|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 17, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov10 |
100917 |
1036.75 |
1072.00 |
1036.75 |
1069.00 |
+32.75 |
53,363 |
295,286 |
-1,760 |
Jan11 |
100917 |
1045.75 |
1081.00 |
1045.75 |
1078.25 |
+32.25 |
17,176 |
100,202 |
+3,248 |
Mar11 |
100917 |
1054.00 |
1087.75 |
1054.00 |
1084.75 |
+30.75 |
5,238 |
35,369 |
+306 |
May11 |
100917 |
1058.75 |
1089.50 |
1058.25 |
1088.25 |
+31.00 |
2,742 |
40,152 |
+310 |
Jul11 |
100917 |
1061.00 |
1093.75 |
1061.00 |
1093.25 |
+31.50 |
2,289 |
27,959 |
+149 |
Aug11 |
100917 |
1063.00 |
1084.75 |
1053.50 |
1084.75 |
+31.25 |
13 |
360 |
+8 |
Sep11 |
100917 |
1046.00 |
1068.00 |
1039.25 |
1068.00 |
+28.75 |
6 |
248 |
-1 |
Nov11 |
100917 |
1026.00 |
1058.00 |
1026.00 |
1056.00 |
+28.50 |
1,903 |
32,678 |
+37 |
Jan12 |
100917 |
1040.00 |
1059.50 |
1031.25 |
1059.50 |
+28.25 |
10 |
221 |
+6 |
Mar12 |
100917 |
1050.00 |
1060.50 |
1033.25 |
1060.50 |
+27.25 |
4 |
86 |
+0 |
May12 |
100917 |
1045.00 |
1060.50 |
1033.25 |
1060.50 |
+27.25 |
4 |
90 |
+2 |
Jul12 |
100917 |
1068.25 |
1068.25 |
1042.00 |
1068.25 |
+26.25 |
0 |
111 |
+0 |
Aug12 |
100917 |
1063.00 |
1063.00 |
1036.00 |
1063.00 |
+27.00 |
0 |
2 |
+0 |
Sep12 |
100917 |
1044.75 |
1044.75 |
1024.75 |
1044.75 |
+20.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
82,803 |
534,338 |
+2,328 |
Soybean Meal(CBOT) |
Oct10 |
100917 |
293.10 |
304.70 |
293.10 |
304.70 |
+11.60 |
7,549 |
23,450 |
-829 |
Dec10 |
100917 |
296.00 |
308.70 |
295.70 |
308.50 |
+12.20 |
22,129 |
120,847 |
-550 |
Jan11 |
100917 |
297.50 |
309.70 |
297.50 |
309.70 |
+11.90 |
2,310 |
15,085 |
+564 |
Mar11 |
100917 |
300.80 |
312.00 |
300.80 |
312.00 |
+11.40 |
1,621 |
12,846 |
+258 |
May11 |
100917 |
301.50 |
313.00 |
301.20 |
313.00 |
+11.00 |
2,046 |
13,482 |
+493 |
Jul11 |
100917 |
306.20 |
314.30 |
306.10 |
314.30 |
+11.00 |
1,303 |
9,420 |
+90 |
Aug11 |
100917 |
304.80 |
311.10 |
304.80 |
311.10 |
+10.70 |
67 |
1,713 |
-15 |
Sep11 |
100917 |
299.50 |
305.30 |
295.00 |
305.30 |
+10.30 |
124 |
1,356 |
+13 |
Oct11 |
100917 |
289.80 |
296.70 |
286.20 |
296.70 |
+10.50 |
41 |
832 |
+9 |
Dec11 |
100917 |
290.20 |
297.00 |
287.00 |
297.00 |
+10.00 |
133 |
4,407 |
-1 |
Total Volume and Open Interest |
37,323 |
203,858 |
+32 |
Soybean Oil(CBOT) |
Oct10 |
100917 |
41.32 |
41.97 |
41.31 |
41.91 |
+0.55 |
8,563 |
33,637 |
-100 |
Dec10 |
100917 |
41.67 |
42.37 |
41.67 |
42.30 |
+0.55 |
33,836 |
169,570 |
+937 |
Jan11 |
100917 |
42.07 |
42.66 |
42.07 |
42.61 |
+0.55 |
3,177 |
31,838 |
+644 |
Mar11 |
100917 |
42.07 |
42.88 |
42.07 |
42.88 |
+0.55 |
2,567 |
21,267 |
+683 |
May11 |
100917 |
42.44 |
43.03 |
42.42 |
43.03 |
+0.55 |
1,425 |
12,775 |
+457 |
Jul11 |
100917 |
42.74 |
43.21 |
42.74 |
43.21 |
+0.55 |
1,121 |
10,195 |
+222 |
Aug11 |
100917 |
42.99 |
43.31 |
42.76 |
43.31 |
+0.55 |
35 |
658 |
+10 |
Sep11 |
100917 |
43.17 |
43.37 |
42.82 |
43.37 |
+0.55 |
0 |
464 |
+0 |
Oct11 |
100917 |
43.12 |
43.42 |
42.87 |
43.42 |
+0.55 |
0 |
340 |
+0 |
Dec11 |
100917 |
43.36 |
43.63 |
43.32 |
43.63 |
+0.55 |
224 |
5,803 |
+95 |
Total Volume and Open Interest |
50,948 |
286,627 |
+2,948 |
Canola(WCE) |
Nov10 |
100917 |
469.0 |
476.9 |
469.0 |
476.2 |
+7.8 |
6,956 |
98,428 |
-1,262 |
Jan11 |
100917 |
473.8 |
480.8 |
473.8 |
480.1 |
+7.3 |
2,597 |
39,217 |
+1,426 |
Mar11 |
100917 |
477.5 |
484.3 |
477.5 |
483.2 |
+7.4 |
196 |
5,563 |
+65 |
May11 |
100917 |
479.1 |
486.3 |
479.1 |
486.2 |
+7.7 |
25 |
2,115 |
-3 |
Jul11 |
100917 |
481.6 |
489.7 |
479.9 |
488.7 |
+7.5 |
409 |
4,395 |
+308 |
Total Volume and Open Interest |
10,384 |
152,357 |
+607 |
Corn(CBOT) |
Dec10 |
100917 |
497.00 |
517.25 |
496.50 |
513.25 |
+17.25 |
161,285 |
783,859 |
-1,330 |
Mar11 |
100917 |
509.00 |
529.00 |
509.00 |
525.75 |
+17.00 |
53,797 |
266,911 |
+4,407 |
May11 |
100917 |
513.75 |
532.50 |
513.75 |
530.75 |
+17.25 |
14,121 |
48,358 |
+639 |
Jul11 |
100917 |
517.00 |
535.00 |
517.00 |
533.25 |
+16.25 |
25,797 |
109,054 |
+1,952 |
Sep11 |
100917 |
490.00 |
501.25 |
490.00 |
499.75 |
+9.50 |
2,112 |
19,503 |
+93 |
Dec11 |
100917 |
472.00 |
481.75 |
471.00 |
477.75 |
+5.75 |
17,895 |
130,201 |
+3,967 |
Mar12 |
100917 |
479.00 |
488.00 |
478.50 |
485.00 |
+5.25 |
365 |
9,711 |
+102 |
May12 |
100917 |
484.00 |
488.50 |
484.00 |
488.50 |
+5.25 |
75 |
1,459 |
+16 |
Jul12 |
100917 |
490.00 |
492.75 |
487.25 |
492.00 |
+4.75 |
198 |
4,113 |
+18 |
Sep12 |
100917 |
469.75 |
479.50 |
469.75 |
479.50 |
+4.75 |
17 |
703 |
-4 |
Total Volume and Open Interest |
276,730 |
1,390,229 |
+10,267 |
Wheat(CBOT) |
Dec10 |
100917 |
725.50 |
743.00 |
723.00 |
739.25 |
+20.00 |
45,246 |
258,925 |
-4,818 |
Mar11 |
100917 |
754.00 |
770.50 |
752.75 |
768.25 |
+19.50 |
15,681 |
77,872 |
-703 |
May11 |
100917 |
762.75 |
778.50 |
758.75 |
777.25 |
+18.50 |
2,481 |
21,359 |
+453 |
Jul11 |
100917 |
732.00 |
750.00 |
732.00 |
747.25 |
+15.25 |
3,377 |
74,489 |
+282 |
Sep11 |
100917 |
737.00 |
754.00 |
737.00 |
752.75 |
+15.25 |
641 |
9,642 |
-36 |
Dec11 |
100917 |
751.00 |
760.00 |
743.75 |
758.25 |
+14.50 |
1,889 |
31,038 |
+299 |
Total Volume and Open Interest |
69,471 |
483,050 |
-4,559 |
Wheat(KCBT) |
Dec10 |
100917 |
753.50 |
772.50 |
753.50 |
768.25 |
+17.75 |
13,013 |
106,129 |
+486 |
Mar11 |
100917 |
763.75 |
785.00 |
763.75 |
781.00 |
+18.50 |
6,623 |
62,503 |
+2,293 |
May11 |
100917 |
769.00 |
782.50 |
767.50 |
781.25 |
+20.00 |
375 |
8,358 |
+86 |
Jul11 |
100917 |
736.00 |
756.50 |
736.00 |
755.25 |
+19.00 |
725 |
29,393 |
+281 |
Sep11 |
100917 |
748.50 |
757.00 |
742.75 |
757.00 |
+19.50 |
61 |
3,409 |
+31 |
Dec11 |
100917 |
753.25 |
763.00 |
748.50 |
762.75 |
+19.00 |
133 |
3,276 |
+59 |
Total Volume and Open Interest |
20,937 |
214,411 |
+3,232 |
Wheat(MGE) |
Sep10 |
100914 |
753.25 |
753.25 |
753.25 |
753.25 |
-1.75 |
42 |
49 |
+13 |
Dec10 |
100917 |
754.00 |
776.75 |
754.00 |
773.25 |
+19.75 |
5,014 |
29,014 |
+7 |
Mar11 |
100917 |
763.00 |
786.25 |
763.00 |
783.00 |
+19.75 |
2,107 |
17,874 |
+644 |
May11 |
100917 |
761.50 |
785.00 |
761.50 |
783.00 |
+21.50 |
104 |
2,780 |
+16 |
Jul11 |
100917 |
765.50 |
775.00 |
759.75 |
771.50 |
+18.50 |
197 |
6,623 |
-55 |
Total Volume and Open Interest |
7,457 |
63,281 |
+625 |
Oats(CBOT) |
Dec10 |
100917 |
341.00 |
362.25 |
336.25 |
356.00 |
+13.50 |
325 |
10,108 |
+39 |
Mar11 |
100917 |
343.00 |
361.00 |
341.00 |
359.00 |
+13.50 |
65 |
1,351 |
+31 |
May11 |
100917 |
347.00 |
359.00 |
346.50 |
359.00 |
+12.50 |
0 |
57 |
+0 |
Jul11 |
100917 |
359.00 |
359.00 |
348.50 |
359.00 |
+10.50 |
|
|
|
Total Volume and Open Interest |
392 |
11,728 |
+72 |
Rough Rice(CBOT) |
Sep10 |
100914 |
11.67 |
11.93 |
11.65 |
11.84 |
+0.19 |
5 |
15 |
-24 |
Nov10 |
100917 |
11.91 |
12.11 |
11.90 |
12.08 |
+0.20 |
1,022 |
13,236 |
+104 |
Jan11 |
100917 |
12.19 |
12.36 |
12.18 |
12.34 |
+0.20 |
66 |
2,113 |
+12 |
Mar11 |
100917 |
12.54 |
12.60 |
12.50 |
12.60 |
+0.19 |
13 |
1,063 |
+10 |
Total Volume and Open Interest |
1,112 |
18,045 |
+130 |
Live Cattle(CME) |
Oct10 |
100917 |
99.300 |
100.000 |
99.035 |
99.400 |
+0.700 |
21,785 |
74,615 |
-4,048 |
Dec10 |
100917 |
101.950 |
102.650 |
101.750 |
101.950 |
+0.500 |
17,798 |
147,335 |
+3,153 |
Feb11 |
100917 |
102.650 |
103.550 |
102.650 |
103.000 |
+0.420 |
7,053 |
58,908 |
+1,179 |
Apr11 |
100917 |
103.650 |
104.500 |
103.600 |
104.250 |
+0.650 |
5,342 |
41,691 |
+795 |
Jun11 |
100917 |
100.000 |
100.800 |
99.930 |
100.800 |
+0.800 |
966 |
17,582 |
+138 |
Aug11 |
100917 |
99.200 |
100.300 |
98.830 |
100.285 |
+0.750 |
258 |
5,235 |
+127 |
Total Volume and Open Interest |
53,396 |
348,943 |
+1,410 |
Feeder Cattle(CME) |
Sep10 |
100917 |
112.300 |
112.350 |
111.650 |
111.830 |
-0.400 |
348 |
2,533 |
-188 |
Oct10 |
100917 |
112.500 |
112.600 |
111.800 |
111.850 |
-0.230 |
2,286 |
10,625 |
-436 |
Nov10 |
100917 |
113.100 |
113.285 |
112.330 |
112.350 |
-0.435 |
2,054 |
12,479 |
+454 |
Jan11 |
100917 |
113.330 |
113.500 |
112.600 |
112.930 |
-0.220 |
511 |
5,450 |
+58 |
Mar11 |
100917 |
112.800 |
113.150 |
112.200 |
112.430 |
-0.470 |
156 |
2,418 |
+55 |
Apr11 |
100917 |
113.000 |
113.100 |
112.300 |
112.400 |
-0.500 |
37 |
465 |
+22 |
May11 |
100917 |
113.000 |
113.400 |
112.600 |
112.750 |
-0.250 |
45 |
851 |
-3 |
Total Volume and Open Interest |
5,469 |
34,925 |
-19 |
Lean Hogs(CME) |
Oct10 |
100917 |
78.750 |
79.100 |
77.650 |
77.700 |
-0.500 |
14,438 |
45,751 |
-2,119 |
Dec10 |
100917 |
76.135 |
76.785 |
75.830 |
75.950 |
+0.120 |
13,120 |
94,632 |
+2,661 |
Feb11 |
100917 |
79.680 |
80.000 |
79.430 |
79.600 |
+0.170 |
3,553 |
35,694 |
+1,003 |
Apr11 |
100917 |
80.600 |
81.100 |
80.430 |
80.680 |
+0.080 |
2,986 |
30,750 |
+666 |
May11 |
100917 |
84.000 |
84.100 |
83.730 |
84.100 |
+0.200 |
11 |
1,203 |
+1 |
Jun11 |
100917 |
85.800 |
86.250 |
85.635 |
86.100 |
+0.300 |
691 |
17,924 |
+43 |
Jul11 |
100917 |
83.980 |
84.350 |
83.730 |
84.350 |
+0.370 |
82 |
3,660 |
+3 |
Aug11 |
100917 |
82.000 |
82.385 |
81.950 |
82.350 |
+0.370 |
56 |
2,566 |
+37 |
Total Volume and Open Interest |
34,946 |
232,782 |
+2,302 |
Class III Milk(CME) |
Sep10 |
100917 |
16.35 |
16.39 |
16.29 |
16.31 |
-0.06 |
136 |
4,995 |
-35 |
Oct10 |
100917 |
16.15 |
16.25 |
16.10 |
16.18 |
+0.04 |
347 |
5,163 |
+35 |
Nov10 |
100917 |
15.74 |
15.89 |
15.72 |
15.81 |
+0.05 |
329 |
4,743 |
+72 |
Dec10 |
100917 |
15.27 |
15.40 |
15.25 |
15.32 |
+0.02 |
229 |
4,402 |
+69 |
Jan11 |
100917 |
14.54 |
14.65 |
14.54 |
14.65 |
+0.11 |
123 |
1,761 |
+71 |
Total Volume and Open Interest |
1,453 |
26,710 |
+291 |
Cocoa(ICE) |
Dec10 |
100917 |
2760 |
2825 |
2725 |
2746 |
+7 |
11,898 |
65,866 |
-43 |
Mar11 |
100917 |
2780 |
2842 |
2754 |
2773 |
+9 |
2,608 |
29,032 |
-140 |
May11 |
100917 |
2810 |
2858 |
2771 |
2789 |
+10 |
384 |
12,419 |
-45 |
Jul11 |
100917 |
2850 |
2859 |
2792 |
2807 |
+12 |
142 |
4,928 |
-26 |
Sep11 |
100917 |
2838 |
2873 |
2803 |
2820 |
+13 |
217 |
2,894 |
+105 |
Dec11 |
100917 |
2867 |
2867 |
2815 |
2834 |
+16 |
312 |
4,886 |
+262 |
Mar12 |
100917 |
2944 |
2944 |
2865 |
2900 |
+15 |
35 |
6,070 |
-34 |
Total Volume and Open Interest |
15,664 |
128,387 |
+96 |
Coffee "C"(ICE) |
Sep10 |
100917 |
191.15 |
192.10 |
186.50 |
187.85 |
-2.50 |
55 |
95 |
-46 |
Dec10 |
100917 |
191.95 |
194.05 |
187.70 |
189.30 |
-2.50 |
9,767 |
91,058 |
-489 |
Mar11 |
100917 |
192.75 |
195.00 |
189.15 |
190.70 |
-2.05 |
2,015 |
36,812 |
+128 |
May11 |
100917 |
192.50 |
193.20 |
188.40 |
189.65 |
-1.80 |
496 |
10,346 |
-113 |
Jul11 |
100917 |
189.90 |
191.75 |
188.35 |
188.50 |
-1.70 |
141 |
3,836 |
+30 |
Sep11 |
100917 |
189.80 |
189.80 |
187.30 |
187.30 |
-1.60 |
82 |
2,095 |
+18 |
Total Volume and Open Interest |
12,577 |
145,733 |
-456 |
Orange Juice(ICE) |
Nov10 |
100917 |
148.50 |
150.30 |
145.00 |
149.90 |
+1.50 |
1,152 |
17,380 |
+150 |
Jan11 |
100917 |
150.60 |
152.00 |
146.50 |
151.60 |
+1.35 |
301 |
6,230 |
+135 |
Mar11 |
100917 |
152.00 |
153.40 |
152.00 |
153.35 |
+1.30 |
26 |
807 |
-1 |
May11 |
100917 |
154.00 |
154.60 |
154.00 |
154.50 |
+1.45 |
1 |
267 |
+0 |
Jul11 |
100917 |
153.75 |
154.00 |
153.75 |
153.95 |
+1.05 |
1 |
1,240 |
+0 |
Sep11 |
100917 |
154.00 |
154.00 |
154.00 |
154.00 |
+1.05 |
0 |
17 |
+0 |
Total Volume and Open Interest |
1,481 |
25,953 |
+284 |
Sugar #11(ICE) |
Oct10 |
100917 |
24.49 |
24.99 |
24.35 |
24.61 |
+0.13 |
45,431 |
110,506 |
-20,276 |
Mar11 |
100917 |
23.25 |
23.60 |
22.92 |
23.25 |
+0.01 |
65,310 |
275,543 |
+1,503 |
May11 |
100917 |
21.58 |
21.80 |
21.21 |
21.55 |
-0.04 |
14,251 |
60,757 |
+389 |
Jul11 |
100917 |
19.99 |
20.18 |
19.66 |
19.97 |
-0.07 |
9,457 |
90,676 |
+823 |
Oct11 |
100917 |
19.03 |
19.34 |
18.88 |
19.15 |
-0.03 |
4,021 |
37,588 |
+794 |
Total Volume and Open Interest |
141,667 |
648,573 |
-16,415 |
London Cocoa(LCE) |
Dec10 |
100917 |
1901 |
1920 |
1873 |
1884 |
unch |
8,989 |
69,085 |
-1,202 |
Mar11 |
100917 |
1917 |
1936 |
1890 |
1900 |
-1 |
4,105 |
49,098 |
+74 |
May11 |
100917 |
1934 |
1949 |
1909 |
1915 |
-2 |
529 |
18,423 |
+10 |
Jul11 |
100917 |
1957 |
1957 |
1915 |
1924 |
-4 |
926 |
8,491 |
+93 |
Sep11 |
100917 |
1930 |
1930 |
1930 |
1930 |
-4 |
297 |
5,201 |
+120 |
Dec11 |
100917 |
1948 |
1948 |
1935 |
1935 |
-4 |
30 |
9,326 |
+10 |
Mar12 |
100917 |
1940 |
1940 |
1940 |
1940 |
-6 |
0 |
4,470 |
+0 |
Total Volume and Open Interest |
14,876 |
164,094 |
-895 |
London Sugar(LCE) |
Dec10 |
100917 |
609.00 |
617.70 |
604.90 |
608.30 |
+0.10 |
3,092 |
29,653 |
-329 |
Mar11 |
100917 |
598.00 |
606.00 |
593.30 |
597.10 |
-2.00 |
1,491 |
13,409 |
+134 |
May11 |
100917 |
570.70 |
576.90 |
566.30 |
569.10 |
-2.40 |
583 |
4,867 |
+22 |
Aug11 |
100917 |
548.70 |
548.70 |
540.00 |
540.70 |
-3.80 |
221 |
4,403 |
+117 |
Oct11 |
100917 |
525.60 |
525.60 |
518.00 |
518.00 |
-4.70 |
9 |
443 |
+0 |
Total Volume and Open Interest |
5,396 |
53,376 |
-56 |
Cotton(ICE) |
Oct10 |
100917 |
95.87 |
97.75 |
95.87 |
97.61 |
+2.68 |
24 |
381 |
-16 |
Dec10 |
100917 |
95.77 |
98.79 |
95.77 |
98.22 |
+2.46 |
12,433 |
148,391 |
+1,267 |
Mar11 |
100917 |
94.55 |
97.70 |
94.55 |
97.28 |
+2.55 |
3,611 |
57,549 |
+550 |
May11 |
100917 |
94.27 |
96.80 |
94.08 |
96.48 |
+2.68 |
546 |
5,410 |
+67 |
Jul11 |
100917 |
92.40 |
95.50 |
92.40 |
95.20 |
+2.72 |
584 |
13,226 |
+32 |
Oct11 |
100917 |
87.56 |
87.56 |
87.47 |
87.47 |
+1.84 |
3 |
19 |
+1 |
Total Volume and Open Interest |
17,540 |
231,896 |
+2,020 |
Lumber(CME) |
Nov10 |
100917 |
219.8 |
221.8 |
216.8 |
218.0 |
+0.2 |
539 |
6,872 |
+13 |
Jan11 |
100917 |
239.6 |
242.1 |
237.9 |
239.3 |
-0.1 |
113 |
1,518 |
+73 |
Mar11 |
100917 |
251.7 |
252.6 |
250.8 |
251.5 |
-0.7 |
17 |
142 |
+13 |
May11 |
100917 |
261.0 |
261.0 |
261.0 |
261.0 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
669 |
8,535 |
+99 |
Crude Oil(NYM) |
Oct10 |
100917 |
74.47 |
75.25 |
72.75 |
73.66 |
-0.91 |
289,281 |
89,701 |
-33,376 |
Nov10 |
100917 |
75.63 |
76.70 |
74.10 |
74.92 |
-0.82 |
211,074 |
333,617 |
+17,297 |
Dec10 |
100917 |
77.24 |
78.22 |
75.87 |
76.67 |
-0.52 |
112,677 |
217,166 |
+6,322 |
Jan11 |
100917 |
78.53 |
79.36 |
77.20 |
78.08 |
-0.25 |
44,951 |
75,507 |
+7,752 |
Feb11 |
100917 |
79.37 |
80.20 |
78.08 |
79.02 |
-0.16 |
16,036 |
41,927 |
+1,676 |
Mar11 |
100917 |
80.39 |
80.71 |
78.78 |
79.74 |
-0.14 |
15,181 |
57,563 |
+912 |
Apr11 |
100917 |
80.60 |
81.40 |
79.61 |
80.30 |
-0.10 |
8,333 |
22,322 |
+523 |
May11 |
100917 |
81.47 |
81.47 |
80.00 |
80.75 |
-0.07 |
4,355 |
14,402 |
+470 |
Jun11 |
100917 |
81.79 |
81.91 |
80.16 |
81.15 |
-0.05 |
14,146 |
63,635 |
+1,326 |
Jul11 |
100917 |
81.52 |
81.52 |
81.52 |
81.52 |
-0.05 |
1,202 |
28,077 |
+411 |
Aug11 |
100917 |
81.84 |
81.84 |
81.84 |
81.84 |
-0.05 |
918 |
9,729 |
+157 |
Sep11 |
100917 |
81.64 |
82.15 |
81.38 |
82.15 |
-0.05 |
1,151 |
12,308 |
+74 |
Oct11 |
100917 |
82.45 |
82.45 |
82.45 |
82.45 |
-0.05 |
949 |
8,422 |
+479 |
Nov11 |
100917 |
82.75 |
82.75 |
82.75 |
82.75 |
-0.06 |
296 |
12,300 |
+78 |
Dec11 |
100917 |
83.40 |
84.05 |
82.07 |
83.08 |
-0.07 |
15,806 |
121,875 |
+30 |
Jan12 |
100917 |
83.29 |
83.29 |
83.29 |
83.29 |
-0.06 |
1,347 |
11,899 |
+723 |
Total Volume and Open Interest |
743,729 |
1,347,275 |
+6,629 |
e-miNY Crude Oil(NYM) |
Sep10 |
100819 |
75.200 |
76.100 |
73.950 |
74.425 |
-1.000 |
13,704 |
5,369 |
-163 |
Oct10 |
100917 |
74.500 |
75.225 |
72.750 |
73.650 |
-0.925 |
9,925 |
5,063 |
-475 |
Nov10 |
100917 |
75.775 |
76.700 |
74.100 |
74.925 |
-0.825 |
2,464 |
2,914 |
+488 |
Dec10 |
100917 |
77.450 |
78.150 |
76.000 |
76.675 |
-0.525 |
193 |
1,622 |
-12 |
Jan11 |
100917 |
78.575 |
78.575 |
77.400 |
78.075 |
-0.250 |
12 |
545 |
-9 |
Feb11 |
100917 |
79.025 |
79.025 |
79.025 |
79.025 |
-0.150 |
0 |
5 |
+0 |
Mar11 |
100917 |
79.500 |
79.750 |
79.500 |
79.750 |
-0.125 |
0 |
6 |
+0 |
Apr11 |
100917 |
80.300 |
80.300 |
80.300 |
80.300 |
-0.100 |
0 |
3 |
+0 |
May11 |
100917 |
80.750 |
80.750 |
80.750 |
80.750 |
-0.075 |
0 |
1 |
+0 |
Jun11 |
100917 |
81.150 |
81.150 |
81.150 |
81.150 |
-0.050 |
0 |
8 |
+0 |
Total Volume and Open Interest |
12,594 |
10,283 |
-8 |
Heating Oil(NYM) |
Oct10 |
100917 |
209.74 |
212.96 |
207.02 |
209.92 |
+0.02 |
55,233 |
51,613 |
-2,413 |
Nov10 |
100917 |
211.86 |
214.72 |
208.88 |
211.72 |
-0.14 |
29,621 |
69,195 |
+5,551 |
Dec10 |
100917 |
213.88 |
216.56 |
210.79 |
213.55 |
-0.33 |
25,555 |
68,719 |
+2,391 |
Jan11 |
100917 |
218.00 |
218.37 |
213.75 |
215.85 |
-0.46 |
8,800 |
41,251 |
+639 |
Feb11 |
100917 |
219.02 |
219.02 |
214.75 |
217.16 |
-0.58 |
4,339 |
14,601 |
-320 |
Mar11 |
100917 |
219.45 |
220.25 |
215.17 |
217.55 |
-0.63 |
1,827 |
12,618 |
-155 |
Apr11 |
100917 |
218.38 |
218.38 |
215.00 |
217.17 |
-0.65 |
843 |
10,048 |
-326 |
May11 |
100917 |
215.61 |
217.26 |
215.61 |
217.26 |
-0.71 |
604 |
7,925 |
-74 |
Jun11 |
100917 |
220.00 |
220.00 |
215.08 |
217.75 |
-0.80 |
4,126 |
24,687 |
+161 |
Jul11 |
100917 |
221.41 |
221.41 |
217.25 |
219.17 |
-0.85 |
461 |
4,039 |
+149 |
Aug11 |
100917 |
218.98 |
220.82 |
218.98 |
220.82 |
-0.88 |
296 |
2,478 |
-87 |
Sep11 |
100917 |
225.01 |
225.45 |
222.84 |
222.84 |
-0.88 |
208 |
1,575 |
+62 |
Total Volume and Open Interest |
134,739 |
329,085 |
+5,426 |
Gasoline(NYMEX) |
Oct10 |
100917 |
193.13 |
195.09 |
189.98 |
191.92 |
-0.55 |
52,623 |
55,192 |
-3,247 |
Nov10 |
100917 |
192.99 |
195.17 |
190.00 |
191.89 |
-0.69 |
43,686 |
79,709 |
+2,653 |
Dec10 |
100917 |
193.90 |
195.75 |
190.77 |
192.57 |
-0.81 |
26,161 |
38,253 |
+2,666 |
Jan11 |
100917 |
196.74 |
196.90 |
193.17 |
194.73 |
-0.82 |
6,750 |
21,541 |
+771 |
Feb11 |
100917 |
199.24 |
199.24 |
195.83 |
197.26 |
-0.74 |
2,251 |
6,540 |
-347 |
Mar11 |
100917 |
202.50 |
202.50 |
198.26 |
199.80 |
-0.64 |
2,865 |
8,330 |
+641 |
Apr11 |
100917 |
213.62 |
213.62 |
210.95 |
211.90 |
-0.42 |
1,608 |
11,695 |
+595 |
May11 |
100917 |
212.93 |
213.08 |
212.93 |
213.08 |
-0.26 |
323 |
4,578 |
-16 |
Jun11 |
100917 |
215.50 |
216.80 |
211.98 |
214.13 |
-0.07 |
993 |
8,134 |
+9 |
Jul11 |
100917 |
214.28 |
214.28 |
214.28 |
214.28 |
-0.03 |
13 |
2,390 |
-3 |
Total Volume and Open Interest |
137,297 |
246,582 |
+3,725 |
e-miNY RBOB Gasoline(NYM) |
Oct10 |
100917 |
191.90 |
191.92 |
191.90 |
191.90 |
-0.60 |
0 |
2 |
+0 |
Nov10 |
100917 |
191.90 |
191.90 |
191.89 |
191.90 |
-0.70 |
0 |
1 |
+0 |
Dec10 |
100917 |
192.60 |
192.60 |
192.57 |
192.60 |
-0.80 |
0 |
1 |
+0 |
Jan11 |
100917 |
194.70 |
194.73 |
194.70 |
194.70 |
-0.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Oct10 |
100917 |
4.062 |
4.106 |
3.988 |
4.024 |
-0.038 |
225,113 |
110,100 |
-16,890 |
Nov10 |
100917 |
4.228 |
4.273 |
4.151 |
4.203 |
-0.035 |
121,072 |
197,368 |
+14,337 |
Dec10 |
100917 |
4.460 |
4.481 |
4.373 |
4.420 |
-0.030 |
34,580 |
68,525 |
+869 |
Jan11 |
100917 |
4.618 |
4.631 |
4.527 |
4.574 |
-0.031 |
27,519 |
99,794 |
+1,009 |
Feb11 |
100917 |
4.618 |
4.629 |
4.530 |
4.577 |
-0.029 |
6,445 |
27,990 |
-386 |
Mar11 |
100917 |
4.555 |
4.555 |
4.460 |
4.508 |
-0.034 |
15,791 |
53,260 |
-1,205 |
Apr11 |
100917 |
4.472 |
4.473 |
4.375 |
4.420 |
-0.036 |
14,021 |
56,662 |
+1,720 |
May11 |
100917 |
4.490 |
4.490 |
4.407 |
4.442 |
-0.036 |
2,589 |
19,316 |
+135 |
Jun11 |
100917 |
4.541 |
4.541 |
4.450 |
4.489 |
-0.039 |
2,310 |
8,990 |
-178 |
Jul11 |
100917 |
4.594 |
4.594 |
4.511 |
4.550 |
-0.042 |
1,723 |
8,334 |
+142 |
Aug11 |
100917 |
4.627 |
4.627 |
4.563 |
4.597 |
-0.044 |
1,222 |
7,810 |
+69 |
Sep11 |
100917 |
4.681 |
4.681 |
4.587 |
4.622 |
-0.045 |
1,310 |
8,653 |
-80 |
Oct11 |
100917 |
4.762 |
4.762 |
4.665 |
4.702 |
-0.049 |
3,530 |
24,878 |
+277 |
Nov11 |
100917 |
4.978 |
4.978 |
4.895 |
4.934 |
-0.056 |
901 |
7,793 |
+149 |
Dec11 |
100917 |
5.244 |
5.276 |
5.182 |
5.224 |
-0.064 |
428 |
14,797 |
-80 |
Jan12 |
100917 |
5.444 |
5.465 |
5.370 |
5.412 |
-0.068 |
1,389 |
16,760 |
+175 |
Total Volume and Open Interest |
461,296 |
825,876 |
+375 |
Brent Crude Oil(ICE) |
Nov10 |
100917 |
78.46 |
79.47 |
77.25 |
78.21 |
-0.27 |
155,455 |
192,738 |
+6,927 |
Dec10 |
100917 |
78.85 |
79.73 |
77.54 |
78.51 |
-0.29 |
109,539 |
185,847 |
+5,159 |
Jan11 |
100917 |
79.23 |
80.14 |
77.98 |
78.94 |
-0.30 |
40,330 |
62,042 |
+2,624 |
Feb11 |
100917 |
80.13 |
80.49 |
78.58 |
79.41 |
-0.29 |
16,596 |
32,088 |
-1,020 |
Mar11 |
100917 |
80.62 |
80.95 |
79.06 |
79.90 |
-0.29 |
13,292 |
23,705 |
+1,859 |
Apr11 |
100917 |
81.11 |
81.39 |
79.60 |
80.39 |
-0.28 |
8,237 |
16,409 |
-624 |
May11 |
100917 |
81.59 |
81.92 |
80.17 |
80.85 |
-0.29 |
5,504 |
17,435 |
+748 |
Jun11 |
100917 |
82.05 |
82.36 |
80.46 |
81.32 |
-0.28 |
13,760 |
33,419 |
+939 |
Jul11 |
100917 |
81.67 |
81.74 |
81.04 |
81.74 |
-0.28 |
1,877 |
8,164 |
-62 |
Aug11 |
100917 |
82.15 |
82.15 |
82.11 |
82.11 |
-0.28 |
1,422 |
5,975 |
+79 |
Sep11 |
100917 |
82.44 |
82.44 |
82.44 |
82.44 |
-0.29 |
983 |
6,173 |
-397 |
Oct11 |
100917 |
82.75 |
82.75 |
82.75 |
82.75 |
-0.29 |
380 |
4,162 |
-8 |
Nov11 |
100917 |
83.68 |
83.68 |
83.05 |
83.05 |
-0.28 |
350 |
7,626 |
-17 |
Dec11 |
100917 |
84.16 |
84.42 |
82.43 |
83.36 |
-0.27 |
11,540 |
64,583 |
+1,598 |
Total Volume and Open Interest |
380,377 |
738,152 |
+18,124 |
Gas Oil(ICE) |
Oct10 |
100917 |
668.00 |
679.25 |
660.25 |
663.50 |
-9.25 |
68,349 |
148,301 |
-2,170 |
Nov10 |
100917 |
668.75 |
678.00 |
660.00 |
663.00 |
-10.50 |
69,638 |
94,744 |
+1,543 |
Dec10 |
100917 |
669.75 |
679.00 |
661.50 |
664.50 |
-11.00 |
45,244 |
95,285 |
+1,283 |
Jan11 |
100917 |
675.00 |
682.00 |
665.00 |
667.75 |
-11.50 |
9,459 |
51,601 |
-301 |
Feb11 |
100917 |
680.75 |
685.00 |
668.50 |
670.75 |
-11.75 |
4,347 |
28,471 |
+614 |
Mar11 |
100917 |
682.75 |
686.75 |
670.75 |
673.25 |
-12.00 |
3,795 |
19,776 |
+453 |
Apr11 |
100917 |
684.50 |
689.75 |
675.75 |
675.75 |
-11.75 |
4,420 |
22,695 |
+1,810 |
May11 |
100917 |
687.50 |
689.75 |
677.50 |
678.50 |
-12.00 |
1,917 |
17,712 |
+482 |
Jun11 |
100917 |
690.75 |
695.50 |
679.00 |
681.75 |
-12.00 |
7,515 |
53,617 |
+1,453 |
Jul11 |
100917 |
697.00 |
697.00 |
685.50 |
686.00 |
-12.25 |
512 |
12,251 |
+93 |
Total Volume and Open Interest |
143,577 |
659,150 |
+7,819 |
Ethanol(CBOT) |
Sep10 |
100903 |
1.960 |
1.977 |
1.960 |
1.969 |
+0.016 |
72 |
143 |
-72 |
Oct10 |
100917 |
2.110 |
2.157 |
2.110 |
2.147 |
+0.074 |
191 |
470 |
-37 |
Nov10 |
100917 |
1.985 |
2.046 |
1.985 |
2.031 |
+0.057 |
166 |
998 |
+28 |
Dec10 |
100917 |
1.957 |
1.989 |
1.955 |
1.978 |
+0.053 |
73 |
1,851 |
+31 |
Jan11 |
100917 |
1.949 |
1.969 |
1.949 |
1.963 |
+0.046 |
46 |
1,265 |
+13 |
Feb11 |
100917 |
1.959 |
1.974 |
1.959 |
1.965 |
+0.044 |
13 |
885 |
+5 |
Mar11 |
100917 |
1.955 |
1.991 |
1.955 |
1.983 |
+0.052 |
33 |
757 |
+10 |
Apr11 |
100917 |
1.980 |
1.991 |
1.980 |
1.991 |
+0.051 |
20 |
693 |
-10 |
Total Volume and Open Interest |
684 |
9,534 |
+98 |
WTI Crude Oil(ICE) |
Oct10 |
100917 |
74.56 |
75.25 |
72.76 |
73.66 |
-0.91 |
50,840 |
33,109 |
-3,631 |
Nov10 |
100917 |
75.83 |
76.69 |
74.11 |
74.92 |
-0.82 |
88,300 |
96,081 |
+1,876 |
Dec10 |
100917 |
77.33 |
78.22 |
75.88 |
76.67 |
-0.52 |
52,765 |
117,215 |
-1,045 |
Jan11 |
100917 |
78.91 |
79.26 |
77.22 |
78.08 |
-0.25 |
15,480 |
24,906 |
+3,135 |
Feb11 |
100917 |
80.03 |
80.08 |
78.28 |
79.02 |
-0.16 |
5,956 |
22,224 |
+936 |
Mar11 |
100917 |
80.77 |
80.77 |
78.92 |
79.74 |
-0.14 |
6,003 |
22,897 |
+1,438 |
Apr11 |
100917 |
81.23 |
81.30 |
79.59 |
80.30 |
-0.10 |
1,577 |
9,471 |
+318 |
May11 |
100917 |
81.65 |
81.65 |
80.01 |
80.75 |
-0.07 |
909 |
5,011 |
+11 |
Jun11 |
100917 |
82.03 |
82.05 |
80.10 |
81.15 |
-0.05 |
6,045 |
31,134 |
+1,239 |
Jul11 |
100917 |
81.52 |
81.52 |
81.52 |
81.52 |
-0.05 |
408 |
10,709 |
+158 |
Aug11 |
100917 |
81.84 |
81.84 |
81.84 |
81.84 |
-0.05 |
225 |
4,667 |
+28 |
Sep11 |
100917 |
82.15 |
82.15 |
82.15 |
82.15 |
-0.05 |
186 |
6,372 |
+515 |
Oct11 |
100917 |
82.45 |
82.45 |
82.45 |
82.45 |
-0.05 |
48 |
3,161 |
+21 |
Nov11 |
100917 |
82.75 |
82.75 |
82.75 |
82.75 |
-0.06 |
125 |
5,920 |
-8 |
Dec11 |
100917 |
84.00 |
84.04 |
82.06 |
83.08 |
-0.07 |
7,521 |
47,659 |
+989 |
Jan12 |
100917 |
83.29 |
83.29 |
83.29 |
83.29 |
-0.06 |
7 |
4,536 |
+2 |
Total Volume and Open Interest |
237,548 |
512,231 |
+6,208 |
US Dollar Index(ICE) |
Dec10 |
100917 |
81.550 |
81.770 |
81.075 |
81.640 |
+0.140 |
16,837 |
27,323 |
-138 |
Mar11 |
100917 |
81.675 |
81.980 |
81.675 |
81.980 |
+0.140 |
2 |
503 |
+1 |
Jun11 |
100917 |
82.395 |
82.395 |
82.395 |
82.395 |
+0.140 |
0 |
2 |
+0 |
Total Volume and Open Interest |
16,839 |
27,828 |
-137 |
Australian Dollar(CME) |
Dec10 |
100917 |
92.66 |
93.75 |
92.56 |
92.82 |
+0.24 |
80,402 |
125,564 |
+2,136 |
Mar11 |
100917 |
91.83 |
92.62 |
91.53 |
91.77 |
+0.24 |
8 |
249 |
+1 |
Jun11 |
100917 |
90.72 |
90.72 |
90.48 |
90.72 |
+0.24 |
0 |
152 |
+0 |
Total Volume and Open Interest |
80,410 |
125,969 |
+2,137 |
British Pound(CME) |
Dec10 |
100917 |
156.17 |
157.21 |
155.85 |
156.11 |
-0.21 |
95,523 |
73,442 |
+391 |
Mar11 |
100917 |
155.99 |
156.97 |
155.99 |
156.01 |
-0.21 |
30 |
174 |
-1 |
Jun11 |
100917 |
155.90 |
156.10 |
155.90 |
155.90 |
-0.20 |
0 |
4 |
+0 |
Total Volume and Open Interest |
95,553 |
73,621 |
+390 |
Canadian Dollar(CME) |
Dec10 |
100917 |
97.25 |
97.68 |
96.42 |
96.81 |
-0.35 |
53,624 |
84,992 |
+4,327 |
Mar11 |
100917 |
97.25 |
97.25 |
96.18 |
96.58 |
-0.35 |
44 |
1,919 |
+3 |
Jun11 |
100917 |
96.33 |
96.66 |
96.12 |
96.31 |
-0.35 |
0 |
611 |
+0 |
Sep11 |
100917 |
96.09 |
96.38 |
96.02 |
96.03 |
-0.35 |
3 |
101 |
+3 |
Total Volume and Open Interest |
53,671 |
87,632 |
+4,333 |
Japanese Yen(CME) |
Dec10 |
100917 |
116.65 |
116.95 |
116.49 |
116.69 |
+0.02 |
136,188 |
112,510 |
-6,738 |
Mar11 |
100917 |
116.89 |
117.00 |
116.71 |
116.86 |
+0.03 |
36 |
253 |
-13 |
Jun11 |
100917 |
117.05 |
117.05 |
117.00 |
117.05 |
+0.05 |
0 |
70 |
+0 |
Total Volume and Open Interest |
136,224 |
112,834 |
-6,751 |
Swiss Franc(CME) |
Dec10 |
100917 |
98.50 |
99.39 |
98.26 |
99.07 |
+0.48 |
66,016 |
48,402 |
-2,094 |
Mar11 |
100917 |
98.84 |
99.45 |
98.67 |
99.18 |
+0.51 |
6 |
22 |
+1 |
Jun11 |
100917 |
99.29 |
99.29 |
98.75 |
99.29 |
+0.54 |
0 |
1 |
+0 |
Total Volume and Open Interest |
66,022 |
48,427 |
-2,093 |
EuroFX(CME) |
Dec10 |
100917 |
130.71 |
131.55 |
130.16 |
130.39 |
-0.37 |
350,791 |
166,377 |
-23 |
Mar11 |
100917 |
130.91 |
131.39 |
130.28 |
130.32 |
-0.36 |
105 |
593 |
-20 |
Jun11 |
100917 |
130.30 |
130.59 |
130.24 |
130.24 |
-0.35 |
0 |
6 |
+0 |
Total Volume and Open Interest |
350,896 |
166,978 |
-43 |
Mexican Peso(CME) |
Oct10 |
100917 |
781.8 |
781.8 |
778.2 |
781.8 |
+3.5 |
|
|
|
Nov10 |
100917 |
778.8 |
778.8 |
775.2 |
778.8 |
+3.5 |
|
|
|
Total Volume and Open Interest |
23,446 |
76,909 |
-37 |
Brazilian Real(CME) |
Oct10 |
100917 |
580.75 |
581.35 |
580.75 |
580.75 |
-0.60 |
4 |
41 |
+0 |
Nov10 |
100917 |
577.15 |
577.95 |
577.15 |
577.15 |
-0.80 |
0 |
3 |
+0 |
Dec10 |
100917 |
574.90 |
574.90 |
574.90 |
574.90 |
+0.25 |
59 |
4,102 |
-44 |
Jan11 |
100917 |
569.90 |
570.70 |
569.90 |
569.90 |
-0.80 |
|
|
|
Total Volume and Open Interest |
63 |
4,153 |
-44 |
30-Year T-Bonds(CBOT) |
Sep10 |
100917 |
131~080 |
132~100 |
130~310 |
131~170 |
+0~070 |
2,708 |
12,373 |
-161 |
Dec10 |
100917 |
129~250 |
130~290 |
129~110 |
130~030 |
+0~070 |
368,923 |
639,673 |
+4,315 |
Mar11 |
100917 |
128~080 |
129~050 |
128~080 |
128~290 |
+0~070 |
146 |
140 |
+102 |
Total Volume and Open Interest |
371,777 |
652,186 |
+4,256 |
10-Year T-Notes(CBOT) |
Sep10 |
100917 |
124~280 |
125~130 |
124~210 |
125~075 |
+0~075 |
15,547 |
33,101 |
-7,035 |
Dec10 |
100917 |
123~280 |
124~115 |
123~165 |
124~045 |
+0~075 |
1,393,514 |
1,657,033 |
+31,776 |
Mar11 |
100917 |
123~140 |
123~140 |
123~065 |
123~140 |
+0~075 |
7 |
387 |
+0 |
Total Volume and Open Interest |
1,409,068 |
1,690,555 |
+24,741 |
5-Year T-Notes(CBOT) |
Sep10 |
100917 |
120~054 |
120~107 |
120~054 |
120~094 |
+0~018 |
4,581 |
18,838 |
-1,890 |
Dec10 |
100917 |
119~094 |
120~003 |
119~070 |
119~117 |
+0~018 |
462,041 |
868,912 |
+25 |
Mar11 |
100917 |
118~125 |
118~125 |
118~107 |
118~125 |
+0~018 |
|
|
|
Total Volume and Open Interest |
466,622 |
887,750 |
-1,865 |
2 Year T-Notes(CBOT) |
Sep10 |
100917 |
109~097 |
109~098 |
109~095 |
109~098 |
+0~003 |
211 |
4,332 |
-104 |
Dec10 |
100917 |
109~071 |
109~077 |
109~068 |
109~074 |
+0~003 |
218,185 |
704,843 |
+1,917 |
Mar11 |
100917 |
109~044 |
109~044 |
109~041 |
109~044 |
+0~003 |
|
|
|
Total Volume and Open Interest |
218,396 |
709,175 |
+1,813 |
Eurodollars(CME) |
Dec10 |
100917 |
99.605 |
99.610 |
99.565 |
99.590 |
-0.015 |
131,255 |
1,068,723 |
-7,467 |
Mar11 |
100917 |
99.545 |
99.545 |
99.505 |
99.525 |
-0.015 |
169,847 |
1,122,801 |
+10,364 |
Jun11 |
100917 |
99.450 |
99.455 |
99.430 |
99.435 |
-0.015 |
146,312 |
872,180 |
-4,140 |
Sep11 |
100917 |
99.330 |
99.345 |
99.315 |
99.325 |
-0.010 |
175,147 |
833,444 |
-1,908 |
Dec11 |
100917 |
99.180 |
99.200 |
99.150 |
99.180 |
unch |
235,501 |
859,200 |
+15,278 |
Mar12 |
100917 |
99.000 |
99.035 |
98.975 |
99.010 |
unch |
183,797 |
486,459 |
-4,268 |
Jun12 |
100917 |
98.815 |
98.860 |
98.780 |
98.830 |
+0.005 |
172,365 |
411,657 |
+3,714 |
Sep12 |
100917 |
98.640 |
98.690 |
98.600 |
98.655 |
+0.005 |
160,504 |
312,419 |
+8,141 |
Dec12 |
100917 |
98.445 |
98.495 |
98.400 |
98.455 |
+0.005 |
85,964 |
201,488 |
-2,560 |
Mar13 |
100917 |
98.265 |
98.315 |
98.215 |
98.275 |
+0.005 |
68,247 |
213,742 |
-4,756 |
Jun13 |
100917 |
98.065 |
98.115 |
98.005 |
98.070 |
+0.005 |
52,896 |
130,021 |
-1,132 |
Sep13 |
100917 |
97.845 |
97.915 |
97.800 |
97.870 |
+0.005 |
54,301 |
110,088 |
-4,465 |
Dec13 |
100917 |
97.655 |
97.710 |
97.595 |
97.665 |
+0.005 |
28,137 |
87,774 |
+3,884 |
Mar14 |
100917 |
97.440 |
97.535 |
97.410 |
97.485 |
+0.005 |
23,972 |
80,006 |
+2,100 |
Jun14 |
100917 |
97.250 |
97.350 |
97.220 |
97.295 |
+0.005 |
17,470 |
57,149 |
+542 |
Sep14 |
100917 |
97.085 |
97.160 |
97.030 |
97.110 |
+0.005 |
17,967 |
43,913 |
+468 |
Dec14 |
100917 |
96.900 |
96.980 |
96.845 |
96.920 |
+0.005 |
11,091 |
62,979 |
+454 |
Mar15 |
100917 |
96.745 |
96.820 |
96.685 |
96.765 |
+0.005 |
15,094 |
37,569 |
+1,302 |
Total Volume and Open Interest |
1,792,325 |
7,185,997 |
+22,825 |
30 Day Federal Funds(CBOT) |
Sep10 |
100917 |
99.812 |
99.815 |
99.805 |
99.808 |
-0.007 |
3,986 |
57,866 |
+1,370 |
Oct10 |
100917 |
99.810 |
99.810 |
99.805 |
99.805 |
-0.005 |
2,704 |
61,193 |
-609 |
Nov10 |
100917 |
99.815 |
99.815 |
99.810 |
99.810 |
unch |
1,887 |
87,834 |
-355 |
Dec10 |
100917 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
1,578 |
79,722 |
+726 |
Jan11 |
100917 |
99.820 |
99.820 |
99.810 |
99.815 |
unch |
3,457 |
59,538 |
-709 |
Feb11 |
100917 |
99.805 |
99.815 |
99.805 |
99.810 |
unch |
1,710 |
56,917 |
+332 |
Total Volume and Open Interest |
30,031 |
593,133 |
+4,913 |
30 Day Fed Funds(e-CBOT) |
Sep10 |
090519 |
98.885 |
98.900 |
98.880 |
98.885 |
unch |
50 |
2,134 |
|
Oct10 |
090519 |
98.820 |
98.820 |
98.810 |
98.820 |
unch |
0 |
454 |
|
Nov10 |
090519 |
98.660 |
98.660 |
98.660 |
98.660 |
unch |
0 |
1,342 |
|
Dec10 |
090519 |
98.590 |
98.590 |
98.565 |
98.565 |
unch |
0 |
330 |
|
Jan11 |
090519 |
98.500 |
98.500 |
98.475 |
98.475 |
unch |
0 |
1,177 |
|
Feb11 |
090519 |
98.350 |
98.350 |
98.330 |
98.350 |
unch |
0 |
1,700 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Dec10 |
100917 |
99.683 |
99.683 |
99.683 |
99.683 |
-0.002 |
0 |
1,881 |
+0 |
Mar11 |
100917 |
99.702 |
99.702 |
99.702 |
99.702 |
+0.007 |
0 |
367 |
+0 |
Jun11 |
100917 |
99.717 |
99.717 |
99.717 |
99.717 |
+0.007 |
|
|
|
Sep11 |
100917 |
99.723 |
99.723 |
99.723 |
99.723 |
+0.008 |
|
|
|
Dec11 |
100917 |
99.720 |
99.720 |
99.720 |
99.720 |
+0.005 |
|
|
|
Mar12 |
100917 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.005 |
|
|
|
Jun12 |
100917 |
99.735 |
99.735 |
99.735 |
99.735 |
+0.005 |
|
|
|
Sep12 |
100917 |
99.775 |
99.775 |
99.775 |
99.775 |
+0.005 |
|
|
|
Dec12 |
100917 |
99.470 |
99.470 |
99.470 |
99.470 |
+0.005 |
|
|
|
Mar13 |
100917 |
99.470 |
99.470 |
99.470 |
99.470 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
2,248 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec10 |
100917 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
2,674 |
+0 |
Mar11 |
100917 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
0 |
1,516 |
+0 |
Jun11 |
100917 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
0 |
3,150 |
+0 |
Sep11 |
100917 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
1 |
133 |
+1 |
Dec11 |
100917 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
0 |
110 |
+0 |
Mar12 |
100917 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
305 |
+0 |
Jun12 |
100917 |
99.74 |
99.74 |
99.74 |
99.74 |
+0.00 |
0 |
754 |
+0 |
Sep12 |
100917 |
99.78 |
99.78 |
99.78 |
99.78 |
+0.01 |
0 |
310 |
+0 |
Total Volume and Open Interest |
1 |
8,954 |
+1 |
Japanese Gov't Bonds(SGX) |
Dec10 |
100917 |
142.19 |
142.36 |
142.02 |
142.02 |
-0.19 |
1,595 |
21,342 |
+207 |
Mar11 |
100917 |
139.93 |
139.93 |
139.93 |
139.93 |
-0.19 |
|
|
|
Jun11 |
100917 |
137.84 |
137.84 |
137.84 |
137.84 |
-0.19 |
|
|
|
Total Volume and Open Interest |
1,595 |
21,342 |
+207 |
Euro-Bund(EUREX) |
Dec10 |
100917 |
129.37 |
130.21 |
129.08 |
129.77 |
+0.39 |
1,223,169 |
959,753 |
+10,456 |
Mar11 |
100917 |
129.30 |
130.08 |
129.07 |
129.73 |
+0.41 |
386 |
1,813 |
+200 |
Jun11 |
100917 |
129.77 |
129.77 |
129.77 |
129.77 |
+0.45 |
|
|
|
Total Volume and Open Interest |
1,223,555 |
961,566 |
+10,656 |
Euro-Bobl(EUREX) |
Dec10 |
100917 |
119.82 |
120.25 |
119.70 |
120.08 |
+0.21 |
639,406 |
761,459 |
+37,393 |
Mar11 |
100917 |
119.99 |
119.99 |
119.92 |
119.92 |
+0.22 |
3,316 |
19,740 |
+1,529 |
Jun11 |
100917 |
119.92 |
119.92 |
119.92 |
119.92 |
+0.22 |
|
|
|
Total Volume and Open Interest |
642,722 |
781,199 |
+38,922 |
3-Mth Euribor(EUREX) |
Sep10 |
100913 |
99.125 |
99.125 |
99.120 |
99.120 |
-0.005 |
228 |
3,201 |
-135 |
Dec10 |
100917 |
98.985 |
98.990 |
98.980 |
98.990 |
+0.005 |
37 |
3,781 |
+15 |
Mar11 |
100917 |
98.870 |
98.890 |
98.860 |
98.885 |
unch |
10 |
1,704 |
-4 |
Total Volume and Open Interest |
77 |
9,909 |
+10 |
Long Gilt(LIFFE) |
Sep10 |
100917 |
123~17 |
124~02 |
123~15 |
123~27 |
+0~05 |
108 |
9,206 |
-103 |
Dec10 |
100917 |
122~12 |
122~27 |
121~30 |
122~16 |
+0~05 |
137,478 |
280,325 |
+1,407 |
Total Volume and Open Interest |
137,586 |
289,531 |
+1,304 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
100917 |
99.19 |
99.21 |
99.15 |
99.20 |
unch |
60,823 |
342,516 |
+10,117 |
Mar11 |
100917 |
99.08 |
99.10 |
99.04 |
99.10 |
unch |
69,538 |
292,403 |
+1,061 |
Jun11 |
100917 |
98.95 |
98.99 |
98.92 |
98.97 |
unch |
96,912 |
268,525 |
-319 |
Sep11 |
100917 |
98.79 |
98.85 |
98.76 |
98.83 |
+0.01 |
115,441 |
310,872 |
+1,956 |
Dec11 |
100917 |
98.61 |
98.68 |
98.57 |
98.66 |
+0.02 |
129,686 |
364,039 |
-14,156 |
Mar12 |
100917 |
98.43 |
98.50 |
98.39 |
98.48 |
+0.02 |
75,442 |
245,834 |
-5,522 |
Total Volume and Open Interest |
652,658 |
2,160,395 |
-14,130 |
3-Mth Euribor(LIFFE) |
Dec10 |
100917 |
98.985 |
98.995 |
98.970 |
98.990 |
unch |
241,914 |
528,272 |
-32,961 |
Mar11 |
100917 |
98.875 |
98.895 |
98.850 |
98.885 |
unch |
180,334 |
580,775 |
+5,388 |
Jun11 |
100917 |
98.780 |
98.810 |
98.755 |
98.800 |
+0.010 |
184,665 |
405,910 |
-9,981 |
Total Volume and Open Interest |
1,184,714 |
2,949,402 |
-40,664 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
100917 |
95.03 |
95.04 |
95.00 |
95.01 |
-0.03 |
16,924 |
180,066 |
-11,103 |
Mar11 |
100917 |
94.98 |
94.99 |
94.93 |
94.94 |
-0.05 |
16,542 |
120,069 |
-5,871 |
Jun11 |
100917 |
94.93 |
94.94 |
94.87 |
94.89 |
-0.05 |
7,465 |
69,577 |
-5,204 |
Sep11 |
100917 |
94.91 |
94.91 |
94.84 |
94.86 |
-0.06 |
4,304 |
50,058 |
-63 |
Dec11 |
100917 |
94.83 |
94.87 |
94.82 |
94.84 |
-0.06 |
1,689 |
32,479 |
-223 |
Mar12 |
100917 |
94.82 |
94.85 |
94.81 |
94.82 |
-0.06 |
598 |
33,461 |
+253 |
Jun12 |
100917 |
94.80 |
94.83 |
94.79 |
94.80 |
-0.06 |
1,110 |
18,973 |
+320 |
Sep12 |
100917 |
94.78 |
94.82 |
94.77 |
94.78 |
-0.05 |
1,994 |
5,797 |
+1,235 |
Dec12 |
100917 |
94.82 |
94.82 |
94.76 |
94.76 |
-0.06 |
1 |
1,364 |
+1 |
Mar13 |
100917 |
94.75 |
94.75 |
94.75 |
94.75 |
-0.06 |
0 |
1,085 |
-455 |
Total Volume and Open Interest |
50,727 |
513,073 |
-21,076 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
100917 |
94.92 |
94.93 |
94.84 |
94.86 |
-0.07 |
49,953 |
341,551 |
-3,812 |
Mar11 |
100917 |
94.86 |
94.86 |
94.86 |
94.86 |
-0.07 |
|
|
|
Total Volume and Open Interest |
49,953 |
341,551 |
|
3-Year Aus T-Bonds(SFE) |
Dec10 |
100917 |
95.25 |
95.25 |
95.15 |
95.17 |
-0.09 |
146,504 |
432,283 |
-4,678 |
Mar11 |
100917 |
95.17 |
95.17 |
95.17 |
95.17 |
-0.09 |
|
|
|
Total Volume and Open Interest |
146,504 |
432,283 |
|
Gold(CMX) |
Oct10 |
100917 |
1275.1 |
1282.3 |
1271.6 |
1275.9 |
+3.7 |
5,165 |
30,164 |
-1,326 |
Dec10 |
100917 |
1276.8 |
1284.4 |
1273.0 |
1277.5 |
+3.7 |
99,894 |
402,467 |
+6,681 |
Feb11 |
100917 |
1278.0 |
1285.7 |
1275.5 |
1279.2 |
+3.7 |
760 |
27,415 |
-135 |
Apr11 |
100917 |
1278.0 |
1286.6 |
1277.3 |
1280.7 |
+3.7 |
1,382 |
17,767 |
+550 |
Jun11 |
100917 |
1282.2 |
1287.0 |
1278.4 |
1282.2 |
+3.8 |
445 |
15,280 |
-197 |
Aug11 |
100917 |
1283.7 |
1283.7 |
1283.7 |
1283.7 |
+3.8 |
16 |
9,798 |
-1 |
Oct11 |
100917 |
1285.4 |
1285.4 |
1285.4 |
1285.4 |
+3.8 |
25 |
7,458 |
+0 |
Dec11 |
100917 |
1291.8 |
1293.1 |
1285.1 |
1287.1 |
+3.8 |
1,064 |
15,378 |
-57 |
Feb12 |
100917 |
1289.2 |
1289.2 |
1289.2 |
1289.2 |
+3.9 |
12 |
6,683 |
+0 |
Apr12 |
100917 |
1291.4 |
1291.4 |
1291.4 |
1291.4 |
+3.9 |
47 |
6,260 |
-32 |
Jun12 |
100917 |
1297.8 |
1297.8 |
1293.8 |
1293.8 |
+3.9 |
500 |
8,929 |
-75 |
Total Volume and Open Interest |
112,038 |
597,207 |
+5,100 |
Silver(CMX) |
Sep10 |
100917 |
2077.5 |
2096.0 |
2063.5 |
2079.0 |
+4.5 |
246 |
926 |
-167 |
Dec10 |
100917 |
2081.0 |
2102.5 |
2062.0 |
2081.6 |
+4.5 |
29,055 |
102,397 |
-631 |
Mar11 |
100917 |
2081.0 |
2103.0 |
2069.0 |
2086.6 |
+4.5 |
499 |
15,802 |
+145 |
May11 |
100917 |
2086.0 |
2091.5 |
2085.0 |
2089.1 |
+4.5 |
91 |
8,245 |
+43 |
Jul11 |
100917 |
2091.5 |
2091.5 |
2091.5 |
2091.5 |
+4.6 |
44 |
6,020 |
+19 |
Sep11 |
100917 |
2093.0 |
2096.0 |
2090.0 |
2093.8 |
+4.7 |
51 |
3,071 |
+22 |
Dec11 |
100917 |
2114.0 |
2115.5 |
2096.9 |
2096.9 |
+4.8 |
156 |
4,458 |
+70 |
Total Volume and Open Interest |
30,568 |
146,441 |
-458 |
Platinum(NYMEX) |
Oct10 |
100917 |
1608.0 |
1630.7 |
1604.2 |
1621.9 |
+10.0 |
6,066 |
20,610 |
-875 |
Jan11 |
100917 |
1611.0 |
1634.1 |
1609.1 |
1626.6 |
+9.6 |
1,785 |
14,637 |
+507 |
Apr11 |
100917 |
1628.0 |
1629.0 |
1625.2 |
1629.0 |
+9.6 |
2 |
330 |
+1 |
Jul11 |
100917 |
1633.0 |
1633.0 |
1633.0 |
1633.0 |
+9.6 |
1 |
3 |
+1 |
Total Volume and Open Interest |
7,854 |
35,581 |
-366 |
Palladium(NYMEX) |
Sep10 |
100917 |
543.30 |
543.30 |
543.30 |
543.30 |
-3.65 |
12 |
41 |
-25 |
Dec10 |
100917 |
549.55 |
557.00 |
541.60 |
545.70 |
-3.65 |
3,830 |
23,174 |
-41 |
Mar11 |
100917 |
558.00 |
558.00 |
546.70 |
546.70 |
-3.75 |
107 |
569 |
+104 |
Total Volume and Open Interest |
3,949 |
23,799 |
+38 |
Copper(CMX) |
Sep10 |
100917 |
350.50 |
353.90 |
348.90 |
351.35 |
+3.05 |
822 |
1,873 |
+81 |
Dec10 |
100917 |
348.60 |
355.25 |
348.60 |
352.20 |
+2.85 |
23,343 |
91,287 |
+977 |
Mar11 |
100917 |
351.00 |
355.75 |
351.00 |
353.25 |
+2.80 |
1,495 |
27,876 |
+934 |
May11 |
100917 |
353.95 |
355.50 |
351.60 |
353.15 |
+2.75 |
156 |
4,786 |
+108 |
Jul11 |
100917 |
351.35 |
355.00 |
351.35 |
352.90 |
+2.90 |
16 |
3,061 |
-8 |
Total Volume and Open Interest |
26,917 |
142,966 |
+1,943 |
DJIA Index(CBOT) |
Dec10 |
100917 |
10554 |
10625 |
10495 |
10538 |
-12 |
1,174 |
3,688 |
+940 |
Mar11 |
100917 |
10476 |
10488 |
10476 |
10476 |
-12 |
0 |
10 |
+0 |
Jun11 |
100917 |
10421 |
10433 |
10421 |
10421 |
-12 |
|
|
|
Sep11 |
100917 |
10356 |
10356 |
10356 |
10356 |
|
|
|
|
E-mini DJIA Index(CBOT) |
Sep10 |
100917 |
10626 |
10643 |
10613 |
10643 |
+25 |
21,643 |
30,864 |
-7,750 |
Dec10 |
100917 |
10550 |
10628 |
10497 |
10538 |
-12 |
134,041 |
71,839 |
+7,427 |
Mar11 |
100917 |
10432 |
10480 |
10432 |
10476 |
-12 |
3 |
68 |
+2 |
Jun11 |
100917 |
10421 |
10421 |
10421 |
10421 |
-12 |
0 |
1 |
+0 |
Total Volume and Open Interest |
155,687 |
102,772 |
-321 |
S & P 500(CME) |
Dec10 |
100917 |
1122.60 |
1132.70 |
1117.20 |
1119.70 |
-2.90 |
27,462 |
271,820 |
+8,870 |
Mar11 |
100917 |
1118.70 |
1119.70 |
1113.30 |
1114.40 |
-2.90 |
105 |
1,192 |
+105 |
Jun11 |
100917 |
1114.00 |
1115.00 |
1108.60 |
1109.70 |
-2.90 |
100 |
1,450 |
+100 |
Sep11 |
100917 |
1110.00 |
1111.00 |
1104.60 |
1105.70 |
-2.90 |
|
|
|
Total Volume and Open Interest |
59,259 |
410,614 |
+7,650 |
S & P 500 E-Mini(Globex) |
Dec10 |
100917 |
1122.75 |
1132.75 |
1117.00 |
1119.75 |
-2.75 |
1,866,295 |
2,453,572 |
+81,231 |
Mar11 |
100917 |
1117.50 |
1127.25 |
1112.50 |
1114.50 |
-2.75 |
221 |
685 |
+41 |
Total Volume and Open Interest |
2,241,652 |
3,473,704 |
-24,625 |
NASDAQ 100(CME) |
Dec10 |
100917 |
1952.50 |
1969.50 |
1942.00 |
1952.80 |
+3.00 |
1,479 |
4,418 |
+465 |
Mar11 |
100917 |
1950.00 |
1954.00 |
1946.00 |
1950.80 |
+3.50 |
0 |
2 |
+0 |
Jun11 |
100917 |
1948.30 |
1948.30 |
1944.80 |
1948.30 |
+3.50 |
|
|
|
Total Volume and Open Interest |
4,085 |
27,220 |
-138 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
100917 |
1952.00 |
1970.00 |
1942.50 |
1952.80 |
+3.00 |
328,922 |
325,547 |
+28,377 |
Mar11 |
100917 |
1955.00 |
1965.00 |
1944.00 |
1950.80 |
+3.50 |
22 |
31 |
-1 |
Total Volume and Open Interest |
387,186 |
518,196 |
+9,772 |
S & P Midcap 400(CME) |
Dec10 |
100917 |
778.00 |
780.50 |
775.00 |
777.70 |
-0.40 |
33 |
969 |
-21 |
Mar11 |
100917 |
775.70 |
776.10 |
775.70 |
775.70 |
-0.40 |
|
|
|
Jun11 |
100917 |
773.70 |
774.10 |
773.70 |
773.70 |
-0.40 |
|
|
|
Total Volume and Open Interest |
142 |
3,803 |
+87 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
100917 |
9575 |
9655 |
9525 |
9570 |
-5 |
10,306 |
31,582 |
-960 |
Mar11 |
100917 |
9600 |
9605 |
9600 |
9600 |
-5 |
|
|
|
Total Volume and Open Interest |
10,306 |
31,582 |
-960 |
Nikkei 225(SGX) |
Dec10 |
100917 |
9475 |
9595 |
9445 |
9560 |
+135 |
135,739 |
168,562 |
-2,346 |
Mar11 |
100917 |
9550 |
9555 |
9550 |
9555 |
+140 |
90 |
229 |
+16 |
Jun11 |
100917 |
9490 |
9490 |
9490 |
9490 |
+140 |
0 |
2,086 |
+0 |
Total Volume and Open Interest |
135,892 |
179,545 |
-2,367 |
CAC 40(EURONEXT) |
Sep10 |
100917 |
3779.0 |
3795.5 |
3727.5 |
3728.0 |
-9.5 |
150,702 |
182,964 |
-140,591 |
Oct10 |
100917 |
3781.0 |
3797.0 |
3705.5 |
3724.0 |
-15.0 |
76,329 |
306,676 |
+47,906 |
Nov10 |
100917 |
3705.0 |
3705.0 |
3705.0 |
3705.0 |
-15.5 |
2 |
10 |
+2 |
Total Volume and Open Interest |
230,845 |
530,702 |
-89,234 |
Hang Seng Index(HKFE) |
Sep10 |
100917 |
21742 |
22016 |
21714 |
21998 |
+258 |
73,650 |
105,033 |
+1,510 |
Oct10 |
100917 |
21725 |
22003 |
21716 |
21995 |
+266 |
1,137 |
3,574 |
+364 |
Total Volume and Open Interest |
75,050 |
110,983 |
+1,875 |
DAX(EUREX) |
Sep10 |
100917 |
6310.0 |
6328.5 |
6297.0 |
6303.5 |
+52.0 |
148,947 |
51,273 |
-17,359 |
Dec10 |
100917 |
6323.0 |
6338.0 |
6193.5 |
6222.0 |
-38.5 |
65,748 |
151,878 |
+25,256 |
Mar11 |
100917 |
6339.0 |
6348.5 |
6209.5 |
6233.5 |
-38.5 |
10,945 |
6,167 |
+1,305 |
Total Volume and Open Interest |
225,640 |
209,318 |
+9,202 |
FT-SE 100(EURONEXT) |
Sep10 |
100917 |
5592.00 |
5620.00 |
5582.50 |
5606.50 |
+61.00 |
138,399 |
59,409 |
-85,847 |
Dec10 |
100917 |
5564.50 |
5599.00 |
5471.00 |
5492.00 |
-32.50 |
100,339 |
623,557 |
+41,599 |
Mar11 |
100917 |
5523.50 |
5539.00 |
5450.00 |
5450.00 |
-32.50 |
237 |
831 |
+65 |
Total Volume and Open Interest |
238,975 |
684,062 |
-44,183 |
SPI 200(SFE) |
Sep10 |
100916 |
4658.0 |
4677.0 |
4630.0 |
4677.0 |
+20.0 |
10,340 |
95,465 |
-66,268 |
Dec10 |
100917 |
4640.0 |
4676.0 |
4618.0 |
4659.0 |
+30.0 |
28,152 |
212,667 |
-2,493 |
Mar11 |
100917 |
4653.0 |
4653.0 |
4653.0 |
4653.0 |
+30.0 |
22 |
1,464 |
+0 |
Total Volume and Open Interest |
28,180 |
216,087 |
-97,956 |
GSCI(CME) |
Oct10 |
100917 |
531.00 |
531.50 |
523.75 |
527.00 |
-0.90 |
237 |
11,989 |
-20 |
Nov10 |
100917 |
533.00 |
537.20 |
529.50 |
533.00 |
-0.50 |
0 |
1,334 |
+0 |
Dec10 |
100917 |
544.00 |
545.00 |
537.00 |
540.00 |
unch |
|
|
|
Total Volume and Open Interest |
237 |
13,323 |
|
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|