|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon August 03, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090803 |
1140.50 |
1190.50 |
1140.50 |
1173.50 |
+39.50 |
23,737 |
11,685 |
-7,488 |
| Sep09 |
090803 |
1059.00 |
1103.75 |
1058.25 |
1088.50 |
+44.50 |
21,870 |
28,566 |
+2,707 |
| Nov09 |
090803 |
1002.00 |
1042.50 |
996.50 |
1030.50 |
+48.50 |
119,192 |
244,680 |
+10,344 |
| Jan10 |
090803 |
991.75 |
1044.00 |
991.75 |
1032.75 |
+48.25 |
8,395 |
39,102 |
+2,366 |
| Mar10 |
090803 |
990.00 |
1039.00 |
990.00 |
1026.25 |
+45.25 |
5,489 |
19,300 |
+440 |
| May10 |
090803 |
981.50 |
1025.00 |
981.50 |
1010.00 |
+37.00 |
5,388 |
14,582 |
+1,384 |
| Jul10 |
090803 |
985.00 |
1027.00 |
985.00 |
1011.00 |
+33.00 |
6,272 |
17,286 |
+802 |
| Total Volume and Open Interest |
194,683 |
394,863 |
+10,330 |
| Soybean Meal(CBOT) |
| Aug09 |
090803 |
363.00 |
379.00 |
363.00 |
367.10 |
+6.10 |
13,455 |
7,980 |
-4,568 |
| Sep09 |
090803 |
335.00 |
349.50 |
334.40 |
338.60 |
+6.10 |
26,025 |
37,992 |
+1,944 |
| Oct09 |
090803 |
310.00 |
324.50 |
310.00 |
315.60 |
+8.40 |
6,912 |
22,969 |
+1,692 |
| Dec09 |
090803 |
304.00 |
318.00 |
303.50 |
309.60 |
+9.10 |
36,388 |
71,551 |
+2,006 |
| Jan10 |
090803 |
308.50 |
312.50 |
295.70 |
305.20 |
+9.50 |
828 |
7,309 |
+31 |
| Mar10 |
090803 |
305.10 |
307.50 |
298.70 |
301.20 |
+9.10 |
932 |
6,900 |
+75 |
| May10 |
090803 |
300.10 |
301.50 |
292.00 |
293.70 |
+6.30 |
1,474 |
9,918 |
+715 |
| Jul10 |
090803 |
302.00 |
302.80 |
291.50 |
293.20 |
+4.70 |
686 |
4,173 |
-25 |
| Total Volume and Open Interest |
86,864 |
172,539 |
+1,879 |
| Soybean Oil(CBOT) |
| Aug09 |
090803 |
35.89 |
37.54 |
35.42 |
37.54 |
+2.48 |
24,149 |
12,386 |
-2,399 |
| Sep09 |
090803 |
35.30 |
37.71 |
35.30 |
37.71 |
+2.47 |
31,452 |
52,400 |
+4,713 |
| Oct09 |
090803 |
35.85 |
37.89 |
35.85 |
37.89 |
+2.47 |
7,638 |
22,284 |
+1,294 |
| Dec09 |
090803 |
36.19 |
38.30 |
36.04 |
38.28 |
+2.48 |
50,378 |
120,321 |
+3,756 |
| Jan10 |
090803 |
36.98 |
38.63 |
36.48 |
38.63 |
+2.48 |
2,152 |
14,175 |
-55 |
| Mar10 |
090803 |
37.49 |
38.90 |
37.49 |
38.90 |
+2.48 |
1,665 |
8,217 |
-184 |
| May10 |
090803 |
37.38 |
39.08 |
37.38 |
39.08 |
+2.46 |
2,870 |
8,487 |
+585 |
| Jul10 |
090803 |
38.59 |
39.25 |
38.59 |
39.25 |
+2.46 |
430 |
5,586 |
+141 |
| Total Volume and Open Interest |
120,767 |
252,295 |
+7,848 |
| 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 |
090803 |
342.00 |
365.00 |
341.50 |
358.00 |
+18.50 |
53,689 |
237,716 |
-4,176 |
| Dec09 |
090803 |
353.00 |
376.00 |
351.50 |
369.00 |
+19.50 |
95,546 |
429,051 |
+3,093 |
| Mar10 |
090803 |
364.00 |
389.00 |
364.00 |
382.00 |
+19.75 |
8,094 |
75,927 |
+313 |
| May10 |
090803 |
378.50 |
398.25 |
378.25 |
391.50 |
+19.75 |
1,304 |
18,021 |
-22 |
| Jul10 |
090803 |
381.75 |
406.00 |
381.75 |
399.75 |
+19.00 |
4,773 |
53,190 |
+799 |
| Sep10 |
090803 |
398.50 |
410.25 |
398.50 |
407.00 |
+20.00 |
575 |
7,468 |
+103 |
| Total Volume and Open Interest |
165,944 |
883,800 |
+369 |
| Wheat(CBOT) |
| Sep09 |
090803 |
531.75 |
557.50 |
529.25 |
549.25 |
+21.00 |
37,819 |
129,261 |
-5,558 |
| Dec09 |
090803 |
558.00 |
585.00 |
556.75 |
577.25 |
+21.50 |
25,641 |
125,830 |
+4,857 |
| Mar10 |
090803 |
574.25 |
602.00 |
574.25 |
595.25 |
+21.50 |
2,606 |
17,424 |
-280 |
| May10 |
090803 |
592.75 |
613.00 |
592.75 |
607.75 |
+21.75 |
153 |
2,622 |
+21 |
| Jul10 |
090803 |
599.00 |
626.50 |
599.00 |
618.75 |
+22.00 |
854 |
39,575 |
+197 |
| Total Volume and Open Interest |
67,242 |
321,599 |
-745 |
| Wheat(KCBT) |
| Sep09 |
090803 |
560.00 |
586.75 |
555.00 |
579.00 |
+19.75 |
7,507 |
36,754 |
+102 |
| Dec09 |
090803 |
576.00 |
603.50 |
576.00 |
596.00 |
+20.00 |
5,553 |
40,113 |
+844 |
| Mar10 |
090803 |
596.75 |
618.75 |
596.75 |
612.00 |
+19.75 |
422 |
7,672 |
+85 |
| May10 |
090803 |
609.00 |
629.25 |
609.00 |
623.00 |
+20.00 |
90 |
1,213 |
+7 |
| Jul10 |
090803 |
615.00 |
640.25 |
615.00 |
633.25 |
+20.50 |
232 |
10,461 |
+38 |
| Total Volume and Open Interest |
13,928 |
98,120 |
+1,174 |
| Wheat(MGE) |
| Sep09 |
090803 |
605.00 |
631.50 |
604.75 |
624.25 |
+19.25 |
1,803 |
9,368 |
-68 |
| Dec09 |
090803 |
620.00 |
645.50 |
620.00 |
639.25 |
+19.25 |
851 |
14,217 |
+197 |
| Mar10 |
090803 |
645.00 |
659.75 |
640.25 |
654.00 |
+18.75 |
220 |
4,685 |
+161 |
| May10 |
090803 |
654.75 |
668.25 |
652.75 |
663.50 |
+18.50 |
10 |
1,595 |
+0 |
| Jul10 |
090803 |
658.50 |
677.25 |
658.50 |
671.75 |
+19.25 |
41 |
5,500 |
+2 |
| Total Volume and Open Interest |
2,939 |
36,678 |
+271 |
| Oats(CBOT) |
| Sep09 |
090803 |
199.75 |
213.50 |
199.75 |
211.00 |
+13.00 |
1,082 |
3,250 |
-393 |
| Dec09 |
090803 |
212.25 |
228.00 |
212.00 |
225.25 |
+13.25 |
1,578 |
9,759 |
+490 |
| Mar10 |
090803 |
230.00 |
240.00 |
230.00 |
237.25 |
+13.25 |
60 |
1,515 |
+34 |
| May10 |
090803 |
245.25 |
245.25 |
232.00 |
245.25 |
+13.25 |
0 |
89 |
+0 |
| Total Volume and Open Interest |
2,720 |
14,616 |
+131 |
| Rough Rice(CBOT) |
| Sep09 |
090803 |
13.74 |
14.01 |
13.56 |
13.63 |
-0.14 |
838 |
5,308 |
-209 |
| Nov09 |
090803 |
13.97 |
14.23 |
13.80 |
13.87 |
-0.12 |
600 |
3,008 |
+291 |
| Jan10 |
090803 |
14.32 |
14.37 |
14.03 |
14.03 |
-0.14 |
52 |
390 |
+30 |
| Mar10 |
090803 |
14.49 |
14.49 |
14.21 |
14.21 |
-0.15 |
20 |
421 |
+13 |
| Total Volume and Open Interest |
1,510 |
9,286 |
+125 |
| Live Cattle(CME) |
| Aug09 |
090803 |
84.480 |
85.250 |
84.300 |
84.450 |
-0.250 |
5,234 |
32,048 |
-2,154 |
| Oct09 |
090803 |
90.250 |
91.150 |
90.150 |
90.330 |
+0.130 |
9,999 |
103,497 |
-650 |
| Dec09 |
090803 |
89.450 |
90.080 |
89.200 |
89.600 |
+0.370 |
7,282 |
60,426 |
+590 |
| Feb10 |
090803 |
89.180 |
90.050 |
89.180 |
89.385 |
+0.205 |
2,310 |
20,140 |
+416 |
| Apr10 |
090803 |
90.550 |
91.285 |
90.550 |
91.050 |
+0.250 |
554 |
9,364 |
+206 |
| Jun10 |
090803 |
87.750 |
88.500 |
87.150 |
88.400 |
+0.450 |
145 |
4,106 |
+24 |
| Total Volume and Open Interest |
25,858 |
230,565 |
-1,410 |
| Feeder Cattle(CME) |
| Aug09 |
090803 |
102.200 |
102.480 |
101.800 |
102.000 |
-0.350 |
1,473 |
7,455 |
-390 |
| Sep09 |
090803 |
102.050 |
102.650 |
101.900 |
101.980 |
-0.570 |
708 |
8,305 |
+104 |
| Oct09 |
090803 |
102.450 |
102.950 |
101.930 |
102.000 |
-0.535 |
630 |
7,531 |
+15 |
| Nov09 |
090803 |
102.000 |
102.800 |
101.885 |
102.100 |
-0.550 |
149 |
2,188 |
+0 |
| Jan10 |
090803 |
101.600 |
101.800 |
101.035 |
101.300 |
-0.400 |
58 |
815 |
+7 |
| Mar10 |
090803 |
101.700 |
102.000 |
101.200 |
101.250 |
-0.250 |
12 |
388 |
+3 |
| Apr10 |
090803 |
101.700 |
101.850 |
101.700 |
101.850 |
-0.050 |
5 |
29 |
+1 |
| Total Volume and Open Interest |
3,038 |
26,731 |
-259 |
| Lean Hogs(CME) |
| Aug09 |
090803 |
55.800 |
55.985 |
54.700 |
54.950 |
-1.085 |
6,452 |
9,448 |
-901 |
| Oct09 |
090803 |
53.800 |
53.830 |
51.600 |
52.050 |
-1.850 |
10,765 |
54,764 |
-23 |
| Dec09 |
090803 |
53.300 |
53.430 |
51.100 |
51.700 |
-1.535 |
7,209 |
35,174 |
+571 |
| Feb10 |
090803 |
59.035 |
59.100 |
57.400 |
58.600 |
-0.530 |
2,224 |
13,592 |
-263 |
| Apr10 |
090803 |
62.900 |
63.250 |
62.100 |
63.200 |
+0.400 |
330 |
5,820 |
+30 |
| May10 |
090803 |
67.700 |
67.700 |
67.680 |
67.680 |
-0.120 |
29 |
493 |
+0 |
| Jun10 |
090803 |
71.785 |
71.800 |
71.000 |
71.600 |
-0.100 |
258 |
3,180 |
-24 |
| Jul10 |
090803 |
70.500 |
70.680 |
69.800 |
70.680 |
+0.180 |
30 |
759 |
+434 |
| Total Volume and Open Interest |
27,325 |
123,799 |
-154 |
| Pork Bellies(CME) |
| Aug09 |
090803 |
62.950 |
63.400 |
61.500 |
61.750 |
-0.500 |
38 |
280 |
-10 |
| Feb10 |
090803 |
81.250 |
81.500 |
79.450 |
81.000 |
-0.250 |
32 |
255 |
+20 |
| Mar10 |
090803 |
80.100 |
80.100 |
80.000 |
80.000 |
unch |
18 |
65 |
+17 |
| May10 |
090803 |
83.000 |
83.000 |
83.000 |
83.000 |
unch |
0 |
5 |
+0 |
| Jul10 |
090803 |
85.000 |
85.000 |
85.000 |
85.000 |
unch |
|
|
|
| Total Volume and Open Interest |
88 |
605 |
+27 |
| Class III Milk(CME) |
| Aug09 |
090803 |
11.07 |
11.30 |
11.02 |
11.10 |
+0.05 |
178 |
4,252 |
+68 |
| Sep09 |
090803 |
12.47 |
12.90 |
12.45 |
12.61 |
+0.21 |
327 |
4,287 |
+18 |
| Oct09 |
090803 |
13.01 |
13.36 |
12.85 |
12.95 |
-0.01 |
262 |
4,072 |
+99 |
| Nov09 |
090803 |
13.59 |
13.80 |
13.21 |
13.27 |
-0.23 |
117 |
3,586 |
+4 |
| Dec09 |
090803 |
13.80 |
14.02 |
13.47 |
13.58 |
-0.22 |
140 |
3,223 |
-36 |
| Total Volume and Open Interest |
1,259 |
24,921 |
-4,410 |
| Cocoa(ICE) |
| Sep09 |
090803 |
2910 |
2964 |
2860 |
2935 |
+43 |
8,747 |
43,742 |
-1,891 |
| Dec09 |
090803 |
2941 |
2999 |
2892 |
2972 |
+46 |
3,836 |
35,517 |
+1,028 |
| Mar10 |
090803 |
2954 |
3000 |
2922 |
2984 |
+42 |
1,619 |
21,093 |
+632 |
| May10 |
090803 |
2974 |
3010 |
2954 |
2991 |
+41 |
199 |
4,976 |
+77 |
| Jul10 |
090803 |
2959 |
2999 |
2959 |
2999 |
+42 |
11 |
3,611 |
+8 |
| Sep10 |
090803 |
3004 |
3004 |
3004 |
3004 |
+40 |
8 |
2,677 |
+3 |
| Dec10 |
090803 |
3014 |
3014 |
3014 |
3014 |
+31 |
3 |
1,773 |
+1 |
| Total Volume and Open Interest |
14,425 |
116,948 |
-140 |
| Coffee "C"(ICE) |
| Sep09 |
090803 |
128.15 |
133.40 |
128.05 |
133.05 |
+5.20 |
7,998 |
52,837 |
-1,797 |
| Dec09 |
090803 |
130.45 |
136.40 |
130.45 |
136.15 |
+5.15 |
3,124 |
29,448 |
+1,361 |
| Mar10 |
090803 |
133.70 |
139.20 |
133.70 |
138.95 |
+5.10 |
1,212 |
12,606 |
-646 |
| May10 |
090803 |
138.45 |
140.75 |
138.45 |
140.75 |
+4.95 |
100 |
3,947 |
+40 |
| Jul10 |
090803 |
137.55 |
142.80 |
137.55 |
142.55 |
+4.90 |
548 |
1,425 |
-323 |
| Sep10 |
090803 |
139.80 |
144.40 |
139.80 |
144.40 |
+4.85 |
513 |
1,486 |
-1 |
| Total Volume and Open Interest |
13,508 |
103,101 |
-1,355 |
| Orange Juice(ICE) |
| Sep09 |
090803 |
91.30 |
91.70 |
89.30 |
89.80 |
-1.50 |
1,795 |
15,450 |
-1,262 |
| Nov09 |
090803 |
94.75 |
94.75 |
93.00 |
93.30 |
-1.50 |
709 |
11,391 |
+922 |
| Jan10 |
090803 |
97.80 |
97.80 |
96.40 |
96.40 |
-1.40 |
7 |
1,097 |
+2 |
| Mar10 |
090803 |
100.55 |
100.55 |
99.25 |
99.55 |
-1.45 |
6 |
2,305 |
-6 |
| May10 |
090803 |
103.25 |
103.55 |
102.55 |
102.55 |
-1.30 |
6 |
162 |
+6 |
| Jul10 |
090803 |
105.45 |
105.45 |
105.45 |
105.45 |
-1.30 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
2,523 |
30,646 |
-338 |
| Sugar #11(ICE) |
| Oct09 |
090803 |
18.71 |
19.43 |
18.71 |
19.14 |
+0.53 |
47,252 |
323,020 |
-424 |
| Mar10 |
090803 |
19.80 |
20.44 |
19.80 |
20.29 |
+0.51 |
33,316 |
185,979 |
+170 |
| May10 |
090803 |
19.18 |
19.71 |
19.18 |
19.62 |
+0.44 |
8,113 |
41,953 |
+180 |
| Jul10 |
090803 |
18.57 |
18.97 |
18.57 |
18.91 |
+0.36 |
4,686 |
85,489 |
-361 |
| Oct10 |
090803 |
18.35 |
18.65 |
18.35 |
18.59 |
+0.32 |
2,475 |
61,470 |
-406 |
| Total Volume and Open Interest |
99,739 |
776,668 |
-212 |
| Sugar #14(ICE) |
| Sep09 |
090803 |
23.45 |
23.51 |
23.35 |
23.50 |
+0.30 |
78 |
1,758 |
-10 |
| Total Volume and Open Interest |
78 |
1,758 |
-10 |
| London Cocoa(LCE) |
| Sep09 |
090803 |
1814 |
1821 |
1777 |
1811 |
+1 |
3,495 |
48,488 |
-927 |
| Dec09 |
090803 |
1847 |
1847 |
1802 |
1837 |
+2 |
3,109 |
40,385 |
+148 |
| Mar10 |
090803 |
1850 |
1850 |
1806 |
1837 |
-1 |
1,320 |
31,191 |
-307 |
| May10 |
090803 |
1800 |
1829 |
1800 |
1829 |
-2 |
340 |
18,809 |
+103 |
| Jul10 |
090803 |
1790 |
1820 |
1790 |
1820 |
-2 |
138 |
6,999 |
+27 |
| Sep10 |
090803 |
1795 |
1819 |
1795 |
1819 |
-3 |
34 |
3,092 |
+9 |
| Dec10 |
090803 |
1819 |
1819 |
1819 |
1819 |
-3 |
0 |
686 |
+0 |
| Total Volume and Open Interest |
8,436 |
152,251 |
-947 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090803 |
495.20 |
505.90 |
495.00 |
502.90 |
+11.10 |
2,951 |
45,026 |
+98 |
| Dec09 |
090803 |
505.00 |
514.90 |
505.00 |
512.70 |
+10.40 |
740 |
9,803 |
+95 |
| Mar10 |
090803 |
513.00 |
522.40 |
513.00 |
521.50 |
+11.40 |
1,796 |
14,139 |
+716 |
| May10 |
090803 |
509.00 |
517.40 |
509.00 |
516.40 |
+10.30 |
93 |
2,967 |
-3 |
| Aug10 |
090803 |
502.00 |
506.70 |
502.00 |
506.70 |
+9.10 |
554 |
3,714 |
+408 |
| Total Volume and Open Interest |
6,394 |
77,274 |
+1,435 |
| Cotton(ICE) |
| Oct09 |
090803 |
57.80 |
60.93 |
57.80 |
60.66 |
+2.73 |
152 |
2,026 |
-62 |
| Dec09 |
090803 |
60.24 |
63.02 |
59.97 |
62.59 |
+2.57 |
5,493 |
101,064 |
+105 |
| Mar10 |
090803 |
62.90 |
65.10 |
62.90 |
64.60 |
+2.38 |
528 |
15,880 |
+17 |
| May10 |
090803 |
64.37 |
66.15 |
64.37 |
65.82 |
+2.37 |
166 |
1,111 |
+56 |
| Jul10 |
090803 |
65.59 |
67.40 |
65.59 |
66.99 |
+2.23 |
130 |
2,813 |
+88 |
| Oct10 |
090803 |
68.21 |
68.21 |
68.21 |
68.21 |
+2.23 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
6,473 |
125,206 |
+208 |
| Lumber(CME) |
| Sep09 |
090803 |
198.5 |
206.1 |
197.0 |
204.0 |
+7.9 |
1,421 |
5,219 |
-410 |
| Nov09 |
090803 |
202.3 |
208.9 |
202.0 |
208.7 |
+4.6 |
1,343 |
2,307 |
+487 |
| Jan10 |
090803 |
213.8 |
220.5 |
213.8 |
220.2 |
+4.6 |
44 |
965 |
+30 |
| Mar10 |
090803 |
226.0 |
226.5 |
223.3 |
226.0 |
+1.0 |
1 |
61 |
+0 |
| Total Volume and Open Interest |
2,809 |
8,564 |
+107 |
| Crude Oil(NYM) |
| Sep09 |
090803 |
69.30 |
71.95 |
69.09 |
71.58 |
+2.13 |
344,216 |
313,373 |
-7,903 |
| Oct09 |
090803 |
71.15 |
73.64 |
70.78 |
73.18 |
+2.03 |
94,912 |
106,750 |
+4,642 |
| Nov09 |
090803 |
72.50 |
74.59 |
72.10 |
74.27 |
+1.87 |
38,874 |
58,468 |
+2,607 |
| Dec09 |
090803 |
73.21 |
75.33 |
72.86 |
75.06 |
+1.86 |
55,567 |
164,129 |
+1,811 |
| Jan10 |
090803 |
74.19 |
76.00 |
73.90 |
75.81 |
+1.86 |
9,295 |
34,093 |
-364 |
| Feb10 |
090803 |
76.25 |
76.64 |
74.60 |
76.53 |
+1.80 |
4,278 |
22,727 |
+445 |
| Mar10 |
090803 |
76.96 |
77.24 |
76.60 |
77.16 |
+1.72 |
3,431 |
20,361 |
+508 |
| Apr10 |
090803 |
77.41 |
77.73 |
77.08 |
77.73 |
+1.67 |
1,657 |
11,193 |
+39 |
| May10 |
090803 |
77.65 |
78.26 |
77.65 |
78.26 |
+1.64 |
1,337 |
10,703 |
+213 |
| Jun10 |
090803 |
77.50 |
78.83 |
77.38 |
78.75 |
+1.61 |
13,186 |
52,325 |
+3,847 |
| Jul10 |
090803 |
78.42 |
79.15 |
78.38 |
79.05 |
+1.58 |
2,308 |
30,542 |
+232 |
| Aug10 |
090803 |
78.47 |
79.19 |
78.47 |
79.19 |
+1.57 |
1,681 |
8,553 |
+156 |
| Sep10 |
090803 |
78.80 |
79.75 |
78.75 |
79.33 |
+1.57 |
1,352 |
14,010 |
+180 |
| Oct10 |
090803 |
79.05 |
79.47 |
79.05 |
79.47 |
+1.56 |
1,496 |
7,673 |
+9 |
| Nov10 |
090803 |
79.66 |
79.66 |
79.66 |
79.66 |
+1.52 |
1,474 |
8,298 |
+59 |
| Dec10 |
090803 |
78.42 |
80.01 |
78.41 |
79.87 |
+1.46 |
14,017 |
94,349 |
+150 |
| Total Volume and Open Interest |
595,221 |
1,171,938 |
+6,699 |
| e-miNY Crude Oil(NYM) |
| Aug09 |
090720 |
63.525 |
64.875 |
63.225 |
63.975 |
+0.425 |
10,343 |
3,538 |
-857 |
| Sep09 |
090803 |
69.375 |
72.200 |
69.100 |
71.575 |
+2.125 |
20,066 |
5,670 |
+1,631 |
| Oct09 |
090803 |
71.250 |
73.600 |
71.175 |
73.175 |
+2.025 |
658 |
470 |
-80 |
| Nov09 |
090803 |
72.625 |
74.500 |
72.625 |
74.275 |
+1.875 |
374 |
467 |
+233 |
| Dec09 |
090803 |
73.850 |
75.200 |
73.850 |
75.050 |
+1.850 |
459 |
362 |
+102 |
| Jan10 |
090803 |
75.800 |
75.800 |
75.800 |
75.800 |
+1.850 |
25 |
137 |
+14 |
| Feb10 |
090803 |
76.025 |
76.525 |
76.025 |
76.525 |
+1.800 |
7 |
73 |
-2 |
| Mar10 |
090803 |
77.150 |
77.150 |
77.150 |
77.150 |
+1.700 |
1 |
3 |
+0 |
| Apr10 |
090803 |
77.725 |
77.725 |
77.725 |
77.725 |
+1.675 |
|
|
|
| May10 |
090803 |
78.250 |
78.250 |
78.250 |
78.250 |
+1.625 |
|
|
|
| Total Volume and Open Interest |
21,590 |
7,263 |
+1,898 |
| Heating Oil(NYM) |
| Sep09 |
090803 |
183.21 |
189.20 |
182.56 |
187.13 |
+3.88 |
48,168 |
72,296 |
+3,479 |
| Oct09 |
090803 |
187.40 |
192.02 |
187.40 |
190.18 |
+3.89 |
13,285 |
36,161 |
+1,914 |
| Nov09 |
090803 |
191.31 |
195.33 |
191.31 |
193.68 |
+3.85 |
4,675 |
25,249 |
+573 |
| Dec09 |
090803 |
194.13 |
198.96 |
194.13 |
197.28 |
+3.82 |
6,147 |
38,511 |
+548 |
| Jan10 |
090803 |
199.47 |
201.75 |
199.47 |
200.60 |
+3.74 |
1,434 |
21,428 |
+49 |
| Feb10 |
090803 |
202.50 |
204.45 |
202.50 |
203.14 |
+3.63 |
837 |
14,028 |
+30 |
| Mar10 |
090803 |
204.00 |
204.54 |
203.85 |
204.54 |
+3.53 |
240 |
10,224 |
+14 |
| Apr10 |
090803 |
206.20 |
206.20 |
205.29 |
205.29 |
+3.43 |
152 |
7,128 |
+21 |
| May10 |
090803 |
206.24 |
206.24 |
206.24 |
206.24 |
+3.33 |
292 |
8,990 |
+66 |
| Jun10 |
090803 |
207.50 |
207.50 |
207.39 |
207.39 |
+3.28 |
636 |
19,254 |
+96 |
| Jul10 |
090803 |
209.24 |
209.24 |
209.24 |
209.24 |
+3.23 |
224 |
3,232 |
+162 |
| Aug10 |
090803 |
211.20 |
212.00 |
211.09 |
211.09 |
+3.18 |
220 |
1,871 |
+5 |
| Total Volume and Open Interest |
95,141 |
302,150 |
-296 |
| Gasoline(NYMEX) |
| Sep09 |
090803 |
201.26 |
208.55 |
201.00 |
206.93 |
+5.67 |
57,219 |
95,700 |
+4,395 |
| Oct09 |
090803 |
191.30 |
196.41 |
191.00 |
195.49 |
+5.56 |
17,874 |
33,511 |
+2,033 |
| Nov09 |
090803 |
188.64 |
194.11 |
188.64 |
193.63 |
+5.68 |
9,319 |
16,199 |
+1,406 |
| Dec09 |
090803 |
188.70 |
194.14 |
188.64 |
193.65 |
+5.71 |
10,639 |
21,895 |
+1,744 |
| Jan10 |
090803 |
193.00 |
195.58 |
192.98 |
195.32 |
+5.72 |
2,133 |
10,700 |
+246 |
| Feb10 |
090803 |
195.42 |
197.24 |
195.40 |
197.24 |
+5.63 |
1,106 |
3,301 |
+48 |
| Mar10 |
090803 |
197.70 |
199.39 |
197.70 |
199.39 |
+5.58 |
755 |
4,363 |
-99 |
| Apr10 |
090803 |
212.49 |
212.49 |
212.49 |
212.49 |
+5.53 |
313 |
4,167 |
+51 |
| May10 |
090803 |
213.74 |
213.74 |
213.74 |
213.74 |
+5.48 |
348 |
2,539 |
+86 |
| Jun10 |
090803 |
212.10 |
213.99 |
212.10 |
213.99 |
+5.43 |
316 |
2,049 |
-77 |
| Total Volume and Open Interest |
115,521 |
206,667 |
+4,925 |
| e-miNY RBOB Gasoline(NYM) |
| Sep09 |
090803 |
2.01 |
2.01 |
2.01 |
2.07 |
+0.06 |
|
|
|
| Oct09 |
090803 |
195.49 |
195.49 |
195.49 |
195.49 |
+5.56 |
|
|
|
| Nov09 |
090803 |
193.63 |
193.63 |
193.63 |
193.63 |
+5.68 |
|
|
|
| Dec09 |
090803 |
193.65 |
193.65 |
193.65 |
193.65 |
+5.71 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
2 |
-1 |
| Natural Gas(NYM) |
| Sep09 |
090803 |
3.632 |
4.162 |
3.596 |
4.031 |
+0.378 |
95,093 |
179,491 |
+1,560 |
| Oct09 |
090803 |
3.886 |
4.421 |
3.853 |
4.285 |
+0.376 |
23,258 |
92,220 |
+1,020 |
| Nov09 |
090803 |
4.623 |
5.133 |
4.623 |
5.011 |
+0.355 |
7,071 |
43,771 |
+530 |
| Dec09 |
090803 |
5.340 |
5.860 |
5.340 |
5.701 |
+0.343 |
6,168 |
45,302 |
+59 |
| Jan10 |
090803 |
5.601 |
6.127 |
5.601 |
5.963 |
+0.320 |
9,496 |
46,076 |
+1,760 |
| Feb10 |
090803 |
5.850 |
6.124 |
5.826 |
5.980 |
+0.297 |
2,814 |
21,929 |
+1,049 |
| Mar10 |
090803 |
5.778 |
6.106 |
5.778 |
5.911 |
+0.280 |
3,085 |
37,237 |
+72 |
| Apr10 |
090803 |
5.700 |
5.873 |
5.700 |
5.821 |
+0.255 |
2,040 |
37,996 |
+126 |
| May10 |
090803 |
5.928 |
5.928 |
5.780 |
5.871 |
+0.247 |
365 |
19,337 |
+39 |
| Jun10 |
090803 |
5.800 |
6.021 |
5.800 |
5.963 |
+0.242 |
204 |
9,682 |
-13 |
| Jul10 |
090803 |
5.934 |
6.143 |
5.934 |
6.078 |
+0.233 |
759 |
9,898 |
-11 |
| Aug10 |
090803 |
6.025 |
6.234 |
6.025 |
6.170 |
+0.231 |
197 |
9,090 |
+2 |
| Sep10 |
090803 |
5.980 |
6.324 |
5.980 |
6.231 |
+0.230 |
151 |
6,822 |
+22 |
| Oct10 |
090803 |
6.407 |
6.407 |
6.258 |
6.341 |
+0.230 |
609 |
18,491 |
+163 |
| Nov10 |
090803 |
6.775 |
6.775 |
6.641 |
6.711 |
+0.225 |
256 |
6,062 |
+68 |
| Dec10 |
090803 |
6.930 |
7.290 |
6.930 |
7.066 |
+0.215 |
156 |
12,843 |
+62 |
| Total Volume and Open Interest |
152,921 |
712,555 |
+6,696 |
| Brent Crude Oil(ICE) |
| Sep09 |
090803 |
71.98 |
73.95 |
71.50 |
73.55 |
+1.85 |
127,557 |
104,366 |
-19,850 |
| Oct09 |
090803 |
72.47 |
74.31 |
72.30 |
73.98 |
+1.77 |
82,543 |
127,554 |
-1,454 |
| Nov09 |
090803 |
73.28 |
75.02 |
73.11 |
74.70 |
+1.72 |
27,712 |
51,822 |
-2,718 |
| Dec09 |
090803 |
73.96 |
75.67 |
73.75 |
75.39 |
+1.72 |
28,998 |
95,255 |
-5,040 |
| Jan10 |
090803 |
74.61 |
76.23 |
74.61 |
76.01 |
+1.68 |
5,170 |
30,942 |
-882 |
| Feb10 |
090803 |
75.30 |
76.80 |
75.30 |
76.61 |
+1.63 |
4,346 |
17,204 |
+299 |
| Mar10 |
090803 |
76.36 |
77.38 |
76.36 |
77.21 |
+1.57 |
3,148 |
13,232 |
+278 |
| Apr10 |
090803 |
76.95 |
77.78 |
76.87 |
77.78 |
+1.51 |
1,720 |
7,469 |
-366 |
| May10 |
090803 |
77.50 |
78.32 |
77.50 |
78.32 |
+1.46 |
1,157 |
6,362 |
-86 |
| Jun10 |
090803 |
78.11 |
79.01 |
77.95 |
78.80 |
+1.42 |
5,235 |
38,664 |
+262 |
| Jul10 |
090803 |
79.20 |
79.20 |
79.15 |
79.15 |
+1.39 |
1,158 |
9,361 |
-166 |
| Aug10 |
090803 |
79.38 |
79.38 |
79.38 |
79.38 |
+1.37 |
708 |
6,454 |
-143 |
| Sep10 |
090803 |
79.57 |
79.57 |
79.57 |
79.57 |
+1.35 |
429 |
3,110 |
-46 |
| Oct10 |
090803 |
79.77 |
79.77 |
79.77 |
79.77 |
+1.35 |
366 |
2,978 |
-7 |
| Total Volume and Open Interest |
302,328 |
662,660 |
-32,400 |
| Gas Oil(ICE) |
| Aug09 |
090803 |
581.50 |
595.25 |
581.50 |
591.50 |
+21.00 |
27,688 |
44,782 |
-1,724 |
| Sep09 |
090803 |
588.50 |
602.00 |
588.50 |
598.50 |
+21.25 |
43,245 |
87,431 |
-2,462 |
| Oct09 |
090803 |
597.75 |
609.75 |
596.75 |
606.50 |
+21.50 |
14,843 |
50,697 |
+503 |
| Nov09 |
090803 |
605.50 |
616.75 |
605.50 |
614.50 |
+21.50 |
3,869 |
36,330 |
-69 |
| Dec09 |
090803 |
614.50 |
625.75 |
614.50 |
623.00 |
+21.25 |
9,397 |
64,204 |
-507 |
| Jan10 |
090803 |
627.00 |
633.50 |
627.00 |
632.00 |
+20.75 |
1,495 |
40,845 |
-228 |
| Feb10 |
090803 |
635.75 |
641.00 |
635.50 |
639.50 |
+20.50 |
734 |
18,016 |
-224 |
| Mar10 |
090803 |
642.00 |
647.00 |
641.50 |
645.75 |
+20.00 |
926 |
20,747 |
-188 |
| Apr10 |
090803 |
647.50 |
652.75 |
647.25 |
651.25 |
+19.75 |
446 |
11,710 |
+11 |
| May10 |
090803 |
652.75 |
658.00 |
652.25 |
656.50 |
+19.50 |
156 |
9,404 |
-206 |
| Total Volume and Open Interest |
106,686 |
508,246 |
-4,716 |
| Ethanol(CBOT) |
| Aug09 |
090803 |
1.685 |
1.685 |
1.670 |
1.670 |
+0.045 |
40 |
99 |
-10 |
| Sep09 |
090803 |
1.650 |
1.655 |
1.645 |
1.651 |
+0.068 |
30 |
513 |
+4 |
| Oct09 |
090803 |
1.640 |
1.644 |
1.620 |
1.636 |
+0.076 |
28 |
387 |
-5 |
| Nov09 |
090803 |
1.629 |
1.645 |
1.629 |
1.645 |
+0.090 |
20 |
267 |
+15 |
| Dec09 |
090803 |
1.610 |
1.650 |
1.610 |
1.650 |
+0.095 |
12 |
370 |
+0 |
| Jan10 |
090803 |
1.670 |
1.670 |
1.670 |
1.670 |
+0.115 |
17 |
516 |
+15 |
| Feb10 |
090803 |
1.640 |
1.640 |
1.640 |
1.640 |
+0.080 |
10 |
432 |
+10 |
| Mar10 |
090803 |
1.640 |
1.640 |
1.640 |
1.640 |
+0.077 |
5 |
577 |
+5 |
| Total Volume and Open Interest |
171 |
3,841 |
+40 |
| US Dollar Index(ICE) |
| Sep09 |
090803 |
78.160 |
78.585 |
77.565 |
77.750 |
-0.700 |
4,144 |
22,506 |
-132 |
| Dec09 |
090803 |
78.650 |
78.850 |
77.900 |
78.070 |
-0.700 |
26 |
2,132 |
-4 |
| Mar10 |
090803 |
78.345 |
78.345 |
78.345 |
78.345 |
-0.700 |
|
|
|
| Total Volume and Open Interest |
4,170 |
24,638 |
-136 |
| Australian Dollar(CME) |
| Sep09 |
090803 |
83.27 |
84.15 |
83.15 |
83.80 |
+0.59 |
78,269 |
103,003 |
+3,488 |
| Dec09 |
090803 |
82.80 |
83.52 |
82.62 |
83.20 |
+0.58 |
54 |
395 |
+1 |
| Mar10 |
090803 |
82.58 |
82.58 |
82.01 |
82.58 |
+0.57 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
78,323 |
103,414 |
+3,489 |
| British Pound(CME) |
| Sep09 |
090803 |
167.24 |
169.86 |
166.94 |
169.19 |
+2.32 |
112,307 |
89,831 |
+959 |
| Dec09 |
090803 |
166.94 |
169.78 |
166.94 |
169.16 |
+2.31 |
99 |
566 |
+33 |
| Mar10 |
090803 |
169.14 |
169.51 |
166.84 |
169.14 |
+2.30 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
112,406 |
90,427 |
+992 |
| Canadian Dollar(CME) |
| Sep09 |
090803 |
92.85 |
93.98 |
92.67 |
93.70 |
+1.00 |
60,418 |
93,767 |
+4,686 |
| Dec09 |
090803 |
93.00 |
93.98 |
92.73 |
93.73 |
+1.00 |
561 |
2,755 |
+359 |
| Mar10 |
090803 |
93.74 |
93.93 |
92.74 |
93.74 |
+1.00 |
30 |
618 |
-54 |
| Jun10 |
090803 |
93.30 |
93.92 |
92.75 |
93.75 |
+1.00 |
5 |
130 |
+1 |
| Total Volume and Open Interest |
61,015 |
97,443 |
+4,993 |
| Japanese Yen(CME) |
| Sep09 |
090803 |
105.56 |
105.76 |
104.82 |
104.95 |
-0.58 |
90,811 |
78,047 |
-5,650 |
| Dec09 |
090803 |
105.76 |
105.83 |
104.95 |
105.05 |
-0.58 |
290 |
359 |
-50 |
| Mar10 |
090803 |
105.22 |
105.82 |
105.22 |
105.22 |
-0.59 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
91,101 |
78,432 |
-5,700 |
| Swiss Franc(CME) |
| Sep09 |
090803 |
93.70 |
94.71 |
93.21 |
94.39 |
+0.77 |
35,330 |
31,653 |
-1,926 |
| Dec09 |
090803 |
93.98 |
94.81 |
93.35 |
94.50 |
+0.77 |
2 |
113 |
+1 |
| Mar10 |
090803 |
94.67 |
94.71 |
93.71 |
94.67 |
+0.77 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
35,332 |
31,771 |
-1,925 |
| EuroFX(CME) |
| Sep09 |
090803 |
142.69 |
144.46 |
142.07 |
144.09 |
+1.55 |
224,051 |
116,067 |
-3,577 |
| Dec09 |
090803 |
142.49 |
144.45 |
142.10 |
144.09 |
+1.55 |
627 |
1,298 |
+29 |
| Mar10 |
090803 |
144.00 |
144.17 |
142.29 |
144.11 |
+1.55 |
0 |
338 |
+0 |
| Total Volume and Open Interest |
224,678 |
117,707 |
-3,548 |
| Mexican Peso(CME) |
| Aug09 |
090803 |
762.2 |
762.2 |
758.0 |
762.2 |
+4.2 |
|
|
|
| Sep09 |
090803 |
753.5 |
760.2 |
752.0 |
757.8 |
+4.2 |
7,767 |
56,582 |
+279 |
| Total Volume and Open Interest |
7,787 |
58,244 |
+270 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090803 |
119~030 |
119~035 |
117~080 |
117~190 |
-1~130 |
241,596 |
685,808 |
+9,007 |
| Dec09 |
090803 |
117~130 |
117~150 |
116~015 |
116~100 |
-1~135 |
714 |
2,077 |
+18 |
| Mar10 |
090803 |
115~110 |
116~245 |
115~105 |
115~110 |
-1~135 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
242,310 |
687,928 |
+9,025 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090803 |
117~110 |
117~110 |
115~270 |
116~060 |
-1~030 |
771,377 |
1,090,111 |
-2,233 |
| Dec09 |
090803 |
115~140 |
115~140 |
114~145 |
114~230 |
-1~035 |
1,585 |
7,712 |
+696 |
| Mar10 |
090803 |
113~230 |
114~265 |
113~230 |
113~230 |
-1~035 |
|
|
|
| Total Volume and Open Interest |
772,962 |
1,097,823 |
-1,537 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090803 |
115~050 |
115~055 |
114~056 |
114~092 |
-0~085 |
413,987 |
761,081 |
-10,167 |
| Dec09 |
090803 |
113~088 |
114~004 |
113~037 |
113~046 |
-0~086 |
2 |
15,292 |
+0 |
| Mar10 |
090803 |
113~046 |
114~004 |
113~046 |
113~046 |
-0~086 |
|
|
|
| Total Volume and Open Interest |
413,989 |
776,373 |
-10,167 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090803 |
108~026 |
108~026 |
108~022 |
108~026 |
-0~010 |
6,010 |
661,810 |
-504 |
| Dec09 |
090803 |
107~062 |
107~081 |
107~062 |
107~062 |
-0~019 |
0 |
1,455 |
+0 |
| Mar10 |
090803 |
107~062 |
107~081 |
107~062 |
107~062 |
-0~019 |
|
|
|
| Total Volume and Open Interest |
168,606 |
663,265 |
+9,183 |
| Eurodollars(CME) |
| Sep09 |
090803 |
99.510 |
99.540 |
99.505 |
99.510 |
+0.005 |
137,418 |
1,014,592 |
+12,982 |
| Dec09 |
090803 |
99.290 |
99.310 |
99.250 |
99.265 |
-0.025 |
191,356 |
965,528 |
+8,069 |
| Mar10 |
090803 |
99.005 |
99.025 |
98.915 |
98.940 |
-0.075 |
269,605 |
910,548 |
+7,464 |
| Jun10 |
090803 |
98.625 |
98.645 |
98.480 |
98.510 |
-0.120 |
240,010 |
657,509 |
+10,160 |
| Sep10 |
090803 |
98.240 |
98.240 |
98.045 |
98.075 |
-0.155 |
303,615 |
590,314 |
-4,983 |
| Dec10 |
090803 |
97.820 |
97.840 |
97.620 |
97.645 |
-0.175 |
261,143 |
692,214 |
-800 |
| Mar11 |
090803 |
97.480 |
97.485 |
97.265 |
97.295 |
-0.185 |
202,697 |
380,263 |
+6,627 |
| Jun11 |
090803 |
97.155 |
97.170 |
96.935 |
96.965 |
-0.195 |
140,544 |
367,916 |
+1,997 |
| Sep11 |
090803 |
96.860 |
96.865 |
96.645 |
96.675 |
-0.200 |
83,356 |
241,176 |
+1,531 |
| Dec11 |
090803 |
96.580 |
96.590 |
96.360 |
96.395 |
-0.205 |
68,738 |
169,520 |
+3,091 |
| Mar12 |
090803 |
96.385 |
96.390 |
96.165 |
96.200 |
-0.205 |
59,661 |
126,195 |
+1,682 |
| Jun12 |
090803 |
96.200 |
96.205 |
95.980 |
96.015 |
-0.205 |
46,892 |
123,842 |
+3,242 |
| Sep12 |
090803 |
96.020 |
96.020 |
95.820 |
95.855 |
-0.200 |
14,675 |
66,672 |
+1,654 |
| Dec12 |
090803 |
95.850 |
95.850 |
95.655 |
95.690 |
-0.200 |
15,570 |
59,444 |
+423 |
| Mar13 |
090803 |
95.755 |
95.755 |
95.560 |
95.590 |
-0.200 |
12,384 |
61,150 |
+193 |
| Jun13 |
090803 |
95.615 |
95.640 |
95.455 |
95.480 |
-0.200 |
7,118 |
30,419 |
-1,420 |
| Sep13 |
090803 |
95.530 |
95.530 |
95.350 |
95.375 |
-0.195 |
6,440 |
38,542 |
-187 |
| Dec13 |
090803 |
95.405 |
95.415 |
95.225 |
95.255 |
-0.190 |
6,086 |
27,734 |
-233 |
| Total Volume and Open Interest |
2,092,696 |
6,692,948 |
+50,146 |
| 30 Day Federal Funds(CBOT) |
| Aug09 |
090803 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
4,141 |
48,722 |
-241 |
| Sep09 |
090803 |
99.800 |
99.805 |
99.795 |
99.800 |
unch |
2,966 |
35,445 |
+149 |
| Oct09 |
090803 |
99.790 |
99.800 |
99.785 |
99.790 |
unch |
2,718 |
28,444 |
+723 |
| Nov09 |
090803 |
99.765 |
99.770 |
99.745 |
99.750 |
-0.005 |
2,818 |
53,259 |
+173 |
| Dec09 |
090803 |
99.735 |
99.740 |
99.710 |
99.715 |
-0.010 |
3,925 |
38,616 |
-707 |
| Jan10 |
090803 |
99.690 |
99.695 |
99.665 |
99.670 |
-0.010 |
7,397 |
26,268 |
-1,434 |
| Total Volume and Open Interest |
50,535 |
390,895 |
+1,603 |
| 30 Day Fed Funds(e-CBOT) |
| 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 |
| Jan10 |
090519 |
99.600 |
99.615 |
99.595 |
99.615 |
+0.015 |
3,185 |
25,864 |
+377 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Sep09 |
090803 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
|
|
|
| Dec09 |
090803 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Mar10 |
090803 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
|
|
|
| Jun10 |
090803 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Sep10 |
090803 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
| Dec10 |
090803 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
|
|
|
| Mar11 |
090803 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.01 |
|
|
|
| Jun11 |
090803 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
|
|
|
| Sep11 |
090803 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
|
|
|
| Dec11 |
090803 |
99.01 |
99.01 |
99.01 |
99.01 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090803 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.00 |
0 |
12,075 |
+200 |
| Dec09 |
090803 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
3,557 |
+0 |
| Mar10 |
090803 |
99.49 |
99.49 |
99.49 |
99.49 |
0.00 |
0 |
2,581 |
+0 |
| Jun10 |
090803 |
99.45 |
99.45 |
99.45 |
99.45 |
-0.01 |
0 |
1,438 |
+0 |
| Sep10 |
090803 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
0 |
421 |
+0 |
| Dec10 |
090803 |
99.38 |
99.38 |
99.35 |
99.35 |
-0.01 |
0 |
420 |
+0 |
| Mar11 |
090803 |
99.26 |
99.26 |
99.26 |
99.26 |
0.00 |
0 |
412 |
+0 |
| Jun11 |
090803 |
99.21 |
99.21 |
99.21 |
99.21 |
0.00 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
0 |
22,479 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090731 |
138.51 |
138.55 |
138.01 |
138.06 |
-0.35 |
2,530 |
14,612 |
+1,010 |
| Dec09 |
090803 |
137.26 |
137.26 |
137.26 |
137.26 |
-0.41 |
0 |
1 |
+0 |
| Mar10 |
090803 |
137.03 |
137.03 |
137.03 |
137.03 |
-0.41 |
|
|
|
| Total Volume and Open Interest |
2,359 |
14,633 |
-270 |
| Euro-Bund(EUREX) |
| Sep09 |
090803 |
122.07 |
122.18 |
121.44 |
121.62 |
+0.80 |
633,340 |
839,348 |
+9,458 |
| Dec09 |
090803 |
120.71 |
120.71 |
120.10 |
120.24 |
-0.42 |
2,627 |
11,627 |
+2,244 |
| Mar10 |
090803 |
119.87 |
119.87 |
119.87 |
119.87 |
-0.43 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
652,405 |
902,147 |
+53,415 |
| Euro-Bobl(EUREX) |
| Sep09 |
090731 |
115.68 |
116.25 |
115.64 |
116.15 |
+0.66 |
336,226 |
629,271 |
-3,115 |
| Dec09 |
090803 |
114.78 |
114.78 |
114.34 |
114.38 |
-0.39 |
306 |
411 |
+1 |
| Mar10 |
090803 |
113.96 |
113.96 |
113.96 |
113.96 |
-0.39 |
|
|
|
| Total Volume and Open Interest |
288,579 |
641,883 |
+12,202 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090803 |
99.080 |
99.090 |
99.040 |
99.045 |
-0.040 |
94 |
5,818 |
-36 |
| Mar10 |
090803 |
98.930 |
98.930 |
98.850 |
98.850 |
-0.080 |
87 |
2,979 |
+25 |
| Total Volume and Open Interest |
1,313 |
34,757 |
+188 |
| Long Gilt(LIFFE) |
| Sep09 |
090803 |
117~12 |
117~17 |
116~17 |
116~23 |
-0~23 |
59,103 |
227,851 |
+9,937 |
| Dec09 |
090803 |
115~06 |
115~06 |
115~06 |
115~06 |
-0~23 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
59,103 |
228,001 |
+1,324 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090803 |
99.20 |
99.25 |
99.13 |
99.19 |
unch |
27,781 |
251,802 |
+3,798 |
| Dec09 |
090803 |
98.99 |
99.03 |
98.89 |
98.94 |
-0.05 |
38,757 |
286,920 |
+8,962 |
| Mar10 |
090803 |
98.65 |
98.68 |
98.50 |
98.54 |
-0.11 |
32,288 |
339,925 |
-32 |
| Jun10 |
090803 |
98.16 |
98.16 |
97.98 |
98.01 |
-0.12 |
49,185 |
287,665 |
-2,252 |
| Sep10 |
090803 |
97.59 |
97.62 |
97.43 |
97.46 |
-0.12 |
45,286 |
233,775 |
+2,012 |
| Dec10 |
090803 |
97.03 |
97.06 |
96.87 |
96.92 |
-0.11 |
41,444 |
244,182 |
-2,705 |
| Total Volume and Open Interest |
281,996 |
2,125,465 |
+9,887 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090803 |
99.210 |
99.210 |
99.175 |
99.175 |
-0.010 |
90,224 |
644,403 |
+4,156 |
| Dec09 |
090803 |
99.095 |
99.100 |
99.035 |
99.045 |
-0.035 |
105,128 |
521,775 |
+13,439 |
| Mar10 |
090803 |
98.945 |
98.955 |
98.820 |
98.850 |
-0.080 |
94,279 |
449,629 |
+3,030 |
| Total Volume and Open Interest |
626,312 |
3,138,475 |
+24,142 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090803 |
96.73 |
96.76 |
96.71 |
96.72 |
-0.02 |
9,216 |
292,999 |
-1,243 |
| Dec09 |
090803 |
96.43 |
96.48 |
96.39 |
96.39 |
-0.04 |
16,238 |
270,046 |
+2,485 |
| Mar10 |
090803 |
95.95 |
96.00 |
95.91 |
95.92 |
-0.04 |
12,949 |
152,287 |
+1,115 |
| Jun10 |
090803 |
95.46 |
95.51 |
95.42 |
95.42 |
-0.05 |
6,057 |
93,448 |
+703 |
| Sep10 |
090803 |
95.03 |
95.09 |
94.99 |
94.99 |
-0.06 |
3,614 |
58,158 |
-1,813 |
| Dec10 |
090803 |
94.67 |
94.73 |
94.63 |
94.63 |
-0.05 |
1,438 |
34,643 |
+763 |
| Mar11 |
090803 |
94.35 |
94.42 |
94.31 |
94.31 |
-0.05 |
721 |
18,152 |
+6 |
| Jun11 |
090803 |
94.08 |
94.08 |
94.03 |
94.03 |
-0.04 |
42 |
13,289 |
-1,157 |
| Sep11 |
090803 |
93.78 |
93.78 |
93.78 |
93.78 |
-0.04 |
7 |
3,483 |
+0 |
| Dec11 |
090803 |
93.54 |
93.54 |
93.54 |
93.54 |
-0.03 |
0 |
623 |
+0 |
| Total Volume and Open Interest |
50,282 |
938,078 |
+859 |
| 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 |
090803 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
29,161 |
355,847 |
+2,517 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090803 |
95.06 |
95.12 |
95.03 |
95.05 |
-0.02 |
90,211 |
679,554 |
+31,016 |
| Dec09 |
090803 |
95.05 |
95.05 |
95.05 |
95.05 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
90,211 |
679,554 |
+31,016 |
| Gold(CMX) |
| Aug09 |
090803 |
952.6 |
964.0 |
952.4 |
956.6 |
+2.9 |
36,620 |
7,225 |
-12,109 |
| Oct09 |
090803 |
954.8 |
965.7 |
953.0 |
957.5 |
+3.0 |
8,129 |
23,938 |
-259 |
| Dec09 |
090803 |
954.5 |
966.9 |
954.3 |
958.8 |
+3.0 |
62,132 |
237,640 |
+9,465 |
| Feb10 |
090803 |
959.5 |
965.7 |
956.1 |
960.2 |
+3.1 |
1,585 |
17,911 |
-372 |
| Apr10 |
090803 |
963.6 |
967.1 |
960.3 |
961.6 |
+3.2 |
120 |
19,540 |
+4 |
| Jun10 |
090803 |
958.7 |
968.2 |
958.7 |
963.2 |
+3.3 |
1,033 |
12,747 |
+700 |
| Aug10 |
090803 |
965.1 |
965.1 |
965.1 |
965.1 |
+3.5 |
1,000 |
6,194 |
+296 |
| Oct10 |
090803 |
967.4 |
967.4 |
967.4 |
967.4 |
+3.7 |
0 |
3,550 |
+0 |
| Dec10 |
090803 |
965.9 |
976.0 |
965.9 |
970.1 |
+4.0 |
1,484 |
12,009 |
-612 |
| Feb11 |
090803 |
973.2 |
973.2 |
973.2 |
973.2 |
+4.3 |
300 |
1,012 |
+0 |
| Apr11 |
090803 |
976.6 |
976.6 |
976.6 |
976.6 |
+4.5 |
100 |
87 |
-50 |
| Jun11 |
090803 |
325.0 |
325.0 |
325.0 |
325.0 |
+4.8 |
600 |
7,824 |
-200 |
| Total Volume and Open Interest |
116,542 |
369,572 |
-3,080 |
| Silver(CMX) |
| Sep09 |
090803 |
1390.0 |
1446.5 |
1388.5 |
1425.2 |
+31.2 |
17,171 |
53,753 |
-1,262 |
| Dec09 |
090803 |
1401.5 |
1450.0 |
1401.5 |
1429.2 |
+31.3 |
2,474 |
23,340 |
+404 |
| Mar10 |
090803 |
1435.0 |
1444.0 |
1432.6 |
1432.6 |
+31.5 |
142 |
5,827 |
-3 |
| May10 |
090803 |
1433.5 |
1434.7 |
1433.5 |
1434.7 |
+31.6 |
1 |
2,256 |
+1 |
| Jul10 |
090803 |
1421.5 |
1450.0 |
1421.5 |
1436.7 |
+31.8 |
36 |
3,116 |
-5 |
| Sep10 |
090803 |
1454.0 |
1454.0 |
1438.8 |
1438.8 |
+32.0 |
27 |
547 |
+2 |
| Dec10 |
090803 |
1443.0 |
1443.0 |
1443.0 |
1443.0 |
+32.5 |
5 |
3,315 |
+0 |
| Total Volume and Open Interest |
20,642 |
97,827 |
-929 |
| Platinum(NYMEX) |
| Oct09 |
090803 |
1215.9 |
1245.9 |
1208.5 |
1239.7 |
+25.5 |
1,608 |
21,530 |
-101 |
| Jan10 |
090803 |
1223.0 |
1248.4 |
1221.5 |
1245.6 |
+25.5 |
5 |
758 |
+4 |
| Apr10 |
090803 |
1249.6 |
1249.6 |
1249.6 |
1249.6 |
+25.5 |
|
|
|
| Total Volume and Open Interest |
1,613 |
22,288 |
-97 |
| Palladium(NYMEX) |
| Sep09 |
090803 |
265.00 |
276.00 |
262.55 |
274.60 |
+10.00 |
1,183 |
16,641 |
-314 |
| Dec09 |
090803 |
266.20 |
277.00 |
265.00 |
275.80 |
+10.00 |
580 |
1,815 |
+445 |
| Mar10 |
090803 |
269.00 |
278.00 |
269.00 |
277.30 |
+10.00 |
3 |
6 |
+3 |
| Total Volume and Open Interest |
1,766 |
18,462 |
+134 |
| Copper(CMX) |
| Sep09 |
090803 |
262.80 |
276.90 |
262.45 |
273.85 |
+11.50 |
24,339 |
78,460 |
+1,772 |
| Dec09 |
090803 |
264.40 |
277.60 |
264.25 |
274.95 |
+12.05 |
6,249 |
26,503 |
+1,312 |
| Mar10 |
090803 |
273.00 |
275.35 |
272.55 |
274.95 |
+11.80 |
147 |
3,658 |
+53 |
| May10 |
090803 |
273.60 |
275.40 |
273.40 |
274.70 |
+11.75 |
19 |
898 |
+2 |
| Jul10 |
090803 |
273.55 |
274.45 |
273.55 |
274.45 |
+11.70 |
1 |
297 |
+2 |
| Total Volume and Open Interest |
31,212 |
122,905 |
+2,979 |
| Aluminum(CMX) |
| Aug09 |
090803 |
87.25 |
87.25 |
87.25 |
87.25 |
+3.50 |
|
|
|
| Sep09 |
090803 |
87.75 |
87.75 |
87.75 |
87.75 |
+3.50 |
|
|
|
| Oct09 |
090803 |
2.55 |
2.55 |
2.55 |
2.55 |
-3.05 |
|
|
|
| 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 |
090803 |
9106 |
9255 |
9106 |
9248 |
+122 |
858 |
11,153 |
+104 |
| Dec09 |
090803 |
9120 |
9189 |
9120 |
9189 |
+123 |
0 |
658 |
+0 |
| Mar10 |
090803 |
9132 |
9132 |
9010 |
9132 |
+122 |
0 |
2 |
+0 |
| Jun10 |
090803 |
9093 |
9093 |
8971 |
9093 |
+122 |
|
|
|
| Total Volume and Open Interest |
858 |
11,813 |
+104 |
| S & P 500(CME) |
| Sep09 |
090803 |
982.80 |
1001.00 |
982.10 |
1000.70 |
+16.30 |
24,034 |
373,163 |
-2,251 |
| Dec09 |
090803 |
990.00 |
997.00 |
985.00 |
996.30 |
+16.30 |
258 |
9,121 |
+150 |
| Mar10 |
090803 |
986.00 |
993.10 |
985.60 |
992.40 |
+16.30 |
0 |
3,704 |
+0 |
| Jun10 |
090803 |
989.40 |
990.00 |
978.00 |
989.40 |
+16.40 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
24,292 |
386,172 |
-2,101 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090803 |
982.75 |
1001.25 |
982.00 |
1000.75 |
+16.25 |
2,202,255 |
2,493,562 |
-18,196 |
| Dec09 |
090803 |
981.75 |
996.50 |
978.00 |
996.25 |
+16.25 |
1,231 |
26,027 |
+400 |
| Total Volume and Open Interest |
2,203,491 |
2,519,642 |
-17,795 |
| NASDAQ 100(CME) |
| Sep09 |
090803 |
1606.00 |
1627.80 |
1600.80 |
1626.80 |
+24.80 |
2,347 |
18,140 |
+813 |
| Dec09 |
090803 |
1624.50 |
1624.50 |
1621.80 |
1624.50 |
+24.70 |
0 |
13 |
+0 |
| Mar10 |
090803 |
1623.50 |
1623.50 |
1620.80 |
1623.50 |
+24.70 |
|
|
|
| Total Volume and Open Interest |
2,347 |
18,153 |
+813 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090803 |
1601.30 |
1628.30 |
1600.50 |
1626.80 |
+24.80 |
324,926 |
309,963 |
+2,224 |
| Dec09 |
090803 |
1604.80 |
1625.30 |
1599.30 |
1624.50 |
+24.70 |
1,838 |
2,709 |
+1,658 |
| Total Volume and Open Interest |
326,764 |
312,683 |
+3,882 |
| S & P Midcap 400(CME) |
| Sep09 |
090803 |
631.00 |
640.00 |
628.50 |
638.80 |
+12.00 |
35 |
2,439 |
-17 |
| Dec09 |
090803 |
636.80 |
636.80 |
635.80 |
636.80 |
+12.00 |
|
|
|
| Mar10 |
090803 |
634.80 |
634.80 |
633.80 |
634.80 |
+12.00 |
|
|
|
| Total Volume and Open Interest |
35 |
2,439 |
-17 |
| Russell 2000(CME) |
| Sep09 |
090803 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
354 |
7,477 |
-160 |
| Dec09 |
090803 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,140 |
+1 |
| Mar10 |
090803 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,893 |
-3 |
| Total Volume and Open Interest |
100 |
7,427 |
+7,427 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090803 |
10325 |
10385 |
10310 |
10350 |
-20 |
98,304 |
184,570 |
+458 |
| Dec09 |
090803 |
10310 |
10310 |
10310 |
10310 |
-20 |
0 |
1,268 |
+0 |
| Total Volume and Open Interest |
98,314 |
191,311 |
+2,679 |
| Nikkei 225(SGX) |
| Sep09 |
090803 |
10325 |
10385 |
10310 |
10350 |
-20 |
98,304 |
184,570 |
+458 |
| Dec09 |
090803 |
10310 |
10310 |
10310 |
10310 |
-20 |
0 |
1,268 |
+0 |
| Mar10 |
090803 |
10330 |
10330 |
10330 |
10330 |
-20 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
98,314 |
191,311 |
+2,679 |
| CAC 40(EURONEXT) |
| Aug09 |
090803 |
3445.5 |
3507.0 |
3416.0 |
3481.0 |
+58.5 |
125,402 |
373,182 |
+7,833 |
| Sep09 |
090803 |
3434.0 |
3500.0 |
3409.5 |
3475.0 |
+58.5 |
5,433 |
51,326 |
+1,596 |
| Oct09 |
090803 |
3475.0 |
3475.0 |
3475.0 |
3475.0 |
+58.5 |
150 |
150 |
+150 |
| Total Volume and Open Interest |
131,547 |
427,191 |
+10,019 |
| Hang Seng Index(HKFE) |
| Aug09 |
090803 |
20566 |
20764 |
20385 |
20750 |
+387 |
84,397 |
81,744 |
+102 |
| Sep09 |
090803 |
20408 |
20666 |
20311 |
20660 |
+360 |
525 |
2,944 |
+76 |
| Total Volume and Open Interest |
101,870 |
85,835 |
-17,337 |
| DAX(EUREX) |
| Sep09 |
090803 |
5362.0 |
5466.5 |
5308.0 |
5426.5 |
+84.5 |
149,461 |
157,170 |
+2,133 |
| Dec09 |
090803 |
5337.5 |
5467.0 |
5324.5 |
5429.0 |
+84.5 |
401 |
14,714 |
-55 |
| Mar10 |
090803 |
5342.5 |
5470.0 |
5330.0 |
5434.0 |
+84.0 |
214 |
1,251 |
+6 |
| Total Volume and Open Interest |
150,076 |
173,135 |
+2,084 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090803 |
4575.00 |
4681.50 |
4563.00 |
4651.00 |
+75.00 |
93,342 |
621,252 |
-3,700 |
| Dec09 |
090803 |
4555.00 |
4641.00 |
4555.00 |
4620.50 |
+75.50 |
35 |
4,097 |
+13 |
| Mar10 |
090803 |
4606.00 |
4606.00 |
4585.50 |
4585.50 |
+75.00 |
2 |
953 |
+2 |
| Total Volume and Open Interest |
93,379 |
626,797 |
-3,685 |
| SPI 200(SFE) |
| Sep09 |
090803 |
4204.0 |
4246.0 |
4176.0 |
4210.0 |
+3.0 |
34,138 |
239,103 |
+5,805 |
| Dec09 |
090803 |
4247.0 |
4250.0 |
4218.0 |
4218.0 |
+2.0 |
58 |
3,575 |
+48 |
| Mar10 |
090803 |
4194.0 |
4194.0 |
4194.0 |
4194.0 |
+2.0 |
0 |
4,373 |
+0 |
| Total Volume and Open Interest |
34,196 |
247,745 |
+5,853 |
| GSCI(CME) |
| Aug09 |
090803 |
468.00 |
477.00 |
468.00 |
474.00 |
+18.00 |
594 |
15,455 |
+109 |
| Sep09 |
090803 |
473.00 |
482.00 |
473.00 |
479.50 |
+14.50 |
4 |
8 |
+1 |
| Oct09 |
090803 |
481.50 |
488.00 |
481.50 |
487.50 |
+15.50 |
|
|
|
| Total Volume and Open Interest |
598 |
15,463 |
+110 |
| 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. |
|
|