|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu July 29, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100729 |
1012.50 |
1028.50 |
1011.50 |
1026.75 |
+16.25 |
24,867 |
27,473 |
-8,552 |
| Sep10 |
100729 |
984.75 |
995.75 |
984.75 |
992.75 |
+7.75 |
11,727 |
25,235 |
+130 |
| Nov10 |
100729 |
979.00 |
990.25 |
978.50 |
988.00 |
+10.00 |
50,272 |
295,918 |
+1,715 |
| Jan11 |
100729 |
987.00 |
997.75 |
987.00 |
995.50 |
+8.75 |
4,922 |
52,524 |
+782 |
| Mar11 |
100729 |
991.50 |
1001.25 |
991.50 |
998.25 |
+7.50 |
2,517 |
18,442 |
+83 |
| May11 |
100729 |
994.00 |
1002.50 |
994.00 |
999.25 |
+6.50 |
2,479 |
18,656 |
+510 |
| Jul11 |
100729 |
1001.00 |
1009.50 |
1001.00 |
1006.00 |
+6.25 |
2,448 |
19,530 |
+459 |
| Total Volume and Open Interest |
100,778 |
478,169 |
-4,887 |
| Soybean Meal(CBOT) |
| Aug10 |
100729 |
301.90 |
306.00 |
301.70 |
305.40 |
+3.70 |
16,454 |
16,678 |
-3,979 |
| Sep10 |
100729 |
291.00 |
295.30 |
290.80 |
293.30 |
+2.30 |
14,663 |
33,734 |
-1,001 |
| Oct10 |
100729 |
284.50 |
288.60 |
284.50 |
287.30 |
+2.80 |
2,448 |
16,042 |
+375 |
| Dec10 |
100729 |
284.10 |
288.10 |
281.20 |
286.90 |
+2.70 |
18,048 |
98,225 |
-118 |
| Jan11 |
100729 |
285.40 |
286.60 |
283.40 |
285.90 |
+2.50 |
391 |
7,262 |
+41 |
| Mar11 |
100729 |
284.60 |
287.60 |
284.60 |
285.60 |
+1.40 |
577 |
7,415 |
-11 |
| May11 |
100729 |
285.10 |
287.20 |
284.20 |
284.80 |
+0.60 |
261 |
6,069 |
+16 |
| Jul11 |
100729 |
288.40 |
288.40 |
285.80 |
286.10 |
+0.20 |
532 |
5,414 |
-10 |
| Total Volume and Open Interest |
53,460 |
195,151 |
-4,692 |
| Soybean Oil(CBOT) |
| Aug10 |
100729 |
38.87 |
39.33 |
38.68 |
39.27 |
+0.43 |
26,997 |
19,158 |
-5,851 |
| Sep10 |
100729 |
39.00 |
39.50 |
38.85 |
39.41 |
+0.41 |
24,714 |
60,502 |
-878 |
| Oct10 |
100729 |
39.15 |
39.65 |
39.08 |
39.59 |
+0.41 |
6,954 |
18,313 |
-1,035 |
| Dec10 |
100729 |
39.57 |
40.09 |
39.49 |
40.00 |
+0.43 |
37,091 |
148,947 |
+316 |
| Jan11 |
100729 |
39.85 |
40.27 |
39.75 |
40.25 |
+0.43 |
363 |
12,769 |
+26 |
| Mar11 |
100729 |
40.05 |
40.47 |
39.99 |
40.46 |
+0.44 |
522 |
6,544 |
+69 |
| May11 |
100729 |
40.21 |
40.69 |
40.21 |
40.68 |
+0.43 |
333 |
5,771 |
+9 |
| Jul11 |
100729 |
40.75 |
40.93 |
40.65 |
40.93 |
+0.43 |
131 |
4,226 |
+10 |
| Total Volume and Open Interest |
97,176 |
280,340 |
-7,347 |
| Canola(WCE) |
| Nov10 |
100729 |
452.0 |
457.7 |
450.5 |
455.8 |
+4.7 |
7,580 |
134,413 |
+175 |
| Jan11 |
100729 |
456.2 |
459.7 |
454.9 |
457.3 |
+3.9 |
583 |
11,152 |
+138 |
| Mar11 |
100729 |
454.7 |
458.1 |
454.4 |
455.7 |
+3.9 |
34 |
5,757 |
+9 |
| May11 |
100729 |
453.8 |
455.1 |
453.8 |
454.6 |
+3.4 |
63 |
1,912 |
-21 |
| Jul11 |
100729 |
453.1 |
455.1 |
449.5 |
452.1 |
+4.0 |
44 |
2,968 |
+21 |
| Total Volume and Open Interest |
8,370 |
157,775 |
+326 |
| Corn(CBOT) |
| Sep10 |
100729 |
376.00 |
385.50 |
375.50 |
379.25 |
+3.00 |
48,460 |
381,417 |
-9,090 |
| Dec10 |
100729 |
390.25 |
399.50 |
390.00 |
393.75 |
+3.00 |
84,280 |
549,707 |
+6,023 |
| Mar11 |
100729 |
403.50 |
411.75 |
402.75 |
406.50 |
+3.00 |
13,896 |
97,930 |
+2,566 |
| May11 |
100729 |
411.00 |
419.25 |
410.50 |
414.00 |
+2.50 |
2,374 |
19,236 |
+219 |
| Jul11 |
100729 |
418.25 |
426.25 |
417.75 |
420.75 |
+2.25 |
8,054 |
60,581 |
+1,558 |
| Sep11 |
100729 |
420.75 |
427.00 |
420.00 |
424.25 |
+0.50 |
444 |
5,961 |
-72 |
| Total Volume and Open Interest |
166,004 |
1,218,788 |
+1,536 |
| Wheat(CBOT) |
| Sep10 |
100729 |
615.25 |
632.00 |
613.00 |
627.50 |
+12.00 |
52,862 |
183,573 |
-5,944 |
| Dec10 |
100729 |
647.00 |
664.50 |
644.25 |
659.50 |
+12.50 |
29,419 |
148,024 |
+3,430 |
| Mar11 |
100729 |
670.00 |
689.50 |
668.25 |
683.00 |
+12.25 |
9,430 |
42,365 |
+1,386 |
| May11 |
100729 |
674.50 |
690.00 |
674.50 |
688.25 |
+11.75 |
1,987 |
22,012 |
+576 |
| Jul11 |
100729 |
677.25 |
692.50 |
676.00 |
688.75 |
+10.25 |
5,677 |
69,720 |
+416 |
| Total Volume and Open Interest |
102,234 |
496,806 |
+666 |
| Wheat(KCBT) |
| Sep10 |
100729 |
630.75 |
650.25 |
629.50 |
646.25 |
+15.50 |
10,253 |
54,440 |
-828 |
| Dec10 |
100729 |
647.00 |
667.00 |
646.25 |
663.25 |
+15.50 |
5,662 |
66,877 |
+982 |
| Mar11 |
100729 |
662.00 |
681.50 |
662.00 |
678.00 |
+15.00 |
3,295 |
27,289 |
+239 |
| May11 |
100729 |
669.50 |
686.25 |
669.50 |
683.50 |
+14.00 |
729 |
6,290 |
-371 |
| Jul11 |
100729 |
674.50 |
691.75 |
674.50 |
688.50 |
+12.25 |
3,566 |
31,440 |
+1,266 |
| Total Volume and Open Interest |
23,694 |
191,760 |
+1,377 |
| Wheat(MGE) |
| Sep10 |
100729 |
641.75 |
663.25 |
641.00 |
658.25 |
+15.25 |
2,247 |
16,862 |
+37 |
| Dec10 |
100729 |
655.00 |
677.25 |
655.00 |
673.25 |
+14.50 |
703 |
17,752 |
+84 |
| Mar11 |
100729 |
672.00 |
691.00 |
672.00 |
690.00 |
+16.00 |
642 |
8,924 |
+161 |
| May11 |
100729 |
694.50 |
697.50 |
690.00 |
695.50 |
+14.00 |
136 |
2,517 |
+47 |
| Jul11 |
100729 |
686.00 |
702.75 |
685.00 |
700.00 |
+12.75 |
418 |
6,862 |
+7 |
| Total Volume and Open Interest |
4,418 |
56,619 |
+468 |
| Oats(CBOT) |
| Sep10 |
100729 |
259.00 |
262.00 |
255.00 |
261.50 |
+4.50 |
277 |
3,210 |
-48 |
| Dec10 |
100729 |
269.00 |
274.50 |
267.50 |
274.50 |
+5.25 |
330 |
6,820 |
+103 |
| Mar11 |
100729 |
281.50 |
281.50 |
276.25 |
281.50 |
+5.25 |
3 |
184 |
+0 |
| May11 |
100729 |
288.50 |
288.50 |
283.25 |
288.50 |
+5.25 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
610 |
10,224 |
+55 |
| Rough Rice(CBOT) |
| Sep10 |
100729 |
10.14 |
10.19 |
10.06 |
10.14 |
-0.01 |
1,326 |
7,083 |
-447 |
| Nov10 |
100729 |
10.35 |
10.45 |
10.31 |
10.40 |
+0.01 |
1,280 |
5,690 |
+440 |
| Jan11 |
100729 |
10.64 |
10.66 |
10.62 |
10.65 |
+0.01 |
216 |
863 |
+131 |
| Mar11 |
100729 |
10.92 |
10.92 |
10.92 |
10.92 |
unch |
63 |
726 |
+53 |
| Total Volume and Open Interest |
2,981 |
15,866 |
+263 |
| Live Cattle(CME) |
| Aug10 |
100729 |
92.850 |
93.250 |
91.800 |
91.850 |
-0.935 |
6,441 |
43,726 |
-1,383 |
| Oct10 |
100729 |
94.180 |
94.900 |
93.250 |
93.480 |
-0.720 |
13,055 |
152,287 |
+2,387 |
| Dec10 |
100729 |
95.785 |
96.500 |
95.200 |
95.350 |
-0.535 |
4,992 |
70,829 |
-619 |
| Feb11 |
100729 |
96.950 |
97.650 |
96.500 |
96.730 |
-0.405 |
2,158 |
32,333 |
+200 |
| Apr11 |
100729 |
99.050 |
99.535 |
98.400 |
98.830 |
-0.270 |
989 |
19,083 |
+257 |
| Jun11 |
100729 |
95.800 |
96.000 |
95.000 |
95.500 |
-0.200 |
673 |
7,862 |
+396 |
| Total Volume and Open Interest |
28,512 |
329,910 |
+1,307 |
| Feeder Cattle(CME) |
| Aug10 |
100729 |
114.230 |
114.680 |
113.350 |
113.730 |
-0.805 |
1,460 |
11,277 |
-690 |
| Sep10 |
100729 |
114.730 |
115.400 |
114.100 |
114.285 |
-0.565 |
1,356 |
12,206 |
+181 |
| Oct10 |
100729 |
114.800 |
115.600 |
114.300 |
114.700 |
-0.630 |
881 |
8,807 |
+405 |
| Nov10 |
100729 |
114.500 |
115.050 |
113.980 |
114.350 |
-0.650 |
211 |
3,220 |
+93 |
| Jan11 |
100729 |
113.080 |
113.550 |
112.200 |
112.900 |
-0.430 |
201 |
1,280 |
+93 |
| Mar11 |
100729 |
112.230 |
112.300 |
111.000 |
111.800 |
-0.300 |
43 |
364 |
+29 |
| Apr11 |
100729 |
111.500 |
112.100 |
111.500 |
112.100 |
unch |
2 |
29 |
+2 |
| Total Volume and Open Interest |
4,161 |
37,257 |
+126 |
| Lean Hogs(CME) |
| Aug10 |
100729 |
83.480 |
84.930 |
83.480 |
84.850 |
+1.465 |
6,692 |
21,440 |
-1,975 |
| Oct10 |
100729 |
77.285 |
78.400 |
77.080 |
78.080 |
+1.130 |
11,277 |
85,313 |
+767 |
| Dec10 |
100729 |
74.580 |
75.330 |
74.500 |
74.930 |
+0.430 |
4,607 |
48,057 |
+923 |
| Feb11 |
100729 |
75.785 |
76.450 |
75.680 |
76.035 |
+0.250 |
1,873 |
18,958 |
+540 |
| Apr11 |
100729 |
76.500 |
77.150 |
76.475 |
76.600 |
+0.300 |
491 |
16,673 |
+77 |
| May11 |
100729 |
80.000 |
80.100 |
79.500 |
79.900 |
+0.550 |
5 |
526 |
+2 |
| Jun11 |
100729 |
82.400 |
82.730 |
82.100 |
82.650 |
+0.050 |
896 |
8,249 |
+179 |
| Jul11 |
100729 |
80.850 |
81.000 |
80.535 |
80.850 |
unch |
30 |
1,951 |
+8 |
| Total Volume and Open Interest |
25,904 |
202,084 |
+541 |
| Pork Bellies(CME) |
| Aug10 |
100729 |
105.500 |
105.500 |
103.500 |
103.500 |
+0.750 |
3 |
20 |
-2 |
| Feb11 |
100729 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
7 |
+0 |
| Mar11 |
100729 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100729 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Jul11 |
100729 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
|
|
|
| Total Volume and Open Interest |
3 |
28 |
-11 |
| Class III Milk(CME) |
| Jul10 |
100729 |
13.72 |
13.75 |
13.71 |
13.74 |
-0.01 |
13 |
4,243 |
-3 |
| Aug10 |
100729 |
14.84 |
14.95 |
14.84 |
14.92 |
+0.03 |
146 |
4,926 |
-96 |
| Sep10 |
100729 |
15.27 |
15.39 |
15.27 |
15.37 |
+0.07 |
325 |
4,916 |
+16 |
| Oct10 |
100729 |
15.04 |
15.05 |
14.99 |
14.99 |
-0.02 |
100 |
4,079 |
+37 |
| Nov10 |
100729 |
14.71 |
14.80 |
14.71 |
14.75 |
+0.02 |
110 |
3,790 |
+62 |
| Total Volume and Open Interest |
910 |
28,945 |
+137 |
| Cocoa(ICE) |
| Sep10 |
100729 |
3011 |
3064 |
2996 |
3046 |
+36 |
5,535 |
54,250 |
-965 |
| Dec10 |
100729 |
3040 |
3085 |
3022 |
3071 |
+37 |
2,505 |
29,849 |
+734 |
| Mar11 |
100729 |
3063 |
3103 |
3052 |
3090 |
+31 |
546 |
20,331 |
+2 |
| May11 |
100729 |
3082 |
3118 |
3080 |
3106 |
+28 |
173 |
8,051 |
-117 |
| Jul11 |
100729 |
3094 |
3130 |
3094 |
3119 |
+27 |
118 |
4,430 |
+33 |
| Sep11 |
100729 |
3114 |
3125 |
3114 |
3125 |
+27 |
153 |
1,851 |
+52 |
| Dec11 |
100729 |
3125 |
3133 |
3125 |
3133 |
+28 |
215 |
3,489 |
+25 |
| Total Volume and Open Interest |
9,247 |
125,385 |
-235 |
| Coffee "C"(ICE) |
| Sep10 |
100729 |
167.40 |
174.60 |
166.45 |
173.05 |
+5.65 |
6,993 |
85,628 |
-816 |
| Dec10 |
100729 |
168.00 |
175.40 |
167.40 |
173.75 |
+5.40 |
3,797 |
46,593 |
-302 |
| Mar11 |
100729 |
168.05 |
175.00 |
167.60 |
173.50 |
+5.25 |
1,184 |
22,238 |
+706 |
| May11 |
100729 |
168.50 |
174.25 |
167.00 |
172.85 |
+4.95 |
39 |
6,967 |
-1 |
| Jul11 |
100729 |
168.20 |
173.90 |
168.20 |
172.50 |
+4.90 |
30 |
3,184 |
-3 |
| Sep11 |
100729 |
168.20 |
173.45 |
168.20 |
172.25 |
+4.85 |
109 |
1,438 |
+10 |
| Total Volume and Open Interest |
12,152 |
166,376 |
-406 |
| Orange Juice(ICE) |
| Sep10 |
100729 |
145.05 |
147.45 |
144.75 |
146.20 |
+0.70 |
1,524 |
19,544 |
+467 |
| Nov10 |
100729 |
146.40 |
148.70 |
146.25 |
147.75 |
+0.75 |
325 |
4,339 |
-41 |
| Jan11 |
100729 |
147.60 |
149.75 |
147.60 |
148.95 |
+0.75 |
90 |
1,715 |
-34 |
| Mar11 |
100729 |
149.00 |
151.15 |
149.00 |
150.40 |
+0.90 |
49 |
232 |
+5 |
| May11 |
100729 |
150.80 |
150.80 |
150.80 |
150.80 |
+0.30 |
56 |
166 |
+2 |
| Jul11 |
100729 |
153.40 |
153.40 |
153.40 |
153.40 |
+0.45 |
62 |
199 |
+0 |
| Total Volume and Open Interest |
2,106 |
26,200 |
+399 |
| Sugar #11(ICE) |
| Oct10 |
100729 |
18.99 |
19.67 |
18.95 |
19.50 |
+0.63 |
57,873 |
254,533 |
-122 |
| Mar11 |
100729 |
18.32 |
18.68 |
18.30 |
18.51 |
+0.20 |
40,775 |
149,362 |
-1,148 |
| May11 |
100729 |
17.57 |
17.79 |
17.53 |
17.58 |
+0.04 |
16,100 |
33,592 |
+2,630 |
| Jul11 |
100729 |
16.85 |
17.06 |
16.78 |
16.83 |
-0.04 |
11,125 |
70,370 |
-140 |
| Oct11 |
100729 |
16.74 |
16.88 |
16.60 |
16.64 |
-0.08 |
2,397 |
30,346 |
-252 |
| Total Volume and Open Interest |
130,182 |
600,855 |
+1,171 |
| London Cocoa(LCE) |
| Sep10 |
100729 |
2274 |
2289 |
2250 |
2286 |
+15 |
5,318 |
66,924 |
-745 |
| Dec10 |
100729 |
2177 |
2197 |
2157 |
2197 |
+25 |
5,323 |
39,262 |
+1,410 |
| Mar11 |
100729 |
2150 |
2179 |
2132 |
2179 |
+31 |
2,203 |
32,721 |
-160 |
| May11 |
100729 |
2154 |
2185 |
2154 |
2185 |
+32 |
143 |
12,398 |
+31 |
| Jul11 |
100729 |
2159 |
2190 |
2159 |
2190 |
+32 |
57 |
3,634 |
+39 |
| Sep11 |
100729 |
2178 |
2189 |
2177 |
2189 |
+29 |
7 |
2,508 |
+0 |
| Dec11 |
100729 |
2166 |
2188 |
2166 |
2188 |
+29 |
0 |
4,063 |
+0 |
| Total Volume and Open Interest |
13,051 |
165,290 |
+575 |
| London Sugar(LCE) |
| Oct10 |
100729 |
574.80 |
581.00 |
574.80 |
577.30 |
+6.80 |
2,361 |
32,630 |
-828 |
| Dec10 |
100729 |
528.30 |
532.40 |
527.10 |
527.80 |
+1.30 |
1,161 |
11,369 |
+143 |
| Mar11 |
100729 |
513.00 |
518.00 |
513.00 |
513.90 |
+2.90 |
888 |
9,440 |
-263 |
| May11 |
100729 |
493.70 |
496.40 |
491.80 |
492.30 |
-0.40 |
94 |
3,465 |
+53 |
| Aug11 |
100729 |
473.10 |
475.00 |
470.60 |
471.90 |
+0.60 |
29 |
2,827 |
+22 |
| Total Volume and Open Interest |
4,733 |
60,201 |
-673 |
| Cotton(ICE) |
| Oct10 |
100729 |
81.00 |
81.11 |
80.60 |
80.68 |
+0.11 |
50 |
1,086 |
-36 |
| Dec10 |
100729 |
76.31 |
77.44 |
76.25 |
76.91 |
+0.60 |
11,979 |
113,079 |
-1,209 |
| Mar11 |
100729 |
74.60 |
75.80 |
74.60 |
75.21 |
+0.59 |
5,637 |
37,801 |
+124 |
| May11 |
100729 |
75.72 |
76.28 |
75.60 |
75.80 |
+0.49 |
463 |
1,419 |
+40 |
| Jul11 |
100729 |
77.05 |
77.34 |
76.50 |
76.62 |
+0.45 |
469 |
8,819 |
+381 |
| Oct11 |
100729 |
73.09 |
73.09 |
73.09 |
73.09 |
+0.43 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
18,673 |
164,498 |
-670 |
| Lumber(CME) |
| Sep10 |
100729 |
201.0 |
207.2 |
201.0 |
201.5 |
+0.9 |
453 |
5,889 |
+28 |
| Nov10 |
100729 |
207.6 |
212.9 |
207.2 |
209.6 |
+1.6 |
209 |
2,563 |
+0 |
| Jan11 |
100729 |
225.9 |
229.8 |
224.6 |
226.8 |
-0.7 |
32 |
212 |
+7 |
| Mar11 |
100729 |
236.0 |
236.0 |
236.0 |
236.0 |
unch |
1 |
14 |
+1 |
| Total Volume and Open Interest |
695 |
8,681 |
+36 |
| Crude Oil(NYM) |
| Sep10 |
100729 |
76.89 |
78.89 |
76.45 |
78.36 |
+1.37 |
377,844 |
356,964 |
-3,975 |
| Oct10 |
100729 |
77.31 |
79.32 |
76.90 |
78.83 |
+1.39 |
64,388 |
94,034 |
+2,532 |
| Nov10 |
100729 |
77.85 |
79.87 |
77.47 |
79.43 |
+1.40 |
19,590 |
67,647 |
+3,061 |
| Dec10 |
100729 |
78.49 |
80.41 |
78.00 |
79.99 |
+1.40 |
49,771 |
200,134 |
-3,741 |
| Jan11 |
100729 |
79.20 |
80.78 |
78.60 |
80.53 |
+1.40 |
7,618 |
44,602 |
-540 |
| Feb11 |
100729 |
79.77 |
81.27 |
79.18 |
81.04 |
+1.41 |
4,841 |
17,756 |
-78 |
| Mar11 |
100729 |
80.17 |
81.60 |
79.90 |
81.52 |
+1.42 |
2,458 |
23,909 |
+682 |
| Apr11 |
100729 |
81.62 |
81.99 |
81.62 |
81.97 |
+1.44 |
800 |
11,649 |
-65 |
| May11 |
100729 |
82.40 |
82.40 |
82.40 |
82.40 |
+1.46 |
679 |
8,237 |
+40 |
| Jun11 |
100729 |
81.32 |
83.07 |
81.15 |
82.81 |
+1.49 |
5,113 |
47,162 |
+59 |
| Jul11 |
100729 |
83.01 |
83.18 |
83.00 |
83.18 |
+1.49 |
465 |
25,324 |
-119 |
| Aug11 |
100729 |
83.16 |
83.40 |
83.16 |
83.40 |
+1.49 |
275 |
7,657 |
-40 |
| Sep11 |
100729 |
83.57 |
83.57 |
83.57 |
83.57 |
+1.48 |
135 |
7,812 |
-5 |
| Oct11 |
100729 |
83.72 |
83.72 |
83.72 |
83.72 |
+1.48 |
595 |
4,838 |
-124 |
| Nov11 |
100729 |
83.87 |
83.87 |
83.87 |
83.87 |
+1.48 |
238 |
10,306 |
+110 |
| Dec11 |
100729 |
82.75 |
84.27 |
81.91 |
84.03 |
+1.48 |
12,083 |
100,705 |
+2,239 |
| Total Volume and Open Interest |
550,774 |
1,240,029 |
+820 |
| 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 |
100729 |
76.925 |
78.900 |
76.425 |
78.350 |
+1.350 |
12,629 |
3,819 |
+1,746 |
| Oct10 |
100729 |
77.300 |
79.275 |
77.150 |
78.825 |
+1.375 |
323 |
881 |
+111 |
| Nov10 |
100729 |
77.975 |
79.625 |
77.575 |
79.425 |
+1.400 |
72 |
135 |
+10 |
| Dec10 |
100729 |
78.400 |
80.200 |
78.400 |
80.000 |
+1.400 |
12 |
123 |
+2 |
| Jan11 |
100729 |
80.525 |
80.525 |
80.525 |
80.525 |
+1.400 |
0 |
8 |
+0 |
| Feb11 |
100729 |
81.050 |
81.050 |
81.050 |
81.050 |
+1.425 |
|
|
|
| Mar11 |
100729 |
81.525 |
81.525 |
81.525 |
81.525 |
+1.425 |
|
|
|
| Apr11 |
100729 |
81.975 |
81.975 |
81.975 |
81.975 |
+1.450 |
|
|
|
| Total Volume and Open Interest |
13,036 |
5,024 |
+614 |
| Heating Oil(NYM) |
| Aug10 |
100729 |
199.30 |
205.37 |
198.75 |
203.72 |
+4.08 |
31,947 |
19,590 |
-9,174 |
| Sep10 |
100729 |
202.40 |
208.48 |
201.61 |
206.96 |
+4.36 |
48,397 |
76,983 |
+3,299 |
| Oct10 |
100729 |
205.63 |
211.15 |
204.53 |
209.70 |
+4.24 |
8,945 |
33,723 |
+877 |
| Nov10 |
100729 |
208.85 |
213.87 |
207.70 |
212.49 |
+4.14 |
4,228 |
27,637 |
+1,524 |
| Dec10 |
100729 |
211.36 |
216.48 |
210.33 |
215.13 |
+4.03 |
8,159 |
34,668 |
-410 |
| Jan11 |
100729 |
213.92 |
219.22 |
213.91 |
217.76 |
+3.96 |
2,854 |
25,569 |
-338 |
| Feb11 |
100729 |
216.24 |
219.85 |
216.24 |
219.69 |
+3.96 |
503 |
11,552 |
+79 |
| Mar11 |
100729 |
220.45 |
220.61 |
220.14 |
220.61 |
+3.94 |
691 |
10,369 |
+30 |
| Apr11 |
100729 |
217.00 |
220.56 |
217.00 |
220.56 |
+3.90 |
568 |
6,328 |
+17 |
| May11 |
100729 |
220.26 |
220.65 |
220.26 |
220.65 |
+3.87 |
361 |
6,554 |
-18 |
| Jun11 |
100729 |
217.43 |
221.30 |
217.43 |
221.06 |
+3.83 |
1,412 |
19,803 |
-156 |
| Jul11 |
100729 |
222.51 |
222.51 |
222.51 |
222.51 |
+3.80 |
191 |
2,145 |
+76 |
| Total Volume and Open Interest |
109,182 |
294,935 |
-4,200 |
| Gasoline(NYMEX) |
| Aug10 |
100729 |
205.91 |
211.25 |
205.12 |
209.74 |
+3.40 |
29,851 |
21,519 |
-7,884 |
| Sep10 |
100729 |
206.18 |
211.64 |
204.90 |
210.10 |
+3.63 |
55,464 |
98,040 |
-257 |
| Oct10 |
100729 |
196.45 |
201.65 |
195.21 |
200.29 |
+3.48 |
19,316 |
37,527 |
+933 |
| Nov10 |
100729 |
195.95 |
200.00 |
194.38 |
199.25 |
+3.36 |
8,433 |
33,868 |
+1,822 |
| Dec10 |
100729 |
196.30 |
200.77 |
194.61 |
199.64 |
+3.34 |
7,267 |
20,453 |
+958 |
| Jan11 |
100729 |
198.42 |
202.40 |
197.83 |
201.55 |
+3.33 |
2,437 |
9,939 |
+120 |
| Feb11 |
100729 |
200.44 |
204.60 |
200.44 |
203.74 |
+3.29 |
809 |
3,770 |
+0 |
| Mar11 |
100729 |
202.88 |
207.00 |
202.84 |
206.12 |
+3.24 |
601 |
3,296 |
+18 |
| Apr11 |
100729 |
218.30 |
219.10 |
216.20 |
218.37 |
+3.31 |
672 |
5,667 |
-2 |
| May11 |
100729 |
217.53 |
219.37 |
217.53 |
219.37 |
+3.36 |
35 |
3,627 |
+1 |
| Total Volume and Open Interest |
125,123 |
249,133 |
-4,222 |
| e-miNY RBOB Gasoline(NYM) |
| Aug10 |
100729 |
209.70 |
209.74 |
209.70 |
209.70 |
+3.40 |
0 |
1 |
+0 |
| Sep10 |
100729 |
210.10 |
210.10 |
210.10 |
210.10 |
+3.60 |
0 |
1 |
+0 |
| Oct10 |
100729 |
200.30 |
200.30 |
200.29 |
200.30 |
+3.50 |
0 |
1 |
+0 |
| Nov10 |
100729 |
199.30 |
199.30 |
199.25 |
199.30 |
+3.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
10 |
+0 |
| Natural Gas(NYM) |
| Sep10 |
100729 |
4.685 |
4.870 |
4.678 |
4.827 |
+0.109 |
75,603 |
191,806 |
-357 |
| Oct10 |
100729 |
4.718 |
4.892 |
4.716 |
4.848 |
+0.105 |
28,718 |
97,823 |
+123 |
| Nov10 |
100729 |
4.888 |
5.040 |
4.888 |
5.009 |
+0.092 |
15,329 |
67,153 |
+1,964 |
| Dec10 |
100729 |
5.134 |
5.211 |
5.110 |
5.205 |
+0.071 |
9,241 |
40,413 |
-311 |
| Jan11 |
100729 |
5.277 |
5.378 |
5.258 |
5.335 |
+0.053 |
9,985 |
67,082 |
-444 |
| Feb11 |
100729 |
5.273 |
5.332 |
5.236 |
5.303 |
+0.050 |
905 |
18,275 |
+77 |
| Mar11 |
100729 |
5.152 |
5.240 |
5.135 |
5.196 |
+0.039 |
2,688 |
50,753 |
-443 |
| Apr11 |
100729 |
4.950 |
5.007 |
4.945 |
4.988 |
+0.019 |
2,199 |
45,108 |
-9 |
| May11 |
100729 |
5.010 |
5.015 |
4.964 |
5.000 |
+0.017 |
591 |
21,092 |
-1 |
| Jun11 |
100729 |
5.019 |
5.051 |
4.990 |
5.030 |
+0.011 |
358 |
7,853 |
-62 |
| Jul11 |
100729 |
5.052 |
5.101 |
5.042 |
5.076 |
+0.007 |
403 |
6,900 |
-35 |
| Aug11 |
100729 |
5.122 |
5.129 |
5.088 |
5.116 |
+0.004 |
367 |
6,820 |
+42 |
| Sep11 |
100729 |
5.150 |
5.150 |
5.100 |
5.136 |
+0.002 |
267 |
5,853 |
+164 |
| Oct11 |
100729 |
5.218 |
5.230 |
5.182 |
5.213 |
+0.001 |
741 |
19,862 |
+18 |
| Nov11 |
100729 |
5.415 |
5.415 |
5.395 |
5.401 |
-0.014 |
46 |
5,646 |
-54 |
| Dec11 |
100729 |
5.641 |
5.641 |
5.600 |
5.624 |
-0.024 |
148 |
11,821 |
+42 |
| Total Volume and Open Interest |
214,169 |
764,029 |
-9,917 |
| Brent Crude Oil(ICE) |
| Sep10 |
100729 |
75.98 |
78.16 |
75.60 |
77.59 |
+1.53 |
160,400 |
196,588 |
-3,682 |
| Oct10 |
100729 |
76.40 |
78.42 |
75.93 |
77.89 |
+1.39 |
52,845 |
156,661 |
+1,402 |
| Nov10 |
100729 |
76.93 |
78.92 |
76.51 |
78.44 |
+1.31 |
19,437 |
47,717 |
+1,851 |
| Dec10 |
100729 |
77.70 |
79.47 |
77.14 |
79.03 |
+1.26 |
30,370 |
121,769 |
+910 |
| Jan11 |
100729 |
78.01 |
79.64 |
77.85 |
79.57 |
+1.24 |
4,004 |
27,135 |
-683 |
| Feb11 |
100729 |
78.84 |
80.18 |
78.37 |
80.12 |
+1.23 |
2,087 |
17,949 |
+80 |
| Mar11 |
100729 |
79.41 |
80.73 |
78.90 |
80.67 |
+1.22 |
2,353 |
13,425 |
+112 |
| Apr11 |
100729 |
79.95 |
81.25 |
79.41 |
81.20 |
+1.22 |
1,216 |
11,875 |
+184 |
| May11 |
100729 |
80.44 |
81.72 |
79.87 |
81.68 |
+1.23 |
442 |
16,322 |
+77 |
| Jun11 |
100729 |
80.89 |
82.47 |
80.30 |
82.11 |
+1.22 |
1,143 |
23,897 |
+116 |
| Jul11 |
100729 |
82.56 |
82.56 |
82.15 |
82.52 |
+1.23 |
82 |
8,515 |
-7 |
| Aug11 |
100729 |
82.84 |
82.84 |
82.84 |
82.84 |
+1.23 |
99 |
3,860 |
+9 |
| Sep11 |
100729 |
83.08 |
83.08 |
83.08 |
83.08 |
+1.22 |
54 |
5,072 |
+9 |
| Oct11 |
100729 |
83.28 |
83.28 |
83.28 |
83.28 |
+1.22 |
45 |
3,564 |
-63 |
| Total Volume and Open Interest |
280,934 |
780,581 |
+550 |
| Gas Oil(ICE) |
| Aug10 |
100729 |
639.75 |
656.50 |
636.75 |
650.50 |
+12.00 |
42,447 |
101,128 |
-253 |
| Sep10 |
100729 |
646.00 |
662.50 |
642.50 |
656.75 |
+12.25 |
58,016 |
103,798 |
+2,420 |
| Oct10 |
100729 |
651.25 |
668.25 |
649.00 |
662.50 |
+12.25 |
13,620 |
56,338 |
-280 |
| Nov10 |
100729 |
658.25 |
670.00 |
656.25 |
667.00 |
+12.00 |
5,906 |
34,695 |
+478 |
| Dec10 |
100729 |
660.25 |
676.75 |
658.25 |
671.00 |
+11.75 |
18,100 |
90,385 |
+1,096 |
| Jan11 |
100729 |
666.00 |
681.00 |
666.00 |
675.75 |
+11.50 |
1,691 |
39,037 |
+142 |
| Feb11 |
100729 |
680.50 |
682.75 |
680.50 |
680.50 |
+11.50 |
697 |
22,329 |
+251 |
| Mar11 |
100729 |
677.25 |
686.75 |
677.25 |
684.50 |
+11.50 |
436 |
14,609 |
+23 |
| Apr11 |
100729 |
677.00 |
689.75 |
676.75 |
688.00 |
+11.50 |
868 |
14,106 |
-210 |
| May11 |
100729 |
693.25 |
693.25 |
691.00 |
691.00 |
+11.50 |
1,114 |
15,984 |
+224 |
| Total Volume and Open Interest |
150,632 |
620,746 |
+5,024 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100729 |
1.665 |
1.668 |
1.657 |
1.666 |
+0.025 |
177 |
205 |
-151 |
| Sep10 |
100729 |
1.632 |
1.642 |
1.630 |
1.635 |
+0.019 |
38 |
1,196 |
-4 |
| Oct10 |
100729 |
1.625 |
1.634 |
1.623 |
1.627 |
+0.014 |
58 |
1,281 |
-28 |
| Nov10 |
100729 |
1.623 |
1.625 |
1.618 |
1.622 |
+0.014 |
40 |
966 |
+5 |
| Dec10 |
100729 |
1.631 |
1.639 |
1.624 |
1.631 |
+0.012 |
53 |
1,916 |
+15 |
| Jan11 |
100729 |
1.637 |
1.637 |
1.633 |
1.635 |
+0.014 |
41 |
1,336 |
+20 |
| Feb11 |
100729 |
1.660 |
1.661 |
1.657 |
1.660 |
+0.012 |
23 |
739 |
+3 |
| Total Volume and Open Interest |
740 |
11,805 |
-140 |
| WTI Crude Oil(ICE |
| Sep10 |
100729 |
77.00 |
78.90 |
76.45 |
78.36 |
+1.37 |
102,962 |
103,240 |
-422 |
| Oct10 |
100729 |
77.44 |
79.33 |
76.90 |
78.83 |
+1.39 |
29,069 |
64,720 |
+1,799 |
| Nov10 |
100729 |
77.94 |
79.83 |
77.46 |
79.43 |
+1.40 |
12,539 |
22,263 |
+2,042 |
| Dec10 |
100729 |
78.59 |
80.41 |
78.04 |
79.99 |
+1.40 |
13,473 |
86,132 |
+1,565 |
| Jan11 |
100729 |
79.83 |
80.60 |
79.83 |
80.53 |
+1.40 |
1,442 |
19,991 |
+150 |
| Feb11 |
100729 |
80.45 |
81.10 |
80.45 |
81.04 |
+1.41 |
608 |
11,522 |
-36 |
| Mar11 |
100729 |
80.76 |
81.52 |
80.75 |
81.52 |
+1.42 |
416 |
9,238 |
-54 |
| Apr11 |
100729 |
81.18 |
81.97 |
81.17 |
81.97 |
+1.44 |
126 |
4,956 |
-4 |
| May11 |
100729 |
81.58 |
82.40 |
81.57 |
82.40 |
+1.46 |
62 |
4,120 |
+13 |
| Jun11 |
100729 |
80.82 |
82.81 |
80.82 |
82.81 |
+1.49 |
950 |
21,671 |
-54 |
| Jul11 |
100729 |
83.18 |
83.18 |
83.18 |
83.18 |
+1.49 |
101 |
10,552 |
+97 |
| Aug11 |
100729 |
83.40 |
83.40 |
83.40 |
83.40 |
+1.49 |
32 |
2,540 |
+1 |
| Sep11 |
100729 |
83.57 |
83.57 |
83.57 |
83.57 |
+1.48 |
58 |
2,797 |
+26 |
| Oct11 |
100729 |
83.72 |
83.72 |
83.72 |
83.72 |
+1.48 |
7 |
2,381 |
-3 |
| Nov11 |
100729 |
83.87 |
83.87 |
83.87 |
83.87 |
+1.48 |
1 |
6,408 |
+0 |
| Dec11 |
100729 |
82.09 |
84.06 |
82.09 |
84.03 |
+1.48 |
3,282 |
50,233 |
+55 |
| Total Volume and Open Interest |
165,837 |
485,326 |
+5,168 |
| US Dollar Index(ICE) |
| Sep10 |
100729 |
82.220 |
82.285 |
81.600 |
81.755 |
-0.555 |
15,674 |
21,898 |
-646 |
| Dec10 |
100729 |
82.300 |
82.305 |
82.025 |
82.080 |
-0.555 |
10 |
658 |
+1 |
| Mar11 |
100729 |
82.440 |
82.440 |
82.440 |
82.440 |
-0.555 |
|
|
|
| Total Volume and Open Interest |
15,684 |
22,557 |
-645 |
| Australian Dollar(CME) |
| Sep10 |
100729 |
88.68 |
89.98 |
88.66 |
89.70 |
+0.99 |
82,451 |
88,340 |
-163 |
| Dec10 |
100729 |
87.76 |
88.89 |
87.71 |
88.73 |
+0.99 |
94 |
893 |
+2 |
| Mar11 |
100729 |
87.75 |
87.75 |
86.78 |
87.75 |
+0.97 |
|
|
|
| Total Volume and Open Interest |
82,545 |
89,389 |
-161 |
| British Pound(CME) |
| Sep10 |
100729 |
155.89 |
156.60 |
155.76 |
156.15 |
+0.34 |
96,115 |
122,076 |
-734 |
| Dec10 |
100729 |
155.93 |
156.54 |
155.70 |
156.08 |
+0.34 |
174 |
489 |
+0 |
| Mar11 |
100729 |
156.25 |
156.25 |
155.64 |
155.98 |
+0.34 |
1 |
5 |
+1 |
| Total Volume and Open Interest |
96,290 |
122,570 |
-733 |
| Canadian Dollar(CME) |
| Sep10 |
100729 |
96.26 |
97.00 |
96.18 |
96.49 |
+0.22 |
76,513 |
80,249 |
-1,143 |
| Dec10 |
100729 |
96.08 |
96.81 |
96.05 |
96.32 |
+0.22 |
991 |
4,066 |
+215 |
| Mar11 |
100729 |
96.30 |
96.30 |
95.89 |
96.12 |
+0.23 |
10 |
492 |
+4 |
| Jun11 |
100729 |
95.90 |
95.95 |
95.65 |
95.90 |
+0.25 |
40 |
284 |
-13 |
| Total Volume and Open Interest |
77,554 |
85,121 |
-937 |
| Japanese Yen(CME) |
| Sep10 |
100729 |
114.48 |
115.57 |
114.29 |
115.06 |
+0.63 |
127,285 |
123,909 |
-1,939 |
| Dec10 |
100729 |
114.82 |
115.65 |
114.55 |
115.17 |
+0.62 |
274 |
648 |
-12 |
| Mar11 |
100729 |
115.64 |
115.64 |
114.70 |
115.31 |
+0.61 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
127,559 |
124,595 |
-1,951 |
| Swiss Franc(CME) |
| Sep10 |
100729 |
94.64 |
96.45 |
94.55 |
95.95 |
+1.38 |
44,924 |
55,514 |
+62 |
| Dec10 |
100729 |
95.09 |
96.40 |
94.67 |
96.04 |
+1.37 |
67 |
199 |
+22 |
| Mar11 |
100729 |
95.30 |
96.13 |
94.78 |
96.13 |
+1.35 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
44,991 |
55,722 |
+84 |
| EuroFX(CME) |
| Sep10 |
100729 |
129.88 |
131.06 |
129.77 |
130.76 |
+0.97 |
277,661 |
229,802 |
-2,580 |
| Dec10 |
100729 |
129.86 |
130.99 |
129.73 |
130.70 |
+0.97 |
609 |
2,138 |
-18 |
| Mar11 |
100729 |
130.78 |
130.78 |
129.66 |
130.63 |
+0.97 |
0 |
246 |
+0 |
| Total Volume and Open Interest |
278,270 |
232,193 |
-2,598 |
| Mexican Peso(CME) |
| Aug10 |
100729 |
786.8 |
786.8 |
786.8 |
786.8 |
unch |
|
|
|
| Sep10 |
100729 |
783.5 |
788.0 |
779.5 |
784.0 |
unch |
22,571 |
79,715 |
+8,578 |
| Total Volume and Open Interest |
22,700 |
80,209 |
+8,694 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100729 |
126~250 |
126~300 |
126~100 |
126~280 |
+0~010 |
|
|
|
| Dec10 |
100729 |
125~160 |
125~180 |
124~280 |
125~150 |
+0~010 |
717 |
2,306 |
-142 |
| Mar11 |
100729 |
124~050 |
124~050 |
124~040 |
124~050 |
+0~010 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
243,051 |
691,590 |
+410 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100729 |
122~290 |
123~150 |
122~245 |
123~030 |
+0~075 |
998,211 |
1,821,889 |
-2,541 |
| Dec10 |
100729 |
122~020 |
122~180 |
121~280 |
122~060 |
+0~080 |
1,026 |
9,984 |
+342 |
| Mar11 |
100729 |
121~045 |
121~045 |
120~235 |
121~000 |
+0~085 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
999,237 |
1,831,973 |
-2,199 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100729 |
119~021 |
119~074 |
119~010 |
119~048 |
+0~031 |
376,514 |
936,009 |
-2,339 |
| Dec10 |
100729 |
118~053 |
118~078 |
118~027 |
118~058 |
+0~031 |
1,271 |
2,133 |
+402 |
| Mar11 |
100729 |
117~064 |
117~064 |
117~033 |
117~064 |
+0~031 |
|
|
|
| Total Volume and Open Interest |
377,785 |
938,142 |
-1,937 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100729 |
54~094 |
54~094 |
54~094 |
54~094 |
+0~002 |
|
|
|
| Dec10 |
100729 |
109~030 |
109~036 |
109~027 |
109~031 |
+0~004 |
40 |
321 |
+29 |
| Mar11 |
100729 |
109~002 |
109~002 |
108~125 |
109~002 |
+0~005 |
|
|
|
| Total Volume and Open Interest |
304,093 |
801,340 |
-30,476 |
| Eurodollars(CME) |
| Sep10 |
100729 |
99.575 |
99.600 |
99.575 |
99.585 |
+0.010 |
106,231 |
927,063 |
+4,473 |
| Dec10 |
100729 |
99.530 |
99.550 |
99.520 |
99.540 |
+0.015 |
107,639 |
1,181,382 |
+9,062 |
| Mar11 |
100729 |
99.445 |
99.475 |
99.435 |
99.455 |
+0.010 |
130,455 |
1,009,213 |
-655 |
| Jun11 |
100729 |
99.320 |
99.355 |
99.305 |
99.330 |
+0.015 |
140,839 |
911,561 |
+9,698 |
| Sep11 |
100729 |
99.155 |
99.205 |
99.135 |
99.170 |
+0.020 |
214,852 |
979,204 |
-2,074 |
| Dec11 |
100729 |
98.940 |
99.005 |
98.925 |
98.970 |
+0.030 |
166,805 |
677,117 |
+1,855 |
| Mar12 |
100729 |
98.740 |
98.815 |
98.725 |
98.780 |
+0.040 |
129,508 |
456,668 |
-4,474 |
| Jun12 |
100729 |
98.525 |
98.615 |
98.510 |
98.575 |
+0.050 |
115,451 |
352,281 |
-6,616 |
| Sep12 |
100729 |
98.320 |
98.420 |
98.300 |
98.375 |
+0.060 |
49,242 |
257,604 |
-935 |
| Dec12 |
100729 |
98.090 |
98.205 |
98.075 |
98.155 |
+0.070 |
39,800 |
177,718 |
-1,702 |
| Mar13 |
100729 |
97.895 |
98.015 |
97.875 |
97.965 |
+0.075 |
41,031 |
213,431 |
+5,203 |
| Jun13 |
100729 |
97.685 |
97.805 |
97.665 |
97.750 |
+0.075 |
41,868 |
130,552 |
-472 |
| Sep13 |
100729 |
97.475 |
97.595 |
97.455 |
97.540 |
+0.075 |
23,574 |
93,938 |
+3,220 |
| Dec13 |
100729 |
97.275 |
97.375 |
97.240 |
97.320 |
+0.070 |
21,027 |
70,691 |
+2,207 |
| Mar14 |
100729 |
97.090 |
97.180 |
97.050 |
97.125 |
+0.065 |
16,273 |
52,209 |
+110 |
| Jun14 |
100729 |
96.890 |
96.980 |
96.845 |
96.920 |
+0.060 |
17,873 |
49,425 |
+4,213 |
| Sep14 |
100729 |
96.690 |
96.775 |
96.650 |
96.720 |
+0.050 |
4,851 |
29,044 |
+719 |
| Dec14 |
100729 |
96.495 |
96.575 |
96.465 |
96.520 |
+0.040 |
5,119 |
47,713 |
+496 |
| Total Volume and Open Interest |
1,387,506 |
7,772,472 |
+26,506 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100729 |
99.815 |
99.817 |
99.815 |
99.817 |
unch |
2,781 |
55,306 |
+1,719 |
| Aug10 |
100729 |
99.815 |
99.815 |
99.805 |
99.810 |
unch |
6,626 |
72,107 |
-1,119 |
| Sep10 |
100729 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
7,454 |
56,083 |
+781 |
| Oct10 |
100729 |
99.815 |
99.815 |
99.805 |
99.810 |
unch |
4,897 |
65,920 |
+312 |
| Nov10 |
100729 |
99.810 |
99.815 |
99.805 |
99.805 |
unch |
2,300 |
82,439 |
-697 |
| Dec10 |
100729 |
99.810 |
99.810 |
99.805 |
99.805 |
unch |
5,632 |
66,758 |
-2,011 |
| Total Volume and Open Interest |
54,514 |
632,595 |
+247 |
| 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 |
100729 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
0 |
989 |
+0 |
| Dec10 |
100729 |
99.683 |
99.683 |
99.683 |
99.683 |
-0.005 |
0 |
542 |
+0 |
| Mar11 |
100729 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.005 |
0 |
367 |
+0 |
| Jun11 |
100729 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.005 |
|
|
|
| Sep11 |
100729 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.005 |
|
|
|
| Dec11 |
100729 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.005 |
|
|
|
| Mar12 |
100729 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
|
|
|
| Jun12 |
100729 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.005 |
|
|
|
| Sep12 |
100729 |
99.755 |
99.755 |
99.755 |
99.755 |
-0.005 |
|
|
|
| Dec12 |
100729 |
99.450 |
99.450 |
99.450 |
99.450 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,898 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100729 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
3,354 |
-106 |
| Dec10 |
100729 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
1,522 |
+0 |
| Mar11 |
100729 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
1,961 |
+0 |
| Jun11 |
100729 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
100 |
1,802 |
+103 |
| Sep11 |
100729 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
108 |
+0 |
| Dec11 |
100729 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
106 |
+0 |
| Mar12 |
100729 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
305 |
+0 |
| Jun12 |
100729 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
100 |
10,224 |
-3 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100728 |
141.80 |
141.82 |
141.44 |
141.47 |
-0.35 |
1,418 |
20,857 |
-401 |
| Dec10 |
100729 |
140.93 |
140.93 |
140.93 |
140.93 |
+0.21 |
20 |
32 |
+1 |
| Mar11 |
100729 |
138.84 |
138.84 |
138.84 |
138.84 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
929 |
20,655 |
-233 |
| Euro-Bund(EUREX) |
| Sep10 |
100728 |
127.63 |
128.05 |
127.45 |
127.81 |
+0.12 |
599,393 |
868,990 |
+7,923 |
| Dec10 |
100729 |
126.52 |
126.80 |
126.01 |
126.63 |
+0.25 |
273 |
2,093 |
+51 |
| Mar11 |
100729 |
126.71 |
126.71 |
126.71 |
126.71 |
+0.25 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
783,035 |
878,209 |
+7,176 |
| Euro-Bobl(EUREX) |
| Sep10 |
100729 |
119.68 |
119.88 |
119.56 |
119.72 |
+0.15 |
471,007 |
677,585 |
+3,443 |
| Dec10 |
100729 |
118.31 |
118.40 |
118.31 |
118.40 |
+0.13 |
2,254 |
16,391 |
+2,248 |
| Mar11 |
100729 |
117.72 |
117.72 |
117.72 |
117.72 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
473,261 |
693,976 |
+5,691 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100729 |
99.030 |
99.050 |
99.030 |
99.035 |
+0.010 |
75 |
3,166 |
-154 |
| Dec10 |
100729 |
98.935 |
98.940 |
98.925 |
98.940 |
+0.020 |
532 |
2,131 |
-346 |
| Mar11 |
100729 |
98.845 |
98.865 |
98.840 |
98.850 |
+0.020 |
22 |
1,260 |
+5 |
| Total Volume and Open Interest |
1,114 |
10,335 |
-801 |
| Long Gilt(LIFFE) |
| Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
| Dec10 |
100729 |
119~07 |
119~07 |
119~07 |
119~07 |
+0~20 |
27 |
2 |
+2 |
| Total Volume and Open Interest |
159,388 |
286,012 |
+10,438 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100729 |
99.23 |
99.24 |
99.23 |
99.23 |
unch |
25,899 |
341,230 |
-2,892 |
| Dec10 |
100729 |
99.13 |
99.17 |
99.13 |
99.15 |
+0.01 |
48,893 |
444,246 |
+245 |
| Mar11 |
100729 |
99.00 |
99.04 |
98.99 |
99.01 |
+0.02 |
52,280 |
287,325 |
-3,929 |
| Jun11 |
100729 |
98.81 |
98.87 |
98.81 |
98.84 |
+0.03 |
82,358 |
286,265 |
-8,342 |
| Sep11 |
100729 |
98.62 |
98.68 |
98.61 |
98.65 |
+0.04 |
67,599 |
335,752 |
-4,550 |
| Dec11 |
100729 |
98.36 |
98.46 |
98.36 |
98.42 |
+0.06 |
72,205 |
266,797 |
-12,306 |
| Total Volume and Open Interest |
426,378 |
2,404,058 |
-41,250 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100729 |
99.025 |
99.045 |
99.015 |
99.035 |
+0.010 |
86,244 |
590,690 |
-9,929 |
| Dec10 |
100729 |
98.925 |
98.955 |
98.915 |
98.940 |
+0.020 |
131,377 |
505,898 |
-3,316 |
| Mar11 |
100729 |
98.840 |
98.870 |
98.830 |
98.845 |
+0.015 |
136,118 |
463,767 |
-10,825 |
| Total Volume and Open Interest |
1,100,043 |
3,274,940 |
-14,654 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100729 |
95.18 |
95.20 |
95.17 |
95.19 |
unch |
45,376 |
275,372 |
+10,188 |
| Dec10 |
100729 |
95.11 |
95.14 |
95.09 |
95.11 |
-0.01 |
62,744 |
223,295 |
+19,856 |
| Mar11 |
100729 |
95.05 |
95.08 |
95.02 |
95.04 |
-0.01 |
18,776 |
88,080 |
+4,050 |
| Jun11 |
100729 |
95.01 |
95.02 |
94.96 |
94.98 |
-0.02 |
10,214 |
67,168 |
+889 |
| Sep11 |
100729 |
94.93 |
94.99 |
94.93 |
94.94 |
-0.03 |
5,558 |
39,625 |
+511 |
| Dec11 |
100729 |
94.90 |
94.94 |
94.88 |
94.90 |
-0.02 |
1,940 |
29,065 |
+519 |
| Mar12 |
100729 |
94.88 |
94.91 |
94.85 |
94.87 |
-0.03 |
1,768 |
26,738 |
+2 |
| Jun12 |
100729 |
94.89 |
94.89 |
94.84 |
94.84 |
-0.04 |
531 |
12,697 |
+361 |
| Sep12 |
100729 |
94.88 |
94.88 |
94.83 |
94.84 |
-0.02 |
150 |
2,215 |
+65 |
| Dec12 |
100729 |
94.86 |
94.86 |
94.81 |
94.81 |
-0.02 |
0 |
1,328 |
+0 |
| Total Volume and Open Interest |
147,108 |
766,542 |
+36,442 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100729 |
94.78 |
94.82 |
94.75 |
94.76 |
-0.03 |
50,759 |
390,902 |
+6,839 |
| Dec10 |
100729 |
94.75 |
94.75 |
94.75 |
94.75 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
50,759 |
390,902 |
+6,839 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100729 |
95.30 |
95.34 |
95.26 |
95.28 |
-0.02 |
189,500 |
659,603 |
+28,418 |
| Dec10 |
100729 |
95.23 |
95.23 |
95.23 |
95.23 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
189,500 |
659,603 |
+28,418 |
| Gold(CMX) |
| Aug10 |
100729 |
1163.8 |
1169.2 |
1158.7 |
1168.4 |
+8.0 |
235,880 |
96,306 |
-26,351 |
| Oct10 |
100729 |
1164.2 |
1170.4 |
1160.3 |
1169.8 |
+8.8 |
14,086 |
35,152 |
+3,084 |
| Dec10 |
100729 |
1165.8 |
1172.0 |
1161.6 |
1171.2 |
+8.8 |
116,906 |
285,095 |
+31,833 |
| Feb11 |
100729 |
1170.2 |
1172.8 |
1164.0 |
1172.7 |
+8.8 |
2,108 |
19,802 |
+6 |
| Apr11 |
100729 |
1169.5 |
1174.1 |
1169.5 |
1174.1 |
+8.8 |
138 |
17,444 |
+25 |
| Jun11 |
100729 |
518.2 |
520.5 |
511.6 |
520.0 |
+8.8 |
439 |
16,254 |
+12 |
| Aug11 |
100729 |
1174.5 |
1176.9 |
1172.6 |
1176.9 |
+8.7 |
230 |
8,079 |
+200 |
| Oct11 |
100729 |
1178.6 |
1178.6 |
1178.6 |
1178.6 |
+8.6 |
27 |
6,879 |
+19 |
| Dec11 |
100729 |
1178.2 |
1181.5 |
1175.6 |
1180.6 |
+8.5 |
750 |
13,565 |
+84 |
| Feb12 |
100729 |
1182.9 |
1182.9 |
1182.9 |
1182.9 |
+8.3 |
55 |
6,568 |
+55 |
| Apr12 |
100729 |
1185.4 |
1185.4 |
1185.4 |
1185.4 |
+8.1 |
30 |
6,219 |
-12 |
| Jun12 |
100729 |
1188.2 |
1188.2 |
1188.2 |
1188.2 |
+8.1 |
1,859 |
8,037 |
+18 |
| Total Volume and Open Interest |
375,774 |
560,066 |
+9,049 |
| Silver(CMX) |
| Sep10 |
100729 |
1750.0 |
1769.5 |
1748.0 |
1761.7 |
+17.6 |
37,010 |
59,813 |
-948 |
| Dec10 |
100729 |
1759.5 |
1774.0 |
1753.0 |
1766.8 |
+17.4 |
4,020 |
28,207 |
+1,850 |
| Mar11 |
100729 |
1771.0 |
1772.5 |
1767.5 |
1770.8 |
+17.4 |
490 |
9,623 |
-84 |
| May11 |
100729 |
1774.0 |
1774.0 |
1773.0 |
1773.0 |
+17.2 |
10 |
7,757 |
-1 |
| Jul11 |
100729 |
1774.5 |
1774.8 |
1774.5 |
1774.8 |
+17.0 |
62 |
3,927 |
+17 |
| Sep11 |
100729 |
1776.8 |
1776.8 |
1776.8 |
1776.8 |
+17.0 |
9 |
495 |
+9 |
| Dec11 |
100729 |
1775.0 |
1779.6 |
1775.0 |
1779.6 |
+16.9 |
26 |
3,659 |
+11 |
| Total Volume and Open Interest |
41,732 |
117,370 |
+826 |
| Platinum(NYMEX) |
| Oct10 |
100729 |
1544.2 |
1568.6 |
1540.7 |
1563.4 |
+21.7 |
4,384 |
27,853 |
+183 |
| Jan11 |
100729 |
1545.3 |
1570.6 |
1545.3 |
1567.2 |
+21.5 |
49 |
1,051 |
+33 |
| Apr11 |
100729 |
1572.7 |
1572.7 |
1572.7 |
1572.7 |
+27.0 |
0 |
6 |
+0 |
| Jul11 |
100729 |
1572.7 |
1572.7 |
1572.7 |
1572.7 |
+27.0 |
|
|
|
| Total Volume and Open Interest |
4,439 |
28,971 |
+217 |
| Palladium(NYMEX) |
| Sep10 |
100729 |
471.50 |
492.75 |
469.00 |
491.20 |
+22.45 |
2,029 |
19,222 |
+358 |
| Dec10 |
100729 |
474.80 |
494.80 |
474.80 |
493.15 |
+22.95 |
14 |
932 |
+9 |
| Mar11 |
100729 |
487.20 |
493.90 |
487.20 |
493.90 |
+22.95 |
0 |
39 |
+0 |
| Total Volume and Open Interest |
2,045 |
20,201 |
+367 |
| Copper(CMX) |
| Sep10 |
100729 |
323.75 |
329.70 |
322.65 |
329.00 |
+4.45 |
33,800 |
74,336 |
-794 |
| Dec10 |
100729 |
326.10 |
331.70 |
325.30 |
331.15 |
+4.50 |
4,774 |
28,684 |
+1,793 |
| Mar11 |
100729 |
327.70 |
332.00 |
327.70 |
332.00 |
+4.40 |
915 |
11,487 |
+34 |
| May11 |
100729 |
332.30 |
332.30 |
332.30 |
332.30 |
+4.40 |
51 |
1,333 |
-12 |
| Jul11 |
100729 |
332.40 |
332.40 |
332.40 |
332.40 |
+4.35 |
53 |
2,777 |
+15 |
| Total Volume and Open Interest |
42,459 |
136,009 |
+1,418 |
| DJIA Index(CBOT) |
| Sep10 |
100729 |
10454 |
10540 |
10340 |
10409 |
-39 |
323 |
8,117 |
-155 |
| Dec10 |
100729 |
10344 |
10384 |
10344 |
10344 |
-40 |
0 |
8 |
+0 |
| Mar11 |
100729 |
10288 |
10328 |
10288 |
10288 |
-40 |
|
|
|
| Jun11 |
100729 |
10228 |
10268 |
10228 |
10228 |
-40 |
|
|
|
| Total Volume and Open Interest |
323 |
8,125 |
-155 |
| S & P 500(CME) |
| Sep10 |
100729 |
1102.20 |
1112.80 |
1089.00 |
1097.00 |
-5.10 |
17,470 |
305,231 |
+2,605 |
| Dec10 |
100729 |
1103.00 |
1107.40 |
1084.40 |
1092.30 |
-5.10 |
2 |
5,750 |
-2 |
| Mar11 |
100729 |
1087.70 |
1102.80 |
1079.80 |
1087.70 |
-5.10 |
2 |
833 |
+1 |
| Jun11 |
100729 |
1083.70 |
1098.80 |
1075.80 |
1083.70 |
-5.10 |
0 |
182 |
+0 |
| Total Volume and Open Interest |
17,474 |
311,996 |
+2,604 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100729 |
1102.50 |
1113.00 |
1088.75 |
1097.00 |
-5.00 |
1,822,245 |
2,758,792 |
+13,623 |
| Dec10 |
100729 |
1098.00 |
1107.75 |
1084.00 |
1092.25 |
-5.25 |
601 |
21,433 |
-11 |
| Total Volume and Open Interest |
1,822,876 |
2,780,454 |
+13,630 |
| NASDAQ 100(CME) |
| Sep10 |
100729 |
1870.00 |
1885.00 |
1838.00 |
1857.30 |
-12.50 |
616 |
13,403 |
+95 |
| Dec10 |
100729 |
1856.00 |
1880.00 |
1840.00 |
1855.00 |
-12.80 |
4 |
16 |
+4 |
| Mar11 |
100729 |
1852.50 |
1852.50 |
1852.50 |
1852.50 |
-12.80 |
|
|
|
| Total Volume and Open Interest |
620 |
13,419 |
+99 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100729 |
1870.30 |
1886.50 |
1838.50 |
1857.30 |
-12.50 |
270,426 |
323,682 |
+694 |
| Dec10 |
100729 |
1866.50 |
1883.00 |
1835.50 |
1855.00 |
-12.80 |
57 |
245 |
+3 |
| Total Volume and Open Interest |
270,486 |
323,932 |
+699 |
| S & P Midcap 400(CME) |
| Sep10 |
100729 |
766.00 |
766.00 |
748.00 |
755.10 |
-5.10 |
116 |
2,372 |
-112 |
| Dec10 |
100729 |
753.10 |
753.10 |
753.10 |
753.10 |
-5.10 |
|
|
|
| Mar11 |
100729 |
751.10 |
751.10 |
751.10 |
751.10 |
-5.10 |
|
|
|
| Total Volume and Open Interest |
116 |
2,372 |
-112 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100729 |
9665 |
9755 |
9575 |
9645 |
-50 |
8,769 |
30,535 |
+30,535 |
| Dec10 |
100729 |
9645 |
9695 |
9645 |
9645 |
-50 |
124 |
64 |
+63 |
| Total Volume and Open Interest |
8,893 |
30,599 |
+528 |
| Nikkei 225(SGX) |
| Sep10 |
100729 |
9745 |
9745 |
9645 |
9700 |
-30 |
88,150 |
177,122 |
+3,294 |
| Dec10 |
100729 |
9615 |
9650 |
9615 |
9650 |
-30 |
114 |
2,476 |
+60 |
| Mar11 |
100729 |
9645 |
9645 |
9645 |
9645 |
-30 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
88,265 |
181,552 |
+3,354 |
| CAC 40(EURONEXT) |
| Aug10 |
100729 |
3664.5 |
3722.0 |
3612.0 |
3650.5 |
-19.0 |
122,190 |
395,450 |
-498 |
| Sep10 |
100729 |
3660.0 |
3715.0 |
3620.5 |
3645.5 |
-20.0 |
182 |
38,989 |
-33 |
| Oct10 |
100729 |
3648.5 |
3648.5 |
3648.5 |
3648.5 |
-19.0 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
122,377 |
435,717 |
-531 |
| Hang Seng Index(HKFE) |
| Jul10 |
100729 |
21077 |
21121 |
20970 |
21068 |
+17 |
100,445 |
27,507 |
-19,161 |
| Aug10 |
100729 |
21084 |
21173 |
20940 |
21161 |
+129 |
53,889 |
71,099 |
+18,662 |
| Sep10 |
100729 |
21000 |
21076 |
20850 |
21069 |
+130 |
979 |
5,730 |
+60 |
| Total Volume and Open Interest |
155,509 |
105,600 |
-356 |
| DAX(EUREX) |
| Sep10 |
100729 |
6190.0 |
6249.5 |
6092.0 |
6131.5 |
-46.0 |
120,449 |
154,125 |
+2,133 |
| Dec10 |
100729 |
6206.5 |
6257.0 |
6118.0 |
6141.5 |
-46.5 |
1,692 |
14,339 |
+846 |
| Mar11 |
100729 |
6253.0 |
6270.0 |
6153.0 |
6155.0 |
-46.5 |
64 |
1,711 |
+25 |
| Total Volume and Open Interest |
122,205 |
170,175 |
+3,004 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100729 |
5304.50 |
5349.00 |
5240.50 |
5286.00 |
-10.00 |
92,840 |
645,751 |
+3,025 |
| Dec10 |
100729 |
5282.50 |
5314.50 |
5265.00 |
5265.00 |
-9.50 |
8 |
6,719 |
+3 |
| Mar11 |
100729 |
5249.50 |
5252.50 |
5224.50 |
5224.50 |
-9.50 |
0 |
961 |
+0 |
| Total Volume and Open Interest |
92,848 |
653,617 |
+3,028 |
| SPI 200(SFE) |
| Sep10 |
100729 |
4513.0 |
4519.0 |
4475.0 |
4494.0 |
-14.0 |
28,870 |
228,735 |
+1,090 |
| Dec10 |
100729 |
4517.0 |
4517.0 |
4517.0 |
4517.0 |
-14.0 |
0 |
3,466 |
+0 |
| Mar11 |
100729 |
4508.0 |
4508.0 |
4508.0 |
4508.0 |
-12.0 |
30 |
1,293 |
-60 |
| Total Volume and Open Interest |
28,994 |
234,836 |
+1,124 |
| GSCI(CME) |
| Aug10 |
100729 |
518.00 |
521.00 |
518.00 |
518.00 |
+9.00 |
68 |
15,999 |
-54 |
| Sep10 |
100729 |
521.00 |
523.00 |
521.00 |
521.00 |
+9.00 |
2 |
2 |
+0 |
| Oct10 |
100729 |
524.00 |
526.00 |
524.00 |
524.00 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
70 |
16,001 |
-54 |
| 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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