|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed July 08, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090708 |
1138.25 |
1146.50 |
1079.00 |
1084.00 |
-49.50 |
2,378 |
4,221 |
-1,014 |
| Aug09 |
090708 |
1057.75 |
1071.25 |
1009.50 |
1015.00 |
-38.50 |
21,496 |
72,395 |
-723 |
| Sep09 |
090708 |
963.00 |
976.50 |
935.00 |
943.50 |
-14.50 |
5,735 |
21,015 |
+156 |
| Nov09 |
090708 |
900.50 |
916.75 |
881.25 |
892.00 |
-3.00 |
63,602 |
246,471 |
-3,342 |
| Jan10 |
090708 |
905.00 |
921.00 |
889.00 |
900.00 |
-0.75 |
2,320 |
27,022 |
+346 |
| Mar10 |
090708 |
916.75 |
920.50 |
888.00 |
900.50 |
+0.25 |
2,223 |
19,345 |
+794 |
| May10 |
090708 |
897.00 |
911.50 |
882.50 |
893.00 |
+3.50 |
491 |
10,315 |
-39 |
| Total Volume and Open Interest |
99,737 |
435,802 |
-3,563 |
| Soybean Meal(CBOT) |
| Jul09 |
090708 |
381.00 |
383.20 |
362.00 |
364.80 |
-16.20 |
2,273 |
4,708 |
-1,330 |
| Aug09 |
090708 |
353.00 |
355.10 |
335.00 |
338.30 |
-13.70 |
12,051 |
35,546 |
-545 |
| Sep09 |
090708 |
316.50 |
320.20 |
307.80 |
312.30 |
-3.90 |
4,391 |
25,448 |
-248 |
| Oct09 |
090708 |
291.00 |
294.10 |
282.30 |
288.00 |
-1.30 |
2,953 |
19,579 |
-124 |
| Dec09 |
090708 |
280.00 |
288.50 |
275.00 |
281.30 |
+0.30 |
17,765 |
74,112 |
-1,297 |
| Jan10 |
090708 |
275.00 |
278.70 |
269.70 |
275.80 |
+0.80 |
796 |
6,248 |
+120 |
| Mar10 |
090708 |
272.00 |
276.60 |
267.00 |
273.10 |
+1.10 |
722 |
5,163 |
+141 |
| May10 |
090708 |
267.00 |
272.00 |
265.00 |
269.10 |
+2.10 |
166 |
6,749 |
+46 |
| Total Volume and Open Interest |
41,175 |
182,883 |
-3,217 |
| Soybean Oil(CBOT) |
| Jul09 |
090708 |
32.83 |
32.94 |
32.00 |
32.08 |
-0.82 |
6,633 |
4,915 |
-1,760 |
| Aug09 |
090708 |
33.08 |
33.54 |
32.14 |
32.25 |
-0.83 |
21,025 |
46,784 |
+1,135 |
| Sep09 |
090708 |
33.33 |
33.70 |
32.29 |
32.39 |
-0.84 |
6,921 |
33,709 |
-668 |
| Oct09 |
090708 |
33.47 |
33.47 |
32.45 |
32.55 |
-0.82 |
3,094 |
17,301 |
-97 |
| Dec09 |
090708 |
33.74 |
34.18 |
32.80 |
32.91 |
-0.81 |
20,937 |
106,743 |
+434 |
| Jan10 |
090708 |
34.35 |
34.43 |
33.15 |
33.26 |
-0.79 |
579 |
10,354 |
+151 |
| Mar10 |
090708 |
34.41 |
34.41 |
33.50 |
33.51 |
-0.77 |
848 |
6,490 |
+392 |
| May10 |
090708 |
34.00 |
34.38 |
33.50 |
33.60 |
-0.78 |
158 |
4,856 |
+52 |
| Total Volume and Open Interest |
60,461 |
242,415 |
-170 |
| Canola(WCE) |
| Jul09 |
090708 |
420.3 |
420.3 |
420.3 |
420.3 |
-6.7 |
3 |
625 |
-3 |
| Nov09 |
090708 |
425.0 |
426.0 |
411.2 |
417.1 |
-6.7 |
8,355 |
83,668 |
-856 |
| Jan10 |
090708 |
426.9 |
429.0 |
415.8 |
421.6 |
-6.7 |
166 |
8,840 |
+50 |
| Mar10 |
090708 |
429.1 |
437.0 |
424.0 |
426.7 |
-5.9 |
5 |
1,760 |
+2 |
| May10 |
090708 |
428.2 |
428.2 |
428.2 |
428.2 |
-5.9 |
0 |
505 |
+0 |
| Total Volume and Open Interest |
8,529 |
96,001 |
-807 |
| Corn(CBOT) |
| Jul09 |
090708 |
336.75 |
345.50 |
335.25 |
339.25 |
+3.75 |
16,979 |
8,223 |
-7,529 |
| Sep09 |
090708 |
327.00 |
331.00 |
321.00 |
325.25 |
-0.25 |
124,562 |
284,705 |
-8,011 |
| Dec09 |
090708 |
337.00 |
340.75 |
330.75 |
334.25 |
-1.50 |
159,361 |
414,050 |
+3,589 |
| Mar10 |
090708 |
350.00 |
353.00 |
344.25 |
347.75 |
-1.25 |
18,870 |
68,862 |
+1,667 |
| May10 |
090708 |
358.00 |
361.75 |
354.00 |
356.50 |
-1.50 |
4,785 |
16,397 |
+137 |
| Jul10 |
090708 |
366.25 |
371.00 |
362.00 |
364.50 |
-1.75 |
9,462 |
48,766 |
+1,531 |
| Total Volume and Open Interest |
339,256 |
912,326 |
-9,638 |
| Wheat(CBOT) |
| Jul09 |
090708 |
485.50 |
493.50 |
485.50 |
488.50 |
+4.75 |
7,511 |
5,885 |
-989 |
| Sep09 |
090708 |
513.25 |
523.25 |
512.50 |
517.25 |
+4.75 |
30,070 |
150,296 |
-52 |
| Dec09 |
090708 |
539.50 |
549.00 |
538.50 |
543.25 |
+4.75 |
11,583 |
98,921 |
+607 |
| Mar10 |
090708 |
557.00 |
566.00 |
556.00 |
560.75 |
+4.50 |
1,560 |
13,426 |
+457 |
| May10 |
090708 |
568.00 |
574.00 |
567.75 |
572.25 |
+4.50 |
50 |
1,814 |
+7 |
| Total Volume and Open Interest |
51,630 |
315,343 |
+6 |
| Wheat(KCBT) |
| Jul09 |
090708 |
537.50 |
545.00 |
537.00 |
537.75 |
+2.50 |
395 |
1,231 |
-435 |
| Sep09 |
090708 |
543.50 |
554.25 |
543.50 |
546.50 |
+2.50 |
11,055 |
42,317 |
+3,123 |
| Dec09 |
090708 |
560.75 |
570.25 |
560.25 |
563.25 |
+2.50 |
3,186 |
30,466 |
+490 |
| Mar10 |
090708 |
577.00 |
585.75 |
575.00 |
579.50 |
+3.00 |
901 |
4,292 |
+236 |
| May10 |
090708 |
588.00 |
596.50 |
588.00 |
590.50 |
+3.25 |
86 |
1,054 |
+54 |
| Total Volume and Open Interest |
16,215 |
90,440 |
+3,680 |
| Wheat(MGE) |
| Jul09 |
090708 |
599.50 |
605.50 |
599.50 |
601.00 |
-8.00 |
1 |
84 |
-3 |
| Sep09 |
090708 |
607.00 |
613.50 |
604.00 |
604.50 |
-2.25 |
1,774 |
12,589 |
-23 |
| Dec09 |
090708 |
616.00 |
622.50 |
613.50 |
614.00 |
-1.50 |
939 |
10,874 |
+194 |
| Mar10 |
090708 |
626.50 |
632.50 |
624.00 |
624.25 |
-1.50 |
124 |
2,878 |
-42 |
| May10 |
090708 |
632.00 |
638.25 |
631.00 |
631.00 |
-0.25 |
91 |
1,017 |
-45 |
| Total Volume and Open Interest |
3,148 |
33,061 |
+53 |
| Oats(CBOT) |
| Jul09 |
090708 |
202.00 |
205.00 |
201.50 |
201.50 |
-3.50 |
5 |
19 |
-100 |
| Sep09 |
090708 |
214.50 |
214.50 |
208.50 |
209.50 |
-3.50 |
162 |
3,783 |
-10 |
| Dec09 |
090708 |
221.75 |
225.00 |
220.75 |
221.50 |
-3.50 |
235 |
8,396 |
+34 |
| Mar10 |
090708 |
233.50 |
237.00 |
233.50 |
233.50 |
-3.50 |
7 |
1,297 |
+3 |
| Total Volume and Open Interest |
409 |
13,583 |
-73 |
| Rough Rice(CBOT) |
| Jul09 |
090708 |
12.43 |
12.45 |
12.43 |
12.43 |
-0.02 |
2 |
205 |
-15 |
| Sep09 |
090708 |
12.51 |
12.61 |
12.46 |
12.55 |
+0.04 |
284 |
4,962 |
-65 |
| Nov09 |
090708 |
12.63 |
12.65 |
12.51 |
12.60 |
+0.02 |
129 |
1,990 |
-19 |
| Jan10 |
090708 |
12.75 |
12.77 |
12.75 |
12.75 |
-0.02 |
20 |
264 |
+0 |
| Total Volume and Open Interest |
444 |
7,932 |
-105 |
| Live Cattle(CME) |
| Aug09 |
090708 |
83.700 |
84.000 |
83.200 |
83.350 |
-0.850 |
11,755 |
96,207 |
-953 |
| Oct09 |
090708 |
89.000 |
89.100 |
88.000 |
88.330 |
-0.870 |
6,185 |
67,521 |
-269 |
| Dec09 |
090708 |
88.800 |
88.900 |
87.680 |
88.385 |
-0.665 |
3,360 |
32,558 |
+416 |
| Feb10 |
090708 |
89.080 |
89.150 |
88.100 |
88.300 |
-1.100 |
1,151 |
12,469 |
+297 |
| Apr10 |
090708 |
90.330 |
90.400 |
89.650 |
90.000 |
-0.650 |
558 |
6,046 |
+190 |
| Jun10 |
090708 |
87.700 |
87.700 |
87.200 |
87.600 |
-0.600 |
57 |
1,854 |
+26 |
| Total Volume and Open Interest |
23,070 |
216,866 |
-293 |
| Feeder Cattle(CME) |
| Aug09 |
090708 |
102.800 |
103.000 |
101.500 |
101.650 |
-1.000 |
2,676 |
14,107 |
+471 |
| Sep09 |
090708 |
102.250 |
102.250 |
101.250 |
101.850 |
-0.550 |
592 |
3,376 |
-24 |
| Oct09 |
090708 |
102.200 |
102.200 |
101.350 |
101.950 |
-0.300 |
731 |
5,412 |
+81 |
| Nov09 |
090708 |
102.450 |
102.450 |
101.350 |
101.830 |
-0.620 |
169 |
1,228 |
+48 |
| Jan10 |
090708 |
100.300 |
100.700 |
99.600 |
100.600 |
-0.800 |
101 |
378 |
+11 |
| Mar10 |
090708 |
99.750 |
99.900 |
99.250 |
99.900 |
-0.080 |
8 |
61 |
-1 |
| Apr10 |
090708 |
100.000 |
100.250 |
100.000 |
100.000 |
-0.400 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
4,277 |
24,593 |
+586 |
| Lean Hogs(CME) |
| Jul09 |
090708 |
60.500 |
60.500 |
58.330 |
58.930 |
-1.770 |
2,453 |
8,502 |
-846 |
| Aug09 |
090708 |
61.880 |
62.150 |
60.750 |
61.035 |
-1.165 |
11,991 |
55,365 |
-1,441 |
| Oct09 |
090708 |
57.800 |
58.200 |
56.630 |
56.750 |
-1.400 |
4,315 |
34,529 |
+769 |
| Dec09 |
090708 |
58.000 |
58.000 |
56.535 |
57.000 |
-1.080 |
2,613 |
21,371 |
+428 |
| Feb10 |
090708 |
62.950 |
63.500 |
61.830 |
62.500 |
-1.350 |
675 |
5,861 |
+101 |
| Apr10 |
090708 |
66.700 |
67.100 |
65.580 |
66.350 |
-0.900 |
490 |
3,651 |
+244 |
| May10 |
090708 |
70.000 |
71.000 |
69.600 |
70.500 |
-1.750 |
15 |
317 |
+1 |
| Jun10 |
090708 |
74.750 |
74.750 |
73.300 |
73.900 |
-1.250 |
164 |
2,142 |
+166 |
| Total Volume and Open Interest |
22,781 |
132,530 |
-536 |
| Pork Bellies(CME) |
| Jul09 |
090708 |
58.900 |
59.000 |
57.850 |
57.900 |
+0.700 |
29 |
42 |
-9 |
| Aug09 |
090708 |
58.100 |
59.500 |
57.985 |
58.000 |
+0.465 |
91 |
606 |
+18 |
| Feb10 |
090708 |
85.000 |
85.500 |
83.800 |
83.800 |
-1.200 |
3 |
124 |
+3 |
| Mar10 |
090708 |
81.900 |
82.600 |
81.900 |
81.900 |
-1.200 |
0 |
42 |
+0 |
| May10 |
090708 |
86.500 |
86.500 |
86.500 |
86.500 |
unch |
|
|
|
| Total Volume and Open Interest |
123 |
814 |
+12 |
| Class III Milk(CME) |
| Jul09 |
090708 |
10.06 |
10.06 |
10.01 |
10.02 |
-0.04 |
98 |
4,537 |
+21 |
| Aug09 |
090708 |
10.65 |
10.78 |
10.56 |
10.62 |
-0.09 |
181 |
4,233 |
-12 |
| Sep09 |
090708 |
11.41 |
11.62 |
11.25 |
11.44 |
+0.06 |
271 |
3,872 |
+54 |
| Oct09 |
090708 |
12.23 |
12.38 |
12.16 |
12.24 |
+0.06 |
171 |
3,300 |
+42 |
| Nov09 |
090708 |
13.10 |
13.22 |
13.05 |
13.17 |
+0.08 |
58 |
3,147 |
+6 |
| Total Volume and Open Interest |
1,114 |
26,160 |
+208 |
| Cocoa(ICE) |
| Jul09 |
090708 |
2470 |
2509 |
2470 |
2509 |
+67 |
0 |
26 |
+0 |
| Sep09 |
090708 |
2461 |
2560 |
2446 |
2542 |
+74 |
3,547 |
47,905 |
-47 |
| Dec09 |
090708 |
2484 |
2579 |
2484 |
2566 |
+70 |
809 |
29,021 |
+529 |
| Mar10 |
090708 |
2497 |
2577 |
2497 |
2575 |
+66 |
253 |
16,818 |
+80 |
| May10 |
090708 |
2565 |
2586 |
2558 |
2584 |
+65 |
18 |
4,084 |
+2 |
| Jul10 |
090708 |
2593 |
2594 |
2593 |
2594 |
+64 |
0 |
3,594 |
+0 |
| Sep10 |
090708 |
2601 |
2601 |
2599 |
2599 |
+65 |
0 |
2,324 |
+0 |
| Total Volume and Open Interest |
4,627 |
107,826 |
+564 |
| Coffee "C"(ICE) |
| Jul09 |
090708 |
113.00 |
113.00 |
113.00 |
113.00 |
-1.00 |
25 |
81 |
+12 |
| Sep09 |
090708 |
117.05 |
117.40 |
114.75 |
115.20 |
-1.50 |
7,293 |
66,072 |
-632 |
| Dec09 |
090708 |
119.60 |
120.20 |
117.80 |
118.20 |
-1.50 |
818 |
25,714 |
+178 |
| Mar10 |
090708 |
122.30 |
122.30 |
120.80 |
121.05 |
-1.45 |
170 |
11,179 |
+33 |
| May10 |
090708 |
125.40 |
125.40 |
122.80 |
123.00 |
-1.40 |
42 |
3,576 |
+1 |
| Jul10 |
090708 |
126.10 |
126.10 |
124.70 |
124.90 |
-1.35 |
25 |
1,458 |
-1 |
| Total Volume and Open Interest |
8,378 |
110,742 |
-409 |
| Orange Juice(ICE) |
| Jul09 |
090708 |
88.20 |
88.20 |
84.90 |
84.90 |
-2.10 |
10 |
24 |
-20 |
| Sep09 |
090708 |
88.40 |
88.40 |
83.95 |
85.05 |
-3.35 |
2,794 |
22,610 |
-32 |
| Nov09 |
090708 |
92.00 |
92.00 |
87.45 |
88.35 |
-3.25 |
309 |
6,065 |
+41 |
| Jan10 |
090708 |
94.35 |
94.40 |
90.50 |
91.40 |
-3.25 |
86 |
1,219 |
-56 |
| Mar10 |
090708 |
96.45 |
96.45 |
93.75 |
94.70 |
-3.15 |
15 |
943 |
+6 |
| May10 |
090708 |
99.45 |
99.45 |
97.80 |
97.80 |
-3.20 |
5 |
118 |
+0 |
| Total Volume and Open Interest |
3,219 |
31,214 |
-61 |
| Sugar #11(ICE) |
| Oct09 |
090708 |
16.90 |
17.28 |
16.75 |
17.21 |
+0.25 |
48,657 |
337,606 |
-8,292 |
| Mar10 |
090708 |
18.08 |
18.47 |
17.93 |
18.41 |
+0.25 |
13,041 |
157,674 |
+2,710 |
| May10 |
090708 |
17.70 |
18.00 |
17.55 |
17.98 |
+0.20 |
2,644 |
38,976 |
+485 |
| Jul10 |
090708 |
17.56 |
17.64 |
17.26 |
17.58 |
+0.19 |
2,132 |
67,498 |
+170 |
| Oct10 |
090708 |
17.18 |
17.45 |
17.00 |
17.44 |
+0.22 |
1,338 |
42,340 |
+284 |
| Total Volume and Open Interest |
69,584 |
716,004 |
-4,693 |
| Sugar #14(ICE) |
| Sep09 |
090708 |
22.78 |
22.79 |
22.78 |
22.79 |
-0.04 |
115 |
2,314 |
-32 |
| Total Volume and Open Interest |
115 |
2,314 |
-32 |
| London Cocoa(LCE) |
| Jul09 |
090708 |
1583 |
1636 |
1583 |
1634 |
+54 |
1,003 |
37,295 |
-223 |
| Sep09 |
090708 |
1610 |
1664 |
1610 |
1662 |
+53 |
1,771 |
35,726 |
+9 |
| Dec09 |
090708 |
1619 |
1669 |
1619 |
1668 |
+49 |
1,053 |
29,242 |
+450 |
| Mar10 |
090708 |
1642 |
1667 |
1622 |
1666 |
+48 |
1,054 |
28,606 |
-224 |
| May10 |
090708 |
1620 |
1663 |
1620 |
1663 |
+53 |
808 |
15,309 |
+249 |
| Jul10 |
090708 |
1664 |
1664 |
1664 |
1664 |
+54 |
16 |
4,454 |
+4 |
| Sep10 |
090708 |
1658 |
1658 |
1658 |
1658 |
+51 |
5 |
2,727 |
+0 |
| Total Volume and Open Interest |
5,710 |
156,440 |
+265 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090708 |
438.70 |
440.60 |
435.00 |
437.40 |
+0.90 |
4,465 |
13,917 |
-2,275 |
| Oct09 |
090708 |
453.90 |
458.70 |
450.00 |
452.30 |
-3.20 |
4,182 |
44,746 |
+630 |
| Dec09 |
090708 |
464.80 |
467.90 |
460.20 |
462.30 |
-3.20 |
431 |
8,550 |
+130 |
| Mar10 |
090708 |
474.80 |
478.60 |
469.60 |
472.30 |
-2.90 |
735 |
11,735 |
+333 |
| May10 |
090708 |
465.60 |
465.90 |
465.60 |
465.90 |
-3.60 |
6 |
1,555 |
+0 |
| Total Volume and Open Interest |
9,826 |
82,989 |
-1,179 |
| Cotton(ICE) |
| Jul09 |
090708 |
55.05 |
55.05 |
54.71 |
54.71 |
-0.65 |
10 |
204 |
-2 |
| Oct09 |
090708 |
57.34 |
57.56 |
56.52 |
57.00 |
-0.70 |
92 |
2,667 |
+17 |
| Dec09 |
090708 |
59.75 |
59.80 |
58.62 |
59.11 |
-0.60 |
4,728 |
93,837 |
+657 |
| Mar10 |
090708 |
61.55 |
62.00 |
61.16 |
61.67 |
-0.57 |
230 |
11,719 |
+114 |
| May10 |
090708 |
63.07 |
63.07 |
63.07 |
63.07 |
-0.41 |
2 |
615 |
+0 |
| Jul10 |
090708 |
64.32 |
64.32 |
64.32 |
64.32 |
-0.32 |
1 |
1,864 |
+0 |
| Total Volume and Open Interest |
5,063 |
112,944 |
+786 |
| Lumber(CME) |
| Jul09 |
090708 |
186.1 |
186.1 |
179.1 |
182.1 |
-4.4 |
186 |
816 |
-103 |
| Sep09 |
090708 |
208.1 |
208.5 |
202.0 |
204.2 |
-3.3 |
257 |
4,803 |
+3 |
| Nov09 |
090708 |
203.9 |
204.7 |
200.0 |
202.0 |
-0.1 |
60 |
1,317 |
+1 |
| Jan10 |
090708 |
222.4 |
224.9 |
218.9 |
224.0 |
-1.0 |
28 |
770 |
+17 |
| Total Volume and Open Interest |
531 |
7,754 |
-82 |
| Crude Oil(NYM) |
| Aug09 |
090708 |
62.31 |
62.68 |
60.01 |
60.14 |
-2.79 |
256,986 |
225,634 |
-12,983 |
| Sep09 |
090708 |
63.26 |
63.62 |
61.00 |
61.16 |
-2.70 |
90,155 |
170,251 |
+1,356 |
| Oct09 |
090708 |
64.26 |
64.59 |
62.08 |
62.23 |
-2.59 |
32,941 |
63,932 |
-4 |
| Nov09 |
090708 |
65.00 |
65.47 |
63.03 |
63.18 |
-2.51 |
12,978 |
25,817 |
-2,562 |
| Dec09 |
090708 |
65.91 |
66.25 |
63.85 |
64.03 |
-2.41 |
45,867 |
153,636 |
-4,300 |
| Jan10 |
090708 |
66.61 |
66.61 |
64.72 |
64.77 |
-2.32 |
5,580 |
30,169 |
-933 |
| Feb10 |
090708 |
66.85 |
66.87 |
65.25 |
65.35 |
-2.25 |
2,888 |
20,777 |
-926 |
| Mar10 |
090708 |
67.20 |
67.30 |
65.67 |
65.84 |
-2.19 |
3,090 |
18,146 |
-379 |
| Apr10 |
090708 |
67.95 |
67.95 |
66.24 |
66.29 |
-2.14 |
2,640 |
9,945 |
-777 |
| May10 |
090708 |
68.11 |
68.11 |
66.71 |
66.71 |
-2.10 |
1,578 |
9,567 |
-356 |
| Jun10 |
090708 |
68.50 |
68.50 |
66.94 |
67.11 |
-2.08 |
4,708 |
45,742 |
-298 |
| Jul10 |
090708 |
69.10 |
69.10 |
67.32 |
67.48 |
-2.08 |
2,047 |
37,179 |
-124 |
| Aug10 |
090708 |
69.15 |
69.15 |
67.80 |
67.80 |
-2.08 |
1,448 |
5,717 |
-175 |
| Sep10 |
090708 |
69.55 |
69.55 |
68.12 |
68.12 |
-2.07 |
1,229 |
12,211 |
+114 |
| Oct10 |
090708 |
68.70 |
68.70 |
68.45 |
68.45 |
-2.05 |
201 |
5,272 |
-128 |
| Nov10 |
090708 |
69.87 |
69.87 |
68.80 |
68.80 |
-2.03 |
186 |
8,095 |
-23 |
| Total Volume and Open Interest |
493,845 |
1,151,491 |
-18,162 |
| e-miNY Crude Oil(NYM) |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090708 |
62.325 |
62.675 |
60.000 |
60.150 |
-2.775 |
12,974 |
3,398 |
-613 |
| Sep09 |
090708 |
63.100 |
63.525 |
61.050 |
61.150 |
-2.700 |
672 |
490 |
+39 |
| Oct09 |
090708 |
64.100 |
64.500 |
62.150 |
62.225 |
-2.600 |
122 |
164 |
+43 |
| Nov09 |
090708 |
63.175 |
63.175 |
63.175 |
63.175 |
-2.525 |
2 |
20 |
+0 |
| Dec09 |
090708 |
65.700 |
65.900 |
64.025 |
64.025 |
-2.425 |
11 |
94 |
+2 |
| Jan10 |
090708 |
64.775 |
64.775 |
64.775 |
64.775 |
-2.325 |
|
|
|
| Feb10 |
090708 |
65.350 |
65.350 |
65.350 |
65.350 |
-2.250 |
|
|
|
| Mar10 |
090708 |
65.850 |
65.850 |
65.850 |
65.850 |
-2.175 |
0 |
1 |
+0 |
| Apr10 |
090708 |
66.300 |
66.300 |
66.300 |
66.300 |
-2.125 |
|
|
|
| Total Volume and Open Interest |
13,781 |
4,242 |
-529 |
| Heating Oil(NYM) |
| Aug09 |
090708 |
158.36 |
159.10 |
153.24 |
153.79 |
-6.28 |
39,960 |
59,802 |
-1,956 |
| Sep09 |
090708 |
162.93 |
163.73 |
157.58 |
158.00 |
-6.68 |
12,522 |
38,745 |
+193 |
| Oct09 |
090708 |
167.63 |
167.63 |
161.86 |
162.32 |
-6.76 |
5,640 |
28,490 |
+640 |
| Nov09 |
090708 |
171.03 |
171.03 |
165.96 |
166.25 |
-6.66 |
2,652 |
16,254 |
+130 |
| Dec09 |
090708 |
174.50 |
175.00 |
169.49 |
169.85 |
-6.58 |
8,132 |
32,905 |
-1,169 |
| Jan10 |
090708 |
177.30 |
177.84 |
173.48 |
173.48 |
-6.45 |
2,967 |
15,953 |
+83 |
| Feb10 |
090708 |
179.30 |
180.05 |
175.60 |
175.88 |
-6.35 |
1,760 |
10,335 |
+79 |
| Mar10 |
090708 |
180.90 |
181.25 |
176.80 |
177.28 |
-6.25 |
1,040 |
7,746 |
+297 |
| Apr10 |
090708 |
182.15 |
182.15 |
177.75 |
177.98 |
-6.00 |
1,238 |
5,732 |
-364 |
| May10 |
090708 |
182.50 |
182.55 |
178.98 |
178.98 |
-5.75 |
1,141 |
6,965 |
+302 |
| Jun10 |
090708 |
183.60 |
183.90 |
179.85 |
180.13 |
-5.50 |
3,182 |
17,623 |
+492 |
| Jul10 |
090708 |
185.75 |
185.75 |
181.70 |
182.03 |
-5.35 |
313 |
2,711 |
-28 |
| Total Volume and Open Interest |
83,496 |
280,674 |
-826 |
| Gasoline(NYMEX) |
| Aug09 |
090708 |
171.90 |
172.00 |
162.90 |
163.33 |
-9.95 |
36,606 |
68,018 |
-757 |
| Sep09 |
090708 |
170.10 |
170.96 |
162.60 |
162.95 |
-9.56 |
15,843 |
45,039 |
+839 |
| Oct09 |
090708 |
160.76 |
162.00 |
153.88 |
154.24 |
-9.05 |
4,861 |
27,344 |
+368 |
| Nov09 |
090708 |
160.50 |
160.76 |
153.68 |
154.03 |
-8.56 |
1,887 |
11,417 |
+4 |
| Dec09 |
090708 |
161.60 |
161.60 |
155.12 |
155.45 |
-8.00 |
2,062 |
13,983 |
-32 |
| Jan10 |
090708 |
162.81 |
162.81 |
157.79 |
157.94 |
-7.56 |
581 |
7,204 |
+9 |
| Feb10 |
090708 |
165.50 |
165.50 |
160.64 |
160.64 |
-7.31 |
153 |
2,618 |
+55 |
| Mar10 |
090708 |
168.00 |
168.00 |
163.54 |
163.54 |
-7.11 |
65 |
3,397 |
-13 |
| Apr10 |
090708 |
177.51 |
177.59 |
177.29 |
177.29 |
-7.01 |
64 |
3,420 |
+37 |
| May10 |
090708 |
178.84 |
178.84 |
178.84 |
178.84 |
-6.86 |
0 |
1,910 |
-2 |
| Total Volume and Open Interest |
62,189 |
191,996 |
+468 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090708 |
163.33 |
163.33 |
163.33 |
163.33 |
-9.95 |
0 |
1 |
+0 |
| Sep09 |
090708 |
162.95 |
162.95 |
162.95 |
162.95 |
-9.56 |
|
|
|
| Oct09 |
090708 |
154.24 |
154.24 |
154.24 |
154.24 |
-9.05 |
|
|
|
| Nov09 |
090708 |
154.03 |
154.03 |
154.03 |
154.03 |
-8.56 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Aug09 |
090708 |
3.365 |
3.410 |
3.337 |
3.353 |
-0.076 |
97,139 |
145,264 |
-3,226 |
| Sep09 |
090708 |
3.454 |
3.543 |
3.454 |
3.478 |
-0.080 |
25,614 |
97,635 |
+838 |
| Oct09 |
090708 |
3.717 |
3.750 |
3.680 |
3.690 |
-0.085 |
16,535 |
78,147 |
-615 |
| Nov09 |
090708 |
4.455 |
4.455 |
4.381 |
4.397 |
-0.085 |
5,299 |
36,772 |
+787 |
| Dec09 |
090708 |
5.140 |
5.174 |
5.088 |
5.116 |
-0.079 |
4,182 |
43,170 |
+420 |
| Jan10 |
090708 |
5.480 |
5.480 |
5.403 |
5.423 |
-0.081 |
5,221 |
39,515 |
+235 |
| Feb10 |
090708 |
5.500 |
5.500 |
5.451 |
5.466 |
-0.084 |
1,658 |
20,006 |
+26 |
| Mar10 |
090708 |
5.479 |
5.479 |
5.407 |
5.420 |
-0.084 |
3,437 |
37,501 |
+566 |
| Apr10 |
090708 |
5.380 |
5.385 |
5.336 |
5.351 |
-0.078 |
3,525 |
35,184 |
+743 |
| May10 |
090708 |
5.400 |
5.430 |
5.386 |
5.398 |
-0.078 |
564 |
15,439 |
+85 |
| Jun10 |
090708 |
5.527 |
5.527 |
5.480 |
5.496 |
-0.078 |
217 |
8,929 |
+32 |
| Jul10 |
090708 |
5.650 |
5.653 |
5.605 |
5.616 |
-0.078 |
198 |
8,235 |
-16 |
| Aug10 |
090708 |
5.723 |
5.735 |
5.695 |
5.706 |
-0.078 |
204 |
9,340 |
-2 |
| Sep10 |
090708 |
5.800 |
5.800 |
5.767 |
5.771 |
-0.078 |
178 |
7,090 |
+74 |
| Oct10 |
090708 |
5.960 |
5.960 |
5.879 |
5.884 |
-0.080 |
872 |
17,027 |
+248 |
| Nov10 |
090708 |
6.298 |
6.298 |
6.214 |
6.229 |
-0.080 |
380 |
5,901 |
+3 |
| Total Volume and Open Interest |
166,909 |
730,963 |
+572 |
| Brent Crude Oil(ICE) |
| Aug09 |
090708 |
62.50 |
63.13 |
60.30 |
60.43 |
-2.80 |
106,539 |
118,305 |
-6,616 |
| Sep09 |
090708 |
62.88 |
63.31 |
60.69 |
60.82 |
-2.68 |
67,045 |
159,467 |
+10,859 |
| Oct09 |
090708 |
63.54 |
63.95 |
61.39 |
61.51 |
-2.70 |
29,395 |
69,682 |
+3,134 |
| Nov09 |
090708 |
64.36 |
64.75 |
62.24 |
62.36 |
-2.69 |
14,901 |
30,027 |
-572 |
| Dec09 |
090708 |
65.14 |
65.50 |
63.07 |
63.20 |
-2.64 |
20,844 |
81,102 |
-115 |
| Jan10 |
090708 |
65.61 |
66.11 |
63.89 |
63.92 |
-2.58 |
3,884 |
23,031 |
-170 |
| Feb10 |
090708 |
66.18 |
66.67 |
64.53 |
64.56 |
-2.53 |
2,038 |
15,000 |
+7 |
| Mar10 |
090708 |
67.20 |
67.20 |
65.11 |
65.14 |
-2.47 |
1,884 |
11,595 |
+1,043 |
| Apr10 |
090708 |
67.68 |
67.68 |
65.70 |
65.70 |
-2.42 |
1,077 |
5,297 |
+47 |
| May10 |
090708 |
66.21 |
66.21 |
66.21 |
66.21 |
-2.37 |
780 |
4,136 |
+98 |
| Jun10 |
090708 |
68.13 |
68.59 |
66.58 |
66.66 |
-2.32 |
1,956 |
31,118 |
+850 |
| Jul10 |
090708 |
67.08 |
67.08 |
67.08 |
67.08 |
-2.29 |
487 |
8,339 |
-9 |
| Aug10 |
090708 |
67.45 |
67.45 |
67.45 |
67.45 |
-2.27 |
126 |
5,951 |
+29 |
| Sep10 |
090708 |
67.82 |
67.82 |
67.82 |
67.82 |
-2.24 |
62 |
2,510 |
+0 |
| Total Volume and Open Interest |
256,750 |
705,789 |
+9,254 |
| Gas Oil(ICE) |
| Jul09 |
090708 |
500.75 |
502.75 |
486.25 |
488.50 |
-16.25 |
28,858 |
43,767 |
-9,928 |
| Aug09 |
090708 |
510.50 |
511.75 |
494.00 |
497.00 |
-17.00 |
47,548 |
87,943 |
-635 |
| Sep09 |
090708 |
517.75 |
521.50 |
504.25 |
507.00 |
-17.25 |
17,199 |
57,801 |
+1,321 |
| Oct09 |
090708 |
529.50 |
531.00 |
514.50 |
517.00 |
-17.50 |
7,331 |
34,798 |
-95 |
| Nov09 |
090708 |
540.75 |
541.00 |
524.75 |
527.00 |
-17.50 |
4,275 |
26,484 |
+447 |
| Dec09 |
090708 |
549.00 |
550.75 |
533.75 |
536.50 |
-17.75 |
9,148 |
62,776 |
-245 |
| Jan10 |
090708 |
558.75 |
560.25 |
544.50 |
546.25 |
-17.75 |
2,124 |
31,457 |
+345 |
| Feb10 |
090708 |
566.75 |
567.25 |
554.50 |
554.50 |
-17.25 |
558 |
15,425 |
+2 |
| Mar10 |
090708 |
574.25 |
574.75 |
562.00 |
562.00 |
-17.00 |
495 |
17,312 |
-227 |
| Apr10 |
090708 |
581.25 |
581.75 |
569.25 |
569.25 |
-16.50 |
100 |
9,065 |
+20 |
| Total Volume and Open Interest |
120,998 |
489,917 |
-8,443 |
| Ethanol(CBOT) |
| Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
| Aug09 |
090708 |
1.490 |
1.490 |
1.480 |
1.483 |
-0.003 |
28 |
648 |
+17 |
| Sep09 |
090708 |
1.460 |
1.470 |
1.460 |
1.466 |
-0.003 |
13 |
499 |
+5 |
| Oct09 |
090708 |
1.460 |
1.462 |
1.460 |
1.462 |
+0.002 |
11 |
318 |
+11 |
| Nov09 |
090708 |
1.455 |
1.455 |
1.455 |
1.455 |
-0.005 |
25 |
303 |
-13 |
| Dec09 |
090708 |
1.450 |
1.460 |
1.450 |
1.454 |
-0.006 |
10 |
390 |
+10 |
| Jan10 |
090708 |
1.465 |
1.465 |
1.460 |
1.460 |
unch |
22 |
429 |
+12 |
| Feb10 |
090708 |
1.475 |
1.475 |
1.460 |
1.462 |
-0.004 |
2 |
472 |
+2 |
| Total Volume and Open Interest |
171 |
4,061 |
-57 |
| US Dollar Index(ICE) |
| Sep09 |
090708 |
81.020 |
81.120 |
80.770 |
81.005 |
+0.140 |
5,249 |
18,517 |
-215 |
| Dec09 |
090708 |
81.340 |
81.440 |
81.300 |
81.350 |
+0.140 |
34 |
2,108 |
+9 |
| Mar10 |
090708 |
81.625 |
81.625 |
81.625 |
81.625 |
+0.140 |
|
|
|
| Total Volume and Open Interest |
5,283 |
20,625 |
-206 |
| Australian Dollar(CME) |
| Sep09 |
090708 |
78.57 |
78.57 |
76.85 |
76.99 |
-1.79 |
69,687 |
84,951 |
-900 |
| Dec09 |
090708 |
77.45 |
78.26 |
76.38 |
76.49 |
-1.77 |
22 |
301 |
-7 |
| Mar10 |
090708 |
76.01 |
77.77 |
76.01 |
76.01 |
-1.76 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
69,709 |
85,268 |
-907 |
| British Pound(CME) |
| Sep09 |
090708 |
161.30 |
161.49 |
159.81 |
160.25 |
-1.24 |
111,809 |
88,935 |
-547 |
| Dec09 |
090708 |
161.09 |
161.46 |
159.84 |
160.23 |
-1.23 |
76 |
269 |
-17 |
| Mar10 |
090708 |
160.20 |
161.44 |
160.06 |
160.20 |
-1.24 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
111,885 |
89,230 |
-564 |
| Canadian Dollar(CME) |
| Sep09 |
090708 |
85.73 |
86.33 |
85.30 |
85.41 |
-0.51 |
57,509 |
75,771 |
+1,432 |
| Dec09 |
090708 |
85.96 |
86.33 |
85.37 |
85.43 |
-0.52 |
62 |
2,205 |
+11 |
| Mar10 |
090708 |
86.22 |
86.32 |
85.40 |
85.46 |
-0.52 |
0 |
495 |
+0 |
| Jun10 |
090708 |
85.49 |
86.37 |
85.47 |
85.49 |
-0.54 |
2 |
114 |
+0 |
| Total Volume and Open Interest |
57,574 |
78,745 |
+1,444 |
| Japanese Yen(CME) |
| Sep09 |
090708 |
105.58 |
109.04 |
105.49 |
108.28 |
+2.67 |
120,083 |
90,688 |
+13,166 |
| Dec09 |
090708 |
105.70 |
109.09 |
105.67 |
108.40 |
+2.68 |
39 |
166 |
-20 |
| Mar10 |
090708 |
105.72 |
109.04 |
105.52 |
108.57 |
+2.67 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
120,122 |
90,874 |
+13,146 |
| Swiss Franc(CME) |
| Sep09 |
090708 |
91.90 |
92.02 |
91.45 |
91.65 |
-0.31 |
40,943 |
32,900 |
-839 |
| Dec09 |
090708 |
91.76 |
92.10 |
91.61 |
91.76 |
-0.32 |
4 |
99 |
-3 |
| Mar10 |
090708 |
91.92 |
92.25 |
91.92 |
91.92 |
-0.33 |
|
|
|
| Total Volume and Open Interest |
40,947 |
32,999 |
-842 |
| EuroFX(CME) |
| Sep09 |
090708 |
139.17 |
139.38 |
138.31 |
138.50 |
-0.77 |
227,638 |
118,949 |
+6,910 |
| Dec09 |
090708 |
139.17 |
139.33 |
138.31 |
138.48 |
-0.77 |
1,075 |
1,526 |
+620 |
| Mar10 |
090708 |
138.48 |
139.26 |
138.48 |
138.48 |
-0.78 |
20 |
336 |
+0 |
| Total Volume and Open Interest |
228,733 |
120,814 |
+7,530 |
| Mexican Peso(CME) |
| Jul09 |
090708 |
736.8 |
749.5 |
736.8 |
736.8 |
-12.8 |
|
|
|
| Aug09 |
090708 |
732.8 |
745.5 |
732.8 |
732.8 |
-12.8 |
|
|
|
| Total Volume and Open Interest |
9,455 |
63,044 |
+3,635 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090708 |
119~140 |
121~115 |
119~130 |
121~080 |
+1~265 |
142,817 |
704,311 |
-2,655 |
| Dec09 |
090708 |
118~100 |
120~000 |
118~040 |
119~305 |
+1~265 |
64 |
587 |
+12 |
| Mar10 |
090708 |
118~270 |
118~315 |
117~050 |
118~315 |
+1~265 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
142,881 |
704,942 |
-2,643 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090708 |
117~105 |
118~230 |
117~090 |
118~200 |
+1~110 |
531,278 |
1,061,353 |
+13,428 |
| Dec09 |
090708 |
116~095 |
117~080 |
115~290 |
117~080 |
+1~110 |
0 |
43 |
+0 |
| Mar10 |
090708 |
116~080 |
116~080 |
114~290 |
116~080 |
+1~110 |
|
|
|
| Total Volume and Open Interest |
531,278 |
1,061,396 |
+13,428 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090708 |
115~106 |
116~072 |
115~076 |
116~066 |
+0~093 |
233,498 |
770,375 |
+11,271 |
| Dec09 |
090708 |
115~022 |
115~022 |
114~057 |
115~022 |
+0~093 |
0 |
500 |
+0 |
| Mar10 |
090708 |
115~022 |
115~022 |
114~057 |
115~022 |
+0~093 |
|
|
|
| Total Volume and Open Interest |
233,498 |
770,875 |
+11,271 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090708 |
108~059 |
108~071 |
108~051 |
108~068 |
+0~016 |
842 |
560,783 |
-456 |
| Dec09 |
090708 |
108~011 |
108~011 |
107~122 |
108~011 |
+0~017 |
0 |
1 |
+0 |
| Mar10 |
090708 |
108~011 |
108~011 |
107~122 |
108~011 |
+0~017 |
|
|
|
| Total Volume and Open Interest |
93,166 |
560,784 |
-456 |
| Eurodollars(CME) |
| Sep09 |
090708 |
99.420 |
99.465 |
99.415 |
99.455 |
+0.035 |
135,390 |
1,044,651 |
+3,355 |
| Dec09 |
090708 |
99.200 |
99.270 |
99.195 |
99.260 |
+0.060 |
148,540 |
921,371 |
+2,576 |
| Mar10 |
090708 |
98.995 |
99.090 |
98.995 |
99.085 |
+0.085 |
174,865 |
852,286 |
+8,044 |
| Jun10 |
090708 |
98.710 |
98.820 |
98.710 |
98.815 |
+0.105 |
190,585 |
583,995 |
+7,291 |
| Sep10 |
090708 |
98.385 |
98.510 |
98.385 |
98.510 |
+0.125 |
250,665 |
545,631 |
+18,017 |
| Dec10 |
090708 |
98.010 |
98.155 |
98.005 |
98.145 |
+0.135 |
163,635 |
640,396 |
+3,065 |
| Mar11 |
090708 |
97.670 |
97.830 |
97.670 |
97.815 |
+0.145 |
115,692 |
351,072 |
-2,112 |
| Jun11 |
090708 |
97.345 |
97.495 |
97.330 |
97.475 |
+0.155 |
82,610 |
343,134 |
+9,191 |
| Sep11 |
090708 |
97.025 |
97.195 |
97.015 |
97.170 |
+0.165 |
43,533 |
223,762 |
+1,796 |
| Dec11 |
090708 |
96.735 |
96.905 |
96.715 |
96.885 |
+0.180 |
39,700 |
142,461 |
-1,376 |
| Mar12 |
090708 |
96.530 |
96.710 |
96.510 |
96.685 |
+0.195 |
34,622 |
104,108 |
+91 |
| Jun12 |
090708 |
96.355 |
96.525 |
96.315 |
96.500 |
+0.210 |
39,158 |
109,868 |
-1,165 |
| Sep12 |
090708 |
96.180 |
96.370 |
96.155 |
96.345 |
+0.220 |
11,800 |
67,527 |
+414 |
| Dec12 |
090708 |
96.005 |
96.215 |
95.980 |
96.190 |
+0.235 |
8,337 |
58,645 |
+394 |
| Mar13 |
090708 |
95.895 |
96.110 |
95.875 |
96.090 |
+0.245 |
7,056 |
65,340 |
-863 |
| Jun13 |
090708 |
95.775 |
95.995 |
95.750 |
95.975 |
+0.255 |
4,724 |
32,901 |
-146 |
| Sep13 |
090708 |
95.670 |
95.880 |
95.630 |
95.870 |
+0.265 |
2,979 |
40,030 |
-47 |
| Dec13 |
090708 |
95.535 |
95.770 |
95.495 |
95.750 |
+0.275 |
3,818 |
29,884 |
-186 |
| Total Volume and Open Interest |
1,476,743 |
6,407,381 |
+48,176 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090708 |
99.815 |
99.820 |
99.815 |
99.815 |
unch |
3,101 |
56,207 |
+706 |
| Aug09 |
090708 |
99.805 |
99.810 |
99.805 |
99.805 |
unch |
4,396 |
44,573 |
-950 |
| Sep09 |
090708 |
99.785 |
99.800 |
99.785 |
99.790 |
+0.005 |
3,713 |
32,360 |
-370 |
| Oct09 |
090708 |
99.765 |
99.780 |
99.765 |
99.770 |
+0.005 |
1,679 |
33,891 |
+431 |
| Nov09 |
090708 |
99.740 |
99.745 |
99.730 |
99.735 |
+0.005 |
2,821 |
60,680 |
+116 |
| Dec09 |
090708 |
99.710 |
99.720 |
99.705 |
99.710 |
+0.005 |
3,347 |
37,132 |
-305 |
| Total Volume and Open Interest |
27,944 |
376,201 |
-1,214 |
| 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 |
090708 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090708 |
99.53 |
99.53 |
99.52 |
99.52 |
-0.01 |
|
|
|
| Mar10 |
090708 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Jun10 |
090708 |
99.47 |
99.51 |
99.47 |
99.51 |
+0.04 |
|
|
|
| Sep10 |
090708 |
99.42 |
99.46 |
99.42 |
99.46 |
+0.04 |
|
|
|
| Dec10 |
090708 |
99.38 |
99.42 |
99.38 |
99.42 |
+0.04 |
|
|
|
| Mar11 |
090708 |
99.29 |
99.33 |
99.29 |
99.33 |
+0.04 |
|
|
|
| Jun11 |
090708 |
99.23 |
99.27 |
99.23 |
99.27 |
+0.04 |
|
|
|
| Sep11 |
090708 |
99.27 |
99.28 |
99.27 |
99.28 |
+0.01 |
|
|
|
| Dec11 |
090708 |
99.07 |
99.08 |
99.07 |
99.08 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090708 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.00 |
100 |
10,480 |
-13 |
| Dec09 |
090708 |
99.54 |
99.54 |
99.53 |
99.53 |
+0.01 |
0 |
3,027 |
+0 |
| Mar10 |
090708 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.00 |
0 |
2,525 |
+0 |
| Jun10 |
090708 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.00 |
50 |
1,113 |
+50 |
| Sep10 |
090708 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.00 |
0 |
281 |
+0 |
| Dec10 |
090708 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.00 |
0 |
252 |
+0 |
| Mar11 |
090708 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.00 |
0 |
412 |
+0 |
| Jun11 |
090708 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.01 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
150 |
19,877 |
+212 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090708 |
138.60 |
138.83 |
138.58 |
138.72 |
+0.57 |
2,574 |
12,827 |
-2,762 |
| Dec09 |
090708 |
138.33 |
138.33 |
138.33 |
138.33 |
+0.24 |
0 |
1 |
+0 |
| Mar10 |
090708 |
138.10 |
138.10 |
138.10 |
138.10 |
+0.24 |
|
|
|
| Total Volume and Open Interest |
828 |
12,488 |
+292 |
| Euro-Bund(EUREX) |
| Sep09 |
090708 |
122.10 |
122.49 |
121.89 |
122.16 |
+0.41 |
426,470 |
884,058 |
+6,735 |
| Dec09 |
090708 |
120.81 |
121.12 |
120.61 |
120.82 |
+0.39 |
91 |
59 |
-4 |
| Mar10 |
090708 |
120.44 |
120.44 |
120.44 |
120.44 |
+0.41 |
|
|
|
| Total Volume and Open Interest |
426,561 |
884,117 |
+6,731 |
| Euro-Bobl(EUREX) |
| Sep09 |
090630 |
115.55 |
115.56 |
115.23 |
115.45 |
+0.50 |
333,989 |
652,324 |
+12,347 |
| Dec09 |
090708 |
114.92 |
114.92 |
114.92 |
114.92 |
+0.19 |
0 |
32 |
+0 |
| Mar10 |
090708 |
114.68 |
114.68 |
114.68 |
114.68 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
249,937 |
678,897 |
+1,991 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090615 |
98.785 |
98.820 |
98.780 |
98.810 |
+0.035 |
0 |
14,453 |
-137 |
| Dec09 |
090708 |
98.940 |
98.950 |
98.935 |
98.935 |
-0.010 |
256 |
5,431 |
-1 |
| Mar10 |
090708 |
98.850 |
98.850 |
98.835 |
98.835 |
-0.010 |
206 |
2,775 |
-25 |
| Total Volume and Open Interest |
631 |
33,782 |
-27 |
| Long Gilt(LIFFE) |
| Sep09 |
090629 |
118~02 |
118~28 |
118~02 |
118~24 |
+0~20 |
71,825 |
219,335 |
-1,488 |
| Dec09 |
090708 |
119~00 |
119~00 |
119~00 |
119~00 |
+0~20 |
|
|
|
| Total Volume and Open Interest |
69,657 |
209,513 |
+655 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090708 |
99.01 |
99.05 |
99.00 |
99.04 |
+0.04 |
31,772 |
262,114 |
-6,810 |
| Dec09 |
090708 |
98.83 |
98.89 |
98.83 |
98.87 |
+0.04 |
54,072 |
274,095 |
-3,651 |
| Mar10 |
090708 |
98.62 |
98.67 |
98.61 |
98.65 |
+0.06 |
43,448 |
345,969 |
-3,128 |
| Jun10 |
090708 |
98.20 |
98.28 |
98.19 |
98.25 |
+0.08 |
48,450 |
306,673 |
-1,989 |
| Sep10 |
090708 |
97.74 |
97.84 |
97.74 |
97.81 |
+0.10 |
59,259 |
271,971 |
+2,192 |
| Dec10 |
090708 |
97.23 |
97.33 |
97.21 |
97.29 |
+0.11 |
45,468 |
220,663 |
+2,481 |
| Total Volume and Open Interest |
343,249 |
2,102,815 |
-5,145 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090708 |
99.065 |
99.075 |
99.055 |
99.065 |
+0.005 |
95,477 |
689,070 |
+22,762 |
| Dec09 |
090708 |
98.950 |
98.960 |
98.930 |
98.935 |
-0.010 |
66,349 |
512,856 |
-11,852 |
| Mar10 |
090708 |
98.850 |
98.865 |
98.820 |
98.835 |
-0.010 |
79,061 |
470,697 |
+5,376 |
| Total Volume and Open Interest |
518,271 |
3,213,305 |
+20,933 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090708 |
96.87 |
96.92 |
96.86 |
96.92 |
+0.05 |
16,897 |
289,799 |
+910 |
| Dec09 |
090708 |
96.76 |
96.83 |
96.74 |
96.83 |
+0.06 |
13,017 |
214,158 |
+2,494 |
| Mar10 |
090708 |
96.45 |
96.55 |
96.43 |
96.54 |
+0.09 |
5,428 |
127,225 |
+1,539 |
| Jun10 |
090708 |
96.03 |
96.14 |
96.02 |
96.13 |
+0.10 |
2,319 |
80,180 |
+851 |
| Sep10 |
090708 |
95.59 |
95.70 |
95.57 |
95.69 |
+0.10 |
1,571 |
49,776 |
+519 |
| Dec10 |
090708 |
95.22 |
95.31 |
95.21 |
95.31 |
+0.09 |
1,314 |
31,715 |
+492 |
| Mar11 |
090708 |
94.90 |
95.00 |
94.89 |
94.99 |
+0.09 |
963 |
18,255 |
+123 |
| Jun11 |
090708 |
94.60 |
94.69 |
94.59 |
94.68 |
+0.08 |
177 |
10,777 |
+101 |
| Sep11 |
090708 |
94.36 |
94.41 |
94.36 |
94.41 |
+0.09 |
100 |
3,432 |
+100 |
| Dec11 |
090708 |
94.09 |
94.15 |
94.09 |
94.15 |
+0.11 |
0 |
847 |
+0 |
| Total Volume and Open Interest |
41,786 |
827,032 |
+7,129 |
| 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 |
090708 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
21,629 |
328,371 |
+3,952 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090708 |
95.49 |
95.64 |
95.45 |
95.63 |
+0.14 |
71,213 |
478,510 |
+10,677 |
| Dec09 |
090708 |
95.63 |
95.63 |
95.63 |
95.63 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
71,213 |
478,510 |
+10,677 |
| Gold(CMX) |
| Aug09 |
090708 |
924.1 |
925.9 |
904.8 |
909.3 |
-19.8 |
79,789 |
215,862 |
-7,845 |
| Oct09 |
090708 |
923.4 |
925.3 |
906.5 |
910.7 |
-19.7 |
1,578 |
12,395 |
-108 |
| Dec09 |
090708 |
925.6 |
927.8 |
907.6 |
912.0 |
-19.7 |
4,884 |
59,302 |
+1,025 |
| Feb10 |
090708 |
927.4 |
927.4 |
909.5 |
913.0 |
-19.7 |
150 |
16,345 |
+53 |
| Apr10 |
090708 |
928.1 |
928.1 |
910.9 |
914.0 |
-19.8 |
711 |
16,565 |
+98 |
| Jun10 |
090708 |
921.3 |
921.3 |
911.3 |
915.2 |
-19.9 |
589 |
9,172 |
+66 |
| Aug10 |
090708 |
931.3 |
931.3 |
916.7 |
916.7 |
-20.0 |
0 |
3,677 |
+0 |
| Oct10 |
090708 |
918.5 |
918.5 |
918.5 |
918.5 |
-20.1 |
1 |
1,536 |
-1 |
| Dec10 |
090708 |
929.0 |
929.0 |
916.6 |
920.5 |
-20.2 |
12 |
13,384 |
+7 |
| Feb11 |
090708 |
922.8 |
922.8 |
922.8 |
922.8 |
-20.4 |
0 |
12 |
+0 |
| Apr11 |
090708 |
925.5 |
925.5 |
925.5 |
925.5 |
-20.5 |
|
|
|
| Jun11 |
090708 |
273.1 |
273.1 |
273.1 |
273.1 |
-20.6 |
0 |
9,150 |
+0 |
| Total Volume and Open Interest |
87,864 |
374,617 |
-6,670 |
| Silver(CMX) |
| Jul09 |
090708 |
1307.0 |
1309.0 |
1278.5 |
1284.1 |
-36.8 |
601 |
1,120 |
+21 |
| Sep09 |
090708 |
1310.0 |
1315.0 |
1274.0 |
1285.2 |
-36.8 |
20,419 |
57,833 |
-548 |
| Dec09 |
090708 |
1312.0 |
1312.5 |
1278.0 |
1288.7 |
-37.1 |
924 |
20,987 |
+131 |
| Mar10 |
090708 |
1300.0 |
1301.0 |
1287.5 |
1291.4 |
-37.1 |
79 |
6,783 |
+5 |
| May10 |
090708 |
1293.1 |
1293.1 |
1293.1 |
1293.1 |
-37.1 |
41 |
2,566 |
-2 |
| Jul10 |
090708 |
1317.5 |
1320.5 |
1292.5 |
1294.8 |
-37.1 |
327 |
2,938 |
+21 |
| Sep10 |
090708 |
1296.6 |
1296.6 |
1296.6 |
1296.6 |
-37.2 |
0 |
159 |
+0 |
| Total Volume and Open Interest |
22,485 |
100,995 |
-402 |
| Platinum(NYMEX) |
| Jul09 |
090708 |
1112.0 |
1112.0 |
1090.0 |
1095.3 |
-34.4 |
52 |
181 |
-18 |
| Oct09 |
090708 |
1138.6 |
1138.6 |
1094.4 |
1101.8 |
-34.0 |
3,162 |
21,854 |
-391 |
| Jan10 |
090708 |
1119.8 |
1119.8 |
1106.5 |
1106.7 |
-33.5 |
18 |
212 |
-6 |
| Total Volume and Open Interest |
3,232 |
22,247 |
-415 |
| Palladium(NYMEX) |
| Sep09 |
090708 |
240.10 |
240.30 |
233.00 |
234.10 |
-6.40 |
965 |
16,491 |
+19 |
| Dec09 |
090708 |
240.00 |
241.45 |
234.05 |
235.20 |
-6.40 |
16 |
357 |
-6 |
| Mar10 |
090708 |
236.70 |
236.70 |
236.70 |
236.70 |
-6.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
981 |
16,849 |
+13 |
| Copper(CMX) |
| Jul09 |
090708 |
220.50 |
222.10 |
213.45 |
214.80 |
-6.60 |
1,020 |
3,831 |
-481 |
| Sep09 |
090708 |
220.10 |
224.00 |
214.20 |
215.90 |
-6.65 |
16,050 |
72,597 |
-1,507 |
| Dec09 |
090708 |
220.85 |
224.70 |
215.80 |
217.40 |
-6.50 |
675 |
13,082 |
+122 |
| Mar10 |
090708 |
223.50 |
223.65 |
216.90 |
218.20 |
-6.45 |
32 |
2,370 |
+2 |
| May10 |
090708 |
223.85 |
224.30 |
218.40 |
218.40 |
-6.45 |
4 |
618 |
-1 |
| Total Volume and Open Interest |
18,665 |
102,805 |
-1,843 |
| Aluminum(CMX) |
| Jul09 |
090708 |
71.75 |
71.75 |
71.75 |
71.75 |
-2.25 |
|
|
|
| Aug09 |
090708 |
72.25 |
72.25 |
72.25 |
72.25 |
-2.25 |
|
|
|
| Sep09 |
090708 |
72.75 |
72.75 |
72.75 |
72.75 |
-2.25 |
|
|
|
| Oct09 |
090708 |
1.16 |
1.16 |
1.16 |
1.16 |
-2.25 |
|
|
|
| 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 |
090708 |
8130 |
8163 |
8038 |
8116 |
-15 |
1,181 |
8,272 |
-29 |
| Dec09 |
090708 |
8050 |
8057 |
8038 |
8057 |
-14 |
0 |
43 |
+0 |
| Mar10 |
090708 |
8020 |
8029 |
8020 |
8020 |
-9 |
0 |
1 |
+0 |
| Jun10 |
090708 |
7966 |
7981 |
7966 |
7966 |
-15 |
|
|
|
| Total Volume and Open Interest |
1,181 |
8,316 |
-29 |
| S & P 500(CME) |
| Sep09 |
090708 |
879.20 |
883.30 |
865.50 |
873.70 |
-5.60 |
23,955 |
377,436 |
-5,798 |
| Dec09 |
090708 |
876.50 |
876.50 |
861.40 |
869.20 |
-5.70 |
52 |
6,702 |
+42 |
| Mar10 |
090708 |
865.00 |
872.20 |
857.20 |
865.00 |
-5.70 |
0 |
3,172 |
+0 |
| Jun10 |
090708 |
862.00 |
869.20 |
854.20 |
862.00 |
-5.70 |
3 |
8 |
+3 |
| Total Volume and Open Interest |
24,013 |
387,326 |
-5,753 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090708 |
879.50 |
883.50 |
865.25 |
873.75 |
-5.50 |
1,736,323 |
2,364,076 |
+1,426 |
| Dec09 |
090708 |
874.75 |
878.75 |
861.25 |
869.25 |
-5.75 |
1,089 |
10,156 |
+590 |
| Total Volume and Open Interest |
1,737,412 |
2,374,274 |
+2,016 |
| NASDAQ 100(CME) |
| Sep09 |
090708 |
1406.80 |
1416.00 |
1392.00 |
1407.00 |
-1.00 |
2,416 |
14,175 |
-122 |
| Dec09 |
090708 |
1405.30 |
1405.30 |
1405.30 |
1405.30 |
-1.00 |
0 |
12 |
+0 |
| Mar10 |
090708 |
1404.30 |
1404.30 |
1404.30 |
1404.30 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
2,416 |
14,187 |
-122 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090708 |
1408.30 |
1415.50 |
1392.50 |
1407.00 |
-1.00 |
251,049 |
236,834 |
-4,859 |
| Dec09 |
090708 |
1405.00 |
1412.80 |
1391.30 |
1405.30 |
-1.00 |
35 |
602 |
+0 |
| Total Volume and Open Interest |
251,084 |
237,444 |
-4,859 |
| S & P Midcap 400(CME) |
| Sep09 |
090708 |
548.00 |
551.00 |
537.00 |
543.50 |
-6.50 |
18 |
2,558 |
-5 |
| Dec09 |
090708 |
541.50 |
542.20 |
541.50 |
541.50 |
-6.50 |
|
|
|
| Mar10 |
090708 |
539.50 |
540.20 |
539.50 |
539.50 |
-6.50 |
|
|
|
| Total Volume and Open Interest |
18 |
2,558 |
-5 |
| Russell 2000(CME) |
| Sep09 |
090708 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
20 |
5,595 |
-90 |
| Dec09 |
090708 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,220 |
-63 |
| Mar10 |
090708 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,421 |
+13 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090708 |
9545 |
9555 |
9405 |
9430 |
-220 |
99,419 |
151,106 |
-4,484 |
| Dec09 |
090708 |
9385 |
9385 |
9385 |
9385 |
-230 |
0 |
931 |
+0 |
| Total Volume and Open Interest |
101,569 |
162,705 |
+3,408 |
| Nikkei 225(SGX) |
| Sep09 |
090708 |
9545 |
9555 |
9405 |
9430 |
-220 |
99,419 |
151,106 |
-4,484 |
| Dec09 |
090708 |
9385 |
9385 |
9385 |
9385 |
-230 |
0 |
931 |
+0 |
| Mar10 |
090708 |
9405 |
9405 |
9405 |
9405 |
-225 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
101,569 |
162,705 |
+3,408 |
| CAC 40(EURONEXT) |
| Jul09 |
090708 |
3024.5 |
3048.5 |
2999.0 |
3009.0 |
-37.0 |
103,074 |
393,377 |
+18,665 |
| Aug09 |
090708 |
3029.0 |
3048.0 |
3002.5 |
3009.0 |
-37.0 |
380 |
1,840 |
+344 |
| Sep09 |
090708 |
3019.5 |
3042.5 |
2996.5 |
3003.5 |
-37.0 |
291 |
39,274 |
+1 |
| Total Volume and Open Interest |
103,745 |
437,246 |
+19,010 |
| Hang Seng Index(HKFE) |
| Jul09 |
090708 |
17550 |
17829 |
17443 |
17713 |
-171 |
76,928 |
73,738 |
-2,226 |
| Aug09 |
090708 |
17514 |
17779 |
17410 |
17692 |
-171 |
587 |
645 |
+115 |
| Sep09 |
090708 |
17459 |
17675 |
17330 |
17598 |
-161 |
119 |
2,360 |
-13 |
| Total Volume and Open Interest |
77,655 |
77,442 |
-2,124 |
| DAX(EUREX) |
| Sep09 |
090708 |
4575.0 |
4633.0 |
4553.5 |
4565.5 |
-30.5 |
138,156 |
136,776 |
-1,234 |
| Dec09 |
090708 |
4578.0 |
4633.5 |
4558.5 |
4569.0 |
-30.0 |
338 |
8,363 |
+32 |
| Mar10 |
090708 |
4585.0 |
4639.0 |
4576.5 |
4577.0 |
-30.0 |
63 |
545 |
+26 |
| Total Volume and Open Interest |
138,557 |
145,684 |
-1,176 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090708 |
4133.50 |
4162.50 |
4084.00 |
4101.50 |
-44.50 |
88,495 |
614,542 |
+41 |
| Dec09 |
090708 |
4120.00 |
4120.00 |
4070.00 |
4073.00 |
-44.50 |
224 |
4,212 |
-106 |
| Mar10 |
090708 |
4088.50 |
4089.00 |
4040.50 |
4040.50 |
-46.50 |
0 |
220 |
+0 |
| Total Volume and Open Interest |
88,719 |
618,974 |
-65 |
| SPI 200(SFE) |
| Sep09 |
090708 |
3737.0 |
3760.0 |
3665.0 |
3725.0 |
-19.0 |
22,114 |
227,467 |
-2,277 |
| Dec09 |
090708 |
3755.0 |
3755.0 |
3680.0 |
3731.0 |
-20.0 |
6 |
3,494 |
-4 |
| Mar10 |
090708 |
3680.0 |
3707.0 |
3680.0 |
3707.0 |
-20.0 |
0 |
4,344 |
+0 |
| Total Volume and Open Interest |
22,120 |
235,580 |
-2,281 |
| GSCI(CME) |
| Jul09 |
090708 |
408.50 |
410.25 |
399.90 |
400.00 |
-13.30 |
553 |
15,599 |
-102 |
| Aug09 |
090708 |
405.15 |
418.35 |
404.50 |
405.15 |
-13.15 |
66 |
176 |
+51 |
| Sep09 |
090708 |
411.00 |
424.85 |
411.00 |
411.00 |
-13.80 |
1 |
2 |
-1 |
| Total Volume and Open Interest |
620 |
15,777 |
-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. |
|
|