|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue October 06, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov09 |
091006 |
884.50 |
921.00 |
884.25 |
910.00 |
+25.00 |
88,871 |
227,634 |
-6,620 |
Jan10 |
091006 |
889.75 |
925.25 |
889.00 |
914.25 |
+23.50 |
21,751 |
89,591 |
+3,700 |
Mar10 |
091006 |
890.00 |
923.00 |
888.25 |
914.25 |
+23.50 |
15,257 |
39,797 |
+4,962 |
May10 |
091006 |
889.50 |
920.00 |
887.75 |
913.75 |
+23.25 |
4,950 |
26,061 |
+768 |
Jul10 |
091006 |
893.25 |
925.00 |
891.00 |
916.25 |
+22.00 |
6,494 |
33,188 |
+740 |
Aug10 |
091006 |
910.00 |
922.00 |
890.00 |
915.00 |
+25.00 |
154 |
437 |
+72 |
Sep10 |
091006 |
907.00 |
909.00 |
887.00 |
909.00 |
+22.00 |
92 |
202 |
+15 |
Nov10 |
091006 |
886.75 |
917.00 |
882.00 |
909.25 |
+22.25 |
7,627 |
34,717 |
+2,244 |
Jan11 |
091006 |
914.75 |
915.00 |
893.00 |
915.00 |
+22.00 |
3 |
217 |
+3 |
Mar11 |
091006 |
918.00 |
918.00 |
895.00 |
918.00 |
+23.00 |
0 |
45 |
+0 |
May11 |
091006 |
919.00 |
919.00 |
896.00 |
919.00 |
+23.00 |
0 |
2 |
+0 |
Jul11 |
091006 |
919.00 |
919.00 |
897.25 |
919.00 |
+21.75 |
0 |
21 |
+0 |
Aug11 |
091006 |
918.00 |
918.00 |
896.00 |
918.00 |
+22.00 |
|
|
|
Sep11 |
091006 |
916.00 |
916.00 |
895.00 |
916.00 |
+21.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
145,200 |
453,114 |
+5,885 |
Soybean Meal(CBOT) |
Oct09 |
091006 |
275.50 |
289.10 |
275.50 |
285.50 |
+10.00 |
3,331 |
6,352 |
-1,411 |
Dec09 |
091006 |
270.10 |
282.70 |
269.60 |
277.50 |
+7.00 |
23,546 |
77,092 |
-263 |
Jan10 |
091006 |
267.10 |
279.00 |
267.00 |
273.60 |
+5.70 |
1,652 |
14,628 |
+187 |
Mar10 |
091006 |
264.30 |
275.00 |
263.30 |
270.30 |
+4.90 |
1,781 |
14,124 |
-41 |
May10 |
091006 |
262.00 |
271.40 |
261.30 |
267.50 |
+4.50 |
1,155 |
15,500 |
+135 |
Jul10 |
091006 |
261.50 |
272.80 |
260.90 |
268.00 |
+4.30 |
2,419 |
10,657 |
+614 |
Aug10 |
091006 |
262.00 |
272.50 |
262.00 |
268.90 |
+4.40 |
548 |
2,574 |
+80 |
Sep10 |
091006 |
264.00 |
272.00 |
264.00 |
268.40 |
+4.40 |
206 |
2,649 |
+70 |
Oct10 |
091006 |
262.00 |
268.30 |
260.20 |
264.50 |
+4.30 |
89 |
2,150 |
+27 |
Dec10 |
091006 |
260.00 |
268.20 |
260.00 |
265.00 |
+4.30 |
394 |
7,605 |
+205 |
Total Volume and Open Interest |
35,121 |
153,958 |
-397 |
Soybean Oil(CBOT) |
Oct09 |
091006 |
33.75 |
34.33 |
33.75 |
33.94 |
+0.41 |
2,898 |
1,839 |
-1,074 |
Dec09 |
091006 |
33.77 |
34.66 |
33.77 |
34.26 |
+0.41 |
22,107 |
122,008 |
-738 |
Jan10 |
091006 |
34.25 |
35.05 |
34.25 |
34.66 |
+0.40 |
4,404 |
32,731 |
+384 |
Mar10 |
091006 |
34.54 |
35.39 |
34.50 |
35.00 |
+0.39 |
2,089 |
16,891 |
-409 |
May10 |
091006 |
34.80 |
35.64 |
34.79 |
35.28 |
+0.40 |
966 |
10,305 |
+40 |
Jul10 |
091006 |
35.04 |
35.88 |
35.04 |
35.53 |
+0.42 |
1,578 |
10,945 |
+316 |
Aug10 |
091006 |
35.15 |
35.75 |
35.15 |
35.65 |
+0.44 |
178 |
890 |
+2 |
Sep10 |
091006 |
35.83 |
36.01 |
35.70 |
35.75 |
+0.44 |
227 |
635 |
+63 |
Oct10 |
091006 |
35.91 |
36.05 |
35.83 |
35.83 |
+0.42 |
67 |
484 |
+0 |
Dec10 |
091006 |
35.61 |
36.45 |
35.61 |
36.05 |
+0.44 |
183 |
9,737 |
-33 |
Total Volume and Open Interest |
34,697 |
206,477 |
-1,449 |
Canola(WCE) |
Nov09 |
091006 |
371.5 |
377.6 |
368.2 |
373.5 |
+2.3 |
7,389 |
51,580 |
-6,297 |
Jan10 |
091006 |
377.0 |
382.6 |
376.1 |
379.0 |
+2.8 |
3,483 |
43,627 |
+2,381 |
Mar10 |
091006 |
382.2 |
387.3 |
381.7 |
383.4 |
+2.7 |
93 |
3,504 |
+82 |
May10 |
091006 |
387.2 |
387.4 |
387.2 |
387.4 |
+2.7 |
60 |
1,117 |
+36 |
Jul10 |
091006 |
389.0 |
389.5 |
389.0 |
389.3 |
+3.6 |
21 |
1,078 |
-20 |
Total Volume and Open Interest |
11,073 |
101,048 |
-3,818 |
Corn(CBOT) |
Dec09 |
091006 |
342.00 |
370.00 |
342.00 |
358.25 |
+16.75 |
152,341 |
512,348 |
+5,578 |
Mar10 |
091006 |
354.50 |
382.25 |
354.50 |
370.50 |
+16.25 |
34,112 |
162,897 |
+1,906 |
May10 |
091006 |
364.75 |
390.50 |
363.75 |
378.75 |
+15.50 |
7,129 |
35,087 |
+627 |
Jul10 |
091006 |
371.50 |
398.00 |
371.50 |
386.25 |
+15.25 |
8,969 |
64,476 |
+763 |
Sep10 |
091006 |
384.00 |
405.00 |
384.00 |
394.00 |
+14.50 |
1,165 |
15,286 |
+267 |
Dec10 |
091006 |
389.75 |
415.00 |
389.75 |
403.50 |
+13.75 |
9,276 |
77,661 |
+1,341 |
Mar11 |
091006 |
405.00 |
425.00 |
405.00 |
414.50 |
+13.25 |
96 |
2,476 |
+49 |
May11 |
091006 |
420.00 |
432.00 |
409.25 |
422.00 |
+12.75 |
0 |
243 |
+0 |
Jul11 |
091006 |
424.00 |
437.00 |
424.00 |
428.75 |
+13.75 |
16 |
1,638 |
+3 |
Sep11 |
091006 |
422.00 |
423.00 |
404.25 |
417.00 |
+12.75 |
14 |
241 |
+7 |
Total Volume and Open Interest |
213,263 |
878,999 |
+10,561 |
Wheat(CBOT) |
Dec09 |
091006 |
443.00 |
471.50 |
442.75 |
460.25 |
+17.50 |
29,941 |
200,811 |
-1,074 |
Mar10 |
091006 |
464.25 |
490.75 |
464.25 |
479.25 |
+17.00 |
8,295 |
50,177 |
+372 |
May10 |
091006 |
476.00 |
502.25 |
476.00 |
492.00 |
+17.50 |
630 |
8,104 |
-52 |
Jul10 |
091006 |
489.25 |
514.00 |
488.50 |
504.00 |
+17.50 |
1,677 |
48,482 |
+9 |
Sep10 |
091006 |
513.00 |
526.50 |
513.00 |
516.25 |
+15.25 |
34 |
1,010 |
-5 |
Dec10 |
091006 |
525.75 |
553.00 |
525.75 |
542.25 |
+16.00 |
550 |
22,603 |
-34 |
Total Volume and Open Interest |
41,207 |
332,654 |
-759 |
Wheat(KCBT) |
Dec09 |
091006 |
462.00 |
488.25 |
461.50 |
475.50 |
+13.75 |
9,414 |
60,380 |
+1,407 |
Mar10 |
091006 |
477.00 |
503.50 |
477.00 |
491.00 |
+13.75 |
2,030 |
21,931 |
+457 |
May10 |
091006 |
503.00 |
514.25 |
498.00 |
502.50 |
+13.75 |
348 |
4,857 |
+125 |
Jul10 |
091006 |
502.25 |
525.75 |
502.25 |
514.00 |
+13.75 |
688 |
18,270 |
+102 |
Sep10 |
091006 |
524.75 |
536.25 |
524.75 |
525.50 |
+13.75 |
38 |
1,138 |
+7 |
Dec10 |
091006 |
534.25 |
554.25 |
533.00 |
543.00 |
+13.75 |
518 |
16,745 |
-209 |
Total Volume and Open Interest |
13,050 |
123,578 |
+1,898 |
Wheat(MGE) |
Dec09 |
091006 |
480.75 |
506.50 |
480.50 |
496.50 |
+15.50 |
2,779 |
20,378 |
-566 |
Mar10 |
091006 |
509.00 |
521.00 |
505.25 |
511.00 |
+15.50 |
657 |
10,228 |
+246 |
May10 |
091006 |
519.50 |
531.75 |
516.25 |
521.75 |
+15.75 |
152 |
3,588 |
-40 |
Jul10 |
091006 |
522.50 |
542.25 |
522.50 |
532.00 |
+16.25 |
224 |
6,827 |
-39 |
Sep10 |
091006 |
539.75 |
552.25 |
538.00 |
543.00 |
+16.25 |
69 |
1,894 |
+11 |
Total Volume and Open Interest |
3,923 |
45,894 |
-389 |
Oats(CBOT) |
Dec09 |
091006 |
224.00 |
231.75 |
223.50 |
228.25 |
+6.25 |
512 |
9,283 |
-66 |
Mar10 |
091006 |
237.25 |
243.25 |
235.50 |
241.75 |
+6.25 |
18 |
3,768 |
+9 |
May10 |
091006 |
250.25 |
250.25 |
244.00 |
250.25 |
+6.25 |
0 |
14 |
+0 |
Jul10 |
091006 |
259.75 |
259.75 |
253.50 |
259.75 |
+6.25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
530 |
13,094 |
-57 |
Rough Rice(CBOT) |
Nov09 |
091006 |
13.10 |
13.23 |
13.05 |
13.15 |
+0.02 |
494 |
6,552 |
-105 |
Jan10 |
091006 |
13.35 |
13.47 |
13.35 |
13.40 |
+0.02 |
237 |
2,640 |
+93 |
Mar10 |
091006 |
13.61 |
13.66 |
13.61 |
13.65 |
+0.01 |
22 |
1,254 |
+9 |
May10 |
091006 |
13.89 |
13.89 |
13.88 |
13.89 |
+0.01 |
11 |
399 |
+7 |
Total Volume and Open Interest |
851 |
11,587 |
+80 |
Live Cattle(CME) |
Oct09 |
091006 |
82.700 |
82.800 |
81.885 |
82.300 |
-0.380 |
13,607 |
19,785 |
-872 |
Dec09 |
091006 |
84.100 |
84.150 |
83.400 |
83.550 |
-0.350 |
16,371 |
123,297 |
-23 |
Feb10 |
091006 |
84.700 |
84.885 |
84.200 |
84.450 |
-0.085 |
3,742 |
53,784 |
+486 |
Apr10 |
091006 |
86.450 |
86.950 |
86.250 |
86.635 |
+0.135 |
3,471 |
38,273 |
+104 |
Jun10 |
091006 |
83.285 |
83.900 |
83.200 |
83.635 |
+0.350 |
822 |
14,480 |
+470 |
Aug10 |
091006 |
84.350 |
84.800 |
84.250 |
84.600 |
+0.250 |
290 |
2,591 |
+97 |
Total Volume and Open Interest |
38,344 |
255,710 |
+287 |
Feeder Cattle(CME) |
Oct09 |
091006 |
93.300 |
93.300 |
92.350 |
92.850 |
-0.500 |
1,047 |
4,457 |
-296 |
Nov09 |
091006 |
93.400 |
93.400 |
92.250 |
92.750 |
-0.550 |
2,078 |
14,074 |
+88 |
Jan10 |
091006 |
94.200 |
94.200 |
93.330 |
93.785 |
-0.445 |
781 |
5,567 |
+222 |
Mar10 |
091006 |
95.400 |
95.400 |
94.200 |
95.100 |
-0.185 |
190 |
1,801 |
+46 |
Apr10 |
091006 |
96.000 |
96.300 |
95.500 |
96.285 |
-0.065 |
32 |
518 |
+16 |
May10 |
091006 |
97.000 |
97.300 |
96.600 |
97.135 |
-0.295 |
48 |
983 |
+15 |
Aug10 |
091006 |
98.800 |
98.800 |
98.050 |
98.285 |
-0.515 |
15 |
201 |
-5 |
Total Volume and Open Interest |
4,191 |
27,601 |
+86 |
Lean Hogs(CME) |
Oct09 |
091006 |
49.035 |
50.830 |
48.900 |
50.100 |
+1.050 |
1,925 |
10,589 |
-864 |
Dec09 |
091006 |
47.550 |
50.050 |
47.400 |
49.130 |
+1.530 |
13,036 |
75,341 |
+2,249 |
Feb10 |
091006 |
54.800 |
57.300 |
54.485 |
56.235 |
+1.485 |
2,275 |
29,880 |
-227 |
Apr10 |
091006 |
60.000 |
62.800 |
60.000 |
61.950 |
+1.750 |
1,100 |
16,072 |
+163 |
May10 |
091006 |
67.600 |
69.000 |
67.600 |
68.725 |
+1.325 |
8 |
944 |
-1 |
Jun10 |
091006 |
69.385 |
71.650 |
69.285 |
70.850 |
+1.315 |
498 |
9,791 |
+139 |
Jul10 |
091006 |
69.000 |
70.800 |
69.000 |
70.550 |
+1.265 |
93 |
2,398 |
+31 |
Aug10 |
091006 |
69.250 |
71.000 |
69.250 |
70.500 |
+0.700 |
273 |
1,677 |
+55 |
Total Volume and Open Interest |
19,534 |
147,916 |
+1,834 |
Class III Milk(CME) |
Oct09 |
091006 |
12.72 |
12.86 |
12.72 |
12.84 |
+0.04 |
79 |
3,665 |
-55 |
Nov09 |
091006 |
14.09 |
14.30 |
14.00 |
14.21 |
+0.21 |
145 |
4,063 |
+31 |
Dec09 |
091006 |
14.49 |
14.73 |
14.45 |
14.65 |
+0.16 |
162 |
4,129 |
+60 |
Jan10 |
091006 |
14.50 |
14.59 |
14.50 |
14.58 |
+0.09 |
121 |
1,893 |
+32 |
Feb10 |
091006 |
14.50 |
14.55 |
14.39 |
14.53 |
+0.05 |
16 |
1,274 |
+4 |
Total Volume and Open Interest |
728 |
21,623 |
+152 |
Cocoa(ICE) |
Dec09 |
091006 |
3242 |
3248 |
3162 |
3211 |
-29 |
17,523 |
59,458 |
+2,960 |
Mar10 |
091006 |
3253 |
3263 |
3185 |
3234 |
-24 |
2,696 |
37,190 |
+1,128 |
May10 |
091006 |
3253 |
3270 |
3197 |
3246 |
-24 |
479 |
12,288 |
+409 |
Jul10 |
091006 |
3214 |
3255 |
3207 |
3241 |
-20 |
82 |
4,686 |
+112 |
Sep10 |
091006 |
3211 |
3248 |
3205 |
3238 |
-17 |
20 |
3,798 |
+5 |
Dec10 |
091006 |
3213 |
3244 |
3213 |
3242 |
-19 |
0 |
2,055 |
+0 |
Mar11 |
091006 |
3242 |
3242 |
3200 |
3232 |
-29 |
500 |
5,302 |
+500 |
Total Volume and Open Interest |
21,301 |
128,965 |
+5,114 |
Coffee "C"(ICE) |
Dec09 |
091006 |
130.00 |
135.35 |
129.70 |
133.60 |
+4.15 |
7,905 |
60,690 |
+599 |
Mar10 |
091006 |
133.00 |
138.20 |
132.65 |
136.50 |
+4.05 |
2,376 |
19,807 |
+156 |
May10 |
091006 |
135.00 |
140.00 |
134.85 |
138.40 |
+4.00 |
267 |
9,873 |
+206 |
Jul10 |
091006 |
136.95 |
141.60 |
136.95 |
140.25 |
+4.00 |
64 |
3,051 |
+36 |
Sep10 |
091006 |
138.75 |
143.40 |
138.75 |
142.10 |
+4.00 |
14 |
3,548 |
+0 |
Dec10 |
091006 |
142.60 |
146.05 |
142.60 |
144.70 |
+4.00 |
1 |
2,085 |
+0 |
Total Volume and Open Interest |
10,638 |
100,001 |
+1,006 |
Orange Juice(ICE) |
Nov09 |
091006 |
94.50 |
94.90 |
92.00 |
93.95 |
unch |
827 |
18,094 |
+123 |
Jan10 |
091006 |
98.20 |
98.35 |
95.50 |
97.50 |
+0.15 |
239 |
6,567 |
+274 |
Mar10 |
091006 |
101.00 |
101.55 |
100.75 |
100.95 |
+0.15 |
142 |
3,958 |
+135 |
May10 |
091006 |
104.50 |
104.50 |
104.25 |
104.25 |
+0.15 |
1 |
541 |
+1 |
Jul10 |
091006 |
107.25 |
107.25 |
107.25 |
107.25 |
+0.15 |
0 |
122 |
+0 |
Sep10 |
091006 |
109.00 |
109.00 |
109.00 |
109.00 |
+0.15 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,209 |
29,465 |
+533 |
Sugar #11(ICE) |
Mar10 |
091006 |
24.10 |
24.62 |
23.51 |
24.00 |
-0.19 |
27,714 |
377,877 |
+2,048 |
May10 |
091006 |
23.13 |
23.57 |
22.35 |
22.95 |
-0.20 |
7,831 |
90,443 |
+1,189 |
Jul10 |
091006 |
21.60 |
21.99 |
21.00 |
21.50 |
-0.12 |
3,073 |
119,580 |
-18 |
Oct10 |
091006 |
20.76 |
21.05 |
20.05 |
20.63 |
-0.11 |
1,723 |
83,491 |
+183 |
Mar11 |
091006 |
20.20 |
20.37 |
19.54 |
20.04 |
-0.11 |
975 |
46,257 |
+132 |
Total Volume and Open Interest |
42,102 |
773,850 |
+3,757 |
London Cocoa(LCE) |
Dec09 |
091006 |
2126 |
2134 |
2087 |
2120 |
-13 |
10,581 |
54,682 |
+1,278 |
Mar10 |
091006 |
2146 |
2155 |
2113 |
2144 |
-9 |
4,014 |
34,335 |
+706 |
May10 |
091006 |
2168 |
2179 |
2134 |
2165 |
-9 |
2,156 |
44,116 |
+154 |
Jul10 |
091006 |
2105 |
2118 |
2087 |
2110 |
-8 |
243 |
10,206 |
+158 |
Sep10 |
091006 |
2101 |
2110 |
2082 |
2101 |
-6 |
154 |
3,769 |
+142 |
Dec10 |
091006 |
2064 |
2086 |
2064 |
2086 |
+10 |
250 |
1,227 |
+115 |
Mar11 |
091006 |
2078 |
2081 |
2058 |
2077 |
+7 |
0 |
6,174 |
+0 |
Total Volume and Open Interest |
4,338 |
152,271 |
+399 |
London Sugar(LCE) |
Dec09 |
091006 |
603.10 |
609.00 |
596.80 |
605.50 |
+7.70 |
1,851 |
23,835 |
-460 |
Mar10 |
091006 |
621.60 |
629.00 |
616.90 |
626.00 |
+8.50 |
1,126 |
29,417 |
-870 |
May10 |
091006 |
607.80 |
612.40 |
599.30 |
607.60 |
+5.70 |
246 |
8,259 |
-24 |
Aug10 |
091006 |
579.70 |
584.30 |
573.50 |
580.00 |
+5.60 |
61 |
7,382 |
-6 |
Oct10 |
091006 |
554.40 |
557.40 |
549.50 |
553.70 |
+4.20 |
312 |
3,914 |
+157 |
Total Volume and Open Interest |
3,596 |
73,758 |
-1,203 |
Cotton(ICE) |
Oct09 |
091006 |
61.67 |
63.30 |
61.67 |
62.07 |
+1.42 |
1 |
9 |
-13 |
Dec09 |
091006 |
61.70 |
63.87 |
61.08 |
62.98 |
+1.39 |
5,862 |
100,234 |
-872 |
Mar10 |
091006 |
63.88 |
66.20 |
63.50 |
65.35 |
+1.30 |
1,378 |
31,538 |
+887 |
May10 |
091006 |
65.82 |
67.40 |
65.82 |
66.65 |
+1.31 |
86 |
3,361 |
+5 |
Jul10 |
091006 |
67.90 |
68.05 |
67.55 |
67.73 |
+1.32 |
57 |
4,975 |
-10 |
Oct10 |
091006 |
68.73 |
68.73 |
68.73 |
68.73 |
+1.32 |
0 |
70 |
+0 |
Total Volume and Open Interest |
7,438 |
144,563 |
+53 |
Lumber(CME) |
Nov09 |
091006 |
171.9 |
176.9 |
170.5 |
171.3 |
-1.4 |
951 |
5,151 |
-472 |
Jan10 |
091006 |
190.7 |
194.6 |
189.0 |
189.0 |
-2.0 |
734 |
4,956 |
+167 |
Mar10 |
091006 |
203.5 |
206.4 |
202.9 |
204.3 |
+0.3 |
0 |
161 |
+0 |
May10 |
091006 |
216.0 |
216.5 |
216.0 |
216.0 |
unch |
0 |
23 |
+0 |
Total Volume and Open Interest |
1,686 |
10,296 |
-304 |
Crude Oil(NYM) |
Nov09 |
091006 |
70.26 |
71.97 |
70.06 |
70.88 |
+0.47 |
346,922 |
294,216 |
-4,514 |
Dec09 |
091006 |
70.36 |
72.20 |
70.20 |
71.14 |
+0.53 |
166,072 |
213,125 |
+3,250 |
Jan10 |
091006 |
70.72 |
72.55 |
70.55 |
71.52 |
+0.54 |
48,748 |
87,390 |
+3,874 |
Feb10 |
091006 |
71.72 |
72.93 |
71.44 |
71.92 |
+0.55 |
18,398 |
35,350 |
-747 |
Mar10 |
091006 |
72.36 |
73.30 |
72.00 |
72.31 |
+0.53 |
10,642 |
32,551 |
+908 |
Apr10 |
091006 |
73.11 |
73.68 |
72.51 |
72.74 |
+0.50 |
3,387 |
18,541 |
-1,045 |
May10 |
091006 |
73.86 |
73.86 |
73.15 |
73.20 |
+0.46 |
2,661 |
18,961 |
-1,290 |
Jun10 |
091006 |
74.28 |
74.65 |
73.35 |
73.67 |
+0.43 |
11,396 |
91,548 |
-229 |
Jul10 |
091006 |
74.47 |
74.92 |
73.79 |
74.06 |
+0.41 |
2,758 |
29,690 |
-360 |
Aug10 |
091006 |
74.88 |
74.88 |
74.36 |
74.40 |
+0.40 |
1,472 |
11,839 |
-233 |
Sep10 |
091006 |
75.15 |
75.43 |
74.72 |
74.76 |
+0.41 |
1,431 |
21,179 |
+255 |
Oct10 |
091006 |
75.09 |
75.14 |
75.09 |
75.14 |
+0.43 |
708 |
12,125 |
-436 |
Nov10 |
091006 |
75.61 |
75.61 |
75.53 |
75.53 |
+0.44 |
662 |
14,854 |
-114 |
Dec10 |
091006 |
75.30 |
76.70 |
75.30 |
75.92 |
+0.45 |
12,241 |
107,470 |
-33 |
Jan11 |
091006 |
76.15 |
76.15 |
76.15 |
76.15 |
+0.47 |
106 |
13,057 |
-64 |
Feb11 |
091006 |
76.38 |
76.38 |
76.38 |
76.38 |
+0.49 |
19 |
6,544 |
-22 |
Total Volume and Open Interest |
634,114 |
1,227,810 |
+136 |
e-miNY Crude Oil(NYM) |
Oct09 |
090921 |
72.050 |
72.200 |
68.975 |
69.700 |
-2.350 |
7,352 |
3,357 |
-509 |
Nov09 |
091006 |
70.250 |
71.975 |
70.075 |
70.875 |
+0.475 |
15,281 |
5,425 |
+526 |
Dec09 |
091006 |
70.550 |
72.200 |
70.225 |
71.150 |
+0.550 |
1,221 |
967 |
-16 |
Jan10 |
091006 |
70.875 |
72.525 |
70.875 |
71.525 |
+0.550 |
26 |
217 |
+4 |
Feb10 |
091006 |
72.450 |
72.450 |
71.925 |
71.925 |
+0.550 |
15 |
113 |
+0 |
Mar10 |
091006 |
72.975 |
72.975 |
72.300 |
72.300 |
+0.525 |
25 |
111 |
+23 |
Apr10 |
091006 |
72.750 |
72.750 |
72.750 |
72.750 |
+0.500 |
0 |
2 |
+0 |
May10 |
091006 |
73.200 |
73.200 |
73.200 |
73.200 |
+0.450 |
0 |
2 |
+0 |
Jun10 |
091006 |
73.675 |
73.675 |
73.675 |
73.675 |
+0.425 |
0 |
8 |
+0 |
Jul10 |
091006 |
74.050 |
74.050 |
74.050 |
74.050 |
+0.400 |
0 |
1 |
+0 |
Total Volume and Open Interest |
16,571 |
6,928 |
+536 |
Heating Oil(NYM) |
Nov09 |
091006 |
178.59 |
184.20 |
178.50 |
181.42 |
+2.26 |
41,739 |
64,611 |
-1,545 |
Dec09 |
091006 |
181.57 |
187.03 |
181.50 |
184.34 |
+2.13 |
20,664 |
58,553 |
-1,343 |
Jan10 |
091006 |
186.67 |
190.02 |
186.36 |
187.42 |
+1.99 |
6,250 |
38,690 |
+598 |
Feb10 |
091006 |
189.77 |
192.29 |
188.75 |
189.82 |
+1.84 |
2,095 |
18,565 |
+264 |
Mar10 |
091006 |
190.13 |
193.84 |
190.13 |
191.40 |
+1.77 |
1,661 |
16,287 |
+105 |
Apr10 |
091006 |
194.45 |
194.45 |
192.30 |
192.30 |
+1.72 |
955 |
12,296 |
+231 |
May10 |
091006 |
195.29 |
195.50 |
193.50 |
193.50 |
+1.72 |
755 |
11,093 |
-13 |
Jun10 |
091006 |
193.44 |
196.82 |
193.44 |
194.80 |
+1.72 |
2,702 |
23,040 |
+184 |
Jul10 |
091006 |
197.61 |
197.61 |
196.55 |
196.55 |
+1.72 |
219 |
7,121 |
+120 |
Aug10 |
091006 |
200.50 |
200.60 |
198.70 |
198.70 |
+1.77 |
207 |
3,267 |
+4 |
Sep10 |
091006 |
202.89 |
202.89 |
201.05 |
201.05 |
+1.82 |
53 |
5,994 |
+9 |
Oct10 |
091006 |
205.40 |
205.42 |
202.55 |
203.45 |
+1.87 |
137 |
2,350 |
-35 |
Total Volume and Open Interest |
79,047 |
304,985 |
-999 |
Gasoline(NYMEX) |
Nov09 |
091006 |
175.12 |
179.84 |
174.75 |
177.27 |
+1.88 |
40,382 |
83,073 |
-1,756 |
Dec09 |
091006 |
176.20 |
180.40 |
176.20 |
178.07 |
+1.86 |
20,062 |
33,443 |
-1,020 |
Jan10 |
091006 |
179.90 |
182.45 |
179.25 |
180.22 |
+1.79 |
7,111 |
24,555 |
-904 |
Feb10 |
091006 |
182.68 |
184.35 |
182.00 |
182.56 |
+1.78 |
2,208 |
8,467 |
+341 |
Mar10 |
091006 |
185.20 |
186.25 |
184.50 |
184.88 |
+1.72 |
1,056 |
13,459 |
+51 |
Apr10 |
091006 |
197.67 |
198.30 |
196.50 |
197.18 |
+1.64 |
735 |
7,289 |
-33 |
May10 |
091006 |
198.13 |
198.13 |
198.13 |
198.13 |
+1.54 |
661 |
4,620 |
+182 |
Jun10 |
091006 |
199.22 |
201.30 |
197.75 |
198.93 |
+1.54 |
873 |
5,875 |
+92 |
Jul10 |
091006 |
199.28 |
199.28 |
199.28 |
199.28 |
+1.49 |
12 |
2,063 |
+0 |
Aug10 |
091006 |
199.08 |
199.08 |
199.08 |
199.08 |
+1.64 |
75 |
1,664 |
+0 |
Total Volume and Open Interest |
73,307 |
193,592 |
-2,935 |
e-miNY RBOB Gasoline(NYM) |
Nov09 |
091006 |
177.27 |
177.27 |
177.27 |
177.27 |
+1.88 |
0 |
3 |
+0 |
Dec09 |
091006 |
178.07 |
178.07 |
178.07 |
178.07 |
+1.86 |
0 |
4 |
+0 |
Jan10 |
091006 |
180.22 |
180.22 |
180.22 |
180.22 |
+1.79 |
|
|
|
Feb10 |
091006 |
182.56 |
182.56 |
182.56 |
182.56 |
+1.78 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Nov09 |
091006 |
4.990 |
5.120 |
4.801 |
4.880 |
-0.107 |
155,204 |
177,944 |
+8,901 |
Dec09 |
091006 |
5.724 |
5.829 |
5.549 |
5.627 |
-0.096 |
42,136 |
71,068 |
-1,730 |
Jan10 |
091006 |
6.004 |
6.090 |
5.838 |
5.909 |
-0.086 |
27,161 |
74,960 |
+567 |
Feb10 |
091006 |
6.048 |
6.129 |
5.876 |
5.955 |
-0.087 |
8,128 |
26,964 |
+2,044 |
Mar10 |
091006 |
5.965 |
6.044 |
5.817 |
5.883 |
-0.082 |
9,961 |
48,667 |
+1,633 |
Apr10 |
091006 |
5.920 |
6.000 |
5.781 |
5.844 |
-0.080 |
9,391 |
40,757 |
+289 |
May10 |
091006 |
6.020 |
6.030 |
5.813 |
5.874 |
-0.078 |
2,745 |
22,594 |
+211 |
Jun10 |
091006 |
6.015 |
6.063 |
5.884 |
5.946 |
-0.074 |
3,179 |
14,285 |
+1,882 |
Jul10 |
091006 |
6.175 |
6.175 |
5.975 |
6.034 |
-0.073 |
760 |
11,803 |
-52 |
Aug10 |
091006 |
6.245 |
6.245 |
6.050 |
6.114 |
-0.070 |
649 |
11,278 |
+73 |
Sep10 |
091006 |
6.305 |
6.305 |
6.102 |
6.176 |
-0.070 |
643 |
11,286 |
+102 |
Oct10 |
091006 |
6.438 |
6.455 |
6.265 |
6.329 |
-0.070 |
2,770 |
27,425 |
+521 |
Nov10 |
091006 |
6.763 |
6.763 |
6.635 |
6.699 |
-0.065 |
180 |
6,576 |
-11 |
Dec10 |
091006 |
7.145 |
7.145 |
6.971 |
7.034 |
-0.065 |
836 |
18,527 |
-42 |
Jan11 |
091006 |
7.303 |
7.320 |
7.210 |
7.259 |
-0.063 |
1,324 |
10,040 |
+73 |
Feb11 |
091006 |
7.275 |
7.276 |
7.190 |
7.239 |
-0.063 |
40 |
5,770 |
+14 |
Total Volume and Open Interest |
265,664 |
696,784 |
+14,709 |
Brent Crude Oil(ICE) |
Nov09 |
091006 |
68.11 |
69.74 |
67.66 |
68.56 |
+0.52 |
125,933 |
111,684 |
-4,707 |
Dec09 |
091006 |
68.89 |
70.54 |
68.44 |
69.36 |
+0.53 |
86,805 |
192,721 |
+3,552 |
Jan10 |
091006 |
69.51 |
71.23 |
69.43 |
70.08 |
+0.52 |
25,412 |
66,657 |
+4,014 |
Feb10 |
091006 |
70.59 |
71.72 |
70.46 |
70.76 |
+0.51 |
12,266 |
29,312 |
+662 |
Mar10 |
091006 |
71.31 |
72.35 |
71.18 |
71.41 |
+0.47 |
9,934 |
17,479 |
+286 |
Apr10 |
091006 |
71.61 |
73.00 |
71.61 |
72.07 |
+0.43 |
8,345 |
13,810 |
+133 |
May10 |
091006 |
72.29 |
73.62 |
72.29 |
72.74 |
+0.41 |
5,265 |
13,600 |
+332 |
Jun10 |
091006 |
72.93 |
74.28 |
72.93 |
73.38 |
+0.42 |
6,273 |
53,527 |
+317 |
Jul10 |
091006 |
74.16 |
74.21 |
73.93 |
73.93 |
+0.42 |
923 |
10,775 |
-60 |
Aug10 |
091006 |
74.41 |
74.41 |
74.41 |
74.41 |
+0.43 |
514 |
7,578 |
+61 |
Sep10 |
091006 |
74.95 |
74.95 |
74.88 |
74.88 |
+0.47 |
941 |
4,381 |
+173 |
Oct10 |
091006 |
75.00 |
75.30 |
75.00 |
75.30 |
+0.48 |
391 |
7,042 |
+745 |
Nov10 |
091006 |
75.64 |
75.64 |
75.64 |
75.64 |
+0.50 |
346 |
4,662 |
-9 |
Dec10 |
091006 |
75.45 |
76.78 |
75.45 |
75.97 |
+0.52 |
8,973 |
73,260 |
+2,725 |
Total Volume and Open Interest |
294,665 |
698,502 |
+8,008 |
Gas Oil(ICE) |
Oct09 |
091006 |
557.50 |
570.00 |
556.25 |
568.50 |
+24.25 |
30,711 |
59,260 |
-9,762 |
Nov09 |
091006 |
565.00 |
578.00 |
563.25 |
576.50 |
+24.50 |
47,465 |
104,539 |
+3,229 |
Dec09 |
091006 |
573.75 |
586.00 |
572.50 |
584.50 |
+24.50 |
24,045 |
86,017 |
+1,371 |
Jan10 |
091006 |
581.25 |
595.00 |
581.25 |
593.75 |
+24.75 |
7,647 |
55,698 |
+1,031 |
Feb10 |
091006 |
592.00 |
602.50 |
592.00 |
601.25 |
+24.75 |
3,430 |
26,180 |
+431 |
Mar10 |
091006 |
601.00 |
608.00 |
601.00 |
607.75 |
+24.50 |
3,686 |
29,698 |
+2,251 |
Apr10 |
091006 |
607.50 |
614.25 |
606.00 |
614.25 |
+24.25 |
1,298 |
16,086 |
+140 |
May10 |
091006 |
620.25 |
620.75 |
613.00 |
620.50 |
+24.00 |
1,145 |
15,625 |
-14 |
Jun10 |
091006 |
618.00 |
627.00 |
618.00 |
626.00 |
+24.00 |
2,813 |
39,577 |
+315 |
Jul10 |
091006 |
632.50 |
633.75 |
632.50 |
633.75 |
+23.75 |
218 |
12,475 |
+96 |
Total Volume and Open Interest |
129,870 |
575,245 |
+1,520 |
Ethanol(CBOT) |
Oct09 |
091005 |
1.890 |
1.897 |
1.890 |
1.894 |
+0.018 |
13 |
181 |
+4 |
Nov09 |
091006 |
1.818 |
1.822 |
1.781 |
1.818 |
+0.042 |
34 |
502 |
-5 |
Dec09 |
091006 |
1.775 |
1.785 |
1.758 |
1.772 |
+0.024 |
28 |
686 |
-9 |
Jan10 |
091006 |
1.750 |
1.773 |
1.750 |
1.752 |
+0.019 |
21 |
930 |
+14 |
Feb10 |
091006 |
1.740 |
1.740 |
1.725 |
1.734 |
+0.009 |
17 |
260 |
-7 |
Mar10 |
091006 |
1.750 |
1.750 |
1.715 |
1.735 |
+0.010 |
12 |
301 |
-1 |
Apr10 |
091006 |
1.730 |
1.730 |
1.725 |
1.725 |
+0.005 |
4 |
505 |
-4 |
May10 |
091006 |
1.711 |
1.711 |
1.711 |
1.711 |
+0.031 |
5 |
183 |
+5 |
Total Volume and Open Interest |
140 |
4,851 |
-169 |
WTI Crude Oil(ICE) |
Nov09 |
091006 |
70.46 |
71.96 |
70.08 |
70.88 |
+0.47 |
96,510 |
107,609 |
+1,292 |
Dec09 |
091006 |
70.41 |
72.20 |
70.23 |
71.14 |
+0.53 |
67,807 |
92,824 |
+2,164 |
Jan10 |
091006 |
70.99 |
72.57 |
70.99 |
71.52 |
+0.54 |
16,297 |
24,089 |
+3,047 |
Feb10 |
091006 |
71.71 |
72.80 |
71.56 |
71.92 |
+0.55 |
6,755 |
16,210 |
-1,323 |
Mar10 |
091006 |
72.55 |
73.18 |
72.26 |
72.31 |
+0.53 |
2,835 |
12,338 |
-144 |
Apr10 |
091006 |
72.69 |
73.60 |
72.69 |
72.74 |
+0.50 |
1,128 |
9,169 |
+184 |
May10 |
091006 |
73.15 |
74.04 |
73.15 |
73.20 |
+0.46 |
691 |
6,183 |
-30 |
Jun10 |
091006 |
73.91 |
74.53 |
73.45 |
73.67 |
+0.43 |
1,897 |
22,804 |
-123 |
Jul10 |
091006 |
74.87 |
74.89 |
74.02 |
74.06 |
+0.41 |
639 |
24,558 |
-98 |
Aug10 |
091006 |
74.40 |
74.40 |
74.40 |
74.40 |
+0.40 |
480 |
6,777 |
+114 |
Sep10 |
091006 |
74.76 |
74.76 |
74.76 |
74.76 |
+0.41 |
664 |
9,125 |
+328 |
Oct10 |
091006 |
75.14 |
75.14 |
75.14 |
75.14 |
+0.43 |
361 |
5,205 |
+678 |
Nov10 |
091006 |
75.53 |
75.53 |
75.53 |
75.53 |
+0.44 |
346 |
6,246 |
+4 |
Dec10 |
091006 |
75.98 |
76.67 |
75.62 |
75.92 |
+0.45 |
5,177 |
55,686 |
+768 |
Jan11 |
091006 |
76.15 |
76.15 |
76.15 |
76.15 |
+0.47 |
239 |
10,803 |
+0 |
Feb11 |
091006 |
76.38 |
76.38 |
76.38 |
76.38 |
+0.49 |
91 |
3,360 |
+0 |
Total Volume and Open Interest |
203,583 |
487,849 |
+7,395 |
US Dollar Index(ICE) |
Dec09 |
091006 |
76.850 |
76.880 |
76.280 |
76.495 |
-0.340 |
3,363 |
26,975 |
+209 |
Mar10 |
091006 |
76.805 |
76.815 |
76.560 |
76.740 |
-0.360 |
17 |
2,070 |
+8 |
Jun10 |
091006 |
76.975 |
76.975 |
76.975 |
76.975 |
-0.360 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,380 |
29,048 |
+217 |
Australian Dollar(CME) |
Dec09 |
091006 |
87.31 |
88.67 |
87.03 |
88.40 |
+0.99 |
61,443 |
106,215 |
+2,164 |
Mar10 |
091006 |
87.08 |
87.95 |
86.38 |
87.61 |
+0.96 |
49 |
277 |
+5 |
Jun10 |
091006 |
86.73 |
86.73 |
85.79 |
86.73 |
+0.94 |
|
|
|
Total Volume and Open Interest |
61,492 |
106,507 |
+2,169 |
British Pound(CME) |
Dec09 |
091006 |
159.34 |
160.47 |
158.71 |
159.08 |
-0.29 |
87,145 |
108,019 |
+3,797 |
Mar10 |
091006 |
159.05 |
160.29 |
158.78 |
159.05 |
-0.30 |
13 |
193 |
+3 |
Jun10 |
091006 |
159.03 |
160.21 |
159.00 |
159.03 |
-0.31 |
0 |
116 |
+0 |
Total Volume and Open Interest |
87,158 |
108,348 |
+3,800 |
Canadian Dollar(CME) |
Dec09 |
091006 |
93.47 |
94.84 |
93.31 |
94.36 |
+0.86 |
54,312 |
74,824 |
+4,070 |
Mar10 |
091006 |
93.58 |
94.80 |
93.37 |
94.36 |
+0.86 |
45 |
1,286 |
+19 |
Jun10 |
091006 |
94.00 |
94.78 |
93.49 |
94.35 |
+0.86 |
4 |
310 |
+0 |
Sep10 |
091006 |
94.06 |
94.76 |
93.47 |
94.32 |
+0.85 |
0 |
373 |
+0 |
Total Volume and Open Interest |
54,361 |
76,893 |
+4,089 |
Japanese Yen(CME) |
Dec09 |
091006 |
111.73 |
112.89 |
111.58 |
112.65 |
+0.88 |
52,688 |
118,403 |
-6 |
Mar10 |
091006 |
112.25 |
112.94 |
111.69 |
112.73 |
+0.88 |
12 |
114 |
+3 |
Jun10 |
091006 |
112.68 |
112.86 |
111.98 |
112.86 |
+0.88 |
10 |
13 |
-8 |
Total Volume and Open Interest |
52,710 |
118,551 |
-11 |
Swiss Franc(CME) |
Dec09 |
091006 |
96.92 |
97.73 |
96.89 |
97.37 |
+0.36 |
28,040 |
46,801 |
-2,322 |
Mar10 |
091006 |
97.54 |
97.80 |
97.02 |
97.45 |
+0.36 |
0 |
97 |
+0 |
Jun10 |
091006 |
97.58 |
97.68 |
97.22 |
97.58 |
+0.36 |
0 |
5 |
+0 |
Total Volume and Open Interest |
28,040 |
46,904 |
-2,322 |
EuroFX(CME) |
Dec09 |
091006 |
146.49 |
147.61 |
146.44 |
147.09 |
+0.49 |
157,196 |
167,428 |
-1,671 |
Mar10 |
091006 |
146.68 |
147.55 |
146.43 |
147.05 |
+0.49 |
63 |
699 |
+10 |
Jun10 |
091006 |
147.02 |
147.25 |
146.53 |
147.02 |
+0.49 |
0 |
61 |
+0 |
Total Volume and Open Interest |
157,259 |
168,194 |
-1,661 |
Mexican Peso(CME) |
Oct09 |
091006 |
738.5 |
738.5 |
732.0 |
738.5 |
+6.5 |
|
|
|
Nov09 |
091006 |
735.5 |
735.5 |
729.0 |
735.5 |
+6.5 |
|
|
|
Total Volume and Open Interest |
9,793 |
67,405 |
-988 |
Brazilian Real(CME) |
Nov09 |
091006 |
568.05 |
568.05 |
565.05 |
568.05 |
+3.00 |
|
|
|
Dec09 |
091006 |
565.60 |
568.25 |
563.35 |
563.80 |
+2.60 |
7 |
3,690 |
+1 |
Jan10 |
091006 |
561.45 |
561.45 |
558.60 |
561.45 |
+2.85 |
|
|
|
Feb10 |
091006 |
557.90 |
557.90 |
555.10 |
557.90 |
+2.80 |
|
|
|
Total Volume and Open Interest |
7 |
3,691 |
+1 |
30-Year T-Bonds(CBOT) |
Dec09 |
091006 |
122~140 |
122~180 |
121~220 |
122~010 |
-0~090 |
165,840 |
761,258 |
-1,785 |
Mar10 |
091006 |
121~140 |
121~230 |
121~060 |
121~140 |
-0~090 |
439 |
1,089 |
+402 |
Jun10 |
091006 |
120~050 |
120~140 |
120~050 |
120~050 |
-0~090 |
0 |
4 |
+0 |
Total Volume and Open Interest |
166,279 |
762,351 |
-1,383 |
10-Year T-Notes(CBOT) |
Dec09 |
091006 |
119~095 |
119~095 |
118~290 |
119~040 |
-0~020 |
656,854 |
1,186,777 |
-34,834 |
Mar10 |
091006 |
117~195 |
117~275 |
117~195 |
117~255 |
-0~020 |
3,611 |
5,095 |
+3,264 |
Jun10 |
091006 |
116~150 |
116~170 |
116~150 |
116~150 |
-0~020 |
|
|
|
Total Volume and Open Interest |
660,465 |
1,191,872 |
-31,570 |
5-Year T-Notes(CBOT) |
Dec09 |
091006 |
116~085 |
116~086 |
116~050 |
116~067 |
-0~010 |
353,027 |
808,990 |
-1,562 |
Mar10 |
091006 |
115~035 |
115~045 |
115~035 |
115~035 |
-0~010 |
6 |
6 |
+6 |
Jun10 |
091006 |
114~003 |
114~013 |
114~003 |
114~003 |
-0~010 |
|
|
|
Total Volume and Open Interest |
353,033 |
808,996 |
-1,556 |
2 Year T-Notes(CBOT) |
Dec09 |
091006 |
108~086 |
108~088 |
108~074 |
108~081 |
-0~004 |
184,315 |
859,189 |
+20,838 |
Mar10 |
091006 |
107~127 |
108~005 |
107~127 |
107~127 |
-0~006 |
1,980 |
2,160 |
+990 |
Jun10 |
091006 |
107~047 |
107~053 |
107~047 |
107~047 |
-0~006 |
|
|
|
Total Volume and Open Interest |
186,295 |
861,349 |
+21,828 |
Eurodollars(CME) |
Dec09 |
091006 |
99.650 |
99.650 |
99.620 |
99.635 |
-0.005 |
77,588 |
1,008,894 |
+9,159 |
Mar10 |
091006 |
99.425 |
99.430 |
99.390 |
99.415 |
unch |
106,204 |
996,726 |
+2,064 |
Jun10 |
091006 |
99.115 |
99.125 |
99.060 |
99.105 |
unch |
131,534 |
847,983 |
+5,025 |
Sep10 |
091006 |
98.760 |
98.765 |
98.685 |
98.740 |
-0.005 |
128,451 |
686,304 |
+7,034 |
Dec10 |
091006 |
98.385 |
98.395 |
98.310 |
98.370 |
-0.005 |
172,012 |
839,584 |
+2,073 |
Mar11 |
091006 |
98.040 |
98.050 |
97.960 |
98.020 |
-0.010 |
143,025 |
512,299 |
+16,072 |
Jun11 |
091006 |
97.700 |
97.710 |
97.620 |
97.675 |
-0.015 |
110,831 |
483,795 |
+7,729 |
Sep11 |
091006 |
97.395 |
97.410 |
97.325 |
97.365 |
-0.020 |
82,528 |
296,817 |
+1,915 |
Dec11 |
091006 |
97.115 |
97.115 |
97.040 |
97.070 |
-0.030 |
42,865 |
227,009 |
+2,889 |
Mar12 |
091006 |
96.880 |
96.885 |
96.810 |
96.835 |
-0.035 |
30,464 |
164,256 |
+2,117 |
Jun12 |
091006 |
96.680 |
96.685 |
96.600 |
96.625 |
-0.035 |
32,655 |
136,005 |
-2,239 |
Sep12 |
091006 |
96.515 |
96.525 |
96.430 |
96.460 |
-0.035 |
21,094 |
90,734 |
+298 |
Dec12 |
091006 |
96.350 |
96.365 |
96.270 |
96.300 |
-0.035 |
7,937 |
54,249 |
+407 |
Mar13 |
091006 |
96.215 |
96.260 |
96.165 |
96.195 |
-0.035 |
5,784 |
55,930 |
-231 |
Jun13 |
091006 |
96.110 |
96.155 |
96.060 |
96.085 |
-0.035 |
3,665 |
38,621 |
+94 |
Sep13 |
091006 |
96.015 |
96.055 |
95.960 |
95.985 |
-0.035 |
3,129 |
44,743 |
-105 |
Dec13 |
091006 |
95.895 |
95.940 |
95.850 |
95.870 |
-0.035 |
1,658 |
28,446 |
-30 |
Mar14 |
091006 |
95.810 |
95.870 |
95.775 |
95.800 |
-0.035 |
1,750 |
25,361 |
-22 |
Total Volume and Open Interest |
1,114,444 |
6,801,874 |
+56,739 |
30 Day Federal Funds(CBOT) |
Oct09 |
091006 |
99.865 |
99.865 |
99.863 |
99.863 |
unch |
4,010 |
48,586 |
-893 |
Nov09 |
091006 |
99.845 |
99.845 |
99.840 |
99.840 |
unch |
697 |
64,382 |
+172 |
Dec09 |
091006 |
99.835 |
99.840 |
99.835 |
99.840 |
unch |
1,104 |
62,555 |
-366 |
Jan10 |
091006 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
968 |
61,014 |
+249 |
Feb10 |
091006 |
99.750 |
99.755 |
99.740 |
99.750 |
unch |
2,110 |
67,404 |
+163 |
Mar10 |
091006 |
99.705 |
99.710 |
99.695 |
99.705 |
unch |
1,786 |
39,017 |
-208 |
Total Volume and Open Interest |
15,982 |
445,865 |
-382 |
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 |
091006 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
0 |
2,561 |
+0 |
Mar10 |
091006 |
99.550 |
99.550 |
99.550 |
99.550 |
unch |
0 |
814 |
+0 |
Jun10 |
091006 |
99.565 |
99.565 |
99.565 |
99.565 |
-0.015 |
|
|
|
Sep10 |
091006 |
99.550 |
99.550 |
99.550 |
99.550 |
+0.015 |
|
|
|
Dec10 |
091006 |
99.490 |
99.490 |
99.490 |
99.490 |
+0.015 |
|
|
|
Mar11 |
091006 |
99.405 |
99.405 |
99.405 |
99.405 |
+0.015 |
|
|
|
Jun11 |
091006 |
99.345 |
99.345 |
99.345 |
99.345 |
+0.015 |
|
|
|
Sep11 |
091006 |
99.345 |
99.345 |
99.345 |
99.345 |
+0.015 |
|
|
|
Dec11 |
091006 |
99.155 |
99.155 |
99.155 |
99.155 |
+0.020 |
|
|
|
Mar12 |
091006 |
99.120 |
99.120 |
99.120 |
99.120 |
+0.020 |
|
|
|
Total Volume and Open Interest |
0 |
3,375 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec09 |
091006 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.00 |
1,227 |
3,368 |
-502 |
Mar10 |
091006 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.00 |
0 |
4,068 |
+0 |
Jun10 |
091006 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.02 |
0 |
2,019 |
+0 |
Sep10 |
091006 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.02 |
0 |
1,574 |
+50 |
Dec10 |
091006 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.02 |
0 |
703 |
+0 |
Mar11 |
091006 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.02 |
0 |
562 |
+0 |
Jun11 |
091006 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.02 |
0 |
52 |
+0 |
Sep11 |
091006 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.02 |
0 |
51 |
+0 |
Total Volume and Open Interest |
1,227 |
13,869 |
-452 |
Japanese Gov't Bonds(SGX) |
Dec09 |
091006 |
139.60 |
139.61 |
139.41 |
139.60 |
-0.01 |
1,432 |
17,387 |
-76 |
Mar10 |
091006 |
139.37 |
139.37 |
139.37 |
139.37 |
-0.01 |
|
|
|
Jun10 |
091006 |
139.37 |
139.37 |
139.37 |
139.37 |
-0.01 |
|
|
|
Total Volume and Open Interest |
1,432 |
17,387 |
-76 |
Euro-Bund(EUREX) |
Dec09 |
091006 |
122.54 |
122.59 |
122.35 |
122.43 |
-0.27 |
515,507 |
984,046 |
+25,539 |
Mar10 |
091006 |
122.37 |
122.37 |
122.20 |
122.23 |
-0.29 |
217 |
747 |
+192 |
Jun10 |
091006 |
121.83 |
121.83 |
121.83 |
121.83 |
-0.27 |
0 |
1 |
+0 |
Total Volume and Open Interest |
515,724 |
984,794 |
+25,731 |
Euro-Bobl(EUREX) |
Dec09 |
091006 |
115.88 |
115.94 |
115.82 |
115.90 |
-0.09 |
290,150 |
681,851 |
+4,909 |
Mar10 |
091006 |
115.78 |
115.78 |
115.74 |
115.74 |
-0.06 |
0 |
1,130 |
+0 |
Jun10 |
091006 |
115.20 |
115.20 |
115.20 |
115.20 |
-0.09 |
|
|
|
Total Volume and Open Interest |
290,150 |
682,981 |
+4,909 |
3-Mth Euribor(EUREX) |
Dec09 |
091006 |
99.260 |
99.260 |
99.250 |
99.255 |
-0.010 |
103 |
12,886 |
+0 |
Mar10 |
091006 |
99.070 |
99.080 |
99.070 |
99.080 |
-0.020 |
2 |
5,278 |
+1 |
Jun10 |
091006 |
98.805 |
98.805 |
98.805 |
98.805 |
-0.020 |
2 |
4,752 |
+1 |
Total Volume and Open Interest |
107 |
26,446 |
+2 |
Long Gilt(LIFFE) |
Dec09 |
091006 |
120~07 |
120~15 |
120~04 |
120~10 |
-0~02 |
76,548 |
249,173 |
-5,181 |
Mar10 |
091006 |
118~19 |
118~22 |
118~19 |
118~22 |
-0~02 |
10 |
10 |
+10 |
Total Volume and Open Interest |
76,558 |
249,183 |
-5,171 |
3-Mth Short Sterling(LIFFE) |
Dec09 |
091006 |
99.42 |
99.42 |
99.40 |
99.41 |
-0.01 |
88,842 |
334,259 |
-3,621 |
Mar10 |
091006 |
99.18 |
99.20 |
99.15 |
99.18 |
-0.02 |
55,404 |
364,279 |
-4,265 |
Jun10 |
091006 |
98.77 |
98.80 |
98.74 |
98.77 |
-0.03 |
62,540 |
356,661 |
-15,342 |
Sep10 |
091006 |
98.30 |
98.33 |
98.26 |
98.30 |
-0.04 |
55,434 |
293,039 |
+5,572 |
Dec10 |
091006 |
97.83 |
97.85 |
97.77 |
97.82 |
-0.04 |
47,746 |
291,084 |
-479 |
Mar11 |
091006 |
97.40 |
97.43 |
97.34 |
97.41 |
-0.03 |
44,539 |
224,669 |
-6,734 |
Total Volume and Open Interest |
416,544 |
2,330,948 |
-24,331 |
3-Mth Euribor(LIFFE) |
Dec09 |
091006 |
99.265 |
99.265 |
99.250 |
99.255 |
-0.010 |
46,916 |
648,319 |
-4,713 |
Mar10 |
091006 |
99.100 |
99.100 |
99.070 |
99.080 |
-0.020 |
51,672 |
495,105 |
-4,578 |
Jun10 |
091006 |
98.825 |
98.825 |
98.795 |
98.805 |
-0.020 |
56,378 |
494,342 |
+4,076 |
Total Volume and Open Interest |
382,474 |
3,110,530 |
-5,204 |
3-Mth Aus T-Bills(SFE) |
Dec09 |
091006 |
96.05 |
96.09 |
95.92 |
95.98 |
-0.07 |
41,550 |
314,419 |
+671 |
Mar10 |
091006 |
95.40 |
95.45 |
95.32 |
95.38 |
-0.03 |
11,209 |
169,482 |
+75 |
Jun10 |
091006 |
95.04 |
95.08 |
94.95 |
95.04 |
-0.01 |
7,391 |
104,538 |
+1,381 |
Sep10 |
091006 |
94.72 |
94.77 |
94.69 |
94.77 |
+0.05 |
7,614 |
71,835 |
+2,370 |
Dec10 |
091006 |
94.55 |
94.55 |
94.49 |
94.53 |
+0.03 |
3,466 |
47,057 |
+1,090 |
Mar11 |
091006 |
94.40 |
94.40 |
94.35 |
94.37 |
+0.02 |
1,140 |
24,325 |
-1,058 |
Jun11 |
091006 |
94.22 |
94.29 |
94.22 |
94.27 |
+0.05 |
725 |
17,343 |
-228 |
Sep11 |
091006 |
94.19 |
94.19 |
94.10 |
94.17 |
+0.06 |
117 |
9,232 |
-501 |
Dec11 |
091006 |
94.02 |
94.08 |
94.02 |
94.08 |
+0.08 |
17 |
3,916 |
+5 |
Mar12 |
091006 |
94.00 |
94.01 |
94.00 |
94.01 |
+0.11 |
5 |
1,724 |
+5 |
Total Volume and Open Interest |
73,234 |
764,455 |
+3,810 |
10-Year Aus T-Bonds(SFE) |
Dec09 |
091006 |
94.71 |
94.79 |
94.71 |
94.76 |
+0.03 |
22,681 |
330,808 |
+2,924 |
Mar10 |
091006 |
94.76 |
94.76 |
94.76 |
94.76 |
+0.03 |
|
|
|
Total Volume and Open Interest |
22,681 |
330,808 |
+2,924 |
3-Year Aus T-Bonds(SFE) |
Dec09 |
091006 |
95.04 |
95.09 |
94.98 |
95.04 |
unch |
76,383 |
412,176 |
-899 |
Mar10 |
091006 |
95.04 |
95.04 |
95.04 |
95.04 |
unch |
|
|
|
Total Volume and Open Interest |
76,383 |
412,176 |
-899 |
Gold(CMX) |
Oct09 |
091006 |
1019.5 |
1043.8 |
1018.3 |
1038.6 |
+21.9 |
180 |
522 |
+58 |
Dec09 |
091006 |
1017.8 |
1045.0 |
1016.6 |
1039.7 |
+21.9 |
103,249 |
326,551 |
-3,800 |
Feb10 |
091006 |
1018.8 |
1046.0 |
1018.0 |
1040.9 |
+22.0 |
903 |
28,232 |
-80 |
Apr10 |
091006 |
1018.8 |
1046.9 |
1018.8 |
1041.9 |
+22.0 |
2,157 |
25,683 |
+911 |
Jun10 |
091006 |
1022.6 |
1047.7 |
1022.6 |
1043.1 |
+22.1 |
852 |
13,352 |
+362 |
Aug10 |
091006 |
1021.5 |
1049.6 |
1021.5 |
1044.6 |
+22.2 |
458 |
7,788 |
+276 |
Oct10 |
091006 |
1045.5 |
1046.3 |
1045.5 |
1046.3 |
+22.2 |
17 |
4,375 |
-4 |
Dec10 |
091006 |
1025.9 |
1053.1 |
1025.9 |
1048.6 |
+22.4 |
986 |
12,007 |
+683 |
Feb11 |
091006 |
1051.2 |
1051.2 |
1051.2 |
1051.2 |
+22.4 |
50 |
1,069 |
+50 |
Apr11 |
091006 |
1054.2 |
1054.2 |
1054.2 |
1054.2 |
+22.5 |
0 |
447 |
+0 |
Jun11 |
091006 |
1057.6 |
1057.6 |
1057.6 |
1057.6 |
+22.7 |
200 |
9,102 |
-200 |
Aug11 |
091006 |
1061.2 |
1061.2 |
1061.2 |
1061.2 |
+22.8 |
250 |
250 |
+250 |
Total Volume and Open Interest |
109,695 |
451,352 |
-1,426 |
Silver(CMX) |
Dec09 |
091006 |
1667.0 |
1744.0 |
1662.5 |
1729.5 |
+76.0 |
22,286 |
91,014 |
-1,136 |
Mar10 |
091006 |
1697.5 |
1745.0 |
1689.0 |
1732.6 |
+76.2 |
1,269 |
16,991 |
+40 |
May10 |
091006 |
1670.5 |
1734.3 |
1670.5 |
1734.3 |
+76.3 |
195 |
2,498 |
+74 |
Jul10 |
091006 |
1725.0 |
1745.0 |
1723.0 |
1736.1 |
+76.4 |
86 |
3,085 |
-12 |
Sep10 |
091006 |
1708.5 |
1737.8 |
1708.5 |
1737.8 |
+76.4 |
7 |
2,379 |
-72 |
Dec10 |
091006 |
1695.0 |
1754.5 |
1695.0 |
1741.1 |
+76.4 |
68 |
3,092 |
-4 |
Mar11 |
091006 |
1745.5 |
1745.5 |
1745.5 |
1745.5 |
+76.6 |
0 |
37 |
+0 |
Total Volume and Open Interest |
23,948 |
126,917 |
-1,119 |
Platinum(NYMEX) |
Oct09 |
091006 |
1312.5 |
1321.9 |
1307.0 |
1318.1 |
+23.5 |
33 |
189 |
-39 |
Jan10 |
091006 |
1303.4 |
1329.1 |
1298.4 |
1325.3 |
+23.5 |
1,691 |
28,549 |
+16 |
Apr10 |
091006 |
1317.8 |
1330.2 |
1311.8 |
1330.2 |
+23.4 |
14 |
339 |
+6 |
Total Volume and Open Interest |
1,738 |
29,077 |
-17 |
Palladium(NYMEX) |
Dec09 |
091006 |
303.25 |
319.00 |
301.10 |
310.30 |
+7.00 |
927 |
20,011 |
+93 |
Mar10 |
091006 |
304.15 |
312.60 |
303.10 |
311.30 |
+6.90 |
5 |
278 |
+2 |
Jun10 |
091006 |
312.75 |
312.75 |
312.75 |
312.75 |
+6.90 |
0 |
5 |
+0 |
Total Volume and Open Interest |
932 |
20,294 |
+95 |
Copper(CMX) |
Dec09 |
091006 |
273.05 |
281.50 |
272.70 |
278.45 |
+5.75 |
16,426 |
82,420 |
-1,281 |
Mar10 |
091006 |
275.00 |
282.20 |
275.00 |
279.65 |
+5.60 |
932 |
15,764 |
+446 |
May10 |
091006 |
279.00 |
280.90 |
279.00 |
279.85 |
+5.45 |
37 |
2,518 |
-63 |
Jul10 |
091006 |
281.25 |
281.30 |
279.80 |
279.80 |
+5.40 |
5 |
2,016 |
+1 |
Sep10 |
091006 |
279.60 |
279.60 |
279.60 |
279.60 |
+5.40 |
3 |
1,494 |
+0 |
Total Volume and Open Interest |
18,537 |
115,124 |
-599 |
DJIA Index(CBOT) |
Dec09 |
091006 |
9550 |
9715 |
9534 |
9654 |
+108 |
882 |
12,523 |
+211 |
Mar10 |
091006 |
9481 |
9600 |
9481 |
9596 |
+109 |
96 |
827 |
-4 |
Jun10 |
091006 |
9538 |
9538 |
9430 |
9538 |
+108 |
|
|
|
Sep10 |
091006 |
9484 |
9484 |
9376 |
9484 |
+108 |
|
|
|
Total Volume and Open Interest |
978 |
13,350 |
+207 |
E-mini DJIA Index(CBOT) |
Dec09 |
091006 |
9546 |
9717 |
9529 |
9654 |
+108 |
125,371 |
67,295 |
-362 |
Mar10 |
091006 |
9477 |
9640 |
9477 |
9596 |
+109 |
48 |
208 |
+0 |
Jun10 |
091006 |
9538 |
9538 |
9538 |
9538 |
+108 |
4 |
3 |
+1 |
Sep10 |
091006 |
9484 |
9484 |
9484 |
9484 |
+108 |
|
|
|
Total Volume and Open Interest |
125,423 |
67,506 |
-361 |
S & P 500(CME) |
Dec09 |
091006 |
1036.50 |
1056.50 |
1035.70 |
1048.60 |
+12.20 |
18,139 |
379,923 |
+1,729 |
Mar10 |
091006 |
1044.00 |
1052.80 |
1041.80 |
1044.00 |
+12.20 |
51 |
4,297 |
-1 |
Jun10 |
091006 |
1040.10 |
1048.90 |
1037.90 |
1040.10 |
+12.20 |
0 |
181 |
+0 |
Sep10 |
091006 |
1037.10 |
1045.90 |
1034.90 |
1037.10 |
+12.20 |
|
|
|
Total Volume and Open Interest |
18,190 |
384,406 |
+1,728 |
S & P 500 E-Mini(Globex) |
Dec09 |
091006 |
1036.75 |
1056.75 |
1035.50 |
1048.50 |
+12.00 |
1,675,762 |
2,338,305 |
-39,124 |
Mar10 |
091006 |
1032.00 |
1051.75 |
1031.25 |
1044.00 |
+12.25 |
1,321 |
3,630 |
+409 |
Total Volume and Open Interest |
1,677,087 |
2,341,950 |
-38,714 |
NASDAQ 100(CME) |
Dec09 |
091006 |
1674.30 |
1712.00 |
1674.30 |
1700.80 |
+26.80 |
1,796 |
17,558 |
+72 |
Mar10 |
091006 |
1703.00 |
1703.00 |
1698.80 |
1698.80 |
+26.80 |
0 |
6 |
+0 |
Jun10 |
091006 |
1697.80 |
1698.00 |
1697.80 |
1697.80 |
+26.80 |
|
|
|
Total Volume and Open Interest |
1,796 |
17,564 |
+72 |
NASDAQ 100 E-Mini(Globex) |
Dec09 |
091006 |
1674.00 |
1711.30 |
1674.00 |
1700.80 |
+26.80 |
261,834 |
324,113 |
-2,305 |
Mar10 |
091006 |
1684.80 |
1708.30 |
1674.50 |
1698.80 |
+26.80 |
53 |
209 |
-13 |
Total Volume and Open Interest |
261,887 |
324,323 |
-2,318 |
S & P Midcap 400(CME) |
Dec09 |
091006 |
680.50 |
690.00 |
679.00 |
683.70 |
+7.30 |
15 |
2,500 |
+3 |
Mar10 |
091006 |
681.60 |
681.80 |
681.60 |
681.60 |
+7.30 |
|
|
|
Jun10 |
091006 |
679.60 |
679.80 |
679.60 |
679.60 |
+7.30 |
|
|
|
Total Volume and Open Interest |
15 |
2,500 |
+3 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec09 |
091006 |
9840 |
9850 |
9730 |
9745 |
-40 |
8,616 |
30,056 |
-199 |
Mar10 |
091006 |
9770 |
9810 |
9770 |
9770 |
-40 |
|
|
|
Total Volume and Open Interest |
8,616 |
30,056 |
-199 |
Nikkei 225(SGX) |
Dec09 |
091006 |
9670 |
9765 |
9635 |
9705 |
+15 |
87,940 |
157,011 |
-1,924 |
Mar10 |
091006 |
9720 |
9720 |
9720 |
9720 |
+30 |
0 |
551 |
+0 |
Jun10 |
091006 |
9740 |
9740 |
9740 |
9740 |
+10 |
0 |
321 |
+0 |
Total Volume and Open Interest |
88,755 |
166,612 |
-1,548 |
CAC 40(EURONEXT) |
Oct09 |
091006 |
3690.0 |
3773.0 |
3677.5 |
3771.5 |
+95.0 |
102,973 |
456,132 |
-2,690 |
Nov09 |
091006 |
3676.0 |
3757.5 |
3664.0 |
3757.5 |
+95.0 |
26 |
1,460 |
+3 |
Dec09 |
091006 |
3669.0 |
3749.5 |
3656.5 |
3749.5 |
+94.0 |
197 |
39,208 |
-283 |
Total Volume and Open Interest |
103,196 |
498,252 |
-2,970 |
Hang Seng Index(HKFE) |
Oct09 |
091006 |
20540 |
20858 |
20465 |
20828 |
+432 |
49,571 |
77,826 |
-843 |
Nov09 |
091006 |
20444 |
20800 |
20430 |
20781 |
+421 |
375 |
402 |
+104 |
Dec09 |
091006 |
20435 |
20797 |
20434 |
20764 |
+419 |
166 |
4,726 |
+10 |
Total Volume and Open Interest |
50,125 |
83,205 |
-732 |
DAX(EUREX) |
Dec09 |
091006 |
5520.0 |
5665.0 |
5519.0 |
5651.5 |
+143.0 |
141,739 |
168,326 |
-8 |
Mar10 |
091006 |
5523.0 |
5665.5 |
5523.0 |
5654.0 |
+143.5 |
107 |
5,782 |
+44 |
Jun10 |
091006 |
5655.0 |
5661.5 |
5649.0 |
5661.5 |
+143.5 |
2 |
872 |
+0 |
Total Volume and Open Interest |
141,848 |
174,980 |
+36 |
FT-SE 100(EURONEXT) |
Dec09 |
091006 |
5017.50 |
5122.00 |
5000.00 |
5103.00 |
+111.00 |
99,590 |
624,175 |
-6,624 |
Mar10 |
091006 |
4963.00 |
5067.50 |
4960.00 |
5055.50 |
+111.00 |
173 |
4,316 |
+154 |
Jun10 |
091006 |
5017.50 |
5017.50 |
5012.50 |
5012.50 |
+111.00 |
22 |
550 |
+0 |
Total Volume and Open Interest |
99,785 |
629,041 |
-6,470 |
SPI 200(SFE) |
Dec09 |
091006 |
4586.0 |
4653.0 |
4575.0 |
4601.0 |
+18.0 |
30,226 |
216,144 |
+4,091 |
Mar10 |
091006 |
4574.0 |
4589.0 |
4566.0 |
4589.0 |
+17.0 |
18 |
4,638 |
+0 |
Jun10 |
091006 |
4609.0 |
4609.0 |
4609.0 |
4609.0 |
+17.0 |
0 |
1,409 |
+0 |
Total Volume and Open Interest |
30,244 |
222,361 |
+4,091 |
GSCI(CME) |
Oct09 |
091006 |
464.50 |
469.00 |
460.50 |
463.50 |
+6.00 |
1,336 |
16,712 |
-932 |
Nov09 |
091006 |
470.90 |
474.00 |
467.50 |
469.35 |
+6.10 |
927 |
1,071 |
+911 |
Dec09 |
091006 |
476.00 |
479.50 |
474.00 |
474.90 |
+4.90 |
2 |
0 |
+0 |
Total Volume and Open Interest |
2,265 |
17,783 |
-21 |
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. |
|
|