|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon August 23, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep10 |
100823 |
1009.00 |
1016.50 |
1003.00 |
1007.00 |
-2.25 |
4,686 |
17,161 |
-731 |
Nov10 |
100823 |
1004.00 |
1010.75 |
998.50 |
1005.50 |
+1.50 |
57,391 |
310,170 |
-1,107 |
Jan11 |
100823 |
1010.25 |
1016.75 |
1005.75 |
1012.75 |
+1.75 |
6,840 |
86,483 |
+621 |
Mar11 |
100823 |
1015.75 |
1021.75 |
1013.25 |
1017.50 |
+1.75 |
2,166 |
26,861 |
+148 |
May11 |
100823 |
1021.50 |
1022.50 |
1015.00 |
1018.25 |
+0.75 |
1,479 |
32,268 |
-185 |
Jul11 |
100823 |
1025.00 |
1030.00 |
1019.25 |
1025.75 |
+0.75 |
1,806 |
26,147 |
+165 |
Aug11 |
100823 |
1017.75 |
1017.75 |
1017.00 |
1017.75 |
+0.75 |
0 |
169 |
+0 |
Sep11 |
100823 |
1004.25 |
1004.25 |
1003.50 |
1004.25 |
+0.75 |
1 |
89 |
+1 |
Nov11 |
100823 |
996.00 |
1001.50 |
990.00 |
996.75 |
+2.00 |
1,583 |
25,532 |
+211 |
Jan12 |
100823 |
1001.00 |
1002.75 |
1000.00 |
1002.00 |
+2.00 |
21 |
183 |
+13 |
Mar12 |
100823 |
1004.25 |
1004.25 |
1002.00 |
1004.00 |
+2.00 |
19 |
85 |
+7 |
May12 |
100823 |
1008.00 |
1008.00 |
1002.00 |
1004.00 |
+2.00 |
0 |
78 |
+0 |
Jul12 |
100823 |
1007.00 |
1007.00 |
1005.00 |
1007.00 |
+2.00 |
22 |
78 |
+11 |
Aug12 |
100823 |
1002.00 |
1002.00 |
1000.00 |
1002.00 |
+2.00 |
2 |
2 |
+1 |
Total Volume and Open Interest |
76,041 |
526,734 |
-846 |
Soybean Meal(CBOT) |
Sep10 |
100823 |
301.20 |
302.50 |
299.20 |
301.40 |
+0.60 |
10,022 |
23,763 |
-2,834 |
Oct10 |
100823 |
294.00 |
295.90 |
292.20 |
294.90 |
+1.10 |
7,438 |
23,565 |
+1,975 |
Dec10 |
100823 |
293.10 |
296.00 |
291.60 |
294.90 |
+1.80 |
19,385 |
111,828 |
-298 |
Jan11 |
100823 |
292.10 |
294.20 |
289.80 |
293.40 |
+2.10 |
690 |
8,986 |
+59 |
Mar11 |
100823 |
291.10 |
294.50 |
290.20 |
293.20 |
+2.00 |
643 |
9,860 |
+55 |
May11 |
100823 |
291.90 |
293.60 |
290.50 |
292.50 |
+2.00 |
526 |
10,052 |
-61 |
Jul11 |
100823 |
292.30 |
295.20 |
290.70 |
294.20 |
+1.90 |
464 |
7,877 |
+113 |
Aug11 |
100823 |
291.70 |
292.00 |
289.70 |
292.00 |
+2.30 |
44 |
1,279 |
+14 |
Sep11 |
100823 |
289.20 |
289.20 |
285.20 |
288.70 |
+3.50 |
59 |
833 |
+24 |
Oct11 |
100823 |
282.10 |
283.40 |
278.70 |
283.40 |
+4.70 |
58 |
636 |
+41 |
Total Volume and Open Interest |
39,444 |
201,457 |
-874 |
Soybean Oil(CBOT) |
Sep10 |
100823 |
39.53 |
39.87 |
39.22 |
39.25 |
-0.27 |
14,189 |
29,900 |
-2,740 |
Oct10 |
100823 |
39.78 |
40.01 |
39.40 |
39.42 |
-0.27 |
11,016 |
33,249 |
-1,249 |
Dec10 |
100823 |
40.19 |
40.47 |
39.80 |
39.82 |
-0.27 |
38,261 |
171,818 |
-2,966 |
Jan11 |
100823 |
40.55 |
40.74 |
40.11 |
40.12 |
-0.27 |
2,086 |
19,198 |
+351 |
Mar11 |
100823 |
40.79 |
40.87 |
40.35 |
40.40 |
-0.24 |
1,187 |
11,810 |
+341 |
May11 |
100823 |
41.06 |
41.12 |
40.64 |
40.64 |
-0.24 |
605 |
8,961 |
-21 |
Jul11 |
100823 |
41.30 |
41.30 |
40.90 |
40.91 |
-0.24 |
1,046 |
8,343 |
+243 |
Aug11 |
100823 |
41.01 |
41.25 |
41.01 |
41.01 |
-0.24 |
3 |
437 |
-3 |
Sep11 |
100823 |
41.35 |
41.55 |
41.07 |
41.07 |
-0.24 |
0 |
245 |
+0 |
Oct11 |
100823 |
41.31 |
41.31 |
41.07 |
41.07 |
-0.24 |
2 |
257 |
+2 |
Total Volume and Open Interest |
68,545 |
288,180 |
-5,972 |
Canola(WCE) |
Nov10 |
100823 |
440.0 |
442.0 |
437.0 |
440.6 |
+1.4 |
22,668 |
122,005 |
-5,573 |
Jan11 |
100823 |
444.3 |
445.0 |
441.6 |
444.7 |
+1.2 |
2,547 |
14,584 |
+1,673 |
Mar11 |
100823 |
444.0 |
446.1 |
443.0 |
446.1 |
+2.2 |
460 |
6,177 |
+2 |
May11 |
100823 |
443.7 |
446.0 |
443.7 |
446.0 |
+2.2 |
92 |
1,661 |
-1 |
Jul11 |
100823 |
447.0 |
447.0 |
443.0 |
446.0 |
+1.4 |
39 |
2,520 |
-2 |
Total Volume and Open Interest |
26,001 |
148,734 |
-3,726 |
Corn(CBOT) |
Sep10 |
100823 |
420.00 |
422.25 |
415.00 |
417.25 |
-4.00 |
57,238 |
157,994 |
-9,135 |
Dec10 |
100823 |
435.50 |
437.50 |
430.25 |
432.75 |
-3.50 |
143,549 |
783,794 |
+20,226 |
Mar11 |
100823 |
448.00 |
450.00 |
443.25 |
446.25 |
-2.50 |
20,416 |
155,147 |
+2,483 |
May11 |
100823 |
453.75 |
456.50 |
450.25 |
453.00 |
-2.25 |
6,532 |
32,937 |
+180 |
Jul11 |
100823 |
459.75 |
462.25 |
456.00 |
459.00 |
-2.00 |
17,201 |
87,466 |
+838 |
Sep11 |
100823 |
450.00 |
452.50 |
447.00 |
448.75 |
-2.25 |
1,186 |
12,321 |
+403 |
Dec11 |
100823 |
441.00 |
443.50 |
438.00 |
440.25 |
-2.00 |
14,240 |
115,121 |
+1,929 |
Mar12 |
100823 |
450.25 |
453.25 |
449.00 |
451.00 |
-2.25 |
387 |
7,610 |
+140 |
May12 |
100823 |
455.00 |
459.25 |
455.00 |
457.00 |
-2.25 |
280 |
1,256 |
+7 |
Jul12 |
100823 |
460.00 |
463.50 |
460.00 |
462.00 |
-2.25 |
494 |
3,780 |
+13 |
Total Volume and Open Interest |
261,938 |
1,369,908 |
+17,372 |
Wheat(CBOT) |
Sep10 |
100823 |
679.00 |
697.00 |
677.25 |
692.25 |
+13.25 |
15,341 |
63,949 |
-2,722 |
Dec10 |
100823 |
712.00 |
729.75 |
709.25 |
725.50 |
+13.50 |
40,453 |
260,502 |
+2,989 |
Mar11 |
100823 |
727.75 |
746.50 |
727.75 |
744.25 |
+15.25 |
4,621 |
64,803 |
-271 |
May11 |
100823 |
730.00 |
746.50 |
730.00 |
743.00 |
+13.75 |
1,150 |
17,996 |
+200 |
Jul11 |
100823 |
705.75 |
720.00 |
705.75 |
718.50 |
+12.25 |
2,249 |
63,370 |
+77 |
Sep11 |
100823 |
710.00 |
725.00 |
709.75 |
722.00 |
+12.25 |
246 |
7,047 |
+0 |
Total Volume and Open Interest |
65,769 |
509,950 |
+186 |
Wheat(KCBT) |
Sep10 |
100823 |
705.00 |
721.00 |
705.00 |
717.00 |
+11.50 |
4,204 |
21,583 |
-2,319 |
Dec10 |
100823 |
720.75 |
736.00 |
718.25 |
731.50 |
+11.25 |
11,793 |
102,505 |
+1,281 |
Mar11 |
100823 |
729.00 |
744.50 |
727.50 |
740.25 |
+11.00 |
2,799 |
44,690 |
-726 |
May11 |
100823 |
735.25 |
740.00 |
734.50 |
737.75 |
+12.00 |
545 |
6,641 |
+4 |
Jul11 |
100823 |
704.00 |
722.00 |
704.00 |
718.75 |
+15.25 |
783 |
26,658 |
+125 |
Sep11 |
100823 |
716.25 |
720.00 |
714.50 |
714.75 |
+13.25 |
21 |
2,149 |
+5 |
Total Volume and Open Interest |
20,196 |
208,385 |
-1,605 |
Wheat(MGE) |
Sep10 |
100823 |
700.00 |
718.00 |
699.00 |
716.25 |
+16.25 |
1,493 |
9,408 |
-131 |
Dec10 |
100823 |
711.75 |
729.75 |
711.75 |
726.75 |
+12.50 |
3,328 |
25,591 |
+43 |
Mar11 |
100823 |
721.50 |
738.25 |
721.50 |
735.75 |
+12.25 |
739 |
11,678 |
+271 |
May11 |
100823 |
733.00 |
736.50 |
730.00 |
734.50 |
+12.00 |
50 |
2,131 |
+15 |
Jul11 |
100823 |
727.25 |
729.75 |
718.00 |
725.50 |
+13.00 |
117 |
6,130 |
+18 |
Total Volume and Open Interest |
5,821 |
61,151 |
+257 |
Oats(CBOT) |
Sep10 |
100823 |
265.00 |
276.00 |
264.00 |
272.00 |
unch |
98 |
1,305 |
-21 |
Dec10 |
100823 |
283.00 |
289.75 |
275.00 |
285.00 |
unch |
422 |
9,380 |
+87 |
Mar11 |
100823 |
287.00 |
297.50 |
287.00 |
294.25 |
unch |
16 |
400 |
+7 |
May11 |
100823 |
300.75 |
300.75 |
300.75 |
300.75 |
unch |
0 |
14 |
+0 |
Total Volume and Open Interest |
536 |
11,099 |
+73 |
Rough Rice(CBOT) |
Sep10 |
100823 |
10.91 |
11.39 |
10.88 |
11.35 |
+0.44 |
541 |
4,811 |
-211 |
Nov10 |
100823 |
11.20 |
11.65 |
11.12 |
11.62 |
+0.45 |
743 |
10,475 |
+258 |
Jan11 |
100823 |
11.44 |
11.87 |
11.38 |
11.87 |
+0.44 |
47 |
1,186 |
+28 |
Mar11 |
100823 |
11.98 |
12.12 |
11.98 |
12.12 |
+0.44 |
14 |
883 |
+10 |
Total Volume and Open Interest |
1,347 |
18,947 |
+86 |
Live Cattle(CME) |
Aug10 |
100823 |
99.600 |
99.950 |
99.000 |
99.730 |
+0.130 |
1,346 |
5,896 |
-864 |
Oct10 |
100823 |
99.500 |
100.000 |
99.180 |
99.750 |
+0.500 |
13,052 |
163,211 |
-38 |
Dec10 |
100823 |
100.500 |
101.250 |
100.450 |
101.150 |
+0.600 |
6,356 |
77,188 |
+655 |
Feb11 |
100823 |
101.080 |
101.385 |
100.930 |
101.080 |
unch |
3,618 |
43,925 |
+620 |
Apr11 |
100823 |
102.000 |
102.300 |
101.930 |
102.050 |
unch |
2,742 |
29,724 |
+333 |
Jun11 |
100823 |
99.080 |
99.300 |
98.950 |
99.180 |
+0.030 |
1,174 |
13,750 |
+429 |
Total Volume and Open Interest |
28,704 |
340,004 |
+1,270 |
Feeder Cattle(CME) |
Aug10 |
100823 |
114.600 |
114.885 |
114.385 |
114.750 |
+0.150 |
477 |
2,848 |
-226 |
Sep10 |
100823 |
116.480 |
117.180 |
116.350 |
116.900 |
+0.250 |
1,384 |
7,894 |
-467 |
Oct10 |
100823 |
117.500 |
118.100 |
117.200 |
117.650 |
+0.070 |
3,848 |
15,064 |
+1,359 |
Nov10 |
100823 |
117.480 |
117.950 |
117.230 |
117.680 |
-0.020 |
1,222 |
5,409 |
+536 |
Jan11 |
100823 |
116.430 |
117.000 |
116.250 |
116.950 |
+0.065 |
791 |
2,961 |
+364 |
Mar11 |
100823 |
115.900 |
116.400 |
115.730 |
116.400 |
+0.400 |
299 |
1,456 |
+256 |
Apr11 |
100823 |
115.250 |
116.250 |
115.250 |
116.250 |
+0.450 |
33 |
135 |
+20 |
Total Volume and Open Interest |
8,103 |
36,109 |
+1,880 |
Lean Hogs(CME) |
Oct10 |
100823 |
77.800 |
78.700 |
77.500 |
78.225 |
+1.025 |
11,465 |
94,677 |
+1,633 |
Dec10 |
100823 |
74.450 |
75.725 |
74.400 |
75.450 |
+1.370 |
5,026 |
54,058 |
+397 |
Feb11 |
100823 |
77.050 |
78.225 |
77.050 |
78.080 |
+1.355 |
2,840 |
26,413 |
-100 |
Apr11 |
100823 |
77.750 |
78.580 |
77.600 |
78.450 |
+0.850 |
1,320 |
20,637 |
+344 |
May11 |
100823 |
81.150 |
81.700 |
81.000 |
81.700 |
+0.900 |
16 |
801 |
+10 |
Jun11 |
100823 |
83.135 |
83.950 |
83.135 |
83.900 |
+0.615 |
727 |
12,409 |
+119 |
Jul11 |
100823 |
81.550 |
82.050 |
81.550 |
82.050 |
+0.550 |
24 |
2,674 |
+19 |
Aug11 |
100823 |
79.800 |
79.950 |
79.475 |
79.900 |
+0.500 |
25 |
1,596 |
+13 |
Total Volume and Open Interest |
21,443 |
213,593 |
+2,435 |
Class III Milk(CME) |
Aug10 |
100823 |
15.14 |
15.14 |
15.14 |
15.14 |
unch |
63 |
4,664 |
+43 |
Sep10 |
100823 |
15.56 |
15.65 |
15.46 |
15.58 |
+0.03 |
172 |
4,594 |
-52 |
Oct10 |
100823 |
15.28 |
15.40 |
15.20 |
15.30 |
+0.09 |
255 |
4,470 |
+7 |
Nov10 |
100823 |
14.78 |
14.87 |
14.76 |
14.87 |
+0.11 |
90 |
3,802 |
+10 |
Dec10 |
100823 |
14.50 |
14.50 |
14.44 |
14.47 |
+0.01 |
63 |
3,954 |
-15 |
Total Volume and Open Interest |
841 |
26,472 |
+95 |
Cocoa(ICE) |
Sep10 |
100823 |
2790 |
2815 |
2777 |
2798 |
+8 |
80 |
142 |
-76 |
Dec10 |
100823 |
2836 |
2862 |
2815 |
2834 |
+7 |
10,218 |
66,958 |
+1,305 |
Mar11 |
100823 |
2855 |
2886 |
2845 |
2865 |
+7 |
1,661 |
23,768 |
+69 |
May11 |
100823 |
2872 |
2896 |
2872 |
2884 |
+6 |
1,118 |
10,063 |
+502 |
Jul11 |
100823 |
2900 |
2900 |
2900 |
2900 |
+7 |
81 |
4,536 |
+63 |
Sep11 |
100823 |
2916 |
2916 |
2916 |
2916 |
+5 |
22 |
2,217 |
-13 |
Dec11 |
100823 |
2930 |
2930 |
2930 |
2930 |
+7 |
25 |
3,877 |
+25 |
Total Volume and Open Interest |
13,205 |
116,476 |
+1,875 |
Coffee "C"(ICE) |
Sep10 |
100823 |
184.05 |
186.75 |
180.60 |
181.50 |
-0.05 |
7,394 |
3,325 |
-7,623 |
Dec10 |
100823 |
185.10 |
188.65 |
182.45 |
183.25 |
-1.80 |
17,670 |
104,344 |
+3,097 |
Mar11 |
100823 |
185.00 |
188.20 |
182.35 |
183.20 |
-1.80 |
3,530 |
30,715 |
-251 |
May11 |
100823 |
183.65 |
186.70 |
182.00 |
182.10 |
-1.75 |
479 |
7,885 |
+81 |
Jul11 |
100823 |
182.75 |
185.75 |
181.00 |
181.30 |
-1.75 |
157 |
3,454 |
+94 |
Sep11 |
100823 |
182.00 |
185.00 |
180.60 |
180.60 |
-1.80 |
138 |
1,970 |
+44 |
Total Volume and Open Interest |
29,525 |
152,528 |
-4,455 |
Orange Juice(ICE) |
Sep10 |
100823 |
134.40 |
135.45 |
132.90 |
133.75 |
-1.05 |
1,158 |
7,036 |
-1,846 |
Nov10 |
100823 |
136.50 |
137.40 |
135.50 |
136.15 |
-0.75 |
843 |
12,510 |
+379 |
Jan11 |
100823 |
138.20 |
138.20 |
137.25 |
137.70 |
-0.80 |
46 |
4,198 |
-7 |
Mar11 |
100823 |
138.75 |
139.65 |
138.75 |
139.25 |
-0.80 |
0 |
562 |
+0 |
May11 |
100823 |
140.60 |
140.95 |
140.60 |
140.95 |
-0.40 |
1 |
222 |
+1 |
Jul11 |
100823 |
141.70 |
141.70 |
141.70 |
141.70 |
-0.20 |
7 |
1,198 |
+1 |
Total Volume and Open Interest |
2,056 |
25,733 |
-1,472 |
Sugar #11(ICE) |
Oct10 |
100823 |
19.90 |
20.14 |
19.82 |
20.07 |
+0.12 |
53,282 |
254,468 |
+5,751 |
Mar11 |
100823 |
18.78 |
19.10 |
18.75 |
19.08 |
+0.29 |
32,278 |
153,674 |
+954 |
May11 |
100823 |
17.89 |
18.08 |
17.84 |
18.05 |
+0.20 |
11,672 |
50,418 |
+922 |
Jul11 |
100823 |
16.85 |
17.11 |
16.83 |
17.05 |
+0.20 |
5,688 |
78,418 |
+333 |
Oct11 |
100823 |
16.48 |
16.76 |
16.48 |
16.68 |
+0.20 |
2,393 |
30,243 |
-809 |
Total Volume and Open Interest |
108,180 |
632,936 |
+7,399 |
London Cocoa(LCE) |
Sep10 |
100823 |
2059 |
2098 |
2055 |
2090 |
+29 |
3,039 |
58,438 |
+217 |
Dec10 |
100823 |
1998 |
2019 |
1984 |
2015 |
+15 |
6,371 |
44,438 |
+153 |
Mar11 |
100823 |
2009 |
2027 |
2001 |
2025 |
+9 |
3,607 |
41,499 |
+1,157 |
May11 |
100823 |
2017 |
2039 |
2013 |
2033 |
+3 |
2,049 |
16,143 |
+1,391 |
Jul11 |
100823 |
2030 |
2049 |
2030 |
2042 |
-1 |
224 |
5,886 |
-81 |
Sep11 |
100823 |
2044 |
2056 |
2039 |
2046 |
-1 |
301 |
4,062 |
+159 |
Dec11 |
100823 |
2047 |
2048 |
2047 |
2048 |
-2 |
1,313 |
7,992 |
+1,152 |
Total Volume and Open Interest |
16,904 |
182,896 |
+4,148 |
London Sugar(LCE) |
Oct10 |
100823 |
573.90 |
580.00 |
573.90 |
577.80 |
+2.40 |
5,004 |
33,942 |
-1,726 |
Dec10 |
100823 |
523.30 |
524.80 |
519.00 |
522.50 |
+0.40 |
1,786 |
16,078 |
-606 |
Mar11 |
100823 |
512.00 |
513.70 |
508.90 |
513.00 |
+3.30 |
1,083 |
9,453 |
-39 |
May11 |
100823 |
495.80 |
495.80 |
491.90 |
495.40 |
+2.70 |
217 |
4,365 |
+65 |
Aug11 |
100823 |
476.80 |
476.80 |
471.30 |
476.20 |
+2.50 |
152 |
3,269 |
+74 |
Total Volume and Open Interest |
8,256 |
67,817 |
-2,223 |
Cotton(ICE) |
Oct10 |
100823 |
87.29 |
88.53 |
87.29 |
87.65 |
+0.50 |
68 |
919 |
+0 |
Dec10 |
100823 |
83.57 |
85.26 |
83.57 |
84.09 |
+0.54 |
6,301 |
142,697 |
-592 |
Mar11 |
100823 |
81.81 |
82.97 |
81.62 |
82.31 |
+0.69 |
1,819 |
50,409 |
+145 |
May11 |
100823 |
81.86 |
82.88 |
81.61 |
82.60 |
+0.76 |
92 |
3,792 |
+12 |
Jul11 |
100823 |
82.09 |
82.88 |
81.51 |
82.65 |
+0.73 |
98 |
10,092 |
+29 |
Oct11 |
100823 |
79.15 |
79.15 |
79.15 |
79.15 |
+0.66 |
0 |
10 |
+0 |
Total Volume and Open Interest |
8,490 |
211,161 |
-370 |
Lumber(CME) |
Sep10 |
100823 |
219.0 |
219.3 |
212.8 |
213.3 |
-6.2 |
476 |
2,908 |
-189 |
Nov10 |
100823 |
219.4 |
219.4 |
210.5 |
213.3 |
-2.9 |
386 |
5,599 |
+92 |
Jan11 |
100823 |
236.5 |
236.8 |
229.2 |
229.2 |
-6.7 |
85 |
808 |
+15 |
Mar11 |
100823 |
249.0 |
250.0 |
246.0 |
246.0 |
-3.9 |
0 |
31 |
+0 |
Total Volume and Open Interest |
947 |
9,349 |
-82 |
Crude Oil(NYM) |
Oct10 |
100823 |
73.90 |
74.48 |
72.75 |
73.10 |
-0.72 |
246,977 |
320,396 |
+8,693 |
Nov10 |
100823 |
74.47 |
75.11 |
73.38 |
73.73 |
-0.73 |
61,011 |
134,788 |
-2,666 |
Dec10 |
100823 |
75.26 |
75.87 |
74.16 |
74.50 |
-0.72 |
48,275 |
190,287 |
+1,566 |
Jan11 |
100823 |
76.00 |
76.49 |
74.84 |
75.19 |
-0.69 |
10,301 |
54,818 |
+824 |
Feb11 |
100823 |
76.92 |
76.99 |
75.60 |
75.78 |
-0.67 |
6,045 |
26,939 |
-339 |
Mar11 |
100823 |
76.75 |
77.57 |
76.07 |
76.31 |
-0.65 |
4,279 |
28,576 |
+149 |
Apr11 |
100823 |
76.55 |
76.88 |
76.55 |
76.79 |
-0.63 |
2,282 |
13,767 |
+33 |
May11 |
100823 |
77.42 |
77.42 |
77.13 |
77.24 |
-0.61 |
1,850 |
10,098 |
-634 |
Jun11 |
100823 |
78.36 |
78.83 |
77.37 |
77.66 |
-0.59 |
5,771 |
50,825 |
-59 |
Jul11 |
100823 |
79.09 |
79.10 |
78.03 |
78.03 |
-0.58 |
1,210 |
25,129 |
+99 |
Aug11 |
100823 |
78.32 |
78.32 |
78.32 |
78.32 |
-0.56 |
365 |
8,825 |
-127 |
Sep11 |
100823 |
78.47 |
78.60 |
78.47 |
78.60 |
-0.53 |
418 |
9,816 |
+4 |
Oct11 |
100823 |
78.89 |
78.89 |
78.89 |
78.89 |
-0.49 |
570 |
6,550 |
+211 |
Nov11 |
100823 |
79.19 |
79.19 |
79.19 |
79.19 |
-0.46 |
201 |
12,169 |
+47 |
Dec11 |
100823 |
79.79 |
80.66 |
79.20 |
79.51 |
-0.43 |
9,590 |
119,338 |
+323 |
Jan12 |
100823 |
79.68 |
79.68 |
79.68 |
79.68 |
-0.41 |
0 |
9,850 |
+0 |
Total Volume and Open Interest |
402,852 |
1,237,348 |
-15,550 |
e-miNY Crude Oil(NYM) |
Aug10 |
100719 |
75.625 |
77.675 |
75.525 |
76.550 |
+0.550 |
7,852 |
2,160 |
-393 |
Sep10 |
100819 |
75.200 |
76.100 |
73.950 |
74.425 |
-1.000 |
13,704 |
5,369 |
-163 |
Oct10 |
100823 |
73.850 |
74.475 |
72.750 |
73.100 |
-0.725 |
9,346 |
3,284 |
+249 |
Nov10 |
100823 |
74.475 |
75.075 |
73.450 |
73.725 |
-0.725 |
430 |
553 |
+165 |
Dec10 |
100823 |
75.650 |
75.800 |
74.400 |
74.500 |
-0.725 |
215 |
419 |
+97 |
Jan11 |
100823 |
76.200 |
76.200 |
75.200 |
75.200 |
-0.675 |
3 |
17 |
+1 |
Feb11 |
100823 |
76.050 |
76.050 |
75.775 |
75.775 |
-0.675 |
0 |
2 |
+0 |
Mar11 |
100823 |
76.300 |
76.300 |
76.300 |
76.300 |
-0.650 |
0 |
6 |
+0 |
Apr11 |
100823 |
76.800 |
76.800 |
76.800 |
76.800 |
-0.625 |
1 |
3 |
+0 |
May11 |
100823 |
77.250 |
77.250 |
77.250 |
77.250 |
-0.600 |
|
|
|
Total Volume and Open Interest |
9,995 |
4,342 |
+512 |
Heating Oil(NYM) |
Sep10 |
100823 |
197.30 |
199.07 |
195.16 |
195.54 |
-1.56 |
31,323 |
34,148 |
-5,071 |
Oct10 |
100823 |
199.30 |
201.03 |
197.23 |
197.65 |
-1.66 |
35,104 |
66,695 |
+4,472 |
Nov10 |
100823 |
201.84 |
203.52 |
199.85 |
200.18 |
-1.69 |
8,118 |
43,167 |
-240 |
Dec10 |
100823 |
204.50 |
205.94 |
202.30 |
202.75 |
-1.69 |
9,279 |
43,022 |
+1,503 |
Jan11 |
100823 |
206.77 |
208.35 |
204.93 |
205.30 |
-1.66 |
3,641 |
30,456 |
+346 |
Feb11 |
100823 |
208.45 |
210.05 |
206.75 |
206.99 |
-1.67 |
772 |
12,431 |
+39 |
Mar11 |
100823 |
210.32 |
210.80 |
207.63 |
207.84 |
-1.73 |
905 |
11,241 |
+275 |
Apr11 |
100823 |
209.76 |
210.81 |
207.83 |
207.92 |
-1.76 |
385 |
6,639 |
-180 |
May11 |
100823 |
207.98 |
208.09 |
207.98 |
208.09 |
-1.77 |
376 |
7,223 |
-178 |
Jun11 |
100823 |
210.22 |
211.15 |
208.16 |
208.41 |
-1.78 |
1,215 |
20,843 |
+238 |
Jul11 |
100823 |
211.67 |
211.80 |
209.60 |
209.82 |
-1.72 |
155 |
2,427 |
+32 |
Aug11 |
100823 |
211.47 |
211.47 |
211.47 |
211.47 |
-1.67 |
146 |
2,343 |
+13 |
Total Volume and Open Interest |
92,598 |
301,188 |
+1,463 |
Gasoline(NYMEX) |
Sep10 |
100823 |
192.60 |
193.61 |
187.77 |
188.10 |
-4.41 |
32,935 |
44,215 |
-6,109 |
Oct10 |
100823 |
186.72 |
188.20 |
183.21 |
183.90 |
-2.85 |
37,818 |
84,412 |
+3,270 |
Nov10 |
100823 |
187.38 |
188.36 |
183.58 |
184.32 |
-2.60 |
10,825 |
48,979 |
+1,635 |
Dec10 |
100823 |
188.11 |
189.52 |
185.00 |
185.59 |
-2.42 |
10,592 |
25,186 |
-54 |
Jan11 |
100823 |
190.62 |
191.68 |
187.20 |
187.78 |
-2.37 |
2,894 |
14,578 |
+519 |
Feb11 |
100823 |
192.99 |
192.99 |
189.87 |
190.11 |
-2.34 |
1,572 |
6,047 |
+322 |
Mar11 |
100823 |
195.89 |
195.89 |
192.45 |
192.45 |
-2.31 |
342 |
4,410 |
-101 |
Apr11 |
100823 |
208.05 |
208.05 |
204.20 |
204.78 |
-2.27 |
191 |
7,746 |
+8 |
May11 |
100823 |
208.77 |
208.77 |
205.83 |
205.83 |
-2.22 |
364 |
3,841 |
-280 |
Jun11 |
100823 |
208.40 |
209.24 |
206.70 |
206.70 |
-2.22 |
322 |
4,889 |
+1 |
Total Volume and Open Interest |
98,029 |
253,419 |
-646 |
e-miNY RBOB Gasoline(NYM) |
Sep10 |
100823 |
188.10 |
188.10 |
188.10 |
188.10 |
-4.40 |
0 |
2 |
+0 |
Oct10 |
100823 |
183.90 |
183.90 |
183.90 |
183.90 |
-2.90 |
0 |
1 |
+0 |
Nov10 |
100823 |
184.30 |
184.32 |
184.30 |
184.30 |
-2.60 |
0 |
1 |
+0 |
Dec10 |
100823 |
185.60 |
185.60 |
185.59 |
185.60 |
-2.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
11 |
+0 |
Natural Gas(NYM) |
Sep10 |
100823 |
4.066 |
4.129 |
4.029 |
4.066 |
-0.051 |
60,966 |
47,139 |
-9,731 |
Oct10 |
100823 |
4.068 |
4.142 |
4.046 |
4.084 |
-0.053 |
38,612 |
181,797 |
+2,516 |
Nov10 |
100823 |
4.322 |
4.333 |
4.261 |
4.279 |
-0.063 |
20,367 |
133,105 |
+3,744 |
Dec10 |
100823 |
4.580 |
4.593 |
4.522 |
4.539 |
-0.067 |
11,505 |
56,103 |
+754 |
Jan11 |
100823 |
4.714 |
4.737 |
4.670 |
4.684 |
-0.068 |
10,084 |
81,775 |
+237 |
Feb11 |
100823 |
4.700 |
4.722 |
4.659 |
4.673 |
-0.063 |
1,726 |
19,970 |
+175 |
Mar11 |
100823 |
4.650 |
4.653 |
4.587 |
4.603 |
-0.059 |
2,468 |
58,093 |
-234 |
Apr11 |
100823 |
4.550 |
4.550 |
4.496 |
4.511 |
-0.050 |
3,414 |
48,816 |
-487 |
May11 |
100823 |
4.581 |
4.581 |
4.525 |
4.537 |
-0.048 |
1,594 |
23,382 |
-268 |
Jun11 |
100823 |
4.615 |
4.632 |
4.580 |
4.592 |
-0.047 |
656 |
8,621 |
-50 |
Jul11 |
100823 |
4.677 |
4.680 |
4.645 |
4.657 |
-0.044 |
547 |
6,470 |
+69 |
Aug11 |
100823 |
4.710 |
4.730 |
4.697 |
4.709 |
-0.042 |
611 |
8,371 |
-6 |
Sep11 |
100823 |
4.755 |
4.757 |
4.717 |
4.735 |
-0.043 |
580 |
6,717 |
+156 |
Oct11 |
100823 |
4.834 |
4.835 |
4.798 |
4.813 |
-0.044 |
814 |
20,639 |
-83 |
Nov11 |
100823 |
5.056 |
5.061 |
5.030 |
5.040 |
-0.041 |
222 |
6,333 |
-59 |
Dec11 |
100823 |
5.334 |
5.342 |
5.310 |
5.318 |
-0.038 |
936 |
15,770 |
+671 |
Total Volume and Open Interest |
155,998 |
821,415 |
-2,266 |
Brent Crude Oil(ICE) |
Oct10 |
100823 |
74.46 |
74.90 |
73.25 |
73.62 |
-0.64 |
115,125 |
220,739 |
-4,969 |
Nov10 |
100823 |
75.00 |
75.38 |
73.75 |
74.11 |
-0.64 |
45,313 |
141,924 |
+2,899 |
Dec10 |
100823 |
75.48 |
75.95 |
74.34 |
74.71 |
-0.63 |
35,638 |
128,204 |
-1,935 |
Jan11 |
100823 |
75.82 |
76.43 |
74.93 |
75.26 |
-0.61 |
9,110 |
33,950 |
+1,313 |
Feb11 |
100823 |
76.58 |
76.90 |
75.47 |
75.80 |
-0.61 |
4,362 |
22,163 |
+319 |
Mar11 |
100823 |
77.33 |
77.42 |
76.02 |
76.36 |
-0.59 |
2,254 |
16,239 |
-239 |
Apr11 |
100823 |
77.84 |
77.93 |
76.66 |
76.90 |
-0.57 |
980 |
10,447 |
-135 |
May11 |
100823 |
78.32 |
78.40 |
77.16 |
77.40 |
-0.55 |
1,006 |
16,611 |
-187 |
Jun11 |
100823 |
78.43 |
78.95 |
77.55 |
77.87 |
-0.53 |
3,275 |
23,338 |
+491 |
Jul11 |
100823 |
78.30 |
78.30 |
78.30 |
78.30 |
-0.51 |
530 |
7,668 |
-129 |
Aug11 |
100823 |
78.68 |
78.68 |
78.68 |
78.68 |
-0.49 |
155 |
4,357 |
-61 |
Sep11 |
100823 |
79.02 |
79.02 |
79.02 |
79.02 |
-0.47 |
203 |
5,135 |
+26 |
Oct11 |
100823 |
79.35 |
79.35 |
79.35 |
79.35 |
-0.42 |
161 |
4,053 |
-39 |
Nov11 |
100823 |
79.66 |
79.66 |
79.66 |
79.66 |
-0.39 |
144 |
8,298 |
-17 |
Total Volume and Open Interest |
225,594 |
765,642 |
-2,398 |
Gas Oil(ICE) |
Sep10 |
100823 |
630.00 |
635.00 |
623.25 |
626.00 |
-4.25 |
43,566 |
109,096 |
-2,074 |
Oct10 |
100823 |
633.50 |
638.50 |
626.75 |
629.75 |
-4.00 |
35,377 |
113,462 |
+627 |
Nov10 |
100823 |
638.25 |
642.00 |
630.50 |
633.25 |
-3.75 |
11,682 |
56,672 |
-1,605 |
Dec10 |
100823 |
640.25 |
645.25 |
634.00 |
636.75 |
-3.75 |
15,028 |
96,331 |
-536 |
Jan11 |
100823 |
646.50 |
649.00 |
639.00 |
641.50 |
-3.50 |
3,210 |
40,754 |
-642 |
Feb11 |
100823 |
650.75 |
653.75 |
643.25 |
645.75 |
-3.50 |
1,780 |
26,782 |
+5 |
Mar11 |
100823 |
656.00 |
656.00 |
649.50 |
649.75 |
-3.50 |
1,202 |
16,591 |
-130 |
Apr11 |
100823 |
653.75 |
653.75 |
652.75 |
652.75 |
-3.50 |
385 |
15,629 |
+131 |
May11 |
100823 |
660.00 |
663.25 |
655.75 |
655.75 |
-3.50 |
652 |
16,323 |
+428 |
Jun11 |
100823 |
662.25 |
667.50 |
656.25 |
658.75 |
-3.50 |
3,203 |
45,536 |
+531 |
Total Volume and Open Interest |
119,837 |
642,386 |
-2,300 |
Ethanol(CBOT) |
Aug10 |
100804 |
1.745 |
1.745 |
1.745 |
1.745 |
+0.006 |
19 |
63 |
-82 |
Sep10 |
100823 |
1.850 |
1.860 |
1.850 |
1.858 |
unch |
116 |
477 |
-15 |
Oct10 |
100823 |
1.780 |
1.780 |
1.770 |
1.770 |
-0.006 |
70 |
946 |
+18 |
Nov10 |
100823 |
1.748 |
1.748 |
1.748 |
1.748 |
-0.001 |
55 |
1,010 |
-33 |
Dec10 |
100823 |
1.740 |
1.743 |
1.740 |
1.743 |
-0.002 |
41 |
1,851 |
-25 |
Jan11 |
100823 |
1.738 |
1.740 |
1.735 |
1.738 |
-0.006 |
93 |
1,390 |
-16 |
Feb11 |
100823 |
1.760 |
1.760 |
1.750 |
1.753 |
-0.001 |
69 |
845 |
+12 |
Mar11 |
100823 |
1.760 |
1.760 |
1.755 |
1.759 |
-0.004 |
63 |
650 |
+35 |
Total Volume and Open Interest |
599 |
11,172 |
+55 |
WTI Crude Oil(ICE) |
Oct10 |
100823 |
74.03 |
74.47 |
72.76 |
73.10 |
-0.72 |
64,019 |
91,299 |
+2,489 |
Nov10 |
100823 |
74.60 |
75.11 |
73.38 |
73.73 |
-0.73 |
22,360 |
53,409 |
+3,366 |
Dec10 |
100823 |
75.47 |
75.83 |
74.17 |
74.50 |
-0.72 |
15,776 |
92,250 |
+173 |
Jan11 |
100823 |
76.16 |
76.42 |
74.84 |
75.19 |
-0.69 |
4,447 |
15,579 |
-383 |
Feb11 |
100823 |
76.73 |
76.73 |
75.58 |
75.78 |
-0.67 |
2,277 |
10,013 |
-40 |
Mar11 |
100823 |
77.24 |
77.24 |
76.04 |
76.31 |
-0.65 |
964 |
9,425 |
-252 |
Apr11 |
100823 |
77.70 |
77.70 |
76.79 |
76.79 |
-0.63 |
774 |
5,721 |
+576 |
May11 |
100823 |
77.41 |
77.41 |
77.24 |
77.24 |
-0.61 |
726 |
3,650 |
-797 |
Jun11 |
100823 |
78.36 |
78.42 |
77.43 |
77.66 |
-0.59 |
2,382 |
22,850 |
-729 |
Jul11 |
100823 |
78.03 |
78.03 |
78.03 |
78.03 |
-0.58 |
655 |
10,319 |
-38 |
Aug11 |
100823 |
78.32 |
78.32 |
78.32 |
78.32 |
-0.56 |
79 |
2,970 |
+34 |
Sep11 |
100823 |
78.60 |
78.60 |
78.60 |
78.60 |
-0.53 |
107 |
3,044 |
-23 |
Oct11 |
100823 |
78.89 |
78.89 |
78.89 |
78.89 |
-0.49 |
68 |
2,677 |
-20 |
Nov11 |
100823 |
79.19 |
79.19 |
79.19 |
79.19 |
-0.46 |
56 |
6,369 |
+15 |
Dec11 |
100823 |
80.10 |
80.58 |
79.25 |
79.51 |
-0.43 |
4,660 |
48,718 |
+148 |
Jan12 |
100823 |
79.68 |
79.68 |
79.68 |
79.68 |
-0.41 |
0 |
4,902 |
+0 |
Total Volume and Open Interest |
120,633 |
445,990 |
+4,133 |
US Dollar Index(ICE) |
Sep10 |
100823 |
83.165 |
83.375 |
82.955 |
83.228 |
+0.067 |
21,272 |
35,732 |
+4,386 |
Dec10 |
100823 |
83.525 |
83.680 |
83.280 |
83.543 |
+0.068 |
217 |
797 |
+65 |
Mar11 |
100823 |
83.902 |
83.902 |
83.902 |
83.902 |
+0.067 |
|
|
|
Total Volume and Open Interest |
21,489 |
36,530 |
+4,451 |
Australian Dollar(CME) |
Sep10 |
100823 |
88.52 |
89.61 |
88.46 |
89.10 |
+0.13 |
97,101 |
109,609 |
-2,517 |
Dec10 |
100823 |
87.55 |
88.64 |
87.55 |
88.14 |
+0.13 |
1,339 |
2,445 |
+709 |
Mar11 |
100823 |
87.18 |
87.18 |
87.07 |
87.18 |
+0.11 |
0 |
3 |
+0 |
Total Volume and Open Interest |
98,440 |
112,213 |
-1,808 |
British Pound(CME) |
Sep10 |
100823 |
155.34 |
156.19 |
154.97 |
155.31 |
+0.01 |
92,990 |
136,208 |
-330 |
Dec10 |
100823 |
155.44 |
156.00 |
154.96 |
155.23 |
+0.01 |
241 |
2,459 |
-105 |
Mar11 |
100823 |
154.92 |
155.14 |
154.92 |
155.14 |
+0.01 |
2 |
143 |
+0 |
Total Volume and Open Interest |
93,233 |
138,811 |
-435 |
Canadian Dollar(CME) |
Sep10 |
100823 |
95.30 |
95.70 |
94.92 |
95.08 |
-0.24 |
81,915 |
85,946 |
-2,984 |
Dec10 |
100823 |
95.13 |
95.52 |
94.78 |
94.93 |
-0.24 |
1,979 |
6,595 |
+383 |
Mar11 |
100823 |
95.05 |
95.05 |
94.73 |
94.76 |
-0.24 |
59 |
829 |
-3 |
Jun11 |
100823 |
94.65 |
94.81 |
94.58 |
94.58 |
-0.23 |
21 |
380 |
+12 |
Total Volume and Open Interest |
83,974 |
93,789 |
-2,592 |
Japanese Yen(CME) |
Sep10 |
100823 |
116.86 |
117.54 |
116.63 |
117.29 |
+0.66 |
107,559 |
132,719 |
-4,189 |
Dec10 |
100823 |
116.92 |
117.65 |
116.74 |
117.41 |
+0.67 |
331 |
1,495 |
+13 |
Mar11 |
100823 |
117.54 |
117.54 |
116.88 |
117.54 |
+0.66 |
0 |
51 |
+0 |
Total Volume and Open Interest |
107,890 |
134,315 |
-4,176 |
Swiss Franc(CME) |
Sep10 |
100823 |
96.68 |
97.10 |
96.04 |
96.22 |
-0.38 |
38,317 |
55,106 |
-1,770 |
Dec10 |
100823 |
96.69 |
97.18 |
96.18 |
96.32 |
-0.38 |
98 |
401 |
-8 |
Mar11 |
100823 |
96.38 |
96.81 |
96.38 |
96.43 |
-0.38 |
0 |
9 |
+0 |
Total Volume and Open Interest |
38,415 |
55,517 |
-1,778 |
EuroFX(CME) |
Sep10 |
100823 |
127.08 |
127.30 |
126.46 |
126.80 |
-0.29 |
306,570 |
247,830 |
+523 |
Dec10 |
100823 |
127.00 |
127.24 |
126.43 |
126.76 |
-0.29 |
1,754 |
4,691 |
+655 |
Mar11 |
100823 |
126.42 |
127.01 |
126.42 |
126.71 |
-0.30 |
36 |
314 |
+30 |
Total Volume and Open Interest |
308,360 |
252,842 |
+1,208 |
Mexican Peso(CME) |
Sep10 |
100823 |
782.2 |
783.2 |
772.0 |
775.5 |
-6.0 |
17,030 |
104,563 |
-3,632 |
Oct10 |
100823 |
773.5 |
779.5 |
773.5 |
773.5 |
-6.0 |
|
|
|
Total Volume and Open Interest |
17,036 |
105,136 |
-3,632 |
Brazilian Real(CME) |
Sep10 |
100823 |
565.40 |
567.40 |
565.40 |
565.40 |
-2.00 |
58 |
2,112 |
-17 |
Oct10 |
100823 |
561.60 |
563.20 |
561.60 |
561.60 |
-1.60 |
|
|
|
Nov10 |
100823 |
557.95 |
559.80 |
557.95 |
557.95 |
-1.85 |
0 |
1 |
+0 |
Dec10 |
100823 |
554.50 |
556.50 |
554.50 |
554.50 |
-2.00 |
33 |
406 |
+33 |
Total Volume and Open Interest |
91 |
2,526 |
+16 |
30-Year T-Bonds(CBOT) |
Sep10 |
100823 |
133~310 |
134~110 |
133~220 |
134~040 |
+0~040 |
271,331 |
684,522 |
-21,361 |
Dec10 |
100823 |
132~180 |
132~300 |
131~160 |
132~240 |
+0~050 |
16,445 |
37,944 |
+6,559 |
Mar11 |
100823 |
131~200 |
131~200 |
131~150 |
131~200 |
+0~050 |
0 |
33 |
+0 |
Total Volume and Open Interest |
287,776 |
722,499 |
-14,802 |
10-Year T-Notes(CBOT) |
Sep10 |
100823 |
125~155 |
125~260 |
125~095 |
125~210 |
+0~040 |
984,744 |
1,763,634 |
-51,690 |
Dec10 |
100823 |
124~205 |
124~300 |
124~135 |
124~250 |
+0~045 |
73,211 |
253,771 |
+42,128 |
Mar11 |
100823 |
123~245 |
124~020 |
123~210 |
124~020 |
+0~060 |
0 |
65 |
+0 |
Total Volume and Open Interest |
1,057,955 |
2,017,504 |
-9,562 |
5-Year T-Notes(CBOT) |
Sep10 |
100823 |
120~056 |
120~084 |
120~048 |
120~074 |
+0~019 |
509,086 |
1,048,201 |
-13,900 |
Dec10 |
100823 |
119~082 |
119~110 |
119~074 |
119~100 |
+0~021 |
80,530 |
109,426 |
+39,265 |
Mar11 |
100823 |
118~106 |
118~106 |
118~085 |
118~106 |
+0~021 |
|
|
|
Total Volume and Open Interest |
589,616 |
1,157,627 |
+25,365 |
2 Year T-Notes(CBOT) |
Sep10 |
100823 |
109~088 |
109~092 |
109~085 |
109~089 |
+0~001 |
110,307 |
780,016 |
-17,494 |
Dec10 |
100823 |
109~070 |
109~074 |
109~067 |
109~071 |
unch |
12,441 |
30,934 |
+5,652 |
Mar11 |
100823 |
109~045 |
109~045 |
109~044 |
109~045 |
+0~001 |
|
|
|
Total Volume and Open Interest |
122,748 |
810,950 |
-11,842 |
Eurodollars(CME) |
Sep10 |
100823 |
99.670 |
99.692 |
99.668 |
99.688 |
+0.020 |
121,368 |
866,383 |
-2,819 |
Dec10 |
100823 |
99.610 |
99.645 |
99.605 |
99.630 |
+0.025 |
120,545 |
1,115,977 |
-2,022 |
Mar11 |
100823 |
99.540 |
99.580 |
99.540 |
99.565 |
+0.025 |
115,334 |
1,058,286 |
+2,160 |
Jun11 |
100823 |
99.440 |
99.480 |
99.440 |
99.460 |
+0.025 |
124,583 |
912,225 |
+3,422 |
Sep11 |
100823 |
99.305 |
99.340 |
99.305 |
99.320 |
+0.020 |
149,295 |
977,665 |
+6,414 |
Dec11 |
100823 |
99.130 |
99.165 |
99.125 |
99.145 |
+0.020 |
140,487 |
711,427 |
+4,184 |
Mar12 |
100823 |
98.950 |
98.985 |
98.945 |
98.965 |
+0.015 |
121,605 |
506,068 |
+5,466 |
Jun12 |
100823 |
98.760 |
98.790 |
98.750 |
98.770 |
+0.010 |
113,897 |
388,341 |
+2,081 |
Sep12 |
100823 |
98.575 |
98.600 |
98.565 |
98.585 |
+0.010 |
56,200 |
269,006 |
+2,699 |
Dec12 |
100823 |
98.370 |
98.395 |
98.360 |
98.380 |
+0.005 |
51,706 |
185,438 |
+280 |
Mar13 |
100823 |
98.200 |
98.230 |
98.185 |
98.210 |
+0.010 |
51,805 |
217,441 |
+364 |
Jun13 |
100823 |
98.005 |
98.035 |
97.985 |
98.020 |
+0.015 |
31,906 |
138,635 |
+929 |
Sep13 |
100823 |
97.810 |
97.845 |
97.795 |
97.830 |
+0.015 |
17,606 |
100,284 |
+4,254 |
Dec13 |
100823 |
97.615 |
97.655 |
97.600 |
97.640 |
+0.020 |
14,684 |
82,404 |
+2,509 |
Mar14 |
100823 |
97.450 |
97.490 |
97.425 |
97.475 |
+0.025 |
20,731 |
69,806 |
+2,970 |
Jun14 |
100823 |
97.275 |
97.315 |
97.245 |
97.300 |
+0.025 |
12,834 |
52,070 |
-51 |
Sep14 |
100823 |
97.110 |
97.155 |
97.080 |
97.140 |
+0.030 |
9,079 |
38,998 |
-395 |
Dec14 |
100823 |
96.940 |
96.995 |
96.915 |
96.975 |
+0.035 |
10,151 |
60,625 |
+1,085 |
Total Volume and Open Interest |
1,313,263 |
7,907,500 |
+37,043 |
30 Day Federal Funds(CBOT) |
Aug10 |
100823 |
99.812 |
99.815 |
99.810 |
99.812 |
-0.003 |
3,016 |
68,833 |
-2,479 |
Sep10 |
100823 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
2,693 |
53,504 |
-1,086 |
Oct10 |
100823 |
99.830 |
99.830 |
99.825 |
99.825 |
unch |
518 |
66,903 |
+124 |
Nov10 |
100823 |
99.830 |
99.830 |
99.825 |
99.830 |
unch |
1,578 |
78,340 |
-242 |
Dec10 |
100823 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
3,983 |
68,276 |
+1,233 |
Jan11 |
100823 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
750 |
59,289 |
+550 |
Total Volume and Open Interest |
16,311 |
595,399 |
-1,864 |
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 |
100823 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
0 |
990 |
+0 |
Dec10 |
100823 |
99.692 |
99.692 |
99.692 |
99.692 |
unch |
0 |
542 |
+0 |
Mar11 |
100823 |
99.707 |
99.707 |
99.707 |
99.707 |
unch |
0 |
367 |
+0 |
Jun11 |
100823 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Sep11 |
100823 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec11 |
100823 |
99.720 |
99.720 |
99.720 |
99.720 |
unch |
|
|
|
Mar12 |
100823 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun12 |
100823 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
|
|
|
Sep12 |
100823 |
99.795 |
99.795 |
99.795 |
99.795 |
unch |
|
|
|
Dec12 |
100823 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,899 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100823 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
510 |
3,745 |
+12 |
Dec10 |
100823 |
99.69 |
99.70 |
99.69 |
99.69 |
unch |
23 |
1,823 |
+0 |
Mar11 |
100823 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
2,043 |
+0 |
Jun11 |
100823 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
2,882 |
+0 |
Sep11 |
100823 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
2 |
111 |
+2 |
Dec11 |
100823 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
110 |
+0 |
Mar12 |
100823 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Jun12 |
100823 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
754 |
+0 |
Total Volume and Open Interest |
535 |
12,085 |
+14 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100823 |
142.97 |
142.97 |
142.76 |
142.87 |
-0.06 |
1,260 |
23,129 |
+175 |
Dec10 |
100823 |
142.62 |
142.68 |
142.58 |
142.65 |
-0.06 |
3 |
219 |
-3 |
Mar11 |
100823 |
140.56 |
140.56 |
140.56 |
140.56 |
-0.06 |
|
|
|
Total Volume and Open Interest |
1,263 |
23,348 |
+172 |
Euro-Bund(EUREX) |
Sep10 |
100823 |
132.72 |
132.89 |
132.60 |
132.76 |
-0.13 |
727,495 |
1,079,053 |
-2,812 |
Dec10 |
100823 |
131.26 |
131.39 |
131.14 |
131.28 |
-0.14 |
8,291 |
37,877 |
+3,522 |
Mar11 |
100823 |
131.18 |
131.26 |
131.18 |
131.26 |
-0.11 |
3 |
22 |
+3 |
Total Volume and Open Interest |
735,789 |
1,116,952 |
+713 |
Euro-Bobl(EUREX) |
Sep10 |
100823 |
121.98 |
122.12 |
121.95 |
122.07 |
-0.03 |
379,966 |
792,680 |
+9,046 |
Dec10 |
100823 |
120.79 |
120.88 |
120.76 |
120.86 |
-0.02 |
3,548 |
42,889 |
+1,759 |
Mar11 |
100823 |
120.07 |
120.07 |
120.07 |
120.07 |
-0.03 |
|
|
|
Total Volume and Open Interest |
383,514 |
835,569 |
+10,805 |
3-Mth Euribor(EUREX) |
Sep10 |
100823 |
99.130 |
99.130 |
99.125 |
99.125 |
unch |
24 |
3,502 |
-3 |
Dec10 |
100823 |
99.110 |
99.110 |
99.095 |
99.100 |
+0.020 |
31 |
2,787 |
-3 |
Mar11 |
100823 |
99.045 |
99.045 |
99.035 |
99.035 |
+0.010 |
42 |
1,205 |
-27 |
Total Volume and Open Interest |
170 |
11,703 |
-56 |
Long Gilt(LIFFE) |
Sep10 |
100823 |
124~30 |
125~09 |
124~29 |
125~05 |
+0~02 |
77,905 |
283,162 |
-38 |
Dec10 |
100823 |
123~19 |
123~29 |
123~19 |
123~26 |
+0~02 |
1,072 |
4,346 |
+194 |
Total Volume and Open Interest |
78,977 |
287,508 |
+156 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100823 |
99.28 |
99.29 |
99.27 |
99.27 |
-0.01 |
10,731 |
340,433 |
+1,680 |
Dec10 |
100823 |
99.25 |
99.25 |
99.23 |
99.24 |
-0.01 |
15,742 |
420,538 |
-1,251 |
Mar11 |
100823 |
99.17 |
99.19 |
99.16 |
99.18 |
unch |
27,589 |
293,700 |
-183 |
Jun11 |
100823 |
99.09 |
99.11 |
99.07 |
99.09 |
unch |
27,118 |
305,187 |
+760 |
Sep11 |
100823 |
98.97 |
99.00 |
98.95 |
98.97 |
unch |
40,443 |
363,203 |
-164 |
Dec11 |
100823 |
98.82 |
98.83 |
98.79 |
98.81 |
unch |
37,992 |
387,651 |
-4,959 |
Total Volume and Open Interest |
211,149 |
2,623,801 |
-3,567 |
3-Mth Euribor(LIFFE) |
Sep10 |
100823 |
99.130 |
99.150 |
99.115 |
99.125 |
unch |
121,705 |
618,667 |
-8,688 |
Dec10 |
100823 |
99.090 |
99.115 |
99.085 |
99.100 |
+0.020 |
202,858 |
567,035 |
+18,919 |
Mar11 |
100823 |
99.025 |
99.050 |
99.020 |
99.035 |
+0.010 |
128,525 |
574,910 |
+14,926 |
Total Volume and Open Interest |
844,206 |
3,602,448 |
+37,916 |
3-Mth Aus T-Bills(SFE) |
Sep10 |
100823 |
95.24 |
95.26 |
95.23 |
95.25 |
unch |
7,138 |
127,801 |
+1,614 |
Dec10 |
100823 |
95.27 |
95.28 |
95.24 |
95.27 |
-0.01 |
19,602 |
198,770 |
+6,272 |
Mar11 |
100823 |
95.26 |
95.28 |
95.22 |
95.25 |
-0.01 |
13,483 |
85,568 |
+607 |
Jun11 |
100823 |
95.21 |
95.26 |
95.19 |
95.21 |
-0.01 |
6,273 |
68,383 |
+870 |
Sep11 |
100823 |
95.17 |
95.22 |
95.15 |
95.16 |
-0.02 |
912 |
38,770 |
-708 |
Dec11 |
100823 |
95.13 |
95.16 |
95.09 |
95.11 |
-0.01 |
761 |
32,337 |
-177 |
Mar12 |
100823 |
95.10 |
95.13 |
95.04 |
95.06 |
-0.02 |
274 |
28,974 |
+41 |
Jun12 |
100823 |
95.03 |
95.03 |
95.03 |
95.03 |
-0.02 |
23 |
11,112 |
+16 |
Sep12 |
100823 |
95.02 |
95.02 |
95.02 |
95.02 |
-0.02 |
0 |
2,502 |
+0 |
Dec12 |
100823 |
94.99 |
94.99 |
94.99 |
94.99 |
-0.02 |
0 |
1,057 |
+0 |
Total Volume and Open Interest |
48,466 |
596,350 |
+8,535 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100823 |
95.09 |
95.13 |
95.02 |
95.07 |
-0.03 |
45,178 |
376,708 |
-11,883 |
Dec10 |
100823 |
95.06 |
95.06 |
95.06 |
95.06 |
-0.03 |
|
|
|
Total Volume and Open Interest |
45,178 |
376,708 |
-11,883 |
3-Year Aus T-Bonds(SFE) |
Sep10 |
100823 |
95.51 |
95.55 |
95.46 |
95.50 |
-0.02 |
80,259 |
551,865 |
-47,607 |
Dec10 |
100823 |
95.45 |
95.45 |
95.45 |
95.45 |
-0.02 |
|
|
|
Total Volume and Open Interest |
80,259 |
551,865 |
-47,607 |
Gold(CMX) |
Aug10 |
100823 |
1228.9 |
1228.9 |
1222.9 |
1226.9 |
-0.3 |
236 |
663 |
-179 |
Oct10 |
100823 |
1227.0 |
1232.5 |
1222.3 |
1227.3 |
-0.3 |
3,899 |
43,099 |
-567 |
Dec10 |
100823 |
1229.2 |
1234.0 |
1223.5 |
1228.5 |
-0.3 |
74,826 |
360,122 |
-557 |
Feb11 |
100823 |
1232.4 |
1232.6 |
1225.0 |
1229.9 |
-0.3 |
112 |
19,648 |
+17 |
Apr11 |
100823 |
1232.8 |
1232.8 |
1228.0 |
1231.2 |
-0.3 |
20 |
16,581 |
+5 |
Jun11 |
100823 |
1233.6 |
1233.6 |
1229.3 |
1232.5 |
-0.3 |
708 |
15,463 |
-689 |
Aug11 |
100823 |
1234.5 |
1234.5 |
1233.9 |
1233.9 |
-0.3 |
137 |
8,385 |
-71 |
Oct11 |
100823 |
1235.3 |
1235.3 |
1235.3 |
1235.3 |
-0.4 |
0 |
7,381 |
+0 |
Dec11 |
100823 |
1237.1 |
1238.2 |
1236.9 |
1236.9 |
-0.4 |
175 |
15,020 |
-15 |
Feb12 |
100823 |
1238.8 |
1238.8 |
1238.8 |
1238.8 |
-0.4 |
25 |
6,658 |
+0 |
Apr12 |
100823 |
1241.1 |
1241.1 |
1241.1 |
1241.1 |
-0.4 |
40 |
6,144 |
+0 |
Jun12 |
100823 |
1243.5 |
1243.5 |
1243.5 |
1243.5 |
-0.4 |
695 |
8,392 |
+10 |
Total Volume and Open Interest |
82,108 |
548,373 |
-1,718 |
Silver(CMX) |
Sep10 |
100823 |
1801.0 |
1807.0 |
1789.0 |
1799.2 |
+0.1 |
37,446 |
34,230 |
-3,410 |
Dec10 |
100823 |
1807.5 |
1813.0 |
1793.5 |
1804.2 |
+0.1 |
11,634 |
58,433 |
+1,070 |
Mar11 |
100823 |
1809.0 |
1814.5 |
1802.5 |
1808.2 |
+0.1 |
317 |
12,128 |
+168 |
May11 |
100823 |
1809.5 |
1812.0 |
1806.0 |
1810.3 |
+0.1 |
7 |
7,867 |
+2 |
Jul11 |
100823 |
1813.0 |
1813.0 |
1812.1 |
1812.1 |
+0.1 |
3 |
5,473 |
+1 |
Sep11 |
100823 |
1813.9 |
1813.9 |
1813.9 |
1813.9 |
+0.1 |
0 |
558 |
+0 |
Dec11 |
100823 |
1816.8 |
1816.8 |
1816.8 |
1816.8 |
+0.1 |
16 |
4,182 |
+2 |
Total Volume and Open Interest |
49,537 |
127,502 |
-2,126 |
Platinum(NYMEX) |
Oct10 |
100823 |
1511.5 |
1518.9 |
1503.0 |
1508.6 |
-5.3 |
2,429 |
28,913 |
-121 |
Jan11 |
100823 |
1515.0 |
1518.5 |
1508.0 |
1512.5 |
-5.2 |
96 |
1,724 |
-57 |
Apr11 |
100823 |
1519.0 |
1520.0 |
1516.3 |
1516.4 |
-5.3 |
61 |
166 |
+61 |
Jul11 |
100823 |
1516.4 |
1516.4 |
1516.4 |
1516.4 |
-5.3 |
|
|
|
Total Volume and Open Interest |
2,586 |
30,803 |
-117 |
Palladium(NYMEX) |
Sep10 |
100823 |
477.85 |
484.75 |
476.20 |
483.70 |
+7.50 |
1,417 |
11,669 |
-510 |
Dec10 |
100823 |
479.50 |
485.80 |
477.85 |
485.40 |
+7.35 |
516 |
7,337 |
+328 |
Mar11 |
100823 |
485.00 |
486.60 |
484.80 |
486.60 |
+7.30 |
0 |
49 |
+0 |
Total Volume and Open Interest |
1,933 |
19,063 |
-182 |
Copper(CMX) |
Sep10 |
100823 |
329.60 |
331.30 |
327.10 |
329.15 |
+0.05 |
28,451 |
25,598 |
-2,615 |
Dec10 |
100823 |
331.60 |
333.15 |
329.25 |
331.25 |
+0.10 |
8,866 |
80,351 |
+1,167 |
Mar11 |
100823 |
332.20 |
332.55 |
331.75 |
332.30 |
unch |
208 |
17,084 |
-67 |
May11 |
100823 |
332.80 |
332.80 |
332.70 |
332.70 |
-0.10 |
10 |
2,288 |
+2 |
Jul11 |
100823 |
332.95 |
332.95 |
332.85 |
332.95 |
-0.10 |
10 |
2,813 |
+9 |
Total Volume and Open Interest |
38,331 |
139,416 |
-1,745 |
DJIA Index(CBOT) |
Sep10 |
100823 |
10225 |
10285 |
10145 |
10157 |
-45 |
405 |
8,757 |
-33 |
Dec10 |
100823 |
10163 |
10180 |
10092 |
10092 |
-44 |
4 |
44 |
+2 |
Mar11 |
100823 |
10028 |
10073 |
10028 |
10028 |
-45 |
|
|
|
Jun11 |
100823 |
9977 |
10022 |
9977 |
9977 |
-45 |
|
|
|
Total Volume and Open Interest |
409 |
8,801 |
-31 |
E-mini DJIA Index(CBOT) |
Sep10 |
100823 |
10202 |
10286 |
10143 |
10157 |
-45 |
121,377 |
91,091 |
-292 |
Dec10 |
100823 |
10165 |
10209 |
10080 |
10092 |
-44 |
139 |
308 |
+36 |
Mar11 |
100823 |
10028 |
10028 |
10028 |
10028 |
-45 |
0 |
18 |
+0 |
Jun11 |
100823 |
9977 |
9977 |
9977 |
9977 |
-45 |
0 |
1 |
+0 |
Total Volume and Open Interest |
121,516 |
91,418 |
-256 |
S & P 500(CME) |
Sep10 |
100823 |
1070.00 |
1080.20 |
1064.30 |
1065.60 |
-4.70 |
22,453 |
298,682 |
-818 |
Dec10 |
100823 |
1072.00 |
1075.00 |
1060.30 |
1060.60 |
-4.70 |
97 |
16,992 |
-26 |
Mar11 |
100823 |
1060.50 |
1070.20 |
1055.50 |
1055.60 |
-4.90 |
45 |
812 |
+0 |
Jun11 |
100823 |
1056.00 |
1065.70 |
1051.00 |
1051.00 |
-5.00 |
45 |
268 |
-6 |
Total Volume and Open Interest |
22,640 |
316,754 |
-850 |
S & P 500 E-Mini(Globex) |
Sep10 |
100823 |
1070.00 |
1080.25 |
1064.25 |
1065.50 |
-4.75 |
1,806,978 |
2,792,043 |
-23,732 |
Dec10 |
100823 |
1065.00 |
1075.25 |
1060.00 |
1060.50 |
-4.75 |
7,622 |
53,348 |
+5,526 |
Total Volume and Open Interest |
1,814,636 |
2,845,648 |
-18,179 |
NASDAQ 100(CME) |
Sep10 |
100823 |
1830.00 |
1842.30 |
1805.00 |
1809.50 |
-16.00 |
1,430 |
19,597 |
+548 |
Dec10 |
100823 |
1807.00 |
1807.00 |
1806.00 |
1807.00 |
-16.00 |
7 |
119 |
+3 |
Mar11 |
100823 |
1804.50 |
1804.50 |
1804.00 |
1804.50 |
-16.00 |
|
|
|
Total Volume and Open Interest |
1,437 |
19,716 |
+551 |
NASDAQ 100 E-Mini(Globex) |
Sep10 |
100823 |
1824.80 |
1842.80 |
1804.80 |
1809.50 |
-16.00 |
264,182 |
333,829 |
-3,112 |
Dec10 |
100823 |
1827.00 |
1839.00 |
1803.50 |
1807.00 |
-16.00 |
331 |
1,122 |
+92 |
Total Volume and Open Interest |
264,513 |
334,962 |
-3,020 |
S & P Midcap 400(CME) |
Sep10 |
100823 |
739.00 |
743.00 |
727.50 |
729.30 |
-6.70 |
2 |
2,734 |
-1 |
Dec10 |
100823 |
727.30 |
727.50 |
727.30 |
727.30 |
-6.70 |
|
|
|
Mar11 |
100823 |
725.30 |
725.50 |
725.30 |
725.30 |
-6.70 |
|
|
|
Total Volume and Open Interest |
2 |
2,734 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100823 |
9125 |
9170 |
9035 |
9045 |
-115 |
6,746 |
30,792 |
-326 |
Dec10 |
100823 |
9125 |
9125 |
9050 |
9050 |
-115 |
20 |
65 |
-3 |
Total Volume and Open Interest |
6,766 |
30,857 |
-329 |
Nikkei 225(SGX) |
Sep10 |
100823 |
9160 |
9175 |
9075 |
9110 |
-50 |
119,895 |
200,635 |
-6,106 |
Dec10 |
100823 |
9090 |
9110 |
9030 |
9060 |
-50 |
151 |
3,547 |
-10 |
Mar11 |
100823 |
9055 |
9055 |
9055 |
9055 |
-45 |
0 |
41 |
+0 |
Total Volume and Open Interest |
120,046 |
205,656 |
-6,116 |
CAC 40(EURONEXT) |
Sep10 |
100823 |
3531.0 |
3579.5 |
3518.0 |
3546.0 |
+25.0 |
154,767 |
407,218 |
+42,619 |
Oct10 |
100823 |
3536.0 |
3572.5 |
3520.0 |
3547.0 |
+25.0 |
10 |
81 |
-1 |
Nov10 |
100823 |
3533.0 |
3533.0 |
3533.0 |
3533.0 |
|
|
|
|
Hang Seng Index(HKFE) |
Aug10 |
100823 |
20908 |
21031 |
20820 |
20865 |
-90 |
69,530 |
86,632 |
-4,391 |
Sep10 |
100823 |
20806 |
20939 |
20740 |
20782 |
-78 |
1,956 |
9,164 |
+714 |
Total Volume and Open Interest |
71,680 |
97,728 |
-3,598 |
DAX(EUREX) |
Sep10 |
100823 |
6020.0 |
6057.0 |
5996.5 |
6006.5 |
-5.0 |
138,828 |
155,439 |
+1,381 |
Dec10 |
100823 |
6028.5 |
6062.0 |
6008.0 |
6015.5 |
-5.0 |
322 |
14,200 |
-43 |
Mar11 |
100823 |
6039.5 |
6066.5 |
6020.0 |
6027.0 |
-5.0 |
289 |
2,554 |
-57 |
Total Volume and Open Interest |
139,439 |
172,193 |
+1,281 |
FT-SE 100(EURONEXT) |
Sep10 |
100823 |
5216.00 |
5266.50 |
5181.50 |
5220.50 |
+26.50 |
98,314 |
637,284 |
-1,860 |
Dec10 |
100823 |
5192.50 |
5213.50 |
5192.50 |
5198.00 |
+26.50 |
20 |
7,233 |
-1 |
Mar11 |
100823 |
5156.50 |
5156.50 |
5156.50 |
5156.50 |
+26.50 |
10 |
931 |
-10 |
Total Volume and Open Interest |
98,355 |
645,628 |
-1,870 |
SPI 200(SFE) |
Sep10 |
100823 |
4395.0 |
4420.0 |
4349.0 |
4411.0 |
+15.0 |
29,375 |
226,857 |
+4,190 |
Dec10 |
100823 |
4403.0 |
4430.0 |
4403.0 |
4430.0 |
+13.0 |
9 |
3,634 |
+4 |
Mar11 |
100823 |
4418.0 |
4418.0 |
4418.0 |
4418.0 |
+13.0 |
49 |
1,496 |
+42 |
Total Volume and Open Interest |
29,433 |
232,811 |
+1,901 |
GSCI(CME) |
Sep10 |
100823 |
507.00 |
507.70 |
500.50 |
502.50 |
-3.50 |
94 |
13,526 |
+54 |
Oct10 |
100823 |
510.00 |
510.60 |
504.00 |
505.50 |
-3.40 |
2 |
0 |
+0 |
Nov10 |
100823 |
514.00 |
514.60 |
508.50 |
509.50 |
-3.50 |
|
|
|
Total Volume and Open Interest |
96 |
13,526 |
+54 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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