|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu July 16, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090716 |
1023.50 |
1029.00 |
970.25 |
976.00 |
-44.50 |
24,695 |
55,554 |
-863 |
| Sep09 |
090716 |
951.75 |
955.00 |
912.75 |
916.00 |
-34.50 |
9,339 |
22,202 |
-1,522 |
| Nov09 |
090716 |
905.25 |
913.00 |
882.75 |
890.00 |
-14.50 |
64,743 |
234,697 |
-5,366 |
| Jan10 |
090716 |
910.50 |
919.50 |
891.00 |
898.00 |
-14.25 |
5,178 |
32,247 |
+518 |
| Mar10 |
090716 |
916.00 |
918.50 |
899.00 |
904.50 |
-11.75 |
2,497 |
19,013 |
-219 |
| May10 |
090716 |
918.00 |
924.00 |
901.00 |
909.00 |
-8.50 |
1,025 |
10,734 |
+127 |
| Jul10 |
090716 |
925.25 |
928.25 |
908.75 |
914.00 |
-8.00 |
1,426 |
15,054 |
-108 |
| Total Volume and Open Interest |
109,396 |
409,669 |
-7,518 |
| Soybean Meal(CBOT) |
| Aug09 |
090716 |
328.70 |
329.50 |
306.40 |
309.00 |
-17.40 |
16,059 |
29,080 |
-1,766 |
| Sep09 |
090716 |
303.00 |
305.60 |
285.00 |
287.50 |
-14.90 |
8,230 |
26,452 |
+626 |
| Oct09 |
090716 |
280.00 |
280.00 |
269.50 |
273.00 |
-8.00 |
2,935 |
19,944 |
+372 |
| Dec09 |
090716 |
276.00 |
279.20 |
266.90 |
268.50 |
-6.90 |
18,018 |
70,585 |
-19 |
| Jan10 |
090716 |
274.30 |
274.30 |
264.70 |
266.50 |
-5.30 |
372 |
7,113 |
-46 |
| Mar10 |
090716 |
271.00 |
271.00 |
264.40 |
267.00 |
-3.80 |
492 |
6,430 |
+128 |
| May10 |
090716 |
269.00 |
270.00 |
266.40 |
268.30 |
-2.50 |
253 |
7,013 |
-43 |
| Jul10 |
090716 |
267.90 |
271.90 |
267.60 |
270.10 |
-2.00 |
395 |
3,306 |
+65 |
| Total Volume and Open Interest |
46,951 |
173,182 |
-627 |
| Soybean Oil(CBOT) |
| Aug09 |
090716 |
34.02 |
34.25 |
33.35 |
33.80 |
-0.32 |
24,179 |
41,442 |
-1,902 |
| Sep09 |
090716 |
34.40 |
34.40 |
33.54 |
33.96 |
-0.32 |
7,753 |
35,898 |
+1,302 |
| Oct09 |
090716 |
33.91 |
34.46 |
33.90 |
34.13 |
-0.32 |
3,949 |
17,381 |
+764 |
| Dec09 |
090716 |
34.80 |
34.93 |
34.04 |
34.48 |
-0.32 |
36,647 |
115,260 |
+3,176 |
| Jan10 |
090716 |
34.57 |
35.15 |
34.57 |
34.83 |
-0.33 |
1,834 |
13,472 |
+568 |
| Mar10 |
090716 |
34.80 |
35.40 |
34.80 |
35.07 |
-0.33 |
632 |
7,379 |
+249 |
| May10 |
090716 |
35.02 |
35.48 |
35.02 |
35.19 |
-0.32 |
689 |
6,071 |
+249 |
| Jul10 |
090716 |
35.12 |
35.57 |
35.12 |
35.29 |
-0.32 |
485 |
4,478 |
-71 |
| Total Volume and Open Interest |
76,238 |
249,662 |
+3,314 |
| Canola(WCE) |
| Jul09 |
090716 |
496.9 |
496.9 |
496.9 |
496.9 |
+7.8 |
|
|
|
| Nov09 |
090716 |
421.7 |
425.0 |
416.6 |
424.2 |
+2.6 |
2,560 |
78,017 |
-687 |
| Jan10 |
090716 |
421.6 |
429.0 |
420.1 |
429.0 |
+3.3 |
124 |
9,624 |
+113 |
| Mar10 |
090716 |
432.8 |
432.8 |
432.8 |
432.8 |
+3.1 |
13 |
1,738 |
-6 |
| May10 |
090716 |
434.8 |
434.8 |
434.8 |
434.8 |
+3.6 |
10 |
510 |
+0 |
| Total Volume and Open Interest |
2,720 |
90,501 |
-1,141 |
| Corn(CBOT) |
| Sep09 |
090716 |
330.00 |
330.75 |
316.25 |
316.75 |
-12.75 |
67,018 |
259,701 |
-275 |
| Dec09 |
090716 |
338.50 |
339.25 |
324.50 |
325.25 |
-12.25 |
105,152 |
415,538 |
-2,025 |
| Mar10 |
090716 |
352.00 |
352.75 |
338.75 |
339.25 |
-11.75 |
8,758 |
71,992 |
+361 |
| May10 |
090716 |
361.00 |
361.25 |
348.50 |
348.75 |
-11.75 |
1,838 |
17,129 |
-411 |
| Jul10 |
090716 |
369.75 |
371.00 |
357.75 |
357.75 |
-11.75 |
4,498 |
51,039 |
+677 |
| Sep10 |
090716 |
374.00 |
378.00 |
366.00 |
366.25 |
-11.75 |
445 |
6,373 |
+58 |
| Total Volume and Open Interest |
195,977 |
886,351 |
-19 |
| Wheat(CBOT) |
| Sep09 |
090716 |
534.00 |
549.00 |
528.00 |
533.25 |
-1.50 |
35,375 |
143,491 |
-1,318 |
| Dec09 |
090716 |
560.75 |
574.75 |
554.75 |
559.50 |
-2.00 |
18,384 |
104,147 |
+1,155 |
| Mar10 |
090716 |
580.00 |
591.25 |
574.00 |
577.50 |
-2.00 |
2,579 |
16,152 |
+376 |
| May10 |
090716 |
590.75 |
601.50 |
586.50 |
588.50 |
-2.00 |
87 |
1,935 |
+5 |
| Jul10 |
090716 |
599.75 |
610.00 |
594.50 |
597.50 |
-2.00 |
910 |
37,824 |
-85 |
| Total Volume and Open Interest |
57,702 |
310,052 |
-749 |
| Wheat(KCBT) |
| Sep09 |
090716 |
560.25 |
573.25 |
555.00 |
559.50 |
-1.00 |
7,286 |
42,502 |
-574 |
| Dec09 |
090716 |
576.50 |
590.00 |
572.50 |
576.00 |
-0.50 |
2,991 |
34,629 |
+209 |
| Mar10 |
090716 |
592.00 |
605.75 |
587.00 |
592.50 |
unch |
321 |
5,722 |
+50 |
| May10 |
090716 |
603.00 |
616.75 |
600.75 |
603.50 |
+0.50 |
97 |
1,252 |
+49 |
| Jul10 |
090716 |
614.25 |
626.75 |
609.75 |
614.50 |
+1.50 |
433 |
9,950 |
+140 |
| Total Volume and Open Interest |
11,317 |
95,578 |
-553 |
| Wheat(MGE) |
| Jul09 |
090714 |
618.00 |
621.00 |
618.00 |
618.00 |
-3.00 |
0 |
26 |
+0 |
| Sep09 |
090716 |
619.00 |
626.75 |
612.50 |
615.00 |
-4.00 |
1,694 |
11,549 |
-477 |
| Dec09 |
090716 |
627.00 |
635.00 |
620.00 |
622.00 |
-4.50 |
1,327 |
12,910 |
+37 |
| Mar10 |
090716 |
632.00 |
646.25 |
632.00 |
633.50 |
-2.50 |
191 |
3,245 |
+4 |
| May10 |
090716 |
639.50 |
651.75 |
639.25 |
642.75 |
+0.50 |
77 |
1,077 |
-14 |
| Total Volume and Open Interest |
3,500 |
34,486 |
-657 |
| Oats(CBOT) |
| Sep09 |
090716 |
215.25 |
218.00 |
208.75 |
214.50 |
-3.00 |
180 |
3,675 |
-26 |
| Dec09 |
090716 |
229.00 |
230.25 |
220.25 |
226.00 |
-3.00 |
434 |
8,318 |
-122 |
| Mar10 |
090716 |
237.00 |
240.50 |
234.50 |
238.00 |
-2.50 |
30 |
1,292 |
-5 |
| May10 |
090716 |
246.00 |
248.50 |
246.00 |
246.00 |
-2.50 |
0 |
88 |
+0 |
| Total Volume and Open Interest |
644 |
13,373 |
-156 |
| Rough Rice(CBOT) |
| Jul09 |
090714 |
12.99 |
13.10 |
12.89 |
12.89 |
-0.01 |
16 |
85 |
+5 |
| Sep09 |
090716 |
12.89 |
13.10 |
12.85 |
13.07 |
+0.18 |
450 |
5,256 |
+70 |
| Nov09 |
090716 |
12.98 |
13.15 |
12.94 |
13.15 |
+0.17 |
115 |
2,037 |
+42 |
| Jan10 |
090716 |
13.19 |
13.30 |
13.16 |
13.30 |
+0.14 |
7 |
273 |
-1 |
| Total Volume and Open Interest |
574 |
8,093 |
+79 |
| Live Cattle(CME) |
| Aug09 |
090716 |
85.285 |
86.200 |
85.100 |
85.600 |
+0.670 |
19,863 |
61,754 |
-5,211 |
| Oct09 |
090716 |
90.400 |
91.700 |
90.400 |
91.430 |
+1.145 |
20,288 |
86,233 |
+6,715 |
| Dec09 |
090716 |
90.000 |
90.750 |
89.750 |
89.950 |
unch |
8,401 |
46,264 |
+2,748 |
| Feb10 |
090716 |
89.050 |
89.785 |
88.980 |
89.180 |
+0.230 |
3,029 |
15,367 |
+299 |
| Apr10 |
090716 |
90.200 |
90.900 |
90.150 |
90.430 |
+0.280 |
296 |
7,671 |
+67 |
| Jun10 |
090716 |
88.000 |
88.550 |
87.750 |
88.285 |
+0.385 |
148 |
2,505 |
+71 |
| Total Volume and Open Interest |
52,116 |
220,373 |
+4,760 |
| Feeder Cattle(CME) |
| Aug09 |
090716 |
103.285 |
104.600 |
103.230 |
103.900 |
+0.850 |
2,188 |
10,686 |
-818 |
| Sep09 |
090716 |
103.285 |
104.500 |
103.285 |
104.080 |
+0.880 |
1,745 |
7,137 |
+614 |
| Oct09 |
090716 |
103.400 |
104.300 |
103.400 |
103.850 |
+0.750 |
915 |
5,454 |
+20 |
| Nov09 |
090716 |
104.150 |
104.330 |
103.450 |
104.150 |
+0.920 |
387 |
1,617 |
+70 |
| Jan10 |
090716 |
102.300 |
102.600 |
102.150 |
102.500 |
+0.800 |
77 |
520 |
+31 |
| Mar10 |
090716 |
102.000 |
102.285 |
101.800 |
102.000 |
+0.850 |
21 |
152 |
+16 |
| Apr10 |
090716 |
101.600 |
101.600 |
101.550 |
101.600 |
+0.100 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
5,333 |
25,599 |
-67 |
| Lean Hogs(CME) |
| Aug09 |
090716 |
64.700 |
65.550 |
64.500 |
65.225 |
+1.190 |
16,632 |
32,266 |
-3,682 |
| Oct09 |
090716 |
59.900 |
60.500 |
59.535 |
60.485 |
+1.385 |
12,800 |
47,835 |
+2,729 |
| Dec09 |
090716 |
58.750 |
59.000 |
58.200 |
58.950 |
+0.650 |
5,787 |
30,269 |
+785 |
| Feb10 |
090716 |
64.180 |
64.300 |
63.300 |
64.250 |
+0.300 |
2,258 |
11,912 |
+829 |
| Apr10 |
090716 |
67.750 |
67.800 |
67.300 |
67.600 |
-0.150 |
638 |
4,699 |
+224 |
| May10 |
090716 |
71.600 |
72.200 |
71.550 |
71.950 |
-0.050 |
1 |
415 |
+1 |
| Jun10 |
090716 |
74.750 |
74.950 |
74.400 |
74.885 |
-0.065 |
151 |
2,510 |
+49 |
| Jul10 |
090716 |
74.000 |
74.400 |
73.600 |
74.400 |
+0.300 |
15 |
590 |
+10 |
| Total Volume and Open Interest |
41,048 |
135,445 |
-267 |
| Pork Bellies(CME) |
| Jul09 |
090716 |
60.300 |
60.500 |
60.300 |
60.500 |
+0.200 |
0 |
28 |
-6 |
| Aug09 |
090716 |
61.100 |
62.050 |
61.000 |
62.050 |
+2.000 |
84 |
448 |
-40 |
| Feb10 |
090716 |
85.250 |
85.900 |
84.900 |
85.800 |
+1.200 |
7 |
140 |
+0 |
| Mar10 |
090716 |
83.000 |
83.000 |
82.700 |
83.000 |
+0.400 |
0 |
42 |
+0 |
| May10 |
090716 |
86.500 |
86.500 |
86.500 |
86.500 |
unch |
|
|
|
| Total Volume and Open Interest |
91 |
658 |
-46 |
| Class III Milk(CME) |
| Jul09 |
090716 |
9.90 |
10.03 |
9.90 |
9.97 |
+0.02 |
86 |
4,605 |
+25 |
| Aug09 |
090716 |
10.30 |
10.69 |
10.30 |
10.53 |
+0.26 |
521 |
4,087 |
-164 |
| Sep09 |
090716 |
11.20 |
11.63 |
11.15 |
11.57 |
+0.37 |
126 |
4,000 |
+2 |
| Oct09 |
090716 |
12.15 |
12.45 |
12.02 |
12.37 |
+0.28 |
33 |
3,394 |
+9 |
| Nov09 |
090716 |
13.01 |
13.40 |
12.98 |
13.34 |
+0.36 |
38 |
3,210 |
+11 |
| Total Volume and Open Interest |
964 |
26,710 |
-70 |
| Cocoa(ICE) |
| Jul09 |
090716 |
2664 |
2666 |
2647 |
2647 |
-43 |
0 |
1 |
-3 |
| Sep09 |
090716 |
2711 |
2715 |
2644 |
2677 |
-40 |
6,155 |
46,429 |
-517 |
| Dec09 |
090716 |
2735 |
2739 |
2670 |
2702 |
-40 |
1,380 |
29,676 |
-150 |
| Mar10 |
090716 |
2737 |
2737 |
2700 |
2721 |
-40 |
1,462 |
18,733 |
+485 |
| May10 |
090716 |
2722 |
2722 |
2722 |
2722 |
-38 |
281 |
4,733 |
+149 |
| Jul10 |
090716 |
2729 |
2729 |
2729 |
2729 |
-38 |
22 |
3,589 |
-9 |
| Sep10 |
090716 |
2730 |
2730 |
2730 |
2730 |
-38 |
5 |
2,334 |
+5 |
| Total Volume and Open Interest |
9,322 |
109,742 |
-23 |
| Coffee "C"(ICE) |
| Jul09 |
090716 |
115.55 |
115.55 |
113.50 |
113.50 |
-2.15 |
15 |
28 |
+0 |
| Sep09 |
090716 |
118.75 |
119.05 |
114.60 |
115.65 |
-2.30 |
6,862 |
61,662 |
+23 |
| Dec09 |
090716 |
121.15 |
122.00 |
117.80 |
118.70 |
-2.25 |
848 |
26,573 |
+105 |
| Mar10 |
090716 |
124.75 |
124.75 |
120.80 |
121.60 |
-2.25 |
101 |
11,506 |
+22 |
| May10 |
090716 |
126.65 |
126.65 |
122.85 |
123.60 |
-2.20 |
25 |
3,696 |
-5 |
| Jul10 |
090716 |
127.45 |
127.45 |
124.75 |
125.50 |
-2.15 |
41 |
1,474 |
+1 |
| Total Volume and Open Interest |
7,988 |
107,649 |
+175 |
| Orange Juice(ICE) |
| Sep09 |
090716 |
102.50 |
102.50 |
99.10 |
101.75 |
-1.10 |
2,892 |
18,786 |
-253 |
| Nov09 |
090716 |
102.75 |
105.45 |
102.50 |
105.05 |
-1.10 |
931 |
7,649 |
+654 |
| Jan10 |
090716 |
107.00 |
108.05 |
107.00 |
108.05 |
-1.15 |
78 |
1,099 |
-13 |
| Mar10 |
090716 |
111.10 |
111.35 |
111.10 |
111.35 |
-1.15 |
48 |
1,027 |
+19 |
| May10 |
090716 |
113.75 |
113.75 |
113.75 |
113.75 |
-1.15 |
0 |
130 |
+0 |
| Jul10 |
090716 |
116.75 |
116.75 |
116.75 |
116.75 |
-0.55 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
3,949 |
28,932 |
+407 |
| Sugar #11(ICE) |
| Oct09 |
090716 |
17.77 |
17.78 |
17.35 |
17.39 |
-0.38 |
37,893 |
310,148 |
+1,706 |
| Mar10 |
090716 |
18.98 |
19.02 |
18.57 |
18.65 |
-0.40 |
24,740 |
177,979 |
+1,117 |
| May10 |
090716 |
18.52 |
18.56 |
18.13 |
18.20 |
-0.36 |
8,084 |
40,723 |
+714 |
| Jul10 |
090716 |
18.03 |
18.03 |
17.63 |
17.69 |
-0.34 |
4,267 |
70,157 |
-202 |
| Oct10 |
090716 |
17.69 |
17.72 |
17.47 |
17.47 |
-0.34 |
1,533 |
45,303 |
+513 |
| Total Volume and Open Interest |
80,073 |
719,402 |
+4,565 |
| Sugar #14(ICE) |
| Sep09 |
090716 |
22.90 |
23.03 |
22.88 |
23.03 |
+0.20 |
124 |
2,318 |
-34 |
| Total Volume and Open Interest |
124 |
2,318 |
-34 |
| London Cocoa(LCE) |
| Jul09 |
090716 |
1684 |
1692 |
1655 |
1665 |
-27 |
5,258 |
25,862 |
-3,966 |
| Sep09 |
090716 |
1720 |
1725 |
1682 |
1707 |
-17 |
8,945 |
41,549 |
+2,420 |
| Dec09 |
090716 |
1723 |
1726 |
1690 |
1712 |
-18 |
1,611 |
31,907 |
-14 |
| Mar10 |
090716 |
1724 |
1725 |
1695 |
1716 |
-15 |
1,877 |
30,292 |
+920 |
| May10 |
090716 |
1724 |
1724 |
1702 |
1712 |
-15 |
501 |
16,230 |
+361 |
| Jul10 |
090716 |
1710 |
1710 |
1704 |
1704 |
-21 |
7 |
6,309 |
+7 |
| Sep10 |
090716 |
1703 |
1703 |
1703 |
1703 |
-23 |
104 |
2,706 |
-21 |
| Total Volume and Open Interest |
18,407 |
158,037 |
-206 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090716 |
471.00 |
471.00 |
460.00 |
460.90 |
-10.10 |
3,499 |
49,412 |
+1,071 |
| Dec09 |
090716 |
484.00 |
484.00 |
473.50 |
474.10 |
-9.30 |
570 |
8,872 |
+299 |
| Mar10 |
090716 |
493.00 |
493.00 |
483.90 |
484.80 |
-9.70 |
760 |
13,049 |
+165 |
| May10 |
090716 |
483.50 |
483.50 |
481.00 |
481.00 |
-7.50 |
234 |
1,837 |
+196 |
| Aug10 |
090716 |
478.30 |
478.50 |
475.00 |
475.30 |
-6.70 |
243 |
1,498 |
+68 |
| Total Volume and Open Interest |
10,791 |
79,538 |
-109 |
| Cotton(ICE) |
| Oct09 |
090716 |
60.90 |
61.83 |
60.21 |
61.58 |
+0.19 |
93 |
2,531 |
-10 |
| Dec09 |
090716 |
63.18 |
63.64 |
62.10 |
63.46 |
+0.27 |
5,751 |
101,217 |
+975 |
| Mar10 |
090716 |
64.55 |
65.51 |
64.51 |
65.49 |
+0.16 |
2,244 |
13,964 |
+1,405 |
| May10 |
090716 |
66.25 |
66.80 |
66.25 |
66.80 |
+0.32 |
0 |
787 |
+0 |
| Jul10 |
090716 |
67.75 |
67.93 |
67.67 |
67.87 |
+0.46 |
161 |
1,979 |
-18 |
| Oct10 |
090716 |
69.07 |
69.07 |
69.07 |
69.07 |
+0.42 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
8,319 |
122,656 |
+2,395 |
| Lumber(CME) |
| Sep09 |
090716 |
191.6 |
193.5 |
184.0 |
186.4 |
-3.2 |
1,339 |
5,133 |
+254 |
| Nov09 |
090716 |
194.4 |
195.5 |
188.5 |
191.1 |
-1.5 |
179 |
1,437 |
+84 |
| Jan10 |
090716 |
212.7 |
216.5 |
208.0 |
211.4 |
-3.5 |
91 |
754 |
-31 |
| Mar10 |
090716 |
220.0 |
226.0 |
220.0 |
225.9 |
+2.4 |
1 |
34 |
+0 |
| Total Volume and Open Interest |
2,142 |
7,551 |
+64 |
| Crude Oil(NYM) |
| Aug09 |
090716 |
62.00 |
62.25 |
60.29 |
62.02 |
+0.48 |
305,947 |
118,789 |
-24,719 |
| Sep09 |
090716 |
62.98 |
63.23 |
61.45 |
63.06 |
+0.48 |
152,586 |
289,124 |
+31,004 |
| Oct09 |
090716 |
64.10 |
64.44 |
62.79 |
64.33 |
+0.57 |
34,407 |
84,180 |
+6,972 |
| Nov09 |
090716 |
65.13 |
65.61 |
64.02 |
65.53 |
+0.67 |
18,757 |
41,749 |
+5,610 |
| Dec09 |
090716 |
65.92 |
66.62 |
65.00 |
66.52 |
+0.75 |
40,541 |
162,701 |
+2,701 |
| Jan10 |
090716 |
66.60 |
67.36 |
66.27 |
67.36 |
+0.82 |
7,849 |
32,755 |
+1,820 |
| Feb10 |
090716 |
66.86 |
68.05 |
66.86 |
68.05 |
+0.90 |
4,834 |
21,574 |
+270 |
| Mar10 |
090716 |
67.33 |
68.62 |
67.31 |
68.62 |
+0.95 |
2,044 |
17,270 |
+470 |
| Apr10 |
090716 |
68.65 |
69.14 |
68.16 |
69.14 |
+1.00 |
1,128 |
10,814 |
+212 |
| May10 |
090716 |
68.52 |
69.64 |
68.50 |
69.64 |
+1.04 |
916 |
9,982 |
+317 |
| Jun10 |
090716 |
68.88 |
70.14 |
68.52 |
70.12 |
+1.08 |
4,732 |
43,263 |
+86 |
| Jul10 |
090716 |
69.19 |
70.59 |
68.84 |
70.51 |
+1.07 |
1,802 |
29,574 |
+619 |
| Aug10 |
090716 |
69.19 |
70.80 |
69.19 |
70.80 |
+1.06 |
592 |
6,871 |
+135 |
| Sep10 |
090716 |
70.55 |
71.08 |
70.55 |
71.08 |
+1.05 |
458 |
11,517 |
+123 |
| Oct10 |
090716 |
71.38 |
71.38 |
71.38 |
71.38 |
+1.05 |
220 |
5,717 |
+155 |
| Nov10 |
090716 |
71.70 |
71.70 |
71.70 |
71.70 |
+1.03 |
207 |
8,034 |
+45 |
| Total Volume and Open Interest |
591,609 |
1,203,729 |
+26,758 |
| e-miNY Crude Oil(NYM) |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090716 |
62.000 |
62.300 |
60.300 |
62.025 |
+0.475 |
12,531 |
4,603 |
-23 |
| Sep09 |
090716 |
63.000 |
63.250 |
61.475 |
63.050 |
+0.475 |
1,195 |
1,113 |
+30 |
| Oct09 |
090716 |
63.925 |
64.325 |
62.800 |
64.325 |
+0.575 |
46 |
221 |
-2 |
| Nov09 |
090716 |
65.150 |
65.525 |
65.075 |
65.525 |
+0.675 |
0 |
19 |
+0 |
| Dec09 |
090716 |
65.550 |
66.525 |
65.500 |
66.525 |
+0.750 |
12 |
83 |
-4 |
| Jan10 |
090716 |
67.350 |
67.350 |
67.350 |
67.350 |
+0.800 |
|
|
|
| Feb10 |
090716 |
68.050 |
68.050 |
68.050 |
68.050 |
+0.900 |
|
|
|
| Mar10 |
090716 |
68.625 |
68.625 |
68.625 |
68.625 |
+0.950 |
0 |
1 |
+0 |
| Apr10 |
090716 |
69.150 |
69.150 |
69.150 |
69.150 |
+1.000 |
|
|
|
| Total Volume and Open Interest |
13,784 |
6,115 |
+1 |
| Heating Oil(NYM) |
| Aug09 |
090716 |
159.05 |
160.80 |
155.85 |
159.94 |
+1.73 |
42,710 |
46,165 |
-1,780 |
| Sep09 |
090716 |
162.35 |
164.10 |
159.56 |
163.48 |
+1.76 |
24,006 |
51,352 |
+3,139 |
| Oct09 |
090716 |
164.20 |
167.30 |
163.00 |
166.95 |
+1.75 |
7,208 |
31,744 |
-15 |
| Nov09 |
090716 |
168.24 |
170.80 |
166.81 |
170.54 |
+1.81 |
3,492 |
17,787 |
+299 |
| Dec09 |
090716 |
172.10 |
174.25 |
169.72 |
174.12 |
+1.92 |
9,168 |
36,518 |
+1,123 |
| Jan10 |
090716 |
174.40 |
177.65 |
174.31 |
177.65 |
+1.97 |
5,078 |
18,529 |
+694 |
| Feb10 |
090716 |
178.60 |
180.00 |
177.29 |
180.00 |
+2.12 |
3,711 |
10,465 |
+358 |
| Mar10 |
090716 |
178.59 |
181.40 |
177.90 |
181.30 |
+2.17 |
1,065 |
8,635 |
+299 |
| Apr10 |
090716 |
179.20 |
182.61 |
179.00 |
182.00 |
+2.22 |
583 |
5,948 |
+205 |
| May10 |
090716 |
180.70 |
183.48 |
180.70 |
182.90 |
+2.22 |
680 |
7,518 |
-87 |
| Jun10 |
090716 |
180.36 |
184.00 |
179.90 |
184.00 |
+2.22 |
1,900 |
17,908 |
+169 |
| Jul10 |
090716 |
184.15 |
186.10 |
184.15 |
186.10 |
+2.22 |
931 |
2,744 |
-6 |
| Total Volume and Open Interest |
103,010 |
293,686 |
+4,507 |
| Gasoline(NYMEX) |
| Aug09 |
090716 |
171.58 |
172.00 |
168.07 |
171.35 |
+0.54 |
33,534 |
45,073 |
-2,162 |
| Sep09 |
090716 |
170.74 |
171.18 |
167.44 |
170.62 |
+0.68 |
17,785 |
65,416 |
+2,731 |
| Oct09 |
090716 |
158.76 |
161.75 |
158.29 |
161.45 |
+1.09 |
6,691 |
29,063 |
+759 |
| Nov09 |
090716 |
158.25 |
161.41 |
158.16 |
161.17 |
+1.23 |
3,914 |
13,102 |
+755 |
| Dec09 |
090716 |
161.30 |
162.79 |
159.13 |
162.58 |
+1.27 |
5,724 |
15,714 |
+515 |
| Jan10 |
090716 |
165.00 |
165.00 |
165.00 |
165.00 |
+1.38 |
2,139 |
8,384 |
+398 |
| Feb10 |
090716 |
166.10 |
167.40 |
166.10 |
167.40 |
+1.48 |
1,480 |
2,956 |
+277 |
| Mar10 |
090716 |
169.25 |
169.90 |
169.25 |
169.90 |
+1.38 |
1,140 |
3,455 |
+267 |
| Apr10 |
090716 |
183.25 |
183.25 |
183.25 |
183.25 |
+1.38 |
437 |
3,929 |
+54 |
| May10 |
090716 |
184.75 |
184.75 |
184.75 |
184.75 |
+1.38 |
176 |
1,998 |
+49 |
| Total Volume and Open Interest |
73,161 |
196,807 |
+3,643 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090716 |
1.71 |
1.71 |
1.71 |
1.71 |
unch |
0 |
1 |
+0 |
| Sep09 |
090716 |
170.62 |
170.62 |
170.62 |
170.62 |
+0.68 |
|
|
|
| Oct09 |
090716 |
161.45 |
161.45 |
161.45 |
161.45 |
+1.09 |
|
|
|
| Nov09 |
090716 |
161.17 |
161.17 |
161.17 |
161.17 |
+1.23 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Aug09 |
090716 |
3.296 |
3.680 |
3.250 |
3.668 |
+0.385 |
97,222 |
117,412 |
-12,381 |
| Sep09 |
090716 |
3.435 |
3.825 |
3.400 |
3.813 |
+0.380 |
48,055 |
125,692 |
+2,167 |
| Oct09 |
090716 |
3.655 |
4.029 |
3.643 |
4.020 |
+0.353 |
17,438 |
86,349 |
-181 |
| Nov09 |
090716 |
4.352 |
4.666 |
4.334 |
4.666 |
+0.322 |
5,968 |
39,226 |
+29 |
| Dec09 |
090716 |
5.015 |
5.321 |
5.015 |
5.314 |
+0.293 |
4,644 |
43,797 |
-37 |
| Jan10 |
090716 |
5.308 |
5.600 |
5.302 |
5.594 |
+0.286 |
7,110 |
41,971 |
+351 |
| Feb10 |
090716 |
5.384 |
5.631 |
5.384 |
5.625 |
+0.282 |
940 |
20,346 |
+1 |
| Mar10 |
090716 |
5.290 |
5.570 |
5.290 |
5.559 |
+0.269 |
2,609 |
36,737 |
-54 |
| Apr10 |
090716 |
5.225 |
5.480 |
5.225 |
5.472 |
+0.248 |
2,012 |
34,398 |
-226 |
| May10 |
090716 |
5.362 |
5.526 |
5.358 |
5.519 |
+0.243 |
733 |
18,908 |
-176 |
| Jun10 |
090716 |
5.392 |
5.628 |
5.392 |
5.617 |
+0.241 |
242 |
9,444 |
+26 |
| Jul10 |
090716 |
5.550 |
5.746 |
5.540 |
5.735 |
+0.239 |
710 |
9,133 |
+273 |
| Aug10 |
090716 |
5.650 |
5.838 |
5.650 |
5.825 |
+0.237 |
123 |
9,350 |
+30 |
| Sep10 |
090716 |
5.738 |
5.910 |
5.736 |
5.887 |
+0.236 |
657 |
7,055 |
+116 |
| Oct10 |
090716 |
5.844 |
5.997 |
5.833 |
5.997 |
+0.233 |
1,203 |
17,469 |
-25 |
| Nov10 |
090716 |
6.120 |
6.342 |
6.120 |
6.342 |
+0.228 |
133 |
6,006 |
+14 |
| Total Volume and Open Interest |
190,603 |
749,240 |
-10,143 |
| Brent Crude Oil(ICE) |
| Sep09 |
090716 |
63.68 |
63.89 |
62.51 |
63.75 |
+0.23 |
114,430 |
132,434 |
-1,323 |
| Oct09 |
090716 |
64.22 |
64.55 |
63.11 |
64.43 |
+0.41 |
43,060 |
100,017 |
+8,334 |
| Nov09 |
090716 |
64.77 |
65.39 |
63.89 |
65.26 |
+0.54 |
15,288 |
32,401 |
+609 |
| Dec09 |
090716 |
65.45 |
66.20 |
64.62 |
66.08 |
+0.64 |
24,496 |
95,028 |
+2,421 |
| Jan10 |
090716 |
66.03 |
66.79 |
65.29 |
66.79 |
+0.72 |
7,560 |
27,760 |
+1,904 |
| Feb10 |
090716 |
66.65 |
67.47 |
65.91 |
67.47 |
+0.80 |
2,516 |
16,134 |
+265 |
| Mar10 |
090716 |
66.72 |
68.09 |
66.46 |
68.09 |
+0.88 |
1,807 |
12,226 |
-60 |
| Apr10 |
090716 |
67.00 |
68.69 |
67.00 |
68.69 |
+0.93 |
1,340 |
6,101 |
+99 |
| May10 |
090716 |
69.24 |
69.24 |
69.24 |
69.24 |
+0.97 |
809 |
4,518 |
-68 |
| Jun10 |
090716 |
68.70 |
69.73 |
68.16 |
69.73 |
+0.98 |
2,230 |
32,911 |
+338 |
| Jul10 |
090716 |
70.14 |
70.14 |
70.14 |
70.14 |
+0.99 |
186 |
8,940 |
-79 |
| Aug10 |
090716 |
70.49 |
70.49 |
70.49 |
70.49 |
+1.01 |
104 |
6,164 |
+37 |
| Sep10 |
090716 |
70.83 |
70.83 |
70.83 |
70.83 |
+1.02 |
7 |
2,532 |
-29 |
| Oct10 |
090716 |
71.13 |
71.13 |
71.13 |
71.13 |
+1.00 |
13 |
2,676 |
-6 |
| Total Volume and Open Interest |
289,731 |
657,851 |
+332 |
| Gas Oil(ICE) |
| Aug09 |
090716 |
513.25 |
519.75 |
503.50 |
515.50 |
+12.75 |
50,524 |
82,212 |
-2,433 |
| Sep09 |
090716 |
521.25 |
526.75 |
511.25 |
522.75 |
+12.50 |
48,425 |
84,909 |
+3,090 |
| Oct09 |
090716 |
527.75 |
534.00 |
519.00 |
530.25 |
+12.25 |
24,317 |
43,176 |
+1,171 |
| Nov09 |
090716 |
533.00 |
539.25 |
527.50 |
537.75 |
+11.75 |
13,638 |
28,172 |
-635 |
| Dec09 |
090716 |
543.75 |
548.75 |
535.00 |
545.50 |
+11.25 |
22,632 |
68,016 |
+2,415 |
| Jan10 |
090716 |
548.50 |
556.50 |
544.75 |
554.25 |
+10.75 |
5,949 |
36,264 |
+1,937 |
| Feb10 |
090716 |
553.00 |
564.50 |
553.00 |
562.25 |
+10.75 |
2,259 |
16,267 |
-563 |
| Mar10 |
090716 |
561.75 |
571.25 |
559.75 |
569.25 |
+10.50 |
2,314 |
17,787 |
+646 |
| Apr10 |
090716 |
567.25 |
578.50 |
567.25 |
576.25 |
+10.25 |
1,513 |
10,024 |
+244 |
| May10 |
090716 |
573.75 |
583.25 |
573.75 |
582.25 |
+10.25 |
1,519 |
8,104 |
+580 |
| Total Volume and Open Interest |
181,366 |
507,614 |
+8,794 |
| Ethanol(CBOT) |
| Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
| Aug09 |
090716 |
1.500 |
1.519 |
1.490 |
1.510 |
+0.009 |
25 |
412 |
-11 |
| Sep09 |
090716 |
1.465 |
1.484 |
1.465 |
1.480 |
+0.005 |
5 |
506 |
+3 |
| Oct09 |
090716 |
1.465 |
1.466 |
1.465 |
1.465 |
-0.003 |
5 |
333 |
+2 |
| Nov09 |
090716 |
1.469 |
1.469 |
1.469 |
1.469 |
-0.001 |
5 |
241 |
+0 |
| Dec09 |
090716 |
1.450 |
1.474 |
1.450 |
1.465 |
-0.005 |
11 |
379 |
+10 |
| Jan10 |
090716 |
1.460 |
1.470 |
1.460 |
1.465 |
-0.005 |
5 |
428 |
+2 |
| Feb10 |
090716 |
1.470 |
1.470 |
1.470 |
1.470 |
+0.010 |
13 |
437 |
+8 |
| Total Volume and Open Interest |
103 |
3,835 |
+41 |
| US Dollar Index(ICE) |
| Sep09 |
090716 |
79.590 |
79.775 |
79.285 |
79.370 |
-0.090 |
4,142 |
19,345 |
+513 |
| Dec09 |
090716 |
80.000 |
80.000 |
79.595 |
79.700 |
-0.065 |
7 |
2,090 |
+0 |
| Mar10 |
090716 |
79.990 |
79.990 |
79.990 |
79.990 |
-0.065 |
|
|
|
| Total Volume and Open Interest |
4,149 |
21,435 |
+513 |
| Australian Dollar(CME) |
| Sep09 |
090716 |
79.95 |
80.37 |
79.26 |
80.21 |
+0.07 |
76,413 |
86,924 |
+4,013 |
| Dec09 |
090716 |
79.38 |
79.79 |
78.76 |
79.67 |
+0.07 |
52 |
480 |
+1 |
| Mar10 |
090716 |
79.14 |
79.14 |
79.07 |
79.14 |
+0.07 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
76,465 |
87,420 |
+4,014 |
| British Pound(CME) |
| Sep09 |
090716 |
164.17 |
165.00 |
163.53 |
164.52 |
+0.28 |
82,567 |
89,896 |
+2,102 |
| Dec09 |
090716 |
163.90 |
164.86 |
163.62 |
164.51 |
+0.28 |
46 |
327 |
-19 |
| Mar10 |
090716 |
164.50 |
164.50 |
163.72 |
164.50 |
+0.29 |
4 |
8 |
+0 |
| Total Volume and Open Interest |
82,617 |
90,253 |
+2,083 |
| Canadian Dollar(CME) |
| Sep09 |
090716 |
89.84 |
89.94 |
89.11 |
89.49 |
-0.45 |
73,002 |
82,290 |
+2,193 |
| Dec09 |
090716 |
89.70 |
89.97 |
89.19 |
89.52 |
-0.45 |
72 |
2,233 |
+16 |
| Mar10 |
090716 |
89.42 |
90.01 |
89.36 |
89.56 |
-0.45 |
13 |
513 |
+4 |
| Jun10 |
090716 |
89.50 |
90.03 |
89.42 |
89.59 |
-0.44 |
1 |
124 |
-1 |
| Total Volume and Open Interest |
73,088 |
85,324 |
+2,212 |
| Japanese Yen(CME) |
| Sep09 |
090716 |
106.17 |
107.33 |
105.94 |
106.74 |
+0.71 |
89,253 |
109,867 |
+4,302 |
| Dec09 |
090716 |
106.97 |
107.39 |
106.08 |
106.86 |
+0.71 |
59 |
219 |
+37 |
| Mar10 |
090716 |
107.05 |
107.32 |
106.35 |
107.05 |
+0.70 |
2 |
31 |
+0 |
| Total Volume and Open Interest |
89,314 |
110,118 |
+4,339 |
| Swiss Franc(CME) |
| Sep09 |
090716 |
93.07 |
93.50 |
92.75 |
93.24 |
-0.01 |
33,389 |
33,704 |
+1,186 |
| Dec09 |
090716 |
93.38 |
93.61 |
92.94 |
93.38 |
-0.01 |
2 |
101 |
+1 |
| Mar10 |
090716 |
93.56 |
93.58 |
93.27 |
93.56 |
-0.02 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
33,391 |
33,809 |
+1,187 |
| EuroFX(CME) |
| Sep09 |
090716 |
141.02 |
141.67 |
140.57 |
141.48 |
+0.18 |
179,240 |
114,982 |
+1,624 |
| Dec09 |
090716 |
141.04 |
141.64 |
140.60 |
141.48 |
+0.18 |
341 |
1,315 |
-161 |
| Mar10 |
090716 |
141.49 |
141.49 |
140.79 |
141.49 |
+0.18 |
5 |
343 |
+5 |
| Total Volume and Open Interest |
179,586 |
116,643 |
+1,468 |
| Mexican Peso(CME) |
| Aug09 |
090716 |
733.2 |
737.5 |
733.2 |
733.2 |
-4.2 |
|
|
|
| Sep09 |
090716 |
732.8 |
733.5 |
726.5 |
728.8 |
-4.2 |
10,847 |
44,318 |
-3,016 |
| Total Volume and Open Interest |
10,849 |
45,901 |
-3,018 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090716 |
116~230 |
117~260 |
116~065 |
117~070 |
+0~125 |
242,341 |
711,672 |
-5,689 |
| Dec09 |
090716 |
115~190 |
116~160 |
115~160 |
116~010 |
+0~125 |
92 |
835 |
+29 |
| Mar10 |
090716 |
115~020 |
115~020 |
114~215 |
115~020 |
+0~125 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
242,433 |
712,551 |
-5,660 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090716 |
116~205 |
117~135 |
116~205 |
117~005 |
+0~100 |
904,992 |
1,032,112 |
+4,375 |
| Dec09 |
090716 |
115~180 |
115~270 |
115~100 |
115~190 |
+0~090 |
2,725 |
3,857 |
+1,609 |
| Mar10 |
090716 |
114~190 |
114~190 |
114~100 |
114~190 |
+0~090 |
|
|
|
| Total Volume and Open Interest |
907,717 |
1,035,969 |
+5,984 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090716 |
115~020 |
115~099 |
115~020 |
115~069 |
+0~043 |
378,448 |
768,586 |
+10,435 |
| Dec09 |
090716 |
113~101 |
114~017 |
113~101 |
114~017 |
+0~035 |
0 |
500 |
+0 |
| Mar10 |
090716 |
114~017 |
114~017 |
113~110 |
114~017 |
+0~035 |
|
|
|
| Total Volume and Open Interest |
378,448 |
769,086 |
+10,435 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090716 |
108~054 |
108~054 |
108~052 |
108~052 |
+0~012 |
4,492 |
625,366 |
+13,991 |
| Dec09 |
090716 |
107~113 |
107~113 |
107~101 |
107~113 |
+0~012 |
0 |
2 |
+0 |
| Mar10 |
090716 |
107~113 |
107~113 |
107~101 |
107~113 |
+0~012 |
|
|
|
| Total Volume and Open Interest |
166,130 |
625,368 |
+13,991 |
| Eurodollars(CME) |
| Sep09 |
090716 |
99.415 |
99.455 |
99.395 |
99.445 |
+0.030 |
138,091 |
1,027,020 |
+1,399 |
| Dec09 |
090716 |
99.175 |
99.235 |
99.160 |
99.210 |
+0.035 |
254,684 |
944,051 |
+5,840 |
| Mar10 |
090716 |
98.910 |
99.025 |
98.910 |
98.975 |
+0.045 |
234,259 |
892,406 |
+7,404 |
| Jun10 |
090716 |
98.585 |
98.715 |
98.575 |
98.650 |
+0.055 |
245,192 |
609,837 |
-796 |
| Sep10 |
090716 |
98.225 |
98.370 |
98.210 |
98.300 |
+0.070 |
310,855 |
606,066 |
+24,528 |
| Dec10 |
090716 |
97.820 |
97.980 |
97.805 |
97.900 |
+0.075 |
242,153 |
707,255 |
+6,364 |
| Mar11 |
090716 |
97.435 |
97.615 |
97.430 |
97.530 |
+0.080 |
178,163 |
358,150 |
+3,984 |
| Jun11 |
090716 |
97.080 |
97.245 |
97.080 |
97.160 |
+0.090 |
137,035 |
350,280 |
+4,054 |
| Sep11 |
090716 |
96.775 |
96.915 |
96.755 |
96.825 |
+0.090 |
84,917 |
229,646 |
+1,983 |
| Dec11 |
090716 |
96.430 |
96.600 |
96.430 |
96.510 |
+0.090 |
67,399 |
148,295 |
+1,798 |
| Mar12 |
090716 |
96.200 |
96.370 |
96.195 |
96.285 |
+0.085 |
52,561 |
105,925 |
+1,669 |
| Jun12 |
090716 |
96.025 |
96.160 |
96.010 |
96.080 |
+0.080 |
48,339 |
113,389 |
+3,125 |
| Sep12 |
090716 |
95.870 |
95.990 |
95.850 |
95.915 |
+0.070 |
14,500 |
66,091 |
+318 |
| Dec12 |
090716 |
95.685 |
95.830 |
95.685 |
95.755 |
+0.065 |
10,645 |
59,735 |
+1,126 |
| Mar13 |
090716 |
95.645 |
95.730 |
95.590 |
95.660 |
+0.065 |
7,604 |
65,805 |
-81 |
| Jun13 |
090716 |
95.540 |
95.615 |
95.485 |
95.545 |
+0.065 |
6,658 |
32,249 |
-1,355 |
| Sep13 |
090716 |
95.430 |
95.510 |
95.390 |
95.440 |
+0.065 |
3,732 |
39,884 |
+33 |
| Dec13 |
090716 |
95.300 |
95.390 |
95.265 |
95.320 |
+0.065 |
2,705 |
28,505 |
+18 |
| Total Volume and Open Interest |
2,058,258 |
6,528,465 |
+67,925 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090716 |
99.830 |
99.838 |
99.827 |
99.832 |
+0.005 |
4,506 |
59,236 |
+12 |
| Aug09 |
090716 |
99.815 |
99.820 |
99.810 |
99.815 |
+0.005 |
2,445 |
47,023 |
+575 |
| Sep09 |
090716 |
99.795 |
99.800 |
99.795 |
99.795 |
unch |
1,725 |
31,679 |
+67 |
| Oct09 |
090716 |
99.775 |
99.790 |
99.775 |
99.780 |
unch |
3,221 |
31,996 |
-393 |
| Nov09 |
090716 |
99.735 |
99.750 |
99.730 |
99.740 |
+0.005 |
3,458 |
61,571 |
+1,656 |
| Dec09 |
090716 |
99.710 |
99.725 |
99.705 |
99.715 |
+0.010 |
2,949 |
38,422 |
+294 |
| Total Volume and Open Interest |
35,289 |
378,433 |
+2,513 |
| 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 |
090715 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090715 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Mar10 |
090715 |
99.55 |
99.55 |
99.55 |
99.55 |
-0.01 |
|
|
|
| Jun10 |
090715 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
|
|
|
| Sep10 |
090715 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.02 |
|
|
|
| Dec10 |
090715 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
|
|
|
| Mar11 |
090715 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
|
|
|
| Jun11 |
090715 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Sep11 |
090715 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
|
|
|
| Dec11 |
090715 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090716 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
761 |
10,781 |
-651 |
| Dec09 |
090716 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
3,312 |
+0 |
| Mar10 |
090716 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
2,575 |
+0 |
| Jun10 |
090716 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
1,148 |
+0 |
| Sep10 |
090716 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
281 |
+0 |
| Dec10 |
090716 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
0 |
420 |
+0 |
| Mar11 |
090716 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
412 |
+0 |
| Jun11 |
090716 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
52 |
+0 |
| Total Volume and Open Interest |
761 |
21,004 |
+500 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090716 |
138.42 |
138.62 |
138.22 |
138.59 |
-0.01 |
3,339 |
12,519 |
-274 |
| Dec09 |
090716 |
137.87 |
138.20 |
137.87 |
138.20 |
-0.01 |
0 |
1 |
+0 |
| Mar10 |
090716 |
137.97 |
137.97 |
137.97 |
137.97 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
3,339 |
12,826 |
+306 |
| Euro-Bund(EUREX) |
| Sep09 |
090716 |
121.28 |
121.88 |
120.97 |
121.48 |
+0.12 |
633,568 |
873,787 |
-55,724 |
| Dec09 |
090716 |
119.86 |
120.50 |
119.77 |
120.12 |
+0.11 |
23 |
129 |
+9 |
| Mar10 |
090716 |
119.74 |
119.74 |
119.74 |
119.74 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
633,591 |
873,916 |
-55,715 |
| Euro-Bobl(EUREX) |
| Sep09 |
090713 |
116.29 |
116.44 |
116.20 |
116.34 |
+0.21 |
326,962 |
687,616 |
+13,053 |
| Dec09 |
090716 |
114.24 |
114.54 |
114.24 |
114.54 |
+0.12 |
14 |
75 |
+10 |
| Mar10 |
090716 |
114.34 |
114.34 |
114.34 |
114.34 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
376,263 |
681,688 |
-40,827 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090716 |
98.930 |
98.980 |
98.930 |
98.980 |
+0.055 |
227 |
5,446 |
+41 |
| Mar10 |
090716 |
98.790 |
98.840 |
98.790 |
98.830 |
+0.060 |
225 |
2,889 |
-17 |
| Total Volume and Open Interest |
875 |
33,932 |
-9 |
| Long Gilt(LIFFE) |
| Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
| Dec09 |
090716 |
115~22 |
115~22 |
115~22 |
115~22 |
+0~03 |
|
|
|
| Total Volume and Open Interest |
66,651 |
205,612 |
-12,302 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090716 |
99.07 |
99.10 |
99.06 |
99.09 |
+0.03 |
28,971 |
243,279 |
-5,886 |
| Dec09 |
090716 |
98.81 |
98.90 |
98.81 |
98.88 |
+0.06 |
61,093 |
250,879 |
+4,318 |
| Mar10 |
090716 |
98.51 |
98.62 |
98.49 |
98.59 |
+0.07 |
69,826 |
323,718 |
+2,685 |
| Jun10 |
090716 |
98.07 |
98.18 |
98.06 |
98.15 |
+0.06 |
74,956 |
302,476 |
+84 |
| Sep10 |
090716 |
97.62 |
97.71 |
97.60 |
97.68 |
+0.04 |
64,202 |
289,291 |
-5,630 |
| Dec10 |
090716 |
97.10 |
97.19 |
97.09 |
97.16 |
+0.02 |
41,981 |
241,039 |
+2,512 |
| Total Volume and Open Interest |
386,440 |
2,103,214 |
-1,133 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090716 |
99.100 |
99.135 |
99.065 |
99.115 |
+0.030 |
102,161 |
702,985 |
-6,790 |
| Dec09 |
090716 |
98.930 |
99.005 |
98.925 |
98.980 |
+0.055 |
82,390 |
485,053 |
-12,520 |
| Mar10 |
090716 |
98.770 |
98.855 |
98.760 |
98.830 |
+0.055 |
98,510 |
433,339 |
-3,557 |
| Total Volume and Open Interest |
746,098 |
3,105,772 |
-27,663 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090716 |
96.79 |
96.83 |
96.75 |
96.79 |
-0.01 |
19,433 |
299,778 |
+1,800 |
| Dec09 |
090716 |
96.68 |
96.69 |
96.62 |
96.69 |
+0.01 |
18,294 |
232,372 |
+7,078 |
| Mar10 |
090716 |
96.34 |
96.39 |
96.27 |
96.37 |
unch |
12,229 |
134,607 |
+1,584 |
| Jun10 |
090716 |
95.94 |
95.98 |
95.88 |
95.97 |
-0.01 |
4,428 |
82,828 |
+1,739 |
| Sep10 |
090716 |
95.53 |
95.56 |
95.46 |
95.53 |
-0.03 |
3,321 |
52,257 |
+1,336 |
| Dec10 |
090716 |
95.16 |
95.17 |
95.09 |
95.15 |
-0.03 |
1,958 |
31,691 |
+1,424 |
| Mar11 |
090716 |
94.76 |
94.83 |
94.76 |
94.82 |
-0.03 |
443 |
17,447 |
-609 |
| Jun11 |
090716 |
94.47 |
94.53 |
94.44 |
94.50 |
-0.05 |
1,029 |
10,829 |
+197 |
| Sep11 |
090716 |
94.18 |
94.19 |
94.18 |
94.19 |
-0.09 |
260 |
3,408 |
+150 |
| Dec11 |
090716 |
93.91 |
93.91 |
93.91 |
93.91 |
-0.10 |
100 |
600 |
-100 |
| Total Volume and Open Interest |
61,495 |
866,699 |
+14,599 |
| 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 |
090716 |
94.57 |
94.57 |
94.57 |
94.57 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
30,028 |
346,896 |
+9,852 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090716 |
95.43 |
95.44 |
95.32 |
95.41 |
-0.02 |
113,870 |
553,488 |
+35,883 |
| Dec09 |
090716 |
95.41 |
95.41 |
95.41 |
95.41 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
113,870 |
553,488 |
+35,883 |
| Gold(CMX) |
| Aug09 |
090716 |
939.3 |
940.5 |
932.6 |
935.4 |
-4.0 |
82,435 |
184,837 |
-4,746 |
| Oct09 |
090716 |
941.1 |
941.3 |
934.0 |
936.7 |
-4.0 |
3,162 |
15,099 |
+996 |
| Dec09 |
090716 |
943.0 |
943.0 |
935.5 |
938.2 |
-4.0 |
15,079 |
81,617 |
+4,628 |
| Feb10 |
090716 |
941.0 |
941.0 |
937.6 |
939.4 |
-4.1 |
1,366 |
16,727 |
+342 |
| Apr10 |
090716 |
943.4 |
944.0 |
938.2 |
940.7 |
-4.2 |
375 |
16,991 |
+14 |
| Jun10 |
090716 |
945.2 |
945.2 |
942.1 |
942.1 |
-4.3 |
13 |
9,307 |
+3 |
| Aug10 |
090716 |
943.8 |
943.8 |
943.8 |
943.8 |
-4.4 |
0 |
3,892 |
+0 |
| Oct10 |
090716 |
950.0 |
950.0 |
945.7 |
945.7 |
-4.6 |
0 |
1,546 |
+0 |
| Dec10 |
090716 |
951.2 |
951.2 |
947.1 |
947.9 |
-4.7 |
215 |
13,872 |
+44 |
| Feb11 |
090716 |
950.4 |
950.4 |
950.4 |
950.4 |
-5.0 |
0 |
12 |
+0 |
| Apr11 |
090716 |
953.3 |
953.3 |
953.3 |
953.3 |
-5.3 |
0 |
125 |
+0 |
| Jun11 |
090716 |
301.2 |
301.2 |
301.2 |
301.2 |
-5.6 |
0 |
9,132 |
+0 |
| Total Volume and Open Interest |
102,792 |
370,509 |
+1,288 |
| Silver(CMX) |
| Jul09 |
090716 |
1320.0 |
1324.5 |
1318.5 |
1323.0 |
+2.7 |
117 |
331 |
-275 |
| Sep09 |
090716 |
1329.0 |
1332.5 |
1313.5 |
1323.5 |
+2.7 |
16,618 |
56,080 |
-5 |
| Dec09 |
090716 |
1324.0 |
1335.0 |
1320.0 |
1327.2 |
+2.7 |
523 |
21,970 |
+13 |
| Mar10 |
090716 |
1323.0 |
1336.0 |
1323.0 |
1330.0 |
+2.6 |
32 |
6,878 |
-4 |
| May10 |
090716 |
1331.9 |
1331.9 |
1331.9 |
1331.9 |
+2.5 |
44 |
2,607 |
+23 |
| Jul10 |
090716 |
1325.0 |
1340.0 |
1325.0 |
1333.8 |
+2.4 |
29 |
2,951 |
+0 |
| Sep10 |
090716 |
1335.8 |
1335.8 |
1335.8 |
1335.8 |
+2.3 |
2 |
164 |
+0 |
| Total Volume and Open Interest |
17,509 |
99,662 |
-272 |
| Platinum(NYMEX) |
| Jul09 |
090716 |
1162.7 |
1162.7 |
1162.7 |
1162.7 |
+11.4 |
3 |
68 |
-1 |
| Oct09 |
090716 |
1161.5 |
1179.6 |
1156.1 |
1169.3 |
+11.4 |
1,648 |
21,276 |
-10 |
| Jan10 |
090716 |
1171.9 |
1174.8 |
1171.9 |
1174.8 |
+11.4 |
0 |
222 |
+0 |
| Total Volume and Open Interest |
1,651 |
21,566 |
-11 |
| Palladium(NYMEX) |
| Sep09 |
090716 |
248.60 |
250.60 |
245.50 |
250.25 |
+1.85 |
1,260 |
15,815 |
-44 |
| Dec09 |
090716 |
248.05 |
251.50 |
248.00 |
251.30 |
+1.85 |
41 |
446 |
+25 |
| Mar10 |
090716 |
252.80 |
252.80 |
252.80 |
252.80 |
+1.85 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
1,302 |
16,263 |
-18 |
| Copper(CMX) |
| Jul09 |
090716 |
237.50 |
239.00 |
237.15 |
238.00 |
-0.25 |
650 |
2,444 |
+243 |
| Sep09 |
090716 |
238.65 |
241.00 |
235.70 |
238.95 |
-0.25 |
20,797 |
70,757 |
+1,885 |
| Dec09 |
090716 |
239.90 |
241.25 |
236.50 |
239.70 |
-0.20 |
3,548 |
16,900 |
+586 |
| Mar10 |
090716 |
239.60 |
241.35 |
239.05 |
240.05 |
-0.15 |
514 |
2,744 |
+219 |
| May10 |
090716 |
240.65 |
241.00 |
239.95 |
239.95 |
-0.15 |
63 |
820 |
+46 |
| Total Volume and Open Interest |
27,246 |
106,268 |
+3,741 |
| Aluminum(CMX) |
| Jul09 |
090716 |
77.75 |
77.75 |
77.75 |
77.75 |
+2.00 |
|
|
|
| Aug09 |
090716 |
78.25 |
78.25 |
78.25 |
78.25 |
+2.00 |
|
|
|
| Sep09 |
090716 |
78.75 |
78.75 |
78.75 |
78.75 |
+2.00 |
|
|
|
| Oct09 |
090716 |
0.11 |
0.11 |
0.11 |
0.11 |
-4.55 |
|
|
|
| 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 |
090716 |
8528 |
8685 |
8505 |
8669 |
+126 |
1,369 |
12,091 |
+149 |
| Dec09 |
090716 |
8500 |
8607 |
8500 |
8607 |
+126 |
0 |
53 |
+0 |
| Mar10 |
090716 |
8568 |
8568 |
8442 |
8568 |
+126 |
0 |
2 |
+0 |
| Jun10 |
090716 |
8519 |
8519 |
8393 |
8519 |
+126 |
|
|
|
| Total Volume and Open Interest |
1,369 |
12,146 |
+149 |
| S & P 500(CME) |
| Sep09 |
090716 |
926.00 |
940.50 |
921.20 |
935.70 |
+8.50 |
18,012 |
385,289 |
-432 |
| Dec09 |
090716 |
925.00 |
937.00 |
920.80 |
931.30 |
+8.50 |
97 |
8,453 |
-97 |
| Mar10 |
090716 |
927.30 |
927.80 |
916.80 |
927.30 |
+8.50 |
690 |
3,757 |
+590 |
| Jun10 |
090716 |
923.80 |
924.30 |
913.30 |
923.80 |
+8.50 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
18,799 |
397,510 |
+61 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090716 |
925.75 |
940.75 |
921.00 |
935.75 |
+8.50 |
2,009,856 |
2,381,811 |
-7,949 |
| Dec09 |
090716 |
920.25 |
936.25 |
917.00 |
931.25 |
+8.50 |
979 |
18,954 |
-14 |
| Total Volume and Open Interest |
2,010,835 |
2,400,817 |
-7,963 |
| NASDAQ 100(CME) |
| Sep09 |
090716 |
1496.00 |
1521.00 |
1488.50 |
1512.80 |
+15.50 |
705 |
17,824 |
+53 |
| Dec09 |
090716 |
1511.00 |
1512.50 |
1511.00 |
1511.00 |
+15.50 |
0 |
13 |
+0 |
| Mar10 |
090716 |
1510.00 |
1511.50 |
1510.00 |
1510.00 |
+15.50 |
|
|
|
| Total Volume and Open Interest |
705 |
17,837 |
+53 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090716 |
1495.80 |
1520.30 |
1489.00 |
1512.80 |
+15.50 |
257,499 |
252,499 |
-5,217 |
| Dec09 |
090716 |
1492.30 |
1518.80 |
1488.00 |
1511.00 |
+15.50 |
97 |
646 |
+28 |
| Total Volume and Open Interest |
257,596 |
253,162 |
-5,189 |
| S & P Midcap 400(CME) |
| Sep09 |
090716 |
580.00 |
591.00 |
577.00 |
587.60 |
+8.40 |
7 |
2,474 |
+2 |
| Dec09 |
090716 |
585.60 |
585.70 |
585.60 |
585.60 |
+8.40 |
|
|
|
| Mar10 |
090716 |
583.60 |
583.70 |
583.60 |
583.60 |
+8.40 |
|
|
|
| Total Volume and Open Interest |
7 |
2,474 |
+2 |
| Russell 2000(CME) |
| Sep09 |
090716 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
144 |
5,899 |
-495 |
| Dec09 |
090716 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,052 |
+859 |
| Mar10 |
090716 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,572 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090716 |
9495 |
9510 |
9315 |
9345 |
+65 |
124,397 |
158,418 |
-431 |
| Dec09 |
090716 |
9305 |
9305 |
9305 |
9305 |
+65 |
0 |
1,078 |
+0 |
| Total Volume and Open Interest |
124,418 |
158,960 |
-2,350 |
| Nikkei 225(SGX) |
| Sep09 |
090716 |
9495 |
9510 |
9315 |
9345 |
+65 |
124,397 |
158,418 |
-431 |
| Dec09 |
090716 |
9305 |
9305 |
9305 |
9305 |
+65 |
0 |
1,078 |
+0 |
| Mar10 |
090716 |
9320 |
9320 |
9320 |
9320 |
+65 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
124,418 |
158,960 |
-2,350 |
| CAC 40(EURONEXT) |
| Jul09 |
090716 |
3171.0 |
3228.5 |
3156.5 |
3199.5 |
+27.5 |
173,544 |
368,050 |
-63,972 |
| Aug09 |
090716 |
3165.0 |
3228.0 |
3155.5 |
3199.0 |
+27.0 |
67,451 |
145,893 |
+57,313 |
| Sep09 |
090716 |
3164.5 |
3222.5 |
3154.0 |
3194.5 |
+28.0 |
1,566 |
44,255 |
+687 |
| Total Volume and Open Interest |
242,561 |
561,175 |
-5,972 |
| Hang Seng Index(HKFE) |
| Jul09 |
090716 |
18700 |
18760 |
18268 |
18340 |
+85 |
71,075 |
85,397 |
-254 |
| Aug09 |
090716 |
18688 |
18711 |
18259 |
18312 |
+96 |
627 |
6,703 |
+155 |
| Sep09 |
090716 |
18555 |
18623 |
18150 |
18210 |
+84 |
138 |
2,454 |
+52 |
| Total Volume and Open Interest |
71,894 |
95,195 |
-47 |
| DAX(EUREX) |
| Sep09 |
090716 |
4921.0 |
5022.5 |
4903.5 |
4966.0 |
+45.0 |
151,715 |
140,621 |
+753 |
| Dec09 |
090716 |
4925.0 |
5023.5 |
4910.0 |
4969.5 |
+45.0 |
618 |
9,003 |
+3 |
| Mar10 |
090716 |
4930.5 |
5031.5 |
4925.0 |
4977.5 |
+44.5 |
165 |
740 |
+33 |
| Total Volume and Open Interest |
152,498 |
150,364 |
+789 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090716 |
4315.50 |
4390.00 |
4295.50 |
4336.00 |
+27.00 |
93,431 |
611,500 |
-4,222 |
| Dec09 |
090716 |
4294.00 |
4350.00 |
4270.00 |
4307.00 |
+27.00 |
39 |
4,051 |
+6 |
| Mar10 |
090716 |
4272.00 |
4274.00 |
4269.00 |
4274.00 |
+26.50 |
0 |
425 |
+0 |
| Total Volume and Open Interest |
93,470 |
615,976 |
-4,216 |
| SPI 200(SFE) |
| Sep09 |
090716 |
3891.0 |
3991.0 |
3891.0 |
3975.0 |
+87.0 |
29,077 |
220,972 |
+8,139 |
| Dec09 |
090716 |
3924.0 |
3983.0 |
3924.0 |
3983.0 |
+89.0 |
5 |
3,613 |
-8 |
| Mar10 |
090716 |
3959.0 |
3959.0 |
3959.0 |
3959.0 |
+89.0 |
0 |
4,317 |
+0 |
| Total Volume and Open Interest |
29,082 |
229,658 |
+8,131 |
| GSCI(CME) |
| Aug09 |
090716 |
415.00 |
421.00 |
413.00 |
421.00 |
+1.50 |
3,444 |
14,803 |
+3,183 |
| Sep09 |
090716 |
427.00 |
427.00 |
421.00 |
427.00 |
+2.00 |
1 |
3 |
+1 |
| Oct09 |
090716 |
434.00 |
434.00 |
434.00 |
434.00 |
|
|
|
|
| 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. |
|
|