|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue July 21, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090721 |
1034.25 |
1040.00 |
1005.25 |
1014.50 |
-18.50 |
20,114 |
50,013 |
-2,510 |
| Sep09 |
090721 |
965.00 |
966.50 |
933.50 |
941.50 |
-19.00 |
8,155 |
21,984 |
-751 |
| Nov09 |
090721 |
923.50 |
926.00 |
895.50 |
905.00 |
-18.00 |
73,487 |
233,641 |
-2,118 |
| Jan10 |
090721 |
928.50 |
932.25 |
903.25 |
912.25 |
-17.75 |
5,588 |
35,128 |
+549 |
| Mar10 |
090721 |
933.25 |
936.00 |
909.00 |
917.00 |
-17.75 |
4,112 |
18,912 |
-487 |
| May10 |
090721 |
932.25 |
939.75 |
911.25 |
919.00 |
-18.00 |
2,890 |
10,887 |
-309 |
| Jul10 |
090721 |
937.50 |
942.00 |
916.00 |
925.00 |
-14.50 |
4,473 |
16,000 |
-125 |
| Total Volume and Open Interest |
120,016 |
406,767 |
-5,720 |
| Soybean Meal(CBOT) |
| Aug09 |
090721 |
327.30 |
330.40 |
317.30 |
322.30 |
-2.10 |
11,776 |
26,451 |
-1,453 |
| Sep09 |
090721 |
296.10 |
300.90 |
290.00 |
294.30 |
-2.90 |
8,078 |
26,984 |
+60 |
| Oct09 |
090721 |
278.00 |
283.40 |
272.60 |
277.30 |
-2.60 |
2,737 |
19,998 |
+166 |
| Dec09 |
090721 |
274.90 |
278.30 |
267.80 |
272.80 |
-2.10 |
22,491 |
68,528 |
-546 |
| Jan10 |
090721 |
271.00 |
274.90 |
265.80 |
270.40 |
-2.00 |
1,535 |
7,481 |
+118 |
| Mar10 |
090721 |
270.00 |
274.60 |
265.60 |
270.40 |
-2.00 |
1,587 |
6,414 |
+13 |
| May10 |
090721 |
271.00 |
275.50 |
265.80 |
270.40 |
-1.50 |
1,872 |
8,035 |
+951 |
| Jul10 |
090721 |
272.00 |
275.70 |
268.00 |
272.10 |
-0.60 |
497 |
3,738 |
+204 |
| Total Volume and Open Interest |
50,725 |
171,049 |
-460 |
| Soybean Oil(CBOT) |
| Aug09 |
090721 |
35.39 |
35.49 |
34.50 |
34.77 |
-0.57 |
17,992 |
36,236 |
-2,006 |
| Sep09 |
090721 |
35.52 |
35.55 |
34.66 |
34.93 |
-0.58 |
10,640 |
37,949 |
+267 |
| Oct09 |
090721 |
35.70 |
35.70 |
34.84 |
35.09 |
-0.58 |
3,710 |
17,747 |
+733 |
| Dec09 |
090721 |
36.07 |
36.19 |
35.18 |
35.45 |
-0.59 |
29,263 |
115,621 |
+139 |
| Jan10 |
090721 |
36.03 |
36.39 |
35.60 |
35.79 |
-0.60 |
1,023 |
14,118 |
+96 |
| Mar10 |
090721 |
36.36 |
36.66 |
35.81 |
36.03 |
-0.59 |
841 |
7,805 |
+72 |
| May10 |
090721 |
36.54 |
36.73 |
35.94 |
36.15 |
-0.57 |
760 |
6,668 |
+416 |
| Jul10 |
090721 |
36.78 |
36.88 |
36.05 |
36.25 |
-0.59 |
496 |
5,058 |
+228 |
| Total Volume and Open Interest |
64,931 |
249,587 |
-15 |
| Canola(WCE) |
| Jul09 |
090721 |
513.2 |
513.2 |
513.2 |
513.2 |
+5.1 |
|
|
|
| Nov09 |
090721 |
420.0 |
422.9 |
417.7 |
421.6 |
-1.1 |
8,407 |
75,302 |
-987 |
| Jan10 |
090721 |
423.1 |
425.3 |
421.3 |
425.3 |
-1.3 |
1,432 |
9,320 |
-154 |
| Mar10 |
090721 |
426.2 |
428.8 |
426.2 |
428.5 |
-0.6 |
1 |
1,737 |
+0 |
| May10 |
090721 |
430.0 |
430.8 |
430.0 |
430.8 |
-0.3 |
0 |
510 |
+0 |
| Total Volume and Open Interest |
9,840 |
87,481 |
-1,141 |
| Corn(CBOT) |
| Sep09 |
090721 |
323.00 |
324.50 |
310.25 |
311.50 |
-11.75 |
45,879 |
262,771 |
-421 |
| Dec09 |
090721 |
333.25 |
335.00 |
320.50 |
322.00 |
-11.75 |
73,319 |
421,563 |
+1,071 |
| Mar10 |
090721 |
347.50 |
348.50 |
334.25 |
335.75 |
-11.75 |
8,820 |
75,778 |
+920 |
| May10 |
090721 |
356.25 |
356.25 |
344.00 |
345.50 |
-11.75 |
1,924 |
17,956 |
+184 |
| Jul10 |
090721 |
366.00 |
367.25 |
353.25 |
354.25 |
-12.00 |
3,802 |
49,820 |
-274 |
| Sep10 |
090721 |
372.75 |
372.75 |
361.75 |
362.00 |
-12.25 |
1,163 |
6,688 |
-298 |
| Total Volume and Open Interest |
137,985 |
896,696 |
+649 |
| Wheat(CBOT) |
| Sep09 |
090721 |
542.25 |
544.25 |
530.25 |
534.75 |
-7.50 |
28,086 |
146,004 |
-513 |
| Dec09 |
090721 |
570.00 |
570.50 |
557.25 |
561.50 |
-7.25 |
13,862 |
104,641 |
+729 |
| Mar10 |
090721 |
588.25 |
588.25 |
575.75 |
580.00 |
-7.25 |
1,511 |
16,920 |
+262 |
| May10 |
090721 |
598.25 |
598.25 |
587.00 |
591.00 |
-7.25 |
201 |
2,001 |
-18 |
| Jul10 |
090721 |
607.00 |
607.50 |
596.50 |
600.25 |
-7.25 |
713 |
37,862 |
-68 |
| Total Volume and Open Interest |
44,526 |
314,071 |
+381 |
| Wheat(KCBT) |
| Sep09 |
090721 |
570.00 |
571.00 |
560.00 |
565.75 |
-5.25 |
8,014 |
40,982 |
-236 |
| Dec09 |
090721 |
585.00 |
587.25 |
576.75 |
582.50 |
-5.00 |
4,168 |
36,322 |
+807 |
| Mar10 |
090721 |
603.00 |
603.00 |
593.25 |
598.75 |
-5.00 |
764 |
6,128 |
+200 |
| May10 |
090721 |
611.25 |
613.50 |
604.25 |
609.75 |
-4.75 |
52 |
1,261 |
-11 |
| Jul10 |
090721 |
620.25 |
623.75 |
615.00 |
620.50 |
-5.00 |
172 |
10,591 |
+66 |
| Total Volume and Open Interest |
13,190 |
96,872 |
+820 |
| Wheat(MGE) |
| Jul09 |
090714 |
618.00 |
621.00 |
618.00 |
618.00 |
-3.00 |
0 |
26 |
+0 |
| Sep09 |
090721 |
613.00 |
615.00 |
600.00 |
600.25 |
-13.00 |
1,330 |
10,779 |
+225 |
| Dec09 |
090721 |
624.75 |
624.75 |
612.75 |
613.75 |
-8.75 |
816 |
13,078 |
+178 |
| Mar10 |
090721 |
635.00 |
635.00 |
627.50 |
629.00 |
-7.00 |
301 |
3,486 |
+146 |
| May10 |
090721 |
638.75 |
642.25 |
635.00 |
635.75 |
-7.75 |
112 |
1,140 |
+50 |
| Total Volume and Open Interest |
2,683 |
34,159 |
+612 |
| Oats(CBOT) |
| Sep09 |
090721 |
216.00 |
217.00 |
200.00 |
206.25 |
-9.75 |
153 |
3,719 |
+10 |
| Dec09 |
090721 |
228.25 |
228.75 |
212.00 |
218.25 |
-9.75 |
290 |
8,159 |
-195 |
| Mar10 |
090721 |
238.50 |
238.75 |
225.00 |
230.25 |
-9.75 |
10 |
1,301 |
+2 |
| May10 |
090721 |
238.25 |
248.00 |
238.25 |
238.25 |
-9.75 |
0 |
88 |
+0 |
| Total Volume and Open Interest |
453 |
13,267 |
-183 |
| Rough Rice(CBOT) |
| Jul09 |
090714 |
12.99 |
13.10 |
12.89 |
12.89 |
-0.01 |
16 |
85 |
+5 |
| Sep09 |
090721 |
13.34 |
13.39 |
13.10 |
13.33 |
-0.03 |
168 |
5,397 |
+67 |
| Nov09 |
090721 |
13.45 |
13.48 |
13.23 |
13.46 |
-0.02 |
90 |
2,063 |
+28 |
| Jan10 |
090721 |
13.60 |
13.60 |
13.45 |
13.59 |
-0.01 |
8 |
283 |
+6 |
| Total Volume and Open Interest |
266 |
8,269 |
+101 |
| Live Cattle(CME) |
| Aug09 |
090721 |
86.950 |
86.950 |
85.800 |
86.035 |
-0.765 |
9,100 |
54,370 |
-1,247 |
| Oct09 |
090721 |
92.000 |
92.000 |
90.750 |
91.135 |
-0.750 |
20,151 |
94,199 |
-356 |
| Dec09 |
090721 |
90.350 |
90.480 |
89.250 |
89.730 |
-0.670 |
11,748 |
48,485 |
-839 |
| Feb10 |
090721 |
89.850 |
89.980 |
88.700 |
88.930 |
-0.870 |
2,203 |
16,688 |
+354 |
| Apr10 |
090721 |
90.850 |
90.850 |
90.000 |
90.450 |
-0.450 |
770 |
8,169 |
+104 |
| Jun10 |
090721 |
88.680 |
88.700 |
87.600 |
87.750 |
-0.900 |
265 |
2,961 |
+159 |
| Total Volume and Open Interest |
44,396 |
225,647 |
-1,753 |
| Feeder Cattle(CME) |
| Aug09 |
090721 |
104.385 |
104.480 |
103.150 |
103.250 |
-1.230 |
984 |
10,087 |
-119 |
| Sep09 |
090721 |
104.400 |
104.450 |
103.050 |
103.250 |
-1.250 |
781 |
7,922 |
+171 |
| Oct09 |
090721 |
104.200 |
104.230 |
103.150 |
103.180 |
-1.205 |
736 |
6,339 |
+45 |
| Nov09 |
090721 |
103.980 |
104.080 |
103.000 |
103.135 |
-1.165 |
158 |
1,823 |
+83 |
| Jan10 |
090721 |
102.550 |
102.800 |
102.250 |
102.350 |
-0.450 |
19 |
536 |
+15 |
| Mar10 |
090721 |
102.285 |
102.550 |
102.250 |
102.550 |
-0.100 |
5 |
218 |
+4 |
| Apr10 |
090721 |
102.300 |
102.300 |
102.300 |
102.300 |
+0.050 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
2,683 |
26,958 |
+199 |
| Lean Hogs(CME) |
| Aug09 |
090721 |
64.650 |
64.680 |
62.050 |
62.500 |
-2.150 |
8,660 |
27,109 |
-1,868 |
| Oct09 |
090721 |
60.350 |
60.350 |
57.650 |
58.150 |
-2.335 |
6,674 |
52,786 |
+1,983 |
| Dec09 |
090721 |
58.350 |
58.485 |
56.400 |
57.450 |
-0.900 |
2,442 |
31,792 |
+677 |
| Feb10 |
090721 |
63.100 |
63.450 |
62.000 |
62.950 |
-0.800 |
1,899 |
12,756 |
-79 |
| Apr10 |
090721 |
67.225 |
67.225 |
65.850 |
66.080 |
-1.100 |
204 |
4,832 |
+52 |
| May10 |
090721 |
71.000 |
71.300 |
70.700 |
71.050 |
-0.880 |
5 |
432 |
+4 |
| Jun10 |
090721 |
74.150 |
74.150 |
73.400 |
73.850 |
-1.050 |
44 |
2,640 |
-20 |
| Jul10 |
090721 |
72.550 |
73.900 |
72.550 |
73.000 |
-1.050 |
32 |
654 |
+23 |
| Total Volume and Open Interest |
19,963 |
133,471 |
+774 |
| Pork Bellies(CME) |
| Jul09 |
090721 |
62.200 |
65.550 |
62.200 |
62.200 |
-2.300 |
1 |
1 |
+0 |
| Aug09 |
090721 |
66.000 |
67.800 |
63.000 |
63.500 |
-2.300 |
101 |
442 |
-12 |
| Feb10 |
090721 |
86.500 |
88.000 |
84.800 |
84.800 |
-3.000 |
1 |
137 |
+0 |
| Mar10 |
090721 |
85.600 |
85.600 |
82.000 |
82.000 |
-2.800 |
0 |
42 |
+0 |
| May10 |
090721 |
84.800 |
86.750 |
84.800 |
84.800 |
-2.600 |
|
|
|
| Total Volume and Open Interest |
103 |
622 |
-12 |
| Class III Milk(CME) |
| Jul09 |
090721 |
9.99 |
9.99 |
9.96 |
9.96 |
-0.02 |
162 |
4,598 |
-35 |
| Aug09 |
090721 |
10.85 |
10.95 |
10.58 |
10.74 |
-0.21 |
297 |
4,272 |
-47 |
| Sep09 |
090721 |
12.38 |
12.38 |
11.78 |
11.95 |
-0.40 |
237 |
4,063 |
+42 |
| Oct09 |
090721 |
13.15 |
13.20 |
12.80 |
12.95 |
-0.14 |
162 |
3,639 |
+35 |
| Nov09 |
090721 |
13.93 |
14.01 |
13.70 |
13.90 |
-0.04 |
125 |
3,447 |
+4 |
| Total Volume and Open Interest |
1,481 |
27,990 |
+164 |
| Cocoa(ICE) |
| Sep09 |
090721 |
2855 |
2885 |
2837 |
2875 |
+7 |
7,108 |
46,760 |
+782 |
| Dec09 |
090721 |
2880 |
2906 |
2859 |
2897 |
+8 |
1,599 |
30,062 |
+9 |
| Mar10 |
090721 |
2881 |
2911 |
2873 |
2903 |
+3 |
674 |
19,508 |
+162 |
| May10 |
090721 |
2885 |
2914 |
2885 |
2905 |
+2 |
270 |
4,924 |
+63 |
| Jul10 |
090721 |
2901 |
2912 |
2900 |
2912 |
+2 |
2 |
3,588 |
+0 |
| Sep10 |
090721 |
2900 |
2921 |
2899 |
2913 |
+2 |
2 |
2,394 |
+2 |
| Dec10 |
090721 |
2897 |
2924 |
2897 |
2919 |
+3 |
100 |
872 |
+100 |
| Total Volume and Open Interest |
9,755 |
111,663 |
+1,118 |
| Coffee "C"(ICE) |
| Jul09 |
090721 |
121.00 |
121.10 |
119.95 |
119.95 |
+0.20 |
0 |
14 |
-9 |
| Sep09 |
090721 |
121.65 |
123.50 |
121.10 |
122.50 |
+0.20 |
6,356 |
61,203 |
-1,244 |
| Dec09 |
090721 |
125.25 |
126.40 |
124.05 |
125.50 |
+0.25 |
1,744 |
26,544 |
+75 |
| Mar10 |
090721 |
127.50 |
129.15 |
126.85 |
128.40 |
+0.40 |
946 |
11,467 |
-109 |
| May10 |
090721 |
130.85 |
131.10 |
130.30 |
130.35 |
+0.40 |
37 |
3,693 |
-17 |
| Jul10 |
090721 |
132.65 |
132.70 |
132.10 |
132.20 |
+0.35 |
22 |
1,615 |
-14 |
| Total Volume and Open Interest |
9,174 |
107,230 |
-1,350 |
| Orange Juice(ICE) |
| Sep09 |
090721 |
103.00 |
103.00 |
100.30 |
102.15 |
-1.60 |
1,921 |
18,742 |
+451 |
| Nov09 |
090721 |
104.75 |
106.10 |
104.55 |
105.50 |
-1.50 |
161 |
8,547 |
-20 |
| Jan10 |
090721 |
107.75 |
108.85 |
107.65 |
108.50 |
-1.50 |
82 |
1,103 |
+24 |
| Mar10 |
090721 |
110.65 |
111.85 |
110.65 |
111.85 |
-1.55 |
96 |
2,292 |
+87 |
| May10 |
090721 |
113.80 |
114.60 |
113.80 |
114.60 |
-1.50 |
2 |
130 |
+0 |
| Jul10 |
090721 |
117.00 |
117.00 |
117.00 |
117.00 |
-1.80 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
2,262 |
31,055 |
+542 |
| Sugar #11(ICE) |
| Oct09 |
090721 |
17.74 |
17.95 |
17.61 |
17.80 |
+0.06 |
24,429 |
303,287 |
-1,147 |
| Mar10 |
090721 |
19.04 |
19.21 |
18.90 |
19.08 |
+0.04 |
8,450 |
175,430 |
-125 |
| May10 |
090721 |
18.54 |
18.71 |
18.44 |
18.60 |
+0.06 |
2,087 |
41,293 |
-79 |
| Jul10 |
090721 |
18.00 |
18.16 |
17.95 |
18.07 |
+0.07 |
2,775 |
80,264 |
+67 |
| Oct10 |
090721 |
17.83 |
17.90 |
17.77 |
17.83 |
+0.07 |
2,027 |
44,837 |
-693 |
| Total Volume and Open Interest |
41,930 |
719,977 |
-2,247 |
| Sugar #14(ICE) |
| Sep09 |
090721 |
23.32 |
23.43 |
23.32 |
23.39 |
+0.06 |
245 |
2,141 |
-140 |
| Total Volume and Open Interest |
245 |
2,141 |
-140 |
| London Cocoa(LCE) |
| Sep09 |
090721 |
1802 |
1828 |
1800 |
1824 |
+16 |
17,554 |
50,918 |
+196 |
| Dec09 |
090721 |
1810 |
1838 |
1810 |
1836 |
+18 |
3,270 |
38,066 |
+898 |
| Mar10 |
090721 |
1811 |
1834 |
1811 |
1833 |
+16 |
1,209 |
32,261 |
+269 |
| May10 |
090721 |
1810 |
1826 |
1810 |
1826 |
+15 |
362 |
16,879 |
+310 |
| Jul10 |
090721 |
1823 |
1823 |
1823 |
1823 |
+20 |
11 |
6,791 |
+6 |
| Sep10 |
090721 |
1801 |
1819 |
1801 |
1819 |
+19 |
4 |
2,619 |
+0 |
| Dec10 |
090721 |
1806 |
1822 |
1806 |
1822 |
+16 |
0 |
660 |
+0 |
| Total Volume and Open Interest |
22,410 |
150,795 |
+1,679 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090721 |
469.00 |
470.30 |
466.20 |
468.10 |
-0.60 |
2,164 |
47,649 |
-848 |
| Dec09 |
090721 |
482.40 |
484.70 |
480.60 |
482.50 |
+0.20 |
337 |
9,376 |
+86 |
| Mar10 |
090721 |
490.30 |
495.50 |
490.30 |
493.50 |
+1.90 |
414 |
12,468 |
-283 |
| May10 |
090721 |
491.00 |
492.00 |
489.30 |
490.00 |
+1.80 |
50 |
2,572 |
+1 |
| Aug10 |
090721 |
481.90 |
484.00 |
481.90 |
483.80 |
+1.80 |
121 |
2,062 |
+62 |
| Total Volume and Open Interest |
3,191 |
75,372 |
-952 |
| Cotton(ICE) |
| Oct09 |
090721 |
63.00 |
63.10 |
60.01 |
60.01 |
-3.00 |
73 |
2,562 |
+24 |
| Dec09 |
090721 |
64.90 |
64.98 |
61.86 |
61.95 |
-2.91 |
4,039 |
104,660 |
+822 |
| Mar10 |
090721 |
66.89 |
67.05 |
63.89 |
64.20 |
-2.69 |
665 |
14,991 |
+450 |
| May10 |
090721 |
66.88 |
66.88 |
65.35 |
65.42 |
-2.60 |
39 |
872 |
-35 |
| Jul10 |
090721 |
69.11 |
69.14 |
66.50 |
66.52 |
-2.59 |
68 |
2,049 |
+49 |
| Oct10 |
090721 |
67.42 |
67.42 |
67.42 |
67.42 |
-2.59 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
4,904 |
127,367 |
+1,329 |
| Lumber(CME) |
| Sep09 |
090721 |
187.0 |
192.0 |
184.5 |
189.0 |
+2.0 |
893 |
5,523 |
+337 |
| Nov09 |
090721 |
190.0 |
195.0 |
188.3 |
190.8 |
+0.3 |
234 |
1,424 |
-10 |
| Jan10 |
090721 |
207.6 |
214.3 |
207.0 |
211.2 |
-0.2 |
32 |
744 |
-3 |
| Mar10 |
090721 |
225.0 |
226.0 |
224.0 |
225.9 |
-0.1 |
2 |
39 |
+1 |
| Total Volume and Open Interest |
1,161 |
7,742 |
+325 |
| Crude Oil(NYM) |
| Aug09 |
090721 |
64.20 |
65.53 |
63.51 |
64.72 |
+0.74 |
186,315 |
48,873 |
-17,848 |
| Sep09 |
090721 |
65.36 |
66.68 |
64.62 |
65.61 |
+0.32 |
191,848 |
322,096 |
+10,988 |
| Oct09 |
090721 |
66.91 |
68.11 |
66.02 |
66.97 |
+0.20 |
40,387 |
89,139 |
+3,462 |
| Nov09 |
090721 |
67.94 |
69.33 |
67.27 |
68.24 |
+0.18 |
15,430 |
40,962 |
+248 |
| Dec09 |
090721 |
69.00 |
70.36 |
68.30 |
69.27 |
+0.17 |
39,123 |
159,205 |
-3,466 |
| Jan10 |
090721 |
69.57 |
70.75 |
69.46 |
70.11 |
+0.17 |
4,997 |
30,362 |
-391 |
| Feb10 |
090721 |
71.68 |
71.68 |
70.77 |
70.84 |
+0.19 |
3,041 |
20,298 |
-121 |
| Mar10 |
090721 |
71.45 |
72.08 |
71.28 |
71.48 |
+0.20 |
3,067 |
18,042 |
+938 |
| Apr10 |
090721 |
72.60 |
72.60 |
71.56 |
72.10 |
+0.24 |
1,207 |
10,560 |
-110 |
| May10 |
090721 |
73.21 |
73.21 |
72.72 |
72.72 |
+0.31 |
1,101 |
9,048 |
-109 |
| Jun10 |
090721 |
72.18 |
74.16 |
72.18 |
73.30 |
+0.36 |
6,480 |
44,930 |
+681 |
| Jul10 |
090721 |
73.90 |
74.47 |
72.70 |
73.71 |
+0.38 |
2,197 |
29,558 |
-23 |
| Aug10 |
090721 |
74.34 |
74.47 |
73.91 |
74.01 |
+0.38 |
992 |
7,120 |
+125 |
| Sep10 |
090721 |
74.92 |
74.92 |
74.10 |
74.29 |
+0.38 |
1,120 |
12,214 |
+341 |
| Oct10 |
090721 |
74.52 |
74.67 |
74.52 |
74.59 |
+0.39 |
819 |
5,646 |
+169 |
| Nov10 |
090721 |
75.00 |
75.00 |
74.94 |
74.94 |
+0.40 |
336 |
7,870 |
+17 |
| Total Volume and Open Interest |
515,632 |
1,163,257 |
-3,678 |
| 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 |
090721 |
66.725 |
68.025 |
66.100 |
66.975 |
+0.200 |
193 |
305 |
+26 |
| Nov09 |
090721 |
67.800 |
68.800 |
67.375 |
68.250 |
+0.200 |
35 |
155 |
+0 |
| Dec09 |
090721 |
68.750 |
70.050 |
68.750 |
69.275 |
+0.175 |
63 |
172 |
+32 |
| Jan10 |
090721 |
70.100 |
70.100 |
70.100 |
70.100 |
+0.150 |
12 |
24 |
+12 |
| Feb10 |
090721 |
70.850 |
70.850 |
70.850 |
70.850 |
+0.200 |
|
|
|
| Mar10 |
090721 |
71.475 |
71.475 |
71.475 |
71.475 |
+0.200 |
0 |
1 |
+0 |
| Apr10 |
090721 |
72.100 |
72.100 |
72.100 |
72.100 |
+0.250 |
|
|
|
| Total Volume and Open Interest |
14,161 |
5,005 |
-677 |
| Heating Oil(NYM) |
| Aug09 |
090721 |
169.30 |
173.73 |
167.44 |
169.84 |
+0.90 |
35,621 |
39,427 |
-2,479 |
| Sep09 |
090721 |
172.10 |
176.41 |
170.65 |
172.67 |
+0.63 |
21,709 |
56,974 |
+2,406 |
| Oct09 |
090721 |
175.41 |
179.24 |
174.13 |
175.83 |
+0.59 |
8,994 |
32,842 |
+1,364 |
| Nov09 |
090721 |
178.80 |
182.07 |
177.50 |
179.26 |
+0.54 |
2,848 |
19,124 |
+118 |
| Dec09 |
090721 |
181.02 |
185.59 |
181.00 |
182.69 |
+0.46 |
6,473 |
37,228 |
-70 |
| Jan10 |
090721 |
188.55 |
188.55 |
184.62 |
186.07 |
+0.39 |
2,101 |
18,806 |
+173 |
| Feb10 |
090721 |
190.50 |
190.71 |
188.50 |
188.62 |
+0.44 |
1,089 |
12,094 |
+390 |
| Mar10 |
090721 |
192.28 |
192.28 |
189.25 |
190.02 |
+0.54 |
999 |
8,585 |
-274 |
| Apr10 |
090721 |
192.75 |
192.75 |
190.00 |
190.67 |
+0.59 |
513 |
6,290 |
-35 |
| May10 |
090721 |
193.70 |
193.70 |
190.10 |
191.62 |
+0.59 |
305 |
8,005 |
+103 |
| Jun10 |
090721 |
191.00 |
194.75 |
191.00 |
192.72 |
+0.59 |
977 |
17,775 |
+67 |
| Jul10 |
090721 |
196.80 |
196.80 |
194.77 |
194.77 |
+0.59 |
317 |
2,700 |
-173 |
| Total Volume and Open Interest |
83,918 |
299,468 |
+1,742 |
| Gasoline(NYMEX) |
| Aug09 |
090721 |
178.96 |
183.18 |
177.80 |
181.20 |
+2.26 |
31,268 |
40,759 |
-1,989 |
| Sep09 |
090721 |
178.00 |
182.03 |
177.00 |
179.59 |
+1.50 |
24,944 |
73,924 |
+5,090 |
| Oct09 |
090721 |
168.56 |
172.19 |
167.67 |
169.82 |
+1.26 |
8,023 |
27,763 |
-415 |
| Nov09 |
090721 |
168.10 |
171.12 |
167.50 |
169.20 |
+0.99 |
3,381 |
14,359 |
+7 |
| Dec09 |
090721 |
168.24 |
172.67 |
168.24 |
170.38 |
+0.94 |
4,505 |
18,616 |
-238 |
| Jan10 |
090721 |
174.00 |
175.00 |
171.35 |
172.68 |
+0.91 |
1,115 |
9,315 |
+106 |
| Feb10 |
090721 |
176.50 |
176.50 |
174.70 |
175.03 |
+0.86 |
560 |
3,035 |
-80 |
| Mar10 |
090721 |
179.00 |
179.00 |
177.36 |
177.43 |
+0.76 |
350 |
3,711 |
-91 |
| Apr10 |
090721 |
190.98 |
190.98 |
190.98 |
190.98 |
+0.81 |
273 |
4,088 |
+1 |
| May10 |
090721 |
192.83 |
192.83 |
192.48 |
192.48 |
+0.86 |
118 |
2,296 |
+20 |
| Total Volume and Open Interest |
75,467 |
206,170 |
+2,922 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090721 |
1.79 |
1.79 |
1.79 |
1.81 |
+0.02 |
0 |
1 |
+0 |
| Sep09 |
090721 |
179.59 |
179.59 |
179.59 |
179.59 |
+1.50 |
|
|
|
| Oct09 |
090721 |
169.82 |
169.82 |
169.82 |
169.82 |
+1.26 |
|
|
|
| Nov09 |
090721 |
169.20 |
169.20 |
169.20 |
169.20 |
+0.99 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Aug09 |
090721 |
3.676 |
3.745 |
3.606 |
3.705 |
+0.016 |
114,831 |
83,480 |
-10,372 |
| Sep09 |
090721 |
3.839 |
3.888 |
3.753 |
3.846 |
+0.008 |
54,384 |
161,744 |
+10,909 |
| Oct09 |
090721 |
4.012 |
4.097 |
3.960 |
4.058 |
+0.013 |
15,831 |
89,672 |
-1,522 |
| Nov09 |
090721 |
4.735 |
4.751 |
4.593 |
4.716 |
+0.022 |
5,599 |
39,456 |
-611 |
| Dec09 |
090721 |
5.290 |
5.400 |
5.265 |
5.372 |
+0.028 |
3,474 |
42,915 |
-584 |
| Jan10 |
090721 |
5.573 |
5.680 |
5.572 |
5.647 |
+0.025 |
8,041 |
43,009 |
+743 |
| Feb10 |
090721 |
5.621 |
5.686 |
5.621 |
5.677 |
+0.026 |
1,125 |
21,115 |
+258 |
| Mar10 |
090721 |
5.570 |
5.631 |
5.550 |
5.607 |
+0.026 |
4,576 |
36,618 |
+285 |
| Apr10 |
090721 |
5.465 |
5.541 |
5.457 |
5.510 |
+0.022 |
2,817 |
35,050 |
+200 |
| May10 |
090721 |
5.501 |
5.561 |
5.501 |
5.555 |
+0.023 |
829 |
19,261 |
+269 |
| Jun10 |
090721 |
5.553 |
5.659 |
5.551 |
5.647 |
+0.022 |
163 |
9,585 |
+83 |
| Jul10 |
090721 |
5.725 |
5.772 |
5.725 |
5.765 |
+0.022 |
132 |
9,385 |
+75 |
| Aug10 |
090721 |
5.814 |
5.855 |
5.807 |
5.855 |
+0.022 |
90 |
9,035 |
+4 |
| Sep10 |
090721 |
5.881 |
5.920 |
5.867 |
5.915 |
+0.022 |
83 |
6,934 |
+24 |
| Oct10 |
090721 |
5.995 |
6.030 |
5.988 |
6.025 |
+0.022 |
776 |
17,996 |
+417 |
| Nov10 |
090721 |
6.304 |
6.380 |
6.301 |
6.368 |
+0.020 |
41 |
5,988 |
-13 |
| Total Volume and Open Interest |
213,978 |
757,439 |
+441 |
| Brent Crude Oil(ICE) |
| Sep09 |
090721 |
66.63 |
67.92 |
65.69 |
66.87 |
+0.43 |
117,528 |
143,739 |
-2,783 |
| Oct09 |
090721 |
67.27 |
68.57 |
66.40 |
67.55 |
+0.39 |
53,339 |
111,078 |
+3,305 |
| Nov09 |
090721 |
68.07 |
69.32 |
67.30 |
68.34 |
+0.37 |
30,955 |
36,004 |
+3,897 |
| Dec09 |
090721 |
68.29 |
70.12 |
67.97 |
69.10 |
+0.33 |
33,645 |
100,787 |
+2,724 |
| Jan10 |
090721 |
69.05 |
70.80 |
68.83 |
69.81 |
+0.32 |
7,963 |
25,009 |
+537 |
| Feb10 |
090721 |
69.75 |
71.50 |
69.54 |
70.50 |
+0.31 |
3,346 |
16,248 |
+486 |
| Mar10 |
090721 |
70.41 |
72.16 |
70.21 |
71.16 |
+0.32 |
1,778 |
11,938 |
+135 |
| Apr10 |
090721 |
71.56 |
72.81 |
71.13 |
71.82 |
+0.35 |
1,165 |
6,448 |
+206 |
| May10 |
090721 |
72.16 |
73.40 |
72.16 |
72.43 |
+0.37 |
788 |
4,514 |
+193 |
| Jun10 |
090721 |
72.02 |
73.95 |
72.02 |
72.98 |
+0.40 |
1,906 |
33,712 |
+331 |
| Jul10 |
090721 |
73.42 |
73.42 |
73.42 |
73.42 |
+0.41 |
393 |
8,851 |
+99 |
| Aug10 |
090721 |
73.78 |
73.78 |
73.78 |
73.78 |
+0.43 |
267 |
6,142 |
+18 |
| Sep10 |
090721 |
74.11 |
74.11 |
74.11 |
74.11 |
+0.45 |
267 |
2,771 |
+22 |
| Oct10 |
090721 |
74.44 |
74.44 |
74.44 |
74.44 |
+0.45 |
294 |
2,780 |
+78 |
| Total Volume and Open Interest |
262,494 |
653,352 |
+10,615 |
| Gas Oil(ICE) |
| Aug09 |
090721 |
544.00 |
557.75 |
539.25 |
552.25 |
+13.75 |
39,888 |
73,215 |
-4,254 |
| Sep09 |
090721 |
551.00 |
564.25 |
546.00 |
558.75 |
+13.00 |
37,154 |
87,597 |
+4,123 |
| Oct09 |
090721 |
554.00 |
571.25 |
554.00 |
566.25 |
+12.75 |
14,333 |
45,242 |
+444 |
| Nov09 |
090721 |
567.50 |
578.75 |
562.25 |
573.50 |
+12.00 |
6,065 |
29,653 |
+310 |
| Dec09 |
090721 |
571.50 |
586.50 |
570.00 |
581.50 |
+11.75 |
12,575 |
65,871 |
-646 |
| Jan10 |
090721 |
582.00 |
592.75 |
579.00 |
590.00 |
+11.50 |
4,663 |
37,055 |
+495 |
| Feb10 |
090721 |
595.75 |
599.00 |
592.75 |
597.50 |
+11.00 |
867 |
16,456 |
+159 |
| Mar10 |
090721 |
604.50 |
606.50 |
600.00 |
604.75 |
+10.75 |
534 |
18,831 |
+66 |
| Apr10 |
090721 |
611.25 |
612.75 |
607.50 |
611.75 |
+10.50 |
592 |
10,825 |
+267 |
| May10 |
090721 |
617.00 |
618.50 |
613.50 |
617.75 |
+10.50 |
807 |
9,045 |
+251 |
| Total Volume and Open Interest |
124,048 |
510,307 |
+1,528 |
| Ethanol(CBOT) |
| Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
| Aug09 |
090721 |
1.550 |
1.550 |
1.530 |
1.538 |
-0.022 |
91 |
326 |
-60 |
| Sep09 |
090721 |
1.500 |
1.515 |
1.500 |
1.505 |
-0.029 |
2 |
525 |
+0 |
| Oct09 |
090721 |
1.480 |
1.480 |
1.466 |
1.475 |
-0.034 |
0 |
348 |
+0 |
| Nov09 |
090721 |
1.490 |
1.490 |
1.460 |
1.485 |
-0.017 |
5 |
232 |
+0 |
| Dec09 |
090721 |
1.490 |
1.490 |
1.460 |
1.477 |
-0.027 |
5 |
375 |
-5 |
| Jan10 |
090721 |
1.495 |
1.495 |
1.471 |
1.487 |
-0.013 |
12 |
429 |
+11 |
| Feb10 |
090721 |
1.500 |
1.509 |
1.490 |
1.495 |
-0.015 |
5 |
436 |
+5 |
| Total Volume and Open Interest |
134 |
3,803 |
-43 |
| US Dollar Index(ICE) |
| Sep09 |
090721 |
79.030 |
79.250 |
78.740 |
79.090 |
+0.040 |
3,052 |
24,886 |
+629 |
| Dec09 |
090721 |
79.370 |
79.575 |
79.100 |
79.420 |
+0.055 |
9 |
2,111 |
+6 |
| Mar10 |
090721 |
79.635 |
79.635 |
79.635 |
79.635 |
unch |
|
|
|
| Total Volume and Open Interest |
3,061 |
26,997 |
+635 |
| Australian Dollar(CME) |
| Sep09 |
090721 |
81.21 |
81.60 |
80.55 |
81.08 |
-0.12 |
47,908 |
95,007 |
+220 |
| Dec09 |
090721 |
80.44 |
81.03 |
80.02 |
80.53 |
-0.13 |
45 |
424 |
-38 |
| Mar10 |
090721 |
79.97 |
80.10 |
79.97 |
79.97 |
-0.13 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
47,953 |
95,447 |
+182 |
| British Pound(CME) |
| Sep09 |
090721 |
165.43 |
165.50 |
163.82 |
164.32 |
-1.00 |
77,339 |
89,120 |
-3,131 |
| Dec09 |
090721 |
165.32 |
165.44 |
163.84 |
164.30 |
-1.00 |
51 |
377 |
+25 |
| Mar10 |
090721 |
164.26 |
165.26 |
164.01 |
164.26 |
-1.00 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
77,390 |
89,527 |
-3,106 |
| Canadian Dollar(CME) |
| Sep09 |
090721 |
90.38 |
91.24 |
89.98 |
90.32 |
-0.03 |
50,841 |
83,427 |
+285 |
| Dec09 |
090721 |
90.40 |
91.25 |
90.02 |
90.34 |
-0.04 |
59 |
2,257 |
-17 |
| Mar10 |
090721 |
90.75 |
91.23 |
90.08 |
90.36 |
-0.04 |
2 |
576 |
-62 |
| Jun10 |
090721 |
90.38 |
91.23 |
90.08 |
90.38 |
-0.04 |
0 |
130 |
+0 |
| Total Volume and Open Interest |
50,902 |
86,555 |
+206 |
| Japanese Yen(CME) |
| Sep09 |
090721 |
106.17 |
107.27 |
106.00 |
106.87 |
+0.67 |
70,164 |
107,060 |
-3,643 |
| Dec09 |
090721 |
106.61 |
107.35 |
106.12 |
106.97 |
+0.66 |
22 |
219 |
-4 |
| Mar10 |
090721 |
106.37 |
107.67 |
106.37 |
107.15 |
+0.66 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
70,186 |
107,317 |
-3,647 |
| Swiss Franc(CME) |
| Sep09 |
090721 |
93.68 |
94.25 |
93.37 |
93.67 |
+0.11 |
27,148 |
37,411 |
+4 |
| Dec09 |
090721 |
93.69 |
94.33 |
93.55 |
93.80 |
+0.11 |
5 |
103 |
+0 |
| Mar10 |
090721 |
93.95 |
94.26 |
93.84 |
93.95 |
+0.11 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
27,153 |
37,519 |
+4 |
| EuroFX(CME) |
| Sep09 |
090721 |
142.27 |
142.79 |
141.64 |
141.95 |
-0.24 |
150,003 |
136,872 |
+2,229 |
| Dec09 |
090721 |
142.00 |
142.76 |
141.65 |
141.95 |
-0.24 |
59 |
1,314 |
+9 |
| Mar10 |
090721 |
141.95 |
142.50 |
141.91 |
141.95 |
-0.24 |
0 |
338 |
+0 |
| Total Volume and Open Interest |
150,062 |
138,527 |
+2,238 |
| Mexican Peso(CME) |
| Aug09 |
090721 |
747.0 |
751.2 |
747.0 |
747.0 |
-4.2 |
|
|
|
| Sep09 |
090721 |
746.8 |
752.5 |
742.0 |
742.5 |
-4.2 |
23,212 |
41,297 |
-924 |
| Total Volume and Open Interest |
23,227 |
42,960 |
-914 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090721 |
116~250 |
118~160 |
116~000 |
118~105 |
+1~045 |
188,262 |
686,706 |
-2,441 |
| Dec09 |
090721 |
115~080 |
117~050 |
114~250 |
117~025 |
+1~035 |
102 |
860 |
+13 |
| Mar10 |
090721 |
116~035 |
116~035 |
115~000 |
116~035 |
+1~035 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
188,364 |
687,610 |
-2,428 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090721 |
116~270 |
118~010 |
116~145 |
117~250 |
+0~250 |
715,295 |
1,033,158 |
+10,500 |
| Dec09 |
090721 |
115~290 |
116~150 |
115~170 |
116~100 |
+0~250 |
56 |
3,938 |
+26 |
| Mar10 |
090721 |
115~100 |
115~100 |
114~170 |
115~100 |
+0~250 |
|
|
|
| Total Volume and Open Interest |
715,351 |
1,037,096 |
+10,526 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090721 |
115~065 |
116~033 |
115~030 |
116~007 |
+0~058 |
322,175 |
737,261 |
-22,955 |
| Dec09 |
090721 |
114~091 |
114~091 |
114~025 |
114~091 |
+0~066 |
0 |
500 |
+0 |
| Mar10 |
090721 |
114~091 |
114~091 |
114~025 |
114~091 |
+0~066 |
|
|
|
| Total Volume and Open Interest |
322,175 |
737,761 |
-22,955 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090721 |
108~058 |
108~079 |
108~044 |
108~052 |
-0~004 |
103,416 |
635,862 |
+804 |
| Dec09 |
090721 |
107~125 |
107~125 |
107~115 |
107~125 |
+0~010 |
0 |
2 |
+0 |
| Mar10 |
090721 |
107~125 |
107~125 |
107~115 |
107~125 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
103,416 |
635,864 |
+804 |
| Eurodollars(CME) |
| Sep09 |
090721 |
99.480 |
99.490 |
99.460 |
99.475 |
unch |
126,572 |
1,019,014 |
-11,514 |
| Dec09 |
090721 |
99.265 |
99.310 |
99.240 |
99.290 |
+0.025 |
171,573 |
938,976 |
-2,382 |
| Mar10 |
090721 |
99.000 |
99.120 |
98.980 |
99.080 |
+0.070 |
219,178 |
878,577 |
-2,560 |
| Jun10 |
090721 |
98.635 |
98.805 |
98.605 |
98.755 |
+0.110 |
218,411 |
610,784 |
-5,999 |
| Sep10 |
090721 |
98.245 |
98.460 |
98.205 |
98.400 |
+0.140 |
283,598 |
594,506 |
-1,846 |
| Dec10 |
090721 |
97.830 |
98.070 |
97.785 |
98.010 |
+0.155 |
167,054 |
705,372 |
-7,334 |
| Mar11 |
090721 |
97.480 |
97.720 |
97.415 |
97.655 |
+0.165 |
157,325 |
367,635 |
-1,300 |
| Jun11 |
090721 |
97.120 |
97.370 |
97.050 |
97.300 |
+0.170 |
95,995 |
361,917 |
+4,629 |
| Sep11 |
090721 |
96.800 |
97.050 |
96.730 |
96.985 |
+0.180 |
39,921 |
237,384 |
+962 |
| Dec11 |
090721 |
96.490 |
96.745 |
96.420 |
96.685 |
+0.185 |
35,270 |
158,854 |
+3,061 |
| Mar12 |
090721 |
96.280 |
96.530 |
96.200 |
96.475 |
+0.190 |
27,033 |
111,031 |
+1,102 |
| Jun12 |
090721 |
96.070 |
96.320 |
95.995 |
96.270 |
+0.190 |
23,609 |
117,919 |
-531 |
| Sep12 |
090721 |
95.905 |
96.140 |
95.825 |
96.090 |
+0.175 |
11,357 |
63,971 |
-1,765 |
| Dec12 |
090721 |
95.765 |
95.975 |
95.655 |
95.915 |
+0.165 |
11,404 |
60,144 |
-1,036 |
| Mar13 |
090721 |
95.665 |
95.860 |
95.545 |
95.805 |
+0.160 |
7,645 |
64,936 |
+207 |
| Jun13 |
090721 |
95.500 |
95.740 |
95.420 |
95.685 |
+0.155 |
10,133 |
33,447 |
+1,658 |
| Sep13 |
090721 |
95.395 |
95.620 |
95.305 |
95.570 |
+0.150 |
4,036 |
40,195 |
+211 |
| Dec13 |
090721 |
95.275 |
95.490 |
95.170 |
95.440 |
+0.145 |
2,589 |
28,779 |
-130 |
| Total Volume and Open Interest |
1,624,928 |
6,544,801 |
-24,742 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090721 |
99.838 |
99.842 |
99.838 |
99.840 |
+0.002 |
677 |
59,315 |
-153 |
| Aug09 |
090721 |
99.820 |
99.825 |
99.815 |
99.820 |
+0.005 |
1,938 |
47,054 |
+519 |
| Sep09 |
090721 |
99.800 |
99.810 |
99.795 |
99.800 |
unch |
2,049 |
32,871 |
+1,314 |
| Oct09 |
090721 |
99.785 |
99.795 |
99.775 |
99.785 |
unch |
1,944 |
31,706 |
+484 |
| Nov09 |
090721 |
99.745 |
99.760 |
99.735 |
99.750 |
+0.010 |
3,086 |
61,518 |
+281 |
| Dec09 |
090721 |
99.720 |
99.740 |
99.710 |
99.730 |
+0.015 |
1,093 |
38,412 |
-7 |
| Total Volume and Open Interest |
25,001 |
385,320 |
+6,259 |
| 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 |
090721 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
|
|
|
| Dec09 |
090721 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
|
|
|
| Mar10 |
090721 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
|
|
|
| Jun10 |
090721 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
| Sep10 |
090721 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Dec10 |
090721 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
| Mar11 |
090721 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
| Jun11 |
090721 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
| Sep11 |
090721 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
| Dec11 |
090721 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090721 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
12,139 |
+858 |
| Dec09 |
090721 |
99.53 |
99.53 |
99.53 |
99.53 |
0.00 |
0 |
3,512 |
+0 |
| Mar10 |
090721 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
0 |
2,591 |
+0 |
| Jun10 |
090721 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
50 |
1,338 |
+50 |
| Sep10 |
090721 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
0 |
421 |
+0 |
| Dec10 |
090721 |
99.42 |
99.42 |
99.42 |
99.42 |
-0.01 |
0 |
420 |
+0 |
| Mar11 |
090721 |
99.33 |
99.33 |
99.33 |
99.33 |
0.00 |
0 |
412 |
+0 |
| Jun11 |
090721 |
99.28 |
99.28 |
99.28 |
99.28 |
0.00 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
50 |
22,408 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090721 |
138.39 |
138.49 |
138.12 |
138.19 |
-0.38 |
3,428 |
13,258 |
+433 |
| Dec09 |
090721 |
137.80 |
137.80 |
137.80 |
137.80 |
-0.38 |
1 |
1 |
+0 |
| Mar10 |
090721 |
137.57 |
137.57 |
137.57 |
137.57 |
-0.38 |
|
|
|
| Total Volume and Open Interest |
3,429 |
12,755 |
-504 |
| Euro-Bund(EUREX) |
| Sep09 |
090721 |
121.22 |
121.51 |
120.62 |
121.26 |
+0.32 |
644,456 |
864,605 |
-31,699 |
| Dec09 |
090721 |
119.78 |
120.09 |
119.30 |
119.88 |
+0.31 |
16 |
137 |
-3 |
| Mar10 |
090721 |
119.48 |
119.48 |
119.48 |
119.48 |
+0.31 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
644,472 |
864,743 |
-31,702 |
| Euro-Bobl(EUREX) |
| Sep09 |
090717 |
115.98 |
116.10 |
115.60 |
115.74 |
-0.60 |
217,689 |
743,810 |
+56,194 |
| Dec09 |
090721 |
114.38 |
114.41 |
114.11 |
114.41 |
+0.14 |
1 |
75 |
+0 |
| Mar10 |
090721 |
114.41 |
114.41 |
114.41 |
114.41 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
293,198 |
686,973 |
-15,747 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090721 |
98.995 |
99.010 |
98.985 |
99.005 |
+0.030 |
1,098 |
5,574 |
+148 |
| Mar10 |
090721 |
98.840 |
98.855 |
98.810 |
98.850 |
+0.050 |
706 |
2,878 |
+105 |
| Total Volume and Open Interest |
2,952 |
33,889 |
+232 |
| Long Gilt(LIFFE) |
| Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
| Dec09 |
090721 |
115~17 |
115~17 |
115~17 |
115~17 |
+0~09 |
|
|
|
| Total Volume and Open Interest |
61,767 |
206,200 |
+4,068 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090721 |
99.14 |
99.14 |
99.11 |
99.13 |
unch |
41,818 |
247,756 |
+4,006 |
| Dec09 |
090721 |
98.90 |
98.94 |
98.85 |
98.92 |
+0.04 |
42,325 |
244,560 |
-2,056 |
| Mar10 |
090721 |
98.58 |
98.65 |
98.49 |
98.61 |
+0.05 |
31,411 |
326,656 |
+1,098 |
| Jun10 |
090721 |
98.10 |
98.19 |
98.01 |
98.15 |
+0.05 |
23,238 |
309,596 |
-1,037 |
| Sep10 |
090721 |
97.61 |
97.70 |
97.50 |
97.65 |
+0.04 |
24,294 |
273,801 |
+510 |
| Dec10 |
090721 |
97.08 |
97.17 |
96.97 |
97.12 |
+0.04 |
20,102 |
239,733 |
+182 |
| Total Volume and Open Interest |
215,999 |
2,107,330 |
+5,871 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090721 |
99.130 |
99.140 |
99.125 |
99.135 |
+0.010 |
75,305 |
669,355 |
-1,823 |
| Dec09 |
090721 |
98.990 |
99.020 |
98.975 |
99.005 |
+0.030 |
68,259 |
483,463 |
-2,177 |
| Mar10 |
090721 |
98.830 |
98.880 |
98.800 |
98.850 |
+0.050 |
75,404 |
434,292 |
-1,507 |
| Total Volume and Open Interest |
524,995 |
3,067,076 |
-15,797 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090721 |
96.78 |
96.80 |
96.76 |
96.79 |
unch |
13,099 |
302,606 |
+4,031 |
| Dec09 |
090721 |
96.62 |
96.68 |
96.59 |
96.64 |
+0.01 |
18,257 |
247,226 |
+7,258 |
| Mar10 |
090721 |
96.25 |
96.31 |
96.20 |
96.26 |
+0.01 |
9,147 |
133,415 |
+2,086 |
| Jun10 |
090721 |
95.83 |
95.90 |
95.78 |
95.86 |
+0.02 |
2,686 |
84,051 |
+891 |
| Sep10 |
090721 |
95.41 |
95.48 |
95.35 |
95.45 |
+0.03 |
868 |
54,111 |
+281 |
| Dec10 |
090721 |
95.03 |
95.08 |
94.96 |
95.06 |
+0.02 |
829 |
31,232 |
+710 |
| Mar11 |
090721 |
94.72 |
94.74 |
94.63 |
94.71 |
+0.01 |
354 |
17,768 |
+249 |
| Jun11 |
090721 |
94.36 |
94.41 |
94.33 |
94.39 |
+0.01 |
149 |
12,928 |
+34 |
| Sep11 |
090721 |
94.09 |
94.09 |
94.09 |
94.09 |
unch |
0 |
3,533 |
+0 |
| Dec11 |
090721 |
93.81 |
93.81 |
93.81 |
93.81 |
unch |
0 |
600 |
+0 |
| Total Volume and Open Interest |
45,389 |
888,352 |
+15,540 |
| 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 |
090721 |
94.54 |
94.54 |
94.54 |
94.54 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
21,685 |
338,868 |
+716 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090721 |
95.31 |
95.38 |
95.25 |
95.34 |
+0.01 |
90,096 |
573,979 |
+17,744 |
| Dec09 |
090721 |
95.34 |
95.34 |
95.34 |
95.34 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
90,096 |
573,979 |
+17,744 |
| Gold(CMX) |
| Aug09 |
090721 |
949.8 |
953.8 |
944.3 |
946.9 |
-1.9 |
62,043 |
173,052 |
-6,890 |
| Oct09 |
090721 |
951.3 |
955.0 |
945.8 |
948.2 |
-1.9 |
1,573 |
15,776 |
+327 |
| Dec09 |
090721 |
952.0 |
956.4 |
947.0 |
949.6 |
-2.0 |
13,823 |
99,451 |
+3,513 |
| Feb10 |
090721 |
954.0 |
954.2 |
950.0 |
950.7 |
-2.1 |
198 |
16,890 |
+112 |
| Apr10 |
090721 |
957.3 |
958.0 |
949.8 |
951.8 |
-2.3 |
432 |
17,923 |
+129 |
| Jun10 |
090721 |
955.7 |
955.7 |
953.2 |
953.2 |
-2.4 |
110 |
9,994 |
-16 |
| Aug10 |
090721 |
954.8 |
954.8 |
954.8 |
954.8 |
-2.6 |
25 |
4,637 |
+25 |
| Oct10 |
090721 |
956.6 |
956.6 |
956.6 |
956.6 |
-2.9 |
0 |
2,450 |
+0 |
| Dec10 |
090721 |
964.0 |
964.0 |
958.7 |
958.7 |
-3.2 |
200 |
13,649 |
+123 |
| Feb11 |
090721 |
961.1 |
961.1 |
961.1 |
961.1 |
-3.7 |
0 |
12 |
+0 |
| Apr11 |
090721 |
963.7 |
963.7 |
963.7 |
963.7 |
-4.3 |
0 |
100 |
+0 |
| Jun11 |
090721 |
311.3 |
311.3 |
311.3 |
311.3 |
-4.8 |
200 |
8,857 |
-200 |
| Total Volume and Open Interest |
79,104 |
380,537 |
-2,570 |
| Silver(CMX) |
| Jul09 |
090721 |
1363.0 |
1363.0 |
1347.3 |
1347.3 |
-14.7 |
35 |
182 |
-29 |
| Sep09 |
090721 |
1363.5 |
1369.5 |
1345.0 |
1347.8 |
-14.7 |
15,354 |
55,098 |
-1,014 |
| Dec09 |
090721 |
1367.0 |
1373.0 |
1348.5 |
1351.7 |
-14.7 |
1,682 |
21,891 |
-74 |
| Mar10 |
090721 |
1372.0 |
1372.0 |
1353.0 |
1354.3 |
-15.0 |
0 |
6,916 |
+0 |
| May10 |
090721 |
1356.2 |
1361.5 |
1356.2 |
1356.2 |
-15.2 |
4 |
2,684 |
-3 |
| Jul10 |
090721 |
1364.0 |
1364.0 |
1358.0 |
1358.0 |
-15.5 |
25 |
3,000 |
+0 |
| Sep10 |
090721 |
1359.9 |
1359.9 |
1359.9 |
1359.9 |
-15.8 |
4 |
149 |
+0 |
| Total Volume and Open Interest |
17,127 |
98,632 |
-1,112 |
| Platinum(NYMEX) |
| Jul09 |
090721 |
1172.8 |
1172.8 |
1172.8 |
1172.8 |
-11.9 |
30 |
93 |
+25 |
| Oct09 |
090721 |
1184.2 |
1194.9 |
1171.1 |
1177.0 |
-11.9 |
1,323 |
21,317 |
-84 |
| Jan10 |
090721 |
1180.0 |
1192.0 |
1179.0 |
1182.7 |
-11.7 |
3 |
228 |
+2 |
| Total Volume and Open Interest |
1,356 |
21,638 |
-57 |
| Palladium(NYMEX) |
| Sep09 |
090721 |
255.60 |
260.60 |
253.55 |
257.50 |
+1.50 |
350 |
16,060 |
-8 |
| Dec09 |
090721 |
257.15 |
260.80 |
255.30 |
258.65 |
+1.50 |
65 |
523 |
+61 |
| Mar10 |
090721 |
260.15 |
260.15 |
260.15 |
260.15 |
+1.50 |
2 |
3 |
+0 |
| Total Volume and Open Interest |
417 |
16,586 |
+53 |
| Copper(CMX) |
| Jul09 |
090721 |
245.50 |
248.05 |
244.00 |
244.35 |
-1.65 |
278 |
1,605 |
-224 |
| Sep09 |
090721 |
247.15 |
249.45 |
243.05 |
245.10 |
-1.80 |
15,770 |
75,029 |
+556 |
| Dec09 |
090721 |
247.85 |
250.10 |
244.10 |
245.85 |
-1.80 |
1,811 |
18,121 |
+229 |
| Mar10 |
090721 |
246.50 |
249.65 |
244.90 |
246.15 |
-1.80 |
254 |
2,782 |
+45 |
| May10 |
090721 |
246.10 |
246.10 |
246.10 |
246.10 |
-1.80 |
4 |
853 |
+1 |
| Total Volume and Open Interest |
19,082 |
112,047 |
+726 |
| Aluminum(CMX) |
| Jul09 |
090721 |
78.50 |
78.50 |
78.50 |
78.50 |
-0.25 |
|
|
|
| Aug09 |
090721 |
79.00 |
79.00 |
79.00 |
79.00 |
-0.25 |
|
|
|
| Sep09 |
090721 |
79.50 |
79.50 |
79.50 |
79.50 |
-0.25 |
|
|
|
| Oct09 |
090721 |
0.86 |
0.86 |
0.86 |
0.86 |
-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 |
090721 |
8790 |
8890 |
8763 |
8886 |
+81 |
593 |
11,747 |
-122 |
| Dec09 |
090721 |
8824 |
8824 |
8743 |
8824 |
+81 |
0 |
58 |
+0 |
| Mar10 |
090721 |
8771 |
8771 |
8700 |
8771 |
+71 |
0 |
2 |
+0 |
| Jun10 |
090721 |
8731 |
8731 |
8650 |
8731 |
+81 |
|
|
|
| Total Volume and Open Interest |
593 |
11,807 |
-122 |
| S & P 500(CME) |
| Sep09 |
090721 |
947.60 |
956.20 |
939.70 |
953.40 |
+4.40 |
17,836 |
380,772 |
-1,555 |
| Dec09 |
090721 |
939.00 |
949.60 |
935.60 |
949.00 |
+4.40 |
2 |
8,437 |
-1 |
| Mar10 |
090721 |
945.00 |
945.60 |
931.60 |
945.00 |
+4.40 |
0 |
3,557 |
+0 |
| Jun10 |
090721 |
941.50 |
942.10 |
928.10 |
941.50 |
+4.40 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
17,838 |
392,777 |
-1,556 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090721 |
947.75 |
956.25 |
939.50 |
953.50 |
+4.50 |
1,525,903 |
2,379,395 |
-14,479 |
| Dec09 |
090721 |
942.00 |
951.50 |
935.50 |
949.00 |
+4.50 |
1,780 |
20,021 |
+1,124 |
| Total Volume and Open Interest |
1,527,683 |
2,399,467 |
-13,355 |
| NASDAQ 100(CME) |
| Sep09 |
090721 |
1537.00 |
1554.00 |
1528.00 |
1554.00 |
+13.50 |
911 |
18,974 |
+378 |
| Dec09 |
090721 |
1552.30 |
1552.30 |
1535.00 |
1552.30 |
+13.50 |
0 |
13 |
+0 |
| Mar10 |
090721 |
1551.30 |
1551.30 |
1548.80 |
1551.30 |
+13.50 |
|
|
|
| Total Volume and Open Interest |
911 |
18,987 |
+378 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090721 |
1539.80 |
1555.00 |
1528.30 |
1554.00 |
+13.50 |
229,769 |
267,651 |
+10,940 |
| Dec09 |
090721 |
1534.00 |
1552.80 |
1527.00 |
1552.30 |
+13.50 |
40 |
678 |
+15 |
| Total Volume and Open Interest |
229,809 |
268,341 |
+10,955 |
| S & P Midcap 400(CME) |
| Sep09 |
090721 |
599.50 |
600.15 |
589.00 |
598.00 |
+1.70 |
33 |
2,463 |
-15 |
| Dec09 |
090721 |
596.00 |
596.00 |
595.80 |
596.00 |
+1.70 |
|
|
|
| Mar10 |
090721 |
594.00 |
594.00 |
593.80 |
594.00 |
+1.70 |
|
|
|
| Total Volume and Open Interest |
33 |
2,463 |
-15 |
| Russell 2000(CME) |
| Sep09 |
090721 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
246 |
6,128 |
+92 |
| Dec09 |
090721 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,430 |
+1 |
| Mar10 |
090721 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,825 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090721 |
9600 |
9655 |
9505 |
9645 |
+255 |
105,294 |
161,459 |
+5,392 |
| Dec09 |
090721 |
9605 |
9605 |
9605 |
9605 |
+255 |
0 |
1,078 |
+0 |
| Total Volume and Open Interest |
105,294 |
171,383 |
+7,031 |
| Nikkei 225(SGX) |
| Sep09 |
090721 |
9600 |
9655 |
9505 |
9645 |
+255 |
105,294 |
161,459 |
+5,392 |
| Dec09 |
090721 |
9605 |
9605 |
9605 |
9605 |
+255 |
0 |
1,078 |
+0 |
| Mar10 |
090721 |
9625 |
9625 |
9625 |
9625 |
+255 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
105,294 |
171,383 |
+7,031 |
| CAC 40(EURONEXT) |
| Aug09 |
090721 |
3284.0 |
3329.5 |
3265.0 |
3302.0 |
+33.5 |
105,306 |
306,736 |
+14,860 |
| Sep09 |
090721 |
3271.5 |
3323.0 |
3265.0 |
3297.5 |
+33.5 |
2,108 |
47,483 |
+1,053 |
| Oct09 |
090721 |
3296.0 |
3296.0 |
3296.0 |
3296.0 |
+33.5 |
|
|
|
| Total Volume and Open Interest |
107,414 |
357,196 |
|
| Hang Seng Index(HKFE) |
| Jul09 |
090721 |
19624 |
19657 |
19322 |
19520 |
-65 |
71,497 |
88,601 |
+3,096 |
| Aug09 |
090721 |
19636 |
19636 |
19290 |
19501 |
-42 |
1,815 |
9,498 |
+1,603 |
| Sep09 |
090721 |
19479 |
19490 |
19197 |
19390 |
-50 |
738 |
2,794 |
+160 |
| Total Volume and Open Interest |
74,087 |
101,530 |
+4,859 |
| DAX(EUREX) |
| Sep09 |
090721 |
5065.0 |
5143.0 |
5029.5 |
5092.0 |
+56.5 |
114,882 |
147,629 |
+3,378 |
| Dec09 |
090721 |
5055.5 |
5144.5 |
5038.5 |
5095.5 |
+57.0 |
181 |
9,390 |
-35 |
| Mar10 |
090721 |
5064.0 |
5152.5 |
5057.5 |
5103.0 |
+56.0 |
229 |
811 |
+0 |
| Total Volume and Open Interest |
115,292 |
157,830 |
+3,343 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090721 |
4411.00 |
4469.00 |
4403.50 |
4455.00 |
+39.50 |
92,466 |
615,426 |
+768 |
| Dec09 |
090721 |
4405.50 |
4435.00 |
4402.50 |
4426.00 |
+39.50 |
227 |
4,041 |
+85 |
| Mar10 |
090721 |
4377.00 |
4400.50 |
4372.00 |
4393.00 |
+39.50 |
54 |
750 |
+46 |
| Total Volume and Open Interest |
92,882 |
620,352 |
+1,034 |
| SPI 200(SFE) |
| Sep09 |
090721 |
4009.0 |
4054.0 |
4005.0 |
4029.0 |
+21.0 |
21,131 |
234,216 |
+3,512 |
| Dec09 |
090721 |
4044.0 |
4046.0 |
4037.0 |
4037.0 |
+22.0 |
0 |
3,487 |
+0 |
| Mar10 |
090721 |
4013.0 |
4013.0 |
4013.0 |
4013.0 |
+22.0 |
0 |
4,317 |
+0 |
| Total Volume and Open Interest |
21,171 |
242,800 |
+3,512 |
| GSCI(CME) |
| Aug09 |
090721 |
440.00 |
441.50 |
433.50 |
436.50 |
+0.90 |
436 |
15,101 |
+39 |
| Sep09 |
090721 |
442.00 |
447.00 |
439.00 |
442.00 |
unch |
4 |
4 |
+1 |
| Oct09 |
090721 |
450.00 |
454.50 |
448.00 |
450.00 |
unch |
|
|
|
| Total Volume and Open Interest |
440 |
15,105 |
+40 |
| 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. |
|
|