|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue July 27, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100727 |
997.50 |
1005.00 |
994.50 |
998.00 |
-0.25 |
16,530 |
39,503 |
-7,964 |
| Sep10 |
100727 |
971.50 |
981.00 |
970.25 |
973.00 |
-1.75 |
8,802 |
24,336 |
+72 |
| Nov10 |
100727 |
965.75 |
973.25 |
962.25 |
965.50 |
-0.50 |
47,106 |
289,994 |
+778 |
| Jan11 |
100727 |
975.00 |
981.25 |
971.50 |
974.50 |
unch |
4,615 |
51,391 |
+1,080 |
| Mar11 |
100727 |
979.00 |
988.25 |
977.25 |
979.50 |
unch |
1,742 |
18,203 |
-25 |
| May11 |
100727 |
981.75 |
989.25 |
980.25 |
982.75 |
+1.00 |
1,391 |
17,933 |
-23 |
| Jul11 |
100727 |
988.00 |
998.00 |
988.00 |
990.75 |
+0.75 |
1,539 |
19,131 |
+76 |
| Total Volume and Open Interest |
82,453 |
479,956 |
-5,772 |
| Soybean Meal(CBOT) |
| Aug10 |
100727 |
292.50 |
296.50 |
292.40 |
294.50 |
+1.30 |
16,270 |
22,845 |
-3,387 |
| Sep10 |
100727 |
284.10 |
287.00 |
283.30 |
284.30 |
+0.20 |
10,636 |
34,525 |
+1,442 |
| Oct10 |
100727 |
278.10 |
281.00 |
277.60 |
278.60 |
+0.60 |
2,494 |
15,859 |
+168 |
| Dec10 |
100727 |
277.20 |
280.50 |
275.80 |
278.30 |
+0.80 |
17,140 |
99,767 |
+2,110 |
| Jan11 |
100727 |
277.70 |
280.10 |
277.00 |
277.70 |
+0.70 |
695 |
7,178 |
+108 |
| Mar11 |
100727 |
277.80 |
281.50 |
277.80 |
278.50 |
+0.80 |
624 |
7,366 |
+122 |
| May11 |
100727 |
280.00 |
281.30 |
277.90 |
279.00 |
+1.10 |
374 |
6,275 |
+104 |
| Jul11 |
100727 |
279.50 |
283.30 |
279.50 |
281.10 |
+1.10 |
122 |
5,431 |
-5 |
| Total Volume and Open Interest |
48,521 |
202,779 |
+709 |
| Soybean Oil(CBOT) |
| Aug10 |
100727 |
38.80 |
38.92 |
38.50 |
38.56 |
-0.24 |
18,096 |
28,004 |
-4,890 |
| Sep10 |
100727 |
38.94 |
39.08 |
38.66 |
38.71 |
-0.26 |
15,786 |
59,423 |
+906 |
| Oct10 |
100727 |
38.96 |
39.24 |
38.85 |
38.90 |
-0.26 |
3,024 |
19,026 |
+281 |
| Dec10 |
100727 |
39.54 |
39.69 |
39.23 |
39.29 |
-0.27 |
31,694 |
147,046 |
+2,299 |
| Jan11 |
100727 |
39.81 |
39.81 |
39.50 |
39.55 |
-0.26 |
1,323 |
11,979 |
+262 |
| Mar11 |
100727 |
40.00 |
40.25 |
39.75 |
39.76 |
-0.24 |
902 |
6,351 |
+77 |
| May11 |
100727 |
40.21 |
40.25 |
39.97 |
39.99 |
-0.22 |
582 |
5,661 |
+87 |
| Jul11 |
100727 |
40.44 |
40.45 |
40.24 |
40.25 |
-0.20 |
344 |
4,265 |
+33 |
| Total Volume and Open Interest |
72,062 |
285,618 |
-853 |
| Canola(WCE) |
| Nov10 |
100727 |
450.0 |
454.9 |
448.2 |
449.4 |
-2.2 |
5,854 |
136,331 |
+410 |
| Jan11 |
100727 |
453.0 |
457.0 |
451.4 |
451.4 |
-3.1 |
244 |
10,834 |
-104 |
| Mar11 |
100727 |
450.6 |
455.0 |
449.6 |
449.6 |
-3.3 |
142 |
5,717 |
+37 |
| May11 |
100727 |
450.1 |
453.9 |
448.2 |
448.2 |
-3.4 |
270 |
1,999 |
-55 |
| Jul11 |
100727 |
447.9 |
451.2 |
445.1 |
445.1 |
-3.7 |
270 |
2,909 |
-22 |
| Total Volume and Open Interest |
6,786 |
159,350 |
+267 |
| Corn(CBOT) |
| Sep10 |
100727 |
363.50 |
369.50 |
362.00 |
362.75 |
-1.25 |
58,696 |
394,563 |
-7,114 |
| Dec10 |
100727 |
377.50 |
383.00 |
376.00 |
377.00 |
-1.00 |
110,393 |
533,237 |
+3,628 |
| Mar11 |
100727 |
391.00 |
396.50 |
389.75 |
390.50 |
-1.25 |
13,396 |
92,631 |
-91 |
| May11 |
100727 |
400.00 |
405.00 |
398.75 |
398.75 |
-2.00 |
1,173 |
18,251 |
+89 |
| Jul11 |
100727 |
408.00 |
413.00 |
406.25 |
406.25 |
-2.50 |
5,096 |
55,762 |
+2,137 |
| Sep11 |
100727 |
410.00 |
414.75 |
408.75 |
409.00 |
-2.50 |
392 |
5,969 |
+39 |
| Total Volume and Open Interest |
195,252 |
1,203,580 |
-500 |
| Wheat(CBOT) |
| Sep10 |
100727 |
587.00 |
604.00 |
582.50 |
595.00 |
+5.50 |
35,816 |
190,433 |
-6,410 |
| Dec10 |
100727 |
619.00 |
635.00 |
614.00 |
627.00 |
+6.00 |
20,599 |
141,062 |
+2,283 |
| Mar11 |
100727 |
644.75 |
661.00 |
641.25 |
653.50 |
+6.00 |
4,575 |
40,298 |
+1,104 |
| May11 |
100727 |
652.00 |
668.00 |
651.50 |
660.75 |
+4.75 |
1,733 |
21,026 |
+361 |
| Jul11 |
100727 |
656.75 |
672.75 |
656.75 |
664.50 |
+3.50 |
3,091 |
68,802 |
+557 |
| Total Volume and Open Interest |
67,441 |
491,560 |
-1,294 |
| Wheat(KCBT) |
| Sep10 |
100727 |
610.75 |
624.50 |
607.00 |
615.00 |
+3.00 |
9,860 |
55,158 |
-899 |
| Dec10 |
100727 |
628.00 |
642.00 |
624.25 |
632.00 |
+2.75 |
6,255 |
65,517 |
+1,469 |
| Mar11 |
100727 |
641.75 |
657.00 |
640.00 |
647.75 |
+2.75 |
2,466 |
25,936 |
+924 |
| May11 |
100727 |
648.25 |
663.50 |
648.25 |
654.50 |
+2.50 |
58 |
6,652 |
+15 |
| Jul11 |
100727 |
659.50 |
670.00 |
654.75 |
661.25 |
+1.50 |
627 |
29,549 |
+87 |
| Total Volume and Open Interest |
19,324 |
188,137 |
+1,623 |
| Wheat(MGE) |
| Sep10 |
100727 |
621.75 |
632.75 |
616.25 |
625.50 |
+3.50 |
3,991 |
17,064 |
+205 |
| Dec10 |
100727 |
637.00 |
649.00 |
632.50 |
641.75 |
+4.25 |
1,879 |
17,508 |
-572 |
| Mar11 |
100727 |
652.00 |
665.25 |
650.00 |
658.00 |
+5.00 |
724 |
8,716 |
+63 |
| May11 |
100727 |
657.75 |
673.50 |
655.50 |
665.50 |
+5.25 |
136 |
2,434 |
-6 |
| Jul11 |
100727 |
664.25 |
678.50 |
663.75 |
671.75 |
+4.75 |
364 |
6,832 |
+13 |
| Total Volume and Open Interest |
7,395 |
56,103 |
-253 |
| Oats(CBOT) |
| Sep10 |
100727 |
251.25 |
254.00 |
246.25 |
246.50 |
-4.50 |
266 |
3,298 |
-47 |
| Dec10 |
100727 |
262.00 |
265.75 |
257.50 |
258.00 |
-4.25 |
474 |
6,423 |
+255 |
| Mar11 |
100727 |
267.50 |
269.25 |
265.00 |
265.00 |
-4.25 |
17 |
175 |
+3 |
| May11 |
100727 |
272.00 |
276.25 |
272.00 |
272.00 |
-4.25 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
757 |
9,906 |
+211 |
| Rough Rice(CBOT) |
| Sep10 |
100727 |
10.14 |
10.19 |
9.74 |
10.01 |
-0.16 |
679 |
7,726 |
+71 |
| Nov10 |
100727 |
10.41 |
10.42 |
10.01 |
10.26 |
-0.16 |
533 |
5,037 |
+57 |
| Jan11 |
100727 |
10.56 |
10.69 |
10.30 |
10.53 |
-0.16 |
21 |
712 |
+3 |
| Mar11 |
100727 |
10.81 |
10.97 |
10.81 |
10.81 |
-0.16 |
10 |
668 |
+1 |
| Total Volume and Open Interest |
1,253 |
15,550 |
+141 |
| Live Cattle(CME) |
| Aug10 |
100727 |
92.785 |
92.885 |
92.385 |
92.650 |
unch |
8,905 |
47,436 |
-1,841 |
| Oct10 |
100727 |
93.980 |
94.285 |
93.600 |
93.930 |
+0.145 |
16,348 |
148,787 |
+2,187 |
| Dec10 |
100727 |
95.830 |
96.035 |
95.500 |
95.750 |
-0.080 |
5,970 |
70,579 |
-833 |
| Feb11 |
100727 |
97.080 |
97.250 |
96.700 |
97.135 |
+0.055 |
2,874 |
31,739 |
+734 |
| Apr11 |
100727 |
98.650 |
99.000 |
98.535 |
98.850 |
+0.200 |
1,594 |
18,630 |
+539 |
| Jun11 |
100727 |
95.330 |
95.600 |
95.150 |
95.400 |
+0.150 |
380 |
7,391 |
+167 |
| Total Volume and Open Interest |
36,142 |
328,259 |
+995 |
| Feeder Cattle(CME) |
| Aug10 |
100727 |
115.000 |
115.080 |
114.400 |
114.900 |
-0.050 |
1,274 |
12,883 |
-545 |
| Sep10 |
100727 |
115.080 |
115.350 |
114.730 |
115.100 |
-0.080 |
669 |
11,600 |
+96 |
| Oct10 |
100727 |
115.180 |
115.450 |
114.750 |
115.200 |
-0.200 |
915 |
7,913 |
+373 |
| Nov10 |
100727 |
114.750 |
115.050 |
114.400 |
115.035 |
+0.035 |
356 |
3,037 |
+137 |
| Jan11 |
100727 |
112.830 |
113.300 |
112.730 |
113.300 |
+0.300 |
68 |
1,118 |
+51 |
| Mar11 |
100727 |
111.430 |
111.900 |
111.430 |
111.800 |
+0.300 |
9 |
332 |
+8 |
| Apr11 |
100727 |
111.450 |
111.500 |
111.450 |
111.500 |
+0.400 |
4 |
27 |
+2 |
| Total Volume and Open Interest |
3,297 |
36,951 |
+123 |
| Lean Hogs(CME) |
| Aug10 |
100727 |
82.500 |
82.785 |
82.100 |
82.230 |
+0.230 |
6,877 |
25,941 |
-1,557 |
| Oct10 |
100727 |
76.000 |
76.500 |
75.725 |
76.225 |
+0.750 |
9,202 |
83,169 |
+1,870 |
| Dec10 |
100727 |
73.350 |
74.050 |
73.300 |
73.950 |
+0.915 |
3,627 |
46,793 |
-62 |
| Feb11 |
100727 |
74.535 |
75.650 |
74.535 |
75.385 |
+0.750 |
2,585 |
18,027 |
+844 |
| Apr11 |
100727 |
75.750 |
76.400 |
75.550 |
75.900 |
+0.950 |
990 |
16,394 |
+113 |
| May11 |
100727 |
78.900 |
79.400 |
78.900 |
79.400 |
+0.700 |
37 |
523 |
+25 |
| Jun11 |
100727 |
81.000 |
82.180 |
81.000 |
82.000 |
+1.000 |
506 |
7,687 |
+228 |
| Jul11 |
100727 |
80.750 |
80.850 |
80.350 |
80.800 |
+0.600 |
169 |
1,927 |
+97 |
| Total Volume and Open Interest |
24,186 |
201,340 |
+1,674 |
| Pork Bellies(CME) |
| Aug10 |
100727 |
103.950 |
104.500 |
99.750 |
99.750 |
-3.000 |
3 |
21 |
-1 |
| Feb11 |
100727 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
1 |
7 |
+1 |
| Mar11 |
100727 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100727 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Jul11 |
100727 |
102.000 |
102.000 |
102.000 |
102.000 |
|
|
|
|
| Class III Milk(CME) |
| Jul10 |
100727 |
13.74 |
13.75 |
13.73 |
13.74 |
unch |
25 |
4,245 |
+14 |
| Aug10 |
100727 |
14.98 |
15.07 |
14.98 |
15.00 |
-0.01 |
87 |
5,070 |
+44 |
| Sep10 |
100727 |
15.40 |
15.52 |
15.39 |
15.42 |
+0.02 |
188 |
4,881 |
+69 |
| Oct10 |
100727 |
15.15 |
15.25 |
15.06 |
15.20 |
+0.14 |
24 |
3,918 |
+4 |
| Nov10 |
100727 |
14.85 |
14.98 |
14.82 |
14.93 |
+0.11 |
15 |
3,725 |
+7 |
| Total Volume and Open Interest |
406 |
28,624 |
+201 |
| Cocoa(ICE) |
| Sep10 |
100727 |
2965 |
3026 |
2954 |
2980 |
+7 |
6,679 |
55,951 |
-1,401 |
| Dec10 |
100727 |
3005 |
3050 |
2978 |
3003 |
+4 |
3,559 |
28,807 |
+1,034 |
| Mar11 |
100727 |
3030 |
3049 |
3008 |
3030 |
+4 |
958 |
20,321 |
+293 |
| May11 |
100727 |
3045 |
3060 |
3030 |
3049 |
+3 |
215 |
8,112 |
+2 |
| Jul11 |
100727 |
3060 |
3079 |
3039 |
3065 |
+7 |
44 |
4,348 |
+8 |
| Sep11 |
100727 |
3071 |
3071 |
3071 |
3071 |
+8 |
12 |
1,807 |
-10 |
| Dec11 |
100727 |
3066 |
3079 |
3054 |
3079 |
+13 |
1 |
3,469 |
+0 |
| Total Volume and Open Interest |
11,469 |
125,948 |
-74 |
| Coffee "C"(ICE) |
| Sep10 |
100727 |
164.60 |
166.55 |
163.20 |
163.75 |
-1.85 |
14,342 |
90,931 |
+1,170 |
| Dec10 |
100727 |
166.40 |
167.30 |
164.10 |
164.75 |
-1.80 |
5,720 |
48,067 |
+1,236 |
| Mar11 |
100727 |
166.30 |
166.30 |
164.25 |
164.70 |
-1.70 |
944 |
21,203 |
+517 |
| May11 |
100727 |
166.15 |
166.15 |
164.40 |
164.40 |
-1.75 |
206 |
6,901 |
+87 |
| Jul11 |
100727 |
165.90 |
166.05 |
164.15 |
164.15 |
-1.75 |
81 |
3,186 |
+41 |
| Sep11 |
100727 |
164.00 |
164.00 |
164.00 |
164.00 |
-1.75 |
76 |
1,410 |
+21 |
| Total Volume and Open Interest |
21,383 |
172,013 |
+3,085 |
| Orange Juice(ICE) |
| Sep10 |
100727 |
146.85 |
147.70 |
145.55 |
146.70 |
+0.90 |
928 |
18,967 |
+144 |
| Nov10 |
100727 |
147.65 |
148.50 |
146.95 |
147.85 |
+0.95 |
63 |
4,376 |
+44 |
| Jan11 |
100727 |
149.00 |
149.25 |
148.15 |
148.95 |
+0.70 |
58 |
1,777 |
+38 |
| Mar11 |
100727 |
150.25 |
150.50 |
149.60 |
150.30 |
+1.00 |
1 |
233 |
+1 |
| May11 |
100727 |
150.85 |
151.50 |
150.85 |
151.30 |
+1.00 |
0 |
154 |
+0 |
| Jul11 |
100727 |
152.75 |
153.60 |
152.60 |
153.60 |
+1.35 |
0 |
199 |
+0 |
| Total Volume and Open Interest |
1,050 |
25,711 |
+227 |
| Sugar #11(ICE) |
| Oct10 |
100727 |
18.64 |
19.05 |
18.35 |
18.42 |
-0.20 |
42,639 |
264,508 |
-220 |
| Mar11 |
100727 |
18.26 |
18.50 |
18.01 |
18.09 |
-0.17 |
21,981 |
153,154 |
-1,898 |
| May11 |
100727 |
17.54 |
17.68 |
17.29 |
17.37 |
-0.14 |
5,589 |
30,452 |
+281 |
| Jul11 |
100727 |
17.10 |
17.14 |
16.63 |
16.70 |
-0.25 |
3,880 |
69,562 |
+857 |
| Oct11 |
100727 |
16.86 |
16.86 |
16.45 |
16.52 |
-0.24 |
1,364 |
30,671 |
+114 |
| Total Volume and Open Interest |
77,054 |
610,399 |
-396 |
| London Cocoa(LCE) |
| Sep10 |
100727 |
2285 |
2298 |
2240 |
2280 |
+1 |
4,577 |
68,370 |
-1,513 |
| Dec10 |
100727 |
2169 |
2185 |
2142 |
2170 |
+2 |
4,558 |
37,994 |
+331 |
| Mar11 |
100727 |
2157 |
2158 |
2115 |
2143 |
-1 |
2,019 |
32,722 |
+415 |
| May11 |
100727 |
2158 |
2158 |
2119 |
2148 |
-1 |
453 |
12,377 |
-14 |
| Jul11 |
100727 |
2158 |
2161 |
2142 |
2155 |
+1 |
150 |
3,601 |
+52 |
| Sep11 |
100727 |
2157 |
2159 |
2146 |
2156 |
+5 |
154 |
2,507 |
+11 |
| Dec11 |
100727 |
2153 |
2153 |
2153 |
2153 |
+5 |
182 |
4,016 |
+7 |
| Total Volume and Open Interest |
12,093 |
165,367 |
-711 |
| London Sugar(LCE) |
| Oct10 |
100727 |
566.00 |
575.80 |
566.00 |
566.60 |
+0.50 |
7,863 |
35,510 |
-733 |
| Dec10 |
100727 |
519.80 |
525.10 |
518.40 |
519.10 |
+1.30 |
2,396 |
10,774 |
+152 |
| Mar11 |
100727 |
508.00 |
513.00 |
505.60 |
506.50 |
-0.10 |
1,036 |
9,643 |
+27 |
| May11 |
100727 |
490.70 |
496.00 |
489.00 |
489.10 |
-0.20 |
211 |
3,392 |
+95 |
| Aug11 |
100727 |
471.00 |
472.70 |
467.40 |
467.40 |
-0.90 |
310 |
2,711 |
+115 |
| Total Volume and Open Interest |
11,816 |
62,300 |
-344 |
| Cotton(ICE) |
| Oct10 |
100727 |
80.30 |
81.48 |
80.30 |
81.45 |
+0.23 |
38 |
1,210 |
+0 |
| Dec10 |
100727 |
76.50 |
76.94 |
76.00 |
76.70 |
+0.21 |
12,093 |
113,092 |
-455 |
| Mar11 |
100727 |
75.25 |
75.38 |
74.29 |
74.33 |
-0.89 |
4,260 |
35,918 |
+171 |
| May11 |
100727 |
76.00 |
76.08 |
74.99 |
75.03 |
-0.82 |
179 |
1,298 |
+96 |
| Jul11 |
100727 |
76.99 |
77.08 |
76.09 |
76.09 |
-0.73 |
280 |
8,095 |
+128 |
| Oct11 |
100727 |
73.12 |
73.12 |
73.12 |
73.12 |
-0.57 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
16,861 |
161,671 |
-60 |
| Lumber(CME) |
| Sep10 |
100727 |
208.0 |
209.2 |
200.0 |
200.3 |
-7.7 |
277 |
5,747 |
+46 |
| Nov10 |
100727 |
212.3 |
213.5 |
205.8 |
206.6 |
-8.4 |
78 |
2,523 |
+8 |
| Jan11 |
100727 |
229.8 |
230.3 |
224.5 |
226.3 |
-8.2 |
15 |
199 |
+7 |
| Mar11 |
100727 |
237.5 |
238.0 |
237.5 |
238.0 |
-5.0 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
370 |
8,484 |
+61 |
| Crude Oil(NYM) |
| Sep10 |
100727 |
78.92 |
79.69 |
76.79 |
77.50 |
-1.48 |
259,741 |
364,806 |
-6,490 |
| Oct10 |
100727 |
79.23 |
80.07 |
77.18 |
77.90 |
-1.47 |
43,613 |
90,038 |
+1,572 |
| Nov10 |
100727 |
79.79 |
80.53 |
77.73 |
78.41 |
-1.45 |
13,217 |
63,288 |
+1,167 |
| Dec10 |
100727 |
80.27 |
81.03 |
78.20 |
78.91 |
-1.44 |
33,550 |
201,385 |
-693 |
| Jan11 |
100727 |
81.00 |
81.45 |
78.83 |
79.40 |
-1.41 |
8,084 |
46,206 |
+2,201 |
| Feb11 |
100727 |
81.66 |
81.79 |
79.46 |
79.85 |
-1.38 |
2,771 |
17,858 |
-595 |
| Mar11 |
100727 |
81.49 |
81.74 |
79.88 |
80.27 |
-1.34 |
3,188 |
23,318 |
+211 |
| Apr11 |
100727 |
80.84 |
80.84 |
80.26 |
80.67 |
-1.31 |
1,713 |
11,768 |
-231 |
| May11 |
100727 |
81.69 |
81.95 |
81.06 |
81.06 |
-1.28 |
1,164 |
8,177 |
-316 |
| Jun11 |
100727 |
82.86 |
83.13 |
80.69 |
81.43 |
-1.26 |
5,980 |
47,271 |
+1,087 |
| Jul11 |
100727 |
82.47 |
82.47 |
80.98 |
81.77 |
-1.25 |
1,661 |
25,587 |
+296 |
| Aug11 |
100727 |
81.25 |
81.98 |
81.25 |
81.98 |
-1.24 |
936 |
7,596 |
+158 |
| Sep11 |
100727 |
82.15 |
82.15 |
82.15 |
82.15 |
-1.23 |
726 |
7,769 |
+210 |
| Oct11 |
100727 |
82.30 |
82.30 |
82.30 |
82.30 |
-1.23 |
178 |
4,955 |
-8 |
| Nov11 |
100727 |
82.45 |
82.45 |
82.45 |
82.45 |
-1.23 |
275 |
10,191 |
+26 |
| Dec11 |
100727 |
83.70 |
84.46 |
81.95 |
82.61 |
-1.22 |
9,421 |
98,350 |
+673 |
| Total Volume and Open Interest |
391,777 |
1,238,659 |
+176 |
| 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 |
100727 |
79.500 |
80.025 |
77.325 |
77.900 |
-1.475 |
255 |
594 |
+52 |
| Nov10 |
100727 |
80.000 |
80.250 |
77.800 |
78.400 |
-1.450 |
94 |
110 |
+19 |
| Dec10 |
100727 |
80.225 |
80.775 |
78.400 |
78.900 |
-1.450 |
17 |
119 |
+0 |
| Jan11 |
100727 |
79.400 |
79.400 |
79.400 |
79.400 |
-1.400 |
0 |
8 |
+0 |
| Feb11 |
100727 |
79.850 |
79.850 |
79.850 |
79.850 |
-1.375 |
|
|
|
| Mar11 |
100727 |
80.275 |
80.275 |
80.275 |
80.275 |
-1.325 |
|
|
|
| Apr11 |
100727 |
80.675 |
80.675 |
80.675 |
80.675 |
-1.300 |
|
|
|
| Total Volume and Open Interest |
8,360 |
4,131 |
-223 |
| Heating Oil(NYM) |
| Aug10 |
100727 |
204.50 |
206.30 |
198.68 |
199.94 |
-4.32 |
23,625 |
32,229 |
-3,415 |
| Sep10 |
100727 |
207.05 |
209.08 |
201.54 |
202.94 |
-4.17 |
33,645 |
71,595 |
+236 |
| Oct10 |
100727 |
210.11 |
211.77 |
204.41 |
205.83 |
-4.03 |
6,155 |
32,580 |
-712 |
| Nov10 |
100727 |
213.57 |
214.50 |
207.50 |
208.68 |
-3.89 |
3,583 |
25,393 |
+892 |
| Dec10 |
100727 |
215.36 |
217.00 |
210.01 |
211.46 |
-3.74 |
8,542 |
34,919 |
-701 |
| Jan11 |
100727 |
218.72 |
219.48 |
213.25 |
214.18 |
-3.66 |
2,754 |
25,946 |
-380 |
| Feb11 |
100727 |
220.53 |
220.53 |
215.43 |
216.07 |
-3.64 |
701 |
11,367 |
-72 |
| Mar11 |
100727 |
220.59 |
220.59 |
215.50 |
216.97 |
-3.57 |
362 |
10,282 |
-1 |
| Apr11 |
100727 |
221.47 |
221.47 |
216.75 |
216.96 |
-3.50 |
638 |
6,187 |
+7 |
| May11 |
100727 |
219.36 |
220.00 |
216.92 |
217.11 |
-3.43 |
631 |
6,490 |
+256 |
| Jun11 |
100727 |
221.61 |
222.70 |
216.60 |
217.61 |
-3.31 |
1,563 |
19,937 |
+52 |
| Jul11 |
100727 |
221.52 |
221.52 |
218.52 |
219.09 |
-3.25 |
172 |
2,061 |
+78 |
| Total Volume and Open Interest |
82,954 |
298,985 |
-3,697 |
| Gasoline(NYMEX) |
| Aug10 |
100727 |
210.61 |
211.80 |
204.60 |
206.32 |
-4.26 |
27,702 |
34,370 |
-4,574 |
| Sep10 |
100727 |
210.64 |
212.04 |
204.68 |
206.41 |
-4.23 |
51,891 |
95,233 |
+3,654 |
| Oct10 |
100727 |
201.14 |
202.25 |
195.01 |
196.85 |
-3.84 |
17,053 |
35,429 |
+976 |
| Nov10 |
100727 |
199.66 |
201.22 |
194.47 |
196.03 |
-3.63 |
8,377 |
31,144 |
-75 |
| Dec10 |
100727 |
200.62 |
201.80 |
194.92 |
196.53 |
-3.58 |
10,311 |
17,921 |
-476 |
| Jan11 |
100727 |
202.50 |
203.44 |
197.71 |
198.36 |
-3.54 |
2,102 |
9,784 |
+531 |
| Feb11 |
100727 |
205.60 |
205.60 |
199.99 |
200.53 |
-3.47 |
356 |
3,690 |
+110 |
| Mar11 |
100727 |
206.25 |
207.77 |
201.64 |
202.88 |
-3.40 |
223 |
3,236 |
+28 |
| Apr11 |
100727 |
219.07 |
219.77 |
214.35 |
215.06 |
-3.27 |
660 |
5,666 |
+330 |
| May11 |
100727 |
217.76 |
217.76 |
216.01 |
216.01 |
-3.17 |
394 |
3,626 |
+11 |
| Total Volume and Open Interest |
119,229 |
251,374 |
+501 |
| e-miNY RBOB Gasoline(NYM) |
| Aug10 |
100727 |
206.30 |
206.32 |
206.30 |
206.30 |
-4.30 |
0 |
1 |
+0 |
| Sep10 |
100727 |
206.40 |
206.41 |
206.40 |
206.40 |
-4.20 |
0 |
1 |
+0 |
| Oct10 |
100727 |
196.90 |
196.90 |
196.85 |
196.90 |
-3.80 |
0 |
1 |
+0 |
| Nov10 |
100727 |
196.00 |
196.03 |
196.00 |
196.00 |
-3.70 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
10 |
+0 |
| Natural Gas(NYM) |
| Aug10 |
100727 |
4.612 |
4.689 |
4.600 |
4.675 |
+0.063 |
78,012 |
22,826 |
-7,092 |
| Sep10 |
100727 |
4.591 |
4.668 |
4.575 |
4.646 |
+0.063 |
43,191 |
187,697 |
+712 |
| Oct10 |
100727 |
4.655 |
4.705 |
4.614 |
4.679 |
+0.059 |
18,193 |
98,189 |
+803 |
| Nov10 |
100727 |
4.890 |
4.920 |
4.843 |
4.895 |
+0.042 |
9,718 |
63,551 |
+1,429 |
| Dec10 |
100727 |
5.146 |
5.169 |
5.098 |
5.136 |
+0.022 |
6,419 |
40,913 |
+265 |
| Jan11 |
100727 |
5.294 |
5.330 |
5.252 |
5.290 |
+0.013 |
8,784 |
67,575 |
+1,401 |
| Feb11 |
100727 |
5.271 |
5.302 |
5.225 |
5.263 |
+0.011 |
935 |
18,263 |
+70 |
| Mar11 |
100727 |
5.183 |
5.205 |
5.135 |
5.167 |
+0.010 |
3,398 |
51,278 |
-493 |
| Apr11 |
100727 |
5.000 |
5.020 |
4.951 |
4.982 |
+0.003 |
2,672 |
44,915 |
-69 |
| May11 |
100727 |
5.005 |
5.010 |
4.983 |
4.997 |
+0.002 |
1,292 |
21,022 |
+405 |
| Jun11 |
100727 |
5.044 |
5.055 |
5.015 |
5.035 |
unch |
717 |
7,943 |
-19 |
| Jul11 |
100727 |
5.094 |
5.112 |
5.056 |
5.085 |
-0.001 |
337 |
7,076 |
+74 |
| Aug11 |
100727 |
5.143 |
5.147 |
5.094 |
5.128 |
unch |
374 |
6,668 |
+90 |
| Sep11 |
100727 |
5.151 |
5.178 |
5.130 |
5.150 |
-0.001 |
176 |
5,703 |
+24 |
| Oct11 |
100727 |
5.248 |
5.260 |
5.201 |
5.228 |
-0.003 |
231 |
19,723 |
+34 |
| Nov11 |
100727 |
5.470 |
5.470 |
5.435 |
5.442 |
-0.005 |
96 |
5,574 |
+75 |
| Total Volume and Open Interest |
175,822 |
771,582 |
-2,028 |
| Brent Crude Oil(ICE) |
| Sep10 |
100727 |
77.45 |
78.25 |
75.48 |
76.13 |
-1.37 |
114,518 |
204,814 |
-3,536 |
| Oct10 |
100727 |
77.97 |
78.69 |
75.96 |
76.59 |
-1.40 |
42,081 |
153,483 |
+5,710 |
| Nov10 |
100727 |
78.54 |
79.24 |
76.54 |
77.21 |
-1.38 |
13,862 |
44,337 |
+1,963 |
| Dec10 |
100727 |
79.33 |
79.79 |
77.12 |
77.82 |
-1.35 |
19,702 |
118,817 |
+492 |
| Jan11 |
100727 |
79.55 |
79.90 |
77.65 |
78.34 |
-1.33 |
1,607 |
27,736 |
+383 |
| Feb11 |
100727 |
80.22 |
80.43 |
78.29 |
78.85 |
-1.32 |
1,101 |
17,524 |
+125 |
| Mar11 |
100727 |
80.70 |
80.83 |
79.08 |
79.37 |
-1.31 |
1,726 |
13,125 |
-292 |
| Apr11 |
100727 |
81.18 |
81.51 |
79.58 |
79.87 |
-1.29 |
2,056 |
11,634 |
+703 |
| May11 |
100727 |
81.91 |
81.92 |
80.03 |
80.33 |
-1.26 |
1,154 |
16,281 |
+374 |
| Jun11 |
100727 |
82.18 |
82.33 |
80.35 |
80.75 |
-1.24 |
2,076 |
23,890 |
-104 |
| Jul11 |
100727 |
81.13 |
81.13 |
81.13 |
81.13 |
-1.23 |
638 |
8,524 |
-175 |
| Aug11 |
100727 |
81.44 |
81.44 |
81.44 |
81.44 |
-1.21 |
193 |
3,858 |
-92 |
| Sep11 |
100727 |
81.68 |
81.68 |
81.68 |
81.68 |
-1.20 |
30 |
5,043 |
-1 |
| Oct11 |
100727 |
81.88 |
81.88 |
81.88 |
81.88 |
-1.19 |
6 |
3,626 |
-6 |
| Total Volume and Open Interest |
206,501 |
776,961 |
+5,413 |
| Gas Oil(ICE) |
| Aug10 |
100727 |
654.00 |
659.00 |
636.50 |
641.50 |
-13.75 |
46,216 |
104,282 |
-1,433 |
| Sep10 |
100727 |
658.50 |
664.75 |
642.25 |
647.25 |
-13.75 |
58,128 |
97,781 |
+2,151 |
| Oct10 |
100727 |
664.75 |
669.75 |
647.75 |
652.50 |
-13.75 |
21,631 |
55,015 |
+2,378 |
| Nov10 |
100727 |
671.25 |
673.50 |
653.00 |
656.75 |
-13.75 |
8,075 |
34,071 |
-424 |
| Dec10 |
100727 |
672.75 |
677.75 |
656.25 |
660.75 |
-13.75 |
12,991 |
89,582 |
-150 |
| Jan11 |
100727 |
677.50 |
682.25 |
663.25 |
665.75 |
-13.50 |
2,689 |
38,709 |
-240 |
| Feb11 |
100727 |
683.75 |
687.00 |
669.75 |
670.50 |
-13.25 |
1,087 |
22,515 |
-12 |
| Mar11 |
100727 |
688.00 |
691.00 |
674.50 |
674.50 |
-13.25 |
1,737 |
14,503 |
+446 |
| Apr11 |
100727 |
691.25 |
693.75 |
678.00 |
678.00 |
-13.25 |
1,073 |
13,710 |
-128 |
| May11 |
100727 |
694.25 |
694.25 |
680.50 |
681.00 |
-13.25 |
701 |
15,385 |
+23 |
| Total Volume and Open Interest |
156,901 |
611,506 |
+3,014 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100727 |
1.614 |
1.616 |
1.606 |
1.609 |
+0.009 |
242 |
403 |
-137 |
| Sep10 |
100727 |
1.604 |
1.604 |
1.585 |
1.585 |
+0.003 |
132 |
1,193 |
+12 |
| Oct10 |
100727 |
1.600 |
1.600 |
1.580 |
1.583 |
+0.006 |
114 |
1,315 |
+6 |
| Nov10 |
100727 |
1.603 |
1.603 |
1.577 |
1.579 |
-0.001 |
124 |
952 |
+16 |
| Dec10 |
100727 |
1.610 |
1.610 |
1.587 |
1.590 |
+0.009 |
27 |
1,900 |
+5 |
| Jan11 |
100727 |
1.595 |
1.610 |
1.590 |
1.596 |
unch |
29 |
1,321 |
+8 |
| Feb11 |
100727 |
1.615 |
1.638 |
1.613 |
1.627 |
-0.010 |
17 |
736 |
+0 |
| Total Volume and Open Interest |
765 |
11,921 |
-34 |
| WTI Crude Oil(ICE |
| Sep10 |
100727 |
78.96 |
79.77 |
76.77 |
77.50 |
-1.48 |
74,941 |
101,830 |
-451 |
| Oct10 |
100727 |
79.35 |
80.11 |
77.18 |
77.90 |
-1.47 |
22,346 |
62,248 |
+2,389 |
| Nov10 |
100727 |
79.94 |
80.52 |
77.70 |
78.41 |
-1.45 |
7,582 |
19,683 |
+745 |
| Dec10 |
100727 |
80.24 |
81.07 |
78.21 |
78.91 |
-1.44 |
12,612 |
85,066 |
-202 |
| Jan11 |
100727 |
80.13 |
80.18 |
79.17 |
79.40 |
-1.41 |
853 |
19,719 |
-120 |
| Feb11 |
100727 |
81.41 |
81.41 |
79.45 |
79.85 |
-1.38 |
989 |
11,641 |
+88 |
| Mar11 |
100727 |
80.84 |
81.17 |
79.74 |
80.27 |
-1.34 |
1,362 |
9,293 |
+175 |
| Apr11 |
100727 |
81.35 |
81.35 |
80.00 |
80.67 |
-1.31 |
772 |
4,950 |
-6 |
| May11 |
100727 |
81.69 |
81.88 |
80.51 |
81.06 |
-1.28 |
821 |
4,104 |
+92 |
| Jun11 |
100727 |
82.88 |
82.88 |
80.87 |
81.43 |
-1.26 |
1,705 |
21,552 |
+533 |
| Jul11 |
100727 |
82.06 |
82.06 |
80.97 |
81.77 |
-1.25 |
445 |
10,436 |
-28 |
| Aug11 |
100727 |
81.98 |
81.98 |
81.98 |
81.98 |
-1.24 |
207 |
2,539 |
+132 |
| Sep11 |
100727 |
82.15 |
82.15 |
82.15 |
82.15 |
-1.23 |
55 |
2,730 |
+20 |
| Oct11 |
100727 |
82.30 |
82.30 |
82.30 |
82.30 |
-1.23 |
133 |
2,370 |
+34 |
| Nov11 |
100727 |
82.45 |
82.45 |
82.45 |
82.45 |
-1.23 |
232 |
6,418 |
-28 |
| Dec11 |
100727 |
84.11 |
84.37 |
81.95 |
82.61 |
-1.22 |
3,586 |
50,084 |
-115 |
| Total Volume and Open Interest |
129,544 |
477,099 |
+3,578 |
| US Dollar Index(ICE) |
| Sep10 |
100727 |
82.230 |
82.530 |
81.970 |
82.327 |
+0.085 |
25,576 |
23,099 |
-343 |
| Dec10 |
100727 |
82.445 |
82.810 |
82.340 |
82.647 |
+0.085 |
16 |
655 |
+3 |
| Mar11 |
100727 |
83.007 |
83.007 |
83.007 |
83.007 |
+0.085 |
|
|
|
| Total Volume and Open Interest |
25,592 |
23,755 |
-340 |
| Australian Dollar(CME) |
| Sep10 |
100727 |
89.69 |
90.19 |
89.48 |
89.65 |
+0.02 |
101,890 |
86,391 |
+383 |
| Dec10 |
100727 |
88.63 |
89.08 |
88.48 |
88.64 |
+0.01 |
251 |
885 |
+72 |
| Mar11 |
100727 |
87.64 |
87.64 |
87.63 |
87.64 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
102,141 |
87,432 |
+455 |
| British Pound(CME) |
| Sep10 |
100727 |
154.81 |
155.99 |
154.38 |
155.85 |
+1.12 |
124,323 |
124,552 |
+1,318 |
| Dec10 |
100727 |
154.70 |
155.90 |
154.52 |
155.78 |
+1.11 |
255 |
445 |
+49 |
| Mar11 |
100727 |
154.58 |
155.68 |
154.58 |
155.68 |
+1.10 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
124,578 |
125,001 |
+1,367 |
| Canadian Dollar(CME) |
| Sep10 |
100727 |
96.79 |
97.45 |
96.07 |
96.43 |
-0.20 |
71,474 |
77,775 |
-1,621 |
| Dec10 |
100727 |
96.63 |
97.25 |
95.96 |
96.26 |
-0.20 |
390 |
3,882 |
+13 |
| Mar11 |
100727 |
97.00 |
97.00 |
96.05 |
96.05 |
-0.22 |
1 |
492 |
+1 |
| Jun11 |
100727 |
96.54 |
96.54 |
95.74 |
95.81 |
-0.23 |
2 |
294 |
+1 |
| Total Volume and Open Interest |
71,867 |
82,473 |
-1,606 |
| Japanese Yen(CME) |
| Sep10 |
100727 |
115.05 |
115.22 |
113.70 |
113.87 |
-1.30 |
131,600 |
124,634 |
-3,188 |
| Dec10 |
100727 |
115.22 |
115.31 |
113.86 |
114.01 |
-1.30 |
105 |
647 |
+21 |
| Mar11 |
100727 |
114.16 |
115.48 |
114.16 |
114.16 |
-1.32 |
12 |
21 |
+12 |
| Total Volume and Open Interest |
131,729 |
125,319 |
-3,143 |
| Swiss Franc(CME) |
| Sep10 |
100727 |
95.39 |
95.44 |
94.02 |
94.40 |
-0.96 |
49,382 |
54,631 |
-1,753 |
| Dec10 |
100727 |
94.93 |
95.48 |
94.11 |
94.51 |
-0.97 |
51 |
186 |
-5 |
| Mar11 |
100727 |
94.62 |
95.59 |
94.62 |
94.62 |
-0.97 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
49,433 |
54,826 |
-1,758 |
| EuroFX(CME) |
| Sep10 |
100727 |
129.86 |
130.46 |
129.50 |
129.88 |
unch |
347,918 |
223,545 |
-324 |
| Dec10 |
100727 |
129.88 |
130.41 |
129.48 |
129.83 |
unch |
509 |
2,141 |
+12 |
| Mar11 |
100727 |
129.80 |
129.80 |
129.80 |
129.80 |
unch |
2 |
246 |
+2 |
| Total Volume and Open Interest |
348,429 |
225,939 |
-310 |
| Mexican Peso(CME) |
| Aug10 |
100727 |
787.2 |
787.2 |
786.5 |
787.2 |
+0.8 |
|
|
|
| Sep10 |
100727 |
785.8 |
789.5 |
783.5 |
784.5 |
+0.8 |
22,296 |
69,888 |
+1,488 |
| Total Volume and Open Interest |
22,296 |
70,266 |
+1,488 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100727 |
126~230 |
126~230 |
126~100 |
126~110 |
-0~280 |
|
|
|
| Dec10 |
100727 |
125~230 |
125~260 |
124~260 |
124~300 |
-0~280 |
417 |
2,182 |
-32 |
| Mar11 |
100727 |
123~200 |
124~160 |
123~200 |
123~200 |
-0~280 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
270,862 |
681,469 |
-7,777 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100727 |
122~235 |
122~265 |
122~065 |
122~105 |
-0~130 |
1,134,525 |
1,784,825 |
-58,641 |
| Dec10 |
100727 |
121~275 |
121~275 |
121~110 |
121~135 |
-0~135 |
555 |
9,559 |
+9 |
| Mar11 |
100727 |
120~070 |
120~205 |
120~070 |
120~070 |
-0~135 |
3 |
66 |
+0 |
| Total Volume and Open Interest |
1,135,083 |
1,794,484 |
-58,632 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100716 |
118~093 |
119~025 |
118~090 |
119~010 |
+0~079 |
507,956 |
900,391 |
-19,947 |
| Dec10 |
100727 |
118~014 |
118~014 |
117~095 |
117~101 |
-0~038 |
210 |
1,418 |
+52 |
| Mar11 |
100727 |
116~107 |
117~017 |
116~107 |
116~107 |
-0~038 |
|
|
|
| Total Volume and Open Interest |
369,028 |
930,832 |
-3,175 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100727 |
54~084 |
54~085 |
54~084 |
54~085 |
-0~007 |
|
|
|
| Dec10 |
100727 |
109~010 |
109~026 |
109~010 |
109~012 |
-0~014 |
41 |
292 |
+31 |
| Mar11 |
100727 |
108~110 |
108~124 |
108~110 |
108~110 |
-0~014 |
|
|
|
| Total Volume and Open Interest |
205,011 |
847,260 |
-5,550 |
| Eurodollars(CME) |
| Sep10 |
100727 |
99.535 |
99.555 |
99.530 |
99.545 |
+0.015 |
174,169 |
923,670 |
+4,023 |
| Dec10 |
100727 |
99.485 |
99.500 |
99.475 |
99.490 |
+0.010 |
197,889 |
1,165,630 |
-3,915 |
| Mar11 |
100727 |
99.405 |
99.415 |
99.380 |
99.395 |
-0.010 |
156,091 |
1,004,382 |
-993 |
| Jun11 |
100727 |
99.290 |
99.290 |
99.235 |
99.255 |
-0.025 |
148,865 |
901,174 |
+6,782 |
| Sep11 |
100727 |
99.120 |
99.125 |
99.055 |
99.075 |
-0.040 |
195,161 |
981,712 |
+443 |
| Dec11 |
100727 |
98.910 |
98.910 |
98.830 |
98.850 |
-0.050 |
172,463 |
660,432 |
+1,631 |
| Mar12 |
100727 |
98.700 |
98.705 |
98.615 |
98.640 |
-0.050 |
125,597 |
455,881 |
+4,954 |
| Jun12 |
100727 |
98.480 |
98.485 |
98.395 |
98.420 |
-0.045 |
113,084 |
363,208 |
+2,784 |
| Sep12 |
100727 |
98.260 |
98.270 |
98.180 |
98.205 |
-0.045 |
68,594 |
256,897 |
-561 |
| Dec12 |
100727 |
98.035 |
98.035 |
97.955 |
97.975 |
-0.045 |
52,862 |
181,896 |
+78 |
| Mar13 |
100727 |
97.835 |
97.845 |
97.760 |
97.775 |
-0.050 |
46,930 |
202,943 |
+6,152 |
| Jun13 |
100727 |
97.615 |
97.625 |
97.545 |
97.560 |
-0.050 |
41,890 |
130,567 |
-1,248 |
| Sep13 |
100727 |
97.405 |
97.410 |
97.340 |
97.350 |
-0.045 |
13,813 |
89,310 |
-126 |
| Dec13 |
100727 |
97.180 |
97.190 |
97.120 |
97.130 |
-0.045 |
18,781 |
67,965 |
+4,737 |
| Mar14 |
100727 |
96.990 |
97.000 |
96.930 |
96.940 |
-0.045 |
14,692 |
52,203 |
+1,280 |
| Jun14 |
100727 |
96.790 |
96.790 |
96.735 |
96.745 |
-0.040 |
10,924 |
43,384 |
+509 |
| Sep14 |
100727 |
96.610 |
96.610 |
96.550 |
96.560 |
-0.045 |
4,808 |
28,155 |
+370 |
| Dec14 |
100727 |
96.425 |
96.425 |
96.360 |
96.375 |
-0.045 |
4,855 |
47,061 |
-172 |
| Total Volume and Open Interest |
1,587,230 |
7,709,470 |
+30,564 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100727 |
99.817 |
99.817 |
99.815 |
99.817 |
unch |
675 |
53,415 |
-305 |
| Aug10 |
100727 |
99.815 |
99.815 |
99.805 |
99.810 |
-0.005 |
1,081 |
74,048 |
-457 |
| Sep10 |
100727 |
99.815 |
99.820 |
99.805 |
99.810 |
-0.005 |
2,160 |
56,813 |
+63 |
| Oct10 |
100727 |
99.815 |
99.820 |
99.805 |
99.810 |
-0.005 |
1,245 |
64,826 |
+156 |
| Nov10 |
100727 |
99.810 |
99.815 |
99.805 |
99.805 |
-0.005 |
3,151 |
83,660 |
-368 |
| Dec10 |
100727 |
99.810 |
99.815 |
99.800 |
99.805 |
-0.005 |
7,384 |
69,004 |
+775 |
| Total Volume and Open Interest |
37,957 |
632,157 |
+2,814 |
| 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 |
100727 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
989 |
+0 |
| Dec10 |
100727 |
99.688 |
99.688 |
99.688 |
99.688 |
unch |
0 |
542 |
+0 |
| Mar11 |
100727 |
99.700 |
99.700 |
99.700 |
99.700 |
-0.003 |
0 |
367 |
+0 |
| Jun11 |
100727 |
99.698 |
99.698 |
99.698 |
99.698 |
-0.002 |
|
|
|
| Sep11 |
100727 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Dec11 |
100727 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.005 |
|
|
|
| Mar12 |
100727 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.005 |
|
|
|
| Jun12 |
100727 |
99.705 |
99.705 |
99.705 |
99.705 |
-0.005 |
|
|
|
| Sep12 |
100727 |
99.765 |
99.765 |
99.765 |
99.765 |
-0.005 |
|
|
|
| Dec12 |
100727 |
99.460 |
99.460 |
99.460 |
99.460 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,898 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100727 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
3,460 |
+0 |
| Dec10 |
100727 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,522 |
+0 |
| Mar11 |
100727 |
99.70 |
99.70 |
99.70 |
99.70 |
0.00 |
0 |
1,961 |
+0 |
| Jun11 |
100727 |
99.69 |
99.70 |
99.69 |
99.70 |
0.00 |
15 |
1,599 |
+0 |
| Sep11 |
100727 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
108 |
+0 |
| Dec11 |
100727 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
106 |
+0 |
| Mar12 |
100727 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
305 |
+0 |
| Jun12 |
100727 |
99.71 |
99.71 |
99.71 |
99.71 |
0.00 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
15 |
10,127 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100727 |
141.80 |
141.89 |
141.69 |
141.82 |
+0.07 |
1,827 |
21,258 |
-422 |
| Dec10 |
100727 |
141.22 |
141.40 |
141.07 |
141.07 |
+0.07 |
0 |
21 |
+0 |
| Mar11 |
100727 |
138.98 |
138.98 |
138.98 |
138.98 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
1,827 |
21,279 |
-422 |
| Euro-Bund(EUREX) |
| Sep10 |
100727 |
127.82 |
127.84 |
127.37 |
127.69 |
-0.04 |
802,156 |
861,067 |
-12,550 |
| Dec10 |
100727 |
126.10 |
126.33 |
126.09 |
126.28 |
-0.01 |
37 |
2,045 |
+4 |
| Mar11 |
100727 |
126.34 |
126.34 |
126.34 |
126.34 |
-0.04 |
2 |
1 |
+0 |
| Total Volume and Open Interest |
802,195 |
863,113 |
-12,546 |
| Euro-Bobl(EUREX) |
| Sep10 |
100727 |
119.54 |
119.54 |
119.24 |
119.45 |
-0.08 |
470,667 |
660,126 |
-3,419 |
| Dec10 |
100727 |
118.18 |
118.18 |
118.00 |
118.14 |
-0.09 |
201 |
14,067 |
+0 |
| Mar11 |
100727 |
117.45 |
117.45 |
117.45 |
117.45 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
470,868 |
674,193 |
-3,419 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100727 |
99.000 |
99.015 |
99.000 |
99.015 |
unch |
400 |
3,414 |
-178 |
| Dec10 |
100727 |
98.910 |
98.915 |
98.900 |
98.910 |
-0.015 |
538 |
2,490 |
+495 |
| Mar11 |
100727 |
98.805 |
98.815 |
98.800 |
98.810 |
-0.025 |
20 |
1,160 |
+14 |
| Total Volume and Open Interest |
967 |
11,316 |
+333 |
| Long Gilt(LIFFE) |
| Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
| Dec10 |
100727 |
118~19 |
118~19 |
118~11 |
118~12 |
-0~16 |
|
|
|
| Total Volume and Open Interest |
107,129 |
278,259 |
-3,900 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100727 |
99.23 |
99.24 |
99.21 |
99.22 |
unch |
35,880 |
349,536 |
+1,744 |
| Dec10 |
100727 |
99.11 |
99.14 |
99.09 |
99.11 |
+0.01 |
103,921 |
453,740 |
+2,043 |
| Mar11 |
100727 |
98.94 |
98.99 |
98.93 |
98.94 |
-0.01 |
133,634 |
299,106 |
-17,320 |
| Jun11 |
100727 |
98.75 |
98.81 |
98.73 |
98.75 |
-0.02 |
161,076 |
307,152 |
-20,354 |
| Sep11 |
100727 |
98.54 |
98.61 |
98.52 |
98.54 |
-0.02 |
186,506 |
355,828 |
-13,290 |
| Dec11 |
100727 |
98.32 |
98.37 |
98.26 |
98.29 |
-0.03 |
125,021 |
292,081 |
+7,597 |
| Total Volume and Open Interest |
879,905 |
2,517,903 |
-54,094 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100727 |
99.010 |
99.020 |
98.995 |
99.015 |
unch |
122,313 |
608,649 |
+7,292 |
| Dec10 |
100727 |
98.930 |
98.930 |
98.870 |
98.910 |
-0.015 |
152,359 |
492,486 |
-8,462 |
| Mar11 |
100727 |
98.835 |
98.840 |
98.770 |
98.810 |
-0.025 |
133,099 |
481,103 |
-6,256 |
| Total Volume and Open Interest |
1,221,644 |
3,300,801 |
-34,744 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100727 |
95.04 |
95.07 |
95.02 |
95.06 |
+0.01 |
16,499 |
259,062 |
+112 |
| Dec10 |
100727 |
94.97 |
94.98 |
94.93 |
94.96 |
-0.01 |
24,764 |
201,376 |
+5,865 |
| Mar11 |
100727 |
94.93 |
94.94 |
94.88 |
94.92 |
-0.02 |
8,779 |
82,928 |
+1,051 |
| Jun11 |
100727 |
94.88 |
94.90 |
94.84 |
94.87 |
-0.02 |
5,670 |
66,258 |
+1,374 |
| Sep11 |
100727 |
94.85 |
94.87 |
94.82 |
94.85 |
-0.02 |
1,736 |
38,810 |
+1,077 |
| Dec11 |
100727 |
94.80 |
94.84 |
94.80 |
94.81 |
-0.04 |
556 |
28,125 |
+350 |
| Mar12 |
100727 |
94.82 |
94.82 |
94.79 |
94.79 |
-0.04 |
1,436 |
26,536 |
+1,102 |
| Jun12 |
100727 |
94.80 |
94.82 |
94.77 |
94.77 |
-0.05 |
821 |
11,493 |
+457 |
| Sep12 |
100727 |
94.81 |
94.81 |
94.76 |
94.76 |
-0.07 |
49 |
2,458 |
-10 |
| Dec12 |
100727 |
94.76 |
94.76 |
94.74 |
94.74 |
-0.07 |
10 |
1,327 |
-10 |
| Total Volume and Open Interest |
60,320 |
719,331 |
+11,368 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100727 |
94.75 |
94.76 |
94.71 |
94.73 |
-0.03 |
29,715 |
383,507 |
+162 |
| Dec10 |
100727 |
94.72 |
94.72 |
94.72 |
94.72 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
29,715 |
383,507 |
+162 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100727 |
95.21 |
95.22 |
95.16 |
95.20 |
-0.01 |
106,747 |
623,256 |
-6,967 |
| Dec10 |
100727 |
95.15 |
95.15 |
95.15 |
95.15 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
106,747 |
623,256 |
-6,967 |
| Gold(CMX) |
| Aug10 |
100727 |
1182.7 |
1186.5 |
1156.9 |
1158.0 |
-25.1 |
137,637 |
176,066 |
-20,008 |
| Oct10 |
100727 |
1184.1 |
1188.0 |
1158.8 |
1159.9 |
-25.1 |
6,203 |
32,418 |
+271 |
| Dec10 |
100727 |
1185.3 |
1190.2 |
1160.8 |
1161.8 |
-25.2 |
49,804 |
208,237 |
+26,359 |
| Feb11 |
100727 |
1189.5 |
1189.5 |
1163.0 |
1163.3 |
-25.3 |
2,125 |
19,634 |
-73 |
| Apr11 |
100727 |
1190.4 |
1190.4 |
1164.8 |
1164.8 |
-25.3 |
205 |
17,407 |
+87 |
| Jun11 |
100727 |
537.9 |
538.9 |
510.8 |
510.8 |
-25.4 |
1,503 |
16,135 |
+1,027 |
| Aug11 |
100727 |
1175.1 |
1175.1 |
1167.8 |
1167.8 |
-25.6 |
111 |
7,834 |
+91 |
| Oct11 |
100727 |
1169.6 |
1169.7 |
1169.6 |
1169.6 |
-25.7 |
51 |
6,850 |
+51 |
| Dec11 |
100727 |
1197.5 |
1197.6 |
1171.7 |
1171.8 |
-25.8 |
216 |
13,149 |
+134 |
| Feb12 |
100727 |
1174.4 |
1174.4 |
1174.4 |
1174.4 |
-26.0 |
18 |
6,713 |
+10 |
| Apr12 |
100727 |
1177.1 |
1177.1 |
1177.1 |
1177.1 |
-26.4 |
46 |
5,815 |
+20 |
| Jun12 |
100727 |
1180.1 |
1180.1 |
1180.1 |
1180.1 |
-26.6 |
66 |
9,117 |
+2 |
| Total Volume and Open Interest |
199,326 |
560,595 |
+8,218 |
| Silver(CMX) |
| Jul10 |
100727 |
1817.0 |
1821.0 |
1760.0 |
1762.1 |
-57.4 |
228 |
173 |
-110 |
| Sep10 |
100727 |
1817.0 |
1823.5 |
1758.0 |
1762.6 |
-57.4 |
26,282 |
60,407 |
-1,817 |
| Dec10 |
100727 |
1823.0 |
1828.5 |
1765.0 |
1768.2 |
-57.6 |
3,946 |
26,132 |
+114 |
| Mar11 |
100727 |
1828.5 |
1829.0 |
1771.5 |
1772.3 |
-57.8 |
443 |
9,677 |
-186 |
| May11 |
100727 |
1789.5 |
1789.5 |
1774.5 |
1774.7 |
-57.8 |
1 |
7,746 |
+0 |
| Jul11 |
100727 |
1809.5 |
1809.5 |
1775.0 |
1776.7 |
-57.8 |
10 |
3,893 |
+4 |
| Sep11 |
100727 |
1777.5 |
1782.0 |
1776.5 |
1778.7 |
-57.8 |
0 |
486 |
+0 |
| Total Volume and Open Interest |
31,000 |
115,922 |
-1,940 |
| Platinum(NYMEX) |
| Jul10 |
100727 |
1557.4 |
1557.7 |
1531.3 |
1534.5 |
-18.2 |
0 |
42 |
-1 |
| Oct10 |
100727 |
1550.4 |
1565.9 |
1532.5 |
1536.7 |
-19.1 |
4,304 |
27,592 |
+574 |
| Jan11 |
100727 |
1543.2 |
1543.2 |
1540.3 |
1540.8 |
-19.0 |
18 |
956 |
+10 |
| Apr11 |
100727 |
1540.8 |
1540.8 |
1540.8 |
1540.8 |
-19.0 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
4,326 |
28,614 |
+581 |
| Palladium(NYMEX) |
| Sep10 |
100727 |
475.00 |
481.50 |
465.90 |
466.55 |
-8.45 |
1,709 |
18,743 |
+224 |
| Dec10 |
100727 |
478.80 |
480.00 |
467.95 |
467.95 |
-8.40 |
18 |
923 |
+0 |
| Mar11 |
100727 |
468.70 |
468.70 |
468.70 |
468.70 |
-8.40 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
1,729 |
19,710 |
+222 |
| Copper(CMX) |
| Jul10 |
100727 |
322.50 |
323.35 |
318.00 |
320.50 |
-2.00 |
364 |
672 |
-190 |
| Sep10 |
100727 |
322.75 |
323.65 |
317.60 |
320.65 |
-1.65 |
28,498 |
75,014 |
-342 |
| Dec10 |
100727 |
324.70 |
325.60 |
319.70 |
322.70 |
-1.45 |
2,816 |
25,953 |
+448 |
| Mar11 |
100727 |
325.65 |
326.35 |
321.55 |
323.60 |
-1.20 |
881 |
11,331 |
+82 |
| May11 |
100727 |
323.85 |
323.85 |
323.85 |
323.85 |
-1.15 |
69 |
1,364 |
+2 |
| Total Volume and Open Interest |
33,853 |
133,457 |
+370 |
| DJIA Index(CBOT) |
| Sep10 |
100727 |
10451 |
10525 |
10435 |
10494 |
+37 |
1,354 |
8,104 |
+575 |
| Dec10 |
100727 |
10430 |
10430 |
10394 |
10430 |
+36 |
0 |
8 |
+0 |
| Mar11 |
100727 |
10374 |
10374 |
10337 |
10374 |
+37 |
|
|
|
| Jun11 |
100727 |
10314 |
10314 |
10277 |
10314 |
+37 |
|
|
|
| Total Volume and Open Interest |
1,354 |
8,112 |
+575 |
| S & P 500(CME) |
| Sep10 |
100727 |
1109.00 |
1118.00 |
1106.00 |
1110.90 |
+1.40 |
16,449 |
300,069 |
-209 |
| Dec10 |
100727 |
1105.50 |
1111.80 |
1102.50 |
1106.20 |
+1.40 |
448 |
5,751 |
+53 |
| Mar11 |
100727 |
1100.70 |
1107.20 |
1098.20 |
1101.60 |
+1.40 |
0 |
795 |
+0 |
| Jun11 |
100727 |
1096.70 |
1103.20 |
1094.20 |
1097.60 |
+1.40 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
16,897 |
306,667 |
-156 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100727 |
1109.25 |
1118.75 |
1106.00 |
1111.00 |
+1.50 |
2,091,081 |
2,770,900 |
-4,161 |
| Dec10 |
100727 |
1105.00 |
1114.00 |
1101.50 |
1106.25 |
+1.50 |
3,181 |
21,272 |
+759 |
| Total Volume and Open Interest |
2,094,278 |
2,792,360 |
-3,404 |
| NASDAQ 100(CME) |
| Sep10 |
100727 |
1887.00 |
1900.00 |
1878.00 |
1886.50 |
-1.00 |
404 |
13,278 |
+18 |
| Dec10 |
100727 |
1891.00 |
1894.00 |
1880.00 |
1884.50 |
-0.80 |
2 |
12 |
+2 |
| Mar11 |
100727 |
1882.00 |
1882.80 |
1882.00 |
1882.00 |
-0.80 |
|
|
|
| Total Volume and Open Interest |
406 |
13,290 |
+20 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100727 |
1887.50 |
1900.80 |
1878.30 |
1886.50 |
-1.00 |
326,684 |
324,966 |
-191 |
| Dec10 |
100727 |
1885.00 |
1896.30 |
1875.80 |
1884.50 |
-0.80 |
107 |
238 |
+0 |
| Total Volume and Open Interest |
326,791 |
325,206 |
-191 |
| S & P Midcap 400(CME) |
| Sep10 |
100727 |
780.00 |
780.30 |
768.00 |
771.80 |
-3.10 |
8 |
2,526 |
-1 |
| Dec10 |
100727 |
769.80 |
770.40 |
769.80 |
769.80 |
-3.10 |
|
|
|
| Mar11 |
100727 |
767.80 |
768.40 |
767.80 |
767.80 |
-3.10 |
|
|
|
| Total Volume and Open Interest |
8 |
2,526 |
-1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100727 |
9655 |
9655 |
9655 |
9655 |
+100 |
|
|
|
| Dec10 |
100727 |
9505 |
9655 |
9505 |
9655 |
+100 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
9,702 |
30,293 |
-1,526 |
| Nikkei 225(SGX) |
| Sep10 |
100727 |
9470 |
9540 |
9425 |
9515 |
+25 |
108,420 |
174,631 |
-1,717 |
| Dec10 |
100727 |
9470 |
9470 |
9450 |
9465 |
+25 |
127 |
2,436 |
-32 |
| Mar11 |
100727 |
9460 |
9460 |
9460 |
9460 |
+25 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
108,547 |
179,021 |
-1,662 |
| CAC 40(EURONEXT) |
| Aug10 |
100727 |
3637.5 |
3700.0 |
3630.5 |
3667.0 |
+29.5 |
121,658 |
397,144 |
-6,919 |
| Sep10 |
100727 |
3634.5 |
3691.0 |
3630.0 |
3662.0 |
+29.5 |
1,192 |
38,899 |
+631 |
| Oct10 |
100727 |
3665.0 |
3665.0 |
3665.0 |
3665.0 |
+29.5 |
10 |
20 |
+10 |
| Total Volume and Open Interest |
122,870 |
437,321 |
-6,289 |
| Hang Seng Index(HKFE) |
| Jul10 |
100727 |
20906 |
21038 |
20824 |
20964 |
+127 |
67,754 |
70,184 |
-4,650 |
| Aug10 |
100727 |
20856 |
21005 |
20790 |
20931 |
+131 |
4,132 |
17,401 |
+11,690 |
| Sep10 |
100727 |
20902 |
20902 |
20700 |
20842 |
+145 |
1,475 |
5,461 |
+51 |
| Total Volume and Open Interest |
73,541 |
94,131 |
+7,083 |
| DAX(EUREX) |
| Sep10 |
100727 |
6201.5 |
6259.0 |
6187.5 |
6210.5 |
+17.5 |
131,114 |
152,783 |
+3,911 |
| Dec10 |
100727 |
6216.0 |
6266.0 |
6208.0 |
6220.5 |
+17.0 |
584 |
13,479 |
+395 |
| Mar11 |
100727 |
6234.0 |
6281.0 |
6221.5 |
6234.0 |
+17.5 |
9 |
1,677 |
-1 |
| Total Volume and Open Interest |
131,707 |
167,939 |
+4,305 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100727 |
5333.00 |
5381.00 |
5320.00 |
5327.00 |
+15.50 |
94,948 |
646,704 |
-603 |
| Dec10 |
100727 |
5330.00 |
5349.50 |
5305.50 |
5305.50 |
+15.50 |
180 |
6,714 |
-26 |
| Mar11 |
100727 |
5265.00 |
5265.00 |
5265.00 |
5265.00 |
+15.50 |
32 |
961 |
+30 |
| Total Volume and Open Interest |
95,180 |
654,564 |
-589 |
| SPI 200(SFE) |
| Sep10 |
100727 |
4473.0 |
4505.0 |
4462.0 |
4471.0 |
-5.0 |
26,145 |
225,235 |
+2,814 |
| Dec10 |
100727 |
4504.0 |
4505.0 |
4495.0 |
4495.0 |
-3.0 |
140 |
3,454 |
+44 |
| Mar11 |
100727 |
4484.0 |
4484.0 |
4484.0 |
4484.0 |
-5.0 |
367 |
1,353 |
+216 |
| Total Volume and Open Interest |
26,832 |
231,214 |
+3,171 |
| GSCI(CME) |
| Aug10 |
100727 |
512.50 |
519.50 |
507.00 |
509.00 |
-7.00 |
96 |
16,066 |
-26 |
| Sep10 |
100727 |
515.50 |
521.00 |
510.00 |
512.00 |
-6.00 |
2 |
2 |
+0 |
| Oct10 |
100727 |
515.00 |
525.00 |
513.00 |
515.00 |
-6.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
100 |
16,068 |
-26 |
| 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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