|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue August 11, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090811 |
1172.50 |
1226.00 |
1168.00 |
1216.50 |
+46.00 |
906 |
4,363 |
-374 |
| Sep09 |
090811 |
1068.00 |
1099.00 |
1063.00 |
1097.50 |
+30.00 |
6,069 |
29,715 |
-442 |
| Nov09 |
090811 |
1010.00 |
1042.00 |
1005.00 |
1038.50 |
+28.50 |
67,672 |
248,686 |
+3,877 |
| Jan10 |
090811 |
1013.25 |
1045.00 |
1011.50 |
1042.00 |
+27.75 |
4,787 |
44,284 |
-113 |
| Mar10 |
090811 |
1009.50 |
1041.50 |
1009.50 |
1039.00 |
+27.25 |
3,162 |
21,097 |
+648 |
| May10 |
090811 |
1001.75 |
1031.50 |
998.00 |
1027.00 |
+26.50 |
2,995 |
14,938 |
+244 |
| Jul10 |
090811 |
1008.00 |
1030.00 |
1006.50 |
1025.00 |
+28.00 |
1,948 |
19,163 |
-49 |
| Total Volume and Open Interest |
88,228 |
402,752 |
+3,772 |
| Soybean Meal(CBOT) |
| Aug09 |
090811 |
369.80 |
383.20 |
369.00 |
383.20 |
+16.00 |
1,138 |
3,729 |
-459 |
| Sep09 |
090811 |
336.00 |
347.00 |
334.70 |
343.70 |
+9.50 |
8,076 |
39,490 |
+434 |
| Oct09 |
090811 |
310.40 |
319.30 |
310.40 |
317.80 |
+7.60 |
2,770 |
24,255 |
+118 |
| Dec09 |
090811 |
307.00 |
314.70 |
306.20 |
313.70 |
+8.00 |
18,459 |
75,727 |
+413 |
| Jan10 |
090811 |
303.70 |
310.60 |
303.70 |
310.50 |
+7.70 |
701 |
8,392 |
+119 |
| Mar10 |
090811 |
302.70 |
306.70 |
302.70 |
306.50 |
+7.00 |
697 |
6,328 |
+217 |
| May10 |
090811 |
297.90 |
301.30 |
297.00 |
300.50 |
+7.50 |
1,395 |
8,964 |
+113 |
| Jul10 |
090811 |
296.40 |
299.50 |
296.30 |
299.10 |
+7.10 |
410 |
3,562 |
+114 |
| Total Volume and Open Interest |
33,684 |
174,221 |
+1,080 |
| Soybean Oil(CBOT) |
| Aug09 |
090811 |
37.13 |
38.05 |
36.80 |
38.02 |
+1.53 |
3,709 |
3,155 |
+76 |
| Sep09 |
090811 |
36.60 |
38.29 |
36.49 |
38.16 |
+1.54 |
12,177 |
50,367 |
-551 |
| Oct09 |
090811 |
36.87 |
38.45 |
36.87 |
38.36 |
+1.54 |
3,841 |
23,948 |
+593 |
| Dec09 |
090811 |
37.19 |
38.91 |
37.03 |
38.77 |
+1.57 |
24,993 |
119,511 |
+658 |
| Jan10 |
090811 |
37.50 |
39.20 |
37.50 |
39.13 |
+1.57 |
1,474 |
15,608 |
+474 |
| Mar10 |
090811 |
38.27 |
39.46 |
38.27 |
39.35 |
+1.55 |
1,218 |
7,820 |
-75 |
| May10 |
090811 |
38.38 |
39.56 |
38.38 |
39.47 |
+1.54 |
768 |
7,807 |
-134 |
| Jul10 |
090811 |
38.63 |
39.64 |
38.63 |
39.62 |
+1.53 |
615 |
5,222 |
-35 |
| Total Volume and Open Interest |
48,879 |
241,987 |
+1,069 |
| Canola(WCE) |
| Nov09 |
090811 |
429.6 |
449.0 |
429.6 |
446.7 |
+17.1 |
6,186 |
88,301 |
+524 |
| Jan10 |
090811 |
438.2 |
452.5 |
436.0 |
451.1 |
+17.5 |
1,069 |
11,677 |
+231 |
| Mar10 |
090811 |
442.5 |
455.4 |
441.7 |
454.7 |
+17.6 |
2 |
1,697 |
+0 |
| May10 |
090811 |
459.0 |
459.0 |
459.0 |
459.0 |
+17.3 |
0 |
559 |
+0 |
| Jul10 |
090811 |
464.3 |
464.3 |
464.3 |
464.3 |
+17.3 |
0 |
677 |
+0 |
| Total Volume and Open Interest |
7,257 |
102,977 |
+755 |
| Corn(CBOT) |
| Sep09 |
090811 |
324.00 |
329.00 |
323.75 |
326.50 |
+2.25 |
91,180 |
204,380 |
-8,267 |
| Dec09 |
090811 |
330.00 |
335.50 |
328.25 |
331.00 |
+0.50 |
153,735 |
433,671 |
+4,663 |
| Mar10 |
090811 |
343.00 |
348.50 |
342.00 |
344.50 |
+0.50 |
16,968 |
82,704 |
+2,775 |
| May10 |
090811 |
353.50 |
358.00 |
351.75 |
353.50 |
+0.25 |
2,152 |
19,756 |
+643 |
| Jul10 |
090811 |
362.00 |
366.25 |
359.25 |
361.50 |
+0.25 |
5,192 |
54,649 |
+804 |
| Sep10 |
090811 |
368.00 |
369.25 |
367.00 |
368.25 |
-0.25 |
1,182 |
7,932 |
-32 |
| Total Volume and Open Interest |
274,233 |
867,253 |
-328 |
| Wheat(CBOT) |
| Sep09 |
090811 |
494.25 |
499.75 |
483.50 |
485.25 |
-9.00 |
76,899 |
110,385 |
-7,279 |
| Dec09 |
090811 |
520.00 |
525.25 |
510.75 |
512.50 |
-7.50 |
69,662 |
151,420 |
+9,422 |
| Mar10 |
090811 |
544.00 |
544.25 |
529.75 |
531.75 |
-7.50 |
16,400 |
23,060 |
+2,211 |
| May10 |
090811 |
552.00 |
552.00 |
543.25 |
543.75 |
-7.50 |
502 |
3,137 |
+130 |
| Jul10 |
090811 |
565.00 |
565.50 |
553.75 |
554.50 |
-7.50 |
2,723 |
41,584 |
+242 |
| Total Volume and Open Interest |
166,582 |
336,698 |
+4,658 |
| Wheat(KCBT) |
| Sep09 |
090811 |
524.50 |
532.00 |
516.75 |
517.00 |
-8.25 |
9,098 |
30,988 |
-2,331 |
| Dec09 |
090811 |
542.00 |
546.50 |
533.00 |
533.25 |
-8.75 |
7,184 |
44,990 |
+1,492 |
| Mar10 |
090811 |
558.75 |
562.00 |
550.00 |
550.00 |
-8.75 |
1,049 |
9,168 |
+73 |
| May10 |
090811 |
569.50 |
571.75 |
561.00 |
561.00 |
-8.50 |
158 |
1,368 |
+95 |
| Jul10 |
090811 |
579.50 |
581.75 |
571.00 |
571.50 |
-8.00 |
395 |
10,668 |
-105 |
| Total Volume and Open Interest |
18,229 |
99,583 |
-557 |
| Wheat(MGE) |
| Sep09 |
090811 |
574.75 |
580.00 |
568.00 |
568.75 |
-6.25 |
1,577 |
7,819 |
-648 |
| Dec09 |
090811 |
585.50 |
591.00 |
579.00 |
579.25 |
-6.25 |
2,451 |
15,021 |
+166 |
| Mar10 |
090811 |
605.00 |
607.00 |
596.00 |
596.00 |
-6.50 |
484 |
5,107 |
+126 |
| May10 |
090811 |
609.00 |
613.00 |
604.50 |
604.50 |
-7.25 |
194 |
1,828 |
+68 |
| Jul10 |
090811 |
619.75 |
622.00 |
614.00 |
614.00 |
-6.75 |
224 |
5,718 |
+33 |
| Total Volume and Open Interest |
4,990 |
36,905 |
-334 |
| Oats(CBOT) |
| Sep09 |
090811 |
195.50 |
199.00 |
194.50 |
199.00 |
+4.25 |
324 |
1,787 |
-191 |
| Dec09 |
090811 |
209.00 |
212.50 |
207.75 |
212.50 |
+4.50 |
1,277 |
10,192 |
+122 |
| Mar10 |
090811 |
222.50 |
225.00 |
220.50 |
225.00 |
+4.50 |
38 |
1,631 |
+29 |
| May10 |
090811 |
233.00 |
233.00 |
228.50 |
233.00 |
+4.50 |
0 |
89 |
+0 |
| Total Volume and Open Interest |
1,639 |
13,702 |
-40 |
| Rough Rice(CBOT) |
| Sep09 |
090811 |
13.89 |
13.95 |
13.69 |
13.72 |
-0.18 |
273 |
4,609 |
+4 |
| Nov09 |
090811 |
14.12 |
14.18 |
13.93 |
13.95 |
-0.18 |
465 |
4,365 |
+269 |
| Jan10 |
090811 |
14.28 |
14.29 |
14.10 |
14.11 |
-0.18 |
6 |
413 |
+0 |
| Mar10 |
090811 |
14.41 |
14.47 |
14.30 |
14.30 |
-0.17 |
11 |
470 |
+11 |
| Total Volume and Open Interest |
757 |
10,018 |
+286 |
| Live Cattle(CME) |
| Aug09 |
090811 |
83.285 |
83.850 |
82.850 |
83.300 |
+0.015 |
11,829 |
16,269 |
-6,217 |
| Oct09 |
090811 |
88.300 |
88.650 |
87.535 |
87.680 |
-0.650 |
16,347 |
108,552 |
-422 |
| Dec09 |
090811 |
88.100 |
88.550 |
87.480 |
87.550 |
-0.600 |
6,605 |
62,014 |
-432 |
| Feb10 |
090811 |
88.535 |
88.950 |
88.135 |
88.330 |
-0.400 |
2,300 |
22,030 |
-29 |
| Apr10 |
090811 |
90.100 |
90.400 |
89.600 |
89.900 |
-0.385 |
2,526 |
12,463 |
+1,536 |
| Jun10 |
090811 |
87.400 |
87.700 |
87.250 |
87.385 |
-0.115 |
405 |
5,160 |
+28 |
| Total Volume and Open Interest |
40,077 |
227,957 |
-5,488 |
| Feeder Cattle(CME) |
| Aug09 |
090811 |
100.650 |
100.930 |
99.930 |
100.100 |
-0.330 |
635 |
5,462 |
-304 |
| Sep09 |
090811 |
100.200 |
100.900 |
99.750 |
99.980 |
-0.320 |
2,230 |
7,292 |
-980 |
| Oct09 |
090811 |
100.600 |
100.900 |
99.930 |
100.100 |
-0.535 |
2,150 |
7,750 |
+350 |
| Nov09 |
090811 |
101.200 |
101.480 |
100.500 |
100.635 |
-0.615 |
448 |
2,554 |
+131 |
| Jan10 |
090811 |
100.600 |
101.430 |
100.500 |
100.700 |
-0.230 |
94 |
929 |
+29 |
| Mar10 |
090811 |
100.800 |
100.900 |
100.650 |
100.750 |
+0.050 |
26 |
451 |
+9 |
| Apr10 |
090811 |
101.250 |
101.400 |
101.250 |
101.350 |
-0.050 |
8 |
48 |
+7 |
| Total Volume and Open Interest |
5,592 |
24,600 |
-758 |
| Lean Hogs(CME) |
| Aug09 |
090811 |
48.830 |
49.000 |
47.930 |
48.180 |
-0.120 |
2,588 |
6,360 |
-735 |
| Oct09 |
090811 |
45.850 |
46.100 |
43.950 |
44.350 |
-0.650 |
16,239 |
56,645 |
+538 |
| Dec09 |
090811 |
45.700 |
45.700 |
43.880 |
44.200 |
-0.400 |
9,332 |
37,945 |
-122 |
| Feb10 |
090811 |
53.100 |
53.235 |
51.500 |
52.300 |
-0.250 |
3,957 |
16,994 |
+674 |
| Apr10 |
090811 |
57.300 |
57.735 |
56.250 |
57.035 |
-0.015 |
831 |
6,932 |
+169 |
| May10 |
090811 |
63.150 |
63.350 |
62.800 |
62.800 |
-0.150 |
94 |
529 |
+35 |
| Jun10 |
090811 |
66.680 |
67.285 |
66.200 |
66.950 |
+0.065 |
730 |
3,688 |
+127 |
| Jul10 |
090811 |
66.000 |
66.200 |
65.600 |
65.700 |
-0.250 |
64 |
868 |
+4 |
| Total Volume and Open Interest |
33,919 |
130,566 |
+707 |
| Pork Bellies(CME) |
| Aug09 |
090811 |
45.750 |
45.750 |
45.750 |
45.750 |
-3.000 |
34 |
189 |
-25 |
| Feb10 |
090811 |
79.800 |
80.300 |
79.000 |
79.400 |
-0.180 |
47 |
303 |
+16 |
| Mar10 |
090811 |
79.500 |
79.500 |
79.500 |
79.500 |
unch |
2 |
70 |
+1 |
| May10 |
090811 |
81.300 |
81.300 |
81.300 |
81.300 |
-0.200 |
10 |
36 |
+9 |
| Jul10 |
090811 |
84.500 |
84.500 |
84.500 |
84.500 |
unch |
|
|
|
| Total Volume and Open Interest |
93 |
598 |
+1 |
| Class III Milk(CME) |
| Aug09 |
090811 |
11.06 |
11.08 |
11.05 |
11.06 |
+0.01 |
106 |
4,044 |
-83 |
| Sep09 |
090811 |
12.53 |
12.74 |
12.53 |
12.65 |
-0.09 |
250 |
4,177 |
-9 |
| Oct09 |
090811 |
13.34 |
13.36 |
13.20 |
13.27 |
+0.02 |
184 |
3,855 |
+40 |
| Nov09 |
090811 |
13.45 |
13.48 |
13.37 |
13.40 |
unch |
136 |
3,604 |
+29 |
| Dec09 |
090811 |
14.10 |
14.25 |
13.80 |
13.90 |
+0.05 |
62 |
3,184 |
-9 |
| Total Volume and Open Interest |
1,144 |
24,920 |
+133 |
| Cocoa(ICE) |
| Sep09 |
090811 |
2871 |
2904 |
2792 |
2824 |
-75 |
8,268 |
25,840 |
-3,935 |
| Dec09 |
090811 |
2920 |
2936 |
2828 |
2862 |
-76 |
4,930 |
44,806 |
+846 |
| Mar10 |
090811 |
2926 |
2926 |
2848 |
2880 |
-72 |
2,055 |
24,736 |
+1,583 |
| May10 |
090811 |
2917 |
2917 |
2860 |
2889 |
-71 |
317 |
5,439 |
+244 |
| Jul10 |
090811 |
2967 |
2967 |
2867 |
2896 |
-71 |
4 |
3,749 |
+1 |
| Sep10 |
090811 |
2899 |
2899 |
2899 |
2899 |
-69 |
3 |
2,730 |
+3 |
| Dec10 |
090811 |
2906 |
2906 |
2906 |
2906 |
-76 |
0 |
1,811 |
+0 |
| Total Volume and Open Interest |
15,577 |
112,674 |
-1,258 |
| Coffee "C"(ICE) |
| Sep09 |
090811 |
135.80 |
137.40 |
134.15 |
136.90 |
+1.05 |
15,787 |
45,713 |
-2,470 |
| Dec09 |
090811 |
138.80 |
140.50 |
137.25 |
140.05 |
+1.05 |
9,604 |
38,845 |
+3,028 |
| Mar10 |
090811 |
141.20 |
143.05 |
140.15 |
142.95 |
+1.20 |
2,145 |
14,471 |
+798 |
| May10 |
090811 |
143.35 |
145.00 |
142.80 |
144.80 |
+1.35 |
339 |
4,234 |
-30 |
| Jul10 |
090811 |
144.95 |
146.75 |
144.00 |
146.45 |
+1.35 |
155 |
1,520 |
+24 |
| Sep10 |
090811 |
146.60 |
148.45 |
145.60 |
148.15 |
+1.35 |
127 |
1,668 |
+89 |
| Total Volume and Open Interest |
28,255 |
107,947 |
+1,530 |
| Orange Juice(ICE) |
| Sep09 |
090811 |
106.80 |
111.60 |
106.80 |
111.25 |
+4.45 |
1,459 |
10,091 |
-243 |
| Nov09 |
090811 |
111.25 |
114.60 |
110.05 |
114.20 |
+4.55 |
811 |
16,607 |
+343 |
| Jan10 |
090811 |
113.50 |
116.70 |
113.50 |
116.70 |
+4.40 |
13 |
1,118 |
+10 |
| Mar10 |
090811 |
117.75 |
119.30 |
117.75 |
119.30 |
+4.30 |
2 |
2,318 |
-2 |
| May10 |
090811 |
119.75 |
121.55 |
119.75 |
121.55 |
+4.10 |
0 |
174 |
+0 |
| Jul10 |
090811 |
120.75 |
123.80 |
120.75 |
123.80 |
+4.05 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
2,285 |
30,550 |
+108 |
| Sugar #11(ICE) |
| Oct09 |
090811 |
21.80 |
22.20 |
21.25 |
22.00 |
unch |
90,382 |
321,376 |
+155 |
| Mar10 |
090811 |
23.18 |
23.64 |
22.67 |
23.31 |
unch |
65,100 |
222,204 |
+10,139 |
| May10 |
090811 |
22.00 |
22.39 |
21.64 |
22.12 |
unch |
16,566 |
45,868 |
+598 |
| Jul10 |
090811 |
20.89 |
21.13 |
20.52 |
20.96 |
unch |
10,658 |
93,538 |
+6,505 |
| Oct10 |
090811 |
20.30 |
20.63 |
19.99 |
20.59 |
unch |
6,377 |
63,720 |
+429 |
| Total Volume and Open Interest |
198,658 |
830,918 |
+19,586 |
| Sugar #14(ICE) |
| London Cocoa(LCE) |
| Sep09 |
090806 |
1765 |
1770 |
1744 |
1745 |
-12 |
2,408 |
46,622 |
-993 |
| Dec09 |
090811 |
1843 |
1857 |
1811 |
1817 |
-35 |
1,718 |
41,695 |
-40 |
| Mar10 |
090811 |
1839 |
1860 |
1816 |
1823 |
-30 |
1,095 |
31,950 |
-195 |
| May10 |
090811 |
1849 |
1850 |
1810 |
1819 |
-29 |
1,058 |
20,240 |
+922 |
| Jul10 |
090811 |
1823 |
1823 |
1812 |
1814 |
-32 |
2 |
7,384 |
-2 |
| Sep10 |
090811 |
1812 |
1812 |
1812 |
1812 |
-32 |
0 |
3,144 |
+0 |
| Dec10 |
090811 |
1813 |
1813 |
1813 |
1813 |
-33 |
0 |
716 |
+0 |
| Total Volume and Open Interest |
6,123 |
153,166 |
+504 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090811 |
557.70 |
566.50 |
548.00 |
560.00 |
+2.60 |
3,389 |
46,996 |
-16 |
| Dec09 |
090811 |
573.40 |
581.60 |
566.00 |
577.00 |
+3.70 |
2,130 |
9,611 |
+203 |
| Mar10 |
090811 |
586.80 |
593.70 |
577.10 |
590.50 |
+4.50 |
2,672 |
14,945 |
+202 |
| May10 |
090811 |
572.00 |
580.00 |
571.50 |
579.00 |
+5.50 |
1,133 |
4,036 |
+494 |
| Aug10 |
090811 |
551.00 |
559.70 |
549.60 |
558.50 |
+3.60 |
773 |
4,805 |
+261 |
| Total Volume and Open Interest |
10,447 |
82,616 |
+1,317 |
| Cotton(ICE) |
| Oct09 |
090811 |
62.10 |
62.29 |
60.94 |
62.24 |
+0.29 |
127 |
1,993 |
+45 |
| Dec09 |
090811 |
63.85 |
64.14 |
62.42 |
64.00 |
+0.25 |
6,964 |
101,884 |
+615 |
| Mar10 |
090811 |
66.01 |
66.45 |
64.86 |
66.39 |
+0.51 |
678 |
16,803 |
+126 |
| May10 |
090811 |
67.04 |
67.59 |
65.91 |
67.57 |
+0.49 |
53 |
1,232 |
-3 |
| Jul10 |
090811 |
68.29 |
68.66 |
67.48 |
68.62 |
+0.36 |
50 |
3,160 |
+23 |
| Oct10 |
090811 |
69.78 |
69.78 |
69.78 |
69.78 |
+0.42 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
7,872 |
127,401 |
+806 |
| Lumber(CME) |
| Sep09 |
090811 |
191.3 |
196.2 |
189.8 |
193.7 |
+2.7 |
1,016 |
4,038 |
-45 |
| Nov09 |
090811 |
192.0 |
195.7 |
189.9 |
192.7 |
-0.6 |
403 |
3,738 |
+29 |
| Jan10 |
090811 |
210.0 |
212.9 |
207.2 |
212.9 |
+1.6 |
43 |
1,136 |
+5 |
| Mar10 |
090811 |
220.5 |
220.7 |
218.6 |
220.7 |
+0.8 |
3 |
63 |
+0 |
| Total Volume and Open Interest |
1,466 |
8,987 |
-11 |
| Crude Oil(NYM) |
| Sep09 |
090811 |
70.76 |
71.25 |
68.71 |
69.45 |
-1.15 |
367,023 |
262,861 |
-37,575 |
| Oct09 |
090811 |
72.72 |
73.26 |
70.74 |
71.35 |
-1.26 |
165,310 |
133,757 |
-3,674 |
| Nov09 |
090811 |
74.22 |
74.68 |
72.22 |
72.77 |
-1.31 |
53,177 |
75,050 |
+2,656 |
| Dec09 |
090811 |
75.15 |
75.64 |
73.16 |
73.73 |
-1.31 |
49,316 |
162,714 |
-1,134 |
| Jan10 |
090811 |
75.86 |
76.25 |
74.16 |
74.58 |
-1.31 |
8,188 |
39,451 |
-235 |
| Feb10 |
090811 |
76.70 |
76.80 |
75.08 |
75.34 |
-1.31 |
3,346 |
28,255 |
-227 |
| Mar10 |
090811 |
77.20 |
77.40 |
75.74 |
76.01 |
-1.30 |
1,843 |
19,784 |
-851 |
| Apr10 |
090811 |
78.00 |
78.15 |
76.46 |
76.60 |
-1.28 |
1,446 |
12,155 |
-650 |
| May10 |
090811 |
77.20 |
77.20 |
76.86 |
77.17 |
-1.26 |
1,649 |
12,316 |
-826 |
| Jun10 |
090811 |
79.13 |
79.22 |
77.22 |
77.69 |
-1.24 |
7,102 |
62,303 |
-989 |
| Jul10 |
090811 |
79.42 |
79.42 |
77.59 |
78.11 |
-1.23 |
1,609 |
30,658 |
-318 |
| Aug10 |
090811 |
78.18 |
78.41 |
78.18 |
78.41 |
-1.23 |
815 |
11,075 |
-151 |
| Sep10 |
090811 |
79.88 |
79.88 |
78.71 |
78.71 |
-1.22 |
1,717 |
16,475 |
-62 |
| Oct10 |
090811 |
79.00 |
79.00 |
79.00 |
79.00 |
-1.22 |
1,092 |
8,101 |
-90 |
| Nov10 |
090811 |
79.30 |
79.30 |
79.30 |
79.30 |
-1.22 |
758 |
8,825 |
-122 |
| Dec10 |
090811 |
81.00 |
81.20 |
79.13 |
79.61 |
-1.22 |
9,815 |
89,614 |
-937 |
| Total Volume and Open Interest |
676,897 |
1,190,768 |
-45,635 |
| e-miNY Crude Oil(NYM) |
| Aug09 |
090720 |
63.525 |
64.875 |
63.225 |
63.975 |
+0.425 |
10,343 |
3,538 |
-857 |
| Sep09 |
090807 |
71.725 |
73.200 |
70.400 |
70.925 |
-1.025 |
12,160 |
5,963 |
+827 |
| Oct09 |
090811 |
72.750 |
73.200 |
70.650 |
71.350 |
-1.250 |
867 |
668 |
+81 |
| Nov09 |
090811 |
74.050 |
74.100 |
72.500 |
72.775 |
-1.300 |
117 |
536 |
+41 |
| Dec09 |
090811 |
75.500 |
75.500 |
73.450 |
73.725 |
-1.325 |
31 |
353 |
+2 |
| Jan10 |
090811 |
76.300 |
76.300 |
74.575 |
74.575 |
-1.325 |
0 |
116 |
+0 |
| Feb10 |
090811 |
75.350 |
75.350 |
75.350 |
75.350 |
-1.300 |
0 |
103 |
+0 |
| Mar10 |
090811 |
76.000 |
76.000 |
76.000 |
76.000 |
-1.300 |
0 |
5 |
+0 |
| Apr10 |
090811 |
76.600 |
76.600 |
76.600 |
76.600 |
-1.275 |
|
|
|
| May10 |
090811 |
77.175 |
77.175 |
77.175 |
77.175 |
-1.250 |
|
|
|
| Total Volume and Open Interest |
15,556 |
7,461 |
-757 |
| Heating Oil(NYM) |
| Sep09 |
090811 |
194.03 |
194.64 |
188.42 |
191.17 |
-1.59 |
36,158 |
64,335 |
-2,948 |
| Oct09 |
090811 |
197.31 |
197.31 |
191.28 |
193.79 |
-1.87 |
13,122 |
42,156 |
+1,554 |
| Nov09 |
090811 |
199.19 |
199.90 |
194.34 |
196.56 |
-2.20 |
7,964 |
28,508 |
+1,301 |
| Dec09 |
090811 |
202.50 |
203.50 |
197.35 |
199.45 |
-2.49 |
5,524 |
41,855 |
+862 |
| Jan10 |
090811 |
206.77 |
206.77 |
200.58 |
202.36 |
-2.65 |
2,271 |
21,067 |
+304 |
| Feb10 |
090811 |
207.09 |
207.09 |
203.17 |
204.41 |
-2.75 |
372 |
14,656 |
+37 |
| Mar10 |
090811 |
208.23 |
208.23 |
204.02 |
205.61 |
-2.70 |
194 |
10,959 |
+48 |
| Apr10 |
090811 |
207.48 |
207.48 |
204.51 |
206.21 |
-2.70 |
478 |
7,599 |
-73 |
| May10 |
090811 |
206.00 |
207.06 |
206.00 |
207.06 |
-2.75 |
678 |
9,382 |
+72 |
| Jun10 |
090811 |
212.40 |
212.40 |
206.56 |
208.01 |
-2.80 |
500 |
19,505 |
+293 |
| Jul10 |
090811 |
209.76 |
209.76 |
209.76 |
209.76 |
-2.85 |
28 |
3,681 |
-2 |
| Aug10 |
090811 |
211.16 |
211.56 |
211.16 |
211.56 |
-2.90 |
20 |
2,000 |
+5 |
| Total Volume and Open Interest |
67,935 |
305,861 |
+1,678 |
| Gasoline(NYMEX) |
| Sep09 |
090811 |
203.81 |
204.75 |
200.20 |
204.22 |
+1.48 |
38,602 |
89,441 |
-4,534 |
| Oct09 |
090811 |
193.00 |
194.30 |
189.44 |
192.01 |
-0.58 |
16,520 |
42,078 |
+904 |
| Nov09 |
090811 |
192.38 |
192.63 |
188.11 |
190.22 |
-1.26 |
7,715 |
21,129 |
+294 |
| Dec09 |
090811 |
192.98 |
193.15 |
188.31 |
190.37 |
-1.76 |
6,458 |
24,940 |
+825 |
| Jan10 |
090811 |
192.66 |
192.66 |
190.46 |
192.24 |
-1.90 |
1,571 |
11,785 |
-43 |
| Feb10 |
090811 |
193.75 |
194.41 |
193.75 |
194.41 |
-2.06 |
166 |
3,677 |
+13 |
| Mar10 |
090811 |
196.71 |
196.71 |
196.71 |
196.71 |
-2.06 |
223 |
4,904 |
+146 |
| Apr10 |
090811 |
208.55 |
209.96 |
208.55 |
209.96 |
-2.06 |
156 |
4,535 |
+6 |
| May10 |
090811 |
211.01 |
211.01 |
211.01 |
211.01 |
-2.16 |
12 |
2,638 |
+0 |
| Jun10 |
090811 |
214.30 |
214.30 |
211.06 |
211.06 |
-2.26 |
159 |
2,382 |
+33 |
| Total Volume and Open Interest |
71,949 |
215,646 |
-2,361 |
| e-miNY RBOB Gasoline(NYM) |
| Sep09 |
090811 |
2.03 |
2.03 |
2.03 |
2.04 |
+0.01 |
0 |
2 |
+2 |
| Oct09 |
090811 |
192.01 |
192.01 |
192.01 |
192.01 |
-0.58 |
|
|
|
| Nov09 |
090811 |
190.22 |
190.22 |
190.22 |
190.22 |
-1.26 |
|
|
|
| Dec09 |
090811 |
190.37 |
190.37 |
190.37 |
190.37 |
-1.76 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2 |
4 |
+2 |
| Natural Gas(NYM) |
| Sep09 |
090811 |
3.660 |
3.739 |
3.533 |
3.541 |
-0.100 |
84,207 |
159,233 |
-15,432 |
| Oct09 |
090811 |
3.935 |
4.012 |
3.797 |
3.812 |
-0.107 |
43,006 |
100,254 |
+2,077 |
| Nov09 |
090811 |
4.730 |
4.815 |
4.632 |
4.655 |
-0.071 |
21,440 |
46,699 |
+4,864 |
| Dec09 |
090811 |
5.455 |
5.530 |
5.369 |
5.404 |
-0.050 |
6,602 |
48,102 |
+1,088 |
| Jan10 |
090811 |
5.751 |
5.785 |
5.630 |
5.657 |
-0.049 |
5,449 |
48,653 |
+329 |
| Feb10 |
090811 |
5.815 |
5.815 |
5.662 |
5.689 |
-0.045 |
740 |
23,452 |
+180 |
| Mar10 |
090811 |
5.717 |
5.717 |
5.610 |
5.636 |
-0.043 |
1,204 |
37,604 |
+461 |
| Apr10 |
090811 |
5.646 |
5.646 |
5.535 |
5.566 |
-0.038 |
1,461 |
40,389 |
+1,052 |
| May10 |
090811 |
5.710 |
5.710 |
5.600 |
5.621 |
-0.038 |
150 |
19,821 |
+114 |
| Jun10 |
090811 |
5.798 |
5.798 |
5.694 |
5.711 |
-0.038 |
79 |
10,086 |
+191 |
| Jul10 |
090811 |
5.803 |
5.867 |
5.801 |
5.829 |
-0.038 |
95 |
10,293 |
+56 |
| Aug10 |
090811 |
5.991 |
5.991 |
5.910 |
5.926 |
-0.036 |
38 |
8,596 |
+9 |
| Sep10 |
090811 |
6.015 |
6.015 |
5.970 |
5.991 |
-0.036 |
255 |
7,537 |
+551 |
| Oct10 |
090811 |
6.132 |
6.132 |
6.073 |
6.111 |
-0.036 |
174 |
19,950 |
+152 |
| Nov10 |
090811 |
6.553 |
6.553 |
6.474 |
6.491 |
-0.031 |
161 |
6,049 |
+110 |
| Dec10 |
090811 |
6.924 |
6.924 |
6.856 |
6.856 |
-0.031 |
37 |
13,646 |
+77 |
| Total Volume and Open Interest |
165,885 |
717,416 |
-3,631 |
| Brent Crude Oil(ICE) |
| Sep09 |
090811 |
73.50 |
74.19 |
71.91 |
72.46 |
-1.04 |
98,651 |
74,375 |
-5,626 |
| Oct09 |
090811 |
73.99 |
74.66 |
72.41 |
72.96 |
-1.06 |
73,722 |
175,217 |
+1,584 |
| Nov09 |
090811 |
75.08 |
75.46 |
73.23 |
73.74 |
-1.15 |
36,862 |
65,244 |
+5,405 |
| Dec09 |
090811 |
75.64 |
76.25 |
74.05 |
74.56 |
-1.17 |
26,138 |
109,210 |
+1,341 |
| Jan10 |
090811 |
76.88 |
76.91 |
74.96 |
75.29 |
-1.18 |
3,686 |
32,739 |
-244 |
| Feb10 |
090811 |
77.54 |
77.59 |
75.58 |
75.95 |
-1.20 |
2,388 |
18,224 |
+92 |
| Mar10 |
090811 |
78.18 |
78.22 |
76.22 |
76.59 |
-1.20 |
1,523 |
15,147 |
+346 |
| Apr10 |
090811 |
78.76 |
78.81 |
76.80 |
77.18 |
-1.19 |
641 |
7,282 |
-34 |
| May10 |
090811 |
79.28 |
79.37 |
77.36 |
77.75 |
-1.18 |
704 |
5,910 |
-48 |
| Jun10 |
090811 |
79.65 |
79.89 |
77.77 |
78.28 |
-1.17 |
2,320 |
42,440 |
-183 |
| Jul10 |
090811 |
78.69 |
78.69 |
78.69 |
78.69 |
-1.16 |
542 |
9,767 |
+68 |
| Aug10 |
090811 |
79.02 |
79.02 |
79.02 |
79.02 |
-1.17 |
384 |
6,559 |
-4 |
| Sep10 |
090811 |
79.34 |
79.34 |
79.34 |
79.34 |
-1.18 |
253 |
3,350 |
+39 |
| Oct10 |
090811 |
79.65 |
79.65 |
79.65 |
79.65 |
-1.18 |
203 |
3,472 |
+34 |
| Total Volume and Open Interest |
255,427 |
722,339 |
+4,074 |
| Gas Oil(ICE) |
| Aug09 |
090811 |
609.75 |
613.00 |
591.75 |
599.00 |
-6.50 |
23,715 |
22,031 |
-6,865 |
| Sep09 |
090811 |
615.50 |
618.75 |
596.75 |
604.75 |
-6.50 |
48,033 |
103,052 |
+3,528 |
| Oct09 |
090811 |
619.50 |
624.00 |
603.25 |
611.75 |
-6.75 |
15,010 |
55,910 |
+2,340 |
| Nov09 |
090811 |
627.75 |
630.50 |
611.25 |
617.75 |
-8.00 |
4,756 |
38,003 |
-285 |
| Dec09 |
090811 |
635.50 |
638.00 |
618.75 |
625.50 |
-8.00 |
6,978 |
61,861 |
+2,345 |
| Jan10 |
090811 |
643.75 |
645.50 |
629.25 |
629.25 |
-12.75 |
1,606 |
42,157 |
+249 |
| Feb10 |
090811 |
649.75 |
649.75 |
636.50 |
637.50 |
-12.00 |
1,112 |
18,957 |
+81 |
| Mar10 |
090811 |
657.00 |
657.00 |
642.25 |
643.25 |
-12.00 |
904 |
20,385 |
+74 |
| Apr10 |
090811 |
662.75 |
662.75 |
648.00 |
649.00 |
-11.75 |
533 |
11,765 |
-48 |
| May10 |
090811 |
668.00 |
668.00 |
656.50 |
656.50 |
-9.50 |
596 |
9,630 |
+77 |
| Total Volume and Open Interest |
107,084 |
512,246 |
+1,814 |
| Ethanol(CBOT) |
| Aug09 |
090805 |
1.637 |
1.637 |
1.635 |
1.635 |
-0.023 |
9 |
78 |
+0 |
| Sep09 |
090811 |
1.533 |
1.539 |
1.530 |
1.535 |
+0.002 |
50 |
531 |
+8 |
| Oct09 |
090811 |
1.515 |
1.519 |
1.507 |
1.510 |
unch |
9 |
402 |
-1 |
| Nov09 |
090811 |
1.510 |
1.510 |
1.510 |
1.510 |
+0.019 |
3 |
279 |
+3 |
| Dec09 |
090811 |
1.519 |
1.519 |
1.490 |
1.502 |
+0.010 |
9 |
345 |
+2 |
| Jan10 |
090811 |
1.492 |
1.510 |
1.490 |
1.495 |
+0.012 |
13 |
506 |
+7 |
| Feb10 |
090811 |
1.500 |
1.500 |
1.500 |
1.500 |
unch |
0 |
421 |
+0 |
| Mar10 |
090811 |
1.505 |
1.505 |
1.505 |
1.505 |
+0.005 |
12 |
536 |
+2 |
| Total Volume and Open Interest |
120 |
3,755 |
+32 |
| US Dollar Index(ICE) |
| Sep09 |
090811 |
79.365 |
79.475 |
79.115 |
79.285 |
-0.100 |
13,091 |
26,715 |
-2,703 |
| Dec09 |
090811 |
79.700 |
79.770 |
79.450 |
79.595 |
-0.090 |
135 |
2,223 |
-18 |
| Mar10 |
090811 |
79.865 |
79.865 |
79.865 |
79.865 |
-0.090 |
|
|
|
| Total Volume and Open Interest |
13,226 |
28,938 |
-2,721 |
| Australian Dollar(CME) |
| Sep09 |
090811 |
83.55 |
83.68 |
82.54 |
82.80 |
-0.53 |
93,440 |
105,710 |
-1,231 |
| Dec09 |
090811 |
82.81 |
83.02 |
81.94 |
82.18 |
-0.53 |
183 |
440 |
+9 |
| Mar10 |
090811 |
81.50 |
82.03 |
81.50 |
81.50 |
-0.53 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
93,623 |
106,166 |
-1,222 |
| British Pound(CME) |
| Sep09 |
090811 |
164.79 |
165.22 |
164.28 |
164.73 |
+0.13 |
127,462 |
102,135 |
-3,437 |
| Dec09 |
090811 |
164.70 |
165.11 |
164.32 |
164.70 |
+0.13 |
272 |
891 |
+115 |
| Mar10 |
090811 |
164.67 |
164.88 |
164.48 |
164.67 |
+0.12 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
127,734 |
103,059 |
-3,322 |
| Canadian Dollar(CME) |
| Sep09 |
090811 |
91.93 |
92.05 |
90.52 |
90.78 |
-0.99 |
71,161 |
103,034 |
-1,029 |
| Dec09 |
090811 |
91.74 |
92.04 |
90.55 |
90.80 |
-0.99 |
194 |
2,872 |
-12 |
| Mar10 |
090811 |
90.70 |
91.86 |
90.63 |
90.81 |
-1.01 |
0 |
648 |
+0 |
| Jun10 |
090811 |
90.84 |
91.85 |
90.65 |
90.84 |
-1.01 |
5 |
138 |
+1 |
| Total Volume and Open Interest |
71,360 |
106,867 |
-1,040 |
| Japanese Yen(CME) |
| Sep09 |
090811 |
103.02 |
104.46 |
103.00 |
104.18 |
+1.10 |
167,275 |
71,384 |
-3,883 |
| Dec09 |
090811 |
103.29 |
104.54 |
103.14 |
104.28 |
+1.10 |
126 |
268 |
-5 |
| Mar10 |
090811 |
104.42 |
104.51 |
103.34 |
104.42 |
+1.08 |
1 |
21 |
+1 |
| Total Volume and Open Interest |
167,403 |
71,675 |
-3,886 |
| Swiss Franc(CME) |
| Sep09 |
090811 |
92.23 |
92.72 |
92.06 |
92.45 |
+0.33 |
61,279 |
35,376 |
-5,342 |
| Dec09 |
090811 |
92.37 |
92.79 |
92.20 |
92.55 |
+0.33 |
46 |
140 |
+5 |
| Mar10 |
090811 |
92.26 |
92.76 |
92.26 |
92.69 |
+0.33 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
61,325 |
35,526 |
-5,337 |
| EuroFX(CME) |
| Sep09 |
090811 |
141.44 |
141.87 |
141.10 |
141.48 |
+0.16 |
273,006 |
142,056 |
+758 |
| Dec09 |
090811 |
141.45 |
141.84 |
141.10 |
141.47 |
+0.16 |
695 |
1,718 |
-190 |
| Mar10 |
090811 |
141.47 |
141.65 |
141.31 |
141.47 |
+0.16 |
4 |
373 |
+3 |
| Total Volume and Open Interest |
273,705 |
144,152 |
+571 |
| Mexican Peso(CME) |
| Aug09 |
090811 |
769.8 |
774.8 |
769.8 |
769.8 |
-5.0 |
|
|
|
| Sep09 |
090811 |
772.0 |
772.2 |
763.2 |
765.2 |
-5.0 |
13,501 |
68,504 |
+1,474 |
| Total Volume and Open Interest |
13,691 |
70,739 |
+1,530 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090811 |
116~220 |
117~200 |
116~220 |
117~070 |
+0~260 |
244,627 |
666,746 |
-7,418 |
| Dec09 |
090811 |
114~285 |
116~100 |
114~285 |
116~065 |
+1~035 |
593 |
4,349 |
+198 |
| Mar10 |
090811 |
115~000 |
115~075 |
114~040 |
115~075 |
+1~035 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
245,220 |
671,140 |
-7,220 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090811 |
115~165 |
116~080 |
115~115 |
116~030 |
+0~145 |
856,785 |
1,144,777 |
+29,296 |
| Dec09 |
090811 |
113~270 |
114~235 |
113~270 |
114~200 |
+0~160 |
1,865 |
12,114 |
+847 |
| Mar10 |
090811 |
113~200 |
113~200 |
113~040 |
113~200 |
+0~160 |
|
|
|
| Total Volume and Open Interest |
858,650 |
1,156,891 |
+30,143 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090811 |
114~091 |
114~104 |
114~058 |
114~090 |
+0~026 |
10,460 |
820,703 |
+11,224 |
| Dec09 |
090811 |
113~012 |
113~053 |
113~009 |
113~037 |
+0~028 |
1,383 |
21,311 |
+1,195 |
| Mar10 |
090811 |
113~037 |
113~037 |
113~009 |
113~037 |
+0~028 |
|
|
|
| Total Volume and Open Interest |
497,500 |
842,014 |
+12,419 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090811 |
108~015 |
108~024 |
108~000 |
108~018 |
+0~012 |
201 |
707,522 |
+38,393 |
| Dec09 |
090811 |
107~061 |
107~061 |
107~043 |
107~056 |
+0~013 |
2,237 |
3,765 |
+2,015 |
| Mar10 |
090811 |
107~056 |
107~056 |
107~043 |
107~056 |
+0~013 |
|
|
|
| Total Volume and Open Interest |
235,016 |
711,287 |
+40,408 |
| Eurodollars(CME) |
| Sep09 |
090811 |
99.525 |
99.540 |
99.515 |
99.535 |
+0.015 |
159,203 |
991,503 |
-5,669 |
| Dec09 |
090811 |
99.255 |
99.330 |
99.250 |
99.315 |
+0.065 |
290,224 |
949,440 |
-1,697 |
| Mar10 |
090811 |
98.880 |
98.990 |
98.865 |
98.970 |
+0.095 |
363,128 |
926,767 |
+1,813 |
| Jun10 |
090811 |
98.405 |
98.550 |
98.385 |
98.515 |
+0.105 |
361,913 |
659,909 |
+7,785 |
| Sep10 |
090811 |
97.945 |
98.110 |
97.920 |
98.060 |
+0.110 |
444,525 |
589,268 |
+10,401 |
| Dec10 |
090811 |
97.485 |
97.675 |
97.475 |
97.625 |
+0.115 |
328,801 |
680,580 |
+12,711 |
| Mar11 |
090811 |
97.135 |
97.325 |
97.115 |
97.260 |
+0.110 |
238,620 |
375,149 |
+6,236 |
| Jun11 |
090811 |
96.815 |
96.995 |
96.780 |
96.930 |
+0.105 |
212,731 |
367,405 |
+10,351 |
| Sep11 |
090811 |
96.535 |
96.705 |
96.500 |
96.645 |
+0.105 |
107,119 |
238,603 |
-657 |
| Dec11 |
090811 |
96.260 |
96.425 |
96.235 |
96.370 |
+0.100 |
87,499 |
173,471 |
-854 |
| Mar12 |
090811 |
96.065 |
96.225 |
96.035 |
96.175 |
+0.100 |
69,205 |
130,021 |
+154 |
| Jun12 |
090811 |
95.875 |
96.030 |
95.840 |
95.985 |
+0.105 |
54,356 |
121,725 |
+489 |
| Sep12 |
090811 |
95.670 |
95.850 |
95.670 |
95.810 |
+0.105 |
15,766 |
67,866 |
+1,188 |
| Dec12 |
090811 |
95.500 |
95.665 |
95.490 |
95.630 |
+0.105 |
15,138 |
58,288 |
+56 |
| Mar13 |
090811 |
95.380 |
95.550 |
95.380 |
95.515 |
+0.100 |
10,509 |
61,602 |
+452 |
| Jun13 |
090811 |
95.260 |
95.425 |
95.250 |
95.390 |
+0.095 |
9,662 |
31,313 |
-323 |
| Sep13 |
090811 |
95.195 |
95.310 |
95.175 |
95.270 |
+0.095 |
6,634 |
38,821 |
-67 |
| Dec13 |
090811 |
95.005 |
95.180 |
95.000 |
95.140 |
+0.095 |
6,457 |
28,781 |
+1,077 |
| Total Volume and Open Interest |
2,809,543 |
6,665,064 |
+46,397 |
| 30 Day Federal Funds(CBOT) |
| Aug09 |
090811 |
99.825 |
99.830 |
99.825 |
99.827 |
+0.003 |
2,144 |
54,878 |
+526 |
| Sep09 |
090811 |
99.815 |
99.820 |
99.810 |
99.815 |
+0.005 |
2,719 |
39,073 |
+686 |
| Oct09 |
090811 |
99.800 |
99.805 |
99.795 |
99.795 |
unch |
5,609 |
28,359 |
-299 |
| Nov09 |
090811 |
99.770 |
99.780 |
99.765 |
99.770 |
+0.005 |
10,242 |
49,876 |
-2,058 |
| Dec09 |
090811 |
99.730 |
99.745 |
99.725 |
99.735 |
+0.010 |
15,934 |
43,036 |
+3,230 |
| Jan10 |
090811 |
99.695 |
99.710 |
99.680 |
99.700 |
+0.020 |
13,465 |
31,096 |
+2,645 |
| Total Volume and Open Interest |
83,927 |
356,717 |
+9,333 |
| 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 |
090811 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Dec09 |
090811 |
99.47 |
99.48 |
99.47 |
99.47 |
-0.01 |
|
|
|
| Mar10 |
090811 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
|
|
|
| Jun10 |
090811 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.02 |
|
|
|
| Sep10 |
090811 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
|
|
|
| Dec10 |
090811 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.02 |
|
|
|
| Mar11 |
090811 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.03 |
|
|
|
| Jun11 |
090811 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.02 |
|
|
|
| Sep11 |
090811 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
|
|
|
| Dec11 |
090811 |
99.01 |
99.01 |
99.01 |
99.01 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090811 |
99.47 |
99.47 |
99.46 |
99.47 |
-0.01 |
1,274 |
13,186 |
+605 |
| Dec09 |
090811 |
99.46 |
99.47 |
99.46 |
99.47 |
-0.01 |
582 |
2,948 |
-522 |
| Mar10 |
090811 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
20 |
2,511 |
-20 |
| Jun10 |
090811 |
99.43 |
99.45 |
99.43 |
99.45 |
+0.00 |
0 |
1,438 |
+0 |
| Sep10 |
090811 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.00 |
0 |
421 |
+0 |
| Dec10 |
090811 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.00 |
0 |
420 |
+0 |
| Mar11 |
090811 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.00 |
0 |
412 |
+0 |
| Jun11 |
090811 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
1,876 |
22,911 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090807 |
137.57 |
137.69 |
137.46 |
137.64 |
+0.14 |
1,148 |
13,837 |
-124 |
| Dec09 |
090811 |
136.80 |
136.80 |
136.80 |
136.80 |
-0.03 |
0 |
1 |
+0 |
| Mar10 |
090811 |
136.57 |
136.57 |
136.57 |
136.57 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
1,200 |
14,987 |
+1,262 |
| Euro-Bund(EUREX) |
| Sep09 |
090811 |
120.37 |
120.77 |
120.22 |
120.49 |
+0.14 |
713,540 |
873,394 |
+43,840 |
| Dec09 |
090811 |
118.98 |
119.35 |
118.86 |
119.09 |
+0.14 |
718 |
13,619 |
+273 |
| Mar10 |
090811 |
118.73 |
118.73 |
118.73 |
118.73 |
+0.14 |
52 |
2 |
+0 |
| Total Volume and Open Interest |
714,310 |
887,015 |
+44,113 |
| Euro-Bobl(EUREX) |
| Sep09 |
090811 |
114.71 |
115.10 |
114.67 |
114.98 |
+0.26 |
404,951 |
621,843 |
+27,983 |
| Dec09 |
090811 |
113.48 |
113.61 |
113.48 |
113.59 |
+0.26 |
200 |
1,306 |
+200 |
| Mar10 |
090811 |
113.46 |
113.46 |
113.46 |
113.46 |
+0.26 |
|
|
|
| Total Volume and Open Interest |
405,151 |
623,149 |
+28,183 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090811 |
98.945 |
98.965 |
98.945 |
98.965 |
+0.030 |
361 |
6,079 |
+40 |
| Mar10 |
090811 |
98.730 |
98.730 |
98.730 |
98.730 |
+0.055 |
85 |
2,729 |
+9 |
| Total Volume and Open Interest |
1,107 |
33,929 |
-84 |
| Long Gilt(LIFFE) |
| Sep09 |
090811 |
117~21 |
117~28 |
117~01 |
117~11 |
-0~08 |
82,358 |
238,240 |
-4,743 |
| Dec09 |
090811 |
115~29 |
116~05 |
115~23 |
115~24 |
-0~10 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
82,358 |
238,390 |
-4,743 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090811 |
99.23 |
99.25 |
99.23 |
99.24 |
+0.01 |
53,840 |
249,026 |
-13,125 |
| Dec09 |
090811 |
98.99 |
99.05 |
98.99 |
99.03 |
+0.03 |
54,303 |
270,353 |
-6,077 |
| Mar10 |
090811 |
98.60 |
98.65 |
98.59 |
98.64 |
+0.04 |
86,132 |
339,502 |
+9,826 |
| Jun10 |
090811 |
98.06 |
98.12 |
98.04 |
98.09 |
+0.05 |
63,422 |
272,688 |
-1,060 |
| Sep10 |
090811 |
97.47 |
97.57 |
97.46 |
97.52 |
+0.05 |
56,796 |
244,536 |
+334 |
| Dec10 |
090811 |
96.92 |
97.02 |
96.91 |
96.97 |
+0.06 |
61,219 |
260,586 |
-2,171 |
| Total Volume and Open Interest |
437,002 |
2,128,681 |
-17,146 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090811 |
99.130 |
99.140 |
99.120 |
99.130 |
+0.005 |
78,132 |
609,763 |
+2,101 |
| Dec09 |
090811 |
98.945 |
98.970 |
98.925 |
98.960 |
+0.025 |
125,778 |
521,178 |
-5,458 |
| Mar10 |
090811 |
98.690 |
98.735 |
98.650 |
98.725 |
+0.050 |
161,983 |
433,182 |
-12,406 |
| Total Volume and Open Interest |
909,143 |
3,079,538 |
-1,390 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090811 |
96.50 |
96.53 |
96.46 |
96.49 |
unch |
17,228 |
292,039 |
+4,608 |
| Dec09 |
090811 |
96.07 |
96.10 |
95.99 |
96.04 |
-0.02 |
26,096 |
301,187 |
-3,079 |
| Mar10 |
090811 |
95.50 |
95.52 |
95.39 |
95.45 |
-0.04 |
19,405 |
167,726 |
+2,297 |
| Jun10 |
090811 |
94.97 |
95.00 |
94.86 |
94.91 |
-0.07 |
14,089 |
96,829 |
+5,169 |
| Sep10 |
090811 |
94.62 |
94.66 |
94.51 |
94.55 |
-0.08 |
6,998 |
63,618 |
+1,718 |
| Dec10 |
090811 |
94.39 |
94.39 |
94.28 |
94.31 |
-0.06 |
1,800 |
40,139 |
-368 |
| Mar11 |
090811 |
94.18 |
94.18 |
94.09 |
94.13 |
-0.03 |
867 |
19,161 |
-1,128 |
| Jun11 |
090811 |
94.00 |
94.00 |
93.91 |
93.97 |
-0.01 |
630 |
14,893 |
-442 |
| Sep11 |
090811 |
93.85 |
93.85 |
93.79 |
93.85 |
+0.04 |
968 |
3,657 |
+174 |
| Dec11 |
090811 |
93.65 |
93.71 |
93.65 |
93.71 |
+0.05 |
662 |
1,032 |
+419 |
| Total Volume and Open Interest |
88,743 |
1,001,425 |
+9,368 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090807 |
94.34 |
94.41 |
94.31 |
94.37 |
-0.03 |
37,273 |
353,330 |
+7,865 |
| Dec09 |
090811 |
94.31 |
94.31 |
94.31 |
94.31 |
unch |
|
|
|
| Total Volume and Open Interest |
25,622 |
368,139 |
+1,305 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090811 |
94.79 |
94.87 |
94.77 |
94.82 |
+0.03 |
82,158 |
724,624 |
+2,527 |
| Dec09 |
090811 |
94.82 |
94.82 |
94.82 |
94.82 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
82,158 |
724,624 |
+2,527 |
| Gold(CMX) |
| Aug09 |
090811 |
947.2 |
949.7 |
943.1 |
945.8 |
+0.8 |
641 |
1,642 |
-62 |
| Oct09 |
090811 |
946.9 |
950.7 |
942.5 |
946.5 |
+0.7 |
4,669 |
23,393 |
-206 |
| Dec09 |
090811 |
948.4 |
951.9 |
943.6 |
947.6 |
+0.7 |
87,106 |
271,606 |
+2,153 |
| Feb10 |
090811 |
950.1 |
952.3 |
948.6 |
949.1 |
+0.7 |
843 |
18,017 |
-302 |
| Apr10 |
090811 |
948.8 |
951.7 |
947.5 |
950.6 |
+0.7 |
577 |
19,636 |
-26 |
| Jun10 |
090811 |
951.8 |
952.3 |
951.8 |
952.3 |
+0.6 |
139 |
11,689 |
+107 |
| Aug10 |
090811 |
954.3 |
954.3 |
954.3 |
954.3 |
+0.5 |
101 |
7,316 |
+1 |
| Oct10 |
090811 |
956.9 |
956.9 |
956.9 |
956.9 |
+0.4 |
0 |
3,550 |
+0 |
| Dec10 |
090811 |
960.4 |
961.0 |
958.7 |
959.9 |
+0.2 |
166 |
11,416 |
-75 |
| Feb11 |
090811 |
963.4 |
963.4 |
963.4 |
963.4 |
+0.1 |
0 |
1,012 |
+0 |
| Apr11 |
090811 |
967.1 |
967.1 |
967.1 |
967.1 |
-0.1 |
0 |
97 |
+0 |
| Jun11 |
090811 |
315.8 |
315.8 |
315.8 |
315.8 |
-0.3 |
0 |
7,919 |
+0 |
| Total Volume and Open Interest |
95,418 |
398,293 |
+1,855 |
| Silver(CMX) |
| Sep09 |
090811 |
1435.0 |
1448.0 |
1423.5 |
1434.5 |
-1.0 |
31,763 |
51,128 |
-390 |
| Dec09 |
090811 |
1437.5 |
1451.0 |
1427.5 |
1438.3 |
-1.2 |
10,729 |
31,614 |
+2,603 |
| Mar10 |
090811 |
1452.0 |
1454.0 |
1440.5 |
1441.6 |
-1.5 |
686 |
4,676 |
-72 |
| May10 |
090811 |
1443.7 |
1443.7 |
1443.7 |
1443.7 |
-1.6 |
124 |
2,287 |
+19 |
| Jul10 |
090811 |
1443.0 |
1445.8 |
1443.0 |
1445.8 |
-1.8 |
195 |
2,821 |
-46 |
| Sep10 |
090811 |
1448.0 |
1448.0 |
1448.0 |
1448.0 |
-2.1 |
240 |
914 |
-8 |
| Dec10 |
090811 |
1464.5 |
1464.5 |
1450.0 |
1453.7 |
-2.4 |
103 |
3,300 |
-8 |
| Total Volume and Open Interest |
44,028 |
102,476 |
+2,179 |
| Platinum(NYMEX) |
| Oct09 |
090811 |
1254.8 |
1261.5 |
1238.7 |
1245.1 |
-5.8 |
2,985 |
22,780 |
+308 |
| Jan10 |
090811 |
1260.0 |
1260.6 |
1249.5 |
1250.6 |
-5.8 |
216 |
1,058 |
+212 |
| Apr10 |
090811 |
1256.1 |
1256.1 |
1256.1 |
1256.1 |
-5.8 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,201 |
23,839 |
+520 |
| Palladium(NYMEX) |
| Sep09 |
090811 |
276.35 |
277.70 |
270.45 |
275.15 |
-1.45 |
969 |
14,794 |
+233 |
| Dec09 |
090811 |
277.90 |
277.90 |
272.20 |
276.35 |
-1.40 |
174 |
5,445 |
+148 |
| Mar10 |
090811 |
277.65 |
277.65 |
277.65 |
277.65 |
-1.40 |
1 |
107 |
+1 |
| Total Volume and Open Interest |
1,144 |
20,346 |
+382 |
| Copper(CMX) |
| Sep09 |
090811 |
277.50 |
280.90 |
273.30 |
273.65 |
-3.40 |
26,368 |
65,555 |
-4,337 |
| Dec09 |
090811 |
279.00 |
282.10 |
275.00 |
275.20 |
-3.40 |
10,423 |
39,343 |
+4,015 |
| Mar10 |
090811 |
279.30 |
279.30 |
275.45 |
275.55 |
-3.30 |
1,240 |
4,681 |
+486 |
| May10 |
090811 |
275.30 |
275.30 |
275.30 |
275.30 |
-3.25 |
13 |
980 |
-1 |
| Jul10 |
090811 |
275.00 |
275.00 |
275.00 |
275.00 |
-3.25 |
2 |
296 |
+0 |
| Total Volume and Open Interest |
38,886 |
121,379 |
-525 |
| Aluminum(CMX) |
| Aug09 |
090811 |
85.25 |
85.25 |
85.25 |
85.25 |
-1.25 |
|
|
|
| Sep09 |
090811 |
85.75 |
85.75 |
85.75 |
85.75 |
-1.25 |
|
|
|
| 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 |
090811 |
9308 |
9342 |
9185 |
9216 |
-104 |
872 |
11,219 |
+1 |
| Dec09 |
090811 |
9175 |
9175 |
9156 |
9156 |
-105 |
1 |
660 |
-1 |
| Mar10 |
090811 |
9104 |
9208 |
9104 |
9104 |
-104 |
0 |
2 |
+0 |
| Jun10 |
090811 |
9066 |
9170 |
9066 |
9066 |
-104 |
|
|
|
| Total Volume and Open Interest |
873 |
11,881 |
+0 |
| S & P 500(CME) |
| Sep09 |
090811 |
1007.00 |
1010.70 |
990.10 |
992.90 |
-14.60 |
17,330 |
376,739 |
+780 |
| Dec09 |
090811 |
990.50 |
991.10 |
986.10 |
988.40 |
-14.70 |
558 |
10,610 |
+105 |
| Mar10 |
090811 |
988.50 |
988.50 |
982.50 |
984.40 |
-15.10 |
352 |
4,188 |
-51 |
| Jun10 |
090811 |
985.70 |
985.70 |
979.70 |
981.60 |
-15.10 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
18,240 |
391,721 |
+834 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090811 |
1007.00 |
1010.75 |
990.00 |
993.00 |
-14.50 |
1,979,123 |
2,557,842 |
+14,656 |
| Dec09 |
090811 |
1002.25 |
1006.00 |
985.75 |
988.50 |
-14.50 |
2,712 |
30,075 |
+298 |
| Total Volume and Open Interest |
1,981,843 |
2,587,970 |
+14,954 |
| NASDAQ 100(CME) |
| Sep09 |
090811 |
1609.50 |
1617.50 |
1585.00 |
1596.50 |
-16.00 |
2,684 |
20,161 |
+1,252 |
| Dec09 |
090811 |
1594.30 |
1594.30 |
1592.30 |
1594.30 |
-16.00 |
0 |
13 |
+0 |
| Mar10 |
090811 |
1593.30 |
1593.30 |
1591.30 |
1593.30 |
-16.00 |
|
|
|
| Total Volume and Open Interest |
2,684 |
20,174 |
+1,252 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090811 |
1611.80 |
1617.80 |
1585.80 |
1596.50 |
-16.00 |
280,789 |
326,895 |
+15,701 |
| Dec09 |
090811 |
1606.00 |
1615.00 |
1584.30 |
1594.30 |
-16.00 |
247 |
3,039 |
-19 |
| Total Volume and Open Interest |
281,036 |
329,945 |
+15,682 |
| S & P Midcap 400(CME) |
| Sep09 |
090811 |
647.50 |
648.50 |
638.00 |
641.50 |
-9.00 |
12 |
2,709 |
-7 |
| Dec09 |
090811 |
639.50 |
639.50 |
639.50 |
639.50 |
-9.00 |
|
|
|
| Mar10 |
090811 |
637.50 |
637.50 |
637.50 |
637.50 |
-9.00 |
|
|
|
| Total Volume and Open Interest |
12 |
2,709 |
-7 |
| Russell 2000(CME) |
| Sep09 |
090811 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
9 |
7,563 |
-198 |
| Dec09 |
090811 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,511 |
-2 |
| Mar10 |
090811 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,245 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090811 |
10535 |
10595 |
10505 |
10585 |
+40 |
88,635 |
199,510 |
-2,430 |
| Dec09 |
090811 |
10530 |
10545 |
10530 |
10545 |
+30 |
59 |
1,497 |
+49 |
| Total Volume and Open Interest |
88,824 |
210,621 |
+4,739 |
| Nikkei 225(SGX) |
| Sep09 |
090811 |
10535 |
10595 |
10505 |
10585 |
+40 |
88,635 |
199,510 |
-2,430 |
| Dec09 |
090811 |
10530 |
10545 |
10530 |
10545 |
+30 |
59 |
1,497 |
+49 |
| Mar10 |
090811 |
10565 |
10565 |
10565 |
10565 |
+35 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
88,824 |
210,621 |
+4,739 |
| CAC 40(EURONEXT) |
| Aug09 |
090811 |
3504.5 |
3528.5 |
3443.5 |
3456.0 |
-48.5 |
125,541 |
398,377 |
+24,010 |
| Sep09 |
090811 |
3498.0 |
3520.5 |
3438.0 |
3450.0 |
-49.0 |
6,672 |
56,841 |
+5,531 |
| Oct09 |
090811 |
3450.0 |
3450.0 |
3450.0 |
3450.0 |
-48.5 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
132,213 |
457,907 |
+29,541 |
| Hang Seng Index(HKFE) |
| Aug09 |
090811 |
20818 |
21061 |
20682 |
21048 |
+231 |
87,176 |
83,363 |
+1,766 |
| Sep09 |
090811 |
20711 |
20955 |
20585 |
20945 |
+219 |
1,866 |
4,157 |
+41 |
| Total Volume and Open Interest |
89,202 |
89,189 |
+1,882 |
| DAX(EUREX) |
| Sep09 |
090811 |
5435.0 |
5457.0 |
5272.5 |
5291.0 |
-131.5 |
145,215 |
156,595 |
+7,278 |
| Dec09 |
090811 |
5431.0 |
5454.5 |
5278.0 |
5293.5 |
-131.5 |
344 |
16,485 |
+119 |
| Mar10 |
090811 |
5437.0 |
5461.0 |
5284.0 |
5299.5 |
-132.0 |
160 |
1,514 |
+11 |
| Total Volume and Open Interest |
145,719 |
174,594 |
+7,408 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090811 |
4716.00 |
4722.50 |
4635.00 |
4652.00 |
-47.50 |
120,478 |
616,226 |
+3,438 |
| Dec09 |
090811 |
4688.00 |
4688.00 |
4612.50 |
4622.00 |
-47.50 |
86 |
4,249 |
+1 |
| Mar10 |
090811 |
4586.00 |
4586.00 |
4586.00 |
4586.00 |
-48.00 |
24 |
1,014 |
+3 |
| Total Volume and Open Interest |
120,588 |
621,984 |
+3,442 |
| SPI 200(SFE) |
| Sep09 |
090811 |
4264.0 |
4319.0 |
4244.0 |
4310.0 |
+45.0 |
26,572 |
232,178 |
-4,549 |
| Dec09 |
090811 |
4276.0 |
4320.0 |
4272.0 |
4320.0 |
+43.0 |
12 |
3,636 |
+1 |
| Mar10 |
090811 |
4296.0 |
4296.0 |
4296.0 |
4296.0 |
+43.0 |
0 |
4,373 |
+0 |
| Total Volume and Open Interest |
26,746 |
241,290 |
-4,494 |
| GSCI(CME) |
| Aug09 |
090811 |
467.00 |
467.25 |
458.95 |
459.55 |
-7.15 |
2,875 |
15,058 |
-2,212 |
| Sep09 |
090811 |
475.40 |
475.50 |
467.00 |
467.00 |
-7.90 |
2,732 |
2,888 |
+2,697 |
| Oct09 |
090811 |
477.20 |
484.00 |
476.00 |
477.20 |
-6.30 |
|
|
|
| Total Volume and Open Interest |
5,607 |
17,946 |
+485 |
| 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. |
|
|