|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue September 21, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov10 |
100921 |
1083.75 |
1093.75 |
1079.00 |
1080.00 |
-4.50 |
110,019 |
297,797 |
-5,115 |
Jan11 |
100921 |
1093.25 |
1103.50 |
1089.00 |
1090.00 |
-4.50 |
31,628 |
109,124 |
+4,850 |
Mar11 |
100921 |
1101.00 |
1110.75 |
1096.50 |
1097.50 |
-4.50 |
10,605 |
35,594 |
+385 |
May11 |
100921 |
1104.00 |
1113.00 |
1096.00 |
1100.25 |
-4.50 |
6,967 |
42,872 |
+1,224 |
Jul11 |
100921 |
1106.50 |
1116.75 |
1102.75 |
1104.50 |
-4.25 |
8,493 |
28,867 |
-721 |
Aug11 |
100921 |
1107.00 |
1108.00 |
1096.50 |
1096.50 |
-4.00 |
51 |
366 |
-6 |
Sep11 |
100921 |
1083.75 |
1090.75 |
1080.00 |
1080.00 |
-3.00 |
80 |
281 |
+21 |
Nov11 |
100921 |
1069.00 |
1079.00 |
1064.50 |
1066.75 |
-3.75 |
8,532 |
33,370 |
+456 |
Jan12 |
100921 |
1071.75 |
1075.50 |
1069.50 |
1069.75 |
-4.25 |
17 |
256 |
+16 |
Mar12 |
100921 |
1075.00 |
1075.00 |
1070.75 |
1070.75 |
-4.25 |
0 |
90 |
+0 |
May12 |
100921 |
1072.25 |
1075.00 |
1072.25 |
1072.25 |
-2.75 |
2 |
94 |
+1 |
Jul12 |
100921 |
1076.75 |
1079.00 |
1076.00 |
1079.00 |
-3.75 |
12 |
118 |
+1 |
Aug12 |
100921 |
1073.75 |
1077.50 |
1073.75 |
1073.75 |
-3.75 |
0 |
2 |
+0 |
Sep12 |
100921 |
1054.25 |
1059.25 |
1054.25 |
1054.25 |
-5.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
176,496 |
550,467 |
+1,150 |
Soybean Meal(CBOT) |
Oct10 |
100921 |
306.00 |
308.70 |
303.00 |
303.50 |
-2.60 |
8,701 |
22,176 |
-1,252 |
Dec10 |
100921 |
309.60 |
313.20 |
305.70 |
307.40 |
-2.80 |
34,411 |
129,924 |
+1,854 |
Jan11 |
100921 |
311.20 |
314.70 |
308.50 |
309.20 |
-2.40 |
1,976 |
15,235 |
+172 |
Mar11 |
100921 |
313.10 |
316.60 |
311.30 |
311.80 |
-2.40 |
2,212 |
13,456 |
+94 |
May11 |
100921 |
315.00 |
317.00 |
312.10 |
312.70 |
-2.40 |
1,789 |
13,667 |
-225 |
Jul11 |
100921 |
317.70 |
319.90 |
313.50 |
313.90 |
-2.50 |
948 |
9,964 |
-41 |
Aug11 |
100921 |
314.30 |
314.30 |
310.80 |
310.80 |
-2.40 |
142 |
1,855 |
+29 |
Sep11 |
100921 |
309.80 |
309.80 |
305.30 |
305.30 |
-2.90 |
76 |
1,421 |
+14 |
Oct11 |
100921 |
296.50 |
299.30 |
296.50 |
296.50 |
-2.80 |
38 |
885 |
+16 |
Dec11 |
100921 |
298.50 |
299.00 |
296.20 |
296.60 |
-2.40 |
534 |
4,745 |
+312 |
Total Volume and Open Interest |
50,827 |
213,764 |
+973 |
Soybean Oil(CBOT) |
Oct10 |
100921 |
42.65 |
42.81 |
42.31 |
42.42 |
-0.23 |
17,248 |
29,779 |
-2,657 |
Dec10 |
100921 |
43.07 |
43.27 |
42.71 |
42.82 |
-0.23 |
54,617 |
186,013 |
+12,525 |
Jan11 |
100921 |
43.36 |
43.58 |
43.05 |
43.14 |
-0.21 |
4,927 |
33,056 |
+822 |
Mar11 |
100921 |
43.60 |
43.80 |
43.31 |
43.41 |
-0.19 |
3,859 |
23,279 |
+999 |
May11 |
100921 |
43.73 |
43.86 |
43.39 |
43.53 |
-0.17 |
2,256 |
14,668 |
+349 |
Jul11 |
100921 |
44.00 |
44.04 |
43.55 |
43.67 |
-0.18 |
862 |
11,207 |
+4 |
Aug11 |
100921 |
43.84 |
44.00 |
43.73 |
43.73 |
-0.20 |
4 |
772 |
+0 |
Sep11 |
100921 |
43.90 |
44.05 |
43.78 |
43.78 |
-0.21 |
6 |
458 |
-6 |
Oct11 |
100921 |
43.78 |
44.02 |
43.78 |
43.78 |
-0.24 |
8 |
354 |
+3 |
Dec11 |
100921 |
44.35 |
44.45 |
43.93 |
43.93 |
-0.29 |
539 |
7,859 |
+160 |
Total Volume and Open Interest |
84,326 |
307,525 |
+12,199 |
Canola(WCE) |
Nov10 |
100921 |
476.0 |
478.0 |
470.2 |
473.2 |
-3.8 |
11,480 |
99,825 |
+260 |
Jan11 |
100921 |
481.0 |
482.1 |
474.5 |
477.5 |
-3.5 |
2,853 |
43,806 |
+1,712 |
Mar11 |
100921 |
485.0 |
485.8 |
479.0 |
480.5 |
-4.0 |
399 |
5,464 |
-152 |
May11 |
100921 |
485.6 |
485.6 |
481.3 |
483.5 |
-4.7 |
148 |
2,340 |
+138 |
Jul11 |
100921 |
491.0 |
491.0 |
484.6 |
486.1 |
-3.4 |
110 |
4,856 |
+34 |
Total Volume and Open Interest |
15,067 |
159,100 |
+2,064 |
Corn(CBOT) |
Dec10 |
100921 |
507.50 |
517.25 |
503.50 |
505.25 |
-3.00 |
228,169 |
784,279 |
-1,521 |
Mar11 |
100921 |
520.25 |
530.00 |
516.25 |
518.00 |
-3.25 |
83,001 |
288,241 |
+8,449 |
May11 |
100921 |
525.25 |
534.50 |
521.50 |
523.25 |
-3.00 |
14,030 |
49,916 |
-318 |
Jul11 |
100921 |
528.00 |
537.00 |
524.50 |
526.25 |
-2.50 |
24,627 |
112,791 |
+1,685 |
Sep11 |
100921 |
497.75 |
502.00 |
492.25 |
497.25 |
+1.00 |
3,714 |
20,238 |
-99 |
Dec11 |
100921 |
473.00 |
479.50 |
469.50 |
473.75 |
+0.50 |
25,949 |
133,755 |
+1,729 |
Mar12 |
100921 |
480.25 |
486.00 |
478.00 |
481.75 |
+0.50 |
530 |
10,137 |
+85 |
May12 |
100921 |
485.00 |
490.00 |
481.50 |
485.25 |
+0.50 |
153 |
1,471 |
+9 |
Jul12 |
100921 |
489.00 |
492.50 |
485.00 |
488.75 |
+0.50 |
696 |
4,308 |
+72 |
Sep12 |
100921 |
477.25 |
478.00 |
476.75 |
477.25 |
+0.50 |
30 |
712 |
+2 |
Total Volume and Open Interest |
383,237 |
1,422,858 |
+10,384 |
Wheat(CBOT) |
Dec10 |
100921 |
728.75 |
734.00 |
716.50 |
718.00 |
-13.75 |
38,596 |
263,995 |
+443 |
Mar11 |
100921 |
757.25 |
761.00 |
746.50 |
748.00 |
-13.00 |
10,139 |
78,407 |
-576 |
May11 |
100921 |
765.25 |
769.25 |
757.00 |
757.75 |
-11.50 |
3,133 |
21,708 |
-43 |
Jul11 |
100921 |
746.00 |
752.25 |
740.00 |
741.50 |
-8.50 |
5,899 |
75,529 |
+581 |
Sep11 |
100921 |
757.00 |
759.50 |
748.25 |
750.75 |
-6.25 |
1,041 |
10,130 |
+308 |
Dec11 |
100921 |
760.00 |
766.25 |
754.00 |
757.25 |
-5.50 |
2,159 |
32,707 |
+645 |
Total Volume and Open Interest |
61,338 |
492,369 |
+1,480 |
Wheat(KCBT) |
Dec10 |
100921 |
756.50 |
762.00 |
748.00 |
750.00 |
-7.50 |
13,424 |
103,584 |
-2,417 |
Mar11 |
100921 |
768.00 |
774.75 |
761.75 |
763.00 |
-7.50 |
4,492 |
63,805 |
+598 |
May11 |
100921 |
766.00 |
776.00 |
764.00 |
764.75 |
-6.75 |
856 |
8,860 |
+374 |
Jul11 |
100921 |
751.50 |
759.25 |
747.00 |
752.00 |
-2.00 |
2,981 |
28,547 |
-493 |
Sep11 |
100921 |
755.25 |
761.75 |
749.00 |
753.25 |
-2.00 |
123 |
3,487 |
+65 |
Dec11 |
100921 |
760.00 |
768.75 |
758.50 |
761.00 |
-2.00 |
142 |
3,359 |
+39 |
Total Volume and Open Interest |
22,036 |
213,016 |
-1,821 |
Wheat(MGE) |
Sep10 |
100914 |
753.25 |
753.25 |
753.25 |
753.25 |
-1.75 |
42 |
49 |
+13 |
Dec10 |
100921 |
768.00 |
769.75 |
756.50 |
757.75 |
-9.50 |
4,752 |
28,390 |
-402 |
Mar11 |
100921 |
776.00 |
779.00 |
766.75 |
767.75 |
-9.25 |
1,573 |
18,018 |
+244 |
May11 |
100921 |
776.75 |
781.50 |
767.50 |
769.00 |
-8.25 |
281 |
2,899 |
+97 |
Jul11 |
100921 |
771.00 |
779.75 |
763.75 |
765.25 |
-6.00 |
438 |
6,840 |
+177 |
Total Volume and Open Interest |
7,208 |
63,266 |
+224 |
Oats(CBOT) |
Dec10 |
100921 |
359.00 |
359.00 |
351.25 |
351.50 |
-7.50 |
909 |
10,088 |
-69 |
Mar11 |
100921 |
360.00 |
361.00 |
355.50 |
355.50 |
-5.50 |
179 |
1,933 |
+128 |
May11 |
100921 |
356.00 |
361.00 |
356.00 |
356.00 |
-5.00 |
7 |
63 |
+2 |
Jul11 |
100921 |
356.50 |
361.00 |
356.50 |
356.50 |
-4.50 |
|
|
|
Total Volume and Open Interest |
1,096 |
12,297 |
+62 |
Rough Rice(CBOT) |
Sep10 |
100914 |
11.67 |
11.93 |
11.65 |
11.84 |
+0.19 |
5 |
15 |
-24 |
Nov10 |
100921 |
12.24 |
12.28 |
12.06 |
12.14 |
-0.11 |
1,757 |
12,734 |
-468 |
Jan11 |
100921 |
12.52 |
12.54 |
12.35 |
12.41 |
-0.11 |
222 |
2,205 |
+65 |
Mar11 |
100921 |
12.70 |
12.81 |
12.65 |
12.69 |
-0.10 |
84 |
1,106 |
+41 |
Total Volume and Open Interest |
2,119 |
17,734 |
-311 |
Live Cattle(CME) |
Oct10 |
100921 |
98.200 |
98.580 |
96.785 |
97.500 |
-0.650 |
21,680 |
64,849 |
-6,955 |
Dec10 |
100921 |
100.700 |
101.100 |
99.200 |
100.050 |
-0.550 |
26,105 |
156,768 |
+6,981 |
Feb11 |
100921 |
102.150 |
102.550 |
100.885 |
101.730 |
-0.420 |
8,917 |
58,410 |
-1,313 |
Apr11 |
100921 |
103.680 |
103.785 |
102.350 |
103.150 |
-0.385 |
4,113 |
43,817 |
+825 |
Jun11 |
100921 |
100.200 |
100.635 |
99.550 |
100.080 |
-0.100 |
1,104 |
18,072 |
-90 |
Aug11 |
100921 |
99.800 |
100.050 |
99.100 |
99.750 |
+0.020 |
255 |
5,307 |
+36 |
Total Volume and Open Interest |
63,002 |
351,104 |
-380 |
Feeder Cattle(CME) |
Sep10 |
100921 |
111.035 |
111.035 |
110.050 |
110.500 |
-0.150 |
482 |
2,127 |
-133 |
Oct10 |
100921 |
110.900 |
111.480 |
110.135 |
110.650 |
-0.100 |
2,333 |
10,383 |
+54 |
Nov10 |
100921 |
111.300 |
111.930 |
110.600 |
111.035 |
+0.085 |
1,838 |
12,583 |
+14 |
Jan11 |
100921 |
111.535 |
112.180 |
111.000 |
111.550 |
+0.200 |
890 |
5,587 |
-30 |
Mar11 |
100921 |
111.500 |
111.650 |
110.750 |
111.650 |
+0.650 |
120 |
2,504 |
+10 |
Apr11 |
100921 |
111.500 |
112.100 |
111.150 |
111.650 |
+0.450 |
19 |
473 |
+9 |
May11 |
100921 |
112.000 |
112.200 |
111.400 |
112.200 |
+0.500 |
14 |
874 |
+3 |
Total Volume and Open Interest |
5,706 |
34,662 |
-80 |
Lean Hogs(CME) |
Oct10 |
100921 |
78.750 |
79.550 |
78.475 |
79.300 |
+0.765 |
9,200 |
40,655 |
-2,044 |
Dec10 |
100921 |
76.900 |
78.000 |
76.680 |
77.080 |
+0.295 |
10,778 |
98,231 |
+2,546 |
Feb11 |
100921 |
80.400 |
81.385 |
80.000 |
80.500 |
+0.115 |
2,292 |
36,849 |
+880 |
Apr11 |
100921 |
81.200 |
82.350 |
81.200 |
82.100 |
+0.650 |
1,191 |
31,438 |
+312 |
May11 |
100921 |
84.550 |
85.400 |
84.500 |
85.300 |
+0.550 |
35 |
1,187 |
+0 |
Jun11 |
100921 |
86.350 |
87.450 |
86.350 |
87.385 |
+0.785 |
351 |
18,293 |
+124 |
Jul11 |
100921 |
84.830 |
85.450 |
84.830 |
85.450 |
+0.620 |
110 |
3,785 |
+81 |
Aug11 |
100921 |
82.950 |
83.400 |
82.950 |
83.385 |
+0.485 |
91 |
2,651 |
+43 |
Total Volume and Open Interest |
24,061 |
233,737 |
+1,949 |
Class III Milk(CME) |
Sep10 |
100921 |
16.28 |
16.30 |
16.28 |
16.30 |
unch |
61 |
5,063 |
-8 |
Oct10 |
100921 |
16.42 |
16.55 |
16.20 |
16.44 |
+0.02 |
309 |
5,192 |
+1 |
Nov10 |
100921 |
16.03 |
16.19 |
15.83 |
16.00 |
-0.08 |
346 |
4,775 |
+32 |
Dec10 |
100921 |
15.54 |
15.54 |
15.29 |
15.38 |
-0.14 |
209 |
4,404 |
+15 |
Jan11 |
100921 |
14.79 |
14.85 |
14.64 |
14.65 |
-0.06 |
138 |
1,790 |
+20 |
Total Volume and Open Interest |
1,277 |
26,991 |
+172 |
Cocoa(ICE) |
Dec10 |
100921 |
2716 |
2796 |
2682 |
2779 |
+63 |
5,530 |
65,121 |
-512 |
Mar11 |
100921 |
2732 |
2820 |
2710 |
2803 |
+61 |
1,358 |
28,999 |
+75 |
May11 |
100921 |
2751 |
2832 |
2730 |
2819 |
+58 |
206 |
12,389 |
+49 |
Jul11 |
100921 |
2774 |
2847 |
2750 |
2835 |
+55 |
155 |
5,081 |
+58 |
Sep11 |
100921 |
2789 |
2860 |
2773 |
2851 |
+55 |
136 |
2,890 |
-14 |
Dec11 |
100921 |
2805 |
2875 |
2777 |
2865 |
+55 |
574 |
5,300 |
+191 |
Mar12 |
100921 |
2865 |
2933 |
2862 |
2931 |
+55 |
34 |
6,155 |
-8 |
Total Volume and Open Interest |
7,995 |
128,228 |
-160 |
Coffee "C"(ICE) |
Sep10 |
100920 |
184.50 |
184.50 |
180.55 |
180.55 |
-7.30 |
56 |
97 |
+2 |
Dec10 |
100921 |
182.85 |
185.90 |
181.20 |
182.90 |
+0.95 |
18,452 |
87,829 |
-2,400 |
Mar11 |
100921 |
183.80 |
187.20 |
182.70 |
184.35 |
+0.80 |
5,109 |
36,577 |
-485 |
May11 |
100921 |
184.00 |
186.00 |
183.00 |
183.70 |
+0.65 |
633 |
10,269 |
+21 |
Jul11 |
100921 |
183.15 |
185.25 |
182.25 |
182.80 |
+0.60 |
156 |
3,932 |
+99 |
Sep11 |
100921 |
182.00 |
184.00 |
181.00 |
181.60 |
+0.60 |
114 |
2,168 |
-22 |
Total Volume and Open Interest |
24,583 |
142,336 |
-2,853 |
Orange Juice(ICE) |
Nov10 |
100921 |
150.40 |
160.40 |
150.40 |
159.70 |
+9.30 |
1,096 |
18,330 |
+524 |
Jan11 |
100921 |
153.00 |
161.50 |
153.00 |
161.35 |
+9.25 |
474 |
6,659 |
+325 |
Mar11 |
100921 |
156.00 |
163.20 |
156.00 |
163.20 |
+9.30 |
104 |
841 |
+22 |
May11 |
100921 |
157.00 |
164.25 |
157.00 |
164.25 |
+9.20 |
0 |
279 |
+0 |
Jul11 |
100921 |
161.70 |
163.60 |
161.70 |
163.60 |
+8.95 |
0 |
1,240 |
+0 |
Sep11 |
100921 |
163.55 |
163.55 |
163.55 |
163.55 |
+8.90 |
0 |
17 |
+0 |
Total Volume and Open Interest |
1,674 |
27,378 |
+871 |
Sugar #11(ICE) |
Oct10 |
100921 |
24.42 |
24.45 |
23.52 |
23.79 |
-0.50 |
32,475 |
89,457 |
-6,272 |
Mar11 |
100921 |
23.20 |
23.27 |
22.42 |
22.77 |
-0.31 |
62,202 |
282,617 |
+6,708 |
May11 |
100921 |
21.37 |
21.60 |
20.90 |
21.19 |
-0.18 |
16,207 |
64,451 |
+2,027 |
Jul11 |
100921 |
19.70 |
19.98 |
19.38 |
19.65 |
-0.08 |
12,238 |
91,694 |
+444 |
Oct11 |
100921 |
19.00 |
19.10 |
18.57 |
18.88 |
-0.06 |
2,790 |
38,091 |
+34 |
Total Volume and Open Interest |
129,523 |
640,257 |
+2,957 |
London Cocoa(LCE) |
Dec10 |
100921 |
1865 |
1918 |
1851 |
1905 |
+40 |
5,361 |
67,380 |
-822 |
Mar11 |
100921 |
1880 |
1934 |
1867 |
1921 |
+41 |
2,302 |
50,092 |
-49 |
May11 |
100921 |
1884 |
1943 |
1883 |
1936 |
+41 |
682 |
17,961 |
-433 |
Jul11 |
100921 |
1902 |
1954 |
1902 |
1946 |
+41 |
8 |
9,057 |
-2 |
Sep11 |
100921 |
1910 |
1961 |
1909 |
1952 |
+40 |
1 |
5,202 |
+1 |
Dec11 |
100921 |
1917 |
1958 |
1917 |
1958 |
+41 |
508 |
9,835 |
+508 |
Mar12 |
100921 |
1961 |
1961 |
1961 |
1961 |
+39 |
0 |
4,470 |
+0 |
Total Volume and Open Interest |
8,862 |
163,997 |
-797 |
London Sugar(LCE) |
Dec10 |
100921 |
608.30 |
611.50 |
593.10 |
598.80 |
-9.00 |
1,398 |
29,212 |
-402 |
Mar11 |
100921 |
599.20 |
600.00 |
582.70 |
588.40 |
-9.10 |
1,260 |
13,265 |
-38 |
May11 |
100921 |
566.70 |
570.00 |
554.30 |
558.40 |
-8.40 |
622 |
4,974 |
+138 |
Aug11 |
100921 |
535.20 |
538.50 |
524.30 |
529.30 |
-5.50 |
225 |
4,439 |
+24 |
Oct11 |
100921 |
506.50 |
506.70 |
499.50 |
500.60 |
-7.10 |
61 |
446 |
+3 |
Total Volume and Open Interest |
3,580 |
52,939 |
-273 |
Cotton(ICE) |
Oct10 |
100921 |
101.67 |
103.50 |
101.67 |
101.69 |
+1.32 |
170 |
260 |
-85 |
Dec10 |
100921 |
99.40 |
102.37 |
99.38 |
100.79 |
+1.42 |
19,557 |
147,213 |
-1,583 |
Mar11 |
100921 |
99.11 |
101.50 |
98.70 |
100.21 |
+1.54 |
8,403 |
59,022 |
+852 |
May11 |
100921 |
98.35 |
100.92 |
98.35 |
99.95 |
+1.60 |
1,747 |
5,847 |
-30 |
Jul11 |
100921 |
97.90 |
100.25 |
97.90 |
99.59 |
+1.72 |
2,680 |
14,244 |
+470 |
Oct11 |
100921 |
88.50 |
89.00 |
88.41 |
88.41 |
+0.13 |
16 |
25 |
+6 |
Total Volume and Open Interest |
33,622 |
234,917 |
+220 |
Lumber(CME) |
Nov10 |
100921 |
226.4 |
232.0 |
225.5 |
232.0 |
+10.0 |
400 |
6,931 |
+17 |
Jan11 |
100921 |
246.9 |
250.5 |
245.3 |
250.5 |
+10.0 |
83 |
1,632 |
+46 |
Mar11 |
100921 |
260.3 |
262.8 |
260.3 |
262.8 |
+10.0 |
2 |
142 |
+0 |
May11 |
100921 |
271.0 |
271.0 |
271.0 |
271.0 |
+10.0 |
0 |
3 |
+0 |
Total Volume and Open Interest |
485 |
8,708 |
+63 |
Crude Oil(NYM) |
Oct10 |
100921 |
74.57 |
74.60 |
72.81 |
73.52 |
-1.34 |
132,427 |
29,123 |
-36,415 |
Nov10 |
100921 |
76.20 |
76.37 |
74.67 |
74.97 |
-1.22 |
292,953 |
360,238 |
+9,858 |
Dec10 |
100921 |
77.70 |
78.20 |
76.29 |
76.65 |
-1.15 |
101,668 |
218,142 |
-915 |
Jan11 |
100921 |
79.05 |
79.60 |
77.60 |
77.99 |
-1.10 |
36,190 |
79,169 |
-932 |
Feb11 |
100921 |
79.84 |
80.53 |
78.58 |
78.94 |
-1.04 |
14,745 |
44,493 |
+1,011 |
Mar11 |
100921 |
80.58 |
81.24 |
79.31 |
79.65 |
-1.03 |
13,576 |
58,971 |
-144 |
Apr11 |
100921 |
81.32 |
81.32 |
80.00 |
80.17 |
-1.04 |
7,681 |
23,264 |
+635 |
May11 |
100921 |
82.11 |
82.11 |
80.60 |
80.60 |
-1.04 |
4,898 |
15,388 |
+838 |
Jun11 |
100921 |
81.86 |
82.55 |
80.72 |
80.97 |
-1.04 |
13,867 |
68,507 |
+888 |
Jul11 |
100921 |
82.50 |
82.50 |
81.24 |
81.34 |
-1.03 |
1,962 |
28,735 |
+514 |
Aug11 |
100921 |
81.60 |
81.65 |
81.60 |
81.65 |
-1.03 |
1,624 |
10,065 |
+202 |
Sep11 |
100921 |
82.77 |
82.77 |
81.94 |
81.94 |
-1.04 |
1,676 |
12,226 |
+155 |
Oct11 |
100921 |
83.10 |
83.10 |
82.23 |
82.23 |
-1.04 |
864 |
8,313 |
-121 |
Nov11 |
100921 |
82.52 |
82.52 |
82.52 |
82.52 |
-1.04 |
426 |
12,641 |
+151 |
Dec11 |
100921 |
83.80 |
84.36 |
82.45 |
82.82 |
-1.05 |
12,973 |
123,365 |
-1,121 |
Jan12 |
100921 |
83.01 |
83.01 |
83.01 |
83.01 |
-1.06 |
290 |
12,495 |
-42 |
Total Volume and Open Interest |
651,870 |
1,337,747 |
-20,540 |
e-miNY Crude Oil(NYM) |
Sep10 |
100819 |
75.200 |
76.100 |
73.950 |
74.425 |
-1.000 |
13,704 |
5,369 |
-163 |
Oct10 |
100920 |
73.575 |
75.450 |
73.300 |
74.850 |
+1.200 |
8,036 |
4,687 |
-376 |
Nov10 |
100921 |
76.250 |
76.350 |
74.675 |
74.975 |
-1.225 |
9,820 |
3,722 |
+111 |
Dec10 |
100921 |
77.650 |
78.150 |
76.400 |
76.650 |
-1.150 |
341 |
1,817 |
+31 |
Jan11 |
100921 |
79.050 |
79.100 |
77.950 |
78.000 |
-1.100 |
27 |
618 |
+19 |
Feb11 |
100921 |
78.950 |
78.950 |
78.950 |
78.950 |
-1.025 |
4 |
5 |
+0 |
Mar11 |
100921 |
80.500 |
80.500 |
79.650 |
79.650 |
-1.025 |
0 |
7 |
+0 |
Apr11 |
100921 |
81.375 |
81.375 |
80.175 |
80.175 |
-1.025 |
0 |
3 |
+0 |
May11 |
100921 |
80.600 |
80.600 |
80.600 |
80.600 |
-1.050 |
0 |
1 |
+0 |
Jun11 |
100921 |
80.975 |
80.975 |
80.975 |
80.975 |
-1.025 |
0 |
8 |
+0 |
Total Volume and Open Interest |
10,193 |
6,297 |
-4,526 |
Heating Oil(NYM) |
Oct10 |
100921 |
213.94 |
216.47 |
210.96 |
211.99 |
-1.95 |
35,493 |
44,636 |
-4,888 |
Nov10 |
100921 |
215.19 |
217.87 |
212.74 |
213.62 |
-1.87 |
39,646 |
77,027 |
+6,346 |
Dec10 |
100921 |
216.35 |
219.25 |
214.50 |
215.19 |
-1.79 |
23,308 |
69,901 |
+1,294 |
Jan11 |
100921 |
218.83 |
221.02 |
216.70 |
217.23 |
-1.76 |
8,943 |
40,738 |
-285 |
Feb11 |
100921 |
221.68 |
222.10 |
217.62 |
218.40 |
-1.70 |
3,288 |
13,478 |
-315 |
Mar11 |
100921 |
221.86 |
222.17 |
217.94 |
218.67 |
-1.67 |
2,794 |
12,837 |
+423 |
Apr11 |
100921 |
220.53 |
222.07 |
217.42 |
218.15 |
-1.74 |
723 |
9,978 |
-28 |
May11 |
100921 |
221.37 |
221.37 |
217.98 |
218.08 |
-1.83 |
1,169 |
7,912 |
+6 |
Jun11 |
100921 |
220.29 |
221.10 |
218.45 |
218.45 |
-1.88 |
5,036 |
25,495 |
-570 |
Jul11 |
100921 |
219.72 |
219.72 |
219.72 |
219.72 |
-1.93 |
358 |
4,011 |
+22 |
Aug11 |
100921 |
223.97 |
225.16 |
221.18 |
221.18 |
-2.00 |
234 |
2,396 |
+4 |
Sep11 |
100921 |
222.98 |
222.98 |
222.98 |
222.98 |
-2.05 |
729 |
1,693 |
+130 |
Total Volume and Open Interest |
123,637 |
330,905 |
+2,158 |
Gasoline(NYMEX) |
Oct10 |
100921 |
195.25 |
196.70 |
191.22 |
191.96 |
-3.00 |
33,212 |
47,111 |
-5,963 |
Nov10 |
100921 |
195.12 |
196.50 |
191.55 |
191.87 |
-2.93 |
32,889 |
81,331 |
+425 |
Dec10 |
100921 |
195.12 |
196.86 |
191.93 |
192.65 |
-2.76 |
18,195 |
39,095 |
+494 |
Jan11 |
100921 |
197.55 |
198.95 |
194.77 |
194.89 |
-2.66 |
6,185 |
21,636 |
+623 |
Feb11 |
100921 |
201.27 |
201.27 |
197.30 |
197.42 |
-2.61 |
1,830 |
6,433 |
-247 |
Mar11 |
100921 |
203.77 |
203.77 |
199.49 |
199.88 |
-2.64 |
1,489 |
8,597 |
+70 |
Apr11 |
100921 |
214.77 |
215.65 |
211.72 |
211.72 |
-2.72 |
557 |
11,555 |
-76 |
May11 |
100921 |
215.00 |
215.00 |
212.78 |
212.78 |
-2.76 |
409 |
4,504 |
-3 |
Jun11 |
100921 |
216.49 |
216.49 |
213.68 |
213.68 |
-2.81 |
622 |
8,788 |
+337 |
Jul11 |
100921 |
213.79 |
213.79 |
213.79 |
213.79 |
-2.85 |
94 |
2,317 |
-8 |
Total Volume and Open Interest |
95,565 |
241,697 |
-4,366 |
e-miNY RBOB Gasoline(NYM) |
Oct10 |
100921 |
192.00 |
192.00 |
191.96 |
192.00 |
-3.00 |
0 |
2 |
+0 |
Nov10 |
100921 |
191.90 |
191.90 |
191.87 |
191.90 |
-2.90 |
0 |
1 |
+0 |
Dec10 |
100921 |
192.70 |
192.70 |
192.65 |
192.70 |
-2.70 |
0 |
1 |
+0 |
Jan11 |
100921 |
194.90 |
194.90 |
194.89 |
194.90 |
-2.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Oct10 |
100921 |
3.832 |
3.998 |
3.811 |
3.919 |
+0.097 |
121,664 |
100,174 |
+708 |
Nov10 |
100921 |
4.026 |
4.158 |
3.984 |
4.067 |
+0.062 |
79,181 |
211,101 |
+6,408 |
Dec10 |
100921 |
4.256 |
4.361 |
4.230 |
4.287 |
+0.044 |
20,458 |
73,898 |
+451 |
Jan11 |
100921 |
4.431 |
4.531 |
4.418 |
4.462 |
+0.040 |
18,052 |
102,451 |
+2,241 |
Feb11 |
100921 |
4.433 |
4.533 |
4.433 |
4.465 |
+0.035 |
4,331 |
29,291 |
+773 |
Mar11 |
100921 |
4.377 |
4.463 |
4.358 |
4.391 |
+0.027 |
7,625 |
53,230 |
-835 |
Apr11 |
100921 |
4.288 |
4.380 |
4.288 |
4.313 |
+0.021 |
7,290 |
57,338 |
+615 |
May11 |
100921 |
4.353 |
4.407 |
4.330 |
4.338 |
+0.020 |
2,564 |
19,212 |
+425 |
Jun11 |
100921 |
4.361 |
4.450 |
4.361 |
4.388 |
+0.017 |
1,363 |
9,199 |
+47 |
Jul11 |
100921 |
4.468 |
4.511 |
4.434 |
4.451 |
+0.016 |
1,250 |
8,461 |
+154 |
Aug11 |
100921 |
4.541 |
4.561 |
4.487 |
4.498 |
+0.015 |
922 |
7,845 |
-77 |
Sep11 |
100921 |
4.535 |
4.579 |
4.508 |
4.522 |
+0.016 |
1,447 |
8,388 |
-273 |
Oct11 |
100921 |
4.596 |
4.660 |
4.583 |
4.601 |
+0.015 |
2,528 |
25,461 |
+386 |
Nov11 |
100921 |
4.874 |
4.887 |
4.818 |
4.833 |
+0.007 |
537 |
8,071 |
-30 |
Dec11 |
100921 |
5.150 |
5.174 |
5.100 |
5.119 |
-0.002 |
395 |
14,906 |
+17 |
Jan12 |
100921 |
5.332 |
5.374 |
5.290 |
5.309 |
-0.002 |
812 |
17,662 |
+205 |
Total Volume and Open Interest |
271,936 |
842,562 |
+11,652 |
Brent Crude Oil(ICE) |
Nov10 |
100921 |
79.25 |
80.00 |
78.00 |
78.42 |
-0.90 |
142,203 |
195,523 |
-5,415 |
Dec10 |
100921 |
79.50 |
80.31 |
78.36 |
78.76 |
-0.88 |
78,921 |
187,526 |
-2,834 |
Jan11 |
100921 |
79.99 |
80.70 |
78.85 |
79.18 |
-0.88 |
22,537 |
62,322 |
+1,779 |
Feb11 |
100921 |
80.46 |
81.15 |
79.52 |
79.64 |
-0.87 |
6,438 |
34,334 |
+1,340 |
Mar11 |
100921 |
80.94 |
81.61 |
79.98 |
80.10 |
-0.87 |
5,796 |
25,617 |
-102 |
Apr11 |
100921 |
81.53 |
82.01 |
80.54 |
80.57 |
-0.88 |
5,100 |
17,589 |
+1,136 |
May11 |
100921 |
81.89 |
82.49 |
80.98 |
81.00 |
-0.90 |
4,561 |
17,701 |
+134 |
Jun11 |
100921 |
82.33 |
82.93 |
81.15 |
81.43 |
-0.91 |
8,151 |
32,573 |
-547 |
Jul11 |
100921 |
82.59 |
83.29 |
81.76 |
81.82 |
-0.92 |
1,836 |
8,373 |
+595 |
Aug11 |
100921 |
82.17 |
82.17 |
82.17 |
82.17 |
-0.92 |
1,739 |
7,143 |
+513 |
Sep11 |
100921 |
82.49 |
82.49 |
82.49 |
82.49 |
-0.93 |
1,174 |
6,265 |
+92 |
Oct11 |
100921 |
82.79 |
82.79 |
82.79 |
82.79 |
-0.93 |
426 |
4,173 |
-13 |
Nov11 |
100921 |
83.06 |
83.06 |
83.06 |
83.06 |
-0.93 |
283 |
7,808 |
+135 |
Dec11 |
100921 |
84.24 |
84.80 |
83.31 |
83.36 |
-0.92 |
11,887 |
63,127 |
-1,420 |
Total Volume and Open Interest |
293,960 |
748,154 |
-4,451 |
Gas Oil(ICE) |
Oct10 |
100921 |
681.25 |
688.75 |
674.00 |
680.25 |
-2.00 |
79,328 |
139,099 |
-9,720 |
Nov10 |
100921 |
680.00 |
686.75 |
672.25 |
678.50 |
-2.75 |
87,662 |
104,072 |
+6,780 |
Dec10 |
100921 |
680.00 |
686.75 |
672.75 |
678.75 |
-3.00 |
65,317 |
100,600 |
+7,312 |
Jan11 |
100921 |
683.25 |
689.25 |
674.75 |
681.00 |
-3.50 |
10,325 |
54,916 |
+393 |
Feb11 |
100921 |
686.00 |
690.00 |
677.50 |
683.50 |
-3.50 |
3,483 |
28,334 |
-468 |
Mar11 |
100921 |
685.75 |
693.25 |
679.50 |
686.00 |
-3.50 |
6,065 |
20,311 |
+163 |
Apr11 |
100921 |
690.25 |
695.25 |
681.50 |
688.00 |
-3.50 |
4,110 |
22,397 |
-217 |
May11 |
100921 |
696.50 |
697.75 |
690.50 |
690.50 |
-3.50 |
4,202 |
18,294 |
+762 |
Jun11 |
100921 |
695.50 |
700.50 |
687.25 |
693.25 |
-3.50 |
6,104 |
54,472 |
+326 |
Jul11 |
100921 |
701.50 |
704.50 |
697.25 |
697.25 |
-3.50 |
766 |
12,817 |
+163 |
Total Volume and Open Interest |
190,380 |
667,106 |
-3,281 |
Ethanol(CBOT) |
Sep10 |
100903 |
1.960 |
1.977 |
1.960 |
1.969 |
+0.016 |
72 |
143 |
-72 |
Oct10 |
100921 |
2.145 |
2.154 |
2.095 |
2.110 |
-0.039 |
133 |
322 |
-63 |
Nov10 |
100921 |
2.035 |
2.040 |
1.995 |
2.008 |
-0.028 |
103 |
978 |
+1 |
Dec10 |
100921 |
1.975 |
1.980 |
1.944 |
1.947 |
-0.029 |
78 |
1,929 |
-11 |
Jan11 |
100921 |
1.968 |
1.970 |
1.939 |
1.940 |
-0.020 |
57 |
1,277 |
+19 |
Feb11 |
100921 |
1.980 |
1.980 |
1.952 |
1.952 |
-0.017 |
30 |
874 |
-4 |
Mar11 |
100921 |
1.965 |
1.965 |
1.945 |
1.953 |
-0.033 |
18 |
760 |
+9 |
Apr11 |
100921 |
1.989 |
1.989 |
1.966 |
1.977 |
-0.020 |
15 |
725 |
+14 |
Total Volume and Open Interest |
466 |
9,567 |
-19 |
WTI Crude Oil(ICE) |
Nov10 |
100921 |
76.00 |
76.36 |
74.67 |
74.97 |
-1.22 |
77,404 |
93,555 |
-7,828 |
Dec10 |
100921 |
77.64 |
78.20 |
76.27 |
76.65 |
-1.15 |
40,856 |
119,108 |
-1,419 |
Jan11 |
100921 |
78.97 |
79.59 |
77.74 |
77.99 |
-1.10 |
12,081 |
26,689 |
+136 |
Feb11 |
100921 |
79.84 |
80.30 |
78.85 |
78.94 |
-1.04 |
3,637 |
21,614 |
-990 |
Mar11 |
100921 |
81.15 |
81.15 |
79.57 |
79.65 |
-1.03 |
3,385 |
23,837 |
+14 |
Apr11 |
100921 |
80.91 |
80.91 |
80.10 |
80.17 |
-1.04 |
2,137 |
10,719 |
+50 |
May11 |
100921 |
81.75 |
82.09 |
80.27 |
80.60 |
-1.04 |
1,579 |
5,625 |
+392 |
Jun11 |
100921 |
82.11 |
82.45 |
80.90 |
80.97 |
-1.04 |
4,295 |
31,145 |
-339 |
Jul11 |
100921 |
81.26 |
81.34 |
81.03 |
81.34 |
-1.03 |
505 |
10,972 |
+174 |
Aug11 |
100921 |
81.65 |
81.65 |
81.65 |
81.65 |
-1.03 |
217 |
6,292 |
+520 |
Sep11 |
100921 |
81.94 |
81.94 |
81.94 |
81.94 |
-1.04 |
255 |
6,442 |
+105 |
Oct11 |
100921 |
82.23 |
82.23 |
82.23 |
82.23 |
-1.04 |
151 |
3,128 |
-8 |
Nov11 |
100921 |
82.52 |
82.52 |
82.52 |
82.52 |
-1.04 |
133 |
5,856 |
+1 |
Dec11 |
100921 |
84.27 |
84.27 |
82.55 |
82.82 |
-1.05 |
6,209 |
48,205 |
+525 |
Jan12 |
100921 |
83.01 |
83.01 |
83.01 |
83.01 |
-1.06 |
60 |
4,541 |
+0 |
Feb12 |
100921 |
83.19 |
83.19 |
83.19 |
83.19 |
-1.07 |
0 |
712 |
+0 |
Total Volume and Open Interest |
153,566 |
485,012 |
-39,259 |
US Dollar Index(ICE) |
Dec10 |
100921 |
81.565 |
81.570 |
80.425 |
80.673 |
-0.910 |
15,470 |
25,410 |
-1,574 |
Mar11 |
100921 |
81.740 |
81.740 |
80.997 |
80.997 |
-0.895 |
0 |
504 |
-1 |
Jun11 |
100921 |
81.418 |
81.418 |
81.418 |
81.418 |
-0.890 |
0 |
2 |
+0 |
Total Volume and Open Interest |
15,470 |
25,916 |
-1,575 |
Australian Dollar(CME) |
Dec10 |
100921 |
93.63 |
94.68 |
93.46 |
94.40 |
+0.61 |
64,434 |
128,480 |
+2,015 |
Mar11 |
100921 |
92.47 |
93.40 |
92.42 |
93.31 |
+0.61 |
39 |
308 |
+27 |
Jun11 |
100921 |
92.22 |
92.22 |
91.61 |
92.22 |
+0.61 |
0 |
152 |
+0 |
Total Volume and Open Interest |
64,473 |
128,944 |
+2,042 |
British Pound(CME) |
Dec10 |
100921 |
155.38 |
156.36 |
154.94 |
156.11 |
+0.77 |
76,305 |
71,554 |
+364 |
Mar11 |
100921 |
155.54 |
156.04 |
154.95 |
156.01 |
+0.78 |
16 |
176 |
-3 |
Jun11 |
100921 |
155.88 |
155.88 |
155.11 |
155.88 |
+0.77 |
0 |
4 |
+0 |
Total Volume and Open Interest |
76,321 |
71,735 |
+361 |
Canadian Dollar(CME) |
Dec10 |
100921 |
96.91 |
97.71 |
96.56 |
97.40 |
+0.37 |
55,974 |
93,823 |
+6,119 |
Mar11 |
100921 |
96.68 |
97.43 |
96.49 |
97.17 |
+0.38 |
142 |
1,998 |
+36 |
Jun11 |
100921 |
96.90 |
96.90 |
96.52 |
96.90 |
+0.38 |
7 |
624 |
+0 |
Sep11 |
100921 |
96.62 |
96.62 |
96.24 |
96.62 |
+0.38 |
3 |
103 |
+1 |
Total Volume and Open Interest |
56,130 |
96,562 |
+6,160 |
Japanese Yen(CME) |
Dec10 |
100921 |
116.82 |
117.77 |
116.72 |
117.61 |
+0.88 |
53,612 |
111,176 |
-718 |
Mar11 |
100921 |
117.07 |
117.76 |
116.90 |
117.76 |
+0.86 |
13 |
247 |
+1 |
Jun11 |
100921 |
117.93 |
117.93 |
117.09 |
117.93 |
+0.84 |
0 |
70 |
+0 |
Total Volume and Open Interest |
53,625 |
111,494 |
-717 |
Swiss Franc(CME) |
Dec10 |
100921 |
99.57 |
100.47 |
99.32 |
100.24 |
+0.75 |
26,960 |
49,697 |
+479 |
Mar11 |
100921 |
99.78 |
100.45 |
99.59 |
100.34 |
+0.75 |
15 |
23 |
+0 |
Jun11 |
100921 |
100.45 |
100.45 |
99.70 |
100.45 |
+0.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
26,975 |
49,723 |
+479 |
EuroFX(CME) |
Dec10 |
100921 |
130.59 |
132.84 |
130.54 |
132.41 |
+1.85 |
231,078 |
164,335 |
+1,817 |
Mar11 |
100921 |
130.50 |
132.72 |
130.49 |
132.34 |
+1.85 |
110 |
675 |
+13 |
Jun11 |
100921 |
132.24 |
132.24 |
130.40 |
132.24 |
+1.84 |
0 |
57 |
+0 |
Total Volume and Open Interest |
231,212 |
165,079 |
+1,840 |
Mexican Peso(CME) |
Oct10 |
100921 |
784.8 |
784.8 |
782.2 |
784.8 |
+2.5 |
|
|
|
Nov10 |
100921 |
779.2 |
781.8 |
779.2 |
781.8 |
+2.5 |
|
|
|
Total Volume and Open Interest |
13,553 |
74,123 |
+910 |
Brazilian Real(CME) |
Oct10 |
100921 |
580.75 |
580.75 |
577.40 |
580.75 |
+3.35 |
0 |
41 |
+0 |
Nov10 |
100921 |
577.35 |
577.35 |
574.05 |
577.35 |
+3.30 |
21 |
24 |
+21 |
Dec10 |
100921 |
573.05 |
574.00 |
571.20 |
573.50 |
+1.85 |
111 |
4,214 |
+85 |
Jan11 |
100921 |
569.90 |
569.90 |
566.45 |
569.90 |
+3.45 |
|
|
|
Total Volume and Open Interest |
132 |
4,286 |
+106 |
30-Year T-Bonds(CBOT) |
Sep10 |
100921 |
132~050 |
132~230 |
132~010 |
132~170 |
+0~160 |
5,901 |
13,075 |
+1,259 |
Dec10 |
100921 |
130~170 |
132~120 |
130~160 |
132~020 |
+1~140 |
222,902 |
644,924 |
+3,295 |
Mar11 |
100921 |
129~190 |
131~000 |
129~140 |
130~280 |
+1~140 |
2 |
165 |
+2 |
Total Volume and Open Interest |
228,805 |
658,164 |
+4,556 |
10-Year T-Notes(CBOT) |
Sep10 |
100921 |
125~190 |
125~290 |
125~165 |
125~240 |
+0~075 |
9,264 |
24,635 |
-4,825 |
Dec10 |
100921 |
124~135 |
125~150 |
124~090 |
125~120 |
+0~310 |
859,955 |
1,604,820 |
+7,922 |
Mar11 |
100921 |
123~230 |
125~050 |
123~225 |
124~225 |
+1~000 |
6 |
392 |
+5 |
Total Volume and Open Interest |
869,225 |
1,629,881 |
+3,102 |
5-Year T-Notes(CBOT) |
Sep10 |
100921 |
120~116 |
121~052 |
120~107 |
121~050 |
+0~071 |
6,489 |
13,831 |
-3,719 |
Dec10 |
100921 |
120~000 |
120~073 |
119~123 |
120~069 |
+0~071 |
284,077 |
875,732 |
+8,610 |
Mar11 |
100921 |
119~077 |
119~077 |
119~006 |
119~077 |
+0~071 |
|
|
|
Total Volume and Open Interest |
290,566 |
889,563 |
+4,891 |
2 Year T-Notes(CBOT) |
Sep10 |
100921 |
109~103 |
109~108 |
109~100 |
109~108 |
+0~008 |
928 |
4,244 |
+13 |
Dec10 |
100921 |
109~076 |
109~089 |
109~075 |
109~088 |
+0~012 |
90,342 |
698,433 |
-603 |
Mar11 |
100921 |
109~058 |
109~058 |
109~046 |
109~058 |
+0~012 |
|
|
|
Total Volume and Open Interest |
91,270 |
702,677 |
-590 |
Eurodollars(CME) |
Dec10 |
100921 |
99.605 |
99.640 |
99.600 |
99.635 |
+0.030 |
123,991 |
1,099,726 |
+20,220 |
Mar11 |
100921 |
99.530 |
99.585 |
99.530 |
99.580 |
+0.050 |
88,599 |
1,127,312 |
-4,177 |
Jun11 |
100921 |
99.450 |
99.515 |
99.445 |
99.510 |
+0.065 |
86,438 |
876,727 |
+2,504 |
Sep11 |
100921 |
99.340 |
99.420 |
99.340 |
99.415 |
+0.075 |
82,366 |
844,658 |
+4,188 |
Dec11 |
100921 |
99.195 |
99.290 |
99.195 |
99.280 |
+0.085 |
126,432 |
868,237 |
+5,423 |
Mar12 |
100921 |
99.035 |
99.135 |
99.025 |
99.130 |
+0.100 |
96,095 |
496,937 |
+7,146 |
Jun12 |
100921 |
98.850 |
98.970 |
98.845 |
98.965 |
+0.115 |
91,939 |
413,180 |
-1,780 |
Sep12 |
100921 |
98.670 |
98.805 |
98.670 |
98.800 |
+0.125 |
70,143 |
324,177 |
+1,255 |
Dec12 |
100921 |
98.470 |
98.615 |
98.470 |
98.610 |
+0.135 |
52,146 |
204,308 |
-1,845 |
Mar13 |
100921 |
98.295 |
98.445 |
98.285 |
98.435 |
+0.140 |
40,915 |
210,186 |
-2,644 |
Jun13 |
100921 |
98.095 |
98.250 |
98.090 |
98.240 |
+0.145 |
35,990 |
127,182 |
-1,115 |
Sep13 |
100921 |
97.895 |
98.055 |
97.895 |
98.045 |
+0.150 |
29,063 |
114,627 |
+2,580 |
Dec13 |
100921 |
97.700 |
97.860 |
97.695 |
97.845 |
+0.150 |
7,586 |
87,791 |
-257 |
Mar14 |
100921 |
97.535 |
97.690 |
97.520 |
97.670 |
+0.150 |
5,803 |
80,320 |
-780 |
Jun14 |
100921 |
97.355 |
97.505 |
97.335 |
97.485 |
+0.150 |
5,422 |
57,469 |
-71 |
Sep14 |
100921 |
97.165 |
97.330 |
97.145 |
97.305 |
+0.150 |
5,433 |
45,121 |
+373 |
Dec14 |
100921 |
96.980 |
97.145 |
96.965 |
97.115 |
+0.145 |
3,095 |
62,871 |
-308 |
Mar15 |
100921 |
96.835 |
96.990 |
96.805 |
96.960 |
+0.145 |
3,252 |
38,011 |
+318 |
Total Volume and Open Interest |
984,119 |
7,292,747 |
+37,935 |
30 Day Federal Funds(CBOT) |
Sep10 |
100921 |
99.805 |
99.810 |
99.802 |
99.808 |
unch |
6,025 |
55,981 |
-543 |
Oct10 |
100921 |
99.805 |
99.810 |
99.805 |
99.810 |
+0.005 |
2,125 |
59,976 |
-4 |
Nov10 |
100921 |
99.815 |
99.815 |
99.810 |
99.810 |
unch |
1,610 |
89,071 |
-22 |
Dec10 |
100921 |
99.820 |
99.820 |
99.815 |
99.815 |
unch |
792 |
79,508 |
+160 |
Jan11 |
100921 |
99.820 |
99.820 |
99.815 |
99.820 |
+0.005 |
2,272 |
60,208 |
-284 |
Feb11 |
100921 |
99.815 |
99.815 |
99.805 |
99.815 |
+0.005 |
1,738 |
56,997 |
+87 |
Total Volume and Open Interest |
17,203 |
592,520 |
-447 |
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 |
100921 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.005 |
0 |
1,931 |
+50 |
Mar11 |
100921 |
99.702 |
99.702 |
99.702 |
99.702 |
+0.005 |
0 |
367 |
+0 |
Jun11 |
100921 |
99.717 |
99.717 |
99.717 |
99.717 |
+0.005 |
|
|
|
Sep11 |
100921 |
99.715 |
99.715 |
99.715 |
99.715 |
-0.003 |
|
|
|
Dec11 |
100921 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Mar12 |
100921 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Jun12 |
100921 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Sep12 |
100921 |
99.770 |
99.770 |
99.770 |
99.770 |
unch |
|
|
|
Dec12 |
100921 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
Mar13 |
100921 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2,298 |
+50 |
3-Mth Euro-Yen(SGX) |
Dec10 |
100921 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
100 |
2,820 |
+146 |
Mar11 |
100921 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.00 |
0 |
1,516 |
+0 |
Jun11 |
100921 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.00 |
0 |
3,150 |
+0 |
Sep11 |
100921 |
99.71 |
99.71 |
99.71 |
99.71 |
0.00 |
0 |
133 |
+0 |
Dec11 |
100921 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
110 |
+0 |
Mar12 |
100921 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Jun12 |
100921 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
754 |
+0 |
Sep12 |
100921 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
0 |
310 |
+0 |
Total Volume and Open Interest |
100 |
9,100 |
+146 |
Japanese Gov't Bonds(SGX) |
Dec10 |
100921 |
142.17 |
142.52 |
142.10 |
142.44 |
+0.42 |
3,030 |
20,992 |
-350 |
Mar11 |
100921 |
140.35 |
140.35 |
140.35 |
140.35 |
+0.42 |
|
|
|
Jun11 |
100921 |
138.26 |
138.26 |
138.26 |
138.26 |
+0.42 |
|
|
|
Total Volume and Open Interest |
3,030 |
20,992 |
-350 |
Euro-Bund(EUREX) |
Dec10 |
100921 |
129.58 |
130.25 |
129.24 |
129.65 |
+0.26 |
681,796 |
896,375 |
-1,521 |
Mar11 |
100921 |
129.63 |
129.96 |
129.36 |
129.58 |
+0.25 |
38 |
1,858 |
+14 |
Jun11 |
100921 |
129.65 |
129.65 |
129.65 |
129.65 |
+0.26 |
|
|
|
Total Volume and Open Interest |
681,834 |
898,233 |
-1,507 |
Euro-Bobl(EUREX) |
Dec10 |
100921 |
119.92 |
120.29 |
119.75 |
119.97 |
+0.11 |
313,290 |
717,139 |
-11,216 |
Mar11 |
100921 |
119.79 |
119.79 |
119.79 |
119.79 |
+0.11 |
2,141 |
22,182 |
+2,130 |
Jun11 |
100921 |
119.81 |
119.81 |
119.81 |
119.81 |
+0.11 |
|
|
|
Total Volume and Open Interest |
315,431 |
739,321 |
-9,086 |
3-Mth Euribor(EUREX) |
Sep10 |
100913 |
99.125 |
99.125 |
99.120 |
99.120 |
-0.005 |
228 |
3,201 |
-135 |
Dec10 |
100921 |
98.995 |
98.995 |
98.985 |
98.995 |
+0.010 |
27 |
3,829 |
+27 |
Mar11 |
100921 |
98.870 |
98.885 |
98.870 |
98.885 |
+0.015 |
31 |
2,508 |
+1 |
Total Volume and Open Interest |
114 |
10,781 |
+38 |
Long Gilt(LIFFE) |
Sep10 |
100921 |
123~22 |
123~31 |
123~21 |
123~30 |
+0~12 |
3,347 |
7,710 |
-1,261 |
Dec10 |
100921 |
122~16 |
122~21 |
122~05 |
122~19 |
+0~12 |
73,415 |
268,657 |
-3,977 |
Total Volume and Open Interest |
76,762 |
276,367 |
-5,238 |
3-Mth Short Sterling(LIFFE) |
Dec10 |
100921 |
99.18 |
99.21 |
99.18 |
99.21 |
+0.02 |
26,732 |
346,012 |
-1,886 |
Mar11 |
100921 |
99.07 |
99.10 |
99.07 |
99.09 |
+0.02 |
27,969 |
283,958 |
-4,801 |
Jun11 |
100921 |
98.94 |
98.97 |
98.93 |
98.96 |
+0.02 |
38,626 |
264,214 |
-122 |
Sep11 |
100921 |
98.79 |
98.83 |
98.78 |
98.82 |
+0.03 |
47,553 |
297,123 |
-6,790 |
Dec11 |
100921 |
98.62 |
98.66 |
98.61 |
98.65 |
+0.03 |
57,211 |
368,214 |
-12,971 |
Mar12 |
100921 |
98.44 |
98.49 |
98.44 |
98.48 |
+0.04 |
38,224 |
246,557 |
-1,428 |
Total Volume and Open Interest |
276,430 |
2,140,127 |
-27,751 |
3-Mth Euribor(LIFFE) |
Dec10 |
100921 |
98.985 |
99.005 |
98.975 |
98.995 |
+0.010 |
105,920 |
571,623 |
+5,969 |
Mar11 |
100921 |
98.865 |
98.905 |
98.840 |
98.885 |
+0.020 |
131,661 |
581,185 |
+2,386 |
Jun11 |
100921 |
98.775 |
98.820 |
98.760 |
98.790 |
+0.015 |
101,771 |
413,115 |
+8,511 |
Total Volume and Open Interest |
652,318 |
2,960,572 |
+3,831 |
3-Mth Aus T-Bills(SFE) |
Dec10 |
100921 |
94.96 |
94.96 |
94.91 |
94.94 |
-0.02 |
38,692 |
180,537 |
-4,956 |
Mar11 |
100921 |
94.86 |
94.86 |
94.79 |
94.85 |
-0.02 |
28,346 |
110,423 |
-6,614 |
Jun11 |
100921 |
94.79 |
94.79 |
94.71 |
94.76 |
-0.04 |
14,525 |
73,317 |
+2,236 |
Sep11 |
100921 |
94.75 |
94.75 |
94.66 |
94.72 |
-0.04 |
5,247 |
49,515 |
+974 |
Dec11 |
100921 |
94.70 |
94.70 |
94.63 |
94.68 |
-0.05 |
1,707 |
31,972 |
-767 |
Mar12 |
100921 |
94.67 |
94.68 |
94.62 |
94.66 |
-0.05 |
1,654 |
34,013 |
+501 |
Jun12 |
100921 |
94.66 |
94.67 |
94.61 |
94.64 |
-0.06 |
1,356 |
19,082 |
+135 |
Sep12 |
100921 |
94.63 |
94.65 |
94.59 |
94.63 |
-0.06 |
628 |
5,833 |
+379 |
Dec12 |
100921 |
94.63 |
94.63 |
94.62 |
94.62 |
-0.05 |
119 |
1,297 |
-67 |
Mar13 |
100921 |
94.62 |
94.62 |
94.62 |
94.62 |
-0.05 |
3 |
1,090 |
+0 |
Total Volume and Open Interest |
92,278 |
507,127 |
-8,178 |
10-Year Aus T-Bonds(SFE) |
Dec10 |
100921 |
94.81 |
94.84 |
94.77 |
94.83 |
unch |
35,864 |
327,168 |
+2,964 |
Mar11 |
100921 |
94.83 |
94.83 |
94.83 |
94.83 |
unch |
|
|
|
Total Volume and Open Interest |
35,864 |
327,168 |
+2,964 |
3-Year Aus T-Bonds(SFE) |
Dec10 |
100921 |
95.09 |
95.10 |
94.99 |
95.07 |
-0.03 |
159,890 |
389,434 |
-31,880 |
Mar11 |
100921 |
95.07 |
95.07 |
95.07 |
95.07 |
-0.03 |
|
|
|
Total Volume and Open Interest |
159,890 |
389,434 |
-31,880 |
Gold(CMX) |
Oct10 |
100921 |
1278.7 |
1290.9 |
1270.5 |
1272.7 |
-6.6 |
2,874 |
30,096 |
-421 |
Dec10 |
100921 |
1280.4 |
1292.4 |
1272.0 |
1274.3 |
-6.5 |
81,224 |
398,495 |
-431 |
Feb11 |
100921 |
1281.8 |
1293.0 |
1274.7 |
1276.0 |
-6.5 |
983 |
28,060 |
+278 |
Apr11 |
100921 |
1282.1 |
1293.1 |
1277.4 |
1277.4 |
-6.6 |
398 |
17,122 |
-27 |
Jun11 |
100921 |
1285.3 |
1294.0 |
1278.2 |
1278.9 |
-6.6 |
1,309 |
15,688 |
+351 |
Aug11 |
100921 |
1280.4 |
1280.4 |
1280.4 |
1280.4 |
-6.6 |
92 |
9,857 |
+59 |
Oct11 |
100921 |
1282.0 |
1282.0 |
1282.0 |
1282.0 |
-6.7 |
0 |
7,458 |
+0 |
Dec11 |
100921 |
1290.0 |
1300.3 |
1283.7 |
1283.7 |
-6.7 |
696 |
15,630 |
+82 |
Feb12 |
100921 |
1285.7 |
1285.7 |
1285.7 |
1285.7 |
-6.8 |
0 |
6,683 |
+0 |
Apr12 |
100921 |
1287.8 |
1287.8 |
1287.8 |
1287.8 |
-6.9 |
0 |
6,260 |
+0 |
Jun12 |
100921 |
1290.1 |
1290.1 |
1290.1 |
1290.1 |
-7.0 |
125 |
9,080 |
+75 |
Total Volume and Open Interest |
95,300 |
595,440 |
+481 |
Silver(CMX) |
Sep10 |
100921 |
2060.0 |
2083.0 |
2055.0 |
2062.0 |
-15.7 |
34 |
798 |
-105 |
Dec10 |
100921 |
2077.0 |
2111.0 |
2051.5 |
2064.0 |
-16.3 |
23,172 |
101,883 |
-1,042 |
Mar11 |
100921 |
2080.5 |
2112.5 |
2062.5 |
2068.9 |
-16.4 |
392 |
15,327 |
+98 |
May11 |
100921 |
2076.0 |
2092.5 |
2070.0 |
2071.3 |
-16.5 |
130 |
8,263 |
+2 |
Jul11 |
100921 |
2084.0 |
2100.0 |
2073.7 |
2073.7 |
-16.5 |
115 |
6,063 |
+45 |
Sep11 |
100921 |
2071.0 |
2115.0 |
2071.0 |
2075.8 |
-16.6 |
6 |
3,072 |
+1 |
Dec11 |
100921 |
2079.5 |
2083.0 |
2072.0 |
2078.9 |
-16.6 |
33 |
4,457 |
+13 |
Total Volume and Open Interest |
24,054 |
145,412 |
-965 |
Platinum(NYMEX) |
Oct10 |
100921 |
1623.0 |
1632.0 |
1610.3 |
1612.4 |
-19.6 |
4,889 |
20,258 |
-636 |
Jan11 |
100921 |
1634.8 |
1634.8 |
1614.1 |
1616.5 |
-19.8 |
2,280 |
16,666 |
+1,107 |
Apr11 |
100921 |
1618.8 |
1632.8 |
1618.8 |
1619.4 |
-19.1 |
7 |
337 |
+6 |
Jul11 |
100921 |
1623.4 |
1623.4 |
1623.4 |
1623.4 |
-19.1 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,203 |
37,292 |
+504 |
Palladium(NYMEX) |
Sep10 |
100921 |
527.80 |
527.80 |
527.80 |
527.80 |
-11.70 |
5 |
29 |
-1 |
Dec10 |
100921 |
539.45 |
540.50 |
526.65 |
530.05 |
-11.80 |
2,348 |
23,093 |
-293 |
Mar11 |
100921 |
540.60 |
541.10 |
528.95 |
531.05 |
-11.90 |
22 |
613 |
+21 |
Total Volume and Open Interest |
2,380 |
23,754 |
-268 |
Copper(CMX) |
Sep10 |
100921 |
350.40 |
350.90 |
347.45 |
347.45 |
-2.15 |
255 |
1,559 |
-99 |
Dec10 |
100921 |
350.70 |
352.80 |
347.25 |
348.10 |
-2.35 |
17,602 |
91,966 |
-467 |
Mar11 |
100921 |
353.10 |
353.10 |
349.05 |
349.30 |
-2.30 |
551 |
27,637 |
+104 |
May11 |
100921 |
349.75 |
349.75 |
349.35 |
349.35 |
-2.25 |
87 |
4,801 |
-5 |
Jul11 |
100921 |
349.15 |
349.15 |
349.15 |
349.15 |
-2.25 |
53 |
3,060 |
-2 |
Total Volume and Open Interest |
19,054 |
143,504 |
-354 |
DJIA Index(CBOT) |
Dec10 |
100921 |
10671 |
10760 |
10639 |
10694 |
+23 |
354 |
3,817 |
+106 |
Mar11 |
100921 |
10633 |
10633 |
10609 |
10633 |
+24 |
0 |
10 |
+0 |
Jun11 |
100921 |
10577 |
10577 |
10554 |
10577 |
+23 |
|
|
|
Sep11 |
100921 |
10512 |
10512 |
10489 |
10512 |
+23 |
|
|
|
Total Volume and Open Interest |
354 |
3,827 |
+106 |
E-mini DJIA Index(CBOT) |
Sep10 |
100917 |
10626 |
10643 |
10613 |
10643 |
+25 |
21,643 |
30,864 |
-7,750 |
Dec10 |
100921 |
10672 |
10765 |
10637 |
10694 |
+23 |
113,589 |
79,008 |
+3,049 |
Mar11 |
100921 |
10617 |
10690 |
10600 |
10633 |
+24 |
38 |
94 |
+24 |
Jun11 |
100921 |
10577 |
10577 |
10577 |
10577 |
+23 |
0 |
1 |
+0 |
Total Volume and Open Interest |
113,627 |
79,103 |
+3,073 |
S & P 500(CME) |
Dec10 |
100921 |
1136.20 |
1143.70 |
1131.00 |
1134.70 |
-1.90 |
18,387 |
276,869 |
+3,522 |
Mar11 |
100921 |
1128.50 |
1138.40 |
1128.00 |
1129.50 |
-1.90 |
382 |
1,293 |
+101 |
Jun11 |
100921 |
1124.80 |
1133.70 |
1123.70 |
1124.80 |
-1.90 |
76 |
1,450 |
+0 |
Sep11 |
100921 |
1120.80 |
1129.70 |
1119.70 |
1120.80 |
-1.90 |
|
|
|
Total Volume and Open Interest |
18,845 |
279,612 |
+3,623 |
S & P 500 E-Mini(Globex) |
Dec10 |
100921 |
1136.50 |
1144.00 |
1130.25 |
1134.75 |
-1.75 |
1,789,965 |
2,432,315 |
-4,587 |
Mar11 |
100921 |
1130.50 |
1137.25 |
1125.50 |
1129.50 |
-2.00 |
2,594 |
2,645 |
+1,901 |
Total Volume and Open Interest |
1,792,559 |
2,435,018 |
-2,686 |
NASDAQ 100(CME) |
Dec10 |
100921 |
1982.30 |
2001.00 |
1978.00 |
1985.50 |
+3.70 |
1,312 |
5,482 |
+1,047 |
Mar11 |
100921 |
1983.00 |
1993.00 |
1983.00 |
1983.00 |
+4.00 |
0 |
2 |
+0 |
Jun11 |
100921 |
1980.50 |
1980.50 |
1980.50 |
1980.50 |
+4.00 |
|
|
|
Total Volume and Open Interest |
1,312 |
5,484 |
+1,047 |
NASDAQ 100 E-Mini(Globex) |
Dec10 |
100921 |
1982.00 |
2000.30 |
1977.00 |
1985.50 |
+3.70 |
284,093 |
343,142 |
+13,613 |
Mar11 |
100921 |
1978.00 |
1994.00 |
1976.50 |
1983.00 |
+4.00 |
99 |
75 |
+2 |
Total Volume and Open Interest |
284,192 |
343,217 |
+13,615 |
S & P Midcap 400(CME) |
Dec10 |
100921 |
786.60 |
791.10 |
785.00 |
786.60 |
-2.40 |
9 |
954 |
-7 |
Mar11 |
100921 |
784.60 |
784.60 |
784.60 |
784.60 |
-1.90 |
|
|
|
Jun11 |
100921 |
782.60 |
782.60 |
782.60 |
782.60 |
-1.90 |
|
|
|
Total Volume and Open Interest |
9 |
954 |
-7 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Dec10 |
100921 |
9705 |
9720 |
9535 |
9575 |
-140 |
5,502 |
29,573 |
-945 |
Mar11 |
100921 |
9605 |
9645 |
9605 |
9605 |
-140 |
|
|
|
Total Volume and Open Interest |
5,502 |
29,573 |
-945 |
Nikkei 225(SGX) |
Dec10 |
100921 |
9540 |
9680 |
9525 |
9545 |
-15 |
88,225 |
162,386 |
-6,176 |
Mar11 |
100921 |
9625 |
9625 |
9530 |
9540 |
-15 |
30 |
227 |
-2 |
Jun11 |
100921 |
9475 |
9475 |
9475 |
9475 |
-15 |
0 |
2,086 |
+0 |
Total Volume and Open Interest |
88,292 |
173,372 |
-6,173 |
CAC 40(EURONEXT) |
Oct10 |
100921 |
3796.0 |
3827.5 |
3768.5 |
3784.5 |
-3.5 |
124,318 |
349,879 |
-6,954 |
Nov10 |
100921 |
3769.0 |
3804.5 |
3763.5 |
3765.5 |
-3.5 |
4 |
8 |
+1 |
Dec10 |
100921 |
3773.5 |
3801.5 |
3754.0 |
3764.5 |
-3.0 |
229 |
37,781 |
-766 |
Total Volume and Open Interest |
124,551 |
387,763 |
-7,719 |
Hang Seng Index(HKFE) |
Sep10 |
100921 |
22101 |
22133 |
21968 |
22060 |
+99 |
61,742 |
107,983 |
+533 |
Oct10 |
100921 |
22100 |
22126 |
21966 |
22055 |
+100 |
1,901 |
4,868 |
+1,173 |
Total Volume and Open Interest |
63,780 |
115,338 |
+1,785 |
DAX(EUREX) |
Sep10 |
100917 |
6310.0 |
6328.5 |
6297.0 |
6303.5 |
+52.0 |
148,947 |
51,273 |
-17,359 |
Dec10 |
100921 |
6303.5 |
6349.5 |
6275.0 |
6295.5 |
-3.5 |
128,101 |
161,975 |
+8,450 |
Mar11 |
100921 |
6314.5 |
6360.0 |
6290.5 |
6307.5 |
-2.5 |
102 |
6,114 |
+18 |
Total Volume and Open Interest |
128,203 |
168,089 |
+8,468 |
FT-SE 100(EURONEXT) |
Dec10 |
100921 |
5571.50 |
5616.00 |
5543.50 |
5560.00 |
-14.00 |
92,077 |
629,333 |
+2,592 |
Mar11 |
100921 |
5555.50 |
5560.00 |
5518.00 |
5518.00 |
-14.00 |
6 |
982 |
+5 |
Jun11 |
100921 |
5475.50 |
5475.50 |
5475.50 |
5475.50 |
-14.00 |
0 |
265 |
+0 |
Total Volume and Open Interest |
92,083 |
630,580 |
+2,597 |
SPI 200(SFE) |
Sep10 |
100916 |
4658.0 |
4677.0 |
4630.0 |
4677.0 |
+20.0 |
10,340 |
95,465 |
-66,268 |
Dec10 |
100921 |
4650.0 |
4698.0 |
4637.0 |
4648.0 |
-3.0 |
25,545 |
193,948 |
+2,481 |
Mar11 |
100921 |
4687.0 |
4687.0 |
4644.0 |
4644.0 |
-2.0 |
11 |
1,469 |
+5 |
Total Volume and Open Interest |
25,723 |
197,304 |
+2,648 |
GSCI(CME) |
Oct10 |
100921 |
532.30 |
533.30 |
526.00 |
527.00 |
-5.00 |
48 |
11,943 |
+24 |
Nov10 |
100921 |
538.30 |
539.30 |
532.00 |
533.00 |
-5.00 |
2 |
1,334 |
+0 |
Dec10 |
100921 |
545.30 |
546.30 |
539.00 |
540.00 |
-5.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
52 |
13,277 |
+24 |
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. |
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