|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri October 02, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
091002 |
917.00 |
918.00 |
885.00 |
885.00 |
-33.00 |
76,084 |
232,642 |
-9,609 |
Jan10 |
091002 |
923.50 |
924.25 |
892.00 |
892.00 |
-32.25 |
19,677 |
83,845 |
+2,401 |
Mar10 |
091002 |
924.00 |
924.50 |
895.25 |
895.25 |
-29.50 |
6,990 |
34,760 |
+645 |
May10 |
091002 |
920.00 |
920.00 |
893.50 |
893.50 |
-27.25 |
3,983 |
25,592 |
+378 |
Jul10 |
091002 |
921.00 |
921.00 |
895.00 |
896.00 |
-25.50 |
10,157 |
30,958 |
-173 |
Aug10 |
091002 |
904.50 |
916.50 |
892.00 |
892.00 |
-24.50 |
53 |
357 |
+11 |
Sep10 |
091002 |
905.00 |
908.00 |
888.00 |
888.00 |
-20.00 |
41 |
186 |
+24 |
Nov10 |
091002 |
903.00 |
905.00 |
885.00 |
886.75 |
-16.75 |
3,250 |
31,127 |
-104 |
Jan11 |
091002 |
893.00 |
909.50 |
893.00 |
893.00 |
-16.50 |
4 |
214 |
+0 |
Mar11 |
091002 |
896.00 |
912.00 |
896.00 |
896.00 |
-16.00 |
0 |
45 |
+0 |
May11 |
091002 |
896.00 |
912.00 |
896.00 |
896.00 |
-16.00 |
0 |
2 |
+0 |
Jul11 |
091002 |
897.00 |
913.50 |
897.00 |
897.00 |
-16.50 |
3 |
21 |
+3 |
Aug11 |
091002 |
896.00 |
912.00 |
896.00 |
896.00 |
-16.00 |
|
|
|
Sep11 |
091002 |
895.00 |
910.00 |
895.00 |
895.00 |
-15.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
120,393 |
440,934 |
-6,441 |
Soybean Meal(CBOT) |
Oct09 |
091002 |
284.00 |
284.40 |
272.00 |
272.00 |
-12.70 |
3,293 |
8,944 |
-968 |
Dec09 |
091002 |
280.50 |
280.60 |
267.50 |
267.80 |
-13.00 |
24,822 |
73,675 |
-63 |
Jan10 |
091002 |
277.50 |
277.90 |
266.20 |
266.20 |
-11.80 |
1,646 |
13,869 |
+157 |
Mar10 |
091002 |
274.10 |
274.10 |
264.00 |
264.00 |
-10.60 |
1,801 |
14,270 |
+92 |
May10 |
091002 |
270.20 |
270.60 |
261.50 |
261.50 |
-9.20 |
2,109 |
14,859 |
+834 |
Jul10 |
091002 |
270.40 |
271.10 |
262.00 |
262.20 |
-8.80 |
2,240 |
9,622 |
+98 |
Aug10 |
091002 |
269.70 |
271.30 |
262.90 |
262.90 |
-8.40 |
157 |
2,373 |
+32 |
Sep10 |
091002 |
269.40 |
270.00 |
262.20 |
262.20 |
-7.80 |
511 |
2,524 |
+66 |
Oct10 |
091002 |
264.90 |
264.90 |
258.20 |
258.20 |
-5.80 |
119 |
2,069 |
+2 |
Dec10 |
091002 |
263.50 |
264.10 |
258.10 |
258.20 |
-5.30 |
539 |
7,223 |
+256 |
Total Volume and Open Interest |
37,240 |
150,055 |
+505 |
Soybean Oil(CBOT) |
Oct09 |
091002 |
34.23 |
34.23 |
33.45 |
33.73 |
-0.52 |
6,944 |
4,265 |
-1,706 |
Dec09 |
091002 |
34.46 |
34.57 |
33.79 |
34.07 |
-0.52 |
35,363 |
123,751 |
+83 |
Jan10 |
091002 |
34.97 |
34.97 |
34.20 |
34.48 |
-0.53 |
7,020 |
32,141 |
+708 |
Mar10 |
091002 |
35.15 |
35.25 |
34.55 |
34.85 |
-0.52 |
5,216 |
17,020 |
+821 |
May10 |
091002 |
35.60 |
35.60 |
34.89 |
35.14 |
-0.52 |
1,349 |
10,100 |
-133 |
Jul10 |
091002 |
35.50 |
35.72 |
35.10 |
35.39 |
-0.52 |
1,124 |
10,357 |
+125 |
Aug10 |
091002 |
35.40 |
35.50 |
35.25 |
35.49 |
-0.51 |
63 |
886 |
-20 |
Sep10 |
091002 |
35.59 |
35.68 |
35.35 |
35.59 |
-0.50 |
11 |
564 |
+0 |
Oct10 |
091002 |
35.76 |
35.76 |
35.50 |
35.69 |
-0.49 |
21 |
484 |
+2 |
Dec10 |
091002 |
36.07 |
36.30 |
35.68 |
35.89 |
-0.49 |
103 |
9,841 |
-53 |
Total Volume and Open Interest |
57,214 |
209,421 |
-173 |
Canola(WCE) |
Nov09 |
091002 |
380.1 |
384.0 |
373.2 |
374.3 |
-7.9 |
9,415 |
56,578 |
-1,624 |
Jan10 |
091002 |
385.6 |
388.5 |
378.3 |
379.8 |
-8.4 |
5,277 |
40,607 |
+2,888 |
Mar10 |
091002 |
387.2 |
389.6 |
380.8 |
384.0 |
-7.7 |
259 |
3,237 |
+92 |
May10 |
091002 |
383.0 |
390.0 |
383.0 |
388.0 |
-7.8 |
222 |
879 |
+103 |
Jul10 |
091002 |
395.0 |
395.0 |
389.1 |
389.3 |
-11.6 |
69 |
1,089 |
+37 |
Total Volume and Open Interest |
15,247 |
102,532 |
+1,498 |
Corn(CBOT) |
Dec09 |
091002 |
339.25 |
340.50 |
331.75 |
333.50 |
-7.00 |
86,479 |
503,281 |
+1,802 |
Mar10 |
091002 |
351.75 |
353.25 |
344.50 |
346.50 |
-6.75 |
10,827 |
156,963 |
+1,361 |
May10 |
091002 |
360.00 |
362.00 |
354.00 |
355.50 |
-6.50 |
2,795 |
34,286 |
-29 |
Jul10 |
091002 |
369.25 |
372.25 |
362.00 |
363.75 |
-6.50 |
3,375 |
63,156 |
+279 |
Sep10 |
091002 |
377.50 |
377.75 |
370.25 |
372.25 |
-6.25 |
1,703 |
13,775 |
+866 |
Dec10 |
091002 |
388.00 |
389.00 |
380.75 |
382.75 |
-6.25 |
6,434 |
75,965 |
+1,091 |
Mar11 |
091002 |
400.00 |
400.75 |
392.50 |
394.50 |
-6.25 |
68 |
2,414 |
+56 |
May11 |
091002 |
402.75 |
409.00 |
402.75 |
402.75 |
-6.25 |
0 |
243 |
+0 |
Jul11 |
091002 |
413.00 |
414.50 |
407.00 |
408.25 |
-6.25 |
15 |
1,634 |
+12 |
Sep11 |
091002 |
399.25 |
406.00 |
399.25 |
399.25 |
-6.75 |
11 |
224 |
+0 |
Total Volume and Open Interest |
111,793 |
858,550 |
+5,473 |
Wheat(CBOT) |
Dec09 |
091002 |
451.50 |
454.00 |
439.25 |
441.25 |
-11.50 |
25,947 |
203,604 |
+464 |
Mar10 |
091002 |
471.75 |
473.25 |
459.00 |
460.75 |
-11.75 |
4,435 |
49,275 |
-188 |
May10 |
091002 |
482.50 |
483.00 |
472.00 |
473.50 |
-11.25 |
1,728 |
8,158 |
+46 |
Jul10 |
091002 |
495.00 |
497.50 |
483.75 |
485.50 |
-11.25 |
4,528 |
48,111 |
+922 |
Sep10 |
091002 |
506.75 |
510.50 |
499.50 |
500.00 |
-10.75 |
112 |
1,019 |
+7 |
Dec10 |
091002 |
532.75 |
535.50 |
524.00 |
525.25 |
-11.25 |
813 |
22,919 |
-120 |
Total Volume and Open Interest |
37,738 |
334,509 |
+1,195 |
Wheat(KCBT) |
Dec09 |
091002 |
468.25 |
471.00 |
458.50 |
459.50 |
-10.00 |
6,708 |
58,466 |
-156 |
Mar10 |
091002 |
483.75 |
487.00 |
475.00 |
475.50 |
-10.25 |
982 |
21,713 |
+315 |
May10 |
091002 |
495.00 |
497.50 |
486.75 |
486.75 |
-10.00 |
64 |
4,695 |
-10 |
Jul10 |
091002 |
506.00 |
509.50 |
498.25 |
498.25 |
-10.00 |
322 |
18,115 |
+38 |
Sep10 |
091002 |
518.50 |
521.25 |
509.75 |
509.75 |
-10.00 |
113 |
1,122 |
+48 |
Dec10 |
091002 |
536.00 |
538.50 |
528.00 |
528.00 |
-9.75 |
429 |
17,079 |
+44 |
Total Volume and Open Interest |
8,652 |
121,431 |
+308 |
Wheat(MGE) |
Dec09 |
091002 |
486.00 |
487.50 |
477.25 |
478.00 |
-9.75 |
3,070 |
21,532 |
-172 |
Mar10 |
091002 |
502.00 |
502.00 |
493.00 |
493.25 |
-10.50 |
746 |
9,941 |
-84 |
May10 |
091002 |
514.00 |
514.50 |
504.75 |
504.75 |
-9.75 |
723 |
3,651 |
+19 |
Jul10 |
091002 |
524.25 |
524.50 |
513.50 |
515.00 |
-9.50 |
758 |
6,796 |
+183 |
Sep10 |
091002 |
536.25 |
536.25 |
525.00 |
526.75 |
-8.50 |
147 |
1,898 |
+5 |
Total Volume and Open Interest |
5,611 |
46,786 |
-179 |
Oats(CBOT) |
Dec09 |
091002 |
224.50 |
226.25 |
216.25 |
220.50 |
-3.50 |
1,162 |
9,439 |
-168 |
Mar10 |
091002 |
238.50 |
239.25 |
230.75 |
234.00 |
-3.50 |
390 |
3,730 |
+96 |
May10 |
091002 |
242.50 |
246.00 |
242.50 |
242.50 |
-3.50 |
0 |
14 |
+0 |
Jul10 |
091002 |
252.00 |
255.00 |
252.00 |
252.00 |
-3.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,556 |
13,192 |
-68 |
Rough Rice(CBOT) |
Nov09 |
091002 |
13.25 |
13.28 |
13.10 |
13.10 |
-0.20 |
698 |
6,606 |
-111 |
Jan10 |
091002 |
13.50 |
13.53 |
13.36 |
13.36 |
-0.20 |
474 |
2,418 |
+163 |
Mar10 |
091002 |
13.66 |
13.80 |
13.61 |
13.61 |
-0.18 |
49 |
1,183 |
+32 |
May10 |
091002 |
13.86 |
14.05 |
13.86 |
13.86 |
-0.19 |
1 |
392 |
-1 |
Total Volume and Open Interest |
1,346 |
11,239 |
+192 |
Live Cattle(CME) |
Oct09 |
091002 |
84.100 |
84.150 |
82.900 |
82.950 |
-1.150 |
16,599 |
21,172 |
-7,485 |
Dec09 |
091002 |
84.700 |
84.950 |
83.900 |
84.000 |
-0.980 |
21,825 |
123,771 |
+2,167 |
Feb10 |
091002 |
85.200 |
85.400 |
84.430 |
84.535 |
-0.795 |
7,408 |
52,998 |
+954 |
Apr10 |
091002 |
87.285 |
87.450 |
86.500 |
86.635 |
-0.845 |
3,304 |
36,872 |
+1,376 |
Jun10 |
091002 |
83.750 |
84.000 |
83.285 |
83.350 |
-0.580 |
2,033 |
13,821 |
-284 |
Aug10 |
091002 |
84.550 |
84.600 |
84.180 |
84.250 |
-0.300 |
107 |
2,430 |
+78 |
Total Volume and Open Interest |
51,472 |
254,533 |
-3,072 |
Feeder Cattle(CME) |
Oct09 |
091002 |
95.035 |
95.035 |
93.500 |
93.550 |
-1.400 |
942 |
4,838 |
-223 |
Nov09 |
091002 |
94.750 |
95.150 |
93.550 |
93.580 |
-1.350 |
2,574 |
13,752 |
+93 |
Jan10 |
091002 |
95.950 |
95.950 |
94.650 |
94.680 |
-1.205 |
1,688 |
5,342 |
+321 |
Mar10 |
091002 |
96.400 |
96.550 |
95.580 |
95.850 |
-1.000 |
305 |
1,591 |
+139 |
Apr10 |
091002 |
97.000 |
97.800 |
96.800 |
96.850 |
-0.980 |
33 |
491 |
+17 |
May10 |
091002 |
98.500 |
98.500 |
97.680 |
97.885 |
-1.015 |
60 |
935 |
+8 |
Aug10 |
091002 |
99.400 |
99.500 |
98.980 |
99.400 |
-0.550 |
3 |
208 |
+3 |
Total Volume and Open Interest |
5,605 |
27,157 |
+358 |
Lean Hogs(CME) |
Oct09 |
091002 |
50.000 |
50.430 |
49.150 |
49.250 |
-0.180 |
4,034 |
11,723 |
-1,144 |
Dec09 |
091002 |
49.285 |
49.400 |
48.500 |
48.550 |
-0.080 |
13,386 |
72,635 |
+17 |
Feb10 |
091002 |
56.550 |
56.750 |
55.800 |
55.880 |
-0.155 |
3,026 |
29,681 |
+820 |
Apr10 |
091002 |
61.830 |
61.830 |
60.800 |
60.950 |
-0.230 |
1,553 |
15,581 |
+20 |
May10 |
091002 |
68.550 |
68.550 |
67.750 |
68.200 |
-0.200 |
10 |
936 |
+0 |
Jun10 |
091002 |
70.550 |
70.550 |
69.700 |
70.225 |
+0.075 |
568 |
9,688 |
+34 |
Jul10 |
091002 |
70.400 |
70.400 |
69.600 |
69.850 |
-0.200 |
71 |
2,356 |
+19 |
Aug10 |
091002 |
70.000 |
70.300 |
69.400 |
70.000 |
+0.100 |
86 |
1,599 |
+17 |
Total Volume and Open Interest |
22,843 |
145,129 |
-162 |
Class III Milk(CME) |
Oct09 |
091002 |
12.68 |
12.84 |
12.68 |
12.80 |
+0.08 |
86 |
3,694 |
-75 |
Nov09 |
091002 |
13.83 |
14.05 |
13.75 |
13.96 |
+0.21 |
218 |
4,019 |
+38 |
Dec09 |
091002 |
14.18 |
14.47 |
14.18 |
14.44 |
+0.26 |
172 |
4,016 |
+4 |
Jan10 |
091002 |
14.30 |
14.48 |
14.24 |
14.44 |
+0.20 |
100 |
1,836 |
-6 |
Feb10 |
091002 |
14.40 |
14.50 |
14.36 |
14.46 |
+0.10 |
49 |
1,246 |
+7 |
Total Volume and Open Interest |
845 |
21,191 |
-3,668 |
Cocoa(ICE) |
Dec09 |
091002 |
3083 |
3083 |
2975 |
3001 |
-91 |
7,574 |
58,794 |
-1,042 |
Mar10 |
091002 |
3100 |
3100 |
3000 |
3023 |
-93 |
2,859 |
36,033 |
+314 |
May10 |
091002 |
3074 |
3075 |
3010 |
3034 |
-92 |
554 |
11,266 |
+282 |
Jul10 |
091002 |
3020 |
3033 |
3010 |
3025 |
-96 |
22 |
4,557 |
-23 |
Sep10 |
091002 |
3020 |
3020 |
3014 |
3020 |
-101 |
9 |
3,735 |
+50 |
Dec10 |
091002 |
3028 |
3028 |
3028 |
3028 |
-101 |
15 |
2,055 |
-5 |
Mar11 |
091002 |
3023 |
3023 |
3023 |
3023 |
-96 |
350 |
4,552 |
+332 |
Total Volume and Open Interest |
11,383 |
125,180 |
-92 |
Coffee "C"(ICE) |
Dec09 |
091002 |
126.70 |
130.00 |
126.25 |
129.70 |
+3.00 |
9,276 |
60,051 |
-1,174 |
Mar10 |
091002 |
129.55 |
132.85 |
129.20 |
132.65 |
+3.05 |
919 |
19,009 |
-126 |
May10 |
091002 |
131.40 |
134.75 |
131.40 |
134.55 |
+3.05 |
247 |
9,569 |
+156 |
Jul10 |
091002 |
134.30 |
136.35 |
133.40 |
136.35 |
+3.00 |
114 |
3,007 |
+38 |
Sep10 |
091002 |
136.10 |
138.20 |
136.10 |
138.20 |
+3.00 |
108 |
3,537 |
-7 |
Dec10 |
091002 |
140.80 |
140.80 |
140.80 |
140.80 |
+2.95 |
92 |
2,085 |
-6 |
Total Volume and Open Interest |
10,879 |
98,247 |
-1,002 |
Orange Juice(ICE) |
Nov09 |
091002 |
93.20 |
93.70 |
92.35 |
92.80 |
+0.45 |
944 |
17,871 |
-876 |
Jan10 |
091002 |
96.00 |
97.00 |
95.90 |
96.20 |
+0.40 |
922 |
6,100 |
+428 |
Mar10 |
091002 |
99.65 |
99.65 |
99.45 |
99.65 |
+0.45 |
449 |
3,826 |
+301 |
May10 |
091002 |
103.50 |
103.50 |
102.95 |
102.95 |
+0.25 |
36 |
543 |
+35 |
Jul10 |
091002 |
105.95 |
105.95 |
105.95 |
105.95 |
+0.10 |
2 |
122 |
+0 |
Sep10 |
091002 |
107.70 |
107.70 |
107.70 |
107.70 |
+0.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,353 |
28,645 |
-112 |
Sugar #11(ICE) |
Mar10 |
091002 |
24.75 |
24.75 |
23.68 |
23.78 |
-0.86 |
41,422 |
373,307 |
+440 |
May10 |
091002 |
23.53 |
23.53 |
22.55 |
22.78 |
-0.71 |
13,495 |
87,412 |
+1,537 |
Jul10 |
091002 |
21.95 |
21.95 |
21.00 |
21.29 |
-0.62 |
8,898 |
119,170 |
+506 |
Oct10 |
091002 |
20.95 |
20.95 |
20.07 |
20.43 |
-0.48 |
2,780 |
83,704 |
-95 |
Mar11 |
091002 |
19.89 |
20.45 |
19.56 |
19.86 |
-0.44 |
1,468 |
46,366 |
+225 |
Total Volume and Open Interest |
72,222 |
765,666 |
+2,529 |
London Cocoa(LCE) |
Dec09 |
091002 |
2044 |
2048 |
1978 |
1988 |
-65 |
7,570 |
57,099 |
+103 |
Mar10 |
091002 |
2062 |
2062 |
1997 |
2008 |
-63 |
3,091 |
33,640 |
+16 |
May10 |
091002 |
2072 |
2078 |
2017 |
2028 |
-60 |
2,803 |
44,067 |
+389 |
Jul10 |
091002 |
2021 |
2022 |
1968 |
1976 |
-55 |
197 |
9,884 |
+88 |
Sep10 |
091002 |
2001 |
2001 |
1956 |
1971 |
-45 |
55 |
3,602 |
+23 |
Dec10 |
091002 |
1966 |
1966 |
1948 |
1956 |
-46 |
40 |
1,109 |
+30 |
Mar11 |
091002 |
1940 |
1960 |
1940 |
1949 |
-47 |
31 |
6,174 |
+9 |
Total Volume and Open Interest |
5,036 |
151,872 |
-379 |
London Sugar(LCE) |
Dec09 |
091002 |
604.70 |
606.30 |
588.00 |
589.80 |
-19.50 |
2,702 |
25,376 |
-583 |
Mar10 |
091002 |
624.00 |
625.70 |
608.00 |
609.60 |
-19.30 |
1,883 |
29,990 |
+794 |
May10 |
091002 |
604.00 |
604.30 |
590.20 |
594.10 |
-14.80 |
785 |
8,345 |
+273 |
Aug10 |
091002 |
575.90 |
575.90 |
560.20 |
566.20 |
-11.70 |
965 |
7,500 |
+438 |
Oct10 |
091002 |
545.00 |
546.20 |
534.00 |
541.10 |
-7.80 |
315 |
3,792 |
+124 |
Total Volume and Open Interest |
6,650 |
75,954 |
+1,046 |
Cotton(ICE) |
Oct09 |
091002 |
59.64 |
59.64 |
59.26 |
59.26 |
-0.58 |
4 |
31 |
-25 |
Dec09 |
091002 |
61.22 |
61.99 |
60.59 |
60.66 |
-0.68 |
7,038 |
102,476 |
-1,531 |
Mar10 |
091002 |
63.40 |
64.22 |
62.92 |
63.11 |
-0.45 |
769 |
30,630 |
+367 |
May10 |
091002 |
64.95 |
64.98 |
64.40 |
64.40 |
-0.47 |
44 |
3,310 |
-22 |
Jul10 |
091002 |
65.15 |
65.93 |
65.15 |
65.35 |
-0.49 |
42 |
4,021 |
+14 |
Oct10 |
091002 |
66.39 |
66.39 |
66.39 |
66.39 |
-0.35 |
4 |
70 |
+0 |
Total Volume and Open Interest |
7,910 |
144,860 |
-1,195 |
Lumber(CME) |
Nov09 |
091002 |
172.4 |
177.5 |
171.0 |
172.3 |
+0.6 |
1,337 |
5,919 |
-186 |
Jan10 |
091002 |
193.3 |
196.0 |
190.7 |
190.7 |
+0.2 |
1,070 |
4,875 |
+482 |
Mar10 |
091002 |
206.2 |
207.9 |
204.1 |
205.1 |
-0.8 |
23 |
163 |
+3 |
May10 |
091002 |
218.0 |
218.0 |
216.0 |
216.0 |
unch |
10 |
27 |
+10 |
Total Volume and Open Interest |
2,440 |
10,987 |
+309 |
Crude Oil(NYM) |
Nov09 |
091002 |
70.35 |
70.69 |
68.32 |
69.95 |
-0.87 |
334,690 |
297,948 |
-2,142 |
Dec09 |
091002 |
70.58 |
70.90 |
68.74 |
70.33 |
-0.87 |
129,261 |
203,479 |
+7,106 |
Jan10 |
091002 |
71.08 |
71.27 |
69.26 |
70.78 |
-0.85 |
38,719 |
77,861 |
+2,700 |
Feb10 |
091002 |
71.43 |
71.56 |
69.85 |
71.23 |
-0.84 |
13,489 |
33,661 |
+1,700 |
Mar10 |
091002 |
72.30 |
72.30 |
70.34 |
71.68 |
-0.89 |
7,460 |
29,752 |
+675 |
Apr10 |
091002 |
71.95 |
72.21 |
70.82 |
72.17 |
-0.93 |
6,108 |
18,672 |
+1,176 |
May10 |
091002 |
73.09 |
73.09 |
71.96 |
72.69 |
-0.93 |
6,050 |
18,855 |
+948 |
Jun10 |
091002 |
72.92 |
73.40 |
72.00 |
73.21 |
-0.90 |
17,016 |
88,782 |
-288 |
Jul10 |
091002 |
72.73 |
73.66 |
72.73 |
73.62 |
-0.88 |
3,938 |
29,728 |
+617 |
Aug10 |
091002 |
74.23 |
74.23 |
73.70 |
73.96 |
-0.83 |
1,326 |
11,898 |
-38 |
Sep10 |
091002 |
73.62 |
74.31 |
73.62 |
74.31 |
-0.78 |
1,419 |
20,988 |
+228 |
Oct10 |
091002 |
74.65 |
74.65 |
74.65 |
74.65 |
-0.75 |
678 |
12,258 |
+16 |
Nov10 |
091002 |
75.01 |
75.01 |
75.01 |
75.01 |
-0.72 |
678 |
14,828 |
-60 |
Dec10 |
091002 |
75.55 |
75.61 |
74.01 |
75.36 |
-0.70 |
14,508 |
106,566 |
-190 |
Jan11 |
091002 |
75.56 |
75.56 |
75.56 |
75.56 |
-0.70 |
446 |
13,066 |
-275 |
Feb11 |
091002 |
75.75 |
75.75 |
75.75 |
75.75 |
-0.70 |
138 |
6,561 |
-83 |
Total Volume and Open Interest |
578,887 |
1,202,912 |
+12,059 |
e-miNY Crude Oil(NYM) |
Oct09 |
090921 |
72.050 |
72.200 |
68.975 |
69.700 |
-2.350 |
7,352 |
3,357 |
-509 |
Nov09 |
091002 |
70.350 |
70.475 |
68.350 |
69.950 |
-0.875 |
17,378 |
5,526 |
-240 |
Dec09 |
091002 |
70.600 |
70.825 |
68.800 |
70.325 |
-0.875 |
717 |
967 |
+120 |
Jan10 |
091002 |
71.025 |
71.025 |
69.300 |
70.775 |
-0.850 |
22 |
205 |
-15 |
Feb10 |
091002 |
70.000 |
71.225 |
70.000 |
71.225 |
-0.850 |
1 |
112 |
+0 |
Mar10 |
091002 |
70.800 |
71.675 |
70.800 |
71.675 |
-0.900 |
0 |
46 |
+0 |
Apr10 |
091002 |
72.175 |
72.175 |
72.175 |
72.175 |
-0.925 |
0 |
2 |
+0 |
May10 |
091002 |
72.700 |
72.700 |
72.700 |
72.700 |
-0.925 |
0 |
2 |
+0 |
Jun10 |
091002 |
73.200 |
73.200 |
73.200 |
73.200 |
-0.900 |
0 |
8 |
+0 |
Jul10 |
091002 |
73.625 |
73.625 |
73.625 |
73.625 |
-0.875 |
0 |
1 |
+0 |
Total Volume and Open Interest |
18,118 |
6,952 |
-135 |
Heating Oil(NYM) |
Nov09 |
091002 |
181.99 |
182.00 |
176.03 |
179.68 |
-3.06 |
43,706 |
69,960 |
+1,658 |
Dec09 |
091002 |
184.01 |
184.20 |
179.09 |
182.58 |
-3.02 |
14,511 |
61,617 |
+3,529 |
Jan10 |
091002 |
185.57 |
186.61 |
182.40 |
185.75 |
-2.94 |
4,747 |
37,446 |
+313 |
Feb10 |
091002 |
189.73 |
189.73 |
184.60 |
188.17 |
-2.83 |
1,844 |
18,037 |
+227 |
Mar10 |
091002 |
189.68 |
190.26 |
186.31 |
189.79 |
-2.71 |
1,679 |
15,893 |
+132 |
Apr10 |
091002 |
191.07 |
191.17 |
190.23 |
190.77 |
-2.60 |
633 |
12,306 |
+113 |
May10 |
091002 |
190.25 |
191.92 |
190.25 |
191.92 |
-2.50 |
459 |
11,319 |
-116 |
Jun10 |
091002 |
191.85 |
193.17 |
191.85 |
193.17 |
-2.35 |
1,159 |
22,820 |
+142 |
Jul10 |
091002 |
194.60 |
194.92 |
194.60 |
194.92 |
-2.35 |
456 |
6,843 |
-14 |
Aug10 |
091002 |
196.98 |
197.02 |
196.70 |
197.02 |
-2.35 |
235 |
3,295 |
-29 |
Sep10 |
091002 |
197.85 |
199.32 |
197.85 |
199.32 |
-2.35 |
379 |
6,036 |
+131 |
Oct10 |
091002 |
199.65 |
201.67 |
199.65 |
201.67 |
-2.30 |
148 |
2,365 |
-7 |
Total Volume and Open Interest |
71,556 |
310,315 |
+6,767 |
Gasoline(NYMEX) |
Nov09 |
091002 |
174.99 |
175.15 |
170.14 |
174.09 |
-1.70 |
46,573 |
82,472 |
-1,199 |
Dec09 |
091002 |
175.90 |
175.90 |
171.68 |
175.26 |
-2.06 |
15,819 |
34,294 |
+482 |
Jan10 |
091002 |
177.84 |
178.10 |
174.40 |
177.54 |
-2.18 |
7,115 |
24,900 |
+983 |
Feb10 |
091002 |
177.82 |
179.82 |
176.83 |
179.82 |
-2.33 |
2,369 |
7,726 |
+112 |
Mar10 |
091002 |
180.22 |
182.19 |
179.67 |
182.18 |
-2.41 |
1,871 |
13,395 |
+317 |
Apr10 |
091002 |
194.45 |
194.66 |
194.45 |
194.66 |
-2.47 |
1,097 |
7,409 |
+139 |
May10 |
091002 |
193.89 |
196.00 |
193.15 |
195.76 |
-2.47 |
533 |
4,418 |
+127 |
Jun10 |
091002 |
196.80 |
196.80 |
194.00 |
196.51 |
-2.47 |
728 |
5,584 |
-33 |
Jul10 |
091002 |
195.05 |
196.81 |
194.15 |
196.81 |
-2.32 |
396 |
1,839 |
+244 |
Aug10 |
091002 |
196.46 |
196.46 |
196.46 |
196.46 |
-2.32 |
266 |
1,659 |
-14 |
Total Volume and Open Interest |
77,105 |
191,983 |
+1,321 |
e-miNY RBOB Gasoline(NYM) |
Nov09 |
091002 |
174.09 |
174.09 |
174.09 |
174.09 |
-1.70 |
0 |
3 |
+0 |
Dec09 |
091002 |
175.26 |
175.26 |
175.26 |
175.26 |
-2.06 |
0 |
4 |
+0 |
Jan10 |
091002 |
177.54 |
177.54 |
177.54 |
177.54 |
-2.18 |
|
|
|
Feb10 |
091002 |
179.82 |
179.82 |
179.82 |
179.82 |
-2.33 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Nov09 |
091002 |
4.450 |
4.728 |
4.351 |
4.718 |
+0.252 |
163,731 |
168,691 |
+4,761 |
Dec09 |
091002 |
5.325 |
5.528 |
5.200 |
5.522 |
+0.195 |
49,259 |
69,016 |
-140 |
Jan10 |
091002 |
5.637 |
5.819 |
5.512 |
5.816 |
+0.179 |
27,566 |
74,075 |
-2,806 |
Feb10 |
091002 |
5.657 |
5.880 |
5.590 |
5.872 |
+0.176 |
8,242 |
24,362 |
+125 |
Mar10 |
091002 |
5.619 |
5.828 |
5.550 |
5.824 |
+0.166 |
9,341 |
46,608 |
-637 |
Apr10 |
091002 |
5.616 |
5.810 |
5.553 |
5.802 |
+0.149 |
6,949 |
39,647 |
-552 |
May10 |
091002 |
5.619 |
5.843 |
5.598 |
5.840 |
+0.137 |
1,784 |
22,411 |
+543 |
Jun10 |
091002 |
5.749 |
5.925 |
5.685 |
5.925 |
+0.137 |
1,370 |
11,923 |
+265 |
Jul10 |
091002 |
5.785 |
6.020 |
5.785 |
6.020 |
+0.137 |
898 |
11,747 |
+139 |
Aug10 |
091002 |
5.950 |
6.110 |
5.880 |
6.110 |
+0.137 |
1,047 |
11,262 |
+410 |
Sep10 |
091002 |
5.950 |
6.180 |
5.950 |
6.174 |
+0.134 |
2,443 |
11,085 |
+1,062 |
Oct10 |
091002 |
6.122 |
6.338 |
6.106 |
6.330 |
+0.130 |
1,920 |
26,896 |
-768 |
Nov10 |
091002 |
6.528 |
6.705 |
6.528 |
6.705 |
+0.132 |
212 |
6,575 |
+109 |
Dec10 |
091002 |
6.897 |
7.065 |
6.870 |
7.055 |
+0.132 |
1,155 |
18,755 |
-124 |
Jan11 |
091002 |
7.152 |
7.283 |
7.152 |
7.283 |
+0.130 |
1,497 |
9,952 |
+313 |
Feb11 |
091002 |
7.197 |
7.263 |
7.197 |
7.263 |
+0.125 |
4 |
5,740 |
-1 |
Total Volume and Open Interest |
280,470 |
675,394 |
+2,442 |
Brent Crude Oil(ICE) |
Nov09 |
091002 |
68.65 |
68.74 |
66.74 |
68.07 |
-1.12 |
147,259 |
121,285 |
-8,143 |
Dec09 |
091002 |
69.35 |
69.48 |
67.54 |
68.86 |
-1.11 |
93,790 |
188,290 |
+10,432 |
Jan10 |
091002 |
70.01 |
70.26 |
68.26 |
69.57 |
-1.11 |
25,747 |
62,041 |
+1,741 |
Feb10 |
091002 |
70.83 |
70.83 |
68.95 |
70.26 |
-1.11 |
8,964 |
28,160 |
+1,437 |
Mar10 |
091002 |
71.02 |
71.29 |
70.17 |
70.93 |
-1.10 |
5,138 |
16,579 |
-199 |
Apr10 |
091002 |
71.69 |
71.97 |
71.01 |
71.62 |
-1.08 |
4,555 |
13,768 |
+39 |
May10 |
091002 |
72.14 |
72.50 |
71.67 |
72.30 |
-1.04 |
4,253 |
13,032 |
+446 |
Jun10 |
091002 |
72.98 |
73.25 |
71.76 |
72.93 |
-0.99 |
5,444 |
52,285 |
-289 |
Jul10 |
091002 |
73.30 |
73.46 |
73.30 |
73.46 |
-0.95 |
743 |
10,852 |
+183 |
Aug10 |
091002 |
73.90 |
73.90 |
73.90 |
73.90 |
-0.92 |
697 |
7,452 |
+6 |
Sep10 |
091002 |
74.30 |
74.31 |
74.30 |
74.31 |
-0.88 |
627 |
4,147 |
+21 |
Oct10 |
091002 |
74.68 |
74.68 |
74.68 |
74.68 |
-0.84 |
398 |
6,314 |
+10 |
Nov10 |
091002 |
74.97 |
74.97 |
74.97 |
74.97 |
-0.81 |
485 |
4,699 |
-15 |
Dec10 |
091002 |
75.27 |
75.45 |
73.94 |
75.26 |
-0.79 |
9,250 |
70,380 |
+356 |
Total Volume and Open Interest |
310,743 |
691,512 |
+7,332 |
Gas Oil(ICE) |
Oct09 |
091002 |
564.50 |
567.00 |
549.00 |
554.25 |
-8.75 |
34,224 |
70,612 |
-2,744 |
Nov09 |
091002 |
572.00 |
574.00 |
555.75 |
561.25 |
-9.25 |
59,256 |
99,676 |
+1,240 |
Dec09 |
091002 |
580.75 |
580.75 |
563.50 |
568.75 |
-9.00 |
30,598 |
84,515 |
-2,915 |
Jan10 |
091002 |
588.75 |
588.75 |
572.50 |
577.25 |
-9.00 |
10,653 |
53,444 |
-1,355 |
Feb10 |
091002 |
595.75 |
595.75 |
581.50 |
584.50 |
-8.75 |
1,465 |
25,423 |
+468 |
Mar10 |
091002 |
597.00 |
598.25 |
586.25 |
591.25 |
-8.50 |
1,561 |
26,710 |
+464 |
Apr10 |
091002 |
608.50 |
608.50 |
597.00 |
597.75 |
-8.25 |
973 |
15,946 |
+402 |
May10 |
091002 |
614.75 |
614.75 |
604.00 |
604.00 |
-8.00 |
829 |
15,578 |
+172 |
Jun10 |
091002 |
620.25 |
620.25 |
609.50 |
609.50 |
-7.75 |
1,720 |
39,061 |
+684 |
Jul10 |
091002 |
623.50 |
623.50 |
617.50 |
617.50 |
-7.50 |
570 |
12,435 |
+147 |
Total Volume and Open Interest |
144,958 |
568,779 |
-2,721 |
Ethanol(CBOT) |
Oct09 |
091002 |
1.870 |
1.879 |
1.870 |
1.876 |
+0.045 |
74 |
177 |
+5 |
Nov09 |
091002 |
1.710 |
1.750 |
1.710 |
1.748 |
+0.040 |
77 |
524 |
+42 |
Dec09 |
091002 |
1.708 |
1.720 |
1.690 |
1.705 |
+0.019 |
32 |
676 |
-48 |
Jan10 |
091002 |
1.699 |
1.700 |
1.699 |
1.699 |
+0.017 |
14 |
910 |
+11 |
Feb10 |
091002 |
1.675 |
1.690 |
1.664 |
1.687 |
+0.017 |
12 |
270 |
+2 |
Mar10 |
091002 |
1.680 |
1.685 |
1.680 |
1.682 |
+0.012 |
7 |
301 |
+0 |
Apr10 |
091002 |
1.670 |
1.670 |
1.670 |
1.670 |
unch |
7 |
516 |
+5 |
May10 |
091002 |
1.660 |
1.680 |
1.660 |
1.665 |
+0.005 |
10 |
179 |
+10 |
Total Volume and Open Interest |
277 |
5,011 |
+71 |
WTI Crude Oil(ICE) |
Nov09 |
091002 |
70.10 |
70.32 |
68.34 |
69.95 |
-0.87 |
90,691 |
106,216 |
-3,289 |
Dec09 |
091002 |
70.62 |
70.66 |
68.75 |
70.33 |
-0.87 |
53,752 |
90,105 |
+1,975 |
Jan10 |
091002 |
70.96 |
70.97 |
69.26 |
70.78 |
-0.85 |
14,296 |
20,750 |
-918 |
Feb10 |
091002 |
71.00 |
71.28 |
69.78 |
71.23 |
-0.84 |
3,840 |
17,426 |
+334 |
Mar10 |
091002 |
71.38 |
71.68 |
70.31 |
71.68 |
-0.89 |
2,094 |
12,620 |
-154 |
Apr10 |
091002 |
71.95 |
72.17 |
71.34 |
72.17 |
-0.93 |
1,094 |
9,007 |
+106 |
May10 |
091002 |
72.49 |
72.82 |
71.87 |
72.69 |
-0.93 |
926 |
6,147 |
+60 |
Jun10 |
091002 |
72.99 |
73.35 |
72.23 |
73.21 |
-0.90 |
2,303 |
22,852 |
-67 |
Jul10 |
091002 |
73.60 |
73.62 |
73.59 |
73.62 |
-0.88 |
310 |
24,566 |
+54 |
Aug10 |
091002 |
73.96 |
73.96 |
73.96 |
73.96 |
-0.83 |
378 |
6,672 |
+311 |
Sep10 |
091002 |
74.31 |
74.31 |
74.31 |
74.31 |
-0.78 |
437 |
8,819 |
+177 |
Oct10 |
091002 |
74.65 |
74.65 |
74.65 |
74.65 |
-0.75 |
330 |
4,510 |
+0 |
Nov10 |
091002 |
75.01 |
75.01 |
75.01 |
75.01 |
-0.72 |
322 |
6,238 |
+28 |
Dec10 |
091002 |
75.23 |
75.40 |
74.15 |
75.36 |
-0.70 |
6,313 |
54,979 |
-750 |
Jan11 |
091002 |
75.56 |
75.56 |
75.56 |
75.56 |
-0.70 |
360 |
10,792 |
+0 |
Feb11 |
091002 |
75.75 |
75.75 |
75.75 |
75.75 |
-0.70 |
165 |
3,520 |
+160 |
Total Volume and Open Interest |
179,110 |
478,547 |
-2,219 |
US Dollar Index(ICE) |
Dec09 |
091002 |
77.505 |
77.720 |
76.865 |
77.215 |
-0.200 |
8,947 |
26,043 |
-1,802 |
Mar10 |
091002 |
77.780 |
77.780 |
77.200 |
77.470 |
-0.200 |
2 |
2,064 |
+0 |
Jun10 |
091002 |
77.785 |
77.785 |
77.785 |
77.785 |
-0.200 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,949 |
28,110 |
-1,802 |
Australian Dollar(CME) |
Dec09 |
091002 |
86.50 |
86.63 |
85.00 |
86.02 |
-0.53 |
95,630 |
107,049 |
-437 |
Mar10 |
091002 |
85.55 |
85.80 |
84.46 |
85.27 |
-0.52 |
52 |
267 |
+20 |
Jun10 |
091002 |
84.43 |
84.94 |
84.43 |
84.43 |
-0.51 |
|
|
|
Total Volume and Open Interest |
95,682 |
107,331 |
-417 |
British Pound(CME) |
Dec09 |
091002 |
159.38 |
159.52 |
158.00 |
159.14 |
-0.32 |
118,425 |
105,096 |
+2,707 |
Mar10 |
091002 |
158.93 |
159.47 |
158.03 |
159.13 |
-0.32 |
97 |
187 |
+90 |
Jun10 |
091002 |
158.20 |
159.45 |
158.20 |
159.12 |
-0.33 |
90 |
116 |
+89 |
Total Volume and Open Interest |
118,612 |
105,419 |
+2,886 |
Canadian Dollar(CME) |
Dec09 |
091002 |
92.30 |
92.68 |
91.24 |
92.35 |
+0.11 |
74,827 |
73,886 |
-774 |
Mar10 |
091002 |
91.48 |
92.66 |
91.26 |
92.35 |
+0.12 |
60 |
1,331 |
+1 |
Jun10 |
091002 |
91.75 |
92.60 |
91.25 |
92.34 |
+0.12 |
5 |
308 |
+0 |
Sep10 |
091002 |
92.32 |
92.57 |
91.24 |
92.32 |
+0.12 |
4 |
373 |
+0 |
Total Volume and Open Interest |
74,896 |
75,998 |
-773 |
Japanese Yen(CME) |
Dec09 |
091002 |
111.68 |
112.91 |
111.22 |
111.63 |
+0.17 |
78,152 |
119,085 |
+1,422 |
Mar10 |
091002 |
111.85 |
112.96 |
111.33 |
111.71 |
+0.18 |
11 |
108 |
+1 |
Jun10 |
091002 |
112.30 |
112.83 |
111.67 |
111.84 |
+0.17 |
1 |
10 |
+1 |
Total Volume and Open Interest |
78,164 |
119,224 |
+1,424 |
Swiss Franc(CME) |
Dec09 |
091002 |
96.11 |
97.04 |
95.86 |
96.71 |
+0.63 |
47,515 |
42,159 |
-2,997 |
Mar10 |
091002 |
96.79 |
97.10 |
95.97 |
96.79 |
+0.63 |
0 |
97 |
+0 |
Jun10 |
091002 |
96.92 |
97.01 |
96.29 |
96.92 |
+0.63 |
0 |
5 |
+0 |
Total Volume and Open Interest |
47,515 |
42,262 |
-2,997 |
EuroFX(CME) |
Dec09 |
091002 |
145.39 |
146.47 |
144.79 |
145.87 |
+0.53 |
262,497 |
165,049 |
-7,881 |
Mar10 |
091002 |
145.24 |
146.41 |
144.77 |
145.83 |
+0.53 |
73 |
674 |
+14 |
Jun10 |
091002 |
145.80 |
146.16 |
145.02 |
145.80 |
+0.53 |
0 |
61 |
+0 |
Total Volume and Open Interest |
262,570 |
165,790 |
-7,867 |
Mexican Peso(CME) |
Oct09 |
091002 |
729.2 |
729.2 |
725.0 |
729.2 |
+4.2 |
|
|
|
Nov09 |
091002 |
726.2 |
726.2 |
722.0 |
726.2 |
+4.2 |
|
|
|
Total Volume and Open Interest |
29,845 |
67,902 |
+5,361 |
Brazilian Real(CME) |
Nov09 |
091002 |
560.85 |
560.85 |
557.30 |
560.85 |
+3.55 |
|
|
|
Dec09 |
091002 |
552.50 |
558.90 |
552.50 |
558.05 |
+1.95 |
160 |
3,696 |
+136 |
Jan10 |
091002 |
554.45 |
554.45 |
551.35 |
554.45 |
+3.10 |
|
|
|
Feb10 |
091002 |
551.65 |
551.65 |
548.50 |
551.65 |
+3.15 |
|
|
|
Total Volume and Open Interest |
160 |
3,697 |
+136 |
30-Year T-Bonds(CBOT) |
Dec09 |
091002 |
122~250 |
123~250 |
122~050 |
122~090 |
-0~120 |
273,750 |
760,926 |
+14,098 |
Mar10 |
091002 |
122~050 |
122~270 |
121~200 |
121~220 |
-0~110 |
331 |
506 |
+279 |
Jun10 |
091002 |
121~010 |
121~010 |
120~130 |
120~130 |
-0~120 |
1 |
4 |
+0 |
Total Volume and Open Interest |
274,082 |
761,436 |
+14,377 |
10-Year T-Notes(CBOT) |
Dec09 |
091002 |
119~115 |
119~290 |
119~030 |
119~070 |
-0~015 |
1,156,105 |
1,181,575 |
+30,526 |
Mar10 |
091002 |
118~030 |
118~045 |
117~280 |
117~280 |
-0~010 |
116 |
525 |
+53 |
Jun10 |
091002 |
116~170 |
116~175 |
116~170 |
116~170 |
-0~005 |
|
|
|
Total Volume and Open Interest |
1,156,221 |
1,182,100 |
+30,579 |
5-Year T-Notes(CBOT) |
Dec09 |
091002 |
116~100 |
117~010 |
116~074 |
116~084 |
-0~006 |
558,512 |
820,221 |
+27,279 |
Mar10 |
091002 |
115~064 |
115~070 |
115~064 |
115~064 |
-0~006 |
|
|
|
Jun10 |
091002 |
114~044 |
114~050 |
114~044 |
114~044 |
-0~006 |
|
|
|
Total Volume and Open Interest |
558,512 |
820,221 |
+27,279 |
2 Year T-Notes(CBOT) |
Dec09 |
091002 |
108~085 |
108~096 |
108~080 |
108~084 |
+0~002 |
257,439 |
812,585 |
+14,431 |
Mar10 |
091002 |
108~004 |
108~006 |
108~004 |
108~004 |
-0~002 |
|
|
|
Jun10 |
091002 |
107~052 |
107~058 |
107~052 |
107~052 |
-0~006 |
|
|
|
Total Volume and Open Interest |
257,439 |
812,585 |
+14,431 |
Eurodollars(CME) |
Dec09 |
091002 |
99.640 |
99.660 |
99.630 |
99.635 |
unch |
182,434 |
981,652 |
+14,566 |
Mar10 |
091002 |
99.425 |
99.470 |
99.405 |
99.415 |
unch |
216,279 |
983,567 |
+15,868 |
Jun10 |
091002 |
99.120 |
99.180 |
99.090 |
99.100 |
-0.005 |
285,073 |
823,132 |
+9,280 |
Sep10 |
091002 |
98.755 |
98.835 |
98.725 |
98.740 |
unch |
289,993 |
673,477 |
-9,717 |
Dec10 |
091002 |
98.385 |
98.470 |
98.355 |
98.370 |
+0.005 |
367,503 |
821,599 |
+6,429 |
Mar11 |
091002 |
98.070 |
98.140 |
98.005 |
98.030 |
unch |
250,396 |
492,379 |
+14,828 |
Jun11 |
091002 |
97.725 |
97.820 |
97.675 |
97.700 |
-0.010 |
175,502 |
473,238 |
+820 |
Sep11 |
091002 |
97.460 |
97.535 |
97.385 |
97.405 |
-0.020 |
125,347 |
291,134 |
+1,942 |
Dec11 |
091002 |
97.170 |
97.260 |
97.105 |
97.120 |
-0.030 |
55,660 |
221,072 |
+1,361 |
Mar12 |
091002 |
96.945 |
97.035 |
96.875 |
96.895 |
-0.030 |
47,357 |
161,758 |
-1,505 |
Jun12 |
091002 |
96.740 |
96.835 |
96.670 |
96.690 |
-0.030 |
38,635 |
135,476 |
+241 |
Sep12 |
091002 |
96.575 |
96.675 |
96.505 |
96.525 |
-0.030 |
29,174 |
87,058 |
+2,917 |
Dec12 |
091002 |
96.415 |
96.520 |
96.345 |
96.365 |
-0.030 |
11,526 |
52,981 |
+434 |
Mar13 |
091002 |
96.300 |
96.410 |
96.240 |
96.260 |
-0.030 |
12,203 |
55,826 |
+85 |
Jun13 |
091002 |
96.195 |
96.305 |
96.130 |
96.150 |
-0.030 |
8,299 |
38,672 |
+544 |
Sep13 |
091002 |
96.145 |
96.205 |
96.025 |
96.055 |
-0.030 |
8,684 |
44,601 |
-893 |
Dec13 |
091002 |
96.040 |
96.090 |
95.920 |
95.940 |
-0.030 |
5,113 |
28,373 |
+190 |
Mar14 |
091002 |
95.970 |
96.015 |
95.855 |
95.870 |
-0.030 |
4,890 |
24,781 |
+240 |
Total Volume and Open Interest |
2,156,002 |
6,653,533 |
+57,502 |
30 Day Federal Funds(CBOT) |
Oct09 |
091002 |
99.865 |
99.875 |
99.860 |
99.860 |
unch |
4,940 |
51,560 |
-1,238 |
Nov09 |
091002 |
99.850 |
99.855 |
99.835 |
99.840 |
-0.005 |
3,840 |
63,926 |
-237 |
Dec09 |
091002 |
99.850 |
99.855 |
99.825 |
99.835 |
-0.005 |
4,012 |
62,551 |
+889 |
Jan10 |
091002 |
99.820 |
99.825 |
99.795 |
99.805 |
-0.010 |
9,155 |
56,216 |
+1,807 |
Feb10 |
091002 |
99.750 |
99.770 |
99.735 |
99.745 |
unch |
20,198 |
68,890 |
+4,063 |
Mar10 |
091002 |
99.700 |
99.730 |
99.690 |
99.700 |
+0.005 |
15,776 |
39,861 |
+6,686 |
Total Volume and Open Interest |
78,685 |
444,097 |
+11,606 |
30 Day Fed Funds(e-CBOT) |
Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
unch |
3,561 |
31,388 |
|
Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
unch |
4,182 |
50,156 |
|
Dec09 |
090519 |
99.655 |
99.670 |
99.655 |
99.670 |
unch |
2,601 |
26,684 |
|
Jan10 |
090519 |
99.600 |
99.615 |
99.595 |
99.615 |
unch |
2,329 |
25,494 |
|
Feb10 |
090519 |
99.505 |
99.520 |
99.500 |
99.515 |
unch |
3,201 |
23,868 |
|
Mar10 |
090519 |
99.440 |
99.455 |
99.435 |
99.450 |
unch |
400 |
6,491 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Dec09 |
091002 |
99.465 |
99.510 |
99.465 |
99.465 |
-0.040 |
1,368 |
3,145 |
+1,237 |
Mar10 |
091002 |
99.550 |
99.550 |
99.550 |
99.550 |
+0.010 |
0 |
814 |
+0 |
Jun10 |
091002 |
99.555 |
99.555 |
99.555 |
99.555 |
+0.010 |
|
|
|
Sep10 |
091002 |
99.530 |
99.530 |
99.530 |
99.530 |
+0.015 |
|
|
|
Dec10 |
091002 |
99.465 |
99.465 |
99.465 |
99.465 |
+0.010 |
|
|
|
Mar11 |
091002 |
99.420 |
99.420 |
99.420 |
99.420 |
+0.050 |
|
|
|
Jun11 |
091002 |
99.345 |
99.345 |
99.345 |
99.345 |
+0.035 |
|
|
|
Sep11 |
091002 |
99.345 |
99.345 |
99.345 |
99.345 |
+0.035 |
|
|
|
Dec11 |
091002 |
99.130 |
99.130 |
99.130 |
99.130 |
+0.010 |
|
|
|
Mar12 |
091002 |
99.095 |
99.095 |
99.095 |
99.095 |
+0.010 |
|
|
|
Total Volume and Open Interest |
1,368 |
3,959 |
+1,237 |
3-Mth Euro-Yen(SGX) |
Dec09 |
091002 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
428 |
5,288 |
-109 |
Mar10 |
091002 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
333 |
4,368 |
+0 |
Jun10 |
091002 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
160 |
2,169 |
+0 |
Sep10 |
091002 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
432 |
1,624 |
+0 |
Dec10 |
091002 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
46 |
703 |
+0 |
Mar11 |
091002 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
0 |
562 |
+0 |
Jun11 |
091002 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
0 |
52 |
+0 |
Sep11 |
091002 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
0 |
51 |
+0 |
Total Volume and Open Interest |
1,399 |
16,289 |
-109 |
Japanese Gov't Bonds(SGX) |
Dec09 |
091002 |
139.38 |
139.71 |
139.30 |
139.67 |
+0.32 |
1,466 |
17,159 |
+1,157 |
Mar10 |
091002 |
139.44 |
139.44 |
139.44 |
139.44 |
+0.32 |
|
|
|
Jun10 |
091002 |
139.44 |
139.44 |
139.44 |
139.44 |
+0.32 |
|
|
|
Total Volume and Open Interest |
1,466 |
17,159 |
+1,157 |
Euro-Bund(EUREX) |
Dec09 |
091002 |
122.62 |
122.97 |
122.49 |
122.67 |
+0.35 |
1,045,393 |
987,297 |
+29,051 |
Mar10 |
091002 |
122.40 |
122.77 |
122.33 |
122.48 |
+0.35 |
27 |
557 |
+4 |
Jun10 |
091002 |
122.07 |
122.07 |
122.07 |
122.07 |
+0.35 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,045,420 |
987,855 |
+29,055 |
Euro-Bobl(EUREX) |
Dec09 |
091002 |
116.02 |
116.15 |
115.87 |
115.97 |
+0.13 |
558,580 |
691,480 |
+15,577 |
Mar10 |
091002 |
115.78 |
115.78 |
115.78 |
115.78 |
+0.13 |
11 |
1,130 |
+10 |
Jun10 |
091002 |
115.27 |
115.27 |
115.27 |
115.27 |
+0.13 |
|
|
|
Total Volume and Open Interest |
558,591 |
692,610 |
+15,587 |
3-Mth Euribor(EUREX) |
Dec09 |
091002 |
99.260 |
99.265 |
99.250 |
99.260 |
+0.015 |
223 |
12,866 |
-21 |
Mar10 |
091002 |
99.095 |
99.095 |
99.080 |
99.090 |
+0.015 |
88 |
5,335 |
-37 |
Jun10 |
091002 |
98.800 |
98.825 |
98.770 |
98.815 |
+0.020 |
11 |
4,762 |
-2 |
Total Volume and Open Interest |
360 |
26,492 |
-56 |
Long Gilt(LIFFE) |
Dec09 |
091002 |
119~30 |
120~11 |
119~24 |
119~29 |
+0~17 |
144,039 |
265,289 |
+13,223 |
Mar10 |
091002 |
118~08 |
118~08 |
118~08 |
118~08 |
+0~17 |
|
|
|
Total Volume and Open Interest |
144,039 |
265,289 |
+13,223 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091002 |
99.44 |
99.45 |
99.41 |
99.44 |
unch |
82,391 |
348,929 |
-3,817 |
Mar10 |
091002 |
99.21 |
99.23 |
99.17 |
99.19 |
-0.01 |
103,986 |
379,418 |
-1,231 |
Jun10 |
091002 |
98.79 |
98.84 |
98.74 |
98.78 |
+0.01 |
123,366 |
364,789 |
+17,558 |
Sep10 |
091002 |
98.30 |
98.37 |
98.26 |
98.30 |
+0.03 |
115,115 |
294,849 |
-2,577 |
Dec10 |
091002 |
97.80 |
97.89 |
97.76 |
97.81 |
+0.04 |
89,650 |
278,345 |
+11,264 |
Mar11 |
091002 |
97.39 |
97.48 |
97.35 |
97.39 |
+0.03 |
63,533 |
232,350 |
+952 |
Total Volume and Open Interest |
671,502 |
2,375,187 |
+28,519 |
3-Mth Euribor(LIFFE) |
Dec09 |
091002 |
99.250 |
99.270 |
99.240 |
99.260 |
+0.015 |
123,520 |
657,285 |
+7,377 |
Mar10 |
091002 |
99.090 |
99.105 |
99.050 |
99.090 |
+0.015 |
113,435 |
499,381 |
+1,951 |
Jun10 |
091002 |
98.810 |
98.840 |
98.765 |
98.815 |
+0.020 |
129,749 |
485,570 |
+8,144 |
Total Volume and Open Interest |
838,581 |
3,111,751 |
+29,992 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091002 |
96.10 |
96.15 |
96.07 |
96.14 |
+0.04 |
14,551 |
316,077 |
-254 |
Mar10 |
091002 |
95.44 |
95.53 |
95.42 |
95.53 |
+0.08 |
9,080 |
171,544 |
+1,430 |
Jun10 |
091002 |
95.01 |
95.16 |
94.99 |
95.15 |
+0.12 |
9,149 |
104,440 |
-2,692 |
Sep10 |
091002 |
94.67 |
94.85 |
94.65 |
94.83 |
+0.15 |
8,921 |
70,300 |
+584 |
Dec10 |
091002 |
94.46 |
94.62 |
94.44 |
94.61 |
+0.16 |
4,504 |
46,724 |
+1,509 |
Mar11 |
091002 |
94.30 |
94.46 |
94.27 |
94.44 |
+0.16 |
756 |
25,417 |
+2 |
Jun11 |
091002 |
94.17 |
94.32 |
94.17 |
94.30 |
+0.17 |
373 |
17,566 |
+75 |
Sep11 |
091002 |
94.11 |
94.19 |
94.07 |
94.19 |
+0.21 |
575 |
9,838 |
+355 |
Dec11 |
091002 |
93.95 |
94.07 |
93.95 |
94.07 |
+0.22 |
172 |
3,911 |
+0 |
Mar12 |
091002 |
93.94 |
93.97 |
93.94 |
93.97 |
+0.23 |
55 |
1,719 |
+50 |
Total Volume and Open Interest |
48,163 |
768,120 |
+1,076 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091002 |
94.64 |
94.83 |
94.62 |
94.83 |
+0.18 |
43,495 |
336,044 |
+3,688 |
Mar10 |
091002 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.18 |
|
|
|
Total Volume and Open Interest |
43,495 |
336,044 |
+3,688 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091002 |
94.99 |
95.20 |
94.96 |
95.20 |
+0.20 |
107,871 |
440,326 |
+24,815 |
Mar10 |
091002 |
95.20 |
95.20 |
95.20 |
95.20 |
+0.20 |
|
|
|
Total Volume and Open Interest |
107,871 |
440,326 |
+24,815 |
Gold(CMX) |
Oct09 |
091002 |
998.8 |
1007.3 |
986.8 |
1003.2 |
+3.7 |
213 |
611 |
-2,014 |
Dec09 |
091002 |
999.0 |
1008.8 |
987.0 |
1004.3 |
+3.6 |
113,352 |
321,313 |
-7,361 |
Feb10 |
091002 |
1002.0 |
1009.4 |
989.0 |
1005.4 |
+3.6 |
2,247 |
26,434 |
-876 |
Apr10 |
091002 |
1003.0 |
1010.0 |
989.3 |
1006.4 |
+3.6 |
755 |
24,808 |
+186 |
Jun10 |
091002 |
1004.3 |
1012.2 |
993.8 |
1007.6 |
+3.6 |
114 |
13,048 |
-70 |
Aug10 |
091002 |
1002.0 |
1011.7 |
996.4 |
1009.0 |
+3.6 |
104 |
7,586 |
+32 |
Oct10 |
091002 |
1010.8 |
1010.8 |
1010.8 |
1010.8 |
+3.6 |
307 |
4,383 |
+130 |
Dec10 |
091002 |
1007.3 |
1015.1 |
996.3 |
1012.9 |
+3.6 |
2,363 |
11,094 |
-1,759 |
Feb11 |
091002 |
1015.4 |
1015.4 |
1015.4 |
1015.4 |
+3.6 |
0 |
1,019 |
+0 |
Apr11 |
091002 |
1018.3 |
1018.3 |
1018.3 |
1018.3 |
+3.6 |
0 |
447 |
+0 |
Jun11 |
091002 |
1021.6 |
1021.6 |
1021.6 |
1021.6 |
+3.6 |
200 |
9,302 |
-200 |
Aug11 |
091002 |
1025.3 |
1025.3 |
1025.3 |
1025.3 |
+3.6 |
|
|
|
Total Volume and Open Interest |
120,796 |
441,822 |
-12,888 |
Silver(CMX) |
Dec09 |
091002 |
1636.0 |
1649.5 |
1592.0 |
1623.0 |
-21.0 |
28,648 |
91,568 |
-728 |
Mar10 |
091002 |
1637.0 |
1644.5 |
1595.0 |
1625.9 |
-21.0 |
1,877 |
16,349 |
+480 |
May10 |
091002 |
1650.0 |
1650.0 |
1626.0 |
1627.5 |
-21.0 |
1,724 |
2,378 |
-855 |
Jul10 |
091002 |
1623.5 |
1629.2 |
1623.5 |
1629.2 |
-21.0 |
962 |
3,111 |
-25 |
Sep10 |
091002 |
1630.9 |
1630.9 |
1630.9 |
1630.9 |
-21.0 |
25 |
2,371 |
+0 |
Dec10 |
091002 |
1649.5 |
1654.5 |
1624.0 |
1634.2 |
-21.0 |
387 |
3,058 |
+152 |
Mar11 |
091002 |
1638.0 |
1638.0 |
1638.0 |
1638.0 |
-21.2 |
0 |
37 |
+0 |
Total Volume and Open Interest |
33,863 |
126,714 |
-958 |
Platinum(NYMEX) |
Oct09 |
091002 |
1278.0 |
1279.0 |
1270.3 |
1275.6 |
-6.4 |
38 |
201 |
-133 |
Jan10 |
091002 |
1284.2 |
1288.5 |
1266.4 |
1283.4 |
-5.9 |
1,600 |
28,443 |
+408 |
Apr10 |
091002 |
1288.4 |
1288.4 |
1288.4 |
1288.4 |
-5.8 |
49 |
286 |
+3 |
Total Volume and Open Interest |
1,687 |
28,930 |
+278 |
Palladium(NYMEX) |
Dec09 |
091002 |
292.95 |
299.50 |
291.00 |
298.20 |
+5.25 |
1,282 |
19,935 |
-316 |
Mar10 |
091002 |
293.00 |
300.55 |
293.00 |
299.30 |
+5.35 |
0 |
265 |
-1 |
Jun10 |
091002 |
300.75 |
300.75 |
300.75 |
300.75 |
+5.30 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,282 |
20,205 |
-317 |
Copper(CMX) |
Dec09 |
091002 |
271.80 |
272.50 |
264.00 |
268.15 |
-5.55 |
22,428 |
83,254 |
-448 |
Mar10 |
091002 |
273.30 |
273.50 |
265.70 |
269.55 |
-5.50 |
919 |
15,188 |
+165 |
May10 |
091002 |
267.80 |
271.05 |
267.60 |
269.95 |
-5.45 |
171 |
2,547 |
+70 |
Jul10 |
091002 |
270.15 |
270.15 |
269.95 |
269.95 |
-5.35 |
9 |
2,013 |
+2 |
Sep10 |
091002 |
269.00 |
269.75 |
269.00 |
269.75 |
-5.25 |
12 |
1,494 |
+0 |
Total Volume and Open Interest |
24,520 |
115,085 |
-731 |
DJIA Index(CBOT) |
Dec09 |
091002 |
9465 |
9465 |
9338 |
9435 |
-36 |
1,672 |
12,349 |
+5 |
Mar10 |
091002 |
9353 |
9376 |
9300 |
9376 |
-36 |
19 |
840 |
+3 |
Jun10 |
091002 |
9320 |
9356 |
9320 |
9320 |
-36 |
|
|
|
Sep10 |
091002 |
9265 |
9301 |
9265 |
9265 |
-36 |
|
|
|
Total Volume and Open Interest |
1,691 |
13,189 |
+8 |
E-mini DJIA Index(CBOT) |
Dec09 |
091002 |
9462 |
9470 |
9336 |
9435 |
-36 |
188,086 |
70,761 |
-2,098 |
Mar10 |
091002 |
9313 |
9403 |
9296 |
9376 |
-36 |
45 |
203 |
+5 |
Jun10 |
091002 |
9320 |
9320 |
9320 |
9320 |
-36 |
1 |
2 |
+0 |
Sep10 |
091002 |
9265 |
9265 |
9265 |
9265 |
-36 |
|
|
|
Total Volume and Open Interest |
188,132 |
70,966 |
-2,093 |
S & P 500(CME) |
Dec09 |
091002 |
1027.00 |
1027.60 |
1012.10 |
1021.70 |
-5.70 |
30,038 |
374,412 |
+6,867 |
Mar10 |
091002 |
1014.50 |
1021.00 |
1010.80 |
1017.10 |
-5.70 |
62 |
4,286 |
+10 |
Jun10 |
091002 |
1013.20 |
1016.90 |
1006.90 |
1013.20 |
-5.70 |
0 |
181 |
+0 |
Sep10 |
091002 |
1010.20 |
1013.90 |
1003.90 |
1010.20 |
-5.70 |
|
|
|
Total Volume and Open Interest |
30,100 |
378,884 |
+6,877 |
S & P 500 E-Mini(Globex) |
Dec09 |
091002 |
1027.00 |
1027.75 |
1012.00 |
1021.75 |
-5.75 |
2,761,051 |
2,333,339 |
+10,709 |
Mar10 |
091002 |
1020.00 |
1021.75 |
1007.25 |
1017.00 |
-5.75 |
1,547 |
2,732 |
+108 |
Total Volume and Open Interest |
2,762,598 |
2,336,084 |
+10,817 |
NASDAQ 100(CME) |
Dec09 |
091002 |
1667.50 |
1675.00 |
1649.80 |
1662.30 |
-8.20 |
3,721 |
17,202 |
-1,072 |
Mar10 |
091002 |
1670.00 |
1670.00 |
1659.50 |
1660.30 |
-8.20 |
1 |
5 |
+1 |
Jun10 |
091002 |
1659.30 |
1659.30 |
1658.50 |
1659.30 |
-8.20 |
|
|
|
Total Volume and Open Interest |
3,722 |
17,207 |
-1,071 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091002 |
1669.80 |
1674.80 |
1649.80 |
1662.30 |
-8.20 |
405,570 |
315,410 |
-5,668 |
Mar10 |
091002 |
1666.00 |
1672.00 |
1648.30 |
1660.30 |
-8.20 |
75 |
119 |
+19 |
Total Volume and Open Interest |
405,645 |
315,530 |
-5,649 |
S & P Midcap 400(CME) |
Dec09 |
091002 |
662.50 |
667.50 |
659.50 |
661.50 |
-9.20 |
402 |
2,507 |
-17 |
Mar10 |
091002 |
659.50 |
660.70 |
659.50 |
659.50 |
-9.20 |
|
|
|
Jun10 |
091002 |
657.50 |
658.70 |
657.50 |
657.50 |
-9.20 |
|
|
|
Total Volume and Open Interest |
402 |
2,507 |
-17 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
091002 |
9795 |
9820 |
9600 |
9735 |
-110 |
13,452 |
30,235 |
-1,102 |
Mar10 |
091002 |
9760 |
9770 |
9760 |
9760 |
-110 |
|
|
|
Total Volume and Open Interest |
13,452 |
30,235 |
-1,102 |
Nikkei 225(SGX) |
Dec09 |
091002 |
9995 |
10020 |
9710 |
9745 |
-240 |
77,982 |
176,649 |
+5,364 |
Mar10 |
091002 |
9765 |
9765 |
9765 |
9765 |
-240 |
0 |
556 |
+39 |
Jun10 |
091002 |
9780 |
9780 |
9780 |
9780 |
-245 |
0 |
321 |
+0 |
Total Volume and Open Interest |
78,083 |
185,393 |
+6,421 |
CAC 40(EURONEXT) |
Oct09 |
091002 |
3693.5 |
3696.5 |
3626.5 |
3648.5 |
-71.5 |
156,459 |
439,111 |
+31,553 |
Nov09 |
091002 |
3671.5 |
3671.5 |
3614.0 |
3634.0 |
-71.5 |
16 |
1,430 |
-5 |
Dec09 |
091002 |
3669.5 |
3674.5 |
3617.0 |
3627.5 |
-70.0 |
505 |
39,548 |
+265 |
Total Volume and Open Interest |
156,980 |
481,541 |
+31,813 |
Hang Seng Index(HKFE) |
Oct09 |
091002 |
20212 |
20428 |
20200 |
20261 |
-634 |
53,052 |
78,236 |
-282 |
Nov09 |
091002 |
20208 |
20371 |
20168 |
20213 |
-617 |
129 |
298 |
|
Dec09 |
091002 |
20766 |
20766 |
20180 |
20210 |
-629 |
154 |
4,570 |
-20 |
Total Volume and Open Interest |
53,350 |
83,150 |
-21,711 |
DAX(EUREX) |
Dec09 |
091002 |
5522.0 |
5538.0 |
5443.5 |
5484.0 |
-75.5 |
203,795 |
165,667 |
-5,723 |
Mar10 |
091002 |
5527.0 |
5535.5 |
5450.0 |
5486.5 |
-75.5 |
492 |
5,510 |
+153 |
Jun10 |
091002 |
5534.5 |
5544.0 |
5470.0 |
5493.5 |
-76.0 |
325 |
645 |
-245 |
Total Volume and Open Interest |
204,612 |
171,822 |
-5,815 |
FT-SE 100(EURONEXT) |
Dec09 |
091002 |
4980.50 |
5001.50 |
4922.50 |
4966.00 |
-57.00 |
133,907 |
627,715 |
-4,174 |
Mar10 |
091002 |
4944.50 |
4951.00 |
4884.50 |
4918.50 |
-57.50 |
64 |
4,141 |
+32 |
Jun10 |
091002 |
4896.50 |
4896.50 |
4875.50 |
4875.50 |
-57.50 |
0 |
540 |
+0 |
Total Volume and Open Interest |
133,971 |
632,396 |
-4,142 |
SPI 200(SFE) |
Dec09 |
091002 |
4717.0 |
4731.0 |
4605.0 |
4609.0 |
-111.0 |
32,584 |
219,629 |
+4,027 |
Mar10 |
091002 |
4718.0 |
4718.0 |
4597.0 |
4597.0 |
-112.0 |
31 |
4,621 |
+7 |
Jun10 |
091002 |
4617.0 |
4617.0 |
4617.0 |
4617.0 |
-100.0 |
0 |
1,409 |
+0 |
Total Volume and Open Interest |
32,615 |
225,829 |
+4,034 |
GSCI(CME) |
Oct09 |
091002 |
450.50 |
456.00 |
447.40 |
452.50 |
-7.25 |
509 |
17,595 |
+27 |
Nov09 |
091002 |
456.50 |
462.50 |
454.00 |
459.10 |
-7.40 |
75 |
85 |
+75 |
Dec09 |
091002 |
462.00 |
469.00 |
460.00 |
466.00 |
-7.00 |
|
|
|
Total Volume and Open Interest |
584 |
17,680 |
+102 |
Reuters CCI(ICE) |
Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
unch |
0 |
4 |
|
Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
unch |
0 |
11 |
|
Total Volume and Open Interest |
1 |
197 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|