|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri July 03, 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 |
10,156 |
6,672 |
-2,828 |
| Aug09 |
090702 |
1160.00 |
1171.00 |
1131.50 |
1154.00 |
-6.50 |
41,729 |
71,761 |
+1,212 |
| Sep09 |
090702 |
1073.00 |
1081.00 |
1042.00 |
1061.00 |
-7.50 |
7,851 |
20,936 |
+718 |
| Nov09 |
090702 |
1016.00 |
1029.00 |
988.00 |
1006.00 |
-9.50 |
92,299 |
249,229 |
+2,340 |
| Jan10 |
090702 |
1020.00 |
1031.00 |
990.25 |
1007.75 |
-9.75 |
4,328 |
26,662 |
+61 |
| Mar10 |
090702 |
1010.00 |
1022.50 |
992.00 |
1001.00 |
-10.00 |
3,164 |
18,552 |
+1,048 |
| May10 |
090702 |
1001.00 |
1003.75 |
969.50 |
983.50 |
-8.00 |
2,078 |
10,370 |
+189 |
| Total Volume and Open Interest |
165,538 |
438,579 |
+3,243 |
| Soybean Meal(CBOT) |
| Jul09 |
090702 |
419.90 |
420.30 |
407.00 |
411.20 |
-7.00 |
4,479 |
7,451 |
-1,292 |
| Aug09 |
090702 |
384.70 |
389.50 |
375.80 |
382.20 |
-2.00 |
21,150 |
35,860 |
+2,058 |
| Sep09 |
090702 |
349.80 |
355.70 |
342.50 |
348.80 |
-0.40 |
6,201 |
25,279 |
+39 |
| Oct09 |
090702 |
325.40 |
327.00 |
319.00 |
323.70 |
-0.80 |
3,208 |
19,196 |
+200 |
| Dec09 |
090702 |
315.70 |
321.90 |
308.00 |
314.70 |
-1.00 |
26,398 |
75,169 |
-625 |
| Jan10 |
090702 |
312.10 |
312.50 |
301.50 |
307.10 |
-1.30 |
932 |
6,099 |
+242 |
| Mar10 |
090702 |
299.00 |
304.80 |
299.00 |
301.00 |
-1.10 |
1,351 |
5,053 |
+305 |
| May10 |
090702 |
290.60 |
296.00 |
290.10 |
292.50 |
-0.60 |
627 |
6,711 |
+167 |
| Total Volume and Open Interest |
64,622 |
186,152 |
+1,121 |
| Soybean Oil(CBOT) |
| Jul09 |
090702 |
36.12 |
36.12 |
35.06 |
35.18 |
-0.64 |
13,939 |
8,587 |
-4,975 |
| Aug09 |
090702 |
36.07 |
36.30 |
35.22 |
35.34 |
-0.68 |
30,000 |
44,395 |
-27 |
| Sep09 |
090702 |
36.19 |
36.47 |
35.38 |
35.50 |
-0.69 |
7,555 |
33,448 |
+1,134 |
| Oct09 |
090702 |
36.34 |
36.34 |
35.54 |
35.66 |
-0.68 |
3,430 |
17,430 |
+53 |
| Dec09 |
090702 |
36.78 |
36.95 |
35.88 |
36.02 |
-0.68 |
30,731 |
105,409 |
+2,203 |
| Jan10 |
090702 |
36.36 |
36.86 |
36.26 |
36.36 |
-0.68 |
584 |
9,580 |
+288 |
| Mar10 |
090702 |
36.71 |
37.02 |
36.58 |
36.59 |
-0.71 |
720 |
6,017 |
+302 |
| May10 |
090702 |
37.00 |
37.21 |
36.71 |
36.71 |
-0.71 |
243 |
4,884 |
+21 |
| Total Volume and Open Interest |
87,282 |
240,693 |
-1,033 |
| Canola(WCE) |
| Jul09 |
090703 |
463.5 |
463.5 |
458.9 |
458.9 |
-3.1 |
937 |
1,521 |
+1,521 |
| Nov09 |
090703 |
460.1 |
461.0 |
457.6 |
458.5 |
-3.1 |
6,093 |
84,943 |
+337 |
| Jan10 |
090703 |
461.8 |
463.4 |
461.8 |
462.9 |
-2.7 |
163 |
8,769 |
+84 |
| Mar10 |
090703 |
467.2 |
467.2 |
467.2 |
467.2 |
-2.7 |
3 |
1,758 |
+2 |
| May10 |
090703 |
468.7 |
468.7 |
468.7 |
468.7 |
-2.7 |
0 |
505 |
+0 |
| Total Volume and Open Interest |
7,196 |
98,099 |
+111 |
| Corn(CBOT) |
| Jul09 |
090702 |
350.75 |
352.50 |
342.00 |
345.75 |
-6.00 |
32,074 |
22,557 |
-11,843 |
| Sep09 |
090702 |
356.50 |
357.00 |
345.00 |
345.75 |
-10.75 |
80,922 |
296,416 |
-747 |
| Dec09 |
090702 |
369.25 |
369.75 |
356.75 |
357.50 |
-11.75 |
157,691 |
400,471 |
+375 |
| Mar10 |
090702 |
382.50 |
383.00 |
370.50 |
371.00 |
-11.50 |
20,950 |
66,924 |
+2,383 |
| May10 |
090702 |
392.00 |
392.00 |
380.50 |
380.50 |
-11.50 |
1,977 |
15,565 |
+332 |
| Jul10 |
090702 |
400.25 |
400.25 |
389.75 |
389.75 |
-12.00 |
18,183 |
45,610 |
+8,660 |
| Total Volume and Open Interest |
320,163 |
920,584 |
-1,185 |
| Wheat(CBOT) |
| Jul09 |
090702 |
507.50 |
511.00 |
499.50 |
500.25 |
-6.00 |
14,395 |
7,543 |
-4,184 |
| Sep09 |
090702 |
536.00 |
542.00 |
527.25 |
529.00 |
-6.50 |
47,524 |
148,187 |
+2,990 |
| Dec09 |
090702 |
562.75 |
567.75 |
553.50 |
555.00 |
-6.50 |
16,237 |
97,695 |
+1,259 |
| Mar10 |
090702 |
585.00 |
585.00 |
571.75 |
572.75 |
-6.75 |
2,264 |
12,878 |
+260 |
| May10 |
090702 |
590.00 |
592.00 |
584.50 |
584.50 |
-6.75 |
366 |
1,790 |
+15 |
| Total Volume and Open Interest |
82,740 |
313,130 |
+280 |
| Wheat(KCBT) |
| Jul09 |
090702 |
563.75 |
563.75 |
554.75 |
554.75 |
-9.00 |
732 |
2,224 |
-498 |
| Sep09 |
090702 |
572.50 |
578.50 |
563.25 |
564.25 |
-9.25 |
10,238 |
39,795 |
+284 |
| Dec09 |
090702 |
590.00 |
595.25 |
580.00 |
580.75 |
-9.25 |
3,998 |
30,126 |
+394 |
| Mar10 |
090702 |
603.25 |
606.25 |
596.50 |
596.75 |
-9.50 |
940 |
3,691 |
+285 |
| May10 |
090702 |
614.00 |
617.50 |
607.25 |
607.50 |
-9.25 |
132 |
940 |
+82 |
| Total Volume and Open Interest |
16,430 |
87,509 |
+513 |
| Wheat(MGE) |
| Jul09 |
090702 |
620.75 |
622.25 |
618.00 |
618.00 |
-8.75 |
116 |
155 |
-167 |
| Sep09 |
090702 |
633.50 |
635.50 |
618.25 |
622.50 |
-11.00 |
2,710 |
12,707 |
-821 |
| Dec09 |
090702 |
646.50 |
647.25 |
628.25 |
632.25 |
-13.75 |
1,207 |
10,494 |
+427 |
| Mar10 |
090702 |
653.00 |
656.50 |
640.00 |
644.25 |
-14.75 |
350 |
2,960 |
+95 |
| May10 |
090702 |
660.00 |
662.75 |
647.50 |
650.25 |
-14.50 |
64 |
1,060 |
+3 |
| Total Volume and Open Interest |
4,698 |
33,006 |
-390 |
| Oats(CBOT) |
| Jul09 |
090702 |
217.75 |
225.50 |
213.25 |
215.50 |
-10.00 |
105 |
262 |
+0 |
| Sep09 |
090702 |
233.00 |
233.00 |
222.00 |
224.50 |
-10.50 |
501 |
3,812 |
+131 |
| Dec09 |
090702 |
244.50 |
246.25 |
233.75 |
236.75 |
-10.00 |
588 |
8,368 |
+26 |
| Mar10 |
090702 |
252.00 |
258.75 |
248.75 |
248.75 |
-10.00 |
11 |
1,294 |
-1 |
| Total Volume and Open Interest |
1,343 |
13,748 |
+80 |
| Rough Rice(CBOT) |
| Jul09 |
090702 |
12.60 |
12.79 |
12.60 |
12.77 |
+0.34 |
56 |
196 |
-181 |
| Sep09 |
090702 |
12.52 |
12.95 |
12.52 |
12.89 |
+0.36 |
521 |
5,070 |
+201 |
| Nov09 |
090702 |
12.70 |
12.98 |
12.64 |
12.92 |
+0.28 |
96 |
1,998 |
-2 |
| Jan10 |
090702 |
12.71 |
13.10 |
12.71 |
13.09 |
+0.32 |
3 |
259 |
+0 |
| Total Volume and Open Interest |
681 |
8,031 |
+19 |
| Live Cattle(CME) |
| Aug09 |
090702 |
85.535 |
85.535 |
84.500 |
84.885 |
-0.865 |
17,049 |
98,568 |
-1,405 |
| Oct09 |
090702 |
90.250 |
90.430 |
89.400 |
90.230 |
-0.555 |
13,343 |
68,087 |
+2,794 |
| Dec09 |
090702 |
89.650 |
90.150 |
89.200 |
90.050 |
-0.085 |
5,434 |
31,621 |
+2,200 |
| Feb10 |
090702 |
89.650 |
90.300 |
89.100 |
90.100 |
+0.200 |
2,907 |
12,089 |
+593 |
| Apr10 |
090702 |
90.430 |
91.035 |
90.250 |
90.600 |
-0.400 |
482 |
5,983 |
+83 |
| Jun10 |
090702 |
87.430 |
88.285 |
87.300 |
88.050 |
+0.120 |
67 |
1,792 |
+35 |
| Total Volume and Open Interest |
39,282 |
218,347 |
+4,300 |
| Feeder Cattle(CME) |
| Aug09 |
090702 |
102.950 |
103.600 |
102.450 |
103.450 |
-0.335 |
4,241 |
13,629 |
-247 |
| Sep09 |
090702 |
101.500 |
102.200 |
101.000 |
102.135 |
-0.045 |
1,056 |
3,268 |
+99 |
| Oct09 |
090702 |
101.400 |
102.600 |
101.000 |
102.480 |
+0.230 |
1,135 |
5,258 |
-131 |
| Nov09 |
090702 |
101.600 |
102.500 |
101.300 |
102.500 |
+0.100 |
339 |
1,155 |
-86 |
| Jan10 |
090702 |
100.400 |
101.400 |
100.400 |
101.400 |
+0.400 |
20 |
374 |
+5 |
| Mar10 |
090702 |
99.600 |
100.200 |
99.500 |
100.200 |
+0.200 |
0 |
57 |
+0 |
| Apr10 |
090702 |
99.700 |
99.700 |
99.700 |
99.700 |
-0.200 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
6,791 |
23,772 |
-360 |
| Lean Hogs(CME) |
| Jul09 |
090702 |
59.700 |
60.380 |
58.950 |
59.985 |
+0.735 |
3,635 |
10,586 |
-859 |
| Aug09 |
090702 |
61.200 |
61.430 |
59.600 |
61.150 |
+0.450 |
14,959 |
57,077 |
-2,062 |
| Oct09 |
090702 |
57.430 |
57.430 |
56.035 |
57.180 |
+0.250 |
6,637 |
33,354 |
+1,227 |
| Dec09 |
090702 |
57.200 |
58.500 |
56.500 |
58.250 |
+1.050 |
3,633 |
20,857 |
+624 |
| Feb10 |
090702 |
62.800 |
63.800 |
61.650 |
63.800 |
+1.200 |
1,137 |
5,400 |
+460 |
| Apr10 |
090702 |
66.550 |
67.250 |
65.700 |
67.225 |
+0.825 |
532 |
3,294 |
+107 |
| May10 |
090702 |
71.200 |
72.800 |
71.000 |
72.800 |
+1.350 |
29 |
311 |
+25 |
| Jun10 |
090702 |
74.200 |
75.800 |
73.700 |
75.400 |
+1.200 |
212 |
1,811 |
+3 |
| Total Volume and Open Interest |
30,809 |
133,416 |
-459 |
| Pork Bellies(CME) |
| Jul09 |
090702 |
55.750 |
55.750 |
53.400 |
53.850 |
-1.550 |
63 |
76 |
-31 |
| Aug09 |
090702 |
57.650 |
57.650 |
54.035 |
54.180 |
-1.855 |
153 |
562 |
+25 |
| Feb10 |
090702 |
83.750 |
84.250 |
83.750 |
83.850 |
-1.900 |
7 |
117 |
-4 |
| 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 |
223 |
797 |
-10 |
| Class III Milk(CME) |
| Jul09 |
090702 |
10.07 |
10.11 |
10.04 |
10.05 |
-0.03 |
288 |
4,408 |
+112 |
| Aug09 |
090702 |
10.58 |
10.61 |
10.51 |
10.52 |
-0.07 |
413 |
4,229 |
+240 |
| Sep09 |
090702 |
11.41 |
11.42 |
11.23 |
11.26 |
-0.16 |
197 |
3,776 |
+28 |
| Oct09 |
090702 |
12.28 |
12.29 |
12.15 |
12.17 |
-0.12 |
148 |
3,236 |
+30 |
| Nov09 |
090702 |
13.27 |
13.30 |
13.05 |
13.15 |
-0.15 |
95 |
3,122 |
+16 |
| Total Volume and Open Interest |
1,469 |
30,465 |
-29 |
| Cocoa(ICE) |
| Jul09 |
090702 |
2461 |
2477 |
2460 |
2477 |
unch |
4 |
26 |
+0 |
| Sep09 |
090702 |
2493 |
2520 |
2476 |
2494 |
-10 |
5,205 |
48,210 |
+280 |
| Dec09 |
090702 |
2509 |
2537 |
2500 |
2521 |
-10 |
736 |
28,290 |
-7 |
| Mar10 |
090702 |
2531 |
2537 |
2516 |
2534 |
-10 |
245 |
16,831 |
-103 |
| May10 |
090702 |
2544 |
2544 |
2544 |
2544 |
-7 |
74 |
4,179 |
-44 |
| Jul10 |
090702 |
2555 |
2555 |
2555 |
2555 |
-6 |
0 |
3,588 |
-1 |
| Sep10 |
090702 |
2562 |
2562 |
2559 |
2559 |
-5 |
2 |
2,328 |
-6 |
| Total Volume and Open Interest |
6,268 |
107,505 |
+117 |
| Coffee "C"(ICE) |
| Jul09 |
090702 |
116.40 |
116.85 |
115.00 |
115.05 |
-1.35 |
28 |
73 |
-4 |
| Sep09 |
090702 |
118.95 |
119.30 |
117.05 |
117.80 |
-1.25 |
5,273 |
67,558 |
+280 |
| Dec09 |
090702 |
121.55 |
122.10 |
120.05 |
120.75 |
-1.20 |
815 |
25,674 |
+187 |
| Mar10 |
090702 |
124.55 |
124.65 |
122.85 |
123.60 |
-1.15 |
184 |
11,010 |
-64 |
| May10 |
090702 |
126.40 |
126.40 |
124.75 |
125.50 |
-1.05 |
109 |
3,516 |
+76 |
| Jul10 |
090702 |
127.35 |
127.35 |
127.35 |
127.35 |
-1.05 |
11 |
1,469 |
+10 |
| Total Volume and Open Interest |
6,421 |
111,888 |
+486 |
| Orange Juice(ICE) |
| Jul09 |
090702 |
76.35 |
77.25 |
76.00 |
76.90 |
+0.10 |
69 |
219 |
-64 |
| Sep09 |
090702 |
79.95 |
80.05 |
79.15 |
79.45 |
-0.50 |
1,686 |
22,696 |
+261 |
| Nov09 |
090702 |
82.40 |
83.00 |
82.25 |
82.70 |
-0.40 |
84 |
6,015 |
+4 |
| Jan10 |
090702 |
85.75 |
85.75 |
85.75 |
85.75 |
-0.40 |
80 |
1,277 |
-6 |
| Mar10 |
090702 |
88.85 |
89.00 |
88.85 |
89.00 |
-0.45 |
21 |
936 |
+16 |
| May10 |
090702 |
92.25 |
92.25 |
92.25 |
92.25 |
-0.45 |
0 |
118 |
+0 |
| Total Volume and Open Interest |
1,940 |
31,496 |
+211 |
| Sugar #11(ICE) |
| Oct09 |
090702 |
17.71 |
17.82 |
17.40 |
17.58 |
-0.17 |
40,589 |
344,851 |
+166 |
| Mar10 |
090702 |
18.66 |
18.75 |
18.38 |
18.57 |
-0.17 |
14,186 |
154,850 |
+939 |
| May10 |
090702 |
17.91 |
18.44 |
17.91 |
18.20 |
-0.17 |
3,909 |
38,272 |
-207 |
| Jul10 |
090702 |
17.76 |
17.99 |
17.57 |
17.88 |
-0.13 |
3,709 |
67,221 |
+592 |
| Oct10 |
090702 |
17.61 |
17.85 |
17.50 |
17.72 |
-0.15 |
1,636 |
41,717 |
+112 |
| Total Volume and Open Interest |
65,185 |
718,548 |
+1,916 |
| London Cocoa(LCE) |
| Jul09 |
090703 |
1569 |
1575 |
1562 |
1567 |
-5 |
1,842 |
37,649 |
-841 |
| Sep09 |
090703 |
1600 |
1605 |
1590 |
1596 |
-5 |
2,644 |
36,172 |
-117 |
| Dec09 |
090703 |
1605 |
1614 |
1600 |
1605 |
-6 |
1,936 |
28,848 |
+661 |
| Mar10 |
090703 |
1600 |
1602 |
1597 |
1602 |
-5 |
554 |
28,849 |
+16 |
| May10 |
090703 |
1596 |
1598 |
1594 |
1598 |
-5 |
95 |
15,051 |
+58 |
| Jul10 |
090703 |
1596 |
1600 |
1596 |
1600 |
-5 |
4 |
4,440 |
+4 |
| Sep10 |
090703 |
1598 |
1598 |
1598 |
1598 |
-5 |
0 |
2,727 |
+0 |
| Total Volume and Open Interest |
7,075 |
156,803 |
-219 |
| London Sugar(LCE) |
| Aug09 |
090703 |
452.40 |
452.40 |
444.50 |
446.40 |
-3.90 |
6,209 |
16,880 |
-2,572 |
| Oct09 |
090703 |
471.70 |
471.70 |
461.50 |
464.40 |
-4.90 |
4,401 |
43,676 |
+2,472 |
| Dec09 |
090703 |
474.50 |
474.50 |
468.50 |
472.00 |
-3.20 |
262 |
8,420 |
-22 |
| Mar10 |
090703 |
483.00 |
483.10 |
477.90 |
480.50 |
-3.80 |
939 |
11,249 |
+529 |
| May10 |
090703 |
471.00 |
471.00 |
471.00 |
471.00 |
-6.30 |
1 |
1,555 |
+1 |
| Total Volume and Open Interest |
11,812 |
84,263 |
+408 |
| Cotton(ICE) |
| Jul09 |
090702 |
56.75 |
56.88 |
55.63 |
56.80 |
+0.07 |
10 |
250 |
+23 |
| Oct09 |
090702 |
58.98 |
59.20 |
57.56 |
59.00 |
+0.37 |
178 |
2,667 |
+11 |
| Dec09 |
090702 |
61.00 |
61.29 |
59.33 |
60.92 |
+0.44 |
12,305 |
92,406 |
+2,899 |
| Mar10 |
090702 |
63.38 |
63.49 |
62.00 |
63.19 |
+0.47 |
538 |
11,549 |
+195 |
| May10 |
090702 |
64.35 |
64.41 |
64.35 |
64.39 |
+0.47 |
8 |
623 |
+5 |
| Jul10 |
090702 |
65.49 |
65.50 |
65.00 |
65.42 |
+0.39 |
7 |
1,863 |
+5 |
| Total Volume and Open Interest |
13,050 |
111,396 |
+3,140 |
| Lumber(CME) |
| Jul09 |
090702 |
188.5 |
188.9 |
184.7 |
188.7 |
-0.1 |
346 |
1,041 |
-122 |
| Sep09 |
090702 |
210.0 |
210.0 |
205.8 |
210.0 |
unch |
953 |
4,926 |
-118 |
| Nov09 |
090702 |
208.2 |
209.3 |
204.6 |
205.6 |
-3.0 |
47 |
1,248 |
-11 |
| Jan10 |
090702 |
227.1 |
229.5 |
224.0 |
229.5 |
-1.3 |
30 |
748 |
-11 |
| Total Volume and Open Interest |
1,376 |
8,011 |
-262 |
| Crude Oil(NYM) |
| Aug09 |
090702 |
69.22 |
69.74 |
66.26 |
66.73 |
-2.58 |
304,636 |
246,916 |
-8,611 |
| Sep09 |
090702 |
70.30 |
70.70 |
67.29 |
67.74 |
-2.53 |
80,383 |
161,367 |
+3,832 |
| Oct09 |
090702 |
71.06 |
71.35 |
68.20 |
68.65 |
-2.43 |
26,570 |
61,628 |
+4,834 |
| Nov09 |
090702 |
71.83 |
72.10 |
69.01 |
69.47 |
-2.31 |
15,388 |
29,225 |
-624 |
| Dec09 |
090702 |
72.57 |
72.64 |
69.69 |
70.16 |
-2.20 |
46,698 |
155,464 |
-643 |
| Jan10 |
090702 |
71.75 |
71.75 |
70.44 |
70.71 |
-2.13 |
7,152 |
29,288 |
+827 |
| Feb10 |
090702 |
71.15 |
71.25 |
71.05 |
71.14 |
-2.09 |
3,541 |
21,480 |
+788 |
| Mar10 |
090702 |
71.35 |
71.67 |
71.23 |
71.51 |
-2.07 |
3,078 |
18,871 |
+5 |
| Apr10 |
090702 |
72.02 |
72.04 |
71.80 |
71.88 |
-2.05 |
1,459 |
10,398 |
+74 |
| May10 |
090702 |
72.25 |
72.25 |
72.25 |
72.25 |
-2.02 |
1,115 |
9,926 |
+22 |
| Jun10 |
090702 |
73.44 |
73.44 |
72.50 |
72.62 |
-1.98 |
4,380 |
46,114 |
-490 |
| Jul10 |
090702 |
73.75 |
74.00 |
72.56 |
72.98 |
-1.95 |
1,253 |
37,331 |
-187 |
| Aug10 |
090702 |
73.28 |
73.28 |
73.28 |
73.28 |
-1.92 |
334 |
5,850 |
-61 |
| Sep10 |
090702 |
73.56 |
73.56 |
73.56 |
73.56 |
-1.91 |
486 |
11,945 |
-193 |
| Oct10 |
090702 |
73.84 |
73.84 |
73.84 |
73.84 |
-1.91 |
563 |
5,326 |
+118 |
| Nov10 |
090702 |
74.02 |
74.15 |
74.02 |
74.15 |
-1.91 |
542 |
8,070 |
-44 |
| Total Volume and Open Interest |
530,776 |
1,160,408 |
+540 |
| e-miNY Crude Oil(NYM) |
| Jul09 |
090619 |
71.450 |
72.275 |
68.875 |
69.550 |
-1.825 |
8,867 |
3,436 |
-328 |
| Aug09 |
090702 |
69.225 |
69.750 |
66.200 |
66.725 |
-2.575 |
16,200 |
3,638 |
+0 |
| Sep09 |
090702 |
70.725 |
70.725 |
67.300 |
67.750 |
-2.525 |
358 |
532 |
-20 |
| Oct09 |
090702 |
70.950 |
70.950 |
68.500 |
68.650 |
-2.425 |
19 |
129 |
-5 |
| Nov09 |
090702 |
69.700 |
69.700 |
69.475 |
69.475 |
-2.300 |
7 |
20 |
-1 |
| Dec09 |
090702 |
71.975 |
72.125 |
69.900 |
70.150 |
-2.200 |
4 |
98 |
+1 |
| Jan10 |
090702 |
70.700 |
70.700 |
70.700 |
70.700 |
-2.150 |
1 |
0 |
-1 |
| 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 |
18,095 |
4,999 |
+480 |
| Heating Oil(NYM) |
| Aug09 |
090702 |
176.40 |
177.00 |
169.47 |
170.16 |
-6.41 |
48,252 |
65,043 |
-2,608 |
| Sep09 |
090702 |
180.88 |
181.61 |
174.30 |
174.89 |
-6.43 |
16,665 |
39,070 |
+929 |
| Oct09 |
090702 |
185.82 |
185.82 |
178.82 |
179.46 |
-6.36 |
6,208 |
27,305 |
+928 |
| Nov09 |
090702 |
185.37 |
185.79 |
182.86 |
183.24 |
-6.19 |
3,511 |
15,951 |
+291 |
| Dec09 |
090702 |
192.70 |
192.70 |
185.92 |
186.55 |
-6.09 |
7,919 |
33,241 |
+118 |
| Jan10 |
090702 |
192.30 |
192.30 |
189.56 |
189.89 |
-5.97 |
2,742 |
15,772 |
+248 |
| Feb10 |
090702 |
191.89 |
193.25 |
191.63 |
192.09 |
-5.82 |
732 |
10,188 |
-62 |
| Mar10 |
090702 |
195.26 |
195.40 |
192.50 |
193.24 |
-5.67 |
964 |
7,209 |
+158 |
| Apr10 |
090702 |
194.00 |
194.16 |
193.04 |
193.54 |
-5.57 |
913 |
6,075 |
+18 |
| May10 |
090702 |
196.61 |
196.61 |
193.60 |
194.19 |
-5.47 |
585 |
6,606 |
+100 |
| Jun10 |
090702 |
198.00 |
198.00 |
194.58 |
195.04 |
-5.37 |
1,246 |
17,015 |
+401 |
| Jul10 |
090702 |
196.64 |
197.00 |
196.64 |
196.64 |
-5.37 |
255 |
2,724 |
+52 |
| Total Volume and Open Interest |
93,201 |
282,307 |
+1,782 |
| Gasoline(NYMEX) |
| Aug09 |
090702 |
185.93 |
186.96 |
177.55 |
179.08 |
-6.82 |
52,755 |
72,087 |
-3,340 |
| Sep09 |
090702 |
185.80 |
185.85 |
177.10 |
178.72 |
-7.01 |
20,302 |
45,168 |
+2,159 |
| Oct09 |
090702 |
176.90 |
176.90 |
169.22 |
169.89 |
-6.85 |
10,961 |
27,095 |
+799 |
| Nov09 |
090702 |
176.32 |
176.32 |
169.05 |
169.56 |
-6.76 |
6,595 |
11,295 |
+798 |
| Dec09 |
090702 |
177.42 |
177.42 |
170.15 |
170.79 |
-6.57 |
7,961 |
13,433 |
-353 |
| Jan10 |
090702 |
174.85 |
174.85 |
172.76 |
173.03 |
-6.51 |
1,093 |
7,081 |
+430 |
| Feb10 |
090702 |
175.48 |
175.48 |
175.48 |
175.48 |
-6.46 |
144 |
2,583 |
-5 |
| Mar10 |
090702 |
179.10 |
179.10 |
178.18 |
178.18 |
-6.46 |
520 |
3,460 |
+297 |
| Apr10 |
090702 |
191.83 |
191.83 |
191.83 |
191.83 |
-6.46 |
300 |
3,272 |
+164 |
| May10 |
090702 |
193.18 |
193.18 |
193.18 |
193.18 |
-6.46 |
297 |
1,911 |
+235 |
| Total Volume and Open Interest |
100,993 |
194,822 |
+1,163 |
| 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 |
80,395 |
141,789 |
+6,248 |
| Sep09 |
090702 |
3.939 |
3.940 |
3.750 |
3.757 |
-0.187 |
22,868 |
95,428 |
+575 |
| Oct09 |
090702 |
4.158 |
4.175 |
3.990 |
3.996 |
-0.182 |
12,558 |
77,594 |
-73 |
| Nov09 |
090702 |
4.810 |
4.837 |
4.685 |
4.692 |
-0.153 |
3,498 |
35,195 |
+428 |
| Dec09 |
090702 |
5.520 |
5.540 |
5.384 |
5.392 |
-0.143 |
3,866 |
43,244 |
-123 |
| Jan10 |
090702 |
5.828 |
5.844 |
5.699 |
5.707 |
-0.133 |
5,985 |
38,048 |
+175 |
| Feb10 |
090702 |
5.849 |
5.855 |
5.735 |
5.745 |
-0.130 |
1,738 |
19,931 |
-89 |
| Mar10 |
090702 |
5.766 |
5.820 |
5.680 |
5.687 |
-0.133 |
2,406 |
37,308 |
-609 |
| Apr10 |
090702 |
5.665 |
5.700 |
5.572 |
5.582 |
-0.130 |
1,833 |
34,772 |
+189 |
| May10 |
090702 |
5.705 |
5.715 |
5.615 |
5.627 |
-0.130 |
117 |
15,302 |
+37 |
| Jun10 |
090702 |
5.810 |
5.827 |
5.707 |
5.720 |
-0.132 |
200 |
8,853 |
+48 |
| Jul10 |
090702 |
5.950 |
5.950 |
5.830 |
5.837 |
-0.131 |
108 |
8,268 |
+63 |
| Aug10 |
090702 |
6.026 |
6.035 |
5.927 |
5.927 |
-0.131 |
124 |
9,350 |
-3 |
| Sep10 |
090702 |
6.091 |
6.091 |
5.992 |
5.992 |
-0.131 |
89 |
7,106 |
-23 |
| Oct10 |
090702 |
6.201 |
6.235 |
6.090 |
6.107 |
-0.131 |
662 |
16,521 |
+159 |
| Nov10 |
090702 |
6.560 |
6.560 |
6.435 |
6.452 |
-0.131 |
9 |
5,889 |
+2 |
| Total Volume and Open Interest |
137,300 |
719,960 |
+7,156 |
| Brent Crude Oil(ICE) |
| Aug09 |
090703 |
66.25 |
67.13 |
65.25 |
65.61 |
-1.04 |
132,278 |
130,907 |
-10,910 |
| Sep09 |
090703 |
66.70 |
67.67 |
65.75 |
66.11 |
-1.09 |
83,446 |
147,017 |
+9,335 |
| Oct09 |
090703 |
67.46 |
68.37 |
66.76 |
66.81 |
-1.09 |
29,698 |
64,876 |
+2,820 |
| Nov09 |
090703 |
68.91 |
69.12 |
67.58 |
67.62 |
-1.08 |
13,789 |
30,213 |
+1,455 |
| Dec09 |
090703 |
69.60 |
69.84 |
68.25 |
68.36 |
-1.05 |
21,058 |
81,354 |
+1,535 |
| Jan10 |
090703 |
69.74 |
69.92 |
68.99 |
68.99 |
-1.01 |
7,553 |
23,418 |
+15 |
| Feb10 |
090703 |
70.42 |
70.42 |
69.52 |
69.52 |
-1.02 |
2,947 |
16,153 |
+212 |
| Mar10 |
090703 |
70.92 |
70.92 |
70.02 |
70.02 |
-1.01 |
1,962 |
10,936 |
-104 |
| Apr10 |
090703 |
70.49 |
70.49 |
70.49 |
70.49 |
-1.01 |
1,243 |
5,124 |
+24 |
| May10 |
090703 |
70.92 |
70.92 |
70.92 |
70.92 |
-1.01 |
676 |
4,072 |
-48 |
| Jun10 |
090703 |
72.11 |
72.20 |
71.30 |
71.30 |
-1.03 |
1,612 |
28,775 |
+25 |
| Jul10 |
090703 |
71.67 |
71.67 |
71.67 |
71.67 |
-1.05 |
175 |
8,414 |
+46 |
| Aug10 |
090703 |
72.03 |
72.03 |
72.03 |
72.03 |
-1.03 |
160 |
5,922 |
-24 |
| Sep10 |
090703 |
72.36 |
72.36 |
72.36 |
72.36 |
-1.02 |
169 |
2,510 |
+116 |
| Total Volume and Open Interest |
302,614 |
699,567 |
+5,108 |
| Gas Oil(ICE) |
| Jul09 |
090703 |
532.00 |
539.25 |
524.75 |
529.25 |
-6.00 |
45,409 |
54,748 |
-17,305 |
| Aug09 |
090703 |
544.00 |
548.50 |
534.25 |
539.25 |
-6.25 |
60,435 |
88,974 |
+4,494 |
| Sep09 |
090703 |
550.00 |
558.75 |
545.00 |
550.00 |
-6.50 |
18,570 |
55,842 |
+1,660 |
| Oct09 |
090703 |
569.00 |
569.00 |
559.75 |
560.00 |
-7.25 |
10,926 |
35,800 |
+46 |
| Nov09 |
090703 |
577.25 |
577.50 |
567.50 |
569.50 |
-7.75 |
5,253 |
26,166 |
+485 |
| Dec09 |
090703 |
586.25 |
587.75 |
577.00 |
578.75 |
-7.75 |
12,964 |
63,420 |
+1,035 |
| Jan10 |
090703 |
596.00 |
596.00 |
588.00 |
588.00 |
-8.00 |
2,163 |
31,346 |
+414 |
| Feb10 |
090703 |
603.75 |
604.00 |
595.75 |
595.75 |
-8.25 |
1,519 |
15,491 |
+833 |
| Mar10 |
090703 |
610.00 |
610.75 |
600.75 |
602.25 |
-8.00 |
1,290 |
17,690 |
+188 |
| Apr10 |
090703 |
613.75 |
617.25 |
607.25 |
608.50 |
-8.25 |
789 |
8,941 |
+430 |
| Total Volume and Open Interest |
165,542 |
500,361 |
-4,054 |
| Ethanol(CBOT) |
| Jul09 |
090702 |
1.660 |
1.680 |
1.650 |
1.650 |
-0.005 |
47 |
145 |
-23 |
| Aug09 |
090702 |
1.550 |
1.555 |
1.550 |
1.550 |
-0.021 |
46 |
643 |
-17 |
| Sep09 |
090702 |
1.537 |
1.537 |
1.535 |
1.536 |
-0.016 |
20 |
489 |
+2 |
| Oct09 |
090702 |
1.530 |
1.530 |
1.530 |
1.530 |
-0.030 |
3 |
307 |
+0 |
| Nov09 |
090702 |
1.540 |
1.540 |
1.540 |
1.540 |
unch |
15 |
311 |
+2 |
| Dec09 |
090702 |
1.530 |
1.530 |
1.530 |
1.530 |
-0.020 |
6 |
380 |
+4 |
| Jan10 |
090702 |
1.525 |
1.530 |
1.525 |
1.528 |
-0.019 |
29 |
417 |
-7 |
| Feb10 |
090702 |
1.520 |
1.555 |
1.520 |
1.531 |
-0.029 |
13 |
459 |
+3 |
| Total Volume and Open Interest |
234 |
4,143 |
-31 |
| WTI Crude Oil(ICE |
| Aug09 |
090703 |
66.35 |
67.15 |
65.48 |
65.81 |
-0.92 |
64,137 |
92,160 |
-451 |
| Sep09 |
090703 |
67.35 |
68.15 |
66.48 |
66.81 |
-0.93 |
26,099 |
58,871 |
-2,087 |
| Oct09 |
090703 |
68.93 |
68.93 |
67.52 |
67.70 |
-0.95 |
12,506 |
26,308 |
+706 |
| Nov09 |
090703 |
69.79 |
69.81 |
68.39 |
68.50 |
-0.97 |
5,948 |
19,261 |
-1,054 |
| Dec09 |
090703 |
70.50 |
70.52 |
69.10 |
69.21 |
-0.95 |
14,542 |
75,641 |
+138 |
| Jan10 |
090703 |
69.79 |
69.79 |
69.79 |
69.79 |
-0.92 |
2,954 |
14,790 |
+811 |
| Feb10 |
090703 |
70.24 |
70.24 |
70.24 |
70.24 |
-0.90 |
1,450 |
7,607 |
+411 |
| Mar10 |
090703 |
70.62 |
70.62 |
70.62 |
70.62 |
-0.89 |
820 |
4,517 |
+230 |
| Apr10 |
090703 |
70.99 |
70.99 |
70.99 |
70.99 |
-0.89 |
231 |
3,196 |
+20 |
| May10 |
090703 |
71.36 |
71.36 |
71.36 |
71.36 |
-0.89 |
234 |
2,877 |
+56 |
| Jun10 |
090703 |
71.73 |
71.73 |
71.73 |
71.73 |
-0.89 |
1,101 |
21,110 |
+201 |
| Jul10 |
090703 |
72.09 |
72.09 |
72.09 |
72.09 |
-0.89 |
714 |
12,064 |
+186 |
| Aug10 |
090703 |
72.39 |
72.39 |
72.39 |
72.39 |
-0.89 |
291 |
4,050 |
-36 |
| Sep10 |
090703 |
72.68 |
72.68 |
72.68 |
72.68 |
-0.88 |
58 |
5,344 |
+0 |
| Oct10 |
090703 |
72.96 |
72.96 |
72.96 |
72.96 |
-0.88 |
69 |
2,159 |
+29 |
| Nov10 |
090703 |
73.26 |
73.26 |
73.26 |
73.26 |
-0.89 |
69 |
2,635 |
-4 |
| Total Volume and Open Interest |
136,280 |
478,405 |
-1,113 |
| US Dollar Index(ICE) |
| Sep09 |
090703 |
80.675 |
80.750 |
80.415 |
80.665 |
+0.170 |
3,270 |
19,078 |
-369 |
| Dec09 |
090703 |
81.000 |
81.000 |
81.000 |
81.000 |
+0.150 |
20 |
2,099 |
+9 |
| Mar10 |
090703 |
81.275 |
81.275 |
81.275 |
81.275 |
+0.130 |
|
|
|
| Total Volume and Open Interest |
3,290 |
21,177 |
-360 |
| Australian Dollar(CME) |
| Sep09 |
090702 |
80.51 |
80.53 |
78.93 |
79.12 |
-1.37 |
58,379 |
91,627 |
+840 |
| Dec09 |
090702 |
78.60 |
79.95 |
78.44 |
78.59 |
-1.36 |
41 |
310 |
+25 |
| Mar10 |
090702 |
78.10 |
79.44 |
78.10 |
78.10 |
-1.34 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
58,420 |
91,953 |
+865 |
| British Pound(CME) |
| Sep09 |
090702 |
164.80 |
164.98 |
163.21 |
164.20 |
-0.54 |
93,242 |
92,109 |
+613 |
| Dec09 |
090702 |
164.10 |
164.86 |
163.20 |
164.15 |
-0.54 |
22 |
277 |
+19 |
| Mar10 |
090702 |
163.68 |
164.68 |
163.50 |
164.09 |
-0.56 |
|
|
|
| Total Volume and Open Interest |
93,264 |
92,408 |
+632 |
| Canadian Dollar(CME) |
| Sep09 |
090702 |
87.08 |
87.21 |
86.00 |
86.14 |
-0.95 |
55,940 |
75,352 |
-2,219 |
| Dec09 |
090702 |
87.06 |
87.20 |
86.08 |
86.18 |
-0.96 |
65 |
2,189 |
+17 |
| Mar10 |
090702 |
86.21 |
87.20 |
86.18 |
86.21 |
-0.99 |
0 |
495 |
+0 |
| Jun10 |
090702 |
86.27 |
87.26 |
86.23 |
86.27 |
-0.99 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
56,008 |
78,309 |
-2,199 |
| Japanese Yen(CME) |
| Sep09 |
090702 |
103.62 |
104.57 |
103.28 |
104.47 |
+0.80 |
68,262 |
73,013 |
-339 |
| Dec09 |
090702 |
104.16 |
104.66 |
103.44 |
104.59 |
+0.79 |
7 |
184 |
+0 |
| Mar10 |
090702 |
103.84 |
104.76 |
103.82 |
104.76 |
+0.77 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
68,269 |
73,216 |
-339 |
| Swiss Franc(CME) |
| Sep09 |
090702 |
93.20 |
93.20 |
92.01 |
92.48 |
-0.67 |
51,258 |
35,783 |
+3,079 |
| Dec09 |
090702 |
92.48 |
93.28 |
92.31 |
92.61 |
-0.67 |
0 |
103 |
+0 |
| Mar10 |
090702 |
92.79 |
93.45 |
92.69 |
92.79 |
-0.66 |
|
|
|
| Total Volume and Open Interest |
51,258 |
35,886 |
+3,079 |
| EuroFX(CME) |
| Sep09 |
090702 |
141.48 |
141.52 |
139.88 |
140.25 |
-1.22 |
219,328 |
118,866 |
+5,215 |
| Dec09 |
090702 |
141.35 |
141.40 |
139.86 |
140.21 |
-1.23 |
51 |
961 |
-16 |
| Mar10 |
090702 |
140.99 |
141.45 |
140.11 |
140.24 |
-1.21 |
9 |
331 |
+8 |
| Total Volume and Open Interest |
219,388 |
120,161 |
+5,207 |
| 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 |
11,716 |
57,990 |
+3,935 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090702 |
118~110 |
119~095 |
117~310 |
118~300 |
+0~225 |
282,646 |
698,220 |
+0 |
| Dec09 |
090702 |
117~030 |
117~295 |
116~295 |
117~200 |
+0~225 |
123 |
548 |
+100 |
| Mar10 |
090702 |
116~210 |
116~210 |
115~305 |
116~210 |
+0~225 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
215,286 |
705,936 |
+7,224 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090702 |
116~105 |
117~020 |
116~050 |
116~270 |
+0~185 |
701,172 |
1,034,161 |
+10,428 |
| Dec09 |
090702 |
115~150 |
115~150 |
114~285 |
115~150 |
+0~185 |
2 |
43 |
+0 |
| Mar10 |
090702 |
114~150 |
114~150 |
113~285 |
114~150 |
+0~185 |
|
|
|
| Total Volume and Open Interest |
701,174 |
1,034,204 |
+10,428 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090702 |
115~002 |
115~071 |
114~105 |
115~061 |
+0~067 |
294,229 |
757,905 |
-3,879 |
| Dec09 |
090702 |
114~017 |
114~017 |
113~078 |
114~017 |
+0~067 |
0 |
500 |
+0 |
| Mar10 |
090702 |
114~017 |
114~017 |
113~078 |
114~017 |
+0~067 |
|
|
|
| Total Volume and Open Interest |
294,229 |
758,405 |
-3,879 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090702 |
108~031 |
108~052 |
108~027 |
108~049 |
+0~020 |
139,976 |
555,085 |
+7,062 |
| 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 |
139,976 |
555,086 |
+7,062 |
| Eurodollars(CME) |
| Sep09 |
090702 |
99.355 |
99.405 |
99.355 |
99.390 |
+0.035 |
156,887 |
1,044,583 |
-14,166 |
| Dec09 |
090702 |
99.140 |
99.240 |
99.130 |
99.185 |
+0.045 |
215,750 |
916,362 |
+9,568 |
| Mar10 |
090702 |
98.890 |
99.025 |
98.870 |
98.955 |
+0.065 |
282,843 |
823,671 |
+33,894 |
| Jun10 |
090702 |
98.520 |
98.680 |
98.500 |
98.625 |
+0.105 |
261,677 |
577,394 |
+26,640 |
| Sep10 |
090702 |
98.150 |
98.335 |
98.125 |
98.280 |
+0.135 |
330,184 |
489,055 |
+14,097 |
| Dec10 |
090702 |
97.755 |
97.955 |
97.735 |
97.900 |
+0.140 |
216,214 |
623,680 |
+17,472 |
| Mar11 |
090702 |
97.420 |
97.620 |
97.390 |
97.560 |
+0.140 |
150,332 |
347,383 |
+6,634 |
| Jun11 |
090702 |
97.085 |
97.275 |
97.055 |
97.215 |
+0.130 |
115,194 |
325,255 |
+2,160 |
| Sep11 |
090702 |
96.800 |
96.970 |
96.760 |
96.905 |
+0.120 |
58,341 |
219,010 |
+92 |
| Dec11 |
090702 |
96.505 |
96.675 |
96.475 |
96.610 |
+0.110 |
53,308 |
144,981 |
+1,125 |
| Mar12 |
090702 |
96.290 |
96.470 |
96.275 |
96.405 |
+0.105 |
43,671 |
104,768 |
+1,301 |
| Jun12 |
090702 |
96.110 |
96.270 |
96.085 |
96.210 |
+0.100 |
47,320 |
109,418 |
-2,002 |
| Sep12 |
090702 |
95.960 |
96.105 |
95.925 |
96.045 |
+0.095 |
15,304 |
66,652 |
+77 |
| Dec12 |
090702 |
95.800 |
95.945 |
95.775 |
95.885 |
+0.090 |
10,778 |
57,688 |
+857 |
| Mar13 |
090702 |
95.680 |
95.835 |
95.680 |
95.785 |
+0.085 |
8,445 |
65,413 |
-427 |
| Jun13 |
090702 |
95.585 |
95.715 |
95.555 |
95.665 |
+0.080 |
8,825 |
33,812 |
-559 |
| Sep13 |
090702 |
95.475 |
95.605 |
95.455 |
95.560 |
+0.075 |
4,635 |
40,457 |
+133 |
| Dec13 |
090702 |
95.350 |
95.485 |
95.330 |
95.435 |
+0.070 |
4,848 |
30,240 |
+351 |
| Total Volume and Open Interest |
2,012,087 |
6,269,263 |
+102,156 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090702 |
99.795 |
99.805 |
99.790 |
99.795 |
+0.005 |
3,712 |
53,332 |
+1,252 |
| Aug09 |
090702 |
99.790 |
99.800 |
99.785 |
99.795 |
+0.010 |
2,557 |
45,836 |
-175 |
| Sep09 |
090702 |
99.765 |
99.785 |
99.760 |
99.775 |
+0.015 |
1,625 |
33,120 |
-437 |
| Oct09 |
090702 |
99.745 |
99.765 |
99.735 |
99.755 |
+0.020 |
5,214 |
34,002 |
-1,348 |
| Nov09 |
090702 |
99.700 |
99.735 |
99.690 |
99.720 |
+0.025 |
6,943 |
59,295 |
-1,464 |
| Dec09 |
090702 |
99.670 |
99.715 |
99.660 |
99.690 |
+0.025 |
5,581 |
37,549 |
+859 |
| Total Volume and Open Interest |
47,145 |
376,692 |
+422 |
| 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 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
0 |
4,064 |
-8 |
| Dec09 |
090702 |
99.505 |
99.505 |
99.505 |
99.505 |
unch |
0 |
268 |
+0 |
| Mar10 |
090702 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
0 |
4 |
+0 |
| Jun10 |
090702 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
| Sep10 |
090702 |
99.420 |
99.420 |
99.420 |
99.420 |
unch |
|
|
|
| Dec10 |
090702 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
| Mar11 |
090702 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
| Jun11 |
090702 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
|
|
|
| Sep11 |
090702 |
99.240 |
99.240 |
99.240 |
99.240 |
+0.010 |
|
|
|
| Dec11 |
090702 |
99.045 |
99.045 |
99.045 |
99.045 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
0 |
4,336 |
-8 |
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090703 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
630 |
10,493 |
+51 |
| Dec09 |
090703 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
551 |
3,027 |
+0 |
| Mar10 |
090703 |
99.54 |
99.54 |
99.51 |
99.51 |
+0.01 |
100 |
2,525 |
+0 |
| Jun10 |
090703 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
0 |
1,063 |
+0 |
| Sep10 |
090703 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
0 |
281 |
+0 |
| Dec10 |
090703 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
0 |
252 |
+0 |
| Mar11 |
090703 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.01 |
0 |
412 |
+0 |
| Jun11 |
090703 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.01 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
1,281 |
19,628 |
+51 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090703 |
138.16 |
138.52 |
138.12 |
138.43 |
+0.20 |
1,795 |
12,353 |
-467 |
| Dec09 |
090703 |
138.04 |
138.04 |
138.04 |
138.04 |
+0.20 |
0 |
1 |
+0 |
| Mar10 |
090703 |
137.81 |
137.81 |
137.81 |
137.81 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
1,795 |
12,354 |
-467 |
| Euro-Bund(EUREX) |
| Sep09 |
090703 |
121.64 |
121.66 |
121.44 |
121.57 |
-0.08 |
783,192 |
907,257 |
+44,270 |
| Dec09 |
090703 |
120.28 |
120.28 |
120.16 |
120.25 |
-0.07 |
8 |
64 |
+0 |
| Mar10 |
090703 |
119.83 |
119.83 |
119.83 |
119.83 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
783,200 |
907,321 |
+44,270 |
| Euro-Bobl(EUREX) |
| Sep09 |
090703 |
116.08 |
116.08 |
115.90 |
115.95 |
-0.07 |
489,015 |
689,006 |
+11,458 |
| Dec09 |
090703 |
114.57 |
114.64 |
114.57 |
114.64 |
-0.05 |
32 |
28 |
-1 |
| Mar10 |
090703 |
114.35 |
114.35 |
114.35 |
114.35 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
489,047 |
689,034 |
+11,457 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090703 |
99.030 |
99.030 |
99.025 |
99.025 |
+0.005 |
260 |
17,633 |
+339 |
| Dec09 |
090703 |
98.940 |
98.940 |
98.915 |
98.920 |
-0.005 |
17 |
5,432 |
+2 |
| Mar10 |
090703 |
98.830 |
98.830 |
98.815 |
98.825 |
-0.005 |
3 |
2,795 |
+1 |
| Total Volume and Open Interest |
586 |
33,867 |
+233 |
| Long Gilt(LIFFE) |
| Sep09 |
090703 |
117~18 |
117~32 |
117~11 |
117~22 |
+0~03 |
117,332 |
208,668 |
-13,688 |
| Dec09 |
090703 |
117~28 |
117~28 |
117~28 |
117~28 |
+0~03 |
|
|
|
| Total Volume and Open Interest |
117,332 |
208,668 |
-13,688 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090703 |
98.98 |
98.99 |
98.95 |
98.96 |
-0.01 |
50,084 |
272,687 |
-2,727 |
| Dec09 |
090703 |
98.79 |
98.80 |
98.75 |
98.78 |
unch |
66,886 |
281,158 |
-7,081 |
| Mar10 |
090703 |
98.51 |
98.53 |
98.48 |
98.51 |
+0.03 |
78,860 |
351,147 |
-3,428 |
| Jun10 |
090703 |
98.03 |
98.09 |
98.03 |
98.07 |
+0.08 |
70,086 |
306,410 |
+7,512 |
| Sep10 |
090703 |
97.53 |
97.62 |
97.53 |
97.60 |
+0.12 |
75,514 |
256,920 |
+7,150 |
| Dec10 |
090703 |
97.01 |
97.10 |
97.00 |
97.07 |
+0.12 |
58,168 |
214,431 |
+3,735 |
| Total Volume and Open Interest |
479,297 |
2,092,393 |
+6,335 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090703 |
99.035 |
99.050 |
99.020 |
99.025 |
+0.005 |
238,070 |
654,353 |
-8,469 |
| Dec09 |
090703 |
98.935 |
98.950 |
98.905 |
98.920 |
-0.005 |
159,934 |
528,890 |
+3,505 |
| Mar10 |
090703 |
98.835 |
98.855 |
98.805 |
98.825 |
-0.005 |
182,659 |
468,630 |
-5,725 |
| Total Volume and Open Interest |
1,163,270 |
3,165,392 |
+4,449 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090703 |
96.84 |
96.88 |
96.84 |
96.86 |
+0.01 |
12,433 |
285,399 |
-3,558 |
| Dec09 |
090703 |
96.71 |
96.80 |
96.71 |
96.74 |
+0.02 |
9,148 |
211,707 |
+2,773 |
| Mar10 |
090703 |
96.39 |
96.50 |
96.38 |
96.44 |
+0.05 |
7,138 |
128,265 |
+523 |
| Jun10 |
090703 |
95.94 |
96.06 |
95.94 |
96.03 |
+0.08 |
5,109 |
79,209 |
+1,559 |
| Sep10 |
090703 |
95.60 |
95.64 |
95.57 |
95.59 |
+0.08 |
2,246 |
49,802 |
+1,258 |
| Dec10 |
090703 |
95.25 |
95.25 |
95.19 |
95.20 |
+0.07 |
1,654 |
30,553 |
+55 |
| Mar11 |
090703 |
94.90 |
94.94 |
94.86 |
94.88 |
+0.08 |
1,371 |
18,962 |
+49 |
| Jun11 |
090703 |
94.61 |
94.61 |
94.55 |
94.56 |
+0.08 |
340 |
11,040 |
+218 |
| Sep11 |
090703 |
94.27 |
94.27 |
94.27 |
94.27 |
+0.09 |
0 |
3,225 |
-100 |
| Dec11 |
090703 |
93.99 |
93.99 |
93.99 |
93.99 |
+0.10 |
25 |
857 |
-25 |
| Total Volume and Open Interest |
39,464 |
819,887 |
+2,752 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090703 |
94.60 |
94.72 |
94.56 |
94.60 |
unch |
26,492 |
325,913 |
+5,186 |
| Dec09 |
090703 |
94.55 |
94.55 |
94.55 |
94.55 |
unch |
|
|
|
| Total Volume and Open Interest |
26,492 |
325,913 |
+5,186 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090703 |
95.39 |
95.58 |
95.36 |
95.48 |
+0.08 |
98,672 |
491,070 |
+5,569 |
| Dec09 |
090703 |
95.38 |
95.38 |
95.38 |
95.38 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
98,672 |
491,070 |
+5,569 |
| Gold(CMX) |
| Aug09 |
090702 |
940.9 |
942.1 |
926.6 |
931.0 |
-10.3 |
97,417 |
225,276 |
-2,018 |
| Oct09 |
090702 |
943.1 |
943.1 |
928.4 |
932.3 |
-10.5 |
802 |
12,679 |
-151 |
| Dec09 |
090702 |
945.0 |
945.0 |
929.5 |
933.6 |
-10.6 |
4,389 |
53,958 |
+1,040 |
| Feb10 |
090702 |
942.4 |
942.4 |
932.5 |
934.6 |
-10.8 |
81 |
16,205 |
+1 |
| Apr10 |
090702 |
943.3 |
943.3 |
931.6 |
935.7 |
-10.9 |
903 |
16,358 |
-6 |
| Jun10 |
090702 |
939.5 |
942.0 |
935.0 |
937.2 |
-11.0 |
122 |
9,140 |
+13 |
| Aug10 |
090702 |
938.8 |
938.8 |
938.8 |
938.8 |
-11.2 |
0 |
3,677 |
+0 |
| Oct10 |
090702 |
940.8 |
940.8 |
940.8 |
940.8 |
-11.4 |
300 |
1,537 |
+300 |
| Dec10 |
090702 |
943.0 |
943.0 |
943.0 |
943.0 |
-11.6 |
17 |
13,313 |
+15 |
| 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 |
951.7 |
951.7 |
951.7 |
951.7 |
-12.7 |
0 |
9,150 |
+0 |
| Total Volume and Open Interest |
104,120 |
378,359 |
-840 |
| Silver(CMX) |
| Jul09 |
090702 |
1374.0 |
1374.0 |
1328.0 |
1339.3 |
-34.7 |
1,083 |
1,841 |
-1,801 |
| Sep09 |
090702 |
1376.5 |
1380.0 |
1329.0 |
1340.8 |
-35.2 |
20,298 |
57,491 |
-1,989 |
| Dec09 |
090702 |
1384.0 |
1384.5 |
1336.0 |
1344.8 |
-35.4 |
2,303 |
20,660 |
+113 |
| Mar10 |
090702 |
1347.6 |
1347.6 |
1347.6 |
1347.6 |
-35.5 |
352 |
6,778 |
+127 |
| May10 |
090702 |
1349.4 |
1349.4 |
1349.4 |
1349.4 |
-35.6 |
11 |
2,566 |
+4 |
| Jul10 |
090702 |
1351.2 |
1351.2 |
1344.0 |
1351.2 |
-35.7 |
145 |
2,916 |
-65 |
| Sep10 |
090702 |
1353.2 |
1353.2 |
1353.2 |
1353.2 |
-35.9 |
3 |
159 |
-2 |
| Total Volume and Open Interest |
24,265 |
100,969 |
-3,625 |
| Platinum(NYMEX) |
| Jul09 |
090702 |
1185.7 |
1187.6 |
1183.0 |
1186.6 |
-9.9 |
15 |
226 |
-464 |
| Oct09 |
090702 |
1205.0 |
1205.0 |
1186.0 |
1193.3 |
-11.8 |
1,681 |
22,363 |
+274 |
| Jan10 |
090702 |
1196.3 |
1196.3 |
1196.3 |
1196.3 |
-11.8 |
5 |
218 |
+1 |
| Total Volume and Open Interest |
1,701 |
22,807 |
-189 |
| Palladium(NYMEX) |
| Sep09 |
090702 |
254.00 |
254.25 |
247.15 |
252.00 |
-2.85 |
764 |
16,374 |
+292 |
| Dec09 |
090702 |
255.90 |
255.90 |
250.00 |
253.15 |
-2.80 |
5 |
358 |
-3 |
| Mar10 |
090702 |
254.65 |
254.65 |
254.65 |
254.65 |
-2.80 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
769 |
16,733 |
+289 |
| Copper(CMX) |
| Jul09 |
090702 |
232.30 |
232.45 |
225.25 |
229.00 |
-2.50 |
1,210 |
4,706 |
-560 |
| Sep09 |
090702 |
233.55 |
234.40 |
226.60 |
230.55 |
-2.50 |
16,832 |
72,758 |
-806 |
| Dec09 |
090702 |
234.20 |
235.20 |
227.75 |
231.60 |
-2.40 |
379 |
12,706 |
+86 |
| Mar10 |
090702 |
232.00 |
232.00 |
232.00 |
232.00 |
-2.30 |
58 |
2,369 |
+12 |
| May10 |
090702 |
232.10 |
232.10 |
232.10 |
232.10 |
-2.30 |
2 |
619 |
+0 |
| Total Volume and Open Interest |
19,363 |
103,022 |
-1,167 |
| DJIA Index(CBOT) |
| Sep09 |
090702 |
8445 |
8445 |
8235 |
8241 |
-207 |
1,156 |
7,804 |
-24 |
| Dec09 |
090702 |
8185 |
8392 |
8185 |
8185 |
-207 |
5 |
43 |
+2 |
| Mar10 |
090702 |
8139 |
8346 |
8139 |
8139 |
-207 |
0 |
1 |
+0 |
| Jun10 |
090702 |
8091 |
8298 |
8091 |
8091 |
-207 |
|
|
|
| Total Volume and Open Interest |
1,161 |
7,848 |
-22 |
| S & P 500(CME) |
| Sep09 |
090702 |
919.20 |
919.60 |
892.80 |
893.30 |
-25.90 |
23,511 |
376,988 |
-6,988 |
| Dec09 |
090702 |
902.00 |
902.00 |
889.00 |
889.00 |
-26.00 |
1 |
6,659 |
-4 |
| 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 |
23,512 |
386,836 |
-6,992 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090702 |
919.25 |
919.75 |
892.75 |
893.25 |
-26.00 |
2,062,874 |
2,316,515 |
+0 |
| Dec09 |
090702 |
914.50 |
915.25 |
889.00 |
889.00 |
-26.00 |
1,070 |
8,769 |
+171 |
| Total Volume and Open Interest |
1,535,621 |
2,303,455 |
-21,699 |
| NASDAQ 100(CME) |
| Sep09 |
090702 |
1478.80 |
1479.00 |
1440.00 |
1445.30 |
-33.50 |
1,431 |
14,834 |
+274 |
| 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 |
1,431 |
14,846 |
+274 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090702 |
1478.50 |
1479.30 |
1441.30 |
1445.30 |
-33.50 |
224,432 |
245,643 |
+5,374 |
| Dec09 |
090702 |
1474.50 |
1475.50 |
1440.50 |
1443.50 |
-33.50 |
470 |
592 |
+340 |
| Total Volume and Open Interest |
224,902 |
246,244 |
+5,714 |
| S & P Midcap 400(CME) |
| Sep09 |
090702 |
569.00 |
569.00 |
564.00 |
565.30 |
-17.10 |
293 |
2,588 |
+160 |
| 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 |
293 |
2,588 |
+160 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090702 |
10045 |
10045 |
9720 |
9745 |
-310 |
8,721 |
26,195 |
+1,356 |
| Dec09 |
090702 |
9745 |
9855 |
9745 |
9745 |
-310 |
|
|
|
| Total Volume and Open Interest |
8,721 |
26,195 |
+1,356 |
| Nikkei 225(SGX) |
| Sep09 |
090703 |
9865 |
9870 |
9675 |
9820 |
-75 |
90,841 |
155,590 |
+1,897 |
| Dec09 |
090703 |
9780 |
9780 |
9780 |
9780 |
-75 |
0 |
931 |
+9 |
| Mar10 |
090703 |
9800 |
9800 |
9800 |
9800 |
-75 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
91,041 |
162,185 |
+2,823 |
| CAC 40(EURONEXT) |
| Jul09 |
090703 |
3119.0 |
3132.5 |
3090.0 |
3118.5 |
+3.5 |
135,575 |
393,176 |
+14,188 |
| Aug09 |
090703 |
3128.0 |
3129.0 |
3095.0 |
3118.5 |
+3.0 |
289 |
1,481 |
+278 |
| Sep09 |
090703 |
3114.0 |
3125.5 |
3092.5 |
3113.0 |
+3.0 |
861 |
39,814 |
-456 |
| Total Volume and Open Interest |
136,725 |
437,226 |
+14,010 |
| Hang Seng Index(HKFE) |
| Jul09 |
090703 |
17974 |
18196 |
17860 |
18140 |
+15 |
78,806 |
75,459 |
-3,288 |
| Aug09 |
090703 |
17925 |
18160 |
17844 |
18116 |
+16 |
489 |
410 |
+183 |
| Sep09 |
090703 |
17828 |
18056 |
17780 |
18014 |
-12 |
132 |
2,382 |
+43 |
| Total Volume and Open Interest |
79,523 |
78,938 |
-3,062 |
| DAX(EUREX) |
| Sep09 |
090703 |
4734.5 |
4751.5 |
4685.5 |
4696.0 |
-35.5 |
154,776 |
138,105 |
+13,286 |
| Dec09 |
090703 |
4740.0 |
4747.0 |
4691.0 |
4699.5 |
-35.0 |
1,330 |
8,280 |
+33 |
| Mar10 |
090703 |
4713.0 |
4718.5 |
4708.5 |
4708.5 |
-36.0 |
39 |
511 |
+14 |
| Total Volume and Open Interest |
156,145 |
146,896 |
+13,333 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090703 |
4211.00 |
4233.00 |
4185.50 |
4196.50 |
-1.50 |
126,313 |
616,057 |
-1,603 |
| Dec09 |
090703 |
4181.50 |
4197.00 |
4168.50 |
4168.50 |
-1.50 |
713 |
4,524 |
+67 |
| Mar10 |
090703 |
4147.00 |
4176.50 |
4138.50 |
4140.00 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
127,026 |
620,581 |
-1,536 |
| SPI 200(SFE) |
| Sep09 |
090703 |
3851.0 |
3857.0 |
3762.0 |
3781.0 |
-80.0 |
24,747 |
228,589 |
+2,125 |
| Dec09 |
090703 |
3787.0 |
3787.0 |
3787.0 |
3787.0 |
-82.0 |
0 |
3,502 |
-88 |
| Mar10 |
090703 |
3767.0 |
3767.0 |
3763.0 |
3763.0 |
-82.0 |
129 |
4,344 |
+0 |
| Total Volume and Open Interest |
24,876 |
236,710 |
+2,037 |
| GSCI(CME) |
| Jul09 |
090702 |
439.70 |
440.25 |
434.00 |
436.00 |
-13.00 |
738 |
15,828 |
-44 |
| Aug09 |
090702 |
447.00 |
447.50 |
440.00 |
441.30 |
-12.90 |
55 |
55 |
+50 |
| Sep09 |
090702 |
451.50 |
452.00 |
446.00 |
446.50 |
-12.70 |
2 |
2 |
+0 |
| Total Volume and Open Interest |
795 |
15,885 |
+6 |
| 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. |
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