|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed October 07, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov09 |
091007 |
908.25 |
916.00 |
904.50 |
912.00 |
+2.00 |
105,629 |
218,679 |
-8,955 |
| Jan10 |
091007 |
914.00 |
920.50 |
910.00 |
916.75 |
+2.50 |
31,280 |
93,065 |
+3,474 |
| Mar10 |
091007 |
913.00 |
921.00 |
910.25 |
918.75 |
+4.50 |
12,927 |
40,721 |
+924 |
| May10 |
091007 |
911.75 |
920.00 |
910.00 |
918.75 |
+5.00 |
4,793 |
25,656 |
-405 |
| Jul10 |
091007 |
913.75 |
923.00 |
912.00 |
921.00 |
+4.75 |
9,298 |
33,758 |
+570 |
| Aug10 |
091007 |
916.50 |
919.00 |
915.00 |
919.00 |
+4.00 |
253 |
687 |
+250 |
| Sep10 |
091007 |
915.00 |
915.00 |
909.00 |
915.00 |
+6.00 |
73 |
207 |
+5 |
| Nov10 |
091007 |
905.50 |
916.50 |
905.00 |
916.50 |
+7.25 |
9,253 |
36,985 |
+2,268 |
| Jan11 |
091007 |
915.75 |
922.50 |
915.00 |
922.50 |
+7.50 |
7 |
220 |
+3 |
| Mar11 |
091007 |
924.50 |
924.50 |
918.00 |
924.50 |
+6.50 |
4 |
45 |
+0 |
| May11 |
091007 |
926.00 |
926.00 |
919.00 |
926.00 |
+7.00 |
0 |
2 |
+0 |
| Jul11 |
091007 |
926.50 |
926.50 |
919.00 |
926.50 |
+7.50 |
0 |
21 |
+0 |
| Aug11 |
091007 |
924.00 |
924.00 |
918.00 |
924.00 |
+6.00 |
|
|
|
| Sep11 |
091007 |
922.00 |
922.00 |
916.00 |
922.00 |
+6.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
173,557 |
451,256 |
-1,858 |
| Soybean Meal(CBOT) |
| Oct09 |
091007 |
285.50 |
292.00 |
285.10 |
290.70 |
+5.20 |
3,784 |
4,841 |
-1,511 |
| Dec09 |
091007 |
277.40 |
281.50 |
276.80 |
281.00 |
+3.50 |
36,164 |
75,449 |
-1,643 |
| Jan10 |
091007 |
275.20 |
277.90 |
273.50 |
277.30 |
+3.70 |
2,092 |
14,931 |
+303 |
| Mar10 |
091007 |
272.10 |
275.00 |
270.50 |
274.20 |
+3.90 |
2,560 |
13,838 |
-286 |
| May10 |
091007 |
267.50 |
272.10 |
267.50 |
271.70 |
+4.20 |
2,303 |
15,345 |
-155 |
| Jul10 |
091007 |
267.10 |
273.50 |
267.10 |
272.20 |
+4.20 |
2,907 |
11,158 |
+501 |
| Aug10 |
091007 |
270.80 |
273.40 |
270.80 |
272.90 |
+4.00 |
619 |
2,514 |
-60 |
| Sep10 |
091007 |
270.80 |
273.10 |
270.80 |
272.20 |
+3.80 |
248 |
2,691 |
+42 |
| Oct10 |
091007 |
269.50 |
269.50 |
268.00 |
269.40 |
+4.90 |
170 |
2,214 |
+64 |
| Dec10 |
091007 |
268.00 |
270.00 |
265.50 |
269.90 |
+4.90 |
749 |
7,810 |
+205 |
| Total Volume and Open Interest |
51,596 |
151,418 |
-2,540 |
| Soybean Oil(CBOT) |
| Oct09 |
091007 |
34.00 |
34.00 |
33.46 |
33.73 |
-0.21 |
2,232 |
1,598 |
-241 |
| Dec09 |
091007 |
34.40 |
34.47 |
33.75 |
34.04 |
-0.22 |
37,423 |
121,770 |
-238 |
| Jan10 |
091007 |
34.82 |
34.82 |
34.16 |
34.46 |
-0.20 |
8,029 |
32,948 |
+217 |
| Mar10 |
091007 |
35.14 |
35.19 |
34.50 |
34.81 |
-0.19 |
3,920 |
16,448 |
-443 |
| May10 |
091007 |
35.38 |
35.41 |
34.80 |
35.12 |
-0.16 |
1,871 |
10,128 |
-177 |
| Jul10 |
091007 |
35.53 |
35.61 |
35.05 |
35.37 |
-0.16 |
1,243 |
10,740 |
-205 |
| Aug10 |
091007 |
35.54 |
35.63 |
35.20 |
35.47 |
-0.18 |
10 |
892 |
+2 |
| Sep10 |
091007 |
35.77 |
35.80 |
35.35 |
35.57 |
-0.18 |
140 |
652 |
+17 |
| Oct10 |
091007 |
35.88 |
35.88 |
35.57 |
35.65 |
-0.18 |
37 |
485 |
+1 |
| Dec10 |
091007 |
36.05 |
36.06 |
35.62 |
35.85 |
-0.20 |
369 |
9,762 |
+25 |
| Total Volume and Open Interest |
55,274 |
205,435 |
-1,042 |
| Canola(WCE) |
| Nov09 |
091007 |
373.5 |
376.3 |
365.2 |
372.7 |
-0.8 |
7,805 |
50,460 |
-1,120 |
| Jan10 |
091007 |
370.3 |
381.1 |
370.3 |
378.0 |
-1.0 |
3,156 |
44,765 |
+1,138 |
| Mar10 |
091007 |
383.0 |
385.9 |
379.6 |
382.5 |
-0.9 |
739 |
3,790 |
+286 |
| May10 |
091007 |
388.0 |
388.0 |
383.7 |
387.0 |
-0.4 |
5 |
1,122 |
+5 |
| Jul10 |
091007 |
388.9 |
388.9 |
388.9 |
388.9 |
-0.4 |
5 |
1,078 |
+0 |
| Total Volume and Open Interest |
11,710 |
101,357 |
+309 |
| Corn(CBOT) |
| Dec09 |
091007 |
357.50 |
364.00 |
354.00 |
359.75 |
+1.50 |
213,787 |
522,073 |
+9,725 |
| Mar10 |
091007 |
369.75 |
376.00 |
366.25 |
372.25 |
+1.75 |
53,647 |
164,881 |
+1,984 |
| May10 |
091007 |
377.00 |
385.00 |
375.00 |
380.75 |
+2.00 |
11,942 |
36,013 |
+926 |
| Jul10 |
091007 |
385.00 |
391.50 |
382.25 |
387.75 |
+1.50 |
21,381 |
63,198 |
-1,278 |
| Sep10 |
091007 |
394.00 |
399.25 |
391.75 |
395.75 |
+1.75 |
4,360 |
15,246 |
-40 |
| Dec10 |
091007 |
403.00 |
409.00 |
399.75 |
405.25 |
+1.75 |
22,739 |
84,554 |
+6,893 |
| Mar11 |
091007 |
414.00 |
418.75 |
410.50 |
416.00 |
+1.50 |
817 |
2,911 |
+435 |
| May11 |
091007 |
422.00 |
423.00 |
420.50 |
423.00 |
+1.00 |
22 |
244 |
+1 |
| Jul11 |
091007 |
429.00 |
430.50 |
427.25 |
430.00 |
+1.25 |
169 |
1,669 |
+31 |
| Sep11 |
091007 |
415.00 |
420.25 |
415.00 |
420.25 |
+3.25 |
79 |
264 |
+23 |
| Total Volume and Open Interest |
329,559 |
897,926 |
+18,927 |
| Wheat(CBOT) |
| Dec09 |
091007 |
458.75 |
466.00 |
453.75 |
463.25 |
+3.00 |
46,789 |
199,419 |
-1,392 |
| Mar10 |
091007 |
478.00 |
484.00 |
473.00 |
482.75 |
+3.50 |
5,864 |
50,685 |
+508 |
| May10 |
091007 |
494.00 |
495.75 |
486.50 |
495.50 |
+3.50 |
809 |
8,273 |
+169 |
| Jul10 |
091007 |
504.50 |
509.00 |
498.25 |
507.25 |
+3.25 |
3,036 |
47,542 |
-940 |
| Sep10 |
091007 |
513.25 |
521.00 |
513.25 |
521.00 |
+4.75 |
165 |
1,018 |
+8 |
| Dec10 |
091007 |
542.25 |
546.50 |
536.00 |
545.75 |
+3.50 |
2,038 |
21,819 |
-784 |
| Total Volume and Open Interest |
58,945 |
330,288 |
-2,366 |
| Wheat(KCBT) |
| Dec09 |
091007 |
474.00 |
481.00 |
470.00 |
480.25 |
+4.75 |
11,248 |
58,052 |
-2,328 |
| Mar10 |
091007 |
490.00 |
497.00 |
486.00 |
496.00 |
+5.00 |
2,767 |
22,934 |
+1,003 |
| May10 |
091007 |
501.50 |
507.50 |
497.25 |
507.50 |
+5.00 |
628 |
4,888 |
+31 |
| Jul10 |
091007 |
514.00 |
519.00 |
508.75 |
519.00 |
+5.00 |
1,288 |
18,456 |
+186 |
| Sep10 |
091007 |
522.50 |
530.50 |
522.50 |
530.50 |
+5.00 |
118 |
1,149 |
+11 |
| Dec10 |
091007 |
546.25 |
548.25 |
540.00 |
548.25 |
+5.25 |
1,335 |
16,806 |
+61 |
| Total Volume and Open Interest |
17,412 |
122,556 |
-1,022 |
| Wheat(MGE) |
| Dec09 |
091007 |
495.50 |
499.00 |
489.50 |
495.50 |
-1.00 |
4,137 |
19,473 |
-905 |
| Mar10 |
091007 |
511.00 |
512.75 |
505.00 |
510.50 |
-0.50 |
421 |
10,156 |
-72 |
| May10 |
091007 |
521.75 |
523.00 |
515.50 |
521.00 |
-0.75 |
108 |
3,571 |
-17 |
| Jul10 |
091007 |
530.50 |
532.50 |
525.75 |
530.00 |
-2.00 |
210 |
6,939 |
+112 |
| Sep10 |
091007 |
538.50 |
543.25 |
536.75 |
541.75 |
-1.25 |
62 |
1,893 |
-1 |
| Total Volume and Open Interest |
5,004 |
45,023 |
-871 |
| Oats(CBOT) |
| Dec09 |
091007 |
229.00 |
232.00 |
224.50 |
232.00 |
+3.75 |
796 |
9,274 |
-9 |
| Mar10 |
091007 |
243.50 |
246.00 |
239.00 |
246.00 |
+4.25 |
91 |
3,788 |
+20 |
| May10 |
091007 |
254.50 |
254.50 |
250.25 |
254.50 |
+4.25 |
0 |
14 |
+0 |
| Jul10 |
091007 |
264.00 |
264.00 |
259.75 |
264.00 |
+4.25 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
887 |
13,105 |
+11 |
| Rough Rice(CBOT) |
| Nov09 |
091007 |
13.15 |
13.25 |
13.10 |
13.23 |
+0.08 |
589 |
6,417 |
-135 |
| Jan10 |
091007 |
13.44 |
13.48 |
13.35 |
13.48 |
+0.07 |
123 |
2,729 |
+89 |
| Mar10 |
091007 |
13.65 |
13.74 |
13.65 |
13.73 |
+0.09 |
155 |
1,354 |
+100 |
| May10 |
091007 |
13.98 |
13.98 |
13.89 |
13.98 |
+0.09 |
1 |
400 |
+1 |
| Total Volume and Open Interest |
918 |
11,691 |
+104 |
| Live Cattle(CME) |
| Oct09 |
091007 |
82.000 |
82.785 |
81.930 |
82.230 |
-0.070 |
9,722 |
16,810 |
-2,975 |
| Dec09 |
091007 |
83.430 |
84.330 |
83.400 |
84.080 |
+0.530 |
15,375 |
123,824 |
+527 |
| Feb10 |
091007 |
84.330 |
85.100 |
84.330 |
84.830 |
+0.380 |
7,218 |
54,817 |
+1,033 |
| Apr10 |
091007 |
86.480 |
87.200 |
86.480 |
87.100 |
+0.465 |
3,704 |
38,594 |
+321 |
| Jun10 |
091007 |
83.650 |
84.180 |
83.650 |
84.135 |
+0.500 |
1,708 |
15,087 |
+607 |
| Aug10 |
091007 |
84.700 |
85.250 |
84.500 |
85.250 |
+0.650 |
388 |
2,874 |
+283 |
| Total Volume and Open Interest |
38,202 |
255,491 |
-219 |
| Feeder Cattle(CME) |
| Oct09 |
091007 |
93.080 |
93.580 |
93.000 |
93.350 |
+0.500 |
1,048 |
3,915 |
-542 |
| Nov09 |
091007 |
93.000 |
93.600 |
92.930 |
93.180 |
+0.430 |
2,497 |
13,695 |
-379 |
| Jan10 |
091007 |
93.900 |
94.550 |
93.750 |
94.450 |
+0.665 |
1,345 |
5,902 |
+335 |
| Mar10 |
091007 |
95.100 |
95.900 |
95.050 |
95.885 |
+0.785 |
504 |
2,125 |
+324 |
| Apr10 |
091007 |
96.250 |
96.980 |
96.200 |
96.930 |
+0.645 |
37 |
519 |
+1 |
| May10 |
091007 |
97.400 |
97.850 |
97.400 |
97.800 |
+0.665 |
89 |
986 |
+3 |
| Aug10 |
091007 |
98.250 |
98.785 |
98.250 |
98.785 |
+0.500 |
11 |
205 |
+4 |
| Total Volume and Open Interest |
5,531 |
27,347 |
-254 |
| Lean Hogs(CME) |
| Oct09 |
091007 |
50.035 |
51.200 |
49.950 |
50.900 |
+0.800 |
3,240 |
9,865 |
-724 |
| Dec09 |
091007 |
49.080 |
52.050 |
48.950 |
51.750 |
+2.620 |
15,211 |
74,708 |
-633 |
| Feb10 |
091007 |
56.200 |
58.785 |
56.050 |
58.600 |
+2.365 |
5,042 |
31,092 |
+1,212 |
| Apr10 |
091007 |
61.750 |
64.300 |
61.550 |
64.250 |
+2.300 |
1,869 |
16,480 |
+408 |
| May10 |
091007 |
69.250 |
70.300 |
68.900 |
70.000 |
+1.275 |
30 |
941 |
-3 |
| Jun10 |
091007 |
70.650 |
72.800 |
70.400 |
72.535 |
+1.685 |
1,167 |
10,132 |
+341 |
| Jul10 |
091007 |
70.500 |
72.000 |
70.200 |
71.750 |
+1.200 |
271 |
2,461 |
+63 |
| Aug10 |
091007 |
69.900 |
71.900 |
69.900 |
71.800 |
+1.300 |
145 |
1,742 |
+65 |
| Total Volume and Open Interest |
27,030 |
148,650 |
+734 |
| Class III Milk(CME) |
| Oct09 |
091007 |
12.85 |
12.90 |
12.81 |
12.86 |
+0.02 |
137 |
3,718 |
+53 |
| Nov09 |
091007 |
14.33 |
14.45 |
14.16 |
14.39 |
+0.18 |
308 |
4,161 |
+98 |
| Dec09 |
091007 |
14.73 |
14.81 |
14.60 |
14.75 |
+0.10 |
271 |
4,239 |
+110 |
| Jan10 |
091007 |
14.58 |
14.80 |
14.58 |
14.77 |
+0.19 |
133 |
1,956 |
+63 |
| Feb10 |
091007 |
14.55 |
14.72 |
14.53 |
14.65 |
+0.12 |
117 |
1,323 |
+49 |
| Total Volume and Open Interest |
1,513 |
22,239 |
+616 |
| Cocoa(ICE) |
| Dec09 |
091007 |
3206 |
3257 |
3206 |
3242 |
+31 |
9,420 |
58,658 |
-800 |
| Mar10 |
091007 |
3235 |
3280 |
3235 |
3264 |
+30 |
3,825 |
36,149 |
-1,041 |
| May10 |
091007 |
3269 |
3279 |
3255 |
3272 |
+26 |
749 |
12,945 |
+657 |
| Jul10 |
091007 |
3266 |
3268 |
3262 |
3266 |
+25 |
105 |
4,781 |
+95 |
| Sep10 |
091007 |
3260 |
3269 |
3258 |
3262 |
+24 |
48 |
3,809 |
+11 |
| Dec10 |
091007 |
3255 |
3262 |
3255 |
3262 |
+20 |
34 |
2,654 |
+599 |
| Mar11 |
091007 |
3250 |
3259 |
3245 |
3257 |
+25 |
315 |
5,561 |
+259 |
| Total Volume and Open Interest |
14,755 |
128,991 |
+26 |
| Coffee "C"(ICE) |
| Dec09 |
091007 |
133.60 |
135.35 |
133.05 |
134.25 |
+0.65 |
11,054 |
61,471 |
+781 |
| Mar10 |
091007 |
136.85 |
138.20 |
135.95 |
137.10 |
+0.60 |
2,115 |
20,513 |
+706 |
| May10 |
091007 |
138.55 |
140.00 |
137.90 |
139.00 |
+0.60 |
532 |
10,230 |
+357 |
| Jul10 |
091007 |
140.35 |
141.50 |
140.35 |
140.80 |
+0.55 |
262 |
3,088 |
+37 |
| Sep10 |
091007 |
142.10 |
143.60 |
142.10 |
142.55 |
+0.45 |
117 |
3,616 |
+68 |
| Dec10 |
091007 |
145.30 |
145.65 |
144.90 |
145.00 |
+0.30 |
55 |
2,080 |
-5 |
| Total Volume and Open Interest |
14,339 |
101,848 |
+1,847 |
| Orange Juice(ICE) |
| Nov09 |
091007 |
93.00 |
94.85 |
92.00 |
94.30 |
+0.35 |
896 |
17,879 |
-215 |
| Jan10 |
091007 |
96.05 |
98.00 |
96.00 |
97.70 |
+0.20 |
403 |
6,807 |
+240 |
| Mar10 |
091007 |
100.70 |
101.15 |
100.50 |
101.15 |
+0.20 |
56 |
4,011 |
+53 |
| May10 |
091007 |
104.45 |
104.45 |
104.45 |
104.45 |
+0.20 |
6 |
635 |
+94 |
| Jul10 |
091007 |
107.45 |
107.45 |
107.45 |
107.45 |
+0.20 |
0 |
122 |
+0 |
| Sep10 |
091007 |
109.20 |
109.20 |
109.20 |
109.20 |
+0.20 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,361 |
29,637 |
+172 |
| Sugar #11(ICE) |
| Mar10 |
091007 |
23.81 |
23.90 |
22.84 |
23.12 |
-0.88 |
46,092 |
376,984 |
-893 |
| May10 |
091007 |
22.83 |
22.88 |
21.87 |
22.19 |
-0.76 |
19,436 |
88,542 |
-1,901 |
| Jul10 |
091007 |
21.46 |
21.50 |
20.62 |
20.84 |
-0.66 |
7,661 |
120,004 |
+424 |
| Oct10 |
091007 |
20.58 |
20.65 |
19.91 |
20.05 |
-0.58 |
2,809 |
83,174 |
-317 |
| Mar11 |
091007 |
20.00 |
20.00 |
19.38 |
19.57 |
-0.47 |
758 |
46,346 |
+89 |
| Total Volume and Open Interest |
77,062 |
771,265 |
-2,585 |
| London Cocoa(LCE) |
| Dec09 |
091007 |
2127 |
2147 |
2120 |
2133 |
+13 |
7,743 |
55,367 |
+685 |
| Mar10 |
091007 |
2156 |
2173 |
2142 |
2159 |
+15 |
2,428 |
34,277 |
-58 |
| May10 |
091007 |
2177 |
2193 |
2168 |
2181 |
+16 |
1,600 |
44,583 |
+467 |
| Jul10 |
091007 |
2117 |
2132 |
2117 |
2129 |
+19 |
1,579 |
10,451 |
+245 |
| Sep10 |
091007 |
2114 |
2120 |
2112 |
2120 |
+19 |
681 |
4,216 |
+447 |
| Dec10 |
091007 |
2105 |
2105 |
2105 |
2105 |
+19 |
3 |
1,227 |
+0 |
| Mar11 |
091007 |
2090 |
2095 |
2088 |
2095 |
+18 |
332 |
6,430 |
+256 |
| Total Volume and Open Interest |
4,338 |
152,271 |
+0 |
| London Sugar(LCE) |
| Dec09 |
091007 |
594.00 |
595.70 |
580.00 |
586.80 |
-18.70 |
2,589 |
23,256 |
-579 |
| Mar10 |
091007 |
613.80 |
615.80 |
599.00 |
606.10 |
-19.90 |
2,718 |
29,597 |
+180 |
| May10 |
091007 |
598.30 |
598.30 |
582.90 |
590.50 |
-17.10 |
507 |
8,421 |
+162 |
| Aug10 |
091007 |
571.60 |
572.80 |
559.30 |
564.90 |
-15.10 |
334 |
7,246 |
-136 |
| Oct10 |
091007 |
543.00 |
548.00 |
536.50 |
540.40 |
-13.30 |
251 |
3,975 |
+61 |
| Total Volume and Open Interest |
6,399 |
73,446 |
-312 |
| Cotton(ICE) |
| Oct09 |
091007 |
61.59 |
61.59 |
61.59 |
61.59 |
-0.48 |
14 |
5 |
-4 |
| Dec09 |
091007 |
63.11 |
63.44 |
62.30 |
62.50 |
-0.48 |
11,721 |
101,699 |
+1,465 |
| Mar10 |
091007 |
65.74 |
65.79 |
64.87 |
64.97 |
-0.38 |
1,985 |
31,855 |
+317 |
| May10 |
091007 |
66.97 |
66.98 |
66.25 |
66.25 |
-0.40 |
158 |
3,396 |
+35 |
| Jul10 |
091007 |
67.99 |
68.14 |
67.31 |
67.37 |
-0.36 |
125 |
5,015 |
+40 |
| Oct10 |
091007 |
68.29 |
68.29 |
68.29 |
68.29 |
-0.44 |
12 |
70 |
+0 |
| Total Volume and Open Interest |
14,060 |
146,430 |
+1,867 |
| Lumber(CME) |
| Nov09 |
091007 |
171.3 |
172.2 |
163.0 |
167.9 |
-3.4 |
790 |
4,938 |
-213 |
| Jan10 |
091007 |
189.9 |
190.8 |
183.5 |
183.9 |
-5.1 |
571 |
4,998 |
+42 |
| Mar10 |
091007 |
203.8 |
203.8 |
198.0 |
203.0 |
-1.3 |
20 |
161 |
+0 |
| May10 |
091007 |
213.1 |
216.0 |
212.0 |
216.0 |
unch |
0 |
23 |
+0 |
| Total Volume and Open Interest |
1,381 |
10,125 |
-171 |
| Crude Oil(NYM) |
| Nov09 |
091007 |
71.16 |
71.76 |
68.88 |
69.57 |
-1.31 |
313,286 |
290,444 |
-3,772 |
| Dec09 |
091007 |
71.44 |
72.00 |
69.19 |
69.88 |
-1.26 |
162,348 |
222,951 |
+9,826 |
| Jan10 |
091007 |
71.90 |
72.27 |
69.65 |
70.34 |
-1.18 |
42,098 |
88,405 |
+1,015 |
| Feb10 |
091007 |
72.31 |
72.67 |
70.26 |
70.80 |
-1.12 |
16,896 |
39,251 |
+3,901 |
| Mar10 |
091007 |
72.77 |
72.95 |
70.76 |
71.22 |
-1.09 |
12,567 |
33,386 |
+835 |
| Apr10 |
091007 |
73.12 |
73.12 |
71.19 |
71.66 |
-1.08 |
5,231 |
19,680 |
+1,139 |
| May10 |
091007 |
73.26 |
73.58 |
71.93 |
72.12 |
-1.08 |
4,274 |
20,208 |
+1,247 |
| Jun10 |
091007 |
73.96 |
74.25 |
71.98 |
72.59 |
-1.08 |
13,890 |
93,033 |
+1,485 |
| Jul10 |
091007 |
74.39 |
74.48 |
72.49 |
73.00 |
-1.06 |
2,103 |
30,309 |
+619 |
| Aug10 |
091007 |
74.82 |
74.82 |
73.35 |
73.36 |
-1.04 |
1,632 |
12,314 |
+475 |
| Sep10 |
091007 |
74.85 |
74.91 |
73.74 |
73.74 |
-1.02 |
2,126 |
21,611 |
+432 |
| Oct10 |
091007 |
74.14 |
74.14 |
74.14 |
74.14 |
-1.00 |
1,791 |
12,638 |
+513 |
| Nov10 |
091007 |
74.55 |
74.55 |
74.55 |
74.55 |
-0.98 |
2,454 |
15,430 |
+576 |
| Dec10 |
091007 |
76.25 |
76.53 |
74.40 |
74.96 |
-0.96 |
17,662 |
107,438 |
-32 |
| Jan11 |
091007 |
75.21 |
75.21 |
75.21 |
75.21 |
-0.94 |
324 |
13,116 |
+59 |
| Feb11 |
091007 |
75.45 |
75.45 |
75.45 |
75.45 |
-0.93 |
176 |
6,557 |
+13 |
| Total Volume and Open Interest |
614,684 |
1,248,517 |
+20,707 |
| e-miNY Crude Oil(NYM) |
| Oct09 |
090921 |
72.050 |
72.200 |
68.975 |
69.700 |
-2.350 |
7,352 |
3,357 |
-509 |
| Nov09 |
091007 |
71.250 |
71.750 |
68.900 |
69.575 |
-1.300 |
11,195 |
6,703 |
+1,278 |
| Dec09 |
091007 |
71.500 |
71.950 |
69.175 |
69.875 |
-1.275 |
832 |
968 |
+1 |
| Jan10 |
091007 |
71.500 |
71.800 |
69.725 |
70.350 |
-1.175 |
43 |
224 |
+7 |
| Feb10 |
091007 |
71.800 |
72.325 |
70.300 |
70.800 |
-1.125 |
2 |
113 |
+0 |
| Mar10 |
091007 |
72.500 |
72.500 |
71.225 |
71.225 |
-1.075 |
3 |
112 |
+1 |
| Apr10 |
091007 |
71.350 |
71.650 |
71.350 |
71.650 |
-1.100 |
0 |
2 |
+0 |
| May10 |
091007 |
72.125 |
72.125 |
72.125 |
72.125 |
-1.075 |
0 |
2 |
+0 |
| Jun10 |
091007 |
72.600 |
72.600 |
72.600 |
72.600 |
-1.075 |
0 |
8 |
+0 |
| Jul10 |
091007 |
74.000 |
74.000 |
73.000 |
73.000 |
-1.050 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,075 |
8,215 |
+1,287 |
| Heating Oil(NYM) |
| Nov09 |
091007 |
182.97 |
184.00 |
176.68 |
178.11 |
-3.31 |
37,699 |
62,640 |
-1,971 |
| Dec09 |
091007 |
185.85 |
186.75 |
179.56 |
181.03 |
-3.31 |
16,644 |
61,501 |
+2,948 |
| Jan10 |
091007 |
188.43 |
189.31 |
182.80 |
184.23 |
-3.19 |
6,185 |
39,936 |
+1,246 |
| Feb10 |
091007 |
189.97 |
191.69 |
185.00 |
186.76 |
-3.06 |
2,624 |
18,868 |
+303 |
| Mar10 |
091007 |
192.96 |
193.21 |
187.13 |
188.42 |
-2.98 |
2,084 |
16,330 |
+43 |
| Apr10 |
091007 |
193.17 |
193.17 |
188.00 |
189.28 |
-3.02 |
817 |
12,432 |
+136 |
| May10 |
091007 |
193.45 |
193.45 |
190.43 |
190.43 |
-3.07 |
886 |
11,026 |
-67 |
| Jun10 |
091007 |
196.45 |
196.45 |
190.80 |
191.73 |
-3.07 |
1,092 |
23,035 |
-5 |
| Jul10 |
091007 |
195.50 |
196.45 |
193.58 |
193.58 |
-2.97 |
484 |
7,111 |
-10 |
| Aug10 |
091007 |
199.76 |
200.25 |
195.78 |
195.78 |
-2.92 |
149 |
3,272 |
+5 |
| Sep10 |
091007 |
201.00 |
201.00 |
198.13 |
198.13 |
-2.92 |
126 |
6,006 |
+12 |
| Oct10 |
091007 |
203.73 |
203.80 |
200.58 |
200.58 |
-2.87 |
73 |
2,375 |
+25 |
| Total Volume and Open Interest |
72,495 |
308,327 |
+3,342 |
| Gasoline(NYMEX) |
| Nov09 |
091007 |
178.00 |
179.30 |
170.28 |
172.03 |
-5.24 |
38,534 |
82,805 |
-268 |
| Dec09 |
091007 |
179.55 |
179.86 |
171.50 |
173.33 |
-4.74 |
16,815 |
35,225 |
+1,782 |
| Jan10 |
091007 |
181.51 |
181.51 |
173.94 |
175.79 |
-4.43 |
9,857 |
24,251 |
-304 |
| Feb10 |
091007 |
182.80 |
183.18 |
177.47 |
178.27 |
-4.29 |
2,412 |
8,558 |
+91 |
| Mar10 |
091007 |
185.50 |
185.54 |
180.00 |
180.68 |
-4.20 |
2,566 |
14,075 |
+616 |
| Apr10 |
091007 |
192.90 |
193.07 |
192.90 |
193.07 |
-4.11 |
1,444 |
7,219 |
-70 |
| May10 |
091007 |
194.12 |
194.12 |
194.12 |
194.12 |
-4.01 |
1,247 |
4,818 |
+198 |
| Jun10 |
091007 |
200.00 |
200.40 |
194.97 |
194.97 |
-3.96 |
1,002 |
6,033 |
+158 |
| Jul10 |
091007 |
195.37 |
195.37 |
195.37 |
195.37 |
-3.91 |
385 |
1,910 |
-153 |
| Aug10 |
091007 |
195.22 |
195.22 |
195.22 |
195.22 |
-3.86 |
344 |
1,910 |
+246 |
| Total Volume and Open Interest |
74,674 |
195,796 |
+2,204 |
| e-miNY RBOB Gasoline(NYM) |
| Nov09 |
091007 |
172.03 |
172.03 |
172.03 |
172.03 |
-5.24 |
0 |
3 |
+0 |
| Dec09 |
091007 |
173.33 |
173.33 |
173.33 |
173.33 |
-4.74 |
0 |
4 |
+0 |
| Jan10 |
091007 |
175.79 |
175.79 |
175.79 |
175.79 |
-4.43 |
|
|
|
| Feb10 |
091007 |
178.27 |
178.27 |
178.27 |
178.27 |
-4.29 |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Natural Gas(NYM) |
| Nov09 |
091007 |
4.919 |
5.088 |
4.831 |
4.904 |
+0.024 |
135,529 |
172,376 |
-5,568 |
| Dec09 |
091007 |
5.656 |
5.790 |
5.614 |
5.683 |
+0.056 |
28,854 |
69,608 |
-1,460 |
| Jan10 |
091007 |
5.944 |
6.052 |
5.902 |
5.984 |
+0.075 |
19,521 |
77,879 |
+2,919 |
| Feb10 |
091007 |
5.990 |
6.085 |
5.958 |
6.034 |
+0.079 |
6,257 |
27,416 |
+452 |
| Mar10 |
091007 |
5.891 |
6.007 |
5.885 |
5.957 |
+0.074 |
7,593 |
48,485 |
-182 |
| Apr10 |
091007 |
5.890 |
5.955 |
5.852 |
5.912 |
+0.068 |
6,174 |
40,448 |
-309 |
| May10 |
091007 |
5.935 |
5.985 |
5.885 |
5.947 |
+0.073 |
1,744 |
22,735 |
+141 |
| Jun10 |
091007 |
5.997 |
6.055 |
5.970 |
6.015 |
+0.069 |
1,180 |
14,369 |
+84 |
| Jul10 |
091007 |
6.110 |
6.125 |
6.038 |
6.100 |
+0.066 |
603 |
11,691 |
-112 |
| Aug10 |
091007 |
6.190 |
6.190 |
6.125 |
6.177 |
+0.063 |
406 |
11,337 |
+59 |
| Sep10 |
091007 |
6.250 |
6.250 |
6.180 |
6.235 |
+0.059 |
322 |
11,343 |
+57 |
| Oct10 |
091007 |
6.349 |
6.412 |
6.330 |
6.387 |
+0.058 |
1,846 |
27,074 |
-351 |
| Nov10 |
091007 |
6.760 |
6.762 |
6.726 |
6.749 |
+0.050 |
617 |
6,742 |
+166 |
| Dec10 |
091007 |
7.073 |
7.093 |
7.062 |
7.084 |
+0.050 |
701 |
18,563 |
+36 |
| Jan11 |
091007 |
7.313 |
7.317 |
7.279 |
7.312 |
+0.053 |
457 |
9,899 |
-141 |
| Feb11 |
091007 |
7.275 |
7.292 |
7.266 |
7.292 |
+0.053 |
8 |
5,775 |
+5 |
| Total Volume and Open Interest |
212,146 |
692,561 |
-4,223 |
| Brent Crude Oil(ICE) |
| Nov09 |
091007 |
69.12 |
69.45 |
66.65 |
67.20 |
-1.36 |
119,018 |
97,716 |
-13,968 |
| Dec09 |
091007 |
69.93 |
70.24 |
67.50 |
68.04 |
-1.32 |
87,837 |
203,324 |
+10,603 |
| Jan10 |
091007 |
70.64 |
70.95 |
68.32 |
68.82 |
-1.26 |
23,602 |
67,101 |
+444 |
| Feb10 |
091007 |
71.26 |
71.47 |
69.00 |
69.55 |
-1.21 |
10,738 |
30,297 |
+985 |
| Mar10 |
091007 |
71.90 |
72.02 |
69.69 |
70.24 |
-1.17 |
9,167 |
15,905 |
-1,574 |
| Apr10 |
091007 |
72.54 |
72.68 |
70.37 |
70.91 |
-1.16 |
6,422 |
15,336 |
+1,526 |
| May10 |
091007 |
73.19 |
73.39 |
71.04 |
71.59 |
-1.15 |
3,838 |
13,542 |
-58 |
| Jun10 |
091007 |
73.80 |
73.98 |
71.67 |
72.22 |
-1.16 |
7,497 |
53,588 |
+61 |
| Jul10 |
091007 |
72.58 |
72.76 |
72.50 |
72.76 |
-1.17 |
1,693 |
10,755 |
-20 |
| Aug10 |
091007 |
73.24 |
73.24 |
73.24 |
73.24 |
-1.17 |
1,066 |
7,694 |
+116 |
| Sep10 |
091007 |
73.80 |
73.80 |
73.71 |
73.71 |
-1.17 |
945 |
4,499 |
+118 |
| Oct10 |
091007 |
75.65 |
75.65 |
74.15 |
74.15 |
-1.15 |
575 |
6,884 |
-158 |
| Nov10 |
091007 |
74.51 |
74.51 |
74.51 |
74.51 |
-1.13 |
523 |
4,669 |
+7 |
| Dec10 |
091007 |
76.50 |
76.52 |
74.40 |
74.85 |
-1.12 |
12,972 |
75,696 |
+2,436 |
| Total Volume and Open Interest |
289,691 |
699,945 |
+1,443 |
| Gas Oil(ICE) |
| Oct09 |
091007 |
568.00 |
569.00 |
548.25 |
561.50 |
-7.00 |
27,053 |
56,504 |
-2,756 |
| Nov09 |
091007 |
575.25 |
576.75 |
556.00 |
569.25 |
-7.25 |
55,597 |
104,868 |
+329 |
| Dec09 |
091007 |
582.50 |
584.50 |
563.75 |
577.25 |
-7.25 |
30,805 |
88,680 |
+2,663 |
| Jan10 |
091007 |
591.00 |
592.75 |
574.25 |
586.50 |
-7.25 |
12,773 |
57,659 |
+1,961 |
| Feb10 |
091007 |
599.25 |
600.00 |
582.75 |
593.75 |
-7.50 |
4,590 |
26,605 |
+425 |
| Mar10 |
091007 |
604.25 |
606.75 |
589.00 |
600.25 |
-7.50 |
3,593 |
29,714 |
+16 |
| Apr10 |
091007 |
612.75 |
612.75 |
596.00 |
606.75 |
-7.50 |
838 |
16,261 |
+175 |
| May10 |
091007 |
620.50 |
620.50 |
602.50 |
613.25 |
-7.25 |
410 |
15,562 |
-63 |
| Jun10 |
091007 |
626.00 |
626.25 |
607.50 |
618.75 |
-7.25 |
3,929 |
39,613 |
+36 |
| Jul10 |
091007 |
629.75 |
632.25 |
623.50 |
626.50 |
-7.25 |
609 |
12,614 |
+139 |
| Total Volume and Open Interest |
144,996 |
578,914 |
+3,669 |
| Ethanol(CBOT) |
| Oct09 |
091005 |
1.890 |
1.897 |
1.890 |
1.894 |
+0.018 |
13 |
181 |
+4 |
| Nov09 |
091007 |
1.825 |
1.825 |
1.800 |
1.820 |
+0.002 |
27 |
499 |
-3 |
| Dec09 |
091007 |
1.756 |
1.770 |
1.755 |
1.769 |
-0.003 |
77 |
674 |
-12 |
| Jan10 |
091007 |
1.748 |
1.753 |
1.748 |
1.751 |
-0.001 |
19 |
944 |
+14 |
| Feb10 |
091007 |
1.724 |
1.729 |
1.724 |
1.729 |
-0.005 |
19 |
265 |
+5 |
| Mar10 |
091007 |
1.715 |
1.729 |
1.710 |
1.729 |
-0.006 |
30 |
285 |
-16 |
| Apr10 |
091007 |
1.710 |
1.725 |
1.710 |
1.720 |
-0.005 |
19 |
486 |
-19 |
| May10 |
091007 |
1.711 |
1.711 |
1.711 |
1.711 |
unch |
3 |
184 |
+1 |
| Total Volume and Open Interest |
227 |
4,850 |
-1 |
| WTI Crude Oil(ICE) |
| Nov09 |
091007 |
71.31 |
71.75 |
68.91 |
69.57 |
-1.31 |
89,691 |
109,592 |
+1,983 |
| Dec09 |
091007 |
71.67 |
71.98 |
69.20 |
69.88 |
-1.26 |
72,664 |
97,183 |
+4,359 |
| Jan10 |
091007 |
72.15 |
72.15 |
69.73 |
70.34 |
-1.18 |
15,431 |
22,520 |
-1,569 |
| Feb10 |
091007 |
72.28 |
72.35 |
70.46 |
70.80 |
-1.12 |
5,593 |
16,846 |
+636 |
| Mar10 |
091007 |
72.68 |
72.75 |
70.87 |
71.22 |
-1.09 |
4,280 |
12,849 |
+511 |
| Apr10 |
091007 |
73.12 |
73.12 |
71.39 |
71.66 |
-1.08 |
2,072 |
9,047 |
-122 |
| May10 |
091007 |
73.59 |
73.59 |
71.90 |
72.12 |
-1.08 |
1,806 |
6,237 |
+54 |
| Jun10 |
091007 |
74.07 |
74.07 |
71.96 |
72.59 |
-1.08 |
4,001 |
23,759 |
+955 |
| Jul10 |
091007 |
73.82 |
73.83 |
72.97 |
73.00 |
-1.06 |
1,021 |
24,513 |
-45 |
| Aug10 |
091007 |
73.36 |
73.36 |
73.36 |
73.36 |
-1.04 |
906 |
6,847 |
+70 |
| Sep10 |
091007 |
73.74 |
73.74 |
73.74 |
73.74 |
-1.02 |
732 |
9,139 |
+14 |
| Oct10 |
091007 |
74.14 |
74.14 |
74.14 |
74.14 |
-1.00 |
479 |
5,180 |
-25 |
| Nov10 |
091007 |
74.55 |
74.55 |
74.55 |
74.55 |
-0.98 |
538 |
6,402 |
+156 |
| Dec10 |
091007 |
76.18 |
76.52 |
74.41 |
74.96 |
-0.96 |
8,726 |
57,572 |
+1,886 |
| Jan11 |
091007 |
75.21 |
75.21 |
75.21 |
75.21 |
-0.94 |
530 |
10,798 |
-5 |
| Feb11 |
091007 |
75.45 |
75.45 |
75.45 |
75.45 |
-0.93 |
258 |
3,360 |
+0 |
| Total Volume and Open Interest |
210,966 |
497,226 |
+9,377 |
| US Dollar Index(ICE) |
| Dec09 |
091007 |
76.480 |
76.800 |
76.300 |
76.665 |
+0.170 |
9,231 |
29,794 |
+2,819 |
| Mar10 |
091007 |
76.600 |
77.025 |
76.600 |
76.915 |
+0.175 |
14 |
2,077 |
+7 |
| Jun10 |
091007 |
77.175 |
77.175 |
77.175 |
77.175 |
+0.200 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
9,245 |
31,874 |
+2,826 |
| Australian Dollar(CME) |
| Dec09 |
091007 |
88.55 |
88.98 |
88.13 |
88.35 |
-0.05 |
79,691 |
109,898 |
+3,683 |
| Mar10 |
091007 |
87.54 |
88.12 |
87.36 |
87.56 |
-0.05 |
640 |
797 |
+520 |
| Jun10 |
091007 |
86.67 |
86.73 |
86.67 |
86.67 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
80,331 |
110,710 |
+4,203 |
| British Pound(CME) |
| Dec09 |
091007 |
159.10 |
159.68 |
158.53 |
159.32 |
+0.24 |
111,832 |
111,118 |
+3,099 |
| Mar10 |
091007 |
158.70 |
159.60 |
158.55 |
159.29 |
+0.24 |
0 |
193 |
+0 |
| Jun10 |
091007 |
159.26 |
159.37 |
158.84 |
159.26 |
+0.23 |
0 |
116 |
+0 |
| Total Volume and Open Interest |
111,832 |
111,447 |
+3,099 |
| Canadian Dollar(CME) |
| Dec09 |
091007 |
94.40 |
95.00 |
93.90 |
94.03 |
-0.33 |
81,699 |
86,234 |
+11,410 |
| Mar10 |
091007 |
94.34 |
94.96 |
93.92 |
94.03 |
-0.33 |
167 |
1,333 |
+47 |
| Jun10 |
091007 |
94.07 |
94.73 |
93.92 |
94.02 |
-0.33 |
35 |
294 |
-16 |
| Sep10 |
091007 |
93.99 |
94.58 |
93.92 |
93.99 |
-0.33 |
7 |
378 |
+5 |
| Total Volume and Open Interest |
81,908 |
88,339 |
+11,446 |
| Japanese Yen(CME) |
| Dec09 |
091007 |
112.68 |
113.68 |
111.89 |
112.88 |
+0.23 |
87,266 |
120,289 |
+1,886 |
| Mar10 |
091007 |
112.50 |
113.73 |
112.00 |
112.97 |
+0.24 |
48 |
116 |
+2 |
| Jun10 |
091007 |
113.49 |
113.70 |
112.39 |
113.11 |
+0.25 |
1 |
12 |
-1 |
| Total Volume and Open Interest |
87,315 |
120,438 |
+1,887 |
| Swiss Franc(CME) |
| Dec09 |
091007 |
97.44 |
97.52 |
96.57 |
96.73 |
-0.64 |
38,551 |
49,482 |
+2,681 |
| Mar10 |
091007 |
96.81 |
97.54 |
96.69 |
96.81 |
-0.64 |
4 |
99 |
+2 |
| Jun10 |
091007 |
96.94 |
97.58 |
96.94 |
96.94 |
-0.64 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
38,555 |
49,587 |
+2,683 |
| EuroFX(CME) |
| Dec09 |
091007 |
147.22 |
147.36 |
146.45 |
146.68 |
-0.41 |
207,435 |
169,646 |
+2,218 |
| Mar10 |
091007 |
146.97 |
147.30 |
146.40 |
146.62 |
-0.43 |
114 |
716 |
+17 |
| Jun10 |
091007 |
146.57 |
147.05 |
146.57 |
146.57 |
-0.45 |
0 |
61 |
+0 |
| Total Volume and Open Interest |
207,549 |
170,429 |
+2,235 |
| Mexican Peso(CME) |
| Oct09 |
091007 |
744.5 |
744.5 |
738.5 |
744.5 |
+6.0 |
|
|
|
| Nov09 |
091007 |
741.5 |
741.5 |
735.5 |
741.5 |
+6.0 |
|
|
|
| Total Volume and Open Interest |
17,814 |
66,303 |
-1,102 |
| Brazilian Real(CME) |
| Nov09 |
091007 |
568.70 |
568.70 |
568.05 |
568.70 |
+0.65 |
|
|
|
| Dec09 |
091007 |
565.00 |
565.00 |
560.00 |
563.00 |
-0.80 |
810 |
2,894 |
-796 |
| Jan10 |
091007 |
560.40 |
561.45 |
560.40 |
560.40 |
-1.05 |
|
|
|
| Feb10 |
091007 |
558.20 |
558.20 |
557.90 |
558.20 |
+0.30 |
|
|
|
| Total Volume and Open Interest |
810 |
2,895 |
-796 |
| 30-Year T-Bonds(CBOT) |
| Dec09 |
091007 |
121~260 |
122~300 |
121~260 |
122~280 |
+0~270 |
208,249 |
766,499 |
+5,241 |
| Mar10 |
091007 |
122~000 |
122~100 |
121~140 |
122~100 |
+0~280 |
45 |
1,096 |
+7 |
| Jun10 |
091007 |
121~010 |
121~010 |
120~050 |
121~010 |
+0~280 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
208,294 |
767,599 |
+5,248 |
| 10-Year T-Notes(CBOT) |
| Dec09 |
091007 |
119~005 |
119~245 |
119~000 |
119~230 |
+0~190 |
761,970 |
1,223,003 |
+36,226 |
| Mar10 |
091007 |
117~260 |
118~135 |
117~250 |
118~135 |
+0~200 |
9,137 |
12,871 |
+7,776 |
| Jun10 |
091007 |
117~040 |
117~040 |
116~150 |
117~040 |
+0~210 |
|
|
|
| Total Volume and Open Interest |
771,107 |
1,235,874 |
+44,002 |
| 5-Year T-Notes(CBOT) |
| Dec09 |
091007 |
116~056 |
116~117 |
116~056 |
116~114 |
+0~047 |
388,487 |
806,351 |
-2,639 |
| Mar10 |
091007 |
115~081 |
115~081 |
115~035 |
115~081 |
+0~046 |
0 |
6 |
+0 |
| Jun10 |
091007 |
114~048 |
114~048 |
114~003 |
114~048 |
+0~045 |
|
|
|
| Total Volume and Open Interest |
388,487 |
806,357 |
-2,639 |
| 2 Year T-Notes(CBOT) |
| Dec09 |
091007 |
108~078 |
108~095 |
108~077 |
108~094 |
+0~013 |
216,105 |
863,771 |
+4,582 |
| Mar10 |
091007 |
108~012 |
108~012 |
107~127 |
108~012 |
+0~013 |
4,000 |
6,160 |
+4,000 |
| Jun10 |
091007 |
107~058 |
107~058 |
107~047 |
107~058 |
+0~011 |
|
|
|
| Total Volume and Open Interest |
220,105 |
869,931 |
+8,582 |
| Eurodollars(CME) |
| Dec09 |
091007 |
99.630 |
99.640 |
99.620 |
99.625 |
-0.010 |
118,357 |
1,003,180 |
-5,714 |
| Mar10 |
091007 |
99.420 |
99.435 |
99.405 |
99.425 |
+0.010 |
160,908 |
990,286 |
-6,440 |
| Jun10 |
091007 |
99.105 |
99.140 |
99.085 |
99.135 |
+0.030 |
173,581 |
857,312 |
+9,329 |
| Sep10 |
091007 |
98.740 |
98.795 |
98.720 |
98.790 |
+0.050 |
178,955 |
691,552 |
+5,248 |
| Dec10 |
091007 |
98.360 |
98.440 |
98.345 |
98.435 |
+0.065 |
251,142 |
873,783 |
+34,199 |
| Mar11 |
091007 |
98.010 |
98.110 |
98.000 |
98.105 |
+0.085 |
169,855 |
530,090 |
+17,791 |
| Jun11 |
091007 |
97.665 |
97.780 |
97.655 |
97.775 |
+0.100 |
155,028 |
495,690 |
+11,895 |
| Sep11 |
091007 |
97.355 |
97.480 |
97.345 |
97.475 |
+0.110 |
102,363 |
303,393 |
+6,576 |
| Dec11 |
091007 |
97.065 |
97.195 |
97.060 |
97.185 |
+0.115 |
50,899 |
224,171 |
-2,838 |
| Mar12 |
091007 |
96.830 |
96.960 |
96.820 |
96.950 |
+0.115 |
46,161 |
166,447 |
+2,191 |
| Jun12 |
091007 |
96.620 |
96.745 |
96.610 |
96.735 |
+0.110 |
39,372 |
138,417 |
+2,412 |
| Sep12 |
091007 |
96.450 |
96.575 |
96.445 |
96.565 |
+0.105 |
27,307 |
90,165 |
-569 |
| Dec12 |
091007 |
96.285 |
96.410 |
96.285 |
96.400 |
+0.100 |
10,402 |
53,808 |
-441 |
| Mar13 |
091007 |
96.200 |
96.305 |
96.190 |
96.295 |
+0.100 |
6,496 |
55,777 |
-153 |
| Jun13 |
091007 |
96.095 |
96.195 |
96.075 |
96.185 |
+0.100 |
4,250 |
38,458 |
-163 |
| Sep13 |
091007 |
95.985 |
96.090 |
95.985 |
96.085 |
+0.100 |
5,010 |
44,871 |
+128 |
| Dec13 |
091007 |
95.885 |
95.975 |
95.885 |
95.970 |
+0.100 |
1,324 |
28,403 |
-43 |
| Mar14 |
091007 |
95.805 |
95.900 |
95.805 |
95.900 |
+0.100 |
1,840 |
25,195 |
-166 |
| Total Volume and Open Interest |
1,516,434 |
6,876,309 |
+74,435 |
| 30 Day Federal Funds(CBOT) |
| Oct09 |
091007 |
99.868 |
99.868 |
99.863 |
99.865 |
+0.002 |
952 |
48,031 |
-555 |
| Nov09 |
091007 |
99.845 |
99.850 |
99.840 |
99.845 |
+0.005 |
538 |
64,538 |
+156 |
| Dec09 |
091007 |
99.840 |
99.840 |
99.830 |
99.840 |
unch |
2,141 |
62,287 |
-268 |
| Jan10 |
091007 |
99.810 |
99.815 |
99.800 |
99.810 |
unch |
2,343 |
60,889 |
-125 |
| Feb10 |
091007 |
99.750 |
99.750 |
99.735 |
99.745 |
-0.005 |
2,813 |
67,211 |
-193 |
| Mar10 |
091007 |
99.705 |
99.705 |
99.695 |
99.705 |
unch |
3,497 |
39,150 |
+133 |
| Total Volume and Open Interest |
18,587 |
445,172 |
-693 |
| 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 |
091007 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
0 |
2,061 |
-500 |
| Mar10 |
091007 |
99.550 |
99.550 |
99.550 |
99.550 |
unch |
0 |
814 |
+0 |
| Jun10 |
091007 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
| Sep10 |
091007 |
99.550 |
99.550 |
99.550 |
99.550 |
unch |
|
|
|
| Dec10 |
091007 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
| Mar11 |
091007 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
| Jun11 |
091007 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
| Sep11 |
091007 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
| Dec11 |
091007 |
99.155 |
99.155 |
99.155 |
99.155 |
unch |
|
|
|
| Mar12 |
091007 |
99.120 |
99.120 |
99.120 |
99.120 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
2,875 |
-500 |
| 3-Mth Euro-Yen(SGX) |
| Dec09 |
091007 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
124 |
3,350 |
-18 |
| Mar10 |
091007 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
4,068 |
+0 |
| Jun10 |
091007 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
2,019 |
+0 |
| Sep10 |
091007 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
50 |
1,574 |
+0 |
| Dec10 |
091007 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
703 |
+0 |
| Mar11 |
091007 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
0 |
562 |
+0 |
| Jun11 |
091007 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
52 |
+0 |
| Sep11 |
091007 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
51 |
+0 |
| Total Volume and Open Interest |
174 |
13,851 |
-18 |
| Japanese Gov't Bonds(SGX) |
| Dec09 |
091007 |
139.61 |
139.63 |
139.29 |
139.40 |
-0.20 |
1,793 |
17,328 |
-59 |
| Mar10 |
091007 |
139.17 |
139.17 |
139.17 |
139.17 |
-0.20 |
|
|
|
| Jun10 |
091007 |
139.17 |
139.17 |
139.17 |
139.17 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
1,793 |
17,328 |
-59 |
| Euro-Bund(EUREX) |
| Dec09 |
091007 |
122.41 |
122.91 |
122.31 |
122.79 |
+0.36 |
595,246 |
999,558 |
+15,512 |
| Mar10 |
091007 |
122.23 |
122.64 |
122.23 |
122.61 |
+0.38 |
25 |
740 |
-7 |
| Jun10 |
091007 |
122.19 |
122.19 |
122.19 |
122.19 |
+0.36 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
595,271 |
1,000,299 |
+15,505 |
| Euro-Bobl(EUREX) |
| Dec09 |
091007 |
115.90 |
116.12 |
115.83 |
116.03 |
+0.13 |
279,162 |
685,349 |
+3,498 |
| Mar10 |
091007 |
115.88 |
115.88 |
115.88 |
115.88 |
+0.14 |
7 |
1,134 |
+4 |
| Jun10 |
091007 |
115.33 |
115.33 |
115.33 |
115.33 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
279,169 |
686,483 |
+3,502 |
| 3-Mth Euribor(EUREX) |
| Dec09 |
091007 |
99.260 |
99.260 |
99.210 |
99.210 |
-0.045 |
19 |
12,848 |
-38 |
| Mar10 |
091007 |
99.075 |
99.080 |
99.030 |
99.035 |
-0.045 |
5 |
5,273 |
-5 |
| Jun10 |
091007 |
98.800 |
98.820 |
98.775 |
98.775 |
-0.030 |
1 |
4,752 |
+0 |
| Total Volume and Open Interest |
40 |
26,395 |
-51 |
| Long Gilt(LIFFE) |
| Dec09 |
091007 |
120~10 |
120~20 |
120~08 |
120~16 |
+0~06 |
90,580 |
253,956 |
+4,783 |
| Mar10 |
091007 |
118~28 |
118~28 |
118~28 |
118~28 |
+0~06 |
10 |
20 |
+10 |
| Total Volume and Open Interest |
90,590 |
253,976 |
+4,793 |
| 3-Mth Short Sterling(LIFFE) |
| Dec09 |
091007 |
99.42 |
99.43 |
99.40 |
99.43 |
+0.02 |
54,862 |
338,670 |
+4,411 |
| Mar10 |
091007 |
99.18 |
99.19 |
99.15 |
99.17 |
-0.01 |
58,386 |
361,928 |
-2,351 |
| Jun10 |
091007 |
98.76 |
98.79 |
98.74 |
98.76 |
-0.01 |
58,952 |
356,574 |
-87 |
| Sep10 |
091007 |
98.30 |
98.33 |
98.28 |
98.30 |
unch |
58,810 |
290,211 |
-2,828 |
| Dec10 |
091007 |
97.82 |
97.87 |
97.81 |
97.84 |
+0.02 |
40,546 |
291,562 |
+478 |
| Mar11 |
091007 |
97.42 |
97.47 |
97.41 |
97.44 |
+0.03 |
48,900 |
225,032 |
+363 |
| Total Volume and Open Interest |
366,545 |
2,336,874 |
+5,926 |
| 3-Mth Euribor(LIFFE) |
| Dec09 |
091007 |
99.255 |
99.265 |
99.200 |
99.210 |
-0.045 |
58,715 |
650,979 |
+2,660 |
| Mar10 |
091007 |
99.090 |
99.090 |
99.025 |
99.035 |
-0.045 |
67,850 |
495,063 |
-42 |
| Jun10 |
091007 |
98.810 |
98.825 |
98.765 |
98.775 |
-0.030 |
78,123 |
496,206 |
+1,864 |
| Total Volume and Open Interest |
501,100 |
3,120,580 |
+10,050 |
| 3-Mth Aus T-Bills(SFE) |
| Dec09 |
091007 |
95.98 |
95.98 |
95.91 |
95.96 |
-0.02 |
22,847 |
316,408 |
+1,989 |
| Mar10 |
091007 |
95.37 |
95.40 |
95.32 |
95.39 |
+0.01 |
13,780 |
177,379 |
+7,897 |
| Jun10 |
091007 |
95.02 |
95.04 |
94.97 |
95.04 |
unch |
6,826 |
107,375 |
+2,837 |
| Sep10 |
091007 |
94.75 |
94.78 |
94.71 |
94.78 |
+0.01 |
4,622 |
73,629 |
+1,794 |
| Dec10 |
091007 |
94.53 |
94.55 |
94.49 |
94.55 |
+0.02 |
2,452 |
46,131 |
-926 |
| Mar11 |
091007 |
94.36 |
94.39 |
94.34 |
94.38 |
+0.01 |
1,119 |
24,465 |
+140 |
| Jun11 |
091007 |
94.21 |
94.28 |
94.20 |
94.26 |
-0.01 |
453 |
17,197 |
-146 |
| Sep11 |
091007 |
94.10 |
94.18 |
94.07 |
94.17 |
unch |
106 |
9,337 |
+105 |
| Dec11 |
091007 |
94.05 |
94.07 |
94.03 |
94.07 |
-0.01 |
34 |
3,950 |
+34 |
| Mar12 |
091007 |
93.98 |
94.00 |
93.98 |
94.00 |
-0.01 |
15 |
1,739 |
+15 |
| Total Volume and Open Interest |
52,254 |
778,194 |
+13,739 |
| 10-Year Aus T-Bonds(SFE) |
| Dec09 |
091007 |
94.75 |
94.79 |
94.69 |
94.77 |
+0.01 |
29,890 |
334,179 |
+3,371 |
| Mar10 |
091007 |
94.77 |
94.77 |
94.77 |
94.77 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
29,890 |
334,179 |
+3,371 |
| 3-Year Aus T-Bonds(SFE) |
| Dec09 |
091007 |
95.04 |
95.06 |
94.96 |
95.04 |
unch |
93,549 |
433,810 |
+21,634 |
| Mar10 |
091007 |
95.04 |
95.04 |
95.04 |
95.04 |
unch |
|
|
|
| Total Volume and Open Interest |
93,549 |
433,810 |
+21,634 |
| Gold(CMX) |
| Oct09 |
091007 |
1038.3 |
1048.2 |
1038.3 |
1043.3 |
+4.7 |
320 |
622 |
+100 |
| Dec09 |
091007 |
1042.7 |
1049.7 |
1037.8 |
1044.4 |
+4.7 |
223,537 |
356,690 |
+30,139 |
| Feb10 |
091007 |
1044.3 |
1050.6 |
1039.5 |
1045.6 |
+4.7 |
4,956 |
30,110 |
+1,878 |
| Apr10 |
091007 |
1042.4 |
1051.5 |
1041.1 |
1046.6 |
+4.7 |
2,052 |
26,160 |
+477 |
| Jun10 |
091007 |
1048.1 |
1049.1 |
1042.5 |
1047.8 |
+4.7 |
820 |
13,450 |
+98 |
| Aug10 |
091007 |
1045.0 |
1052.2 |
1045.0 |
1049.3 |
+4.7 |
380 |
7,741 |
-47 |
| Oct10 |
091007 |
1049.0 |
1050.9 |
1049.0 |
1050.9 |
+4.6 |
8 |
4,375 |
+0 |
| Dec10 |
091007 |
1051.5 |
1058.0 |
1047.0 |
1053.1 |
+4.5 |
841 |
12,175 |
+168 |
| Feb11 |
091007 |
1055.6 |
1055.6 |
1055.6 |
1055.6 |
+4.4 |
0 |
1,069 |
+0 |
| Apr11 |
091007 |
1058.3 |
1058.3 |
1058.3 |
1058.3 |
+4.1 |
25 |
447 |
+0 |
| Jun11 |
091007 |
1061.6 |
1061.6 |
1061.6 |
1061.6 |
+4.0 |
0 |
9,102 |
+0 |
| Aug11 |
091007 |
1065.1 |
1065.1 |
1065.1 |
1065.1 |
+3.9 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
233,572 |
484,307 |
+32,955 |
| Silver(CMX) |
| Dec09 |
091007 |
1737.5 |
1763.0 |
1731.0 |
1750.0 |
+20.5 |
40,914 |
96,479 |
+5,465 |
| Mar10 |
091007 |
1745.0 |
1765.5 |
1736.5 |
1753.2 |
+20.6 |
6,176 |
15,863 |
-1,128 |
| May10 |
091007 |
1738.0 |
1754.9 |
1738.0 |
1754.9 |
+20.6 |
161 |
2,587 |
+89 |
| Jul10 |
091007 |
1743.0 |
1760.0 |
1743.0 |
1756.6 |
+20.5 |
901 |
3,595 |
+510 |
| Sep10 |
091007 |
1758.3 |
1758.3 |
1758.3 |
1758.3 |
+20.5 |
2 |
2,380 |
+1 |
| Dec10 |
091007 |
1753.5 |
1771.0 |
1746.0 |
1761.5 |
+20.4 |
213 |
3,008 |
-84 |
| Mar11 |
091007 |
1765.7 |
1765.7 |
1765.7 |
1765.7 |
+20.2 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
48,440 |
131,801 |
+4,884 |
| Platinum(NYMEX) |
| Oct09 |
091007 |
1324.4 |
1332.1 |
1320.5 |
1320.5 |
+2.4 |
33 |
177 |
-12 |
| Jan10 |
091007 |
1319.5 |
1348.0 |
1319.0 |
1327.7 |
+2.4 |
3,338 |
29,220 |
+671 |
| Apr10 |
091007 |
1328.7 |
1346.5 |
1328.7 |
1332.2 |
+2.0 |
7 |
346 |
+7 |
| Total Volume and Open Interest |
3,378 |
29,743 |
+666 |
| Palladium(NYMEX) |
| Dec09 |
091007 |
311.00 |
318.00 |
309.05 |
314.05 |
+3.75 |
1,875 |
20,931 |
+920 |
| Mar10 |
091007 |
312.45 |
316.80 |
312.45 |
315.15 |
+3.85 |
24 |
287 |
+9 |
| Jun10 |
091007 |
316.60 |
316.60 |
316.60 |
316.60 |
+3.85 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
1,899 |
21,223 |
+929 |
| Copper(CMX) |
| Dec09 |
091007 |
276.60 |
280.40 |
275.10 |
277.95 |
-0.50 |
20,984 |
85,546 |
+3,126 |
| Mar10 |
091007 |
279.00 |
281.45 |
276.50 |
279.25 |
-0.40 |
1,887 |
16,540 |
+776 |
| May10 |
091007 |
280.35 |
280.35 |
278.70 |
279.45 |
-0.40 |
53 |
2,550 |
+32 |
| Jul10 |
091007 |
279.40 |
279.40 |
279.40 |
279.40 |
-0.40 |
12 |
2,026 |
+10 |
| Sep10 |
091007 |
279.20 |
279.20 |
279.20 |
279.20 |
-0.40 |
1 |
1,494 |
+0 |
| Total Volume and Open Interest |
24,225 |
119,080 |
+3,956 |
| DJIA Index(CBOT) |
| Dec09 |
091007 |
9660 |
9692 |
9620 |
9673 |
+19 |
710 |
12,519 |
-4 |
| Mar10 |
091007 |
9608 |
9615 |
9605 |
9615 |
+19 |
60 |
837 |
+10 |
| Jun10 |
091007 |
9557 |
9557 |
9538 |
9557 |
+19 |
|
|
|
| Sep10 |
091007 |
9503 |
9503 |
9484 |
9503 |
+19 |
|
|
|
| Total Volume and Open Interest |
770 |
13,356 |
+6 |
| E-mini DJIA Index(CBOT) |
| Dec09 |
091007 |
9650 |
9702 |
9621 |
9673 |
+19 |
149,343 |
67,986 |
+691 |
| Mar10 |
091007 |
9616 |
9620 |
9575 |
9615 |
+19 |
68 |
210 |
+2 |
| Jun10 |
091007 |
9557 |
9557 |
9557 |
9557 |
+19 |
0 |
3 |
+0 |
| Sep10 |
091007 |
9503 |
9503 |
9503 |
9503 |
+19 |
|
|
|
| Total Volume and Open Interest |
149,411 |
68,199 |
+693 |
| S & P 500(CME) |
| Dec09 |
091007 |
1048.50 |
1054.50 |
1045.30 |
1053.60 |
+5.00 |
22,652 |
377,741 |
-2,182 |
| Mar10 |
091007 |
1045.50 |
1050.00 |
1042.00 |
1049.00 |
+5.00 |
1 |
4,296 |
-1 |
| Jun10 |
091007 |
1044.90 |
1046.10 |
1038.10 |
1044.90 |
+4.80 |
0 |
181 |
+0 |
| Sep10 |
091007 |
1041.90 |
1043.10 |
1035.10 |
1041.90 |
+4.80 |
90 |
0 |
+0 |
| Total Volume and Open Interest |
22,743 |
382,223 |
-2,183 |
| S & P 500 E-Mini(Globex) |
| Dec09 |
091007 |
1048.25 |
1054.75 |
1045.25 |
1053.50 |
+5.00 |
2,160,838 |
2,323,862 |
-14,443 |
| Mar10 |
091007 |
1044.50 |
1049.75 |
1041.00 |
1049.00 |
+5.00 |
2,474 |
4,577 |
+947 |
| Total Volume and Open Interest |
2,163,323 |
2,328,460 |
-13,490 |
| NASDAQ 100(CME) |
| Dec09 |
091007 |
1701.00 |
1711.00 |
1696.00 |
1708.00 |
+7.20 |
4,601 |
18,497 |
+939 |
| Mar10 |
091007 |
1706.00 |
1706.80 |
1706.00 |
1706.00 |
+7.20 |
1 |
5 |
-1 |
| Jun10 |
091007 |
1705.00 |
1705.80 |
1705.00 |
1705.00 |
+7.20 |
|
|
|
| Total Volume and Open Interest |
4,602 |
18,502 |
+938 |
| NASDAQ 100 E-Mini(Globex) |
| Dec09 |
091007 |
1700.80 |
1710.00 |
1696.00 |
1708.00 |
+7.20 |
348,109 |
331,288 |
+7,175 |
| Mar10 |
091007 |
1699.80 |
1707.80 |
1694.30 |
1706.00 |
+7.20 |
67 |
244 |
+35 |
| Total Volume and Open Interest |
348,176 |
331,533 |
+7,210 |
| S & P Midcap 400(CME) |
| Dec09 |
091007 |
682.50 |
686.00 |
682.00 |
684.50 |
+0.80 |
19 |
2,510 |
+10 |
| Mar10 |
091007 |
682.40 |
682.40 |
682.10 |
682.40 |
+0.80 |
|
|
|
| Jun10 |
091007 |
680.40 |
680.40 |
680.10 |
680.40 |
+0.80 |
|
|
|
| Total Volume and Open Interest |
19 |
2,510 |
+10 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec09 |
091007 |
9780 |
9805 |
9730 |
9795 |
+50 |
13,516 |
29,266 |
-790 |
| Mar10 |
091007 |
9820 |
9820 |
9770 |
9820 |
+50 |
|
|
|
| Total Volume and Open Interest |
13,516 |
29,266 |
-790 |
| Nikkei 225(SGX) |
| Dec09 |
091007 |
9705 |
9825 |
9695 |
9790 |
+85 |
90,851 |
157,013 |
+2 |
| Mar10 |
091007 |
9810 |
9810 |
9810 |
9810 |
+90 |
0 |
570 |
+19 |
| Jun10 |
091007 |
9830 |
9830 |
9830 |
9830 |
+90 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
92,540 |
167,957 |
+1,345 |
| CAC 40(EURONEXT) |
| Oct09 |
091007 |
3760.5 |
3793.5 |
3749.0 |
3758.5 |
-13.0 |
139,893 |
490,584 |
+34,452 |
| Nov09 |
091007 |
3740.5 |
3776.0 |
3738.0 |
3745.0 |
-12.5 |
1,468 |
2,688 |
+1,228 |
| Dec09 |
091007 |
3738.5 |
3764.5 |
3730.0 |
3737.0 |
-12.5 |
847 |
39,649 |
+441 |
| Total Volume and Open Interest |
142,588 |
533,993 |
+35,741 |
| Hang Seng Index(HKFE) |
| Oct09 |
091007 |
21092 |
21368 |
21050 |
21235 |
+407 |
61,450 |
77,110 |
-716 |
| Nov09 |
091007 |
21079 |
21310 |
21014 |
21194 |
+413 |
353 |
459 |
+57 |
| Dec09 |
091007 |
21028 |
21300 |
21003 |
21197 |
+433 |
263 |
4,778 |
+52 |
| Total Volume and Open Interest |
62,072 |
82,597 |
-608 |
| DAX(EUREX) |
| Dec09 |
091007 |
5640.0 |
5695.0 |
5628.0 |
5653.5 |
+2.0 |
162,809 |
169,341 |
+1,015 |
| Mar10 |
091007 |
5648.0 |
5692.5 |
5637.0 |
5656.0 |
+2.0 |
261 |
5,984 |
+202 |
| Jun10 |
091007 |
5683.0 |
5683.0 |
5649.5 |
5664.0 |
+2.5 |
77 |
906 |
+34 |
| Total Volume and Open Interest |
163,147 |
176,231 |
+1,251 |
| FT-SE 100(EURONEXT) |
| Dec09 |
091007 |
5090.50 |
5126.00 |
5064.50 |
5088.50 |
-14.50 |
111,314 |
628,437 |
+4,262 |
| Mar10 |
091007 |
5050.50 |
5050.50 |
5041.00 |
5041.00 |
-14.50 |
63 |
4,298 |
-18 |
| Jun10 |
091007 |
4998.00 |
4998.00 |
4998.00 |
4998.00 |
-14.50 |
2 |
550 |
+0 |
| Total Volume and Open Interest |
111,379 |
633,285 |
+4,244 |
| SPI 200(SFE) |
| Dec09 |
091007 |
4603.0 |
4720.0 |
4601.0 |
4716.0 |
+115.0 |
30,769 |
222,770 |
+6,626 |
| Mar10 |
091007 |
4590.0 |
4706.0 |
4590.0 |
4706.0 |
+117.0 |
12 |
4,644 |
+6 |
| Jun10 |
091007 |
4726.0 |
4726.0 |
4726.0 |
4726.0 |
+117.0 |
0 |
1,409 |
+0 |
| Total Volume and Open Interest |
31,069 |
229,155 |
+6,794 |
| GSCI(CME) |
| Oct09 |
091007 |
464.25 |
468.00 |
455.50 |
458.50 |
-5.00 |
735 |
16,714 |
+2 |
| Nov09 |
091007 |
470.10 |
472.00 |
461.00 |
464.75 |
-4.60 |
27 |
1,096 |
+25 |
| Dec09 |
091007 |
471.00 |
478.00 |
467.00 |
471.00 |
-3.90 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
764 |
17,810 |
+27 |
| 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. |
|
|
