|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue July 07, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090707 |
1202.00 |
1206.00 |
1118.25 |
1133.50 |
-66.50 |
4,076 |
5,235 |
-1,437 |
| Aug09 |
090707 |
1118.50 |
1128.00 |
1048.50 |
1053.50 |
-65.00 |
26,637 |
73,118 |
+1,357 |
| Sep09 |
090707 |
1021.00 |
1033.25 |
952.50 |
958.00 |
-64.50 |
5,541 |
20,859 |
-77 |
| Nov09 |
090707 |
963.50 |
974.75 |
893.00 |
895.00 |
-68.00 |
62,374 |
249,813 |
+584 |
| Jan10 |
090707 |
965.25 |
976.50 |
896.00 |
900.75 |
-65.25 |
2,124 |
26,676 |
+14 |
| Mar10 |
090707 |
972.75 |
972.75 |
897.50 |
900.25 |
-60.75 |
1,004 |
18,551 |
-1 |
| May10 |
090707 |
959.00 |
960.00 |
889.50 |
889.50 |
-58.00 |
544 |
10,354 |
-16 |
| Total Volume and Open Interest |
104,457 |
439,365 |
+786 |
| Soybean Meal(CBOT) |
| Jul09 |
090707 |
400.10 |
402.90 |
379.00 |
381.00 |
-20.20 |
3,084 |
6,038 |
-1,413 |
| Aug09 |
090707 |
370.00 |
373.10 |
350.50 |
352.00 |
-18.50 |
12,304 |
36,091 |
+231 |
| Sep09 |
090707 |
336.60 |
339.70 |
316.20 |
316.20 |
-20.00 |
5,183 |
25,696 |
+417 |
| Oct09 |
090707 |
309.30 |
313.00 |
289.30 |
289.30 |
-20.00 |
1,872 |
19,703 |
+507 |
| Dec09 |
090707 |
301.10 |
305.30 |
281.00 |
281.00 |
-20.00 |
15,285 |
75,409 |
+240 |
| Jan10 |
090707 |
293.00 |
293.00 |
275.00 |
275.00 |
-19.20 |
570 |
6,128 |
+29 |
| Mar10 |
090707 |
287.20 |
288.40 |
270.80 |
272.00 |
-17.00 |
473 |
5,022 |
-31 |
| May10 |
090707 |
281.00 |
281.00 |
267.00 |
267.00 |
-14.50 |
430 |
6,703 |
-8 |
| Total Volume and Open Interest |
39,644 |
186,100 |
-52 |
| Soybean Oil(CBOT) |
| Jul09 |
090707 |
34.42 |
34.42 |
32.50 |
32.90 |
-1.39 |
9,878 |
6,675 |
-1,912 |
| Aug09 |
090707 |
34.45 |
34.93 |
32.18 |
33.08 |
-1.36 |
19,707 |
45,649 |
+1,254 |
| Sep09 |
090707 |
34.88 |
35.00 |
32.51 |
33.23 |
-1.36 |
6,848 |
34,377 |
+929 |
| Oct09 |
090707 |
35.00 |
35.17 |
32.90 |
33.37 |
-1.37 |
3,415 |
17,398 |
-32 |
| Dec09 |
090707 |
35.13 |
35.59 |
32.88 |
33.72 |
-1.38 |
23,642 |
106,309 |
+900 |
| Jan10 |
090707 |
35.75 |
35.75 |
33.21 |
34.05 |
-1.38 |
929 |
10,203 |
+623 |
| Mar10 |
090707 |
35.90 |
36.13 |
33.55 |
34.28 |
-1.40 |
284 |
6,098 |
+81 |
| May10 |
090707 |
36.26 |
36.26 |
33.95 |
34.38 |
-1.42 |
467 |
4,804 |
-80 |
| Total Volume and Open Interest |
65,705 |
242,585 |
+1,892 |
| Canola(WCE) |
| Jul09 |
090707 |
430.0 |
430.0 |
426.5 |
427.0 |
-9.2 |
1 |
628 |
-1,205 |
| Nov09 |
090707 |
435.8 |
445.0 |
417.9 |
423.8 |
-12.0 |
643 |
84,524 |
-82 |
| Jan10 |
090707 |
434.3 |
439.9 |
423.0 |
428.3 |
-12.1 |
26 |
8,790 |
+105 |
| Mar10 |
090707 |
442.4 |
442.4 |
432.5 |
432.6 |
-12.1 |
0 |
1,758 |
+2 |
| May10 |
090707 |
443.0 |
443.0 |
434.1 |
434.1 |
-12.1 |
0 |
505 |
+0 |
| Total Volume and Open Interest |
670 |
96,808 |
-1,180 |
| Corn(CBOT) |
| Jul09 |
090707 |
346.00 |
358.75 |
335.00 |
335.50 |
-7.75 |
14,566 |
15,752 |
-6,805 |
| Sep09 |
090707 |
336.25 |
341.75 |
324.50 |
325.50 |
-9.25 |
103,525 |
292,716 |
-3,700 |
| Dec09 |
090707 |
346.00 |
350.50 |
335.00 |
335.75 |
-8.50 |
138,603 |
410,461 |
+9,990 |
| Mar10 |
090707 |
357.00 |
362.50 |
348.50 |
349.00 |
-7.25 |
14,403 |
67,195 |
+271 |
| May10 |
090707 |
366.75 |
371.25 |
358.00 |
358.00 |
-7.25 |
3,828 |
16,260 |
+695 |
| Jul10 |
090707 |
374.25 |
379.00 |
366.25 |
366.25 |
-7.25 |
6,572 |
47,235 |
+1,625 |
| Total Volume and Open Interest |
285,407 |
921,964 |
+1,380 |
| Wheat(CBOT) |
| Jul09 |
090707 |
491.50 |
495.50 |
483.50 |
483.75 |
-6.75 |
11,741 |
6,874 |
-669 |
| Sep09 |
090707 |
519.25 |
527.25 |
512.00 |
512.50 |
-6.75 |
33,364 |
150,348 |
+2,161 |
| Dec09 |
090707 |
546.00 |
552.75 |
538.00 |
538.50 |
-6.75 |
11,999 |
98,314 |
+619 |
| Mar10 |
090707 |
566.75 |
568.50 |
556.00 |
556.25 |
-7.00 |
1,574 |
12,969 |
+91 |
| May10 |
090707 |
579.25 |
579.75 |
567.25 |
567.75 |
-7.25 |
117 |
1,807 |
+17 |
| Total Volume and Open Interest |
59,686 |
315,337 |
+2,207 |
| Wheat(KCBT) |
| Jul09 |
090707 |
552.00 |
552.00 |
535.25 |
535.25 |
-7.00 |
863 |
1,666 |
-558 |
| Sep09 |
090707 |
551.00 |
558.50 |
544.00 |
544.00 |
-7.00 |
10,890 |
39,194 |
-601 |
| Dec09 |
090707 |
567.50 |
574.75 |
560.50 |
560.75 |
-6.75 |
2,258 |
29,976 |
-150 |
| Mar10 |
090707 |
583.50 |
588.50 |
576.50 |
576.50 |
-7.00 |
1,274 |
4,056 |
+365 |
| May10 |
090707 |
595.00 |
599.75 |
587.25 |
587.25 |
-7.25 |
132 |
1,000 |
+60 |
| Total Volume and Open Interest |
15,847 |
86,760 |
-749 |
| Wheat(MGE) |
| Jul09 |
090707 |
607.00 |
612.00 |
607.00 |
609.00 |
-2.50 |
18 |
87 |
-68 |
| Sep09 |
090707 |
612.25 |
620.50 |
605.50 |
606.75 |
-5.75 |
2,801 |
12,612 |
-95 |
| Dec09 |
090707 |
622.00 |
627.50 |
615.00 |
615.50 |
-5.00 |
1,056 |
10,680 |
+186 |
| Mar10 |
090707 |
633.25 |
637.50 |
625.00 |
625.75 |
-6.50 |
284 |
2,920 |
-40 |
| May10 |
090707 |
642.00 |
643.00 |
630.75 |
631.25 |
-5.00 |
88 |
1,062 |
+2 |
| Total Volume and Open Interest |
4,538 |
33,008 |
+2 |
| Oats(CBOT) |
| Jul09 |
090707 |
203.25 |
205.00 |
203.00 |
205.00 |
+1.50 |
42 |
119 |
-67 |
| Sep09 |
090707 |
214.50 |
216.00 |
208.75 |
213.00 |
+0.75 |
199 |
3,793 |
-19 |
| Dec09 |
090707 |
225.00 |
230.25 |
220.25 |
225.00 |
+0.75 |
341 |
8,362 |
-6 |
| Mar10 |
090707 |
236.25 |
237.00 |
234.50 |
237.00 |
+0.75 |
8 |
1,294 |
+0 |
| Total Volume and Open Interest |
590 |
13,656 |
-92 |
| Rough Rice(CBOT) |
| Jul09 |
090707 |
12.44 |
12.57 |
12.44 |
12.45 |
+0.01 |
51 |
220 |
+24 |
| Sep09 |
090707 |
12.52 |
12.78 |
12.47 |
12.51 |
-0.01 |
553 |
5,027 |
-43 |
| Nov09 |
090707 |
12.58 |
12.82 |
12.53 |
12.58 |
unch |
169 |
2,009 |
+11 |
| Jan10 |
090707 |
12.90 |
12.93 |
12.66 |
12.77 |
unch |
14 |
264 |
+5 |
| Total Volume and Open Interest |
804 |
8,037 |
+6 |
| Live Cattle(CME) |
| Aug09 |
090707 |
84.285 |
84.480 |
83.430 |
84.200 |
-0.230 |
15,835 |
97,160 |
-1,408 |
| Oct09 |
090707 |
89.535 |
89.830 |
88.800 |
89.200 |
-0.630 |
9,389 |
67,790 |
-297 |
| Dec09 |
090707 |
89.750 |
89.850 |
88.800 |
89.050 |
-0.835 |
3,344 |
32,142 |
+521 |
| Feb10 |
090707 |
89.800 |
89.900 |
89.150 |
89.400 |
-0.700 |
1,250 |
12,172 |
+83 |
| Apr10 |
090707 |
90.650 |
90.885 |
90.300 |
90.650 |
-0.050 |
591 |
5,856 |
-127 |
| Jun10 |
090707 |
88.000 |
88.350 |
87.800 |
88.200 |
+0.050 |
73 |
1,828 |
+36 |
| Total Volume and Open Interest |
30,486 |
217,159 |
-1,188 |
| Feeder Cattle(CME) |
| Aug09 |
090707 |
103.800 |
103.850 |
102.500 |
102.650 |
-1.150 |
2,709 |
13,636 |
+7 |
| Sep09 |
090707 |
102.850 |
102.950 |
102.100 |
102.400 |
-0.550 |
588 |
3,400 |
+132 |
| Oct09 |
090707 |
102.900 |
102.900 |
101.980 |
102.250 |
-0.680 |
791 |
5,331 |
+73 |
| Nov09 |
090707 |
102.850 |
102.850 |
102.100 |
102.450 |
-0.435 |
109 |
1,180 |
+25 |
| Jan10 |
090707 |
101.650 |
101.650 |
100.700 |
101.400 |
-0.450 |
19 |
367 |
-7 |
| Mar10 |
090707 |
100.250 |
100.500 |
99.500 |
99.980 |
-0.920 |
5 |
62 |
+5 |
| Apr10 |
090707 |
100.400 |
100.400 |
100.200 |
100.400 |
-0.100 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
4,221 |
24,007 |
+235 |
| Lean Hogs(CME) |
| Jul09 |
090707 |
60.650 |
61.050 |
60.130 |
60.700 |
+0.050 |
2,782 |
9,348 |
-1,238 |
| Aug09 |
090707 |
61.900 |
62.450 |
61.400 |
62.200 |
+0.150 |
10,104 |
56,806 |
-271 |
| Oct09 |
090707 |
57.950 |
58.500 |
57.450 |
58.150 |
+0.200 |
3,985 |
33,760 |
+406 |
| Dec09 |
090707 |
58.800 |
59.150 |
57.650 |
58.080 |
-0.920 |
2,585 |
20,943 |
+86 |
| Feb10 |
090707 |
63.600 |
64.050 |
63.000 |
63.850 |
-0.200 |
1,014 |
5,760 |
+360 |
| Apr10 |
090707 |
67.450 |
67.800 |
66.475 |
67.250 |
-0.580 |
564 |
3,407 |
+113 |
| May10 |
090707 |
72.250 |
72.500 |
71.600 |
72.250 |
-0.250 |
27 |
316 |
+5 |
| Jun10 |
090707 |
75.400 |
75.500 |
74.350 |
75.150 |
-0.350 |
325 |
1,976 |
+165 |
| Total Volume and Open Interest |
21,416 |
133,066 |
-350 |
| Pork Bellies(CME) |
| Jul09 |
090707 |
55.985 |
57.200 |
55.485 |
57.200 |
+2.000 |
33 |
51 |
-25 |
| Aug09 |
090707 |
55.300 |
57.535 |
55.300 |
57.535 |
+2.000 |
120 |
588 |
+26 |
| Feb10 |
090707 |
85.000 |
85.000 |
85.000 |
85.000 |
+1.100 |
5 |
121 |
+4 |
| Mar10 |
090707 |
83.100 |
83.100 |
82.750 |
83.100 |
+1.100 |
0 |
42 |
+0 |
| May10 |
090707 |
86.500 |
86.500 |
86.500 |
86.500 |
unch |
|
|
|
| Total Volume and Open Interest |
158 |
802 |
+5 |
| Class III Milk(CME) |
| Jul09 |
090707 |
10.06 |
10.09 |
10.05 |
10.06 |
unch |
193 |
4,516 |
+108 |
| Aug09 |
090707 |
10.55 |
10.76 |
10.51 |
10.71 |
+0.20 |
172 |
4,245 |
+16 |
| Sep09 |
090707 |
11.11 |
11.58 |
11.10 |
11.38 |
+0.27 |
122 |
3,818 |
+42 |
| Oct09 |
090707 |
11.98 |
12.35 |
11.95 |
12.18 |
+0.18 |
63 |
3,258 |
+22 |
| Nov09 |
090707 |
12.88 |
13.12 |
12.86 |
13.09 |
+0.19 |
40 |
3,141 |
+19 |
| Total Volume and Open Interest |
851 |
25,952 |
-4,513 |
| Cocoa(ICE) |
| Jul09 |
090707 |
2493 |
2493 |
2442 |
2442 |
-6 |
12 |
26 |
+0 |
| Sep09 |
090707 |
2469 |
2537 |
2446 |
2468 |
-6 |
3,444 |
47,952 |
-258 |
| Dec09 |
090707 |
2515 |
2560 |
2477 |
2496 |
-6 |
638 |
28,492 |
+202 |
| Mar10 |
090707 |
2525 |
2553 |
2500 |
2509 |
-4 |
252 |
16,738 |
-93 |
| May10 |
090707 |
2532 |
2532 |
2519 |
2519 |
-4 |
122 |
4,082 |
-97 |
| Jul10 |
090707 |
2530 |
2530 |
2530 |
2530 |
-3 |
6 |
3,594 |
+6 |
| Sep10 |
090707 |
2534 |
2534 |
2534 |
2534 |
-3 |
1 |
2,324 |
-4 |
| Total Volume and Open Interest |
4,477 |
107,262 |
-243 |
| Coffee "C"(ICE) |
| Jul09 |
090707 |
114.80 |
114.85 |
114.00 |
114.00 |
-1.40 |
7 |
69 |
-4 |
| Sep09 |
090707 |
118.80 |
119.30 |
116.50 |
116.70 |
-1.40 |
5,533 |
66,704 |
-854 |
| Dec09 |
090707 |
121.30 |
122.10 |
119.50 |
119.70 |
-1.25 |
1,001 |
25,536 |
-138 |
| Mar10 |
090707 |
124.90 |
124.90 |
122.50 |
122.50 |
-1.30 |
507 |
11,146 |
+136 |
| May10 |
090707 |
124.75 |
124.95 |
124.25 |
124.40 |
-1.30 |
185 |
3,575 |
+59 |
| Jul10 |
090707 |
126.10 |
126.25 |
126.10 |
126.25 |
-1.30 |
4 |
1,459 |
-10 |
| Total Volume and Open Interest |
7,331 |
111,151 |
-737 |
| Orange Juice(ICE) |
| Jul09 |
090707 |
87.00 |
87.60 |
86.00 |
87.00 |
+0.75 |
37 |
44 |
-175 |
| Sep09 |
090707 |
86.30 |
89.45 |
84.90 |
88.40 |
+2.15 |
641 |
22,642 |
-54 |
| Nov09 |
090707 |
89.65 |
92.50 |
89.00 |
91.60 |
+2.15 |
28 |
6,024 |
+9 |
| Jan10 |
090707 |
93.15 |
94.70 |
93.15 |
94.65 |
+2.20 |
2 |
1,275 |
-2 |
| Mar10 |
090707 |
97.20 |
97.85 |
97.20 |
97.85 |
+2.10 |
2 |
937 |
+1 |
| May10 |
090707 |
100.65 |
101.00 |
100.65 |
101.00 |
+2.15 |
0 |
118 |
+0 |
| Total Volume and Open Interest |
710 |
31,275 |
-221 |
| Sugar #11(ICE) |
| Oct09 |
090707 |
17.29 |
17.65 |
16.90 |
16.96 |
-0.36 |
32,411 |
345,898 |
+1,047 |
| Mar10 |
090707 |
18.30 |
18.72 |
18.06 |
18.16 |
-0.20 |
10,692 |
154,964 |
+114 |
| May10 |
090707 |
18.01 |
18.40 |
17.71 |
17.78 |
-0.24 |
2,600 |
38,491 |
+219 |
| Jul10 |
090707 |
17.83 |
17.89 |
17.32 |
17.39 |
-0.25 |
2,670 |
67,328 |
+107 |
| Oct10 |
090707 |
17.45 |
17.73 |
17.22 |
17.22 |
-0.28 |
1,597 |
42,056 |
+339 |
| Total Volume and Open Interest |
52,918 |
720,697 |
+2,149 |
| Sugar #14(ICE) |
| Sep09 |
090707 |
22.79 |
22.83 |
22.79 |
22.83 |
+0.08 |
55 |
2,346 |
-25 |
| Total Volume and Open Interest |
55 |
2,346 |
-25 |
| London Cocoa(LCE) |
| Jul09 |
090707 |
1578 |
1612 |
1577 |
1580 |
+4 |
756 |
37,518 |
-1,139 |
| Sep09 |
090707 |
1607 |
1640 |
1604 |
1609 |
+4 |
932 |
35,717 |
-572 |
| Dec09 |
090707 |
1630 |
1647 |
1615 |
1619 |
+4 |
259 |
28,792 |
+605 |
| Mar10 |
090707 |
1619 |
1638 |
1612 |
1618 |
+6 |
167 |
28,830 |
-3 |
| May10 |
090707 |
1612 |
1629 |
1610 |
1610 |
+2 |
16 |
15,060 |
+67 |
| Jul10 |
090707 |
1615 |
1615 |
1610 |
1610 |
unch |
17 |
4,450 |
+14 |
| Sep10 |
090707 |
1607 |
1607 |
1607 |
1607 |
-1 |
16 |
2,727 |
+0 |
| Total Volume and Open Interest |
2,203 |
156,175 |
-847 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090707 |
440.50 |
448.60 |
436.50 |
436.50 |
-4.20 |
1,628 |
16,192 |
-3,260 |
| Oct09 |
090707 |
461.00 |
467.50 |
455.40 |
455.50 |
-3.40 |
1,457 |
44,116 |
+2,912 |
| Dec09 |
090707 |
470.90 |
476.10 |
465.00 |
465.50 |
-1.70 |
154 |
8,420 |
-22 |
| Mar10 |
090707 |
484.00 |
485.80 |
475.10 |
475.20 |
-2.00 |
154 |
11,402 |
+682 |
| May10 |
090707 |
472.00 |
472.20 |
469.10 |
469.50 |
-1.50 |
0 |
1,555 |
+1 |
| Total Volume and Open Interest |
3,393 |
84,168 |
+313 |
| Cotton(ICE) |
| Jul09 |
090707 |
56.47 |
56.47 |
54.45 |
55.36 |
-0.54 |
24 |
206 |
-44 |
| Oct09 |
090707 |
58.45 |
58.50 |
56.52 |
57.70 |
-0.60 |
99 |
2,650 |
-17 |
| Dec09 |
090707 |
60.40 |
60.49 |
58.51 |
59.71 |
-0.53 |
7,709 |
93,180 |
+774 |
| Mar10 |
090707 |
62.79 |
62.79 |
61.00 |
62.24 |
-0.39 |
323 |
11,605 |
+56 |
| May10 |
090707 |
63.48 |
63.48 |
63.48 |
63.48 |
-0.35 |
39 |
615 |
-8 |
| Jul10 |
090707 |
65.00 |
65.00 |
64.64 |
64.64 |
-0.36 |
27 |
1,864 |
+1 |
| Total Volume and Open Interest |
8,236 |
112,158 |
+762 |
| Lumber(CME) |
| Jul09 |
090707 |
186.0 |
187.5 |
182.9 |
186.5 |
+1.8 |
221 |
919 |
-122 |
| Sep09 |
090707 |
206.1 |
209.5 |
204.9 |
207.5 |
+1.0 |
339 |
4,800 |
-126 |
| Nov09 |
090707 |
205.0 |
207.0 |
202.1 |
202.1 |
-1.9 |
125 |
1,316 |
+68 |
| Jan10 |
090707 |
224.0 |
225.0 |
220.6 |
225.0 |
+1.0 |
23 |
753 |
+5 |
| Total Volume and Open Interest |
708 |
7,836 |
-175 |
| Crude Oil(NYM) |
| Aug09 |
090707 |
64.19 |
64.91 |
62.21 |
62.93 |
-1.12 |
243,250 |
238,617 |
-8,299 |
| Sep09 |
090707 |
65.17 |
65.84 |
63.15 |
63.86 |
-1.11 |
72,468 |
168,895 |
+7,528 |
| Oct09 |
090707 |
66.11 |
66.74 |
64.10 |
64.82 |
-1.08 |
23,949 |
63,936 |
+2,308 |
| Nov09 |
090707 |
67.12 |
67.47 |
65.00 |
65.69 |
-1.05 |
10,843 |
28,379 |
-846 |
| Dec09 |
090707 |
67.70 |
68.28 |
65.81 |
66.44 |
-1.02 |
49,141 |
157,936 |
+2,472 |
| Jan10 |
090707 |
68.25 |
68.25 |
66.60 |
67.09 |
-0.98 |
6,868 |
31,102 |
+1,814 |
| Feb10 |
090707 |
68.27 |
68.27 |
67.27 |
67.60 |
-0.93 |
3,213 |
21,703 |
+223 |
| Mar10 |
090707 |
67.98 |
68.03 |
67.90 |
68.03 |
-0.90 |
2,266 |
18,525 |
-346 |
| Apr10 |
090707 |
68.50 |
68.60 |
68.17 |
68.43 |
-0.90 |
1,718 |
10,722 |
+324 |
| May10 |
090707 |
69.83 |
69.83 |
68.31 |
68.81 |
-0.91 |
899 |
9,923 |
-3 |
| Jun10 |
090707 |
69.90 |
70.10 |
69.08 |
69.19 |
-0.92 |
5,566 |
46,040 |
-74 |
| Jul10 |
090707 |
70.16 |
70.16 |
68.99 |
69.56 |
-0.93 |
1,357 |
37,303 |
-28 |
| Aug10 |
090707 |
69.86 |
69.88 |
69.38 |
69.88 |
-0.92 |
878 |
5,892 |
+42 |
| Sep10 |
090707 |
70.19 |
70.19 |
70.19 |
70.19 |
-0.91 |
473 |
12,097 |
+152 |
| Oct10 |
090707 |
70.50 |
70.50 |
70.50 |
70.50 |
-0.89 |
348 |
5,400 |
+74 |
| Nov10 |
090707 |
70.50 |
70.83 |
70.50 |
70.83 |
-0.87 |
325 |
8,118 |
+48 |
| Total Volume and Open Interest |
446,162 |
1,169,653 |
+9,245 |
| e-miNY Crude Oil(NYM) |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090707 |
64.175 |
64.875 |
62.200 |
62.925 |
-1.125 |
12,092 |
4,011 |
-133 |
| Sep09 |
090707 |
65.150 |
65.750 |
63.200 |
63.850 |
-1.125 |
430 |
451 |
-81 |
| Oct09 |
090707 |
65.975 |
66.475 |
64.300 |
64.825 |
-1.075 |
31 |
121 |
-8 |
| Nov09 |
090707 |
65.700 |
65.700 |
65.700 |
65.700 |
-1.050 |
2 |
20 |
+0 |
| Dec09 |
090707 |
67.500 |
67.725 |
66.125 |
66.450 |
-1.000 |
43 |
92 |
-6 |
| Jan10 |
090707 |
67.100 |
67.100 |
67.100 |
67.100 |
-0.975 |
|
|
|
| Feb10 |
090707 |
67.600 |
67.600 |
67.600 |
67.600 |
-0.925 |
|
|
|
| Mar10 |
090707 |
68.025 |
68.025 |
68.025 |
68.025 |
-0.900 |
0 |
1 |
+0 |
| Apr10 |
090707 |
68.425 |
68.425 |
68.425 |
68.425 |
-0.900 |
|
|
|
| Total Volume and Open Interest |
12,598 |
4,771 |
-228 |
| Heating Oil(NYM) |
| Aug09 |
090707 |
162.51 |
164.21 |
158.16 |
160.07 |
-2.59 |
38,118 |
61,758 |
-3,285 |
| Sep09 |
090707 |
168.02 |
168.94 |
162.96 |
164.68 |
-2.83 |
12,456 |
38,552 |
-518 |
| Oct09 |
090707 |
173.12 |
173.12 |
168.50 |
169.08 |
-2.95 |
5,656 |
27,850 |
+545 |
| Nov09 |
090707 |
176.90 |
176.90 |
172.23 |
172.91 |
-2.92 |
3,140 |
16,124 |
+173 |
| Dec09 |
090707 |
179.42 |
180.61 |
174.58 |
176.43 |
-2.81 |
9,509 |
34,074 |
+833 |
| Jan10 |
090707 |
183.09 |
183.83 |
179.25 |
179.93 |
-2.66 |
2,196 |
15,870 |
+98 |
| Feb10 |
090707 |
184.59 |
184.59 |
181.80 |
182.23 |
-2.56 |
628 |
10,256 |
+68 |
| Mar10 |
090707 |
185.20 |
185.30 |
182.00 |
183.53 |
-2.46 |
841 |
7,449 |
+240 |
| Apr10 |
090707 |
186.00 |
186.00 |
183.95 |
183.98 |
-2.36 |
314 |
6,096 |
+21 |
| May10 |
090707 |
184.70 |
184.73 |
183.15 |
184.73 |
-2.26 |
312 |
6,663 |
+57 |
| Jun10 |
090707 |
188.50 |
188.50 |
184.00 |
185.63 |
-2.21 |
1,231 |
17,131 |
+116 |
| Jul10 |
090707 |
187.10 |
187.38 |
187.10 |
187.38 |
-2.16 |
158 |
2,739 |
+15 |
| Total Volume and Open Interest |
76,824 |
281,500 |
-807 |
| Gasoline(NYMEX) |
| Aug09 |
090707 |
174.73 |
176.77 |
171.27 |
173.28 |
-0.76 |
43,102 |
68,775 |
-3,312 |
| Sep09 |
090707 |
173.68 |
175.90 |
170.68 |
172.51 |
-1.05 |
14,026 |
44,200 |
-968 |
| Oct09 |
090707 |
165.00 |
166.43 |
161.57 |
163.29 |
-1.31 |
6,651 |
26,976 |
-119 |
| Nov09 |
090707 |
164.15 |
165.70 |
160.88 |
162.59 |
-1.58 |
4,833 |
11,413 |
+118 |
| Dec09 |
090707 |
165.00 |
166.39 |
161.85 |
163.45 |
-1.82 |
5,719 |
14,015 |
+582 |
| Jan10 |
090707 |
168.00 |
168.15 |
164.04 |
165.50 |
-1.91 |
1,210 |
7,195 |
+114 |
| Feb10 |
090707 |
170.50 |
170.50 |
167.95 |
167.95 |
-1.91 |
544 |
2,563 |
-20 |
| Mar10 |
090707 |
171.62 |
172.25 |
170.10 |
170.65 |
-1.91 |
519 |
3,410 |
-50 |
| Apr10 |
090707 |
184.30 |
184.30 |
184.30 |
184.30 |
-1.91 |
376 |
3,383 |
+111 |
| May10 |
090707 |
185.70 |
185.70 |
185.70 |
185.70 |
-1.86 |
4 |
1,912 |
+1 |
| Total Volume and Open Interest |
77,442 |
191,528 |
-3,294 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090707 |
173.28 |
173.28 |
173.28 |
173.28 |
-0.76 |
0 |
1 |
+0 |
| Sep09 |
090707 |
172.51 |
172.51 |
172.51 |
172.51 |
-1.05 |
|
|
|
| Oct09 |
090707 |
163.29 |
163.29 |
163.29 |
163.29 |
-1.31 |
|
|
|
| Nov09 |
090707 |
162.59 |
162.59 |
162.59 |
162.59 |
-1.58 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Aug09 |
090707 |
3.505 |
3.525 |
3.373 |
3.429 |
-0.058 |
96,109 |
148,490 |
+6,701 |
| Sep09 |
090707 |
3.622 |
3.652 |
3.505 |
3.558 |
-0.064 |
25,697 |
96,797 |
+1,369 |
| Oct09 |
090707 |
3.872 |
3.877 |
3.724 |
3.775 |
-0.077 |
13,156 |
78,762 |
+1,168 |
| Nov09 |
090707 |
4.572 |
4.593 |
4.440 |
4.482 |
-0.090 |
3,993 |
35,985 |
+790 |
| Dec09 |
090707 |
5.255 |
5.302 |
5.157 |
5.195 |
-0.103 |
4,762 |
42,750 |
-494 |
| Jan10 |
090707 |
5.607 |
5.610 |
5.467 |
5.504 |
-0.109 |
7,210 |
39,280 |
+1,232 |
| Feb10 |
090707 |
5.595 |
5.625 |
5.524 |
5.550 |
-0.107 |
649 |
19,980 |
+49 |
| Mar10 |
090707 |
5.570 |
5.578 |
5.466 |
5.504 |
-0.103 |
1,882 |
36,935 |
-373 |
| Apr10 |
090707 |
5.506 |
5.506 |
5.388 |
5.429 |
-0.088 |
1,572 |
34,441 |
-331 |
| May10 |
090707 |
5.510 |
5.529 |
5.440 |
5.476 |
-0.086 |
279 |
15,354 |
+52 |
| Jun10 |
090707 |
5.644 |
5.644 |
5.545 |
5.574 |
-0.083 |
242 |
8,897 |
+44 |
| Jul10 |
090707 |
5.725 |
5.747 |
5.675 |
5.694 |
-0.083 |
322 |
8,251 |
-17 |
| Aug10 |
090707 |
5.840 |
5.840 |
5.765 |
5.784 |
-0.083 |
681 |
9,342 |
-8 |
| Sep10 |
090707 |
5.878 |
5.903 |
5.820 |
5.849 |
-0.083 |
241 |
7,016 |
-90 |
| Oct10 |
090707 |
6.000 |
6.015 |
5.940 |
5.964 |
-0.083 |
633 |
16,779 |
+258 |
| Nov10 |
090707 |
6.330 |
6.378 |
6.309 |
6.309 |
-0.083 |
89 |
5,898 |
+9 |
| Total Volume and Open Interest |
157,812 |
730,391 |
+10,431 |
| Brent Crude Oil(ICE) |
| Aug09 |
090707 |
64.36 |
64.89 |
62.59 |
63.23 |
-0.82 |
43,069 |
124,921 |
-16,896 |
| Sep09 |
090707 |
64.73 |
65.19 |
62.86 |
63.50 |
-0.95 |
28,441 |
148,608 |
+10,926 |
| Oct09 |
090707 |
65.68 |
65.85 |
63.67 |
64.21 |
-0.94 |
8,755 |
66,548 |
+4,492 |
| Nov09 |
090707 |
66.49 |
66.63 |
64.53 |
65.05 |
-0.92 |
3,777 |
30,599 |
+1,841 |
| Dec09 |
090707 |
67.24 |
67.38 |
65.33 |
65.84 |
-0.88 |
5,416 |
81,217 |
+1,398 |
| Jan10 |
090707 |
67.08 |
67.82 |
66.31 |
66.50 |
-0.85 |
1,485 |
23,201 |
-202 |
| Feb10 |
090707 |
67.74 |
68.16 |
66.89 |
67.09 |
-0.81 |
720 |
14,993 |
-948 |
| Mar10 |
090707 |
68.24 |
68.24 |
67.34 |
67.61 |
-0.79 |
298 |
10,552 |
-488 |
| Apr10 |
090707 |
68.72 |
68.72 |
67.84 |
68.12 |
-0.78 |
335 |
5,250 |
+150 |
| May10 |
090707 |
68.58 |
68.58 |
68.58 |
68.58 |
-0.80 |
253 |
4,038 |
-82 |
| Jun10 |
090707 |
69.55 |
70.25 |
68.51 |
68.98 |
-0.84 |
553 |
30,268 |
+1,518 |
| Jul10 |
090707 |
69.37 |
69.37 |
69.37 |
69.37 |
-0.86 |
3 |
8,348 |
-20 |
| Aug10 |
090707 |
69.72 |
69.72 |
69.72 |
69.72 |
-0.87 |
0 |
5,922 |
-24 |
| Sep10 |
090707 |
70.06 |
70.06 |
70.06 |
70.06 |
-0.84 |
0 |
2,510 |
+116 |
| Total Volume and Open Interest |
93,897 |
696,535 |
+2,076 |
| Gas Oil(ICE) |
| Jul09 |
090707 |
516.25 |
519.25 |
500.75 |
504.75 |
-12.50 |
17,290 |
53,695 |
-15,149 |
| Aug09 |
090707 |
525.25 |
528.00 |
509.25 |
514.00 |
-13.00 |
23,721 |
88,578 |
+4,098 |
| Sep09 |
090707 |
535.75 |
538.50 |
519.25 |
524.25 |
-13.25 |
7,443 |
56,480 |
+2,298 |
| Oct09 |
090707 |
541.00 |
548.75 |
531.75 |
534.50 |
-13.25 |
3,868 |
34,893 |
-861 |
| Nov09 |
090707 |
550.00 |
558.25 |
541.00 |
544.50 |
-12.75 |
2,171 |
26,037 |
+356 |
| Dec09 |
090707 |
562.75 |
567.75 |
551.00 |
554.25 |
-12.50 |
6,317 |
63,021 |
+636 |
| Jan10 |
090707 |
570.00 |
577.00 |
563.00 |
564.00 |
-12.25 |
1,324 |
31,112 |
+180 |
| Feb10 |
090707 |
584.50 |
584.75 |
571.00 |
571.75 |
-12.50 |
628 |
15,423 |
+765 |
| Mar10 |
090707 |
589.50 |
589.50 |
578.25 |
579.00 |
-12.00 |
503 |
17,539 |
+37 |
| Apr10 |
090707 |
596.25 |
596.25 |
585.00 |
585.75 |
-11.75 |
343 |
9,045 |
+534 |
| Total Volume and Open Interest |
66,048 |
498,360 |
-6,055 |
| Ethanol(CBOT) |
| Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
| Aug09 |
090707 |
1.490 |
1.498 |
1.481 |
1.486 |
-0.009 |
34 |
631 |
-12 |
| Sep09 |
090707 |
1.490 |
1.490 |
1.452 |
1.469 |
-0.009 |
15 |
494 |
+5 |
| Oct09 |
090707 |
1.490 |
1.490 |
1.440 |
1.460 |
-0.006 |
5 |
307 |
+0 |
| Nov09 |
090707 |
1.480 |
1.480 |
1.450 |
1.460 |
-0.010 |
5 |
316 |
+5 |
| Dec09 |
090707 |
1.490 |
1.490 |
1.460 |
1.460 |
-0.010 |
10 |
380 |
+0 |
| Jan10 |
090707 |
1.460 |
1.490 |
1.460 |
1.460 |
-0.010 |
20 |
417 |
+0 |
| Feb10 |
090707 |
1.490 |
1.490 |
1.461 |
1.466 |
-0.009 |
14 |
470 |
+11 |
| Total Volume and Open Interest |
197 |
4,118 |
-25 |
| US Dollar Index(ICE) |
| Sep09 |
090707 |
80.545 |
81.075 |
80.320 |
80.865 |
+0.170 |
733 |
18,732 |
-715 |
| Dec09 |
090707 |
80.800 |
81.210 |
80.700 |
81.210 |
+0.180 |
0 |
2,099 |
+9 |
| Mar10 |
090707 |
81.485 |
81.485 |
81.485 |
81.485 |
+0.180 |
|
|
|
| Total Volume and Open Interest |
733 |
20,831 |
-706 |
| Australian Dollar(CME) |
| Sep09 |
090707 |
79.20 |
79.99 |
78.44 |
78.78 |
-0.13 |
76,306 |
85,851 |
-5,776 |
| Dec09 |
090707 |
78.35 |
79.40 |
78.00 |
78.26 |
-0.13 |
3 |
308 |
-2 |
| Mar10 |
090707 |
77.77 |
77.90 |
77.77 |
77.77 |
-0.13 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
76,309 |
86,175 |
-5,778 |
| British Pound(CME) |
| Sep09 |
090707 |
162.73 |
162.95 |
161.14 |
161.49 |
-1.00 |
107,146 |
89,482 |
-2,627 |
| Dec09 |
090707 |
162.73 |
162.87 |
161.14 |
161.46 |
-1.00 |
28 |
286 |
+9 |
| Mar10 |
090707 |
161.44 |
162.62 |
161.38 |
161.44 |
-1.00 |
4 |
4 |
+4 |
| Total Volume and Open Interest |
107,178 |
89,794 |
-2,614 |
| Canadian Dollar(CME) |
| Sep09 |
090707 |
86.30 |
86.68 |
85.67 |
85.92 |
-0.16 |
54,816 |
74,339 |
-1,013 |
| Dec09 |
090707 |
86.18 |
86.67 |
85.74 |
85.95 |
-0.17 |
32 |
2,194 |
+5 |
| Mar10 |
090707 |
85.91 |
86.68 |
85.82 |
85.98 |
-0.17 |
0 |
495 |
+0 |
| Jun10 |
090707 |
86.03 |
86.71 |
85.84 |
86.03 |
-0.17 |
1 |
114 |
+0 |
| Total Volume and Open Interest |
54,849 |
77,301 |
-1,008 |
| Japanese Yen(CME) |
| Sep09 |
090707 |
104.98 |
105.68 |
104.83 |
105.61 |
+0.51 |
89,909 |
77,522 |
+4,509 |
| Dec09 |
090707 |
105.20 |
105.75 |
104.98 |
105.72 |
+0.50 |
90 |
186 |
+2 |
| Mar10 |
090707 |
105.90 |
105.90 |
105.38 |
105.90 |
+0.52 |
18 |
19 |
+1 |
| Total Volume and Open Interest |
90,017 |
77,728 |
+4,512 |
| Swiss Franc(CME) |
| Sep09 |
090707 |
92.22 |
92.67 |
91.68 |
91.96 |
-0.18 |
34,412 |
33,739 |
-2,044 |
| Dec09 |
090707 |
92.30 |
92.74 |
91.88 |
92.08 |
-0.19 |
2 |
102 |
-1 |
| Mar10 |
090707 |
92.25 |
92.75 |
92.23 |
92.25 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
34,414 |
33,841 |
-2,045 |
| EuroFX(CME) |
| Sep09 |
090707 |
139.74 |
140.51 |
139.02 |
139.27 |
-0.33 |
228,046 |
112,039 |
-6,827 |
| Dec09 |
090707 |
139.68 |
140.45 |
139.02 |
139.25 |
-0.32 |
167 |
906 |
-55 |
| Mar10 |
090707 |
140.00 |
140.27 |
139.24 |
139.26 |
-0.33 |
5 |
336 |
+5 |
| Total Volume and Open Interest |
228,218 |
113,284 |
-6,877 |
| Mexican Peso(CME) |
| Jul09 |
090707 |
749.5 |
755.8 |
749.5 |
749.5 |
-6.2 |
|
|
|
| Aug09 |
090707 |
745.5 |
751.8 |
745.5 |
745.5 |
-6.2 |
|
|
|
| Total Volume and Open Interest |
6,347 |
59,409 |
+1,419 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090707 |
118~220 |
119~205 |
118~060 |
119~135 |
+0~190 |
179,096 |
706,966 |
+1,622 |
| Dec09 |
090707 |
117~005 |
118~095 |
117~005 |
118~040 |
+0~190 |
219 |
575 |
+27 |
| Mar10 |
090707 |
117~050 |
117~050 |
116~180 |
117~050 |
+0~190 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
179,315 |
707,585 |
+1,649 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090707 |
116~245 |
117~125 |
116~175 |
117~090 |
+0~140 |
687,226 |
1,047,925 |
+13,764 |
| Dec09 |
090707 |
115~290 |
115~290 |
115~150 |
115~290 |
+0~140 |
0 |
43 |
+0 |
| Mar10 |
090707 |
114~290 |
114~290 |
114~150 |
114~290 |
+0~140 |
|
|
|
| Total Volume and Open Interest |
687,226 |
1,047,968 |
+13,764 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090707 |
115~074 |
115~109 |
115~058 |
115~101 |
+0~023 |
334,557 |
759,104 |
+1,199 |
| Dec09 |
090707 |
114~057 |
114~057 |
114~034 |
114~057 |
+0~023 |
0 |
500 |
+0 |
| Mar10 |
090707 |
114~057 |
114~057 |
114~034 |
114~057 |
+0~023 |
|
|
|
| Total Volume and Open Interest |
334,557 |
759,604 |
+1,199 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090707 |
108~056 |
108~056 |
108~054 |
108~052 |
-0~007 |
78,898 |
561,239 |
+6,154 |
| Dec09 |
090707 |
108~023 |
108~023 |
107~122 |
107~122 |
-0~006 |
0 |
1 |
+0 |
| Mar10 |
090707 |
107~122 |
108~000 |
107~122 |
107~122 |
-0~006 |
|
|
|
| Total Volume and Open Interest |
138,965 |
561,240 |
+6,154 |
| Eurodollars(CME) |
| Sep09 |
090707 |
99.410 |
99.425 |
99.400 |
99.420 |
+0.010 |
189,384 |
1,041,296 |
-3,287 |
| Dec09 |
090707 |
99.205 |
99.225 |
99.180 |
99.200 |
-0.005 |
280,800 |
918,795 |
+2,433 |
| Mar10 |
090707 |
99.010 |
99.045 |
98.970 |
99.000 |
-0.010 |
341,790 |
844,242 |
+20,571 |
| Jun10 |
090707 |
98.705 |
98.760 |
98.680 |
98.710 |
-0.005 |
324,591 |
576,704 |
-690 |
| Sep10 |
090707 |
98.395 |
98.440 |
98.345 |
98.385 |
unch |
383,026 |
527,614 |
+38,559 |
| Dec10 |
090707 |
98.010 |
98.065 |
97.960 |
98.010 |
+0.005 |
258,533 |
637,331 |
+13,651 |
| Mar11 |
090707 |
97.665 |
97.725 |
97.610 |
97.670 |
+0.010 |
218,280 |
353,184 |
+5,801 |
| Jun11 |
090707 |
97.305 |
97.375 |
97.250 |
97.320 |
+0.015 |
138,296 |
333,943 |
+8,688 |
| Sep11 |
090707 |
96.985 |
97.055 |
96.925 |
97.005 |
+0.020 |
68,646 |
221,966 |
+2,956 |
| Dec11 |
090707 |
96.670 |
96.745 |
96.610 |
96.705 |
+0.025 |
57,803 |
143,837 |
-1,144 |
| Mar12 |
090707 |
96.465 |
96.530 |
96.390 |
96.490 |
+0.030 |
47,064 |
104,017 |
-751 |
| Jun12 |
090707 |
96.250 |
96.330 |
96.185 |
96.290 |
+0.035 |
43,636 |
111,033 |
+1,615 |
| Sep12 |
090707 |
96.075 |
96.155 |
96.010 |
96.125 |
+0.045 |
14,811 |
67,113 |
+461 |
| Dec12 |
090707 |
95.905 |
95.990 |
95.840 |
95.955 |
+0.050 |
8,867 |
58,251 |
+563 |
| Mar13 |
090707 |
95.770 |
95.885 |
95.720 |
95.845 |
+0.055 |
7,077 |
66,203 |
+790 |
| Jun13 |
090707 |
95.635 |
95.760 |
95.590 |
95.720 |
+0.060 |
6,860 |
33,047 |
-765 |
| Sep13 |
090707 |
95.535 |
95.645 |
95.470 |
95.605 |
+0.065 |
4,270 |
40,077 |
-380 |
| Dec13 |
090707 |
95.395 |
95.515 |
95.335 |
95.475 |
+0.070 |
3,799 |
30,070 |
-170 |
| Total Volume and Open Interest |
2,432,946 |
6,359,205 |
+89,942 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090707 |
99.817 |
99.817 |
99.812 |
99.815 |
unch |
3,191 |
55,501 |
+2,169 |
| Aug09 |
090707 |
99.805 |
99.810 |
99.800 |
99.805 |
+0.005 |
2,138 |
45,523 |
-313 |
| Sep09 |
090707 |
99.780 |
99.790 |
99.780 |
99.785 |
+0.005 |
3,909 |
32,730 |
-390 |
| Oct09 |
090707 |
99.765 |
99.775 |
99.760 |
99.765 |
+0.005 |
4,668 |
33,460 |
-542 |
| Nov09 |
090707 |
99.725 |
99.735 |
99.725 |
99.730 |
+0.005 |
6,140 |
60,564 |
+1,269 |
| Dec09 |
090707 |
99.700 |
99.715 |
99.700 |
99.705 |
+0.005 |
8,092 |
37,437 |
-112 |
| Total Volume and Open Interest |
44,983 |
377,415 |
+723 |
| 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 |
090707 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090707 |
99.51 |
99.53 |
99.51 |
99.53 |
+0.02 |
|
|
|
| Mar10 |
090707 |
99.56 |
99.56 |
99.54 |
99.54 |
-0.02 |
|
|
|
| Jun10 |
090707 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Sep10 |
090707 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
| Dec10 |
090707 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
| Mar11 |
090707 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090707 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
|
|
|
| Sep11 |
090707 |
99.27 |
99.27 |
99.27 |
99.27 |
unch |
|
|
|
| Dec11 |
090707 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090707 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
51 |
10,493 |
+274 |
| Dec09 |
090707 |
99.54 |
99.54 |
99.52 |
99.52 |
unch |
0 |
3,027 |
+232 |
| Mar10 |
090707 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
8 |
2,525 |
+77 |
| Jun10 |
090707 |
99.53 |
99.53 |
99.51 |
99.51 |
unch |
0 |
1,063 |
+0 |
| Sep10 |
090707 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
281 |
+0 |
| Dec10 |
090707 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
0 |
252 |
+0 |
| Mar11 |
090707 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
412 |
+0 |
| Jun11 |
090707 |
99.27 |
99.27 |
99.27 |
99.27 |
unch |
0 |
52 |
+0 |
| Total Volume and Open Interest |
59 |
19,665 |
+620 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090701 |
137.97 |
138.21 |
137.90 |
138.15 |
+0.78 |
1,906 |
15,589 |
-217 |
| Dec09 |
090707 |
138.09 |
138.09 |
138.09 |
138.09 |
-0.09 |
0 |
1 |
+0 |
| Mar10 |
090707 |
137.86 |
137.86 |
137.86 |
137.86 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
2,111 |
12,196 |
-275 |
| Euro-Bund(EUREX) |
| Sep09 |
090707 |
121.88 |
122.05 |
121.53 |
121.75 |
-0.21 |
206,608 |
877,323 |
+14,336 |
| Dec09 |
090707 |
120.40 |
120.63 |
120.35 |
120.43 |
-0.21 |
2 |
63 |
-1 |
| Mar10 |
090707 |
120.03 |
120.03 |
120.03 |
120.03 |
-0.21 |
|
|
|
| Total Volume and Open Interest |
206,610 |
877,386 |
+14,335 |
| Euro-Bobl(EUREX) |
| Sep09 |
090630 |
115.55 |
115.56 |
115.23 |
115.45 |
+0.50 |
333,989 |
652,324 |
+12,347 |
| Dec09 |
090707 |
114.74 |
114.74 |
114.62 |
114.73 |
-0.12 |
5 |
32 |
+3 |
| Mar10 |
090707 |
114.47 |
114.47 |
114.47 |
114.47 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
161,766 |
676,906 |
-671 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090615 |
98.785 |
98.820 |
98.780 |
98.810 |
+0.035 |
0 |
14,453 |
-137 |
| Dec09 |
090707 |
98.925 |
98.945 |
98.925 |
98.945 |
+0.010 |
4 |
5,432 |
+2 |
| Mar10 |
090707 |
98.815 |
98.845 |
98.810 |
98.845 |
+0.010 |
5 |
2,800 |
+6 |
| Total Volume and Open Interest |
122 |
33,809 |
+175 |
| Long Gilt(LIFFE) |
| Sep09 |
090629 |
118~02 |
118~28 |
118~02 |
118~24 |
+0~20 |
71,825 |
219,335 |
-1,488 |
| Dec09 |
090707 |
118~12 |
118~12 |
118~12 |
118~12 |
-0~06 |
|
|
|
| Total Volume and Open Interest |
33,980 |
208,858 |
-13,498 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090707 |
98.99 |
99.02 |
98.98 |
99.00 |
+0.02 |
23,248 |
268,924 |
-6,490 |
| Dec09 |
090707 |
98.81 |
98.86 |
98.79 |
98.83 |
+0.02 |
33,785 |
277,746 |
-10,493 |
| Mar10 |
090707 |
98.56 |
98.61 |
98.51 |
98.59 |
+0.03 |
26,693 |
349,097 |
-5,478 |
| Jun10 |
090707 |
98.13 |
98.19 |
98.07 |
98.17 |
+0.04 |
32,959 |
308,662 |
+9,764 |
| Sep10 |
090707 |
97.66 |
97.74 |
97.60 |
97.71 |
+0.05 |
52,324 |
269,779 |
+20,009 |
| Dec10 |
090707 |
97.14 |
97.22 |
97.07 |
97.18 |
+0.05 |
38,404 |
218,182 |
+7,486 |
| Total Volume and Open Interest |
263,397 |
2,107,960 |
+21,902 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090707 |
99.055 |
99.070 |
99.030 |
99.060 |
+0.010 |
122,283 |
666,308 |
+3,486 |
| Dec09 |
090707 |
98.935 |
98.960 |
98.920 |
98.945 |
+0.010 |
53,485 |
524,708 |
-677 |
| Mar10 |
090707 |
98.835 |
98.860 |
98.800 |
98.845 |
+0.010 |
54,764 |
465,321 |
-9,034 |
| Total Volume and Open Interest |
470,358 |
3,192,372 |
+31,429 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090707 |
96.86 |
96.88 |
96.83 |
96.87 |
unch |
12,586 |
288,889 |
-68 |
| Dec09 |
090707 |
96.76 |
96.83 |
96.73 |
96.77 |
-0.01 |
8,536 |
211,664 |
+2,730 |
| Mar10 |
090707 |
96.49 |
96.52 |
96.43 |
96.45 |
-0.04 |
3,982 |
125,686 |
-2,056 |
| Jun10 |
090707 |
96.08 |
96.11 |
96.02 |
96.03 |
-0.05 |
1,396 |
79,329 |
+1,679 |
| Sep10 |
090707 |
95.64 |
95.67 |
95.59 |
95.59 |
-0.04 |
1,182 |
49,257 |
+713 |
| Dec10 |
090707 |
95.26 |
95.28 |
95.21 |
95.22 |
-0.03 |
1,490 |
31,223 |
+725 |
| Mar11 |
090707 |
94.95 |
94.97 |
94.89 |
94.90 |
-0.03 |
1,052 |
18,132 |
-781 |
| Jun11 |
090707 |
94.61 |
94.65 |
94.60 |
94.60 |
-0.01 |
204 |
10,676 |
-146 |
| Sep11 |
090707 |
94.30 |
94.37 |
94.30 |
94.32 |
+0.01 |
107 |
3,332 |
+7 |
| Dec11 |
090707 |
94.04 |
94.04 |
94.04 |
94.04 |
+0.01 |
101 |
847 |
-35 |
| Total Volume and Open Interest |
30,839 |
819,903 |
+2,768 |
| 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 |
090707 |
94.59 |
94.59 |
94.59 |
94.59 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
28,200 |
324,419 |
+3,692 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090707 |
95.51 |
95.56 |
95.47 |
95.49 |
-0.03 |
60,615 |
467,833 |
-17,668 |
| Dec09 |
090707 |
95.49 |
95.49 |
95.49 |
95.49 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
60,615 |
467,833 |
-17,668 |
| Gold(CMX) |
| Aug09 |
090707 |
924.6 |
932.4 |
921.0 |
929.1 |
+4.8 |
101,814 |
223,707 |
-1,569 |
| Oct09 |
090707 |
926.9 |
933.0 |
922.6 |
930.4 |
+4.8 |
1,116 |
12,503 |
-176 |
| Dec09 |
090707 |
927.5 |
934.8 |
924.1 |
931.7 |
+4.8 |
10,417 |
58,277 |
+4,319 |
| Feb10 |
090707 |
927.9 |
935.0 |
927.0 |
932.7 |
+4.8 |
214 |
16,292 |
+87 |
| Apr10 |
090707 |
929.3 |
935.2 |
928.0 |
933.8 |
+4.9 |
644 |
16,467 |
+109 |
| Jun10 |
090707 |
933.2 |
935.1 |
929.2 |
935.1 |
+4.9 |
174 |
9,106 |
-34 |
| Aug10 |
090707 |
936.7 |
936.7 |
936.7 |
936.7 |
+4.9 |
0 |
3,677 |
+0 |
| Oct10 |
090707 |
938.6 |
938.6 |
938.6 |
938.6 |
+4.9 |
0 |
1,537 |
+0 |
| Dec10 |
090707 |
935.8 |
940.7 |
935.8 |
940.7 |
+4.9 |
66 |
13,377 |
+64 |
| Feb11 |
090707 |
943.2 |
943.2 |
943.2 |
943.2 |
+4.8 |
0 |
12 |
+0 |
| Apr11 |
090707 |
946.0 |
946.0 |
946.0 |
946.0 |
+4.8 |
|
|
|
| Jun11 |
090707 |
293.7 |
293.7 |
293.7 |
293.7 |
+4.9 |
0 |
9,150 |
+0 |
| Total Volume and Open Interest |
114,761 |
381,287 |
+2,928 |
| Silver(CMX) |
| Jul09 |
090707 |
1331.0 |
1335.0 |
1308.0 |
1320.9 |
-1.8 |
671 |
1,099 |
-742 |
| Sep09 |
090707 |
1325.0 |
1337.0 |
1307.5 |
1322.0 |
-1.8 |
18,492 |
58,381 |
+890 |
| Dec09 |
090707 |
1333.0 |
1337.0 |
1311.5 |
1325.8 |
-1.7 |
637 |
20,856 |
+196 |
| Mar10 |
090707 |
1328.5 |
1328.5 |
1328.5 |
1328.5 |
-1.6 |
1 |
6,778 |
+0 |
| May10 |
090707 |
1330.2 |
1330.2 |
1330.2 |
1330.2 |
-1.6 |
10 |
2,568 |
+2 |
| Jul10 |
090707 |
1327.5 |
1331.9 |
1327.5 |
1331.9 |
-1.6 |
220 |
2,917 |
+1 |
| Sep10 |
090707 |
1333.8 |
1333.8 |
1333.8 |
1333.8 |
-1.6 |
2 |
159 |
+0 |
| Total Volume and Open Interest |
20,172 |
101,397 |
+428 |
| Platinum(NYMEX) |
| Jul09 |
090707 |
1145.0 |
1145.0 |
1126.9 |
1129.7 |
-10.6 |
32 |
199 |
-27 |
| Oct09 |
090707 |
1148.9 |
1162.2 |
1132.0 |
1135.8 |
-11.2 |
1,520 |
22,245 |
-118 |
| Jan10 |
090707 |
1140.2 |
1140.2 |
1140.2 |
1140.2 |
-11.2 |
5 |
218 |
+0 |
| Total Volume and Open Interest |
1,557 |
22,662 |
-145 |
| Palladium(NYMEX) |
| Sep09 |
090707 |
240.15 |
246.00 |
240.00 |
240.50 |
-2.15 |
662 |
16,472 |
+98 |
| Dec09 |
090707 |
244.00 |
246.90 |
241.60 |
241.60 |
-2.20 |
13 |
363 |
+5 |
| Mar10 |
090707 |
243.10 |
243.10 |
243.10 |
243.10 |
-2.20 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
675 |
16,836 |
+103 |
| Copper(CMX) |
| Jul09 |
090707 |
225.25 |
228.00 |
219.00 |
221.40 |
-3.65 |
600 |
4,312 |
-394 |
| Sep09 |
090707 |
226.20 |
229.70 |
220.05 |
222.55 |
-3.70 |
14,672 |
74,104 |
+1,346 |
| Dec09 |
090707 |
227.80 |
230.80 |
221.65 |
223.90 |
-3.55 |
870 |
12,960 |
+254 |
| Mar10 |
090707 |
230.75 |
230.75 |
224.65 |
224.65 |
-3.35 |
59 |
2,368 |
-1 |
| May10 |
090707 |
224.90 |
224.90 |
224.85 |
224.85 |
-3.35 |
5 |
619 |
+0 |
| Total Volume and Open Interest |
17,670 |
104,648 |
+1,626 |
| Aluminum(CMX) |
| Jul09 |
090707 |
74.00 |
74.00 |
74.00 |
74.00 |
-0.25 |
|
|
|
| Aug09 |
090707 |
74.50 |
74.50 |
74.50 |
74.50 |
-0.25 |
|
|
|
| Sep09 |
090707 |
75.00 |
75.00 |
75.00 |
75.00 |
-0.25 |
|
|
|
| Oct09 |
090707 |
3.41 |
3.41 |
3.41 |
3.41 |
-0.25 |
|
|
|
| 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 |
090707 |
8273 |
8295 |
8095 |
8131 |
-146 |
1,544 |
8,301 |
+497 |
| Dec09 |
090707 |
8135 |
8140 |
8045 |
8071 |
-147 |
0 |
43 |
+0 |
| Mar10 |
090707 |
8046 |
8046 |
8029 |
8029 |
-146 |
0 |
1 |
+0 |
| Jun10 |
090707 |
7981 |
8127 |
7981 |
7981 |
-146 |
|
|
|
| Total Volume and Open Interest |
1,544 |
8,345 |
+497 |
| S & P 500(CME) |
| Sep09 |
090707 |
895.60 |
898.00 |
875.50 |
879.30 |
-16.20 |
25,192 |
383,234 |
+6,246 |
| Dec09 |
090707 |
887.50 |
887.50 |
870.60 |
874.90 |
-16.20 |
3 |
6,660 |
+1 |
| Mar10 |
090707 |
870.70 |
883.40 |
866.40 |
870.70 |
-16.20 |
0 |
3,172 |
+0 |
| Jun10 |
090707 |
867.70 |
880.40 |
863.40 |
867.70 |
-16.20 |
2 |
5 |
-2 |
| Total Volume and Open Interest |
25,201 |
393,079 |
+6,243 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090707 |
895.75 |
898.25 |
875.25 |
879.25 |
-16.25 |
1,850,449 |
2,362,650 |
+68,005 |
| Dec09 |
090707 |
891.25 |
893.75 |
871.00 |
875.00 |
-16.00 |
1,682 |
9,566 |
+797 |
| Total Volume and Open Interest |
1,852,132 |
2,372,258 |
+68,803 |
| NASDAQ 100(CME) |
| Sep09 |
090707 |
1440.00 |
1447.00 |
1401.00 |
1408.00 |
-33.00 |
2,953 |
14,297 |
-537 |
| Dec09 |
090707 |
1406.30 |
1409.30 |
1406.30 |
1406.30 |
-33.00 |
0 |
12 |
+0 |
| Mar10 |
090707 |
1405.30 |
1408.30 |
1405.30 |
1405.30 |
-33.00 |
|
|
|
| Total Volume and Open Interest |
2,953 |
14,309 |
-537 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090707 |
1441.00 |
1446.80 |
1401.30 |
1408.00 |
-33.00 |
240,540 |
241,693 |
-3,950 |
| Dec09 |
090707 |
1435.00 |
1444.30 |
1399.80 |
1406.30 |
-33.00 |
41 |
602 |
+10 |
| Total Volume and Open Interest |
263,412 |
242,303 |
-3,941 |
| S & P Midcap 400(CME) |
| Sep09 |
090707 |
561.00 |
561.00 |
547.00 |
550.00 |
-11.40 |
15 |
2,563 |
-25 |
| Dec09 |
090707 |
548.00 |
549.40 |
548.00 |
548.00 |
-11.40 |
|
|
|
| Mar10 |
090707 |
546.00 |
547.40 |
546.00 |
546.00 |
-11.40 |
|
|
|
| Total Volume and Open Interest |
15 |
2,563 |
-25 |
| Russell 2000(CME) |
| Sep09 |
090707 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
30 |
5,685 |
-228 |
| Dec09 |
090707 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,283 |
+0 |
| Mar10 |
090707 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,408 |
+197 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090707 |
9710 |
9735 |
9620 |
9650 |
-65 |
103,359 |
155,590 |
-4,700 |
| Dec09 |
090707 |
9610 |
9615 |
9610 |
9615 |
-70 |
101 |
931 |
+9 |
| Total Volume and Open Interest |
104,716 |
159,297 |
-6,662 |
| Nikkei 225(SGX) |
| Sep09 |
090707 |
9710 |
9735 |
9620 |
9650 |
-65 |
103,359 |
155,590 |
-4,700 |
| Dec09 |
090707 |
9610 |
9615 |
9610 |
9615 |
-70 |
101 |
931 |
+9 |
| Mar10 |
090707 |
9630 |
9630 |
9630 |
9630 |
-60 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
104,716 |
159,297 |
-6,662 |
| CAC 40(EURONEXT) |
| Jul09 |
090707 |
3095.0 |
3113.0 |
3036.0 |
3046.0 |
-36.0 |
56,871 |
374,712 |
-4,276 |
| Aug09 |
090707 |
3094.0 |
3105.0 |
3039.0 |
3046.0 |
-36.0 |
121 |
1,496 |
+293 |
| Sep09 |
090707 |
3083.5 |
3107.5 |
3036.5 |
3040.5 |
-36.0 |
289 |
39,273 |
-997 |
| Total Volume and Open Interest |
57,281 |
418,236 |
-4,980 |
| Hang Seng Index(HKFE) |
| Jul09 |
090707 |
17933 |
18155 |
17778 |
17884 |
-50 |
68,814 |
75,964 |
-2,783 |
| Aug09 |
090707 |
17856 |
18113 |
17759 |
17863 |
-35 |
461 |
530 |
+303 |
| Sep09 |
090707 |
17801 |
18030 |
17679 |
17759 |
-50 |
160 |
2,373 |
+34 |
| Total Volume and Open Interest |
69,436 |
79,566 |
-2,434 |
| DAX(EUREX) |
| Sep09 |
090707 |
4669.5 |
4705.5 |
4573.0 |
4596.0 |
-66.0 |
72,451 |
138,010 |
+13,191 |
| Dec09 |
090707 |
4674.0 |
4706.0 |
4577.5 |
4599.0 |
-66.0 |
277 |
8,331 |
+84 |
| Mar10 |
090707 |
4680.5 |
4680.5 |
4600.0 |
4607.0 |
-65.5 |
8 |
519 |
+22 |
| Total Volume and Open Interest |
72,736 |
146,860 |
+13,297 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090707 |
4180.50 |
4210.00 |
4121.50 |
4146.00 |
-20.00 |
55,334 |
614,501 |
-3,159 |
| Dec09 |
090707 |
4146.50 |
4178.00 |
4095.00 |
4117.50 |
-20.00 |
290 |
4,318 |
-139 |
| Mar10 |
090707 |
4103.50 |
4133.00 |
4087.00 |
4087.00 |
-21.00 |
225 |
220 |
+220 |
| Total Volume and Open Interest |
55,849 |
619,039 |
-3,078 |
| SPI 200(SFE) |
| Sep09 |
090707 |
3739.0 |
3756.0 |
3713.0 |
3744.0 |
-5.0 |
22,236 |
229,744 |
+3,280 |
| Dec09 |
090707 |
3735.0 |
3751.0 |
3735.0 |
3751.0 |
-6.0 |
4 |
3,498 |
-92 |
| Mar10 |
090707 |
3727.0 |
3727.0 |
3727.0 |
3727.0 |
-6.0 |
0 |
4,344 |
+0 |
| Total Volume and Open Interest |
22,240 |
237,861 |
+3,188 |
| GSCI(CME) |
| Jul09 |
090707 |
423.20 |
423.20 |
413.00 |
413.30 |
-7.60 |
784 |
15,701 |
-127 |
| Aug09 |
090707 |
418.30 |
428.00 |
418.30 |
418.30 |
-7.60 |
72 |
125 |
+70 |
| Sep09 |
090707 |
424.80 |
433.00 |
424.80 |
424.80 |
-6.70 |
1 |
3 |
+1 |
| Total Volume and Open Interest |
857 |
15,829 |
-56 |
| 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. |
|
|