|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri July 30, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100730 |
1026.25 |
1054.75 |
1026.25 |
1052.50 |
+25.75 |
26,787 |
19,386 |
-8,087 |
| Sep10 |
100730 |
992.50 |
1015.00 |
992.50 |
1012.00 |
+19.25 |
15,402 |
24,746 |
-489 |
| Nov10 |
100730 |
987.75 |
1007.00 |
987.50 |
1005.00 |
+17.00 |
61,526 |
300,139 |
+4,221 |
| Jan11 |
100730 |
995.00 |
1013.00 |
995.00 |
1011.00 |
+15.50 |
5,344 |
53,084 |
+560 |
| Mar11 |
100730 |
1000.00 |
1013.25 |
1000.00 |
1013.00 |
+14.75 |
3,298 |
18,405 |
-37 |
| May11 |
100730 |
999.50 |
1012.50 |
999.50 |
1012.25 |
+13.00 |
2,499 |
18,909 |
+253 |
| Jul11 |
100730 |
1006.00 |
1019.00 |
1006.00 |
1019.00 |
+13.00 |
2,974 |
19,739 |
+209 |
| Total Volume and Open Interest |
118,995 |
475,132 |
-3,037 |
| Soybean Meal(CBOT) |
| Aug10 |
100730 |
305.40 |
314.00 |
305.00 |
310.90 |
+5.50 |
13,513 |
12,482 |
-4,196 |
| Sep10 |
100730 |
293.00 |
299.50 |
292.60 |
297.90 |
+4.60 |
18,713 |
35,074 |
+1,340 |
| Oct10 |
100730 |
287.30 |
292.50 |
287.30 |
290.70 |
+3.40 |
4,262 |
16,594 |
+552 |
| Dec10 |
100730 |
286.00 |
291.80 |
286.00 |
290.00 |
+3.10 |
21,165 |
100,502 |
+2,277 |
| Jan11 |
100730 |
287.00 |
290.70 |
287.00 |
288.90 |
+3.00 |
892 |
7,293 |
+31 |
| Mar11 |
100730 |
287.60 |
289.90 |
286.70 |
288.10 |
+2.50 |
1,207 |
7,350 |
-65 |
| May11 |
100730 |
286.70 |
288.60 |
285.10 |
286.60 |
+1.80 |
690 |
6,087 |
+18 |
| Jul11 |
100730 |
288.80 |
290.00 |
285.80 |
287.40 |
+1.30 |
679 |
5,518 |
+104 |
| Total Volume and Open Interest |
61,178 |
195,243 |
+92 |
| Soybean Oil(CBOT) |
| Aug10 |
100730 |
39.19 |
39.83 |
39.07 |
39.83 |
+0.56 |
23,459 |
13,055 |
-6,103 |
| Sep10 |
100730 |
39.41 |
39.96 |
39.19 |
39.96 |
+0.55 |
20,990 |
62,023 |
+1,521 |
| Oct10 |
100730 |
39.55 |
40.14 |
39.39 |
40.14 |
+0.55 |
4,706 |
19,496 |
+1,183 |
| Dec10 |
100730 |
40.05 |
40.55 |
39.79 |
40.55 |
+0.55 |
31,331 |
151,924 |
+2,977 |
| Jan11 |
100730 |
40.29 |
40.78 |
40.16 |
40.78 |
+0.53 |
774 |
12,914 |
+145 |
| Mar11 |
100730 |
40.50 |
40.98 |
40.36 |
40.98 |
+0.52 |
747 |
6,593 |
+49 |
| May11 |
100730 |
40.70 |
41.19 |
40.66 |
41.19 |
+0.51 |
381 |
5,895 |
+124 |
| Jul11 |
100730 |
40.79 |
41.44 |
40.76 |
41.44 |
+0.51 |
749 |
4,605 |
+379 |
| Total Volume and Open Interest |
83,178 |
280,648 |
+308 |
| Canola(WCE) |
| Nov10 |
100730 |
456.8 |
460.0 |
454.3 |
459.6 |
+3.8 |
7,146 |
134,844 |
+431 |
| Jan11 |
100730 |
458.0 |
461.6 |
458.0 |
461.6 |
+4.3 |
326 |
11,289 |
+137 |
| Mar11 |
100730 |
456.5 |
460.0 |
456.5 |
460.0 |
+4.3 |
55 |
5,779 |
+22 |
| May11 |
100730 |
457.5 |
458.9 |
457.5 |
458.9 |
+4.3 |
21 |
1,911 |
-1 |
| Jul11 |
100730 |
456.0 |
456.0 |
452.3 |
456.0 |
+3.9 |
74 |
2,987 |
+19 |
| Total Volume and Open Interest |
7,647 |
158,383 |
+608 |
| Corn(CBOT) |
| Sep10 |
100730 |
378.50 |
393.25 |
378.25 |
392.75 |
+13.50 |
75,851 |
376,395 |
-5,022 |
| Dec10 |
100730 |
393.00 |
407.00 |
393.00 |
406.75 |
+13.00 |
133,921 |
554,386 |
+4,679 |
| Mar11 |
100730 |
405.75 |
419.00 |
405.75 |
418.75 |
+12.25 |
18,686 |
95,155 |
-2,775 |
| May11 |
100730 |
414.00 |
425.75 |
414.00 |
425.50 |
+11.50 |
2,695 |
19,496 |
+260 |
| Jul11 |
100730 |
420.25 |
432.50 |
420.25 |
432.00 |
+11.25 |
10,505 |
60,911 |
+330 |
| Sep11 |
100730 |
423.00 |
433.00 |
420.25 |
433.00 |
+8.75 |
1,309 |
6,629 |
+668 |
| Total Volume and Open Interest |
253,472 |
1,217,547 |
-1,241 |
| Wheat(CBOT) |
| Sep10 |
100730 |
626.25 |
663.00 |
625.75 |
661.50 |
+34.00 |
61,593 |
183,755 |
+182 |
| Dec10 |
100730 |
658.50 |
695.00 |
658.00 |
693.75 |
+34.25 |
42,688 |
149,614 |
+1,590 |
| Mar11 |
100730 |
680.00 |
714.75 |
680.00 |
713.50 |
+30.50 |
11,287 |
43,649 |
+1,284 |
| May11 |
100730 |
695.00 |
715.00 |
693.00 |
714.50 |
+26.25 |
2,590 |
22,166 |
+154 |
| Jul11 |
100730 |
685.50 |
711.75 |
685.50 |
710.25 |
+21.50 |
6,209 |
70,063 |
+343 |
| Total Volume and Open Interest |
128,483 |
500,891 |
+4,085 |
| Wheat(KCBT) |
| Sep10 |
100730 |
645.00 |
680.00 |
644.75 |
674.50 |
+28.25 |
12,703 |
54,227 |
-213 |
| Dec10 |
100730 |
661.25 |
696.50 |
661.25 |
691.50 |
+28.25 |
8,025 |
68,770 |
+1,893 |
| Mar11 |
100730 |
677.00 |
709.25 |
677.00 |
706.50 |
+28.50 |
4,883 |
29,092 |
+1,803 |
| May11 |
100730 |
693.75 |
716.00 |
693.50 |
709.50 |
+26.00 |
362 |
6,087 |
-203 |
| Jul11 |
100730 |
686.00 |
713.00 |
685.50 |
710.50 |
+22.00 |
4,043 |
32,495 |
+1,055 |
| Total Volume and Open Interest |
30,335 |
196,297 |
+4,537 |
| Wheat(MGE) |
| Sep10 |
100730 |
658.00 |
689.75 |
658.00 |
687.75 |
+29.50 |
3,755 |
16,363 |
-499 |
| Dec10 |
100730 |
673.25 |
705.00 |
673.25 |
702.75 |
+29.50 |
1,857 |
18,222 |
+470 |
| Mar11 |
100730 |
689.00 |
720.25 |
688.50 |
718.50 |
+28.50 |
544 |
9,118 |
+194 |
| May11 |
100730 |
699.00 |
727.75 |
699.00 |
726.50 |
+31.00 |
132 |
2,538 |
+21 |
| Jul11 |
100730 |
703.50 |
725.75 |
700.00 |
722.25 |
+22.25 |
669 |
7,058 |
+196 |
| Total Volume and Open Interest |
7,488 |
57,118 |
+499 |
| Oats(CBOT) |
| Sep10 |
100730 |
260.50 |
271.00 |
260.50 |
271.00 |
+9.50 |
399 |
3,196 |
-14 |
| Dec10 |
100730 |
273.00 |
284.00 |
273.00 |
284.00 |
+9.50 |
620 |
6,874 |
+54 |
| Mar11 |
100730 |
284.50 |
291.00 |
281.50 |
291.00 |
+9.50 |
52 |
231 |
+47 |
| May11 |
100730 |
298.00 |
298.00 |
288.50 |
298.00 |
+9.50 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
1,071 |
10,311 |
+87 |
| Rough Rice(CBOT) |
| Sep10 |
100730 |
10.13 |
10.62 |
10.10 |
10.56 |
+0.41 |
411 |
6,930 |
-153 |
| Nov10 |
100730 |
10.36 |
10.89 |
10.36 |
10.82 |
+0.42 |
608 |
5,992 |
+302 |
| Jan11 |
100730 |
10.69 |
11.08 |
10.69 |
11.08 |
+0.43 |
8 |
867 |
+4 |
| Mar11 |
100730 |
10.97 |
11.35 |
10.92 |
11.35 |
+0.43 |
18 |
721 |
-5 |
| Total Volume and Open Interest |
1,107 |
16,031 |
+165 |
| Live Cattle(CME) |
| Aug10 |
100730 |
92.100 |
92.800 |
91.650 |
92.650 |
+0.800 |
6,179 |
41,682 |
-2,044 |
| Oct10 |
100730 |
93.600 |
94.750 |
93.250 |
94.600 |
+1.120 |
12,517 |
154,728 |
+2,441 |
| Dec10 |
100730 |
95.550 |
96.400 |
95.300 |
96.230 |
+0.880 |
3,371 |
71,239 |
+410 |
| Feb11 |
100730 |
96.730 |
97.635 |
96.535 |
97.535 |
+0.805 |
1,678 |
32,864 |
+531 |
| Apr11 |
100730 |
98.830 |
99.500 |
98.600 |
99.400 |
+0.570 |
1,226 |
19,510 |
+427 |
| Jun11 |
100730 |
95.500 |
96.035 |
95.100 |
96.000 |
+0.500 |
432 |
8,026 |
+164 |
| Total Volume and Open Interest |
25,597 |
331,969 |
+2,059 |
| Feeder Cattle(CME) |
| Aug10 |
100730 |
113.500 |
113.785 |
113.100 |
113.730 |
unch |
2,016 |
10,728 |
-549 |
| Sep10 |
100730 |
114.430 |
114.535 |
113.350 |
114.200 |
-0.085 |
1,764 |
12,565 |
+359 |
| Oct10 |
100730 |
114.650 |
115.100 |
114.285 |
115.080 |
+0.380 |
1,282 |
9,460 |
+653 |
| Nov10 |
100730 |
114.135 |
114.750 |
113.850 |
114.730 |
+0.380 |
306 |
3,377 |
+157 |
| Jan11 |
100730 |
112.500 |
113.180 |
112.500 |
113.080 |
+0.180 |
298 |
1,428 |
+148 |
| Mar11 |
100730 |
111.650 |
111.850 |
111.500 |
111.850 |
+0.050 |
95 |
427 |
+63 |
| Apr11 |
100730 |
112.100 |
112.100 |
112.100 |
112.100 |
unch |
8 |
44 |
+15 |
| Total Volume and Open Interest |
5,803 |
38,134 |
+877 |
| Lean Hogs(CME) |
| Aug10 |
100730 |
84.550 |
86.000 |
84.230 |
85.830 |
+0.980 |
10,838 |
21,159 |
-281 |
| Oct10 |
100730 |
77.650 |
79.100 |
77.550 |
79.035 |
+0.955 |
10,811 |
87,590 |
+2,277 |
| Dec10 |
100730 |
74.500 |
75.750 |
74.385 |
75.400 |
+0.470 |
3,570 |
48,474 |
+417 |
| Feb11 |
100730 |
75.600 |
76.680 |
75.600 |
76.550 |
+0.515 |
1,025 |
19,254 |
+296 |
| Apr11 |
100730 |
76.475 |
77.300 |
76.350 |
77.100 |
+0.500 |
474 |
16,778 |
+105 |
| May11 |
100730 |
79.550 |
80.300 |
79.550 |
80.200 |
+0.300 |
18 |
538 |
+12 |
| Jun11 |
100730 |
82.100 |
83.200 |
82.035 |
83.135 |
+0.485 |
324 |
8,369 |
+120 |
| Jul11 |
100730 |
80.800 |
81.450 |
80.750 |
81.385 |
+0.535 |
57 |
1,997 |
+46 |
| Total Volume and Open Interest |
27,388 |
205,243 |
+3,159 |
| Pork Bellies(CME) |
| Aug10 |
100730 |
106.500 |
106.500 |
103.500 |
103.500 |
unch |
8 |
19 |
-1 |
| Feb11 |
100730 |
101.200 |
101.200 |
101.200 |
101.200 |
+0.700 |
0 |
7 |
+0 |
| Mar11 |
100730 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100730 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Jul11 |
100730 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
|
|
|
| Total Volume and Open Interest |
8 |
27 |
-1 |
| Class III Milk(CME) |
| Jul10 |
100730 |
13.74 |
13.74 |
13.74 |
13.74 |
unch |
6 |
4,243 |
+0 |
| Aug10 |
100730 |
14.88 |
14.96 |
14.88 |
14.94 |
+0.02 |
288 |
4,823 |
-103 |
| Sep10 |
100730 |
15.37 |
15.45 |
15.37 |
15.40 |
+0.03 |
248 |
4,882 |
-34 |
| Oct10 |
100730 |
15.03 |
15.12 |
14.99 |
15.08 |
+0.09 |
154 |
4,047 |
-32 |
| Nov10 |
100730 |
14.78 |
14.88 |
14.75 |
14.86 |
+0.11 |
201 |
3,808 |
+18 |
| Total Volume and Open Interest |
1,232 |
28,931 |
-14 |
| Cocoa(ICE) |
| Sep10 |
100730 |
3036 |
3095 |
3028 |
3091 |
+45 |
4,261 |
53,783 |
-467 |
| Dec10 |
100730 |
3057 |
3123 |
3054 |
3119 |
+48 |
1,874 |
30,308 |
+459 |
| Mar11 |
100730 |
3080 |
3139 |
3080 |
3137 |
+47 |
275 |
20,360 |
+29 |
| May11 |
100730 |
3115 |
3154 |
3115 |
3151 |
+45 |
6 |
8,047 |
-4 |
| Jul11 |
100730 |
3139 |
3165 |
3139 |
3165 |
+46 |
1 |
4,430 |
+0 |
| Sep11 |
100730 |
3172 |
3172 |
3172 |
3172 |
+47 |
1 |
1,851 |
+0 |
| Dec11 |
100730 |
3183 |
3183 |
3183 |
3183 |
+50 |
9 |
3,490 |
+1 |
| Total Volume and Open Interest |
6,432 |
125,408 |
+23 |
| Coffee "C"(ICE) |
| Sep10 |
100730 |
173.05 |
178.75 |
172.65 |
176.30 |
+3.25 |
8,427 |
85,053 |
-575 |
| Dec10 |
100730 |
173.20 |
179.35 |
173.20 |
176.80 |
+3.05 |
4,194 |
47,938 |
+1,345 |
| Mar11 |
100730 |
173.25 |
178.00 |
173.25 |
176.40 |
+2.90 |
897 |
22,320 |
+82 |
| May11 |
100730 |
172.50 |
177.20 |
172.50 |
175.65 |
+2.80 |
263 |
7,135 |
+168 |
| Jul11 |
100730 |
172.85 |
176.60 |
172.50 |
175.35 |
+2.85 |
122 |
3,246 |
+62 |
| Sep11 |
100730 |
172.55 |
176.00 |
172.20 |
175.05 |
+2.80 |
70 |
1,449 |
+11 |
| Total Volume and Open Interest |
13,991 |
167,487 |
+1,111 |
| Orange Juice(ICE) |
| Sep10 |
100730 |
146.20 |
147.05 |
144.20 |
146.60 |
+0.40 |
1,013 |
19,438 |
-106 |
| Nov10 |
100730 |
147.70 |
148.60 |
145.60 |
148.20 |
+0.45 |
125 |
4,492 |
+153 |
| Jan11 |
100730 |
147.80 |
149.75 |
146.85 |
149.35 |
+0.40 |
1 |
1,716 |
+1 |
| Mar11 |
100730 |
149.25 |
150.75 |
148.30 |
150.75 |
+0.35 |
7 |
237 |
+5 |
| May11 |
100730 |
151.35 |
151.35 |
151.35 |
151.35 |
+0.55 |
0 |
166 |
+0 |
| Jul11 |
100730 |
153.95 |
153.95 |
153.95 |
153.95 |
+0.55 |
0 |
199 |
+0 |
| Total Volume and Open Interest |
1,146 |
26,253 |
+53 |
| Sugar #11(ICE) |
| Oct10 |
100730 |
19.50 |
19.64 |
19.19 |
19.57 |
+0.07 |
43,433 |
254,866 |
+333 |
| Mar11 |
100730 |
18.52 |
18.69 |
18.38 |
18.60 |
+0.09 |
21,265 |
148,751 |
-611 |
| May11 |
100730 |
17.64 |
17.77 |
17.51 |
17.68 |
+0.10 |
4,682 |
33,453 |
-139 |
| Jul11 |
100730 |
16.80 |
16.93 |
16.74 |
16.86 |
+0.03 |
4,471 |
70,653 |
+283 |
| Oct11 |
100730 |
16.60 |
16.73 |
16.50 |
16.64 |
unch |
1,022 |
30,300 |
-46 |
| Total Volume and Open Interest |
76,442 |
601,380 |
+525 |
| London Cocoa(LCE) |
| Sep10 |
100730 |
2285 |
2309 |
2273 |
2273 |
-13 |
3,935 |
66,612 |
-312 |
| Dec10 |
100730 |
2198 |
2219 |
2181 |
2185 |
-12 |
2,693 |
40,280 |
+1,018 |
| Mar11 |
100730 |
2184 |
2200 |
2157 |
2164 |
-15 |
1,005 |
33,277 |
+556 |
| May11 |
100730 |
2181 |
2204 |
2168 |
2174 |
-11 |
148 |
12,432 |
+34 |
| Jul11 |
100730 |
2195 |
2207 |
2175 |
2179 |
-11 |
88 |
3,709 |
+75 |
| Sep11 |
100730 |
2195 |
2202 |
2180 |
2180 |
-9 |
21 |
2,527 |
+19 |
| Dec11 |
100730 |
2195 |
2195 |
2179 |
2179 |
-9 |
4 |
4,066 |
+3 |
| Total Volume and Open Interest |
7,894 |
166,683 |
+1,393 |
| London Sugar(LCE) |
| Oct10 |
100730 |
582.10 |
586.30 |
572.40 |
585.70 |
+8.40 |
2,237 |
32,462 |
-168 |
| Dec10 |
100730 |
533.70 |
535.30 |
528.10 |
534.70 |
+6.90 |
1,222 |
11,602 |
+233 |
| Mar11 |
100730 |
518.00 |
519.80 |
513.90 |
519.20 |
+5.30 |
1,755 |
8,845 |
-595 |
| May11 |
100730 |
495.80 |
497.20 |
492.90 |
497.20 |
+4.90 |
798 |
4,149 |
+684 |
| Aug11 |
100730 |
470.50 |
473.60 |
469.80 |
473.60 |
+1.70 |
253 |
2,940 |
+113 |
| Total Volume and Open Interest |
6,265 |
60,468 |
+267 |
| Cotton(ICE) |
| Oct10 |
100730 |
80.48 |
82.81 |
80.48 |
82.36 |
+1.68 |
229 |
1,017 |
-69 |
| Dec10 |
100730 |
76.80 |
78.94 |
76.68 |
78.76 |
+1.85 |
8,768 |
113,666 |
+587 |
| Mar11 |
100730 |
75.25 |
76.50 |
75.25 |
76.29 |
+1.08 |
2,419 |
37,681 |
-120 |
| May11 |
100730 |
76.40 |
76.99 |
76.05 |
76.80 |
+1.00 |
100 |
1,398 |
-21 |
| Jul11 |
100730 |
77.14 |
77.70 |
77.08 |
77.47 |
+0.85 |
91 |
8,766 |
-53 |
| Oct11 |
100730 |
73.60 |
73.97 |
73.60 |
73.97 |
+0.88 |
2 |
8 |
+0 |
| Total Volume and Open Interest |
11,616 |
164,826 |
+328 |
| Lumber(CME) |
| Sep10 |
100730 |
203.7 |
209.0 |
202.4 |
209.0 |
+7.5 |
638 |
5,898 |
+9 |
| Nov10 |
100730 |
209.3 |
211.7 |
207.7 |
211.6 |
+2.0 |
394 |
2,660 |
+97 |
| Jan11 |
100730 |
226.5 |
228.9 |
226.5 |
228.9 |
+2.1 |
18 |
215 |
+3 |
| Mar11 |
100730 |
236.0 |
236.0 |
236.0 |
236.0 |
unch |
1 |
13 |
-1 |
| Total Volume and Open Interest |
1,051 |
8,789 |
+108 |
| Crude Oil(NYM) |
| Sep10 |
100730 |
78.25 |
79.05 |
76.83 |
78.95 |
+0.59 |
314,173 |
356,939 |
-25 |
| Oct10 |
100730 |
78.73 |
79.50 |
77.30 |
79.39 |
+0.56 |
92,258 |
99,337 |
+5,303 |
| Nov10 |
100730 |
79.25 |
80.07 |
77.94 |
79.95 |
+0.52 |
47,384 |
76,501 |
+8,854 |
| Dec10 |
100730 |
79.84 |
80.60 |
78.45 |
80.51 |
+0.52 |
65,079 |
198,993 |
-1,141 |
| Jan11 |
100730 |
80.22 |
81.06 |
79.12 |
81.06 |
+0.53 |
12,330 |
43,207 |
-1,395 |
| Feb11 |
100730 |
80.44 |
81.55 |
80.20 |
81.55 |
+0.51 |
8,361 |
19,076 |
+1,320 |
| Mar11 |
100730 |
81.16 |
82.02 |
80.00 |
82.00 |
+0.48 |
6,123 |
24,826 |
+917 |
| Apr11 |
100730 |
82.43 |
82.43 |
82.43 |
82.43 |
+0.46 |
1,788 |
11,690 |
+41 |
| May11 |
100730 |
80.98 |
82.83 |
80.98 |
82.83 |
+0.43 |
1,449 |
8,286 |
+49 |
| Jun11 |
100730 |
82.41 |
83.23 |
81.24 |
83.22 |
+0.41 |
7,060 |
46,387 |
-775 |
| Jul11 |
100730 |
83.41 |
83.70 |
83.41 |
83.59 |
+0.41 |
1,026 |
25,637 |
+313 |
| Aug11 |
100730 |
83.81 |
83.81 |
83.81 |
83.81 |
+0.41 |
482 |
7,614 |
-43 |
| Sep11 |
100730 |
83.98 |
83.98 |
83.98 |
83.98 |
+0.41 |
485 |
7,869 |
+57 |
| Oct11 |
100730 |
84.13 |
84.13 |
84.13 |
84.13 |
+0.41 |
426 |
4,872 |
+34 |
| Nov11 |
100730 |
84.28 |
84.28 |
84.28 |
84.28 |
+0.41 |
184 |
10,292 |
-14 |
| Dec11 |
100730 |
83.91 |
84.50 |
82.48 |
84.44 |
+0.41 |
13,228 |
99,506 |
-1,199 |
| Total Volume and Open Interest |
578,140 |
1,253,299 |
+13,270 |
| 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 |
100730 |
78.250 |
79.025 |
76.825 |
78.950 |
+0.600 |
9,547 |
3,925 |
+106 |
| Oct10 |
100730 |
78.600 |
79.500 |
77.375 |
79.400 |
+0.575 |
708 |
1,089 |
+208 |
| Nov10 |
100730 |
78.750 |
79.950 |
78.550 |
79.950 |
+0.525 |
150 |
96 |
-39 |
| Dec10 |
100730 |
78.800 |
80.500 |
78.500 |
80.500 |
+0.500 |
10 |
121 |
-2 |
| Jan11 |
100730 |
81.050 |
81.050 |
81.050 |
81.050 |
+0.525 |
1 |
8 |
+0 |
| Feb11 |
100730 |
81.550 |
81.550 |
81.550 |
81.550 |
+0.500 |
|
|
|
| Mar11 |
100730 |
82.000 |
82.000 |
82.000 |
82.000 |
+0.475 |
|
|
|
| Apr11 |
100730 |
82.425 |
82.425 |
82.425 |
82.425 |
+0.450 |
|
|
|
| Total Volume and Open Interest |
10,416 |
5,297 |
+273 |
| Heating Oil(NYM) |
| Aug10 |
100730 |
203.30 |
205.18 |
199.99 |
204.27 |
+0.55 |
19,602 |
13,241 |
-6,349 |
| Sep10 |
100730 |
206.88 |
209.25 |
203.14 |
208.81 |
+1.85 |
45,950 |
78,607 |
+1,624 |
| Oct10 |
100730 |
209.15 |
212.00 |
205.90 |
211.53 |
+1.83 |
10,711 |
35,472 |
+1,749 |
| Nov10 |
100730 |
211.05 |
214.53 |
208.81 |
214.25 |
+1.76 |
5,527 |
29,796 |
+2,159 |
| Dec10 |
100730 |
214.71 |
217.20 |
211.36 |
216.87 |
+1.74 |
7,379 |
34,893 |
+225 |
| Jan11 |
100730 |
216.50 |
219.60 |
214.18 |
219.46 |
+1.70 |
2,741 |
25,745 |
+176 |
| Feb11 |
100730 |
217.30 |
221.50 |
216.00 |
221.39 |
+1.70 |
893 |
11,800 |
+248 |
| Mar11 |
100730 |
217.00 |
222.31 |
217.00 |
222.31 |
+1.70 |
559 |
10,413 |
+44 |
| Apr11 |
100730 |
220.00 |
222.13 |
217.50 |
222.13 |
+1.57 |
93 |
6,329 |
+1 |
| May11 |
100730 |
217.97 |
222.13 |
217.94 |
222.13 |
+1.48 |
80 |
6,565 |
+11 |
| Jun11 |
100730 |
220.20 |
222.63 |
218.00 |
222.43 |
+1.37 |
632 |
19,918 |
+115 |
| Jul11 |
100730 |
222.00 |
223.85 |
222.00 |
223.85 |
+1.34 |
55 |
2,157 |
+12 |
| Total Volume and Open Interest |
94,809 |
295,023 |
+88 |
| Gasoline(NYMEX) |
| Aug10 |
100730 |
208.47 |
212.25 |
206.05 |
210.66 |
+0.92 |
25,868 |
15,259 |
-6,260 |
| Sep10 |
100730 |
210.04 |
212.50 |
206.20 |
212.24 |
+2.14 |
47,924 |
97,832 |
-208 |
| Oct10 |
100730 |
199.80 |
202.75 |
196.42 |
202.27 |
+1.98 |
18,125 |
39,559 |
+2,032 |
| Nov10 |
100730 |
198.24 |
201.22 |
195.36 |
201.07 |
+1.82 |
10,645 |
34,132 |
+264 |
| Dec10 |
100730 |
199.00 |
201.49 |
195.72 |
201.32 |
+1.68 |
10,314 |
22,419 |
+1,966 |
| Jan11 |
100730 |
200.27 |
203.12 |
197.68 |
203.12 |
+1.57 |
1,857 |
9,695 |
-244 |
| Feb11 |
100730 |
202.68 |
205.42 |
202.50 |
205.21 |
+1.47 |
242 |
3,809 |
+39 |
| Mar11 |
100730 |
205.70 |
207.55 |
203.87 |
207.55 |
+1.43 |
233 |
3,366 |
+70 |
| Apr11 |
100730 |
216.00 |
219.90 |
214.89 |
219.90 |
+1.53 |
337 |
5,674 |
+7 |
| May11 |
100730 |
218.32 |
220.85 |
218.32 |
220.85 |
+1.48 |
20 |
3,627 |
+0 |
| Total Volume and Open Interest |
115,586 |
246,798 |
-2,335 |
| e-miNY RBOB Gasoline(NYM) |
| Sep10 |
100730 |
212.20 |
212.24 |
212.20 |
212.20 |
+2.10 |
0 |
1 |
+0 |
| Oct10 |
100730 |
202.30 |
202.30 |
202.27 |
202.30 |
+2.00 |
0 |
1 |
+0 |
| Nov10 |
100730 |
201.10 |
201.10 |
201.07 |
201.10 |
+1.80 |
0 |
1 |
+0 |
| Dec10 |
100730 |
201.30 |
201.32 |
201.30 |
201.30 |
+1.70 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
10 |
+0 |
| Natural Gas(NYM) |
| Sep10 |
100730 |
4.828 |
4.937 |
4.784 |
4.923 |
+0.096 |
159,054 |
196,714 |
+4,908 |
| Oct10 |
100730 |
4.847 |
4.948 |
4.806 |
4.933 |
+0.085 |
63,599 |
96,923 |
-900 |
| Nov10 |
100730 |
5.010 |
5.081 |
4.973 |
5.072 |
+0.063 |
32,462 |
69,740 |
+2,587 |
| Dec10 |
100730 |
5.210 |
5.270 |
5.161 |
5.259 |
+0.054 |
22,357 |
42,189 |
+1,776 |
| Jan11 |
100730 |
5.342 |
5.402 |
5.292 |
5.390 |
+0.055 |
33,619 |
67,536 |
+454 |
| Feb11 |
100730 |
5.305 |
5.369 |
5.267 |
5.356 |
+0.053 |
4,033 |
18,991 |
+716 |
| Mar11 |
100730 |
5.174 |
5.261 |
5.168 |
5.253 |
+0.057 |
13,323 |
53,673 |
+2,920 |
| Apr11 |
100730 |
4.980 |
5.070 |
4.970 |
5.058 |
+0.070 |
12,267 |
47,726 |
+2,618 |
| May11 |
100730 |
4.991 |
5.078 |
4.991 |
5.069 |
+0.069 |
2,516 |
21,528 |
+436 |
| Jun11 |
100730 |
5.029 |
5.111 |
5.012 |
5.099 |
+0.069 |
869 |
7,952 |
+99 |
| Jul11 |
100730 |
5.060 |
5.163 |
5.060 |
5.147 |
+0.071 |
752 |
6,831 |
-69 |
| Aug11 |
100730 |
5.119 |
5.203 |
5.104 |
5.187 |
+0.071 |
995 |
7,042 |
+222 |
| Sep11 |
100730 |
5.120 |
5.217 |
5.120 |
5.208 |
+0.072 |
1,045 |
6,110 |
+257 |
| Oct11 |
100730 |
5.200 |
5.291 |
5.200 |
5.284 |
+0.071 |
3,391 |
20,633 |
+771 |
| Nov11 |
100730 |
5.399 |
5.485 |
5.395 |
5.472 |
+0.071 |
230 |
5,686 |
+40 |
| Dec11 |
100730 |
5.628 |
5.705 |
5.616 |
5.695 |
+0.071 |
136 |
11,849 |
+28 |
| Total Volume and Open Interest |
355,019 |
772,776 |
+8,747 |
| Brent Crude Oil(ICE) |
| Sep10 |
100730 |
77.42 |
78.31 |
76.20 |
78.18 |
+0.59 |
151,762 |
193,338 |
-3,250 |
| Oct10 |
100730 |
77.75 |
78.61 |
76.44 |
78.48 |
+0.59 |
64,047 |
156,435 |
-226 |
| Nov10 |
100730 |
78.26 |
79.18 |
76.97 |
79.05 |
+0.61 |
25,773 |
48,150 |
+433 |
| Dec10 |
100730 |
78.85 |
79.81 |
77.55 |
79.66 |
+0.63 |
40,225 |
122,133 |
+364 |
| Jan11 |
100730 |
79.34 |
80.33 |
78.26 |
80.20 |
+0.63 |
7,118 |
25,060 |
-2,075 |
| Feb11 |
100730 |
79.87 |
80.88 |
78.80 |
80.75 |
+0.63 |
5,396 |
17,894 |
-55 |
| Mar11 |
100730 |
80.41 |
81.42 |
79.42 |
81.30 |
+0.63 |
4,753 |
13,636 |
+211 |
| Apr11 |
100730 |
80.92 |
81.93 |
79.93 |
81.81 |
+0.61 |
2,039 |
11,746 |
-129 |
| May11 |
100730 |
81.37 |
82.27 |
80.40 |
82.27 |
+0.59 |
1,526 |
16,549 |
+227 |
| Jun11 |
100730 |
81.79 |
82.81 |
80.81 |
82.68 |
+0.57 |
5,601 |
24,536 |
+639 |
| Jul11 |
100730 |
81.96 |
83.08 |
81.78 |
83.08 |
+0.56 |
634 |
8,380 |
-135 |
| Aug11 |
100730 |
83.39 |
83.39 |
83.39 |
83.39 |
+0.55 |
441 |
3,971 |
+111 |
| Sep11 |
100730 |
83.63 |
83.63 |
83.63 |
83.63 |
+0.55 |
511 |
5,290 |
+218 |
| Oct11 |
100730 |
83.83 |
83.83 |
83.83 |
83.83 |
+0.55 |
287 |
3,496 |
-68 |
| Total Volume and Open Interest |
322,108 |
776,506 |
-4,075 |
| Gas Oil(ICE) |
| Aug10 |
100730 |
650.25 |
658.00 |
640.75 |
648.25 |
-2.25 |
46,515 |
92,634 |
-8,494 |
| Sep10 |
100730 |
657.00 |
664.50 |
646.75 |
654.75 |
-2.00 |
70,728 |
100,441 |
-3,357 |
| Oct10 |
100730 |
662.00 |
669.75 |
652.75 |
660.50 |
-2.00 |
34,647 |
65,334 |
+8,996 |
| Nov10 |
100730 |
666.50 |
674.25 |
657.00 |
665.00 |
-2.00 |
5,919 |
36,523 |
+1,828 |
| Dec10 |
100730 |
671.00 |
678.50 |
661.00 |
669.00 |
-2.00 |
17,015 |
89,473 |
-912 |
| Jan11 |
100730 |
674.00 |
682.00 |
668.50 |
673.75 |
-2.00 |
4,107 |
38,882 |
-155 |
| Feb11 |
100730 |
687.00 |
687.75 |
678.25 |
678.25 |
-2.25 |
2,070 |
23,443 |
+1,114 |
| Mar11 |
100730 |
682.50 |
682.50 |
676.50 |
682.25 |
-2.25 |
1,203 |
14,610 |
+1 |
| Apr11 |
100730 |
680.50 |
695.00 |
680.50 |
685.75 |
-2.25 |
816 |
14,116 |
+10 |
| May11 |
100730 |
688.75 |
688.75 |
688.75 |
688.75 |
-2.25 |
575 |
16,244 |
+260 |
| Total Volume and Open Interest |
190,582 |
621,624 |
+878 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100730 |
1.700 |
1.706 |
1.690 |
1.702 |
+0.036 |
119 |
143 |
-62 |
| Sep10 |
100730 |
1.645 |
1.670 |
1.645 |
1.666 |
+0.031 |
118 |
1,221 |
+25 |
| Oct10 |
100730 |
1.645 |
1.660 |
1.645 |
1.653 |
+0.026 |
48 |
1,268 |
-13 |
| Nov10 |
100730 |
1.650 |
1.654 |
1.645 |
1.650 |
+0.028 |
35 |
985 |
+19 |
| Dec10 |
100730 |
1.661 |
1.665 |
1.653 |
1.660 |
+0.029 |
58 |
1,933 |
+17 |
| Jan11 |
100730 |
1.665 |
1.666 |
1.660 |
1.661 |
+0.026 |
35 |
1,341 |
+5 |
| Feb11 |
100730 |
1.684 |
1.684 |
1.679 |
1.680 |
+0.020 |
23 |
755 |
+16 |
| Total Volume and Open Interest |
921 |
11,761 |
-44 |
| WTI Crude Oil(ICE |
| Sep10 |
100730 |
78.23 |
79.05 |
76.81 |
78.95 |
+0.59 |
95,946 |
100,663 |
-2,577 |
| Oct10 |
100730 |
78.70 |
79.46 |
77.30 |
79.39 |
+0.56 |
38,374 |
64,702 |
-18 |
| Nov10 |
100730 |
79.29 |
80.03 |
77.94 |
79.95 |
+0.52 |
17,357 |
24,472 |
+2,209 |
| Dec10 |
100730 |
79.90 |
80.59 |
78.44 |
80.51 |
+0.52 |
19,309 |
85,289 |
-843 |
| Jan11 |
100730 |
80.20 |
81.06 |
79.68 |
81.06 |
+0.53 |
1,998 |
19,732 |
-259 |
| Feb11 |
100730 |
80.25 |
81.55 |
80.25 |
81.55 |
+0.51 |
857 |
11,454 |
-68 |
| Mar11 |
100730 |
80.70 |
82.00 |
80.70 |
82.00 |
+0.48 |
1,279 |
8,868 |
-370 |
| Apr11 |
100730 |
82.24 |
82.43 |
82.24 |
82.43 |
+0.46 |
326 |
4,982 |
+26 |
| May11 |
100730 |
82.63 |
82.83 |
82.63 |
82.83 |
+0.43 |
277 |
4,158 |
+38 |
| Jun11 |
100730 |
82.53 |
83.22 |
82.53 |
83.22 |
+0.41 |
1,490 |
21,584 |
-87 |
| Jul11 |
100730 |
83.59 |
83.59 |
83.59 |
83.59 |
+0.41 |
222 |
10,626 |
+74 |
| Aug11 |
100730 |
83.81 |
83.81 |
83.81 |
83.81 |
+0.41 |
37 |
2,569 |
+29 |
| Sep11 |
100730 |
83.98 |
83.98 |
83.98 |
83.98 |
+0.41 |
9 |
2,795 |
-2 |
| Oct11 |
100730 |
84.13 |
84.13 |
84.13 |
84.13 |
+0.41 |
11 |
2,381 |
+0 |
| Nov11 |
100730 |
84.28 |
84.28 |
84.28 |
84.28 |
+0.41 |
15 |
6,409 |
+1 |
| Dec11 |
100730 |
82.81 |
84.44 |
82.40 |
84.44 |
+0.41 |
3,576 |
49,714 |
-519 |
| Total Volume and Open Interest |
182,102 |
482,923 |
-2,403 |
| US Dollar Index(ICE) |
| Sep10 |
100730 |
81.760 |
82.080 |
81.565 |
81.655 |
-0.100 |
14,000 |
22,088 |
+190 |
| Dec10 |
100730 |
82.150 |
82.200 |
81.970 |
81.970 |
-0.110 |
12 |
656 |
-2 |
| Mar11 |
100730 |
82.330 |
82.330 |
82.330 |
82.330 |
-0.110 |
|
|
|
| Total Volume and Open Interest |
14,012 |
22,745 |
+188 |
| Australian Dollar(CME) |
| Sep10 |
100730 |
89.64 |
90.23 |
89.21 |
89.89 |
+0.19 |
92,717 |
86,243 |
-2,097 |
| Dec10 |
100730 |
88.69 |
89.24 |
88.38 |
88.92 |
+0.19 |
482 |
823 |
-70 |
| Mar11 |
100730 |
87.94 |
87.94 |
87.75 |
87.94 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
93,199 |
87,222 |
-2,167 |
| British Pound(CME) |
| Sep10 |
100730 |
156.10 |
157.19 |
155.48 |
156.93 |
+0.78 |
91,937 |
124,996 |
+2,920 |
| Dec10 |
100730 |
156.06 |
157.12 |
155.79 |
156.86 |
+0.78 |
76 |
507 |
+18 |
| Mar11 |
100730 |
156.76 |
156.76 |
155.98 |
156.76 |
+0.78 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
92,013 |
125,508 |
+2,938 |
| Canadian Dollar(CME) |
| Sep10 |
100730 |
96.49 |
97.38 |
96.32 |
97.11 |
+0.62 |
67,962 |
80,951 |
+702 |
| Dec10 |
100730 |
96.41 |
97.18 |
96.19 |
96.94 |
+0.62 |
710 |
3,865 |
-201 |
| Mar11 |
100730 |
96.68 |
96.74 |
96.12 |
96.74 |
+0.62 |
11 |
498 |
+6 |
| Jun11 |
100730 |
96.40 |
96.70 |
95.86 |
96.52 |
+0.62 |
10 |
294 |
+10 |
| Total Volume and Open Interest |
68,695 |
85,640 |
+519 |
| Japanese Yen(CME) |
| Sep10 |
100730 |
115.14 |
116.40 |
115.06 |
115.85 |
+0.79 |
118,637 |
120,555 |
-3,354 |
| Dec10 |
100730 |
115.45 |
116.41 |
115.17 |
115.96 |
+0.79 |
333 |
558 |
-90 |
| Mar11 |
100730 |
116.22 |
116.22 |
115.31 |
116.10 |
+0.79 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
118,970 |
121,151 |
-3,444 |
| Swiss Franc(CME) |
| Sep10 |
100730 |
96.07 |
96.55 |
95.58 |
96.20 |
+0.25 |
42,786 |
55,137 |
-377 |
| Dec10 |
100730 |
96.16 |
96.61 |
95.83 |
96.30 |
+0.26 |
137 |
269 |
+70 |
| Mar11 |
100730 |
96.39 |
96.39 |
96.13 |
96.39 |
+0.26 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
42,923 |
55,415 |
-307 |
| EuroFX(CME) |
| Sep10 |
100730 |
130.77 |
130.94 |
129.80 |
130.54 |
-0.22 |
219,732 |
226,562 |
-3,240 |
| Dec10 |
100730 |
130.68 |
130.85 |
129.80 |
130.49 |
-0.21 |
561 |
2,137 |
-1 |
| Mar11 |
100730 |
130.18 |
130.63 |
130.18 |
130.43 |
-0.20 |
1 |
246 |
+0 |
| Total Volume and Open Interest |
220,294 |
228,952 |
-3,241 |
| Mexican Peso(CME) |
| Aug10 |
100730 |
788.5 |
788.5 |
786.8 |
788.5 |
+1.8 |
|
|
|
| Sep10 |
100730 |
782.5 |
789.0 |
780.0 |
785.8 |
+1.8 |
15,892 |
82,223 |
+2,508 |
| Total Volume and Open Interest |
15,902 |
82,720 |
+2,511 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100730 |
127~140 |
128~240 |
127~140 |
128~230 |
+1~270 |
|
|
|
| Dec10 |
100730 |
125~180 |
127~110 |
125~150 |
127~100 |
+1~270 |
474 |
2,208 |
-98 |
| Mar11 |
100730 |
126~000 |
126~000 |
124~050 |
126~000 |
+1~270 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
290,476 |
683,863 |
-7,727 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100730 |
123~075 |
123~285 |
123~065 |
123~260 |
+0~230 |
1,060,425 |
1,845,059 |
+23,170 |
| Dec10 |
100730 |
122~150 |
122~310 |
122~060 |
122~295 |
+0~235 |
2,725 |
11,301 |
+1,317 |
| Mar11 |
100730 |
121~245 |
121~245 |
121~000 |
121~245 |
+0~245 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
1,063,150 |
1,856,460 |
+24,487 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100730 |
119~065 |
119~110 |
119~064 |
119~106 |
+0~058 |
503,149 |
986,693 |
+50,684 |
| Dec10 |
100730 |
118~057 |
118~126 |
118~057 |
118~123 |
+0~065 |
1,084 |
2,799 |
+666 |
| Mar11 |
100730 |
118~001 |
118~001 |
117~064 |
118~001 |
+0~065 |
|
|
|
| Total Volume and Open Interest |
504,233 |
989,492 |
+51,350 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100730 |
54~100 |
54~100 |
54~100 |
54~100 |
+0~006 |
|
|
|
| Dec10 |
100730 |
109~044 |
109~044 |
109~031 |
109~044 |
+0~013 |
893 |
1,135 |
+814 |
| Mar11 |
100730 |
109~016 |
109~016 |
109~002 |
109~016 |
+0~014 |
|
|
|
| Total Volume and Open Interest |
204,684 |
796,210 |
-5,130 |
| Eurodollars(CME) |
| Sep10 |
100730 |
99.590 |
99.610 |
99.580 |
99.590 |
+0.005 |
154,874 |
926,404 |
-659 |
| Dec10 |
100730 |
99.535 |
99.575 |
99.530 |
99.555 |
+0.015 |
138,838 |
1,178,761 |
-2,621 |
| Mar11 |
100730 |
99.455 |
99.505 |
99.445 |
99.490 |
+0.035 |
114,936 |
1,015,597 |
+6,384 |
| Jun11 |
100730 |
99.330 |
99.390 |
99.325 |
99.375 |
+0.045 |
151,504 |
932,579 |
+21,018 |
| Sep11 |
100730 |
99.175 |
99.240 |
99.170 |
99.225 |
+0.055 |
186,811 |
998,298 |
+19,094 |
| Dec11 |
100730 |
98.975 |
99.045 |
98.975 |
99.030 |
+0.060 |
157,935 |
678,605 |
+1,488 |
| Mar12 |
100730 |
98.790 |
98.860 |
98.790 |
98.845 |
+0.065 |
110,887 |
459,518 |
+2,850 |
| Jun12 |
100730 |
98.595 |
98.665 |
98.595 |
98.645 |
+0.070 |
111,173 |
363,689 |
+11,408 |
| Sep12 |
100730 |
98.405 |
98.470 |
98.400 |
98.450 |
+0.075 |
40,575 |
261,702 |
+4,098 |
| Dec12 |
100730 |
98.180 |
98.260 |
98.180 |
98.240 |
+0.085 |
39,338 |
179,275 |
+1,557 |
| Mar13 |
100730 |
97.995 |
98.080 |
97.995 |
98.060 |
+0.095 |
34,815 |
215,537 |
+2,106 |
| Jun13 |
100730 |
97.795 |
97.880 |
97.780 |
97.855 |
+0.105 |
25,792 |
129,786 |
-766 |
| Sep13 |
100730 |
97.575 |
97.675 |
97.565 |
97.655 |
+0.115 |
14,248 |
94,686 |
+748 |
| Dec13 |
100730 |
97.355 |
97.460 |
97.355 |
97.440 |
+0.120 |
13,222 |
72,187 |
+1,496 |
| Mar14 |
100730 |
97.165 |
97.270 |
97.160 |
97.250 |
+0.125 |
8,215 |
52,268 |
+59 |
| Jun14 |
100730 |
96.960 |
97.065 |
96.955 |
97.045 |
+0.125 |
8,194 |
49,780 |
+355 |
| Sep14 |
100730 |
96.760 |
96.860 |
96.755 |
96.845 |
+0.125 |
4,300 |
29,595 |
+551 |
| Dec14 |
100730 |
96.555 |
96.660 |
96.555 |
96.640 |
+0.120 |
3,876 |
48,067 |
+354 |
| Total Volume and Open Interest |
1,336,537 |
7,846,246 |
+73,774 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100730 |
99.817 |
99.817 |
99.815 |
99.817 |
unch |
1,855 |
54,646 |
-660 |
| Aug10 |
100730 |
99.810 |
99.810 |
99.805 |
99.810 |
unch |
2,145 |
72,457 |
+350 |
| Sep10 |
100730 |
99.805 |
99.810 |
99.805 |
99.810 |
unch |
2,316 |
56,482 |
+399 |
| Oct10 |
100730 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
1,112 |
66,254 |
+334 |
| Nov10 |
100730 |
99.810 |
99.810 |
99.805 |
99.805 |
unch |
1,983 |
82,095 |
-344 |
| Dec10 |
100730 |
99.805 |
99.815 |
99.805 |
99.805 |
unch |
1,186 |
66,875 |
+117 |
| Total Volume and Open Interest |
25,056 |
631,190 |
-1,405 |
| 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 |
100730 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.005 |
0 |
989 |
+0 |
| Dec10 |
100730 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.007 |
0 |
542 |
+0 |
| Mar11 |
100730 |
99.702 |
99.702 |
99.702 |
99.702 |
+0.007 |
0 |
367 |
+0 |
| Jun11 |
100730 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.015 |
|
|
|
| Sep11 |
100730 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.015 |
|
|
|
| Dec11 |
100730 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.015 |
|
|
|
| Mar12 |
100730 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.015 |
|
|
|
| Jun12 |
100730 |
99.710 |
99.710 |
99.710 |
99.710 |
+0.015 |
|
|
|
| Sep12 |
100730 |
99.770 |
99.770 |
99.770 |
99.770 |
+0.015 |
|
|
|
| Dec12 |
100730 |
99.465 |
99.465 |
99.465 |
99.465 |
+0.015 |
|
|
|
| Total Volume and Open Interest |
0 |
1,898 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100730 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
107 |
3,355 |
+1 |
| Dec10 |
100730 |
99.68 |
99.69 |
99.68 |
99.69 |
+0.01 |
0 |
1,597 |
+75 |
| Mar11 |
100730 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
0 |
2,043 |
+82 |
| Jun11 |
100730 |
99.69 |
99.71 |
99.69 |
99.71 |
+0.01 |
229 |
1,905 |
+103 |
| Sep11 |
100730 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
108 |
+0 |
| Dec11 |
100730 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
106 |
+0 |
| Mar12 |
100730 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.02 |
0 |
305 |
+0 |
| Jun12 |
100730 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
336 |
10,485 |
+261 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100730 |
141.74 |
141.94 |
141.71 |
141.89 |
+0.42 |
909 |
20,623 |
-234 |
| Dec10 |
100730 |
141.14 |
141.14 |
141.14 |
141.14 |
+0.21 |
1 |
32 |
+0 |
| Mar11 |
100730 |
139.05 |
139.05 |
139.05 |
139.05 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
1,497 |
20,912 |
+257 |
| Euro-Bund(EUREX) |
| Sep10 |
100728 |
127.63 |
128.05 |
127.45 |
127.81 |
+0.12 |
599,393 |
868,990 |
+7,923 |
| Dec10 |
100730 |
126.93 |
127.19 |
126.82 |
127.10 |
+0.47 |
79 |
2,072 |
-21 |
| Mar11 |
100730 |
127.20 |
127.20 |
127.20 |
127.20 |
+0.49 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
715,559 |
890,010 |
+11,801 |
| Euro-Bobl(EUREX) |
| Sep10 |
100730 |
119.89 |
120.12 |
119.78 |
120.03 |
+0.31 |
420,349 |
676,539 |
-1,046 |
| Dec10 |
100730 |
118.63 |
118.76 |
118.63 |
118.75 |
+0.35 |
1,640 |
18,001 |
+1,610 |
| Mar11 |
100730 |
118.03 |
118.03 |
118.03 |
118.03 |
+0.31 |
|
|
|
| Total Volume and Open Interest |
421,989 |
694,540 |
+564 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100730 |
99.045 |
99.065 |
99.045 |
99.065 |
+0.030 |
159 |
3,325 |
+159 |
| Dec10 |
100730 |
98.945 |
99.000 |
98.945 |
98.995 |
+0.055 |
15 |
2,131 |
+0 |
| Mar11 |
100730 |
98.865 |
98.910 |
98.865 |
98.910 |
+0.060 |
24 |
1,264 |
+4 |
| Total Volume and Open Interest |
209 |
10,498 |
+163 |
| Long Gilt(LIFFE) |
| Sep10 |
100730 |
120~24 |
121~20 |
120~23 |
121~16 |
+0~04 |
81,287 |
285,361 |
+7,508 |
| Dec10 |
100730 |
120~04 |
120~04 |
120~04 |
120~04 |
+0~29 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
87,267 |
283,420 |
-2,592 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100730 |
99.23 |
99.24 |
99.22 |
99.24 |
+0.01 |
19,476 |
341,975 |
+745 |
| Dec10 |
100730 |
99.17 |
99.19 |
99.15 |
99.18 |
+0.03 |
44,662 |
448,471 |
+4,225 |
| Mar11 |
100730 |
99.04 |
99.08 |
99.02 |
99.06 |
+0.05 |
57,614 |
293,238 |
+5,913 |
| Jun11 |
100730 |
98.87 |
98.94 |
98.86 |
98.91 |
+0.07 |
75,638 |
286,593 |
+328 |
| Sep11 |
100730 |
98.68 |
98.76 |
98.67 |
98.74 |
+0.09 |
74,864 |
337,186 |
+1,434 |
| Dec11 |
100730 |
98.46 |
98.55 |
98.45 |
98.52 |
+0.10 |
81,105 |
263,247 |
-3,550 |
| Total Volume and Open Interest |
479,355 |
2,406,270 |
+2,212 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100730 |
99.040 |
99.075 |
99.035 |
99.065 |
+0.030 |
90,293 |
587,281 |
-3,409 |
| Dec10 |
100730 |
98.950 |
99.005 |
98.935 |
98.990 |
+0.050 |
107,387 |
506,081 |
+183 |
| Mar11 |
100730 |
98.860 |
98.930 |
98.850 |
98.910 |
+0.065 |
75,127 |
454,765 |
-9,002 |
| Total Volume and Open Interest |
743,510 |
3,249,207 |
-25,733 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100730 |
95.19 |
95.22 |
95.17 |
95.22 |
+0.03 |
18,206 |
263,084 |
-12,288 |
| Dec10 |
100730 |
95.10 |
95.17 |
95.09 |
95.17 |
+0.06 |
30,316 |
221,471 |
-1,824 |
| Mar11 |
100730 |
95.03 |
95.10 |
95.02 |
95.10 |
+0.06 |
11,440 |
88,559 |
+479 |
| Jun11 |
100730 |
94.97 |
95.06 |
94.95 |
95.05 |
+0.07 |
6,003 |
67,688 |
+520 |
| Sep11 |
100730 |
94.93 |
95.02 |
94.91 |
95.02 |
+0.08 |
2,638 |
39,589 |
-36 |
| Dec11 |
100730 |
94.86 |
94.98 |
94.86 |
94.98 |
+0.08 |
1,178 |
28,771 |
-294 |
| Mar12 |
100730 |
94.82 |
94.96 |
94.82 |
94.96 |
+0.09 |
1,229 |
26,856 |
+118 |
| Jun12 |
100730 |
94.79 |
94.93 |
94.79 |
94.93 |
+0.09 |
1,131 |
11,638 |
-1,059 |
| Sep12 |
100730 |
94.92 |
94.92 |
94.92 |
94.92 |
+0.08 |
504 |
2,420 |
+205 |
| Dec12 |
100730 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.08 |
400 |
978 |
-350 |
| Total Volume and Open Interest |
73,045 |
752,013 |
-14,529 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100730 |
94.75 |
94.82 |
94.73 |
94.81 |
+0.05 |
32,821 |
384,021 |
-6,881 |
| Dec10 |
100730 |
94.80 |
94.80 |
94.80 |
94.80 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
32,821 |
384,021 |
-6,881 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100730 |
95.27 |
95.37 |
95.25 |
95.36 |
+0.08 |
107,763 |
641,358 |
-18,245 |
| Dec10 |
100730 |
95.31 |
95.31 |
95.31 |
95.31 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
107,763 |
641,358 |
-18,245 |
| Gold(CMX) |
| Aug10 |
100730 |
1168.2 |
1183.1 |
1165.8 |
1181.7 |
+13.3 |
206,828 |
35,049 |
-61,257 |
| Oct10 |
100730 |
1169.0 |
1184.2 |
1166.8 |
1182.4 |
+12.6 |
34,480 |
42,663 |
+7,511 |
| Dec10 |
100730 |
1170.8 |
1185.8 |
1168.0 |
1183.9 |
+12.7 |
177,767 |
317,956 |
+32,861 |
| Feb11 |
100730 |
1170.2 |
1185.9 |
1170.2 |
1185.4 |
+12.7 |
1,470 |
19,071 |
-731 |
| Apr11 |
100730 |
1177.9 |
1186.8 |
1177.9 |
1186.8 |
+12.7 |
125 |
17,426 |
-18 |
| Jun11 |
100730 |
524.6 |
533.0 |
521.6 |
532.7 |
+12.7 |
289 |
16,288 |
+34 |
| Aug11 |
100730 |
1189.6 |
1189.6 |
1189.6 |
1189.6 |
+12.7 |
16 |
8,084 |
+5 |
| Oct11 |
100730 |
1191.3 |
1191.3 |
1191.3 |
1191.3 |
+12.7 |
20 |
6,895 |
+16 |
| Dec11 |
100730 |
1180.8 |
1193.4 |
1180.8 |
1193.2 |
+12.6 |
256 |
13,481 |
-84 |
| Feb12 |
100730 |
1195.3 |
1195.3 |
1195.3 |
1195.3 |
+12.4 |
91 |
6,477 |
-91 |
| Apr12 |
100730 |
1197.7 |
1197.7 |
1197.7 |
1197.7 |
+12.3 |
105 |
6,211 |
-8 |
| Jun12 |
100730 |
1200.5 |
1200.5 |
1200.5 |
1200.5 |
+12.3 |
152 |
8,072 |
+35 |
| Total Volume and Open Interest |
424,315 |
538,171 |
-21,895 |
| Silver(CMX) |
| Sep10 |
100730 |
1763.5 |
1812.5 |
1753.0 |
1800.3 |
+38.6 |
34,905 |
59,422 |
-391 |
| Dec10 |
100730 |
1760.5 |
1817.0 |
1759.0 |
1805.4 |
+38.6 |
8,360 |
29,241 |
+1,034 |
| Mar11 |
100730 |
1770.0 |
1809.5 |
1770.0 |
1809.5 |
+38.7 |
1,146 |
9,911 |
+288 |
| May11 |
100730 |
1800.0 |
1815.5 |
1799.0 |
1811.7 |
+38.7 |
17 |
7,750 |
-7 |
| Jul11 |
100730 |
1820.0 |
1820.0 |
1813.7 |
1813.7 |
+38.9 |
10 |
3,926 |
-1 |
| Sep11 |
100730 |
1815.9 |
1815.9 |
1815.9 |
1815.9 |
+39.1 |
10 |
487 |
-8 |
| Dec11 |
100730 |
1816.0 |
1819.0 |
1816.0 |
1818.9 |
+39.3 |
14 |
3,658 |
-1 |
| Total Volume and Open Interest |
44,606 |
118,103 |
+733 |
| Platinum(NYMEX) |
| Oct10 |
100730 |
1562.6 |
1579.0 |
1554.0 |
1576.8 |
+13.4 |
1,609 |
27,758 |
-95 |
| Jan11 |
100730 |
1560.7 |
1580.8 |
1558.8 |
1580.8 |
+13.6 |
37 |
1,066 |
+15 |
| Apr11 |
100730 |
1586.3 |
1586.3 |
1586.3 |
1586.3 |
+13.6 |
0 |
6 |
+0 |
| Jul11 |
100730 |
1586.3 |
1586.3 |
1586.3 |
1586.3 |
+13.6 |
|
|
|
| Total Volume and Open Interest |
1,654 |
28,842 |
-129 |
| Palladium(NYMEX) |
| Sep10 |
100730 |
487.45 |
500.95 |
485.00 |
500.00 |
+8.80 |
1,016 |
19,005 |
-217 |
| Dec10 |
100730 |
488.80 |
501.95 |
488.80 |
501.95 |
+8.80 |
34 |
953 |
+21 |
| Mar11 |
100730 |
492.00 |
502.70 |
492.00 |
502.70 |
+8.80 |
0 |
39 |
+0 |
| Total Volume and Open Interest |
1,050 |
20,004 |
-197 |
| Copper(CMX) |
| Sep10 |
100730 |
327.85 |
331.65 |
324.70 |
331.15 |
+2.15 |
31,310 |
74,741 |
+405 |
| Dec10 |
100730 |
329.75 |
333.65 |
327.25 |
333.20 |
+2.05 |
3,481 |
30,415 |
+1,731 |
| Mar11 |
100730 |
329.75 |
334.05 |
329.75 |
334.05 |
+2.05 |
543 |
11,137 |
-350 |
| May11 |
100730 |
331.05 |
334.35 |
331.05 |
334.35 |
+2.05 |
33 |
1,350 |
+17 |
| Jul11 |
100730 |
334.45 |
334.45 |
334.45 |
334.45 |
+2.05 |
12 |
2,768 |
-9 |
| Total Volume and Open Interest |
37,691 |
138,005 |
+1,996 |
| DJIA Index(CBOT) |
| Sep10 |
100730 |
10409 |
10450 |
10297 |
10417 |
+8 |
119 |
8,142 |
+25 |
| Dec10 |
100730 |
10351 |
10351 |
10344 |
10351 |
+7 |
0 |
8 |
+0 |
| Mar11 |
100730 |
10292 |
10292 |
10288 |
10292 |
+4 |
|
|
|
| Jun11 |
100730 |
10237 |
10237 |
10228 |
10237 |
+9 |
|
|
|
| Total Volume and Open Interest |
119 |
8,150 |
+25 |
| S & P 500(CME) |
| Sep10 |
100730 |
1096.50 |
1103.20 |
1083.60 |
1098.30 |
+1.30 |
15,081 |
304,602 |
-629 |
| Dec10 |
100730 |
1081.20 |
1098.80 |
1081.20 |
1093.60 |
+1.30 |
6 |
5,750 |
+0 |
| Mar11 |
100730 |
1088.90 |
1094.20 |
1076.70 |
1088.90 |
+1.20 |
0 |
833 |
+0 |
| Jun11 |
100730 |
1084.80 |
1090.20 |
1072.70 |
1084.80 |
+1.10 |
0 |
182 |
+0 |
| Total Volume and Open Interest |
15,087 |
311,367 |
-629 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100730 |
1096.25 |
1103.50 |
1083.50 |
1098.25 |
+1.25 |
1,641,500 |
2,746,022 |
-12,770 |
| Dec10 |
100730 |
1092.50 |
1098.50 |
1079.50 |
1093.50 |
+1.25 |
601 |
21,481 |
+48 |
| Total Volume and Open Interest |
1,642,101 |
2,767,732 |
-12,722 |
| NASDAQ 100(CME) |
| Sep10 |
100730 |
1858.00 |
1873.00 |
1831.00 |
1862.30 |
+5.00 |
815 |
13,457 |
+54 |
| Dec10 |
100730 |
1860.00 |
1861.00 |
1833.00 |
1860.00 |
+5.00 |
2 |
18 |
+2 |
| Mar11 |
100730 |
1857.50 |
1858.50 |
1857.50 |
1857.50 |
+5.00 |
|
|
|
| Total Volume and Open Interest |
817 |
13,475 |
+56 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100730 |
1857.00 |
1873.50 |
1831.50 |
1862.30 |
+5.00 |
253,384 |
331,519 |
+7,837 |
| Dec10 |
100730 |
1854.30 |
1868.50 |
1831.30 |
1860.00 |
+5.00 |
48 |
254 |
+9 |
| Total Volume and Open Interest |
253,435 |
331,778 |
+7,846 |
| S & P Midcap 400(CME) |
| Sep10 |
100730 |
758.80 |
761.00 |
744.50 |
758.80 |
+3.70 |
1 |
2,368 |
-4 |
| Dec10 |
100730 |
756.80 |
756.80 |
756.80 |
756.80 |
+3.70 |
|
|
|
| Mar11 |
100730 |
754.80 |
754.80 |
754.80 |
754.80 |
+3.70 |
|
|
|
| Total Volume and Open Interest |
1 |
2,368 |
-4 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100730 |
9655 |
9665 |
9425 |
9550 |
-95 |
8,625 |
31,421 |
+886 |
| Dec10 |
100730 |
9550 |
9645 |
9550 |
9550 |
-95 |
3 |
64 |
+0 |
| Total Volume and Open Interest |
8,628 |
31,485 |
+886 |
| Nikkei 225(SGX) |
| Sep10 |
100730 |
9645 |
9655 |
9495 |
9535 |
-165 |
125,717 |
175,443 |
-1,679 |
| Dec10 |
100730 |
9470 |
9485 |
9470 |
9485 |
-165 |
82 |
2,474 |
-2 |
| Mar11 |
100730 |
9480 |
9480 |
9480 |
9480 |
-165 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
125,799 |
179,921 |
-1,631 |
| CAC 40(EURONEXT) |
| Aug10 |
100730 |
3638.5 |
3681.0 |
3600.5 |
3641.5 |
-9.0 |
130,790 |
389,314 |
-6,136 |
| Sep10 |
100730 |
3632.0 |
3669.0 |
3596.0 |
3637.0 |
-8.5 |
15,016 |
47,117 |
+8,128 |
| Oct10 |
100730 |
3639.5 |
3639.5 |
3639.5 |
3639.5 |
-9.0 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
145,931 |
437,729 |
+2,012 |
| Hang Seng Index(HKFE) |
| Jul10 |
100729 |
21077 |
21121 |
20970 |
21068 |
+17 |
100,445 |
27,507 |
-19,161 |
| Aug10 |
100730 |
20996 |
21087 |
20916 |
20971 |
-190 |
49,198 |
78,276 |
+7,177 |
| Sep10 |
100730 |
20909 |
20981 |
20826 |
20875 |
-194 |
921 |
5,733 |
+3 |
| Total Volume and Open Interest |
130,378 |
97,249 |
-8,351 |
| DAX(EUREX) |
| Sep10 |
100730 |
6120.5 |
6190.0 |
6063.0 |
6167.0 |
+35.5 |
108,761 |
154,981 |
+856 |
| Dec10 |
100730 |
6140.0 |
6195.0 |
6087.0 |
6177.0 |
+35.5 |
135 |
14,322 |
-17 |
| Mar11 |
100730 |
6125.0 |
6206.0 |
6108.0 |
6190.0 |
+35.0 |
23 |
1,726 |
+15 |
| Total Volume and Open Interest |
108,919 |
171,029 |
+854 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100730 |
5265.00 |
5295.50 |
5210.50 |
5245.00 |
-41.00 |
84,872 |
649,140 |
+3,389 |
| Dec10 |
100730 |
5263.00 |
5267.00 |
5223.50 |
5223.50 |
-41.50 |
122 |
6,725 |
+6 |
| Mar11 |
100730 |
5183.00 |
5183.00 |
5183.00 |
5183.00 |
-41.50 |
0 |
961 |
+0 |
| Total Volume and Open Interest |
84,994 |
657,012 |
+3,395 |
| SPI 200(SFE) |
| Sep10 |
100730 |
4498.0 |
4523.0 |
4443.0 |
4463.0 |
-31.0 |
24,801 |
225,516 |
-3,219 |
| Dec10 |
100730 |
4497.0 |
4497.0 |
4480.0 |
4486.0 |
-31.0 |
6 |
3,466 |
+0 |
| Mar11 |
100730 |
4476.0 |
4476.0 |
4476.0 |
4476.0 |
-32.0 |
0 |
1,268 |
-25 |
| Total Volume and Open Interest |
24,808 |
231,592 |
-3,244 |
| GSCI(CME) |
| Aug10 |
100730 |
514.50 |
524.50 |
513.00 |
523.50 |
+5.50 |
63 |
16,029 |
+30 |
| Sep10 |
100730 |
517.50 |
527.50 |
516.00 |
526.50 |
+5.50 |
0 |
2 |
+0 |
| Oct10 |
100730 |
528.50 |
529.50 |
519.00 |
528.50 |
+4.50 |
|
|
|
| Total Volume and Open Interest |
63 |
16,031 |
+30 |
| 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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