|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon July 13, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090713 |
1111.50 |
1140.00 |
1073.75 |
1091.50 |
-36.75 |
1,149 |
1,412 |
-585 |
| Aug09 |
090713 |
1045.00 |
1054.75 |
1002.00 |
1018.50 |
-26.25 |
33,103 |
63,075 |
-741 |
| Sep09 |
090713 |
974.00 |
982.50 |
943.75 |
955.50 |
-16.25 |
9,053 |
23,851 |
+685 |
| Nov09 |
090713 |
913.00 |
928.50 |
892.00 |
911.50 |
-5.50 |
77,979 |
240,565 |
-1,401 |
| Jan10 |
090713 |
926.00 |
936.00 |
900.75 |
919.50 |
-6.00 |
6,353 |
30,017 |
+1,269 |
| Mar10 |
090713 |
933.25 |
935.75 |
903.75 |
922.50 |
-6.75 |
3,759 |
19,284 |
+315 |
| May10 |
090713 |
933.00 |
935.00 |
904.25 |
921.00 |
-5.50 |
2,215 |
10,564 |
+34 |
| Total Volume and Open Interest |
137,228 |
424,004 |
-109 |
| Soybean Meal(CBOT) |
| Jul09 |
090713 |
370.00 |
372.50 |
353.00 |
359.30 |
-13.00 |
1,007 |
1,415 |
-635 |
| Aug09 |
090713 |
344.80 |
348.30 |
326.50 |
332.30 |
-12.50 |
18,933 |
32,421 |
+216 |
| Sep09 |
090713 |
321.80 |
323.90 |
306.60 |
310.30 |
-10.50 |
5,764 |
26,765 |
+828 |
| Oct09 |
090713 |
297.30 |
298.50 |
285.60 |
289.20 |
-7.10 |
3,083 |
19,859 |
+33 |
| Dec09 |
090713 |
289.00 |
294.00 |
277.90 |
282.50 |
-6.80 |
24,761 |
73,510 |
-1,083 |
| Jan10 |
090713 |
285.50 |
285.50 |
274.80 |
278.20 |
-6.90 |
527 |
6,944 |
+51 |
| Mar10 |
090713 |
284.00 |
284.00 |
272.50 |
276.70 |
-6.90 |
825 |
6,002 |
+12 |
| May10 |
090713 |
282.00 |
282.00 |
270.80 |
275.20 |
-6.40 |
778 |
7,062 |
-40 |
| Total Volume and Open Interest |
56,978 |
179,714 |
-587 |
| Soybean Oil(CBOT) |
| Jul09 |
090713 |
32.47 |
33.27 |
32.47 |
33.27 |
+0.57 |
2,621 |
2,675 |
-707 |
| Aug09 |
090713 |
32.77 |
33.45 |
32.25 |
33.40 |
+0.56 |
22,133 |
44,240 |
-1,628 |
| Sep09 |
090713 |
32.98 |
33.62 |
32.40 |
33.56 |
+0.58 |
8,170 |
34,520 |
-71 |
| Oct09 |
090713 |
33.20 |
33.85 |
32.76 |
33.72 |
+0.58 |
3,816 |
17,383 |
+61 |
| Dec09 |
090713 |
33.46 |
34.14 |
32.86 |
34.07 |
+0.60 |
35,492 |
112,517 |
+4,313 |
| Jan10 |
090713 |
33.68 |
34.44 |
33.49 |
34.43 |
+0.61 |
1,369 |
12,077 |
+859 |
| Mar10 |
090713 |
33.74 |
34.80 |
33.72 |
34.67 |
+0.60 |
912 |
7,091 |
+264 |
| May10 |
090713 |
33.84 |
34.85 |
33.65 |
34.76 |
+0.60 |
600 |
5,450 |
+40 |
| Total Volume and Open Interest |
76,091 |
248,272 |
+3,283 |
| Canola(WCE) |
| Jul09 |
090713 |
423.5 |
423.5 |
423.5 |
423.5 |
-0.1 |
50 |
571 |
-50 |
| Nov09 |
090713 |
421.7 |
426.1 |
416.7 |
425.5 |
-0.1 |
5,385 |
79,354 |
-686 |
| Jan10 |
090713 |
426.5 |
430.1 |
420.5 |
429.8 |
+0.1 |
447 |
9,291 |
+160 |
| Mar10 |
090713 |
430.5 |
434.6 |
430.5 |
434.0 |
-0.2 |
3 |
1,774 |
+2 |
| May10 |
090713 |
435.5 |
435.5 |
435.5 |
435.5 |
-0.2 |
0 |
510 |
+0 |
| Total Volume and Open Interest |
5,885 |
92,102 |
-574 |
| Corn(CBOT) |
| Jul09 |
090713 |
348.50 |
360.00 |
339.00 |
359.00 |
+13.50 |
1,491 |
1,853 |
-726 |
| Sep09 |
090713 |
327.25 |
332.25 |
320.50 |
331.75 |
+3.50 |
53,060 |
268,898 |
-970 |
| Dec09 |
090713 |
337.00 |
339.75 |
329.50 |
339.50 |
+1.50 |
99,526 |
412,687 |
+1,355 |
| Mar10 |
090713 |
347.50 |
352.75 |
342.50 |
352.50 |
+1.25 |
10,919 |
71,476 |
+1,588 |
| May10 |
090713 |
361.75 |
362.25 |
353.00 |
361.50 |
+1.00 |
2,017 |
17,441 |
+3 |
| Jul10 |
090713 |
367.50 |
370.25 |
360.25 |
370.00 |
+0.75 |
3,541 |
50,058 |
-52 |
| Total Volume and Open Interest |
173,423 |
891,254 |
+734 |
| Wheat(CBOT) |
| Jul09 |
090713 |
493.75 |
517.00 |
491.25 |
515.75 |
+24.00 |
1,321 |
1,615 |
-1,128 |
| Sep09 |
090713 |
520.00 |
544.75 |
517.00 |
542.75 |
+24.00 |
39,559 |
150,481 |
-822 |
| Dec09 |
090713 |
550.00 |
570.75 |
543.75 |
569.00 |
+23.75 |
22,607 |
101,062 |
+1,076 |
| Mar10 |
090713 |
565.00 |
588.25 |
561.75 |
587.00 |
+23.75 |
4,223 |
14,481 |
+540 |
| May10 |
090713 |
579.75 |
599.00 |
573.75 |
598.00 |
+23.75 |
149 |
1,859 |
+17 |
| Total Volume and Open Interest |
69,172 |
314,104 |
-392 |
| Wheat(KCBT) |
| Jul09 |
090713 |
539.00 |
565.00 |
539.00 |
563.75 |
+23.75 |
67 |
720 |
-57 |
| Sep09 |
090713 |
547.50 |
573.75 |
546.00 |
571.00 |
+23.50 |
7,719 |
41,567 |
+127 |
| Dec09 |
090713 |
564.25 |
590.00 |
562.75 |
587.50 |
+23.00 |
5,072 |
32,491 |
+1,182 |
| Mar10 |
090713 |
581.00 |
606.25 |
576.50 |
603.50 |
+22.50 |
1,108 |
5,445 |
+458 |
| May10 |
090713 |
591.75 |
616.50 |
591.75 |
614.00 |
+22.00 |
52 |
1,179 |
+16 |
| Total Volume and Open Interest |
14,298 |
92,557 |
+1,767 |
| Wheat(MGE) |
| Jul09 |
090713 |
603.00 |
621.00 |
599.00 |
621.00 |
+18.50 |
2 |
26 |
-2 |
| Sep09 |
090713 |
603.00 |
622.75 |
598.25 |
621.25 |
+18.50 |
1,461 |
12,068 |
-97 |
| Dec09 |
090713 |
612.00 |
631.50 |
610.00 |
630.00 |
+17.50 |
1,489 |
12,009 |
+255 |
| Mar10 |
090713 |
627.25 |
642.00 |
620.00 |
640.50 |
+16.75 |
299 |
3,048 |
+121 |
| May10 |
090713 |
634.00 |
648.50 |
628.75 |
646.50 |
+16.25 |
156 |
1,069 |
-15 |
| Total Volume and Open Interest |
3,809 |
33,996 |
+330 |
| Oats(CBOT) |
| Jul09 |
090713 |
204.00 |
211.00 |
204.00 |
211.00 |
+7.00 |
21 |
13 |
+2 |
| Sep09 |
090713 |
214.75 |
220.00 |
205.75 |
219.00 |
+7.00 |
197 |
3,757 |
-3 |
| Dec09 |
090713 |
225.25 |
231.50 |
217.75 |
231.00 |
+7.00 |
462 |
8,509 |
+29 |
| Mar10 |
090713 |
233.50 |
243.00 |
231.25 |
243.00 |
+7.00 |
2 |
1,304 |
+2 |
| Total Volume and Open Interest |
682 |
13,671 |
+30 |
| Rough Rice(CBOT) |
| Jul09 |
090713 |
12.90 |
12.99 |
12.89 |
12.89 |
-0.01 |
48 |
80 |
-18 |
| Sep09 |
090713 |
12.76 |
13.16 |
12.76 |
13.06 |
+0.04 |
248 |
5,086 |
+108 |
| Nov09 |
090713 |
12.89 |
13.20 |
12.89 |
13.13 |
+0.06 |
48 |
2,018 |
+21 |
| Jan10 |
090713 |
13.20 |
13.27 |
13.20 |
13.27 |
+0.07 |
11 |
273 |
+5 |
| Total Volume and Open Interest |
384 |
7,991 |
+136 |
| Live Cattle(CME) |
| Aug09 |
090713 |
83.500 |
85.350 |
83.480 |
84.785 |
+1.305 |
27,167 |
77,946 |
-6,808 |
| Oct09 |
090713 |
88.830 |
90.450 |
88.650 |
90.250 |
+1.600 |
18,994 |
73,935 |
+2,874 |
| Dec09 |
090713 |
88.850 |
90.450 |
88.785 |
90.230 |
+1.330 |
4,918 |
36,460 |
+1,240 |
| Feb10 |
090713 |
88.500 |
89.850 |
88.500 |
89.680 |
+0.980 |
3,902 |
14,135 |
+949 |
| Apr10 |
090713 |
89.750 |
90.950 |
89.750 |
90.550 |
+0.750 |
2,808 |
7,129 |
+645 |
| Jun10 |
090713 |
86.750 |
88.300 |
86.750 |
88.285 |
+0.985 |
245 |
2,193 |
+184 |
| Total Volume and Open Interest |
58,301 |
212,263 |
-695 |
| Feeder Cattle(CME) |
| Aug09 |
090713 |
103.050 |
104.930 |
103.000 |
103.800 |
+0.870 |
2,771 |
12,514 |
-538 |
| Sep09 |
090713 |
103.200 |
104.750 |
103.000 |
104.230 |
+1.000 |
1,729 |
4,930 |
+743 |
| Oct09 |
090713 |
103.100 |
104.850 |
103.000 |
104.300 |
+1.070 |
2,168 |
4,958 |
-364 |
| Nov09 |
090713 |
103.200 |
104.850 |
103.200 |
104.250 |
+0.750 |
87 |
1,389 |
+30 |
| Jan10 |
090713 |
102.000 |
103.100 |
101.600 |
102.400 |
+0.500 |
47 |
441 |
+22 |
| Mar10 |
090713 |
101.000 |
102.900 |
101.000 |
102.000 |
+0.500 |
16 |
74 |
+8 |
| Apr10 |
090713 |
102.100 |
102.400 |
101.000 |
101.800 |
+0.800 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
6,818 |
24,338 |
-99 |
| Lean Hogs(CME) |
| Jul09 |
090713 |
59.750 |
59.900 |
58.880 |
59.500 |
-0.650 |
3,480 |
5,879 |
-923 |
| Aug09 |
090713 |
63.700 |
64.650 |
62.830 |
63.000 |
-0.600 |
27,131 |
49,210 |
-4,425 |
| Oct09 |
090713 |
58.650 |
59.630 |
58.350 |
58.800 |
+0.150 |
13,503 |
40,889 |
+4,011 |
| Dec09 |
090713 |
57.850 |
58.300 |
57.035 |
57.150 |
-0.800 |
6,435 |
25,155 |
+1,002 |
| Feb10 |
090713 |
63.450 |
63.550 |
62.300 |
62.750 |
-1.050 |
3,703 |
8,375 |
+1,322 |
| Apr10 |
090713 |
66.800 |
66.900 |
66.200 |
66.750 |
-0.535 |
842 |
4,095 |
+70 |
| May10 |
090713 |
72.400 |
72.400 |
71.225 |
72.400 |
+0.100 |
36 |
416 |
+26 |
| Jun10 |
090713 |
73.600 |
74.000 |
73.000 |
73.800 |
unch |
411 |
2,272 |
+76 |
| Total Volume and Open Interest |
55,649 |
137,248 |
+1,230 |
| Pork Bellies(CME) |
| Jul09 |
090713 |
63.000 |
63.450 |
62.500 |
62.500 |
+0.650 |
4 |
37 |
-2 |
| Aug09 |
090713 |
63.000 |
64.000 |
62.500 |
62.500 |
+0.500 |
64 |
553 |
-28 |
| Feb10 |
090713 |
86.000 |
86.000 |
85.000 |
85.000 |
-0.500 |
11 |
127 |
-3 |
| Mar10 |
090713 |
83.000 |
83.900 |
83.000 |
83.000 |
-0.500 |
0 |
42 |
+0 |
| May10 |
090713 |
86.500 |
86.500 |
86.250 |
86.500 |
unch |
|
|
|
| Total Volume and Open Interest |
79 |
759 |
-33 |
| Class III Milk(CME) |
| Jul09 |
090713 |
9.90 |
9.91 |
9.88 |
9.89 |
+0.01 |
113 |
4,461 |
-43 |
| Aug09 |
090713 |
10.32 |
10.39 |
10.31 |
10.37 |
+0.02 |
136 |
4,254 |
+11 |
| Sep09 |
090713 |
11.23 |
11.24 |
11.07 |
11.15 |
-0.02 |
97 |
3,973 |
+3 |
| Oct09 |
090713 |
12.05 |
12.06 |
11.95 |
12.01 |
-0.02 |
120 |
3,380 |
+30 |
| Nov09 |
090713 |
12.95 |
12.98 |
12.85 |
12.98 |
+0.04 |
44 |
3,209 |
+15 |
| Total Volume and Open Interest |
601 |
26,516 |
+30 |
| Cocoa(ICE) |
| Jul09 |
090713 |
2634 |
2636 |
2634 |
2636 |
+11 |
6 |
12 |
-1 |
| Sep09 |
090713 |
2633 |
2684 |
2625 |
2664 |
+19 |
12,189 |
46,881 |
-1,195 |
| Dec09 |
090713 |
2660 |
2704 |
2660 |
2687 |
+17 |
2,033 |
29,717 |
+259 |
| Mar10 |
090713 |
2679 |
2712 |
2679 |
2702 |
+15 |
1,333 |
17,800 |
+774 |
| May10 |
090713 |
2705 |
2705 |
2705 |
2705 |
+14 |
78 |
4,071 |
-10 |
| Jul10 |
090713 |
2714 |
2714 |
2714 |
2714 |
+16 |
3 |
3,593 |
+1 |
| Sep10 |
090713 |
2717 |
2717 |
2717 |
2717 |
+16 |
6 |
2,329 |
+1 |
| Total Volume and Open Interest |
15,672 |
108,461 |
-169 |
| Coffee "C"(ICE) |
| Jul09 |
090713 |
112.30 |
112.30 |
111.50 |
112.30 |
unch |
2 |
27 |
-3 |
| Sep09 |
090713 |
114.10 |
115.10 |
113.40 |
114.90 |
+0.50 |
11,151 |
63,657 |
-1,147 |
| Dec09 |
090713 |
117.45 |
118.05 |
116.45 |
117.95 |
+0.50 |
1,326 |
26,455 |
-123 |
| Mar10 |
090713 |
120.05 |
120.85 |
119.45 |
120.85 |
+0.45 |
265 |
11,392 |
+56 |
| May10 |
090713 |
122.55 |
122.75 |
122.55 |
122.75 |
+0.40 |
80 |
3,619 |
+35 |
| Jul10 |
090713 |
124.65 |
124.65 |
124.65 |
124.65 |
+0.40 |
58 |
1,403 |
-37 |
| Total Volume and Open Interest |
12,915 |
109,224 |
-1,200 |
| Orange Juice(ICE) |
| Jul09 |
090713 |
94.65 |
94.65 |
94.65 |
94.65 |
+0.05 |
2 |
5 |
-16 |
| Sep09 |
090713 |
93.20 |
95.50 |
92.30 |
95.10 |
+1.50 |
1,553 |
20,233 |
-340 |
| Nov09 |
090713 |
95.90 |
98.85 |
95.75 |
98.45 |
+1.40 |
111 |
6,063 |
-15 |
| Jan10 |
090713 |
99.00 |
101.65 |
98.80 |
101.50 |
+1.45 |
71 |
1,164 |
-40 |
| Mar10 |
090713 |
102.05 |
104.85 |
102.05 |
104.85 |
+1.45 |
24 |
991 |
+4 |
| May10 |
090713 |
106.65 |
108.00 |
106.65 |
108.00 |
+1.45 |
0 |
124 |
+0 |
| Total Volume and Open Interest |
1,761 |
28,815 |
-407 |
| Sugar #11(ICE) |
| Oct09 |
090713 |
17.25 |
17.56 |
17.12 |
17.54 |
+0.27 |
36,655 |
315,024 |
-3,912 |
| Mar10 |
090713 |
18.51 |
18.90 |
18.43 |
18.88 |
+0.33 |
16,883 |
173,149 |
+95 |
| May10 |
090713 |
18.03 |
18.40 |
17.97 |
18.37 |
+0.29 |
3,352 |
40,300 |
-135 |
| Jul10 |
090713 |
17.60 |
17.89 |
17.50 |
17.84 |
+0.24 |
2,605 |
69,796 |
+459 |
| Oct10 |
090713 |
17.38 |
17.63 |
17.29 |
17.63 |
+0.23 |
1,747 |
43,059 |
+214 |
| Total Volume and Open Interest |
63,165 |
714,228 |
-2,827 |
| Sugar #14(ICE) |
| Sep09 |
090713 |
22.55 |
22.57 |
22.55 |
22.57 |
-0.01 |
126 |
2,352 |
+41 |
| Total Volume and Open Interest |
126 |
2,352 |
+41 |
| London Cocoa(LCE) |
| Jul09 |
090713 |
1700 |
1702 |
1688 |
1694 |
+16 |
4,215 |
32,325 |
-2,787 |
| Sep09 |
090713 |
1719 |
1742 |
1714 |
1725 |
+16 |
7,564 |
38,047 |
+826 |
| Dec09 |
090713 |
1717 |
1740 |
1715 |
1726 |
+15 |
3,321 |
30,943 |
+1,532 |
| Mar10 |
090713 |
1740 |
1740 |
1715 |
1724 |
+14 |
1,039 |
28,868 |
+255 |
| May10 |
090713 |
1721 |
1721 |
1709 |
1717 |
+16 |
585 |
15,829 |
+508 |
| Jul10 |
090713 |
1711 |
1719 |
1707 |
1718 |
+17 |
35 |
4,453 |
+35 |
| Sep10 |
090713 |
1707 |
1717 |
1705 |
1717 |
+22 |
0 |
2,727 |
+0 |
| Total Volume and Open Interest |
16,759 |
156,273 |
+369 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090713 |
465.80 |
470.80 |
462.60 |
469.00 |
+3.50 |
3,116 |
45,923 |
+177 |
| Dec09 |
090713 |
473.50 |
478.00 |
471.40 |
478.00 |
+4.20 |
533 |
8,460 |
+68 |
| Mar10 |
090713 |
481.50 |
486.70 |
480.20 |
486.70 |
+4.00 |
429 |
12,282 |
+90 |
| May10 |
090713 |
475.30 |
480.70 |
475.30 |
480.70 |
+4.40 |
6 |
1,578 |
+4 |
| Aug10 |
090713 |
469.20 |
474.90 |
469.20 |
474.90 |
+4.40 |
48 |
1,430 |
+10 |
| Total Volume and Open Interest |
6,896 |
80,139 |
-1,214 |
| Cotton(ICE) |
| Oct09 |
090713 |
60.40 |
61.14 |
59.72 |
60.96 |
+0.57 |
286 |
2,567 |
-92 |
| Dec09 |
090713 |
62.41 |
63.00 |
61.70 |
62.66 |
+0.21 |
8,087 |
95,463 |
+1,420 |
| Mar10 |
090713 |
64.90 |
65.02 |
64.00 |
64.67 |
-0.03 |
760 |
11,969 |
+59 |
| May10 |
090713 |
66.12 |
66.15 |
65.79 |
65.79 |
-0.15 |
184 |
792 |
+176 |
| Jul10 |
090713 |
67.20 |
67.30 |
66.76 |
66.76 |
-0.30 |
23 |
1,911 |
+0 |
| Oct10 |
090713 |
68.19 |
68.19 |
68.19 |
68.19 |
-0.42 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
9,349 |
114,770 |
+1,432 |
| Lumber(CME) |
| Jul09 |
090713 |
167.3 |
170.0 |
166.6 |
168.0 |
-1.4 |
138 |
630 |
-71 |
| Sep09 |
090713 |
195.6 |
195.6 |
193.4 |
194.9 |
+1.5 |
392 |
4,913 |
+56 |
| Nov09 |
090713 |
195.0 |
195.9 |
193.5 |
194.1 |
-0.7 |
99 |
1,324 |
-5 |
| Jan10 |
090713 |
214.0 |
217.3 |
210.0 |
217.3 |
+1.6 |
19 |
782 |
+9 |
| Total Volume and Open Interest |
650 |
7,697 |
-10 |
| Crude Oil(NYM) |
| Aug09 |
090713 |
59.86 |
60.67 |
58.32 |
59.69 |
-0.20 |
314,800 |
178,807 |
-29,472 |
| Sep09 |
090713 |
60.80 |
61.60 |
59.30 |
60.56 |
-0.32 |
131,719 |
213,397 |
+22,836 |
| Oct09 |
090713 |
62.08 |
62.61 |
60.43 |
61.62 |
-0.32 |
32,435 |
72,265 |
+434 |
| Nov09 |
090713 |
62.89 |
63.50 |
61.38 |
62.56 |
-0.32 |
13,028 |
32,644 |
+1,421 |
| Dec09 |
090713 |
63.76 |
64.31 |
62.21 |
63.41 |
-0.32 |
34,325 |
156,633 |
+1,101 |
| Jan10 |
090713 |
64.50 |
64.95 |
63.05 |
64.18 |
-0.34 |
4,859 |
30,335 |
-167 |
| Feb10 |
090713 |
64.55 |
64.81 |
63.61 |
64.81 |
-0.36 |
2,237 |
21,981 |
-112 |
| Mar10 |
090713 |
65.60 |
65.60 |
64.26 |
65.35 |
-0.37 |
2,762 |
18,603 |
+474 |
| Apr10 |
090713 |
65.05 |
65.85 |
65.05 |
65.85 |
-0.38 |
1,905 |
9,680 |
+35 |
| May10 |
090713 |
65.75 |
66.39 |
65.75 |
66.32 |
-0.39 |
1,669 |
9,726 |
+29 |
| Jun10 |
090713 |
67.29 |
67.29 |
65.66 |
66.79 |
-0.40 |
4,979 |
43,711 |
+107 |
| Jul10 |
090713 |
67.82 |
67.82 |
66.11 |
67.21 |
-0.39 |
3,123 |
34,583 |
-2,021 |
| Aug10 |
090713 |
66.50 |
67.55 |
66.45 |
67.55 |
-0.40 |
434 |
6,834 |
-2 |
| Sep10 |
090713 |
67.49 |
67.89 |
66.99 |
67.89 |
-0.40 |
872 |
11,333 |
-264 |
| Oct10 |
090713 |
68.23 |
68.23 |
68.23 |
68.23 |
-0.41 |
685 |
5,564 |
+276 |
| Nov10 |
090713 |
68.59 |
68.59 |
68.59 |
68.59 |
-0.42 |
270 |
8,019 |
-48 |
| Total Volume and Open Interest |
568,577 |
1,164,653 |
-5,100 |
| e-miNY Crude Oil(NYM) |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090713 |
59.825 |
60.675 |
58.325 |
59.700 |
-0.700 |
16,104 |
5,104 |
+1,615 |
| Sep09 |
090713 |
60.750 |
61.575 |
59.325 |
60.550 |
-0.325 |
697 |
598 |
-46 |
| Oct09 |
090713 |
61.400 |
62.475 |
60.500 |
61.625 |
-0.325 |
39 |
177 |
-8 |
| Nov09 |
090713 |
62.550 |
62.550 |
62.550 |
62.550 |
-0.325 |
9 |
19 |
-1 |
| Dec09 |
090713 |
63.500 |
63.500 |
63.400 |
63.400 |
-0.325 |
18 |
91 |
-7 |
| Jan10 |
090713 |
64.175 |
64.175 |
64.175 |
64.175 |
-0.350 |
|
|
|
| Feb10 |
090713 |
64.800 |
64.800 |
64.800 |
64.800 |
-0.375 |
|
|
|
| Mar10 |
090713 |
65.350 |
65.350 |
65.350 |
65.350 |
-0.375 |
0 |
1 |
+0 |
| Apr10 |
090713 |
65.850 |
65.850 |
65.850 |
65.850 |
-0.375 |
|
|
|
| Total Volume and Open Interest |
18,111 |
4,765 |
-1,362 |
| Heating Oil(NYM) |
| Aug09 |
090713 |
152.38 |
153.98 |
148.71 |
150.38 |
-2.97 |
44,301 |
51,996 |
-2,055 |
| Sep09 |
090713 |
156.85 |
157.63 |
152.50 |
154.45 |
-2.56 |
19,561 |
46,361 |
+2,319 |
| Oct09 |
090713 |
161.00 |
161.32 |
156.30 |
158.43 |
-2.32 |
9,402 |
32,172 |
+580 |
| Nov09 |
090713 |
163.78 |
164.23 |
160.00 |
162.30 |
-2.23 |
4,557 |
17,102 |
+532 |
| Dec09 |
090713 |
165.92 |
168.70 |
163.57 |
166.03 |
-2.19 |
8,525 |
33,838 |
+300 |
| Jan10 |
090713 |
167.38 |
170.45 |
167.19 |
169.69 |
-2.11 |
2,459 |
17,020 |
+402 |
| Feb10 |
090713 |
170.40 |
172.36 |
169.87 |
172.04 |
-2.11 |
694 |
10,002 |
-43 |
| Mar10 |
090713 |
175.18 |
175.19 |
171.34 |
173.39 |
-2.16 |
770 |
7,648 |
+64 |
| Apr10 |
090713 |
172.00 |
174.19 |
171.90 |
174.19 |
-2.16 |
336 |
5,725 |
+82 |
| May10 |
090713 |
174.20 |
175.29 |
173.52 |
175.29 |
-2.16 |
1,040 |
7,685 |
+607 |
| Jun10 |
090713 |
178.30 |
178.30 |
174.27 |
176.69 |
-2.16 |
3,218 |
18,072 |
-54 |
| Jul10 |
090713 |
177.75 |
178.84 |
177.62 |
178.84 |
-2.16 |
114 |
2,769 |
+16 |
| Total Volume and Open Interest |
96,535 |
288,338 |
+2,917 |
| Gasoline(NYMEX) |
| Aug09 |
090713 |
165.01 |
166.58 |
160.10 |
163.94 |
-1.11 |
42,398 |
56,890 |
-5,959 |
| Sep09 |
090713 |
165.04 |
165.91 |
159.57 |
163.45 |
-0.99 |
21,613 |
57,917 |
+5,063 |
| Oct09 |
090713 |
155.00 |
156.78 |
150.51 |
154.30 |
-1.01 |
6,646 |
27,401 |
+125 |
| Nov09 |
090713 |
154.39 |
154.40 |
150.45 |
153.98 |
-0.96 |
3,287 |
12,112 |
+463 |
| Dec09 |
090713 |
155.60 |
156.82 |
151.65 |
155.39 |
-0.87 |
3,285 |
14,373 |
+229 |
| Jan10 |
090713 |
156.08 |
157.98 |
156.08 |
157.83 |
-1.01 |
1,223 |
7,888 |
+173 |
| Feb10 |
090713 |
160.20 |
160.43 |
160.20 |
160.43 |
-1.11 |
276 |
2,616 |
-58 |
| Mar10 |
090713 |
162.90 |
163.23 |
162.90 |
163.23 |
-1.21 |
137 |
3,207 |
+61 |
| Apr10 |
090713 |
176.75 |
176.88 |
176.75 |
176.88 |
-1.31 |
263 |
3,891 |
+231 |
| May10 |
090713 |
178.53 |
178.53 |
178.53 |
178.53 |
-1.31 |
208 |
1,969 |
+6 |
| Total Volume and Open Interest |
79,511 |
196,099 |
+489 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090713 |
1.65 |
1.65 |
1.65 |
1.64 |
-163.41 |
0 |
1 |
+0 |
| Sep09 |
090713 |
163.45 |
163.45 |
163.45 |
163.45 |
-0.99 |
|
|
|
| Oct09 |
090713 |
154.30 |
154.30 |
154.30 |
154.30 |
-1.01 |
|
|
|
| Nov09 |
090713 |
153.98 |
153.98 |
153.98 |
153.98 |
-0.96 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Aug09 |
090713 |
3.337 |
3.356 |
3.225 |
3.263 |
-0.110 |
84,845 |
139,432 |
-3,578 |
| Sep09 |
090713 |
3.440 |
3.492 |
3.366 |
3.402 |
-0.092 |
28,866 |
112,569 |
+3,763 |
| Oct09 |
090713 |
3.662 |
3.700 |
3.584 |
3.626 |
-0.082 |
13,947 |
83,997 |
+2,651 |
| Nov09 |
090713 |
4.349 |
4.349 |
4.264 |
4.289 |
-0.098 |
5,710 |
37,570 |
+10 |
| Dec09 |
090713 |
5.021 |
5.038 |
4.942 |
4.967 |
-0.106 |
4,036 |
42,782 |
+315 |
| Jan10 |
090713 |
5.330 |
5.332 |
5.240 |
5.260 |
-0.118 |
6,387 |
40,366 |
+1,086 |
| Feb10 |
090713 |
5.365 |
5.380 |
5.280 |
5.294 |
-0.121 |
477 |
20,223 |
+86 |
| Mar10 |
090713 |
5.320 |
5.320 |
5.230 |
5.250 |
-0.116 |
2,191 |
36,877 |
-53 |
| Apr10 |
090713 |
5.250 |
5.272 |
5.170 |
5.187 |
-0.114 |
3,803 |
34,488 |
-641 |
| May10 |
090713 |
5.310 |
5.314 |
5.240 |
5.242 |
-0.109 |
2,603 |
18,039 |
+1,737 |
| Jun10 |
090713 |
5.400 |
5.419 |
5.342 |
5.342 |
-0.109 |
274 |
9,166 |
+26 |
| Jul10 |
090713 |
5.500 |
5.547 |
5.450 |
5.462 |
-0.109 |
145 |
8,501 |
+21 |
| Aug10 |
090713 |
5.635 |
5.635 |
5.554 |
5.554 |
-0.107 |
158 |
9,361 |
+10 |
| Sep10 |
090713 |
5.700 |
5.700 |
5.619 |
5.619 |
-0.107 |
228 |
7,130 |
-62 |
| Oct10 |
090713 |
5.800 |
5.810 |
5.728 |
5.732 |
-0.107 |
731 |
17,618 |
+285 |
| Nov10 |
090713 |
6.120 |
6.175 |
6.075 |
6.082 |
-0.102 |
26 |
5,944 |
+9 |
| Total Volume and Open Interest |
155,458 |
749,975 |
+5,935 |
| Brent Crude Oil(ICE) |
| Aug09 |
090713 |
60.66 |
61.59 |
59.49 |
60.69 |
+0.17 |
107,769 |
73,444 |
-11,583 |
| Sep09 |
090713 |
60.79 |
61.64 |
59.50 |
60.71 |
+0.05 |
87,951 |
148,248 |
-4,334 |
| Oct09 |
090713 |
61.43 |
62.10 |
59.98 |
61.19 |
-0.04 |
42,527 |
81,709 |
+5,112 |
| Nov09 |
090713 |
61.72 |
62.81 |
60.76 |
61.90 |
-0.13 |
17,169 |
32,938 |
+874 |
| Dec09 |
090713 |
62.25 |
63.58 |
61.55 |
62.65 |
-0.22 |
24,583 |
86,875 |
+623 |
| Jan10 |
090713 |
63.09 |
64.13 |
62.35 |
63.33 |
-0.29 |
6,511 |
23,475 |
+336 |
| Feb10 |
090713 |
63.69 |
64.70 |
63.00 |
63.99 |
-0.33 |
3,413 |
16,093 |
+113 |
| Mar10 |
090713 |
64.29 |
65.32 |
63.60 |
64.60 |
-0.35 |
2,356 |
12,199 |
+344 |
| Apr10 |
090713 |
64.88 |
65.19 |
64.26 |
65.19 |
-0.39 |
1,801 |
5,799 |
+382 |
| May10 |
090713 |
65.77 |
65.77 |
65.77 |
65.77 |
-0.38 |
1,657 |
4,433 |
+254 |
| Jun10 |
090713 |
66.05 |
66.66 |
65.16 |
66.31 |
-0.36 |
2,316 |
32,045 |
-71 |
| Jul10 |
090713 |
66.75 |
66.75 |
66.75 |
66.75 |
-0.39 |
848 |
8,546 |
+135 |
| Aug10 |
090713 |
67.14 |
67.14 |
67.14 |
67.14 |
-0.40 |
634 |
6,059 |
+70 |
| Sep10 |
090713 |
67.51 |
67.51 |
67.51 |
67.51 |
-0.41 |
946 |
2,492 |
-76 |
| Total Volume and Open Interest |
311,503 |
676,212 |
-6,808 |
| Gas Oil(ICE) |
| Aug09 |
090713 |
493.25 |
498.00 |
482.00 |
483.50 |
-2.25 |
79,871 |
91,146 |
+7 |
| Sep09 |
090713 |
501.00 |
506.25 |
490.00 |
491.25 |
-3.50 |
37,589 |
75,795 |
+9,070 |
| Oct09 |
090713 |
504.25 |
514.75 |
498.75 |
499.75 |
-4.50 |
15,101 |
39,043 |
+1,380 |
| Nov09 |
090713 |
515.00 |
523.75 |
507.75 |
508.75 |
-5.00 |
11,673 |
29,259 |
+1,543 |
| Dec09 |
090713 |
522.75 |
532.50 |
517.00 |
518.00 |
-5.25 |
21,814 |
65,531 |
+1,631 |
| Jan10 |
090713 |
535.50 |
541.75 |
526.50 |
527.25 |
-6.00 |
4,723 |
34,118 |
+1,159 |
| Feb10 |
090713 |
542.25 |
546.75 |
535.75 |
535.75 |
-6.50 |
769 |
16,858 |
+463 |
| Mar10 |
090713 |
550.25 |
553.50 |
543.00 |
543.75 |
-6.75 |
996 |
17,256 |
-25 |
| Apr10 |
090713 |
558.00 |
558.50 |
550.75 |
551.75 |
-6.75 |
755 |
9,583 |
+329 |
| May10 |
090713 |
564.50 |
564.75 |
557.50 |
558.50 |
-7.00 |
504 |
7,288 |
+214 |
| Total Volume and Open Interest |
209,260 |
495,371 |
+6,678 |
| Ethanol(CBOT) |
| Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
| Aug09 |
090713 |
1.470 |
1.474 |
1.470 |
1.474 |
+0.006 |
43 |
448 |
+3 |
| Sep09 |
090713 |
1.450 |
1.460 |
1.450 |
1.460 |
-0.003 |
20 |
506 |
-6 |
| Oct09 |
090713 |
1.450 |
1.457 |
1.430 |
1.453 |
+0.003 |
7 |
334 |
+1 |
| Nov09 |
090713 |
1.458 |
1.458 |
1.453 |
1.457 |
+0.005 |
5 |
232 |
-3 |
| Dec09 |
090713 |
1.450 |
1.450 |
1.450 |
1.450 |
-0.005 |
6 |
391 |
+1 |
| Jan10 |
090713 |
1.460 |
1.460 |
1.460 |
1.460 |
-0.005 |
10 |
448 |
+0 |
| Feb10 |
090713 |
1.470 |
1.470 |
1.470 |
1.470 |
unch |
7 |
432 |
+0 |
| Total Volume and Open Interest |
128 |
3,832 |
-7 |
| US Dollar Index(ICE) |
| Sep09 |
090713 |
80.400 |
80.700 |
80.175 |
80.300 |
-0.130 |
7,361 |
18,999 |
+1,158 |
| Dec09 |
090713 |
80.900 |
80.950 |
80.640 |
80.640 |
-0.130 |
28 |
2,087 |
-21 |
| Mar10 |
090713 |
80.960 |
80.960 |
80.960 |
80.960 |
-0.115 |
|
|
|
| Total Volume and Open Interest |
7,389 |
21,086 |
+1,137 |
| Australian Dollar(CME) |
| Sep09 |
090713 |
77.57 |
77.99 |
76.63 |
77.76 |
+0.38 |
64,039 |
82,017 |
-1,263 |
| Dec09 |
090713 |
76.88 |
77.45 |
76.15 |
77.26 |
+0.38 |
12 |
326 |
+5 |
| Mar10 |
090713 |
76.77 |
76.77 |
76.39 |
76.77 |
+0.38 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
64,051 |
82,359 |
-1,258 |
| British Pound(CME) |
| Sep09 |
090713 |
161.84 |
162.40 |
160.30 |
162.05 |
+0.16 |
111,173 |
88,581 |
+1,934 |
| Dec09 |
090713 |
161.04 |
162.32 |
160.36 |
162.02 |
+0.16 |
60 |
335 |
+26 |
| Mar10 |
090713 |
160.81 |
162.01 |
160.81 |
161.98 |
+0.16 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
111,233 |
88,942 |
+1,960 |
| Canadian Dollar(CME) |
| Sep09 |
090713 |
86.09 |
86.93 |
85.70 |
86.77 |
+0.75 |
50,724 |
76,623 |
-986 |
| Dec09 |
090713 |
86.15 |
86.92 |
85.76 |
86.80 |
+0.76 |
34 |
2,212 |
-2 |
| Mar10 |
090713 |
86.13 |
86.93 |
85.91 |
86.84 |
+0.78 |
3 |
502 |
+3 |
| Jun10 |
090713 |
86.87 |
86.95 |
85.96 |
86.87 |
+0.78 |
1 |
125 |
+0 |
| Total Volume and Open Interest |
50,762 |
79,626 |
-985 |
| Japanese Yen(CME) |
| Sep09 |
090713 |
108.21 |
109.09 |
107.55 |
107.76 |
-0.62 |
108,075 |
102,529 |
+3,586 |
| Dec09 |
090713 |
108.75 |
109.16 |
107.71 |
107.87 |
-0.62 |
27 |
180 |
+12 |
| Mar10 |
090713 |
108.82 |
108.99 |
108.04 |
108.04 |
-0.62 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
108,102 |
102,739 |
+3,598 |
| Swiss Franc(CME) |
| Sep09 |
090713 |
92.23 |
92.61 |
91.90 |
92.38 |
+0.09 |
40,873 |
35,757 |
+3,416 |
| Dec09 |
090713 |
92.10 |
92.69 |
92.10 |
92.51 |
+0.09 |
0 |
97 |
+0 |
| Mar10 |
090713 |
92.56 |
92.66 |
92.56 |
92.66 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
40,873 |
35,854 |
+3,416 |
| EuroFX(CME) |
| Sep09 |
090713 |
139.45 |
140.03 |
138.98 |
139.74 |
+0.24 |
251,701 |
123,618 |
+2,388 |
| Dec09 |
090713 |
139.63 |
139.99 |
138.98 |
139.71 |
+0.24 |
250 |
1,361 |
-42 |
| Mar10 |
090713 |
139.04 |
139.74 |
139.04 |
139.71 |
+0.24 |
0 |
337 |
+0 |
| Total Volume and Open Interest |
251,951 |
125,319 |
+2,346 |
| Mexican Peso(CME) |
| Jul09 |
090713 |
723.5 |
733.2 |
723.5 |
723.5 |
-9.8 |
|
|
|
| Aug09 |
090713 |
724.5 |
729.2 |
724.5 |
724.5 |
-4.8 |
|
|
|
| Total Volume and Open Interest |
18,805 |
51,407 |
-5,939 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090713 |
120~240 |
121~095 |
119~260 |
120~015 |
-0~215 |
306,487 |
721,196 |
-5,735 |
| Dec09 |
090713 |
119~080 |
119~240 |
118~230 |
118~255 |
-0~210 |
50 |
807 |
+8 |
| Mar10 |
090713 |
118~160 |
118~160 |
117~265 |
117~265 |
-0~210 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
306,537 |
722,046 |
-5,727 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090713 |
118~240 |
119~000 |
118~065 |
118~105 |
-0~120 |
802,745 |
1,051,554 |
+9,753 |
| Dec09 |
090713 |
117~105 |
117~105 |
116~260 |
116~305 |
-0~120 |
29 |
330 |
+20 |
| Mar10 |
090713 |
115~305 |
116~105 |
115~305 |
115~305 |
-0~120 |
|
|
|
| Total Volume and Open Interest |
802,774 |
1,051,884 |
+9,773 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090713 |
116~066 |
116~094 |
116~031 |
116~041 |
-0~025 |
363,203 |
760,730 |
-12,315 |
| Dec09 |
090713 |
114~125 |
115~022 |
114~125 |
114~125 |
-0~025 |
0 |
500 |
+0 |
| Mar10 |
090713 |
114~125 |
115~022 |
114~125 |
114~125 |
-0~025 |
|
|
|
| Total Volume and Open Interest |
363,203 |
761,230 |
-12,315 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090713 |
108~072 |
108~082 |
108~070 |
108~071 |
-0~004 |
700 |
609,217 |
-3,264 |
| Dec09 |
090713 |
108~011 |
108~015 |
108~011 |
108~011 |
-0~004 |
0 |
2 |
+0 |
| Mar10 |
090713 |
108~011 |
108~015 |
108~011 |
108~011 |
-0~004 |
|
|
|
| Total Volume and Open Interest |
125,963 |
609,219 |
-3,264 |
| Eurodollars(CME) |
| Sep09 |
090713 |
99.445 |
99.465 |
99.400 |
99.420 |
-0.035 |
170,183 |
1,050,534 |
+13,395 |
| Dec09 |
090713 |
99.245 |
99.280 |
99.185 |
99.210 |
-0.040 |
176,010 |
937,284 |
+3,709 |
| Mar10 |
090713 |
99.070 |
99.105 |
99.005 |
99.030 |
-0.035 |
232,361 |
879,513 |
+11,503 |
| Jun10 |
090713 |
98.785 |
98.820 |
98.730 |
98.750 |
-0.030 |
169,381 |
600,560 |
+1,545 |
| Sep10 |
090713 |
98.465 |
98.510 |
98.410 |
98.435 |
-0.030 |
212,014 |
573,034 |
+15,504 |
| Dec10 |
090713 |
98.095 |
98.145 |
98.040 |
98.065 |
-0.030 |
160,309 |
679,320 |
+13,686 |
| Mar11 |
090713 |
97.760 |
97.810 |
97.700 |
97.730 |
-0.030 |
113,831 |
357,372 |
+3,721 |
| Jun11 |
090713 |
97.425 |
97.480 |
97.360 |
97.390 |
-0.035 |
81,422 |
347,657 |
+7,283 |
| Sep11 |
090713 |
97.120 |
97.180 |
97.060 |
97.085 |
-0.045 |
45,822 |
230,057 |
+2,618 |
| Dec11 |
090713 |
96.840 |
96.900 |
96.775 |
96.795 |
-0.055 |
39,561 |
145,475 |
-389 |
| Mar12 |
090713 |
96.670 |
96.715 |
96.580 |
96.595 |
-0.060 |
27,820 |
105,201 |
+896 |
| Jun12 |
090713 |
96.490 |
96.535 |
96.390 |
96.410 |
-0.065 |
27,792 |
109,389 |
+1,581 |
| Sep12 |
090713 |
96.365 |
96.385 |
96.235 |
96.255 |
-0.065 |
11,103 |
66,357 |
+112 |
| Dec12 |
090713 |
96.165 |
96.240 |
96.075 |
96.100 |
-0.070 |
8,211 |
58,807 |
-417 |
| Mar13 |
090713 |
96.120 |
96.140 |
95.980 |
96.000 |
-0.075 |
6,700 |
67,305 |
-408 |
| Jun13 |
090713 |
96.025 |
96.030 |
95.850 |
95.880 |
-0.080 |
5,810 |
33,506 |
-472 |
| Sep13 |
090713 |
95.930 |
95.930 |
95.745 |
95.775 |
-0.085 |
3,545 |
39,397 |
+114 |
| Dec13 |
090713 |
95.805 |
95.810 |
95.635 |
95.650 |
-0.095 |
2,808 |
29,493 |
-259 |
| Total Volume and Open Interest |
1,531,741 |
6,557,380 |
+69,500 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090713 |
99.825 |
99.827 |
99.823 |
99.825 |
+0.002 |
746 |
58,820 |
+591 |
| Aug09 |
090713 |
99.815 |
99.815 |
99.810 |
99.810 |
unch |
1,041 |
44,995 |
+198 |
| Sep09 |
090713 |
99.795 |
99.800 |
99.795 |
99.795 |
unch |
387 |
32,067 |
-118 |
| Oct09 |
090713 |
99.775 |
99.785 |
99.775 |
99.780 |
unch |
1,752 |
32,880 |
-592 |
| Nov09 |
090713 |
99.740 |
99.745 |
99.735 |
99.740 |
unch |
2,302 |
59,925 |
+621 |
| Dec09 |
090713 |
99.710 |
99.725 |
99.705 |
99.715 |
unch |
1,091 |
37,078 |
+34 |
| Total Volume and Open Interest |
15,940 |
376,261 |
+1,478 |
| 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 |
090710 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090710 |
99.52 |
99.54 |
99.52 |
99.54 |
+0.02 |
|
|
|
| Mar10 |
090710 |
99.57 |
99.57 |
99.54 |
99.54 |
-0.03 |
|
|
|
| Jun10 |
090710 |
99.51 |
99.53 |
99.51 |
99.53 |
+0.02 |
|
|
|
| Sep10 |
090710 |
99.46 |
99.49 |
99.46 |
99.49 |
+0.03 |
|
|
|
| Dec10 |
090710 |
99.42 |
99.45 |
99.42 |
99.45 |
+0.03 |
|
|
|
| Mar11 |
090710 |
99.33 |
99.36 |
99.33 |
99.36 |
+0.03 |
|
|
|
| Jun11 |
090710 |
99.27 |
99.31 |
99.27 |
99.31 |
+0.04 |
|
|
|
| Sep11 |
090710 |
99.28 |
99.29 |
99.28 |
99.29 |
+0.01 |
|
|
|
| Dec11 |
090710 |
99.08 |
99.09 |
99.08 |
99.09 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090713 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
196 |
10,441 |
+0 |
| Dec09 |
090713 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
150 |
3,362 |
+85 |
| Mar10 |
090713 |
99.55 |
99.55 |
99.55 |
99.55 |
+0.01 |
0 |
2,575 |
+0 |
| Jun10 |
090713 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.01 |
0 |
1,113 |
+0 |
| Sep10 |
090713 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
0 |
281 |
+0 |
| Dec10 |
090713 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.00 |
0 |
252 |
+0 |
| Mar11 |
090713 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.00 |
0 |
412 |
+0 |
| Jun11 |
090713 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.00 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
346 |
21,087 |
+1,076 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090710 |
138.51 |
138.90 |
138.50 |
138.85 |
+0.19 |
3,138 |
13,756 |
+1,269 |
| Dec09 |
090713 |
138.53 |
138.53 |
138.53 |
138.53 |
+0.07 |
0 |
1 |
+0 |
| Mar10 |
090713 |
138.30 |
138.30 |
138.30 |
138.30 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
3,351 |
12,720 |
-504 |
| Euro-Bund(EUREX) |
| Sep09 |
090713 |
122.33 |
122.47 |
122.06 |
122.29 |
-0.03 |
649,841 |
943,805 |
+34,947 |
| Dec09 |
090713 |
120.99 |
121.03 |
120.87 |
120.94 |
-0.03 |
21 |
116 |
+11 |
| Mar10 |
090713 |
120.55 |
120.55 |
120.55 |
120.55 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
649,862 |
943,921 |
+34,958 |
| Euro-Bobl(EUREX) |
| Sep09 |
090713 |
116.29 |
116.44 |
116.20 |
116.34 |
+0.21 |
326,962 |
687,616 |
+13,053 |
| Dec09 |
090713 |
114.97 |
114.97 |
114.97 |
114.97 |
-0.02 |
29 |
65 |
-2 |
| Mar10 |
090713 |
114.74 |
114.74 |
114.74 |
114.74 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
371,818 |
723,610 |
+35,927 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090615 |
98.785 |
98.820 |
98.780 |
98.810 |
+0.035 |
0 |
14,453 |
-137 |
| Dec09 |
090713 |
98.955 |
98.955 |
98.950 |
98.950 |
-0.005 |
39 |
5,419 |
-7 |
| Mar10 |
090713 |
98.825 |
98.825 |
98.825 |
98.825 |
-0.015 |
0 |
2,906 |
+0 |
| Total Volume and Open Interest |
644 |
33,834 |
+51 |
| Long Gilt(LIFFE) |
| Sep09 |
090629 |
118~02 |
118~28 |
118~02 |
118~24 |
+0~20 |
71,825 |
219,335 |
-1,488 |
| Dec09 |
090713 |
118~20 |
118~20 |
118~20 |
118~20 |
+0~20 |
|
|
|
| Total Volume and Open Interest |
125,782 |
215,758 |
+1,591 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090713 |
99.06 |
99.09 |
99.01 |
99.05 |
-0.01 |
60,863 |
248,388 |
-3,642 |
| Dec09 |
090713 |
98.88 |
98.92 |
98.83 |
98.87 |
unch |
88,862 |
245,076 |
-18,931 |
| Mar10 |
090713 |
98.65 |
98.68 |
98.59 |
98.64 |
+0.01 |
95,389 |
328,569 |
-11,027 |
| Jun10 |
090713 |
98.23 |
98.29 |
98.20 |
98.25 |
+0.03 |
108,065 |
306,223 |
-4,139 |
| Sep10 |
090713 |
97.79 |
97.86 |
97.76 |
97.82 |
+0.05 |
119,973 |
286,205 |
+8,292 |
| Dec10 |
090713 |
97.29 |
97.37 |
97.27 |
97.32 |
+0.06 |
88,684 |
241,629 |
-680 |
| Total Volume and Open Interest |
671,547 |
2,098,930 |
-18,662 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090713 |
99.080 |
99.100 |
99.075 |
99.085 |
unch |
75,203 |
691,790 |
-8,225 |
| Dec09 |
090713 |
98.930 |
98.965 |
98.930 |
98.950 |
-0.005 |
54,261 |
493,467 |
-8,856 |
| Mar10 |
090713 |
98.810 |
98.840 |
98.800 |
98.825 |
-0.015 |
60,239 |
444,111 |
-7,979 |
| Total Volume and Open Interest |
529,593 |
3,188,674 |
-17,688 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090713 |
96.90 |
96.92 |
96.86 |
96.90 |
unch |
7,637 |
292,580 |
-2,715 |
| Dec09 |
090713 |
96.86 |
96.89 |
96.81 |
96.88 |
+0.02 |
9,561 |
220,707 |
+746 |
| Mar10 |
090713 |
96.59 |
96.63 |
96.55 |
96.61 |
+0.02 |
6,889 |
128,948 |
-4,006 |
| Jun10 |
090713 |
96.19 |
96.23 |
96.17 |
96.23 |
+0.03 |
3,226 |
79,163 |
+215 |
| Sep10 |
090713 |
95.79 |
95.81 |
95.76 |
95.80 |
+0.03 |
1,216 |
50,497 |
-326 |
| Dec10 |
090713 |
95.41 |
95.44 |
95.38 |
95.42 |
+0.04 |
747 |
30,986 |
-1,030 |
| Mar11 |
090713 |
95.09 |
95.10 |
95.05 |
95.10 |
+0.05 |
610 |
17,634 |
-710 |
| Jun11 |
090713 |
94.76 |
94.81 |
94.76 |
94.81 |
+0.06 |
294 |
10,265 |
+131 |
| Sep11 |
090713 |
94.54 |
94.54 |
94.54 |
94.54 |
+0.08 |
7 |
3,265 |
+7 |
| Dec11 |
090713 |
94.27 |
94.27 |
94.27 |
94.27 |
+0.09 |
0 |
670 |
+0 |
| Total Volume and Open Interest |
30,197 |
835,593 |
-7,678 |
| 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 |
090713 |
94.82 |
94.82 |
94.82 |
94.82 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
31,575 |
343,656 |
+3,414 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090713 |
95.67 |
95.76 |
95.63 |
95.71 |
+0.04 |
89,876 |
525,654 |
+14,281 |
| Dec09 |
090713 |
95.71 |
95.71 |
95.71 |
95.71 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
89,876 |
525,654 |
+14,281 |
| Gold(CMX) |
| Aug09 |
090713 |
912.3 |
923.4 |
907.4 |
922.5 |
+10.0 |
91,682 |
197,320 |
-11,317 |
| Oct09 |
090713 |
913.4 |
924.9 |
909.2 |
924.0 |
+10.0 |
8,626 |
13,110 |
+0 |
| Dec09 |
090713 |
915.2 |
926.3 |
910.6 |
925.4 |
+10.0 |
11,623 |
68,564 |
+3,870 |
| Feb10 |
090713 |
918.5 |
926.6 |
912.9 |
926.6 |
+10.1 |
546 |
16,439 |
+28 |
| Apr10 |
090713 |
917.2 |
928.5 |
912.5 |
927.7 |
+10.1 |
759 |
16,807 |
+163 |
| Jun10 |
090713 |
915.7 |
929.5 |
915.5 |
929.0 |
+10.2 |
310 |
9,241 |
+8 |
| Aug10 |
090713 |
930.5 |
930.5 |
930.5 |
930.5 |
+10.2 |
0 |
3,887 |
+0 |
| Oct10 |
090713 |
932.3 |
932.3 |
932.3 |
932.3 |
+10.3 |
0 |
1,536 |
+0 |
| Dec10 |
090713 |
919.8 |
934.2 |
919.8 |
934.2 |
+10.3 |
588 |
13,595 |
+95 |
| Feb11 |
090713 |
936.5 |
936.5 |
936.5 |
936.5 |
+10.4 |
0 |
12 |
+0 |
| Apr11 |
090713 |
939.1 |
939.1 |
939.1 |
939.1 |
+10.4 |
|
|
|
| Jun11 |
090713 |
286.8 |
286.8 |
286.8 |
286.8 |
+10.5 |
0 |
9,132 |
+0 |
| Total Volume and Open Interest |
114,238 |
366,909 |
-7,134 |
| Silver(CMX) |
| Jul09 |
090713 |
1266.5 |
1284.5 |
1248.0 |
1278.5 |
+14.8 |
138 |
710 |
+16 |
| Sep09 |
090713 |
1266.0 |
1284.5 |
1243.5 |
1278.5 |
+14.0 |
18,593 |
56,047 |
-2,088 |
| Dec09 |
090713 |
1265.5 |
1287.5 |
1249.0 |
1282.0 |
+14.1 |
2,102 |
20,822 |
-87 |
| Mar10 |
090713 |
1284.6 |
1284.6 |
1284.6 |
1284.6 |
+14.2 |
469 |
6,881 |
+27 |
| May10 |
090713 |
1269.0 |
1286.3 |
1269.0 |
1286.3 |
+14.2 |
65 |
2,580 |
+16 |
| Jul10 |
090713 |
1270.5 |
1288.1 |
1266.5 |
1288.1 |
+14.2 |
99 |
2,941 |
+1 |
| Sep10 |
090713 |
1290.0 |
1290.0 |
1290.0 |
1290.0 |
+14.2 |
0 |
164 |
+0 |
| Total Volume and Open Interest |
21,561 |
98,809 |
-2,082 |
| Platinum(NYMEX) |
| Jul09 |
090713 |
1111.1 |
1111.1 |
1111.1 |
1111.1 |
+9.7 |
6 |
71 |
-7 |
| Oct09 |
090713 |
1105.1 |
1124.9 |
1092.0 |
1117.3 |
+9.7 |
2,455 |
21,258 |
-686 |
| Jan10 |
090713 |
1120.0 |
1122.8 |
1120.0 |
1122.8 |
+9.7 |
7 |
220 |
+2 |
| Total Volume and Open Interest |
2,468 |
21,549 |
-691 |
| Palladium(NYMEX) |
| Sep09 |
090713 |
232.15 |
236.85 |
225.10 |
235.15 |
+0.20 |
806 |
15,878 |
-250 |
| Dec09 |
090713 |
232.50 |
237.45 |
226.45 |
236.25 |
+0.20 |
9 |
393 |
-3 |
| Mar10 |
090713 |
237.75 |
237.75 |
237.75 |
237.75 |
+0.20 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
815 |
16,272 |
-253 |
| Copper(CMX) |
| Jul09 |
090713 |
221.95 |
222.25 |
218.05 |
221.30 |
+1.25 |
350 |
2,685 |
-57 |
| Sep09 |
090713 |
221.50 |
223.95 |
218.30 |
222.30 |
+1.15 |
19,247 |
70,377 |
-1,896 |
| Dec09 |
090713 |
223.95 |
224.75 |
220.00 |
223.30 |
+1.00 |
2,682 |
15,216 |
+1,179 |
| Mar10 |
090713 |
221.85 |
224.50 |
221.85 |
223.80 |
+0.85 |
119 |
2,417 |
+55 |
| May10 |
090713 |
223.80 |
223.80 |
223.80 |
223.80 |
+0.85 |
34 |
715 |
+9 |
| Total Volume and Open Interest |
23,682 |
102,515 |
-157 |
| Aluminum(CMX) |
| Jul09 |
090713 |
71.75 |
71.75 |
71.75 |
71.75 |
-0.75 |
|
|
|
| Aug09 |
090713 |
72.25 |
72.25 |
72.25 |
72.25 |
-0.75 |
|
|
|
| Sep09 |
090713 |
72.75 |
72.75 |
72.75 |
72.75 |
-0.75 |
|
|
|
| Oct09 |
090713 |
1.16 |
1.16 |
1.16 |
1.16 |
-0.75 |
|
|
|
| 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 |
090713 |
8105 |
8280 |
8019 |
8259 |
+174 |
568 |
9,142 |
+148 |
| Dec09 |
090713 |
8121 |
8200 |
8121 |
8200 |
+174 |
0 |
46 |
+0 |
| Mar10 |
090713 |
8160 |
8160 |
7989 |
8160 |
+171 |
0 |
2 |
+0 |
| Jun10 |
090713 |
8109 |
8109 |
7935 |
8109 |
+174 |
|
|
|
| Total Volume and Open Interest |
568 |
9,190 |
+148 |
| S & P 500(CME) |
| Sep09 |
090713 |
874.50 |
897.50 |
865.80 |
895.60 |
+21.30 |
20,177 |
388,099 |
+2,138 |
| Dec09 |
090713 |
873.50 |
893.80 |
867.80 |
891.20 |
+21.40 |
12 |
6,741 |
+10 |
| Mar10 |
090713 |
887.20 |
889.60 |
863.60 |
887.20 |
+21.60 |
0 |
3,167 |
+0 |
| Jun10 |
090713 |
883.70 |
886.60 |
860.60 |
883.70 |
+21.10 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
20,189 |
398,018 |
+2,148 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090713 |
874.75 |
897.75 |
865.50 |
895.50 |
+21.25 |
1,779,181 |
2,374,328 |
-23,653 |
| Dec09 |
090713 |
871.50 |
893.00 |
861.50 |
891.25 |
+21.50 |
3,236 |
14,647 |
+2,066 |
| Total Volume and Open Interest |
1,782,419 |
2,389,017 |
-21,587 |
| NASDAQ 100(CME) |
| Sep09 |
090713 |
1420.00 |
1447.00 |
1399.00 |
1442.50 |
+26.50 |
2,120 |
15,645 |
+122 |
| Dec09 |
090713 |
1440.50 |
1440.50 |
1439.00 |
1440.50 |
+26.50 |
1 |
13 |
+1 |
| Mar10 |
090713 |
1439.50 |
1439.50 |
1438.00 |
1439.50 |
+26.50 |
|
|
|
| Total Volume and Open Interest |
2,121 |
15,658 |
+123 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090713 |
1418.50 |
1446.80 |
1399.50 |
1442.50 |
+26.50 |
223,831 |
248,740 |
+248 |
| Dec09 |
090713 |
1407.80 |
1444.00 |
1398.50 |
1440.50 |
+26.50 |
13 |
616 |
+8 |
| Total Volume and Open Interest |
223,848 |
249,371 |
+256 |
| S & P Midcap 400(CME) |
| Sep09 |
090713 |
546.00 |
559.00 |
538.00 |
557.30 |
+13.50 |
37 |
2,466 |
-76 |
| Dec09 |
090713 |
555.30 |
555.30 |
555.30 |
555.30 |
+13.50 |
|
|
|
| Mar10 |
090713 |
553.30 |
553.30 |
553.30 |
553.30 |
+13.50 |
|
|
|
| Total Volume and Open Interest |
37 |
2,466 |
-76 |
| Russell 2000(CME) |
| Sep09 |
090713 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
72 |
6,954 |
+1,358 |
| Dec09 |
090713 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,623 |
+397 |
| Mar10 |
090713 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,416 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090713 |
9235 |
9350 |
9030 |
9040 |
-210 |
112,404 |
154,474 |
+1,573 |
| Dec09 |
090713 |
9290 |
9290 |
9010 |
9010 |
-205 |
0 |
1,083 |
+0 |
| Total Volume and Open Interest |
115,581 |
161,829 |
-5,623 |
| Nikkei 225(SGX) |
| Sep09 |
090713 |
9235 |
9350 |
9030 |
9040 |
-210 |
112,404 |
154,474 |
+1,573 |
| Dec09 |
090713 |
9290 |
9290 |
9010 |
9010 |
-205 |
0 |
1,083 |
+0 |
| Mar10 |
090713 |
9015 |
9015 |
9015 |
9015 |
-210 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
115,581 |
161,829 |
-5,623 |
| CAC 40(EURONEXT) |
| Jul09 |
090713 |
2975.5 |
3064.5 |
2956.5 |
3052.0 |
+68.0 |
118,194 |
430,727 |
+10,943 |
| Aug09 |
090713 |
2971.0 |
3063.0 |
2959.5 |
3051.5 |
+68.0 |
9,268 |
10,890 |
+8,834 |
| Sep09 |
090713 |
2968.5 |
3058.0 |
2953.0 |
3046.0 |
+68.0 |
597 |
39,895 |
+72 |
| Total Volume and Open Interest |
128,059 |
484,267 |
+19,849 |
| Hang Seng Index(HKFE) |
| Jul09 |
090713 |
17602 |
17616 |
17050 |
17276 |
-449 |
68,053 |
76,309 |
-143 |
| Aug09 |
090713 |
17525 |
17549 |
17048 |
17233 |
-450 |
470 |
5,979 |
+81 |
| Sep09 |
090713 |
17440 |
17440 |
16965 |
17149 |
-449 |
121 |
2,384 |
+3 |
| Total Volume and Open Interest |
68,653 |
85,325 |
-89 |
| DAX(EUREX) |
| Sep09 |
090713 |
4554.0 |
4752.5 |
4521.0 |
4706.0 |
+131.5 |
131,190 |
133,163 |
-3,610 |
| Dec09 |
090713 |
4554.5 |
4754.0 |
4540.0 |
4709.5 |
+131.5 |
1,178 |
8,787 |
+346 |
| Mar10 |
090713 |
4558.0 |
4756.5 |
4417.5 |
4417.5 |
-168.5 |
121 |
675 |
-10 |
| Total Volume and Open Interest |
132,489 |
142,625 |
-3,274 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090713 |
4085.00 |
4198.50 |
4060.50 |
4157.00 |
+56.00 |
76,778 |
605,294 |
-2,050 |
| Dec09 |
090713 |
4049.50 |
4166.50 |
4041.00 |
4127.50 |
+56.00 |
97 |
4,138 |
-8 |
| Mar10 |
090713 |
4095.50 |
4095.50 |
4095.50 |
4095.50 |
+56.00 |
10 |
425 |
+10 |
| Total Volume and Open Interest |
76,885 |
609,857 |
-2,048 |
| SPI 200(SFE) |
| Sep09 |
090713 |
3750.0 |
3757.0 |
3692.0 |
3703.0 |
-48.0 |
18,851 |
214,322 |
-4,195 |
| Dec09 |
090713 |
3752.0 |
3758.0 |
3707.0 |
3710.0 |
-47.0 |
136 |
3,574 |
+80 |
| Mar10 |
090713 |
3686.0 |
3686.0 |
3686.0 |
3686.0 |
-47.0 |
0 |
4,317 |
+0 |
| Total Volume and Open Interest |
19,203 |
222,699 |
-3,938 |
| GSCI(CME) |
| Jul09 |
090713 |
402.00 |
403.75 |
395.00 |
402.35 |
+2.10 |
3,647 |
10,538 |
-2,715 |
| Aug09 |
090713 |
402.00 |
407.00 |
399.50 |
407.00 |
+2.00 |
3,383 |
5,702 |
+3,139 |
| Sep09 |
090713 |
412.00 |
413.00 |
405.00 |
412.00 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
7,030 |
16,242 |
+424 |
| 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. |
|
|