|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 24, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
090924 |
915.50 |
929.75 |
904.50 |
919.50 |
-1.00 |
63,072 |
246,861 |
-960 |
Jan10 |
090924 |
921.50 |
934.50 |
909.50 |
924.50 |
-0.50 |
13,744 |
69,576 |
+819 |
Mar10 |
090924 |
920.00 |
935.50 |
912.00 |
926.50 |
+0.50 |
4,214 |
32,812 |
+73 |
May10 |
090924 |
921.50 |
934.75 |
912.00 |
926.50 |
+1.50 |
3,771 |
25,195 |
+868 |
Jul10 |
090924 |
925.00 |
935.75 |
914.00 |
928.50 |
+2.25 |
6,926 |
29,785 |
-28 |
Aug10 |
090924 |
910.00 |
925.00 |
910.00 |
924.00 |
+4.00 |
99 |
322 |
-4 |
Sep10 |
090924 |
910.00 |
910.00 |
905.00 |
910.00 |
+5.00 |
107 |
127 |
+15 |
Nov10 |
090924 |
892.75 |
904.25 |
883.25 |
901.00 |
+5.50 |
5,966 |
30,764 |
+2,103 |
Jan11 |
090924 |
906.00 |
906.00 |
900.00 |
906.00 |
+6.00 |
9 |
211 |
+1 |
Mar11 |
090924 |
908.00 |
908.00 |
902.00 |
908.00 |
+6.00 |
0 |
41 |
+0 |
May11 |
090924 |
909.00 |
909.00 |
903.00 |
909.00 |
+6.00 |
0 |
2 |
+0 |
Jul11 |
090924 |
910.00 |
910.00 |
904.00 |
910.00 |
+6.00 |
1 |
16 |
-1 |
Aug11 |
090924 |
908.00 |
908.00 |
902.00 |
908.00 |
+6.00 |
|
|
|
Sep11 |
090924 |
907.00 |
907.00 |
901.00 |
907.00 |
+6.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
97,920 |
436,917 |
+2,892 |
Soybean Meal(CBOT) |
Oct09 |
090924 |
283.00 |
287.80 |
280.00 |
284.00 |
-0.50 |
7,659 |
21,991 |
-1,707 |
Dec09 |
090924 |
278.30 |
283.00 |
275.50 |
279.40 |
-1.10 |
23,296 |
71,045 |
-644 |
Jan10 |
090924 |
276.00 |
281.10 |
273.90 |
277.40 |
-1.10 |
2,019 |
12,367 |
+11 |
Mar10 |
090924 |
274.30 |
279.00 |
271.40 |
275.20 |
-1.30 |
1,907 |
13,639 |
+288 |
May10 |
090924 |
273.90 |
277.20 |
271.10 |
273.70 |
-1.80 |
1,385 |
12,964 |
+112 |
Jul10 |
090924 |
276.50 |
277.30 |
271.90 |
274.50 |
-1.50 |
2,496 |
9,066 |
+501 |
Aug10 |
090924 |
276.50 |
276.50 |
272.10 |
274.50 |
-1.50 |
128 |
2,241 |
-20 |
Sep10 |
090924 |
273.50 |
275.00 |
270.70 |
272.70 |
-0.30 |
100 |
2,382 |
+7 |
Oct10 |
090924 |
265.50 |
267.00 |
263.00 |
265.00 |
unch |
95 |
1,976 |
+33 |
Dec10 |
090924 |
264.50 |
266.00 |
261.30 |
264.20 |
+0.20 |
1,170 |
6,382 |
+295 |
Total Volume and Open Interest |
40,318 |
154,655 |
-1,076 |
Soybean Oil(CBOT) |
Oct09 |
090924 |
34.01 |
34.39 |
33.37 |
34.09 |
-0.07 |
8,331 |
22,620 |
-502 |
Dec09 |
090924 |
34.36 |
34.80 |
33.75 |
34.47 |
-0.09 |
31,142 |
118,812 |
+441 |
Jan10 |
090924 |
34.77 |
35.16 |
34.12 |
34.85 |
-0.09 |
4,374 |
27,077 |
+723 |
Mar10 |
090924 |
35.04 |
35.45 |
34.40 |
35.14 |
-0.07 |
1,894 |
15,368 |
+193 |
May10 |
090924 |
35.19 |
35.55 |
34.73 |
35.34 |
-0.06 |
1,107 |
10,077 |
-91 |
Jul10 |
090924 |
35.39 |
35.70 |
34.87 |
35.51 |
-0.05 |
1,167 |
9,522 |
+189 |
Aug10 |
090924 |
35.53 |
35.60 |
35.08 |
35.60 |
-0.05 |
0 |
867 |
+0 |
Sep10 |
090924 |
35.69 |
35.74 |
35.69 |
35.69 |
-0.05 |
0 |
457 |
+0 |
Oct10 |
090924 |
35.73 |
35.78 |
35.70 |
35.78 |
-0.05 |
0 |
432 |
+0 |
Dec10 |
090924 |
35.75 |
36.22 |
35.26 |
35.90 |
-0.08 |
1,299 |
9,956 |
+370 |
Total Volume and Open Interest |
49,314 |
215,190 |
+1,323 |
Canola(WCE) |
Nov09 |
090924 |
378.9 |
388.9 |
376.1 |
386.4 |
+5.4 |
9,943 |
64,977 |
+1,138 |
Jan10 |
090924 |
384.1 |
392.5 |
381.9 |
391.4 |
+5.1 |
3,440 |
27,597 |
+932 |
Mar10 |
090924 |
387.5 |
393.9 |
387.5 |
393.9 |
+4.4 |
50 |
2,425 |
+19 |
May10 |
090924 |
389.9 |
397.4 |
389.9 |
397.4 |
+4.4 |
84 |
670 |
+84 |
Jul10 |
090924 |
392.4 |
401.0 |
392.4 |
400.5 |
+5.1 |
70 |
984 |
+53 |
Total Volume and Open Interest |
13,639 |
96,792 |
+2,238 |
Corn(CBOT) |
Dec09 |
090924 |
327.00 |
338.00 |
322.50 |
336.50 |
+6.25 |
104,604 |
517,986 |
-2,388 |
Mar10 |
090924 |
340.25 |
351.00 |
335.50 |
349.75 |
+6.50 |
18,485 |
155,650 |
+821 |
May10 |
090924 |
350.00 |
360.00 |
345.00 |
358.50 |
+6.00 |
3,419 |
34,070 |
+788 |
Jul10 |
090924 |
358.75 |
368.00 |
353.75 |
367.00 |
+6.25 |
9,091 |
65,309 |
-166 |
Sep10 |
090924 |
365.00 |
375.50 |
362.25 |
375.50 |
+6.00 |
1,196 |
13,011 |
+101 |
Dec10 |
090924 |
377.25 |
387.50 |
371.25 |
386.00 |
+5.75 |
4,714 |
72,757 |
+492 |
Mar11 |
090924 |
387.75 |
399.00 |
387.75 |
398.00 |
+5.75 |
101 |
2,111 |
-39 |
May11 |
090924 |
392.00 |
406.00 |
392.00 |
406.00 |
+5.75 |
17 |
228 |
-1 |
Jul11 |
090924 |
402.00 |
411.50 |
400.00 |
411.50 |
+5.75 |
13 |
1,549 |
+5 |
Sep11 |
090924 |
404.50 |
404.50 |
399.75 |
404.50 |
+4.75 |
2 |
201 |
+0 |
Total Volume and Open Interest |
141,694 |
869,268 |
-369 |
Wheat(CBOT) |
Dec09 |
090924 |
457.50 |
474.00 |
453.00 |
473.00 |
+13.00 |
39,844 |
203,576 |
-1,232 |
Mar10 |
090924 |
476.50 |
493.75 |
474.00 |
492.75 |
+13.25 |
4,130 |
46,680 |
+240 |
May10 |
090924 |
491.50 |
507.50 |
488.00 |
506.75 |
+14.75 |
783 |
7,881 |
-118 |
Jul10 |
090924 |
502.00 |
520.25 |
499.00 |
519.25 |
+16.00 |
2,711 |
46,318 |
+527 |
Sep10 |
090924 |
515.50 |
534.50 |
515.50 |
534.25 |
+16.75 |
102 |
754 |
+23 |
Dec10 |
090924 |
539.00 |
559.75 |
538.75 |
558.75 |
+19.25 |
2,426 |
19,160 |
+997 |
Total Volume and Open Interest |
50,011 |
325,518 |
+445 |
Wheat(KCBT) |
Dec09 |
090924 |
468.75 |
486.25 |
465.25 |
483.75 |
+14.25 |
9,625 |
61,342 |
-189 |
Mar10 |
090924 |
483.25 |
502.50 |
481.00 |
500.25 |
+14.75 |
1,935 |
21,762 |
+753 |
May10 |
090924 |
494.50 |
513.75 |
494.25 |
511.75 |
+14.75 |
474 |
4,768 |
+139 |
Jul10 |
090924 |
508.00 |
526.00 |
505.75 |
523.50 |
+15.25 |
2,353 |
15,121 |
+825 |
Sep10 |
090924 |
519.00 |
535.75 |
518.75 |
535.00 |
+15.75 |
162 |
952 |
+55 |
Dec10 |
090924 |
535.75 |
555.00 |
534.25 |
552.75 |
+15.75 |
2,320 |
14,398 |
+708 |
Total Volume and Open Interest |
16,880 |
118,525 |
+2,296 |
Wheat(MGE) |
Dec09 |
090924 |
488.00 |
502.50 |
484.25 |
500.25 |
+10.75 |
4,790 |
22,343 |
+505 |
Mar10 |
090924 |
500.25 |
518.25 |
499.75 |
516.00 |
+12.50 |
1,732 |
9,603 |
-109 |
May10 |
090924 |
517.25 |
529.75 |
511.75 |
527.25 |
+13.50 |
361 |
3,225 |
+158 |
Jul10 |
090924 |
523.50 |
541.50 |
523.50 |
539.50 |
+14.00 |
194 |
6,272 |
+73 |
Sep10 |
090924 |
537.75 |
554.00 |
537.75 |
552.00 |
+14.50 |
138 |
1,754 |
-80 |
Total Volume and Open Interest |
7,324 |
45,761 |
+557 |
Oats(CBOT) |
Dec09 |
090924 |
215.00 |
219.25 |
206.50 |
219.00 |
+3.00 |
343 |
11,411 |
-34 |
Mar10 |
090924 |
222.00 |
232.50 |
220.00 |
232.50 |
+3.50 |
40 |
2,440 |
+33 |
May10 |
090924 |
236.50 |
241.50 |
236.50 |
241.50 |
+3.50 |
0 |
13 |
+0 |
Jul10 |
090924 |
251.00 |
251.00 |
247.50 |
251.00 |
+3.50 |
0 |
4 |
+0 |
Total Volume and Open Interest |
383 |
13,869 |
-1 |
Rough Rice(CBOT) |
Nov09 |
090924 |
13.20 |
13.20 |
13.00 |
13.06 |
-0.14 |
540 |
7,896 |
+159 |
Jan10 |
090924 |
13.40 |
13.40 |
13.27 |
13.31 |
-0.14 |
146 |
1,250 |
+17 |
Mar10 |
090924 |
13.63 |
13.68 |
13.50 |
13.56 |
-0.12 |
66 |
1,012 |
+0 |
May10 |
090924 |
13.80 |
13.93 |
13.80 |
13.80 |
-0.13 |
28 |
411 |
+0 |
Total Volume and Open Interest |
813 |
10,941 |
+190 |
Live Cattle(CME) |
Oct09 |
090924 |
86.385 |
86.580 |
85.885 |
86.100 |
-0.350 |
12,562 |
38,650 |
-3,626 |
Dec09 |
090924 |
85.350 |
85.750 |
85.000 |
85.285 |
-0.465 |
20,792 |
115,512 |
+1,475 |
Feb10 |
090924 |
86.050 |
86.300 |
85.680 |
85.900 |
-0.250 |
8,760 |
48,905 |
+2,453 |
Apr10 |
090924 |
88.500 |
88.650 |
88.000 |
88.285 |
-0.395 |
3,641 |
34,241 |
+400 |
Jun10 |
090924 |
85.450 |
85.500 |
85.000 |
85.135 |
-0.400 |
791 |
13,722 |
+175 |
Aug10 |
090924 |
86.080 |
86.080 |
85.500 |
85.750 |
-0.250 |
147 |
2,199 |
+75 |
Total Volume and Open Interest |
47,009 |
256,315 |
+1,228 |
Feeder Cattle(CME) |
Sep09 |
090924 |
97.050 |
97.150 |
96.885 |
97.000 |
+0.150 |
234 |
1,065 |
-80 |
Oct09 |
090924 |
97.700 |
97.850 |
96.750 |
97.135 |
-0.750 |
1,592 |
6,651 |
-630 |
Nov09 |
090924 |
97.950 |
98.135 |
96.930 |
97.285 |
-0.665 |
2,159 |
12,220 |
-211 |
Jan10 |
090924 |
98.930 |
98.930 |
97.580 |
98.000 |
-0.980 |
870 |
4,245 |
+373 |
Mar10 |
090924 |
99.785 |
99.830 |
98.650 |
98.785 |
-1.100 |
199 |
1,334 |
+68 |
Apr10 |
090924 |
100.250 |
100.500 |
99.900 |
100.100 |
-0.900 |
100 |
447 |
+41 |
May10 |
090924 |
101.700 |
101.700 |
100.300 |
100.900 |
-0.800 |
167 |
849 |
+88 |
Total Volume and Open Interest |
5,380 |
26,995 |
-322 |
Lean Hogs(CME) |
Oct09 |
090924 |
50.485 |
50.900 |
50.080 |
50.235 |
-0.695 |
6,392 |
17,572 |
-909 |
Dec09 |
090924 |
49.500 |
50.000 |
49.250 |
49.350 |
-0.700 |
13,842 |
71,048 |
+1,355 |
Feb10 |
090924 |
56.400 |
56.550 |
55.880 |
56.100 |
-0.500 |
3,538 |
27,363 |
+237 |
Apr10 |
090924 |
61.650 |
61.650 |
60.850 |
61.035 |
-0.815 |
1,354 |
14,668 |
+101 |
May10 |
090924 |
67.500 |
67.800 |
67.300 |
67.800 |
-0.380 |
19 |
918 |
+4 |
Jun10 |
090924 |
70.500 |
70.700 |
70.080 |
70.500 |
-0.785 |
748 |
8,062 |
+100 |
Jul10 |
090924 |
69.700 |
69.950 |
69.700 |
69.950 |
-0.650 |
346 |
2,102 |
+241 |
Aug10 |
090924 |
69.000 |
69.600 |
69.000 |
69.500 |
-0.300 |
69 |
1,400 |
-11 |
Total Volume and Open Interest |
26,363 |
143,775 |
+1,160 |
Class III Milk(CME) |
Sep09 |
090924 |
12.08 |
12.09 |
12.06 |
12.06 |
unch |
25 |
3,648 |
-40 |
Oct09 |
090924 |
12.70 |
12.73 |
12.54 |
12.55 |
-0.07 |
169 |
3,802 |
+11 |
Nov09 |
090924 |
13.51 |
13.66 |
13.36 |
13.36 |
-0.15 |
230 |
3,850 |
-9 |
Dec09 |
090924 |
14.21 |
14.25 |
13.94 |
13.96 |
-0.20 |
115 |
3,955 |
+9 |
Jan10 |
090924 |
14.31 |
14.31 |
13.94 |
14.00 |
-0.26 |
67 |
1,725 |
+1 |
Total Volume and Open Interest |
781 |
24,281 |
+19 |
Cocoa(ICE) |
Dec09 |
090924 |
3136 |
3136 |
3055 |
3066 |
-89 |
6,315 |
60,648 |
+1,103 |
Mar10 |
090924 |
3155 |
3155 |
3075 |
3084 |
-91 |
652 |
35,800 |
+35 |
May10 |
090924 |
3167 |
3167 |
3090 |
3099 |
-88 |
249 |
10,739 |
+133 |
Jul10 |
090924 |
3149 |
3149 |
3093 |
3093 |
-85 |
134 |
4,457 |
+111 |
Sep10 |
090924 |
3151 |
3151 |
3092 |
3092 |
-84 |
10 |
3,575 |
+10 |
Dec10 |
090924 |
3153 |
3153 |
3094 |
3094 |
-83 |
1 |
2,008 |
+0 |
Mar11 |
090924 |
3088 |
3088 |
3088 |
3088 |
-81 |
0 |
3,813 |
+0 |
Total Volume and Open Interest |
7,361 |
125,222 |
+1,392 |
Coffee "C"(ICE) |
Dec09 |
090924 |
135.50 |
135.75 |
128.50 |
129.30 |
-7.10 |
7,125 |
66,410 |
-243 |
Mar10 |
090924 |
138.75 |
138.75 |
131.50 |
132.25 |
-6.90 |
886 |
19,693 |
+254 |
May10 |
090924 |
139.00 |
139.00 |
133.75 |
134.05 |
-6.85 |
142 |
8,991 |
+38 |
Jul10 |
090924 |
137.45 |
137.45 |
135.80 |
135.80 |
-6.65 |
76 |
2,726 |
+60 |
Sep10 |
090924 |
139.15 |
139.15 |
137.60 |
137.60 |
-6.45 |
47 |
3,402 |
+22 |
Dec10 |
090924 |
141.00 |
141.00 |
140.20 |
140.25 |
-6.20 |
74 |
1,981 |
+46 |
Total Volume and Open Interest |
8,507 |
103,868 |
+294 |
Orange Juice(ICE) |
Nov09 |
090924 |
96.15 |
96.55 |
91.00 |
92.05 |
-5.10 |
959 |
22,325 |
-399 |
Jan10 |
090924 |
99.45 |
99.45 |
94.50 |
95.55 |
-4.85 |
77 |
3,000 |
+29 |
Mar10 |
090924 |
101.40 |
101.40 |
98.25 |
99.05 |
-4.80 |
45 |
3,258 |
+35 |
May10 |
090924 |
102.70 |
102.80 |
102.40 |
102.60 |
-4.75 |
13 |
462 |
+13 |
Jul10 |
090924 |
105.55 |
105.65 |
105.55 |
105.65 |
-4.55 |
0 |
91 |
+0 |
Sep10 |
090924 |
107.30 |
107.30 |
107.30 |
107.30 |
-4.55 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,094 |
29,317 |
-322 |
Sugar #11(ICE) |
Oct09 |
090924 |
21.58 |
21.93 |
21.15 |
21.44 |
-0.11 |
27,176 |
72,201 |
-11,215 |
Mar10 |
090924 |
23.04 |
23.42 |
22.63 |
22.92 |
-0.16 |
90,748 |
344,347 |
+1,413 |
May10 |
090924 |
22.00 |
22.58 |
21.76 |
22.02 |
-0.14 |
14,293 |
77,981 |
+1,107 |
Jul10 |
090924 |
20.79 |
21.03 |
20.45 |
20.67 |
-0.12 |
7,781 |
117,169 |
+1,240 |
Oct10 |
090924 |
19.80 |
20.20 |
19.77 |
19.86 |
-0.05 |
2,143 |
82,541 |
-28 |
Total Volume and Open Interest |
144,170 |
792,782 |
-7,305 |
London Cocoa(LCE) |
Dec09 |
090924 |
2014 |
2040 |
2005 |
2015 |
-12 |
4,446 |
63,036 |
+298 |
Mar10 |
090924 |
2025 |
2058 |
2023 |
2031 |
-13 |
1,973 |
35,051 |
+205 |
May10 |
090924 |
2045 |
2069 |
2040 |
2048 |
-14 |
1,899 |
41,316 |
+1,092 |
Jul10 |
090924 |
2015 |
2025 |
2007 |
2007 |
-9 |
108 |
9,861 |
-26 |
Sep10 |
090924 |
2002 |
2008 |
1998 |
1998 |
-12 |
0 |
3,443 |
+0 |
Dec10 |
090924 |
1996 |
1996 |
1992 |
1992 |
-13 |
0 |
1,050 |
+0 |
Mar11 |
090924 |
1997 |
2000 |
1986 |
1986 |
-13 |
2,000 |
5,631 |
+1,708 |
Total Volume and Open Interest |
20,779 |
157,203 |
+0 |
London Sugar(LCE) |
Dec09 |
090924 |
566.50 |
577.00 |
562.10 |
571.40 |
-13.10 |
2,510 |
26,741 |
-52 |
Mar10 |
090924 |
582.60 |
592.60 |
578.50 |
587.80 |
-13.20 |
2,657 |
23,572 |
-168 |
May10 |
090924 |
570.90 |
581.50 |
568.50 |
578.00 |
-11.50 |
926 |
7,615 |
+373 |
Aug10 |
090924 |
548.00 |
557.00 |
543.60 |
552.60 |
-9.70 |
383 |
6,299 |
+210 |
Oct10 |
090924 |
523.00 |
530.60 |
523.00 |
530.60 |
-7.60 |
364 |
3,500 |
+242 |
Total Volume and Open Interest |
6,840 |
68,660 |
+605 |
Cotton(ICE) |
Oct09 |
090924 |
62.57 |
63.06 |
61.88 |
63.06 |
+0.13 |
167 |
216 |
-76 |
Dec09 |
090924 |
64.50 |
64.88 |
63.32 |
64.81 |
+0.13 |
6,222 |
105,869 |
+14 |
Mar10 |
090924 |
66.25 |
66.67 |
65.60 |
66.63 |
+0.04 |
888 |
28,823 |
+552 |
May10 |
090924 |
67.30 |
67.90 |
67.30 |
67.85 |
-0.04 |
251 |
3,131 |
-132 |
Jul10 |
090924 |
68.88 |
68.88 |
68.80 |
68.85 |
-0.06 |
227 |
3,832 |
+164 |
Oct10 |
090924 |
69.75 |
69.75 |
69.75 |
69.75 |
-0.06 |
0 |
70 |
+0 |
Total Volume and Open Interest |
7,881 |
146,248 |
+603 |
Lumber(CME) |
Nov09 |
090924 |
175.2 |
176.6 |
172.7 |
173.9 |
-0.8 |
110 |
6,414 |
-153 |
Jan10 |
090924 |
197.5 |
197.7 |
195.6 |
196.0 |
-1.0 |
36 |
2,561 |
-28 |
Mar10 |
090924 |
206.6 |
208.5 |
206.6 |
206.6 |
-2.9 |
2 |
157 |
+0 |
May10 |
090924 |
220.5 |
220.5 |
220.5 |
220.5 |
-2.4 |
0 |
15 |
+0 |
Total Volume and Open Interest |
148 |
9,150 |
-181 |
Crude Oil(NYM) |
Nov09 |
090924 |
68.33 |
68.77 |
65.60 |
65.89 |
-3.08 |
307,578 |
304,629 |
+4,708 |
Dec09 |
090924 |
68.80 |
69.31 |
66.10 |
66.38 |
-3.13 |
124,702 |
180,676 |
+8,461 |
Jan10 |
090924 |
69.50 |
69.88 |
66.69 |
66.93 |
-3.13 |
44,493 |
62,557 |
+1,444 |
Feb10 |
090924 |
70.25 |
70.32 |
67.37 |
67.49 |
-3.11 |
12,932 |
27,456 |
-52 |
Mar10 |
090924 |
70.63 |
70.85 |
68.01 |
68.12 |
-3.07 |
7,060 |
31,396 |
+55 |
Apr10 |
090924 |
71.59 |
71.59 |
68.66 |
68.77 |
-2.99 |
3,980 |
15,756 |
-99 |
May10 |
090924 |
71.71 |
71.71 |
69.43 |
69.43 |
-2.90 |
4,190 |
16,130 |
+604 |
Jun10 |
090924 |
72.76 |
72.78 |
69.88 |
70.07 |
-2.81 |
13,304 |
80,992 |
+1,195 |
Jul10 |
090924 |
72.95 |
72.95 |
70.56 |
70.56 |
-2.73 |
4,092 |
29,525 |
+441 |
Aug10 |
090924 |
71.21 |
71.50 |
70.89 |
70.92 |
-2.67 |
3,703 |
11,826 |
+744 |
Sep10 |
090924 |
73.50 |
73.55 |
71.26 |
71.26 |
-2.62 |
3,095 |
20,889 |
+1,086 |
Oct10 |
090924 |
73.12 |
73.13 |
71.61 |
71.61 |
-2.60 |
2,950 |
10,792 |
+977 |
Nov10 |
090924 |
73.51 |
73.51 |
71.99 |
71.99 |
-2.58 |
3,139 |
14,773 |
+614 |
Dec10 |
090924 |
74.49 |
74.69 |
72.13 |
72.36 |
-2.56 |
19,652 |
104,366 |
+1,709 |
Jan11 |
090924 |
72.97 |
72.97 |
72.57 |
72.57 |
-2.53 |
2,181 |
13,344 |
+202 |
Feb11 |
090924 |
73.15 |
73.15 |
72.77 |
72.77 |
-2.51 |
933 |
6,103 |
+540 |
Total Volume and Open Interest |
564,870 |
1,144,557 |
+23,772 |
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 |
090924 |
68.375 |
68.775 |
65.600 |
65.900 |
-3.075 |
13,773 |
4,754 |
+1,042 |
Dec09 |
090924 |
68.975 |
69.275 |
66.125 |
66.375 |
-3.125 |
651 |
729 |
+13 |
Jan10 |
090924 |
69.675 |
69.800 |
66.800 |
66.925 |
-3.125 |
20 |
199 |
+13 |
Feb10 |
090924 |
67.500 |
67.500 |
67.500 |
67.500 |
-3.100 |
1 |
106 |
+1 |
Mar10 |
090924 |
68.125 |
68.125 |
68.125 |
68.125 |
-3.075 |
0 |
5 |
+0 |
Apr10 |
090924 |
68.775 |
68.775 |
68.775 |
68.775 |
-2.975 |
|
|
|
May10 |
090924 |
69.425 |
69.425 |
69.425 |
69.425 |
-2.900 |
0 |
2 |
+0 |
Jun10 |
090924 |
71.225 |
71.225 |
70.075 |
70.075 |
-2.800 |
0 |
9 |
+0 |
Total Volume and Open Interest |
14,445 |
5,888 |
+1,069 |
Heating Oil(NYM) |
Oct09 |
090924 |
174.92 |
175.74 |
167.31 |
168.14 |
-7.80 |
20,376 |
26,225 |
-3,636 |
Nov09 |
090924 |
177.86 |
178.71 |
170.25 |
171.08 |
-7.96 |
36,366 |
63,033 |
+378 |
Dec09 |
090924 |
181.21 |
181.63 |
173.48 |
174.30 |
-7.91 |
16,323 |
57,318 |
+175 |
Jan10 |
090924 |
184.38 |
184.75 |
176.97 |
177.70 |
-7.77 |
5,291 |
31,359 |
+258 |
Feb10 |
090924 |
186.64 |
186.64 |
179.45 |
180.14 |
-7.66 |
2,116 |
17,114 |
+341 |
Mar10 |
090924 |
186.79 |
186.92 |
181.14 |
181.82 |
-7.58 |
1,595 |
15,447 |
+55 |
Apr10 |
090924 |
188.80 |
188.80 |
182.97 |
182.97 |
-7.63 |
1,369 |
12,055 |
-5 |
May10 |
090924 |
189.97 |
189.97 |
184.00 |
184.22 |
-7.58 |
617 |
11,715 |
+263 |
Jun10 |
090924 |
190.94 |
192.07 |
185.00 |
185.52 |
-7.53 |
2,267 |
21,386 |
-45 |
Jul10 |
090924 |
191.63 |
191.63 |
187.28 |
187.32 |
-7.48 |
456 |
7,084 |
+59 |
Aug10 |
090924 |
193.80 |
193.80 |
189.20 |
189.37 |
-7.33 |
584 |
3,393 |
+112 |
Sep10 |
090924 |
195.10 |
195.10 |
191.48 |
191.52 |
-7.28 |
557 |
6,130 |
-18 |
Total Volume and Open Interest |
90,792 |
314,636 |
-1,845 |
Gasoline(NYMEX) |
Oct09 |
090924 |
169.94 |
170.00 |
162.00 |
163.66 |
-6.83 |
23,712 |
27,369 |
-5,985 |
Nov09 |
090924 |
171.21 |
171.75 |
163.69 |
164.93 |
-7.18 |
37,921 |
76,377 |
+2,160 |
Dec09 |
090924 |
172.22 |
173.12 |
165.42 |
166.55 |
-7.19 |
15,755 |
32,833 |
-577 |
Jan10 |
090924 |
175.00 |
175.62 |
168.35 |
169.12 |
-7.04 |
4,772 |
21,117 |
+600 |
Feb10 |
090924 |
177.00 |
177.29 |
171.32 |
171.65 |
-6.96 |
1,728 |
6,137 |
+47 |
Mar10 |
090924 |
177.48 |
177.48 |
174.25 |
174.25 |
-6.86 |
1,492 |
11,471 |
+542 |
Apr10 |
090924 |
193.50 |
193.50 |
186.90 |
186.90 |
-6.86 |
542 |
6,546 |
-99 |
May10 |
090924 |
187.70 |
188.05 |
187.55 |
188.05 |
-6.86 |
713 |
3,969 |
-172 |
Jun10 |
090924 |
194.90 |
195.00 |
188.80 |
188.85 |
-6.81 |
1,026 |
6,101 |
-412 |
Jul10 |
090924 |
189.00 |
189.00 |
189.00 |
189.00 |
-6.71 |
222 |
1,497 |
+5 |
Total Volume and Open Interest |
88,202 |
202,519 |
-3,853 |
e-miNY RBOB Gasoline(NYM) |
Oct09 |
090924 |
163.66 |
163.66 |
163.66 |
163.66 |
-6.83 |
0 |
1 |
+0 |
Nov09 |
090924 |
164.93 |
164.93 |
164.93 |
164.93 |
-7.18 |
|
|
|
Dec09 |
090924 |
166.55 |
166.55 |
166.55 |
166.55 |
-7.19 |
0 |
2 |
+0 |
Jan10 |
090924 |
169.12 |
169.12 |
169.12 |
169.12 |
-7.04 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct09 |
090924 |
3.828 |
3.999 |
3.732 |
3.955 |
+0.095 |
144,334 |
47,428 |
-14,529 |
Nov09 |
090924 |
4.715 |
4.919 |
4.665 |
4.896 |
+0.142 |
80,472 |
165,246 |
+4,749 |
Dec09 |
090924 |
5.400 |
5.612 |
5.370 |
5.592 |
+0.146 |
18,977 |
66,940 |
+695 |
Jan10 |
090924 |
5.667 |
5.869 |
5.643 |
5.850 |
+0.144 |
18,036 |
73,221 |
-2,271 |
Feb10 |
090924 |
5.730 |
5.899 |
5.670 |
5.884 |
+0.143 |
3,732 |
24,320 |
-59 |
Mar10 |
090924 |
5.670 |
5.861 |
5.657 |
5.844 |
+0.138 |
6,521 |
45,068 |
-602 |
Apr10 |
090924 |
5.681 |
5.832 |
5.640 |
5.816 |
+0.125 |
5,299 |
40,163 |
+103 |
May10 |
090924 |
5.742 |
5.856 |
5.720 |
5.847 |
+0.119 |
2,248 |
21,344 |
+96 |
Jun10 |
090924 |
5.800 |
5.932 |
5.778 |
5.920 |
+0.117 |
877 |
10,502 |
-52 |
Jul10 |
090924 |
5.915 |
6.026 |
5.867 |
6.010 |
+0.112 |
1,939 |
11,180 |
+201 |
Aug10 |
090924 |
6.004 |
6.104 |
5.960 |
6.094 |
+0.105 |
1,351 |
9,127 |
+292 |
Sep10 |
090924 |
6.050 |
6.171 |
6.050 |
6.167 |
+0.098 |
798 |
8,863 |
-214 |
Oct10 |
090924 |
6.227 |
6.339 |
6.150 |
6.321 |
+0.092 |
3,431 |
24,034 |
-285 |
Nov10 |
090924 |
6.603 |
6.675 |
6.590 |
6.673 |
+0.081 |
206 |
6,489 |
+48 |
Dec10 |
090924 |
6.951 |
7.035 |
6.905 |
7.018 |
+0.074 |
249 |
16,868 |
+24 |
Jan11 |
090924 |
7.168 |
7.260 |
7.140 |
7.246 |
+0.072 |
865 |
9,525 |
-245 |
Total Volume and Open Interest |
290,362 |
698,897 |
-11,404 |
Brent Crude Oil(ICE) |
Nov09 |
090924 |
67.56 |
67.98 |
64.58 |
64.82 |
-3.17 |
155,922 |
133,392 |
-10,158 |
Dec09 |
090924 |
68.28 |
68.70 |
65.36 |
65.60 |
-3.12 |
65,373 |
165,078 |
+815 |
Jan10 |
090924 |
69.10 |
69.35 |
66.13 |
66.34 |
-3.07 |
21,152 |
53,943 |
+155 |
Feb10 |
090924 |
69.84 |
69.84 |
67.00 |
67.03 |
-3.02 |
5,851 |
26,844 |
-75 |
Mar10 |
090924 |
70.50 |
70.50 |
67.71 |
67.71 |
-2.98 |
5,498 |
16,661 |
+186 |
Apr10 |
090924 |
71.10 |
71.10 |
68.41 |
68.41 |
-2.94 |
3,633 |
14,388 |
-157 |
May10 |
090924 |
71.74 |
71.74 |
69.11 |
69.11 |
-2.87 |
2,330 |
8,208 |
+479 |
Jun10 |
090924 |
72.54 |
72.54 |
69.67 |
69.75 |
-2.81 |
6,732 |
53,716 |
+284 |
Jul10 |
090924 |
72.55 |
72.60 |
70.28 |
70.28 |
-2.77 |
1,945 |
10,213 |
+527 |
Aug10 |
090924 |
70.71 |
70.71 |
70.71 |
70.71 |
-2.75 |
1,352 |
6,778 |
+27 |
Sep10 |
090924 |
71.09 |
71.09 |
71.09 |
71.09 |
-2.72 |
1,194 |
4,452 |
+324 |
Oct10 |
090924 |
71.90 |
71.90 |
71.35 |
71.47 |
-2.69 |
929 |
7,106 |
+697 |
Nov10 |
090924 |
71.77 |
71.77 |
71.77 |
71.77 |
-2.67 |
895 |
4,797 |
+984 |
Dec10 |
090924 |
74.50 |
74.60 |
71.83 |
72.07 |
-2.63 |
9,472 |
70,586 |
-4,680 |
Total Volume and Open Interest |
284,092 |
664,064 |
-10,309 |
Gas Oil(ICE) |
Oct09 |
090924 |
557.00 |
559.00 |
532.50 |
539.25 |
-18.25 |
48,460 |
73,113 |
+319 |
Nov09 |
090924 |
562.25 |
566.50 |
540.25 |
547.50 |
-18.00 |
51,495 |
84,722 |
+4,597 |
Dec09 |
090924 |
573.75 |
574.25 |
548.75 |
555.75 |
-17.50 |
34,639 |
91,494 |
+65 |
Jan10 |
090924 |
581.00 |
581.25 |
559.50 |
565.25 |
-17.00 |
7,894 |
51,749 |
+115 |
Feb10 |
090924 |
589.75 |
589.75 |
568.75 |
572.75 |
-16.50 |
3,327 |
24,264 |
+787 |
Mar10 |
090924 |
593.00 |
593.75 |
575.00 |
579.00 |
-16.50 |
2,067 |
23,659 |
+61 |
Apr10 |
090924 |
601.00 |
601.00 |
581.50 |
585.25 |
-16.50 |
2,237 |
13,992 |
+303 |
May10 |
090924 |
587.50 |
591.25 |
587.50 |
591.25 |
-16.50 |
1,663 |
14,623 |
-160 |
Jun10 |
090924 |
613.50 |
613.50 |
593.00 |
596.75 |
-16.25 |
2,450 |
37,442 |
+280 |
Jul10 |
090924 |
613.00 |
613.00 |
604.50 |
604.50 |
-16.00 |
571 |
11,933 |
+112 |
Total Volume and Open Interest |
160,505 |
543,542 |
+8,001 |
Ethanol(CBOT) |
Sep09 |
090903 |
1.587 |
1.587 |
1.587 |
1.587 |
-0.013 |
15 |
218 |
+10 |
Oct09 |
090924 |
1.650 |
1.665 |
1.650 |
1.663 |
+0.008 |
56 |
266 |
-56 |
Nov09 |
090924 |
1.615 |
1.621 |
1.615 |
1.621 |
+0.001 |
248 |
494 |
-39 |
Dec09 |
090924 |
1.600 |
1.615 |
1.600 |
1.615 |
-0.003 |
203 |
624 |
+175 |
Jan10 |
090924 |
1.619 |
1.619 |
1.615 |
1.617 |
+0.001 |
26 |
760 |
+14 |
Feb10 |
090924 |
1.615 |
1.623 |
1.615 |
1.620 |
-0.002 |
83 |
230 |
-24 |
Mar10 |
090924 |
1.633 |
1.633 |
1.629 |
1.629 |
+0.007 |
83 |
292 |
-54 |
Apr10 |
090924 |
1.637 |
1.637 |
1.625 |
1.625 |
+0.001 |
0 |
506 |
+0 |
Total Volume and Open Interest |
742 |
4,683 |
+49 |
WTI Crude Oil(ICE) |
Nov09 |
090924 |
68.35 |
68.75 |
65.58 |
65.89 |
-3.08 |
105,174 |
113,669 |
-4,540 |
Dec09 |
090924 |
69.07 |
69.31 |
66.10 |
66.38 |
-3.13 |
54,581 |
93,159 |
+4,807 |
Jan10 |
090924 |
69.58 |
69.85 |
66.69 |
66.93 |
-3.13 |
12,724 |
19,486 |
+545 |
Feb10 |
090924 |
70.15 |
70.21 |
67.31 |
67.49 |
-3.11 |
3,977 |
14,300 |
+201 |
Mar10 |
090924 |
70.75 |
70.80 |
67.98 |
68.12 |
-3.07 |
3,308 |
13,983 |
+585 |
Apr10 |
090924 |
71.33 |
71.33 |
68.58 |
68.77 |
-2.99 |
1,886 |
6,001 |
+151 |
May10 |
090924 |
71.92 |
71.92 |
69.24 |
69.43 |
-2.90 |
1,658 |
5,901 |
+52 |
Jun10 |
090924 |
72.72 |
72.72 |
69.88 |
70.07 |
-2.81 |
3,678 |
22,739 |
+6 |
Jul10 |
090924 |
72.98 |
72.98 |
70.56 |
70.56 |
-2.73 |
936 |
24,751 |
-655 |
Aug10 |
090924 |
72.70 |
72.70 |
70.92 |
70.92 |
-2.67 |
839 |
6,209 |
+241 |
Sep10 |
090924 |
72.78 |
72.78 |
71.26 |
71.26 |
-2.62 |
738 |
8,374 |
+194 |
Oct10 |
090924 |
71.85 |
71.85 |
71.61 |
71.61 |
-2.60 |
269 |
5,012 |
-4 |
Nov10 |
090924 |
71.99 |
71.99 |
71.99 |
71.99 |
-2.58 |
177 |
6,174 |
+1,490 |
Dec10 |
090924 |
74.57 |
74.65 |
72.12 |
72.36 |
-2.56 |
5,691 |
56,230 |
-2,929 |
Jan11 |
090924 |
72.87 |
72.87 |
72.57 |
72.57 |
-2.53 |
115 |
10,779 |
+1,455 |
Feb11 |
090924 |
72.77 |
72.77 |
72.77 |
72.77 |
-2.51 |
22 |
3,360 |
+22 |
Total Volume and Open Interest |
197,131 |
483,001 |
+2,301 |
US Dollar Index(ICE) |
Dec09 |
090924 |
76.595 |
77.255 |
76.280 |
77.115 |
+0.820 |
7,529 |
32,234 |
+574 |
Mar10 |
090924 |
76.760 |
77.370 |
76.760 |
77.370 |
+0.820 |
15 |
2,046 |
+5 |
Jun10 |
090924 |
77.685 |
77.685 |
77.685 |
77.685 |
+0.820 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,544 |
34,283 |
+579 |
Australian Dollar(CME) |
Dec09 |
090924 |
86.19 |
87.15 |
85.65 |
85.96 |
-1.03 |
63,251 |
110,541 |
+463 |
Mar10 |
090924 |
86.02 |
86.39 |
84.96 |
85.24 |
-1.04 |
116 |
163 |
+56 |
Jun10 |
090924 |
84.42 |
85.44 |
84.42 |
84.42 |
-1.02 |
|
|
|
Total Volume and Open Interest |
63,367 |
110,719 |
+519 |
British Pound(CME) |
Dec09 |
090924 |
163.30 |
164.16 |
160.21 |
160.60 |
-3.56 |
117,524 |
79,622 |
+1,787 |
Mar10 |
090924 |
163.52 |
164.19 |
160.27 |
160.61 |
-3.58 |
95 |
214 |
-59 |
Jun10 |
090924 |
160.62 |
164.18 |
160.60 |
160.62 |
-3.56 |
4 |
6 |
+4 |
Total Volume and Open Interest |
117,623 |
79,862 |
+1,732 |
Canadian Dollar(CME) |
Dec09 |
090924 |
92.88 |
93.40 |
91.34 |
91.74 |
-1.78 |
55,216 |
89,737 |
+2,043 |
Mar10 |
090924 |
92.97 |
93.54 |
91.35 |
91.73 |
-1.77 |
49 |
1,255 |
+10 |
Jun10 |
090924 |
92.85 |
93.50 |
91.35 |
91.72 |
-1.78 |
3 |
284 |
+0 |
Sep10 |
090924 |
92.06 |
93.47 |
91.33 |
91.68 |
-1.79 |
5 |
365 |
+3 |
Total Volume and Open Interest |
55,279 |
91,672 |
+2,059 |
Japanese Yen(CME) |
Dec09 |
090924 |
109.39 |
110.74 |
109.19 |
109.59 |
-0.15 |
75,322 |
116,407 |
-3,116 |
Mar10 |
090924 |
110.64 |
110.80 |
109.34 |
109.69 |
-0.14 |
9 |
79 |
+8 |
Jun10 |
090924 |
109.83 |
110.78 |
109.68 |
109.83 |
-0.14 |
0 |
1 |
+0 |
Total Volume and Open Interest |
75,331 |
116,508 |
-3,108 |
Swiss Franc(CME) |
Dec09 |
090924 |
97.12 |
98.02 |
96.91 |
97.13 |
-0.70 |
33,810 |
51,856 |
-140 |
Mar10 |
090924 |
97.22 |
98.07 |
97.04 |
97.22 |
-0.71 |
3 |
88 |
+2 |
Jun10 |
090924 |
97.35 |
98.08 |
97.35 |
97.35 |
-0.73 |
|
|
|
Total Volume and Open Interest |
33,813 |
51,945 |
-138 |
EuroFX(CME) |
Dec09 |
090924 |
146.99 |
148.02 |
146.27 |
146.53 |
-1.44 |
229,402 |
165,128 |
+5,032 |
Mar10 |
090924 |
147.60 |
147.98 |
146.27 |
146.52 |
-1.44 |
85 |
640 |
+31 |
Jun10 |
090924 |
146.51 |
147.95 |
146.51 |
146.51 |
-1.44 |
0 |
53 |
+0 |
Total Volume and Open Interest |
229,487 |
165,827 |
+5,063 |
Mexican Peso(CME) |
Oct09 |
090924 |
735.2 |
747.0 |
735.2 |
735.2 |
-11.8 |
|
|
|
Nov09 |
090924 |
732.2 |
744.0 |
732.2 |
732.2 |
-11.8 |
|
|
|
Total Volume and Open Interest |
12,991 |
50,554 |
+19 |
Brazilian Real(CME) |
Oct09 |
090924 |
553.90 |
560.40 |
553.90 |
553.90 |
-6.50 |
|
|
|
Nov09 |
090924 |
550.75 |
558.40 |
550.75 |
550.75 |
-7.65 |
|
|
|
Dec09 |
090924 |
546.50 |
546.50 |
546.50 |
546.50 |
-8.00 |
540 |
3,190 |
+198 |
Jan10 |
090924 |
544.80 |
552.55 |
544.80 |
544.80 |
-7.75 |
|
|
|
Total Volume and Open Interest |
540 |
3,190 |
+198 |
30-Year T-Bonds(CBOT) |
Dec09 |
090924 |
119~200 |
120~100 |
119~130 |
119~310 |
+0~090 |
251,286 |
727,300 |
-11,221 |
Mar10 |
090924 |
119~070 |
119~200 |
118~310 |
119~100 |
+0~110 |
25 |
155 |
+1 |
Jun10 |
090924 |
118~100 |
118~100 |
117~310 |
118~100 |
+0~110 |
0 |
3 |
+0 |
Total Volume and Open Interest |
251,311 |
727,458 |
-11,220 |
10-Year T-Notes(CBOT) |
Dec09 |
090924 |
117~125 |
117~300 |
117~085 |
117~225 |
+0~085 |
853,440 |
1,099,501 |
+9,785 |
Mar10 |
090924 |
115~280 |
116~135 |
115~280 |
116~115 |
-0~020 |
10 |
0 |
+0 |
Jun10 |
090924 |
115~115 |
115~135 |
115~115 |
115~115 |
-0~020 |
|
|
|
Total Volume and Open Interest |
853,450 |
1,099,501 |
+9,785 |
5-Year T-Notes(CBOT) |
Sep09 |
090924 |
116~117 |
117~007 |
116~111 |
117~003 |
+0~020 |
1,113 |
12,774 |
+208 |
Dec09 |
090924 |
115~080 |
115~109 |
115~080 |
115~103 |
+0~023 |
467,228 |
787,676 |
-1,998 |
Mar10 |
090924 |
115~095 |
115~095 |
115~072 |
115~095 |
+0~023 |
|
|
|
Total Volume and Open Interest |
468,341 |
800,450 |
-1,790 |
2 Year T-Notes(CBOT) |
Sep09 |
090924 |
109~010 |
109~015 |
109~010 |
109~014 |
+0~004 |
8,622 |
23,157 |
+1,599 |
Dec09 |
090924 |
108~057 |
108~067 |
108~057 |
108~065 |
+0~008 |
134,053 |
754,837 |
+4,956 |
Mar10 |
090924 |
108~065 |
108~065 |
108~057 |
108~065 |
+0~008 |
|
|
|
Total Volume and Open Interest |
142,675 |
777,994 |
+6,555 |
Eurodollars(CME) |
Dec09 |
090924 |
99.600 |
99.625 |
99.595 |
99.605 |
-0.005 |
224,306 |
960,769 |
+2,174 |
Mar10 |
090924 |
99.415 |
99.425 |
99.400 |
99.405 |
-0.020 |
266,417 |
966,059 |
-11,759 |
Jun10 |
090924 |
99.090 |
99.105 |
99.055 |
99.090 |
-0.005 |
301,962 |
813,923 |
-13,176 |
Sep10 |
090924 |
98.700 |
98.740 |
98.660 |
98.720 |
+0.025 |
258,839 |
675,258 |
+10,871 |
Dec10 |
090924 |
98.285 |
98.360 |
98.250 |
98.335 |
+0.055 |
295,482 |
815,253 |
-8,622 |
Mar11 |
090924 |
97.910 |
97.995 |
97.870 |
97.975 |
+0.080 |
199,852 |
454,129 |
+7,037 |
Jun11 |
090924 |
97.535 |
97.645 |
97.515 |
97.620 |
+0.095 |
166,184 |
452,730 |
+7,420 |
Sep11 |
090924 |
97.220 |
97.320 |
97.190 |
97.300 |
+0.100 |
112,339 |
272,857 |
-1,371 |
Dec11 |
090924 |
96.905 |
97.015 |
96.885 |
96.985 |
+0.100 |
65,163 |
200,420 |
+3,329 |
Mar12 |
090924 |
96.665 |
96.755 |
96.640 |
96.730 |
+0.090 |
57,009 |
154,787 |
+4,438 |
Jun12 |
090924 |
96.415 |
96.520 |
96.410 |
96.495 |
+0.085 |
48,893 |
131,932 |
+4,628 |
Sep12 |
090924 |
96.235 |
96.335 |
96.235 |
96.310 |
+0.085 |
31,715 |
77,884 |
+665 |
Dec12 |
090924 |
96.085 |
96.160 |
96.060 |
96.135 |
+0.085 |
9,152 |
52,397 |
-202 |
Mar13 |
090924 |
95.940 |
96.045 |
95.935 |
96.020 |
+0.085 |
8,713 |
59,425 |
+194 |
Jun13 |
090924 |
95.850 |
95.920 |
95.820 |
95.900 |
+0.085 |
5,579 |
31,810 |
+237 |
Sep13 |
090924 |
95.720 |
95.810 |
95.710 |
95.790 |
+0.085 |
5,755 |
44,318 |
+312 |
Dec13 |
090924 |
95.625 |
95.690 |
95.595 |
95.675 |
+0.085 |
3,250 |
27,501 |
-486 |
Mar14 |
090924 |
95.555 |
95.620 |
95.515 |
95.605 |
+0.085 |
2,523 |
24,704 |
+77 |
Total Volume and Open Interest |
2,103,453 |
6,458,224 |
+10,768 |
30 Day Federal Funds(CBOT) |
Sep09 |
090924 |
99.845 |
99.845 |
99.842 |
99.842 |
unch |
2,297 |
38,140 |
-226 |
Oct09 |
090924 |
99.835 |
99.840 |
99.830 |
99.835 |
+0.005 |
5,897 |
52,158 |
+1,444 |
Nov09 |
090924 |
99.820 |
99.830 |
99.820 |
99.825 |
+0.005 |
4,396 |
64,397 |
-498 |
Dec09 |
090924 |
99.820 |
99.830 |
99.820 |
99.820 |
unch |
5,765 |
62,313 |
+916 |
Jan10 |
090924 |
99.805 |
99.805 |
99.805 |
99.805 |
unch |
7,692 |
46,535 |
-906 |
Feb10 |
090924 |
99.745 |
99.765 |
99.745 |
99.750 |
+0.005 |
8,922 |
57,865 |
-1,370 |
Total Volume and Open Interest |
52,131 |
444,409 |
-797 |
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 |
090924 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
0 |
932 |
+0 |
Mar10 |
090924 |
99.565 |
99.565 |
99.565 |
99.565 |
+0.015 |
0 |
814 |
+0 |
Jun10 |
090924 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Sep10 |
090924 |
99.530 |
99.530 |
99.530 |
99.530 |
+0.010 |
|
|
|
Dec10 |
090924 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Mar11 |
090924 |
99.400 |
99.400 |
99.400 |
99.400 |
unch |
|
|
|
Jun11 |
090924 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Sep11 |
090924 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Dec11 |
090924 |
99.145 |
99.145 |
99.145 |
99.145 |
unch |
|
|
|
Mar12 |
090924 |
99.110 |
99.110 |
99.110 |
99.110 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,746 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec09 |
090924 |
99.51 |
99.52 |
99.51 |
99.52 |
unch |
250 |
5,837 |
+159 |
Mar10 |
090924 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
0 |
4,146 |
+0 |
Jun10 |
090924 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
2,052 |
+0 |
Sep10 |
090924 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
1,084 |
+0 |
Dec10 |
090924 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
574 |
+0 |
Mar11 |
090924 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
0 |
562 |
+0 |
Jun11 |
090924 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
52 |
+0 |
Sep11 |
090924 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
51 |
+0 |
Total Volume and Open Interest |
250 |
15,830 |
+159 |
Japanese Gov't Bonds(SGX) |
Dec09 |
090924 |
138.65 |
138.92 |
138.60 |
138.89 |
+0.31 |
1,593 |
14,323 |
+745 |
Mar10 |
090924 |
138.66 |
138.66 |
138.66 |
138.66 |
+0.31 |
|
|
|
Jun10 |
090924 |
138.66 |
138.66 |
138.66 |
138.66 |
+0.31 |
|
|
|
Total Volume and Open Interest |
1,593 |
14,323 |
+745 |
Euro-Bund(EUREX) |
Dec09 |
090924 |
120.80 |
121.22 |
120.66 |
121.12 |
+0.64 |
715,742 |
918,258 |
+13,368 |
Mar10 |
090924 |
120.57 |
120.80 |
120.34 |
120.80 |
+0.68 |
1,176 |
90 |
+3 |
Jun10 |
090924 |
120.52 |
120.52 |
120.52 |
120.52 |
+0.64 |
0 |
1 |
+0 |
Total Volume and Open Interest |
716,918 |
918,349 |
+13,371 |
Euro-Bobl(EUREX) |
Dec09 |
090924 |
115.22 |
115.46 |
115.16 |
115.40 |
+0.38 |
498,686 |
722,370 |
+49,836 |
Mar10 |
090924 |
115.06 |
115.18 |
114.90 |
115.14 |
+0.44 |
729 |
1,101 |
+600 |
Jun10 |
090924 |
114.70 |
114.70 |
114.70 |
114.70 |
+0.38 |
|
|
|
Total Volume and Open Interest |
499,415 |
723,471 |
+50,436 |
3-Mth Euribor(EUREX) |
Sep09 |
090914 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
5,624 |
14,192 |
-2,056 |
Dec09 |
090924 |
99.305 |
99.315 |
99.300 |
99.300 |
+0.005 |
51 |
15,425 |
-27 |
Mar10 |
090924 |
99.140 |
99.140 |
99.130 |
99.130 |
+0.020 |
0 |
5,292 |
-1 |
Total Volume and Open Interest |
107 |
28,893 |
+10 |
Long Gilt(LIFFE) |
Sep09 |
090924 |
118~31 |
119~07 |
118~25 |
119~07 |
+0~19 |
800 |
17,621 |
-462 |
Dec09 |
090924 |
117~10 |
117~19 |
117~01 |
117~17 |
+0~20 |
72,623 |
241,368 |
+1,694 |
Total Volume and Open Interest |
73,423 |
258,989 |
+1,232 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
090924 |
99.49 |
99.52 |
99.46 |
99.48 |
unch |
118,971 |
438,514 |
-8,321 |
Mar10 |
090924 |
99.19 |
99.22 |
99.18 |
99.20 |
+0.03 |
126,094 |
386,526 |
+14,893 |
Jun10 |
090924 |
98.71 |
98.73 |
98.67 |
98.71 |
+0.06 |
104,601 |
368,699 |
+5,568 |
Sep10 |
090924 |
98.11 |
98.20 |
98.10 |
98.17 |
+0.10 |
92,955 |
272,733 |
-7,823 |
Dec10 |
090924 |
97.55 |
97.66 |
97.53 |
97.63 |
+0.12 |
83,565 |
279,770 |
-5,630 |
Mar11 |
090924 |
97.08 |
97.21 |
97.05 |
97.17 |
+0.14 |
59,022 |
206,979 |
+4,736 |
Total Volume and Open Interest |
686,649 |
2,399,968 |
+11,363 |
3-Mth Euribor(LIFFE) |
Dec09 |
090924 |
99.305 |
99.320 |
99.295 |
99.300 |
+0.005 |
102,030 |
673,299 |
-12,595 |
Mar10 |
090924 |
99.135 |
99.150 |
99.120 |
99.130 |
+0.020 |
96,929 |
493,147 |
+2,487 |
Jun10 |
090924 |
98.840 |
98.860 |
98.825 |
98.850 |
+0.045 |
99,018 |
478,903 |
+4,907 |
Total Volume and Open Interest |
653,521 |
3,132,293 |
+4,814 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
090924 |
96.29 |
96.33 |
96.26 |
96.29 |
unch |
12,297 |
323,159 |
+4,748 |
Mar10 |
090924 |
95.64 |
95.69 |
95.60 |
95.68 |
+0.03 |
5,109 |
173,563 |
-182 |
Jun10 |
090924 |
95.12 |
95.16 |
95.05 |
95.14 |
+0.02 |
4,688 |
100,870 |
+1,678 |
Sep10 |
090924 |
94.77 |
94.81 |
94.71 |
94.79 |
+0.02 |
2,409 |
69,501 |
+752 |
Dec10 |
090924 |
94.55 |
94.58 |
94.52 |
94.55 |
+0.01 |
1,585 |
45,091 |
-610 |
Mar11 |
090924 |
94.38 |
94.42 |
94.34 |
94.37 |
+0.01 |
785 |
24,951 |
+500 |
Jun11 |
090924 |
94.21 |
94.24 |
94.17 |
94.20 |
+0.01 |
927 |
16,893 |
-626 |
Sep11 |
090924 |
94.01 |
94.09 |
94.01 |
94.05 |
+0.02 |
291 |
9,624 |
+177 |
Dec11 |
090924 |
93.89 |
93.90 |
93.89 |
93.90 |
+0.02 |
42 |
3,799 |
+10 |
Mar12 |
090924 |
93.76 |
93.77 |
93.76 |
93.77 |
+0.04 |
17 |
1,436 |
+17 |
Total Volume and Open Interest |
28,150 |
769,428 |
+6,415 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
090924 |
94.58 |
94.64 |
94.52 |
94.63 |
+0.06 |
17,604 |
305,510 |
+3,503 |
Mar10 |
090924 |
94.63 |
94.63 |
94.63 |
94.63 |
+0.06 |
|
|
|
Total Volume and Open Interest |
17,604 |
305,510 |
+3,503 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
090924 |
95.04 |
95.11 |
94.97 |
95.08 |
+0.03 |
69,707 |
342,450 |
-14,254 |
Mar10 |
090924 |
95.08 |
95.08 |
95.08 |
95.08 |
+0.03 |
|
|
|
Total Volume and Open Interest |
69,707 |
342,450 |
-14,254 |
Gold(CMX) |
Oct09 |
090924 |
1007.6 |
1019.8 |
990.7 |
997.6 |
-15.5 |
9,995 |
16,705 |
-1,370 |
Dec09 |
090924 |
1008.7 |
1021.0 |
991.3 |
998.9 |
-15.5 |
111,428 |
340,458 |
+4,670 |
Feb10 |
090924 |
1010.2 |
1021.0 |
992.9 |
1000.0 |
-15.7 |
1,578 |
21,853 |
-226 |
Apr10 |
090924 |
1014.4 |
1021.4 |
993.9 |
1001.0 |
-15.8 |
723 |
22,273 |
-112 |
Jun10 |
090924 |
1013.6 |
1022.5 |
997.0 |
1002.2 |
-16.0 |
504 |
12,747 |
+216 |
Aug10 |
090924 |
1021.3 |
1021.3 |
1000.0 |
1003.6 |
-16.2 |
136 |
7,329 |
+139 |
Oct10 |
090924 |
1005.3 |
1005.3 |
1005.3 |
1005.3 |
-16.3 |
42 |
3,831 |
+0 |
Dec10 |
090924 |
1007.4 |
1007.4 |
1007.4 |
1007.4 |
-16.5 |
313 |
12,372 |
+107 |
Feb11 |
090924 |
1006.6 |
1010.0 |
1006.5 |
1010.0 |
-16.8 |
0 |
1,012 |
+0 |
Apr11 |
090924 |
1012.9 |
1012.9 |
1012.9 |
1012.9 |
-17.2 |
0 |
447 |
+0 |
Jun11 |
090924 |
1016.1 |
1016.1 |
1016.1 |
1016.1 |
-17.6 |
0 |
9,130 |
+0 |
Total Volume and Open Interest |
125,210 |
470,612 |
+3,467 |
Silver(CMX) |
Sep09 |
090924 |
1677.5 |
1677.5 |
1626.0 |
1627.3 |
-61.5 |
13 |
155 |
-10 |
Dec09 |
090924 |
1680.0 |
1704.5 |
1618.5 |
1629.5 |
-61.5 |
28,002 |
95,533 |
+427 |
Mar10 |
090924 |
1680.0 |
1706.5 |
1630.0 |
1632.6 |
-61.8 |
819 |
13,493 |
+250 |
May10 |
090924 |
1638.5 |
1638.5 |
1634.3 |
1634.3 |
-62.1 |
11 |
2,319 |
+4 |
Jul10 |
090924 |
1696.5 |
1696.5 |
1635.0 |
1636.2 |
-62.2 |
40 |
2,817 |
+32 |
Sep10 |
090924 |
1697.5 |
1697.5 |
1638.1 |
1638.1 |
-62.2 |
5 |
2,921 |
+4 |
Dec10 |
090924 |
1697.0 |
1697.0 |
1638.5 |
1641.5 |
-62.7 |
14 |
3,501 |
+124 |
Total Volume and Open Interest |
28,974 |
129,030 |
+846 |
Platinum(NYMEX) |
Oct09 |
090924 |
1323.5 |
1332.3 |
1298.6 |
1308.5 |
-19.3 |
3,814 |
13,117 |
-2,053 |
Jan10 |
090924 |
1330.0 |
1337.2 |
1304.2 |
1313.7 |
-19.1 |
2,829 |
17,142 |
+2,185 |
Apr10 |
090924 |
1338.0 |
1338.0 |
1317.6 |
1319.2 |
-19.1 |
50 |
193 |
+50 |
Total Volume and Open Interest |
6,693 |
30,452 |
+182 |
Palladium(NYMEX) |
Sep09 |
090924 |
301.85 |
301.85 |
297.55 |
297.55 |
+0.25 |
2 |
287 |
+2 |
Dec09 |
090924 |
297.50 |
303.55 |
294.00 |
297.90 |
+0.25 |
2,677 |
20,662 |
-1,989 |
Mar10 |
090924 |
300.00 |
300.00 |
296.75 |
298.90 |
+0.25 |
5 |
249 |
+4 |
Total Volume and Open Interest |
2,685 |
21,199 |
-1,982 |
Copper(CMX) |
Sep09 |
090924 |
276.00 |
276.60 |
267.70 |
269.95 |
-9.70 |
406 |
1,036 |
-277 |
Dec09 |
090924 |
276.00 |
280.20 |
268.60 |
270.95 |
-9.85 |
19,664 |
84,967 |
+342 |
Mar10 |
090924 |
278.95 |
280.30 |
270.00 |
272.35 |
-9.95 |
1,180 |
14,206 |
+482 |
May10 |
090924 |
275.55 |
275.55 |
271.95 |
272.60 |
-9.95 |
145 |
2,369 |
+65 |
Jul10 |
090924 |
272.70 |
272.90 |
272.30 |
272.30 |
-9.95 |
24 |
2,006 |
+12 |
Total Volume and Open Interest |
22,136 |
117,769 |
+521 |
DJIA Index(CBOT) |
Dec09 |
090924 |
9700 |
9754 |
9600 |
9635 |
-82 |
863 |
7,892 |
-30 |
Mar10 |
090924 |
9690 |
9690 |
9565 |
9576 |
-83 |
54 |
834 |
+20 |
Jun10 |
090924 |
9520 |
9602 |
9520 |
9520 |
-82 |
|
|
|
Sep10 |
090924 |
9465 |
9547 |
9465 |
9465 |
-82 |
|
|
|
Total Volume and Open Interest |
917 |
8,726 |
-10 |
E-mini DJIA Index(CBOT) |
Sep09 |
090918 |
9800 |
9859 |
9745 |
9854 |
+55 |
|
|
|
Dec09 |
090924 |
9713 |
9757 |
9600 |
9635 |
-82 |
151,358 |
64,440 |
+476 |
Mar10 |
090924 |
9640 |
9665 |
9545 |
9576 |
-83 |
89 |
196 |
+30 |
Jun10 |
090924 |
9520 |
9520 |
9520 |
9520 |
-82 |
0 |
2 |
+0 |
Total Volume and Open Interest |
151,447 |
64,638 |
+506 |
S & P 500(CME) |
Dec09 |
090924 |
1058.60 |
1058.60 |
1043.40 |
1044.60 |
-14.30 |
15,054 |
362,330 |
+1,007 |
Mar10 |
090924 |
1042.00 |
1055.50 |
1037.50 |
1039.80 |
-14.70 |
22 |
4,277 |
+14 |
Jun10 |
090924 |
1036.00 |
1051.70 |
1033.70 |
1036.00 |
-14.70 |
0 |
177 |
+0 |
Sep10 |
090924 |
1033.00 |
1048.70 |
1030.70 |
1033.00 |
-14.70 |
|
|
|
Total Volume and Open Interest |
15,076 |
366,789 |
+1,021 |
S & P 500 E-Mini(Globex) |
Dec09 |
090924 |
1058.50 |
1064.00 |
1041.00 |
1044.25 |
-14.75 |
2,129,823 |
2,292,316 |
+10,327 |
Mar10 |
090924 |
1054.25 |
1059.00 |
1036.75 |
1039.75 |
-14.75 |
1,007 |
1,315 |
+66 |
Total Volume and Open Interest |
2,130,832 |
2,293,642 |
+10,395 |
NASDAQ 100(CME) |
Dec09 |
090924 |
1722.00 |
1736.80 |
1696.50 |
1699.50 |
-26.00 |
973 |
17,803 |
-87 |
Mar10 |
090924 |
1705.00 |
1705.00 |
1697.50 |
1697.50 |
-26.30 |
0 |
1 |
+0 |
Jun10 |
090924 |
1696.50 |
1702.80 |
1696.50 |
1696.50 |
-26.30 |
|
|
|
Total Volume and Open Interest |
973 |
17,804 |
-87 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
090924 |
1724.30 |
1724.30 |
1696.00 |
1696.30 |
-29.20 |
311,914 |
289,270 |
+1,496 |
Mar10 |
090924 |
1723.80 |
1734.00 |
1694.80 |
1697.50 |
-26.30 |
27 |
74 |
+3 |
Total Volume and Open Interest |
311,941 |
289,345 |
+1,499 |
S & P Midcap 400(CME) |
Dec09 |
090924 |
694.00 |
695.50 |
676.50 |
679.30 |
-13.90 |
27 |
2,418 |
-7 |
Mar10 |
090924 |
677.30 |
678.70 |
677.30 |
677.30 |
-13.90 |
|
|
|
Jun10 |
090924 |
675.30 |
676.70 |
675.30 |
675.30 |
-13.90 |
|
|
|
Total Volume and Open Interest |
27 |
2,418 |
-7 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
090924 |
10385 |
10535 |
10360 |
10400 |
unch |
8,251 |
34,652 |
+1,181 |
Mar10 |
090924 |
10425 |
10480 |
10425 |
10425 |
unch |
|
|
|
Total Volume and Open Interest |
8,251 |
34,652 |
+1,181 |
Nikkei 225(SGX) |
Dec09 |
090924 |
10340 |
10525 |
10330 |
10445 |
+100 |
93,983 |
173,059 |
+4,685 |
Mar10 |
090924 |
10470 |
10470 |
10470 |
10470 |
+105 |
0 |
516 |
+0 |
Jun10 |
090924 |
10490 |
10490 |
10490 |
10490 |
+105 |
0 |
320 |
+0 |
Total Volume and Open Interest |
94,234 |
180,455 |
+4,685 |
CAC 40(EURONEXT) |
Oct09 |
090924 |
3808.5 |
3852.5 |
3748.0 |
3758.5 |
-64.0 |
83,053 |
375,056 |
+9,260 |
Nov09 |
090924 |
3794.0 |
3825.0 |
3744.0 |
3744.0 |
-64.0 |
26 |
304 |
+14 |
Dec09 |
090924 |
3786.0 |
3828.5 |
3728.0 |
3736.0 |
-64.5 |
362 |
38,718 |
+100 |
Total Volume and Open Interest |
83,441 |
415,130 |
+9,374 |
Hang Seng Index(HKFE) |
Sep09 |
090924 |
21433 |
21466 |
20937 |
20965 |
-605 |
58,520 |
86,252 |
-3,016 |
Oct09 |
090924 |
21450 |
21452 |
20930 |
20950 |
-610 |
5,459 |
8,292 |
+3,192 |
Total Volume and Open Interest |
64,130 |
99,153 |
+251 |
DAX(EUREX) |
Sep09 |
090918 |
5720.0 |
5744.5 |
5702.5 |
5736.5 |
-1.0 |
174,565 |
53,021 |
-20,970 |
Dec09 |
090924 |
5679.0 |
5744.0 |
5585.5 |
5613.5 |
-82.5 |
130,925 |
159,292 |
+164 |
Mar10 |
090924 |
5683.5 |
5742.0 |
5591.0 |
5616.0 |
-83.0 |
979 |
4,899 |
+282 |
Total Volume and Open Interest |
132,097 |
164,540 |
+513 |
FT-SE 100(EURONEXT) |
Dec09 |
090924 |
5092.00 |
5139.00 |
5036.00 |
5056.00 |
-51.50 |
103,287 |
625,444 |
+2,956 |
Mar10 |
090924 |
5040.00 |
5088.50 |
5009.00 |
5009.00 |
-52.00 |
138 |
1,601 |
+7 |
Jun10 |
090924 |
4966.50 |
4966.50 |
4966.50 |
4966.50 |
-51.50 |
186 |
529 |
+186 |
Total Volume and Open Interest |
103,611 |
627,574 |
+3,149 |
SPI 200(SFE) |
Sep09 |
090917 |
4665.0 |
4722.0 |
4664.0 |
4691.0 |
+29.0 |
9,454 |
76,269 |
-102,815 |
Dec09 |
090924 |
4740.0 |
4773.0 |
4699.0 |
4727.0 |
-20.0 |
31,623 |
229,768 |
+10,288 |
Mar10 |
090924 |
4750.0 |
4750.0 |
4713.0 |
4715.0 |
-20.0 |
39 |
4,546 |
+1 |
Total Volume and Open Interest |
31,814 |
235,875 |
+10,438 |
GSCI(CME) |
Oct09 |
090924 |
451.75 |
452.00 |
439.00 |
439.00 |
-18.00 |
355 |
16,698 |
+158 |
Nov09 |
090924 |
446.50 |
462.05 |
446.50 |
446.50 |
-15.50 |
0 |
10 |
+0 |
Dec09 |
090924 |
456.50 |
468.55 |
453.50 |
453.50 |
-15.00 |
|
|
|
Total Volume and Open Interest |
355 |
16,708 |
+158 |
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. |
|
|