|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed July 15, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090715 |
1037.00 |
1063.75 |
1018.00 |
1020.50 |
-14.00 |
29,428 |
56,417 |
-3,616 |
| Sep09 |
090715 |
966.50 |
987.00 |
946.25 |
950.50 |
-13.00 |
9,909 |
23,724 |
-399 |
| Nov09 |
090715 |
919.00 |
938.00 |
899.25 |
904.50 |
-13.50 |
73,024 |
240,063 |
+1,399 |
| Jan10 |
090715 |
928.75 |
944.50 |
907.50 |
912.25 |
-13.75 |
7,018 |
31,729 |
+651 |
| Mar10 |
090715 |
926.75 |
947.00 |
911.50 |
916.25 |
-13.50 |
3,192 |
19,232 |
-132 |
| May10 |
090715 |
923.00 |
946.50 |
912.00 |
917.50 |
-12.00 |
1,386 |
10,607 |
-206 |
| Jul10 |
090715 |
925.75 |
950.00 |
918.00 |
922.00 |
-10.00 |
2,056 |
15,162 |
-6 |
| Total Volume and Open Interest |
127,386 |
417,187 |
-2,815 |
| Soybean Meal(CBOT) |
| Aug09 |
090715 |
336.10 |
343.80 |
326.00 |
326.40 |
-7.60 |
14,742 |
30,846 |
-284 |
| Sep09 |
090715 |
312.00 |
319.00 |
301.60 |
302.40 |
-8.10 |
5,345 |
25,826 |
+333 |
| Oct09 |
090715 |
288.00 |
296.60 |
280.30 |
281.00 |
-8.10 |
2,070 |
19,572 |
-76 |
| Dec09 |
090715 |
283.50 |
290.40 |
274.50 |
275.40 |
-7.60 |
20,394 |
70,604 |
-2,208 |
| Jan10 |
090715 |
281.70 |
285.30 |
271.00 |
271.80 |
-7.00 |
766 |
7,159 |
+92 |
| Mar10 |
090715 |
281.30 |
284.10 |
270.10 |
270.80 |
-6.80 |
1,133 |
6,302 |
+148 |
| May10 |
090715 |
280.40 |
283.10 |
269.50 |
270.80 |
-5.80 |
939 |
7,056 |
-11 |
| Jul10 |
090715 |
282.50 |
284.10 |
271.50 |
272.10 |
-4.90 |
477 |
3,241 |
-47 |
| Total Volume and Open Interest |
47,042 |
173,809 |
-2,701 |
| Soybean Oil(CBOT) |
| Aug09 |
090715 |
33.97 |
34.50 |
33.35 |
34.12 |
+0.35 |
22,956 |
43,344 |
-978 |
| Sep09 |
090715 |
33.93 |
34.65 |
33.87 |
34.28 |
+0.35 |
12,082 |
34,596 |
-150 |
| Oct09 |
090715 |
34.75 |
34.80 |
34.26 |
34.45 |
+0.35 |
5,451 |
16,617 |
-181 |
| Dec09 |
090715 |
34.48 |
35.17 |
34.28 |
34.80 |
+0.34 |
36,027 |
112,084 |
+179 |
| Jan10 |
090715 |
35.43 |
35.50 |
34.99 |
35.16 |
+0.34 |
1,507 |
12,904 |
+526 |
| Mar10 |
090715 |
35.03 |
35.76 |
35.03 |
35.40 |
+0.37 |
1,028 |
7,130 |
+93 |
| May10 |
090715 |
35.78 |
35.86 |
35.34 |
35.51 |
+0.38 |
547 |
5,822 |
+267 |
| Jul10 |
090715 |
35.88 |
35.93 |
35.43 |
35.61 |
+0.35 |
519 |
4,549 |
+57 |
| Total Volume and Open Interest |
81,321 |
246,348 |
-234 |
| Canola(WCE) |
| Jul09 |
090715 |
489.1 |
489.1 |
489.1 |
489.1 |
+64.6 |
0 |
571 |
+0 |
| Nov09 |
090715 |
428.1 |
431.7 |
420.8 |
421.6 |
-3.9 |
5,345 |
78,704 |
-157 |
| Jan10 |
090715 |
434.0 |
434.4 |
424.2 |
425.7 |
-4.2 |
192 |
9,511 |
+52 |
| Mar10 |
090715 |
435.0 |
435.0 |
429.7 |
429.7 |
-4.4 |
7 |
1,744 |
+1 |
| May10 |
090715 |
431.2 |
431.2 |
431.2 |
431.2 |
-4.4 |
0 |
510 |
+0 |
| Total Volume and Open Interest |
5,544 |
91,642 |
-104 |
| Corn(CBOT) |
| Sep09 |
090715 |
338.50 |
342.25 |
328.00 |
329.50 |
-9.00 |
75,119 |
259,976 |
-8,929 |
| Dec09 |
090715 |
345.75 |
349.25 |
335.75 |
337.50 |
-8.00 |
113,031 |
417,563 |
+3,095 |
| Mar10 |
090715 |
358.75 |
362.50 |
349.50 |
351.00 |
-7.75 |
8,339 |
71,631 |
+22 |
| May10 |
090715 |
368.25 |
371.75 |
360.00 |
360.50 |
-7.75 |
938 |
17,540 |
+42 |
| Jul10 |
090715 |
376.50 |
381.00 |
369.00 |
369.50 |
-7.75 |
3,615 |
50,362 |
+99 |
| Sep10 |
090715 |
388.00 |
389.00 |
377.00 |
378.00 |
-6.75 |
283 |
6,315 |
+53 |
| Total Volume and Open Interest |
205,316 |
886,370 |
-6,949 |
| Wheat(CBOT) |
| Sep09 |
090715 |
530.00 |
549.00 |
527.75 |
534.75 |
+4.75 |
48,424 |
144,809 |
-3,248 |
| Dec09 |
090715 |
556.75 |
575.50 |
554.75 |
561.50 |
+5.00 |
25,174 |
102,992 |
+263 |
| Mar10 |
090715 |
574.75 |
593.00 |
573.50 |
579.50 |
+4.75 |
2,976 |
15,776 |
+871 |
| May10 |
090715 |
593.00 |
603.00 |
586.25 |
590.50 |
+4.25 |
299 |
1,930 |
+44 |
| Jul10 |
090715 |
595.00 |
613.00 |
594.50 |
599.50 |
+4.75 |
1,895 |
37,909 |
+29 |
| Total Volume and Open Interest |
80,386 |
310,801 |
-2,842 |
| Wheat(KCBT) |
| Sep09 |
090715 |
558.00 |
575.75 |
556.75 |
560.50 |
+2.50 |
9,478 |
43,076 |
+43,076 |
| Dec09 |
090715 |
574.50 |
592.25 |
573.50 |
576.50 |
+1.50 |
5,097 |
34,420 |
+34,420 |
| Mar10 |
090715 |
595.00 |
608.00 |
583.00 |
592.50 |
+1.50 |
280 |
5,672 |
+5,672 |
| May10 |
090715 |
610.00 |
618.75 |
601.25 |
603.00 |
+1.50 |
52 |
1,203 |
+1,203 |
| Jul10 |
090715 |
613.25 |
629.00 |
611.50 |
613.00 |
+2.25 |
179 |
9,810 |
+9,810 |
| Total Volume and Open Interest |
15,362 |
96,131 |
+3,609 |
| Wheat(MGE) |
| Jul09 |
090714 |
618.00 |
621.00 |
618.00 |
618.00 |
-3.00 |
0 |
26 |
+0 |
| Sep09 |
090715 |
613.25 |
626.50 |
612.25 |
619.00 |
+5.50 |
2,288 |
12,026 |
+64 |
| Dec09 |
090715 |
620.75 |
634.00 |
620.00 |
626.50 |
+6.00 |
1,435 |
12,873 |
+644 |
| Mar10 |
090715 |
642.50 |
644.50 |
632.50 |
636.00 |
+3.50 |
214 |
3,241 |
+46 |
| May10 |
090715 |
648.75 |
650.75 |
638.25 |
642.25 |
+6.00 |
150 |
1,091 |
+26 |
| Total Volume and Open Interest |
4,634 |
35,143 |
+987 |
| Oats(CBOT) |
| Sep09 |
090715 |
218.25 |
223.25 |
213.25 |
217.50 |
-0.75 |
124 |
3,701 |
-40 |
| Dec09 |
090715 |
227.00 |
235.00 |
225.25 |
229.00 |
-1.00 |
643 |
8,440 |
+8 |
| Mar10 |
090715 |
244.00 |
244.00 |
237.00 |
240.50 |
-1.00 |
17 |
1,297 |
-12 |
| May10 |
090715 |
248.50 |
249.50 |
248.50 |
248.50 |
-1.00 |
0 |
88 |
+0 |
| Total Volume and Open Interest |
787 |
13,529 |
-42 |
| Rough Rice(CBOT) |
| Jul09 |
090714 |
12.99 |
13.10 |
12.89 |
12.89 |
-0.01 |
16 |
85 |
+5 |
| Sep09 |
090715 |
13.10 |
13.26 |
12.76 |
12.89 |
-0.21 |
512 |
5,186 |
+44 |
| Nov09 |
090715 |
13.17 |
13.34 |
12.86 |
12.98 |
-0.19 |
89 |
1,995 |
-21 |
| Jan10 |
090715 |
13.32 |
13.32 |
13.16 |
13.16 |
-0.14 |
11 |
274 |
+0 |
| Total Volume and Open Interest |
633 |
8,014 |
-30 |
| Live Cattle(CME) |
| Aug09 |
090715 |
84.900 |
85.850 |
84.700 |
84.930 |
-0.120 |
29,506 |
66,965 |
-1,721 |
| Oct09 |
090715 |
90.035 |
90.850 |
89.850 |
90.285 |
+0.150 |
24,660 |
79,518 |
+1,374 |
| Dec09 |
090715 |
90.000 |
90.500 |
89.700 |
89.950 |
-0.100 |
14,433 |
43,516 |
+6,391 |
| Feb10 |
090715 |
89.300 |
89.850 |
88.900 |
88.950 |
-0.435 |
2,001 |
15,068 |
+266 |
| Apr10 |
090715 |
90.350 |
90.850 |
90.050 |
90.150 |
-0.050 |
2,050 |
7,604 |
+441 |
| Jun10 |
090715 |
88.000 |
88.350 |
87.600 |
87.900 |
-0.080 |
334 |
2,434 |
+200 |
| Total Volume and Open Interest |
73,096 |
215,613 |
+6,994 |
| Feeder Cattle(CME) |
| Aug09 |
090715 |
103.150 |
103.980 |
103.000 |
103.050 |
-0.085 |
3,818 |
11,504 |
-418 |
| Sep09 |
090715 |
103.400 |
103.850 |
103.135 |
103.200 |
-0.150 |
2,113 |
6,523 |
+742 |
| Oct09 |
090715 |
103.400 |
103.900 |
103.035 |
103.100 |
-0.450 |
1,303 |
5,434 |
+391 |
| Nov09 |
090715 |
103.550 |
103.885 |
103.100 |
103.230 |
-0.320 |
387 |
1,547 |
+85 |
| Jan10 |
090715 |
101.650 |
102.000 |
101.400 |
101.700 |
-0.100 |
98 |
489 |
+33 |
| Mar10 |
090715 |
101.750 |
101.750 |
101.150 |
101.150 |
-0.650 |
138 |
136 |
+57 |
| Apr10 |
090715 |
101.500 |
101.650 |
101.500 |
101.500 |
-0.200 |
5 |
27 |
+0 |
| Total Volume and Open Interest |
7,863 |
25,666 |
+891 |
| Lean Hogs(CME) |
| Aug09 |
090715 |
63.750 |
64.885 |
63.100 |
64.035 |
+0.435 |
19,351 |
35,948 |
-6,142 |
| Oct09 |
090715 |
59.100 |
59.850 |
58.100 |
59.100 |
+0.150 |
14,323 |
45,106 |
+2,230 |
| Dec09 |
090715 |
57.850 |
58.800 |
57.400 |
58.300 |
+0.720 |
8,024 |
29,484 |
+3,172 |
| Feb10 |
090715 |
63.450 |
64.180 |
63.250 |
63.950 |
+0.550 |
3,285 |
11,083 |
+1,463 |
| Apr10 |
090715 |
67.750 |
67.785 |
67.200 |
67.750 |
+0.365 |
506 |
4,475 |
+270 |
| May10 |
090715 |
72.000 |
72.000 |
71.600 |
72.000 |
+0.025 |
0 |
414 |
+0 |
| Jun10 |
090715 |
74.600 |
74.950 |
74.250 |
74.950 |
+0.750 |
217 |
2,461 |
+202 |
| Jul10 |
090715 |
73.800 |
74.250 |
73.700 |
74.100 |
+0.300 |
47 |
580 |
+52 |
| Total Volume and Open Interest |
48,036 |
135,712 |
+1,179 |
| Pork Bellies(CME) |
| Jul09 |
090715 |
60.300 |
60.800 |
60.300 |
60.300 |
-1.000 |
4 |
34 |
-1 |
| Aug09 |
090715 |
60.500 |
61.350 |
59.350 |
60.050 |
-1.250 |
152 |
488 |
-47 |
| Feb10 |
090715 |
84.600 |
84.600 |
84.000 |
84.600 |
-0.300 |
24 |
140 |
+1 |
| Mar10 |
090715 |
82.900 |
82.900 |
82.300 |
82.600 |
-0.300 |
0 |
42 |
+0 |
| May10 |
090715 |
86.500 |
86.500 |
86.500 |
86.500 |
unch |
|
|
|
| Total Volume and Open Interest |
180 |
704 |
-47 |
| Class III Milk(CME) |
| Jul09 |
090715 |
9.91 |
9.95 |
9.89 |
9.95 |
+0.06 |
30 |
4,580 |
+102 |
| Aug09 |
090715 |
10.30 |
10.33 |
10.22 |
10.27 |
-0.02 |
126 |
4,251 |
+3 |
| Sep09 |
090715 |
11.19 |
11.31 |
11.10 |
11.20 |
+0.06 |
51 |
3,998 |
+0 |
| Oct09 |
090715 |
12.05 |
12.16 |
12.02 |
12.09 |
+0.07 |
41 |
3,385 |
+1 |
| Nov09 |
090715 |
13.02 |
13.06 |
12.94 |
12.98 |
-0.04 |
29 |
3,199 |
-13 |
| Total Volume and Open Interest |
426 |
26,780 |
+155 |
| Cocoa(ICE) |
| Jul09 |
090715 |
2705 |
2705 |
2690 |
2690 |
-10 |
3 |
4 |
+0 |
| Sep09 |
090715 |
2723 |
2754 |
2698 |
2717 |
-10 |
4,642 |
46,946 |
-545 |
| Dec09 |
090715 |
2725 |
2772 |
2723 |
2742 |
-7 |
1,192 |
29,826 |
-107 |
| Mar10 |
090715 |
2750 |
2784 |
2750 |
2761 |
-4 |
339 |
18,248 |
-163 |
| May10 |
090715 |
2775 |
2784 |
2748 |
2760 |
-5 |
30 |
4,584 |
-49 |
| Jul10 |
090715 |
2767 |
2767 |
2767 |
2767 |
-6 |
20 |
3,598 |
+5 |
| Sep10 |
090715 |
2768 |
2768 |
2768 |
2768 |
-5 |
1 |
2,329 |
+1 |
| Total Volume and Open Interest |
6,397 |
109,765 |
-689 |
| Coffee "C"(ICE) |
| Jul09 |
090715 |
114.60 |
115.65 |
114.60 |
115.65 |
+2.75 |
13 |
28 |
+1 |
| Sep09 |
090715 |
115.65 |
119.55 |
115.65 |
117.95 |
+2.45 |
4,453 |
61,639 |
-1,171 |
| Dec09 |
090715 |
119.00 |
122.45 |
118.80 |
120.95 |
+2.45 |
1,278 |
26,468 |
-105 |
| Mar10 |
090715 |
122.70 |
125.00 |
122.65 |
123.85 |
+2.45 |
172 |
11,484 |
+132 |
| May10 |
090715 |
125.40 |
126.00 |
123.95 |
125.80 |
+2.40 |
61 |
3,701 |
+36 |
| Jul10 |
090715 |
127.30 |
127.95 |
126.20 |
127.65 |
+2.35 |
1 |
1,473 |
+0 |
| Total Volume and Open Interest |
6,035 |
107,474 |
-1,078 |
| Orange Juice(ICE) |
| Sep09 |
090715 |
97.95 |
104.00 |
97.95 |
102.85 |
+5.05 |
2,088 |
19,039 |
-499 |
| Nov09 |
090715 |
102.10 |
107.00 |
101.50 |
106.15 |
+5.00 |
989 |
6,995 |
+686 |
| Jan10 |
090715 |
105.30 |
110.20 |
105.30 |
109.20 |
+5.00 |
60 |
1,112 |
-32 |
| Mar10 |
090715 |
108.70 |
113.65 |
108.70 |
112.50 |
+5.00 |
31 |
1,008 |
+19 |
| May10 |
090715 |
114.90 |
114.90 |
114.90 |
114.90 |
+4.70 |
7 |
130 |
+6 |
| Jul10 |
090715 |
117.30 |
117.30 |
117.30 |
117.30 |
+4.70 |
6 |
59 |
+6 |
| Total Volume and Open Interest |
3,181 |
28,525 |
+185 |
| Sugar #11(ICE) |
| Oct09 |
090715 |
17.66 |
17.84 |
17.48 |
17.77 |
+0.09 |
33,944 |
308,442 |
-7,053 |
| Mar10 |
090715 |
19.00 |
19.15 |
18.76 |
19.05 |
+0.02 |
22,533 |
176,862 |
+2,667 |
| May10 |
090715 |
18.52 |
18.63 |
18.30 |
18.56 |
+0.04 |
6,782 |
40,009 |
-962 |
| Jul10 |
090715 |
18.05 |
18.11 |
17.75 |
18.03 |
unch |
4,008 |
70,359 |
-286 |
| Oct10 |
090715 |
17.78 |
17.90 |
17.58 |
17.81 |
-0.03 |
2,682 |
44,790 |
+825 |
| Total Volume and Open Interest |
72,615 |
714,837 |
-3,821 |
| Sugar #14(ICE) |
| Sep09 |
090715 |
22.59 |
22.85 |
22.59 |
22.83 |
+0.25 |
100 |
2,352 |
+0 |
| Total Volume and Open Interest |
100 |
2,352 |
+0 |
| London Cocoa(LCE) |
| Jul09 |
090715 |
1729 |
1734 |
1689 |
1692 |
-37 |
4,188 |
29,828 |
-1,248 |
| Sep09 |
090715 |
1750 |
1763 |
1720 |
1724 |
-26 |
4,124 |
39,129 |
+764 |
| Dec09 |
090715 |
1756 |
1764 |
1726 |
1730 |
-22 |
1,972 |
31,921 |
+672 |
| Mar10 |
090715 |
1752 |
1760 |
1725 |
1731 |
-21 |
310 |
29,372 |
+89 |
| May10 |
090715 |
1746 |
1756 |
1726 |
1727 |
-19 |
108 |
15,869 |
+37 |
| Jul10 |
090715 |
1734 |
1734 |
1725 |
1725 |
-15 |
1,908 |
6,302 |
+1,849 |
| Sep10 |
090715 |
1725 |
1726 |
1724 |
1726 |
-13 |
62 |
2,727 |
+0 |
| Total Volume and Open Interest |
12,799 |
158,243 |
+2,177 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090715 |
472.00 |
472.20 |
465.00 |
471.00 |
-1.80 |
3,899 |
48,341 |
+1,017 |
| Dec09 |
090715 |
480.40 |
485.00 |
477.30 |
483.40 |
+1.30 |
391 |
8,573 |
+86 |
| Mar10 |
090715 |
492.00 |
496.00 |
487.80 |
494.50 |
+2.00 |
242 |
12,884 |
+1 |
| May10 |
090715 |
486.50 |
490.00 |
484.00 |
488.50 |
+1.40 |
10 |
1,641 |
+7 |
| Aug10 |
090715 |
481.00 |
482.60 |
477.00 |
482.00 |
+0.80 |
9 |
1,430 |
+0 |
| Total Volume and Open Interest |
8,420 |
79,647 |
+89 |
| Cotton(ICE) |
| Oct09 |
090715 |
61.53 |
62.45 |
60.40 |
61.39 |
+0.20 |
283 |
2,541 |
+7 |
| Dec09 |
090715 |
63.43 |
64.22 |
61.96 |
63.19 |
-0.19 |
7,900 |
100,242 |
+2,058 |
| Mar10 |
090715 |
65.28 |
66.30 |
64.22 |
65.33 |
-0.17 |
848 |
12,559 |
+169 |
| May10 |
090715 |
67.17 |
67.17 |
65.65 |
66.48 |
-0.06 |
54 |
787 |
+1 |
| Jul10 |
090715 |
67.60 |
68.10 |
67.41 |
67.41 |
-0.06 |
96 |
1,997 |
+53 |
| Oct10 |
090715 |
68.65 |
68.65 |
68.65 |
68.65 |
-0.30 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
9,233 |
120,261 |
+2,339 |
| Lumber(CME) |
| Jul09 |
090715 |
168.3 |
169.8 |
165.3 |
166.8 |
-1.2 |
97 |
424 |
-52 |
| Sep09 |
090715 |
189.1 |
192.0 |
187.8 |
189.6 |
+1.1 |
420 |
4,879 |
-41 |
| Nov09 |
090715 |
191.7 |
194.5 |
190.9 |
192.6 |
+1.1 |
45 |
1,353 |
-4 |
| Jan10 |
090715 |
210.7 |
214.9 |
210.0 |
214.9 |
-0.6 |
30 |
785 |
+0 |
| Total Volume and Open Interest |
594 |
7,487 |
-99 |
| Crude Oil(NYM) |
| Aug09 |
090715 |
59.79 |
62.00 |
59.65 |
61.54 |
+2.02 |
301,907 |
143,508 |
-24,709 |
| Sep09 |
090715 |
60.68 |
63.04 |
60.55 |
62.58 |
+2.19 |
136,286 |
258,120 |
+19,012 |
| Oct09 |
090715 |
62.00 |
64.13 |
61.98 |
63.76 |
+2.26 |
30,949 |
77,208 |
-244 |
| Nov09 |
090715 |
62.83 |
65.24 |
62.83 |
64.86 |
+2.37 |
11,273 |
36,139 |
-1,066 |
| Dec09 |
090715 |
63.80 |
66.15 |
63.80 |
65.77 |
+2.40 |
31,256 |
160,000 |
-396 |
| Jan10 |
090715 |
65.20 |
66.85 |
65.11 |
66.54 |
+2.42 |
5,034 |
30,935 |
-1,581 |
| Feb10 |
090715 |
65.72 |
67.25 |
65.71 |
67.15 |
+2.43 |
2,510 |
21,304 |
-1,608 |
| Mar10 |
090715 |
66.89 |
67.75 |
66.51 |
67.67 |
+2.44 |
2,188 |
16,800 |
-1,271 |
| Apr10 |
090715 |
67.30 |
68.23 |
67.19 |
68.14 |
+2.43 |
2,309 |
10,602 |
-960 |
| May10 |
090715 |
67.39 |
68.60 |
67.39 |
68.60 |
+2.43 |
2,700 |
9,665 |
-356 |
| Jun10 |
090715 |
66.72 |
69.27 |
66.69 |
69.04 |
+2.41 |
8,486 |
43,177 |
-1,343 |
| Jul10 |
090715 |
68.07 |
69.72 |
68.07 |
69.44 |
+2.39 |
8,726 |
28,955 |
-5,181 |
| Aug10 |
090715 |
69.04 |
69.74 |
69.04 |
69.74 |
+2.37 |
492 |
6,736 |
-104 |
| Sep10 |
090715 |
70.03 |
70.03 |
70.03 |
70.03 |
+2.35 |
302 |
11,394 |
-20 |
| Oct10 |
090715 |
70.33 |
70.33 |
70.33 |
70.33 |
+2.33 |
218 |
5,562 |
+3 |
| Nov10 |
090715 |
70.67 |
70.67 |
70.67 |
70.67 |
+2.31 |
303 |
7,989 |
-50 |
| Total Volume and Open Interest |
555,591 |
1,176,971 |
-20,123 |
| e-miNY Crude Oil(NYM) |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090715 |
59.775 |
62.000 |
59.625 |
61.550 |
+2.025 |
13,029 |
4,626 |
-107 |
| Sep09 |
090715 |
60.650 |
63.075 |
60.575 |
62.575 |
+2.175 |
1,547 |
1,083 |
+383 |
| Oct09 |
090715 |
61.925 |
64.100 |
61.925 |
63.750 |
+2.250 |
88 |
223 |
+44 |
| Nov09 |
090715 |
63.825 |
64.850 |
63.500 |
64.850 |
+2.350 |
0 |
19 |
+0 |
| Dec09 |
090715 |
64.700 |
65.775 |
64.600 |
65.775 |
+2.400 |
1 |
87 |
-1 |
| Jan10 |
090715 |
66.550 |
66.550 |
66.550 |
66.550 |
+2.425 |
|
|
|
| Feb10 |
090715 |
67.150 |
67.150 |
67.150 |
67.150 |
+2.425 |
|
|
|
| Mar10 |
090715 |
67.675 |
67.675 |
67.675 |
67.675 |
+2.450 |
0 |
1 |
+0 |
| Apr10 |
090715 |
68.150 |
68.150 |
68.150 |
68.150 |
+2.450 |
|
|
|
| Total Volume and Open Interest |
14,665 |
6,114 |
+319 |
| Heating Oil(NYM) |
| Aug09 |
090715 |
152.00 |
159.16 |
151.65 |
158.21 |
+7.02 |
46,269 |
47,945 |
-2,411 |
| Sep09 |
090715 |
156.18 |
162.65 |
156.18 |
161.72 |
+6.77 |
21,460 |
48,213 |
+1,932 |
| Oct09 |
090715 |
160.75 |
166.20 |
160.75 |
165.20 |
+6.53 |
7,700 |
31,759 |
-426 |
| Nov09 |
090715 |
164.87 |
169.35 |
164.81 |
168.73 |
+6.32 |
4,947 |
17,488 |
+364 |
| Dec09 |
090715 |
167.61 |
173.09 |
167.61 |
172.20 |
+6.16 |
10,047 |
35,395 |
+1,341 |
| Jan10 |
090715 |
171.95 |
176.58 |
171.70 |
175.68 |
+6.00 |
2,224 |
17,835 |
+692 |
| Feb10 |
090715 |
174.40 |
178.50 |
174.29 |
177.88 |
+5.85 |
1,726 |
10,107 |
+30 |
| Mar10 |
090715 |
176.64 |
179.95 |
175.53 |
179.13 |
+5.75 |
1,050 |
8,336 |
+600 |
| Apr10 |
090715 |
179.16 |
180.42 |
178.70 |
179.78 |
+5.65 |
416 |
5,743 |
-42 |
| May10 |
090715 |
180.00 |
181.30 |
179.75 |
180.68 |
+5.50 |
297 |
7,605 |
-8 |
| Jun10 |
090715 |
180.09 |
182.85 |
179.95 |
181.78 |
+5.30 |
1,478 |
17,739 |
-220 |
| Jul10 |
090715 |
181.47 |
184.63 |
180.84 |
183.88 |
+5.20 |
157 |
2,750 |
-23 |
| Total Volume and Open Interest |
98,844 |
289,179 |
+2,049 |
| Gasoline(NYMEX) |
| Aug09 |
090715 |
165.74 |
171.77 |
165.25 |
170.81 |
+6.15 |
35,134 |
47,235 |
-5,392 |
| Sep09 |
090715 |
165.10 |
170.92 |
165.10 |
169.94 |
+5.92 |
15,144 |
62,685 |
+1,330 |
| Oct09 |
090715 |
156.66 |
161.36 |
156.13 |
160.36 |
+5.70 |
5,254 |
28,304 |
+694 |
| Nov09 |
090715 |
157.02 |
160.27 |
155.82 |
159.94 |
+5.68 |
2,739 |
12,347 |
+16 |
| Dec09 |
090715 |
157.55 |
162.02 |
157.17 |
161.31 |
+5.75 |
2,824 |
15,199 |
+368 |
| Jan10 |
090715 |
160.25 |
163.63 |
159.57 |
163.62 |
+5.53 |
699 |
7,986 |
+49 |
| Feb10 |
090715 |
162.31 |
165.92 |
162.27 |
165.92 |
+5.33 |
116 |
2,679 |
+42 |
| Mar10 |
090715 |
166.10 |
168.52 |
165.70 |
168.52 |
+5.23 |
102 |
3,188 |
-34 |
| Apr10 |
090715 |
181.87 |
181.87 |
181.87 |
181.87 |
+5.08 |
95 |
3,875 |
-7 |
| May10 |
090715 |
180.60 |
183.37 |
180.60 |
183.37 |
+5.03 |
75 |
1,949 |
-5 |
| Total Volume and Open Interest |
62,287 |
193,164 |
-2,947 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090715 |
1.65 |
1.65 |
1.65 |
1.71 |
+0.06 |
0 |
1 |
+0 |
| Sep09 |
090715 |
169.94 |
169.94 |
169.94 |
169.94 |
+5.92 |
|
|
|
| Oct09 |
090715 |
160.36 |
160.36 |
160.36 |
160.36 |
+5.70 |
|
|
|
| Nov09 |
090715 |
159.94 |
159.94 |
159.94 |
159.94 |
+5.68 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Aug09 |
090715 |
3.446 |
3.527 |
3.259 |
3.283 |
-0.146 |
86,266 |
129,793 |
-6,636 |
| Sep09 |
090715 |
3.615 |
3.667 |
3.404 |
3.433 |
-0.138 |
43,116 |
123,525 |
+8,607 |
| Oct09 |
090715 |
3.829 |
3.887 |
3.635 |
3.667 |
-0.119 |
18,908 |
86,530 |
+1,654 |
| Nov09 |
090715 |
4.479 |
4.531 |
4.314 |
4.344 |
-0.101 |
6,194 |
39,197 |
+1,154 |
| Dec09 |
090715 |
5.160 |
5.192 |
4.995 |
5.021 |
-0.095 |
5,505 |
43,834 |
+783 |
| Jan10 |
090715 |
5.421 |
5.481 |
5.283 |
5.308 |
-0.101 |
6,166 |
41,620 |
+551 |
| Feb10 |
090715 |
5.503 |
5.503 |
5.312 |
5.343 |
-0.096 |
618 |
20,345 |
+104 |
| Mar10 |
090715 |
5.430 |
5.451 |
5.263 |
5.290 |
-0.092 |
1,379 |
36,791 |
-135 |
| Apr10 |
090715 |
5.325 |
5.361 |
5.204 |
5.224 |
-0.078 |
2,138 |
34,624 |
-31 |
| May10 |
090715 |
5.410 |
5.460 |
5.264 |
5.276 |
-0.076 |
658 |
19,084 |
+130 |
| Jun10 |
090715 |
5.490 |
5.508 |
5.363 |
5.376 |
-0.076 |
124 |
9,418 |
+47 |
| Jul10 |
090715 |
5.627 |
5.627 |
5.495 |
5.496 |
-0.076 |
350 |
8,860 |
+240 |
| Aug10 |
090715 |
5.714 |
5.714 |
5.580 |
5.588 |
-0.074 |
307 |
9,320 |
-43 |
| Sep10 |
090715 |
5.777 |
5.777 |
5.650 |
5.651 |
-0.074 |
398 |
6,939 |
-233 |
| Oct10 |
090715 |
5.886 |
5.886 |
5.760 |
5.764 |
-0.071 |
978 |
17,494 |
-214 |
| Nov10 |
090715 |
6.230 |
6.230 |
6.105 |
6.114 |
-0.071 |
148 |
5,992 |
+10 |
| Total Volume and Open Interest |
173,584 |
759,383 |
+6,025 |
| Brent Crude Oil(ICE) |
| Aug09 |
090715 |
61.35 |
63.83 |
61.33 |
63.09 |
+2.23 |
85,939 |
49,709 |
-13,914 |
| Sep09 |
090715 |
61.18 |
63.94 |
61.18 |
63.52 |
+2.67 |
120,773 |
133,757 |
-8,165 |
| Oct09 |
090715 |
61.86 |
64.40 |
61.86 |
64.02 |
+2.70 |
56,517 |
91,683 |
+5,418 |
| Nov09 |
090715 |
62.68 |
65.10 |
62.58 |
64.72 |
+2.70 |
21,582 |
31,792 |
+589 |
| Dec09 |
090715 |
63.49 |
65.82 |
63.41 |
65.44 |
+2.68 |
27,366 |
92,607 |
+4,258 |
| Jan10 |
090715 |
64.21 |
66.31 |
64.07 |
66.07 |
+2.66 |
5,063 |
25,856 |
+913 |
| Feb10 |
090715 |
64.79 |
66.90 |
64.79 |
66.67 |
+2.63 |
2,276 |
15,869 |
-305 |
| Mar10 |
090715 |
65.37 |
67.44 |
65.37 |
67.21 |
+2.59 |
1,567 |
12,286 |
-24 |
| Apr10 |
090715 |
66.19 |
67.97 |
66.19 |
67.76 |
+2.57 |
1,119 |
6,002 |
+121 |
| May10 |
090715 |
68.27 |
68.27 |
68.27 |
68.27 |
+2.54 |
919 |
4,586 |
+0 |
| Jun10 |
090715 |
66.91 |
69.00 |
66.85 |
68.75 |
+2.53 |
3,311 |
32,573 |
+599 |
| Jul10 |
090715 |
69.15 |
69.15 |
69.15 |
69.15 |
+2.49 |
509 |
9,019 |
+290 |
| Aug10 |
090715 |
69.48 |
69.48 |
69.48 |
69.48 |
+2.45 |
192 |
6,127 |
+8 |
| Sep10 |
090715 |
69.81 |
69.81 |
69.81 |
69.81 |
+2.42 |
86 |
2,561 |
+65 |
| Total Volume and Open Interest |
334,166 |
657,519 |
-9,487 |
| Gas Oil(ICE) |
| Aug09 |
090715 |
494.25 |
514.75 |
493.50 |
502.75 |
+11.50 |
58,214 |
84,645 |
-823 |
| Sep09 |
090715 |
503.00 |
522.00 |
501.50 |
510.25 |
+11.00 |
49,811 |
81,819 |
+745 |
| Oct09 |
090715 |
512.50 |
529.50 |
509.75 |
518.00 |
+10.75 |
19,060 |
42,005 |
+2,537 |
| Nov09 |
090715 |
520.75 |
536.50 |
520.00 |
526.00 |
+10.25 |
8,681 |
28,807 |
-620 |
| Dec09 |
090715 |
529.50 |
546.00 |
527.50 |
534.25 |
+9.75 |
13,749 |
65,601 |
+314 |
| Jan10 |
090715 |
539.50 |
553.75 |
536.75 |
543.50 |
+9.75 |
3,870 |
34,327 |
-627 |
| Feb10 |
090715 |
547.50 |
555.50 |
547.25 |
551.50 |
+9.50 |
1,554 |
16,830 |
-104 |
| Mar10 |
090715 |
555.25 |
562.75 |
554.75 |
558.75 |
+9.25 |
1,125 |
17,141 |
+74 |
| Apr10 |
090715 |
562.75 |
570.25 |
562.25 |
566.00 |
+8.75 |
594 |
9,780 |
+111 |
| May10 |
090715 |
569.75 |
576.75 |
568.75 |
572.00 |
+8.00 |
647 |
7,524 |
+206 |
| Total Volume and Open Interest |
164,534 |
498,820 |
+3,828 |
| Ethanol(CBOT) |
| Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
| Aug09 |
090715 |
1.490 |
1.501 |
1.490 |
1.501 |
+0.011 |
35 |
423 |
-16 |
| Sep09 |
090715 |
1.470 |
1.480 |
1.465 |
1.475 |
+0.001 |
54 |
503 |
+15 |
| Oct09 |
090715 |
1.480 |
1.480 |
1.468 |
1.468 |
-0.011 |
11 |
331 |
+0 |
| Nov09 |
090715 |
1.470 |
1.470 |
1.460 |
1.470 |
unch |
4 |
241 |
+3 |
| Dec09 |
090715 |
1.470 |
1.470 |
1.460 |
1.470 |
unch |
1 |
369 |
-1 |
| Jan10 |
090715 |
1.470 |
1.470 |
1.460 |
1.470 |
unch |
35 |
426 |
+0 |
| Feb10 |
090715 |
1.495 |
1.495 |
1.460 |
1.460 |
-0.018 |
5 |
429 |
+5 |
| Total Volume and Open Interest |
178 |
3,794 |
+21 |
| US Dollar Index(ICE) |
| Sep09 |
090715 |
80.145 |
80.185 |
79.425 |
79.460 |
-0.910 |
3,363 |
18,832 |
+4 |
| Dec09 |
090715 |
80.190 |
80.230 |
79.765 |
79.765 |
-0.950 |
13 |
2,090 |
+0 |
| Mar10 |
090715 |
80.055 |
80.055 |
80.055 |
80.055 |
-0.950 |
|
|
|
| Total Volume and Open Interest |
3,376 |
20,922 |
+4 |
| Australian Dollar(CME) |
| Sep09 |
090715 |
79.06 |
80.22 |
78.90 |
80.14 |
+1.63 |
62,444 |
82,911 |
+801 |
| Dec09 |
090715 |
78.28 |
79.65 |
78.01 |
79.60 |
+1.59 |
153 |
479 |
+108 |
| Mar10 |
090715 |
79.07 |
79.07 |
77.49 |
79.07 |
+1.58 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
62,597 |
83,406 |
+909 |
| British Pound(CME) |
| Sep09 |
090715 |
163.19 |
164.68 |
163.01 |
164.24 |
+1.49 |
82,764 |
87,794 |
-62 |
| Dec09 |
090715 |
163.50 |
164.61 |
162.73 |
164.23 |
+1.50 |
147 |
346 |
-41 |
| Mar10 |
090715 |
164.21 |
164.29 |
162.71 |
164.21 |
+1.50 |
8 |
8 |
+4 |
| Total Volume and Open Interest |
82,919 |
88,170 |
-99 |
| Canadian Dollar(CME) |
| Sep09 |
090715 |
88.25 |
89.99 |
88.14 |
89.94 |
+1.89 |
53,595 |
80,097 |
+2,619 |
| Dec09 |
090715 |
88.53 |
90.00 |
88.08 |
89.97 |
+1.89 |
59 |
2,217 |
-13 |
| Mar10 |
090715 |
89.35 |
90.01 |
88.11 |
90.01 |
+1.90 |
13 |
509 |
+7 |
| Jun10 |
090715 |
89.57 |
90.03 |
88.14 |
90.03 |
+1.89 |
4 |
125 |
+0 |
| Total Volume and Open Interest |
53,672 |
83,112 |
+2,613 |
| Japanese Yen(CME) |
| Sep09 |
090715 |
106.90 |
107.30 |
105.91 |
106.03 |
-1.23 |
76,349 |
105,565 |
+2,675 |
| Dec09 |
090715 |
107.17 |
107.38 |
106.07 |
106.15 |
-1.23 |
20 |
182 |
+2 |
| Mar10 |
090715 |
107.02 |
107.57 |
106.09 |
106.35 |
-1.22 |
8 |
31 |
+2 |
| Total Volume and Open Interest |
76,377 |
105,779 |
+2,679 |
| Swiss Franc(CME) |
| Sep09 |
090715 |
91.93 |
93.35 |
91.86 |
93.25 |
+1.56 |
27,750 |
32,518 |
-1,046 |
| Dec09 |
090715 |
93.06 |
93.44 |
91.83 |
93.39 |
+1.56 |
8 |
100 |
+3 |
| Mar10 |
090715 |
93.50 |
93.58 |
92.02 |
93.58 |
+1.56 |
4 |
4 |
+4 |
| Total Volume and Open Interest |
27,762 |
32,622 |
-1,039 |
| EuroFX(CME) |
| Sep09 |
090715 |
139.72 |
141.37 |
139.64 |
141.30 |
+1.95 |
177,078 |
113,358 |
-2,128 |
| Dec09 |
090715 |
140.11 |
141.34 |
139.66 |
141.30 |
+1.95 |
141 |
1,476 |
+50 |
| Mar10 |
090715 |
140.34 |
141.31 |
139.36 |
141.31 |
+1.95 |
12 |
338 |
+1 |
| Total Volume and Open Interest |
177,231 |
115,175 |
-2,077 |
| Mexican Peso(CME) |
| Aug09 |
090715 |
737.5 |
737.5 |
722.2 |
737.5 |
+15.2 |
|
|
|
| Sep09 |
090715 |
722.0 |
733.5 |
719.8 |
733.0 |
+15.2 |
14,267 |
47,334 |
-562 |
| Total Volume and Open Interest |
14,269 |
48,919 |
-560 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090715 |
118~100 |
118~230 |
116~110 |
116~265 |
-1~265 |
156,205 |
717,361 |
-3,061 |
| Dec09 |
090715 |
117~100 |
117~145 |
115~190 |
115~205 |
-1~260 |
52 |
806 |
-6 |
| Mar10 |
090715 |
114~215 |
116~155 |
114~215 |
114~215 |
-1~260 |
1 |
41 |
+1 |
| Total Volume and Open Interest |
156,258 |
718,211 |
-3,066 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090715 |
117~185 |
117~240 |
116~145 |
116~225 |
-1~025 |
505,548 |
1,027,737 |
+3,695 |
| Dec09 |
090715 |
115~200 |
116~130 |
115~030 |
115~100 |
-1~030 |
1,953 |
2,248 |
+1,918 |
| Mar10 |
090715 |
114~100 |
115~130 |
114~100 |
114~100 |
-1~030 |
|
|
|
| Total Volume and Open Interest |
507,501 |
1,029,985 |
+5,613 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090715 |
115~110 |
115~126 |
115~006 |
115~026 |
-0~102 |
233,499 |
758,151 |
-6,577 |
| Dec09 |
090715 |
113~110 |
114~084 |
113~110 |
113~110 |
-0~102 |
0 |
500 |
+0 |
| Mar10 |
090715 |
113~110 |
114~084 |
113~110 |
113~110 |
-0~102 |
|
|
|
| Total Volume and Open Interest |
233,499 |
758,651 |
-6,577 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090715 |
108~056 |
108~056 |
108~040 |
108~040 |
-0~024 |
20 |
611,375 |
+137 |
| Dec09 |
090715 |
107~101 |
107~123 |
107~101 |
107~101 |
-0~022 |
0 |
2 |
+0 |
| Mar10 |
090715 |
107~101 |
107~123 |
107~101 |
107~101 |
-0~022 |
|
|
|
| Total Volume and Open Interest |
93,765 |
611,377 |
+137 |
| Eurodollars(CME) |
| Sep09 |
090715 |
99.410 |
99.430 |
99.400 |
99.415 |
unch |
186,913 |
1,025,621 |
+49,544 |
| Dec09 |
090715 |
99.190 |
99.210 |
99.140 |
99.175 |
-0.025 |
191,129 |
938,211 |
-2,029 |
| Mar10 |
090715 |
98.990 |
99.010 |
98.900 |
98.930 |
-0.070 |
201,778 |
885,002 |
+3,648 |
| Jun10 |
090715 |
98.685 |
98.705 |
98.570 |
98.595 |
-0.105 |
167,670 |
610,633 |
+9,510 |
| Sep10 |
090715 |
98.340 |
98.365 |
98.205 |
98.230 |
-0.140 |
183,422 |
581,538 |
+34,189 |
| Dec10 |
090715 |
97.955 |
97.985 |
97.790 |
97.825 |
-0.160 |
122,438 |
700,891 |
+22,328 |
| Mar11 |
090715 |
97.605 |
97.635 |
97.415 |
97.450 |
-0.180 |
87,193 |
354,166 |
+912 |
| Jun11 |
090715 |
97.245 |
97.275 |
97.035 |
97.070 |
-0.200 |
63,366 |
346,226 |
+949 |
| Sep11 |
090715 |
96.940 |
96.960 |
96.695 |
96.735 |
-0.215 |
36,756 |
227,663 |
+1,210 |
| Dec11 |
090715 |
96.640 |
96.665 |
96.375 |
96.420 |
-0.225 |
31,914 |
146,497 |
+1,117 |
| Mar12 |
090715 |
96.435 |
96.455 |
96.150 |
96.200 |
-0.235 |
26,132 |
104,256 |
-426 |
| Jun12 |
090715 |
96.240 |
96.260 |
95.950 |
96.000 |
-0.245 |
24,071 |
110,264 |
+1,536 |
| Sep12 |
090715 |
96.100 |
96.100 |
95.790 |
95.845 |
-0.245 |
9,754 |
65,773 |
-1,081 |
| Dec12 |
090715 |
95.935 |
95.945 |
95.640 |
95.690 |
-0.245 |
8,582 |
58,609 |
-304 |
| Mar13 |
090715 |
95.840 |
95.840 |
95.545 |
95.595 |
-0.240 |
4,859 |
65,886 |
-344 |
| Jun13 |
090715 |
95.695 |
95.735 |
95.430 |
95.480 |
-0.235 |
4,792 |
33,604 |
-694 |
| Sep13 |
090715 |
95.615 |
95.635 |
95.335 |
95.375 |
-0.235 |
2,539 |
39,851 |
+88 |
| Dec13 |
090715 |
95.495 |
95.515 |
95.205 |
95.255 |
-0.230 |
2,501 |
28,487 |
-551 |
| Total Volume and Open Interest |
1,374,506 |
6,460,540 |
+124,362 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090715 |
99.830 |
99.830 |
99.827 |
99.827 |
unch |
2,364 |
59,224 |
-270 |
| Aug09 |
090715 |
99.815 |
99.815 |
99.810 |
99.810 |
unch |
1,165 |
46,448 |
+188 |
| Sep09 |
090715 |
99.795 |
99.800 |
99.795 |
99.795 |
unch |
560 |
31,612 |
-82 |
| Oct09 |
090715 |
99.780 |
99.780 |
99.775 |
99.780 |
unch |
1,308 |
32,389 |
-75 |
| Nov09 |
090715 |
99.740 |
99.740 |
99.730 |
99.735 |
-0.005 |
1,915 |
59,915 |
-528 |
| Dec09 |
090715 |
99.715 |
99.715 |
99.700 |
99.705 |
-0.010 |
2,390 |
38,128 |
-219 |
| Total Volume and Open Interest |
19,395 |
375,920 |
-2,588 |
| 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 |
090715 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090715 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Mar10 |
090715 |
99.55 |
99.55 |
99.55 |
99.55 |
-0.01 |
|
|
|
| Jun10 |
090715 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
|
|
|
| Sep10 |
090715 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.02 |
|
|
|
| Dec10 |
090715 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
|
|
|
| Mar11 |
090715 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
|
|
|
| Jun11 |
090715 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Sep11 |
090715 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
|
|
|
| Dec11 |
090715 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090715 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
300 |
11,432 |
+33 |
| Dec09 |
090715 |
99.53 |
99.53 |
99.52 |
99.53 |
-0.01 |
0 |
3,312 |
+0 |
| Mar10 |
090715 |
99.53 |
99.54 |
99.53 |
99.54 |
-0.01 |
0 |
2,575 |
+0 |
| Jun10 |
090715 |
99.51 |
99.53 |
99.51 |
99.53 |
0.00 |
50 |
1,148 |
+35 |
| Sep10 |
090715 |
99.46 |
99.47 |
99.46 |
99.47 |
0.00 |
0 |
281 |
+0 |
| Dec10 |
090715 |
99.43 |
99.43 |
99.43 |
99.43 |
0.00 |
0 |
420 |
+0 |
| Mar11 |
090715 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.01 |
0 |
412 |
+0 |
| Jun11 |
090715 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
350 |
20,504 |
-651 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090715 |
138.37 |
138.72 |
138.36 |
138.60 |
+0.05 |
1,229 |
12,793 |
-430 |
| Dec09 |
090715 |
138.21 |
138.21 |
138.21 |
138.21 |
+0.05 |
0 |
1 |
+0 |
| Mar10 |
090715 |
137.98 |
137.98 |
137.98 |
137.98 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
1,229 |
12,520 |
-274 |
| Euro-Bund(EUREX) |
| Sep09 |
090715 |
121.74 |
121.85 |
121.05 |
121.36 |
-0.54 |
358,944 |
929,511 |
-24,642 |
| Dec09 |
090715 |
120.16 |
120.22 |
119.77 |
120.01 |
-0.54 |
5 |
120 |
+2 |
| Mar10 |
090715 |
119.50 |
119.62 |
119.50 |
119.62 |
-0.54 |
|
|
|
| Total Volume and Open Interest |
358,949 |
929,631 |
-24,640 |
| Euro-Bobl(EUREX) |
| Sep09 |
090713 |
116.29 |
116.44 |
116.20 |
116.34 |
+0.21 |
326,962 |
687,616 |
+13,053 |
| Dec09 |
090715 |
114.48 |
114.48 |
114.42 |
114.42 |
-0.31 |
0 |
65 |
+0 |
| Mar10 |
090715 |
114.22 |
114.22 |
114.22 |
114.22 |
-0.28 |
|
|
|
| Total Volume and Open Interest |
201,236 |
722,515 |
-21,360 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090715 |
98.930 |
98.930 |
98.920 |
98.925 |
-0.005 |
25 |
5,405 |
-12 |
| Mar10 |
090715 |
98.780 |
98.780 |
98.770 |
98.770 |
-0.030 |
0 |
2,906 |
+0 |
| Total Volume and Open Interest |
355 |
33,941 |
-110 |
| Long Gilt(LIFFE) |
| Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
| Dec09 |
090715 |
115~19 |
115~19 |
115~19 |
115~19 |
-0~17 |
|
|
|
| Total Volume and Open Interest |
62,468 |
217,914 |
+5,127 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090715 |
99.04 |
99.08 |
99.04 |
99.06 |
unch |
32,827 |
249,165 |
+1,669 |
| Dec09 |
090715 |
98.82 |
98.86 |
98.80 |
98.82 |
-0.02 |
41,958 |
246,561 |
-139 |
| Mar10 |
090715 |
98.55 |
98.60 |
98.49 |
98.52 |
-0.06 |
41,239 |
321,033 |
-4,158 |
| Jun10 |
090715 |
98.15 |
98.20 |
98.06 |
98.09 |
-0.10 |
36,582 |
302,392 |
+3,838 |
| Sep10 |
090715 |
97.70 |
97.77 |
97.59 |
97.64 |
-0.11 |
38,974 |
294,921 |
+3,893 |
| Dec10 |
090715 |
97.21 |
97.26 |
97.07 |
97.14 |
-0.11 |
30,386 |
238,527 |
-2,244 |
| Total Volume and Open Interest |
274,510 |
2,104,347 |
+8,076 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090715 |
99.080 |
99.100 |
99.070 |
99.085 |
+0.005 |
107,772 |
709,775 |
+12,230 |
| Dec09 |
090715 |
98.930 |
98.935 |
98.915 |
98.925 |
-0.005 |
62,431 |
497,573 |
+3,910 |
| Mar10 |
090715 |
98.795 |
98.800 |
98.755 |
98.775 |
-0.025 |
84,776 |
436,896 |
-4,620 |
| Total Volume and Open Interest |
512,166 |
3,133,435 |
-71,120 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090715 |
96.82 |
96.85 |
96.79 |
96.80 |
-0.04 |
10,734 |
297,978 |
+2,158 |
| Dec09 |
090715 |
96.75 |
96.79 |
96.67 |
96.68 |
-0.08 |
19,755 |
225,294 |
+5,397 |
| Mar10 |
090715 |
96.47 |
96.50 |
96.35 |
96.37 |
-0.10 |
12,603 |
133,023 |
+3,348 |
| Jun10 |
090715 |
96.09 |
96.09 |
95.96 |
95.98 |
-0.13 |
3,741 |
81,089 |
+974 |
| Sep10 |
090715 |
95.69 |
95.69 |
95.55 |
95.56 |
-0.14 |
2,255 |
50,921 |
-87 |
| Dec10 |
090715 |
95.31 |
95.31 |
95.17 |
95.18 |
-0.15 |
1,475 |
30,267 |
-974 |
| Mar11 |
090715 |
95.01 |
95.01 |
94.84 |
94.85 |
-0.16 |
636 |
18,056 |
+387 |
| Jun11 |
090715 |
94.72 |
94.72 |
94.53 |
94.55 |
-0.16 |
641 |
10,632 |
+483 |
| Sep11 |
090715 |
94.30 |
94.31 |
94.27 |
94.28 |
-0.16 |
14 |
3,258 |
+0 |
| Dec11 |
090715 |
94.01 |
94.01 |
94.01 |
94.01 |
-0.16 |
4 |
700 |
+0 |
| Total Volume and Open Interest |
51,866 |
852,100 |
+11,690 |
| 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 |
090715 |
94.60 |
94.60 |
94.60 |
94.60 |
-0.17 |
|
|
|
| Total Volume and Open Interest |
24,916 |
337,044 |
-5,299 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090715 |
95.59 |
95.60 |
95.42 |
95.43 |
-0.16 |
91,003 |
517,605 |
-4,094 |
| Dec09 |
090715 |
95.43 |
95.43 |
95.43 |
95.43 |
-0.16 |
|
|
|
| Total Volume and Open Interest |
91,003 |
517,605 |
-4,094 |
| Gold(CMX) |
| Aug09 |
090715 |
925.4 |
942.3 |
924.5 |
939.4 |
+16.6 |
100,035 |
189,583 |
-3,033 |
| Oct09 |
090715 |
928.0 |
943.5 |
926.7 |
940.7 |
+16.5 |
2,464 |
14,103 |
+639 |
| Dec09 |
090715 |
928.7 |
944.9 |
927.5 |
942.2 |
+16.6 |
21,473 |
76,989 |
+3,308 |
| Feb10 |
090715 |
939.0 |
943.7 |
938.1 |
943.5 |
+16.7 |
2,730 |
16,385 |
-49 |
| Apr10 |
090715 |
940.7 |
947.6 |
940.5 |
944.9 |
+16.9 |
334 |
16,977 |
+72 |
| Jun10 |
090715 |
934.5 |
946.4 |
934.5 |
946.4 |
+17.0 |
275 |
9,304 |
+48 |
| Aug10 |
090715 |
948.2 |
948.2 |
948.2 |
948.2 |
+17.2 |
16 |
3,892 |
+5 |
| Oct10 |
090715 |
950.3 |
950.3 |
950.3 |
950.3 |
+17.4 |
10 |
1,546 |
+10 |
| Dec10 |
090715 |
952.6 |
953.3 |
952.6 |
952.6 |
+17.7 |
330 |
13,828 |
+73 |
| Feb11 |
090715 |
955.4 |
955.4 |
955.4 |
955.4 |
+18.0 |
0 |
12 |
+0 |
| Apr11 |
090715 |
958.6 |
958.6 |
958.6 |
958.6 |
+18.3 |
0 |
125 |
+0 |
| Jun11 |
090715 |
306.8 |
306.8 |
306.8 |
306.8 |
+18.6 |
0 |
9,132 |
+0 |
| Total Volume and Open Interest |
127,829 |
369,221 |
+1,106 |
| Silver(CMX) |
| Jul09 |
090715 |
1311.5 |
1333.5 |
1311.5 |
1320.3 |
+34.8 |
278 |
606 |
+20 |
| Sep09 |
090715 |
1290.5 |
1338.0 |
1288.0 |
1320.8 |
+35.3 |
19,833 |
56,085 |
-534 |
| Dec09 |
090715 |
1294.0 |
1340.5 |
1294.0 |
1324.5 |
+35.5 |
1,095 |
21,957 |
+126 |
| Mar10 |
090715 |
1328.0 |
1337.5 |
1327.4 |
1327.4 |
+35.7 |
51 |
6,882 |
+1 |
| May10 |
090715 |
1331.5 |
1337.0 |
1329.4 |
1329.4 |
+35.8 |
59 |
2,584 |
+3 |
| Jul10 |
090715 |
1314.0 |
1341.0 |
1314.0 |
1331.4 |
+35.9 |
21 |
2,951 |
-8 |
| Sep10 |
090715 |
1333.5 |
1333.5 |
1333.5 |
1333.5 |
+35.9 |
2 |
164 |
+0 |
| Total Volume and Open Interest |
21,539 |
99,934 |
-380 |
| Platinum(NYMEX) |
| Jul09 |
090715 |
1151.3 |
1151.3 |
1151.3 |
1151.3 |
+22.9 |
0 |
69 |
+0 |
| Oct09 |
090715 |
1128.1 |
1164.9 |
1128.1 |
1157.9 |
+22.8 |
2,272 |
21,286 |
+191 |
| Jan10 |
090715 |
1165.6 |
1165.6 |
1161.5 |
1163.4 |
-26.7 |
7 |
222 |
+2 |
| Total Volume and Open Interest |
2,279 |
21,577 |
+193 |
| Palladium(NYMEX) |
| Sep09 |
090715 |
243.85 |
249.50 |
242.00 |
248.40 |
+4.55 |
1,565 |
15,859 |
+183 |
| Dec09 |
090715 |
244.20 |
249.65 |
243.70 |
249.45 |
+4.60 |
28 |
421 |
+19 |
| Mar10 |
090715 |
251.60 |
251.60 |
250.00 |
250.95 |
+4.60 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,593 |
16,281 |
+202 |
| Copper(CMX) |
| Jul09 |
090715 |
230.55 |
239.00 |
229.40 |
238.25 |
+9.25 |
291 |
2,201 |
-257 |
| Sep09 |
090715 |
229.85 |
240.55 |
229.55 |
239.20 |
+9.30 |
14,802 |
68,872 |
-665 |
| Dec09 |
090715 |
231.00 |
240.85 |
230.20 |
239.90 |
+9.10 |
1,866 |
16,314 |
+261 |
| Mar10 |
090715 |
237.90 |
240.65 |
237.90 |
240.20 |
+8.95 |
99 |
2,525 |
+6 |
| May10 |
090715 |
240.00 |
240.10 |
240.00 |
240.10 |
+8.80 |
8 |
774 |
+6 |
| Total Volume and Open Interest |
17,910 |
102,527 |
-419 |
| Aluminum(CMX) |
| Jul09 |
090715 |
75.75 |
75.75 |
75.75 |
75.75 |
+2.25 |
|
|
|
| Aug09 |
090715 |
76.25 |
76.25 |
76.25 |
76.25 |
+2.25 |
|
|
|
| Sep09 |
090715 |
76.75 |
76.75 |
76.75 |
76.75 |
+2.25 |
|
|
|
| Oct09 |
090715 |
4.66 |
4.66 |
4.66 |
4.66 |
+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 |
090715 |
8314 |
8573 |
8314 |
8543 |
+239 |
3,670 |
11,942 |
-194 |
| Dec09 |
090715 |
8300 |
8481 |
8300 |
8481 |
+236 |
4 |
53 |
+4 |
| Mar10 |
090715 |
8442 |
8442 |
8204 |
8442 |
+238 |
0 |
2 |
+0 |
| Jun10 |
090715 |
8393 |
8393 |
8154 |
8393 |
+239 |
|
|
|
| Total Volume and Open Interest |
3,674 |
11,997 |
-190 |
| S & P 500(CME) |
| Sep09 |
090715 |
907.30 |
931.00 |
907.00 |
927.20 |
+25.80 |
22,220 |
385,721 |
-2,758 |
| Dec09 |
090715 |
909.20 |
928.00 |
909.20 |
922.80 |
+25.80 |
1,560 |
8,550 |
+1,429 |
| Mar10 |
090715 |
918.80 |
924.00 |
906.50 |
918.80 |
+25.80 |
25 |
3,167 |
+0 |
| Jun10 |
090715 |
915.30 |
920.50 |
903.00 |
915.30 |
+25.80 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
23,805 |
397,449 |
-1,329 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090715 |
906.75 |
930.75 |
906.50 |
927.25 |
+25.75 |
2,053,821 |
2,389,760 |
-20,369 |
| Dec09 |
090715 |
899.75 |
926.25 |
899.75 |
922.75 |
+25.75 |
4,182 |
18,968 |
+2,898 |
| Total Volume and Open Interest |
2,058,028 |
2,408,780 |
-17,461 |
| NASDAQ 100(CME) |
| Sep09 |
090715 |
1455.00 |
1500.00 |
1455.00 |
1497.30 |
+50.50 |
2,418 |
17,771 |
+694 |
| Dec09 |
090715 |
1495.50 |
1495.50 |
1492.80 |
1495.50 |
+50.70 |
0 |
13 |
+0 |
| Mar10 |
090715 |
1494.50 |
1494.50 |
1491.80 |
1494.50 |
+50.70 |
|
|
|
| Total Volume and Open Interest |
2,418 |
17,784 |
+694 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090715 |
1462.50 |
1499.50 |
1462.30 |
1497.30 |
+50.50 |
324,779 |
257,716 |
+4,591 |
| Dec09 |
090715 |
1468.30 |
1497.50 |
1465.30 |
1495.50 |
+50.70 |
97 |
618 |
+6 |
| Total Volume and Open Interest |
324,885 |
258,351 |
+4,600 |
| S & P Midcap 400(CME) |
| Sep09 |
090715 |
573.00 |
582.50 |
571.00 |
579.20 |
+17.00 |
190 |
2,472 |
+2 |
| Dec09 |
090715 |
577.20 |
577.20 |
577.20 |
577.20 |
+17.00 |
|
|
|
| Mar10 |
090715 |
575.20 |
575.20 |
575.20 |
575.20 |
+17.00 |
|
|
|
| Total Volume and Open Interest |
190 |
2,472 |
+2 |
| Russell 2000(CME) |
| Sep09 |
090715 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
570 |
6,394 |
-194 |
| Dec09 |
090715 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,193 |
-407 |
| Mar10 |
090715 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,572 |
+156 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090715 |
9325 |
9350 |
9250 |
9280 |
+25 |
139,266 |
158,849 |
-33 |
| Dec09 |
090715 |
9240 |
9240 |
9240 |
9240 |
+25 |
50 |
1,078 |
-15 |
| Total Volume and Open Interest |
139,337 |
161,310 |
-451 |
| Nikkei 225(SGX) |
| Sep09 |
090715 |
9325 |
9350 |
9250 |
9280 |
+25 |
139,266 |
158,849 |
-33 |
| Dec09 |
090715 |
9240 |
9240 |
9240 |
9240 |
+25 |
50 |
1,078 |
-15 |
| Mar10 |
090715 |
9255 |
9255 |
9255 |
9255 |
+25 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
139,337 |
161,310 |
-451 |
| CAC 40(EURONEXT) |
| Jul09 |
090715 |
3112.5 |
3173.5 |
3097.0 |
3172.0 |
+90.0 |
182,886 |
432,022 |
-16,331 |
| Aug09 |
090715 |
3101.0 |
3173.5 |
3098.0 |
3172.0 |
+90.5 |
62,694 |
88,580 |
+71,887 |
| Sep09 |
090715 |
3100.0 |
3167.0 |
3092.0 |
3166.5 |
+90.0 |
3,109 |
43,568 |
+3,083 |
| Total Volume and Open Interest |
248,911 |
567,147 |
+58,861 |
| Hang Seng Index(HKFE) |
| Jul09 |
090715 |
18062 |
18302 |
18005 |
18255 |
+393 |
73,252 |
85,651 |
+4,716 |
| Aug09 |
090715 |
18000 |
18261 |
17984 |
18216 |
+386 |
1,003 |
6,548 |
+150 |
| Sep09 |
090715 |
17920 |
18170 |
17891 |
18126 |
+395 |
152 |
2,402 |
+40 |
| Total Volume and Open Interest |
74,445 |
95,242 |
+4,890 |
| DAX(EUREX) |
| Sep09 |
090715 |
4829.0 |
4948.5 |
4812.5 |
4921.0 |
+144.0 |
170,254 |
139,868 |
-1,871 |
| Dec09 |
090715 |
4839.0 |
4950.5 |
4821.0 |
4924.5 |
+144.0 |
244 |
9,000 |
+16 |
| Mar10 |
090715 |
4862.0 |
4959.0 |
4852.0 |
4933.0 |
+144.0 |
27 |
707 |
-3 |
| Total Volume and Open Interest |
170,525 |
149,575 |
-1,858 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090715 |
4228.00 |
4341.50 |
4220.50 |
4309.00 |
+115.00 |
97,443 |
615,722 |
+3,656 |
| Dec09 |
090715 |
4195.00 |
4301.00 |
4195.00 |
4280.00 |
+115.50 |
132 |
4,045 |
-51 |
| Mar10 |
090715 |
4195.50 |
4247.50 |
4195.50 |
4247.50 |
+115.00 |
0 |
425 |
+0 |
| Total Volume and Open Interest |
97,575 |
620,192 |
+3,605 |
| SPI 200(SFE) |
| Sep09 |
090715 |
3838.0 |
3903.0 |
3833.0 |
3888.0 |
+41.0 |
32,431 |
212,833 |
-6,641 |
| Dec09 |
090715 |
3873.0 |
3894.0 |
3873.0 |
3894.0 |
+41.0 |
191 |
3,621 |
+115 |
| Mar10 |
090715 |
3870.0 |
3870.0 |
3870.0 |
3870.0 |
+41.0 |
0 |
4,317 |
+0 |
| Total Volume and Open Interest |
32,934 |
221,527 |
-6,256 |
| GSCI(CME) |
| Aug09 |
090715 |
415.00 |
419.50 |
414.00 |
419.50 |
+14.00 |
3,625 |
11,620 |
+3,340 |
| Sep09 |
090715 |
424.50 |
426.00 |
424.00 |
425.00 |
+13.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
7,283 |
16,471 |
+265 |
| Reuters CCI(ICE) |
| Aug09 |
090519 |
411.50 |
411.50 |
411.50 |
411.50 |
+6.00 |
0 |
417 |
+1 |
| Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+0 |
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
+8.50 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
0 |
151 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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|