|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu August 05, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100805 |
1054.00 |
1080.00 |
1045.50 |
1055.00 |
+2.00 |
3,978 |
4,623 |
-999 |
| Sep10 |
100805 |
1027.75 |
1054.50 |
1017.00 |
1034.75 |
+5.50 |
11,483 |
23,850 |
-545 |
| Nov10 |
100805 |
1023.25 |
1049.00 |
1011.00 |
1029.00 |
+4.75 |
77,764 |
317,835 |
-62 |
| Jan11 |
100805 |
1029.25 |
1053.25 |
1018.00 |
1034.25 |
+4.00 |
11,746 |
56,430 |
+57 |
| Mar11 |
100805 |
1031.00 |
1054.00 |
1018.50 |
1035.25 |
+3.75 |
4,262 |
21,727 |
+838 |
| May11 |
100805 |
1029.50 |
1051.00 |
1016.25 |
1033.75 |
+3.75 |
2,798 |
22,016 |
+454 |
| Jul11 |
100805 |
1036.75 |
1056.25 |
1023.50 |
1039.75 |
+3.00 |
2,353 |
20,782 |
+127 |
| Total Volume and Open Interest |
117,016 |
490,303 |
+596 |
| Soybean Meal(CBOT) |
| Aug10 |
100805 |
311.50 |
319.00 |
309.00 |
313.60 |
+2.10 |
2,389 |
4,588 |
-1,070 |
| Sep10 |
100805 |
300.10 |
308.40 |
296.40 |
302.10 |
+2.40 |
12,111 |
33,416 |
-1,487 |
| Oct10 |
100805 |
292.70 |
302.00 |
289.00 |
295.40 |
+2.80 |
3,023 |
18,809 |
+50 |
| Dec10 |
100805 |
292.40 |
303.00 |
288.50 |
295.40 |
+3.00 |
21,216 |
103,627 |
+394 |
| Jan11 |
100805 |
288.90 |
299.60 |
288.70 |
293.10 |
+2.00 |
637 |
7,172 |
+55 |
| Mar11 |
100805 |
290.00 |
298.40 |
286.40 |
292.10 |
+1.90 |
1,352 |
7,644 |
+275 |
| May11 |
100805 |
287.90 |
296.80 |
285.10 |
290.70 |
+2.10 |
1,110 |
6,659 |
+102 |
| Jul11 |
100805 |
287.00 |
296.80 |
287.00 |
291.70 |
+1.80 |
328 |
5,850 |
+78 |
| Total Volume and Open Interest |
42,254 |
192,396 |
-1,644 |
| Soybean Oil(CBOT) |
| Aug10 |
100805 |
41.21 |
41.97 |
40.90 |
41.26 |
-0.10 |
7,016 |
3,762 |
-1,200 |
| Sep10 |
100805 |
41.45 |
42.51 |
41.02 |
41.41 |
-0.10 |
19,196 |
61,003 |
-93 |
| Oct10 |
100805 |
41.65 |
42.41 |
41.21 |
41.58 |
-0.11 |
5,262 |
21,125 |
+184 |
| Dec10 |
100805 |
42.06 |
42.77 |
41.62 |
42.00 |
-0.10 |
45,992 |
165,524 |
+2,789 |
| Jan11 |
100805 |
42.40 |
42.89 |
41.86 |
42.23 |
-0.11 |
611 |
13,661 |
+236 |
| Mar11 |
100805 |
42.49 |
43.35 |
42.06 |
42.40 |
-0.13 |
1,296 |
7,833 |
+397 |
| May11 |
100805 |
42.43 |
43.51 |
42.26 |
42.57 |
-0.16 |
2,156 |
7,117 |
+113 |
| Jul11 |
100805 |
42.85 |
43.57 |
42.68 |
42.81 |
-0.17 |
776 |
6,119 |
+249 |
| Total Volume and Open Interest |
82,438 |
290,442 |
+2,730 |
| Canola(WCE) |
| Nov10 |
100805 |
468.1 |
479.8 |
466.2 |
469.5 |
+1.4 |
9,933 |
132,670 |
-130 |
| Jan11 |
100805 |
470.9 |
482.1 |
470.9 |
472.6 |
+2.0 |
790 |
11,181 |
+75 |
| Mar11 |
100805 |
469.5 |
480.5 |
469.5 |
471.5 |
+2.5 |
330 |
6,137 |
+36 |
| May11 |
100805 |
469.9 |
478.9 |
469.5 |
469.5 |
+2.6 |
195 |
1,899 |
+1 |
| Jul11 |
100805 |
467.3 |
476.0 |
464.6 |
466.5 |
+2.7 |
92 |
3,134 |
+44 |
| Total Volume and Open Interest |
11,340 |
156,599 |
+26 |
| Corn(CBOT) |
| Sep10 |
100805 |
398.75 |
425.25 |
395.50 |
403.50 |
+3.25 |
58,900 |
353,203 |
-8,409 |
| Dec10 |
100805 |
413.50 |
439.00 |
410.00 |
418.00 |
+3.00 |
118,230 |
581,307 |
+454 |
| Mar11 |
100805 |
426.50 |
450.00 |
423.25 |
430.00 |
+2.00 |
19,778 |
104,381 |
+4,214 |
| May11 |
100805 |
433.00 |
457.00 |
431.00 |
436.75 |
+0.75 |
2,263 |
21,761 |
+585 |
| Jul11 |
100805 |
440.50 |
463.50 |
438.00 |
442.75 |
-0.50 |
5,446 |
62,324 |
+119 |
| Sep11 |
100805 |
435.75 |
456.00 |
435.75 |
438.00 |
-2.75 |
886 |
8,361 |
+119 |
| Total Volume and Open Interest |
213,776 |
1,244,111 |
-2,665 |
| Wheat(CBOT) |
| Sep10 |
100805 |
726.25 |
785.75 |
724.00 |
785.75 |
+60.00 |
66,221 |
164,352 |
-7,566 |
| Dec10 |
100805 |
755.50 |
815.50 |
754.00 |
815.25 |
+59.75 |
50,401 |
164,657 |
-883 |
| Mar11 |
100805 |
770.00 |
831.00 |
769.00 |
818.00 |
+47.00 |
11,742 |
46,421 |
-1,272 |
| May11 |
100805 |
763.00 |
823.75 |
761.00 |
792.75 |
+27.75 |
1,461 |
21,245 |
+61 |
| Jul11 |
100805 |
754.00 |
795.00 |
745.00 |
762.50 |
+5.25 |
9,986 |
68,976 |
-1,192 |
| Total Volume and Open Interest |
143,870 |
499,114 |
-10,735 |
| Wheat(KCBT) |
| Sep10 |
100805 |
725.50 |
786.50 |
722.75 |
780.00 |
+53.50 |
14,779 |
47,497 |
-2,929 |
| Dec10 |
100805 |
743.00 |
803.25 |
739.50 |
795.00 |
+51.75 |
10,417 |
77,730 |
+1,228 |
| Mar11 |
100805 |
753.00 |
815.00 |
752.00 |
800.00 |
+45.00 |
5,858 |
33,308 |
+1,108 |
| May11 |
100805 |
755.25 |
814.00 |
755.25 |
782.00 |
+27.25 |
890 |
6,637 |
+223 |
| Jul11 |
100805 |
744.75 |
799.00 |
739.00 |
748.00 |
+2.25 |
5,397 |
30,318 |
-1,300 |
| Total Volume and Open Interest |
37,577 |
201,316 |
-1,618 |
| Wheat(MGE) |
| Sep10 |
100805 |
729.00 |
792.00 |
729.00 |
783.00 |
+51.00 |
3,518 |
15,329 |
-579 |
| Dec10 |
100805 |
743.00 |
805.25 |
741.50 |
792.50 |
+47.25 |
2,226 |
18,740 |
+396 |
| Mar11 |
100805 |
753.00 |
815.25 |
753.00 |
797.75 |
+42.50 |
1,104 |
9,535 |
-24 |
| May11 |
100805 |
759.75 |
812.00 |
759.75 |
795.00 |
+35.75 |
574 |
2,204 |
-15 |
| Jul11 |
100805 |
752.25 |
800.75 |
752.25 |
783.75 |
+28.50 |
540 |
6,839 |
+52 |
| Total Volume and Open Interest |
8,834 |
57,609 |
-103 |
| Oats(CBOT) |
| Sep10 |
100805 |
280.00 |
297.25 |
277.25 |
282.00 |
+1.75 |
545 |
2,120 |
-141 |
| Dec10 |
100805 |
292.75 |
309.50 |
289.75 |
294.50 |
+1.25 |
1,202 |
8,479 |
+31 |
| Mar11 |
100805 |
300.00 |
315.00 |
300.00 |
302.50 |
+2.25 |
41 |
315 |
-6 |
| May11 |
100805 |
309.50 |
309.50 |
307.25 |
309.50 |
+2.25 |
1 |
11 |
+1 |
| Total Volume and Open Interest |
1,789 |
10,925 |
-115 |
| Rough Rice(CBOT) |
| Sep10 |
100805 |
11.00 |
11.48 |
10.90 |
10.93 |
-0.10 |
729 |
6,514 |
-36 |
| Nov10 |
100805 |
11.27 |
11.78 |
11.15 |
11.19 |
-0.11 |
780 |
7,985 |
+85 |
| Jan11 |
100805 |
11.53 |
11.99 |
11.43 |
11.45 |
-0.10 |
42 |
947 |
-5 |
| Mar11 |
100805 |
11.88 |
12.24 |
11.73 |
11.73 |
-0.09 |
2 |
724 |
+2 |
| Total Volume and Open Interest |
1,563 |
17,717 |
+45 |
| Live Cattle(CME) |
| Aug10 |
100805 |
93.200 |
93.800 |
92.850 |
92.900 |
-0.250 |
5,995 |
33,262 |
-1,696 |
| Oct10 |
100805 |
95.950 |
97.000 |
95.650 |
96.285 |
+0.500 |
10,402 |
159,668 |
+51 |
| Dec10 |
100805 |
97.535 |
98.635 |
97.200 |
97.950 |
+0.600 |
3,205 |
70,861 |
-894 |
| Feb11 |
100805 |
98.600 |
99.950 |
98.600 |
99.350 |
+0.450 |
1,685 |
34,023 |
+357 |
| Apr11 |
100805 |
100.450 |
101.680 |
100.350 |
101.300 |
+0.650 |
1,551 |
21,549 |
+672 |
| Jun11 |
100805 |
97.000 |
98.200 |
96.950 |
97.680 |
+0.580 |
281 |
8,893 |
+117 |
| Total Volume and Open Interest |
23,207 |
332,396 |
-1,350 |
| Feeder Cattle(CME) |
| Aug10 |
100805 |
113.730 |
113.930 |
112.300 |
112.700 |
-0.900 |
990 |
8,023 |
-398 |
| Sep10 |
100805 |
113.930 |
114.180 |
112.430 |
112.680 |
-1.250 |
1,753 |
11,974 |
-196 |
| Oct10 |
100805 |
114.730 |
114.930 |
113.300 |
113.500 |
-1.385 |
1,671 |
11,442 |
+353 |
| Nov10 |
100805 |
115.000 |
115.000 |
113.400 |
113.635 |
-1.345 |
528 |
3,903 |
+317 |
| Jan11 |
100805 |
113.535 |
113.600 |
112.080 |
113.000 |
-0.730 |
133 |
1,590 |
+45 |
| Mar11 |
100805 |
112.080 |
112.080 |
111.250 |
112.050 |
-0.350 |
29 |
486 |
+16 |
| Apr11 |
100805 |
111.930 |
112.500 |
111.900 |
112.400 |
-0.100 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
5,113 |
37,585 |
+146 |
| Lean Hogs(CME) |
| Aug10 |
100805 |
86.250 |
86.250 |
83.800 |
83.800 |
-3.000 |
6,327 |
15,842 |
-1,685 |
| Oct10 |
100805 |
78.830 |
78.830 |
75.950 |
76.035 |
-2.915 |
13,498 |
99,855 |
+2,037 |
| Dec10 |
100805 |
75.725 |
75.950 |
73.050 |
73.785 |
-2.165 |
4,899 |
51,990 |
+844 |
| Feb11 |
100805 |
77.535 |
77.535 |
75.000 |
75.930 |
-1.650 |
1,836 |
21,745 |
+779 |
| Apr11 |
100805 |
77.550 |
77.785 |
75.550 |
76.300 |
-1.250 |
1,225 |
18,026 |
+540 |
| May11 |
100805 |
80.600 |
80.600 |
79.150 |
80.000 |
-0.800 |
28 |
654 |
+10 |
| Jun11 |
100805 |
83.180 |
83.250 |
81.000 |
81.750 |
-1.535 |
720 |
9,711 |
+441 |
| Jul11 |
100805 |
81.450 |
81.700 |
79.800 |
80.385 |
-1.415 |
141 |
2,259 |
+36 |
| Total Volume and Open Interest |
28,748 |
221,588 |
+3,052 |
| Pork Bellies(CME) |
| Aug10 |
100805 |
118.500 |
118.500 |
118.500 |
118.500 |
+4.500 |
0 |
19 |
-2 |
| Feb11 |
100805 |
105.000 |
105.000 |
105.000 |
105.000 |
+1.000 |
0 |
7 |
+0 |
| Mar11 |
100805 |
103.500 |
103.500 |
103.500 |
103.500 |
unch |
0 |
1 |
+0 |
| May11 |
100805 |
104.000 |
104.000 |
104.000 |
104.000 |
unch |
|
|
|
| Jul11 |
100805 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
27 |
-2 |
| Class III Milk(CME) |
| Aug10 |
100805 |
14.95 |
14.98 |
14.92 |
14.95 |
+0.01 |
153 |
4,693 |
+0 |
| Sep10 |
100805 |
15.11 |
15.28 |
15.11 |
15.24 |
+0.10 |
459 |
5,014 |
+147 |
| Oct10 |
100805 |
14.80 |
14.94 |
14.78 |
14.87 |
+0.05 |
217 |
4,118 |
+31 |
| Nov10 |
100805 |
14.65 |
14.75 |
14.65 |
14.67 |
+0.02 |
125 |
3,873 |
+34 |
| Dec10 |
100805 |
14.55 |
14.70 |
14.55 |
14.56 |
+0.01 |
102 |
3,913 |
+3 |
| Total Volume and Open Interest |
1,320 |
25,133 |
+329 |
| Cocoa(ICE) |
| Sep10 |
100805 |
3145 |
3156 |
3092 |
3113 |
-5 |
10,403 |
45,278 |
-3,729 |
| Dec10 |
100805 |
3141 |
3180 |
3116 |
3138 |
-1 |
6,868 |
36,544 |
+4,082 |
| Mar11 |
100805 |
3192 |
3192 |
3156 |
3156 |
unch |
551 |
20,569 |
+182 |
| May11 |
100805 |
3164 |
3178 |
3164 |
3166 |
-1 |
93 |
8,036 |
+38 |
| Jul11 |
100805 |
3175 |
3176 |
3175 |
3176 |
unch |
43 |
4,489 |
-10 |
| Sep11 |
100805 |
3190 |
3190 |
3188 |
3188 |
unch |
8 |
1,880 |
+2 |
| Dec11 |
100805 |
3206 |
3207 |
3205 |
3205 |
unch |
9 |
3,573 |
+4 |
| Total Volume and Open Interest |
17,975 |
123,629 |
+569 |
| Coffee "C"(ICE) |
| Sep10 |
100805 |
169.50 |
172.65 |
169.10 |
169.85 |
+0.10 |
17,011 |
78,433 |
-4,102 |
| Dec10 |
100805 |
170.65 |
173.70 |
170.15 |
171.05 |
+0.20 |
6,850 |
51,076 |
+1,003 |
| Mar11 |
100805 |
170.55 |
173.40 |
170.00 |
170.85 |
+0.25 |
1,517 |
24,964 |
+495 |
| May11 |
100805 |
170.25 |
172.60 |
169.40 |
169.95 |
+0.20 |
424 |
6,449 |
-244 |
| Jul11 |
100805 |
169.70 |
171.45 |
169.45 |
169.45 |
+0.10 |
132 |
3,209 |
+38 |
| Sep11 |
100805 |
169.00 |
170.55 |
168.95 |
168.95 |
+0.05 |
53 |
1,530 |
+10 |
| Total Volume and Open Interest |
26,028 |
166,182 |
-2,794 |
| Orange Juice(ICE) |
| Sep10 |
100805 |
144.55 |
146.15 |
144.50 |
145.95 |
+1.15 |
1,244 |
18,547 |
+343 |
| Nov10 |
100805 |
146.05 |
147.85 |
146.05 |
147.70 |
+1.40 |
515 |
6,934 |
+237 |
| Jan11 |
100805 |
147.60 |
149.00 |
147.60 |
148.90 |
+1.30 |
97 |
1,839 |
+52 |
| Mar11 |
100805 |
149.00 |
150.50 |
149.00 |
150.35 |
+1.30 |
10 |
274 |
+8 |
| May11 |
100805 |
151.60 |
151.60 |
151.60 |
151.60 |
+1.30 |
1 |
206 |
+0 |
| Jul11 |
100805 |
153.50 |
153.50 |
153.50 |
153.50 |
+1.05 |
1 |
1,198 |
+0 |
| Total Volume and Open Interest |
1,868 |
29,003 |
+640 |
| Sugar #11(ICE) |
| Oct10 |
100805 |
18.88 |
19.13 |
18.20 |
18.29 |
-0.59 |
70,624 |
257,924 |
-3,520 |
| Mar11 |
100805 |
18.27 |
18.49 |
17.70 |
17.77 |
-0.49 |
42,814 |
145,757 |
-2,383 |
| May11 |
100805 |
17.49 |
17.65 |
16.93 |
16.98 |
-0.51 |
10,843 |
40,143 |
+1,636 |
| Jul11 |
100805 |
16.82 |
16.93 |
16.22 |
16.26 |
-0.57 |
7,971 |
74,041 |
+557 |
| Oct11 |
100805 |
16.60 |
16.66 |
16.07 |
16.08 |
-0.51 |
1,869 |
31,486 |
-77 |
| Total Volume and Open Interest |
136,367 |
613,446 |
-3,514 |
| London Cocoa(LCE) |
| Sep10 |
100805 |
2292 |
2323 |
2290 |
2292 |
-2 |
2,521 |
61,405 |
-236 |
| Dec10 |
100805 |
2177 |
2195 |
2173 |
2180 |
+3 |
2,304 |
41,065 |
-157 |
| Mar11 |
100805 |
2160 |
2176 |
2157 |
2160 |
+1 |
1,273 |
33,925 |
+64 |
| May11 |
100805 |
2167 |
2178 |
2160 |
2167 |
unch |
286 |
13,496 |
+222 |
| Jul11 |
100805 |
2167 |
2173 |
2164 |
2173 |
+1 |
89 |
4,045 |
+38 |
| Sep11 |
100805 |
2177 |
2177 |
2177 |
2177 |
+1 |
87 |
2,576 |
+26 |
| Dec11 |
100805 |
2181 |
2189 |
2177 |
2177 |
+1 |
78 |
5,105 |
+76 |
| Total Volume and Open Interest |
6,638 |
165,918 |
+33 |
| London Sugar(LCE) |
| Oct10 |
100805 |
556.80 |
565.70 |
542.60 |
545.20 |
-9.80 |
8,306 |
35,417 |
+2,054 |
| Dec10 |
100805 |
512.00 |
521.20 |
498.50 |
499.50 |
-11.50 |
2,479 |
14,324 |
+1,491 |
| Mar11 |
100805 |
502.90 |
511.70 |
489.80 |
490.30 |
-12.10 |
746 |
8,633 |
+101 |
| May11 |
100805 |
488.50 |
491.80 |
478.60 |
479.30 |
-9.10 |
579 |
4,125 |
+28 |
| Aug11 |
100805 |
477.00 |
477.00 |
463.90 |
465.30 |
-9.60 |
317 |
2,900 |
-10 |
| Total Volume and Open Interest |
12,427 |
65,871 |
+3,664 |
| Cotton(ICE) |
| Oct10 |
100805 |
84.15 |
86.00 |
83.94 |
84.20 |
+0.20 |
131 |
948 |
-28 |
| Dec10 |
100805 |
79.36 |
81.78 |
79.01 |
80.06 |
+0.59 |
11,100 |
122,733 |
+1,934 |
| Mar11 |
100805 |
77.07 |
79.38 |
77.00 |
78.00 |
+0.57 |
1,663 |
41,517 |
+1,039 |
| May11 |
100805 |
78.00 |
79.35 |
78.00 |
78.24 |
+0.48 |
451 |
2,532 |
+330 |
| Jul11 |
100805 |
78.50 |
79.50 |
78.50 |
78.57 |
+0.44 |
117 |
8,797 |
+32 |
| Oct11 |
100805 |
74.92 |
74.92 |
74.92 |
74.92 |
-0.21 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
13,483 |
179,080 |
+3,324 |
| Lumber(CME) |
| Sep10 |
100805 |
208.0 |
209.4 |
205.0 |
206.5 |
-1.5 |
1,123 |
4,990 |
-146 |
| Nov10 |
100805 |
213.3 |
215.4 |
212.0 |
212.0 |
+1.5 |
1,238 |
4,777 |
+220 |
| Jan11 |
100805 |
231.8 |
231.8 |
229.1 |
230.6 |
unch |
29 |
230 |
+13 |
| Mar11 |
100805 |
240.0 |
240.0 |
240.0 |
240.0 |
-1.9 |
2 |
15 |
+1 |
| Total Volume and Open Interest |
2,392 |
10,015 |
+88 |
| Crude Oil(NYM) |
| Sep10 |
100805 |
82.44 |
82.48 |
81.56 |
82.01 |
-0.46 |
290,979 |
328,187 |
-7,479 |
| Oct10 |
100805 |
82.81 |
82.91 |
81.96 |
82.45 |
-0.46 |
77,024 |
100,375 |
-4,542 |
| Nov10 |
100805 |
83.36 |
83.41 |
82.49 |
83.00 |
-0.46 |
32,947 |
79,313 |
+5,277 |
| Dec10 |
100805 |
83.88 |
83.89 |
83.01 |
83.53 |
-0.45 |
57,896 |
191,048 |
-460 |
| Jan11 |
100805 |
83.90 |
84.17 |
83.50 |
84.01 |
-0.45 |
6,928 |
43,486 |
+384 |
| Feb11 |
100805 |
84.43 |
84.55 |
84.08 |
84.44 |
-0.45 |
5,849 |
22,190 |
+2,115 |
| Mar11 |
100805 |
84.93 |
84.93 |
84.38 |
84.80 |
-0.45 |
6,633 |
24,146 |
-367 |
| Apr11 |
100805 |
84.74 |
85.13 |
84.74 |
85.13 |
-0.46 |
2,176 |
11,962 |
+351 |
| May11 |
100805 |
85.20 |
85.44 |
85.20 |
85.44 |
-0.46 |
1,876 |
8,704 |
+181 |
| Jun11 |
100805 |
85.76 |
85.82 |
85.26 |
85.74 |
-0.46 |
11,370 |
47,793 |
+1,096 |
| Jul11 |
100805 |
85.61 |
86.02 |
85.60 |
86.02 |
-0.47 |
2,002 |
25,399 |
-115 |
| Aug11 |
100805 |
85.99 |
86.21 |
85.94 |
86.21 |
-0.48 |
1,198 |
8,066 |
+118 |
| Sep11 |
100805 |
86.40 |
86.40 |
86.40 |
86.40 |
-0.48 |
1,341 |
8,022 |
+134 |
| Oct11 |
100805 |
86.59 |
86.59 |
86.59 |
86.59 |
-0.47 |
598 |
4,929 |
+87 |
| Nov11 |
100805 |
86.79 |
86.79 |
86.79 |
86.79 |
-0.46 |
776 |
10,008 |
-82 |
| Dec11 |
100805 |
87.10 |
87.16 |
86.64 |
87.01 |
-0.45 |
19,676 |
106,121 |
+1,862 |
| Total Volume and Open Interest |
524,962 |
1,234,649 |
+85 |
| e-miNY Crude Oil(NYM) |
| Aug10 |
100630 |
75.475 |
76.825 |
74.400 |
75.625 |
-0.325 |
10,591 |
2,274 |
+96 |
| Sep10 |
100805 |
82.400 |
82.450 |
81.525 |
82.000 |
-0.475 |
10,756 |
5,715 |
+718 |
| Oct10 |
100805 |
82.850 |
82.850 |
82.000 |
82.450 |
-0.450 |
464 |
1,240 |
+58 |
| Nov10 |
100805 |
83.150 |
83.200 |
82.575 |
83.000 |
-0.450 |
113 |
198 |
+29 |
| Dec10 |
100805 |
83.700 |
83.700 |
83.175 |
83.525 |
-0.450 |
82 |
205 |
+73 |
| Jan11 |
100805 |
83.950 |
84.000 |
83.950 |
84.000 |
-0.450 |
2 |
7 |
+0 |
| Feb11 |
100805 |
84.450 |
84.450 |
84.450 |
84.450 |
-0.450 |
|
|
|
| Mar11 |
100805 |
84.800 |
84.800 |
84.800 |
84.800 |
-0.450 |
0 |
1 |
+0 |
| Apr11 |
100805 |
85.125 |
85.125 |
85.125 |
85.125 |
-0.475 |
|
|
|
| May11 |
100805 |
85.450 |
85.450 |
85.450 |
85.450 |
-0.450 |
|
|
|
| Total Volume and Open Interest |
11,420 |
7,420 |
+878 |
| Heating Oil(NYM) |
| Sep10 |
100805 |
220.10 |
220.60 |
218.17 |
218.68 |
-1.54 |
54,478 |
86,435 |
+2,144 |
| Oct10 |
100805 |
222.89 |
223.39 |
220.91 |
221.50 |
-1.62 |
16,006 |
40,943 |
+1,487 |
| Nov10 |
100805 |
225.75 |
225.75 |
223.57 |
224.16 |
-1.73 |
6,716 |
34,389 |
+880 |
| Dec10 |
100805 |
228.26 |
228.35 |
225.93 |
226.58 |
-1.73 |
13,272 |
38,773 |
+963 |
| Jan11 |
100805 |
229.63 |
230.09 |
228.76 |
228.99 |
-1.83 |
2,681 |
25,995 |
+98 |
| Feb11 |
100805 |
231.03 |
231.32 |
230.81 |
230.81 |
-1.87 |
1,019 |
12,198 |
-30 |
| Mar11 |
100805 |
231.82 |
232.09 |
231.40 |
231.50 |
-1.90 |
1,622 |
10,764 |
+209 |
| Apr11 |
100805 |
231.50 |
231.50 |
231.11 |
231.11 |
-1.86 |
296 |
6,524 |
+102 |
| May11 |
100805 |
231.00 |
231.00 |
230.89 |
230.89 |
-1.81 |
401 |
6,654 |
-19 |
| Jun11 |
100805 |
232.88 |
232.88 |
230.42 |
231.01 |
-1.76 |
1,524 |
20,782 |
+429 |
| Jul11 |
100805 |
232.14 |
232.14 |
232.11 |
232.11 |
-1.76 |
53 |
2,210 |
+10 |
| Aug11 |
100805 |
233.63 |
233.63 |
233.46 |
233.46 |
-1.76 |
39 |
2,261 |
+31 |
| Total Volume and Open Interest |
101,003 |
306,044 |
+6,698 |
| Gasoline(NYMEX) |
| Sep10 |
100805 |
217.46 |
217.50 |
214.65 |
216.44 |
-1.06 |
48,844 |
103,317 |
+1,312 |
| Oct10 |
100805 |
209.13 |
209.27 |
206.84 |
208.31 |
-0.99 |
19,089 |
45,267 |
+3,509 |
| Nov10 |
100805 |
208.26 |
208.39 |
206.28 |
207.64 |
-1.01 |
6,043 |
35,445 |
+978 |
| Dec10 |
100805 |
209.11 |
209.33 |
206.90 |
208.27 |
-1.06 |
7,171 |
22,938 |
+544 |
| Jan11 |
100805 |
209.40 |
210.39 |
208.96 |
210.13 |
-1.11 |
1,616 |
10,734 |
+464 |
| Feb11 |
100805 |
212.85 |
212.90 |
211.74 |
212.30 |
-1.11 |
615 |
4,333 |
+167 |
| Mar11 |
100805 |
214.36 |
214.89 |
214.00 |
214.58 |
-1.09 |
492 |
3,530 |
+111 |
| Apr11 |
100805 |
227.69 |
227.69 |
225.65 |
226.94 |
-1.07 |
1,053 |
6,335 |
+331 |
| May11 |
100805 |
227.21 |
227.76 |
226.42 |
227.76 |
-1.07 |
989 |
3,826 |
+182 |
| Jun11 |
100805 |
229.48 |
229.48 |
228.40 |
228.40 |
-1.03 |
1,087 |
4,371 |
+410 |
| Total Volume and Open Interest |
87,161 |
247,595 |
+7,941 |
| e-miNY RBOB Gasoline(NYM) |
| Sep10 |
100805 |
216.40 |
216.44 |
216.40 |
216.40 |
-1.10 |
0 |
1 |
+0 |
| Oct10 |
100805 |
208.30 |
208.31 |
208.30 |
208.30 |
-1.00 |
0 |
1 |
+0 |
| Nov10 |
100805 |
207.60 |
207.64 |
207.60 |
207.60 |
-1.10 |
0 |
1 |
+0 |
| Dec10 |
100805 |
208.30 |
208.30 |
208.27 |
208.30 |
-1.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Natural Gas(NYM) |
| Sep10 |
100805 |
4.736 |
4.825 |
4.556 |
4.598 |
-0.139 |
127,994 |
189,085 |
-6,991 |
| Oct10 |
100805 |
4.754 |
4.850 |
4.575 |
4.622 |
-0.134 |
47,410 |
98,380 |
+650 |
| Nov10 |
100805 |
4.905 |
4.965 |
4.755 |
4.795 |
-0.114 |
33,644 |
68,007 |
-1,109 |
| Dec10 |
100805 |
5.144 |
5.229 |
5.007 |
5.047 |
-0.102 |
22,796 |
45,472 |
+770 |
| Jan11 |
100805 |
5.291 |
5.350 |
5.145 |
5.184 |
-0.101 |
16,790 |
69,901 |
+910 |
| Feb11 |
100805 |
5.236 |
5.280 |
5.120 |
5.155 |
-0.097 |
2,557 |
19,053 |
-244 |
| Mar11 |
100805 |
5.136 |
5.183 |
5.026 |
5.058 |
-0.094 |
6,594 |
55,108 |
+127 |
| Apr11 |
100805 |
4.984 |
5.034 |
4.880 |
4.909 |
-0.073 |
5,337 |
48,605 |
+67 |
| May11 |
100805 |
5.013 |
5.026 |
4.900 |
4.925 |
-0.072 |
2,276 |
23,148 |
+680 |
| Jun11 |
100805 |
5.033 |
5.045 |
4.941 |
4.967 |
-0.067 |
1,109 |
8,478 |
+276 |
| Jul11 |
100805 |
5.100 |
5.111 |
4.998 |
5.023 |
-0.065 |
1,043 |
6,408 |
-139 |
| Aug11 |
100805 |
5.142 |
5.155 |
5.045 |
5.065 |
-0.067 |
1,043 |
7,551 |
+360 |
| Sep11 |
100805 |
5.175 |
5.176 |
5.064 |
5.088 |
-0.067 |
1,159 |
6,319 |
-103 |
| Oct11 |
100805 |
5.241 |
5.261 |
5.140 |
5.166 |
-0.069 |
1,377 |
21,067 |
+363 |
| Nov11 |
100805 |
5.457 |
5.457 |
5.359 |
5.373 |
-0.069 |
210 |
6,154 |
+117 |
| Dec11 |
100805 |
5.703 |
5.705 |
5.607 |
5.620 |
-0.069 |
189 |
11,706 |
+95 |
| Total Volume and Open Interest |
273,105 |
779,372 |
-4,164 |
| Brent Crude Oil(ICE) |
| Sep10 |
100805 |
82.20 |
82.28 |
81.05 |
81.61 |
-0.59 |
188,105 |
165,397 |
-19,205 |
| Oct10 |
100805 |
82.34 |
82.55 |
81.37 |
81.95 |
-0.53 |
133,721 |
164,856 |
-17,780 |
| Nov10 |
100805 |
83.07 |
83.07 |
81.89 |
82.50 |
-0.50 |
57,315 |
76,502 |
+9,955 |
| Dec10 |
100805 |
83.58 |
83.58 |
82.48 |
83.08 |
-0.46 |
62,944 |
128,897 |
+2,143 |
| Jan11 |
100805 |
83.71 |
83.71 |
83.10 |
83.59 |
-0.43 |
9,853 |
25,323 |
+618 |
| Feb11 |
100805 |
84.42 |
84.42 |
83.94 |
84.07 |
-0.42 |
6,067 |
19,103 |
+668 |
| Mar11 |
100805 |
84.99 |
84.99 |
84.23 |
84.55 |
-0.42 |
4,748 |
14,452 |
+300 |
| Apr11 |
100805 |
85.12 |
85.12 |
84.68 |
85.00 |
-0.41 |
3,097 |
11,366 |
+95 |
| May11 |
100805 |
85.56 |
85.56 |
85.08 |
85.40 |
-0.41 |
2,355 |
16,615 |
+57 |
| Jun11 |
100805 |
86.20 |
86.20 |
85.45 |
85.76 |
-0.42 |
7,943 |
25,598 |
+563 |
| Jul11 |
100805 |
86.11 |
86.11 |
86.11 |
86.11 |
-0.42 |
1,337 |
8,330 |
-181 |
| Aug11 |
100805 |
86.40 |
86.40 |
86.40 |
86.40 |
-0.42 |
859 |
4,197 |
+135 |
| Sep11 |
100805 |
86.65 |
86.65 |
86.65 |
86.65 |
-0.41 |
764 |
5,267 |
-52 |
| Oct11 |
100805 |
86.88 |
86.88 |
86.88 |
86.88 |
-0.40 |
704 |
3,458 |
-67 |
| Total Volume and Open Interest |
498,000 |
796,918 |
-21,722 |
| Gas Oil(ICE) |
| Aug10 |
100805 |
693.50 |
693.50 |
684.50 |
688.00 |
-5.50 |
34,341 |
80,939 |
-5,489 |
| Sep10 |
100805 |
700.00 |
700.00 |
691.75 |
694.75 |
-5.25 |
67,856 |
107,757 |
+7,151 |
| Oct10 |
100805 |
704.75 |
705.00 |
697.75 |
700.50 |
-5.00 |
22,788 |
79,799 |
+5,068 |
| Nov10 |
100805 |
707.25 |
707.50 |
702.25 |
704.50 |
-5.25 |
11,627 |
40,835 |
+1,077 |
| Dec10 |
100805 |
711.25 |
713.00 |
706.00 |
708.50 |
-5.25 |
28,517 |
90,705 |
-421 |
| Jan11 |
100805 |
716.50 |
716.75 |
711.00 |
713.25 |
-5.00 |
5,854 |
38,934 |
+184 |
| Feb11 |
100805 |
720.50 |
720.50 |
715.75 |
717.50 |
-5.00 |
1,535 |
23,923 |
-88 |
| Mar11 |
100805 |
722.25 |
722.25 |
719.25 |
720.75 |
-5.25 |
1,241 |
14,950 |
-30 |
| Apr11 |
100805 |
721.00 |
723.50 |
721.00 |
723.50 |
-5.25 |
729 |
14,202 |
-34 |
| May11 |
100805 |
725.75 |
725.75 |
725.75 |
725.75 |
-5.50 |
413 |
16,568 |
+66 |
| Total Volume and Open Interest |
188,751 |
641,788 |
+8,804 |
| Ethanol(CBOT) |
| Aug10 |
100804 |
1.745 |
1.745 |
1.745 |
1.745 |
+0.006 |
120 |
145 |
+13 |
| Sep10 |
100805 |
1.745 |
1.772 |
1.729 |
1.742 |
+0.027 |
290 |
986 |
-141 |
| Oct10 |
100805 |
1.756 |
1.756 |
1.716 |
1.719 |
+0.025 |
105 |
1,307 |
+18 |
| Nov10 |
100805 |
1.695 |
1.752 |
1.695 |
1.710 |
+0.019 |
27 |
1,029 |
+15 |
| Dec10 |
100805 |
1.757 |
1.757 |
1.715 |
1.722 |
+0.023 |
37 |
1,987 |
+22 |
| Jan11 |
100805 |
1.761 |
1.761 |
1.726 |
1.727 |
+0.023 |
16 |
1,349 |
+6 |
| Feb11 |
100805 |
1.747 |
1.753 |
1.740 |
1.748 |
+0.028 |
12 |
738 |
-1 |
| Mar11 |
100805 |
1.757 |
1.760 |
1.745 |
1.757 |
+0.031 |
8 |
639 |
+5 |
| Total Volume and Open Interest |
602 |
11,675 |
-80 |
| WTI Crude Oil(ICE |
| Sep10 |
100805 |
82.45 |
82.47 |
81.56 |
82.01 |
-0.46 |
86,886 |
92,308 |
-2,930 |
| Oct10 |
100805 |
82.88 |
82.88 |
81.96 |
82.45 |
-0.46 |
39,877 |
64,784 |
+372 |
| Nov10 |
100805 |
83.42 |
83.42 |
82.63 |
83.00 |
-0.46 |
12,665 |
29,409 |
+1,767 |
| Dec10 |
100805 |
83.70 |
83.86 |
83.07 |
83.53 |
-0.45 |
24,416 |
87,788 |
+1,066 |
| Jan11 |
100805 |
83.95 |
84.01 |
83.95 |
84.01 |
-0.45 |
1,315 |
19,830 |
-216 |
| Feb11 |
100805 |
84.44 |
84.44 |
84.44 |
84.44 |
-0.45 |
627 |
11,450 |
-8 |
| Mar11 |
100805 |
84.51 |
84.80 |
84.51 |
84.80 |
-0.45 |
867 |
8,116 |
-284 |
| Apr11 |
100805 |
84.87 |
85.13 |
84.87 |
85.13 |
-0.46 |
414 |
5,102 |
+55 |
| May11 |
100805 |
85.20 |
85.44 |
85.20 |
85.44 |
-0.46 |
362 |
4,064 |
-12 |
| Jun11 |
100805 |
85.50 |
85.83 |
85.50 |
85.74 |
-0.46 |
2,499 |
23,569 |
+862 |
| Jul11 |
100805 |
86.02 |
86.02 |
86.02 |
86.02 |
-0.47 |
259 |
10,782 |
+9 |
| Aug11 |
100805 |
86.21 |
86.21 |
86.21 |
86.21 |
-0.48 |
79 |
2,563 |
+3 |
| Sep11 |
100805 |
86.40 |
86.40 |
86.40 |
86.40 |
-0.48 |
37 |
2,810 |
-16 |
| Oct11 |
100805 |
86.59 |
86.59 |
86.59 |
86.59 |
-0.47 |
12 |
2,396 |
+3 |
| Nov11 |
100805 |
86.79 |
86.79 |
86.79 |
86.79 |
-0.46 |
19 |
6,444 |
+1 |
| Dec11 |
100805 |
86.78 |
87.09 |
86.74 |
87.01 |
-0.45 |
8,719 |
50,408 |
+775 |
| Total Volume and Open Interest |
180,605 |
484,968 |
+1,856 |
| US Dollar Index(ICE) |
| Sep10 |
100805 |
81.090 |
81.225 |
80.625 |
80.930 |
-0.062 |
14,516 |
22,224 |
+497 |
| Dec10 |
100805 |
81.395 |
81.410 |
81.100 |
81.230 |
-0.072 |
24 |
686 |
+20 |
| Mar11 |
100805 |
81.590 |
81.590 |
81.590 |
81.590 |
-0.073 |
|
|
|
| Total Volume and Open Interest |
14,540 |
22,911 |
+517 |
| Australian Dollar(CME) |
| Sep10 |
100805 |
91.23 |
91.35 |
90.77 |
91.07 |
-0.27 |
78,385 |
98,110 |
+2,785 |
| Dec10 |
100805 |
90.31 |
90.34 |
89.79 |
90.08 |
-0.26 |
131 |
883 |
-4 |
| Mar11 |
100805 |
89.09 |
89.35 |
89.09 |
89.09 |
-0.26 |
|
|
|
| Total Volume and Open Interest |
78,516 |
99,149 |
+2,781 |
| British Pound(CME) |
| Sep10 |
100805 |
158.84 |
159.22 |
158.16 |
158.77 |
-0.15 |
92,520 |
134,775 |
+534 |
| Dec10 |
100805 |
158.70 |
159.06 |
158.14 |
158.69 |
-0.15 |
121 |
671 |
+41 |
| Mar11 |
100805 |
158.58 |
158.74 |
158.58 |
158.58 |
-0.16 |
2 |
8 |
+1 |
| Total Volume and Open Interest |
92,643 |
135,454 |
+576 |
| Canadian Dollar(CME) |
| Sep10 |
100805 |
98.18 |
98.89 |
98.10 |
98.28 |
-0.04 |
57,383 |
94,372 |
+2,218 |
| Dec10 |
100805 |
98.05 |
98.67 |
97.97 |
98.10 |
-0.04 |
171 |
4,099 |
+71 |
| Mar11 |
100805 |
97.87 |
98.30 |
97.87 |
97.88 |
-0.05 |
10 |
518 |
+3 |
| Jun11 |
100805 |
97.80 |
98.00 |
97.63 |
97.63 |
-0.07 |
5 |
241 |
+5 |
| Total Volume and Open Interest |
57,569 |
99,262 |
+2,297 |
| Japanese Yen(CME) |
| Sep10 |
100805 |
115.89 |
116.71 |
115.70 |
116.50 |
+0.54 |
100,904 |
133,135 |
+2,938 |
| Dec10 |
100805 |
115.95 |
116.79 |
115.84 |
116.60 |
+0.54 |
76 |
688 |
+39 |
| Mar11 |
100805 |
116.74 |
116.74 |
116.19 |
116.74 |
+0.55 |
2 |
23 |
+2 |
| Total Volume and Open Interest |
100,991 |
133,870 |
+2,986 |
| Swiss Franc(CME) |
| Sep10 |
100805 |
94.95 |
96.07 |
94.88 |
95.47 |
+0.39 |
23,640 |
57,701 |
-1,059 |
| Dec10 |
100805 |
95.04 |
95.96 |
95.03 |
95.56 |
+0.39 |
54 |
266 |
+15 |
| Mar11 |
100805 |
95.60 |
95.65 |
95.26 |
95.65 |
+0.39 |
2 |
8 |
+0 |
| Total Volume and Open Interest |
23,696 |
57,976 |
-1,044 |
| EuroFX(CME) |
| Sep10 |
100805 |
131.56 |
132.35 |
131.18 |
131.75 |
+0.03 |
236,132 |
233,292 |
+1,864 |
| Dec10 |
100805 |
131.48 |
132.22 |
131.16 |
131.68 |
+0.02 |
775 |
2,556 |
+110 |
| Mar11 |
100805 |
131.60 |
131.60 |
131.59 |
131.60 |
+0.01 |
2 |
246 |
-1 |
| Total Volume and Open Interest |
236,909 |
236,101 |
+1,973 |
| Mexican Peso(CME) |
| Aug10 |
100805 |
795.5 |
797.5 |
795.5 |
795.5 |
-2.0 |
|
|
|
| Sep10 |
100805 |
795.8 |
798.8 |
792.0 |
792.8 |
-2.0 |
18,431 |
91,697 |
+2,978 |
| Total Volume and Open Interest |
18,441 |
92,249 |
+2,972 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100805 |
127~310 |
128~250 |
127~310 |
128~120 |
+0~150 |
|
|
|
| Dec10 |
100805 |
126~140 |
127~130 |
126~140 |
126~310 |
+0~150 |
540 |
3,005 |
+274 |
| Mar11 |
100805 |
125~210 |
125~210 |
125~060 |
125~210 |
+0~150 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
242,374 |
692,587 |
-1,485 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100805 |
123~200 |
124~015 |
123~160 |
123~285 |
+0~085 |
991,446 |
1,793,000 |
-61,247 |
| Dec10 |
100805 |
122~255 |
123~035 |
122~205 |
123~000 |
+0~085 |
3,048 |
14,791 |
+768 |
| Mar11 |
100805 |
122~020 |
122~085 |
121~195 |
121~285 |
+0~090 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
994,494 |
1,807,891 |
-60,479 |
| 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 |
100805 |
119~002 |
119~019 |
118~117 |
119~016 |
+0~027 |
621 |
2,896 |
+175 |
| Mar11 |
100805 |
118~022 |
118~022 |
117~123 |
118~022 |
+0~027 |
|
|
|
| Total Volume and Open Interest |
448,473 |
1,017,266 |
-5,795 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100805 |
54~097 |
54~102 |
54~097 |
54~102 |
+0~004 |
|
|
|
| Dec10 |
100805 |
109~048 |
109~053 |
109~043 |
109~053 |
+0~010 |
923 |
2,089 |
+904 |
| Mar11 |
100805 |
109~029 |
109~029 |
109~017 |
109~029 |
+0~012 |
|
|
|
| Total Volume and Open Interest |
161,661 |
800,398 |
-25,498 |
| Eurodollars(CME) |
| Sep10 |
100805 |
99.600 |
99.610 |
99.585 |
99.600 |
-0.005 |
171,289 |
849,010 |
-32,355 |
| Dec10 |
100805 |
99.550 |
99.560 |
99.530 |
99.555 |
unch |
161,933 |
1,175,485 |
+13,175 |
| Mar11 |
100805 |
99.470 |
99.505 |
99.445 |
99.495 |
+0.020 |
155,122 |
1,016,386 |
+3,728 |
| Jun11 |
100805 |
99.355 |
99.410 |
99.330 |
99.395 |
+0.035 |
150,513 |
921,695 |
-10,105 |
| Sep11 |
100805 |
99.210 |
99.270 |
99.180 |
99.255 |
+0.040 |
187,860 |
986,118 |
-12,519 |
| Dec11 |
100805 |
99.015 |
99.080 |
98.980 |
99.065 |
+0.045 |
125,747 |
699,305 |
+3,860 |
| Mar12 |
100805 |
98.830 |
98.895 |
98.785 |
98.875 |
+0.045 |
103,586 |
474,526 |
+2,177 |
| Jun12 |
100805 |
98.630 |
98.695 |
98.585 |
98.675 |
+0.045 |
99,739 |
368,044 |
+3,396 |
| Sep12 |
100805 |
98.445 |
98.510 |
98.395 |
98.480 |
+0.040 |
57,825 |
261,643 |
+3,533 |
| Dec12 |
100805 |
98.260 |
98.300 |
98.190 |
98.270 |
+0.035 |
45,633 |
176,220 |
+2,833 |
| Mar13 |
100805 |
98.075 |
98.120 |
98.010 |
98.085 |
+0.030 |
41,516 |
219,809 |
+1,423 |
| Jun13 |
100805 |
97.875 |
97.910 |
97.810 |
97.880 |
+0.025 |
42,893 |
138,491 |
+4,278 |
| Sep13 |
100805 |
97.665 |
97.710 |
97.610 |
97.680 |
+0.025 |
18,255 |
95,079 |
+887 |
| Dec13 |
100805 |
97.470 |
97.500 |
97.405 |
97.470 |
+0.020 |
13,434 |
76,178 |
+1,275 |
| Mar14 |
100805 |
97.270 |
97.315 |
97.220 |
97.280 |
+0.020 |
11,298 |
55,606 |
+1,247 |
| Jun14 |
100805 |
97.060 |
97.115 |
97.020 |
97.080 |
+0.020 |
12,099 |
56,781 |
+2,066 |
| Sep14 |
100805 |
96.865 |
96.920 |
96.815 |
96.880 |
+0.020 |
10,925 |
32,647 |
+1,971 |
| Dec14 |
100805 |
96.650 |
96.710 |
96.605 |
96.670 |
+0.020 |
7,020 |
49,385 |
+493 |
| Total Volume and Open Interest |
1,446,629 |
7,823,460 |
-6,613 |
| 30 Day Federal Funds(CBOT) |
| Aug10 |
100805 |
99.817 |
99.820 |
99.817 |
99.820 |
+0.003 |
3,030 |
74,728 |
+1,324 |
| Sep10 |
100805 |
99.820 |
99.825 |
99.820 |
99.820 |
unch |
4,566 |
60,212 |
-490 |
| Oct10 |
100805 |
99.820 |
99.830 |
99.820 |
99.825 |
unch |
6,136 |
68,410 |
+899 |
| Nov10 |
100805 |
99.820 |
99.830 |
99.820 |
99.820 |
unch |
3,582 |
81,685 |
+514 |
| Dec10 |
100805 |
99.820 |
99.825 |
99.820 |
99.825 |
+0.005 |
2,516 |
66,355 |
-1,130 |
| Jan11 |
100805 |
99.815 |
99.825 |
99.815 |
99.825 |
+0.010 |
5,722 |
57,779 |
-3,112 |
| Total Volume and Open Interest |
48,701 |
588,561 |
-1,625 |
| 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 |
100805 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
0 |
989 |
+0 |
| Dec10 |
100805 |
99.692 |
99.692 |
99.692 |
99.692 |
-0.003 |
0 |
542 |
+0 |
| Mar11 |
100805 |
99.707 |
99.707 |
99.707 |
99.707 |
-0.003 |
0 |
367 |
+0 |
| Jun11 |
100805 |
99.713 |
99.713 |
99.713 |
99.713 |
-0.002 |
|
|
|
| Sep11 |
100805 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
| Dec11 |
100805 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
| Mar12 |
100805 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
| Jun12 |
100805 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
| Sep12 |
100805 |
99.775 |
99.775 |
99.775 |
99.775 |
unch |
|
|
|
| Dec12 |
100805 |
99.470 |
99.470 |
99.470 |
99.470 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,898 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100805 |
99.64 |
99.65 |
99.64 |
99.65 |
0.00 |
0 |
3,494 |
+0 |
| Dec10 |
100805 |
99.68 |
99.69 |
99.68 |
99.69 |
0.00 |
0 |
1,506 |
+0 |
| Mar11 |
100805 |
99.71 |
99.71 |
99.71 |
99.71 |
0.00 |
0 |
2,043 |
+0 |
| Jun11 |
100805 |
99.71 |
99.71 |
99.71 |
99.71 |
0.00 |
270 |
2,460 |
+0 |
| Sep11 |
100805 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
108 |
+0 |
| Dec11 |
100805 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
106 |
+0 |
| Mar12 |
100805 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
305 |
+0 |
| Jun12 |
100805 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
270 |
11,088 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100730 |
141.74 |
141.94 |
141.71 |
141.89 |
+0.42 |
909 |
20,623 |
-234 |
| Dec10 |
100805 |
141.65 |
141.75 |
141.64 |
141.64 |
-0.20 |
13 |
38 |
+0 |
| Mar11 |
100805 |
139.55 |
139.55 |
139.55 |
139.55 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
1,923 |
20,590 |
+0 |
| Euro-Bund(EUREX) |
| Sep10 |
100805 |
129.23 |
129.76 |
129.05 |
129.63 |
+0.43 |
755,189 |
912,558 |
+34,915 |
| Dec10 |
100805 |
127.81 |
128.30 |
127.78 |
128.21 |
+0.41 |
5,281 |
6,928 |
+4,538 |
| Mar11 |
100805 |
128.28 |
128.28 |
128.28 |
128.28 |
+0.43 |
80 |
1 |
+0 |
| Total Volume and Open Interest |
760,550 |
919,487 |
+39,453 |
| Euro-Bobl(EUREX) |
| Sep10 |
100803 |
119.96 |
120.50 |
119.94 |
120.40 |
+0.44 |
434,663 |
681,465 |
+1,798 |
| Dec10 |
100805 |
119.32 |
119.39 |
119.32 |
119.37 |
+0.13 |
3,355 |
23,231 |
+3,239 |
| Mar11 |
100805 |
118.64 |
118.64 |
118.64 |
118.64 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
417,166 |
744,371 |
+31,857 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100805 |
99.035 |
99.040 |
99.030 |
99.035 |
-0.015 |
150 |
3,428 |
-15 |
| Dec10 |
100805 |
98.950 |
98.950 |
98.945 |
98.950 |
-0.025 |
26 |
2,637 |
+6 |
| Mar11 |
100805 |
98.885 |
98.885 |
98.870 |
98.885 |
-0.025 |
10 |
1,194 |
-399 |
| Total Volume and Open Interest |
249 |
11,523 |
-409 |
| Long Gilt(LIFFE) |
| Sep10 |
100805 |
121~29 |
122~16 |
121~25 |
122~14 |
+0~18 |
87,284 |
283,159 |
+6,242 |
| Dec10 |
100805 |
121~03 |
121~03 |
121~03 |
121~03 |
+0~18 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
87,284 |
283,161 |
+6,242 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100805 |
99.23 |
99.24 |
99.23 |
99.24 |
+0.01 |
8,961 |
344,029 |
+109 |
| Dec10 |
100805 |
99.16 |
99.17 |
99.14 |
99.16 |
unch |
28,193 |
453,330 |
+2,353 |
| Mar11 |
100805 |
99.04 |
99.06 |
99.01 |
99.04 |
unch |
36,978 |
327,105 |
+7,734 |
| Jun11 |
100805 |
98.90 |
98.91 |
98.87 |
98.90 |
unch |
32,070 |
301,417 |
+566 |
| Sep11 |
100805 |
98.73 |
98.74 |
98.70 |
98.73 |
unch |
58,224 |
329,861 |
+8,397 |
| Dec11 |
100805 |
98.53 |
98.53 |
98.48 |
98.51 |
unch |
41,015 |
316,438 |
+1,603 |
| Total Volume and Open Interest |
274,008 |
2,525,919 |
+23,837 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100805 |
99.050 |
99.055 |
99.020 |
99.035 |
-0.015 |
101,153 |
589,893 |
+6,485 |
| Dec10 |
100805 |
98.975 |
98.980 |
98.930 |
98.950 |
-0.025 |
90,288 |
522,041 |
+8,053 |
| Mar11 |
100805 |
98.900 |
98.920 |
98.850 |
98.885 |
-0.025 |
66,470 |
469,475 |
+4,688 |
| Total Volume and Open Interest |
726,005 |
3,272,561 |
-797 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100805 |
95.21 |
95.22 |
95.19 |
95.20 |
-0.02 |
12,862 |
241,324 |
-3,506 |
| Dec10 |
100805 |
95.16 |
95.17 |
95.11 |
95.15 |
-0.02 |
20,250 |
214,328 |
+1,677 |
| Mar11 |
100805 |
95.10 |
95.11 |
95.05 |
95.09 |
-0.02 |
7,422 |
89,093 |
-1,126 |
| Jun11 |
100805 |
95.05 |
95.06 |
95.01 |
95.05 |
-0.02 |
4,980 |
66,973 |
+1,171 |
| Sep11 |
100805 |
95.01 |
95.03 |
94.97 |
95.00 |
-0.03 |
2,216 |
40,256 |
+762 |
| Dec11 |
100805 |
94.96 |
94.97 |
94.91 |
94.96 |
-0.02 |
942 |
30,299 |
+236 |
| Mar12 |
100805 |
94.96 |
94.96 |
94.88 |
94.93 |
-0.02 |
1,195 |
26,824 |
+33 |
| Jun12 |
100805 |
94.90 |
94.92 |
94.90 |
94.91 |
-0.04 |
1,223 |
10,942 |
-325 |
| Sep12 |
100805 |
94.91 |
94.91 |
94.91 |
94.91 |
-0.03 |
211 |
2,227 |
-190 |
| Dec12 |
100805 |
94.89 |
94.89 |
94.89 |
94.89 |
-0.02 |
1 |
1,074 |
-1 |
| Total Volume and Open Interest |
51,302 |
724,399 |
-1,269 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100805 |
94.85 |
94.89 |
94.83 |
94.86 |
-0.01 |
46,368 |
395,811 |
+3,632 |
| Dec10 |
100805 |
94.85 |
94.85 |
94.85 |
94.85 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
46,368 |
395,811 |
+3,632 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100805 |
95.35 |
95.37 |
95.31 |
95.33 |
-0.03 |
113,002 |
687,555 |
+8,044 |
| Dec10 |
100805 |
95.28 |
95.28 |
95.28 |
95.28 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
113,002 |
687,555 |
+8,044 |
| Gold(CMX) |
| Aug10 |
100805 |
1194.3 |
1199.3 |
1190.0 |
1197.2 |
+3.5 |
598 |
2,541 |
-638 |
| Oct10 |
100805 |
1196.1 |
1201.3 |
1190.6 |
1197.9 |
+3.4 |
4,168 |
42,872 |
-735 |
| Dec10 |
100805 |
1197.0 |
1202.8 |
1192.0 |
1199.3 |
+3.4 |
67,044 |
330,409 |
-2,503 |
| Feb11 |
100805 |
1198.5 |
1203.3 |
1194.9 |
1200.7 |
+3.3 |
2,428 |
18,197 |
-783 |
| Apr11 |
100805 |
1202.1 |
1202.1 |
1199.9 |
1202.1 |
+3.3 |
187 |
16,850 |
+35 |
| Jun11 |
100805 |
549.9 |
549.9 |
544.6 |
548.1 |
+3.3 |
340 |
16,751 |
+117 |
| Aug11 |
100805 |
1205.1 |
1205.1 |
1205.1 |
1205.1 |
+3.3 |
0 |
8,237 |
+0 |
| Oct11 |
100805 |
1204.7 |
1206.8 |
1203.0 |
1206.8 |
+3.2 |
0 |
7,940 |
+0 |
| Dec11 |
100805 |
1207.7 |
1208.5 |
1206.0 |
1208.5 |
+3.1 |
190 |
13,861 |
-26 |
| Feb12 |
100805 |
1210.6 |
1210.6 |
1210.6 |
1210.6 |
+3.0 |
300 |
6,678 |
+201 |
| Apr12 |
100805 |
1212.8 |
1212.8 |
1212.8 |
1212.8 |
+2.9 |
46 |
5,782 |
+46 |
| Jun12 |
100805 |
1215.5 |
1215.5 |
1215.5 |
1215.5 |
+2.8 |
350 |
8,389 |
+150 |
| Total Volume and Open Interest |
78,422 |
518,643 |
-4,440 |
| Silver(CMX) |
| Sep10 |
100805 |
1830.5 |
1848.0 |
1818.5 |
1832.1 |
+4.3 |
24,150 |
60,049 |
+1,457 |
| Dec10 |
100805 |
1838.0 |
1852.5 |
1823.5 |
1837.6 |
+4.3 |
4,553 |
32,671 |
+1,102 |
| Mar11 |
100805 |
1842.5 |
1846.0 |
1837.5 |
1841.8 |
+4.3 |
196 |
10,404 |
+99 |
| May11 |
100805 |
1834.5 |
1844.0 |
1834.5 |
1844.0 |
+4.3 |
27 |
7,735 |
-25 |
| Jul11 |
100805 |
1860.5 |
1860.5 |
1845.0 |
1846.2 |
+4.2 |
57 |
4,328 |
+42 |
| Sep11 |
100805 |
1848.3 |
1848.3 |
1848.3 |
1848.3 |
+4.1 |
0 |
507 |
+0 |
| Dec11 |
100805 |
1851.0 |
1851.0 |
1851.0 |
1851.0 |
+3.9 |
14 |
4,056 |
+1 |
| Total Volume and Open Interest |
29,092 |
123,464 |
+2,694 |
| Platinum(NYMEX) |
| Oct10 |
100805 |
1582.2 |
1591.0 |
1567.0 |
1572.5 |
-13.7 |
3,131 |
30,440 |
+420 |
| Jan11 |
100805 |
1574.5 |
1577.3 |
1574.5 |
1576.8 |
-13.9 |
31 |
1,168 |
+9 |
| Apr11 |
100805 |
1582.3 |
1582.3 |
1582.3 |
1582.3 |
-13.9 |
0 |
6 |
+0 |
| Jul11 |
100805 |
1582.3 |
1582.3 |
1582.3 |
1582.3 |
-13.9 |
|
|
|
| Total Volume and Open Interest |
3,162 |
31,615 |
+429 |
| Palladium(NYMEX) |
| Sep10 |
100805 |
500.35 |
500.35 |
489.00 |
496.05 |
-4.10 |
1,520 |
19,379 |
-341 |
| Dec10 |
100805 |
495.00 |
500.00 |
492.95 |
497.85 |
-4.00 |
34 |
1,265 |
+21 |
| Mar11 |
100805 |
495.50 |
498.95 |
495.50 |
498.95 |
-3.70 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
1,554 |
20,692 |
-335 |
| Copper(CMX) |
| Sep10 |
100805 |
340.00 |
340.85 |
332.25 |
335.35 |
-5.10 |
26,539 |
73,249 |
-978 |
| Dec10 |
100805 |
341.40 |
342.50 |
334.25 |
337.40 |
-5.10 |
4,829 |
37,200 |
+2,503 |
| Mar11 |
100805 |
341.10 |
341.10 |
335.50 |
338.25 |
-5.15 |
453 |
11,623 |
+259 |
| May11 |
100805 |
340.60 |
342.00 |
338.65 |
338.65 |
-5.05 |
14 |
1,355 |
+2 |
| Jul11 |
100805 |
338.65 |
338.65 |
338.65 |
338.65 |
-5.15 |
86 |
2,775 |
+3 |
| Total Volume and Open Interest |
33,514 |
141,838 |
+918 |
| DJIA Index(CBOT) |
| Sep10 |
100805 |
10630 |
10650 |
10570 |
10635 |
unch |
306 |
8,303 |
-73 |
| Dec10 |
100805 |
10570 |
10570 |
10570 |
10570 |
unch |
0 |
8 |
+0 |
| Mar11 |
100805 |
10510 |
10510 |
10510 |
10510 |
unch |
|
|
|
| Jun11 |
100805 |
10455 |
10455 |
10455 |
10455 |
unch |
|
|
|
| Total Volume and Open Interest |
306 |
8,311 |
-73 |
| S & P 500(CME) |
| Sep10 |
100805 |
1124.60 |
1127.50 |
1115.50 |
1123.50 |
-1.10 |
15,053 |
303,445 |
+1,233 |
| Dec10 |
100805 |
1113.00 |
1118.80 |
1110.50 |
1118.80 |
-1.10 |
2,650 |
12,287 |
+2,551 |
| Mar11 |
100805 |
1114.00 |
1114.00 |
1108.10 |
1114.00 |
-1.10 |
0 |
834 |
+0 |
| Jun11 |
100805 |
1109.80 |
1109.80 |
1103.90 |
1109.80 |
-1.10 |
0 |
184 |
+0 |
| Total Volume and Open Interest |
17,703 |
316,750 |
+3,784 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100805 |
1124.75 |
1127.75 |
1115.50 |
1123.50 |
-1.00 |
1,493,524 |
2,716,644 |
-13,843 |
| Dec10 |
100805 |
1120.50 |
1121.50 |
1111.00 |
1118.75 |
-1.25 |
4,177 |
28,421 |
+3,009 |
| Total Volume and Open Interest |
1,497,710 |
2,745,286 |
-10,834 |
| NASDAQ 100(CME) |
| Sep10 |
100805 |
1905.00 |
1912.30 |
1891.00 |
1901.00 |
-4.30 |
381 |
13,924 |
-20 |
| Dec10 |
100805 |
1898.50 |
1905.00 |
1892.00 |
1898.50 |
-4.30 |
1 |
25 |
+1 |
| Mar11 |
100805 |
1896.00 |
1900.30 |
1896.00 |
1896.00 |
-4.30 |
|
|
|
| Total Volume and Open Interest |
382 |
13,949 |
-19 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100805 |
1906.30 |
1912.80 |
1891.00 |
1901.00 |
-4.30 |
215,692 |
347,536 |
+1,832 |
| Dec10 |
100805 |
1903.00 |
1906.00 |
1890.00 |
1898.50 |
-4.30 |
32 |
255 |
+1 |
| Total Volume and Open Interest |
215,725 |
347,797 |
+1,833 |
| S & P Midcap 400(CME) |
| Sep10 |
100805 |
769.50 |
774.00 |
769.50 |
773.30 |
-2.80 |
5 |
2,370 |
+1 |
| Dec10 |
100805 |
771.30 |
771.60 |
771.30 |
771.30 |
-2.80 |
|
|
|
| Mar11 |
100805 |
769.30 |
769.60 |
769.30 |
769.30 |
-2.80 |
|
|
|
| Total Volume and Open Interest |
5 |
2,370 |
+1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100805 |
9670 |
9700 |
9555 |
9610 |
-40 |
9,167 |
31,888 |
-55 |
| Dec10 |
100805 |
9625 |
9655 |
9615 |
9615 |
-40 |
0 |
62 |
+0 |
| Total Volume and Open Interest |
9,167 |
31,950 |
-55 |
| Nikkei 225(SGX) |
| Sep10 |
100805 |
9515 |
9685 |
9470 |
9615 |
+95 |
117,468 |
184,609 |
+0 |
| Dec10 |
100805 |
9600 |
9600 |
9555 |
9565 |
+95 |
64 |
2,449 |
+0 |
| Mar11 |
100805 |
9560 |
9560 |
9560 |
9560 |
+95 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
117,915 |
190,413 |
+0 |
| CAC 40(EURONEXT) |
| Aug10 |
100805 |
3772.0 |
3803.5 |
3758.5 |
3766.5 |
+4.5 |
90,090 |
378,369 |
-15,989 |
| Sep10 |
100805 |
3762.0 |
3797.5 |
3755.0 |
3761.5 |
+4.5 |
786 |
43,634 |
-443 |
| Oct10 |
100805 |
3763.0 |
3763.0 |
3763.0 |
3763.0 |
+4.5 |
2 |
21 |
+1 |
| Total Volume and Open Interest |
90,969 |
423,672 |
-16,341 |
| Hang Seng Index(HKFE) |
| Aug10 |
100805 |
21578 |
21633 |
21451 |
21532 |
unch |
75,614 |
92,410 |
+1,970 |
| Sep10 |
100805 |
21470 |
21535 |
21360 |
21442 |
unch |
1,630 |
6,720 |
+324 |
| Total Volume and Open Interest |
77,416 |
100,575 |
+2,270 |
| DAX(EUREX) |
| Sep10 |
100805 |
6348.0 |
6387.5 |
6324.0 |
6342.0 |
-0.5 |
96,147 |
160,735 |
+2,008 |
| Dec10 |
100805 |
6363.5 |
6394.5 |
6336.0 |
6352.5 |
unch |
151 |
14,331 |
-15 |
| Mar11 |
100805 |
6376.5 |
6406.5 |
6356.0 |
6366.0 |
unch |
4 |
1,744 |
+1 |
| Total Volume and Open Interest |
96,302 |
176,810 |
+1,994 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100805 |
5369.50 |
5401.50 |
5339.50 |
5356.00 |
-20.50 |
71,251 |
645,085 |
+311 |
| Dec10 |
100805 |
5343.00 |
5346.00 |
5334.50 |
5334.50 |
-20.50 |
28 |
6,708 |
+3 |
| Mar11 |
100805 |
5294.00 |
5294.50 |
5294.00 |
5294.50 |
-20.00 |
15 |
977 |
+0 |
| Total Volume and Open Interest |
71,309 |
652,941 |
+299 |
| SPI 200(SFE) |
| Sep10 |
100805 |
4524.0 |
4553.0 |
4503.0 |
4537.0 |
+18.0 |
31,187 |
227,603 |
+1,586 |
| Dec10 |
100805 |
4533.0 |
4570.0 |
4532.0 |
4560.0 |
+18.0 |
60 |
3,534 |
+0 |
| Mar11 |
100805 |
4550.0 |
4550.0 |
4550.0 |
4550.0 |
+18.0 |
0 |
1,289 |
+0 |
| Total Volume and Open Interest |
31,381 |
233,972 |
+1,687 |
| GSCI(CME) |
| Aug10 |
100805 |
542.00 |
545.50 |
541.90 |
542.00 |
-1.00 |
269 |
15,942 |
+43 |
| Sep10 |
100805 |
545.25 |
548.00 |
545.00 |
545.25 |
-1.00 |
4 |
54 |
+3 |
| Oct10 |
100805 |
548.50 |
550.50 |
548.00 |
548.50 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
273 |
15,996 |
+46 |
| 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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