|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 23, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
090923 |
921.50 |
926.00 |
902.00 |
920.50 |
-1.50 |
76,722 |
247,821 |
-1,895 |
Jan10 |
090923 |
926.00 |
929.00 |
906.75 |
925.00 |
-1.25 |
18,230 |
68,757 |
+886 |
Mar10 |
090923 |
927.75 |
929.00 |
909.00 |
926.00 |
-1.75 |
6,752 |
32,739 |
+953 |
May10 |
090923 |
927.75 |
930.00 |
911.00 |
925.00 |
-2.75 |
3,882 |
24,327 |
+167 |
Jul10 |
090923 |
931.75 |
932.25 |
914.00 |
926.25 |
-4.25 |
6,012 |
29,813 |
+341 |
Aug10 |
090923 |
913.00 |
925.50 |
913.00 |
920.00 |
-5.50 |
83 |
326 |
-23 |
Sep10 |
090923 |
897.75 |
910.00 |
897.75 |
905.00 |
-5.00 |
83 |
112 |
-3 |
Nov10 |
090923 |
903.00 |
904.00 |
886.50 |
895.50 |
-7.50 |
3,300 |
28,661 |
+1,154 |
Jan11 |
090923 |
896.75 |
908.00 |
896.75 |
900.00 |
-8.00 |
7 |
210 |
+4 |
Mar11 |
090923 |
902.00 |
909.00 |
902.00 |
902.00 |
-7.00 |
0 |
41 |
+0 |
May11 |
090923 |
903.00 |
910.00 |
903.00 |
903.00 |
-7.00 |
0 |
2 |
+0 |
Jul11 |
090923 |
904.00 |
911.00 |
904.00 |
904.00 |
-7.00 |
0 |
17 |
+0 |
Aug11 |
090923 |
902.00 |
910.00 |
902.00 |
902.00 |
-8.00 |
|
|
|
Sep11 |
090923 |
901.00 |
909.00 |
901.00 |
901.00 |
-8.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
115,073 |
434,025 |
+1,584 |
Soybean Meal(CBOT) |
Oct09 |
090923 |
282.00 |
285.00 |
276.00 |
284.50 |
+2.40 |
11,910 |
23,698 |
-1,849 |
Dec09 |
090923 |
278.50 |
281.00 |
272.20 |
280.50 |
+1.80 |
27,859 |
71,689 |
+110 |
Jan10 |
090923 |
276.90 |
278.50 |
271.20 |
278.50 |
+1.60 |
2,518 |
12,356 |
+429 |
Mar10 |
090923 |
275.30 |
276.60 |
270.00 |
276.50 |
+1.20 |
1,615 |
13,351 |
+275 |
May10 |
090923 |
274.20 |
275.50 |
269.10 |
275.50 |
+1.30 |
2,271 |
12,852 |
-36 |
Jul10 |
090923 |
274.80 |
276.00 |
270.00 |
276.00 |
+1.20 |
3,693 |
8,565 |
-165 |
Aug10 |
090923 |
271.50 |
276.00 |
271.00 |
276.00 |
+1.20 |
444 |
2,261 |
+125 |
Sep10 |
090923 |
272.60 |
273.00 |
269.20 |
273.00 |
+1.00 |
430 |
2,375 |
+68 |
Oct10 |
090923 |
263.00 |
265.00 |
261.00 |
265.00 |
+2.50 |
189 |
1,943 |
+67 |
Dec10 |
090923 |
264.30 |
264.30 |
259.50 |
264.00 |
+2.00 |
840 |
6,087 |
+171 |
Total Volume and Open Interest |
51,878 |
155,731 |
-769 |
Soybean Oil(CBOT) |
Oct09 |
090923 |
34.49 |
34.49 |
33.86 |
34.16 |
-0.35 |
8,489 |
23,122 |
-2,599 |
Dec09 |
090923 |
34.84 |
34.92 |
34.25 |
34.56 |
-0.36 |
27,582 |
118,371 |
+1,680 |
Jan10 |
090923 |
35.25 |
35.25 |
34.65 |
34.94 |
-0.36 |
4,876 |
26,354 |
+721 |
Mar10 |
090923 |
35.28 |
35.28 |
34.90 |
35.21 |
-0.36 |
2,135 |
15,175 |
-290 |
May10 |
090923 |
35.57 |
35.57 |
35.12 |
35.40 |
-0.35 |
2,391 |
10,168 |
-196 |
Jul10 |
090923 |
35.74 |
35.74 |
35.29 |
35.56 |
-0.37 |
1,919 |
9,333 |
+496 |
Aug10 |
090923 |
35.65 |
36.03 |
35.65 |
35.65 |
-0.38 |
18 |
867 |
+18 |
Sep10 |
090923 |
35.74 |
36.13 |
35.74 |
35.74 |
-0.39 |
6 |
457 |
+6 |
Oct10 |
090923 |
35.83 |
36.23 |
35.83 |
35.83 |
-0.40 |
0 |
432 |
+0 |
Dec10 |
090923 |
36.31 |
36.34 |
35.74 |
35.98 |
-0.40 |
625 |
9,586 |
+286 |
Total Volume and Open Interest |
48,041 |
213,867 |
+122 |
Canola(WCE) |
Nov09 |
090923 |
383.2 |
383.9 |
376.2 |
381.0 |
-4.1 |
7,236 |
63,839 |
-423 |
Jan10 |
090923 |
387.9 |
388.9 |
380.3 |
386.3 |
-3.2 |
1,774 |
26,665 |
+1,032 |
Mar10 |
090923 |
389.9 |
392.3 |
385.3 |
389.5 |
-1.7 |
35 |
2,406 |
-6 |
May10 |
090923 |
389.9 |
395.4 |
389.9 |
393.0 |
-3.2 |
1 |
586 |
+1 |
Jul10 |
090923 |
396.6 |
397.9 |
395.4 |
395.4 |
-3.6 |
21 |
931 |
+15 |
Total Volume and Open Interest |
9,067 |
94,554 |
+619 |
Corn(CBOT) |
Dec09 |
090923 |
325.00 |
337.00 |
319.00 |
330.25 |
+4.50 |
94,155 |
520,374 |
-271 |
Mar10 |
090923 |
338.50 |
350.00 |
332.50 |
343.25 |
+4.25 |
14,688 |
154,829 |
+3,760 |
May10 |
090923 |
347.75 |
358.00 |
341.25 |
352.50 |
+4.25 |
3,008 |
33,282 |
+228 |
Jul10 |
090923 |
357.00 |
367.50 |
350.00 |
360.75 |
+3.75 |
5,098 |
65,475 |
+422 |
Sep10 |
090923 |
361.50 |
373.75 |
360.75 |
369.50 |
+3.75 |
633 |
12,910 |
+7 |
Dec10 |
090923 |
375.75 |
386.50 |
370.00 |
380.25 |
+4.00 |
5,842 |
72,265 |
+2,072 |
Mar11 |
090923 |
385.00 |
398.00 |
385.00 |
392.25 |
+3.75 |
89 |
2,150 |
+6 |
May11 |
090923 |
400.00 |
400.25 |
396.75 |
400.25 |
+3.50 |
5 |
229 |
+0 |
Jul11 |
090923 |
400.00 |
410.00 |
400.00 |
405.75 |
+3.50 |
18 |
1,544 |
+10 |
Sep11 |
090923 |
402.00 |
402.00 |
394.75 |
399.75 |
+5.00 |
5 |
201 |
+0 |
Total Volume and Open Interest |
123,566 |
869,637 |
+6,246 |
Wheat(CBOT) |
Dec09 |
090923 |
455.50 |
469.00 |
451.00 |
460.00 |
+4.25 |
31,349 |
204,808 |
+1,246 |
Mar10 |
090923 |
475.50 |
488.75 |
471.25 |
479.50 |
+4.00 |
3,104 |
46,440 |
+848 |
May10 |
090923 |
485.00 |
500.50 |
484.00 |
492.00 |
+4.00 |
835 |
7,999 |
-3 |
Jul10 |
090923 |
496.00 |
512.00 |
495.00 |
503.25 |
+4.00 |
2,104 |
45,791 |
+338 |
Sep10 |
090923 |
511.00 |
525.00 |
510.00 |
517.50 |
+3.50 |
51 |
731 |
-8 |
Dec10 |
090923 |
532.75 |
548.75 |
532.75 |
539.50 |
+3.25 |
1,042 |
18,163 |
+128 |
Total Volume and Open Interest |
38,499 |
325,073 |
+2,554 |
Wheat(KCBT) |
Dec09 |
090923 |
468.00 |
480.75 |
464.00 |
469.50 |
+1.25 |
7,157 |
61,531 |
-305 |
Mar10 |
090923 |
484.50 |
496.50 |
480.00 |
485.50 |
+1.00 |
1,623 |
21,009 |
+389 |
May10 |
090923 |
493.00 |
508.00 |
492.00 |
497.00 |
+1.25 |
430 |
4,629 |
+93 |
Jul10 |
090923 |
507.50 |
519.50 |
504.00 |
508.25 |
+1.00 |
295 |
14,296 |
-40 |
Sep10 |
090923 |
515.00 |
529.75 |
515.00 |
519.25 |
+0.50 |
17 |
897 |
-1 |
Dec10 |
090923 |
533.00 |
548.00 |
532.75 |
537.00 |
+1.00 |
477 |
13,690 |
+135 |
Total Volume and Open Interest |
10,002 |
116,229 |
+271 |
Wheat(MGE) |
Dec09 |
090923 |
490.00 |
499.00 |
485.75 |
489.50 |
-1.25 |
3,823 |
21,838 |
+464 |
Mar10 |
090923 |
505.50 |
515.00 |
500.75 |
503.50 |
-2.00 |
1,147 |
9,712 |
+13 |
May10 |
090923 |
516.25 |
525.75 |
512.00 |
513.75 |
-2.50 |
280 |
3,067 |
+178 |
Jul10 |
090923 |
525.50 |
537.00 |
523.75 |
525.50 |
-2.25 |
375 |
6,199 |
+112 |
Sep10 |
090923 |
540.25 |
548.50 |
535.75 |
537.50 |
-1.25 |
124 |
1,834 |
+102 |
Total Volume and Open Interest |
5,802 |
45,204 |
+892 |
Oats(CBOT) |
Dec09 |
090923 |
214.00 |
216.75 |
210.75 |
216.00 |
+3.00 |
483 |
11,445 |
-34 |
Mar10 |
090923 |
226.00 |
229.25 |
225.25 |
229.00 |
+3.00 |
153 |
2,407 |
+24 |
May10 |
090923 |
238.00 |
238.00 |
235.00 |
238.00 |
+3.00 |
5 |
13 |
+5 |
Jul10 |
090923 |
247.50 |
247.50 |
244.50 |
247.50 |
+3.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
641 |
13,870 |
-5 |
Rough Rice(CBOT) |
Nov09 |
090923 |
13.23 |
13.25 |
13.10 |
13.20 |
-0.05 |
345 |
7,737 |
-132 |
Jan10 |
090923 |
13.46 |
13.49 |
13.35 |
13.44 |
-0.05 |
176 |
1,233 |
+106 |
Mar10 |
090923 |
13.60 |
13.73 |
13.60 |
13.68 |
-0.05 |
11 |
1,012 |
-1 |
May10 |
090923 |
13.93 |
13.98 |
13.93 |
13.93 |
-0.05 |
11 |
411 |
+0 |
Total Volume and Open Interest |
552 |
10,751 |
-21 |
Live Cattle(CME) |
Oct09 |
090923 |
85.385 |
86.500 |
85.150 |
86.450 |
+1.165 |
10,870 |
42,276 |
-5,092 |
Dec09 |
090923 |
84.350 |
85.800 |
84.200 |
85.750 |
+1.400 |
18,219 |
114,037 |
+1,397 |
Feb10 |
090923 |
85.500 |
86.300 |
85.200 |
86.150 |
+0.865 |
5,617 |
46,452 |
+292 |
Apr10 |
090923 |
87.900 |
88.750 |
87.785 |
88.680 |
+0.780 |
2,278 |
33,841 |
+136 |
Jun10 |
090923 |
84.950 |
85.635 |
84.800 |
85.535 |
+0.785 |
637 |
13,547 |
+334 |
Aug10 |
090923 |
85.450 |
86.150 |
85.450 |
86.000 |
+0.450 |
243 |
2,124 |
+45 |
Total Volume and Open Interest |
38,077 |
255,087 |
-2,761 |
Feeder Cattle(CME) |
Sep09 |
090923 |
96.680 |
96.980 |
96.680 |
96.850 |
+0.100 |
542 |
1,145 |
-127 |
Oct09 |
090923 |
96.700 |
97.900 |
96.535 |
97.885 |
+1.035 |
1,777 |
7,281 |
-436 |
Nov09 |
090923 |
96.800 |
98.200 |
96.580 |
97.950 |
+1.165 |
2,203 |
12,431 |
-114 |
Jan10 |
090923 |
97.885 |
99.100 |
97.600 |
98.980 |
+1.130 |
507 |
3,872 |
+235 |
Mar10 |
090923 |
98.635 |
99.980 |
98.635 |
99.885 |
+0.685 |
78 |
1,266 |
+12 |
Apr10 |
090923 |
100.200 |
101.250 |
100.000 |
101.000 |
+0.750 |
76 |
406 |
+14 |
May10 |
090923 |
100.635 |
101.800 |
100.635 |
101.700 |
+0.600 |
120 |
761 |
+55 |
Total Volume and Open Interest |
5,312 |
27,317 |
-374 |
Lean Hogs(CME) |
Oct09 |
090923 |
49.700 |
51.450 |
49.180 |
50.930 |
+1.050 |
5,871 |
18,481 |
-1,263 |
Dec09 |
090923 |
48.550 |
50.485 |
48.150 |
50.050 |
+1.300 |
12,186 |
69,693 |
-505 |
Feb10 |
090923 |
55.300 |
57.180 |
55.000 |
56.600 |
+0.900 |
1,797 |
27,126 |
+515 |
Apr10 |
090923 |
60.750 |
62.000 |
60.650 |
61.850 |
+0.800 |
901 |
14,567 |
+53 |
May10 |
090923 |
66.700 |
68.180 |
66.700 |
68.180 |
+0.680 |
18 |
914 |
+1 |
Jun10 |
090923 |
70.000 |
71.450 |
69.975 |
71.285 |
+0.900 |
412 |
7,962 |
+9 |
Jul10 |
090923 |
69.500 |
70.600 |
69.400 |
70.600 |
+0.850 |
458 |
1,861 |
-52 |
Aug10 |
090923 |
69.100 |
69.800 |
68.885 |
69.800 |
+0.700 |
149 |
1,411 |
+89 |
Total Volume and Open Interest |
21,799 |
142,615 |
-1,147 |
Class III Milk(CME) |
Sep09 |
090923 |
12.06 |
12.08 |
12.06 |
12.06 |
-0.01 |
52 |
3,688 |
+8 |
Oct09 |
090923 |
12.60 |
12.79 |
12.59 |
12.62 |
+0.03 |
283 |
3,791 |
-90 |
Nov09 |
090923 |
13.50 |
13.73 |
13.36 |
13.51 |
+0.01 |
341 |
3,859 |
+7 |
Dec09 |
090923 |
14.13 |
14.34 |
14.11 |
14.16 |
-0.02 |
360 |
3,946 |
+50 |
Jan10 |
090923 |
14.24 |
14.37 |
14.20 |
14.26 |
unch |
157 |
1,724 |
+58 |
Total Volume and Open Interest |
1,628 |
24,262 |
+85 |
Cocoa(ICE) |
Dec09 |
090923 |
3169 |
3219 |
3136 |
3155 |
-15 |
7,121 |
59,545 |
+100 |
Mar10 |
090923 |
3198 |
3236 |
3167 |
3175 |
-13 |
1,100 |
35,765 |
+57 |
May10 |
090923 |
3210 |
3248 |
3187 |
3187 |
-13 |
354 |
10,606 |
+135 |
Jul10 |
090923 |
3202 |
3235 |
3178 |
3178 |
-12 |
92 |
4,346 |
+69 |
Sep10 |
090923 |
3200 |
3227 |
3176 |
3176 |
-11 |
93 |
3,565 |
+76 |
Dec10 |
090923 |
3177 |
3177 |
3177 |
3177 |
-12 |
9 |
2,008 |
+0 |
Mar11 |
090923 |
3169 |
3169 |
3169 |
3169 |
-14 |
1 |
3,813 |
-1 |
Total Volume and Open Interest |
8,770 |
123,830 |
+436 |
Coffee "C"(ICE) |
Dec09 |
090923 |
137.50 |
138.25 |
135.05 |
136.40 |
-1.65 |
10,187 |
66,653 |
+1,497 |
Mar10 |
090923 |
140.00 |
140.95 |
137.95 |
139.15 |
-1.65 |
2,525 |
19,439 |
+1,011 |
May10 |
090923 |
142.05 |
142.55 |
139.90 |
140.90 |
-1.70 |
698 |
8,953 |
+263 |
Jul10 |
090923 |
143.60 |
144.10 |
141.80 |
142.45 |
-1.75 |
323 |
2,666 |
+122 |
Sep10 |
090923 |
143.60 |
144.40 |
143.60 |
144.05 |
-1.80 |
95 |
3,380 |
+84 |
Dec10 |
090923 |
147.60 |
148.10 |
146.40 |
146.45 |
-1.80 |
79 |
1,935 |
+50 |
Total Volume and Open Interest |
14,053 |
103,574 |
+2,957 |
Orange Juice(ICE) |
Nov09 |
090923 |
98.00 |
99.95 |
96.15 |
97.15 |
-1.95 |
1,437 |
22,724 |
-370 |
Jan10 |
090923 |
102.50 |
102.50 |
99.85 |
100.40 |
-2.10 |
109 |
2,971 |
+91 |
Mar10 |
090923 |
105.00 |
105.25 |
103.50 |
103.85 |
-1.95 |
27 |
3,223 |
+19 |
May10 |
090923 |
107.20 |
107.35 |
107.20 |
107.35 |
-1.75 |
0 |
449 |
+0 |
Jul10 |
090923 |
110.20 |
110.20 |
110.20 |
110.20 |
-1.75 |
0 |
91 |
+0 |
Sep10 |
090923 |
111.85 |
111.85 |
111.85 |
111.85 |
-1.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,573 |
29,639 |
-260 |
Sugar #11(ICE) |
Oct09 |
090923 |
22.10 |
22.30 |
21.12 |
21.55 |
-0.60 |
23,444 |
83,416 |
-22,740 |
Mar10 |
090923 |
23.49 |
23.89 |
22.52 |
23.08 |
-0.53 |
52,389 |
342,934 |
+4,070 |
May10 |
090923 |
22.58 |
22.90 |
21.64 |
22.16 |
-0.50 |
8,207 |
76,874 |
+1,339 |
Jul10 |
090923 |
21.27 |
21.43 |
20.35 |
20.79 |
-0.46 |
4,871 |
115,929 |
+766 |
Oct10 |
090923 |
20.26 |
20.54 |
19.37 |
19.91 |
-0.49 |
1,050 |
82,569 |
-70 |
Total Volume and Open Interest |
90,954 |
800,087 |
-16,487 |
London Cocoa(LCE) |
Dec09 |
090923 |
2041 |
2063 |
2025 |
2027 |
-8 |
6,349 |
62,738 |
-115 |
Mar10 |
090923 |
2051 |
2075 |
2042 |
2044 |
-4 |
1,726 |
34,846 |
+459 |
May10 |
090923 |
2075 |
2093 |
2060 |
2062 |
-1 |
1,703 |
40,224 |
+890 |
Jul10 |
090923 |
2015 |
2035 |
2015 |
2016 |
-3 |
115 |
9,887 |
+7 |
Sep10 |
090923 |
2010 |
2010 |
2010 |
2010 |
+7 |
49 |
3,443 |
+28 |
Dec10 |
090923 |
2005 |
2005 |
2005 |
2005 |
+12 |
0 |
1,050 |
+0 |
Mar11 |
090923 |
1995 |
2015 |
1995 |
1999 |
+19 |
0 |
3,923 |
+0 |
Total Volume and Open Interest |
20,779 |
157,203 |
-834 |
London Sugar(LCE) |
Dec09 |
090923 |
582.00 |
586.50 |
560.00 |
584.50 |
+5.30 |
1,967 |
26,793 |
-213 |
Mar10 |
090923 |
597.00 |
604.60 |
575.00 |
601.00 |
+5.70 |
1,040 |
23,740 |
-10 |
May10 |
090923 |
586.20 |
593.10 |
565.70 |
589.50 |
+5.20 |
112 |
7,242 |
+95 |
Aug10 |
090923 |
559.80 |
565.50 |
542.00 |
562.30 |
+2.50 |
1 |
6,089 |
+1 |
Oct10 |
090923 |
535.00 |
538.20 |
520.00 |
538.20 |
unch |
0 |
3,258 |
+0 |
Total Volume and Open Interest |
3,128 |
68,055 |
-127 |
Cotton(ICE) |
Oct09 |
090923 |
61.99 |
62.94 |
61.84 |
62.93 |
+0.54 |
120 |
292 |
-147 |
Dec09 |
090923 |
63.98 |
64.83 |
63.50 |
64.68 |
+0.55 |
8,360 |
105,855 |
+1,431 |
Mar10 |
090923 |
65.95 |
66.63 |
65.48 |
66.59 |
+0.48 |
1,600 |
28,271 |
+973 |
May10 |
090923 |
67.22 |
67.98 |
67.18 |
67.89 |
+0.43 |
270 |
3,263 |
+180 |
Jul10 |
090923 |
68.37 |
69.00 |
68.17 |
68.91 |
+0.43 |
108 |
3,668 |
-8 |
Oct10 |
090923 |
69.81 |
69.81 |
69.81 |
69.81 |
+0.43 |
0 |
70 |
+0 |
Total Volume and Open Interest |
10,480 |
145,645 |
+2,451 |
Lumber(CME) |
Nov09 |
090923 |
175.5 |
176.9 |
174.1 |
174.7 |
-1.1 |
755 |
6,567 |
-63 |
Jan10 |
090923 |
197.9 |
198.7 |
195.8 |
197.0 |
unch |
244 |
2,589 |
+180 |
Mar10 |
090923 |
209.5 |
209.5 |
207.8 |
209.5 |
unch |
3 |
157 |
+0 |
May10 |
090923 |
222.9 |
222.9 |
220.0 |
222.9 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
1,004 |
9,331 |
+118 |
Crude Oil(NYM) |
Nov09 |
090923 |
71.63 |
71.81 |
68.04 |
68.97 |
-2.79 |
218,292 |
299,921 |
-12,192 |
Dec09 |
090923 |
72.02 |
72.26 |
68.61 |
69.51 |
-2.71 |
65,094 |
172,215 |
+661 |
Jan10 |
090923 |
72.42 |
72.66 |
69.30 |
70.06 |
-2.63 |
15,351 |
61,113 |
+1,618 |
Feb10 |
090923 |
72.70 |
73.00 |
69.99 |
70.60 |
-2.53 |
4,244 |
27,508 |
-254 |
Mar10 |
090923 |
73.52 |
73.52 |
70.50 |
71.19 |
-2.43 |
3,409 |
31,341 |
-285 |
Apr10 |
090923 |
73.90 |
73.90 |
71.47 |
71.76 |
-2.35 |
2,400 |
15,855 |
+43 |
May10 |
090923 |
73.75 |
73.75 |
71.77 |
72.33 |
-2.28 |
2,141 |
15,526 |
-53 |
Jun10 |
090923 |
74.71 |
75.03 |
72.25 |
72.88 |
-2.24 |
11,073 |
79,797 |
-25 |
Jul10 |
090923 |
74.66 |
74.66 |
72.50 |
73.29 |
-2.20 |
2,645 |
29,084 |
-317 |
Aug10 |
090923 |
74.75 |
74.82 |
73.06 |
73.59 |
-2.18 |
1,726 |
11,082 |
+15 |
Sep10 |
090923 |
73.60 |
73.99 |
73.60 |
73.88 |
-2.17 |
1,240 |
19,803 |
+423 |
Oct10 |
090923 |
74.00 |
74.21 |
74.00 |
74.21 |
-2.15 |
1,375 |
9,815 |
+262 |
Nov10 |
090923 |
74.57 |
74.57 |
74.57 |
74.57 |
-2.13 |
1,796 |
14,159 |
-93 |
Dec10 |
090923 |
76.95 |
77.05 |
74.27 |
74.92 |
-2.12 |
8,141 |
102,657 |
-239 |
Jan11 |
090923 |
75.10 |
75.10 |
75.10 |
75.10 |
-2.10 |
664 |
13,142 |
+24 |
Feb11 |
090923 |
75.28 |
75.28 |
75.28 |
75.28 |
-2.08 |
7 |
5,563 |
+0 |
Total Volume and Open Interest |
342,436 |
1,120,785 |
-30,189 |
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 |
090923 |
71.600 |
71.800 |
68.100 |
68.975 |
-2.775 |
9,608 |
3,712 |
-5 |
Dec09 |
090923 |
72.100 |
72.225 |
68.700 |
69.500 |
-2.725 |
625 |
716 |
+244 |
Jan10 |
090923 |
72.200 |
72.375 |
69.250 |
70.050 |
-2.650 |
138 |
186 |
+43 |
Feb10 |
090923 |
71.125 |
71.125 |
70.600 |
70.600 |
-2.525 |
0 |
105 |
+0 |
Mar10 |
090923 |
71.200 |
71.200 |
71.200 |
71.200 |
-2.425 |
0 |
5 |
+0 |
Apr10 |
090923 |
71.750 |
71.750 |
71.750 |
71.750 |
-2.350 |
|
|
|
May10 |
090923 |
72.325 |
72.325 |
72.325 |
72.325 |
-2.275 |
0 |
2 |
+0 |
Jun10 |
090923 |
72.875 |
72.875 |
72.875 |
72.875 |
-2.250 |
0 |
9 |
+0 |
Total Volume and Open Interest |
10,371 |
4,819 |
+282 |
Heating Oil(NYM) |
Oct09 |
090923 |
181.02 |
182.19 |
174.30 |
175.94 |
-5.27 |
22,184 |
29,861 |
-3,092 |
Nov09 |
090923 |
184.10 |
185.15 |
177.59 |
179.04 |
-5.32 |
26,642 |
62,655 |
+2,874 |
Dec09 |
090923 |
187.00 |
188.12 |
180.73 |
182.21 |
-5.38 |
8,811 |
57,143 |
+897 |
Jan10 |
090923 |
190.39 |
191.09 |
184.41 |
185.47 |
-5.43 |
4,154 |
31,101 |
-149 |
Feb10 |
090923 |
192.00 |
192.86 |
186.88 |
187.80 |
-5.38 |
1,610 |
16,773 |
-346 |
Mar10 |
090923 |
193.70 |
193.70 |
188.16 |
189.40 |
-5.35 |
1,177 |
15,392 |
-31 |
Apr10 |
090923 |
194.67 |
194.70 |
190.16 |
190.60 |
-5.30 |
763 |
12,060 |
+187 |
May10 |
090923 |
195.75 |
195.75 |
191.80 |
191.80 |
-5.25 |
962 |
11,452 |
+335 |
Jun10 |
090923 |
197.70 |
198.76 |
192.50 |
193.05 |
-5.20 |
2,511 |
21,431 |
-538 |
Jul10 |
090923 |
198.86 |
198.88 |
194.23 |
194.80 |
-5.15 |
1,033 |
7,025 |
+266 |
Aug10 |
090923 |
200.66 |
200.66 |
196.01 |
196.70 |
-5.05 |
330 |
3,281 |
+56 |
Sep10 |
090923 |
202.71 |
202.71 |
198.80 |
198.80 |
-5.00 |
320 |
6,148 |
+112 |
Total Volume and Open Interest |
74,830 |
316,481 |
+936 |
Gasoline(NYMEX) |
Oct09 |
090923 |
177.34 |
177.50 |
168.45 |
170.49 |
-7.67 |
24,022 |
33,354 |
-5,190 |
Nov09 |
090923 |
178.80 |
179.10 |
170.02 |
172.11 |
-7.48 |
30,384 |
74,217 |
+3,916 |
Dec09 |
090923 |
180.26 |
180.45 |
171.78 |
173.74 |
-7.29 |
11,628 |
33,410 |
+553 |
Jan10 |
090923 |
182.96 |
182.96 |
174.27 |
176.16 |
-7.22 |
2,978 |
20,517 |
-169 |
Feb10 |
090923 |
184.14 |
184.14 |
176.76 |
178.61 |
-7.15 |
1,668 |
6,090 |
+151 |
Mar10 |
090923 |
182.07 |
182.07 |
180.05 |
181.11 |
-7.14 |
1,113 |
10,929 |
+45 |
Apr10 |
090923 |
199.00 |
199.00 |
192.75 |
193.76 |
-7.04 |
582 |
6,645 |
+25 |
May10 |
090923 |
193.88 |
194.91 |
193.88 |
194.91 |
-6.84 |
447 |
4,141 |
+62 |
Jun10 |
090923 |
195.20 |
195.66 |
194.70 |
195.66 |
-6.69 |
184 |
6,513 |
+19 |
Jul10 |
090923 |
196.10 |
196.10 |
194.45 |
195.71 |
-6.54 |
110 |
1,492 |
-50 |
Total Volume and Open Interest |
73,346 |
206,372 |
-541 |
e-miNY RBOB Gasoline(NYM) |
Oct09 |
090923 |
170.49 |
170.49 |
170.49 |
170.49 |
-7.67 |
0 |
1 |
+0 |
Nov09 |
090923 |
172.11 |
172.11 |
172.11 |
172.11 |
-7.48 |
|
|
|
Dec09 |
090923 |
173.74 |
173.74 |
173.74 |
173.74 |
-7.29 |
0 |
2 |
+0 |
Jan10 |
090923 |
176.16 |
176.16 |
176.16 |
176.16 |
-7.22 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct09 |
090923 |
3.652 |
3.935 |
3.596 |
3.860 |
+0.251 |
111,693 |
61,957 |
-13,850 |
Nov09 |
090923 |
4.550 |
4.770 |
4.502 |
4.754 |
+0.234 |
68,006 |
160,497 |
+325 |
Dec09 |
090923 |
5.226 |
5.458 |
5.226 |
5.446 |
+0.228 |
20,093 |
66,245 |
+1,685 |
Jan10 |
090923 |
5.515 |
5.722 |
5.515 |
5.706 |
+0.217 |
14,872 |
75,492 |
+1,674 |
Feb10 |
090923 |
5.590 |
5.751 |
5.590 |
5.741 |
+0.208 |
2,725 |
24,379 |
-68 |
Mar10 |
090923 |
5.552 |
5.720 |
5.552 |
5.706 |
+0.194 |
3,647 |
45,670 |
+46 |
Apr10 |
090923 |
5.600 |
5.705 |
5.595 |
5.691 |
+0.184 |
3,293 |
40,060 |
+560 |
May10 |
090923 |
5.655 |
5.740 |
5.651 |
5.728 |
+0.171 |
756 |
21,248 |
+56 |
Jun10 |
090923 |
5.746 |
5.810 |
5.729 |
5.803 |
+0.168 |
696 |
10,554 |
+20 |
Jul10 |
090923 |
5.850 |
5.900 |
5.816 |
5.898 |
+0.158 |
655 |
10,979 |
+79 |
Aug10 |
090923 |
5.946 |
5.999 |
5.910 |
5.989 |
+0.153 |
1,276 |
8,835 |
-162 |
Sep10 |
090923 |
6.032 |
6.074 |
6.003 |
6.069 |
+0.146 |
477 |
9,077 |
+145 |
Oct10 |
090923 |
6.150 |
6.240 |
6.143 |
6.229 |
+0.142 |
1,456 |
24,319 |
+193 |
Nov10 |
090923 |
6.565 |
6.595 |
6.550 |
6.592 |
+0.120 |
172 |
6,441 |
-50 |
Dec10 |
090923 |
6.919 |
6.944 |
6.876 |
6.944 |
+0.107 |
2,991 |
16,844 |
+1,919 |
Jan11 |
090923 |
7.145 |
7.176 |
7.123 |
7.174 |
+0.107 |
1,199 |
9,770 |
+111 |
Total Volume and Open Interest |
237,773 |
710,301 |
-5,006 |
Brent Crude Oil(ICE) |
Nov09 |
090923 |
70.39 |
70.48 |
67.30 |
67.99 |
-2.54 |
104,031 |
143,550 |
-2,638 |
Dec09 |
090923 |
71.09 |
71.19 |
68.06 |
68.72 |
-2.50 |
42,883 |
164,263 |
-675 |
Jan10 |
090923 |
71.50 |
71.83 |
68.86 |
69.41 |
-2.47 |
15,452 |
53,788 |
+2,714 |
Feb10 |
090923 |
72.08 |
72.34 |
69.46 |
70.05 |
-2.43 |
3,884 |
26,919 |
-48 |
Mar10 |
090923 |
72.64 |
72.92 |
70.01 |
70.69 |
-2.38 |
3,087 |
16,475 |
-182 |
Apr10 |
090923 |
73.22 |
73.56 |
71.21 |
71.35 |
-2.33 |
2,559 |
14,545 |
-642 |
May10 |
090923 |
73.79 |
74.14 |
71.83 |
71.98 |
-2.28 |
2,392 |
7,729 |
+241 |
Jun10 |
090923 |
74.30 |
74.75 |
72.20 |
72.56 |
-2.23 |
4,150 |
53,432 |
+1,642 |
Jul10 |
090923 |
74.09 |
74.09 |
72.99 |
73.05 |
-2.17 |
1,053 |
9,686 |
-24 |
Aug10 |
090923 |
73.35 |
73.46 |
73.35 |
73.46 |
-2.12 |
520 |
6,751 |
+118 |
Sep10 |
090923 |
73.81 |
73.81 |
73.81 |
73.81 |
-2.12 |
718 |
4,128 |
+61 |
Oct10 |
090923 |
76.25 |
76.25 |
74.16 |
74.16 |
-2.11 |
610 |
6,409 |
+129 |
Nov10 |
090923 |
74.44 |
74.44 |
74.44 |
74.44 |
-2.10 |
247 |
3,813 |
+4 |
Dec10 |
090923 |
76.25 |
76.76 |
74.30 |
74.70 |
-2.08 |
6,323 |
75,266 |
+4,321 |
Total Volume and Open Interest |
189,915 |
674,373 |
+5,503 |
Gas Oil(ICE) |
Oct09 |
090923 |
573.75 |
577.50 |
555.00 |
557.50 |
-14.50 |
28,581 |
72,794 |
-545 |
Nov09 |
090923 |
580.25 |
585.50 |
562.75 |
565.50 |
-14.50 |
27,422 |
80,125 |
+450 |
Dec09 |
090923 |
587.50 |
593.00 |
571.00 |
573.25 |
-14.75 |
16,065 |
91,429 |
+2,144 |
Jan10 |
090923 |
598.00 |
600.25 |
580.00 |
582.25 |
-14.75 |
5,697 |
51,634 |
+1,157 |
Feb10 |
090923 |
606.25 |
606.50 |
588.00 |
589.25 |
-15.00 |
2,058 |
23,477 |
+147 |
Mar10 |
090923 |
612.50 |
612.75 |
594.25 |
595.50 |
-15.00 |
776 |
23,598 |
-60 |
Apr10 |
090923 |
618.50 |
618.75 |
601.75 |
601.75 |
-14.75 |
1,260 |
13,689 |
+25 |
May10 |
090923 |
624.25 |
625.00 |
605.25 |
607.75 |
-14.50 |
1,048 |
14,783 |
+79 |
Jun10 |
090923 |
630.00 |
631.75 |
610.75 |
613.00 |
-14.50 |
2,871 |
37,162 |
+1,140 |
Jul10 |
090923 |
637.50 |
637.50 |
620.50 |
620.50 |
-14.75 |
934 |
11,821 |
-170 |
Total Volume and Open Interest |
90,923 |
535,541 |
+4,225 |
Ethanol(CBOT) |
Sep09 |
090903 |
1.587 |
1.587 |
1.587 |
1.587 |
-0.013 |
15 |
218 |
+10 |
Oct09 |
090923 |
1.635 |
1.655 |
1.635 |
1.655 |
+0.005 |
69 |
322 |
-37 |
Nov09 |
090923 |
1.596 |
1.620 |
1.576 |
1.620 |
-0.004 |
49 |
533 |
+21 |
Dec09 |
090923 |
1.599 |
1.620 |
1.599 |
1.618 |
unch |
69 |
449 |
+34 |
Jan10 |
090923 |
1.601 |
1.619 |
1.600 |
1.616 |
-0.006 |
7 |
746 |
+7 |
Feb10 |
090923 |
1.624 |
1.624 |
1.620 |
1.622 |
-0.009 |
17 |
254 |
+10 |
Mar10 |
090923 |
1.624 |
1.624 |
1.620 |
1.622 |
-0.011 |
18 |
346 |
+8 |
Apr10 |
090923 |
1.624 |
1.624 |
1.624 |
1.624 |
-0.006 |
14 |
506 |
+7 |
Total Volume and Open Interest |
284 |
4,634 |
+86 |
WTI Crude Oil(ICE) |
Nov09 |
090923 |
71.64 |
71.74 |
68.12 |
68.97 |
-2.79 |
63,918 |
118,209 |
+2,033 |
Dec09 |
090923 |
71.84 |
72.18 |
68.70 |
69.51 |
-2.71 |
26,930 |
88,352 |
+4,237 |
Jan10 |
090923 |
72.27 |
72.66 |
69.47 |
70.06 |
-2.63 |
4,607 |
18,941 |
-20 |
Feb10 |
090923 |
72.47 |
73.03 |
70.34 |
70.60 |
-2.53 |
1,612 |
14,099 |
+260 |
Mar10 |
090923 |
73.28 |
73.53 |
70.43 |
71.19 |
-2.43 |
1,377 |
13,398 |
+97 |
Apr10 |
090923 |
72.86 |
72.87 |
71.02 |
71.76 |
-2.35 |
734 |
5,850 |
-182 |
May10 |
090923 |
72.77 |
73.40 |
71.62 |
72.33 |
-2.28 |
769 |
5,849 |
-67 |
Jun10 |
090923 |
75.06 |
75.06 |
72.21 |
72.88 |
-2.24 |
2,355 |
22,733 |
+901 |
Jul10 |
090923 |
74.30 |
74.32 |
72.80 |
73.29 |
-2.20 |
1,084 |
25,406 |
-55 |
Aug10 |
090923 |
73.59 |
73.59 |
73.59 |
73.59 |
-2.18 |
788 |
5,968 |
+11 |
Sep10 |
090923 |
73.88 |
73.88 |
73.88 |
73.88 |
-2.17 |
1,913 |
8,180 |
+255 |
Oct10 |
090923 |
74.21 |
74.21 |
74.21 |
74.21 |
-2.15 |
1,637 |
5,016 |
+3 |
Nov10 |
090923 |
74.57 |
74.57 |
74.57 |
74.57 |
-2.13 |
37 |
4,684 |
-8 |
Dec10 |
090923 |
76.93 |
76.97 |
74.35 |
74.92 |
-2.12 |
3,428 |
59,159 |
+1,048 |
Jan11 |
090923 |
75.10 |
75.10 |
75.10 |
75.10 |
-2.10 |
5 |
9,324 |
+5 |
Feb11 |
090923 |
75.28 |
75.28 |
75.28 |
75.28 |
-2.08 |
0 |
3,338 |
+0 |
Total Volume and Open Interest |
111,970 |
480,700 |
+8,271 |
US Dollar Index(ICE) |
Dec09 |
090923 |
76.225 |
76.755 |
76.045 |
76.295 |
-0.055 |
5,864 |
31,660 |
-724 |
Mar10 |
090923 |
76.450 |
76.880 |
76.325 |
76.550 |
-0.055 |
1 |
2,041 |
+0 |
Jun10 |
090923 |
76.865 |
76.865 |
76.865 |
76.865 |
-0.055 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,865 |
33,704 |
-724 |
Australian Dollar(CME) |
Dec09 |
090923 |
86.78 |
87.34 |
86.32 |
86.99 |
+0.27 |
60,469 |
110,078 |
+3,578 |
Mar10 |
090923 |
86.45 |
86.60 |
85.62 |
86.28 |
+0.26 |
30 |
107 |
-7 |
Jun10 |
090923 |
85.44 |
85.44 |
85.21 |
85.44 |
+0.23 |
|
|
|
Total Volume and Open Interest |
60,499 |
110,200 |
+3,571 |
British Pound(CME) |
Dec09 |
090923 |
163.52 |
164.67 |
163.28 |
164.16 |
+0.66 |
94,457 |
77,835 |
+1,889 |
Mar10 |
090923 |
163.47 |
164.67 |
163.46 |
164.19 |
+0.63 |
21 |
273 |
-3 |
Jun10 |
090923 |
164.18 |
164.47 |
163.46 |
164.18 |
+0.62 |
0 |
2 |
+0 |
Total Volume and Open Interest |
94,478 |
78,130 |
+1,886 |
Canadian Dollar(CME) |
Dec09 |
090923 |
93.53 |
93.80 |
92.80 |
93.52 |
-0.06 |
51,319 |
87,694 |
+950 |
Mar10 |
090923 |
93.72 |
93.75 |
92.84 |
93.50 |
-0.07 |
74 |
1,245 |
+19 |
Jun10 |
090923 |
93.32 |
93.70 |
92.98 |
93.50 |
-0.07 |
55 |
284 |
+10 |
Sep10 |
090923 |
93.60 |
93.61 |
93.00 |
93.47 |
-0.07 |
0 |
362 |
+0 |
Total Volume and Open Interest |
51,449 |
89,613 |
+979 |
Japanese Yen(CME) |
Dec09 |
090923 |
109.79 |
110.58 |
109.30 |
109.74 |
+0.09 |
73,439 |
119,523 |
+9,177 |
Mar10 |
090923 |
110.24 |
110.60 |
109.42 |
109.83 |
+0.08 |
1 |
71 |
+0 |
Jun10 |
090923 |
109.97 |
110.63 |
109.84 |
109.97 |
+0.07 |
0 |
1 |
+0 |
Total Volume and Open Interest |
73,440 |
119,616 |
+9,177 |
Swiss Franc(CME) |
Dec09 |
090923 |
97.76 |
98.19 |
97.39 |
97.83 |
+0.11 |
32,923 |
51,996 |
+1,448 |
Mar10 |
090923 |
97.86 |
98.65 |
97.54 |
97.93 |
+0.11 |
0 |
86 |
+0 |
Jun10 |
090923 |
98.08 |
98.96 |
97.82 |
98.08 |
+0.11 |
|
|
|
Total Volume and Open Interest |
32,923 |
52,083 |
+1,448 |
EuroFX(CME) |
Dec09 |
090923 |
147.85 |
148.44 |
147.26 |
147.97 |
+0.07 |
181,689 |
160,096 |
+981 |
Mar10 |
090923 |
148.15 |
148.41 |
147.26 |
147.96 |
+0.07 |
152 |
609 |
+53 |
Jun10 |
090923 |
147.95 |
148.19 |
147.54 |
147.95 |
+0.06 |
1 |
53 |
+0 |
Total Volume and Open Interest |
181,852 |
160,764 |
+1,034 |
Mexican Peso(CME) |
Oct09 |
090923 |
747.0 |
747.0 |
746.2 |
747.0 |
+0.8 |
|
|
|
Nov09 |
090923 |
744.0 |
744.0 |
743.2 |
744.0 |
+0.8 |
|
|
|
Total Volume and Open Interest |
16,170 |
50,535 |
-228 |
Brazilian Real(CME) |
Oct09 |
090923 |
560.40 |
560.40 |
555.95 |
560.40 |
+4.45 |
|
|
|
Nov09 |
090923 |
558.40 |
558.40 |
552.55 |
558.40 |
+5.85 |
|
|
|
Dec09 |
090923 |
551.50 |
555.00 |
551.50 |
554.50 |
+6.25 |
10 |
2,992 |
-22 |
Jan10 |
090923 |
552.55 |
552.55 |
544.55 |
552.55 |
+8.00 |
|
|
|
Total Volume and Open Interest |
10 |
2,992 |
-22 |
30-Year T-Bonds(CBOT) |
Dec09 |
090923 |
119~100 |
119~250 |
118~070 |
119~220 |
+0~170 |
221,969 |
738,521 |
+7,474 |
Mar10 |
090923 |
118~300 |
118~310 |
117~260 |
118~310 |
+0~170 |
32 |
154 |
-4 |
Jun10 |
090923 |
117~310 |
117~310 |
117~140 |
117~310 |
+0~170 |
0 |
3 |
+0 |
Total Volume and Open Interest |
222,001 |
738,678 |
+7,470 |
10-Year T-Notes(CBOT) |
Dec09 |
090923 |
117~030 |
117~165 |
116~205 |
117~140 |
+0~130 |
667,814 |
1,089,716 |
+19,660 |
Mar10 |
090923 |
115~125 |
116~135 |
115~125 |
116~135 |
+0~125 |
|
|
|
Jun10 |
090923 |
115~135 |
115~135 |
115~010 |
115~135 |
+0~125 |
|
|
|
Total Volume and Open Interest |
667,814 |
1,089,716 |
+19,660 |
5-Year T-Notes(CBOT) |
Sep09 |
090923 |
116~064 |
116~114 |
116~064 |
116~111 |
+0~037 |
1,285 |
12,566 |
-798 |
Dec09 |
090923 |
115~048 |
115~086 |
115~016 |
115~080 |
+0~038 |
331,834 |
789,674 |
+4,807 |
Mar10 |
090923 |
115~072 |
115~072 |
115~034 |
115~072 |
+0~038 |
|
|
|
Total Volume and Open Interest |
333,119 |
802,240 |
+4,009 |
2 Year T-Notes(CBOT) |
Sep09 |
090923 |
108~121 |
109~010 |
108~118 |
109~010 |
+0~012 |
4,027 |
21,558 |
-1,591 |
Dec09 |
090923 |
108~043 |
108~060 |
108~032 |
108~057 |
+0~016 |
135,901 |
749,881 |
+4,530 |
Mar10 |
090923 |
108~057 |
108~057 |
108~041 |
108~057 |
+0~016 |
|
|
|
Total Volume and Open Interest |
139,928 |
771,439 |
+2,939 |
Eurodollars(CME) |
Dec09 |
090923 |
99.560 |
99.615 |
99.550 |
99.610 |
+0.045 |
155,773 |
958,595 |
-930 |
Mar10 |
090923 |
99.365 |
99.430 |
99.315 |
99.425 |
+0.070 |
183,456 |
977,818 |
-2,771 |
Jun10 |
090923 |
99.020 |
99.105 |
98.970 |
99.095 |
+0.080 |
227,502 |
827,099 |
+29,784 |
Sep10 |
090923 |
98.615 |
98.715 |
98.565 |
98.695 |
+0.090 |
218,496 |
664,387 |
+10,374 |
Dec10 |
090923 |
98.200 |
98.300 |
98.135 |
98.280 |
+0.100 |
250,416 |
823,875 |
+8,385 |
Mar11 |
090923 |
97.815 |
97.915 |
97.750 |
97.895 |
+0.105 |
158,497 |
447,092 |
+6,583 |
Jun11 |
090923 |
97.435 |
97.545 |
97.385 |
97.525 |
+0.100 |
123,683 |
445,310 |
+13,171 |
Sep11 |
090923 |
97.110 |
97.215 |
97.060 |
97.200 |
+0.100 |
84,375 |
274,228 |
+7,374 |
Dec11 |
090923 |
96.805 |
96.905 |
96.760 |
96.885 |
+0.090 |
41,463 |
197,091 |
+2,644 |
Mar12 |
090923 |
96.560 |
96.655 |
96.525 |
96.640 |
+0.080 |
41,783 |
150,349 |
+6,655 |
Jun12 |
090923 |
96.335 |
96.435 |
96.305 |
96.410 |
+0.070 |
30,692 |
127,304 |
+1,052 |
Sep12 |
090923 |
96.175 |
96.250 |
96.130 |
96.225 |
+0.060 |
23,510 |
77,219 |
-592 |
Dec12 |
090923 |
95.990 |
96.075 |
95.955 |
96.050 |
+0.055 |
6,798 |
52,599 |
+220 |
Mar13 |
090923 |
95.870 |
95.960 |
95.845 |
95.935 |
+0.055 |
5,818 |
59,231 |
+423 |
Jun13 |
090923 |
95.765 |
95.845 |
95.725 |
95.815 |
+0.050 |
5,624 |
31,573 |
-80 |
Sep13 |
090923 |
95.660 |
95.740 |
95.615 |
95.705 |
+0.045 |
5,152 |
44,006 |
+970 |
Dec13 |
090923 |
95.535 |
95.620 |
95.490 |
95.590 |
+0.045 |
2,865 |
27,987 |
+346 |
Mar14 |
090923 |
95.455 |
95.555 |
95.425 |
95.520 |
+0.045 |
2,828 |
24,627 |
-239 |
Total Volume and Open Interest |
1,592,543 |
6,447,456 |
+81,756 |
30 Day Federal Funds(CBOT) |
Sep09 |
090923 |
99.845 |
99.845 |
99.842 |
99.842 |
unch |
2,977 |
38,366 |
+846 |
Oct09 |
090923 |
99.825 |
99.840 |
99.825 |
99.830 |
+0.005 |
2,493 |
50,714 |
+781 |
Nov09 |
090923 |
99.810 |
99.830 |
99.810 |
99.820 |
+0.010 |
8,668 |
64,895 |
+4,832 |
Dec09 |
090923 |
99.805 |
99.825 |
99.805 |
99.820 |
+0.010 |
3,215 |
61,397 |
+1,886 |
Jan10 |
090923 |
99.780 |
99.810 |
99.780 |
99.805 |
+0.020 |
4,514 |
47,441 |
+372 |
Feb10 |
090923 |
99.720 |
99.755 |
99.710 |
99.745 |
+0.025 |
4,449 |
59,235 |
+942 |
Total Volume and Open Interest |
37,436 |
445,206 |
+7,973 |
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 |
090923 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
0 |
932 |
+0 |
Mar10 |
090923 |
99.550 |
99.550 |
99.550 |
99.550 |
+0.005 |
0 |
814 |
+0 |
Jun10 |
090923 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Sep10 |
090923 |
99.520 |
99.520 |
99.520 |
99.520 |
-0.005 |
|
|
|
Dec10 |
090923 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Mar11 |
090923 |
99.400 |
99.400 |
99.400 |
99.400 |
unch |
|
|
|
Jun11 |
090923 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Sep11 |
090923 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Dec11 |
090923 |
99.145 |
99.145 |
99.145 |
99.145 |
unch |
|
|
|
Mar12 |
090923 |
99.110 |
99.110 |
99.110 |
99.110 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,746 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec09 |
090923 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
100 |
5,678 |
+0 |
Mar10 |
090923 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
0 |
4,146 |
+0 |
Jun10 |
090923 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
2,052 |
+0 |
Sep10 |
090923 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
1,084 |
+0 |
Dec10 |
090923 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
574 |
+0 |
Mar11 |
090923 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
0 |
562 |
+0 |
Jun11 |
090923 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
52 |
+0 |
Sep11 |
090923 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
51 |
+0 |
Total Volume and Open Interest |
100 |
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 |
090923 |
120.15 |
120.81 |
119.97 |
120.48 |
+0.24 |
766,150 |
904,890 |
-12,277 |
Mar10 |
090923 |
120.08 |
120.35 |
119.97 |
120.12 |
+0.24 |
116 |
87 |
+20 |
Jun10 |
090923 |
119.88 |
119.88 |
119.88 |
119.88 |
+0.24 |
0 |
1 |
+0 |
Total Volume and Open Interest |
766,266 |
904,978 |
-12,257 |
Euro-Bobl(EUREX) |
Dec09 |
090923 |
114.82 |
115.26 |
114.70 |
115.02 |
+0.12 |
374,256 |
672,534 |
+4,669 |
Mar10 |
090923 |
114.47 |
114.70 |
114.45 |
114.70 |
+0.12 |
566 |
501 |
+501 |
Jun10 |
090923 |
114.32 |
114.32 |
114.32 |
114.32 |
+0.12 |
|
|
|
Total Volume and Open Interest |
374,822 |
673,035 |
+5,170 |
3-Mth Euribor(EUREX) |
Sep09 |
090914 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
5,624 |
14,192 |
-2,056 |
Dec09 |
090923 |
99.275 |
99.295 |
99.275 |
99.295 |
+0.025 |
365 |
15,452 |
+179 |
Mar10 |
090923 |
99.110 |
99.110 |
99.110 |
99.110 |
+0.030 |
11 |
5,293 |
+0 |
Total Volume and Open Interest |
625 |
28,883 |
+322 |
Long Gilt(LIFFE) |
Sep09 |
090923 |
118~15 |
118~22 |
118~11 |
118~20 |
+0~06 |
14,091 |
18,083 |
-14,032 |
Dec09 |
090923 |
116~24 |
116~30 |
116~16 |
116~28 |
+0~05 |
78,765 |
239,674 |
-4,472 |
Total Volume and Open Interest |
92,856 |
257,757 |
-18,504 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
090923 |
99.50 |
99.50 |
99.45 |
99.48 |
-0.01 |
38,236 |
446,835 |
+5,582 |
Mar10 |
090923 |
99.17 |
99.19 |
99.12 |
99.17 |
unch |
40,465 |
371,633 |
+3,968 |
Jun10 |
090923 |
98.66 |
98.68 |
98.59 |
98.65 |
-0.01 |
33,218 |
363,131 |
+35 |
Sep10 |
090923 |
98.08 |
98.12 |
98.00 |
98.07 |
-0.02 |
43,794 |
280,556 |
-4,605 |
Dec10 |
090923 |
97.55 |
97.57 |
97.43 |
97.51 |
-0.02 |
49,307 |
285,400 |
-5,986 |
Mar11 |
090923 |
97.07 |
97.10 |
96.96 |
97.03 |
-0.02 |
30,839 |
202,243 |
+2,203 |
Total Volume and Open Interest |
320,249 |
2,388,605 |
+11,831 |
3-Mth Euribor(LIFFE) |
Dec09 |
090923 |
99.275 |
99.315 |
99.265 |
99.295 |
+0.025 |
105,629 |
685,894 |
+7,659 |
Mar10 |
090923 |
99.085 |
99.150 |
99.075 |
99.110 |
+0.030 |
80,424 |
490,660 |
+459 |
Jun10 |
090923 |
98.780 |
98.860 |
98.755 |
98.805 |
+0.030 |
90,262 |
473,996 |
-1,827 |
Total Volume and Open Interest |
606,659 |
3,127,479 |
+2,615 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
090923 |
96.29 |
96.31 |
96.27 |
96.29 |
-0.01 |
10,556 |
318,411 |
+676 |
Mar10 |
090923 |
95.69 |
95.69 |
95.62 |
95.65 |
-0.03 |
7,664 |
173,745 |
+1,602 |
Jun10 |
090923 |
95.15 |
95.17 |
95.07 |
95.12 |
-0.04 |
6,115 |
99,192 |
+2,487 |
Sep10 |
090923 |
94.81 |
94.82 |
94.73 |
94.77 |
-0.05 |
4,738 |
68,749 |
-105 |
Dec10 |
090923 |
94.56 |
94.58 |
94.50 |
94.54 |
-0.04 |
2,610 |
45,701 |
+358 |
Mar11 |
090923 |
94.38 |
94.41 |
94.32 |
94.36 |
-0.05 |
1,300 |
24,451 |
+1,110 |
Jun11 |
090923 |
94.21 |
94.24 |
94.15 |
94.19 |
-0.04 |
1,449 |
17,519 |
-1,304 |
Sep11 |
090923 |
94.05 |
94.05 |
93.99 |
94.03 |
-0.04 |
1,382 |
9,447 |
+540 |
Dec11 |
090923 |
93.84 |
93.88 |
93.82 |
93.88 |
-0.03 |
141 |
3,789 |
-189 |
Mar12 |
090923 |
93.66 |
93.73 |
93.66 |
93.73 |
-0.01 |
49 |
1,419 |
+0 |
Total Volume and Open Interest |
36,053 |
763,013 |
+5,175 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
090923 |
94.61 |
94.62 |
94.54 |
94.57 |
-0.04 |
19,797 |
302,007 |
-2,512 |
Mar10 |
090923 |
94.57 |
94.57 |
94.57 |
94.57 |
-0.04 |
|
|
|
Total Volume and Open Interest |
19,797 |
302,007 |
-2,512 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
090923 |
95.09 |
95.10 |
95.01 |
95.05 |
-0.04 |
83,544 |
356,704 |
+5,467 |
Mar10 |
090923 |
95.05 |
95.05 |
95.05 |
95.05 |
-0.04 |
|
|
|
Total Volume and Open Interest |
83,544 |
356,704 |
+5,467 |
Gold(CMX) |
Oct09 |
090923 |
1015.2 |
1019.0 |
1006.1 |
1013.1 |
-1.3 |
5,439 |
18,075 |
-527 |
Dec09 |
090923 |
1016.1 |
1020.4 |
1007.2 |
1014.4 |
-1.1 |
92,090 |
335,788 |
-1,201 |
Feb10 |
090923 |
1018.0 |
1020.8 |
1008.7 |
1015.7 |
-1.1 |
2,052 |
22,079 |
-181 |
Apr10 |
090923 |
1020.6 |
1022.0 |
1010.4 |
1016.8 |
-1.1 |
210 |
22,385 |
-228 |
Jun10 |
090923 |
1019.6 |
1022.9 |
1012.0 |
1018.2 |
-1.2 |
111 |
12,531 |
+35 |
Aug10 |
090923 |
1021.4 |
1021.4 |
1018.1 |
1019.8 |
-1.2 |
23 |
7,190 |
-96 |
Oct10 |
090923 |
1017.6 |
1021.6 |
1017.6 |
1021.6 |
-1.2 |
7 |
3,831 |
-86 |
Dec10 |
090923 |
1024.9 |
1028.7 |
1017.2 |
1023.9 |
-1.2 |
235 |
12,265 |
+258 |
Feb11 |
090923 |
1026.8 |
1026.8 |
1026.8 |
1026.8 |
-1.3 |
0 |
1,012 |
+0 |
Apr11 |
090923 |
1030.1 |
1030.1 |
1030.1 |
1030.1 |
-1.3 |
0 |
447 |
+0 |
Jun11 |
090923 |
1033.7 |
1033.7 |
1033.7 |
1033.7 |
-1.3 |
0 |
9,130 |
+26 |
Total Volume and Open Interest |
100,395 |
467,145 |
-1,853 |
Silver(CMX) |
Sep09 |
090923 |
1716.0 |
1716.0 |
1673.5 |
1688.8 |
-20.5 |
43 |
165 |
-58 |
Dec09 |
090923 |
1715.5 |
1729.0 |
1672.0 |
1691.0 |
-20.5 |
21,802 |
95,106 |
-1,089 |
Mar10 |
090923 |
1724.5 |
1724.5 |
1677.0 |
1694.4 |
-20.5 |
908 |
13,243 |
+443 |
May10 |
090923 |
1724.5 |
1724.5 |
1687.0 |
1696.4 |
-20.5 |
13 |
2,315 |
+6 |
Jul10 |
090923 |
1721.0 |
1721.0 |
1689.0 |
1698.4 |
-20.5 |
24 |
2,785 |
+4 |
Sep10 |
090923 |
1691.5 |
1700.3 |
1691.5 |
1700.3 |
-20.6 |
6 |
2,917 |
+6 |
Dec10 |
090923 |
1724.5 |
1724.5 |
1694.0 |
1704.2 |
-20.7 |
59 |
3,377 |
-19 |
Total Volume and Open Interest |
22,893 |
128,184 |
-601 |
Platinum(NYMEX) |
Oct09 |
090923 |
1339.3 |
1344.2 |
1321.1 |
1327.8 |
-11.4 |
4,529 |
15,170 |
-1,600 |
Jan10 |
090923 |
1346.4 |
1348.0 |
1326.1 |
1332.8 |
-11.9 |
3,501 |
14,957 |
+1,615 |
Apr10 |
090923 |
1338.3 |
1338.3 |
1338.3 |
1338.3 |
-11.8 |
19 |
143 |
+19 |
Total Volume and Open Interest |
8,049 |
30,270 |
+34 |
Palladium(NYMEX) |
Sep09 |
090923 |
300.85 |
300.85 |
297.30 |
297.30 |
-4.75 |
0 |
285 |
+0 |
Dec09 |
090923 |
304.95 |
306.00 |
296.00 |
297.65 |
-4.75 |
1,063 |
22,651 |
+404 |
Mar10 |
090923 |
298.65 |
300.00 |
298.65 |
298.65 |
-4.75 |
3 |
245 |
+3 |
Total Volume and Open Interest |
1,066 |
23,181 |
+407 |
Copper(CMX) |
Sep09 |
090923 |
281.25 |
281.25 |
274.75 |
279.65 |
-5.60 |
370 |
1,313 |
-397 |
Dec09 |
090923 |
287.20 |
287.70 |
275.90 |
280.80 |
-5.65 |
17,891 |
84,625 |
-2,495 |
Mar10 |
090923 |
286.75 |
286.75 |
278.70 |
282.30 |
-5.60 |
785 |
13,724 |
+87 |
May10 |
090923 |
287.15 |
287.15 |
279.45 |
282.55 |
-5.45 |
40 |
2,304 |
+30 |
Jul10 |
090923 |
282.25 |
282.25 |
282.00 |
282.25 |
-5.35 |
0 |
1,994 |
+0 |
Total Volume and Open Interest |
19,737 |
117,248 |
-2,393 |
DJIA Index(CBOT) |
Dec09 |
090923 |
9750 |
9855 |
9680 |
9717 |
-54 |
468 |
7,922 |
+538 |
Mar10 |
090923 |
9748 |
9790 |
9640 |
9659 |
-56 |
0 |
814 |
+0 |
Jun10 |
090923 |
9602 |
9656 |
9602 |
9602 |
-54 |
|
|
|
Sep10 |
090923 |
9547 |
9601 |
9547 |
9547 |
-54 |
|
|
|
Total Volume and Open Interest |
468 |
8,736 |
+538 |
E-mini DJIA Index(CBOT) |
Sep09 |
090918 |
9800 |
9859 |
9745 |
9854 |
+55 |
|
|
|
Dec09 |
090923 |
9768 |
9857 |
9679 |
9717 |
-54 |
106,605 |
63,964 |
+1,586 |
Mar10 |
090923 |
9701 |
9776 |
9641 |
9659 |
-56 |
23 |
166 |
+5 |
Jun10 |
090923 |
9602 |
9602 |
9602 |
9602 |
-54 |
3 |
2 |
+2 |
Total Volume and Open Interest |
106,631 |
64,132 |
+1,593 |
S & P 500(CME) |
Dec09 |
090923 |
1067.00 |
1075.50 |
1055.50 |
1058.90 |
-8.40 |
18,492 |
361,323 |
+1,876 |
Mar10 |
090923 |
1055.00 |
1070.90 |
1049.90 |
1054.50 |
-8.40 |
100 |
4,263 |
-50 |
Jun10 |
090923 |
1050.70 |
1067.10 |
1046.10 |
1050.70 |
-8.40 |
0 |
177 |
+0 |
Sep10 |
090923 |
1047.70 |
1064.10 |
1043.10 |
1047.70 |
-8.40 |
|
|
|
Total Volume and Open Interest |
18,592 |
365,768 |
+1,826 |
S & P 500 E-Mini(Globex) |
Dec09 |
090923 |
1067.25 |
1075.75 |
1055.25 |
1059.00 |
-8.25 |
1,414,027 |
2,281,989 |
-27,561 |
Mar10 |
090923 |
1060.25 |
1071.00 |
1051.25 |
1054.50 |
-8.50 |
1,220 |
1,249 |
+560 |
Total Volume and Open Interest |
1,415,247 |
2,283,247 |
-27,001 |
NASDAQ 100(CME) |
Dec09 |
090923 |
1733.80 |
1754.00 |
1720.00 |
1725.50 |
-8.80 |
1,753 |
17,890 |
-342 |
Mar10 |
090923 |
1723.80 |
1723.80 |
1723.50 |
1723.80 |
-8.70 |
0 |
1 |
+0 |
Jun10 |
090923 |
1722.80 |
1722.80 |
1722.50 |
1722.80 |
-8.70 |
|
|
|
Total Volume and Open Interest |
1,753 |
17,891 |
-342 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
090923 |
1733.50 |
1753.30 |
1720.80 |
1725.50 |
-8.80 |
226,574 |
287,774 |
-4,146 |
Mar10 |
090923 |
1733.50 |
1750.50 |
1719.00 |
1723.80 |
-8.70 |
106 |
71 |
+45 |
Total Volume and Open Interest |
226,680 |
287,846 |
-4,101 |
S & P Midcap 400(CME) |
Dec09 |
090923 |
702.50 |
705.00 |
691.50 |
693.20 |
-8.30 |
9 |
2,425 |
+2 |
Mar10 |
090923 |
691.20 |
692.00 |
691.20 |
691.20 |
-8.30 |
|
|
|
Jun10 |
090923 |
689.20 |
690.00 |
689.20 |
689.20 |
-8.30 |
|
|
|
Total Volume and Open Interest |
9 |
2,425 |
+2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
090923 |
10445 |
10505 |
10375 |
10400 |
-50 |
6,155 |
33,471 |
+502 |
Mar10 |
090923 |
10425 |
10460 |
10425 |
10425 |
-35 |
|
|
|
Total Volume and Open Interest |
6,155 |
33,471 |
+502 |
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 |
090923 |
3821.5 |
3851.0 |
3806.0 |
3822.5 |
-0.5 |
99,603 |
365,796 |
+9,011 |
Nov09 |
090923 |
3827.5 |
3827.5 |
3808.0 |
3808.0 |
-0.5 |
236 |
290 |
+38 |
Dec09 |
090923 |
3799.0 |
3827.5 |
3787.0 |
3800.5 |
+0.5 |
540 |
38,618 |
+362 |
Total Volume and Open Interest |
100,884 |
405,756 |
+9,456 |
Hang Seng Index(HKFE) |
Sep09 |
090923 |
21730 |
21749 |
21493 |
21570 |
-122 |
59,410 |
89,268 |
-4,757 |
Oct09 |
090923 |
21680 |
21730 |
21486 |
21560 |
-122 |
3,690 |
5,100 |
+2,104 |
Total Volume and Open Interest |
63,206 |
98,902 |
-2,601 |
DAX(EUREX) |
Sep09 |
090918 |
5720.0 |
5744.5 |
5702.5 |
5736.5 |
-1.0 |
174,565 |
53,021 |
-20,970 |
Dec09 |
090923 |
5712.0 |
5756.5 |
5671.5 |
5696.0 |
-12.5 |
116,128 |
159,128 |
-3,535 |
Mar10 |
090923 |
5719.5 |
5755.0 |
5675.0 |
5699.0 |
-12.0 |
1,640 |
4,617 |
+219 |
Total Volume and Open Interest |
118,091 |
164,027 |
-3,034 |
FT-SE 100(EURONEXT) |
Dec09 |
090923 |
5123.00 |
5147.50 |
5076.50 |
5107.50 |
-11.50 |
98,434 |
622,488 |
+1,782 |
Mar10 |
090923 |
5090.00 |
5097.00 |
5061.00 |
5061.00 |
-11.50 |
135 |
1,594 |
-67 |
Jun10 |
090923 |
5043.00 |
5055.00 |
5010.50 |
5018.00 |
-12.50 |
180 |
343 |
+180 |
Total Volume and Open Interest |
98,749 |
624,425 |
+1,895 |
SPI 200(SFE) |
Sep09 |
090917 |
4665.0 |
4722.0 |
4664.0 |
4691.0 |
+29.0 |
9,454 |
76,269 |
-102,815 |
Dec09 |
090923 |
4691.0 |
4749.0 |
4684.0 |
4747.0 |
+60.0 |
23,679 |
219,480 |
+1,973 |
Mar10 |
090923 |
4734.0 |
4738.0 |
4731.0 |
4735.0 |
+58.0 |
26 |
4,545 |
+0 |
Total Volume and Open Interest |
23,841 |
225,437 |
+1,837 |
GSCI(CME) |
Oct09 |
090923 |
464.50 |
466.50 |
453.00 |
457.00 |
-10.00 |
632 |
16,540 |
+289 |
Nov09 |
090923 |
462.00 |
472.05 |
459.00 |
462.00 |
-10.00 |
10 |
10 |
+9 |
Dec09 |
090923 |
468.50 |
478.05 |
466.00 |
468.50 |
-9.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
644 |
16,550 |
+298 |
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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