|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed July 01, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090701 |
1228.00 |
1265.50 |
1228.00 |
1258.50 |
+32.25 |
46,951 |
16,888 |
-17,909 |
| Aug09 |
090701 |
1120.00 |
1166.00 |
1120.00 |
1160.50 |
+41.25 |
34,629 |
70,320 |
+5,008 |
| Sep09 |
090701 |
1034.00 |
1078.00 |
1034.00 |
1068.50 |
+38.50 |
7,517 |
19,963 |
+554 |
| Nov09 |
090701 |
983.00 |
1029.25 |
981.50 |
1015.50 |
+34.50 |
59,558 |
246,891 |
+3,467 |
| Jan10 |
090701 |
988.00 |
1031.50 |
988.00 |
1017.50 |
+34.50 |
1,964 |
25,527 |
+91 |
| Mar10 |
090701 |
982.50 |
1020.50 |
977.50 |
1011.00 |
+33.50 |
1,129 |
17,600 |
+29 |
| May10 |
090701 |
968.00 |
1004.50 |
960.00 |
991.50 |
+31.50 |
1,206 |
10,264 |
+42 |
| Total Volume and Open Interest |
154,619 |
440,520 |
-8,357 |
| Soybean Meal(CBOT) |
| Jul09 |
090701 |
414.50 |
425.00 |
414.50 |
418.20 |
+5.90 |
18,426 |
10,507 |
-3,578 |
| Aug09 |
090701 |
375.90 |
390.00 |
375.80 |
384.20 |
+9.90 |
19,269 |
33,638 |
+675 |
| Sep09 |
090701 |
340.40 |
355.60 |
340.40 |
349.20 |
+9.90 |
6,959 |
24,340 |
+824 |
| Oct09 |
090701 |
318.90 |
332.00 |
318.90 |
324.50 |
+10.20 |
3,117 |
18,331 |
+566 |
| Dec09 |
090701 |
306.50 |
323.50 |
306.50 |
315.70 |
+9.40 |
16,541 |
77,952 |
+914 |
| Jan10 |
090701 |
300.20 |
316.60 |
300.20 |
308.40 |
+9.40 |
538 |
5,534 |
+115 |
| Mar10 |
090701 |
298.20 |
309.30 |
291.30 |
302.10 |
+10.80 |
625 |
4,434 |
+4 |
| May10 |
090701 |
289.60 |
300.70 |
289.60 |
293.10 |
+9.80 |
1,063 |
6,454 |
+442 |
| Total Volume and Open Interest |
67,259 |
186,210 |
-163 |
| Soybean Oil(CBOT) |
| Jul09 |
090701 |
35.13 |
35.96 |
35.13 |
35.82 |
+0.80 |
42,219 |
14,676 |
-9,729 |
| Aug09 |
090701 |
35.32 |
36.21 |
35.25 |
36.02 |
+0.80 |
29,502 |
43,227 |
+2,469 |
| Sep09 |
090701 |
35.50 |
36.38 |
35.50 |
36.19 |
+0.80 |
8,976 |
32,389 |
+875 |
| Oct09 |
090701 |
36.38 |
36.52 |
36.09 |
36.34 |
+0.80 |
2,865 |
17,521 |
+720 |
| Dec09 |
090701 |
36.01 |
36.90 |
35.96 |
36.70 |
+0.80 |
25,845 |
104,272 |
+2,361 |
| Jan10 |
090701 |
36.44 |
37.17 |
36.40 |
37.04 |
+0.80 |
847 |
8,461 |
+275 |
| Mar10 |
090701 |
36.72 |
37.40 |
36.65 |
37.30 |
+0.80 |
265 |
3,964 |
+135 |
| May10 |
090701 |
37.41 |
37.54 |
36.62 |
37.42 |
+0.80 |
490 |
4,328 |
+132 |
| Total Volume and Open Interest |
111,495 |
238,982 |
-2,443 |
| Canola(WCE) |
| Jul09 |
090701 |
547.8 |
547.8 |
547.8 |
547.8 |
+91.8 |
1,017 |
3,964 |
-724 |
| Nov09 |
090630 |
453.0 |
464.9 |
442.1 |
455.5 |
+3.5 |
5,589 |
86,547 |
+1,113 |
| Jan10 |
090630 |
454.0 |
468.7 |
446.3 |
459.6 |
+3.4 |
167 |
8,645 |
+28 |
| Mar10 |
090630 |
456.3 |
466.0 |
452.2 |
463.9 |
+3.4 |
10 |
1,755 |
+3 |
| May10 |
090630 |
461.0 |
465.4 |
461.0 |
465.4 |
+3.4 |
3 |
501 |
+3 |
| Total Volume and Open Interest |
9,057 |
102,734 |
-1,806 |
| Corn(CBOT) |
| Jul09 |
090701 |
346.00 |
354.50 |
343.00 |
351.75 |
+4.00 |
94,883 |
43,628 |
-30,705 |
| Sep09 |
090701 |
351.50 |
361.00 |
349.00 |
356.50 |
+2.00 |
80,191 |
297,419 |
+12,140 |
| Dec09 |
090701 |
364.75 |
373.75 |
361.75 |
369.25 |
+2.00 |
101,128 |
403,216 |
+1,645 |
| Mar10 |
090701 |
378.00 |
386.25 |
374.00 |
382.50 |
+3.00 |
6,323 |
62,357 |
-81 |
| May10 |
090701 |
387.25 |
393.50 |
384.25 |
392.00 |
+3.75 |
1,967 |
16,353 |
+726 |
| Jul10 |
090701 |
395.00 |
403.25 |
392.00 |
401.75 |
+5.50 |
3,386 |
38,125 |
+376 |
| Total Volume and Open Interest |
293,952 |
936,234 |
-13,117 |
| Wheat(CBOT) |
| Jul09 |
090701 |
517.00 |
519.50 |
502.25 |
506.25 |
-5.00 |
49,629 |
17,048 |
-13,762 |
| Sep09 |
090701 |
541.75 |
549.75 |
529.75 |
535.50 |
-5.25 |
61,132 |
143,926 |
+6,386 |
| Dec09 |
090701 |
567.00 |
575.00 |
555.50 |
561.50 |
-4.25 |
13,421 |
92,621 |
+734 |
| Mar10 |
090701 |
586.50 |
593.00 |
575.25 |
579.50 |
-4.00 |
3,331 |
12,234 |
+499 |
| May10 |
090701 |
603.50 |
603.50 |
591.25 |
591.25 |
-4.25 |
350 |
1,398 |
+87 |
| Total Volume and Open Interest |
130,868 |
311,748 |
-5,653 |
| Wheat(KCBT) |
| Jul09 |
090701 |
573.50 |
590.00 |
560.50 |
563.75 |
-6.00 |
8,997 |
4,178 |
-5,265 |
| Sep09 |
090701 |
580.00 |
587.00 |
568.00 |
573.50 |
-6.50 |
11,123 |
37,939 |
+2,537 |
| Dec09 |
090701 |
597.00 |
602.75 |
585.00 |
590.00 |
-7.00 |
3,757 |
29,306 |
+250 |
| Mar10 |
090701 |
615.50 |
622.00 |
602.00 |
606.25 |
-6.75 |
349 |
3,249 |
+70 |
| May10 |
090701 |
624.75 |
625.75 |
612.50 |
616.75 |
-6.50 |
156 |
735 |
+6 |
| Total Volume and Open Interest |
24,869 |
85,986 |
-2,485 |
| Wheat(MGE) |
| Jul09 |
090701 |
633.75 |
634.00 |
622.50 |
626.75 |
-9.25 |
1,073 |
556 |
-697 |
| Sep09 |
090701 |
636.50 |
641.75 |
628.00 |
633.50 |
-0.25 |
2,400 |
12,969 |
+210 |
| Dec09 |
090701 |
648.25 |
653.50 |
639.50 |
646.00 |
-0.25 |
595 |
9,768 |
+61 |
| Mar10 |
090701 |
663.50 |
664.50 |
651.00 |
659.00 |
+0.25 |
139 |
2,650 |
+31 |
| May10 |
090701 |
668.00 |
668.50 |
658.00 |
664.75 |
-0.25 |
64 |
943 |
+17 |
| Total Volume and Open Interest |
4,524 |
32,323 |
-321 |
| Oats(CBOT) |
| Jul09 |
090701 |
216.50 |
225.50 |
213.75 |
225.50 |
+10.75 |
1,198 |
325 |
-867 |
| Sep09 |
090701 |
221.50 |
236.00 |
221.00 |
235.00 |
+10.00 |
1,166 |
3,651 |
+612 |
| Dec09 |
090701 |
234.00 |
246.75 |
233.50 |
246.75 |
+10.25 |
477 |
8,283 |
+161 |
| Mar10 |
090701 |
249.75 |
258.75 |
248.50 |
258.75 |
+10.25 |
2 |
1,295 |
+0 |
| Total Volume and Open Interest |
2,843 |
13,642 |
-94 |
| Rough Rice(CBOT) |
| Jul09 |
090701 |
12.28 |
12.50 |
12.19 |
12.43 |
+0.20 |
758 |
784 |
-288 |
| Sep09 |
090701 |
12.34 |
12.67 |
12.24 |
12.53 |
+0.19 |
677 |
4,681 |
+228 |
| Nov09 |
090701 |
12.45 |
12.70 |
12.37 |
12.64 |
+0.19 |
151 |
2,025 |
-12 |
| Jan10 |
090701 |
12.77 |
12.77 |
12.59 |
12.77 |
+0.18 |
8 |
259 |
-3 |
| Total Volume and Open Interest |
1,605 |
8,233 |
-64 |
| Live Cattle(CME) |
| Aug09 |
090701 |
85.300 |
86.035 |
85.135 |
85.750 |
+0.500 |
36,585 |
102,471 |
-5,396 |
| Oct09 |
090701 |
90.000 |
90.830 |
89.850 |
90.785 |
+0.605 |
14,792 |
62,812 |
+1,162 |
| Dec09 |
090701 |
89.600 |
90.180 |
89.535 |
90.135 |
+0.385 |
6,859 |
29,553 |
+1,543 |
| Feb10 |
090701 |
89.285 |
89.950 |
89.135 |
89.900 |
+0.670 |
1,945 |
11,239 |
+327 |
| Apr10 |
090701 |
90.350 |
91.080 |
90.200 |
91.000 |
+0.650 |
310 |
5,437 |
+48 |
| Jun10 |
090701 |
87.750 |
88.000 |
87.580 |
87.930 |
+0.830 |
82 |
1,708 |
+32 |
| Total Volume and Open Interest |
62,216 |
213,705 |
-3,211 |
| Feeder Cattle(CME) |
| Aug09 |
090701 |
102.700 |
104.050 |
102.450 |
103.785 |
+0.955 |
3,697 |
14,478 |
+213 |
| Sep09 |
090701 |
101.800 |
102.830 |
101.550 |
102.180 |
+0.380 |
535 |
3,038 |
+134 |
| Oct09 |
090701 |
101.700 |
102.500 |
101.400 |
102.250 |
+0.700 |
935 |
5,051 |
+133 |
| Nov09 |
090701 |
102.000 |
102.600 |
101.750 |
102.400 |
+0.650 |
201 |
1,170 |
+22 |
| Jan10 |
090701 |
100.980 |
101.500 |
100.850 |
101.000 |
+0.550 |
126 |
352 |
+22 |
| Mar10 |
090701 |
100.000 |
100.200 |
99.550 |
100.000 |
+0.500 |
1 |
53 |
-1 |
| Apr10 |
090701 |
99.900 |
99.900 |
99.900 |
99.900 |
+0.900 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
5,495 |
24,166 |
+523 |
| Lean Hogs(CME) |
| Jul09 |
090701 |
58.350 |
59.600 |
57.880 |
59.250 |
+0.570 |
6,080 |
12,195 |
-593 |
| Aug09 |
090701 |
59.600 |
61.285 |
59.500 |
60.700 |
+0.050 |
12,845 |
60,403 |
-1,948 |
| Oct09 |
090701 |
55.430 |
57.380 |
55.150 |
56.930 |
+0.880 |
5,917 |
30,277 |
+1,661 |
| Dec09 |
090701 |
55.300 |
57.500 |
54.800 |
57.200 |
+1.500 |
3,329 |
19,333 |
+235 |
| Feb10 |
090701 |
61.000 |
62.700 |
60.750 |
62.600 |
+1.000 |
1,604 |
4,677 |
+93 |
| Apr10 |
090701 |
65.000 |
66.600 |
64.900 |
66.400 |
+0.950 |
627 |
2,958 |
+133 |
| May10 |
090701 |
71.700 |
71.750 |
70.500 |
71.450 |
-0.350 |
5 |
258 |
+4 |
| Jun10 |
090701 |
73.225 |
74.600 |
73.150 |
74.200 |
+0.650 |
212 |
1,776 |
+138 |
| Total Volume and Open Interest |
30,658 |
132,573 |
-264 |
| Pork Bellies(CME) |
| Jul09 |
090701 |
53.680 |
56.300 |
52.750 |
55.400 |
+1.100 |
29 |
125 |
-18 |
| Aug09 |
090701 |
55.000 |
57.600 |
53.750 |
56.035 |
+0.335 |
91 |
496 |
+11 |
| Feb10 |
090701 |
86.000 |
86.000 |
84.350 |
85.750 |
-0.600 |
7 |
120 |
+2 |
| Mar10 |
090701 |
83.950 |
84.450 |
83.950 |
83.950 |
-0.550 |
0 |
42 |
+0 |
| May10 |
090701 |
87.500 |
87.500 |
87.500 |
87.500 |
-1.000 |
|
|
|
| Total Volume and Open Interest |
127 |
783 |
-5 |
| Class III Milk(CME) |
| Jul09 |
090701 |
10.08 |
10.13 |
10.06 |
10.08 |
+0.01 |
48 |
4,285 |
+4 |
| Aug09 |
090701 |
10.70 |
10.71 |
10.52 |
10.59 |
-0.03 |
136 |
3,952 |
-18 |
| Sep09 |
090701 |
11.48 |
11.59 |
11.37 |
11.42 |
-0.10 |
127 |
3,730 |
+46 |
| Oct09 |
090701 |
12.35 |
12.46 |
12.27 |
12.29 |
-0.06 |
144 |
3,195 |
-12 |
| Nov09 |
090701 |
13.35 |
13.48 |
13.27 |
13.30 |
-0.07 |
40 |
3,078 |
+25 |
| Total Volume and Open Interest |
582 |
30,357 |
+54 |
| Cocoa(ICE) |
| Jul09 |
090701 |
2477 |
2477 |
2477 |
2477 |
-10 |
2 |
21 |
+0 |
| Sep09 |
090701 |
2511 |
2580 |
2499 |
2504 |
-6 |
3,298 |
49,918 |
-168 |
| Dec09 |
090701 |
2552 |
2604 |
2526 |
2531 |
-9 |
502 |
27,561 |
+103 |
| Mar10 |
090701 |
2570 |
2614 |
2544 |
2544 |
-10 |
93 |
16,504 |
+64 |
| May10 |
090701 |
2599 |
2620 |
2551 |
2551 |
-9 |
28 |
3,904 |
-13 |
| Jul10 |
090701 |
2561 |
2561 |
2561 |
2561 |
-9 |
1 |
3,529 |
+0 |
| Sep10 |
090701 |
2564 |
2564 |
2564 |
2564 |
-11 |
0 |
2,307 |
+0 |
| Total Volume and Open Interest |
3,924 |
107,751 |
-14 |
| Coffee "C"(ICE) |
| Jul09 |
090701 |
118.05 |
118.40 |
116.40 |
116.40 |
-0.90 |
44 |
89 |
-26 |
| Sep09 |
090701 |
119.70 |
121.10 |
118.60 |
119.05 |
-0.85 |
4,690 |
67,068 |
-3,322 |
| Dec09 |
090701 |
122.30 |
123.90 |
121.50 |
121.95 |
-0.85 |
513 |
25,486 |
-331 |
| Mar10 |
090701 |
125.95 |
126.15 |
124.30 |
124.75 |
-0.85 |
208 |
11,224 |
-69 |
| May10 |
090701 |
128.00 |
128.15 |
126.55 |
126.55 |
-0.90 |
31 |
3,143 |
+13 |
| Jul10 |
090701 |
128.80 |
128.80 |
128.40 |
128.40 |
-0.85 |
18 |
1,521 |
+42 |
| Total Volume and Open Interest |
5,504 |
111,116 |
-3,693 |
| Orange Juice(ICE) |
| Jul09 |
090701 |
77.50 |
78.25 |
75.55 |
76.80 |
-0.70 |
611 |
2,429 |
-507 |
| Sep09 |
090701 |
78.85 |
80.40 |
78.25 |
79.95 |
+1.10 |
1,604 |
21,444 |
+765 |
| Nov09 |
090701 |
82.00 |
83.30 |
81.50 |
83.10 |
+1.10 |
86 |
5,682 |
+47 |
| Jan10 |
090701 |
87.00 |
87.00 |
85.45 |
86.15 |
+1.10 |
19 |
1,289 |
+12 |
| Mar10 |
090701 |
88.75 |
89.60 |
88.75 |
89.45 |
+1.05 |
17 |
908 |
+12 |
| May10 |
090701 |
92.70 |
92.70 |
92.70 |
92.70 |
+1.05 |
1 |
118 |
+1 |
| Total Volume and Open Interest |
2,338 |
32,105 |
+330 |
| Sugar #11(ICE) |
| Oct09 |
090701 |
17.90 |
18.01 |
17.63 |
17.75 |
-0.10 |
55,074 |
341,316 |
-5,455 |
| Mar10 |
090701 |
18.74 |
18.91 |
18.62 |
18.74 |
-0.09 |
14,447 |
155,561 |
+187 |
| May10 |
090701 |
18.38 |
18.45 |
18.21 |
18.37 |
-0.01 |
4,429 |
38,205 |
+892 |
| Jul10 |
090701 |
18.03 |
18.06 |
17.86 |
18.01 |
-0.02 |
3,419 |
66,528 |
-45 |
| Oct10 |
090701 |
17.90 |
17.90 |
17.70 |
17.87 |
-0.02 |
1,924 |
42,501 |
+834 |
| Total Volume and Open Interest |
104,611 |
746,021 |
-19,377 |
| Sugar #14(ICE) |
| Sep09 |
090701 |
22.74 |
22.75 |
22.74 |
22.75 |
+0.05 |
230 |
2,391 |
-99 |
| Total Volume and Open Interest |
230 |
2,391 |
-99 |
| London Cocoa(LCE) |
| Jul09 |
090701 |
1581 |
1599 |
1570 |
1570 |
-11 |
2,490 |
43,797 |
-636 |
| Sep09 |
090701 |
1602 |
1630 |
1595 |
1595 |
-10 |
3,718 |
37,499 |
-883 |
| Dec09 |
090701 |
1635 |
1638 |
1604 |
1604 |
-10 |
1,686 |
28,985 |
-169 |
| Mar10 |
090701 |
1610 |
1635 |
1603 |
1603 |
-11 |
422 |
28,276 |
-97 |
| May10 |
090701 |
1622 |
1632 |
1602 |
1602 |
-10 |
4 |
14,873 |
+4 |
| Jul10 |
090701 |
1602 |
1602 |
1602 |
1602 |
-10 |
0 |
4,414 |
+0 |
| Sep10 |
090701 |
1600 |
1600 |
1600 |
1600 |
-5 |
0 |
2,730 |
+0 |
| Total Volume and Open Interest |
8,320 |
163,640 |
-1,781 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090701 |
460.70 |
465.20 |
455.00 |
459.60 |
+0.90 |
2,943 |
23,968 |
-802 |
| Oct09 |
090701 |
473.70 |
478.20 |
472.10 |
474.80 |
+1.90 |
2,441 |
36,384 |
+1,211 |
| Dec09 |
090701 |
480.00 |
482.00 |
477.50 |
479.80 |
+1.90 |
418 |
8,533 |
+72 |
| Mar10 |
090701 |
490.00 |
490.00 |
485.30 |
487.20 |
+0.20 |
548 |
10,389 |
+30 |
| May10 |
090701 |
478.60 |
480.20 |
477.90 |
480.20 |
+0.30 |
144 |
1,468 |
-19 |
| Total Volume and Open Interest |
6,524 |
83,175 |
+520 |
| Cotton(ICE) |
| Jul09 |
090701 |
54.00 |
57.00 |
54.00 |
56.73 |
+3.43 |
33 |
303 |
-27 |
| Oct09 |
090701 |
55.85 |
58.63 |
55.80 |
58.63 |
+3.00 |
111 |
2,709 |
+42 |
| Dec09 |
090701 |
57.60 |
60.48 |
57.48 |
60.48 |
+3.00 |
2,639 |
89,072 |
+663 |
| Mar10 |
090701 |
60.39 |
62.72 |
60.39 |
62.72 |
+3.00 |
189 |
11,363 |
+101 |
| May10 |
090701 |
62.86 |
63.92 |
62.86 |
63.92 |
+3.00 |
6 |
621 |
-1 |
| Jul10 |
090701 |
63.40 |
65.03 |
63.40 |
65.03 |
+3.00 |
9 |
1,845 |
+7 |
| Total Volume and Open Interest |
2,988 |
107,952 |
+785 |
| Lumber(CME) |
| Jul09 |
090701 |
193.3 |
193.7 |
188.5 |
188.8 |
-2.2 |
600 |
1,328 |
-103 |
| Sep09 |
090701 |
213.4 |
215.8 |
209.3 |
210.0 |
-1.8 |
727 |
5,287 |
-242 |
| Nov09 |
090701 |
210.8 |
213.9 |
207.7 |
208.6 |
-2.0 |
128 |
1,273 |
+69 |
| Jan10 |
090701 |
227.0 |
231.8 |
225.8 |
230.8 |
-2.1 |
7 |
759 |
-8 |
| Total Volume and Open Interest |
1,467 |
8,693 |
-284 |
| Crude Oil(NYM) |
| Aug09 |
090701 |
70.45 |
71.85 |
68.52 |
69.31 |
-0.58 |
229,882 |
263,941 |
+7,982 |
| Sep09 |
090701 |
71.53 |
72.74 |
69.47 |
70.27 |
-0.57 |
54,979 |
144,298 |
+6,153 |
| Oct09 |
090701 |
71.60 |
73.42 |
70.29 |
71.08 |
-0.52 |
15,091 |
53,669 |
+870 |
| Nov09 |
090701 |
72.79 |
73.91 |
70.97 |
71.78 |
-0.42 |
6,499 |
29,059 |
+382 |
| Dec09 |
090701 |
73.26 |
74.38 |
71.50 |
72.36 |
-0.35 |
25,611 |
153,857 |
+20 |
| Jan10 |
090701 |
74.55 |
74.66 |
72.09 |
72.84 |
-0.29 |
6,291 |
28,317 |
+1,065 |
| Feb10 |
090701 |
73.81 |
74.05 |
72.53 |
73.23 |
-0.25 |
4,623 |
21,227 |
+341 |
| Mar10 |
090701 |
75.22 |
75.28 |
72.91 |
73.58 |
-0.23 |
3,210 |
19,060 |
+297 |
| Apr10 |
090701 |
75.15 |
75.15 |
73.93 |
73.93 |
-0.21 |
1,660 |
10,297 |
+422 |
| May10 |
090701 |
75.57 |
75.90 |
73.50 |
74.27 |
-0.20 |
1,650 |
10,061 |
+723 |
| Jun10 |
090701 |
75.42 |
76.25 |
73.80 |
74.60 |
-0.21 |
5,572 |
46,495 |
+1,036 |
| Jul10 |
090701 |
76.56 |
76.56 |
74.14 |
74.93 |
-0.21 |
1,962 |
37,484 |
+126 |
| Aug10 |
090701 |
75.20 |
75.20 |
75.20 |
75.20 |
-0.22 |
461 |
5,760 |
+176 |
| Sep10 |
090701 |
75.47 |
75.47 |
75.47 |
75.47 |
-0.24 |
666 |
12,006 |
+225 |
| Oct10 |
090701 |
75.75 |
75.75 |
75.75 |
75.75 |
-0.26 |
290 |
4,938 |
-79 |
| Nov10 |
090701 |
75.28 |
76.06 |
75.28 |
76.06 |
-0.28 |
530 |
8,011 |
+50 |
| Total Volume and Open Interest |
371,435 |
1,147,874 |
+20,673 |
| e-miNY Crude Oil(NYM) |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090701 |
70.525 |
71.825 |
68.525 |
69.300 |
-0.600 |
10,731 |
3,218 |
+263 |
| Sep09 |
090701 |
71.475 |
72.700 |
69.500 |
70.275 |
-0.575 |
315 |
526 |
+104 |
| Oct09 |
090701 |
72.500 |
73.250 |
70.475 |
71.075 |
-0.525 |
32 |
152 |
+5 |
| Nov09 |
090701 |
71.125 |
71.850 |
71.075 |
71.775 |
-0.425 |
6 |
21 |
+0 |
| Dec09 |
090701 |
73.200 |
73.950 |
71.725 |
72.350 |
-0.350 |
26 |
111 |
+4 |
| Jan10 |
090701 |
74.300 |
74.300 |
72.850 |
72.850 |
-0.275 |
0 |
1 |
+0 |
| Feb10 |
090701 |
73.225 |
73.225 |
73.225 |
73.225 |
-0.250 |
|
|
|
| Mar10 |
090701 |
73.575 |
73.575 |
73.575 |
73.575 |
-0.225 |
0 |
1 |
+0 |
| Apr10 |
090701 |
73.925 |
73.925 |
73.925 |
73.925 |
-0.225 |
|
|
|
| Total Volume and Open Interest |
11,110 |
4,105 |
+376 |
| Heating Oil(NYM) |
| Aug09 |
090701 |
180.20 |
182.91 |
174.35 |
176.57 |
-2.20 |
34,997 |
70,074 |
+2,622 |
| Sep09 |
090701 |
184.90 |
187.77 |
179.33 |
181.32 |
-2.42 |
9,436 |
37,456 |
+86 |
| Oct09 |
090701 |
190.00 |
192.19 |
183.88 |
185.82 |
-2.40 |
5,639 |
26,284 |
+532 |
| Nov09 |
090701 |
193.40 |
195.53 |
187.48 |
189.43 |
-2.14 |
3,024 |
15,584 |
+150 |
| Dec09 |
090701 |
196.03 |
198.41 |
190.76 |
192.64 |
-1.93 |
4,907 |
32,906 |
+296 |
| Jan10 |
090701 |
199.80 |
201.45 |
194.04 |
195.86 |
-1.75 |
2,004 |
15,327 |
+17 |
| Feb10 |
090701 |
201.59 |
201.59 |
196.46 |
197.91 |
-1.70 |
427 |
10,141 |
+1 |
| Mar10 |
090701 |
202.60 |
202.60 |
197.45 |
198.91 |
-1.70 |
431 |
6,856 |
-74 |
| Apr10 |
090701 |
202.92 |
202.92 |
197.58 |
199.11 |
-1.70 |
360 |
6,075 |
+55 |
| May10 |
090701 |
203.58 |
203.58 |
198.20 |
199.66 |
-1.75 |
391 |
6,320 |
+121 |
| Jun10 |
090701 |
203.80 |
204.67 |
199.98 |
200.41 |
-1.75 |
401 |
16,240 |
-15 |
| Jul10 |
090701 |
202.01 |
202.01 |
202.01 |
202.01 |
-1.75 |
86 |
2,620 |
+15 |
| Total Volume and Open Interest |
79,540 |
286,455 |
-2,816 |
| Gasoline(NYMEX) |
| Aug09 |
090701 |
191.00 |
195.06 |
184.19 |
185.90 |
-4.30 |
35,191 |
79,374 |
+2,311 |
| Sep09 |
090701 |
190.85 |
194.10 |
184.00 |
185.73 |
-3.92 |
10,144 |
43,612 |
+28 |
| Oct09 |
090701 |
181.50 |
184.22 |
174.92 |
176.74 |
-3.35 |
4,530 |
25,665 |
+600 |
| Nov09 |
090701 |
181.95 |
183.22 |
174.81 |
176.32 |
-3.01 |
2,080 |
10,415 |
-43 |
| Dec09 |
090701 |
182.00 |
183.75 |
175.48 |
177.36 |
-2.66 |
2,027 |
13,165 |
-69 |
| Jan10 |
090701 |
185.00 |
185.51 |
179.20 |
179.54 |
-2.59 |
674 |
6,619 |
+174 |
| Feb10 |
090701 |
187.30 |
187.80 |
181.94 |
181.94 |
-2.54 |
100 |
2,492 |
+30 |
| Mar10 |
090701 |
190.00 |
190.40 |
184.64 |
184.64 |
-2.49 |
114 |
3,181 |
-30 |
| Apr10 |
090701 |
198.29 |
198.29 |
198.29 |
198.29 |
-2.44 |
40 |
3,093 |
+3 |
| May10 |
090701 |
199.64 |
199.64 |
199.64 |
199.64 |
-2.39 |
11 |
1,674 |
-1 |
| Total Volume and Open Interest |
75,923 |
202,008 |
-4,541 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090701 |
185.90 |
185.90 |
185.90 |
185.90 |
-4.30 |
0 |
1 |
+0 |
| Sep09 |
090701 |
185.73 |
185.73 |
185.73 |
185.73 |
-3.92 |
|
|
|
| Oct09 |
090701 |
176.74 |
176.74 |
176.74 |
176.74 |
-3.35 |
|
|
|
| Nov09 |
090701 |
176.32 |
176.32 |
176.32 |
176.32 |
-3.01 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
-1 |
| Natural Gas(NYM) |
| Aug09 |
090701 |
3.849 |
3.891 |
3.759 |
3.795 |
-0.040 |
63,865 |
128,842 |
+2,757 |
| Sep09 |
090701 |
3.994 |
4.040 |
3.909 |
3.944 |
-0.038 |
17,527 |
91,429 |
+1,710 |
| Oct09 |
090701 |
4.242 |
4.263 |
4.142 |
4.178 |
-0.026 |
8,983 |
77,316 |
-560 |
| Nov09 |
090701 |
4.860 |
4.905 |
4.794 |
4.845 |
-0.010 |
2,130 |
34,700 |
+158 |
| Dec09 |
090701 |
5.533 |
5.590 |
5.506 |
5.535 |
+0.002 |
2,339 |
43,218 |
-84 |
| Jan10 |
090701 |
5.858 |
5.890 |
5.792 |
5.840 |
+0.003 |
3,026 |
37,643 |
+566 |
| Feb10 |
090701 |
5.850 |
5.905 |
5.850 |
5.875 |
+0.002 |
555 |
19,860 |
+125 |
| Mar10 |
090701 |
5.826 |
5.873 |
5.792 |
5.820 |
+0.010 |
765 |
37,821 |
+96 |
| Apr10 |
090701 |
5.680 |
5.755 |
5.659 |
5.712 |
+0.012 |
714 |
34,596 |
+98 |
| May10 |
090701 |
5.720 |
5.798 |
5.720 |
5.757 |
+0.012 |
185 |
15,247 |
+12 |
| Jun10 |
090701 |
5.845 |
5.880 |
5.820 |
5.852 |
+0.012 |
106 |
8,760 |
-12 |
| Jul10 |
090701 |
5.941 |
6.017 |
5.941 |
5.968 |
+0.012 |
57 |
8,034 |
+32 |
| Aug10 |
090701 |
6.048 |
6.106 |
6.045 |
6.058 |
+0.012 |
82 |
9,355 |
-1 |
| Sep10 |
090701 |
6.148 |
6.160 |
6.110 |
6.123 |
+0.012 |
121 |
7,028 |
-42 |
| Oct10 |
090701 |
6.225 |
6.280 |
6.215 |
6.238 |
+0.013 |
235 |
16,325 |
+32 |
| Nov10 |
090701 |
6.628 |
6.630 |
6.570 |
6.583 |
+0.013 |
66 |
5,912 |
-22 |
| Total Volume and Open Interest |
101,161 |
701,119 |
+4,796 |
| Brent Crude Oil(ICE) |
| Aug09 |
090701 |
69.90 |
71.32 |
68.08 |
68.79 |
-0.51 |
97,317 |
145,514 |
+11,208 |
| Sep09 |
090701 |
70.50 |
71.85 |
68.64 |
69.35 |
-0.55 |
44,390 |
128,520 |
+5,428 |
| Oct09 |
090701 |
71.33 |
72.42 |
69.34 |
70.02 |
-0.56 |
20,066 |
62,381 |
+1,665 |
| Nov09 |
090701 |
72.04 |
73.04 |
70.08 |
70.77 |
-0.55 |
11,120 |
27,262 |
+2,344 |
| Dec09 |
090701 |
72.67 |
73.67 |
70.70 |
71.43 |
-0.53 |
10,576 |
80,523 |
-1,837 |
| Jan10 |
090701 |
73.31 |
74.08 |
71.35 |
71.99 |
-0.51 |
2,903 |
23,918 |
+76 |
| Feb10 |
090701 |
73.78 |
74.52 |
72.02 |
72.50 |
-0.48 |
1,753 |
15,177 |
-28 |
| Mar10 |
090701 |
74.61 |
74.83 |
72.47 |
72.97 |
-0.45 |
1,286 |
11,181 |
-64 |
| Apr10 |
090701 |
74.35 |
74.35 |
72.90 |
73.43 |
-0.42 |
925 |
5,235 |
+167 |
| May10 |
090701 |
75.40 |
75.40 |
73.85 |
73.85 |
-0.39 |
721 |
4,192 |
-69 |
| Jun10 |
090701 |
75.42 |
75.97 |
73.51 |
74.23 |
-0.36 |
1,388 |
28,617 |
-500 |
| Jul10 |
090701 |
74.60 |
74.60 |
74.60 |
74.60 |
-0.35 |
452 |
8,352 |
-262 |
| Aug10 |
090701 |
74.92 |
74.92 |
74.92 |
74.92 |
-0.35 |
113 |
5,873 |
-32 |
| Sep10 |
090701 |
76.70 |
76.70 |
75.21 |
75.21 |
-0.36 |
21 |
2,361 |
-1 |
| Total Volume and Open Interest |
196,470 |
688,894 |
+17,066 |
| Gas Oil(ICE) |
| Jul09 |
090701 |
564.50 |
572.00 |
548.50 |
557.00 |
unch |
31,553 |
74,694 |
-4,816 |
| Aug09 |
090701 |
575.50 |
583.25 |
558.00 |
567.50 |
-0.25 |
40,442 |
81,960 |
-170 |
| Sep09 |
090701 |
584.00 |
593.75 |
568.75 |
578.25 |
-0.25 |
13,796 |
50,674 |
+171 |
| Oct09 |
090701 |
600.00 |
604.25 |
579.50 |
588.50 |
-0.50 |
5,269 |
35,183 |
+1,023 |
| Nov09 |
090701 |
606.25 |
613.50 |
591.00 |
598.25 |
-0.25 |
2,652 |
24,495 |
-461 |
| Dec09 |
090701 |
615.25 |
622.75 |
598.25 |
607.25 |
-0.25 |
7,540 |
62,964 |
-2,057 |
| Jan10 |
090701 |
625.50 |
631.50 |
616.00 |
616.50 |
unch |
909 |
29,758 |
+314 |
| Feb10 |
090701 |
633.25 |
635.75 |
624.00 |
624.00 |
unch |
234 |
14,734 |
+28 |
| Mar10 |
090701 |
639.50 |
642.00 |
625.00 |
630.00 |
-0.25 |
863 |
17,150 |
-245 |
| Apr10 |
090701 |
647.75 |
647.75 |
636.25 |
636.25 |
+0.25 |
683 |
8,271 |
-71 |
| Total Volume and Open Interest |
105,858 |
498,948 |
-6,489 |
| Ethanol(CBOT) |
| Jul09 |
090701 |
1.660 |
1.675 |
1.645 |
1.655 |
+0.020 |
83 |
170 |
-142 |
| Aug09 |
090701 |
1.570 |
1.575 |
1.560 |
1.571 |
+0.011 |
38 |
639 |
+25 |
| Sep09 |
090701 |
1.540 |
1.570 |
1.540 |
1.552 |
+0.002 |
20 |
450 |
+0 |
| Oct09 |
090701 |
1.560 |
1.560 |
1.560 |
1.560 |
+0.016 |
5 |
296 |
-2 |
| Nov09 |
090701 |
1.550 |
1.550 |
1.540 |
1.540 |
-0.010 |
20 |
307 |
-15 |
| Dec09 |
090701 |
1.545 |
1.550 |
1.545 |
1.550 |
unch |
19 |
375 |
+11 |
| Jan10 |
090701 |
1.540 |
1.555 |
1.540 |
1.547 |
+0.017 |
3 |
424 |
+3 |
| Feb10 |
090701 |
1.550 |
1.560 |
1.550 |
1.560 |
+0.010 |
13 |
459 |
+10 |
| Total Volume and Open Interest |
210 |
4,080 |
-104 |
| US Dollar Index(ICE) |
| Sep09 |
090701 |
80.385 |
80.680 |
79.565 |
79.875 |
-0.550 |
3,848 |
17,821 |
-204 |
| Dec09 |
090701 |
80.180 |
80.255 |
80.045 |
80.255 |
-0.530 |
6 |
2,065 |
+0 |
| Mar10 |
090701 |
80.530 |
80.530 |
80.530 |
80.530 |
-0.495 |
|
|
|
| Total Volume and Open Interest |
3,854 |
19,886 |
-204 |
| Australian Dollar(CME) |
| Sep09 |
090701 |
80.14 |
80.66 |
79.80 |
80.49 |
+0.20 |
50,498 |
89,971 |
+317 |
| Dec09 |
090701 |
79.86 |
80.10 |
79.28 |
79.95 |
+0.20 |
3 |
286 |
+2 |
| Mar10 |
090701 |
79.44 |
79.44 |
79.24 |
79.44 |
+0.20 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
50,501 |
90,273 |
+319 |
| British Pound(CME) |
| Sep09 |
090701 |
164.65 |
165.46 |
163.79 |
164.74 |
+0.11 |
73,833 |
90,715 |
+2,865 |
| Dec09 |
090701 |
164.20 |
165.38 |
163.81 |
164.69 |
+0.11 |
5 |
254 |
+3 |
| Mar10 |
090701 |
164.65 |
165.12 |
164.04 |
164.65 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
73,838 |
90,971 |
+2,868 |
| Canadian Dollar(CME) |
| Sep09 |
090701 |
86.07 |
87.48 |
85.76 |
87.09 |
+0.99 |
44,725 |
76,069 |
-69 |
| Dec09 |
090701 |
86.11 |
87.50 |
85.91 |
87.14 |
+0.99 |
64 |
2,146 |
+31 |
| Mar10 |
090701 |
87.20 |
87.55 |
86.00 |
87.20 |
+0.99 |
71 |
488 |
+6 |
| Jun10 |
090701 |
87.26 |
87.57 |
86.27 |
87.26 |
+0.99 |
2 |
115 |
+0 |
| Total Volume and Open Interest |
44,864 |
78,974 |
-31 |
| Japanese Yen(CME) |
| Sep09 |
090701 |
103.90 |
104.06 |
103.20 |
103.67 |
-0.21 |
57,638 |
73,064 |
-3,334 |
| Dec09 |
090701 |
103.60 |
104.17 |
103.38 |
103.80 |
-0.21 |
37 |
155 |
-20 |
| Mar10 |
090701 |
103.99 |
104.22 |
103.82 |
103.99 |
-0.23 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
57,675 |
73,234 |
-3,354 |
| Swiss Franc(CME) |
| Sep09 |
090701 |
92.13 |
93.50 |
91.94 |
93.15 |
+0.95 |
30,989 |
32,131 |
-914 |
| Dec09 |
090701 |
93.28 |
93.60 |
92.13 |
93.28 |
+0.95 |
8 |
103 |
+6 |
| Mar10 |
090701 |
93.45 |
93.57 |
92.50 |
93.45 |
+0.95 |
|
|
|
| Total Volume and Open Interest |
30,997 |
32,234 |
-908 |
| EuroFX(CME) |
| Sep09 |
090701 |
140.35 |
142.02 |
139.99 |
141.47 |
+1.07 |
150,162 |
112,979 |
+2,587 |
| Dec09 |
090701 |
140.87 |
141.95 |
140.03 |
141.44 |
+1.06 |
50 |
985 |
+2 |
| Mar10 |
090701 |
142.00 |
142.00 |
140.23 |
141.45 |
+1.06 |
4 |
323 |
+0 |
| Total Volume and Open Interest |
150,216 |
114,290 |
+2,589 |
| Mexican Peso(CME) |
| Jul09 |
090701 |
763.0 |
763.0 |
760.8 |
763.0 |
+2.2 |
|
|
|
| Aug09 |
090701 |
759.0 |
759.0 |
756.8 |
759.0 |
+2.2 |
|
|
|
| Total Volume and Open Interest |
6,026 |
50,863 |
+2,066 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090701 |
118~080 |
118~130 |
117~115 |
118~075 |
-0~040 |
149,884 |
686,965 |
-3,201 |
| Dec09 |
090701 |
116~100 |
117~015 |
116~100 |
116~295 |
-0~040 |
128 |
420 |
+4 |
| Mar10 |
090701 |
115~305 |
116~025 |
115~305 |
115~305 |
-0~040 |
2 |
43 |
+0 |
| Total Volume and Open Interest |
150,014 |
687,431 |
-3,197 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090701 |
116~085 |
116~120 |
115~215 |
116~085 |
unch |
521,032 |
1,017,980 |
+23,339 |
| Dec09 |
090701 |
114~280 |
114~285 |
114~280 |
114~285 |
+0~005 |
36 |
39 |
+9 |
| Mar10 |
090701 |
113~285 |
113~285 |
113~280 |
113~285 |
+0~005 |
|
|
|
| Total Volume and Open Interest |
521,068 |
1,018,019 |
+23,348 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090701 |
114~098 |
115~001 |
114~065 |
114~122 |
+0~030 |
223,737 |
762,239 |
+13,937 |
| Dec09 |
090701 |
113~078 |
113~078 |
113~048 |
113~078 |
+0~030 |
1 |
500 |
+0 |
| Mar10 |
090701 |
113~078 |
113~078 |
113~048 |
113~078 |
+0~030 |
|
|
|
| Total Volume and Open Interest |
224,734 |
775,792 |
+13,269 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090701 |
108~028 |
108~028 |
108~028 |
108~028 |
+0~014 |
104,701 |
548,733 |
-5,418 |
| Dec09 |
090701 |
107~098 |
107~098 |
107~083 |
107~098 |
+0~015 |
0 |
1 |
+0 |
| Mar10 |
090701 |
107~098 |
107~098 |
107~083 |
107~098 |
+0~015 |
|
|
|
| Total Volume and Open Interest |
105,570 |
550,056 |
-5,845 |
| Eurodollars(CME) |
| Sep09 |
090701 |
99.320 |
99.370 |
99.320 |
99.355 |
+0.025 |
105,954 |
1,062,330 |
-13,334 |
| Dec09 |
090701 |
99.095 |
99.155 |
99.090 |
99.140 |
+0.045 |
170,649 |
898,851 |
+6,275 |
| Mar10 |
090701 |
98.830 |
98.905 |
98.815 |
98.890 |
+0.065 |
191,748 |
783,010 |
-7,112 |
| Jun10 |
090701 |
98.455 |
98.535 |
98.435 |
98.520 |
+0.065 |
182,763 |
553,703 |
+4,860 |
| Sep10 |
090701 |
98.080 |
98.165 |
98.045 |
98.145 |
+0.065 |
189,225 |
468,854 |
+2,938 |
| Dec10 |
090701 |
97.695 |
97.780 |
97.645 |
97.760 |
+0.065 |
112,623 |
610,656 |
-1,595 |
| Mar11 |
090701 |
97.350 |
97.440 |
97.295 |
97.420 |
+0.065 |
82,003 |
338,445 |
-1,455 |
| Jun11 |
090701 |
97.015 |
97.100 |
96.950 |
97.085 |
+0.065 |
64,438 |
318,801 |
-2,323 |
| Sep11 |
090701 |
96.720 |
96.800 |
96.645 |
96.785 |
+0.065 |
34,995 |
218,990 |
+670 |
| Dec11 |
090701 |
96.440 |
96.510 |
96.355 |
96.500 |
+0.060 |
27,695 |
144,894 |
-1,598 |
| Mar12 |
090701 |
96.280 |
96.310 |
96.155 |
96.300 |
+0.055 |
22,323 |
104,329 |
-189 |
| Jun12 |
090701 |
96.060 |
96.115 |
95.965 |
96.110 |
+0.050 |
18,866 |
110,532 |
-333 |
| Sep12 |
090701 |
95.950 |
95.960 |
95.805 |
95.950 |
+0.040 |
7,902 |
66,152 |
-332 |
| Dec12 |
090701 |
95.800 |
95.805 |
95.650 |
95.795 |
+0.030 |
7,864 |
57,433 |
-430 |
| Mar13 |
090701 |
95.650 |
95.710 |
95.550 |
95.700 |
+0.020 |
6,159 |
65,667 |
-714 |
| Jun13 |
090701 |
95.570 |
95.595 |
95.445 |
95.585 |
+0.010 |
4,432 |
33,595 |
-318 |
| Sep13 |
090701 |
95.470 |
95.490 |
95.340 |
95.485 |
unch |
2,108 |
40,550 |
-250 |
| Dec13 |
090701 |
95.390 |
95.390 |
95.220 |
95.365 |
-0.010 |
1,896 |
29,811 |
-211 |
| Total Volume and Open Interest |
1,255,838 |
6,149,716 |
-21,788 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090701 |
99.800 |
99.805 |
99.790 |
99.790 |
-0.005 |
1,129 |
52,537 |
-172 |
| Aug09 |
090701 |
99.785 |
99.790 |
99.775 |
99.785 |
unch |
1,415 |
46,433 |
+1,024 |
| Sep09 |
090701 |
99.760 |
99.765 |
99.750 |
99.760 |
+0.005 |
1,853 |
33,855 |
+542 |
| Oct09 |
090701 |
99.735 |
99.740 |
99.730 |
99.735 |
+0.005 |
2,252 |
35,680 |
+1,109 |
| Nov09 |
090701 |
99.690 |
99.700 |
99.685 |
99.695 |
+0.010 |
2,387 |
60,800 |
+280 |
| Dec09 |
090701 |
99.665 |
99.670 |
99.655 |
99.665 |
+0.010 |
3,278 |
36,993 |
-56 |
| Total Volume and Open Interest |
26,599 |
434,086 |
+4,298 |
| 30 Day Fed Funds(e-CBOT) |
| Jul09 |
090519 |
99.790 |
99.795 |
99.790 |
99.790 |
-0.010 |
5,385 |
41,577 |
+291 |
| Aug09 |
090519 |
99.770 |
99.780 |
99.770 |
99.780 |
+0.005 |
5,737 |
37,356 |
+148 |
| Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
| Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
| Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
+0.015 |
4,682 |
48,902 |
+609 |
| Dec09 |
090519 |
99.655 |
99.670 |
99.655 |
99.670 |
+0.015 |
3,891 |
25,478 |
+501 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Sep09 |
090701 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090701 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
|
|
|
| Mar10 |
090701 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Jun10 |
090701 |
99.48 |
99.48 |
99.47 |
99.47 |
-0.01 |
|
|
|
| Sep10 |
090701 |
99.43 |
99.43 |
99.42 |
99.42 |
-0.01 |
|
|
|
| Dec10 |
090701 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
| Mar11 |
090701 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090701 |
99.24 |
99.24 |
99.23 |
99.23 |
-0.01 |
|
|
|
| Sep11 |
090701 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
|
|
|
| Dec11 |
090701 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090701 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
650 |
10,110 |
+144 |
| Dec09 |
090701 |
99.51 |
99.51 |
99.50 |
99.50 |
unch |
1 |
2,695 |
+1 |
| Mar10 |
090701 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
2,475 |
+0 |
| Jun10 |
090701 |
99.46 |
99.47 |
99.46 |
99.47 |
unch |
0 |
1,043 |
+0 |
| Sep10 |
090701 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
0 |
281 |
+0 |
| Dec10 |
090701 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
252 |
+0 |
| Mar11 |
090701 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
412 |
+0 |
| Jun11 |
090701 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
0 |
52 |
+0 |
| Total Volume and Open Interest |
651 |
18,880 |
+37 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090701 |
137.97 |
138.21 |
137.90 |
138.15 |
+0.78 |
1,906 |
15,589 |
-217 |
| Dec09 |
090701 |
137.76 |
137.76 |
137.76 |
137.76 |
-0.05 |
0 |
1 |
+0 |
| Mar10 |
090701 |
137.53 |
137.53 |
137.53 |
137.53 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
2,061 |
12,828 |
-448 |
| Euro-Bund(EUREX) |
| Sep09 |
090701 |
121.11 |
121.15 |
120.76 |
120.92 |
-0.23 |
498,158 |
869,045 |
+12,217 |
| Dec09 |
090701 |
119.61 |
119.61 |
119.55 |
119.60 |
-0.16 |
10 |
57 |
+1 |
| Mar10 |
090701 |
119.41 |
119.41 |
119.41 |
119.41 |
-0.31 |
|
|
|
| Total Volume and Open Interest |
411,068 |
858,718 |
-10,383 |
| Euro-Bobl(EUREX) |
| Sep09 |
090630 |
115.55 |
115.56 |
115.23 |
115.45 |
+0.50 |
333,989 |
652,324 |
+12,347 |
| Dec09 |
090701 |
114.13 |
114.14 |
114.13 |
114.14 |
+0.05 |
8 |
68 |
-2 |
| Mar10 |
090701 |
113.86 |
113.86 |
113.86 |
113.86 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
214,943 |
674,631 |
-19,342 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090615 |
98.785 |
98.820 |
98.780 |
98.810 |
+0.035 |
0 |
14,453 |
-137 |
| Dec09 |
090701 |
98.820 |
98.835 |
98.820 |
98.835 |
+0.020 |
89 |
5,321 |
-19 |
| Mar10 |
090701 |
98.715 |
98.715 |
98.715 |
98.715 |
+0.020 |
436 |
2,773 |
+0 |
| Total Volume and Open Interest |
766 |
33,326 |
-258 |
| Long Gilt(LIFFE) |
| Sep09 |
090629 |
118~02 |
118~28 |
118~02 |
118~24 |
+0~20 |
71,825 |
219,335 |
-1,488 |
| Dec09 |
090701 |
117~19 |
117~19 |
117~19 |
117~19 |
-0~23 |
|
|
|
| Total Volume and Open Interest |
67,921 |
217,300 |
-372 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090701 |
98.88 |
98.92 |
98.86 |
98.90 |
+0.02 |
26,210 |
267,119 |
+2,000 |
| Dec09 |
090701 |
98.67 |
98.73 |
98.65 |
98.67 |
+0.01 |
32,940 |
274,870 |
+4,673 |
| Mar10 |
090701 |
98.38 |
98.44 |
98.32 |
98.34 |
-0.02 |
47,743 |
364,554 |
-2,420 |
| Jun10 |
090701 |
97.90 |
97.97 |
97.81 |
97.83 |
-0.04 |
49,171 |
285,203 |
-2,910 |
| Sep10 |
090701 |
97.39 |
97.47 |
97.29 |
97.32 |
-0.05 |
61,914 |
249,435 |
+1,518 |
| Dec10 |
090701 |
96.87 |
96.95 |
96.77 |
96.80 |
-0.06 |
32,607 |
208,319 |
+2,831 |
| Total Volume and Open Interest |
308,375 |
2,039,833 |
+12,558 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090701 |
98.955 |
98.970 |
98.950 |
98.960 |
+0.010 |
104,282 |
682,457 |
-2,831 |
| Dec09 |
090701 |
98.820 |
98.845 |
98.820 |
98.835 |
+0.020 |
81,401 |
518,695 |
-3,214 |
| Mar10 |
090701 |
98.700 |
98.735 |
98.700 |
98.715 |
+0.020 |
101,198 |
473,340 |
-13,075 |
| Total Volume and Open Interest |
618,141 |
3,181,466 |
-13,035 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090701 |
96.79 |
96.85 |
96.78 |
96.84 |
+0.05 |
15,304 |
289,077 |
+620 |
| Dec09 |
090701 |
96.62 |
96.69 |
96.60 |
96.67 |
+0.05 |
10,237 |
204,055 |
+2,409 |
| Mar10 |
090701 |
96.27 |
96.35 |
96.24 |
96.34 |
+0.07 |
6,888 |
124,375 |
+1,583 |
| Jun10 |
090701 |
95.81 |
95.92 |
95.80 |
95.89 |
+0.07 |
1,818 |
76,163 |
-773 |
| Sep10 |
090701 |
95.36 |
95.46 |
95.36 |
95.44 |
+0.07 |
3,208 |
48,352 |
+2,050 |
| Dec10 |
090701 |
94.96 |
95.08 |
94.96 |
95.05 |
+0.07 |
948 |
30,755 |
-59 |
| Mar11 |
090701 |
94.60 |
94.74 |
94.60 |
94.72 |
+0.07 |
1,778 |
18,515 |
+1,461 |
| Jun11 |
090701 |
94.28 |
94.43 |
94.28 |
94.38 |
+0.06 |
908 |
10,818 |
+365 |
| Sep11 |
090701 |
94.07 |
94.09 |
94.07 |
94.09 |
+0.08 |
340 |
3,230 |
+167 |
| Dec11 |
090701 |
93.72 |
93.79 |
93.72 |
93.79 |
+0.06 |
218 |
807 |
+0 |
| Total Volume and Open Interest |
41,895 |
806,881 |
+7,871 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090630 |
94.53 |
94.57 |
94.48 |
94.50 |
+0.09 |
25,303 |
301,360 |
-1,968 |
| Dec09 |
090701 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
36,472 |
316,475 |
+11,614 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090701 |
95.23 |
95.32 |
95.20 |
95.32 |
+0.07 |
88,564 |
457,258 |
+11,768 |
| Dec09 |
090701 |
95.22 |
95.22 |
95.22 |
95.22 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
88,564 |
457,258 |
+11,768 |
| Gold(CMX) |
| Aug09 |
090701 |
926.1 |
947.0 |
926.1 |
941.3 |
+13.9 |
57,109 |
228,715 |
-1,456 |
| Oct09 |
090701 |
928.4 |
948.0 |
928.4 |
942.8 |
+14.0 |
943 |
12,596 |
+310 |
| Dec09 |
090701 |
928.0 |
949.2 |
928.0 |
944.2 |
+14.0 |
3,095 |
51,260 |
+1,439 |
| Feb10 |
090701 |
933.7 |
948.9 |
933.7 |
945.4 |
+14.0 |
74 |
16,264 |
+12 |
| Apr10 |
090701 |
936.9 |
952.4 |
935.0 |
946.6 |
+13.9 |
79 |
16,330 |
-2 |
| Jun10 |
090701 |
936.1 |
948.3 |
936.1 |
948.2 |
+14.0 |
49 |
8,738 |
+1 |
| Aug10 |
090701 |
950.0 |
950.0 |
950.0 |
950.0 |
+14.0 |
0 |
3,677 |
+0 |
| Oct10 |
090701 |
952.2 |
952.2 |
952.2 |
952.2 |
+14.1 |
0 |
1,237 |
+0 |
| Dec10 |
090701 |
952.0 |
954.6 |
952.0 |
954.6 |
+14.1 |
16 |
13,370 |
+8 |
| Feb11 |
090701 |
957.6 |
957.6 |
957.6 |
957.6 |
+14.2 |
0 |
12 |
+0 |
| Apr11 |
090701 |
960.9 |
960.9 |
960.9 |
960.9 |
+14.3 |
|
|
|
| Jun11 |
090701 |
309.0 |
309.0 |
309.0 |
309.0 |
+14.3 |
0 |
9,150 |
+0 |
| Total Volume and Open Interest |
61,810 |
378,567 |
+216 |
| Silver(CMX) |
| Jul09 |
090701 |
1360.0 |
1385.0 |
1359.0 |
1374.0 |
+16.6 |
11,114 |
4,581 |
-2,463 |
| Sep09 |
090701 |
1361.0 |
1387.0 |
1359.0 |
1376.0 |
+16.0 |
17,701 |
58,579 |
+4,139 |
| Dec09 |
090701 |
1365.0 |
1388.5 |
1365.0 |
1380.2 |
+16.1 |
681 |
20,573 |
-9 |
| Mar10 |
090701 |
1383.1 |
1383.1 |
1383.1 |
1383.1 |
+16.3 |
38 |
6,497 |
+2 |
| May10 |
090701 |
1385.0 |
1385.0 |
1385.0 |
1385.0 |
+16.4 |
3 |
2,561 |
-1 |
| Jul10 |
090701 |
1378.0 |
1386.9 |
1378.0 |
1386.9 |
+16.5 |
18 |
2,998 |
+7 |
| Sep10 |
090701 |
1389.1 |
1389.1 |
1389.1 |
1389.1 |
+16.6 |
0 |
161 |
+0 |
| Total Volume and Open Interest |
30,015 |
104,499 |
+1,716 |
| Platinum(NYMEX) |
| Jul09 |
090701 |
1173.1 |
1196.5 |
1172.8 |
1196.5 |
+19.8 |
953 |
1,013 |
-721 |
| Oct09 |
090701 |
1190.4 |
1209.9 |
1176.0 |
1205.1 |
+19.8 |
1,762 |
21,770 |
+690 |
| Jan10 |
090701 |
1208.0 |
1208.1 |
1208.0 |
1208.1 |
+19.8 |
6 |
217 |
-1 |
| Total Volume and Open Interest |
2,721 |
23,000 |
-32 |
| Palladium(NYMEX) |
| Sep09 |
090701 |
250.95 |
256.00 |
248.90 |
254.85 |
+3.90 |
538 |
16,100 |
+143 |
| Dec09 |
090701 |
250.25 |
255.95 |
250.25 |
255.95 |
+3.90 |
21 |
357 |
+19 |
| Mar10 |
090701 |
257.45 |
257.45 |
257.45 |
257.45 |
+3.90 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
560 |
16,458 |
+163 |
| Copper(CMX) |
| Jul09 |
090701 |
226.40 |
235.35 |
225.75 |
231.50 |
+5.70 |
6,785 |
8,483 |
-2,558 |
| Sep09 |
090701 |
227.40 |
236.90 |
227.05 |
233.05 |
+5.85 |
13,411 |
72,885 |
+1,377 |
| Dec09 |
090701 |
231.20 |
237.65 |
230.50 |
234.00 |
+5.95 |
264 |
12,525 |
+52 |
| Mar10 |
090701 |
233.75 |
237.60 |
233.75 |
234.30 |
+5.95 |
14 |
2,331 |
+7 |
| May10 |
090701 |
235.70 |
235.70 |
234.40 |
234.40 |
+5.90 |
1 |
620 |
+0 |
| Total Volume and Open Interest |
20,867 |
106,627 |
-1,010 |
| Aluminum(CMX) |
| Jul09 |
090701 |
76.50 |
76.50 |
76.50 |
76.50 |
+1.75 |
|
|
|
| Aug09 |
090701 |
77.00 |
77.00 |
77.00 |
77.00 |
+1.75 |
|
|
|
| Sep09 |
090701 |
77.50 |
77.50 |
77.50 |
77.50 |
+1.75 |
|
|
|
| Oct09 |
090701 |
5.91 |
5.91 |
5.91 |
5.91 |
+1.75 |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Dec09 |
080724 |
1.17 |
1.17 |
1.17 |
1.17 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Sep09 |
090701 |
8399 |
8525 |
8383 |
8448 |
+54 |
491 |
8,265 |
+59 |
| Dec09 |
090701 |
8390 |
8393 |
8390 |
8392 |
+56 |
0 |
41 |
+0 |
| Mar10 |
090701 |
8346 |
8346 |
8292 |
8346 |
+54 |
0 |
1 |
+0 |
| Jun10 |
090701 |
8298 |
8298 |
8244 |
8298 |
+54 |
|
|
|
| Total Volume and Open Interest |
491 |
8,307 |
+59 |
| S & P 500(CME) |
| Sep09 |
090701 |
915.70 |
928.20 |
913.70 |
919.20 |
+3.70 |
20,586 |
380,722 |
+574 |
| Dec09 |
090701 |
915.00 |
919.80 |
913.80 |
915.00 |
+3.70 |
4 |
6,663 |
-4 |
| Mar10 |
090701 |
911.10 |
915.80 |
909.80 |
911.10 |
+3.80 |
2 |
3,172 |
-2 |
| Jun10 |
090701 |
908.60 |
913.80 |
907.80 |
908.60 |
+3.30 |
7 |
7 |
+5 |
| Total Volume and Open Interest |
20,604 |
390,569 |
+578 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090701 |
915.75 |
928.25 |
913.50 |
919.25 |
+3.75 |
1,346,711 |
2,303,627 |
-21,342 |
| Dec09 |
090701 |
911.00 |
924.00 |
909.75 |
915.00 |
+3.75 |
934 |
8,093 |
+251 |
| Total Volume and Open Interest |
1,347,645 |
2,311,759 |
-21,091 |
| NASDAQ 100(CME) |
| Sep09 |
090701 |
1476.50 |
1497.00 |
1474.50 |
1478.80 |
+2.50 |
1,170 |
14,609 |
+396 |
| Dec09 |
090701 |
1477.00 |
1477.00 |
1477.00 |
1477.00 |
+2.00 |
0 |
12 |
+0 |
| Mar10 |
090701 |
1476.00 |
1476.00 |
1476.00 |
1476.00 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
1,170 |
14,621 |
+396 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090701 |
1477.50 |
1496.30 |
1474.30 |
1478.80 |
+2.50 |
242,614 |
247,871 |
-4,425 |
| Dec09 |
090701 |
1482.50 |
1494.30 |
1475.00 |
1477.00 |
+2.00 |
86 |
225 |
+45 |
| Total Volume and Open Interest |
210,108 |
248,105 |
-4,380 |
| S & P Midcap 400(CME) |
| Sep09 |
090701 |
582.00 |
588.00 |
581.00 |
582.40 |
+5.70 |
125 |
2,366 |
-36 |
| Dec09 |
090701 |
580.40 |
580.40 |
579.70 |
580.40 |
+5.70 |
|
|
|
| Mar10 |
090701 |
578.40 |
578.40 |
577.70 |
578.40 |
+5.70 |
|
|
|
| Total Volume and Open Interest |
125 |
2,366 |
-36 |
| Russell 2000(CME) |
| Sep09 |
090701 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
397 |
5,918 |
-170 |
| Dec09 |
090701 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,283 |
+4 |
| Mar10 |
090701 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,942 |
+141 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090701 |
9885 |
10090 |
9860 |
9935 |
-10 |
107,749 |
158,116 |
+2,873 |
| Dec09 |
090701 |
9895 |
9895 |
9895 |
9895 |
-25 |
0 |
962 |
+0 |
| Total Volume and Open Interest |
107,760 |
163,957 |
+1,573 |
| Nikkei 225(SGX) |
| Sep09 |
090701 |
9885 |
10090 |
9860 |
9935 |
-10 |
107,749 |
158,116 |
+2,873 |
| Dec09 |
090701 |
9895 |
9895 |
9895 |
9895 |
-25 |
0 |
962 |
+0 |
| Mar10 |
090701 |
9915 |
9915 |
9915 |
9915 |
-10 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
107,760 |
163,957 |
+1,573 |
| CAC 40(EURONEXT) |
| Jul09 |
090701 |
3148.5 |
3233.5 |
3135.0 |
3215.5 |
+79.5 |
108,708 |
364,751 |
-28,117 |
| Aug09 |
090701 |
3170.0 |
3230.0 |
3170.0 |
3216.0 |
+79.0 |
142 |
746 |
+66 |
| Sep09 |
090701 |
3136.5 |
3227.5 |
3136.5 |
3211.5 |
+79.5 |
744 |
39,413 |
+56 |
| Total Volume and Open Interest |
109,594 |
407,668 |
-27,995 |
| Hang Seng Index(HKFE) |
| Jul09 |
090630 |
18930 |
18956 |
18374 |
18420 |
-154 |
48,881 |
74,759 |
+6,262 |
| Aug09 |
090630 |
18875 |
18909 |
18350 |
18409 |
|
|
|
|
| Sep09 |
090630 |
18856 |
18856 |
18270 |
18331 |
-117 |
148 |
2,276 |
+43 |
| Total Volume and Open Interest |
135,852 |
99,807 |
-16,468 |
| DAX(EUREX) |
| Sep09 |
090701 |
4819.5 |
4931.5 |
4807.0 |
4895.5 |
+76.0 |
131,959 |
121,320 |
-7,404 |
| Dec09 |
090701 |
4813.5 |
4933.5 |
4813.5 |
4900.0 |
+76.5 |
309 |
8,123 |
-168 |
| Mar10 |
090701 |
4859.5 |
4943.0 |
4859.5 |
4910.0 |
+75.0 |
74 |
386 |
+36 |
| Total Volume and Open Interest |
132,342 |
129,829 |
-7,536 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090701 |
4232.00 |
4326.00 |
4231.00 |
4294.50 |
+76.50 |
87,024 |
619,029 |
+274 |
| Dec09 |
090701 |
4213.00 |
4281.50 |
4213.00 |
4266.50 |
+76.50 |
17 |
4,457 |
+3 |
| Mar10 |
090701 |
4237.50 |
4237.50 |
4237.50 |
4237.50 |
+74.50 |
|
|
|
| Total Volume and Open Interest |
87,041 |
623,486 |
+277 |
| SPI 200(SFE) |
| Sep09 |
090701 |
3897.0 |
3906.0 |
3828.0 |
3861.0 |
-40.0 |
35,521 |
238,480 |
+3,145 |
| Dec09 |
090701 |
3900.0 |
3907.0 |
3864.0 |
3868.0 |
-40.0 |
6 |
3,498 |
+3 |
| Mar10 |
090701 |
3844.0 |
3844.0 |
3844.0 |
3844.0 |
-40.0 |
0 |
4,344 |
+0 |
| Total Volume and Open Interest |
35,527 |
246,555 |
+3,148 |
| GSCI(CME) |
| Jul09 |
090701 |
457.30 |
461.50 |
444.50 |
449.00 |
-0.90 |
208 |
15,929 |
+63 |
| Aug09 |
090701 |
463.00 |
466.00 |
451.00 |
454.20 |
-0.80 |
|
|
|
| Sep09 |
090701 |
468.00 |
470.00 |
456.00 |
459.20 |
-0.80 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
208 |
15,931 |
+63 |
| Reuters CCI(ICE) |
| Aug09 |
090519 |
411.50 |
411.50 |
411.50 |
411.50 |
+6.00 |
0 |
417 |
+1 |
| Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+0 |
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
+8.50 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
0 |
151 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|