|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 29, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug09 |
090729 |
1053.00 |
1066.75 |
1035.75 |
1057.50 |
+3.00 |
16,762 |
26,774 |
-9,298 |
Sep09 |
090729 |
967.50 |
974.25 |
950.50 |
964.00 |
-4.00 |
6,211 |
23,758 |
+760 |
Nov09 |
090729 |
925.25 |
935.75 |
906.25 |
916.00 |
-11.00 |
49,624 |
236,508 |
+2,368 |
Jan10 |
090729 |
928.00 |
937.75 |
911.00 |
919.75 |
-11.25 |
1,509 |
38,046 |
+572 |
Mar10 |
090729 |
936.00 |
936.00 |
914.25 |
921.00 |
-11.00 |
1,430 |
18,890 |
+209 |
May10 |
090729 |
926.00 |
939.00 |
915.00 |
920.50 |
-9.00 |
1,735 |
12,319 |
+764 |
Jul10 |
090729 |
934.00 |
943.00 |
919.00 |
925.00 |
-10.00 |
1,448 |
15,598 |
+168 |
Total Volume and Open Interest |
79,434 |
392,006 |
-4,519 |
Soybean Meal(CBOT) |
Aug09 |
090729 |
332.00 |
340.00 |
327.00 |
338.50 |
+6.60 |
8,015 |
16,962 |
-1,514 |
Sep09 |
090729 |
305.60 |
307.90 |
299.40 |
306.50 |
+2.60 |
5,533 |
32,635 |
+1,355 |
Oct09 |
090729 |
285.40 |
287.30 |
281.70 |
287.00 |
-0.20 |
2,450 |
21,060 |
+445 |
Dec09 |
090729 |
282.80 |
286.20 |
277.00 |
282.00 |
-1.30 |
15,798 |
69,306 |
-1,318 |
Jan10 |
090729 |
277.00 |
279.00 |
274.00 |
278.70 |
-1.60 |
316 |
7,357 |
+3 |
Mar10 |
090729 |
276.00 |
277.50 |
273.50 |
277.50 |
-1.50 |
205 |
6,491 |
+86 |
May10 |
090729 |
274.50 |
275.90 |
272.70 |
275.80 |
-1.40 |
280 |
8,955 |
+175 |
Jul10 |
090729 |
275.80 |
278.40 |
274.20 |
277.10 |
-1.30 |
258 |
4,148 |
+123 |
Total Volume and Open Interest |
32,959 |
170,579 |
-648 |
Soybean Oil(CBOT) |
Aug09 |
090729 |
33.82 |
34.20 |
33.05 |
33.07 |
-0.75 |
29,456 |
20,199 |
-6,017 |
Sep09 |
090729 |
34.01 |
34.41 |
33.23 |
33.26 |
-0.75 |
21,735 |
42,224 |
+2,940 |
Oct09 |
090729 |
34.08 |
34.10 |
33.42 |
33.42 |
-0.75 |
1,156 |
19,745 |
+170 |
Dec09 |
090729 |
34.53 |
34.95 |
33.75 |
33.78 |
-0.75 |
25,436 |
114,059 |
+617 |
Jan10 |
090729 |
34.50 |
34.55 |
34.14 |
34.14 |
-0.73 |
263 |
14,035 |
+92 |
Mar10 |
090729 |
34.84 |
34.85 |
34.41 |
34.41 |
-0.71 |
314 |
8,154 |
+79 |
May10 |
090729 |
35.48 |
35.62 |
34.59 |
34.59 |
-0.66 |
287 |
7,191 |
+104 |
Jul10 |
090729 |
35.19 |
35.19 |
34.73 |
34.73 |
-0.66 |
505 |
5,322 |
+123 |
Total Volume and Open Interest |
79,261 |
239,401 |
-1,908 |
Canola(WCE) |
Nov09 |
090729 |
403.0 |
404.9 |
395.3 |
396.2 |
-7.0 |
9,068 |
84,794 |
+1,331 |
Jan10 |
090729 |
403.7 |
404.4 |
399.8 |
400.4 |
-7.2 |
1,784 |
11,733 |
+831 |
Mar10 |
090729 |
405.6 |
405.6 |
405.6 |
405.6 |
-6.3 |
5 |
1,676 |
-3 |
May10 |
090729 |
407.6 |
407.6 |
407.6 |
407.6 |
-7.2 |
0 |
515 |
+0 |
Jul10 |
090729 |
412.0 |
412.0 |
412.0 |
412.0 |
-7.2 |
0 |
546 |
+0 |
Total Volume and Open Interest |
10,857 |
99,330 |
+2,159 |
Corn(CBOT) |
Sep09 |
090729 |
321.50 |
322.50 |
315.25 |
320.75 |
+0.25 |
52,231 |
250,966 |
+6,941 |
Dec09 |
090729 |
330.00 |
330.75 |
322.75 |
328.00 |
-1.75 |
88,877 |
418,561 |
+5,877 |
Mar10 |
090729 |
343.50 |
343.50 |
335.75 |
340.50 |
-2.25 |
5,151 |
78,461 |
+623 |
May10 |
090729 |
353.00 |
353.00 |
347.00 |
350.25 |
-2.00 |
493 |
18,327 |
+234 |
Jul10 |
090729 |
360.00 |
360.75 |
354.00 |
358.75 |
-2.00 |
1,433 |
52,280 |
+28 |
Sep10 |
090729 |
366.50 |
366.50 |
363.00 |
366.50 |
-1.75 |
131 |
7,217 |
+22 |
Total Volume and Open Interest |
149,702 |
887,951 |
+13,983 |
Wheat(CBOT) |
Sep09 |
090729 |
514.75 |
518.00 |
505.00 |
511.50 |
-4.75 |
22,261 |
139,981 |
+264 |
Dec09 |
090729 |
542.00 |
545.50 |
532.75 |
539.00 |
-4.75 |
12,076 |
116,100 |
+2,560 |
Mar10 |
090729 |
561.00 |
562.00 |
551.50 |
557.25 |
-5.25 |
3,090 |
18,538 |
+218 |
May10 |
090729 |
573.50 |
574.75 |
563.75 |
569.75 |
-5.00 |
524 |
2,495 |
+282 |
Jul10 |
090729 |
583.75 |
585.50 |
574.75 |
580.25 |
-5.25 |
2,182 |
39,295 |
+139 |
Total Volume and Open Interest |
40,391 |
323,335 |
+3,484 |
Wheat(KCBT) |
Sep09 |
090729 |
548.25 |
551.50 |
542.00 |
546.50 |
-3.50 |
6,143 |
38,900 |
+269 |
Dec09 |
090729 |
565.00 |
568.00 |
558.50 |
563.25 |
-3.50 |
3,606 |
38,478 |
+926 |
Mar10 |
090729 |
581.00 |
583.00 |
574.75 |
579.25 |
-3.50 |
357 |
7,258 |
+89 |
May10 |
090729 |
591.75 |
593.50 |
585.75 |
589.75 |
-3.50 |
20 |
1,194 |
-5 |
Jul10 |
090729 |
603.00 |
604.00 |
595.25 |
599.50 |
-3.50 |
167 |
10,510 |
+14 |
Total Volume and Open Interest |
10,322 |
97,967 |
+1,311 |
Wheat(MGE) |
Sep09 |
090729 |
600.00 |
600.25 |
592.00 |
598.25 |
-2.25 |
952 |
9,702 |
-144 |
Dec09 |
090729 |
612.50 |
614.00 |
605.50 |
611.25 |
-2.75 |
487 |
13,674 |
+23 |
Mar10 |
090729 |
626.00 |
628.00 |
620.50 |
626.25 |
-2.50 |
200 |
4,463 |
+2 |
May10 |
090729 |
634.75 |
636.00 |
629.25 |
635.00 |
-2.50 |
50 |
1,597 |
+17 |
Jul10 |
090729 |
643.25 |
644.50 |
637.50 |
643.50 |
-3.00 |
130 |
5,457 |
-23 |
Total Volume and Open Interest |
1,929 |
36,260 |
-140 |
Oats(CBOT) |
Sep09 |
090729 |
192.00 |
192.75 |
188.25 |
191.25 |
-2.25 |
50 |
3,620 |
+22 |
Dec09 |
090729 |
206.00 |
206.00 |
201.00 |
204.00 |
-2.00 |
448 |
9,038 |
+45 |
Mar10 |
090729 |
214.25 |
218.00 |
213.00 |
216.00 |
-2.00 |
53 |
1,465 |
+4 |
May10 |
090729 |
224.00 |
226.00 |
224.00 |
224.00 |
-2.00 |
1 |
89 |
+1 |
Total Volume and Open Interest |
553 |
14,215 |
+73 |
Rough Rice(CBOT) |
Sep09 |
090729 |
13.81 |
13.82 |
13.55 |
13.77 |
-0.06 |
1,297 |
5,805 |
+370 |
Nov09 |
090729 |
14.00 |
14.03 |
13.75 |
13.98 |
-0.06 |
650 |
2,543 |
+319 |
Jan10 |
090729 |
14.13 |
14.15 |
14.13 |
14.15 |
-0.04 |
31 |
311 |
+17 |
Mar10 |
090729 |
14.17 |
14.32 |
14.06 |
14.28 |
-0.03 |
18 |
375 |
+1 |
Total Volume and Open Interest |
1,998 |
9,193 |
+707 |
Live Cattle(CME) |
Aug09 |
090729 |
84.800 |
84.800 |
83.750 |
83.950 |
-0.980 |
7,155 |
36,635 |
-1,534 |
Oct09 |
090729 |
90.650 |
90.650 |
88.850 |
89.250 |
-1.330 |
9,751 |
102,581 |
+756 |
Dec09 |
090729 |
90.100 |
90.100 |
88.750 |
88.850 |
-1.400 |
5,125 |
54,237 |
+1,066 |
Feb10 |
090729 |
89.180 |
89.300 |
88.150 |
88.600 |
-0.880 |
2,087 |
18,644 |
+167 |
Apr10 |
090729 |
90.550 |
90.600 |
89.635 |
89.950 |
-0.935 |
399 |
8,867 |
+159 |
Jun10 |
090729 |
87.900 |
87.900 |
86.680 |
86.950 |
-0.935 |
142 |
3,919 |
+82 |
Total Volume and Open Interest |
24,659 |
225,699 |
+696 |
Feeder Cattle(CME) |
Aug09 |
090729 |
102.850 |
103.050 |
101.800 |
102.035 |
-0.815 |
710 |
8,375 |
-247 |
Sep09 |
090729 |
102.900 |
103.100 |
101.900 |
102.050 |
-0.930 |
433 |
8,158 |
+105 |
Oct09 |
090729 |
103.350 |
103.350 |
101.950 |
102.230 |
-0.970 |
395 |
7,373 |
+108 |
Nov09 |
090729 |
102.800 |
102.800 |
101.850 |
102.035 |
-1.015 |
257 |
2,091 |
+23 |
Jan10 |
090729 |
101.635 |
101.650 |
101.200 |
101.400 |
-0.800 |
49 |
787 |
+25 |
Mar10 |
090729 |
101.000 |
101.800 |
101.000 |
101.200 |
-0.800 |
14 |
379 |
+6 |
Apr10 |
090729 |
101.000 |
101.000 |
101.000 |
101.000 |
-1.000 |
0 |
27 |
+0 |
Total Volume and Open Interest |
1,858 |
27,205 |
+20 |
Lean Hogs(CME) |
Aug09 |
090729 |
56.050 |
57.100 |
55.800 |
56.750 |
-0.100 |
7,439 |
14,397 |
-2,381 |
Oct09 |
090729 |
51.950 |
53.550 |
51.700 |
53.100 |
+0.400 |
7,819 |
55,787 |
+706 |
Dec09 |
090729 |
51.500 |
53.150 |
51.350 |
52.785 |
+0.500 |
2,051 |
34,094 |
+138 |
Feb10 |
090729 |
57.700 |
58.750 |
57.100 |
58.200 |
-0.350 |
1,366 |
13,904 |
+32 |
Apr10 |
090729 |
61.630 |
62.450 |
61.100 |
62.035 |
-0.015 |
278 |
5,631 |
+81 |
May10 |
090729 |
66.000 |
67.500 |
65.400 |
67.500 |
+1.000 |
20 |
462 |
+12 |
Jun10 |
090729 |
68.900 |
70.800 |
68.900 |
70.725 |
+0.075 |
118 |
3,000 |
+14 |
Jul10 |
090729 |
69.475 |
69.900 |
69.150 |
69.900 |
-0.050 |
20 |
310 |
-403 |
Total Volume and Open Interest |
19,118 |
128,124 |
-1,799 |
Pork Bellies(CME) |
Aug09 |
090729 |
59.800 |
62.400 |
59.380 |
61.550 |
+0.170 |
27 |
326 |
-11 |
Feb10 |
090729 |
82.900 |
83.000 |
81.500 |
82.535 |
-0.765 |
11 |
190 |
+5 |
Mar10 |
090729 |
82.500 |
82.500 |
82.050 |
82.050 |
-0.450 |
0 |
45 |
+0 |
May10 |
090729 |
84.800 |
84.800 |
84.750 |
84.750 |
-0.050 |
0 |
1 |
+0 |
Jul10 |
090729 |
85.900 |
85.900 |
85.900 |
85.900 |
unch |
|
|
|
Total Volume and Open Interest |
38 |
562 |
|
Class III Milk(CME) |
Jul09 |
090729 |
9.96 |
9.97 |
9.94 |
9.94 |
unch |
30 |
4,650 |
-13 |
Aug09 |
090729 |
10.81 |
10.85 |
10.76 |
10.80 |
-0.04 |
44 |
4,178 |
+17 |
Sep09 |
090729 |
12.30 |
12.35 |
11.90 |
12.11 |
-0.17 |
97 |
4,228 |
+6 |
Oct09 |
090729 |
13.29 |
13.30 |
12.58 |
12.79 |
-0.47 |
46 |
3,933 |
-25 |
Nov09 |
090729 |
14.12 |
14.17 |
13.57 |
13.72 |
-0.41 |
53 |
3,599 |
-26 |
Total Volume and Open Interest |
362 |
29,155 |
-34 |
Cocoa(ICE) |
Sep09 |
090729 |
2862 |
2895 |
2780 |
2803 |
-76 |
4,482 |
46,276 |
-341 |
Dec09 |
090729 |
2908 |
2924 |
2811 |
2833 |
-78 |
1,637 |
33,368 |
+161 |
Mar10 |
090729 |
2922 |
2922 |
2843 |
2845 |
-77 |
697 |
20,021 |
+74 |
May10 |
090729 |
2890 |
2890 |
2845 |
2845 |
-78 |
135 |
4,820 |
+4 |
Jul10 |
090729 |
2878 |
2878 |
2852 |
2852 |
-78 |
9 |
3,600 |
-2 |
Sep10 |
090729 |
2855 |
2855 |
2855 |
2855 |
-78 |
22 |
2,612 |
+12 |
Dec10 |
090729 |
2930 |
2930 |
2869 |
2869 |
-67 |
196 |
1,316 |
+170 |
Total Volume and Open Interest |
7,178 |
115,570 |
+78 |
Coffee "C"(ICE) |
Sep09 |
090729 |
122.40 |
124.40 |
121.25 |
122.85 |
+0.05 |
4,417 |
56,543 |
-605 |
Dec09 |
090729 |
125.35 |
127.40 |
124.40 |
125.95 |
+0.10 |
725 |
27,409 |
+128 |
Mar10 |
090729 |
128.30 |
130.15 |
127.60 |
128.85 |
+0.05 |
578 |
13,208 |
-53 |
May10 |
090729 |
132.00 |
132.00 |
130.85 |
130.85 |
+0.10 |
82 |
3,855 |
-3 |
Jul10 |
090729 |
132.80 |
132.80 |
132.70 |
132.70 |
+0.05 |
102 |
1,714 |
-59 |
Sep10 |
090729 |
134.70 |
134.70 |
134.55 |
134.55 |
+0.05 |
100 |
1,441 |
+21 |
Total Volume and Open Interest |
6,103 |
105,514 |
-525 |
Orange Juice(ICE) |
Sep09 |
090729 |
94.40 |
94.40 |
91.35 |
91.60 |
-2.95 |
781 |
17,919 |
-503 |
Nov09 |
090729 |
97.00 |
97.00 |
94.60 |
94.80 |
-3.05 |
367 |
10,033 |
+292 |
Jan10 |
090729 |
99.60 |
99.60 |
97.55 |
97.75 |
-3.05 |
0 |
1,102 |
+0 |
Mar10 |
090729 |
102.50 |
102.50 |
101.00 |
101.00 |
-3.05 |
0 |
2,317 |
+0 |
May10 |
090729 |
104.75 |
104.75 |
103.75 |
103.75 |
-3.10 |
0 |
151 |
+0 |
Jul10 |
090729 |
106.50 |
106.50 |
106.50 |
106.50 |
-3.10 |
0 |
57 |
+0 |
Total Volume and Open Interest |
1,148 |
31,763 |
-211 |
Sugar #11(ICE) |
Oct09 |
090729 |
18.45 |
18.57 |
18.23 |
18.56 |
+0.06 |
30,533 |
319,282 |
-824 |
Mar10 |
090729 |
19.50 |
19.63 |
19.31 |
19.61 |
+0.01 |
21,429 |
179,080 |
+1,538 |
May10 |
090729 |
18.99 |
19.12 |
18.86 |
19.10 |
unch |
5,637 |
40,994 |
+517 |
Jul10 |
090729 |
18.40 |
18.45 |
18.25 |
18.45 |
-0.01 |
2,697 |
85,538 |
+315 |
Oct10 |
090729 |
18.00 |
18.17 |
17.96 |
18.17 |
-0.01 |
921 |
51,590 |
+14 |
Total Volume and Open Interest |
62,631 |
753,619 |
+1,772 |
Sugar #14(ICE) |
Sep09 |
090729 |
23.33 |
23.33 |
23.20 |
23.25 |
-0.15 |
0 |
1,739 |
+0 |
Total Volume and Open Interest |
0 |
1,739 |
+0 |
London Cocoa(LCE) |
Sep09 |
090729 |
1830 |
1845 |
1776 |
1778 |
-46 |
2,554 |
49,572 |
+138 |
Dec09 |
090729 |
1848 |
1865 |
1799 |
1799 |
-46 |
2,151 |
40,106 |
+448 |
Mar10 |
090729 |
1846 |
1860 |
1801 |
1801 |
-42 |
1,046 |
31,834 |
+128 |
May10 |
090729 |
1847 |
1849 |
1794 |
1794 |
-38 |
229 |
18,010 |
+35 |
Jul10 |
090729 |
1818 |
1818 |
1789 |
1789 |
-36 |
43 |
6,881 |
+36 |
Sep10 |
090729 |
1804 |
1816 |
1789 |
1789 |
-36 |
143 |
2,840 |
+35 |
Dec10 |
090729 |
1830 |
1830 |
1789 |
1789 |
-36 |
39 |
676 |
+6 |
Total Volume and Open Interest |
6,205 |
152,520 |
+826 |
London Coffee(LCE) |
London Sugar(LCE) |
Oct09 |
090729 |
484.80 |
487.00 |
482.20 |
486.00 |
+1.00 |
2,964 |
44,782 |
-415 |
Dec09 |
090729 |
496.00 |
497.20 |
493.00 |
496.50 |
+0.50 |
880 |
9,685 |
+30 |
Mar10 |
090729 |
503.00 |
504.00 |
500.20 |
503.50 |
-0.20 |
386 |
12,773 |
-7 |
May10 |
090729 |
501.20 |
501.20 |
497.30 |
500.50 |
-0.50 |
156 |
2,939 |
+7 |
Aug10 |
090729 |
496.50 |
496.50 |
490.80 |
494.00 |
-2.50 |
284 |
2,969 |
+240 |
Total Volume and Open Interest |
4,701 |
74,525 |
-115 |
Cotton(ICE) |
Oct09 |
090729 |
57.00 |
57.17 |
56.60 |
57.06 |
+0.09 |
236 |
2,130 |
-85 |
Dec09 |
090729 |
59.20 |
59.63 |
58.41 |
59.12 |
unch |
10,629 |
100,972 |
-2,997 |
Mar10 |
090729 |
61.42 |
61.72 |
60.60 |
61.28 |
-0.13 |
468 |
15,919 |
+18 |
May10 |
090729 |
62.47 |
62.47 |
62.47 |
62.47 |
-0.15 |
175 |
1,039 |
+86 |
Jul10 |
090729 |
63.72 |
63.73 |
63.13 |
63.67 |
-0.04 |
19 |
2,687 |
+6 |
Oct10 |
090729 |
64.74 |
64.92 |
64.73 |
64.92 |
-0.07 |
0 |
10 |
+0 |
Total Volume and Open Interest |
11,559 |
125,052 |
-2,941 |
Lumber(CME) |
Sep09 |
090729 |
208.0 |
208.4 |
202.5 |
203.0 |
-4.0 |
669 |
5,616 |
+38 |
Nov09 |
090729 |
208.6 |
209.8 |
205.0 |
207.3 |
-2.3 |
243 |
1,644 |
+131 |
Jan10 |
090729 |
221.0 |
221.4 |
218.1 |
221.4 |
-1.5 |
155 |
911 |
+89 |
Mar10 |
090729 |
228.0 |
229.8 |
225.0 |
227.8 |
-2.0 |
8 |
43 |
+6 |
Total Volume and Open Interest |
1,075 |
8,226 |
+264 |
Crude Oil(NYM) |
Sep09 |
090729 |
66.68 |
67.01 |
62.70 |
63.35 |
-3.88 |
245,180 |
334,158 |
+1,919 |
Oct09 |
090729 |
68.53 |
68.79 |
64.69 |
65.23 |
-3.75 |
70,236 |
98,162 |
+1,637 |
Nov09 |
090729 |
70.06 |
70.24 |
66.41 |
66.90 |
-3.56 |
33,631 |
54,509 |
+2,180 |
Dec09 |
090729 |
71.10 |
71.27 |
67.58 |
68.10 |
-3.36 |
40,195 |
161,301 |
+2,623 |
Jan10 |
090729 |
71.77 |
71.77 |
68.55 |
69.06 |
-3.18 |
10,413 |
34,112 |
+601 |
Feb10 |
090729 |
71.79 |
71.79 |
69.73 |
69.92 |
-3.06 |
9,236 |
22,116 |
+838 |
Mar10 |
090729 |
72.34 |
72.56 |
70.26 |
70.69 |
-2.93 |
4,953 |
19,572 |
+867 |
Apr10 |
090729 |
72.84 |
72.84 |
71.26 |
71.37 |
-2.82 |
3,784 |
11,419 |
+758 |
May10 |
090729 |
71.82 |
72.01 |
71.82 |
72.01 |
-2.70 |
2,231 |
10,489 |
+98 |
Jun10 |
090729 |
74.31 |
74.33 |
72.33 |
72.62 |
-2.61 |
8,121 |
47,996 |
+222 |
Jul10 |
090729 |
74.43 |
74.64 |
72.71 |
73.09 |
-2.56 |
2,381 |
30,846 |
+205 |
Aug10 |
090729 |
73.40 |
73.40 |
73.40 |
73.40 |
-2.52 |
1,104 |
8,149 |
+230 |
Sep10 |
090729 |
74.60 |
74.62 |
73.60 |
73.72 |
-2.49 |
1,497 |
13,560 |
+507 |
Oct10 |
090729 |
74.95 |
74.95 |
74.03 |
74.06 |
-2.47 |
438 |
7,646 |
-10 |
Nov10 |
090729 |
74.44 |
74.47 |
74.44 |
74.45 |
-2.46 |
686 |
8,234 |
+35 |
Dec10 |
090729 |
77.30 |
77.30 |
74.49 |
74.84 |
-2.45 |
12,074 |
95,035 |
-324 |
Total Volume and Open Interest |
450,240 |
1,170,441 |
+11,857 |
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 |
090729 |
66.775 |
67.000 |
62.700 |
63.350 |
-1.950 |
4,288 |
1,602 |
+120 |
Oct09 |
090729 |
68.650 |
68.700 |
64.750 |
65.225 |
-3.750 |
230 |
536 |
+43 |
Nov09 |
090729 |
69.600 |
69.600 |
66.800 |
66.900 |
-3.550 |
200 |
204 |
+26 |
Dec09 |
090729 |
70.075 |
70.075 |
67.900 |
68.100 |
-3.350 |
267 |
241 |
+23 |
Jan10 |
090729 |
69.050 |
69.050 |
69.050 |
69.050 |
-3.200 |
162 |
109 |
-6 |
Feb10 |
090729 |
69.925 |
69.925 |
69.925 |
69.925 |
-3.050 |
86 |
83 |
+70 |
Mar10 |
090729 |
72.350 |
72.350 |
70.700 |
70.700 |
-2.925 |
0 |
1 |
+0 |
Apr10 |
090729 |
71.375 |
71.375 |
71.375 |
71.375 |
-2.825 |
|
|
|
Total Volume and Open Interest |
9,169 |
4,965 |
+254 |
Heating Oil(NYM) |
Aug09 |
090729 |
176.00 |
176.55 |
165.83 |
167.13 |
-9.34 |
15,791 |
21,679 |
-2,190 |
Sep09 |
090729 |
178.55 |
179.00 |
168.30 |
169.58 |
-9.26 |
28,454 |
64,623 |
+1,814 |
Oct09 |
090729 |
182.00 |
182.11 |
171.71 |
172.88 |
-9.16 |
6,282 |
33,743 |
-355 |
Nov09 |
090729 |
184.24 |
184.59 |
175.49 |
176.65 |
-8.91 |
4,124 |
23,369 |
+989 |
Dec09 |
090729 |
188.17 |
188.25 |
179.23 |
180.39 |
-8.61 |
4,467 |
38,414 |
+575 |
Jan10 |
090729 |
190.79 |
191.36 |
183.71 |
183.88 |
-8.38 |
1,458 |
20,471 |
-29 |
Feb10 |
090729 |
193.04 |
193.07 |
186.40 |
186.53 |
-8.23 |
586 |
13,638 |
+104 |
Mar10 |
090729 |
194.33 |
194.38 |
188.08 |
188.08 |
-8.03 |
571 |
9,408 |
+163 |
Apr10 |
090729 |
195.09 |
195.13 |
188.93 |
188.93 |
-7.83 |
748 |
6,698 |
-68 |
May10 |
090729 |
196.07 |
196.14 |
189.98 |
189.98 |
-7.63 |
979 |
8,710 |
-196 |
Jun10 |
090729 |
197.16 |
197.17 |
191.18 |
191.18 |
-7.38 |
1,223 |
18,692 |
+626 |
Jul10 |
090729 |
199.06 |
199.06 |
193.18 |
193.18 |
-7.28 |
138 |
2,916 |
+26 |
Total Volume and Open Interest |
65,660 |
302,275 |
+1,266 |
Gasoline(NYMEX) |
Aug09 |
090729 |
190.40 |
191.35 |
182.63 |
185.50 |
-5.56 |
18,428 |
18,821 |
-4,522 |
Sep09 |
090729 |
187.81 |
188.48 |
179.55 |
182.01 |
-5.91 |
29,893 |
88,331 |
+4,113 |
Oct09 |
090729 |
177.94 |
177.94 |
170.17 |
172.08 |
-6.04 |
7,735 |
29,209 |
-129 |
Nov09 |
090729 |
176.20 |
176.20 |
169.49 |
171.26 |
-6.14 |
4,059 |
15,118 |
+7 |
Dec09 |
090729 |
177.58 |
177.58 |
170.23 |
172.06 |
-6.22 |
4,624 |
19,015 |
-410 |
Jan10 |
090729 |
178.26 |
178.26 |
172.50 |
174.20 |
-6.15 |
1,103 |
9,726 |
+227 |
Feb10 |
090729 |
176.50 |
176.50 |
176.50 |
176.50 |
-6.10 |
349 |
3,309 |
+118 |
Mar10 |
090729 |
183.28 |
183.28 |
179.00 |
179.00 |
-6.00 |
277 |
4,382 |
+36 |
Apr10 |
090729 |
192.40 |
192.40 |
192.40 |
192.40 |
-6.00 |
219 |
4,077 |
-14 |
May10 |
090729 |
198.86 |
198.86 |
193.90 |
193.90 |
-6.00 |
287 |
2,451 |
+36 |
Total Volume and Open Interest |
67,502 |
203,832 |
-573 |
e-miNY RBOB Gasoline(NYM) |
Aug09 |
090729 |
1.91 |
1.91 |
1.89 |
1.86 |
-0.05 |
0 |
1 |
+0 |
Sep09 |
090729 |
182.01 |
182.01 |
182.01 |
182.01 |
-5.91 |
|
|
|
Oct09 |
090729 |
172.08 |
172.08 |
172.08 |
172.08 |
-6.04 |
|
|
|
Nov09 |
090729 |
171.26 |
171.26 |
171.26 |
171.26 |
-6.14 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Aug09 |
090729 |
3.545 |
3.548 |
3.296 |
3.379 |
-0.156 |
59,240 |
22,522 |
-8,037 |
Sep09 |
090729 |
3.686 |
3.696 |
3.459 |
3.548 |
-0.139 |
49,776 |
170,637 |
+3,290 |
Oct09 |
090729 |
3.924 |
3.924 |
3.699 |
3.788 |
-0.136 |
14,829 |
89,977 |
+29 |
Nov09 |
090729 |
4.583 |
4.594 |
4.404 |
4.494 |
-0.124 |
5,089 |
41,129 |
+212 |
Dec09 |
090729 |
5.263 |
5.270 |
5.093 |
5.176 |
-0.119 |
2,897 |
43,993 |
+114 |
Jan10 |
090729 |
5.500 |
5.556 |
5.377 |
5.461 |
-0.114 |
4,406 |
45,301 |
-167 |
Feb10 |
090729 |
5.565 |
5.590 |
5.411 |
5.494 |
-0.111 |
717 |
21,479 |
-35 |
Mar10 |
090729 |
5.510 |
5.537 |
5.372 |
5.444 |
-0.108 |
1,338 |
37,007 |
+166 |
Apr10 |
090729 |
5.450 |
5.479 |
5.316 |
5.384 |
-0.103 |
1,545 |
37,125 |
+186 |
May10 |
090729 |
5.530 |
5.530 |
5.383 |
5.441 |
-0.099 |
868 |
19,046 |
-648 |
Jun10 |
090729 |
5.620 |
5.620 |
5.475 |
5.539 |
-0.094 |
211 |
9,679 |
+24 |
Jul10 |
090729 |
5.730 |
5.730 |
5.619 |
5.662 |
-0.093 |
52 |
9,543 |
+9 |
Aug10 |
090729 |
5.745 |
5.754 |
5.696 |
5.754 |
-0.091 |
39 |
9,061 |
-6 |
Sep10 |
090729 |
5.828 |
5.828 |
5.783 |
5.817 |
-0.090 |
57 |
6,832 |
+2 |
Oct10 |
090729 |
6.006 |
6.006 |
5.871 |
5.929 |
-0.088 |
206 |
18,689 |
+63 |
Nov10 |
090729 |
6.301 |
6.350 |
6.215 |
6.279 |
-0.083 |
26 |
5,981 |
-5 |
Total Volume and Open Interest |
142,860 |
716,213 |
-4,172 |
Brent Crude Oil(ICE) |
Sep09 |
090729 |
69.42 |
69.89 |
66.14 |
66.53 |
-3.35 |
104,253 |
140,132 |
-2,619 |
Oct09 |
090729 |
70.11 |
70.30 |
66.57 |
66.95 |
-3.37 |
67,787 |
119,621 |
+4,707 |
Nov09 |
090729 |
70.62 |
70.90 |
67.36 |
67.73 |
-3.34 |
30,579 |
50,505 |
+2,447 |
Dec09 |
090729 |
71.36 |
71.36 |
68.14 |
68.51 |
-3.28 |
31,042 |
98,558 |
+1,374 |
Jan10 |
090729 |
71.43 |
71.61 |
69.13 |
69.26 |
-3.21 |
8,424 |
31,144 |
+1,805 |
Feb10 |
090729 |
72.13 |
72.32 |
69.62 |
69.99 |
-3.13 |
5,007 |
17,649 |
-247 |
Mar10 |
090729 |
72.80 |
72.99 |
70.56 |
70.71 |
-3.06 |
3,947 |
12,624 |
+364 |
Apr10 |
090729 |
73.43 |
73.46 |
71.14 |
71.38 |
-3.00 |
3,771 |
7,803 |
-759 |
May10 |
090729 |
74.02 |
74.06 |
71.79 |
72.02 |
-2.92 |
2,599 |
6,401 |
-150 |
Jun10 |
090729 |
74.64 |
74.64 |
72.35 |
72.61 |
-2.83 |
4,199 |
37,484 |
+180 |
Jul10 |
090729 |
73.06 |
73.06 |
73.06 |
73.06 |
-2.77 |
1,353 |
9,347 |
+91 |
Aug10 |
090729 |
73.42 |
73.42 |
73.42 |
73.42 |
-2.74 |
683 |
6,670 |
+46 |
Sep10 |
090729 |
74.72 |
74.83 |
73.77 |
73.77 |
-2.70 |
280 |
3,107 |
-107 |
Oct10 |
090729 |
74.12 |
74.12 |
74.12 |
74.12 |
-2.67 |
81 |
2,805 |
+7 |
Total Volume and Open Interest |
270,592 |
690,584 |
+7,445 |
Gas Oil(ICE) |
Aug09 |
090729 |
567.00 |
567.75 |
536.50 |
543.00 |
-21.75 |
25,762 |
53,266 |
-2,892 |
Sep09 |
090729 |
570.50 |
574.25 |
542.75 |
549.50 |
-22.00 |
30,859 |
87,473 |
+820 |
Oct09 |
090729 |
580.50 |
581.50 |
550.50 |
557.00 |
-21.75 |
11,779 |
48,077 |
+77 |
Nov09 |
090729 |
584.00 |
585.25 |
558.25 |
564.75 |
-21.50 |
4,981 |
35,497 |
+179 |
Dec09 |
090729 |
596.50 |
596.50 |
566.50 |
573.00 |
-21.00 |
10,168 |
64,629 |
+632 |
Jan10 |
090729 |
600.25 |
602.00 |
578.25 |
582.25 |
-20.50 |
3,255 |
40,134 |
+314 |
Feb10 |
090729 |
599.25 |
599.25 |
586.00 |
589.75 |
-20.00 |
2,711 |
18,323 |
+224 |
Mar10 |
090729 |
605.50 |
605.50 |
592.50 |
596.00 |
-19.75 |
1,857 |
20,208 |
+516 |
Apr10 |
090729 |
604.00 |
604.00 |
602.25 |
602.25 |
-19.50 |
1,197 |
12,004 |
+226 |
May10 |
090729 |
610.00 |
610.00 |
608.25 |
608.25 |
-19.25 |
800 |
9,578 |
+239 |
Total Volume and Open Interest |
101,898 |
514,548 |
-100 |
Ethanol(CBOT) |
Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
Aug09 |
090729 |
1.585 |
1.600 |
1.585 |
1.593 |
-0.017 |
19 |
225 |
-9 |
Sep09 |
090729 |
1.535 |
1.549 |
1.535 |
1.546 |
-0.007 |
35 |
499 |
+9 |
Oct09 |
090729 |
1.499 |
1.505 |
1.499 |
1.502 |
-0.010 |
14 |
373 |
+2 |
Nov09 |
090729 |
1.485 |
1.500 |
1.485 |
1.496 |
-0.019 |
21 |
244 |
+7 |
Dec09 |
090729 |
1.500 |
1.520 |
1.490 |
1.502 |
-0.020 |
21 |
367 |
+2 |
Jan10 |
090729 |
1.490 |
1.495 |
1.490 |
1.493 |
-0.016 |
44 |
492 |
+25 |
Feb10 |
090729 |
1.520 |
1.520 |
1.515 |
1.515 |
-0.015 |
12 |
434 |
-2 |
Total Volume and Open Interest |
176 |
3,862 |
+42 |
US Dollar Index(ICE) |
Sep09 |
090729 |
79.090 |
79.810 |
78.875 |
79.785 |
+0.785 |
4,381 |
25,180 |
-240 |
Dec09 |
090729 |
79.300 |
80.105 |
79.250 |
80.105 |
+0.785 |
49 |
2,142 |
+15 |
Mar10 |
090729 |
80.380 |
80.380 |
80.380 |
80.380 |
+0.790 |
|
|
|
Total Volume and Open Interest |
4,430 |
27,322 |
-225 |
Australian Dollar(CME) |
Sep09 |
090729 |
82.39 |
82.52 |
80.97 |
80.99 |
-1.46 |
67,249 |
101,314 |
-779 |
Dec09 |
090729 |
81.60 |
81.92 |
80.41 |
80.41 |
-1.46 |
37 |
416 |
+5 |
Mar10 |
090729 |
79.81 |
81.27 |
79.81 |
79.81 |
-1.46 |
0 |
15 |
+0 |
Total Volume and Open Interest |
67,286 |
101,746 |
-774 |
British Pound(CME) |
Sep09 |
090729 |
164.21 |
164.68 |
163.44 |
163.56 |
-0.80 |
77,178 |
90,638 |
+536 |
Dec09 |
090729 |
164.31 |
164.61 |
163.48 |
163.54 |
-0.80 |
18 |
500 |
+1 |
Mar10 |
090729 |
163.52 |
164.34 |
163.52 |
163.52 |
-0.80 |
0 |
8 |
+0 |
Total Volume and Open Interest |
77,196 |
91,168 |
+537 |
Canadian Dollar(CME) |
Sep09 |
090729 |
92.58 |
92.64 |
91.47 |
91.62 |
-0.77 |
51,003 |
90,855 |
-1,548 |
Dec09 |
090729 |
92.47 |
92.60 |
91.50 |
91.64 |
-0.77 |
134 |
2,381 |
+48 |
Mar10 |
090729 |
91.65 |
92.44 |
91.57 |
91.65 |
-0.77 |
6 |
661 |
+6 |
Jun10 |
090729 |
91.66 |
92.43 |
91.60 |
91.66 |
-0.77 |
0 |
129 |
+0 |
Total Volume and Open Interest |
51,143 |
94,194 |
-1,494 |
Japanese Yen(CME) |
Sep09 |
090729 |
105.84 |
106.41 |
104.88 |
105.30 |
-0.52 |
70,363 |
84,581 |
-1,434 |
Dec09 |
090729 |
105.90 |
106.47 |
105.01 |
105.40 |
-0.52 |
251 |
382 |
+48 |
Mar10 |
090729 |
105.58 |
106.47 |
105.48 |
105.58 |
-0.52 |
7 |
25 |
-7 |
Total Volume and Open Interest |
70,621 |
84,989 |
-1,393 |
Swiss Franc(CME) |
Sep09 |
090729 |
93.08 |
93.23 |
91.72 |
91.82 |
-1.28 |
31,777 |
38,166 |
+238 |
Dec09 |
090729 |
92.91 |
93.28 |
91.86 |
91.94 |
-1.28 |
0 |
103 |
+0 |
Mar10 |
090729 |
92.98 |
93.39 |
92.11 |
92.11 |
-1.28 |
0 |
5 |
+0 |
Total Volume and Open Interest |
31,777 |
38,274 |
+238 |
EuroFX(CME) |
Sep09 |
090729 |
141.69 |
141.97 |
140.07 |
140.08 |
-1.69 |
181,275 |
137,254 |
-74 |
Dec09 |
090729 |
141.88 |
141.93 |
140.07 |
140.07 |
-1.69 |
72 |
1,308 |
-85 |
Mar10 |
090729 |
140.09 |
141.77 |
140.09 |
140.09 |
-1.68 |
6 |
338 |
+0 |
Total Volume and Open Interest |
181,354 |
138,904 |
-158 |
Mexican Peso(CME) |
Aug09 |
090729 |
752.2 |
754.8 |
752.2 |
752.2 |
-2.5 |
|
|
|
Sep09 |
090729 |
752.5 |
753.0 |
746.5 |
747.8 |
-2.5 |
9,115 |
52,787 |
+1,642 |
Total Volume and Open Interest |
9,146 |
54,448 |
+1,641 |
30-Year T-Bonds(CBOT) |
Sep09 |
090729 |
115~305 |
116~315 |
115~160 |
116~150 |
+0~165 |
187,377 |
676,798 |
+11,409 |
Dec09 |
090729 |
114~300 |
115~235 |
114~100 |
115~065 |
+0~160 |
141 |
1,984 |
+34 |
Mar10 |
090729 |
114~075 |
114~075 |
113~235 |
114~075 |
+0~160 |
1 |
40 |
-1 |
Total Volume and Open Interest |
187,519 |
678,825 |
+11,442 |
10-Year T-Notes(CBOT) |
Sep09 |
090729 |
116~025 |
116~160 |
115~155 |
116~000 |
-0~025 |
569,051 |
1,100,151 |
+55,327 |
Dec09 |
090729 |
114~255 |
114~290 |
114~025 |
114~180 |
-0~020 |
121 |
6,528 |
+59 |
Mar10 |
090729 |
113~180 |
113~200 |
113~180 |
113~180 |
-0~020 |
|
|
|
Total Volume and Open Interest |
569,172 |
1,106,679 |
+55,386 |
5-Year T-Notes(CBOT) |
Sep09 |
090729 |
114~111 |
115~017 |
114~043 |
114~088 |
-0~025 |
291,853 |
748,183 |
+6,117 |
Dec09 |
090729 |
113~061 |
113~071 |
113~043 |
113~043 |
-0~028 |
5 |
2,642 |
+0 |
Mar10 |
090729 |
113~043 |
113~071 |
113~043 |
113~043 |
-0~028 |
|
|
|
Total Volume and Open Interest |
291,858 |
750,825 |
+6,117 |
2 Year T-Notes(CBOT) |
Sep09 |
090729 |
108~035 |
108~035 |
108~035 |
108~020 |
-0~012 |
1,558 |
655,041 |
+9,117 |
Dec09 |
090729 |
107~069 |
107~086 |
107~067 |
107~067 |
-0~011 |
0 |
1,329 |
+0 |
Mar10 |
090729 |
107~067 |
107~078 |
107~067 |
107~067 |
-0~011 |
|
|
|
Total Volume and Open Interest |
116,153 |
656,370 |
+9,117 |
Eurodollars(CME) |
Sep09 |
090729 |
99.490 |
99.500 |
99.480 |
99.490 |
+0.005 |
103,303 |
1,009,746 |
+12,662 |
Dec09 |
090729 |
99.265 |
99.280 |
99.230 |
99.250 |
-0.010 |
118,351 |
967,377 |
+7,463 |
Mar10 |
090729 |
98.990 |
99.015 |
98.910 |
98.955 |
-0.030 |
188,239 |
904,682 |
+5,603 |
Jun10 |
090729 |
98.590 |
98.635 |
98.485 |
98.545 |
-0.045 |
201,169 |
637,732 |
+10,905 |
Sep10 |
090729 |
98.190 |
98.245 |
98.060 |
98.130 |
-0.060 |
240,636 |
598,952 |
+13,526 |
Dec10 |
090729 |
97.795 |
97.850 |
97.650 |
97.730 |
-0.065 |
188,153 |
719,320 |
-2,955 |
Mar11 |
090729 |
97.450 |
97.505 |
97.295 |
97.385 |
-0.065 |
153,719 |
381,418 |
+415 |
Jun11 |
090729 |
97.105 |
97.165 |
96.950 |
97.045 |
-0.060 |
122,927 |
363,805 |
-9,050 |
Sep11 |
090729 |
96.780 |
96.850 |
96.625 |
96.740 |
-0.045 |
55,283 |
240,270 |
+560 |
Dec11 |
090729 |
96.470 |
96.540 |
96.320 |
96.440 |
-0.035 |
41,455 |
167,191 |
+298 |
Mar12 |
090729 |
96.250 |
96.310 |
96.095 |
96.225 |
-0.025 |
40,143 |
124,094 |
+788 |
Jun12 |
090729 |
96.050 |
96.100 |
95.895 |
96.020 |
-0.015 |
32,631 |
121,514 |
+2,951 |
Sep12 |
090729 |
95.870 |
95.915 |
95.715 |
95.850 |
unch |
11,565 |
65,055 |
+600 |
Dec12 |
090729 |
95.690 |
95.740 |
95.550 |
95.680 |
+0.010 |
9,033 |
59,563 |
+248 |
Mar13 |
090729 |
95.580 |
95.635 |
95.450 |
95.575 |
+0.015 |
8,074 |
59,667 |
-906 |
Jun13 |
090729 |
95.500 |
95.520 |
95.340 |
95.460 |
+0.020 |
9,462 |
29,714 |
+181 |
Sep13 |
090729 |
95.390 |
95.410 |
95.240 |
95.350 |
+0.025 |
5,146 |
39,264 |
+93 |
Dec13 |
090729 |
95.220 |
95.290 |
95.110 |
95.225 |
+0.030 |
5,191 |
28,550 |
-36 |
Total Volume and Open Interest |
1,546,933 |
6,687,454 |
+43,520 |
30 Day Federal Funds(CBOT) |
Jul09 |
090729 |
99.842 |
99.845 |
99.840 |
99.842 |
+0.003 |
4,101 |
59,201 |
-768 |
Aug09 |
090729 |
99.820 |
99.820 |
99.810 |
99.815 |
unch |
1,269 |
48,221 |
+883 |
Sep09 |
090729 |
99.805 |
99.805 |
99.795 |
99.800 |
unch |
1,089 |
34,691 |
+524 |
Oct09 |
090729 |
99.790 |
99.795 |
99.785 |
99.790 |
unch |
2,083 |
28,435 |
-164 |
Nov09 |
090729 |
99.760 |
99.765 |
99.755 |
99.760 |
unch |
4,409 |
53,077 |
-740 |
Dec09 |
090729 |
99.730 |
99.740 |
99.720 |
99.730 |
unch |
2,227 |
39,559 |
+995 |
Total Volume and Open Interest |
26,362 |
384,386 |
+2,922 |
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 |
090729 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.02 |
|
|
|
Dec09 |
090729 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
|
|
|
Mar10 |
090729 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.03 |
|
|
|
Jun10 |
090729 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Sep10 |
090729 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
Dec10 |
090729 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
Mar11 |
090729 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
|
|
|
Jun11 |
090729 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
Sep11 |
090729 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
Dec11 |
090729 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep09 |
090729 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
34 |
11,913 |
+10 |
Dec09 |
090729 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
3,657 |
+0 |
Mar10 |
090729 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
2,581 |
+0 |
Jun10 |
090729 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
1,388 |
+0 |
Sep10 |
090729 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
421 |
+0 |
Dec10 |
090729 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
420 |
+0 |
Mar11 |
090729 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
412 |
+0 |
Jun11 |
090729 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
52 |
+0 |
Total Volume and Open Interest |
34 |
22,416 |
+49 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090729 |
138.38 |
138.56 |
138.38 |
138.44 |
+0.12 |
1,200 |
13,363 |
-186 |
Dec09 |
090729 |
138.05 |
138.05 |
138.05 |
138.05 |
+0.12 |
0 |
1 |
+0 |
Mar10 |
090729 |
137.82 |
137.82 |
137.82 |
137.82 |
+0.12 |
|
|
|
Total Volume and Open Interest |
1,200 |
13,603 |
+239 |
Euro-Bund(EUREX) |
Sep09 |
090729 |
120.69 |
121.05 |
120.57 |
120.83 |
+0.06 |
598,831 |
848,795 |
-55,885 |
Dec09 |
090729 |
119.29 |
119.60 |
119.29 |
119.47 |
+0.07 |
1,137 |
4,819 |
+1,020 |
Mar10 |
090729 |
119.08 |
119.08 |
119.08 |
119.08 |
+0.08 |
0 |
1 |
+0 |
Total Volume and Open Interest |
599,968 |
853,615 |
-54,865 |
Euro-Bobl(EUREX) |
Sep09 |
090729 |
115.40 |
115.65 |
115.32 |
115.55 |
-0.19 |
359,089 |
702,645 |
-41,165 |
Dec09 |
090729 |
113.93 |
114.17 |
113.93 |
114.17 |
+0.06 |
20 |
151 |
+18 |
Mar10 |
090729 |
113.75 |
113.75 |
113.75 |
113.75 |
-0.35 |
|
|
|
Total Volume and Open Interest |
310,622 |
644,007 |
-24,922 |
3-Mth Euribor(EUREX) |
Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
Dec09 |
090729 |
98.985 |
99.020 |
98.985 |
99.020 |
+0.015 |
1 |
5,581 |
+0 |
Mar10 |
090729 |
98.845 |
98.845 |
98.840 |
98.840 |
+0.005 |
0 |
2,955 |
+0 |
Total Volume and Open Interest |
73 |
34,059 |
+7 |
Long Gilt(LIFFE) |
Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
Dec09 |
090729 |
114~14 |
114~15 |
114~04 |
114~04 |
-0~11 |
|
|
|
Total Volume and Open Interest |
45,445 |
220,542 |
-1,258 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090729 |
99.14 |
99.19 |
99.14 |
99.17 |
+0.03 |
23,991 |
244,433 |
-6,223 |
Dec09 |
090729 |
98.89 |
98.94 |
98.89 |
98.93 |
+0.03 |
42,083 |
265,309 |
+1,464 |
Mar10 |
090729 |
98.53 |
98.58 |
98.53 |
98.57 |
+0.03 |
29,302 |
335,470 |
-2,290 |
Jun10 |
090729 |
98.01 |
98.07 |
98.00 |
98.05 |
+0.04 |
34,618 |
286,225 |
-2,012 |
Sep10 |
090729 |
97.46 |
97.53 |
97.45 |
97.51 |
+0.05 |
53,455 |
244,621 |
-2,015 |
Dec10 |
090729 |
96.87 |
96.99 |
96.87 |
96.96 |
+0.04 |
51,332 |
238,201 |
+6,688 |
Total Volume and Open Interest |
284,021 |
2,084,433 |
-3,884 |
3-Mth Euribor(LIFFE) |
Sep09 |
090729 |
99.135 |
99.150 |
99.130 |
99.150 |
+0.015 |
56,231 |
644,299 |
-8,705 |
Dec09 |
090729 |
98.985 |
99.025 |
98.980 |
99.020 |
+0.020 |
50,487 |
509,478 |
-596 |
Mar10 |
090729 |
98.800 |
98.850 |
98.785 |
98.840 |
+0.010 |
70,168 |
435,918 |
+1,180 |
Total Volume and Open Interest |
503,013 |
3,114,755 |
-3,828 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090729 |
96.71 |
96.75 |
96.70 |
96.74 |
+0.03 |
29,764 |
305,144 |
+4,711 |
Dec09 |
090729 |
96.46 |
96.49 |
96.42 |
96.49 |
+0.03 |
47,547 |
268,110 |
+8,228 |
Mar10 |
090729 |
96.00 |
96.03 |
95.96 |
96.02 |
+0.01 |
20,306 |
149,203 |
+7,962 |
Jun10 |
090729 |
95.50 |
95.53 |
95.45 |
95.53 |
+0.02 |
10,175 |
92,048 |
+4,186 |
Sep10 |
090729 |
95.05 |
95.10 |
95.00 |
95.10 |
+0.04 |
5,167 |
59,252 |
+2,552 |
Dec10 |
090729 |
94.67 |
94.71 |
94.61 |
94.71 |
+0.04 |
3,793 |
33,060 |
+1,080 |
Mar11 |
090729 |
94.33 |
94.37 |
94.26 |
94.37 |
+0.05 |
1,312 |
18,467 |
+799 |
Jun11 |
090729 |
94.00 |
94.06 |
93.94 |
94.06 |
+0.06 |
477 |
13,461 |
+229 |
Sep11 |
090729 |
93.77 |
93.77 |
93.77 |
93.77 |
+0.06 |
37 |
3,483 |
+0 |
Dec11 |
090729 |
93.52 |
93.52 |
93.52 |
93.52 |
+0.08 |
0 |
623 |
+0 |
Total Volume and Open Interest |
118,588 |
943,801 |
+29,757 |
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 |
090729 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.15 |
|
|
|
Total Volume and Open Interest |
18,547 |
344,951 |
+4,222 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090729 |
94.99 |
95.08 |
94.98 |
95.08 |
+0.09 |
128,225 |
619,939 |
+36,624 |
Dec09 |
090729 |
95.08 |
95.08 |
95.08 |
95.08 |
+0.09 |
|
|
|
Total Volume and Open Interest |
128,225 |
619,939 |
+36,624 |
Gold(CMX) |
Aug09 |
090729 |
937.8 |
940.9 |
925.2 |
927.2 |
-11.9 |
101,954 |
95,619 |
-26,237 |
Oct09 |
090729 |
938.4 |
941.7 |
926.5 |
928.3 |
-12.0 |
5,647 |
22,800 |
+2,370 |
Dec09 |
090729 |
939.8 |
943.3 |
927.6 |
929.7 |
-12.0 |
41,117 |
178,005 |
+20,008 |
Feb10 |
090729 |
941.9 |
942.1 |
929.2 |
931.0 |
-11.9 |
387 |
18,543 |
+171 |
Apr10 |
090729 |
939.9 |
942.4 |
931.3 |
932.4 |
-11.8 |
1,984 |
18,947 |
+585 |
Jun10 |
090729 |
940.0 |
941.9 |
933.9 |
933.9 |
-11.7 |
1,032 |
10,630 |
+692 |
Aug10 |
090729 |
948.0 |
948.0 |
935.6 |
935.6 |
-11.7 |
200 |
5,745 |
+200 |
Oct10 |
090729 |
937.8 |
937.8 |
937.8 |
937.8 |
-11.6 |
0 |
3,550 |
+0 |
Dec10 |
090729 |
944.5 |
944.5 |
939.4 |
940.2 |
-11.5 |
1,035 |
12,535 |
+629 |
Feb11 |
090729 |
943.1 |
943.1 |
943.1 |
943.1 |
-11.3 |
100 |
1,012 |
+0 |
Apr11 |
090729 |
946.2 |
946.2 |
946.2 |
946.2 |
-11.1 |
100 |
137 |
+75 |
Jun11 |
090729 |
294.3 |
294.3 |
294.3 |
294.3 |
-10.9 |
3 |
8,024 |
+3 |
Total Volume and Open Interest |
154,024 |
394,629 |
-1,133 |
Silver(CMX) |
Jul09 |
090729 |
1355.0 |
1361.0 |
1325.3 |
1325.3 |
-48.2 |
55 |
102 |
+2 |
Sep09 |
090729 |
1369.5 |
1374.0 |
1316.5 |
1325.8 |
-48.2 |
16,174 |
54,299 |
+477 |
Dec09 |
090729 |
1373.5 |
1377.5 |
1320.0 |
1329.4 |
-48.5 |
2,685 |
22,143 |
+694 |
Mar10 |
090729 |
1366.0 |
1366.0 |
1332.5 |
1332.5 |
-48.4 |
291 |
5,824 |
-92 |
May10 |
090729 |
1334.5 |
1334.5 |
1334.5 |
1334.5 |
-48.3 |
16 |
2,274 |
+7 |
Jul10 |
090729 |
1365.5 |
1365.5 |
1336.3 |
1336.3 |
-48.2 |
23 |
3,107 |
+10 |
Sep10 |
090729 |
1359.0 |
1359.0 |
1338.0 |
1338.3 |
-48.1 |
55 |
400 |
+34 |
Total Volume and Open Interest |
19,622 |
97,498 |
+1,206 |
Platinum(NYMEX) |
Oct09 |
090729 |
1200.2 |
1209.5 |
1164.4 |
1172.2 |
-24.4 |
2,753 |
21,372 |
+214 |
Jan10 |
090729 |
1178.1 |
1178.1 |
1178.1 |
1178.1 |
-24.4 |
111 |
749 |
+102 |
Total Volume and Open Interest |
2,882 |
22,169 |
+306 |
Palladium(NYMEX) |
Sep09 |
090729 |
257.00 |
260.50 |
253.00 |
255.50 |
-4.50 |
1,094 |
16,959 |
+206 |
Dec09 |
090729 |
258.00 |
258.00 |
254.55 |
256.55 |
-4.45 |
214 |
1,298 |
+206 |
Mar10 |
090729 |
258.05 |
258.05 |
258.05 |
258.05 |
-4.45 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,308 |
18,260 |
+412 |
Copper(CMX) |
Jul09 |
090729 |
251.00 |
251.00 |
245.70 |
247.20 |
-4.30 |
430 |
771 |
-248 |
Sep09 |
090729 |
253.10 |
253.90 |
245.00 |
247.75 |
-4.30 |
17,534 |
79,379 |
-1,019 |
Dec09 |
090729 |
253.75 |
254.65 |
246.05 |
248.70 |
-4.40 |
2,749 |
22,134 |
+311 |
Mar10 |
090729 |
252.10 |
252.10 |
246.60 |
249.05 |
-4.40 |
147 |
3,434 |
+23 |
May10 |
090729 |
246.70 |
249.10 |
246.70 |
249.10 |
-4.35 |
32 |
894 |
+6 |
Total Volume and Open Interest |
21,543 |
120,312 |
-1,338 |
Aluminum(CMX) |
Jul09 |
090729 |
82.25 |
82.25 |
82.25 |
82.25 |
-1.75 |
|
|
|
Aug09 |
090729 |
82.75 |
82.75 |
82.75 |
82.75 |
-1.75 |
|
|
|
Sep09 |
090729 |
83.25 |
83.25 |
83.25 |
83.25 |
-1.75 |
|
|
|
Oct09 |
090729 |
4.61 |
4.61 |
4.61 |
4.61 |
-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 |
090729 |
9039 |
9050 |
8961 |
9047 |
-3 |
1,074 |
10,452 |
+23 |
Dec09 |
090729 |
8989 |
8992 |
8989 |
8989 |
-3 |
1 |
658 |
+0 |
Mar10 |
090729 |
8931 |
8934 |
8931 |
8931 |
-3 |
0 |
2 |
+0 |
Jun10 |
090729 |
8892 |
8895 |
8892 |
8892 |
-3 |
|
|
|
Total Volume and Open Interest |
1,075 |
11,112 |
+23 |
S & P 500(CME) |
Sep09 |
090729 |
975.20 |
976.00 |
964.10 |
974.90 |
-1.00 |
13,241 |
375,304 |
+2,226 |
Dec09 |
090729 |
963.20 |
970.50 |
960.40 |
970.50 |
-0.90 |
1 |
8,769 |
+3 |
Mar10 |
090729 |
966.50 |
966.50 |
956.40 |
966.50 |
-0.90 |
50 |
3,609 |
+0 |
Jun10 |
090729 |
963.50 |
963.50 |
953.40 |
963.50 |
-0.90 |
50 |
154 |
+50 |
Total Volume and Open Interest |
13,342 |
387,841 |
+2,279 |
S & P 500 E-Mini(Globex) |
Sep09 |
090729 |
975.25 |
976.00 |
964.00 |
975.00 |
-1.00 |
1,521,546 |
2,480,172 |
+32,487 |
Dec09 |
090729 |
970.00 |
971.50 |
960.00 |
970.50 |
-1.00 |
1,344 |
24,119 |
+582 |
Total Volume and Open Interest |
1,522,893 |
2,504,343 |
+33,069 |
NASDAQ 100(CME) |
Sep09 |
090729 |
1601.50 |
1603.00 |
1584.00 |
1600.80 |
-0.70 |
2,044 |
17,533 |
-509 |
Dec09 |
090729 |
1598.80 |
1598.80 |
1597.00 |
1598.80 |
-0.70 |
0 |
13 |
+0 |
Mar10 |
090729 |
1597.80 |
1597.80 |
1596.00 |
1597.80 |
-0.70 |
|
|
|
Total Volume and Open Interest |
2,044 |
17,546 |
-509 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090729 |
1601.30 |
1603.80 |
1583.80 |
1600.80 |
-0.70 |
258,387 |
297,897 |
+4,753 |
Dec09 |
090729 |
1596.80 |
1600.30 |
1582.50 |
1598.80 |
-0.70 |
322 |
1,051 |
+145 |
Total Volume and Open Interest |
258,710 |
298,960 |
+4,896 |
S & P Midcap 400(CME) |
Sep09 |
090729 |
619.00 |
621.00 |
614.50 |
618.90 |
-2.20 |
222 |
2,479 |
+97 |
Dec09 |
090729 |
616.90 |
616.90 |
616.60 |
616.90 |
-2.20 |
|
|
|
Mar10 |
090729 |
614.90 |
614.90 |
614.60 |
614.90 |
-2.20 |
|
|
|
Total Volume and Open Interest |
222 |
2,479 |
+97 |
Russell 2000(CME) |
Sep09 |
090729 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
86 |
7,629 |
+261 |
Dec09 |
090729 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,139 |
-3 |
Mar10 |
090729 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,896 |
+0 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090729 |
10025 |
10165 |
10020 |
10030 |
-70 |
117,686 |
177,826 |
+2,085 |
Dec09 |
090729 |
10065 |
10065 |
9985 |
9985 |
-90 |
0 |
1,219 |
+0 |
Total Volume and Open Interest |
117,886 |
183,662 |
+1,813 |
Nikkei 225(SGX) |
Sep09 |
090729 |
10025 |
10165 |
10020 |
10030 |
-70 |
117,686 |
177,826 |
+2,085 |
Dec09 |
090729 |
10065 |
10065 |
9985 |
9985 |
-90 |
0 |
1,219 |
+0 |
Mar10 |
090729 |
10005 |
10005 |
10005 |
10005 |
-75 |
0 |
75 |
+0 |
Total Volume and Open Interest |
117,886 |
183,662 |
+1,813 |
CAC 40(EURONEXT) |
Aug09 |
090729 |
3352.5 |
3401.0 |
3311.0 |
3365.0 |
+35.5 |
103,928 |
348,554 |
+5,145 |
Sep09 |
090729 |
3349.5 |
3390.5 |
3314.5 |
3361.0 |
+35.5 |
1,189 |
47,869 |
+201 |
Oct09 |
090729 |
3359.0 |
3359.0 |
3359.0 |
3359.0 |
+35.5 |
|
|
|
Total Volume and Open Interest |
106,006 |
398,946 |
+4,892 |
Hang Seng Index(HKFE) |
Jul09 |
090729 |
20430 |
20547 |
19777 |
20239 |
-309 |
85,027 |
49,812 |
-20,729 |
Aug09 |
090729 |
20386 |
20514 |
19747 |
20203 |
-316 |
21,020 |
62,362 |
+34,003 |
Sep09 |
090729 |
20250 |
20384 |
19710 |
20112 |
-297 |
438 |
2,924 |
+41 |
Total Volume and Open Interest |
106,560 |
116,028 |
+13,492 |
DAX(EUREX) |
Sep09 |
090729 |
5219.0 |
5313.0 |
5147.5 |
5271.0 |
+93.0 |
109,222 |
154,676 |
+580 |
Dec09 |
090729 |
5214.5 |
5313.0 |
5152.5 |
5273.5 |
+93.0 |
283 |
10,706 |
-76 |
Mar10 |
090729 |
5221.5 |
5303.0 |
5166.5 |
5279.5 |
+92.0 |
118 |
1,098 |
+50 |
Total Volume and Open Interest |
109,623 |
166,480 |
+554 |
FT-SE 100(EURONEXT) |
Sep09 |
090729 |
4494.00 |
4557.00 |
4487.50 |
4519.00 |
+25.00 |
92,276 |
610,124 |
+3,025 |
Dec09 |
090729 |
4481.50 |
4523.00 |
4480.00 |
4489.00 |
+25.00 |
23 |
4,147 |
-2 |
Mar10 |
090729 |
4456.50 |
4481.50 |
4453.50 |
4453.50 |
+23.00 |
0 |
709 |
+0 |
Total Volume and Open Interest |
92,309 |
615,475 |
+3,013 |
SPI 200(SFE) |
Sep09 |
090729 |
4144.0 |
4151.0 |
4087.0 |
4097.0 |
-43.0 |
23,813 |
227,909 |
-602 |
Dec09 |
090729 |
4105.0 |
4146.0 |
4105.0 |
4109.0 |
-41.0 |
18 |
3,561 |
+2 |
Mar10 |
090729 |
4085.0 |
4085.0 |
4085.0 |
4085.0 |
-41.0 |
0 |
4,373 |
+0 |
Total Volume and Open Interest |
23,831 |
236,717 |
-740 |
GSCI(CME) |
Aug09 |
090729 |
438.00 |
438.50 |
424.75 |
425.50 |
-19.80 |
367 |
15,119 |
-133 |
Sep09 |
090729 |
444.00 |
444.20 |
432.50 |
433.00 |
-19.00 |
0 |
7 |
-2 |
Oct09 |
090729 |
442.50 |
460.55 |
442.00 |
442.50 |
-18.00 |
|
|
|
Total Volume and Open Interest |
367 |
15,126 |
-135 |
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. |
|
|