|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon July 26, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug10 |
100726 |
1014.00 |
1015.50 |
994.25 |
998.25 |
-18.75 |
24,284 |
47,467 |
-3,755 |
Sep10 |
100726 |
987.00 |
990.50 |
970.00 |
974.75 |
-16.25 |
10,570 |
24,264 |
+416 |
Nov10 |
100726 |
977.50 |
981.75 |
961.00 |
966.00 |
-15.50 |
62,439 |
289,216 |
-256 |
Jan11 |
100726 |
983.75 |
990.50 |
970.00 |
974.50 |
-15.25 |
5,399 |
50,311 |
+1,102 |
Mar11 |
100726 |
987.25 |
993.25 |
974.00 |
979.50 |
-13.50 |
2,424 |
18,228 |
+447 |
May11 |
100726 |
991.25 |
993.00 |
977.25 |
981.75 |
-12.00 |
2,039 |
17,956 |
+254 |
Jul11 |
100726 |
996.00 |
1001.00 |
986.75 |
990.00 |
-11.00 |
1,378 |
19,055 |
-61 |
Total Volume and Open Interest |
109,634 |
485,728 |
-1,421 |
Soybean Meal(CBOT) |
Aug10 |
100726 |
299.60 |
299.60 |
291.80 |
293.20 |
-6.70 |
17,162 |
26,232 |
-337 |
Sep10 |
100726 |
289.60 |
290.20 |
275.50 |
284.10 |
-6.30 |
9,724 |
33,083 |
+2,046 |
Oct10 |
100726 |
283.50 |
283.50 |
276.40 |
278.00 |
-5.80 |
1,710 |
15,691 |
+396 |
Dec10 |
100726 |
282.00 |
283.00 |
275.80 |
277.50 |
-5.80 |
22,652 |
97,657 |
-1,206 |
Jan11 |
100726 |
280.30 |
282.60 |
275.30 |
277.00 |
-5.60 |
245 |
7,070 |
-39 |
Mar11 |
100726 |
280.00 |
283.00 |
276.00 |
277.70 |
-5.30 |
302 |
7,244 |
+25 |
May11 |
100726 |
280.00 |
282.30 |
276.40 |
277.90 |
-4.40 |
270 |
6,171 |
-10 |
Jul11 |
100726 |
283.40 |
283.40 |
279.10 |
280.00 |
-4.20 |
271 |
5,436 |
-51 |
Total Volume and Open Interest |
52,432 |
202,070 |
+852 |
Soybean Oil(CBOT) |
Aug10 |
100726 |
39.00 |
39.19 |
38.67 |
38.80 |
-0.27 |
24,051 |
32,894 |
+38 |
Sep10 |
100726 |
39.16 |
39.28 |
38.84 |
38.97 |
-0.17 |
19,036 |
58,517 |
+1,237 |
Oct10 |
100726 |
39.38 |
39.44 |
39.08 |
39.16 |
-0.18 |
5,750 |
18,745 |
+909 |
Dec10 |
100726 |
39.70 |
39.90 |
39.45 |
39.56 |
-0.20 |
44,104 |
144,747 |
+4,607 |
Jan11 |
100726 |
40.14 |
40.14 |
39.72 |
39.81 |
-0.21 |
609 |
11,717 |
+81 |
Mar11 |
100726 |
40.21 |
40.36 |
39.91 |
40.00 |
-0.24 |
568 |
6,274 |
+43 |
May11 |
100726 |
40.43 |
40.51 |
40.15 |
40.21 |
-0.27 |
508 |
5,574 |
+170 |
Jul11 |
100726 |
40.56 |
40.70 |
40.35 |
40.45 |
-0.28 |
426 |
4,232 |
+134 |
Total Volume and Open Interest |
95,195 |
286,471 |
+7,327 |
Canola(WCE) |
Nov10 |
100726 |
460.0 |
462.2 |
449.3 |
451.6 |
-8.4 |
6,198 |
135,921 |
-85 |
Jan11 |
100726 |
462.3 |
463.0 |
452.4 |
454.5 |
-8.1 |
947 |
10,938 |
+50 |
Mar11 |
100726 |
460.7 |
460.7 |
450.2 |
452.9 |
-7.9 |
198 |
5,680 |
-44 |
May11 |
100726 |
459.1 |
459.1 |
450.1 |
451.6 |
-7.4 |
198 |
2,054 |
-12 |
Jul11 |
100726 |
457.6 |
457.6 |
446.8 |
448.8 |
-7.2 |
103 |
2,931 |
+45 |
Total Volume and Open Interest |
7,644 |
159,083 |
-46 |
Corn(CBOT) |
Sep10 |
100726 |
369.00 |
371.75 |
361.75 |
364.00 |
-7.25 |
68,229 |
401,677 |
+3,047 |
Dec10 |
100726 |
382.25 |
385.50 |
375.75 |
378.00 |
-6.50 |
124,093 |
529,609 |
+6,640 |
Mar11 |
100726 |
395.25 |
398.25 |
390.00 |
391.75 |
-6.00 |
20,289 |
92,722 |
+3,218 |
May11 |
100726 |
403.00 |
406.50 |
399.00 |
400.75 |
-5.25 |
2,318 |
18,162 |
+400 |
Jul11 |
100726 |
410.00 |
414.00 |
406.50 |
408.75 |
-4.75 |
4,724 |
53,625 |
+863 |
Sep11 |
100726 |
413.50 |
415.00 |
410.00 |
411.50 |
-3.50 |
688 |
5,930 |
+134 |
Total Volume and Open Interest |
229,382 |
1,204,080 |
+16,305 |
Wheat(CBOT) |
Sep10 |
100726 |
596.25 |
596.25 |
584.50 |
589.50 |
-6.75 |
62,992 |
196,843 |
-1,617 |
Dec10 |
100726 |
627.00 |
627.00 |
615.75 |
621.00 |
-6.25 |
38,438 |
138,779 |
+5,738 |
Mar11 |
100726 |
648.75 |
650.00 |
642.00 |
647.50 |
-4.00 |
8,635 |
39,194 |
+1,162 |
May11 |
100726 |
654.25 |
659.00 |
650.00 |
656.00 |
-3.00 |
977 |
20,665 |
+78 |
Jul11 |
100726 |
662.00 |
664.00 |
655.00 |
661.00 |
-3.50 |
6,381 |
68,245 |
+1,302 |
Total Volume and Open Interest |
120,867 |
492,854 |
+7,666 |
Wheat(KCBT) |
Sep10 |
100726 |
614.75 |
615.00 |
607.75 |
612.00 |
-3.00 |
14,024 |
56,057 |
-1,125 |
Dec10 |
100726 |
630.75 |
632.00 |
625.00 |
629.25 |
-2.75 |
9,644 |
64,048 |
+2,078 |
Mar11 |
100726 |
647.00 |
647.75 |
641.00 |
645.00 |
-2.75 |
3,650 |
25,012 |
+528 |
May11 |
100726 |
649.75 |
652.75 |
648.25 |
652.00 |
-2.75 |
87 |
6,637 |
+0 |
Jul11 |
100726 |
659.00 |
662.00 |
655.25 |
659.75 |
-3.00 |
3,050 |
29,462 |
+178 |
Total Volume and Open Interest |
30,680 |
186,514 |
+1,736 |
Wheat(MGE) |
Sep10 |
100726 |
626.25 |
628.00 |
616.25 |
622.00 |
-6.50 |
5,905 |
16,859 |
-437 |
Dec10 |
100726 |
642.50 |
643.75 |
633.00 |
637.50 |
-7.25 |
3,531 |
18,080 |
-85 |
Mar11 |
100726 |
659.00 |
659.00 |
649.25 |
653.00 |
-6.50 |
3,063 |
8,653 |
+1,744 |
May11 |
100726 |
664.00 |
664.00 |
657.25 |
660.25 |
-5.75 |
280 |
2,440 |
+16 |
Jul11 |
100726 |
670.25 |
670.25 |
664.00 |
667.00 |
-7.00 |
440 |
6,819 |
-105 |
Total Volume and Open Interest |
13,838 |
56,356 |
+1,452 |
Oats(CBOT) |
Sep10 |
100726 |
254.00 |
256.00 |
246.00 |
251.00 |
-3.75 |
266 |
3,345 |
-74 |
Dec10 |
100726 |
266.00 |
266.50 |
256.50 |
262.25 |
-2.50 |
410 |
6,168 |
+2 |
Mar11 |
100726 |
266.00 |
271.75 |
266.00 |
269.25 |
-2.50 |
26 |
172 |
+0 |
May11 |
100726 |
276.25 |
278.75 |
276.25 |
276.25 |
-2.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
702 |
9,695 |
-72 |
Rough Rice(CBOT) |
Sep10 |
100726 |
10.32 |
10.39 |
10.15 |
10.17 |
-0.10 |
552 |
7,655 |
-70 |
Nov10 |
100726 |
10.56 |
10.65 |
10.40 |
10.42 |
-0.11 |
798 |
4,980 |
+65 |
Jan11 |
100726 |
10.91 |
10.91 |
10.69 |
10.69 |
-0.11 |
54 |
709 |
+21 |
Mar11 |
100726 |
11.06 |
11.07 |
10.97 |
10.97 |
-0.11 |
12 |
667 |
+10 |
Total Volume and Open Interest |
1,422 |
15,409 |
+30 |
Live Cattle(CME) |
Aug10 |
100726 |
93.550 |
93.680 |
92.500 |
92.650 |
-0.780 |
15,494 |
49,277 |
-3,232 |
Oct10 |
100726 |
95.000 |
95.150 |
93.750 |
93.785 |
-0.945 |
20,957 |
146,600 |
+1,104 |
Dec10 |
100726 |
96.480 |
96.885 |
95.730 |
95.830 |
-0.650 |
8,944 |
71,412 |
+963 |
Feb11 |
100726 |
97.580 |
97.950 |
96.950 |
97.080 |
-0.600 |
2,983 |
31,005 |
+606 |
Apr11 |
100726 |
99.080 |
99.400 |
98.550 |
98.650 |
-0.680 |
1,786 |
18,091 |
+502 |
Jun11 |
100726 |
95.650 |
95.650 |
95.180 |
95.250 |
-0.400 |
215 |
7,224 |
+25 |
Total Volume and Open Interest |
50,479 |
327,264 |
+18 |
Feeder Cattle(CME) |
Aug10 |
100726 |
115.980 |
115.980 |
114.885 |
114.950 |
-0.230 |
1,308 |
13,428 |
-688 |
Sep10 |
100726 |
115.500 |
115.785 |
115.035 |
115.180 |
unch |
755 |
11,504 |
-35 |
Oct10 |
100726 |
115.500 |
115.980 |
115.100 |
115.400 |
+0.150 |
609 |
7,540 |
+154 |
Nov10 |
100726 |
115.135 |
115.500 |
114.750 |
115.000 |
-0.100 |
192 |
2,900 |
+41 |
Jan11 |
100726 |
113.000 |
113.250 |
112.700 |
113.000 |
+0.050 |
59 |
1,067 |
-1 |
Mar11 |
100726 |
111.800 |
111.800 |
111.500 |
111.500 |
+0.350 |
15 |
324 |
+10 |
Apr11 |
100726 |
111.100 |
111.100 |
111.100 |
111.100 |
+0.200 |
6 |
25 |
+0 |
Total Volume and Open Interest |
2,948 |
36,828 |
-515 |
Lean Hogs(CME) |
Aug10 |
100726 |
83.250 |
83.250 |
81.750 |
82.000 |
-1.230 |
13,801 |
27,498 |
-4,482 |
Oct10 |
100726 |
77.035 |
77.225 |
75.350 |
75.475 |
-1.560 |
12,672 |
81,299 |
+619 |
Dec10 |
100726 |
74.135 |
74.350 |
72.785 |
73.035 |
-1.315 |
3,640 |
46,855 |
+726 |
Feb11 |
100726 |
75.785 |
75.885 |
74.285 |
74.635 |
-1.165 |
3,019 |
17,183 |
+1,294 |
Apr11 |
100726 |
76.550 |
76.600 |
74.900 |
74.950 |
-1.525 |
2,056 |
16,281 |
+733 |
May11 |
100726 |
79.300 |
79.300 |
78.000 |
78.700 |
-0.980 |
58 |
498 |
+54 |
Jun11 |
100726 |
82.200 |
82.230 |
80.900 |
81.000 |
-1.600 |
770 |
7,459 |
+400 |
Jul11 |
100726 |
80.400 |
80.500 |
79.680 |
80.200 |
-0.700 |
271 |
1,830 |
+149 |
Total Volume and Open Interest |
36,408 |
199,666 |
-394 |
Pork Bellies(CME) |
Jul10 |
100726 |
121.000 |
121.000 |
119.500 |
119.500 |
unch |
0 |
13 |
+0 |
Aug10 |
100726 |
103.950 |
103.950 |
102.750 |
102.750 |
-0.750 |
9 |
22 |
+2 |
Feb11 |
100726 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
2 |
6 |
+1 |
Mar11 |
100726 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
May11 |
100726 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
11 |
42 |
+3 |
Class III Milk(CME) |
Jul10 |
100726 |
13.74 |
13.74 |
13.73 |
13.74 |
+0.01 |
22 |
4,231 |
+12 |
Aug10 |
100726 |
14.92 |
15.04 |
14.91 |
15.01 |
+0.10 |
348 |
5,026 |
+68 |
Sep10 |
100726 |
15.24 |
15.44 |
15.15 |
15.40 |
+0.25 |
411 |
4,812 |
+169 |
Oct10 |
100726 |
14.88 |
15.15 |
14.88 |
15.06 |
+0.13 |
191 |
3,914 |
+122 |
Nov10 |
100726 |
14.70 |
14.84 |
14.67 |
14.82 |
+0.12 |
57 |
3,718 |
+37 |
Total Volume and Open Interest |
1,141 |
28,423 |
+478 |
Cocoa(ICE) |
Sep10 |
100726 |
2959 |
3007 |
2945 |
2973 |
+7 |
7,786 |
57,352 |
-1,414 |
Dec10 |
100726 |
2987 |
3034 |
2973 |
2999 |
+6 |
3,786 |
27,773 |
+801 |
Mar11 |
100726 |
3009 |
3060 |
3007 |
3026 |
+8 |
333 |
20,028 |
+61 |
May11 |
100726 |
3038 |
3070 |
3025 |
3046 |
+8 |
16 |
8,110 |
+11 |
Jul11 |
100726 |
3055 |
3058 |
3039 |
3058 |
+9 |
3 |
4,340 |
-1 |
Sep11 |
100726 |
3054 |
3071 |
3044 |
3063 |
+5 |
1 |
1,817 |
+0 |
Dec11 |
100726 |
3060 |
3074 |
3060 |
3066 |
+1 |
5 |
3,469 |
+1 |
Total Volume and Open Interest |
11,935 |
126,022 |
-540 |
Coffee "C"(ICE) |
Sep10 |
100726 |
165.80 |
167.20 |
164.25 |
165.60 |
-0.40 |
10,170 |
89,761 |
-875 |
Dec10 |
100726 |
166.70 |
168.00 |
165.00 |
166.55 |
-0.15 |
4,120 |
46,831 |
+166 |
Mar11 |
100726 |
166.25 |
167.75 |
165.50 |
166.40 |
-0.15 |
738 |
20,686 |
+151 |
May11 |
100726 |
165.20 |
166.75 |
165.20 |
166.15 |
+0.10 |
359 |
6,814 |
+235 |
Jul11 |
100726 |
165.90 |
165.90 |
165.90 |
165.90 |
+0.20 |
86 |
3,145 |
-3 |
Sep11 |
100726 |
165.75 |
165.75 |
165.75 |
165.75 |
+0.25 |
34 |
1,389 |
+28 |
Total Volume and Open Interest |
15,526 |
168,928 |
-279 |
Orange Juice(ICE) |
Sep10 |
100726 |
145.35 |
146.80 |
143.10 |
145.80 |
+0.15 |
872 |
18,823 |
+61 |
Nov10 |
100726 |
146.90 |
147.75 |
145.25 |
146.90 |
+0.15 |
220 |
4,332 |
+50 |
Jan11 |
100726 |
147.00 |
149.00 |
147.00 |
148.25 |
+0.30 |
13 |
1,739 |
+4 |
Mar11 |
100726 |
149.30 |
149.30 |
149.30 |
149.30 |
+0.35 |
4 |
232 |
+4 |
May11 |
100726 |
150.30 |
150.30 |
150.30 |
150.30 |
+0.75 |
0 |
154 |
+0 |
Jul11 |
100726 |
152.25 |
152.25 |
152.25 |
152.25 |
+1.15 |
0 |
199 |
+0 |
Total Volume and Open Interest |
1,110 |
25,484 |
+120 |
Sugar #11(ICE) |
Oct10 |
100726 |
18.39 |
18.63 |
18.25 |
18.62 |
+0.36 |
79,622 |
264,728 |
+5,994 |
Mar11 |
100726 |
18.05 |
18.27 |
18.01 |
18.26 |
+0.21 |
55,939 |
155,052 |
+3,367 |
May11 |
100726 |
17.30 |
17.54 |
17.29 |
17.51 |
+0.23 |
14,583 |
30,171 |
+903 |
Jul11 |
100726 |
16.79 |
17.07 |
16.79 |
16.95 |
+0.16 |
10,998 |
68,705 |
+1,954 |
Oct11 |
100726 |
16.70 |
16.82 |
16.70 |
16.76 |
+0.16 |
2,533 |
30,557 |
+426 |
Total Volume and Open Interest |
166,409 |
610,795 |
+13,605 |
London Cocoa(LCE) |
Sep10 |
100726 |
2294 |
2314 |
2274 |
2279 |
-18 |
5,552 |
69,883 |
-1,474 |
Dec10 |
100726 |
2173 |
2196 |
2164 |
2168 |
-10 |
5,626 |
37,663 |
-65 |
Mar11 |
100726 |
2148 |
2171 |
2137 |
2144 |
-8 |
1,655 |
32,307 |
+375 |
May11 |
100726 |
2145 |
2163 |
2141 |
2149 |
-5 |
527 |
12,391 |
+220 |
Jul11 |
100726 |
2155 |
2163 |
2149 |
2154 |
-1 |
148 |
3,549 |
+47 |
Sep11 |
100726 |
2154 |
2154 |
2151 |
2151 |
-3 |
14 |
2,496 |
+4 |
Dec11 |
100726 |
2155 |
2155 |
2148 |
2148 |
-3 |
1,111 |
4,009 |
+863 |
Total Volume and Open Interest |
14,633 |
166,078 |
-30 |
London Sugar(LCE) |
Oct10 |
100726 |
558.50 |
567.00 |
554.80 |
566.10 |
+6.90 |
4,552 |
36,243 |
-491 |
Dec10 |
100726 |
508.00 |
518.00 |
508.00 |
517.80 |
+6.70 |
1,562 |
10,622 |
+172 |
Mar11 |
100726 |
502.10 |
507.30 |
500.90 |
506.60 |
+4.40 |
1,423 |
9,616 |
-5 |
May11 |
100726 |
485.10 |
489.70 |
485.10 |
489.30 |
+4.40 |
200 |
3,297 |
+99 |
Aug11 |
100726 |
469.00 |
470.20 |
467.00 |
468.30 |
+3.10 |
180 |
2,596 |
+172 |
Total Volume and Open Interest |
7,918 |
62,644 |
-52 |
Cotton(ICE) |
Oct10 |
100726 |
80.82 |
81.22 |
80.21 |
81.22 |
+0.90 |
112 |
1,210 |
-31 |
Dec10 |
100726 |
75.34 |
76.53 |
75.34 |
76.49 |
+1.15 |
12,822 |
113,547 |
+931 |
Mar11 |
100726 |
74.17 |
75.27 |
74.15 |
75.22 |
+1.08 |
5,669 |
35,747 |
+1,350 |
May11 |
100726 |
75.25 |
75.85 |
75.23 |
75.85 |
+0.94 |
349 |
1,202 |
+74 |
Jul11 |
100726 |
75.98 |
76.82 |
75.98 |
76.82 |
+1.00 |
569 |
7,967 |
+428 |
Oct11 |
100726 |
73.62 |
73.69 |
73.62 |
73.69 |
+0.44 |
0 |
8 |
+0 |
Total Volume and Open Interest |
19,554 |
161,731 |
+2,771 |
Lumber(CME) |
Sep10 |
100726 |
210.5 |
215.3 |
207.7 |
208.0 |
-1.5 |
548 |
5,701 |
+3 |
Nov10 |
100726 |
217.0 |
219.5 |
212.8 |
215.0 |
unch |
182 |
2,515 |
+5 |
Jan11 |
100726 |
234.0 |
234.8 |
231.0 |
234.5 |
-1.5 |
28 |
192 |
+11 |
Mar11 |
100726 |
241.0 |
243.0 |
241.0 |
243.0 |
unch |
1 |
12 |
+0 |
Total Volume and Open Interest |
759 |
8,423 |
+19 |
Crude Oil(NYM) |
Sep10 |
100726 |
78.98 |
79.33 |
78.06 |
78.98 |
unch |
358,815 |
371,296 |
+4,158 |
Oct10 |
100726 |
79.22 |
79.71 |
78.47 |
79.37 |
+0.03 |
83,282 |
88,466 |
-87 |
Nov10 |
100726 |
79.62 |
80.19 |
78.98 |
79.86 |
+0.03 |
26,718 |
62,121 |
+1,972 |
Dec10 |
100726 |
80.18 |
80.70 |
79.46 |
80.35 |
+0.04 |
56,253 |
202,078 |
+1,629 |
Jan11 |
100726 |
81.00 |
81.04 |
79.93 |
80.81 |
+0.07 |
7,640 |
44,005 |
-1,749 |
Feb11 |
100726 |
81.26 |
81.39 |
80.35 |
81.23 |
+0.12 |
5,154 |
18,453 |
+844 |
Mar11 |
100726 |
80.90 |
81.72 |
80.72 |
81.61 |
+0.14 |
4,139 |
23,107 |
+914 |
Apr11 |
100726 |
82.11 |
82.11 |
81.84 |
81.98 |
+0.15 |
2,404 |
11,999 |
+355 |
May11 |
100726 |
82.48 |
82.51 |
82.22 |
82.34 |
+0.15 |
999 |
8,493 |
-12 |
Jun11 |
100726 |
82.43 |
82.92 |
81.80 |
82.69 |
+0.15 |
5,676 |
46,184 |
-12 |
Jul11 |
100726 |
83.18 |
83.18 |
82.96 |
83.02 |
+0.14 |
1,481 |
25,291 |
-41 |
Aug11 |
100726 |
83.27 |
83.27 |
83.22 |
83.22 |
+0.13 |
632 |
7,438 |
+230 |
Sep11 |
100726 |
83.38 |
83.38 |
83.38 |
83.38 |
+0.12 |
213 |
7,559 |
+25 |
Oct11 |
100726 |
83.53 |
83.53 |
83.53 |
83.53 |
+0.11 |
306 |
4,963 |
-22 |
Nov11 |
100726 |
83.68 |
83.68 |
83.68 |
83.68 |
+0.10 |
193 |
10,165 |
-29 |
Dec11 |
100726 |
83.96 |
84.14 |
83.06 |
83.83 |
+0.09 |
14,037 |
97,677 |
-1,158 |
Total Volume and Open Interest |
576,007 |
1,238,483 |
+8,251 |
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 |
100719 |
76.175 |
78.100 |
75.925 |
76.900 |
+0.525 |
2,069 |
1,838 |
+333 |
Oct10 |
100726 |
79.225 |
79.700 |
78.500 |
79.375 |
+0.025 |
398 |
542 |
+59 |
Nov10 |
100726 |
79.300 |
79.850 |
79.025 |
79.850 |
+0.025 |
59 |
91 |
+11 |
Dec10 |
100726 |
79.575 |
80.525 |
79.575 |
80.350 |
+0.050 |
23 |
119 |
-2 |
Jan11 |
100726 |
80.800 |
80.800 |
80.800 |
80.800 |
+0.050 |
0 |
8 |
+0 |
Feb11 |
100726 |
81.225 |
81.225 |
81.225 |
81.225 |
+0.125 |
|
|
|
Mar11 |
100726 |
81.600 |
81.600 |
81.600 |
81.600 |
+0.125 |
1 |
0 |
-1 |
Apr11 |
100726 |
81.975 |
81.975 |
81.975 |
81.975 |
+0.150 |
|
|
|
Total Volume and Open Interest |
11,433 |
4,354 |
+1,119 |
Heating Oil(NYM) |
Aug10 |
100726 |
205.00 |
206.00 |
202.98 |
204.26 |
-0.79 |
32,149 |
35,644 |
-5,050 |
Sep10 |
100726 |
207.94 |
208.86 |
205.73 |
207.11 |
-0.75 |
42,438 |
71,359 |
+3,267 |
Oct10 |
100726 |
211.18 |
211.42 |
208.53 |
209.86 |
-0.72 |
12,575 |
33,292 |
+591 |
Nov10 |
100726 |
211.29 |
214.03 |
211.29 |
212.57 |
-0.70 |
3,902 |
24,501 |
+448 |
Dec10 |
100726 |
215.48 |
216.65 |
213.87 |
215.20 |
-0.67 |
8,886 |
35,620 |
-452 |
Jan11 |
100726 |
218.84 |
218.84 |
217.66 |
217.84 |
-0.69 |
2,844 |
26,326 |
-243 |
Feb11 |
100726 |
219.85 |
220.27 |
219.62 |
219.71 |
-0.69 |
1,309 |
11,439 |
-24 |
Mar11 |
100726 |
221.01 |
221.01 |
220.54 |
220.54 |
-0.70 |
1,753 |
10,283 |
+358 |
Apr11 |
100726 |
220.65 |
220.65 |
220.46 |
220.46 |
-0.64 |
883 |
6,180 |
-174 |
May11 |
100726 |
220.70 |
220.70 |
220.54 |
220.54 |
-0.53 |
569 |
6,234 |
+163 |
Jun11 |
100726 |
222.00 |
222.00 |
220.86 |
220.92 |
-0.41 |
1,570 |
19,885 |
+425 |
Jul11 |
100726 |
222.43 |
222.43 |
222.34 |
222.34 |
-0.34 |
31 |
1,983 |
-3 |
Total Volume and Open Interest |
110,924 |
302,682 |
+165 |
Gasoline(NYMEX) |
Aug10 |
100726 |
211.78 |
212.50 |
209.22 |
210.58 |
-1.64 |
27,549 |
38,944 |
-1,905 |
Sep10 |
100726 |
211.74 |
212.45 |
209.10 |
210.64 |
-1.28 |
53,685 |
91,579 |
+812 |
Oct10 |
100726 |
201.76 |
201.86 |
199.08 |
200.69 |
-0.87 |
17,937 |
34,453 |
-5 |
Nov10 |
100726 |
200.69 |
200.91 |
198.12 |
199.66 |
-0.72 |
11,430 |
31,219 |
+1,928 |
Dec10 |
100726 |
200.54 |
201.29 |
198.60 |
200.11 |
-0.75 |
9,554 |
18,397 |
+1,378 |
Jan11 |
100726 |
201.39 |
202.75 |
200.53 |
201.90 |
-0.77 |
2,511 |
9,253 |
+805 |
Feb11 |
100726 |
203.39 |
204.76 |
203.25 |
204.00 |
-0.75 |
415 |
3,580 |
+17 |
Mar11 |
100726 |
205.52 |
207.00 |
205.50 |
206.28 |
-0.62 |
352 |
3,208 |
+107 |
Apr11 |
100726 |
219.58 |
219.59 |
218.33 |
218.33 |
-0.53 |
644 |
5,336 |
+46 |
May11 |
100726 |
219.34 |
219.34 |
219.18 |
219.18 |
-0.46 |
167 |
3,615 |
-11 |
Total Volume and Open Interest |
124,704 |
250,873 |
+3,279 |
e-miNY RBOB Gasoline(NYM) |
Aug10 |
100726 |
210.60 |
210.60 |
210.58 |
210.60 |
-1.60 |
0 |
1 |
+0 |
Sep10 |
100726 |
210.60 |
210.64 |
210.60 |
210.60 |
-1.30 |
0 |
1 |
+0 |
Oct10 |
100726 |
200.70 |
200.70 |
200.69 |
200.70 |
-0.90 |
0 |
1 |
+0 |
Nov10 |
100726 |
199.70 |
199.70 |
199.66 |
199.70 |
-0.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Aug10 |
100726 |
4.561 |
4.634 |
4.511 |
4.612 |
+0.032 |
144,101 |
29,918 |
-18,747 |
Sep10 |
100726 |
4.541 |
4.608 |
4.491 |
4.583 |
+0.020 |
70,577 |
186,985 |
+5,746 |
Oct10 |
100726 |
4.575 |
4.639 |
4.536 |
4.620 |
+0.020 |
32,824 |
97,386 |
+1,367 |
Nov10 |
100726 |
4.831 |
4.863 |
4.780 |
4.853 |
+0.013 |
14,924 |
62,122 |
+862 |
Dec10 |
100726 |
5.098 |
5.135 |
5.057 |
5.114 |
-0.013 |
10,624 |
40,648 |
-517 |
Jan11 |
100726 |
5.288 |
5.302 |
5.218 |
5.277 |
-0.015 |
13,932 |
66,174 |
-1,491 |
Feb11 |
100726 |
5.272 |
5.272 |
5.203 |
5.252 |
-0.016 |
1,176 |
18,193 |
-193 |
Mar11 |
100726 |
5.155 |
5.177 |
5.100 |
5.157 |
-0.016 |
4,141 |
51,771 |
-642 |
Apr11 |
100726 |
5.000 |
5.001 |
4.931 |
4.979 |
-0.017 |
2,931 |
44,984 |
-51 |
May11 |
100726 |
5.016 |
5.016 |
4.954 |
4.995 |
-0.017 |
817 |
20,617 |
+45 |
Jun11 |
100726 |
5.019 |
5.060 |
4.999 |
5.035 |
-0.017 |
308 |
7,962 |
-34 |
Jul11 |
100726 |
5.075 |
5.110 |
5.049 |
5.086 |
-0.017 |
263 |
7,002 |
-62 |
Aug11 |
100726 |
5.128 |
5.150 |
5.100 |
5.128 |
-0.016 |
212 |
6,578 |
+62 |
Sep11 |
100726 |
5.124 |
5.156 |
5.124 |
5.151 |
-0.017 |
225 |
5,679 |
+29 |
Oct11 |
100726 |
5.215 |
5.247 |
5.190 |
5.231 |
-0.017 |
667 |
19,689 |
+210 |
Nov11 |
100726 |
5.407 |
5.447 |
5.407 |
5.447 |
-0.017 |
122 |
5,499 |
+8 |
Total Volume and Open Interest |
298,728 |
773,610 |
-13,065 |
Brent Crude Oil(ICE) |
Sep10 |
100726 |
77.45 |
77.91 |
76.54 |
77.50 |
+0.05 |
162,155 |
208,350 |
-1,532 |
Oct10 |
100726 |
77.94 |
78.37 |
77.08 |
77.99 |
+0.07 |
67,454 |
147,773 |
+2,773 |
Nov10 |
100726 |
78.41 |
78.92 |
77.70 |
78.59 |
+0.08 |
20,188 |
42,374 |
+1,600 |
Dec10 |
100726 |
79.10 |
79.45 |
78.28 |
79.17 |
+0.07 |
33,968 |
118,325 |
+3,044 |
Jan11 |
100726 |
79.59 |
79.94 |
79.04 |
79.67 |
+0.07 |
5,886 |
27,353 |
-689 |
Feb11 |
100726 |
80.08 |
80.41 |
79.30 |
80.17 |
+0.10 |
3,034 |
17,399 |
-112 |
Mar11 |
100726 |
80.54 |
80.90 |
79.78 |
80.68 |
+0.15 |
2,142 |
13,417 |
-156 |
Apr11 |
100726 |
81.00 |
81.30 |
80.26 |
81.16 |
+0.18 |
1,847 |
10,931 |
+58 |
May11 |
100726 |
81.71 |
81.71 |
80.68 |
81.59 |
+0.21 |
1,675 |
15,907 |
+386 |
Jun11 |
100726 |
81.80 |
82.12 |
81.08 |
81.99 |
+0.22 |
6,492 |
23,994 |
-296 |
Jul11 |
100726 |
82.36 |
82.36 |
82.36 |
82.36 |
+0.23 |
486 |
8,699 |
+87 |
Aug11 |
100726 |
82.65 |
82.65 |
82.65 |
82.65 |
+0.23 |
251 |
3,950 |
-17 |
Sep11 |
100726 |
82.88 |
82.88 |
82.88 |
82.88 |
+0.23 |
594 |
5,044 |
+200 |
Oct11 |
100726 |
83.07 |
83.07 |
83.07 |
83.07 |
+0.23 |
460 |
3,632 |
-2 |
Total Volume and Open Interest |
323,797 |
771,548 |
+6,271 |
Gas Oil(ICE) |
Aug10 |
100726 |
652.25 |
658.00 |
648.00 |
655.25 |
+3.75 |
63,619 |
105,715 |
-7,662 |
Sep10 |
100726 |
659.75 |
663.75 |
653.50 |
661.00 |
+3.75 |
82,187 |
95,630 |
-7,634 |
Oct10 |
100726 |
665.00 |
668.50 |
658.75 |
666.25 |
+3.75 |
36,509 |
52,637 |
+2,163 |
Nov10 |
100726 |
670.00 |
671.50 |
662.75 |
670.50 |
+3.75 |
10,708 |
34,495 |
-1,822 |
Dec10 |
100726 |
674.25 |
675.50 |
667.00 |
674.50 |
+3.50 |
19,968 |
89,732 |
-2,379 |
Jan11 |
100726 |
680.50 |
680.50 |
676.00 |
679.25 |
+3.25 |
4,012 |
38,949 |
+1,205 |
Feb11 |
100726 |
681.00 |
683.75 |
681.00 |
683.75 |
+3.25 |
1,283 |
22,527 |
-143 |
Mar11 |
100726 |
687.75 |
687.75 |
685.25 |
687.75 |
+3.50 |
1,562 |
14,057 |
-86 |
Apr11 |
100726 |
691.25 |
691.25 |
688.75 |
691.25 |
+3.50 |
2,403 |
13,838 |
+14 |
May11 |
100726 |
694.00 |
694.25 |
692.00 |
694.25 |
+3.50 |
939 |
15,362 |
-114 |
Total Volume and Open Interest |
235,460 |
608,492 |
-14,480 |
Ethanol(CBOT) |
Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
Aug10 |
100726 |
1.607 |
1.607 |
1.597 |
1.600 |
-0.016 |
117 |
540 |
-52 |
Sep10 |
100726 |
1.593 |
1.593 |
1.580 |
1.582 |
-0.020 |
158 |
1,181 |
-19 |
Oct10 |
100726 |
1.585 |
1.585 |
1.577 |
1.577 |
-0.022 |
145 |
1,309 |
+37 |
Nov10 |
100726 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.020 |
119 |
936 |
-6 |
Dec10 |
100726 |
1.598 |
1.598 |
1.581 |
1.581 |
-0.027 |
129 |
1,895 |
-66 |
Jan11 |
100726 |
1.597 |
1.597 |
1.595 |
1.596 |
-0.022 |
88 |
1,313 |
-19 |
Feb11 |
100726 |
1.636 |
1.638 |
1.636 |
1.637 |
-0.018 |
21 |
736 |
+5 |
Total Volume and Open Interest |
904 |
11,955 |
-28 |
WTI Crude Oil(ICE |
Sep10 |
100726 |
78.85 |
79.32 |
78.06 |
78.98 |
unch |
96,273 |
102,281 |
+2,713 |
Oct10 |
100726 |
79.18 |
79.70 |
78.47 |
79.37 |
+0.03 |
31,594 |
59,859 |
+4,741 |
Nov10 |
100726 |
79.87 |
80.17 |
78.98 |
79.86 |
+0.03 |
10,107 |
18,938 |
-754 |
Dec10 |
100726 |
80.45 |
80.64 |
79.47 |
80.35 |
+0.04 |
19,289 |
85,268 |
+376 |
Jan11 |
100726 |
80.30 |
80.98 |
80.30 |
80.81 |
+0.07 |
2,587 |
19,839 |
-60 |
Feb11 |
100726 |
80.68 |
81.36 |
80.68 |
81.23 |
+0.12 |
779 |
11,553 |
+2 |
Mar11 |
100726 |
81.74 |
81.74 |
81.61 |
81.61 |
+0.14 |
775 |
9,118 |
-17 |
Apr11 |
100726 |
81.98 |
81.98 |
81.98 |
81.98 |
+0.15 |
631 |
4,956 |
-86 |
May11 |
100726 |
82.50 |
82.52 |
82.34 |
82.34 |
+0.15 |
345 |
4,012 |
-70 |
Jun11 |
100726 |
82.85 |
82.90 |
82.55 |
82.69 |
+0.15 |
1,681 |
21,019 |
+158 |
Jul11 |
100726 |
83.02 |
83.02 |
83.02 |
83.02 |
+0.14 |
238 |
10,464 |
-104 |
Aug11 |
100726 |
83.22 |
83.22 |
83.22 |
83.22 |
+0.13 |
92 |
2,407 |
+64 |
Sep11 |
100726 |
83.38 |
83.38 |
83.38 |
83.38 |
+0.12 |
102 |
2,710 |
-40 |
Oct11 |
100726 |
83.53 |
83.53 |
83.53 |
83.53 |
+0.11 |
14 |
2,336 |
+298 |
Nov11 |
100726 |
83.68 |
83.68 |
83.68 |
83.68 |
+0.10 |
29 |
6,446 |
+20 |
Dec11 |
100726 |
83.38 |
84.11 |
83.13 |
83.83 |
+0.09 |
4,551 |
50,199 |
+254 |
Total Volume and Open Interest |
170,488 |
473,521 |
+8,297 |
US Dollar Index(ICE) |
Sep10 |
100726 |
82.700 |
82.815 |
82.135 |
82.243 |
-0.387 |
20,993 |
23,442 |
+30 |
Dec10 |
100726 |
82.900 |
82.900 |
82.465 |
82.562 |
-0.387 |
8 |
652 |
+0 |
Mar11 |
100726 |
82.923 |
82.923 |
82.920 |
82.923 |
-0.387 |
|
|
|
Total Volume and Open Interest |
21,001 |
24,095 |
+30 |
Australian Dollar(CME) |
Sep10 |
100726 |
89.04 |
89.84 |
88.77 |
89.63 |
+0.56 |
115,489 |
86,008 |
+3,833 |
Dec10 |
100726 |
87.82 |
88.76 |
87.82 |
88.63 |
+0.55 |
416 |
813 |
+10 |
Mar11 |
100726 |
87.63 |
87.63 |
87.08 |
87.63 |
+0.55 |
|
|
|
Total Volume and Open Interest |
115,905 |
86,977 |
+3,843 |
British Pound(CME) |
Sep10 |
100726 |
154.15 |
155.17 |
154.06 |
154.73 |
+0.54 |
79,833 |
123,234 |
+421 |
Dec10 |
100726 |
154.15 |
155.04 |
154.13 |
154.67 |
+0.54 |
74 |
396 |
-7 |
Mar11 |
100726 |
154.58 |
154.58 |
154.04 |
154.58 |
+0.54 |
0 |
4 |
+0 |
Total Volume and Open Interest |
79,907 |
123,634 |
+414 |
Canadian Dollar(CME) |
Sep10 |
100726 |
96.31 |
97.01 |
96.25 |
96.63 |
+0.23 |
79,925 |
79,396 |
+1,281 |
Dec10 |
100726 |
96.43 |
96.82 |
96.25 |
96.46 |
+0.21 |
323 |
3,869 |
+8 |
Mar11 |
100726 |
96.35 |
96.35 |
96.06 |
96.27 |
+0.21 |
5 |
491 |
+4 |
Jun11 |
100726 |
96.00 |
96.35 |
95.86 |
96.04 |
+0.18 |
2 |
293 |
+1 |
Total Volume and Open Interest |
80,255 |
84,079 |
+1,294 |
Japanese Yen(CME) |
Sep10 |
100726 |
114.32 |
115.27 |
114.06 |
115.17 |
+0.70 |
130,064 |
127,822 |
-2,162 |
Dec10 |
100726 |
114.59 |
115.36 |
114.23 |
115.31 |
+0.69 |
120 |
626 |
-2 |
Mar11 |
100726 |
115.48 |
115.48 |
114.78 |
115.48 |
+0.70 |
0 |
9 |
+0 |
Total Volume and Open Interest |
130,188 |
128,462 |
-2,162 |
Swiss Franc(CME) |
Sep10 |
100726 |
94.95 |
95.67 |
94.78 |
95.36 |
+0.22 |
43,307 |
56,384 |
+3,509 |
Dec10 |
100726 |
95.17 |
95.69 |
94.94 |
95.48 |
+0.21 |
147 |
191 |
+52 |
Mar11 |
100726 |
95.59 |
95.59 |
95.39 |
95.59 |
+0.20 |
0 |
8 |
+0 |
Total Volume and Open Interest |
43,454 |
56,584 |
+3,561 |
EuroFX(CME) |
Sep10 |
100726 |
128.96 |
130.06 |
128.76 |
129.88 |
+0.68 |
284,053 |
223,869 |
+3,352 |
Dec10 |
100726 |
128.90 |
130.03 |
128.87 |
129.83 |
+0.67 |
503 |
2,129 |
-28 |
Mar11 |
100726 |
129.80 |
129.80 |
129.11 |
129.80 |
+0.69 |
12 |
244 |
+8 |
Total Volume and Open Interest |
284,568 |
226,249 |
+3,332 |
Mexican Peso(CME) |
Aug10 |
100726 |
786.5 |
786.5 |
785.2 |
786.5 |
+1.2 |
|
|
|
Sep10 |
100726 |
781.5 |
785.8 |
781.0 |
783.8 |
+1.2 |
15,991 |
68,400 |
+853 |
Total Volume and Open Interest |
15,991 |
68,778 |
+853 |
30-Year T-Bonds(CBOT) |
Sep10 |
100726 |
127~090 |
127~090 |
126~220 |
127~070 |
+0~020 |
|
|
|
Dec10 |
100726 |
125~260 |
125~260 |
125~100 |
125~260 |
+0~020 |
183 |
2,214 |
+24 |
Mar11 |
100726 |
124~160 |
124~160 |
124~140 |
124~160 |
+0~020 |
0 |
31 |
+0 |
Total Volume and Open Interest |
235,479 |
689,246 |
-7,620 |
10-Year T-Notes(CBOT) |
Sep10 |
100726 |
122~220 |
122~270 |
122~120 |
122~235 |
+0~020 |
952,860 |
1,843,466 |
-11,104 |
Dec10 |
100726 |
121~255 |
121~280 |
121~160 |
121~270 |
+0~015 |
2,126 |
9,550 |
+850 |
Mar11 |
100726 |
120~205 |
120~205 |
120~190 |
120~205 |
+0~015 |
0 |
66 |
+0 |
Total Volume and Open Interest |
954,986 |
1,853,116 |
-10,254 |
5-Year T-Notes(CBOT) |
Sep10 |
100716 |
118~093 |
119~025 |
118~090 |
119~010 |
+0~079 |
507,956 |
900,391 |
-19,947 |
Dec10 |
100726 |
118~006 |
118~011 |
117~114 |
118~011 |
+0~002 |
1,083 |
1,366 |
+949 |
Mar11 |
100726 |
117~017 |
117~017 |
117~015 |
117~017 |
+0~002 |
|
|
|
Total Volume and Open Interest |
376,229 |
934,007 |
+502 |
2 Year T-Notes(CBOT) |
Sep10 |
100726 |
54~091 |
54~092 |
54~091 |
54~092 |
-0~003 |
|
|
|
Dec10 |
100726 |
109~020 |
109~032 |
109~020 |
109~026 |
-0~006 |
223 |
261 |
+202 |
Mar11 |
100726 |
108~124 |
109~002 |
108~124 |
108~124 |
-0~006 |
|
|
|
Total Volume and Open Interest |
162,806 |
852,810 |
-8,603 |
Eurodollars(CME) |
Sep10 |
100726 |
99.525 |
99.540 |
99.520 |
99.530 |
unch |
178,628 |
919,647 |
-20,610 |
Dec10 |
100726 |
99.480 |
99.485 |
99.465 |
99.480 |
unch |
166,597 |
1,169,545 |
-6,560 |
Mar11 |
100726 |
99.395 |
99.410 |
99.385 |
99.405 |
unch |
157,561 |
1,005,375 |
-6,745 |
Jun11 |
100726 |
99.265 |
99.290 |
99.250 |
99.280 |
unch |
143,824 |
894,392 |
+10,406 |
Sep11 |
100726 |
99.110 |
99.125 |
99.080 |
99.115 |
unch |
138,064 |
981,269 |
+579 |
Dec11 |
100726 |
98.870 |
98.910 |
98.850 |
98.900 |
+0.010 |
101,755 |
658,801 |
+2,457 |
Mar12 |
100726 |
98.685 |
98.705 |
98.635 |
98.690 |
+0.010 |
92,383 |
450,927 |
-3,011 |
Jun12 |
100726 |
98.450 |
98.480 |
98.410 |
98.465 |
+0.005 |
75,743 |
360,424 |
+2,455 |
Sep12 |
100726 |
98.240 |
98.265 |
98.195 |
98.250 |
+0.005 |
44,310 |
257,458 |
-1,606 |
Dec12 |
100726 |
98.015 |
98.040 |
97.970 |
98.020 |
unch |
34,629 |
181,818 |
-3,423 |
Mar13 |
100726 |
97.820 |
97.840 |
97.775 |
97.825 |
unch |
24,562 |
196,791 |
+1,333 |
Jun13 |
100726 |
97.615 |
97.620 |
97.565 |
97.610 |
unch |
21,263 |
131,815 |
+1,366 |
Sep13 |
100726 |
97.380 |
97.410 |
97.355 |
97.395 |
unch |
13,468 |
89,436 |
-119 |
Dec13 |
100726 |
97.160 |
97.185 |
97.130 |
97.175 |
+0.005 |
11,216 |
63,228 |
+1,955 |
Mar14 |
100726 |
96.975 |
96.995 |
96.940 |
96.985 |
+0.005 |
8,866 |
50,923 |
+649 |
Jun14 |
100726 |
96.775 |
96.795 |
96.745 |
96.785 |
+0.005 |
7,697 |
42,875 |
+661 |
Sep14 |
100726 |
96.595 |
96.610 |
96.565 |
96.605 |
+0.010 |
4,154 |
27,785 |
+584 |
Dec14 |
100726 |
96.405 |
96.420 |
96.375 |
96.420 |
+0.010 |
4,287 |
47,233 |
+528 |
Total Volume and Open Interest |
1,247,096 |
7,678,906 |
-17,310 |
30 Day Federal Funds(CBOT) |
Jul10 |
100726 |
99.817 |
99.820 |
99.817 |
99.817 |
unch |
487 |
53,720 |
+272 |
Aug10 |
100726 |
99.815 |
99.820 |
99.815 |
99.815 |
unch |
3,416 |
74,505 |
+514 |
Sep10 |
100726 |
99.815 |
99.815 |
99.810 |
99.815 |
unch |
3,929 |
56,750 |
+2,380 |
Oct10 |
100726 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
2,998 |
64,670 |
+966 |
Nov10 |
100726 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
3,003 |
84,028 |
+1,009 |
Dec10 |
100726 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
1,981 |
68,229 |
-86 |
Total Volume and Open Interest |
27,666 |
629,343 |
+7,006 |
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 |
100726 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.010 |
0 |
989 |
-32 |
Dec10 |
100726 |
99.688 |
99.688 |
99.688 |
99.688 |
-0.010 |
0 |
542 |
+0 |
Mar11 |
100726 |
99.702 |
99.702 |
99.702 |
99.702 |
-0.010 |
0 |
367 |
+0 |
Jun11 |
100726 |
99.700 |
99.700 |
99.700 |
99.700 |
-0.013 |
|
|
|
Sep11 |
100726 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.010 |
|
|
|
Dec11 |
100726 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.010 |
|
|
|
Mar12 |
100726 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.010 |
|
|
|
Jun12 |
100726 |
99.710 |
99.710 |
99.710 |
99.710 |
-0.010 |
|
|
|
Sep12 |
100726 |
99.770 |
99.770 |
99.770 |
99.770 |
-0.010 |
|
|
|
Dec12 |
100726 |
99.465 |
99.465 |
99.465 |
99.465 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
1,898 |
-32 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100726 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
101 |
3,460 |
+0 |
Dec10 |
100726 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.01 |
6 |
1,522 |
+0 |
Mar11 |
100726 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.01 |
0 |
1,961 |
+0 |
Jun11 |
100726 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.01 |
101 |
1,599 |
+0 |
Sep11 |
100726 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
108 |
+0 |
Dec11 |
100726 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.01 |
0 |
106 |
+0 |
Mar12 |
100726 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
305 |
+0 |
Jun12 |
100726 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.01 |
0 |
754 |
+0 |
Total Volume and Open Interest |
208 |
10,127 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100726 |
141.59 |
141.80 |
141.57 |
141.75 |
+0.15 |
1,381 |
21,680 |
-78 |
Dec10 |
100726 |
141.00 |
141.00 |
141.00 |
141.00 |
+0.15 |
4 |
21 |
-1 |
Mar11 |
100726 |
138.91 |
138.91 |
138.91 |
138.91 |
+0.15 |
|
|
|
Total Volume and Open Interest |
1,385 |
21,701 |
-79 |
Euro-Bund(EUREX) |
Sep10 |
100726 |
128.03 |
128.27 |
127.58 |
127.73 |
-0.60 |
702,815 |
873,617 |
-15,016 |
Dec10 |
100726 |
126.51 |
126.72 |
126.19 |
126.29 |
-0.59 |
16 |
2,041 |
-5 |
Mar11 |
100726 |
126.38 |
126.38 |
126.38 |
126.38 |
-0.60 |
0 |
1 |
+0 |
Total Volume and Open Interest |
702,831 |
875,659 |
-15,021 |
Euro-Bobl(EUREX) |
Sep10 |
100726 |
119.84 |
119.93 |
119.44 |
119.53 |
-0.43 |
403,289 |
663,545 |
-15,244 |
Dec10 |
100726 |
118.41 |
118.41 |
118.23 |
118.23 |
-0.43 |
35 |
14,067 |
+10 |
Mar11 |
100726 |
117.53 |
117.53 |
117.53 |
117.53 |
-0.43 |
|
|
|
Total Volume and Open Interest |
403,324 |
677,612 |
-15,234 |
3-Mth Euribor(EUREX) |
Sep10 |
100726 |
99.015 |
99.015 |
99.015 |
99.015 |
-0.005 |
64 |
3,592 |
+33 |
Dec10 |
100726 |
98.955 |
98.955 |
98.925 |
98.925 |
-0.020 |
225 |
1,995 |
+0 |
Mar11 |
100726 |
98.875 |
98.875 |
98.835 |
98.835 |
-0.055 |
7 |
1,146 |
+2 |
Total Volume and Open Interest |
788 |
10,983 |
+517 |
Long Gilt(LIFFE) |
Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
Dec10 |
100726 |
118~28 |
118~28 |
118~28 |
118~28 |
-0~06 |
|
|
|
Total Volume and Open Interest |
65,471 |
282,159 |
+1,569 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100726 |
99.22 |
99.23 |
99.21 |
99.22 |
unch |
15,485 |
347,792 |
-1,435 |
Dec10 |
100726 |
99.12 |
99.12 |
99.10 |
99.10 |
-0.02 |
51,465 |
451,697 |
+2,356 |
Mar11 |
100726 |
98.98 |
98.99 |
98.94 |
98.95 |
-0.04 |
45,095 |
316,426 |
+6,487 |
Jun11 |
100726 |
98.82 |
98.82 |
98.75 |
98.77 |
-0.05 |
44,126 |
327,506 |
+3,233 |
Sep11 |
100726 |
98.64 |
98.65 |
98.54 |
98.56 |
-0.07 |
59,837 |
369,118 |
+7,060 |
Dec11 |
100726 |
98.40 |
98.44 |
98.30 |
98.32 |
-0.09 |
38,899 |
284,484 |
-846 |
Total Volume and Open Interest |
304,899 |
2,571,997 |
+21,538 |
3-Mth Euribor(LIFFE) |
Sep10 |
100726 |
99.020 |
99.035 |
99.005 |
99.015 |
-0.005 |
117,738 |
601,357 |
+8,633 |
Dec10 |
100726 |
98.940 |
98.960 |
98.915 |
98.925 |
-0.020 |
181,765 |
500,948 |
+2,947 |
Mar11 |
100726 |
98.875 |
98.900 |
98.820 |
98.835 |
-0.055 |
132,490 |
487,359 |
+7,896 |
Total Volume and Open Interest |
999,621 |
3,335,545 |
+45,231 |
3-Mth Aus T-Bills(SFE) |
Sep10 |
100726 |
95.05 |
95.07 |
95.00 |
95.05 |
-0.01 |
12,988 |
258,950 |
+2,603 |
Dec10 |
100726 |
94.97 |
94.99 |
94.89 |
94.97 |
-0.01 |
16,004 |
195,511 |
+1,986 |
Mar11 |
100726 |
94.95 |
94.96 |
94.85 |
94.94 |
-0.01 |
7,264 |
81,877 |
-833 |
Jun11 |
100726 |
94.92 |
94.93 |
94.81 |
94.89 |
-0.03 |
5,925 |
64,884 |
+658 |
Sep11 |
100726 |
94.91 |
94.91 |
94.77 |
94.87 |
-0.02 |
3,046 |
37,733 |
-30 |
Dec11 |
100726 |
94.88 |
94.88 |
94.77 |
94.85 |
-0.02 |
807 |
27,775 |
-674 |
Mar12 |
100726 |
94.87 |
94.87 |
94.77 |
94.83 |
-0.02 |
588 |
25,434 |
+285 |
Jun12 |
100726 |
94.78 |
94.86 |
94.78 |
94.82 |
-0.02 |
336 |
11,036 |
+274 |
Sep12 |
100726 |
94.76 |
94.87 |
94.76 |
94.83 |
-0.01 |
20 |
2,468 |
-20 |
Dec12 |
100726 |
94.82 |
94.82 |
94.81 |
94.81 |
-0.02 |
39 |
1,337 |
+29 |
Total Volume and Open Interest |
47,017 |
707,963 |
+4,278 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100726 |
94.80 |
94.81 |
94.72 |
94.76 |
-0.04 |
32,440 |
383,345 |
-4,014 |
Dec10 |
100726 |
94.75 |
94.75 |
94.75 |
94.75 |
-0.04 |
|
|
|
Total Volume and Open Interest |
32,440 |
383,345 |
-4,014 |
3-Year Aus T-Bonds(SFE) |
Sep10 |
100726 |
95.24 |
95.25 |
95.16 |
95.21 |
-0.03 |
107,275 |
630,223 |
+3,525 |
Dec10 |
100726 |
95.16 |
95.16 |
95.16 |
95.16 |
-0.03 |
|
|
|
Total Volume and Open Interest |
107,275 |
630,223 |
+3,525 |
Gold(CMX) |
Aug10 |
100726 |
1188.0 |
1194.8 |
1178.6 |
1183.1 |
-4.7 |
134,689 |
196,074 |
-31,355 |
Oct10 |
100726 |
1188.6 |
1196.4 |
1180.7 |
1185.0 |
-4.7 |
5,733 |
32,147 |
+1,195 |
Dec10 |
100726 |
1192.0 |
1198.4 |
1182.4 |
1187.0 |
-4.6 |
44,737 |
181,878 |
+23,250 |
Feb11 |
100726 |
1196.7 |
1196.7 |
1185.6 |
1188.6 |
-4.6 |
1,461 |
19,707 |
-592 |
Apr11 |
100726 |
1198.0 |
1200.0 |
1188.3 |
1190.1 |
-4.6 |
205 |
17,320 |
-124 |
Jun11 |
100726 |
545.6 |
546.6 |
533.6 |
536.2 |
-4.6 |
758 |
15,108 |
+443 |
Aug11 |
100726 |
1196.8 |
1196.8 |
1189.2 |
1193.4 |
-4.6 |
6 |
7,743 |
-3 |
Oct11 |
100726 |
1195.3 |
1195.3 |
1195.3 |
1195.3 |
-4.5 |
515 |
6,799 |
-355 |
Dec11 |
100726 |
1199.8 |
1199.8 |
1194.3 |
1197.6 |
-4.4 |
1,416 |
13,015 |
-198 |
Feb12 |
100726 |
1200.4 |
1200.4 |
1200.4 |
1200.4 |
-3.9 |
300 |
6,703 |
-55 |
Apr12 |
100726 |
1203.5 |
1203.5 |
1203.5 |
1203.5 |
-3.4 |
1,095 |
5,795 |
+726 |
Jun12 |
100726 |
1206.7 |
1206.7 |
1206.7 |
1206.7 |
-3.5 |
56 |
9,115 |
-44 |
Total Volume and Open Interest |
193,361 |
552,377 |
-6,485 |
Silver(CMX) |
Jul10 |
100726 |
1803.0 |
1819.5 |
1802.5 |
1819.5 |
+9.9 |
12 |
283 |
-101 |
Sep10 |
100726 |
1810.0 |
1827.0 |
1797.5 |
1820.0 |
+9.9 |
31,290 |
62,224 |
+1,817 |
Dec10 |
100726 |
1820.0 |
1831.5 |
1803.0 |
1825.8 |
+10.0 |
3,416 |
26,018 |
-6 |
Mar11 |
100726 |
1825.0 |
1830.1 |
1812.5 |
1830.1 |
+10.0 |
888 |
9,863 |
-241 |
May11 |
100726 |
1835.0 |
1835.0 |
1825.0 |
1832.5 |
+10.1 |
52 |
7,746 |
+0 |
Jul11 |
100726 |
1834.5 |
1834.5 |
1834.5 |
1834.5 |
+10.1 |
38 |
3,889 |
+36 |
Sep11 |
100726 |
1836.5 |
1836.5 |
1836.5 |
1836.5 |
+10.1 |
32 |
486 |
+20 |
Total Volume and Open Interest |
35,841 |
117,862 |
+1,566 |
Platinum(NYMEX) |
Jul10 |
100726 |
1552.7 |
1552.7 |
1552.7 |
1552.7 |
+14.0 |
2 |
43 |
+0 |
Oct10 |
100726 |
1547.4 |
1559.8 |
1542.0 |
1555.8 |
+13.0 |
3,882 |
27,018 |
+304 |
Jan11 |
100726 |
1560.0 |
1560.3 |
1557.2 |
1559.8 |
+12.8 |
20 |
946 |
+15 |
Apr11 |
100726 |
1559.8 |
1559.8 |
1559.8 |
1559.8 |
+12.8 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,905 |
28,033 |
+319 |
Palladium(NYMEX) |
Sep10 |
100726 |
466.85 |
479.00 |
466.85 |
475.00 |
+8.25 |
1,417 |
18,519 |
+165 |
Dec10 |
100726 |
473.50 |
476.35 |
473.50 |
476.35 |
+8.25 |
71 |
923 |
+11 |
Mar11 |
100726 |
477.10 |
478.00 |
475.50 |
477.10 |
+8.25 |
0 |
37 |
+0 |
Total Volume and Open Interest |
1,488 |
19,488 |
+176 |
Copper(CMX) |
Jul10 |
100726 |
317.00 |
323.55 |
317.00 |
322.50 |
+4.00 |
483 |
862 |
-29 |
Sep10 |
100726 |
319.75 |
323.80 |
316.60 |
322.30 |
+3.80 |
42,158 |
75,356 |
-1,042 |
Dec10 |
100726 |
321.50 |
325.40 |
318.90 |
324.15 |
+3.80 |
5,045 |
25,505 |
+854 |
Mar11 |
100726 |
325.65 |
325.65 |
324.80 |
324.80 |
+3.80 |
1,396 |
11,249 |
+264 |
May11 |
100726 |
325.00 |
325.00 |
325.00 |
325.00 |
+3.90 |
118 |
1,362 |
+12 |
Total Volume and Open Interest |
54,072 |
133,087 |
+211 |
DJIA Index(CBOT) |
Sep10 |
100726 |
10379 |
10480 |
10356 |
10457 |
+71 |
426 |
7,529 |
+56 |
Dec10 |
100726 |
10394 |
10394 |
10323 |
10394 |
+71 |
0 |
8 |
+0 |
Mar11 |
100726 |
10337 |
10337 |
10266 |
10337 |
+71 |
|
|
|
Jun11 |
100726 |
10277 |
10277 |
10206 |
10277 |
+71 |
|
|
|
Total Volume and Open Interest |
426 |
7,537 |
+56 |
S & P 500(CME) |
Sep10 |
100726 |
1101.30 |
1111.50 |
1097.00 |
1109.50 |
+8.90 |
27,115 |
300,278 |
-1,256 |
Dec10 |
100726 |
1096.70 |
1106.90 |
1093.40 |
1104.80 |
+8.90 |
4 |
5,698 |
+0 |
Mar11 |
100726 |
1100.20 |
1102.30 |
1088.80 |
1100.20 |
+8.90 |
0 |
795 |
+0 |
Jun11 |
100726 |
1096.20 |
1098.30 |
1084.80 |
1096.20 |
+8.90 |
0 |
52 |
+0 |
Total Volume and Open Interest |
27,119 |
306,823 |
-1,256 |
S & P 500 E-Mini(Globex) |
Sep10 |
100726 |
1101.25 |
1111.75 |
1097.00 |
1109.50 |
+9.00 |
2,178,892 |
2,775,061 |
-16,226 |
Dec10 |
100726 |
1097.00 |
1106.50 |
1092.50 |
1104.75 |
+8.75 |
3,357 |
20,513 |
+1,122 |
Total Volume and Open Interest |
2,182,283 |
2,795,764 |
-15,092 |
NASDAQ 100(CME) |
Sep10 |
100726 |
1873.80 |
1889.00 |
1866.00 |
1887.50 |
+13.70 |
2,898 |
13,260 |
-564 |
Dec10 |
100726 |
1885.30 |
1885.30 |
1868.00 |
1885.30 |
+13.80 |
4 |
10 |
+0 |
Mar11 |
100726 |
1882.80 |
1882.80 |
1881.00 |
1882.80 |
+13.80 |
|
|
|
Total Volume and Open Interest |
2,902 |
13,270 |
-564 |
NASDAQ 100 E-Mini(Globex) |
Sep10 |
100726 |
1874.30 |
1888.30 |
1866.00 |
1887.50 |
+13.70 |
349,001 |
325,157 |
+9,757 |
Dec10 |
100726 |
1874.50 |
1885.30 |
1867.00 |
1885.30 |
+13.80 |
94 |
238 |
+25 |
Total Volume and Open Interest |
349,095 |
325,397 |
+9,782 |
S & P Midcap 400(CME) |
Sep10 |
100726 |
775.00 |
775.00 |
761.00 |
774.90 |
+12.80 |
332 |
2,527 |
-159 |
Dec10 |
100726 |
772.90 |
772.90 |
772.10 |
772.90 |
+12.80 |
|
|
|
Mar11 |
100726 |
770.90 |
770.90 |
770.10 |
770.90 |
+12.80 |
|
|
|
Total Volume and Open Interest |
332 |
2,527 |
-159 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100726 |
9555 |
9555 |
9555 |
9555 |
+35 |
|
|
|
Dec10 |
100726 |
9555 |
9555 |
9520 |
9555 |
+35 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,542 |
31,819 |
+863 |
Nikkei 225(SGX) |
Sep10 |
100726 |
9430 |
9560 |
9425 |
9490 |
+55 |
95,171 |
176,348 |
+4,725 |
Dec10 |
100726 |
9400 |
9500 |
9400 |
9440 |
+50 |
315 |
2,468 |
+45 |
Mar11 |
100726 |
9435 |
9435 |
9435 |
9435 |
+50 |
0 |
41 |
+0 |
Total Volume and Open Interest |
95,501 |
180,683 |
+4,770 |
CAC 40(EURONEXT) |
Aug10 |
100726 |
3637.0 |
3649.0 |
3589.5 |
3637.5 |
+30.5 |
146,904 |
404,063 |
+14,516 |
Sep10 |
100726 |
3607.0 |
3645.0 |
3604.0 |
3632.5 |
+29.5 |
821 |
38,268 |
-188 |
Oct10 |
100726 |
3635.5 |
3635.5 |
3635.5 |
3635.5 |
+32.0 |
0 |
10 |
+0 |
Total Volume and Open Interest |
147,736 |
443,610 |
+14,339 |
Hang Seng Index(HKFE) |
Jul10 |
100726 |
21018 |
21035 |
20832 |
20837 |
-81 |
64,137 |
74,834 |
+792 |
Aug10 |
100726 |
21001 |
21001 |
20800 |
20800 |
-80 |
2,764 |
5,711 |
+932 |
Sep10 |
100726 |
20874 |
20883 |
20697 |
20697 |
-80 |
1,150 |
5,410 |
-586 |
Total Volume and Open Interest |
68,240 |
87,048 |
+1,113 |
DAX(EUREX) |
Sep10 |
100726 |
6213.0 |
6220.0 |
6135.5 |
6193.0 |
+20.0 |
157,177 |
148,872 |
+5,039 |
Dec10 |
100726 |
6220.0 |
6223.5 |
6169.0 |
6203.5 |
+20.0 |
332 |
13,084 |
-114 |
Mar11 |
100726 |
6220.0 |
6227.0 |
6181.5 |
6216.5 |
+20.5 |
335 |
1,678 |
+298 |
Total Volume and Open Interest |
157,844 |
163,634 |
+5,223 |
FT-SE 100(EURONEXT) |
Sep10 |
100726 |
5322.00 |
5330.00 |
5269.00 |
5311.50 |
+29.50 |
102,684 |
647,307 |
+5,309 |
Dec10 |
100726 |
5293.00 |
5293.00 |
5251.00 |
5290.00 |
+29.50 |
121 |
6,740 |
-59 |
Mar11 |
100726 |
5249.50 |
5249.50 |
5249.50 |
5249.50 |
+29.50 |
50 |
931 |
-13 |
Total Volume and Open Interest |
102,870 |
655,153 |
+5,237 |
SPI 200(SFE) |
Sep10 |
100726 |
4438.0 |
4484.0 |
4435.0 |
4476.0 |
+40.0 |
32,875 |
222,421 |
+641 |
Dec10 |
100726 |
4498.0 |
4498.0 |
4498.0 |
4498.0 |
+41.0 |
10 |
3,410 |
+2 |
Mar11 |
100726 |
4487.0 |
4489.0 |
4487.0 |
4489.0 |
+45.0 |
0 |
1,137 |
+0 |
Total Volume and Open Interest |
32,942 |
228,043 |
+693 |
GSCI(CME) |
Aug10 |
100726 |
516.00 |
516.05 |
511.50 |
516.00 |
unch |
182 |
16,092 |
-81 |
Sep10 |
100726 |
518.00 |
519.00 |
514.50 |
518.00 |
-0.50 |
5 |
2 |
+0 |
Oct10 |
100726 |
521.50 |
522.00 |
517.50 |
521.50 |
unch |
2 |
0 |
+0 |
Total Volume and Open Interest |
189 |
16,094 |
-81 |
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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