|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri July 16, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100716 |
1018.00 |
1027.00 |
1013.00 |
1019.50 |
+0.50 |
29,398 |
67,517 |
+617 |
| Sep10 |
100716 |
1000.00 |
1006.25 |
991.00 |
998.00 |
-3.00 |
9,885 |
19,975 |
+309 |
| Nov10 |
100716 |
986.75 |
992.75 |
978.25 |
985.00 |
-3.00 |
67,328 |
276,893 |
+1,540 |
| Jan11 |
100716 |
994.00 |
1000.00 |
986.00 |
992.25 |
-2.75 |
8,053 |
43,757 |
+1,724 |
| Mar11 |
100716 |
995.50 |
1001.00 |
988.75 |
993.25 |
-3.25 |
2,260 |
14,943 |
+203 |
| May11 |
100716 |
994.75 |
999.25 |
987.00 |
992.00 |
-2.75 |
2,744 |
14,667 |
+817 |
| Jul11 |
100716 |
1002.50 |
1005.00 |
997.00 |
1000.00 |
-2.50 |
3,672 |
18,476 |
+442 |
| Total Volume and Open Interest |
124,638 |
474,299 |
+5,743 |
| Soybean Meal(CBOT) |
| Aug10 |
100716 |
307.00 |
309.50 |
304.80 |
307.80 |
+0.20 |
16,566 |
34,148 |
-1,720 |
| Sep10 |
100716 |
297.80 |
300.30 |
295.70 |
298.20 |
unch |
7,623 |
27,976 |
+1,612 |
| Oct10 |
100716 |
290.80 |
293.10 |
288.20 |
291.20 |
-0.20 |
2,139 |
13,992 |
+252 |
| Dec10 |
100716 |
289.30 |
292.10 |
287.00 |
290.00 |
-0.40 |
20,021 |
93,973 |
+1,775 |
| Jan11 |
100716 |
288.00 |
290.50 |
286.40 |
288.70 |
-0.40 |
153 |
6,776 |
-34 |
| Mar11 |
100716 |
288.00 |
290.10 |
286.00 |
288.30 |
-0.20 |
499 |
6,623 |
+132 |
| May11 |
100716 |
286.00 |
288.50 |
284.20 |
286.60 |
unch |
279 |
5,377 |
+47 |
| Jul11 |
100716 |
287.50 |
288.50 |
285.60 |
287.80 |
-0.10 |
491 |
4,650 |
+191 |
| Total Volume and Open Interest |
47,805 |
196,384 |
+1,178 |
| Soybean Oil(CBOT) |
| Aug10 |
100716 |
38.51 |
38.69 |
38.10 |
38.31 |
-0.28 |
32,175 |
46,292 |
-8,229 |
| Sep10 |
100716 |
38.69 |
38.87 |
38.28 |
38.48 |
-0.30 |
23,259 |
47,572 |
+5,860 |
| Oct10 |
100716 |
38.89 |
38.99 |
38.48 |
38.67 |
-0.30 |
2,524 |
17,557 |
-94 |
| Dec10 |
100716 |
39.32 |
39.49 |
38.85 |
39.06 |
-0.31 |
30,056 |
137,634 |
-2,389 |
| Jan11 |
100716 |
39.59 |
39.72 |
39.13 |
39.33 |
-0.33 |
1,200 |
10,716 |
+336 |
| Mar11 |
100716 |
39.82 |
40.02 |
39.36 |
39.57 |
-0.35 |
1,479 |
6,125 |
-114 |
| May11 |
100716 |
39.89 |
40.06 |
39.58 |
39.80 |
-0.36 |
692 |
4,457 |
+210 |
| Jul11 |
100716 |
40.26 |
40.33 |
39.86 |
40.08 |
-0.37 |
257 |
3,592 |
+101 |
| Total Volume and Open Interest |
91,670 |
277,303 |
-4,651 |
| Canola(WCE) |
| Jul10 |
100714 |
442.4 |
442.4 |
442.4 |
442.4 |
+3.5 |
112 |
100 |
+89 |
| Nov10 |
100716 |
455.6 |
459.0 |
453.8 |
455.0 |
-0.6 |
7,040 |
131,519 |
+659 |
| Jan11 |
100716 |
457.0 |
458.5 |
454.3 |
455.3 |
-0.8 |
669 |
10,151 |
+4 |
| Mar11 |
100716 |
451.2 |
456.0 |
451.2 |
452.4 |
-1.1 |
140 |
5,561 |
+66 |
| May11 |
100716 |
456.3 |
456.3 |
449.9 |
451.7 |
-1.9 |
366 |
1,808 |
+91 |
| Total Volume and Open Interest |
8,524 |
153,074 |
+872 |
| Corn(CBOT) |
| Sep10 |
100716 |
391.25 |
395.75 |
387.50 |
394.75 |
+2.25 |
70,640 |
390,006 |
+3,026 |
| Dec10 |
100716 |
404.00 |
408.50 |
400.25 |
407.25 |
+2.00 |
111,937 |
494,133 |
+4,111 |
| Mar11 |
100716 |
414.50 |
418.75 |
411.25 |
417.75 |
+1.75 |
9,310 |
82,842 |
+1,926 |
| May11 |
100716 |
420.25 |
425.25 |
418.00 |
424.75 |
+1.50 |
3,233 |
15,499 |
-75 |
| Jul11 |
100716 |
428.00 |
431.25 |
424.50 |
430.50 |
+0.50 |
2,814 |
50,548 |
+702 |
| Sep11 |
100716 |
425.25 |
429.25 |
423.00 |
428.75 |
+0.25 |
285 |
4,945 |
+18 |
| Total Volume and Open Interest |
206,264 |
1,128,988 |
+10,189 |
| Wheat(CBOT) |
| Sep10 |
100716 |
595.50 |
597.75 |
578.75 |
587.25 |
-9.00 |
59,964 |
200,199 |
-3,412 |
| Dec10 |
100716 |
623.00 |
624.00 |
607.75 |
616.00 |
-8.50 |
30,521 |
124,332 |
+3,908 |
| Mar11 |
100716 |
639.25 |
641.25 |
628.00 |
636.75 |
-5.75 |
8,188 |
36,565 |
+67 |
| May11 |
100716 |
640.25 |
651.00 |
637.00 |
647.00 |
-3.25 |
2,371 |
18,981 |
+959 |
| Jul11 |
100716 |
653.25 |
659.00 |
643.00 |
654.00 |
-4.00 |
5,562 |
66,428 |
+1,436 |
| Total Volume and Open Interest |
108,718 |
469,632 |
+3,188 |
| Wheat(KCBT) |
| Sep10 |
100716 |
602.75 |
605.75 |
592.00 |
599.00 |
-6.75 |
16,226 |
61,779 |
-366 |
| Dec10 |
100716 |
620.00 |
622.75 |
609.25 |
615.50 |
-7.50 |
6,315 |
52,034 |
+8 |
| Mar11 |
100716 |
634.50 |
638.00 |
625.00 |
631.25 |
-8.25 |
3,675 |
20,958 |
+454 |
| May11 |
100716 |
645.00 |
645.00 |
633.25 |
639.75 |
-7.75 |
644 |
5,841 |
+35 |
| Jul11 |
100716 |
650.00 |
653.00 |
641.75 |
648.00 |
-7.00 |
2,435 |
29,525 |
+46 |
| Total Volume and Open Interest |
29,546 |
175,184 |
+32 |
| Wheat(MGE) |
| Jul10 |
100714 |
572.00 |
572.00 |
572.00 |
572.00 |
+4.50 |
8 |
8 |
-20 |
| Sep10 |
100716 |
610.00 |
613.25 |
600.25 |
611.50 |
-1.00 |
4,530 |
19,050 |
+580 |
| Dec10 |
100716 |
625.00 |
629.50 |
617.75 |
628.25 |
-0.25 |
2,331 |
16,110 |
+289 |
| Mar11 |
100716 |
642.25 |
646.00 |
633.25 |
645.25 |
-0.75 |
597 |
5,852 |
+91 |
| May11 |
100716 |
653.25 |
655.00 |
645.25 |
654.00 |
-1.50 |
203 |
1,776 |
+73 |
| Total Volume and Open Interest |
8,256 |
52,510 |
+1,272 |
| Oats(CBOT) |
| Sep10 |
100716 |
268.50 |
274.25 |
261.50 |
267.50 |
-1.00 |
423 |
3,676 |
-1 |
| Dec10 |
100716 |
277.25 |
281.00 |
268.50 |
275.00 |
-0.50 |
580 |
5,921 |
-16 |
| Mar11 |
100716 |
282.00 |
282.50 |
282.00 |
282.00 |
-0.50 |
10 |
194 |
+2 |
| May11 |
100716 |
289.00 |
289.50 |
289.00 |
289.00 |
-0.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,013 |
9,793 |
-216 |
| Rough Rice(CBOT) |
| Jul10 |
100714 |
9.65 |
9.67 |
9.65 |
9.65 |
-0.02 |
64 |
93 |
+64 |
| Sep10 |
100716 |
9.83 |
9.94 |
9.77 |
9.85 |
+0.03 |
338 |
8,482 |
-68 |
| Nov10 |
100716 |
10.10 |
10.22 |
10.05 |
10.13 |
+0.03 |
425 |
3,648 |
+44 |
| Jan11 |
100716 |
10.35 |
10.44 |
10.33 |
10.40 |
+0.04 |
7 |
588 |
+4 |
| Total Volume and Open Interest |
789 |
14,647 |
-30 |
| Live Cattle(CME) |
| Aug10 |
100716 |
92.750 |
92.750 |
92.100 |
92.285 |
-0.115 |
34,705 |
68,189 |
-8,688 |
| Oct10 |
100716 |
93.750 |
93.900 |
93.400 |
93.635 |
+0.055 |
27,978 |
131,874 |
+7,320 |
| Dec10 |
100716 |
95.900 |
95.980 |
95.450 |
95.650 |
-0.050 |
9,266 |
65,153 |
+3,252 |
| Feb11 |
100716 |
97.000 |
97.100 |
96.535 |
96.850 |
-0.035 |
4,886 |
28,016 |
+1,214 |
| Apr11 |
100716 |
98.450 |
98.550 |
98.080 |
98.200 |
-0.335 |
1,910 |
15,683 |
+758 |
| Jun11 |
100716 |
94.900 |
94.900 |
94.450 |
94.650 |
-0.250 |
1,024 |
7,066 |
+504 |
| Total Volume and Open Interest |
80,179 |
319,196 |
+4,486 |
| Feeder Cattle(CME) |
| Aug10 |
100716 |
113.535 |
113.650 |
112.850 |
113.100 |
-0.285 |
3,187 |
16,742 |
-1,067 |
| Sep10 |
100716 |
113.635 |
113.750 |
112.850 |
112.980 |
-0.450 |
1,701 |
11,197 |
+547 |
| Oct10 |
100716 |
113.400 |
113.550 |
112.650 |
112.800 |
-0.380 |
995 |
6,901 |
+81 |
| Nov10 |
100716 |
113.050 |
113.050 |
112.400 |
112.680 |
-0.320 |
346 |
2,491 |
+84 |
| Jan11 |
100716 |
111.250 |
111.250 |
110.730 |
111.000 |
-0.250 |
99 |
914 |
+54 |
| Mar11 |
100716 |
110.385 |
110.385 |
109.800 |
109.900 |
-0.050 |
9 |
268 |
+9 |
| Apr11 |
100716 |
110.000 |
110.000 |
110.000 |
110.000 |
unch |
2 |
20 |
+0 |
| Total Volume and Open Interest |
6,339 |
38,554 |
-292 |
| Lean Hogs(CME) |
| Aug10 |
100716 |
81.050 |
82.180 |
80.830 |
81.700 |
+0.870 |
28,696 |
39,978 |
-3,949 |
| Oct10 |
100716 |
75.500 |
76.500 |
75.050 |
75.700 |
+0.370 |
19,651 |
73,092 |
+6,365 |
| Dec10 |
100716 |
73.600 |
74.300 |
72.885 |
73.450 |
-0.130 |
8,254 |
41,904 |
+1,832 |
| Feb11 |
100716 |
75.000 |
75.500 |
74.135 |
74.725 |
-0.275 |
2,659 |
14,204 |
+450 |
| Apr11 |
100716 |
75.900 |
76.100 |
75.080 |
75.580 |
-0.305 |
2,149 |
13,235 |
+889 |
| May11 |
100716 |
79.100 |
79.200 |
78.650 |
78.850 |
+0.050 |
34 |
404 |
+33 |
| Jun11 |
100716 |
81.850 |
82.000 |
81.135 |
81.700 |
-0.150 |
2,158 |
6,730 |
+1,125 |
| Jul11 |
100716 |
80.250 |
80.250 |
79.500 |
79.600 |
-0.500 |
352 |
1,489 |
+285 |
| Total Volume and Open Interest |
65,154 |
196,480 |
+6,886 |
| Pork Bellies(CME) |
| Jul10 |
100716 |
104.400 |
104.400 |
104.100 |
104.400 |
+0.200 |
1 |
23 |
-2 |
| Aug10 |
100716 |
101.450 |
101.500 |
97.500 |
97.500 |
-1.500 |
2 |
22 |
-2 |
| Feb11 |
100716 |
100.000 |
100.000 |
100.000 |
100.000 |
unch |
0 |
5 |
+0 |
| Mar11 |
100716 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
1 |
+0 |
| May11 |
100716 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
3 |
51 |
-4 |
| Class III Milk(CME) |
| Jul10 |
100716 |
13.76 |
13.77 |
13.71 |
13.76 |
unch |
29 |
4,271 |
+5 |
| Aug10 |
100716 |
15.00 |
15.05 |
14.88 |
14.90 |
-0.16 |
455 |
5,070 |
+135 |
| Sep10 |
100716 |
15.20 |
15.20 |
14.95 |
14.98 |
-0.20 |
210 |
4,347 |
+18 |
| Oct10 |
100716 |
15.00 |
15.04 |
14.85 |
14.92 |
-0.12 |
92 |
3,686 |
+5 |
| Nov10 |
100716 |
14.82 |
14.83 |
14.68 |
14.68 |
-0.15 |
26 |
3,606 |
+7 |
| Total Volume and Open Interest |
968 |
27,017 |
+257 |
| Cocoa(ICE) |
| Jul10 |
100716 |
3067 |
3067 |
3067 |
3067 |
unch |
8 |
4 |
-8 |
| Sep10 |
100716 |
3155 |
3210 |
3138 |
3165 |
+21 |
13,785 |
62,333 |
+1,334 |
| Dec10 |
100716 |
3175 |
3218 |
3150 |
3178 |
+19 |
4,230 |
25,042 |
+796 |
| Mar11 |
100716 |
3207 |
3231 |
3183 |
3192 |
+19 |
1,888 |
19,468 |
+578 |
| May11 |
100716 |
3213 |
3231 |
3201 |
3201 |
+20 |
255 |
8,131 |
-13 |
| Jul11 |
100716 |
3230 |
3230 |
3204 |
3205 |
+20 |
249 |
4,150 |
+124 |
| Sep11 |
100716 |
3229 |
3234 |
3210 |
3210 |
+20 |
161 |
1,633 |
+149 |
| Total Volume and Open Interest |
20,930 |
126,645 |
+3,222 |
| Coffee "C"(ICE) |
| Jul10 |
100716 |
165.00 |
165.00 |
164.65 |
164.80 |
unch |
2 |
64 |
-1 |
| Sep10 |
100716 |
167.45 |
169.80 |
165.05 |
167.05 |
-0.05 |
6,225 |
93,085 |
+60 |
| Dec10 |
100716 |
167.45 |
169.95 |
165.70 |
167.45 |
unch |
2,830 |
48,745 |
-11 |
| Mar11 |
100716 |
166.00 |
169.35 |
165.50 |
167.05 |
+0.10 |
906 |
19,742 |
+482 |
| May11 |
100716 |
168.00 |
168.65 |
166.00 |
166.60 |
+0.30 |
333 |
6,146 |
-52 |
| Jul11 |
100716 |
167.00 |
168.15 |
165.65 |
166.40 |
+0.45 |
16 |
3,027 |
+14 |
| Total Volume and Open Interest |
10,316 |
172,370 |
+498 |
| Orange Juice(ICE) |
| Sep10 |
100716 |
137.50 |
140.90 |
135.45 |
140.15 |
+2.05 |
1,553 |
19,187 |
-86 |
| Nov10 |
100716 |
139.00 |
142.50 |
137.45 |
141.90 |
+1.85 |
322 |
4,062 |
-8 |
| Jan11 |
100716 |
139.00 |
143.45 |
138.90 |
142.80 |
+1.85 |
11 |
1,683 |
+4 |
| Mar11 |
100716 |
140.00 |
143.80 |
140.00 |
143.80 |
+2.00 |
0 |
226 |
+1 |
| May11 |
100716 |
144.30 |
144.30 |
144.30 |
144.30 |
+2.00 |
0 |
154 |
+0 |
| Jul11 |
100716 |
145.90 |
145.90 |
145.90 |
145.90 |
+2.00 |
0 |
199 |
+0 |
| Total Volume and Open Interest |
1,886 |
25,514 |
-89 |
| Sugar #11(ICE) |
| Oct10 |
100716 |
17.35 |
17.61 |
16.86 |
17.11 |
-0.28 |
30,360 |
254,611 |
-316 |
| Mar11 |
100716 |
17.78 |
17.90 |
17.30 |
17.47 |
-0.31 |
17,089 |
143,539 |
+180 |
| May11 |
100716 |
17.25 |
17.34 |
16.80 |
16.98 |
-0.28 |
3,721 |
28,945 |
+1,076 |
| Jul11 |
100716 |
16.77 |
16.88 |
16.39 |
16.53 |
-0.35 |
3,302 |
63,839 |
+767 |
| Oct11 |
100716 |
16.74 |
16.74 |
16.27 |
16.39 |
-0.34 |
1,228 |
29,231 |
+156 |
| Total Volume and Open Interest |
56,291 |
579,931 |
+1,962 |
| London Cocoa(LCE) |
| Sep10 |
100716 |
2425 |
2470 |
2424 |
2445 |
+26 |
7,791 |
73,085 |
+1,115 |
| Dec10 |
100716 |
2258 |
2299 |
2248 |
2276 |
+23 |
2,920 |
38,272 |
+994 |
| Mar11 |
100716 |
2215 |
2247 |
2214 |
2231 |
+24 |
2,429 |
31,752 |
+976 |
| May11 |
100716 |
2215 |
2240 |
2215 |
2230 |
+24 |
890 |
11,024 |
+514 |
| Jul11 |
100716 |
2213 |
2242 |
2213 |
2232 |
+25 |
536 |
2,146 |
+232 |
| Sep11 |
100716 |
2212 |
2236 |
2212 |
2232 |
+26 |
390 |
2,443 |
-39 |
| Dec11 |
100716 |
2211 |
2245 |
2211 |
2232 |
+26 |
309 |
2,374 |
+226 |
| Total Volume and Open Interest |
18,318 |
189,642 |
+2,063 |
| London Sugar(LCE) |
| Oct10 |
100716 |
530.60 |
536.60 |
517.50 |
520.00 |
-8.50 |
2,799 |
38,376 |
+509 |
| Dec10 |
100716 |
494.20 |
499.00 |
483.90 |
484.90 |
-6.70 |
153 |
10,269 |
+33 |
| Mar11 |
100716 |
492.60 |
497.60 |
480.20 |
483.50 |
-7.00 |
83 |
9,393 |
+5 |
| May11 |
100716 |
480.30 |
482.60 |
468.60 |
470.80 |
-7.90 |
22 |
3,254 |
-20 |
| Aug11 |
100716 |
464.00 |
465.80 |
456.00 |
456.30 |
-7.70 |
63 |
2,392 |
+43 |
| Total Volume and Open Interest |
4,807 |
65,848 |
-182 |
| Cotton(ICE) |
| Oct10 |
100716 |
78.54 |
80.78 |
78.52 |
79.96 |
+1.44 |
36 |
1,298 |
-17 |
| Dec10 |
100716 |
73.52 |
74.25 |
73.13 |
73.96 |
+0.49 |
8,988 |
114,369 |
-588 |
| Mar11 |
100716 |
74.75 |
75.07 |
74.00 |
74.81 |
+0.41 |
2,390 |
27,764 |
+529 |
| May11 |
100716 |
75.00 |
75.53 |
75.00 |
75.53 |
+0.31 |
336 |
1,436 |
+220 |
| Jul11 |
100716 |
76.08 |
76.08 |
76.08 |
76.08 |
+0.41 |
293 |
7,059 |
+132 |
| Oct11 |
100716 |
74.27 |
74.27 |
74.27 |
74.27 |
+0.10 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
12,156 |
153,880 |
+374 |
| Lumber(CME) |
| Sep10 |
100716 |
209.2 |
209.5 |
205.3 |
206.9 |
-2.1 |
251 |
5,643 |
+67 |
| Nov10 |
100716 |
214.3 |
214.5 |
211.2 |
212.1 |
-2.4 |
105 |
2,313 |
+9 |
| Jan11 |
100716 |
228.9 |
230.5 |
228.9 |
230.5 |
-4.0 |
5 |
164 |
-2 |
| Mar11 |
100716 |
243.0 |
243.0 |
243.0 |
243.0 |
unch |
0 |
12 |
+0 |
| Total Volume and Open Interest |
542 |
8,445 |
-59 |
| Crude Oil(NYM) |
| Aug10 |
100716 |
76.82 |
77.15 |
75.25 |
76.01 |
-0.61 |
364,471 |
126,485 |
-34,782 |
| Sep10 |
100716 |
77.26 |
77.53 |
75.62 |
76.38 |
-0.63 |
187,505 |
323,448 |
+36,390 |
| Oct10 |
100716 |
77.69 |
77.90 |
76.03 |
76.80 |
-0.58 |
44,590 |
73,213 |
-1,189 |
| Nov10 |
100716 |
78.41 |
78.41 |
76.57 |
77.36 |
-0.55 |
15,543 |
50,663 |
+878 |
| Dec10 |
100716 |
78.84 |
78.97 |
77.14 |
77.91 |
-0.54 |
40,861 |
199,340 |
+268 |
| Jan11 |
100716 |
78.84 |
78.92 |
77.70 |
78.37 |
-0.55 |
5,498 |
42,863 |
+1,109 |
| Feb11 |
100716 |
79.26 |
79.26 |
78.00 |
78.77 |
-0.54 |
2,072 |
17,303 |
+328 |
| Mar11 |
100716 |
79.63 |
79.64 |
78.40 |
79.15 |
-0.53 |
1,298 |
21,745 |
+193 |
| Apr11 |
100716 |
79.84 |
79.90 |
79.15 |
79.51 |
-0.52 |
523 |
12,591 |
-23 |
| May11 |
100716 |
79.84 |
79.86 |
79.84 |
79.86 |
-0.50 |
343 |
7,918 |
+14 |
| Jun11 |
100716 |
80.88 |
80.88 |
79.45 |
80.19 |
-0.48 |
3,083 |
45,706 |
-132 |
| Jul11 |
100716 |
80.00 |
80.50 |
80.00 |
80.50 |
-0.47 |
1,076 |
25,371 |
+128 |
| Aug11 |
100716 |
80.68 |
80.68 |
80.68 |
80.68 |
-0.47 |
489 |
7,377 |
-13 |
| Sep11 |
100716 |
80.82 |
80.82 |
80.82 |
80.82 |
-0.46 |
246 |
7,769 |
+98 |
| Oct11 |
100716 |
80.96 |
80.96 |
80.96 |
80.96 |
-0.45 |
142 |
5,170 |
-34 |
| Nov11 |
100716 |
81.09 |
81.09 |
81.09 |
81.09 |
-0.45 |
884 |
10,144 |
-435 |
| Total Volume and Open Interest |
683,617 |
1,278,920 |
+2,592 |
| e-miNY Crude Oil(NYM) |
| Jul10 |
100621 |
77.900 |
78.900 |
76.925 |
77.825 |
+0.650 |
6,480 |
3,117 |
-814 |
| Aug10 |
100630 |
75.475 |
76.825 |
74.400 |
75.625 |
-0.325 |
10,591 |
2,274 |
+96 |
| Sep10 |
100716 |
77.400 |
77.475 |
75.575 |
76.375 |
-0.625 |
1,425 |
1,505 |
-27 |
| Oct10 |
100716 |
77.500 |
77.550 |
76.000 |
76.800 |
-0.575 |
98 |
248 |
+43 |
| Nov10 |
100716 |
77.925 |
78.000 |
77.350 |
77.350 |
-0.550 |
4 |
132 |
+0 |
| Dec10 |
100716 |
77.900 |
77.900 |
77.900 |
77.900 |
-0.550 |
5 |
122 |
-1 |
| Jan11 |
100716 |
78.375 |
78.375 |
78.375 |
78.375 |
-0.550 |
0 |
2 |
+0 |
| Feb11 |
100716 |
78.775 |
78.775 |
78.775 |
78.775 |
-0.525 |
1 |
0 |
-1 |
| Mar11 |
100716 |
79.150 |
79.150 |
79.150 |
79.150 |
-0.525 |
|
|
|
| Apr11 |
100716 |
79.500 |
79.500 |
79.500 |
79.500 |
-0.525 |
|
|
|
| Total Volume and Open Interest |
11,845 |
4,468 |
-209 |
| Heating Oil(NYM) |
| Aug10 |
100716 |
203.00 |
203.36 |
199.40 |
201.13 |
-0.70 |
42,050 |
63,430 |
-2,329 |
| Sep10 |
100716 |
204.84 |
205.72 |
201.66 |
203.38 |
-0.80 |
21,277 |
60,934 |
+3,770 |
| Oct10 |
100716 |
206.27 |
207.26 |
204.21 |
205.70 |
-0.87 |
10,654 |
33,179 |
+477 |
| Nov10 |
100716 |
209.02 |
209.80 |
207.56 |
208.38 |
-0.94 |
2,682 |
23,450 |
+99 |
| Dec10 |
100716 |
211.79 |
212.68 |
209.39 |
211.03 |
-1.04 |
5,813 |
36,436 |
+96 |
| Jan11 |
100716 |
214.37 |
214.59 |
212.65 |
213.69 |
-1.07 |
1,530 |
25,435 |
+350 |
| Feb11 |
100716 |
215.55 |
215.97 |
214.64 |
215.62 |
-1.09 |
740 |
11,523 |
+389 |
| Mar11 |
100716 |
215.45 |
216.35 |
215.45 |
216.34 |
-1.10 |
375 |
9,725 |
+76 |
| Apr11 |
100716 |
216.13 |
216.13 |
216.01 |
216.01 |
-1.03 |
304 |
6,290 |
+57 |
| May11 |
100716 |
215.74 |
215.74 |
215.74 |
215.74 |
-0.97 |
201 |
5,753 |
+78 |
| Jun11 |
100716 |
216.96 |
216.96 |
214.68 |
215.84 |
-0.92 |
483 |
19,070 |
+31 |
| Jul11 |
100716 |
216.99 |
216.99 |
216.99 |
216.99 |
-0.87 |
46 |
2,010 |
-15 |
| Total Volume and Open Interest |
86,339 |
316,157 |
+3,066 |
| Gasoline(NYMEX) |
| Aug10 |
100716 |
207.00 |
207.05 |
202.58 |
204.86 |
-1.21 |
51,728 |
58,161 |
-1,310 |
| Sep10 |
100716 |
206.40 |
206.88 |
202.65 |
204.84 |
-1.09 |
39,346 |
76,592 |
+3,809 |
| Oct10 |
100716 |
195.64 |
196.26 |
192.90 |
194.93 |
-0.97 |
12,143 |
30,100 |
+2,455 |
| Nov10 |
100716 |
195.22 |
195.22 |
192.29 |
194.00 |
-0.97 |
5,087 |
26,359 |
+1,406 |
| Dec10 |
100716 |
195.76 |
195.76 |
192.79 |
194.45 |
-0.98 |
7,208 |
14,037 |
+404 |
| Jan11 |
100716 |
195.66 |
197.25 |
194.72 |
196.25 |
-0.98 |
1,945 |
7,664 |
+123 |
| Feb11 |
100716 |
197.89 |
199.40 |
196.90 |
198.35 |
-0.98 |
724 |
2,316 |
+186 |
| Mar11 |
100716 |
201.29 |
201.32 |
199.26 |
200.56 |
-0.93 |
498 |
2,892 |
-5 |
| Apr11 |
100716 |
212.23 |
212.56 |
211.06 |
212.56 |
-0.89 |
143 |
4,146 |
+68 |
| May11 |
100716 |
213.59 |
213.59 |
213.59 |
213.59 |
-0.86 |
4 |
3,475 |
+2 |
| Total Volume and Open Interest |
118,832 |
236,529 |
+7,138 |
| e-miNY RBOB Gasoline(NYM) |
| Aug10 |
100715 |
206.10 |
206.10 |
206.07 |
206.10 |
-0.60 |
0 |
1 |
+0 |
| Sep10 |
100716 |
204.80 |
204.84 |
204.80 |
204.80 |
-1.10 |
0 |
1 |
+0 |
| Oct10 |
100716 |
194.90 |
194.93 |
194.90 |
194.90 |
-1.00 |
0 |
1 |
+0 |
| Nov10 |
100716 |
194.00 |
194.00 |
194.00 |
194.00 |
-1.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
10 |
+0 |
| Natural Gas(NYM) |
| Aug10 |
100716 |
4.614 |
4.659 |
4.472 |
4.519 |
-0.067 |
91,294 |
99,889 |
-16,032 |
| Sep10 |
100716 |
4.608 |
4.658 |
4.471 |
4.518 |
-0.074 |
59,881 |
157,109 |
+4,364 |
| Oct10 |
100716 |
4.668 |
4.717 |
4.529 |
4.575 |
-0.075 |
27,872 |
93,961 |
+1,023 |
| Nov10 |
100716 |
4.895 |
4.940 |
4.782 |
4.830 |
-0.063 |
12,534 |
52,248 |
+253 |
| Dec10 |
100716 |
5.144 |
5.178 |
5.045 |
5.090 |
-0.051 |
7,962 |
38,586 |
+673 |
| Jan11 |
100716 |
5.340 |
5.360 |
5.228 |
5.268 |
-0.054 |
14,108 |
63,887 |
+2,163 |
| Feb11 |
100716 |
5.298 |
5.319 |
5.204 |
5.241 |
-0.053 |
2,319 |
17,123 |
-995 |
| Mar11 |
100716 |
5.198 |
5.236 |
5.113 |
5.150 |
-0.052 |
2,934 |
52,064 |
+181 |
| Apr11 |
100716 |
5.009 |
5.040 |
4.938 |
4.965 |
-0.052 |
3,373 |
44,249 |
+173 |
| May11 |
100716 |
5.050 |
5.050 |
4.950 |
4.981 |
-0.056 |
673 |
19,937 |
-42 |
| Jun11 |
100716 |
5.066 |
5.102 |
5.010 |
5.026 |
-0.060 |
404 |
7,795 |
-38 |
| Jul11 |
100716 |
5.152 |
5.154 |
5.060 |
5.081 |
-0.062 |
295 |
7,189 |
+128 |
| Aug11 |
100716 |
5.194 |
5.194 |
5.100 |
5.124 |
-0.064 |
1,463 |
6,268 |
+889 |
| Sep11 |
100716 |
5.135 |
5.169 |
5.130 |
5.152 |
-0.064 |
127 |
5,624 |
+62 |
| Oct11 |
100716 |
5.309 |
5.309 |
5.227 |
5.235 |
-0.066 |
1,068 |
18,564 |
-507 |
| Nov11 |
100716 |
5.485 |
5.486 |
5.458 |
5.465 |
-0.066 |
163 |
5,302 |
+72 |
| Total Volume and Open Interest |
231,798 |
792,258 |
-8,349 |
| Brent Crude Oil(ICE) |
| Sep10 |
100716 |
76.38 |
76.48 |
74.64 |
75.37 |
-0.72 |
156,291 |
218,981 |
+13,838 |
| Oct10 |
100716 |
76.75 |
76.85 |
75.08 |
75.79 |
-0.67 |
55,096 |
121,402 |
+8,827 |
| Nov10 |
100716 |
77.04 |
77.30 |
75.65 |
76.36 |
-0.63 |
19,241 |
34,912 |
+2,310 |
| Dec10 |
100716 |
77.55 |
77.90 |
76.21 |
76.94 |
-0.61 |
28,298 |
113,211 |
-206 |
| Jan11 |
100716 |
78.06 |
78.40 |
77.09 |
77.46 |
-0.60 |
3,928 |
25,570 |
-223 |
| Feb11 |
100716 |
78.54 |
78.87 |
77.57 |
77.95 |
-0.59 |
1,983 |
16,919 |
-105 |
| Mar11 |
100716 |
79.00 |
79.33 |
78.06 |
78.42 |
-0.57 |
1,639 |
13,813 |
-170 |
| Apr11 |
100716 |
79.45 |
79.46 |
78.65 |
78.88 |
-0.55 |
1,383 |
10,244 |
+2 |
| May11 |
100716 |
79.86 |
80.16 |
79.06 |
79.28 |
-0.54 |
857 |
15,857 |
+254 |
| Jun11 |
100716 |
80.23 |
80.23 |
79.10 |
79.64 |
-0.54 |
2,550 |
23,734 |
-1,123 |
| Jul11 |
100716 |
79.99 |
79.99 |
79.99 |
79.99 |
-0.53 |
520 |
8,137 |
+175 |
| Aug11 |
100716 |
80.25 |
80.25 |
80.25 |
80.25 |
-0.53 |
527 |
4,041 |
-22 |
| Sep11 |
100716 |
80.46 |
80.46 |
80.46 |
80.46 |
-0.53 |
632 |
4,637 |
+73 |
| Oct11 |
100716 |
80.63 |
80.63 |
80.63 |
80.63 |
-0.51 |
554 |
3,517 |
-113 |
| Total Volume and Open Interest |
353,769 |
756,531 |
+4,017 |
| Gas Oil(ICE) |
| Aug10 |
100716 |
645.50 |
648.00 |
636.00 |
638.50 |
+1.00 |
73,266 |
136,313 |
-8,945 |
| Sep10 |
100716 |
644.00 |
652.75 |
640.75 |
643.50 |
+1.00 |
67,058 |
104,277 |
+2,758 |
| Oct10 |
100716 |
652.00 |
657.25 |
645.25 |
648.00 |
+1.00 |
22,349 |
41,622 |
+4,011 |
| Nov10 |
100716 |
660.00 |
660.00 |
650.00 |
652.00 |
+1.00 |
7,331 |
35,342 |
-631 |
| Dec10 |
100716 |
659.75 |
664.25 |
653.50 |
656.00 |
+1.00 |
14,922 |
91,541 |
-3,018 |
| Jan11 |
100716 |
668.75 |
668.75 |
660.00 |
660.75 |
+1.00 |
3,378 |
35,851 |
+1,121 |
| Feb11 |
100716 |
664.75 |
664.75 |
664.75 |
664.75 |
+1.00 |
864 |
21,603 |
+292 |
| Mar11 |
100716 |
668.50 |
668.50 |
668.50 |
668.50 |
+1.00 |
765 |
13,733 |
+129 |
| Apr11 |
100716 |
671.75 |
671.75 |
671.50 |
671.50 |
+0.75 |
623 |
13,604 |
+220 |
| May11 |
100716 |
674.75 |
674.75 |
674.75 |
674.75 |
+1.00 |
261 |
14,864 |
+37 |
| Total Volume and Open Interest |
193,472 |
628,858 |
-3,901 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100716 |
1.610 |
1.620 |
1.610 |
1.611 |
-0.003 |
140 |
730 |
-95 |
| Sep10 |
100716 |
1.618 |
1.620 |
1.610 |
1.611 |
+0.003 |
137 |
1,133 |
+77 |
| Oct10 |
100716 |
1.617 |
1.623 |
1.610 |
1.610 |
+0.003 |
129 |
1,127 |
+45 |
| Nov10 |
100716 |
1.623 |
1.633 |
1.621 |
1.626 |
+0.010 |
210 |
831 |
-82 |
| Dec10 |
100716 |
1.632 |
1.643 |
1.630 |
1.634 |
+0.002 |
200 |
1,924 |
-128 |
| Jan11 |
100716 |
1.655 |
1.670 |
1.655 |
1.659 |
+0.002 |
197 |
1,438 |
-127 |
| Feb11 |
100716 |
1.697 |
1.697 |
1.697 |
1.697 |
+0.008 |
60 |
805 |
+10 |
| Total Volume and Open Interest |
1,378 |
11,751 |
-241 |
| WTI Crude Oil(ICE |
| Aug10 |
100716 |
76.90 |
76.96 |
75.24 |
76.01 |
-0.61 |
66,356 |
39,781 |
-8,507 |
| Sep10 |
100716 |
77.29 |
77.38 |
75.60 |
76.38 |
-0.63 |
57,604 |
93,800 |
+1,726 |
| Oct10 |
100716 |
77.44 |
77.66 |
76.03 |
76.80 |
-0.58 |
12,090 |
39,022 |
+232 |
| Nov10 |
100716 |
78.11 |
78.11 |
76.84 |
77.36 |
-0.55 |
2,940 |
16,840 |
+698 |
| Dec10 |
100716 |
78.66 |
78.67 |
77.18 |
77.91 |
-0.54 |
14,210 |
82,400 |
-980 |
| Jan11 |
100716 |
78.15 |
78.37 |
77.85 |
78.37 |
-0.55 |
1,127 |
16,541 |
-195 |
| Feb11 |
100716 |
78.25 |
78.77 |
78.25 |
78.77 |
-0.54 |
497 |
11,092 |
+26 |
| Mar11 |
100716 |
79.00 |
79.15 |
79.00 |
79.15 |
-0.53 |
527 |
9,503 |
+24 |
| Apr11 |
100716 |
79.37 |
79.51 |
79.37 |
79.51 |
-0.52 |
258 |
5,288 |
-727 |
| May11 |
100716 |
79.86 |
79.86 |
79.86 |
79.86 |
-0.50 |
88 |
4,072 |
-3 |
| Jun11 |
100716 |
80.57 |
80.85 |
79.75 |
80.19 |
-0.48 |
970 |
20,585 |
+193 |
| Jul11 |
100716 |
80.50 |
80.50 |
80.50 |
80.50 |
-0.47 |
45 |
10,554 |
+13 |
| Aug11 |
100716 |
80.68 |
80.68 |
80.68 |
80.68 |
-0.47 |
26 |
2,300 |
-8 |
| Sep11 |
100716 |
80.82 |
80.82 |
80.82 |
80.82 |
-0.46 |
42 |
2,788 |
-3 |
| Oct11 |
100716 |
80.96 |
80.96 |
80.96 |
80.96 |
-0.45 |
47 |
2,083 |
-4 |
| Nov11 |
100716 |
81.09 |
81.09 |
81.09 |
81.09 |
-0.45 |
99 |
6,413 |
-560 |
| Total Volume and Open Interest |
161,228 |
474,187 |
-10,429 |
| US Dollar Index(ICE) |
| Sep10 |
100716 |
82.610 |
82.795 |
82.250 |
82.658 |
-0.085 |
16,766 |
24,928 |
-10 |
| Dec10 |
100716 |
83.030 |
83.110 |
82.967 |
82.967 |
-0.085 |
2 |
651 |
+1 |
| Mar11 |
100716 |
83.327 |
83.327 |
83.327 |
83.327 |
-0.085 |
|
|
|
| Total Volume and Open Interest |
16,768 |
25,580 |
-9 |
| Australian Dollar(CME) |
| Sep10 |
100716 |
87.81 |
87.81 |
86.22 |
86.54 |
-1.13 |
92,874 |
69,289 |
+1,851 |
| Dec10 |
100716 |
86.56 |
86.72 |
85.32 |
85.59 |
-1.13 |
110 |
901 |
+13 |
| Mar11 |
100716 |
84.67 |
85.79 |
84.67 |
84.67 |
-1.12 |
|
|
|
| Total Volume and Open Interest |
92,984 |
70,346 |
+1,864 |
| British Pound(CME) |
| Sep10 |
100716 |
154.42 |
154.47 |
152.75 |
153.01 |
-1.08 |
112,216 |
129,634 |
-1,727 |
| Dec10 |
100716 |
154.17 |
154.38 |
152.82 |
152.96 |
-1.08 |
119 |
348 |
+32 |
| Mar11 |
100716 |
152.89 |
153.99 |
152.89 |
152.89 |
-1.10 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
112,335 |
129,985 |
-1,695 |
| Canadian Dollar(CME) |
| Sep10 |
100716 |
96.28 |
96.28 |
94.49 |
94.81 |
-1.47 |
70,417 |
85,464 |
+2,282 |
| Dec10 |
100716 |
95.92 |
96.13 |
94.45 |
94.68 |
-1.45 |
210 |
3,540 |
+57 |
| Mar11 |
100716 |
94.57 |
95.96 |
94.50 |
94.52 |
-1.44 |
31 |
466 |
-5 |
| Jun11 |
100716 |
94.47 |
95.74 |
94.30 |
94.32 |
-1.42 |
6 |
236 |
+3 |
| Total Volume and Open Interest |
70,664 |
89,731 |
+2,337 |
| Japanese Yen(CME) |
| Sep10 |
100716 |
114.52 |
116.00 |
114.35 |
115.42 |
+1.01 |
127,216 |
129,802 |
-3,525 |
| Dec10 |
100716 |
114.62 |
116.01 |
114.57 |
115.58 |
+1.01 |
174 |
419 |
+90 |
| Mar11 |
100716 |
115.77 |
115.77 |
114.77 |
115.77 |
+1.00 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
127,390 |
130,230 |
-3,435 |
| Swiss Franc(CME) |
| Sep10 |
100716 |
96.13 |
96.22 |
94.92 |
95.27 |
-0.62 |
26,797 |
53,568 |
+611 |
| Dec10 |
100716 |
95.93 |
96.22 |
95.14 |
95.40 |
-0.62 |
35 |
103 |
+7 |
| Mar11 |
100716 |
95.51 |
96.16 |
95.51 |
95.51 |
-0.65 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
26,832 |
53,674 |
+618 |
| EuroFX(CME) |
| Sep10 |
100716 |
129.31 |
130.06 |
128.89 |
129.43 |
+0.48 |
255,092 |
220,074 |
-3,962 |
| Dec10 |
100716 |
129.20 |
130.00 |
128.91 |
129.39 |
+0.46 |
449 |
1,625 |
+27 |
| Mar11 |
100716 |
129.60 |
129.70 |
128.90 |
129.34 |
+0.44 |
1 |
61 |
-1 |
| Total Volume and Open Interest |
255,542 |
221,767 |
-3,936 |
| Mexican Peso(CME) |
| Jul10 |
100716 |
776.2 |
782.8 |
776.2 |
776.2 |
-6.5 |
|
|
|
| Aug10 |
100716 |
773.2 |
779.8 |
773.2 |
773.2 |
-6.5 |
|
|
|
| Total Volume and Open Interest |
15,740 |
65,156 |
+941 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100714 |
125~210 |
126~200 |
125~160 |
126~190 |
+0~230 |
|
|
|
| Dec10 |
100716 |
126~060 |
127~000 |
125~280 |
126~220 |
+0~140 |
223 |
1,206 |
+60 |
| Mar11 |
100716 |
124~310 |
125~120 |
124~300 |
125~120 |
+0~140 |
0 |
30 |
-1 |
| Total Volume and Open Interest |
358,370 |
692,150 |
+18,222 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100716 |
122~185 |
123~135 |
122~175 |
123~065 |
+0~135 |
1,309,413 |
1,812,936 |
+59,139 |
| Dec10 |
100716 |
121~270 |
122~160 |
121~240 |
122~095 |
+0~135 |
1,152 |
3,161 |
+400 |
| Mar11 |
100716 |
120~300 |
120~300 |
120~160 |
120~300 |
+0~140 |
3 |
62 |
+3 |
| Total Volume and Open Interest |
1,310,568 |
1,816,192 |
+59,542 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100716 |
118~093 |
119~025 |
118~090 |
119~010 |
+0~079 |
507,956 |
900,391 |
-19,947 |
| Dec10 |
100716 |
118~024 |
118~024 |
117~118 |
118~021 |
+0~031 |
105 |
206 |
+101 |
| Mar11 |
100716 |
117~027 |
117~027 |
116~124 |
117~027 |
+0~031 |
|
|
|
| Total Volume and Open Interest |
624,535 |
932,425 |
+31,929 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100714 |
54~093 |
54~093 |
54~093 |
54~093 |
+0~004 |
|
|
|
| Dec10 |
100716 |
109~028 |
109~028 |
109~026 |
109~028 |
+0~002 |
22 |
54 |
+11 |
| Mar11 |
100716 |
108~124 |
108~124 |
108~122 |
108~124 |
+0~002 |
|
|
|
| Total Volume and Open Interest |
233,938 |
865,451 |
+27,635 |
| Eurodollars(CME) |
| Sep10 |
100716 |
99.450 |
99.490 |
99.450 |
99.460 |
+0.010 |
174,886 |
1,047,621 |
+5,891 |
| Dec10 |
100716 |
99.400 |
99.455 |
99.395 |
99.420 |
+0.020 |
149,775 |
1,179,542 |
+8,586 |
| Mar11 |
100716 |
99.325 |
99.400 |
99.325 |
99.365 |
+0.035 |
176,386 |
959,931 |
+23,781 |
| Jun11 |
100716 |
99.205 |
99.285 |
99.200 |
99.250 |
+0.040 |
191,656 |
891,285 |
+11,036 |
| Sep11 |
100716 |
99.045 |
99.130 |
99.040 |
99.100 |
+0.045 |
243,446 |
1,042,295 |
+26,188 |
| Dec11 |
100716 |
98.830 |
98.915 |
98.825 |
98.890 |
+0.050 |
168,024 |
646,533 |
+8,735 |
| Mar12 |
100716 |
98.615 |
98.715 |
98.615 |
98.685 |
+0.050 |
110,528 |
448,301 |
+2,897 |
| Jun12 |
100716 |
98.400 |
98.495 |
98.390 |
98.465 |
+0.055 |
116,371 |
350,629 |
+11,196 |
| Sep12 |
100716 |
98.170 |
98.280 |
98.165 |
98.250 |
+0.070 |
71,213 |
241,884 |
+3,162 |
| Dec12 |
100716 |
97.930 |
98.055 |
97.930 |
98.025 |
+0.080 |
51,483 |
168,293 |
+3,679 |
| Mar13 |
100716 |
97.735 |
97.870 |
97.730 |
97.840 |
+0.095 |
41,440 |
189,455 |
-1,760 |
| Jun13 |
100716 |
97.515 |
97.665 |
97.510 |
97.630 |
+0.105 |
43,483 |
123,188 |
+7,812 |
| Sep13 |
100716 |
97.295 |
97.455 |
97.290 |
97.420 |
+0.110 |
15,815 |
76,819 |
-1,312 |
| Dec13 |
100716 |
97.080 |
97.235 |
97.070 |
97.200 |
+0.115 |
9,569 |
40,665 |
+784 |
| Mar14 |
100716 |
96.890 |
97.055 |
96.890 |
97.015 |
+0.110 |
6,475 |
47,562 |
+860 |
| Jun14 |
100716 |
96.715 |
96.870 |
96.710 |
96.825 |
+0.100 |
7,240 |
37,324 |
+544 |
| Sep14 |
100716 |
96.545 |
96.700 |
96.545 |
96.655 |
+0.095 |
4,193 |
26,185 |
-258 |
| Dec14 |
100716 |
96.410 |
96.530 |
96.405 |
96.480 |
+0.090 |
3,593 |
44,981 |
+821 |
| Total Volume and Open Interest |
1,609,276 |
7,761,105 |
+112,992 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100716 |
99.823 |
99.825 |
99.817 |
99.820 |
unch |
1,982 |
58,140 |
+1,366 |
| Aug10 |
100716 |
99.815 |
99.820 |
99.815 |
99.815 |
unch |
626 |
79,134 |
-42 |
| Sep10 |
100716 |
99.810 |
99.815 |
99.810 |
99.810 |
unch |
764 |
52,272 |
-14 |
| Oct10 |
100716 |
99.805 |
99.810 |
99.805 |
99.805 |
unch |
1,628 |
61,526 |
-558 |
| Nov10 |
100716 |
99.800 |
99.800 |
99.795 |
99.795 |
unch |
2,118 |
79,957 |
-745 |
| Dec10 |
100716 |
99.790 |
99.795 |
99.790 |
99.790 |
unch |
2,142 |
67,868 |
-258 |
| Total Volume and Open Interest |
24,652 |
612,259 |
+3,342 |
| 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 |
100716 |
99.652 |
99.652 |
99.652 |
99.652 |
+0.002 |
0 |
871 |
+0 |
| Dec10 |
100716 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.018 |
0 |
442 |
+0 |
| Mar11 |
100716 |
99.698 |
99.698 |
99.698 |
99.698 |
+0.018 |
0 |
367 |
+0 |
| Jun11 |
100716 |
99.702 |
99.702 |
99.702 |
99.702 |
+0.018 |
|
|
|
| Sep11 |
100716 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.015 |
|
|
|
| Dec11 |
100716 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.015 |
|
|
|
| Mar12 |
100716 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.015 |
|
|
|
| Jun12 |
100716 |
99.710 |
99.710 |
99.710 |
99.710 |
+0.015 |
|
|
|
| Sep12 |
100716 |
99.770 |
99.770 |
99.770 |
99.770 |
+0.015 |
|
|
|
| Dec12 |
100716 |
99.465 |
99.465 |
99.465 |
99.465 |
+0.015 |
|
|
|
| Total Volume and Open Interest |
0 |
1,680 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100716 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
1 |
3,236 |
+0 |
| Dec10 |
100716 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.02 |
26 |
1,296 |
+0 |
| Mar11 |
100716 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.02 |
0 |
1,959 |
+0 |
| Jun11 |
100716 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.02 |
0 |
1,384 |
+0 |
| Sep11 |
100716 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
108 |
+0 |
| Dec11 |
100716 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
106 |
+0 |
| Mar12 |
100716 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.02 |
0 |
305 |
+0 |
| Jun12 |
100716 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
27 |
9,472 |
+12 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100716 |
141.74 |
141.87 |
141.59 |
141.62 |
+0.20 |
685 |
21,501 |
+232 |
| Dec10 |
100716 |
140.74 |
140.74 |
140.74 |
140.74 |
-0.05 |
0 |
10 |
+0 |
| Mar11 |
100716 |
138.65 |
138.65 |
138.65 |
138.65 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
1,522 |
21,627 |
+373 |
| Euro-Bund(EUREX) |
| Sep10 |
100716 |
128.84 |
129.39 |
128.42 |
129.16 |
+0.36 |
695,219 |
915,410 |
+48,153 |
| Dec10 |
100716 |
127.29 |
127.91 |
127.01 |
127.72 |
+0.36 |
11 |
1,801 |
-3 |
| Mar11 |
100716 |
128.16 |
128.16 |
128.16 |
128.16 |
+0.36 |
|
|
|
| Total Volume and Open Interest |
695,230 |
917,211 |
+48,150 |
| Euro-Bobl(EUREX) |
| Sep10 |
100716 |
120.18 |
120.34 |
119.94 |
120.24 |
-0.67 |
441,192 |
681,513 |
+2,059 |
| Dec10 |
100716 |
119.01 |
119.01 |
118.97 |
118.97 |
+0.06 |
57 |
12,784 |
+57 |
| Mar11 |
100716 |
117.94 |
117.94 |
117.94 |
117.94 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
476,960 |
711,830 |
-13,099 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100716 |
98.980 |
98.980 |
98.945 |
98.970 |
-0.015 |
32 |
3,407 |
+22 |
| Dec10 |
100716 |
98.845 |
98.870 |
98.845 |
98.870 |
-0.010 |
120 |
2,031 |
-11 |
| Mar11 |
100716 |
98.805 |
98.825 |
98.800 |
98.825 |
-0.005 |
15 |
1,123 |
+9 |
| Total Volume and Open Interest |
774 |
10,288 |
-327 |
| Long Gilt(LIFFE) |
| Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
| Dec10 |
100716 |
120~01 |
120~01 |
120~01 |
120~01 |
+0~13 |
|
|
|
| Total Volume and Open Interest |
81,349 |
280,843 |
-715 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100716 |
99.20 |
99.21 |
99.19 |
99.20 |
-0.01 |
8,819 |
358,940 |
-13 |
| Dec10 |
100716 |
99.12 |
99.13 |
99.09 |
99.12 |
-0.01 |
43,128 |
421,561 |
+5,170 |
| Mar11 |
100716 |
99.01 |
99.05 |
98.99 |
99.03 |
+0.01 |
41,802 |
301,380 |
-2,092 |
| Jun11 |
100716 |
98.88 |
98.92 |
98.85 |
98.90 |
+0.02 |
43,447 |
297,933 |
+12,668 |
| Sep11 |
100716 |
98.71 |
98.76 |
98.68 |
98.74 |
+0.03 |
35,027 |
325,175 |
-3,734 |
| Dec11 |
100716 |
98.51 |
98.54 |
98.46 |
98.52 |
+0.03 |
27,019 |
266,227 |
+1,202 |
| Total Volume and Open Interest |
223,327 |
2,393,754 |
+12,888 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100716 |
98.980 |
98.985 |
98.935 |
98.970 |
-0.015 |
118,797 |
595,170 |
+12,238 |
| Dec10 |
100716 |
98.885 |
98.890 |
98.825 |
98.870 |
-0.010 |
124,622 |
487,026 |
+1,476 |
| Mar11 |
100716 |
98.840 |
98.845 |
98.780 |
98.825 |
-0.005 |
97,273 |
474,490 |
-581 |
| Total Volume and Open Interest |
684,419 |
3,260,872 |
+2,342 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100716 |
95.11 |
95.12 |
95.09 |
95.11 |
unch |
12,806 |
245,630 |
-2,678 |
| Dec10 |
100716 |
95.07 |
95.08 |
95.04 |
95.08 |
unch |
16,499 |
188,136 |
+1,167 |
| Mar11 |
100716 |
95.04 |
95.05 |
94.99 |
95.04 |
unch |
8,814 |
82,959 |
+3,207 |
| Jun11 |
100716 |
94.99 |
95.01 |
94.95 |
95.00 |
unch |
4,887 |
60,566 |
+974 |
| Sep11 |
100716 |
94.92 |
94.97 |
94.92 |
94.97 |
unch |
483 |
37,173 |
-482 |
| Dec11 |
100716 |
94.89 |
94.92 |
94.88 |
94.92 |
unch |
630 |
26,850 |
+244 |
| Mar12 |
100716 |
94.86 |
94.90 |
94.86 |
94.89 |
unch |
500 |
24,197 |
-74 |
| Jun12 |
100716 |
94.85 |
94.90 |
94.84 |
94.88 |
+0.01 |
376 |
8,381 |
+149 |
| Sep12 |
100716 |
94.87 |
94.88 |
94.86 |
94.87 |
-0.01 |
0 |
2,678 |
-2 |
| Dec12 |
100716 |
94.86 |
94.86 |
94.86 |
94.86 |
-0.01 |
0 |
1,243 |
+0 |
| Total Volume and Open Interest |
44,995 |
678,682 |
+2,505 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100716 |
94.89 |
94.92 |
94.82 |
94.88 |
-0.02 |
50,142 |
364,040 |
-1,492 |
| Dec10 |
100716 |
94.87 |
94.87 |
94.87 |
94.87 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
50,142 |
364,040 |
-1,492 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100716 |
95.36 |
95.40 |
95.31 |
95.36 |
-0.02 |
135,150 |
617,471 |
+3,211 |
| Dec10 |
100716 |
95.31 |
95.31 |
95.31 |
95.31 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
135,150 |
617,471 |
+3,211 |
| Gold(CMX) |
| Aug10 |
100716 |
1209.0 |
1210.9 |
1185.8 |
1188.2 |
-20.1 |
107,456 |
274,742 |
-3,957 |
| Oct10 |
100716 |
1211.5 |
1212.3 |
1188.0 |
1190.1 |
-20.2 |
1,185 |
26,482 |
+652 |
| Dec10 |
100716 |
1213.4 |
1214.5 |
1189.9 |
1192.1 |
-20.2 |
9,678 |
133,607 |
+5,245 |
| Feb11 |
100716 |
1211.7 |
1211.7 |
1193.9 |
1193.9 |
-20.3 |
327 |
21,381 |
+61 |
| Apr11 |
100716 |
1216.4 |
1216.4 |
1195.6 |
1195.6 |
-20.3 |
196 |
17,361 |
+0 |
| Jun11 |
100716 |
554.6 |
554.6 |
541.9 |
541.9 |
-20.4 |
523 |
14,307 |
+237 |
| Aug11 |
100716 |
1199.0 |
1199.0 |
1199.0 |
1199.0 |
-20.5 |
7 |
7,572 |
+1 |
| Oct11 |
100716 |
1201.1 |
1201.1 |
1201.1 |
1201.1 |
-20.6 |
0 |
7,467 |
+0 |
| Dec11 |
100716 |
1218.7 |
1218.7 |
1203.2 |
1203.2 |
-20.8 |
530 |
13,596 |
+78 |
| Feb12 |
100716 |
1205.5 |
1205.5 |
1205.5 |
1205.5 |
-21.2 |
40 |
4,168 |
+15 |
| Apr12 |
100716 |
1208.5 |
1208.5 |
1208.5 |
1208.5 |
-21.2 |
0 |
4,988 |
+0 |
| Jun12 |
100716 |
1210.3 |
1211.5 |
1210.0 |
1211.5 |
-21.3 |
109 |
8,871 |
+91 |
| Total Volume and Open Interest |
121,009 |
570,984 |
+2,906 |
| Silver(CMX) |
| Jul10 |
100716 |
1831.5 |
1831.5 |
1774.0 |
1777.3 |
-57.3 |
120 |
715 |
-7 |
| Sep10 |
100716 |
1835.5 |
1839.0 |
1773.0 |
1778.8 |
-57.4 |
24,718 |
63,692 |
+243 |
| Dec10 |
100716 |
1832.5 |
1839.0 |
1780.0 |
1784.7 |
-57.5 |
809 |
24,766 |
+239 |
| Mar11 |
100716 |
1815.0 |
1816.0 |
1784.5 |
1788.9 |
-57.6 |
57 |
10,217 |
+12 |
| May11 |
100716 |
1811.0 |
1811.0 |
1786.5 |
1791.1 |
-57.7 |
3 |
7,671 |
-1 |
| Jul11 |
100716 |
1793.0 |
1793.0 |
1793.0 |
1793.0 |
-57.8 |
17 |
3,862 |
+1 |
| Sep11 |
100716 |
1800.0 |
1800.0 |
1794.5 |
1794.5 |
-57.9 |
0 |
453 |
+0 |
| Total Volume and Open Interest |
25,987 |
118,578 |
+619 |
| Platinum(NYMEX) |
| Jul10 |
100716 |
1508.4 |
1508.4 |
1508.4 |
1508.4 |
-21.5 |
13 |
56 |
+13 |
| Oct10 |
100716 |
1533.9 |
1538.0 |
1506.1 |
1512.1 |
-21.6 |
2,044 |
27,082 |
-4 |
| Jan11 |
100716 |
1523.4 |
1523.4 |
1516.5 |
1516.5 |
-21.6 |
18 |
838 |
+13 |
| Apr11 |
100716 |
1516.5 |
1516.5 |
1516.5 |
1516.5 |
-21.6 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
2,077 |
28,008 |
+23 |
| Palladium(NYMEX) |
| Sep10 |
100716 |
469.25 |
469.30 |
445.65 |
448.60 |
-18.60 |
941 |
18,931 |
+27 |
| Dec10 |
100716 |
465.50 |
465.50 |
448.10 |
449.90 |
-18.60 |
28 |
769 |
+23 |
| Mar11 |
100716 |
450.65 |
450.65 |
450.65 |
450.65 |
-18.60 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
969 |
19,729 |
+50 |
| Copper(CMX) |
| Jul10 |
100716 |
300.90 |
300.90 |
292.25 |
292.35 |
-8.15 |
445 |
1,721 |
-451 |
| Sep10 |
100716 |
302.00 |
303.00 |
292.85 |
292.95 |
-8.25 |
29,763 |
76,964 |
+47 |
| Dec10 |
100716 |
304.10 |
304.60 |
295.05 |
295.15 |
-8.15 |
3,164 |
24,008 |
+1,546 |
| Mar11 |
100716 |
299.20 |
299.20 |
296.35 |
296.35 |
-8.10 |
244 |
10,502 |
+55 |
| May11 |
100716 |
297.00 |
297.50 |
297.00 |
297.00 |
-8.10 |
6 |
1,361 |
-1 |
| Total Volume and Open Interest |
33,947 |
131,177 |
+1,239 |
| DJIA Index(CBOT) |
| Sep10 |
100716 |
10309 |
10313 |
10025 |
10059 |
-233 |
275 |
6,798 |
+27 |
| Dec10 |
100716 |
9996 |
10230 |
9996 |
9996 |
-234 |
1 |
7 |
+1 |
| Mar11 |
100716 |
9940 |
10173 |
9940 |
9940 |
-233 |
|
|
|
| Jun11 |
100716 |
9880 |
10113 |
9880 |
9880 |
-233 |
|
|
|
| Total Volume and Open Interest |
276 |
6,805 |
+28 |
| S & P 500(CME) |
| Sep10 |
100716 |
1090.10 |
1094.80 |
1059.30 |
1063.10 |
-27.30 |
18,084 |
303,776 |
-3,471 |
| Dec10 |
100716 |
1063.00 |
1063.00 |
1057.30 |
1058.50 |
-27.30 |
306 |
4,776 |
+229 |
| Mar11 |
100716 |
1054.20 |
1054.20 |
1053.10 |
1054.20 |
-27.40 |
0 |
500 |
+0 |
| Jun11 |
100716 |
1050.70 |
1050.70 |
1049.60 |
1050.70 |
-27.40 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
18,390 |
309,115 |
-3,242 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100716 |
1090.50 |
1094.75 |
1059.00 |
1063.00 |
-27.50 |
1,940,692 |
2,770,538 |
-29,667 |
| Dec10 |
100716 |
1087.00 |
1090.25 |
1055.00 |
1058.50 |
-27.25 |
2,854 |
12,193 |
-126 |
| Total Volume and Open Interest |
1,943,550 |
2,782,902 |
-29,791 |
| NASDAQ 100(CME) |
| Sep10 |
100716 |
1851.50 |
1856.00 |
1800.00 |
1802.00 |
-47.30 |
694 |
13,028 |
-68 |
| Dec10 |
100716 |
1800.00 |
1800.30 |
1800.00 |
1800.00 |
-47.30 |
0 |
1 |
+0 |
| Mar11 |
100716 |
1797.50 |
1797.80 |
1797.50 |
1797.50 |
-47.30 |
|
|
|
| Total Volume and Open Interest |
694 |
13,029 |
-68 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100716 |
1849.50 |
1856.00 |
1800.00 |
1802.00 |
-47.30 |
336,833 |
314,157 |
-1,667 |
| Dec10 |
100716 |
1846.50 |
1854.50 |
1800.00 |
1800.00 |
-47.30 |
41 |
191 |
+1 |
| Total Volume and Open Interest |
336,874 |
314,350 |
-1,666 |
| S & P Midcap 400(CME) |
| Sep10 |
100716 |
744.50 |
749.25 |
724.50 |
725.00 |
-22.90 |
22 |
2,215 |
-15 |
| Dec10 |
100716 |
723.00 |
723.90 |
723.00 |
723.00 |
-22.90 |
|
|
|
| Mar11 |
100716 |
721.00 |
721.90 |
721.00 |
721.00 |
-22.90 |
|
|
|
| Total Volume and Open Interest |
22 |
2,215 |
-15 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100714 |
9790 |
9790 |
9790 |
9790 |
+150 |
|
|
|
| Dec10 |
100716 |
9265 |
9300 |
9265 |
9265 |
-380 |
2 |
1 |
+1 |
| Total Volume and Open Interest |
7,609 |
31,408 |
-1,338 |
| Nikkei 225(SGX) |
| Sep10 |
100716 |
9635 |
9715 |
9380 |
9430 |
-230 |
110,282 |
168,522 |
+0 |
| Dec10 |
100716 |
9595 |
9595 |
9340 |
9380 |
-230 |
146 |
2,079 |
+0 |
| Mar11 |
100716 |
9375 |
9375 |
9375 |
9375 |
-230 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
111,106 |
167,829 |
-4,212 |
| CAC 40(EURONEXT) |
| Jul10 |
100716 |
3581.0 |
3614.5 |
3521.5 |
3527.5 |
-54.5 |
268,788 |
356,727 |
-80,018 |
| Aug10 |
100716 |
3583.5 |
3616.0 |
3474.0 |
3500.0 |
-83.0 |
173,805 |
270,955 |
+136,974 |
| Sep10 |
100716 |
3592.0 |
3607.5 |
3480.0 |
3497.5 |
-81.0 |
1,094 |
37,713 |
+280 |
| Total Volume and Open Interest |
443,687 |
666,643 |
+57,236 |
| Hang Seng Index(HKFE) |
| Jul10 |
100716 |
20221 |
20303 |
20131 |
20185 |
+4 |
59,898 |
70,900 |
-19 |
| Aug10 |
100716 |
20220 |
20270 |
20107 |
20157 |
+2 |
771 |
2,291 |
+351 |
| Sep10 |
100716 |
20113 |
20179 |
20050 |
20073 |
-6 |
365 |
6,200 |
+176 |
| Total Volume and Open Interest |
61,170 |
80,456 |
+560 |
| DAX(EUREX) |
| Sep10 |
100716 |
6155.5 |
6212.0 |
6015.0 |
6053.5 |
-97.0 |
114,627 |
148,387 |
-2,351 |
| Dec10 |
100716 |
6171.0 |
6217.0 |
6030.0 |
6064.5 |
-95.5 |
298 |
13,075 |
+212 |
| Mar11 |
100716 |
6194.5 |
6224.0 |
6049.0 |
6078.0 |
-97.0 |
51 |
1,261 |
+37 |
| Total Volume and Open Interest |
114,976 |
162,723 |
-2,102 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100716 |
5202.50 |
5242.50 |
5087.50 |
5134.50 |
-52.50 |
94,608 |
647,710 |
+339 |
| Dec10 |
100716 |
5182.00 |
5217.00 |
5070.00 |
5112.00 |
-52.50 |
5 |
6,813 |
+3 |
| Mar11 |
100716 |
5072.50 |
5072.50 |
5072.50 |
5072.50 |
-52.50 |
5 |
959 |
+0 |
| Total Volume and Open Interest |
94,628 |
655,657 |
+342 |
| SPI 200(SFE) |
| Sep10 |
100716 |
4426.0 |
4461.0 |
4380.0 |
4406.0 |
-27.0 |
27,058 |
227,445 |
+3,623 |
| Dec10 |
100716 |
4412.0 |
4442.0 |
4412.0 |
4426.0 |
-23.0 |
24 |
3,349 |
-9 |
| Mar11 |
100716 |
4418.0 |
4418.0 |
4418.0 |
4418.0 |
-23.0 |
73 |
1,138 |
-25 |
| Total Volume and Open Interest |
27,172 |
233,205 |
+3,558 |
| GSCI(CME) |
| Aug10 |
100716 |
506.00 |
506.00 |
498.50 |
502.00 |
-5.00 |
3,334 |
15,154 |
+2,934 |
| Sep10 |
100716 |
505.00 |
509.55 |
502.00 |
505.00 |
-4.50 |
2 |
1 |
+0 |
| Oct10 |
100716 |
509.00 |
509.00 |
509.00 |
509.00 |
|
|
|
|
| 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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