|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue July 06, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100706 |
962.50 |
976.25 |
959.50 |
964.25 |
+1.50 |
7,003 |
9,463 |
-2,277 |
| Aug10 |
100706 |
942.00 |
958.00 |
938.50 |
940.50 |
-4.00 |
20,540 |
68,832 |
+773 |
| Sep10 |
100706 |
915.50 |
929.25 |
910.25 |
912.50 |
-3.75 |
4,741 |
15,567 |
+55 |
| Nov10 |
100706 |
902.75 |
920.00 |
899.25 |
900.00 |
-5.75 |
59,563 |
268,287 |
+248 |
| Jan11 |
100706 |
910.00 |
926.75 |
908.50 |
908.50 |
-6.25 |
2,396 |
31,763 |
+180 |
| Mar11 |
100706 |
917.75 |
933.50 |
916.00 |
916.00 |
-5.25 |
1,211 |
9,637 |
+326 |
| May11 |
100706 |
926.50 |
935.50 |
919.00 |
919.00 |
-5.25 |
688 |
9,973 |
+72 |
| Total Volume and Open Interest |
98,718 |
446,431 |
-544 |
| Soybean Meal(CBOT) |
| Jul10 |
100706 |
294.80 |
299.40 |
292.00 |
297.20 |
+2.30 |
4,996 |
7,942 |
-1,146 |
| Aug10 |
100706 |
285.20 |
290.60 |
283.00 |
286.70 |
+0.70 |
16,992 |
38,535 |
+883 |
| Sep10 |
100706 |
272.70 |
278.30 |
272.10 |
273.80 |
-0.90 |
6,007 |
23,163 |
+1,578 |
| Oct10 |
100706 |
261.70 |
267.30 |
261.70 |
263.40 |
-1.40 |
2,956 |
12,416 |
+56 |
| Dec10 |
100706 |
262.60 |
266.30 |
260.50 |
262.40 |
-1.90 |
24,408 |
83,643 |
-1,372 |
| Jan11 |
100706 |
262.40 |
266.40 |
261.90 |
262.60 |
-2.10 |
254 |
6,635 |
+9 |
| Mar11 |
100706 |
264.20 |
267.70 |
263.50 |
263.60 |
-2.40 |
292 |
5,737 |
+45 |
| May11 |
100706 |
266.20 |
267.10 |
263.40 |
263.50 |
-2.20 |
244 |
4,526 |
+37 |
| Total Volume and Open Interest |
56,320 |
189,602 |
+109 |
| Soybean Oil(CBOT) |
| Jul10 |
100706 |
35.93 |
36.50 |
35.84 |
35.84 |
-0.17 |
10,281 |
5,696 |
-1,212 |
| Aug10 |
100706 |
36.15 |
36.66 |
35.94 |
35.99 |
-0.17 |
27,619 |
76,449 |
+885 |
| Sep10 |
100706 |
36.18 |
36.81 |
36.13 |
36.13 |
-0.18 |
6,469 |
28,644 |
+388 |
| Oct10 |
100706 |
36.39 |
36.94 |
36.30 |
36.30 |
-0.18 |
2,082 |
13,031 |
+206 |
| Dec10 |
100706 |
36.82 |
37.37 |
36.65 |
36.69 |
-0.18 |
39,031 |
146,166 |
-2,640 |
| Jan11 |
100706 |
37.01 |
37.65 |
36.97 |
36.98 |
-0.19 |
1,714 |
8,203 |
+733 |
| Mar11 |
100706 |
37.41 |
37.99 |
37.32 |
37.33 |
-0.18 |
1,801 |
5,081 |
+546 |
| May11 |
100706 |
38.15 |
38.30 |
37.62 |
37.63 |
-0.17 |
276 |
3,054 |
-76 |
| Total Volume and Open Interest |
89,526 |
292,059 |
-1,011 |
| Canola(WCE) |
| Jul10 |
100706 |
433.5 |
437.1 |
423.5 |
425.2 |
-6.1 |
0 |
1,475 |
+0 |
| Nov10 |
100706 |
421.5 |
426.6 |
418.0 |
424.2 |
+4.4 |
4,827 |
129,391 |
+712 |
| Jan11 |
100706 |
420.0 |
426.6 |
420.0 |
424.7 |
+4.1 |
384 |
11,057 |
+139 |
| Mar11 |
100706 |
415.8 |
423.6 |
415.8 |
422.4 |
+4.1 |
30 |
5,485 |
+3 |
| May11 |
100706 |
421.3 |
421.3 |
421.3 |
421.3 |
+3.1 |
27 |
1,688 |
+0 |
| Total Volume and Open Interest |
5,326 |
152,248 |
+859 |
| Corn(CBOT) |
| Jul10 |
100706 |
362.25 |
371.25 |
359.25 |
360.00 |
-4.00 |
17,351 |
20,723 |
-4,693 |
| Sep10 |
100706 |
370.00 |
380.00 |
367.50 |
368.00 |
-4.50 |
93,230 |
383,217 |
+13 |
| Dec10 |
100706 |
381.50 |
391.50 |
379.00 |
379.25 |
-5.25 |
150,780 |
478,401 |
-7,493 |
| Mar11 |
100706 |
394.50 |
403.00 |
391.00 |
391.75 |
-4.75 |
10,753 |
72,769 |
-455 |
| May11 |
100706 |
403.00 |
410.50 |
398.75 |
399.75 |
-4.50 |
2,086 |
15,445 |
+22 |
| Jul11 |
100706 |
408.50 |
417.00 |
405.75 |
407.00 |
-4.00 |
6,588 |
46,728 |
+162 |
| Total Volume and Open Interest |
292,206 |
1,102,766 |
-10,784 |
| Wheat(CBOT) |
| Jul10 |
100706 |
487.75 |
511.00 |
487.75 |
492.75 |
+5.00 |
9,964 |
6,349 |
-1,609 |
| Sep10 |
100706 |
500.00 |
526.00 |
500.00 |
507.50 |
+4.50 |
77,177 |
214,807 |
+734 |
| Dec10 |
100706 |
526.00 |
553.25 |
525.75 |
535.50 |
+6.50 |
34,787 |
112,844 |
-1,289 |
| Mar11 |
100706 |
552.00 |
579.00 |
552.00 |
560.75 |
+6.75 |
6,056 |
32,838 |
+556 |
| May11 |
100706 |
569.75 |
588.75 |
569.75 |
573.25 |
+5.25 |
2,501 |
8,850 |
+397 |
| Total Volume and Open Interest |
138,242 |
456,992 |
+39 |
| Wheat(KCBT) |
| Jul10 |
100706 |
506.25 |
548.00 |
506.25 |
512.75 |
+5.50 |
1,114 |
1,309 |
-1,008 |
| Sep10 |
100706 |
514.00 |
537.00 |
513.75 |
521.00 |
+5.00 |
17,742 |
57,191 |
+2,081 |
| Dec10 |
100706 |
531.75 |
591.00 |
531.75 |
538.25 |
+5.25 |
8,867 |
48,115 |
+1,376 |
| Mar11 |
100706 |
550.25 |
571.00 |
550.25 |
554.75 |
+5.00 |
3,117 |
19,262 |
+935 |
| May11 |
100706 |
566.25 |
582.00 |
563.75 |
564.75 |
+4.25 |
392 |
5,150 |
+205 |
| Total Volume and Open Interest |
34,040 |
165,226 |
+4,111 |
| Wheat(MGE) |
| Jul10 |
100706 |
535.25 |
538.00 |
527.75 |
527.75 |
+5.50 |
106 |
93 |
-1,034 |
| Sep10 |
100706 |
530.75 |
549.75 |
524.75 |
535.75 |
+4.75 |
4,211 |
18,471 |
+9 |
| Dec10 |
100706 |
547.00 |
565.50 |
547.00 |
551.50 |
+4.25 |
2,155 |
14,623 |
+154 |
| Mar11 |
100706 |
565.00 |
583.25 |
560.00 |
570.50 |
+5.75 |
478 |
5,698 |
-161 |
| May11 |
100706 |
576.00 |
594.00 |
570.00 |
580.00 |
+4.25 |
346 |
1,667 |
+75 |
| Total Volume and Open Interest |
7,999 |
49,273 |
-1,158 |
| Oats(CBOT) |
| Jul10 |
100706 |
240.75 |
249.25 |
240.75 |
248.00 |
+5.00 |
423 |
1,397 |
-761 |
| Sep10 |
100706 |
246.00 |
263.00 |
246.00 |
254.00 |
+6.50 |
630 |
3,570 |
-236 |
| Dec10 |
100706 |
245.50 |
261.00 |
245.50 |
256.00 |
+5.00 |
612 |
6,168 |
-41 |
| Mar11 |
100706 |
262.00 |
262.00 |
257.00 |
262.00 |
+5.00 |
12 |
703 |
-8 |
| Total Volume and Open Interest |
1,677 |
11,840 |
-1,046 |
| Rough Rice(CBOT) |
| Jul10 |
100706 |
9.65 |
9.81 |
9.65 |
9.66 |
+0.09 |
72 |
135 |
-461 |
| Sep10 |
100706 |
9.80 |
10.06 |
9.77 |
9.87 |
+0.06 |
502 |
8,809 |
-70 |
| Nov10 |
100706 |
10.12 |
10.29 |
10.05 |
10.10 |
+0.04 |
159 |
2,301 |
+37 |
| Jan11 |
100706 |
10.36 |
10.36 |
10.32 |
10.36 |
+0.05 |
6 |
519 |
+1 |
| Total Volume and Open Interest |
755 |
13,557 |
-496 |
| Live Cattle(CME) |
| Aug10 |
100706 |
89.500 |
90.850 |
89.500 |
89.800 |
+0.320 |
17,325 |
129,447 |
-3,150 |
| Oct10 |
100706 |
90.750 |
91.950 |
90.750 |
91.100 |
+0.170 |
9,607 |
103,213 |
+1,264 |
| Dec10 |
100706 |
93.285 |
94.035 |
93.200 |
93.250 |
+0.115 |
3,331 |
48,362 |
+870 |
| Feb11 |
100706 |
95.200 |
95.700 |
94.980 |
95.330 |
+0.230 |
2,033 |
23,939 |
+220 |
| Apr11 |
100706 |
96.700 |
97.450 |
96.550 |
97.230 |
+0.330 |
730 |
13,005 |
+140 |
| Jun11 |
100706 |
93.500 |
94.300 |
93.500 |
94.100 |
+0.400 |
169 |
3,997 |
+116 |
| Total Volume and Open Interest |
33,220 |
324,286 |
-528 |
| Feeder Cattle(CME) |
| Aug10 |
100706 |
113.000 |
113.750 |
112.700 |
113.535 |
+0.855 |
2,393 |
21,917 |
-767 |
| Sep10 |
100706 |
113.050 |
113.800 |
112.650 |
113.580 |
+0.830 |
1,562 |
6,961 |
+670 |
| Oct10 |
100706 |
112.800 |
113.700 |
112.800 |
113.580 |
+0.780 |
760 |
5,263 |
+123 |
| Nov10 |
100706 |
112.680 |
113.300 |
112.300 |
113.200 |
+0.700 |
159 |
1,919 |
+69 |
| Jan11 |
100706 |
110.700 |
111.500 |
110.700 |
111.400 |
+0.500 |
24 |
727 |
+1 |
| Mar11 |
100706 |
111.000 |
111.035 |
110.750 |
110.800 |
+0.500 |
14 |
155 |
+8 |
| Apr11 |
100706 |
110.400 |
110.400 |
110.400 |
110.400 |
unch |
0 |
19 |
+0 |
| Total Volume and Open Interest |
4,912 |
36,974 |
+104 |
| Lean Hogs(CME) |
| Jul10 |
100706 |
78.400 |
79.000 |
78.150 |
78.785 |
+0.585 |
4,851 |
15,068 |
-1,039 |
| Aug10 |
100706 |
80.100 |
81.000 |
80.100 |
80.285 |
+0.235 |
15,340 |
73,337 |
-667 |
| Oct10 |
100706 |
73.800 |
74.650 |
73.750 |
74.135 |
+0.385 |
4,893 |
49,698 |
+1,008 |
| Dec10 |
100706 |
70.900 |
71.750 |
70.850 |
71.250 |
+0.350 |
2,562 |
30,971 |
+350 |
| Feb11 |
100706 |
72.580 |
73.100 |
72.430 |
72.750 |
+0.215 |
864 |
12,707 |
+191 |
| Apr11 |
100706 |
74.135 |
74.535 |
73.975 |
74.385 |
+0.250 |
962 |
10,764 |
+378 |
| May11 |
100706 |
77.725 |
78.050 |
77.600 |
77.600 |
+0.100 |
11 |
305 |
+10 |
| Jun11 |
100706 |
81.200 |
81.350 |
80.500 |
80.950 |
-0.250 |
535 |
4,142 |
+198 |
| Total Volume and Open Interest |
30,050 |
197,899 |
+446 |
| Pork Bellies(CME) |
| Jul10 |
100706 |
97.500 |
98.500 |
97.500 |
98.500 |
unch |
5 |
54 |
-3 |
| Aug10 |
100706 |
94.000 |
94.800 |
94.000 |
94.700 |
-0.050 |
0 |
30 |
+0 |
| Feb11 |
100706 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
5 |
+0 |
| Mar11 |
100706 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100706 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
5 |
90 |
-3 |
| Class III Milk(CME) |
| Jul10 |
100706 |
13.50 |
13.55 |
13.45 |
13.51 |
+0.06 |
109 |
4,271 |
-22 |
| Aug10 |
100706 |
14.40 |
14.65 |
14.36 |
14.62 |
+0.26 |
522 |
4,734 |
-52 |
| Sep10 |
100706 |
14.82 |
15.02 |
14.82 |
15.00 |
+0.18 |
215 |
4,173 |
+39 |
| Oct10 |
100706 |
14.90 |
15.00 |
14.86 |
14.97 |
+0.11 |
93 |
3,621 |
+3 |
| Nov10 |
100706 |
14.77 |
14.82 |
14.73 |
14.78 |
+0.05 |
95 |
3,528 |
+30 |
| Total Volume and Open Interest |
1,285 |
29,973 |
+120 |
| Cocoa(ICE) |
| Jul10 |
100706 |
2930 |
2938 |
2930 |
2938 |
+17 |
31 |
145 |
-22 |
| Sep10 |
100706 |
2992 |
3010 |
2939 |
2967 |
-4 |
7,884 |
60,618 |
-940 |
| Dec10 |
100706 |
3015 |
3030 |
2962 |
2991 |
-1 |
1,414 |
23,031 |
-288 |
| Mar11 |
100706 |
3001 |
3030 |
3000 |
3004 |
-4 |
298 |
16,540 |
-132 |
| May11 |
100706 |
3020 |
3020 |
3015 |
3015 |
-5 |
141 |
7,920 |
+29 |
| Jul11 |
100706 |
3022 |
3022 |
3021 |
3022 |
-5 |
5 |
4,029 |
-1 |
| Sep11 |
100706 |
3031 |
3031 |
3030 |
3031 |
-5 |
5 |
1,429 |
+5 |
| Total Volume and Open Interest |
9,783 |
119,238 |
-1,349 |
| Coffee "C"(ICE) |
| Jul10 |
100706 |
160.45 |
161.00 |
155.00 |
155.50 |
-6.80 |
68 |
214 |
-39 |
| Sep10 |
100706 |
163.45 |
163.50 |
156.85 |
157.65 |
-6.65 |
14,812 |
93,508 |
+303 |
| Dec10 |
100706 |
163.65 |
164.25 |
157.65 |
158.45 |
-6.55 |
5,131 |
44,810 |
+905 |
| Mar11 |
100706 |
163.35 |
163.65 |
157.50 |
158.35 |
-6.45 |
1,307 |
18,126 |
+221 |
| May11 |
100706 |
159.50 |
161.55 |
157.60 |
157.90 |
-6.35 |
142 |
6,184 |
+74 |
| Jul11 |
100706 |
160.80 |
160.80 |
157.75 |
157.75 |
-6.20 |
66 |
2,937 |
+22 |
| Total Volume and Open Interest |
21,559 |
167,163 |
+1,505 |
| Orange Juice(ICE) |
| Jul10 |
100706 |
151.50 |
151.95 |
146.00 |
147.35 |
-3.85 |
97 |
495 |
-668 |
| Sep10 |
100706 |
151.00 |
151.15 |
144.00 |
146.60 |
-4.50 |
1,603 |
22,268 |
+359 |
| Nov10 |
100706 |
150.70 |
151.65 |
146.00 |
147.40 |
-4.35 |
304 |
3,893 |
+57 |
| Jan11 |
100706 |
150.35 |
150.75 |
147.25 |
147.70 |
-4.45 |
198 |
1,509 |
+187 |
| Mar11 |
100706 |
149.25 |
149.25 |
148.50 |
148.50 |
-4.45 |
3 |
199 |
+0 |
| May11 |
100706 |
148.70 |
148.70 |
148.70 |
148.70 |
-4.70 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
2,205 |
28,717 |
-65 |
| Sugar #11(ICE) |
| Oct10 |
100706 |
16.70 |
16.98 |
16.47 |
16.69 |
-0.01 |
32,409 |
260,629 |
-1,671 |
| Mar11 |
100706 |
17.02 |
17.32 |
16.91 |
17.09 |
-0.01 |
15,095 |
132,254 |
+1,848 |
| May11 |
100706 |
16.60 |
16.73 |
16.36 |
16.54 |
-0.05 |
3,790 |
27,733 |
+219 |
| Jul11 |
100706 |
16.19 |
16.33 |
15.99 |
16.13 |
-0.12 |
5,191 |
60,174 |
-125 |
| Oct11 |
100706 |
16.13 |
16.21 |
15.90 |
16.04 |
-0.16 |
1,995 |
24,566 |
+306 |
| Total Volume and Open Interest |
61,568 |
562,220 |
+671 |
| London Cocoa(LCE) |
| Jul10 |
100706 |
2557 |
2615 |
2550 |
2594 |
+37 |
2,280 |
50,927 |
-629 |
| Sep10 |
100706 |
2393 |
2415 |
2390 |
2394 |
-6 |
3,542 |
61,478 |
+119 |
| Dec10 |
100706 |
2214 |
2226 |
2203 |
2204 |
-8 |
1,907 |
34,011 |
-152 |
| Mar11 |
100706 |
2175 |
2187 |
2168 |
2174 |
-4 |
887 |
29,179 |
-25 |
| May11 |
100706 |
2167 |
2180 |
2162 |
2169 |
-1 |
329 |
9,953 |
+280 |
| Jul11 |
100706 |
2167 |
2181 |
2160 |
2164 |
-3 |
0 |
1,654 |
+0 |
| Sep11 |
100706 |
2162 |
2162 |
2162 |
2162 |
unch |
0 |
2,470 |
+0 |
| Total Volume and Open Interest |
8,945 |
195,493 |
-407 |
| London Sugar(LCE) |
| Aug10 |
100706 |
568.90 |
579.10 |
565.00 |
573.30 |
+1.80 |
4,967 |
15,328 |
-2,239 |
| Oct10 |
100706 |
500.50 |
505.80 |
495.80 |
502.30 |
-0.10 |
4,844 |
31,348 |
+2,270 |
| Dec10 |
100706 |
474.20 |
477.40 |
468.20 |
474.20 |
-1.30 |
654 |
9,563 |
-88 |
| Mar11 |
100706 |
472.80 |
475.10 |
469.30 |
473.70 |
-1.80 |
815 |
6,800 |
+149 |
| May11 |
100706 |
462.00 |
463.40 |
459.00 |
461.40 |
-3.90 |
133 |
2,909 |
+128 |
| Total Volume and Open Interest |
11,477 |
68,049 |
+282 |
| Cotton(ICE) |
| Jul10 |
100706 |
81.65 |
82.46 |
81.40 |
81.60 |
-0.04 |
63 |
965 |
-32 |
| Oct10 |
100706 |
77.57 |
78.67 |
77.00 |
77.12 |
-0.71 |
325 |
1,563 |
-132 |
| Dec10 |
100706 |
75.40 |
76.09 |
74.16 |
74.32 |
-1.21 |
15,840 |
126,354 |
-2,119 |
| Mar11 |
100706 |
76.75 |
77.05 |
75.36 |
75.50 |
-1.23 |
2,456 |
23,947 |
+312 |
| May11 |
100706 |
75.74 |
75.74 |
75.74 |
75.74 |
-1.32 |
116 |
1,294 |
-100 |
| Jul11 |
100706 |
77.10 |
77.10 |
75.76 |
75.86 |
-1.46 |
95 |
6,751 |
+524 |
| Total Volume and Open Interest |
18,931 |
162,668 |
-1,520 |
| Lumber(CME) |
| Jul10 |
100706 |
207.7 |
207.7 |
195.4 |
195.5 |
-10.5 |
505 |
1,442 |
-148 |
| Sep10 |
100706 |
219.2 |
219.2 |
209.4 |
209.4 |
-10.0 |
1,387 |
5,777 |
+415 |
| Nov10 |
100706 |
218.0 |
218.0 |
208.0 |
208.0 |
-10.0 |
135 |
2,151 |
+44 |
| Jan11 |
100706 |
231.2 |
231.2 |
230.0 |
230.0 |
-9.5 |
22 |
134 |
-4 |
| Total Volume and Open Interest |
2,049 |
9,517 |
+307 |
| Crude Oil(NYM) |
| Aug10 |
100706 |
72.06 |
73.86 |
71.09 |
71.98 |
-0.16 |
405,081 |
304,535 |
+4,067 |
| Sep10 |
100706 |
72.59 |
74.36 |
71.47 |
72.51 |
-0.09 |
108,331 |
167,081 |
+6,329 |
| Oct10 |
100706 |
73.36 |
74.83 |
72.15 |
73.06 |
unch |
48,875 |
62,693 |
+1,693 |
| Nov10 |
100706 |
74.07 |
75.35 |
72.71 |
73.67 |
+0.08 |
20,826 |
40,853 |
+352 |
| Dec10 |
100706 |
74.32 |
75.89 |
73.15 |
74.23 |
+0.15 |
56,026 |
199,320 |
-2,888 |
| Jan11 |
100706 |
74.76 |
76.16 |
74.24 |
74.70 |
+0.22 |
7,305 |
38,214 |
-609 |
| Feb11 |
100706 |
75.90 |
76.38 |
75.04 |
75.11 |
+0.28 |
2,849 |
15,718 |
+171 |
| Mar11 |
100706 |
76.88 |
77.01 |
75.01 |
75.51 |
+0.33 |
3,556 |
22,314 |
+46 |
| Apr11 |
100706 |
76.60 |
76.60 |
75.84 |
75.91 |
+0.39 |
2,373 |
10,885 |
-405 |
| May11 |
100706 |
76.16 |
77.18 |
75.46 |
76.30 |
+0.44 |
1,753 |
7,645 |
-10 |
| Jun11 |
100706 |
76.09 |
78.10 |
76.09 |
76.68 |
+0.48 |
11,463 |
42,597 |
+1,081 |
| Jul11 |
100706 |
77.70 |
77.70 |
76.96 |
77.00 |
+0.52 |
1,444 |
23,267 |
-44 |
| Aug11 |
100706 |
77.19 |
77.19 |
77.19 |
77.19 |
+0.53 |
727 |
7,433 |
-6 |
| Sep11 |
100706 |
77.34 |
77.34 |
77.34 |
77.34 |
+0.53 |
901 |
7,201 |
-310 |
| Oct11 |
100706 |
77.48 |
77.48 |
77.48 |
77.48 |
+0.52 |
309 |
5,064 |
-160 |
| Nov11 |
100706 |
77.65 |
77.65 |
77.65 |
77.65 |
+0.51 |
340 |
9,768 |
-2 |
| Total Volume and Open Interest |
698,340 |
1,266,915 |
+2,975 |
| 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 |
100706 |
72.275 |
74.350 |
71.700 |
72.500 |
-0.100 |
593 |
1,271 |
+158 |
| Oct10 |
100706 |
72.650 |
74.775 |
72.650 |
73.050 |
unch |
84 |
171 |
-24 |
| Nov10 |
100706 |
73.850 |
73.850 |
73.675 |
73.675 |
+0.075 |
96 |
109 |
+89 |
| Dec10 |
100706 |
73.800 |
75.725 |
73.450 |
74.225 |
+0.150 |
19 |
105 |
+1 |
| Jan11 |
100706 |
74.750 |
74.750 |
74.700 |
74.700 |
+0.225 |
0 |
1 |
+0 |
| Feb11 |
100706 |
75.100 |
75.100 |
75.100 |
75.100 |
+0.275 |
0 |
1 |
+0 |
| Mar11 |
100706 |
75.500 |
75.500 |
75.500 |
75.500 |
+0.325 |
|
|
|
| Apr11 |
100706 |
75.900 |
75.900 |
75.900 |
75.900 |
+0.375 |
|
|
|
| Total Volume and Open Interest |
18,459 |
4,580 |
+625 |
| Heating Oil(NYM) |
| Aug10 |
100706 |
192.41 |
196.90 |
189.68 |
191.72 |
+0.17 |
69,907 |
82,812 |
-1,350 |
| Sep10 |
100706 |
195.00 |
199.40 |
192.36 |
194.20 |
unch |
22,476 |
46,487 |
+945 |
| Oct10 |
100706 |
197.53 |
201.96 |
196.44 |
196.74 |
-0.20 |
10,350 |
28,270 |
+787 |
| Nov10 |
100706 |
200.45 |
204.60 |
198.00 |
199.46 |
-0.32 |
5,191 |
20,129 |
+719 |
| Dec10 |
100706 |
203.45 |
207.25 |
200.85 |
202.14 |
-0.38 |
13,055 |
35,139 |
-221 |
| Jan11 |
100706 |
203.21 |
209.59 |
203.21 |
204.63 |
-0.41 |
4,114 |
22,288 |
+908 |
| Feb11 |
100706 |
205.11 |
211.45 |
204.96 |
206.43 |
-0.36 |
1,255 |
9,547 |
+171 |
| Mar11 |
100706 |
210.10 |
212.04 |
207.20 |
207.20 |
-0.32 |
2,075 |
9,055 |
+181 |
| Apr11 |
100706 |
209.85 |
211.58 |
206.72 |
206.72 |
-0.25 |
793 |
5,206 |
+45 |
| May11 |
100706 |
205.00 |
211.33 |
205.00 |
206.42 |
-0.23 |
449 |
4,883 |
+191 |
| Jun11 |
100706 |
208.50 |
211.36 |
205.12 |
206.62 |
-0.20 |
3,184 |
19,611 |
-385 |
| Jul11 |
100706 |
210.75 |
212.71 |
207.84 |
207.84 |
-0.18 |
136 |
2,161 |
-45 |
| Total Volume and Open Interest |
133,934 |
304,017 |
+1,866 |
| Gasoline(NYMEX) |
| Aug10 |
100706 |
197.77 |
203.40 |
194.80 |
197.13 |
-0.64 |
49,319 |
80,908 |
+75 |
| Sep10 |
100706 |
198.12 |
202.41 |
194.28 |
196.44 |
-0.64 |
15,984 |
55,888 |
+1,038 |
| Oct10 |
100706 |
187.10 |
190.65 |
184.57 |
185.37 |
-0.55 |
7,496 |
25,204 |
-16 |
| Nov10 |
100706 |
185.70 |
189.43 |
183.76 |
184.30 |
-0.44 |
3,508 |
22,141 |
+320 |
| Dec10 |
100706 |
185.91 |
189.71 |
182.69 |
184.81 |
-0.22 |
6,260 |
14,796 |
-87 |
| Jan11 |
100706 |
189.50 |
191.04 |
186.53 |
186.53 |
-0.16 |
782 |
6,827 |
-56 |
| Feb11 |
100706 |
189.30 |
192.89 |
188.59 |
188.59 |
-0.17 |
562 |
2,132 |
+47 |
| Mar11 |
100706 |
191.27 |
194.00 |
190.64 |
190.64 |
-0.19 |
613 |
2,550 |
-4 |
| Apr11 |
100706 |
204.94 |
204.94 |
202.69 |
202.69 |
-0.14 |
278 |
3,479 |
+21 |
| May11 |
100706 |
208.50 |
208.50 |
203.73 |
203.73 |
-0.13 |
79 |
3,320 |
+25 |
| Total Volume and Open Interest |
84,969 |
227,736 |
+1,400 |
| e-miNY RBOB Gasoline(NYM) |
| Aug10 |
100706 |
197.10 |
197.13 |
197.10 |
197.10 |
-0.70 |
0 |
2 |
+0 |
| Sep10 |
100706 |
196.40 |
196.44 |
196.40 |
196.40 |
-0.70 |
|
|
|
| Oct10 |
100706 |
185.40 |
185.40 |
185.37 |
185.40 |
-0.50 |
0 |
1 |
+0 |
| Nov10 |
100706 |
184.30 |
184.30 |
184.30 |
184.30 |
-0.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Natural Gas(NYM) |
| Aug10 |
100706 |
4.660 |
4.900 |
4.654 |
4.682 |
-0.005 |
138,080 |
127,454 |
-1,020 |
| Sep10 |
100706 |
4.686 |
4.916 |
4.685 |
4.702 |
-0.015 |
38,767 |
143,591 |
+434 |
| Oct10 |
100706 |
4.860 |
4.975 |
4.757 |
4.774 |
-0.021 |
39,612 |
82,795 |
+2,049 |
| Nov10 |
100706 |
5.080 |
5.208 |
5.029 |
5.040 |
unch |
16,940 |
41,194 |
+2,874 |
| Dec10 |
100706 |
5.325 |
5.447 |
5.272 |
5.302 |
+0.011 |
11,698 |
38,750 |
-98 |
| Jan11 |
100706 |
5.470 |
5.593 |
5.430 |
5.458 |
+0.007 |
18,776 |
57,108 |
+1,366 |
| Feb11 |
100706 |
5.500 |
5.560 |
5.400 |
5.428 |
+0.007 |
2,646 |
18,747 |
+236 |
| Mar11 |
100706 |
5.400 |
5.458 |
5.303 |
5.332 |
+0.010 |
7,250 |
53,074 |
-912 |
| Apr11 |
100706 |
5.134 |
5.213 |
5.090 |
5.109 |
+0.019 |
5,411 |
40,850 |
-376 |
| May11 |
100706 |
5.170 |
5.170 |
5.125 |
5.127 |
+0.019 |
1,468 |
19,745 |
+341 |
| Jun11 |
100706 |
5.214 |
5.214 |
5.171 |
5.172 |
+0.019 |
746 |
8,344 |
+50 |
| Jul11 |
100706 |
5.314 |
5.322 |
5.228 |
5.234 |
+0.016 |
942 |
5,742 |
+116 |
| Aug11 |
100706 |
5.276 |
5.276 |
5.276 |
5.276 |
+0.014 |
305 |
5,307 |
+34 |
| Sep11 |
100706 |
5.365 |
5.373 |
5.305 |
5.305 |
+0.013 |
452 |
5,292 |
+49 |
| Oct11 |
100706 |
5.475 |
5.475 |
5.370 |
5.391 |
+0.013 |
1,240 |
18,513 |
-221 |
| Nov11 |
100706 |
5.690 |
5.690 |
5.604 |
5.609 |
+0.011 |
491 |
4,856 |
+50 |
| Total Volume and Open Interest |
286,197 |
772,780 |
+5,212 |
| Brent Crude Oil(ICE) |
| Aug10 |
100706 |
71.47 |
73.28 |
70.77 |
71.45 |
-0.02 |
132,199 |
145,251 |
-13,675 |
| Sep10 |
100706 |
71.72 |
73.55 |
71.02 |
71.74 |
+0.02 |
72,136 |
155,568 |
-3,554 |
| Oct10 |
100706 |
71.92 |
74.01 |
71.50 |
72.29 |
+0.09 |
25,492 |
70,946 |
+2,897 |
| Nov10 |
100706 |
72.48 |
74.55 |
72.05 |
72.88 |
+0.14 |
8,086 |
27,446 |
-29 |
| Dec10 |
100706 |
73.03 |
75.15 |
72.60 |
73.46 |
+0.18 |
30,356 |
105,078 |
+1,156 |
| Jan11 |
100706 |
73.13 |
75.41 |
73.13 |
74.02 |
+0.20 |
5,207 |
23,164 |
-350 |
| Feb11 |
100706 |
75.47 |
76.09 |
74.52 |
74.56 |
+0.23 |
2,025 |
16,170 |
-38 |
| Mar11 |
100706 |
75.55 |
76.58 |
75.01 |
75.05 |
+0.24 |
1,028 |
11,640 |
+244 |
| Apr11 |
100706 |
76.00 |
77.04 |
75.40 |
75.52 |
+0.25 |
659 |
8,176 |
-145 |
| May11 |
100706 |
75.95 |
75.95 |
75.95 |
75.95 |
+0.27 |
512 |
14,596 |
+119 |
| Jun11 |
100706 |
75.99 |
77.91 |
75.99 |
76.34 |
+0.28 |
3,348 |
23,938 |
+28 |
| Jul11 |
100706 |
76.71 |
76.71 |
76.71 |
76.71 |
+0.31 |
704 |
7,678 |
+257 |
| Aug11 |
100706 |
77.01 |
77.01 |
77.01 |
77.01 |
+0.33 |
220 |
3,725 |
+26 |
| Sep11 |
100706 |
77.26 |
77.26 |
77.26 |
77.26 |
+0.35 |
117 |
3,578 |
-44 |
| Total Volume and Open Interest |
289,984 |
732,921 |
-12,745 |
| Gas Oil(ICE) |
| Jul10 |
100706 |
610.00 |
628.00 |
607.00 |
623.25 |
+15.25 |
32,035 |
72,520 |
-1,150 |
| Aug10 |
100706 |
612.00 |
629.50 |
609.00 |
625.00 |
+15.00 |
61,665 |
127,984 |
+1,644 |
| Sep10 |
100706 |
614.00 |
633.75 |
613.25 |
629.00 |
+14.75 |
26,766 |
62,315 |
-869 |
| Oct10 |
100706 |
625.50 |
637.75 |
621.50 |
633.00 |
+14.50 |
11,732 |
33,493 |
-2,821 |
| Nov10 |
100706 |
629.50 |
640.75 |
628.00 |
636.75 |
+14.50 |
6,684 |
33,361 |
+32 |
| Dec10 |
100706 |
626.25 |
645.25 |
626.25 |
640.50 |
+14.25 |
21,758 |
100,171 |
+1,361 |
| Jan11 |
100706 |
644.25 |
645.50 |
634.00 |
645.50 |
+14.25 |
3,549 |
30,047 |
-184 |
| Feb11 |
100706 |
647.25 |
653.75 |
639.75 |
649.75 |
+14.25 |
1,297 |
18,590 |
-214 |
| Mar11 |
100706 |
651.50 |
653.50 |
642.50 |
653.50 |
+14.25 |
1,369 |
13,115 |
+121 |
| Apr11 |
100706 |
655.75 |
657.25 |
655.00 |
657.25 |
+14.25 |
1,371 |
13,105 |
-257 |
| Total Volume and Open Interest |
176,681 |
633,939 |
-56 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100706 |
1.565 |
1.565 |
1.552 |
1.560 |
+0.010 |
145 |
1,289 |
-11 |
| Sep10 |
100706 |
1.555 |
1.555 |
1.531 |
1.544 |
-0.001 |
112 |
963 |
-2 |
| Oct10 |
100706 |
1.545 |
1.545 |
1.540 |
1.545 |
+0.002 |
138 |
993 |
-6 |
| Nov10 |
100706 |
1.560 |
1.560 |
1.556 |
1.558 |
+0.002 |
53 |
809 |
+26 |
| Dec10 |
100706 |
1.590 |
1.590 |
1.572 |
1.574 |
unch |
78 |
1,977 |
+55 |
| Jan11 |
100706 |
1.593 |
1.594 |
1.587 |
1.589 |
+0.003 |
80 |
1,460 |
+8 |
| Feb11 |
100706 |
1.629 |
1.629 |
1.622 |
1.624 |
-0.008 |
63 |
787 |
+25 |
| Total Volume and Open Interest |
870 |
11,894 |
+266 |
| WTI Crude Oil(ICE |
| Aug10 |
100706 |
71.50 |
73.86 |
71.11 |
71.98 |
+0.22 |
66,217 |
89,410 |
-207 |
| Sep10 |
100706 |
71.83 |
74.36 |
71.64 |
72.51 |
+0.21 |
22,304 |
61,930 |
+1,054 |
| Oct10 |
100706 |
72.24 |
74.84 |
72.24 |
73.06 |
+0.27 |
6,628 |
32,804 |
+458 |
| Nov10 |
100706 |
73.99 |
75.34 |
73.59 |
73.67 |
+0.32 |
2,665 |
16,820 |
-22 |
| Dec10 |
100706 |
74.50 |
75.78 |
73.75 |
74.23 |
+0.37 |
14,716 |
84,370 |
-209 |
| Jan11 |
100706 |
75.33 |
75.52 |
74.63 |
74.70 |
+0.41 |
719 |
17,184 |
+122 |
| Feb11 |
100706 |
75.90 |
75.90 |
75.02 |
75.11 |
+0.45 |
243 |
11,034 |
+3 |
| Mar11 |
100706 |
76.29 |
76.29 |
75.40 |
75.51 |
+0.47 |
495 |
9,455 |
+32 |
| Apr11 |
100706 |
76.66 |
76.66 |
75.91 |
75.91 |
+0.51 |
634 |
5,562 |
-97 |
| May11 |
100706 |
76.30 |
76.30 |
76.30 |
76.30 |
+0.55 |
444 |
4,171 |
+50 |
| Jun11 |
100706 |
76.50 |
76.80 |
76.45 |
76.68 |
+0.57 |
1,823 |
19,288 |
+558 |
| Jul11 |
100706 |
77.00 |
77.00 |
77.00 |
77.00 |
+0.60 |
22 |
8,885 |
+3 |
| Aug11 |
100706 |
77.19 |
77.19 |
77.19 |
77.19 |
+0.60 |
15 |
2,360 |
+0 |
| Sep11 |
100706 |
77.34 |
77.34 |
77.34 |
77.34 |
+0.59 |
5 |
2,733 |
+0 |
| Oct11 |
100706 |
77.48 |
77.48 |
77.48 |
77.48 |
+0.58 |
7 |
2,060 |
+0 |
| Nov11 |
100706 |
77.65 |
77.65 |
77.65 |
77.65 |
+0.57 |
28 |
7,823 |
+19 |
| Total Volume and Open Interest |
120,280 |
489,057 |
+2,576 |
| US Dollar Index(ICE) |
| Sep10 |
100706 |
84.950 |
85.075 |
84.040 |
84.305 |
-0.365 |
35,976 |
28,085 |
-1,338 |
| Dec10 |
100706 |
85.230 |
85.230 |
84.450 |
84.640 |
-0.365 |
7 |
648 |
+0 |
| Mar11 |
100706 |
85.000 |
85.000 |
85.000 |
85.000 |
-0.365 |
|
|
|
| Total Volume and Open Interest |
35,983 |
28,734 |
-1,338 |
| Australian Dollar(CME) |
| Sep10 |
100706 |
83.43 |
84.92 |
82.50 |
84.28 |
+0.76 |
167,227 |
63,344 |
-544 |
| Dec10 |
100706 |
82.40 |
83.89 |
81.80 |
83.40 |
+0.75 |
98 |
684 |
+6 |
| Mar11 |
100706 |
82.55 |
82.55 |
81.84 |
82.55 |
+0.71 |
|
|
|
| Total Volume and Open Interest |
167,325 |
64,184 |
-538 |
| British Pound(CME) |
| Sep10 |
100706 |
151.94 |
152.27 |
150.81 |
151.45 |
-0.49 |
181,152 |
125,589 |
+2,339 |
| Dec10 |
100706 |
151.58 |
152.23 |
150.97 |
151.43 |
-0.49 |
234 |
286 |
+149 |
| Mar11 |
100706 |
151.41 |
151.91 |
151.41 |
151.41 |
-0.50 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
181,386 |
125,878 |
+2,488 |
| Canadian Dollar(CME) |
| Sep10 |
100706 |
94.01 |
95.32 |
93.60 |
94.68 |
+0.75 |
131,906 |
89,060 |
+2,769 |
| Dec10 |
100706 |
94.25 |
95.18 |
93.60 |
94.60 |
+0.75 |
180 |
3,430 |
+17 |
| Mar11 |
100706 |
94.49 |
94.49 |
93.74 |
94.49 |
+0.75 |
14 |
333 |
+1 |
| Jun11 |
100706 |
94.88 |
94.92 |
93.59 |
94.34 |
+0.75 |
0 |
222 |
+0 |
| Total Volume and Open Interest |
132,100 |
93,070 |
+2,787 |
| Japanese Yen(CME) |
| Sep10 |
100706 |
114.10 |
114.59 |
113.76 |
114.48 |
+0.38 |
207,851 |
127,970 |
+7,171 |
| Dec10 |
100706 |
114.24 |
114.74 |
113.99 |
114.68 |
+0.38 |
113 |
283 |
+4 |
| Mar11 |
100706 |
114.11 |
114.90 |
114.01 |
114.90 |
+0.37 |
1 |
5 |
+1 |
| Total Volume and Open Interest |
207,965 |
128,258 |
+7,176 |
| Swiss Franc(CME) |
| Sep10 |
100706 |
94.11 |
94.81 |
93.84 |
94.52 |
+0.35 |
57,127 |
43,927 |
+1,032 |
| Dec10 |
100706 |
94.23 |
94.86 |
94.23 |
94.71 |
+0.34 |
29 |
53 |
+4 |
| Mar11 |
100706 |
94.92 |
94.92 |
94.59 |
94.92 |
+0.33 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
57,156 |
43,983 |
+1,036 |
| EuroFX(CME) |
| Sep10 |
100706 |
125.59 |
126.66 |
124.83 |
126.23 |
+0.66 |
480,784 |
228,918 |
+3,508 |
| Dec10 |
100706 |
125.75 |
126.63 |
124.90 |
126.26 |
+0.64 |
396 |
968 |
+122 |
| Mar11 |
100706 |
126.29 |
126.29 |
125.65 |
126.29 |
+0.64 |
3 |
60 |
-1 |
| Total Volume and Open Interest |
481,183 |
229,954 |
+3,629 |
| Mexican Peso(CME) |
| Jul10 |
100706 |
770.0 |
770.0 |
762.0 |
770.0 |
+8.0 |
|
|
|
| Aug10 |
100706 |
767.0 |
767.0 |
759.0 |
767.0 |
+8.0 |
|
|
|
| Total Volume and Open Interest |
44,257 |
66,385 |
-2,588 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100702 |
127~260 |
128~050 |
127~050 |
127~050 |
-0~110 |
|
|
|
| Dec10 |
100706 |
125~300 |
126~230 |
125~240 |
126~190 |
+0~270 |
495 |
1,221 |
+198 |
| Mar11 |
100706 |
125~070 |
125~070 |
124~120 |
125~070 |
+0~270 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
346,160 |
650,661 |
+5,142 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100706 |
122~115 |
122~265 |
122~065 |
122~235 |
+0~135 |
1,316,706 |
1,706,831 |
+22,586 |
| Dec10 |
100706 |
121~240 |
121~250 |
121~100 |
121~250 |
+0~135 |
1,269 |
1,755 |
+1,031 |
| Mar11 |
100706 |
120~060 |
120~060 |
119~245 |
120~060 |
+0~135 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
1,317,975 |
1,708,666 |
+23,617 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100706 |
59~026 |
59~038 |
59~026 |
59~038 |
+0~017 |
|
|
|
| Dec10 |
100706 |
117~065 |
117~083 |
117~049 |
117~083 |
+0~034 |
67 |
31 |
+29 |
| Mar11 |
100706 |
116~089 |
116~089 |
116~055 |
116~089 |
+0~034 |
|
|
|
| Total Volume and Open Interest |
554,886 |
910,302 |
+5,750 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100702 |
54~090 |
54~090 |
54~090 |
54~090 |
unch |
|
|
|
| Dec10 |
100706 |
109~022 |
109~022 |
109~022 |
109~022 |
unch |
13 |
35 |
+2 |
| Mar11 |
100706 |
108~119 |
108~119 |
108~119 |
108~119 |
unch |
|
|
|
| Total Volume and Open Interest |
216,238 |
882,338 |
-11,764 |
| Eurodollars(CME) |
| Sep10 |
100706 |
99.380 |
99.410 |
99.380 |
99.395 |
+0.020 |
139,149 |
1,041,604 |
+17,989 |
| Dec10 |
100706 |
99.265 |
99.305 |
99.265 |
99.295 |
+0.030 |
140,711 |
1,075,050 |
+1,423 |
| Mar11 |
100706 |
99.180 |
99.210 |
99.170 |
99.200 |
+0.030 |
158,211 |
878,339 |
+7,111 |
| Jun11 |
100706 |
99.055 |
99.085 |
99.045 |
99.075 |
+0.035 |
154,904 |
892,450 |
+5,807 |
| Sep11 |
100706 |
98.885 |
98.930 |
98.885 |
98.920 |
+0.040 |
190,774 |
975,978 |
+11,826 |
| Dec11 |
100706 |
98.665 |
98.720 |
98.665 |
98.705 |
+0.045 |
166,084 |
620,195 |
+9,572 |
| Mar12 |
100706 |
98.475 |
98.515 |
98.460 |
98.500 |
+0.045 |
144,474 |
424,503 |
+3,267 |
| Jun12 |
100706 |
98.235 |
98.300 |
98.235 |
98.280 |
+0.045 |
98,653 |
315,168 |
+3,878 |
| Sep12 |
100706 |
98.025 |
98.080 |
98.015 |
98.065 |
+0.050 |
71,782 |
217,337 |
-311 |
| Dec12 |
100706 |
97.795 |
97.860 |
97.785 |
97.840 |
+0.055 |
57,527 |
178,662 |
-3,127 |
| Mar13 |
100706 |
97.605 |
97.665 |
97.590 |
97.645 |
+0.055 |
55,379 |
166,977 |
+4,569 |
| Jun13 |
100706 |
97.405 |
97.455 |
97.375 |
97.435 |
+0.055 |
32,406 |
101,682 |
-759 |
| Sep13 |
100706 |
97.230 |
97.250 |
97.170 |
97.230 |
+0.055 |
16,243 |
75,305 |
+391 |
| Dec13 |
100706 |
97.030 |
97.030 |
96.950 |
97.015 |
+0.055 |
12,092 |
39,850 |
+2,600 |
| Mar14 |
100706 |
96.860 |
96.865 |
96.780 |
96.850 |
+0.055 |
7,902 |
45,473 |
-655 |
| Jun14 |
100706 |
96.665 |
96.695 |
96.605 |
96.680 |
+0.060 |
6,287 |
32,536 |
+567 |
| Sep14 |
100706 |
96.510 |
96.540 |
96.455 |
96.525 |
+0.060 |
4,921 |
23,908 |
-203 |
| Dec14 |
100706 |
96.380 |
96.380 |
96.295 |
96.365 |
+0.060 |
4,552 |
42,985 |
+38 |
| Total Volume and Open Interest |
1,479,817 |
7,330,066 |
+63,560 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100706 |
99.810 |
99.815 |
99.808 |
99.812 |
+0.003 |
5,025 |
52,281 |
-1,151 |
| Aug10 |
100706 |
99.810 |
99.810 |
99.800 |
99.800 |
unch |
2,987 |
79,952 |
+440 |
| Sep10 |
100706 |
99.800 |
99.800 |
99.795 |
99.795 |
unch |
1,774 |
49,200 |
+365 |
| Oct10 |
100706 |
99.790 |
99.795 |
99.785 |
99.790 |
unch |
1,370 |
59,640 |
-87 |
| Nov10 |
100706 |
99.790 |
99.790 |
99.775 |
99.780 |
unch |
2,755 |
82,444 |
+416 |
| Dec10 |
100706 |
99.770 |
99.780 |
99.765 |
99.770 |
unch |
1,647 |
67,977 |
-696 |
| Total Volume and Open Interest |
30,554 |
586,234 |
+558 |
| 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 |
100706 |
99.673 |
99.673 |
99.670 |
99.670 |
+0.025 |
501 |
1,440 |
+501 |
| Dec10 |
100706 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.018 |
0 |
342 |
+0 |
| Mar11 |
100706 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.018 |
0 |
167 |
+0 |
| Jun11 |
100706 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.018 |
|
|
|
| Sep11 |
100706 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.020 |
|
|
|
| Dec11 |
100706 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.020 |
|
|
|
| Mar12 |
100706 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.020 |
|
|
|
| Jun12 |
100706 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.020 |
|
|
|
| Sep12 |
100706 |
99.745 |
99.745 |
99.745 |
99.745 |
+0.020 |
|
|
|
| Dec12 |
100706 |
99.440 |
99.440 |
99.440 |
99.440 |
+0.020 |
|
|
|
| Total Volume and Open Interest |
501 |
1,949 |
+501 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100706 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
57 |
3,407 |
+88 |
| Dec10 |
100706 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
1,272 |
+0 |
| Mar11 |
100706 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
1,909 |
+0 |
| Jun11 |
100706 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
21 |
981 |
+205 |
| Sep11 |
100706 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
108 |
+0 |
| Dec11 |
100706 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
106 |
+3 |
| Mar12 |
100706 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
305 |
+0 |
| Jun12 |
100706 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
78 |
9,154 |
+296 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100706 |
141.69 |
141.75 |
141.34 |
141.36 |
-0.19 |
2,261 |
21,679 |
+645 |
| Dec10 |
100706 |
140.48 |
140.48 |
140.48 |
140.48 |
-0.34 |
6 |
10 |
+0 |
| Mar11 |
100706 |
138.39 |
138.39 |
138.39 |
138.39 |
-0.34 |
|
|
|
| Total Volume and Open Interest |
2,337 |
21,327 |
-362 |
| Euro-Bund(EUREX) |
| Sep10 |
100706 |
129.65 |
129.70 |
129.05 |
129.30 |
-0.40 |
604,098 |
903,507 |
+45,292 |
| Dec10 |
100706 |
128.10 |
128.10 |
127.62 |
127.81 |
-0.40 |
109 |
1,376 |
+17 |
| Mar11 |
100706 |
127.80 |
127.80 |
127.80 |
127.80 |
-0.40 |
|
|
|
| Total Volume and Open Interest |
604,207 |
904,883 |
+17,610 |
| Euro-Bobl(EUREX) |
| Sep10 |
100625 |
120.63 |
120.78 |
120.56 |
120.61 |
+0.59 |
576,317 |
700,482 |
-18,977 |
| Dec10 |
100706 |
119.28 |
119.29 |
119.28 |
119.29 |
-0.23 |
2,000 |
7,266 |
+1,766 |
| Mar11 |
100706 |
118.38 |
118.38 |
118.38 |
118.38 |
-0.25 |
|
|
|
| Total Volume and Open Interest |
386,847 |
745,181 |
+29,282 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100706 |
99.060 |
99.060 |
99.035 |
99.035 |
-0.020 |
99 |
3,785 |
-97 |
| Dec10 |
100706 |
98.895 |
98.905 |
98.895 |
98.905 |
-0.010 |
694 |
2,494 |
+3 |
| Mar11 |
100706 |
98.850 |
98.850 |
98.840 |
98.840 |
-0.020 |
325 |
1,128 |
+79 |
| Total Volume and Open Interest |
1,430 |
11,576 |
+210 |
| Long Gilt(LIFFE) |
| Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~23 |
66,100 |
278,204 |
+2,249 |
| Dec10 |
100706 |
124~05 |
124~05 |
124~05 |
124~05 |
-0~10 |
|
|
|
| Total Volume and Open Interest |
81,287 |
285,361 |
+3,947 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100706 |
99.18 |
99.20 |
99.17 |
99.18 |
-0.01 |
22,444 |
368,748 |
+5,206 |
| Dec10 |
100706 |
99.09 |
99.10 |
99.05 |
99.08 |
unch |
32,479 |
384,151 |
+1,469 |
| Mar11 |
100706 |
98.99 |
99.00 |
98.95 |
98.99 |
unch |
45,943 |
323,501 |
-1,625 |
| Jun11 |
100706 |
98.86 |
98.87 |
98.82 |
98.86 |
+0.01 |
39,234 |
310,866 |
+3,440 |
| Sep11 |
100706 |
98.67 |
98.70 |
98.65 |
98.69 |
+0.01 |
34,123 |
328,331 |
+7,741 |
| Dec11 |
100706 |
98.45 |
98.47 |
98.41 |
98.46 |
+0.02 |
26,329 |
257,720 |
+846 |
| Total Volume and Open Interest |
242,776 |
2,399,694 |
+22,193 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100706 |
99.055 |
99.065 |
99.020 |
99.035 |
-0.020 |
131,800 |
619,960 |
+14,537 |
| Dec10 |
100706 |
98.920 |
98.925 |
98.870 |
98.905 |
-0.010 |
105,663 |
478,430 |
+4,776 |
| Mar11 |
100706 |
98.860 |
98.865 |
98.805 |
98.840 |
-0.020 |
111,383 |
494,203 |
+10,442 |
| Total Volume and Open Interest |
751,654 |
3,200,242 |
+32,807 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100706 |
95.24 |
95.29 |
95.22 |
95.24 |
-0.01 |
18,335 |
256,645 |
+2,611 |
| Dec10 |
100706 |
95.26 |
95.31 |
95.22 |
95.25 |
-0.01 |
14,288 |
168,131 |
+1,556 |
| Mar11 |
100706 |
95.22 |
95.28 |
95.18 |
95.23 |
+0.02 |
4,317 |
75,796 |
-195 |
| Jun11 |
100706 |
95.18 |
95.21 |
95.11 |
95.16 |
+0.01 |
1,107 |
55,309 |
-101 |
| Sep11 |
100706 |
95.12 |
95.12 |
95.05 |
95.09 |
unch |
252 |
36,828 |
-763 |
| Dec11 |
100706 |
95.04 |
95.05 |
95.00 |
95.01 |
unch |
234 |
26,324 |
+37 |
| Mar12 |
100706 |
94.98 |
95.01 |
94.93 |
94.96 |
+0.01 |
416 |
23,783 |
+71 |
| Jun12 |
100706 |
94.98 |
94.98 |
94.92 |
94.93 |
+0.01 |
104 |
6,712 |
-100 |
| Sep12 |
100706 |
94.92 |
94.92 |
94.92 |
94.92 |
unch |
27 |
3,407 |
+22 |
| Dec12 |
100706 |
94.90 |
94.90 |
94.90 |
94.90 |
unch |
14 |
1,257 |
+11 |
| Total Volume and Open Interest |
39,094 |
655,059 |
+3,149 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100706 |
94.93 |
94.99 |
94.92 |
94.95 |
+0.02 |
24,188 |
327,102 |
-3,426 |
| Dec10 |
100706 |
94.94 |
94.94 |
94.94 |
94.94 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
24,188 |
327,102 |
-3,426 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100706 |
95.45 |
95.52 |
95.44 |
95.47 |
+0.01 |
84,013 |
543,214 |
-5,010 |
| Dec10 |
100706 |
95.42 |
95.42 |
95.42 |
95.42 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
84,013 |
543,214 |
-5,010 |
| Gold(CMX) |
| Aug10 |
100706 |
1212.2 |
1215.1 |
1189.5 |
1195.1 |
-12.6 |
257,842 |
341,683 |
-15,765 |
| Oct10 |
100706 |
1215.0 |
1216.4 |
1192.0 |
1197.0 |
-12.6 |
6,291 |
26,365 |
-1,157 |
| Dec10 |
100706 |
1217.0 |
1218.5 |
1193.6 |
1198.9 |
-12.7 |
21,253 |
91,148 |
+5,002 |
| Feb11 |
100706 |
1210.8 |
1210.8 |
1196.4 |
1200.9 |
-12.7 |
310 |
23,084 |
-111 |
| Apr11 |
100706 |
1198.4 |
1202.8 |
1198.4 |
1202.8 |
-12.7 |
3,545 |
16,937 |
-2,446 |
| Jun11 |
100706 |
566.4 |
566.4 |
545.5 |
549.5 |
-12.8 |
728 |
12,778 |
-524 |
| Aug11 |
100706 |
1207.0 |
1207.0 |
1207.0 |
1207.0 |
-12.9 |
562 |
6,759 |
-438 |
| Oct11 |
100706 |
1209.4 |
1209.4 |
1207.1 |
1209.4 |
-13.0 |
16 |
7,277 |
+5 |
| Dec11 |
100706 |
1228.9 |
1230.5 |
1207.0 |
1212.0 |
-13.0 |
488 |
14,708 |
+312 |
| Feb12 |
100706 |
1214.9 |
1214.9 |
1214.9 |
1214.9 |
-13.0 |
0 |
3,753 |
+0 |
| Apr12 |
100706 |
1218.1 |
1218.1 |
1218.1 |
1218.1 |
-13.0 |
0 |
4,988 |
+0 |
| Jun12 |
100706 |
1221.4 |
1221.4 |
1221.4 |
1221.4 |
-13.1 |
3 |
9,362 |
+0 |
| Total Volume and Open Interest |
291,445 |
590,685 |
-15,107 |
| Silver(CMX) |
| Jul10 |
100706 |
1785.5 |
1800.0 |
1760.0 |
1783.3 |
+13.5 |
1,177 |
1,843 |
-160 |
| Sep10 |
100706 |
1787.0 |
1803.5 |
1761.5 |
1785.7 |
+13.8 |
45,720 |
72,047 |
-601 |
| Dec10 |
100706 |
1792.0 |
1809.0 |
1768.0 |
1791.7 |
+13.7 |
1,377 |
22,276 |
-15 |
| Mar11 |
100706 |
1795.0 |
1808.0 |
1772.5 |
1795.8 |
+13.6 |
86 |
10,365 |
+10 |
| May11 |
100706 |
1801.0 |
1801.0 |
1797.9 |
1797.9 |
+13.7 |
26 |
7,612 |
+1 |
| Jul11 |
100706 |
1799.8 |
1799.8 |
1799.8 |
1799.8 |
+13.7 |
14 |
5,735 |
-5 |
| Sep11 |
100706 |
1801.4 |
1801.4 |
1801.4 |
1801.4 |
+13.7 |
4 |
423 |
+0 |
| Total Volume and Open Interest |
48,601 |
127,254 |
-736 |
| Platinum(NYMEX) |
| Jul10 |
100706 |
1506.0 |
1513.8 |
1493.3 |
1513.8 |
+14.6 |
262 |
198 |
-61 |
| Oct10 |
100706 |
1508.0 |
1530.8 |
1489.0 |
1518.7 |
+15.1 |
7,244 |
28,199 |
-218 |
| Jan11 |
100706 |
1523.4 |
1523.8 |
1515.2 |
1523.8 |
+15.4 |
35 |
682 |
+4 |
| Apr11 |
100706 |
1523.8 |
1523.8 |
1523.8 |
1523.8 |
+15.4 |
1 |
6 |
+0 |
| Total Volume and Open Interest |
7,565 |
29,110 |
-296 |
| Palladium(NYMEX) |
| Sep10 |
100706 |
428.60 |
444.70 |
427.85 |
440.40 |
+13.50 |
3,673 |
19,094 |
-862 |
| Dec10 |
100706 |
432.15 |
441.40 |
432.10 |
441.40 |
+13.60 |
11 |
492 |
+2 |
| Mar11 |
100706 |
441.90 |
441.90 |
441.90 |
441.90 |
+13.60 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
3,688 |
19,616 |
-859 |
| Copper(CMX) |
| Jul10 |
100706 |
295.00 |
300.00 |
290.40 |
296.00 |
+5.60 |
1,728 |
2,740 |
-761 |
| Sep10 |
100706 |
292.85 |
302.00 |
290.50 |
297.10 |
+5.50 |
36,666 |
79,674 |
+231 |
| Dec10 |
100706 |
295.40 |
304.20 |
292.75 |
299.35 |
+5.60 |
1,017 |
21,297 |
+123 |
| Mar11 |
100706 |
300.65 |
305.15 |
300.00 |
300.80 |
+5.65 |
75 |
10,033 |
+52 |
| May11 |
100706 |
301.55 |
301.55 |
301.55 |
301.55 |
+5.65 |
38 |
1,350 |
+1 |
| Total Volume and Open Interest |
40,805 |
130,777 |
+26 |
| DJIA Index(CBOT) |
| Sep10 |
100706 |
9603 |
9795 |
9513 |
9682 |
+86 |
544 |
6,295 |
-47 |
| Dec10 |
100706 |
9622 |
9622 |
9536 |
9622 |
+86 |
3 |
6 |
+2 |
| Mar11 |
100706 |
9569 |
9569 |
9483 |
9569 |
+86 |
|
|
|
| Jun11 |
100706 |
9511 |
9511 |
9425 |
9511 |
+86 |
|
|
|
| Total Volume and Open Interest |
547 |
6,301 |
-45 |
| S & P 500(CME) |
| Sep10 |
100706 |
1014.00 |
1038.30 |
1003.10 |
1024.20 |
+9.90 |
33,482 |
300,012 |
+5,733 |
| Dec10 |
100706 |
1019.60 |
1032.70 |
1008.70 |
1019.60 |
+9.90 |
36 |
4,636 |
+28 |
| Mar11 |
100706 |
1015.50 |
1028.60 |
1004.60 |
1015.50 |
+9.90 |
0 |
475 |
+0 |
| Jun11 |
100706 |
1012.00 |
1025.10 |
1001.10 |
1012.00 |
+9.90 |
4 |
46 |
-1 |
| Total Volume and Open Interest |
33,522 |
305,180 |
+5,760 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100706 |
1015.00 |
1038.50 |
1002.75 |
1024.25 |
+10.00 |
3,354,900 |
2,828,763 |
+66,063 |
| Dec10 |
100706 |
1010.25 |
1033.25 |
998.75 |
1019.50 |
+9.75 |
1,986 |
10,721 |
+130 |
| Total Volume and Open Interest |
3,356,895 |
2,839,683 |
+66,188 |
| NASDAQ 100(CME) |
| Sep10 |
100706 |
1720.80 |
1763.00 |
1706.50 |
1734.50 |
+13.20 |
1,338 |
8,782 |
-117 |
| Dec10 |
100706 |
1732.50 |
1755.00 |
1731.00 |
1732.50 |
+13.50 |
0 |
1 |
+0 |
| Mar11 |
100706 |
1730.00 |
1730.00 |
1730.00 |
1730.00 |
+13.50 |
|
|
|
| Total Volume and Open Interest |
1,338 |
8,783 |
-117 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100706 |
1722.00 |
1762.50 |
1705.80 |
1734.50 |
+13.20 |
505,855 |
295,486 |
-3,340 |
| Dec10 |
100706 |
1721.50 |
1759.80 |
1705.50 |
1732.50 |
+13.50 |
167 |
165 |
-3 |
| Total Volume and Open Interest |
506,022 |
295,653 |
-3,343 |
| S & P Midcap 400(CME) |
| Sep10 |
100706 |
710.00 |
716.00 |
691.75 |
699.00 |
+0.80 |
14 |
1,728 |
-12 |
| Dec10 |
100706 |
697.00 |
697.20 |
697.00 |
697.00 |
+0.80 |
|
|
|
| Mar11 |
100706 |
695.00 |
695.20 |
695.00 |
695.00 |
+0.80 |
|
|
|
| Total Volume and Open Interest |
14 |
1,728 |
-12 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100706 |
9205 |
9205 |
9205 |
9205 |
unch |
|
|
|
| Dec10 |
100706 |
9340 |
9340 |
9205 |
9340 |
+135 |
|
|
|
| Total Volume and Open Interest |
16,476 |
32,649 |
+931 |
| Nikkei 225(SGX) |
| Sep10 |
100706 |
9260 |
9385 |
9085 |
9380 |
+100 |
114,369 |
149,545 |
-2,633 |
| Dec10 |
100706 |
9045 |
9335 |
9045 |
9335 |
+105 |
103 |
1,924 |
-1 |
| Mar11 |
100706 |
9330 |
9330 |
9330 |
9330 |
+105 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
116,998 |
165,253 |
-2,808 |
| CAC 40(EURONEXT) |
| Jul10 |
100706 |
3337.0 |
3458.0 |
3337.0 |
3420.0 |
+84.5 |
151,746 |
426,205 |
-11,591 |
| Aug10 |
100706 |
3349.0 |
3440.5 |
3349.0 |
3420.0 |
+84.5 |
3 |
7,210 |
+33 |
| Sep10 |
100706 |
3332.5 |
3445.0 |
3332.5 |
3415.5 |
+84.0 |
1,449 |
37,076 |
+160 |
| Total Volume and Open Interest |
153,198 |
471,749 |
-11,398 |
| Hang Seng Index(HKFE) |
| Jul10 |
100706 |
19711 |
20064 |
19697 |
20028 |
+248 |
82,802 |
70,999 |
-3,874 |
| Aug10 |
100706 |
19666 |
20025 |
19666 |
19990 |
+245 |
645 |
485 |
+45 |
| Sep10 |
100706 |
19579 |
19926 |
19579 |
19900 |
+251 |
445 |
3,386 |
-5 |
| Total Volume and Open Interest |
83,915 |
75,605 |
-3,833 |
| DAX(EUREX) |
| Sep10 |
100706 |
5848.5 |
6002.5 |
5846.5 |
5928.0 |
+97.5 |
142,850 |
149,850 |
+854 |
| Dec10 |
100706 |
5860.0 |
6009.0 |
5860.0 |
5936.5 |
+97.5 |
280 |
10,959 |
+13 |
| Mar11 |
100706 |
5876.0 |
6018.5 |
5876.0 |
5949.5 |
+98.0 |
113 |
219 |
+1 |
| Total Volume and Open Interest |
143,243 |
161,028 |
+868 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100706 |
4817.50 |
4942.00 |
4810.00 |
4913.00 |
+121.00 |
108,693 |
648,825 |
-3,052 |
| Dec10 |
100706 |
4792.00 |
4906.50 |
4792.00 |
4890.50 |
+120.50 |
28 |
6,842 |
-10 |
| Mar11 |
100706 |
4791.50 |
4851.00 |
4791.50 |
4851.00 |
+120.50 |
3 |
1,090 |
+0 |
| Total Volume and Open Interest |
108,724 |
656,757 |
-3,062 |
| SPI 200(SFE) |
| Sep10 |
100706 |
4207.0 |
4274.0 |
4163.0 |
4264.0 |
+56.0 |
23,580 |
225,240 |
-526 |
| Dec10 |
100706 |
4215.0 |
4281.0 |
4215.0 |
4281.0 |
+55.0 |
8 |
3,273 |
-15 |
| Mar11 |
100706 |
4241.0 |
4268.0 |
4241.0 |
4268.0 |
+55.0 |
5 |
1,161 |
+4 |
| Total Volume and Open Interest |
23,604 |
230,438 |
-560 |
| GSCI(CME) |
| Jul10 |
100706 |
486.00 |
490.50 |
478.50 |
480.50 |
+0.50 |
219 |
16,215 |
+22 |
| Aug10 |
100706 |
488.00 |
492.50 |
480.50 |
482.65 |
+0.65 |
42 |
148 |
+40 |
| Sep10 |
100706 |
491.00 |
495.50 |
483.50 |
485.50 |
+0.50 |
4 |
0 |
+0 |
| Total Volume and Open Interest |
265 |
16,363 |
+62 |
| 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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