|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue July 14, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090714 |
1080.50 |
1090.00 |
1058.25 |
1074.00 |
-17.50 |
1,298 |
612 |
-800 |
| Aug09 |
090714 |
1020.00 |
1037.00 |
1005.50 |
1034.50 |
+16.00 |
33,381 |
60,033 |
-3,042 |
| Sep09 |
090714 |
959.00 |
965.75 |
948.50 |
963.50 |
+8.00 |
5,890 |
24,123 |
+272 |
| Nov09 |
090714 |
915.00 |
923.00 |
906.75 |
918.00 |
+6.50 |
81,452 |
238,664 |
-1,901 |
| Jan10 |
090714 |
921.00 |
930.00 |
915.50 |
926.00 |
+6.50 |
6,817 |
31,078 |
+1,061 |
| Mar10 |
090714 |
927.00 |
933.25 |
919.50 |
929.75 |
+7.25 |
3,589 |
19,364 |
+80 |
| May10 |
090714 |
921.00 |
932.75 |
918.00 |
929.50 |
+8.50 |
1,639 |
10,813 |
+249 |
| Total Volume and Open Interest |
138,357 |
420,002 |
-4,002 |
| Soybean Meal(CBOT) |
| Jul09 |
090714 |
357.60 |
359.00 |
344.50 |
344.50 |
-14.80 |
759 |
819 |
-596 |
| Aug09 |
090714 |
332.50 |
336.50 |
324.80 |
334.00 |
+1.70 |
12,875 |
31,130 |
-1,291 |
| Sep09 |
090714 |
310.60 |
312.60 |
306.30 |
310.50 |
+0.20 |
4,842 |
25,493 |
-1,272 |
| Oct09 |
090714 |
289.70 |
291.50 |
286.80 |
289.10 |
-0.10 |
2,676 |
19,648 |
-211 |
| Dec09 |
090714 |
283.80 |
286.00 |
279.90 |
283.00 |
+0.50 |
22,813 |
72,812 |
-698 |
| Jan10 |
090714 |
279.10 |
280.80 |
276.80 |
278.80 |
+0.60 |
877 |
7,067 |
+123 |
| Mar10 |
090714 |
278.70 |
279.70 |
275.80 |
277.60 |
+0.90 |
1,283 |
6,154 |
+152 |
| May10 |
090714 |
278.00 |
279.00 |
274.80 |
276.60 |
+1.40 |
890 |
7,067 |
+5 |
| Total Volume and Open Interest |
48,430 |
176,510 |
-3,204 |
| Soybean Oil(CBOT) |
| Jul09 |
090714 |
33.69 |
33.70 |
33.58 |
33.65 |
+0.38 |
1,447 |
1,215 |
-1,460 |
| Aug09 |
090714 |
33.49 |
33.99 |
33.29 |
33.77 |
+0.37 |
14,702 |
44,322 |
+82 |
| Sep09 |
090714 |
33.60 |
34.13 |
33.60 |
33.93 |
+0.37 |
6,299 |
34,746 |
+226 |
| Oct09 |
090714 |
34.10 |
34.25 |
33.92 |
34.10 |
+0.38 |
2,916 |
16,798 |
-585 |
| Dec09 |
090714 |
34.33 |
34.66 |
33.97 |
34.46 |
+0.39 |
28,954 |
111,905 |
-612 |
| Jan10 |
090714 |
34.70 |
34.92 |
34.62 |
34.82 |
+0.39 |
1,571 |
12,378 |
+301 |
| Mar10 |
090714 |
35.13 |
35.21 |
34.12 |
35.03 |
+0.36 |
806 |
7,037 |
-54 |
| May10 |
090714 |
35.33 |
35.33 |
34.95 |
35.13 |
+0.37 |
444 |
5,555 |
+105 |
| Total Volume and Open Interest |
57,889 |
246,582 |
-1,690 |
| Canola(WCE) |
| Jul09 |
090714 |
430.0 |
430.0 |
421.8 |
424.5 |
+1.0 |
0 |
571 |
+0 |
| Nov09 |
090714 |
426.0 |
429.0 |
424.0 |
425.5 |
unch |
7,521 |
78,861 |
-493 |
| Jan10 |
090714 |
432.5 |
432.5 |
427.8 |
429.9 |
+0.1 |
235 |
9,459 |
+168 |
| Mar10 |
090714 |
437.5 |
437.5 |
434.1 |
434.1 |
+0.1 |
76 |
1,743 |
-31 |
| May10 |
090714 |
433.9 |
435.6 |
433.9 |
435.6 |
+0.1 |
0 |
510 |
+0 |
| Total Volume and Open Interest |
7,832 |
91,746 |
-356 |
| Corn(CBOT) |
| Jul09 |
090714 |
369.00 |
369.00 |
348.00 |
350.00 |
-9.00 |
1,121 |
1,144 |
-709 |
| Sep09 |
090714 |
332.50 |
339.00 |
332.50 |
338.50 |
+6.75 |
64,198 |
268,905 |
+7 |
| Dec09 |
090714 |
340.50 |
346.00 |
339.50 |
345.50 |
+6.00 |
108,262 |
414,468 |
+1,781 |
| Mar10 |
090714 |
353.00 |
359.25 |
352.50 |
358.75 |
+6.25 |
6,096 |
71,609 |
+133 |
| May10 |
090714 |
364.00 |
368.25 |
362.00 |
368.25 |
+6.75 |
1,329 |
17,498 |
+57 |
| Jul10 |
090714 |
371.50 |
377.75 |
370.50 |
377.25 |
+7.25 |
3,358 |
50,263 |
+205 |
| Total Volume and Open Interest |
188,810 |
893,319 |
+2,065 |
| Wheat(CBOT) |
| Jul09 |
090714 |
515.25 |
516.00 |
501.75 |
501.75 |
-14.00 |
1,607 |
1,453 |
-162 |
| Sep09 |
090714 |
542.25 |
544.50 |
525.50 |
530.00 |
-12.75 |
35,985 |
148,057 |
-2,424 |
| Dec09 |
090714 |
569.00 |
570.50 |
552.00 |
556.50 |
-12.50 |
19,941 |
102,729 |
+1,667 |
| Mar10 |
090714 |
585.00 |
587.00 |
570.75 |
574.75 |
-12.25 |
1,910 |
14,905 |
+424 |
| May10 |
090714 |
598.00 |
598.00 |
585.75 |
586.25 |
-11.75 |
111 |
1,886 |
+27 |
| Total Volume and Open Interest |
60,186 |
313,643 |
-461 |
| Wheat(KCBT) |
| Jul09 |
090714 |
562.00 |
563.25 |
550.50 |
550.50 |
-13.25 |
|
|
|
| Sep09 |
090714 |
569.75 |
572.00 |
555.25 |
558.00 |
-13.00 |
|
|
|
| Dec09 |
090714 |
586.00 |
589.00 |
572.00 |
575.00 |
-12.50 |
|
|
|
| Mar10 |
090714 |
603.00 |
604.50 |
589.00 |
591.00 |
-12.50 |
|
|
|
| May10 |
090714 |
614.00 |
614.50 |
599.75 |
601.50 |
-12.50 |
|
|
|
| Total Volume and Open Interest |
10,046 |
92,522 |
-35 |
| Wheat(MGE) |
| Jul09 |
090714 |
618.00 |
621.00 |
618.00 |
618.00 |
-3.00 |
0 |
26 |
+0 |
| Sep09 |
090714 |
620.75 |
623.75 |
610.00 |
613.50 |
-7.75 |
1,402 |
11,962 |
-106 |
| Dec09 |
090714 |
630.00 |
630.00 |
617.50 |
620.50 |
-9.50 |
938 |
12,229 |
+220 |
| Mar10 |
090714 |
638.00 |
639.25 |
628.50 |
632.50 |
-8.00 |
276 |
3,195 |
+147 |
| May10 |
090714 |
645.00 |
645.75 |
635.25 |
636.25 |
-10.25 |
52 |
1,065 |
-4 |
| Total Volume and Open Interest |
2,768 |
34,156 |
+160 |
| Oats(CBOT) |
| Jul09 |
090714 |
209.50 |
211.00 |
209.50 |
209.50 |
-1.50 |
0 |
1 |
-12 |
| Sep09 |
090714 |
220.00 |
224.00 |
216.50 |
218.25 |
-0.75 |
153 |
3,741 |
-16 |
| Dec09 |
090714 |
231.50 |
236.00 |
228.25 |
230.00 |
-1.00 |
443 |
8,432 |
-77 |
| Mar10 |
090714 |
245.75 |
245.75 |
240.00 |
241.50 |
-1.50 |
9 |
1,309 |
+5 |
| Total Volume and Open Interest |
605 |
13,571 |
-100 |
| Rough Rice(CBOT) |
| Jul09 |
090714 |
12.99 |
13.10 |
12.89 |
12.89 |
-0.01 |
16 |
85 |
+5 |
| Sep09 |
090714 |
13.01 |
13.30 |
13.01 |
13.10 |
+0.04 |
888 |
5,142 |
+56 |
| Nov09 |
090714 |
13.05 |
13.37 |
13.05 |
13.17 |
+0.04 |
497 |
2,016 |
-2 |
| Jan10 |
090714 |
13.48 |
13.49 |
13.27 |
13.30 |
+0.03 |
64 |
274 |
+1 |
| Total Volume and Open Interest |
1,504 |
8,044 |
+53 |
| Live Cattle(CME) |
| Aug09 |
090714 |
84.930 |
85.400 |
84.600 |
85.050 |
+0.265 |
19,633 |
68,686 |
-9,260 |
| Oct09 |
090714 |
90.180 |
90.500 |
89.730 |
90.135 |
-0.115 |
15,066 |
78,144 |
+4,209 |
| Dec09 |
090714 |
90.200 |
90.300 |
89.650 |
90.050 |
-0.180 |
5,569 |
37,125 |
+665 |
| Feb10 |
090714 |
89.700 |
89.750 |
89.180 |
89.385 |
-0.295 |
1,118 |
14,802 |
+667 |
| Apr10 |
090714 |
90.900 |
90.900 |
90.200 |
90.200 |
-0.350 |
2,019 |
7,163 |
+34 |
| Jun10 |
090714 |
87.850 |
88.050 |
87.800 |
87.980 |
-0.305 |
190 |
2,234 |
+41 |
| Total Volume and Open Interest |
43,600 |
208,619 |
-3,644 |
| Feeder Cattle(CME) |
| Aug09 |
090714 |
104.000 |
104.000 |
103.050 |
103.135 |
-0.665 |
1,988 |
11,922 |
-592 |
| Sep09 |
090714 |
104.100 |
104.100 |
103.300 |
103.350 |
-0.880 |
1,637 |
5,781 |
+851 |
| Oct09 |
090714 |
104.150 |
104.230 |
103.400 |
103.550 |
-0.750 |
1,476 |
5,043 |
+85 |
| Nov09 |
090714 |
103.930 |
104.000 |
103.550 |
103.550 |
-0.700 |
218 |
1,462 |
+73 |
| Jan10 |
090714 |
102.200 |
102.430 |
101.800 |
101.800 |
-0.600 |
38 |
456 |
+15 |
| Mar10 |
090714 |
101.750 |
101.800 |
101.400 |
101.800 |
-0.200 |
10 |
79 |
+5 |
| Apr10 |
090714 |
101.700 |
101.750 |
101.700 |
101.700 |
-0.100 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
5,367 |
24,775 |
+437 |
| Lean Hogs(CME) |
| Jul09 |
090714 |
58.950 |
59.100 |
58.430 |
58.700 |
-0.800 |
1,229 |
5,816 |
-63 |
| Aug09 |
090714 |
63.550 |
64.150 |
63.200 |
63.600 |
+0.600 |
17,822 |
42,090 |
-7,120 |
| Oct09 |
090714 |
58.700 |
59.500 |
58.600 |
58.950 |
+0.150 |
11,260 |
42,876 |
+1,987 |
| Dec09 |
090714 |
57.130 |
57.850 |
57.130 |
57.580 |
+0.430 |
5,709 |
26,312 |
+1,157 |
| Feb10 |
090714 |
63.000 |
63.500 |
62.600 |
63.400 |
+0.650 |
2,827 |
9,620 |
+1,245 |
| Apr10 |
090714 |
66.650 |
67.500 |
66.450 |
67.385 |
+0.635 |
369 |
4,205 |
+110 |
| May10 |
090714 |
71.800 |
72.000 |
71.800 |
71.975 |
-0.425 |
3 |
414 |
-2 |
| Jun10 |
090714 |
74.000 |
75.000 |
73.850 |
74.200 |
+0.400 |
282 |
2,259 |
-13 |
| Total Volume and Open Interest |
39,553 |
134,533 |
-2,715 |
| Pork Bellies(CME) |
| Jul09 |
090714 |
61.000 |
62.550 |
60.700 |
61.300 |
-1.200 |
3 |
35 |
-2 |
| Aug09 |
090714 |
63.100 |
63.800 |
60.500 |
61.300 |
-1.200 |
49 |
535 |
-18 |
| Feb10 |
090714 |
85.500 |
85.500 |
84.900 |
84.900 |
-0.100 |
26 |
139 |
+12 |
| Mar10 |
090714 |
82.900 |
83.900 |
82.900 |
82.900 |
-0.100 |
1 |
42 |
+0 |
| May10 |
090714 |
86.500 |
86.500 |
86.500 |
86.500 |
unch |
|
|
|
| Total Volume and Open Interest |
79 |
751 |
-8 |
| Class III Milk(CME) |
| Jul09 |
090714 |
9.91 |
9.91 |
9.89 |
9.89 |
unch |
133 |
4,478 |
+17 |
| Aug09 |
090714 |
10.34 |
10.46 |
10.27 |
10.29 |
-0.08 |
64 |
4,248 |
-6 |
| Sep09 |
090714 |
11.12 |
11.25 |
11.08 |
11.14 |
-0.01 |
127 |
3,998 |
+25 |
| Oct09 |
090714 |
11.94 |
12.16 |
11.94 |
12.02 |
+0.01 |
65 |
3,384 |
+4 |
| Nov09 |
090714 |
13.00 |
13.07 |
12.85 |
13.02 |
+0.04 |
45 |
3,212 |
+3 |
| Total Volume and Open Interest |
612 |
26,625 |
+109 |
| Cocoa(ICE) |
| Jul09 |
090714 |
2700 |
2700 |
2700 |
2700 |
+64 |
1 |
4 |
-8 |
| Sep09 |
090714 |
2672 |
2730 |
2672 |
2727 |
+63 |
5,586 |
47,491 |
+610 |
| Dec09 |
090714 |
2700 |
2753 |
2700 |
2749 |
+62 |
1,365 |
29,933 |
+216 |
| Mar10 |
090714 |
2744 |
2766 |
2738 |
2765 |
+63 |
1,186 |
18,411 |
+611 |
| May10 |
090714 |
2740 |
2765 |
2740 |
2765 |
+60 |
845 |
4,633 |
+562 |
| Jul10 |
090714 |
2740 |
2773 |
2740 |
2773 |
+59 |
31 |
3,593 |
+0 |
| Sep10 |
090714 |
2739 |
2773 |
2739 |
2773 |
+56 |
1 |
2,328 |
-1 |
| Total Volume and Open Interest |
9,023 |
110,454 |
+1,993 |
| Coffee "C"(ICE) |
| Jul09 |
090714 |
113.20 |
113.75 |
112.90 |
112.90 |
+0.60 |
10 |
27 |
+0 |
| Sep09 |
090714 |
114.90 |
117.60 |
114.55 |
115.50 |
+0.60 |
7,333 |
62,810 |
-847 |
| Dec09 |
090714 |
117.95 |
120.55 |
117.85 |
118.50 |
+0.55 |
1,683 |
26,573 |
+118 |
| Mar10 |
090714 |
121.00 |
122.90 |
121.00 |
121.40 |
+0.55 |
514 |
11,352 |
-40 |
| May10 |
090714 |
122.65 |
124.45 |
122.65 |
123.40 |
+0.65 |
181 |
3,665 |
+46 |
| Jul10 |
090714 |
125.30 |
126.40 |
124.90 |
125.30 |
+0.65 |
100 |
1,473 |
+70 |
| Total Volume and Open Interest |
9,872 |
108,552 |
-672 |
| Orange Juice(ICE) |
| Sep09 |
090714 |
94.55 |
98.75 |
93.50 |
97.80 |
+2.70 |
2,411 |
19,538 |
-695 |
| Nov09 |
090714 |
97.85 |
102.00 |
97.80 |
101.15 |
+2.70 |
557 |
6,309 |
+246 |
| Jan10 |
090714 |
101.15 |
104.25 |
101.15 |
104.20 |
+2.70 |
60 |
1,144 |
-20 |
| Mar10 |
090714 |
104.50 |
107.65 |
104.50 |
107.50 |
+2.65 |
4 |
989 |
-2 |
| May10 |
090714 |
110.20 |
110.20 |
110.20 |
110.20 |
+2.20 |
3 |
124 |
+0 |
| Jul10 |
090714 |
112.60 |
112.60 |
112.60 |
112.60 |
+2.20 |
0 |
53 |
+0 |
| Total Volume and Open Interest |
3,037 |
28,340 |
-475 |
| Sugar #11(ICE) |
| Oct09 |
090714 |
17.50 |
17.85 |
17.46 |
17.68 |
+0.14 |
43,425 |
315,495 |
+471 |
| Mar10 |
090714 |
18.83 |
19.13 |
18.83 |
19.03 |
+0.15 |
27,175 |
174,195 |
+1,046 |
| May10 |
090714 |
18.32 |
18.60 |
18.29 |
18.52 |
+0.15 |
8,094 |
40,971 |
+671 |
| Jul10 |
090714 |
17.81 |
18.07 |
17.81 |
18.03 |
+0.19 |
4,114 |
70,645 |
+849 |
| Oct10 |
090714 |
17.55 |
17.88 |
17.55 |
17.84 |
+0.21 |
3,384 |
43,965 |
+906 |
| Total Volume and Open Interest |
89,872 |
718,658 |
+4,430 |
| Sugar #14(ICE) |
| Sep09 |
090714 |
22.51 |
22.58 |
22.51 |
22.58 |
+0.01 |
50 |
2,352 |
+0 |
| Total Volume and Open Interest |
50 |
2,352 |
+0 |
| London Cocoa(LCE) |
| Jul09 |
090714 |
1708 |
1730 |
1699 |
1729 |
+35 |
2,647 |
31,076 |
-1,249 |
| Sep09 |
090714 |
1738 |
1752 |
1727 |
1750 |
+25 |
6,452 |
38,365 |
+318 |
| Dec09 |
090714 |
1738 |
1754 |
1728 |
1752 |
+26 |
1,770 |
31,249 |
+306 |
| Mar10 |
090714 |
1732 |
1753 |
1728 |
1752 |
+28 |
1,192 |
29,283 |
+415 |
| May10 |
090714 |
1727 |
1746 |
1727 |
1746 |
+29 |
307 |
15,832 |
+3 |
| Jul10 |
090714 |
1739 |
1741 |
1739 |
1740 |
+22 |
0 |
4,453 |
+0 |
| Sep10 |
090714 |
1734 |
1741 |
1734 |
1739 |
+22 |
6 |
2,727 |
+0 |
| Total Volume and Open Interest |
12,374 |
156,066 |
-207 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090714 |
470.00 |
473.60 |
469.10 |
472.80 |
+3.80 |
4,592 |
47,324 |
+1,401 |
| Dec09 |
090714 |
479.00 |
482.60 |
478.00 |
482.10 |
+4.10 |
623 |
8,487 |
+27 |
| Mar10 |
090714 |
487.00 |
493.00 |
487.00 |
492.50 |
+5.80 |
1,093 |
12,883 |
+601 |
| May10 |
090714 |
483.00 |
487.70 |
483.00 |
487.10 |
+6.40 |
66 |
1,634 |
+56 |
| Aug10 |
090714 |
478.90 |
481.70 |
478.50 |
481.20 |
+6.30 |
78 |
1,430 |
+0 |
| Total Volume and Open Interest |
10,313 |
79,558 |
-581 |
| Cotton(ICE) |
| Oct09 |
090714 |
60.75 |
61.60 |
60.68 |
61.19 |
+0.23 |
450 |
2,534 |
-33 |
| Dec09 |
090714 |
62.40 |
63.44 |
62.38 |
63.38 |
+0.72 |
10,437 |
98,184 |
+2,721 |
| Mar10 |
090714 |
64.30 |
65.58 |
64.30 |
65.50 |
+0.83 |
764 |
12,390 |
+421 |
| May10 |
090714 |
66.54 |
66.54 |
66.54 |
66.54 |
+0.75 |
24 |
786 |
-6 |
| Jul10 |
090714 |
66.90 |
67.47 |
66.90 |
67.47 |
+0.71 |
86 |
1,944 |
+33 |
| Oct10 |
090714 |
68.95 |
68.95 |
68.95 |
68.95 |
+0.76 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
11,831 |
117,922 |
+3,152 |
| Lumber(CME) |
| Jul09 |
090714 |
168.0 |
177.5 |
166.2 |
168.0 |
unch |
322 |
476 |
-154 |
| Sep09 |
090714 |
194.1 |
197.8 |
186.5 |
188.5 |
-6.4 |
768 |
4,920 |
+7 |
| Nov09 |
090714 |
194.2 |
196.4 |
189.9 |
191.5 |
-2.6 |
172 |
1,357 |
+33 |
| Jan10 |
090714 |
211.0 |
218.0 |
208.8 |
215.5 |
-1.8 |
15 |
785 |
+3 |
| Total Volume and Open Interest |
1,277 |
7,586 |
-111 |
| Crude Oil(NYM) |
| Aug09 |
090714 |
60.14 |
61.46 |
59.15 |
59.52 |
-0.17 |
264,745 |
168,217 |
-10,590 |
| Sep09 |
090714 |
61.00 |
62.21 |
60.02 |
60.39 |
-0.17 |
123,880 |
239,108 |
+25,711 |
| Oct09 |
090714 |
62.24 |
63.22 |
61.15 |
61.50 |
-0.12 |
28,402 |
77,452 |
+5,187 |
| Nov09 |
090714 |
63.15 |
63.98 |
62.26 |
62.49 |
-0.07 |
12,725 |
37,205 |
+4,561 |
| Dec09 |
090714 |
62.90 |
64.90 |
62.90 |
63.37 |
-0.04 |
34,460 |
160,396 |
+3,763 |
| Jan10 |
090714 |
64.30 |
65.42 |
63.75 |
64.12 |
-0.06 |
6,868 |
32,516 |
+2,181 |
| Feb10 |
090714 |
65.40 |
65.64 |
64.59 |
64.72 |
-0.09 |
2,151 |
22,912 |
+931 |
| Mar10 |
090714 |
65.49 |
65.51 |
65.05 |
65.23 |
-0.12 |
4,790 |
18,071 |
-532 |
| Apr10 |
090714 |
65.71 |
65.71 |
65.71 |
65.71 |
-0.14 |
3,791 |
11,562 |
+1,882 |
| May10 |
090714 |
66.44 |
66.44 |
66.17 |
66.17 |
-0.15 |
2,286 |
10,021 |
+295 |
| Jun10 |
090714 |
67.86 |
68.01 |
66.35 |
66.63 |
-0.16 |
5,334 |
44,520 |
+809 |
| Jul10 |
090714 |
68.08 |
68.26 |
66.75 |
67.05 |
-0.16 |
2,083 |
34,136 |
-447 |
| Aug10 |
090714 |
67.66 |
67.66 |
67.37 |
67.37 |
-0.18 |
157 |
6,840 |
+6 |
| Sep10 |
090714 |
67.68 |
67.68 |
67.68 |
67.68 |
-0.21 |
142 |
11,414 |
+81 |
| Oct10 |
090714 |
68.00 |
68.00 |
68.00 |
68.00 |
-0.23 |
67 |
5,559 |
-5 |
| Nov10 |
090714 |
68.36 |
68.36 |
68.36 |
68.36 |
-0.23 |
119 |
8,039 |
+20 |
| Total Volume and Open Interest |
509,716 |
1,197,094 |
+32,441 |
| e-miNY Crude Oil(NYM) |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090714 |
59.975 |
61.475 |
59.150 |
59.525 |
-0.175 |
11,610 |
4,733 |
-371 |
| Sep09 |
090714 |
60.850 |
62.225 |
60.050 |
60.400 |
-0.150 |
604 |
700 |
+102 |
| Oct09 |
090714 |
61.725 |
63.125 |
61.275 |
61.500 |
-0.125 |
26 |
179 |
+2 |
| Nov09 |
090714 |
62.500 |
62.500 |
62.500 |
62.500 |
-0.050 |
0 |
19 |
+0 |
| Dec09 |
090714 |
63.950 |
64.450 |
63.375 |
63.375 |
-0.025 |
3 |
88 |
-3 |
| Jan10 |
090714 |
64.125 |
64.125 |
64.125 |
64.125 |
-0.050 |
|
|
|
| Feb10 |
090714 |
64.725 |
64.725 |
64.725 |
64.725 |
-0.075 |
|
|
|
| Mar10 |
090714 |
65.225 |
65.225 |
65.225 |
65.225 |
-0.125 |
0 |
1 |
+0 |
| Apr10 |
090714 |
65.700 |
65.700 |
65.700 |
65.700 |
-0.150 |
|
|
|
| Total Volume and Open Interest |
12,243 |
5,795 |
+1,030 |
| Heating Oil(NYM) |
| Aug09 |
090714 |
151.09 |
154.09 |
149.62 |
151.19 |
+0.81 |
46,518 |
50,356 |
-1,640 |
| Sep09 |
090714 |
155.15 |
157.96 |
153.50 |
154.95 |
+0.50 |
28,251 |
46,281 |
-80 |
| Oct09 |
090714 |
160.00 |
161.79 |
157.35 |
158.67 |
+0.24 |
12,601 |
32,185 |
+13 |
| Nov09 |
090714 |
164.35 |
165.52 |
161.43 |
162.41 |
+0.11 |
4,874 |
17,124 |
+22 |
| Dec09 |
090714 |
167.08 |
169.25 |
164.62 |
166.04 |
+0.01 |
7,756 |
34,054 |
+216 |
| Jan10 |
090714 |
171.08 |
172.85 |
168.40 |
169.68 |
-0.01 |
3,106 |
17,143 |
+123 |
| Feb10 |
090714 |
175.09 |
175.09 |
171.36 |
172.03 |
-0.01 |
980 |
10,077 |
+75 |
| Mar10 |
090714 |
174.84 |
175.07 |
172.58 |
173.38 |
-0.01 |
1,136 |
7,736 |
+88 |
| Apr10 |
090714 |
177.07 |
177.07 |
173.41 |
174.13 |
-0.06 |
821 |
5,785 |
+60 |
| May10 |
090714 |
174.87 |
175.62 |
174.40 |
175.18 |
-0.11 |
474 |
7,613 |
-72 |
| Jun10 |
090714 |
177.32 |
179.29 |
175.70 |
176.48 |
-0.21 |
1,664 |
17,959 |
-113 |
| Jul10 |
090714 |
177.62 |
178.68 |
177.62 |
178.68 |
-0.16 |
159 |
2,773 |
+4 |
| Total Volume and Open Interest |
109,941 |
287,130 |
-1,208 |
| Gasoline(NYMEX) |
| Aug09 |
090714 |
164.48 |
167.10 |
163.50 |
164.66 |
+0.72 |
33,466 |
52,627 |
-4,263 |
| Sep09 |
090714 |
164.10 |
166.62 |
162.98 |
164.02 |
+0.57 |
16,121 |
61,355 |
+3,438 |
| Oct09 |
090714 |
156.84 |
157.46 |
153.61 |
154.66 |
+0.36 |
4,559 |
27,610 |
+209 |
| Nov09 |
090714 |
155.57 |
156.62 |
153.48 |
154.26 |
+0.28 |
2,823 |
12,331 |
+219 |
| Dec09 |
090714 |
157.10 |
158.49 |
154.40 |
155.56 |
+0.17 |
2,917 |
14,831 |
+458 |
| Jan10 |
090714 |
159.90 |
160.50 |
158.09 |
158.09 |
+0.26 |
636 |
7,937 |
+49 |
| Feb10 |
090714 |
163.05 |
163.05 |
160.59 |
160.59 |
+0.16 |
172 |
2,637 |
+21 |
| Mar10 |
090714 |
163.00 |
163.29 |
163.00 |
163.29 |
+0.06 |
137 |
3,222 |
+15 |
| Apr10 |
090714 |
176.79 |
176.79 |
176.79 |
176.79 |
-0.09 |
147 |
3,882 |
-9 |
| May10 |
090714 |
178.34 |
178.34 |
178.34 |
178.34 |
-0.19 |
720 |
1,954 |
-15 |
| Total Volume and Open Interest |
61,923 |
196,111 |
+12 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090714 |
1.64 |
1.64 |
1.64 |
1.65 |
+0.01 |
0 |
1 |
+0 |
| Sep09 |
090714 |
164.02 |
164.02 |
164.02 |
164.02 |
+0.57 |
|
|
|
| Oct09 |
090714 |
154.66 |
154.66 |
154.66 |
154.66 |
+0.36 |
|
|
|
| Nov09 |
090714 |
154.26 |
154.26 |
154.26 |
154.26 |
+0.28 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Aug09 |
090714 |
3.320 |
3.472 |
3.304 |
3.429 |
+0.166 |
46,744 |
136,429 |
-3,003 |
| Sep09 |
090714 |
3.482 |
3.614 |
3.445 |
3.571 |
+0.169 |
20,773 |
114,918 |
+2,349 |
| Oct09 |
090714 |
3.731 |
3.831 |
3.672 |
3.786 |
+0.160 |
13,037 |
84,876 |
+879 |
| Nov09 |
090714 |
4.372 |
4.473 |
4.356 |
4.445 |
+0.156 |
2,962 |
38,043 |
+473 |
| Dec09 |
090714 |
5.040 |
5.150 |
5.038 |
5.116 |
+0.149 |
2,864 |
43,051 |
+269 |
| Jan10 |
090714 |
5.319 |
5.431 |
5.319 |
5.409 |
+0.149 |
4,715 |
41,069 |
+703 |
| Feb10 |
090714 |
5.380 |
5.450 |
5.370 |
5.439 |
+0.145 |
532 |
20,241 |
+18 |
| Mar10 |
090714 |
5.286 |
5.410 |
5.286 |
5.382 |
+0.132 |
1,545 |
36,926 |
+49 |
| Apr10 |
090714 |
5.227 |
5.323 |
5.217 |
5.302 |
+0.115 |
1,879 |
34,655 |
+167 |
| May10 |
090714 |
5.311 |
5.369 |
5.292 |
5.352 |
+0.110 |
1,343 |
18,954 |
+915 |
| Jun10 |
090714 |
5.410 |
5.462 |
5.391 |
5.452 |
+0.110 |
269 |
9,371 |
+205 |
| Jul10 |
090714 |
5.532 |
5.580 |
5.515 |
5.572 |
+0.110 |
176 |
8,620 |
+119 |
| Aug10 |
090714 |
5.639 |
5.674 |
5.610 |
5.662 |
+0.108 |
157 |
9,363 |
+2 |
| Sep10 |
090714 |
5.691 |
5.736 |
5.675 |
5.725 |
+0.106 |
139 |
7,172 |
+42 |
| Oct10 |
090714 |
5.795 |
5.845 |
5.785 |
5.835 |
+0.103 |
373 |
17,708 |
+90 |
| Nov10 |
090714 |
6.127 |
6.185 |
6.127 |
6.185 |
+0.103 |
58 |
5,982 |
+38 |
| Total Volume and Open Interest |
97,753 |
753,358 |
+3,383 |
| Brent Crude Oil(ICE) |
| Aug09 |
090714 |
61.28 |
62.26 |
60.48 |
60.86 |
+0.17 |
76,176 |
63,623 |
-9,821 |
| Sep09 |
090714 |
61.19 |
62.33 |
60.50 |
60.85 |
+0.14 |
78,724 |
141,922 |
-6,326 |
| Oct09 |
090714 |
61.70 |
62.76 |
60.99 |
61.32 |
+0.13 |
40,270 |
86,265 |
+4,556 |
| Nov09 |
090714 |
62.52 |
63.39 |
61.68 |
62.02 |
+0.12 |
20,831 |
31,203 |
-1,735 |
| Dec09 |
090714 |
63.24 |
64.16 |
62.41 |
62.76 |
+0.11 |
25,214 |
88,349 |
+1,474 |
| Jan10 |
090714 |
63.68 |
64.81 |
63.06 |
63.41 |
+0.08 |
6,287 |
24,943 |
+1,468 |
| Feb10 |
090714 |
64.43 |
65.13 |
64.01 |
64.04 |
+0.05 |
3,087 |
16,174 |
+81 |
| Mar10 |
090714 |
65.02 |
65.65 |
64.62 |
64.62 |
+0.02 |
2,088 |
12,310 |
+111 |
| Apr10 |
090714 |
66.15 |
66.22 |
65.19 |
65.19 |
unch |
1,942 |
5,881 |
+82 |
| May10 |
090714 |
65.73 |
65.73 |
65.73 |
65.73 |
-0.04 |
1,687 |
4,586 |
+153 |
| Jun10 |
090714 |
66.82 |
67.51 |
65.92 |
66.22 |
-0.09 |
2,684 |
31,974 |
-71 |
| Jul10 |
090714 |
66.66 |
66.66 |
66.66 |
66.66 |
-0.09 |
565 |
8,729 |
+183 |
| Aug10 |
090714 |
67.03 |
67.03 |
67.03 |
67.03 |
-0.11 |
274 |
6,119 |
+60 |
| Sep10 |
090714 |
67.39 |
67.39 |
67.39 |
67.39 |
-0.12 |
201 |
2,496 |
+4 |
| Total Volume and Open Interest |
268,831 |
667,006 |
-9,206 |
| Gas Oil(ICE) |
| Aug09 |
090714 |
490.25 |
500.00 |
486.25 |
491.25 |
+7.75 |
61,461 |
85,468 |
-5,678 |
| Sep09 |
090714 |
499.25 |
507.75 |
494.25 |
499.25 |
+8.00 |
48,622 |
81,074 |
+5,279 |
| Oct09 |
090714 |
508.00 |
515.75 |
502.50 |
507.25 |
+7.50 |
20,915 |
39,468 |
+425 |
| Nov09 |
090714 |
518.00 |
523.50 |
511.00 |
515.75 |
+7.00 |
15,239 |
29,427 |
+168 |
| Dec09 |
090714 |
527.50 |
532.75 |
520.00 |
524.50 |
+6.50 |
22,704 |
65,287 |
-244 |
| Jan10 |
090714 |
535.50 |
542.00 |
529.50 |
533.75 |
+6.50 |
6,135 |
34,954 |
+836 |
| Feb10 |
090714 |
544.25 |
550.50 |
540.00 |
542.00 |
+6.25 |
2,708 |
16,934 |
+76 |
| Mar10 |
090714 |
553.00 |
558.00 |
547.25 |
549.50 |
+5.75 |
1,738 |
17,067 |
-189 |
| Apr10 |
090714 |
562.50 |
566.00 |
555.25 |
557.25 |
+5.50 |
1,611 |
9,669 |
+86 |
| May10 |
090714 |
569.00 |
572.75 |
562.00 |
564.00 |
+5.50 |
908 |
7,318 |
+30 |
| Total Volume and Open Interest |
189,180 |
494,992 |
-379 |
| Ethanol(CBOT) |
| Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
| Aug09 |
090714 |
1.480 |
1.490 |
1.455 |
1.490 |
+0.016 |
47 |
439 |
-9 |
| Sep09 |
090714 |
1.474 |
1.474 |
1.474 |
1.474 |
+0.014 |
34 |
488 |
-18 |
| Oct09 |
090714 |
1.479 |
1.479 |
1.479 |
1.479 |
+0.026 |
7 |
331 |
-3 |
| Nov09 |
090714 |
1.470 |
1.470 |
1.470 |
1.470 |
+0.013 |
50 |
238 |
+6 |
| Dec09 |
090714 |
1.460 |
1.470 |
1.460 |
1.470 |
+0.020 |
43 |
370 |
-21 |
| Jan10 |
090714 |
1.470 |
1.470 |
1.470 |
1.470 |
+0.010 |
42 |
426 |
-22 |
| Feb10 |
090714 |
1.490 |
1.490 |
1.470 |
1.478 |
+0.008 |
12 |
424 |
-8 |
| Total Volume and Open Interest |
253 |
3,773 |
-59 |
| US Dollar Index(ICE) |
| Sep09 |
090714 |
80.290 |
80.485 |
80.045 |
80.370 |
+0.070 |
3,873 |
18,828 |
-171 |
| Dec09 |
090714 |
80.520 |
80.715 |
80.520 |
80.715 |
+0.075 |
3 |
2,090 |
+3 |
| Mar10 |
090714 |
81.005 |
81.005 |
81.005 |
81.005 |
+0.045 |
|
|
|
| Total Volume and Open Interest |
3,876 |
20,918 |
-168 |
| Australian Dollar(CME) |
| Sep09 |
090714 |
78.04 |
79.25 |
77.76 |
78.51 |
+0.75 |
56,422 |
82,110 |
+93 |
| Dec09 |
090714 |
77.91 |
78.62 |
77.26 |
78.01 |
+0.75 |
88 |
371 |
+45 |
| Mar10 |
090714 |
77.49 |
77.49 |
76.77 |
77.49 |
+0.72 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
56,510 |
82,497 |
+138 |
| British Pound(CME) |
| Sep09 |
090714 |
162.35 |
163.42 |
162.25 |
162.75 |
+0.70 |
82,233 |
87,856 |
-725 |
| Dec09 |
090714 |
162.50 |
163.35 |
162.02 |
162.73 |
+0.71 |
60 |
387 |
+52 |
| Mar10 |
090714 |
162.71 |
163.08 |
161.98 |
162.71 |
+0.73 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
82,293 |
88,269 |
-673 |
| Canadian Dollar(CME) |
| Sep09 |
090714 |
86.94 |
88.34 |
86.72 |
88.05 |
+1.28 |
40,787 |
77,478 |
+855 |
| Dec09 |
090714 |
86.98 |
88.19 |
86.80 |
88.08 |
+1.28 |
47 |
2,230 |
+18 |
| Mar10 |
090714 |
87.78 |
88.23 |
86.84 |
88.11 |
+1.27 |
1 |
502 |
+0 |
| Jun10 |
090714 |
87.99 |
88.24 |
86.87 |
88.14 |
+1.27 |
0 |
125 |
+0 |
| Total Volume and Open Interest |
40,835 |
80,499 |
+873 |
| Japanese Yen(CME) |
| Sep09 |
090714 |
107.61 |
107.94 |
106.72 |
107.26 |
-0.50 |
91,646 |
102,890 |
+361 |
| Dec09 |
090714 |
107.67 |
108.03 |
107.03 |
107.38 |
-0.49 |
17 |
180 |
+0 |
| Mar10 |
090714 |
107.62 |
108.04 |
107.30 |
107.57 |
-0.47 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
91,663 |
103,100 |
+361 |
| Swiss Franc(CME) |
| Sep09 |
090714 |
92.42 |
92.62 |
91.47 |
91.69 |
-0.69 |
44,119 |
33,564 |
-2,193 |
| Dec09 |
090714 |
92.11 |
92.71 |
91.65 |
91.83 |
-0.68 |
2 |
97 |
+0 |
| Mar10 |
090714 |
92.02 |
92.68 |
92.02 |
92.02 |
-0.64 |
|
|
|
| Total Volume and Open Interest |
44,121 |
33,661 |
-2,193 |
| EuroFX(CME) |
| Sep09 |
090714 |
139.89 |
140.18 |
139.13 |
139.35 |
-0.39 |
196,965 |
115,486 |
-8,132 |
| Dec09 |
090714 |
140.00 |
140.11 |
139.15 |
139.35 |
-0.36 |
145 |
1,426 |
+65 |
| Mar10 |
090714 |
139.70 |
139.92 |
139.36 |
139.36 |
-0.35 |
0 |
337 |
+0 |
| Total Volume and Open Interest |
197,110 |
117,252 |
-8,067 |
| Mexican Peso(CME) |
| Jul09 |
090713 |
723.5 |
733.2 |
723.5 |
723.5 |
-9.8 |
|
|
|
| Aug09 |
090714 |
722.2 |
724.5 |
722.2 |
722.2 |
-2.2 |
|
|
|
| Total Volume and Open Interest |
19,232 |
49,479 |
-1,928 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090714 |
119~300 |
119~315 |
118~080 |
118~210 |
-1~125 |
233,939 |
720,422 |
-774 |
| Dec09 |
090714 |
118~200 |
118~255 |
117~040 |
117~145 |
-1~110 |
52 |
812 |
+5 |
| Mar10 |
090714 |
116~155 |
117~265 |
116~155 |
116~155 |
-1~110 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
233,991 |
721,277 |
-769 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090714 |
118~085 |
118~100 |
117~170 |
117~250 |
-0~175 |
637,711 |
1,024,042 |
-27,512 |
| Dec09 |
090714 |
116~205 |
116~305 |
116~110 |
116~130 |
-0~175 |
2 |
330 |
+0 |
| Mar10 |
090714 |
115~130 |
115~305 |
115~130 |
115~130 |
-0~175 |
|
|
|
| Total Volume and Open Interest |
637,713 |
1,024,372 |
-27,512 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090714 |
116~038 |
116~040 |
115~108 |
116~000 |
-0~041 |
339,321 |
764,728 |
+3,998 |
| Dec09 |
090714 |
114~084 |
114~125 |
114~084 |
114~084 |
-0~041 |
0 |
500 |
+0 |
| Mar10 |
090714 |
114~084 |
114~125 |
114~084 |
114~084 |
-0~041 |
|
|
|
| Total Volume and Open Interest |
339,321 |
765,228 |
+3,998 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090714 |
108~064 |
108~064 |
108~064 |
108~064 |
-0~007 |
74,083 |
611,238 |
+2,021 |
| Dec09 |
090714 |
107~123 |
108~011 |
107~123 |
107~123 |
-0~016 |
0 |
2 |
+0 |
| Mar10 |
090714 |
107~123 |
108~011 |
107~123 |
107~123 |
-0~016 |
|
|
|
| Total Volume and Open Interest |
92,233 |
611,240 |
+2,021 |
| Eurodollars(CME) |
| Sep09 |
090714 |
99.415 |
99.425 |
99.395 |
99.415 |
-0.005 |
120,271 |
976,077 |
-74,457 |
| Dec09 |
090714 |
99.200 |
99.215 |
99.175 |
99.200 |
-0.010 |
106,852 |
940,240 |
+2,956 |
| Mar10 |
090714 |
99.015 |
99.040 |
98.970 |
99.000 |
-0.030 |
154,876 |
881,354 |
+1,841 |
| Jun10 |
090714 |
98.740 |
98.755 |
98.665 |
98.700 |
-0.050 |
159,725 |
601,123 |
+563 |
| Sep10 |
090714 |
98.420 |
98.445 |
98.330 |
98.370 |
-0.065 |
222,940 |
547,349 |
-25,685 |
| Dec10 |
090714 |
98.050 |
98.075 |
97.950 |
97.985 |
-0.080 |
144,001 |
678,563 |
-757 |
| Mar11 |
090714 |
97.715 |
97.735 |
97.590 |
97.630 |
-0.100 |
111,844 |
353,254 |
-4,118 |
| Jun11 |
090714 |
97.370 |
97.395 |
97.230 |
97.270 |
-0.120 |
90,224 |
345,277 |
-2,380 |
| Sep11 |
090714 |
97.065 |
97.090 |
96.905 |
96.950 |
-0.135 |
51,334 |
226,453 |
-3,604 |
| Dec11 |
090714 |
96.760 |
96.805 |
96.605 |
96.645 |
-0.150 |
39,774 |
145,380 |
-95 |
| Mar12 |
090714 |
96.575 |
96.600 |
96.390 |
96.435 |
-0.160 |
35,311 |
104,682 |
-519 |
| Jun12 |
090714 |
96.375 |
96.395 |
96.195 |
96.245 |
-0.165 |
41,167 |
108,728 |
-661 |
| Sep12 |
090714 |
96.185 |
96.200 |
96.035 |
96.090 |
-0.165 |
13,303 |
66,854 |
+497 |
| Dec12 |
090714 |
96.060 |
96.110 |
95.880 |
95.935 |
-0.165 |
10,930 |
58,913 |
+106 |
| Mar13 |
090714 |
95.915 |
95.940 |
95.790 |
95.835 |
-0.165 |
9,206 |
66,230 |
-1,075 |
| Jun13 |
090714 |
95.805 |
95.805 |
95.675 |
95.715 |
-0.165 |
6,054 |
34,298 |
+792 |
| Sep13 |
090714 |
95.710 |
95.725 |
95.570 |
95.610 |
-0.165 |
4,440 |
39,763 |
+366 |
| Dec13 |
090714 |
95.530 |
95.555 |
95.450 |
95.485 |
-0.165 |
3,675 |
29,038 |
-455 |
| Total Volume and Open Interest |
1,345,137 |
6,336,178 |
-221,202 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090714 |
99.827 |
99.830 |
99.825 |
99.827 |
+0.003 |
3,448 |
59,494 |
+674 |
| Aug09 |
090714 |
99.810 |
99.820 |
99.810 |
99.810 |
unch |
2,117 |
46,260 |
+1,265 |
| Sep09 |
090714 |
99.800 |
99.800 |
99.795 |
99.795 |
unch |
2,021 |
31,694 |
-373 |
| Oct09 |
090714 |
99.780 |
99.785 |
99.775 |
99.780 |
unch |
3,568 |
32,464 |
-416 |
| Nov09 |
090714 |
99.740 |
99.740 |
99.730 |
99.740 |
unch |
3,476 |
60,443 |
+518 |
| Dec09 |
090714 |
99.710 |
99.715 |
99.705 |
99.715 |
unch |
3,287 |
38,347 |
+1,269 |
| Total Volume and Open Interest |
32,315 |
378,508 |
+2,247 |
| 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 |
090714 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090714 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Mar10 |
090714 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.02 |
|
|
|
| Jun10 |
090714 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
|
|
|
| Sep10 |
090714 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
| Dec10 |
090714 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.01 |
|
|
|
| Mar11 |
090714 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
|
|
|
| Jun11 |
090714 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.02 |
|
|
|
| Sep11 |
090714 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Dec11 |
090714 |
99.09 |
99.09 |
99.09 |
99.09 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090714 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
1,229 |
11,399 |
+958 |
| Dec09 |
090714 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
3,312 |
-50 |
| Mar10 |
090714 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
0 |
2,575 |
+0 |
| Jun10 |
090714 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
0 |
1,113 |
+0 |
| Sep10 |
090714 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
281 |
+0 |
| Dec10 |
090714 |
99.43 |
99.43 |
99.43 |
99.43 |
0.00 |
200 |
420 |
+168 |
| Mar11 |
090714 |
99.35 |
99.35 |
99.35 |
99.35 |
0.00 |
0 |
412 |
+0 |
| Jun11 |
090714 |
99.29 |
99.29 |
99.29 |
99.29 |
0.00 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
1,429 |
21,155 |
+68 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090714 |
138.81 |
138.90 |
138.48 |
138.55 |
-0.30 |
3,351 |
13,223 |
-533 |
| Dec09 |
090714 |
138.16 |
138.16 |
138.16 |
138.16 |
-0.37 |
0 |
1 |
+0 |
| Mar10 |
090714 |
137.93 |
137.93 |
137.93 |
137.93 |
-0.37 |
|
|
|
| Total Volume and Open Interest |
3,544 |
12,794 |
+74 |
| Euro-Bund(EUREX) |
| Sep09 |
090714 |
122.04 |
122.05 |
121.49 |
121.90 |
-0.39 |
426,304 |
954,153 |
+10,348 |
| Dec09 |
090714 |
120.57 |
120.63 |
120.28 |
120.55 |
-0.39 |
51 |
118 |
+2 |
| Mar10 |
090714 |
120.16 |
120.16 |
120.16 |
120.16 |
-0.39 |
|
|
|
| Total Volume and Open Interest |
426,355 |
954,271 |
+10,350 |
| Euro-Bobl(EUREX) |
| Sep09 |
090713 |
116.29 |
116.44 |
116.20 |
116.34 |
+0.21 |
326,962 |
687,616 |
+13,053 |
| Dec09 |
090714 |
114.67 |
114.73 |
114.53 |
114.73 |
-0.24 |
11 |
65 |
+0 |
| Mar10 |
090714 |
114.50 |
114.50 |
114.50 |
114.50 |
-0.24 |
|
|
|
| Total Volume and Open Interest |
217,700 |
743,875 |
+20,265 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090714 |
98.930 |
98.935 |
98.915 |
98.930 |
-0.020 |
1 |
5,417 |
-2 |
| Mar10 |
090714 |
98.780 |
98.800 |
98.780 |
98.800 |
-0.025 |
25 |
2,906 |
+0 |
| Total Volume and Open Interest |
512 |
34,051 |
+217 |
| Long Gilt(LIFFE) |
| Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
| Dec09 |
090714 |
116~04 |
116~04 |
116~04 |
116~04 |
-2~15 |
|
|
|
| Total Volume and Open Interest |
73,710 |
212,787 |
-2,971 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090714 |
99.03 |
99.07 |
99.01 |
99.06 |
+0.01 |
19,278 |
247,496 |
-892 |
| Dec09 |
090714 |
98.82 |
98.85 |
98.79 |
98.84 |
-0.03 |
24,611 |
246,700 |
+1,624 |
| Mar10 |
090714 |
98.59 |
98.60 |
98.52 |
98.58 |
-0.06 |
44,177 |
325,191 |
-3,378 |
| Jun10 |
090714 |
98.20 |
98.22 |
98.11 |
98.19 |
-0.06 |
38,273 |
298,554 |
-7,669 |
| Sep10 |
090714 |
97.76 |
97.78 |
97.67 |
97.75 |
-0.07 |
45,256 |
291,028 |
+4,823 |
| Dec10 |
090714 |
97.27 |
97.28 |
97.17 |
97.25 |
-0.07 |
24,585 |
240,771 |
-858 |
| Total Volume and Open Interest |
241,726 |
2,096,271 |
-2,659 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090714 |
99.080 |
99.085 |
99.060 |
99.080 |
-0.005 |
98,958 |
697,545 |
+5,755 |
| Dec09 |
090714 |
98.940 |
98.940 |
98.910 |
98.930 |
-0.020 |
67,244 |
493,663 |
+196 |
| Mar10 |
090714 |
98.790 |
98.815 |
98.765 |
98.800 |
-0.025 |
80,297 |
441,516 |
-2,595 |
| Total Volume and Open Interest |
523,710 |
3,204,555 |
+15,881 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090714 |
96.90 |
96.92 |
96.81 |
96.84 |
-0.06 |
15,353 |
295,820 |
+3,240 |
| Dec09 |
090714 |
96.88 |
96.89 |
96.74 |
96.76 |
-0.12 |
10,357 |
219,897 |
-810 |
| Mar10 |
090714 |
96.63 |
96.64 |
96.45 |
96.47 |
-0.14 |
7,316 |
129,675 |
+727 |
| Jun10 |
090714 |
96.22 |
96.23 |
96.06 |
96.11 |
-0.12 |
2,545 |
80,115 |
+952 |
| Sep10 |
090714 |
95.80 |
95.81 |
95.63 |
95.70 |
-0.10 |
1,240 |
51,008 |
+511 |
| Dec10 |
090714 |
95.41 |
95.41 |
95.25 |
95.33 |
-0.09 |
823 |
31,241 |
+255 |
| Mar11 |
090714 |
95.08 |
95.10 |
94.92 |
95.01 |
-0.09 |
578 |
17,669 |
+35 |
| Jun11 |
090714 |
94.77 |
94.81 |
94.61 |
94.71 |
-0.10 |
59 |
10,149 |
-116 |
| Sep11 |
090714 |
94.46 |
94.46 |
94.42 |
94.44 |
-0.10 |
21 |
3,258 |
-7 |
| Dec11 |
090714 |
94.20 |
94.20 |
94.17 |
94.17 |
-0.10 |
30 |
700 |
+30 |
| Total Volume and Open Interest |
38,322 |
840,410 |
+4,817 |
| 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 |
090714 |
94.77 |
94.77 |
94.77 |
94.77 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
23,504 |
342,343 |
-1,313 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090714 |
95.71 |
95.74 |
95.52 |
95.59 |
-0.12 |
73,357 |
521,699 |
-3,955 |
| Dec09 |
090714 |
95.59 |
95.59 |
95.59 |
95.59 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
73,357 |
521,699 |
-3,955 |
| Gold(CMX) |
| Aug09 |
090714 |
921.2 |
927.8 |
917.8 |
922.8 |
+0.3 |
72,833 |
192,616 |
-4,704 |
| Oct09 |
090714 |
922.9 |
929.0 |
919.8 |
924.2 |
+0.2 |
1,847 |
13,464 |
+354 |
| Dec09 |
090714 |
924.7 |
930.2 |
920.9 |
925.6 |
+0.2 |
13,159 |
73,681 |
+5,117 |
| Feb10 |
090714 |
924.7 |
931.2 |
922.3 |
926.8 |
+0.2 |
172 |
16,434 |
-5 |
| Apr10 |
090714 |
925.9 |
932.7 |
924.5 |
928.0 |
+0.3 |
428 |
16,905 |
+98 |
| Jun10 |
090714 |
927.3 |
933.5 |
924.7 |
929.4 |
+0.4 |
74 |
9,256 |
+15 |
| Aug10 |
090714 |
931.0 |
931.0 |
931.0 |
931.0 |
+0.5 |
0 |
3,887 |
+0 |
| Oct10 |
090714 |
932.9 |
932.9 |
932.9 |
932.9 |
+0.6 |
0 |
1,536 |
+0 |
| Dec10 |
090714 |
934.9 |
937.7 |
934.9 |
934.9 |
+0.7 |
212 |
13,755 |
+160 |
| Feb11 |
090714 |
937.4 |
937.4 |
937.4 |
937.4 |
+0.9 |
0 |
12 |
+0 |
| Apr11 |
090714 |
940.3 |
940.3 |
940.3 |
940.3 |
+1.2 |
125 |
125 |
+125 |
| Jun11 |
090714 |
288.2 |
288.2 |
288.2 |
288.2 |
+1.4 |
0 |
9,132 |
+0 |
| Total Volume and Open Interest |
89,087 |
368,115 |
+1,206 |
| Silver(CMX) |
| Jul09 |
090714 |
1286.0 |
1297.0 |
1283.0 |
1285.5 |
+7.0 |
154 |
586 |
-124 |
| Sep09 |
090714 |
1283.0 |
1299.5 |
1278.5 |
1285.5 |
+7.0 |
21,728 |
56,619 |
+572 |
| Dec09 |
090714 |
1288.0 |
1300.0 |
1282.5 |
1289.0 |
+7.0 |
6,360 |
21,831 |
+1,009 |
| Mar10 |
090714 |
1298.0 |
1298.0 |
1291.7 |
1291.7 |
+7.1 |
8 |
6,881 |
+0 |
| May10 |
090714 |
1296.5 |
1296.5 |
1293.6 |
1293.6 |
+7.3 |
4 |
2,581 |
+1 |
| Jul10 |
090714 |
1295.5 |
1295.5 |
1295.5 |
1295.5 |
+7.4 |
27 |
2,959 |
+18 |
| Sep10 |
090714 |
1297.6 |
1297.6 |
1297.6 |
1297.6 |
+7.6 |
0 |
164 |
+0 |
| Total Volume and Open Interest |
28,517 |
100,314 |
+1,505 |
| Platinum(NYMEX) |
| Jul09 |
090714 |
1122.1 |
1128.4 |
1122.1 |
1128.4 |
+17.3 |
1 |
69 |
-2 |
| Oct09 |
090714 |
1113.9 |
1136.5 |
1113.9 |
1135.1 |
+17.8 |
1,105 |
21,095 |
-163 |
| Jan10 |
090714 |
1190.1 |
1190.1 |
1190.1 |
1190.1 |
+67.3 |
4 |
220 |
+0 |
| Total Volume and Open Interest |
1,110 |
21,384 |
-165 |
| Palladium(NYMEX) |
| Sep09 |
090714 |
236.75 |
244.00 |
236.00 |
243.85 |
+8.70 |
523 |
15,676 |
-202 |
| Dec09 |
090714 |
238.80 |
244.85 |
238.80 |
244.85 |
+8.60 |
19 |
402 |
+9 |
| Mar10 |
090714 |
246.35 |
246.35 |
246.35 |
246.35 |
+8.60 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
542 |
16,079 |
-193 |
| Copper(CMX) |
| Jul09 |
090714 |
224.90 |
229.30 |
224.90 |
229.00 |
+7.70 |
263 |
2,458 |
-227 |
| Sep09 |
090714 |
223.80 |
231.10 |
221.90 |
229.90 |
+7.60 |
14,506 |
69,537 |
-840 |
| Dec09 |
090714 |
225.95 |
231.85 |
222.95 |
230.80 |
+7.50 |
3,641 |
16,053 |
+837 |
| Mar10 |
090714 |
228.15 |
231.35 |
228.00 |
231.25 |
+7.45 |
459 |
2,519 |
+102 |
| May10 |
090714 |
231.35 |
231.35 |
231.30 |
231.30 |
+7.50 |
181 |
768 |
+53 |
| Total Volume and Open Interest |
20,722 |
102,946 |
+431 |
| Aluminum(CMX) |
| Jul09 |
090714 |
73.50 |
73.50 |
73.50 |
73.50 |
+1.75 |
|
|
|
| Aug09 |
090714 |
74.00 |
74.00 |
74.00 |
74.00 |
+1.75 |
|
|
|
| Sep09 |
090714 |
74.50 |
74.50 |
74.50 |
74.50 |
+1.75 |
|
|
|
| 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 |
090714 |
8257 |
8333 |
8240 |
8304 |
+45 |
558 |
12,136 |
+2,994 |
| Dec09 |
090714 |
8245 |
8245 |
8200 |
8245 |
+45 |
3 |
49 |
+3 |
| Mar10 |
090714 |
8204 |
8204 |
8160 |
8204 |
+44 |
0 |
2 |
+0 |
| Jun10 |
090714 |
8154 |
8154 |
8109 |
8154 |
+45 |
|
|
|
| Total Volume and Open Interest |
561 |
12,187 |
+2,997 |
| S & P 500(CME) |
| Sep09 |
090714 |
895.50 |
903.90 |
892.80 |
901.40 |
+5.80 |
14,960 |
388,479 |
+380 |
| Dec09 |
090714 |
895.50 |
898.50 |
891.20 |
897.00 |
+5.80 |
336 |
7,121 |
+380 |
| Mar10 |
090714 |
893.00 |
895.20 |
887.20 |
893.00 |
+5.80 |
0 |
3,167 |
+0 |
| Jun10 |
090714 |
889.50 |
891.70 |
883.70 |
889.50 |
+5.80 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
15,296 |
398,778 |
+760 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090714 |
895.50 |
904.00 |
892.50 |
901.50 |
+6.00 |
1,825,714 |
2,410,129 |
+35,801 |
| Dec09 |
090714 |
891.75 |
899.25 |
888.50 |
897.00 |
+5.75 |
2,215 |
16,070 |
+1,423 |
| Total Volume and Open Interest |
1,827,929 |
2,426,241 |
+37,224 |
| NASDAQ 100(CME) |
| Sep09 |
090714 |
1443.00 |
1453.00 |
1437.00 |
1446.80 |
+4.30 |
2,602 |
17,077 |
+1,432 |
| Dec09 |
090714 |
1444.80 |
1446.00 |
1444.80 |
1444.80 |
+4.30 |
0 |
13 |
+0 |
| Mar10 |
090714 |
1443.80 |
1445.00 |
1443.80 |
1443.80 |
+4.30 |
|
|
|
| Total Volume and Open Interest |
2,602 |
17,090 |
+1,432 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090714 |
1441.80 |
1453.30 |
1437.30 |
1446.80 |
+4.30 |
250,572 |
253,125 |
+4,385 |
| Dec09 |
090714 |
1438.30 |
1451.00 |
1436.30 |
1444.80 |
+4.30 |
17 |
612 |
-4 |
| Total Volume and Open Interest |
250,592 |
253,751 |
+4,380 |
| S & P Midcap 400(CME) |
| Sep09 |
090714 |
557.50 |
564.00 |
556.00 |
562.20 |
+4.90 |
8 |
2,470 |
+4 |
| Dec09 |
090714 |
560.20 |
560.30 |
560.20 |
560.20 |
+4.90 |
|
|
|
| Mar10 |
090714 |
558.20 |
558.30 |
558.20 |
558.20 |
+4.90 |
|
|
|
| Total Volume and Open Interest |
8 |
2,470 |
+4 |
| Russell 2000(CME) |
| Sep09 |
090714 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
28 |
6,588 |
-366 |
| Dec09 |
090714 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,600 |
-23 |
| Mar10 |
090714 |
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 |
090714 |
9235 |
9295 |
9170 |
9255 |
+215 |
79,654 |
158,882 |
+4,408 |
| Dec09 |
090714 |
9215 |
9215 |
9215 |
9215 |
+205 |
50 |
1,093 |
+10 |
| Total Volume and Open Interest |
80,174 |
161,761 |
-68 |
| Nikkei 225(SGX) |
| Sep09 |
090714 |
9235 |
9295 |
9170 |
9255 |
+215 |
79,654 |
158,882 |
+4,408 |
| Dec09 |
090714 |
9215 |
9215 |
9215 |
9215 |
+205 |
50 |
1,093 |
+10 |
| Mar10 |
090714 |
9230 |
9230 |
9230 |
9230 |
+215 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
80,174 |
161,761 |
-68 |
| CAC 40(EURONEXT) |
| Jul09 |
090714 |
3058.0 |
3094.5 |
3043.5 |
3082.0 |
+30.0 |
119,582 |
448,353 |
+17,626 |
| Aug09 |
090714 |
3060.0 |
3093.5 |
3044.0 |
3081.5 |
+30.0 |
6,354 |
16,693 |
+5,803 |
| Sep09 |
090714 |
3052.0 |
3086.0 |
3039.0 |
3076.5 |
+30.5 |
908 |
40,485 |
+590 |
| Total Volume and Open Interest |
126,844 |
508,286 |
+24,019 |
| Hang Seng Index(HKFE) |
| Jul09 |
090714 |
17568 |
18075 |
17553 |
17862 |
+586 |
55,492 |
80,935 |
+4,626 |
| Aug09 |
090714 |
17569 |
17998 |
17528 |
17830 |
+597 |
252 |
6,398 |
+419 |
| Sep09 |
090714 |
17488 |
17950 |
17436 |
17731 |
+582 |
33 |
2,362 |
-22 |
| Total Volume and Open Interest |
55,827 |
90,352 |
+5,027 |
| DAX(EUREX) |
| Sep09 |
090714 |
4737.5 |
4804.5 |
4704.5 |
4777.0 |
+71.0 |
118,471 |
141,739 |
+8,576 |
| Dec09 |
090714 |
4752.0 |
4805.0 |
4715.0 |
4780.5 |
+71.0 |
701 |
8,984 |
+197 |
| Mar10 |
090714 |
4763.5 |
4802.5 |
4734.5 |
4789.0 |
+371.5 |
63 |
710 |
+35 |
| Total Volume and Open Interest |
119,235 |
151,433 |
+8,808 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090714 |
4173.50 |
4225.50 |
4162.00 |
4194.00 |
+37.00 |
89,753 |
612,066 |
+6,772 |
| Dec09 |
090714 |
4146.50 |
4191.50 |
4140.00 |
4164.50 |
+37.00 |
163 |
4,096 |
-42 |
| Mar10 |
090714 |
4132.50 |
4132.50 |
4132.50 |
4132.50 |
+37.00 |
0 |
425 |
+0 |
| Total Volume and Open Interest |
89,916 |
616,587 |
+6,730 |
| SPI 200(SFE) |
| Sep09 |
090714 |
3692.0 |
3848.0 |
3692.0 |
3847.0 |
+144.0 |
25,280 |
219,474 |
+5,152 |
| Dec09 |
090714 |
3725.0 |
3853.0 |
3720.0 |
3853.0 |
+143.0 |
22 |
3,506 |
-68 |
| Mar10 |
090714 |
3829.0 |
3829.0 |
3829.0 |
3829.0 |
+143.0 |
0 |
4,317 |
+0 |
| Total Volume and Open Interest |
25,302 |
227,783 |
+5,084 |
| GSCI(CME) |
| Jul09 |
090714 |
407.00 |
408.50 |
401.00 |
401.00 |
-1.35 |
3,193 |
7,924 |
-2,614 |
| Aug09 |
090714 |
410.00 |
412.50 |
405.00 |
405.50 |
-1.50 |
2,789 |
8,280 |
+2,578 |
| Sep09 |
090714 |
412.00 |
418.00 |
411.50 |
412.00 |
unch |
1 |
2 |
+0 |
| Total Volume and Open Interest |
5,983 |
16,206 |
-36 |
| 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. |
|
|