|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon July 20, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug09 |
090720 |
1013.25 |
1034.25 |
1006.50 |
1033.00 |
+23.50 |
38,113 |
52,523 |
-3,320 |
Sep09 |
090720 |
948.50 |
966.75 |
945.00 |
960.50 |
+12.00 |
13,475 |
22,735 |
+11 |
Nov09 |
090720 |
922.00 |
940.00 |
912.00 |
923.00 |
-0.50 |
85,277 |
235,759 |
-1,945 |
Jan10 |
090720 |
930.00 |
946.25 |
920.00 |
930.00 |
-1.25 |
8,008 |
34,579 |
+1,480 |
Mar10 |
090720 |
941.00 |
945.00 |
928.25 |
934.75 |
-1.25 |
4,167 |
19,399 |
+153 |
May10 |
090720 |
938.00 |
950.50 |
929.50 |
937.00 |
+0.50 |
2,327 |
11,196 |
+555 |
Jul10 |
090720 |
943.00 |
949.00 |
932.00 |
939.50 |
+4.00 |
3,394 |
16,125 |
+404 |
Total Volume and Open Interest |
155,795 |
412,487 |
-2,785 |
Soybean Meal(CBOT) |
Aug09 |
090720 |
318.80 |
327.20 |
317.10 |
324.40 |
+6.90 |
18,218 |
27,904 |
-1,129 |
Sep09 |
090720 |
293.40 |
302.10 |
293.40 |
297.20 |
+1.50 |
9,295 |
26,924 |
-203 |
Oct09 |
090720 |
284.60 |
287.30 |
278.50 |
279.90 |
-2.80 |
5,907 |
19,832 |
-141 |
Dec09 |
090720 |
278.20 |
283.60 |
273.00 |
274.90 |
-3.80 |
27,782 |
69,074 |
-1,248 |
Jan10 |
090720 |
280.30 |
280.30 |
271.10 |
272.40 |
-3.80 |
1,737 |
7,363 |
-31 |
Mar10 |
090720 |
278.00 |
279.00 |
271.40 |
272.40 |
-3.30 |
2,191 |
6,401 |
-108 |
May10 |
090720 |
278.00 |
278.50 |
271.50 |
271.90 |
-2.80 |
1,114 |
7,084 |
+8 |
Jul10 |
090720 |
278.00 |
278.00 |
272.60 |
272.70 |
-2.80 |
835 |
3,534 |
+173 |
Total Volume and Open Interest |
67,453 |
171,509 |
-2,660 |
Soybean Oil(CBOT) |
Aug09 |
090720 |
34.82 |
35.53 |
34.57 |
35.34 |
+0.52 |
19,047 |
38,242 |
-1,927 |
Sep09 |
090720 |
34.98 |
35.57 |
34.75 |
35.51 |
+0.52 |
7,406 |
37,682 |
-55 |
Oct09 |
090720 |
35.54 |
35.67 |
35.23 |
35.67 |
+0.51 |
2,049 |
17,014 |
-93 |
Dec09 |
090720 |
35.57 |
36.24 |
35.28 |
36.04 |
+0.52 |
29,827 |
115,482 |
+80 |
Jan10 |
090720 |
36.08 |
36.39 |
35.93 |
36.39 |
+0.53 |
1,190 |
14,022 |
+311 |
Mar10 |
090720 |
35.88 |
36.62 |
35.85 |
36.62 |
+0.52 |
1,115 |
7,733 |
+53 |
May10 |
090720 |
36.49 |
36.72 |
36.30 |
36.72 |
+0.52 |
356 |
6,252 |
+88 |
Jul10 |
090720 |
36.45 |
36.84 |
36.32 |
36.84 |
+0.52 |
349 |
4,830 |
+226 |
Total Volume and Open Interest |
61,377 |
249,602 |
-1,299 |
Canola(WCE) |
Jul09 |
090720 |
508.1 |
508.1 |
508.1 |
508.1 |
+4.9 |
|
|
|
Nov09 |
090720 |
426.5 |
430.8 |
422.0 |
422.7 |
-2.9 |
5,603 |
76,289 |
-1,453 |
Jan10 |
090720 |
431.4 |
431.7 |
425.5 |
426.6 |
-3.4 |
406 |
9,474 |
-152 |
Mar10 |
090720 |
430.2 |
430.2 |
429.1 |
429.1 |
-4.7 |
0 |
1,737 |
+0 |
May10 |
090720 |
431.1 |
431.1 |
431.1 |
431.1 |
-4.7 |
0 |
510 |
+0 |
Total Volume and Open Interest |
6,009 |
88,622 |
-1,605 |
Corn(CBOT) |
Sep09 |
090720 |
322.00 |
325.00 |
318.25 |
323.25 |
+1.00 |
69,617 |
263,192 |
-772 |
Dec09 |
090720 |
331.50 |
335.00 |
328.50 |
333.75 |
+2.25 |
118,332 |
420,492 |
-4,075 |
Mar10 |
090720 |
344.75 |
348.00 |
342.25 |
347.50 |
+2.25 |
11,253 |
74,858 |
+1,781 |
May10 |
090720 |
354.25 |
358.00 |
352.00 |
357.25 |
+2.50 |
2,700 |
17,772 |
+523 |
Jul10 |
090720 |
363.25 |
367.00 |
361.50 |
366.25 |
+2.00 |
5,849 |
50,094 |
-474 |
Sep10 |
090720 |
371.00 |
374.50 |
370.00 |
374.25 |
+2.75 |
988 |
6,986 |
+552 |
Total Volume and Open Interest |
213,652 |
896,047 |
-3,592 |
Wheat(CBOT) |
Sep09 |
090720 |
541.75 |
553.75 |
531.75 |
542.25 |
+0.50 |
35,036 |
146,517 |
+2,130 |
Dec09 |
090720 |
567.00 |
580.00 |
558.50 |
568.75 |
+0.75 |
18,450 |
103,912 |
+196 |
Mar10 |
090720 |
590.00 |
597.50 |
577.00 |
587.25 |
+1.00 |
2,871 |
16,658 |
+238 |
May10 |
090720 |
602.75 |
608.50 |
588.25 |
598.25 |
+1.00 |
84 |
2,019 |
-9 |
Jul10 |
090720 |
607.00 |
617.00 |
599.00 |
607.50 |
+1.25 |
1,997 |
37,930 |
+36 |
Total Volume and Open Interest |
58,681 |
313,690 |
+2,708 |
Wheat(KCBT) |
Sep09 |
090720 |
566.25 |
578.00 |
559.25 |
571.00 |
+4.50 |
8,699 |
41,218 |
-269 |
Dec09 |
090720 |
583.25 |
594.75 |
576.00 |
587.50 |
+4.00 |
3,615 |
35,515 |
+302 |
Mar10 |
090720 |
603.50 |
609.75 |
592.75 |
603.75 |
+4.25 |
511 |
5,928 |
+168 |
May10 |
090720 |
620.00 |
621.25 |
603.50 |
614.50 |
+4.25 |
245 |
1,272 |
+8 |
Jul10 |
090720 |
625.00 |
630.25 |
614.50 |
625.50 |
+4.75 |
950 |
10,525 |
+387 |
Total Volume and Open Interest |
14,104 |
96,052 |
+654 |
Wheat(MGE) |
Jul09 |
090714 |
618.00 |
621.00 |
618.00 |
618.00 |
-3.00 |
0 |
26 |
+0 |
Sep09 |
090720 |
616.00 |
624.00 |
608.00 |
613.25 |
-3.00 |
1,953 |
10,554 |
-696 |
Dec09 |
090720 |
626.00 |
632.75 |
617.25 |
622.50 |
-3.50 |
617 |
12,900 |
-21 |
Mar10 |
090720 |
641.00 |
644.50 |
631.00 |
636.00 |
-1.75 |
172 |
3,340 |
+128 |
May10 |
090720 |
650.75 |
651.25 |
638.25 |
643.50 |
-1.00 |
37 |
1,090 |
+18 |
Total Volume and Open Interest |
2,904 |
33,547 |
-536 |
Oats(CBOT) |
Sep09 |
090720 |
215.25 |
218.75 |
211.00 |
216.00 |
+0.75 |
137 |
3,709 |
+16 |
Dec09 |
090720 |
227.75 |
231.00 |
223.25 |
228.00 |
+0.75 |
433 |
8,354 |
+108 |
Mar10 |
090720 |
237.25 |
240.00 |
237.25 |
240.00 |
+0.75 |
73 |
1,299 |
-1 |
May10 |
090720 |
248.00 |
248.00 |
247.25 |
248.00 |
+0.75 |
0 |
88 |
+0 |
Total Volume and Open Interest |
643 |
13,450 |
+123 |
Rough Rice(CBOT) |
Jul09 |
090714 |
12.99 |
13.10 |
12.89 |
12.89 |
-0.01 |
16 |
85 |
+5 |
Sep09 |
090720 |
12.85 |
13.37 |
12.81 |
13.36 |
+0.39 |
207 |
5,330 |
+60 |
Nov09 |
090720 |
13.02 |
13.48 |
12.99 |
13.48 |
+0.37 |
81 |
2,035 |
+16 |
Jan10 |
090720 |
13.27 |
13.60 |
13.27 |
13.60 |
+0.35 |
4 |
277 |
+2 |
Total Volume and Open Interest |
294 |
8,168 |
+78 |
Live Cattle(CME) |
Aug09 |
090720 |
86.635 |
86.980 |
85.635 |
86.800 |
+0.425 |
16,251 |
55,617 |
-2,567 |
Oct09 |
090720 |
92.050 |
92.050 |
90.950 |
91.885 |
-0.065 |
22,141 |
94,555 |
+3,425 |
Dec09 |
090720 |
90.385 |
90.550 |
89.750 |
90.400 |
+0.050 |
8,183 |
49,324 |
+2,051 |
Feb10 |
090720 |
89.900 |
90.050 |
89.350 |
89.800 |
-0.025 |
2,456 |
16,334 |
+462 |
Apr10 |
090720 |
90.800 |
91.035 |
90.450 |
90.900 |
unch |
591 |
8,065 |
+199 |
Jun10 |
090720 |
88.200 |
88.900 |
88.150 |
88.650 |
-0.075 |
601 |
2,802 |
+167 |
Total Volume and Open Interest |
50,293 |
227,400 |
+3,785 |
Feeder Cattle(CME) |
Aug09 |
090720 |
104.650 |
104.900 |
103.785 |
104.480 |
-0.120 |
1,697 |
10,206 |
-193 |
Sep09 |
090720 |
104.800 |
105.000 |
104.000 |
104.500 |
-0.225 |
832 |
7,751 |
+285 |
Oct09 |
090720 |
104.680 |
104.800 |
103.785 |
104.385 |
-0.190 |
1,082 |
6,294 |
+416 |
Nov09 |
090720 |
104.600 |
104.730 |
103.700 |
104.300 |
-0.200 |
260 |
1,740 |
+73 |
Jan10 |
090720 |
102.900 |
103.100 |
102.500 |
102.800 |
-0.100 |
45 |
521 |
-2 |
Mar10 |
090720 |
102.000 |
102.700 |
102.000 |
102.650 |
+0.150 |
72 |
214 |
+48 |
Apr10 |
090720 |
102.250 |
102.250 |
102.250 |
102.250 |
+0.050 |
0 |
27 |
+0 |
Total Volume and Open Interest |
3,988 |
26,759 |
+627 |
Lean Hogs(CME) |
Aug09 |
090720 |
64.785 |
65.000 |
64.250 |
64.650 |
-0.025 |
9,486 |
28,977 |
-1,003 |
Oct09 |
090720 |
60.550 |
60.750 |
60.050 |
60.485 |
-0.065 |
7,004 |
50,803 |
+1,460 |
Dec09 |
090720 |
58.950 |
59.150 |
58.300 |
58.350 |
-0.600 |
3,766 |
31,115 |
+227 |
Feb10 |
090720 |
63.485 |
64.250 |
63.350 |
63.750 |
-0.425 |
1,594 |
12,835 |
+462 |
Apr10 |
090720 |
67.680 |
67.750 |
67.000 |
67.180 |
-0.570 |
202 |
4,780 |
+56 |
May10 |
090720 |
71.850 |
72.000 |
71.850 |
71.930 |
-0.045 |
14 |
428 |
+9 |
Jun10 |
090720 |
74.800 |
74.900 |
74.385 |
74.900 |
+0.050 |
110 |
2,660 |
+44 |
Jul10 |
090720 |
73.850 |
74.050 |
73.850 |
74.050 |
-0.050 |
32 |
631 |
+27 |
Total Volume and Open Interest |
22,234 |
132,697 |
+1,307 |
Pork Bellies(CME) |
Jul09 |
090720 |
64.500 |
64.500 |
64.000 |
64.500 |
+2.000 |
0 |
1 |
-27 |
Aug09 |
090720 |
64.725 |
65.800 |
63.500 |
65.800 |
+2.000 |
46 |
454 |
-8 |
Feb10 |
090720 |
86.600 |
87.800 |
86.500 |
87.800 |
+2.000 |
5 |
137 |
-4 |
Mar10 |
090720 |
84.800 |
84.800 |
83.785 |
84.800 |
+1.800 |
0 |
42 |
+0 |
May10 |
090720 |
87.400 |
87.400 |
87.400 |
87.400 |
+0.900 |
|
|
|
Total Volume and Open Interest |
51 |
634 |
-39 |
Class III Milk(CME) |
Jul09 |
090720 |
10.00 |
10.01 |
9.98 |
9.98 |
-0.02 |
129 |
4,633 |
+31 |
Aug09 |
090720 |
10.47 |
10.99 |
10.42 |
10.95 |
+0.43 |
427 |
4,319 |
+183 |
Sep09 |
090720 |
11.65 |
12.38 |
11.65 |
12.35 |
+0.70 |
304 |
4,021 |
-12 |
Oct09 |
090720 |
12.46 |
13.21 |
12.40 |
13.09 |
+0.63 |
423 |
3,604 |
+159 |
Nov09 |
090720 |
13.41 |
13.98 |
13.32 |
13.94 |
+0.52 |
253 |
3,443 |
+110 |
Total Volume and Open Interest |
2,168 |
27,826 |
+781 |
Cocoa(ICE) |
Sep09 |
090720 |
2773 |
2889 |
2773 |
2868 |
+106 |
4,512 |
45,978 |
-394 |
Dec09 |
090720 |
2797 |
2905 |
2795 |
2889 |
+106 |
766 |
30,053 |
+201 |
Mar10 |
090720 |
2825 |
2917 |
2825 |
2900 |
+102 |
416 |
19,346 |
-48 |
May10 |
090720 |
2882 |
2920 |
2882 |
2903 |
+102 |
104 |
4,861 |
+7 |
Jul10 |
090720 |
2910 |
2910 |
2910 |
2910 |
+102 |
7 |
3,588 |
+1 |
Sep10 |
090720 |
2911 |
2911 |
2911 |
2911 |
+102 |
0 |
2,392 |
+58 |
Dec10 |
090720 |
2916 |
2916 |
2916 |
2916 |
+102 |
19 |
772 |
+10 |
Total Volume and Open Interest |
5,824 |
110,545 |
-166 |
Coffee "C"(ICE) |
Jul09 |
090720 |
118.00 |
119.75 |
116.85 |
119.75 |
+3.50 |
22 |
23 |
+1 |
Sep09 |
090720 |
119.00 |
122.80 |
118.80 |
122.30 |
+3.60 |
9,512 |
62,447 |
+744 |
Dec09 |
090720 |
121.05 |
125.75 |
121.05 |
125.25 |
+3.55 |
1,437 |
26,469 |
-109 |
Mar10 |
090720 |
124.50 |
128.25 |
124.50 |
128.00 |
+3.50 |
230 |
11,576 |
+45 |
May10 |
090720 |
129.60 |
130.25 |
129.35 |
129.95 |
+3.45 |
241 |
3,710 |
+5 |
Jul10 |
090720 |
131.85 |
131.85 |
131.85 |
131.85 |
+3.45 |
162 |
1,629 |
+158 |
Total Volume and Open Interest |
11,607 |
108,580 |
+844 |
Orange Juice(ICE) |
Sep09 |
090720 |
103.85 |
104.45 |
101.05 |
103.75 |
+0.10 |
2,699 |
18,291 |
+58 |
Nov09 |
090720 |
105.55 |
107.70 |
105.10 |
107.00 |
+0.20 |
245 |
8,567 |
+158 |
Jan10 |
090720 |
108.55 |
110.20 |
108.55 |
110.00 |
+0.20 |
40 |
1,079 |
-8 |
Mar10 |
090720 |
112.00 |
113.40 |
112.00 |
113.40 |
+0.25 |
429 |
2,205 |
+339 |
May10 |
090720 |
116.10 |
116.10 |
116.10 |
116.10 |
+0.45 |
0 |
130 |
+0 |
Jul10 |
090720 |
117.30 |
118.80 |
117.30 |
118.80 |
+0.15 |
0 |
59 |
+0 |
Total Volume and Open Interest |
3,413 |
30,513 |
+547 |
Sugar #11(ICE) |
Oct09 |
090720 |
17.45 |
17.78 |
17.45 |
17.74 |
+0.44 |
31,256 |
304,434 |
-2,973 |
Mar10 |
090720 |
18.64 |
19.09 |
18.64 |
19.04 |
+0.48 |
17,006 |
175,555 |
-381 |
May10 |
090720 |
18.40 |
18.59 |
18.39 |
18.54 |
+0.43 |
4,188 |
41,372 |
+130 |
Jul10 |
090720 |
17.87 |
18.05 |
17.87 |
18.00 |
+0.41 |
4,794 |
80,197 |
-722 |
Oct10 |
090720 |
17.53 |
17.82 |
17.53 |
17.76 |
+0.41 |
3,711 |
45,530 |
-470 |
Total Volume and Open Interest |
61,458 |
722,224 |
-4,514 |
Sugar #14(ICE) |
Sep09 |
090720 |
23.20 |
23.33 |
23.20 |
23.33 |
+0.18 |
126 |
2,281 |
-6 |
Total Volume and Open Interest |
126 |
2,281 |
-6 |
London Cocoa(LCE) |
Sep09 |
090720 |
1778 |
1831 |
1774 |
1808 |
+35 |
20,839 |
50,722 |
+6,628 |
Dec09 |
090720 |
1785 |
1840 |
1784 |
1818 |
+36 |
7,392 |
37,168 |
+4,592 |
Mar10 |
090720 |
1783 |
1841 |
1783 |
1817 |
+34 |
1,930 |
31,992 |
+1,097 |
May10 |
090720 |
1792 |
1827 |
1792 |
1811 |
+33 |
347 |
16,569 |
+227 |
Jul10 |
090720 |
1775 |
1803 |
1775 |
1803 |
+30 |
57 |
6,785 |
+45 |
Sep10 |
090720 |
1806 |
1806 |
1800 |
1800 |
+28 |
0 |
2,619 |
+0 |
Dec10 |
090720 |
1806 |
1806 |
1806 |
1806 |
+28 |
9 |
660 |
+9 |
Total Volume and Open Interest |
30,574 |
149,116 |
-8,087 |
London Coffee(LCE) |
London Sugar(LCE) |
Oct09 |
090720 |
462.00 |
468.90 |
460.30 |
468.70 |
+10.50 |
3,317 |
48,497 |
-614 |
Dec09 |
090720 |
474.80 |
482.60 |
474.80 |
482.30 |
+9.60 |
452 |
9,290 |
+212 |
Mar10 |
090720 |
486.00 |
491.60 |
485.30 |
491.60 |
+8.70 |
826 |
12,751 |
-123 |
May10 |
090720 |
484.00 |
489.20 |
484.00 |
488.20 |
+9.10 |
525 |
2,571 |
+510 |
Aug10 |
090720 |
477.00 |
482.40 |
477.00 |
482.00 |
+8.30 |
652 |
2,000 |
+329 |
Total Volume and Open Interest |
5,879 |
76,324 |
-2,219 |
Cotton(ICE) |
Oct09 |
090720 |
61.90 |
63.03 |
61.56 |
63.01 |
+0.91 |
83 |
2,538 |
+13 |
Dec09 |
090720 |
63.95 |
64.89 |
63.31 |
64.86 |
+0.80 |
5,908 |
103,838 |
+1,422 |
Mar10 |
090720 |
65.55 |
66.95 |
65.48 |
66.89 |
+0.72 |
735 |
14,541 |
+334 |
May10 |
090720 |
66.67 |
68.02 |
66.59 |
68.02 |
+0.71 |
163 |
907 |
+123 |
Jul10 |
090720 |
67.68 |
69.11 |
67.60 |
69.11 |
+0.73 |
40 |
2,000 |
+3 |
Oct10 |
090720 |
69.97 |
70.01 |
69.97 |
70.01 |
+0.43 |
0 |
9 |
+0 |
Total Volume and Open Interest |
6,942 |
126,038 |
+1,905 |
Lumber(CME) |
Sep09 |
090720 |
184.4 |
187.6 |
182.7 |
187.0 |
+1.8 |
754 |
5,186 |
+96 |
Nov09 |
090720 |
188.5 |
191.0 |
186.5 |
190.5 |
+2.9 |
271 |
1,434 |
-43 |
Jan10 |
090720 |
206.5 |
211.8 |
205.7 |
211.4 |
+2.6 |
63 |
747 |
-9 |
Mar10 |
090720 |
222.3 |
226.0 |
222.0 |
226.0 |
+1.0 |
4 |
38 |
+1 |
Total Volume and Open Interest |
1,092 |
7,417 |
+45 |
Crude Oil(NYM) |
Aug09 |
090720 |
63.38 |
64.90 |
63.19 |
63.98 |
+0.42 |
250,043 |
66,721 |
-28,450 |
Sep09 |
090720 |
64.37 |
65.90 |
64.20 |
65.29 |
+0.71 |
158,313 |
311,108 |
+11,678 |
Oct09 |
090720 |
65.85 |
67.16 |
65.50 |
66.77 |
+0.92 |
41,112 |
85,677 |
-1,662 |
Nov09 |
090720 |
66.94 |
68.38 |
66.71 |
68.06 |
+1.01 |
25,308 |
40,714 |
+404 |
Dec09 |
090720 |
67.72 |
69.44 |
67.72 |
69.10 |
+1.07 |
51,713 |
162,671 |
-214 |
Jan10 |
090720 |
69.17 |
70.12 |
69.00 |
69.94 |
+1.08 |
5,963 |
30,753 |
-1,260 |
Feb10 |
090720 |
70.50 |
70.68 |
69.80 |
70.65 |
+1.10 |
4,160 |
20,419 |
+255 |
Mar10 |
090720 |
70.95 |
71.48 |
70.80 |
71.28 |
+1.14 |
4,012 |
17,104 |
+461 |
Apr10 |
090720 |
71.57 |
71.86 |
71.45 |
71.86 |
+1.19 |
1,491 |
10,670 |
-4 |
May10 |
090720 |
72.18 |
72.41 |
71.91 |
72.41 |
+1.23 |
1,348 |
9,157 |
-68 |
Jun10 |
090720 |
72.79 |
73.20 |
72.26 |
72.94 |
+1.28 |
10,359 |
44,249 |
+1,752 |
Jul10 |
090720 |
73.24 |
73.54 |
72.44 |
73.33 |
+1.30 |
1,884 |
29,581 |
+156 |
Aug10 |
090720 |
73.05 |
73.63 |
73.05 |
73.63 |
+1.31 |
1,084 |
6,995 |
-6 |
Sep10 |
090720 |
73.91 |
73.91 |
73.91 |
73.91 |
+1.31 |
1,180 |
11,873 |
+261 |
Oct10 |
090720 |
74.20 |
74.20 |
74.20 |
74.20 |
+1.31 |
373 |
5,477 |
-81 |
Nov10 |
090720 |
74.54 |
74.54 |
74.54 |
74.54 |
+1.33 |
445 |
7,853 |
-51 |
Total Volume and Open Interest |
575,045 |
1,166,935 |
-17,610 |
e-miNY Crude Oil(NYM) |
Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
Aug09 |
090720 |
63.525 |
64.875 |
63.225 |
63.975 |
+0.425 |
10,343 |
3,538 |
-857 |
Sep09 |
090720 |
64.400 |
65.875 |
64.175 |
65.300 |
+0.725 |
2,777 |
1,482 |
+333 |
Oct09 |
090720 |
65.800 |
67.025 |
65.750 |
66.775 |
+0.925 |
318 |
279 |
+30 |
Nov09 |
090720 |
67.475 |
68.225 |
67.475 |
68.050 |
+1.000 |
191 |
155 |
+0 |
Dec09 |
090720 |
69.100 |
69.100 |
69.100 |
69.100 |
+1.075 |
116 |
140 |
+67 |
Jan10 |
090720 |
69.950 |
69.950 |
69.950 |
69.950 |
+1.100 |
16 |
12 |
+12 |
Feb10 |
090720 |
70.300 |
70.650 |
70.300 |
70.650 |
+1.100 |
|
|
|
Mar10 |
090720 |
71.275 |
71.275 |
71.275 |
71.275 |
+1.125 |
0 |
1 |
+0 |
Apr10 |
090720 |
71.850 |
71.850 |
71.850 |
71.850 |
+1.175 |
|
|
|
Total Volume and Open Interest |
13,761 |
5,682 |
-415 |
Heating Oil(NYM) |
Aug09 |
090720 |
163.75 |
169.69 |
163.75 |
168.94 |
+4.84 |
41,395 |
41,906 |
-1,738 |
Sep09 |
090720 |
166.90 |
172.77 |
166.90 |
172.04 |
+4.46 |
24,534 |
54,568 |
+2,067 |
Oct09 |
090720 |
174.13 |
175.95 |
171.85 |
175.24 |
+4.12 |
10,001 |
31,478 |
-422 |
Nov09 |
090720 |
176.61 |
179.40 |
175.83 |
178.72 |
+3.91 |
5,468 |
19,006 |
+525 |
Dec09 |
090720 |
180.05 |
182.86 |
179.26 |
182.23 |
+3.89 |
11,003 |
37,298 |
+1,184 |
Jan10 |
090720 |
182.94 |
185.75 |
182.92 |
185.68 |
+3.84 |
2,374 |
18,633 |
+143 |
Feb10 |
090720 |
187.47 |
188.18 |
187.47 |
188.18 |
+3.84 |
2,633 |
11,704 |
+842 |
Mar10 |
090720 |
188.50 |
189.48 |
186.62 |
189.48 |
+3.74 |
2,121 |
8,859 |
+99 |
Apr10 |
090720 |
187.50 |
190.08 |
187.50 |
190.08 |
+3.64 |
903 |
6,325 |
+224 |
May10 |
090720 |
190.40 |
191.03 |
190.40 |
191.03 |
+3.64 |
616 |
7,902 |
+227 |
Jun10 |
090720 |
189.08 |
192.70 |
189.08 |
192.13 |
+3.64 |
723 |
17,708 |
-176 |
Jul10 |
090720 |
193.82 |
194.18 |
193.82 |
194.18 |
+3.64 |
159 |
2,873 |
+50 |
Total Volume and Open Interest |
103,187 |
297,726 |
+3,262 |
Gasoline(NYMEX) |
Aug09 |
090720 |
175.55 |
179.85 |
175.16 |
178.94 |
+1.95 |
26,931 |
42,748 |
-3,505 |
Sep09 |
090720 |
174.50 |
179.00 |
174.16 |
178.09 |
+1.95 |
15,326 |
68,834 |
+1,163 |
Oct09 |
090720 |
167.70 |
169.43 |
165.57 |
168.56 |
+1.81 |
7,399 |
28,178 |
+779 |
Nov09 |
090720 |
168.00 |
168.79 |
166.04 |
168.21 |
+1.85 |
5,182 |
14,352 |
-165 |
Dec09 |
090720 |
169.52 |
170.00 |
166.49 |
169.44 |
+2.01 |
6,001 |
18,854 |
+1,090 |
Jan10 |
090720 |
171.67 |
171.83 |
168.95 |
171.77 |
+2.03 |
1,004 |
9,209 |
-3 |
Feb10 |
090720 |
173.10 |
174.17 |
173.10 |
174.17 |
+2.13 |
620 |
3,115 |
-82 |
Mar10 |
090720 |
174.39 |
176.67 |
174.39 |
176.67 |
+2.18 |
498 |
3,802 |
+252 |
Apr10 |
090720 |
190.17 |
190.17 |
190.17 |
190.17 |
+2.33 |
130 |
4,087 |
+34 |
May10 |
090720 |
191.62 |
191.62 |
191.62 |
191.62 |
+2.38 |
55 |
2,276 |
+14 |
Total Volume and Open Interest |
63,620 |
203,248 |
-411 |
e-miNY RBOB Gasoline(NYM) |
Aug09 |
090720 |
1.77 |
1.77 |
1.77 |
1.79 |
+0.02 |
0 |
1 |
+0 |
Sep09 |
090720 |
178.09 |
178.09 |
178.09 |
178.09 |
+1.95 |
|
|
|
Oct09 |
090720 |
168.56 |
168.56 |
168.56 |
168.56 |
+1.81 |
|
|
|
Nov09 |
090720 |
168.21 |
168.21 |
168.21 |
168.21 |
+1.85 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Aug09 |
090720 |
3.700 |
3.774 |
3.516 |
3.689 |
+0.020 |
167,361 |
93,852 |
-15,583 |
Sep09 |
090720 |
3.819 |
3.925 |
3.665 |
3.838 |
+0.022 |
76,474 |
150,835 |
+7,206 |
Oct09 |
090720 |
4.000 |
4.121 |
3.892 |
4.045 |
+0.017 |
31,997 |
91,194 |
+3,751 |
Nov09 |
090720 |
4.726 |
4.760 |
4.558 |
4.694 |
+0.021 |
6,914 |
40,067 |
+827 |
Dec09 |
090720 |
5.290 |
5.400 |
5.223 |
5.344 |
+0.028 |
5,387 |
43,499 |
-249 |
Jan10 |
090720 |
5.650 |
5.650 |
5.509 |
5.622 |
+0.026 |
10,889 |
42,266 |
+547 |
Feb10 |
090720 |
5.663 |
5.675 |
5.533 |
5.651 |
+0.025 |
1,259 |
20,857 |
+351 |
Mar10 |
090720 |
5.571 |
5.609 |
5.466 |
5.581 |
+0.029 |
4,048 |
36,333 |
+379 |
Apr10 |
090720 |
5.510 |
5.516 |
5.386 |
5.488 |
+0.028 |
2,965 |
34,850 |
+365 |
May10 |
090720 |
5.510 |
5.559 |
5.436 |
5.532 |
+0.029 |
336 |
18,992 |
-6 |
Jun10 |
090720 |
5.595 |
5.656 |
5.552 |
5.625 |
+0.030 |
202 |
9,502 |
+51 |
Jul10 |
090720 |
5.670 |
5.750 |
5.670 |
5.743 |
+0.030 |
504 |
9,310 |
-124 |
Aug10 |
090720 |
5.797 |
5.862 |
5.797 |
5.833 |
+0.030 |
225 |
9,031 |
-97 |
Sep10 |
090720 |
5.852 |
5.925 |
5.852 |
5.893 |
+0.028 |
149 |
6,910 |
+4 |
Oct10 |
090720 |
5.929 |
6.036 |
5.928 |
6.003 |
+0.028 |
1,007 |
17,579 |
+12 |
Nov10 |
090720 |
6.280 |
6.349 |
6.270 |
6.348 |
+0.033 |
265 |
6,001 |
-14 |
Total Volume and Open Interest |
311,145 |
756,998 |
-2,928 |
Brent Crude Oil(ICE) |
Sep09 |
090720 |
65.03 |
66.76 |
65.03 |
66.44 |
+1.06 |
127,176 |
146,522 |
+740 |
Oct09 |
090720 |
65.86 |
67.43 |
65.86 |
67.16 |
+1.12 |
59,224 |
107,773 |
+846 |
Nov09 |
090720 |
67.27 |
68.23 |
66.81 |
67.97 |
+1.15 |
23,648 |
32,107 |
+340 |
Dec09 |
090720 |
68.26 |
69.03 |
67.65 |
68.77 |
+1.16 |
28,077 |
98,063 |
-340 |
Jan10 |
090720 |
69.03 |
69.76 |
68.50 |
69.49 |
+1.18 |
6,279 |
24,472 |
-161 |
Feb10 |
090720 |
69.69 |
70.19 |
69.58 |
70.19 |
+1.20 |
2,379 |
15,762 |
-37 |
Mar10 |
090720 |
70.30 |
70.87 |
69.90 |
70.84 |
+1.24 |
2,108 |
11,803 |
-221 |
Apr10 |
090720 |
70.90 |
71.52 |
70.55 |
71.47 |
+1.27 |
2,761 |
6,242 |
+166 |
May10 |
090720 |
71.88 |
72.13 |
71.15 |
72.06 |
+1.29 |
2,334 |
4,321 |
-196 |
Jun10 |
090720 |
72.38 |
72.67 |
71.67 |
72.58 |
+1.30 |
5,123 |
33,381 |
+559 |
Jul10 |
090720 |
73.01 |
73.01 |
73.01 |
73.01 |
+1.32 |
803 |
8,752 |
-37 |
Aug10 |
090720 |
73.35 |
73.35 |
73.35 |
73.35 |
+1.32 |
529 |
6,124 |
-18 |
Sep10 |
090720 |
73.66 |
73.66 |
73.66 |
73.66 |
+1.33 |
584 |
2,749 |
+110 |
Oct10 |
090720 |
73.99 |
73.99 |
73.99 |
73.99 |
+1.36 |
250 |
2,702 |
-67 |
Total Volume and Open Interest |
270,535 |
642,737 |
-15,441 |
Gas Oil(ICE) |
Aug09 |
090720 |
530.50 |
546.50 |
528.00 |
538.50 |
+12.00 |
43,833 |
77,469 |
-4,232 |
Sep09 |
090720 |
537.00 |
553.50 |
536.75 |
545.75 |
+11.50 |
42,419 |
83,474 |
-1,052 |
Oct09 |
090720 |
544.50 |
561.25 |
544.50 |
553.50 |
+11.25 |
13,726 |
44,798 |
+330 |
Nov09 |
090720 |
559.00 |
568.50 |
557.25 |
561.50 |
+11.00 |
9,967 |
29,343 |
+886 |
Dec09 |
090720 |
568.25 |
577.00 |
565.50 |
569.75 |
+10.75 |
21,001 |
66,517 |
-1,672 |
Jan10 |
090720 |
578.25 |
585.75 |
574.50 |
578.50 |
+10.75 |
6,225 |
36,560 |
+1,103 |
Feb10 |
090720 |
586.00 |
589.25 |
582.50 |
586.50 |
+10.75 |
2,150 |
16,297 |
+206 |
Mar10 |
090720 |
593.25 |
596.50 |
590.00 |
594.00 |
+11.00 |
1,277 |
18,765 |
-29 |
Apr10 |
090720 |
600.00 |
603.50 |
600.00 |
601.25 |
+11.25 |
406 |
10,558 |
+222 |
May10 |
090720 |
606.00 |
609.25 |
606.00 |
607.25 |
+11.00 |
1,483 |
8,794 |
+622 |
Total Volume and Open Interest |
151,264 |
508,779 |
-3,158 |
Ethanol(CBOT) |
Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
Aug09 |
090720 |
1.530 |
1.560 |
1.530 |
1.560 |
+0.026 |
16 |
386 |
-4 |
Sep09 |
090720 |
1.520 |
1.535 |
1.520 |
1.534 |
+0.024 |
17 |
525 |
+3 |
Oct09 |
090720 |
1.500 |
1.509 |
1.475 |
1.509 |
+0.017 |
9 |
348 |
+9 |
Nov09 |
090720 |
1.470 |
1.502 |
1.470 |
1.502 |
+0.017 |
3 |
232 |
+0 |
Dec09 |
090720 |
1.480 |
1.504 |
1.470 |
1.504 |
+0.019 |
9 |
380 |
+5 |
Jan10 |
090720 |
1.480 |
1.500 |
1.470 |
1.500 |
+0.005 |
30 |
418 |
+0 |
Feb10 |
090720 |
1.490 |
1.510 |
1.490 |
1.510 |
+0.020 |
22 |
431 |
-18 |
Total Volume and Open Interest |
167 |
3,846 |
-30 |
US Dollar Index(ICE) |
Sep09 |
090720 |
79.520 |
79.605 |
78.925 |
79.050 |
-0.455 |
4,050 |
24,257 |
+1,157 |
Dec09 |
090720 |
79.850 |
79.850 |
79.275 |
79.365 |
-0.455 |
27 |
2,105 |
+6 |
Mar10 |
090720 |
79.635 |
79.635 |
79.635 |
79.635 |
-0.455 |
|
|
|
Total Volume and Open Interest |
4,077 |
26,362 |
+1,163 |
Australian Dollar(CME) |
Sep09 |
090720 |
79.97 |
81.43 |
79.90 |
81.20 |
+1.19 |
66,221 |
94,787 |
+1,649 |
Dec09 |
090720 |
79.60 |
80.78 |
79.45 |
80.66 |
+1.19 |
108 |
462 |
-20 |
Mar10 |
090720 |
80.10 |
80.10 |
78.94 |
80.10 |
+1.16 |
0 |
15 |
+0 |
Total Volume and Open Interest |
66,329 |
95,265 |
+1,629 |
British Pound(CME) |
Sep09 |
090720 |
163.40 |
165.57 |
163.26 |
165.32 |
+1.54 |
78,601 |
92,251 |
-193 |
Dec09 |
090720 |
164.67 |
165.51 |
163.38 |
165.30 |
+1.53 |
42 |
352 |
+18 |
Mar10 |
090720 |
165.26 |
165.26 |
163.53 |
165.26 |
+1.49 |
0 |
8 |
+0 |
Total Volume and Open Interest |
78,643 |
92,633 |
-175 |
Canadian Dollar(CME) |
Sep09 |
090720 |
89.71 |
90.76 |
89.64 |
90.35 |
+0.72 |
61,172 |
83,142 |
-567 |
Dec09 |
090720 |
90.08 |
90.77 |
89.66 |
90.38 |
+0.72 |
70 |
2,274 |
+31 |
Mar10 |
090720 |
90.35 |
90.63 |
89.68 |
90.40 |
+0.72 |
59 |
638 |
+0 |
Jun10 |
090720 |
90.42 |
90.55 |
89.70 |
90.42 |
+0.72 |
2 |
130 |
+1 |
Total Volume and Open Interest |
61,303 |
86,349 |
-535 |
Japanese Yen(CME) |
Sep09 |
090720 |
106.09 |
106.30 |
105.55 |
106.20 |
+0.05 |
91,142 |
110,703 |
+2,069 |
Dec09 |
090720 |
106.17 |
106.39 |
105.73 |
106.31 |
+0.04 |
14 |
223 |
+5 |
Mar10 |
090720 |
106.68 |
106.68 |
106.09 |
106.49 |
+0.04 |
0 |
37 |
+0 |
Total Volume and Open Interest |
91,156 |
110,964 |
+2,074 |
Swiss Franc(CME) |
Sep09 |
090720 |
92.95 |
93.91 |
92.91 |
93.56 |
+0.44 |
32,315 |
37,407 |
+468 |
Dec09 |
090720 |
93.85 |
94.02 |
93.13 |
93.69 |
+0.43 |
0 |
103 |
+0 |
Mar10 |
090720 |
93.84 |
93.92 |
93.39 |
93.84 |
+0.45 |
0 |
5 |
+0 |
Total Volume and Open Interest |
32,315 |
37,515 |
+468 |
EuroFX(CME) |
Sep09 |
090720 |
141.16 |
142.51 |
141.09 |
142.19 |
+0.79 |
177,036 |
134,643 |
+2,546 |
Dec09 |
090720 |
141.19 |
142.48 |
141.10 |
142.19 |
+0.80 |
42 |
1,305 |
+2 |
Mar10 |
090720 |
142.06 |
142.25 |
141.40 |
142.19 |
+0.79 |
0 |
338 |
+0 |
Total Volume and Open Interest |
177,078 |
136,289 |
+2,548 |
Mexican Peso(CME) |
Aug09 |
090720 |
751.2 |
751.2 |
749.0 |
751.2 |
+2.2 |
|
|
|
Sep09 |
090720 |
743.8 |
752.0 |
743.2 |
746.8 |
+2.2 |
16,441 |
42,221 |
+168 |
Total Volume and Open Interest |
16,441 |
43,874 |
+168 |
30-Year T-Bonds(CBOT) |
Sep09 |
090720 |
116~040 |
117~110 |
115~135 |
117~060 |
+0~295 |
212,987 |
689,147 |
-4,592 |
Dec09 |
090720 |
114~285 |
116~025 |
114~090 |
115~310 |
+0~295 |
71 |
847 |
+1 |
Mar10 |
090720 |
115~000 |
115~000 |
114~025 |
115~000 |
+0~295 |
0 |
41 |
+0 |
Total Volume and Open Interest |
213,058 |
690,038 |
-4,591 |
10-Year T-Notes(CBOT) |
Sep09 |
090720 |
116~105 |
117~040 |
115~265 |
117~000 |
+0~195 |
799,503 |
1,022,658 |
-7,194 |
Dec09 |
090720 |
114~250 |
115~170 |
114~250 |
115~170 |
+0~195 |
85 |
3,912 |
+51 |
Mar10 |
090720 |
114~170 |
114~170 |
113~295 |
114~170 |
+0~195 |
|
|
|
Total Volume and Open Interest |
799,588 |
1,026,570 |
-7,143 |
5-Year T-Notes(CBOT) |
Sep09 |
090720 |
115~021 |
115~085 |
114~109 |
115~077 |
+0~051 |
420,353 |
760,216 |
+9,881 |
Dec09 |
090720 |
113~090 |
114~025 |
113~090 |
114~025 |
+0~051 |
2 |
500 |
+0 |
Mar10 |
090720 |
114~025 |
114~025 |
113~102 |
114~025 |
+0~051 |
|
|
|
Total Volume and Open Interest |
420,355 |
760,716 |
+9,881 |
2 Year T-Notes(CBOT) |
Sep09 |
090720 |
108~052 |
108~058 |
108~037 |
108~056 |
+0~009 |
88,229 |
635,058 |
+4,714 |
Dec09 |
090720 |
107~115 |
107~115 |
107~106 |
107~115 |
+0~009 |
0 |
2 |
+0 |
Mar10 |
090720 |
107~115 |
107~115 |
107~106 |
107~115 |
+0~009 |
|
|
|
Total Volume and Open Interest |
154,176 |
635,060 |
+4,714 |
Eurodollars(CME) |
Sep09 |
090720 |
99.460 |
99.485 |
99.450 |
99.475 |
+0.010 |
127,933 |
1,030,528 |
-6,054 |
Dec09 |
090720 |
99.235 |
99.270 |
99.210 |
99.265 |
+0.035 |
168,488 |
941,358 |
-12,149 |
Mar10 |
090720 |
98.980 |
99.015 |
98.930 |
99.010 |
+0.045 |
211,382 |
881,137 |
-9,357 |
Jun10 |
090720 |
98.640 |
98.650 |
98.550 |
98.645 |
+0.045 |
217,523 |
616,783 |
+367 |
Sep10 |
090720 |
98.225 |
98.270 |
98.150 |
98.260 |
+0.045 |
283,179 |
596,352 |
-15,497 |
Dec10 |
090720 |
97.795 |
97.860 |
97.725 |
97.855 |
+0.060 |
189,029 |
712,706 |
+689 |
Mar11 |
090720 |
97.430 |
97.500 |
97.340 |
97.490 |
+0.075 |
154,696 |
368,935 |
+1,377 |
Jun11 |
090720 |
97.060 |
97.140 |
96.960 |
97.130 |
+0.090 |
112,551 |
357,288 |
-1,271 |
Sep11 |
090720 |
96.730 |
96.815 |
96.625 |
96.805 |
+0.095 |
59,630 |
236,422 |
+2,640 |
Dec11 |
090720 |
96.400 |
96.515 |
96.305 |
96.500 |
+0.105 |
43,123 |
155,793 |
+3,235 |
Mar12 |
090720 |
96.175 |
96.295 |
96.085 |
96.285 |
+0.115 |
36,932 |
109,929 |
-757 |
Jun12 |
090720 |
95.955 |
96.095 |
95.870 |
96.080 |
+0.115 |
28,848 |
118,450 |
+1,419 |
Sep12 |
090720 |
95.740 |
95.930 |
95.715 |
95.915 |
+0.115 |
10,202 |
65,736 |
-1,587 |
Dec12 |
090720 |
95.605 |
95.765 |
95.535 |
95.750 |
+0.110 |
8,753 |
61,180 |
+177 |
Mar13 |
090720 |
95.485 |
95.660 |
95.440 |
95.645 |
+0.105 |
5,294 |
64,729 |
-258 |
Jun13 |
090720 |
95.375 |
95.545 |
95.320 |
95.530 |
+0.105 |
4,053 |
31,789 |
-209 |
Sep13 |
090720 |
95.250 |
95.435 |
95.210 |
95.420 |
+0.100 |
2,283 |
39,984 |
-555 |
Dec13 |
090720 |
95.085 |
95.305 |
95.085 |
95.295 |
+0.095 |
2,155 |
28,909 |
+44 |
Total Volume and Open Interest |
1,681,008 |
6,569,543 |
-32,064 |
30 Day Federal Funds(CBOT) |
Jul09 |
090720 |
99.840 |
99.840 |
99.835 |
99.838 |
+0.003 |
2,813 |
59,468 |
+357 |
Aug09 |
090720 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
1,910 |
46,535 |
-416 |
Sep09 |
090720 |
99.805 |
99.810 |
99.795 |
99.800 |
unch |
1,604 |
31,557 |
+55 |
Oct09 |
090720 |
99.790 |
99.790 |
99.780 |
99.785 |
unch |
1,344 |
31,222 |
-297 |
Nov09 |
090720 |
99.745 |
99.745 |
99.735 |
99.740 |
unch |
1,088 |
61,237 |
-281 |
Dec09 |
090720 |
99.720 |
99.720 |
99.710 |
99.715 |
unch |
1,589 |
38,419 |
-282 |
Total Volume and Open Interest |
22,987 |
379,061 |
+117 |
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 |
090720 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Dec09 |
090720 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
|
|
|
Mar10 |
090720 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
|
|
|
Jun10 |
090720 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
|
|
|
Sep10 |
090720 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
|
|
|
Dec10 |
090720 |
99.42 |
99.42 |
99.42 |
99.42 |
-0.01 |
|
|
|
Mar11 |
090720 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.02 |
|
|
|
Jun11 |
090720 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
|
|
|
Sep11 |
090720 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
Dec11 |
090720 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep09 |
090720 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
108 |
11,281 |
+496 |
Dec09 |
090720 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
3,512 |
+0 |
Mar10 |
090720 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
2,591 |
+0 |
Jun10 |
090720 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
1,288 |
+0 |
Sep10 |
090720 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
421 |
+0 |
Dec10 |
090720 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
0 |
420 |
+0 |
Mar11 |
090720 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
412 |
+0 |
Jun11 |
090720 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
52 |
+0 |
Total Volume and Open Interest |
108 |
22,408 |
+908 |
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 |
090720 |
120.82 |
121.34 |
120.39 |
120.94 |
-0.21 |
711,344 |
896,304 |
+39,629 |
Dec09 |
090720 |
119.62 |
119.95 |
119.17 |
119.57 |
-0.22 |
192 |
140 |
+3 |
Mar10 |
090720 |
119.17 |
119.17 |
119.17 |
119.17 |
-0.24 |
0 |
1 |
+0 |
Total Volume and Open Interest |
711,536 |
896,445 |
+39,632 |
Euro-Bobl(EUREX) |
Sep09 |
090717 |
115.98 |
116.10 |
115.60 |
115.74 |
-0.60 |
217,689 |
743,810 |
+56,194 |
Dec09 |
090720 |
114.03 |
114.29 |
114.03 |
114.27 |
-0.07 |
1 |
75 |
+0 |
Mar10 |
090720 |
114.25 |
114.25 |
114.25 |
114.25 |
+0.11 |
|
|
|
Total Volume and Open Interest |
359,090 |
702,720 |
+15,802 |
3-Mth Euribor(EUREX) |
Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
Dec09 |
090720 |
98.965 |
98.980 |
98.960 |
98.975 |
unch |
223 |
5,426 |
-69 |
Mar10 |
090720 |
98.770 |
98.800 |
98.770 |
98.800 |
-0.015 |
355 |
2,773 |
-150 |
Total Volume and Open Interest |
2,491 |
33,657 |
-219 |
Long Gilt(LIFFE) |
Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
Dec09 |
090720 |
115~08 |
115~08 |
115~08 |
115~08 |
-0~07 |
|
|
|
Total Volume and Open Interest |
65,408 |
202,132 |
-3,924 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090720 |
99.12 |
99.14 |
99.12 |
99.13 |
+0.02 |
35,287 |
243,750 |
+425 |
Dec09 |
090720 |
98.89 |
98.90 |
98.87 |
98.88 |
unch |
33,191 |
246,616 |
-5,479 |
Mar10 |
090720 |
98.57 |
98.59 |
98.54 |
98.56 |
-0.01 |
47,797 |
325,558 |
-663 |
Jun10 |
090720 |
98.11 |
98.14 |
98.07 |
98.10 |
-0.03 |
55,038 |
310,633 |
+1,170 |
Sep10 |
090720 |
97.62 |
97.65 |
97.57 |
97.61 |
-0.03 |
62,023 |
273,291 |
-3,156 |
Dec10 |
090720 |
97.11 |
97.11 |
97.04 |
97.08 |
-0.04 |
46,134 |
239,551 |
-3,200 |
Total Volume and Open Interest |
330,483 |
2,101,459 |
-9,421 |
3-Mth Euribor(LIFFE) |
Sep09 |
090720 |
99.120 |
99.140 |
99.110 |
99.125 |
unch |
115,936 |
671,178 |
-23,078 |
Dec09 |
090720 |
98.970 |
99.000 |
98.950 |
98.975 |
unch |
111,127 |
485,640 |
-470 |
Mar10 |
090720 |
98.815 |
98.840 |
98.750 |
98.800 |
-0.015 |
104,562 |
435,799 |
+2,976 |
Total Volume and Open Interest |
679,173 |
3,082,873 |
-20,250 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090720 |
96.79 |
96.79 |
96.74 |
96.79 |
+0.01 |
17,310 |
298,575 |
-2,069 |
Dec09 |
090720 |
96.68 |
96.69 |
96.59 |
96.63 |
-0.05 |
15,220 |
239,968 |
+2,342 |
Mar10 |
090720 |
96.37 |
96.37 |
96.23 |
96.25 |
-0.12 |
4,064 |
131,329 |
+464 |
Jun10 |
090720 |
95.97 |
95.97 |
95.80 |
95.84 |
-0.14 |
1,214 |
83,160 |
+179 |
Sep10 |
090720 |
95.54 |
95.55 |
95.36 |
95.42 |
-0.14 |
461 |
53,830 |
-500 |
Dec10 |
090720 |
95.15 |
95.17 |
94.97 |
95.04 |
-0.14 |
440 |
30,522 |
+128 |
Mar11 |
090720 |
94.85 |
94.85 |
94.64 |
94.70 |
-0.16 |
182 |
17,519 |
+24 |
Jun11 |
090720 |
94.54 |
94.54 |
94.32 |
94.38 |
-0.17 |
346 |
12,894 |
+291 |
Sep11 |
090720 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.17 |
50 |
3,533 |
+50 |
Dec11 |
090720 |
93.81 |
93.81 |
93.81 |
93.81 |
-0.18 |
0 |
600 |
+0 |
Total Volume and Open Interest |
39,287 |
872,812 |
+909 |
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 |
090720 |
94.43 |
94.43 |
94.43 |
94.43 |
-0.17 |
|
|
|
Total Volume and Open Interest |
14,760 |
338,152 |
-4,226 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090720 |
95.47 |
95.49 |
95.28 |
95.33 |
-0.14 |
77,641 |
556,235 |
-8,249 |
Dec09 |
090720 |
95.33 |
95.33 |
95.33 |
95.33 |
-0.14 |
|
|
|
Total Volume and Open Interest |
77,641 |
556,235 |
-8,249 |
Gold(CMX) |
Aug09 |
090720 |
938.5 |
955.4 |
937.0 |
948.8 |
+11.3 |
60,370 |
179,942 |
-1,323 |
Oct09 |
090720 |
939.2 |
956.5 |
938.8 |
950.1 |
+11.3 |
2,065 |
15,449 |
+848 |
Dec09 |
090720 |
940.7 |
958.0 |
940.0 |
951.6 |
+11.3 |
9,077 |
95,938 |
+2,979 |
Feb10 |
090720 |
948.0 |
957.5 |
948.0 |
952.8 |
+11.3 |
423 |
16,778 |
+125 |
Apr10 |
090720 |
950.0 |
960.6 |
950.0 |
954.1 |
+11.3 |
410 |
17,794 |
+15 |
Jun10 |
090720 |
954.7 |
957.7 |
954.7 |
955.6 |
+11.4 |
324 |
10,010 |
+153 |
Aug10 |
090720 |
963.1 |
963.1 |
957.4 |
957.4 |
+11.4 |
700 |
4,612 |
+250 |
Oct10 |
090720 |
959.5 |
959.5 |
959.5 |
959.5 |
+11.5 |
1 |
2,450 |
-1 |
Dec10 |
090720 |
960.0 |
962.2 |
960.0 |
961.9 |
+11.6 |
508 |
13,526 |
+98 |
Feb11 |
090720 |
964.8 |
964.8 |
964.8 |
964.8 |
+11.7 |
0 |
12 |
+0 |
Apr11 |
090720 |
968.0 |
968.0 |
968.0 |
968.0 |
+11.7 |
50 |
100 |
-25 |
Jun11 |
090720 |
316.1 |
316.1 |
316.1 |
316.1 |
+11.7 |
300 |
9,057 |
-75 |
Total Volume and Open Interest |
74,589 |
383,107 |
+3,100 |
Silver(CMX) |
Jul09 |
090720 |
1345.0 |
1372.5 |
1345.0 |
1362.0 |
+22.2 |
76 |
211 |
-35 |
Sep09 |
090720 |
1340.5 |
1375.0 |
1337.0 |
1362.5 |
+22.2 |
14,234 |
56,112 |
+444 |
Dec09 |
090720 |
1346.5 |
1377.5 |
1346.0 |
1366.4 |
+22.3 |
308 |
21,965 |
-3 |
Mar10 |
090720 |
1363.5 |
1371.0 |
1363.5 |
1369.3 |
+22.4 |
124 |
6,916 |
+8 |
May10 |
090720 |
1377.0 |
1377.0 |
1371.4 |
1371.4 |
+22.5 |
105 |
2,687 |
+27 |
Jul10 |
090720 |
1373.5 |
1373.5 |
1373.5 |
1373.5 |
+22.6 |
32 |
3,000 |
+25 |
Sep10 |
090720 |
1379.0 |
1379.0 |
1375.7 |
1375.7 |
+22.7 |
101 |
149 |
-1 |
Total Volume and Open Interest |
15,052 |
99,744 |
+410 |
Platinum(NYMEX) |
Jul09 |
090720 |
1184.7 |
1184.7 |
1184.7 |
1184.7 |
+16.1 |
0 |
68 |
+0 |
Oct09 |
090720 |
1176.8 |
1192.9 |
1176.4 |
1188.9 |
+12.8 |
2,170 |
21,401 |
+332 |
Jan10 |
090720 |
1194.6 |
1194.6 |
1194.4 |
1194.4 |
+12.8 |
4 |
226 |
+4 |
Total Volume and Open Interest |
2,174 |
21,695 |
+336 |
Palladium(NYMEX) |
Sep09 |
090720 |
250.95 |
256.90 |
250.00 |
256.00 |
+6.40 |
483 |
16,068 |
+6 |
Dec09 |
090720 |
252.00 |
257.15 |
252.00 |
257.15 |
+6.40 |
16 |
462 |
+6 |
Mar10 |
090720 |
258.65 |
258.65 |
258.65 |
258.65 |
+6.40 |
2 |
3 |
+0 |
Total Volume and Open Interest |
501 |
16,533 |
+12 |
Copper(CMX) |
Jul09 |
090720 |
243.90 |
248.00 |
241.65 |
246.00 |
+4.60 |
148 |
1,829 |
-277 |
Sep09 |
090720 |
241.85 |
248.95 |
241.00 |
246.90 |
+4.60 |
14,775 |
74,473 |
+1,885 |
Dec09 |
090720 |
242.00 |
249.15 |
242.00 |
247.65 |
+4.55 |
2,627 |
17,892 |
+815 |
Mar10 |
090720 |
249.55 |
249.65 |
244.35 |
247.95 |
+4.55 |
202 |
2,737 |
+60 |
May10 |
090720 |
244.70 |
247.90 |
244.70 |
247.90 |
+4.55 |
48 |
852 |
+21 |
Total Volume and Open Interest |
18,700 |
111,321 |
+2,788 |
Aluminum(CMX) |
Jul09 |
090720 |
78.75 |
78.75 |
78.75 |
78.75 |
+0.25 |
|
|
|
Aug09 |
090720 |
79.25 |
79.25 |
79.25 |
79.25 |
+0.25 |
|
|
|
Sep09 |
090720 |
79.75 |
79.75 |
79.75 |
79.75 |
+0.25 |
|
|
|
Oct09 |
090720 |
1.11 |
1.11 |
1.11 |
1.11 |
+0.25 |
|
|
|
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 |
090720 |
8687 |
8805 |
8686 |
8805 |
+108 |
767 |
11,869 |
-88 |
Dec09 |
090720 |
8601 |
8743 |
8601 |
8743 |
+108 |
2 |
58 |
+0 |
Mar10 |
090720 |
8700 |
8700 |
8592 |
8700 |
+108 |
0 |
2 |
+0 |
Jun10 |
090720 |
8650 |
8650 |
8542 |
8650 |
+108 |
|
|
|
Total Volume and Open Interest |
769 |
11,929 |
-88 |
S & P 500(CME) |
Sep09 |
090720 |
936.90 |
949.30 |
933.90 |
949.00 |
+12.10 |
24,382 |
382,327 |
-2,544 |
Dec09 |
090720 |
942.00 |
944.60 |
942.00 |
944.60 |
+12.10 |
6 |
8,438 |
-2 |
Mar10 |
090720 |
940.60 |
940.60 |
930.00 |
940.60 |
+12.10 |
0 |
3,557 |
+0 |
Jun10 |
090720 |
937.10 |
937.10 |
926.50 |
937.10 |
+12.10 |
0 |
6 |
+0 |
Total Volume and Open Interest |
24,388 |
394,333 |
-2,546 |
S & P 500 E-Mini(Globex) |
Sep09 |
090720 |
937.00 |
949.25 |
933.75 |
949.00 |
+12.00 |
2,191,367 |
2,393,874 |
+10,286 |
Dec09 |
090720 |
932.25 |
944.50 |
929.75 |
944.50 |
+12.00 |
1,237 |
18,897 |
+203 |
Total Volume and Open Interest |
2,192,606 |
2,412,822 |
+10,489 |
NASDAQ 100(CME) |
Sep09 |
090720 |
1526.30 |
1544.00 |
1523.80 |
1540.50 |
+12.50 |
2,047 |
18,596 |
-63 |
Dec09 |
090720 |
1538.80 |
1538.80 |
1537.30 |
1538.80 |
+12.50 |
0 |
13 |
+0 |
Mar10 |
090720 |
1537.80 |
1537.80 |
1536.30 |
1537.80 |
+12.50 |
|
|
|
Total Volume and Open Interest |
2,047 |
18,609 |
-63 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090720 |
1527.80 |
1544.00 |
1523.50 |
1540.50 |
+12.50 |
296,176 |
256,711 |
-2,616 |
Dec09 |
090720 |
1526.80 |
1541.50 |
1522.00 |
1538.80 |
+12.50 |
52 |
663 |
-9 |
Total Volume and Open Interest |
296,228 |
257,386 |
-2,630 |
S & P Midcap 400(CME) |
Sep09 |
090720 |
591.00 |
597.00 |
590.00 |
596.30 |
+8.00 |
11 |
2,478 |
+5 |
Dec09 |
090720 |
594.30 |
594.30 |
594.30 |
594.30 |
+8.00 |
|
|
|
Mar10 |
090720 |
592.30 |
592.30 |
592.30 |
592.30 |
+8.00 |
|
|
|
Total Volume and Open Interest |
11 |
2,478 |
+5 |
Russell 2000(CME) |
Sep09 |
090720 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
146 |
6,036 |
+10 |
Dec09 |
090720 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,429 |
+377 |
Mar10 |
090720 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,825 |
+8 |
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) |
Aug09 |
090720 |
3251.0 |
3278.5 |
3231.5 |
3268.5 |
+49.0 |
88,672 |
291,876 |
+31,404 |
Sep09 |
090720 |
3236.0 |
3273.0 |
3229.0 |
3264.0 |
+49.0 |
3,712 |
46,430 |
+1,451 |
Oct09 |
090720 |
3262.5 |
3262.5 |
3262.5 |
3262.5 |
|
|
|
|
Hang Seng Index(HKFE) |
Jul09 |
090720 |
19088 |
19585 |
18913 |
19585 |
+690 |
78,541 |
85,505 |
+491 |
Aug09 |
090720 |
19011 |
19543 |
18883 |
19543 |
+693 |
1,132 |
7,895 |
+1,011 |
Sep09 |
090720 |
18890 |
19440 |
18816 |
19440 |
+688 |
152 |
2,634 |
+197 |
Total Volume and Open Interest |
79,851 |
96,671 |
+1,704 |
DAX(EUREX) |
Sep09 |
090720 |
5037.0 |
5063.0 |
5007.0 |
5035.5 |
+47.5 |
164,269 |
144,251 |
+3,777 |
Dec09 |
090720 |
5045.0 |
5063.5 |
5012.5 |
5038.5 |
+47.0 |
546 |
9,425 |
+233 |
Mar10 |
090720 |
5052.5 |
5071.5 |
5035.5 |
5047.0 |
+47.5 |
128 |
811 |
+35 |
Total Volume and Open Interest |
164,943 |
154,487 |
+4,045 |
FT-SE 100(EURONEXT) |
Sep09 |
090720 |
4385.00 |
4432.50 |
4360.00 |
4415.50 |
+53.50 |
105,903 |
614,658 |
-2,762 |
Dec09 |
090720 |
4350.00 |
4399.00 |
4346.00 |
4386.50 |
+53.50 |
139 |
3,956 |
-31 |
Mar10 |
090720 |
4349.50 |
4353.50 |
4333.50 |
4353.50 |
+53.50 |
52 |
704 |
+50 |
Total Volume and Open Interest |
106,094 |
619,318 |
-2,743 |
SPI 200(SFE) |
Sep09 |
090720 |
3985.0 |
4035.0 |
3963.0 |
4008.0 |
+26.0 |
23,413 |
230,704 |
+3,222 |
Dec09 |
090720 |
4015.0 |
4015.0 |
4015.0 |
4015.0 |
+26.0 |
100 |
3,487 |
-24 |
Mar10 |
090720 |
3991.0 |
3991.0 |
3991.0 |
3991.0 |
+26.0 |
52 |
4,317 |
+0 |
Total Volume and Open Interest |
23,607 |
239,288 |
+3,240 |
GSCI(CME) |
Aug09 |
090720 |
434.50 |
436.10 |
428.50 |
435.60 |
+4.10 |
99 |
15,062 |
-234 |
Sep09 |
090720 |
441.50 |
443.00 |
435.00 |
442.00 |
+6.00 |
1 |
3 |
+0 |
Oct09 |
090720 |
450.00 |
451.00 |
443.00 |
450.00 |
+6.00 |
|
|
|
Total Volume and Open Interest |
100 |
15,065 |
-2,577 |
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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