|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon August 02, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100802 |
1051.75 |
1073.00 |
1049.00 |
1053.25 |
+0.75 |
24,245 |
12,110 |
-7,276 |
| Sep10 |
100802 |
1011.50 |
1037.00 |
1008.50 |
1019.25 |
+7.25 |
15,061 |
25,344 |
+598 |
| Nov10 |
100802 |
1003.00 |
1029.50 |
1001.25 |
1010.00 |
+5.00 |
65,078 |
304,936 |
+4,797 |
| Jan11 |
100802 |
1008.50 |
1035.25 |
1007.50 |
1016.25 |
+5.25 |
4,755 |
53,706 |
+622 |
| Mar11 |
100802 |
1012.50 |
1035.00 |
1009.75 |
1017.50 |
+4.50 |
2,938 |
19,077 |
+672 |
| May11 |
100802 |
1011.00 |
1033.00 |
1008.75 |
1015.50 |
+3.25 |
3,130 |
19,347 |
+438 |
| Jul11 |
100802 |
1018.00 |
1038.50 |
1018.00 |
1021.50 |
+2.50 |
2,576 |
19,542 |
-197 |
| Total Volume and Open Interest |
120,766 |
474,278 |
-854 |
| Soybean Meal(CBOT) |
| Aug10 |
100802 |
311.00 |
317.60 |
310.90 |
310.90 |
unch |
13,885 |
9,399 |
-3,083 |
| Sep10 |
100802 |
297.40 |
303.90 |
297.40 |
297.80 |
-0.10 |
17,418 |
35,373 |
+299 |
| Oct10 |
100802 |
290.40 |
296.60 |
290.00 |
290.00 |
-0.70 |
4,981 |
18,092 |
+1,498 |
| Dec10 |
100802 |
289.70 |
296.60 |
289.00 |
289.30 |
-0.70 |
22,331 |
101,903 |
+1,401 |
| Jan11 |
100802 |
292.10 |
294.80 |
288.00 |
288.00 |
-0.90 |
806 |
7,382 |
+89 |
| Mar11 |
100802 |
288.10 |
294.20 |
287.10 |
287.10 |
-1.00 |
730 |
7,579 |
+229 |
| May11 |
100802 |
287.90 |
292.40 |
285.30 |
285.30 |
-1.30 |
969 |
6,335 |
+248 |
| Jul11 |
100802 |
290.30 |
293.50 |
286.10 |
286.10 |
-1.30 |
921 |
5,363 |
-155 |
| Total Volume and Open Interest |
62,190 |
195,821 |
+578 |
| Soybean Oil(CBOT) |
| Aug10 |
100802 |
39.89 |
40.92 |
39.89 |
40.44 |
+0.61 |
17,979 |
9,126 |
-3,929 |
| Sep10 |
100802 |
39.95 |
41.05 |
39.84 |
40.57 |
+0.61 |
20,170 |
61,117 |
-906 |
| Oct10 |
100802 |
40.25 |
41.23 |
40.15 |
40.76 |
+0.62 |
6,788 |
20,324 |
+828 |
| Dec10 |
100802 |
40.50 |
41.65 |
40.44 |
41.17 |
+0.62 |
39,076 |
155,035 |
+3,111 |
| Jan11 |
100802 |
40.88 |
41.84 |
40.87 |
41.40 |
+0.62 |
1,272 |
13,337 |
+423 |
| Mar11 |
100802 |
41.25 |
41.97 |
41.25 |
41.59 |
+0.61 |
864 |
6,907 |
+314 |
| May11 |
100802 |
41.38 |
42.22 |
41.30 |
41.79 |
+0.60 |
790 |
6,213 |
+318 |
| Jul11 |
100802 |
41.55 |
42.48 |
41.55 |
42.04 |
+0.60 |
855 |
4,996 |
+391 |
| Total Volume and Open Interest |
87,836 |
281,199 |
+551 |
| 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 |
100802 |
391.50 |
404.25 |
389.25 |
390.50 |
-2.25 |
76,118 |
370,513 |
-5,882 |
| Dec10 |
100802 |
405.50 |
418.00 |
403.25 |
404.50 |
-2.25 |
136,278 |
555,513 |
+1,127 |
| Mar11 |
100802 |
417.50 |
429.00 |
415.25 |
416.50 |
-2.25 |
19,095 |
95,745 |
+590 |
| May11 |
100802 |
424.50 |
435.75 |
422.50 |
424.00 |
-1.50 |
2,834 |
19,614 |
+118 |
| Jul11 |
100802 |
430.75 |
441.75 |
428.50 |
430.50 |
-1.50 |
7,593 |
61,087 |
+176 |
| Sep11 |
100802 |
433.00 |
440.00 |
429.75 |
430.75 |
-2.25 |
1,936 |
7,378 |
+749 |
| Total Volume and Open Interest |
255,374 |
1,215,551 |
-1,996 |
| Wheat(CBOT) |
| Sep10 |
100802 |
660.00 |
711.25 |
657.00 |
693.25 |
+31.75 |
57,886 |
177,904 |
-5,851 |
| Dec10 |
100802 |
692.00 |
742.00 |
689.00 |
723.50 |
+29.75 |
41,635 |
155,976 |
+6,362 |
| Mar11 |
100802 |
711.75 |
757.00 |
710.00 |
741.75 |
+28.25 |
7,333 |
45,037 |
+1,388 |
| May11 |
100802 |
713.50 |
756.00 |
713.50 |
743.50 |
+29.00 |
2,040 |
21,981 |
-185 |
| Jul11 |
100802 |
707.50 |
747.75 |
706.75 |
739.00 |
+28.75 |
7,631 |
69,611 |
-452 |
| Total Volume and Open Interest |
119,826 |
503,186 |
+2,295 |
| Wheat(KCBT) |
| Sep10 |
100802 |
672.75 |
723.00 |
671.25 |
700.50 |
+26.00 |
13,269 |
54,040 |
-187 |
| Dec10 |
100802 |
689.75 |
739.25 |
688.00 |
717.00 |
+25.50 |
10,416 |
70,619 |
+1,849 |
| Mar11 |
100802 |
701.00 |
752.00 |
701.00 |
730.25 |
+23.75 |
4,220 |
29,975 |
+883 |
| May11 |
100802 |
709.00 |
753.75 |
709.00 |
732.25 |
+22.75 |
428 |
6,429 |
+342 |
| Jul11 |
100802 |
704.00 |
750.00 |
704.00 |
729.50 |
+19.00 |
4,360 |
33,177 |
+682 |
| Total Volume and Open Interest |
33,019 |
199,894 |
+3,597 |
| Wheat(MGE) |
| Sep10 |
100802 |
684.75 |
737.75 |
684.50 |
713.25 |
+25.50 |
4,058 |
16,582 |
+219 |
| Dec10 |
100802 |
698.25 |
750.00 |
697.25 |
728.25 |
+25.50 |
1,815 |
18,248 |
+26 |
| Mar11 |
100802 |
714.00 |
759.00 |
710.75 |
740.25 |
+21.75 |
1,439 |
9,023 |
-95 |
| May11 |
100802 |
725.50 |
765.50 |
725.50 |
745.00 |
+18.50 |
552 |
2,541 |
+3 |
| Jul11 |
100802 |
728.00 |
762.25 |
727.00 |
743.75 |
+21.50 |
2,530 |
7,124 |
+66 |
| Total Volume and Open Interest |
12,000 |
58,057 |
+939 |
| Oats(CBOT) |
| Sep10 |
100802 |
268.50 |
284.50 |
268.50 |
276.50 |
+5.50 |
974 |
2,662 |
-534 |
| Dec10 |
100802 |
284.00 |
297.00 |
281.25 |
289.50 |
+5.50 |
1,217 |
7,514 |
+640 |
| Mar11 |
100802 |
292.75 |
300.75 |
291.00 |
296.50 |
+5.50 |
51 |
281 |
+50 |
| May11 |
100802 |
299.50 |
303.50 |
298.00 |
303.50 |
+5.50 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
2,242 |
10,467 |
+156 |
| Rough Rice(CBOT) |
| Sep10 |
100802 |
10.50 |
11.06 |
10.50 |
10.69 |
+0.13 |
822 |
6,805 |
-125 |
| Nov10 |
100802 |
10.81 |
11.32 |
10.80 |
10.96 |
+0.14 |
1,129 |
6,625 |
+633 |
| Jan11 |
100802 |
11.05 |
11.58 |
11.05 |
11.22 |
+0.14 |
10 |
868 |
+1 |
| Mar11 |
100802 |
11.50 |
11.68 |
11.35 |
11.49 |
+0.14 |
2 |
721 |
+0 |
| Total Volume and Open Interest |
2,000 |
16,562 |
+531 |
| Live Cattle(CME) |
| Aug10 |
100802 |
92.785 |
93.000 |
91.750 |
92.180 |
-0.470 |
11,899 |
38,758 |
-2,924 |
| Oct10 |
100802 |
94.650 |
95.200 |
94.050 |
94.430 |
-0.170 |
22,478 |
153,527 |
-1,201 |
| Dec10 |
100802 |
96.300 |
96.650 |
95.700 |
95.930 |
-0.300 |
7,235 |
71,700 |
+461 |
| Feb11 |
100802 |
97.580 |
97.900 |
97.135 |
97.480 |
-0.055 |
2,062 |
33,178 |
+314 |
| Apr11 |
100802 |
99.480 |
99.750 |
99.080 |
99.480 |
+0.080 |
1,449 |
19,649 |
+139 |
| Jun11 |
100802 |
96.000 |
96.250 |
95.700 |
95.980 |
-0.020 |
484 |
8,208 |
+182 |
| Total Volume and Open Interest |
45,768 |
328,960 |
-3,009 |
| Feeder Cattle(CME) |
| Aug10 |
100802 |
113.500 |
113.635 |
112.500 |
112.600 |
-1.130 |
2,527 |
9,593 |
-1,135 |
| Sep10 |
100802 |
114.180 |
114.180 |
112.600 |
112.635 |
-1.565 |
1,784 |
12,923 |
+358 |
| Oct10 |
100802 |
114.480 |
114.850 |
113.680 |
113.730 |
-1.350 |
1,723 |
9,916 |
+456 |
| Nov10 |
100802 |
114.480 |
114.500 |
113.600 |
113.900 |
-0.830 |
356 |
3,420 |
+43 |
| Jan11 |
100802 |
113.100 |
113.100 |
111.980 |
112.200 |
-0.880 |
156 |
1,445 |
+17 |
| Mar11 |
100802 |
111.500 |
111.500 |
110.750 |
111.100 |
-0.750 |
59 |
503 |
+76 |
| Apr11 |
100802 |
111.600 |
111.600 |
111.250 |
111.250 |
-0.850 |
1 |
38 |
-6 |
| Total Volume and Open Interest |
6,606 |
37,937 |
-197 |
| Lean Hogs(CME) |
| Aug10 |
100802 |
86.200 |
87.180 |
86.000 |
86.900 |
+1.070 |
10,429 |
19,882 |
-1,277 |
| Oct10 |
100802 |
79.100 |
80.080 |
78.785 |
79.600 |
+0.565 |
16,674 |
91,719 |
+4,129 |
| Dec10 |
100802 |
75.600 |
76.150 |
75.050 |
75.700 |
+0.300 |
7,461 |
49,660 |
+1,186 |
| Feb11 |
100802 |
76.650 |
77.000 |
76.050 |
76.785 |
+0.235 |
2,726 |
20,144 |
+890 |
| Apr11 |
100802 |
77.300 |
77.500 |
76.600 |
76.600 |
-0.500 |
1,291 |
17,081 |
+303 |
| May11 |
100802 |
80.250 |
80.350 |
79.900 |
80.200 |
unch |
63 |
584 |
+46 |
| Jun11 |
100802 |
82.980 |
83.150 |
82.635 |
83.080 |
-0.055 |
763 |
8,659 |
+290 |
| Jul11 |
100802 |
81.200 |
81.475 |
81.000 |
81.400 |
+0.015 |
110 |
2,066 |
+69 |
| Total Volume and Open Interest |
39,844 |
211,072 |
+5,829 |
| Pork Bellies(CME) |
| Aug10 |
100802 |
106.450 |
106.500 |
106.450 |
106.500 |
+3.000 |
1 |
19 |
+0 |
| Feb11 |
100802 |
101.200 |
101.200 |
101.200 |
101.200 |
unch |
0 |
7 |
+0 |
| Mar11 |
100802 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100802 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Jul11 |
100802 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
|
|
|
| Total Volume and Open Interest |
1 |
27 |
+0 |
| Class III Milk(CME) |
| Aug10 |
100802 |
14.90 |
14.99 |
14.90 |
14.97 |
+0.03 |
68 |
4,821 |
-2 |
| Sep10 |
100802 |
15.44 |
15.44 |
15.33 |
15.34 |
-0.06 |
134 |
4,943 |
+61 |
| Oct10 |
100802 |
15.10 |
15.13 |
15.07 |
15.09 |
+0.01 |
44 |
4,073 |
+26 |
| Nov10 |
100802 |
14.85 |
14.87 |
14.83 |
14.87 |
+0.01 |
35 |
3,829 |
+21 |
| Dec10 |
100802 |
14.75 |
14.75 |
14.74 |
14.74 |
unch |
26 |
3,918 |
-3 |
| Total Volume and Open Interest |
503 |
29,136 |
+205 |
| Cocoa(ICE) |
| Sep10 |
100802 |
3081 |
3108 |
3040 |
3082 |
-9 |
6,776 |
52,640 |
-1,143 |
| Dec10 |
100802 |
3119 |
3133 |
3069 |
3111 |
-8 |
3,055 |
30,640 |
+332 |
| Mar11 |
100802 |
3137 |
3152 |
3096 |
3136 |
-1 |
481 |
20,191 |
-169 |
| May11 |
100802 |
3129 |
3155 |
3114 |
3151 |
unch |
73 |
8,047 |
+0 |
| Jul11 |
100802 |
3146 |
3172 |
3131 |
3161 |
-4 |
68 |
4,446 |
+16 |
| Sep11 |
100802 |
3160 |
3172 |
3145 |
3172 |
unch |
22 |
1,831 |
-20 |
| Dec11 |
100802 |
3185 |
3187 |
3158 |
3187 |
+4 |
13 |
3,489 |
-1 |
| Total Volume and Open Interest |
10,492 |
124,420 |
-988 |
| Coffee "C"(ICE) |
| Sep10 |
100802 |
175.60 |
181.50 |
172.05 |
172.50 |
-3.80 |
16,054 |
85,000 |
-53 |
| Dec10 |
100802 |
175.65 |
181.55 |
172.80 |
173.30 |
-3.50 |
7,886 |
49,641 |
+1,703 |
| Mar11 |
100802 |
175.85 |
180.95 |
172.65 |
172.95 |
-3.45 |
2,236 |
23,000 |
+680 |
| May11 |
100802 |
175.00 |
180.00 |
172.15 |
172.15 |
-3.50 |
436 |
7,224 |
+89 |
| Jul11 |
100802 |
175.25 |
179.00 |
171.55 |
171.70 |
-3.65 |
119 |
3,251 |
+5 |
| Sep11 |
100802 |
174.70 |
178.30 |
171.20 |
171.40 |
-3.65 |
68 |
1,484 |
+35 |
| Total Volume and Open Interest |
26,840 |
169,979 |
+2,492 |
| Orange Juice(ICE) |
| Sep10 |
100802 |
146.90 |
148.70 |
145.95 |
148.30 |
+1.70 |
968 |
19,045 |
-393 |
| Nov10 |
100802 |
148.00 |
150.00 |
147.50 |
149.95 |
+1.75 |
262 |
5,103 |
+611 |
| Jan11 |
100802 |
150.00 |
151.00 |
149.75 |
150.85 |
+1.50 |
20 |
1,722 |
+6 |
| Mar11 |
100802 |
151.50 |
152.35 |
151.50 |
152.25 |
+1.50 |
10 |
244 |
+7 |
| May11 |
100802 |
151.75 |
153.00 |
151.75 |
153.00 |
+1.65 |
0 |
166 |
+0 |
| Jul11 |
100802 |
155.70 |
155.70 |
155.70 |
155.70 |
+1.75 |
0 |
199 |
+0 |
| Total Volume and Open Interest |
1,260 |
26,484 |
+231 |
| Sugar #11(ICE) |
| Oct10 |
100802 |
19.60 |
19.88 |
19.12 |
19.40 |
-0.17 |
55,139 |
259,350 |
+4,484 |
| Mar11 |
100802 |
18.60 |
18.94 |
18.40 |
18.62 |
+0.02 |
35,236 |
147,537 |
-1,214 |
| May11 |
100802 |
17.78 |
17.95 |
17.70 |
17.79 |
+0.11 |
6,307 |
37,736 |
+4,283 |
| Jul11 |
100802 |
16.90 |
17.16 |
16.87 |
17.01 |
+0.15 |
6,210 |
70,985 |
+332 |
| Oct11 |
100802 |
16.64 |
16.94 |
16.63 |
16.82 |
+0.18 |
1,516 |
30,365 |
+65 |
| Total Volume and Open Interest |
106,147 |
609,529 |
+8,149 |
| London Cocoa(LCE) |
| Sep10 |
100802 |
2277 |
2281 |
2243 |
2257 |
-16 |
15,812 |
73,058 |
+6,446 |
| Dec10 |
100802 |
2180 |
2194 |
2157 |
2171 |
-14 |
2,526 |
40,681 |
+401 |
| Mar11 |
100802 |
2165 |
2165 |
2144 |
2154 |
-10 |
2,007 |
33,649 |
+372 |
| May11 |
100802 |
2171 |
2174 |
2154 |
2160 |
-14 |
1,634 |
12,500 |
+68 |
| Jul11 |
100802 |
2171 |
2172 |
2162 |
2164 |
-15 |
250 |
3,805 |
+96 |
| Sep11 |
100802 |
2172 |
2178 |
2167 |
2167 |
-13 |
4 |
2,529 |
+2 |
| Dec11 |
100802 |
2181 |
2181 |
2170 |
2172 |
-7 |
700 |
4,758 |
+692 |
| Total Volume and Open Interest |
22,933 |
174,760 |
+8,077 |
| London Sugar(LCE) |
| Oct10 |
100802 |
584.00 |
586.50 |
568.00 |
571.50 |
-14.20 |
2,476 |
32,380 |
-82 |
| Dec10 |
100802 |
534.00 |
537.00 |
524.50 |
528.50 |
-6.20 |
1,084 |
11,540 |
-62 |
| Mar11 |
100802 |
517.80 |
522.30 |
510.20 |
514.40 |
-4.80 |
1,207 |
8,627 |
-218 |
| May11 |
100802 |
493.80 |
502.60 |
493.80 |
494.90 |
-2.30 |
87 |
4,114 |
-35 |
| Aug11 |
100802 |
474.30 |
478.90 |
473.50 |
474.30 |
+0.70 |
40 |
2,920 |
-20 |
| Total Volume and Open Interest |
4,894 |
60,051 |
-417 |
| Cotton(ICE) |
| Oct10 |
100802 |
82.18 |
84.05 |
82.18 |
83.85 |
+1.49 |
54 |
988 |
-29 |
| Dec10 |
100802 |
78.76 |
79.80 |
78.16 |
79.34 |
+0.58 |
7,954 |
115,427 |
+1,761 |
| Mar11 |
100802 |
76.30 |
77.60 |
76.30 |
77.33 |
+1.04 |
2,876 |
37,940 |
+259 |
| May11 |
100802 |
76.99 |
77.74 |
76.98 |
77.49 |
+0.69 |
387 |
1,651 |
+253 |
| Jul11 |
100802 |
78.44 |
78.45 |
77.95 |
78.09 |
+0.62 |
91 |
8,781 |
+15 |
| Oct11 |
100802 |
75.05 |
75.05 |
75.05 |
75.05 |
+1.08 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
11,381 |
167,092 |
+2,266 |
| Lumber(CME) |
| Sep10 |
100802 |
211.0 |
218.5 |
210.0 |
214.6 |
+5.6 |
1,133 |
5,681 |
-217 |
| Nov10 |
100802 |
213.1 |
220.7 |
213.1 |
220.2 |
+8.6 |
904 |
3,180 |
+520 |
| Jan11 |
100802 |
229.8 |
237.5 |
229.8 |
237.5 |
+8.6 |
29 |
211 |
-4 |
| Mar11 |
100802 |
243.8 |
245.0 |
243.8 |
245.0 |
+9.0 |
2 |
13 |
+0 |
| Total Volume and Open Interest |
2,068 |
9,088 |
+299 |
| Crude Oil(NYM) |
| Sep10 |
100802 |
78.95 |
81.77 |
78.83 |
81.34 |
+2.39 |
350,581 |
343,903 |
-13,036 |
| Oct10 |
100802 |
79.47 |
82.15 |
79.28 |
81.76 |
+2.37 |
84,441 |
98,018 |
-1,319 |
| Nov10 |
100802 |
79.99 |
82.67 |
79.87 |
82.30 |
+2.35 |
32,027 |
69,448 |
-7,053 |
| Dec10 |
100802 |
80.51 |
83.22 |
80.44 |
82.82 |
+2.31 |
50,792 |
196,261 |
-2,732 |
| Jan11 |
100802 |
81.19 |
83.56 |
81.19 |
83.30 |
+2.24 |
8,039 |
43,465 |
+258 |
| Feb11 |
100802 |
81.75 |
83.91 |
81.75 |
83.74 |
+2.19 |
4,392 |
19,218 |
+142 |
| Mar11 |
100802 |
82.55 |
84.49 |
82.55 |
84.15 |
+2.15 |
3,134 |
24,982 |
+156 |
| Apr11 |
100802 |
83.84 |
84.58 |
83.84 |
84.54 |
+2.11 |
1,416 |
11,537 |
-153 |
| May11 |
100802 |
84.20 |
85.12 |
84.20 |
84.91 |
+2.08 |
870 |
8,312 |
+26 |
| Jun11 |
100802 |
83.49 |
85.61 |
83.42 |
85.26 |
+2.04 |
6,131 |
46,798 |
+411 |
| Jul11 |
100802 |
85.26 |
85.59 |
85.25 |
85.59 |
+2.00 |
1,133 |
25,709 |
+72 |
| Aug11 |
100802 |
86.00 |
86.00 |
85.71 |
85.80 |
+1.99 |
737 |
7,819 |
+205 |
| Sep11 |
100802 |
85.97 |
85.97 |
85.97 |
85.97 |
+1.99 |
718 |
7,808 |
-61 |
| Oct11 |
100802 |
86.14 |
86.14 |
86.14 |
86.14 |
+2.01 |
386 |
4,859 |
-13 |
| Nov11 |
100802 |
86.30 |
86.30 |
86.30 |
86.30 |
+2.02 |
595 |
10,024 |
-268 |
| Dec11 |
100802 |
84.61 |
86.78 |
84.61 |
86.47 |
+2.03 |
12,424 |
100,201 |
+695 |
| Total Volume and Open Interest |
562,163 |
1,230,396 |
-22,903 |
| e-miNY Crude Oil(NYM) |
| Aug10 |
100630 |
75.475 |
76.825 |
74.400 |
75.625 |
-0.325 |
10,591 |
2,274 |
+96 |
| Sep10 |
100802 |
78.900 |
81.775 |
78.825 |
81.350 |
+2.400 |
13,408 |
4,019 |
+94 |
| Oct10 |
100802 |
79.400 |
82.100 |
79.400 |
81.750 |
+2.350 |
622 |
1,138 |
+49 |
| Nov10 |
100802 |
80.175 |
82.500 |
80.175 |
82.300 |
+2.350 |
137 |
161 |
+65 |
| Dec10 |
100802 |
80.875 |
83.000 |
80.875 |
82.825 |
+2.325 |
4 |
121 |
+0 |
| Jan11 |
100802 |
83.300 |
83.400 |
83.300 |
83.300 |
+2.250 |
0 |
8 |
+0 |
| Feb11 |
100802 |
83.750 |
83.750 |
83.750 |
83.750 |
+2.200 |
|
|
|
| Mar11 |
100802 |
84.000 |
84.150 |
84.000 |
84.150 |
+2.150 |
|
|
|
| Apr11 |
100802 |
84.550 |
84.550 |
84.550 |
84.550 |
+2.125 |
|
|
|
| May11 |
100802 |
84.900 |
84.900 |
84.900 |
84.900 |
+2.075 |
|
|
|
| Total Volume and Open Interest |
14,171 |
5,505 |
+208 |
| Heating Oil(NYM) |
| Sep10 |
100802 |
208.81 |
217.00 |
208.74 |
215.38 |
+6.57 |
52,003 |
80,512 |
+1,905 |
| Oct10 |
100802 |
211.59 |
219.69 |
211.59 |
218.19 |
+6.66 |
10,379 |
36,591 |
+1,119 |
| Nov10 |
100802 |
214.90 |
222.26 |
214.90 |
220.98 |
+6.73 |
4,880 |
30,197 |
+401 |
| Dec10 |
100802 |
217.35 |
224.90 |
217.35 |
223.56 |
+6.69 |
6,040 |
35,512 |
+619 |
| Jan11 |
100802 |
222.40 |
227.42 |
222.40 |
226.15 |
+6.69 |
2,150 |
25,727 |
-18 |
| Feb11 |
100802 |
224.80 |
229.23 |
224.80 |
228.08 |
+6.69 |
506 |
11,874 |
+74 |
| Mar11 |
100802 |
227.50 |
230.06 |
227.50 |
228.98 |
+6.67 |
305 |
10,470 |
+57 |
| Apr11 |
100802 |
227.50 |
229.87 |
227.50 |
228.62 |
+6.49 |
89 |
6,314 |
-15 |
| May11 |
100802 |
228.45 |
228.45 |
228.45 |
228.45 |
+6.32 |
112 |
6,580 |
+15 |
| Jun11 |
100802 |
225.00 |
229.56 |
225.00 |
228.58 |
+6.15 |
453 |
20,028 |
+110 |
| Jul11 |
100802 |
229.83 |
229.83 |
229.83 |
229.83 |
+5.98 |
91 |
2,182 |
+25 |
| Aug11 |
100802 |
231.20 |
231.20 |
231.20 |
231.20 |
+5.85 |
71 |
2,217 |
+50 |
| Total Volume and Open Interest |
99,351 |
291,687 |
-3,336 |
| Gasoline(NYMEX) |
| Sep10 |
100802 |
211.91 |
219.24 |
211.91 |
216.85 |
+4.61 |
48,893 |
99,780 |
+1,948 |
| Oct10 |
100802 |
202.29 |
209.10 |
202.20 |
207.20 |
+4.93 |
14,262 |
39,286 |
-273 |
| Nov10 |
100802 |
201.89 |
207.82 |
201.67 |
206.16 |
+5.09 |
6,057 |
34,030 |
-102 |
| Dec10 |
100802 |
202.03 |
208.15 |
202.03 |
206.63 |
+5.31 |
5,183 |
22,293 |
-126 |
| Jan11 |
100802 |
206.77 |
209.68 |
206.77 |
208.51 |
+5.39 |
1,344 |
10,290 |
+595 |
| Feb11 |
100802 |
210.55 |
211.34 |
210.55 |
210.67 |
+5.46 |
371 |
3,838 |
+29 |
| Mar11 |
100802 |
212.14 |
214.00 |
212.04 |
212.97 |
+5.42 |
464 |
3,376 |
+10 |
| Apr11 |
100802 |
224.51 |
226.50 |
224.39 |
225.22 |
+5.32 |
421 |
5,939 |
+265 |
| May11 |
100802 |
226.10 |
226.10 |
226.10 |
226.10 |
+5.25 |
36 |
3,627 |
+0 |
| Jun11 |
100802 |
224.50 |
226.70 |
224.50 |
226.70 |
+5.20 |
131 |
3,956 |
+110 |
| Total Volume and Open Interest |
97,378 |
241,109 |
-5,689 |
| e-miNY RBOB Gasoline(NYM) |
| Sep10 |
100802 |
216.90 |
216.90 |
216.85 |
216.90 |
+4.70 |
0 |
1 |
+0 |
| Oct10 |
100802 |
207.20 |
207.20 |
207.20 |
207.20 |
+4.90 |
0 |
1 |
+0 |
| Nov10 |
100802 |
206.20 |
206.20 |
206.16 |
206.20 |
+5.10 |
0 |
1 |
+0 |
| Dec10 |
100802 |
206.60 |
206.63 |
206.60 |
206.60 |
+5.30 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
9 |
-1 |
| Natural Gas(NYM) |
| Sep10 |
100802 |
4.988 |
5.007 |
4.681 |
4.701 |
-0.222 |
129,643 |
197,478 |
+764 |
| Oct10 |
100802 |
4.999 |
5.010 |
4.704 |
4.723 |
-0.210 |
65,344 |
96,649 |
-274 |
| Nov10 |
100802 |
5.150 |
5.150 |
4.890 |
4.908 |
-0.164 |
31,713 |
71,021 |
+1,281 |
| Dec10 |
100802 |
5.330 |
5.336 |
5.127 |
5.145 |
-0.114 |
20,326 |
42,454 |
+265 |
| Jan11 |
100802 |
5.412 |
5.468 |
5.267 |
5.282 |
-0.108 |
27,425 |
67,622 |
+86 |
| Feb11 |
100802 |
5.396 |
5.434 |
5.242 |
5.253 |
-0.103 |
3,278 |
19,047 |
+56 |
| Mar11 |
100802 |
5.291 |
5.327 |
5.152 |
5.152 |
-0.101 |
8,382 |
54,286 |
+613 |
| Apr11 |
100802 |
5.109 |
5.116 |
4.955 |
4.970 |
-0.088 |
6,384 |
47,923 |
+197 |
| May11 |
100802 |
5.057 |
5.060 |
4.985 |
4.985 |
-0.084 |
1,695 |
22,040 |
+512 |
| Jun11 |
100802 |
5.171 |
5.174 |
5.020 |
5.020 |
-0.079 |
732 |
8,020 |
+68 |
| Jul11 |
100802 |
5.134 |
5.134 |
5.071 |
5.073 |
-0.074 |
428 |
6,825 |
-6 |
| Aug11 |
100802 |
5.174 |
5.174 |
5.110 |
5.118 |
-0.069 |
259 |
7,129 |
+87 |
| Sep11 |
100802 |
5.220 |
5.220 |
5.127 |
5.143 |
-0.065 |
318 |
6,226 |
+116 |
| Oct11 |
100802 |
5.297 |
5.297 |
5.207 |
5.223 |
-0.061 |
2,657 |
20,984 |
+351 |
| Nov11 |
100802 |
5.450 |
5.450 |
5.426 |
5.426 |
-0.046 |
200 |
5,742 |
+56 |
| Dec11 |
100802 |
5.667 |
5.711 |
5.650 |
5.669 |
-0.026 |
238 |
11,871 |
+22 |
| Total Volume and Open Interest |
302,817 |
777,998 |
+5,222 |
| Brent Crude Oil(ICE) |
| Sep10 |
100802 |
78.11 |
81.20 |
78.10 |
80.82 |
+2.64 |
195,028 |
190,099 |
-3,239 |
| Oct10 |
100802 |
78.55 |
81.39 |
78.53 |
81.04 |
+2.56 |
96,098 |
171,865 |
+15,430 |
| Nov10 |
100802 |
79.25 |
81.89 |
79.11 |
81.57 |
+2.52 |
41,791 |
52,602 |
+4,452 |
| Dec10 |
100802 |
80.00 |
82.50 |
79.73 |
82.14 |
+2.48 |
36,723 |
123,683 |
+1,550 |
| Jan11 |
100802 |
80.77 |
82.91 |
80.77 |
82.64 |
+2.44 |
6,410 |
24,741 |
-319 |
| Feb11 |
100802 |
81.29 |
83.35 |
81.29 |
83.13 |
+2.38 |
4,767 |
18,380 |
+486 |
| Mar11 |
100802 |
82.16 |
83.84 |
82.15 |
83.62 |
+2.32 |
4,009 |
13,849 |
+213 |
| Apr11 |
100802 |
82.65 |
84.29 |
82.64 |
84.09 |
+2.28 |
2,225 |
11,157 |
-589 |
| May11 |
100802 |
83.08 |
84.69 |
83.08 |
84.50 |
+2.23 |
2,277 |
16,341 |
-208 |
| Jun11 |
100802 |
83.28 |
85.17 |
83.28 |
84.89 |
+2.21 |
6,021 |
24,710 |
+174 |
| Jul11 |
100802 |
85.26 |
85.26 |
85.26 |
85.26 |
+2.18 |
627 |
8,473 |
+93 |
| Aug11 |
100802 |
85.55 |
85.55 |
85.55 |
85.55 |
+2.16 |
133 |
3,995 |
+24 |
| Sep11 |
100802 |
85.78 |
85.78 |
85.78 |
85.78 |
+2.15 |
236 |
5,289 |
-1 |
| Oct11 |
100802 |
85.97 |
85.97 |
85.97 |
85.97 |
+2.14 |
319 |
3,527 |
+31 |
| Total Volume and Open Interest |
404,681 |
794,600 |
+18,094 |
| Gas Oil(ICE) |
| Aug10 |
100802 |
658.00 |
682.75 |
657.75 |
680.00 |
+31.75 |
56,521 |
90,133 |
-2,501 |
| Sep10 |
100802 |
664.00 |
689.25 |
662.25 |
686.50 |
+31.75 |
78,906 |
101,025 |
+584 |
| Oct10 |
100802 |
671.00 |
694.75 |
669.75 |
692.25 |
+31.75 |
27,141 |
71,551 |
+6,217 |
| Nov10 |
100802 |
675.25 |
698.00 |
675.00 |
696.50 |
+31.50 |
6,634 |
36,989 |
+466 |
| Dec10 |
100802 |
679.25 |
703.00 |
679.25 |
700.50 |
+31.50 |
11,925 |
88,872 |
-601 |
| Jan11 |
100802 |
687.50 |
705.75 |
687.50 |
705.00 |
+31.25 |
1,728 |
38,988 |
+106 |
| Feb11 |
100802 |
691.75 |
710.75 |
691.75 |
709.25 |
+31.00 |
952 |
23,607 |
+164 |
| Mar11 |
100802 |
695.00 |
713.25 |
695.00 |
713.00 |
+30.75 |
947 |
14,658 |
+48 |
| Apr11 |
100802 |
716.25 |
716.25 |
716.25 |
716.25 |
+30.50 |
301 |
14,171 |
+55 |
| May11 |
100802 |
713.50 |
719.00 |
713.50 |
719.00 |
+30.25 |
737 |
16,303 |
+59 |
| Total Volume and Open Interest |
190,698 |
626,266 |
+4,642 |
| Ethanol(CBOT) |
| Aug10 |
100802 |
1.720 |
1.725 |
1.715 |
1.720 |
+0.018 |
39 |
113 |
-30 |
| Sep10 |
100802 |
1.670 |
1.699 |
1.670 |
1.681 |
+0.015 |
197 |
1,189 |
-32 |
| Oct10 |
100802 |
1.660 |
1.680 |
1.660 |
1.666 |
+0.013 |
104 |
1,286 |
+18 |
| Nov10 |
100802 |
1.660 |
1.669 |
1.660 |
1.664 |
+0.014 |
78 |
961 |
-24 |
| Dec10 |
100802 |
1.670 |
1.693 |
1.670 |
1.670 |
+0.010 |
94 |
1,901 |
-32 |
| Jan11 |
100802 |
1.672 |
1.675 |
1.670 |
1.673 |
+0.012 |
44 |
1,321 |
-20 |
| Feb11 |
100802 |
1.690 |
1.694 |
1.685 |
1.688 |
+0.008 |
71 |
721 |
-34 |
| Mar11 |
100802 |
1.709 |
1.709 |
1.700 |
1.706 |
+0.016 |
68 |
661 |
-24 |
| Total Volume and Open Interest |
1,034 |
11,516 |
-245 |
| WTI Crude Oil(ICE |
| Sep10 |
100802 |
78.87 |
81.76 |
78.87 |
81.34 |
+2.39 |
99,130 |
97,116 |
-3,547 |
| Oct10 |
100802 |
79.51 |
82.15 |
79.50 |
81.76 |
+2.37 |
34,575 |
65,171 |
+469 |
| Nov10 |
100802 |
80.09 |
82.67 |
80.09 |
82.30 |
+2.35 |
10,511 |
23,658 |
-814 |
| Dec10 |
100802 |
80.88 |
83.19 |
80.80 |
82.82 |
+2.31 |
13,770 |
84,670 |
-619 |
| Jan11 |
100802 |
82.76 |
83.48 |
82.76 |
83.30 |
+2.24 |
1,548 |
19,812 |
+80 |
| Feb11 |
100802 |
83.22 |
83.93 |
83.22 |
83.74 |
+2.19 |
661 |
11,315 |
-139 |
| Mar11 |
100802 |
83.65 |
84.34 |
83.65 |
84.15 |
+2.15 |
517 |
8,764 |
-104 |
| Apr11 |
100802 |
84.43 |
84.57 |
84.42 |
84.54 |
+2.11 |
257 |
4,955 |
-27 |
| May11 |
100802 |
83.42 |
84.94 |
83.42 |
84.91 |
+2.08 |
202 |
4,221 |
+63 |
| Jun11 |
100802 |
83.81 |
85.55 |
83.81 |
85.26 |
+2.04 |
1,395 |
22,176 |
+592 |
| Jul11 |
100802 |
85.59 |
85.59 |
85.59 |
85.59 |
+2.00 |
225 |
10,734 |
+108 |
| Aug11 |
100802 |
85.80 |
85.80 |
85.80 |
85.80 |
+1.99 |
87 |
2,580 |
+11 |
| Sep11 |
100802 |
85.97 |
85.97 |
85.97 |
85.97 |
+1.99 |
71 |
2,824 |
+29 |
| Oct11 |
100802 |
86.14 |
86.14 |
86.14 |
86.14 |
+2.01 |
34 |
2,374 |
-7 |
| Nov11 |
100802 |
86.30 |
86.30 |
86.30 |
86.30 |
+2.02 |
12 |
6,409 |
+0 |
| Dec11 |
100802 |
85.06 |
86.79 |
85.04 |
86.47 |
+2.03 |
3,373 |
49,362 |
-352 |
| Total Volume and Open Interest |
166,711 |
478,458 |
-4,465 |
| US Dollar Index(ICE) |
| Sep10 |
100802 |
81.570 |
81.670 |
80.900 |
81.055 |
-0.600 |
16,028 |
22,534 |
+446 |
| Dec10 |
100802 |
81.525 |
81.525 |
81.350 |
81.360 |
-0.610 |
19 |
665 |
+9 |
| Mar11 |
100802 |
81.720 |
81.720 |
81.720 |
81.720 |
-0.610 |
|
|
|
| Total Volume and Open Interest |
16,047 |
23,200 |
+455 |
| Australian Dollar(CME) |
| Sep10 |
100802 |
90.16 |
91.02 |
89.89 |
90.82 |
+0.93 |
95,829 |
88,520 |
+2,277 |
| Dec10 |
100802 |
89.11 |
90.00 |
88.92 |
89.84 |
+0.92 |
140 |
809 |
-14 |
| Mar11 |
100802 |
88.85 |
88.85 |
87.94 |
88.85 |
+0.91 |
|
|
|
| Total Volume and Open Interest |
95,969 |
89,485 |
+2,263 |
| British Pound(CME) |
| Sep10 |
100802 |
157.15 |
159.04 |
156.91 |
158.90 |
+1.97 |
83,978 |
127,202 |
+2,206 |
| Dec10 |
100802 |
156.90 |
158.90 |
156.86 |
158.82 |
+1.96 |
81 |
514 |
+7 |
| Mar11 |
100802 |
157.42 |
158.96 |
156.76 |
158.72 |
+1.96 |
1 |
6 |
+1 |
| Total Volume and Open Interest |
84,060 |
127,722 |
+2,214 |
| Canadian Dollar(CME) |
| Sep10 |
100802 |
97.04 |
97.95 |
97.02 |
97.61 |
+0.50 |
69,417 |
80,023 |
-928 |
| Dec10 |
100802 |
96.90 |
97.75 |
96.90 |
97.44 |
+0.50 |
231 |
3,916 |
+51 |
| Mar11 |
100802 |
97.30 |
97.50 |
96.74 |
97.24 |
+0.50 |
25 |
503 |
+5 |
| Jun11 |
100802 |
97.00 |
97.30 |
96.52 |
97.01 |
+0.49 |
35 |
299 |
+5 |
| Total Volume and Open Interest |
69,708 |
84,773 |
-867 |
| Japanese Yen(CME) |
| Sep10 |
100802 |
115.73 |
115.89 |
115.12 |
115.64 |
-0.21 |
121,890 |
128,540 |
+7,985 |
| Dec10 |
100802 |
115.92 |
115.96 |
115.49 |
115.75 |
-0.21 |
287 |
559 |
+1 |
| Mar11 |
100802 |
115.89 |
116.10 |
115.89 |
115.89 |
-0.21 |
1 |
22 |
+1 |
| Total Volume and Open Interest |
122,178 |
129,138 |
+7,987 |
| Swiss Franc(CME) |
| Sep10 |
100802 |
96.14 |
96.68 |
95.50 |
96.20 |
unch |
48,528 |
60,847 |
+5,710 |
| Dec10 |
100802 |
96.17 |
96.63 |
95.67 |
96.30 |
unch |
99 |
294 |
+25 |
| Mar11 |
100802 |
96.39 |
96.39 |
96.39 |
96.39 |
unch |
1 |
8 |
+0 |
| Total Volume and Open Interest |
48,628 |
61,150 |
+5,735 |
| EuroFX(CME) |
| Sep10 |
100802 |
130.60 |
131.95 |
130.54 |
131.67 |
+1.13 |
251,094 |
229,697 |
+3,135 |
| Dec10 |
100802 |
130.72 |
131.85 |
130.49 |
131.61 |
+1.12 |
375 |
2,121 |
-16 |
| Mar11 |
100802 |
131.41 |
131.55 |
130.43 |
131.55 |
+1.12 |
1 |
247 |
+1 |
| Total Volume and Open Interest |
251,470 |
232,072 |
+3,120 |
| Mexican Peso(CME) |
| Aug10 |
100802 |
794.8 |
794.8 |
788.5 |
794.8 |
+6.2 |
|
|
|
| Sep10 |
100802 |
786.5 |
794.2 |
785.8 |
792.0 |
+6.2 |
25,469 |
83,969 |
+1,746 |
| Total Volume and Open Interest |
25,509 |
84,483 |
+1,763 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100802 |
128~050 |
128~050 |
127~200 |
127~200 |
-1~030 |
|
|
|
| Dec10 |
100802 |
127~020 |
127~100 |
126~070 |
126~070 |
-1~030 |
927 |
2,502 |
+294 |
| Mar11 |
100802 |
124~290 |
126~000 |
124~290 |
124~290 |
-1~030 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
312,103 |
679,399 |
-4,464 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100802 |
123~245 |
123~250 |
123~125 |
123~135 |
-0~125 |
1,323,233 |
1,884,655 |
+39,596 |
| Dec10 |
100802 |
122~265 |
122~265 |
122~160 |
122~160 |
-0~135 |
1,888 |
12,413 |
+1,112 |
| Mar11 |
100802 |
121~110 |
121~245 |
121~110 |
121~110 |
-0~135 |
1 |
66 |
+0 |
| Total Volume and Open Interest |
1,325,122 |
1,897,168 |
+40,708 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100802 |
119~104 |
119~107 |
119~077 |
119~079 |
-0~027 |
653,846 |
1,015,740 |
+29,047 |
| Dec10 |
100802 |
118~114 |
118~124 |
118~097 |
118~097 |
-0~026 |
168 |
2,866 |
+67 |
| Mar11 |
100802 |
117~103 |
118~001 |
117~103 |
117~103 |
-0~026 |
|
|
|
| Total Volume and Open Interest |
654,014 |
1,018,606 |
+29,114 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100802 |
54~098 |
54~098 |
54~098 |
54~098 |
-0~002 |
|
|
|
| Dec10 |
100802 |
109~043 |
109~044 |
109~042 |
109~042 |
-0~002 |
42 |
1,157 |
+22 |
| Mar11 |
100802 |
109~015 |
109~016 |
109~015 |
109~015 |
-0~001 |
|
|
|
| Total Volume and Open Interest |
303,659 |
797,683 |
+1,473 |
| Eurodollars(CME) |
| Sep10 |
100802 |
99.590 |
99.605 |
99.590 |
99.595 |
+0.005 |
200,545 |
909,196 |
-17,208 |
| Dec10 |
100802 |
99.560 |
99.575 |
99.550 |
99.565 |
+0.010 |
161,513 |
1,170,204 |
-8,557 |
| Mar11 |
100802 |
99.500 |
99.510 |
99.475 |
99.495 |
+0.005 |
137,483 |
1,018,925 |
+3,328 |
| Jun11 |
100802 |
99.370 |
99.400 |
99.355 |
99.380 |
+0.005 |
204,717 |
930,582 |
-1,997 |
| Sep11 |
100802 |
99.220 |
99.250 |
99.205 |
99.225 |
unch |
240,086 |
999,696 |
+1,398 |
| Dec11 |
100802 |
99.015 |
99.050 |
99.000 |
99.020 |
-0.010 |
232,814 |
685,531 |
+6,926 |
| Mar12 |
100802 |
98.825 |
98.855 |
98.805 |
98.825 |
-0.020 |
163,719 |
468,644 |
+9,126 |
| Jun12 |
100802 |
98.630 |
98.655 |
98.605 |
98.620 |
-0.025 |
156,826 |
359,810 |
-3,879 |
| Sep12 |
100802 |
98.425 |
98.465 |
98.410 |
98.425 |
-0.025 |
83,422 |
263,931 |
+2,229 |
| Dec12 |
100802 |
98.225 |
98.255 |
98.195 |
98.220 |
-0.020 |
72,519 |
173,460 |
-5,815 |
| Mar13 |
100802 |
98.035 |
98.075 |
98.010 |
98.040 |
-0.020 |
57,293 |
214,786 |
-751 |
| Jun13 |
100802 |
97.835 |
97.870 |
97.805 |
97.835 |
-0.020 |
63,891 |
130,876 |
+1,090 |
| Sep13 |
100802 |
97.640 |
97.670 |
97.605 |
97.635 |
-0.020 |
26,174 |
93,260 |
-1,426 |
| Dec13 |
100802 |
97.440 |
97.455 |
97.390 |
97.420 |
-0.020 |
19,589 |
71,880 |
-307 |
| Mar14 |
100802 |
97.230 |
97.265 |
97.200 |
97.230 |
-0.020 |
18,983 |
53,084 |
+816 |
| Jun14 |
100802 |
97.035 |
97.060 |
96.990 |
97.025 |
-0.020 |
21,462 |
52,108 |
+2,328 |
| Sep14 |
100802 |
96.840 |
96.860 |
96.800 |
96.825 |
-0.020 |
12,114 |
30,434 |
+839 |
| Dec14 |
100802 |
96.640 |
96.655 |
96.590 |
96.620 |
-0.020 |
9,591 |
48,095 |
+28 |
| Total Volume and Open Interest |
1,910,269 |
7,835,523 |
-10,723 |
| 30 Day Federal Funds(CBOT) |
| Aug10 |
100802 |
99.810 |
99.815 |
99.805 |
99.812 |
+0.003 |
3,789 |
73,195 |
+738 |
| Sep10 |
100802 |
99.805 |
99.820 |
99.805 |
99.815 |
+0.005 |
7,274 |
59,683 |
+3,201 |
| Oct10 |
100802 |
99.805 |
99.820 |
99.805 |
99.815 |
+0.005 |
4,983 |
66,513 |
+259 |
| Nov10 |
100802 |
99.810 |
99.820 |
99.805 |
99.815 |
+0.010 |
1,818 |
81,963 |
-132 |
| Dec10 |
100802 |
99.805 |
99.820 |
99.805 |
99.815 |
+0.010 |
6,307 |
67,900 |
+1,025 |
| Jan11 |
100802 |
99.805 |
99.815 |
99.795 |
99.805 |
+0.005 |
6,739 |
59,744 |
-1,931 |
| Total Volume and Open Interest |
50,413 |
638,152 |
+6,962 |
| 30 Day Fed Funds(e-CBOT) |
| 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 |
|
| Jan11 |
090519 |
98.500 |
98.500 |
98.475 |
98.475 |
unch |
0 |
1,177 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Sep10 |
100802 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
1 |
990 |
+1 |
| Dec10 |
100802 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
542 |
+0 |
| Mar11 |
100802 |
99.702 |
99.702 |
99.702 |
99.702 |
unch |
0 |
367 |
+0 |
| Jun11 |
100802 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
|
|
|
| Sep11 |
100802 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
| Dec11 |
100802 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
| Mar12 |
100802 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
| Jun12 |
100802 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
| Sep12 |
100802 |
99.770 |
99.770 |
99.770 |
99.770 |
unch |
|
|
|
| Dec12 |
100802 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
| Total Volume and Open Interest |
1 |
1,899 |
+1 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100802 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
11 |
3,656 |
+301 |
| Dec10 |
100802 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
95 |
1,591 |
-6 |
| Mar11 |
100802 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
82 |
2,043 |
+0 |
| Jun11 |
100802 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.00 |
240 |
2,159 |
+254 |
| Sep11 |
100802 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
108 |
+0 |
| Dec11 |
100802 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
106 |
+0 |
| Mar12 |
100802 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
305 |
+0 |
| Jun12 |
100802 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
428 |
11,034 |
+549 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100730 |
141.74 |
141.94 |
141.71 |
141.89 |
+0.42 |
909 |
20,623 |
-234 |
| Dec10 |
100802 |
141.17 |
141.17 |
141.17 |
141.17 |
+0.03 |
0 |
32 |
+0 |
| Mar11 |
100802 |
139.08 |
139.08 |
139.08 |
139.08 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
1,496 |
20,812 |
-100 |
| Euro-Bund(EUREX) |
| Sep10 |
100802 |
128.46 |
128.50 |
128.09 |
128.34 |
+0.53 |
782,762 |
876,115 |
+7,125 |
| Dec10 |
100802 |
126.95 |
127.00 |
126.66 |
126.88 |
-0.22 |
497 |
2,419 |
+347 |
| Mar11 |
100802 |
126.99 |
126.99 |
126.99 |
126.99 |
-0.21 |
60 |
1 |
+0 |
| Total Volume and Open Interest |
656,735 |
887,893 |
-2,117 |
| Euro-Bobl(EUREX) |
| Sep10 |
100802 |
119.92 |
120.04 |
119.76 |
119.96 |
-0.07 |
344,533 |
679,667 |
+3,128 |
| Dec10 |
100802 |
118.66 |
118.66 |
118.66 |
118.66 |
-0.09 |
202 |
18,101 |
+100 |
| Mar11 |
100802 |
117.96 |
117.96 |
117.96 |
117.96 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
344,735 |
697,768 |
+3,228 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100802 |
99.060 |
99.070 |
99.060 |
99.060 |
-0.005 |
375 |
3,422 |
+97 |
| Dec10 |
100802 |
98.985 |
98.995 |
98.980 |
98.995 |
unch |
98 |
2,133 |
+2 |
| Mar11 |
100802 |
98.935 |
98.935 |
98.910 |
98.915 |
+0.005 |
34 |
1,258 |
-6 |
| Total Volume and Open Interest |
573 |
10,593 |
+95 |
| Long Gilt(LIFFE) |
| Sep10 |
100802 |
121~10 |
121~13 |
121~03 |
121~10 |
-0~07 |
83,438 |
292,070 |
+6,709 |
| Dec10 |
100802 |
119~30 |
119~30 |
119~30 |
119~30 |
-0~07 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
83,438 |
292,072 |
+8,652 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100802 |
99.24 |
99.24 |
99.23 |
99.23 |
-0.01 |
21,227 |
345,782 |
+3,807 |
| Dec10 |
100802 |
99.17 |
99.18 |
99.16 |
99.17 |
-0.01 |
48,632 |
447,027 |
-1,444 |
| Mar11 |
100802 |
99.07 |
99.07 |
99.03 |
99.05 |
-0.01 |
40,721 |
302,375 |
+9,137 |
| Jun11 |
100802 |
98.93 |
98.93 |
98.87 |
98.90 |
-0.01 |
64,942 |
285,607 |
-986 |
| Sep11 |
100802 |
98.74 |
98.75 |
98.69 |
98.72 |
-0.02 |
100,010 |
332,214 |
-4,972 |
| Dec11 |
100802 |
98.52 |
98.53 |
98.47 |
98.49 |
-0.03 |
82,072 |
291,079 |
+27,832 |
| Total Volume and Open Interest |
444,464 |
2,447,998 |
+41,728 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100802 |
99.070 |
99.080 |
99.040 |
99.060 |
-0.005 |
97,379 |
576,995 |
-10,286 |
| Dec10 |
100802 |
98.995 |
99.020 |
98.970 |
98.995 |
+0.005 |
129,798 |
508,447 |
+2,366 |
| Mar11 |
100802 |
98.910 |
98.945 |
98.885 |
98.915 |
+0.005 |
91,332 |
459,122 |
+4,357 |
| Total Volume and Open Interest |
852,557 |
3,269,196 |
+19,989 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100802 |
95.22 |
95.24 |
95.21 |
95.23 |
+0.01 |
22,826 |
265,669 |
+2,585 |
| Dec10 |
100802 |
95.16 |
95.19 |
95.15 |
95.16 |
-0.01 |
23,954 |
223,841 |
+2,370 |
| Mar11 |
100802 |
95.08 |
95.14 |
95.07 |
95.09 |
-0.01 |
11,801 |
91,269 |
+2,710 |
| Jun11 |
100802 |
95.05 |
95.09 |
95.02 |
95.04 |
-0.01 |
3,915 |
68,200 |
+512 |
| Sep11 |
100802 |
95.03 |
95.06 |
95.00 |
95.00 |
-0.02 |
1,732 |
39,841 |
+252 |
| Dec11 |
100802 |
94.98 |
95.02 |
94.96 |
94.96 |
-0.02 |
1,733 |
30,113 |
+1,342 |
| Mar12 |
100802 |
94.95 |
95.00 |
94.94 |
94.94 |
-0.02 |
269 |
26,973 |
+117 |
| Jun12 |
100802 |
94.92 |
94.97 |
94.91 |
94.91 |
-0.02 |
160 |
11,632 |
-6 |
| Sep12 |
100802 |
94.91 |
94.91 |
94.91 |
94.91 |
-0.01 |
0 |
2,420 |
+0 |
| Dec12 |
100802 |
94.90 |
94.90 |
94.90 |
94.90 |
+0.01 |
0 |
978 |
+0 |
| Total Volume and Open Interest |
66,390 |
761,895 |
+9,882 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100802 |
94.80 |
94.85 |
94.76 |
94.78 |
-0.03 |
34,795 |
380,729 |
-3,292 |
| Dec10 |
100802 |
94.77 |
94.77 |
94.77 |
94.77 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
34,795 |
380,729 |
-3,292 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100802 |
95.35 |
95.41 |
95.30 |
95.32 |
-0.04 |
149,607 |
681,050 |
+39,692 |
| Dec10 |
100802 |
95.27 |
95.27 |
95.27 |
95.27 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
149,607 |
681,050 |
+39,692 |
| Gold(CMX) |
| Aug10 |
100802 |
1181.8 |
1191.8 |
1174.7 |
1183.4 |
+1.7 |
54,384 |
8,707 |
-26,342 |
| Oct10 |
100802 |
1182.8 |
1192.5 |
1175.4 |
1184.1 |
+1.7 |
14,432 |
44,916 |
+2,253 |
| Dec10 |
100802 |
1183.8 |
1193.9 |
1176.7 |
1185.4 |
+1.5 |
113,129 |
335,827 |
+17,871 |
| Feb11 |
100802 |
1184.9 |
1193.3 |
1180.5 |
1186.9 |
+1.5 |
1,550 |
18,964 |
-107 |
| Apr11 |
100802 |
1187.5 |
1190.0 |
1187.5 |
1188.3 |
+1.5 |
1,302 |
16,854 |
-572 |
| Jun11 |
100802 |
533.4 |
534.8 |
527.6 |
534.2 |
+1.5 |
477 |
16,484 |
+196 |
| Aug11 |
100802 |
1190.0 |
1196.8 |
1190.0 |
1191.1 |
+1.5 |
177 |
8,229 |
+145 |
| Oct11 |
100802 |
1193.1 |
1193.1 |
1192.8 |
1192.8 |
+1.5 |
1,125 |
7,841 |
+946 |
| Dec11 |
100802 |
1195.3 |
1201.1 |
1192.2 |
1194.7 |
+1.5 |
199 |
13,482 |
+1 |
| Feb12 |
100802 |
1196.8 |
1196.8 |
1196.8 |
1196.8 |
+1.5 |
25 |
6,477 |
+0 |
| Apr12 |
100802 |
1199.2 |
1199.2 |
1199.2 |
1199.2 |
+1.5 |
500 |
5,711 |
-500 |
| Jun12 |
100802 |
1202.7 |
1202.7 |
1202.0 |
1202.0 |
+1.5 |
115 |
8,187 |
+115 |
| Total Volume and Open Interest |
189,016 |
532,264 |
-5,907 |
| Silver(CMX) |
| Sep10 |
100802 |
1800.0 |
1857.5 |
1797.5 |
1841.9 |
+41.6 |
23,989 |
58,693 |
-729 |
| Dec10 |
100802 |
1807.0 |
1862.0 |
1807.0 |
1847.4 |
+42.0 |
2,681 |
28,969 |
-272 |
| Mar11 |
100802 |
1818.5 |
1857.5 |
1818.0 |
1851.7 |
+42.2 |
322 |
9,812 |
-99 |
| May11 |
100802 |
1853.8 |
1853.8 |
1853.8 |
1853.8 |
+42.1 |
24 |
7,771 |
+21 |
| Jul11 |
100802 |
1820.0 |
1859.0 |
1820.0 |
1856.0 |
+42.3 |
281 |
4,199 |
+273 |
| Sep11 |
100802 |
1858.2 |
1858.2 |
1858.2 |
1858.2 |
+42.3 |
1 |
487 |
+0 |
| Dec11 |
100802 |
1850.0 |
1861.2 |
1850.0 |
1861.2 |
+42.3 |
506 |
3,962 |
+304 |
| Total Volume and Open Interest |
27,972 |
117,510 |
-593 |
| Platinum(NYMEX) |
| Oct10 |
100802 |
1576.8 |
1603.9 |
1574.1 |
1602.2 |
+25.4 |
4,073 |
28,566 |
+808 |
| Jan11 |
100802 |
1595.0 |
1607.3 |
1595.0 |
1606.5 |
+25.7 |
25 |
1,082 |
+16 |
| Apr11 |
100802 |
1612.4 |
1612.4 |
1612.0 |
1612.0 |
+25.7 |
0 |
6 |
+0 |
| Jul11 |
100802 |
1612.0 |
1612.0 |
1612.0 |
1612.0 |
+25.7 |
|
|
|
| Total Volume and Open Interest |
4,100 |
29,665 |
+823 |
| Palladium(NYMEX) |
| Sep10 |
100802 |
500.00 |
518.60 |
496.65 |
515.85 |
+15.85 |
4,713 |
18,851 |
-154 |
| Dec10 |
100802 |
501.45 |
517.70 |
499.90 |
517.45 |
+15.50 |
109 |
1,039 |
+86 |
| Mar11 |
100802 |
518.20 |
518.20 |
518.20 |
518.20 |
+15.50 |
1 |
39 |
+0 |
| Total Volume and Open Interest |
4,823 |
19,936 |
-68 |
| Copper(CMX) |
| Sep10 |
100802 |
331.15 |
339.65 |
330.15 |
338.95 |
+7.80 |
31,275 |
73,767 |
-974 |
| Dec10 |
100802 |
332.80 |
341.50 |
332.45 |
341.05 |
+7.85 |
3,046 |
31,967 |
+1,552 |
| Mar11 |
100802 |
333.45 |
342.10 |
333.45 |
341.95 |
+7.90 |
795 |
11,398 |
+261 |
| May11 |
100802 |
342.25 |
342.25 |
342.25 |
342.25 |
+7.90 |
1 |
1,352 |
+2 |
| Jul11 |
100802 |
342.35 |
342.35 |
342.35 |
342.35 |
+7.90 |
3 |
2,771 |
+3 |
| Total Volume and Open Interest |
36,707 |
138,600 |
+595 |
| DJIA Index(CBOT) |
| Sep10 |
100802 |
10450 |
10645 |
10448 |
10617 |
+200 |
281 |
8,205 |
+63 |
| Dec10 |
100802 |
10551 |
10551 |
10351 |
10551 |
+200 |
0 |
8 |
+0 |
| Mar11 |
100802 |
10492 |
10492 |
10292 |
10492 |
+200 |
|
|
|
| Jun11 |
100802 |
10437 |
10437 |
10237 |
10437 |
+200 |
|
|
|
| Total Volume and Open Interest |
281 |
8,213 |
+63 |
| S & P 500(CME) |
| Sep10 |
100802 |
1102.50 |
1124.30 |
1102.00 |
1121.80 |
+23.50 |
14,096 |
301,816 |
-2,786 |
| Dec10 |
100802 |
1111.50 |
1120.10 |
1111.50 |
1117.10 |
+23.50 |
10 |
5,759 |
+9 |
| Mar11 |
100802 |
1109.20 |
1115.40 |
1107.90 |
1112.40 |
+23.50 |
0 |
833 |
+0 |
| Jun11 |
100802 |
1108.30 |
1111.30 |
1108.30 |
1108.30 |
+23.50 |
0 |
182 |
+0 |
| Total Volume and Open Interest |
14,106 |
308,590 |
-2,777 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100802 |
1104.50 |
1124.25 |
1101.75 |
1121.75 |
+23.50 |
2,250,104 |
2,761,379 |
+15,357 |
| Dec10 |
100802 |
1098.75 |
1119.50 |
1098.75 |
1117.00 |
+23.50 |
1,517 |
21,903 |
+422 |
| Total Volume and Open Interest |
2,251,629 |
2,783,509 |
+15,777 |
| NASDAQ 100(CME) |
| Sep10 |
100802 |
1870.00 |
1902.00 |
1867.50 |
1894.30 |
+32.00 |
1,107 |
13,429 |
-28 |
| Dec10 |
100802 |
1892.00 |
1899.00 |
1892.00 |
1892.00 |
+32.00 |
9 |
24 |
+6 |
| Mar11 |
100802 |
1889.50 |
1889.50 |
1889.50 |
1889.50 |
+32.00 |
|
|
|
| Total Volume and Open Interest |
1,116 |
13,453 |
-22 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100802 |
1868.80 |
1901.80 |
1864.50 |
1894.30 |
+32.00 |
384,506 |
332,146 |
+627 |
| Dec10 |
100802 |
1873.30 |
1898.30 |
1871.50 |
1892.00 |
+32.00 |
264 |
246 |
-8 |
| Total Volume and Open Interest |
384,773 |
332,398 |
+620 |
| S & P Midcap 400(CME) |
| Sep10 |
100802 |
773.00 |
774.00 |
766.00 |
771.80 |
+13.00 |
1 |
2,365 |
-3 |
| Dec10 |
100802 |
769.80 |
769.80 |
769.80 |
769.80 |
+13.00 |
|
|
|
| Mar11 |
100802 |
767.80 |
767.80 |
767.80 |
767.80 |
+13.00 |
|
|
|
| Total Volume and Open Interest |
1 |
2,365 |
-3 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100802 |
9550 |
9750 |
9550 |
9740 |
+190 |
6,786 |
30,728 |
-693 |
| Dec10 |
100802 |
9740 |
9740 |
9740 |
9740 |
+190 |
0 |
62 |
-2 |
| Total Volume and Open Interest |
6,786 |
30,790 |
-695 |
| Nikkei 225(SGX) |
| Sep10 |
100802 |
9525 |
9680 |
9410 |
9550 |
+15 |
81,893 |
177,766 |
+2,323 |
| Dec10 |
100802 |
9500 |
9500 |
9500 |
9500 |
+15 |
2 |
2,486 |
+12 |
| Mar11 |
100802 |
9495 |
9495 |
9495 |
9495 |
+15 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
81,945 |
182,556 |
+2,635 |
| CAC 40(EURONEXT) |
| Aug10 |
100802 |
3677.0 |
3767.5 |
3670.5 |
3752.5 |
+111.0 |
120,493 |
396,641 |
+7,327 |
| Sep10 |
100802 |
3671.0 |
3753.5 |
3666.0 |
3747.0 |
+110.0 |
3,542 |
46,020 |
-1,097 |
| Oct10 |
100802 |
3749.0 |
3749.0 |
3749.0 |
3749.0 |
+109.5 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
124,035 |
443,959 |
+6,230 |
| Hang Seng Index(HKFE) |
| Aug10 |
100802 |
21219 |
21465 |
21200 |
21422 |
+451 |
59,074 |
75,774 |
-2,502 |
| Sep10 |
100802 |
21007 |
21368 |
21007 |
21330 |
+455 |
344 |
5,771 |
+38 |
| Total Volume and Open Interest |
74,303 |
82,870 |
-14,379 |
| DAX(EUREX) |
| Sep10 |
100802 |
6185.5 |
6310.0 |
6185.5 |
6284.0 |
+117.0 |
130,608 |
155,645 |
+664 |
| Dec10 |
100802 |
6199.0 |
6319.5 |
6199.0 |
6294.5 |
+117.5 |
225 |
14,318 |
-4 |
| Mar11 |
100802 |
6254.0 |
6327.0 |
6254.0 |
6307.0 |
+117.0 |
29 |
1,740 |
+14 |
| Total Volume and Open Interest |
130,862 |
171,703 |
+674 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100802 |
5277.00 |
5385.00 |
5272.00 |
5355.50 |
+110.50 |
84,205 |
649,696 |
+556 |
| Dec10 |
100802 |
5263.00 |
5344.50 |
5263.00 |
5334.00 |
+110.50 |
48 |
6,716 |
-9 |
| Mar11 |
100802 |
5307.50 |
5307.50 |
5293.50 |
5293.50 |
+110.50 |
40 |
988 |
+27 |
| Total Volume and Open Interest |
84,293 |
657,586 |
+574 |
| SPI 200(SFE) |
| Sep10 |
100802 |
4468.0 |
4519.0 |
4422.0 |
4505.0 |
+42.0 |
29,754 |
228,105 |
+2,589 |
| Dec10 |
100802 |
4525.0 |
4531.0 |
4524.0 |
4528.0 |
+42.0 |
5 |
3,471 |
+5 |
| Mar11 |
100802 |
4519.0 |
4523.0 |
4519.0 |
4519.0 |
+43.0 |
0 |
1,268 |
+0 |
| Total Volume and Open Interest |
29,776 |
234,202 |
+2,610 |
| GSCI(CME) |
| Aug10 |
100802 |
535.50 |
539.00 |
523.45 |
538.00 |
+14.50 |
120 |
16,056 |
+27 |
| Sep10 |
100802 |
538.00 |
542.00 |
526.45 |
541.15 |
+14.65 |
0 |
2 |
+0 |
| Oct10 |
100802 |
542.00 |
544.00 |
528.45 |
542.00 |
+13.50 |
|
|
|
| Total Volume and Open Interest |
120 |
16,058 |
+27 |
| 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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