|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 05, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug09 |
090805 |
1176.00 |
1182.75 |
1154.00 |
1175.00 |
+10.00 |
5,204 |
7,230 |
-2,176 |
Sep09 |
090805 |
1083.00 |
1100.00 |
1066.75 |
1088.00 |
+4.50 |
16,492 |
30,089 |
+469 |
Nov09 |
090805 |
1032.00 |
1048.50 |
1023.75 |
1045.00 |
+13.50 |
112,096 |
242,489 |
+182 |
Jan10 |
090805 |
1034.75 |
1050.50 |
1028.75 |
1049.00 |
+13.50 |
9,167 |
39,212 |
+489 |
Mar10 |
090805 |
1030.00 |
1047.75 |
1026.00 |
1045.00 |
+15.00 |
6,672 |
19,781 |
+863 |
May10 |
090805 |
1019.00 |
1035.00 |
1012.00 |
1031.50 |
+15.50 |
6,832 |
14,319 |
+625 |
Jul10 |
090805 |
1020.00 |
1033.00 |
1011.00 |
1032.00 |
+15.50 |
5,601 |
17,735 |
+266 |
Total Volume and Open Interest |
165,116 |
391,050 |
+1,087 |
Soybean Meal(CBOT) |
Aug09 |
090805 |
363.50 |
371.50 |
359.50 |
368.60 |
+1.80 |
2,202 |
6,041 |
-869 |
Sep09 |
090805 |
338.70 |
348.80 |
333.10 |
341.60 |
+2.30 |
11,662 |
39,779 |
+234 |
Oct09 |
090805 |
318.50 |
329.00 |
314.50 |
322.30 |
+4.90 |
5,379 |
24,070 |
+660 |
Dec09 |
090805 |
311.80 |
319.00 |
309.70 |
318.60 |
+6.80 |
36,583 |
73,143 |
+2,516 |
Jan10 |
090805 |
309.30 |
315.90 |
308.00 |
315.90 |
+7.10 |
2,639 |
7,280 |
+57 |
Mar10 |
090805 |
307.70 |
313.00 |
304.30 |
312.60 |
+8.00 |
2,820 |
6,187 |
-298 |
May10 |
090805 |
299.50 |
305.40 |
297.70 |
305.40 |
+8.20 |
2,110 |
9,200 |
-348 |
Jul10 |
090805 |
299.70 |
305.40 |
296.50 |
305.40 |
+8.20 |
870 |
3,667 |
-116 |
Total Volume and Open Interest |
64,507 |
173,143 |
+1,867 |
Soybean Oil(CBOT) |
Aug09 |
090805 |
37.43 |
37.60 |
37.05 |
37.52 |
+0.07 |
10,825 |
9,114 |
-907 |
Sep09 |
090805 |
37.55 |
37.89 |
37.18 |
37.66 |
+0.06 |
24,391 |
53,854 |
+1,853 |
Oct09 |
090805 |
37.72 |
37.93 |
37.41 |
37.85 |
+0.07 |
7,521 |
23,169 |
-177 |
Dec09 |
090805 |
38.09 |
38.46 |
37.75 |
38.23 |
+0.06 |
47,724 |
123,391 |
+1,246 |
Jan10 |
090805 |
38.50 |
38.66 |
38.14 |
38.59 |
+0.07 |
1,367 |
13,449 |
-421 |
Mar10 |
090805 |
38.78 |
38.92 |
38.40 |
38.87 |
+0.08 |
1,128 |
7,900 |
+35 |
May10 |
090805 |
38.95 |
39.07 |
38.58 |
39.00 |
+0.05 |
1,078 |
8,029 |
-304 |
Jul10 |
090805 |
39.07 |
39.20 |
38.74 |
39.14 |
+0.04 |
407 |
5,313 |
-31 |
Total Volume and Open Interest |
94,523 |
252,685 |
+1,321 |
Canola(WCE) |
Nov09 |
090805 |
435.3 |
437.6 |
427.7 |
435.5 |
+0.2 |
6,600 |
86,771 |
+0 |
Jan10 |
090805 |
441.8 |
441.8 |
432.4 |
440.0 |
unch |
205 |
12,897 |
+0 |
Mar10 |
090805 |
435.6 |
444.7 |
434.9 |
443.0 |
-1.0 |
4 |
1,708 |
+0 |
May10 |
090805 |
441.2 |
448.3 |
441.2 |
447.5 |
+2.3 |
5 |
577 |
+0 |
Jul10 |
090805 |
453.5 |
453.5 |
453.5 |
453.5 |
+8.3 |
5 |
617 |
+0 |
Total Volume and Open Interest |
6,819 |
102,636 |
+0 |
Corn(CBOT) |
Sep09 |
090805 |
354.00 |
359.00 |
339.25 |
347.00 |
-7.50 |
79,905 |
229,548 |
-2,812 |
Dec09 |
090805 |
364.75 |
370.00 |
349.00 |
357.00 |
-8.75 |
170,123 |
432,623 |
+626 |
Mar10 |
090805 |
378.25 |
382.75 |
362.75 |
370.50 |
-8.50 |
12,577 |
76,736 |
+1,398 |
May10 |
090805 |
388.00 |
391.75 |
374.75 |
380.00 |
-8.50 |
3,416 |
18,187 |
+278 |
Jul10 |
090805 |
395.75 |
400.75 |
381.25 |
388.50 |
-8.25 |
6,118 |
52,675 |
-450 |
Sep10 |
090805 |
404.00 |
405.25 |
390.25 |
396.50 |
-7.50 |
2,599 |
7,734 |
-28 |
Total Volume and Open Interest |
282,333 |
881,068 |
+158 |
Wheat(CBOT) |
Sep09 |
090805 |
542.00 |
546.75 |
522.25 |
528.75 |
-13.50 |
89,009 |
121,752 |
-5,395 |
Dec09 |
090805 |
569.75 |
574.25 |
550.00 |
556.75 |
-13.50 |
66,667 |
136,513 |
+6,126 |
Mar10 |
090805 |
588.25 |
591.50 |
569.00 |
575.25 |
-13.50 |
7,370 |
18,517 |
+1,073 |
May10 |
090805 |
601.75 |
601.75 |
583.25 |
587.75 |
-13.25 |
364 |
2,611 |
-32 |
Jul10 |
090805 |
611.75 |
615.25 |
593.00 |
599.00 |
-12.75 |
3,863 |
40,461 |
+699 |
Total Volume and Open Interest |
167,613 |
326,997 |
+2,556 |
Wheat(KCBT) |
Sep09 |
090805 |
573.00 |
575.75 |
552.25 |
560.25 |
-12.75 |
12,896 |
36,873 |
+966 |
Dec09 |
090805 |
589.00 |
593.00 |
569.25 |
577.00 |
-12.50 |
7,850 |
41,335 |
+885 |
Mar10 |
090805 |
605.00 |
606.00 |
586.50 |
593.75 |
-12.25 |
606 |
7,753 |
+60 |
May10 |
090805 |
612.25 |
613.25 |
597.50 |
604.25 |
-12.50 |
120 |
1,274 |
+28 |
Jul10 |
090805 |
626.00 |
630.50 |
608.25 |
614.75 |
-12.50 |
581 |
10,701 |
+103 |
Total Volume and Open Interest |
22,210 |
99,956 |
+2,040 |
Wheat(MGE) |
Sep09 |
090805 |
620.00 |
621.50 |
600.50 |
607.00 |
-13.00 |
2,282 |
8,720 |
-325 |
Dec09 |
090805 |
634.50 |
636.25 |
614.25 |
620.50 |
-13.75 |
2,125 |
14,363 |
+205 |
Mar10 |
090805 |
650.00 |
650.00 |
630.25 |
636.50 |
-13.50 |
342 |
4,826 |
+111 |
May10 |
090805 |
659.50 |
659.50 |
640.00 |
644.75 |
-14.75 |
112 |
1,620 |
+20 |
Jul10 |
090805 |
667.25 |
667.25 |
648.75 |
654.50 |
-12.75 |
285 |
5,558 |
+58 |
Total Volume and Open Interest |
5,324 |
36,479 |
+131 |
Oats(CBOT) |
Sep09 |
090805 |
212.75 |
212.75 |
204.75 |
210.00 |
-1.00 |
1,075 |
2,210 |
-497 |
Dec09 |
090805 |
224.00 |
226.50 |
218.25 |
224.00 |
-1.00 |
1,555 |
10,251 |
-15 |
Mar10 |
090805 |
237.00 |
239.00 |
231.00 |
236.00 |
-1.00 |
99 |
1,584 |
+34 |
May10 |
090805 |
244.00 |
245.00 |
244.00 |
244.00 |
-1.00 |
0 |
89 |
+0 |
Total Volume and Open Interest |
2,729 |
14,137 |
-478 |
Rough Rice(CBOT) |
Sep09 |
090805 |
13.81 |
13.91 |
13.77 |
13.79 |
-0.02 |
1,248 |
4,777 |
-51 |
Nov09 |
090805 |
14.03 |
14.10 |
13.99 |
14.02 |
unch |
814 |
3,623 |
+384 |
Jan10 |
090805 |
14.17 |
14.26 |
14.15 |
14.17 |
-0.01 |
51 |
421 |
+22 |
Mar10 |
090805 |
14.37 |
14.37 |
14.35 |
14.35 |
-0.01 |
20 |
443 |
+14 |
Total Volume and Open Interest |
2,133 |
9,423 |
+369 |
Live Cattle(CME) |
Aug09 |
090805 |
84.000 |
84.200 |
83.100 |
84.035 |
-0.045 |
6,558 |
29,574 |
-1,195 |
Oct09 |
090805 |
89.580 |
89.950 |
88.250 |
89.830 |
+0.100 |
16,330 |
107,722 |
+2,686 |
Dec09 |
090805 |
89.150 |
89.635 |
88.200 |
89.430 |
+0.030 |
5,546 |
61,130 |
-391 |
Feb10 |
090805 |
89.100 |
89.650 |
88.400 |
89.350 |
+0.050 |
2,515 |
21,140 |
+550 |
Apr10 |
090805 |
90.500 |
91.200 |
89.700 |
91.080 |
+0.180 |
1,039 |
9,887 |
+345 |
Jun10 |
090805 |
87.400 |
88.400 |
87.300 |
88.200 |
-0.030 |
456 |
4,405 |
+232 |
Total Volume and Open Interest |
32,677 |
235,081 |
+2,325 |
Feeder Cattle(CME) |
Aug09 |
090805 |
100.785 |
101.500 |
99.400 |
101.350 |
+0.400 |
712 |
7,257 |
-151 |
Sep09 |
090805 |
100.400 |
101.550 |
99.450 |
101.150 |
+0.570 |
1,122 |
8,636 |
+52 |
Oct09 |
090805 |
100.785 |
101.600 |
99.500 |
101.385 |
+0.455 |
1,349 |
7,527 |
-134 |
Nov09 |
090805 |
101.180 |
102.100 |
99.980 |
101.800 |
+0.350 |
333 |
2,206 |
+16 |
Jan10 |
090805 |
100.500 |
101.250 |
99.535 |
101.250 |
+0.300 |
60 |
824 |
-2 |
Mar10 |
090805 |
100.150 |
101.100 |
99.500 |
100.980 |
+0.130 |
12 |
405 |
-3 |
Apr10 |
090805 |
101.250 |
101.500 |
101.000 |
101.250 |
-0.250 |
6 |
35 |
+6 |
Total Volume and Open Interest |
3,613 |
26,932 |
-198 |
Lean Hogs(CME) |
Aug09 |
090805 |
53.850 |
54.000 |
51.535 |
53.350 |
-0.635 |
3,752 |
9,003 |
+63 |
Oct09 |
090805 |
49.850 |
50.850 |
47.630 |
50.200 |
+0.070 |
10,044 |
54,866 |
+47 |
Dec09 |
090805 |
49.080 |
49.500 |
46.485 |
48.750 |
-0.485 |
4,104 |
35,580 |
+895 |
Feb10 |
090805 |
55.035 |
55.500 |
52.750 |
54.080 |
-1.670 |
1,470 |
14,690 |
+281 |
Apr10 |
090805 |
59.800 |
60.000 |
57.550 |
58.330 |
-2.220 |
843 |
5,997 |
+44 |
May10 |
090805 |
63.000 |
63.800 |
63.000 |
63.800 |
-2.200 |
5 |
492 |
+0 |
Jun10 |
090805 |
68.450 |
68.750 |
66.300 |
67.250 |
-1.900 |
154 |
3,160 |
-2 |
Jul10 |
090805 |
67.580 |
67.850 |
65.785 |
67.400 |
-1.385 |
36 |
784 |
+26 |
Total Volume and Open Interest |
20,414 |
125,127 |
+1,354 |
Pork Bellies(CME) |
Aug09 |
090805 |
58.500 |
58.500 |
57.750 |
57.750 |
-2.000 |
45 |
256 |
-12 |
Feb10 |
090805 |
78.785 |
81.250 |
78.785 |
81.000 |
+1.000 |
26 |
262 |
+11 |
Mar10 |
090805 |
81.000 |
81.000 |
80.300 |
80.500 |
+1.000 |
1 |
65 |
+0 |
May10 |
090805 |
82.300 |
82.400 |
82.300 |
82.300 |
-0.030 |
0 |
5 |
+0 |
Jul10 |
090805 |
84.500 |
84.500 |
84.500 |
84.500 |
unch |
|
|
|
Total Volume and Open Interest |
72 |
588 |
-1 |
Class III Milk(CME) |
Aug09 |
090805 |
11.00 |
11.05 |
10.91 |
10.96 |
unch |
161 |
4,197 |
-101 |
Sep09 |
090805 |
12.12 |
12.39 |
12.07 |
12.19 |
+0.08 |
356 |
4,392 |
+195 |
Oct09 |
090805 |
12.42 |
12.74 |
12.38 |
12.61 |
+0.10 |
269 |
3,975 |
+27 |
Nov09 |
090805 |
12.81 |
13.08 |
12.78 |
12.99 |
+0.09 |
181 |
3,620 |
-4 |
Dec09 |
090805 |
13.06 |
13.31 |
12.97 |
13.23 |
+0.10 |
141 |
3,222 |
-91 |
Total Volume and Open Interest |
1,290 |
25,013 |
+90 |
Cocoa(ICE) |
Sep09 |
090805 |
2945 |
2945 |
2852 |
2862 |
-83 |
11,128 |
38,829 |
-4,083 |
Dec09 |
090805 |
2985 |
2985 |
2893 |
2902 |
-83 |
6,618 |
38,661 |
+2,271 |
Mar10 |
090805 |
2974 |
2992 |
2910 |
2917 |
-83 |
667 |
21,264 |
+24 |
May10 |
090805 |
2989 |
2995 |
2925 |
2925 |
-83 |
101 |
4,993 |
+10 |
Jul10 |
090805 |
2985 |
3003 |
2933 |
2933 |
-80 |
1 |
3,627 |
+0 |
Sep10 |
090805 |
2935 |
2935 |
2935 |
2935 |
-80 |
0 |
2,703 |
+0 |
Dec10 |
090805 |
2950 |
2950 |
2943 |
2943 |
-80 |
0 |
1,731 |
+0 |
Total Volume and Open Interest |
18,515 |
115,371 |
-1,778 |
Coffee "C"(ICE) |
Sep09 |
090805 |
133.00 |
133.85 |
130.60 |
131.50 |
-1.50 |
12,879 |
50,593 |
-1,537 |
Dec09 |
090805 |
135.45 |
136.95 |
133.65 |
134.50 |
-1.55 |
4,651 |
32,268 |
+2,286 |
Mar10 |
090805 |
139.00 |
139.75 |
136.85 |
137.40 |
-1.55 |
862 |
13,008 |
+289 |
May10 |
090805 |
140.80 |
141.50 |
138.45 |
139.20 |
-1.60 |
199 |
3,982 |
+50 |
Jul10 |
090805 |
143.05 |
143.15 |
140.90 |
141.10 |
-1.60 |
124 |
1,492 |
+5 |
Sep10 |
090805 |
144.75 |
144.95 |
142.70 |
142.90 |
-1.60 |
92 |
1,559 |
+40 |
Total Volume and Open Interest |
18,956 |
104,273 |
+1,140 |
Orange Juice(ICE) |
Sep09 |
090805 |
93.00 |
98.55 |
93.00 |
97.55 |
+4.70 |
2,009 |
12,667 |
-1,216 |
Nov09 |
090805 |
97.20 |
101.80 |
96.40 |
100.90 |
+4.60 |
1,038 |
13,644 |
+1,126 |
Jan10 |
090805 |
102.00 |
104.75 |
99.70 |
103.90 |
+4.50 |
51 |
1,117 |
+16 |
Mar10 |
090805 |
104.00 |
106.90 |
104.00 |
106.90 |
+4.30 |
10 |
2,317 |
+9 |
May10 |
090805 |
106.85 |
109.75 |
106.85 |
109.75 |
+4.25 |
4 |
175 |
+4 |
Jul10 |
090805 |
112.60 |
112.60 |
112.60 |
112.60 |
+4.20 |
0 |
57 |
+0 |
Total Volume and Open Interest |
3,112 |
30,161 |
-61 |
Sugar #11(ICE) |
Oct09 |
090805 |
19.30 |
19.55 |
19.15 |
19.37 |
+0.02 |
49,284 |
322,665 |
-2,113 |
Mar10 |
090805 |
20.60 |
20.80 |
20.41 |
20.66 |
+0.06 |
31,719 |
191,036 |
+914 |
May10 |
090805 |
19.82 |
20.08 |
19.76 |
19.98 |
+0.06 |
12,942 |
44,774 |
+2,673 |
Jul10 |
090805 |
19.15 |
19.37 |
19.10 |
19.25 |
+0.08 |
7,423 |
86,055 |
+1,127 |
Oct10 |
090805 |
18.90 |
19.03 |
18.85 |
18.96 |
+0.08 |
2,772 |
61,846 |
+506 |
Total Volume and Open Interest |
107,824 |
786,584 |
+3,917 |
Sugar #14(ICE) |
Sep09 |
090805 |
24.00 |
24.10 |
23.70 |
24.00 |
+0.40 |
47 |
1,417 |
+0 |
Total Volume and Open Interest |
47 |
1,417 |
+0 |
London Cocoa(LCE) |
Sep09 |
090805 |
1795 |
1804 |
1753 |
1757 |
-53 |
2,078 |
47,615 |
+83 |
Dec09 |
090805 |
1825 |
1831 |
1781 |
1785 |
-52 |
1,571 |
40,709 |
+14 |
Mar10 |
090805 |
1826 |
1829 |
1780 |
1788 |
-47 |
528 |
31,615 |
+209 |
May10 |
090805 |
1798 |
1813 |
1771 |
1781 |
-46 |
37 |
18,828 |
+8 |
Jul10 |
090805 |
1800 |
1806 |
1772 |
1775 |
-42 |
88 |
7,100 |
+60 |
Sep10 |
090805 |
1775 |
1775 |
1775 |
1775 |
-42 |
24 |
3,107 |
+15 |
Dec10 |
090805 |
1775 |
1775 |
1775 |
1775 |
-42 |
0 |
686 |
+0 |
Total Volume and Open Interest |
4,338 |
152,271 |
+399 |
London Coffee(LCE) |
London Sugar(LCE) |
Oct09 |
090805 |
511.40 |
514.60 |
508.60 |
510.60 |
-1.60 |
3,393 |
44,490 |
-633 |
Dec09 |
090805 |
522.90 |
524.70 |
519.70 |
520.80 |
-1.40 |
586 |
9,687 |
+46 |
Mar10 |
090805 |
532.90 |
533.70 |
529.50 |
530.50 |
-0.20 |
1,376 |
14,960 |
+660 |
May10 |
090805 |
525.10 |
527.70 |
523.10 |
524.10 |
-1.10 |
289 |
2,852 |
-50 |
Aug10 |
090805 |
517.00 |
518.40 |
512.40 |
514.60 |
+0.10 |
258 |
4,016 |
+186 |
Total Volume and Open Interest |
5,965 |
77,646 |
+220 |
Cotton(ICE) |
Oct09 |
090805 |
60.87 |
60.87 |
59.83 |
60.39 |
-0.26 |
252 |
1,976 |
-40 |
Dec09 |
090805 |
62.41 |
63.01 |
61.62 |
62.26 |
-0.30 |
10,959 |
101,390 |
+782 |
Mar10 |
090805 |
64.62 |
64.94 |
63.84 |
64.35 |
-0.30 |
711 |
16,047 |
+84 |
May10 |
090805 |
65.65 |
65.82 |
65.58 |
65.60 |
-0.30 |
68 |
1,109 |
-21 |
Jul10 |
090805 |
67.35 |
67.35 |
66.50 |
66.80 |
-0.40 |
54 |
3,072 |
+29 |
Oct10 |
090805 |
67.92 |
67.92 |
67.92 |
67.92 |
-0.40 |
0 |
15 |
+0 |
Total Volume and Open Interest |
12,057 |
125,918 |
+844 |
Lumber(CME) |
Sep09 |
090805 |
208.0 |
209.8 |
202.6 |
203.1 |
-3.9 |
1,031 |
4,621 |
-267 |
Nov09 |
090805 |
208.3 |
210.0 |
202.7 |
203.2 |
-6.2 |
1,207 |
3,492 |
+641 |
Jan10 |
090805 |
222.0 |
222.6 |
215.4 |
220.0 |
-1.3 |
218 |
1,069 |
+90 |
Mar10 |
090805 |
225.4 |
228.2 |
223.5 |
228.2 |
+0.2 |
1 |
61 |
+1 |
Total Volume and Open Interest |
2,457 |
9,255 |
+465 |
Crude Oil(NYM) |
Sep09 |
090805 |
71.82 |
72.10 |
69.71 |
71.97 |
+0.55 |
323,455 |
320,204 |
+949 |
Oct09 |
090805 |
73.66 |
74.07 |
71.72 |
73.93 |
+0.63 |
118,125 |
127,292 |
+8,638 |
Nov09 |
090805 |
75.08 |
75.52 |
73.31 |
75.37 |
+0.68 |
56,839 |
63,132 |
+4,529 |
Dec09 |
090805 |
76.05 |
76.48 |
74.37 |
76.33 |
+0.71 |
75,080 |
157,921 |
-1,624 |
Jan10 |
090805 |
76.52 |
77.15 |
75.84 |
77.15 |
+0.71 |
16,024 |
35,055 |
+583 |
Feb10 |
090805 |
77.14 |
78.00 |
76.51 |
77.91 |
+0.72 |
8,382 |
23,510 |
-386 |
Mar10 |
090805 |
78.26 |
78.55 |
76.76 |
78.55 |
+0.73 |
6,106 |
19,872 |
-1,052 |
Apr10 |
090805 |
77.90 |
79.10 |
77.85 |
79.10 |
+0.71 |
2,125 |
11,280 |
+54 |
May10 |
090805 |
78.89 |
79.61 |
78.78 |
79.61 |
+0.69 |
1,983 |
10,664 |
-102 |
Jun10 |
090805 |
79.18 |
80.08 |
78.62 |
80.08 |
+0.67 |
15,541 |
58,379 |
+2,146 |
Jul10 |
090805 |
79.66 |
80.45 |
78.76 |
80.39 |
+0.67 |
4,038 |
29,791 |
-634 |
Aug10 |
090805 |
80.00 |
80.57 |
79.19 |
80.57 |
+0.69 |
2,872 |
9,711 |
+730 |
Sep10 |
090805 |
80.75 |
80.75 |
80.75 |
80.75 |
+0.70 |
3,835 |
13,751 |
-95 |
Oct10 |
090805 |
80.93 |
80.93 |
80.93 |
80.93 |
+0.72 |
2,713 |
7,870 |
+252 |
Nov10 |
090805 |
81.15 |
81.15 |
81.15 |
81.15 |
+0.73 |
1,567 |
8,589 |
+72 |
Dec10 |
090805 |
80.86 |
81.45 |
79.79 |
81.40 |
+0.74 |
25,447 |
92,131 |
-1,398 |
Total Volume and Open Interest |
684,960 |
1,202,410 |
+11,696 |
e-miNY Crude Oil(NYM) |
Aug09 |
090720 |
63.525 |
64.875 |
63.225 |
63.975 |
+0.425 |
10,343 |
3,538 |
-857 |
Sep09 |
090805 |
71.500 |
72.100 |
69.700 |
71.975 |
+0.550 |
12,751 |
6,091 |
+934 |
Oct09 |
090805 |
73.525 |
74.050 |
71.825 |
73.925 |
+0.625 |
432 |
624 |
+2 |
Nov09 |
090805 |
75.050 |
75.375 |
73.625 |
75.375 |
+0.675 |
290 |
404 |
+37 |
Dec09 |
090805 |
75.700 |
76.325 |
74.700 |
76.325 |
+0.700 |
147 |
348 |
-15 |
Jan10 |
090805 |
77.150 |
77.150 |
77.150 |
77.150 |
+0.700 |
60 |
132 |
-16 |
Feb10 |
090805 |
77.900 |
77.900 |
77.900 |
77.900 |
+0.700 |
62 |
89 |
+12 |
Mar10 |
090805 |
78.550 |
78.550 |
78.550 |
78.550 |
+0.725 |
0 |
3 |
+0 |
Apr10 |
090805 |
79.100 |
79.100 |
79.100 |
79.100 |
+0.700 |
|
|
|
May10 |
090805 |
79.600 |
79.600 |
79.600 |
79.600 |
+0.675 |
|
|
|
Total Volume and Open Interest |
13,744 |
7,770 |
+954 |
Heating Oil(NYM) |
Sep09 |
090805 |
190.75 |
196.10 |
188.88 |
195.69 |
+5.55 |
41,316 |
67,725 |
-3,151 |
Oct09 |
090805 |
194.00 |
198.59 |
191.74 |
198.27 |
+5.31 |
11,294 |
38,065 |
+550 |
Nov09 |
090805 |
196.78 |
201.52 |
195.30 |
201.16 |
+4.86 |
3,948 |
26,096 |
+531 |
Dec09 |
090805 |
200.27 |
204.58 |
198.55 |
204.31 |
+4.49 |
7,398 |
39,328 |
+834 |
Jan10 |
090805 |
202.90 |
207.50 |
201.94 |
207.29 |
+4.18 |
1,971 |
21,318 |
-119 |
Feb10 |
090805 |
207.36 |
209.48 |
205.16 |
209.48 |
+3.87 |
861 |
14,396 |
+147 |
Mar10 |
090805 |
208.66 |
210.89 |
205.45 |
210.63 |
+3.67 |
701 |
10,767 |
+305 |
Apr10 |
090805 |
208.65 |
211.23 |
206.11 |
211.23 |
+3.57 |
442 |
7,373 |
+161 |
May10 |
090805 |
207.95 |
212.08 |
207.95 |
212.08 |
+3.47 |
177 |
9,254 |
+41 |
Jun10 |
090805 |
209.60 |
213.08 |
209.60 |
213.08 |
+3.37 |
570 |
19,664 |
+190 |
Jul10 |
090805 |
212.00 |
214.83 |
212.00 |
214.83 |
+3.27 |
138 |
3,299 |
+42 |
Aug10 |
090805 |
216.63 |
216.63 |
216.63 |
216.63 |
+3.22 |
150 |
1,872 |
+3 |
Total Volume and Open Interest |
70,580 |
298,819 |
-16 |
Gasoline(NYMEX) |
Sep09 |
090805 |
205.20 |
205.78 |
200.21 |
205.12 |
-0.55 |
49,586 |
95,497 |
-516 |
Oct09 |
090805 |
194.63 |
194.98 |
189.73 |
194.70 |
+0.05 |
13,754 |
35,285 |
+732 |
Nov09 |
090805 |
192.57 |
193.45 |
188.41 |
193.29 |
+0.26 |
6,623 |
18,229 |
+1,434 |
Dec09 |
090805 |
193.45 |
194.05 |
188.99 |
193.81 |
+0.56 |
8,863 |
22,982 |
+1,320 |
Jan10 |
090805 |
193.10 |
195.71 |
191.02 |
195.71 |
+0.68 |
1,543 |
11,145 |
+144 |
Feb10 |
090805 |
195.50 |
197.84 |
195.50 |
197.84 |
+0.78 |
703 |
3,350 |
-140 |
Mar10 |
090805 |
196.93 |
200.09 |
195.83 |
200.09 |
+0.88 |
568 |
4,783 |
+181 |
Apr10 |
090805 |
213.24 |
213.24 |
213.24 |
213.24 |
+0.93 |
470 |
4,376 |
+86 |
May10 |
090805 |
214.49 |
214.49 |
214.49 |
214.49 |
+0.93 |
141 |
2,581 |
+18 |
Jun10 |
090805 |
213.50 |
214.74 |
213.50 |
214.74 |
+0.93 |
222 |
2,112 |
+30 |
Total Volume and Open Interest |
82,648 |
208,441 |
+3,264 |
e-miNY RBOB Gasoline(NYM) |
Sep09 |
090805 |
2.06 |
2.06 |
2.06 |
2.05 |
-0.01 |
|
|
|
Oct09 |
090805 |
194.70 |
194.70 |
194.70 |
194.70 |
+0.05 |
|
|
|
Nov09 |
090805 |
193.29 |
193.29 |
193.29 |
193.29 |
+0.26 |
|
|
|
Dec09 |
090805 |
193.81 |
193.81 |
193.81 |
193.81 |
+0.56 |
0 |
2 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Sep09 |
090805 |
3.982 |
4.090 |
3.894 |
4.042 |
+0.041 |
147,816 |
176,348 |
-1,963 |
Oct09 |
090805 |
4.235 |
4.368 |
4.172 |
4.328 |
+0.053 |
45,013 |
93,919 |
+611 |
Nov09 |
090805 |
4.978 |
5.096 |
4.947 |
5.057 |
+0.052 |
15,577 |
43,158 |
-1,064 |
Dec09 |
090805 |
5.620 |
5.774 |
5.620 |
5.747 |
+0.054 |
11,979 |
45,555 |
-185 |
Jan10 |
090805 |
5.950 |
6.030 |
5.918 |
6.003 |
+0.052 |
13,261 |
46,871 |
+236 |
Feb10 |
090805 |
5.898 |
6.041 |
5.898 |
6.020 |
+0.050 |
2,746 |
22,828 |
+581 |
Mar10 |
090805 |
5.888 |
5.979 |
5.882 |
5.955 |
+0.050 |
4,730 |
37,466 |
+280 |
Apr10 |
090805 |
5.810 |
5.886 |
5.782 |
5.865 |
+0.050 |
3,782 |
38,440 |
+396 |
May10 |
090805 |
5.885 |
5.941 |
5.865 |
5.912 |
+0.047 |
666 |
19,277 |
-83 |
Jun10 |
090805 |
5.960 |
6.020 |
5.955 |
6.000 |
+0.045 |
332 |
9,637 |
+9 |
Jul10 |
090805 |
6.074 |
6.132 |
6.074 |
6.111 |
+0.041 |
246 |
9,975 |
-9 |
Aug10 |
090805 |
6.137 |
6.222 |
6.137 |
6.201 |
+0.041 |
309 |
9,179 |
+33 |
Sep10 |
090805 |
6.207 |
6.283 |
6.207 |
6.261 |
+0.041 |
267 |
6,887 |
+24 |
Oct10 |
090805 |
6.291 |
6.401 |
6.291 |
6.371 |
+0.041 |
2,472 |
18,726 |
+145 |
Nov10 |
090805 |
6.690 |
6.737 |
6.690 |
6.734 |
+0.039 |
300 |
6,107 |
+55 |
Dec10 |
090805 |
7.043 |
7.105 |
7.041 |
7.088 |
+0.038 |
204 |
13,494 |
+41 |
Total Volume and Open Interest |
252,454 |
714,186 |
-1,041 |
Brent Crude Oil(ICE) |
Sep09 |
090805 |
74.65 |
75.62 |
73.20 |
75.51 |
+1.23 |
106,833 |
106,723 |
-11,116 |
Oct09 |
090805 |
75.00 |
75.94 |
73.54 |
75.83 |
+1.22 |
69,364 |
155,544 |
+7,774 |
Nov09 |
090805 |
75.81 |
76.65 |
74.31 |
76.55 |
+1.21 |
31,502 |
52,847 |
+125 |
Dec09 |
090805 |
76.15 |
77.37 |
75.10 |
77.27 |
+1.21 |
34,075 |
101,285 |
+1,455 |
Jan10 |
090805 |
76.38 |
77.91 |
75.93 |
77.91 |
+1.21 |
6,277 |
32,514 |
+594 |
Feb10 |
090805 |
76.97 |
78.50 |
76.55 |
78.50 |
+1.19 |
2,919 |
17,811 |
+454 |
Mar10 |
090805 |
77.56 |
79.20 |
77.17 |
79.10 |
+1.17 |
1,407 |
14,051 |
+401 |
Apr10 |
090805 |
78.22 |
79.78 |
77.76 |
79.66 |
+1.14 |
970 |
7,485 |
+14 |
May10 |
090805 |
78.76 |
80.32 |
78.30 |
80.18 |
+1.10 |
1,201 |
6,150 |
-28 |
Jun10 |
090805 |
79.85 |
80.80 |
78.77 |
80.65 |
+1.08 |
3,451 |
41,847 |
+1,433 |
Jul10 |
090805 |
81.00 |
81.00 |
81.00 |
81.00 |
+1.04 |
667 |
9,645 |
-65 |
Aug10 |
090805 |
81.26 |
81.26 |
81.26 |
81.26 |
+1.05 |
274 |
6,605 |
-7 |
Sep10 |
090805 |
81.50 |
81.50 |
81.50 |
81.50 |
+1.07 |
590 |
3,207 |
+74 |
Oct10 |
090805 |
81.74 |
81.74 |
81.74 |
81.74 |
+1.11 |
477 |
3,275 |
+255 |
Total Volume and Open Interest |
277,796 |
710,104 |
+2,726 |
Gas Oil(ICE) |
Aug09 |
090805 |
599.75 |
614.75 |
594.75 |
607.00 |
+11.25 |
25,815 |
43,107 |
-163 |
Sep09 |
090805 |
608.00 |
621.25 |
601.00 |
613.00 |
+10.75 |
47,743 |
97,388 |
+2,496 |
Oct09 |
090805 |
613.75 |
628.00 |
609.00 |
619.75 |
+10.00 |
20,512 |
50,713 |
-633 |
Nov09 |
090805 |
618.75 |
635.25 |
617.00 |
627.00 |
+9.50 |
9,115 |
37,510 |
+330 |
Dec09 |
090805 |
629.00 |
643.00 |
624.75 |
635.00 |
+9.00 |
14,855 |
61,794 |
-2,379 |
Jan10 |
090805 |
640.00 |
651.50 |
634.00 |
643.75 |
+9.00 |
2,679 |
40,535 |
-555 |
Feb10 |
090805 |
651.50 |
658.75 |
645.50 |
651.00 |
+8.50 |
1,387 |
18,422 |
+427 |
Mar10 |
090805 |
652.00 |
664.50 |
651.50 |
656.75 |
+8.00 |
1,414 |
20,450 |
+204 |
Apr10 |
090805 |
658.00 |
670.00 |
657.00 |
662.25 |
+7.75 |
1,021 |
11,552 |
-66 |
May10 |
090805 |
667.50 |
675.00 |
662.25 |
667.25 |
+7.25 |
915 |
9,364 |
-141 |
Total Volume and Open Interest |
134,933 |
516,791 |
+253 |
Ethanol(CBOT) |
Aug09 |
090805 |
1.637 |
1.637 |
1.635 |
1.635 |
-0.023 |
9 |
78 |
+0 |
Sep09 |
090805 |
1.620 |
1.621 |
1.590 |
1.617 |
-0.019 |
37 |
513 |
-21 |
Oct09 |
090805 |
1.580 |
1.590 |
1.565 |
1.589 |
-0.029 |
4 |
397 |
+2 |
Nov09 |
090805 |
1.580 |
1.585 |
1.560 |
1.572 |
-0.048 |
8 |
285 |
+3 |
Dec09 |
090805 |
1.618 |
1.618 |
1.560 |
1.575 |
-0.045 |
11 |
360 |
-10 |
Jan10 |
090805 |
1.600 |
1.600 |
1.575 |
1.575 |
-0.055 |
1 |
522 |
+0 |
Feb10 |
090805 |
1.581 |
1.595 |
1.581 |
1.590 |
-0.045 |
2 |
435 |
+2 |
Mar10 |
090805 |
1.600 |
1.600 |
1.590 |
1.590 |
-0.042 |
2 |
579 |
+2 |
Total Volume and Open Interest |
114 |
3,864 |
-13 |
US Dollar Index(ICE) |
Sep09 |
090805 |
77.750 |
77.980 |
77.520 |
77.605 |
-0.275 |
8,634 |
25,199 |
-3 |
Dec09 |
090805 |
78.155 |
78.180 |
77.835 |
77.915 |
-0.275 |
67 |
2,164 |
+12 |
Mar10 |
090805 |
78.185 |
78.185 |
78.185 |
78.185 |
-0.275 |
|
|
|
Total Volume and Open Interest |
8,701 |
27,363 |
+9 |
Australian Dollar(CME) |
Sep09 |
090805 |
84.16 |
84.29 |
83.37 |
83.95 |
+0.02 |
74,524 |
104,132 |
+1,493 |
Dec09 |
090805 |
83.63 |
83.66 |
82.75 |
83.33 |
+0.02 |
114 |
401 |
+20 |
Mar10 |
090805 |
82.68 |
82.68 |
82.66 |
82.68 |
+0.02 |
0 |
15 |
+0 |
Total Volume and Open Interest |
74,638 |
104,549 |
+1,513 |
British Pound(CME) |
Sep09 |
090805 |
169.36 |
170.43 |
169.01 |
170.18 |
+0.98 |
130,730 |
102,777 |
+4,697 |
Dec09 |
090805 |
169.26 |
170.31 |
169.00 |
170.15 |
+0.98 |
330 |
810 |
+143 |
Mar10 |
090805 |
169.99 |
170.11 |
169.13 |
170.11 |
+0.98 |
0 |
11 |
+0 |
Total Volume and Open Interest |
131,060 |
103,620 |
+4,840 |
Canadian Dollar(CME) |
Sep09 |
090805 |
93.23 |
93.66 |
92.74 |
93.53 |
+0.44 |
60,671 |
97,923 |
+4,415 |
Dec09 |
090805 |
93.31 |
93.67 |
92.81 |
93.56 |
+0.44 |
149 |
2,682 |
-75 |
Mar10 |
090805 |
92.95 |
93.62 |
92.92 |
93.57 |
+0.44 |
0 |
642 |
+0 |
Jun10 |
090805 |
93.58 |
93.63 |
92.99 |
93.58 |
+0.44 |
1 |
135 |
+0 |
Total Volume and Open Interest |
60,821 |
101,557 |
+4,340 |
Japanese Yen(CME) |
Sep09 |
090805 |
105.06 |
105.72 |
104.86 |
105.36 |
+0.34 |
78,490 |
79,264 |
-2,851 |
Dec09 |
090805 |
105.04 |
105.81 |
104.98 |
105.46 |
+0.34 |
54 |
276 |
-2 |
Mar10 |
090805 |
105.63 |
105.74 |
105.29 |
105.63 |
+0.34 |
1 |
20 |
-1 |
Total Volume and Open Interest |
78,545 |
79,561 |
-2,854 |
Swiss Franc(CME) |
Sep09 |
090805 |
94.34 |
94.51 |
93.84 |
94.33 |
+0.07 |
46,028 |
41,694 |
+4,778 |
Dec09 |
090805 |
94.05 |
94.58 |
93.97 |
94.43 |
+0.07 |
29 |
124 |
+11 |
Mar10 |
090805 |
94.85 |
94.85 |
94.43 |
94.59 |
+0.07 |
0 |
9 |
+0 |
Total Volume and Open Interest |
46,057 |
41,827 |
+4,789 |
EuroFX(CME) |
Sep09 |
090805 |
144.00 |
144.49 |
143.55 |
144.30 |
+0.41 |
269,338 |
138,881 |
+7,099 |
Dec09 |
090805 |
144.21 |
144.47 |
143.57 |
144.29 |
+0.41 |
903 |
1,821 |
-31 |
Mar10 |
090805 |
144.30 |
144.30 |
143.82 |
144.30 |
+0.41 |
30 |
370 |
+28 |
Total Volume and Open Interest |
270,272 |
141,077 |
+7,097 |
Mexican Peso(CME) |
Aug09 |
090805 |
768.0 |
768.0 |
761.8 |
768.0 |
+6.2 |
|
|
|
Sep09 |
090805 |
756.5 |
765.8 |
755.5 |
763.5 |
+6.2 |
16,641 |
59,075 |
+594 |
Total Volume and Open Interest |
16,671 |
60,756 |
+612 |
30-Year T-Bonds(CBOT) |
Sep09 |
090805 |
117~005 |
117~240 |
116~000 |
116~030 |
-0~305 |
238,143 |
692,853 |
-1,636 |
Dec09 |
090805 |
115~305 |
116~110 |
114~250 |
114~250 |
-0~315 |
1,855 |
2,906 |
+725 |
Mar10 |
090805 |
115~110 |
115~110 |
113~260 |
113~260 |
-0~315 |
0 |
40 |
+0 |
Total Volume and Open Interest |
239,998 |
695,802 |
-911 |
10-Year T-Notes(CBOT) |
Sep09 |
090805 |
115~295 |
116~150 |
115~130 |
115~165 |
-0~170 |
812,746 |
1,075,831 |
-9,202 |
Dec09 |
090805 |
114~100 |
114~315 |
114~000 |
114~020 |
-0~175 |
837 |
8,601 |
+533 |
Mar10 |
090805 |
113~020 |
113~195 |
113~020 |
113~020 |
-0~175 |
|
|
|
Total Volume and Open Interest |
813,583 |
1,084,432 |
-8,669 |
5-Year T-Notes(CBOT) |
Sep09 |
090805 |
114~039 |
114~070 |
114~039 |
114~044 |
-0~043 |
471,030 |
801,687 |
+25,821 |
Dec09 |
090805 |
113~000 |
113~072 |
113~000 |
113~007 |
-0~029 |
10 |
15,293 |
+1 |
Mar10 |
090805 |
113~007 |
113~036 |
113~007 |
113~007 |
-0~029 |
|
|
|
Total Volume and Open Interest |
471,040 |
816,980 |
+25,822 |
2 Year T-Notes(CBOT) |
Sep09 |
090805 |
108~000 |
108~012 |
108~000 |
108~011 |
-0~005 |
110 |
648,586 |
-17,716 |
Dec09 |
090805 |
107~063 |
107~066 |
107~049 |
107~049 |
-0~007 |
150 |
1,604 |
+150 |
Mar10 |
090805 |
107~049 |
107~056 |
107~049 |
107~049 |
-0~007 |
|
|
|
Total Volume and Open Interest |
229,684 |
650,190 |
-17,566 |
Eurodollars(CME) |
Sep09 |
090805 |
99.515 |
99.530 |
99.495 |
99.515 |
-0.005 |
161,464 |
1,015,249 |
+4,172 |
Dec09 |
090805 |
99.275 |
99.280 |
99.220 |
99.250 |
-0.030 |
178,792 |
950,438 |
-1,823 |
Mar10 |
090805 |
98.940 |
98.950 |
98.850 |
98.885 |
-0.060 |
242,837 |
928,161 |
-5,793 |
Jun10 |
090805 |
98.490 |
98.530 |
98.390 |
98.435 |
-0.070 |
263,377 |
651,655 |
-14,135 |
Sep10 |
090805 |
98.030 |
98.100 |
97.930 |
97.990 |
-0.065 |
286,268 |
583,638 |
+527 |
Dec10 |
090805 |
97.585 |
97.675 |
97.480 |
97.550 |
-0.060 |
214,312 |
668,227 |
-10,205 |
Mar11 |
090805 |
97.215 |
97.320 |
97.110 |
97.185 |
-0.060 |
177,915 |
371,657 |
-1,390 |
Jun11 |
090805 |
96.895 |
96.975 |
96.770 |
96.845 |
-0.065 |
147,253 |
363,930 |
+2,668 |
Sep11 |
090805 |
96.610 |
96.685 |
96.485 |
96.555 |
-0.070 |
61,412 |
237,208 |
-55 |
Dec11 |
090805 |
96.335 |
96.420 |
96.215 |
96.280 |
-0.075 |
48,977 |
172,198 |
+607 |
Mar12 |
090805 |
96.145 |
96.230 |
96.035 |
96.085 |
-0.080 |
40,708 |
129,040 |
-1,147 |
Jun12 |
090805 |
96.005 |
96.050 |
95.860 |
95.900 |
-0.085 |
37,308 |
122,262 |
-3,020 |
Sep12 |
090805 |
95.825 |
95.890 |
95.700 |
95.730 |
-0.095 |
16,607 |
65,601 |
-220 |
Dec12 |
090805 |
95.685 |
95.725 |
95.545 |
95.560 |
-0.105 |
12,770 |
58,749 |
-146 |
Mar13 |
090805 |
95.570 |
95.630 |
95.445 |
95.455 |
-0.115 |
10,754 |
60,800 |
-59 |
Jun13 |
090805 |
95.485 |
95.520 |
95.335 |
95.340 |
-0.120 |
11,570 |
30,957 |
+269 |
Sep13 |
090805 |
95.370 |
95.410 |
95.215 |
95.230 |
-0.125 |
6,342 |
38,589 |
-301 |
Dec13 |
090805 |
95.265 |
95.285 |
95.095 |
95.100 |
-0.135 |
6,203 |
27,347 |
-129 |
Total Volume and Open Interest |
1,944,443 |
6,644,463 |
-31,478 |
30 Day Federal Funds(CBOT) |
Aug09 |
090805 |
99.817 |
99.823 |
99.817 |
99.820 |
+0.003 |
4,442 |
52,009 |
+1,869 |
Sep09 |
090805 |
99.800 |
99.805 |
99.800 |
99.800 |
unch |
1,996 |
36,903 |
+726 |
Oct09 |
090805 |
99.790 |
99.795 |
99.785 |
99.790 |
unch |
4,012 |
28,522 |
+468 |
Nov09 |
090805 |
99.755 |
99.760 |
99.745 |
99.755 |
unch |
2,485 |
52,985 |
-348 |
Dec09 |
090805 |
99.720 |
99.725 |
99.705 |
99.715 |
-0.005 |
1,757 |
39,595 |
+492 |
Jan10 |
090805 |
99.680 |
99.680 |
99.655 |
99.670 |
-0.010 |
3,236 |
27,437 |
+12 |
Total Volume and Open Interest |
29,622 |
340,061 |
+2,117 |
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 |
090805 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
|
|
|
Dec09 |
090805 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.02 |
|
|
|
Mar10 |
090805 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.02 |
|
|
|
Jun10 |
090805 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
Sep10 |
090805 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
Dec10 |
090805 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
|
|
|
Mar11 |
090805 |
99.27 |
99.27 |
99.27 |
99.27 |
unch |
|
|
|
Jun11 |
090805 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
|
|
|
Sep11 |
090805 |
99.20 |
99.20 |
99.20 |
99.20 |
-0.01 |
|
|
|
Dec11 |
090805 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.01 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep09 |
090805 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
279 |
12,345 |
+270 |
Dec09 |
090805 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
13 |
3,570 |
+13 |
Mar10 |
090805 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
2,581 |
+0 |
Jun10 |
090805 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
1,438 |
+0 |
Sep10 |
090805 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
421 |
+0 |
Dec10 |
090805 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
1 |
420 |
+0 |
Mar11 |
090805 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
0 |
412 |
+0 |
Jun11 |
090805 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
52 |
+0 |
Total Volume and Open Interest |
293 |
23,011 |
+249 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090731 |
138.51 |
138.55 |
138.01 |
138.06 |
-0.35 |
2,530 |
14,612 |
+1,010 |
Dec09 |
090805 |
137.24 |
137.24 |
137.24 |
137.24 |
-0.09 |
0 |
1 |
+0 |
Mar10 |
090805 |
137.01 |
137.01 |
137.01 |
137.01 |
-0.09 |
|
|
|
Total Volume and Open Interest |
3,603 |
13,962 |
-677 |
Euro-Bund(EUREX) |
Sep09 |
090805 |
121.59 |
121.86 |
121.09 |
121.67 |
+0.08 |
638,656 |
878,875 |
-28,187 |
Dec09 |
090805 |
120.33 |
120.33 |
119.80 |
120.27 |
+0.06 |
197 |
13,160 |
+179 |
Mar10 |
090805 |
120.00 |
120.00 |
119.51 |
119.92 |
+0.08 |
50 |
1 |
+0 |
Total Volume and Open Interest |
638,903 |
892,036 |
-28,008 |
Euro-Bobl(EUREX) |
Sep09 |
090731 |
115.68 |
116.25 |
115.64 |
116.15 |
+0.66 |
336,226 |
629,271 |
-3,115 |
Dec09 |
090805 |
113.95 |
114.13 |
113.85 |
114.09 |
-0.10 |
51 |
793 |
+45 |
Mar10 |
090805 |
113.96 |
113.96 |
113.96 |
113.96 |
-0.09 |
|
|
|
Total Volume and Open Interest |
308,630 |
636,026 |
-29,603 |
3-Mth Euribor(EUREX) |
Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
Dec09 |
090805 |
99.005 |
99.005 |
98.935 |
98.965 |
-0.045 |
494 |
5,728 |
+108 |
Mar10 |
090805 |
98.780 |
98.785 |
98.700 |
98.745 |
-0.040 |
55 |
2,878 |
-76 |
Total Volume and Open Interest |
1,234 |
34,081 |
-185 |
Long Gilt(LIFFE) |
Sep09 |
090805 |
117~05 |
117~12 |
116~15 |
117~07 |
+0~07 |
64,015 |
230,023 |
-1,959 |
Dec09 |
090805 |
115~22 |
115~22 |
115~22 |
115~22 |
+0~07 |
0 |
150 |
+0 |
Total Volume and Open Interest |
64,015 |
230,173 |
-1,959 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090805 |
99.15 |
99.18 |
99.13 |
99.15 |
-0.01 |
42,654 |
262,022 |
+7,981 |
Dec09 |
090805 |
98.84 |
98.86 |
98.76 |
98.81 |
-0.03 |
65,121 |
289,703 |
+944 |
Mar10 |
090805 |
98.38 |
98.43 |
98.30 |
98.36 |
-0.05 |
79,080 |
338,268 |
-6,746 |
Jun10 |
090805 |
97.86 |
97.89 |
97.74 |
97.82 |
-0.05 |
73,074 |
282,526 |
-4,850 |
Sep10 |
090805 |
97.32 |
97.35 |
97.21 |
97.29 |
-0.04 |
52,090 |
241,277 |
+3,005 |
Dec10 |
090805 |
96.79 |
96.83 |
96.67 |
96.78 |
-0.02 |
42,498 |
250,489 |
+2,461 |
Total Volume and Open Interest |
409,337 |
2,154,723 |
+8,787 |
3-Mth Euribor(LIFFE) |
Sep09 |
090805 |
99.150 |
99.160 |
99.115 |
99.135 |
-0.020 |
60,782 |
628,418 |
-6,465 |
Dec09 |
090805 |
98.995 |
99.015 |
98.930 |
98.965 |
-0.045 |
108,384 |
525,161 |
+1,911 |
Mar10 |
090805 |
98.785 |
98.790 |
98.690 |
98.745 |
-0.040 |
128,744 |
447,821 |
+1,657 |
Total Volume and Open Interest |
769,884 |
3,134,667 |
-1,374 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090805 |
96.63 |
96.65 |
96.59 |
96.63 |
-0.02 |
25,160 |
295,449 |
+2,298 |
Dec09 |
090805 |
96.25 |
96.27 |
96.20 |
96.27 |
unch |
47,674 |
286,719 |
+14,721 |
Mar10 |
090805 |
95.74 |
95.78 |
95.69 |
95.78 |
+0.02 |
21,828 |
160,750 |
+7,971 |
Jun10 |
090805 |
95.26 |
95.30 |
95.20 |
95.30 |
+0.02 |
6,037 |
94,626 |
+1,951 |
Sep10 |
090805 |
94.91 |
94.91 |
94.81 |
94.90 |
+0.02 |
6,179 |
60,255 |
+3,011 |
Dec10 |
090805 |
94.58 |
94.58 |
94.48 |
94.58 |
+0.04 |
4,020 |
37,146 |
+2,260 |
Mar11 |
090805 |
94.26 |
94.28 |
94.18 |
94.28 |
+0.05 |
1,372 |
18,593 |
+102 |
Jun11 |
090805 |
93.98 |
94.02 |
93.92 |
94.02 |
+0.05 |
326 |
13,604 |
+301 |
Sep11 |
090805 |
93.75 |
93.80 |
93.75 |
93.80 |
+0.05 |
123 |
3,483 |
+0 |
Dec11 |
090805 |
93.56 |
93.56 |
93.56 |
93.56 |
+0.05 |
254 |
613 |
-110 |
Total Volume and Open Interest |
113,037 |
972,292 |
+32,515 |
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 |
090805 |
94.40 |
94.40 |
94.40 |
94.40 |
+0.02 |
|
|
|
Total Volume and Open Interest |
27,368 |
353,774 |
+3,251 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090805 |
94.94 |
94.96 |
94.85 |
94.93 |
-0.01 |
115,856 |
680,877 |
+22,016 |
Dec09 |
090805 |
94.93 |
94.93 |
94.93 |
94.93 |
-0.01 |
|
|
|
Total Volume and Open Interest |
115,856 |
680,877 |
+22,016 |
Gold(CMX) |
Aug09 |
090805 |
967.6 |
968.1 |
959.8 |
964.2 |
-3.3 |
2,602 |
3,076 |
-3,268 |
Oct09 |
090805 |
968.8 |
969.5 |
960.0 |
965.0 |
-3.4 |
9,165 |
25,843 |
+1,718 |
Dec09 |
090805 |
970.3 |
970.8 |
961.1 |
966.3 |
-3.4 |
95,461 |
253,693 |
+6,652 |
Feb10 |
090805 |
969.5 |
971.1 |
966.1 |
967.7 |
-3.5 |
866 |
17,360 |
-195 |
Apr10 |
090805 |
971.2 |
973.4 |
964.1 |
969.0 |
-3.6 |
282 |
19,635 |
-14 |
Jun10 |
090805 |
970.4 |
970.7 |
970.4 |
970.7 |
-3.7 |
281 |
12,582 |
+91 |
Aug10 |
090805 |
972.6 |
972.6 |
972.6 |
972.6 |
-3.8 |
100 |
6,350 |
+50 |
Oct10 |
090805 |
974.9 |
974.9 |
974.9 |
974.9 |
-3.9 |
0 |
3,550 |
+0 |
Dec10 |
090805 |
980.0 |
980.9 |
973.6 |
977.7 |
-4.0 |
614 |
11,506 |
-497 |
Feb11 |
090805 |
980.9 |
980.9 |
980.9 |
980.9 |
-4.1 |
0 |
1,012 |
+0 |
Apr11 |
090805 |
984.3 |
984.3 |
984.3 |
984.3 |
-4.3 |
0 |
87 |
+0 |
Jun11 |
090805 |
332.8 |
332.8 |
332.8 |
332.8 |
-4.4 |
0 |
7,869 |
+0 |
Total Volume and Open Interest |
110,554 |
383,388 |
+5,396 |
Silver(CMX) |
Sep09 |
090805 |
1464.5 |
1485.0 |
1454.5 |
1476.0 |
+6.5 |
27,243 |
54,178 |
+446 |
Dec09 |
090805 |
1465.0 |
1487.0 |
1459.0 |
1480.0 |
+6.5 |
3,504 |
25,508 |
+532 |
Mar10 |
090805 |
1471.0 |
1484.5 |
1467.5 |
1483.5 |
+6.5 |
422 |
5,806 |
-7 |
May10 |
090805 |
1480.5 |
1485.6 |
1480.5 |
1485.6 |
+6.4 |
3 |
2,261 |
-1 |
Jul10 |
090805 |
1485.0 |
1492.0 |
1483.0 |
1487.6 |
+6.3 |
19 |
3,119 |
+0 |
Sep10 |
090805 |
1489.7 |
1489.7 |
1489.7 |
1489.7 |
+6.2 |
110 |
600 |
+53 |
Dec10 |
090805 |
1503.0 |
1503.0 |
1486.5 |
1494.8 |
+5.8 |
61 |
3,293 |
-29 |
Total Volume and Open Interest |
31,379 |
100,405 |
+994 |
Platinum(NYMEX) |
Oct09 |
090805 |
1275.4 |
1296.3 |
1261.5 |
1293.1 |
+16.3 |
3,014 |
22,215 |
+755 |
Jan10 |
090805 |
1293.5 |
1298.9 |
1290.0 |
1298.6 |
+15.9 |
17 |
822 |
+14 |
Apr10 |
090805 |
1304.1 |
1304.1 |
1304.1 |
1304.1 |
+15.9 |
|
|
|
Total Volume and Open Interest |
3,031 |
23,037 |
+769 |
Palladium(NYMEX) |
Sep09 |
090805 |
278.30 |
283.00 |
275.30 |
279.20 |
-1.70 |
2,520 |
15,801 |
+315 |
Dec09 |
090805 |
282.80 |
282.80 |
276.50 |
280.35 |
-1.75 |
582 |
3,798 |
+485 |
Mar10 |
090805 |
282.00 |
282.00 |
280.50 |
281.65 |
-1.75 |
3 |
24 |
+1 |
Total Volume and Open Interest |
3,105 |
19,623 |
+801 |
Copper(CMX) |
Sep09 |
090805 |
278.35 |
283.85 |
274.90 |
281.20 |
+1.65 |
24,293 |
73,515 |
-4,240 |
Dec09 |
090805 |
279.10 |
284.70 |
276.00 |
282.40 |
+1.70 |
7,553 |
29,604 |
+2,905 |
Mar10 |
090805 |
280.25 |
284.25 |
279.30 |
282.10 |
+1.65 |
453 |
3,989 |
+242 |
May10 |
090805 |
281.00 |
282.90 |
281.00 |
281.80 |
+1.55 |
39 |
916 |
+18 |
Jul10 |
090805 |
281.35 |
281.50 |
281.25 |
281.50 |
+1.45 |
4 |
298 |
+1 |
Total Volume and Open Interest |
33,322 |
120,725 |
-1,361 |
Aluminum(CMX) |
Aug09 |
090805 |
91.75 |
91.75 |
91.75 |
91.75 |
+3.00 |
|
|
|
Sep09 |
090805 |
92.25 |
92.25 |
92.25 |
92.25 |
+3.00 |
|
|
|
Oct09 |
090805 |
0.50 |
0.50 |
0.50 |
0.50 |
-3.55 |
|
|
|
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 |
090805 |
9285 |
9300 |
9166 |
9245 |
-42 |
799 |
11,450 |
+264 |
Dec09 |
090805 |
9186 |
9228 |
9186 |
9186 |
-42 |
3 |
661 |
+0 |
Mar10 |
090805 |
9129 |
9171 |
9129 |
9129 |
-42 |
0 |
2 |
+0 |
Jun10 |
090805 |
9090 |
9132 |
9090 |
9090 |
-42 |
|
|
|
Total Volume and Open Interest |
802 |
12,113 |
+264 |
S & P 500(CME) |
Sep09 |
090805 |
1004.50 |
1006.40 |
991.50 |
1000.80 |
-3.90 |
21,625 |
376,586 |
+2,400 |
Dec09 |
090805 |
998.00 |
998.00 |
987.50 |
996.40 |
-3.90 |
421 |
9,667 |
+206 |
Mar10 |
090805 |
992.60 |
994.90 |
986.40 |
992.60 |
-3.80 |
2 |
3,864 |
-2 |
Jun10 |
090805 |
989.60 |
991.90 |
983.40 |
989.60 |
-3.80 |
0 |
179 |
+0 |
Total Volume and Open Interest |
22,048 |
390,301 |
+2,604 |
S & P 500 E-Mini(Globex) |
Sep09 |
090805 |
1004.50 |
1006.50 |
991.25 |
1000.75 |
-4.00 |
1,754,282 |
2,511,073 |
+11,735 |
Dec09 |
090805 |
999.75 |
1002.00 |
987.25 |
996.50 |
-3.75 |
2,057 |
27,343 |
+718 |
Total Volume and Open Interest |
1,756,339 |
2,538,469 |
+12,453 |
NASDAQ 100(CME) |
Sep09 |
090805 |
1630.00 |
1631.00 |
1602.00 |
1614.50 |
-15.80 |
2,301 |
18,745 |
+722 |
Dec09 |
090805 |
1612.30 |
1612.30 |
1612.00 |
1612.30 |
-15.70 |
0 |
13 |
+0 |
Mar10 |
090805 |
1611.30 |
1611.30 |
1611.00 |
1611.30 |
-15.70 |
|
|
|
Total Volume and Open Interest |
2,301 |
18,758 |
+722 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090805 |
1630.00 |
1631.50 |
1602.50 |
1614.50 |
-15.80 |
277,745 |
316,218 |
+3,035 |
Dec09 |
090805 |
1632.30 |
1632.30 |
1601.00 |
1612.30 |
-15.70 |
562 |
2,987 |
+252 |
Total Volume and Open Interest |
278,308 |
319,216 |
+3,287 |
S & P Midcap 400(CME) |
Sep09 |
090805 |
646.00 |
647.00 |
636.50 |
643.70 |
-3.20 |
277 |
2,707 |
+257 |
Dec09 |
090805 |
641.70 |
641.70 |
641.40 |
641.70 |
-3.20 |
|
|
|
Mar10 |
090805 |
639.70 |
639.70 |
639.40 |
639.70 |
-3.20 |
|
|
|
Total Volume and Open Interest |
277 |
2,707 |
+257 |
Russell 2000(CME) |
Sep09 |
090805 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
12 |
7,432 |
+15 |
Dec09 |
090805 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,800 |
-340 |
Mar10 |
090805 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,647 |
-246 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090805 |
10440 |
10445 |
10235 |
10250 |
-150 |
80,866 |
188,449 |
+2,280 |
Dec09 |
090805 |
10315 |
10315 |
10210 |
10210 |
-155 |
0 |
1,248 |
+0 |
Total Volume and Open Interest |
81,416 |
198,034 |
+3,893 |
Nikkei 225(SGX) |
Sep09 |
090805 |
10440 |
10445 |
10235 |
10250 |
-150 |
80,866 |
188,449 |
+2,280 |
Dec09 |
090805 |
10315 |
10315 |
10210 |
10210 |
-155 |
0 |
1,248 |
+0 |
Mar10 |
090805 |
10230 |
10230 |
10230 |
10230 |
-150 |
0 |
75 |
+0 |
Total Volume and Open Interest |
81,416 |
198,034 |
+3,893 |
CAC 40(EURONEXT) |
Aug09 |
090805 |
3475.0 |
3508.0 |
3442.5 |
3457.5 |
-16.5 |
126,889 |
376,534 |
+16,700 |
Sep09 |
090805 |
3466.0 |
3500.0 |
3437.0 |
3451.0 |
-16.5 |
1,506 |
52,294 |
+645 |
Oct09 |
090805 |
3451.5 |
3451.5 |
3451.5 |
3451.5 |
-16.5 |
0 |
150 |
+0 |
Total Volume and Open Interest |
128,402 |
431,522 |
+17,345 |
Hang Seng Index(HKFE) |
Aug09 |
090805 |
20803 |
20970 |
20390 |
20451 |
-294 |
69,377 |
83,283 |
+2,182 |
Sep09 |
090805 |
20725 |
20866 |
20311 |
20357 |
-310 |
797 |
3,355 |
+229 |
Total Volume and Open Interest |
70,279 |
87,933 |
+2,503 |
DAX(EUREX) |
Sep09 |
090805 |
5428.0 |
5456.0 |
5334.0 |
5361.0 |
-57.5 |
133,654 |
153,428 |
-3,106 |
Dec09 |
090805 |
5425.5 |
5453.0 |
5339.0 |
5363.0 |
-58.0 |
2,571 |
16,230 |
+1,711 |
Mar10 |
090805 |
5439.0 |
5459.0 |
5345.0 |
5369.5 |
-56.5 |
337 |
1,375 |
+111 |
Total Volume and Open Interest |
136,562 |
171,033 |
-1,284 |
FT-SE 100(EURONEXT) |
Sep09 |
090805 |
4636.00 |
4676.00 |
4608.00 |
4622.00 |
-14.00 |
104,856 |
617,585 |
-209 |
Dec09 |
090805 |
4603.00 |
4642.50 |
4586.50 |
4592.00 |
-14.00 |
111 |
4,162 |
+92 |
Mar10 |
090805 |
4595.00 |
4609.00 |
4549.50 |
4558.00 |
-13.50 |
4 |
955 |
+4 |
Total Volume and Open Interest |
104,971 |
623,197 |
-113 |
SPI 200(SFE) |
Sep09 |
090805 |
4259.0 |
4293.0 |
4210.0 |
4217.0 |
-44.0 |
37,703 |
233,206 |
-7,015 |
Dec09 |
090805 |
4227.0 |
4227.0 |
4226.0 |
4226.0 |
-44.0 |
16 |
3,609 |
-2 |
Mar10 |
090805 |
4202.0 |
4202.0 |
4202.0 |
4202.0 |
-44.0 |
0 |
4,373 |
+0 |
Total Volume and Open Interest |
37,895 |
241,994 |
-6,905 |
GSCI(CME) |
Aug09 |
090805 |
473.00 |
478.00 |
470.00 |
477.50 |
+3.50 |
1,028 |
16,141 |
+512 |
Sep09 |
090805 |
485.50 |
485.50 |
477.00 |
485.50 |
+4.00 |
2 |
6 |
+0 |
Oct09 |
090805 |
493.00 |
493.00 |
486.00 |
493.00 |
+4.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
1,032 |
16,147 |
+512 |
Reuters CCI(ICE) |
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. |
|
|