|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu July 09, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090709 |
1085.25 |
1115.00 |
1063.00 |
1110.50 |
+26.50 |
4,203 |
2,967 |
-1,254 |
| Aug09 |
090709 |
1019.00 |
1050.00 |
999.25 |
1047.50 |
+32.50 |
53,166 |
66,021 |
-6,374 |
| Sep09 |
090709 |
945.00 |
974.25 |
941.25 |
973.00 |
+29.50 |
11,642 |
21,588 |
+573 |
| Nov09 |
090709 |
895.75 |
918.00 |
895.75 |
916.00 |
+24.00 |
146,500 |
243,304 |
-3,167 |
| Jan10 |
090709 |
903.50 |
924.50 |
903.50 |
923.75 |
+23.75 |
6,916 |
27,018 |
-4 |
| Mar10 |
090709 |
910.00 |
927.00 |
900.50 |
926.50 |
+26.00 |
3,205 |
19,068 |
-277 |
| May10 |
090709 |
901.25 |
923.00 |
893.00 |
920.75 |
+27.75 |
2,440 |
10,647 |
+332 |
| Total Volume and Open Interest |
233,258 |
425,678 |
-10,124 |
| Soybean Meal(CBOT) |
| Jul09 |
090709 |
364.80 |
373.50 |
355.00 |
371.50 |
+6.70 |
2,333 |
3,227 |
-1,481 |
| Aug09 |
090709 |
338.00 |
348.00 |
325.80 |
347.00 |
+8.70 |
25,639 |
32,024 |
-3,522 |
| Sep09 |
090709 |
314.50 |
323.00 |
309.00 |
323.00 |
+10.70 |
6,764 |
25,321 |
-127 |
| Oct09 |
090709 |
290.00 |
296.70 |
287.90 |
296.70 |
+8.70 |
4,548 |
19,219 |
-360 |
| Dec09 |
090709 |
281.90 |
290.00 |
281.20 |
290.00 |
+8.70 |
43,964 |
75,124 |
+1,012 |
| Jan10 |
090709 |
278.00 |
285.50 |
278.00 |
285.50 |
+9.70 |
1,985 |
6,692 |
+444 |
| Mar10 |
090709 |
273.50 |
283.60 |
273.50 |
283.60 |
+10.50 |
2,142 |
5,845 |
+682 |
| May10 |
090709 |
273.10 |
280.60 |
270.30 |
280.60 |
+11.50 |
1,801 |
7,039 |
+290 |
| Total Volume and Open Interest |
90,004 |
179,773 |
-3,110 |
| Soybean Oil(CBOT) |
| Jul09 |
090709 |
32.29 |
32.66 |
32.28 |
32.58 |
+0.50 |
4,823 |
3,876 |
-1,039 |
| Aug09 |
090709 |
32.49 |
32.89 |
32.42 |
32.73 |
+0.48 |
35,376 |
45,666 |
-1,118 |
| Sep09 |
090709 |
32.47 |
33.12 |
32.47 |
32.87 |
+0.48 |
12,718 |
34,405 |
+696 |
| Oct09 |
090709 |
32.80 |
33.71 |
32.76 |
33.02 |
+0.47 |
5,800 |
17,451 |
+150 |
| Dec09 |
090709 |
33.15 |
33.56 |
33.08 |
33.38 |
+0.47 |
48,138 |
105,850 |
-893 |
| Jan10 |
090709 |
33.52 |
33.82 |
33.47 |
33.74 |
+0.48 |
2,317 |
10,576 |
+222 |
| Mar10 |
090709 |
33.98 |
34.03 |
33.75 |
34.00 |
+0.49 |
2,181 |
6,725 |
+235 |
| May10 |
090709 |
33.60 |
34.15 |
33.60 |
34.09 |
+0.49 |
1,281 |
5,349 |
+493 |
| Total Volume and Open Interest |
113,806 |
241,909 |
-506 |
| Canola(WCE) |
| Jul09 |
090709 |
422.7 |
422.7 |
422.7 |
422.7 |
+2.4 |
4 |
621 |
-4 |
| Nov09 |
090709 |
417.6 |
426.6 |
417.5 |
424.7 |
+7.6 |
9,664 |
83,771 |
+103 |
| Jan10 |
090709 |
428.0 |
430.5 |
426.2 |
429.3 |
+7.7 |
536 |
9,011 |
+171 |
| Mar10 |
090709 |
436.9 |
436.9 |
434.4 |
434.4 |
+7.7 |
8 |
1,765 |
+5 |
| May10 |
090709 |
435.9 |
435.9 |
435.9 |
435.9 |
+7.7 |
42 |
510 |
+5 |
| Total Volume and Open Interest |
10,259 |
96,281 |
+280 |
| Corn(CBOT) |
| Jul09 |
090709 |
341.25 |
345.50 |
338.75 |
343.50 |
+4.25 |
8,966 |
3,810 |
-4,413 |
| Sep09 |
090709 |
325.75 |
331.50 |
325.75 |
329.50 |
+4.25 |
163,095 |
270,944 |
-13,761 |
| Dec09 |
090709 |
335.00 |
341.25 |
334.75 |
340.00 |
+5.75 |
207,792 |
415,671 |
+1,621 |
| Mar10 |
090709 |
348.00 |
354.00 |
348.00 |
353.25 |
+5.50 |
16,671 |
69,476 |
+614 |
| May10 |
090709 |
360.50 |
363.00 |
358.00 |
362.25 |
+5.75 |
3,083 |
17,079 |
+682 |
| Jul10 |
090709 |
367.50 |
371.25 |
366.00 |
370.75 |
+6.25 |
7,880 |
49,587 |
+821 |
| Total Volume and Open Interest |
414,657 |
896,582 |
-15,744 |
| Wheat(CBOT) |
| Jul09 |
090709 |
494.25 |
497.00 |
494.25 |
494.25 |
+5.75 |
6,892 |
4,612 |
-1,273 |
| Sep09 |
090709 |
520.00 |
532.00 |
519.00 |
522.25 |
+5.00 |
45,930 |
150,584 |
+288 |
| Dec09 |
090709 |
543.50 |
557.75 |
543.50 |
548.50 |
+5.25 |
16,270 |
100,331 |
+1,410 |
| Mar10 |
090709 |
561.00 |
575.00 |
561.00 |
566.00 |
+5.25 |
1,529 |
13,456 |
+30 |
| May10 |
090709 |
577.00 |
582.25 |
572.25 |
577.50 |
+5.25 |
246 |
1,828 |
+14 |
| Total Volume and Open Interest |
71,723 |
315,852 |
+509 |
| Wheat(KCBT) |
| Jul09 |
090709 |
548.00 |
549.00 |
543.00 |
543.00 |
+5.25 |
412 |
832 |
-399 |
| Sep09 |
090709 |
546.50 |
558.75 |
546.50 |
551.50 |
+5.00 |
10,073 |
40,280 |
-2,037 |
| Dec09 |
090709 |
563.00 |
575.50 |
563.00 |
568.50 |
+5.25 |
3,204 |
30,559 |
+93 |
| Mar10 |
090709 |
580.00 |
591.25 |
580.00 |
584.75 |
+5.25 |
1,297 |
4,831 |
+539 |
| May10 |
090709 |
596.75 |
601.75 |
595.25 |
595.75 |
+5.25 |
202 |
1,124 |
+70 |
| Total Volume and Open Interest |
15,405 |
88,721 |
-1,719 |
| Wheat(MGE) |
| Jul09 |
090709 |
605.00 |
605.00 |
605.00 |
605.00 |
+4.00 |
74 |
32 |
-52 |
| Sep09 |
090709 |
605.25 |
614.00 |
604.00 |
607.50 |
+3.00 |
1,574 |
12,461 |
-128 |
| Dec09 |
090709 |
618.00 |
623.00 |
612.00 |
617.75 |
+3.75 |
1,158 |
11,268 |
+394 |
| Mar10 |
090709 |
625.00 |
633.50 |
623.00 |
628.50 |
+4.25 |
155 |
2,889 |
+11 |
| May10 |
090709 |
635.50 |
638.75 |
630.50 |
635.00 |
+4.00 |
128 |
1,007 |
-10 |
| Total Volume and Open Interest |
3,357 |
33,315 |
+254 |
| Oats(CBOT) |
| Jul09 |
090709 |
205.00 |
208.00 |
201.50 |
203.50 |
+2.00 |
15 |
17 |
-2 |
| Sep09 |
090709 |
213.00 |
215.50 |
210.00 |
211.50 |
+2.00 |
121 |
3,777 |
-6 |
| Dec09 |
090709 |
223.25 |
227.25 |
221.50 |
223.50 |
+2.00 |
319 |
8,451 |
+55 |
| Mar10 |
090709 |
234.50 |
235.50 |
233.50 |
235.50 |
+2.00 |
5 |
1,300 |
+3 |
| Total Volume and Open Interest |
460 |
13,633 |
+50 |
| Rough Rice(CBOT) |
| Jul09 |
090709 |
12.44 |
12.52 |
12.44 |
12.50 |
+0.07 |
66 |
155 |
-50 |
| Sep09 |
090709 |
12.51 |
12.70 |
12.50 |
12.68 |
+0.12 |
352 |
4,966 |
+4 |
| Nov09 |
090709 |
12.55 |
12.73 |
12.54 |
12.72 |
+0.12 |
65 |
1,998 |
+8 |
| Jan10 |
090709 |
12.85 |
12.86 |
12.75 |
12.86 |
+0.11 |
7 |
268 |
+4 |
| Total Volume and Open Interest |
490 |
7,898 |
-34 |
| Live Cattle(CME) |
| Aug09 |
090709 |
83.285 |
84.200 |
83.150 |
83.480 |
+0.130 |
16,564 |
91,966 |
-4,241 |
| Oct09 |
090709 |
88.080 |
89.230 |
88.080 |
88.830 |
+0.500 |
10,352 |
69,070 |
+1,549 |
| Dec09 |
090709 |
88.150 |
89.000 |
87.950 |
88.785 |
+0.400 |
6,580 |
34,593 |
+2,035 |
| Feb10 |
090709 |
88.480 |
88.800 |
88.350 |
88.700 |
+0.400 |
1,497 |
12,780 |
+311 |
| Apr10 |
090709 |
89.980 |
90.450 |
89.800 |
90.200 |
+0.200 |
497 |
6,229 |
+183 |
| Jun10 |
090709 |
87.350 |
88.000 |
87.350 |
87.900 |
+0.300 |
160 |
1,957 |
+103 |
| Total Volume and Open Interest |
35,680 |
216,834 |
-32 |
| Feeder Cattle(CME) |
| Aug09 |
090709 |
101.700 |
103.300 |
101.650 |
102.950 |
+1.300 |
2,390 |
13,717 |
-390 |
| Sep09 |
090709 |
101.800 |
103.400 |
101.450 |
103.300 |
+1.450 |
984 |
3,748 |
+372 |
| Oct09 |
090709 |
101.830 |
103.200 |
101.830 |
103.100 |
+1.150 |
1,258 |
5,486 |
+74 |
| Nov09 |
090709 |
101.750 |
103.035 |
101.750 |
102.885 |
+1.055 |
309 |
1,340 |
+112 |
| Jan10 |
090709 |
100.600 |
101.800 |
100.500 |
101.750 |
+1.150 |
71 |
414 |
+36 |
| Mar10 |
090709 |
100.000 |
101.000 |
100.000 |
101.000 |
+1.100 |
14 |
65 |
+4 |
| Apr10 |
090709 |
101.000 |
101.000 |
100.200 |
101.000 |
+1.000 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
5,028 |
24,802 |
+209 |
| Lean Hogs(CME) |
| Jul09 |
090709 |
59.200 |
60.750 |
59.180 |
59.700 |
+0.770 |
1,939 |
7,927 |
-575 |
| Aug09 |
090709 |
60.830 |
64.035 |
60.830 |
63.700 |
+2.665 |
11,178 |
54,028 |
-1,337 |
| Oct09 |
090709 |
56.850 |
59.750 |
56.630 |
58.985 |
+2.235 |
5,382 |
35,842 |
+1,313 |
| Dec09 |
090709 |
56.950 |
59.000 |
56.735 |
58.150 |
+1.150 |
4,687 |
22,673 |
+1,302 |
| Feb10 |
090709 |
62.330 |
64.200 |
62.330 |
64.080 |
+1.580 |
532 |
5,992 |
+131 |
| Apr10 |
090709 |
66.300 |
68.150 |
66.300 |
67.850 |
+1.500 |
443 |
3,739 |
+88 |
| May10 |
090709 |
71.700 |
72.200 |
70.150 |
72.200 |
+1.700 |
28 |
328 |
+11 |
| Jun10 |
090709 |
73.900 |
74.700 |
73.900 |
74.430 |
+0.530 |
346 |
2,136 |
-6 |
| Total Volume and Open Interest |
24,550 |
133,460 |
+930 |
| Pork Bellies(CME) |
| Jul09 |
090709 |
57.900 |
59.900 |
57.900 |
59.850 |
+1.950 |
10 |
38 |
-4 |
| Aug09 |
090709 |
58.000 |
60.000 |
58.000 |
60.000 |
+2.000 |
42 |
590 |
-16 |
| Feb10 |
090709 |
84.500 |
84.635 |
84.100 |
84.100 |
+0.300 |
7 |
119 |
-5 |
| Mar10 |
090709 |
82.000 |
82.500 |
82.000 |
82.000 |
+0.100 |
0 |
42 |
+0 |
| May10 |
090709 |
86.500 |
86.500 |
86.500 |
86.500 |
unch |
|
|
|
| Total Volume and Open Interest |
59 |
789 |
-25 |
| Class III Milk(CME) |
| Jul09 |
090709 |
10.01 |
10.03 |
9.98 |
9.98 |
-0.04 |
123 |
4,573 |
+36 |
| Aug09 |
090709 |
10.64 |
10.64 |
10.40 |
10.41 |
-0.21 |
274 |
4,231 |
-2 |
| Sep09 |
090709 |
11.31 |
11.49 |
11.20 |
11.22 |
-0.22 |
127 |
3,917 |
+45 |
| Oct09 |
090709 |
12.20 |
12.30 |
12.05 |
12.06 |
-0.18 |
109 |
3,320 |
+20 |
| Nov09 |
090709 |
13.05 |
13.21 |
12.98 |
13.00 |
-0.17 |
39 |
3,165 |
+18 |
| Total Volume and Open Interest |
839 |
26,361 |
+201 |
| Cocoa(ICE) |
| Jul09 |
090709 |
2541 |
2619 |
2541 |
2619 |
+110 |
1 |
23 |
-3 |
| Sep09 |
090709 |
2539 |
2671 |
2510 |
2647 |
+105 |
6,029 |
47,711 |
-194 |
| Dec09 |
090709 |
2559 |
2694 |
2538 |
2670 |
+104 |
993 |
29,404 |
+383 |
| Mar10 |
090709 |
2565 |
2696 |
2562 |
2683 |
+108 |
226 |
16,799 |
-19 |
| May10 |
090709 |
2609 |
2698 |
2608 |
2689 |
+105 |
14 |
4,076 |
-8 |
| Jul10 |
090709 |
2605 |
2697 |
2605 |
2697 |
+103 |
0 |
3,594 |
+0 |
| Sep10 |
090709 |
2605 |
2701 |
2605 |
2701 |
+102 |
0 |
2,324 |
+0 |
| Total Volume and Open Interest |
7,263 |
107,985 |
+159 |
| Coffee "C"(ICE) |
| Jul09 |
090709 |
113.55 |
113.55 |
113.55 |
113.55 |
+0.55 |
8 |
52 |
-29 |
| Sep09 |
090709 |
115.40 |
118.80 |
114.45 |
115.65 |
+0.45 |
7,175 |
66,005 |
-67 |
| Dec09 |
090709 |
118.60 |
121.45 |
117.50 |
118.65 |
+0.45 |
1,117 |
26,432 |
+718 |
| Mar10 |
090709 |
121.75 |
124.25 |
120.50 |
121.55 |
+0.50 |
72 |
11,209 |
+30 |
| May10 |
090709 |
124.05 |
125.75 |
122.35 |
123.50 |
+0.50 |
59 |
3,588 |
+12 |
| Jul10 |
090709 |
125.95 |
127.45 |
124.25 |
125.40 |
+0.50 |
4 |
1,457 |
-1 |
| Total Volume and Open Interest |
8,463 |
111,378 |
+636 |
| Orange Juice(ICE) |
| Jul09 |
090709 |
89.80 |
89.80 |
89.80 |
89.80 |
+4.90 |
7 |
18 |
-6 |
| Sep09 |
090709 |
84.85 |
90.25 |
83.90 |
89.40 |
+4.35 |
2,920 |
21,606 |
-1,004 |
| Nov09 |
090709 |
88.00 |
93.30 |
88.00 |
92.65 |
+4.30 |
161 |
6,103 |
+38 |
| Jan10 |
090709 |
92.35 |
96.00 |
92.25 |
95.65 |
+4.25 |
54 |
1,189 |
-30 |
| Mar10 |
090709 |
95.75 |
99.35 |
95.60 |
98.95 |
+4.25 |
6 |
943 |
+0 |
| May10 |
090709 |
102.05 |
102.05 |
102.05 |
102.05 |
+4.25 |
6 |
118 |
+0 |
| Total Volume and Open Interest |
3,154 |
30,212 |
-1,002 |
| Sugar #11(ICE) |
| Oct09 |
090709 |
17.19 |
17.27 |
16.94 |
17.10 |
-0.11 |
71,949 |
327,545 |
-10,061 |
| Mar10 |
090709 |
18.44 |
18.51 |
18.18 |
18.37 |
-0.04 |
39,864 |
164,314 |
+6,640 |
| May10 |
090709 |
17.98 |
18.08 |
17.75 |
17.93 |
-0.05 |
7,751 |
39,739 |
+763 |
| Jul10 |
090709 |
17.45 |
17.65 |
17.34 |
17.51 |
-0.07 |
4,651 |
68,079 |
+581 |
| Oct10 |
090709 |
17.34 |
17.46 |
17.18 |
17.35 |
-0.09 |
2,899 |
43,335 |
+995 |
| Total Volume and Open Interest |
128,309 |
715,138 |
-866 |
| Sugar #14(ICE) |
| Sep09 |
090709 |
22.65 |
22.65 |
22.50 |
22.60 |
-0.19 |
100 |
2,339 |
+25 |
| Total Volume and Open Interest |
100 |
2,339 |
+25 |
| London Cocoa(LCE) |
| Jul09 |
090709 |
1609 |
1685 |
1605 |
1671 |
+37 |
924 |
37,102 |
-193 |
| Sep09 |
090709 |
1649 |
1719 |
1629 |
1700 |
+38 |
2,910 |
36,179 |
+453 |
| Dec09 |
090709 |
1650 |
1725 |
1636 |
1706 |
+38 |
632 |
29,229 |
-13 |
| Mar10 |
090709 |
1641 |
1720 |
1641 |
1703 |
+37 |
644 |
28,551 |
-55 |
| May10 |
090709 |
1656 |
1704 |
1654 |
1693 |
+30 |
552 |
15,318 |
+9 |
| Jul10 |
090709 |
1654 |
1691 |
1654 |
1691 |
+27 |
36 |
4,418 |
-36 |
| Sep10 |
090709 |
1686 |
1686 |
1686 |
1686 |
+28 |
0 |
2,727 |
+0 |
| Total Volume and Open Interest |
5,698 |
156,605 |
+165 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090709 |
439.90 |
443.90 |
439.50 |
440.90 |
+3.50 |
4,405 |
11,698 |
-2,219 |
| Oct09 |
090709 |
455.30 |
458.90 |
454.20 |
455.70 |
+3.40 |
3,093 |
45,412 |
+666 |
| Dec09 |
090709 |
466.80 |
469.20 |
464.60 |
465.10 |
+2.80 |
559 |
8,381 |
-169 |
| Mar10 |
090709 |
477.00 |
479.70 |
473.80 |
474.60 |
+2.30 |
648 |
12,011 |
+276 |
| May10 |
090709 |
468.90 |
468.90 |
467.30 |
468.10 |
+2.20 |
40 |
1,572 |
+17 |
| Total Volume and Open Interest |
8,820 |
81,560 |
-1,429 |
| Cotton(ICE) |
| Jul09 |
090709 |
55.10 |
57.03 |
55.10 |
57.03 |
+2.32 |
26 |
203 |
-1 |
| Oct09 |
090709 |
57.08 |
59.40 |
57.08 |
59.11 |
+2.11 |
203 |
2,663 |
-4 |
| Dec09 |
090709 |
59.11 |
61.22 |
59.11 |
61.13 |
+2.02 |
6,356 |
94,188 |
+351 |
| Mar10 |
090709 |
62.20 |
63.70 |
62.20 |
63.60 |
+1.93 |
568 |
11,697 |
-22 |
| May10 |
090709 |
64.89 |
64.98 |
64.89 |
64.98 |
+1.91 |
0 |
615 |
+0 |
| Jul10 |
090709 |
64.95 |
66.18 |
64.95 |
66.18 |
+1.86 |
4 |
1,863 |
-1 |
| Total Volume and Open Interest |
7,157 |
113,267 |
+323 |
| Lumber(CME) |
| Jul09 |
090709 |
181.5 |
181.5 |
176.2 |
178.0 |
-4.1 |
236 |
785 |
-31 |
| Sep09 |
090709 |
204.5 |
204.5 |
200.0 |
201.2 |
-3.0 |
292 |
4,804 |
+1 |
| Nov09 |
090709 |
201.5 |
202.6 |
198.6 |
199.6 |
-2.4 |
45 |
1,329 |
+12 |
| Jan10 |
090709 |
220.5 |
222.5 |
214.0 |
221.8 |
-2.2 |
10 |
768 |
-2 |
| Total Volume and Open Interest |
583 |
7,734 |
-20 |
| Crude Oil(NYM) |
| Aug09 |
090709 |
60.38 |
61.62 |
59.25 |
60.41 |
+0.27 |
262,358 |
222,866 |
-2,768 |
| Sep09 |
090709 |
61.36 |
62.65 |
60.32 |
61.49 |
+0.33 |
86,342 |
175,733 |
+5,482 |
| Oct09 |
090709 |
62.47 |
63.69 |
61.44 |
62.59 |
+0.36 |
31,773 |
67,989 |
+4,057 |
| Nov09 |
090709 |
63.55 |
64.44 |
62.40 |
63.58 |
+0.40 |
12,565 |
28,054 |
+2,237 |
| Dec09 |
090709 |
64.46 |
65.46 |
63.28 |
64.47 |
+0.44 |
31,972 |
153,572 |
-64 |
| Jan10 |
090709 |
65.60 |
65.62 |
64.53 |
65.26 |
+0.49 |
5,976 |
30,421 |
+252 |
| Feb10 |
090709 |
65.77 |
65.89 |
65.14 |
65.89 |
+0.54 |
4,284 |
21,274 |
+497 |
| Mar10 |
090709 |
67.23 |
67.23 |
65.77 |
66.41 |
+0.57 |
2,980 |
18,202 |
+56 |
| Apr10 |
090709 |
66.38 |
66.89 |
66.38 |
66.89 |
+0.60 |
1,243 |
9,917 |
-28 |
| May10 |
090709 |
67.11 |
67.35 |
66.84 |
67.35 |
+0.64 |
1,280 |
9,717 |
+150 |
| Jun10 |
090709 |
67.64 |
68.25 |
66.77 |
67.80 |
+0.69 |
4,703 |
45,968 |
+226 |
| Jul10 |
090709 |
68.42 |
68.55 |
67.21 |
68.20 |
+0.72 |
1,054 |
37,080 |
-99 |
| Aug10 |
090709 |
68.53 |
68.53 |
68.53 |
68.53 |
+0.73 |
918 |
5,969 |
+252 |
| Sep10 |
090709 |
68.86 |
68.86 |
68.86 |
68.86 |
+0.74 |
467 |
12,356 |
+145 |
| Oct10 |
090709 |
69.20 |
69.20 |
69.20 |
69.20 |
+0.75 |
199 |
5,324 |
+52 |
| Nov10 |
090709 |
69.55 |
69.55 |
69.55 |
69.55 |
+0.75 |
156 |
8,087 |
-8 |
| Total Volume and Open Interest |
470,054 |
1,162,597 |
+11,106 |
| e-miNY Crude Oil(NYM) |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090709 |
60.450 |
61.625 |
59.275 |
60.400 |
+0.250 |
14,016 |
3,489 |
+91 |
| Sep09 |
090709 |
61.600 |
62.600 |
60.350 |
61.500 |
+0.350 |
549 |
522 |
+32 |
| Oct09 |
090709 |
62.675 |
63.175 |
61.500 |
62.600 |
+0.375 |
26 |
166 |
+2 |
| Nov09 |
090709 |
63.350 |
63.575 |
62.950 |
63.575 |
+0.400 |
0 |
20 |
+0 |
| Dec09 |
090709 |
64.200 |
65.125 |
63.350 |
64.475 |
+0.450 |
18 |
89 |
-5 |
| Jan10 |
090709 |
65.250 |
65.250 |
65.250 |
65.250 |
+0.475 |
|
|
|
| Feb10 |
090709 |
65.900 |
65.900 |
65.900 |
65.900 |
+0.550 |
|
|
|
| Mar10 |
090709 |
66.400 |
66.400 |
66.400 |
66.400 |
+0.550 |
0 |
1 |
+0 |
| Apr10 |
090709 |
66.900 |
66.900 |
66.900 |
66.900 |
+0.600 |
|
|
|
| Total Volume and Open Interest |
14,609 |
4,362 |
+120 |
| Heating Oil(NYM) |
| Aug09 |
090709 |
154.54 |
156.89 |
151.09 |
153.44 |
-0.35 |
36,940 |
56,828 |
-2,974 |
| Sep09 |
090709 |
159.25 |
160.97 |
155.48 |
157.75 |
-0.25 |
15,431 |
40,928 |
+2,183 |
| Oct09 |
090709 |
163.43 |
165.12 |
159.81 |
162.05 |
-0.27 |
6,210 |
29,744 |
+1,254 |
| Nov09 |
090709 |
168.40 |
168.44 |
163.78 |
166.05 |
-0.20 |
2,704 |
16,275 |
+21 |
| Dec09 |
090709 |
170.98 |
172.46 |
167.54 |
169.85 |
unch |
7,297 |
33,570 |
+665 |
| Jan10 |
090709 |
175.76 |
176.03 |
171.51 |
173.64 |
+0.16 |
2,054 |
16,246 |
+293 |
| Feb10 |
090709 |
177.52 |
177.52 |
174.46 |
176.09 |
+0.21 |
610 |
10,148 |
-187 |
| Mar10 |
090709 |
179.00 |
179.00 |
176.03 |
177.59 |
+0.31 |
779 |
7,430 |
-316 |
| Apr10 |
090709 |
179.81 |
179.81 |
176.75 |
178.39 |
+0.41 |
438 |
5,626 |
-106 |
| May10 |
090709 |
180.90 |
180.90 |
178.55 |
179.49 |
+0.51 |
78 |
6,991 |
+26 |
| Jun10 |
090709 |
181.65 |
182.50 |
178.49 |
180.84 |
+0.71 |
1,623 |
17,986 |
+363 |
| Jul10 |
090709 |
184.00 |
184.00 |
181.00 |
182.84 |
+0.81 |
273 |
2,730 |
+19 |
| Total Volume and Open Interest |
76,175 |
282,187 |
+1,513 |
| Gasoline(NYMEX) |
| Aug09 |
090709 |
164.90 |
167.91 |
162.41 |
166.38 |
+3.05 |
36,113 |
69,316 |
+1,298 |
| Sep09 |
090709 |
164.40 |
167.39 |
162.04 |
165.85 |
+2.90 |
16,058 |
47,254 |
+2,215 |
| Oct09 |
090709 |
156.16 |
158.11 |
153.30 |
156.92 |
+2.68 |
5,719 |
27,673 |
+329 |
| Nov09 |
090709 |
156.51 |
157.05 |
153.04 |
156.65 |
+2.62 |
3,027 |
11,861 |
+444 |
| Dec09 |
090709 |
157.03 |
158.80 |
154.37 |
158.04 |
+2.59 |
2,692 |
13,719 |
-264 |
| Jan10 |
090709 |
160.36 |
160.53 |
158.24 |
160.53 |
+2.59 |
575 |
7,343 |
+139 |
| Feb10 |
090709 |
163.00 |
163.23 |
161.16 |
163.23 |
+2.59 |
186 |
2,639 |
+21 |
| Mar10 |
090709 |
165.80 |
166.13 |
163.40 |
166.13 |
+2.59 |
74 |
3,390 |
-7 |
| Apr10 |
090709 |
179.88 |
179.88 |
179.88 |
179.88 |
+2.59 |
57 |
3,421 |
+1 |
| May10 |
090709 |
178.80 |
181.43 |
178.80 |
181.43 |
+2.59 |
56 |
1,928 |
+18 |
| Total Volume and Open Interest |
65,001 |
196,234 |
+4,238 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090709 |
166.38 |
166.38 |
166.38 |
166.38 |
+3.05 |
0 |
1 |
+0 |
| Sep09 |
090709 |
165.85 |
165.85 |
165.85 |
165.85 |
+2.90 |
|
|
|
| Oct09 |
090709 |
156.92 |
156.92 |
156.92 |
156.92 |
+2.68 |
|
|
|
| Nov09 |
090709 |
156.65 |
156.65 |
156.65 |
156.65 |
+2.62 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Aug09 |
090709 |
3.386 |
3.489 |
3.356 |
3.408 |
+0.055 |
102,294 |
143,695 |
-1,569 |
| Sep09 |
090709 |
3.510 |
3.610 |
3.478 |
3.526 |
+0.048 |
29,991 |
104,976 |
+7,341 |
| Oct09 |
090709 |
3.721 |
3.815 |
3.689 |
3.734 |
+0.044 |
17,095 |
79,591 |
+1,444 |
| Nov09 |
090709 |
4.420 |
4.502 |
4.400 |
4.426 |
+0.029 |
4,950 |
37,288 |
+516 |
| Dec09 |
090709 |
5.135 |
5.202 |
5.110 |
5.132 |
+0.016 |
3,682 |
43,194 |
+24 |
| Jan10 |
090709 |
5.480 |
5.508 |
5.408 |
5.434 |
+0.011 |
5,573 |
39,042 |
-473 |
| Feb10 |
090709 |
5.533 |
5.540 |
5.452 |
5.471 |
+0.005 |
1,121 |
20,003 |
-3 |
| Mar10 |
090709 |
5.460 |
5.496 |
5.395 |
5.424 |
+0.004 |
3,275 |
36,893 |
-608 |
| Apr10 |
090709 |
5.369 |
5.427 |
5.330 |
5.354 |
+0.003 |
6,136 |
35,143 |
-41 |
| May10 |
090709 |
5.434 |
5.440 |
5.385 |
5.404 |
+0.006 |
1,180 |
16,196 |
+757 |
| Jun10 |
090709 |
5.520 |
5.541 |
5.493 |
5.504 |
+0.008 |
567 |
9,114 |
+185 |
| Jul10 |
090709 |
5.660 |
5.664 |
5.604 |
5.624 |
+0.008 |
434 |
8,446 |
+211 |
| Aug10 |
090709 |
5.750 |
5.753 |
5.695 |
5.714 |
+0.008 |
157 |
9,332 |
-8 |
| Sep10 |
090709 |
5.815 |
5.815 |
5.765 |
5.779 |
+0.008 |
141 |
7,144 |
+54 |
| Oct10 |
090709 |
5.913 |
5.926 |
5.877 |
5.892 |
+0.008 |
956 |
17,406 |
+379 |
| Nov10 |
090709 |
6.235 |
6.278 |
6.219 |
6.237 |
+0.008 |
141 |
5,946 |
+45 |
| Total Volume and Open Interest |
178,677 |
739,142 |
+8,179 |
| Brent Crude Oil(ICE) |
| Aug09 |
090709 |
60.90 |
62.17 |
59.76 |
61.10 |
+0.67 |
131,789 |
105,377 |
-12,928 |
| Sep09 |
090709 |
60.99 |
62.43 |
60.07 |
61.33 |
+0.51 |
86,605 |
161,925 |
+2,458 |
| Oct09 |
090709 |
61.68 |
63.05 |
60.84 |
61.97 |
+0.46 |
37,103 |
69,249 |
-433 |
| Nov09 |
090709 |
62.51 |
63.81 |
61.71 |
62.81 |
+0.45 |
15,550 |
33,344 |
+3,317 |
| Dec09 |
090709 |
63.33 |
64.65 |
62.56 |
63.64 |
+0.44 |
21,838 |
84,402 |
+3,300 |
| Jan10 |
090709 |
64.72 |
65.31 |
63.41 |
64.38 |
+0.46 |
3,809 |
23,624 |
+593 |
| Feb10 |
090709 |
65.36 |
65.82 |
64.08 |
65.06 |
+0.50 |
1,971 |
15,535 |
+535 |
| Mar10 |
090709 |
65.94 |
66.39 |
64.70 |
65.66 |
+0.52 |
1,710 |
11,770 |
+175 |
| Apr10 |
090709 |
66.49 |
66.87 |
65.55 |
66.25 |
+0.55 |
1,178 |
5,459 |
+162 |
| May10 |
090709 |
66.81 |
66.81 |
66.81 |
66.81 |
+0.60 |
1,085 |
4,158 |
+22 |
| Jun10 |
090709 |
67.04 |
67.94 |
66.35 |
67.31 |
+0.65 |
2,042 |
32,025 |
+907 |
| Jul10 |
090709 |
67.76 |
67.76 |
67.76 |
67.76 |
+0.68 |
305 |
8,357 |
+18 |
| Aug10 |
090709 |
68.15 |
68.15 |
68.15 |
68.15 |
+0.70 |
201 |
6,009 |
+58 |
| Sep10 |
090709 |
68.30 |
68.53 |
68.30 |
68.53 |
+0.71 |
188 |
2,527 |
+17 |
| Total Volume and Open Interest |
312,450 |
704,553 |
-1,236 |
| Gas Oil(ICE) |
| Jul09 |
090709 |
490.50 |
497.75 |
481.75 |
483.75 |
-4.75 |
40,712 |
32,611 |
-11,156 |
| Aug09 |
090709 |
491.00 |
506.00 |
489.25 |
490.75 |
-6.25 |
71,221 |
91,374 |
+3,431 |
| Sep09 |
090709 |
509.25 |
515.50 |
499.00 |
500.50 |
-6.50 |
27,470 |
61,908 |
+4,107 |
| Oct09 |
090709 |
510.50 |
524.00 |
509.00 |
510.25 |
-6.75 |
12,677 |
36,688 |
+1,890 |
| Nov09 |
090709 |
520.25 |
534.50 |
519.00 |
520.00 |
-7.00 |
5,790 |
28,311 |
+1,827 |
| Dec09 |
090709 |
529.75 |
544.00 |
529.00 |
530.00 |
-6.50 |
15,404 |
63,615 |
+839 |
| Jan10 |
090709 |
549.50 |
550.50 |
538.75 |
539.75 |
-6.50 |
3,500 |
32,738 |
+1,281 |
| Feb10 |
090709 |
560.75 |
560.75 |
547.50 |
548.25 |
-6.25 |
1,730 |
16,365 |
+940 |
| Mar10 |
090709 |
568.50 |
569.50 |
555.75 |
556.50 |
-5.50 |
401 |
17,184 |
-128 |
| Apr10 |
090709 |
576.00 |
577.00 |
563.75 |
564.50 |
-4.75 |
440 |
9,031 |
-34 |
| Total Volume and Open Interest |
184,533 |
494,135 |
+4,218 |
| Ethanol(CBOT) |
| Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
| Aug09 |
090709 |
1.485 |
1.490 |
1.480 |
1.490 |
+0.007 |
43 |
653 |
+5 |
| Sep09 |
090709 |
1.475 |
1.480 |
1.470 |
1.478 |
+0.012 |
25 |
508 |
+9 |
| Oct09 |
090709 |
1.475 |
1.475 |
1.460 |
1.471 |
+0.009 |
16 |
331 |
+13 |
| Nov09 |
090709 |
1.470 |
1.470 |
1.470 |
1.470 |
+0.015 |
4 |
304 |
+1 |
| Dec09 |
090709 |
1.475 |
1.475 |
1.455 |
1.472 |
+0.018 |
10 |
395 |
+5 |
| Jan10 |
090709 |
1.460 |
1.475 |
1.460 |
1.472 |
+0.012 |
11 |
434 |
+5 |
| Feb10 |
090709 |
1.470 |
1.490 |
1.470 |
1.482 |
+0.020 |
13 |
480 |
+8 |
| Total Volume and Open Interest |
186 |
4,131 |
+70 |
| US Dollar Index(ICE) |
| Sep09 |
090709 |
80.925 |
81.105 |
79.880 |
80.050 |
-0.955 |
4,809 |
18,136 |
-381 |
| Dec09 |
090709 |
80.675 |
80.675 |
80.380 |
80.395 |
-0.955 |
8 |
2,108 |
+0 |
| Mar10 |
090709 |
80.670 |
80.670 |
80.670 |
80.670 |
-0.955 |
|
|
|
| Total Volume and Open Interest |
4,817 |
20,244 |
-381 |
| Australian Dollar(CME) |
| Sep09 |
090709 |
77.62 |
78.29 |
76.99 |
78.08 |
+1.09 |
65,914 |
86,233 |
+1,282 |
| Dec09 |
090709 |
76.70 |
77.71 |
76.49 |
77.58 |
+1.09 |
22 |
306 |
+5 |
| Mar10 |
090709 |
77.09 |
77.09 |
76.01 |
77.09 |
+1.08 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
65,936 |
86,555 |
+1,287 |
| British Pound(CME) |
| Sep09 |
090709 |
160.57 |
163.80 |
160.26 |
163.57 |
+3.32 |
87,007 |
86,800 |
-2,135 |
| Dec09 |
090709 |
161.00 |
163.71 |
160.28 |
163.54 |
+3.31 |
31 |
279 |
+10 |
| Mar10 |
090709 |
163.50 |
163.50 |
160.20 |
163.50 |
+3.30 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
87,038 |
87,105 |
-2,125 |
| Canadian Dollar(CME) |
| Sep09 |
090709 |
85.72 |
86.62 |
85.66 |
86.15 |
+0.74 |
46,030 |
77,137 |
+1,366 |
| Dec09 |
090709 |
86.30 |
86.62 |
85.43 |
86.17 |
+0.74 |
62 |
2,222 |
+17 |
| Mar10 |
090709 |
86.20 |
86.62 |
85.46 |
86.19 |
+0.73 |
1 |
496 |
+1 |
| Jun10 |
090709 |
86.10 |
86.47 |
85.49 |
86.22 |
+0.73 |
0 |
114 |
+0 |
| Total Volume and Open Interest |
46,102 |
80,132 |
+1,387 |
| Japanese Yen(CME) |
| Sep09 |
090709 |
107.95 |
108.32 |
106.91 |
107.57 |
-0.71 |
77,704 |
89,688 |
-1,000 |
| Dec09 |
090709 |
108.02 |
108.40 |
107.04 |
107.68 |
-0.72 |
12 |
166 |
+0 |
| Mar10 |
090709 |
107.85 |
108.57 |
107.44 |
107.85 |
-0.72 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
77,716 |
89,874 |
-1,000 |
| Swiss Franc(CME) |
| Sep09 |
090709 |
91.71 |
93.10 |
91.68 |
92.85 |
+1.20 |
38,130 |
33,199 |
+299 |
| Dec09 |
090709 |
92.97 |
93.19 |
91.76 |
92.97 |
+1.21 |
6 |
97 |
-2 |
| Mar10 |
090709 |
93.12 |
93.13 |
91.92 |
93.12 |
+1.20 |
|
|
|
| Total Volume and Open Interest |
38,136 |
33,296 |
+297 |
| EuroFX(CME) |
| Sep09 |
090709 |
138.74 |
140.74 |
138.58 |
140.35 |
+1.85 |
206,072 |
120,028 |
+1,079 |
| Dec09 |
090709 |
139.20 |
140.69 |
138.48 |
140.32 |
+1.84 |
720 |
1,509 |
-17 |
| Mar10 |
090709 |
140.32 |
140.45 |
138.48 |
140.32 |
+1.84 |
1 |
337 |
+1 |
| Total Volume and Open Interest |
206,793 |
121,877 |
+1,063 |
| Mexican Peso(CME) |
| Jul09 |
090709 |
739.5 |
739.5 |
736.8 |
739.5 |
+2.8 |
|
|
|
| Aug09 |
090709 |
735.5 |
735.5 |
732.8 |
735.5 |
+2.8 |
|
|
|
| Total Volume and Open Interest |
11,047 |
61,928 |
-1,116 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090709 |
120~290 |
120~290 |
119~055 |
119~110 |
-1~290 |
194,226 |
718,067 |
+13,756 |
| Dec09 |
090709 |
119~000 |
119~305 |
118~000 |
118~020 |
-1~285 |
35 |
594 |
+7 |
| Mar10 |
090709 |
117~030 |
118~315 |
117~030 |
117~030 |
-1~285 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
194,261 |
718,705 |
+13,763 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090709 |
118~145 |
118~150 |
117~225 |
117~275 |
-0~245 |
691,052 |
1,047,455 |
-13,898 |
| Dec09 |
090709 |
117~055 |
117~080 |
116~155 |
116~155 |
-0~245 |
5 |
41 |
-2 |
| Mar10 |
090709 |
115~155 |
116~080 |
115~155 |
115~155 |
-0~245 |
|
|
|
| Total Volume and Open Interest |
691,057 |
1,047,496 |
-13,900 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090709 |
116~054 |
116~056 |
115~112 |
115~125 |
-0~069 |
284,865 |
778,839 |
+8,464 |
| Dec09 |
090709 |
114~081 |
115~022 |
114~081 |
114~081 |
-0~069 |
0 |
500 |
+0 |
| Mar10 |
090709 |
114~081 |
115~022 |
114~081 |
114~081 |
-0~069 |
|
|
|
| Total Volume and Open Interest |
284,865 |
779,339 |
+8,464 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090709 |
108~064 |
108~064 |
108~064 |
108~064 |
-0~004 |
7,330 |
585,191 |
+24,408 |
| Dec09 |
090709 |
108~003 |
108~011 |
108~003 |
108~003 |
-0~008 |
1 |
2 |
+1 |
| Mar10 |
090709 |
108~003 |
108~011 |
108~003 |
108~003 |
-0~008 |
|
|
|
| Total Volume and Open Interest |
129,071 |
585,193 |
+24,409 |
| Eurodollars(CME) |
| Sep09 |
090709 |
99.455 |
99.460 |
99.430 |
99.450 |
-0.005 |
128,389 |
1,022,607 |
-22,044 |
| Dec09 |
090709 |
99.240 |
99.265 |
99.225 |
99.260 |
unch |
172,347 |
920,026 |
-1,345 |
| Mar10 |
090709 |
99.050 |
99.080 |
99.025 |
99.070 |
-0.015 |
236,304 |
860,771 |
+8,485 |
| Jun10 |
090709 |
98.775 |
98.800 |
98.740 |
98.780 |
-0.035 |
178,413 |
591,849 |
+7,854 |
| Sep10 |
090709 |
98.470 |
98.485 |
98.425 |
98.455 |
-0.055 |
259,200 |
552,680 |
+7,049 |
| Dec10 |
090709 |
98.110 |
98.120 |
98.050 |
98.070 |
-0.075 |
187,608 |
652,058 |
+11,662 |
| Mar11 |
090709 |
97.775 |
97.795 |
97.705 |
97.725 |
-0.090 |
149,349 |
349,321 |
-1,751 |
| Jun11 |
090709 |
97.445 |
97.455 |
97.350 |
97.375 |
-0.100 |
100,896 |
336,434 |
-6,700 |
| Sep11 |
090709 |
97.145 |
97.150 |
97.030 |
97.055 |
-0.115 |
51,503 |
226,207 |
+2,445 |
| Dec11 |
090709 |
96.860 |
96.860 |
96.730 |
96.755 |
-0.130 |
43,826 |
143,721 |
+1,260 |
| Mar12 |
090709 |
96.660 |
96.665 |
96.530 |
96.550 |
-0.135 |
36,027 |
102,938 |
-1,170 |
| Jun12 |
090709 |
96.465 |
96.465 |
96.335 |
96.355 |
-0.145 |
35,802 |
108,224 |
-1,644 |
| Sep12 |
090709 |
96.300 |
96.300 |
96.175 |
96.195 |
-0.150 |
11,502 |
67,578 |
+51 |
| Dec12 |
090709 |
96.125 |
96.125 |
96.020 |
96.035 |
-0.155 |
10,519 |
58,124 |
-521 |
| Mar13 |
090709 |
96.040 |
96.040 |
95.915 |
95.935 |
-0.155 |
8,983 |
66,110 |
+770 |
| Jun13 |
090709 |
95.940 |
95.940 |
95.795 |
95.815 |
-0.160 |
6,770 |
32,850 |
-51 |
| Sep13 |
090709 |
95.785 |
95.790 |
95.685 |
95.710 |
-0.160 |
3,332 |
39,935 |
-95 |
| Dec13 |
090709 |
95.635 |
95.670 |
95.570 |
95.585 |
-0.165 |
2,627 |
29,924 |
+40 |
| Total Volume and Open Interest |
1,651,192 |
6,412,619 |
+5,238 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090709 |
99.815 |
99.820 |
99.815 |
99.817 |
+0.002 |
3,134 |
58,296 |
+2,089 |
| Aug09 |
090709 |
99.805 |
99.810 |
99.805 |
99.805 |
unch |
744 |
44,447 |
-126 |
| Sep09 |
090709 |
99.790 |
99.795 |
99.785 |
99.790 |
unch |
598 |
32,372 |
+12 |
| Oct09 |
090709 |
99.770 |
99.780 |
99.765 |
99.775 |
+0.005 |
1,363 |
33,757 |
-134 |
| Nov09 |
090709 |
99.735 |
99.740 |
99.730 |
99.735 |
unch |
1,879 |
60,248 |
-432 |
| Dec09 |
090709 |
99.705 |
99.715 |
99.705 |
99.710 |
unch |
1,561 |
37,142 |
+10 |
| Total Volume and Open Interest |
21,671 |
377,081 |
+880 |
| 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 |
090709 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090709 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
| Mar10 |
090709 |
99.54 |
99.57 |
99.54 |
99.57 |
+0.03 |
|
|
|
| Jun10 |
090709 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Sep10 |
090709 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Dec10 |
090709 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
| Mar11 |
090709 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
| Jun11 |
090709 |
99.27 |
99.27 |
99.27 |
99.27 |
unch |
|
|
|
| Sep11 |
090709 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
| Dec11 |
090709 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090709 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
15 |
10,492 |
+12 |
| Dec09 |
090709 |
99.54 |
99.54 |
99.53 |
99.53 |
+0.00 |
200 |
3,227 |
+200 |
| Mar10 |
090709 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.00 |
2 |
2,525 |
+0 |
| Jun10 |
090709 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
95 |
1,113 |
+0 |
| Sep10 |
090709 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
0 |
281 |
+0 |
| Dec10 |
090709 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.01 |
0 |
252 |
+0 |
| Mar11 |
090709 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.00 |
0 |
412 |
+0 |
| Jun11 |
090709 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.00 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
312 |
19,926 |
+49 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090709 |
138.94 |
138.99 |
138.57 |
138.66 |
-0.06 |
1,204 |
12,487 |
-340 |
| Dec09 |
090709 |
138.27 |
138.27 |
138.27 |
138.27 |
-0.06 |
0 |
1 |
+0 |
| Mar10 |
090709 |
138.04 |
138.04 |
138.04 |
138.04 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
1,204 |
13,757 |
+1,269 |
| Euro-Bund(EUREX) |
| Sep09 |
090709 |
122.25 |
122.32 |
121.73 |
121.98 |
-0.18 |
534,269 |
901,527 |
+17,469 |
| Dec09 |
090709 |
120.86 |
120.86 |
120.50 |
120.63 |
-0.19 |
74 |
94 |
+35 |
| Mar10 |
090709 |
120.26 |
120.26 |
120.26 |
120.26 |
-0.18 |
|
|
|
| Total Volume and Open Interest |
534,343 |
901,621 |
+17,504 |
| Euro-Bobl(EUREX) |
| Sep09 |
090709 |
116.33 |
116.37 |
116.01 |
116.13 |
+0.68 |
214,935 |
674,563 |
+22,239 |
| Dec09 |
090709 |
114.69 |
114.82 |
114.67 |
114.76 |
-0.16 |
218 |
67 |
+35 |
| Mar10 |
090709 |
114.53 |
114.53 |
114.53 |
114.53 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
318,296 |
694,026 |
+15,129 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090615 |
98.785 |
98.820 |
98.780 |
98.810 |
+0.035 |
0 |
14,453 |
-137 |
| Dec09 |
090709 |
98.945 |
98.945 |
98.925 |
98.935 |
unch |
37 |
5,429 |
-2 |
| Mar10 |
090709 |
98.830 |
98.830 |
98.830 |
98.830 |
-0.005 |
252 |
2,851 |
+76 |
| Total Volume and Open Interest |
597 |
33,661 |
-121 |
| Long Gilt(LIFFE) |
| Sep09 |
090629 |
118~02 |
118~28 |
118~02 |
118~24 |
+0~20 |
71,825 |
219,335 |
-1,488 |
| Dec09 |
090709 |
117~18 |
117~18 |
117~18 |
117~18 |
-1~14 |
|
|
|
| Total Volume and Open Interest |
73,023 |
210,684 |
+1,171 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090709 |
99.05 |
99.07 |
99.00 |
99.02 |
-0.02 |
36,706 |
255,875 |
-6,239 |
| Dec09 |
090709 |
98.86 |
98.90 |
98.80 |
98.82 |
-0.05 |
47,204 |
269,417 |
-4,678 |
| Mar10 |
090709 |
98.65 |
98.69 |
98.52 |
98.57 |
-0.08 |
45,099 |
347,402 |
+1,433 |
| Jun10 |
090709 |
98.27 |
98.30 |
98.11 |
98.16 |
-0.09 |
45,759 |
304,163 |
-2,510 |
| Sep10 |
090709 |
97.82 |
97.86 |
97.64 |
97.71 |
-0.10 |
49,797 |
278,138 |
+6,167 |
| Dec10 |
090709 |
97.30 |
97.34 |
97.12 |
97.21 |
-0.08 |
44,652 |
230,162 |
+9,499 |
| Total Volume and Open Interest |
328,097 |
2,112,164 |
+9,349 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090709 |
99.065 |
99.085 |
99.060 |
99.070 |
+0.005 |
108,239 |
698,949 |
+9,879 |
| Dec09 |
090709 |
98.940 |
98.950 |
98.915 |
98.935 |
unch |
69,167 |
510,665 |
-2,191 |
| Mar10 |
090709 |
98.845 |
98.850 |
98.805 |
98.825 |
-0.010 |
75,840 |
467,146 |
-3,551 |
| Total Volume and Open Interest |
572,715 |
3,222,924 |
+9,619 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090709 |
96.91 |
96.95 |
96.87 |
96.91 |
-0.01 |
18,114 |
292,158 |
+2,359 |
| Dec09 |
090709 |
96.83 |
96.90 |
96.80 |
96.84 |
+0.01 |
12,495 |
213,413 |
-745 |
| Mar10 |
090709 |
96.54 |
96.63 |
96.52 |
96.57 |
+0.03 |
7,561 |
128,813 |
+1,588 |
| Jun10 |
090709 |
96.13 |
96.21 |
96.12 |
96.16 |
+0.03 |
3,939 |
78,701 |
-1,479 |
| Sep10 |
090709 |
95.68 |
95.77 |
95.66 |
95.73 |
+0.04 |
2,822 |
50,449 |
+673 |
| Dec10 |
090709 |
95.27 |
95.37 |
95.27 |
95.36 |
+0.05 |
1,537 |
31,624 |
-91 |
| Mar11 |
090709 |
94.97 |
95.03 |
94.94 |
95.03 |
+0.04 |
1,421 |
18,634 |
+379 |
| Jun11 |
090709 |
94.68 |
94.74 |
94.67 |
94.74 |
+0.06 |
489 |
10,664 |
-113 |
| Sep11 |
090709 |
94.45 |
94.46 |
94.45 |
94.46 |
+0.05 |
510 |
3,258 |
-174 |
| Dec11 |
090709 |
94.15 |
94.27 |
94.15 |
94.20 |
+0.05 |
220 |
667 |
-180 |
| Total Volume and Open Interest |
49,108 |
829,249 |
+2,217 |
| 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 |
090709 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
35,735 |
336,663 |
+8,292 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090709 |
95.62 |
95.77 |
95.61 |
95.69 |
+0.06 |
121,951 |
500,570 |
+22,060 |
| Dec09 |
090709 |
95.69 |
95.69 |
95.69 |
95.69 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
121,951 |
500,570 |
+22,060 |
| Gold(CMX) |
| Aug09 |
090709 |
909.3 |
918.9 |
906.2 |
916.2 |
+6.9 |
78,415 |
212,364 |
-3,498 |
| Oct09 |
090709 |
910.0 |
920.0 |
909.3 |
917.7 |
+7.0 |
1,054 |
12,514 |
+119 |
| Dec09 |
090709 |
911.0 |
921.7 |
910.0 |
919.1 |
+7.1 |
7,381 |
60,768 |
+1,466 |
| Feb10 |
090709 |
915.7 |
920.2 |
914.0 |
920.2 |
+7.2 |
217 |
16,336 |
-9 |
| Apr10 |
090709 |
920.0 |
923.8 |
915.0 |
921.3 |
+7.3 |
605 |
16,597 |
+32 |
| Jun10 |
090709 |
921.4 |
922.5 |
918.2 |
922.5 |
+7.3 |
457 |
9,197 |
+25 |
| Aug10 |
090709 |
924.0 |
924.0 |
924.0 |
924.0 |
+7.3 |
329 |
3,884 |
+207 |
| Oct10 |
090709 |
925.8 |
925.8 |
925.8 |
925.8 |
+7.3 |
1 |
1,536 |
+0 |
| Dec10 |
090709 |
920.3 |
927.8 |
920.3 |
927.8 |
+7.3 |
92 |
13,432 |
+48 |
| Feb11 |
090709 |
930.2 |
930.2 |
930.2 |
930.2 |
+7.4 |
0 |
12 |
+0 |
| Apr11 |
090709 |
932.9 |
932.9 |
932.9 |
932.9 |
+7.4 |
|
|
|
| Jun11 |
090709 |
280.5 |
280.5 |
280.5 |
280.5 |
+7.4 |
20 |
9,132 |
-18 |
| Total Volume and Open Interest |
88,693 |
372,985 |
-1,632 |
| Silver(CMX) |
| Jul09 |
090709 |
1284.0 |
1292.4 |
1278.5 |
1292.4 |
+8.3 |
141 |
703 |
-417 |
| Sep09 |
090709 |
1285.5 |
1297.5 |
1276.0 |
1293.5 |
+8.3 |
15,365 |
57,564 |
-269 |
| Dec09 |
090709 |
1291.0 |
1300.0 |
1281.5 |
1297.2 |
+8.5 |
882 |
21,033 |
+46 |
| Mar10 |
090709 |
1300.0 |
1300.0 |
1286.0 |
1299.9 |
+8.5 |
53 |
6,819 |
+36 |
| May10 |
090709 |
1290.5 |
1301.7 |
1290.5 |
1301.7 |
+8.6 |
14 |
2,566 |
+0 |
| Jul10 |
090709 |
1298.0 |
1303.5 |
1297.0 |
1303.5 |
+8.7 |
17 |
2,925 |
-13 |
| Sep10 |
090709 |
1305.4 |
1305.4 |
1305.4 |
1305.4 |
+8.8 |
0 |
159 |
+0 |
| Total Volume and Open Interest |
16,573 |
100,376 |
-619 |
| Platinum(NYMEX) |
| Jul09 |
090709 |
1103.4 |
1109.5 |
1102.3 |
1104.0 |
+8.7 |
6 |
77 |
-104 |
| Oct09 |
090709 |
1104.5 |
1117.0 |
1093.2 |
1110.5 |
+8.7 |
2,488 |
21,676 |
-178 |
| Jan10 |
090709 |
1111.7 |
1115.4 |
1111.7 |
1115.4 |
+8.7 |
0 |
212 |
+0 |
| Total Volume and Open Interest |
2,494 |
21,965 |
-282 |
| Palladium(NYMEX) |
| Sep09 |
090709 |
234.05 |
239.50 |
234.05 |
235.75 |
+1.65 |
987 |
16,426 |
-65 |
| Dec09 |
090709 |
240.00 |
240.00 |
236.50 |
236.85 |
+1.65 |
39 |
392 |
+35 |
| Mar10 |
090709 |
238.35 |
238.35 |
238.35 |
238.35 |
+1.65 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,026 |
16,819 |
-30 |
| Copper(CMX) |
| Jul09 |
090709 |
214.80 |
222.65 |
214.80 |
222.65 |
+7.85 |
711 |
3,340 |
-491 |
| Sep09 |
090709 |
216.30 |
224.35 |
215.50 |
223.75 |
+7.85 |
15,450 |
72,249 |
-348 |
| Dec09 |
090709 |
218.60 |
225.60 |
218.60 |
225.10 |
+7.70 |
1,034 |
13,425 |
+343 |
| Mar10 |
090709 |
222.85 |
225.90 |
220.85 |
225.75 |
+7.55 |
95 |
2,416 |
+46 |
| May10 |
090709 |
221.10 |
225.85 |
221.10 |
225.85 |
+7.45 |
2 |
620 |
+2 |
| Total Volume and Open Interest |
18,293 |
102,426 |
-379 |
| Aluminum(CMX) |
| Jul09 |
090709 |
73.25 |
73.25 |
73.25 |
73.25 |
+1.50 |
|
|
|
| Aug09 |
090709 |
73.75 |
73.75 |
73.75 |
73.75 |
+1.50 |
|
|
|
| Sep09 |
090709 |
74.25 |
74.25 |
74.25 |
74.25 |
+1.50 |
|
|
|
| Oct09 |
090709 |
2.66 |
2.66 |
2.66 |
2.66 |
+1.50 |
|
|
|
| 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 |
090709 |
8136 |
8186 |
8092 |
8134 |
+18 |
1,206 |
8,867 |
+595 |
| Dec09 |
090709 |
8075 |
8075 |
8057 |
8075 |
+18 |
52 |
47 |
+4 |
| Mar10 |
090709 |
8038 |
8038 |
8020 |
8038 |
+18 |
1 |
2 |
+1 |
| Jun10 |
090709 |
7984 |
7984 |
7966 |
7984 |
+18 |
|
|
|
| Total Volume and Open Interest |
1,259 |
8,916 |
+600 |
| S & P 500(CME) |
| Sep09 |
090709 |
873.70 |
884.50 |
873.70 |
878.90 |
+5.20 |
20,626 |
378,905 |
+1,469 |
| Dec09 |
090709 |
876.00 |
878.20 |
872.50 |
874.40 |
+5.20 |
86 |
6,701 |
-1 |
| Mar10 |
090709 |
870.20 |
874.00 |
869.00 |
870.20 |
+5.20 |
0 |
3,172 |
+0 |
| Jun10 |
090709 |
867.20 |
871.00 |
866.00 |
867.20 |
+5.20 |
0 |
6 |
-2 |
| Total Volume and Open Interest |
20,712 |
388,792 |
+1,466 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090709 |
874.00 |
884.50 |
873.75 |
879.00 |
+5.25 |
1,930,545 |
2,395,011 |
+30,935 |
| Dec09 |
090709 |
869.25 |
879.75 |
869.25 |
874.50 |
+5.25 |
2,336 |
11,760 |
+1,604 |
| Total Volume and Open Interest |
1,932,881 |
2,406,813 |
+32,539 |
| NASDAQ 100(CME) |
| Sep09 |
090709 |
1409.80 |
1422.00 |
1406.00 |
1413.50 |
+6.50 |
2,081 |
15,118 |
+943 |
| Dec09 |
090709 |
1407.00 |
1411.50 |
1407.00 |
1411.50 |
+6.20 |
0 |
12 |
+0 |
| Mar10 |
090709 |
1410.50 |
1410.50 |
1406.30 |
1410.50 |
+6.20 |
|
|
|
| Total Volume and Open Interest |
2,081 |
15,130 |
+943 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090709 |
1407.00 |
1421.30 |
1406.50 |
1413.50 |
+6.50 |
286,819 |
247,335 |
+10,501 |
| Dec09 |
090709 |
1410.00 |
1418.80 |
1405.50 |
1411.50 |
+6.20 |
73 |
630 |
+28 |
| Total Volume and Open Interest |
286,902 |
247,976 |
+10,532 |
| S & P Midcap 400(CME) |
| Sep09 |
090709 |
547.00 |
549.50 |
543.00 |
546.20 |
+2.70 |
5 |
2,559 |
+1 |
| Dec09 |
090709 |
544.20 |
544.20 |
543.50 |
544.20 |
+2.70 |
|
|
|
| Mar10 |
090709 |
542.20 |
542.20 |
541.50 |
542.20 |
+2.70 |
|
|
|
| Total Volume and Open Interest |
5 |
2,559 |
+1 |
| Russell 2000(CME) |
| Sep09 |
090709 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
40 |
5,629 |
+34 |
| Dec09 |
090709 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,223 |
+3 |
| Mar10 |
090709 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,421 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090709 |
9325 |
9385 |
9270 |
9335 |
-95 |
100,587 |
153,619 |
+2,513 |
| Dec09 |
090709 |
9290 |
9290 |
9290 |
9290 |
-95 |
2 |
932 |
+1 |
| Total Volume and Open Interest |
101,834 |
165,859 |
+3,154 |
| Nikkei 225(SGX) |
| Sep09 |
090709 |
9325 |
9385 |
9270 |
9335 |
-95 |
100,587 |
153,619 |
+2,513 |
| Dec09 |
090709 |
9290 |
9290 |
9290 |
9290 |
-95 |
2 |
932 |
+1 |
| Mar10 |
090709 |
9310 |
9310 |
9310 |
9310 |
-95 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
101,834 |
165,859 |
+3,154 |
| CAC 40(EURONEXT) |
| Jul09 |
090709 |
3014.0 |
3059.0 |
3011.0 |
3024.0 |
+15.0 |
102,539 |
391,505 |
-1,872 |
| Aug09 |
090709 |
3016.0 |
3052.5 |
3016.0 |
3023.5 |
+14.5 |
55 |
1,888 |
+48 |
| Sep09 |
090709 |
3013.0 |
3052.0 |
3010.5 |
3018.0 |
+14.5 |
2,000 |
39,386 |
+112 |
| Total Volume and Open Interest |
104,594 |
435,534 |
-1,712 |
| Hang Seng Index(HKFE) |
| Jul09 |
090709 |
17743 |
17837 |
17480 |
17763 |
+50 |
71,349 |
76,564 |
+2,826 |
| Aug09 |
090709 |
17742 |
17797 |
17450 |
17742 |
+50 |
680 |
5,836 |
+5,191 |
| Sep09 |
090709 |
17710 |
17710 |
17405 |
17636 |
+38 |
114 |
2,389 |
+29 |
| Total Volume and Open Interest |
72,143 |
85,473 |
+8,031 |
| DAX(EUREX) |
| Sep09 |
090709 |
4590.5 |
4671.5 |
4588.5 |
4622.0 |
+56.5 |
140,892 |
135,973 |
-803 |
| Dec09 |
090709 |
4621.0 |
4673.5 |
4614.0 |
4626.0 |
+57.0 |
382 |
8,439 |
+76 |
| Mar10 |
090709 |
4629.0 |
4679.0 |
4628.5 |
4633.5 |
+56.5 |
28 |
543 |
-2 |
| Total Volume and Open Interest |
141,302 |
144,955 |
-729 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090709 |
4110.00 |
4153.50 |
4104.50 |
4116.00 |
+14.50 |
89,034 |
615,788 |
+1,246 |
| Dec09 |
090709 |
4094.50 |
4116.50 |
4085.00 |
4087.00 |
+14.00 |
250 |
4,153 |
-59 |
| Mar10 |
090709 |
4073.00 |
4084.50 |
4055.00 |
4055.00 |
+14.50 |
70 |
220 |
+0 |
| Total Volume and Open Interest |
89,354 |
620,161 |
+1,187 |
| SPI 200(SFE) |
| Sep09 |
090709 |
3740.0 |
3750.0 |
3684.0 |
3735.0 |
+10.0 |
33,939 |
233,306 |
+5,839 |
| Dec09 |
090709 |
3745.0 |
3745.0 |
3725.0 |
3741.0 |
+10.0 |
10 |
3,495 |
+1 |
| Mar10 |
090709 |
3717.0 |
3717.0 |
3717.0 |
3717.0 |
+10.0 |
158 |
4,317 |
-27 |
| Total Volume and Open Interest |
34,107 |
241,393 |
+5,813 |
| GSCI(CME) |
| Jul09 |
090709 |
407.25 |
407.80 |
398.75 |
403.30 |
+3.30 |
660 |
15,498 |
-101 |
| Aug09 |
090709 |
414.00 |
416.00 |
404.50 |
408.50 |
+3.35 |
61 |
232 |
+56 |
| Sep09 |
090709 |
415.00 |
418.00 |
410.00 |
415.00 |
+4.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
721 |
15,732 |
-45 |
| 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. |
|
|