|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu July 02, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090702 |
1258.50 |
1258.50 |
1223.00 |
1243.00 |
-15.50 |
20,912 |
9,500 |
-7,388 |
| Aug09 |
090702 |
1160.00 |
1171.00 |
1131.50 |
1154.00 |
-6.50 |
34,425 |
70,549 |
+229 |
| Sep09 |
090702 |
1073.00 |
1081.00 |
1042.00 |
1061.00 |
-7.50 |
7,882 |
20,218 |
+255 |
| Nov09 |
090702 |
1016.00 |
1029.00 |
988.00 |
1006.00 |
-9.50 |
96,746 |
246,889 |
-2 |
| Jan10 |
090702 |
1020.00 |
1031.00 |
990.25 |
1007.75 |
-9.75 |
4,190 |
26,601 |
+1,074 |
| Mar10 |
090702 |
1010.00 |
1022.50 |
992.00 |
1001.00 |
-10.00 |
1,175 |
17,504 |
-96 |
| May10 |
090702 |
1001.00 |
1003.75 |
969.50 |
983.50 |
-8.00 |
1,448 |
10,181 |
-83 |
| Total Volume and Open Interest |
170,812 |
435,336 |
-5,184 |
| Soybean Meal(CBOT) |
| Jul09 |
090702 |
419.90 |
420.30 |
407.00 |
411.20 |
-7.00 |
10,587 |
8,743 |
-1,764 |
| Aug09 |
090702 |
384.70 |
389.50 |
375.80 |
382.20 |
-2.00 |
19,446 |
33,802 |
+164 |
| Sep09 |
090702 |
349.80 |
355.70 |
342.50 |
348.80 |
-0.40 |
5,856 |
25,240 |
+900 |
| Oct09 |
090702 |
325.40 |
327.00 |
319.00 |
323.70 |
-0.80 |
3,036 |
18,996 |
+665 |
| Dec09 |
090702 |
315.70 |
321.90 |
308.00 |
314.70 |
-1.00 |
26,045 |
75,794 |
-2,158 |
| Jan10 |
090702 |
312.10 |
312.50 |
301.50 |
307.10 |
-1.30 |
1,155 |
5,857 |
+323 |
| Mar10 |
090702 |
299.00 |
304.80 |
299.00 |
301.00 |
-1.10 |
1,066 |
4,748 |
+314 |
| May10 |
090702 |
290.60 |
296.00 |
290.10 |
292.50 |
-0.60 |
799 |
6,544 |
+90 |
| Total Volume and Open Interest |
68,823 |
185,031 |
-1,179 |
| Soybean Oil(CBOT) |
| Jul09 |
090702 |
36.12 |
36.12 |
35.06 |
35.18 |
-0.64 |
23,993 |
13,562 |
-1,114 |
| Aug09 |
090702 |
36.07 |
36.30 |
35.22 |
35.34 |
-0.68 |
36,302 |
44,422 |
+1,195 |
| Sep09 |
090702 |
36.19 |
36.47 |
35.38 |
35.50 |
-0.69 |
12,222 |
32,314 |
-75 |
| Oct09 |
090702 |
36.34 |
36.34 |
35.54 |
35.66 |
-0.68 |
5,886 |
17,377 |
-144 |
| Dec09 |
090702 |
36.78 |
36.95 |
35.88 |
36.02 |
-0.68 |
40,369 |
103,206 |
-1,066 |
| Jan10 |
090702 |
36.36 |
36.86 |
36.26 |
36.36 |
-0.68 |
2,577 |
9,292 |
+831 |
| Mar10 |
090702 |
36.71 |
37.02 |
36.58 |
36.59 |
-0.71 |
2,736 |
5,715 |
+1,751 |
| May10 |
090702 |
37.00 |
37.21 |
36.71 |
36.71 |
-0.71 |
1,562 |
4,863 |
+535 |
| Total Volume and Open Interest |
127,601 |
241,726 |
+2,744 |
| Canola(WCE) |
| Jul09 |
090702 |
456.6 |
463.5 |
455.2 |
462.0 |
-85.8 |
|
|
|
| Nov09 |
090702 |
461.0 |
465.0 |
456.1 |
461.6 |
+6.1 |
5,779 |
86,336 |
-211 |
| Jan10 |
090702 |
463.2 |
469.0 |
460.7 |
465.6 |
+6.0 |
75 |
8,678 |
+33 |
| Mar10 |
090702 |
470.2 |
473.9 |
469.9 |
469.9 |
+6.0 |
12 |
1,750 |
-5 |
| May10 |
090702 |
471.4 |
471.4 |
471.4 |
471.4 |
+6.0 |
0 |
501 |
+0 |
| Total Volume and Open Interest |
6,883 |
101,827 |
-907 |
| Corn(CBOT) |
| Jul09 |
090702 |
350.75 |
352.50 |
342.00 |
345.75 |
-6.00 |
54,514 |
34,400 |
-9,228 |
| Sep09 |
090702 |
356.50 |
357.00 |
345.00 |
345.75 |
-10.75 |
61,145 |
297,163 |
-256 |
| Dec09 |
090702 |
369.25 |
369.75 |
356.75 |
357.50 |
-11.75 |
80,556 |
400,096 |
-3,120 |
| Mar10 |
090702 |
382.50 |
383.00 |
370.50 |
371.00 |
-11.50 |
17,336 |
64,541 |
+2,184 |
| May10 |
090702 |
392.00 |
392.00 |
380.50 |
380.50 |
-11.50 |
3,945 |
15,233 |
-1,120 |
| Jul10 |
090702 |
400.25 |
400.25 |
389.75 |
389.75 |
-12.00 |
9,175 |
36,950 |
-1,175 |
| Total Volume and Open Interest |
243,384 |
921,769 |
-14,465 |
| Wheat(CBOT) |
| Jul09 |
090702 |
507.50 |
511.00 |
499.50 |
500.25 |
-6.00 |
21,833 |
11,727 |
-5,321 |
| Sep09 |
090702 |
536.00 |
542.00 |
527.25 |
529.00 |
-6.50 |
62,920 |
145,197 |
+1,271 |
| Dec09 |
090702 |
562.75 |
567.75 |
553.50 |
555.00 |
-6.50 |
22,388 |
96,436 |
+3,815 |
| Mar10 |
090702 |
585.00 |
585.00 |
571.75 |
572.75 |
-6.75 |
2,681 |
12,618 |
+384 |
| May10 |
090702 |
590.00 |
592.00 |
584.50 |
584.50 |
-6.75 |
717 |
1,775 |
+377 |
| Total Volume and Open Interest |
112,938 |
312,850 |
+1,102 |
| Wheat(KCBT) |
| Jul09 |
090702 |
563.75 |
563.75 |
554.75 |
554.75 |
-9.00 |
3,839 |
2,722 |
-1,456 |
| Sep09 |
090702 |
572.50 |
578.50 |
563.25 |
564.25 |
-9.25 |
14,261 |
39,511 |
+1,572 |
| Dec09 |
090702 |
590.00 |
595.25 |
580.00 |
580.75 |
-9.25 |
4,333 |
29,732 |
+426 |
| Mar10 |
090702 |
603.25 |
606.25 |
596.50 |
596.75 |
-9.50 |
554 |
3,406 |
+157 |
| May10 |
090702 |
614.00 |
617.50 |
607.25 |
607.50 |
-9.25 |
336 |
858 |
+123 |
| Total Volume and Open Interest |
24,143 |
86,996 |
+1,010 |
| Wheat(MGE) |
| Jul09 |
090702 |
620.75 |
622.25 |
618.00 |
618.00 |
-8.75 |
342 |
322 |
-234 |
| Sep09 |
090702 |
633.50 |
635.50 |
618.25 |
622.50 |
-11.00 |
4,461 |
13,528 |
+559 |
| Dec09 |
090702 |
646.50 |
647.25 |
628.25 |
632.25 |
-13.75 |
1,529 |
10,067 |
+299 |
| Mar10 |
090702 |
653.00 |
656.50 |
640.00 |
644.25 |
-14.75 |
363 |
2,865 |
+215 |
| May10 |
090702 |
660.00 |
662.75 |
647.50 |
650.25 |
-14.50 |
232 |
1,057 |
+114 |
| Total Volume and Open Interest |
7,367 |
33,396 |
+1,073 |
| Oats(CBOT) |
| Jul09 |
090702 |
217.75 |
225.50 |
213.25 |
215.50 |
-10.00 |
105 |
262 |
-63 |
| Sep09 |
090702 |
233.00 |
233.00 |
222.00 |
224.50 |
-10.50 |
544 |
3,681 |
+30 |
| Dec09 |
090702 |
244.50 |
246.25 |
233.75 |
236.75 |
-10.00 |
865 |
8,342 |
+59 |
| Mar10 |
090702 |
252.00 |
258.75 |
248.75 |
248.75 |
-10.00 |
2 |
1,295 |
+0 |
| Total Volume and Open Interest |
1,516 |
13,668 |
+26 |
| Rough Rice(CBOT) |
| Jul09 |
090702 |
12.60 |
12.79 |
12.60 |
12.77 |
+0.34 |
146 |
377 |
-407 |
| Sep09 |
090702 |
12.52 |
12.95 |
12.52 |
12.89 |
+0.36 |
488 |
4,869 |
+188 |
| Nov09 |
090702 |
12.70 |
12.98 |
12.64 |
12.92 |
+0.28 |
177 |
2,000 |
-25 |
| Jan10 |
090702 |
12.71 |
13.10 |
12.71 |
13.09 |
+0.32 |
0 |
259 |
+0 |
| Total Volume and Open Interest |
835 |
8,012 |
-221 |
| Live Cattle(CME) |
| Aug09 |
090702 |
85.535 |
85.535 |
84.500 |
84.885 |
-0.865 |
29,210 |
99,973 |
-2,498 |
| Oct09 |
090702 |
90.250 |
90.430 |
89.400 |
90.230 |
-0.555 |
16,965 |
65,293 |
+2,481 |
| Dec09 |
090702 |
89.650 |
90.150 |
89.200 |
90.050 |
-0.085 |
5,835 |
29,421 |
-132 |
| Feb10 |
090702 |
89.650 |
90.300 |
89.100 |
90.100 |
+0.200 |
3,368 |
11,496 |
+257 |
| Apr10 |
090702 |
90.430 |
91.035 |
90.250 |
90.600 |
-0.400 |
675 |
5,900 |
+463 |
| Jun10 |
090702 |
87.430 |
88.285 |
87.300 |
88.050 |
+0.120 |
211 |
1,757 |
+49 |
| Total Volume and Open Interest |
56,279 |
214,047 |
+342 |
| Feeder Cattle(CME) |
| Aug09 |
090702 |
103.750 |
103.750 |
102.350 |
103.450 |
-0.335 |
5,409 |
13,876 |
-602 |
| Sep09 |
090702 |
102.035 |
102.300 |
101.000 |
102.135 |
-0.045 |
860 |
3,169 |
+131 |
| Oct09 |
090702 |
102.250 |
102.600 |
100.900 |
102.480 |
+0.230 |
2,176 |
5,389 |
+338 |
| Nov09 |
090702 |
102.000 |
102.500 |
101.050 |
102.500 |
+0.100 |
456 |
1,241 |
+71 |
| Jan10 |
090702 |
100.500 |
101.400 |
100.400 |
101.400 |
+0.400 |
82 |
369 |
+17 |
| Mar10 |
090702 |
99.600 |
100.200 |
99.500 |
100.200 |
+0.200 |
8 |
57 |
+4 |
| Apr10 |
090702 |
99.700 |
99.700 |
99.700 |
99.700 |
-0.200 |
8 |
27 |
+7 |
| Total Volume and Open Interest |
8,999 |
24,132 |
-34 |
| Lean Hogs(CME) |
| Jul09 |
090702 |
59.700 |
60.380 |
58.950 |
59.985 |
+0.735 |
4,122 |
11,445 |
-750 |
| Aug09 |
090702 |
61.200 |
61.430 |
59.600 |
61.150 |
+0.450 |
21,452 |
59,139 |
-1,264 |
| Oct09 |
090702 |
57.430 |
57.430 |
56.035 |
57.180 |
+0.250 |
11,016 |
32,127 |
+1,850 |
| Dec09 |
090702 |
57.200 |
58.500 |
56.500 |
58.250 |
+1.050 |
5,182 |
20,233 |
+900 |
| Feb10 |
090702 |
62.800 |
63.800 |
61.650 |
63.800 |
+1.200 |
2,768 |
4,940 |
+263 |
| Apr10 |
090702 |
66.550 |
67.250 |
65.700 |
67.225 |
+0.825 |
852 |
3,187 |
+229 |
| May10 |
090702 |
71.200 |
72.800 |
71.000 |
72.800 |
+1.350 |
32 |
286 |
+28 |
| Jun10 |
090702 |
74.200 |
75.800 |
73.700 |
75.400 |
+1.200 |
371 |
1,808 |
+32 |
| Total Volume and Open Interest |
45,818 |
133,875 |
+1,302 |
| Pork Bellies(CME) |
| Jul09 |
090702 |
55.750 |
55.750 |
53.400 |
53.850 |
-1.550 |
46 |
107 |
-18 |
| Aug09 |
090702 |
57.650 |
57.650 |
54.035 |
54.180 |
-1.855 |
90 |
537 |
+41 |
| Feb10 |
090702 |
83.750 |
84.250 |
83.750 |
83.850 |
-1.900 |
1 |
121 |
+1 |
| Mar10 |
090702 |
82.000 |
83.750 |
82.000 |
82.000 |
-1.950 |
0 |
42 |
+0 |
| May10 |
090702 |
86.500 |
86.500 |
86.500 |
86.500 |
-1.000 |
|
|
|
| Total Volume and Open Interest |
137 |
807 |
+24 |
| Class III Milk(CME) |
| Jul09 |
090702 |
10.07 |
10.11 |
10.04 |
10.05 |
-0.03 |
245 |
4,296 |
+11 |
| Aug09 |
090702 |
10.58 |
10.61 |
10.51 |
10.52 |
-0.07 |
229 |
3,989 |
+37 |
| Sep09 |
090702 |
11.41 |
11.42 |
11.23 |
11.26 |
-0.16 |
215 |
3,748 |
+18 |
| Oct09 |
090702 |
12.28 |
12.29 |
12.15 |
12.17 |
-0.12 |
75 |
3,206 |
+11 |
| Nov09 |
090702 |
13.27 |
13.30 |
13.05 |
13.15 |
-0.15 |
111 |
3,106 |
+28 |
| Total Volume and Open Interest |
1,089 |
30,494 |
+137 |
| Cocoa(ICE) |
| Jul09 |
090702 |
2461 |
2477 |
2460 |
2477 |
unch |
1 |
26 |
+5 |
| Sep09 |
090702 |
2493 |
2520 |
2476 |
2494 |
-10 |
8,298 |
47,930 |
-1,988 |
| Dec09 |
090702 |
2509 |
2537 |
2500 |
2521 |
-10 |
2,097 |
28,297 |
+736 |
| Mar10 |
090702 |
2531 |
2537 |
2516 |
2534 |
-10 |
931 |
16,934 |
+430 |
| May10 |
090702 |
2544 |
2544 |
2544 |
2544 |
-7 |
415 |
4,223 |
+319 |
| Jul10 |
090702 |
2555 |
2555 |
2555 |
2555 |
-6 |
125 |
3,589 |
+60 |
| Sep10 |
090702 |
2562 |
2562 |
2559 |
2559 |
-5 |
27 |
2,334 |
+27 |
| Total Volume and Open Interest |
11,956 |
107,388 |
-363 |
| Coffee "C"(ICE) |
| Jul09 |
090702 |
116.40 |
116.85 |
115.00 |
115.05 |
-1.35 |
18 |
77 |
-12 |
| Sep09 |
090702 |
118.95 |
119.30 |
117.05 |
117.80 |
-1.25 |
6,066 |
67,278 |
+210 |
| Dec09 |
090702 |
121.55 |
122.10 |
120.05 |
120.75 |
-1.20 |
1,015 |
25,487 |
+1 |
| Mar10 |
090702 |
124.55 |
124.65 |
122.85 |
123.60 |
-1.15 |
468 |
11,074 |
-150 |
| May10 |
090702 |
126.40 |
126.40 |
124.75 |
125.50 |
-1.05 |
449 |
3,440 |
+297 |
| Jul10 |
090702 |
127.35 |
127.35 |
127.35 |
127.35 |
-1.05 |
183 |
1,459 |
-62 |
| Total Volume and Open Interest |
8,203 |
111,402 |
+286 |
| Orange Juice(ICE) |
| Jul09 |
090702 |
76.35 |
77.25 |
76.00 |
76.90 |
+0.10 |
2,235 |
283 |
-2,146 |
| Sep09 |
090702 |
79.95 |
80.05 |
79.15 |
79.45 |
-0.50 |
3,846 |
22,435 |
+991 |
| Nov09 |
090702 |
82.40 |
83.00 |
82.25 |
82.70 |
-0.40 |
513 |
6,011 |
+329 |
| Jan10 |
090702 |
85.75 |
85.75 |
85.75 |
85.75 |
-0.40 |
37 |
1,283 |
-6 |
| Mar10 |
090702 |
88.85 |
89.00 |
88.85 |
89.00 |
-0.45 |
18 |
920 |
+12 |
| May10 |
090702 |
92.25 |
92.25 |
92.25 |
92.25 |
-0.45 |
2 |
118 |
+0 |
| Total Volume and Open Interest |
6,651 |
31,285 |
-820 |
| Sugar #11(ICE) |
| Oct09 |
090702 |
17.71 |
17.82 |
17.40 |
17.58 |
-0.17 |
77,610 |
344,685 |
+3,369 |
| Mar10 |
090702 |
18.66 |
18.75 |
18.38 |
18.57 |
-0.17 |
32,194 |
153,911 |
-1,650 |
| May10 |
090702 |
17.91 |
18.44 |
17.91 |
18.20 |
-0.17 |
7,788 |
38,479 |
+274 |
| Jul10 |
090702 |
17.76 |
17.99 |
17.57 |
17.88 |
-0.13 |
5,653 |
66,629 |
+101 |
| Oct10 |
090702 |
17.61 |
17.85 |
17.50 |
17.72 |
-0.15 |
2,632 |
41,605 |
-896 |
| Total Volume and Open Interest |
130,907 |
716,632 |
-29,389 |
| Sugar #14(ICE) |
| Sep09 |
090702 |
22.75 |
22.75 |
22.75 |
22.75 |
unch |
50 |
2,376 |
-15 |
| Total Volume and Open Interest |
50 |
2,376 |
-15 |
| London Cocoa(LCE) |
| Jul09 |
090701 |
1581 |
1599 |
1570 |
1570 |
-11 |
2,490 |
43,797 |
-636 |
| Sep09 |
090702 |
1595 |
1607 |
1590 |
1601 |
+6 |
5,505 |
37,082 |
-417 |
| Dec09 |
090702 |
1605 |
1615 |
1598 |
1611 |
+7 |
2,103 |
28,050 |
-935 |
| Mar10 |
090702 |
1603 |
1607 |
1597 |
1607 |
+4 |
1,003 |
28,604 |
+328 |
| May10 |
090702 |
1602 |
1604 |
1592 |
1603 |
+1 |
215 |
14,979 |
+106 |
| Jul10 |
090702 |
1599 |
1605 |
1599 |
1605 |
+3 |
33 |
4,436 |
+22 |
| Sep10 |
090702 |
1603 |
1603 |
1603 |
1603 |
+3 |
16 |
2,727 |
-3 |
| Total Volume and Open Interest |
11,855 |
157,601 |
-6,039 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090702 |
461.60 |
462.20 |
449.50 |
450.30 |
-9.30 |
6,137 |
23,294 |
-674 |
| Oct09 |
090702 |
476.30 |
477.70 |
468.20 |
469.30 |
-5.50 |
3,768 |
37,950 |
+1,566 |
| Dec09 |
090702 |
479.70 |
480.30 |
473.50 |
475.20 |
-4.60 |
464 |
8,511 |
-22 |
| Mar10 |
090702 |
482.40 |
484.30 |
480.00 |
484.30 |
-2.90 |
608 |
10,446 |
+57 |
| May10 |
090702 |
475.80 |
477.30 |
475.80 |
477.30 |
-2.90 |
138 |
1,542 |
+74 |
| Total Volume and Open Interest |
11,137 |
84,198 |
+1,023 |
| Cotton(ICE) |
| Jul09 |
090702 |
56.75 |
56.88 |
55.63 |
56.80 |
+0.07 |
16 |
227 |
-76 |
| Oct09 |
090702 |
58.98 |
59.20 |
57.56 |
59.00 |
+0.37 |
245 |
2,656 |
-53 |
| Dec09 |
090702 |
61.00 |
61.29 |
59.33 |
60.92 |
+0.44 |
7,959 |
89,507 |
+435 |
| Mar10 |
090702 |
63.38 |
63.49 |
62.00 |
63.19 |
+0.47 |
187 |
11,354 |
-9 |
| May10 |
090702 |
64.35 |
64.41 |
64.35 |
64.39 |
+0.47 |
19 |
618 |
-3 |
| Jul10 |
090702 |
65.49 |
65.50 |
65.00 |
65.42 |
+0.39 |
16 |
1,858 |
+13 |
| Total Volume and Open Interest |
8,447 |
108,256 |
+304 |
| Lumber(CME) |
| Jul09 |
090702 |
188.5 |
188.9 |
184.7 |
188.7 |
-0.1 |
353 |
1,163 |
-165 |
| Sep09 |
090702 |
210.0 |
210.0 |
205.8 |
210.0 |
unch |
649 |
5,044 |
-243 |
| Nov09 |
090702 |
208.2 |
209.3 |
204.6 |
205.6 |
-3.0 |
103 |
1,259 |
-14 |
| Jan10 |
090702 |
227.1 |
229.5 |
224.0 |
229.5 |
-1.3 |
18 |
759 |
+0 |
| Total Volume and Open Interest |
1,137 |
8,273 |
-420 |
| Crude Oil(NYM) |
| Aug09 |
090702 |
69.22 |
69.74 |
66.26 |
66.73 |
-2.58 |
331,550 |
255,527 |
-8,414 |
| Sep09 |
090702 |
70.30 |
70.70 |
67.29 |
67.74 |
-2.53 |
96,310 |
157,535 |
+13,237 |
| Oct09 |
090702 |
71.06 |
71.35 |
68.20 |
68.65 |
-2.43 |
22,912 |
56,794 |
+3,125 |
| Nov09 |
090702 |
71.83 |
72.10 |
69.01 |
69.47 |
-2.31 |
8,863 |
29,849 |
+790 |
| Dec09 |
090702 |
72.57 |
72.64 |
69.69 |
70.16 |
-2.20 |
39,466 |
156,107 |
+2,250 |
| Jan10 |
090702 |
71.75 |
71.75 |
70.44 |
70.71 |
-2.13 |
4,178 |
28,461 |
+144 |
| Feb10 |
090702 |
71.15 |
71.25 |
71.05 |
71.14 |
-2.09 |
2,696 |
20,692 |
-535 |
| Mar10 |
090702 |
71.35 |
71.67 |
71.23 |
71.51 |
-2.07 |
3,713 |
18,866 |
-194 |
| Apr10 |
090702 |
72.02 |
72.04 |
71.80 |
71.88 |
-2.05 |
1,980 |
10,324 |
+27 |
| May10 |
090702 |
72.25 |
72.25 |
72.25 |
72.25 |
-2.02 |
931 |
9,904 |
-157 |
| Jun10 |
090702 |
73.44 |
73.44 |
72.50 |
72.62 |
-1.98 |
4,746 |
46,604 |
+109 |
| Jul10 |
090702 |
73.75 |
74.00 |
72.56 |
72.98 |
-1.95 |
916 |
37,518 |
+34 |
| Aug10 |
090702 |
73.28 |
73.28 |
73.28 |
73.28 |
-1.92 |
850 |
5,911 |
+151 |
| Sep10 |
090702 |
73.56 |
73.56 |
73.56 |
73.56 |
-1.91 |
708 |
12,138 |
+132 |
| Oct10 |
090702 |
73.84 |
73.84 |
73.84 |
73.84 |
-1.91 |
801 |
5,208 |
+270 |
| Nov10 |
090702 |
74.02 |
74.15 |
74.02 |
74.15 |
-1.91 |
775 |
8,114 |
+103 |
| Total Volume and Open Interest |
536,929 |
1,159,868 |
+11,994 |
| e-miNY Crude Oil(NYM) |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090702 |
69.225 |
69.750 |
66.200 |
66.725 |
-2.575 |
16,200 |
3,638 |
+420 |
| Sep09 |
090702 |
70.725 |
70.725 |
67.300 |
67.750 |
-2.525 |
603 |
552 |
+26 |
| Oct09 |
090702 |
70.950 |
70.950 |
68.500 |
68.650 |
-2.425 |
92 |
134 |
-18 |
| Nov09 |
090702 |
69.700 |
69.700 |
69.475 |
69.475 |
-2.300 |
5 |
21 |
+0 |
| Dec09 |
090702 |
71.975 |
72.125 |
69.900 |
70.150 |
-2.200 |
30 |
97 |
-14 |
| Jan10 |
090702 |
70.700 |
70.700 |
70.700 |
70.700 |
-2.150 |
0 |
1 |
+0 |
| Feb10 |
090702 |
71.150 |
71.150 |
71.150 |
71.150 |
-2.075 |
|
|
|
| Mar10 |
090702 |
71.500 |
71.500 |
71.500 |
71.500 |
-2.075 |
0 |
1 |
+0 |
| Apr10 |
090702 |
71.875 |
71.875 |
71.875 |
71.875 |
-2.050 |
|
|
|
| Total Volume and Open Interest |
16,930 |
4,519 |
+414 |
| Heating Oil(NYM) |
| Aug09 |
090702 |
176.40 |
177.00 |
169.47 |
170.16 |
-6.41 |
44,849 |
67,651 |
-2,423 |
| Sep09 |
090702 |
180.88 |
181.61 |
174.30 |
174.89 |
-6.43 |
15,354 |
38,141 |
+685 |
| Oct09 |
090702 |
185.82 |
185.82 |
178.82 |
179.46 |
-6.36 |
5,550 |
26,377 |
+93 |
| Nov09 |
090702 |
185.37 |
185.79 |
182.86 |
183.24 |
-6.19 |
2,225 |
15,660 |
+76 |
| Dec09 |
090702 |
192.70 |
192.70 |
185.92 |
186.55 |
-6.09 |
5,533 |
33,123 |
+217 |
| Jan10 |
090702 |
192.30 |
192.30 |
189.56 |
189.89 |
-5.97 |
2,081 |
15,524 |
+197 |
| Feb10 |
090702 |
191.89 |
193.25 |
191.63 |
192.09 |
-5.82 |
934 |
10,250 |
+109 |
| Mar10 |
090702 |
195.26 |
195.40 |
192.50 |
193.24 |
-5.67 |
752 |
7,051 |
+195 |
| Apr10 |
090702 |
194.00 |
194.16 |
193.04 |
193.54 |
-5.57 |
714 |
6,057 |
-18 |
| May10 |
090702 |
196.61 |
196.61 |
193.60 |
194.19 |
-5.47 |
746 |
6,506 |
+186 |
| Jun10 |
090702 |
198.00 |
198.00 |
194.58 |
195.04 |
-5.37 |
1,335 |
16,614 |
+374 |
| Jul10 |
090702 |
196.64 |
197.00 |
196.64 |
196.64 |
-5.37 |
116 |
2,672 |
+52 |
| Total Volume and Open Interest |
82,869 |
280,525 |
-5,930 |
| Gasoline(NYMEX) |
| Aug09 |
090702 |
185.93 |
186.96 |
177.55 |
179.08 |
-6.82 |
39,343 |
75,427 |
-3,947 |
| Sep09 |
090702 |
185.80 |
185.85 |
177.10 |
178.72 |
-7.01 |
13,032 |
43,009 |
-603 |
| Oct09 |
090702 |
176.90 |
176.90 |
169.22 |
169.89 |
-6.85 |
5,609 |
26,296 |
+631 |
| Nov09 |
090702 |
176.32 |
176.32 |
169.05 |
169.56 |
-6.76 |
2,384 |
10,497 |
+82 |
| Dec09 |
090702 |
177.42 |
177.42 |
170.15 |
170.79 |
-6.57 |
3,561 |
13,786 |
+621 |
| Jan10 |
090702 |
174.85 |
174.85 |
172.76 |
173.03 |
-6.51 |
650 |
6,651 |
+32 |
| Feb10 |
090702 |
175.48 |
175.48 |
175.48 |
175.48 |
-6.46 |
160 |
2,588 |
+96 |
| Mar10 |
090702 |
179.10 |
179.10 |
178.18 |
178.18 |
-6.46 |
87 |
3,163 |
-18 |
| Apr10 |
090702 |
191.83 |
191.83 |
191.83 |
191.83 |
-6.46 |
101 |
3,108 |
+15 |
| May10 |
090702 |
193.18 |
193.18 |
193.18 |
193.18 |
-6.46 |
75 |
1,676 |
+2 |
| Total Volume and Open Interest |
65,379 |
193,659 |
-8,349 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090702 |
179.08 |
179.08 |
179.08 |
179.08 |
-6.82 |
0 |
1 |
+0 |
| Sep09 |
090702 |
178.72 |
178.72 |
178.72 |
178.72 |
-7.01 |
|
|
|
| Oct09 |
090702 |
169.89 |
169.89 |
169.89 |
169.89 |
-6.85 |
|
|
|
| Nov09 |
090702 |
169.56 |
169.56 |
169.56 |
169.56 |
-6.76 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Aug09 |
090702 |
3.792 |
3.795 |
3.606 |
3.615 |
-0.180 |
88,475 |
135,541 |
+6,699 |
| Sep09 |
090702 |
3.939 |
3.940 |
3.750 |
3.757 |
-0.187 |
25,723 |
94,853 |
+3,424 |
| Oct09 |
090702 |
4.158 |
4.175 |
3.990 |
3.996 |
-0.182 |
11,846 |
77,667 |
+351 |
| Nov09 |
090702 |
4.810 |
4.837 |
4.685 |
4.692 |
-0.153 |
3,516 |
34,767 |
+67 |
| Dec09 |
090702 |
5.520 |
5.540 |
5.384 |
5.392 |
-0.143 |
2,702 |
43,367 |
+149 |
| Jan10 |
090702 |
5.828 |
5.844 |
5.699 |
5.707 |
-0.133 |
3,613 |
37,873 |
+230 |
| Feb10 |
090702 |
5.849 |
5.855 |
5.735 |
5.745 |
-0.130 |
693 |
20,020 |
+160 |
| Mar10 |
090702 |
5.766 |
5.820 |
5.680 |
5.687 |
-0.133 |
1,074 |
37,917 |
+96 |
| Apr10 |
090702 |
5.665 |
5.700 |
5.572 |
5.582 |
-0.130 |
1,102 |
34,583 |
-13 |
| May10 |
090702 |
5.705 |
5.715 |
5.615 |
5.627 |
-0.130 |
162 |
15,265 |
+18 |
| Jun10 |
090702 |
5.810 |
5.827 |
5.707 |
5.720 |
-0.132 |
271 |
8,805 |
+45 |
| Jul10 |
090702 |
5.950 |
5.950 |
5.830 |
5.837 |
-0.131 |
273 |
8,205 |
+171 |
| Aug10 |
090702 |
6.026 |
6.035 |
5.927 |
5.927 |
-0.131 |
401 |
9,353 |
-2 |
| Sep10 |
090702 |
6.091 |
6.091 |
5.992 |
5.992 |
-0.131 |
455 |
7,129 |
+101 |
| Oct10 |
090702 |
6.201 |
6.235 |
6.090 |
6.107 |
-0.131 |
434 |
16,362 |
+37 |
| Nov10 |
090702 |
6.560 |
6.560 |
6.435 |
6.452 |
-0.131 |
179 |
5,887 |
-25 |
| Total Volume and Open Interest |
142,683 |
712,804 |
+11,685 |
| Brent Crude Oil(ICE) |
| Aug09 |
090702 |
68.90 |
69.19 |
66.21 |
66.65 |
-2.14 |
161,134 |
141,458 |
-4,056 |
| Sep09 |
090702 |
69.45 |
69.76 |
66.79 |
67.20 |
-2.15 |
60,522 |
130,970 |
+2,450 |
| Oct09 |
090702 |
70.40 |
70.40 |
67.56 |
67.90 |
-2.12 |
27,549 |
62,009 |
-372 |
| Nov09 |
090702 |
70.43 |
70.56 |
68.34 |
68.70 |
-2.07 |
9,594 |
28,247 |
+985 |
| Dec09 |
090702 |
71.09 |
71.25 |
69.04 |
69.41 |
-2.02 |
18,933 |
80,761 |
+238 |
| Jan10 |
090702 |
71.43 |
71.43 |
69.75 |
70.00 |
-1.99 |
4,223 |
23,429 |
-489 |
| Feb10 |
090702 |
71.56 |
71.58 |
70.42 |
70.54 |
-1.96 |
2,574 |
15,684 |
+507 |
| Mar10 |
090702 |
71.15 |
71.15 |
70.96 |
71.03 |
-1.94 |
1,767 |
11,016 |
-165 |
| Apr10 |
090702 |
71.63 |
71.63 |
71.42 |
71.50 |
-1.93 |
741 |
5,054 |
-181 |
| May10 |
090702 |
71.93 |
71.93 |
71.93 |
71.93 |
-1.92 |
520 |
4,111 |
-81 |
| Jun10 |
090702 |
73.14 |
73.51 |
72.08 |
72.33 |
-1.90 |
1,178 |
28,894 |
+277 |
| Jul10 |
090702 |
72.72 |
72.72 |
72.72 |
72.72 |
-1.88 |
229 |
8,400 |
+48 |
| Aug10 |
090702 |
73.06 |
73.06 |
73.06 |
73.06 |
-1.86 |
145 |
5,960 |
+87 |
| Sep10 |
090702 |
73.38 |
73.38 |
73.38 |
73.38 |
-1.83 |
16 |
2,367 |
+6 |
| Total Volume and Open Interest |
294,297 |
689,091 |
+197 |
| Gas Oil(ICE) |
| Jul09 |
090702 |
553.50 |
556.00 |
534.00 |
535.25 |
-21.75 |
42,531 |
72,053 |
-2,641 |
| Aug09 |
090702 |
558.00 |
565.75 |
543.75 |
545.50 |
-22.00 |
54,777 |
80,065 |
-1,895 |
| Sep09 |
090702 |
575.00 |
575.00 |
555.00 |
556.50 |
-21.75 |
17,801 |
52,913 |
+2,239 |
| Oct09 |
090702 |
581.75 |
581.75 |
565.75 |
567.25 |
-21.25 |
6,888 |
35,951 |
+768 |
| Nov09 |
090702 |
590.75 |
591.50 |
576.00 |
577.25 |
-21.00 |
3,674 |
25,077 |
+582 |
| Dec09 |
090702 |
600.25 |
600.50 |
585.00 |
586.50 |
-20.75 |
10,634 |
63,556 |
+592 |
| Jan10 |
090702 |
606.50 |
607.25 |
595.00 |
596.00 |
-20.50 |
1,897 |
30,636 |
+878 |
| Feb10 |
090702 |
611.25 |
611.25 |
603.25 |
604.00 |
-20.00 |
674 |
14,932 |
+198 |
| Mar10 |
090702 |
615.75 |
615.75 |
609.75 |
610.25 |
-19.75 |
608 |
17,142 |
-8 |
| Apr10 |
090702 |
622.00 |
622.00 |
616.00 |
616.75 |
-19.50 |
580 |
8,503 |
+232 |
| Total Volume and Open Interest |
148,444 |
501,292 |
+2,344 |
| Ethanol(CBOT) |
| Jul09 |
090702 |
1.660 |
1.680 |
1.650 |
1.650 |
-0.005 |
36 |
168 |
-2 |
| Aug09 |
090702 |
1.550 |
1.555 |
1.550 |
1.550 |
-0.021 |
53 |
660 |
+21 |
| Sep09 |
090702 |
1.537 |
1.537 |
1.535 |
1.536 |
-0.016 |
51 |
487 |
+37 |
| Oct09 |
090702 |
1.530 |
1.530 |
1.530 |
1.530 |
-0.030 |
12 |
307 |
+11 |
| Nov09 |
090702 |
1.540 |
1.540 |
1.540 |
1.540 |
unch |
2 |
309 |
+2 |
| Dec09 |
090702 |
1.530 |
1.530 |
1.530 |
1.530 |
-0.020 |
2 |
376 |
+1 |
| Jan10 |
090702 |
1.525 |
1.530 |
1.525 |
1.528 |
-0.019 |
2 |
424 |
+0 |
| Feb10 |
090702 |
1.520 |
1.555 |
1.520 |
1.531 |
-0.029 |
25 |
456 |
-3 |
| Total Volume and Open Interest |
232 |
4,174 |
+94 |
| US Dollar Index(ICE) |
| Sep09 |
090702 |
79.850 |
80.585 |
79.850 |
80.495 |
+0.620 |
6,435 |
18,037 |
+216 |
| Dec09 |
090702 |
80.620 |
80.855 |
80.610 |
80.850 |
+0.595 |
81 |
2,081 |
+16 |
| Mar10 |
090702 |
81.145 |
81.145 |
81.145 |
81.145 |
+0.615 |
|
|
|
| Total Volume and Open Interest |
6,516 |
20,118 |
+232 |
| Australian Dollar(CME) |
| Sep09 |
090702 |
80.51 |
80.53 |
78.93 |
79.12 |
-1.37 |
67,108 |
90,787 |
+816 |
| Dec09 |
090702 |
78.60 |
79.95 |
78.44 |
78.59 |
-1.36 |
2 |
285 |
-1 |
| Mar10 |
090702 |
78.10 |
79.44 |
78.10 |
78.10 |
-1.34 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
67,110 |
91,088 |
+815 |
| British Pound(CME) |
| Sep09 |
090702 |
164.80 |
164.98 |
163.21 |
164.20 |
-0.54 |
127,499 |
91,496 |
+781 |
| Dec09 |
090702 |
164.10 |
164.86 |
163.20 |
164.15 |
-0.54 |
25 |
258 |
+4 |
| Mar10 |
090702 |
163.68 |
164.68 |
163.50 |
164.09 |
-0.56 |
|
|
|
| Total Volume and Open Interest |
127,544 |
91,776 |
+805 |
| Canadian Dollar(CME) |
| Sep09 |
090702 |
87.08 |
87.21 |
86.00 |
86.14 |
-0.95 |
61,266 |
77,571 |
+1,502 |
| Dec09 |
090702 |
87.06 |
87.20 |
86.08 |
86.18 |
-0.96 |
52 |
2,172 |
+26 |
| Mar10 |
090702 |
86.21 |
87.20 |
86.18 |
86.21 |
-0.99 |
27 |
495 |
+7 |
| Jun10 |
090702 |
86.27 |
87.26 |
86.23 |
86.27 |
-0.99 |
6 |
114 |
-1 |
| Total Volume and Open Interest |
61,352 |
80,508 |
+1,534 |
| Japanese Yen(CME) |
| Sep09 |
090702 |
103.62 |
104.57 |
103.28 |
104.47 |
+0.80 |
96,228 |
73,352 |
+288 |
| Dec09 |
090702 |
104.16 |
104.66 |
103.44 |
104.59 |
+0.79 |
68 |
184 |
+29 |
| Mar10 |
090702 |
103.84 |
104.76 |
103.82 |
104.76 |
+0.77 |
4 |
18 |
+4 |
| Total Volume and Open Interest |
96,300 |
73,555 |
+321 |
| Swiss Franc(CME) |
| Sep09 |
090702 |
93.20 |
93.20 |
92.01 |
92.48 |
-0.67 |
40,773 |
32,704 |
+573 |
| Dec09 |
090702 |
92.48 |
93.28 |
92.31 |
92.61 |
-0.67 |
2 |
103 |
+0 |
| Mar10 |
090702 |
92.79 |
93.45 |
92.69 |
92.79 |
-0.66 |
|
|
|
| Total Volume and Open Interest |
40,775 |
32,807 |
+573 |
| EuroFX(CME) |
| Sep09 |
090702 |
141.48 |
141.52 |
139.88 |
140.25 |
-1.22 |
233,978 |
113,651 |
+672 |
| Dec09 |
090702 |
141.35 |
141.40 |
139.86 |
140.21 |
-1.23 |
78 |
977 |
-8 |
| Mar10 |
090702 |
140.99 |
141.45 |
140.11 |
140.24 |
-1.21 |
33 |
323 |
+0 |
| Total Volume and Open Interest |
234,089 |
114,954 |
+664 |
| Mexican Peso(CME) |
| Jul09 |
090702 |
758.0 |
763.0 |
758.0 |
758.0 |
-5.0 |
|
|
|
| Aug09 |
090702 |
754.0 |
759.0 |
754.0 |
754.0 |
-5.0 |
|
|
|
| Total Volume and Open Interest |
9,307 |
54,055 |
+3,192 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090702 |
118~110 |
119~095 |
117~310 |
118~300 |
+0~225 |
282,646 |
698,220 |
+11,255 |
| Dec09 |
090702 |
117~030 |
117~295 |
116~295 |
117~200 |
+0~225 |
109 |
448 |
+28 |
| Mar10 |
090702 |
116~210 |
116~210 |
115~305 |
116~210 |
+0~225 |
2 |
41 |
-2 |
| Total Volume and Open Interest |
282,757 |
698,712 |
+11,281 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090702 |
116~105 |
117~020 |
116~050 |
116~270 |
+0~185 |
880,715 |
1,023,733 |
+5,753 |
| Dec09 |
090702 |
115~150 |
115~150 |
114~285 |
115~150 |
+0~185 |
8 |
43 |
+4 |
| Mar10 |
090702 |
114~150 |
114~150 |
113~285 |
114~150 |
+0~185 |
|
|
|
| Total Volume and Open Interest |
880,723 |
1,023,776 |
+5,757 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090702 |
115~002 |
115~071 |
114~105 |
115~061 |
+0~067 |
367,543 |
761,784 |
-455 |
| Dec09 |
090702 |
114~017 |
114~017 |
113~078 |
114~017 |
+0~067 |
1 |
500 |
+0 |
| Mar10 |
090702 |
114~017 |
114~017 |
113~078 |
114~017 |
+0~067 |
|
|
|
| Total Volume and Open Interest |
367,544 |
762,284 |
-13,508 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090702 |
108~048 |
108~048 |
108~047 |
108~047 |
+0~019 |
10 |
548,023 |
-710 |
| Dec09 |
090702 |
107~118 |
107~118 |
107~098 |
107~118 |
+0~020 |
0 |
1 |
+0 |
| Mar10 |
090702 |
107~118 |
107~118 |
107~098 |
107~118 |
+0~020 |
|
|
|
| Total Volume and Open Interest |
146,267 |
548,024 |
-2,032 |
| Eurodollars(CME) |
| Sep09 |
090702 |
99.355 |
99.405 |
99.355 |
99.390 |
+0.035 |
119,516 |
1,058,749 |
-3,581 |
| Dec09 |
090702 |
99.140 |
99.240 |
99.130 |
99.185 |
+0.045 |
184,841 |
906,794 |
+7,943 |
| Mar10 |
090702 |
98.890 |
99.025 |
98.870 |
98.955 |
+0.065 |
236,420 |
789,777 |
+6,767 |
| Jun10 |
090702 |
98.520 |
98.680 |
98.500 |
98.625 |
+0.105 |
244,966 |
550,754 |
-2,949 |
| Sep10 |
090702 |
98.150 |
98.335 |
98.125 |
98.280 |
+0.135 |
273,519 |
474,958 |
+6,104 |
| Dec10 |
090702 |
97.755 |
97.955 |
97.735 |
97.900 |
+0.140 |
186,726 |
606,208 |
-4,448 |
| Mar11 |
090702 |
97.420 |
97.620 |
97.390 |
97.560 |
+0.140 |
140,886 |
340,749 |
+2,304 |
| Jun11 |
090702 |
97.085 |
97.275 |
97.055 |
97.215 |
+0.130 |
107,712 |
323,095 |
+4,294 |
| Sep11 |
090702 |
96.800 |
96.970 |
96.760 |
96.905 |
+0.120 |
42,969 |
218,918 |
-72 |
| Dec11 |
090702 |
96.505 |
96.675 |
96.475 |
96.610 |
+0.110 |
37,461 |
143,856 |
-1,038 |
| Mar12 |
090702 |
96.290 |
96.470 |
96.275 |
96.405 |
+0.105 |
27,635 |
103,467 |
-862 |
| Jun12 |
090702 |
96.110 |
96.270 |
96.085 |
96.210 |
+0.100 |
25,450 |
111,420 |
+888 |
| Sep12 |
090702 |
95.960 |
96.105 |
95.925 |
96.045 |
+0.095 |
9,881 |
66,575 |
+423 |
| Dec12 |
090702 |
95.800 |
95.945 |
95.775 |
95.885 |
+0.090 |
6,911 |
56,831 |
-602 |
| Mar13 |
090702 |
95.680 |
95.835 |
95.680 |
95.785 |
+0.085 |
7,264 |
65,840 |
+173 |
| Jun13 |
090702 |
95.585 |
95.715 |
95.555 |
95.665 |
+0.080 |
5,415 |
34,371 |
+776 |
| Sep13 |
090702 |
95.475 |
95.605 |
95.455 |
95.560 |
+0.075 |
3,704 |
40,324 |
-226 |
| Dec13 |
090702 |
95.350 |
95.485 |
95.330 |
95.435 |
+0.070 |
2,433 |
29,889 |
+78 |
| Total Volume and Open Interest |
1,682,474 |
6,167,107 |
+17,391 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090702 |
99.795 |
99.805 |
99.790 |
99.795 |
+0.005 |
3,232 |
52,080 |
-457 |
| Aug09 |
090702 |
99.790 |
99.800 |
99.785 |
99.795 |
+0.010 |
2,003 |
46,011 |
-422 |
| Sep09 |
090702 |
99.765 |
99.785 |
99.760 |
99.775 |
+0.015 |
1,421 |
33,557 |
-298 |
| Oct09 |
090702 |
99.745 |
99.765 |
99.735 |
99.755 |
+0.020 |
3,084 |
35,350 |
-330 |
| Nov09 |
090702 |
99.700 |
99.735 |
99.690 |
99.720 |
+0.025 |
5,223 |
60,759 |
-41 |
| Dec09 |
090702 |
99.670 |
99.715 |
99.660 |
99.690 |
+0.025 |
5,149 |
36,690 |
-303 |
| Total Volume and Open Interest |
32,520 |
376,270 |
-57,816 |
| 30 Day Fed Funds(e-CBOT) |
| Jul09 |
090519 |
99.790 |
99.795 |
99.790 |
99.790 |
-0.010 |
5,385 |
41,577 |
+291 |
| Aug09 |
090519 |
99.770 |
99.780 |
99.770 |
99.780 |
+0.005 |
5,737 |
37,356 |
+148 |
| Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
| Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
| Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
+0.015 |
4,682 |
48,902 |
+609 |
| Dec09 |
090519 |
99.655 |
99.670 |
99.655 |
99.670 |
+0.015 |
3,891 |
25,478 |
+501 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Sep09 |
090702 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090702 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Mar10 |
090702 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Jun10 |
090702 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Sep10 |
090702 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
| Dec10 |
090702 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
| Mar11 |
090702 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090702 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
|
|
|
| Sep11 |
090702 |
99.23 |
99.24 |
99.23 |
99.24 |
+0.01 |
|
|
|
| Dec11 |
090702 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090702 |
99.49 |
99.50 |
99.49 |
99.50 |
unch |
66 |
10,097 |
-13 |
| Dec09 |
090702 |
99.51 |
99.52 |
99.51 |
99.51 |
+0.01 |
100 |
2,695 |
+0 |
| Mar10 |
090702 |
99.51 |
99.51 |
99.50 |
99.50 |
+0.01 |
50 |
2,525 |
+50 |
| Jun10 |
090702 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.01 |
0 |
1,043 |
+0 |
| Sep10 |
090702 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.01 |
0 |
281 |
+0 |
| Dec10 |
090702 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
0 |
252 |
+0 |
| Mar11 |
090702 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
0 |
412 |
+0 |
| Jun11 |
090702 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.01 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
216 |
19,045 |
+165 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090701 |
137.97 |
138.21 |
137.90 |
138.15 |
+0.78 |
1,906 |
15,589 |
-217 |
| Dec09 |
090702 |
137.84 |
137.84 |
137.84 |
137.84 |
+0.08 |
0 |
1 |
+0 |
| Mar10 |
090702 |
137.61 |
137.61 |
137.61 |
137.61 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
2,574 |
12,471 |
-357 |
| Euro-Bund(EUREX) |
| Sep09 |
090702 |
120.94 |
121.74 |
120.88 |
121.65 |
+0.73 |
659,386 |
847,242 |
-21,803 |
| Dec09 |
090702 |
119.81 |
120.32 |
119.81 |
120.32 |
+0.72 |
17 |
63 |
+6 |
| Mar10 |
090702 |
119.85 |
119.85 |
119.85 |
119.85 |
+0.44 |
|
|
|
| Total Volume and Open Interest |
659,403 |
847,305 |
-11,413 |
| Euro-Bobl(EUREX) |
| Sep09 |
090630 |
115.55 |
115.56 |
115.23 |
115.45 |
+0.50 |
333,989 |
652,324 |
+12,347 |
| Dec09 |
090702 |
114.32 |
114.70 |
114.32 |
114.69 |
+0.55 |
46 |
28 |
-40 |
| Mar10 |
090702 |
114.42 |
114.42 |
114.42 |
114.42 |
+0.56 |
|
|
|
| Total Volume and Open Interest |
409,576 |
669,018 |
-5,613 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090615 |
98.785 |
98.820 |
98.780 |
98.810 |
+0.035 |
0 |
14,453 |
-137 |
| Dec09 |
090702 |
98.860 |
98.925 |
98.860 |
98.925 |
+0.090 |
106 |
5,288 |
-33 |
| Mar10 |
090702 |
98.750 |
98.830 |
98.750 |
98.830 |
+0.115 |
66 |
2,789 |
+16 |
| Total Volume and Open Interest |
1,157 |
33,394 |
+68 |
| Long Gilt(LIFFE) |
| Sep09 |
090629 |
118~02 |
118~28 |
118~02 |
118~24 |
+0~20 |
71,825 |
219,335 |
-1,488 |
| Dec09 |
090702 |
117~26 |
117~26 |
117~26 |
117~26 |
+0~07 |
|
|
|
| Total Volume and Open Interest |
104,856 |
209,974 |
-7,326 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090702 |
98.91 |
98.98 |
98.90 |
98.97 |
+0.07 |
38,030 |
268,920 |
+1,801 |
| Dec09 |
090702 |
98.69 |
98.80 |
98.68 |
98.78 |
+0.11 |
59,695 |
281,338 |
+6,468 |
| Mar10 |
090702 |
98.36 |
98.51 |
98.35 |
98.48 |
+0.14 |
101,423 |
353,906 |
-10,648 |
| Jun10 |
090702 |
97.86 |
98.04 |
97.84 |
97.99 |
+0.16 |
92,338 |
282,311 |
-2,892 |
| Sep10 |
090702 |
97.33 |
97.54 |
97.31 |
97.48 |
+0.16 |
108,259 |
246,136 |
-3,299 |
| Dec10 |
090702 |
96.80 |
97.02 |
96.78 |
96.95 |
+0.15 |
64,888 |
206,650 |
-1,669 |
| Total Volume and Open Interest |
558,065 |
2,038,038 |
-1,795 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090702 |
98.965 |
99.035 |
98.955 |
99.020 |
+0.060 |
144,780 |
652,148 |
-30,309 |
| Dec09 |
090702 |
98.845 |
98.935 |
98.835 |
98.925 |
+0.090 |
138,438 |
525,301 |
+6,606 |
| Mar10 |
090702 |
98.735 |
98.840 |
98.715 |
98.830 |
+0.115 |
184,492 |
473,504 |
+164 |
| Total Volume and Open Interest |
863,805 |
3,164,034 |
-17,432 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090702 |
96.83 |
96.86 |
96.82 |
96.85 |
+0.01 |
18,787 |
293,392 |
+4,315 |
| Dec09 |
090702 |
96.68 |
96.74 |
96.66 |
96.72 |
+0.05 |
14,211 |
208,194 |
+4,139 |
| Mar10 |
090702 |
96.34 |
96.41 |
96.32 |
96.39 |
+0.05 |
8,016 |
127,493 |
+3,118 |
| Jun10 |
090702 |
95.89 |
95.96 |
95.87 |
95.95 |
+0.06 |
2,793 |
76,242 |
+79 |
| Sep10 |
090702 |
95.44 |
95.51 |
95.41 |
95.51 |
+0.07 |
1,433 |
48,449 |
+97 |
| Dec10 |
090702 |
95.07 |
95.14 |
95.05 |
95.13 |
+0.08 |
1,237 |
30,708 |
-47 |
| Mar11 |
090702 |
94.74 |
94.80 |
94.74 |
94.80 |
+0.08 |
1,169 |
18,823 |
+308 |
| Jun11 |
090702 |
94.42 |
94.48 |
94.39 |
94.48 |
+0.10 |
142 |
10,723 |
-95 |
| Sep11 |
090702 |
94.16 |
94.18 |
94.14 |
94.18 |
+0.09 |
32 |
3,237 |
+7 |
| Dec11 |
090702 |
93.87 |
93.89 |
93.87 |
93.89 |
+0.10 |
34 |
832 |
+25 |
| Total Volume and Open Interest |
48,115 |
818,961 |
+12,080 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090630 |
94.53 |
94.57 |
94.48 |
94.50 |
+0.09 |
25,303 |
301,360 |
-1,968 |
| Dec09 |
090702 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
25,941 |
319,837 |
+3,362 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090702 |
95.32 |
95.42 |
95.30 |
95.40 |
+0.08 |
85,688 |
488,692 |
+31,434 |
| Dec09 |
090702 |
95.30 |
95.30 |
95.30 |
95.30 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
85,688 |
488,692 |
+31,434 |
| Gold(CMX) |
| Aug09 |
090702 |
940.9 |
942.1 |
926.6 |
931.0 |
-10.3 |
102,293 |
227,294 |
-1,421 |
| Oct09 |
090702 |
943.1 |
943.1 |
928.4 |
932.3 |
-10.5 |
1,007 |
12,830 |
+234 |
| Dec09 |
090702 |
945.0 |
945.0 |
929.5 |
933.6 |
-10.6 |
5,048 |
52,918 |
+1,658 |
| Feb10 |
090702 |
942.4 |
942.4 |
932.5 |
934.6 |
-10.8 |
218 |
16,204 |
-60 |
| Apr10 |
090702 |
943.3 |
943.3 |
931.6 |
935.7 |
-10.9 |
197 |
16,364 |
+34 |
| Jun10 |
090702 |
939.5 |
942.0 |
935.0 |
937.2 |
-11.0 |
609 |
9,127 |
+389 |
| Aug10 |
090702 |
938.8 |
938.8 |
938.8 |
938.8 |
-11.2 |
14 |
3,677 |
+0 |
| Oct10 |
090702 |
940.8 |
940.8 |
940.8 |
940.8 |
-11.4 |
0 |
1,237 |
+0 |
| Dec10 |
090702 |
943.0 |
943.0 |
943.0 |
943.0 |
-11.6 |
231 |
13,298 |
-72 |
| Feb11 |
090702 |
945.7 |
945.7 |
945.7 |
945.7 |
-11.9 |
0 |
12 |
+0 |
| Apr11 |
090702 |
948.6 |
948.6 |
948.6 |
948.6 |
-12.3 |
|
|
|
| Jun11 |
090702 |
296.3 |
296.3 |
296.3 |
296.3 |
-12.7 |
3 |
9,150 |
+0 |
| Total Volume and Open Interest |
109,797 |
379,199 |
+632 |
| Silver(CMX) |
| Jul09 |
090702 |
1374.0 |
1374.0 |
1328.0 |
1339.3 |
-34.7 |
2,187 |
3,642 |
-939 |
| Sep09 |
090702 |
1376.5 |
1380.0 |
1329.0 |
1340.8 |
-35.2 |
24,016 |
59,480 |
+901 |
| Dec09 |
090702 |
1384.0 |
1384.5 |
1336.0 |
1344.8 |
-35.4 |
600 |
20,547 |
-26 |
| Mar10 |
090702 |
1347.6 |
1347.6 |
1347.6 |
1347.6 |
-35.5 |
200 |
6,651 |
+154 |
| May10 |
090702 |
1349.4 |
1349.4 |
1349.4 |
1349.4 |
-35.6 |
8 |
2,562 |
+1 |
| Jul10 |
090702 |
1351.2 |
1351.2 |
1344.0 |
1351.2 |
-35.7 |
182 |
2,981 |
-17 |
| Sep10 |
090702 |
1353.2 |
1353.2 |
1353.2 |
1353.2 |
-35.9 |
10 |
161 |
+0 |
| Total Volume and Open Interest |
27,320 |
104,594 |
+95 |
| Platinum(NYMEX) |
| Jul09 |
090702 |
1185.7 |
1187.6 |
1183.0 |
1186.6 |
-9.9 |
438 |
690 |
-323 |
| Oct09 |
090702 |
1205.0 |
1205.0 |
1186.0 |
1193.3 |
-11.8 |
1,721 |
22,089 |
+319 |
| Jan10 |
090702 |
1196.3 |
1196.3 |
1196.3 |
1196.3 |
-11.8 |
6 |
217 |
+0 |
| Total Volume and Open Interest |
2,165 |
22,996 |
-4 |
| Palladium(NYMEX) |
| Sep09 |
090702 |
254.00 |
254.25 |
247.15 |
252.00 |
-2.85 |
526 |
16,082 |
-18 |
| Dec09 |
090702 |
255.90 |
255.90 |
250.00 |
253.15 |
-2.80 |
12 |
361 |
+4 |
| Mar10 |
090702 |
254.65 |
254.65 |
254.65 |
254.65 |
-2.80 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
538 |
16,444 |
-14 |
| Copper(CMX) |
| Jul09 |
090702 |
232.30 |
232.45 |
225.25 |
229.00 |
-2.50 |
3,259 |
5,266 |
-3,217 |
| Sep09 |
090702 |
233.55 |
234.40 |
226.60 |
230.55 |
-2.50 |
20,695 |
73,564 |
+679 |
| Dec09 |
090702 |
234.20 |
235.20 |
227.75 |
231.60 |
-2.40 |
385 |
12,620 |
+95 |
| Mar10 |
090702 |
232.00 |
232.00 |
232.00 |
232.00 |
-2.30 |
54 |
2,357 |
+26 |
| May10 |
090702 |
232.10 |
232.10 |
232.10 |
232.10 |
-2.30 |
6 |
619 |
-1 |
| Total Volume and Open Interest |
24,668 |
104,189 |
-2,438 |
| Aluminum(CMX) |
| Jul09 |
090702 |
76.50 |
76.50 |
76.50 |
76.50 |
unch |
|
|
|
| Aug09 |
090702 |
77.00 |
77.00 |
77.00 |
77.00 |
unch |
|
|
|
| Sep09 |
090702 |
77.50 |
77.50 |
77.50 |
77.50 |
unch |
|
|
|
| Oct09 |
090702 |
5.91 |
5.91 |
5.91 |
5.91 |
unch |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Dec09 |
080724 |
1.17 |
1.17 |
1.17 |
1.17 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Sep09 |
090702 |
8445 |
8445 |
8235 |
8241 |
-207 |
2,124 |
7,828 |
-437 |
| Dec09 |
090702 |
8185 |
8392 |
8185 |
8185 |
-207 |
0 |
41 |
+0 |
| Mar10 |
090702 |
8139 |
8346 |
8139 |
8139 |
-207 |
0 |
1 |
+0 |
| Jun10 |
090702 |
8091 |
8298 |
8091 |
8091 |
-207 |
|
|
|
| Total Volume and Open Interest |
2,124 |
7,870 |
-437 |
| S & P 500(CME) |
| Sep09 |
090702 |
919.20 |
919.60 |
892.80 |
893.30 |
-25.90 |
35,468 |
383,976 |
+3,254 |
| Dec09 |
090702 |
902.00 |
902.00 |
889.00 |
889.00 |
-26.00 |
5 |
6,663 |
+0 |
| Mar10 |
090702 |
884.80 |
894.10 |
884.80 |
884.80 |
-26.30 |
0 |
3,172 |
+0 |
| Jun10 |
090702 |
881.80 |
891.60 |
881.80 |
881.80 |
-26.80 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
35,478 |
393,828 |
+3,259 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090702 |
919.25 |
919.75 |
892.75 |
893.25 |
-26.00 |
2,062,874 |
2,316,515 |
+12,888 |
| Dec09 |
090702 |
914.50 |
915.25 |
889.00 |
889.00 |
-26.00 |
1,568 |
8,598 |
+505 |
| Total Volume and Open Interest |
2,064,445 |
2,325,154 |
+13,395 |
| NASDAQ 100(CME) |
| Sep09 |
090702 |
1478.80 |
1479.00 |
1440.00 |
1445.30 |
-33.50 |
1,766 |
14,560 |
-49 |
| Dec09 |
090702 |
1443.50 |
1445.00 |
1443.50 |
1443.50 |
-33.50 |
0 |
12 |
+0 |
| Mar10 |
090702 |
1442.50 |
1444.00 |
1442.50 |
1442.50 |
-33.50 |
|
|
|
| Total Volume and Open Interest |
1,766 |
14,572 |
-49 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090702 |
1478.50 |
1479.30 |
1441.30 |
1445.00 |
-33.80 |
224,432 |
240,269 |
-7,602 |
| Dec09 |
090702 |
1474.50 |
1475.50 |
1440.50 |
1443.50 |
-33.50 |
72 |
252 |
+27 |
| Total Volume and Open Interest |
242,539 |
240,530 |
-7,575 |
| S & P Midcap 400(CME) |
| Sep09 |
090702 |
569.00 |
569.00 |
564.00 |
565.30 |
-17.10 |
117 |
2,428 |
+62 |
| Dec09 |
090702 |
563.30 |
563.90 |
563.30 |
563.30 |
-17.10 |
|
|
|
| Mar10 |
090702 |
561.30 |
561.90 |
561.30 |
561.30 |
-17.10 |
|
|
|
| Total Volume and Open Interest |
117 |
2,428 |
+62 |
| Russell 2000(CME) |
| Sep09 |
090702 |
0.30 |
0.30 |
0.30 |
0.05 |
unch |
0 |
5,973 |
+55 |
| Dec09 |
090702 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,283 |
+0 |
| Mar10 |
090702 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,211 |
+269 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090702 |
9985 |
9990 |
9870 |
9895 |
-40 |
100,740 |
158,873 |
+757 |
| Dec09 |
090702 |
9855 |
9855 |
9855 |
9855 |
-40 |
71 |
922 |
-40 |
| Total Volume and Open Interest |
102,022 |
165,959 |
+2,002 |
| Nikkei 225(SGX) |
| Sep09 |
090702 |
9985 |
9990 |
9870 |
9895 |
-40 |
100,740 |
158,873 |
+757 |
| Dec09 |
090702 |
9855 |
9855 |
9855 |
9855 |
-40 |
71 |
922 |
-40 |
| Mar10 |
090702 |
9875 |
9875 |
9875 |
9875 |
-40 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
102,022 |
165,959 |
+2,002 |
| CAC 40(EURONEXT) |
| Jul09 |
090702 |
3181.0 |
3204.5 |
3106.5 |
3115.0 |
-100.5 |
124,194 |
374,137 |
+9,386 |
| Aug09 |
090702 |
3186.5 |
3202.5 |
3115.5 |
3115.5 |
-100.5 |
123 |
831 |
+85 |
| Sep09 |
090702 |
3180.0 |
3195.5 |
3103.0 |
3110.0 |
-101.5 |
967 |
39,903 |
+490 |
| Total Volume and Open Interest |
125,284 |
417,629 |
+9,961 |
| Hang Seng Index(HKFE) |
| Jul09 |
090702 |
18649 |
18789 |
18010 |
18125 |
-295 |
66,245 |
76,677 |
+1,918 |
| Aug09 |
090702 |
18680 |
18750 |
17990 |
18100 |
-309 |
0 |
150 |
|
| Sep09 |
090702 |
18531 |
18661 |
17910 |
18026 |
-305 |
197 |
2,303 |
+27 |
| Total Volume and Open Interest |
83,046 |
79,772 |
-20,035 |
| DAX(EUREX) |
| Sep09 |
090702 |
4862.0 |
4881.5 |
4705.0 |
4731.5 |
-164.0 |
130,781 |
124,102 |
+2,782 |
| Dec09 |
090702 |
4852.0 |
4880.0 |
4712.0 |
4734.5 |
-165.5 |
212 |
8,149 |
+26 |
| Mar10 |
090702 |
4839.0 |
4851.5 |
4744.5 |
4744.5 |
-165.5 |
99 |
448 |
+62 |
| Total Volume and Open Interest |
131,092 |
132,699 |
+2,870 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090702 |
4287.00 |
4290.00 |
4175.50 |
4198.00 |
-96.50 |
123,457 |
609,014 |
-10,015 |
| Dec09 |
090702 |
4252.50 |
4257.50 |
4161.50 |
4170.00 |
-96.50 |
25 |
4,466 |
+9 |
| Mar10 |
090702 |
4141.00 |
4141.00 |
4141.00 |
4141.00 |
-96.50 |
|
|
|
| Total Volume and Open Interest |
123,482 |
613,480 |
-10,006 |
| SPI 200(SFE) |
| Sep09 |
090702 |
3870.0 |
3898.0 |
3842.0 |
3861.0 |
unch |
34,459 |
242,462 |
+3,982 |
| Dec09 |
090702 |
3875.0 |
3881.0 |
3869.0 |
3869.0 |
+1.0 |
38 |
3,504 |
+6 |
| Mar10 |
090702 |
3845.0 |
3845.0 |
3845.0 |
3845.0 |
+1.0 |
0 |
4,344 |
+0 |
| Total Volume and Open Interest |
34,497 |
250,543 |
+3,988 |
| GSCI(CME) |
| Jul09 |
090702 |
439.70 |
440.25 |
434.00 |
436.00 |
-13.00 |
476 |
15,872 |
-57 |
| Aug09 |
090702 |
447.00 |
447.50 |
440.00 |
441.30 |
-12.90 |
5 |
5 |
+5 |
| Sep09 |
090702 |
451.50 |
452.00 |
446.00 |
446.50 |
-12.70 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
481 |
15,879 |
-52 |
| Reuters CCI(ICE) |
| Aug09 |
090519 |
411.50 |
411.50 |
411.50 |
411.50 |
+6.00 |
0 |
417 |
+1 |
| Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+0 |
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
+8.50 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
0 |
151 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|