|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 25, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
090925 |
919.00 |
931.75 |
916.00 |
926.00 |
+6.50 |
67,080 |
244,449 |
-2,412 |
Jan10 |
090925 |
924.50 |
935.75 |
920.75 |
931.00 |
+6.50 |
9,175 |
71,726 |
+2,150 |
Mar10 |
090925 |
928.50 |
937.50 |
921.00 |
932.00 |
+5.50 |
3,295 |
33,085 |
+273 |
May10 |
090925 |
926.75 |
936.50 |
920.50 |
931.00 |
+4.50 |
3,541 |
26,216 |
+1,021 |
Jul10 |
090925 |
927.75 |
936.75 |
922.00 |
932.50 |
+4.00 |
5,209 |
30,089 |
+304 |
Aug10 |
090925 |
925.75 |
927.00 |
924.00 |
927.00 |
+3.00 |
66 |
309 |
-13 |
Sep10 |
090925 |
909.75 |
916.25 |
909.75 |
915.00 |
+5.00 |
55 |
137 |
+10 |
Nov10 |
090925 |
900.00 |
910.00 |
896.00 |
906.50 |
+5.50 |
4,929 |
31,449 |
+685 |
Jan11 |
090925 |
906.00 |
912.00 |
906.00 |
912.00 |
+6.00 |
0 |
211 |
+0 |
Mar11 |
090925 |
915.00 |
915.00 |
908.00 |
914.00 |
+6.00 |
0 |
41 |
+0 |
May11 |
090925 |
916.00 |
916.00 |
909.00 |
916.00 |
+7.00 |
0 |
2 |
+0 |
Jul11 |
090925 |
917.00 |
917.00 |
910.00 |
917.00 |
+7.00 |
1 |
15 |
-1 |
Aug11 |
090925 |
914.00 |
914.00 |
908.00 |
914.00 |
+6.00 |
|
|
|
Sep11 |
090925 |
913.00 |
913.00 |
907.00 |
913.00 |
+6.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
93,374 |
438,931 |
+2,014 |
Soybean Meal(CBOT) |
Oct09 |
090925 |
284.00 |
289.20 |
283.20 |
289.20 |
+5.20 |
10,076 |
20,401 |
-1,590 |
Dec09 |
090925 |
279.00 |
284.00 |
278.50 |
283.90 |
+4.50 |
23,082 |
71,310 |
+265 |
Jan10 |
090925 |
277.40 |
281.80 |
276.30 |
281.60 |
+4.20 |
1,383 |
12,576 |
+209 |
Mar10 |
090925 |
275.00 |
279.00 |
273.70 |
279.00 |
+3.80 |
965 |
13,586 |
-53 |
May10 |
090925 |
273.50 |
277.50 |
272.50 |
277.10 |
+3.40 |
1,445 |
13,537 |
+573 |
Jul10 |
090925 |
274.70 |
277.80 |
273.50 |
277.70 |
+3.20 |
1,678 |
9,273 |
+207 |
Aug10 |
090925 |
276.20 |
277.80 |
274.50 |
277.80 |
+3.30 |
238 |
2,353 |
+112 |
Sep10 |
090925 |
273.10 |
275.80 |
272.20 |
275.80 |
+3.10 |
395 |
2,429 |
+47 |
Oct10 |
090925 |
266.00 |
268.50 |
265.50 |
268.50 |
+3.50 |
110 |
2,015 |
+39 |
Dec10 |
090925 |
264.90 |
267.60 |
264.00 |
267.60 |
+3.40 |
685 |
6,446 |
+64 |
Total Volume and Open Interest |
40,057 |
154,528 |
-127 |
Soybean Oil(CBOT) |
Oct09 |
090925 |
34.15 |
34.35 |
33.00 |
34.04 |
-0.05 |
12,312 |
19,759 |
-2,861 |
Dec09 |
090925 |
34.47 |
34.76 |
34.21 |
34.44 |
-0.03 |
35,919 |
119,938 |
+1,126 |
Jan10 |
090925 |
34.97 |
35.12 |
34.64 |
34.82 |
-0.03 |
3,762 |
27,417 |
+340 |
Mar10 |
090925 |
35.26 |
35.37 |
34.92 |
35.11 |
-0.03 |
1,845 |
15,750 |
+382 |
May10 |
090925 |
35.48 |
35.63 |
35.12 |
35.32 |
-0.02 |
1,234 |
9,800 |
-277 |
Jul10 |
090925 |
35.71 |
35.75 |
35.30 |
35.50 |
-0.01 |
568 |
9,570 |
+48 |
Aug10 |
090925 |
35.50 |
35.59 |
35.50 |
35.59 |
-0.01 |
15 |
866 |
-1 |
Sep10 |
090925 |
35.55 |
35.68 |
35.55 |
35.68 |
-0.01 |
58 |
503 |
+46 |
Oct10 |
090925 |
35.55 |
35.77 |
35.55 |
35.77 |
-0.01 |
30 |
458 |
+26 |
Dec10 |
090925 |
35.94 |
36.17 |
35.70 |
35.90 |
unch |
578 |
10,159 |
+203 |
Total Volume and Open Interest |
56,331 |
214,232 |
-958 |
Canola(WCE) |
Nov09 |
090925 |
386.4 |
389.6 |
384.0 |
386.6 |
+0.2 |
8,344 |
65,284 |
+307 |
Jan10 |
090925 |
388.8 |
394.0 |
388.8 |
391.6 |
+0.2 |
2,138 |
28,669 |
+1,072 |
Mar10 |
090925 |
391.6 |
396.9 |
391.6 |
394.6 |
+0.7 |
552 |
2,783 |
+358 |
May10 |
090925 |
393.3 |
394.7 |
393.3 |
394.7 |
-2.7 |
22 |
691 |
+21 |
Jul10 |
090925 |
400.1 |
400.7 |
400.1 |
400.7 |
+0.2 |
95 |
1,029 |
+45 |
Total Volume and Open Interest |
11,153 |
98,597 |
+1,805 |
Corn(CBOT) |
Dec09 |
090925 |
334.75 |
340.75 |
328.75 |
334.00 |
-2.50 |
117,260 |
514,480 |
-3,506 |
Mar10 |
090925 |
348.00 |
353.50 |
341.25 |
346.75 |
-3.00 |
17,280 |
155,491 |
-159 |
May10 |
090925 |
357.25 |
361.25 |
351.50 |
355.50 |
-3.00 |
4,052 |
34,375 |
+305 |
Jul10 |
090925 |
365.75 |
370.00 |
358.50 |
363.75 |
-3.25 |
5,400 |
65,749 |
+440 |
Sep10 |
090925 |
372.25 |
376.00 |
369.50 |
372.25 |
-3.25 |
1,598 |
12,965 |
-46 |
Dec10 |
090925 |
384.50 |
388.00 |
376.75 |
383.00 |
-3.00 |
8,921 |
73,805 |
+1,048 |
Mar11 |
090925 |
399.00 |
400.00 |
391.50 |
395.00 |
-3.00 |
62 |
2,130 |
+19 |
May11 |
090925 |
400.50 |
406.00 |
400.50 |
403.00 |
-3.00 |
7 |
232 |
+4 |
Jul11 |
090925 |
406.50 |
411.50 |
404.75 |
408.50 |
-3.00 |
7 |
1,547 |
-2 |
Sep11 |
090925 |
400.75 |
404.50 |
400.75 |
401.00 |
-3.50 |
5 |
201 |
+0 |
Total Volume and Open Interest |
154,664 |
867,426 |
-1,842 |
Wheat(CBOT) |
Dec09 |
090925 |
471.75 |
477.25 |
448.00 |
449.75 |
-23.25 |
46,192 |
206,139 |
+2,563 |
Mar10 |
090925 |
493.00 |
497.00 |
467.75 |
469.75 |
-23.00 |
15,945 |
49,557 |
+2,877 |
May10 |
090925 |
506.50 |
511.00 |
483.50 |
484.50 |
-22.25 |
12,970 |
8,071 |
+190 |
Jul10 |
090925 |
520.00 |
524.00 |
498.75 |
500.75 |
-18.50 |
14,913 |
46,333 |
+15 |
Sep10 |
090925 |
540.00 |
540.00 |
514.75 |
516.25 |
-18.00 |
238 |
761 |
+7 |
Dec10 |
090925 |
558.75 |
565.00 |
541.25 |
542.75 |
-16.00 |
5,609 |
21,052 |
+1,892 |
Total Volume and Open Interest |
95,934 |
333,100 |
+7,582 |
Wheat(KCBT) |
Dec09 |
090925 |
482.00 |
488.75 |
467.50 |
469.25 |
-14.50 |
12,028 |
61,882 |
+540 |
Mar10 |
090925 |
500.00 |
505.00 |
484.75 |
485.75 |
-14.50 |
3,132 |
21,561 |
-201 |
May10 |
090925 |
513.00 |
516.75 |
496.00 |
497.25 |
-14.50 |
584 |
4,959 |
+191 |
Jul10 |
090925 |
523.50 |
528.25 |
507.75 |
508.75 |
-14.75 |
4,542 |
17,085 |
+1,964 |
Sep10 |
090925 |
534.00 |
540.00 |
520.25 |
520.25 |
-14.75 |
67 |
986 |
+34 |
Dec10 |
090925 |
555.75 |
557.50 |
532.00 |
538.25 |
-14.50 |
4,462 |
16,147 |
+1,749 |
Total Volume and Open Interest |
24,834 |
122,821 |
+4,296 |
Wheat(MGE) |
Dec09 |
090925 |
499.00 |
509.25 |
485.00 |
486.75 |
-13.50 |
3,777 |
21,602 |
-741 |
Mar10 |
090925 |
515.00 |
525.00 |
501.50 |
503.00 |
-13.00 |
1,101 |
9,745 |
+142 |
May10 |
090925 |
527.00 |
533.25 |
515.00 |
515.50 |
-11.75 |
881 |
3,559 |
+334 |
Jul10 |
090925 |
541.50 |
549.00 |
526.50 |
527.00 |
-12.50 |
519 |
6,573 |
+301 |
Sep10 |
090925 |
552.00 |
557.75 |
538.25 |
538.75 |
-13.25 |
211 |
1,834 |
+80 |
Total Volume and Open Interest |
6,814 |
46,158 |
+397 |
Oats(CBOT) |
Dec09 |
090925 |
218.00 |
221.75 |
214.50 |
219.00 |
unch |
1,279 |
10,973 |
-438 |
Mar10 |
090925 |
231.75 |
234.75 |
229.50 |
232.50 |
unch |
765 |
3,155 |
+715 |
May10 |
090925 |
241.50 |
241.50 |
241.50 |
241.50 |
unch |
3 |
13 |
+0 |
Jul10 |
090925 |
251.00 |
251.00 |
251.00 |
251.00 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,047 |
14,146 |
+277 |
Rough Rice(CBOT) |
Nov09 |
090925 |
13.10 |
13.15 |
13.03 |
13.09 |
+0.02 |
565 |
8,013 |
+117 |
Jan10 |
090925 |
13.33 |
13.40 |
13.27 |
13.34 |
+0.03 |
78 |
1,260 |
+10 |
Mar10 |
090925 |
13.60 |
13.60 |
13.55 |
13.59 |
+0.03 |
62 |
1,023 |
+11 |
May10 |
090925 |
13.83 |
13.84 |
13.80 |
13.84 |
+0.03 |
34 |
409 |
-2 |
Total Volume and Open Interest |
817 |
11,128 |
+187 |
Live Cattle(CME) |
Oct09 |
090925 |
86.150 |
86.250 |
85.800 |
86.050 |
-0.050 |
6,027 |
37,137 |
-1,513 |
Dec09 |
090925 |
85.300 |
85.600 |
85.135 |
85.350 |
+0.065 |
14,513 |
116,685 |
+1,173 |
Feb10 |
090925 |
85.900 |
86.050 |
85.650 |
85.750 |
-0.150 |
4,745 |
49,230 |
+325 |
Apr10 |
090925 |
88.200 |
88.285 |
87.930 |
88.000 |
-0.285 |
1,577 |
34,493 |
+252 |
Jun10 |
090925 |
85.000 |
85.100 |
84.700 |
84.730 |
-0.405 |
294 |
13,760 |
+38 |
Aug10 |
090925 |
85.500 |
85.600 |
85.450 |
85.500 |
-0.250 |
120 |
2,235 |
+36 |
Total Volume and Open Interest |
27,432 |
256,735 |
+420 |
Feeder Cattle(CME) |
Oct09 |
090925 |
97.250 |
97.285 |
96.550 |
96.600 |
-0.535 |
1,178 |
6,258 |
-393 |
Nov09 |
090925 |
97.100 |
97.330 |
96.700 |
96.730 |
-0.555 |
1,502 |
12,411 |
+191 |
Jan10 |
090925 |
97.730 |
98.000 |
97.500 |
97.800 |
-0.200 |
839 |
4,498 |
+253 |
Mar10 |
090925 |
98.580 |
98.700 |
97.930 |
98.550 |
-0.235 |
98 |
1,365 |
+31 |
Apr10 |
090925 |
99.600 |
99.800 |
99.400 |
99.800 |
-0.300 |
15 |
445 |
-2 |
May10 |
090925 |
100.550 |
100.750 |
100.250 |
100.750 |
-0.150 |
54 |
865 |
+16 |
Aug10 |
090925 |
101.050 |
101.600 |
101.000 |
101.600 |
unch |
29 |
188 |
+4 |
Total Volume and Open Interest |
3,819 |
26,969 |
-26 |
Lean Hogs(CME) |
Oct09 |
090925 |
50.150 |
50.250 |
49.350 |
49.950 |
-0.285 |
4,178 |
16,006 |
-1,566 |
Dec09 |
090925 |
49.285 |
49.350 |
48.600 |
49.035 |
-0.315 |
6,106 |
71,279 |
+231 |
Feb10 |
090925 |
56.000 |
56.000 |
55.235 |
55.580 |
-0.520 |
1,307 |
27,624 |
+261 |
Apr10 |
090925 |
61.000 |
61.200 |
60.250 |
60.500 |
-0.535 |
692 |
14,862 |
+194 |
May10 |
090925 |
67.635 |
67.975 |
66.800 |
67.975 |
+0.175 |
20 |
916 |
-2 |
Jun10 |
090925 |
70.200 |
70.475 |
69.285 |
69.930 |
-0.570 |
400 |
8,045 |
-17 |
Jul10 |
090925 |
69.800 |
69.900 |
69.000 |
69.900 |
-0.050 |
52 |
2,116 |
+14 |
Aug10 |
090925 |
69.000 |
69.400 |
68.035 |
69.250 |
-0.250 |
13 |
1,394 |
-6 |
Total Volume and Open Interest |
12,772 |
142,887 |
-888 |
Class III Milk(CME) |
Sep09 |
090925 |
12.05 |
12.07 |
12.05 |
12.07 |
+0.01 |
20 |
3,661 |
+13 |
Oct09 |
090925 |
12.58 |
12.84 |
12.55 |
12.80 |
+0.25 |
147 |
3,842 |
+40 |
Nov09 |
090925 |
13.25 |
13.63 |
13.25 |
13.54 |
+0.18 |
168 |
3,906 |
+56 |
Dec09 |
090925 |
13.90 |
14.21 |
13.88 |
14.20 |
+0.24 |
122 |
3,952 |
-3 |
Jan10 |
090925 |
13.94 |
14.21 |
13.86 |
14.21 |
+0.21 |
95 |
1,759 |
+34 |
Total Volume and Open Interest |
724 |
24,497 |
+216 |
Cocoa(ICE) |
Dec09 |
090925 |
3055 |
3114 |
3035 |
3083 |
+17 |
7,146 |
59,232 |
-1,416 |
Mar10 |
090925 |
3061 |
3129 |
3060 |
3103 |
+19 |
1,191 |
36,044 |
+244 |
May10 |
090925 |
3081 |
3140 |
3081 |
3116 |
+17 |
275 |
10,714 |
-25 |
Jul10 |
090925 |
3076 |
3125 |
3076 |
3113 |
+20 |
67 |
4,492 |
+35 |
Sep10 |
090925 |
3113 |
3113 |
3113 |
3113 |
+21 |
17 |
3,585 |
+10 |
Dec10 |
090925 |
3113 |
3113 |
3113 |
3113 |
+19 |
12 |
2,020 |
+12 |
Mar11 |
090925 |
3109 |
3109 |
3109 |
3109 |
+21 |
0 |
3,813 |
+0 |
Total Volume and Open Interest |
8,708 |
124,082 |
-1,140 |
Coffee "C"(ICE) |
Dec09 |
090925 |
129.30 |
129.85 |
127.10 |
127.70 |
-1.60 |
15,872 |
65,095 |
-1,315 |
Mar10 |
090925 |
132.50 |
132.60 |
130.10 |
130.60 |
-1.65 |
2,799 |
19,871 |
+178 |
May10 |
090925 |
133.65 |
134.45 |
132.00 |
132.45 |
-1.60 |
491 |
9,081 |
+90 |
Jul10 |
090925 |
134.00 |
136.05 |
134.00 |
134.30 |
-1.50 |
293 |
2,701 |
-25 |
Sep10 |
090925 |
137.35 |
137.75 |
135.90 |
136.20 |
-1.40 |
66 |
3,470 |
+68 |
Dec10 |
090925 |
139.85 |
140.25 |
138.15 |
138.85 |
-1.40 |
10 |
1,987 |
+6 |
Total Volume and Open Interest |
19,531 |
102,870 |
-998 |
Orange Juice(ICE) |
Nov09 |
090925 |
91.05 |
91.25 |
90.40 |
90.90 |
-1.15 |
1,833 |
22,010 |
-315 |
Jan10 |
090925 |
94.30 |
94.50 |
93.90 |
94.40 |
-1.15 |
175 |
3,090 |
+90 |
Mar10 |
090925 |
97.50 |
98.00 |
97.50 |
98.00 |
-1.05 |
24 |
3,259 |
+1 |
May10 |
090925 |
101.55 |
101.55 |
101.55 |
101.55 |
-1.05 |
52 |
502 |
+40 |
Jul10 |
090925 |
104.55 |
104.55 |
104.55 |
104.55 |
-1.10 |
27 |
118 |
+27 |
Sep10 |
090925 |
106.20 |
106.20 |
106.20 |
106.20 |
-1.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,111 |
29,160 |
-157 |
Sugar #11(ICE) |
Oct09 |
090925 |
21.42 |
21.89 |
21.35 |
21.59 |
+0.15 |
27,628 |
60,488 |
-11,713 |
Mar10 |
090925 |
22.87 |
23.38 |
22.79 |
23.17 |
+0.25 |
59,364 |
347,854 |
+3,507 |
May10 |
090925 |
22.05 |
22.53 |
22.00 |
22.36 |
+0.34 |
5,491 |
77,153 |
-828 |
Jul10 |
090925 |
20.65 |
21.20 |
20.59 |
21.03 |
+0.36 |
3,560 |
117,925 |
+756 |
Oct10 |
090925 |
19.91 |
20.30 |
19.91 |
20.16 |
+0.30 |
1,056 |
82,549 |
+8 |
Total Volume and Open Interest |
98,109 |
784,337 |
-8,445 |
London Cocoa(LCE) |
Dec09 |
090925 |
2008 |
2060 |
2007 |
2035 |
+20 |
6,319 |
62,898 |
-138 |
Mar10 |
090925 |
2027 |
2074 |
2027 |
2050 |
+19 |
1,316 |
35,144 |
+93 |
May10 |
090925 |
2046 |
2087 |
2041 |
2066 |
+18 |
1,339 |
41,834 |
+518 |
Jul10 |
090925 |
2007 |
2040 |
2001 |
2019 |
+12 |
433 |
9,942 |
+81 |
Sep10 |
090925 |
2026 |
2026 |
2011 |
2011 |
+13 |
127 |
3,443 |
+0 |
Dec10 |
090925 |
2020 |
2020 |
2001 |
2001 |
+9 |
50 |
1,100 |
+50 |
Mar11 |
090925 |
2019 |
2020 |
1995 |
1995 |
+9 |
11 |
5,631 |
+0 |
Total Volume and Open Interest |
30,574 |
149,116 |
-8,087 |
London Sugar(LCE) |
Dec09 |
090925 |
568.00 |
580.00 |
566.00 |
577.70 |
+6.30 |
3,470 |
26,578 |
-163 |
Mar10 |
090925 |
583.80 |
598.70 |
582.20 |
596.60 |
+8.80 |
645 |
23,411 |
-161 |
May10 |
090925 |
574.10 |
587.90 |
574.10 |
584.90 |
+6.90 |
291 |
7,557 |
-58 |
Aug10 |
090925 |
551.50 |
559.00 |
551.50 |
557.80 |
+5.20 |
79 |
6,317 |
+18 |
Oct10 |
090925 |
530.50 |
534.00 |
529.00 |
534.00 |
+3.40 |
39 |
3,506 |
+6 |
Total Volume and Open Interest |
4,531 |
68,302 |
-358 |
Cotton(ICE) |
Oct09 |
090925 |
62.59 |
63.91 |
60.60 |
60.60 |
-2.46 |
28 |
92 |
-124 |
Dec09 |
090925 |
64.78 |
65.39 |
61.91 |
61.94 |
-2.87 |
6,511 |
107,034 |
+1,165 |
Mar10 |
090925 |
66.70 |
67.28 |
63.90 |
63.94 |
-2.69 |
1,187 |
29,386 |
+563 |
May10 |
090925 |
67.95 |
68.39 |
65.19 |
65.19 |
-2.66 |
119 |
3,184 |
+53 |
Jul10 |
090925 |
68.99 |
69.30 |
66.24 |
66.24 |
-2.61 |
18 |
3,830 |
-2 |
Oct10 |
090925 |
67.62 |
67.62 |
67.62 |
67.62 |
-2.13 |
0 |
70 |
+0 |
Total Volume and Open Interest |
7,881 |
147,918 |
+1,670 |
Lumber(CME) |
Nov09 |
090925 |
173.6 |
174.0 |
168.7 |
169.1 |
-4.8 |
266 |
6,396 |
-18 |
Jan10 |
090925 |
195.5 |
195.5 |
192.0 |
193.1 |
-2.9 |
37 |
2,561 |
+0 |
Mar10 |
090925 |
206.1 |
207.7 |
205.0 |
206.0 |
-0.6 |
2 |
157 |
+0 |
May10 |
090925 |
218.0 |
219.5 |
217.9 |
218.0 |
-2.5 |
0 |
15 |
+0 |
Total Volume and Open Interest |
305 |
9,132 |
-18 |
Crude Oil(NYM) |
Nov09 |
090925 |
65.92 |
67.09 |
65.05 |
66.02 |
+0.13 |
357,456 |
301,052 |
-3,577 |
Dec09 |
090925 |
66.45 |
67.45 |
65.55 |
66.42 |
+0.04 |
140,960 |
188,092 |
+7,416 |
Jan10 |
090925 |
67.03 |
67.82 |
66.10 |
66.90 |
-0.03 |
51,263 |
66,141 |
+3,584 |
Feb10 |
090925 |
67.65 |
68.25 |
66.82 |
67.40 |
-0.09 |
18,678 |
31,291 |
+3,835 |
Mar10 |
090925 |
68.15 |
68.63 |
67.46 |
67.99 |
-0.13 |
11,229 |
31,841 |
+445 |
Apr10 |
090925 |
69.11 |
69.48 |
68.38 |
68.62 |
-0.15 |
7,451 |
15,750 |
-6 |
May10 |
090925 |
69.95 |
69.95 |
68.84 |
69.26 |
-0.17 |
5,736 |
16,957 |
+827 |
Jun10 |
090925 |
70.56 |
70.70 |
69.40 |
69.88 |
-0.19 |
16,793 |
82,209 |
+1,217 |
Jul10 |
090925 |
70.93 |
71.04 |
70.06 |
70.37 |
-0.19 |
3,219 |
29,399 |
-126 |
Aug10 |
090925 |
71.22 |
71.22 |
70.69 |
70.73 |
-0.19 |
2,128 |
11,749 |
-77 |
Sep10 |
090925 |
71.30 |
71.60 |
70.86 |
71.07 |
-0.19 |
2,460 |
20,928 |
+39 |
Oct10 |
090925 |
71.40 |
71.41 |
71.40 |
71.41 |
-0.20 |
1,580 |
11,363 |
+571 |
Nov10 |
090925 |
71.70 |
71.79 |
71.70 |
71.79 |
-0.20 |
1,438 |
14,730 |
-43 |
Dec10 |
090925 |
72.39 |
72.81 |
71.52 |
72.16 |
-0.20 |
18,078 |
105,281 |
+915 |
Jan11 |
090925 |
72.38 |
72.38 |
72.38 |
72.38 |
-0.19 |
631 |
13,582 |
+238 |
Feb11 |
090925 |
72.58 |
72.58 |
72.58 |
72.58 |
-0.19 |
235 |
6,347 |
+244 |
Total Volume and Open Interest |
649,095 |
1,160,543 |
+15,986 |
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 |
090925 |
66.025 |
67.100 |
65.050 |
66.025 |
+0.125 |
18,007 |
5,366 |
+612 |
Dec09 |
090925 |
66.500 |
67.450 |
65.500 |
66.425 |
+0.050 |
593 |
730 |
+1 |
Jan10 |
090925 |
66.800 |
67.525 |
66.300 |
66.900 |
-0.025 |
22 |
192 |
-7 |
Feb10 |
090925 |
67.700 |
67.700 |
67.400 |
67.400 |
-0.100 |
0 |
106 |
+0 |
Mar10 |
090925 |
68.000 |
68.000 |
68.000 |
68.000 |
-0.125 |
0 |
5 |
+0 |
Apr10 |
090925 |
68.625 |
68.625 |
68.625 |
68.625 |
-0.150 |
|
|
|
May10 |
090925 |
69.250 |
69.250 |
69.250 |
69.250 |
-0.175 |
0 |
2 |
+0 |
Jun10 |
090925 |
69.750 |
69.875 |
69.750 |
69.875 |
-0.200 |
2 |
8 |
-1 |
Total Volume and Open Interest |
18,624 |
6,493 |
+605 |
Heating Oil(NYM) |
Oct09 |
090925 |
168.29 |
170.77 |
165.85 |
167.71 |
-0.43 |
17,234 |
26,022 |
-203 |
Nov09 |
090925 |
171.08 |
173.50 |
168.66 |
170.65 |
-0.43 |
37,085 |
64,737 |
+1,704 |
Dec09 |
090925 |
173.25 |
176.61 |
171.88 |
173.80 |
-0.50 |
14,764 |
59,302 |
+1,984 |
Jan10 |
090925 |
178.50 |
179.64 |
175.64 |
177.12 |
-0.58 |
5,581 |
32,490 |
+1,131 |
Feb10 |
090925 |
180.13 |
181.93 |
179.00 |
179.58 |
-0.56 |
2,368 |
17,545 |
+431 |
Mar10 |
090925 |
181.23 |
183.24 |
180.56 |
181.28 |
-0.54 |
1,758 |
15,428 |
-19 |
Apr10 |
090925 |
184.51 |
184.51 |
181.61 |
182.43 |
-0.54 |
1,310 |
12,066 |
+11 |
May10 |
090925 |
184.25 |
184.80 |
183.02 |
183.68 |
-0.54 |
581 |
11,696 |
-19 |
Jun10 |
090925 |
185.99 |
186.87 |
183.29 |
184.98 |
-0.54 |
3,441 |
21,891 |
+505 |
Jul10 |
090925 |
187.60 |
187.60 |
186.48 |
186.78 |
-0.54 |
277 |
7,006 |
-78 |
Aug10 |
090925 |
188.62 |
189.00 |
188.34 |
188.83 |
-0.54 |
258 |
3,357 |
-36 |
Sep10 |
090925 |
191.20 |
191.20 |
190.47 |
190.98 |
-0.54 |
193 |
6,109 |
-21 |
Total Volume and Open Interest |
87,317 |
320,275 |
+5,639 |
Gasoline(NYMEX) |
Oct09 |
090925 |
162.21 |
164.77 |
160.30 |
162.05 |
-1.61 |
24,036 |
24,468 |
-2,901 |
Nov09 |
090925 |
163.31 |
166.25 |
161.59 |
163.60 |
-1.33 |
43,007 |
79,333 |
+2,956 |
Dec09 |
090925 |
166.00 |
167.85 |
163.38 |
165.31 |
-1.24 |
16,776 |
32,895 |
+62 |
Jan10 |
090925 |
169.12 |
170.05 |
166.16 |
168.01 |
-1.11 |
8,290 |
23,381 |
+2,264 |
Feb10 |
090925 |
170.00 |
172.50 |
170.00 |
170.59 |
-1.06 |
3,106 |
6,639 |
+502 |
Mar10 |
090925 |
173.52 |
173.52 |
173.11 |
173.11 |
-1.14 |
2,047 |
12,027 |
+556 |
Apr10 |
090925 |
186.70 |
188.22 |
185.81 |
185.81 |
-1.09 |
998 |
6,893 |
+347 |
May10 |
090925 |
186.84 |
186.96 |
186.84 |
186.96 |
-1.09 |
531 |
4,022 |
+53 |
Jun10 |
090925 |
188.75 |
188.75 |
187.76 |
187.76 |
-1.09 |
592 |
6,016 |
-85 |
Jul10 |
090925 |
187.96 |
187.96 |
187.96 |
187.96 |
-1.04 |
151 |
1,536 |
+39 |
Total Volume and Open Interest |
100,219 |
206,683 |
+4,164 |
e-miNY RBOB Gasoline(NYM) |
Oct09 |
090925 |
160.50 |
162.05 |
160.50 |
162.05 |
-1.61 |
0 |
1 |
+0 |
Nov09 |
090925 |
162.70 |
163.60 |
162.70 |
163.60 |
-1.33 |
|
|
|
Dec09 |
090925 |
166.00 |
166.00 |
165.31 |
165.31 |
-1.24 |
0 |
2 |
+0 |
Jan10 |
090925 |
168.01 |
168.01 |
168.01 |
168.01 |
-1.11 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct09 |
090925 |
3.950 |
4.035 |
3.796 |
3.985 |
+0.030 |
108,769 |
40,555 |
-6,873 |
Nov09 |
090925 |
4.904 |
4.990 |
4.776 |
4.948 |
+0.052 |
75,681 |
168,815 |
+3,569 |
Dec09 |
090925 |
5.626 |
5.694 |
5.512 |
5.666 |
+0.074 |
18,276 |
66,225 |
-715 |
Jan10 |
090925 |
5.890 |
5.958 |
5.776 |
5.924 |
+0.074 |
15,704 |
74,278 |
+1,057 |
Feb10 |
090925 |
5.900 |
5.981 |
5.811 |
5.958 |
+0.074 |
4,021 |
23,942 |
-378 |
Mar10 |
090925 |
5.915 |
5.931 |
5.779 |
5.913 |
+0.069 |
4,944 |
44,882 |
-186 |
Apr10 |
090925 |
5.846 |
5.896 |
5.743 |
5.879 |
+0.063 |
6,781 |
39,194 |
-969 |
May10 |
090925 |
5.906 |
5.912 |
5.780 |
5.911 |
+0.064 |
2,525 |
21,231 |
-113 |
Jun10 |
090925 |
5.950 |
5.991 |
5.856 |
5.981 |
+0.061 |
743 |
10,646 |
+144 |
Jul10 |
090925 |
6.050 |
6.090 |
5.943 |
6.069 |
+0.059 |
1,495 |
11,297 |
+117 |
Aug10 |
090925 |
6.135 |
6.170 |
6.021 |
6.149 |
+0.055 |
1,067 |
9,450 |
+323 |
Sep10 |
090925 |
6.202 |
6.220 |
6.077 |
6.220 |
+0.053 |
534 |
9,025 |
+162 |
Oct10 |
090925 |
6.378 |
6.379 |
6.249 |
6.377 |
+0.056 |
4,548 |
25,646 |
+1,612 |
Nov10 |
090925 |
6.685 |
6.727 |
6.600 |
6.727 |
+0.054 |
162 |
6,530 |
+41 |
Dec10 |
090925 |
7.050 |
7.075 |
6.900 |
7.069 |
+0.051 |
2,191 |
18,086 |
+1,218 |
Jan11 |
090925 |
7.283 |
7.315 |
7.209 |
7.297 |
+0.051 |
2,588 |
9,090 |
-435 |
Total Volume and Open Interest |
252,411 |
699,231 |
+334 |
Brent Crude Oil(ICE) |
Nov09 |
090925 |
64.81 |
65.85 |
64.08 |
65.11 |
+0.29 |
187,852 |
124,014 |
-9,378 |
Dec09 |
090925 |
65.60 |
66.56 |
64.83 |
65.83 |
+0.23 |
87,134 |
162,826 |
-2,252 |
Jan10 |
090925 |
66.35 |
67.22 |
65.56 |
66.51 |
+0.17 |
28,729 |
55,857 |
+1,914 |
Feb10 |
090925 |
67.65 |
67.80 |
66.30 |
67.17 |
+0.14 |
8,818 |
26,722 |
-122 |
Mar10 |
090925 |
68.11 |
68.45 |
66.96 |
67.84 |
+0.13 |
6,852 |
17,005 |
+344 |
Apr10 |
090925 |
68.79 |
69.08 |
68.09 |
68.52 |
+0.11 |
5,553 |
14,570 |
+182 |
May10 |
090925 |
69.43 |
69.75 |
68.77 |
69.22 |
+0.11 |
3,884 |
9,123 |
+915 |
Jun10 |
090925 |
70.00 |
70.32 |
69.36 |
69.87 |
+0.12 |
8,388 |
54,297 |
+581 |
Jul10 |
090925 |
70.02 |
70.41 |
70.02 |
70.41 |
+0.13 |
2,629 |
10,779 |
+566 |
Aug10 |
090925 |
70.85 |
70.85 |
70.85 |
70.85 |
+0.14 |
1,667 |
6,754 |
-24 |
Sep10 |
090925 |
71.23 |
71.23 |
71.23 |
71.23 |
+0.14 |
1,386 |
4,330 |
-122 |
Oct10 |
090925 |
71.61 |
71.61 |
71.61 |
71.61 |
+0.14 |
1,057 |
6,586 |
-520 |
Nov10 |
090925 |
71.91 |
71.91 |
71.91 |
71.91 |
+0.14 |
640 |
4,701 |
-96 |
Dec10 |
090925 |
72.09 |
72.67 |
71.25 |
72.20 |
+0.13 |
14,276 |
71,490 |
+904 |
Total Volume and Open Interest |
363,784 |
658,104 |
-5,960 |
Gas Oil(ICE) |
Oct09 |
090925 |
533.75 |
542.00 |
527.75 |
534.50 |
-4.75 |
46,443 |
72,914 |
-199 |
Nov09 |
090925 |
543.50 |
549.75 |
535.75 |
542.50 |
-5.00 |
65,853 |
87,802 |
+3,080 |
Dec09 |
090925 |
552.00 |
557.75 |
544.00 |
550.50 |
-5.25 |
39,219 |
88,549 |
-2,945 |
Jan10 |
090925 |
563.75 |
565.50 |
556.00 |
559.75 |
-5.50 |
13,054 |
51,049 |
-700 |
Feb10 |
090925 |
571.25 |
573.00 |
561.25 |
567.25 |
-5.50 |
7,236 |
24,807 |
+543 |
Mar10 |
090925 |
578.75 |
579.25 |
567.75 |
573.50 |
-5.50 |
2,549 |
24,817 |
+1,158 |
Apr10 |
090925 |
585.00 |
585.00 |
573.75 |
579.75 |
-5.50 |
1,186 |
13,925 |
-67 |
May10 |
090925 |
590.00 |
590.25 |
579.75 |
585.75 |
-5.50 |
609 |
14,553 |
-70 |
Jun10 |
090925 |
596.50 |
597.25 |
585.25 |
591.00 |
-5.75 |
2,710 |
37,498 |
+56 |
Jul10 |
090925 |
601.00 |
601.50 |
597.75 |
598.75 |
-5.75 |
283 |
11,822 |
-111 |
Total Volume and Open Interest |
185,355 |
547,212 |
+3,670 |
Ethanol(CBOT) |
Sep09 |
090903 |
1.587 |
1.587 |
1.587 |
1.587 |
-0.013 |
15 |
218 |
+10 |
Oct09 |
090925 |
1.670 |
1.682 |
1.650 |
1.679 |
+0.016 |
39 |
244 |
-22 |
Nov09 |
090925 |
1.624 |
1.635 |
1.615 |
1.626 |
+0.005 |
33 |
500 |
+6 |
Dec09 |
090925 |
1.624 |
1.624 |
1.610 |
1.616 |
+0.001 |
48 |
640 |
+16 |
Jan10 |
090925 |
1.627 |
1.639 |
1.613 |
1.622 |
+0.005 |
9 |
767 |
+7 |
Feb10 |
090925 |
1.610 |
1.634 |
1.610 |
1.632 |
+0.012 |
53 |
231 |
+1 |
Mar10 |
090925 |
1.625 |
1.639 |
1.625 |
1.630 |
+0.001 |
9 |
297 |
+5 |
Apr10 |
090925 |
1.630 |
1.630 |
1.630 |
1.630 |
+0.005 |
5 |
511 |
+5 |
Total Volume and Open Interest |
283 |
4,719 |
+36 |
WTI Crude Oil(ICE) |
Nov09 |
090925 |
65.85 |
67.08 |
65.05 |
66.02 |
+0.13 |
122,454 |
109,826 |
-3,843 |
Dec09 |
090925 |
66.39 |
67.44 |
65.54 |
66.42 |
+0.04 |
68,666 |
91,811 |
-1,348 |
Jan10 |
090925 |
67.25 |
67.83 |
66.09 |
66.90 |
-0.03 |
18,156 |
18,393 |
-1,093 |
Feb10 |
090925 |
67.83 |
68.29 |
66.79 |
67.40 |
-0.09 |
5,541 |
15,334 |
+1,034 |
Mar10 |
090925 |
68.48 |
68.87 |
67.40 |
67.99 |
-0.13 |
4,874 |
14,476 |
+493 |
Apr10 |
090925 |
69.11 |
69.48 |
68.03 |
68.62 |
-0.15 |
2,478 |
6,263 |
+262 |
May10 |
090925 |
69.82 |
69.99 |
68.67 |
69.26 |
-0.17 |
1,778 |
5,934 |
+33 |
Jun10 |
090925 |
70.38 |
70.59 |
69.25 |
69.88 |
-0.19 |
5,251 |
23,120 |
+381 |
Jul10 |
090925 |
70.95 |
70.95 |
70.37 |
70.37 |
-0.19 |
1,136 |
24,766 |
+15 |
Aug10 |
090925 |
71.22 |
71.22 |
70.73 |
70.73 |
-0.19 |
840 |
6,163 |
-46 |
Sep10 |
090925 |
71.07 |
71.07 |
71.07 |
71.07 |
-0.19 |
543 |
8,335 |
-39 |
Oct10 |
090925 |
71.41 |
71.41 |
71.41 |
71.41 |
-0.20 |
427 |
5,023 |
+11 |
Nov10 |
090925 |
71.79 |
71.79 |
71.79 |
71.79 |
-0.20 |
413 |
6,182 |
+8 |
Dec10 |
090925 |
72.65 |
72.92 |
71.49 |
72.16 |
-0.20 |
9,650 |
55,646 |
-584 |
Jan11 |
090925 |
72.38 |
72.38 |
72.38 |
72.38 |
-0.19 |
252 |
10,779 |
+0 |
Feb11 |
090925 |
72.58 |
72.58 |
72.58 |
72.58 |
-0.19 |
102 |
3,360 |
+0 |
Total Volume and Open Interest |
245,653 |
478,639 |
-4,362 |
US Dollar Index(ICE) |
Dec09 |
090925 |
77.160 |
77.285 |
76.685 |
77.015 |
-0.100 |
10,539 |
30,704 |
-1,530 |
Mar10 |
090925 |
77.340 |
77.340 |
76.925 |
77.270 |
-0.100 |
8 |
2,049 |
+3 |
Jun10 |
090925 |
77.585 |
77.585 |
77.585 |
77.585 |
-0.100 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,547 |
32,756 |
-1,527 |
Australian Dollar(CME) |
Dec09 |
090925 |
85.99 |
86.60 |
85.54 |
86.11 |
+0.15 |
91,411 |
107,537 |
-3,004 |
Mar10 |
090925 |
85.60 |
85.81 |
84.89 |
85.40 |
+0.16 |
56 |
165 |
+2 |
Jun10 |
090925 |
84.60 |
84.60 |
84.42 |
84.60 |
+0.18 |
|
|
|
Total Volume and Open Interest |
91,467 |
107,717 |
-3,002 |
British Pound(CME) |
Dec09 |
090925 |
160.64 |
160.64 |
159.15 |
159.37 |
-1.23 |
176,482 |
87,933 |
+8,311 |
Mar10 |
090925 |
159.39 |
160.61 |
159.20 |
159.38 |
-1.23 |
169 |
129 |
-85 |
Jun10 |
090925 |
159.96 |
160.62 |
159.41 |
159.41 |
-1.21 |
17 |
23 |
+17 |
Total Volume and Open Interest |
176,668 |
88,105 |
+8,243 |
Canadian Dollar(CME) |
Dec09 |
090925 |
91.86 |
92.09 |
91.05 |
91.56 |
-0.18 |
101,726 |
77,947 |
-11,790 |
Mar10 |
090925 |
91.63 |
92.03 |
91.06 |
91.55 |
-0.18 |
219 |
1,298 |
+43 |
Jun10 |
090925 |
91.75 |
91.98 |
91.05 |
91.54 |
-0.18 |
13 |
286 |
+2 |
Sep10 |
090925 |
91.70 |
91.97 |
91.04 |
91.51 |
-0.17 |
20 |
369 |
+4 |
Total Volume and Open Interest |
101,979 |
79,931 |
-11,741 |
Japanese Yen(CME) |
Dec09 |
090925 |
109.62 |
111.78 |
109.51 |
111.29 |
+1.70 |
118,866 |
116,011 |
-396 |
Mar10 |
090925 |
110.69 |
111.85 |
109.69 |
111.39 |
+1.70 |
15 |
83 |
+4 |
Jun10 |
090925 |
111.54 |
111.75 |
109.83 |
111.54 |
+1.71 |
0 |
1 |
+0 |
Total Volume and Open Interest |
118,881 |
116,116 |
-392 |
Swiss Franc(CME) |
Dec09 |
090925 |
97.20 |
97.70 |
96.75 |
97.17 |
+0.04 |
46,827 |
50,180 |
-1,676 |
Mar10 |
090925 |
96.90 |
97.77 |
96.89 |
97.27 |
+0.05 |
0 |
88 |
+0 |
Jun10 |
090925 |
97.41 |
97.69 |
97.23 |
97.41 |
+0.06 |
|
|
|
Total Volume and Open Interest |
46,827 |
50,269 |
-1,676 |
EuroFX(CME) |
Dec09 |
090925 |
146.64 |
147.25 |
146.14 |
146.64 |
+0.11 |
283,645 |
161,829 |
-3,299 |
Mar10 |
090925 |
146.90 |
147.20 |
146.18 |
146.63 |
+0.11 |
179 |
664 |
+24 |
Jun10 |
090925 |
146.62 |
146.97 |
146.37 |
146.62 |
+0.11 |
0 |
53 |
+0 |
Total Volume and Open Interest |
283,824 |
162,552 |
-3,275 |
Mexican Peso(CME) |
Oct09 |
090925 |
732.0 |
735.2 |
732.0 |
732.0 |
-3.2 |
|
|
|
Nov09 |
090925 |
729.0 |
732.2 |
729.0 |
729.0 |
-3.2 |
|
|
|
Total Volume and Open Interest |
25,553 |
52,023 |
+1,469 |
Brazilian Real(CME) |
Oct09 |
090925 |
555.45 |
555.45 |
553.90 |
555.45 |
+1.55 |
|
|
|
Nov09 |
090925 |
552.30 |
552.30 |
550.75 |
552.30 |
+1.55 |
|
|
|
Dec09 |
090925 |
550.00 |
550.00 |
548.10 |
549.50 |
+3.00 |
122 |
3,254 |
+64 |
Jan10 |
090925 |
546.55 |
546.55 |
544.80 |
546.55 |
+1.75 |
|
|
|
Total Volume and Open Interest |
122 |
3,254 |
+64 |
30-Year T-Bonds(CBOT) |
Dec09 |
090925 |
120~000 |
121~030 |
119~280 |
120~280 |
+0~290 |
190,798 |
741,713 |
+14,413 |
Mar10 |
090925 |
119~100 |
120~090 |
119~100 |
120~060 |
+0~280 |
39 |
153 |
-2 |
Jun10 |
090925 |
119~060 |
119~060 |
118~100 |
119~060 |
+0~280 |
0 |
3 |
+0 |
Total Volume and Open Interest |
190,837 |
741,869 |
+14,411 |
10-Year T-Notes(CBOT) |
Dec09 |
090925 |
117~235 |
118~045 |
117~170 |
117~315 |
+0~090 |
848,695 |
1,124,043 |
+24,542 |
Mar10 |
090925 |
116~205 |
116~205 |
116~115 |
116~205 |
+0~090 |
3 |
2 |
+2 |
Jun10 |
090925 |
115~205 |
115~205 |
115~115 |
115~205 |
+0~090 |
|
|
|
Total Volume and Open Interest |
848,698 |
1,124,045 |
+24,544 |
5-Year T-Notes(CBOT) |
Sep09 |
090925 |
117~014 |
117~014 |
116~105 |
117~002 |
-0~001 |
1,135 |
12,954 |
+180 |
Dec09 |
090925 |
115~109 |
115~118 |
115~077 |
115~102 |
-0~001 |
414,860 |
781,073 |
-6,603 |
Mar10 |
090925 |
115~102 |
115~102 |
115~095 |
115~102 |
+0~007 |
|
|
|
Total Volume and Open Interest |
415,995 |
794,027 |
-6,423 |
2 Year T-Notes(CBOT) |
Sep09 |
090925 |
109~018 |
109~018 |
109~001 |
109~001 |
-0~013 |
5,765 |
21,211 |
-1,946 |
Dec09 |
090925 |
108~067 |
108~068 |
108~049 |
108~051 |
-0~014 |
191,470 |
750,931 |
-3,906 |
Mar10 |
090925 |
108~051 |
108~065 |
108~051 |
108~051 |
-0~014 |
|
|
|
Total Volume and Open Interest |
197,235 |
772,142 |
-5,852 |
Eurodollars(CME) |
Dec09 |
090925 |
99.605 |
99.625 |
99.580 |
99.590 |
-0.015 |
184,531 |
968,962 |
+8,193 |
Mar10 |
090925 |
99.410 |
99.415 |
99.320 |
99.330 |
-0.075 |
196,910 |
969,605 |
+3,546 |
Jun10 |
090925 |
99.090 |
99.100 |
98.980 |
98.990 |
-0.100 |
280,593 |
805,128 |
-8,795 |
Sep10 |
090925 |
98.730 |
98.735 |
98.605 |
98.615 |
-0.105 |
233,679 |
674,657 |
-601 |
Dec10 |
090925 |
98.350 |
98.355 |
98.225 |
98.235 |
-0.100 |
273,214 |
819,593 |
+4,340 |
Mar11 |
090925 |
98.000 |
98.000 |
97.870 |
97.890 |
-0.085 |
209,326 |
464,269 |
+10,140 |
Jun11 |
090925 |
97.635 |
97.640 |
97.525 |
97.565 |
-0.055 |
176,021 |
455,413 |
+2,683 |
Sep11 |
090925 |
97.315 |
97.320 |
97.220 |
97.275 |
-0.025 |
133,676 |
284,401 |
+11,544 |
Dec11 |
090925 |
97.000 |
97.015 |
96.920 |
96.995 |
+0.010 |
88,855 |
208,363 |
+7,943 |
Mar12 |
090925 |
96.745 |
96.775 |
96.680 |
96.765 |
+0.035 |
56,052 |
158,641 |
+3,854 |
Jun12 |
090925 |
96.495 |
96.550 |
96.450 |
96.545 |
+0.050 |
48,990 |
139,062 |
+7,130 |
Sep12 |
090925 |
96.310 |
96.375 |
96.275 |
96.370 |
+0.060 |
31,765 |
81,574 |
+3,690 |
Dec12 |
090925 |
96.140 |
96.210 |
96.105 |
96.200 |
+0.065 |
9,730 |
52,883 |
+486 |
Mar13 |
090925 |
96.035 |
96.100 |
95.995 |
96.090 |
+0.070 |
7,536 |
59,559 |
+134 |
Jun13 |
090925 |
95.920 |
95.990 |
95.875 |
95.980 |
+0.080 |
11,604 |
34,918 |
+3,108 |
Sep13 |
090925 |
95.785 |
95.895 |
95.780 |
95.880 |
+0.090 |
7,293 |
46,029 |
+1,711 |
Dec13 |
090925 |
95.700 |
95.785 |
95.665 |
95.770 |
+0.095 |
4,047 |
28,568 |
+1,067 |
Mar14 |
090925 |
95.630 |
95.705 |
95.595 |
95.705 |
+0.100 |
3,351 |
24,624 |
-80 |
Total Volume and Open Interest |
1,992,135 |
6,523,308 |
+65,084 |
30 Day Federal Funds(CBOT) |
Sep09 |
090925 |
99.845 |
99.848 |
99.842 |
99.845 |
+0.003 |
960 |
37,923 |
-217 |
Oct09 |
090925 |
99.840 |
99.840 |
99.830 |
99.835 |
unch |
3,210 |
52,865 |
+707 |
Nov09 |
090925 |
99.830 |
99.830 |
99.820 |
99.825 |
unch |
3,186 |
65,424 |
+1,027 |
Dec09 |
090925 |
99.825 |
99.830 |
99.815 |
99.820 |
unch |
7,561 |
63,640 |
+1,327 |
Jan10 |
090925 |
99.810 |
99.810 |
99.790 |
99.795 |
-0.010 |
8,273 |
48,607 |
+2,072 |
Feb10 |
090925 |
99.750 |
99.755 |
99.725 |
99.730 |
-0.020 |
8,962 |
57,184 |
-681 |
Total Volume and Open Interest |
43,685 |
448,762 |
+4,353 |
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 |
090925 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
0 |
932 |
+0 |
Mar10 |
090925 |
99.555 |
99.555 |
99.555 |
99.555 |
-0.010 |
0 |
814 |
+0 |
Jun10 |
090925 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Sep10 |
090925 |
99.525 |
99.525 |
99.525 |
99.525 |
-0.005 |
|
|
|
Dec10 |
090925 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
Mar11 |
090925 |
99.400 |
99.400 |
99.400 |
99.400 |
unch |
|
|
|
Jun11 |
090925 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Sep11 |
090925 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
Dec11 |
090925 |
99.130 |
99.130 |
99.130 |
99.130 |
-0.015 |
|
|
|
Mar12 |
090925 |
99.095 |
99.095 |
99.095 |
99.095 |
-0.015 |
|
|
|
Total Volume and Open Interest |
0 |
1,746 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec09 |
090925 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
1,442 |
5,923 |
+86 |
Mar10 |
090925 |
99.54 |
99.54 |
99.53 |
99.54 |
-0.01 |
0 |
4,146 |
+0 |
Jun10 |
090925 |
99.55 |
99.55 |
99.53 |
99.53 |
-0.01 |
0 |
2,052 |
+0 |
Sep10 |
090925 |
99.50 |
99.51 |
99.50 |
99.51 |
-0.01 |
0 |
1,134 |
+50 |
Dec10 |
090925 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
574 |
+0 |
Mar11 |
090925 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
0 |
562 |
+0 |
Jun11 |
090925 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
0 |
52 |
+0 |
Sep11 |
090925 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
0 |
51 |
+0 |
Total Volume and Open Interest |
1,442 |
15,966 |
+136 |
Japanese Gov't Bonds(SGX) |
Dec09 |
090925 |
138.89 |
139.15 |
138.89 |
139.06 |
+0.17 |
2,186 |
14,176 |
-147 |
Mar10 |
090925 |
138.83 |
138.83 |
138.83 |
138.83 |
+0.17 |
|
|
|
Jun10 |
090925 |
138.83 |
138.83 |
138.83 |
138.83 |
+0.17 |
|
|
|
Total Volume and Open Interest |
2,186 |
14,176 |
-147 |
Euro-Bund(EUREX) |
Dec09 |
090925 |
120.99 |
121.70 |
120.94 |
121.48 |
+0.36 |
873,704 |
919,029 |
+771 |
Mar10 |
090925 |
120.68 |
121.38 |
120.68 |
121.20 |
+0.40 |
21 |
94 |
+4 |
Jun10 |
090925 |
120.88 |
120.88 |
120.88 |
120.88 |
+0.36 |
0 |
1 |
+0 |
Total Volume and Open Interest |
873,725 |
919,124 |
+775 |
Euro-Bobl(EUREX) |
Dec09 |
090925 |
115.28 |
115.54 |
115.28 |
115.45 |
+0.05 |
485,686 |
707,983 |
-14,387 |
Mar10 |
090925 |
114.98 |
115.19 |
114.98 |
115.19 |
+0.05 |
44 |
1,122 |
+21 |
Jun10 |
090925 |
114.75 |
114.75 |
114.75 |
114.75 |
+0.05 |
|
|
|
Total Volume and Open Interest |
485,730 |
709,105 |
-14,366 |
3-Mth Euribor(EUREX) |
Sep09 |
090914 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
5,624 |
14,192 |
-2,056 |
Dec09 |
090925 |
99.300 |
99.300 |
99.295 |
99.295 |
-0.005 |
337 |
15,249 |
-176 |
Mar10 |
090925 |
99.125 |
99.125 |
99.105 |
99.105 |
-0.025 |
25 |
5,272 |
-20 |
Total Volume and Open Interest |
579 |
28,905 |
+12 |
Long Gilt(LIFFE) |
Sep09 |
090925 |
119~18 |
119~29 |
119~18 |
119~29 |
+0~21 |
6,373 |
16,306 |
-1,315 |
Dec09 |
090925 |
117~19 |
118~14 |
117~13 |
118~07 |
+0~22 |
179,897 |
256,523 |
+15,155 |
Total Volume and Open Interest |
186,270 |
272,829 |
+13,840 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
090925 |
99.48 |
99.49 |
99.47 |
99.48 |
unch |
93,735 |
406,689 |
-31,825 |
Mar10 |
090925 |
99.19 |
99.21 |
99.18 |
99.20 |
unch |
72,437 |
389,891 |
+3,365 |
Jun10 |
090925 |
98.71 |
98.73 |
98.68 |
98.71 |
unch |
130,401 |
358,271 |
-10,428 |
Sep10 |
090925 |
98.18 |
98.21 |
98.14 |
98.17 |
unch |
103,199 |
280,407 |
+7,674 |
Dec10 |
090925 |
97.65 |
97.68 |
97.61 |
97.65 |
+0.02 |
80,376 |
277,744 |
-2,026 |
Mar11 |
090925 |
97.16 |
97.23 |
97.15 |
97.20 |
+0.03 |
65,770 |
213,627 |
+6,648 |
Total Volume and Open Interest |
658,088 |
2,365,360 |
-34,608 |
3-Mth Euribor(LIFFE) |
Dec09 |
090925 |
99.305 |
99.310 |
99.285 |
99.295 |
-0.005 |
136,392 |
673,767 |
+468 |
Mar10 |
090925 |
99.125 |
99.135 |
99.090 |
99.105 |
-0.025 |
139,804 |
492,847 |
-300 |
Jun10 |
090925 |
98.845 |
98.850 |
98.790 |
98.815 |
-0.035 |
111,470 |
480,184 |
+1,281 |
Total Volume and Open Interest |
867,881 |
3,123,804 |
-8,489 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
090925 |
96.30 |
96.34 |
96.27 |
96.34 |
+0.05 |
15,531 |
327,820 |
+4,661 |
Mar10 |
090925 |
95.69 |
95.75 |
95.63 |
95.73 |
+0.05 |
10,480 |
173,770 |
+207 |
Jun10 |
090925 |
95.15 |
95.24 |
95.09 |
95.22 |
+0.08 |
14,861 |
106,892 |
+6,022 |
Sep10 |
090925 |
94.80 |
94.85 |
94.74 |
94.84 |
+0.05 |
5,761 |
70,088 |
+587 |
Dec10 |
090925 |
94.56 |
94.60 |
94.50 |
94.60 |
+0.05 |
4,307 |
44,929 |
-162 |
Mar11 |
090925 |
94.38 |
94.43 |
94.33 |
94.42 |
+0.05 |
1,506 |
24,454 |
-497 |
Jun11 |
090925 |
94.21 |
94.25 |
94.17 |
94.24 |
+0.04 |
948 |
16,797 |
-96 |
Sep11 |
090925 |
94.02 |
94.08 |
94.02 |
94.08 |
+0.03 |
208 |
9,226 |
-398 |
Dec11 |
090925 |
93.91 |
93.93 |
93.89 |
93.91 |
+0.01 |
200 |
3,949 |
+150 |
Mar12 |
090925 |
93.79 |
93.82 |
93.79 |
93.79 |
+0.02 |
140 |
1,576 |
+140 |
Total Volume and Open Interest |
54,072 |
780,085 |
+10,657 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
090925 |
94.63 |
94.71 |
94.60 |
94.69 |
+0.06 |
25,653 |
313,125 |
+7,615 |
Mar10 |
090925 |
94.69 |
94.69 |
94.69 |
94.69 |
+0.06 |
|
|
|
Total Volume and Open Interest |
25,653 |
313,125 |
+7,615 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
090925 |
95.08 |
95.18 |
95.04 |
95.16 |
+0.08 |
95,353 |
357,949 |
+15,499 |
Mar10 |
090925 |
95.16 |
95.16 |
95.16 |
95.16 |
+0.08 |
|
|
|
Total Volume and Open Interest |
95,353 |
357,949 |
+15,499 |
Gold(CMX) |
Oct09 |
090925 |
991.8 |
999.0 |
984.7 |
990.3 |
-7.3 |
7,159 |
18,649 |
+1,944 |
Dec09 |
090925 |
992.8 |
1000.5 |
985.5 |
991.6 |
-7.3 |
168,429 |
334,822 |
-5,636 |
Feb10 |
090925 |
995.9 |
1000.7 |
988.1 |
992.8 |
-7.2 |
1,845 |
22,411 |
+558 |
Apr10 |
090925 |
997.6 |
1002.3 |
989.5 |
993.8 |
-7.2 |
1,340 |
22,747 |
+474 |
Jun10 |
090925 |
998.5 |
1002.0 |
989.3 |
995.0 |
-7.2 |
235 |
12,756 |
+9 |
Aug10 |
090925 |
994.1 |
996.5 |
994.1 |
996.5 |
-7.1 |
14 |
7,237 |
-92 |
Oct10 |
090925 |
998.0 |
998.4 |
998.0 |
998.4 |
-6.9 |
0 |
3,831 |
+0 |
Dec10 |
090925 |
1005.8 |
1006.6 |
998.0 |
1000.5 |
-6.9 |
374 |
12,440 |
+68 |
Feb11 |
090925 |
1008.0 |
1008.0 |
1003.1 |
1003.1 |
-6.9 |
3 |
1,014 |
+2 |
Apr11 |
090925 |
1006.0 |
1006.0 |
1006.0 |
1006.0 |
-6.9 |
0 |
447 |
+0 |
Jun11 |
090925 |
1009.3 |
1009.3 |
1009.3 |
1009.3 |
-6.8 |
0 |
9,255 |
+125 |
Total Volume and Open Interest |
179,701 |
468,235 |
-2,377 |
Silver(CMX) |
Sep09 |
090925 |
1620.0 |
1621.0 |
1600.0 |
1603.8 |
-23.5 |
26 |
60 |
-95 |
Dec09 |
090925 |
1627.0 |
1641.0 |
1595.5 |
1606.0 |
-23.5 |
38,008 |
94,397 |
-1,136 |
Mar10 |
090925 |
1620.0 |
1634.0 |
1600.0 |
1609.0 |
-23.6 |
612 |
13,983 |
+490 |
May10 |
090925 |
1610.0 |
1610.7 |
1610.0 |
1610.7 |
-23.6 |
2 |
2,319 |
+0 |
Jul10 |
090925 |
1629.5 |
1629.5 |
1612.6 |
1612.6 |
-23.6 |
20 |
2,790 |
-27 |
Sep10 |
090925 |
1629.0 |
1629.0 |
1614.5 |
1614.5 |
-23.6 |
1 |
2,921 |
+0 |
Dec10 |
090925 |
1630.0 |
1630.0 |
1614.5 |
1618.0 |
-23.5 |
33 |
3,513 |
+12 |
Total Volume and Open Interest |
38,794 |
128,440 |
-590 |
Platinum(NYMEX) |
Oct09 |
090925 |
1300.9 |
1308.0 |
1269.8 |
1284.6 |
-23.9 |
6,254 |
11,115 |
-2,002 |
Jan10 |
090925 |
1306.1 |
1312.0 |
1275.0 |
1288.9 |
-24.8 |
4,242 |
19,581 |
+2,439 |
Apr10 |
090925 |
1311.0 |
1311.0 |
1293.7 |
1294.4 |
-24.8 |
14 |
193 |
+0 |
Total Volume and Open Interest |
10,510 |
30,889 |
+437 |
Palladium(NYMEX) |
Sep09 |
090925 |
294.60 |
294.60 |
294.00 |
294.55 |
-3.00 |
1 |
283 |
-4 |
Dec09 |
090925 |
295.50 |
297.80 |
292.55 |
294.90 |
-3.00 |
1,863 |
20,667 |
+5 |
Mar10 |
090925 |
295.90 |
295.90 |
295.90 |
295.90 |
-3.00 |
5 |
253 |
+4 |
Total Volume and Open Interest |
1,869 |
21,204 |
+5 |
Copper(CMX) |
Sep09 |
090925 |
266.20 |
273.10 |
266.20 |
273.10 |
+3.15 |
141 |
591 |
-445 |
Dec09 |
090925 |
269.50 |
274.35 |
267.30 |
274.05 |
+3.10 |
25,382 |
84,271 |
-696 |
Mar10 |
090925 |
270.90 |
275.50 |
270.90 |
275.40 |
+3.05 |
760 |
14,347 |
+141 |
May10 |
090925 |
270.00 |
275.70 |
270.00 |
275.70 |
+3.10 |
41 |
2,370 |
+1 |
Jul10 |
090925 |
270.00 |
275.40 |
270.00 |
275.40 |
+3.10 |
3 |
2,006 |
+0 |
Total Volume and Open Interest |
26,770 |
116,710 |
-1,059 |
DJIA Index(CBOT) |
Dec09 |
090925 |
9637 |
9675 |
9577 |
9619 |
-16 |
4,877 |
11,990 |
+4,098 |
Mar10 |
090925 |
9598 |
9598 |
9560 |
9560 |
-16 |
15 |
832 |
-2 |
Jun10 |
090925 |
9504 |
9520 |
9504 |
9504 |
-16 |
|
|
|
Sep10 |
090925 |
9449 |
9465 |
9449 |
9449 |
-16 |
|
|
|
Total Volume and Open Interest |
4,892 |
12,822 |
+4,096 |
E-mini DJIA Index(CBOT) |
Sep09 |
090918 |
9800 |
9859 |
9745 |
9854 |
+55 |
|
|
|
Dec09 |
090925 |
9635 |
9677 |
9576 |
9619 |
-16 |
172,622 |
67,751 |
+3,311 |
Mar10 |
090925 |
9558 |
9608 |
9530 |
9560 |
-16 |
52 |
205 |
+9 |
Jun10 |
090925 |
9504 |
9504 |
9504 |
9504 |
-16 |
0 |
2 |
+0 |
Total Volume and Open Interest |
172,674 |
67,958 |
+3,320 |
S & P 500(CME) |
Dec09 |
090925 |
1044.50 |
1049.40 |
1036.30 |
1041.10 |
-3.50 |
25,738 |
365,923 |
+3,593 |
Mar10 |
090925 |
1036.70 |
1043.80 |
1032.80 |
1036.70 |
-3.10 |
155 |
4,274 |
-3 |
Jun10 |
090925 |
1032.90 |
1040.00 |
1029.00 |
1032.90 |
-3.10 |
0 |
177 |
+0 |
Sep10 |
090925 |
1029.90 |
1037.00 |
1026.00 |
1029.90 |
-3.10 |
|
|
|
Total Volume and Open Interest |
25,893 |
370,379 |
+3,590 |
S & P 500 E-Mini(Globex) |
Dec09 |
090925 |
1044.00 |
1049.50 |
1036.25 |
1041.00 |
-3.25 |
2,315,316 |
2,339,397 |
+47,081 |
Mar10 |
090925 |
1040.25 |
1044.50 |
1032.25 |
1036.75 |
-3.00 |
1,014 |
1,586 |
+271 |
Total Volume and Open Interest |
2,316,333 |
2,340,997 |
+47,355 |
NASDAQ 100(CME) |
Dec09 |
090925 |
1699.00 |
1710.00 |
1688.50 |
1697.00 |
-2.50 |
2,062 |
17,424 |
-379 |
Mar10 |
090925 |
1695.00 |
1695.00 |
1692.50 |
1695.00 |
-2.50 |
1 |
2 |
+1 |
Jun10 |
090925 |
1694.00 |
1694.00 |
1691.50 |
1694.00 |
-2.50 |
|
|
|
Total Volume and Open Interest |
2,063 |
17,426 |
-378 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
090925 |
1699.00 |
1709.00 |
1688.80 |
1697.00 |
+0.70 |
351,064 |
293,463 |
+4,193 |
Mar10 |
090925 |
1697.00 |
1705.30 |
1687.50 |
1695.00 |
-2.50 |
68 |
81 |
+7 |
Total Volume and Open Interest |
351,134 |
293,546 |
+4,201 |
S & P Midcap 400(CME) |
Dec09 |
090925 |
680.00 |
682.00 |
673.00 |
677.70 |
-1.60 |
388 |
2,449 |
+31 |
Mar10 |
090925 |
675.70 |
675.70 |
674.80 |
675.70 |
-1.60 |
|
|
|
Jun10 |
090925 |
673.70 |
673.70 |
672.80 |
673.70 |
-1.60 |
|
|
|
Total Volume and Open Interest |
388 |
2,449 |
+31 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
090925 |
10355 |
10375 |
10185 |
10200 |
-200 |
16,108 |
33,850 |
-802 |
Mar10 |
090925 |
10225 |
10225 |
10225 |
10225 |
-200 |
|
|
|
Total Volume and Open Interest |
16,108 |
33,850 |
-802 |
Nikkei 225(SGX) |
Dec09 |
090925 |
10415 |
10495 |
10230 |
10320 |
-125 |
108,435 |
168,290 |
-4,769 |
Mar10 |
090925 |
10325 |
10325 |
10325 |
10325 |
-145 |
0 |
517 |
+1 |
Jun10 |
090925 |
10360 |
10360 |
10360 |
10360 |
-130 |
0 |
320 |
+0 |
Total Volume and Open Interest |
108,435 |
175,845 |
-4,610 |
CAC 40(EURONEXT) |
Oct09 |
090925 |
3760.5 |
3770.0 |
3722.5 |
3737.5 |
-21.0 |
164,543 |
426,767 |
+51,711 |
Nov09 |
090925 |
3736.0 |
3750.5 |
3714.0 |
3723.0 |
-21.0 |
6 |
311 |
+7 |
Dec09 |
090925 |
3737.0 |
3745.0 |
3703.0 |
3715.0 |
-21.0 |
499 |
39,069 |
+351 |
Total Volume and Open Interest |
165,448 |
467,599 |
+52,469 |
Hang Seng Index(HKFE) |
Sep09 |
090925 |
20829 |
21068 |
20760 |
20938 |
-27 |
89,252 |
80,992 |
-5,260 |
Oct09 |
090925 |
20795 |
21050 |
20750 |
20926 |
-24 |
14,849 |
16,983 |
+8,691 |
Total Volume and Open Interest |
104,339 |
102,594 |
+3,441 |
DAX(EUREX) |
Sep09 |
090918 |
5720.0 |
5744.5 |
5702.5 |
5736.5 |
-1.0 |
174,565 |
53,021 |
-20,970 |
Dec09 |
090925 |
5622.5 |
5630.5 |
5560.0 |
5589.5 |
-24.0 |
218,756 |
157,563 |
-1,729 |
Mar10 |
090925 |
5628.0 |
5631.0 |
5565.0 |
5592.0 |
-24.0 |
311 |
4,917 |
+18 |
Total Volume and Open Interest |
219,100 |
162,847 |
-1,693 |
FT-SE 100(EURONEXT) |
Dec09 |
090925 |
5076.50 |
5093.00 |
5033.50 |
5070.00 |
+14.00 |
145,556 |
629,341 |
+3,897 |
Mar10 |
090925 |
5025.00 |
5040.00 |
5010.50 |
5023.00 |
+14.00 |
14 |
1,613 |
+12 |
Jun10 |
090925 |
4979.50 |
4979.50 |
4979.50 |
4979.50 |
+13.00 |
0 |
529 |
+0 |
Total Volume and Open Interest |
145,570 |
631,483 |
+3,909 |
SPI 200(SFE) |
Sep09 |
090917 |
4665.0 |
4722.0 |
4664.0 |
4691.0 |
+29.0 |
9,454 |
76,269 |
-102,815 |
Dec09 |
090925 |
4719.0 |
4752.0 |
4649.0 |
4725.0 |
-2.0 |
32,497 |
234,588 |
+4,820 |
Mar10 |
090925 |
4720.0 |
4720.0 |
4716.0 |
4716.0 |
+1.0 |
46 |
4,590 |
+44 |
Total Volume and Open Interest |
32,543 |
240,739 |
+4,864 |
GSCI(CME) |
Oct09 |
090925 |
438.50 |
444.50 |
437.50 |
440.00 |
+1.00 |
647 |
16,592 |
-106 |
Nov09 |
090925 |
447.00 |
451.00 |
445.00 |
447.00 |
+0.50 |
0 |
10 |
+0 |
Dec09 |
090925 |
451.50 |
456.00 |
450.50 |
453.00 |
-0.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
649 |
16,602 |
-106 |
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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