|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon July 27, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug09 |
090727 |
1019.25 |
1025.75 |
1011.25 |
1021.25 |
+0.25 |
17,871 |
44,213 |
-2,616 |
Sep09 |
090727 |
947.75 |
953.75 |
940.00 |
945.00 |
-6.50 |
9,784 |
22,601 |
-47 |
Nov09 |
090727 |
910.00 |
916.25 |
901.50 |
906.50 |
-8.50 |
73,187 |
234,354 |
+2,109 |
Jan10 |
090727 |
919.50 |
921.75 |
909.00 |
913.75 |
-8.50 |
4,776 |
37,420 |
+906 |
Mar10 |
090727 |
917.00 |
926.25 |
913.50 |
916.75 |
-8.75 |
1,487 |
18,612 |
-122 |
May10 |
090727 |
924.00 |
928.50 |
916.00 |
918.50 |
-9.00 |
1,675 |
11,522 |
+412 |
Jul10 |
090727 |
922.25 |
932.00 |
922.00 |
924.50 |
-9.00 |
1,340 |
15,444 |
+153 |
Total Volume and Open Interest |
110,907 |
404,886 |
+817 |
Soybean Meal(CBOT) |
Aug09 |
090727 |
322.50 |
325.80 |
321.00 |
322.90 |
-0.30 |
11,656 |
19,828 |
-1,279 |
Sep09 |
090727 |
299.10 |
301.10 |
296.20 |
296.60 |
-3.10 |
8,719 |
31,114 |
+1,426 |
Oct09 |
090727 |
280.00 |
283.70 |
280.00 |
280.20 |
-3.10 |
4,074 |
20,804 |
+447 |
Dec09 |
090727 |
277.40 |
280.00 |
275.30 |
276.20 |
-3.50 |
22,226 |
70,341 |
+2,526 |
Jan10 |
090727 |
273.60 |
277.30 |
273.60 |
273.70 |
-3.60 |
630 |
7,408 |
+61 |
Mar10 |
090727 |
273.60 |
276.20 |
272.50 |
273.50 |
-3.30 |
350 |
6,395 |
+57 |
May10 |
090727 |
275.80 |
276.80 |
272.90 |
273.20 |
-2.80 |
387 |
8,760 |
+88 |
Jul10 |
090727 |
278.10 |
279.00 |
274.70 |
274.90 |
-2.70 |
121 |
4,013 |
+8 |
Total Volume and Open Interest |
48,287 |
172,358 |
+3,327 |
Soybean Oil(CBOT) |
Aug09 |
090727 |
33.89 |
34.15 |
33.39 |
33.60 |
-0.29 |
12,235 |
31,083 |
-2,876 |
Sep09 |
090727 |
34.05 |
34.27 |
33.56 |
33.77 |
-0.29 |
9,099 |
38,713 |
-184 |
Oct09 |
090727 |
34.00 |
34.17 |
33.75 |
33.94 |
-0.28 |
3,190 |
19,495 |
+909 |
Dec09 |
090727 |
34.52 |
34.88 |
34.08 |
34.30 |
-0.29 |
25,178 |
113,031 |
+422 |
Jan10 |
090727 |
34.66 |
34.93 |
34.50 |
34.65 |
-0.28 |
725 |
13,918 |
-8 |
Mar10 |
090727 |
34.92 |
34.95 |
34.75 |
34.89 |
-0.28 |
414 |
7,939 |
+131 |
May10 |
090727 |
35.31 |
35.31 |
34.87 |
35.02 |
-0.27 |
206 |
7,157 |
+30 |
Jul10 |
090727 |
35.46 |
35.46 |
34.93 |
35.15 |
-0.26 |
605 |
5,160 |
-102 |
Total Volume and Open Interest |
51,725 |
244,974 |
-1,678 |
Canola(WCE) |
Nov09 |
090727 |
405.1 |
407.0 |
398.6 |
400.0 |
-8.5 |
7,759 |
81,810 |
+3,938 |
Jan10 |
090727 |
408.3 |
409.1 |
403.3 |
405.5 |
-7.7 |
1,490 |
10,563 |
+376 |
Mar10 |
090727 |
410.2 |
410.2 |
410.2 |
410.2 |
-7.0 |
0 |
1,679 |
+0 |
May10 |
090727 |
412.5 |
412.5 |
412.5 |
412.5 |
-7.0 |
0 |
515 |
+0 |
Jul10 |
090727 |
417.8 |
417.8 |
417.8 |
417.8 |
-7.0 |
0 |
546 |
+0 |
Total Volume and Open Interest |
9,249 |
95,179 |
+4,314 |
Corn(CBOT) |
Sep09 |
090727 |
317.00 |
323.00 |
312.50 |
322.25 |
+6.00 |
61,132 |
254,075 |
-3,942 |
Dec09 |
090727 |
329.00 |
334.50 |
323.25 |
333.75 |
+6.50 |
139,256 |
414,260 |
-2,590 |
Mar10 |
090727 |
340.75 |
347.50 |
337.00 |
347.00 |
+6.50 |
18,017 |
79,154 |
-928 |
May10 |
090727 |
347.50 |
356.25 |
347.25 |
356.25 |
+6.25 |
3,587 |
18,271 |
+112 |
Jul10 |
090727 |
359.00 |
365.25 |
355.00 |
364.75 |
+6.25 |
8,038 |
52,393 |
+1,283 |
Sep10 |
090727 |
364.50 |
372.50 |
364.00 |
372.00 |
+5.50 |
638 |
7,151 |
+81 |
Total Volume and Open Interest |
234,808 |
887,039 |
-6,584 |
Wheat(CBOT) |
Sep09 |
090727 |
516.25 |
523.75 |
512.00 |
520.50 |
+4.25 |
36,572 |
141,819 |
-2,766 |
Dec09 |
090727 |
542.75 |
550.75 |
539.25 |
547.75 |
+4.25 |
18,251 |
113,345 |
+1,354 |
Mar10 |
090727 |
560.00 |
568.00 |
559.00 |
566.00 |
+4.00 |
1,315 |
18,484 |
+421 |
May10 |
090727 |
570.00 |
579.50 |
570.00 |
578.25 |
+4.00 |
106 |
2,200 |
+10 |
Jul10 |
090727 |
581.00 |
592.50 |
580.00 |
589.25 |
+5.25 |
621 |
38,962 |
+125 |
Total Volume and Open Interest |
57,098 |
321,712 |
-682 |
Wheat(KCBT) |
Sep09 |
090727 |
548.75 |
556.00 |
545.75 |
551.75 |
+2.75 |
6,317 |
39,549 |
+248 |
Dec09 |
090727 |
565.50 |
573.00 |
563.00 |
568.75 |
+3.00 |
2,290 |
36,782 |
+221 |
Mar10 |
090727 |
580.50 |
588.25 |
579.75 |
584.75 |
+2.75 |
361 |
7,000 |
-99 |
May10 |
090727 |
593.50 |
598.50 |
590.75 |
595.00 |
+2.50 |
146 |
1,207 |
-11 |
Jul10 |
090727 |
602.75 |
608.75 |
592.00 |
604.75 |
+2.00 |
348 |
10,498 |
-85 |
Total Volume and Open Interest |
9,493 |
96,638 |
+272 |
Wheat(MGE) |
Sep09 |
090727 |
592.00 |
599.00 |
590.00 |
597.50 |
+6.00 |
2,182 |
10,082 |
-121 |
Dec09 |
090727 |
604.50 |
613.00 |
603.50 |
611.75 |
+6.00 |
1,042 |
13,650 |
+17 |
Mar10 |
090727 |
621.75 |
627.50 |
620.25 |
626.75 |
+6.50 |
227 |
4,285 |
+48 |
May10 |
090727 |
629.25 |
637.00 |
629.25 |
636.25 |
+7.00 |
99 |
1,586 |
-48 |
Jul10 |
090727 |
638.75 |
646.00 |
637.50 |
644.75 |
+6.75 |
211 |
5,364 |
+13 |
Total Volume and Open Interest |
3,919 |
36,279 |
-336 |
Oats(CBOT) |
Sep09 |
090727 |
192.75 |
198.00 |
192.75 |
195.00 |
unch |
150 |
3,722 |
+40 |
Dec09 |
090727 |
205.25 |
211.00 |
205.25 |
207.50 |
+0.50 |
536 |
8,740 |
+136 |
Mar10 |
090727 |
220.75 |
220.75 |
219.00 |
219.50 |
+0.50 |
46 |
1,433 |
+22 |
May10 |
090727 |
227.50 |
227.50 |
227.00 |
227.50 |
+0.50 |
0 |
88 |
+0 |
Total Volume and Open Interest |
732 |
13,985 |
+198 |
Rough Rice(CBOT) |
Sep09 |
090727 |
13.41 |
13.81 |
13.37 |
13.77 |
+0.36 |
245 |
5,481 |
+10 |
Nov09 |
090727 |
13.57 |
14.01 |
13.55 |
13.99 |
+0.42 |
95 |
2,145 |
+15 |
Jan10 |
090727 |
13.76 |
14.13 |
13.76 |
14.13 |
+0.39 |
6 |
294 |
+3 |
Mar10 |
090727 |
13.95 |
14.28 |
13.94 |
14.28 |
+0.34 |
7 |
374 |
+6 |
Total Volume and Open Interest |
353 |
8,453 |
+34 |
Live Cattle(CME) |
Aug09 |
090727 |
84.600 |
84.830 |
83.750 |
84.700 |
+0.165 |
8,075 |
40,445 |
-2,775 |
Oct09 |
090727 |
89.580 |
90.300 |
89.200 |
90.200 |
+0.450 |
10,836 |
101,243 |
+2,066 |
Dec09 |
090727 |
89.500 |
89.950 |
89.100 |
89.900 |
+0.400 |
6,194 |
53,166 |
+1,115 |
Feb10 |
090727 |
88.750 |
89.180 |
88.480 |
88.885 |
+0.085 |
2,126 |
18,586 |
+95 |
Apr10 |
090727 |
90.080 |
90.500 |
89.900 |
90.200 |
-0.030 |
656 |
8,557 |
+92 |
Jun10 |
090727 |
87.200 |
87.600 |
87.200 |
87.500 |
unch |
440 |
3,805 |
+371 |
Total Volume and Open Interest |
28,339 |
226,615 |
+966 |
Feeder Cattle(CME) |
Aug09 |
090727 |
102.600 |
102.785 |
102.000 |
102.400 |
-0.150 |
1,126 |
8,929 |
-257 |
Sep09 |
090727 |
102.635 |
102.635 |
101.980 |
102.350 |
unch |
646 |
8,093 |
-169 |
Oct09 |
090727 |
102.750 |
102.750 |
102.150 |
102.580 |
-0.170 |
600 |
7,196 |
+17 |
Nov09 |
090727 |
102.700 |
102.700 |
102.000 |
102.230 |
-0.470 |
199 |
2,038 |
+35 |
Jan10 |
090727 |
101.600 |
101.750 |
101.600 |
101.700 |
-0.300 |
65 |
762 |
-3 |
Mar10 |
090727 |
101.700 |
101.750 |
101.600 |
101.750 |
-0.350 |
31 |
360 |
+16 |
Apr10 |
090727 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
0 |
27 |
+0 |
Total Volume and Open Interest |
2,672 |
27,417 |
-356 |
Lean Hogs(CME) |
Aug09 |
090727 |
59.250 |
59.630 |
57.830 |
59.180 |
+0.130 |
10,053 |
19,408 |
-3,402 |
Oct09 |
090727 |
54.600 |
55.035 |
53.300 |
54.750 |
+0.170 |
8,079 |
55,758 |
-477 |
Dec09 |
090727 |
54.130 |
54.650 |
52.650 |
54.050 |
-0.330 |
2,934 |
32,891 |
-83 |
Feb10 |
090727 |
60.785 |
60.785 |
58.600 |
60.150 |
-0.900 |
2,443 |
13,506 |
-117 |
Apr10 |
090727 |
63.650 |
64.000 |
62.000 |
63.180 |
-0.450 |
547 |
5,279 |
+194 |
May10 |
090727 |
67.900 |
68.200 |
67.100 |
67.975 |
-1.000 |
50 |
450 |
+8 |
Jun10 |
090727 |
70.725 |
71.050 |
69.300 |
70.975 |
-0.125 |
110 |
2,833 |
+13 |
Jul10 |
090727 |
69.900 |
70.350 |
68.930 |
70.350 |
-0.450 |
100 |
702 |
+11 |
Total Volume and Open Interest |
24,348 |
131,334 |
-3,826 |
Pork Bellies(CME) |
Jul09 |
090727 |
62.000 |
63.000 |
61.250 |
62.000 |
unch |
|
|
|
Aug09 |
090727 |
61.300 |
63.000 |
60.900 |
62.235 |
+0.935 |
65 |
353 |
-35 |
Feb10 |
090727 |
84.385 |
85.000 |
83.700 |
84.000 |
+0.520 |
16 |
177 |
+10 |
Mar10 |
090727 |
82.500 |
83.500 |
82.500 |
82.500 |
unch |
0 |
45 |
+0 |
May10 |
090727 |
84.800 |
84.800 |
84.800 |
84.800 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
81 |
576 |
-25 |
Class III Milk(CME) |
Jul09 |
090727 |
9.96 |
9.97 |
9.94 |
9.95 |
-0.01 |
11 |
4,623 |
+5 |
Aug09 |
090727 |
10.75 |
10.90 |
10.70 |
10.85 |
+0.02 |
341 |
4,079 |
-184 |
Sep09 |
090727 |
12.13 |
12.25 |
12.10 |
12.16 |
+0.03 |
174 |
4,156 |
+17 |
Oct09 |
090727 |
13.15 |
13.17 |
13.05 |
13.13 |
+0.01 |
206 |
3,811 |
+105 |
Nov09 |
090727 |
13.95 |
14.00 |
13.92 |
13.95 |
+0.02 |
98 |
3,480 |
+9 |
Total Volume and Open Interest |
1,143 |
28,648 |
+22 |
Cocoa(ICE) |
Sep09 |
090727 |
2920 |
2935 |
2847 |
2870 |
-37 |
8,888 |
47,443 |
+93 |
Dec09 |
090727 |
2947 |
2958 |
2880 |
2900 |
-36 |
3,176 |
32,823 |
+1,046 |
Mar10 |
090727 |
2948 |
2962 |
2906 |
2908 |
-32 |
493 |
19,392 |
+90 |
May10 |
090727 |
2961 |
2961 |
2909 |
2910 |
-31 |
85 |
4,809 |
-2 |
Jul10 |
090727 |
2920 |
2929 |
2915 |
2917 |
-31 |
15 |
3,594 |
+1 |
Sep10 |
090727 |
2927 |
2934 |
2916 |
2919 |
-31 |
48 |
2,484 |
+42 |
Dec10 |
090727 |
2955 |
2955 |
2913 |
2920 |
-36 |
0 |
1,148 |
+0 |
Total Volume and Open Interest |
12,705 |
115,250 |
+1,270 |
Coffee "C"(ICE) |
Sep09 |
090727 |
124.00 |
125.00 |
122.90 |
124.45 |
+0.50 |
12,617 |
57,815 |
-2,303 |
Dec09 |
090727 |
127.15 |
128.00 |
126.20 |
127.55 |
+0.50 |
2,744 |
27,233 |
+151 |
Mar10 |
090727 |
130.00 |
130.65 |
129.50 |
130.50 |
+0.55 |
1,892 |
13,220 |
+784 |
May10 |
090727 |
132.60 |
132.65 |
131.35 |
132.50 |
+0.55 |
152 |
3,854 |
+103 |
Jul10 |
090727 |
134.50 |
134.50 |
133.85 |
134.40 |
+0.55 |
63 |
1,769 |
+30 |
Sep10 |
090727 |
136.30 |
136.35 |
135.85 |
136.25 |
+0.55 |
27 |
1,416 |
+5 |
Total Volume and Open Interest |
17,512 |
106,648 |
-1,217 |
Orange Juice(ICE) |
Sep09 |
090727 |
96.25 |
96.40 |
95.00 |
96.10 |
-0.20 |
1,801 |
18,336 |
-293 |
Nov09 |
090727 |
98.80 |
99.60 |
98.80 |
99.25 |
-0.25 |
695 |
9,661 |
+606 |
Jan10 |
090727 |
102.25 |
102.25 |
102.25 |
102.25 |
-0.30 |
9 |
1,103 |
+0 |
Mar10 |
090727 |
105.55 |
105.55 |
105.55 |
105.55 |
-0.30 |
28 |
2,312 |
+9 |
May10 |
090727 |
108.30 |
108.30 |
108.30 |
108.30 |
-0.20 |
12 |
151 |
+10 |
Jul10 |
090727 |
111.05 |
111.05 |
111.05 |
111.05 |
-0.20 |
0 |
57 |
+0 |
Total Volume and Open Interest |
2,545 |
31,804 |
+332 |
Sugar #11(ICE) |
Oct09 |
090727 |
18.45 |
18.57 |
18.37 |
18.45 |
+0.02 |
61,466 |
319,706 |
+7,955 |
Mar10 |
090727 |
19.48 |
19.61 |
19.47 |
19.60 |
+0.12 |
32,986 |
179,451 |
+2,848 |
May10 |
090727 |
19.00 |
19.12 |
18.98 |
19.09 |
+0.10 |
8,416 |
39,691 |
-1,558 |
Jul10 |
090727 |
18.36 |
18.43 |
18.35 |
18.42 |
+0.06 |
5,753 |
85,266 |
+173 |
Oct10 |
090727 |
18.08 |
18.18 |
18.02 |
18.16 |
+0.07 |
3,675 |
51,615 |
+6,008 |
Total Volume and Open Interest |
115,755 |
752,218 |
+16,059 |
Sugar #14(ICE) |
Sep09 |
090727 |
23.28 |
23.28 |
23.28 |
23.28 |
+0.03 |
92 |
1,737 |
-4 |
Total Volume and Open Interest |
92 |
1,737 |
-4 |
London Cocoa(LCE) |
Sep09 |
090727 |
1856 |
1859 |
1807 |
1808 |
-33 |
3,711 |
49,612 |
+222 |
Dec09 |
090727 |
1865 |
1873 |
1825 |
1826 |
-31 |
2,033 |
39,327 |
+198 |
Mar10 |
090727 |
1860 |
1868 |
1825 |
1825 |
-29 |
891 |
31,556 |
-378 |
May10 |
090727 |
1858 |
1858 |
1816 |
1817 |
-30 |
586 |
17,921 |
+516 |
Jul10 |
090727 |
1845 |
1845 |
1812 |
1812 |
-33 |
0 |
6,815 |
+0 |
Sep10 |
090727 |
1855 |
1855 |
1813 |
1813 |
-30 |
57 |
2,744 |
+30 |
Dec10 |
090727 |
1855 |
1855 |
1813 |
1813 |
-30 |
2 |
670 |
+0 |
Total Volume and Open Interest |
7,280 |
151,246 |
+588 |
London Coffee(LCE) |
London Sugar(LCE) |
Oct09 |
090727 |
480.60 |
485.10 |
480.60 |
484.60 |
+4.70 |
4,903 |
44,517 |
-1,186 |
Dec09 |
090727 |
493.40 |
497.10 |
492.90 |
496.30 |
+4.90 |
752 |
9,616 |
-95 |
Mar10 |
090727 |
501.10 |
504.80 |
501.00 |
504.60 |
+4.50 |
868 |
12,410 |
+83 |
May10 |
090727 |
500.00 |
502.10 |
499.70 |
501.60 |
+4.10 |
78 |
2,917 |
+0 |
Aug10 |
090727 |
494.00 |
497.90 |
494.00 |
497.00 |
+5.60 |
260 |
2,553 |
+218 |
Total Volume and Open Interest |
6,925 |
73,360 |
-952 |
Cotton(ICE) |
Oct09 |
090727 |
57.00 |
57.56 |
55.82 |
57.31 |
-0.08 |
217 |
2,102 |
-93 |
Dec09 |
090727 |
60.10 |
60.10 |
57.99 |
59.53 |
-0.08 |
4,762 |
105,309 |
-341 |
Mar10 |
090727 |
61.05 |
62.01 |
60.50 |
61.93 |
-0.06 |
454 |
15,720 |
+82 |
May10 |
090727 |
62.20 |
63.15 |
62.20 |
63.15 |
-0.06 |
48 |
875 |
+8 |
Jul10 |
090727 |
64.29 |
64.29 |
64.29 |
64.29 |
-0.17 |
85 |
2,618 |
+64 |
Oct10 |
090727 |
65.56 |
65.56 |
65.56 |
65.56 |
-0.17 |
0 |
10 |
+0 |
Total Volume and Open Interest |
5,566 |
128,885 |
-280 |
Lumber(CME) |
Sep09 |
090727 |
190.5 |
198.0 |
190.5 |
197.0 |
+9.0 |
491 |
5,566 |
+65 |
Nov09 |
090727 |
198.6 |
204.2 |
197.1 |
202.1 |
+7.9 |
245 |
1,544 |
+9 |
Jan10 |
090727 |
215.5 |
222.7 |
214.2 |
218.4 |
+4.1 |
163 |
825 |
+40 |
Mar10 |
090727 |
226.5 |
230.0 |
226.1 |
227.0 |
+1.0 |
5 |
36 |
-4 |
Total Volume and Open Interest |
904 |
7,983 |
+110 |
Crude Oil(NYM) |
Sep09 |
090727 |
68.05 |
68.99 |
67.60 |
68.38 |
+0.33 |
321,627 |
340,783 |
+4,812 |
Oct09 |
090727 |
69.50 |
70.60 |
69.37 |
70.05 |
+0.26 |
92,963 |
98,763 |
+3,460 |
Nov09 |
090727 |
70.99 |
72.02 |
70.90 |
71.48 |
+0.12 |
38,889 |
52,455 |
+3,774 |
Dec09 |
090727 |
72.25 |
73.15 |
71.94 |
72.47 |
-0.05 |
66,383 |
163,923 |
+2,917 |
Jan10 |
090727 |
73.77 |
73.86 |
72.80 |
73.20 |
-0.15 |
14,621 |
33,832 |
+1,775 |
Feb10 |
090727 |
73.69 |
74.17 |
73.52 |
73.88 |
-0.18 |
7,762 |
21,009 |
-266 |
Mar10 |
090727 |
74.90 |
75.05 |
74.10 |
74.50 |
-0.21 |
8,406 |
18,453 |
+1,101 |
Apr10 |
090727 |
75.68 |
75.68 |
74.81 |
75.07 |
-0.27 |
6,425 |
11,988 |
+657 |
May10 |
090727 |
75.95 |
75.95 |
75.59 |
75.59 |
-0.36 |
4,787 |
11,145 |
+1,271 |
Jun10 |
090727 |
76.00 |
76.87 |
75.76 |
76.09 |
-0.45 |
11,600 |
48,855 |
+664 |
Jul10 |
090727 |
77.06 |
77.40 |
76.22 |
76.50 |
-0.50 |
1,621 |
30,514 |
+311 |
Aug10 |
090727 |
76.75 |
76.75 |
76.75 |
76.75 |
-0.53 |
1,012 |
7,860 |
+385 |
Sep10 |
090727 |
77.12 |
77.12 |
76.94 |
76.99 |
-0.55 |
1,173 |
13,250 |
+63 |
Oct10 |
090727 |
77.26 |
77.26 |
77.26 |
77.26 |
-0.56 |
909 |
7,625 |
+118 |
Nov10 |
090727 |
77.60 |
77.60 |
77.60 |
77.60 |
-0.56 |
573 |
8,219 |
+100 |
Dec10 |
090727 |
78.65 |
78.90 |
77.64 |
77.95 |
-0.55 |
20,121 |
97,924 |
+2,343 |
Total Volume and Open Interest |
608,957 |
1,179,970 |
+23,375 |
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 |
090727 |
70.250 |
70.525 |
69.500 |
70.050 |
+0.250 |
426 |
506 |
+72 |
Nov09 |
090727 |
71.050 |
71.975 |
71.050 |
71.475 |
+0.125 |
197 |
173 |
-22 |
Dec09 |
090727 |
72.525 |
72.925 |
72.000 |
72.475 |
-0.050 |
100 |
241 |
+4 |
Jan10 |
090727 |
73.200 |
73.200 |
73.200 |
73.200 |
-0.150 |
30 |
69 |
+10 |
Feb10 |
090727 |
73.875 |
73.875 |
73.875 |
73.875 |
-0.175 |
22 |
11 |
-2 |
Mar10 |
090727 |
74.500 |
74.500 |
74.500 |
74.500 |
-0.200 |
0 |
1 |
+0 |
Apr10 |
090727 |
75.075 |
75.075 |
75.075 |
75.075 |
-0.275 |
|
|
|
Total Volume and Open Interest |
14,555 |
4,946 |
+1,091 |
Heating Oil(NYM) |
Aug09 |
090727 |
178.30 |
180.92 |
177.11 |
179.66 |
+1.53 |
22,446 |
26,153 |
-2,815 |
Sep09 |
090727 |
180.80 |
183.00 |
179.90 |
182.12 |
+1.29 |
39,471 |
62,138 |
+2,243 |
Oct09 |
090727 |
184.30 |
186.63 |
183.47 |
185.21 |
+1.14 |
10,710 |
34,426 |
+173 |
Nov09 |
090727 |
189.00 |
190.20 |
187.62 |
188.59 |
+1.02 |
4,722 |
21,880 |
+404 |
Dec09 |
090727 |
192.64 |
193.65 |
190.45 |
191.91 |
+0.93 |
9,480 |
38,051 |
+400 |
Jan10 |
090727 |
195.43 |
195.43 |
194.13 |
195.10 |
+0.84 |
4,237 |
20,085 |
+629 |
Feb10 |
090727 |
197.42 |
197.60 |
196.94 |
197.60 |
+0.79 |
1,484 |
13,335 |
+338 |
Mar10 |
090727 |
198.70 |
198.95 |
198.48 |
198.95 |
+0.74 |
1,490 |
9,061 |
-18 |
Apr10 |
090727 |
199.35 |
199.55 |
199.00 |
199.55 |
+0.64 |
1,128 |
6,752 |
+197 |
May10 |
090727 |
200.23 |
200.40 |
199.80 |
200.40 |
+0.54 |
397 |
8,754 |
+25 |
Jun10 |
090727 |
201.09 |
201.35 |
200.85 |
201.35 |
+0.44 |
1,255 |
18,051 |
-81 |
Jul10 |
090727 |
202.90 |
203.30 |
202.90 |
203.30 |
+0.34 |
46 |
2,890 |
+1 |
Total Volume and Open Interest |
97,327 |
301,687 |
+1,472 |
Gasoline(NYMEX) |
Aug09 |
090727 |
191.60 |
194.36 |
190.70 |
193.47 |
+1.88 |
19,582 |
28,072 |
-2,780 |
Sep09 |
090727 |
189.70 |
191.60 |
188.10 |
190.55 |
+1.75 |
37,787 |
80,047 |
+3,602 |
Oct09 |
090727 |
180.87 |
181.43 |
178.48 |
180.55 |
+1.72 |
11,435 |
29,596 |
+440 |
Nov09 |
090727 |
179.40 |
180.47 |
177.74 |
179.62 |
+1.55 |
5,918 |
15,232 |
-124 |
Dec09 |
090727 |
180.75 |
181.32 |
178.52 |
180.41 |
+1.33 |
6,489 |
19,229 |
+493 |
Jan10 |
090727 |
181.90 |
182.49 |
181.03 |
182.49 |
+1.19 |
1,181 |
9,387 |
-210 |
Feb10 |
090727 |
185.30 |
185.32 |
183.00 |
184.74 |
+1.14 |
120 |
3,089 |
+2 |
Mar10 |
090727 |
186.20 |
187.14 |
186.20 |
187.14 |
+1.09 |
268 |
4,531 |
+9 |
Apr10 |
090727 |
200.59 |
200.59 |
200.59 |
200.59 |
+0.89 |
72 |
4,073 |
+25 |
May10 |
090727 |
202.09 |
202.09 |
202.09 |
202.09 |
+0.89 |
58 |
2,410 |
+0 |
Total Volume and Open Interest |
83,354 |
205,094 |
+1,498 |
e-miNY RBOB Gasoline(NYM) |
Aug09 |
090727 |
1.92 |
1.92 |
1.92 |
1.93 |
+0.02 |
0 |
1 |
+0 |
Sep09 |
090727 |
190.55 |
190.55 |
190.55 |
190.55 |
+1.75 |
|
|
|
Oct09 |
090727 |
180.55 |
180.55 |
180.55 |
180.55 |
+1.72 |
|
|
|
Nov09 |
090727 |
179.62 |
179.62 |
179.62 |
179.62 |
+1.55 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Aug09 |
090727 |
3.666 |
3.668 |
3.555 |
3.604 |
-0.091 |
120,023 |
47,689 |
-4,774 |
Sep09 |
090727 |
3.844 |
3.844 |
3.721 |
3.768 |
-0.093 |
78,370 |
170,295 |
-1,067 |
Oct09 |
090727 |
4.040 |
4.043 |
3.958 |
4.008 |
-0.078 |
20,384 |
91,117 |
+2,452 |
Nov09 |
090727 |
4.700 |
4.725 |
4.648 |
4.700 |
-0.060 |
6,693 |
40,597 |
+1,064 |
Dec09 |
090727 |
5.332 |
5.382 |
5.319 |
5.369 |
-0.046 |
5,450 |
44,019 |
+725 |
Jan10 |
090727 |
5.622 |
5.667 |
5.595 |
5.647 |
-0.045 |
9,406 |
44,938 |
+704 |
Feb10 |
090727 |
5.660 |
5.691 |
5.620 |
5.677 |
-0.043 |
1,420 |
21,322 |
+103 |
Mar10 |
090727 |
5.567 |
5.639 |
5.566 |
5.616 |
-0.037 |
4,940 |
36,768 |
+1,109 |
Apr10 |
090727 |
5.516 |
5.570 |
5.495 |
5.541 |
-0.032 |
4,113 |
36,515 |
+1,238 |
May10 |
090727 |
5.560 |
5.612 |
5.551 |
5.593 |
-0.030 |
799 |
19,453 |
+203 |
Jun10 |
090727 |
5.630 |
5.707 |
5.620 |
5.685 |
-0.030 |
177 |
9,638 |
+16 |
Jul10 |
090727 |
5.768 |
5.839 |
5.767 |
5.807 |
-0.028 |
168 |
9,535 |
-29 |
Aug10 |
090727 |
5.858 |
5.919 |
5.858 |
5.897 |
-0.028 |
186 |
9,073 |
+8 |
Sep10 |
090727 |
5.919 |
5.991 |
5.917 |
5.959 |
-0.026 |
147 |
6,846 |
-9 |
Oct10 |
090727 |
6.035 |
6.089 |
6.026 |
6.069 |
-0.026 |
2,065 |
18,076 |
-247 |
Nov10 |
090727 |
6.380 |
6.446 |
6.380 |
6.414 |
-0.026 |
106 |
5,994 |
+2 |
Total Volume and Open Interest |
258,756 |
739,400 |
+1,207 |
Brent Crude Oil(ICE) |
Sep09 |
090727 |
70.06 |
71.28 |
69.96 |
70.81 |
+0.49 |
133,461 |
144,058 |
-4,731 |
Oct09 |
090727 |
70.68 |
71.84 |
70.65 |
71.31 |
+0.34 |
77,296 |
117,413 |
+1,685 |
Nov09 |
090727 |
71.74 |
72.55 |
71.46 |
72.01 |
+0.23 |
43,716 |
45,672 |
+4,234 |
Dec09 |
090727 |
73.07 |
73.31 |
72.19 |
72.69 |
+0.15 |
48,607 |
95,127 |
-1,068 |
Jan10 |
090727 |
73.99 |
74.00 |
73.08 |
73.35 |
+0.11 |
11,737 |
28,078 |
-426 |
Feb10 |
090727 |
74.66 |
74.68 |
73.61 |
73.99 |
+0.08 |
8,826 |
18,121 |
+1,626 |
Mar10 |
090727 |
75.35 |
75.35 |
74.26 |
74.62 |
+0.04 |
6,675 |
12,455 |
+250 |
Apr10 |
090727 |
76.02 |
76.02 |
74.92 |
75.21 |
-0.02 |
8,375 |
9,032 |
+92 |
May10 |
090727 |
76.35 |
76.54 |
75.51 |
75.76 |
-0.09 |
6,907 |
6,856 |
+1,604 |
Jun10 |
090727 |
76.86 |
77.10 |
75.93 |
76.27 |
-0.16 |
5,723 |
36,534 |
+961 |
Jul10 |
090727 |
76.67 |
76.67 |
76.67 |
76.67 |
-0.22 |
1,342 |
9,300 |
-276 |
Aug10 |
090727 |
76.99 |
76.99 |
76.99 |
76.99 |
-0.25 |
988 |
6,583 |
+27 |
Sep10 |
090727 |
77.29 |
77.29 |
77.29 |
77.29 |
-0.24 |
452 |
2,894 |
-7 |
Oct10 |
090727 |
77.57 |
77.57 |
77.57 |
77.57 |
-0.25 |
208 |
2,800 |
-59 |
Total Volume and Open Interest |
374,396 |
679,936 |
+2,137 |
Gas Oil(ICE) |
Aug09 |
090727 |
570.00 |
579.00 |
570.00 |
575.00 |
+6.50 |
32,541 |
56,472 |
+1,805 |
Sep09 |
090727 |
576.00 |
584.75 |
576.00 |
581.25 |
+6.50 |
33,933 |
84,596 |
+452 |
Oct09 |
090727 |
583.00 |
591.50 |
583.00 |
588.25 |
+6.75 |
14,648 |
46,187 |
+925 |
Nov09 |
090727 |
596.50 |
598.75 |
593.50 |
595.75 |
+6.50 |
8,777 |
33,367 |
-24 |
Dec09 |
090727 |
606.00 |
607.50 |
599.75 |
604.00 |
+6.50 |
19,311 |
63,824 |
+395 |
Jan10 |
090727 |
614.00 |
615.00 |
610.75 |
613.00 |
+6.50 |
4,788 |
39,343 |
+263 |
Feb10 |
090727 |
621.50 |
622.00 |
616.50 |
620.50 |
+6.25 |
2,681 |
18,015 |
+493 |
Mar10 |
090727 |
628.00 |
628.50 |
622.75 |
626.50 |
+5.25 |
2,020 |
19,540 |
-99 |
Apr10 |
090727 |
634.25 |
635.75 |
632.75 |
632.75 |
+4.75 |
807 |
11,361 |
-10 |
May10 |
090727 |
640.50 |
642.00 |
638.50 |
638.50 |
+4.00 |
598 |
9,463 |
-35 |
Total Volume and Open Interest |
136,999 |
508,084 |
+7,707 |
Ethanol(CBOT) |
Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
Aug09 |
090727 |
1.550 |
1.610 |
1.550 |
1.595 |
+0.030 |
57 |
250 |
-21 |
Sep09 |
090727 |
1.515 |
1.580 |
1.515 |
1.550 |
+0.044 |
231 |
492 |
-64 |
Oct09 |
090727 |
1.495 |
1.520 |
1.492 |
1.517 |
+0.037 |
18 |
371 |
+0 |
Nov09 |
090727 |
1.490 |
1.510 |
1.490 |
1.510 |
+0.030 |
12 |
247 |
+0 |
Dec09 |
090727 |
1.495 |
1.520 |
1.495 |
1.518 |
+0.033 |
15 |
370 |
+1 |
Jan10 |
090727 |
1.515 |
1.515 |
1.510 |
1.510 |
+0.020 |
212 |
466 |
+7 |
Feb10 |
090727 |
1.530 |
1.530 |
1.510 |
1.510 |
+0.010 |
1 |
446 |
+1 |
Total Volume and Open Interest |
580 |
3,859 |
-44 |
US Dollar Index(ICE) |
Sep09 |
090727 |
78.805 |
79.125 |
78.510 |
78.755 |
-0.140 |
6,146 |
25,076 |
-421 |
Dec09 |
090727 |
79.400 |
79.400 |
78.850 |
79.070 |
-0.145 |
29 |
2,125 |
-1 |
Mar10 |
090727 |
79.340 |
79.340 |
79.340 |
79.340 |
-0.220 |
|
|
|
Total Volume and Open Interest |
6,175 |
27,201 |
-422 |
Australian Dollar(CME) |
Sep09 |
090727 |
81.47 |
82.31 |
81.17 |
81.99 |
+0.61 |
74,022 |
101,274 |
+2,171 |
Dec09 |
090727 |
81.33 |
81.67 |
80.68 |
81.43 |
+0.61 |
104 |
376 |
-2 |
Mar10 |
090727 |
80.85 |
80.85 |
80.25 |
80.85 |
+0.60 |
0 |
15 |
+0 |
Total Volume and Open Interest |
74,126 |
101,666 |
+2,169 |
British Pound(CME) |
Sep09 |
090727 |
164.41 |
165.25 |
163.81 |
164.97 |
+0.67 |
103,980 |
95,363 |
+2,465 |
Dec09 |
090727 |
164.92 |
165.15 |
163.85 |
164.94 |
+0.67 |
104 |
498 |
+6 |
Mar10 |
090727 |
164.91 |
164.96 |
164.00 |
164.91 |
+0.67 |
0 |
8 |
+0 |
Total Volume and Open Interest |
104,084 |
95,891 |
+2,471 |
Canadian Dollar(CME) |
Sep09 |
090727 |
92.15 |
92.79 |
91.92 |
92.58 |
+0.29 |
66,323 |
91,853 |
+3,372 |
Dec09 |
090727 |
92.50 |
92.81 |
92.01 |
92.60 |
+0.29 |
187 |
2,332 |
-36 |
Mar10 |
090727 |
92.80 |
92.80 |
92.19 |
92.61 |
+0.29 |
40 |
656 |
+36 |
Jun10 |
090727 |
92.62 |
92.77 |
92.32 |
92.62 |
+0.29 |
0 |
131 |
+0 |
Total Volume and Open Interest |
66,552 |
95,140 |
+3,374 |
Japanese Yen(CME) |
Sep09 |
090727 |
105.64 |
105.68 |
104.86 |
105.07 |
-0.55 |
119,502 |
92,928 |
-12,760 |
Dec09 |
090727 |
105.60 |
105.73 |
105.00 |
105.18 |
-0.55 |
51 |
321 |
-9 |
Mar10 |
090727 |
105.35 |
105.91 |
105.35 |
105.35 |
-0.56 |
20 |
32 |
-9 |
Total Volume and Open Interest |
119,573 |
93,282 |
-12,778 |
Swiss Franc(CME) |
Sep09 |
090727 |
93.52 |
93.92 |
93.13 |
93.53 |
unch |
45,038 |
38,220 |
-2,225 |
Dec09 |
090727 |
93.65 |
93.97 |
93.34 |
93.65 |
unch |
0 |
102 |
+0 |
Mar10 |
090727 |
93.82 |
93.96 |
93.65 |
93.82 |
unch |
0 |
5 |
+0 |
Total Volume and Open Interest |
45,038 |
38,327 |
-2,225 |
EuroFX(CME) |
Sep09 |
090727 |
142.27 |
142.99 |
141.71 |
142.44 |
+0.28 |
236,743 |
141,440 |
-5 |
Dec09 |
090727 |
141.76 |
142.95 |
141.74 |
142.43 |
+0.27 |
294 |
1,401 |
+91 |
Mar10 |
090727 |
142.56 |
142.75 |
141.93 |
142.43 |
+0.27 |
0 |
338 |
+0 |
Total Volume and Open Interest |
237,037 |
143,182 |
+86 |
Mexican Peso(CME) |
Aug09 |
090727 |
752.5 |
755.0 |
752.5 |
752.5 |
-2.5 |
|
|
|
Sep09 |
090727 |
751.0 |
756.8 |
747.0 |
748.0 |
-2.5 |
18,329 |
47,758 |
+2,905 |
Total Volume and Open Interest |
18,329 |
49,420 |
+2,905 |
30-Year T-Bonds(CBOT) |
Sep09 |
090727 |
116~065 |
116~100 |
114~300 |
115~165 |
-0~185 |
286,794 |
670,121 |
-9,821 |
Dec09 |
090727 |
114~300 |
115~015 |
113~280 |
114~085 |
-0~185 |
390 |
1,932 |
+61 |
Mar10 |
090727 |
113~000 |
113~280 |
113~000 |
113~095 |
-0~185 |
2 |
41 |
+0 |
Total Volume and Open Interest |
287,186 |
672,097 |
-9,760 |
10-Year T-Notes(CBOT) |
Sep09 |
090727 |
116~135 |
116~150 |
115~195 |
116~015 |
-0~105 |
959,039 |
1,051,642 |
+8,539 |
Dec09 |
090727 |
114~225 |
114~295 |
114~070 |
114~190 |
-0~105 |
18 |
6,252 |
+0 |
Mar10 |
090727 |
113~190 |
113~295 |
113~190 |
113~190 |
-0~105 |
|
|
|
Total Volume and Open Interest |
959,057 |
1,057,894 |
+8,539 |
5-Year T-Notes(CBOT) |
Sep09 |
090727 |
115~015 |
115~018 |
114~082 |
114~125 |
-0~014 |
452,998 |
743,474 |
+2,340 |
Dec09 |
090727 |
113~085 |
113~103 |
113~085 |
113~089 |
-0~014 |
678 |
2,467 |
+352 |
Mar10 |
090727 |
113~089 |
113~103 |
113~089 |
113~089 |
-0~014 |
|
|
|
Total Volume and Open Interest |
453,676 |
745,941 |
+2,692 |
2 Year T-Notes(CBOT) |
Sep09 |
090727 |
108~047 |
108~048 |
108~027 |
108~043 |
-0~001 |
|
|
|
Dec09 |
090727 |
107~091 |
107~097 |
107~091 |
107~091 |
-0~006 |
1,377 |
1,279 |
+1,227 |
Mar10 |
090727 |
107~091 |
107~097 |
107~091 |
107~091 |
-0~006 |
|
|
|
Total Volume and Open Interest |
170,149 |
654,819 |
-6,407 |
Eurodollars(CME) |
Sep09 |
090727 |
99.455 |
99.490 |
99.455 |
99.490 |
+0.025 |
121,513 |
991,913 |
-5,761 |
Dec09 |
090727 |
99.260 |
99.280 |
99.225 |
99.275 |
+0.020 |
205,325 |
952,607 |
+5,832 |
Mar10 |
090727 |
98.995 |
99.025 |
98.955 |
99.020 |
+0.015 |
241,637 |
897,028 |
+1,129 |
Jun10 |
090727 |
98.635 |
98.655 |
98.570 |
98.650 |
+0.015 |
265,216 |
626,527 |
+7,007 |
Sep10 |
090727 |
98.270 |
98.270 |
98.165 |
98.260 |
+0.005 |
345,147 |
594,415 |
+9,109 |
Dec10 |
090727 |
97.860 |
97.875 |
97.755 |
97.865 |
unch |
262,439 |
729,473 |
+10,406 |
Mar11 |
090727 |
97.510 |
97.520 |
97.385 |
97.510 |
+0.005 |
179,882 |
385,478 |
+8,769 |
Jun11 |
090727 |
97.155 |
97.155 |
97.010 |
97.150 |
+0.005 |
128,900 |
372,628 |
+2,148 |
Sep11 |
090727 |
96.805 |
96.820 |
96.675 |
96.815 |
unch |
65,911 |
242,271 |
-1,344 |
Dec11 |
090727 |
96.490 |
96.500 |
96.350 |
96.490 |
-0.005 |
48,401 |
167,896 |
+13 |
Mar12 |
090727 |
96.260 |
96.265 |
96.120 |
96.250 |
-0.015 |
45,289 |
122,243 |
+2,333 |
Jun12 |
090727 |
96.040 |
96.040 |
95.895 |
96.025 |
-0.020 |
42,668 |
119,873 |
+2,489 |
Sep12 |
090727 |
95.775 |
95.835 |
95.680 |
95.830 |
-0.025 |
16,229 |
63,983 |
+552 |
Dec12 |
090727 |
95.645 |
95.645 |
95.515 |
95.640 |
-0.030 |
12,894 |
59,327 |
-501 |
Mar13 |
090727 |
95.490 |
95.520 |
95.405 |
95.520 |
-0.035 |
12,189 |
61,989 |
-970 |
Jun13 |
090727 |
95.375 |
95.395 |
95.280 |
95.390 |
-0.040 |
8,886 |
31,099 |
-778 |
Sep13 |
090727 |
95.245 |
95.275 |
95.170 |
95.270 |
-0.045 |
5,999 |
39,211 |
+357 |
Dec13 |
090727 |
95.110 |
95.150 |
95.045 |
95.135 |
-0.050 |
6,254 |
28,521 |
-208 |
Total Volume and Open Interest |
2,037,314 |
6,653,687 |
+46,149 |
30 Day Federal Funds(CBOT) |
Jul09 |
090727 |
99.842 |
99.845 |
99.838 |
99.840 |
unch |
1,638 |
59,546 |
+393 |
Aug09 |
090727 |
99.815 |
99.820 |
99.815 |
99.815 |
unch |
2,843 |
46,460 |
-43 |
Sep09 |
090727 |
99.795 |
99.805 |
99.795 |
99.800 |
unch |
1,489 |
34,236 |
+102 |
Oct09 |
090727 |
99.790 |
99.800 |
99.785 |
99.790 |
+0.005 |
1,773 |
29,032 |
-510 |
Nov09 |
090727 |
99.760 |
99.765 |
99.750 |
99.760 |
+0.005 |
8,848 |
55,105 |
-2,766 |
Dec09 |
090727 |
99.735 |
99.740 |
99.725 |
99.735 |
+0.005 |
6,309 |
38,516 |
-232 |
Total Volume and Open Interest |
39,852 |
381,430 |
-2,402 |
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 |
090727 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Dec09 |
090727 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
Mar10 |
090727 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Jun10 |
090727 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
|
|
|
Sep10 |
090727 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.02 |
|
|
|
Dec10 |
090727 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.02 |
|
|
|
Mar11 |
090727 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
|
|
|
Jun11 |
090727 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.02 |
|
|
|
Sep11 |
090727 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
Dec11 |
090727 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep09 |
090727 |
99.49 |
99.49 |
99.48 |
99.48 |
0.00 |
48 |
12,000 |
+4 |
Dec09 |
090727 |
99.51 |
99.51 |
99.51 |
99.51 |
0.00 |
0 |
3,657 |
+0 |
Mar10 |
090727 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
0 |
2,591 |
+0 |
Jun10 |
090727 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
50 |
1,388 |
+50 |
Sep10 |
090727 |
99.44 |
99.44 |
99.44 |
99.44 |
0.00 |
0 |
421 |
+0 |
Dec10 |
090727 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
0 |
420 |
+0 |
Mar11 |
090727 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.01 |
0 |
412 |
+0 |
Jun11 |
090727 |
99.25 |
99.25 |
99.25 |
99.25 |
0.00 |
0 |
52 |
+0 |
Total Volume and Open Interest |
98 |
22,357 |
-107 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090722 |
138.36 |
138.42 |
138.00 |
138.15 |
-0.04 |
1,628 |
12,527 |
-731 |
Dec09 |
090727 |
137.90 |
137.90 |
137.90 |
137.90 |
-0.03 |
0 |
1 |
+0 |
Mar10 |
090727 |
137.67 |
137.67 |
137.67 |
137.67 |
-0.03 |
|
|
|
Total Volume and Open Interest |
1,082 |
13,171 |
+375 |
Euro-Bund(EUREX) |
Sep09 |
090727 |
120.15 |
120.36 |
119.92 |
120.30 |
-0.25 |
686,263 |
856,889 |
-10,204 |
Dec09 |
090727 |
118.87 |
118.94 |
118.62 |
118.94 |
-0.26 |
1,402 |
1,465 |
+1,328 |
Mar10 |
090727 |
118.53 |
118.53 |
118.53 |
118.53 |
-0.25 |
281 |
1 |
+0 |
Total Volume and Open Interest |
687,946 |
858,355 |
-8,876 |
Euro-Bobl(EUREX) |
Sep09 |
090717 |
115.98 |
116.10 |
115.60 |
115.74 |
-0.60 |
217,689 |
743,810 |
+56,194 |
Dec09 |
090727 |
113.90 |
113.90 |
113.75 |
113.85 |
-0.06 |
87 |
132 |
+64 |
Mar10 |
090727 |
113.83 |
113.83 |
113.83 |
113.83 |
-0.07 |
|
|
|
Total Volume and Open Interest |
427,691 |
692,071 |
+37,373 |
3-Mth Euribor(EUREX) |
Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
Dec09 |
090727 |
98.970 |
98.970 |
98.970 |
98.970 |
-0.005 |
97 |
5,574 |
+37 |
Mar10 |
090727 |
98.785 |
98.785 |
98.785 |
98.785 |
-0.025 |
80 |
2,929 |
+47 |
Total Volume and Open Interest |
805 |
33,975 |
+194 |
Long Gilt(LIFFE) |
Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
Dec09 |
090727 |
114~05 |
114~05 |
114~05 |
114~05 |
-0~02 |
|
|
|
Total Volume and Open Interest |
114,467 |
219,552 |
+3,561 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090727 |
99.14 |
99.14 |
99.11 |
99.13 |
unch |
29,122 |
250,302 |
-1,680 |
Dec09 |
090727 |
98.89 |
98.90 |
98.86 |
98.88 |
-0.02 |
50,375 |
258,025 |
+3,576 |
Mar10 |
090727 |
98.53 |
98.53 |
98.47 |
98.50 |
-0.04 |
63,428 |
331,868 |
+1,819 |
Jun10 |
090727 |
98.00 |
98.00 |
97.93 |
97.96 |
-0.06 |
77,413 |
281,424 |
+6,936 |
Sep10 |
090727 |
97.45 |
97.45 |
97.37 |
97.41 |
-0.06 |
78,606 |
255,410 |
-2,864 |
Dec10 |
090727 |
96.90 |
96.90 |
96.82 |
96.86 |
-0.06 |
73,745 |
238,434 |
-8,332 |
Total Volume and Open Interest |
446,514 |
2,078,900 |
-2,899 |
3-Mth Euribor(LIFFE) |
Sep09 |
090727 |
99.120 |
99.125 |
99.110 |
99.120 |
unch |
92,376 |
662,774 |
-12,647 |
Dec09 |
090727 |
98.970 |
98.985 |
98.950 |
98.965 |
-0.010 |
77,528 |
503,942 |
+1,929 |
Mar10 |
090727 |
98.795 |
98.810 |
98.755 |
98.780 |
-0.015 |
86,923 |
432,705 |
+770 |
Total Volume and Open Interest |
637,615 |
3,122,567 |
-2,452 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090727 |
96.76 |
96.78 |
96.74 |
96.77 |
+0.01 |
9,945 |
301,042 |
+4,016 |
Dec09 |
090727 |
96.58 |
96.61 |
96.56 |
96.58 |
-0.01 |
17,090 |
258,453 |
+2,561 |
Mar10 |
090727 |
96.16 |
96.17 |
96.13 |
96.14 |
-0.02 |
7,229 |
141,101 |
+740 |
Jun10 |
090727 |
95.68 |
95.70 |
95.63 |
95.64 |
-0.04 |
2,987 |
87,788 |
+1,036 |
Sep10 |
090727 |
95.25 |
95.25 |
95.18 |
95.20 |
-0.03 |
2,084 |
56,329 |
+222 |
Dec10 |
090727 |
94.82 |
94.85 |
94.80 |
94.81 |
-0.02 |
961 |
31,779 |
-13 |
Mar11 |
090727 |
94.49 |
94.49 |
94.46 |
94.46 |
-0.04 |
725 |
17,509 |
+310 |
Jun11 |
090727 |
94.16 |
94.18 |
94.13 |
94.13 |
-0.04 |
303 |
13,187 |
+150 |
Sep11 |
090727 |
93.85 |
93.85 |
93.85 |
93.85 |
-0.04 |
12 |
3,483 |
+0 |
Dec11 |
090727 |
93.59 |
93.59 |
93.58 |
93.58 |
-0.06 |
7 |
623 |
+7 |
Total Volume and Open Interest |
41,343 |
912,234 |
+9,029 |
10-Year Aus T-Bonds(SFE) |
Sep09 |
090724 |
94.48 |
94.49 |
94.35 |
94.37 |
-0.13 |
36,472 |
316,475 |
+15,115 |
Dec09 |
090727 |
94.35 |
94.35 |
94.35 |
94.35 |
-0.02 |
|
|
|
Total Volume and Open Interest |
30,914 |
345,465 |
+5,457 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090727 |
95.14 |
95.15 |
95.08 |
95.08 |
-0.06 |
76,130 |
583,664 |
+18,678 |
Dec09 |
090727 |
95.08 |
95.08 |
95.08 |
95.08 |
-0.06 |
|
|
|
Total Volume and Open Interest |
76,130 |
583,664 |
+18,678 |
Gold(CMX) |
Aug09 |
090727 |
951.4 |
960.0 |
947.8 |
953.5 |
+0.4 |
124,922 |
137,931 |
-23,033 |
Oct09 |
090727 |
952.9 |
961.1 |
949.3 |
954.8 |
+0.4 |
3,139 |
19,176 |
+1,103 |
Dec09 |
090727 |
954.5 |
962.7 |
950.6 |
956.3 |
+0.4 |
42,979 |
138,999 |
+18,471 |
Feb10 |
090727 |
961.7 |
961.8 |
956.1 |
957.6 |
+0.4 |
1,342 |
17,822 |
+200 |
Apr10 |
090727 |
961.8 |
962.2 |
956.9 |
958.9 |
+0.4 |
460 |
18,354 |
+26 |
Jun10 |
090727 |
958.6 |
961.6 |
958.6 |
960.4 |
+0.5 |
647 |
9,878 |
-76 |
Aug10 |
090727 |
962.2 |
962.2 |
962.2 |
962.2 |
+0.6 |
105 |
5,545 |
+98 |
Oct10 |
090727 |
964.3 |
964.3 |
964.3 |
964.3 |
+0.7 |
0 |
3,550 |
+0 |
Dec10 |
090727 |
966.7 |
966.7 |
966.7 |
966.7 |
+0.8 |
103 |
12,154 |
-64 |
Feb11 |
090727 |
969.5 |
969.5 |
969.5 |
969.5 |
+0.9 |
0 |
1,012 |
+0 |
Apr11 |
090727 |
972.5 |
972.5 |
972.5 |
972.5 |
+1.0 |
125 |
62 |
-38 |
Jun11 |
090727 |
320.5 |
320.5 |
320.5 |
320.5 |
+1.1 |
1 |
8,046 |
+0 |
Total Volume and Open Interest |
174,662 |
391,144 |
-3,216 |
Silver(CMX) |
Jul09 |
090727 |
1389.5 |
1405.0 |
1389.5 |
1398.5 |
+11.5 |
10 |
100 |
-38 |
Sep09 |
090727 |
1389.0 |
1409.0 |
1375.0 |
1399.0 |
+11.5 |
16,863 |
54,176 |
-55 |
Dec09 |
090727 |
1386.0 |
1413.5 |
1381.0 |
1403.0 |
+11.5 |
886 |
21,244 |
+184 |
Mar10 |
090727 |
1415.0 |
1415.0 |
1406.1 |
1406.1 |
+11.6 |
408 |
5,888 |
-254 |
May10 |
090727 |
1408.1 |
1408.1 |
1408.1 |
1408.1 |
+11.7 |
165 |
2,214 |
-90 |
Jul10 |
090727 |
1414.5 |
1414.5 |
1409.0 |
1410.0 |
+11.8 |
85 |
3,076 |
+35 |
Sep10 |
090727 |
1413.5 |
1413.5 |
1412.0 |
1412.0 |
+11.8 |
173 |
351 |
+116 |
Total Volume and Open Interest |
18,664 |
96,309 |
-93 |
Platinum(NYMEX) |
Jul09 |
090727 |
1198.7 |
1217.9 |
1198.7 |
1217.9 |
+31.0 |
10 |
67 |
+9 |
Oct09 |
090727 |
1193.8 |
1228.0 |
1188.5 |
1222.5 |
+31.1 |
1,765 |
21,118 |
-256 |
Jan10 |
090727 |
1211.3 |
1228.4 |
1211.3 |
1228.4 |
+31.4 |
404 |
647 |
+402 |
Total Volume and Open Interest |
2,179 |
21,832 |
+155 |
Palladium(NYMEX) |
Sep09 |
090727 |
260.95 |
265.00 |
259.85 |
263.95 |
+2.50 |
832 |
16,571 |
+72 |
Dec09 |
090727 |
263.20 |
265.40 |
263.20 |
264.95 |
+2.45 |
250 |
967 |
+244 |
Mar10 |
090727 |
266.45 |
266.45 |
266.45 |
266.45 |
+2.45 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,082 |
17,541 |
+316 |
Copper(CMX) |
Jul09 |
090727 |
255.00 |
256.45 |
253.40 |
254.00 |
+2.30 |
289 |
1,222 |
-200 |
Sep09 |
090727 |
253.05 |
257.90 |
251.75 |
254.50 |
+2.30 |
22,442 |
80,387 |
-412 |
Dec09 |
090727 |
252.35 |
258.40 |
252.35 |
255.25 |
+2.45 |
3,321 |
20,879 |
+580 |
Mar10 |
090727 |
257.50 |
257.50 |
255.00 |
255.15 |
+2.40 |
189 |
3,323 |
+33 |
May10 |
090727 |
255.10 |
255.10 |
254.95 |
254.95 |
+2.35 |
41 |
890 |
+32 |
Total Volume and Open Interest |
27,309 |
120,765 |
-10 |
Aluminum(CMX) |
Jul09 |
090727 |
83.75 |
83.75 |
83.75 |
83.75 |
+0.50 |
|
|
|
Aug09 |
090727 |
84.25 |
84.25 |
84.25 |
84.25 |
+0.50 |
|
|
|
Sep09 |
090727 |
84.75 |
84.75 |
84.75 |
84.75 |
+0.50 |
|
|
|
Oct09 |
090727 |
6.11 |
6.11 |
6.11 |
6.11 |
+0.50 |
|
|
|
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 |
090727 |
9040 |
9111 |
8990 |
9070 |
+12 |
1,261 |
10,493 |
-322 |
Dec09 |
090727 |
8950 |
9012 |
8950 |
9012 |
+13 |
550 |
658 |
+0 |
Mar10 |
090727 |
8955 |
8955 |
8943 |
8955 |
+12 |
0 |
2 |
+0 |
Jun10 |
090727 |
8920 |
8920 |
8908 |
8920 |
+12 |
|
|
|
Total Volume and Open Interest |
1,811 |
11,153 |
-322 |
S & P 500(CME) |
Sep09 |
090727 |
976.80 |
983.80 |
969.00 |
979.90 |
+2.10 |
22,423 |
379,918 |
+1,194 |
Dec09 |
090727 |
975.50 |
975.90 |
964.40 |
975.50 |
+2.10 |
338 |
8,767 |
+333 |
Mar10 |
090727 |
971.50 |
971.90 |
960.40 |
971.50 |
+2.10 |
103 |
3,609 |
+52 |
Jun10 |
090727 |
968.50 |
968.90 |
957.40 |
968.50 |
+2.10 |
100 |
104 |
+98 |
Total Volume and Open Interest |
22,964 |
392,403 |
+1,677 |
S & P 500 E-Mini(Globex) |
Sep09 |
090727 |
977.00 |
984.00 |
969.00 |
980.00 |
+2.25 |
|
|
|
Dec09 |
090727 |
975.00 |
979.25 |
965.00 |
975.50 |
+2.00 |
4,199 |
23,550 |
+2,649 |
Total Volume and Open Interest |
2,304,173 |
2,452,893 |
+39,303 |
NASDAQ 100(CME) |
Sep09 |
090727 |
1596.50 |
1608.80 |
1579.00 |
1599.50 |
+2.20 |
3,363 |
17,786 |
-753 |
Dec09 |
090727 |
1597.50 |
1597.50 |
1597.30 |
1597.50 |
+2.20 |
0 |
13 |
+0 |
Mar10 |
090727 |
1596.50 |
1596.50 |
1596.30 |
1596.50 |
+2.20 |
|
|
|
Total Volume and Open Interest |
3,363 |
17,799 |
-753 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090727 |
1597.30 |
1609.00 |
1578.50 |
1599.50 |
+2.20 |
354,201 |
295,867 |
+17,500 |
Dec09 |
090727 |
1595.30 |
1607.80 |
1577.30 |
1597.50 |
+2.20 |
190 |
894 |
+9 |
Total Volume and Open Interest |
354,391 |
296,775 |
+17,509 |
S & P Midcap 400(CME) |
Sep09 |
090727 |
621.00 |
623.90 |
615.00 |
623.90 |
+3.30 |
19 |
2,427 |
-11 |
Dec09 |
090727 |
621.90 |
621.90 |
621.10 |
621.90 |
+3.30 |
|
|
|
Mar10 |
090727 |
619.90 |
619.90 |
619.10 |
619.90 |
+3.30 |
|
|
|
Total Volume and Open Interest |
19 |
2,427 |
-11 |
Russell 2000(CME) |
Sep09 |
090727 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
630 |
6,856 |
+570 |
Dec09 |
090727 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,181 |
+41 |
Mar10 |
090727 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,895 |
+3 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090727 |
10010 |
10185 |
10010 |
10085 |
+120 |
111,023 |
173,985 |
+6,463 |
Dec09 |
090727 |
10050 |
10050 |
10050 |
10050 |
+125 |
325 |
1,218 |
+170 |
Total Volume and Open Interest |
111,628 |
179,584 |
+1,767 |
Nikkei 225(SGX) |
Sep09 |
090727 |
10010 |
10185 |
10010 |
10085 |
+120 |
111,023 |
173,985 |
+6,463 |
Dec09 |
090727 |
10050 |
10050 |
10050 |
10050 |
+125 |
325 |
1,218 |
+170 |
Mar10 |
090727 |
10065 |
10065 |
10065 |
10065 |
+120 |
0 |
75 |
+0 |
Total Volume and Open Interest |
111,628 |
179,584 |
+1,767 |
CAC 40(EURONEXT) |
Aug09 |
090727 |
3412.5 |
3425.5 |
3350.5 |
3371.5 |
+4.5 |
122,574 |
337,152 |
+17,263 |
Sep09 |
090727 |
3417.5 |
3419.5 |
3348.0 |
3367.5 |
+3.5 |
442 |
47,821 |
-49 |
Oct09 |
090727 |
3365.5 |
3365.5 |
3365.5 |
3365.5 |
+4.5 |
|
|
|
Total Volume and Open Interest |
123,016 |
387,950 |
+17,214 |
Hang Seng Index(HKFE) |
Jul09 |
090727 |
20166 |
20396 |
20067 |
20150 |
+126 |
84,509 |
78,824 |
-1,113 |
Aug09 |
090727 |
20198 |
20360 |
20033 |
20113 |
+128 |
3,943 |
15,195 |
+2,172 |
Sep09 |
090727 |
20025 |
20253 |
19950 |
20020 |
+135 |
170 |
2,871 |
+92 |
Total Volume and Open Interest |
88,639 |
97,639 |
+1,253 |
DAX(EUREX) |
Sep09 |
090727 |
5305.0 |
5325.5 |
5217.5 |
5242.5 |
-6.5 |
118,774 |
153,580 |
-262 |
Dec09 |
090727 |
5293.5 |
5309.5 |
5224.0 |
5245.5 |
-6.5 |
138 |
9,582 |
+18 |
Mar10 |
090727 |
5308.5 |
5319.5 |
5239.0 |
5253.5 |
-6.0 |
53 |
861 |
+13 |
Total Volume and Open Interest |
118,965 |
164,023 |
-231 |
FT-SE 100(EURONEXT) |
Sep09 |
090727 |
4585.00 |
4590.00 |
4519.50 |
4543.50 |
unch |
108,969 |
612,408 |
+1,717 |
Dec09 |
090727 |
4525.50 |
4529.00 |
4504.00 |
4514.00 |
unch |
82 |
4,052 |
+1 |
Mar10 |
090727 |
4482.00 |
4482.00 |
4482.00 |
4482.00 |
unch |
24 |
790 |
+0 |
Total Volume and Open Interest |
109,075 |
617,755 |
+1,718 |
SPI 200(SFE) |
Sep09 |
090727 |
4067.0 |
4124.0 |
4065.0 |
4113.0 |
+48.0 |
27,193 |
226,628 |
-8,994 |
Dec09 |
090727 |
4110.0 |
4122.0 |
4109.0 |
4122.0 |
+47.0 |
3 |
3,565 |
+1 |
Mar10 |
090727 |
4098.0 |
4098.0 |
4098.0 |
4098.0 |
+47.0 |
2 |
4,373 |
+0 |
Total Volume and Open Interest |
27,198 |
235,580 |
-8,993 |
GSCI(CME) |
Aug09 |
090727 |
450.00 |
452.00 |
448.00 |
451.00 |
+1.50 |
259 |
15,148 |
+33 |
Sep09 |
090727 |
457.00 |
458.00 |
455.00 |
457.00 |
+1.00 |
7 |
9 |
+4 |
Oct09 |
090727 |
465.50 |
467.00 |
464.00 |
465.50 |
+1.00 |
|
|
|
Total Volume and Open Interest |
266 |
15,157 |
+37 |
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. |
|
|