|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue September 29, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
090929 |
918.50 |
928.75 |
910.50 |
917.00 |
-2.50 |
50,387 |
240,202 |
-570 |
Jan10 |
090929 |
923.25 |
933.25 |
916.00 |
922.50 |
-2.00 |
12,539 |
73,573 |
+1,592 |
Mar10 |
090929 |
921.50 |
933.00 |
916.75 |
922.50 |
-1.50 |
4,467 |
32,753 |
-118 |
May10 |
090929 |
922.50 |
928.75 |
913.00 |
917.75 |
-2.50 |
4,212 |
25,997 |
-353 |
Jul10 |
090929 |
922.50 |
929.00 |
914.00 |
918.75 |
-2.75 |
3,762 |
30,215 |
+344 |
Aug10 |
090929 |
912.00 |
916.00 |
912.00 |
912.00 |
-4.00 |
12 |
316 |
+3 |
Sep10 |
090929 |
900.00 |
902.00 |
900.00 |
900.00 |
-2.00 |
5 |
142 |
+5 |
Nov10 |
090929 |
893.75 |
902.75 |
890.00 |
893.75 |
unch |
1,939 |
31,061 |
-512 |
Jan11 |
090929 |
900.00 |
900.00 |
899.50 |
900.00 |
+0.50 |
0 |
212 |
+0 |
Mar11 |
090929 |
903.00 |
903.00 |
903.00 |
903.00 |
unch |
0 |
45 |
+0 |
May11 |
090929 |
904.00 |
904.00 |
902.00 |
904.00 |
+2.00 |
0 |
2 |
+0 |
Jul11 |
090929 |
904.00 |
904.00 |
904.00 |
904.00 |
unch |
0 |
18 |
+0 |
Aug11 |
090929 |
903.00 |
903.00 |
903.00 |
903.00 |
unch |
|
|
|
Sep11 |
090929 |
900.00 |
901.00 |
900.00 |
900.00 |
-1.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
77,323 |
435,737 |
+391 |
Soybean Meal(CBOT) |
Oct09 |
090929 |
288.10 |
293.10 |
286.30 |
288.00 |
-0.50 |
11,958 |
15,499 |
-1,887 |
Dec09 |
090929 |
284.00 |
287.90 |
282.60 |
284.80 |
+0.30 |
22,426 |
73,467 |
+2,009 |
Jan10 |
090929 |
281.20 |
284.90 |
279.80 |
282.00 |
+0.30 |
1,711 |
13,160 |
+230 |
Mar10 |
090929 |
278.10 |
281.00 |
276.50 |
278.40 |
+0.10 |
1,072 |
14,287 |
-119 |
May10 |
090929 |
274.40 |
278.00 |
272.60 |
274.60 |
-0.50 |
1,815 |
13,909 |
+251 |
Jul10 |
090929 |
276.10 |
277.90 |
272.90 |
274.60 |
-0.70 |
784 |
9,250 |
+8 |
Aug10 |
090929 |
277.90 |
278.00 |
274.00 |
274.60 |
-0.70 |
70 |
2,376 |
+8 |
Sep10 |
090929 |
276.00 |
276.00 |
272.30 |
272.30 |
-0.70 |
38 |
2,436 |
+5 |
Oct10 |
090929 |
265.80 |
265.80 |
265.70 |
265.80 |
+0.10 |
12 |
2,043 |
+8 |
Dec10 |
090929 |
266.20 |
268.30 |
264.00 |
265.30 |
+0.30 |
391 |
6,648 |
+135 |
Total Volume and Open Interest |
40,277 |
153,697 |
+648 |
Soybean Oil(CBOT) |
Oct09 |
090929 |
33.36 |
33.50 |
32.93 |
33.47 |
+0.23 |
16,032 |
12,652 |
-3,385 |
Dec09 |
090929 |
33.72 |
33.95 |
33.28 |
33.85 |
+0.22 |
36,622 |
120,120 |
+1,304 |
Jan10 |
090929 |
34.11 |
34.30 |
33.69 |
34.28 |
+0.25 |
3,903 |
29,516 |
+875 |
Mar10 |
090929 |
34.26 |
34.61 |
34.05 |
34.61 |
+0.28 |
4,150 |
16,496 |
+648 |
May10 |
090929 |
34.50 |
34.90 |
34.30 |
34.90 |
+0.34 |
2,246 |
10,380 |
+149 |
Jul10 |
090929 |
34.82 |
35.10 |
34.50 |
35.10 |
+0.37 |
634 |
9,750 |
+110 |
Aug10 |
090929 |
35.09 |
35.20 |
34.69 |
35.20 |
+0.38 |
39 |
894 |
+28 |
Sep10 |
090929 |
35.25 |
35.30 |
34.90 |
35.30 |
+0.39 |
27 |
533 |
+21 |
Oct10 |
090929 |
35.12 |
35.42 |
35.08 |
35.38 |
+0.38 |
9 |
462 |
+4 |
Dec10 |
090929 |
35.28 |
35.63 |
35.01 |
35.63 |
+0.50 |
673 |
10,312 |
-3 |
Total Volume and Open Interest |
64,335 |
211,127 |
-249 |
Canola(WCE) |
Nov09 |
090929 |
382.8 |
383.8 |
378.3 |
379.7 |
-3.1 |
7,439 |
64,254 |
-1,571 |
Jan10 |
090929 |
387.5 |
389.5 |
384.1 |
386.2 |
-1.9 |
932 |
29,931 |
+482 |
Mar10 |
090929 |
388.9 |
390.2 |
386.2 |
388.3 |
-2.2 |
219 |
3,049 |
+65 |
May10 |
090929 |
391.8 |
391.8 |
391.6 |
391.6 |
-3.2 |
60 |
756 |
+60 |
Jul10 |
090929 |
390.0 |
394.0 |
390.0 |
392.6 |
-1.4 |
1 |
1,041 |
+1 |
Total Volume and Open Interest |
8,653 |
99,171 |
-964 |
Corn(CBOT) |
Dec09 |
090929 |
338.75 |
347.00 |
336.25 |
341.00 |
+2.25 |
71,776 |
505,455 |
+2,252 |
Mar10 |
090929 |
350.00 |
359.50 |
341.75 |
354.00 |
+2.75 |
18,245 |
154,004 |
-955 |
May10 |
090929 |
360.00 |
368.00 |
358.25 |
363.00 |
+2.75 |
5,137 |
33,520 |
-410 |
Jul10 |
090929 |
368.25 |
375.50 |
366.25 |
371.00 |
+2.75 |
11,318 |
63,168 |
-1,600 |
Sep10 |
090929 |
380.00 |
383.25 |
374.00 |
379.25 |
+3.00 |
1,694 |
12,508 |
-524 |
Dec10 |
090929 |
386.50 |
394.00 |
384.50 |
389.50 |
+2.25 |
3,439 |
75,293 |
-80 |
Mar11 |
090929 |
398.00 |
405.00 |
397.00 |
401.25 |
+2.25 |
189 |
2,292 |
+92 |
May11 |
090929 |
407.00 |
409.50 |
407.00 |
409.50 |
+2.25 |
4 |
232 |
+0 |
Jul11 |
090929 |
411.00 |
415.00 |
411.00 |
414.50 |
+2.25 |
32 |
1,580 |
+22 |
Sep11 |
090929 |
406.00 |
406.00 |
403.25 |
406.00 |
+2.75 |
8 |
204 |
+3 |
Total Volume and Open Interest |
111,913 |
854,755 |
-1,180 |
Wheat(CBOT) |
Dec09 |
090929 |
456.00 |
460.00 |
441.25 |
447.50 |
-8.25 |
30,402 |
202,414 |
-261 |
Mar10 |
090929 |
476.50 |
479.75 |
461.25 |
467.25 |
-8.00 |
7,633 |
48,951 |
+697 |
May10 |
090929 |
491.50 |
493.50 |
476.00 |
481.00 |
-9.00 |
2,010 |
8,394 |
-242 |
Jul10 |
090929 |
505.50 |
508.25 |
491.00 |
496.00 |
-9.25 |
3,399 |
46,108 |
-519 |
Sep10 |
090929 |
517.50 |
518.00 |
508.50 |
511.00 |
-9.25 |
76 |
878 |
+17 |
Dec10 |
090929 |
545.75 |
547.00 |
530.75 |
536.00 |
-9.25 |
1,328 |
23,316 |
+731 |
Total Volume and Open Interest |
44,853 |
331,269 |
+422 |
Wheat(KCBT) |
Dec09 |
090929 |
474.50 |
479.25 |
463.00 |
468.50 |
-6.50 |
8,395 |
59,944 |
-996 |
Mar10 |
090929 |
491.50 |
494.75 |
479.25 |
484.75 |
-6.75 |
1,582 |
21,497 |
-261 |
May10 |
090929 |
503.00 |
506.25 |
491.00 |
496.25 |
-6.75 |
342 |
4,726 |
-44 |
Jul10 |
090929 |
518.75 |
518.75 |
502.50 |
507.75 |
-6.75 |
731 |
18,194 |
-35 |
Sep10 |
090929 |
524.50 |
526.50 |
517.75 |
519.25 |
-6.50 |
54 |
1,030 |
+31 |
Dec10 |
090929 |
548.00 |
548.50 |
533.00 |
537.50 |
-6.50 |
598 |
17,053 |
+245 |
Total Volume and Open Interest |
11,706 |
122,654 |
-1,060 |
Wheat(MGE) |
Dec09 |
090929 |
487.75 |
493.00 |
482.25 |
483.25 |
-5.00 |
2,166 |
20,822 |
+71 |
Mar10 |
090929 |
504.50 |
508.00 |
499.00 |
500.00 |
-4.50 |
421 |
9,717 |
-13 |
May10 |
090929 |
517.00 |
520.00 |
511.00 |
512.00 |
-3.75 |
367 |
3,558 |
+4 |
Jul10 |
090929 |
529.25 |
531.00 |
522.00 |
523.25 |
-3.75 |
185 |
6,550 |
-90 |
Sep10 |
090929 |
540.75 |
542.50 |
533.75 |
535.50 |
-4.00 |
87 |
1,798 |
-139 |
Total Volume and Open Interest |
3,264 |
45,498 |
-243 |
Oats(CBOT) |
Dec09 |
090929 |
224.75 |
238.50 |
223.25 |
234.00 |
+9.00 |
769 |
10,006 |
-220 |
Mar10 |
090929 |
240.00 |
252.00 |
238.50 |
247.50 |
+9.00 |
79 |
3,462 |
+5 |
May10 |
090929 |
259.50 |
259.50 |
247.50 |
256.50 |
+9.00 |
0 |
13 |
+0 |
Jul10 |
090929 |
266.00 |
266.00 |
257.00 |
266.00 |
+9.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
848 |
13,486 |
-215 |
Rough Rice(CBOT) |
Nov09 |
090929 |
13.20 |
13.38 |
13.17 |
13.31 |
+0.10 |
492 |
7,504 |
-72 |
Jan10 |
090929 |
13.52 |
13.60 |
13.46 |
13.56 |
+0.11 |
143 |
1,619 |
+84 |
Mar10 |
090929 |
13.74 |
13.81 |
13.74 |
13.81 |
+0.11 |
2 |
1,212 |
+1 |
May10 |
090929 |
14.04 |
14.04 |
13.94 |
14.04 |
+0.10 |
1 |
393 |
+0 |
Total Volume and Open Interest |
658 |
11,224 |
+32 |
Live Cattle(CME) |
Oct09 |
090929 |
86.080 |
86.250 |
85.430 |
85.650 |
-0.450 |
5,689 |
33,743 |
-2,036 |
Dec09 |
090929 |
85.800 |
85.885 |
85.250 |
85.600 |
-0.185 |
10,912 |
118,070 |
+16 |
Feb10 |
090929 |
86.080 |
86.230 |
85.500 |
85.800 |
-0.280 |
3,810 |
50,920 |
+154 |
Apr10 |
090929 |
88.180 |
88.200 |
87.550 |
87.885 |
-0.165 |
2,840 |
35,078 |
-214 |
Jun10 |
090929 |
84.800 |
84.850 |
84.250 |
84.350 |
-0.380 |
539 |
13,935 |
-155 |
Aug10 |
090929 |
85.600 |
85.650 |
85.100 |
85.285 |
-0.350 |
173 |
2,203 |
-7 |
Total Volume and Open Interest |
24,078 |
257,222 |
-2,199 |
Feeder Cattle(CME) |
Oct09 |
090929 |
96.250 |
96.285 |
95.700 |
95.800 |
-0.650 |
1,265 |
5,798 |
-298 |
Nov09 |
090929 |
96.550 |
96.550 |
95.700 |
95.785 |
-0.765 |
1,505 |
12,911 |
+533 |
Jan10 |
090929 |
97.450 |
97.535 |
96.750 |
96.885 |
-0.795 |
752 |
4,718 |
+259 |
Mar10 |
090929 |
97.800 |
98.050 |
97.200 |
97.400 |
-0.680 |
91 |
1,399 |
+4 |
Apr10 |
090929 |
99.200 |
99.200 |
98.500 |
98.700 |
-0.650 |
27 |
455 |
+8 |
May10 |
090929 |
99.450 |
99.600 |
99.300 |
99.300 |
-0.780 |
52 |
904 |
+17 |
Aug10 |
090929 |
100.000 |
100.300 |
100.000 |
100.250 |
-0.480 |
13 |
199 |
+7 |
Total Volume and Open Interest |
3,705 |
26,384 |
+530 |
Lean Hogs(CME) |
Oct09 |
090929 |
50.500 |
50.930 |
49.930 |
50.285 |
+0.405 |
4,513 |
13,840 |
-1,373 |
Dec09 |
090929 |
49.880 |
50.830 |
49.800 |
50.180 |
+0.445 |
10,143 |
71,837 |
+741 |
Feb10 |
090929 |
56.800 |
57.700 |
56.800 |
57.450 |
+0.850 |
2,602 |
28,107 |
+310 |
Apr10 |
090929 |
62.000 |
62.680 |
61.985 |
62.500 |
+0.900 |
1,462 |
15,297 |
+245 |
May10 |
090929 |
68.750 |
69.500 |
68.750 |
69.400 |
+0.750 |
32 |
936 |
-6 |
Jun10 |
090929 |
70.800 |
71.800 |
70.800 |
71.700 |
+1.020 |
779 |
8,955 |
+289 |
Jul10 |
090929 |
70.800 |
71.300 |
70.800 |
71.250 |
+0.750 |
228 |
2,296 |
+103 |
Aug10 |
090929 |
70.000 |
70.650 |
70.000 |
70.650 |
+1.050 |
115 |
1,486 |
+62 |
Total Volume and Open Interest |
19,895 |
143,419 |
+391 |
Class III Milk(CME) |
Sep09 |
090929 |
12.08 |
12.09 |
12.07 |
12.08 |
+0.01 |
12 |
3,641 |
-4 |
Oct09 |
090929 |
12.69 |
12.75 |
12.56 |
12.66 |
+0.04 |
122 |
3,830 |
-9 |
Nov09 |
090929 |
13.45 |
13.63 |
13.33 |
13.56 |
+0.06 |
233 |
3,929 |
+22 |
Dec09 |
090929 |
13.98 |
14.10 |
13.83 |
14.05 |
+0.07 |
201 |
3,976 |
+23 |
Jan10 |
090929 |
13.99 |
14.10 |
13.89 |
14.09 |
+0.07 |
144 |
1,817 |
+51 |
Total Volume and Open Interest |
989 |
24,729 |
+191 |
Cocoa(ICE) |
Dec09 |
090929 |
3066 |
3106 |
3020 |
3056 |
-29 |
1,846 |
59,402 |
+242 |
Mar10 |
090929 |
3100 |
3127 |
3042 |
3078 |
-26 |
244 |
35,536 |
-14 |
May10 |
090929 |
3135 |
3135 |
3059 |
3090 |
-27 |
119 |
10,776 |
+72 |
Jul10 |
090929 |
3084 |
3084 |
3084 |
3084 |
-27 |
36 |
4,472 |
+14 |
Sep10 |
090929 |
3124 |
3124 |
3080 |
3080 |
-27 |
30 |
3,612 |
+27 |
Dec10 |
090929 |
3124 |
3124 |
3080 |
3080 |
-25 |
1 |
2,027 |
+0 |
Mar11 |
090929 |
3076 |
3076 |
3076 |
3076 |
-25 |
0 |
3,813 |
+0 |
Total Volume and Open Interest |
2,276 |
123,820 |
+341 |
Coffee "C"(ICE) |
Dec09 |
090929 |
127.15 |
127.40 |
125.30 |
125.50 |
-1.65 |
4,373 |
62,597 |
-974 |
Mar10 |
090929 |
130.20 |
130.20 |
128.30 |
128.45 |
-1.65 |
880 |
19,834 |
+160 |
May10 |
090929 |
132.00 |
132.00 |
130.35 |
130.40 |
-1.50 |
119 |
9,008 |
-64 |
Jul10 |
090929 |
133.20 |
133.20 |
132.15 |
132.25 |
-1.50 |
77 |
2,820 |
+43 |
Sep10 |
090929 |
134.70 |
135.00 |
133.95 |
134.10 |
-1.45 |
18 |
3,519 |
+7 |
Dec10 |
090929 |
137.05 |
137.05 |
136.70 |
136.70 |
-1.50 |
114 |
2,255 |
-42 |
Total Volume and Open Interest |
5,660 |
100,656 |
-820 |
Orange Juice(ICE) |
Nov09 |
090929 |
90.95 |
91.90 |
90.60 |
91.60 |
+0.85 |
1,036 |
21,183 |
-417 |
Jan10 |
090929 |
94.45 |
95.45 |
94.10 |
95.20 |
+0.85 |
662 |
3,529 |
+478 |
Mar10 |
090929 |
98.10 |
98.70 |
98.10 |
98.70 |
+0.75 |
15 |
3,264 |
+3 |
May10 |
090929 |
102.05 |
102.05 |
102.05 |
102.05 |
+0.60 |
2 |
504 |
+2 |
Jul10 |
090929 |
105.20 |
105.20 |
105.20 |
105.20 |
+0.75 |
0 |
118 |
+0 |
Sep10 |
090929 |
106.95 |
106.95 |
106.95 |
106.95 |
+0.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,715 |
28,781 |
+66 |
Sugar #11(ICE) |
Oct09 |
090929 |
22.76 |
23.72 |
22.75 |
23.46 |
+0.81 |
29,685 |
39,424 |
-15,850 |
Mar10 |
090929 |
24.28 |
25.15 |
24.28 |
24.94 |
+0.84 |
57,403 |
363,502 |
+9,638 |
May10 |
090929 |
23.25 |
24.00 |
23.25 |
23.80 |
+0.59 |
13,653 |
82,497 |
+2,870 |
Jul10 |
090929 |
21.87 |
22.48 |
21.87 |
22.20 |
+0.49 |
7,611 |
117,792 |
-495 |
Oct10 |
090929 |
21.04 |
21.28 |
20.90 |
21.10 |
+0.39 |
3,992 |
83,195 |
+582 |
Total Volume and Open Interest |
115,680 |
786,272 |
-1,990 |
London Cocoa(LCE) |
Dec09 |
090929 |
2048 |
2061 |
2015 |
2036 |
-13 |
2,900 |
61,584 |
-352 |
Mar10 |
090929 |
2070 |
2076 |
2031 |
2052 |
-12 |
1,163 |
35,156 |
+258 |
May10 |
090929 |
2081 |
2090 |
2049 |
2068 |
-13 |
537 |
42,232 |
+275 |
Jul10 |
090929 |
2010 |
2030 |
1998 |
2008 |
-19 |
135 |
9,912 |
+0 |
Sep10 |
090929 |
2012 |
2018 |
1985 |
1992 |
-21 |
69 |
3,486 |
+31 |
Dec10 |
090929 |
1975 |
1987 |
1975 |
1982 |
-23 |
0 |
1,113 |
+0 |
Mar11 |
090929 |
1976 |
1976 |
1976 |
1976 |
-23 |
5 |
5,647 |
+5 |
Total Volume and Open Interest |
22,410 |
150,795 |
+1,679 |
London Sugar(LCE) |
Dec09 |
090929 |
602.00 |
617.70 |
601.30 |
611.00 |
+17.50 |
4,057 |
26,416 |
-375 |
Mar10 |
090929 |
622.40 |
636.00 |
618.20 |
631.00 |
+17.50 |
3,392 |
26,012 |
+1,620 |
May10 |
090929 |
606.50 |
619.50 |
605.50 |
611.50 |
+12.00 |
550 |
7,816 |
+157 |
Aug10 |
090929 |
580.50 |
590.20 |
578.00 |
580.50 |
+9.30 |
139 |
6,458 |
+104 |
Oct10 |
090929 |
555.20 |
560.00 |
552.00 |
554.30 |
+9.30 |
2 |
3,557 |
+0 |
Total Volume and Open Interest |
8,142 |
71,192 |
+1,506 |
Cotton(ICE) |
Oct09 |
090929 |
61.63 |
61.63 |
60.05 |
60.05 |
-1.45 |
2 |
75 |
-2 |
Dec09 |
090929 |
62.75 |
63.35 |
61.17 |
61.45 |
-1.45 |
5,489 |
107,454 |
+660 |
Mar10 |
090929 |
64.88 |
65.50 |
63.25 |
63.59 |
-1.41 |
924 |
30,140 |
+364 |
May10 |
090929 |
64.89 |
64.89 |
64.89 |
64.89 |
-1.41 |
17 |
3,225 |
-5 |
Jul10 |
090929 |
66.51 |
66.51 |
65.75 |
65.99 |
-1.40 |
99 |
3,931 |
+22 |
Oct10 |
090929 |
67.19 |
67.19 |
67.19 |
67.19 |
-1.40 |
0 |
70 |
+0 |
Total Volume and Open Interest |
6,550 |
149,200 |
+1,039 |
Lumber(CME) |
Nov09 |
090929 |
170.7 |
171.5 |
167.7 |
168.2 |
-2.0 |
298 |
6,418 |
-193 |
Jan10 |
090929 |
192.8 |
194.0 |
190.1 |
192.3 |
-1.5 |
277 |
2,712 |
+116 |
Mar10 |
090929 |
205.5 |
206.0 |
202.8 |
204.0 |
-1.5 |
10 |
149 |
-3 |
May10 |
090929 |
217.9 |
217.9 |
217.0 |
217.9 |
-0.1 |
2 |
17 |
+2 |
Total Volume and Open Interest |
587 |
9,299 |
-78 |
Crude Oil(NYM) |
Nov09 |
090929 |
67.11 |
67.33 |
65.82 |
66.71 |
-0.13 |
231,410 |
305,009 |
+1,336 |
Dec09 |
090929 |
67.42 |
67.68 |
66.22 |
67.08 |
-0.09 |
78,785 |
189,777 |
+2,537 |
Jan10 |
090929 |
67.91 |
68.20 |
66.75 |
67.53 |
-0.11 |
26,334 |
68,863 |
+2,296 |
Feb10 |
090929 |
68.48 |
68.68 |
67.33 |
68.01 |
-0.12 |
7,978 |
31,767 |
-8 |
Mar10 |
090929 |
68.63 |
69.21 |
68.01 |
68.59 |
-0.11 |
4,983 |
29,759 |
-704 |
Apr10 |
090929 |
69.35 |
69.74 |
68.94 |
69.22 |
-0.09 |
3,152 |
16,730 |
+568 |
May10 |
090929 |
69.63 |
69.84 |
69.63 |
69.84 |
-0.08 |
2,107 |
16,939 |
+199 |
Jun10 |
090929 |
70.59 |
71.01 |
69.83 |
70.45 |
-0.08 |
5,652 |
82,843 |
-268 |
Jul10 |
090929 |
71.05 |
71.50 |
70.45 |
70.93 |
-0.08 |
459 |
29,676 |
-60 |
Aug10 |
090929 |
71.29 |
71.29 |
71.29 |
71.29 |
-0.08 |
320 |
11,935 |
-15 |
Sep10 |
090929 |
71.60 |
71.66 |
71.60 |
71.65 |
-0.07 |
467 |
20,675 |
-11 |
Oct10 |
090929 |
72.01 |
72.01 |
72.01 |
72.01 |
-0.06 |
468 |
11,777 |
+121 |
Nov10 |
090929 |
72.40 |
72.40 |
72.40 |
72.40 |
-0.05 |
355 |
14,931 |
+126 |
Dec10 |
090929 |
73.06 |
73.26 |
72.22 |
72.79 |
-0.04 |
6,319 |
104,932 |
+260 |
Jan11 |
090929 |
73.03 |
73.03 |
73.03 |
73.03 |
-0.03 |
404 |
13,514 |
-66 |
Feb11 |
090929 |
73.24 |
73.24 |
73.24 |
73.24 |
-0.03 |
333 |
6,635 |
+107 |
Total Volume and Open Interest |
374,622 |
1,170,687 |
+7,632 |
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 |
090929 |
67.075 |
67.300 |
65.800 |
66.700 |
-0.150 |
9,636 |
4,905 |
-909 |
Dec09 |
090929 |
67.400 |
67.650 |
66.250 |
67.075 |
-0.100 |
299 |
750 |
-40 |
Jan10 |
090929 |
67.600 |
67.650 |
67.250 |
67.525 |
-0.125 |
13 |
194 |
-2 |
Feb10 |
090929 |
68.400 |
68.400 |
67.950 |
68.000 |
-0.125 |
1 |
108 |
+0 |
Mar10 |
090929 |
68.400 |
68.600 |
68.400 |
68.600 |
-0.100 |
0 |
5 |
+0 |
Apr10 |
090929 |
69.225 |
69.225 |
69.225 |
69.225 |
-0.075 |
|
|
|
May10 |
090929 |
70.000 |
70.000 |
69.850 |
69.850 |
-0.075 |
0 |
2 |
+0 |
Jun10 |
090929 |
70.450 |
70.450 |
70.450 |
70.450 |
-0.075 |
0 |
8 |
+0 |
Total Volume and Open Interest |
9,949 |
6,056 |
-951 |
Heating Oil(NYM) |
Oct09 |
090929 |
169.09 |
170.60 |
167.65 |
170.06 |
+0.97 |
18,154 |
14,518 |
-5,908 |
Nov09 |
090929 |
172.01 |
173.42 |
170.38 |
172.66 |
+0.69 |
29,443 |
68,630 |
+1,714 |
Dec09 |
090929 |
175.09 |
176.33 |
173.34 |
175.55 |
+0.52 |
9,706 |
59,327 |
+537 |
Jan10 |
090929 |
178.45 |
179.43 |
176.66 |
178.65 |
+0.38 |
3,179 |
34,826 |
+881 |
Feb10 |
090929 |
180.65 |
181.14 |
180.00 |
181.03 |
+0.36 |
1,465 |
17,698 |
+268 |
Mar10 |
090929 |
182.64 |
183.23 |
180.80 |
182.72 |
+0.36 |
974 |
15,298 |
-254 |
Apr10 |
090929 |
182.79 |
183.78 |
182.79 |
183.78 |
+0.27 |
493 |
12,142 |
+141 |
May10 |
090929 |
184.05 |
185.05 |
183.95 |
184.98 |
+0.22 |
216 |
11,664 |
-14 |
Jun10 |
090929 |
186.79 |
187.33 |
184.73 |
186.23 |
+0.17 |
1,160 |
21,929 |
-162 |
Jul10 |
090929 |
187.56 |
189.15 |
187.00 |
188.03 |
+0.17 |
247 |
7,070 |
+1 |
Aug10 |
090929 |
189.43 |
191.00 |
189.34 |
190.13 |
+0.17 |
357 |
3,394 |
+9 |
Sep10 |
090929 |
191.73 |
192.38 |
191.73 |
192.38 |
+0.17 |
259 |
5,935 |
-141 |
Total Volume and Open Interest |
66,588 |
315,236 |
-2,893 |
Gasoline(NYMEX) |
Oct09 |
090929 |
163.85 |
164.79 |
161.28 |
162.81 |
-0.99 |
17,211 |
12,086 |
-4,810 |
Nov09 |
090929 |
165.70 |
166.12 |
162.54 |
164.13 |
-0.93 |
25,113 |
83,489 |
+2,332 |
Dec09 |
090929 |
167.00 |
167.59 |
164.28 |
165.80 |
-0.94 |
8,107 |
33,059 |
-246 |
Jan10 |
090929 |
169.43 |
170.00 |
166.94 |
168.43 |
-0.95 |
3,904 |
23,894 |
-169 |
Feb10 |
090929 |
170.68 |
172.81 |
170.30 |
171.07 |
-0.98 |
1,083 |
7,182 |
+227 |
Mar10 |
090929 |
172.85 |
174.10 |
172.76 |
173.72 |
-0.97 |
547 |
12,306 |
+85 |
Apr10 |
090929 |
186.61 |
187.10 |
186.00 |
186.45 |
-0.94 |
469 |
7,411 |
+125 |
May10 |
090929 |
187.75 |
188.70 |
187.55 |
187.55 |
-0.99 |
199 |
4,131 |
+58 |
Jun10 |
090929 |
189.10 |
189.10 |
188.35 |
188.35 |
-0.99 |
280 |
5,938 |
-68 |
Jul10 |
090929 |
188.60 |
188.60 |
188.60 |
188.60 |
-0.94 |
14 |
1,541 |
+5 |
Total Volume and Open Interest |
57,088 |
200,581 |
-2,420 |
e-miNY RBOB Gasoline(NYM) |
Oct09 |
090929 |
162.81 |
162.81 |
162.81 |
162.81 |
-0.99 |
|
|
|
Nov09 |
090929 |
164.13 |
164.13 |
164.13 |
164.13 |
-0.93 |
0 |
2 |
+0 |
Dec09 |
090929 |
165.80 |
165.80 |
165.80 |
165.80 |
-0.94 |
0 |
4 |
+0 |
Jan10 |
090929 |
168.43 |
168.43 |
168.43 |
168.43 |
-0.95 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Nov09 |
090929 |
4.820 |
4.975 |
4.598 |
4.875 |
+0.045 |
94,282 |
165,257 |
+1,910 |
Dec09 |
090929 |
5.588 |
5.750 |
5.399 |
5.674 |
+0.086 |
24,175 |
67,375 |
+114 |
Jan10 |
090929 |
5.865 |
6.021 |
5.694 |
5.954 |
+0.095 |
13,430 |
74,477 |
-397 |
Feb10 |
090929 |
5.910 |
6.040 |
5.730 |
5.980 |
+0.087 |
2,492 |
23,974 |
+78 |
Mar10 |
090929 |
5.824 |
5.999 |
5.695 |
5.929 |
+0.081 |
4,183 |
45,961 |
+974 |
Apr10 |
090929 |
5.802 |
5.950 |
5.680 |
5.894 |
+0.068 |
5,416 |
40,271 |
+927 |
May10 |
090929 |
5.758 |
5.966 |
5.725 |
5.928 |
+0.062 |
1,035 |
21,693 |
+121 |
Jun10 |
090929 |
5.939 |
6.042 |
5.800 |
5.996 |
+0.057 |
1,489 |
10,974 |
+438 |
Jul10 |
090929 |
5.940 |
6.120 |
5.888 |
6.081 |
+0.055 |
321 |
11,288 |
-6 |
Aug10 |
090929 |
5.990 |
6.213 |
5.970 |
6.158 |
+0.054 |
475 |
9,496 |
-17 |
Sep10 |
090929 |
6.200 |
6.270 |
6.042 |
6.225 |
+0.051 |
413 |
9,378 |
+23 |
Oct10 |
090929 |
6.280 |
6.440 |
6.195 |
6.384 |
+0.053 |
1,470 |
26,028 |
+378 |
Nov10 |
090929 |
6.652 |
6.786 |
6.599 |
6.729 |
+0.043 |
145 |
6,486 |
-1 |
Dec10 |
090929 |
6.920 |
7.102 |
6.910 |
7.074 |
+0.043 |
567 |
18,489 |
+75 |
Jan11 |
090929 |
7.155 |
7.353 |
7.155 |
7.299 |
+0.043 |
649 |
9,292 |
+120 |
Feb11 |
090929 |
7.209 |
7.333 |
7.209 |
7.284 |
+0.043 |
1,563 |
5,729 |
+138 |
Total Volume and Open Interest |
153,220 |
661,732 |
-12,703 |
Brent Crude Oil(ICE) |
Nov09 |
090929 |
65.93 |
66.00 |
64.66 |
65.49 |
-0.05 |
95,287 |
123,121 |
-1,489 |
Dec09 |
090929 |
66.67 |
66.76 |
65.42 |
66.25 |
-0.04 |
50,676 |
164,548 |
+1,690 |
Jan10 |
090929 |
67.30 |
67.44 |
66.17 |
66.94 |
-0.05 |
16,065 |
59,698 |
+2,408 |
Feb10 |
090929 |
67.70 |
68.06 |
66.92 |
67.61 |
-0.05 |
4,907 |
26,723 |
+79 |
Mar10 |
090929 |
68.34 |
68.74 |
67.58 |
68.30 |
-0.03 |
2,999 |
16,707 |
+122 |
Apr10 |
090929 |
68.88 |
69.43 |
68.29 |
69.01 |
-0.01 |
2,498 |
12,879 |
-1,207 |
May10 |
090929 |
69.55 |
70.11 |
68.99 |
69.70 |
unch |
1,713 |
9,486 |
+502 |
Jun10 |
090929 |
70.19 |
70.76 |
69.66 |
70.35 |
unch |
2,721 |
53,470 |
-369 |
Jul10 |
090929 |
70.51 |
70.90 |
70.37 |
70.90 |
unch |
910 |
10,728 |
-59 |
Aug10 |
090929 |
71.36 |
71.36 |
71.36 |
71.36 |
+0.02 |
558 |
6,872 |
+142 |
Sep10 |
090929 |
71.76 |
71.76 |
71.76 |
71.76 |
+0.03 |
415 |
4,225 |
-37 |
Oct10 |
090929 |
72.14 |
72.14 |
72.14 |
72.14 |
+0.03 |
218 |
6,560 |
-160 |
Nov10 |
090929 |
72.44 |
72.44 |
72.44 |
72.44 |
+0.05 |
205 |
4,628 |
-20 |
Dec10 |
090929 |
72.68 |
73.08 |
72.12 |
72.75 |
+0.09 |
4,060 |
71,824 |
-105 |
Total Volume and Open Interest |
184,945 |
661,419 |
+1,960 |
Gas Oil(ICE) |
Oct09 |
090929 |
540.50 |
542.00 |
533.25 |
537.25 |
-5.00 |
25,840 |
69,207 |
-878 |
Nov09 |
090929 |
547.25 |
549.25 |
540.00 |
544.75 |
-5.00 |
39,916 |
92,927 |
+1,687 |
Dec09 |
090929 |
553.50 |
556.50 |
547.75 |
552.00 |
-5.50 |
18,794 |
89,172 |
-1,193 |
Jan10 |
090929 |
562.25 |
564.00 |
557.00 |
560.75 |
-5.75 |
5,081 |
52,788 |
+1,246 |
Feb10 |
090929 |
568.50 |
571.75 |
565.25 |
568.00 |
-5.75 |
1,203 |
24,391 |
-176 |
Mar10 |
090929 |
572.75 |
578.50 |
572.25 |
574.50 |
-5.50 |
760 |
25,314 |
-119 |
Apr10 |
090929 |
579.00 |
585.00 |
578.50 |
581.00 |
-5.25 |
1,138 |
15,070 |
+940 |
May10 |
090929 |
584.25 |
590.25 |
584.25 |
587.00 |
-5.50 |
1,025 |
14,827 |
+194 |
Jun10 |
090929 |
593.00 |
595.50 |
589.50 |
592.50 |
-5.50 |
2,179 |
37,758 |
+269 |
Jul10 |
090929 |
598.25 |
604.25 |
598.25 |
600.25 |
-5.50 |
334 |
12,110 |
+121 |
Total Volume and Open Interest |
97,843 |
554,283 |
+2,125 |
Ethanol(CBOT) |
Sep09 |
090903 |
1.587 |
1.587 |
1.587 |
1.587 |
-0.013 |
15 |
218 |
+10 |
Oct09 |
090929 |
1.750 |
1.765 |
1.750 |
1.765 |
+0.043 |
45 |
190 |
-36 |
Nov09 |
090929 |
1.682 |
1.687 |
1.679 |
1.679 |
+0.020 |
36 |
500 |
+3 |
Dec09 |
090929 |
1.675 |
1.675 |
1.660 |
1.661 |
+0.009 |
12 |
733 |
-48 |
Jan10 |
090929 |
1.654 |
1.660 |
1.654 |
1.660 |
+0.010 |
11 |
779 |
+5 |
Feb10 |
090929 |
1.660 |
1.660 |
1.655 |
1.656 |
+0.006 |
8 |
245 |
+4 |
Mar10 |
090929 |
1.665 |
1.665 |
1.660 |
1.660 |
+0.010 |
2 |
294 |
+0 |
Apr10 |
090929 |
1.665 |
1.665 |
1.660 |
1.660 |
+0.020 |
0 |
511 |
+0 |
Total Volume and Open Interest |
131 |
4,829 |
-55 |
WTI Crude Oil(ICE) |
Nov09 |
090929 |
67.29 |
67.31 |
65.81 |
66.71 |
-0.13 |
69,528 |
108,487 |
-966 |
Dec09 |
090929 |
67.45 |
67.69 |
66.21 |
67.08 |
-0.09 |
37,417 |
90,515 |
-2,799 |
Jan10 |
090929 |
67.66 |
68.16 |
66.77 |
67.53 |
-0.11 |
10,665 |
20,005 |
+1,291 |
Feb10 |
090929 |
67.91 |
68.64 |
67.46 |
68.01 |
-0.12 |
2,769 |
16,503 |
+960 |
Mar10 |
090929 |
68.23 |
69.22 |
68.20 |
68.59 |
-0.11 |
2,602 |
13,457 |
-852 |
Apr10 |
090929 |
68.80 |
69.81 |
68.80 |
69.22 |
-0.09 |
1,691 |
7,260 |
+290 |
May10 |
090929 |
69.41 |
70.41 |
69.41 |
69.84 |
-0.08 |
1,569 |
5,942 |
+53 |
Jun10 |
090929 |
70.02 |
71.02 |
69.92 |
70.45 |
-0.08 |
1,842 |
22,806 |
+279 |
Jul10 |
090929 |
71.06 |
71.11 |
70.70 |
70.93 |
-0.08 |
232 |
24,710 |
-56 |
Aug10 |
090929 |
71.29 |
71.29 |
71.29 |
71.29 |
-0.08 |
160 |
6,229 |
+47 |
Sep10 |
090929 |
71.65 |
71.65 |
71.65 |
71.65 |
-0.07 |
183 |
8,536 |
+98 |
Oct10 |
090929 |
72.01 |
72.01 |
72.01 |
72.01 |
-0.06 |
319 |
4,960 |
-3 |
Nov10 |
090929 |
72.40 |
72.40 |
72.40 |
72.40 |
-0.05 |
453 |
6,221 |
+36 |
Dec10 |
090929 |
72.96 |
73.03 |
72.34 |
72.79 |
-0.04 |
3,239 |
55,471 |
+44 |
Jan11 |
090929 |
73.03 |
73.03 |
73.03 |
73.03 |
-0.03 |
415 |
10,779 |
+0 |
Feb11 |
090929 |
73.24 |
73.24 |
73.24 |
73.24 |
-0.03 |
230 |
3,360 |
+0 |
Total Volume and Open Interest |
134,390 |
478,556 |
-1,281 |
US Dollar Index(ICE) |
Dec09 |
090929 |
77.200 |
77.735 |
77.025 |
77.360 |
+0.090 |
8,057 |
29,431 |
-1,444 |
Mar10 |
090929 |
77.610 |
77.815 |
77.545 |
77.600 |
+0.075 |
27 |
2,049 |
+1 |
Jun10 |
090929 |
77.915 |
77.915 |
77.915 |
77.915 |
+0.075 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,084 |
31,483 |
-1,443 |
Australian Dollar(CME) |
Dec09 |
090929 |
86.71 |
87.09 |
86.22 |
86.68 |
+0.15 |
70,867 |
104,091 |
+1,691 |
Mar10 |
090929 |
85.90 |
86.28 |
85.66 |
85.94 |
+0.14 |
55 |
194 |
+5 |
Jun10 |
090929 |
85.10 |
85.10 |
84.97 |
85.10 |
+0.13 |
|
|
|
Total Volume and Open Interest |
70,922 |
104,300 |
+1,696 |
British Pound(CME) |
Dec09 |
090929 |
158.75 |
159.89 |
158.23 |
159.38 |
+0.70 |
108,450 |
92,734 |
-276 |
Mar10 |
090929 |
158.84 |
159.81 |
158.27 |
159.37 |
+0.68 |
17 |
127 |
-2 |
Jun10 |
090929 |
159.37 |
159.76 |
158.56 |
159.37 |
+0.64 |
1 |
27 |
+0 |
Total Volume and Open Interest |
108,468 |
92,908 |
-278 |
Canadian Dollar(CME) |
Dec09 |
090929 |
92.17 |
92.66 |
91.54 |
92.27 |
+0.27 |
55,599 |
70,694 |
-1,318 |
Mar10 |
090929 |
91.77 |
92.59 |
91.58 |
92.27 |
+0.27 |
118 |
1,323 |
-5 |
Jun10 |
090929 |
92.07 |
92.40 |
91.66 |
92.27 |
+0.28 |
5 |
306 |
+3 |
Sep10 |
090929 |
92.25 |
92.28 |
91.66 |
92.25 |
+0.28 |
15 |
372 |
+4 |
Total Volume and Open Interest |
55,745 |
72,731 |
-1,311 |
Japanese Yen(CME) |
Dec09 |
090929 |
111.57 |
111.64 |
110.70 |
110.94 |
-0.52 |
102,866 |
120,728 |
-987 |
Mar10 |
090929 |
111.20 |
111.67 |
110.83 |
111.02 |
-0.53 |
55 |
105 |
+11 |
Jun10 |
090929 |
111.17 |
111.70 |
111.17 |
111.17 |
-0.53 |
8 |
9 |
+8 |
Total Volume and Open Interest |
102,929 |
120,863 |
-968 |
Swiss Franc(CME) |
Dec09 |
090929 |
96.85 |
97.02 |
96.08 |
96.45 |
-0.29 |
45,750 |
48,555 |
-2,767 |
Mar10 |
090929 |
96.54 |
97.05 |
96.27 |
96.54 |
-0.30 |
35 |
97 |
+11 |
Jun10 |
090929 |
96.68 |
97.03 |
96.63 |
96.68 |
-0.30 |
14 |
5 |
+5 |
Total Volume and Open Interest |
45,799 |
48,658 |
-2,751 |
EuroFX(CME) |
Dec09 |
090929 |
146.11 |
146.46 |
145.21 |
145.68 |
-0.22 |
234,719 |
165,843 |
+1,532 |
Mar10 |
090929 |
145.55 |
146.38 |
145.23 |
145.66 |
-0.23 |
42 |
650 |
-3 |
Jun10 |
090929 |
145.66 |
146.22 |
145.53 |
145.66 |
-0.22 |
9 |
61 |
+8 |
Total Volume and Open Interest |
234,770 |
166,560 |
+1,537 |
Mexican Peso(CME) |
Oct09 |
090929 |
734.8 |
734.8 |
733.8 |
734.8 |
+1.0 |
|
|
|
Nov09 |
090929 |
731.8 |
731.8 |
730.8 |
731.8 |
+1.0 |
|
|
|
Total Volume and Open Interest |
22,268 |
56,657 |
+2,243 |
Brazilian Real(CME) |
Oct09 |
090929 |
557.65 |
557.65 |
557.60 |
557.65 |
+0.05 |
|
|
|
Nov09 |
090929 |
554.70 |
554.70 |
554.70 |
554.70 |
unch |
|
|
|
Dec09 |
090929 |
552.30 |
552.30 |
552.00 |
552.00 |
-0.70 |
135 |
3,568 |
+134 |
Jan10 |
090929 |
548.55 |
548.55 |
548.40 |
548.55 |
+0.15 |
|
|
|
Total Volume and Open Interest |
135 |
3,568 |
+134 |
30-Year T-Bonds(CBOT) |
Dec09 |
090929 |
121~200 |
121~270 |
120~280 |
121~200 |
+0~060 |
147,545 |
756,635 |
+16,213 |
Mar10 |
090929 |
120~190 |
120~310 |
120~090 |
120~290 |
+0~080 |
46 |
176 |
+18 |
Jun10 |
090929 |
119~210 |
119~210 |
119~210 |
119~210 |
unch |
1 |
4 |
+1 |
Total Volume and Open Interest |
147,592 |
756,815 |
+16,232 |
10-Year T-Notes(CBOT) |
Dec09 |
090929 |
118~090 |
118~115 |
117~255 |
118~095 |
+0~035 |
466,912 |
1,134,355 |
+14,120 |
Mar10 |
090929 |
115~315 |
117~005 |
115~315 |
116~300 |
+0~030 |
34 |
34 |
+32 |
Jun10 |
090929 |
115~300 |
115~300 |
115~270 |
115~300 |
+0~030 |
|
|
|
Total Volume and Open Interest |
466,946 |
1,134,389 |
+14,152 |
5-Year T-Notes(CBOT) |
Sep09 |
090929 |
117~000 |
117~023 |
116~114 |
117~020 |
-0~001 |
1,307 |
12,014 |
-290 |
Dec09 |
090929 |
115~127 |
116~001 |
115~084 |
115~121 |
unch |
246,304 |
777,633 |
+634 |
Mar10 |
090929 |
115~121 |
115~121 |
115~121 |
115~121 |
unch |
|
|
|
Total Volume and Open Interest |
247,611 |
789,647 |
+344 |
2 Year T-Notes(CBOT) |
Sep09 |
090929 |
109~006 |
109~006 |
108~114 |
108~126 |
-0~007 |
2,545 |
18,417 |
-172 |
Dec09 |
090929 |
108~057 |
108~057 |
108~037 |
108~049 |
-0~006 |
161,468 |
754,467 |
+6,145 |
Mar10 |
090929 |
108~049 |
108~055 |
108~049 |
108~049 |
-0~006 |
|
|
|
Total Volume and Open Interest |
164,013 |
772,884 |
+5,973 |
Eurodollars(CME) |
Dec09 |
090929 |
99.615 |
99.625 |
99.600 |
99.620 |
+0.010 |
109,501 |
990,942 |
+8,158 |
Mar10 |
090929 |
99.360 |
99.365 |
99.305 |
99.345 |
-0.010 |
134,448 |
967,883 |
-6,919 |
Jun10 |
090929 |
99.020 |
99.030 |
98.935 |
98.995 |
-0.025 |
154,193 |
815,680 |
+2,227 |
Sep10 |
090929 |
98.635 |
98.640 |
98.540 |
98.600 |
-0.035 |
132,854 |
681,083 |
+3,350 |
Dec10 |
090929 |
98.250 |
98.255 |
98.150 |
98.215 |
-0.035 |
190,294 |
816,638 |
+7,129 |
Mar11 |
090929 |
97.905 |
97.905 |
97.810 |
97.875 |
-0.030 |
116,641 |
471,296 |
-2,919 |
Jun11 |
090929 |
97.580 |
97.580 |
97.495 |
97.560 |
-0.025 |
112,641 |
459,133 |
+2,812 |
Sep11 |
090929 |
97.290 |
97.295 |
97.215 |
97.280 |
-0.020 |
83,624 |
284,410 |
-3,609 |
Dec11 |
090929 |
97.010 |
97.030 |
96.945 |
97.010 |
-0.015 |
53,721 |
214,218 |
-696 |
Mar12 |
090929 |
96.800 |
96.815 |
96.725 |
96.790 |
-0.010 |
44,544 |
160,212 |
-2,587 |
Jun12 |
090929 |
96.575 |
96.615 |
96.525 |
96.585 |
-0.005 |
41,614 |
139,124 |
-1,862 |
Sep12 |
090929 |
96.405 |
96.455 |
96.365 |
96.420 |
unch |
31,612 |
85,640 |
+2,518 |
Dec12 |
090929 |
96.230 |
96.300 |
96.205 |
96.260 |
+0.005 |
9,142 |
52,036 |
-907 |
Mar13 |
090929 |
96.130 |
96.200 |
96.105 |
96.160 |
+0.010 |
7,485 |
57,195 |
+91 |
Jun13 |
090929 |
96.020 |
96.095 |
96.000 |
96.055 |
+0.015 |
9,640 |
37,832 |
+1,866 |
Sep13 |
090929 |
95.935 |
96.005 |
95.910 |
95.960 |
+0.015 |
8,847 |
46,397 |
+1,060 |
Dec13 |
090929 |
95.850 |
95.895 |
95.805 |
95.850 |
+0.015 |
3,381 |
28,619 |
+620 |
Mar14 |
090929 |
95.770 |
95.825 |
95.740 |
95.785 |
+0.015 |
2,369 |
24,025 |
-83 |
Total Volume and Open Interest |
1,266,145 |
6,583,226 |
+12,252 |
30 Day Federal Funds(CBOT) |
Sep09 |
090929 |
99.853 |
99.853 |
99.850 |
99.850 |
unch |
2,986 |
37,124 |
-777 |
Oct09 |
090929 |
99.850 |
99.855 |
99.845 |
99.850 |
+0.005 |
3,951 |
52,539 |
+1,288 |
Nov09 |
090929 |
99.830 |
99.835 |
99.825 |
99.830 |
unch |
4,073 |
65,027 |
-337 |
Dec09 |
090929 |
99.825 |
99.830 |
99.820 |
99.820 |
unch |
4,375 |
62,482 |
-277 |
Jan10 |
090929 |
99.800 |
99.805 |
99.790 |
99.795 |
unch |
3,637 |
49,175 |
+47 |
Feb10 |
090929 |
99.735 |
99.740 |
99.725 |
99.730 |
-0.005 |
3,541 |
57,883 |
-72 |
Total Volume and Open Interest |
33,213 |
450,236 |
+2,218 |
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 |
090929 |
99.500 |
99.500 |
99.500 |
99.500 |
+0.005 |
1,400 |
1,908 |
+690 |
Mar10 |
090929 |
99.530 |
99.530 |
99.530 |
99.530 |
+0.005 |
0 |
814 |
+0 |
Jun10 |
090929 |
99.530 |
99.530 |
99.530 |
99.530 |
+0.015 |
|
|
|
Sep10 |
090929 |
99.510 |
99.510 |
99.510 |
99.510 |
+0.010 |
|
|
|
Dec10 |
090929 |
99.470 |
99.470 |
99.470 |
99.470 |
+0.010 |
|
|
|
Mar11 |
090929 |
99.385 |
99.385 |
99.385 |
99.385 |
+0.010 |
|
|
|
Jun11 |
090929 |
99.325 |
99.325 |
99.325 |
99.325 |
+0.010 |
|
|
|
Sep11 |
090929 |
99.325 |
99.325 |
99.325 |
99.325 |
+0.010 |
|
|
|
Dec11 |
090929 |
99.135 |
99.135 |
99.135 |
99.135 |
unch |
|
|
|
Mar12 |
090929 |
99.100 |
99.100 |
99.100 |
99.100 |
unch |
|
|
|
Total Volume and Open Interest |
1,400 |
2,722 |
+690 |
3-Mth Euro-Yen(SGX) |
Dec09 |
090929 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
1,070 |
5,635 |
-456 |
Mar10 |
090929 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
4,146 |
+0 |
Jun10 |
090929 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
8 |
2,052 |
+0 |
Sep10 |
090929 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
200 |
1,284 |
+0 |
Dec10 |
090929 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
574 |
+0 |
Mar11 |
090929 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
562 |
+0 |
Jun11 |
090929 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
52 |
+0 |
Sep11 |
090929 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
51 |
+0 |
Total Volume and Open Interest |
1,278 |
15,828 |
-456 |
Japanese Gov't Bonds(SGX) |
Dec09 |
090929 |
139.30 |
139.40 |
139.24 |
139.40 |
+0.10 |
1,350 |
14,568 |
+170 |
Mar10 |
090929 |
139.17 |
139.17 |
139.17 |
139.17 |
+0.10 |
|
|
|
Jun10 |
090929 |
139.17 |
139.17 |
139.17 |
139.17 |
+0.10 |
|
|
|
Total Volume and Open Interest |
1,350 |
14,568 |
+170 |
Euro-Bund(EUREX) |
Dec09 |
090929 |
121.58 |
121.84 |
121.25 |
121.74 |
+0.18 |
551,897 |
950,719 |
+2,968 |
Mar10 |
090929 |
121.26 |
121.50 |
121.10 |
121.45 |
+0.19 |
232 |
124 |
+0 |
Jun10 |
090929 |
121.14 |
121.14 |
121.14 |
121.14 |
+0.18 |
0 |
1 |
+0 |
Total Volume and Open Interest |
552,129 |
950,844 |
+2,968 |
Euro-Bobl(EUREX) |
Dec09 |
090929 |
115.46 |
115.55 |
115.24 |
115.51 |
+0.02 |
343,239 |
683,720 |
-14,779 |
Mar10 |
090929 |
115.27 |
115.27 |
115.27 |
115.27 |
+0.03 |
3 |
1,118 |
-3 |
Jun10 |
090929 |
114.81 |
114.81 |
114.81 |
114.81 |
+0.02 |
|
|
|
Total Volume and Open Interest |
343,242 |
684,838 |
-14,782 |
3-Mth Euribor(EUREX) |
Sep09 |
090914 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
5,624 |
14,192 |
-2,056 |
Dec09 |
090929 |
99.295 |
99.295 |
99.275 |
99.285 |
-0.015 |
2,553 |
12,554 |
-2,542 |
Mar10 |
090929 |
99.090 |
99.095 |
99.080 |
99.095 |
-0.025 |
198 |
5,433 |
+180 |
Total Volume and Open Interest |
2,926 |
26,341 |
-2,404 |
Long Gilt(LIFFE) |
Dec09 |
090929 |
118~01 |
118~13 |
117~25 |
118~10 |
+0~06 |
73,085 |
251,771 |
+4,319 |
Mar10 |
090929 |
116~20 |
116~20 |
116~20 |
116~20 |
+0~06 |
|
|
|
Total Volume and Open Interest |
73,085 |
251,771 |
-11,969 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
090929 |
99.49 |
99.51 |
99.39 |
99.41 |
-0.08 |
69,608 |
406,398 |
-577 |
Mar10 |
090929 |
99.22 |
99.23 |
99.07 |
99.10 |
-0.12 |
44,945 |
388,124 |
+385 |
Jun10 |
090929 |
98.74 |
98.76 |
98.58 |
98.63 |
-0.12 |
48,029 |
351,664 |
+1,811 |
Sep10 |
090929 |
98.20 |
98.23 |
98.04 |
98.10 |
-0.11 |
38,659 |
274,133 |
+1,784 |
Dec10 |
090929 |
97.67 |
97.70 |
97.51 |
97.58 |
-0.10 |
29,340 |
277,839 |
+2,281 |
Mar11 |
090929 |
97.23 |
97.25 |
97.07 |
97.15 |
-0.08 |
19,313 |
219,127 |
+4,881 |
Total Volume and Open Interest |
282,529 |
2,358,998 |
+14,131 |
3-Mth Euribor(LIFFE) |
Dec09 |
090929 |
99.295 |
99.300 |
99.270 |
99.285 |
-0.015 |
65,411 |
657,793 |
-4,443 |
Mar10 |
090929 |
99.110 |
99.120 |
99.065 |
99.095 |
-0.025 |
45,158 |
494,881 |
+1,934 |
Jun10 |
090929 |
98.810 |
98.825 |
98.750 |
98.790 |
-0.035 |
51,400 |
478,786 |
+3,228 |
Total Volume and Open Interest |
400,639 |
3,104,371 |
+1,759 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
090929 |
96.30 |
96.31 |
96.15 |
96.18 |
-0.13 |
20,926 |
321,760 |
-6,025 |
Mar10 |
090929 |
95.67 |
95.68 |
95.50 |
95.56 |
-0.12 |
9,519 |
165,826 |
-3,840 |
Jun10 |
090929 |
95.17 |
95.18 |
95.01 |
95.08 |
-0.10 |
7,138 |
108,078 |
-1,331 |
Sep10 |
090929 |
94.80 |
94.82 |
94.67 |
94.73 |
-0.09 |
3,389 |
67,473 |
+202 |
Dec10 |
090929 |
94.59 |
94.59 |
94.46 |
94.49 |
-0.10 |
1,736 |
43,685 |
+215 |
Mar11 |
090929 |
94.39 |
94.39 |
94.29 |
94.31 |
-0.09 |
691 |
24,775 |
+339 |
Jun11 |
090929 |
94.12 |
94.19 |
94.12 |
94.14 |
-0.09 |
596 |
17,345 |
+281 |
Sep11 |
090929 |
94.05 |
94.05 |
93.98 |
93.98 |
-0.09 |
539 |
9,415 |
+407 |
Dec11 |
090929 |
93.84 |
93.85 |
93.84 |
93.85 |
-0.07 |
5 |
3,911 |
-38 |
Mar12 |
090929 |
93.73 |
93.73 |
93.73 |
93.73 |
-0.06 |
0 |
1,564 |
+0 |
Total Volume and Open Interest |
44,539 |
764,409 |
-9,790 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
090929 |
94.77 |
94.80 |
94.69 |
94.72 |
-0.06 |
28,181 |
311,957 |
-5,339 |
Mar10 |
090929 |
94.72 |
94.72 |
94.72 |
94.72 |
-0.06 |
|
|
|
Total Volume and Open Interest |
28,181 |
311,957 |
-5,339 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
090929 |
95.18 |
95.20 |
95.03 |
95.07 |
-0.12 |
82,654 |
362,325 |
-12,441 |
Mar10 |
090929 |
95.08 |
95.08 |
95.07 |
95.07 |
-0.12 |
3 |
0 |
+0 |
Total Volume and Open Interest |
82,657 |
362,325 |
-12,441 |
Gold(CMX) |
Oct09 |
090929 |
990.5 |
995.7 |
984.7 |
993.1 |
+0.6 |
6,999 |
5,938 |
-3,453 |
Dec09 |
090929 |
992.6 |
997.2 |
986.1 |
994.4 |
+0.3 |
88,768 |
324,796 |
-3,508 |
Feb10 |
090929 |
994.1 |
998.0 |
987.3 |
995.5 |
+0.2 |
4,585 |
24,197 |
+1,971 |
Apr10 |
090929 |
993.9 |
999.1 |
991.7 |
996.5 |
+0.2 |
370 |
24,285 |
-64 |
Jun10 |
090929 |
997.6 |
997.8 |
991.4 |
997.8 |
+0.2 |
222 |
13,025 |
+56 |
Aug10 |
090929 |
997.6 |
999.3 |
997.6 |
999.3 |
+0.2 |
1 |
7,236 |
-1 |
Oct10 |
090929 |
1001.2 |
1001.2 |
1001.2 |
1001.2 |
+0.2 |
43 |
4,244 |
+39 |
Dec10 |
090929 |
1000.0 |
1003.5 |
998.0 |
1003.4 |
+0.3 |
99 |
12,703 |
-8 |
Feb11 |
090929 |
1006.1 |
1006.1 |
1006.1 |
1006.1 |
+0.4 |
0 |
1,019 |
+0 |
Apr11 |
090929 |
1009.2 |
1009.2 |
1009.2 |
1009.2 |
+0.5 |
0 |
447 |
+0 |
Jun11 |
090929 |
1012.6 |
1012.6 |
1012.6 |
1012.6 |
+0.6 |
120 |
9,649 |
+120 |
Total Volume and Open Interest |
101,596 |
450,175 |
-4,844 |
Silver(CMX) |
Dec09 |
090929 |
1622.0 |
1632.0 |
1601.0 |
1617.8 |
-1.7 |
20,118 |
92,156 |
+189 |
Mar10 |
090929 |
1625.0 |
1625.5 |
1608.0 |
1620.8 |
-1.7 |
1,740 |
13,596 |
-189 |
May10 |
090929 |
1622.6 |
1622.6 |
1622.6 |
1622.6 |
-1.7 |
26 |
2,348 |
+14 |
Jul10 |
090929 |
1627.0 |
1627.0 |
1624.4 |
1624.4 |
-1.9 |
12 |
3,175 |
-40 |
Sep10 |
090929 |
1625.0 |
1626.3 |
1625.0 |
1626.3 |
-1.9 |
3 |
2,923 |
+0 |
Dec10 |
090929 |
1629.5 |
1632.0 |
1629.5 |
1630.0 |
-1.7 |
47 |
3,317 |
-2 |
Mar11 |
090929 |
1634.5 |
1634.5 |
1634.5 |
1634.5 |
-1.6 |
0 |
37 |
+0 |
Total Volume and Open Interest |
22,023 |
125,992 |
-45 |
Platinum(NYMEX) |
Oct09 |
090929 |
1278.4 |
1283.3 |
1265.5 |
1270.9 |
-15.1 |
6,634 |
2,629 |
-4,064 |
Jan10 |
090929 |
1280.7 |
1287.5 |
1271.1 |
1278.2 |
-12.6 |
7,048 |
25,848 |
+3,124 |
Apr10 |
090929 |
1283.0 |
1283.6 |
1281.0 |
1283.6 |
-12.6 |
12 |
207 |
+11 |
Total Volume and Open Interest |
13,694 |
28,684 |
-929 |
Palladium(NYMEX) |
Dec09 |
090929 |
291.10 |
294.90 |
288.00 |
290.00 |
-3.90 |
1,461 |
19,912 |
-525 |
Mar10 |
090929 |
290.00 |
291.10 |
290.00 |
291.10 |
-3.85 |
5 |
254 |
+2 |
Jun10 |
090929 |
293.75 |
293.75 |
292.60 |
292.60 |
-3.85 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,466 |
20,167 |
-807 |
Copper(CMX) |
Dec09 |
090929 |
271.00 |
274.95 |
268.70 |
272.90 |
+0.20 |
14,090 |
81,730 |
-642 |
Mar10 |
090929 |
271.30 |
276.20 |
270.45 |
274.25 |
+0.25 |
475 |
14,595 |
+14 |
May10 |
090929 |
272.65 |
276.50 |
272.15 |
274.60 |
+0.30 |
10 |
2,410 |
+0 |
Jul10 |
090929 |
273.10 |
274.35 |
273.10 |
274.35 |
+0.35 |
0 |
2,006 |
-32 |
Sep10 |
090929 |
272.55 |
273.95 |
272.55 |
273.95 |
+0.45 |
1 |
1,494 |
-6 |
Total Volume and Open Interest |
15,418 |
113,815 |
-1,829 |
DJIA Index(CBOT) |
Dec09 |
090929 |
9730 |
9770 |
9670 |
9673 |
-55 |
649 |
12,223 |
+46 |
Mar10 |
090929 |
9708 |
9708 |
9615 |
9615 |
-54 |
11 |
841 |
+1 |
Jun10 |
090929 |
9558 |
9613 |
9558 |
9558 |
-55 |
|
|
|
Sep10 |
090929 |
9503 |
9558 |
9503 |
9503 |
-55 |
|
|
|
Total Volume and Open Interest |
660 |
13,064 |
+47 |
E-mini DJIA Index(CBOT) |
Sep09 |
090918 |
9800 |
9859 |
9745 |
9854 |
+55 |
|
|
|
Dec09 |
090929 |
9731 |
9775 |
9670 |
9673 |
-55 |
118,407 |
70,389 |
+2,104 |
Mar10 |
090929 |
9672 |
9714 |
9615 |
9615 |
-54 |
74 |
210 |
+8 |
Jun10 |
090929 |
9558 |
9558 |
9558 |
9558 |
-55 |
0 |
2 |
+0 |
Total Volume and Open Interest |
118,481 |
70,601 |
+2,112 |
S & P 500(CME) |
Dec09 |
090929 |
1059.20 |
1065.50 |
1053.40 |
1054.80 |
-4.20 |
14,553 |
367,373 |
-1,561 |
Mar10 |
090929 |
1050.30 |
1057.50 |
1049.50 |
1050.30 |
-4.20 |
1 |
4,271 |
+1 |
Jun10 |
090929 |
1051.00 |
1053.70 |
1045.70 |
1046.30 |
-4.40 |
0 |
177 |
+0 |
Sep10 |
090929 |
1043.30 |
1050.70 |
1042.70 |
1043.30 |
-4.40 |
|
|
|
Total Volume and Open Interest |
14,554 |
371,826 |
-1,560 |
S & P 500 E-Mini(Globex) |
Dec09 |
090929 |
1059.25 |
1065.75 |
1053.25 |
1054.75 |
-4.25 |
1,516,970 |
2,345,906 |
+33,164 |
Mar10 |
090929 |
1054.75 |
1061.00 |
1048.50 |
1050.25 |
-4.25 |
1,172 |
2,365 |
+654 |
Total Volume and Open Interest |
1,518,145 |
2,348,284 |
+33,818 |
NASDAQ 100(CME) |
Dec09 |
090929 |
1722.30 |
1731.00 |
1706.00 |
1715.50 |
-7.30 |
2,909 |
17,997 |
+1,636 |
Mar10 |
090929 |
1713.50 |
1714.80 |
1713.50 |
1713.50 |
-7.30 |
0 |
2 |
+0 |
Jun10 |
090929 |
1712.50 |
1713.80 |
1712.50 |
1712.50 |
-7.30 |
|
|
|
Total Volume and Open Interest |
2,909 |
17,999 |
+1,636 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
090929 |
1722.50 |
1730.80 |
1706.80 |
1715.50 |
-7.30 |
251,261 |
327,414 |
+27,873 |
Mar10 |
090929 |
1720.00 |
1727.50 |
1706.00 |
1713.50 |
-7.30 |
35 |
91 |
+4 |
Total Volume and Open Interest |
251,296 |
327,506 |
+27,876 |
S & P Midcap 400(CME) |
Dec09 |
090929 |
692.00 |
697.00 |
690.00 |
691.60 |
+1.60 |
5 |
2,439 |
+0 |
Mar10 |
090929 |
689.60 |
689.60 |
689.50 |
689.60 |
+1.60 |
|
|
|
Jun10 |
090929 |
687.60 |
687.60 |
687.50 |
687.60 |
+1.60 |
|
|
|
Total Volume and Open Interest |
5 |
2,439 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
090929 |
10175 |
10225 |
10085 |
10115 |
-130 |
18,773 |
32,296 |
-2,210 |
Mar10 |
090929 |
10140 |
10145 |
10140 |
10140 |
-130 |
|
|
|
Total Volume and Open Interest |
18,773 |
32,296 |
-2,210 |
Nikkei 225(SGX) |
Dec09 |
090929 |
10025 |
10195 |
10005 |
10110 |
+75 |
117,222 |
164,744 |
+1,500 |
Mar10 |
090929 |
10115 |
10115 |
10115 |
10115 |
+65 |
0 |
517 |
+0 |
Jun10 |
090929 |
10150 |
10150 |
10150 |
10150 |
+80 |
0 |
320 |
+0 |
Total Volume and Open Interest |
117,412 |
172,389 |
+1,500 |
CAC 40(EURONEXT) |
Oct09 |
090929 |
3824.5 |
3845.5 |
3797.5 |
3815.5 |
-11.0 |
128,598 |
385,460 |
+17,692 |
Nov09 |
090929 |
3808.0 |
3815.0 |
3785.5 |
3801.0 |
-11.0 |
68 |
335 |
+15 |
Dec09 |
090929 |
3802.0 |
3814.5 |
3776.5 |
3793.0 |
-11.0 |
487 |
39,280 |
+21 |
Total Volume and Open Interest |
129,153 |
426,527 |
+17,728 |
Hang Seng Index(HKFE) |
Sep09 |
090929 |
20814 |
21051 |
20795 |
21013 |
+371 |
72,358 |
41,299 |
-21,024 |
Oct09 |
090929 |
20759 |
21085 |
20759 |
20915 |
+290 |
42,386 |
72,089 |
+20,351 |
Total Volume and Open Interest |
115,076 |
118,222 |
-687 |
DAX(EUREX) |
Sep09 |
090918 |
5720.0 |
5744.5 |
5702.5 |
5736.5 |
-1.0 |
174,565 |
53,021 |
-20,970 |
Dec09 |
090929 |
5734.0 |
5759.0 |
5690.5 |
5719.5 |
-2.5 |
177,177 |
167,994 |
+5,617 |
Mar10 |
090929 |
5726.0 |
5742.5 |
5696.0 |
5722.0 |
-2.5 |
812 |
5,423 |
+221 |
Total Volume and Open Interest |
178,162 |
173,941 |
+5,937 |
FT-SE 100(EURONEXT) |
Dec09 |
090929 |
5138.50 |
5156.50 |
5106.00 |
5133.50 |
unch |
111,838 |
643,923 |
+8,623 |
Mar10 |
090929 |
5074.50 |
5086.50 |
5074.50 |
5086.50 |
+0.50 |
19 |
1,686 |
+13 |
Jun10 |
090929 |
5043.00 |
5064.00 |
5038.00 |
5043.50 |
+3.00 |
0 |
529 |
+0 |
Total Volume and Open Interest |
111,857 |
646,138 |
+8,636 |
SPI 200(SFE) |
Sep09 |
090917 |
4665.0 |
4722.0 |
4664.0 |
4691.0 |
+29.0 |
9,454 |
76,269 |
-102,815 |
Dec09 |
090929 |
4690.0 |
4779.0 |
4675.0 |
4757.0 |
+69.0 |
26,404 |
214,308 |
-23,437 |
Mar10 |
090929 |
4691.0 |
4751.0 |
4691.0 |
4746.0 |
+69.0 |
16 |
4,612 |
+12 |
Total Volume and Open Interest |
26,420 |
220,481 |
-23,425 |
GSCI(CME) |
Oct09 |
090929 |
441.00 |
447.00 |
440.00 |
444.00 |
-0.70 |
694 |
17,490 |
+168 |
Nov09 |
090929 |
446.90 |
453.00 |
446.00 |
450.30 |
-0.40 |
0 |
10 |
+0 |
Dec09 |
090929 |
453.00 |
459.00 |
453.00 |
457.00 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
694 |
17,502 |
+168 |
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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