|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed July 07, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100707 |
964.00 |
995.00 |
964.00 |
993.00 |
+28.75 |
5,497 |
7,045 |
-2,418 |
| Aug10 |
100707 |
940.50 |
972.00 |
940.50 |
967.75 |
+27.25 |
21,639 |
70,418 |
+1,586 |
| Sep10 |
100707 |
913.00 |
947.00 |
913.00 |
941.00 |
+28.50 |
5,555 |
15,943 |
+376 |
| Nov10 |
100707 |
900.75 |
935.75 |
900.75 |
932.50 |
+32.50 |
44,614 |
269,146 |
+859 |
| Jan11 |
100707 |
910.00 |
943.50 |
910.00 |
939.75 |
+31.25 |
3,285 |
33,051 |
+1,288 |
| Mar11 |
100707 |
922.00 |
949.00 |
920.00 |
945.00 |
+29.00 |
338 |
9,664 |
+27 |
| May11 |
100707 |
921.75 |
951.00 |
921.75 |
947.00 |
+28.00 |
703 |
9,974 |
+1 |
| Total Volume and Open Interest |
83,854 |
448,048 |
+1,617 |
| Soybean Meal(CBOT) |
| Jul10 |
100707 |
297.00 |
305.00 |
297.00 |
304.00 |
+6.80 |
3,288 |
7,214 |
-728 |
| Aug10 |
100707 |
286.00 |
294.20 |
285.80 |
293.70 |
+7.00 |
15,298 |
39,188 |
+653 |
| Sep10 |
100707 |
273.00 |
282.20 |
273.00 |
281.70 |
+7.90 |
4,524 |
24,003 |
+840 |
| Oct10 |
100707 |
263.00 |
273.20 |
263.00 |
272.70 |
+9.30 |
1,263 |
12,594 |
+178 |
| Dec10 |
100707 |
261.60 |
272.90 |
261.60 |
272.20 |
+9.80 |
16,191 |
83,629 |
-14 |
| Jan11 |
100707 |
262.50 |
272.50 |
262.50 |
272.00 |
+9.40 |
787 |
6,868 |
+233 |
| Mar11 |
100707 |
267.00 |
273.00 |
266.90 |
272.40 |
+8.80 |
339 |
5,877 |
+140 |
| May11 |
100707 |
265.80 |
272.80 |
265.80 |
272.20 |
+8.70 |
353 |
4,612 |
+86 |
| Total Volume and Open Interest |
42,297 |
191,017 |
+1,415 |
| Soybean Oil(CBOT) |
| Jul10 |
100707 |
36.06 |
36.90 |
36.00 |
36.81 |
+0.97 |
5,256 |
4,132 |
-1,564 |
| Aug10 |
100707 |
36.21 |
37.09 |
36.08 |
36.96 |
+0.97 |
14,311 |
76,466 |
+17 |
| Sep10 |
100707 |
36.32 |
37.21 |
36.24 |
37.12 |
+0.99 |
3,992 |
28,525 |
-119 |
| Oct10 |
100707 |
36.56 |
37.30 |
36.49 |
37.30 |
+1.00 |
1,617 |
12,875 |
-156 |
| Dec10 |
100707 |
36.90 |
37.78 |
36.78 |
37.69 |
+1.00 |
23,663 |
145,570 |
-596 |
| Jan11 |
100707 |
37.14 |
38.05 |
37.14 |
37.96 |
+0.98 |
603 |
8,318 |
+115 |
| Mar11 |
100707 |
37.55 |
38.26 |
37.55 |
38.26 |
+0.93 |
313 |
5,105 |
+24 |
| May11 |
100707 |
37.84 |
38.56 |
37.84 |
38.56 |
+0.93 |
381 |
3,176 |
+122 |
| Total Volume and Open Interest |
50,247 |
289,867 |
-2,192 |
| Canola(WCE) |
| Jul10 |
100707 |
430.8 |
436.5 |
430.8 |
436.5 |
+11.3 |
121 |
499 |
-976 |
| Nov10 |
100707 |
424.5 |
434.6 |
424.5 |
434.4 |
+10.2 |
1,938 |
129,037 |
-354 |
| Jan11 |
100707 |
426.5 |
434.3 |
426.5 |
433.9 |
+9.2 |
272 |
11,066 |
+9 |
| Mar11 |
100707 |
424.9 |
432.0 |
424.9 |
431.6 |
+9.2 |
22 |
5,505 |
+20 |
| May11 |
100707 |
423.8 |
433.0 |
423.8 |
432.6 |
+11.3 |
0 |
1,688 |
+0 |
| Total Volume and Open Interest |
2,424 |
151,018 |
-1,230 |
| Corn(CBOT) |
| Jul10 |
100707 |
360.00 |
371.25 |
359.75 |
370.75 |
+10.75 |
19,278 |
15,331 |
-5,392 |
| Sep10 |
100707 |
368.00 |
379.00 |
367.50 |
378.25 |
+10.25 |
71,769 |
384,545 |
+1,328 |
| Dec10 |
100707 |
379.00 |
390.00 |
378.50 |
389.25 |
+10.00 |
97,171 |
479,976 |
+1,575 |
| Mar11 |
100707 |
391.50 |
402.00 |
391.25 |
401.25 |
+9.50 |
10,426 |
75,908 |
+3,139 |
| May11 |
100707 |
400.00 |
409.25 |
396.00 |
409.00 |
+9.25 |
1,545 |
15,635 |
+190 |
| Jul11 |
100707 |
406.50 |
416.75 |
406.50 |
416.50 |
+9.50 |
5,329 |
47,348 |
+620 |
| Total Volume and Open Interest |
216,367 |
1,103,964 |
+1,198 |
| Wheat(CBOT) |
| Jul10 |
100707 |
492.00 |
517.00 |
492.00 |
515.75 |
+23.00 |
6,254 |
4,577 |
-1,772 |
| Sep10 |
100707 |
504.75 |
532.25 |
504.75 |
530.50 |
+23.00 |
53,151 |
211,099 |
-3,708 |
| Dec10 |
100707 |
532.75 |
561.00 |
532.75 |
559.25 |
+23.75 |
21,049 |
111,595 |
-1,249 |
| Mar11 |
100707 |
560.00 |
588.25 |
560.00 |
586.50 |
+25.75 |
5,963 |
33,665 |
+827 |
| May11 |
100707 |
573.25 |
599.00 |
573.25 |
598.25 |
+25.00 |
1,771 |
8,654 |
-196 |
| Total Volume and Open Interest |
96,174 |
452,459 |
-4,533 |
| Wheat(KCBT) |
| Jul10 |
100707 |
514.25 |
537.25 |
514.25 |
537.25 |
+24.50 |
314 |
1,082 |
-227 |
| Sep10 |
100707 |
519.75 |
547.50 |
519.00 |
545.50 |
+24.50 |
16,988 |
58,977 |
+1,786 |
| Dec10 |
100707 |
538.00 |
565.00 |
537.50 |
562.75 |
+24.50 |
5,909 |
47,408 |
-707 |
| Mar11 |
100707 |
554.75 |
581.50 |
554.50 |
579.75 |
+25.00 |
1,230 |
19,297 |
+35 |
| May11 |
100707 |
564.75 |
592.00 |
564.75 |
589.75 |
+25.00 |
223 |
5,155 |
+5 |
| Total Volume and Open Interest |
25,764 |
166,378 |
+1,152 |
| Wheat(MGE) |
| Jul10 |
100707 |
542.00 |
550.50 |
542.00 |
550.50 |
+22.75 |
29 |
64 |
-29 |
| Sep10 |
100707 |
534.75 |
561.75 |
533.75 |
561.50 |
+25.75 |
3,247 |
18,355 |
-116 |
| Dec10 |
100707 |
552.25 |
577.75 |
552.25 |
577.25 |
+25.75 |
1,075 |
14,739 |
+116 |
| Mar11 |
100707 |
572.25 |
595.00 |
571.00 |
595.00 |
+24.50 |
271 |
5,792 |
+94 |
| May11 |
100707 |
583.25 |
605.50 |
583.25 |
605.50 |
+25.50 |
37 |
1,677 |
+10 |
| Total Volume and Open Interest |
5,077 |
49,384 |
+111 |
| Oats(CBOT) |
| Jul10 |
100707 |
251.25 |
253.75 |
248.00 |
253.75 |
+5.75 |
86 |
1,384 |
-13 |
| Sep10 |
100707 |
253.00 |
260.00 |
253.00 |
259.75 |
+5.75 |
449 |
3,439 |
-131 |
| Dec10 |
100707 |
258.75 |
263.50 |
255.50 |
262.75 |
+6.75 |
340 |
6,129 |
-39 |
| Mar11 |
100707 |
263.50 |
268.75 |
262.00 |
268.75 |
+6.75 |
13 |
705 |
+2 |
| Total Volume and Open Interest |
888 |
11,659 |
-181 |
| Rough Rice(CBOT) |
| Jul10 |
100707 |
9.81 |
9.93 |
9.74 |
9.93 |
+0.26 |
20 |
123 |
-12 |
| Sep10 |
100707 |
9.88 |
10.15 |
9.88 |
10.14 |
+0.27 |
642 |
8,866 |
+57 |
| Nov10 |
100707 |
10.18 |
10.40 |
10.14 |
10.38 |
+0.27 |
144 |
2,322 |
+21 |
| Jan11 |
100707 |
10.44 |
10.64 |
10.42 |
10.64 |
+0.27 |
2 |
521 |
+2 |
| Total Volume and Open Interest |
814 |
13,627 |
+70 |
| Live Cattle(CME) |
| Aug10 |
100707 |
90.000 |
91.000 |
89.850 |
90.500 |
+0.700 |
16,300 |
125,426 |
-4,021 |
| Oct10 |
100707 |
91.250 |
92.200 |
91.100 |
91.885 |
+0.785 |
9,216 |
103,950 |
+737 |
| Dec10 |
100707 |
93.300 |
94.330 |
93.250 |
94.230 |
+0.980 |
4,982 |
48,758 |
+396 |
| Feb11 |
100707 |
95.100 |
95.850 |
95.100 |
95.830 |
+0.500 |
1,271 |
24,073 |
+134 |
| Apr11 |
100707 |
96.900 |
97.580 |
96.850 |
97.400 |
+0.170 |
954 |
12,856 |
-149 |
| Jun11 |
100707 |
93.680 |
94.600 |
93.680 |
94.500 |
+0.400 |
446 |
4,306 |
+309 |
| Total Volume and Open Interest |
33,183 |
321,694 |
-2,592 |
| Feeder Cattle(CME) |
| Aug10 |
100707 |
113.600 |
113.885 |
113.035 |
113.550 |
+0.015 |
2,018 |
21,663 |
-254 |
| Sep10 |
100707 |
113.600 |
113.900 |
113.200 |
113.830 |
+0.250 |
970 |
6,960 |
-1 |
| Oct10 |
100707 |
113.300 |
113.800 |
112.930 |
113.730 |
+0.150 |
463 |
5,372 |
+109 |
| Nov10 |
100707 |
113.135 |
113.385 |
112.650 |
113.250 |
+0.050 |
178 |
1,949 |
+30 |
| Jan11 |
100707 |
111.300 |
111.600 |
111.300 |
111.600 |
+0.200 |
26 |
740 |
+13 |
| Mar11 |
100707 |
110.135 |
111.135 |
110.000 |
110.800 |
unch |
6 |
160 |
+5 |
| Apr11 |
100707 |
110.400 |
110.400 |
110.400 |
110.400 |
unch |
0 |
19 |
+0 |
| Total Volume and Open Interest |
3,661 |
36,876 |
-98 |
| Lean Hogs(CME) |
| Jul10 |
100707 |
78.785 |
79.250 |
78.400 |
78.885 |
+0.100 |
3,839 |
13,331 |
-1,737 |
| Aug10 |
100707 |
80.350 |
81.300 |
80.050 |
80.830 |
+0.545 |
12,997 |
69,726 |
-3,611 |
| Oct10 |
100707 |
74.000 |
75.200 |
73.850 |
74.975 |
+0.840 |
5,528 |
49,412 |
-286 |
| Dec10 |
100707 |
71.050 |
72.050 |
70.900 |
71.850 |
+0.600 |
4,390 |
32,159 |
+1,188 |
| Feb11 |
100707 |
72.750 |
73.700 |
72.400 |
73.600 |
+0.850 |
433 |
12,741 |
+34 |
| Apr11 |
100707 |
74.385 |
75.250 |
74.135 |
75.200 |
+0.815 |
891 |
10,976 |
+212 |
| May11 |
100707 |
78.000 |
78.250 |
78.000 |
78.100 |
+0.500 |
26 |
328 |
+23 |
| Jun11 |
100707 |
80.950 |
81.800 |
80.850 |
81.800 |
+0.850 |
168 |
4,123 |
-19 |
| Total Volume and Open Interest |
28,331 |
193,739 |
-4,160 |
| Pork Bellies(CME) |
| Jul10 |
100707 |
98.385 |
99.000 |
98.385 |
99.000 |
+0.500 |
16 |
40 |
-14 |
| Aug10 |
100707 |
94.700 |
94.900 |
94.700 |
94.700 |
unch |
0 |
30 |
+0 |
| Feb11 |
100707 |
100.000 |
100.000 |
100.000 |
100.000 |
-0.500 |
0 |
5 |
+0 |
| Mar11 |
100707 |
100.500 |
100.500 |
100.500 |
100.500 |
-0.500 |
0 |
1 |
+0 |
| May11 |
100707 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
16 |
76 |
-14 |
| Class III Milk(CME) |
| Jul10 |
100707 |
13.52 |
13.53 |
13.47 |
13.50 |
-0.01 |
61 |
4,261 |
-10 |
| Aug10 |
100707 |
14.64 |
14.82 |
14.55 |
14.63 |
+0.01 |
361 |
4,837 |
+103 |
| Sep10 |
100707 |
14.98 |
15.06 |
14.88 |
15.00 |
unch |
155 |
4,222 |
+49 |
| Oct10 |
100707 |
14.97 |
15.00 |
14.90 |
15.00 |
+0.03 |
90 |
3,653 |
+32 |
| Nov10 |
100707 |
14.80 |
14.82 |
14.65 |
14.72 |
-0.06 |
34 |
3,555 |
+27 |
| Total Volume and Open Interest |
815 |
25,825 |
-4,148 |
| Cocoa(ICE) |
| Jul10 |
100707 |
2941 |
2941 |
2941 |
2941 |
+3 |
1 |
145 |
+0 |
| Sep10 |
100707 |
2952 |
3003 |
2940 |
2981 |
+14 |
7,261 |
61,197 |
+579 |
| Dec10 |
100707 |
2966 |
3021 |
2965 |
3004 |
+13 |
1,325 |
23,113 |
+82 |
| Mar11 |
100707 |
2990 |
3037 |
2983 |
3017 |
+13 |
372 |
16,854 |
+314 |
| May11 |
100707 |
3033 |
3045 |
3027 |
3027 |
+12 |
46 |
7,927 |
+7 |
| Jul11 |
100707 |
3039 |
3050 |
3034 |
3034 |
+12 |
20 |
4,032 |
+3 |
| Sep11 |
100707 |
3045 |
3048 |
3042 |
3042 |
+11 |
15 |
1,443 |
+14 |
| Total Volume and Open Interest |
9,051 |
120,248 |
+1,010 |
| Coffee "C"(ICE) |
| Jul10 |
100707 |
156.00 |
160.65 |
155.50 |
160.65 |
+5.15 |
29 |
206 |
-8 |
| Sep10 |
100707 |
157.65 |
163.95 |
157.05 |
163.05 |
+5.40 |
9,399 |
94,852 |
+1,344 |
| Dec10 |
100707 |
158.70 |
164.10 |
158.00 |
163.45 |
+5.00 |
5,255 |
45,739 |
+929 |
| Mar11 |
100707 |
159.00 |
163.40 |
158.50 |
163.25 |
+4.90 |
1,570 |
18,411 |
+285 |
| May11 |
100707 |
160.50 |
163.00 |
160.50 |
162.85 |
+4.95 |
296 |
6,207 |
+23 |
| Jul11 |
100707 |
162.15 |
162.70 |
162.10 |
162.70 |
+4.95 |
163 |
2,894 |
-43 |
| Total Volume and Open Interest |
16,878 |
169,812 |
+2,649 |
| Orange Juice(ICE) |
| Jul10 |
100707 |
146.50 |
146.50 |
145.05 |
145.75 |
-1.60 |
49 |
477 |
-18 |
| Sep10 |
100707 |
146.70 |
146.90 |
144.65 |
145.50 |
-1.10 |
1,320 |
22,284 |
+16 |
| Nov10 |
100707 |
147.30 |
147.75 |
145.50 |
146.65 |
-0.75 |
229 |
3,879 |
-14 |
| Jan11 |
100707 |
146.00 |
147.40 |
146.00 |
147.40 |
-0.30 |
78 |
1,578 |
+69 |
| Mar11 |
100707 |
148.20 |
148.20 |
148.15 |
148.15 |
-0.35 |
1 |
200 |
+1 |
| May11 |
100707 |
148.25 |
148.25 |
148.25 |
148.25 |
-0.45 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
1,677 |
28,771 |
+54 |
| Sugar #11(ICE) |
| Oct10 |
100707 |
16.54 |
17.15 |
16.41 |
17.06 |
+0.37 |
48,153 |
258,391 |
-2,238 |
| Mar11 |
100707 |
16.90 |
17.40 |
16.76 |
17.37 |
+0.28 |
22,489 |
132,093 |
-161 |
| May11 |
100707 |
16.52 |
16.86 |
16.34 |
16.82 |
+0.28 |
4,780 |
27,276 |
-457 |
| Jul11 |
100707 |
16.04 |
16.43 |
16.04 |
16.39 |
+0.26 |
4,341 |
61,229 |
+1,055 |
| Oct11 |
100707 |
16.03 |
16.34 |
15.99 |
16.27 |
+0.23 |
1,640 |
24,876 |
+310 |
| Total Volume and Open Interest |
83,129 |
561,178 |
-1,042 |
| London Cocoa(LCE) |
| Jul10 |
100707 |
2580 |
2632 |
2565 |
2618 |
+24 |
2,361 |
50,006 |
-921 |
| Sep10 |
100707 |
2392 |
2416 |
2387 |
2403 |
+9 |
2,241 |
61,586 |
+108 |
| Dec10 |
100707 |
2202 |
2220 |
2199 |
2206 |
+2 |
700 |
33,699 |
-312 |
| Mar11 |
100707 |
2171 |
2188 |
2170 |
2173 |
-1 |
70 |
29,174 |
-5 |
| May11 |
100707 |
2178 |
2188 |
2165 |
2169 |
unch |
13 |
9,956 |
+3 |
| Jul11 |
100707 |
2188 |
2188 |
2164 |
2164 |
unch |
0 |
1,654 |
+0 |
| Sep11 |
100707 |
2160 |
2160 |
2160 |
2160 |
-2 |
0 |
2,470 |
+0 |
| Total Volume and Open Interest |
5,385 |
194,366 |
-1,127 |
| London Sugar(LCE) |
| Aug10 |
100707 |
570.50 |
593.90 |
566.50 |
589.90 |
+16.60 |
2,284 |
14,483 |
-845 |
| Oct10 |
100707 |
496.00 |
512.30 |
494.10 |
511.90 |
+9.60 |
2,369 |
32,321 |
+973 |
| Dec10 |
100707 |
468.90 |
480.00 |
468.80 |
479.50 |
+5.30 |
456 |
9,818 |
+255 |
| Mar11 |
100707 |
468.60 |
477.50 |
468.10 |
476.50 |
+2.80 |
330 |
6,643 |
-157 |
| May11 |
100707 |
456.00 |
467.20 |
456.00 |
466.20 |
+4.80 |
346 |
3,156 |
+247 |
| Total Volume and Open Interest |
5,785 |
68,522 |
+473 |
| Cotton(ICE) |
| Jul10 |
100707 |
82.38 |
83.67 |
81.25 |
82.71 |
+1.11 |
47 |
929 |
-36 |
| Oct10 |
100707 |
77.19 |
77.96 |
76.52 |
77.96 |
+0.84 |
154 |
1,411 |
-152 |
| Dec10 |
100707 |
74.45 |
75.01 |
73.55 |
74.56 |
+0.24 |
9,637 |
125,356 |
-998 |
| Mar11 |
100707 |
75.60 |
75.93 |
74.74 |
75.75 |
+0.25 |
798 |
24,141 |
+194 |
| May11 |
100707 |
76.14 |
76.14 |
76.14 |
76.14 |
+0.40 |
143 |
1,161 |
-133 |
| Jul11 |
100707 |
75.51 |
76.31 |
75.51 |
76.31 |
+0.45 |
75 |
6,760 |
+9 |
| Total Volume and Open Interest |
10,855 |
161,552 |
-1,116 |
| Lumber(CME) |
| Jul10 |
100707 |
195.3 |
203.9 |
195.0 |
203.0 |
+7.5 |
305 |
1,215 |
-227 |
| Sep10 |
100707 |
207.0 |
215.5 |
204.6 |
215.5 |
+6.1 |
447 |
5,595 |
-182 |
| Nov10 |
100707 |
208.9 |
217.9 |
207.2 |
216.6 |
+8.6 |
114 |
2,141 |
-10 |
| Jan11 |
100707 |
227.5 |
239.0 |
226.0 |
239.0 |
+9.0 |
11 |
137 |
+3 |
| Total Volume and Open Interest |
877 |
9,101 |
-416 |
| Crude Oil(NYM) |
| Aug10 |
100707 |
72.07 |
74.92 |
71.44 |
74.07 |
+2.09 |
256,171 |
300,301 |
-4,234 |
| Sep10 |
100707 |
72.51 |
75.46 |
71.97 |
74.64 |
+2.13 |
73,504 |
174,506 |
+7,425 |
| Oct10 |
100707 |
73.14 |
75.97 |
72.61 |
75.19 |
+2.13 |
29,218 |
64,656 |
+1,963 |
| Nov10 |
100707 |
73.96 |
76.40 |
73.24 |
75.80 |
+2.13 |
11,323 |
41,687 |
+834 |
| Dec10 |
100707 |
74.43 |
77.05 |
73.71 |
76.37 |
+2.14 |
32,362 |
193,557 |
-5,763 |
| Jan11 |
100707 |
74.60 |
77.16 |
74.60 |
76.85 |
+2.15 |
5,027 |
38,078 |
-136 |
| Feb11 |
100707 |
75.21 |
77.27 |
75.21 |
77.27 |
+2.16 |
2,402 |
15,690 |
-28 |
| Mar11 |
100707 |
76.15 |
77.96 |
76.15 |
77.67 |
+2.16 |
3,222 |
22,228 |
-86 |
| Apr11 |
100707 |
77.72 |
78.11 |
77.72 |
78.07 |
+2.16 |
1,818 |
11,142 |
+257 |
| May11 |
100707 |
75.98 |
78.56 |
75.98 |
78.46 |
+2.16 |
1,348 |
7,556 |
-89 |
| Jun11 |
100707 |
76.77 |
78.93 |
76.77 |
78.84 |
+2.16 |
5,601 |
42,730 |
+133 |
| Jul11 |
100707 |
79.15 |
79.15 |
79.15 |
79.15 |
+2.15 |
548 |
23,327 |
+60 |
| Aug11 |
100707 |
79.34 |
79.34 |
79.34 |
79.34 |
+2.15 |
864 |
7,781 |
+348 |
| Sep11 |
100707 |
79.49 |
79.49 |
79.49 |
79.49 |
+2.15 |
320 |
7,188 |
-13 |
| Oct11 |
100707 |
79.63 |
79.63 |
79.63 |
79.63 |
+2.15 |
197 |
5,055 |
-9 |
| Nov11 |
100707 |
79.79 |
79.79 |
79.79 |
79.79 |
+2.14 |
205 |
9,905 |
+137 |
| Total Volume and Open Interest |
438,662 |
1,266,488 |
-427 |
| 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 |
100707 |
72.650 |
75.450 |
72.050 |
74.650 |
+2.150 |
461 |
1,275 |
+4 |
| Oct10 |
100707 |
73.100 |
75.700 |
73.100 |
75.200 |
+2.150 |
37 |
183 |
+12 |
| Nov10 |
100707 |
74.750 |
75.850 |
74.750 |
75.800 |
+2.125 |
1 |
109 |
+0 |
| Dec10 |
100707 |
75.400 |
76.375 |
75.400 |
76.375 |
+2.150 |
6 |
104 |
-1 |
| Jan11 |
100707 |
76.850 |
76.850 |
76.850 |
76.850 |
+2.150 |
2 |
2 |
+1 |
| Feb11 |
100707 |
77.275 |
77.275 |
77.275 |
77.275 |
+2.175 |
0 |
1 |
+0 |
| Mar11 |
100707 |
77.675 |
77.675 |
77.675 |
77.675 |
+2.175 |
|
|
|
| Apr11 |
100707 |
78.075 |
78.075 |
78.075 |
78.075 |
+2.175 |
|
|
|
| Total Volume and Open Interest |
9,210 |
4,638 |
+58 |
| Heating Oil(NYM) |
| Aug10 |
100707 |
192.15 |
198.92 |
191.15 |
197.87 |
+6.15 |
42,808 |
82,569 |
-243 |
| Sep10 |
100707 |
194.50 |
201.86 |
193.60 |
200.09 |
+5.89 |
14,412 |
46,824 |
+337 |
| Oct10 |
100707 |
196.56 |
203.98 |
196.32 |
202.47 |
+5.73 |
6,928 |
28,821 |
+551 |
| Nov10 |
100707 |
199.20 |
205.10 |
199.20 |
205.05 |
+5.59 |
3,273 |
20,486 |
+357 |
| Dec10 |
100707 |
202.98 |
208.60 |
201.69 |
207.68 |
+5.54 |
10,341 |
35,658 |
+519 |
| Jan11 |
100707 |
205.14 |
210.84 |
205.14 |
210.18 |
+5.55 |
4,325 |
23,609 |
+1,321 |
| Feb11 |
100707 |
208.19 |
212.90 |
207.77 |
212.01 |
+5.58 |
2,470 |
10,038 |
+491 |
| Mar11 |
100707 |
209.11 |
214.14 |
209.11 |
212.83 |
+5.63 |
3,108 |
9,815 |
+760 |
| Apr11 |
100707 |
211.05 |
212.65 |
211.05 |
212.40 |
+5.68 |
1,155 |
5,475 |
+269 |
| May11 |
100707 |
209.13 |
212.11 |
208.89 |
212.11 |
+5.69 |
515 |
4,986 |
+103 |
| Jun11 |
100707 |
206.27 |
212.92 |
206.27 |
212.32 |
+5.70 |
826 |
19,354 |
-257 |
| Jul11 |
100707 |
212.80 |
213.59 |
212.80 |
213.59 |
+5.75 |
316 |
2,330 |
+169 |
| Total Volume and Open Interest |
91,238 |
308,627 |
+4,610 |
| Gasoline(NYMEX) |
| Aug10 |
100707 |
197.45 |
204.40 |
195.90 |
202.53 |
+5.40 |
35,844 |
80,675 |
-233 |
| Sep10 |
100707 |
196.57 |
203.38 |
195.28 |
201.82 |
+5.38 |
8,286 |
55,409 |
-479 |
| Oct10 |
100707 |
184.69 |
191.52 |
184.69 |
190.71 |
+5.34 |
4,367 |
25,207 |
+3 |
| Nov10 |
100707 |
186.22 |
190.55 |
186.22 |
189.54 |
+5.24 |
2,531 |
22,757 |
+616 |
| Dec10 |
100707 |
184.88 |
190.76 |
184.48 |
189.96 |
+5.15 |
4,130 |
15,314 |
+518 |
| Jan11 |
100707 |
189.18 |
191.75 |
188.86 |
191.75 |
+5.22 |
319 |
6,768 |
-59 |
| Feb11 |
100707 |
192.00 |
193.83 |
191.83 |
193.83 |
+5.24 |
92 |
2,127 |
-5 |
| Mar11 |
100707 |
194.20 |
195.90 |
194.16 |
195.90 |
+5.26 |
195 |
2,425 |
-125 |
| Apr11 |
100707 |
206.95 |
208.20 |
206.95 |
207.95 |
+5.26 |
49 |
3,491 |
+12 |
| May11 |
100707 |
208.94 |
208.94 |
208.94 |
208.94 |
+5.21 |
3 |
3,320 |
+0 |
| Total Volume and Open Interest |
55,849 |
227,972 |
+236 |
| e-miNY RBOB Gasoline(NYM) |
| Aug10 |
100707 |
202.50 |
202.53 |
202.50 |
202.50 |
+5.40 |
0 |
2 |
+0 |
| Sep10 |
100707 |
201.80 |
201.82 |
201.80 |
201.80 |
+5.40 |
1 |
1 |
+1 |
| Oct10 |
100707 |
190.70 |
190.71 |
190.70 |
190.70 |
+5.30 |
0 |
1 |
+0 |
| Nov10 |
100707 |
189.50 |
189.54 |
189.50 |
189.50 |
+5.20 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1 |
10 |
+1 |
| Natural Gas(NYM) |
| Aug10 |
100707 |
4.662 |
4.780 |
4.555 |
4.565 |
-0.117 |
95,150 |
131,378 |
+3,924 |
| Sep10 |
100707 |
4.696 |
4.796 |
4.582 |
4.588 |
-0.114 |
20,100 |
144,008 |
+417 |
| Oct10 |
100707 |
4.803 |
4.863 |
4.665 |
4.667 |
-0.107 |
26,706 |
83,262 |
+467 |
| Nov10 |
100707 |
5.065 |
5.121 |
4.965 |
4.975 |
-0.065 |
14,249 |
42,794 |
+1,600 |
| Dec10 |
100707 |
5.300 |
5.373 |
5.248 |
5.259 |
-0.043 |
7,674 |
38,995 |
+245 |
| Jan11 |
100707 |
5.481 |
5.519 |
5.410 |
5.419 |
-0.039 |
10,549 |
57,410 |
+302 |
| Feb11 |
100707 |
5.449 |
5.455 |
5.385 |
5.391 |
-0.037 |
1,495 |
17,784 |
-963 |
| Mar11 |
100707 |
5.397 |
5.399 |
5.294 |
5.295 |
-0.037 |
2,910 |
53,325 |
+251 |
| Apr11 |
100707 |
5.138 |
5.170 |
5.090 |
5.098 |
-0.011 |
2,536 |
41,141 |
+291 |
| May11 |
100707 |
5.153 |
5.155 |
5.116 |
5.116 |
-0.011 |
717 |
19,792 |
+47 |
| Jun11 |
100707 |
5.166 |
5.203 |
5.165 |
5.165 |
-0.007 |
409 |
8,292 |
-52 |
| Jul11 |
100707 |
5.245 |
5.270 |
5.228 |
5.228 |
-0.006 |
271 |
5,855 |
+113 |
| Aug11 |
100707 |
5.279 |
5.309 |
5.265 |
5.270 |
-0.006 |
114 |
5,290 |
-17 |
| Sep11 |
100707 |
5.293 |
5.313 |
5.293 |
5.298 |
-0.007 |
203 |
5,399 |
+107 |
| Oct11 |
100707 |
5.408 |
5.425 |
5.380 |
5.384 |
-0.007 |
1,387 |
18,730 |
+217 |
| Nov11 |
100707 |
5.630 |
5.675 |
5.605 |
5.617 |
+0.008 |
199 |
5,002 |
+146 |
| Total Volume and Open Interest |
186,253 |
779,491 |
+6,711 |
| Brent Crude Oil(ICE) |
| Aug10 |
100707 |
71.61 |
74.32 |
70.88 |
73.51 |
+2.06 |
43,118 |
144,117 |
-1,134 |
| Sep10 |
100707 |
71.89 |
74.57 |
71.21 |
73.77 |
+2.03 |
22,330 |
155,748 |
+180 |
| Oct10 |
100707 |
72.44 |
75.08 |
71.76 |
74.29 |
+2.00 |
5,808 |
70,993 |
+47 |
| Nov10 |
100707 |
73.06 |
75.67 |
72.37 |
74.90 |
+2.02 |
2,633 |
27,001 |
-445 |
| Dec10 |
100707 |
73.76 |
76.27 |
73.00 |
75.52 |
+2.06 |
6,080 |
104,882 |
-196 |
| Jan11 |
100707 |
74.16 |
76.39 |
73.78 |
76.11 |
+2.09 |
679 |
23,486 |
+322 |
| Feb11 |
100707 |
74.70 |
76.94 |
74.50 |
76.65 |
+2.09 |
280 |
16,228 |
+58 |
| Mar11 |
100707 |
75.20 |
77.14 |
75.00 |
77.14 |
+2.09 |
392 |
11,569 |
-71 |
| Apr11 |
100707 |
75.68 |
77.61 |
75.47 |
77.61 |
+2.09 |
519 |
8,283 |
+107 |
| May11 |
100707 |
78.04 |
78.04 |
78.04 |
78.04 |
+2.09 |
438 |
14,720 |
+124 |
| Jun11 |
100707 |
76.46 |
78.49 |
76.14 |
78.43 |
+2.09 |
939 |
24,078 |
+140 |
| Jul11 |
100707 |
78.78 |
78.78 |
78.78 |
78.78 |
+2.07 |
276 |
7,517 |
-161 |
| Aug11 |
100707 |
79.07 |
79.07 |
79.07 |
79.07 |
+2.06 |
119 |
3,651 |
-74 |
| Sep11 |
100707 |
79.31 |
79.31 |
79.31 |
79.31 |
+2.05 |
103 |
3,578 |
+0 |
| Total Volume and Open Interest |
85,368 |
731,917 |
-1,004 |
| Gas Oil(ICE) |
| Jul10 |
100707 |
616.75 |
636.00 |
610.25 |
626.50 |
+3.25 |
22,424 |
65,381 |
-7,139 |
| Aug10 |
100707 |
620.00 |
638.00 |
612.00 |
628.50 |
+3.50 |
33,997 |
128,864 |
+880 |
| Sep10 |
100707 |
622.75 |
642.00 |
616.25 |
632.25 |
+3.25 |
12,340 |
63,687 |
+1,372 |
| Oct10 |
100707 |
621.25 |
645.50 |
620.75 |
636.00 |
+3.00 |
4,657 |
33,523 |
+30 |
| Nov10 |
100707 |
626.25 |
641.50 |
626.25 |
639.50 |
+2.75 |
3,434 |
33,852 |
+491 |
| Dec10 |
100707 |
634.25 |
652.75 |
627.75 |
643.25 |
+2.75 |
8,552 |
100,225 |
+54 |
| Jan11 |
100707 |
632.75 |
655.00 |
632.75 |
648.00 |
+2.50 |
1,723 |
30,970 |
+923 |
| Feb11 |
100707 |
641.00 |
657.25 |
641.00 |
652.25 |
+2.50 |
229 |
18,523 |
-67 |
| Mar11 |
100707 |
645.50 |
660.00 |
645.50 |
656.00 |
+2.50 |
444 |
13,318 |
+203 |
| Apr11 |
100707 |
652.50 |
659.50 |
652.50 |
659.50 |
+2.25 |
295 |
13,079 |
-26 |
| Total Volume and Open Interest |
91,867 |
631,491 |
-2,448 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100707 |
1.578 |
1.585 |
1.575 |
1.584 |
+0.024 |
111 |
1,280 |
-9 |
| Sep10 |
100707 |
1.570 |
1.581 |
1.570 |
1.575 |
+0.031 |
45 |
979 |
+16 |
| Oct10 |
100707 |
1.570 |
1.580 |
1.570 |
1.578 |
+0.033 |
23 |
1,010 |
+17 |
| Nov10 |
100707 |
1.590 |
1.590 |
1.587 |
1.588 |
+0.030 |
25 |
824 |
+15 |
| Dec10 |
100707 |
1.595 |
1.607 |
1.595 |
1.601 |
+0.027 |
42 |
1,992 |
+15 |
| Jan11 |
100707 |
1.613 |
1.624 |
1.610 |
1.615 |
+0.026 |
20 |
1,475 |
+15 |
| Feb11 |
100707 |
1.645 |
1.658 |
1.645 |
1.649 |
+0.025 |
5 |
787 |
+0 |
| Total Volume and Open Interest |
426 |
12,034 |
+140 |
| WTI Crude Oil(ICE |
| Aug10 |
100707 |
72.21 |
74.95 |
71.46 |
74.07 |
+2.09 |
8,898 |
88,719 |
-691 |
| Sep10 |
100707 |
72.78 |
75.45 |
72.00 |
74.64 |
+2.13 |
3,175 |
62,141 |
+211 |
| Oct10 |
100707 |
73.20 |
75.80 |
72.59 |
75.19 |
+2.13 |
539 |
32,783 |
-21 |
| Nov10 |
100707 |
73.44 |
76.36 |
73.44 |
75.80 |
+2.13 |
208 |
16,866 |
+46 |
| Dec10 |
100707 |
73.98 |
76.96 |
73.80 |
76.37 |
+2.14 |
1,014 |
84,348 |
-22 |
| Jan11 |
100707 |
74.45 |
77.27 |
74.26 |
76.85 |
+2.15 |
0 |
17,184 |
+0 |
| Feb11 |
100707 |
74.68 |
77.82 |
74.68 |
77.27 |
+2.16 |
0 |
11,034 |
+0 |
| Mar11 |
100707 |
76.22 |
78.20 |
76.22 |
77.67 |
+2.16 |
0 |
9,455 |
+0 |
| Apr11 |
100707 |
77.76 |
78.37 |
77.72 |
78.07 |
+2.16 |
0 |
5,562 |
+0 |
| May11 |
100707 |
78.46 |
78.46 |
78.46 |
78.46 |
+2.16 |
0 |
4,171 |
+0 |
| Jun11 |
100707 |
77.61 |
79.11 |
77.61 |
78.84 |
+2.16 |
4 |
19,289 |
+1 |
| Jul11 |
100707 |
79.15 |
79.15 |
79.15 |
79.15 |
+2.15 |
0 |
8,885 |
+0 |
| Aug11 |
100707 |
79.34 |
79.34 |
79.34 |
79.34 |
+2.15 |
0 |
2,360 |
+0 |
| Sep11 |
100707 |
79.49 |
79.49 |
79.49 |
79.49 |
+2.15 |
0 |
2,733 |
+0 |
| Oct11 |
100707 |
79.63 |
79.63 |
79.63 |
79.63 |
+2.15 |
0 |
2,060 |
+0 |
| Nov11 |
100707 |
79.79 |
79.79 |
79.79 |
79.79 |
+2.14 |
0 |
7,823 |
+0 |
| Total Volume and Open Interest |
14,194 |
488,832 |
-225 |
| US Dollar Index(ICE) |
| Sep10 |
100707 |
84.280 |
84.595 |
83.965 |
84.037 |
-0.268 |
1,568 |
27,391 |
-694 |
| Dec10 |
100707 |
84.372 |
84.372 |
84.372 |
84.372 |
-0.268 |
0 |
649 |
+1 |
| Mar11 |
100707 |
84.732 |
84.732 |
84.732 |
84.732 |
-0.268 |
|
|
|
| Total Volume and Open Interest |
1,568 |
28,041 |
-693 |
| Australian Dollar(CME) |
| Sep10 |
100707 |
84.50 |
85.95 |
83.82 |
85.83 |
+1.55 |
105,527 |
63,812 |
+468 |
| Dec10 |
100707 |
83.54 |
85.06 |
83.06 |
84.94 |
+1.54 |
79 |
692 |
+8 |
| Mar11 |
100707 |
84.06 |
84.06 |
82.55 |
84.06 |
+1.51 |
|
|
|
| Total Volume and Open Interest |
105,606 |
64,660 |
+476 |
| British Pound(CME) |
| Sep10 |
100707 |
151.49 |
152.18 |
150.80 |
152.03 |
+0.58 |
87,913 |
122,732 |
-2,857 |
| Dec10 |
100707 |
151.40 |
152.06 |
150.80 |
152.01 |
+0.58 |
231 |
320 |
+34 |
| Mar11 |
100707 |
151.97 |
151.97 |
151.41 |
151.97 |
+0.56 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
88,144 |
123,055 |
-2,823 |
| Canadian Dollar(CME) |
| Sep10 |
100707 |
94.81 |
95.50 |
94.23 |
95.29 |
+0.61 |
88,916 |
86,914 |
-2,146 |
| Dec10 |
100707 |
94.56 |
95.30 |
94.25 |
95.21 |
+0.61 |
114 |
3,460 |
+30 |
| Mar11 |
100707 |
95.10 |
95.10 |
94.49 |
95.10 |
+0.61 |
15 |
343 |
+10 |
| Jun11 |
100707 |
94.31 |
94.99 |
94.31 |
94.95 |
+0.61 |
1 |
222 |
+0 |
| Total Volume and Open Interest |
89,048 |
90,964 |
-2,106 |
| Japanese Yen(CME) |
| Sep10 |
100707 |
114.34 |
115.02 |
114.02 |
114.48 |
unch |
141,663 |
127,819 |
-151 |
| Dec10 |
100707 |
114.47 |
115.18 |
114.26 |
114.67 |
-0.01 |
134 |
306 |
+23 |
| Mar11 |
100707 |
114.88 |
114.90 |
114.88 |
114.88 |
-0.02 |
1 |
5 |
+0 |
| Total Volume and Open Interest |
141,798 |
128,130 |
-128 |
| Swiss Franc(CME) |
| Sep10 |
100707 |
94.49 |
95.28 |
94.13 |
95.25 |
+0.73 |
37,681 |
43,037 |
-890 |
| Dec10 |
100707 |
94.63 |
95.44 |
94.63 |
95.44 |
+0.73 |
21 |
55 |
+2 |
| Mar11 |
100707 |
95.65 |
95.65 |
94.92 |
95.65 |
+0.73 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
37,702 |
43,095 |
-888 |
| EuroFX(CME) |
| Sep10 |
100707 |
126.27 |
126.68 |
125.56 |
126.54 |
+0.31 |
279,628 |
220,592 |
-8,326 |
| Dec10 |
100707 |
126.22 |
126.68 |
125.66 |
126.57 |
+0.31 |
283 |
967 |
-1 |
| Mar11 |
100707 |
126.58 |
126.58 |
126.29 |
126.58 |
+0.29 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
279,911 |
221,627 |
-8,327 |
| Mexican Peso(CME) |
| Jul10 |
100707 |
778.8 |
778.8 |
770.0 |
778.8 |
+8.8 |
|
|
|
| Aug10 |
100707 |
775.8 |
775.8 |
767.0 |
775.8 |
+8.8 |
|
|
|
| Total Volume and Open Interest |
27,640 |
63,246 |
-3,139 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100707 |
128~030 |
128~030 |
127~090 |
127~100 |
+0~050 |
|
|
|
| Dec10 |
100707 |
126~170 |
126~240 |
125~290 |
125~290 |
-0~220 |
279 |
1,271 |
+50 |
| Mar11 |
100707 |
124~170 |
125~070 |
124~170 |
124~170 |
-0~220 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
265,272 |
653,287 |
+2,626 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100707 |
122~235 |
122~275 |
122~110 |
122~140 |
-0~095 |
1,157,389 |
1,715,975 |
+9,144 |
| Dec10 |
100707 |
121~245 |
121~265 |
121~145 |
121~155 |
-0~095 |
357 |
2,015 |
+260 |
| Mar11 |
100707 |
119~285 |
120~060 |
119~285 |
119~285 |
-0~095 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
1,157,746 |
1,718,070 |
+9,404 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100707 |
59~040 |
59~040 |
59~035 |
59~035 |
-0~003 |
|
|
|
| Dec10 |
100707 |
117~082 |
117~086 |
117~071 |
117~080 |
-0~003 |
0 |
31 |
+0 |
| Mar11 |
100707 |
116~086 |
116~089 |
116~086 |
116~086 |
-0~003 |
|
|
|
| Total Volume and Open Interest |
472,591 |
913,889 |
+3,587 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100707 |
54~091 |
54~091 |
54~090 |
54~090 |
unch |
|
|
|
| Dec10 |
100707 |
109~023 |
109~024 |
109~021 |
109~021 |
-0~001 |
2 |
36 |
+1 |
| Mar11 |
100707 |
108~117 |
108~119 |
108~117 |
108~117 |
-0~002 |
|
|
|
| Total Volume and Open Interest |
160,423 |
884,401 |
+2,063 |
| Eurodollars(CME) |
| Sep10 |
100707 |
99.400 |
99.425 |
99.390 |
99.410 |
+0.015 |
130,589 |
1,032,082 |
-9,522 |
| Dec10 |
100707 |
99.295 |
99.345 |
99.290 |
99.330 |
+0.035 |
174,578 |
1,081,065 |
+6,015 |
| Mar11 |
100707 |
99.200 |
99.255 |
99.195 |
99.240 |
+0.040 |
195,157 |
869,610 |
-8,729 |
| Jun11 |
100707 |
99.075 |
99.135 |
99.070 |
99.110 |
+0.035 |
192,104 |
883,755 |
-8,695 |
| Sep11 |
100707 |
98.925 |
98.985 |
98.920 |
98.950 |
+0.030 |
266,030 |
979,355 |
+3,377 |
| Dec11 |
100707 |
98.710 |
98.775 |
98.705 |
98.730 |
+0.025 |
188,948 |
623,439 |
+3,244 |
| Mar12 |
100707 |
98.515 |
98.575 |
98.500 |
98.530 |
+0.030 |
141,360 |
434,673 |
+10,170 |
| Jun12 |
100707 |
98.295 |
98.350 |
98.280 |
98.310 |
+0.030 |
118,810 |
320,455 |
+5,287 |
| Sep12 |
100707 |
98.070 |
98.125 |
98.065 |
98.090 |
+0.025 |
79,497 |
214,643 |
-2,694 |
| Dec12 |
100707 |
97.845 |
97.900 |
97.840 |
97.865 |
+0.025 |
57,685 |
171,505 |
-7,157 |
| Mar13 |
100707 |
97.645 |
97.700 |
97.645 |
97.670 |
+0.025 |
52,650 |
169,518 |
+2,541 |
| Jun13 |
100707 |
97.440 |
97.485 |
97.440 |
97.455 |
+0.020 |
31,305 |
100,798 |
-884 |
| Sep13 |
100707 |
97.235 |
97.275 |
97.225 |
97.245 |
+0.015 |
13,874 |
75,650 |
+345 |
| Dec13 |
100707 |
97.020 |
97.060 |
97.005 |
97.025 |
+0.010 |
7,496 |
40,118 |
+268 |
| Mar14 |
100707 |
96.850 |
96.895 |
96.835 |
96.850 |
unch |
7,400 |
44,879 |
-594 |
| Jun14 |
100707 |
96.675 |
96.720 |
96.650 |
96.675 |
-0.005 |
5,717 |
32,141 |
-395 |
| Sep14 |
100707 |
96.535 |
96.565 |
96.490 |
96.515 |
-0.010 |
3,920 |
23,841 |
-67 |
| Dec14 |
100707 |
96.370 |
96.400 |
96.325 |
96.350 |
-0.015 |
3,289 |
43,562 |
+577 |
| Total Volume and Open Interest |
1,685,638 |
7,324,552 |
-5,514 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100707 |
99.815 |
99.817 |
99.812 |
99.815 |
+0.003 |
7,967 |
56,398 |
+4,117 |
| Aug10 |
100707 |
99.805 |
99.810 |
99.800 |
99.805 |
+0.005 |
1,578 |
79,106 |
-846 |
| Sep10 |
100707 |
99.800 |
99.805 |
99.795 |
99.800 |
+0.005 |
905 |
49,101 |
-99 |
| Oct10 |
100707 |
99.795 |
99.800 |
99.790 |
99.795 |
+0.005 |
1,235 |
60,008 |
+368 |
| Nov10 |
100707 |
99.785 |
99.790 |
99.780 |
99.785 |
+0.005 |
1,765 |
82,678 |
+234 |
| Dec10 |
100707 |
99.780 |
99.785 |
99.770 |
99.775 |
+0.005 |
887 |
67,989 |
+12 |
| Total Volume and Open Interest |
25,084 |
590,907 |
+4,673 |
| 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 |
100707 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.003 |
150 |
1,074 |
-366 |
| Dec10 |
100707 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.010 |
0 |
342 |
+0 |
| Mar11 |
100707 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.015 |
0 |
167 |
+0 |
| Jun11 |
100707 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
| Sep11 |
100707 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
| Dec11 |
100707 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
| Mar12 |
100707 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
| Jun12 |
100707 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Sep12 |
100707 |
99.745 |
99.745 |
99.745 |
99.745 |
unch |
|
|
|
| Dec12 |
100707 |
99.440 |
99.440 |
99.440 |
99.440 |
unch |
|
|
|
| Total Volume and Open Interest |
150 |
1,583 |
-366 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100707 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
151 |
3,536 |
+129 |
| Dec10 |
100707 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,272 |
+0 |
| Mar11 |
100707 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,909 |
+0 |
| Jun11 |
100707 |
99.69 |
99.69 |
99.68 |
99.68 |
unch |
404 |
981 |
+0 |
| Sep11 |
100707 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
108 |
+0 |
| Dec11 |
100707 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
3 |
106 |
+0 |
| Mar12 |
100707 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
305 |
+0 |
| Jun12 |
100707 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
558 |
9,283 |
+129 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100707 |
141.33 |
141.66 |
141.26 |
141.66 |
+0.30 |
795 |
21,258 |
-421 |
| Dec10 |
100707 |
140.78 |
140.78 |
140.78 |
140.78 |
+0.30 |
0 |
10 |
+0 |
| Mar11 |
100707 |
138.69 |
138.69 |
138.69 |
138.69 |
+0.30 |
|
|
|
| Total Volume and Open Interest |
795 |
21,268 |
-59 |
| Euro-Bund(EUREX) |
| Sep10 |
100706 |
129.65 |
129.70 |
129.05 |
129.30 |
-0.40 |
604,098 |
903,507 |
+45,292 |
| Dec10 |
100707 |
127.96 |
128.01 |
127.61 |
127.75 |
-0.06 |
34 |
1,379 |
+3 |
| Mar11 |
100707 |
127.72 |
127.72 |
127.72 |
127.72 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
277,322 |
891,816 |
-13,067 |
| Euro-Bobl(EUREX) |
| Sep10 |
100625 |
120.63 |
120.78 |
120.56 |
120.61 |
+0.59 |
576,317 |
700,482 |
-18,977 |
| Dec10 |
100707 |
119.26 |
119.26 |
119.26 |
119.26 |
-0.03 |
1 |
7,266 |
+0 |
| Mar11 |
100707 |
118.32 |
118.32 |
118.32 |
118.32 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
176,272 |
727,754 |
-17,427 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100707 |
99.025 |
99.030 |
99.020 |
99.025 |
-0.010 |
74 |
3,418 |
-367 |
| Dec10 |
100707 |
98.910 |
98.910 |
98.890 |
98.890 |
-0.015 |
226 |
2,141 |
-353 |
| Mar11 |
100707 |
98.845 |
98.845 |
98.830 |
98.830 |
-0.010 |
99 |
1,134 |
+6 |
| Total Volume and Open Interest |
754 |
10,504 |
-1,072 |
| Long Gilt(LIFFE) |
| Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~23 |
66,100 |
278,204 |
+2,249 |
| Dec10 |
100707 |
119~23 |
119~23 |
119~23 |
119~23 |
-4~14 |
|
|
|
| Total Volume and Open Interest |
28,118 |
275,976 |
-9,385 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100707 |
99.19 |
99.19 |
99.17 |
99.18 |
unch |
20,494 |
369,148 |
+400 |
| Dec10 |
100707 |
99.08 |
99.09 |
99.06 |
99.07 |
-0.01 |
35,278 |
385,244 |
+1,093 |
| Mar11 |
100707 |
98.99 |
99.01 |
98.97 |
98.98 |
-0.01 |
41,679 |
330,031 |
+6,530 |
| Jun11 |
100707 |
98.87 |
98.89 |
98.84 |
98.85 |
-0.01 |
30,735 |
314,759 |
+3,893 |
| Sep11 |
100707 |
98.71 |
98.73 |
98.68 |
98.69 |
unch |
12,003 |
327,034 |
-1,297 |
| Dec11 |
100707 |
98.48 |
98.50 |
98.46 |
98.47 |
+0.01 |
6,419 |
257,603 |
-117 |
| Total Volume and Open Interest |
165,327 |
2,411,074 |
+11,380 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100707 |
99.035 |
99.050 |
99.010 |
99.025 |
-0.010 |
72,782 |
608,410 |
-11,550 |
| Dec10 |
100707 |
98.905 |
98.920 |
98.880 |
98.890 |
-0.015 |
50,151 |
480,856 |
+2,426 |
| Mar11 |
100707 |
98.845 |
98.865 |
98.820 |
98.830 |
-0.010 |
47,403 |
493,818 |
-385 |
| Total Volume and Open Interest |
322,451 |
3,181,704 |
-18,538 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100707 |
95.23 |
95.24 |
95.20 |
95.23 |
-0.01 |
19,352 |
249,479 |
-7,166 |
| Dec10 |
100707 |
95.24 |
95.26 |
95.20 |
95.24 |
-0.01 |
22,219 |
173,461 |
+5,330 |
| Mar11 |
100707 |
95.22 |
95.26 |
95.17 |
95.24 |
+0.01 |
5,753 |
75,720 |
-76 |
| Jun11 |
100707 |
95.14 |
95.21 |
95.12 |
95.18 |
+0.02 |
1,771 |
54,820 |
-489 |
| Sep11 |
100707 |
95.06 |
95.13 |
95.03 |
95.10 |
+0.01 |
1,565 |
37,121 |
+293 |
| Dec11 |
100707 |
94.98 |
95.06 |
94.95 |
95.02 |
+0.01 |
714 |
26,819 |
+495 |
| Mar12 |
100707 |
94.93 |
95.01 |
94.92 |
94.96 |
unch |
668 |
24,270 |
+487 |
| Jun12 |
100707 |
94.94 |
94.97 |
94.94 |
94.94 |
+0.01 |
306 |
6,713 |
+1 |
| Sep12 |
100707 |
94.94 |
94.95 |
94.94 |
94.95 |
+0.03 |
50 |
3,457 |
+50 |
| Dec12 |
100707 |
94.92 |
94.93 |
94.92 |
94.93 |
+0.03 |
0 |
1,257 |
+0 |
| Total Volume and Open Interest |
52,398 |
653,984 |
-1,075 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100707 |
94.95 |
94.98 |
94.89 |
94.96 |
+0.01 |
17,906 |
328,153 |
+1,051 |
| Dec10 |
100707 |
94.95 |
94.95 |
94.95 |
94.95 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
17,906 |
328,153 |
+1,051 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100707 |
95.47 |
95.49 |
95.42 |
95.48 |
+0.01 |
85,682 |
571,599 |
+28,385 |
| Dec10 |
100707 |
95.43 |
95.43 |
95.43 |
95.43 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
85,682 |
571,599 |
+28,385 |
| Gold(CMX) |
| Aug10 |
100707 |
1194.0 |
1204.4 |
1185.0 |
1198.9 |
+3.8 |
119,623 |
327,754 |
-13,929 |
| Oct10 |
100707 |
1196.1 |
1206.2 |
1187.0 |
1200.8 |
+3.8 |
934 |
26,050 |
-315 |
| Dec10 |
100707 |
1196.5 |
1208.2 |
1188.7 |
1202.7 |
+3.8 |
5,057 |
92,442 |
+1,294 |
| Feb11 |
100707 |
1195.0 |
1206.8 |
1193.0 |
1204.6 |
+3.7 |
962 |
22,249 |
-835 |
| Apr11 |
100707 |
1204.0 |
1206.4 |
1197.0 |
1206.4 |
+3.6 |
50 |
16,977 |
+40 |
| Jun11 |
100707 |
542.8 |
557.6 |
542.8 |
552.9 |
+3.4 |
265 |
12,538 |
-240 |
| Aug11 |
100707 |
1210.4 |
1210.4 |
1210.4 |
1210.4 |
+3.4 |
11 |
6,767 |
+8 |
| Oct11 |
100707 |
1212.7 |
1212.7 |
1212.7 |
1212.7 |
+3.3 |
13 |
7,281 |
+4 |
| Dec11 |
100707 |
1206.0 |
1217.2 |
1205.8 |
1215.2 |
+3.2 |
1,110 |
13,705 |
-1,003 |
| Feb12 |
100707 |
1217.9 |
1217.9 |
1217.9 |
1217.9 |
+3.0 |
0 |
3,753 |
+0 |
| Apr12 |
100707 |
1221.0 |
1221.0 |
1221.0 |
1221.0 |
+2.9 |
0 |
4,988 |
+0 |
| Jun12 |
100707 |
1224.3 |
1224.3 |
1224.3 |
1224.3 |
+2.9 |
766 |
10,116 |
+754 |
| Total Volume and Open Interest |
131,211 |
575,695 |
-14,990 |
| Silver(CMX) |
| Jul10 |
100707 |
1780.0 |
1805.5 |
1755.5 |
1797.9 |
+14.6 |
793 |
1,470 |
-373 |
| Sep10 |
100707 |
1783.0 |
1811.0 |
1756.5 |
1800.0 |
+14.3 |
33,377 |
67,501 |
-4,546 |
| Dec10 |
100707 |
1773.5 |
1814.5 |
1764.0 |
1806.0 |
+14.3 |
2,609 |
23,195 |
+919 |
| Mar11 |
100707 |
1789.0 |
1814.5 |
1773.5 |
1810.0 |
+14.2 |
551 |
10,358 |
-7 |
| May11 |
100707 |
1812.1 |
1812.1 |
1812.1 |
1812.1 |
+14.2 |
1 |
7,611 |
-1 |
| Jul11 |
100707 |
1814.0 |
1814.0 |
1814.0 |
1814.0 |
+14.2 |
2,055 |
3,783 |
-1,952 |
| Sep11 |
100707 |
1789.5 |
1815.6 |
1789.5 |
1815.6 |
+14.2 |
6 |
423 |
+0 |
| Total Volume and Open Interest |
39,551 |
121,276 |
-5,978 |
| Platinum(NYMEX) |
| Jul10 |
100707 |
1509.3 |
1521.9 |
1509.3 |
1521.9 |
+8.1 |
11 |
99 |
-99 |
| Oct10 |
100707 |
1516.4 |
1529.7 |
1499.1 |
1526.4 |
+7.7 |
3,704 |
27,891 |
-308 |
| Jan11 |
100707 |
1508.7 |
1531.9 |
1508.7 |
1531.4 |
+7.6 |
24 |
694 |
+12 |
| Apr11 |
100707 |
1531.4 |
1531.4 |
1531.4 |
1531.4 |
+7.6 |
1 |
6 |
+0 |
| Total Volume and Open Interest |
3,741 |
28,714 |
-396 |
| Palladium(NYMEX) |
| Sep10 |
100707 |
437.00 |
450.00 |
428.90 |
442.35 |
+1.95 |
2,382 |
18,918 |
-176 |
| Dec10 |
100707 |
443.10 |
444.15 |
441.60 |
443.50 |
+2.10 |
13 |
504 |
+12 |
| Mar11 |
100707 |
444.00 |
444.00 |
444.00 |
444.00 |
+2.10 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
2,395 |
19,451 |
-165 |
| Copper(CMX) |
| Jul10 |
100707 |
296.15 |
302.60 |
293.80 |
300.55 |
+4.55 |
350 |
2,396 |
-344 |
| Sep10 |
100707 |
296.45 |
303.75 |
294.35 |
301.50 |
+4.40 |
23,925 |
77,714 |
-1,960 |
| Dec10 |
100707 |
299.70 |
305.00 |
297.05 |
303.70 |
+4.35 |
561 |
21,295 |
-2 |
| Mar11 |
100707 |
305.00 |
305.90 |
305.00 |
305.15 |
+4.35 |
34 |
10,034 |
+1 |
| May11 |
100707 |
305.90 |
305.90 |
305.90 |
305.90 |
+4.35 |
1 |
1,350 |
+0 |
| Total Volume and Open Interest |
25,172 |
128,495 |
-2,282 |
| DJIA Index(CBOT) |
| Sep10 |
100707 |
9684 |
9980 |
9624 |
9980 |
+298 |
464 |
6,281 |
-14 |
| Dec10 |
100707 |
9919 |
9919 |
9622 |
9919 |
+297 |
0 |
6 |
+0 |
| Mar11 |
100707 |
9867 |
9867 |
9569 |
9867 |
+298 |
|
|
|
| Jun11 |
100707 |
9809 |
9809 |
9511 |
9809 |
+298 |
|
|
|
| Total Volume and Open Interest |
464 |
6,287 |
-14 |
| S & P 500(CME) |
| Sep10 |
100707 |
1024.10 |
1059.50 |
1016.30 |
1059.30 |
+35.10 |
25,639 |
300,202 |
+190 |
| Dec10 |
100707 |
1032.20 |
1054.70 |
1032.00 |
1054.70 |
+35.10 |
30 |
4,634 |
-2 |
| Mar11 |
100707 |
1050.50 |
1050.50 |
1050.00 |
1050.50 |
+35.00 |
0 |
475 |
+0 |
| Jun11 |
100707 |
1047.00 |
1047.00 |
1046.50 |
1047.00 |
+35.00 |
8 |
52 |
+6 |
| Total Volume and Open Interest |
25,677 |
305,374 |
+194 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100707 |
1024.00 |
1059.75 |
1016.25 |
1059.25 |
+35.00 |
2,135,335 |
2,825,204 |
-3,559 |
| Dec10 |
100707 |
1019.50 |
1055.00 |
1011.75 |
1054.75 |
+35.25 |
1,198 |
10,620 |
-101 |
| Total Volume and Open Interest |
2,136,542 |
2,836,032 |
-3,651 |
| NASDAQ 100(CME) |
| Sep10 |
100707 |
1735.50 |
1790.00 |
1722.50 |
1789.50 |
+55.00 |
2,637 |
10,024 |
+1,242 |
| Dec10 |
100707 |
1787.80 |
1787.80 |
1785.00 |
1787.80 |
+55.30 |
0 |
1 |
+0 |
| Mar11 |
100707 |
1785.30 |
1785.30 |
1782.00 |
1785.30 |
+55.30 |
|
|
|
| Total Volume and Open Interest |
2,637 |
10,025 |
+1,242 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100707 |
1734.80 |
1789.50 |
1721.80 |
1789.50 |
+55.00 |
317,947 |
297,274 |
+1,788 |
| Dec10 |
100707 |
1734.00 |
1787.80 |
1723.00 |
1787.80 |
+55.30 |
320 |
186 |
+21 |
| Total Volume and Open Interest |
318,267 |
297,462 |
+1,809 |
| S & P Midcap 400(CME) |
| Sep10 |
100707 |
725.70 |
725.70 |
694.25 |
725.70 |
+26.70 |
192 |
1,911 |
+183 |
| Dec10 |
100707 |
723.70 |
723.70 |
721.50 |
723.70 |
+26.70 |
|
|
|
| Mar11 |
100707 |
721.70 |
721.70 |
719.50 |
721.70 |
+26.70 |
|
|
|
| Total Volume and Open Interest |
192 |
1,911 |
+183 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100706 |
9205 |
9205 |
9205 |
9205 |
unch |
|
|
|
| Dec10 |
100707 |
9555 |
9555 |
9540 |
9555 |
+215 |
|
|
|
| Total Volume and Open Interest |
8,216 |
30,996 |
-1,653 |
| Nikkei 225(SGX) |
| Sep10 |
100707 |
9390 |
9505 |
9215 |
9265 |
-115 |
76,439 |
157,519 |
+7,974 |
| Dec10 |
100707 |
9360 |
9360 |
9190 |
9215 |
-120 |
23 |
1,931 |
+7 |
| Mar11 |
100707 |
9210 |
9210 |
9210 |
9210 |
-120 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
79,126 |
173,874 |
+8,621 |
| CAC 40(EURONEXT) |
| Jul10 |
100707 |
3386.0 |
3531.5 |
3361.5 |
3482.0 |
+62.0 |
49,815 |
394,285 |
-31,920 |
| Aug10 |
100707 |
3380.0 |
3523.0 |
3364.0 |
3482.5 |
+62.5 |
80 |
7,273 |
+63 |
| Sep10 |
100707 |
3381.0 |
3527.5 |
3366.0 |
3478.0 |
+62.5 |
230 |
36,998 |
-78 |
| Total Volume and Open Interest |
50,125 |
439,814 |
-31,935 |
| Hang Seng Index(HKFE) |
| Jul10 |
100707 |
19898 |
19923 |
19736 |
19786 |
-242 |
52,441 |
70,733 |
-266 |
| Aug10 |
100707 |
19874 |
19881 |
19703 |
19745 |
-245 |
310 |
552 |
+67 |
| Sep10 |
100707 |
19767 |
19783 |
19640 |
19656 |
-244 |
152 |
3,388 |
+2 |
| Total Volume and Open Interest |
52,977 |
75,408 |
-197 |
| DAX(EUREX) |
| Sep10 |
100707 |
5902.5 |
6053.5 |
5853.0 |
5988.0 |
+60.0 |
46,935 |
147,695 |
-2,155 |
| Dec10 |
100707 |
5904.5 |
6060.0 |
5864.5 |
5996.5 |
+60.0 |
376 |
10,755 |
-204 |
| Mar11 |
100707 |
5926.0 |
6063.0 |
5884.0 |
6009.5 |
+60.0 |
226 |
431 |
+212 |
| Total Volume and Open Interest |
47,537 |
158,881 |
-2,147 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100707 |
4874.50 |
5050.00 |
4857.50 |
4972.00 |
+59.00 |
39,355 |
645,363 |
-3,462 |
| Dec10 |
100707 |
4949.50 |
4949.50 |
4949.50 |
4949.50 |
+59.00 |
22 |
6,844 |
+2 |
| Mar11 |
100707 |
4797.00 |
4911.50 |
4797.00 |
4910.00 |
+59.00 |
0 |
1,090 |
+0 |
| Total Volume and Open Interest |
39,578 |
653,487 |
-3,270 |
| SPI 200(SFE) |
| Sep10 |
100707 |
4270.0 |
4343.0 |
4213.0 |
4247.0 |
-17.0 |
28,919 |
222,708 |
-2,532 |
| Dec10 |
100707 |
4260.0 |
4262.0 |
4260.0 |
4262.0 |
-19.0 |
224 |
3,417 |
+144 |
| Mar11 |
100707 |
4235.0 |
4249.0 |
4235.0 |
4249.0 |
-19.0 |
1 |
1,161 |
+0 |
| Total Volume and Open Interest |
29,173 |
228,050 |
-2,388 |
| GSCI(CME) |
| Jul10 |
100707 |
484.50 |
492.00 |
484.00 |
491.50 |
+11.00 |
271 |
16,158 |
-57 |
| Aug10 |
100707 |
486.80 |
493.75 |
486.00 |
493.70 |
+11.05 |
64 |
208 |
+60 |
| Sep10 |
100707 |
490.00 |
496.70 |
489.50 |
496.70 |
+11.20 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
337 |
16,366 |
+3 |
| 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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