|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 30, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
090930 |
916.75 |
931.25 |
906.50 |
927.00 |
+10.00 |
64,290 |
237,403 |
-2,799 |
Jan10 |
090930 |
922.50 |
937.25 |
912.00 |
933.50 |
+11.00 |
15,220 |
76,301 |
+2,728 |
Mar10 |
090930 |
922.75 |
937.00 |
913.25 |
933.50 |
+11.00 |
4,468 |
33,818 |
+1,065 |
May10 |
090930 |
916.75 |
937.00 |
910.00 |
928.00 |
+10.25 |
3,667 |
25,725 |
-272 |
Jul10 |
090930 |
917.50 |
933.50 |
909.00 |
929.00 |
+10.25 |
4,714 |
31,092 |
+877 |
Aug10 |
090930 |
910.00 |
923.00 |
909.25 |
923.00 |
+11.00 |
6 |
316 |
+0 |
Sep10 |
090930 |
895.00 |
912.00 |
895.00 |
912.00 |
+12.00 |
6 |
142 |
+0 |
Nov10 |
090930 |
893.75 |
907.25 |
888.00 |
904.00 |
+10.25 |
2,425 |
30,726 |
-335 |
Jan11 |
090930 |
900.00 |
910.00 |
900.00 |
910.00 |
+10.00 |
0 |
212 |
+0 |
Mar11 |
090930 |
913.00 |
913.00 |
903.00 |
913.00 |
+10.00 |
0 |
45 |
+0 |
May11 |
090930 |
913.00 |
913.00 |
904.00 |
913.00 |
+9.00 |
0 |
2 |
+0 |
Jul11 |
090930 |
914.00 |
914.00 |
904.00 |
914.00 |
+10.00 |
0 |
18 |
+0 |
Aug11 |
090930 |
913.00 |
913.00 |
903.00 |
913.00 |
+10.00 |
|
|
|
Sep11 |
090930 |
911.00 |
911.00 |
900.00 |
911.00 |
+11.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
94,796 |
437,001 |
+1,264 |
Soybean Meal(CBOT) |
Oct09 |
090930 |
286.80 |
289.50 |
284.00 |
288.70 |
+0.70 |
13,661 |
11,278 |
-4,221 |
Dec09 |
090930 |
283.50 |
286.60 |
280.00 |
285.50 |
+0.70 |
27,720 |
74,012 |
+545 |
Jan10 |
090930 |
280.50 |
284.00 |
277.40 |
282.70 |
+0.70 |
2,095 |
13,603 |
+443 |
Mar10 |
090930 |
277.20 |
280.40 |
274.50 |
279.10 |
+0.70 |
913 |
14,339 |
+52 |
May10 |
090930 |
273.70 |
276.40 |
271.50 |
274.60 |
unch |
1,387 |
13,936 |
+27 |
Jul10 |
090930 |
272.10 |
276.30 |
270.80 |
274.30 |
-0.30 |
1,281 |
9,349 |
+99 |
Aug10 |
090930 |
273.00 |
276.50 |
272.00 |
274.30 |
-0.30 |
42 |
2,381 |
+5 |
Sep10 |
090930 |
272.00 |
273.00 |
270.00 |
272.00 |
-0.30 |
19 |
2,443 |
+7 |
Oct10 |
090930 |
265.00 |
266.90 |
264.00 |
265.30 |
-0.50 |
6 |
2,043 |
+0 |
Dec10 |
090930 |
265.00 |
266.00 |
262.50 |
264.50 |
-0.80 |
423 |
6,886 |
+238 |
Total Volume and Open Interest |
47,553 |
150,898 |
-2,799 |
Soybean Oil(CBOT) |
Oct09 |
090930 |
33.39 |
34.23 |
33.16 |
33.97 |
+0.50 |
19,681 |
9,944 |
-2,708 |
Dec09 |
090930 |
33.73 |
34.60 |
33.51 |
34.33 |
+0.48 |
41,301 |
123,665 |
+3,545 |
Jan10 |
090930 |
34.18 |
35.00 |
33.93 |
34.75 |
+0.47 |
7,611 |
30,573 |
+1,057 |
Mar10 |
090930 |
34.53 |
35.35 |
34.22 |
35.11 |
+0.50 |
2,860 |
16,021 |
-475 |
May10 |
090930 |
34.85 |
35.65 |
34.65 |
35.42 |
+0.52 |
1,890 |
10,860 |
+480 |
Jul10 |
090930 |
35.12 |
35.89 |
34.83 |
35.66 |
+0.56 |
2,475 |
10,149 |
+399 |
Aug10 |
090930 |
35.01 |
35.85 |
35.00 |
35.76 |
+0.56 |
230 |
952 |
+58 |
Sep10 |
090930 |
36.07 |
36.07 |
35.30 |
35.86 |
+0.56 |
126 |
573 |
+40 |
Oct10 |
090930 |
35.93 |
35.93 |
35.38 |
35.93 |
+0.55 |
147 |
496 |
+34 |
Dec10 |
090930 |
35.45 |
36.41 |
35.33 |
36.13 |
+0.50 |
1,135 |
9,950 |
-362 |
Total Volume and Open Interest |
77,456 |
213,195 |
+2,068 |
Canola(WCE) |
Nov09 |
090930 |
381.5 |
382.0 |
376.6 |
379.6 |
-0.1 |
14,850 |
59,386 |
-4,868 |
Jan10 |
090930 |
385.5 |
386.8 |
382.5 |
386.0 |
-0.2 |
10,663 |
34,694 |
+4,763 |
Mar10 |
090930 |
386.3 |
388.9 |
384.2 |
388.0 |
-0.3 |
188 |
3,135 |
+86 |
May10 |
090930 |
392.4 |
393.5 |
392.1 |
393.5 |
+1.9 |
6 |
756 |
+0 |
Jul10 |
090930 |
394.5 |
394.5 |
394.5 |
394.5 |
+1.9 |
33 |
1,052 |
+11 |
Total Volume and Open Interest |
25,740 |
99,163 |
-8 |
Corn(CBOT) |
Dec09 |
090930 |
340.50 |
344.25 |
335.50 |
344.00 |
+3.00 |
118,176 |
502,924 |
-2,531 |
Mar10 |
090930 |
353.25 |
357.00 |
348.50 |
356.75 |
+2.75 |
20,042 |
153,963 |
-41 |
May10 |
090930 |
362.00 |
366.00 |
357.50 |
365.75 |
+2.75 |
4,799 |
33,600 |
+80 |
Jul10 |
090930 |
370.50 |
378.50 |
365.75 |
373.75 |
+2.75 |
9,586 |
61,875 |
-1,293 |
Sep10 |
090930 |
376.50 |
382.00 |
374.00 |
381.75 |
+2.50 |
2,034 |
12,762 |
+254 |
Dec10 |
090930 |
389.00 |
393.00 |
385.00 |
392.75 |
+3.25 |
6,602 |
74,993 |
-300 |
Mar11 |
090930 |
401.00 |
404.50 |
396.50 |
404.50 |
+3.25 |
200 |
2,320 |
+28 |
May11 |
090930 |
410.00 |
412.75 |
409.50 |
412.75 |
+3.25 |
40 |
242 |
+10 |
Jul11 |
090930 |
417.00 |
417.75 |
414.50 |
417.75 |
+3.25 |
63 |
1,619 |
+39 |
Sep11 |
090930 |
409.25 |
409.25 |
406.00 |
409.25 |
+3.25 |
69 |
224 |
+20 |
Total Volume and Open Interest |
161,777 |
851,091 |
-3,664 |
Wheat(CBOT) |
Dec09 |
090930 |
447.50 |
460.00 |
439.00 |
457.50 |
+10.00 |
33,411 |
202,739 |
+325 |
Mar10 |
090930 |
465.50 |
480.00 |
459.50 |
477.00 |
+9.75 |
7,165 |
49,319 |
+368 |
May10 |
090930 |
482.00 |
491.00 |
472.50 |
489.25 |
+8.25 |
2,221 |
8,537 |
+143 |
Jul10 |
090930 |
494.00 |
505.00 |
486.00 |
503.25 |
+7.25 |
5,184 |
45,985 |
-123 |
Sep10 |
090930 |
508.00 |
519.00 |
500.75 |
518.75 |
+7.75 |
463 |
876 |
-2 |
Dec10 |
090930 |
536.00 |
543.25 |
524.75 |
543.25 |
+7.25 |
2,936 |
23,480 |
+164 |
Total Volume and Open Interest |
51,410 |
332,156 |
+887 |
Wheat(KCBT) |
Dec09 |
090930 |
467.00 |
479.50 |
460.00 |
476.50 |
+8.00 |
8,618 |
59,568 |
-376 |
Mar10 |
090930 |
483.75 |
494.50 |
476.50 |
492.50 |
+7.75 |
1,203 |
21,669 |
+172 |
May10 |
090930 |
496.50 |
504.50 |
488.00 |
504.00 |
+7.75 |
352 |
4,661 |
-65 |
Jul10 |
090930 |
506.75 |
516.50 |
499.50 |
515.50 |
+7.75 |
1,165 |
18,280 |
+86 |
Sep10 |
090930 |
516.25 |
528.00 |
511.50 |
527.00 |
+7.75 |
48 |
1,043 |
+13 |
Dec10 |
090930 |
536.00 |
548.00 |
529.25 |
545.00 |
+7.50 |
1,582 |
17,209 |
+156 |
Total Volume and Open Interest |
12,973 |
122,640 |
-14 |
Wheat(MGE) |
Dec09 |
090930 |
483.00 |
495.00 |
477.00 |
491.75 |
+8.50 |
3,237 |
21,178 |
+356 |
Mar10 |
090930 |
497.50 |
509.25 |
493.00 |
505.75 |
+5.75 |
767 |
9,744 |
+27 |
May10 |
090930 |
510.00 |
521.50 |
504.75 |
520.00 |
+8.00 |
228 |
3,564 |
+6 |
Jul10 |
090930 |
521.00 |
533.50 |
517.00 |
531.00 |
+7.75 |
134 |
6,568 |
+18 |
Sep10 |
090930 |
532.50 |
545.00 |
527.50 |
543.00 |
+7.50 |
93 |
1,795 |
-3 |
Total Volume and Open Interest |
4,497 |
45,915 |
+417 |
Oats(CBOT) |
Dec09 |
090930 |
232.25 |
235.75 |
225.00 |
233.00 |
-1.00 |
2,108 |
9,753 |
-253 |
Mar10 |
090930 |
246.75 |
248.25 |
239.50 |
246.50 |
-1.00 |
136 |
3,527 |
+65 |
May10 |
090930 |
253.00 |
256.50 |
253.00 |
255.50 |
-1.00 |
5 |
15 |
+2 |
Jul10 |
090930 |
265.00 |
266.00 |
265.00 |
265.00 |
-1.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,249 |
13,300 |
-186 |
Rough Rice(CBOT) |
Nov09 |
090930 |
13.29 |
13.39 |
13.23 |
13.31 |
+0.01 |
764 |
7,225 |
-279 |
Jan10 |
090930 |
13.59 |
13.63 |
13.52 |
13.57 |
+0.01 |
533 |
1,984 |
+365 |
Mar10 |
090930 |
13.83 |
13.83 |
13.71 |
13.81 |
+0.01 |
12 |
1,156 |
-56 |
May10 |
090930 |
14.00 |
14.05 |
14.00 |
14.05 |
+0.01 |
0 |
393 |
+0 |
Total Volume and Open Interest |
1,346 |
11,281 |
+57 |
Live Cattle(CME) |
Oct09 |
090930 |
85.600 |
85.800 |
84.800 |
85.600 |
-0.050 |
7,835 |
30,441 |
-3,302 |
Dec09 |
090930 |
85.635 |
86.300 |
84.830 |
86.135 |
+0.535 |
13,028 |
119,523 |
+1,453 |
Feb10 |
090930 |
85.650 |
86.600 |
85.200 |
86.385 |
+0.585 |
5,577 |
52,166 |
+1,246 |
Apr10 |
090930 |
87.680 |
88.700 |
87.150 |
88.680 |
+0.795 |
3,278 |
33,302 |
-1,776 |
Jun10 |
090930 |
84.300 |
85.050 |
84.000 |
84.850 |
+0.500 |
615 |
14,022 |
+87 |
Aug10 |
090930 |
85.150 |
85.700 |
84.885 |
85.700 |
+0.415 |
133 |
2,286 |
+83 |
Total Volume and Open Interest |
30,582 |
255,037 |
-2,185 |
Feeder Cattle(CME) |
Oct09 |
090930 |
95.800 |
96.700 |
95.050 |
96.500 |
+0.700 |
915 |
5,506 |
-292 |
Nov09 |
090930 |
95.800 |
96.785 |
95.050 |
96.635 |
+0.850 |
1,564 |
13,317 |
+406 |
Jan10 |
090930 |
96.750 |
97.600 |
96.080 |
97.500 |
+0.615 |
718 |
4,864 |
+146 |
Mar10 |
090930 |
97.100 |
98.000 |
96.535 |
97.900 |
+0.500 |
77 |
1,404 |
+5 |
Apr10 |
090930 |
98.180 |
99.150 |
98.100 |
99.050 |
+0.350 |
21 |
466 |
+11 |
May10 |
090930 |
99.200 |
99.900 |
98.900 |
99.900 |
+0.600 |
33 |
914 |
+10 |
Aug10 |
090930 |
99.500 |
100.600 |
99.500 |
100.600 |
+0.350 |
6 |
201 |
+2 |
Total Volume and Open Interest |
3,334 |
26,672 |
+288 |
Lean Hogs(CME) |
Oct09 |
090930 |
49.950 |
50.430 |
49.550 |
50.080 |
-0.205 |
3,138 |
13,216 |
-624 |
Dec09 |
090930 |
49.800 |
50.000 |
48.550 |
49.600 |
-0.580 |
7,975 |
71,042 |
-795 |
Feb10 |
090930 |
57.000 |
57.300 |
56.050 |
56.900 |
-0.550 |
2,626 |
28,956 |
+849 |
Apr10 |
090930 |
62.350 |
62.350 |
61.130 |
61.900 |
-0.600 |
1,723 |
15,520 |
+223 |
May10 |
090930 |
68.000 |
69.000 |
67.975 |
69.000 |
-0.400 |
31 |
943 |
+7 |
Jun10 |
090930 |
71.180 |
71.350 |
70.080 |
71.150 |
-0.550 |
795 |
9,252 |
+297 |
Jul10 |
090930 |
70.750 |
71.250 |
69.930 |
71.135 |
-0.115 |
108 |
2,331 |
+35 |
Aug10 |
090930 |
70.250 |
70.650 |
69.285 |
70.650 |
unch |
270 |
1,545 |
+59 |
Total Volume and Open Interest |
16,878 |
143,612 |
+193 |
Class III Milk(CME) |
Sep09 |
090930 |
12.09 |
12.09 |
12.08 |
12.09 |
+0.01 |
10 |
3,649 |
+8 |
Oct09 |
090930 |
12.66 |
12.68 |
12.56 |
12.58 |
-0.08 |
142 |
3,749 |
-81 |
Nov09 |
090930 |
13.51 |
13.68 |
13.42 |
13.47 |
-0.09 |
158 |
3,967 |
+38 |
Dec09 |
090930 |
13.96 |
14.18 |
13.93 |
13.97 |
-0.08 |
129 |
3,977 |
+1 |
Jan10 |
090930 |
14.09 |
14.18 |
13.96 |
14.05 |
-0.04 |
106 |
1,814 |
-3 |
Total Volume and Open Interest |
813 |
24,730 |
+1 |
Cocoa(ICE) |
Dec09 |
090930 |
3075 |
3158 |
3066 |
3140 |
+84 |
4,765 |
59,184 |
-218 |
Mar10 |
090930 |
3093 |
3175 |
3093 |
3161 |
+83 |
957 |
35,212 |
-324 |
May10 |
090930 |
3150 |
3187 |
3130 |
3172 |
+82 |
150 |
10,766 |
-10 |
Jul10 |
090930 |
3147 |
3166 |
3132 |
3166 |
+82 |
4 |
4,474 |
+2 |
Sep10 |
090930 |
3129 |
3171 |
3118 |
3164 |
+84 |
13 |
3,631 |
+19 |
Dec10 |
090930 |
3135 |
3175 |
3132 |
3175 |
+95 |
3 |
2,027 |
+0 |
Mar11 |
090930 |
3121 |
3182 |
3119 |
3182 |
+106 |
0 |
3,813 |
+0 |
Total Volume and Open Interest |
5,892 |
123,289 |
-531 |
Coffee "C"(ICE) |
Dec09 |
090930 |
125.65 |
128.00 |
125.55 |
127.80 |
+2.30 |
8,226 |
61,006 |
-1,591 |
Mar10 |
090930 |
128.45 |
130.85 |
128.45 |
130.70 |
+2.25 |
1,703 |
19,264 |
-570 |
May10 |
090930 |
131.35 |
132.80 |
130.70 |
132.60 |
+2.20 |
1,370 |
9,199 |
+191 |
Jul10 |
090930 |
132.30 |
134.65 |
132.30 |
134.45 |
+2.20 |
241 |
2,933 |
+113 |
Sep10 |
090930 |
134.10 |
136.25 |
134.10 |
136.25 |
+2.15 |
152 |
3,573 |
+54 |
Dec10 |
090930 |
137.85 |
138.90 |
137.85 |
138.90 |
+2.20 |
9 |
2,092 |
-163 |
Total Volume and Open Interest |
11,846 |
98,940 |
-1,716 |
Orange Juice(ICE) |
Nov09 |
090930 |
91.90 |
94.00 |
91.25 |
91.50 |
-0.10 |
2,414 |
19,466 |
-1,717 |
Jan10 |
090930 |
95.50 |
97.45 |
94.80 |
95.00 |
-0.20 |
1,841 |
4,813 |
+1,284 |
Mar10 |
090930 |
98.95 |
98.95 |
98.25 |
98.50 |
-0.20 |
123 |
3,278 |
+14 |
May10 |
090930 |
102.30 |
102.30 |
101.95 |
102.15 |
+0.10 |
2 |
504 |
+0 |
Jul10 |
090930 |
105.00 |
105.05 |
105.00 |
105.05 |
-0.15 |
3 |
121 |
+3 |
Sep10 |
090930 |
106.90 |
106.90 |
106.90 |
106.90 |
-0.05 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,383 |
28,365 |
-416 |
Sugar #11(ICE) |
Oct09 |
090930 |
23.46 |
24.12 |
23.05 |
24.12 |
+0.66 |
20,684 |
26,823 |
-12,601 |
Mar10 |
090930 |
24.95 |
25.43 |
24.41 |
25.39 |
+0.45 |
71,485 |
369,692 |
+6,190 |
May10 |
090930 |
23.80 |
24.20 |
23.36 |
24.18 |
+0.38 |
18,913 |
85,159 |
+2,662 |
Jul10 |
090930 |
22.16 |
22.58 |
21.80 |
22.57 |
+0.37 |
8,823 |
118,480 |
+688 |
Oct10 |
090930 |
20.97 |
21.44 |
20.73 |
21.44 |
+0.34 |
3,336 |
83,312 |
+117 |
Total Volume and Open Interest |
128,283 |
784,699 |
-1,573 |
London Cocoa(LCE) |
Dec09 |
090930 |
2038 |
2090 |
2032 |
2085 |
+49 |
13,277 |
54,955 |
-6,629 |
Mar10 |
090930 |
2051 |
2103 |
2050 |
2100 |
+48 |
4,360 |
32,991 |
-2,165 |
May10 |
090930 |
2069 |
2118 |
2068 |
2118 |
+50 |
1,641 |
43,017 |
+785 |
Jul10 |
090930 |
2007 |
2062 |
2007 |
2059 |
+51 |
145 |
9,717 |
-195 |
Sep10 |
090930 |
1995 |
2052 |
1995 |
2050 |
+58 |
29 |
3,499 |
+13 |
Dec10 |
090930 |
2003 |
2037 |
2003 |
2037 |
+55 |
4 |
1,051 |
-62 |
Mar11 |
090930 |
2000 |
2030 |
1999 |
2030 |
+54 |
0 |
5,647 |
+0 |
Total Volume and Open Interest |
22,410 |
150,795 |
+0 |
London Sugar(LCE) |
Dec09 |
090930 |
614.80 |
618.40 |
603.70 |
618.00 |
+7.00 |
4,612 |
26,061 |
-355 |
Mar10 |
090930 |
635.00 |
637.50 |
623.10 |
637.50 |
+6.50 |
5,691 |
28,471 |
+2,459 |
May10 |
090930 |
615.00 |
618.50 |
606.20 |
618.50 |
+7.00 |
861 |
7,964 |
+148 |
Aug10 |
090930 |
584.90 |
588.30 |
577.30 |
588.00 |
+7.50 |
1,029 |
7,108 |
+650 |
Oct10 |
090930 |
555.00 |
558.30 |
547.10 |
558.00 |
+3.70 |
309 |
3,612 |
+55 |
Total Volume and Open Interest |
12,528 |
74,168 |
+2,976 |
Cotton(ICE) |
Oct09 |
090930 |
60.47 |
61.34 |
59.73 |
61.34 |
+1.29 |
5 |
57 |
-18 |
Dec09 |
090930 |
61.35 |
63.08 |
60.65 |
62.84 |
+1.39 |
8,786 |
105,118 |
-2,336 |
Mar10 |
090930 |
63.49 |
65.10 |
62.80 |
65.00 |
+1.41 |
842 |
30,441 |
+301 |
May10 |
090930 |
64.41 |
66.33 |
64.32 |
66.27 |
+1.38 |
38 |
3,242 |
+17 |
Jul10 |
090930 |
65.41 |
67.35 |
65.32 |
67.29 |
+1.30 |
42 |
3,960 |
+29 |
Oct10 |
090930 |
66.49 |
68.19 |
66.20 |
68.19 |
+1.00 |
0 |
70 |
+0 |
Total Volume and Open Interest |
9,750 |
147,191 |
-2,009 |
Lumber(CME) |
Nov09 |
090930 |
168.6 |
170.9 |
167.6 |
168.7 |
+0.5 |
1,600 |
6,334 |
-84 |
Jan10 |
090930 |
191.7 |
193.0 |
190.2 |
192.2 |
-0.1 |
1,293 |
3,728 |
+1,016 |
Mar10 |
090930 |
203.2 |
204.0 |
203.2 |
204.0 |
unch |
13 |
159 |
+10 |
May10 |
090930 |
217.9 |
217.9 |
217.6 |
217.9 |
unch |
0 |
17 |
+0 |
Total Volume and Open Interest |
2,906 |
10,241 |
+942 |
Crude Oil(NYM) |
Nov09 |
090930 |
66.71 |
70.72 |
66.22 |
70.61 |
+3.90 |
247,345 |
303,381 |
-1,628 |
Dec09 |
090930 |
67.04 |
71.05 |
66.60 |
70.94 |
+3.86 |
90,131 |
194,071 |
+4,294 |
Jan10 |
090930 |
67.33 |
71.41 |
67.05 |
71.31 |
+3.78 |
30,893 |
71,392 |
+2,529 |
Feb10 |
090930 |
68.05 |
71.80 |
67.75 |
71.71 |
+3.70 |
10,381 |
31,435 |
-332 |
Mar10 |
090930 |
69.05 |
72.32 |
68.28 |
72.22 |
+3.63 |
8,084 |
29,253 |
-506 |
Apr10 |
090930 |
70.03 |
72.81 |
69.55 |
72.79 |
+3.57 |
4,032 |
16,831 |
+101 |
May10 |
090930 |
70.30 |
73.35 |
69.30 |
73.35 |
+3.51 |
2,597 |
17,297 |
+358 |
Jun10 |
090930 |
70.75 |
73.98 |
70.13 |
73.90 |
+3.45 |
8,410 |
83,988 |
+1,145 |
Jul10 |
090930 |
71.70 |
74.33 |
70.46 |
74.33 |
+3.40 |
2,183 |
29,198 |
-478 |
Aug10 |
090930 |
71.93 |
74.73 |
71.93 |
74.64 |
+3.35 |
1,236 |
12,038 |
+103 |
Sep10 |
090930 |
74.37 |
75.05 |
74.37 |
74.96 |
+3.31 |
826 |
20,631 |
-44 |
Oct10 |
090930 |
75.29 |
75.29 |
75.29 |
75.29 |
+3.28 |
1,094 |
11,906 |
+129 |
Nov10 |
090930 |
74.67 |
75.64 |
74.67 |
75.64 |
+3.24 |
887 |
14,948 |
+17 |
Dec10 |
090930 |
73.15 |
76.10 |
72.16 |
75.99 |
+3.20 |
11,758 |
106,088 |
+1,156 |
Jan11 |
090930 |
76.19 |
76.19 |
76.19 |
76.19 |
+3.16 |
336 |
13,439 |
-75 |
Feb11 |
090930 |
76.36 |
76.36 |
76.36 |
76.36 |
+3.12 |
63 |
6,654 |
+19 |
Total Volume and Open Interest |
430,715 |
1,178,475 |
+7,788 |
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 |
090930 |
66.725 |
70.700 |
66.250 |
70.600 |
+3.900 |
11,781 |
4,417 |
-488 |
Dec09 |
090930 |
67.200 |
71.050 |
66.625 |
70.950 |
+3.875 |
234 |
733 |
-17 |
Jan10 |
090930 |
68.025 |
71.300 |
67.250 |
71.300 |
+3.775 |
25 |
211 |
+17 |
Feb10 |
090930 |
71.600 |
71.700 |
71.600 |
71.700 |
+3.700 |
5 |
113 |
+5 |
Mar10 |
090930 |
69.200 |
72.225 |
69.200 |
72.225 |
+3.625 |
1 |
6 |
+1 |
Apr10 |
090930 |
70.525 |
72.800 |
70.525 |
72.800 |
+3.575 |
|
|
|
May10 |
090930 |
71.000 |
73.350 |
71.000 |
73.350 |
+3.500 |
1 |
2 |
+0 |
Jun10 |
090930 |
71.400 |
73.900 |
71.400 |
73.900 |
+3.450 |
0 |
8 |
+0 |
Total Volume and Open Interest |
12,047 |
5,574 |
-482 |
Heating Oil(NYM) |
Oct09 |
090930 |
170.24 |
182.00 |
168.61 |
179.60 |
+9.54 |
18,926 |
6,709 |
-7,809 |
Nov09 |
090930 |
171.96 |
183.55 |
171.10 |
183.24 |
+10.58 |
35,052 |
70,131 |
+1,501 |
Dec09 |
090930 |
174.99 |
186.25 |
173.91 |
185.90 |
+10.35 |
14,020 |
59,493 |
+166 |
Jan10 |
090930 |
179.34 |
189.04 |
177.25 |
188.82 |
+10.17 |
7,847 |
36,436 |
+1,610 |
Feb10 |
090930 |
180.56 |
191.09 |
179.82 |
191.09 |
+10.06 |
2,289 |
17,627 |
-71 |
Mar10 |
090930 |
182.93 |
192.70 |
181.79 |
192.64 |
+9.92 |
2,634 |
15,273 |
-25 |
Apr10 |
090930 |
187.35 |
193.85 |
187.35 |
193.57 |
+9.79 |
839 |
12,183 |
+41 |
May10 |
090930 |
185.68 |
194.81 |
185.68 |
194.67 |
+9.69 |
785 |
11,630 |
-34 |
Jun10 |
090930 |
186.98 |
195.95 |
185.00 |
195.82 |
+9.59 |
2,083 |
22,476 |
+547 |
Jul10 |
090930 |
192.12 |
197.57 |
190.75 |
197.57 |
+9.54 |
295 |
7,151 |
+81 |
Aug10 |
090930 |
194.10 |
199.67 |
193.00 |
199.67 |
+9.54 |
224 |
3,388 |
-6 |
Sep10 |
090930 |
196.35 |
201.97 |
195.50 |
201.97 |
+9.59 |
103 |
5,918 |
-17 |
Total Volume and Open Interest |
86,510 |
311,436 |
-3,800 |
Gasoline(NYMEX) |
Oct09 |
090930 |
163.18 |
175.00 |
163.01 |
172.59 |
+9.78 |
18,991 |
5,213 |
-6,873 |
Nov09 |
090930 |
164.30 |
175.46 |
163.38 |
175.16 |
+11.03 |
29,797 |
83,315 |
-174 |
Dec09 |
090930 |
165.98 |
177.00 |
164.93 |
176.53 |
+10.73 |
10,433 |
33,350 |
+291 |
Jan10 |
090930 |
169.20 |
179.22 |
168.16 |
178.93 |
+10.50 |
4,295 |
24,188 |
+294 |
Feb10 |
090930 |
172.53 |
181.65 |
171.65 |
181.41 |
+10.34 |
1,536 |
7,238 |
+56 |
Mar10 |
090930 |
175.23 |
184.00 |
174.82 |
183.92 |
+10.20 |
1,369 |
12,634 |
+328 |
Apr10 |
090930 |
187.72 |
196.55 |
186.35 |
196.55 |
+10.10 |
834 |
7,392 |
-19 |
May10 |
090930 |
197.34 |
197.65 |
197.25 |
197.65 |
+10.10 |
331 |
4,133 |
+2 |
Jun10 |
090930 |
189.67 |
198.43 |
189.67 |
198.43 |
+10.08 |
704 |
5,846 |
-92 |
Jul10 |
090930 |
198.06 |
198.68 |
198.06 |
198.68 |
+10.08 |
41 |
1,577 |
+36 |
Total Volume and Open Interest |
68,734 |
194,528 |
-6,053 |
e-miNY RBOB Gasoline(NYM) |
Nov09 |
090930 |
173.10 |
175.16 |
173.10 |
175.16 |
+11.03 |
0 |
2 |
+0 |
Dec09 |
090930 |
176.53 |
176.53 |
176.53 |
176.53 |
+10.73 |
0 |
4 |
+0 |
Jan10 |
090930 |
178.93 |
178.93 |
178.93 |
178.93 |
+10.50 |
|
|
|
Feb10 |
090930 |
181.41 |
181.41 |
181.41 |
181.41 |
+10.34 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Nov09 |
090930 |
4.862 |
4.920 |
4.727 |
4.841 |
-0.034 |
162,645 |
168,278 |
+3,021 |
Dec09 |
090930 |
5.663 |
5.727 |
5.552 |
5.674 |
unch |
40,237 |
68,993 |
+1,618 |
Jan10 |
090930 |
5.977 |
6.005 |
5.843 |
5.965 |
+0.011 |
22,068 |
76,775 |
+2,298 |
Feb10 |
090930 |
6.020 |
6.039 |
5.878 |
5.991 |
+0.011 |
4,884 |
23,925 |
-49 |
Mar10 |
090930 |
5.920 |
5.980 |
5.828 |
5.937 |
+0.008 |
9,799 |
46,380 |
+419 |
Apr10 |
090930 |
5.925 |
5.938 |
5.792 |
5.909 |
+0.015 |
10,640 |
40,924 |
+653 |
May10 |
090930 |
5.952 |
5.976 |
5.869 |
5.944 |
+0.016 |
3,115 |
22,766 |
+1,073 |
Jun10 |
090930 |
5.910 |
6.050 |
5.910 |
6.012 |
+0.016 |
1,393 |
11,452 |
+478 |
Jul10 |
090930 |
6.085 |
6.101 |
5.990 |
6.099 |
+0.018 |
1,110 |
11,544 |
+256 |
Aug10 |
090930 |
6.165 |
6.209 |
6.070 |
6.179 |
+0.021 |
2,527 |
10,391 |
+895 |
Sep10 |
090930 |
6.230 |
6.274 |
6.130 |
6.239 |
+0.014 |
1,372 |
9,973 |
+595 |
Oct10 |
090930 |
6.330 |
6.433 |
6.330 |
6.396 |
+0.012 |
5,578 |
27,705 |
+1,677 |
Nov10 |
090930 |
6.687 |
6.768 |
6.687 |
6.741 |
+0.012 |
591 |
6,601 |
+115 |
Dec10 |
090930 |
6.986 |
7.124 |
6.986 |
7.084 |
+0.010 |
675 |
18,688 |
+199 |
Jan11 |
090930 |
7.250 |
7.350 |
7.250 |
7.311 |
+0.012 |
1,244 |
9,630 |
+338 |
Feb11 |
090930 |
7.220 |
7.291 |
7.220 |
7.291 |
+0.007 |
92 |
5,800 |
+71 |
Total Volume and Open Interest |
270,629 |
676,337 |
+14,605 |
Brent Crude Oil(ICE) |
Nov09 |
090930 |
65.35 |
69.34 |
65.00 |
69.07 |
+3.58 |
104,791 |
122,642 |
-479 |
Dec09 |
090930 |
66.39 |
70.07 |
65.74 |
69.80 |
+3.55 |
50,405 |
166,153 |
+1,605 |
Jan10 |
090930 |
67.01 |
70.73 |
66.43 |
70.47 |
+3.53 |
21,905 |
60,956 |
+1,258 |
Feb10 |
090930 |
67.98 |
71.38 |
67.11 |
71.13 |
+3.52 |
11,951 |
25,721 |
-1,002 |
Mar10 |
090930 |
68.58 |
72.03 |
67.78 |
71.78 |
+3.48 |
4,957 |
16,835 |
+128 |
Apr10 |
090930 |
69.37 |
72.68 |
68.47 |
72.44 |
+3.43 |
4,860 |
13,966 |
+1,087 |
May10 |
090930 |
70.09 |
73.31 |
69.15 |
73.07 |
+3.37 |
4,925 |
11,080 |
+1,594 |
Jun10 |
090930 |
70.70 |
73.90 |
69.80 |
73.66 |
+3.31 |
6,709 |
52,821 |
-649 |
Jul10 |
090930 |
71.69 |
74.16 |
71.16 |
74.16 |
+3.26 |
1,370 |
10,657 |
-71 |
Aug10 |
090930 |
71.68 |
74.59 |
71.68 |
74.59 |
+3.23 |
988 |
7,030 |
+158 |
Sep10 |
090930 |
75.20 |
75.20 |
74.96 |
74.96 |
+3.20 |
887 |
4,142 |
-83 |
Oct10 |
090930 |
75.31 |
75.31 |
75.31 |
75.31 |
+3.17 |
553 |
6,402 |
-158 |
Nov10 |
090930 |
75.45 |
75.60 |
75.45 |
75.57 |
+3.13 |
347 |
4,714 |
+86 |
Dec10 |
090930 |
72.99 |
76.09 |
72.15 |
75.84 |
+3.09 |
8,276 |
70,190 |
-1,634 |
Total Volume and Open Interest |
226,410 |
664,139 |
+2,720 |
Gas Oil(ICE) |
Oct09 |
090930 |
539.00 |
570.50 |
535.25 |
552.00 |
+14.75 |
30,062 |
72,600 |
+3,393 |
Nov09 |
090930 |
545.00 |
578.25 |
542.50 |
559.50 |
+14.75 |
45,496 |
94,827 |
+1,900 |
Dec09 |
090930 |
553.75 |
585.25 |
549.75 |
566.75 |
+14.75 |
27,368 |
84,772 |
-4,400 |
Jan10 |
090930 |
564.25 |
590.75 |
558.50 |
575.25 |
+14.50 |
6,198 |
53,993 |
+1,205 |
Feb10 |
090930 |
577.25 |
598.00 |
567.00 |
582.50 |
+14.50 |
1,612 |
24,617 |
+226 |
Mar10 |
090930 |
582.50 |
606.00 |
573.25 |
589.00 |
+14.50 |
1,249 |
26,176 |
+862 |
Apr10 |
090930 |
584.50 |
610.50 |
580.00 |
595.25 |
+14.25 |
872 |
15,192 |
+122 |
May10 |
090930 |
590.00 |
616.50 |
590.00 |
601.25 |
+14.25 |
541 |
15,298 |
+471 |
Jun10 |
090930 |
600.25 |
623.25 |
591.25 |
606.50 |
+14.00 |
2,433 |
38,297 |
+539 |
Jul10 |
090930 |
599.25 |
614.50 |
599.25 |
614.50 |
+14.25 |
584 |
12,200 |
+90 |
Total Volume and Open Interest |
122,843 |
561,617 |
+7,334 |
Ethanol(CBOT) |
Sep09 |
090903 |
1.587 |
1.587 |
1.587 |
1.587 |
-0.013 |
15 |
218 |
+10 |
Oct09 |
090930 |
1.750 |
1.785 |
1.750 |
1.783 |
+0.018 |
25 |
186 |
-4 |
Nov09 |
090930 |
1.691 |
1.695 |
1.690 |
1.692 |
+0.013 |
16 |
512 |
+12 |
Dec09 |
090930 |
1.670 |
1.675 |
1.670 |
1.672 |
+0.011 |
43 |
764 |
+31 |
Jan10 |
090930 |
1.657 |
1.675 |
1.657 |
1.672 |
+0.012 |
16 |
793 |
+14 |
Feb10 |
090930 |
1.673 |
1.673 |
1.673 |
1.673 |
+0.017 |
16 |
261 |
+16 |
Mar10 |
090930 |
1.675 |
1.679 |
1.665 |
1.665 |
+0.005 |
7 |
301 |
+7 |
Apr10 |
090930 |
1.665 |
1.665 |
1.665 |
1.665 |
+0.005 |
1 |
511 |
+0 |
Total Volume and Open Interest |
126 |
4,907 |
+78 |
WTI Crude Oil(ICE) |
Nov09 |
090930 |
66.64 |
70.74 |
66.23 |
70.61 |
+3.90 |
62,940 |
110,055 |
+1,568 |
Dec09 |
090930 |
66.96 |
71.06 |
66.61 |
70.94 |
+3.86 |
30,709 |
90,919 |
+404 |
Jan10 |
090930 |
67.91 |
71.42 |
67.08 |
71.31 |
+3.78 |
10,664 |
20,888 |
+883 |
Feb10 |
090930 |
68.62 |
71.72 |
67.56 |
71.71 |
+3.70 |
4,150 |
16,980 |
+477 |
Mar10 |
090930 |
69.41 |
72.22 |
68.12 |
72.22 |
+3.63 |
3,075 |
13,203 |
-254 |
Apr10 |
090930 |
69.80 |
72.79 |
68.73 |
72.79 |
+3.57 |
2,087 |
8,219 |
+959 |
May10 |
090930 |
70.40 |
73.35 |
69.34 |
73.35 |
+3.51 |
983 |
5,969 |
+27 |
Jun10 |
090930 |
70.75 |
73.94 |
69.95 |
73.90 |
+3.45 |
2,569 |
22,776 |
-30 |
Jul10 |
090930 |
71.80 |
74.33 |
71.80 |
74.33 |
+3.40 |
963 |
24,454 |
-256 |
Aug10 |
090930 |
74.64 |
74.64 |
74.64 |
74.64 |
+3.35 |
434 |
6,308 |
+79 |
Sep10 |
090930 |
74.96 |
74.96 |
74.96 |
74.96 |
+3.31 |
485 |
8,587 |
+51 |
Oct10 |
090930 |
75.29 |
75.29 |
75.29 |
75.29 |
+3.28 |
388 |
4,551 |
-409 |
Nov10 |
090930 |
75.64 |
75.64 |
75.64 |
75.64 |
+3.24 |
227 |
6,240 |
+19 |
Dec10 |
090930 |
73.10 |
76.10 |
72.20 |
75.99 |
+3.20 |
4,671 |
56,153 |
+682 |
Jan11 |
090930 |
76.19 |
76.19 |
76.19 |
76.19 |
+3.16 |
298 |
10,787 |
+8 |
Feb11 |
090930 |
76.36 |
76.36 |
76.36 |
76.36 |
+3.12 |
150 |
3,360 |
+0 |
Total Volume and Open Interest |
125,597 |
482,793 |
+4,237 |
US Dollar Index(ICE) |
Dec09 |
090930 |
77.280 |
77.290 |
76.680 |
76.860 |
-0.500 |
7,691 |
27,726 |
-1,705 |
Mar10 |
090930 |
77.135 |
77.285 |
77.015 |
77.105 |
-0.495 |
10 |
2,047 |
-2 |
Jun10 |
090930 |
77.420 |
77.420 |
77.420 |
77.420 |
-0.495 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,701 |
29,776 |
-1,707 |
Australian Dollar(CME) |
Dec09 |
090930 |
86.57 |
87.94 |
86.55 |
87.74 |
+1.06 |
70,262 |
104,034 |
-57 |
Mar10 |
090930 |
86.00 |
87.16 |
85.85 |
86.97 |
+1.03 |
40 |
201 |
+7 |
Jun10 |
090930 |
86.11 |
86.11 |
85.10 |
86.11 |
+1.01 |
|
|
|
Total Volume and Open Interest |
70,302 |
104,250 |
-50 |
British Pound(CME) |
Dec09 |
090930 |
159.55 |
161.24 |
159.41 |
160.02 |
+0.64 |
139,941 |
98,047 |
+5,313 |
Mar10 |
090930 |
159.55 |
161.15 |
159.37 |
160.01 |
+0.64 |
68 |
103 |
-24 |
Jun10 |
090930 |
159.93 |
161.09 |
159.37 |
160.01 |
+0.64 |
0 |
27 |
+0 |
Total Volume and Open Interest |
140,009 |
98,197 |
+5,289 |
Canadian Dollar(CME) |
Dec09 |
090930 |
92.19 |
93.72 |
92.16 |
93.64 |
+1.37 |
65,153 |
69,414 |
-1,280 |
Mar10 |
090930 |
92.58 |
93.71 |
92.21 |
93.64 |
+1.37 |
53 |
1,353 |
+30 |
Jun10 |
090930 |
93.55 |
93.66 |
92.27 |
93.64 |
+1.37 |
11 |
308 |
+2 |
Sep10 |
090930 |
93.50 |
93.66 |
92.25 |
93.62 |
+1.37 |
5 |
374 |
+2 |
Total Volume and Open Interest |
65,322 |
71,549 |
-1,182 |
Japanese Yen(CME) |
Dec09 |
090930 |
111.00 |
111.97 |
110.65 |
111.62 |
+0.68 |
94,359 |
119,180 |
-1,548 |
Mar10 |
090930 |
111.42 |
112.00 |
110.77 |
111.70 |
+0.68 |
13 |
107 |
+2 |
Jun10 |
090930 |
111.85 |
111.98 |
111.14 |
111.85 |
+0.68 |
0 |
9 |
+0 |
Total Volume and Open Interest |
94,372 |
119,317 |
-1,546 |
Swiss Franc(CME) |
Dec09 |
090930 |
96.54 |
97.32 |
95.73 |
96.60 |
+0.15 |
48,602 |
45,439 |
-3,116 |
Mar10 |
090930 |
96.69 |
97.33 |
95.86 |
96.69 |
+0.15 |
0 |
97 |
+0 |
Jun10 |
090930 |
96.83 |
97.32 |
96.22 |
96.83 |
+0.15 |
0 |
5 |
+0 |
Total Volume and Open Interest |
48,602 |
45,542 |
-3,116 |
EuroFX(CME) |
Dec09 |
090930 |
145.85 |
146.74 |
145.74 |
146.45 |
+0.77 |
245,299 |
164,172 |
-1,671 |
Mar10 |
090930 |
146.05 |
146.67 |
145.66 |
146.42 |
+0.76 |
76 |
665 |
+15 |
Jun10 |
090930 |
146.40 |
146.50 |
145.66 |
146.40 |
+0.74 |
0 |
61 |
+0 |
Total Volume and Open Interest |
245,375 |
164,904 |
-1,656 |
Mexican Peso(CME) |
Oct09 |
090930 |
736.2 |
736.2 |
734.8 |
736.2 |
+1.5 |
|
|
|
Nov09 |
090930 |
733.2 |
733.2 |
731.8 |
733.2 |
+1.5 |
|
|
|
Total Volume and Open Interest |
13,328 |
58,534 |
+1,877 |
Brazilian Real(CME) |
Oct09 |
090930 |
564.20 |
564.20 |
557.65 |
564.20 |
+6.55 |
|
|
|
Nov09 |
090930 |
561.65 |
561.65 |
554.70 |
561.65 |
+6.95 |
|
|
|
Dec09 |
090930 |
552.30 |
559.50 |
552.30 |
559.50 |
+7.50 |
4 |
3,569 |
+1 |
Jan10 |
090930 |
555.45 |
555.45 |
548.55 |
555.45 |
+6.90 |
|
|
|
Total Volume and Open Interest |
4 |
3,569 |
+1 |
30-Year T-Bonds(CBOT) |
Dec09 |
090930 |
121~210 |
121~270 |
121~040 |
121~120 |
-0~080 |
177,218 |
754,196 |
-2,439 |
Mar10 |
090930 |
120~300 |
121~010 |
120~160 |
120~210 |
-0~080 |
67 |
211 |
+35 |
Jun10 |
090930 |
119~130 |
119~210 |
119~130 |
119~130 |
-0~080 |
0 |
4 |
+0 |
Total Volume and Open Interest |
177,285 |
754,411 |
-2,404 |
10-Year T-Notes(CBOT) |
Dec09 |
090930 |
118~105 |
118~165 |
118~020 |
118~105 |
+0~010 |
773,701 |
1,155,985 |
+21,630 |
Mar10 |
090930 |
117~000 |
117~050 |
116~300 |
116~310 |
+0~010 |
493 |
482 |
+448 |
Jun10 |
090930 |
115~195 |
115~300 |
115~195 |
115~195 |
-0~105 |
|
|
|
Total Volume and Open Interest |
774,194 |
1,156,467 |
+22,078 |
5-Year T-Notes(CBOT) |
Sep09 |
090930 |
117~001 |
117~025 |
117~001 |
117~021 |
+0~001 |
461 |
11,779 |
-235 |
Dec09 |
090930 |
115~122 |
116~017 |
115~095 |
116~012 |
+0~019 |
367,246 |
775,545 |
-2,088 |
Mar10 |
090930 |
114~120 |
115~121 |
114~120 |
114~120 |
-1~001 |
|
|
|
Total Volume and Open Interest |
367,707 |
787,324 |
-2,323 |
2 Year T-Notes(CBOT) |
Sep09 |
090930 |
108~122 |
109~013 |
108~118 |
109~001 |
+0~003 |
286 |
18,426 |
+9 |
Dec09 |
090930 |
108~051 |
108~064 |
108~038 |
108~062 |
+0~013 |
222,284 |
785,448 |
+30,981 |
Mar10 |
090930 |
107~116 |
108~049 |
107~116 |
107~116 |
-0~061 |
|
|
|
Total Volume and Open Interest |
222,570 |
803,874 |
+30,990 |
Eurodollars(CME) |
Dec09 |
090930 |
99.620 |
99.645 |
99.610 |
99.630 |
+0.010 |
190,772 |
970,672 |
-20,270 |
Mar10 |
090930 |
99.345 |
99.390 |
99.320 |
99.375 |
+0.030 |
199,263 |
961,666 |
-6,217 |
Jun10 |
090930 |
99.005 |
99.045 |
98.950 |
99.030 |
+0.035 |
265,367 |
809,156 |
-6,524 |
Sep10 |
090930 |
98.610 |
98.650 |
98.545 |
98.635 |
+0.035 |
218,181 |
685,598 |
+4,515 |
Dec10 |
090930 |
98.220 |
98.265 |
98.150 |
98.245 |
+0.030 |
293,867 |
812,070 |
-4,568 |
Mar11 |
090930 |
97.880 |
97.925 |
97.810 |
97.900 |
+0.025 |
181,119 |
465,948 |
-5,348 |
Jun11 |
090930 |
97.550 |
97.605 |
97.495 |
97.580 |
+0.020 |
158,863 |
461,412 |
+2,279 |
Sep11 |
090930 |
97.270 |
97.320 |
97.215 |
97.295 |
+0.015 |
100,216 |
285,606 |
+1,196 |
Dec11 |
090930 |
96.985 |
97.050 |
96.945 |
97.020 |
+0.010 |
64,635 |
213,747 |
-471 |
Mar12 |
090930 |
96.785 |
96.825 |
96.730 |
96.795 |
+0.005 |
46,991 |
160,888 |
+676 |
Jun12 |
090930 |
96.560 |
96.615 |
96.520 |
96.585 |
unch |
43,777 |
136,118 |
-3,006 |
Sep12 |
090930 |
96.400 |
96.445 |
96.365 |
96.420 |
unch |
31,217 |
83,803 |
-1,837 |
Dec12 |
090930 |
96.245 |
96.285 |
96.215 |
96.260 |
unch |
9,489 |
52,316 |
+280 |
Mar13 |
090930 |
96.125 |
96.180 |
96.120 |
96.155 |
-0.005 |
7,516 |
56,549 |
-646 |
Jun13 |
090930 |
96.025 |
96.070 |
96.020 |
96.045 |
-0.010 |
5,257 |
37,834 |
+2 |
Sep13 |
090930 |
95.930 |
95.975 |
95.925 |
95.950 |
-0.010 |
4,729 |
45,984 |
-413 |
Dec13 |
090930 |
95.840 |
95.870 |
95.820 |
95.840 |
-0.010 |
2,618 |
28,639 |
+20 |
Mar14 |
090930 |
95.790 |
95.800 |
95.750 |
95.770 |
-0.015 |
2,425 |
24,364 |
+339 |
Total Volume and Open Interest |
1,866,475 |
6,552,232 |
-30,994 |
30 Day Federal Funds(CBOT) |
Sep09 |
090930 |
99.853 |
99.855 |
99.850 |
99.850 |
unch |
1,651 |
36,657 |
-467 |
Oct09 |
090930 |
99.850 |
99.860 |
99.850 |
99.855 |
+0.005 |
2,806 |
52,651 |
+112 |
Nov09 |
090930 |
99.830 |
99.840 |
99.830 |
99.830 |
unch |
6,407 |
65,016 |
-11 |
Dec09 |
090930 |
99.825 |
99.830 |
99.820 |
99.825 |
+0.005 |
5,099 |
61,513 |
-969 |
Jan10 |
090930 |
99.795 |
99.810 |
99.785 |
99.800 |
+0.005 |
8,286 |
50,794 |
+1,619 |
Feb10 |
090930 |
99.730 |
99.740 |
99.720 |
99.730 |
unch |
6,303 |
58,876 |
+993 |
Total Volume and Open Interest |
54,405 |
453,980 |
+3,744 |
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 |
090930 |
99.495 |
99.495 |
99.495 |
99.495 |
-0.005 |
0 |
1,908 |
+0 |
Mar10 |
090930 |
99.525 |
99.525 |
99.525 |
99.525 |
-0.005 |
0 |
814 |
+0 |
Jun10 |
090930 |
99.525 |
99.525 |
99.525 |
99.525 |
-0.005 |
|
|
|
Sep10 |
090930 |
99.505 |
99.505 |
99.505 |
99.505 |
-0.005 |
|
|
|
Dec10 |
090930 |
99.455 |
99.455 |
99.455 |
99.455 |
-0.015 |
|
|
|
Mar11 |
090930 |
99.370 |
99.370 |
99.370 |
99.370 |
-0.015 |
|
|
|
Jun11 |
090930 |
99.310 |
99.310 |
99.310 |
99.310 |
-0.015 |
|
|
|
Sep11 |
090930 |
99.310 |
99.310 |
99.310 |
99.310 |
-0.015 |
|
|
|
Dec11 |
090930 |
99.110 |
99.110 |
99.110 |
99.110 |
-0.025 |
|
|
|
Mar12 |
090930 |
99.075 |
99.075 |
99.075 |
99.075 |
-0.025 |
|
|
|
Total Volume and Open Interest |
0 |
2,722 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec09 |
090930 |
99.50 |
99.50 |
99.49 |
99.50 |
0.00 |
210 |
5,443 |
-192 |
Mar10 |
090930 |
99.53 |
99.53 |
99.53 |
99.53 |
0.00 |
0 |
4,146 |
+0 |
Jun10 |
090930 |
99.53 |
99.53 |
99.53 |
99.53 |
0.00 |
0 |
2,072 |
+20 |
Sep10 |
090930 |
99.51 |
99.51 |
99.51 |
99.51 |
0.00 |
0 |
1,284 |
+0 |
Dec10 |
090930 |
99.55 |
99.55 |
99.45 |
99.45 |
-0.03 |
0 |
657 |
+83 |
Mar11 |
090930 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.03 |
0 |
562 |
+0 |
Jun11 |
090930 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.03 |
0 |
52 |
+0 |
Sep11 |
090930 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.03 |
0 |
51 |
+0 |
Total Volume and Open Interest |
210 |
15,739 |
-89 |
Japanese Gov't Bonds(SGX) |
Dec09 |
090930 |
139.40 |
139.40 |
139.21 |
139.32 |
-0.08 |
739 |
15,027 |
+459 |
Mar10 |
090930 |
139.09 |
139.09 |
139.09 |
139.09 |
-0.08 |
|
|
|
Jun10 |
090930 |
139.09 |
139.09 |
139.09 |
139.09 |
-0.08 |
|
|
|
Total Volume and Open Interest |
739 |
15,027 |
+459 |
Euro-Bund(EUREX) |
Dec09 |
090930 |
121.71 |
122.00 |
121.58 |
121.88 |
+0.14 |
813,287 |
953,096 |
+2,377 |
Mar10 |
090930 |
121.41 |
121.77 |
121.41 |
121.69 |
+0.24 |
427 |
536 |
+412 |
Jun10 |
090930 |
121.28 |
121.28 |
121.28 |
121.28 |
+0.14 |
0 |
1 |
+0 |
Total Volume and Open Interest |
813,714 |
953,633 |
+2,789 |
Euro-Bobl(EUREX) |
Dec09 |
090930 |
115.47 |
115.64 |
115.28 |
115.55 |
+0.04 |
437,504 |
673,088 |
-10,632 |
Mar10 |
090930 |
115.34 |
115.34 |
115.34 |
115.34 |
+0.07 |
2 |
1,120 |
+2 |
Jun10 |
090930 |
114.85 |
114.85 |
114.85 |
114.85 |
+0.04 |
|
|
|
Total Volume and Open Interest |
437,506 |
674,208 |
-10,630 |
3-Mth Euribor(EUREX) |
Sep09 |
090914 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
5,624 |
14,192 |
-2,056 |
Dec09 |
090930 |
99.275 |
99.275 |
99.250 |
99.255 |
-0.030 |
329 |
12,682 |
+128 |
Mar10 |
090930 |
99.085 |
99.085 |
99.040 |
99.070 |
-0.025 |
17 |
5,428 |
-5 |
Total Volume and Open Interest |
578 |
26,392 |
+51 |
Long Gilt(LIFFE) |
Dec09 |
090930 |
118~10 |
118~22 |
118~05 |
118~18 |
+0~08 |
112,295 |
254,993 |
+3,222 |
Mar10 |
090930 |
116~29 |
116~29 |
116~29 |
116~29 |
+0~08 |
|
|
|
Total Volume and Open Interest |
112,295 |
254,993 |
+3,222 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
090930 |
99.41 |
99.46 |
99.37 |
99.43 |
+0.02 |
286,777 |
375,645 |
-30,753 |
Mar10 |
090930 |
99.10 |
99.19 |
99.05 |
99.15 |
+0.05 |
211,209 |
377,705 |
-10,419 |
Jun10 |
090930 |
98.64 |
98.71 |
98.55 |
98.68 |
+0.05 |
179,006 |
358,813 |
+7,149 |
Sep10 |
090930 |
98.11 |
98.19 |
98.02 |
98.16 |
+0.06 |
136,791 |
279,668 |
+5,535 |
Dec10 |
090930 |
97.57 |
97.68 |
97.50 |
97.65 |
+0.07 |
98,540 |
273,475 |
-4,364 |
Mar11 |
090930 |
97.16 |
97.25 |
97.08 |
97.22 |
+0.07 |
66,805 |
224,136 |
+5,009 |
Total Volume and Open Interest |
1,104,123 |
2,347,717 |
-11,281 |
3-Mth Euribor(LIFFE) |
Dec09 |
090930 |
99.280 |
99.280 |
99.230 |
99.255 |
-0.030 |
117,794 |
642,561 |
-15,232 |
Mar10 |
090930 |
99.090 |
99.090 |
99.005 |
99.070 |
-0.025 |
103,758 |
499,054 |
+4,173 |
Jun10 |
090930 |
98.790 |
98.790 |
98.690 |
98.770 |
-0.020 |
153,438 |
476,945 |
-1,841 |
Total Volume and Open Interest |
843,007 |
3,093,460 |
-10,911 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
090930 |
96.17 |
96.19 |
96.07 |
96.09 |
-0.09 |
25,357 |
323,909 |
+2,149 |
Mar10 |
090930 |
95.55 |
95.57 |
95.43 |
95.44 |
-0.12 |
12,740 |
168,058 |
+2,232 |
Jun10 |
090930 |
95.08 |
95.09 |
94.98 |
95.00 |
-0.08 |
6,462 |
104,786 |
-3,292 |
Sep10 |
090930 |
94.72 |
94.74 |
94.63 |
94.64 |
-0.09 |
4,883 |
68,358 |
+885 |
Dec10 |
090930 |
94.49 |
94.49 |
94.42 |
94.43 |
-0.06 |
2,921 |
44,702 |
+1,017 |
Mar11 |
090930 |
94.28 |
94.29 |
94.24 |
94.25 |
-0.06 |
1,262 |
25,396 |
+621 |
Jun11 |
090930 |
94.12 |
94.15 |
94.07 |
94.09 |
-0.05 |
1,451 |
17,400 |
+55 |
Sep11 |
090930 |
93.97 |
93.97 |
93.92 |
93.94 |
-0.04 |
537 |
9,419 |
+4 |
Dec11 |
090930 |
93.83 |
93.83 |
93.80 |
93.80 |
-0.05 |
5 |
3,911 |
+0 |
Mar12 |
090930 |
93.68 |
93.68 |
93.68 |
93.68 |
-0.05 |
0 |
1,564 |
+0 |
Total Volume and Open Interest |
55,618 |
768,070 |
+3,661 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
090930 |
94.71 |
94.74 |
94.56 |
94.57 |
-0.15 |
55,264 |
321,281 |
+9,324 |
Mar10 |
090930 |
94.57 |
94.57 |
94.57 |
94.57 |
-0.15 |
|
|
|
Total Volume and Open Interest |
55,264 |
321,281 |
+9,324 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
090930 |
95.06 |
95.11 |
94.95 |
94.96 |
-0.11 |
112,499 |
382,958 |
+20,633 |
Mar10 |
090930 |
94.96 |
94.96 |
94.96 |
94.96 |
-0.11 |
|
|
|
Total Volume and Open Interest |
112,499 |
382,958 |
+20,633 |
Gold(CMX) |
Oct09 |
090930 |
992.5 |
1009.0 |
992.5 |
1008.0 |
+14.9 |
5,742 |
6,209 |
+271 |
Dec09 |
090930 |
994.0 |
1010.8 |
992.7 |
1009.3 |
+14.9 |
105,185 |
325,363 |
+567 |
Feb10 |
090930 |
995.6 |
1011.1 |
994.0 |
1010.5 |
+15.0 |
4,327 |
25,524 |
+1,327 |
Apr10 |
090930 |
997.0 |
1012.8 |
997.0 |
1011.5 |
+15.0 |
778 |
24,555 |
+270 |
Jun10 |
090930 |
1000.6 |
1012.8 |
1000.6 |
1012.8 |
+15.0 |
343 |
12,961 |
-64 |
Aug10 |
090930 |
1002.3 |
1014.3 |
1002.3 |
1014.3 |
+15.0 |
386 |
7,536 |
+300 |
Oct10 |
090930 |
1016.2 |
1016.2 |
1016.2 |
1016.2 |
+15.0 |
30 |
4,244 |
+0 |
Dec10 |
090930 |
1002.6 |
1019.0 |
1002.6 |
1018.4 |
+15.0 |
461 |
12,879 |
+176 |
Feb11 |
090930 |
1021.1 |
1021.1 |
1021.1 |
1021.1 |
+15.0 |
0 |
1,019 |
+0 |
Apr11 |
090930 |
1024.2 |
1024.2 |
1024.2 |
1024.2 |
+15.0 |
0 |
447 |
+0 |
Jun11 |
090930 |
1027.6 |
1027.6 |
1027.6 |
1027.6 |
+15.0 |
150 |
9,502 |
-147 |
Aug11 |
090930 |
1031.6 |
1031.6 |
1031.6 |
1031.6 |
|
|
|
|
Silver(CMX) |
Dec09 |
090930 |
1617.0 |
1671.5 |
1617.0 |
1665.8 |
+48.0 |
22,163 |
91,828 |
-328 |
Mar10 |
090930 |
1635.0 |
1672.0 |
1628.0 |
1668.9 |
+48.1 |
2,484 |
16,296 |
+2,700 |
May10 |
090930 |
1650.0 |
1673.5 |
1650.0 |
1670.7 |
+48.1 |
1,022 |
3,265 |
+917 |
Jul10 |
090930 |
1636.0 |
1672.5 |
1632.0 |
1672.5 |
+48.1 |
329 |
3,154 |
-21 |
Sep10 |
090930 |
1672.0 |
1674.4 |
1672.0 |
1674.4 |
+48.1 |
938 |
2,359 |
-564 |
Dec10 |
090930 |
1654.0 |
1683.0 |
1654.0 |
1678.1 |
+48.1 |
551 |
3,145 |
-172 |
Mar11 |
090930 |
1682.5 |
1682.5 |
1682.5 |
1682.5 |
+48.0 |
0 |
37 |
+0 |
Total Volume and Open Interest |
27,538 |
128,507 |
+2,515 |
Platinum(NYMEX) |
Oct09 |
090930 |
1273.0 |
1301.1 |
1272.9 |
1295.6 |
+24.7 |
2,975 |
719 |
-1,910 |
Jan10 |
090930 |
1276.2 |
1308.5 |
1275.8 |
1302.9 |
+24.7 |
4,612 |
27,592 |
+1,744 |
Apr10 |
090930 |
1298.0 |
1310.0 |
1298.0 |
1307.8 |
+24.2 |
93 |
280 |
+73 |
Total Volume and Open Interest |
7,680 |
28,591 |
-93 |
Palladium(NYMEX) |
Dec09 |
090930 |
289.45 |
299.80 |
288.80 |
299.20 |
+9.20 |
710 |
19,834 |
-78 |
Mar10 |
090930 |
292.00 |
300.20 |
292.00 |
300.20 |
+9.10 |
3 |
257 |
+3 |
Jun10 |
090930 |
295.75 |
301.70 |
295.75 |
301.70 |
+9.10 |
2 |
3 |
+2 |
Total Volume and Open Interest |
715 |
20,094 |
-73 |
Copper(CMX) |
Dec09 |
090930 |
271.75 |
282.85 |
271.35 |
281.90 |
+9.00 |
17,195 |
80,954 |
-776 |
Mar10 |
090930 |
272.70 |
283.90 |
272.70 |
283.15 |
+8.90 |
721 |
14,878 |
+283 |
May10 |
090930 |
281.90 |
283.50 |
278.25 |
283.45 |
+8.85 |
177 |
2,456 |
+46 |
Jul10 |
090930 |
283.25 |
283.25 |
283.25 |
283.25 |
+8.90 |
8 |
2,010 |
+4 |
Sep10 |
090930 |
281.70 |
282.90 |
281.70 |
282.90 |
+8.95 |
4 |
1,494 |
+0 |
Total Volume and Open Interest |
19,688 |
113,401 |
-414 |
DJIA Index(CBOT) |
Dec09 |
090930 |
9685 |
9733 |
9545 |
9653 |
-20 |
570 |
12,420 |
+197 |
Mar10 |
090930 |
9635 |
9635 |
9500 |
9594 |
-21 |
10 |
843 |
+2 |
Jun10 |
090930 |
9538 |
9558 |
9538 |
9538 |
-20 |
|
|
|
Sep10 |
090930 |
9483 |
9503 |
9483 |
9483 |
-20 |
|
|
|
Total Volume and Open Interest |
580 |
13,263 |
+199 |
E-mini DJIA Index(CBOT) |
Sep09 |
090918 |
9800 |
9859 |
9745 |
9854 |
+55 |
|
|
|
Dec09 |
090930 |
9673 |
9735 |
9544 |
9653 |
-20 |
129,533 |
71,133 |
+744 |
Mar10 |
090930 |
9629 |
9661 |
9495 |
9594 |
-21 |
23 |
210 |
+0 |
Jun10 |
090930 |
9538 |
9538 |
9538 |
9538 |
-20 |
0 |
2 |
+0 |
Total Volume and Open Interest |
129,556 |
71,345 |
+744 |
S & P 500(CME) |
Dec09 |
090930 |
1055.00 |
1062.90 |
1041.90 |
1052.90 |
-1.90 |
13,578 |
367,083 |
-290 |
Mar10 |
090930 |
1042.00 |
1055.30 |
1036.30 |
1048.40 |
-1.90 |
0 |
4,272 |
+1 |
Jun10 |
090930 |
1044.50 |
1051.30 |
1032.30 |
1044.50 |
-1.80 |
4 |
181 |
+4 |
Sep10 |
090930 |
1041.50 |
1048.30 |
1029.30 |
1041.50 |
-1.80 |
|
|
|
Total Volume and Open Interest |
13,582 |
371,541 |
-285 |
S & P 500 E-Mini(Globex) |
Dec09 |
090930 |
1054.75 |
1063.25 |
1041.50 |
1053.00 |
-1.75 |
1,645,534 |
2,337,279 |
-8,627 |
Mar10 |
090930 |
1051.00 |
1058.00 |
1037.50 |
1048.50 |
-1.75 |
813 |
2,546 |
+181 |
Total Volume and Open Interest |
1,646,347 |
2,339,838 |
-8,446 |
NASDAQ 100(CME) |
Dec09 |
090930 |
1715.50 |
1730.00 |
1689.00 |
1717.50 |
+2.00 |
2,040 |
17,604 |
-393 |
Mar10 |
090930 |
1696.00 |
1715.50 |
1696.00 |
1715.50 |
+2.00 |
0 |
2 |
+0 |
Jun10 |
090930 |
1714.50 |
1714.50 |
1714.00 |
1714.50 |
+2.00 |
|
|
|
Total Volume and Open Interest |
2,040 |
17,606 |
-393 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
090930 |
1715.00 |
1730.00 |
1688.80 |
1717.50 |
+2.00 |
276,654 |
314,136 |
-13,278 |
Mar10 |
090930 |
1715.80 |
1727.00 |
1687.80 |
1715.50 |
+2.00 |
5 |
90 |
-1 |
Total Volume and Open Interest |
276,659 |
314,227 |
-13,279 |
S & P Midcap 400(CME) |
Dec09 |
090930 |
695.50 |
696.50 |
679.00 |
689.20 |
-2.40 |
424 |
2,561 |
+122 |
Mar10 |
090930 |
687.20 |
687.20 |
685.60 |
687.20 |
-2.40 |
|
|
|
Jun10 |
090930 |
685.20 |
685.20 |
683.60 |
685.20 |
-2.40 |
|
|
|
Total Volume and Open Interest |
424 |
2,561 |
+122 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
090930 |
10160 |
10170 |
10010 |
10065 |
-50 |
10,581 |
31,497 |
-799 |
Mar10 |
090930 |
10090 |
10140 |
10090 |
10090 |
-50 |
|
|
|
Total Volume and Open Interest |
10,581 |
31,497 |
-799 |
Nikkei 225(SGX) |
Dec09 |
090930 |
10090 |
10165 |
10040 |
10100 |
-10 |
95,038 |
165,566 |
+822 |
Mar10 |
090930 |
10120 |
10120 |
10120 |
10120 |
+5 |
0 |
517 |
+0 |
Jun10 |
090930 |
10140 |
10140 |
10140 |
10140 |
-10 |
0 |
321 |
+1 |
Total Volume and Open Interest |
95,038 |
173,212 |
+823 |
CAC 40(EURONEXT) |
Oct09 |
090930 |
3821.5 |
3843.5 |
3760.5 |
3797.0 |
-18.5 |
116,958 |
391,663 |
+6,203 |
Nov09 |
090930 |
3813.5 |
3818.5 |
3752.5 |
3782.5 |
-18.5 |
11 |
338 |
+3 |
Dec09 |
090930 |
3799.5 |
3816.5 |
3744.5 |
3774.5 |
-18.5 |
452 |
39,161 |
-119 |
Total Volume and Open Interest |
117,421 |
432,614 |
+6,087 |
Hang Seng Index(HKFE) |
Sep09 |
090929 |
20814 |
21051 |
20795 |
21013 |
+371 |
72,358 |
41,299 |
-21,024 |
Oct09 |
090930 |
20994 |
21068 |
20753 |
20895 |
-20 |
58,007 |
78,518 |
+6,429 |
Nov09 |
090930 |
20950 |
20992 |
20740 |
20830 |
|
|
|
|
DAX(EUREX) |
Sep09 |
090918 |
5720.0 |
5744.5 |
5702.5 |
5736.5 |
-1.0 |
174,565 |
53,021 |
-20,970 |
Dec09 |
090930 |
5719.5 |
5746.5 |
5619.0 |
5674.5 |
-45.0 |
144,003 |
169,495 |
+1,501 |
Mar10 |
090930 |
5732.0 |
5744.0 |
5622.5 |
5676.5 |
-45.5 |
150 |
5,432 |
+9 |
Total Volume and Open Interest |
144,447 |
175,718 |
+1,777 |
FT-SE 100(EURONEXT) |
Dec09 |
090930 |
5134.50 |
5160.50 |
5060.00 |
5091.00 |
-42.50 |
95,344 |
636,642 |
-7,281 |
Mar10 |
090930 |
5084.00 |
5089.50 |
5014.50 |
5044.00 |
-42.50 |
77 |
1,748 |
+62 |
Jun10 |
090930 |
5065.00 |
5066.00 |
5001.00 |
5001.00 |
-42.50 |
13 |
529 |
+0 |
Total Volume and Open Interest |
95,434 |
638,919 |
-7,219 |
SPI 200(SFE) |
Sep09 |
090917 |
4665.0 |
4722.0 |
4664.0 |
4691.0 |
+29.0 |
9,454 |
76,269 |
-102,815 |
Dec09 |
090930 |
4758.0 |
4777.0 |
4739.0 |
4747.0 |
-10.0 |
28,972 |
213,935 |
-373 |
Mar10 |
090930 |
4737.0 |
4737.0 |
4737.0 |
4737.0 |
-9.0 |
0 |
4,612 |
+0 |
Total Volume and Open Interest |
29,216 |
220,126 |
-355 |
GSCI(CME) |
Oct09 |
090930 |
448.50 |
464.00 |
443.25 |
463.00 |
+19.00 |
150 |
17,486 |
-4 |
Nov09 |
090930 |
469.25 |
469.25 |
450.00 |
469.25 |
+18.95 |
2 |
10 |
+0 |
Dec09 |
090930 |
462.00 |
475.50 |
456.50 |
475.50 |
+18.50 |
2 |
2 |
+0 |
Total Volume and Open Interest |
154 |
17,498 |
-4 |
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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