|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue August 04, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090804 |
1168.50 |
1178.75 |
1160.00 |
1165.00 |
-8.50 |
9,086 |
9,406 |
-2,279 |
| Sep09 |
090804 |
1087.00 |
1094.00 |
1072.50 |
1083.50 |
-5.00 |
14,506 |
29,620 |
+1,054 |
| Nov09 |
090804 |
1028.50 |
1040.00 |
1015.00 |
1031.50 |
+1.00 |
74,978 |
242,307 |
-2,373 |
| Jan10 |
090804 |
1030.50 |
1043.00 |
1017.50 |
1035.50 |
+2.75 |
8,194 |
38,723 |
-379 |
| Mar10 |
090804 |
1026.00 |
1037.00 |
1016.50 |
1030.00 |
+3.75 |
4,322 |
18,918 |
-382 |
| May10 |
090804 |
1010.00 |
1022.75 |
1001.00 |
1016.00 |
+6.00 |
4,382 |
13,694 |
-888 |
| Jul10 |
090804 |
1015.00 |
1024.75 |
1000.50 |
1016.50 |
+5.50 |
3,659 |
17,469 |
+183 |
| Total Volume and Open Interest |
120,050 |
389,963 |
-4,900 |
| Soybean Meal(CBOT) |
| Aug09 |
090804 |
363.70 |
369.70 |
351.00 |
366.80 |
-0.30 |
5,541 |
6,910 |
-1,070 |
| Sep09 |
090804 |
339.20 |
343.60 |
335.20 |
339.30 |
+0.70 |
12,504 |
39,545 |
+1,553 |
| Oct09 |
090804 |
315.60 |
320.30 |
312.80 |
317.40 |
+1.80 |
3,780 |
23,410 |
+441 |
| Dec09 |
090804 |
309.70 |
314.90 |
305.30 |
311.80 |
+2.20 |
22,018 |
70,627 |
-924 |
| Jan10 |
090804 |
306.20 |
311.50 |
301.80 |
308.80 |
+3.60 |
1,017 |
7,223 |
-86 |
| Mar10 |
090804 |
299.50 |
307.40 |
299.50 |
304.60 |
+3.40 |
2,011 |
6,485 |
-415 |
| May10 |
090804 |
292.80 |
299.90 |
291.50 |
297.20 |
+3.50 |
1,733 |
9,548 |
-370 |
| Jul10 |
090804 |
295.50 |
299.80 |
291.50 |
297.20 |
+4.00 |
953 |
3,783 |
-390 |
| Total Volume and Open Interest |
49,617 |
171,276 |
-1,263 |
| Soybean Oil(CBOT) |
| Aug09 |
090804 |
37.02 |
37.51 |
36.86 |
37.45 |
-0.09 |
14,286 |
10,021 |
-2,365 |
| Sep09 |
090804 |
37.54 |
37.70 |
36.82 |
37.60 |
-0.11 |
18,767 |
52,001 |
-399 |
| Oct09 |
090804 |
37.72 |
37.85 |
37.40 |
37.78 |
-0.11 |
9,785 |
23,346 |
+1,062 |
| Dec09 |
090804 |
38.12 |
38.85 |
37.37 |
38.17 |
-0.11 |
28,072 |
122,145 |
+1,824 |
| Jan10 |
090804 |
38.44 |
38.86 |
37.90 |
38.52 |
-0.11 |
2,294 |
13,870 |
-305 |
| Mar10 |
090804 |
38.40 |
38.87 |
38.02 |
38.79 |
-0.11 |
2,271 |
7,865 |
-352 |
| May10 |
090804 |
38.26 |
39.02 |
38.25 |
38.95 |
-0.13 |
1,691 |
8,333 |
-154 |
| Jul10 |
090804 |
39.02 |
39.25 |
38.93 |
39.10 |
-0.15 |
744 |
5,344 |
-242 |
| Total Volume and Open Interest |
77,921 |
251,364 |
-931 |
| Canola(WCE) |
| Nov09 |
090804 |
427.0 |
436.8 |
424.3 |
435.3 |
+18.3 |
6,600 |
86,771 |
+609 |
| Jan10 |
090804 |
430.5 |
440.0 |
428.0 |
440.0 |
+18.8 |
205 |
12,897 |
+175 |
| Mar10 |
090804 |
440.8 |
444.1 |
438.4 |
444.0 |
+20.2 |
4 |
1,708 |
+0 |
| May10 |
090804 |
445.2 |
445.2 |
445.2 |
445.2 |
+20.2 |
5 |
577 |
+0 |
| Jul10 |
090804 |
445.2 |
445.2 |
445.2 |
445.2 |
+22.3 |
5 |
617 |
-5 |
| Total Volume and Open Interest |
6,819 |
102,636 |
+779 |
| Corn(CBOT) |
| Sep09 |
090804 |
355.75 |
361.25 |
352.75 |
354.50 |
-3.50 |
61,754 |
232,360 |
-5,356 |
| Dec09 |
090804 |
366.75 |
372.00 |
363.00 |
365.75 |
-3.25 |
104,638 |
431,997 |
+2,946 |
| Mar10 |
090804 |
380.00 |
385.25 |
376.75 |
379.00 |
-3.00 |
6,467 |
75,338 |
-589 |
| May10 |
090804 |
388.50 |
394.50 |
386.75 |
388.50 |
-3.00 |
1,216 |
17,909 |
-112 |
| Jul10 |
090804 |
395.75 |
402.75 |
394.75 |
396.75 |
-3.00 |
2,748 |
53,125 |
-65 |
| Sep10 |
090804 |
403.25 |
410.00 |
401.75 |
404.00 |
-3.00 |
953 |
7,762 |
+294 |
| Total Volume and Open Interest |
180,087 |
880,910 |
-2,890 |
| Wheat(CBOT) |
| Sep09 |
090804 |
548.75 |
551.00 |
538.25 |
542.25 |
-7.00 |
32,936 |
127,147 |
-2,114 |
| Dec09 |
090804 |
577.00 |
578.00 |
566.00 |
570.25 |
-7.00 |
18,645 |
130,387 |
+4,557 |
| Mar10 |
090804 |
590.00 |
596.00 |
584.75 |
588.75 |
-6.50 |
2,697 |
17,444 |
+20 |
| May10 |
090804 |
600.00 |
607.75 |
597.25 |
601.00 |
-6.75 |
372 |
2,643 |
+21 |
| Jul10 |
090804 |
616.25 |
619.75 |
608.00 |
611.75 |
-7.00 |
982 |
39,762 |
+187 |
| Total Volume and Open Interest |
56,075 |
324,441 |
+2,842 |
| Wheat(KCBT) |
| Sep09 |
090804 |
576.75 |
580.00 |
564.75 |
573.00 |
-6.00 |
7,352 |
35,907 |
-847 |
| Dec09 |
090804 |
593.00 |
596.00 |
585.00 |
589.50 |
-6.50 |
4,219 |
40,450 |
+337 |
| Mar10 |
090804 |
605.00 |
612.25 |
602.50 |
606.00 |
-6.00 |
474 |
7,693 |
+21 |
| May10 |
090804 |
621.75 |
622.25 |
613.25 |
616.75 |
-6.25 |
172 |
1,246 |
+33 |
| Jul10 |
090804 |
629.75 |
634.00 |
623.25 |
627.25 |
-6.00 |
396 |
10,598 |
+137 |
| Total Volume and Open Interest |
12,759 |
97,916 |
-204 |
| Wheat(MGE) |
| Sep09 |
090804 |
624.00 |
624.75 |
615.50 |
620.00 |
-4.25 |
2,006 |
9,045 |
-323 |
| Dec09 |
090804 |
638.00 |
639.50 |
629.50 |
634.25 |
-5.00 |
1,955 |
14,158 |
-59 |
| Mar10 |
090804 |
649.00 |
654.50 |
645.50 |
650.00 |
-4.00 |
380 |
4,715 |
+30 |
| May10 |
090804 |
659.75 |
663.75 |
656.00 |
659.50 |
-4.00 |
30 |
1,600 |
+5 |
| Jul10 |
090804 |
666.00 |
672.25 |
664.50 |
667.25 |
-4.50 |
73 |
5,500 |
+0 |
| Total Volume and Open Interest |
4,484 |
36,348 |
-330 |
| Oats(CBOT) |
| Sep09 |
090804 |
213.75 |
220.00 |
211.00 |
211.00 |
unch |
1,128 |
2,707 |
-543 |
| Dec09 |
090804 |
225.75 |
234.75 |
224.50 |
225.00 |
-0.25 |
1,468 |
10,266 |
+507 |
| Mar10 |
090804 |
242.25 |
243.50 |
237.00 |
237.00 |
-0.25 |
53 |
1,550 |
+35 |
| May10 |
090804 |
245.00 |
245.25 |
245.00 |
245.00 |
-0.25 |
0 |
89 |
+0 |
| Total Volume and Open Interest |
2,649 |
14,615 |
-1 |
| Rough Rice(CBOT) |
| Sep09 |
090804 |
13.65 |
13.98 |
13.60 |
13.81 |
+0.18 |
779 |
4,828 |
-480 |
| Nov09 |
090804 |
13.90 |
14.17 |
13.83 |
14.02 |
+0.15 |
543 |
3,239 |
+231 |
| Jan10 |
090804 |
14.06 |
14.20 |
14.06 |
14.18 |
+0.15 |
20 |
399 |
+9 |
| Mar10 |
090804 |
14.35 |
14.50 |
14.21 |
14.36 |
+0.15 |
19 |
429 |
+8 |
| Total Volume and Open Interest |
1,361 |
9,054 |
-232 |
| Live Cattle(CME) |
| Aug09 |
090804 |
84.450 |
84.550 |
83.800 |
84.080 |
-0.370 |
4,728 |
30,769 |
-1,279 |
| Oct09 |
090804 |
90.580 |
90.580 |
89.450 |
89.730 |
-0.600 |
9,324 |
105,036 |
+1,539 |
| Dec09 |
090804 |
89.600 |
89.800 |
89.180 |
89.400 |
-0.200 |
5,340 |
61,521 |
+1,095 |
| Feb10 |
090804 |
89.450 |
89.550 |
89.050 |
89.300 |
-0.085 |
1,822 |
20,590 |
+450 |
| Apr10 |
090804 |
90.900 |
91.100 |
90.680 |
90.900 |
-0.150 |
728 |
9,542 |
+178 |
| Jun10 |
090804 |
88.480 |
88.480 |
88.000 |
88.230 |
-0.170 |
180 |
4,173 |
+67 |
| Total Volume and Open Interest |
22,285 |
232,756 |
+2,191 |
| Feeder Cattle(CME) |
| Aug09 |
090804 |
101.885 |
102.000 |
100.650 |
100.950 |
-1.050 |
1,110 |
7,408 |
-47 |
| Sep09 |
090804 |
102.000 |
102.000 |
100.450 |
100.580 |
-1.400 |
899 |
8,584 |
+279 |
| Oct09 |
090804 |
102.000 |
102.000 |
100.750 |
100.930 |
-1.070 |
833 |
7,661 |
+130 |
| Nov09 |
090804 |
102.100 |
102.180 |
101.000 |
101.450 |
-0.650 |
166 |
2,190 |
+2 |
| Jan10 |
090804 |
101.000 |
101.100 |
100.500 |
100.950 |
-0.350 |
56 |
826 |
+11 |
| Mar10 |
090804 |
100.680 |
100.900 |
100.680 |
100.850 |
-0.400 |
35 |
408 |
+20 |
| Apr10 |
090804 |
101.500 |
101.750 |
101.500 |
101.500 |
-0.350 |
5 |
29 |
+0 |
| Total Volume and Open Interest |
3,110 |
27,130 |
+399 |
| Lean Hogs(CME) |
| Aug09 |
090804 |
54.700 |
55.300 |
53.500 |
53.985 |
-0.965 |
4,648 |
8,940 |
-508 |
| Oct09 |
090804 |
51.600 |
52.580 |
49.330 |
50.130 |
-1.920 |
10,764 |
54,819 |
+55 |
| Dec09 |
090804 |
51.200 |
52.000 |
48.700 |
49.235 |
-2.465 |
5,065 |
34,685 |
-489 |
| Feb10 |
090804 |
57.550 |
58.130 |
55.600 |
55.750 |
-2.850 |
2,181 |
14,409 |
+817 |
| Apr10 |
090804 |
62.500 |
63.150 |
60.200 |
60.550 |
-2.650 |
425 |
5,953 |
+133 |
| May10 |
090804 |
66.830 |
66.830 |
66.000 |
66.000 |
-1.680 |
12 |
492 |
-1 |
| Jun10 |
090804 |
71.250 |
71.300 |
68.600 |
69.150 |
-2.450 |
178 |
3,162 |
-18 |
| Jul10 |
090804 |
69.000 |
70.785 |
68.600 |
68.785 |
-1.895 |
59 |
758 |
-1 |
| Total Volume and Open Interest |
23,355 |
123,773 |
-26 |
| Pork Bellies(CME) |
| Aug09 |
090804 |
61.000 |
61.500 |
59.750 |
59.750 |
-2.000 |
46 |
268 |
-12 |
| Feb10 |
090804 |
80.000 |
80.300 |
79.000 |
80.000 |
-1.000 |
36 |
251 |
-4 |
| Mar10 |
090804 |
79.580 |
79.580 |
79.500 |
79.500 |
-0.500 |
1 |
65 |
+0 |
| May10 |
090804 |
82.500 |
82.500 |
81.500 |
82.330 |
-0.670 |
0 |
5 |
+0 |
| Jul10 |
090804 |
84.500 |
84.500 |
84.500 |
84.500 |
-0.500 |
|
|
|
| Total Volume and Open Interest |
83 |
589 |
-16 |
| Class III Milk(CME) |
| Aug09 |
090804 |
11.12 |
11.15 |
10.96 |
10.96 |
-0.14 |
183 |
4,298 |
+46 |
| Sep09 |
090804 |
12.63 |
12.66 |
12.06 |
12.11 |
-0.50 |
343 |
4,197 |
-90 |
| Oct09 |
090804 |
12.99 |
12.99 |
12.46 |
12.51 |
-0.44 |
360 |
3,948 |
-124 |
| Nov09 |
090804 |
13.34 |
13.39 |
12.74 |
12.90 |
-0.37 |
185 |
3,624 |
+38 |
| Dec09 |
090804 |
13.55 |
13.57 |
13.02 |
13.13 |
-0.45 |
207 |
3,313 |
+90 |
| Total Volume and Open Interest |
1,492 |
24,923 |
+2 |
| Cocoa(ICE) |
| Sep09 |
090804 |
2935 |
2952 |
2880 |
2945 |
+10 |
4,452 |
42,912 |
-830 |
| Dec09 |
090804 |
2968 |
2990 |
2919 |
2985 |
+13 |
2,119 |
36,390 |
+873 |
| Mar10 |
090804 |
2971 |
3004 |
2947 |
3000 |
+16 |
430 |
21,240 |
+147 |
| May10 |
090804 |
2967 |
3008 |
2963 |
3008 |
+17 |
62 |
4,983 |
+7 |
| Jul10 |
090804 |
2985 |
3013 |
2985 |
3013 |
+14 |
43 |
3,627 |
+16 |
| Sep10 |
090804 |
3001 |
3015 |
3000 |
3015 |
+11 |
75 |
2,703 |
+26 |
| Dec10 |
090804 |
3007 |
3023 |
3005 |
3023 |
+9 |
52 |
1,731 |
-42 |
| Total Volume and Open Interest |
7,237 |
117,149 |
+201 |
| Coffee "C"(ICE) |
| Sep09 |
090804 |
132.60 |
134.10 |
131.30 |
133.00 |
-0.05 |
10,290 |
52,130 |
-707 |
| Dec09 |
090804 |
135.50 |
137.15 |
134.50 |
136.05 |
-0.10 |
2,277 |
29,982 |
+534 |
| Mar10 |
090804 |
138.10 |
140.00 |
137.25 |
138.95 |
unch |
514 |
12,719 |
+113 |
| May10 |
090804 |
139.80 |
141.65 |
139.35 |
140.80 |
+0.05 |
304 |
3,932 |
-15 |
| Jul10 |
090804 |
141.20 |
143.55 |
141.20 |
142.70 |
+0.15 |
212 |
1,487 |
+62 |
| Sep10 |
090804 |
144.05 |
145.30 |
144.00 |
144.50 |
+0.10 |
36 |
1,519 |
+33 |
| Total Volume and Open Interest |
13,647 |
103,133 |
+32 |
| Orange Juice(ICE) |
| Sep09 |
090804 |
89.85 |
96.30 |
89.65 |
92.85 |
+3.05 |
2,217 |
13,883 |
-1,567 |
| Nov09 |
090804 |
93.50 |
99.40 |
93.15 |
96.30 |
+3.00 |
1,102 |
12,518 |
+1,127 |
| Jan10 |
090804 |
96.50 |
99.40 |
96.40 |
99.40 |
+3.00 |
5 |
1,101 |
+4 |
| Mar10 |
090804 |
99.95 |
102.60 |
99.45 |
102.60 |
+3.05 |
8 |
2,308 |
+3 |
| May10 |
090804 |
105.50 |
105.50 |
105.50 |
105.50 |
+2.95 |
9 |
171 |
+9 |
| Jul10 |
090804 |
108.40 |
108.40 |
108.40 |
108.40 |
+2.95 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
3,341 |
30,222 |
-424 |
| Sugar #11(ICE) |
| Oct09 |
090804 |
19.13 |
19.46 |
19.02 |
19.35 |
+0.21 |
37,839 |
324,778 |
+1,758 |
| Mar10 |
090804 |
20.29 |
20.67 |
20.19 |
20.60 |
+0.31 |
22,302 |
190,122 |
+4,143 |
| May10 |
090804 |
19.60 |
19.96 |
19.58 |
19.92 |
+0.30 |
6,166 |
42,101 |
+148 |
| Jul10 |
090804 |
18.91 |
19.24 |
18.88 |
19.17 |
+0.26 |
5,728 |
84,928 |
-561 |
| Oct10 |
090804 |
18.66 |
18.92 |
18.65 |
18.88 |
+0.29 |
1,153 |
61,340 |
-130 |
| Total Volume and Open Interest |
76,075 |
782,667 |
+5,999 |
| Sugar #14(ICE) |
| Sep09 |
090804 |
23.90 |
23.91 |
23.55 |
23.60 |
+0.10 |
130 |
1,417 |
-341 |
| Total Volume and Open Interest |
130 |
1,417 |
-341 |
| London Cocoa(LCE) |
| Sep09 |
090804 |
1794 |
1820 |
1793 |
1810 |
-1 |
2,877 |
47,532 |
-956 |
| Dec09 |
090804 |
1821 |
1846 |
1819 |
1837 |
unch |
1,456 |
40,695 |
+310 |
| Mar10 |
090804 |
1825 |
1845 |
1821 |
1835 |
-2 |
615 |
31,406 |
+215 |
| May10 |
090804 |
1819 |
1837 |
1812 |
1827 |
-2 |
45 |
18,820 |
+11 |
| Jul10 |
090804 |
1812 |
1817 |
1804 |
1817 |
-3 |
43 |
7,040 |
+41 |
| Sep10 |
090804 |
1822 |
1822 |
1808 |
1817 |
-2 |
0 |
3,092 |
+0 |
| Dec10 |
090804 |
1812 |
1817 |
1812 |
1817 |
-2 |
0 |
686 |
+0 |
| Total Volume and Open Interest |
5,036 |
151,872 |
-379 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090804 |
502.00 |
513.00 |
500.30 |
512.20 |
+9.30 |
2,600 |
45,123 |
+97 |
| Dec09 |
090804 |
511.20 |
522.50 |
510.00 |
522.20 |
+9.50 |
842 |
9,641 |
-162 |
| Mar10 |
090804 |
520.40 |
531.20 |
517.70 |
530.70 |
+9.20 |
636 |
14,300 |
+161 |
| May10 |
090804 |
517.90 |
525.20 |
517.90 |
525.20 |
+8.80 |
346 |
2,902 |
-65 |
| Aug10 |
090804 |
507.00 |
515.30 |
506.10 |
514.50 |
+7.80 |
302 |
3,830 |
+116 |
| Total Volume and Open Interest |
4,731 |
77,426 |
+152 |
| Cotton(ICE) |
| Oct09 |
090804 |
60.72 |
60.90 |
59.79 |
60.65 |
-0.01 |
54 |
2,016 |
-10 |
| Dec09 |
090804 |
62.39 |
62.91 |
61.57 |
62.56 |
-0.03 |
4,786 |
100,608 |
-456 |
| Mar10 |
090804 |
64.70 |
64.70 |
63.71 |
64.65 |
+0.05 |
522 |
15,963 |
+83 |
| May10 |
090804 |
65.13 |
65.90 |
65.13 |
65.90 |
+0.08 |
281 |
1,130 |
+19 |
| Jul10 |
090804 |
67.01 |
67.20 |
67.01 |
67.20 |
+0.21 |
277 |
3,043 |
+230 |
| Oct10 |
090804 |
68.32 |
68.32 |
68.32 |
68.32 |
+0.11 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
5,922 |
125,074 |
-132 |
| Lumber(CME) |
| Sep09 |
090804 |
204.2 |
214.0 |
201.1 |
207.0 |
+3.0 |
1,246 |
4,888 |
-331 |
| Nov09 |
090804 |
208.0 |
215.0 |
205.0 |
209.4 |
+0.7 |
1,035 |
2,851 |
+544 |
| Jan10 |
090804 |
217.8 |
224.5 |
217.6 |
221.3 |
+1.1 |
53 |
979 |
+14 |
| Mar10 |
090804 |
229.3 |
229.3 |
221.0 |
228.0 |
+2.0 |
3 |
60 |
-1 |
| Total Volume and Open Interest |
2,337 |
8,790 |
+226 |
| Crude Oil(NYM) |
| Sep09 |
090804 |
71.34 |
71.95 |
70.16 |
71.42 |
-0.16 |
400,836 |
319,255 |
+5,882 |
| Oct09 |
090804 |
73.06 |
73.80 |
71.94 |
73.30 |
+0.12 |
107,642 |
118,654 |
+11,904 |
| Nov09 |
090804 |
74.02 |
75.11 |
73.19 |
74.69 |
+0.42 |
45,281 |
58,603 |
+135 |
| Dec09 |
090804 |
75.02 |
76.00 |
74.10 |
75.62 |
+0.56 |
73,039 |
159,545 |
-4,584 |
| Jan10 |
090804 |
75.08 |
76.80 |
74.99 |
76.44 |
+0.63 |
11,612 |
34,472 |
+379 |
| Feb10 |
090804 |
76.54 |
77.54 |
75.65 |
77.19 |
+0.66 |
5,700 |
23,896 |
+1,169 |
| Mar10 |
090804 |
76.91 |
77.87 |
76.79 |
77.82 |
+0.66 |
4,445 |
20,924 |
+563 |
| Apr10 |
090804 |
77.89 |
78.39 |
77.89 |
78.39 |
+0.66 |
1,993 |
11,226 |
+33 |
| May10 |
090804 |
78.46 |
79.24 |
78.46 |
78.92 |
+0.66 |
2,168 |
10,766 |
+63 |
| Jun10 |
090804 |
77.79 |
79.41 |
77.78 |
79.41 |
+0.66 |
17,950 |
56,233 |
+3,908 |
| Jul10 |
090804 |
78.59 |
79.72 |
78.43 |
79.72 |
+0.67 |
3,176 |
30,425 |
-117 |
| Aug10 |
090804 |
79.60 |
80.00 |
79.60 |
79.88 |
+0.69 |
2,696 |
8,981 |
+428 |
| Sep10 |
090804 |
80.05 |
80.05 |
80.05 |
80.05 |
+0.72 |
3,358 |
13,846 |
-164 |
| Oct10 |
090804 |
80.21 |
80.21 |
80.21 |
80.21 |
+0.74 |
1,437 |
7,618 |
-55 |
| Nov10 |
090804 |
80.42 |
80.42 |
80.42 |
80.42 |
+0.76 |
1,146 |
8,517 |
+219 |
| Dec10 |
090804 |
79.90 |
81.00 |
79.31 |
80.66 |
+0.79 |
19,617 |
93,529 |
-820 |
| Total Volume and Open Interest |
712,109 |
1,190,714 |
+18,776 |
| e-miNY Crude Oil(NYM) |
| Aug09 |
090720 |
63.525 |
64.875 |
63.225 |
63.975 |
+0.425 |
10,343 |
3,538 |
-857 |
| Sep09 |
090804 |
71.400 |
71.975 |
70.100 |
71.425 |
-0.150 |
20,536 |
5,157 |
-513 |
| Oct09 |
090804 |
73.000 |
73.700 |
72.000 |
73.300 |
+0.125 |
759 |
622 |
+152 |
| Nov09 |
090804 |
73.800 |
75.075 |
73.300 |
74.700 |
+0.425 |
369 |
367 |
-100 |
| Dec09 |
090804 |
75.025 |
75.650 |
75.025 |
75.625 |
+0.575 |
482 |
363 |
+1 |
| Jan10 |
090804 |
76.450 |
76.450 |
76.450 |
76.450 |
+0.650 |
43 |
148 |
+11 |
| Feb10 |
090804 |
77.200 |
77.200 |
77.200 |
77.200 |
+0.675 |
12 |
77 |
+4 |
| Mar10 |
090804 |
77.825 |
77.825 |
77.825 |
77.825 |
+0.675 |
0 |
3 |
+0 |
| Apr10 |
090804 |
78.400 |
78.400 |
78.400 |
78.400 |
+0.675 |
|
|
|
| May10 |
090804 |
78.925 |
78.925 |
78.925 |
78.925 |
+0.675 |
|
|
|
| Total Volume and Open Interest |
22,203 |
6,816 |
-447 |
| Heating Oil(NYM) |
| Sep09 |
090804 |
187.90 |
191.90 |
184.80 |
190.14 |
+3.01 |
44,192 |
70,876 |
-1,420 |
| Oct09 |
090804 |
190.93 |
194.29 |
187.87 |
192.96 |
+2.78 |
10,767 |
37,515 |
+1,354 |
| Nov09 |
090804 |
191.99 |
197.00 |
191.49 |
196.30 |
+2.62 |
4,321 |
25,565 |
+316 |
| Dec09 |
090804 |
197.95 |
200.97 |
195.51 |
199.82 |
+2.54 |
7,382 |
38,494 |
-17 |
| Jan10 |
090804 |
198.79 |
203.67 |
198.77 |
203.11 |
+2.51 |
1,689 |
21,437 |
+9 |
| Feb10 |
090804 |
203.92 |
205.72 |
202.30 |
205.61 |
+2.47 |
519 |
14,249 |
+221 |
| Mar10 |
090804 |
204.38 |
206.96 |
204.38 |
206.96 |
+2.42 |
444 |
10,462 |
+238 |
| Apr10 |
090804 |
206.12 |
207.66 |
206.12 |
207.66 |
+2.37 |
522 |
7,212 |
+84 |
| May10 |
090804 |
207.30 |
208.75 |
207.25 |
208.61 |
+2.37 |
316 |
9,213 |
+223 |
| Jun10 |
090804 |
206.60 |
209.71 |
206.60 |
209.71 |
+2.32 |
1,413 |
19,474 |
+220 |
| Jul10 |
090804 |
211.56 |
211.56 |
211.56 |
211.56 |
+2.32 |
74 |
3,257 |
+25 |
| Aug10 |
090804 |
213.41 |
213.41 |
213.41 |
213.41 |
+2.32 |
11 |
1,869 |
-2 |
| Total Volume and Open Interest |
72,372 |
298,835 |
-3,315 |
| Gasoline(NYMEX) |
| Sep09 |
090804 |
206.65 |
207.09 |
203.75 |
205.67 |
-1.26 |
42,548 |
96,013 |
+313 |
| Oct09 |
090804 |
195.00 |
195.52 |
192.49 |
194.65 |
-0.84 |
13,214 |
34,553 |
+1,042 |
| Nov09 |
090804 |
191.32 |
193.59 |
191.10 |
193.03 |
-0.60 |
7,254 |
16,795 |
+596 |
| Dec09 |
090804 |
193.50 |
193.72 |
190.92 |
193.25 |
-0.40 |
7,706 |
21,662 |
-233 |
| Jan10 |
090804 |
194.72 |
195.03 |
193.30 |
195.03 |
-0.29 |
1,999 |
11,001 |
+301 |
| Feb10 |
090804 |
195.15 |
197.06 |
195.15 |
197.06 |
-0.18 |
830 |
3,490 |
+189 |
| Mar10 |
090804 |
197.75 |
199.21 |
197.75 |
199.21 |
-0.18 |
947 |
4,602 |
+239 |
| Apr10 |
090804 |
212.31 |
212.31 |
212.31 |
212.31 |
-0.18 |
718 |
4,290 |
+123 |
| May10 |
090804 |
213.56 |
213.56 |
213.56 |
213.56 |
-0.18 |
412 |
2,563 |
+24 |
| Jun10 |
090804 |
213.26 |
213.81 |
213.26 |
213.81 |
-0.18 |
293 |
2,082 |
+33 |
| Total Volume and Open Interest |
76,919 |
205,177 |
-1,490 |
| e-miNY RBOB Gasoline(NYM) |
| Sep09 |
090804 |
2.07 |
2.07 |
2.07 |
2.06 |
-0.01 |
|
|
|
| Oct09 |
090804 |
194.65 |
194.65 |
194.65 |
194.65 |
-0.84 |
|
|
|
| Nov09 |
090804 |
193.03 |
193.03 |
193.03 |
193.03 |
-0.60 |
|
|
|
| Dec09 |
090804 |
193.25 |
193.25 |
193.25 |
193.25 |
-0.40 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Sep09 |
090804 |
3.991 |
4.060 |
3.868 |
4.001 |
-0.030 |
80,278 |
178,311 |
-1,180 |
| Oct09 |
090804 |
4.250 |
4.330 |
4.139 |
4.275 |
-0.010 |
23,243 |
93,308 |
+1,088 |
| Nov09 |
090804 |
4.950 |
5.048 |
4.877 |
5.005 |
-0.006 |
8,125 |
44,222 |
+451 |
| Dec09 |
090804 |
5.650 |
5.730 |
5.568 |
5.693 |
-0.008 |
7,636 |
45,740 |
+438 |
| Jan10 |
090804 |
5.911 |
5.990 |
5.836 |
5.951 |
-0.012 |
7,911 |
46,635 |
+559 |
| Feb10 |
090804 |
5.930 |
6.000 |
5.854 |
5.970 |
-0.010 |
1,979 |
22,247 |
+318 |
| Mar10 |
090804 |
5.791 |
5.920 |
5.788 |
5.905 |
-0.006 |
2,689 |
37,186 |
-51 |
| Apr10 |
090804 |
5.730 |
5.832 |
5.701 |
5.815 |
-0.006 |
1,424 |
38,044 |
+48 |
| May10 |
090804 |
5.777 |
5.885 |
5.774 |
5.865 |
-0.006 |
244 |
19,360 |
+23 |
| Jun10 |
090804 |
5.882 |
5.971 |
5.882 |
5.955 |
-0.008 |
268 |
9,628 |
-54 |
| Jul10 |
090804 |
5.980 |
6.081 |
5.973 |
6.070 |
-0.008 |
311 |
9,984 |
+86 |
| Aug10 |
090804 |
6.075 |
6.174 |
6.070 |
6.160 |
-0.010 |
258 |
9,146 |
+56 |
| Sep10 |
090804 |
6.139 |
6.240 |
6.136 |
6.220 |
-0.011 |
199 |
6,863 |
+41 |
| Oct10 |
090804 |
6.253 |
6.330 |
6.229 |
6.330 |
-0.011 |
588 |
18,581 |
+90 |
| Nov10 |
090804 |
6.640 |
6.696 |
6.622 |
6.695 |
-0.016 |
107 |
6,052 |
-10 |
| Dec10 |
090804 |
6.967 |
7.055 |
6.967 |
7.050 |
-0.016 |
703 |
13,453 |
+610 |
| Total Volume and Open Interest |
136,682 |
715,227 |
+2,672 |
| Brent Crude Oil(ICE) |
| Sep09 |
090804 |
73.31 |
74.89 |
72.24 |
74.28 |
+0.73 |
141,109 |
117,839 |
+13,473 |
| Oct09 |
090804 |
73.74 |
75.05 |
72.70 |
74.61 |
+0.63 |
85,135 |
147,770 |
+20,216 |
| Nov09 |
090804 |
74.58 |
75.89 |
73.60 |
75.34 |
+0.64 |
33,955 |
52,722 |
+900 |
| Dec09 |
090804 |
75.40 |
76.30 |
74.40 |
76.06 |
+0.67 |
33,823 |
99,830 |
+4,575 |
| Jan10 |
090804 |
75.67 |
76.78 |
75.07 |
76.70 |
+0.69 |
4,977 |
31,920 |
+978 |
| Feb10 |
090804 |
76.28 |
77.36 |
75.71 |
77.31 |
+0.70 |
2,130 |
17,357 |
+153 |
| Mar10 |
090804 |
76.89 |
77.97 |
76.35 |
77.93 |
+0.72 |
1,494 |
13,650 |
+418 |
| Apr10 |
090804 |
77.43 |
78.55 |
76.96 |
78.52 |
+0.74 |
1,211 |
7,471 |
+2 |
| May10 |
090804 |
77.94 |
79.12 |
77.54 |
79.08 |
+0.76 |
1,212 |
6,178 |
-184 |
| Jun10 |
090804 |
78.40 |
79.61 |
78.05 |
79.57 |
+0.77 |
3,918 |
40,414 |
+1,750 |
| Jul10 |
090804 |
79.69 |
80.00 |
79.69 |
79.96 |
+0.81 |
1,165 |
9,710 |
+349 |
| Aug10 |
090804 |
80.21 |
80.21 |
80.21 |
80.21 |
+0.83 |
702 |
6,612 |
+158 |
| Sep10 |
090804 |
80.43 |
80.43 |
80.43 |
80.43 |
+0.86 |
368 |
3,133 |
+23 |
| Oct10 |
090804 |
80.63 |
80.63 |
80.63 |
80.63 |
+0.86 |
346 |
3,020 |
+42 |
| Total Volume and Open Interest |
322,055 |
707,378 |
+44,718 |
| Gas Oil(ICE) |
| Aug09 |
090804 |
591.25 |
605.50 |
584.50 |
595.75 |
+4.25 |
22,784 |
43,270 |
-1,512 |
| Sep09 |
090804 |
598.25 |
611.25 |
591.25 |
602.25 |
+3.75 |
48,869 |
94,892 |
+7,461 |
| Oct09 |
090804 |
606.25 |
619.25 |
599.00 |
609.75 |
+3.25 |
15,977 |
51,346 |
+649 |
| Nov09 |
090804 |
613.25 |
621.25 |
607.75 |
617.50 |
+3.00 |
8,023 |
37,180 |
+850 |
| Dec09 |
090804 |
620.50 |
635.00 |
615.75 |
626.00 |
+3.00 |
11,104 |
64,173 |
-31 |
| Jan10 |
090804 |
631.25 |
639.00 |
626.00 |
634.75 |
+2.75 |
1,728 |
41,090 |
+245 |
| Feb10 |
090804 |
638.75 |
646.75 |
638.75 |
642.50 |
+3.00 |
901 |
17,995 |
-21 |
| Mar10 |
090804 |
648.75 |
648.75 |
648.75 |
648.75 |
+3.00 |
1,489 |
20,246 |
-501 |
| Apr10 |
090804 |
646.00 |
654.50 |
646.00 |
654.50 |
+3.25 |
394 |
11,618 |
-92 |
| May10 |
090804 |
651.25 |
660.00 |
651.25 |
660.00 |
+3.50 |
470 |
9,505 |
+101 |
| Total Volume and Open Interest |
115,175 |
516,538 |
+8,292 |
| Ethanol(CBOT) |
| Aug09 |
090804 |
1.660 |
1.660 |
1.658 |
1.658 |
-0.012 |
4 |
78 |
-21 |
| Sep09 |
090804 |
1.652 |
1.652 |
1.625 |
1.636 |
-0.015 |
29 |
534 |
+21 |
| Oct09 |
090804 |
1.618 |
1.618 |
1.618 |
1.618 |
-0.018 |
13 |
395 |
+8 |
| Nov09 |
090804 |
1.610 |
1.620 |
1.610 |
1.620 |
-0.025 |
16 |
282 |
+15 |
| Dec09 |
090804 |
1.610 |
1.620 |
1.610 |
1.620 |
-0.030 |
4 |
370 |
+0 |
| Jan10 |
090804 |
1.610 |
1.630 |
1.610 |
1.630 |
-0.040 |
6 |
522 |
+6 |
| Feb10 |
090804 |
1.635 |
1.635 |
1.635 |
1.635 |
-0.005 |
1 |
433 |
+1 |
| Mar10 |
090804 |
1.632 |
1.632 |
1.632 |
1.632 |
-0.008 |
1 |
577 |
+0 |
| Total Volume and Open Interest |
82 |
3,877 |
+36 |
| US Dollar Index(ICE) |
| Sep09 |
090804 |
77.710 |
77.920 |
77.555 |
77.880 |
+0.130 |
9,519 |
25,202 |
+2,696 |
| Dec09 |
090804 |
77.950 |
78.190 |
77.950 |
78.190 |
+0.120 |
79 |
2,152 |
+20 |
| Mar10 |
090804 |
78.460 |
78.460 |
78.460 |
78.460 |
+0.115 |
|
|
|
| Total Volume and Open Interest |
9,598 |
27,354 |
+2,716 |
| Australian Dollar(CME) |
| Sep09 |
090804 |
83.95 |
84.46 |
83.60 |
83.93 |
+0.13 |
91,603 |
102,639 |
-364 |
| Dec09 |
090804 |
83.45 |
83.83 |
83.02 |
83.31 |
+0.11 |
43 |
381 |
-14 |
| Mar10 |
090804 |
82.66 |
82.66 |
82.58 |
82.66 |
+0.08 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
91,646 |
103,036 |
-378 |
| British Pound(CME) |
| Sep09 |
090804 |
169.32 |
170.04 |
168.86 |
169.20 |
+0.01 |
143,783 |
98,080 |
+8,249 |
| Dec09 |
090804 |
169.18 |
169.92 |
168.84 |
169.17 |
+0.01 |
245 |
667 |
+101 |
| Mar10 |
090804 |
169.13 |
169.70 |
169.10 |
169.13 |
-0.01 |
4 |
11 |
+3 |
| Total Volume and Open Interest |
144,032 |
98,780 |
+8,353 |
| Canadian Dollar(CME) |
| Sep09 |
090804 |
93.81 |
94.08 |
92.89 |
93.09 |
-0.61 |
76,125 |
93,508 |
-259 |
| Dec09 |
090804 |
94.05 |
94.08 |
92.95 |
93.12 |
-0.61 |
263 |
2,757 |
+2 |
| Mar10 |
090804 |
94.00 |
94.00 |
93.09 |
93.13 |
-0.61 |
75 |
642 |
+24 |
| Jun10 |
090804 |
93.14 |
93.75 |
93.09 |
93.14 |
-0.61 |
12 |
135 |
+5 |
| Total Volume and Open Interest |
76,482 |
97,217 |
-226 |
| Japanese Yen(CME) |
| Sep09 |
090804 |
105.02 |
106.04 |
104.79 |
105.02 |
+0.07 |
110,187 |
82,115 |
+4,068 |
| Dec09 |
090804 |
105.23 |
106.12 |
104.91 |
105.12 |
+0.07 |
105 |
278 |
-81 |
| Mar10 |
090804 |
105.29 |
106.10 |
105.22 |
105.29 |
+0.07 |
4 |
21 |
-4 |
| Total Volume and Open Interest |
110,296 |
82,415 |
+3,983 |
| Swiss Franc(CME) |
| Sep09 |
090804 |
94.48 |
94.59 |
93.97 |
94.26 |
-0.13 |
64,452 |
36,916 |
+5,263 |
| Dec09 |
090804 |
94.53 |
94.67 |
94.10 |
94.36 |
-0.14 |
24 |
113 |
+0 |
| Mar10 |
090804 |
94.52 |
94.67 |
94.47 |
94.52 |
-0.15 |
4 |
9 |
+4 |
| Total Volume and Open Interest |
64,480 |
37,038 |
+5,267 |
| EuroFX(CME) |
| Sep09 |
090804 |
144.18 |
144.33 |
143.68 |
143.89 |
-0.20 |
284,727 |
131,782 |
+15,715 |
| Dec09 |
090804 |
144.22 |
144.30 |
143.69 |
143.88 |
-0.21 |
3,580 |
1,852 |
+554 |
| Mar10 |
090804 |
143.89 |
144.11 |
143.89 |
143.89 |
-0.22 |
9 |
342 |
+4 |
| Total Volume and Open Interest |
288,316 |
133,980 |
+16,273 |
| Mexican Peso(CME) |
| Aug09 |
090804 |
761.8 |
762.2 |
761.8 |
761.8 |
-0.5 |
|
|
|
| Sep09 |
090804 |
758.5 |
760.2 |
755.0 |
757.2 |
-0.5 |
12,807 |
58,481 |
+1,899 |
| Total Volume and Open Interest |
12,808 |
60,144 |
+1,900 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090804 |
117~270 |
118~120 |
116~155 |
117~015 |
-0~175 |
270,179 |
694,489 |
+8,681 |
| Dec09 |
090804 |
116~165 |
117~020 |
115~075 |
115~245 |
-0~175 |
389 |
2,181 |
+104 |
| Mar10 |
090804 |
114~255 |
115~110 |
114~255 |
114~255 |
-0~175 |
1 |
40 |
+0 |
| Total Volume and Open Interest |
270,569 |
696,713 |
+8,785 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090804 |
116~085 |
116~190 |
115~210 |
116~015 |
-0~045 |
842,917 |
1,085,033 |
-5,078 |
| Dec09 |
090804 |
114~200 |
114~315 |
114~075 |
114~195 |
-0~035 |
674 |
8,068 |
+356 |
| Mar10 |
090804 |
113~195 |
113~230 |
113~195 |
113~195 |
-0~035 |
|
|
|
| Total Volume and Open Interest |
843,591 |
1,093,101 |
-4,722 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090804 |
114~096 |
115~000 |
114~059 |
114~087 |
-0~005 |
504,718 |
775,866 |
+14,785 |
| Dec09 |
090804 |
113~065 |
113~065 |
113~023 |
113~036 |
-0~010 |
0 |
15,292 |
+0 |
| Mar10 |
090804 |
113~036 |
113~046 |
113~036 |
113~036 |
-0~010 |
|
|
|
| Total Volume and Open Interest |
504,718 |
791,158 |
+14,785 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090804 |
108~024 |
108~024 |
108~012 |
108~016 |
-0~010 |
2,802 |
666,302 |
+4,492 |
| Dec09 |
090804 |
107~052 |
107~062 |
107~052 |
107~056 |
-0~006 |
2 |
1,454 |
-1 |
| Mar10 |
090804 |
107~056 |
107~062 |
107~056 |
107~056 |
-0~006 |
|
|
|
| Total Volume and Open Interest |
242,426 |
667,756 |
+4,491 |
| Eurodollars(CME) |
| Sep09 |
090804 |
99.510 |
99.530 |
99.510 |
99.520 |
+0.010 |
115,170 |
1,011,077 |
-3,515 |
| Dec09 |
090804 |
99.260 |
99.295 |
99.260 |
99.280 |
+0.015 |
197,206 |
952,261 |
-13,267 |
| Mar10 |
090804 |
98.935 |
98.985 |
98.910 |
98.945 |
+0.005 |
291,907 |
933,954 |
+23,406 |
| Jun10 |
090804 |
98.505 |
98.565 |
98.455 |
98.505 |
-0.005 |
315,511 |
665,790 |
+8,281 |
| Sep10 |
090804 |
98.070 |
98.140 |
97.995 |
98.055 |
-0.020 |
375,761 |
583,111 |
-7,203 |
| Dec10 |
090804 |
97.640 |
97.715 |
97.550 |
97.610 |
-0.035 |
244,809 |
678,432 |
-13,782 |
| Mar11 |
090804 |
97.290 |
97.370 |
97.180 |
97.245 |
-0.050 |
192,217 |
373,047 |
-7,216 |
| Jun11 |
090804 |
96.970 |
97.045 |
96.845 |
96.910 |
-0.055 |
128,152 |
361,262 |
-6,654 |
| Sep11 |
090804 |
96.665 |
96.760 |
96.560 |
96.625 |
-0.050 |
71,918 |
237,263 |
-3,913 |
| Dec11 |
090804 |
96.390 |
96.480 |
96.285 |
96.355 |
-0.040 |
58,902 |
171,591 |
+2,071 |
| Mar12 |
090804 |
96.200 |
96.285 |
96.095 |
96.165 |
-0.035 |
54,381 |
130,187 |
+3,992 |
| Jun12 |
090804 |
96.010 |
96.095 |
95.915 |
95.985 |
-0.030 |
51,140 |
125,282 |
+1,440 |
| Sep12 |
090804 |
95.850 |
95.935 |
95.755 |
95.825 |
-0.030 |
22,116 |
65,821 |
-851 |
| Dec12 |
090804 |
95.710 |
95.770 |
95.590 |
95.665 |
-0.025 |
18,864 |
58,895 |
-549 |
| Mar13 |
090804 |
95.610 |
95.675 |
95.500 |
95.570 |
-0.020 |
14,085 |
60,859 |
-291 |
| Jun13 |
090804 |
95.510 |
95.565 |
95.395 |
95.460 |
-0.020 |
10,955 |
30,688 |
+269 |
| Sep13 |
090804 |
95.410 |
95.455 |
95.300 |
95.355 |
-0.020 |
6,665 |
38,890 |
+348 |
| Dec13 |
090804 |
95.270 |
95.335 |
95.180 |
95.235 |
-0.020 |
5,652 |
27,476 |
-258 |
| Total Volume and Open Interest |
2,190,646 |
6,675,941 |
-17,007 |
| 30 Day Federal Funds(CBOT) |
| Aug09 |
090804 |
99.817 |
99.820 |
99.815 |
99.817 |
+0.002 |
5,534 |
50,140 |
+1,418 |
| Sep09 |
090804 |
99.800 |
99.805 |
99.795 |
99.800 |
unch |
1,270 |
36,177 |
+732 |
| Oct09 |
090804 |
99.785 |
99.790 |
99.785 |
99.790 |
unch |
1,668 |
28,054 |
-390 |
| Nov09 |
090804 |
99.745 |
99.760 |
99.745 |
99.755 |
+0.005 |
1,797 |
53,333 |
+74 |
| Dec09 |
090804 |
99.715 |
99.725 |
99.715 |
99.720 |
+0.005 |
1,485 |
39,103 |
+487 |
| Jan10 |
090804 |
99.670 |
99.685 |
99.670 |
99.680 |
+0.010 |
3,832 |
27,425 |
+1,157 |
| Total Volume and Open Interest |
26,459 |
337,944 |
-52,951 |
| 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 |
090804 |
99.48 |
99.48 |
99.48 |
99.48 |
0.00 |
0 |
12,075 |
+0 |
| Dec09 |
090804 |
99.49 |
99.49 |
99.49 |
99.49 |
0.00 |
0 |
3,557 |
+0 |
| Mar10 |
090804 |
99.48 |
99.48 |
99.48 |
99.48 |
0.00 |
0 |
2,581 |
+0 |
| Jun10 |
090804 |
99.44 |
99.44 |
99.44 |
99.44 |
0.00 |
0 |
1,438 |
+0 |
| Sep10 |
090804 |
99.39 |
99.39 |
99.39 |
99.39 |
0.00 |
0 |
421 |
+0 |
| Dec10 |
090804 |
99.35 |
99.35 |
99.35 |
99.35 |
0.00 |
0 |
420 |
+0 |
| Mar11 |
090804 |
99.26 |
99.26 |
99.26 |
99.26 |
0.00 |
0 |
412 |
+0 |
| Jun11 |
090804 |
99.20 |
99.20 |
99.20 |
99.20 |
-0.01 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
0 |
22,762 |
+283 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090731 |
138.51 |
138.55 |
138.01 |
138.06 |
-0.35 |
2,530 |
14,612 |
+1,010 |
| Dec09 |
090804 |
137.33 |
137.33 |
137.33 |
137.33 |
+0.07 |
0 |
1 |
+0 |
| Mar10 |
090804 |
137.10 |
137.10 |
137.10 |
137.10 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
4,278 |
14,639 |
+6 |
| Euro-Bund(EUREX) |
| Sep09 |
090804 |
121.63 |
122.01 |
121.46 |
121.59 |
-0.03 |
822,792 |
907,062 |
+67,714 |
| Dec09 |
090804 |
120.17 |
120.39 |
120.10 |
120.21 |
-0.03 |
2,110 |
12,981 |
+1,354 |
| Mar10 |
090804 |
119.86 |
119.86 |
119.84 |
119.84 |
-0.03 |
119 |
1 |
+0 |
| Total Volume and Open Interest |
825,021 |
920,044 |
+17,897 |
| Euro-Bobl(EUREX) |
| Sep09 |
090731 |
115.68 |
116.25 |
115.64 |
116.15 |
+0.66 |
336,226 |
629,271 |
-3,115 |
| Dec09 |
090804 |
114.47 |
114.47 |
114.10 |
114.19 |
-0.19 |
348 |
748 |
+337 |
| Mar10 |
090804 |
114.05 |
114.05 |
114.05 |
114.05 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
372,675 |
665,629 |
+23,746 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090804 |
99.050 |
99.050 |
99.010 |
99.010 |
-0.035 |
840 |
5,620 |
-198 |
| Mar10 |
090804 |
98.790 |
98.790 |
98.785 |
98.785 |
-0.065 |
167 |
2,954 |
-25 |
| Total Volume and Open Interest |
2,094 |
34,266 |
-491 |
| Long Gilt(LIFFE) |
| Sep09 |
090804 |
116~18 |
117~17 |
116~14 |
117~00 |
+0~10 |
103,459 |
231,982 |
+4,131 |
| Dec09 |
090804 |
115~15 |
115~15 |
115~15 |
115~15 |
+0~10 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
103,459 |
232,132 |
+4,131 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090804 |
99.18 |
99.20 |
99.14 |
99.16 |
-0.03 |
30,097 |
254,041 |
+2,239 |
| Dec09 |
090804 |
98.93 |
98.94 |
98.83 |
98.84 |
-0.10 |
30,627 |
288,759 |
+1,839 |
| Mar10 |
090804 |
98.52 |
98.54 |
98.39 |
98.41 |
-0.13 |
36,789 |
345,014 |
+5,089 |
| Jun10 |
090804 |
97.98 |
98.00 |
97.86 |
97.87 |
-0.14 |
39,738 |
287,376 |
-289 |
| Sep10 |
090804 |
97.42 |
97.44 |
97.32 |
97.33 |
-0.13 |
42,170 |
238,272 |
+4,497 |
| Dec10 |
090804 |
96.88 |
96.89 |
96.79 |
96.80 |
-0.12 |
38,150 |
248,028 |
+3,846 |
| Total Volume and Open Interest |
273,116 |
2,145,936 |
+20,471 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090804 |
99.175 |
99.180 |
99.150 |
99.155 |
-0.020 |
76,832 |
634,883 |
-9,520 |
| Dec09 |
090804 |
99.045 |
99.055 |
98.990 |
99.010 |
-0.035 |
106,195 |
523,250 |
+1,475 |
| Mar10 |
090804 |
98.830 |
98.855 |
98.770 |
98.785 |
-0.065 |
101,962 |
446,164 |
-3,465 |
| Total Volume and Open Interest |
721,919 |
3,136,041 |
-2,434 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090804 |
96.72 |
96.72 |
96.62 |
96.65 |
-0.07 |
3,896 |
293,151 |
+152 |
| Dec09 |
090804 |
96.40 |
96.40 |
96.20 |
96.27 |
-0.12 |
13,422 |
271,998 |
+1,952 |
| Mar10 |
090804 |
95.92 |
95.92 |
95.68 |
95.76 |
-0.16 |
6,103 |
152,779 |
+492 |
| Jun10 |
090804 |
95.41 |
95.41 |
95.20 |
95.28 |
-0.14 |
2,792 |
92,675 |
-773 |
| Sep10 |
090804 |
94.98 |
94.99 |
94.80 |
94.88 |
-0.11 |
1,463 |
57,244 |
-914 |
| Dec10 |
090804 |
94.64 |
94.64 |
94.49 |
94.54 |
-0.09 |
571 |
34,886 |
+243 |
| Mar11 |
090804 |
94.30 |
94.31 |
94.16 |
94.23 |
-0.08 |
717 |
18,491 |
+339 |
| Jun11 |
090804 |
93.99 |
94.01 |
93.90 |
93.97 |
-0.06 |
33 |
13,303 |
+14 |
| Sep11 |
090804 |
93.75 |
93.75 |
93.69 |
93.75 |
-0.03 |
5 |
3,483 |
+0 |
| Dec11 |
090804 |
93.53 |
93.53 |
93.51 |
93.51 |
-0.03 |
100 |
723 |
+100 |
| Total Volume and Open Interest |
29,202 |
939,777 |
+1,699 |
| 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 |
090804 |
94.38 |
94.38 |
94.38 |
94.38 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
12,845 |
350,523 |
-5,324 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090804 |
95.04 |
95.06 |
94.86 |
94.94 |
-0.11 |
36,256 |
658,861 |
-20,693 |
| Dec09 |
090804 |
94.94 |
94.94 |
94.94 |
94.94 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
36,256 |
658,861 |
-20,693 |
| Gold(CMX) |
| Aug09 |
090804 |
956.6 |
969.5 |
950.8 |
967.5 |
+10.9 |
10,747 |
6,344 |
-881 |
| Oct09 |
090804 |
957.6 |
971.2 |
951.8 |
968.4 |
+10.9 |
11,397 |
24,125 |
+187 |
| Dec09 |
090804 |
960.0 |
972.7 |
953.1 |
969.7 |
+10.9 |
98,489 |
247,041 |
+9,401 |
| Feb10 |
090804 |
960.9 |
973.0 |
957.9 |
971.2 |
+11.0 |
927 |
17,555 |
-356 |
| Apr10 |
090804 |
958.5 |
974.5 |
958.5 |
972.6 |
+11.0 |
1,505 |
19,649 |
+109 |
| Jun10 |
090804 |
963.7 |
974.4 |
963.7 |
974.4 |
+11.2 |
913 |
12,491 |
-256 |
| Aug10 |
090804 |
976.4 |
976.4 |
976.4 |
976.4 |
+11.3 |
156 |
6,300 |
+106 |
| Oct10 |
090804 |
978.8 |
978.8 |
978.8 |
978.8 |
+11.4 |
0 |
3,550 |
+0 |
| Dec10 |
090804 |
981.5 |
981.7 |
981.5 |
981.7 |
+11.6 |
157 |
12,003 |
-6 |
| Feb11 |
090804 |
985.0 |
985.0 |
985.0 |
985.0 |
+11.8 |
0 |
1,012 |
+0 |
| Apr11 |
090804 |
988.6 |
988.6 |
988.6 |
988.6 |
+12.0 |
0 |
87 |
+0 |
| Jun11 |
090804 |
337.2 |
337.2 |
337.2 |
337.2 |
+12.2 |
370 |
7,869 |
+45 |
| Total Volume and Open Interest |
125,792 |
377,992 |
+8,420 |
| Silver(CMX) |
| Sep09 |
090804 |
1425.2 |
1476.5 |
1402.5 |
1469.5 |
+44.3 |
25,625 |
53,732 |
-21 |
| Dec09 |
090804 |
1431.0 |
1480.0 |
1408.0 |
1473.5 |
+44.3 |
4,581 |
24,976 |
+1,636 |
| Mar10 |
090804 |
1434.5 |
1477.0 |
1433.5 |
1477.0 |
+44.4 |
34 |
5,813 |
-14 |
| May10 |
090804 |
1479.2 |
1479.2 |
1479.2 |
1479.2 |
+44.5 |
21 |
2,262 |
+6 |
| Jul10 |
090804 |
1425.0 |
1484.5 |
1425.0 |
1481.3 |
+44.6 |
22 |
3,119 |
+3 |
| Sep10 |
090804 |
1483.5 |
1483.5 |
1483.5 |
1483.5 |
+44.7 |
1 |
547 |
+0 |
| Dec10 |
090804 |
1484.5 |
1489.0 |
1482.0 |
1489.0 |
+46.0 |
28 |
3,322 |
+7 |
| Total Volume and Open Interest |
30,574 |
99,411 |
+1,584 |
| Platinum(NYMEX) |
| Oct09 |
090804 |
1242.5 |
1279.9 |
1226.3 |
1276.8 |
+37.1 |
2,117 |
21,460 |
-70 |
| Jan10 |
090804 |
1239.7 |
1282.7 |
1236.3 |
1282.7 |
+37.1 |
55 |
808 |
+50 |
| Apr10 |
090804 |
1288.2 |
1288.2 |
1288.2 |
1288.2 |
+38.6 |
|
|
|
| Total Volume and Open Interest |
2,172 |
22,268 |
-20 |
| Palladium(NYMEX) |
| Sep09 |
090804 |
275.45 |
282.00 |
270.45 |
280.90 |
+6.30 |
2,503 |
15,486 |
-1,155 |
| Dec09 |
090804 |
274.70 |
282.10 |
271.70 |
282.10 |
+6.30 |
1,634 |
3,313 |
+1,498 |
| Mar10 |
090804 |
280.10 |
283.40 |
278.80 |
283.40 |
+6.10 |
17 |
23 |
+17 |
| Total Volume and Open Interest |
4,154 |
18,822 |
+360 |
| Copper(CMX) |
| Sep09 |
090804 |
274.75 |
279.90 |
269.40 |
279.55 |
+5.70 |
21,964 |
77,755 |
-705 |
| Dec09 |
090804 |
274.85 |
281.05 |
270.55 |
280.70 |
+5.75 |
3,376 |
26,699 |
+196 |
| Mar10 |
090804 |
270.60 |
280.45 |
270.60 |
280.45 |
+5.50 |
193 |
3,747 |
+89 |
| May10 |
090804 |
270.75 |
280.25 |
270.30 |
280.25 |
+5.55 |
3 |
898 |
+0 |
| Jul10 |
090804 |
280.05 |
280.05 |
280.05 |
280.05 |
+5.60 |
0 |
297 |
+0 |
| Total Volume and Open Interest |
26,423 |
122,086 |
-819 |
| Aluminum(CMX) |
| Aug09 |
090804 |
88.75 |
88.75 |
88.75 |
88.75 |
+1.50 |
|
|
|
| Sep09 |
090804 |
89.25 |
89.25 |
89.25 |
89.25 |
+1.50 |
|
|
|
| Oct09 |
090804 |
4.05 |
4.05 |
4.05 |
4.05 |
+1.50 |
|
|
|
| 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 |
090804 |
9247 |
9290 |
9187 |
9287 |
+39 |
545 |
11,186 |
+33 |
| Dec09 |
090804 |
9155 |
9228 |
9155 |
9228 |
+39 |
4 |
661 |
+3 |
| Mar10 |
090804 |
9171 |
9171 |
9132 |
9171 |
+39 |
0 |
2 |
+0 |
| Jun10 |
090804 |
9132 |
9132 |
9093 |
9132 |
+39 |
|
|
|
| Total Volume and Open Interest |
549 |
11,849 |
+36 |
| S & P 500(CME) |
| Sep09 |
090804 |
1000.50 |
1005.00 |
992.00 |
1004.70 |
+4.00 |
21,550 |
374,186 |
+1,023 |
| Dec09 |
090804 |
1000.30 |
1000.30 |
989.50 |
1000.30 |
+4.00 |
345 |
9,461 |
+340 |
| Mar10 |
090804 |
996.40 |
996.40 |
985.40 |
996.40 |
+4.00 |
295 |
3,866 |
+162 |
| Jun10 |
090804 |
993.40 |
993.40 |
982.40 |
993.40 |
+4.00 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
22,190 |
387,697 |
+1,525 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090804 |
1000.25 |
1005.00 |
992.00 |
1004.75 |
+4.00 |
2,082,892 |
2,499,338 |
+5,776 |
| Dec09 |
090804 |
995.50 |
1000.50 |
988.00 |
1000.25 |
+4.00 |
1,518 |
26,625 |
+598 |
| Total Volume and Open Interest |
2,084,414 |
2,526,016 |
+6,374 |
| NASDAQ 100(CME) |
| Sep09 |
090804 |
1627.50 |
1633.00 |
1613.00 |
1630.30 |
+3.50 |
1,476 |
18,023 |
-117 |
| Dec09 |
090804 |
1628.00 |
1628.00 |
1628.00 |
1628.00 |
+3.50 |
0 |
13 |
+0 |
| Mar10 |
090804 |
1627.00 |
1627.00 |
1627.00 |
1627.00 |
+3.50 |
|
|
|
| Total Volume and Open Interest |
1,476 |
18,036 |
-117 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090804 |
1625.50 |
1632.50 |
1612.80 |
1630.30 |
+3.50 |
258,709 |
313,183 |
+3,220 |
| Dec09 |
090804 |
1623.80 |
1631.00 |
1611.30 |
1628.00 |
+3.50 |
76 |
2,735 |
+26 |
| Total Volume and Open Interest |
258,785 |
315,929 |
+3,246 |
| S & P Midcap 400(CME) |
| Sep09 |
090804 |
637.00 |
646.90 |
636.00 |
646.90 |
+8.10 |
58 |
2,450 |
+11 |
| Dec09 |
090804 |
644.90 |
644.90 |
644.30 |
644.90 |
+8.10 |
|
|
|
| Mar10 |
090804 |
642.90 |
642.90 |
642.30 |
642.90 |
+8.10 |
|
|
|
| Total Volume and Open Interest |
58 |
2,450 |
+11 |
| Russell 2000(CME) |
| Sep09 |
090804 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
2 |
7,417 |
-60 |
| Dec09 |
090804 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,140 |
+0 |
| Mar10 |
090804 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,893 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090804 |
10475 |
10490 |
10360 |
10400 |
+50 |
115,800 |
186,169 |
+1,599 |
| Dec09 |
090804 |
10365 |
10365 |
10365 |
10365 |
+55 |
20 |
1,248 |
-20 |
| Total Volume and Open Interest |
117,014 |
194,141 |
+2,830 |
| Nikkei 225(SGX) |
| Sep09 |
090804 |
10475 |
10490 |
10360 |
10400 |
+50 |
115,800 |
186,169 |
+1,599 |
| Dec09 |
090804 |
10365 |
10365 |
10365 |
10365 |
+55 |
20 |
1,248 |
-20 |
| Mar10 |
090804 |
10380 |
10380 |
10380 |
10380 |
+50 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
117,014 |
194,141 |
+2,830 |
| CAC 40(EURONEXT) |
| Aug09 |
090804 |
3478.0 |
3489.0 |
3440.5 |
3474.0 |
-7.0 |
131,035 |
359,834 |
-13,348 |
| Sep09 |
090804 |
3467.0 |
3478.0 |
3436.0 |
3467.5 |
-7.5 |
699 |
51,649 |
+323 |
| Oct09 |
090804 |
3468.0 |
3468.0 |
3468.0 |
3468.0 |
-7.0 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
131,750 |
414,177 |
-13,014 |
| Hang Seng Index(HKFE) |
| Aug09 |
090804 |
21133 |
21210 |
20676 |
20745 |
-5 |
76,391 |
81,101 |
-643 |
| Sep09 |
090804 |
21080 |
21112 |
20600 |
20667 |
+7 |
833 |
3,126 |
+182 |
| Total Volume and Open Interest |
77,402 |
85,430 |
-405 |
| DAX(EUREX) |
| Sep09 |
090804 |
5413.0 |
5436.5 |
5361.5 |
5418.5 |
-8.0 |
120,657 |
156,534 |
-636 |
| Dec09 |
090804 |
5421.0 |
5436.0 |
5372.0 |
5421.0 |
-8.0 |
510 |
14,519 |
-195 |
| Mar10 |
090804 |
5425.5 |
5441.5 |
5382.5 |
5426.0 |
-8.0 |
216 |
1,264 |
+13 |
| Total Volume and Open Interest |
121,383 |
172,317 |
-818 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090804 |
4651.00 |
4662.50 |
4593.50 |
4636.00 |
-15.00 |
121,451 |
617,794 |
-3,458 |
| Dec09 |
090804 |
4605.50 |
4625.00 |
4573.00 |
4606.00 |
-14.50 |
66 |
4,070 |
-27 |
| Mar10 |
090804 |
4571.00 |
4571.50 |
4571.00 |
4571.50 |
-14.00 |
8 |
951 |
-2 |
| Total Volume and Open Interest |
121,525 |
623,310 |
-3,487 |
| SPI 200(SFE) |
| Sep09 |
090804 |
4204.0 |
4300.0 |
4202.0 |
4261.0 |
+51.0 |
26,755 |
240,221 |
+1,118 |
| Dec09 |
090804 |
4240.0 |
4275.0 |
4240.0 |
4270.0 |
+52.0 |
211 |
3,611 |
+36 |
| Mar10 |
090804 |
4246.0 |
4246.0 |
4246.0 |
4246.0 |
+52.0 |
0 |
4,373 |
+0 |
| Total Volume and Open Interest |
26,966 |
248,899 |
+1,154 |
| GSCI(CME) |
| Aug09 |
090804 |
468.00 |
476.50 |
467.80 |
474.00 |
unch |
498 |
15,629 |
+174 |
| Sep09 |
090804 |
481.50 |
482.00 |
476.00 |
481.50 |
+2.00 |
0 |
6 |
-2 |
| Oct09 |
090804 |
489.00 |
490.00 |
487.00 |
489.00 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
498 |
15,635 |
+172 |
| 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. |
|
|