|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri July 31, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090731 |
1127.75 |
1140.00 |
1110.50 |
1134.00 |
+5.75 |
21,681 |
19,173 |
-4,026 |
| Sep09 |
090731 |
1027.25 |
1045.25 |
1027.00 |
1044.00 |
+15.00 |
10,111 |
25,859 |
+685 |
| Nov09 |
090731 |
970.00 |
984.00 |
964.00 |
982.00 |
+11.00 |
60,561 |
234,336 |
-2,632 |
| Jan10 |
090731 |
974.50 |
985.25 |
969.00 |
984.50 |
+10.00 |
3,309 |
36,736 |
-222 |
| Mar10 |
090731 |
975.00 |
984.00 |
968.25 |
981.00 |
+6.25 |
1,855 |
18,860 |
-122 |
| May10 |
090731 |
973.25 |
981.50 |
962.50 |
973.00 |
+3.50 |
2,407 |
13,198 |
+401 |
| Jul10 |
090731 |
973.00 |
984.00 |
965.00 |
978.00 |
+5.00 |
1,847 |
16,484 |
+130 |
| Total Volume and Open Interest |
103,036 |
384,533 |
-5,697 |
| Soybean Meal(CBOT) |
| Aug09 |
090731 |
357.20 |
363.80 |
353.00 |
361.00 |
+5.20 |
10,191 |
12,548 |
-2,265 |
| Sep09 |
090731 |
325.30 |
332.50 |
324.00 |
332.50 |
+7.20 |
13,209 |
36,048 |
+1,801 |
| Oct09 |
090731 |
302.30 |
307.50 |
301.40 |
307.20 |
+4.40 |
4,096 |
21,277 |
-61 |
| Dec09 |
090731 |
296.40 |
301.50 |
294.10 |
300.50 |
+3.70 |
19,294 |
69,545 |
-1,935 |
| Jan10 |
090731 |
292.50 |
295.70 |
290.00 |
295.70 |
+3.40 |
521 |
7,278 |
+1 |
| Mar10 |
090731 |
291.80 |
292.10 |
286.60 |
292.10 |
+2.80 |
895 |
6,825 |
+130 |
| May10 |
090731 |
285.00 |
287.40 |
282.00 |
287.40 |
+2.10 |
514 |
9,203 |
+73 |
| Jul10 |
090731 |
286.50 |
288.50 |
284.10 |
288.50 |
+2.20 |
392 |
4,198 |
-126 |
| Total Volume and Open Interest |
49,193 |
170,660 |
-2,368 |
| Soybean Oil(CBOT) |
| Aug09 |
090731 |
35.00 |
35.26 |
34.53 |
35.06 |
+0.13 |
20,953 |
14,785 |
-4,288 |
| Sep09 |
090731 |
35.07 |
35.46 |
34.72 |
35.24 |
+0.11 |
17,063 |
47,687 |
+4,382 |
| Oct09 |
090731 |
35.16 |
35.65 |
34.94 |
35.42 |
+0.12 |
3,175 |
20,990 |
+827 |
| Dec09 |
090731 |
35.53 |
36.03 |
35.29 |
35.80 |
+0.12 |
31,336 |
116,565 |
+1,420 |
| Jan10 |
090731 |
35.97 |
36.21 |
35.79 |
36.15 |
+0.11 |
2,870 |
14,230 |
+259 |
| Mar10 |
090731 |
36.21 |
36.62 |
35.93 |
36.42 |
+0.11 |
1,477 |
8,401 |
+108 |
| May10 |
090731 |
36.52 |
36.79 |
36.12 |
36.62 |
+0.14 |
1,476 |
7,902 |
+505 |
| Jul10 |
090731 |
36.52 |
36.84 |
36.41 |
36.79 |
+0.17 |
260 |
5,445 |
+25 |
| Total Volume and Open Interest |
78,896 |
244,447 |
+3,201 |
| Canola(WCE) |
| Nov09 |
090731 |
413.2 |
418.0 |
411.7 |
417.0 |
+3.8 |
6,916 |
86,162 |
+801 |
| Jan10 |
090731 |
417.6 |
421.9 |
415.9 |
421.2 |
+3.8 |
1,025 |
12,722 |
+632 |
| Mar10 |
090731 |
423.7 |
424.0 |
421.3 |
423.8 |
+2.4 |
31 |
1,708 |
+23 |
| May10 |
090731 |
425.0 |
425.0 |
425.0 |
425.0 |
+3.8 |
0 |
577 |
+0 |
| Jul10 |
090731 |
422.9 |
422.9 |
422.9 |
422.9 |
+3.8 |
0 |
622 |
+0 |
| Total Volume and Open Interest |
7,972 |
101,857 |
+1,456 |
| Corn(CBOT) |
| Sep09 |
090731 |
331.75 |
340.00 |
329.50 |
339.50 |
+7.25 |
67,359 |
241,892 |
-1,511 |
| Dec09 |
090731 |
341.75 |
350.00 |
339.00 |
349.50 |
+7.25 |
94,244 |
425,958 |
+6,280 |
| Mar10 |
090731 |
354.00 |
363.00 |
352.50 |
362.25 |
+7.25 |
6,458 |
75,614 |
-483 |
| May10 |
090731 |
365.00 |
372.00 |
362.25 |
371.75 |
+7.25 |
791 |
18,043 |
+167 |
| Jul10 |
090731 |
371.25 |
380.75 |
370.75 |
380.75 |
+7.50 |
2,300 |
52,391 |
+156 |
| Sep10 |
090731 |
382.00 |
387.75 |
378.50 |
387.00 |
+6.00 |
341 |
7,365 |
+109 |
| Total Volume and Open Interest |
172,969 |
883,431 |
+4,722 |
| Wheat(CBOT) |
| Sep09 |
090731 |
516.00 |
530.00 |
514.75 |
528.25 |
+12.00 |
26,669 |
134,819 |
-2,141 |
| Dec09 |
090731 |
542.75 |
557.50 |
542.50 |
555.75 |
+12.00 |
15,456 |
120,973 |
+2,196 |
| Mar10 |
090731 |
561.00 |
575.75 |
561.00 |
573.75 |
+11.75 |
2,385 |
17,704 |
-459 |
| May10 |
090731 |
578.25 |
587.50 |
573.50 |
586.00 |
+11.25 |
313 |
2,601 |
+121 |
| Jul10 |
090731 |
585.75 |
598.25 |
583.75 |
596.75 |
+11.50 |
1,403 |
39,378 |
+81 |
| Total Volume and Open Interest |
46,616 |
322,344 |
-278 |
| Wheat(KCBT) |
| Sep09 |
090731 |
549.00 |
560.25 |
548.00 |
559.25 |
+9.75 |
7,926 |
36,652 |
-1,528 |
| Dec09 |
090731 |
565.75 |
577.00 |
564.75 |
576.00 |
+9.50 |
3,805 |
39,269 |
+272 |
| Mar10 |
090731 |
586.75 |
592.75 |
581.25 |
592.25 |
+9.75 |
884 |
7,587 |
+215 |
| May10 |
090731 |
597.75 |
603.50 |
592.00 |
603.00 |
+10.00 |
129 |
1,206 |
+18 |
| Jul10 |
090731 |
602.75 |
614.25 |
602.25 |
612.75 |
+10.00 |
590 |
10,423 |
-58 |
| Total Volume and Open Interest |
13,479 |
96,946 |
-1,014 |
| Wheat(MGE) |
| Sep09 |
090731 |
599.00 |
611.50 |
596.00 |
605.00 |
+5.50 |
1,490 |
9,436 |
-268 |
| Dec09 |
090731 |
612.00 |
625.75 |
610.00 |
620.00 |
+6.75 |
1,008 |
14,020 |
+177 |
| Mar10 |
090731 |
632.00 |
638.25 |
625.50 |
635.25 |
+7.75 |
113 |
4,524 |
-2 |
| May10 |
090731 |
637.50 |
648.00 |
635.25 |
645.00 |
+8.50 |
36 |
1,595 |
-1 |
| Jul10 |
090731 |
647.75 |
656.75 |
644.25 |
652.50 |
+7.50 |
49 |
5,498 |
+0 |
| Total Volume and Open Interest |
2,749 |
36,407 |
-114 |
| Oats(CBOT) |
| Sep09 |
090731 |
194.00 |
198.25 |
192.25 |
198.00 |
+4.00 |
91 |
3,643 |
-2 |
| Dec09 |
090731 |
207.00 |
212.00 |
206.00 |
212.00 |
+4.00 |
469 |
9,269 |
-2 |
| Mar10 |
090731 |
221.50 |
224.25 |
221.50 |
224.00 |
+3.75 |
41 |
1,481 |
+15 |
| May10 |
090731 |
232.00 |
232.00 |
228.25 |
232.00 |
+3.75 |
0 |
89 |
+0 |
| Total Volume and Open Interest |
601 |
14,485 |
+11 |
| Rough Rice(CBOT) |
| Sep09 |
090731 |
13.69 |
13.94 |
13.59 |
13.77 |
+0.02 |
560 |
5,517 |
-317 |
| Nov09 |
090731 |
13.86 |
14.16 |
13.81 |
13.99 |
+0.02 |
724 |
2,717 |
+137 |
| Jan10 |
090731 |
14.00 |
14.27 |
14.00 |
14.16 |
+0.02 |
19 |
360 |
+6 |
| Mar10 |
090731 |
14.40 |
14.40 |
14.31 |
14.36 |
+0.05 |
35 |
408 |
+33 |
| Total Volume and Open Interest |
1,339 |
9,161 |
-141 |
| Live Cattle(CME) |
| Aug09 |
090731 |
84.450 |
84.800 |
83.950 |
84.700 |
+0.120 |
9,340 |
34,202 |
-1,387 |
| Oct09 |
090731 |
89.700 |
90.300 |
89.400 |
90.200 |
+0.350 |
18,080 |
104,147 |
+602 |
| Dec09 |
090731 |
89.150 |
89.500 |
88.700 |
89.230 |
unch |
11,554 |
59,836 |
+3,007 |
| Feb10 |
090731 |
89.000 |
89.430 |
88.550 |
89.180 |
+0.130 |
2,228 |
19,724 |
+316 |
| Apr10 |
090731 |
90.785 |
90.800 |
90.050 |
90.800 |
+0.265 |
731 |
9,158 |
+39 |
| Jun10 |
090731 |
87.300 |
88.000 |
87.000 |
87.950 |
+0.470 |
147 |
4,082 |
+19 |
| Total Volume and Open Interest |
42,087 |
231,975 |
+2,599 |
| Feeder Cattle(CME) |
| Aug09 |
090731 |
102.450 |
102.600 |
101.750 |
102.350 |
+0.215 |
1,743 |
7,845 |
-263 |
| Sep09 |
090731 |
102.250 |
102.680 |
101.750 |
102.550 |
+0.265 |
647 |
8,201 |
+37 |
| Oct09 |
090731 |
102.300 |
102.730 |
101.850 |
102.535 |
+0.250 |
920 |
7,516 |
+9 |
| Nov09 |
090731 |
102.400 |
102.650 |
101.900 |
102.650 |
+0.250 |
145 |
2,188 |
+37 |
| Jan10 |
090731 |
101.750 |
102.000 |
101.350 |
101.700 |
+0.050 |
14 |
808 |
+1 |
| Mar10 |
090731 |
101.500 |
101.500 |
101.250 |
101.500 |
+0.150 |
4 |
385 |
+3 |
| Apr10 |
090731 |
101.900 |
101.900 |
101.900 |
101.900 |
+0.200 |
1 |
28 |
+1 |
| Total Volume and Open Interest |
3,477 |
26,990 |
-173 |
| Lean Hogs(CME) |
| Aug09 |
090731 |
54.900 |
57.100 |
54.785 |
56.035 |
+1.405 |
7,711 |
10,349 |
-2,192 |
| Oct09 |
090731 |
52.800 |
55.050 |
52.800 |
53.900 |
+1.300 |
9,980 |
54,787 |
+110 |
| Dec09 |
090731 |
52.900 |
54.285 |
52.900 |
53.235 |
+0.250 |
4,424 |
34,603 |
+117 |
| Feb10 |
090731 |
58.600 |
59.750 |
58.600 |
59.130 |
+0.800 |
2,345 |
13,855 |
+80 |
| Apr10 |
090731 |
63.000 |
63.550 |
62.600 |
62.800 |
+0.350 |
411 |
5,790 |
+83 |
| May10 |
090731 |
67.900 |
67.900 |
66.950 |
67.800 |
+0.800 |
48 |
493 |
+31 |
| Jun10 |
090731 |
71.535 |
71.700 |
70.900 |
71.700 |
+0.815 |
360 |
3,204 |
+181 |
| Jul10 |
090731 |
70.700 |
70.885 |
70.000 |
70.500 |
+0.350 |
22 |
325 |
+12 |
| Total Volume and Open Interest |
25,319 |
123,953 |
-1,569 |
| Pork Bellies(CME) |
| Aug09 |
090731 |
62.500 |
62.950 |
61.250 |
62.250 |
+1.250 |
68 |
290 |
-21 |
| Feb10 |
090731 |
81.000 |
81.800 |
80.000 |
81.250 |
-0.135 |
31 |
235 |
+19 |
| Mar10 |
090731 |
81.500 |
81.500 |
80.000 |
80.000 |
-0.900 |
2 |
48 |
+2 |
| May10 |
090731 |
83.000 |
83.000 |
83.000 |
83.000 |
-0.700 |
4 |
5 |
+4 |
| Jul10 |
090731 |
85.000 |
85.000 |
85.000 |
85.000 |
-0.500 |
|
|
|
| Total Volume and Open Interest |
105 |
578 |
+4 |
| Class III Milk(CME) |
| Jul09 |
090730 |
9.96 |
9.96 |
9.94 |
9.94 |
unch |
19 |
4,633 |
-17 |
| Aug09 |
090731 |
10.83 |
11.15 |
10.83 |
11.05 |
+0.27 |
106 |
4,184 |
+12 |
| Sep09 |
090731 |
11.94 |
12.60 |
11.94 |
12.40 |
+0.55 |
226 |
4,269 |
+51 |
| Oct09 |
090731 |
12.31 |
13.10 |
12.30 |
12.96 |
+0.59 |
253 |
3,973 |
+52 |
| Nov09 |
090731 |
13.20 |
13.85 |
13.20 |
13.50 |
+0.25 |
130 |
3,582 |
+24 |
| Total Volume and Open Interest |
1,143 |
29,331 |
+223 |
| Cocoa(ICE) |
| Sep09 |
090731 |
2898 |
2903 |
2845 |
2892 |
-6 |
6,051 |
45,633 |
+184 |
| Dec09 |
090731 |
2908 |
2933 |
2880 |
2926 |
-6 |
2,454 |
34,489 |
+480 |
| Mar10 |
090731 |
2929 |
2944 |
2898 |
2942 |
-4 |
424 |
20,461 |
+151 |
| May10 |
090731 |
2931 |
2950 |
2921 |
2950 |
-2 |
97 |
4,899 |
+4 |
| Jul10 |
090731 |
2940 |
2958 |
2940 |
2957 |
-5 |
2 |
3,603 |
+2 |
| Sep10 |
090731 |
2968 |
2968 |
2964 |
2964 |
-4 |
2 |
2,674 |
-13 |
| Dec10 |
090731 |
2985 |
2985 |
2983 |
2983 |
-1 |
11 |
1,772 |
+11 |
| Total Volume and Open Interest |
9,041 |
117,088 |
+819 |
| Coffee "C"(ICE) |
| Sep09 |
090731 |
125.10 |
128.00 |
123.60 |
127.85 |
+2.90 |
8,069 |
54,634 |
-1,271 |
| Dec09 |
090731 |
128.45 |
131.05 |
127.00 |
131.00 |
+2.90 |
1,269 |
28,087 |
+121 |
| Mar10 |
090731 |
131.00 |
133.85 |
131.00 |
133.85 |
+2.90 |
510 |
13,252 |
-72 |
| May10 |
090731 |
132.80 |
135.80 |
132.80 |
135.80 |
+2.90 |
226 |
3,907 |
+98 |
| Jul10 |
090731 |
135.20 |
137.65 |
135.20 |
137.65 |
+2.85 |
182 |
1,748 |
-22 |
| Sep10 |
090731 |
137.05 |
139.55 |
137.05 |
139.55 |
+2.85 |
127 |
1,487 |
+2 |
| Total Volume and Open Interest |
10,692 |
104,456 |
-1,147 |
| Orange Juice(ICE) |
| Sep09 |
090731 |
92.60 |
92.95 |
91.20 |
91.30 |
-1.60 |
1,416 |
16,712 |
-724 |
| Nov09 |
090731 |
96.00 |
96.25 |
94.80 |
94.80 |
-1.55 |
245 |
10,469 |
-24 |
| Jan10 |
090731 |
98.00 |
98.00 |
97.80 |
97.80 |
-1.50 |
71 |
1,095 |
-7 |
| Mar10 |
090731 |
102.45 |
102.45 |
101.00 |
101.00 |
-1.50 |
26 |
2,311 |
-7 |
| May10 |
090731 |
104.50 |
104.50 |
103.85 |
103.85 |
-1.50 |
1 |
156 |
+1 |
| Jul10 |
090731 |
106.75 |
106.75 |
106.75 |
106.75 |
-1.50 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
1,759 |
30,984 |
-761 |
| Sugar #11(ICE) |
| Oct09 |
090731 |
18.76 |
18.85 |
18.44 |
18.61 |
-0.14 |
27,846 |
323,444 |
+3,421 |
| Mar10 |
090731 |
19.92 |
19.95 |
19.63 |
19.78 |
-0.10 |
10,959 |
185,809 |
-20 |
| May10 |
090731 |
19.33 |
19.33 |
19.02 |
19.18 |
-0.09 |
2,335 |
41,773 |
+547 |
| Jul10 |
090731 |
18.58 |
18.64 |
18.37 |
18.55 |
-0.03 |
1,674 |
85,850 |
+233 |
| Oct10 |
090731 |
18.27 |
18.34 |
18.09 |
18.27 |
unch |
819 |
61,876 |
+106 |
| Total Volume and Open Interest |
45,355 |
776,880 |
+4,581 |
| Sugar #14(ICE) |
| Sep09 |
090731 |
23.20 |
23.28 |
23.15 |
23.20 |
-0.05 |
126 |
1,768 |
+28 |
| Total Volume and Open Interest |
126 |
1,768 |
+28 |
| London Cocoa(LCE) |
| Sep09 |
090731 |
1825 |
1830 |
1804 |
1810 |
-21 |
4,759 |
49,415 |
+169 |
| Dec09 |
090731 |
1848 |
1854 |
1829 |
1835 |
-20 |
3,092 |
40,237 |
+54 |
| Mar10 |
090731 |
1840 |
1848 |
1831 |
1838 |
-19 |
1,842 |
31,498 |
-181 |
| May10 |
090731 |
1831 |
1841 |
1829 |
1831 |
-17 |
708 |
18,706 |
+339 |
| Jul10 |
090731 |
1820 |
1826 |
1820 |
1822 |
-18 |
66 |
6,972 |
+20 |
| Sep10 |
090731 |
1822 |
1822 |
1822 |
1822 |
-18 |
185 |
3,083 |
-41 |
| Dec10 |
090731 |
1822 |
1822 |
1822 |
1822 |
-18 |
10 |
686 |
+10 |
| Total Volume and Open Interest |
10,662 |
153,198 |
+370 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090731 |
493.90 |
495.00 |
487.70 |
491.80 |
-2.00 |
1,606 |
44,928 |
+45 |
| Dec09 |
090731 |
504.40 |
505.00 |
498.50 |
502.30 |
-2.00 |
699 |
9,708 |
-14 |
| Mar10 |
090731 |
512.90 |
512.90 |
505.90 |
510.10 |
-1.40 |
1,114 |
13,423 |
+525 |
| May10 |
090731 |
508.00 |
508.00 |
501.50 |
506.10 |
-1.70 |
203 |
2,970 |
+43 |
| Aug10 |
090731 |
502.00 |
502.00 |
495.50 |
497.60 |
-2.90 |
402 |
3,306 |
+175 |
| Total Volume and Open Interest |
4,074 |
75,839 |
+774 |
| Cotton(ICE) |
| Oct09 |
090731 |
58.75 |
58.75 |
57.43 |
57.93 |
-0.15 |
92 |
2,088 |
-9 |
| Dec09 |
090731 |
60.13 |
60.75 |
59.24 |
60.02 |
-0.09 |
4,783 |
100,959 |
+279 |
| Mar10 |
090731 |
62.35 |
62.35 |
61.39 |
62.22 |
-0.03 |
439 |
15,863 |
+37 |
| May10 |
090731 |
62.97 |
63.45 |
62.92 |
63.45 |
-0.08 |
12 |
1,055 |
+0 |
| Jul10 |
090731 |
64.24 |
64.76 |
64.05 |
64.76 |
-0.02 |
38 |
2,725 |
+27 |
| Oct10 |
090731 |
65.98 |
65.98 |
65.98 |
65.98 |
-0.02 |
8 |
15 |
+5 |
| Total Volume and Open Interest |
5,375 |
124,998 |
+336 |
| Lumber(CME) |
| Sep09 |
090731 |
195.4 |
199.0 |
195.3 |
196.1 |
-1.0 |
358 |
5,629 |
-104 |
| Nov09 |
090731 |
202.9 |
206.1 |
201.0 |
204.1 |
-1.9 |
155 |
1,820 |
-21 |
| Jan10 |
090731 |
216.9 |
218.3 |
211.8 |
215.6 |
-3.1 |
17 |
935 |
-31 |
| Mar10 |
090731 |
222.3 |
225.0 |
222.3 |
225.0 |
-2.4 |
1 |
61 |
+1 |
| Total Volume and Open Interest |
531 |
8,457 |
-155 |
| Crude Oil(NYM) |
| Sep09 |
090731 |
66.69 |
69.74 |
64.96 |
69.45 |
+2.51 |
342,411 |
321,276 |
-10,299 |
| Oct09 |
090731 |
68.62 |
71.43 |
66.92 |
71.15 |
+2.23 |
100,202 |
102,108 |
+2,063 |
| Nov09 |
090731 |
69.98 |
72.62 |
68.47 |
72.40 |
+1.92 |
37,067 |
55,861 |
+106 |
| Dec09 |
090731 |
71.07 |
73.46 |
69.54 |
73.20 |
+1.62 |
56,207 |
162,318 |
+422 |
| Jan10 |
090731 |
72.29 |
74.04 |
70.66 |
73.95 |
+1.45 |
12,117 |
34,457 |
-1,391 |
| Feb10 |
090731 |
72.81 |
74.73 |
72.40 |
74.73 |
+1.37 |
4,161 |
22,282 |
-145 |
| Mar10 |
090731 |
72.19 |
75.44 |
72.19 |
75.44 |
+1.31 |
2,986 |
19,853 |
+206 |
| Apr10 |
090731 |
74.30 |
76.06 |
74.26 |
76.06 |
+1.25 |
1,685 |
11,154 |
-40 |
| May10 |
090731 |
75.00 |
76.62 |
75.00 |
76.62 |
+1.18 |
1,168 |
10,490 |
-12 |
| Jun10 |
090731 |
76.00 |
77.32 |
74.51 |
77.14 |
+1.11 |
8,204 |
48,478 |
+380 |
| Jul10 |
090731 |
75.72 |
77.70 |
74.65 |
77.47 |
+1.01 |
3,995 |
30,310 |
-595 |
| Aug10 |
090731 |
76.02 |
77.62 |
75.83 |
77.62 |
+0.92 |
1,306 |
8,397 |
+191 |
| Sep10 |
090731 |
76.15 |
77.76 |
76.15 |
77.76 |
+0.84 |
753 |
13,830 |
+88 |
| Oct10 |
090731 |
77.66 |
77.91 |
77.66 |
77.91 |
+0.75 |
654 |
7,664 |
+43 |
| Nov10 |
090731 |
78.14 |
78.14 |
78.14 |
78.14 |
+0.66 |
808 |
8,239 |
+29 |
| Dec10 |
090731 |
77.50 |
78.56 |
76.01 |
78.41 |
+0.61 |
13,389 |
94,199 |
-988 |
| Total Volume and Open Interest |
593,549 |
1,165,239 |
-8,341 |
| 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 |
090731 |
66.675 |
69.725 |
64.950 |
69.450 |
+2.500 |
15,437 |
4,039 |
+101 |
| Oct09 |
090731 |
68.450 |
71.375 |
66.950 |
71.150 |
+2.225 |
430 |
550 |
+19 |
| Nov09 |
090731 |
70.425 |
72.400 |
69.600 |
72.400 |
+1.925 |
70 |
234 |
+6 |
| Dec09 |
090731 |
71.550 |
73.200 |
70.850 |
73.200 |
+1.625 |
25 |
260 |
+0 |
| Jan10 |
090731 |
73.950 |
73.950 |
73.950 |
73.950 |
+1.450 |
8 |
123 |
+8 |
| Feb10 |
090731 |
74.725 |
74.725 |
74.725 |
74.725 |
+1.375 |
8 |
75 |
-8 |
| Mar10 |
090731 |
75.450 |
75.450 |
75.450 |
75.450 |
+1.325 |
2 |
3 |
+2 |
| Apr10 |
090731 |
76.050 |
76.050 |
76.050 |
76.050 |
+1.250 |
|
|
|
| Total Volume and Open Interest |
15,980 |
5,365 |
+128 |
| Heating Oil(NYM) |
| Aug09 |
090731 |
175.95 |
182.00 |
171.66 |
179.38 |
+2.51 |
15,627 |
12,141 |
-3,186 |
| Sep09 |
090731 |
178.91 |
183.87 |
173.42 |
183.25 |
+4.26 |
45,799 |
68,817 |
+2,158 |
| Oct09 |
090731 |
180.90 |
186.84 |
176.76 |
186.29 |
+4.18 |
12,097 |
34,247 |
+1,001 |
| Nov09 |
090731 |
184.76 |
190.40 |
180.71 |
189.83 |
+4.07 |
6,938 |
24,676 |
+878 |
| Dec09 |
090731 |
189.50 |
194.12 |
184.70 |
193.46 |
+4.03 |
8,684 |
37,963 |
-497 |
| Jan10 |
090731 |
192.43 |
196.86 |
188.79 |
196.86 |
+3.99 |
2,610 |
21,379 |
+803 |
| Feb10 |
090731 |
191.88 |
199.51 |
191.77 |
199.51 |
+3.99 |
786 |
13,998 |
+172 |
| Mar10 |
090731 |
196.00 |
201.01 |
196.00 |
201.01 |
+3.94 |
793 |
10,210 |
+344 |
| Apr10 |
090731 |
192.90 |
201.86 |
192.90 |
201.86 |
+3.94 |
677 |
7,107 |
+21 |
| May10 |
090731 |
197.93 |
202.91 |
197.93 |
202.91 |
+3.94 |
387 |
8,924 |
+120 |
| Jun10 |
090731 |
196.30 |
204.11 |
196.28 |
204.11 |
+3.89 |
1,751 |
19,158 |
+313 |
| Jul10 |
090731 |
206.01 |
206.01 |
206.01 |
206.01 |
+3.84 |
240 |
3,070 |
-90 |
| Total Volume and Open Interest |
99,930 |
302,446 |
+2,650 |
| Gasoline(NYMEX) |
| Aug09 |
090731 |
198.99 |
206.50 |
194.91 |
204.48 |
+5.37 |
16,406 |
9,647 |
-5,628 |
| Sep09 |
090731 |
194.43 |
201.70 |
190.70 |
201.26 |
+6.12 |
42,194 |
91,305 |
+549 |
| Oct09 |
090731 |
185.23 |
190.50 |
179.65 |
189.93 |
+5.55 |
12,712 |
31,478 |
+1,085 |
| Nov09 |
090731 |
182.21 |
188.14 |
178.22 |
187.95 |
+5.21 |
5,480 |
14,793 |
-639 |
| Dec09 |
090731 |
182.96 |
188.31 |
178.03 |
187.94 |
+4.92 |
7,417 |
20,151 |
+511 |
| Jan10 |
090731 |
181.10 |
189.70 |
181.05 |
189.60 |
+4.70 |
1,295 |
10,454 |
+654 |
| Feb10 |
090731 |
191.61 |
191.61 |
191.61 |
191.61 |
+4.60 |
80 |
3,253 |
+9 |
| Mar10 |
090731 |
189.60 |
193.81 |
189.60 |
193.81 |
+4.40 |
161 |
4,462 |
-58 |
| Apr10 |
090731 |
206.96 |
206.96 |
206.96 |
206.96 |
+4.25 |
0 |
4,116 |
+0 |
| May10 |
090731 |
208.26 |
208.26 |
208.26 |
208.26 |
+4.15 |
133 |
2,453 |
+2 |
| Total Volume and Open Interest |
87,084 |
201,742 |
-3,234 |
| e-miNY RBOB Gasoline(NYM) |
| Sep09 |
090730 |
195.14 |
195.14 |
195.14 |
195.14 |
+13.13 |
|
|
|
| Oct09 |
090731 |
189.93 |
189.93 |
189.93 |
189.93 |
+5.55 |
|
|
|
| Nov09 |
090731 |
187.95 |
187.95 |
187.95 |
187.95 |
+5.21 |
|
|
|
| Dec09 |
090731 |
187.94 |
187.94 |
187.94 |
187.94 |
+4.92 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Sep09 |
090731 |
3.742 |
3.761 |
3.550 |
3.653 |
-0.090 |
86,648 |
177,931 |
+2,584 |
| Oct09 |
090731 |
3.967 |
4.000 |
3.821 |
3.909 |
-0.079 |
16,799 |
91,200 |
+585 |
| Nov09 |
090731 |
4.684 |
4.685 |
4.559 |
4.656 |
-0.047 |
6,823 |
43,241 |
+1,671 |
| Dec09 |
090731 |
5.340 |
5.364 |
5.252 |
5.358 |
-0.035 |
5,865 |
45,243 |
+830 |
| Jan10 |
090731 |
5.662 |
5.665 |
5.540 |
5.643 |
-0.034 |
6,678 |
44,316 |
-205 |
| Feb10 |
090731 |
5.695 |
5.705 |
5.580 |
5.683 |
-0.025 |
1,976 |
20,880 |
-460 |
| Mar10 |
090731 |
5.590 |
5.650 |
5.541 |
5.631 |
-0.022 |
2,183 |
37,165 |
-430 |
| Apr10 |
090731 |
5.498 |
5.573 |
5.498 |
5.566 |
-0.022 |
2,253 |
37,870 |
+593 |
| May10 |
090731 |
5.556 |
5.631 |
5.556 |
5.624 |
-0.021 |
255 |
19,298 |
+71 |
| Jun10 |
090731 |
5.656 |
5.737 |
5.654 |
5.721 |
-0.021 |
209 |
9,695 |
+26 |
| Jul10 |
090731 |
5.800 |
5.861 |
5.780 |
5.845 |
-0.019 |
516 |
9,909 |
+375 |
| Aug10 |
090731 |
5.900 |
5.939 |
5.892 |
5.939 |
-0.017 |
113 |
9,088 |
-16 |
| Sep10 |
090731 |
5.987 |
6.001 |
5.943 |
6.001 |
-0.017 |
140 |
6,800 |
-53 |
| Oct10 |
090731 |
6.076 |
6.111 |
5.999 |
6.111 |
-0.017 |
694 |
18,328 |
-357 |
| Nov10 |
090731 |
6.441 |
6.486 |
6.440 |
6.486 |
+0.003 |
160 |
5,994 |
+15 |
| Dec10 |
090731 |
6.829 |
6.855 |
6.714 |
6.851 |
+0.003 |
119 |
12,781 |
+14 |
| Total Volume and Open Interest |
132,223 |
705,859 |
-5,133 |
| Brent Crude Oil(ICE) |
| Sep09 |
090731 |
69.79 |
72.12 |
68.06 |
71.70 |
+1.59 |
144,545 |
124,216 |
-10,530 |
| Oct09 |
090731 |
70.16 |
72.61 |
68.46 |
72.21 |
+1.73 |
81,695 |
129,008 |
+3,890 |
| Nov09 |
090731 |
70.90 |
73.36 |
69.25 |
72.98 |
+1.77 |
33,908 |
54,540 |
+2,387 |
| Dec09 |
090731 |
71.60 |
74.04 |
70.01 |
73.67 |
+1.73 |
38,884 |
100,295 |
-308 |
| Jan10 |
090731 |
72.31 |
74.67 |
70.85 |
74.33 |
+1.68 |
7,105 |
31,824 |
+349 |
| Feb10 |
090731 |
73.05 |
75.34 |
71.53 |
74.98 |
+1.64 |
3,507 |
16,905 |
+176 |
| Mar10 |
090731 |
73.25 |
75.98 |
72.20 |
75.64 |
+1.62 |
2,677 |
12,954 |
+145 |
| Apr10 |
090731 |
73.88 |
76.60 |
72.85 |
76.27 |
+1.62 |
1,779 |
7,835 |
-25 |
| May10 |
090731 |
74.47 |
77.20 |
73.48 |
76.86 |
+1.62 |
1,514 |
6,448 |
+28 |
| Jun10 |
090731 |
75.05 |
77.68 |
74.05 |
77.38 |
+1.60 |
5,581 |
38,402 |
+598 |
| Jul10 |
090731 |
78.00 |
78.00 |
77.76 |
77.76 |
+1.57 |
729 |
9,527 |
+90 |
| Aug10 |
090731 |
78.10 |
78.10 |
78.01 |
78.01 |
+1.51 |
509 |
6,597 |
-21 |
| Sep10 |
090731 |
78.22 |
78.22 |
78.22 |
78.22 |
+1.45 |
537 |
3,156 |
+72 |
| Oct10 |
090731 |
78.42 |
78.42 |
78.42 |
78.42 |
+1.38 |
534 |
2,985 |
+157 |
| Total Volume and Open Interest |
334,749 |
695,060 |
-1,336 |
| Gas Oil(ICE) |
| Aug09 |
090731 |
567.25 |
583.50 |
551.50 |
570.50 |
+5.75 |
27,020 |
46,506 |
-4,208 |
| Sep09 |
090731 |
572.25 |
590.00 |
558.00 |
577.25 |
+5.75 |
42,122 |
89,893 |
+706 |
| Oct09 |
090731 |
584.00 |
596.75 |
565.75 |
585.00 |
+6.00 |
13,817 |
50,194 |
+1,584 |
| Nov09 |
090731 |
593.00 |
603.75 |
574.00 |
593.00 |
+6.00 |
7,239 |
36,399 |
+759 |
| Dec09 |
090731 |
601.75 |
613.00 |
582.75 |
601.75 |
+6.25 |
13,016 |
64,711 |
-530 |
| Jan10 |
090731 |
610.50 |
614.25 |
602.50 |
611.25 |
+6.50 |
2,645 |
41,073 |
+6 |
| Feb10 |
090731 |
617.75 |
620.00 |
599.75 |
619.00 |
+6.75 |
980 |
18,240 |
+64 |
| Mar10 |
090731 |
623.75 |
628.75 |
606.00 |
625.75 |
+7.25 |
1,006 |
20,935 |
-73 |
| Apr10 |
090731 |
629.75 |
631.50 |
626.25 |
631.50 |
+7.00 |
690 |
11,699 |
+187 |
| May10 |
090731 |
635.50 |
637.00 |
632.00 |
637.00 |
+6.75 |
1,071 |
9,610 |
+199 |
| Total Volume and Open Interest |
117,392 |
512,962 |
-1,560 |
| Ethanol(CBOT) |
| Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
| Aug09 |
090731 |
1.625 |
1.625 |
1.625 |
1.625 |
+0.021 |
52 |
109 |
-37 |
| Sep09 |
090731 |
1.570 |
1.583 |
1.570 |
1.583 |
+0.012 |
40 |
509 |
+10 |
| Oct09 |
090731 |
1.550 |
1.560 |
1.550 |
1.560 |
+0.030 |
13 |
392 |
+12 |
| Nov09 |
090731 |
1.555 |
1.555 |
1.551 |
1.555 |
+0.015 |
8 |
252 |
+8 |
| Dec09 |
090731 |
1.555 |
1.555 |
1.555 |
1.555 |
+0.011 |
7 |
370 |
+3 |
| Jan10 |
090731 |
1.555 |
1.555 |
1.555 |
1.555 |
+0.012 |
4 |
501 |
+0 |
| Feb10 |
090731 |
1.560 |
1.560 |
1.560 |
1.560 |
+0.005 |
11 |
422 |
-4 |
| Total Volume and Open Interest |
168 |
3,801 |
+14 |
| US Dollar Index(ICE) |
| Sep09 |
090731 |
79.375 |
79.400 |
78.310 |
78.450 |
-0.955 |
7,247 |
22,638 |
-1,014 |
| Dec09 |
090731 |
79.650 |
79.650 |
78.615 |
78.770 |
-0.955 |
71 |
2,136 |
-15 |
| Mar10 |
090731 |
79.045 |
79.045 |
79.045 |
79.045 |
-0.955 |
|
|
|
| Total Volume and Open Interest |
7,318 |
24,774 |
-1,029 |
| Australian Dollar(CME) |
| Sep09 |
090731 |
82.29 |
83.43 |
82.13 |
83.21 |
+0.75 |
96,400 |
99,515 |
-3,403 |
| Dec09 |
090731 |
81.70 |
82.80 |
81.59 |
82.62 |
+0.74 |
256 |
394 |
-10 |
| Mar10 |
090731 |
82.01 |
82.01 |
81.28 |
82.01 |
+0.73 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
96,656 |
99,925 |
-3,413 |
| British Pound(CME) |
| Sep09 |
090731 |
164.90 |
167.33 |
164.72 |
166.87 |
+1.98 |
123,945 |
88,872 |
-1,895 |
| Dec09 |
090731 |
165.03 |
167.27 |
164.72 |
166.85 |
+1.98 |
146 |
533 |
+26 |
| Mar10 |
090731 |
165.03 |
166.94 |
164.86 |
166.84 |
+1.98 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
124,091 |
89,435 |
-1,869 |
| Canadian Dollar(CME) |
| Sep09 |
090731 |
92.21 |
92.92 |
92.10 |
92.70 |
+0.34 |
69,164 |
89,081 |
+331 |
| Dec09 |
090731 |
92.31 |
92.93 |
92.16 |
92.73 |
+0.35 |
167 |
2,396 |
+63 |
| Mar10 |
090731 |
92.43 |
92.90 |
92.21 |
92.74 |
+0.35 |
0 |
672 |
+0 |
| Jun10 |
090731 |
92.25 |
92.90 |
92.12 |
92.75 |
+0.34 |
0 |
129 |
+0 |
| Total Volume and Open Interest |
69,336 |
92,450 |
+398 |
| Japanese Yen(CME) |
| Sep09 |
090731 |
104.71 |
105.87 |
104.33 |
105.53 |
+0.91 |
116,285 |
83,697 |
-6,533 |
| Dec09 |
090731 |
104.87 |
105.95 |
104.47 |
105.63 |
+0.91 |
300 |
409 |
+34 |
| Mar10 |
090731 |
105.21 |
105.88 |
104.90 |
105.81 |
+0.91 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
116,585 |
84,132 |
-6,499 |
| Swiss Franc(CME) |
| Sep09 |
090731 |
91.96 |
93.86 |
91.86 |
93.62 |
+1.68 |
53,137 |
33,579 |
-3,625 |
| Dec09 |
090731 |
92.22 |
93.94 |
92.00 |
93.73 |
+1.68 |
8 |
112 |
+8 |
| Mar10 |
090731 |
92.40 |
93.90 |
92.22 |
93.90 |
+1.68 |
4 |
5 |
+0 |
| Total Volume and Open Interest |
53,149 |
33,696 |
-3,617 |
| EuroFX(CME) |
| Sep09 |
090731 |
140.70 |
142.82 |
140.65 |
142.54 |
+1.77 |
298,175 |
119,644 |
-13,950 |
| Dec09 |
090731 |
140.82 |
142.78 |
140.69 |
142.54 |
+1.77 |
431 |
1,269 |
-19 |
| Mar10 |
090731 |
140.86 |
142.56 |
140.80 |
142.56 |
+1.76 |
0 |
338 |
+0 |
| Total Volume and Open Interest |
298,606 |
121,255 |
-13,969 |
| Mexican Peso(CME) |
| Aug09 |
090731 |
758.0 |
758.0 |
755.5 |
758.0 |
+2.5 |
|
|
|
| Sep09 |
090731 |
749.5 |
754.2 |
749.5 |
753.5 |
+2.5 |
7,462 |
56,303 |
+1,299 |
| Total Volume and Open Interest |
7,472 |
57,974 |
+1,309 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090731 |
117~085 |
119~085 |
117~030 |
119~000 |
+1~305 |
282,533 |
676,801 |
-839 |
| Dec09 |
090731 |
116~000 |
118~000 |
115~250 |
117~235 |
+1~305 |
200 |
2,059 |
+60 |
| Mar10 |
090731 |
115~220 |
116~245 |
114~260 |
116~245 |
+1~305 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
282,733 |
678,903 |
-779 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090731 |
116~120 |
117~145 |
116~015 |
117~090 |
+1~030 |
762,678 |
1,092,344 |
+8,440 |
| Dec09 |
090731 |
114~290 |
115~280 |
114~220 |
115~265 |
+1~015 |
530 |
7,016 |
+304 |
| Mar10 |
090731 |
114~265 |
114~265 |
113~250 |
114~265 |
+1~015 |
|
|
|
| Total Volume and Open Interest |
763,208 |
1,099,360 |
+8,744 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090731 |
114~114 |
115~070 |
114~074 |
115~049 |
+0~087 |
522,016 |
771,248 |
+18,483 |
| Dec09 |
090731 |
114~004 |
114~004 |
113~045 |
114~004 |
+0~087 |
12,155 |
15,292 |
+12,150 |
| Mar10 |
090731 |
114~004 |
114~004 |
113~045 |
114~004 |
+0~087 |
|
|
|
| Total Volume and Open Interest |
534,171 |
786,540 |
+30,633 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090731 |
108~013 |
108~037 |
108~013 |
108~037 |
+0~017 |
1,755 |
662,314 |
+7,273 |
| Dec09 |
090731 |
107~080 |
107~081 |
107~057 |
107~081 |
+0~024 |
53 |
1,455 |
+1 |
| Mar10 |
090731 |
107~081 |
107~081 |
107~057 |
107~081 |
+0~024 |
|
|
|
| Total Volume and Open Interest |
175,660 |
654,082 |
-9,686 |
| Eurodollars(CME) |
| Sep09 |
090731 |
99.500 |
99.510 |
99.495 |
99.505 |
+0.010 |
118,210 |
1,001,610 |
-312 |
| Dec09 |
090731 |
99.260 |
99.300 |
99.235 |
99.290 |
+0.040 |
205,837 |
957,459 |
-506 |
| Mar10 |
090731 |
98.960 |
99.035 |
98.910 |
99.015 |
+0.075 |
314,826 |
903,084 |
-1,263 |
| Jun10 |
090731 |
98.545 |
98.660 |
98.480 |
98.630 |
+0.120 |
255,748 |
647,349 |
+9,026 |
| Sep10 |
090731 |
98.130 |
98.260 |
98.060 |
98.230 |
+0.150 |
352,391 |
595,297 |
+3,665 |
| Dec10 |
090731 |
97.720 |
97.855 |
97.655 |
97.820 |
+0.155 |
270,899 |
693,014 |
-23,634 |
| Mar11 |
090731 |
97.370 |
97.520 |
97.320 |
97.480 |
+0.160 |
199,797 |
373,636 |
+16 |
| Jun11 |
090731 |
97.055 |
97.195 |
96.995 |
97.160 |
+0.165 |
111,138 |
365,919 |
+402 |
| Sep11 |
090731 |
96.730 |
96.915 |
96.710 |
96.875 |
+0.170 |
56,816 |
239,645 |
-104 |
| Dec11 |
090731 |
96.465 |
96.640 |
96.425 |
96.600 |
+0.180 |
51,680 |
166,429 |
-327 |
| Mar12 |
090731 |
96.275 |
96.450 |
96.225 |
96.405 |
+0.190 |
51,545 |
124,513 |
+3,035 |
| Jun12 |
090731 |
96.045 |
96.260 |
96.035 |
96.220 |
+0.195 |
37,107 |
120,600 |
+67 |
| Sep12 |
090731 |
95.920 |
96.100 |
95.875 |
96.055 |
+0.195 |
12,921 |
65,018 |
+108 |
| Dec12 |
090731 |
95.720 |
95.930 |
95.720 |
95.890 |
+0.195 |
11,726 |
59,021 |
-105 |
| Mar13 |
090731 |
95.625 |
95.830 |
95.625 |
95.790 |
+0.195 |
10,353 |
60,957 |
+1,029 |
| Jun13 |
090731 |
95.555 |
95.710 |
95.505 |
95.680 |
+0.195 |
8,552 |
31,839 |
+1,878 |
| Sep13 |
090731 |
95.450 |
95.605 |
95.405 |
95.570 |
+0.190 |
6,358 |
38,729 |
-245 |
| Dec13 |
090731 |
95.325 |
95.475 |
95.275 |
95.445 |
+0.190 |
4,713 |
27,967 |
-357 |
| Total Volume and Open Interest |
2,102,284 |
6,642,802 |
-7,813 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090731 |
99.845 |
99.845 |
99.842 |
99.842 |
unch |
787 |
58,555 |
-298 |
| Aug09 |
090731 |
99.815 |
99.820 |
99.805 |
99.815 |
unch |
3,533 |
48,963 |
+1,194 |
| Sep09 |
090731 |
99.800 |
99.805 |
99.790 |
99.800 |
unch |
2,378 |
35,296 |
+330 |
| Oct09 |
090731 |
99.795 |
99.795 |
99.785 |
99.790 |
unch |
5,632 |
27,721 |
-49 |
| Nov09 |
090731 |
99.760 |
99.765 |
99.755 |
99.755 |
unch |
4,395 |
53,086 |
-17 |
| Dec09 |
090731 |
99.730 |
99.735 |
99.720 |
99.725 |
unch |
2,837 |
39,323 |
-231 |
| Total Volume and Open Interest |
38,250 |
389,292 |
+3,241 |
| 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 |
090731 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Dec09 |
090731 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
|
|
|
| Mar10 |
090731 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
|
|
|
| Jun10 |
090731 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.04 |
|
|
|
| Sep10 |
090731 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.04 |
|
|
|
| Dec10 |
090731 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.04 |
|
|
|
| Mar11 |
090731 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.04 |
|
|
|
| Jun11 |
090731 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.04 |
|
|
|
| Sep11 |
090731 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.04 |
|
|
|
| Dec11 |
090731 |
99.01 |
99.01 |
99.01 |
99.01 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090731 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
137 |
11,875 |
-137 |
| Dec09 |
090731 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.02 |
0 |
3,557 |
+0 |
| Mar10 |
090731 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.02 |
0 |
2,581 |
+0 |
| Jun10 |
090731 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.02 |
0 |
1,438 |
+0 |
| Sep10 |
090731 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.02 |
0 |
421 |
+0 |
| Dec10 |
090731 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.02 |
0 |
420 |
+0 |
| Mar11 |
090731 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.02 |
0 |
412 |
+0 |
| Jun11 |
090731 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.02 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
137 |
22,479 |
+200 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090731 |
138.51 |
138.55 |
138.01 |
138.06 |
-0.35 |
2,530 |
14,612 |
+1,010 |
| Dec09 |
090731 |
137.67 |
137.67 |
137.67 |
137.67 |
-0.35 |
0 |
1 |
+0 |
| Mar10 |
090731 |
137.44 |
137.44 |
137.44 |
137.44 |
-0.35 |
|
|
|
| Total Volume and Open Interest |
2,530 |
14,903 |
+290 |
| Euro-Bund(EUREX) |
| Sep09 |
090730 |
120.65 |
121.40 |
120.37 |
120.82 |
-0.01 |
672,474 |
829,890 |
-18,905 |
| Dec09 |
090731 |
120.00 |
120.84 |
119.81 |
120.66 |
+1.21 |
1,819 |
9,383 |
+1,510 |
| Mar10 |
090731 |
120.30 |
120.30 |
120.30 |
120.30 |
+1.23 |
182 |
1 |
+0 |
| Total Volume and Open Interest |
635,341 |
848,732 |
+10,968 |
| Euro-Bobl(EUREX) |
| Sep09 |
090731 |
115.68 |
116.25 |
115.64 |
116.15 |
+0.66 |
336,226 |
629,271 |
-3,115 |
| Dec09 |
090731 |
114.53 |
114.81 |
114.49 |
114.77 |
+0.67 |
28 |
410 |
+24 |
| Mar10 |
090731 |
114.35 |
114.35 |
114.35 |
114.35 |
+0.66 |
130 |
0 |
+0 |
| Total Volume and Open Interest |
336,384 |
629,681 |
-3,091 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090731 |
99.080 |
99.095 |
99.075 |
99.085 |
+0.035 |
353 |
5,854 |
+258 |
| Mar10 |
090731 |
98.925 |
98.930 |
98.925 |
98.930 |
+0.075 |
1 |
2,954 |
-1 |
| Total Volume and Open Interest |
995 |
34,569 |
+456 |
| Long Gilt(LIFFE) |
| Sep09 |
090731 |
116~15 |
117~20 |
116~06 |
117~13 |
-0~12 |
62,468 |
217,914 |
+242 |
| Dec09 |
090731 |
115~28 |
115~28 |
115~28 |
115~28 |
+1~13 |
150 |
150 |
+150 |
| Total Volume and Open Interest |
80,168 |
226,677 |
+6,364 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090731 |
99.20 |
99.22 |
99.18 |
99.19 |
unch |
21,084 |
248,004 |
+4,415 |
| Dec09 |
090731 |
98.98 |
99.02 |
98.98 |
98.99 |
+0.02 |
33,856 |
277,958 |
+6,510 |
| Mar10 |
090731 |
98.63 |
98.67 |
98.63 |
98.65 |
+0.05 |
30,974 |
339,957 |
+1,811 |
| Jun10 |
090731 |
98.09 |
98.14 |
98.09 |
98.13 |
+0.06 |
39,459 |
289,917 |
-647 |
| Sep10 |
090731 |
97.55 |
97.59 |
97.54 |
97.58 |
+0.07 |
59,579 |
231,763 |
-8,796 |
| Dec10 |
090731 |
96.95 |
97.05 |
96.95 |
97.03 |
+0.08 |
48,963 |
246,887 |
+6,748 |
| Total Volume and Open Interest |
283,870 |
2,115,578 |
+12,117 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090731 |
99.185 |
99.200 |
99.170 |
99.185 |
+0.015 |
60,667 |
640,247 |
-2,738 |
| Dec09 |
090731 |
99.075 |
99.105 |
99.065 |
99.080 |
+0.030 |
55,898 |
508,336 |
-485 |
| Mar10 |
090731 |
98.895 |
98.950 |
98.870 |
98.930 |
+0.075 |
72,151 |
446,599 |
-846 |
| Total Volume and Open Interest |
475,878 |
3,114,333 |
-5,047 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090731 |
96.74 |
96.77 |
96.71 |
96.74 |
unch |
9,594 |
294,242 |
-11,029 |
| Dec09 |
090731 |
96.43 |
96.48 |
96.42 |
96.43 |
-0.01 |
18,808 |
267,561 |
-100 |
| Mar10 |
090731 |
95.95 |
96.00 |
95.91 |
95.96 |
+0.01 |
15,287 |
151,172 |
+1,130 |
| Jun10 |
090731 |
95.45 |
95.50 |
95.42 |
95.47 |
+0.01 |
5,408 |
92,745 |
+893 |
| Sep10 |
090731 |
95.03 |
95.06 |
94.98 |
95.05 |
+0.03 |
2,637 |
59,971 |
-2,840 |
| Dec10 |
090731 |
94.62 |
94.69 |
94.61 |
94.68 |
+0.03 |
1,219 |
33,880 |
-520 |
| Mar11 |
090731 |
94.29 |
94.37 |
94.28 |
94.36 |
+0.05 |
721 |
18,146 |
-328 |
| Jun11 |
090731 |
94.04 |
94.07 |
94.04 |
94.07 |
+0.06 |
807 |
14,446 |
-10 |
| Sep11 |
090731 |
93.82 |
93.82 |
93.82 |
93.82 |
+0.08 |
109 |
3,483 |
+0 |
| Dec11 |
090731 |
93.57 |
93.57 |
93.57 |
93.57 |
+0.08 |
0 |
623 |
+0 |
| Total Volume and Open Interest |
54,590 |
937,219 |
-12,804 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090730 |
94.47 |
94.48 |
94.39 |
94.40 |
+0.03 |
30,914 |
345,465 |
+28,990 |
| Dec09 |
090731 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
37,273 |
353,330 |
+4,227 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090731 |
95.00 |
95.07 |
94.93 |
95.07 |
+0.06 |
97,595 |
648,538 |
+111 |
| Dec09 |
090731 |
95.07 |
95.07 |
95.07 |
95.07 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
97,595 |
648,538 |
+111 |
| Gold(CMX) |
| Aug09 |
090731 |
934.4 |
958.1 |
932.0 |
953.7 |
+18.8 |
129,090 |
19,334 |
-34,179 |
| Oct09 |
090731 |
936.7 |
958.5 |
932.6 |
954.5 |
+18.5 |
10,600 |
24,197 |
-1,409 |
| Dec09 |
090731 |
937.1 |
960.0 |
933.8 |
955.8 |
+18.5 |
93,901 |
228,175 |
+20,367 |
| Feb10 |
090731 |
941.2 |
958.7 |
937.0 |
957.1 |
+18.5 |
1,621 |
18,283 |
-151 |
| Apr10 |
090731 |
942.4 |
962.7 |
936.5 |
958.4 |
+18.4 |
1,357 |
19,536 |
+519 |
| Jun10 |
090731 |
959.9 |
959.9 |
947.2 |
959.9 |
+18.3 |
652 |
12,047 |
+599 |
| Aug10 |
090731 |
961.6 |
961.6 |
961.6 |
961.6 |
+18.1 |
115 |
5,898 |
+105 |
| Oct10 |
090731 |
963.7 |
963.7 |
963.7 |
963.7 |
+17.9 |
0 |
3,550 |
+0 |
| Dec10 |
090731 |
967.3 |
967.3 |
954.0 |
966.1 |
+17.8 |
264 |
12,621 |
+16 |
| Feb11 |
090731 |
968.9 |
968.9 |
968.9 |
968.9 |
+17.6 |
0 |
1,012 |
+0 |
| Apr11 |
090731 |
972.1 |
972.1 |
972.1 |
972.1 |
+17.5 |
0 |
137 |
+0 |
| Jun11 |
090731 |
300.6 |
320.2 |
300.6 |
320.2 |
+17.4 |
0 |
8,024 |
+0 |
| Total Volume and Open Interest |
238,587 |
372,652 |
-13,688 |
| Silver(CMX) |
| Sep09 |
090731 |
1347.5 |
1397.0 |
1337.0 |
1394.0 |
+45.5 |
23,904 |
55,015 |
+430 |
| Dec09 |
090731 |
1352.0 |
1400.0 |
1342.5 |
1397.9 |
+45.6 |
1,394 |
22,936 |
+498 |
| Mar10 |
090731 |
1357.0 |
1401.1 |
1356.5 |
1401.1 |
+45.6 |
105 |
5,830 |
-2 |
| May10 |
090731 |
1403.1 |
1403.1 |
1403.1 |
1403.1 |
+45.6 |
7 |
2,255 |
-3 |
| Jul10 |
090731 |
1369.5 |
1404.9 |
1369.5 |
1404.9 |
+45.6 |
7 |
3,121 |
+0 |
| Sep10 |
090731 |
1406.8 |
1406.8 |
1406.8 |
1406.8 |
+45.5 |
181 |
545 |
+140 |
| Dec10 |
090731 |
1370.0 |
1410.5 |
1370.0 |
1410.5 |
+45.3 |
67 |
3,315 |
+24 |
| Total Volume and Open Interest |
25,745 |
98,756 |
+995 |
| Platinum(NYMEX) |
| Oct09 |
090731 |
1190.0 |
1215.9 |
1184.0 |
1214.2 |
+25.2 |
2,661 |
21,631 |
+108 |
| Jan10 |
090731 |
1205.0 |
1220.1 |
1201.0 |
1220.1 |
+25.2 |
11 |
754 |
+0 |
| Apr10 |
090731 |
1224.1 |
1224.1 |
1224.1 |
1224.1 |
+25.2 |
|
|
|
| Total Volume and Open Interest |
2,672 |
22,385 |
|
| Palladium(NYMEX) |
| Sep09 |
090731 |
260.00 |
265.00 |
256.00 |
264.60 |
+5.25 |
832 |
16,955 |
-100 |
| Dec09 |
090731 |
262.05 |
267.00 |
257.80 |
265.80 |
+5.35 |
70 |
1,370 |
+63 |
| Mar10 |
090731 |
263.00 |
267.30 |
262.70 |
267.30 |
+5.35 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
902 |
18,328 |
-37 |
| Copper(CMX) |
| Sep09 |
090731 |
255.45 |
263.20 |
254.55 |
262.35 |
+5.95 |
23,420 |
76,688 |
-1,227 |
| Dec09 |
090731 |
255.00 |
263.65 |
255.00 |
262.90 |
+6.05 |
3,472 |
25,191 |
+1,448 |
| Mar10 |
090731 |
260.45 |
263.30 |
257.15 |
263.15 |
+6.10 |
81 |
3,605 |
+22 |
| May10 |
090731 |
261.60 |
262.95 |
260.75 |
262.95 |
+6.00 |
9 |
896 |
+2 |
| Jul10 |
090731 |
262.75 |
262.75 |
262.75 |
262.75 |
+6.00 |
15 |
295 |
+5 |
| Total Volume and Open Interest |
27,449 |
119,926 |
-553 |
| Aluminum(CMX) |
| Aug09 |
090731 |
83.75 |
83.75 |
83.75 |
83.75 |
+0.50 |
|
|
|
| Sep09 |
090731 |
84.25 |
84.25 |
84.25 |
84.25 |
+0.50 |
|
|
|
| Oct09 |
090731 |
5.61 |
5.61 |
5.61 |
5.61 |
+0.50 |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Dec09 |
080724 |
1.17 |
1.17 |
1.17 |
1.17 |
unch |
|
|
|
| Jan10 |
080724 |
145.85 |
145.85 |
145.85 |
145.85 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Sep09 |
090731 |
9092 |
9170 |
9074 |
9126 |
+36 |
803 |
11,049 |
+106 |
| Dec09 |
090731 |
9076 |
9076 |
9066 |
9066 |
+34 |
0 |
658 |
+0 |
| Mar10 |
090731 |
9010 |
9010 |
8974 |
9010 |
+36 |
0 |
2 |
+0 |
| Jun10 |
090731 |
8971 |
8971 |
8935 |
8971 |
+36 |
|
|
|
| Total Volume and Open Interest |
803 |
11,709 |
+106 |
| S & P 500(CME) |
| Sep09 |
090731 |
982.20 |
990.50 |
978.40 |
984.40 |
+2.20 |
16,370 |
375,414 |
+1,815 |
| Dec09 |
090731 |
980.00 |
984.00 |
976.80 |
980.00 |
+2.20 |
382 |
8,971 |
+196 |
| Mar10 |
090731 |
976.10 |
979.90 |
972.90 |
976.10 |
+2.20 |
170 |
3,704 |
+70 |
| Jun10 |
090731 |
973.00 |
976.90 |
969.90 |
973.00 |
+2.10 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
16,922 |
388,273 |
+2,081 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090731 |
982.25 |
990.50 |
978.25 |
984.50 |
+2.25 |
1,869,237 |
2,511,758 |
+38,068 |
| Dec09 |
090731 |
977.75 |
986.00 |
974.25 |
980.00 |
+2.25 |
2,219 |
25,627 |
+1,066 |
| Total Volume and Open Interest |
1,871,460 |
2,537,437 |
+39,134 |
| NASDAQ 100(CME) |
| Sep09 |
090731 |
1607.80 |
1619.00 |
1598.00 |
1602.00 |
-4.80 |
942 |
17,327 |
+159 |
| Dec09 |
090731 |
1599.80 |
1599.80 |
1598.00 |
1599.80 |
-5.00 |
0 |
13 |
+0 |
| Mar10 |
090731 |
1598.80 |
1598.80 |
1597.00 |
1598.80 |
-5.00 |
|
|
|
| Total Volume and Open Interest |
942 |
17,340 |
+159 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090731 |
1605.50 |
1618.80 |
1598.50 |
1602.00 |
-4.80 |
297,487 |
307,739 |
+4,410 |
| Dec09 |
090731 |
1603.00 |
1615.80 |
1597.50 |
1599.80 |
-5.00 |
30 |
1,051 |
+0 |
| Total Volume and Open Interest |
297,517 |
308,801 |
+4,410 |
| S & P Midcap 400(CME) |
| Sep09 |
090731 |
625.00 |
631.50 |
623.00 |
626.80 |
+2.60 |
286 |
2,456 |
-16 |
| Dec09 |
090731 |
624.80 |
624.80 |
621.20 |
624.80 |
+2.60 |
|
|
|
| Mar10 |
090731 |
622.80 |
622.80 |
619.20 |
622.80 |
+2.60 |
|
|
|
| Total Volume and Open Interest |
286 |
2,456 |
-16 |
| 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 |
090731 |
10315 |
10375 |
10260 |
10370 |
+165 |
94,055 |
184,112 |
+4,473 |
| Dec09 |
090731 |
10330 |
10330 |
10330 |
10330 |
+165 |
50 |
1,268 |
+49 |
| Total Volume and Open Interest |
94,176 |
188,632 |
+448 |
| Nikkei 225(SGX) |
| Sep09 |
090731 |
10315 |
10375 |
10260 |
10370 |
+165 |
94,055 |
184,112 |
+4,473 |
| Dec09 |
090731 |
10330 |
10330 |
10330 |
10330 |
+165 |
50 |
1,268 |
+49 |
| Mar10 |
090731 |
10350 |
10350 |
10350 |
10350 |
+165 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
94,176 |
188,632 |
+448 |
| CAC 40(EURONEXT) |
| Aug09 |
090731 |
3427.5 |
3454.0 |
3406.5 |
3422.5 |
-13.5 |
114,243 |
365,349 |
+8,329 |
| Sep09 |
090731 |
3418.0 |
3439.0 |
3401.0 |
3416.5 |
-13.5 |
3,550 |
49,730 |
+2,370 |
| Oct09 |
090731 |
3416.5 |
3416.5 |
3416.5 |
3416.5 |
-13.5 |
|
|
|
| Total Volume and Open Interest |
117,943 |
417,172 |
+10,849 |
| Hang Seng Index(HKFE) |
| Jul09 |
090730 |
20118 |
20380 |
20060 |
20182 |
-57 |
119,788 |
35,930 |
-13,882 |
| Aug09 |
090731 |
20420 |
20709 |
20363 |
20363 |
+163 |
55,323 |
81,642 |
+2,373 |
| Sep09 |
090731 |
20394 |
20613 |
20300 |
20300 |
+194 |
608 |
2,868 |
-117 |
| Total Volume and Open Interest |
157,946 |
103,172 |
-16,047 |
| DAX(EUREX) |
| Sep09 |
090731 |
5350.0 |
5389.5 |
5305.5 |
5342.0 |
-32.5 |
145,861 |
155,037 |
+3,120 |
| Dec09 |
090731 |
5359.0 |
5385.0 |
5309.0 |
5344.5 |
-32.5 |
3,796 |
14,769 |
+3,487 |
| Mar10 |
090731 |
5368.0 |
5370.5 |
5334.5 |
5350.0 |
-33.0 |
284 |
1,245 |
+134 |
| Total Volume and Open Interest |
149,941 |
171,051 |
+6,741 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090731 |
4583.00 |
4619.50 |
4557.50 |
4576.00 |
-30.50 |
100,431 |
624,952 |
+14,022 |
| Dec09 |
090731 |
4552.50 |
4581.00 |
4545.00 |
4545.00 |
-31.00 |
31 |
4,084 |
+13 |
| Mar10 |
090731 |
4540.00 |
4540.00 |
4510.50 |
4510.50 |
-30.50 |
100 |
951 |
+100 |
| Total Volume and Open Interest |
100,562 |
630,482 |
+14,135 |
| SPI 200(SFE) |
| Sep09 |
090731 |
4160.0 |
4228.0 |
4153.0 |
4207.0 |
+44.0 |
28,665 |
233,298 |
+3,274 |
| Dec09 |
090731 |
4208.0 |
4216.0 |
4185.0 |
4216.0 |
+44.0 |
10 |
3,527 |
-4 |
| Mar10 |
090731 |
4192.0 |
4192.0 |
4192.0 |
4192.0 |
+44.0 |
0 |
4,373 |
+0 |
| Total Volume and Open Interest |
28,675 |
241,892 |
+3,270 |
| GSCI(CME) |
| Aug09 |
090731 |
444.00 |
459.70 |
439.00 |
456.00 |
+7.50 |
383 |
15,346 |
-69 |
| Sep09 |
090731 |
465.00 |
465.00 |
447.00 |
465.00 |
+11.00 |
4 |
7 |
+0 |
| Oct09 |
090731 |
472.00 |
472.00 |
456.00 |
472.00 |
+9.50 |
|
|
|
| Total Volume and Open Interest |
387 |
15,353 |
-69 |
| 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. |
|
|