|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu July 01, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100701 |
948.50 |
954.25 |
943.25 |
953.50 |
+5.00 |
36,315 |
15,239 |
-11,791 |
Aug10 |
100701 |
932.00 |
938.50 |
926.25 |
937.00 |
+6.00 |
31,768 |
66,284 |
+6,142 |
Sep10 |
100701 |
913.50 |
918.00 |
904.75 |
915.50 |
+3.50 |
4,503 |
14,450 |
+173 |
Nov10 |
100701 |
904.50 |
909.00 |
894.00 |
905.50 |
+3.00 |
70,935 |
261,277 |
-2,119 |
Jan11 |
100701 |
912.25 |
916.75 |
903.75 |
915.00 |
+2.75 |
5,652 |
31,594 |
+187 |
Mar11 |
100701 |
923.00 |
923.00 |
911.25 |
920.75 |
+3.25 |
780 |
9,265 |
+127 |
May11 |
100701 |
924.00 |
926.25 |
913.00 |
923.75 |
+2.75 |
1,516 |
9,836 |
-248 |
Total Volume and Open Interest |
153,153 |
440,453 |
-7,332 |
Soybean Meal(CBOT) |
Jul10 |
100701 |
291.50 |
293.50 |
289.40 |
291.50 |
+2.10 |
17,400 |
11,647 |
-5,959 |
Aug10 |
100701 |
280.00 |
283.50 |
278.20 |
281.50 |
+2.60 |
16,429 |
38,535 |
+1,012 |
Sep10 |
100701 |
268.90 |
273.00 |
267.70 |
271.00 |
+2.10 |
7,459 |
21,069 |
+1,086 |
Oct10 |
100701 |
262.20 |
263.70 |
257.80 |
261.60 |
+1.30 |
3,061 |
12,307 |
+489 |
Dec10 |
100701 |
261.20 |
262.80 |
250.50 |
261.20 |
+1.80 |
33,068 |
87,176 |
+2,631 |
Jan11 |
100701 |
262.20 |
263.50 |
257.30 |
261.60 |
+2.10 |
1,849 |
6,389 |
+378 |
Mar11 |
100701 |
264.20 |
264.70 |
259.40 |
262.80 |
+2.20 |
824 |
5,713 |
+149 |
May11 |
100701 |
264.00 |
264.10 |
260.00 |
262.60 |
+2.40 |
1,133 |
4,514 |
+291 |
Total Volume and Open Interest |
81,869 |
194,244 |
+238 |
Soybean Oil(CBOT) |
Jul10 |
100701 |
36.22 |
36.29 |
35.75 |
35.87 |
-0.41 |
33,725 |
11,214 |
-10,465 |
Aug10 |
100701 |
36.35 |
36.49 |
35.87 |
36.01 |
-0.44 |
40,901 |
74,845 |
+2,111 |
Sep10 |
100701 |
36.50 |
36.65 |
36.04 |
36.17 |
-0.43 |
16,085 |
28,154 |
+698 |
Oct10 |
100701 |
36.71 |
36.82 |
36.22 |
36.34 |
-0.43 |
3,593 |
12,818 |
-17 |
Dec10 |
100701 |
37.07 |
37.20 |
36.60 |
36.72 |
-0.45 |
43,259 |
144,858 |
-384 |
Jan11 |
100701 |
37.30 |
37.31 |
36.92 |
37.02 |
-0.46 |
1,941 |
7,365 |
+364 |
Mar11 |
100701 |
37.76 |
37.76 |
37.29 |
37.36 |
-0.47 |
764 |
4,355 |
-95 |
May11 |
100701 |
38.14 |
38.20 |
37.65 |
37.65 |
-0.47 |
395 |
3,100 |
+92 |
Total Volume and Open Interest |
141,354 |
292,176 |
-7,368 |
Canola(WCE) |
Jul10 |
100630 |
425.0 |
436.7 |
420.0 |
423.8 |
-7.6 |
2,341 |
4,125 |
-1,991 |
Nov10 |
100630 |
414.3 |
421.5 |
414.3 |
416.8 |
+2.5 |
6,117 |
129,462 |
+1,938 |
Jan11 |
100630 |
417.7 |
422.1 |
417.0 |
418.0 |
+2.3 |
391 |
10,792 |
-45 |
Mar11 |
100630 |
418.5 |
418.5 |
415.0 |
416.3 |
+2.7 |
248 |
5,324 |
+64 |
May11 |
100630 |
416.4 |
416.4 |
415.9 |
415.9 |
+2.9 |
0 |
1,685 |
+0 |
Total Volume and Open Interest |
9,097 |
154,360 |
-34 |
Corn(CBOT) |
Jul10 |
100701 |
354.00 |
367.25 |
351.50 |
365.50 |
+11.25 |
116,715 |
36,572 |
-30,657 |
Sep10 |
100701 |
362.75 |
376.50 |
359.75 |
373.25 |
+10.50 |
121,245 |
392,832 |
+19,121 |
Dec10 |
100701 |
373.00 |
386.50 |
370.50 |
384.50 |
+11.00 |
116,167 |
485,624 |
+2,238 |
Mar11 |
100701 |
385.50 |
398.50 |
383.00 |
396.75 |
+10.25 |
11,513 |
73,695 |
+2,006 |
May11 |
100701 |
395.00 |
406.50 |
391.75 |
404.75 |
+10.00 |
1,106 |
15,714 |
+156 |
Jul11 |
100701 |
401.00 |
414.00 |
399.50 |
412.50 |
+10.50 |
2,283 |
44,787 |
+132 |
Total Volume and Open Interest |
375,198 |
1,133,201 |
-5,108 |
Wheat(CBOT) |
Jul10 |
100701 |
464.25 |
486.00 |
461.00 |
484.00 |
+19.25 |
25,205 |
12,999 |
-10,048 |
Sep10 |
100701 |
479.25 |
504.00 |
475.50 |
499.75 |
+19.50 |
45,364 |
212,223 |
+3,446 |
Dec10 |
100701 |
506.00 |
527.00 |
501.75 |
524.25 |
+17.75 |
10,124 |
113,245 |
-1,109 |
Mar11 |
100701 |
533.00 |
550.00 |
527.50 |
548.00 |
+14.50 |
2,675 |
31,201 |
+264 |
May11 |
100701 |
548.00 |
562.50 |
548.00 |
562.00 |
+13.00 |
787 |
8,133 |
-33 |
Total Volume and Open Interest |
87,263 |
455,011 |
-6,818 |
Wheat(KCBT) |
Jul10 |
100701 |
487.00 |
505.00 |
486.00 |
501.00 |
+15.00 |
9,995 |
3,713 |
-3,409 |
Sep10 |
100701 |
495.00 |
514.25 |
491.00 |
510.00 |
+14.00 |
14,348 |
52,324 |
+1,798 |
Dec10 |
100701 |
518.50 |
531.25 |
508.75 |
527.00 |
+13.75 |
4,816 |
46,454 |
+1,489 |
Mar11 |
100701 |
532.25 |
546.50 |
526.25 |
543.50 |
+13.25 |
1,083 |
16,973 |
+417 |
May11 |
100701 |
543.25 |
557.75 |
540.00 |
554.00 |
+13.00 |
109 |
4,762 |
+75 |
Total Volume and Open Interest |
31,361 |
157,338 |
+581 |
Wheat(MGE) |
Jul10 |
100701 |
503.75 |
515.50 |
503.00 |
515.25 |
+8.25 |
3,344 |
1,238 |
-1,696 |
Sep10 |
100701 |
511.25 |
528.50 |
511.25 |
526.50 |
+14.25 |
6,317 |
18,353 |
+1,893 |
Dec10 |
100701 |
532.75 |
545.50 |
529.00 |
543.00 |
+14.50 |
2,063 |
14,422 |
-23 |
Mar11 |
100701 |
548.25 |
562.75 |
548.25 |
560.75 |
+12.50 |
662 |
5,555 |
+288 |
May11 |
100701 |
559.25 |
573.50 |
557.25 |
571.50 |
+13.75 |
139 |
1,436 |
-71 |
Total Volume and Open Interest |
13,264 |
49,343 |
+502 |
Oats(CBOT) |
Jul10 |
100701 |
258.50 |
259.00 |
241.75 |
241.75 |
-13.25 |
791 |
3,204 |
-375 |
Sep10 |
100701 |
257.50 |
260.00 |
247.00 |
247.00 |
-6.00 |
1,182 |
4,487 |
+15 |
Dec10 |
100701 |
259.00 |
259.75 |
250.00 |
251.00 |
-2.00 |
611 |
6,344 |
+58 |
Mar11 |
100701 |
264.50 |
264.50 |
257.00 |
257.00 |
-2.00 |
3 |
711 |
-3 |
Total Volume and Open Interest |
2,587 |
14,748 |
-305 |
Rough Rice(CBOT) |
Jul10 |
100701 |
9.48 |
9.64 |
9.43 |
9.64 |
+0.20 |
2,421 |
1,048 |
-997 |
Sep10 |
100701 |
9.77 |
9.91 |
9.70 |
9.89 |
+0.20 |
2,715 |
8,681 |
+435 |
Nov10 |
100701 |
9.99 |
10.14 |
9.93 |
10.13 |
+0.20 |
474 |
2,277 |
+3 |
Jan11 |
100701 |
10.30 |
10.39 |
10.30 |
10.39 |
+0.19 |
66 |
508 |
+26 |
Total Volume and Open Interest |
6,051 |
14,181 |
-433 |
Live Cattle(CME) |
Aug10 |
100701 |
90.000 |
90.300 |
89.500 |
89.950 |
-0.085 |
23,839 |
132,680 |
+1,175 |
Oct10 |
100701 |
91.135 |
91.400 |
90.600 |
91.300 |
+0.050 |
11,336 |
99,707 |
+1,426 |
Dec10 |
100701 |
92.900 |
93.300 |
92.650 |
93.200 |
+0.050 |
2,557 |
48,477 |
+183 |
Feb11 |
100701 |
94.480 |
95.100 |
94.250 |
95.080 |
+0.045 |
1,234 |
21,579 |
+85 |
Apr11 |
100701 |
96.230 |
96.800 |
95.980 |
96.800 |
+0.050 |
889 |
12,473 |
+165 |
Jun11 |
100701 |
92.535 |
93.250 |
92.300 |
93.250 |
+0.350 |
219 |
3,765 |
+44 |
Total Volume and Open Interest |
42,170 |
321,443 |
+1,562 |
Feeder Cattle(CME) |
Aug10 |
100701 |
113.230 |
113.230 |
112.350 |
112.600 |
-0.450 |
2,416 |
23,122 |
+36 |
Sep10 |
100701 |
113.080 |
113.250 |
112.450 |
112.650 |
-0.635 |
774 |
6,143 |
+193 |
Oct10 |
100701 |
113.000 |
113.035 |
112.300 |
112.785 |
-0.415 |
512 |
4,997 |
+57 |
Nov10 |
100701 |
112.150 |
112.480 |
111.800 |
112.400 |
-0.280 |
139 |
1,797 |
+33 |
Jan11 |
100701 |
110.430 |
110.700 |
110.250 |
110.600 |
-0.450 |
100 |
687 |
+52 |
Mar11 |
100701 |
110.400 |
110.400 |
109.830 |
110.250 |
-0.350 |
15 |
142 |
+10 |
Apr11 |
100701 |
110.400 |
110.400 |
110.300 |
110.400 |
unch |
0 |
19 |
+0 |
Total Volume and Open Interest |
3,962 |
36,920 |
+380 |
Lean Hogs(CME) |
Jul10 |
100701 |
79.150 |
79.700 |
78.650 |
79.300 |
+0.075 |
5,984 |
17,317 |
-1,842 |
Aug10 |
100701 |
81.650 |
82.600 |
80.700 |
81.850 |
+0.200 |
16,159 |
74,445 |
-2,303 |
Oct10 |
100701 |
75.580 |
76.225 |
74.500 |
75.850 |
+0.250 |
5,601 |
47,251 |
+716 |
Dec10 |
100701 |
71.950 |
72.700 |
71.050 |
72.600 |
+0.250 |
6,351 |
30,424 |
+1,581 |
Feb11 |
100701 |
73.450 |
74.150 |
72.400 |
74.080 |
+0.030 |
1,909 |
12,454 |
+581 |
Apr11 |
100701 |
75.035 |
75.400 |
73.900 |
75.350 |
-0.375 |
2,618 |
9,462 |
+1,274 |
May11 |
100701 |
77.385 |
78.000 |
77.350 |
77.500 |
-0.700 |
3 |
273 |
+0 |
Jun11 |
100701 |
81.600 |
82.000 |
80.100 |
82.000 |
unch |
574 |
2,988 |
+384 |
Total Volume and Open Interest |
39,289 |
195,408 |
+410 |
Pork Bellies(CME) |
Jul10 |
100701 |
99.000 |
99.100 |
98.035 |
99.100 |
-0.400 |
5 |
71 |
-2 |
Aug10 |
100701 |
95.250 |
95.450 |
95.250 |
95.250 |
unch |
5 |
29 |
+2 |
Feb11 |
100701 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
5 |
+0 |
Mar11 |
100701 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
May11 |
100701 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
10 |
106 |
+0 |
Class III Milk(CME) |
Jul10 |
100701 |
13.50 |
13.54 |
13.47 |
13.51 |
+0.01 |
104 |
4,324 |
+26 |
Aug10 |
100701 |
14.15 |
14.40 |
14.15 |
14.34 |
+0.21 |
287 |
4,725 |
+53 |
Sep10 |
100701 |
14.80 |
14.91 |
14.76 |
14.87 |
+0.11 |
107 |
4,112 |
+40 |
Oct10 |
100701 |
14.81 |
14.95 |
14.78 |
14.85 |
+0.07 |
67 |
3,616 |
+27 |
Nov10 |
100701 |
14.69 |
14.73 |
14.60 |
14.65 |
unch |
100 |
3,486 |
+86 |
Total Volume and Open Interest |
829 |
29,705 |
+340 |
Cocoa(ICE) |
Jul10 |
100701 |
2840 |
2978 |
2840 |
2969 |
+75 |
9 |
179 |
-6 |
Sep10 |
100701 |
2945 |
3057 |
2939 |
3041 |
+97 |
16,762 |
60,090 |
+906 |
Dec10 |
100701 |
2960 |
3075 |
2960 |
3060 |
+96 |
4,528 |
22,482 |
-417 |
Mar11 |
100701 |
2986 |
3078 |
2986 |
3074 |
+91 |
836 |
16,510 |
+21 |
May11 |
100701 |
3032 |
3087 |
3032 |
3087 |
+94 |
165 |
7,936 |
+131 |
Jul11 |
100701 |
3038 |
3093 |
3038 |
3093 |
+92 |
71 |
4,045 |
+59 |
Sep11 |
100701 |
3043 |
3098 |
3043 |
3098 |
+89 |
23 |
1,424 |
+22 |
Total Volume and Open Interest |
22,833 |
118,192 |
+767 |
Coffee "C"(ICE) |
Jul10 |
100701 |
164.30 |
166.20 |
163.70 |
166.20 |
+2.00 |
192 |
335 |
-175 |
Sep10 |
100701 |
165.45 |
169.25 |
164.20 |
168.25 |
+2.40 |
12,636 |
93,568 |
+353 |
Dec10 |
100701 |
165.15 |
169.30 |
164.50 |
168.65 |
+2.60 |
2,975 |
43,384 |
+501 |
Mar11 |
100701 |
165.20 |
168.90 |
164.95 |
168.45 |
+2.75 |
851 |
17,775 |
+481 |
May11 |
100701 |
164.95 |
168.20 |
164.95 |
167.75 |
+2.70 |
210 |
6,081 |
-87 |
Jul11 |
100701 |
163.95 |
167.95 |
163.95 |
167.40 |
+2.70 |
112 |
2,905 |
+48 |
Total Volume and Open Interest |
17,024 |
165,410 |
+1,158 |
Orange Juice(ICE) |
Jul10 |
100701 |
148.15 |
149.65 |
148.10 |
149.65 |
+1.40 |
140 |
1,303 |
-72 |
Sep10 |
100701 |
148.65 |
151.60 |
147.50 |
148.65 |
+0.30 |
990 |
21,114 |
+12 |
Nov10 |
100701 |
149.50 |
152.00 |
148.25 |
149.10 |
-0.05 |
58 |
3,843 |
-5 |
Jan11 |
100701 |
150.00 |
151.60 |
149.30 |
149.60 |
+0.25 |
19 |
1,302 |
-12 |
Mar11 |
100701 |
150.15 |
150.35 |
150.15 |
150.35 |
+0.20 |
5 |
197 |
+3 |
May11 |
100701 |
150.80 |
150.80 |
150.80 |
150.80 |
+0.50 |
0 |
154 |
+0 |
Total Volume and Open Interest |
1,212 |
28,112 |
-74 |
Sugar #11(ICE) |
Oct10 |
100701 |
15.95 |
16.30 |
15.64 |
16.28 |
+0.22 |
60,488 |
261,316 |
-173 |
Mar11 |
100701 |
16.44 |
16.79 |
16.14 |
16.77 |
+0.20 |
18,753 |
128,080 |
+1,542 |
May11 |
100701 |
16.17 |
16.39 |
15.83 |
16.37 |
+0.17 |
3,099 |
27,168 |
+274 |
Jul11 |
100701 |
15.95 |
16.07 |
15.54 |
16.05 |
+0.13 |
4,047 |
60,578 |
+420 |
Oct11 |
100701 |
15.70 |
16.01 |
15.54 |
16.01 |
+0.16 |
1,187 |
23,758 |
-26 |
Total Volume and Open Interest |
100,558 |
566,822 |
-6,620 |
London Cocoa(LCE) |
Jul10 |
100701 |
2503 |
2625 |
2495 |
2597 |
+94 |
2,557 |
54,198 |
-563 |
Sep10 |
100701 |
2377 |
2423 |
2370 |
2408 |
+34 |
6,125 |
37,827 |
+829 |
Dec10 |
100701 |
2205 |
2247 |
2198 |
2244 |
+39 |
4,065 |
32,699 |
+1,319 |
Mar11 |
100701 |
2169 |
2214 |
2165 |
2205 |
+34 |
2,497 |
28,681 |
+746 |
May11 |
100701 |
2178 |
2206 |
2177 |
2199 |
+31 |
338 |
9,469 |
+219 |
Jul11 |
100701 |
2202 |
2207 |
2193 |
2197 |
+28 |
72 |
1,554 |
+30 |
Sep11 |
100701 |
2182 |
2208 |
2182 |
2197 |
+26 |
42 |
2,435 |
+27 |
Total Volume and Open Interest |
15,706 |
172,656 |
+2,605 |
London Sugar(LCE) |
Aug10 |
100701 |
530.00 |
533.00 |
523.90 |
532.40 |
+3.60 |
4,767 |
19,265 |
-314 |
Oct10 |
100701 |
469.60 |
472.10 |
462.90 |
468.60 |
-0.70 |
3,751 |
27,988 |
+11 |
Dec10 |
100701 |
449.80 |
454.40 |
446.10 |
449.70 |
-0.10 |
888 |
9,393 |
+210 |
Mar11 |
100701 |
455.00 |
457.50 |
449.50 |
453.10 |
-1.50 |
1,232 |
6,697 |
+623 |
May11 |
100701 |
450.00 |
452.20 |
446.00 |
448.60 |
-2.50 |
313 |
2,803 |
+128 |
Total Volume and Open Interest |
11,197 |
67,730 |
+841 |
Cotton(ICE) |
Jul10 |
100701 |
82.75 |
82.75 |
80.32 |
81.22 |
-1.38 |
64 |
1,022 |
-22 |
Oct10 |
100701 |
79.00 |
79.25 |
78.00 |
79.10 |
+0.29 |
103 |
1,620 |
+10 |
Dec10 |
100701 |
77.00 |
77.26 |
75.17 |
76.45 |
+0.07 |
8,188 |
128,678 |
-620 |
Mar11 |
100701 |
78.15 |
78.15 |
76.37 |
77.73 |
+0.01 |
1,295 |
23,539 |
+41 |
May11 |
100701 |
77.80 |
78.24 |
77.33 |
78.24 |
-0.19 |
266 |
1,219 |
+217 |
Jul11 |
100701 |
77.50 |
78.53 |
77.50 |
78.53 |
unch |
79 |
6,171 |
+28 |
Total Volume and Open Interest |
10,022 |
163,979 |
-319 |
Lumber(CME) |
Jul10 |
100701 |
201.1 |
210.8 |
201.1 |
205.0 |
+10.0 |
89 |
1,832 |
-43 |
Sep10 |
100701 |
214.5 |
223.4 |
214.5 |
221.0 |
+7.0 |
671 |
5,404 |
+30 |
Nov10 |
100701 |
209.7 |
217.7 |
209.7 |
216.0 |
+8.3 |
184 |
1,975 |
+16 |
Jan11 |
100701 |
229.1 |
236.5 |
229.1 |
236.5 |
+9.0 |
7 |
160 |
-1 |
Total Volume and Open Interest |
952 |
9,384 |
+3 |
Crude Oil(NYM) |
Aug10 |
100701 |
75.37 |
75.40 |
72.05 |
72.95 |
-2.68 |
323,267 |
301,017 |
-4,829 |
Sep10 |
100701 |
75.80 |
75.95 |
72.61 |
73.46 |
-2.70 |
72,534 |
158,057 |
+2,292 |
Oct10 |
100701 |
76.25 |
76.37 |
73.14 |
73.93 |
-2.67 |
29,255 |
58,859 |
-109 |
Nov10 |
100701 |
76.47 |
76.53 |
73.70 |
74.45 |
-2.60 |
14,559 |
40,939 |
+989 |
Dec10 |
100701 |
77.07 |
77.19 |
74.13 |
74.95 |
-2.54 |
44,813 |
203,282 |
-1,513 |
Jan11 |
100701 |
77.52 |
77.52 |
74.60 |
75.34 |
-2.51 |
4,068 |
38,861 |
+1,401 |
Feb11 |
100701 |
76.97 |
76.97 |
74.86 |
75.69 |
-2.47 |
1,832 |
15,194 |
+159 |
Mar11 |
100701 |
77.71 |
77.71 |
75.21 |
76.03 |
-2.43 |
2,724 |
22,611 |
+250 |
Apr11 |
100701 |
77.45 |
77.95 |
76.00 |
76.36 |
-2.40 |
1,246 |
10,880 |
-200 |
May11 |
100701 |
76.69 |
76.69 |
76.69 |
76.69 |
-2.37 |
1,565 |
7,371 |
-355 |
Jun11 |
100701 |
78.65 |
78.66 |
76.24 |
77.02 |
-2.34 |
7,565 |
41,296 |
-589 |
Jul11 |
100701 |
77.32 |
77.34 |
76.84 |
77.31 |
-2.32 |
2,256 |
23,203 |
-569 |
Aug11 |
100701 |
77.50 |
77.50 |
77.50 |
77.50 |
-2.29 |
471 |
7,402 |
-148 |
Sep11 |
100701 |
77.66 |
77.66 |
77.66 |
77.66 |
-2.26 |
64 |
7,511 |
-22 |
Oct11 |
100701 |
77.82 |
77.82 |
77.82 |
77.82 |
-2.24 |
14 |
5,207 |
-62 |
Nov11 |
100701 |
79.20 |
79.20 |
77.50 |
78.01 |
-2.21 |
220 |
9,745 |
+10 |
Total Volume and Open Interest |
524,019 |
1,259,675 |
-1,166 |
e-miNY Crude Oil(NYM) |
Jul10 |
100621 |
77.900 |
78.900 |
76.925 |
77.825 |
+0.650 |
10,868 |
3,931 |
+130 |
Aug10 |
100625 |
76.550 |
79.200 |
75.900 |
78.850 |
+2.350 |
15,566 |
2,740 |
+743 |
Sep10 |
100701 |
76.200 |
76.200 |
72.600 |
73.450 |
-2.700 |
416 |
1,015 |
+94 |
Oct10 |
100701 |
75.800 |
75.800 |
73.250 |
73.925 |
-2.675 |
38 |
187 |
+13 |
Nov10 |
100701 |
75.550 |
75.550 |
74.000 |
74.450 |
-2.600 |
0 |
20 |
+0 |
Dec10 |
100701 |
75.500 |
75.500 |
74.350 |
74.950 |
-2.550 |
10 |
109 |
+2 |
Jan11 |
100701 |
75.350 |
75.350 |
75.350 |
75.350 |
-2.500 |
0 |
1 |
+0 |
Feb11 |
100701 |
75.700 |
75.700 |
75.700 |
75.700 |
-2.450 |
0 |
1 |
+0 |
Mar11 |
100701 |
76.025 |
76.025 |
76.025 |
76.025 |
-2.425 |
|
|
|
Apr11 |
100701 |
76.350 |
76.350 |
76.350 |
76.350 |
-2.400 |
|
|
|
Total Volume and Open Interest |
11,055 |
3,664 |
+205 |
Heating Oil(NYM) |
Aug10 |
100701 |
201.30 |
201.42 |
192.19 |
193.85 |
-7.58 |
48,685 |
85,095 |
+3,467 |
Sep10 |
100701 |
203.72 |
204.30 |
195.21 |
196.79 |
-7.62 |
13,682 |
44,175 |
-465 |
Oct10 |
100701 |
206.60 |
206.60 |
198.23 |
199.69 |
-7.60 |
6,304 |
25,768 |
+1,153 |
Nov10 |
100701 |
209.75 |
209.75 |
201.10 |
202.57 |
-7.51 |
2,709 |
18,874 |
+399 |
Dec10 |
100701 |
212.00 |
212.00 |
203.72 |
205.30 |
-7.42 |
9,186 |
36,683 |
-239 |
Jan11 |
100701 |
212.00 |
213.17 |
206.36 |
207.76 |
-7.44 |
3,005 |
21,184 |
+588 |
Feb11 |
100701 |
214.00 |
214.00 |
207.97 |
209.31 |
-7.35 |
546 |
9,347 |
-6 |
Mar11 |
100701 |
213.11 |
213.11 |
208.42 |
209.90 |
-7.17 |
471 |
8,844 |
+33 |
Apr11 |
100701 |
210.06 |
210.06 |
208.10 |
209.35 |
-7.02 |
263 |
5,162 |
-17 |
May11 |
100701 |
211.69 |
211.69 |
207.90 |
209.08 |
-6.94 |
501 |
4,683 |
+122 |
Jun11 |
100701 |
212.90 |
212.90 |
208.00 |
209.30 |
-6.87 |
1,140 |
20,000 |
+247 |
Jul11 |
100701 |
210.00 |
210.50 |
210.00 |
210.50 |
-6.80 |
159 |
2,171 |
+133 |
Total Volume and Open Interest |
108,756 |
307,421 |
-1,348 |
Gasoline(NYMEX) |
Aug10 |
100701 |
205.99 |
206.12 |
197.12 |
199.76 |
-6.28 |
46,793 |
78,428 |
+2,145 |
Sep10 |
100701 |
205.33 |
205.33 |
196.60 |
199.17 |
-6.15 |
17,045 |
52,712 |
-1,096 |
Oct10 |
100701 |
194.14 |
194.14 |
185.62 |
188.12 |
-6.12 |
5,806 |
24,489 |
+638 |
Nov10 |
100701 |
191.01 |
191.01 |
184.62 |
186.93 |
-6.11 |
2,023 |
21,384 |
+160 |
Dec10 |
100701 |
190.90 |
191.69 |
184.98 |
187.27 |
-6.06 |
3,609 |
14,836 |
-385 |
Jan11 |
100701 |
190.12 |
190.12 |
186.79 |
188.92 |
-6.10 |
203 |
6,952 |
-30 |
Feb11 |
100701 |
190.25 |
190.95 |
190.06 |
190.95 |
-6.09 |
262 |
2,090 |
-81 |
Mar11 |
100701 |
191.78 |
192.98 |
191.78 |
192.98 |
-6.06 |
203 |
2,530 |
-5 |
Apr11 |
100701 |
204.26 |
205.02 |
203.57 |
205.02 |
-6.09 |
86 |
3,454 |
+6 |
May11 |
100701 |
204.50 |
206.07 |
204.50 |
206.07 |
-6.04 |
58 |
3,295 |
+0 |
Total Volume and Open Interest |
101,859 |
226,538 |
-9,959 |
e-miNY RBOB Gasoline(NYM) |
Aug10 |
100701 |
199.80 |
199.80 |
199.76 |
199.80 |
-6.20 |
0 |
2 |
+0 |
Sep10 |
100701 |
199.20 |
199.20 |
199.17 |
199.20 |
-6.10 |
|
|
|
Oct10 |
100701 |
188.10 |
188.12 |
188.10 |
188.10 |
-6.10 |
0 |
1 |
+0 |
Nov10 |
100701 |
186.90 |
186.93 |
186.90 |
186.90 |
-6.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
-2 |
Natural Gas(NYM) |
Aug10 |
100701 |
4.636 |
4.923 |
4.534 |
4.854 |
+0.238 |
98,804 |
128,398 |
+1,624 |
Sep10 |
100701 |
4.670 |
4.945 |
4.570 |
4.880 |
+0.228 |
24,887 |
141,780 |
+803 |
Oct10 |
100701 |
4.719 |
5.004 |
4.653 |
4.939 |
+0.209 |
29,578 |
79,097 |
-4,770 |
Nov10 |
100701 |
4.925 |
5.206 |
4.900 |
5.158 |
+0.178 |
11,146 |
36,700 |
+794 |
Dec10 |
100701 |
5.191 |
5.447 |
5.170 |
5.401 |
+0.149 |
7,889 |
38,279 |
-1,209 |
Jan11 |
100701 |
5.415 |
5.611 |
5.356 |
5.565 |
+0.131 |
12,497 |
54,667 |
-205 |
Feb11 |
100701 |
5.336 |
5.570 |
5.320 |
5.525 |
+0.128 |
1,734 |
18,143 |
+80 |
Mar11 |
100701 |
5.247 |
5.455 |
5.243 |
5.415 |
+0.116 |
5,804 |
53,929 |
+206 |
Apr11 |
100701 |
5.050 |
5.200 |
5.027 |
5.155 |
+0.078 |
4,405 |
41,136 |
+102 |
May11 |
100701 |
5.060 |
5.186 |
5.060 |
5.168 |
+0.071 |
1,098 |
19,414 |
+93 |
Jun11 |
100701 |
5.134 |
5.249 |
5.134 |
5.212 |
+0.063 |
753 |
8,278 |
-107 |
Jul11 |
100701 |
5.170 |
5.300 |
5.170 |
5.272 |
+0.059 |
421 |
5,540 |
+85 |
Aug11 |
100701 |
5.246 |
5.325 |
5.246 |
5.316 |
+0.056 |
234 |
5,309 |
-1 |
Sep11 |
100701 |
5.286 |
5.376 |
5.280 |
5.346 |
+0.053 |
365 |
5,121 |
-28 |
Oct11 |
100701 |
5.356 |
5.462 |
5.356 |
5.431 |
+0.053 |
1,001 |
18,667 |
-346 |
Nov11 |
100701 |
5.594 |
5.651 |
5.594 |
5.651 |
+0.040 |
188 |
4,563 |
+87 |
Total Volume and Open Interest |
203,562 |
759,921 |
-2,784 |
Brent Crude Oil(ICE) |
Aug10 |
100701 |
74.65 |
74.65 |
71.50 |
72.34 |
-2.67 |
162,255 |
183,328 |
-12,689 |
Sep10 |
100701 |
74.90 |
74.90 |
71.74 |
72.60 |
-2.68 |
83,386 |
141,239 |
-3,729 |
Oct10 |
100701 |
75.38 |
75.38 |
72.20 |
73.03 |
-2.67 |
39,133 |
62,306 |
+6,678 |
Nov10 |
100701 |
75.38 |
75.54 |
72.79 |
73.53 |
-2.64 |
15,206 |
27,715 |
+1,610 |
Dec10 |
100701 |
76.15 |
76.15 |
73.27 |
74.05 |
-2.60 |
32,313 |
103,724 |
-3,124 |
Jan11 |
100701 |
75.98 |
76.33 |
73.93 |
74.55 |
-2.55 |
4,271 |
23,204 |
-521 |
Feb11 |
100701 |
76.42 |
76.81 |
74.46 |
75.03 |
-2.51 |
3,030 |
16,087 |
+469 |
Mar11 |
100701 |
76.83 |
77.23 |
74.79 |
75.48 |
-2.47 |
1,445 |
10,954 |
-53 |
Apr11 |
100701 |
77.21 |
77.62 |
75.36 |
75.90 |
-2.43 |
951 |
7,607 |
-9 |
May11 |
100701 |
76.30 |
76.30 |
76.30 |
76.30 |
-2.38 |
772 |
14,405 |
-128 |
Jun11 |
100701 |
78.01 |
78.33 |
76.00 |
76.66 |
-2.36 |
2,663 |
23,577 |
+262 |
Jul11 |
100701 |
77.00 |
77.00 |
77.00 |
77.00 |
-2.34 |
258 |
7,693 |
+121 |
Aug11 |
100701 |
77.27 |
77.27 |
77.27 |
77.27 |
-2.34 |
139 |
3,703 |
+17 |
Sep11 |
100701 |
77.49 |
77.49 |
77.49 |
77.49 |
-2.32 |
102 |
3,489 |
+1 |
Total Volume and Open Interest |
354,240 |
741,916 |
-10,295 |
Gas Oil(ICE) |
Jul10 |
100701 |
639.50 |
640.25 |
614.25 |
616.75 |
-28.00 |
33,059 |
78,102 |
-7,772 |
Aug10 |
100701 |
641.75 |
642.25 |
616.00 |
618.75 |
-28.25 |
57,465 |
123,691 |
+13,913 |
Sep10 |
100701 |
643.75 |
645.75 |
620.50 |
623.25 |
-27.75 |
27,846 |
62,034 |
+370 |
Oct10 |
100701 |
649.75 |
649.75 |
625.25 |
627.50 |
-28.00 |
16,611 |
34,952 |
-383 |
Nov10 |
100701 |
648.25 |
649.00 |
629.75 |
631.25 |
-28.00 |
10,495 |
32,484 |
+667 |
Dec10 |
100701 |
655.00 |
655.00 |
633.00 |
635.25 |
-27.50 |
19,109 |
98,465 |
-2,731 |
Jan11 |
100701 |
657.75 |
658.00 |
638.00 |
640.00 |
-27.25 |
4,711 |
32,139 |
+566 |
Feb11 |
100701 |
665.50 |
665.50 |
642.00 |
643.75 |
-27.25 |
1,618 |
17,359 |
+132 |
Mar11 |
100701 |
664.75 |
664.75 |
645.50 |
647.25 |
-27.00 |
873 |
13,128 |
-178 |
Apr11 |
100701 |
671.75 |
671.75 |
649.75 |
650.75 |
-26.50 |
772 |
13,750 |
+8 |
Total Volume and Open Interest |
181,233 |
629,361 |
+6,438 |
Ethanol(CBOT) |
Jul10 |
100701 |
1.533 |
1.535 |
1.533 |
1.535 |
+0.006 |
72 |
187 |
-50 |
Aug10 |
100701 |
1.510 |
1.549 |
1.510 |
1.540 |
+0.015 |
158 |
1,440 |
-35 |
Sep10 |
100701 |
1.519 |
1.545 |
1.519 |
1.538 |
+0.020 |
82 |
925 |
+55 |
Oct10 |
100701 |
1.535 |
1.545 |
1.535 |
1.538 |
+0.018 |
40 |
971 |
+10 |
Nov10 |
100701 |
1.545 |
1.559 |
1.540 |
1.554 |
+0.025 |
76 |
800 |
+32 |
Dec10 |
100701 |
1.550 |
1.566 |
1.533 |
1.565 |
+0.025 |
74 |
1,889 |
+19 |
Jan11 |
100701 |
1.545 |
1.590 |
1.545 |
1.584 |
+0.024 |
120 |
1,412 |
+59 |
Feb11 |
100701 |
1.590 |
1.625 |
1.590 |
1.620 |
+0.030 |
161 |
757 |
+12 |
Total Volume and Open Interest |
1,025 |
11,551 |
+242 |
WTI Crude Oil(ICE |
Aug10 |
100701 |
75.12 |
75.20 |
72.05 |
72.95 |
-2.68 |
79,877 |
91,813 |
+711 |
Sep10 |
100701 |
75.70 |
75.71 |
72.60 |
73.46 |
-2.70 |
24,725 |
62,355 |
-168 |
Oct10 |
100701 |
75.90 |
76.10 |
73.22 |
73.93 |
-2.67 |
11,420 |
31,236 |
+262 |
Nov10 |
100701 |
75.88 |
76.08 |
73.77 |
74.45 |
-2.60 |
3,634 |
16,838 |
-195 |
Dec10 |
100701 |
76.52 |
76.68 |
74.13 |
74.95 |
-2.54 |
12,423 |
83,119 |
-694 |
Jan11 |
100701 |
75.91 |
75.91 |
74.71 |
75.34 |
-2.51 |
1,062 |
17,661 |
+79 |
Feb11 |
100701 |
76.81 |
76.81 |
75.06 |
75.69 |
-2.47 |
411 |
11,023 |
-32 |
Mar11 |
100701 |
75.40 |
76.03 |
75.40 |
76.03 |
-2.43 |
611 |
9,383 |
-13 |
Apr11 |
100701 |
76.12 |
76.36 |
76.00 |
76.36 |
-2.40 |
387 |
5,041 |
-101 |
May11 |
100701 |
76.69 |
76.69 |
76.69 |
76.69 |
-2.37 |
772 |
4,459 |
-232 |
Jun11 |
100701 |
76.90 |
77.02 |
76.60 |
77.02 |
-2.34 |
2,593 |
18,778 |
+1,319 |
Jul11 |
100701 |
77.31 |
77.31 |
77.31 |
77.31 |
-2.32 |
1,189 |
8,915 |
+985 |
Aug11 |
100701 |
77.50 |
77.50 |
77.50 |
77.50 |
-2.29 |
99 |
2,283 |
+30 |
Sep11 |
100701 |
77.66 |
77.66 |
77.66 |
77.66 |
-2.26 |
28 |
2,719 |
-8 |
Oct11 |
100701 |
77.82 |
77.82 |
77.82 |
77.82 |
-2.24 |
35 |
2,058 |
-8 |
Nov11 |
100701 |
78.01 |
78.01 |
78.01 |
78.01 |
-2.21 |
36 |
7,797 |
+0 |
Total Volume and Open Interest |
143,703 |
484,701 |
+1,905 |
US Dollar Index(ICE) |
Sep10 |
100701 |
86.450 |
86.545 |
84.675 |
84.985 |
-1.295 |
19,946 |
29,609 |
+930 |
Dec10 |
100701 |
85.750 |
85.750 |
85.295 |
85.320 |
-1.295 |
8 |
652 |
-1 |
Mar11 |
100701 |
85.680 |
85.680 |
85.680 |
85.680 |
-1.295 |
|
|
|
Total Volume and Open Interest |
19,954 |
30,261 |
+929 |
Australian Dollar(CME) |
Sep10 |
100701 |
83.39 |
83.80 |
82.47 |
83.34 |
-0.40 |
133,817 |
58,830 |
+2,134 |
Dec10 |
100701 |
82.61 |
82.90 |
81.62 |
82.47 |
-0.39 |
396 |
671 |
+239 |
Mar11 |
100701 |
81.66 |
82.04 |
81.66 |
81.66 |
-0.38 |
|
|
|
Total Volume and Open Interest |
134,363 |
59,657 |
+2,519 |
British Pound(CME) |
Sep10 |
100701 |
149.43 |
151.97 |
148.73 |
151.46 |
+1.90 |
111,405 |
121,086 |
-1,062 |
Dec10 |
100701 |
149.32 |
151.90 |
148.77 |
151.45 |
+1.90 |
55 |
144 |
-7 |
Mar11 |
100701 |
151.43 |
151.43 |
149.55 |
151.43 |
+1.88 |
0 |
3 |
+0 |
Total Volume and Open Interest |
111,460 |
121,233 |
-1,069 |
Canadian Dollar(CME) |
Sep10 |
100701 |
94.01 |
94.50 |
93.61 |
94.30 |
+0.28 |
110,180 |
84,753 |
+1,573 |
Dec10 |
100701 |
93.99 |
94.38 |
93.56 |
94.23 |
+0.28 |
476 |
3,131 |
+100 |
Mar11 |
100701 |
93.40 |
94.12 |
93.40 |
94.12 |
+0.28 |
10 |
331 |
+3 |
Jun11 |
100701 |
93.97 |
93.97 |
93.69 |
93.97 |
+0.28 |
0 |
221 |
+0 |
Total Volume and Open Interest |
110,666 |
88,461 |
+1,676 |
Japanese Yen(CME) |
Sep10 |
100701 |
113.28 |
115.12 |
113.05 |
114.44 |
+1.29 |
156,408 |
120,205 |
+8,755 |
Dec10 |
100701 |
113.44 |
115.25 |
113.36 |
114.65 |
+1.29 |
65 |
275 |
+16 |
Mar11 |
100701 |
114.58 |
114.88 |
113.59 |
114.88 |
+1.29 |
2 |
4 |
+2 |
Total Volume and Open Interest |
156,475 |
120,484 |
+8,773 |
Swiss Franc(CME) |
Sep10 |
100701 |
92.92 |
94.68 |
92.81 |
94.24 |
+1.29 |
36,781 |
42,788 |
-1,033 |
Dec10 |
100701 |
93.42 |
94.48 |
93.16 |
94.44 |
+1.28 |
5 |
49 |
+0 |
Mar11 |
100701 |
94.66 |
94.66 |
93.38 |
94.66 |
+1.28 |
0 |
2 |
+0 |
Total Volume and Open Interest |
36,786 |
42,840 |
-1,033 |
EuroFX(CME) |
Sep10 |
100701 |
122.39 |
125.45 |
121.97 |
124.81 |
+2.33 |
330,210 |
224,884 |
+3,218 |
Dec10 |
100701 |
122.43 |
125.48 |
122.09 |
124.85 |
+2.31 |
276 |
799 |
+33 |
Mar11 |
100701 |
124.90 |
124.90 |
122.59 |
124.88 |
+2.29 |
5 |
61 |
+5 |
Total Volume and Open Interest |
330,491 |
225,752 |
+3,256 |
Mexican Peso(CME) |
Jul10 |
100701 |
767.5 |
774.8 |
767.5 |
767.5 |
-7.2 |
|
|
|
Aug10 |
100701 |
764.5 |
771.8 |
764.5 |
764.5 |
-7.2 |
|
|
|
Total Volume and Open Interest |
22,267 |
66,846 |
+1,053 |
30-Year T-Bonds(CBOT) |
Sep10 |
100701 |
127~110 |
127~160 |
127~000 |
127~160 |
+0~120 |
|
|
|
Dec10 |
100701 |
126~090 |
127~000 |
126~030 |
126~190 |
+0~160 |
561 |
979 |
+216 |
Mar11 |
100701 |
125~070 |
125~070 |
124~230 |
125~070 |
+0~160 |
0 |
30 |
+0 |
Total Volume and Open Interest |
337,994 |
652,433 |
+8,670 |
10-Year T-Notes(CBOT) |
Sep10 |
100701 |
122~220 |
123~010 |
122~135 |
122~195 |
+0~020 |
1,358,633 |
1,699,442 |
-10,727 |
Dec10 |
100701 |
121~210 |
122~015 |
121~145 |
121~210 |
+0~025 |
108 |
408 |
+21 |
Mar11 |
100701 |
120~020 |
120~020 |
119~315 |
120~020 |
+0~025 |
33 |
48 |
+18 |
Total Volume and Open Interest |
1,358,784 |
1,699,915 |
-10,678 |
5-Year T-Notes(CBOT) |
Sep10 |
100701 |
59~032 |
59~032 |
59~021 |
59~022 |
-59~023 |
533,434 |
883,043 |
+444 |
Dec10 |
100701 |
117~023 |
117~074 |
117~023 |
117~050 |
+0~003 |
1 |
2 |
+0 |
Mar11 |
100701 |
116~052 |
116~052 |
116~049 |
116~052 |
+0~003 |
|
|
|
Total Volume and Open Interest |
535,995 |
907,720 |
-1,117 |
2 Year T-Notes(CBOT) |
Sep10 |
100701 |
54~090 |
54~090 |
54~090 |
54~090 |
-54~091 |
273,175 |
897,894 |
-3,469 |
Dec10 |
100701 |
109~007 |
109~028 |
108~121 |
109~022 |
+0~001 |
13 |
33 |
+3 |
Mar11 |
100701 |
108~119 |
108~119 |
108~117 |
108~119 |
+0~002 |
|
|
|
Total Volume and Open Interest |
273,959 |
900,951 |
-3,771 |
Eurodollars(CME) |
Sep10 |
100701 |
99.355 |
99.365 |
99.335 |
99.355 |
+0.010 |
188,296 |
1,024,606 |
-8,762 |
Dec10 |
100701 |
99.235 |
99.250 |
99.215 |
99.240 |
+0.010 |
204,847 |
1,064,304 |
+8,589 |
Mar11 |
100701 |
99.165 |
99.175 |
99.140 |
99.170 |
+0.010 |
217,640 |
856,061 |
+32,132 |
Jun11 |
100701 |
99.070 |
99.080 |
99.030 |
99.060 |
unch |
164,214 |
867,313 |
+3,223 |
Sep11 |
100701 |
98.915 |
98.940 |
98.890 |
98.910 |
-0.005 |
197,710 |
951,208 |
+15,601 |
Dec11 |
100701 |
98.725 |
98.735 |
98.680 |
98.705 |
-0.005 |
154,788 |
616,356 |
+6,109 |
Mar12 |
100701 |
98.525 |
98.540 |
98.475 |
98.505 |
-0.005 |
130,965 |
421,101 |
+7,361 |
Jun12 |
100701 |
98.295 |
98.315 |
98.250 |
98.280 |
unch |
98,943 |
310,771 |
+2,620 |
Sep12 |
100701 |
98.065 |
98.095 |
98.025 |
98.055 |
+0.005 |
58,698 |
218,053 |
+3,566 |
Dec12 |
100701 |
97.820 |
97.865 |
97.785 |
97.825 |
+0.015 |
46,686 |
181,677 |
+4,034 |
Mar13 |
100701 |
97.615 |
97.670 |
97.590 |
97.625 |
+0.020 |
46,487 |
159,244 |
+7,410 |
Jun13 |
100701 |
97.400 |
97.460 |
97.375 |
97.415 |
+0.025 |
28,442 |
102,529 |
+2,295 |
Sep13 |
100701 |
97.195 |
97.260 |
97.180 |
97.215 |
+0.030 |
12,550 |
76,602 |
-517 |
Dec13 |
100701 |
96.980 |
97.050 |
96.970 |
97.005 |
+0.030 |
10,624 |
38,383 |
-1,004 |
Mar14 |
100701 |
96.820 |
96.890 |
96.805 |
96.840 |
+0.030 |
8,550 |
45,945 |
+52 |
Jun14 |
100701 |
96.680 |
96.720 |
96.630 |
96.670 |
+0.030 |
9,259 |
33,698 |
+168 |
Sep14 |
100701 |
96.515 |
96.570 |
96.485 |
96.520 |
+0.035 |
5,428 |
24,669 |
+590 |
Dec14 |
100701 |
96.355 |
96.410 |
96.325 |
96.360 |
+0.035 |
4,639 |
42,855 |
+495 |
Total Volume and Open Interest |
1,613,167 |
7,217,903 |
+85,015 |
30 Day Federal Funds(CBOT) |
Jul10 |
100701 |
99.810 |
99.815 |
99.800 |
99.805 |
unch |
11,181 |
53,895 |
-3,349 |
Aug10 |
100701 |
99.800 |
99.800 |
99.795 |
99.795 |
unch |
12,177 |
79,576 |
-2,336 |
Sep10 |
100701 |
99.795 |
99.795 |
99.785 |
99.790 |
unch |
7,367 |
48,992 |
+4 |
Oct10 |
100701 |
99.780 |
99.790 |
99.780 |
99.785 |
+0.005 |
2,296 |
60,278 |
-283 |
Nov10 |
100701 |
99.775 |
99.780 |
99.770 |
99.775 |
+0.005 |
3,405 |
82,775 |
+536 |
Dec10 |
100701 |
99.770 |
99.770 |
99.760 |
99.765 |
+0.005 |
3,565 |
68,023 |
+579 |
Total Volume and Open Interest |
60,990 |
654,373 |
-3,723 |
30 Day Fed Funds(e-CBOT) |
Jul10 |
090519 |
99.085 |
99.085 |
99.085 |
99.085 |
unch |
0 |
2,211 |
|
Aug10 |
090519 |
98.995 |
98.995 |
98.995 |
98.995 |
unch |
0 |
1,623 |
|
Sep10 |
090519 |
98.885 |
98.900 |
98.880 |
98.885 |
unch |
50 |
2,134 |
|
Oct10 |
090519 |
98.820 |
98.820 |
98.810 |
98.820 |
unch |
0 |
454 |
|
Nov10 |
090519 |
98.660 |
98.660 |
98.660 |
98.660 |
unch |
0 |
1,342 |
|
Dec10 |
090519 |
98.590 |
98.590 |
98.565 |
98.565 |
unch |
0 |
330 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Sep10 |
100701 |
99.655 |
99.655 |
99.650 |
99.650 |
+0.010 |
0 |
939 |
+0 |
Dec10 |
100701 |
99.658 |
99.658 |
99.658 |
99.658 |
+0.010 |
0 |
342 |
+0 |
Mar11 |
100701 |
99.662 |
99.662 |
99.662 |
99.662 |
+0.010 |
0 |
167 |
+0 |
Jun11 |
100701 |
99.658 |
99.658 |
99.658 |
99.658 |
+0.010 |
|
|
|
Sep11 |
100701 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.010 |
|
|
|
Dec11 |
100701 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.010 |
|
|
|
Mar12 |
100701 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.010 |
|
|
|
Jun12 |
100701 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.010 |
|
|
|
Sep12 |
100701 |
99.725 |
99.725 |
99.725 |
99.725 |
+0.010 |
|
|
|
Dec12 |
100701 |
99.420 |
99.420 |
99.420 |
99.420 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
1,448 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100701 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
214 |
3,843 |
-84 |
Dec10 |
100701 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
1,372 |
+0 |
Mar11 |
100701 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
1,905 |
+0 |
Jun11 |
100701 |
99.65 |
99.67 |
99.65 |
99.66 |
+0.01 |
103 |
672 |
+100 |
Sep11 |
100701 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
108 |
+0 |
Dec11 |
100701 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
103 |
+0 |
Mar12 |
100701 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
305 |
+0 |
Jun12 |
100701 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
754 |
+0 |
Total Volume and Open Interest |
317 |
9,374 |
+16 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100630 |
141.63 |
141.78 |
141.55 |
141.62 |
+0.05 |
1,063 |
20,619 |
-11 |
Dec10 |
100701 |
140.91 |
140.91 |
140.91 |
140.91 |
+0.17 |
1 |
4 |
+2 |
Mar11 |
100701 |
138.82 |
138.82 |
138.82 |
138.82 |
+0.17 |
|
|
|
Total Volume and Open Interest |
1,829 |
21,038 |
+417 |
Euro-Bund(EUREX) |
Sep10 |
100701 |
129.54 |
129.65 |
128.98 |
129.56 |
+0.42 |
704,379 |
856,251 |
+13,205 |
Dec10 |
100701 |
128.10 |
128.10 |
127.95 |
128.08 |
+0.17 |
17 |
1,353 |
+1 |
Mar11 |
100701 |
128.06 |
128.06 |
128.06 |
128.06 |
+0.17 |
|
|
|
Total Volume and Open Interest |
831,889 |
854,814 |
-1,324 |
Euro-Bobl(EUREX) |
Sep10 |
100625 |
120.63 |
120.78 |
120.56 |
120.61 |
+0.59 |
576,317 |
700,482 |
-18,977 |
Dec10 |
100701 |
119.39 |
119.41 |
119.39 |
119.41 |
-0.07 |
927 |
3,503 |
+727 |
Mar11 |
100701 |
118.53 |
118.53 |
118.53 |
118.53 |
-0.08 |
|
|
|
Total Volume and Open Interest |
371,520 |
682,957 |
-8,604 |
3-Mth Euribor(EUREX) |
Sep10 |
100701 |
99.065 |
99.065 |
99.040 |
99.040 |
-0.035 |
94 |
4,258 |
-10 |
Dec10 |
100701 |
98.920 |
98.940 |
98.875 |
98.875 |
-0.070 |
732 |
2,440 |
+95 |
Mar11 |
100701 |
98.855 |
98.855 |
98.795 |
98.805 |
-0.090 |
16 |
1,037 |
+3 |
Total Volume and Open Interest |
885 |
12,020 |
+85 |
Long Gilt(LIFFE) |
Sep10 |
100629 |
121~06 |
121~14 |
120~17 |
120~22 |
-0~04 |
70,911 |
275,955 |
+2,305 |
Dec10 |
100701 |
124~16 |
124~16 |
124~16 |
124~16 |
+0~12 |
|
|
|
Total Volume and Open Interest |
159,550 |
282,970 |
+4,766 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100701 |
99.15 |
99.16 |
99.14 |
99.15 |
-0.01 |
16,805 |
363,136 |
+1,848 |
Dec10 |
100701 |
99.03 |
99.05 |
99.02 |
99.04 |
-0.01 |
84,535 |
382,968 |
+19,255 |
Mar11 |
100701 |
98.94 |
98.97 |
98.93 |
98.96 |
-0.01 |
151,677 |
325,665 |
-992 |
Jun11 |
100701 |
98.80 |
98.83 |
98.78 |
98.82 |
-0.01 |
122,770 |
304,685 |
+1,840 |
Sep11 |
100701 |
98.63 |
98.67 |
98.60 |
98.64 |
-0.02 |
78,108 |
313,019 |
+9,850 |
Dec11 |
100701 |
98.41 |
98.45 |
98.36 |
98.41 |
-0.02 |
53,642 |
251,734 |
+4,551 |
Total Volume and Open Interest |
579,530 |
2,363,615 |
+43,012 |
3-Mth Euribor(LIFFE) |
Sep10 |
100701 |
99.075 |
99.100 |
99.025 |
99.040 |
-0.035 |
142,821 |
592,860 |
-1,573 |
Dec10 |
100701 |
98.945 |
98.950 |
98.860 |
98.875 |
-0.070 |
96,220 |
483,471 |
+8,866 |
Mar11 |
100701 |
98.880 |
98.895 |
98.785 |
98.805 |
-0.090 |
72,083 |
505,117 |
+2,026 |
Total Volume and Open Interest |
686,477 |
3,203,479 |
+12,853 |
3-Mth Aus T-Bills(SFE) |
Sep10 |
100701 |
95.19 |
95.20 |
95.16 |
95.18 |
-0.01 |
19,859 |
256,372 |
+9,258 |
Dec10 |
100701 |
95.20 |
95.25 |
95.18 |
95.21 |
+0.01 |
26,030 |
173,028 |
+12,917 |
Mar11 |
100701 |
95.17 |
95.25 |
95.14 |
95.20 |
+0.03 |
13,314 |
76,423 |
+4,874 |
Jun11 |
100701 |
95.12 |
95.20 |
95.09 |
95.15 |
+0.03 |
4,962 |
53,872 |
+1,538 |
Sep11 |
100701 |
95.07 |
95.12 |
95.03 |
95.08 |
+0.01 |
2,762 |
36,548 |
+545 |
Dec11 |
100701 |
95.00 |
95.06 |
94.96 |
95.02 |
+0.01 |
1,966 |
26,887 |
+978 |
Mar12 |
100701 |
94.96 |
95.03 |
94.96 |
94.97 |
unch |
1,298 |
24,097 |
+594 |
Jun12 |
100701 |
94.95 |
95.00 |
94.95 |
94.95 |
+0.01 |
539 |
6,750 |
+252 |
Sep12 |
100701 |
94.97 |
94.97 |
94.93 |
94.96 |
+0.02 |
151 |
3,325 |
+137 |
Dec12 |
100701 |
94.94 |
94.94 |
94.94 |
94.94 |
+0.02 |
50 |
1,246 |
+50 |
Total Volume and Open Interest |
70,981 |
659,415 |
+31,143 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100701 |
94.88 |
94.96 |
94.86 |
94.91 |
+0.01 |
44,776 |
333,505 |
+15,532 |
Dec10 |
100701 |
94.90 |
94.90 |
94.90 |
94.90 |
+0.01 |
|
|
|
Total Volume and Open Interest |
44,776 |
333,505 |
+15,532 |
3-Year Aus T-Bonds(SFE) |
Sep10 |
100701 |
95.42 |
95.55 |
95.40 |
95.48 |
+0.04 |
172,854 |
577,002 |
+81,502 |
Dec10 |
100701 |
95.43 |
95.43 |
95.43 |
95.43 |
+0.04 |
|
|
|
Total Volume and Open Interest |
172,854 |
577,002 |
+81,502 |
Gold(CMX) |
Aug10 |
100701 |
1243.0 |
1244.8 |
1196.0 |
1206.7 |
-39.2 |
148,822 |
358,363 |
-4,850 |
Oct10 |
100701 |
1243.4 |
1245.2 |
1199.1 |
1208.6 |
-39.3 |
5,054 |
26,998 |
+456 |
Dec10 |
100701 |
1247.8 |
1248.2 |
1200.0 |
1210.5 |
-39.4 |
16,307 |
84,033 |
+5,016 |
Feb11 |
100701 |
1239.0 |
1239.0 |
1202.0 |
1212.5 |
-39.5 |
355 |
23,509 |
+7 |
Apr11 |
100701 |
1229.8 |
1229.8 |
1206.6 |
1214.4 |
-39.6 |
561 |
19,346 |
-77 |
Jun11 |
100701 |
598.4 |
598.4 |
554.1 |
561.2 |
-39.6 |
201 |
13,467 |
-14 |
Aug11 |
100701 |
1220.3 |
1220.3 |
1209.3 |
1218.8 |
-39.7 |
897 |
6,941 |
-866 |
Oct11 |
100701 |
1221.2 |
1221.3 |
1221.2 |
1221.3 |
-39.7 |
0 |
7,230 |
+0 |
Dec11 |
100701 |
1253.7 |
1253.7 |
1214.4 |
1223.8 |
-39.8 |
794 |
14,784 |
+530 |
Feb12 |
100701 |
1226.7 |
1226.7 |
1226.7 |
1226.7 |
-39.9 |
0 |
3,753 |
+0 |
Apr12 |
100701 |
1229.9 |
1229.9 |
1229.9 |
1229.9 |
-40.0 |
0 |
4,988 |
+0 |
Jun12 |
100701 |
1235.2 |
1235.2 |
1233.3 |
1233.3 |
-40.2 |
900 |
8,932 |
+640 |
Total Volume and Open Interest |
175,269 |
601,138 |
+996 |
Silver(CMX) |
Jul10 |
100701 |
1858.5 |
1866.0 |
1772.0 |
1776.0 |
-91.1 |
13,683 |
2,406 |
-4,767 |
Sep10 |
100701 |
1865.0 |
1869.0 |
1773.5 |
1779.0 |
-91.8 |
35,288 |
72,762 |
+1,724 |
Dec10 |
100701 |
1869.0 |
1875.0 |
1779.5 |
1785.1 |
-92.0 |
2,234 |
21,854 |
+434 |
Mar11 |
100701 |
1842.0 |
1842.0 |
1789.2 |
1789.2 |
-92.1 |
253 |
10,361 |
+13 |
May11 |
100701 |
1797.0 |
1797.0 |
1791.2 |
1791.2 |
-92.1 |
185 |
7,614 |
+100 |
Jul11 |
100701 |
1818.0 |
1818.0 |
1793.0 |
1793.1 |
-92.1 |
387 |
5,720 |
+321 |
Sep11 |
100701 |
1831.0 |
1831.0 |
1794.7 |
1794.7 |
-92.1 |
30 |
423 |
+16 |
Total Volume and Open Interest |
52,392 |
128,065 |
-2,107 |
Platinum(NYMEX) |
Jul10 |
100701 |
1516.0 |
1524.4 |
1496.5 |
1503.3 |
-27.6 |
2,270 |
341 |
-1,821 |
Oct10 |
100701 |
1540.0 |
1540.0 |
1495.1 |
1506.8 |
-30.5 |
5,842 |
28,433 |
+1,435 |
Jan11 |
100701 |
1515.0 |
1530.2 |
1505.0 |
1511.9 |
-30.4 |
24 |
662 |
+17 |
Apr11 |
100701 |
1511.9 |
1511.9 |
1511.9 |
1511.9 |
-30.4 |
0 |
6 |
+0 |
Total Volume and Open Interest |
8,172 |
29,497 |
-371 |
Palladium(NYMEX) |
Sep10 |
100701 |
441.55 |
445.45 |
424.00 |
429.05 |
-15.35 |
2,940 |
19,946 |
-593 |
Dec10 |
100701 |
438.00 |
445.00 |
426.90 |
429.95 |
-15.40 |
28 |
491 |
+15 |
Mar11 |
100701 |
430.45 |
430.45 |
430.45 |
430.45 |
-15.40 |
0 |
20 |
+0 |
Total Volume and Open Interest |
2,974 |
20,467 |
-603 |
Copper(CMX) |
Jul10 |
100701 |
289.65 |
291.95 |
284.45 |
286.50 |
-7.10 |
10,821 |
4,329 |
-2,934 |
Sep10 |
100701 |
291.00 |
293.60 |
285.55 |
287.70 |
-7.35 |
36,810 |
78,558 |
+906 |
Dec10 |
100701 |
295.95 |
295.95 |
288.00 |
289.90 |
-7.50 |
666 |
20,775 |
+58 |
Mar11 |
100701 |
293.00 |
293.00 |
291.30 |
291.30 |
-7.60 |
180 |
9,984 |
-6 |
May11 |
100701 |
292.10 |
292.10 |
292.10 |
292.10 |
-7.60 |
2 |
1,347 |
-2 |
Total Volume and Open Interest |
49,649 |
130,392 |
-1,881 |
DJIA Index(CBOT) |
Sep10 |
100701 |
9706 |
9735 |
9565 |
9662 |
-54 |
572 |
6,229 |
+105 |
Dec10 |
100701 |
9600 |
9654 |
9588 |
9602 |
-52 |
0 |
4 |
+0 |
Mar11 |
100701 |
9549 |
9603 |
9549 |
9549 |
-54 |
|
|
|
Jun11 |
100701 |
9491 |
9545 |
9491 |
9491 |
-54 |
|
|
|
Total Volume and Open Interest |
572 |
6,233 |
+105 |
S & P 500(CME) |
Sep10 |
100701 |
1024.40 |
1029.40 |
1006.50 |
1021.80 |
-4.80 |
34,945 |
294,793 |
+1,048 |
Dec10 |
100701 |
1023.00 |
1024.10 |
1001.60 |
1017.30 |
-4.80 |
55 |
4,619 |
+63 |
Mar11 |
100701 |
1013.20 |
1020.10 |
997.60 |
1013.20 |
-4.90 |
0 |
475 |
+0 |
Jun11 |
100701 |
1004.00 |
1016.60 |
994.10 |
1009.70 |
-4.90 |
0 |
45 |
+0 |
Total Volume and Open Interest |
35,000 |
299,932 |
+1,111 |
S & P 500 E-Mini(Globex) |
Sep10 |
100701 |
1024.50 |
1029.75 |
1006.00 |
1021.75 |
-4.75 |
3,109,449 |
2,742,306 |
+62,499 |
Dec10 |
100701 |
1020.25 |
1024.50 |
1001.75 |
1017.25 |
-4.75 |
5,277 |
9,995 |
+3,674 |
Total Volume and Open Interest |
3,114,727 |
2,752,345 |
+66,173 |
NASDAQ 100(CME) |
Sep10 |
100701 |
1736.00 |
1745.00 |
1697.00 |
1728.00 |
-10.00 |
1,512 |
9,061 |
+373 |
Dec10 |
100701 |
1726.00 |
1729.50 |
1718.00 |
1726.00 |
-9.80 |
0 |
1 |
+0 |
Mar11 |
100701 |
1723.50 |
1727.30 |
1723.50 |
1723.50 |
-9.80 |
|
|
|
Total Volume and Open Interest |
1,512 |
9,062 |
+373 |
NASDAQ 100 E-Mini(Globex) |
Sep10 |
100701 |
1736.30 |
1745.80 |
1698.00 |
1728.00 |
-10.00 |
477,966 |
297,844 |
+6,635 |
Dec10 |
100701 |
1724.80 |
1743.30 |
1698.80 |
1726.00 |
-9.80 |
232 |
179 |
+41 |
Total Volume and Open Interest |
478,201 |
298,025 |
+6,676 |
S & P Midcap 400(CME) |
Sep10 |
100701 |
706.00 |
712.50 |
690.00 |
705.80 |
-4.20 |
17 |
1,739 |
+14 |
Dec10 |
100701 |
703.80 |
703.80 |
703.80 |
703.80 |
-4.20 |
|
|
|
Mar11 |
100701 |
701.80 |
701.80 |
701.80 |
701.80 |
-4.20 |
|
|
|
Total Volume and Open Interest |
17 |
1,739 |
+14 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100701 |
9245 |
9245 |
9245 |
9245 |
-130 |
|
|
|
Dec10 |
100701 |
9215 |
9245 |
9215 |
9215 |
-30 |
|
|
|
Total Volume and Open Interest |
14,669 |
30,291 |
-207 |
Nikkei 225(SGX) |
Sep10 |
100701 |
9375 |
9390 |
9140 |
9175 |
-180 |
119,271 |
148,559 |
-549 |
Dec10 |
100701 |
9280 |
9280 |
9120 |
9125 |
-180 |
113 |
1,844 |
+45 |
Mar11 |
100701 |
9120 |
9120 |
9120 |
9120 |
-185 |
0 |
41 |
+0 |
Total Volume and Open Interest |
119,549 |
165,083 |
-340 |
CAC 40(EURONEXT) |
Jul10 |
100701 |
3370.0 |
3403.0 |
3319.0 |
3339.5 |
-102.5 |
173,862 |
419,082 |
-144 |
Aug10 |
100701 |
3366.0 |
3387.5 |
3326.5 |
3340.0 |
-102.5 |
23 |
1,444 |
-13 |
Sep10 |
100701 |
3370.5 |
3390.0 |
3324.5 |
3335.5 |
-102.5 |
1,350 |
36,227 |
-449 |
Total Volume and Open Interest |
175,235 |
458,011 |
-606 |
Hang Seng Index(HKFE) |
Jul10 |
100630 |
20045 |
20164 |
19995 |
20079 |
-108 |
51,468 |
73,016 |
+8,326 |
Aug10 |
100630 |
19970 |
20120 |
19950 |
20050 |
|
|
|
|
Sep10 |
100630 |
19877 |
20000 |
19877 |
19948 |
-107 |
450 |
3,360 |
+173 |
Total Volume and Open Interest |
128,319 |
101,615 |
-4,913 |
DAX(EUREX) |
Sep10 |
100701 |
5883.0 |
5962.0 |
5833.0 |
5868.5 |
-93.0 |
176,257 |
146,640 |
+1,151 |
Dec10 |
100701 |
5890.5 |
5960.5 |
5843.5 |
5876.5 |
-93.0 |
220 |
10,687 |
+92 |
Mar11 |
100701 |
5920.0 |
5927.5 |
5889.5 |
5889.5 |
-92.5 |
12 |
213 |
+0 |
Total Volume and Open Interest |
176,489 |
157,540 |
+1,243 |
FT-SE 100(EURONEXT) |
Sep10 |
100701 |
4820.00 |
4858.00 |
4757.00 |
4769.00 |
-111.50 |
124,793 |
659,830 |
+9,784 |
Dec10 |
100701 |
4798.50 |
4830.00 |
4744.00 |
4746.00 |
-111.50 |
101 |
6,970 |
-33 |
Mar11 |
100701 |
4740.50 |
4764.00 |
4706.00 |
4706.00 |
-111.50 |
6 |
1,070 |
+5 |
Total Volume and Open Interest |
124,900 |
667,870 |
+9,756 |
SPI 200(SFE) |
Sep10 |
100701 |
4260.0 |
4283.0 |
4198.0 |
4214.0 |
-48.0 |
40,864 |
222,775 |
+13,660 |
Dec10 |
100701 |
4230.0 |
4250.0 |
4230.0 |
4234.0 |
-50.0 |
4 |
3,265 |
+2 |
Mar11 |
100701 |
4221.0 |
4221.0 |
4221.0 |
4221.0 |
-50.0 |
0 |
1,148 |
+0 |
Total Volume and Open Interest |
40,868 |
227,929 |
+13,662 |
GSCI(CME) |
Jul10 |
100701 |
491.00 |
491.20 |
479.00 |
483.00 |
-11.00 |
724 |
16,183 |
-66 |
Aug10 |
100701 |
492.10 |
493.00 |
481.00 |
485.10 |
-11.05 |
64 |
68 |
+8 |
Sep10 |
100701 |
495.00 |
495.50 |
484.00 |
487.00 |
-12.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
790 |
16,251 |
-58 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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