|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu July 23, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug09 |
090723 |
1021.00 |
1037.00 |
1018.00 |
1023.50 |
+5.00 |
23,005 |
46,310 |
-2,731 |
Sep09 |
090723 |
946.50 |
969.25 |
946.50 |
961.50 |
+16.50 |
9,089 |
21,295 |
-833 |
Nov09 |
090723 |
911.00 |
936.00 |
910.00 |
932.00 |
+24.00 |
77,115 |
233,428 |
-1,784 |
Jan10 |
090723 |
922.00 |
942.50 |
918.50 |
939.25 |
+24.50 |
4,238 |
36,240 |
+601 |
Mar10 |
090723 |
926.00 |
947.75 |
925.00 |
943.50 |
+23.25 |
1,792 |
18,778 |
+7 |
May10 |
090723 |
920.75 |
948.00 |
920.75 |
942.75 |
+20.25 |
1,488 |
11,014 |
+187 |
Jul10 |
090723 |
936.50 |
954.50 |
931.25 |
947.50 |
+19.00 |
3,048 |
15,278 |
-540 |
Total Volume and Open Interest |
121,560 |
402,339 |
-5,118 |
Soybean Meal(CBOT) |
Aug09 |
090723 |
322.80 |
326.50 |
321.00 |
323.00 |
+2.00 |
14,090 |
22,726 |
-2,019 |
Sep09 |
090723 |
297.20 |
309.50 |
296.50 |
301.00 |
+6.00 |
8,105 |
28,199 |
+628 |
Oct09 |
090723 |
280.00 |
288.70 |
280.00 |
287.30 |
+9.60 |
3,809 |
20,304 |
+282 |
Dec09 |
090723 |
275.00 |
285.50 |
275.00 |
284.20 |
+10.90 |
21,697 |
68,291 |
+431 |
Jan10 |
090723 |
276.30 |
282.40 |
274.40 |
281.70 |
+10.90 |
605 |
7,357 |
-27 |
Mar10 |
090723 |
275.90 |
282.10 |
273.90 |
281.30 |
+10.50 |
844 |
6,279 |
+75 |
May10 |
090723 |
272.70 |
280.90 |
272.60 |
280.30 |
+9.50 |
1,154 |
8,440 |
+309 |
Jul10 |
090723 |
276.00 |
283.30 |
271.50 |
281.80 |
+9.30 |
569 |
3,811 |
+21 |
Total Volume and Open Interest |
51,059 |
168,985 |
-307 |
Soybean Oil(CBOT) |
Aug09 |
090723 |
34.54 |
35.00 |
34.26 |
34.67 |
+0.15 |
16,039 |
34,589 |
-30 |
Sep09 |
090723 |
34.61 |
35.16 |
34.45 |
34.83 |
+0.14 |
7,905 |
38,553 |
+53 |
Oct09 |
090723 |
34.87 |
35.29 |
34.60 |
35.01 |
+0.16 |
2,602 |
18,492 |
+540 |
Dec09 |
090723 |
35.20 |
35.76 |
34.96 |
35.37 |
+0.15 |
27,466 |
113,844 |
-1,599 |
Jan10 |
090723 |
35.63 |
36.02 |
35.33 |
35.71 |
+0.15 |
271 |
14,011 |
+19 |
Mar10 |
090723 |
35.89 |
36.27 |
35.49 |
35.95 |
+0.15 |
735 |
7,768 |
-8 |
May10 |
090723 |
36.28 |
36.40 |
35.74 |
36.07 |
+0.15 |
879 |
6,956 |
+185 |
Jul10 |
090723 |
36.14 |
36.32 |
35.86 |
36.19 |
+0.17 |
282 |
5,141 |
+71 |
Total Volume and Open Interest |
56,213 |
247,750 |
-776 |
Canola(WCE) |
Jul09 |
090723 |
517.2 |
517.2 |
517.2 |
517.2 |
-1.8 |
|
|
|
Nov09 |
090723 |
420.9 |
421.9 |
413.2 |
416.3 |
-1.0 |
5,358 |
76,659 |
+368 |
Jan10 |
090723 |
421.3 |
421.3 |
417.5 |
420.5 |
-1.4 |
1,273 |
9,747 |
-248 |
Mar10 |
090723 |
423.7 |
423.7 |
423.7 |
423.7 |
-1.4 |
112 |
1,679 |
-58 |
May10 |
090723 |
426.0 |
426.0 |
426.0 |
426.0 |
-1.4 |
5 |
515 |
+5 |
Total Volume and Open Interest |
6,748 |
89,212 |
+67 |
Corn(CBOT) |
Sep09 |
090723 |
311.50 |
327.75 |
311.50 |
327.00 |
+19.00 |
69,592 |
260,000 |
-6,768 |
Dec09 |
090723 |
323.50 |
339.75 |
323.50 |
338.75 |
+19.50 |
102,836 |
430,404 |
+6,839 |
Mar10 |
090723 |
336.00 |
353.00 |
336.00 |
352.25 |
+19.50 |
14,296 |
78,345 |
+1,625 |
May10 |
090723 |
346.75 |
362.75 |
346.75 |
361.50 |
+19.00 |
1,125 |
17,941 |
+132 |
Jul10 |
090723 |
353.25 |
371.50 |
353.25 |
370.00 |
+18.75 |
2,910 |
50,334 |
+761 |
Sep10 |
090723 |
369.00 |
378.25 |
367.50 |
378.25 |
+18.25 |
334 |
6,789 |
+110 |
Total Volume and Open Interest |
193,849 |
905,617 |
+2,491 |
Wheat(CBOT) |
Sep09 |
090723 |
522.75 |
538.75 |
520.00 |
531.75 |
+9.75 |
27,603 |
145,813 |
-1,398 |
Dec09 |
090723 |
550.00 |
565.75 |
547.25 |
559.00 |
+10.00 |
13,538 |
106,943 |
+1,395 |
Mar10 |
090723 |
566.50 |
583.00 |
566.25 |
577.50 |
+9.50 |
1,634 |
18,227 |
+452 |
May10 |
090723 |
580.25 |
596.00 |
580.25 |
589.75 |
+10.25 |
127 |
2,049 |
+66 |
Jul10 |
090723 |
590.50 |
605.75 |
588.00 |
599.25 |
+9.50 |
754 |
37,864 |
-16 |
Total Volume and Open Interest |
43,932 |
317,678 |
+620 |
Wheat(KCBT) |
Sep09 |
090723 |
554.75 |
570.75 |
553.50 |
561.50 |
+6.75 |
5,767 |
39,596 |
-1,357 |
Dec09 |
090723 |
571.00 |
587.25 |
570.75 |
577.75 |
+6.25 |
1,763 |
36,266 |
-135 |
Mar10 |
090723 |
588.75 |
603.25 |
587.00 |
594.00 |
+6.50 |
228 |
6,269 |
+45 |
May10 |
090723 |
599.25 |
613.25 |
597.50 |
604.25 |
+6.75 |
55 |
1,251 |
-26 |
Jul10 |
090723 |
606.00 |
622.00 |
606.00 |
613.00 |
+6.75 |
344 |
10,799 |
+132 |
Total Volume and Open Interest |
8,193 |
95,771 |
-1,346 |
Wheat(MGE) |
Jul09 |
090714 |
618.00 |
621.00 |
618.00 |
618.00 |
-3.00 |
0 |
26 |
+0 |
Sep09 |
090723 |
598.00 |
609.75 |
598.00 |
600.00 |
+2.00 |
2,610 |
10,232 |
-275 |
Dec09 |
090723 |
611.50 |
622.50 |
611.00 |
613.25 |
+2.00 |
2,312 |
13,508 |
+337 |
Mar10 |
090723 |
630.75 |
636.75 |
626.00 |
628.00 |
+1.25 |
721 |
3,709 |
+149 |
May10 |
090723 |
640.25 |
646.25 |
635.25 |
638.50 |
+2.25 |
421 |
1,202 |
+61 |
Total Volume and Open Interest |
6,757 |
34,547 |
+413 |
Oats(CBOT) |
Sep09 |
090723 |
202.50 |
206.75 |
199.00 |
202.50 |
+3.50 |
226 |
3,751 |
+37 |
Dec09 |
090723 |
213.00 |
219.00 |
212.25 |
214.50 |
+3.50 |
718 |
8,346 |
+72 |
Mar10 |
090723 |
228.00 |
228.75 |
223.00 |
226.50 |
+3.50 |
120 |
1,385 |
+84 |
May10 |
090723 |
234.50 |
234.50 |
231.00 |
234.50 |
+3.50 |
0 |
88 |
+0 |
Total Volume and Open Interest |
1,064 |
13,570 |
+193 |
Rough Rice(CBOT) |
Sep09 |
090723 |
13.44 |
13.49 |
13.20 |
13.38 |
-0.07 |
325 |
5,378 |
-9 |
Nov09 |
090723 |
13.58 |
13.64 |
13.36 |
13.52 |
-0.07 |
97 |
2,098 |
+15 |
Jan10 |
090723 |
13.70 |
13.72 |
13.70 |
13.70 |
-0.02 |
5 |
293 |
+3 |
Mar10 |
090723 |
13.65 |
13.88 |
13.63 |
13.84 |
-0.04 |
5 |
368 |
+1 |
Total Volume and Open Interest |
432 |
8,296 |
+10 |
Live Cattle(CME) |
Aug09 |
090723 |
85.000 |
85.400 |
84.750 |
85.035 |
unch |
12,459 |
47,035 |
-3,276 |
Oct09 |
090723 |
89.900 |
90.430 |
89.750 |
90.100 |
+0.300 |
15,794 |
99,021 |
+2,446 |
Dec09 |
090723 |
89.400 |
90.000 |
89.230 |
89.930 |
+0.580 |
7,589 |
50,970 |
+1,164 |
Feb10 |
090723 |
88.800 |
89.250 |
88.400 |
89.035 |
+0.555 |
1,859 |
17,649 |
+671 |
Apr10 |
090723 |
90.200 |
90.500 |
89.800 |
90.400 |
+0.400 |
424 |
8,379 |
+162 |
Jun10 |
090723 |
87.500 |
87.850 |
87.250 |
87.830 |
+0.445 |
293 |
3,326 |
+155 |
Total Volume and Open Interest |
38,445 |
227,185 |
+1,334 |
Feeder Cattle(CME) |
Aug09 |
090723 |
103.050 |
103.100 |
102.300 |
102.385 |
-0.750 |
1,936 |
9,322 |
-391 |
Sep09 |
090723 |
102.750 |
102.950 |
102.050 |
102.100 |
-0.650 |
897 |
8,152 |
+54 |
Oct09 |
090723 |
102.900 |
103.080 |
102.350 |
102.450 |
-0.585 |
1,258 |
6,963 |
+467 |
Nov09 |
090723 |
102.580 |
102.950 |
102.150 |
102.400 |
-0.600 |
359 |
1,945 |
+90 |
Jan10 |
090723 |
102.150 |
102.300 |
101.600 |
101.600 |
-0.600 |
111 |
651 |
+89 |
Mar10 |
090723 |
102.000 |
102.250 |
101.650 |
101.900 |
-0.450 |
26 |
254 |
+25 |
Apr10 |
090723 |
102.000 |
102.000 |
102.000 |
102.000 |
-0.300 |
0 |
27 |
+0 |
Total Volume and Open Interest |
4,587 |
27,320 |
+334 |
Lean Hogs(CME) |
Aug09 |
090723 |
61.735 |
61.950 |
59.900 |
60.950 |
-1.150 |
11,189 |
23,681 |
-2,016 |
Oct09 |
090723 |
57.250 |
57.300 |
55.580 |
56.400 |
-0.930 |
11,737 |
54,563 |
+766 |
Dec09 |
090723 |
56.580 |
57.150 |
55.850 |
56.200 |
-1.200 |
3,782 |
32,326 |
-201 |
Feb10 |
090723 |
62.380 |
62.600 |
61.600 |
62.180 |
-0.605 |
2,307 |
12,768 |
-90 |
Apr10 |
090723 |
65.950 |
65.950 |
65.000 |
65.200 |
-0.850 |
195 |
4,905 |
+66 |
May10 |
090723 |
70.000 |
70.500 |
69.250 |
70.475 |
-0.475 |
10 |
439 |
+5 |
Jun10 |
090723 |
73.035 |
73.100 |
72.035 |
72.700 |
-0.800 |
54 |
2,700 |
+31 |
Jul10 |
090723 |
72.100 |
72.100 |
71.200 |
71.600 |
-0.935 |
4 |
656 |
-2 |
Total Volume and Open Interest |
29,283 |
132,510 |
-1,439 |
Pork Bellies(CME) |
Jul09 |
090723 |
62.000 |
62.200 |
61.800 |
62.000 |
-1.250 |
|
|
|
Aug09 |
090723 |
64.000 |
64.250 |
62.800 |
63.300 |
-1.250 |
144 |
406 |
-10 |
Feb10 |
090723 |
83.550 |
83.550 |
83.480 |
83.480 |
-0.320 |
54 |
168 |
+26 |
Mar10 |
090723 |
82.500 |
82.500 |
82.000 |
82.500 |
unch |
6 |
45 |
+3 |
May10 |
090723 |
84.800 |
84.800 |
84.800 |
84.800 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
204 |
620 |
+19 |
Class III Milk(CME) |
Jul09 |
090723 |
9.96 |
9.96 |
9.95 |
9.96 |
unch |
25 |
4,611 |
+3 |
Aug09 |
090723 |
10.57 |
10.80 |
10.56 |
10.75 |
+0.17 |
283 |
4,347 |
+37 |
Sep09 |
090723 |
11.76 |
12.00 |
11.57 |
11.98 |
+0.22 |
680 |
4,168 |
-29 |
Oct09 |
090723 |
12.69 |
13.00 |
12.61 |
13.00 |
+0.21 |
351 |
3,679 |
+41 |
Nov09 |
090723 |
13.70 |
13.95 |
13.63 |
13.90 |
+0.14 |
216 |
3,474 |
-28 |
Total Volume and Open Interest |
1,988 |
28,672 |
+30 |
Cocoa(ICE) |
Sep09 |
090723 |
2772 |
2922 |
2771 |
2883 |
+131 |
6,093 |
48,446 |
+367 |
Dec09 |
090723 |
2809 |
2950 |
2808 |
2912 |
+133 |
1,574 |
30,674 |
+381 |
Mar10 |
090723 |
2821 |
2949 |
2820 |
2919 |
+131 |
597 |
19,375 |
+53 |
May10 |
090723 |
2823 |
2946 |
2823 |
2920 |
+130 |
201 |
5,034 |
+138 |
Jul10 |
090723 |
2875 |
2951 |
2875 |
2930 |
+132 |
7 |
3,588 |
+0 |
Sep10 |
090723 |
2865 |
2955 |
2864 |
2933 |
+133 |
76 |
2,432 |
+40 |
Dec10 |
090723 |
2939 |
2939 |
2939 |
2939 |
+132 |
94 |
1,146 |
+74 |
Total Volume and Open Interest |
8,642 |
114,250 |
+1,053 |
Coffee "C"(ICE) |
Sep09 |
090723 |
120.50 |
125.45 |
119.65 |
124.55 |
+4.45 |
6,391 |
60,961 |
-155 |
Dec09 |
090723 |
123.05 |
128.50 |
122.80 |
127.65 |
+4.50 |
1,319 |
26,698 |
-62 |
Mar10 |
090723 |
126.20 |
131.30 |
126.10 |
130.55 |
+4.55 |
543 |
11,858 |
+237 |
May10 |
090723 |
128.00 |
133.20 |
128.00 |
132.55 |
+4.50 |
108 |
3,749 |
-14 |
Jul10 |
090723 |
131.65 |
135.00 |
131.55 |
134.45 |
+4.50 |
103 |
1,704 |
+89 |
Sep10 |
090723 |
133.50 |
136.30 |
133.50 |
136.30 |
+4.50 |
39 |
1,413 |
+2 |
Total Volume and Open Interest |
8,505 |
107,665 |
+84 |
Orange Juice(ICE) |
Sep09 |
090723 |
97.95 |
97.95 |
94.55 |
96.00 |
-2.95 |
970 |
19,011 |
+6 |
Nov09 |
090723 |
100.75 |
100.75 |
98.10 |
99.25 |
-2.85 |
154 |
8,823 |
+106 |
Jan10 |
090723 |
103.00 |
103.00 |
101.15 |
102.35 |
-2.80 |
33 |
1,095 |
+4 |
Mar10 |
090723 |
106.50 |
106.50 |
104.40 |
105.70 |
-2.80 |
15 |
2,299 |
+6 |
May10 |
090723 |
109.25 |
109.25 |
107.50 |
108.55 |
-2.70 |
2 |
132 |
+2 |
Jul10 |
090723 |
111.30 |
111.30 |
111.30 |
111.30 |
-2.70 |
0 |
57 |
+0 |
Total Volume and Open Interest |
1,174 |
31,601 |
+124 |
Sugar #11(ICE) |
Oct09 |
090723 |
18.02 |
18.39 |
17.99 |
18.26 |
+0.27 |
36,565 |
308,651 |
+1,782 |
Mar10 |
090723 |
19.24 |
19.48 |
19.23 |
19.34 |
+0.09 |
16,115 |
175,703 |
-1,725 |
May10 |
090723 |
18.76 |
18.94 |
18.75 |
18.82 |
+0.06 |
5,680 |
40,550 |
-451 |
Jul10 |
090723 |
18.17 |
18.33 |
18.17 |
18.21 |
+0.01 |
3,214 |
84,994 |
+4,703 |
Oct10 |
090723 |
18.00 |
18.04 |
17.92 |
17.94 |
-0.02 |
1,340 |
45,024 |
+32 |
Total Volume and Open Interest |
64,491 |
730,464 |
+4,554 |
Sugar #14(ICE) |
Sep09 |
090723 |
23.50 |
23.53 |
23.25 |
23.35 |
-0.13 |
126 |
1,716 |
-96 |
Total Volume and Open Interest |
126 |
1,716 |
-96 |
London Cocoa(LCE) |
Sep09 |
090723 |
1763 |
1832 |
1753 |
1819 |
+71 |
2,962 |
50,793 |
+34 |
Dec09 |
090723 |
1784 |
1852 |
1773 |
1835 |
+67 |
2,666 |
38,712 |
-181 |
Mar10 |
090723 |
1772 |
1845 |
1772 |
1828 |
+60 |
690 |
32,067 |
+107 |
May10 |
090723 |
1776 |
1832 |
1772 |
1821 |
+58 |
121 |
16,967 |
+78 |
Jul10 |
090723 |
1818 |
1818 |
1818 |
1818 |
+63 |
0 |
6,815 |
+0 |
Sep10 |
090723 |
1776 |
1820 |
1776 |
1810 |
+56 |
81 |
2,706 |
+72 |
Dec10 |
090723 |
1791 |
1811 |
1791 |
1811 |
+52 |
35 |
670 |
+10 |
Total Volume and Open Interest |
6,555 |
151,331 |
+120 |
London Coffee(LCE) |
London Sugar(LCE) |
Oct09 |
090723 |
471.00 |
475.00 |
471.00 |
474.90 |
+6.30 |
3,407 |
46,190 |
-986 |
Dec09 |
090723 |
486.10 |
489.40 |
485.90 |
489.40 |
+5.80 |
415 |
9,769 |
-53 |
Mar10 |
090723 |
496.00 |
500.40 |
496.00 |
500.30 |
+6.80 |
422 |
12,402 |
-104 |
May10 |
090723 |
493.00 |
497.00 |
493.00 |
496.80 |
+6.70 |
37 |
2,772 |
+13 |
Aug10 |
090723 |
486.00 |
490.80 |
486.00 |
490.80 |
+7.60 |
15 |
2,211 |
+4 |
Total Volume and Open Interest |
4,352 |
74,654 |
-1,100 |
Cotton(ICE) |
Oct09 |
090723 |
59.04 |
60.01 |
58.55 |
59.50 |
+0.49 |
233 |
2,563 |
-38 |
Dec09 |
090723 |
61.19 |
62.24 |
60.50 |
61.72 |
+0.56 |
8,660 |
106,491 |
-360 |
Mar10 |
090723 |
64.14 |
64.54 |
64.00 |
64.11 |
+0.55 |
997 |
15,554 |
+318 |
May10 |
090723 |
65.29 |
65.29 |
65.25 |
65.25 |
+0.59 |
322 |
903 |
+23 |
Jul10 |
090723 |
66.00 |
66.82 |
66.00 |
66.37 |
+0.58 |
410 |
2,368 |
+247 |
Oct10 |
090723 |
67.54 |
67.54 |
67.54 |
67.54 |
+0.53 |
0 |
10 |
+0 |
Total Volume and Open Interest |
10,647 |
130,139 |
+200 |
Lumber(CME) |
Sep09 |
090723 |
182.5 |
191.5 |
182.5 |
191.5 |
+10.0 |
889 |
5,494 |
-99 |
Nov09 |
090723 |
188.4 |
196.7 |
188.4 |
196.7 |
+10.0 |
158 |
1,462 |
+12 |
Jan10 |
090723 |
207.0 |
216.7 |
207.0 |
215.9 |
+7.6 |
43 |
762 |
-23 |
Mar10 |
090723 |
222.2 |
228.5 |
222.2 |
226.0 |
+2.0 |
5 |
40 |
+0 |
Total Volume and Open Interest |
1,095 |
7,770 |
-110 |
Crude Oil(NYM) |
Sep09 |
090723 |
65.40 |
67.49 |
64.40 |
67.16 |
+1.76 |
279,584 |
332,739 |
-7,159 |
Oct09 |
090723 |
67.05 |
69.18 |
66.33 |
68.87 |
+1.83 |
69,586 |
97,907 |
+2,659 |
Nov09 |
090723 |
68.32 |
70.67 |
68.06 |
70.41 |
+1.88 |
23,877 |
45,375 |
-95 |
Dec09 |
090723 |
69.64 |
71.89 |
69.46 |
71.59 |
+1.84 |
41,298 |
159,284 |
-5,031 |
Jan10 |
090723 |
70.83 |
72.81 |
70.54 |
72.48 |
+1.76 |
7,564 |
31,529 |
+606 |
Feb10 |
090723 |
71.78 |
73.26 |
71.76 |
73.26 |
+1.72 |
4,469 |
21,009 |
+138 |
Mar10 |
090723 |
72.49 |
74.09 |
72.26 |
73.98 |
+1.72 |
4,113 |
17,180 |
-979 |
Apr10 |
090723 |
72.96 |
74.67 |
72.96 |
74.67 |
+1.71 |
3,407 |
9,986 |
-202 |
May10 |
090723 |
73.75 |
75.35 |
73.73 |
75.35 |
+1.70 |
2,726 |
9,337 |
+208 |
Jun10 |
090723 |
74.43 |
76.10 |
74.31 |
76.00 |
+1.69 |
5,501 |
48,018 |
+1,439 |
Jul10 |
090723 |
75.12 |
76.67 |
75.01 |
76.49 |
+1.68 |
2,506 |
29,415 |
-121 |
Aug10 |
090723 |
75.32 |
77.00 |
75.32 |
76.81 |
+1.66 |
1,312 |
7,238 |
+30 |
Sep10 |
090723 |
77.10 |
77.10 |
77.10 |
77.10 |
+1.64 |
3,349 |
12,940 |
+502 |
Oct10 |
090723 |
77.40 |
77.40 |
77.40 |
77.40 |
+1.63 |
768 |
7,118 |
+292 |
Nov10 |
090723 |
77.76 |
77.76 |
77.76 |
77.76 |
+1.62 |
692 |
8,051 |
+49 |
Dec10 |
090723 |
76.60 |
78.35 |
76.44 |
78.12 |
+1.61 |
12,785 |
94,220 |
+821 |
Total Volume and Open Interest |
469,678 |
1,145,497 |
-26,652 |
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 |
090723 |
67.025 |
69.075 |
66.575 |
68.875 |
+1.825 |
272 |
444 |
+129 |
Nov09 |
090723 |
68.550 |
70.400 |
68.450 |
70.400 |
+1.875 |
248 |
190 |
+30 |
Dec09 |
090723 |
70.000 |
71.700 |
69.500 |
71.600 |
+1.850 |
188 |
240 |
+88 |
Jan10 |
090723 |
72.475 |
72.475 |
72.475 |
72.475 |
+1.750 |
78 |
56 |
-2 |
Feb10 |
090723 |
73.250 |
73.250 |
73.250 |
73.250 |
+1.700 |
40 |
31 |
+21 |
Mar10 |
090723 |
73.975 |
73.975 |
73.975 |
73.975 |
+1.725 |
0 |
1 |
+0 |
Apr10 |
090723 |
74.675 |
74.675 |
74.675 |
74.675 |
+1.725 |
|
|
|
Total Volume and Open Interest |
13,298 |
3,925 |
+306 |
Heating Oil(NYM) |
Aug09 |
090723 |
171.70 |
177.61 |
170.09 |
176.44 |
+5.32 |
35,072 |
31,164 |
-8,081 |
Sep09 |
090723 |
174.55 |
180.48 |
172.95 |
179.40 |
+5.36 |
41,898 |
61,454 |
+3,674 |
Oct09 |
090723 |
178.11 |
183.72 |
176.44 |
182.72 |
+5.28 |
10,855 |
33,293 |
+698 |
Nov09 |
090723 |
181.07 |
187.14 |
180.40 |
186.28 |
+5.27 |
4,164 |
20,881 |
+593 |
Dec09 |
090723 |
185.40 |
190.59 |
183.85 |
189.80 |
+5.17 |
7,622 |
36,622 |
-625 |
Jan10 |
090723 |
188.29 |
194.02 |
188.29 |
193.09 |
+4.98 |
2,208 |
19,286 |
+250 |
Feb10 |
090723 |
191.78 |
195.59 |
191.78 |
195.59 |
+4.88 |
1,518 |
13,055 |
-136 |
Mar10 |
090723 |
194.89 |
197.31 |
194.89 |
196.99 |
+4.83 |
1,599 |
8,595 |
-258 |
Apr10 |
090723 |
194.00 |
197.69 |
194.00 |
197.69 |
+4.78 |
1,698 |
6,878 |
+118 |
May10 |
090723 |
198.69 |
198.69 |
198.69 |
198.69 |
+4.78 |
498 |
8,384 |
+298 |
Jun10 |
090723 |
195.06 |
199.90 |
195.06 |
199.79 |
+4.73 |
721 |
18,069 |
+332 |
Jul10 |
090723 |
201.84 |
201.84 |
201.84 |
201.84 |
+4.68 |
262 |
2,807 |
+110 |
Total Volume and Open Interest |
109,826 |
300,127 |
-3,189 |
Gasoline(NYMEX) |
Aug09 |
090723 |
183.97 |
192.79 |
183.35 |
191.32 |
+7.49 |
26,736 |
34,534 |
-4,782 |
Sep09 |
090723 |
181.48 |
189.50 |
180.99 |
188.13 |
+6.68 |
31,130 |
74,982 |
+342 |
Oct09 |
090723 |
172.00 |
178.78 |
170.99 |
177.78 |
+6.39 |
7,885 |
28,842 |
+974 |
Nov09 |
090723 |
171.00 |
177.04 |
171.00 |
176.75 |
+6.10 |
3,973 |
14,851 |
-27 |
Dec09 |
090723 |
171.85 |
178.29 |
171.85 |
177.65 |
+5.80 |
5,057 |
18,208 |
-200 |
Jan10 |
090723 |
175.01 |
179.77 |
174.38 |
179.77 |
+5.62 |
1,102 |
9,524 |
+48 |
Feb10 |
090723 |
179.20 |
182.07 |
179.20 |
182.07 |
+5.57 |
302 |
3,093 |
+21 |
Mar10 |
090723 |
181.75 |
184.52 |
181.75 |
184.52 |
+5.57 |
438 |
4,421 |
+201 |
Apr10 |
090723 |
198.17 |
198.17 |
198.17 |
198.17 |
+5.57 |
0 |
4,122 |
+0 |
May10 |
090723 |
199.67 |
199.67 |
199.67 |
199.67 |
+5.57 |
1 |
2,324 |
+1 |
Total Volume and Open Interest |
77,007 |
203,831 |
-3,216 |
e-miNY RBOB Gasoline(NYM) |
Aug09 |
090723 |
1.84 |
1.84 |
1.84 |
1.91 |
+0.07 |
0 |
1 |
+0 |
Sep09 |
090723 |
188.13 |
188.13 |
188.13 |
188.13 |
+6.68 |
|
|
|
Oct09 |
090723 |
177.78 |
177.78 |
177.78 |
177.78 |
+6.39 |
|
|
|
Nov09 |
090723 |
176.75 |
176.75 |
176.75 |
176.75 |
+6.10 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Aug09 |
090723 |
3.820 |
3.891 |
3.523 |
3.550 |
-0.243 |
72,040 |
66,835 |
-7,131 |
Sep09 |
090723 |
3.955 |
4.044 |
3.688 |
3.710 |
-0.230 |
44,326 |
172,297 |
-1,279 |
Oct09 |
090723 |
4.150 |
4.255 |
3.925 |
3.939 |
-0.211 |
15,505 |
88,365 |
-2,396 |
Nov09 |
090723 |
4.800 |
4.886 |
4.590 |
4.605 |
-0.192 |
5,534 |
39,489 |
-246 |
Dec09 |
090723 |
5.472 |
5.510 |
5.250 |
5.260 |
-0.168 |
3,396 |
43,442 |
-374 |
Jan10 |
090723 |
5.715 |
5.786 |
5.535 |
5.547 |
-0.154 |
6,128 |
44,267 |
+726 |
Feb10 |
090723 |
5.760 |
5.803 |
5.567 |
5.577 |
-0.148 |
801 |
20,754 |
-249 |
Mar10 |
090723 |
5.684 |
5.728 |
5.508 |
5.517 |
-0.135 |
3,156 |
35,934 |
-796 |
Apr10 |
090723 |
5.567 |
5.629 |
5.435 |
5.446 |
-0.098 |
2,356 |
35,319 |
+124 |
May10 |
090723 |
5.630 |
5.666 |
5.496 |
5.496 |
-0.090 |
258 |
19,141 |
-98 |
Jun10 |
090723 |
5.738 |
5.760 |
5.589 |
5.589 |
-0.087 |
291 |
9,596 |
+23 |
Jul10 |
090723 |
5.877 |
5.877 |
5.709 |
5.709 |
-0.082 |
322 |
9,535 |
+176 |
Aug10 |
090723 |
5.920 |
5.920 |
5.799 |
5.799 |
-0.080 |
32 |
9,055 |
+6 |
Sep10 |
090723 |
5.970 |
5.970 |
5.861 |
5.861 |
-0.078 |
61 |
6,910 |
-16 |
Oct10 |
090723 |
6.099 |
6.099 |
5.970 |
5.971 |
-0.076 |
349 |
18,166 |
+11 |
Nov10 |
090723 |
6.407 |
6.463 |
6.316 |
6.316 |
-0.071 |
49 |
6,000 |
+12 |
Total Volume and Open Interest |
155,775 |
752,409 |
-10,686 |
Brent Crude Oil(ICE) |
Sep09 |
090723 |
66.87 |
69.78 |
66.70 |
69.25 |
+2.04 |
104,331 |
145,024 |
-690 |
Oct09 |
090723 |
67.65 |
70.50 |
67.54 |
70.01 |
+2.07 |
47,133 |
113,720 |
+2,402 |
Nov09 |
090723 |
69.15 |
71.29 |
68.42 |
70.85 |
+2.05 |
23,710 |
37,374 |
+610 |
Dec09 |
090723 |
69.80 |
72.05 |
69.29 |
71.63 |
+1.99 |
31,177 |
94,125 |
-5,108 |
Jan10 |
090723 |
70.50 |
72.52 |
70.11 |
72.34 |
+1.91 |
6,424 |
24,944 |
-31 |
Feb10 |
090723 |
71.24 |
73.20 |
70.84 |
73.03 |
+1.84 |
3,539 |
15,466 |
-137 |
Mar10 |
090723 |
71.93 |
73.85 |
71.57 |
73.72 |
+1.83 |
2,103 |
13,018 |
+947 |
Apr10 |
090723 |
72.62 |
74.52 |
72.28 |
74.39 |
+1.82 |
1,246 |
6,424 |
-140 |
May10 |
090723 |
73.30 |
75.18 |
72.97 |
75.05 |
+1.80 |
759 |
4,753 |
+280 |
Jun10 |
090723 |
73.96 |
75.83 |
73.60 |
75.71 |
+1.81 |
2,304 |
34,403 |
+714 |
Jul10 |
090723 |
76.22 |
76.22 |
76.22 |
76.22 |
+1.81 |
461 |
9,054 |
+99 |
Aug10 |
090723 |
76.60 |
76.60 |
76.60 |
76.60 |
+1.80 |
455 |
6,137 |
-2 |
Sep10 |
090723 |
76.95 |
76.95 |
76.95 |
76.95 |
+1.80 |
286 |
2,770 |
-14 |
Oct10 |
090723 |
77.30 |
77.30 |
77.30 |
77.30 |
+1.80 |
52 |
2,876 |
+19 |
Total Volume and Open Interest |
235,212 |
654,005 |
-1,528 |
Gas Oil(ICE) |
Aug09 |
090723 |
549.25 |
568.50 |
546.00 |
562.75 |
+16.25 |
45,932 |
62,707 |
-7,870 |
Sep09 |
090723 |
556.00 |
575.00 |
553.00 |
569.75 |
+16.25 |
47,604 |
82,890 |
-3,690 |
Oct09 |
090723 |
565.50 |
582.50 |
560.75 |
577.50 |
+16.25 |
20,496 |
45,904 |
+380 |
Nov09 |
090723 |
574.25 |
590.25 |
569.00 |
585.75 |
+16.50 |
10,015 |
30,978 |
+1,783 |
Dec09 |
090723 |
583.00 |
599.00 |
577.75 |
594.25 |
+16.75 |
14,762 |
64,284 |
-424 |
Jan10 |
090723 |
590.75 |
608.50 |
588.00 |
603.75 |
+17.25 |
4,013 |
38,991 |
+318 |
Feb10 |
090723 |
596.00 |
615.25 |
595.75 |
611.75 |
+17.50 |
2,260 |
17,531 |
+1,037 |
Mar10 |
090723 |
603.25 |
622.50 |
602.25 |
619.00 |
+17.50 |
1,110 |
19,077 |
+164 |
Apr10 |
090723 |
611.75 |
626.00 |
611.75 |
626.00 |
+17.50 |
487 |
10,969 |
+139 |
May10 |
090723 |
626.50 |
633.50 |
626.50 |
632.50 |
+17.50 |
1,014 |
9,417 |
+300 |
Total Volume and Open Interest |
157,852 |
503,162 |
-4,511 |
Ethanol(CBOT) |
Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
Aug09 |
090723 |
1.560 |
1.600 |
1.560 |
1.597 |
+0.065 |
32 |
295 |
-3 |
Sep09 |
090723 |
1.539 |
1.560 |
1.525 |
1.555 |
+0.064 |
10 |
532 |
+5 |
Oct09 |
090723 |
1.485 |
1.520 |
1.485 |
1.520 |
+0.055 |
23 |
366 |
+17 |
Nov09 |
090723 |
1.500 |
1.520 |
1.500 |
1.517 |
+0.054 |
16 |
249 |
+1 |
Dec09 |
090723 |
1.495 |
1.520 |
1.485 |
1.514 |
+0.050 |
21 |
371 |
-4 |
Jan10 |
090723 |
1.495 |
1.520 |
1.490 |
1.512 |
+0.048 |
31 |
454 |
+11 |
Feb10 |
090723 |
1.501 |
1.515 |
1.501 |
1.515 |
+0.045 |
29 |
442 |
+1 |
Total Volume and Open Interest |
189 |
3,866 |
+48 |
US Dollar Index(ICE) |
Sep09 |
090723 |
78.990 |
79.320 |
78.585 |
78.970 |
+0.110 |
5,853 |
24,993 |
+22 |
Dec09 |
090723 |
79.240 |
79.500 |
78.950 |
79.290 |
+0.110 |
66 |
2,114 |
-3 |
Mar10 |
090723 |
79.560 |
79.560 |
79.560 |
79.560 |
+0.110 |
|
|
|
Total Volume and Open Interest |
5,919 |
27,107 |
+19 |
Australian Dollar(CME) |
Sep09 |
090723 |
81.27 |
81.92 |
80.78 |
81.37 |
-0.11 |
67,537 |
97,966 |
+958 |
Dec09 |
090723 |
80.78 |
81.34 |
80.23 |
80.81 |
-0.11 |
67 |
417 |
-36 |
Mar10 |
090723 |
80.24 |
80.35 |
80.24 |
80.24 |
-0.11 |
0 |
15 |
+0 |
Total Volume and Open Interest |
67,604 |
98,399 |
+922 |
British Pound(CME) |
Sep09 |
090723 |
164.61 |
165.85 |
164.33 |
165.18 |
+0.56 |
84,813 |
92,322 |
+901 |
Dec09 |
090723 |
165.22 |
165.80 |
164.42 |
165.14 |
+0.54 |
71 |
421 |
-46 |
Mar10 |
090723 |
165.11 |
165.46 |
164.52 |
165.11 |
+0.55 |
0 |
8 |
+0 |
Total Volume and Open Interest |
84,884 |
92,773 |
+855 |
Canadian Dollar(CME) |
Sep09 |
090723 |
90.89 |
92.28 |
90.83 |
92.15 |
+1.10 |
69,859 |
86,625 |
+680 |
Dec09 |
090723 |
90.95 |
92.27 |
90.89 |
92.17 |
+1.10 |
363 |
2,348 |
+23 |
Mar10 |
090723 |
91.27 |
92.26 |
90.96 |
92.18 |
+1.10 |
39 |
641 |
+56 |
Jun10 |
090723 |
92.19 |
92.25 |
91.10 |
92.19 |
+1.09 |
1 |
130 |
+0 |
Total Volume and Open Interest |
70,262 |
89,909 |
+759 |
Japanese Yen(CME) |
Sep09 |
090723 |
106.88 |
106.96 |
104.97 |
105.15 |
-1.76 |
96,060 |
110,316 |
+7,393 |
Dec09 |
090723 |
106.23 |
107.03 |
105.09 |
105.26 |
-1.75 |
38 |
332 |
+0 |
Mar10 |
090723 |
107.07 |
107.19 |
105.44 |
105.44 |
-1.75 |
13 |
31 |
-3 |
Total Volume and Open Interest |
96,111 |
110,680 |
+7,390 |
Swiss Franc(CME) |
Sep09 |
090723 |
93.81 |
94.10 |
92.90 |
93.35 |
-0.59 |
36,954 |
39,533 |
+565 |
Dec09 |
090723 |
93.47 |
94.15 |
93.04 |
93.47 |
-0.59 |
2 |
100 |
+0 |
Mar10 |
090723 |
93.64 |
94.23 |
93.45 |
93.64 |
-0.59 |
0 |
5 |
+0 |
Total Volume and Open Interest |
36,956 |
39,638 |
+565 |
EuroFX(CME) |
Sep09 |
090723 |
142.08 |
142.94 |
141.19 |
142.04 |
-0.24 |
201,509 |
140,752 |
-65 |
Dec09 |
090723 |
142.09 |
142.91 |
141.21 |
142.04 |
-0.23 |
69 |
1,316 |
-11 |
Mar10 |
090723 |
142.04 |
142.65 |
141.46 |
142.04 |
-0.23 |
0 |
338 |
+0 |
Total Volume and Open Interest |
201,578 |
142,409 |
-76 |
Mexican Peso(CME) |
Aug09 |
090723 |
757.2 |
757.2 |
755.0 |
757.2 |
+2.2 |
|
|
|
Sep09 |
090723 |
749.5 |
755.8 |
749.2 |
752.8 |
+2.2 |
11,242 |
41,413 |
+512 |
Total Volume and Open Interest |
11,242 |
43,076 |
+512 |
30-Year T-Bonds(CBOT) |
Sep09 |
090723 |
117~145 |
117~275 |
115~180 |
115~200 |
-1~210 |
270,851 |
684,465 |
-679 |
Dec09 |
090723 |
116~075 |
116~180 |
114~110 |
114~125 |
-1~205 |
413 |
869 |
+14 |
Mar10 |
090723 |
113~140 |
115~020 |
113~135 |
113~135 |
-1~205 |
0 |
41 |
+0 |
Total Volume and Open Interest |
271,264 |
685,378 |
-665 |
10-Year T-Notes(CBOT) |
Sep09 |
090723 |
117~095 |
117~155 |
115~310 |
116~010 |
-1~065 |
968,889 |
1,055,581 |
+4,199 |
Dec09 |
090723 |
115~270 |
116~010 |
114~185 |
114~185 |
-1~065 |
2,465 |
5,915 |
+935 |
Mar10 |
090723 |
113~185 |
114~250 |
113~185 |
113~185 |
-1~065 |
|
|
|
Total Volume and Open Interest |
971,354 |
1,061,496 |
+5,134 |
5-Year T-Notes(CBOT) |
Sep09 |
090723 |
115~102 |
115~108 |
114~115 |
114~120 |
-0~100 |
460,109 |
755,689 |
+8,719 |
Dec09 |
090723 |
113~096 |
114~058 |
113~084 |
113~084 |
-0~102 |
0 |
500 |
+0 |
Mar10 |
090723 |
113~084 |
114~058 |
113~084 |
113~084 |
-0~102 |
|
|
|
Total Volume and Open Interest |
460,109 |
756,189 |
+8,719 |
2 Year T-Notes(CBOT) |
Sep09 |
090723 |
108~064 |
108~067 |
108~036 |
108~038 |
-0~024 |
2,500 |
664,319 |
+19,379 |
Dec09 |
090723 |
107~086 |
107~117 |
107~086 |
107~086 |
-0~031 |
0 |
2 |
+0 |
Mar10 |
090723 |
107~086 |
107~117 |
107~086 |
107~086 |
-0~031 |
|
|
|
Total Volume and Open Interest |
166,277 |
664,321 |
+19,379 |
Eurodollars(CME) |
Sep09 |
090723 |
99.470 |
99.475 |
99.450 |
99.455 |
-0.015 |
154,716 |
1,012,794 |
-6,168 |
Dec09 |
090723 |
99.275 |
99.280 |
99.220 |
99.230 |
-0.045 |
245,916 |
943,125 |
+8,451 |
Mar10 |
090723 |
99.065 |
99.075 |
98.955 |
98.970 |
-0.090 |
338,695 |
887,353 |
+14,499 |
Jun10 |
090723 |
98.730 |
98.745 |
98.575 |
98.595 |
-0.130 |
328,492 |
623,991 |
+25,920 |
Sep10 |
090723 |
98.385 |
98.395 |
98.190 |
98.200 |
-0.170 |
402,275 |
584,848 |
+2,937 |
Dec10 |
090723 |
97.990 |
98.010 |
97.785 |
97.795 |
-0.185 |
269,824 |
709,143 |
+2,823 |
Mar11 |
090723 |
97.635 |
97.655 |
97.420 |
97.430 |
-0.190 |
190,809 |
371,454 |
+5,166 |
Jun11 |
090723 |
97.275 |
97.300 |
97.055 |
97.065 |
-0.195 |
158,787 |
363,365 |
+5,533 |
Sep11 |
090723 |
96.955 |
96.975 |
96.725 |
96.735 |
-0.200 |
77,675 |
238,210 |
-1,031 |
Dec11 |
090723 |
96.645 |
96.670 |
96.415 |
96.425 |
-0.200 |
64,706 |
164,309 |
+4,492 |
Mar12 |
090723 |
96.420 |
96.450 |
96.195 |
96.205 |
-0.200 |
56,153 |
115,036 |
+2,359 |
Jun12 |
090723 |
96.215 |
96.245 |
95.975 |
95.990 |
-0.205 |
51,141 |
116,555 |
-1,600 |
Sep12 |
090723 |
95.990 |
96.060 |
95.785 |
95.805 |
-0.205 |
18,233 |
64,171 |
+113 |
Dec12 |
090723 |
95.815 |
95.880 |
95.600 |
95.625 |
-0.205 |
13,396 |
60,195 |
+41 |
Mar13 |
090723 |
95.720 |
95.765 |
95.480 |
95.510 |
-0.205 |
10,846 |
64,475 |
+197 |
Jun13 |
090723 |
95.600 |
95.650 |
95.360 |
95.390 |
-0.205 |
10,191 |
33,023 |
+27 |
Sep13 |
090723 |
95.470 |
95.535 |
95.245 |
95.275 |
-0.205 |
5,475 |
38,954 |
-1,088 |
Dec13 |
090723 |
95.360 |
95.410 |
95.115 |
95.145 |
-0.205 |
4,319 |
28,824 |
+99 |
Total Volume and Open Interest |
2,422,403 |
6,578,682 |
+66,041 |
30 Day Federal Funds(CBOT) |
Jul09 |
090723 |
99.842 |
99.842 |
99.840 |
99.840 |
unch |
2,859 |
59,421 |
-53 |
Aug09 |
090723 |
99.815 |
99.820 |
99.810 |
99.815 |
-0.005 |
2,828 |
47,840 |
+160 |
Sep09 |
090723 |
99.800 |
99.800 |
99.795 |
99.800 |
unch |
2,187 |
33,954 |
+545 |
Oct09 |
090723 |
99.795 |
99.795 |
99.785 |
99.785 |
unch |
4,837 |
29,050 |
-2,043 |
Nov09 |
090723 |
99.760 |
99.765 |
99.750 |
99.755 |
unch |
8,585 |
60,704 |
-281 |
Dec09 |
090723 |
99.740 |
99.740 |
99.720 |
99.730 |
unch |
7,549 |
37,983 |
-666 |
Total Volume and Open Interest |
49,865 |
385,050 |
-517 |
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 |
090723 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Dec09 |
090723 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
|
|
|
Mar10 |
090723 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
|
|
|
Jun10 |
090723 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
|
|
|
Sep10 |
090723 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
Dec10 |
090723 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
Mar11 |
090723 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
Jun11 |
090723 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.01 |
|
|
|
Sep11 |
090723 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.03 |
|
|
|
Dec11 |
090723 |
99.06 |
99.06 |
99.06 |
99.06 |
-0.02 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep09 |
090723 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.00 |
0 |
12,139 |
+0 |
Dec09 |
090723 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.00 |
0 |
3,512 |
+0 |
Mar10 |
090723 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
2,591 |
+0 |
Jun10 |
090723 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
1,338 |
+0 |
Sep10 |
090723 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.01 |
0 |
421 |
+0 |
Dec10 |
090723 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.01 |
0 |
420 |
+0 |
Mar11 |
090723 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
0 |
412 |
+0 |
Jun11 |
090723 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.01 |
0 |
52 |
+0 |
Total Volume and Open Interest |
0 |
22,410 |
+2 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090722 |
138.36 |
138.42 |
138.00 |
138.15 |
-0.04 |
1,628 |
12,527 |
-731 |
Dec09 |
090723 |
137.78 |
137.78 |
137.78 |
137.78 |
+0.02 |
0 |
1 |
+0 |
Mar10 |
090723 |
137.55 |
137.55 |
137.55 |
137.55 |
+0.02 |
|
|
|
Total Volume and Open Interest |
2,719 |
13,113 |
-437 |
Euro-Bund(EUREX) |
Sep09 |
090723 |
121.10 |
121.33 |
120.40 |
120.55 |
-0.76 |
662,125 |
867,093 |
+2,709 |
Dec09 |
090723 |
119.54 |
119.90 |
119.09 |
119.20 |
-0.76 |
19 |
137 |
-3 |
Mar10 |
090723 |
118.78 |
118.78 |
118.78 |
118.78 |
-0.76 |
0 |
1 |
+0 |
Total Volume and Open Interest |
662,144 |
867,231 |
+2,706 |
Euro-Bobl(EUREX) |
Sep09 |
090717 |
115.98 |
116.10 |
115.60 |
115.74 |
-0.60 |
217,689 |
743,810 |
+56,194 |
Dec09 |
090723 |
114.21 |
114.41 |
114.07 |
114.07 |
-0.35 |
17 |
84 |
+13 |
Mar10 |
090723 |
114.06 |
114.06 |
114.06 |
114.06 |
-0.36 |
|
|
|
Total Volume and Open Interest |
320,089 |
661,294 |
-13,399 |
3-Mth Euribor(EUREX) |
Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
Dec09 |
090723 |
98.975 |
98.995 |
98.975 |
98.975 |
-0.010 |
147 |
5,537 |
-28 |
Mar10 |
090723 |
98.820 |
98.825 |
98.810 |
98.810 |
-0.030 |
128 |
2,882 |
+5 |
Total Volume and Open Interest |
893 |
33,781 |
+37 |
Long Gilt(LIFFE) |
Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
Dec09 |
090723 |
114~01 |
114~01 |
114~01 |
114~01 |
-1~04 |
|
|
|
Total Volume and Open Interest |
69,368 |
211,340 |
+5,756 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090723 |
99.11 |
99.13 |
99.07 |
99.11 |
-0.01 |
36,629 |
253,795 |
+8,399 |
Dec09 |
090723 |
98.90 |
98.91 |
98.82 |
98.85 |
-0.06 |
56,413 |
249,063 |
+4,818 |
Mar10 |
090723 |
98.57 |
98.57 |
98.46 |
98.48 |
-0.10 |
94,251 |
325,036 |
-5,565 |
Jun10 |
090723 |
98.07 |
98.07 |
97.96 |
97.97 |
-0.13 |
118,961 |
300,638 |
-9,775 |
Sep10 |
090723 |
97.55 |
97.55 |
97.42 |
97.45 |
-0.14 |
94,873 |
269,258 |
+817 |
Dec10 |
090723 |
96.98 |
97.02 |
96.89 |
96.91 |
-0.15 |
53,455 |
245,329 |
+523 |
Total Volume and Open Interest |
548,288 |
2,114,096 |
+156 |
3-Mth Euribor(LIFFE) |
Sep09 |
090723 |
99.115 |
99.130 |
99.105 |
99.115 |
unch |
74,046 |
672,190 |
+117 |
Dec09 |
090723 |
98.985 |
99.005 |
98.965 |
98.975 |
-0.010 |
101,519 |
500,034 |
+4,784 |
Mar10 |
090723 |
98.835 |
98.865 |
98.785 |
98.805 |
-0.035 |
117,482 |
435,250 |
+1,407 |
Total Volume and Open Interest |
763,893 |
3,114,887 |
+32,182 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090723 |
96.77 |
96.79 |
96.75 |
96.78 |
+0.01 |
20,057 |
305,849 |
+5,639 |
Dec09 |
090723 |
96.62 |
96.64 |
96.58 |
96.61 |
unch |
38,996 |
258,091 |
+14,470 |
Mar10 |
090723 |
96.18 |
96.20 |
96.13 |
96.17 |
+0.01 |
21,332 |
140,490 |
+7,516 |
Jun10 |
090723 |
95.73 |
95.75 |
95.67 |
95.71 |
-0.01 |
6,715 |
85,528 |
+765 |
Sep10 |
090723 |
95.28 |
95.31 |
95.24 |
95.28 |
+0.01 |
3,163 |
55,916 |
+411 |
Dec10 |
090723 |
94.92 |
94.92 |
94.87 |
94.88 |
-0.02 |
1,384 |
31,760 |
+717 |
Mar11 |
090723 |
94.55 |
94.58 |
94.54 |
94.55 |
-0.02 |
461 |
17,273 |
+45 |
Jun11 |
090723 |
94.22 |
94.27 |
94.21 |
94.23 |
-0.01 |
530 |
13,153 |
+299 |
Sep11 |
090723 |
93.95 |
93.95 |
93.92 |
93.94 |
-0.01 |
20 |
3,483 |
+0 |
Dec11 |
090723 |
93.67 |
93.68 |
93.66 |
93.68 |
unch |
13 |
613 |
+13 |
Total Volume and Open Interest |
92,671 |
913,038 |
+29,875 |
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 |
090723 |
94.48 |
94.48 |
94.48 |
94.48 |
-0.01 |
|
|
|
Total Volume and Open Interest |
25,999 |
342,579 |
+1,029 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090723 |
95.22 |
95.26 |
95.15 |
95.20 |
-0.01 |
123,073 |
593,392 |
+29,901 |
Dec09 |
090723 |
95.20 |
95.20 |
95.20 |
95.20 |
-0.01 |
|
|
|
Total Volume and Open Interest |
123,073 |
593,392 |
+29,901 |
Gold(CMX) |
Aug09 |
090723 |
952.7 |
957.5 |
947.2 |
954.8 |
+1.5 |
79,090 |
167,590 |
-6,745 |
Oct09 |
090723 |
952.4 |
958.5 |
948.5 |
956.1 |
+1.5 |
2,758 |
17,335 |
-912 |
Dec09 |
090723 |
955.0 |
960.2 |
950.3 |
957.6 |
+1.6 |
16,905 |
112,584 |
+5,509 |
Feb10 |
090723 |
956.0 |
960.5 |
953.4 |
958.9 |
+1.7 |
1,981 |
18,232 |
+692 |
Apr10 |
090723 |
955.1 |
962.5 |
953.3 |
960.2 |
+1.8 |
461 |
18,047 |
+52 |
Jun10 |
090723 |
958.8 |
964.0 |
956.3 |
961.7 |
+1.9 |
1,250 |
8,973 |
-1,133 |
Aug10 |
090723 |
963.8 |
963.8 |
963.4 |
963.4 |
+2.0 |
7 |
5,262 |
+24 |
Oct10 |
090723 |
965.5 |
965.5 |
965.5 |
965.5 |
+2.2 |
0 |
3,450 |
+0 |
Dec10 |
090723 |
966.4 |
968.0 |
961.0 |
967.8 |
+2.4 |
2,701 |
11,966 |
+198 |
Feb11 |
090723 |
970.6 |
970.6 |
970.6 |
970.6 |
+2.7 |
0 |
1,012 |
+0 |
Apr11 |
090723 |
973.5 |
973.5 |
973.5 |
973.5 |
+2.9 |
0 |
100 |
+0 |
Jun11 |
090723 |
321.5 |
321.5 |
321.5 |
321.5 |
+3.1 |
1,400 |
8,046 |
-736 |
Total Volume and Open Interest |
107,703 |
390,939 |
-2,597 |
Silver(CMX) |
Jul09 |
090723 |
1376.5 |
1376.5 |
1376.5 |
1376.5 |
+7.0 |
39 |
147 |
-34 |
Sep09 |
090723 |
1373.5 |
1386.0 |
1361.0 |
1377.0 |
+7.0 |
14,711 |
54,718 |
-545 |
Dec09 |
090723 |
1378.5 |
1389.0 |
1365.5 |
1381.0 |
+7.0 |
1,288 |
21,392 |
-105 |
Mar10 |
090723 |
1384.0 |
1384.5 |
1384.0 |
1384.0 |
+7.2 |
197 |
7,041 |
+118 |
May10 |
090723 |
1386.0 |
1386.0 |
1386.0 |
1386.0 |
+7.3 |
71 |
2,632 |
-62 |
Jul10 |
090723 |
1388.0 |
1388.0 |
1388.0 |
1388.0 |
+7.4 |
48 |
3,039 |
+38 |
Sep10 |
090723 |
1390.0 |
1390.0 |
1390.0 |
1390.0 |
+7.5 |
20 |
157 |
-147 |
Total Volume and Open Interest |
16,801 |
98,269 |
-554 |
Platinum(NYMEX) |
Jul09 |
090723 |
1182.5 |
1182.5 |
1182.5 |
1182.5 |
+11.0 |
0 |
58 |
+0 |
Oct09 |
090723 |
1176.4 |
1191.1 |
1171.6 |
1188.0 |
+12.3 |
1,761 |
21,475 |
+64 |
Jan10 |
090723 |
1194.0 |
1194.0 |
1194.0 |
1194.0 |
+12.6 |
11 |
241 |
+10 |
Total Volume and Open Interest |
1,772 |
21,774 |
+74 |
Palladium(NYMEX) |
Sep09 |
090723 |
256.00 |
260.55 |
255.00 |
260.20 |
+4.05 |
790 |
16,543 |
+153 |
Dec09 |
090723 |
257.40 |
261.35 |
257.40 |
261.35 |
+4.05 |
22 |
620 |
+16 |
Mar10 |
090723 |
262.85 |
262.85 |
262.85 |
262.85 |
+4.05 |
0 |
3 |
+0 |
Total Volume and Open Interest |
812 |
17,166 |
+169 |
Copper(CMX) |
Jul09 |
090723 |
249.50 |
252.30 |
247.15 |
251.90 |
+0.10 |
240 |
1,536 |
-27 |
Sep09 |
090723 |
251.45 |
253.85 |
247.25 |
252.40 |
-0.15 |
17,740 |
77,032 |
+830 |
Dec09 |
090723 |
252.25 |
254.00 |
248.00 |
252.95 |
-0.25 |
2,499 |
19,409 |
+888 |
Mar10 |
090723 |
252.15 |
253.10 |
249.00 |
252.95 |
-0.45 |
345 |
3,259 |
+70 |
May10 |
090723 |
250.00 |
252.55 |
250.00 |
252.55 |
-0.80 |
2 |
853 |
+0 |
Total Volume and Open Interest |
21,905 |
115,991 |
+1,942 |
Aluminum(CMX) |
Jul09 |
090723 |
81.75 |
81.75 |
81.75 |
81.75 |
+1.75 |
|
|
|
Aug09 |
090723 |
82.25 |
82.25 |
82.25 |
82.25 |
+1.75 |
|
|
|
Sep09 |
090723 |
82.75 |
82.75 |
82.75 |
82.75 |
+1.75 |
|
|
|
Oct09 |
090723 |
4.11 |
4.11 |
4.11 |
4.11 |
+1.75 |
|
|
|
Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
Dec09 |
080724 |
1.17 |
1.17 |
1.17 |
1.17 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Sep09 |
090723 |
8832 |
9050 |
8830 |
8991 |
+158 |
1,153 |
11,867 |
+30 |
Dec09 |
090723 |
8930 |
8930 |
8772 |
8930 |
+158 |
0 |
58 |
+0 |
Mar10 |
090723 |
8876 |
8876 |
8718 |
8876 |
+158 |
0 |
2 |
+0 |
Jun10 |
090723 |
8841 |
8841 |
8678 |
8841 |
+163 |
|
|
|
Total Volume and Open Interest |
1,153 |
11,927 |
+30 |
S & P 500(CME) |
Sep09 |
090723 |
949.60 |
976.50 |
948.80 |
968.90 |
+19.50 |
19,429 |
378,482 |
-1,622 |
Dec09 |
090723 |
960.00 |
971.50 |
960.00 |
964.50 |
+19.50 |
9 |
8,436 |
+2 |
Mar10 |
090723 |
967.00 |
968.00 |
960.50 |
960.50 |
+19.50 |
0 |
3,557 |
+0 |
Jun10 |
090723 |
957.00 |
964.50 |
943.50 |
957.00 |
+19.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
19,438 |
390,486 |
-1,620 |
S & P 500 E-Mini(Globex) |
Sep09 |
090723 |
950.25 |
976.50 |
948.75 |
969.00 |
+19.50 |
1,892,528 |
2,394,233 |
+8,193 |
Dec09 |
090723 |
945.75 |
972.25 |
944.75 |
964.50 |
+19.50 |
1,610 |
20,632 |
+595 |
Total Volume and Open Interest |
1,894,139 |
2,414,916 |
+8,788 |
NASDAQ 100(CME) |
Sep09 |
090723 |
1558.00 |
1604.00 |
1555.50 |
1584.00 |
+27.50 |
2,405 |
19,792 |
+337 |
Dec09 |
090723 |
1582.00 |
1584.80 |
1582.00 |
1582.00 |
+27.20 |
0 |
13 |
+0 |
Mar10 |
090723 |
1581.00 |
1583.80 |
1581.00 |
1581.00 |
+27.20 |
|
|
|
Total Volume and Open Interest |
2,405 |
19,805 |
+337 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090723 |
1557.80 |
1603.80 |
1555.00 |
1584.00 |
+27.50 |
293,030 |
279,030 |
+556 |
Dec09 |
090723 |
1560.50 |
1601.30 |
1557.00 |
1582.00 |
+27.20 |
456 |
740 |
+23 |
Total Volume and Open Interest |
293,490 |
279,784 |
+577 |
S & P Midcap 400(CME) |
Sep09 |
090723 |
600.00 |
618.50 |
599.00 |
613.20 |
+16.30 |
11 |
2,460 |
-6 |
Dec09 |
090723 |
611.20 |
611.90 |
611.20 |
611.20 |
+16.30 |
|
|
|
Mar10 |
090723 |
609.20 |
609.90 |
609.20 |
609.20 |
+16.30 |
|
|
|
Total Volume and Open Interest |
11 |
2,460 |
-6 |
Russell 2000(CME) |
Sep09 |
090723 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
1,412 |
6,286 |
+413 |
Dec09 |
090723 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,140 |
-35 |
Mar10 |
090723 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,892 |
+0 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090723 |
9730 |
9865 |
9700 |
9790 |
+65 |
83,025 |
167,610 |
+15,106 |
Dec09 |
090723 |
9745 |
9745 |
9745 |
9745 |
+65 |
0 |
1,058 |
+0 |
Total Volume and Open Interest |
83,025 |
170,904 |
+421 |
Nikkei 225(SGX) |
Sep09 |
090723 |
9730 |
9865 |
9700 |
9790 |
+65 |
83,025 |
167,610 |
+15,106 |
Dec09 |
090723 |
9745 |
9745 |
9745 |
9745 |
+65 |
0 |
1,058 |
+0 |
Mar10 |
090723 |
9765 |
9765 |
9765 |
9765 |
+65 |
0 |
75 |
+0 |
Total Volume and Open Interest |
83,025 |
170,904 |
+421 |
CAC 40(EURONEXT) |
Aug09 |
090723 |
3311.0 |
3382.0 |
3281.0 |
3373.5 |
+71.0 |
104,647 |
314,848 |
+5,207 |
Sep09 |
090723 |
3312.0 |
3377.0 |
3283.5 |
3370.0 |
+71.5 |
371 |
47,725 |
-168 |
Oct09 |
090723 |
3367.5 |
3367.5 |
3367.5 |
3367.5 |
+71.0 |
|
|
|
Total Volume and Open Interest |
105,018 |
365,550 |
+5,039 |
Hang Seng Index(HKFE) |
Jul09 |
090723 |
19387 |
19860 |
19373 |
19799 |
+511 |
76,444 |
80,740 |
-2,012 |
Aug09 |
090723 |
19333 |
19811 |
19333 |
19761 |
+511 |
2,749 |
11,553 |
+1,225 |
Sep09 |
090723 |
19300 |
19718 |
19300 |
19669 |
+509 |
262 |
2,737 |
-17 |
Total Volume and Open Interest |
79,504 |
95,673 |
-790 |
DAX(EUREX) |
Sep09 |
090723 |
5137.0 |
5271.0 |
5102.0 |
5249.0 |
+133.0 |
130,730 |
153,842 |
+5,434 |
Dec09 |
090723 |
5155.0 |
5273.5 |
5111.0 |
5252.0 |
+132.5 |
401 |
9,564 |
+147 |
Mar10 |
090723 |
5160.0 |
5277.0 |
5117.0 |
5259.5 |
+132.5 |
84 |
848 |
+42 |
Total Volume and Open Interest |
131,215 |
164,254 |
+5,623 |
FT-SE 100(EURONEXT) |
Sep09 |
090723 |
4466.00 |
4548.00 |
4440.50 |
4531.50 |
+74.00 |
104,437 |
607,460 |
-4,479 |
Dec09 |
090723 |
4427.00 |
4502.50 |
4423.50 |
4502.50 |
+74.00 |
383 |
4,022 |
+71 |
Mar10 |
090723 |
4394.00 |
4470.00 |
4394.00 |
4470.00 |
+74.50 |
66 |
800 |
+50 |
Total Volume and Open Interest |
104,966 |
612,787 |
-4,278 |
SPI 200(SFE) |
Sep09 |
090723 |
4032.0 |
4042.0 |
4001.0 |
4035.0 |
-2.0 |
23,721 |
233,564 |
-4,572 |
Dec09 |
090723 |
4044.0 |
4044.0 |
4044.0 |
4044.0 |
-1.0 |
90 |
3,564 |
+73 |
Mar10 |
090723 |
4020.0 |
4020.0 |
4020.0 |
4020.0 |
-1.0 |
0 |
4,317 |
+0 |
Total Volume and Open Interest |
24,071 |
242,459 |
-4,265 |
GSCI(CME) |
Aug09 |
090723 |
436.00 |
447.50 |
434.00 |
443.60 |
+7.10 |
211 |
15,075 |
+49 |
Sep09 |
090723 |
445.00 |
454.00 |
441.50 |
451.00 |
+8.50 |
0 |
3 |
+0 |
Oct09 |
090723 |
460.00 |
462.00 |
450.50 |
460.00 |
+9.00 |
|
|
|
Total Volume and Open Interest |
211 |
15,078 |
+49 |
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. |
|
|