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MRCI's End of Day Prices

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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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy