|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon October 05, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
091005 |
883.25 |
897.75 |
878.75 |
885.00 |
unch |
105,374 |
234,254 |
+1,612 |
Jan10 |
091005 |
889.50 |
903.50 |
885.50 |
890.75 |
-1.25 |
27,634 |
85,891 |
+2,046 |
Mar10 |
091005 |
895.25 |
905.50 |
889.00 |
890.75 |
-4.50 |
9,458 |
34,835 |
+75 |
May10 |
091005 |
893.50 |
904.50 |
888.50 |
890.50 |
-3.00 |
5,732 |
25,293 |
-299 |
Jul10 |
091005 |
894.00 |
907.50 |
891.00 |
894.25 |
-1.75 |
12,024 |
32,448 |
+1,490 |
Aug10 |
091005 |
890.00 |
903.00 |
890.00 |
890.00 |
-2.00 |
95 |
365 |
+8 |
Sep10 |
091005 |
890.00 |
898.00 |
887.00 |
887.00 |
-1.00 |
95 |
187 |
+1 |
Nov10 |
091005 |
882.50 |
898.50 |
878.00 |
887.00 |
+0.25 |
11,094 |
32,473 |
+1,346 |
Jan11 |
091005 |
890.00 |
893.00 |
890.00 |
893.00 |
unch |
0 |
214 |
+0 |
Mar11 |
091005 |
895.00 |
896.00 |
895.00 |
895.00 |
-1.00 |
0 |
45 |
+0 |
May11 |
091005 |
896.00 |
896.00 |
896.00 |
896.00 |
unch |
0 |
2 |
+0 |
Jul11 |
091005 |
897.25 |
897.25 |
897.00 |
897.25 |
+0.25 |
0 |
21 |
+0 |
Aug11 |
091005 |
896.00 |
896.00 |
896.00 |
896.00 |
unch |
|
|
|
Sep11 |
091005 |
895.00 |
895.00 |
895.00 |
895.00 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
171,536 |
447,229 |
+6,295 |
Soybean Meal(CBOT) |
Oct09 |
091005 |
272.00 |
277.50 |
271.00 |
275.50 |
+3.50 |
3,464 |
7,763 |
-1,181 |
Dec09 |
091005 |
268.00 |
273.30 |
266.10 |
270.50 |
+2.70 |
34,632 |
77,355 |
+3,680 |
Jan10 |
091005 |
266.50 |
270.90 |
265.00 |
267.90 |
+1.70 |
3,050 |
14,441 |
+572 |
Mar10 |
091005 |
263.80 |
268.50 |
262.00 |
265.40 |
+1.40 |
2,517 |
14,165 |
-105 |
May10 |
091005 |
261.30 |
266.10 |
260.00 |
263.00 |
+1.50 |
2,106 |
15,365 |
+506 |
Jul10 |
091005 |
262.00 |
266.50 |
261.10 |
263.70 |
+1.50 |
2,528 |
10,043 |
+421 |
Aug10 |
091005 |
264.30 |
267.20 |
264.00 |
264.50 |
+1.60 |
372 |
2,494 |
+121 |
Sep10 |
091005 |
262.00 |
266.60 |
262.00 |
264.00 |
+1.80 |
258 |
2,579 |
+55 |
Oct10 |
091005 |
259.50 |
263.00 |
259.50 |
260.20 |
+2.00 |
109 |
2,123 |
+54 |
Dec10 |
091005 |
259.00 |
264.50 |
258.50 |
260.70 |
+2.50 |
590 |
7,400 |
+177 |
Total Volume and Open Interest |
49,626 |
154,355 |
+4,300 |
Soybean Oil(CBOT) |
Oct09 |
091005 |
33.50 |
33.83 |
33.50 |
33.53 |
-0.20 |
6,119 |
2,913 |
-1,352 |
Dec09 |
091005 |
33.90 |
34.19 |
33.71 |
33.85 |
-0.22 |
37,793 |
122,746 |
-1,005 |
Jan10 |
091005 |
34.14 |
34.53 |
34.14 |
34.26 |
-0.22 |
4,141 |
32,347 |
+206 |
Mar10 |
091005 |
34.48 |
34.87 |
34.48 |
34.61 |
-0.24 |
2,315 |
17,300 |
+280 |
May10 |
091005 |
35.01 |
35.14 |
34.81 |
34.88 |
-0.26 |
1,308 |
10,265 |
+165 |
Jul10 |
091005 |
35.11 |
35.40 |
35.01 |
35.11 |
-0.28 |
1,186 |
10,629 |
+272 |
Aug10 |
091005 |
35.38 |
35.38 |
35.15 |
35.21 |
-0.28 |
24 |
888 |
+2 |
Sep10 |
091005 |
35.41 |
35.41 |
35.29 |
35.31 |
-0.28 |
23 |
572 |
+8 |
Oct10 |
091005 |
35.41 |
35.69 |
35.41 |
35.41 |
-0.28 |
3 |
484 |
+0 |
Dec10 |
091005 |
35.52 |
35.99 |
35.50 |
35.61 |
-0.28 |
358 |
9,770 |
-71 |
Total Volume and Open Interest |
53,270 |
207,926 |
-1,495 |
Canola(WCE) |
Nov09 |
091005 |
374.6 |
376.0 |
370.1 |
371.2 |
-3.1 |
7,988 |
57,877 |
+1,299 |
Jan10 |
091005 |
379.2 |
381.0 |
375.6 |
376.2 |
-3.6 |
2,523 |
41,246 |
+639 |
Mar10 |
091005 |
382.8 |
383.1 |
379.5 |
380.7 |
-3.3 |
332 |
3,422 |
+185 |
May10 |
091005 |
387.1 |
387.1 |
384.7 |
384.7 |
-3.3 |
202 |
1,081 |
+202 |
Jul10 |
091005 |
389.3 |
389.3 |
385.7 |
385.7 |
-3.6 |
13 |
1,098 |
+9 |
Total Volume and Open Interest |
11,058 |
104,866 |
+2,334 |
Corn(CBOT) |
Dec09 |
091005 |
332.75 |
350.00 |
327.50 |
341.50 |
+8.00 |
89,988 |
506,770 |
+3,489 |
Mar10 |
091005 |
345.50 |
362.00 |
341.00 |
354.25 |
+7.75 |
19,600 |
160,991 |
+4,028 |
May10 |
091005 |
354.50 |
371.00 |
350.00 |
363.25 |
+7.75 |
1,808 |
34,460 |
+174 |
Jul10 |
091005 |
363.00 |
379.25 |
358.00 |
371.00 |
+7.25 |
8,279 |
63,713 |
+557 |
Sep10 |
091005 |
371.50 |
385.50 |
370.00 |
379.50 |
+7.25 |
3,529 |
15,019 |
+1,244 |
Dec10 |
091005 |
381.00 |
397.00 |
378.00 |
389.75 |
+7.00 |
2,875 |
76,320 |
+355 |
Mar11 |
091005 |
400.00 |
407.25 |
400.00 |
401.25 |
+6.75 |
26 |
2,427 |
+13 |
May11 |
091005 |
409.25 |
409.25 |
402.75 |
409.25 |
+6.50 |
0 |
243 |
+0 |
Jul11 |
091005 |
411.75 |
415.00 |
408.25 |
415.00 |
+6.75 |
34 |
1,635 |
+1 |
Sep11 |
091005 |
404.25 |
404.25 |
399.25 |
404.25 |
+5.00 |
19 |
234 |
+10 |
Total Volume and Open Interest |
126,206 |
868,438 |
+9,888 |
Wheat(CBOT) |
Dec09 |
091005 |
441.25 |
452.00 |
439.25 |
442.75 |
+1.50 |
27,474 |
201,885 |
-1,719 |
Mar10 |
091005 |
461.50 |
471.75 |
459.75 |
462.25 |
+1.50 |
3,742 |
49,805 |
+530 |
May10 |
091005 |
472.75 |
483.50 |
472.50 |
474.50 |
+1.00 |
757 |
8,156 |
-2 |
Jul10 |
091005 |
485.00 |
495.00 |
484.50 |
486.50 |
+1.00 |
3,453 |
48,473 |
+362 |
Sep10 |
091005 |
503.25 |
509.25 |
500.00 |
501.00 |
+1.00 |
38 |
1,015 |
-4 |
Dec10 |
091005 |
525.00 |
534.00 |
525.00 |
526.25 |
+1.00 |
1,295 |
22,637 |
-282 |
Total Volume and Open Interest |
36,849 |
333,413 |
-1,096 |
Wheat(KCBT) |
Dec09 |
091005 |
459.00 |
471.50 |
458.50 |
461.75 |
+2.25 |
6,947 |
58,973 |
+507 |
Mar10 |
091005 |
475.00 |
487.00 |
475.00 |
477.25 |
+1.75 |
1,471 |
21,474 |
-239 |
May10 |
091005 |
489.25 |
497.50 |
486.75 |
488.75 |
+2.00 |
117 |
4,732 |
+37 |
Jul10 |
091005 |
502.00 |
509.00 |
498.00 |
500.25 |
+2.00 |
854 |
18,168 |
+53 |
Sep10 |
091005 |
509.00 |
520.50 |
509.00 |
511.75 |
+2.00 |
52 |
1,131 |
+9 |
Dec10 |
091005 |
530.25 |
538.00 |
527.25 |
529.25 |
+1.25 |
428 |
16,954 |
-125 |
Total Volume and Open Interest |
9,876 |
121,680 |
+249 |
Wheat(MGE) |
Dec09 |
091005 |
477.25 |
490.75 |
477.00 |
481.00 |
+3.00 |
2,174 |
20,944 |
-588 |
Mar10 |
091005 |
493.00 |
505.25 |
493.00 |
495.50 |
+2.25 |
469 |
9,982 |
+41 |
May10 |
091005 |
507.75 |
515.75 |
505.25 |
506.00 |
+1.25 |
130 |
3,628 |
-23 |
Jul10 |
091005 |
519.50 |
525.75 |
515.25 |
515.75 |
+0.75 |
251 |
6,866 |
+70 |
Sep10 |
091005 |
528.75 |
536.75 |
526.50 |
526.75 |
unch |
53 |
1,883 |
-15 |
Total Volume and Open Interest |
3,148 |
46,283 |
-503 |
Oats(CBOT) |
Dec09 |
091005 |
218.00 |
226.75 |
217.25 |
222.00 |
+1.50 |
1,245 |
9,349 |
-90 |
Mar10 |
091005 |
234.00 |
238.75 |
234.00 |
235.50 |
+1.50 |
53 |
3,759 |
+29 |
May10 |
091005 |
244.00 |
244.00 |
242.50 |
244.00 |
+1.50 |
0 |
14 |
+0 |
Jul10 |
091005 |
253.50 |
253.50 |
252.00 |
253.50 |
+1.50 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,318 |
13,151 |
-41 |
Rough Rice(CBOT) |
Nov09 |
091005 |
13.10 |
13.19 |
13.06 |
13.13 |
+0.03 |
480 |
6,657 |
+51 |
Jan10 |
091005 |
13.34 |
13.46 |
13.34 |
13.39 |
+0.03 |
178 |
2,547 |
+129 |
Mar10 |
091005 |
13.68 |
13.68 |
13.58 |
13.64 |
+0.03 |
71 |
1,245 |
+62 |
May10 |
091005 |
13.88 |
13.88 |
13.86 |
13.88 |
+0.02 |
0 |
392 |
+0 |
Total Volume and Open Interest |
767 |
11,507 |
+268 |
Live Cattle(CME) |
Oct09 |
091005 |
82.980 |
83.100 |
82.430 |
82.680 |
-0.270 |
10,954 |
20,657 |
-515 |
Dec09 |
091005 |
83.980 |
84.500 |
83.730 |
83.900 |
-0.100 |
18,627 |
123,320 |
-451 |
Feb10 |
091005 |
84.150 |
84.885 |
84.150 |
84.535 |
unch |
7,281 |
53,298 |
+300 |
Apr10 |
091005 |
86.250 |
86.785 |
86.250 |
86.500 |
-0.135 |
3,829 |
38,169 |
+1,297 |
Jun10 |
091005 |
83.150 |
83.580 |
83.080 |
83.285 |
-0.065 |
851 |
14,010 |
+189 |
Aug10 |
091005 |
83.930 |
84.450 |
83.930 |
84.350 |
+0.100 |
189 |
2,494 |
+64 |
Total Volume and Open Interest |
41,762 |
255,423 |
+890 |
Feeder Cattle(CME) |
Oct09 |
091005 |
93.680 |
93.750 |
93.100 |
93.350 |
-0.200 |
754 |
4,753 |
-85 |
Nov09 |
091005 |
93.600 |
93.750 |
93.000 |
93.300 |
-0.280 |
1,715 |
13,986 |
+234 |
Jan10 |
091005 |
94.680 |
94.750 |
94.050 |
94.230 |
-0.450 |
945 |
5,345 |
+3 |
Mar10 |
091005 |
95.650 |
95.700 |
95.000 |
95.285 |
-0.565 |
356 |
1,755 |
+164 |
Apr10 |
091005 |
96.900 |
96.950 |
96.035 |
96.350 |
-0.500 |
14 |
502 |
+11 |
May10 |
091005 |
97.900 |
97.900 |
97.300 |
97.430 |
-0.455 |
61 |
968 |
+33 |
Aug10 |
091005 |
99.480 |
99.500 |
98.800 |
98.800 |
-0.600 |
1 |
206 |
-2 |
Total Volume and Open Interest |
3,846 |
27,515 |
+358 |
Lean Hogs(CME) |
Oct09 |
091005 |
49.050 |
49.250 |
48.785 |
49.050 |
-0.200 |
1,872 |
11,453 |
-270 |
Dec09 |
091005 |
48.350 |
48.350 |
47.430 |
47.600 |
-0.950 |
8,573 |
73,092 |
+457 |
Feb10 |
091005 |
55.850 |
55.850 |
54.500 |
54.750 |
-1.130 |
1,604 |
30,107 |
+426 |
Apr10 |
091005 |
60.800 |
60.800 |
60.000 |
60.200 |
-0.750 |
863 |
15,909 |
+328 |
May10 |
091005 |
67.035 |
67.400 |
67.035 |
67.400 |
-0.800 |
44 |
945 |
+9 |
Jun10 |
091005 |
69.600 |
70.000 |
69.150 |
69.535 |
-0.690 |
504 |
9,652 |
-36 |
Jul10 |
091005 |
69.400 |
69.400 |
68.700 |
69.285 |
-0.565 |
29 |
2,367 |
+11 |
Aug10 |
091005 |
69.225 |
69.800 |
69.200 |
69.800 |
-0.200 |
61 |
1,622 |
+23 |
Total Volume and Open Interest |
13,563 |
146,082 |
+953 |
Class III Milk(CME) |
Oct09 |
091005 |
12.83 |
12.85 |
12.71 |
12.80 |
unch |
170 |
3,720 |
+26 |
Nov09 |
091005 |
14.04 |
14.23 |
13.96 |
14.00 |
+0.04 |
296 |
4,032 |
+13 |
Dec09 |
091005 |
14.49 |
14.60 |
14.41 |
14.49 |
+0.05 |
246 |
4,069 |
+53 |
Jan10 |
091005 |
14.49 |
14.55 |
14.40 |
14.49 |
+0.05 |
167 |
1,861 |
+25 |
Feb10 |
091005 |
14.51 |
14.52 |
14.36 |
14.48 |
+0.02 |
41 |
1,270 |
+24 |
Total Volume and Open Interest |
1,246 |
21,471 |
+280 |
Cocoa(ICE) |
Dec09 |
091005 |
3015 |
3268 |
2967 |
3240 |
+239 |
13,807 |
56,498 |
-2,296 |
Mar10 |
091005 |
3015 |
3286 |
2990 |
3258 |
+235 |
3,888 |
36,062 |
+29 |
May10 |
091005 |
3011 |
3288 |
3003 |
3270 |
+236 |
1,471 |
11,879 |
+613 |
Jul10 |
091005 |
2995 |
3267 |
2995 |
3261 |
+236 |
216 |
4,574 |
+17 |
Sep10 |
091005 |
3019 |
3262 |
3019 |
3255 |
+235 |
77 |
3,793 |
+58 |
Dec10 |
091005 |
3261 |
3261 |
3261 |
3261 |
+233 |
0 |
2,055 |
+0 |
Mar11 |
091005 |
3261 |
3261 |
3261 |
3261 |
+238 |
250 |
4,802 |
+250 |
Total Volume and Open Interest |
19,709 |
123,851 |
-1,329 |
Coffee "C"(ICE) |
Dec09 |
091005 |
129.70 |
131.65 |
128.85 |
129.45 |
-0.25 |
7,739 |
60,091 |
+40 |
Mar10 |
091005 |
132.65 |
134.50 |
132.00 |
132.45 |
-0.20 |
1,582 |
19,651 |
+642 |
May10 |
091005 |
135.60 |
136.15 |
134.25 |
134.40 |
-0.15 |
262 |
9,667 |
+98 |
Jul10 |
091005 |
136.20 |
136.40 |
136.20 |
136.25 |
-0.10 |
16 |
3,015 |
+8 |
Sep10 |
091005 |
138.20 |
140.00 |
138.10 |
138.10 |
-0.10 |
39 |
3,548 |
+11 |
Dec10 |
091005 |
140.70 |
140.70 |
140.70 |
140.70 |
-0.10 |
4 |
2,085 |
+0 |
Total Volume and Open Interest |
9,695 |
98,995 |
+748 |
Orange Juice(ICE) |
Nov09 |
091005 |
93.45 |
95.00 |
93.45 |
93.95 |
+1.15 |
939 |
17,971 |
+100 |
Jan10 |
091005 |
96.80 |
98.40 |
96.80 |
97.35 |
+1.15 |
218 |
6,293 |
+193 |
Mar10 |
091005 |
101.15 |
101.40 |
100.80 |
100.80 |
+1.15 |
46 |
3,823 |
-3 |
May10 |
091005 |
104.25 |
104.25 |
104.10 |
104.10 |
+1.15 |
3 |
540 |
-3 |
Jul10 |
091005 |
107.10 |
107.10 |
107.10 |
107.10 |
+1.15 |
0 |
122 |
+0 |
Sep10 |
091005 |
108.85 |
108.85 |
108.85 |
108.85 |
+1.15 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,206 |
28,932 |
+287 |
Sugar #11(ICE) |
Mar10 |
091005 |
23.88 |
24.35 |
23.79 |
24.19 |
+0.41 |
49,945 |
375,829 |
+2,522 |
May10 |
091005 |
22.90 |
23.27 |
22.85 |
23.15 |
+0.37 |
12,432 |
89,254 |
+1,842 |
Jul10 |
091005 |
21.40 |
21.78 |
21.37 |
21.62 |
+0.33 |
7,497 |
119,598 |
+428 |
Oct10 |
091005 |
20.55 |
20.90 |
20.52 |
20.74 |
+0.31 |
2,418 |
83,308 |
-396 |
Mar11 |
091005 |
19.95 |
20.35 |
19.95 |
20.15 |
+0.29 |
768 |
46,125 |
-241 |
Total Volume and Open Interest |
74,488 |
770,093 |
+4,427 |
London Cocoa(LCE) |
Dec09 |
091005 |
1980 |
2135 |
1973 |
2133 |
+145 |
13,703 |
53,404 |
-3,695 |
Mar10 |
091005 |
1999 |
2156 |
1994 |
2153 |
+145 |
4,248 |
33,629 |
-11 |
May10 |
091005 |
2018 |
2178 |
2015 |
2174 |
+146 |
3,604 |
43,962 |
-105 |
Jul10 |
091005 |
1964 |
2122 |
1962 |
2118 |
+142 |
770 |
10,048 |
+164 |
Sep10 |
091005 |
1960 |
2107 |
1959 |
2107 |
+136 |
53 |
3,627 |
+25 |
Dec10 |
091005 |
1945 |
2076 |
1944 |
2076 |
+120 |
6 |
1,112 |
+3 |
Mar11 |
091005 |
2070 |
2070 |
2070 |
2070 |
+121 |
13 |
6,174 |
+0 |
Total Volume and Open Interest |
5,036 |
151,872 |
+0 |
London Sugar(LCE) |
Dec09 |
091005 |
595.90 |
600.30 |
592.00 |
597.80 |
+8.00 |
2,944 |
24,295 |
-1,081 |
Mar10 |
091005 |
616.60 |
620.50 |
611.80 |
617.50 |
+7.90 |
3,400 |
30,287 |
+297 |
May10 |
091005 |
602.70 |
602.70 |
597.10 |
601.90 |
+7.80 |
252 |
8,283 |
-62 |
Aug10 |
091005 |
575.40 |
576.10 |
570.90 |
574.40 |
+8.20 |
148 |
7,388 |
-112 |
Oct10 |
091005 |
548.40 |
552.40 |
545.50 |
549.50 |
+8.40 |
405 |
3,757 |
-35 |
Total Volume and Open Interest |
7,259 |
74,961 |
-993 |
Cotton(ICE) |
Oct09 |
091005 |
59.83 |
60.65 |
59.83 |
60.65 |
+1.39 |
4 |
22 |
-9 |
Dec09 |
091005 |
60.75 |
61.72 |
60.67 |
61.59 |
+0.93 |
6,703 |
101,106 |
-1,370 |
Mar10 |
091005 |
63.50 |
64.13 |
63.11 |
64.05 |
+0.94 |
1,336 |
30,651 |
+21 |
May10 |
091005 |
65.05 |
65.34 |
64.50 |
65.34 |
+0.94 |
93 |
3,356 |
+46 |
Jul10 |
091005 |
66.05 |
66.44 |
65.72 |
66.41 |
+1.06 |
96 |
4,985 |
+964 |
Oct10 |
091005 |
67.41 |
67.41 |
67.41 |
67.41 |
+1.02 |
1 |
70 |
+0 |
Total Volume and Open Interest |
8,275 |
144,510 |
-350 |
Lumber(CME) |
Nov09 |
091005 |
172.5 |
173.9 |
171.2 |
172.7 |
+0.4 |
970 |
5,623 |
-296 |
Jan10 |
091005 |
191.3 |
193.0 |
190.2 |
191.0 |
+0.3 |
607 |
4,789 |
-86 |
Mar10 |
091005 |
204.0 |
204.5 |
204.0 |
204.0 |
-1.1 |
10 |
161 |
-2 |
May10 |
091005 |
216.0 |
216.0 |
216.0 |
216.0 |
unch |
4 |
23 |
-4 |
Total Volume and Open Interest |
1,592 |
10,600 |
-387 |
Crude Oil(NYM) |
Nov09 |
091005 |
69.81 |
71.00 |
68.05 |
70.41 |
+0.46 |
312,014 |
298,730 |
+782 |
Dec09 |
091005 |
70.10 |
71.17 |
68.32 |
70.61 |
+0.28 |
105,407 |
209,875 |
+6,396 |
Jan10 |
091005 |
70.40 |
71.50 |
68.71 |
70.98 |
+0.20 |
31,378 |
83,516 |
+5,655 |
Feb10 |
091005 |
71.20 |
71.85 |
69.21 |
71.37 |
+0.14 |
15,104 |
36,097 |
+2,436 |
Mar10 |
091005 |
71.13 |
72.22 |
69.77 |
71.78 |
+0.10 |
9,832 |
31,643 |
+1,891 |
Apr10 |
091005 |
71.73 |
72.56 |
70.45 |
72.24 |
+0.07 |
5,527 |
19,586 |
+914 |
May10 |
091005 |
72.74 |
72.74 |
72.74 |
72.74 |
+0.05 |
5,729 |
20,251 |
+1,396 |
Jun10 |
091005 |
72.99 |
73.63 |
71.32 |
73.24 |
+0.03 |
11,106 |
91,777 |
+2,995 |
Jul10 |
091005 |
72.60 |
73.93 |
71.85 |
73.65 |
+0.03 |
1,333 |
30,050 |
+322 |
Aug10 |
091005 |
73.98 |
74.00 |
73.98 |
74.00 |
+0.04 |
661 |
12,072 |
+174 |
Sep10 |
091005 |
72.81 |
74.35 |
72.81 |
74.35 |
+0.04 |
893 |
20,924 |
-64 |
Oct10 |
091005 |
74.71 |
74.71 |
74.71 |
74.71 |
+0.06 |
894 |
12,561 |
+303 |
Nov10 |
091005 |
75.09 |
75.09 |
75.09 |
75.09 |
+0.08 |
962 |
14,968 |
+140 |
Dec10 |
091005 |
75.00 |
75.88 |
73.52 |
75.47 |
+0.11 |
8,295 |
107,503 |
+937 |
Jan11 |
091005 |
75.68 |
75.68 |
75.68 |
75.68 |
+0.12 |
103 |
13,121 |
+55 |
Feb11 |
091005 |
75.89 |
75.89 |
75.89 |
75.89 |
+0.14 |
40 |
6,566 |
+5 |
Total Volume and Open Interest |
513,207 |
1,227,674 |
+24,762 |
e-miNY Crude Oil(NYM) |
Oct09 |
090921 |
72.050 |
72.200 |
68.975 |
69.700 |
-2.350 |
7,352 |
3,357 |
-509 |
Nov09 |
091005 |
69.850 |
70.950 |
68.050 |
70.400 |
+0.450 |
16,218 |
4,899 |
-627 |
Dec09 |
091005 |
69.650 |
71.100 |
68.400 |
70.600 |
+0.275 |
368 |
983 |
+16 |
Jan10 |
091005 |
70.375 |
71.325 |
69.000 |
70.975 |
+0.200 |
17 |
213 |
+8 |
Feb10 |
091005 |
69.600 |
71.375 |
69.600 |
71.375 |
+0.150 |
3 |
113 |
+1 |
Mar10 |
091005 |
69.950 |
71.800 |
69.950 |
71.775 |
+0.100 |
42 |
88 |
+42 |
Apr10 |
091005 |
72.250 |
72.250 |
72.250 |
72.250 |
+0.075 |
0 |
2 |
+0 |
May10 |
091005 |
72.750 |
72.750 |
72.750 |
72.750 |
+0.050 |
0 |
2 |
+0 |
Jun10 |
091005 |
73.250 |
73.250 |
73.250 |
73.250 |
+0.050 |
0 |
8 |
+0 |
Jul10 |
091005 |
73.650 |
73.650 |
73.650 |
73.650 |
+0.025 |
0 |
1 |
+0 |
Total Volume and Open Interest |
16,648 |
6,392 |
-560 |
Heating Oil(NYM) |
Nov09 |
091005 |
178.57 |
180.75 |
173.77 |
179.16 |
-0.52 |
42,052 |
66,156 |
-3,804 |
Dec09 |
091005 |
181.61 |
183.79 |
176.77 |
182.21 |
-0.37 |
17,825 |
59,896 |
-1,721 |
Jan10 |
091005 |
184.73 |
186.90 |
180.00 |
185.43 |
-0.32 |
6,833 |
38,092 |
+646 |
Feb10 |
091005 |
187.21 |
189.26 |
182.85 |
187.98 |
-0.19 |
2,213 |
18,301 |
+264 |
Mar10 |
091005 |
189.97 |
190.67 |
184.35 |
189.63 |
-0.16 |
3,600 |
16,182 |
+289 |
Apr10 |
091005 |
186.95 |
190.58 |
186.95 |
190.58 |
-0.19 |
1,592 |
12,065 |
-241 |
May10 |
091005 |
190.00 |
191.78 |
187.30 |
191.78 |
-0.14 |
1,541 |
11,106 |
-213 |
Jun10 |
091005 |
193.34 |
194.41 |
188.75 |
193.08 |
-0.09 |
2,976 |
22,856 |
+36 |
Jul10 |
091005 |
194.83 |
194.83 |
194.83 |
194.83 |
-0.09 |
673 |
7,001 |
+158 |
Aug10 |
091005 |
193.22 |
196.93 |
193.22 |
196.93 |
-0.09 |
308 |
3,263 |
-32 |
Sep10 |
091005 |
199.23 |
199.23 |
199.23 |
199.23 |
-0.09 |
146 |
5,985 |
-51 |
Oct10 |
091005 |
201.58 |
201.58 |
201.58 |
201.58 |
-0.09 |
34 |
2,385 |
+20 |
Total Volume and Open Interest |
80,777 |
305,984 |
-4,331 |
Gasoline(NYMEX) |
Nov09 |
091005 |
173.98 |
176.74 |
168.85 |
175.39 |
+1.30 |
39,399 |
84,829 |
+2,357 |
Dec09 |
091005 |
174.23 |
177.60 |
169.80 |
176.21 |
+0.95 |
13,990 |
34,463 |
+169 |
Jan10 |
091005 |
174.73 |
179.76 |
172.09 |
178.43 |
+0.89 |
7,064 |
25,459 |
+559 |
Feb10 |
091005 |
177.60 |
181.10 |
174.65 |
180.78 |
+0.96 |
2,331 |
8,126 |
+400 |
Mar10 |
091005 |
179.20 |
183.16 |
177.61 |
183.16 |
+0.98 |
963 |
13,408 |
+13 |
Apr10 |
091005 |
194.95 |
195.55 |
194.95 |
195.54 |
+0.88 |
424 |
7,322 |
-87 |
May10 |
091005 |
190.50 |
197.15 |
190.50 |
196.59 |
+0.83 |
89 |
4,438 |
+20 |
Jun10 |
091005 |
196.50 |
197.39 |
194.34 |
197.39 |
+0.88 |
772 |
5,783 |
+199 |
Jul10 |
091005 |
197.79 |
197.79 |
197.79 |
197.79 |
+0.98 |
363 |
2,063 |
+224 |
Aug10 |
091005 |
197.44 |
197.44 |
197.44 |
197.44 |
+0.98 |
150 |
1,664 |
+5 |
Total Volume and Open Interest |
66,230 |
196,527 |
+4,544 |
e-miNY RBOB Gasoline(NYM) |
Nov09 |
091005 |
175.39 |
175.39 |
175.39 |
175.39 |
+1.30 |
0 |
3 |
+0 |
Dec09 |
091005 |
176.21 |
176.21 |
176.21 |
176.21 |
+0.95 |
0 |
4 |
+0 |
Jan10 |
091005 |
178.43 |
178.43 |
178.43 |
178.43 |
+0.89 |
|
|
|
Feb10 |
091005 |
180.78 |
180.78 |
180.78 |
180.78 |
+0.96 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Nov09 |
091005 |
4.735 |
5.070 |
4.671 |
4.987 |
+0.269 |
138,356 |
169,043 |
+352 |
Dec09 |
091005 |
5.525 |
5.800 |
5.474 |
5.723 |
+0.201 |
36,662 |
72,798 |
+3,782 |
Jan10 |
091005 |
5.842 |
6.050 |
5.788 |
5.995 |
+0.179 |
17,083 |
74,393 |
+318 |
Feb10 |
091005 |
5.873 |
6.107 |
5.850 |
6.042 |
+0.170 |
4,829 |
24,920 |
+558 |
Mar10 |
091005 |
5.789 |
6.013 |
5.786 |
5.965 |
+0.141 |
4,619 |
47,034 |
+426 |
Apr10 |
091005 |
5.780 |
5.974 |
5.780 |
5.924 |
+0.122 |
5,083 |
40,468 |
+821 |
May10 |
091005 |
5.819 |
5.997 |
5.819 |
5.952 |
+0.112 |
1,948 |
22,383 |
-28 |
Jun10 |
091005 |
5.910 |
6.050 |
5.888 |
6.020 |
+0.095 |
1,894 |
12,403 |
+480 |
Jul10 |
091005 |
6.054 |
6.145 |
6.040 |
6.107 |
+0.087 |
890 |
11,855 |
+108 |
Aug10 |
091005 |
6.138 |
6.230 |
6.133 |
6.184 |
+0.074 |
568 |
11,205 |
-57 |
Sep10 |
091005 |
6.174 |
6.287 |
6.174 |
6.246 |
+0.072 |
652 |
11,184 |
+99 |
Oct10 |
091005 |
6.310 |
6.451 |
6.310 |
6.399 |
+0.069 |
1,914 |
26,904 |
+8 |
Nov10 |
091005 |
6.690 |
6.804 |
6.678 |
6.764 |
+0.059 |
141 |
6,587 |
+12 |
Dec10 |
091005 |
7.069 |
7.140 |
7.043 |
7.099 |
+0.044 |
1,147 |
18,569 |
-186 |
Jan11 |
091005 |
7.297 |
7.360 |
7.267 |
7.322 |
+0.039 |
575 |
9,967 |
+15 |
Feb11 |
091005 |
7.326 |
7.335 |
7.242 |
7.302 |
+0.039 |
18 |
5,756 |
+16 |
Total Volume and Open Interest |
216,696 |
682,075 |
+6,681 |
Brent Crude Oil(ICE) |
Nov09 |
091005 |
67.45 |
68.69 |
65.90 |
68.04 |
-0.03 |
123,074 |
116,391 |
-4,894 |
Dec09 |
091005 |
68.07 |
69.49 |
66.71 |
68.83 |
-0.03 |
63,540 |
189,169 |
+879 |
Jan10 |
091005 |
69.45 |
70.08 |
67.44 |
69.56 |
-0.01 |
22,066 |
62,643 |
+602 |
Feb10 |
091005 |
70.14 |
70.38 |
68.32 |
70.25 |
-0.01 |
8,048 |
28,650 |
+490 |
Mar10 |
091005 |
70.77 |
71.24 |
69.01 |
70.94 |
+0.01 |
4,801 |
17,193 |
+614 |
Apr10 |
091005 |
71.51 |
71.92 |
69.73 |
71.64 |
+0.02 |
3,359 |
13,677 |
-91 |
May10 |
091005 |
72.14 |
72.59 |
70.42 |
72.33 |
+0.03 |
3,235 |
13,268 |
+236 |
Jun10 |
091005 |
72.79 |
73.38 |
71.10 |
72.96 |
+0.03 |
3,848 |
53,210 |
+925 |
Jul10 |
091005 |
73.26 |
73.51 |
73.15 |
73.51 |
+0.05 |
773 |
10,835 |
-17 |
Aug10 |
091005 |
73.98 |
73.98 |
73.98 |
73.98 |
+0.08 |
427 |
7,517 |
+65 |
Sep10 |
091005 |
74.40 |
74.41 |
74.40 |
74.41 |
+0.10 |
426 |
4,208 |
+61 |
Oct10 |
091005 |
74.95 |
74.95 |
74.75 |
74.82 |
+0.14 |
391 |
6,297 |
-17 |
Nov10 |
091005 |
75.14 |
75.14 |
75.14 |
75.14 |
+0.17 |
405 |
4,671 |
-28 |
Dec10 |
091005 |
75.34 |
75.89 |
73.51 |
75.45 |
+0.19 |
5,385 |
70,535 |
+155 |
Total Volume and Open Interest |
241,885 |
690,494 |
-1,018 |
Gas Oil(ICE) |
Oct09 |
091005 |
558.25 |
561.75 |
541.50 |
544.25 |
-10.00 |
20,300 |
69,022 |
-1,590 |
Nov09 |
091005 |
560.75 |
569.25 |
549.25 |
552.00 |
-9.25 |
37,038 |
101,310 |
+1,634 |
Dec09 |
091005 |
572.50 |
577.75 |
557.25 |
560.00 |
-8.75 |
18,331 |
84,646 |
+131 |
Jan10 |
091005 |
582.00 |
586.75 |
567.25 |
569.00 |
-8.25 |
5,533 |
54,667 |
+1,223 |
Feb10 |
091005 |
585.75 |
594.00 |
575.00 |
576.50 |
-8.00 |
1,371 |
25,749 |
+326 |
Mar10 |
091005 |
597.00 |
600.50 |
580.50 |
583.25 |
-8.00 |
1,242 |
27,447 |
+737 |
Apr10 |
091005 |
600.00 |
600.00 |
589.25 |
590.00 |
-7.75 |
1,672 |
15,946 |
+0 |
May10 |
091005 |
603.00 |
603.25 |
594.75 |
596.50 |
-7.50 |
1,204 |
15,639 |
+61 |
Jun10 |
091005 |
611.75 |
617.25 |
600.25 |
602.00 |
-7.50 |
1,538 |
39,262 |
+201 |
Jul10 |
091005 |
616.25 |
616.25 |
609.50 |
610.00 |
-7.50 |
220 |
12,379 |
-56 |
Total Volume and Open Interest |
92,767 |
573,725 |
+4,946 |
Ethanol(CBOT) |
Oct09 |
091005 |
1.890 |
1.897 |
1.890 |
1.894 |
+0.018 |
13 |
181 |
+4 |
Nov09 |
091005 |
1.760 |
1.785 |
1.750 |
1.776 |
+0.028 |
108 |
507 |
-17 |
Dec09 |
091005 |
1.725 |
1.750 |
1.725 |
1.748 |
+0.043 |
33 |
695 |
+19 |
Jan10 |
091005 |
1.719 |
1.735 |
1.719 |
1.733 |
+0.034 |
7 |
916 |
+6 |
Feb10 |
091005 |
1.690 |
1.725 |
1.690 |
1.725 |
+0.038 |
6 |
267 |
-3 |
Mar10 |
091005 |
1.710 |
1.725 |
1.710 |
1.725 |
+0.043 |
2 |
302 |
+1 |
Apr10 |
091005 |
1.720 |
1.720 |
1.720 |
1.720 |
+0.050 |
0 |
509 |
-7 |
May10 |
091005 |
1.680 |
1.680 |
1.680 |
1.680 |
+0.015 |
4 |
178 |
-1 |
Total Volume and Open Interest |
192 |
5,020 |
+9 |
WTI Crude Oil(ICE) |
Nov09 |
091005 |
69.75 |
70.95 |
68.06 |
70.41 |
+0.46 |
88,514 |
106,317 |
+101 |
Dec09 |
091005 |
69.95 |
71.18 |
68.32 |
70.61 |
+0.28 |
49,049 |
90,660 |
+555 |
Jan10 |
091005 |
70.82 |
71.49 |
68.72 |
70.98 |
+0.20 |
12,650 |
21,042 |
+292 |
Feb10 |
091005 |
70.41 |
71.65 |
69.41 |
71.37 |
+0.14 |
4,275 |
17,533 |
+107 |
Mar10 |
091005 |
70.87 |
72.05 |
69.86 |
71.78 |
+0.10 |
2,390 |
12,482 |
-138 |
Apr10 |
091005 |
71.38 |
72.37 |
70.35 |
72.24 |
+0.07 |
1,061 |
8,985 |
-22 |
May10 |
091005 |
72.00 |
72.86 |
70.87 |
72.74 |
+0.05 |
1,169 |
6,213 |
+66 |
Jun10 |
091005 |
72.52 |
73.69 |
71.40 |
73.24 |
+0.03 |
1,888 |
22,927 |
+75 |
Jul10 |
091005 |
73.65 |
73.65 |
73.65 |
73.65 |
+0.03 |
393 |
24,656 |
+90 |
Aug10 |
091005 |
74.00 |
74.00 |
74.00 |
74.00 |
+0.04 |
297 |
6,663 |
-9 |
Sep10 |
091005 |
73.91 |
74.35 |
73.91 |
74.35 |
+0.04 |
262 |
8,797 |
-22 |
Oct10 |
091005 |
74.71 |
74.71 |
74.71 |
74.71 |
+0.06 |
213 |
4,527 |
+17 |
Nov10 |
091005 |
75.09 |
75.09 |
75.09 |
75.09 |
+0.08 |
221 |
6,242 |
+4 |
Dec10 |
091005 |
74.92 |
75.87 |
73.59 |
75.47 |
+0.11 |
4,299 |
54,918 |
-61 |
Jan11 |
091005 |
75.68 |
75.68 |
75.68 |
75.68 |
+0.12 |
211 |
10,803 |
+11 |
Feb11 |
091005 |
75.89 |
75.89 |
75.89 |
75.89 |
+0.14 |
100 |
3,360 |
-160 |
Total Volume and Open Interest |
167,963 |
480,454 |
+1,907 |
US Dollar Index(ICE) |
Dec09 |
091005 |
77.210 |
77.235 |
76.805 |
76.835 |
-0.380 |
9,392 |
26,766 |
+723 |
Mar10 |
091005 |
77.290 |
77.340 |
77.100 |
77.100 |
-0.370 |
5 |
2,062 |
-2 |
Jun10 |
091005 |
77.335 |
77.335 |
77.335 |
77.335 |
-0.450 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,397 |
28,831 |
+721 |
Australian Dollar(CME) |
Dec09 |
091005 |
86.09 |
87.47 |
85.97 |
87.41 |
+1.39 |
119,044 |
104,051 |
-2,998 |
Mar10 |
091005 |
85.52 |
86.66 |
85.27 |
86.65 |
+1.38 |
33 |
272 |
+5 |
Jun10 |
091005 |
85.79 |
85.79 |
84.43 |
85.79 |
+1.36 |
|
|
|
Total Volume and Open Interest |
119,077 |
104,338 |
-2,993 |
British Pound(CME) |
Dec09 |
091005 |
159.20 |
160.21 |
158.97 |
159.37 |
+0.23 |
126,260 |
104,222 |
-874 |
Mar10 |
091005 |
159.60 |
160.12 |
158.99 |
159.35 |
+0.22 |
8 |
190 |
+3 |
Jun10 |
091005 |
159.34 |
159.96 |
159.12 |
159.34 |
+0.22 |
1 |
116 |
+0 |
Total Volume and Open Interest |
126,269 |
104,548 |
-871 |
Canadian Dollar(CME) |
Dec09 |
091005 |
92.55 |
93.52 |
92.37 |
93.50 |
+1.15 |
82,725 |
70,754 |
-3,132 |
Mar10 |
091005 |
93.40 |
93.50 |
92.35 |
93.50 |
+1.15 |
63 |
1,267 |
-64 |
Jun10 |
091005 |
92.94 |
93.49 |
92.34 |
93.49 |
+1.15 |
2 |
310 |
+2 |
Sep10 |
091005 |
93.47 |
93.47 |
92.32 |
93.47 |
+1.15 |
2 |
373 |
+0 |
Total Volume and Open Interest |
82,792 |
72,804 |
-3,194 |
Japanese Yen(CME) |
Dec09 |
091005 |
111.82 |
111.91 |
111.18 |
111.77 |
+0.14 |
121,864 |
118,409 |
-676 |
Mar10 |
091005 |
111.55 |
111.94 |
111.30 |
111.85 |
+0.14 |
83 |
111 |
+3 |
Jun10 |
091005 |
111.79 |
111.98 |
111.52 |
111.98 |
+0.14 |
13 |
21 |
+11 |
Total Volume and Open Interest |
121,960 |
118,562 |
-662 |
Swiss Franc(CME) |
Dec09 |
091005 |
96.71 |
97.08 |
96.58 |
97.01 |
+0.30 |
73,066 |
49,123 |
+6,964 |
Mar10 |
091005 |
97.09 |
97.11 |
96.70 |
97.09 |
+0.30 |
0 |
97 |
+0 |
Jun10 |
091005 |
97.22 |
97.22 |
96.92 |
97.22 |
+0.30 |
0 |
5 |
+0 |
Total Volume and Open Interest |
73,066 |
49,226 |
+6,964 |
EuroFX(CME) |
Dec09 |
091005 |
145.87 |
146.68 |
145.78 |
146.60 |
+0.73 |
297,781 |
169,099 |
+4,050 |
Mar10 |
091005 |
146.24 |
146.62 |
145.81 |
146.56 |
+0.73 |
187 |
689 |
+15 |
Jun10 |
091005 |
146.53 |
146.53 |
145.80 |
146.53 |
+0.73 |
0 |
61 |
+0 |
Total Volume and Open Interest |
297,968 |
169,855 |
+4,065 |
Mexican Peso(CME) |
Oct09 |
091005 |
732.0 |
732.0 |
729.2 |
732.0 |
+2.8 |
|
|
|
Nov09 |
091005 |
729.0 |
729.0 |
726.2 |
729.0 |
+2.8 |
|
|
|
Total Volume and Open Interest |
23,390 |
68,393 |
+491 |
Brazilian Real(CME) |
Nov09 |
091005 |
565.05 |
565.05 |
560.85 |
565.05 |
+4.20 |
|
|
|
Dec09 |
091005 |
558.90 |
563.00 |
557.80 |
561.20 |
+3.15 |
8 |
3,689 |
-7 |
Jan10 |
091005 |
558.60 |
558.60 |
554.45 |
558.60 |
+4.15 |
|
|
|
Feb10 |
091005 |
555.10 |
555.10 |
551.65 |
555.10 |
+3.45 |
|
|
|
Total Volume and Open Interest |
8 |
3,690 |
-7 |
30-Year T-Bonds(CBOT) |
Dec09 |
091005 |
122~130 |
123~000 |
122~070 |
122~100 |
+0~010 |
285,973 |
763,043 |
+2,117 |
Mar10 |
091005 |
122~000 |
122~120 |
121~220 |
121~230 |
+0~010 |
219 |
687 |
+181 |
Jun10 |
091005 |
120~140 |
120~140 |
120~130 |
120~140 |
+0~010 |
1 |
4 |
+0 |
Total Volume and Open Interest |
286,193 |
763,734 |
+2,298 |
10-Year T-Notes(CBOT) |
Dec09 |
091005 |
119~070 |
119~175 |
119~040 |
119~060 |
-0~010 |
1,259,625 |
1,221,611 |
+40,036 |
Mar10 |
091005 |
118~040 |
118~040 |
117~275 |
117~275 |
-0~005 |
1,309 |
1,831 |
+1,306 |
Jun10 |
091005 |
116~170 |
116~170 |
116~170 |
116~170 |
unch |
|
|
|
Total Volume and Open Interest |
1,260,934 |
1,223,442 |
+41,342 |
5-Year T-Notes(CBOT) |
Dec09 |
091005 |
116~084 |
116~112 |
116~075 |
116~077 |
-0~007 |
590,852 |
810,552 |
-9,669 |
Mar10 |
091005 |
115~045 |
115~064 |
115~045 |
115~045 |
-0~019 |
|
|
|
Jun10 |
091005 |
114~013 |
114~044 |
114~013 |
114~013 |
-0~031 |
|
|
|
Total Volume and Open Interest |
590,852 |
810,552 |
-9,669 |
2 Year T-Notes(CBOT) |
Dec09 |
091005 |
108~086 |
108~093 |
108~082 |
108~085 |
+0~001 |
323,419 |
838,351 |
+25,766 |
Mar10 |
091005 |
108~005 |
108~005 |
108~004 |
108~005 |
+0~001 |
1,170 |
1,170 |
+1,170 |
Jun10 |
091005 |
107~053 |
107~053 |
107~052 |
107~053 |
+0~001 |
|
|
|
Total Volume and Open Interest |
324,589 |
839,521 |
+26,936 |
Eurodollars(CME) |
Dec09 |
091005 |
99.635 |
99.650 |
99.635 |
99.640 |
+0.005 |
176,152 |
999,735 |
+18,083 |
Mar10 |
091005 |
99.420 |
99.440 |
99.405 |
99.415 |
unch |
279,758 |
994,662 |
+11,095 |
Jun10 |
091005 |
99.095 |
99.140 |
99.085 |
99.105 |
+0.005 |
325,397 |
842,958 |
+19,826 |
Sep10 |
091005 |
98.715 |
98.795 |
98.715 |
98.745 |
+0.005 |
288,550 |
679,270 |
+5,793 |
Dec10 |
091005 |
98.360 |
98.430 |
98.360 |
98.375 |
+0.005 |
400,846 |
837,511 |
+15,912 |
Mar11 |
091005 |
98.040 |
98.095 |
98.020 |
98.030 |
unch |
276,560 |
496,227 |
+3,848 |
Jun11 |
091005 |
97.710 |
97.770 |
97.685 |
97.690 |
-0.010 |
228,855 |
476,066 |
+2,828 |
Sep11 |
091005 |
97.410 |
97.470 |
97.380 |
97.385 |
-0.020 |
156,891 |
294,902 |
+3,768 |
Dec11 |
091005 |
97.120 |
97.185 |
97.090 |
97.100 |
-0.020 |
83,055 |
224,120 |
+3,048 |
Mar12 |
091005 |
96.880 |
96.955 |
96.860 |
96.870 |
-0.025 |
61,047 |
162,139 |
+381 |
Jun12 |
091005 |
96.695 |
96.750 |
96.655 |
96.660 |
-0.030 |
54,583 |
138,244 |
+2,768 |
Sep12 |
091005 |
96.515 |
96.585 |
96.490 |
96.495 |
-0.030 |
36,679 |
90,436 |
+3,378 |
Dec12 |
091005 |
96.360 |
96.425 |
96.330 |
96.335 |
-0.030 |
16,630 |
53,842 |
+861 |
Mar13 |
091005 |
96.275 |
96.320 |
96.225 |
96.230 |
-0.030 |
10,924 |
56,161 |
+335 |
Jun13 |
091005 |
96.165 |
96.215 |
96.115 |
96.120 |
-0.030 |
9,038 |
38,527 |
-145 |
Sep13 |
091005 |
96.075 |
96.115 |
96.015 |
96.020 |
-0.035 |
8,275 |
44,848 |
+247 |
Dec13 |
091005 |
95.980 |
95.995 |
95.905 |
95.905 |
-0.035 |
5,454 |
28,476 |
+103 |
Mar14 |
091005 |
95.910 |
95.925 |
95.835 |
95.835 |
-0.035 |
5,273 |
25,383 |
+602 |
Total Volume and Open Interest |
2,439,483 |
6,745,135 |
+91,602 |
30 Day Federal Funds(CBOT) |
Oct09 |
091005 |
99.865 |
99.868 |
99.860 |
99.863 |
+0.003 |
7,066 |
49,479 |
-2,081 |
Nov09 |
091005 |
99.840 |
99.845 |
99.840 |
99.840 |
unch |
3,451 |
64,210 |
+284 |
Dec09 |
091005 |
99.835 |
99.845 |
99.835 |
99.840 |
+0.005 |
9,975 |
62,921 |
+370 |
Jan10 |
091005 |
99.805 |
99.815 |
99.805 |
99.810 |
+0.005 |
14,584 |
60,765 |
+4,549 |
Feb10 |
091005 |
99.745 |
99.755 |
99.745 |
99.750 |
+0.005 |
14,441 |
67,241 |
-1,649 |
Mar10 |
091005 |
99.705 |
99.715 |
99.700 |
99.705 |
+0.005 |
6,280 |
39,225 |
-636 |
Total Volume and Open Interest |
68,650 |
446,247 |
+2,150 |
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 |
091005 |
99.515 |
99.515 |
99.505 |
99.515 |
+0.050 |
0 |
2,561 |
-584 |
Mar10 |
091005 |
99.550 |
99.550 |
99.550 |
99.550 |
unch |
0 |
814 |
+0 |
Jun10 |
091005 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.025 |
|
|
|
Sep10 |
091005 |
99.535 |
99.535 |
99.535 |
99.535 |
+0.005 |
|
|
|
Dec10 |
091005 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.010 |
|
|
|
Mar11 |
091005 |
99.390 |
99.390 |
99.390 |
99.390 |
-0.030 |
|
|
|
Jun11 |
091005 |
99.330 |
99.330 |
99.330 |
99.330 |
-0.015 |
|
|
|
Sep11 |
091005 |
99.330 |
99.330 |
99.330 |
99.330 |
-0.015 |
|
|
|
Dec11 |
091005 |
99.135 |
99.135 |
99.135 |
99.135 |
+0.005 |
|
|
|
Mar12 |
091005 |
99.100 |
99.100 |
99.100 |
99.100 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
3,375 |
-584 |
3-Mth Euro-Yen(SGX) |
Dec09 |
091005 |
99.52 |
99.52 |
99.51 |
99.51 |
+0.00 |
82 |
3,870 |
-1,418 |
Mar10 |
091005 |
99.55 |
99.55 |
99.55 |
99.55 |
+0.01 |
0 |
4,068 |
-300 |
Jun10 |
091005 |
99.55 |
99.55 |
99.55 |
99.55 |
+0.01 |
0 |
2,019 |
-150 |
Sep10 |
091005 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
1,524 |
-100 |
Dec10 |
091005 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.00 |
0 |
703 |
+0 |
Mar11 |
091005 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.00 |
0 |
562 |
+0 |
Jun11 |
091005 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
0 |
52 |
+0 |
Sep11 |
091005 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
0 |
51 |
+0 |
Total Volume and Open Interest |
82 |
14,321 |
-1,968 |
Japanese Gov't Bonds(SGX) |
Dec09 |
091005 |
139.69 |
140.00 |
139.43 |
139.61 |
-0.06 |
3,131 |
17,463 |
+304 |
Mar10 |
091005 |
139.38 |
139.38 |
139.38 |
139.38 |
-0.06 |
|
|
|
Jun10 |
091005 |
139.38 |
139.38 |
139.38 |
139.38 |
-0.06 |
|
|
|
Total Volume and Open Interest |
3,131 |
17,463 |
+304 |
Euro-Bund(EUREX) |
Dec09 |
091005 |
122.70 |
122.81 |
122.54 |
122.70 |
+0.03 |
938,357 |
958,507 |
-28,790 |
Mar10 |
091005 |
122.35 |
122.57 |
122.35 |
122.52 |
+0.04 |
131 |
555 |
-2 |
Jun10 |
091005 |
122.10 |
122.10 |
122.10 |
122.10 |
+0.03 |
0 |
1 |
+0 |
Total Volume and Open Interest |
938,488 |
959,063 |
-28,792 |
Euro-Bobl(EUREX) |
Dec09 |
091005 |
116.01 |
116.08 |
115.92 |
115.99 |
+0.02 |
527,206 |
676,942 |
-14,538 |
Mar10 |
091005 |
115.80 |
115.80 |
115.80 |
115.80 |
+0.02 |
0 |
1,130 |
+0 |
Jun10 |
091005 |
115.29 |
115.29 |
115.29 |
115.29 |
+0.02 |
|
|
|
Total Volume and Open Interest |
527,206 |
678,072 |
-14,538 |
3-Mth Euribor(EUREX) |
Dec09 |
091005 |
99.265 |
99.270 |
99.265 |
99.265 |
+0.005 |
174 |
12,886 |
+20 |
Mar10 |
091005 |
99.105 |
99.105 |
99.100 |
99.100 |
+0.010 |
56 |
5,277 |
-58 |
Jun10 |
091005 |
98.835 |
98.835 |
98.825 |
98.825 |
+0.010 |
15 |
4,751 |
-11 |
Total Volume and Open Interest |
249 |
26,444 |
-48 |
Long Gilt(LIFFE) |
Dec09 |
091005 |
120~02 |
120~13 |
119~28 |
120~12 |
+0~15 |
111,109 |
254,354 |
-10,935 |
Mar10 |
091005 |
118~22 |
118~24 |
118~22 |
118~24 |
+0~17 |
|
|
|
Total Volume and Open Interest |
111,109 |
254,354 |
-10,935 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091005 |
99.44 |
99.45 |
99.39 |
99.42 |
-0.02 |
48,911 |
337,880 |
-11,049 |
Mar10 |
091005 |
99.20 |
99.22 |
99.16 |
99.20 |
+0.01 |
97,547 |
368,544 |
-10,874 |
Jun10 |
091005 |
98.79 |
98.82 |
98.74 |
98.80 |
+0.02 |
108,359 |
372,003 |
+7,214 |
Sep10 |
091005 |
98.32 |
98.35 |
98.27 |
98.34 |
+0.04 |
146,635 |
287,467 |
-7,382 |
Dec10 |
091005 |
97.82 |
97.87 |
97.78 |
97.86 |
+0.05 |
145,795 |
291,563 |
+13,218 |
Mar11 |
091005 |
97.43 |
97.45 |
97.36 |
97.44 |
+0.05 |
88,311 |
231,403 |
-947 |
Total Volume and Open Interest |
754,820 |
2,355,279 |
-19,908 |
3-Mth Euribor(LIFFE) |
Dec09 |
091005 |
99.260 |
99.275 |
99.255 |
99.265 |
+0.005 |
97,108 |
653,032 |
-4,253 |
Mar10 |
091005 |
99.105 |
99.115 |
99.080 |
99.100 |
+0.010 |
109,235 |
499,683 |
+302 |
Jun10 |
091005 |
98.820 |
98.845 |
98.815 |
98.825 |
+0.010 |
137,445 |
490,266 |
+4,696 |
Total Volume and Open Interest |
820,117 |
3,115,734 |
+3,983 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091005 |
96.14 |
96.18 |
96.03 |
96.05 |
-0.09 |
12,427 |
313,748 |
-2,329 |
Mar10 |
091005 |
95.54 |
95.58 |
95.40 |
95.41 |
-0.12 |
4,563 |
169,407 |
-2,137 |
Jun10 |
091005 |
95.14 |
95.18 |
95.03 |
95.05 |
-0.10 |
2,405 |
103,157 |
-1,283 |
Sep10 |
091005 |
94.82 |
94.86 |
94.70 |
94.72 |
-0.11 |
1,208 |
69,465 |
-835 |
Dec10 |
091005 |
94.59 |
94.65 |
94.50 |
94.50 |
-0.11 |
600 |
45,967 |
-757 |
Mar11 |
091005 |
94.46 |
94.47 |
94.34 |
94.35 |
-0.09 |
180 |
25,383 |
-34 |
Jun11 |
091005 |
94.29 |
94.29 |
94.19 |
94.22 |
-0.08 |
169 |
17,571 |
+5 |
Sep11 |
091005 |
94.07 |
94.11 |
94.07 |
94.11 |
-0.08 |
100 |
9,733 |
-105 |
Dec11 |
091005 |
94.00 |
94.00 |
94.00 |
94.00 |
-0.07 |
0 |
3,911 |
+0 |
Mar12 |
091005 |
93.90 |
93.90 |
93.90 |
93.90 |
-0.07 |
0 |
1,719 |
+0 |
Total Volume and Open Interest |
21,652 |
760,645 |
-7,475 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091005 |
94.81 |
94.85 |
94.69 |
94.73 |
-0.10 |
23,126 |
327,884 |
-8,160 |
Mar10 |
091005 |
94.73 |
94.73 |
94.73 |
94.73 |
-0.10 |
|
|
|
Total Volume and Open Interest |
23,126 |
327,884 |
-8,160 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091005 |
95.18 |
95.25 |
95.01 |
95.04 |
-0.16 |
45,554 |
413,075 |
-27,251 |
Mar10 |
091005 |
95.04 |
95.04 |
95.04 |
95.04 |
-0.16 |
|
|
|
Total Volume and Open Interest |
45,554 |
413,075 |
-27,251 |
Gold(CMX) |
Oct09 |
091005 |
1004.1 |
1017.6 |
1003.0 |
1016.7 |
+13.5 |
247 |
464 |
-147 |
Dec09 |
091005 |
1004.0 |
1018.9 |
1001.6 |
1017.8 |
+13.5 |
141,245 |
330,351 |
+9,038 |
Feb10 |
091005 |
1003.6 |
1019.7 |
1003.0 |
1018.9 |
+13.5 |
3,617 |
28,312 |
+1,878 |
Apr10 |
091005 |
1005.0 |
1021.0 |
1004.0 |
1019.9 |
+13.5 |
790 |
24,772 |
-36 |
Jun10 |
091005 |
1005.5 |
1021.8 |
1005.5 |
1021.0 |
+13.4 |
179 |
12,990 |
-58 |
Aug10 |
091005 |
1011.7 |
1022.7 |
1010.0 |
1022.4 |
+13.4 |
459 |
7,512 |
-74 |
Oct10 |
091005 |
1018.5 |
1024.1 |
1018.5 |
1024.1 |
+13.3 |
4 |
4,379 |
-4 |
Dec10 |
091005 |
1012.6 |
1027.1 |
1011.4 |
1026.2 |
+13.3 |
787 |
11,324 |
+230 |
Feb11 |
091005 |
1028.8 |
1028.8 |
1028.8 |
1028.8 |
+13.4 |
1 |
1,019 |
+0 |
Apr11 |
091005 |
1031.7 |
1031.7 |
1031.7 |
1031.7 |
+13.4 |
0 |
447 |
+0 |
Jun11 |
091005 |
1034.9 |
1034.9 |
1034.9 |
1034.9 |
+13.3 |
0 |
9,302 |
+0 |
Aug11 |
091005 |
1038.4 |
1038.4 |
1038.4 |
1038.4 |
+13.1 |
|
|
|
Total Volume and Open Interest |
148,050 |
452,778 |
+10,956 |
Silver(CMX) |
Dec09 |
091005 |
1620.0 |
1668.5 |
1603.5 |
1653.5 |
+30.5 |
31,802 |
92,150 |
+582 |
Mar10 |
091005 |
1617.0 |
1664.0 |
1617.0 |
1656.4 |
+30.5 |
2,675 |
16,951 |
+602 |
May10 |
091005 |
1616.5 |
1659.0 |
1616.5 |
1658.0 |
+30.5 |
206 |
2,424 |
+46 |
Jul10 |
091005 |
1665.0 |
1665.0 |
1659.7 |
1659.7 |
+30.5 |
42 |
3,097 |
-14 |
Sep10 |
091005 |
1630.5 |
1661.4 |
1630.5 |
1661.4 |
+30.5 |
110 |
2,451 |
+80 |
Dec10 |
091005 |
1644.5 |
1664.7 |
1629.5 |
1664.7 |
+30.5 |
310 |
3,096 |
+38 |
Mar11 |
091005 |
1668.9 |
1668.9 |
1668.9 |
1668.9 |
+30.9 |
0 |
37 |
+0 |
Total Volume and Open Interest |
35,206 |
128,036 |
+1,322 |
Platinum(NYMEX) |
Oct09 |
091005 |
1281.0 |
1294.6 |
1279.0 |
1294.6 |
+19.0 |
77 |
228 |
+27 |
Jan10 |
091005 |
1284.0 |
1304.4 |
1280.2 |
1301.8 |
+18.4 |
2,297 |
28,533 |
+90 |
Apr10 |
091005 |
1301.5 |
1306.8 |
1301.5 |
1306.8 |
+18.4 |
47 |
333 |
+47 |
Total Volume and Open Interest |
2,421 |
29,094 |
+164 |
Palladium(NYMEX) |
Dec09 |
091005 |
300.50 |
303.90 |
296.50 |
303.30 |
+5.10 |
1,369 |
19,918 |
-17 |
Mar10 |
091005 |
299.45 |
304.40 |
299.45 |
304.40 |
+5.10 |
11 |
276 |
+11 |
Jun10 |
091005 |
305.85 |
305.85 |
305.85 |
305.85 |
+5.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,380 |
20,199 |
-6 |
Copper(CMX) |
Dec09 |
091005 |
268.90 |
274.00 |
265.30 |
272.70 |
+4.55 |
21,955 |
83,701 |
+447 |
Mar10 |
091005 |
267.85 |
275.00 |
267.50 |
274.05 |
+4.50 |
1,698 |
15,318 |
+130 |
May10 |
091005 |
271.40 |
274.40 |
269.50 |
274.40 |
+4.45 |
55 |
2,581 |
+34 |
Jul10 |
091005 |
274.40 |
274.40 |
274.40 |
274.40 |
+4.45 |
3 |
2,015 |
+2 |
Sep10 |
091005 |
274.20 |
274.20 |
274.20 |
274.20 |
+4.45 |
1 |
1,494 |
+0 |
Total Volume and Open Interest |
25,498 |
115,723 |
+638 |
DJIA Index(CBOT) |
Dec09 |
091005 |
9422 |
9570 |
9420 |
9546 |
+111 |
852 |
12,312 |
-37 |
Mar10 |
091005 |
9399 |
9505 |
9399 |
9487 |
+111 |
19 |
831 |
-9 |
Jun10 |
091005 |
9430 |
9430 |
9320 |
9430 |
+110 |
|
|
|
Sep10 |
091005 |
9376 |
9376 |
9265 |
9376 |
+111 |
|
|
|
Total Volume and Open Interest |
871 |
13,143 |
-46 |
E-mini DJIA Index(CBOT) |
Dec09 |
091005 |
9432 |
9568 |
9416 |
9546 |
+111 |
180,127 |
67,657 |
-3,104 |
Mar10 |
091005 |
9400 |
9500 |
9389 |
9487 |
+111 |
52 |
208 |
+5 |
Jun10 |
091005 |
9355 |
9430 |
9355 |
9430 |
+110 |
0 |
2 |
+0 |
Sep10 |
091005 |
9376 |
9376 |
9376 |
9376 |
+111 |
|
|
|
Total Volume and Open Interest |
180,179 |
67,867 |
-3,099 |
S & P 500(CME) |
Dec09 |
091005 |
1021.70 |
1038.50 |
1019.60 |
1036.40 |
+14.70 |
32,821 |
378,194 |
+3,782 |
Mar10 |
091005 |
1032.00 |
1032.10 |
1031.80 |
1031.80 |
+14.70 |
16 |
4,298 |
+12 |
Jun10 |
091005 |
1027.90 |
1028.20 |
1016.20 |
1027.90 |
+14.70 |
0 |
181 |
+0 |
Sep10 |
091005 |
1024.90 |
1025.20 |
1013.20 |
1024.90 |
+14.70 |
|
|
|
Total Volume and Open Interest |
32,837 |
382,678 |
+3,794 |
S & P 500 E-Mini(Globex) |
Dec09 |
091005 |
1021.75 |
1038.50 |
1019.50 |
1036.50 |
+14.75 |
2,564,606 |
2,377,429 |
+44,090 |
Mar10 |
091005 |
1015.50 |
1034.00 |
1015.25 |
1031.75 |
+14.75 |
2,444 |
3,221 |
+489 |
Total Volume and Open Interest |
2,567,057 |
2,380,664 |
+44,580 |
NASDAQ 100(CME) |
Dec09 |
091005 |
1660.30 |
1682.00 |
1659.00 |
1674.00 |
+11.70 |
2,639 |
17,486 |
+284 |
Mar10 |
091005 |
1672.00 |
1672.00 |
1671.30 |
1672.00 |
+11.70 |
1 |
6 |
+1 |
Jun10 |
091005 |
1671.00 |
1671.00 |
1670.30 |
1671.00 |
+11.70 |
|
|
|
Total Volume and Open Interest |
2,640 |
17,492 |
+285 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091005 |
1662.50 |
1681.30 |
1658.00 |
1674.00 |
+11.70 |
367,020 |
326,418 |
+11,008 |
Mar10 |
091005 |
1668.30 |
1678.50 |
1656.80 |
1672.00 |
+11.70 |
186 |
222 |
+103 |
Total Volume and Open Interest |
367,206 |
326,641 |
+11,111 |
S & P Midcap 400(CME) |
Dec09 |
091005 |
664.50 |
676.50 |
662.00 |
676.40 |
+14.90 |
21 |
2,497 |
-10 |
Mar10 |
091005 |
674.30 |
674.30 |
673.50 |
674.30 |
+14.80 |
|
|
|
Jun10 |
091005 |
672.30 |
672.30 |
671.50 |
672.30 |
+14.80 |
|
|
|
Total Volume and Open Interest |
21 |
2,497 |
-10 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
091005 |
9775 |
9800 |
9685 |
9785 |
+50 |
12,514 |
30,255 |
+20 |
Mar10 |
091005 |
9810 |
9810 |
9760 |
9810 |
+50 |
|
|
|
Total Volume and Open Interest |
12,514 |
30,255 |
+20 |
Nikkei 225(SGX) |
Dec09 |
091005 |
9720 |
9775 |
9560 |
9690 |
-55 |
95,891 |
158,935 |
-17,714 |
Mar10 |
091005 |
9690 |
9690 |
9690 |
9690 |
-75 |
42 |
551 |
-5 |
Jun10 |
091005 |
9730 |
9730 |
9730 |
9730 |
-50 |
0 |
321 |
+0 |
Total Volume and Open Interest |
97,489 |
168,160 |
-17,233 |
CAC 40(EURONEXT) |
Oct09 |
091005 |
3648.0 |
3693.5 |
3629.0 |
3676.5 |
+28.0 |
164,763 |
458,822 |
+19,711 |
Nov09 |
091005 |
3638.0 |
3675.0 |
3621.0 |
3662.5 |
+28.5 |
68 |
1,457 |
+27 |
Dec09 |
091005 |
3626.0 |
3668.0 |
3612.0 |
3655.5 |
+28.0 |
638 |
39,491 |
-57 |
Total Volume and Open Interest |
165,469 |
501,222 |
+19,681 |
Hang Seng Index(HKFE) |
Oct09 |
091005 |
20273 |
20480 |
20220 |
20396 |
+135 |
48,738 |
78,669 |
+433 |
Nov09 |
091005 |
20211 |
20430 |
20211 |
20360 |
+147 |
483 |
298 |
+0 |
Dec09 |
091005 |
20240 |
20414 |
20233 |
20345 |
+135 |
308 |
4,716 |
+146 |
Total Volume and Open Interest |
49,549 |
83,937 |
+787 |
DAX(EUREX) |
Dec09 |
091005 |
5470.5 |
5549.0 |
5442.0 |
5508.5 |
+24.5 |
190,053 |
168,334 |
+2,667 |
Mar10 |
091005 |
5481.0 |
5549.0 |
5450.0 |
5510.5 |
+24.0 |
478 |
5,738 |
+228 |
Jun10 |
091005 |
5478.0 |
5518.0 |
5478.0 |
5518.0 |
+24.5 |
285 |
872 |
+227 |
Total Volume and Open Interest |
190,816 |
174,944 |
+3,122 |
FT-SE 100(EURONEXT) |
Dec09 |
091005 |
4975.00 |
5021.50 |
4944.00 |
4992.00 |
+26.00 |
157,341 |
630,799 |
+3,084 |
Mar10 |
091005 |
4901.50 |
4944.50 |
4901.50 |
4944.50 |
+26.00 |
137 |
4,162 |
+21 |
Jun10 |
091005 |
4870.00 |
4901.50 |
4861.00 |
4901.50 |
+26.00 |
10 |
550 |
+10 |
Total Volume and Open Interest |
157,488 |
635,511 |
+3,115 |
SPI 200(SFE) |
Dec09 |
091005 |
4608.0 |
4628.0 |
4542.0 |
4583.0 |
-26.0 |
19,033 |
212,053 |
-7,576 |
Mar10 |
091005 |
4536.0 |
4577.0 |
4536.0 |
4572.0 |
-25.0 |
25 |
4,638 |
+17 |
Jun10 |
091005 |
4592.0 |
4592.0 |
4592.0 |
4592.0 |
-25.0 |
0 |
1,409 |
+0 |
Total Volume and Open Interest |
19,058 |
218,270 |
-7,559 |
GSCI(CME) |
Oct09 |
091005 |
449.50 |
460.00 |
447.00 |
457.50 |
+5.00 |
877 |
17,644 |
+49 |
Nov09 |
091005 |
457.50 |
466.00 |
453.50 |
463.25 |
+4.15 |
77 |
160 |
+75 |
Dec09 |
091005 |
461.50 |
472.00 |
460.00 |
470.00 |
+4.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
956 |
17,804 |
+124 |
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. |
|
|