|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri July 17, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090717 |
977.25 |
1011.00 |
977.25 |
1009.50 |
+33.50 |
28,439 |
55,843 |
+289 |
| Sep09 |
090717 |
916.25 |
951.25 |
916.25 |
948.50 |
+32.50 |
6,456 |
22,724 |
+522 |
| Nov09 |
090717 |
890.00 |
926.75 |
889.25 |
923.50 |
+33.50 |
84,496 |
237,704 |
+3,007 |
| Jan10 |
090717 |
897.50 |
933.00 |
897.50 |
931.25 |
+33.25 |
5,235 |
33,099 |
+852 |
| Mar10 |
090717 |
906.50 |
938.25 |
904.50 |
936.00 |
+31.50 |
1,649 |
19,246 |
+233 |
| May10 |
090717 |
914.50 |
940.50 |
911.75 |
936.50 |
+27.50 |
722 |
10,641 |
-93 |
| Jul10 |
090717 |
912.25 |
945.00 |
912.25 |
935.50 |
+21.50 |
3,181 |
15,721 |
+667 |
| Total Volume and Open Interest |
132,308 |
415,272 |
+5,603 |
| Soybean Meal(CBOT) |
| Aug09 |
090717 |
310.80 |
318.40 |
307.70 |
317.50 |
+8.50 |
16,523 |
29,033 |
-47 |
| Sep09 |
090717 |
287.70 |
297.90 |
286.70 |
295.70 |
+8.20 |
6,813 |
27,127 |
+675 |
| Oct09 |
090717 |
272.50 |
284.50 |
272.50 |
282.70 |
+9.70 |
1,950 |
19,973 |
+29 |
| Dec09 |
090717 |
268.60 |
280.90 |
268.50 |
278.70 |
+10.20 |
21,431 |
70,322 |
-263 |
| Jan10 |
090717 |
267.40 |
278.00 |
266.70 |
276.20 |
+9.70 |
898 |
7,394 |
+281 |
| Mar10 |
090717 |
268.30 |
278.30 |
267.60 |
275.70 |
+8.70 |
1,087 |
6,509 |
+79 |
| May10 |
090717 |
272.00 |
278.50 |
269.00 |
274.70 |
+6.40 |
520 |
7,076 |
+63 |
| Jul10 |
090717 |
273.30 |
279.20 |
271.30 |
275.50 |
+5.40 |
345 |
3,361 |
+55 |
| Total Volume and Open Interest |
49,874 |
174,169 |
+987 |
| Soybean Oil(CBOT) |
| Aug09 |
090717 |
33.80 |
34.82 |
33.76 |
34.82 |
+1.02 |
19,716 |
40,169 |
-1,273 |
| Sep09 |
090717 |
34.01 |
35.00 |
33.97 |
34.99 |
+1.03 |
7,203 |
37,737 |
+1,839 |
| Oct09 |
090717 |
34.46 |
35.24 |
34.41 |
35.16 |
+1.03 |
1,585 |
17,107 |
-274 |
| Dec09 |
090717 |
34.50 |
35.53 |
34.45 |
35.52 |
+1.04 |
30,909 |
115,402 |
+142 |
| Jan10 |
090717 |
35.36 |
35.86 |
35.34 |
35.86 |
+1.03 |
751 |
13,711 |
+239 |
| Mar10 |
090717 |
35.22 |
36.15 |
35.13 |
36.10 |
+1.03 |
1,201 |
7,680 |
+301 |
| May10 |
090717 |
35.20 |
36.20 |
35.20 |
36.20 |
+1.01 |
539 |
6,164 |
+93 |
| Jul10 |
090717 |
35.30 |
36.32 |
35.29 |
36.32 |
+1.03 |
463 |
4,604 |
+126 |
| Total Volume and Open Interest |
62,532 |
250,901 |
+1,239 |
| Canola(WCE) |
| Jul09 |
090717 |
503.2 |
503.2 |
503.2 |
503.2 |
+6.4 |
|
|
|
| Nov09 |
090717 |
424.7 |
428.5 |
420.7 |
425.6 |
+1.4 |
4,013 |
77,742 |
-275 |
| Jan10 |
090717 |
427.5 |
432.3 |
425.9 |
430.0 |
+1.0 |
361 |
9,626 |
+2 |
| Mar10 |
090717 |
436.0 |
436.0 |
433.8 |
433.8 |
+1.0 |
39 |
1,737 |
-1 |
| May10 |
090717 |
435.8 |
435.8 |
435.8 |
435.8 |
+1.0 |
0 |
510 |
+0 |
| Total Volume and Open Interest |
4,413 |
90,227 |
-274 |
| Corn(CBOT) |
| Sep09 |
090717 |
317.25 |
322.75 |
316.00 |
322.25 |
+5.50 |
70,109 |
263,964 |
+4,263 |
| Dec09 |
090717 |
326.00 |
332.00 |
324.75 |
331.50 |
+6.25 |
118,342 |
424,567 |
+9,029 |
| Mar10 |
090717 |
339.50 |
345.25 |
338.75 |
345.25 |
+6.00 |
9,942 |
73,077 |
+1,085 |
| May10 |
090717 |
350.00 |
355.00 |
348.25 |
354.75 |
+6.00 |
1,160 |
17,249 |
+120 |
| Jul10 |
090717 |
359.75 |
364.75 |
357.50 |
364.25 |
+6.50 |
4,948 |
50,568 |
-471 |
| Sep10 |
090717 |
366.00 |
371.50 |
366.00 |
371.50 |
+5.25 |
727 |
6,434 |
+61 |
| Total Volume and Open Interest |
210,896 |
899,639 |
+13,288 |
| Wheat(CBOT) |
| Sep09 |
090717 |
533.00 |
547.50 |
528.00 |
541.75 |
+8.50 |
37,769 |
144,387 |
+896 |
| Dec09 |
090717 |
558.75 |
573.75 |
555.00 |
568.00 |
+8.50 |
19,374 |
103,716 |
-431 |
| Mar10 |
090717 |
585.25 |
591.25 |
573.50 |
586.25 |
+8.75 |
1,984 |
16,420 |
+268 |
| May10 |
090717 |
589.25 |
609.00 |
587.75 |
597.25 |
+8.75 |
429 |
2,028 |
+93 |
| Jul10 |
090717 |
597.00 |
611.25 |
595.00 |
606.25 |
+8.75 |
962 |
37,894 |
+70 |
| Total Volume and Open Interest |
60,628 |
310,982 |
+930 |
| Wheat(KCBT) |
| Sep09 |
090717 |
560.50 |
574.00 |
554.00 |
566.50 |
+7.00 |
9,480 |
41,487 |
-1,015 |
| Dec09 |
090717 |
575.00 |
590.75 |
571.25 |
583.50 |
+7.50 |
5,129 |
35,213 |
+584 |
| Mar10 |
090717 |
592.00 |
606.50 |
587.50 |
599.50 |
+7.00 |
404 |
5,760 |
+38 |
| May10 |
090717 |
608.00 |
616.50 |
598.50 |
610.25 |
+6.75 |
110 |
1,264 |
+12 |
| Jul10 |
090717 |
614.50 |
626.75 |
609.50 |
620.75 |
+6.25 |
358 |
10,138 |
+188 |
| Total Volume and Open Interest |
15,505 |
95,398 |
-180 |
| Wheat(MGE) |
| Jul09 |
090714 |
618.00 |
621.00 |
618.00 |
618.00 |
-3.00 |
0 |
26 |
+0 |
| Sep09 |
090717 |
615.00 |
624.25 |
612.50 |
616.25 |
+1.25 |
1,963 |
11,250 |
-299 |
| Dec09 |
090717 |
621.25 |
632.50 |
620.50 |
626.00 |
+4.00 |
690 |
12,921 |
+11 |
| Mar10 |
090717 |
635.25 |
644.00 |
632.00 |
637.75 |
+4.25 |
77 |
3,212 |
-33 |
| May10 |
090717 |
638.25 |
650.75 |
638.25 |
644.50 |
+1.75 |
38 |
1,072 |
-5 |
| Total Volume and Open Interest |
2,868 |
34,083 |
-403 |
| Oats(CBOT) |
| Sep09 |
090717 |
212.50 |
215.75 |
210.25 |
215.25 |
+0.75 |
146 |
3,693 |
+18 |
| Dec09 |
090717 |
223.00 |
227.50 |
222.00 |
227.25 |
+1.25 |
471 |
8,246 |
-72 |
| Mar10 |
090717 |
236.00 |
239.25 |
236.00 |
239.25 |
+1.25 |
32 |
1,300 |
+8 |
| May10 |
090717 |
247.25 |
247.25 |
246.00 |
247.25 |
+1.25 |
0 |
88 |
+0 |
| Total Volume and Open Interest |
649 |
13,327 |
-46 |
| Rough Rice(CBOT) |
| Jul09 |
090714 |
12.99 |
13.10 |
12.89 |
12.89 |
-0.01 |
16 |
85 |
+5 |
| Sep09 |
090717 |
13.02 |
13.05 |
12.83 |
12.97 |
-0.10 |
367 |
5,270 |
+14 |
| Nov09 |
090717 |
13.07 |
13.14 |
12.98 |
13.11 |
-0.04 |
120 |
2,019 |
-18 |
| Jan10 |
090717 |
13.16 |
13.30 |
13.15 |
13.25 |
-0.05 |
2 |
275 |
+2 |
| Total Volume and Open Interest |
490 |
8,090 |
-3 |
| Live Cattle(CME) |
| Aug09 |
090717 |
85.600 |
86.575 |
85.425 |
86.375 |
+0.775 |
15,161 |
58,184 |
-3,570 |
| Oct09 |
090717 |
91.350 |
92.150 |
91.150 |
91.950 |
+0.525 |
17,045 |
91,130 |
+4,897 |
| Dec09 |
090717 |
90.025 |
90.750 |
89.500 |
90.350 |
+0.400 |
5,092 |
47,273 |
+1,009 |
| Feb10 |
090717 |
89.500 |
89.900 |
88.750 |
89.825 |
+0.650 |
1,872 |
15,872 |
+505 |
| Apr10 |
090717 |
90.200 |
91.050 |
90.100 |
90.900 |
+0.475 |
591 |
7,866 |
+195 |
| Jun10 |
090717 |
87.900 |
88.800 |
87.800 |
88.725 |
+0.450 |
325 |
2,635 |
+130 |
| Total Volume and Open Interest |
40,200 |
223,615 |
+3,242 |
| Feeder Cattle(CME) |
| Aug09 |
090717 |
104.000 |
104.800 |
103.650 |
104.600 |
+0.700 |
1,431 |
10,399 |
-287 |
| Sep09 |
090717 |
104.000 |
104.800 |
103.750 |
104.725 |
+0.650 |
1,145 |
7,466 |
+329 |
| Oct09 |
090717 |
103.850 |
104.600 |
103.575 |
104.575 |
+0.725 |
1,238 |
5,878 |
+424 |
| Nov09 |
090717 |
104.000 |
104.500 |
103.800 |
104.500 |
+0.350 |
199 |
1,667 |
+50 |
| Jan10 |
090717 |
102.600 |
102.900 |
102.450 |
102.900 |
+0.400 |
6 |
523 |
+3 |
| Mar10 |
090717 |
102.000 |
102.500 |
102.000 |
102.500 |
+0.500 |
22 |
166 |
+14 |
| Apr10 |
090717 |
102.200 |
102.200 |
101.700 |
102.200 |
+0.600 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
4,041 |
26,132 |
+533 |
| Lean Hogs(CME) |
| Aug09 |
090717 |
65.225 |
65.550 |
64.050 |
64.675 |
-0.550 |
17,019 |
29,980 |
-2,286 |
| Oct09 |
090717 |
60.300 |
60.850 |
59.750 |
60.550 |
+0.075 |
11,013 |
49,343 |
+1,508 |
| Dec09 |
090717 |
59.100 |
59.225 |
58.400 |
58.950 |
unch |
3,673 |
30,888 |
+619 |
| Feb10 |
090717 |
63.700 |
64.250 |
63.675 |
64.175 |
-0.075 |
1,294 |
12,373 |
+461 |
| Apr10 |
090717 |
67.450 |
67.900 |
67.400 |
67.750 |
+0.150 |
211 |
4,724 |
+25 |
| May10 |
090717 |
71.825 |
71.975 |
71.500 |
71.975 |
+0.025 |
6 |
419 |
+4 |
| Jun10 |
090717 |
74.450 |
74.875 |
74.450 |
74.850 |
-0.025 |
201 |
2,616 |
+106 |
| Jul10 |
090717 |
73.800 |
74.150 |
73.500 |
74.100 |
-0.300 |
16 |
604 |
+14 |
| Total Volume and Open Interest |
33,449 |
131,390 |
-4,055 |
| Pork Bellies(CME) |
| Jul09 |
090717 |
62.500 |
62.500 |
62.500 |
62.500 |
+2.000 |
0 |
28 |
+0 |
| Aug09 |
090717 |
62.850 |
64.000 |
61.050 |
63.800 |
+1.750 |
98 |
462 |
+14 |
| Feb10 |
090717 |
86.200 |
86.200 |
84.700 |
85.800 |
unch |
2 |
141 |
+1 |
| Mar10 |
090717 |
83.000 |
83.400 |
83.000 |
83.000 |
unch |
0 |
42 |
+0 |
| May10 |
090717 |
86.500 |
86.500 |
86.500 |
86.500 |
unch |
|
|
|
| Total Volume and Open Interest |
100 |
673 |
+15 |
| Class III Milk(CME) |
| Jul09 |
090717 |
9.95 |
10.03 |
9.95 |
10.00 |
+0.03 |
72 |
4,602 |
-3 |
| Aug09 |
090717 |
10.60 |
10.70 |
10.40 |
10.52 |
-0.01 |
462 |
4,136 |
+49 |
| Sep09 |
090717 |
11.64 |
11.90 |
11.50 |
11.65 |
+0.08 |
408 |
4,033 |
+33 |
| Oct09 |
090717 |
12.47 |
12.69 |
12.37 |
12.46 |
+0.09 |
231 |
3,445 |
+51 |
| Nov09 |
090717 |
13.50 |
13.59 |
13.34 |
13.42 |
+0.08 |
212 |
3,333 |
+123 |
| Total Volume and Open Interest |
1,672 |
27,045 |
+335 |
| Cocoa(ICE) |
| Jul09 |
090716 |
2664 |
2666 |
2647 |
2647 |
-43 |
0 |
1 |
-3 |
| Sep09 |
090717 |
2670 |
2786 |
2660 |
2762 |
+85 |
5,780 |
46,372 |
-57 |
| Dec09 |
090717 |
2719 |
2803 |
2685 |
2783 |
+81 |
940 |
29,852 |
+176 |
| Mar10 |
090717 |
2778 |
2819 |
2760 |
2798 |
+77 |
1,118 |
19,394 |
+661 |
| May10 |
090717 |
2763 |
2822 |
2763 |
2801 |
+79 |
616 |
4,854 |
+121 |
| Jul10 |
090717 |
2766 |
2808 |
2766 |
2808 |
+79 |
0 |
3,587 |
-2 |
| Sep10 |
090717 |
2765 |
2809 |
2765 |
2809 |
+79 |
0 |
2,334 |
+0 |
| Total Volume and Open Interest |
8,525 |
110,711 |
+969 |
| Coffee "C"(ICE) |
| Jul09 |
090717 |
116.25 |
116.25 |
116.25 |
116.25 |
+2.75 |
2 |
22 |
-6 |
| Sep09 |
090717 |
116.00 |
119.00 |
115.80 |
118.70 |
+3.05 |
6,808 |
61,703 |
+41 |
| Dec09 |
090717 |
118.90 |
121.85 |
118.90 |
121.70 |
+3.00 |
828 |
26,578 |
+5 |
| Mar10 |
090717 |
122.45 |
124.70 |
122.45 |
124.50 |
+2.90 |
306 |
11,531 |
+25 |
| May10 |
090717 |
125.30 |
126.50 |
125.30 |
126.50 |
+2.90 |
185 |
3,705 |
+9 |
| Jul10 |
090717 |
126.80 |
128.40 |
126.80 |
128.40 |
+2.90 |
67 |
1,471 |
-3 |
| Total Volume and Open Interest |
9,334 |
107,736 |
+87 |
| Orange Juice(ICE) |
| Sep09 |
090717 |
101.80 |
104.85 |
101.05 |
103.65 |
+1.90 |
4,115 |
18,233 |
-553 |
| Nov09 |
090717 |
104.80 |
107.80 |
104.80 |
106.80 |
+1.75 |
1,114 |
8,409 |
+760 |
| Jan10 |
090717 |
108.10 |
110.35 |
108.10 |
109.80 |
+1.75 |
80 |
1,087 |
-12 |
| Mar10 |
090717 |
111.45 |
113.15 |
111.45 |
113.15 |
+1.80 |
884 |
1,866 |
+839 |
| May10 |
090717 |
113.95 |
115.65 |
113.95 |
115.65 |
+1.90 |
0 |
130 |
+0 |
| Jul10 |
090717 |
118.65 |
118.65 |
118.65 |
118.65 |
+1.90 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
6,193 |
29,966 |
+1,034 |
| Sugar #11(ICE) |
| Oct09 |
090717 |
17.45 |
17.58 |
17.25 |
17.30 |
-0.09 |
32,943 |
307,407 |
-2,741 |
| Mar10 |
090717 |
18.67 |
18.80 |
18.52 |
18.56 |
-0.09 |
20,751 |
175,936 |
-2,043 |
| May10 |
090717 |
18.16 |
18.32 |
18.08 |
18.11 |
-0.09 |
8,327 |
41,242 |
+519 |
| Jul10 |
090717 |
17.71 |
17.74 |
17.56 |
17.59 |
-0.10 |
7,148 |
80,919 |
+10,762 |
| Oct10 |
090717 |
17.52 |
17.52 |
17.30 |
17.35 |
-0.12 |
5,838 |
46,000 |
+697 |
| Total Volume and Open Interest |
77,905 |
726,738 |
+7,336 |
| Sugar #14(ICE) |
| Sep09 |
090717 |
23.05 |
23.25 |
23.05 |
23.15 |
+0.12 |
307 |
2,287 |
-31 |
| Total Volume and Open Interest |
307 |
2,287 |
-31 |
| London Cocoa(LCE) |
| Sep09 |
090717 |
1729 |
1773 |
1729 |
1773 |
+66 |
6,818 |
44,094 |
+2,545 |
| Dec09 |
090717 |
1737 |
1783 |
1737 |
1782 |
+70 |
4,203 |
32,576 |
+669 |
| Mar10 |
090717 |
1754 |
1784 |
1745 |
1783 |
+67 |
1,564 |
30,895 |
+603 |
| May10 |
090717 |
1750 |
1778 |
1743 |
1778 |
+66 |
139 |
16,342 |
+112 |
| Jul10 |
090717 |
1755 |
1773 |
1755 |
1773 |
+69 |
441 |
6,740 |
+431 |
| Sep10 |
090717 |
1710 |
1772 |
1710 |
1772 |
+69 |
30 |
2,619 |
-87 |
| Dec10 |
090717 |
1778 |
1778 |
1778 |
1778 |
+68 |
70 |
651 |
+70 |
| Total Volume and Open Interest |
20,779 |
157,203 |
-834 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090717 |
461.00 |
464.00 |
456.00 |
458.20 |
-2.70 |
3,431 |
49,111 |
-301 |
| Dec09 |
090717 |
475.80 |
476.00 |
470.90 |
472.70 |
-1.40 |
1,050 |
9,078 |
+206 |
| Mar10 |
090717 |
486.00 |
487.60 |
482.20 |
482.90 |
-1.90 |
949 |
12,874 |
-175 |
| May10 |
090717 |
480.90 |
480.90 |
478.30 |
479.10 |
-1.90 |
254 |
2,061 |
+224 |
| Aug10 |
090717 |
474.60 |
476.50 |
473.00 |
473.70 |
-1.60 |
428 |
1,671 |
+173 |
| Total Volume and Open Interest |
8,640 |
78,543 |
-995 |
| Cotton(ICE) |
| Oct09 |
090717 |
61.40 |
62.24 |
61.21 |
62.10 |
+0.52 |
166 |
2,525 |
-6 |
| Dec09 |
090717 |
63.25 |
64.18 |
63.15 |
64.06 |
+0.60 |
8,724 |
102,416 |
+1,199 |
| Mar10 |
090717 |
65.57 |
66.25 |
65.32 |
66.17 |
+0.68 |
484 |
14,207 |
+243 |
| May10 |
090717 |
66.80 |
67.33 |
66.55 |
67.31 |
+0.51 |
9 |
784 |
-3 |
| Jul10 |
090717 |
67.87 |
68.53 |
67.87 |
68.38 |
+0.51 |
44 |
1,997 |
+18 |
| Oct10 |
090717 |
69.58 |
69.58 |
69.58 |
69.58 |
+0.51 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
9,496 |
124,133 |
+1,477 |
| Lumber(CME) |
| Sep09 |
090717 |
186.4 |
190.4 |
179.0 |
185.2 |
-1.2 |
575 |
5,090 |
-43 |
| Nov09 |
090717 |
191.0 |
193.9 |
186.5 |
187.6 |
-3.5 |
105 |
1,477 |
+40 |
| Jan10 |
090717 |
208.1 |
211.0 |
205.0 |
208.8 |
-2.6 |
50 |
756 |
+2 |
| Mar10 |
090717 |
222.4 |
230.1 |
222.0 |
225.0 |
-0.9 |
5 |
37 |
+3 |
| Total Volume and Open Interest |
735 |
7,372 |
-179 |
| Crude Oil(NYM) |
| Aug09 |
090717 |
62.24 |
63.99 |
61.04 |
63.56 |
+1.54 |
279,729 |
95,171 |
-23,618 |
| Sep09 |
090717 |
63.10 |
65.00 |
62.09 |
64.58 |
+1.52 |
163,263 |
299,430 |
+10,306 |
| Oct09 |
090717 |
64.36 |
66.25 |
63.39 |
65.85 |
+1.52 |
46,206 |
87,339 |
+3,159 |
| Nov09 |
090717 |
65.55 |
67.40 |
64.62 |
67.05 |
+1.52 |
27,781 |
40,310 |
-1,439 |
| Dec09 |
090717 |
66.55 |
68.41 |
65.62 |
68.03 |
+1.51 |
54,918 |
162,885 |
+184 |
| Jan10 |
090717 |
66.91 |
69.01 |
66.90 |
68.86 |
+1.50 |
7,654 |
32,013 |
-742 |
| Feb10 |
090717 |
69.30 |
69.87 |
69.23 |
69.55 |
+1.50 |
4,616 |
20,164 |
-1,410 |
| Mar10 |
090717 |
69.78 |
70.48 |
69.50 |
70.14 |
+1.52 |
3,698 |
16,643 |
-627 |
| Apr10 |
090717 |
69.77 |
70.67 |
69.77 |
70.67 |
+1.53 |
1,211 |
10,674 |
-140 |
| May10 |
090717 |
70.62 |
71.18 |
70.62 |
71.18 |
+1.54 |
1,225 |
9,225 |
-757 |
| Jun10 |
090717 |
69.66 |
71.96 |
69.66 |
71.66 |
+1.54 |
5,802 |
42,497 |
-766 |
| Jul10 |
090717 |
70.06 |
72.34 |
69.71 |
72.03 |
+1.52 |
1,193 |
29,425 |
-149 |
| Aug10 |
090717 |
72.32 |
72.32 |
72.32 |
72.32 |
+1.52 |
733 |
7,001 |
+130 |
| Sep10 |
090717 |
72.60 |
72.60 |
72.60 |
72.60 |
+1.52 |
531 |
11,612 |
+95 |
| Oct10 |
090717 |
72.89 |
72.89 |
72.89 |
72.89 |
+1.51 |
238 |
5,558 |
-159 |
| Nov10 |
090717 |
73.21 |
73.21 |
73.21 |
73.21 |
+1.51 |
128 |
7,904 |
-130 |
| Total Volume and Open Interest |
618,891 |
1,184,545 |
-19,184 |
| e-miNY Crude Oil(NYM) |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090717 |
62.125 |
64.000 |
61.050 |
63.550 |
+1.525 |
11,084 |
4,395 |
-208 |
| Sep09 |
090717 |
63.050 |
65.000 |
62.100 |
64.575 |
+1.525 |
1,895 |
1,149 |
+36 |
| Oct09 |
090717 |
64.600 |
66.200 |
63.700 |
65.850 |
+1.525 |
81 |
249 |
+28 |
| Nov09 |
090717 |
65.050 |
67.050 |
65.050 |
67.050 |
+1.525 |
138 |
155 |
+136 |
| Dec09 |
090717 |
67.750 |
68.300 |
67.500 |
68.025 |
+1.500 |
19 |
73 |
-10 |
| Jan10 |
090717 |
68.850 |
68.850 |
68.850 |
68.850 |
+1.500 |
|
|
|
| Feb10 |
090717 |
69.550 |
69.550 |
69.550 |
69.550 |
+1.500 |
|
|
|
| Mar10 |
090717 |
70.150 |
70.150 |
70.150 |
70.150 |
+1.525 |
0 |
1 |
+0 |
| Apr10 |
090717 |
70.675 |
70.675 |
70.675 |
70.675 |
+1.525 |
|
|
|
| Total Volume and Open Interest |
13,217 |
6,097 |
-18 |
| Heating Oil(NYM) |
| Aug09 |
090717 |
159.95 |
165.71 |
157.46 |
164.10 |
+4.16 |
37,514 |
43,644 |
-2,521 |
| Sep09 |
090717 |
163.48 |
169.27 |
160.95 |
167.58 |
+4.10 |
20,951 |
52,501 |
+1,149 |
| Oct09 |
090717 |
165.24 |
172.66 |
165.02 |
171.12 |
+4.17 |
9,875 |
31,900 |
+156 |
| Nov09 |
090717 |
169.53 |
175.90 |
169.05 |
174.81 |
+4.27 |
4,994 |
18,481 |
+694 |
| Dec09 |
090717 |
173.43 |
179.74 |
171.78 |
178.34 |
+4.22 |
9,083 |
36,114 |
-404 |
| Jan10 |
090717 |
176.60 |
182.00 |
176.60 |
181.84 |
+4.19 |
2,818 |
18,490 |
-39 |
| Feb10 |
090717 |
180.56 |
184.34 |
180.56 |
184.34 |
+4.34 |
1,340 |
10,862 |
+397 |
| Mar10 |
090717 |
185.74 |
185.74 |
185.50 |
185.74 |
+4.44 |
867 |
8,760 |
+125 |
| Apr10 |
090717 |
186.44 |
186.44 |
186.44 |
186.44 |
+4.44 |
556 |
6,101 |
+153 |
| May10 |
090717 |
186.46 |
188.16 |
186.46 |
187.39 |
+4.49 |
554 |
7,675 |
+157 |
| Jun10 |
090717 |
182.50 |
188.83 |
182.50 |
188.49 |
+4.49 |
3,063 |
17,884 |
-24 |
| Jul10 |
090717 |
189.60 |
190.98 |
185.83 |
190.54 |
+4.44 |
886 |
2,823 |
+79 |
| Total Volume and Open Interest |
98,657 |
294,464 |
+778 |
| Gasoline(NYMEX) |
| Aug09 |
090717 |
172.00 |
177.34 |
169.70 |
176.99 |
+5.64 |
40,183 |
46,253 |
+1,180 |
| Sep09 |
090717 |
171.89 |
176.49 |
168.83 |
176.14 |
+5.52 |
25,964 |
67,671 |
+2,255 |
| Oct09 |
090717 |
161.89 |
166.95 |
160.04 |
166.75 |
+5.30 |
13,413 |
27,399 |
-1,664 |
| Nov09 |
090717 |
161.81 |
166.36 |
161.79 |
166.36 |
+5.19 |
8,327 |
14,517 |
+1,415 |
| Dec09 |
090717 |
162.30 |
167.60 |
160.74 |
167.43 |
+4.85 |
7,304 |
17,764 |
+2,050 |
| Jan10 |
090717 |
165.60 |
169.74 |
165.60 |
169.74 |
+4.74 |
3,175 |
9,212 |
+828 |
| Feb10 |
090717 |
168.20 |
172.04 |
168.20 |
172.04 |
+4.64 |
1,529 |
3,197 |
+241 |
| Mar10 |
090717 |
170.65 |
174.50 |
170.65 |
174.49 |
+4.59 |
889 |
3,550 |
+95 |
| Apr10 |
090717 |
187.84 |
187.84 |
187.84 |
187.84 |
+4.59 |
549 |
4,053 |
+124 |
| May10 |
090717 |
189.24 |
189.24 |
189.24 |
189.24 |
+4.49 |
398 |
2,262 |
+264 |
| Total Volume and Open Interest |
102,274 |
203,659 |
+6,852 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090717 |
1.71 |
1.71 |
1.71 |
1.77 |
+0.06 |
0 |
1 |
+0 |
| Sep09 |
090717 |
176.14 |
176.14 |
176.14 |
176.14 |
+5.52 |
|
|
|
| Oct09 |
090717 |
166.75 |
166.75 |
166.75 |
166.75 |
+5.30 |
|
|
|
| Nov09 |
090717 |
166.36 |
166.36 |
166.36 |
166.36 |
+5.19 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Aug09 |
090717 |
3.616 |
3.785 |
3.544 |
3.669 |
+0.001 |
147,103 |
109,435 |
-7,977 |
| Sep09 |
090717 |
3.756 |
3.926 |
3.690 |
3.816 |
+0.003 |
82,325 |
143,629 |
+17,937 |
| Oct09 |
090717 |
3.956 |
4.136 |
3.902 |
4.028 |
+0.008 |
20,305 |
87,443 |
+1,094 |
| Nov09 |
090717 |
4.580 |
4.774 |
4.551 |
4.673 |
+0.007 |
5,526 |
39,240 |
+14 |
| Dec09 |
090717 |
5.308 |
5.412 |
5.199 |
5.316 |
+0.002 |
4,562 |
43,748 |
-49 |
| Jan10 |
090717 |
5.535 |
5.694 |
5.475 |
5.596 |
+0.002 |
7,298 |
41,719 |
-252 |
| Feb10 |
090717 |
5.542 |
5.712 |
5.526 |
5.626 |
+0.001 |
661 |
20,506 |
+160 |
| Mar10 |
090717 |
5.495 |
5.632 |
5.461 |
5.552 |
-0.007 |
3,067 |
35,954 |
-783 |
| Apr10 |
090717 |
5.464 |
5.535 |
5.378 |
5.460 |
-0.012 |
2,207 |
34,485 |
+87 |
| May10 |
090717 |
5.442 |
5.574 |
5.442 |
5.503 |
-0.016 |
408 |
18,998 |
+90 |
| Jun10 |
090717 |
5.554 |
5.665 |
5.554 |
5.595 |
-0.022 |
280 |
9,451 |
+7 |
| Jul10 |
090717 |
5.635 |
5.782 |
5.635 |
5.713 |
-0.022 |
772 |
9,434 |
+301 |
| Aug10 |
090717 |
5.767 |
5.876 |
5.767 |
5.803 |
-0.022 |
604 |
9,128 |
-222 |
| Sep10 |
090717 |
5.786 |
5.938 |
5.786 |
5.865 |
-0.022 |
338 |
6,906 |
-149 |
| Oct10 |
090717 |
5.894 |
6.044 |
5.894 |
5.975 |
-0.022 |
901 |
17,567 |
+98 |
| Nov10 |
090717 |
6.338 |
6.380 |
6.305 |
6.315 |
-0.027 |
404 |
6,015 |
+9 |
| Total Volume and Open Interest |
278,168 |
759,926 |
+10,686 |
| Brent Crude Oil(ICE) |
| Sep09 |
090717 |
63.80 |
65.93 |
62.81 |
65.38 |
+1.63 |
149,578 |
145,782 |
+13,348 |
| Oct09 |
090717 |
64.32 |
66.55 |
63.50 |
66.04 |
+1.61 |
59,786 |
106,927 |
+6,910 |
| Nov09 |
090717 |
64.98 |
67.28 |
64.33 |
66.82 |
+1.56 |
22,476 |
31,767 |
-634 |
| Dec09 |
090717 |
65.59 |
68.07 |
65.15 |
67.61 |
+1.53 |
35,282 |
98,403 |
+3,375 |
| Jan10 |
090717 |
66.43 |
68.71 |
65.91 |
68.31 |
+1.52 |
5,683 |
24,633 |
-3,127 |
| Feb10 |
090717 |
67.12 |
69.36 |
66.60 |
68.99 |
+1.52 |
3,089 |
15,799 |
-335 |
| Mar10 |
090717 |
67.74 |
69.97 |
67.24 |
69.60 |
+1.51 |
1,923 |
12,024 |
-202 |
| Apr10 |
090717 |
68.33 |
70.58 |
67.86 |
70.20 |
+1.51 |
1,282 |
6,076 |
-25 |
| May10 |
090717 |
68.88 |
71.15 |
68.43 |
70.77 |
+1.53 |
889 |
4,517 |
-1 |
| Jun10 |
090717 |
69.46 |
71.65 |
68.93 |
71.28 |
+1.55 |
2,340 |
32,822 |
-89 |
| Jul10 |
090717 |
71.44 |
71.69 |
71.43 |
71.69 |
+1.55 |
329 |
8,789 |
-151 |
| Aug10 |
090717 |
72.03 |
72.03 |
72.03 |
72.03 |
+1.54 |
103 |
6,142 |
-22 |
| Sep10 |
090717 |
72.35 |
72.35 |
72.33 |
72.33 |
+1.50 |
402 |
2,639 |
+107 |
| Oct10 |
090717 |
72.66 |
72.66 |
72.30 |
72.63 |
+1.50 |
303 |
2,769 |
+93 |
| Total Volume and Open Interest |
348,704 |
658,178 |
+327 |
| Gas Oil(ICE) |
| Aug09 |
090717 |
516.75 |
535.00 |
510.00 |
526.50 |
+11.00 |
44,872 |
81,701 |
-511 |
| Sep09 |
090717 |
524.25 |
542.50 |
517.75 |
534.25 |
+11.50 |
40,687 |
84,526 |
-383 |
| Oct09 |
090717 |
528.50 |
550.25 |
526.25 |
542.25 |
+12.00 |
17,974 |
44,468 |
+1,292 |
| Nov09 |
090717 |
536.25 |
558.00 |
534.50 |
550.50 |
+12.75 |
8,851 |
28,457 |
+285 |
| Dec09 |
090717 |
544.00 |
566.50 |
542.50 |
559.00 |
+13.50 |
20,852 |
68,189 |
+173 |
| Jan10 |
090717 |
553.00 |
572.00 |
551.50 |
567.75 |
+13.50 |
5,724 |
35,457 |
-807 |
| Feb10 |
090717 |
561.00 |
577.25 |
560.75 |
575.75 |
+13.50 |
1,449 |
16,091 |
-176 |
| Mar10 |
090717 |
568.00 |
584.50 |
567.75 |
583.00 |
+13.75 |
2,018 |
18,794 |
+1,007 |
| Apr10 |
090717 |
574.75 |
590.00 |
574.50 |
590.00 |
+13.75 |
1,129 |
10,336 |
+312 |
| May10 |
090717 |
580.50 |
597.00 |
580.50 |
596.25 |
+14.00 |
898 |
8,172 |
+68 |
| Total Volume and Open Interest |
154,798 |
511,937 |
+4,323 |
| Ethanol(CBOT) |
| Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
| Aug09 |
090717 |
1.550 |
1.550 |
1.525 |
1.534 |
+0.024 |
37 |
390 |
-22 |
| Sep09 |
090717 |
1.510 |
1.510 |
1.510 |
1.510 |
+0.030 |
25 |
522 |
+16 |
| Oct09 |
090717 |
1.492 |
1.492 |
1.492 |
1.492 |
+0.027 |
11 |
339 |
+6 |
| Nov09 |
090717 |
1.485 |
1.485 |
1.485 |
1.485 |
+0.016 |
12 |
232 |
-9 |
| Dec09 |
090717 |
1.485 |
1.485 |
1.485 |
1.485 |
+0.020 |
15 |
375 |
-4 |
| Jan10 |
090717 |
1.481 |
1.500 |
1.470 |
1.495 |
+0.030 |
20 |
418 |
-10 |
| Feb10 |
090717 |
1.490 |
1.490 |
1.490 |
1.490 |
+0.020 |
12 |
449 |
+12 |
| Total Volume and Open Interest |
185 |
3,876 |
+41 |
| US Dollar Index(ICE) |
| Sep09 |
090717 |
79.465 |
79.815 |
79.410 |
79.505 |
+0.135 |
10,395 |
23,100 |
+3,755 |
| Dec09 |
090717 |
80.000 |
80.000 |
79.800 |
79.820 |
+0.120 |
98 |
2,099 |
+9 |
| Mar10 |
090717 |
80.090 |
80.090 |
80.090 |
80.090 |
+0.100 |
|
|
|
| Total Volume and Open Interest |
10,493 |
25,199 |
+3,764 |
| Australian Dollar(CME) |
| Sep09 |
090717 |
80.19 |
80.21 |
79.35 |
80.01 |
-0.20 |
78,017 |
93,138 |
+6,214 |
| Dec09 |
090717 |
79.00 |
79.67 |
78.86 |
79.47 |
-0.20 |
102 |
482 |
+2 |
| Mar10 |
090717 |
78.94 |
79.14 |
78.94 |
78.94 |
-0.20 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
78,119 |
93,636 |
+6,216 |
| British Pound(CME) |
| Sep09 |
090717 |
164.39 |
164.41 |
162.63 |
163.78 |
-0.74 |
89,841 |
92,444 |
+2,548 |
| Dec09 |
090717 |
163.79 |
164.51 |
162.65 |
163.77 |
-0.74 |
33 |
334 |
+7 |
| Mar10 |
090717 |
163.77 |
164.50 |
162.81 |
163.77 |
-0.73 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
89,874 |
92,808 |
+2,555 |
| Canadian Dollar(CME) |
| Sep09 |
090717 |
89.49 |
89.89 |
89.31 |
89.63 |
+0.14 |
74,602 |
83,709 |
+1,419 |
| Dec09 |
090717 |
89.52 |
89.89 |
89.36 |
89.66 |
+0.14 |
100 |
2,243 |
+10 |
| Mar10 |
090717 |
89.60 |
89.89 |
89.39 |
89.68 |
+0.12 |
18 |
638 |
+125 |
| Jun10 |
090717 |
89.70 |
89.91 |
89.59 |
89.70 |
+0.11 |
8 |
129 |
+5 |
| Total Volume and Open Interest |
74,736 |
86,884 |
+1,560 |
| Japanese Yen(CME) |
| Sep09 |
090717 |
106.69 |
107.04 |
106.01 |
106.15 |
-0.59 |
80,627 |
108,634 |
-1,233 |
| Dec09 |
090717 |
107.04 |
107.13 |
106.13 |
106.27 |
-0.59 |
8 |
218 |
-1 |
| Mar10 |
090717 |
106.45 |
107.10 |
106.45 |
106.45 |
-0.60 |
6 |
37 |
+6 |
| Total Volume and Open Interest |
80,641 |
108,890 |
-1,228 |
| Swiss Franc(CME) |
| Sep09 |
090717 |
93.24 |
93.25 |
92.48 |
93.12 |
-0.12 |
42,665 |
36,939 |
+3,235 |
| Dec09 |
090717 |
93.10 |
93.38 |
92.67 |
93.26 |
-0.12 |
3 |
103 |
+2 |
| Mar10 |
090717 |
93.39 |
93.56 |
93.02 |
93.39 |
-0.17 |
1 |
5 |
+1 |
| Total Volume and Open Interest |
42,669 |
37,047 |
+3,238 |
| EuroFX(CME) |
| Sep09 |
090717 |
141.44 |
141.49 |
140.64 |
141.40 |
-0.08 |
220,833 |
132,097 |
+17,115 |
| Dec09 |
090717 |
141.40 |
141.46 |
140.66 |
141.39 |
-0.09 |
121 |
1,303 |
-12 |
| Mar10 |
090717 |
141.40 |
141.49 |
140.86 |
141.40 |
-0.09 |
7 |
338 |
-5 |
| Total Volume and Open Interest |
220,961 |
133,741 |
+17,098 |
| Mexican Peso(CME) |
| Aug09 |
090717 |
749.0 |
749.0 |
733.2 |
749.0 |
+15.8 |
|
|
|
| Sep09 |
090717 |
733.0 |
745.2 |
726.8 |
744.5 |
+15.8 |
17,286 |
42,053 |
-2,265 |
| Total Volume and Open Interest |
17,357 |
43,706 |
-2,195 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090717 |
117~020 |
117~195 |
116~035 |
116~085 |
-0~305 |
318,243 |
693,739 |
-17,933 |
| Dec09 |
090717 |
115~160 |
116~010 |
115~000 |
115~015 |
-0~315 |
146 |
846 |
+11 |
| Mar10 |
090717 |
114~025 |
115~020 |
114~025 |
114~025 |
-0~315 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
318,389 |
694,629 |
-17,922 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090717 |
116~280 |
117~085 |
116~085 |
116~125 |
-0~200 |
1,017,449 |
1,029,852 |
-2,260 |
| Dec09 |
090717 |
115~005 |
115~190 |
114~295 |
114~295 |
-0~215 |
19 |
3,861 |
+4 |
| Mar10 |
090717 |
113~295 |
114~190 |
113~295 |
113~295 |
-0~215 |
|
|
|
| Total Volume and Open Interest |
1,017,468 |
1,033,713 |
-2,256 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090717 |
115~064 |
115~088 |
115~014 |
115~026 |
-0~043 |
463,915 |
750,335 |
-18,251 |
| Dec09 |
090717 |
113~102 |
114~017 |
113~102 |
113~102 |
-0~043 |
0 |
500 |
+0 |
| Mar10 |
090717 |
113~102 |
114~017 |
113~102 |
113~102 |
-0~043 |
|
|
|
| Total Volume and Open Interest |
463,915 |
750,835 |
-18,251 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090717 |
108~055 |
108~060 |
108~040 |
108~047 |
-0~005 |
1,478 |
630,344 |
+4,978 |
| Dec09 |
090717 |
107~106 |
107~113 |
107~106 |
107~106 |
-0~007 |
0 |
2 |
+0 |
| Mar10 |
090717 |
107~106 |
107~113 |
107~106 |
107~106 |
-0~007 |
|
|
|
| Total Volume and Open Interest |
167,767 |
630,346 |
+4,978 |
| Eurodollars(CME) |
| Sep09 |
090717 |
99.445 |
99.470 |
99.445 |
99.465 |
+0.020 |
165,076 |
1,036,582 |
+9,562 |
| Dec09 |
090717 |
99.210 |
99.255 |
99.210 |
99.230 |
+0.020 |
253,596 |
953,507 |
+9,456 |
| Mar10 |
090717 |
98.980 |
99.025 |
98.955 |
98.965 |
-0.010 |
291,399 |
890,494 |
-1,912 |
| Jun10 |
090717 |
98.650 |
98.695 |
98.595 |
98.600 |
-0.050 |
263,836 |
616,416 |
+6,579 |
| Sep10 |
090717 |
98.295 |
98.335 |
98.210 |
98.215 |
-0.085 |
347,588 |
611,849 |
+5,783 |
| Dec10 |
090717 |
97.895 |
97.935 |
97.790 |
97.795 |
-0.105 |
269,121 |
712,017 |
+4,762 |
| Mar11 |
090717 |
97.520 |
97.565 |
97.410 |
97.415 |
-0.115 |
199,844 |
367,558 |
+9,408 |
| Jun11 |
090717 |
97.145 |
97.195 |
97.035 |
97.040 |
-0.120 |
149,904 |
358,559 |
+8,279 |
| Sep11 |
090717 |
96.810 |
96.860 |
96.705 |
96.710 |
-0.115 |
69,844 |
233,782 |
+4,136 |
| Dec11 |
090717 |
96.495 |
96.545 |
96.390 |
96.395 |
-0.115 |
68,060 |
152,558 |
+4,263 |
| Mar12 |
090717 |
96.295 |
96.320 |
96.170 |
96.170 |
-0.115 |
56,380 |
110,686 |
+4,761 |
| Jun12 |
090717 |
96.080 |
96.115 |
95.960 |
95.965 |
-0.115 |
56,879 |
117,031 |
+3,642 |
| Sep12 |
090717 |
95.925 |
95.945 |
95.800 |
95.800 |
-0.115 |
21,779 |
67,323 |
+1,232 |
| Dec12 |
090717 |
95.770 |
95.790 |
95.630 |
95.640 |
-0.115 |
19,319 |
61,003 |
+1,268 |
| Mar13 |
090717 |
95.665 |
95.695 |
95.535 |
95.540 |
-0.120 |
13,603 |
64,987 |
-818 |
| Jun13 |
090717 |
95.555 |
95.575 |
95.425 |
95.425 |
-0.120 |
11,929 |
31,998 |
-251 |
| Sep13 |
090717 |
95.445 |
95.470 |
95.320 |
95.320 |
-0.120 |
5,511 |
40,539 |
+655 |
| Dec13 |
090717 |
95.325 |
95.345 |
95.195 |
95.200 |
-0.120 |
4,018 |
28,865 |
+360 |
| Total Volume and Open Interest |
2,283,747 |
6,601,607 |
+73,142 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090717 |
99.838 |
99.838 |
99.832 |
99.835 |
+0.003 |
1,112 |
59,111 |
-125 |
| Aug09 |
090717 |
99.820 |
99.820 |
99.815 |
99.815 |
unch |
410 |
46,951 |
-72 |
| Sep09 |
090717 |
99.800 |
99.805 |
99.795 |
99.800 |
+0.005 |
595 |
31,502 |
-177 |
| Oct09 |
090717 |
99.790 |
99.790 |
99.780 |
99.785 |
+0.005 |
1,448 |
31,519 |
-477 |
| Nov09 |
090717 |
99.750 |
99.750 |
99.740 |
99.740 |
unch |
858 |
61,518 |
-53 |
| Dec09 |
090717 |
99.720 |
99.725 |
99.715 |
99.715 |
unch |
2,313 |
38,701 |
+279 |
| Total Volume and Open Interest |
19,496 |
378,944 |
+511 |
| 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 |
090717 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090717 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Mar10 |
090717 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
|
|
|
| Jun10 |
090717 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
| Sep10 |
090717 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Dec10 |
090717 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
| Mar11 |
090717 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
|
|
|
| Jun11 |
090717 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Sep11 |
090717 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
| Dec11 |
090717 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090717 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
215 |
10,785 |
+4 |
| Dec09 |
090717 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
400 |
3,512 |
+200 |
| Mar10 |
090717 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
140 |
2,591 |
+16 |
| Jun10 |
090717 |
99.51 |
99.53 |
99.51 |
99.53 |
unch |
140 |
1,288 |
+140 |
| Sep10 |
090717 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
140 |
421 |
+140 |
| Dec10 |
090717 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
0 |
420 |
+0 |
| Mar11 |
090717 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
412 |
+0 |
| Jun11 |
090717 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
52 |
+0 |
| Total Volume and Open Interest |
1,035 |
21,500 |
+496 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090717 |
138.54 |
138.71 |
138.52 |
138.57 |
-0.02 |
3,675 |
12,825 |
+306 |
| Dec09 |
090717 |
138.18 |
138.18 |
138.18 |
138.18 |
-0.02 |
0 |
1 |
+0 |
| Mar10 |
090717 |
137.95 |
137.95 |
137.95 |
137.95 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
3,675 |
13,259 |
+433 |
| Euro-Bund(EUREX) |
| Sep09 |
090717 |
121.69 |
121.80 |
120.82 |
121.15 |
-0.33 |
645,431 |
856,675 |
-17,112 |
| Dec09 |
090717 |
120.33 |
120.33 |
119.50 |
119.79 |
-0.33 |
33 |
137 |
+8 |
| Mar10 |
090717 |
119.41 |
119.41 |
119.41 |
119.41 |
-0.33 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
645,465 |
856,813 |
-17,103 |
| Euro-Bobl(EUREX) |
| Sep09 |
090717 |
115.98 |
116.10 |
115.60 |
115.74 |
-0.60 |
217,689 |
743,810 |
+56,194 |
| Dec09 |
090717 |
114.24 |
114.34 |
114.24 |
114.34 |
-0.20 |
41 |
75 |
+0 |
| Mar10 |
090717 |
114.14 |
114.14 |
114.14 |
114.14 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
325,991 |
686,918 |
+5,230 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090717 |
98.990 |
98.995 |
98.970 |
98.975 |
-0.005 |
134 |
5,495 |
+49 |
| Mar10 |
090717 |
98.840 |
98.840 |
98.815 |
98.815 |
-0.015 |
34 |
2,923 |
+34 |
| Total Volume and Open Interest |
648 |
33,876 |
-56 |
| Long Gilt(LIFFE) |
| Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
| Dec09 |
090717 |
115~15 |
115~15 |
115~15 |
115~15 |
-0~07 |
|
|
|
| Total Volume and Open Interest |
72,525 |
206,056 |
+444 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090717 |
99.08 |
99.14 |
99.07 |
99.11 |
+0.02 |
39,803 |
243,325 |
+46 |
| Dec09 |
090717 |
98.88 |
98.91 |
98.86 |
98.88 |
unch |
37,380 |
252,095 |
+1,216 |
| Mar10 |
090717 |
98.61 |
98.61 |
98.56 |
98.57 |
-0.02 |
46,982 |
326,221 |
+2,503 |
| Jun10 |
090717 |
98.16 |
98.17 |
98.11 |
98.13 |
-0.02 |
45,312 |
309,463 |
+6,987 |
| Sep10 |
090717 |
97.68 |
97.70 |
97.62 |
97.64 |
-0.04 |
55,882 |
276,447 |
-12,844 |
| Dec10 |
090717 |
97.17 |
97.18 |
97.10 |
97.12 |
-0.04 |
29,962 |
242,751 |
+1,712 |
| Total Volume and Open Interest |
290,220 |
2,110,880 |
+7,666 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090717 |
99.130 |
99.135 |
99.120 |
99.125 |
+0.010 |
72,633 |
694,256 |
-8,729 |
| Dec09 |
090717 |
99.005 |
99.005 |
98.965 |
98.975 |
-0.005 |
70,057 |
486,110 |
+1,057 |
| Mar10 |
090717 |
98.850 |
98.850 |
98.800 |
98.815 |
-0.015 |
75,189 |
432,823 |
-516 |
| Total Volume and Open Interest |
604,082 |
3,103,123 |
-2,649 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090717 |
96.78 |
96.81 |
96.73 |
96.78 |
-0.01 |
18,291 |
300,644 |
+866 |
| Dec09 |
090717 |
96.68 |
96.71 |
96.63 |
96.68 |
-0.01 |
23,791 |
237,626 |
+5,254 |
| Mar10 |
090717 |
96.34 |
96.40 |
96.33 |
96.37 |
unch |
8,225 |
130,865 |
-3,742 |
| Jun10 |
090717 |
95.98 |
96.02 |
95.94 |
95.98 |
+0.01 |
2,859 |
82,981 |
+153 |
| Sep10 |
090717 |
95.50 |
95.57 |
95.50 |
95.56 |
+0.03 |
3,753 |
54,330 |
+2,073 |
| Dec10 |
090717 |
95.16 |
95.20 |
95.13 |
95.18 |
+0.03 |
877 |
30,394 |
-1,297 |
| Mar11 |
090717 |
94.81 |
94.86 |
94.81 |
94.86 |
+0.04 |
372 |
17,495 |
+48 |
| Jun11 |
090717 |
94.52 |
94.57 |
94.52 |
94.55 |
+0.05 |
2,166 |
12,603 |
+1,774 |
| Sep11 |
090717 |
94.28 |
94.28 |
94.25 |
94.26 |
+0.07 |
175 |
3,483 |
+75 |
| Dec11 |
090717 |
93.99 |
93.99 |
93.99 |
93.99 |
+0.08 |
200 |
600 |
+0 |
| Total Volume and Open Interest |
60,909 |
871,903 |
+5,204 |
| 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 |
090717 |
94.60 |
94.60 |
94.60 |
94.60 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
31,865 |
342,378 |
-4,518 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090717 |
95.41 |
95.50 |
95.38 |
95.47 |
+0.06 |
113,338 |
564,484 |
+10,996 |
| Dec09 |
090717 |
95.47 |
95.47 |
95.47 |
95.47 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
113,338 |
564,484 |
+10,996 |
| Gold(CMX) |
| Aug09 |
090717 |
937.8 |
939.8 |
931.6 |
937.5 |
+2.1 |
122,619 |
181,265 |
-3,572 |
| Oct09 |
090717 |
938.7 |
941.0 |
933.0 |
938.8 |
+2.1 |
5,970 |
14,601 |
-498 |
| Dec09 |
090717 |
940.4 |
942.4 |
934.4 |
940.3 |
+2.1 |
25,227 |
92,959 |
+11,342 |
| Feb10 |
090717 |
941.2 |
942.5 |
936.0 |
941.5 |
+2.1 |
637 |
16,653 |
-74 |
| Apr10 |
090717 |
937.6 |
945.3 |
936.8 |
942.8 |
+2.1 |
1,832 |
17,779 |
+788 |
| Jun10 |
090717 |
943.0 |
944.2 |
943.0 |
944.2 |
+2.1 |
1,165 |
9,857 |
+550 |
| Aug10 |
090717 |
946.0 |
946.0 |
946.0 |
946.0 |
+2.2 |
945 |
4,362 |
+470 |
| Oct10 |
090717 |
948.0 |
948.0 |
948.0 |
948.0 |
+2.3 |
1,100 |
2,451 |
+905 |
| Dec10 |
090717 |
950.3 |
950.3 |
950.3 |
950.3 |
+2.4 |
757 |
13,428 |
-444 |
| Feb11 |
090717 |
953.1 |
953.1 |
953.1 |
953.1 |
+2.7 |
0 |
12 |
+0 |
| Apr11 |
090717 |
956.3 |
956.3 |
956.3 |
956.3 |
+3.0 |
0 |
125 |
+0 |
| Jun11 |
090717 |
304.4 |
304.4 |
304.4 |
304.4 |
+3.2 |
0 |
9,132 |
+0 |
| Total Volume and Open Interest |
160,405 |
380,007 |
+9,498 |
| Silver(CMX) |
| Jul09 |
090717 |
1326.0 |
1339.8 |
1307.5 |
1339.8 |
+16.8 |
83 |
246 |
-85 |
| Sep09 |
090717 |
1330.0 |
1347.0 |
1307.0 |
1340.3 |
+16.8 |
24,922 |
55,668 |
-412 |
| Dec09 |
090717 |
1333.5 |
1350.0 |
1311.5 |
1344.1 |
+16.9 |
2,852 |
21,968 |
-2 |
| Mar10 |
090717 |
1346.9 |
1346.9 |
1346.9 |
1346.9 |
+16.9 |
170 |
6,908 |
+30 |
| May10 |
090717 |
1316.0 |
1348.9 |
1316.0 |
1348.9 |
+17.0 |
112 |
2,660 |
+53 |
| Jul10 |
090717 |
1350.9 |
1350.9 |
1350.9 |
1350.9 |
+17.1 |
156 |
2,975 |
+24 |
| Sep10 |
090717 |
1353.0 |
1353.0 |
1353.0 |
1353.0 |
+17.2 |
16 |
150 |
-14 |
| Total Volume and Open Interest |
28,638 |
99,334 |
-328 |
| Platinum(NYMEX) |
| Jul09 |
090717 |
1168.6 |
1168.6 |
1168.6 |
1168.6 |
+5.9 |
0 |
68 |
+0 |
| Oct09 |
090717 |
1166.0 |
1179.4 |
1163.0 |
1176.1 |
+6.8 |
1,994 |
21,069 |
-207 |
| Jan10 |
090717 |
1173.1 |
1182.3 |
1173.1 |
1181.6 |
+6.8 |
5 |
222 |
+0 |
| Total Volume and Open Interest |
1,999 |
21,359 |
-207 |
| Palladium(NYMEX) |
| Sep09 |
090717 |
248.80 |
250.15 |
244.10 |
249.60 |
-0.65 |
961 |
16,062 |
+247 |
| Dec09 |
090717 |
247.00 |
251.20 |
247.00 |
250.75 |
-0.55 |
15 |
456 |
+10 |
| Mar10 |
090717 |
252.25 |
252.25 |
252.25 |
252.25 |
-0.55 |
2 |
3 |
+1 |
| Total Volume and Open Interest |
978 |
16,521 |
+258 |
| Copper(CMX) |
| Jul09 |
090717 |
236.75 |
242.45 |
236.75 |
241.40 |
+3.40 |
354 |
2,106 |
-338 |
| Sep09 |
090717 |
238.80 |
243.90 |
236.70 |
242.30 |
+3.35 |
21,290 |
72,588 |
+1,831 |
| Dec09 |
090717 |
239.30 |
244.60 |
238.00 |
243.10 |
+3.40 |
4,112 |
17,077 |
+177 |
| Mar10 |
090717 |
239.05 |
244.25 |
238.30 |
243.40 |
+3.35 |
183 |
2,677 |
-67 |
| May10 |
090717 |
243.35 |
243.35 |
243.35 |
243.35 |
+3.40 |
36 |
831 |
+11 |
| Total Volume and Open Interest |
27,357 |
108,533 |
+2,265 |
| Aluminum(CMX) |
| Jul09 |
090717 |
78.50 |
78.50 |
78.50 |
78.50 |
+0.75 |
|
|
|
| Aug09 |
090717 |
79.00 |
79.00 |
79.00 |
79.00 |
+0.75 |
|
|
|
| Sep09 |
090717 |
79.50 |
79.50 |
79.50 |
79.50 |
+0.75 |
|
|
|
| Oct09 |
090716 |
0.11 |
0.11 |
0.11 |
0.11 |
-4.55 |
|
|
|
| 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 |
090717 |
8659 |
8710 |
8612 |
8697 |
+28 |
1,460 |
11,957 |
-134 |
| Dec09 |
090717 |
8635 |
8635 |
8607 |
8635 |
+28 |
7 |
58 |
+5 |
| Mar10 |
090717 |
8592 |
8592 |
8568 |
8592 |
+24 |
0 |
2 |
+0 |
| Jun10 |
090717 |
8542 |
8542 |
8519 |
8542 |
+23 |
|
|
|
| Total Volume and Open Interest |
1,467 |
12,017 |
-129 |
| S & P 500(CME) |
| Sep09 |
090717 |
935.40 |
938.50 |
928.30 |
936.90 |
+1.20 |
23,754 |
384,871 |
-418 |
| Dec09 |
090717 |
932.50 |
932.50 |
928.30 |
932.50 |
+1.20 |
145 |
8,440 |
-13 |
| Mar10 |
090717 |
928.50 |
928.50 |
924.30 |
928.50 |
+1.20 |
100 |
3,557 |
-200 |
| Jun10 |
090717 |
925.00 |
925.00 |
920.80 |
925.00 |
+1.20 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
23,999 |
396,879 |
-631 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090717 |
935.25 |
938.75 |
928.00 |
937.00 |
+1.25 |
2,188,329 |
2,383,588 |
+1,777 |
| Dec09 |
090717 |
930.25 |
934.00 |
924.00 |
932.50 |
+1.25 |
1,234 |
18,694 |
-260 |
| Total Volume and Open Interest |
2,189,564 |
2,402,333 |
+1,516 |
| NASDAQ 100(CME) |
| Sep09 |
090717 |
1510.50 |
1530.00 |
1505.00 |
1528.00 |
+15.20 |
3,635 |
18,659 |
+835 |
| Dec09 |
090717 |
1526.30 |
1526.30 |
1524.00 |
1526.30 |
+15.30 |
0 |
13 |
+0 |
| Mar10 |
090717 |
1525.30 |
1525.30 |
1523.00 |
1525.30 |
+15.30 |
|
|
|
| Total Volume and Open Interest |
3,635 |
18,672 |
+835 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090717 |
1512.30 |
1529.00 |
1504.80 |
1528.00 |
+15.20 |
355,255 |
259,327 |
+6,828 |
| Dec09 |
090717 |
1506.50 |
1526.30 |
1503.50 |
1526.30 |
+15.30 |
106 |
672 |
+26 |
| Total Volume and Open Interest |
355,362 |
260,016 |
+6,854 |
| S & P Midcap 400(CME) |
| Sep09 |
090717 |
588.50 |
590.00 |
584.25 |
588.30 |
+0.70 |
128 |
2,473 |
-1 |
| Dec09 |
090717 |
586.30 |
586.30 |
585.60 |
586.30 |
+0.70 |
|
|
|
| Mar10 |
090717 |
584.30 |
584.30 |
583.60 |
584.30 |
+0.70 |
|
|
|
| Total Volume and Open Interest |
128 |
2,473 |
-1 |
| Russell 2000(CME) |
| Sep09 |
090717 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
6,026 |
+127 |
| Dec09 |
090717 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,052 |
+0 |
| Mar10 |
090717 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,817 |
+245 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090717 |
9385 |
9425 |
9360 |
9390 |
+45 |
98,721 |
156,067 |
-2,351 |
| Dec09 |
090717 |
9360 |
9365 |
9350 |
9350 |
+45 |
0 |
1,078 |
+0 |
| Total Volume and Open Interest |
98,722 |
164,352 |
+5,392 |
| Nikkei 225(SGX) |
| Sep09 |
090717 |
9385 |
9425 |
9360 |
9390 |
+45 |
98,721 |
156,067 |
-2,351 |
| Dec09 |
090717 |
9360 |
9365 |
9350 |
9350 |
+45 |
0 |
1,078 |
+0 |
| Mar10 |
090717 |
9370 |
9370 |
9370 |
9370 |
+50 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
98,722 |
164,352 |
+5,392 |
| CAC 40(EURONEXT) |
| Jul09 |
090717 |
3224.0 |
3235.0 |
3207.0 |
3221.0 |
+21.5 |
252,180 |
352,686 |
-15,364 |
| Aug09 |
090717 |
3220.0 |
3235.0 |
3206.5 |
3219.5 |
+20.5 |
157,319 |
260,472 |
+114,579 |
| Sep09 |
090717 |
3215.0 |
3229.5 |
3202.5 |
3215.0 |
+20.5 |
1,227 |
44,979 |
+724 |
| Total Volume and Open Interest |
410,726 |
661,114 |
+99,939 |
| Hang Seng Index(HKFE) |
| Jul09 |
090717 |
18466 |
18900 |
18432 |
18895 |
+555 |
62,230 |
85,014 |
-383 |
| Aug09 |
090717 |
18450 |
18850 |
18400 |
18850 |
+538 |
459 |
6,884 |
+181 |
| Sep09 |
090717 |
18400 |
18752 |
18340 |
18752 |
+542 |
253 |
2,437 |
-17 |
| Total Volume and Open Interest |
62,997 |
94,967 |
-228 |
| DAX(EUREX) |
| Sep09 |
090717 |
5009.5 |
5023.5 |
4960.0 |
4988.0 |
+22.0 |
146,999 |
140,474 |
-147 |
| Dec09 |
090717 |
5005.5 |
5020.5 |
4965.5 |
4991.5 |
+22.0 |
599 |
9,192 |
+189 |
| Mar10 |
090717 |
5013.0 |
5028.0 |
4975.0 |
4999.5 |
+22.0 |
92 |
776 |
+36 |
| Total Volume and Open Interest |
147,690 |
150,442 |
+78 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090717 |
4362.00 |
4379.50 |
4334.00 |
4362.00 |
+26.00 |
91,728 |
617,420 |
+5,920 |
| Dec09 |
090717 |
4335.00 |
4350.00 |
4319.00 |
4333.00 |
+26.00 |
126 |
3,987 |
-64 |
| Mar10 |
090717 |
4311.00 |
4311.00 |
4286.00 |
4300.00 |
+26.00 |
334 |
654 |
+229 |
| Total Volume and Open Interest |
92,188 |
622,061 |
+6,085 |
| SPI 200(SFE) |
| Sep09 |
090717 |
3970.0 |
4027.0 |
3958.0 |
3982.0 |
+7.0 |
33,499 |
227,482 |
+6,510 |
| Dec09 |
090717 |
3989.0 |
3989.0 |
3989.0 |
3989.0 |
+6.0 |
7 |
3,511 |
-102 |
| Mar10 |
090717 |
3965.0 |
3965.0 |
3965.0 |
3965.0 |
+6.0 |
0 |
4,317 |
+0 |
| Total Volume and Open Interest |
33,632 |
236,048 |
+6,390 |
| GSCI(CME) |
| Aug09 |
090717 |
423.80 |
433.75 |
420.95 |
431.50 |
+10.50 |
1,363 |
15,296 |
+493 |
| Sep09 |
090717 |
427.10 |
439.00 |
426.95 |
436.00 |
+9.00 |
2 |
3 |
+0 |
| Oct09 |
090717 |
444.00 |
447.00 |
433.95 |
444.00 |
+10.00 |
|
|
|
| Total Volume and Open Interest |
2,212 |
17,642 |
|
| 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. |
|
|