|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri July 10, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul09 |
090710 |
1110.00 |
1137.00 |
1072.25 |
1128.25 |
+17.75 |
2,531 |
1,997 |
-970 |
Aug09 |
090710 |
1047.00 |
1057.50 |
1015.00 |
1044.75 |
-2.75 |
41,713 |
63,816 |
-2,205 |
Sep09 |
090710 |
973.00 |
981.00 |
944.50 |
971.75 |
-1.25 |
12,016 |
23,166 |
+1,578 |
Nov09 |
090710 |
920.00 |
924.00 |
888.25 |
917.00 |
+1.00 |
109,525 |
241,966 |
-1,338 |
Jan10 |
090710 |
924.00 |
930.75 |
898.00 |
925.50 |
+1.75 |
5,938 |
28,748 |
+1,730 |
Mar10 |
090710 |
929.00 |
933.50 |
900.75 |
929.25 |
+2.75 |
2,718 |
18,969 |
-99 |
May10 |
090710 |
926.25 |
927.00 |
900.50 |
926.50 |
+5.75 |
2,606 |
10,530 |
-117 |
Total Volume and Open Interest |
182,544 |
424,113 |
-1,565 |
Soybean Meal(CBOT) |
Jul09 |
090710 |
374.50 |
377.50 |
362.00 |
372.30 |
+0.80 |
1,594 |
2,050 |
-1,177 |
Aug09 |
090710 |
348.10 |
351.00 |
335.10 |
344.80 |
-2.20 |
21,732 |
32,205 |
+181 |
Sep09 |
090710 |
324.00 |
325.30 |
312.00 |
320.80 |
-2.20 |
8,095 |
25,937 |
+616 |
Oct09 |
090710 |
297.20 |
298.30 |
286.70 |
296.30 |
-0.40 |
4,115 |
19,826 |
+607 |
Dec09 |
090710 |
290.60 |
291.70 |
279.50 |
289.30 |
-0.70 |
27,792 |
74,593 |
-531 |
Jan10 |
090710 |
277.20 |
285.10 |
275.20 |
285.10 |
-0.40 |
598 |
6,893 |
+201 |
Mar10 |
090710 |
277.30 |
283.60 |
274.10 |
283.60 |
unch |
804 |
5,990 |
+145 |
May10 |
090710 |
281.40 |
281.60 |
272.70 |
281.60 |
+1.00 |
567 |
7,102 |
+63 |
Total Volume and Open Interest |
66,682 |
180,301 |
+528 |
Soybean Oil(CBOT) |
Jul09 |
090710 |
32.52 |
32.72 |
32.08 |
32.70 |
+0.12 |
3,815 |
3,382 |
-494 |
Aug09 |
090710 |
32.85 |
33.05 |
32.18 |
32.84 |
+0.11 |
25,812 |
45,868 |
+202 |
Sep09 |
090710 |
33.02 |
33.17 |
32.33 |
32.98 |
+0.11 |
14,503 |
34,591 |
+186 |
Oct09 |
090710 |
33.03 |
33.65 |
32.40 |
33.14 |
+0.12 |
5,342 |
17,322 |
-129 |
Dec09 |
090710 |
33.98 |
33.98 |
32.82 |
33.47 |
+0.09 |
41,443 |
108,204 |
+2,354 |
Jan10 |
090710 |
33.82 |
34.01 |
33.17 |
33.82 |
+0.08 |
1,314 |
11,218 |
+642 |
Mar10 |
090710 |
34.00 |
34.10 |
33.42 |
34.07 |
+0.07 |
920 |
6,827 |
+102 |
May10 |
090710 |
33.86 |
34.29 |
33.54 |
34.16 |
+0.07 |
780 |
5,410 |
+61 |
Total Volume and Open Interest |
94,675 |
244,989 |
+3,080 |
Canola(WCE) |
Jul09 |
090710 |
423.6 |
423.6 |
422.7 |
423.6 |
+0.9 |
0 |
621 |
+0 |
Nov09 |
090710 |
425.0 |
426.0 |
415.8 |
425.6 |
+0.9 |
8,943 |
80,040 |
-3,731 |
Jan10 |
090710 |
423.4 |
430.5 |
419.5 |
429.7 |
+0.4 |
513 |
9,131 |
+120 |
Mar10 |
090710 |
433.8 |
435.0 |
431.0 |
434.2 |
-0.2 |
17 |
1,772 |
+7 |
May10 |
090710 |
435.7 |
435.9 |
435.7 |
435.7 |
-0.2 |
0 |
510 |
+0 |
Total Volume and Open Interest |
9,674 |
92,676 |
-3,605 |
Corn(CBOT) |
Jul09 |
090710 |
343.50 |
347.75 |
337.00 |
345.50 |
+2.00 |
2,466 |
2,579 |
-1,231 |
Sep09 |
090710 |
331.50 |
334.25 |
318.50 |
328.25 |
-1.25 |
55,817 |
269,868 |
-1,076 |
Dec09 |
090710 |
342.00 |
345.00 |
328.00 |
338.00 |
-2.00 |
97,880 |
411,332 |
-4,339 |
Mar10 |
090710 |
356.00 |
357.50 |
341.50 |
351.25 |
-2.00 |
11,567 |
69,888 |
+412 |
May10 |
090710 |
362.50 |
366.50 |
351.00 |
360.50 |
-1.75 |
3,433 |
17,438 |
+359 |
Jul10 |
090710 |
372.75 |
375.00 |
359.25 |
369.25 |
-1.50 |
4,745 |
50,110 |
+523 |
Total Volume and Open Interest |
179,705 |
890,520 |
-6,062 |
Wheat(CBOT) |
Jul09 |
090710 |
494.50 |
495.25 |
487.75 |
491.75 |
-2.50 |
2,799 |
2,743 |
-1,869 |
Sep09 |
090710 |
522.25 |
523.75 |
514.25 |
518.75 |
-3.50 |
36,233 |
151,303 |
+719 |
Dec09 |
090710 |
549.25 |
549.75 |
540.50 |
545.25 |
-3.25 |
17,969 |
99,986 |
-345 |
Mar10 |
090710 |
566.75 |
567.00 |
558.50 |
563.25 |
-2.75 |
2,420 |
13,941 |
+485 |
May10 |
090710 |
577.75 |
577.75 |
570.75 |
574.25 |
-3.25 |
149 |
1,842 |
+14 |
Total Volume and Open Interest |
61,339 |
314,496 |
-1,356 |
Wheat(KCBT) |
Jul09 |
090710 |
543.00 |
544.00 |
538.00 |
540.00 |
-3.00 |
73 |
777 |
-55 |
Sep09 |
090710 |
552.00 |
552.75 |
545.50 |
547.50 |
-4.00 |
9,730 |
41,440 |
+1,160 |
Dec09 |
090710 |
568.50 |
569.50 |
561.50 |
564.50 |
-4.00 |
2,875 |
31,309 |
+750 |
Mar10 |
090710 |
585.25 |
585.25 |
579.00 |
581.00 |
-3.75 |
420 |
4,987 |
+156 |
May10 |
090710 |
596.00 |
596.00 |
590.00 |
592.00 |
-3.75 |
140 |
1,163 |
+39 |
Total Volume and Open Interest |
13,521 |
90,790 |
+2,069 |
Wheat(MGE) |
Jul09 |
090710 |
602.50 |
602.50 |
602.50 |
602.50 |
-2.50 |
8 |
28 |
-4 |
Sep09 |
090710 |
607.50 |
608.75 |
600.75 |
602.75 |
-4.75 |
1,790 |
12,165 |
-296 |
Dec09 |
090710 |
617.00 |
617.25 |
610.00 |
612.50 |
-5.25 |
1,607 |
11,754 |
+486 |
Mar10 |
090710 |
625.00 |
628.00 |
621.50 |
623.75 |
-4.75 |
139 |
2,927 |
+38 |
May10 |
090710 |
631.50 |
634.00 |
627.75 |
630.25 |
-4.75 |
152 |
1,084 |
+77 |
Total Volume and Open Interest |
3,928 |
33,666 |
+351 |
Oats(CBOT) |
Jul09 |
090710 |
204.00 |
204.00 |
203.50 |
204.00 |
+0.50 |
6 |
11 |
-6 |
Sep09 |
090710 |
211.50 |
212.75 |
205.00 |
212.00 |
+0.50 |
97 |
3,760 |
-17 |
Dec09 |
090710 |
223.50 |
225.25 |
216.75 |
224.00 |
+0.50 |
139 |
8,480 |
+29 |
Mar10 |
090710 |
234.50 |
236.00 |
229.00 |
236.00 |
+0.50 |
2 |
1,302 |
+2 |
Total Volume and Open Interest |
244 |
13,641 |
+8 |
Rough Rice(CBOT) |
Jul09 |
090710 |
12.98 |
12.99 |
12.70 |
12.90 |
+0.40 |
5 |
98 |
-57 |
Sep09 |
090710 |
12.68 |
13.16 |
12.64 |
13.02 |
+0.35 |
85 |
4,978 |
+12 |
Nov09 |
090710 |
12.72 |
13.19 |
12.72 |
13.07 |
+0.35 |
63 |
1,997 |
-1 |
Jan10 |
090710 |
12.90 |
13.30 |
12.86 |
13.20 |
+0.34 |
11 |
268 |
+0 |
Total Volume and Open Interest |
182 |
7,855 |
-43 |
Live Cattle(CME) |
Aug09 |
090710 |
83.635 |
83.700 |
82.950 |
83.480 |
unch |
20,019 |
84,754 |
-7,212 |
Oct09 |
090710 |
88.600 |
88.900 |
88.150 |
88.650 |
-0.180 |
18,844 |
71,061 |
+1,991 |
Dec09 |
090710 |
88.750 |
89.000 |
88.135 |
88.900 |
+0.115 |
7,406 |
35,220 |
+627 |
Feb10 |
090710 |
88.230 |
88.850 |
88.035 |
88.700 |
unch |
3,603 |
13,186 |
+406 |
Apr10 |
090710 |
89.950 |
89.950 |
89.550 |
89.800 |
-0.400 |
738 |
6,484 |
+255 |
Jun10 |
090710 |
87.250 |
87.500 |
87.000 |
87.300 |
-0.600 |
291 |
2,009 |
+52 |
Total Volume and Open Interest |
50,955 |
212,958 |
-3,876 |
Feeder Cattle(CME) |
Aug09 |
090710 |
102.900 |
103.100 |
102.200 |
102.930 |
-0.020 |
3,410 |
13,052 |
-665 |
Sep09 |
090710 |
102.830 |
103.250 |
102.480 |
103.230 |
-0.070 |
1,628 |
4,187 |
+439 |
Oct09 |
090710 |
103.000 |
103.480 |
102.500 |
103.230 |
+0.130 |
1,737 |
5,322 |
-164 |
Nov09 |
090710 |
102.800 |
103.500 |
102.385 |
103.500 |
+0.615 |
216 |
1,359 |
+19 |
Jan10 |
090710 |
101.250 |
101.900 |
101.250 |
101.900 |
+0.150 |
42 |
419 |
+5 |
Mar10 |
090710 |
99.700 |
101.500 |
99.700 |
101.500 |
+0.500 |
6 |
66 |
+1 |
Apr10 |
090710 |
101.000 |
101.000 |
100.300 |
101.000 |
unch |
0 |
27 |
+0 |
Total Volume and Open Interest |
7,039 |
24,437 |
-365 |
Lean Hogs(CME) |
Jul09 |
090710 |
60.650 |
60.650 |
59.400 |
60.150 |
+0.450 |
2,753 |
6,802 |
-1,125 |
Aug09 |
090710 |
64.600 |
64.800 |
63.450 |
63.600 |
-0.100 |
17,372 |
53,635 |
-393 |
Oct09 |
090710 |
59.650 |
59.750 |
58.450 |
58.650 |
-0.335 |
13,167 |
36,878 |
+1,036 |
Dec09 |
090710 |
59.000 |
59.000 |
57.800 |
57.950 |
-0.200 |
6,668 |
24,153 |
+1,480 |
Feb10 |
090710 |
63.700 |
63.900 |
63.050 |
63.800 |
-0.280 |
2,052 |
7,053 |
+1,061 |
Apr10 |
090710 |
67.500 |
67.750 |
66.750 |
67.285 |
-0.565 |
864 |
4,025 |
+286 |
May10 |
090710 |
71.900 |
72.300 |
71.600 |
72.300 |
+0.100 |
145 |
390 |
+62 |
Jun10 |
090710 |
74.600 |
74.975 |
73.600 |
73.800 |
-0.630 |
155 |
2,196 |
+60 |
Total Volume and Open Interest |
43,292 |
136,018 |
+2,558 |
Pork Bellies(CME) |
Jul09 |
090710 |
61.000 |
61.850 |
60.250 |
61.850 |
+2.000 |
8 |
39 |
+1 |
Aug09 |
090710 |
60.580 |
62.000 |
60.580 |
62.000 |
+2.000 |
121 |
581 |
-9 |
Feb10 |
090710 |
85.000 |
85.700 |
83.700 |
85.500 |
+1.400 |
33 |
130 |
+11 |
Mar10 |
090710 |
83.100 |
83.500 |
83.100 |
83.500 |
+1.500 |
0 |
42 |
+0 |
May10 |
090710 |
86.500 |
86.500 |
86.500 |
86.500 |
unch |
|
|
|
Total Volume and Open Interest |
162 |
792 |
+3 |
Class III Milk(CME) |
Jul09 |
090710 |
9.98 |
9.98 |
9.88 |
9.88 |
-0.10 |
40 |
4,504 |
-69 |
Aug09 |
090710 |
10.41 |
10.49 |
10.32 |
10.35 |
-0.06 |
93 |
4,243 |
+12 |
Sep09 |
090710 |
11.15 |
11.23 |
11.04 |
11.17 |
-0.05 |
112 |
3,970 |
+53 |
Oct09 |
090710 |
12.03 |
12.08 |
11.92 |
12.03 |
-0.03 |
148 |
3,350 |
+30 |
Nov09 |
090710 |
12.96 |
13.03 |
12.85 |
12.94 |
-0.06 |
72 |
3,194 |
+29 |
Total Volume and Open Interest |
661 |
26,486 |
+125 |
Cocoa(ICE) |
Jul09 |
090710 |
2620 |
2625 |
2620 |
2625 |
+6 |
1 |
13 |
-10 |
Sep09 |
090710 |
2639 |
2671 |
2622 |
2645 |
-2 |
6,478 |
48,076 |
+365 |
Dec09 |
090710 |
2658 |
2695 |
2658 |
2670 |
unch |
1,353 |
29,458 |
+54 |
Mar10 |
090710 |
2672 |
2712 |
2672 |
2687 |
+4 |
649 |
17,026 |
+227 |
May10 |
090710 |
2691 |
2710 |
2683 |
2691 |
+2 |
64 |
4,081 |
+5 |
Jul10 |
090710 |
2698 |
2698 |
2697 |
2698 |
+1 |
24 |
3,592 |
-2 |
Sep10 |
090710 |
2701 |
2701 |
2701 |
2701 |
unch |
4 |
2,328 |
+4 |
Total Volume and Open Interest |
8,579 |
108,630 |
+645 |
Coffee "C"(ICE) |
Jul09 |
090710 |
112.00 |
112.30 |
112.00 |
112.30 |
-1.25 |
24 |
30 |
-22 |
Sep09 |
090710 |
115.75 |
117.20 |
113.35 |
114.40 |
-1.25 |
7,499 |
64,804 |
-1,201 |
Dec09 |
090710 |
118.85 |
119.95 |
116.40 |
117.45 |
-1.20 |
2,364 |
26,578 |
+146 |
Mar10 |
090710 |
121.75 |
122.50 |
119.30 |
120.40 |
-1.15 |
649 |
11,336 |
+127 |
May10 |
090710 |
122.25 |
122.60 |
121.35 |
122.35 |
-1.15 |
116 |
3,584 |
-4 |
Jul10 |
090710 |
124.25 |
124.25 |
123.25 |
124.25 |
-1.15 |
98 |
1,440 |
-17 |
Total Volume and Open Interest |
10,829 |
110,424 |
-954 |
Orange Juice(ICE) |
Jul09 |
090710 |
94.60 |
94.60 |
89.80 |
94.60 |
+4.80 |
21 |
21 |
+3 |
Sep09 |
090710 |
89.50 |
93.75 |
89.50 |
93.60 |
+4.20 |
1,775 |
20,573 |
-1,033 |
Nov09 |
090710 |
93.00 |
97.05 |
93.00 |
97.05 |
+4.40 |
203 |
6,078 |
-25 |
Jan10 |
090710 |
98.25 |
100.05 |
97.70 |
100.05 |
+4.40 |
38 |
1,204 |
+15 |
Mar10 |
090710 |
102.05 |
103.40 |
102.05 |
103.40 |
+4.45 |
20 |
987 |
+44 |
May10 |
090710 |
104.95 |
106.55 |
104.95 |
106.55 |
+4.50 |
11 |
124 |
+6 |
Total Volume and Open Interest |
2,068 |
29,222 |
-990 |
Sugar #11(ICE) |
Oct09 |
090710 |
16.92 |
17.39 |
16.88 |
17.27 |
+0.17 |
54,689 |
318,936 |
-8,609 |
Mar10 |
090710 |
18.34 |
18.69 |
18.17 |
18.55 |
+0.18 |
24,058 |
173,054 |
+8,740 |
May10 |
090710 |
17.81 |
18.18 |
17.75 |
18.08 |
+0.15 |
4,119 |
40,435 |
+696 |
Jul10 |
090710 |
17.48 |
17.70 |
17.34 |
17.60 |
+0.09 |
3,831 |
69,337 |
+1,258 |
Oct10 |
090710 |
17.15 |
17.55 |
17.15 |
17.40 |
+0.05 |
3,834 |
42,845 |
-490 |
Total Volume and Open Interest |
92,385 |
717,055 |
+1,917 |
Sugar #14(ICE) |
Sep09 |
090710 |
22.60 |
22.60 |
22.55 |
22.58 |
-0.02 |
153 |
2,311 |
-28 |
Total Volume and Open Interest |
153 |
2,311 |
-28 |
London Cocoa(LCE) |
Jul09 |
090710 |
1670 |
1695 |
1668 |
1678 |
+7 |
4,495 |
35,112 |
-1,990 |
Sep09 |
090710 |
1710 |
1725 |
1694 |
1709 |
+9 |
7,203 |
37,221 |
+1,042 |
Dec09 |
090710 |
1715 |
1726 |
1699 |
1711 |
+5 |
2,037 |
29,411 |
+182 |
Mar10 |
090710 |
1703 |
1723 |
1701 |
1710 |
+7 |
1,475 |
28,613 |
+62 |
May10 |
090710 |
1693 |
1716 |
1693 |
1701 |
+8 |
16 |
15,321 |
+3 |
Jul10 |
090710 |
1701 |
1701 |
1701 |
1701 |
+10 |
0 |
4,418 |
+0 |
Sep10 |
090710 |
1709 |
1709 |
1695 |
1695 |
+9 |
0 |
2,727 |
+0 |
Total Volume and Open Interest |
15,226 |
155,904 |
-701 |
London Coffee(LCE) |
London Sugar(LCE) |
Oct09 |
090710 |
456.40 |
466.30 |
453.00 |
465.50 |
+9.80 |
3,007 |
45,746 |
+334 |
Dec09 |
090710 |
465.20 |
474.90 |
463.40 |
473.80 |
+8.70 |
494 |
8,392 |
+11 |
Mar10 |
090710 |
476.70 |
484.20 |
474.20 |
482.70 |
+8.10 |
439 |
12,192 |
+181 |
May10 |
090710 |
474.90 |
478.10 |
474.90 |
476.30 |
+8.20 |
2 |
1,574 |
+2 |
Aug10 |
090710 |
470.00 |
471.40 |
467.40 |
470.50 |
+6.80 |
0 |
1,420 |
+0 |
Total Volume and Open Interest |
6,403 |
81,353 |
-207 |
Cotton(ICE) |
Oct09 |
090710 |
59.09 |
60.39 |
58.58 |
60.39 |
+1.28 |
78 |
2,659 |
-4 |
Dec09 |
090710 |
60.92 |
62.49 |
60.25 |
62.45 |
+1.32 |
4,705 |
94,043 |
-145 |
Mar10 |
090710 |
62.92 |
64.72 |
62.65 |
64.70 |
+1.10 |
520 |
11,910 |
+213 |
May10 |
090710 |
65.29 |
65.94 |
65.24 |
65.94 |
+0.96 |
17 |
616 |
+1 |
Jul10 |
090710 |
66.15 |
67.06 |
66.15 |
67.06 |
+0.88 |
100 |
1,911 |
+48 |
Oct10 |
090710 |
68.61 |
68.61 |
68.61 |
68.61 |
+0.73 |
0 |
9 |
+0 |
Total Volume and Open Interest |
5,487 |
113,338 |
+71 |
Lumber(CME) |
Jul09 |
090710 |
175.1 |
178.1 |
166.0 |
169.4 |
-8.6 |
232 |
701 |
-84 |
Sep09 |
090710 |
200.1 |
202.0 |
191.2 |
193.4 |
-7.8 |
496 |
4,857 |
+53 |
Nov09 |
090710 |
199.7 |
199.7 |
191.6 |
194.8 |
-4.8 |
61 |
1,329 |
+0 |
Jan10 |
090710 |
217.2 |
217.2 |
211.8 |
215.7 |
-6.1 |
16 |
773 |
+5 |
Total Volume and Open Interest |
805 |
7,707 |
-27 |
Crude Oil(NYM) |
Aug09 |
090710 |
60.45 |
60.89 |
58.72 |
59.89 |
-0.52 |
334,958 |
208,279 |
-14,587 |
Sep09 |
090710 |
61.51 |
61.91 |
59.82 |
60.88 |
-0.61 |
134,621 |
190,561 |
+14,828 |
Oct09 |
090710 |
62.85 |
62.90 |
60.96 |
61.94 |
-0.65 |
38,660 |
71,831 |
+3,842 |
Nov09 |
090710 |
63.84 |
63.88 |
62.04 |
62.88 |
-0.70 |
16,596 |
31,223 |
+3,169 |
Dec09 |
090710 |
64.30 |
64.72 |
62.76 |
63.73 |
-0.74 |
51,734 |
155,532 |
+1,960 |
Jan10 |
090710 |
63.90 |
64.52 |
63.75 |
64.52 |
-0.74 |
7,675 |
30,502 |
+81 |
Feb10 |
090710 |
64.47 |
65.17 |
64.47 |
65.17 |
-0.72 |
4,827 |
22,093 |
+819 |
Mar10 |
090710 |
65.25 |
65.72 |
64.99 |
65.72 |
-0.69 |
4,259 |
18,129 |
-73 |
Apr10 |
090710 |
65.62 |
66.29 |
65.62 |
66.23 |
-0.66 |
2,591 |
9,645 |
-272 |
May10 |
090710 |
66.42 |
66.71 |
66.40 |
66.71 |
-0.64 |
2,686 |
9,697 |
-20 |
Jun10 |
090710 |
67.32 |
67.32 |
66.45 |
67.19 |
-0.61 |
9,243 |
43,604 |
-2,364 |
Jul10 |
090710 |
67.05 |
67.68 |
66.87 |
67.60 |
-0.60 |
2,962 |
36,604 |
-476 |
Aug10 |
090710 |
67.49 |
67.95 |
67.46 |
67.95 |
-0.58 |
1,550 |
6,836 |
+867 |
Sep10 |
090710 |
68.29 |
68.29 |
68.29 |
68.29 |
-0.57 |
2,683 |
11,597 |
-759 |
Oct10 |
090710 |
68.64 |
68.64 |
68.64 |
68.64 |
-0.56 |
823 |
5,288 |
-36 |
Nov10 |
090710 |
69.01 |
69.01 |
69.01 |
69.01 |
-0.54 |
232 |
8,067 |
-20 |
Total Volume and Open Interest |
649,451 |
1,169,753 |
+7,156 |
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 |
090710 |
61.600 |
61.925 |
59.850 |
60.875 |
-0.625 |
850 |
644 |
+122 |
Oct09 |
090710 |
62.675 |
62.675 |
61.200 |
61.950 |
-0.650 |
45 |
185 |
+19 |
Nov09 |
090710 |
62.875 |
62.875 |
62.875 |
62.875 |
-0.700 |
1 |
20 |
+0 |
Dec09 |
090710 |
63.600 |
63.725 |
63.550 |
63.725 |
-0.750 |
39 |
98 |
+9 |
Jan10 |
090710 |
64.525 |
64.525 |
64.525 |
64.525 |
-0.725 |
|
|
|
Feb10 |
090710 |
65.175 |
65.175 |
65.175 |
65.175 |
-0.725 |
|
|
|
Mar10 |
090710 |
65.725 |
65.725 |
65.725 |
65.725 |
-0.675 |
0 |
1 |
+0 |
Apr10 |
090710 |
66.225 |
66.225 |
66.225 |
66.225 |
-0.675 |
|
|
|
Total Volume and Open Interest |
17,039 |
6,127 |
+1,765 |
Heating Oil(NYM) |
Aug09 |
090710 |
153.75 |
154.60 |
149.59 |
153.35 |
-0.09 |
47,819 |
54,051 |
-2,777 |
Sep09 |
090710 |
157.50 |
158.07 |
153.73 |
157.01 |
-0.74 |
21,912 |
44,042 |
+3,114 |
Oct09 |
090710 |
160.58 |
161.34 |
157.98 |
160.75 |
-1.30 |
9,237 |
31,592 |
+1,848 |
Nov09 |
090710 |
165.02 |
165.02 |
161.93 |
164.53 |
-1.52 |
4,675 |
16,570 |
+295 |
Dec09 |
090710 |
168.04 |
169.29 |
165.73 |
168.22 |
-1.63 |
8,468 |
33,538 |
-32 |
Jan10 |
090710 |
172.00 |
172.29 |
169.63 |
171.80 |
-1.84 |
3,852 |
16,618 |
+372 |
Feb10 |
090710 |
174.00 |
174.70 |
172.35 |
174.15 |
-1.94 |
1,178 |
10,045 |
-103 |
Mar10 |
090710 |
174.00 |
176.21 |
173.60 |
175.55 |
-2.04 |
1,386 |
7,584 |
+154 |
Apr10 |
090710 |
175.25 |
177.12 |
174.75 |
176.35 |
-2.04 |
775 |
5,643 |
+17 |
May10 |
090710 |
176.83 |
178.25 |
175.65 |
177.45 |
-2.04 |
637 |
7,078 |
+87 |
Jun10 |
090710 |
178.76 |
179.79 |
177.22 |
178.85 |
-1.99 |
2,050 |
18,126 |
+140 |
Jul10 |
090710 |
180.25 |
181.44 |
179.30 |
181.00 |
-1.84 |
173 |
2,753 |
+23 |
Total Volume and Open Interest |
104,231 |
285,421 |
+3,234 |
Gasoline(NYMEX) |
Aug09 |
090710 |
166.98 |
167.07 |
162.82 |
165.05 |
-1.33 |
55,771 |
62,849 |
-6,467 |
Sep09 |
090710 |
166.30 |
166.30 |
162.10 |
164.44 |
-1.41 |
27,613 |
52,854 |
+5,600 |
Oct09 |
090710 |
154.78 |
155.57 |
153.73 |
155.31 |
-1.61 |
12,398 |
27,276 |
-397 |
Nov09 |
090710 |
153.80 |
155.25 |
153.30 |
154.94 |
-1.71 |
7,820 |
11,649 |
-212 |
Dec09 |
090710 |
158.04 |
158.04 |
154.07 |
156.26 |
-1.78 |
8,324 |
14,144 |
+425 |
Jan10 |
090710 |
157.56 |
158.84 |
156.96 |
158.84 |
-1.69 |
1,943 |
7,715 |
+372 |
Feb10 |
090710 |
160.25 |
161.54 |
160.20 |
161.54 |
-1.69 |
592 |
2,674 |
+35 |
Mar10 |
090710 |
163.20 |
164.44 |
162.65 |
164.44 |
-1.69 |
429 |
3,146 |
-244 |
Apr10 |
090710 |
178.19 |
178.19 |
178.19 |
178.19 |
-1.69 |
307 |
3,660 |
+239 |
May10 |
090710 |
179.84 |
179.84 |
179.84 |
179.84 |
-1.59 |
104 |
1,963 |
+35 |
Total Volume and Open Interest |
115,470 |
195,610 |
-624 |
e-miNY RBOB Gasoline(NYM) |
Aug09 |
090710 |
165.05 |
165.05 |
165.05 |
165.05 |
-1.33 |
0 |
1 |
+0 |
Sep09 |
090710 |
164.44 |
164.44 |
164.44 |
164.44 |
-1.41 |
|
|
|
Oct09 |
090710 |
155.31 |
155.31 |
155.31 |
155.31 |
-1.61 |
|
|
|
Nov09 |
090710 |
154.94 |
154.94 |
154.94 |
154.94 |
-1.71 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Aug09 |
090710 |
3.420 |
3.449 |
3.350 |
3.373 |
-0.035 |
65,615 |
143,010 |
-685 |
Sep09 |
090710 |
3.539 |
3.561 |
3.470 |
3.494 |
-0.032 |
24,849 |
108,806 |
+3,830 |
Oct09 |
090710 |
3.762 |
3.790 |
3.673 |
3.708 |
-0.026 |
18,540 |
81,346 |
+1,755 |
Nov09 |
090710 |
4.385 |
4.397 |
4.367 |
4.387 |
-0.039 |
6,338 |
37,560 |
+272 |
Dec09 |
090710 |
5.196 |
5.196 |
5.050 |
5.073 |
-0.059 |
5,040 |
42,467 |
-727 |
Jan10 |
090710 |
5.400 |
5.400 |
5.350 |
5.378 |
-0.056 |
7,677 |
39,280 |
+238 |
Feb10 |
090710 |
5.430 |
5.432 |
5.395 |
5.415 |
-0.056 |
837 |
20,137 |
+134 |
Mar10 |
090710 |
5.400 |
5.400 |
5.335 |
5.366 |
-0.058 |
1,950 |
36,930 |
+37 |
Apr10 |
090710 |
5.330 |
5.330 |
5.280 |
5.301 |
-0.053 |
1,948 |
35,129 |
-14 |
May10 |
090710 |
5.420 |
5.420 |
5.340 |
5.351 |
-0.053 |
447 |
16,302 |
+106 |
Jun10 |
090710 |
5.514 |
5.514 |
5.450 |
5.451 |
-0.053 |
178 |
9,140 |
+26 |
Jul10 |
090710 |
5.640 |
5.640 |
5.567 |
5.571 |
-0.053 |
158 |
8,480 |
+34 |
Aug10 |
090710 |
5.689 |
5.690 |
5.650 |
5.661 |
-0.053 |
166 |
9,351 |
+19 |
Sep10 |
090710 |
5.738 |
5.740 |
5.714 |
5.726 |
-0.053 |
133 |
7,192 |
+48 |
Oct10 |
090710 |
5.848 |
5.864 |
5.825 |
5.839 |
-0.053 |
665 |
17,333 |
-73 |
Nov10 |
090710 |
6.190 |
6.190 |
6.170 |
6.184 |
-0.053 |
57 |
5,935 |
-11 |
Total Volume and Open Interest |
135,608 |
744,040 |
+4,898 |
Brent Crude Oil(ICE) |
Aug09 |
090710 |
61.43 |
61.44 |
59.53 |
60.52 |
-0.58 |
149,059 |
85,027 |
-20,350 |
Sep09 |
090710 |
61.64 |
61.65 |
59.67 |
60.66 |
-0.67 |
112,808 |
152,582 |
-9,343 |
Oct09 |
090710 |
62.33 |
62.33 |
60.26 |
61.23 |
-0.74 |
49,561 |
76,597 |
+7,348 |
Nov09 |
090710 |
62.54 |
62.74 |
61.12 |
62.03 |
-0.78 |
22,760 |
32,064 |
-1,280 |
Dec09 |
090710 |
63.99 |
63.99 |
61.98 |
62.87 |
-0.77 |
28,733 |
86,252 |
+1,850 |
Jan10 |
090710 |
63.56 |
64.10 |
62.76 |
63.62 |
-0.76 |
5,609 |
23,139 |
-485 |
Feb10 |
090710 |
64.51 |
64.58 |
63.49 |
64.32 |
-0.74 |
2,654 |
15,980 |
+445 |
Mar10 |
090710 |
65.19 |
65.19 |
64.15 |
64.95 |
-0.71 |
1,767 |
11,855 |
+85 |
Apr10 |
090710 |
65.79 |
65.79 |
64.80 |
65.58 |
-0.67 |
1,391 |
5,417 |
-42 |
May10 |
090710 |
66.15 |
66.15 |
66.15 |
66.15 |
-0.66 |
1,019 |
4,179 |
+21 |
Jun10 |
090710 |
66.80 |
66.92 |
66.01 |
66.67 |
-0.64 |
1,286 |
32,116 |
+91 |
Jul10 |
090710 |
67.14 |
67.14 |
67.14 |
67.14 |
-0.62 |
157 |
8,411 |
+54 |
Aug10 |
090710 |
67.54 |
67.54 |
67.54 |
67.54 |
-0.61 |
80 |
5,989 |
-20 |
Sep10 |
090710 |
67.92 |
67.92 |
67.92 |
67.92 |
-0.61 |
107 |
2,568 |
+41 |
Total Volume and Open Interest |
386,855 |
683,020 |
-21,533 |
Gas Oil(ICE) |
Jul09 |
090710 |
492.00 |
492.00 |
483.00 |
483.75 |
unch |
33,664 |
18,707 |
-13,904 |
Aug09 |
090710 |
499.00 |
499.00 |
485.00 |
485.75 |
-5.00 |
72,676 |
91,139 |
-235 |
Sep09 |
090710 |
506.75 |
506.75 |
494.25 |
494.75 |
-5.75 |
26,428 |
66,725 |
+4,817 |
Oct09 |
090710 |
516.50 |
516.50 |
503.50 |
504.25 |
-6.00 |
9,711 |
37,663 |
+975 |
Nov09 |
090710 |
525.75 |
525.75 |
513.50 |
513.75 |
-6.25 |
7,699 |
27,716 |
-595 |
Dec09 |
090710 |
535.75 |
535.75 |
522.75 |
523.25 |
-6.75 |
15,874 |
63,900 |
+285 |
Jan10 |
090710 |
539.75 |
540.75 |
533.00 |
533.25 |
-6.50 |
3,252 |
32,959 |
+221 |
Feb10 |
090710 |
549.50 |
549.50 |
542.00 |
542.25 |
-6.00 |
1,667 |
16,395 |
+30 |
Mar10 |
090710 |
553.75 |
559.00 |
550.50 |
550.50 |
-6.00 |
854 |
17,281 |
+97 |
Apr10 |
090710 |
561.50 |
567.00 |
558.50 |
558.50 |
-6.00 |
808 |
9,254 |
+223 |
Total Volume and Open Interest |
180,467 |
488,693 |
-5,442 |
Ethanol(CBOT) |
Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
Aug09 |
090710 |
1.470 |
1.490 |
1.460 |
1.468 |
-0.022 |
278 |
445 |
-208 |
Sep09 |
090710 |
1.460 |
1.463 |
1.450 |
1.463 |
-0.015 |
22 |
512 |
+4 |
Oct09 |
090710 |
1.450 |
1.460 |
1.440 |
1.450 |
-0.021 |
6 |
333 |
+2 |
Nov09 |
090710 |
1.450 |
1.460 |
1.430 |
1.452 |
-0.018 |
202 |
235 |
-69 |
Dec09 |
090710 |
1.450 |
1.465 |
1.430 |
1.455 |
-0.017 |
22 |
390 |
-5 |
Jan10 |
090710 |
1.455 |
1.465 |
1.440 |
1.465 |
-0.007 |
24 |
448 |
+14 |
Feb10 |
090710 |
1.450 |
1.470 |
1.450 |
1.470 |
-0.012 |
65 |
432 |
-48 |
Total Volume and Open Interest |
646 |
3,839 |
-292 |
US Dollar Index(ICE) |
Sep09 |
090710 |
80.195 |
80.710 |
80.190 |
80.430 |
+0.380 |
4,708 |
17,841 |
-295 |
Dec09 |
090710 |
80.800 |
80.800 |
80.770 |
80.770 |
+0.375 |
5 |
2,108 |
+0 |
Mar10 |
090710 |
81.075 |
81.075 |
81.075 |
81.075 |
+0.405 |
|
|
|
Total Volume and Open Interest |
4,713 |
19,949 |
-295 |
Australian Dollar(CME) |
Sep09 |
090710 |
77.97 |
78.12 |
77.02 |
77.38 |
-0.70 |
105,818 |
83,280 |
-2,953 |
Dec09 |
090710 |
77.34 |
77.58 |
76.54 |
76.88 |
-0.70 |
23 |
321 |
+15 |
Mar10 |
090710 |
76.39 |
77.09 |
76.39 |
76.39 |
-0.70 |
0 |
15 |
+0 |
Total Volume and Open Interest |
105,841 |
83,617 |
-2,938 |
British Pound(CME) |
Sep09 |
090710 |
163.39 |
163.39 |
161.51 |
161.89 |
-1.68 |
101,061 |
86,647 |
-153 |
Dec09 |
090710 |
162.83 |
163.54 |
161.53 |
161.86 |
-1.68 |
185 |
309 |
+30 |
Mar10 |
090710 |
161.82 |
163.50 |
161.75 |
161.82 |
-1.68 |
0 |
4 |
+0 |
Total Volume and Open Interest |
101,246 |
86,982 |
-123 |
Canadian Dollar(CME) |
Sep09 |
090710 |
86.11 |
86.24 |
85.66 |
86.02 |
-0.13 |
63,393 |
77,609 |
+472 |
Dec09 |
090710 |
86.18 |
86.22 |
85.73 |
86.04 |
-0.13 |
115 |
2,214 |
-8 |
Mar10 |
090710 |
85.76 |
86.19 |
85.76 |
86.06 |
-0.13 |
5 |
499 |
+3 |
Jun10 |
090710 |
86.09 |
86.22 |
85.88 |
86.09 |
-0.13 |
17 |
125 |
+11 |
Total Volume and Open Interest |
63,540 |
80,611 |
+479 |
Japanese Yen(CME) |
Sep09 |
090710 |
107.61 |
109.03 |
107.39 |
108.38 |
+0.81 |
166,447 |
98,943 |
+9,255 |
Dec09 |
090710 |
107.84 |
109.11 |
107.52 |
108.49 |
+0.81 |
161 |
168 |
+2 |
Mar10 |
090710 |
108.66 |
109.04 |
107.85 |
108.66 |
+0.81 |
10 |
29 |
+10 |
Total Volume and Open Interest |
166,618 |
99,141 |
+9,267 |
Swiss Franc(CME) |
Sep09 |
090710 |
92.75 |
92.80 |
91.61 |
92.29 |
-0.56 |
34,804 |
32,341 |
-858 |
Dec09 |
090710 |
92.35 |
92.97 |
91.78 |
92.42 |
-0.55 |
0 |
97 |
+0 |
Mar10 |
090710 |
92.57 |
93.12 |
92.15 |
92.57 |
-0.55 |
|
|
|
Total Volume and Open Interest |
34,804 |
32,438 |
-858 |
EuroFX(CME) |
Sep09 |
090710 |
140.20 |
140.31 |
138.77 |
139.50 |
-0.85 |
232,588 |
121,230 |
+1,202 |
Dec09 |
090710 |
139.45 |
139.69 |
138.78 |
139.47 |
-0.85 |
296 |
1,403 |
-106 |
Mar10 |
090710 |
139.47 |
140.32 |
138.99 |
139.47 |
-0.85 |
0 |
337 |
+0 |
Total Volume and Open Interest |
232,884 |
122,973 |
+1,096 |
Mexican Peso(CME) |
Jul09 |
090710 |
733.2 |
739.5 |
733.2 |
733.2 |
-6.2 |
|
|
|
Aug09 |
090710 |
729.2 |
735.5 |
729.2 |
729.2 |
-6.2 |
|
|
|
Total Volume and Open Interest |
19,296 |
57,346 |
-4,582 |
30-Year T-Bonds(CBOT) |
Sep09 |
090710 |
119~150 |
121~015 |
119~135 |
120~230 |
+1~120 |
285,713 |
726,931 |
+8,864 |
Dec09 |
090710 |
118~270 |
119~230 |
118~020 |
119~145 |
+1~125 |
313 |
799 |
+205 |
Mar10 |
090710 |
118~155 |
118~155 |
117~030 |
118~155 |
+1~125 |
2 |
40 |
-1 |
Total Volume and Open Interest |
286,028 |
727,773 |
+9,068 |
10-Year T-Notes(CBOT) |
Sep09 |
090710 |
117~290 |
119~000 |
117~285 |
118~225 |
+0~270 |
960,140 |
1,041,801 |
-5,654 |
Dec09 |
090710 |
117~160 |
117~160 |
116~155 |
117~105 |
+0~270 |
308 |
310 |
+269 |
Mar10 |
090710 |
116~105 |
116~105 |
115~155 |
116~105 |
+0~270 |
|
|
|
Total Volume and Open Interest |
960,448 |
1,042,111 |
-5,385 |
5-Year T-Notes(CBOT) |
Sep09 |
090710 |
116~000 |
116~087 |
115~127 |
116~066 |
+0~069 |
434,175 |
773,045 |
-5,794 |
Dec09 |
090710 |
115~022 |
115~022 |
114~081 |
115~022 |
+0~069 |
0 |
500 |
+0 |
Mar10 |
090710 |
115~022 |
115~022 |
114~081 |
115~022 |
+0~069 |
|
|
|
Total Volume and Open Interest |
434,175 |
773,545 |
-5,794 |
2 Year T-Notes(CBOT) |
Sep09 |
090710 |
108~074 |
108~074 |
108~074 |
108~075 |
+0~011 |
11,127 |
612,481 |
+27,290 |
Dec09 |
090710 |
108~015 |
108~015 |
108~003 |
108~015 |
+0~012 |
0 |
2 |
+0 |
Mar10 |
090710 |
108~015 |
108~015 |
108~003 |
108~015 |
+0~012 |
|
|
|
Total Volume and Open Interest |
192,979 |
612,483 |
+27,290 |
Eurodollars(CME) |
Sep09 |
090710 |
99.455 |
99.470 |
99.445 |
99.455 |
+0.005 |
182,603 |
1,037,139 |
+14,532 |
Dec09 |
090710 |
99.265 |
99.285 |
99.240 |
99.250 |
-0.010 |
193,798 |
933,575 |
+13,549 |
Mar10 |
090710 |
99.075 |
99.110 |
99.055 |
99.065 |
-0.005 |
230,816 |
868,010 |
+7,239 |
Jun10 |
090710 |
98.785 |
98.840 |
98.775 |
98.780 |
unch |
204,467 |
599,015 |
+7,166 |
Sep10 |
090710 |
98.460 |
98.530 |
98.460 |
98.465 |
+0.010 |
293,364 |
557,530 |
+4,850 |
Dec10 |
090710 |
98.080 |
98.155 |
98.075 |
98.095 |
+0.025 |
212,027 |
665,634 |
+13,576 |
Mar11 |
090710 |
97.740 |
97.825 |
97.735 |
97.760 |
+0.035 |
157,893 |
353,651 |
+4,330 |
Jun11 |
090710 |
97.385 |
97.495 |
97.385 |
97.425 |
+0.050 |
118,358 |
340,374 |
+3,940 |
Sep11 |
090710 |
97.070 |
97.195 |
97.070 |
97.130 |
+0.075 |
70,329 |
227,439 |
+1,232 |
Dec11 |
090710 |
96.770 |
96.915 |
96.770 |
96.850 |
+0.095 |
49,629 |
145,864 |
+2,143 |
Mar12 |
090710 |
96.580 |
96.725 |
96.570 |
96.655 |
+0.105 |
39,182 |
104,305 |
+1,367 |
Jun12 |
090710 |
96.390 |
96.545 |
96.375 |
96.475 |
+0.120 |
43,097 |
107,808 |
-416 |
Sep12 |
090710 |
96.225 |
96.395 |
96.225 |
96.320 |
+0.125 |
16,649 |
66,245 |
-1,333 |
Dec12 |
090710 |
96.085 |
96.245 |
96.065 |
96.170 |
+0.135 |
12,451 |
59,224 |
+1,100 |
Mar13 |
090710 |
95.995 |
96.150 |
95.990 |
96.075 |
+0.140 |
9,800 |
67,713 |
+1,603 |
Jun13 |
090710 |
95.890 |
96.035 |
95.890 |
95.960 |
+0.145 |
9,974 |
33,978 |
+1,128 |
Sep13 |
090710 |
95.785 |
95.935 |
95.785 |
95.860 |
+0.150 |
4,412 |
39,283 |
-652 |
Dec13 |
090710 |
95.655 |
95.815 |
95.655 |
95.745 |
+0.160 |
4,086 |
29,752 |
-172 |
Total Volume and Open Interest |
1,884,598 |
6,487,880 |
+75,261 |
30 Day Federal Funds(CBOT) |
Jul09 |
090710 |
99.820 |
99.825 |
99.817 |
99.823 |
+0.005 |
2,723 |
58,229 |
-67 |
Aug09 |
090710 |
99.810 |
99.815 |
99.805 |
99.810 |
+0.005 |
4,402 |
44,797 |
+350 |
Sep09 |
090710 |
99.790 |
99.800 |
99.790 |
99.795 |
+0.005 |
1,316 |
32,185 |
-187 |
Oct09 |
090710 |
99.770 |
99.785 |
99.770 |
99.780 |
+0.005 |
2,465 |
33,472 |
-285 |
Nov09 |
090710 |
99.735 |
99.745 |
99.730 |
99.740 |
+0.005 |
4,934 |
59,304 |
-944 |
Dec09 |
090710 |
99.710 |
99.720 |
99.710 |
99.715 |
+0.005 |
3,061 |
37,044 |
-98 |
Total Volume and Open Interest |
31,866 |
374,783 |
-2,298 |
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 |
090710 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Dec09 |
090710 |
99.52 |
99.54 |
99.52 |
99.54 |
+0.02 |
|
|
|
Mar10 |
090710 |
99.57 |
99.57 |
99.54 |
99.54 |
-0.03 |
|
|
|
Jun10 |
090710 |
99.51 |
99.53 |
99.51 |
99.53 |
+0.02 |
|
|
|
Sep10 |
090710 |
99.46 |
99.49 |
99.46 |
99.49 |
+0.03 |
|
|
|
Dec10 |
090710 |
99.42 |
99.45 |
99.42 |
99.45 |
+0.03 |
|
|
|
Mar11 |
090710 |
99.33 |
99.36 |
99.33 |
99.36 |
+0.03 |
|
|
|
Jun11 |
090710 |
99.27 |
99.31 |
99.27 |
99.31 |
+0.04 |
|
|
|
Sep11 |
090710 |
99.28 |
99.29 |
99.28 |
99.29 |
+0.01 |
|
|
|
Dec11 |
090710 |
99.08 |
99.09 |
99.08 |
99.09 |
+0.01 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep09 |
090710 |
99.50 |
99.51 |
99.50 |
99.50 |
unch |
178 |
10,441 |
-51 |
Dec09 |
090710 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
50 |
3,277 |
+50 |
Mar10 |
090710 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
51 |
2,575 |
+50 |
Jun10 |
090710 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.00 |
0 |
1,113 |
+0 |
Sep10 |
090710 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.00 |
0 |
281 |
+0 |
Dec10 |
090710 |
99.46 |
99.46 |
99.43 |
99.43 |
+0.00 |
0 |
252 |
+0 |
Mar11 |
090710 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.01 |
0 |
412 |
+0 |
Jun11 |
090710 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
52 |
+0 |
Total Volume and Open Interest |
279 |
20,011 |
+85 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090710 |
138.51 |
138.90 |
138.50 |
138.85 |
+0.19 |
3,138 |
13,756 |
+1,269 |
Dec09 |
090710 |
138.46 |
138.46 |
138.46 |
138.46 |
+0.19 |
0 |
1 |
+0 |
Mar10 |
090710 |
138.23 |
138.23 |
138.23 |
138.23 |
+0.19 |
|
|
|
Total Volume and Open Interest |
3,138 |
13,224 |
-533 |
Euro-Bund(EUREX) |
Sep09 |
090710 |
122.04 |
122.41 |
121.81 |
122.32 |
+0.34 |
595,826 |
908,858 |
+7,331 |
Dec09 |
090710 |
120.77 |
121.05 |
120.50 |
120.97 |
+0.34 |
52 |
105 |
+11 |
Mar10 |
090710 |
120.56 |
120.56 |
120.56 |
120.56 |
+0.30 |
|
|
|
Total Volume and Open Interest |
595,878 |
908,963 |
+7,342 |
Euro-Bobl(EUREX) |
Sep09 |
090709 |
116.33 |
116.37 |
116.01 |
116.13 |
+0.68 |
214,935 |
674,563 |
+22,239 |
Dec09 |
090710 |
114.88 |
114.99 |
114.88 |
114.99 |
+0.23 |
0 |
67 |
+0 |
Mar10 |
090710 |
114.77 |
114.77 |
114.77 |
114.77 |
+0.24 |
|
|
|
Total Volume and Open Interest |
326,962 |
687,683 |
-6,343 |
3-Mth Euribor(EUREX) |
Sep09 |
090615 |
98.785 |
98.820 |
98.780 |
98.810 |
+0.035 |
0 |
14,453 |
-137 |
Dec09 |
090710 |
98.950 |
98.955 |
98.950 |
98.955 |
+0.020 |
9 |
5,426 |
-3 |
Mar10 |
090710 |
98.830 |
98.840 |
98.830 |
98.840 |
+0.010 |
113 |
2,906 |
+55 |
Total Volume and Open Interest |
704 |
33,783 |
+122 |
Long Gilt(LIFFE) |
Sep09 |
090629 |
118~02 |
118~28 |
118~02 |
118~24 |
+0~20 |
71,825 |
219,335 |
-1,488 |
Dec09 |
090710 |
117~31 |
117~31 |
117~31 |
117~31 |
+0~13 |
|
|
|
Total Volume and Open Interest |
85,704 |
214,167 |
+3,483 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090710 |
99.03 |
99.07 |
99.03 |
99.06 |
+0.04 |
54,454 |
252,030 |
-3,845 |
Dec09 |
090710 |
98.83 |
98.89 |
98.83 |
98.87 |
+0.05 |
74,137 |
264,007 |
-5,410 |
Mar10 |
090710 |
98.61 |
98.64 |
98.59 |
98.63 |
+0.06 |
82,732 |
339,596 |
-7,806 |
Jun10 |
090710 |
98.19 |
98.25 |
98.18 |
98.22 |
+0.06 |
72,458 |
310,362 |
+6,199 |
Sep10 |
090710 |
97.73 |
97.80 |
97.73 |
97.77 |
+0.06 |
75,916 |
277,913 |
-225 |
Dec10 |
090710 |
97.25 |
97.29 |
97.21 |
97.26 |
+0.05 |
57,667 |
242,309 |
+12,147 |
Total Volume and Open Interest |
509,581 |
2,117,592 |
+5,428 |
3-Mth Euribor(LIFFE) |
Sep09 |
090710 |
99.065 |
99.095 |
99.065 |
99.085 |
+0.015 |
120,557 |
700,015 |
+1,066 |
Dec09 |
090710 |
98.935 |
98.960 |
98.920 |
98.955 |
+0.020 |
73,281 |
502,323 |
-8,342 |
Mar10 |
090710 |
98.815 |
98.845 |
98.795 |
98.840 |
+0.015 |
99,477 |
452,090 |
-15,056 |
Total Volume and Open Interest |
661,561 |
3,206,362 |
-16,562 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090710 |
96.91 |
96.91 |
96.86 |
96.90 |
-0.01 |
22,243 |
295,295 |
+3,137 |
Dec09 |
090710 |
96.81 |
96.86 |
96.79 |
96.86 |
+0.02 |
20,480 |
219,961 |
+6,548 |
Mar10 |
090710 |
96.54 |
96.60 |
96.52 |
96.59 |
+0.02 |
10,954 |
132,954 |
+4,141 |
Jun10 |
090710 |
96.14 |
96.20 |
96.11 |
96.20 |
+0.04 |
6,053 |
78,948 |
+247 |
Sep10 |
090710 |
95.68 |
95.77 |
95.68 |
95.77 |
+0.04 |
3,118 |
50,823 |
+374 |
Dec10 |
090710 |
95.29 |
95.39 |
95.29 |
95.38 |
+0.02 |
1,958 |
32,016 |
+392 |
Mar11 |
090710 |
94.96 |
95.08 |
94.96 |
95.05 |
+0.02 |
908 |
18,344 |
-290 |
Jun11 |
090710 |
94.68 |
94.79 |
94.68 |
94.75 |
+0.01 |
1,046 |
10,134 |
-530 |
Sep11 |
090710 |
94.46 |
94.46 |
94.46 |
94.46 |
unch |
820 |
3,258 |
+0 |
Dec11 |
090710 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.02 |
103 |
670 |
+3 |
Total Volume and Open Interest |
67,783 |
843,271 |
+14,022 |
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 |
090710 |
94.76 |
94.76 |
94.76 |
94.76 |
-0.07 |
|
|
|
Total Volume and Open Interest |
34,893 |
340,242 |
+3,579 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090710 |
95.67 |
95.68 |
95.62 |
95.67 |
-0.02 |
117,092 |
511,373 |
+10,803 |
Dec09 |
090710 |
95.67 |
95.67 |
95.67 |
95.67 |
-0.02 |
|
|
|
Total Volume and Open Interest |
117,092 |
511,373 |
+10,803 |
Gold(CMX) |
Aug09 |
090710 |
912.1 |
915.2 |
906.6 |
912.5 |
-3.7 |
131,006 |
208,637 |
-3,727 |
Oct09 |
090710 |
913.0 |
915.9 |
909.0 |
914.0 |
-3.7 |
2,405 |
13,110 |
+596 |
Dec09 |
090710 |
914.8 |
917.9 |
909.7 |
915.4 |
-3.7 |
10,957 |
64,694 |
+3,926 |
Feb10 |
090710 |
918.0 |
918.0 |
911.4 |
916.5 |
-3.7 |
411 |
16,411 |
+75 |
Apr10 |
090710 |
918.2 |
919.1 |
913.5 |
917.6 |
-3.7 |
272 |
16,644 |
+47 |
Jun10 |
090710 |
916.0 |
918.8 |
915.0 |
918.8 |
-3.7 |
212 |
9,233 |
+36 |
Aug10 |
090710 |
920.3 |
920.3 |
920.3 |
920.3 |
-3.7 |
4 |
3,887 |
+3 |
Oct10 |
090710 |
922.0 |
922.0 |
922.0 |
922.0 |
-3.8 |
0 |
1,536 |
+0 |
Dec10 |
090710 |
920.4 |
923.9 |
920.4 |
923.9 |
-3.9 |
79 |
13,500 |
+68 |
Feb11 |
090710 |
926.1 |
926.1 |
926.1 |
926.1 |
-4.1 |
0 |
12 |
+0 |
Apr11 |
090710 |
928.7 |
928.7 |
928.7 |
928.7 |
-4.2 |
|
|
|
Jun11 |
090710 |
276.3 |
276.3 |
276.3 |
276.3 |
-4.2 |
0 |
9,132 |
+0 |
Total Volume and Open Interest |
145,432 |
374,043 |
+1,058 |
Silver(CMX) |
Jul09 |
090710 |
1282.0 |
1282.0 |
1257.5 |
1263.7 |
-28.7 |
207 |
694 |
-9 |
Sep09 |
090710 |
1283.0 |
1290.0 |
1251.0 |
1264.5 |
-29.0 |
23,560 |
58,135 |
+571 |
Dec09 |
090710 |
1286.5 |
1286.5 |
1254.0 |
1267.9 |
-29.3 |
2,754 |
20,909 |
-124 |
Mar10 |
090710 |
1262.0 |
1270.4 |
1262.0 |
1270.4 |
-29.5 |
79 |
6,854 |
+35 |
May10 |
090710 |
1264.0 |
1272.1 |
1264.0 |
1272.1 |
-29.6 |
83 |
2,564 |
-2 |
Jul10 |
090710 |
1293.5 |
1293.5 |
1271.0 |
1273.9 |
-29.6 |
41 |
2,940 |
+15 |
Sep10 |
090710 |
1275.8 |
1275.8 |
1275.8 |
1275.8 |
-29.6 |
5 |
164 |
+5 |
Total Volume and Open Interest |
26,823 |
100,891 |
+515 |
Platinum(NYMEX) |
Jul09 |
090710 |
1103.1 |
1103.1 |
1101.4 |
1101.4 |
-2.6 |
10 |
78 |
+1 |
Oct09 |
090710 |
1113.0 |
1117.9 |
1091.1 |
1107.6 |
-2.9 |
3,564 |
21,944 |
+268 |
Jan10 |
090710 |
1108.0 |
1113.1 |
1100.0 |
1113.1 |
-2.3 |
7 |
218 |
+6 |
Total Volume and Open Interest |
3,581 |
22,240 |
+275 |
Palladium(NYMEX) |
Sep09 |
090710 |
235.00 |
237.15 |
233.00 |
234.95 |
-0.80 |
1,315 |
16,128 |
-298 |
Dec09 |
090710 |
237.95 |
238.00 |
235.15 |
236.05 |
-0.80 |
29 |
396 |
+4 |
Mar10 |
090710 |
237.55 |
237.55 |
237.55 |
237.55 |
-0.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,344 |
16,525 |
-294 |
Copper(CMX) |
Jul09 |
090710 |
218.50 |
221.40 |
217.90 |
220.05 |
-2.60 |
893 |
2,742 |
-598 |
Sep09 |
090710 |
222.20 |
224.30 |
218.65 |
221.15 |
-2.60 |
20,388 |
72,273 |
+24 |
Dec09 |
090710 |
223.00 |
225.60 |
220.00 |
222.30 |
-2.80 |
1,744 |
14,037 |
+612 |
Mar10 |
090710 |
222.90 |
222.95 |
222.90 |
222.95 |
-2.80 |
228 |
2,362 |
-54 |
May10 |
090710 |
222.95 |
222.95 |
222.95 |
222.95 |
-2.90 |
98 |
706 |
+86 |
Total Volume and Open Interest |
24,468 |
102,672 |
+246 |
Aluminum(CMX) |
Jul09 |
090710 |
72.50 |
72.50 |
72.50 |
72.50 |
-0.75 |
|
|
|
Aug09 |
090710 |
73.00 |
73.00 |
73.00 |
73.00 |
-0.75 |
|
|
|
Sep09 |
090710 |
73.50 |
73.50 |
73.50 |
73.50 |
-0.75 |
|
|
|
Oct09 |
090710 |
1.91 |
1.91 |
1.91 |
1.91 |
-0.75 |
|
|
|
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 |
090710 |
8130 |
8130 |
8040 |
8085 |
-49 |
729 |
8,994 |
+127 |
Dec09 |
090710 |
8025 |
8026 |
8025 |
8026 |
-49 |
6 |
46 |
-1 |
Mar10 |
090710 |
7989 |
8038 |
7989 |
7989 |
-49 |
0 |
2 |
+0 |
Jun10 |
090710 |
7935 |
7984 |
7935 |
7935 |
-49 |
|
|
|
Total Volume and Open Interest |
735 |
9,042 |
+126 |
S & P 500(CME) |
Sep09 |
090710 |
878.20 |
880.00 |
869.00 |
874.30 |
-4.60 |
28,002 |
385,961 |
+7,056 |
Dec09 |
090710 |
868.00 |
874.90 |
866.40 |
869.80 |
-4.60 |
10 |
6,731 |
+30 |
Mar10 |
090710 |
865.60 |
870.70 |
862.20 |
865.60 |
-4.60 |
30 |
3,167 |
-5 |
Jun10 |
090710 |
862.60 |
867.70 |
859.20 |
862.60 |
-4.60 |
0 |
6 |
+0 |
Total Volume and Open Interest |
28,042 |
395,870 |
+7,078 |
S & P 500 E-Mini(Globex) |
Sep09 |
090710 |
878.75 |
880.25 |
868.75 |
874.25 |
-4.75 |
2,498,962 |
2,397,981 |
+2,970 |
Dec09 |
090710 |
874.00 |
875.50 |
864.75 |
869.75 |
-4.75 |
1,922 |
12,581 |
+821 |
Total Volume and Open Interest |
2,500,885 |
2,410,604 |
+3,791 |
NASDAQ 100(CME) |
Sep09 |
090710 |
1412.00 |
1427.00 |
1402.00 |
1416.00 |
+2.50 |
1,257 |
15,523 |
+405 |
Dec09 |
090710 |
1414.00 |
1415.50 |
1414.00 |
1414.00 |
+2.50 |
0 |
12 |
+0 |
Mar10 |
090710 |
1413.00 |
1414.50 |
1413.00 |
1413.00 |
+2.50 |
|
|
|
Total Volume and Open Interest |
1,257 |
15,535 |
+405 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090710 |
1413.80 |
1426.50 |
1402.80 |
1416.00 |
+2.50 |
326,368 |
248,492 |
+1,157 |
Dec09 |
090710 |
1404.50 |
1422.50 |
1401.80 |
1414.00 |
+2.50 |
113 |
608 |
-22 |
Total Volume and Open Interest |
326,495 |
249,115 |
+1,139 |
S & P Midcap 400(CME) |
Sep09 |
090710 |
543.50 |
549.00 |
539.50 |
543.80 |
-2.40 |
196 |
2,542 |
-17 |
Dec09 |
090710 |
541.80 |
543.25 |
541.80 |
541.80 |
-2.40 |
|
|
|
Mar10 |
090710 |
539.80 |
541.25 |
539.80 |
539.80 |
-2.40 |
|
|
|
Total Volume and Open Interest |
196 |
2,542 |
-17 |
Russell 2000(CME) |
Sep09 |
090710 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
40 |
5,596 |
-33 |
Dec09 |
090710 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,226 |
+3 |
Mar10 |
090710 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,416 |
-5 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090710 |
9345 |
9375 |
9245 |
9250 |
-85 |
112,021 |
152,901 |
-718 |
Dec09 |
090710 |
9215 |
9215 |
9215 |
9215 |
-75 |
160 |
1,083 |
+151 |
Total Volume and Open Interest |
116,346 |
167,452 |
+1,593 |
Nikkei 225(SGX) |
Sep09 |
090710 |
9345 |
9375 |
9245 |
9250 |
-85 |
112,021 |
152,901 |
-718 |
Dec09 |
090710 |
9215 |
9215 |
9215 |
9215 |
-75 |
160 |
1,083 |
+151 |
Mar10 |
090710 |
9225 |
9225 |
9225 |
9225 |
-85 |
0 |
75 |
+0 |
Total Volume and Open Interest |
116,346 |
167,452 |
+1,593 |
CAC 40(EURONEXT) |
Jul09 |
090710 |
3012.0 |
3023.5 |
2975.0 |
2984.0 |
-40.0 |
130,301 |
419,784 |
+28,279 |
Aug09 |
090710 |
3010.0 |
3022.0 |
2975.5 |
2983.5 |
-40.0 |
229 |
2,056 |
+168 |
Sep09 |
090710 |
3006.0 |
3014.5 |
2973.0 |
2978.0 |
-40.0 |
1,381 |
39,823 |
+437 |
Total Volume and Open Interest |
131,911 |
464,418 |
+28,884 |
Hang Seng Index(HKFE) |
Jul09 |
090710 |
17750 |
17831 |
17592 |
17725 |
-38 |
74,570 |
76,452 |
-112 |
Aug09 |
090710 |
17720 |
17794 |
17581 |
17683 |
-59 |
5,454 |
5,898 |
+62 |
Sep09 |
090710 |
17635 |
17640 |
17533 |
17598 |
-38 |
180 |
2,381 |
-8 |
Total Volume and Open Interest |
80,253 |
85,414 |
-59 |
DAX(EUREX) |
Sep09 |
090710 |
4602.0 |
4646.5 |
4568.0 |
4574.5 |
-47.5 |
158,132 |
136,773 |
+800 |
Dec09 |
090710 |
4598.5 |
4644.5 |
4573.5 |
4578.0 |
-48.0 |
813 |
8,441 |
+2 |
Mar10 |
090710 |
4608.5 |
4640.0 |
4586.0 |
4586.0 |
-47.5 |
180 |
685 |
+142 |
Total Volume and Open Interest |
159,125 |
145,899 |
+944 |
FT-SE 100(EURONEXT) |
Sep09 |
090710 |
4100.00 |
4128.50 |
4087.50 |
4101.00 |
-15.00 |
110,315 |
607,344 |
-8,444 |
Dec09 |
090710 |
4066.50 |
4096.00 |
4060.00 |
4071.50 |
-15.50 |
19 |
4,146 |
-7 |
Mar10 |
090710 |
4039.50 |
4039.50 |
4039.50 |
4039.50 |
-15.50 |
217 |
415 |
+195 |
Total Volume and Open Interest |
110,551 |
611,905 |
-8,256 |
SPI 200(SFE) |
Sep09 |
090710 |
3730.0 |
3763.0 |
3723.0 |
3751.0 |
+16.0 |
20,436 |
218,517 |
-14,789 |
Dec09 |
090710 |
3754.0 |
3760.0 |
3753.0 |
3757.0 |
+16.0 |
9 |
3,494 |
-1 |
Mar10 |
090710 |
3733.0 |
3733.0 |
3733.0 |
3733.0 |
+16.0 |
0 |
4,317 |
+0 |
Total Volume and Open Interest |
20,531 |
226,637 |
-14,756 |
GSCI(CME) |
Jul09 |
090710 |
398.00 |
402.00 |
396.00 |
400.25 |
-3.05 |
2,654 |
13,253 |
-2,245 |
Aug09 |
090710 |
403.00 |
408.55 |
401.00 |
405.00 |
-3.50 |
2,380 |
2,563 |
+2,331 |
Sep09 |
090710 |
412.00 |
415.10 |
407.00 |
412.00 |
-3.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
5,034 |
15,818 |
+86 |
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. |
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