|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue September 22, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
090922 |
912.50 |
927.25 |
903.25 |
922.00 |
+8.50 |
71,900 |
249,716 |
+780 |
Jan10 |
090922 |
919.00 |
932.00 |
909.50 |
926.25 |
+7.25 |
16,069 |
67,871 |
-48 |
Mar10 |
090922 |
920.50 |
935.00 |
912.50 |
927.75 |
+5.50 |
5,790 |
31,786 |
-6 |
May10 |
090922 |
917.25 |
935.25 |
913.75 |
927.75 |
+4.75 |
4,041 |
24,160 |
+523 |
Jul10 |
090922 |
921.00 |
937.00 |
917.50 |
930.50 |
+4.00 |
7,935 |
29,472 |
-77 |
Aug10 |
090922 |
925.50 |
925.50 |
921.50 |
925.50 |
+4.00 |
76 |
349 |
+0 |
Sep10 |
090922 |
906.00 |
910.00 |
906.00 |
910.00 |
+4.00 |
56 |
115 |
+6 |
Nov10 |
090922 |
894.00 |
905.75 |
891.00 |
903.00 |
+6.50 |
3,244 |
27,507 |
+399 |
Jan11 |
090922 |
904.00 |
908.00 |
900.00 |
908.00 |
+7.00 |
1 |
206 |
-1 |
Mar11 |
090922 |
909.00 |
909.00 |
903.00 |
909.00 |
+6.00 |
1 |
41 |
+1 |
May11 |
090922 |
910.00 |
910.00 |
904.00 |
910.00 |
+6.00 |
0 |
2 |
+0 |
Jul11 |
090922 |
911.00 |
911.00 |
905.00 |
911.00 |
+6.00 |
0 |
17 |
+0 |
Aug11 |
090922 |
910.00 |
910.00 |
906.00 |
910.00 |
+4.00 |
|
|
|
Sep11 |
090922 |
909.00 |
909.00 |
906.00 |
909.00 |
+3.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
109,113 |
432,441 |
+1,577 |
Soybean Meal(CBOT) |
Oct09 |
090922 |
282.00 |
286.50 |
278.40 |
282.10 |
+0.20 |
7,038 |
25,547 |
-896 |
Dec09 |
090922 |
276.80 |
281.00 |
273.40 |
278.70 |
+2.50 |
22,813 |
71,579 |
-3,093 |
Jan10 |
090922 |
275.40 |
279.60 |
272.50 |
276.90 |
+2.30 |
3,610 |
11,927 |
-218 |
Mar10 |
090922 |
273.00 |
279.00 |
271.60 |
275.30 |
+1.70 |
1,678 |
13,076 |
-12 |
May10 |
090922 |
276.00 |
277.20 |
270.70 |
274.20 |
+1.60 |
1,384 |
12,888 |
+126 |
Jul10 |
090922 |
273.30 |
278.30 |
271.80 |
274.80 |
+1.20 |
2,169 |
8,730 |
+407 |
Aug10 |
090922 |
275.50 |
277.20 |
272.50 |
274.80 |
+1.50 |
227 |
2,136 |
+55 |
Sep10 |
090922 |
273.60 |
274.50 |
270.20 |
272.00 |
+2.00 |
574 |
2,307 |
+299 |
Oct10 |
090922 |
266.00 |
267.00 |
262.50 |
262.50 |
+1.90 |
855 |
1,876 |
+667 |
Dec10 |
090922 |
264.40 |
269.50 |
261.80 |
262.00 |
+2.40 |
1,242 |
5,916 |
+334 |
Total Volume and Open Interest |
41,981 |
156,500 |
-2,010 |
Soybean Oil(CBOT) |
Oct09 |
090922 |
33.80 |
34.51 |
33.80 |
34.51 |
+0.74 |
11,425 |
25,721 |
-139 |
Dec09 |
090922 |
34.34 |
34.95 |
34.19 |
34.92 |
+0.73 |
32,861 |
116,691 |
-2,950 |
Jan10 |
090922 |
34.65 |
35.30 |
34.64 |
35.30 |
+0.72 |
4,115 |
25,633 |
-139 |
Mar10 |
090922 |
35.17 |
35.57 |
34.91 |
35.57 |
+0.73 |
2,389 |
15,465 |
-178 |
May10 |
090922 |
35.31 |
35.75 |
35.07 |
35.75 |
+0.73 |
2,095 |
10,364 |
+263 |
Jul10 |
090922 |
35.47 |
35.93 |
35.23 |
35.93 |
+0.74 |
3,174 |
8,837 |
+391 |
Aug10 |
090922 |
35.80 |
36.03 |
35.70 |
36.03 |
+0.72 |
3 |
849 |
+0 |
Sep10 |
090922 |
35.92 |
36.13 |
35.80 |
36.13 |
+0.72 |
1 |
451 |
+0 |
Oct10 |
090922 |
36.23 |
36.23 |
35.51 |
36.23 |
+0.72 |
7 |
432 |
+0 |
Dec10 |
090922 |
36.04 |
36.38 |
35.71 |
36.38 |
+0.73 |
1,278 |
9,300 |
+339 |
Total Volume and Open Interest |
57,348 |
213,745 |
-2,413 |
Canola(WCE) |
Nov09 |
090922 |
384.2 |
389.8 |
382.1 |
385.1 |
+1.2 |
12,178 |
64,262 |
-1,700 |
Jan10 |
090922 |
389.0 |
394.0 |
386.3 |
389.5 |
+0.7 |
2,833 |
25,633 |
+1,011 |
Mar10 |
090922 |
391.9 |
394.5 |
389.6 |
391.2 |
+0.3 |
91 |
2,412 |
-35 |
May10 |
090922 |
390.5 |
396.2 |
390.5 |
396.2 |
+0.3 |
0 |
585 |
+0 |
Jul10 |
090922 |
399.7 |
402.0 |
399.0 |
399.0 |
+1.2 |
7 |
916 |
+7 |
Total Volume and Open Interest |
15,109 |
93,935 |
-717 |
Corn(CBOT) |
Dec09 |
090922 |
316.25 |
326.25 |
315.25 |
325.75 |
+9.75 |
88,758 |
520,645 |
-3,851 |
Mar10 |
090922 |
329.25 |
339.50 |
329.00 |
339.00 |
+9.75 |
15,800 |
151,069 |
+2,906 |
May10 |
090922 |
338.50 |
348.50 |
338.00 |
348.25 |
+9.75 |
4,265 |
33,054 |
-383 |
Jul10 |
090922 |
347.00 |
357.00 |
347.00 |
357.00 |
+10.00 |
8,195 |
65,053 |
-1,163 |
Sep10 |
090922 |
355.75 |
365.75 |
355.75 |
365.75 |
+10.00 |
708 |
12,903 |
+228 |
Dec10 |
090922 |
365.75 |
376.50 |
365.75 |
376.25 |
+10.25 |
4,861 |
70,193 |
+1,258 |
Mar11 |
090922 |
382.00 |
388.50 |
378.00 |
388.50 |
+10.50 |
109 |
2,144 |
+80 |
May11 |
090922 |
389.00 |
396.75 |
387.00 |
396.75 |
+9.75 |
2 |
229 |
+0 |
Jul11 |
090922 |
398.00 |
402.25 |
392.25 |
402.25 |
+10.00 |
42 |
1,534 |
+32 |
Sep11 |
090922 |
394.75 |
394.75 |
385.50 |
394.75 |
+9.25 |
44 |
201 |
+38 |
Total Volume and Open Interest |
122,831 |
863,391 |
-853 |
Wheat(CBOT) |
Dec09 |
090922 |
456.25 |
464.50 |
452.75 |
455.75 |
-0.25 |
26,199 |
203,562 |
-720 |
Mar10 |
090922 |
476.75 |
484.00 |
472.50 |
475.50 |
-0.25 |
3,479 |
45,592 |
+268 |
May10 |
090922 |
489.50 |
496.00 |
484.75 |
488.00 |
-0.25 |
420 |
8,002 |
-2 |
Jul10 |
090922 |
501.00 |
506.50 |
496.50 |
499.25 |
-0.25 |
1,599 |
45,453 |
-26 |
Sep10 |
090922 |
519.25 |
519.50 |
511.75 |
514.00 |
-0.75 |
21 |
739 |
-2 |
Dec10 |
090922 |
537.25 |
543.50 |
532.75 |
536.25 |
-0.75 |
1,041 |
18,035 |
+266 |
Total Volume and Open Interest |
32,762 |
322,519 |
-213 |
Wheat(KCBT) |
Dec09 |
090922 |
469.25 |
477.00 |
465.50 |
468.25 |
-0.75 |
7,159 |
61,836 |
+172 |
Mar10 |
090922 |
486.50 |
493.00 |
482.25 |
484.50 |
-1.00 |
914 |
20,620 |
+67 |
May10 |
090922 |
501.50 |
504.50 |
493.75 |
495.75 |
-1.25 |
179 |
4,536 |
-39 |
Jul10 |
090922 |
514.00 |
515.75 |
505.25 |
507.25 |
-1.25 |
455 |
14,336 |
-47 |
Sep10 |
090922 |
518.25 |
525.00 |
518.00 |
518.75 |
-1.50 |
4 |
898 |
+4 |
Dec10 |
090922 |
540.75 |
544.75 |
534.00 |
536.00 |
-1.50 |
876 |
13,555 |
+657 |
Total Volume and Open Interest |
9,589 |
115,958 |
+814 |
Wheat(MGE) |
Sep09 |
090914 |
473.00 |
473.00 |
473.00 |
473.00 |
-2.50 |
0 |
101 |
+0 |
Dec09 |
090922 |
491.25 |
498.50 |
489.25 |
490.75 |
-2.50 |
3,183 |
21,374 |
+374 |
Mar10 |
090922 |
507.25 |
513.50 |
504.50 |
505.50 |
-1.75 |
430 |
9,699 |
-244 |
May10 |
090922 |
522.00 |
523.50 |
515.50 |
516.25 |
-1.75 |
91 |
2,889 |
-120 |
Jul10 |
090922 |
532.00 |
534.00 |
526.00 |
527.75 |
-1.25 |
68 |
6,087 |
-129 |
Total Volume and Open Interest |
3,809 |
44,312 |
-227 |
Oats(CBOT) |
Dec09 |
090922 |
212.00 |
215.25 |
210.75 |
213.00 |
+1.00 |
282 |
11,479 |
-37 |
Mar10 |
090922 |
227.00 |
227.75 |
225.00 |
226.00 |
+1.00 |
13 |
2,383 |
+5 |
May10 |
090922 |
236.00 |
236.00 |
234.00 |
235.00 |
+1.00 |
1 |
8 |
+0 |
Jul10 |
090922 |
244.50 |
244.50 |
243.50 |
244.50 |
+1.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
296 |
13,875 |
-32 |
Rough Rice(CBOT) |
Nov09 |
090922 |
13.42 |
13.46 |
13.21 |
13.25 |
-0.21 |
378 |
7,869 |
-47 |
Jan10 |
090922 |
13.60 |
13.70 |
13.47 |
13.49 |
-0.22 |
56 |
1,127 |
+22 |
Mar10 |
090922 |
13.74 |
13.94 |
13.73 |
13.73 |
-0.21 |
7 |
1,013 |
+2 |
May10 |
090922 |
13.99 |
14.18 |
13.98 |
13.98 |
-0.19 |
18 |
411 |
+0 |
Total Volume and Open Interest |
459 |
10,772 |
-23 |
Live Cattle(CME) |
Oct09 |
090922 |
85.150 |
85.600 |
85.000 |
85.285 |
+0.305 |
14,193 |
47,368 |
-593 |
Dec09 |
090922 |
84.500 |
84.785 |
84.250 |
84.350 |
-0.185 |
21,127 |
112,640 |
+2,455 |
Feb10 |
090922 |
85.385 |
85.785 |
85.200 |
85.285 |
-0.045 |
7,437 |
46,160 |
+1,221 |
Apr10 |
090922 |
87.900 |
88.100 |
87.730 |
87.900 |
+0.070 |
3,086 |
33,705 |
-4 |
Jun10 |
090922 |
84.800 |
85.035 |
84.600 |
84.750 |
-0.035 |
1,387 |
13,213 |
+63 |
Aug10 |
090922 |
85.480 |
85.600 |
85.350 |
85.550 |
+0.070 |
59 |
2,079 |
+15 |
Total Volume and Open Interest |
47,438 |
257,848 |
+3,274 |
Feeder Cattle(CME) |
Sep09 |
090922 |
97.050 |
97.300 |
96.700 |
96.750 |
-0.400 |
473 |
1,272 |
-116 |
Oct09 |
090922 |
96.635 |
97.100 |
96.350 |
96.850 |
+0.120 |
1,903 |
7,717 |
-606 |
Nov09 |
090922 |
96.700 |
97.050 |
96.400 |
96.785 |
+0.085 |
1,795 |
12,545 |
+695 |
Jan10 |
090922 |
97.885 |
98.100 |
97.500 |
97.850 |
+0.020 |
463 |
3,637 |
+143 |
Mar10 |
090922 |
98.750 |
99.200 |
98.250 |
99.200 |
+0.500 |
125 |
1,254 |
+57 |
Apr10 |
090922 |
100.150 |
100.250 |
99.500 |
100.250 |
-0.050 |
37 |
392 |
+18 |
May10 |
090922 |
100.750 |
101.100 |
100.400 |
101.100 |
+0.300 |
59 |
706 |
+33 |
Total Volume and Open Interest |
4,890 |
27,691 |
+278 |
Lean Hogs(CME) |
Oct09 |
090922 |
50.350 |
50.800 |
49.500 |
49.880 |
-0.270 |
6,177 |
19,744 |
-605 |
Dec09 |
090922 |
49.400 |
49.900 |
48.535 |
48.750 |
-0.630 |
10,649 |
70,198 |
+1,567 |
Feb10 |
090922 |
55.950 |
56.550 |
55.300 |
55.700 |
-0.250 |
3,470 |
26,611 |
-147 |
Apr10 |
090922 |
61.500 |
61.735 |
60.785 |
61.050 |
-0.235 |
1,354 |
14,514 |
+74 |
May10 |
090922 |
67.430 |
67.950 |
67.250 |
67.500 |
-0.450 |
13 |
913 |
+4 |
Jun10 |
090922 |
70.350 |
70.650 |
70.000 |
70.385 |
-0.165 |
512 |
7,953 |
+57 |
Jul10 |
090922 |
69.600 |
70.100 |
69.550 |
69.750 |
-0.050 |
94 |
1,913 |
+16 |
Aug10 |
090922 |
69.000 |
69.150 |
68.800 |
69.100 |
+0.150 |
124 |
1,322 |
+4 |
Total Volume and Open Interest |
22,468 |
143,762 |
+969 |
Class III Milk(CME) |
Sep09 |
090922 |
12.07 |
12.08 |
12.06 |
12.07 |
-0.01 |
78 |
3,680 |
+17 |
Oct09 |
090922 |
12.75 |
12.85 |
12.55 |
12.59 |
-0.12 |
179 |
3,881 |
+8 |
Nov09 |
090922 |
13.68 |
13.92 |
13.43 |
13.50 |
-0.20 |
191 |
3,852 |
-13 |
Dec09 |
090922 |
14.25 |
14.55 |
14.05 |
14.18 |
-0.10 |
205 |
3,896 |
+10 |
Jan10 |
090922 |
14.30 |
14.50 |
14.13 |
14.26 |
-0.04 |
117 |
1,666 |
+50 |
Total Volume and Open Interest |
1,190 |
24,177 |
+172 |
Cocoa(ICE) |
Dec09 |
090922 |
3095 |
3175 |
3091 |
3170 |
+94 |
5,794 |
59,445 |
-313 |
Mar10 |
090922 |
3118 |
3190 |
3118 |
3188 |
+92 |
753 |
35,708 |
+133 |
May10 |
090922 |
3147 |
3205 |
3147 |
3200 |
+91 |
186 |
10,471 |
+53 |
Jul10 |
090922 |
3160 |
3190 |
3147 |
3190 |
+87 |
90 |
4,277 |
-43 |
Sep10 |
090922 |
3140 |
3189 |
3140 |
3187 |
+87 |
104 |
3,489 |
+96 |
Dec10 |
090922 |
3184 |
3189 |
3184 |
3189 |
+89 |
36 |
2,008 |
+13 |
Mar11 |
090922 |
3183 |
3183 |
3183 |
3183 |
+87 |
0 |
3,814 |
+0 |
Total Volume and Open Interest |
6,963 |
123,394 |
-61 |
Coffee "C"(ICE) |
Dec09 |
090922 |
136.00 |
138.25 |
135.10 |
138.05 |
+2.40 |
7,433 |
65,156 |
+661 |
Mar10 |
090922 |
138.60 |
140.95 |
137.95 |
140.80 |
+2.40 |
1,985 |
18,428 |
+144 |
May10 |
090922 |
140.00 |
142.75 |
139.75 |
142.60 |
+2.35 |
702 |
8,690 |
+45 |
Jul10 |
090922 |
141.70 |
144.25 |
141.70 |
144.20 |
+2.25 |
99 |
2,544 |
+13 |
Sep10 |
090922 |
143.35 |
145.90 |
143.35 |
145.85 |
+2.25 |
50 |
3,296 |
+19 |
Dec10 |
090922 |
146.55 |
148.25 |
146.55 |
148.25 |
+2.25 |
99 |
1,885 |
+8 |
Total Volume and Open Interest |
10,443 |
100,617 |
+902 |
Orange Juice(ICE) |
Nov09 |
090922 |
99.15 |
101.90 |
98.15 |
99.10 |
-0.45 |
1,696 |
23,094 |
-393 |
Jan10 |
090922 |
103.05 |
105.05 |
101.75 |
102.50 |
-0.45 |
240 |
2,880 |
+77 |
Mar10 |
090922 |
105.10 |
107.30 |
105.00 |
105.80 |
-0.35 |
44 |
3,204 |
+14 |
May10 |
090922 |
109.10 |
109.10 |
109.10 |
109.10 |
-0.25 |
32 |
449 |
+10 |
Jul10 |
090922 |
111.95 |
111.95 |
111.95 |
111.95 |
-0.25 |
5 |
91 |
+5 |
Sep10 |
090922 |
113.60 |
113.60 |
113.60 |
113.60 |
-0.25 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,017 |
29,899 |
-287 |
Sugar #11(ICE) |
Oct09 |
090922 |
22.00 |
22.33 |
21.84 |
22.15 |
+0.29 |
20,656 |
106,156 |
-7,042 |
Mar10 |
090922 |
23.37 |
23.74 |
23.27 |
23.61 |
+0.39 |
41,799 |
338,864 |
+4,600 |
May10 |
090922 |
22.32 |
22.70 |
22.28 |
22.66 |
+0.42 |
6,841 |
75,535 |
+2,416 |
Jul10 |
090922 |
21.16 |
21.35 |
20.99 |
21.25 |
+0.24 |
3,156 |
115,163 |
+678 |
Oct10 |
090922 |
20.31 |
20.45 |
20.17 |
20.40 |
+0.23 |
1,187 |
82,639 |
-219 |
Total Volume and Open Interest |
74,577 |
816,574 |
+431 |
London Cocoa(LCE) |
Dec09 |
090922 |
2008 |
2040 |
2001 |
2035 |
+32 |
4,806 |
62,853 |
+299 |
Mar10 |
090922 |
2025 |
2055 |
2018 |
2048 |
+29 |
1,481 |
34,387 |
+411 |
May10 |
090922 |
2046 |
2069 |
2038 |
2063 |
+25 |
1,825 |
39,334 |
+1,209 |
Jul10 |
090922 |
2000 |
2019 |
1995 |
2019 |
+31 |
147 |
9,880 |
+126 |
Sep10 |
090922 |
1980 |
2003 |
1980 |
2003 |
+29 |
0 |
3,415 |
+0 |
Dec10 |
090922 |
1993 |
1993 |
1993 |
1993 |
+32 |
22 |
1,050 |
+22 |
Mar11 |
090922 |
1980 |
1980 |
1980 |
1980 |
+32 |
11 |
3,923 |
+0 |
Total Volume and Open Interest |
18,407 |
158,037 |
+0 |
London Sugar(LCE) |
Dec09 |
090922 |
577.00 |
584.00 |
574.50 |
579.20 |
+6.20 |
2,678 |
27,006 |
+312 |
Mar10 |
090922 |
595.20 |
600.50 |
591.70 |
595.30 |
+5.30 |
1,183 |
23,750 |
-160 |
May10 |
090922 |
584.90 |
588.00 |
582.00 |
584.30 |
+6.30 |
87 |
7,147 |
+52 |
Aug10 |
090922 |
559.40 |
559.80 |
559.40 |
559.80 |
+6.70 |
34 |
6,088 |
+0 |
Oct10 |
090922 |
538.20 |
538.20 |
538.20 |
538.20 |
+6.70 |
24 |
3,258 |
-5 |
Total Volume and Open Interest |
4,006 |
68,182 |
+199 |
Cotton(ICE) |
Oct09 |
090922 |
60.70 |
62.50 |
60.59 |
62.39 |
+1.20 |
49 |
439 |
-24 |
Dec09 |
090922 |
62.19 |
64.44 |
62.19 |
64.13 |
+1.53 |
9,392 |
104,424 |
-632 |
Mar10 |
090922 |
64.60 |
66.30 |
64.60 |
66.11 |
+1.64 |
1,412 |
27,298 |
+345 |
May10 |
090922 |
67.50 |
67.53 |
67.42 |
67.46 |
+1.71 |
102 |
3,083 |
+34 |
Jul10 |
090922 |
68.40 |
68.48 |
68.40 |
68.48 |
+1.73 |
20 |
3,676 |
+6 |
Oct10 |
090922 |
69.38 |
69.38 |
69.38 |
69.38 |
+1.51 |
0 |
70 |
+0 |
Total Volume and Open Interest |
10,986 |
143,194 |
-270 |
Lumber(CME) |
Nov09 |
090922 |
176.9 |
177.5 |
172.0 |
175.8 |
-0.7 |
797 |
6,630 |
+25 |
Jan10 |
090922 |
198.7 |
199.5 |
194.6 |
197.0 |
-1.0 |
143 |
2,409 |
-18 |
Mar10 |
090922 |
207.1 |
210.9 |
207.1 |
209.5 |
+0.5 |
11 |
157 |
+2 |
May10 |
090922 |
222.9 |
225.0 |
219.9 |
222.9 |
-1.0 |
0 |
15 |
-1 |
Total Volume and Open Interest |
951 |
9,213 |
+8 |
Crude Oil(NYM) |
Oct09 |
090922 |
69.67 |
71.85 |
69.61 |
71.55 |
+1.84 |
142,853 |
19,771 |
-32,023 |
Nov09 |
090922 |
69.77 |
72.03 |
69.74 |
71.76 |
+1.83 |
288,782 |
312,113 |
+10,056 |
Dec09 |
090922 |
70.21 |
72.47 |
70.21 |
72.22 |
+1.81 |
77,263 |
171,554 |
+540 |
Jan10 |
090922 |
70.77 |
72.94 |
70.77 |
72.69 |
+1.75 |
16,730 |
59,495 |
-517 |
Feb10 |
090922 |
71.70 |
73.21 |
71.70 |
73.13 |
+1.70 |
6,557 |
27,762 |
-1,161 |
Mar10 |
090922 |
72.65 |
73.81 |
72.65 |
73.62 |
+1.68 |
7,146 |
31,626 |
-503 |
Apr10 |
090922 |
72.67 |
74.16 |
72.67 |
74.11 |
+1.67 |
4,141 |
15,812 |
-72 |
May10 |
090922 |
74.51 |
74.61 |
74.50 |
74.61 |
+1.66 |
3,455 |
15,579 |
+463 |
Jun10 |
090922 |
73.60 |
75.29 |
73.60 |
75.12 |
+1.66 |
9,546 |
79,822 |
+689 |
Jul10 |
090922 |
74.79 |
75.55 |
74.78 |
75.49 |
+1.63 |
2,792 |
29,401 |
+439 |
Aug10 |
090922 |
75.60 |
75.77 |
75.40 |
75.77 |
+1.60 |
1,352 |
11,067 |
-217 |
Sep10 |
090922 |
76.07 |
76.07 |
76.05 |
76.05 |
+1.55 |
1,301 |
19,380 |
+234 |
Oct10 |
090922 |
76.20 |
76.36 |
76.20 |
76.36 |
+1.52 |
755 |
9,553 |
+87 |
Nov10 |
090922 |
76.68 |
76.70 |
75.97 |
76.70 |
+1.49 |
1,476 |
14,252 |
+139 |
Dec10 |
090922 |
75.65 |
77.26 |
75.65 |
77.04 |
+1.46 |
11,201 |
102,896 |
+371 |
Jan11 |
090922 |
77.20 |
77.20 |
77.20 |
77.20 |
+1.44 |
2,533 |
13,118 |
+1,230 |
Total Volume and Open Interest |
580,080 |
1,150,974 |
-19,971 |
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 |
090922 |
69.875 |
72.025 |
69.750 |
71.750 |
+1.825 |
9,437 |
3,717 |
+1,661 |
Dec09 |
090922 |
70.425 |
72.450 |
70.400 |
72.225 |
+1.825 |
510 |
472 |
-58 |
Jan10 |
090922 |
71.650 |
72.700 |
71.650 |
72.700 |
+1.750 |
101 |
143 |
-92 |
Feb10 |
090922 |
73.125 |
73.125 |
73.125 |
73.125 |
+1.700 |
0 |
105 |
+0 |
Mar10 |
090922 |
73.625 |
73.625 |
73.625 |
73.625 |
+1.675 |
0 |
5 |
+0 |
Apr10 |
090922 |
74.100 |
74.100 |
74.100 |
74.100 |
+1.650 |
|
|
|
May10 |
090922 |
74.600 |
74.600 |
74.600 |
74.600 |
+1.650 |
0 |
2 |
+0 |
Jun10 |
090922 |
75.125 |
75.125 |
75.125 |
75.125 |
+1.675 |
0 |
9 |
+0 |
Total Volume and Open Interest |
10,048 |
4,537 |
-1,846 |
Heating Oil(NYM) |
Oct09 |
090922 |
176.03 |
181.93 |
175.48 |
181.21 |
+6.04 |
29,014 |
32,953 |
-1,880 |
Nov09 |
090922 |
178.89 |
185.07 |
178.76 |
184.36 |
+5.84 |
22,489 |
59,781 |
-428 |
Dec09 |
090922 |
182.12 |
188.29 |
182.12 |
187.59 |
+5.62 |
9,748 |
56,246 |
+167 |
Jan10 |
090922 |
186.05 |
191.59 |
185.53 |
190.90 |
+5.42 |
3,844 |
31,250 |
+341 |
Feb10 |
090922 |
191.57 |
193.89 |
191.44 |
193.18 |
+5.32 |
1,422 |
17,119 |
+60 |
Mar10 |
090922 |
192.78 |
194.90 |
192.76 |
194.75 |
+5.20 |
1,725 |
15,423 |
-261 |
Apr10 |
090922 |
195.36 |
196.07 |
194.28 |
195.90 |
+5.00 |
951 |
11,873 |
-216 |
May10 |
090922 |
197.05 |
197.05 |
197.05 |
197.05 |
+4.75 |
807 |
11,117 |
+68 |
Jun10 |
090922 |
195.20 |
198.86 |
195.20 |
198.25 |
+4.60 |
2,007 |
21,969 |
-137 |
Jul10 |
090922 |
199.95 |
199.95 |
199.95 |
199.95 |
+4.55 |
306 |
6,759 |
+47 |
Aug10 |
090922 |
201.25 |
201.75 |
201.25 |
201.75 |
+4.60 |
312 |
3,225 |
+1 |
Sep10 |
090922 |
203.88 |
203.88 |
203.80 |
203.80 |
+4.55 |
931 |
6,036 |
+324 |
Total Volume and Open Interest |
80,266 |
315,545 |
-1,135 |
Gasoline(NYMEX) |
Oct09 |
090922 |
175.15 |
179.95 |
175.15 |
178.16 |
+3.02 |
29,339 |
38,544 |
-5,332 |
Nov09 |
090922 |
176.20 |
180.88 |
176.18 |
179.59 |
+3.75 |
27,297 |
70,301 |
-2,785 |
Dec09 |
090922 |
177.48 |
181.84 |
177.48 |
181.03 |
+4.10 |
11,721 |
32,857 |
-947 |
Jan10 |
090922 |
181.33 |
184.01 |
181.33 |
183.38 |
+4.16 |
2,807 |
20,686 |
-111 |
Feb10 |
090922 |
185.95 |
186.14 |
183.86 |
185.76 |
+4.21 |
1,371 |
5,939 |
+47 |
Mar10 |
090922 |
187.09 |
188.39 |
187.09 |
188.25 |
+4.30 |
1,800 |
10,884 |
+620 |
Apr10 |
090922 |
198.49 |
200.80 |
198.49 |
200.80 |
+4.30 |
197 |
6,620 |
-91 |
May10 |
090922 |
202.00 |
202.00 |
200.00 |
201.75 |
+4.30 |
284 |
4,079 |
+12 |
Jun10 |
090922 |
199.00 |
202.35 |
199.00 |
202.35 |
+4.30 |
131 |
6,494 |
+0 |
Jul10 |
090922 |
202.25 |
202.25 |
202.25 |
202.25 |
+4.25 |
108 |
1,542 |
+100 |
Total Volume and Open Interest |
75,116 |
206,913 |
-8,436 |
e-miNY RBOB Gasoline(NYM) |
Oct09 |
090922 |
178.16 |
178.16 |
178.16 |
178.16 |
+3.02 |
0 |
1 |
+0 |
Nov09 |
090922 |
179.59 |
179.59 |
179.59 |
179.59 |
+3.75 |
|
|
|
Dec09 |
090922 |
181.03 |
181.03 |
181.03 |
181.03 |
+4.10 |
1 |
2 |
+0 |
Jan10 |
090922 |
183.38 |
183.38 |
183.38 |
183.38 |
+4.16 |
|
|
|
Total Volume and Open Interest |
1 |
3 |
+0 |
Natural Gas(NYM) |
Oct09 |
090922 |
3.602 |
3.729 |
3.502 |
3.609 |
+0.033 |
112,247 |
75,807 |
-3,875 |
Nov09 |
090922 |
4.455 |
4.591 |
4.389 |
4.520 |
+0.098 |
52,011 |
160,172 |
-4,716 |
Dec09 |
090922 |
5.152 |
5.286 |
5.086 |
5.218 |
+0.104 |
15,588 |
64,560 |
-1,609 |
Jan10 |
090922 |
5.484 |
5.550 |
5.369 |
5.489 |
+0.108 |
11,877 |
73,818 |
+22 |
Feb10 |
090922 |
5.520 |
5.567 |
5.411 |
5.533 |
+0.106 |
2,163 |
24,447 |
-230 |
Mar10 |
090922 |
5.470 |
5.540 |
5.390 |
5.512 |
+0.100 |
3,510 |
45,624 |
+106 |
Apr10 |
090922 |
5.498 |
5.535 |
5.387 |
5.507 |
+0.095 |
5,259 |
39,500 |
+445 |
May10 |
090922 |
5.554 |
5.585 |
5.445 |
5.557 |
+0.090 |
757 |
21,192 |
+4 |
Jun10 |
090922 |
5.600 |
5.660 |
5.530 |
5.635 |
+0.085 |
653 |
10,534 |
+31 |
Jul10 |
090922 |
5.736 |
5.762 |
5.635 |
5.740 |
+0.083 |
1,070 |
10,900 |
-262 |
Aug10 |
090922 |
5.822 |
5.850 |
5.744 |
5.836 |
+0.079 |
431 |
8,997 |
+33 |
Sep10 |
090922 |
5.922 |
5.950 |
5.837 |
5.923 |
+0.076 |
430 |
8,932 |
+53 |
Oct10 |
090922 |
6.100 |
6.139 |
5.991 |
6.087 |
+0.075 |
1,841 |
24,126 |
-15 |
Nov10 |
090922 |
6.462 |
6.483 |
6.389 |
6.472 |
+0.070 |
228 |
6,491 |
+23 |
Dec10 |
090922 |
6.833 |
6.845 |
6.732 |
6.837 |
+0.065 |
973 |
14,925 |
+595 |
Jan11 |
090922 |
7.080 |
7.080 |
6.989 |
7.067 |
+0.065 |
1,129 |
9,659 |
+477 |
Total Volume and Open Interest |
213,637 |
715,307 |
-8,025 |
Brent Crude Oil(ICE) |
Nov09 |
090922 |
68.84 |
70.75 |
68.82 |
70.53 |
+1.84 |
136,667 |
146,188 |
-7,174 |
Dec09 |
090922 |
69.57 |
71.44 |
69.55 |
71.22 |
+1.80 |
70,918 |
164,938 |
+6,315 |
Jan10 |
090922 |
70.25 |
72.04 |
70.23 |
71.88 |
+1.77 |
17,245 |
51,074 |
-1,583 |
Feb10 |
090922 |
71.05 |
72.50 |
71.05 |
72.48 |
+1.73 |
4,347 |
26,967 |
-812 |
Mar10 |
090922 |
71.68 |
73.07 |
71.68 |
73.07 |
+1.69 |
2,411 |
16,657 |
+223 |
Apr10 |
090922 |
72.46 |
73.68 |
72.43 |
73.68 |
+1.66 |
1,767 |
15,187 |
-195 |
May10 |
090922 |
73.07 |
74.26 |
73.04 |
74.26 |
+1.63 |
1,539 |
7,488 |
+221 |
Jun10 |
090922 |
73.50 |
74.80 |
73.50 |
74.79 |
+1.61 |
3,818 |
51,790 |
+1,022 |
Jul10 |
090922 |
75.00 |
75.23 |
74.91 |
75.22 |
+1.59 |
813 |
9,710 |
+77 |
Aug10 |
090922 |
75.25 |
75.58 |
75.25 |
75.58 |
+1.56 |
362 |
6,633 |
+6 |
Sep10 |
090922 |
75.60 |
75.93 |
75.60 |
75.93 |
+1.53 |
289 |
4,067 |
-28 |
Oct10 |
090922 |
75.82 |
76.27 |
75.68 |
76.27 |
+1.51 |
121 |
6,280 |
+11 |
Nov10 |
090922 |
76.30 |
76.60 |
76.30 |
76.54 |
+1.48 |
109 |
3,809 |
-7 |
Dec10 |
090922 |
75.75 |
76.84 |
75.71 |
76.78 |
+1.44 |
8,387 |
70,945 |
+459 |
Total Volume and Open Interest |
249,924 |
668,870 |
-1,559 |
Gas Oil(ICE) |
Oct09 |
090922 |
558.50 |
577.00 |
558.50 |
572.00 |
+12.75 |
40,837 |
73,339 |
-7,807 |
Nov09 |
090922 |
566.25 |
584.75 |
566.25 |
580.00 |
+12.75 |
32,648 |
79,675 |
+402 |
Dec09 |
090922 |
574.25 |
592.25 |
574.25 |
588.00 |
+12.75 |
22,111 |
89,285 |
+564 |
Jan10 |
090922 |
589.50 |
600.50 |
588.75 |
597.00 |
+12.50 |
4,934 |
50,477 |
-38 |
Feb10 |
090922 |
596.75 |
607.50 |
595.75 |
604.25 |
+12.50 |
2,490 |
23,330 |
-532 |
Mar10 |
090922 |
603.75 |
614.00 |
603.75 |
610.50 |
+12.25 |
1,894 |
23,658 |
+137 |
Apr10 |
090922 |
609.75 |
619.75 |
609.00 |
616.50 |
+12.25 |
2,461 |
13,664 |
+14 |
May10 |
090922 |
615.75 |
625.50 |
614.75 |
622.25 |
+12.25 |
3,155 |
14,704 |
+515 |
Jun10 |
090922 |
619.00 |
631.50 |
619.00 |
627.50 |
+11.75 |
2,899 |
36,022 |
-1,546 |
Jul10 |
090922 |
633.75 |
637.50 |
633.75 |
635.25 |
+12.00 |
734 |
11,991 |
-244 |
Total Volume and Open Interest |
118,564 |
531,316 |
-8,442 |
Ethanol(CBOT) |
Sep09 |
090903 |
1.587 |
1.587 |
1.587 |
1.587 |
-0.013 |
15 |
218 |
+10 |
Oct09 |
090922 |
1.630 |
1.651 |
1.630 |
1.650 |
+0.028 |
13 |
359 |
+1 |
Nov09 |
090922 |
1.594 |
1.629 |
1.594 |
1.624 |
+0.023 |
18 |
512 |
+7 |
Dec09 |
090922 |
1.616 |
1.625 |
1.605 |
1.618 |
+0.018 |
17 |
415 |
+2 |
Jan10 |
090922 |
1.615 |
1.628 |
1.615 |
1.622 |
+0.025 |
21 |
739 |
+5 |
Feb10 |
090922 |
1.605 |
1.631 |
1.605 |
1.631 |
+0.032 |
8 |
244 |
+8 |
Mar10 |
090922 |
1.610 |
1.635 |
1.610 |
1.633 |
+0.024 |
16 |
338 |
+8 |
Apr10 |
090922 |
1.615 |
1.630 |
1.615 |
1.630 |
+0.030 |
8 |
499 |
+5 |
Total Volume and Open Interest |
146 |
4,548 |
+76 |
WTI Crude Oil(ICE) |
Nov09 |
090922 |
69.93 |
72.02 |
69.93 |
71.76 |
+1.83 |
78,816 |
116,176 |
-5,469 |
Dec09 |
090922 |
70.51 |
72.46 |
70.51 |
72.22 |
+1.81 |
31,608 |
84,115 |
+3,759 |
Jan10 |
090922 |
71.21 |
72.93 |
71.20 |
72.69 |
+1.75 |
4,426 |
18,961 |
+42 |
Feb10 |
090922 |
72.14 |
73.29 |
72.14 |
73.13 |
+1.70 |
2,370 |
13,839 |
-262 |
Mar10 |
090922 |
72.65 |
73.73 |
72.65 |
73.62 |
+1.68 |
2,641 |
13,301 |
+421 |
Apr10 |
090922 |
73.41 |
74.15 |
73.41 |
74.11 |
+1.67 |
1,956 |
6,032 |
+512 |
May10 |
090922 |
73.92 |
74.61 |
73.92 |
74.61 |
+1.66 |
1,237 |
5,916 |
+31 |
Jun10 |
090922 |
74.42 |
75.24 |
74.42 |
75.12 |
+1.66 |
1,994 |
21,832 |
+257 |
Jul10 |
090922 |
75.18 |
75.63 |
75.18 |
75.49 |
+1.63 |
1,127 |
25,461 |
+295 |
Aug10 |
090922 |
75.89 |
75.89 |
75.77 |
75.77 |
+1.60 |
544 |
5,957 |
+49 |
Sep10 |
090922 |
76.05 |
76.05 |
76.05 |
76.05 |
+1.55 |
290 |
7,925 |
+69 |
Oct10 |
090922 |
76.36 |
76.36 |
76.36 |
76.36 |
+1.52 |
452 |
5,013 |
+0 |
Nov10 |
090922 |
76.70 |
76.70 |
76.70 |
76.70 |
+1.49 |
580 |
4,692 |
+1 |
Dec10 |
090922 |
75.75 |
77.26 |
75.75 |
77.04 |
+1.46 |
6,191 |
58,111 |
-525 |
Jan11 |
090922 |
77.20 |
77.20 |
77.20 |
77.20 |
+1.44 |
392 |
9,319 |
+0 |
Feb11 |
090922 |
77.36 |
77.36 |
77.36 |
77.36 |
+1.43 |
180 |
3,338 |
+0 |
Total Volume and Open Interest |
135,868 |
472,429 |
-30,088 |
US Dollar Index(ICE) |
Dec09 |
090922 |
76.955 |
76.955 |
76.220 |
76.350 |
-0.650 |
7,231 |
32,384 |
-199 |
Mar10 |
090922 |
77.060 |
77.060 |
76.605 |
76.605 |
-0.650 |
4 |
2,041 |
+3 |
Jun10 |
090922 |
76.920 |
76.920 |
76.920 |
76.920 |
-0.650 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,235 |
34,428 |
-196 |
Australian Dollar(CME) |
Dec09 |
090922 |
85.73 |
87.03 |
85.70 |
86.72 |
+1.01 |
62,859 |
106,500 |
-607 |
Mar10 |
090922 |
85.61 |
86.28 |
85.01 |
86.02 |
+1.01 |
52 |
114 |
-20 |
Jun10 |
090922 |
85.21 |
85.21 |
84.21 |
85.21 |
+1.00 |
|
|
|
Total Volume and Open Interest |
62,911 |
106,629 |
-627 |
British Pound(CME) |
Dec09 |
090922 |
162.03 |
163.95 |
162.03 |
163.50 |
+1.58 |
92,024 |
75,946 |
-951 |
Mar10 |
090922 |
162.98 |
163.96 |
161.98 |
163.56 |
+1.58 |
36 |
276 |
-37 |
Jun10 |
090922 |
163.56 |
163.75 |
162.01 |
163.56 |
+1.55 |
0 |
2 |
+0 |
Total Volume and Open Interest |
92,060 |
76,244 |
-988 |
Canadian Dollar(CME) |
Dec09 |
090922 |
92.76 |
93.83 |
92.69 |
93.58 |
+0.81 |
58,090 |
86,744 |
-1,963 |
Mar10 |
090922 |
92.75 |
93.80 |
92.75 |
93.57 |
+0.81 |
39 |
1,226 |
+23 |
Jun10 |
090922 |
93.60 |
93.64 |
92.75 |
93.57 |
+0.82 |
10 |
274 |
+3 |
Sep10 |
090922 |
93.54 |
93.63 |
92.73 |
93.54 |
+0.81 |
0 |
362 |
+0 |
Total Volume and Open Interest |
58,140 |
88,634 |
-1,936 |
Japanese Yen(CME) |
Dec09 |
090922 |
108.81 |
110.04 |
108.63 |
109.65 |
+1.05 |
80,088 |
110,346 |
-2,515 |
Mar10 |
090922 |
109.75 |
110.11 |
108.70 |
109.75 |
+1.05 |
29 |
71 |
-5 |
Jun10 |
090922 |
109.90 |
110.03 |
108.86 |
109.90 |
+1.04 |
3 |
1 |
+0 |
Total Volume and Open Interest |
80,120 |
110,439 |
-2,520 |
Swiss Franc(CME) |
Dec09 |
090922 |
96.94 |
97.96 |
96.91 |
97.72 |
+0.81 |
38,020 |
50,548 |
+521 |
Mar10 |
090922 |
97.82 |
98.00 |
97.02 |
97.82 |
+0.80 |
0 |
86 |
+0 |
Jun10 |
090922 |
97.97 |
98.00 |
97.18 |
97.97 |
+0.79 |
|
|
|
Total Volume and Open Interest |
38,020 |
50,635 |
+521 |
EuroFX(CME) |
Dec09 |
090922 |
146.80 |
148.22 |
146.75 |
147.90 |
+1.13 |
176,858 |
159,115 |
+1,524 |
Mar10 |
090922 |
146.95 |
148.17 |
146.82 |
147.89 |
+1.13 |
24 |
556 |
-3 |
Jun10 |
090922 |
147.97 |
148.01 |
146.76 |
147.89 |
+1.13 |
1 |
53 |
+1 |
Total Volume and Open Interest |
176,888 |
159,730 |
+1,527 |
Mexican Peso(CME) |
Oct09 |
090922 |
746.2 |
746.2 |
742.2 |
746.2 |
+4.0 |
|
|
|
Nov09 |
090922 |
743.2 |
743.2 |
739.2 |
743.2 |
+4.0 |
|
|
|
Total Volume and Open Interest |
15,733 |
50,763 |
-444 |
Brazilian Real(CME) |
Oct09 |
090922 |
555.95 |
555.95 |
550.80 |
555.95 |
+5.15 |
|
|
|
Nov09 |
090922 |
552.55 |
552.55 |
547.15 |
552.55 |
+5.40 |
|
|
|
Dec09 |
090922 |
548.70 |
549.20 |
548.25 |
548.25 |
+1.70 |
60 |
3,014 |
-38 |
Jan10 |
090922 |
544.55 |
544.55 |
541.10 |
544.55 |
+3.45 |
|
|
|
Total Volume and Open Interest |
60 |
3,014 |
-38 |
30-Year T-Bonds(CBOT) |
Dec09 |
090922 |
119~050 |
119~130 |
118~190 |
119~050 |
+0~040 |
173,420 |
731,047 |
-5,760 |
Mar10 |
090922 |
118~080 |
118~140 |
118~070 |
118~140 |
+0~070 |
2 |
158 |
+0 |
Jun10 |
090922 |
117~140 |
117~140 |
117~070 |
117~140 |
+0~070 |
0 |
3 |
+0 |
Total Volume and Open Interest |
173,422 |
731,208 |
-10,503 |
10-Year T-Notes(CBOT) |
Dec09 |
090922 |
116~275 |
117~065 |
116~190 |
117~010 |
+0~070 |
666,462 |
1,070,056 |
-3,062 |
Mar10 |
090922 |
116~010 |
116~010 |
115~260 |
116~010 |
+0~070 |
|
|
|
Jun10 |
090922 |
115~010 |
115~010 |
114~260 |
115~010 |
+0~070 |
|
|
|
Total Volume and Open Interest |
666,462 |
1,070,056 |
-31,867 |
5-Year T-Notes(CBOT) |
Sep09 |
090922 |
116~041 |
116~088 |
116~041 |
116~074 |
+0~025 |
1,582 |
13,364 |
-1,065 |
Dec09 |
090922 |
115~026 |
115~055 |
115~000 |
115~042 |
+0~025 |
340,656 |
784,867 |
+2,558 |
Mar10 |
090922 |
115~034 |
115~034 |
115~009 |
115~034 |
+0~025 |
|
|
|
Total Volume and Open Interest |
342,238 |
798,231 |
+1,493 |
2 Year T-Notes(CBOT) |
Sep09 |
090922 |
108~118 |
109~000 |
108~117 |
108~126 |
+0~009 |
3,228 |
23,149 |
-980 |
Dec09 |
090922 |
108~034 |
108~045 |
108~027 |
108~041 |
+0~009 |
118,109 |
745,351 |
-3,027 |
Mar10 |
090922 |
108~041 |
108~041 |
108~032 |
108~041 |
+0~009 |
|
|
|
Total Volume and Open Interest |
121,337 |
768,500 |
-4,007 |
Eurodollars(CME) |
Dec09 |
090922 |
99.555 |
99.580 |
99.545 |
99.565 |
+0.020 |
115,688 |
959,525 |
-6,970 |
Mar10 |
090922 |
99.330 |
99.370 |
99.315 |
99.355 |
+0.040 |
125,254 |
980,589 |
+4,862 |
Jun10 |
090922 |
98.970 |
99.030 |
98.950 |
99.015 |
+0.060 |
151,332 |
797,315 |
+7,432 |
Sep10 |
090922 |
98.560 |
98.620 |
98.530 |
98.605 |
+0.060 |
151,964 |
654,013 |
+10,758 |
Dec10 |
090922 |
98.135 |
98.200 |
98.100 |
98.180 |
+0.060 |
168,830 |
815,490 |
-4,079 |
Mar11 |
090922 |
97.750 |
97.815 |
97.715 |
97.790 |
+0.055 |
110,981 |
440,509 |
+2,823 |
Jun11 |
090922 |
97.390 |
97.450 |
97.355 |
97.425 |
+0.055 |
96,368 |
432,139 |
+1,298 |
Sep11 |
090922 |
97.070 |
97.130 |
97.040 |
97.100 |
+0.050 |
77,958 |
266,854 |
+2,766 |
Dec11 |
090922 |
96.770 |
96.820 |
96.740 |
96.795 |
+0.045 |
38,978 |
194,447 |
-269 |
Mar12 |
090922 |
96.535 |
96.585 |
96.500 |
96.560 |
+0.045 |
39,622 |
143,694 |
+979 |
Jun12 |
090922 |
96.325 |
96.365 |
96.280 |
96.340 |
+0.040 |
38,858 |
126,252 |
+378 |
Sep12 |
090922 |
96.140 |
96.185 |
96.105 |
96.165 |
+0.045 |
29,749 |
77,811 |
-4,682 |
Dec12 |
090922 |
95.960 |
96.010 |
95.925 |
95.995 |
+0.050 |
7,793 |
52,379 |
-339 |
Mar13 |
090922 |
95.820 |
95.895 |
95.810 |
95.880 |
+0.050 |
7,339 |
58,808 |
-166 |
Jun13 |
090922 |
95.710 |
95.780 |
95.705 |
95.765 |
+0.050 |
4,872 |
31,653 |
+406 |
Sep13 |
090922 |
95.610 |
95.675 |
95.600 |
95.660 |
+0.050 |
3,264 |
43,036 |
+692 |
Dec13 |
090922 |
95.480 |
95.560 |
95.460 |
95.545 |
+0.055 |
2,919 |
27,641 |
-291 |
Mar14 |
090922 |
95.385 |
95.490 |
95.385 |
95.475 |
+0.060 |
3,089 |
24,866 |
+163 |
Total Volume and Open Interest |
1,194,584 |
6,365,700 |
+18,364 |
30 Day Federal Funds(CBOT) |
Sep09 |
090922 |
99.842 |
99.845 |
99.840 |
99.842 |
+0.003 |
1,226 |
37,520 |
-763 |
Oct09 |
090922 |
99.825 |
99.830 |
99.825 |
99.825 |
unch |
2,125 |
49,933 |
+1,068 |
Nov09 |
090922 |
99.810 |
99.820 |
99.810 |
99.810 |
unch |
4,858 |
60,063 |
+2,825 |
Dec09 |
090922 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
5,759 |
59,511 |
+3,336 |
Jan10 |
090922 |
99.785 |
99.790 |
99.780 |
99.785 |
unch |
2,655 |
47,069 |
-74 |
Feb10 |
090922 |
99.720 |
99.725 |
99.715 |
99.720 |
+0.005 |
2,062 |
58,293 |
+39 |
Total Volume and Open Interest |
24,244 |
437,233 |
+6,871 |
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 |
090922 |
99.515 |
99.515 |
99.515 |
99.515 |
+0.005 |
0 |
932 |
+0 |
Mar10 |
090922 |
99.545 |
99.545 |
99.545 |
99.545 |
+0.005 |
0 |
814 |
+0 |
Jun10 |
090922 |
99.540 |
99.540 |
99.540 |
99.540 |
+0.005 |
|
|
|
Sep10 |
090922 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.005 |
|
|
|
Dec10 |
090922 |
99.485 |
99.485 |
99.485 |
99.485 |
+0.005 |
|
|
|
Mar11 |
090922 |
99.400 |
99.400 |
99.400 |
99.400 |
+0.005 |
|
|
|
Jun11 |
090922 |
99.340 |
99.340 |
99.340 |
99.340 |
+0.005 |
|
|
|
Sep11 |
090922 |
99.340 |
99.340 |
99.340 |
99.340 |
+0.005 |
|
|
|
Dec11 |
090922 |
99.145 |
99.145 |
99.145 |
99.145 |
+0.005 |
|
|
|
Mar12 |
090922 |
99.110 |
99.110 |
99.110 |
99.110 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
1,746 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec09 |
090922 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
0 |
5,678 |
+0 |
Mar10 |
090922 |
99.55 |
99.55 |
99.55 |
99.55 |
+0.01 |
0 |
4,146 |
+0 |
Jun10 |
090922 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.00 |
0 |
2,052 |
+0 |
Sep10 |
090922 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
0 |
1,084 |
+0 |
Dec10 |
090922 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.00 |
0 |
574 |
+0 |
Mar11 |
090922 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.01 |
0 |
562 |
+0 |
Jun11 |
090922 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.00 |
0 |
52 |
+0 |
Sep11 |
090922 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.00 |
0 |
51 |
+0 |
Total Volume and Open Interest |
0 |
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 |
090922 |
120.13 |
120.39 |
119.85 |
120.24 |
-0.11 |
603,491 |
917,167 |
+10,290 |
Mar10 |
090922 |
119.83 |
119.88 |
119.83 |
119.88 |
-0.16 |
43 |
67 |
+0 |
Jun10 |
090922 |
119.64 |
119.64 |
119.64 |
119.64 |
-0.11 |
0 |
1 |
+0 |
Total Volume and Open Interest |
603,534 |
917,235 |
+10,290 |
Euro-Bobl(EUREX) |
Dec09 |
090922 |
114.82 |
114.96 |
114.66 |
114.90 |
-0.06 |
341,437 |
667,865 |
-1,137 |
Mar10 |
090922 |
114.64 |
114.64 |
114.58 |
114.58 |
-0.05 |
136 |
0 |
+0 |
Jun10 |
090922 |
114.20 |
114.20 |
114.20 |
114.20 |
-0.06 |
|
|
|
Total Volume and Open Interest |
341,573 |
667,865 |
-1,137 |
3-Mth Euribor(EUREX) |
Sep09 |
090914 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
5,624 |
14,192 |
-2,056 |
Dec09 |
090922 |
99.245 |
99.270 |
99.245 |
99.270 |
+0.030 |
186 |
15,273 |
-1,118 |
Mar10 |
090922 |
99.060 |
99.080 |
99.060 |
99.080 |
+0.020 |
527 |
5,293 |
+499 |
Total Volume and Open Interest |
1,104 |
28,561 |
-911 |
Long Gilt(LIFFE) |
Sep09 |
090922 |
118~10 |
118~19 |
118~06 |
118~14 |
-0~08 |
1,853 |
32,115 |
-1,174 |
Dec09 |
090922 |
116~26 |
116~29 |
116~13 |
116~24 |
-0~09 |
56,120 |
244,146 |
+1,497 |
Total Volume and Open Interest |
57,973 |
276,261 |
+323 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
090922 |
99.49 |
99.50 |
99.48 |
99.49 |
+0.01 |
55,275 |
441,253 |
+6,228 |
Mar10 |
090922 |
99.14 |
99.18 |
99.14 |
99.17 |
+0.01 |
47,774 |
367,665 |
+436 |
Jun10 |
090922 |
98.65 |
98.67 |
98.62 |
98.66 |
unch |
37,952 |
363,096 |
+668 |
Sep10 |
090922 |
98.08 |
98.10 |
98.05 |
98.09 |
-0.01 |
32,279 |
285,161 |
-555 |
Dec10 |
090922 |
97.52 |
97.55 |
97.50 |
97.53 |
-0.02 |
49,503 |
291,386 |
+6,265 |
Mar11 |
090922 |
97.06 |
97.06 |
97.01 |
97.05 |
-0.02 |
32,136 |
200,040 |
+3,815 |
Total Volume and Open Interest |
317,742 |
2,376,774 |
+32,884 |
3-Mth Euribor(LIFFE) |
Dec09 |
090922 |
99.235 |
99.280 |
99.230 |
99.270 |
+0.030 |
97,309 |
678,235 |
+9,801 |
Mar10 |
090922 |
99.050 |
99.095 |
99.045 |
99.080 |
+0.020 |
97,019 |
490,201 |
+3,182 |
Jun10 |
090922 |
98.750 |
98.795 |
98.730 |
98.775 |
+0.010 |
95,795 |
475,823 |
+8,918 |
Total Volume and Open Interest |
598,386 |
3,124,864 |
+31,163 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
090922 |
96.28 |
96.32 |
96.28 |
96.30 |
+0.02 |
12,683 |
317,735 |
-9,738 |
Mar10 |
090922 |
95.68 |
95.71 |
95.65 |
95.68 |
unch |
7,209 |
172,143 |
-2,328 |
Jun10 |
090922 |
95.17 |
95.20 |
95.14 |
95.16 |
-0.01 |
3,546 |
96,705 |
-52 |
Sep10 |
090922 |
94.84 |
94.85 |
94.81 |
94.82 |
-0.01 |
4,263 |
68,854 |
+252 |
Dec10 |
090922 |
94.61 |
94.63 |
94.56 |
94.58 |
-0.02 |
2,438 |
45,343 |
+829 |
Mar11 |
090922 |
94.43 |
94.43 |
94.39 |
94.41 |
-0.03 |
617 |
23,341 |
+255 |
Jun11 |
090922 |
94.27 |
94.27 |
94.22 |
94.23 |
-0.04 |
758 |
18,823 |
+142 |
Sep11 |
090922 |
94.10 |
94.10 |
94.06 |
94.07 |
-0.04 |
493 |
8,907 |
+447 |
Dec11 |
090922 |
93.90 |
93.91 |
93.90 |
93.91 |
-0.02 |
67 |
3,978 |
+29 |
Mar12 |
090922 |
93.74 |
93.74 |
93.74 |
93.74 |
-0.02 |
0 |
1,419 |
+0 |
Total Volume and Open Interest |
32,074 |
757,838 |
-10,164 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
090922 |
94.63 |
94.66 |
94.60 |
94.61 |
-0.02 |
12,282 |
304,519 |
-4,402 |
Mar10 |
090922 |
94.61 |
94.61 |
94.61 |
94.61 |
-0.02 |
|
|
|
Total Volume and Open Interest |
12,282 |
304,519 |
-4,402 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
090922 |
95.10 |
95.15 |
95.08 |
95.09 |
-0.02 |
57,295 |
351,237 |
+10,045 |
Mar10 |
090922 |
95.09 |
95.09 |
95.09 |
95.09 |
-0.02 |
|
|
|
Total Volume and Open Interest |
57,295 |
351,237 |
+10,045 |
Gold(CMX) |
Oct09 |
090922 |
1004.5 |
1020.5 |
1004.5 |
1014.4 |
+10.5 |
2,968 |
18,602 |
-1,961 |
Dec09 |
090922 |
1005.0 |
1021.5 |
1004.2 |
1015.5 |
+10.6 |
89,712 |
336,989 |
+3,972 |
Feb10 |
090922 |
1006.0 |
1021.5 |
1006.0 |
1016.8 |
+10.6 |
609 |
22,260 |
-46 |
Apr10 |
090922 |
1010.0 |
1024.0 |
1010.0 |
1017.9 |
+10.6 |
300 |
22,613 |
+40 |
Jun10 |
090922 |
1010.0 |
1022.2 |
1010.0 |
1019.4 |
+10.7 |
75 |
12,496 |
-2 |
Aug10 |
090922 |
1023.1 |
1023.1 |
1021.0 |
1021.0 |
+10.7 |
39 |
7,286 |
-74 |
Oct10 |
090922 |
1022.8 |
1022.8 |
1022.8 |
1022.8 |
+10.7 |
8 |
3,917 |
+26 |
Dec10 |
090922 |
1020.0 |
1027.6 |
1020.0 |
1025.1 |
+10.7 |
238 |
12,007 |
+15 |
Feb11 |
090922 |
1028.1 |
1028.1 |
1028.1 |
1028.1 |
+10.8 |
0 |
1,012 |
+0 |
Apr11 |
090922 |
1031.4 |
1031.4 |
1031.4 |
1031.4 |
+10.9 |
0 |
447 |
+0 |
Jun11 |
090922 |
1035.0 |
1035.0 |
1035.0 |
1035.0 |
+11.0 |
0 |
9,104 |
+0 |
Total Volume and Open Interest |
94,057 |
468,998 |
+2,144 |
Silver(CMX) |
Sep09 |
090922 |
1708.0 |
1727.5 |
1708.0 |
1709.3 |
+23.5 |
93 |
223 |
-15 |
Dec09 |
090922 |
1686.5 |
1734.5 |
1683.0 |
1711.5 |
+23.5 |
23,286 |
96,195 |
+2,957 |
Mar10 |
090922 |
1703.0 |
1735.0 |
1701.5 |
1714.9 |
+23.6 |
588 |
12,800 |
+318 |
May10 |
090922 |
1730.0 |
1733.0 |
1716.9 |
1716.9 |
+23.6 |
19 |
2,309 |
+7 |
Jul10 |
090922 |
1737.0 |
1737.0 |
1718.9 |
1718.9 |
+23.6 |
8 |
2,781 |
-8 |
Sep10 |
090922 |
1723.0 |
1723.0 |
1720.9 |
1720.9 |
+23.6 |
5 |
2,911 |
-19 |
Dec10 |
090922 |
1707.5 |
1745.0 |
1707.5 |
1724.9 |
+23.6 |
180 |
3,396 |
-113 |
Total Volume and Open Interest |
24,276 |
128,785 |
+3,200 |
Platinum(NYMEX) |
Oct09 |
090922 |
1324.4 |
1341.9 |
1321.9 |
1339.2 |
+17.0 |
3,511 |
16,770 |
-1,748 |
Jan10 |
090922 |
1327.7 |
1347.0 |
1327.7 |
1344.7 |
+16.8 |
2,487 |
13,342 |
+1,713 |
Apr10 |
090922 |
1350.5 |
1351.0 |
1350.1 |
1350.1 |
+16.8 |
0 |
124 |
+0 |
Total Volume and Open Interest |
5,998 |
30,236 |
-35 |
Palladium(NYMEX) |
Sep09 |
090922 |
302.05 |
302.05 |
302.05 |
302.05 |
+3.25 |
0 |
285 |
-2 |
Dec09 |
090922 |
301.00 |
305.75 |
297.35 |
302.40 |
+3.25 |
837 |
22,247 |
-250 |
Mar10 |
090922 |
304.95 |
304.95 |
303.15 |
303.40 |
+3.30 |
1 |
242 |
+1 |
Total Volume and Open Interest |
838 |
22,774 |
-251 |
Copper(CMX) |
Sep09 |
090922 |
281.00 |
287.40 |
281.00 |
285.25 |
+6.00 |
401 |
1,710 |
-246 |
Dec09 |
090922 |
281.15 |
289.20 |
280.00 |
286.45 |
+5.90 |
19,097 |
87,120 |
-206 |
Mar10 |
090922 |
282.50 |
290.20 |
282.50 |
287.90 |
+6.00 |
834 |
13,637 |
+373 |
May10 |
090922 |
289.00 |
289.00 |
287.60 |
288.00 |
+5.95 |
102 |
2,274 |
+5 |
Jul10 |
090922 |
287.60 |
287.60 |
287.60 |
287.60 |
+5.95 |
5 |
1,994 |
-1 |
Total Volume and Open Interest |
21,175 |
119,641 |
+161 |
DJIA Index(CBOT) |
Dec09 |
090922 |
9712 |
9792 |
9709 |
9771 |
+53 |
226 |
7,384 |
-23 |
Mar10 |
090922 |
9715 |
9715 |
9662 |
9715 |
+53 |
43 |
814 |
+3 |
Jun10 |
090922 |
9656 |
9656 |
9601 |
9656 |
+55 |
|
|
|
Sep10 |
090922 |
9601 |
9601 |
9563 |
9601 |
+38 |
|
|
|
Total Volume and Open Interest |
269 |
8,198 |
-20 |
E-mini DJIA Index(CBOT) |
Sep09 |
090918 |
9800 |
9859 |
9745 |
9854 |
+55 |
|
|
|
Dec09 |
090922 |
9718 |
9792 |
9710 |
9771 |
+53 |
119,240 |
62,378 |
+1,036 |
Mar10 |
090922 |
9691 |
9730 |
9677 |
9715 |
+53 |
58 |
161 |
+8 |
Jun10 |
090922 |
9627 |
9656 |
9627 |
9656 |
+55 |
|
|
|
Total Volume and Open Interest |
119,298 |
62,539 |
+1,044 |
S & P 500(CME) |
Dec09 |
090922 |
1059.80 |
1069.20 |
1059.50 |
1067.30 |
+6.90 |
16,753 |
359,447 |
+6,570 |
Mar10 |
090922 |
1062.90 |
1065.10 |
1057.10 |
1062.90 |
+6.80 |
5 |
4,313 |
+2 |
Jun10 |
090922 |
1059.10 |
1061.30 |
1053.30 |
1059.10 |
+6.80 |
5 |
177 |
-4 |
Sep10 |
090922 |
1056.10 |
1058.30 |
1050.30 |
1056.10 |
+6.80 |
|
|
|
Total Volume and Open Interest |
16,763 |
363,942 |
+6,568 |
S & P 500 E-Mini(Globex) |
Dec09 |
090922 |
1060.00 |
1069.25 |
1059.50 |
1067.25 |
+6.75 |
1,698,615 |
2,309,550 |
+24,202 |
Mar10 |
090922 |
1055.75 |
1064.75 |
1055.50 |
1063.00 |
+7.00 |
476 |
689 |
+63 |
Total Volume and Open Interest |
1,699,091 |
2,310,248 |
+24,265 |
NASDAQ 100(CME) |
Dec09 |
090922 |
1728.80 |
1740.80 |
1725.00 |
1734.30 |
+6.50 |
1,803 |
18,232 |
+183 |
Mar10 |
090922 |
1732.50 |
1732.50 |
1731.50 |
1732.50 |
+6.50 |
0 |
1 |
+0 |
Jun10 |
090922 |
1731.50 |
1731.50 |
1730.50 |
1731.50 |
+6.50 |
|
|
|
Total Volume and Open Interest |
1,803 |
18,233 |
+183 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
090922 |
1727.50 |
1741.30 |
1725.50 |
1734.30 |
+6.50 |
262,505 |
291,920 |
+9,589 |
Mar10 |
090922 |
1729.50 |
1738.80 |
1724.00 |
1732.50 |
+6.50 |
37 |
26 |
+13 |
Total Volume and Open Interest |
262,542 |
291,947 |
+9,602 |
S & P Midcap 400(CME) |
Dec09 |
090922 |
701.50 |
703.40 |
698.50 |
701.50 |
+4.50 |
24 |
2,423 |
-59 |
Mar10 |
090922 |
699.50 |
699.50 |
699.00 |
699.50 |
+4.50 |
|
|
|
Jun10 |
090922 |
697.50 |
697.50 |
697.00 |
697.50 |
+4.50 |
|
|
|
Total Volume and Open Interest |
24 |
2,423 |
-59 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
090922 |
10495 |
10505 |
10420 |
10450 |
+15 |
6,657 |
32,969 |
-151 |
Mar10 |
090922 |
10460 |
10460 |
10440 |
10460 |
+20 |
|
|
|
Total Volume and Open Interest |
6,657 |
32,969 |
-151 |
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 |
090922 |
3832.0 |
3858.5 |
3813.0 |
3823.0 |
+10.0 |
108,668 |
356,785 |
+23,174 |
Nov09 |
090922 |
3825.0 |
3825.5 |
3808.5 |
3808.5 |
+10.0 |
37 |
252 |
-14 |
Dec09 |
090922 |
3809.5 |
3834.5 |
3792.0 |
3800.0 |
+9.0 |
310 |
38,256 |
-309 |
Total Volume and Open Interest |
109,015 |
396,300 |
+23,051 |
Hang Seng Index(HKFE) |
Sep09 |
090922 |
21550 |
21734 |
21513 |
21692 |
+221 |
61,912 |
94,025 |
+2,533 |
Oct09 |
090922 |
21511 |
21720 |
21505 |
21682 |
+230 |
2,035 |
2,996 |
+912 |
Total Volume and Open Interest |
64,103 |
101,503 |
+3,540 |
DAX(EUREX) |
Sep09 |
090918 |
5720.0 |
5744.5 |
5702.5 |
5736.5 |
-1.0 |
174,565 |
53,021 |
-20,970 |
Dec09 |
090922 |
5704.0 |
5754.0 |
5692.0 |
5708.5 |
+34.0 |
136,395 |
162,663 |
+3,930 |
Mar10 |
090922 |
5706.5 |
5751.0 |
5695.5 |
5711.0 |
+35.5 |
211 |
4,398 |
-11 |
Total Volume and Open Interest |
136,606 |
167,061 |
+3,919 |
FT-SE 100(EURONEXT) |
Dec09 |
090922 |
5125.00 |
5159.50 |
5105.50 |
5119.00 |
+14.00 |
89,382 |
620,706 |
-1,267 |
Mar10 |
090922 |
5089.50 |
5095.00 |
5072.50 |
5072.50 |
+13.00 |
46 |
1,661 |
+35 |
Jun10 |
090922 |
5057.00 |
5057.00 |
5030.50 |
5030.50 |
+14.00 |
0 |
163 |
+0 |
Total Volume and Open Interest |
89,428 |
622,530 |
-1,232 |
SPI 200(SFE) |
Sep09 |
090917 |
4665.0 |
4722.0 |
4664.0 |
4691.0 |
+29.0 |
9,454 |
76,269 |
-102,815 |
Dec09 |
090922 |
4687.0 |
4700.0 |
4655.0 |
4687.0 |
-7.0 |
20,447 |
217,507 |
-6,663 |
Mar10 |
090922 |
4663.0 |
4679.0 |
4663.0 |
4677.0 |
-7.0 |
4 |
4,545 |
-48 |
Total Volume and Open Interest |
20,461 |
223,600 |
-6,701 |
GSCI(CME) |
Oct09 |
090922 |
464.50 |
467.50 |
462.40 |
467.00 |
+11.00 |
849 |
16,251 |
-80 |
Nov09 |
090922 |
472.00 |
472.00 |
470.00 |
472.00 |
+10.00 |
0 |
1 |
+0 |
Dec09 |
090922 |
477.00 |
478.00 |
476.00 |
478.00 |
+10.00 |
|
|
|
Total Volume and Open Interest |
849 |
16,252 |
-80 |
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. |
|
|