Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Wed September 29, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov10 100929 1108.00 1110.25 1083.50 1099.00 -11.00 81,866 300,827 +2,392
Jan11 100929 1117.00 1119.75 1093.75 1108.00 -11.75 20,087 138,625 +2,940
Mar11 100929 1126.25 1127.00 1101.75 1115.50 -11.75 4,586 40,904 +465
May11 100929 1128.00 1128.50 1103.75 1117.25 -11.75 4,382 46,523 -323
Jul11 100929 1130.00 1131.00 1105.75 1120.25 -11.25 4,649 31,537 +634
Aug11 100929 1115.00 1121.50 1107.00 1111.25 -10.25 34 521 +7
Sep11 100929 1086.75 1102.00 1086.75 1090.25 -11.75 24 340 +0
Nov11 100929 1082.50 1085.00 1063.75 1076.25 -8.75 4,482 41,588 +830
Jan12 100929 1085.00 1085.00 1073.00 1079.25 -8.75 51 422 +24
Mar12 100929 1081.25 1089.50 1081.25 1081.25 -8.25 49 205 +26
May12 100929 1077.00 1090.00 1077.00 1082.00 -8.00 8 125 +6
Jul12 100929 1085.00 1093.75 1085.00 1085.00 -8.75 19 115 +6
Aug12 100929 1077.00 1085.75 1077.00 1077.00 -8.75 0 2 +0
Sep12 100929 1056.75 1065.50 1056.75 1056.75 -8.75 0 1 +0
Total Volume and Open Interest 120,286 603,508 +7,032
Soybean Meal(CBOT)
Oct10 100929 303.70 304.00 298.00 302.50 -1.00 14,811 11,279 -1,654
Dec10 100929 308.20 309.50 302.10 307.50 -1.00 44,047 128,000 -2,636
Jan11 100929 310.00 311.10 304.40 309.00 -1.20 4,131 17,842 +789
Mar11 100929 313.10 313.10 307.50 311.50 -1.30 1,606 14,583 -109
May11 100929 313.40 314.00 308.40 312.20 -1.20 2,217 15,108 +245
Jul11 100929 314.00 315.30 309.30 313.10 -1.20 1,559 10,284 -77
Aug11 100929 311.60 311.60 307.70 310.00 -0.60 50 1,980 +1
Sep11 100929 302.70 304.40 302.70 304.40 unch 61 1,541 +14
Oct11 100929 299.20 299.20 295.60 295.90 +0.30 66 855 -5
Dec11 100929 296.60 301.30 293.80 296.50 +0.70 611 5,513 -231
Total Volume and Open Interest 69,159 207,421 -3,663
Soybean Oil(CBOT)
Oct10 100929 44.52 44.59 43.53 44.06 -0.50 19,416 14,116 -3,890
Dec10 100929 44.88 44.98 43.89 44.44 -0.49 60,460 189,470 +1,949
Jan11 100929 45.21 45.22 44.24 44.75 -0.50 8,794 41,662 +2,226
Mar11 100929 45.47 45.47 44.46 45.00 -0.49 6,186 30,362 +1,065
May11 100929 45.55 45.55 44.60 45.09 -0.47 2,215 17,989 +462
Jul11 100929 45.67 45.67 44.60 45.19 -0.48 4,430 13,745 +1,471
Aug11 100929 45.22 45.70 45.22 45.22 -0.48 22 904 +11
Sep11 100929 45.15 45.73 45.15 45.25 -0.48 80 572 +4
Oct11 100929 45.25 45.73 45.25 45.25 -0.48 66 465 +34
Dec11 100929 45.18 45.91 45.18 45.44 -0.47 480 9,704 +90
Total Volume and Open Interest 102,149 319,074 +3,422
Canola(WCE)
Nov10 100929 478.1 479.3 471.5 476.1 -4.1 13,499 93,197 +835
Jan11 100929 484.0 486.0 478.2 483.1 -3.7 4,193 54,763 +1,775
Mar11 100929 490.0 491.1 484.1 488.8 -3.9 737 6,545 +285
May11 100929 485.2 493.5 485.2 492.0 -3.5 94 2,721 +44
Jul11 100929 490.8 495.0 487.5 493.7 -3.6 965 6,755 +520
Total Volume and Open Interest 19,924 168,420 +3,710
Corn(CBOT)
Dec10 100929 500.00 506.00 486.00 505.00 +5.00 151,856 745,503 -10,332
Mar11 100929 512.25 518.00 490.00 517.25 +4.75 35,283 315,644 +2,630
May11 100929 518.00 523.00 503.50 522.25 +4.00 7,609 58,655 +319
Jul11 100929 521.00 525.75 506.50 525.50 +4.25 15,916 119,248 +1,453
Sep11 100929 494.75 499.00 483.00 499.00 +4.25 2,056 23,042 -132
Dec11 100929 476.00 483.25 463.75 483.00 +5.25 17,995 150,564 +2,588
Mar12 100929 481.75 490.00 471.00 490.00 +5.75 813 10,236 -48
May12 100929 493.00 493.00 487.25 493.00 +5.75 144 1,531 -15
Jul12 100929 480.75 496.00 477.00 496.00 +5.75 159 4,653 +32
Sep12 100929 482.50 482.50 476.50 482.50 +6.00 0 712 +0
Total Volume and Open Interest 232,377 1,449,581 -3,291
Wheat(CBOT)
Dec10 100929 685.25 688.25 663.25 683.50 -1.25 46,561 256,362 -1,217
Mar11 100929 716.50 719.00 695.00 715.25 unch 12,489 79,636 +772
May11 100929 725.00 729.75 706.75 725.75 +0.25 3,952 25,551 +884
Jul11 100929 716.00 720.25 697.25 719.50 +2.75 5,478 76,771 +550
Sep11 100929 727.25 729.00 708.50 729.00 +2.25 633 10,653 -113
Dec11 100929 736.00 742.00 718.00 741.00 +3.25 2,353 35,645 +1,034
Total Volume and Open Interest 71,596 494,772 +1,931
Wheat(KCBT)
Dec10 100929 718.25 720.50 697.00 717.00 +1.00 12,713 100,478 -2,198
Mar11 100929 732.25 734.25 711.25 731.50 +1.50 5,666 68,281 +746
May11 100929 733.50 738.50 714.75 735.00 +2.50 1,103 9,379 -31
Jul11 100929 731.00 732.75 710.75 731.00 +1.00 1,127 29,624 -86
Sep11 100929 733.50 733.50 713.25 732.00 -0.50 155 3,908 +83
Dec11 100929 733.00 741.00 720.50 741.00 -0.50 75 3,797 +11
Total Volume and Open Interest 20,851 216,856 -1,465
Wheat(MGE)
Dec10 100929 727.00 727.00 706.50 724.00 -0.75 4,763 25,572 -823
Mar11 100929 738.25 740.00 717.00 737.50 -0.50 2,394 19,499 +406
May11 100929 742.00 745.75 725.00 743.25 +0.75 523 3,810 +178
Jul11 100929 740.25 745.75 723.50 742.50 -0.50 169 7,193 +38
Sep11 100929 720.00 732.75 710.25 730.25 +1.00 318 3,707 +233
Total Volume and Open Interest 8,294 64,003 +106
Oats(CBOT)
Dec10 100929 338.00 338.50 325.00 335.50 -2.50 666 9,820 -101
Mar11 100929 343.00 348.00 334.00 345.00 -1.00 256 2,342 +139
May11 100929 343.50 348.00 343.50 346.25 -0.75 0 61 +0
Jul11 100929 347.50 348.00 347.50 347.50 -0.50 0 6 +0
Total Volume and Open Interest 927 12,447 +43
Rough Rice(CBOT)
Nov10 100929 12.51 12.54 12.26 12.42 -0.14 936 12,039 -166
Jan11 100929 12.78 12.81 12.55 12.69 -0.14 193 2,807 +87
Mar11 100929 13.00 13.05 12.85 12.96 -0.14 40 1,182 +20
May11 100929 13.27 13.28 13.16 13.23 -0.14 6 594 +0
Total Volume and Open Interest 1,175 17,802 -59
Live Cattle(CME)
Oct10 100929 97.250 97.400 96.000 96.230 -0.920 10,556 42,709 -1,287
Dec10 100929 99.400 99.400 97.950 98.580 -0.720 17,905 159,505 +418
Feb11 100929 101.050 101.150 99.850 100.650 -0.530 4,991 62,923 +632
Apr11 100929 102.350 102.350 101.300 101.950 -0.730 1,594 43,743 +395
Jun11 100929 99.350 99.350 98.350 98.900 -0.450 888 19,541 +216
Aug11 100929 98.600 98.800 98.250 98.730 -0.670 226 5,583 +42
Total Volume and Open Interest 36,448 338,708 +402
Feeder Cattle(CME)
Sep10 100929 109.800 109.800 109.450 109.480 -0.520 314 1,321 +34
Oct10 100929 110.550 110.635 109.480 109.550 -0.850 2,302 7,842 -965
Nov10 100929 110.850 110.980 109.680 109.800 -0.800 3,523 11,455 -675
Jan11 100929 111.680 111.680 110.350 110.700 -0.800 1,008 6,038 +93
Mar11 100929 111.350 111.600 110.385 110.580 -1.020 147 2,560 +39
Apr11 100929 111.550 111.550 110.750 110.750 -1.250 58 586 +30
May11 100929 111.550 111.600 111.300 111.450 -0.550 83 991 +61
Total Volume and Open Interest 7,446 30,943 -1,373
Lean Hogs(CME)
Oct10 100929 78.475 78.475 76.900 77.180 -1.400 8,225 28,192 -2,851
Dec10 100929 75.750 75.750 73.500 73.850 -2.050 15,481 107,840 +708
Feb11 100929 79.100 79.100 76.700 77.200 -2.085 3,175 42,621 +770
Apr11 100929 80.725 80.725 78.250 78.850 -1.900 2,721 33,710 +89
May11 100929 83.200 83.200 82.080 82.700 -1.600 6 1,206 -2
Jun11 100929 86.000 86.035 83.750 84.500 -2.000 586 20,504 +142
Jul11 100929 84.350 84.350 82.480 82.950 -2.030 92 4,728 +52
Aug11 100929 82.150 82.150 80.400 80.700 -2.000 148 3,149 +5
Total Volume and Open Interest 30,438 242,655 -1,085
Class III Milk(CME)
Sep10 100929 16.27 16.28 16.27 16.28 unch 5 5,185 +1
Oct10 100929 16.45 16.57 16.38 16.55 +0.06 39 5,085 -15
Nov10 100929 15.63 15.78 15.58 15.74 +0.04 144 4,961 -13
Dec10 100929 15.04 15.04 14.80 14.98 unch 135 4,537 +44
Jan11 100929 14.37 14.41 14.25 14.39 -0.02 56 1,880 +9
Total Volume and Open Interest 599 27,870 +100
Cocoa(ICE)
Dec10 100929 2806 2880 2806 2865 +48 6,663 65,519 +1,019
Mar11 100929 2837 2902 2837 2890 +47 1,564 29,549 +111
May11 100929 2874 2916 2873 2905 +45 222 12,558 +38
Jul11 100929 2902 2928 2902 2919 +42 51 5,166 +19
Sep11 100929 2929 2944 2929 2934 +43 10 2,807 +3
Dec11 100929 2942 2957 2942 2947 +44 11 5,539 -2
Mar12 100929 3020 3022 3009 3009 +50 0 6,223 +0
Total Volume and Open Interest 8,521 129,657 +1,188
Coffee "C"(ICE)
Dec10 100929 188.95 189.45 183.25 185.75 -3.20 13,065 85,300 +1,277
Mar11 100929 190.00 190.75 184.80 187.25 -3.05 2,650 37,615 +747
May11 100929 190.00 190.30 185.00 187.05 -2.90 566 9,900 -26
Jul11 100929 188.30 188.30 184.25 186.10 -2.75 293 4,135 +56
Sep11 100929 186.85 186.85 182.90 184.80 -2.65 147 2,323 +49
Dec11 100929 183.60 184.25 180.60 182.80 -2.65 73 967 +11
Total Volume and Open Interest 16,810 140,907 +2,128
Orange Juice(ICE)
Nov10 100929 155.50 155.50 148.20 152.25 -3.60 1,047 21,944 +141
Jan11 100929 156.00 156.00 149.60 154.20 -3.50 259 7,509 +197
Mar11 100929 154.65 156.75 152.50 155.50 -3.50 67 1,271 +39
May11 100929 157.10 157.10 157.10 157.10 -3.50 39 376 +24
Jul11 100929 157.15 157.15 157.15 157.15 -3.25 1 1,241 +0
Sep11 100929 156.75 156.75 156.75 156.75 -3.25 0 17 +0
Total Volume and Open Interest 1,413 32,371 +401
Sugar #11(ICE)
Oct10 100929 26.84 27.17 26.35 26.82 -0.02 28,193 31,706 -12,401
Mar11 100929 25.29 25.29 24.52 24.93 -0.36 63,353 307,612 +2,730
May11 100929 23.35 23.35 22.60 23.08 -0.24 16,104 70,774 +854
Jul11 100929 21.07 21.07 20.40 20.93 -0.17 8,583 92,284 +1,491
Oct11 100929 19.70 19.87 19.34 19.73 -0.10 2,715 38,148 +223
Total Volume and Open Interest 120,533 613,181 -7,102
London Cocoa(LCE)
Dec10 100929 1893 1929 1889 1924 +31 4,365 66,370 -625
Mar11 100929 1910 1945 1905 1940 +29 2,439 49,991 -737
May11 100929 1926 1960 1924 1955 +28 297 19,008 +70
Jul11 100929 1949 1974 1948 1969 +28 154 10,821 -54
Sep11 100929 1952 1981 1951 1976 +32 107 6,018 +9
Dec11 100929 1963 1991 1963 1987 +31 58 9,879 +7
Mar12 100929 1993 2001 1979 1999 +34 1,510 5,430 +210
Total Volume and Open Interest 8,930 167,517 -1,120
London Sugar(LCE)
Dec10 100929 639.40 639.40 625.10 635.00 -10.00 3,478 30,642 +242
Mar11 100929 629.50 630.90 620.40 629.30 -8.10 2,700 16,706 +1,288
May11 100929 595.30 605.70 595.30 604.30 -5.60 535 5,495 +149
Aug11 100929 565.00 573.20 560.60 569.70 -2.90 204 4,921 +121
Oct11 100929 526.30 533.00 524.20 533.00 -3.30 65 524 +40
Total Volume and Open Interest 7,004 58,943 +1,840
Cotton(ICE)
Oct10 100929 103.40 103.41 103.19 103.19 -4.95 18 31 -7
Dec10 100929 105.25 106.03 101.24 101.24 -4.00 14,581 142,925 -649
Mar11 100929 104.20 104.75 100.15 100.15 -4.00 5,279 64,070 +1,674
May11 100929 103.00 103.00 99.34 99.34 -4.00 464 6,678 +92
Jul11 100929 102.90 102.90 98.47 98.47 -4.00 1,147 15,844 +393
Oct11 100929 88.19 88.19 88.19 88.19 -2.00 3 33 +2
Total Volume and Open Interest 22,397 239,607 +1,961
Lumber(CME)
Nov10 100929 229.0 232.5 226.0 226.0 -2.1 553 6,928 -5
Jan11 100929 250.0 253.0 249.6 253.0 +4.1 157 2,041 +16
Mar11 100929 264.1 264.7 262.2 262.2 +1.2 44 427 -23
May11 100929 268.0 268.0 268.0 268.0 unch 0 3 +0
Total Volume and Open Interest 754 9,401 -12
Crude Oil(NYM)
Nov10 100929 76.20 78.13 75.60 77.86 +1.68 329,350 345,759 -6,378
Dec10 100929 77.42 79.35 76.90 79.09 +1.68 148,842 227,376 -3,671
Jan11 100929 78.50 80.37 77.98 80.15 +1.75 56,026 101,283 +4,276
Feb11 100929 79.46 81.17 78.86 80.97 +1.80 21,678 42,600 +1,738
Mar11 100929 80.08 81.79 79.51 81.62 +1.80 16,795 61,233 +1,476
Apr11 100929 80.50 82.25 80.28 82.14 +1.78 9,080 25,112 +613
May11 100929 81.08 82.55 81.06 82.55 +1.74 4,083 17,529 +58
Jun11 100929 81.68 83.03 80.91 82.90 +1.70 19,694 68,294 -484
Jul11 100929 81.70 83.23 81.69 83.23 +1.67 2,460 30,291 -405
Aug11 100929 83.00 83.53 83.00 83.52 +1.65 1,940 10,720 -607
Sep11 100929 82.18 83.81 82.17 83.81 +1.63 1,396 13,740 +199
Oct11 100929 82.45 84.20 82.45 84.09 +1.62 572 10,107 +169
Nov11 100929 84.38 84.38 84.38 84.38 +1.60 665 13,055 -182
Dec11 100929 82.85 84.85 82.82 84.70 +1.58 17,542 120,373 +441
Jan12 100929 84.88 84.88 84.88 84.88 +1.56 67 12,614 -13
Feb12 100929 85.05 85.05 85.05 85.05 +1.54 20 4,791 -5
Total Volume and Open Interest 636,937 1,332,755 -1,906
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 100929 76.175 78.125 75.600 77.850 +1.675 10,427 4,641 +13
Dec10 100929 77.725 79.300 76.975 79.100 +1.700 351 2,200 +44
Jan11 100929 79.100 80.175 78.000 80.150 +1.750 74 844 +1
Feb11 100929 79.425 80.975 79.425 80.975 +1.800 0 8 +0
Mar11 100929 81.625 81.625 81.625 81.625 +1.800 0 6 -1
Apr11 100929 80.475 82.150 80.475 82.150 +1.800 2 3 +0
May11 100929 82.550 82.550 82.550 82.550 +1.750 2 1 -1
Jun11 100929 82.625 82.900 82.625 82.900 +1.700 0 4 +0
Total Volume and Open Interest 10,869 7,832 +68
Heating Oil(NYM)
Oct10 100929 213.24 219.69 212.09 219.05 +6.60 17,232 15,340 -5,214
Nov10 100929 214.79 221.72 213.82 221.13 +7.01 44,003 96,012 +3,139
Dec10 100929 216.64 223.26 215.54 222.70 +6.89 15,310 73,156 +1,834
Jan11 100929 219.35 225.20 217.80 224.83 +6.83 7,223 44,385 +454
Feb11 100929 220.54 226.41 219.78 225.98 +6.60 2,679 13,907 -355
Mar11 100929 220.99 226.35 219.90 226.09 +6.31 2,475 13,364 -446
Apr11 100929 219.87 225.51 219.72 225.51 +6.19 565 9,839 +73
May11 100929 219.81 225.55 219.45 225.34 +6.10 609 8,662 +41
Jun11 100929 220.94 225.57 219.62 225.57 +6.03 2,206 23,926 -181
Jul11 100929 220.93 226.69 220.93 226.69 +5.96 357 4,596 +176
Aug11 100929 226.43 227.96 226.43 227.96 +5.83 17 2,368 +2
Sep11 100929 229.63 229.63 229.63 229.63 +5.70 68 2,396 -29
Total Volume and Open Interest 93,217 328,344 -598
Gasoline(NYMEX)
Oct10 100929 194.80 200.21 192.65 199.55 +4.76 22,175 14,728 -6,383
Nov10 100929 193.83 199.08 191.68 198.29 +4.59 47,531 98,226 +2,223
Dec10 100929 195.34 199.65 192.65 199.01 +4.63 21,521 44,710 +4,129
Jan11 100929 197.44 201.80 195.17 201.28 +4.63 8,915 24,748 -464
Feb11 100929 199.60 203.69 198.44 203.67 +4.62 2,795 7,748 +434
Mar11 100929 202.44 206.44 200.26 206.05 +4.60 3,124 9,792 +412
Apr11 100929 213.67 218.31 213.67 217.93 +4.63 3,310 13,289 +1,525
May11 100929 214.62 218.85 214.62 218.85 +4.63 700 4,688 -34
Jun11 100929 216.20 219.52 215.20 219.52 +4.65 1,584 9,414 +61
Jul11 100929 219.41 219.41 219.41 219.41 +4.62 93 2,400 +30
Total Volume and Open Interest 114,724 242,914 +3,892
e-miNY RBOB Gasoline(NYM)
Oct10 100929 199.60 199.60 199.55 199.60 +4.80 0 1 +0
Nov10 100929 198.30 198.30 198.29 198.30 +4.60 0 2 +0
Dec10 100929 199.00 199.01 199.00 199.00 +4.60 0 1 +0
Jan11 100929 201.30 201.30 201.28 201.30 +4.60 0 1 +0
Total Volume and Open Interest 0 10 +0
Natural Gas(NYM)
Nov10 100929 3.961 3.980 3.903 3.962 +0.011 96,919 222,296 -3,342
Dec10 100929 4.183 4.194 4.122 4.178 +0.006 22,350 77,311 +1,364
Jan11 100929 4.354 4.361 4.285 4.342 unch 17,420 111,833 +954
Feb11 100929 4.351 4.367 4.298 4.352 -0.003 4,720 29,782 +194
Mar11 100929 4.306 4.310 4.239 4.295 -0.001 8,318 53,633 +200
Apr11 100929 4.261 4.267 4.200 4.257 -0.003 6,300 58,927 +134
May11 100929 4.277 4.297 4.233 4.288 -0.002 1,165 20,471 +76
Jun11 100929 4.353 4.362 4.294 4.345 -0.002 925 9,308 +10
Jul11 100929 4.400 4.425 4.359 4.414 -0.002 790 8,700 -11
Aug11 100929 4.469 4.470 4.404 4.459 -0.001 596 8,286 +57
Sep11 100929 4.483 4.487 4.426 4.480 -0.002 705 8,106 -22
Oct11 100929 4.570 4.570 4.504 4.559 -0.001 2,570 27,548 +418
Nov11 100929 4.760 4.798 4.737 4.794 -0.007 1,335 8,224 -105
Dec11 100929 5.050 5.083 5.020 5.077 -0.011 308 15,532 +60
Jan12 100929 5.280 5.280 5.210 5.261 -0.014 1,922 18,721 -541
Feb12 100929 5.182 5.234 5.180 5.226 -0.014 97 5,669 +29
Total Volume and Open Interest 169,575 773,575 -14,101
Brent Crude Oil(ICE)
Nov10 100929 78.88 80.93 78.34 80.77 +2.06 171,923 170,482 +6,162
Dec10 100929 79.16 81.18 78.62 81.02 +2.11 108,774 199,260 +5,727
Jan11 100929 79.55 81.54 79.02 81.41 +2.12 37,053 73,399 +3,430
Feb11 100929 80.17 82.00 79.50 81.85 +2.11 15,681 50,197 +3,053
Mar11 100929 80.54 82.40 79.94 82.27 +2.10 8,238 28,453 +1,061
Apr11 100929 80.95 82.84 80.41 82.70 +2.08 5,242 20,277 +319
May11 100929 81.39 83.26 81.07 83.11 +2.05 3,969 19,329 +503
Jun11 100929 81.95 83.64 81.25 83.48 +2.02 11,426 34,024 -666
Jul11 100929 81.77 83.95 81.77 83.83 +2.00 1,301 6,898 -301
Aug11 100929 84.13 84.13 84.13 84.13 +1.97 723 7,417 +53
Sep11 100929 84.48 84.48 84.42 84.42 +1.94 777 5,960 -12
Oct11 100929 84.68 84.68 84.68 84.68 +1.91 390 4,625 -70
Nov11 100929 84.94 84.94 84.94 84.94 +1.88 349 8,190 +245
Dec11 100929 83.86 85.38 83.16 85.23 +1.87 9,814 64,142 +437
Total Volume and Open Interest 376,773 774,189 +20,044
Gas Oil(ICE)
Oct10 100929 681.00 701.00 678.25 687.75 +5.75 41,790 103,338 -3,344
Nov10 100929 678.50 698.50 675.75 685.25 +5.00 76,287 110,953 -2,280
Dec10 100929 680.75 698.50 676.25 685.50 +4.50 56,252 108,573 +1,616
Jan11 100929 684.25 701.00 679.50 688.25 +4.25 17,669 59,437 +1,948
Feb11 100929 689.25 703.75 682.75 691.00 +4.00 4,594 32,971 +845
Mar11 100929 690.50 705.25 685.25 693.50 +4.00 3,657 22,194 +511
Apr11 100929 692.00 707.50 687.50 695.75 +4.00 3,400 26,102 +1,019
May11 100929 696.50 710.00 691.50 698.50 +4.25 1,710 18,855 +78
Jun11 100929 698.00 713.50 693.50 701.50 +4.25 8,472 53,160 -925
Jul11 100929 699.25 716.75 699.25 705.50 +4.00 1,059 13,819 +16
Total Volume and Open Interest 279,059 671,119 +2,069
Ethanol(CBOT)
Sep10 100903 1.960 1.977 1.960 1.969 +0.016 72 143 -72
Oct10 100929 1.967 2.020 1.967 2.016 +0.033 74 195 -29
Nov10 100929 1.895 1.950 1.890 1.947 +0.023 129 1,041 +14
Dec10 100929 1.878 1.935 1.858 1.935 +0.028 63 1,982 +12
Jan11 100929 1.890 1.935 1.890 1.928 +0.016 67 1,303 +2
Feb11 100929 1.917 1.940 1.917 1.931 +0.009 8 930 +8
Mar11 100929 1.930 1.940 1.930 1.940 +0.021 26 784 +3
Apr11 100929 1.930 1.958 1.930 1.958 +0.023 33 738 +16
Total Volume and Open Interest 576 10,138 +47
WTI Crude Oil(ICE)
Nov10 100929 76.36 78.13 75.60 77.86 +1.68 87,414 88,626 +806
Dec10 100929 77.61 79.35 76.91 79.09 +1.68 54,116 119,910 -110
Jan11 100929 78.62 80.32 77.98 80.15 +1.75 18,508 37,970 +2,979
Feb11 100929 79.51 81.04 78.90 80.97 +1.80 5,852 25,501 +1,338
Mar11 100929 80.13 81.70 79.56 81.62 +1.80 4,398 28,475 +514
Apr11 100929 80.84 82.21 80.17 82.14 +1.78 1,828 11,874 +207
May11 100929 81.14 82.62 80.62 82.55 +1.74 1,366 6,076 +7
Jun11 100929 81.53 82.98 80.94 82.90 +1.70 6,883 33,182 -712
Jul11 100929 82.75 83.23 82.75 83.23 +1.67 561 11,851 -72
Aug11 100929 83.52 83.52 83.52 83.52 +1.65 743 6,852 +19
Sep11 100929 83.81 83.81 83.81 83.81 +1.63 507 7,064 +252
Oct11 100929 84.09 84.09 84.09 84.09 +1.62 116 3,154 +21
Nov11 100929 84.38 84.38 84.38 84.38 +1.60 135 5,840 -30
Dec11 100929 83.27 84.81 82.88 84.70 +1.58 7,066 48,997 +264
Jan12 100929 84.88 84.88 84.88 84.88 +1.56 30 4,477 +0
Feb12 100929 85.05 85.05 85.05 85.05 +1.54 0 707 +0
Total Volume and Open Interest 190,206 507,321 +5,564
US Dollar Index(ICE)
Dec10 100929 79.165 79.210 78.825 78.905 -0.308 28,558 32,626 +734
Mar11 100929 79.415 79.415 79.160 79.225 -0.308 9 519 +1
Jun11 100929 79.645 79.645 79.645 79.645 -0.308 0 2 +0
Total Volume and Open Interest 28,567 33,147 +735
Australian Dollar(CME)
Dec10 100929 95.84 96.42 95.70 96.19 +0.44 81,081 137,168 +2,979
Mar11 100929 94.63 95.31 94.63 95.07 +0.43 25 317 +4
Jun11 100929 93.95 93.95 93.52 93.95 +0.43 0 152 +0
Total Volume and Open Interest 81,106 137,646 +2,983
British Pound(CME)
Dec10 100929 157.94 158.67 157.54 157.84 +0.02 153,000 77,468 +473
Mar11 100929 158.02 158.30 157.72 157.74 +0.02 85 240 -23
Jun11 100929 157.63 157.63 157.61 157.63 +0.02 0 4 +0
Total Volume and Open Interest 153,085 77,713 +450
Canadian Dollar(CME)
Dec10 100929 96.94 97.48 96.52 96.86 +0.04 90,107 98,321 -2,883
Mar11 100929 96.70 97.14 96.33 96.64 +0.04 91 2,184 +35
Jun11 100929 96.65 96.65 96.35 96.39 +0.04 7 631 +4
Sep11 100929 96.11 96.11 96.07 96.11 +0.04 4 106 +2
Total Volume and Open Interest 90,209 101,260 -2,842
Japanese Yen(CME)
Dec10 100929 119.38 119.86 119.01 119.69 +0.44 103,414 117,826 +4,073
Mar11 100929 119.74 120.00 119.40 119.84 +0.44 41 372 +12
Jun11 100929 120.01 120.01 119.57 120.01 +0.44 1 74 +1
Total Volume and Open Interest 103,456 118,274 +4,086
Swiss Franc(CME)
Dec10 100929 102.53 102.81 101.96 102.44 -0.03 47,617 53,390 +2,881
Mar11 100929 102.65 102.87 102.15 102.54 -0.03 79 59 +10
Jun11 100929 102.65 102.68 102.65 102.65 -0.03 0 1 +0
Total Volume and Open Interest 47,696 53,452 +2,891
EuroFX(CME)
Dec10 100929 135.82 136.44 135.64 136.37 +0.75 427,542 188,827 +12,065
Mar11 100929 135.65 136.29 135.55 136.29 +0.74 407 1,138 +56
Jun11 100929 136.20 136.20 135.46 136.18 +0.72 0 58 +0
Total Volume and Open Interest 427,949 190,039 +12,121
Mexican Peso(CME)
Oct10 100929 798.5 799.0 798.5 798.5 -0.5      
Nov10 100929 794.0 796.0 794.0 795.5 -0.5 1 0 -1
Total Volume and Open Interest 25,417 123,581 +2,843
Brazilian Real(CME)
Oct10 100929 586.75 586.75 584.45 586.75 +2.30 0 41 +0
Nov10 100929 583.45 583.45 581.05 583.45 +2.40 0 24 +0
Dec10 100929 580.25 580.25 577.20 580.25 +3.05 20 4,328 +5
Jan11 100929 576.15 576.15 573.80 576.15 +2.35      
Total Volume and Open Interest 20 4,400 +5
30-Year T-Bonds(CBOT)
Dec10 100929 134~000 134~120 133~170 133~210 -0~180 299,712 665,254 -2,021
Mar11 100929 132~200 133~010 132~120 132~150 -0~180 63 264 +12
Jun11 100929 131~090 131~270 131~090 131~090 -0~180      
Total Volume and Open Interest 299,775 665,518 -2,009
10-Year T-Notes(CBOT)
Dec10 100929 126~110 126~140 126~025 126~050 -0~090 1,321,406 1,638,877 -6,574
Mar11 100929 125~200 125~275 125~180 125~180 -0~095 292 1,463 +181
Jun11 100929 124~240 125~010 124~205 124~205 -0~095 24 35 +0
Total Volume and Open Interest 1,321,722 1,640,375 -6,393
5-Year T-Notes(CBOT)
Sep10 100929 121~095 121~105 121~084 121~084 -0~021 2,675 7,895 -3,809
Dec10 100929 120~122 120~124 120~100 120~105 -0~022 537,941 934,016 +14,715
Mar11 100929 120~001 120~011 120~001 120~001 -0~010      
Total Volume and Open Interest 540,616 941,911 +10,906
2 Year T-Notes(CBOT)
Sep10 100929 109~116 109~116 109~112 109~113 unch 1,113 1,795 -684
Dec10 100929 109~093 109~094 109~089 109~091 -0~002 180,304 721,778 -2,012
Mar11 100929 109~071 109~073 109~071 109~071 -0~002      
Total Volume and Open Interest 181,417 723,573 -2,696
Eurodollars(CME)
Dec10 100929 99.630 99.650 99.625 99.640 +0.010 140,066 1,130,211 -3,581
Mar11 100929 99.575 99.600 99.570 99.585 +0.010 124,417 1,181,678 +6,693
Jun11 100929 99.510 99.525 99.495 99.510 unch 129,594 888,783 +2,641
Sep11 100929 99.425 99.430 99.410 99.420 -0.005 181,664 861,474 +3,028
Dec11 100929 99.315 99.315 99.290 99.300 -0.015 280,634 878,021 -9,824
Mar12 100929 99.185 99.190 99.155 99.165 -0.020 194,457 522,549 +9,531
Jun12 100929 99.040 99.045 99.010 99.020 -0.025 181,663 403,858 +369
Sep12 100929 98.905 98.910 98.865 98.875 -0.035 164,160 335,793 -2,982
Dec12 100929 98.745 98.750 98.700 98.710 -0.040 157,963 245,364 +21,954
Mar13 100929 98.590 98.600 98.545 98.550 -0.050 79,569 237,228 +3,887
Jun13 100929 98.410 98.425 98.360 98.365 -0.055 64,465 134,163 +2,965
Sep13 100929 98.225 98.245 98.170 98.175 -0.065 60,923 138,584 +3,735
Dec13 100929 98.035 98.050 97.970 97.975 -0.075 40,525 111,400 +4,032
Mar14 100929 97.855 97.875 97.790 97.795 -0.080 33,509 96,911 +3,809
Jun14 100929 97.665 97.680 97.590 97.600 -0.080 76,423 77,733 +18,436
Sep14 100929 97.470 97.485 97.395 97.400 -0.085 28,929 51,279 +3,488
Dec14 100929 97.265 97.280 97.185 97.195 -0.090 26,102 69,590 +4,053
Mar15 100929 97.100 97.115 97.020 97.030 -0.090 18,427 40,876 +1,670
Total Volume and Open Interest 2,045,286 7,667,541 +87,191
30 Day Federal Funds(CBOT)
Sep10 100929 99.805 99.808 99.805 99.805 unch 2,243 56,673 -1,015
Oct10 100929 99.805 99.805 99.805 99.805 unch 5,572 66,307 +2,096
Nov10 100929 99.815 99.820 99.810 99.815 unch 11,245 90,788 +1,723
Dec10 100929 99.830 99.830 99.825 99.825 unch 3,796 79,607 -998
Jan11 100929 99.830 99.835 99.830 99.830 unch 7,275 61,446 +1,201
Feb11 100929 99.825 99.830 99.820 99.825 unch 11,834 56,583 -729
Total Volume and Open Interest 82,152 622,161 +10,894
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 100929 99.688 99.688 99.688 99.688 -0.003 0 2,609 +0
Mar11 100929 99.713 99.713 99.713 99.713 -0.002 250 617 +250
Jun11 100929 99.728 99.728 99.728 99.728 -0.003      
Sep11 100929 99.723 99.723 99.723 99.723 -0.002 0 1 +0
Dec11 100929 99.720 99.720 99.720 99.720 unch      
Mar12 100929 99.710 99.710 99.710 99.710 +0.025      
Jun12 100929 99.760 99.760 99.760 99.760 +0.025      
Sep12 100929 99.775 99.775 99.775 99.775 unch      
Dec12 100929 99.470 99.470 99.470 99.470 unch      
Mar13 100929 99.470 99.470 99.470 99.470 unch      
Total Volume and Open Interest 250 3,227 +250
3-Mth Euro-Yen(SGX)
Dec10 100929 99.69 99.69 99.69 99.69 0.00 0 3,005 +0
Mar11 100929 99.71 99.71 99.71 99.71 0.00 1 1,516 +0
Jun11 100929 99.73 99.73 99.73 99.73 0.00 0 3,150 +0
Sep11 100929 99.72 99.72 99.72 99.72 0.00 302 835 +302
Dec11 100929 99.72 99.72 99.72 99.72 unch 0 110 +0
Mar12 100929 99.71 99.71 99.71 99.71 +0.03 0 305 +0
Jun12 100929 99.76 99.76 99.76 99.76 +0.03 0 754 +0
Sep12 100929 99.78 99.78 99.78 99.78 unch 0 310 +0
Total Volume and Open Interest 303 9,987 +302
Japanese Gov't Bonds(SGX)
Dec10 100929 143.03 143.44 143.03 143.36 +0.27 2,125 21,456 +563
Mar11 100929 141.27 141.27 141.27 141.27 +0.27      
Jun11 100929 139.18 139.18 139.18 139.18 +0.27      
Total Volume and Open Interest 2,125 21,456 +563
Euro-Bund(EUREX)
Dec10 100929 131.79 132.03 131.46 131.81 +0.02 1,150,195 912,586 -2,297
Mar11 100929 131.84 132.16 131.62 131.91 +0.07 208 2,563 +51
Jun11 100929 130.81 130.81 130.81 130.81 +0.02 300 300 +300
Total Volume and Open Interest 1,150,703 915,449 -1,946
Euro-Bobl(EUREX)
Dec10 100929 120.92 121.00 120.67 120.79 -0.15 552,541 716,859 -9,313
Mar11 100929 120.73 120.73 120.73 120.73 -0.10 4,339 40,787 +4,240
Jun11 100929 120.63 120.63 120.63 120.63 -0.15 20 0 +0
Total Volume and Open Interest 556,900 757,646 -5,073
3-Mth Euribor(EUREX)
Sep10 100913 99.125 99.125 99.120 99.120 -0.005 228 3,201 -135
Dec10 100929 99.020 99.020 98.980 98.995 -0.010 85 4,184 -50
Mar11 100929 98.925 98.925 98.870 98.890 -0.020 583 2,642 -287
Total Volume and Open Interest 844 11,770 -366
Long Gilt(LIFFE)
Dec10 100929 124~14 124~25 124~10 124~23 +0~07 109,497 273,658 +5,672
Mar11 100929 123~21 123~21 123~21 123~21 -5~15      
Total Volume and Open Interest 109,497 273,658 +1,393
3-Mth Short Sterling(LIFFE)
Dec10 100929 99.24 99.25 99.23 99.24 unch 29,864 350,961 +5,322
Mar11 100929 99.18 99.20 99.18 99.20 +0.01 38,050 295,298 +6,749
Jun11 100929 99.12 99.13 99.10 99.12 +0.01 65,326 260,818 -258
Sep11 100929 99.01 99.03 99.00 99.02 +0.01 62,820 322,123 +7,236
Dec11 100929 98.88 98.90 98.86 98.88 +0.01 76,466 428,863 +10,727
Mar12 100929 98.72 98.75 98.70 98.72 +0.01 40,722 253,101 +1,056
Total Volume and Open Interest 371,181 2,263,693 +38,625
3-Mth Euribor(LIFFE)
Dec10 100929 99.005 99.025 98.975 98.995 -0.010 158,987 598,104 +14,541
Mar11 100929 98.910 98.930 98.860 98.890 -0.020 152,207 573,158 +18,207
Jun11 100929 98.840 98.855 98.770 98.800 -0.035 162,002 443,008 +20,322
Total Volume and Open Interest 1,164,783 3,068,844 +93,529
3-Mth Aus T-Bills(SFE)
Dec10 100929 94.92 94.92 94.89 94.90 -0.02 10,024 181,450 +1,725
Mar11 100929 94.82 94.82 94.79 94.81 -0.01 10,907 117,650 +1,021
Jun11 100929 94.75 94.76 94.71 94.73 -0.02 6,150 76,470 -518
Sep11 100929 94.70 94.72 94.67 94.69 -0.01 2,848 52,167 -1,306
Dec11 100929 94.64 94.67 94.64 94.65 -0.02 1,478 32,458 -902
Mar12 100929 94.64 94.65 94.62 94.63 -0.01 1,010 33,931 -231
Jun12 100929 94.62 94.64 94.60 94.62 unch 901 20,335 +268
Sep12 100929 94.61 94.63 94.59 94.60 -0.01 704 6,800 +601
Dec12 100929 94.58 94.58 94.58 94.58 -0.01 0 1,447 +0
Mar13 100929 94.58 94.58 94.58 94.58 -0.01 0 1,095 +0
Total Volume and Open Interest 34,022 523,861 +658
10-Year Aus T-Bonds(SFE)
Dec10 100929 94.92 94.95 94.89 94.93 +0.02 42,624 347,292 +10,825
Mar11 100929 94.93 94.93 94.93 94.93 +0.02      
Total Volume and Open Interest 42,624 347,292 +10,825
3-Year Aus T-Bonds(SFE)
Dec10 100929 95.12 95.14 95.07 95.10 -0.01 124,339 433,275 +23,194
Mar11 100929 95.10 95.10 95.10 95.10 -0.01      
Total Volume and Open Interest 124,339 433,275 +23,194
Gold(CMX)
Oct10 100929 1309.4 1312.5 1305.0 1308.5 +1.9 25,190 11,503 -13,095
Dec10 100929 1310.8 1314.8 1306.1 1310.3 +2.0 205,176 429,441 +11,123
Feb11 100929 1312.5 1315.7 1308.0 1312.1 +2.1 5,226 30,568 +2,165
Apr11 100929 1315.0 1315.6 1310.9 1313.6 +2.1 789 17,350 -63
Jun11 100929 1315.0 1317.7 1311.3 1315.2 +2.1 1,459 16,895 +959
Aug11 100929 1317.3 1318.0 1315.0 1316.8 +2.2 61 10,447 +49
Oct11 100929 1318.5 1319.7 1318.5 1318.5 +2.2 10 7,905 +3
Dec11 100929 1322.4 1323.3 1318.0 1320.3 +2.2 870 17,809 +703
Feb12 100929 1322.9 1323.1 1321.2 1322.3 +2.3 349 6,730 +45
Apr12 100929 1324.3 1324.3 1324.3 1324.3 +2.4 50 6,285 +0
Jun12 100929 1326.6 1326.6 1326.6 1326.6 +2.5 50 10,020 +40
Total Volume and Open Interest 243,074 619,347 +3,217
Silver(CMX)
Dec10 100929 2177.5 2207.5 2171.0 2195.2 +24.5 52,370 107,896 +1,726
Mar11 100929 2183.5 2205.5 2179.0 2200.4 +24.6 2,397 17,126 -187
May11 100929 2190.0 2204.0 2184.5 2203.1 +24.7 661 8,702 +168
Jul11 100929 2198.0 2205.6 2187.0 2205.6 +24.7 1,987 6,467 +359
Sep11 100929 2211.0 2211.0 2188.0 2208.0 +24.8 134 3,654 +117
Dec11 100929 2203.5 2215.0 2196.0 2211.6 +25.0 351 4,619 +80
Mar12 100929 2215.1 2215.1 2215.1 2215.1 +25.2 0 129 +0
Total Volume and Open Interest 58,368 154,210 +2,322
Platinum(NYMEX)
Oct10 100929 1636.0 1651.3 1635.0 1649.4 +13.7 5,572 2,600 -3,158
Jan11 100929 1640.5 1658.0 1639.9 1656.6 +15.9 7,717 35,399 +2,478
Apr11 100929 1655.8 1660.5 1652.0 1659.6 +15.7 43 520 +28
Jul11 100929 1662.9 1662.9 1662.9 1662.9 +15.7 0 3 +0
Total Volume and Open Interest 13,340 38,523 -653
Palladium(NYMEX)
Dec10 100929 564.00 572.75 563.15 567.30 +6.85 2,431 23,507 +84
Mar11 100929 566.65 572.90 566.65 568.40 +6.75 10 652 +0
Jun11 100929 569.35 569.35 569.35 569.35 +6.75 1 13 +1
Total Volume and Open Interest 2,446 24,172 +61
Copper(CMX)
Dec10 100929 363.40 367.35 361.95 366.15 +2.45 25,851 94,226 +1,259
Mar11 100929 363.95 368.00 363.55 366.95 +2.50 2,020 30,368 +402
May11 100929 366.35 366.90 366.25 366.70 +2.50 123 5,819 +14
Jul11 100929 366.10 366.10 366.10 366.10 +2.40 73 3,303 +4
Sep11 100929 365.35 365.35 365.35 365.35 +2.25 11 3,162 +11
Total Volume and Open Interest 29,194 147,602 +901
DJIA Index(CBOT)
Dec10 100929 10795 10812 10739 10780 -8 479 3,969 +32
Mar11 100929 10714 10723 10714 10714 -9 1 11 +1
Jun11 100929 10657 10665 10657 10657 -8      
Sep11 100929 10600 10606 10600 10600 -6      
Total Volume and Open Interest 480 3,980 +33
E-mini DJIA Index(CBOT)
Sep10 100917 10626 10643 10613 10643 +25 21,643 30,864 -7,750
Dec10 100929 10791 10830 10735 10780 -8 156,699 88,614 +3,589
Mar11 100929 10731 10731 10686 10714 -9 38 244 +1
Jun11 100929 10657 10657 10657 10657 -8 0 1 +0
Total Volume and Open Interest 156,737 88,859 +3,590
S & P 500(CME)
Dec10 100929 1142.10 1146.70 1135.70 1140.90 -0.80 13,726 293,085 +3,312
Mar11 100929 1135.60 1138.40 1129.90 1135.60 -0.80 50 2,712 +43
Jun11 100929 1130.80 1133.60 1125.10 1130.80 -0.80 0 1,473 +0
Sep11 100929 1126.30 1129.10 1120.60 1126.30 -0.80      
Total Volume and Open Interest 13,776 297,270 +3,355
S & P 500 E-Mini(Globex)
Dec10 100929 1141.75 1146.75 1135.50 1141.00 -0.75 2,305,031 2,566,485 +9,304
Mar11 100929 1136.75 1141.00 1130.75 1135.50 -1.00 1,282 4,154 +677
Total Volume and Open Interest 2,306,324 2,570,715 +9,983
NASDAQ 100(CME)
Dec10 100929 2010.50 2018.00 1998.00 2009.00 +0.50 2,957 12,956 +1,881
Mar11 100929 2006.30 2008.00 2000.00 2006.30 +0.30 0 2 +0
Jun11 100929 2003.80 2003.80 2003.50 2003.80 +0.30      
Total Volume and Open Interest 2,957 12,958 +1,881
NASDAQ 100 E-Mini(Globex)
Dec10 100929 2009.80 2018.50 1998.50 2009.00 +0.50 440,359 412,641 +13,847
Mar11 100929 2011.50 2015.50 1995.80 2006.30 +0.30 189 165 +33
Total Volume and Open Interest 440,548 412,807 +13,880
S & P Midcap 400(CME)
Dec10 100929 796.50 802.00 796.00 799.90 +2.60 2 948 +0
Mar11 100929 797.90 797.90 795.30 797.90 +2.60      
Jun11 100929 795.90 795.90 793.30 795.90 +2.60      
Total Volume and Open Interest 2 948 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec10 100929 9570 9645 9515 9560 +45 11,824 31,418 +1,296
Mar11 100929 9590 9590 9545 9590 +45      
Total Volume and Open Interest 11,824 31,418 +1,296
Nikkei 225(SGX)
Dec10 100929 9460 9610 9420 9555 +55 72,247 154,270 -8,159
Mar11 100929 9545 9590 9545 9545 +50 39 289 -7
Jun11 100929 9480 9480 9480 9480 +55 0 2,086 +0
Total Volume and Open Interest 72,401 165,820 -8,051
CAC 40(EURONEXT)
Oct10 100929 3769.0 3801.5 3726.0 3737.0 -27.5 185,458 394,155 +27,770
Nov10 100929 3764.5 3773.0 3719.0 3719.0 -27.5 549 10,578 -3
Dec10 100929 3756.0 3773.0 3709.0 3716.5 -27.5 71 37,931 -980
Total Volume and Open Interest 186,078 442,759 +26,787
Hang Seng Index(HKFE)
Sep10 100929 22243 22414 22238 22382 +260 88,900 52,171 -28,878
Oct10 100929 22271 22472 22256 22347 +211 73,109 102,572 +39,127
Total Volume and Open Interest 163,311 158,622 +10,694
DAX(EUREX)
Sep10 100917 6310.0 6328.5 6297.0 6303.5 +52.0 148,947 51,273 -17,359
Dec10 100929 6286.0 6336.5 6230.0 6258.0 -28.0 198,141 162,798 -1,777
Mar11 100929 6306.0 6332.0 6242.5 6269.5 -28.0 173 7,227 -9
Total Volume and Open Interest 198,512 171,081 -1,849
FT-SE 100(EURONEXT)
Dec10 100929 5586.00 5606.00 5522.50 5546.50 -10.50 143,412 615,989 -6,520
Mar11 100929 5489.50 5504.50 5489.50 5504.50 -10.50 13 1,329 +7
Jun11 100929 5460.50 5460.50 5460.50 5460.50 -10.50 0 265 +0
Total Volume and Open Interest 143,425 617,583 -6,513
SPI 200(SFE)
Sep10 100916 4658.0 4677.0 4630.0 4677.0 +20.0 10,340 95,465 -66,268
Dec10 100929 4687.0 4723.0 4662.0 4673.0 -25.0 32,003 204,322 +5,317
Mar11 100929 4711.0 4711.0 4658.0 4667.0 -28.0 10 1,462 +1
Total Volume and Open Interest 32,125 207,897 +5,288
GSCI(CME)
Oct10 100929 539.50 539.50 527.75 539.50 +7.70 164 11,956 +92
Nov10 100929 544.50 544.50 533.00 544.50 +7.70 0 1,334 +0
Dec10 100929 551.00 551.00 540.00 551.00 +7.70      
Total Volume and Open Interest 164 13,290 +92
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.

Banner

Login

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