|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon September 21, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
090921 |
938.50 |
939.75 |
909.25 |
913.50 |
-27.50 |
58,331 |
248,936 |
+618 |
Jan10 |
090921 |
940.25 |
942.50 |
915.00 |
919.00 |
-26.25 |
10,437 |
67,919 |
+986 |
Mar10 |
090921 |
941.50 |
943.00 |
919.25 |
922.25 |
-24.25 |
5,626 |
31,792 |
+61 |
May10 |
090921 |
935.00 |
938.50 |
920.00 |
923.00 |
-20.75 |
3,360 |
23,637 |
+698 |
Jul10 |
090921 |
941.00 |
941.00 |
923.25 |
926.50 |
-18.00 |
7,041 |
29,549 |
+817 |
Aug10 |
090921 |
922.00 |
939.00 |
921.50 |
921.50 |
-17.50 |
29 |
349 |
+6 |
Sep10 |
090921 |
904.00 |
918.00 |
904.00 |
906.00 |
-12.00 |
12 |
109 |
-1 |
Nov10 |
090921 |
901.00 |
903.75 |
889.00 |
896.50 |
-7.50 |
2,393 |
27,108 |
+792 |
Jan11 |
090921 |
904.00 |
909.00 |
901.00 |
901.00 |
-8.00 |
2 |
207 |
+0 |
Mar11 |
090921 |
898.00 |
903.00 |
898.00 |
903.00 |
-8.00 |
0 |
40 |
+0 |
May11 |
090921 |
904.00 |
912.00 |
904.00 |
904.00 |
-8.00 |
0 |
2 |
+0 |
Jul11 |
090921 |
905.00 |
913.00 |
905.00 |
905.00 |
-8.00 |
1 |
17 |
+1 |
Aug11 |
090921 |
906.00 |
911.00 |
906.00 |
906.00 |
-5.00 |
|
|
|
Sep11 |
090921 |
906.00 |
910.00 |
906.00 |
906.00 |
-4.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
87,235 |
430,864 |
+3,978 |
Soybean Meal(CBOT) |
Oct09 |
090921 |
290.00 |
290.00 |
281.50 |
281.90 |
-8.10 |
10,188 |
26,443 |
+348 |
Dec09 |
090921 |
284.80 |
285.30 |
276.00 |
276.20 |
-8.60 |
20,539 |
74,672 |
+147 |
Jan10 |
090921 |
281.40 |
282.10 |
274.60 |
274.60 |
-8.20 |
1,099 |
12,145 |
+163 |
Mar10 |
090921 |
281.00 |
281.00 |
273.60 |
273.60 |
-6.70 |
1,734 |
13,088 |
-117 |
May10 |
090921 |
275.60 |
276.00 |
272.60 |
272.60 |
-5.20 |
1,041 |
12,762 |
-57 |
Jul10 |
090921 |
277.60 |
277.60 |
273.20 |
273.60 |
-4.20 |
1,318 |
8,323 |
+122 |
Aug10 |
090921 |
275.30 |
276.30 |
273.20 |
273.30 |
-3.50 |
161 |
2,081 |
-20 |
Sep10 |
090921 |
273.30 |
273.50 |
270.00 |
270.00 |
-2.30 |
70 |
2,008 |
-22 |
Oct10 |
090921 |
265.00 |
265.00 |
260.60 |
260.60 |
-2.20 |
120 |
1,209 |
+69 |
Dec10 |
090921 |
261.90 |
264.10 |
259.20 |
259.60 |
-1.70 |
718 |
5,582 |
+212 |
Total Volume and Open Interest |
36,988 |
158,510 |
+845 |
Soybean Oil(CBOT) |
Oct09 |
090921 |
34.68 |
34.79 |
33.77 |
33.77 |
-0.91 |
8,937 |
25,860 |
-1,031 |
Dec09 |
090921 |
35.07 |
35.27 |
34.18 |
34.19 |
-0.91 |
28,891 |
119,641 |
-2,478 |
Jan10 |
090921 |
35.58 |
35.58 |
34.58 |
34.58 |
-0.91 |
1,938 |
25,772 |
+250 |
Mar10 |
090921 |
35.80 |
35.80 |
34.84 |
34.84 |
-0.91 |
1,597 |
15,643 |
-158 |
May10 |
090921 |
35.97 |
35.97 |
35.02 |
35.02 |
-0.90 |
1,207 |
10,101 |
+95 |
Jul10 |
090921 |
35.90 |
36.17 |
35.19 |
35.19 |
-0.89 |
1,367 |
8,446 |
+227 |
Aug10 |
090921 |
35.53 |
36.18 |
35.31 |
35.31 |
-0.87 |
2 |
849 |
+1 |
Sep10 |
090921 |
35.61 |
36.28 |
35.41 |
35.41 |
-0.87 |
2 |
451 |
-1 |
Oct10 |
090921 |
35.69 |
36.38 |
35.51 |
35.51 |
-0.87 |
0 |
432 |
+0 |
Dec10 |
090921 |
36.62 |
36.62 |
35.61 |
35.65 |
-0.88 |
516 |
8,961 |
+177 |
Total Volume and Open Interest |
44,457 |
216,158 |
-2,918 |
Canola(WCE) |
Nov09 |
090921 |
392.0 |
394.0 |
382.1 |
383.9 |
-6.3 |
12,456 |
65,962 |
+953 |
Jan10 |
090921 |
396.1 |
397.6 |
387.6 |
388.8 |
-5.5 |
1,158 |
24,622 |
+149 |
Mar10 |
090921 |
399.0 |
399.2 |
390.0 |
390.9 |
-6.0 |
53 |
2,447 |
+39 |
May10 |
090921 |
395.9 |
395.9 |
395.9 |
395.9 |
-6.3 |
0 |
585 |
+0 |
Jul10 |
090921 |
406.2 |
406.2 |
397.8 |
397.8 |
-6.3 |
35 |
909 |
+19 |
Total Volume and Open Interest |
13,702 |
94,652 |
+1,160 |
Corn(CBOT) |
Dec09 |
090921 |
316.00 |
317.50 |
310.00 |
316.00 |
-2.00 |
75,982 |
524,496 |
+3,641 |
Mar10 |
090921 |
329.50 |
330.75 |
323.50 |
329.25 |
-2.25 |
10,078 |
148,163 |
+1,459 |
May10 |
090921 |
339.25 |
340.00 |
333.25 |
338.50 |
-2.00 |
3,594 |
33,437 |
+132 |
Jul10 |
090921 |
346.50 |
348.50 |
341.50 |
347.00 |
-2.00 |
4,457 |
66,216 |
-69 |
Sep10 |
090921 |
355.50 |
356.25 |
350.00 |
355.75 |
-1.50 |
680 |
12,675 |
+226 |
Dec10 |
090921 |
365.00 |
367.00 |
360.00 |
366.00 |
-1.25 |
4,827 |
68,935 |
+324 |
Mar11 |
090921 |
376.00 |
379.75 |
374.25 |
378.00 |
-1.75 |
54 |
2,064 |
+39 |
May11 |
090921 |
382.25 |
387.25 |
382.25 |
387.00 |
-0.25 |
7 |
229 |
+7 |
Jul11 |
090921 |
389.50 |
393.75 |
389.00 |
392.25 |
-1.50 |
61 |
1,502 |
+2 |
Sep11 |
090921 |
382.00 |
387.50 |
382.00 |
385.50 |
-2.00 |
0 |
163 |
+0 |
Total Volume and Open Interest |
99,816 |
864,244 |
+5,761 |
Wheat(CBOT) |
Dec09 |
090921 |
457.00 |
463.00 |
452.75 |
456.00 |
-1.25 |
20,047 |
204,282 |
+735 |
Mar10 |
090921 |
475.00 |
482.00 |
472.00 |
475.75 |
-1.00 |
4,878 |
45,324 |
+0 |
May10 |
090921 |
488.50 |
495.00 |
485.25 |
488.25 |
-1.25 |
4,192 |
8,004 |
+235 |
Jul10 |
090921 |
500.00 |
506.00 |
495.25 |
499.50 |
-2.00 |
4,335 |
45,479 |
+618 |
Sep10 |
090921 |
515.00 |
519.50 |
514.00 |
514.75 |
-2.00 |
67 |
741 |
+10 |
Dec10 |
090921 |
538.00 |
543.25 |
535.25 |
537.00 |
-2.00 |
1,555 |
17,769 |
+726 |
Total Volume and Open Interest |
35,105 |
322,732 |
+2,355 |
Wheat(KCBT) |
Dec09 |
090921 |
471.75 |
477.25 |
467.50 |
469.00 |
-3.00 |
6,878 |
61,664 |
+3 |
Mar10 |
090921 |
488.00 |
495.00 |
484.00 |
485.50 |
-2.75 |
1,712 |
20,553 |
+232 |
May10 |
090921 |
500.00 |
504.50 |
495.50 |
497.00 |
-2.75 |
614 |
4,575 |
+41 |
Jul10 |
090921 |
509.50 |
516.25 |
507.00 |
508.50 |
-3.00 |
1,169 |
14,383 |
+138 |
Sep10 |
090921 |
523.50 |
527.00 |
520.25 |
520.25 |
-3.00 |
20 |
894 |
+14 |
Dec10 |
090921 |
536.25 |
545.25 |
536.00 |
537.50 |
-3.00 |
1,407 |
12,898 |
+422 |
Total Volume and Open Interest |
11,814 |
115,144 |
+858 |
Wheat(MGE) |
Sep09 |
090914 |
473.00 |
473.00 |
473.00 |
473.00 |
-2.50 |
0 |
101 |
+0 |
Dec09 |
090921 |
495.75 |
499.25 |
491.50 |
493.25 |
-3.50 |
4,342 |
21,000 |
+518 |
Mar10 |
090921 |
509.25 |
513.25 |
506.25 |
507.25 |
-3.50 |
1,319 |
9,943 |
+537 |
May10 |
090921 |
520.00 |
523.75 |
517.00 |
518.00 |
-4.00 |
409 |
3,009 |
+64 |
Jul10 |
090921 |
529.75 |
534.50 |
527.50 |
529.00 |
-3.00 |
275 |
6,216 |
-36 |
Total Volume and Open Interest |
6,613 |
44,539 |
+1,057 |
Oats(CBOT) |
Dec09 |
090921 |
212.50 |
212.50 |
207.00 |
212.00 |
-1.00 |
347 |
11,516 |
-108 |
Mar10 |
090921 |
225.00 |
226.00 |
220.75 |
225.00 |
-1.00 |
37 |
2,378 |
+4 |
May10 |
090921 |
231.25 |
235.00 |
231.25 |
234.00 |
-1.00 |
0 |
8 |
+0 |
Jul10 |
090921 |
243.50 |
244.50 |
243.50 |
243.50 |
-1.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
384 |
13,907 |
-104 |
Rough Rice(CBOT) |
Sep09 |
090914 |
13.00 |
13.33 |
13.00 |
13.00 |
-0.33 |
100 |
107 |
-59 |
Nov09 |
090921 |
13.50 |
13.70 |
13.31 |
13.46 |
-0.01 |
439 |
7,916 |
+72 |
Jan10 |
090921 |
13.90 |
13.90 |
13.56 |
13.70 |
unch |
55 |
1,105 |
+14 |
Mar10 |
090921 |
13.94 |
13.94 |
13.81 |
13.94 |
-0.01 |
24 |
1,011 |
-5 |
Total Volume and Open Interest |
583 |
10,795 |
+116 |
Live Cattle(CME) |
Oct09 |
090921 |
85.400 |
85.785 |
84.700 |
84.980 |
-0.570 |
12,171 |
47,961 |
-2,839 |
Dec09 |
090921 |
84.730 |
84.950 |
84.035 |
84.535 |
-0.365 |
16,113 |
110,185 |
+2,641 |
Feb10 |
090921 |
85.730 |
85.900 |
85.100 |
85.330 |
-0.400 |
5,051 |
44,939 |
+332 |
Apr10 |
090921 |
88.000 |
88.135 |
87.550 |
87.830 |
-0.170 |
2,242 |
33,709 |
+400 |
Jun10 |
090921 |
84.885 |
85.000 |
84.400 |
84.785 |
-0.195 |
1,323 |
13,150 |
-24 |
Aug10 |
090921 |
85.250 |
85.500 |
85.200 |
85.480 |
+0.080 |
276 |
2,064 |
+125 |
Total Volume and Open Interest |
37,761 |
254,574 |
+982 |
Feeder Cattle(CME) |
Sep09 |
090921 |
97.250 |
97.385 |
96.930 |
97.150 |
-0.100 |
299 |
1,388 |
-118 |
Oct09 |
090921 |
97.200 |
97.250 |
96.450 |
96.730 |
-0.305 |
954 |
8,323 |
-177 |
Nov09 |
090921 |
97.480 |
97.600 |
96.550 |
96.700 |
-0.730 |
1,545 |
11,850 |
+344 |
Jan10 |
090921 |
98.450 |
98.450 |
97.600 |
97.830 |
-0.720 |
486 |
3,494 |
+130 |
Mar10 |
090921 |
98.885 |
99.050 |
98.350 |
98.700 |
-0.400 |
184 |
1,197 |
+53 |
Apr10 |
090921 |
100.000 |
100.300 |
99.500 |
100.300 |
-0.200 |
41 |
374 |
+19 |
May10 |
090921 |
100.500 |
100.800 |
99.950 |
100.800 |
-0.200 |
54 |
673 |
+21 |
Total Volume and Open Interest |
3,569 |
27,413 |
+279 |
Lean Hogs(CME) |
Oct09 |
090921 |
50.100 |
50.800 |
49.900 |
50.150 |
-0.650 |
7,239 |
20,349 |
-1,715 |
Dec09 |
090921 |
49.630 |
49.880 |
49.035 |
49.380 |
-0.920 |
14,603 |
68,631 |
+194 |
Feb10 |
090921 |
56.130 |
56.550 |
55.600 |
55.950 |
-0.980 |
2,939 |
26,758 |
+172 |
Apr10 |
090921 |
62.200 |
62.400 |
61.200 |
61.285 |
-1.665 |
1,488 |
14,440 |
+673 |
May10 |
090921 |
67.400 |
67.950 |
67.350 |
67.950 |
-0.800 |
25 |
909 |
-1 |
Jun10 |
090921 |
71.000 |
71.475 |
70.285 |
70.550 |
-1.150 |
393 |
7,896 |
+114 |
Jul10 |
090921 |
70.000 |
70.500 |
69.750 |
69.800 |
-1.000 |
129 |
1,897 |
+100 |
Aug10 |
090921 |
69.500 |
69.580 |
68.800 |
68.950 |
-0.850 |
49 |
1,318 |
-12 |
Total Volume and Open Interest |
27,071 |
142,793 |
-311 |
Class III Milk(CME) |
Sep09 |
090921 |
12.10 |
12.10 |
12.07 |
12.08 |
unch |
46 |
3,663 |
+43 |
Oct09 |
090921 |
12.56 |
12.78 |
12.56 |
12.71 |
+0.16 |
409 |
3,873 |
+18 |
Nov09 |
090921 |
13.36 |
13.70 |
13.36 |
13.70 |
+0.33 |
250 |
3,865 |
+59 |
Dec09 |
090921 |
14.00 |
14.33 |
14.00 |
14.28 |
+0.31 |
146 |
3,886 |
+40 |
Jan10 |
090921 |
14.04 |
14.31 |
14.03 |
14.30 |
+0.27 |
136 |
1,616 |
+15 |
Total Volume and Open Interest |
1,111 |
24,005 |
+188 |
Cocoa(ICE) |
Dec09 |
090921 |
3099 |
3119 |
3032 |
3076 |
-36 |
7,211 |
59,758 |
-46 |
Mar10 |
090921 |
3116 |
3138 |
3055 |
3096 |
-37 |
1,306 |
35,575 |
+84 |
May10 |
090921 |
3129 |
3129 |
3065 |
3109 |
-36 |
1,307 |
10,418 |
+688 |
Jul10 |
090921 |
3107 |
3107 |
3103 |
3103 |
-40 |
89 |
4,320 |
+71 |
Sep10 |
090921 |
3107 |
3107 |
3100 |
3100 |
-43 |
108 |
3,393 |
+22 |
Dec10 |
090921 |
3123 |
3130 |
3100 |
3100 |
-50 |
16 |
1,995 |
+12 |
Mar11 |
090921 |
3096 |
3096 |
3096 |
3096 |
-45 |
15 |
3,814 |
+5 |
Total Volume and Open Interest |
10,552 |
123,455 |
+1,336 |
Coffee "C"(ICE) |
Sep09 |
090918 |
134.10 |
134.80 |
134.10 |
134.80 |
-0.25 |
14 |
6 |
-22 |
Dec09 |
090921 |
135.60 |
138.30 |
135.10 |
135.65 |
-0.40 |
9,131 |
64,495 |
+34 |
Mar10 |
090921 |
138.40 |
141.10 |
138.00 |
138.40 |
-0.55 |
1,449 |
18,284 |
+752 |
May10 |
090921 |
140.30 |
142.90 |
139.85 |
140.25 |
-0.55 |
267 |
8,645 |
+78 |
Jul10 |
090921 |
143.50 |
144.55 |
141.95 |
141.95 |
-0.55 |
56 |
2,531 |
+21 |
Sep10 |
090921 |
144.95 |
146.20 |
143.60 |
143.60 |
-0.60 |
75 |
3,277 |
+18 |
Total Volume and Open Interest |
11,181 |
99,715 |
+1,012 |
Orange Juice(ICE) |
Nov09 |
090921 |
101.90 |
101.90 |
93.70 |
99.55 |
-4.10 |
1,801 |
23,487 |
+0 |
Jan10 |
090921 |
104.00 |
104.00 |
98.30 |
102.95 |
-3.85 |
419 |
2,803 |
+195 |
Mar10 |
090921 |
107.30 |
107.75 |
102.50 |
106.15 |
-3.85 |
95 |
3,190 |
+78 |
May10 |
090921 |
110.00 |
110.00 |
109.35 |
109.35 |
-3.65 |
2 |
439 |
+1 |
Jul10 |
090921 |
112.20 |
112.20 |
112.10 |
112.20 |
-3.50 |
1 |
86 |
+0 |
Sep10 |
090921 |
113.85 |
113.85 |
113.85 |
113.85 |
-3.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,318 |
30,186 |
+274 |
Sugar #11(ICE) |
Oct09 |
090921 |
21.85 |
22.50 |
21.61 |
21.86 |
-0.05 |
32,606 |
113,198 |
-7,515 |
Mar10 |
090921 |
23.20 |
23.60 |
22.93 |
23.22 |
-0.02 |
48,045 |
334,264 |
+2,320 |
May10 |
090921 |
21.96 |
22.53 |
21.89 |
22.24 |
+0.08 |
6,746 |
73,119 |
+1,450 |
Jul10 |
090921 |
20.73 |
21.28 |
20.66 |
21.01 |
+0.15 |
5,157 |
114,485 |
-12 |
Oct10 |
090921 |
20.00 |
20.33 |
19.91 |
20.17 |
+0.16 |
3,521 |
82,858 |
+9,373 |
Total Volume and Open Interest |
98,997 |
816,143 |
+5,656 |
London Cocoa(LCE) |
Dec09 |
090921 |
2032 |
2037 |
1979 |
2003 |
-15 |
8,995 |
62,554 |
-2,130 |
Mar10 |
090921 |
2045 |
2055 |
2000 |
2019 |
-19 |
3,808 |
33,976 |
-578 |
May10 |
090921 |
2069 |
2073 |
2016 |
2038 |
-21 |
3,540 |
38,125 |
+1,202 |
Jul10 |
090921 |
2017 |
2020 |
1975 |
1988 |
-22 |
1,059 |
9,754 |
+552 |
Sep10 |
090921 |
1974 |
1974 |
1974 |
1974 |
-7 |
92 |
3,415 |
+4 |
Dec10 |
090921 |
1966 |
1980 |
1961 |
1961 |
-10 |
0 |
1,028 |
+0 |
Mar11 |
090921 |
1935 |
1948 |
1935 |
1948 |
-22 |
1,094 |
3,923 |
+369 |
Total Volume and Open Interest |
18,407 |
158,037 |
-206 |
London Sugar(LCE) |
Dec09 |
090921 |
575.20 |
581.20 |
567.80 |
573.00 |
-6.90 |
1,838 |
26,694 |
+373 |
Mar10 |
090921 |
592.00 |
598.20 |
585.00 |
590.00 |
-7.90 |
915 |
23,910 |
-265 |
May10 |
090921 |
580.70 |
585.20 |
573.00 |
578.00 |
-7.90 |
155 |
7,095 |
-55 |
Aug10 |
090921 |
554.00 |
558.50 |
553.10 |
553.10 |
-6.70 |
107 |
6,088 |
+90 |
Oct10 |
090921 |
530.90 |
531.50 |
527.80 |
531.50 |
-6.40 |
0 |
3,263 |
+0 |
Total Volume and Open Interest |
3,015 |
67,983 |
+143 |
Cotton(ICE) |
Oct09 |
090921 |
62.60 |
62.72 |
60.68 |
61.19 |
-1.99 |
218 |
463 |
-123 |
Dec09 |
090921 |
64.50 |
64.51 |
62.17 |
62.60 |
-2.00 |
11,923 |
105,056 |
+2,864 |
Mar10 |
090921 |
66.00 |
66.10 |
64.01 |
64.47 |
-1.77 |
2,652 |
26,953 |
+376 |
May10 |
090921 |
65.95 |
65.95 |
65.75 |
65.75 |
-1.77 |
586 |
3,049 |
+159 |
Jul10 |
090921 |
66.40 |
66.75 |
66.30 |
66.75 |
-1.65 |
200 |
3,670 |
+116 |
Oct10 |
090921 |
67.87 |
67.87 |
67.87 |
67.87 |
-1.60 |
5 |
70 |
+0 |
Total Volume and Open Interest |
15,685 |
143,464 |
+3,423 |
Lumber(CME) |
Nov09 |
090921 |
184.0 |
186.8 |
175.5 |
176.5 |
-9.0 |
407 |
6,605 |
-123 |
Jan10 |
090921 |
205.0 |
206.0 |
196.5 |
198.0 |
-7.5 |
112 |
2,427 |
-21 |
Mar10 |
090921 |
215.5 |
217.5 |
208.3 |
209.0 |
-6.2 |
18 |
155 |
+17 |
May10 |
090921 |
223.9 |
223.9 |
222.3 |
223.9 |
unch |
3 |
16 |
+1 |
Total Volume and Open Interest |
540 |
9,205 |
-126 |
Crude Oil(NYM) |
Oct09 |
090921 |
71.78 |
72.20 |
68.96 |
69.71 |
-2.33 |
165,696 |
51,794 |
-22,443 |
Nov09 |
090921 |
72.21 |
72.65 |
69.27 |
69.93 |
-2.56 |
128,927 |
302,057 |
+2,880 |
Dec09 |
090921 |
72.76 |
73.15 |
69.77 |
70.41 |
-2.63 |
51,651 |
171,014 |
-1,003 |
Jan10 |
090921 |
73.36 |
73.69 |
70.30 |
70.94 |
-2.67 |
14,133 |
60,012 |
-2,116 |
Feb10 |
090921 |
74.16 |
74.16 |
71.00 |
71.43 |
-2.68 |
5,775 |
28,923 |
-1,709 |
Mar10 |
090921 |
73.08 |
73.08 |
71.50 |
71.94 |
-2.68 |
4,173 |
32,129 |
-410 |
Apr10 |
090921 |
72.33 |
72.53 |
72.13 |
72.44 |
-2.66 |
2,354 |
15,884 |
-13 |
May10 |
090921 |
73.22 |
73.22 |
72.72 |
72.95 |
-2.65 |
2,660 |
15,116 |
-359 |
Jun10 |
090921 |
76.10 |
76.10 |
72.98 |
73.46 |
-2.64 |
6,306 |
79,133 |
-926 |
Jul10 |
090921 |
74.67 |
74.71 |
73.54 |
73.86 |
-2.61 |
1,475 |
28,962 |
+23 |
Aug10 |
090921 |
74.90 |
74.90 |
73.89 |
74.17 |
-2.60 |
883 |
11,284 |
+41 |
Sep10 |
090921 |
74.82 |
74.82 |
74.29 |
74.50 |
-2.59 |
1,364 |
19,146 |
+154 |
Oct10 |
090921 |
74.84 |
74.84 |
74.84 |
74.84 |
-2.58 |
521 |
9,466 |
-255 |
Nov10 |
090921 |
75.21 |
75.21 |
75.21 |
75.21 |
-2.57 |
694 |
14,113 |
-400 |
Dec10 |
090921 |
77.37 |
77.37 |
75.10 |
75.58 |
-2.56 |
8,944 |
102,525 |
-1,598 |
Jan11 |
090921 |
75.76 |
75.76 |
75.76 |
75.76 |
-2.56 |
839 |
11,888 |
+323 |
Total Volume and Open Interest |
400,857 |
1,170,945 |
-27,354 |
e-miNY Crude Oil(NYM) |
Sep09 |
090819 |
70.225 |
72.800 |
68.050 |
72.425 |
+3.225 |
6,600 |
3,899 |
-443 |
Oct09 |
090921 |
72.050 |
72.200 |
68.975 |
69.700 |
-2.350 |
7,352 |
3,357 |
-509 |
Nov09 |
090921 |
72.450 |
72.625 |
69.250 |
69.925 |
-2.575 |
1,922 |
2,056 |
+284 |
Dec09 |
090921 |
72.850 |
72.850 |
69.800 |
70.400 |
-2.650 |
111 |
530 |
+9 |
Jan10 |
090921 |
72.450 |
72.450 |
70.950 |
70.950 |
-2.650 |
8 |
235 |
+7 |
Feb10 |
090921 |
71.425 |
71.425 |
71.425 |
71.425 |
-2.675 |
0 |
105 |
+0 |
Mar10 |
090921 |
71.950 |
71.950 |
71.950 |
71.950 |
-2.675 |
0 |
5 |
+0 |
Apr10 |
090921 |
72.450 |
72.450 |
72.450 |
72.450 |
-2.650 |
|
|
|
May10 |
090921 |
72.950 |
72.950 |
72.950 |
72.950 |
-2.650 |
0 |
2 |
+0 |
Jun10 |
090921 |
73.450 |
73.450 |
73.450 |
73.450 |
-2.650 |
0 |
9 |
+0 |
Total Volume and Open Interest |
9,393 |
6,383 |
-209 |
Heating Oil(NYM) |
Oct09 |
090921 |
182.50 |
182.80 |
174.21 |
175.17 |
-7.62 |
32,062 |
34,833 |
-934 |
Nov09 |
090921 |
185.85 |
185.85 |
177.44 |
178.52 |
-7.34 |
11,472 |
60,209 |
+440 |
Dec09 |
090921 |
183.75 |
187.85 |
180.86 |
181.97 |
-6.93 |
7,787 |
56,079 |
+366 |
Jan10 |
090921 |
186.24 |
187.09 |
184.30 |
185.48 |
-6.66 |
3,123 |
30,909 |
+213 |
Feb10 |
090921 |
190.51 |
190.51 |
186.93 |
187.86 |
-6.49 |
1,907 |
17,059 |
-37 |
Mar10 |
090921 |
190.41 |
190.75 |
188.88 |
189.55 |
-6.43 |
1,468 |
15,684 |
-73 |
Apr10 |
090921 |
195.85 |
195.85 |
190.45 |
190.90 |
-6.33 |
1,143 |
12,089 |
+35 |
May10 |
090921 |
191.71 |
192.30 |
191.70 |
192.30 |
-6.28 |
265 |
11,049 |
-33 |
Jun10 |
090921 |
193.80 |
195.00 |
192.80 |
193.65 |
-6.28 |
680 |
22,106 |
-71 |
Jul10 |
090921 |
195.76 |
195.76 |
195.40 |
195.40 |
-6.18 |
442 |
6,712 |
+16 |
Aug10 |
090921 |
197.51 |
197.91 |
196.54 |
197.15 |
-6.13 |
216 |
3,224 |
-88 |
Sep10 |
090921 |
198.91 |
199.87 |
198.65 |
199.25 |
-6.03 |
101 |
5,712 |
-37 |
Total Volume and Open Interest |
62,376 |
316,680 |
-262 |
Gasoline(NYMEX) |
Oct09 |
090921 |
182.29 |
183.65 |
173.85 |
175.14 |
-8.10 |
25,359 |
43,876 |
-3,179 |
Nov09 |
090921 |
182.65 |
184.03 |
174.57 |
175.84 |
-7.82 |
12,551 |
73,086 |
+1,565 |
Dec09 |
090921 |
183.79 |
184.38 |
175.64 |
176.93 |
-7.56 |
5,760 |
33,804 |
-53 |
Jan10 |
090921 |
182.24 |
182.24 |
178.05 |
179.22 |
-7.48 |
1,248 |
20,797 |
+100 |
Feb10 |
090921 |
182.74 |
182.74 |
181.55 |
181.55 |
-7.40 |
508 |
5,892 |
+40 |
Mar10 |
090921 |
185.17 |
185.17 |
183.79 |
183.95 |
-7.26 |
553 |
10,264 |
+25 |
Apr10 |
090921 |
196.70 |
197.90 |
196.50 |
196.50 |
-7.21 |
334 |
6,711 |
-55 |
May10 |
090921 |
197.15 |
197.45 |
197.15 |
197.45 |
-7.16 |
98 |
4,067 |
+3 |
Jun10 |
090921 |
198.05 |
198.05 |
198.05 |
198.05 |
-7.11 |
145 |
6,494 |
+31 |
Jul10 |
090921 |
198.50 |
198.50 |
198.00 |
198.00 |
-7.01 |
1 |
1,442 |
+0 |
Total Volume and Open Interest |
46,931 |
215,349 |
-1,153 |
e-miNY RBOB Gasoline(NYM) |
Oct09 |
090921 |
175.14 |
175.14 |
175.14 |
175.14 |
-8.10 |
0 |
1 |
+0 |
Nov09 |
090921 |
175.84 |
175.84 |
175.84 |
175.84 |
-7.82 |
|
|
|
Dec09 |
090921 |
184.50 |
184.50 |
176.93 |
176.93 |
-7.56 |
0 |
2 |
+0 |
Jan10 |
090921 |
179.22 |
179.22 |
179.22 |
179.22 |
-7.48 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct09 |
090921 |
3.722 |
3.797 |
3.532 |
3.576 |
-0.202 |
128,216 |
79,682 |
-13,329 |
Nov09 |
090921 |
4.580 |
4.650 |
4.411 |
4.422 |
-0.233 |
64,813 |
164,888 |
+1,470 |
Dec09 |
090921 |
5.250 |
5.311 |
5.103 |
5.114 |
-0.209 |
20,923 |
66,169 |
-524 |
Jan10 |
090921 |
5.520 |
5.559 |
5.369 |
5.381 |
-0.187 |
14,207 |
73,796 |
+2,157 |
Feb10 |
090921 |
5.556 |
5.578 |
5.413 |
5.427 |
-0.179 |
2,298 |
24,677 |
-303 |
Mar10 |
090921 |
5.520 |
5.548 |
5.400 |
5.412 |
-0.166 |
4,943 |
45,518 |
+338 |
Apr10 |
090921 |
5.516 |
5.537 |
5.404 |
5.412 |
-0.151 |
4,715 |
39,055 |
+448 |
May10 |
090921 |
5.567 |
5.579 |
5.462 |
5.467 |
-0.146 |
2,069 |
21,188 |
+804 |
Jun10 |
090921 |
5.631 |
5.670 |
5.550 |
5.550 |
-0.143 |
1,030 |
10,503 |
+99 |
Jul10 |
090921 |
5.700 |
5.766 |
5.650 |
5.657 |
-0.141 |
461 |
11,162 |
+59 |
Aug10 |
090921 |
5.772 |
5.846 |
5.757 |
5.757 |
-0.131 |
421 |
8,964 |
+12 |
Sep10 |
090921 |
5.900 |
5.941 |
5.847 |
5.847 |
-0.121 |
630 |
8,879 |
+268 |
Oct10 |
090921 |
6.055 |
6.120 |
6.000 |
6.012 |
-0.116 |
1,958 |
24,141 |
+192 |
Nov10 |
090921 |
6.454 |
6.491 |
6.402 |
6.402 |
-0.106 |
239 |
6,468 |
+12 |
Dec10 |
090921 |
6.830 |
6.856 |
6.767 |
6.772 |
-0.106 |
1,495 |
14,330 |
+732 |
Jan11 |
090921 |
7.020 |
7.085 |
7.002 |
7.002 |
-0.101 |
529 |
9,182 |
-129 |
Total Volume and Open Interest |
252,426 |
723,332 |
-6,214 |
Brent Crude Oil(ICE) |
Nov09 |
090921 |
71.17 |
71.45 |
68.07 |
68.69 |
-2.63 |
97,431 |
153,362 |
+455 |
Dec09 |
090921 |
71.82 |
72.02 |
68.79 |
69.42 |
-2.58 |
56,243 |
158,623 |
-66 |
Jan10 |
090921 |
72.40 |
72.40 |
69.47 |
70.11 |
-2.55 |
19,663 |
52,657 |
-418 |
Feb10 |
090921 |
72.44 |
72.44 |
70.30 |
70.75 |
-2.53 |
6,848 |
27,779 |
+1,419 |
Mar10 |
090921 |
73.07 |
73.07 |
70.92 |
71.38 |
-2.52 |
4,771 |
16,434 |
+315 |
Apr10 |
090921 |
73.69 |
73.69 |
71.55 |
72.02 |
-2.50 |
2,616 |
15,382 |
-432 |
May10 |
090921 |
74.30 |
74.30 |
72.19 |
72.63 |
-2.49 |
1,759 |
7,267 |
-47 |
Jun10 |
090921 |
74.95 |
74.95 |
72.71 |
73.18 |
-2.48 |
2,378 |
50,768 |
-166 |
Jul10 |
090921 |
73.26 |
73.63 |
73.26 |
73.63 |
-2.47 |
458 |
9,633 |
+8 |
Aug10 |
090921 |
74.02 |
74.02 |
74.02 |
74.02 |
-2.47 |
341 |
6,627 |
+83 |
Sep10 |
090921 |
75.12 |
75.21 |
74.40 |
74.40 |
-2.47 |
364 |
4,095 |
+44 |
Oct10 |
090921 |
74.76 |
74.76 |
74.76 |
74.76 |
-2.47 |
272 |
6,269 |
-33 |
Nov10 |
090921 |
75.06 |
75.06 |
75.06 |
75.06 |
-2.45 |
246 |
3,816 |
-164 |
Dec10 |
090921 |
76.98 |
76.99 |
74.81 |
75.34 |
-2.41 |
7,071 |
70,486 |
+332 |
Total Volume and Open Interest |
201,655 |
670,429 |
+1,519 |
Gas Oil(ICE) |
Oct09 |
090921 |
577.00 |
579.50 |
555.00 |
559.25 |
-19.75 |
31,253 |
81,146 |
-44 |
Nov09 |
090921 |
586.75 |
587.25 |
562.75 |
567.25 |
-19.50 |
25,401 |
79,273 |
+1,901 |
Dec09 |
090921 |
594.25 |
594.25 |
571.00 |
575.25 |
-19.00 |
15,405 |
88,721 |
+322 |
Jan10 |
090921 |
601.50 |
601.50 |
580.25 |
584.50 |
-18.75 |
3,466 |
50,515 |
+67 |
Feb10 |
090921 |
604.25 |
604.25 |
588.50 |
591.75 |
-18.75 |
960 |
23,862 |
-218 |
Mar10 |
090921 |
615.25 |
615.25 |
595.75 |
598.25 |
-18.50 |
959 |
23,521 |
+176 |
Apr10 |
090921 |
608.50 |
608.50 |
601.75 |
604.25 |
-18.50 |
462 |
13,650 |
+18 |
May10 |
090921 |
615.75 |
615.75 |
606.25 |
610.00 |
-18.50 |
357 |
14,189 |
+58 |
Jun10 |
090921 |
632.00 |
632.00 |
611.75 |
615.75 |
-17.75 |
1,296 |
37,568 |
-361 |
Jul10 |
090921 |
639.25 |
639.25 |
619.25 |
623.25 |
-17.75 |
594 |
12,235 |
+41 |
Total Volume and Open Interest |
81,689 |
539,758 |
+2,332 |
Ethanol(CBOT) |
Sep09 |
090903 |
1.587 |
1.587 |
1.587 |
1.587 |
-0.013 |
15 |
218 |
+10 |
Oct09 |
090921 |
1.595 |
1.622 |
1.595 |
1.622 |
+0.007 |
27 |
358 |
-29 |
Nov09 |
090921 |
1.581 |
1.603 |
1.580 |
1.601 |
+0.001 |
11 |
505 |
+10 |
Dec09 |
090921 |
1.590 |
1.602 |
1.590 |
1.600 |
-0.003 |
9 |
413 |
+9 |
Jan10 |
090921 |
1.594 |
1.602 |
1.586 |
1.597 |
-0.009 |
8 |
734 |
+7 |
Feb10 |
090921 |
1.601 |
1.601 |
1.599 |
1.599 |
-0.014 |
209 |
236 |
-102 |
Mar10 |
090921 |
1.600 |
1.615 |
1.600 |
1.609 |
-0.011 |
222 |
330 |
-108 |
Apr10 |
090921 |
1.592 |
1.600 |
1.592 |
1.600 |
-0.008 |
218 |
494 |
-7 |
Total Volume and Open Interest |
767 |
4,472 |
-161 |
WTI Crude Oil(ICE) |
Oct09 |
090921 |
71.83 |
72.14 |
68.97 |
69.71 |
-2.33 |
30,544 |
29,533 |
-4,844 |
Nov09 |
090921 |
72.07 |
72.59 |
69.27 |
69.93 |
-2.56 |
54,874 |
121,645 |
-1,029 |
Dec09 |
090921 |
73.02 |
73.02 |
69.77 |
70.41 |
-2.63 |
20,844 |
80,356 |
+1,370 |
Jan10 |
090921 |
72.37 |
72.37 |
70.39 |
70.94 |
-2.67 |
5,130 |
18,919 |
-697 |
Feb10 |
090921 |
72.42 |
72.42 |
70.90 |
71.43 |
-2.68 |
2,344 |
14,101 |
-391 |
Mar10 |
090921 |
72.95 |
72.95 |
71.43 |
71.94 |
-2.68 |
1,466 |
12,880 |
-98 |
Apr10 |
090921 |
73.18 |
73.18 |
71.94 |
72.44 |
-2.66 |
856 |
5,520 |
-147 |
May10 |
090921 |
73.69 |
73.69 |
72.47 |
72.95 |
-2.65 |
682 |
5,885 |
+74 |
Jun10 |
090921 |
74.20 |
74.21 |
73.00 |
73.46 |
-2.64 |
1,707 |
21,575 |
+112 |
Jul10 |
090921 |
73.86 |
73.86 |
73.86 |
73.86 |
-2.61 |
390 |
25,166 |
+53 |
Aug10 |
090921 |
74.17 |
74.17 |
74.17 |
74.17 |
-2.60 |
247 |
5,908 |
+73 |
Sep10 |
090921 |
74.45 |
74.50 |
74.45 |
74.50 |
-2.59 |
559 |
7,856 |
+28 |
Oct10 |
090921 |
74.84 |
74.84 |
74.84 |
74.84 |
-2.58 |
470 |
5,013 |
-12 |
Nov10 |
090921 |
75.21 |
75.21 |
75.21 |
75.21 |
-2.57 |
517 |
4,691 |
+4 |
Dec10 |
090921 |
77.51 |
77.51 |
75.17 |
75.58 |
-2.56 |
6,260 |
58,636 |
-455 |
Jan11 |
090921 |
75.76 |
75.76 |
75.76 |
75.76 |
-2.56 |
1,025 |
9,319 |
+19 |
Total Volume and Open Interest |
129,252 |
502,517 |
-5,493 |
US Dollar Index(ICE) |
Dec09 |
090921 |
76.750 |
77.335 |
76.700 |
77.000 |
+0.330 |
6,789 |
32,583 |
+50 |
Mar10 |
090921 |
77.410 |
77.410 |
77.200 |
77.255 |
+0.340 |
5 |
2,038 |
+5 |
Jun10 |
090921 |
77.570 |
77.570 |
77.570 |
77.570 |
+0.390 |
0 |
3 |
+0 |
Total Volume and Open Interest |
6,794 |
34,624 |
+55 |
Australian Dollar(CME) |
Dec09 |
090921 |
85.99 |
86.24 |
85.33 |
85.71 |
-0.57 |
59,697 |
107,107 |
-924 |
Mar10 |
090921 |
85.05 |
85.58 |
84.66 |
85.01 |
-0.57 |
41 |
134 |
+16 |
Jun10 |
090921 |
84.21 |
84.77 |
84.21 |
84.21 |
-0.56 |
|
|
|
Total Volume and Open Interest |
59,738 |
107,256 |
-908 |
British Pound(CME) |
Dec09 |
090921 |
162.14 |
162.71 |
161.33 |
161.92 |
-0.79 |
131,556 |
76,897 |
+8,652 |
Mar10 |
090921 |
162.30 |
162.77 |
161.49 |
161.98 |
-0.79 |
114 |
313 |
+71 |
Jun10 |
090921 |
162.01 |
162.81 |
161.66 |
162.01 |
-0.80 |
0 |
2 |
+0 |
Total Volume and Open Interest |
131,670 |
77,232 |
+8,723 |
Canadian Dollar(CME) |
Dec09 |
090921 |
93.51 |
93.65 |
92.14 |
92.77 |
-0.72 |
50,619 |
88,707 |
-1,422 |
Mar10 |
090921 |
92.78 |
93.59 |
92.17 |
92.76 |
-0.72 |
29 |
1,203 |
+6 |
Jun10 |
090921 |
92.54 |
93.55 |
92.17 |
92.75 |
-0.72 |
27 |
271 |
+8 |
Sep10 |
090921 |
92.73 |
93.45 |
92.17 |
92.73 |
-0.72 |
36 |
362 |
+11 |
Total Volume and Open Interest |
50,723 |
90,570 |
-1,385 |
Japanese Yen(CME) |
Dec09 |
090921 |
109.35 |
109.59 |
108.12 |
108.60 |
-0.90 |
72,465 |
112,861 |
+3,306 |
Mar10 |
090921 |
109.20 |
109.63 |
108.26 |
108.70 |
-0.90 |
0 |
76 |
+0 |
Jun10 |
090921 |
109.33 |
109.76 |
108.61 |
108.86 |
-0.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
72,465 |
112,959 |
+3,306 |
Swiss Franc(CME) |
Dec09 |
090921 |
97.11 |
97.25 |
96.31 |
96.91 |
-0.35 |
27,675 |
50,027 |
+583 |
Mar10 |
090921 |
97.02 |
97.37 |
96.47 |
97.02 |
-0.35 |
0 |
86 |
+0 |
Jun10 |
090921 |
97.18 |
97.53 |
96.80 |
97.18 |
-0.35 |
|
|
|
Total Volume and Open Interest |
27,675 |
50,114 |
+583 |
EuroFX(CME) |
Dec09 |
090921 |
146.95 |
147.12 |
146.10 |
146.77 |
-0.43 |
177,035 |
157,591 |
+2,391 |
Mar10 |
090921 |
146.25 |
147.19 |
146.11 |
146.76 |
-0.43 |
229 |
559 |
-81 |
Jun10 |
090921 |
146.20 |
147.20 |
146.20 |
146.76 |
-0.44 |
0 |
52 |
+0 |
Total Volume and Open Interest |
177,264 |
158,203 |
+2,310 |
Mexican Peso(CME) |
Oct09 |
090921 |
742.2 |
749.0 |
742.2 |
742.2 |
-6.8 |
|
|
|
Nov09 |
090921 |
739.2 |
746.0 |
739.2 |
739.2 |
-6.8 |
|
|
|
Total Volume and Open Interest |
12,569 |
51,207 |
-325 |
Brazilian Real(CME) |
Oct09 |
090921 |
550.80 |
551.85 |
550.80 |
550.80 |
-1.05 |
|
|
|
Nov09 |
090921 |
547.15 |
549.15 |
547.15 |
547.15 |
-2.00 |
|
|
|
Dec09 |
090921 |
546.55 |
546.55 |
545.60 |
546.55 |
unch |
0 |
3,052 |
-5 |
Jan10 |
090921 |
541.10 |
543.20 |
541.10 |
541.10 |
-2.10 |
|
|
|
Total Volume and Open Interest |
0 |
3,052 |
-5 |
30-Year T-Bonds(CBOT) |
Sep09 |
090921 |
120~270 |
121~060 |
120~220 |
120~310 |
+0~090 |
1,626 |
4,743 |
-1,047 |
Dec09 |
090921 |
119~120 |
119~310 |
118~250 |
119~010 |
-0~080 |
141,360 |
736,807 |
-4,766 |
Mar10 |
090921 |
118~010 |
118~150 |
118~010 |
118~070 |
-0~080 |
7 |
158 |
+2 |
Total Volume and Open Interest |
142,993 |
741,711 |
-5,811 |
10-Year T-Notes(CBOT) |
Sep09 |
090921 |
118~150 |
118~275 |
118~105 |
118~240 |
+0~135 |
6,889 |
28,805 |
-1,769 |
Dec09 |
090921 |
116~280 |
117~130 |
116~240 |
116~260 |
-0~010 |
653,200 |
1,073,118 |
-1,989 |
Mar10 |
090921 |
115~260 |
115~270 |
115~260 |
115~260 |
-0~010 |
|
|
|
Total Volume and Open Interest |
660,089 |
1,101,923 |
-3,758 |
5-Year T-Notes(CBOT) |
Sep09 |
090921 |
116~074 |
116~090 |
116~048 |
116~049 |
+0~001 |
3,208 |
14,429 |
-2,625 |
Dec09 |
090921 |
115~025 |
115~063 |
115~012 |
115~017 |
unch |
294,142 |
782,309 |
-9,721 |
Mar10 |
090921 |
115~009 |
115~009 |
115~009 |
115~009 |
unch |
|
|
|
Total Volume and Open Interest |
297,350 |
796,738 |
-12,346 |
2 Year T-Notes(CBOT) |
Sep09 |
090921 |
108~120 |
108~125 |
108~114 |
108~117 |
+0~003 |
5,519 |
24,129 |
-4,020 |
Dec09 |
090921 |
108~032 |
108~045 |
108~030 |
108~032 |
unch |
132,460 |
748,378 |
-4,105 |
Mar10 |
090921 |
108~032 |
108~032 |
108~032 |
108~032 |
unch |
|
|
|
Total Volume and Open Interest |
137,979 |
772,507 |
-8,125 |
Eurodollars(CME) |
Dec09 |
090921 |
99.515 |
99.560 |
99.515 |
99.545 |
+0.030 |
167,842 |
966,495 |
-15,030 |
Mar10 |
090921 |
99.290 |
99.340 |
99.285 |
99.315 |
+0.025 |
168,545 |
975,727 |
-2,586 |
Jun10 |
090921 |
98.950 |
99.005 |
98.935 |
98.955 |
+0.015 |
189,089 |
789,883 |
+6,028 |
Sep10 |
090921 |
98.545 |
98.610 |
98.535 |
98.545 |
unch |
175,804 |
643,255 |
-9,108 |
Dec10 |
090921 |
98.135 |
98.200 |
98.115 |
98.120 |
-0.010 |
207,189 |
819,569 |
-3,305 |
Mar11 |
090921 |
97.750 |
97.820 |
97.730 |
97.735 |
-0.015 |
131,839 |
437,686 |
+5,011 |
Jun11 |
090921 |
97.385 |
97.470 |
97.365 |
97.370 |
-0.020 |
112,204 |
430,841 |
+3,488 |
Sep11 |
090921 |
97.070 |
97.160 |
97.045 |
97.050 |
-0.025 |
93,801 |
264,088 |
+7,837 |
Dec11 |
090921 |
96.785 |
96.865 |
96.745 |
96.750 |
-0.020 |
42,025 |
194,716 |
+679 |
Mar12 |
090921 |
96.550 |
96.640 |
96.515 |
96.515 |
-0.020 |
37,609 |
142,715 |
+458 |
Jun12 |
090921 |
96.335 |
96.425 |
96.295 |
96.300 |
-0.020 |
36,919 |
125,874 |
-611 |
Sep12 |
090921 |
96.160 |
96.250 |
96.110 |
96.120 |
-0.025 |
22,813 |
82,493 |
-219 |
Dec12 |
090921 |
95.985 |
96.080 |
95.940 |
95.945 |
-0.030 |
8,682 |
52,718 |
+189 |
Mar13 |
090921 |
95.885 |
95.965 |
95.830 |
95.830 |
-0.035 |
5,821 |
58,974 |
-1,001 |
Jun13 |
090921 |
95.775 |
95.850 |
95.715 |
95.715 |
-0.035 |
4,045 |
31,247 |
-15 |
Sep13 |
090921 |
95.665 |
95.740 |
95.610 |
95.610 |
-0.035 |
3,529 |
42,344 |
-2 |
Dec13 |
090921 |
95.560 |
95.625 |
95.490 |
95.490 |
-0.035 |
2,113 |
27,932 |
+78 |
Mar14 |
090921 |
95.485 |
95.550 |
95.415 |
95.415 |
-0.040 |
2,223 |
24,703 |
-413 |
Total Volume and Open Interest |
1,435,528 |
6,347,336 |
-1,753 |
30 Day Federal Funds(CBOT) |
Sep09 |
090921 |
99.842 |
99.842 |
99.840 |
99.840 |
unch |
1,644 |
38,283 |
+357 |
Oct09 |
090921 |
99.825 |
99.830 |
99.820 |
99.825 |
+0.005 |
2,423 |
48,865 |
+1,224 |
Nov09 |
090921 |
99.815 |
99.820 |
99.810 |
99.810 |
unch |
3,249 |
57,238 |
+1,118 |
Dec09 |
090921 |
99.810 |
99.820 |
99.805 |
99.810 |
+0.005 |
5,191 |
56,175 |
+2,296 |
Jan10 |
090921 |
99.780 |
99.790 |
99.775 |
99.785 |
+0.010 |
3,356 |
47,143 |
+1,569 |
Feb10 |
090921 |
99.705 |
99.725 |
99.705 |
99.715 |
+0.010 |
4,111 |
58,254 |
+78 |
Total Volume and Open Interest |
26,351 |
430,362 |
+6,839 |
30 Day Fed Funds(e-CBOT) |
Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
+0.015 |
4,682 |
48,902 |
+609 |
Dec09 |
090519 |
99.655 |
99.670 |
99.655 |
99.670 |
+0.015 |
3,891 |
25,478 |
+501 |
Jan10 |
090519 |
99.600 |
99.615 |
99.595 |
99.615 |
+0.015 |
3,185 |
25,864 |
+377 |
Feb10 |
090519 |
99.505 |
99.520 |
99.500 |
99.515 |
+0.005 |
2,273 |
23,595 |
+726 |
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(CME) |
Dec09 |
090921 |
99.510 |
99.510 |
99.510 |
99.510 |
-0.005 |
0 |
932 |
-105 |
Mar10 |
090921 |
99.540 |
99.540 |
99.540 |
99.540 |
+0.005 |
0 |
814 |
+0 |
Jun10 |
090921 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Sep10 |
090921 |
99.520 |
99.525 |
99.520 |
99.520 |
unch |
|
|
|
Dec10 |
090921 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
Mar11 |
090921 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Jun11 |
090921 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
Sep11 |
090921 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
Dec11 |
090921 |
99.140 |
99.140 |
99.140 |
99.140 |
unch |
|
|
|
Mar12 |
090921 |
99.105 |
99.105 |
99.105 |
99.105 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,746 |
-105 |
3-Mth Euro-Yen(SGX) |
Dec09 |
090921 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
217 |
5,678 |
+0 |
Mar10 |
090921 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
4,146 |
+0 |
Jun10 |
090921 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
2,052 |
+0 |
Sep10 |
090921 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
1,084 |
+0 |
Dec10 |
090921 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
574 |
+0 |
Mar11 |
090921 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
562 |
+0 |
Jun11 |
090921 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
52 |
+0 |
Sep11 |
090921 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
51 |
+0 |
Total Volume and Open Interest |
217 |
15,671 |
+0 |
Japanese Gov't Bonds(SGX) |
Dec09 |
090918 |
138.60 |
138.76 |
138.43 |
138.58 |
-0.02 |
1,416 |
13,578 |
-185 |
Mar10 |
090918 |
138.35 |
138.35 |
138.35 |
138.35 |
-0.02 |
|
|
|
Jun10 |
090918 |
138.35 |
138.35 |
138.35 |
138.35 |
-0.02 |
|
|
|
Total Volume and Open Interest |
1,416 |
13,578 |
-185 |
Euro-Bund(EUREX) |
Dec09 |
090921 |
120.18 |
120.54 |
120.04 |
120.35 |
-0.09 |
589,479 |
906,877 |
-13,628 |
Mar10 |
090921 |
120.04 |
120.04 |
120.04 |
120.04 |
-0.11 |
7 |
67 |
+1 |
Jun10 |
090921 |
119.75 |
119.75 |
119.75 |
119.75 |
-0.09 |
0 |
1 |
+0 |
Total Volume and Open Interest |
589,486 |
906,945 |
-13,627 |
Euro-Bobl(EUREX) |
Dec09 |
090921 |
114.78 |
115.03 |
114.63 |
114.96 |
+0.10 |
293,268 |
669,002 |
-207 |
Mar10 |
090921 |
114.63 |
114.63 |
114.63 |
114.63 |
+0.10 |
46 |
0 |
+0 |
Jun10 |
090921 |
114.26 |
114.26 |
114.26 |
114.26 |
+0.10 |
|
|
|
Total Volume and Open Interest |
293,314 |
669,002 |
-207 |
3-Mth Euribor(EUREX) |
Sep09 |
090914 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
5,624 |
14,192 |
-2,056 |
Dec09 |
090921 |
99.220 |
99.245 |
99.220 |
99.240 |
+0.010 |
545 |
16,391 |
+381 |
Mar10 |
090921 |
99.030 |
99.060 |
99.030 |
99.060 |
+0.010 |
1,254 |
4,794 |
+1,071 |
Total Volume and Open Interest |
2,191 |
29,472 |
+1,476 |
Long Gilt(LIFFE) |
Sep09 |
090921 |
118~20 |
118~24 |
118~19 |
118~22 |
0~00 |
0 |
33,289 |
+0 |
Dec09 |
090921 |
116~28 |
117~06 |
116~27 |
117~01 |
-0~01 |
64,138 |
242,649 |
+557 |
Total Volume and Open Interest |
64,138 |
275,938 |
+557 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
090921 |
99.49 |
99.50 |
99.47 |
99.48 |
unch |
62,700 |
435,025 |
+6,440 |
Mar10 |
090921 |
99.16 |
99.20 |
99.15 |
99.16 |
-0.01 |
74,034 |
367,229 |
+9,512 |
Jun10 |
090921 |
98.67 |
98.70 |
98.65 |
98.66 |
-0.01 |
57,197 |
362,428 |
-9,565 |
Sep10 |
090921 |
98.12 |
98.15 |
98.08 |
98.10 |
-0.02 |
75,240 |
285,716 |
+4,051 |
Dec10 |
090921 |
97.56 |
97.59 |
97.53 |
97.55 |
-0.03 |
64,799 |
285,121 |
-4,910 |
Mar11 |
090921 |
97.09 |
97.11 |
97.06 |
97.07 |
-0.04 |
38,025 |
196,225 |
+2,581 |
Total Volume and Open Interest |
419,540 |
2,343,890 |
+13,852 |
3-Mth Euribor(LIFFE) |
Dec09 |
090921 |
99.230 |
99.250 |
99.215 |
99.240 |
+0.010 |
115,233 |
668,434 |
-821 |
Mar10 |
090921 |
99.045 |
99.075 |
99.020 |
99.060 |
+0.010 |
77,082 |
487,019 |
-2,696 |
Jun10 |
090921 |
98.740 |
98.780 |
98.700 |
98.765 |
+0.015 |
92,392 |
466,905 |
+10,974 |
Total Volume and Open Interest |
559,385 |
3,093,701 |
+16,918 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
090921 |
96.26 |
96.29 |
96.22 |
96.28 |
+0.02 |
15,746 |
327,473 |
+8,594 |
Mar10 |
090921 |
95.68 |
95.69 |
95.61 |
95.68 |
unch |
7,931 |
174,471 |
-181 |
Jun10 |
090921 |
95.18 |
95.20 |
95.10 |
95.17 |
-0.01 |
4,483 |
96,757 |
+194 |
Sep10 |
090921 |
94.84 |
94.84 |
94.76 |
94.83 |
-0.01 |
2,113 |
68,602 |
-108 |
Dec10 |
090921 |
94.63 |
94.63 |
94.56 |
94.60 |
-0.03 |
579 |
44,514 |
+320 |
Mar11 |
090921 |
94.49 |
94.49 |
94.41 |
94.44 |
-0.03 |
661 |
23,086 |
-10 |
Jun11 |
090921 |
94.31 |
94.31 |
94.24 |
94.27 |
-0.03 |
401 |
18,681 |
+108 |
Sep11 |
090921 |
94.08 |
94.11 |
94.08 |
94.11 |
-0.02 |
47 |
8,460 |
-7 |
Dec11 |
090921 |
93.91 |
93.93 |
93.90 |
93.93 |
-0.04 |
171 |
3,949 |
+50 |
Mar12 |
090921 |
93.80 |
93.80 |
93.76 |
93.76 |
-0.08 |
20 |
1,419 |
-36 |
Total Volume and Open Interest |
32,152 |
768,002 |
+8,924 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
090921 |
94.66 |
94.67 |
94.56 |
94.63 |
-0.04 |
18,822 |
308,921 |
+4,547 |
Mar10 |
090921 |
94.63 |
94.63 |
94.63 |
94.63 |
-0.04 |
|
|
|
Total Volume and Open Interest |
18,822 |
308,921 |
+4,547 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
090921 |
95.15 |
95.16 |
95.07 |
95.11 |
-0.04 |
50,374 |
341,192 |
+11,544 |
Mar10 |
090921 |
95.11 |
95.11 |
95.11 |
95.11 |
-0.04 |
|
|
|
Total Volume and Open Interest |
50,374 |
341,192 |
+11,544 |
Gold(CMX) |
Oct09 |
090921 |
1007.4 |
1007.4 |
995.6 |
1003.9 |
-5.5 |
4,912 |
20,563 |
+3 |
Dec09 |
090921 |
1006.8 |
1008.3 |
996.3 |
1004.9 |
-5.4 |
102,954 |
333,017 |
-4,903 |
Feb10 |
090921 |
1007.0 |
1007.6 |
997.5 |
1006.2 |
-5.4 |
2,281 |
22,306 |
+214 |
Apr10 |
090921 |
1008.5 |
1008.6 |
1000.5 |
1007.3 |
-5.4 |
576 |
22,573 |
+102 |
Jun10 |
090921 |
1009.0 |
1012.0 |
1002.8 |
1008.7 |
-5.4 |
240 |
12,498 |
+108 |
Aug10 |
090921 |
1010.3 |
1010.3 |
1010.3 |
1010.3 |
-5.4 |
124 |
7,360 |
+16 |
Oct10 |
090921 |
1007.5 |
1012.1 |
1007.5 |
1012.1 |
-5.5 |
104 |
3,891 |
+52 |
Dec10 |
090921 |
1015.0 |
1015.0 |
1007.8 |
1014.4 |
-5.6 |
874 |
11,992 |
+56 |
Feb11 |
090921 |
1017.3 |
1017.3 |
1017.3 |
1017.3 |
-5.6 |
0 |
1,012 |
+0 |
Apr11 |
090921 |
1020.5 |
1020.5 |
1020.5 |
1020.5 |
-5.7 |
0 |
447 |
+0 |
Jun11 |
090921 |
1024.0 |
1024.0 |
1024.0 |
1024.0 |
-5.8 |
1,250 |
9,104 |
+975 |
Total Volume and Open Interest |
114,002 |
466,854 |
-3,980 |
Silver(CMX) |
Sep09 |
090921 |
1670.0 |
1685.8 |
1665.0 |
1685.8 |
-18.5 |
93 |
238 |
-16 |
Dec09 |
090921 |
1695.0 |
1698.5 |
1652.5 |
1688.0 |
-18.5 |
27,340 |
93,238 |
+248 |
Mar10 |
090921 |
1690.0 |
1698.0 |
1659.0 |
1691.3 |
-18.7 |
1,614 |
12,482 |
+943 |
May10 |
090921 |
1692.0 |
1694.5 |
1692.0 |
1693.3 |
-18.7 |
12 |
2,302 |
+5 |
Jul10 |
090921 |
1664.0 |
1697.0 |
1664.0 |
1695.3 |
-18.7 |
15 |
2,789 |
+3 |
Sep10 |
090921 |
1683.0 |
1699.0 |
1679.5 |
1697.3 |
-18.7 |
0 |
2,930 |
+0 |
Dec10 |
090921 |
1717.5 |
1717.5 |
1671.0 |
1701.3 |
-18.7 |
258 |
3,509 |
-50 |
Total Volume and Open Interest |
29,657 |
125,585 |
+1,207 |
Platinum(NYMEX) |
Oct09 |
090921 |
1338.2 |
1338.2 |
1311.5 |
1322.2 |
-16.0 |
3,139 |
18,518 |
-613 |
Jan10 |
090921 |
1342.0 |
1342.0 |
1317.8 |
1327.9 |
-15.9 |
1,841 |
11,629 |
+1,054 |
Apr10 |
090921 |
1333.3 |
1333.3 |
1333.3 |
1333.3 |
-15.9 |
0 |
124 |
+0 |
Total Volume and Open Interest |
4,980 |
30,271 |
+441 |
Palladium(NYMEX) |
Sep09 |
090921 |
298.80 |
298.80 |
298.80 |
298.80 |
-5.35 |
4 |
287 |
-5 |
Dec09 |
090921 |
305.85 |
305.85 |
296.00 |
299.15 |
-5.35 |
682 |
22,497 |
+43 |
Mar10 |
090921 |
300.20 |
300.20 |
300.10 |
300.10 |
-5.35 |
1 |
241 |
+0 |
Total Volume and Open Interest |
687 |
23,025 |
+38 |
Copper(CMX) |
Sep09 |
090921 |
275.50 |
281.05 |
274.15 |
279.25 |
+2.15 |
697 |
1,956 |
-215 |
Dec09 |
090921 |
278.35 |
283.15 |
275.05 |
280.55 |
+2.05 |
25,985 |
87,326 |
-2,475 |
Mar10 |
090921 |
277.75 |
283.60 |
276.80 |
281.90 |
+2.00 |
993 |
13,264 |
+263 |
May10 |
090921 |
279.00 |
282.35 |
277.50 |
282.05 |
+2.15 |
150 |
2,269 |
-30 |
Jul10 |
090921 |
282.25 |
282.25 |
281.65 |
281.65 |
+2.15 |
62 |
1,995 |
+24 |
Total Volume and Open Interest |
29,022 |
119,480 |
-2,210 |
DJIA Index(CBOT) |
Dec09 |
090921 |
9717 |
9741 |
9665 |
9718 |
-15 |
427 |
7,407 |
-636 |
Mar10 |
090921 |
9635 |
9675 |
9635 |
9662 |
-13 |
21 |
811 |
-17 |
Jun10 |
090921 |
9601 |
9616 |
9601 |
9601 |
-15 |
|
|
|
Sep10 |
090921 |
9563 |
9578 |
9563 |
9563 |
-15 |
|
|
|
Total Volume and Open Interest |
448 |
8,218 |
|
E-mini DJIA Index(CBOT) |
Sep09 |
090918 |
9800 |
9859 |
9745 |
9854 |
+55 |
|
|
|
Dec09 |
090921 |
9716 |
9744 |
9662 |
9718 |
-15 |
127,555 |
61,342 |
-1,032 |
Mar10 |
090921 |
9679 |
9679 |
9615 |
9662 |
-13 |
15 |
153 |
+9 |
Jun10 |
090921 |
9601 |
9601 |
9601 |
9601 |
-15 |
|
|
|
Total Volume and Open Interest |
127,570 |
61,495 |
-1,023 |
S & P 500(CME) |
Dec09 |
090921 |
1059.00 |
1062.70 |
1051.80 |
1060.40 |
-0.60 |
20,008 |
352,877 |
+10,280 |
Mar10 |
090921 |
1057.00 |
1058.60 |
1048.50 |
1056.10 |
-0.50 |
116 |
4,311 |
+36 |
Jun10 |
090921 |
1045.50 |
1054.80 |
1043.80 |
1052.30 |
-0.50 |
0 |
181 |
+0 |
Sep10 |
090921 |
1049.30 |
1051.80 |
1040.80 |
1049.30 |
-0.50 |
|
|
|
Total Volume and Open Interest |
20,124 |
357,374 |
+10,316 |
S & P 500 E-Mini(Globex) |
Dec09 |
090921 |
1059.25 |
1062.75 |
1051.50 |
1060.50 |
-0.50 |
1,872,677 |
2,285,348 |
-1,856 |
Mar10 |
090921 |
1056.50 |
1058.00 |
1047.50 |
1056.00 |
-0.50 |
917 |
626 |
+361 |
Total Volume and Open Interest |
1,873,594 |
2,285,983 |
-1,495 |
NASDAQ 100(CME) |
Dec09 |
090921 |
1716.30 |
1734.00 |
1707.00 |
1727.80 |
+6.50 |
561 |
18,049 |
-197 |
Mar10 |
090921 |
1726.00 |
1726.00 |
1725.80 |
1726.00 |
+5.70 |
0 |
1 |
+0 |
Jun10 |
090921 |
1725.00 |
1725.00 |
1724.80 |
1725.00 |
+5.70 |
|
|
|
Total Volume and Open Interest |
561 |
18,050 |
-197 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
090921 |
1717.30 |
1733.80 |
1706.80 |
1727.80 |
+6.50 |
237,788 |
282,331 |
+2,197 |
Mar10 |
090921 |
1712.80 |
1731.80 |
1705.00 |
1726.00 |
+5.70 |
8 |
13 |
+3 |
Total Volume and Open Interest |
237,796 |
282,345 |
+2,200 |
S & P Midcap 400(CME) |
Dec09 |
090921 |
693.50 |
699.00 |
690.00 |
697.00 |
+0.70 |
87 |
2,482 |
+41 |
Mar10 |
090921 |
695.00 |
695.00 |
694.30 |
695.00 |
+0.70 |
|
|
|
Jun10 |
090921 |
693.00 |
693.00 |
692.30 |
693.00 |
+0.70 |
|
|
|
Total Volume and Open Interest |
87 |
2,482 |
+41 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
090921 |
10420 |
10450 |
10365 |
10435 |
-15 |
7,913 |
33,120 |
+408 |
Mar10 |
090921 |
10440 |
10455 |
10440 |
10440 |
-15 |
|
|
|
Total Volume and Open Interest |
7,913 |
33,120 |
+408 |
Nikkei 225(SGX) |
Dec09 |
090918 |
10370 |
10435 |
10255 |
10345 |
-20 |
104,971 |
168,374 |
-783 |
Mar10 |
090918 |
10365 |
10365 |
10365 |
10365 |
-20 |
3 |
516 |
+0 |
Jun10 |
090918 |
10385 |
10385 |
10385 |
10385 |
-20 |
0 |
320 |
+0 |
Total Volume and Open Interest |
105,074 |
175,770 |
-533 |
CAC 40(EURONEXT) |
Oct09 |
090921 |
3835.0 |
3838.0 |
3788.5 |
3813.0 |
-14.0 |
120,089 |
333,611 |
+23,145 |
Nov09 |
090921 |
3811.5 |
3811.5 |
3786.0 |
3798.5 |
-14.0 |
79 |
266 |
+58 |
Dec09 |
090921 |
3807.0 |
3807.5 |
3767.0 |
3791.0 |
-14.0 |
842 |
38,565 |
-852 |
Total Volume and Open Interest |
121,320 |
373,249 |
-381,575 |
Hang Seng Index(HKFE) |
Sep09 |
090921 |
21620 |
21765 |
21457 |
21471 |
-147 |
64,812 |
91,492 |
-475 |
Oct09 |
090921 |
21750 |
21750 |
21448 |
21452 |
-148 |
1,014 |
2,084 |
+118 |
Total Volume and Open Interest |
65,963 |
97,963 |
-356 |
DAX(EUREX) |
Sep09 |
090918 |
5720.0 |
5744.5 |
5702.5 |
5736.5 |
-1.0 |
174,565 |
53,021 |
-20,970 |
Dec09 |
090921 |
5709.5 |
5713.0 |
5617.0 |
5674.5 |
-43.5 |
159,545 |
158,733 |
+7,094 |
Mar10 |
090921 |
5712.0 |
5712.0 |
5622.5 |
5675.5 |
-44.0 |
3,055 |
4,409 |
+240 |
Total Volume and Open Interest |
198,292 |
163,142 |
-45,687 |
FT-SE 100(EURONEXT) |
Dec09 |
090921 |
5148.00 |
5148.50 |
5075.00 |
5105.00 |
-35.00 |
137,324 |
621,973 |
+2,525 |
Mar10 |
090921 |
5088.50 |
5088.50 |
5032.00 |
5059.50 |
-35.00 |
101 |
1,626 |
+7 |
Jun10 |
090921 |
5016.50 |
5016.50 |
5016.50 |
5016.50 |
-37.50 |
0 |
163 |
+0 |
Total Volume and Open Interest |
137,425 |
623,762 |
-113,319 |
SPI 200(SFE) |
Sep09 |
090917 |
4665.0 |
4722.0 |
4664.0 |
4691.0 |
+29.0 |
9,454 |
76,269 |
-102,815 |
Dec09 |
090921 |
4678.0 |
4717.0 |
4673.0 |
4694.0 |
+11.0 |
16,455 |
224,170 |
-9,412 |
Mar10 |
090921 |
4678.0 |
4684.0 |
4678.0 |
4684.0 |
+16.0 |
79 |
4,593 |
+77 |
Total Volume and Open Interest |
16,534 |
230,301 |
-9,335 |
GSCI(CME) |
Oct09 |
090921 |
459.00 |
460.00 |
454.50 |
456.00 |
-13.00 |
162 |
16,331 |
+46 |
Nov09 |
090921 |
462.00 |
465.00 |
460.00 |
462.00 |
-12.50 |
0 |
1 |
+0 |
Dec09 |
090921 |
468.00 |
470.00 |
468.00 |
468.00 |
-13.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
164 |
16,332 |
+46 |
Reuters CCI(ICE) |
Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+0 |
Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
+8.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
0 |
151 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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