|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 22, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug09 |
090722 |
1014.25 |
1026.75 |
1009.25 |
1018.50 |
+4.00 |
16,789 |
49,041 |
-972 |
Sep09 |
090722 |
941.50 |
951.25 |
935.75 |
945.00 |
+3.50 |
6,317 |
22,128 |
+144 |
Nov09 |
090722 |
905.75 |
914.25 |
897.50 |
908.00 |
+3.00 |
61,721 |
235,212 |
+1,571 |
Jan10 |
090722 |
911.75 |
920.00 |
905.50 |
914.75 |
+2.50 |
4,233 |
35,639 |
+511 |
Mar10 |
090722 |
919.00 |
926.50 |
910.50 |
920.25 |
+3.25 |
2,137 |
18,771 |
-141 |
May10 |
090722 |
920.75 |
929.00 |
913.50 |
922.50 |
+3.50 |
765 |
10,827 |
-60 |
Jul10 |
090722 |
921.50 |
936.00 |
919.50 |
928.50 |
+3.50 |
1,694 |
15,818 |
-182 |
Total Volume and Open Interest |
94,609 |
407,457 |
+690 |
Soybean Meal(CBOT) |
Aug09 |
090722 |
322.30 |
325.90 |
318.30 |
321.00 |
-1.30 |
10,230 |
24,745 |
-1,706 |
Sep09 |
090722 |
292.60 |
297.40 |
292.00 |
295.00 |
+0.70 |
5,626 |
27,571 |
+587 |
Oct09 |
090722 |
275.90 |
279.30 |
275.00 |
277.70 |
+0.40 |
2,038 |
20,022 |
+24 |
Dec09 |
090722 |
272.40 |
275.40 |
270.00 |
273.30 |
+0.50 |
15,760 |
67,860 |
-668 |
Jan10 |
090722 |
270.00 |
272.40 |
268.10 |
270.80 |
+0.40 |
532 |
7,384 |
-97 |
Mar10 |
090722 |
270.40 |
272.10 |
268.00 |
270.80 |
+0.40 |
836 |
6,204 |
-210 |
May10 |
090722 |
271.00 |
271.70 |
268.20 |
270.80 |
+0.40 |
777 |
8,131 |
+96 |
Jul10 |
090722 |
272.00 |
273.60 |
270.20 |
272.50 |
+0.40 |
317 |
3,790 |
+52 |
Total Volume and Open Interest |
36,659 |
169,292 |
-1,757 |
Soybean Oil(CBOT) |
Aug09 |
090722 |
34.78 |
34.98 |
34.25 |
34.52 |
-0.25 |
12,857 |
34,619 |
-1,617 |
Sep09 |
090722 |
34.75 |
35.09 |
34.42 |
34.69 |
-0.24 |
6,539 |
38,500 |
+551 |
Oct09 |
090722 |
34.75 |
35.21 |
34.60 |
34.85 |
-0.24 |
1,492 |
17,952 |
+205 |
Dec09 |
090722 |
35.44 |
35.68 |
34.93 |
35.22 |
-0.23 |
21,054 |
115,443 |
-178 |
Jan10 |
090722 |
35.75 |
35.75 |
35.35 |
35.56 |
-0.23 |
256 |
13,992 |
-126 |
Mar10 |
090722 |
35.97 |
36.02 |
35.53 |
35.80 |
-0.23 |
486 |
7,776 |
-29 |
May10 |
090722 |
36.17 |
36.33 |
35.70 |
35.92 |
-0.23 |
345 |
6,771 |
+103 |
Jul10 |
090722 |
35.86 |
36.24 |
35.83 |
36.02 |
-0.23 |
71 |
5,070 |
+12 |
Total Volume and Open Interest |
43,125 |
248,526 |
-1,061 |
Canola(WCE) |
Jul09 |
090722 |
519.0 |
519.0 |
519.0 |
519.0 |
+5.8 |
|
|
|
Nov09 |
090722 |
422.1 |
422.1 |
415.1 |
417.3 |
-4.3 |
5,146 |
76,291 |
+989 |
Jan10 |
090722 |
421.2 |
423.3 |
419.8 |
421.9 |
-3.4 |
1,137 |
9,995 |
+675 |
Mar10 |
090722 |
425.1 |
425.1 |
425.1 |
425.1 |
-3.4 |
1 |
1,737 |
+0 |
May10 |
090722 |
427.4 |
427.4 |
427.4 |
427.4 |
-3.4 |
0 |
510 |
+0 |
Total Volume and Open Interest |
6,284 |
89,145 |
+1,664 |
Corn(CBOT) |
Sep09 |
090722 |
311.25 |
312.75 |
304.00 |
308.00 |
-3.50 |
77,223 |
266,768 |
+3,997 |
Dec09 |
090722 |
321.75 |
323.50 |
314.75 |
319.25 |
-2.75 |
104,437 |
423,565 |
+2,002 |
Mar10 |
090722 |
335.75 |
337.00 |
328.25 |
332.75 |
-3.00 |
9,435 |
76,720 |
+942 |
May10 |
090722 |
345.50 |
346.25 |
338.50 |
342.50 |
-3.00 |
1,221 |
17,809 |
-147 |
Jul10 |
090722 |
354.25 |
355.25 |
347.00 |
351.25 |
-3.00 |
3,277 |
49,573 |
-247 |
Sep10 |
090722 |
362.00 |
362.00 |
356.00 |
360.00 |
-2.00 |
88 |
6,679 |
-9 |
Total Volume and Open Interest |
198,140 |
903,126 |
+6,430 |
Wheat(CBOT) |
Sep09 |
090722 |
531.00 |
532.50 |
513.25 |
522.00 |
-12.75 |
31,287 |
147,211 |
+1,207 |
Dec09 |
090722 |
560.00 |
560.00 |
540.00 |
549.00 |
-12.50 |
10,009 |
105,548 |
+907 |
Mar10 |
090722 |
575.00 |
575.00 |
559.00 |
568.00 |
-12.00 |
2,152 |
17,775 |
+855 |
May10 |
090722 |
589.00 |
591.00 |
571.00 |
579.50 |
-11.50 |
165 |
1,983 |
-18 |
Jul10 |
090722 |
598.00 |
600.25 |
581.00 |
589.75 |
-10.50 |
663 |
37,880 |
+18 |
Total Volume and Open Interest |
44,505 |
317,058 |
+2,987 |
Wheat(KCBT) |
Sep09 |
090722 |
564.00 |
564.00 |
547.00 |
554.75 |
-11.00 |
9,219 |
40,953 |
-29 |
Dec09 |
090722 |
581.75 |
581.75 |
564.00 |
571.50 |
-11.00 |
2,641 |
36,401 |
+79 |
Mar10 |
090722 |
594.75 |
595.00 |
581.00 |
587.50 |
-11.25 |
389 |
6,224 |
+96 |
May10 |
090722 |
606.00 |
607.25 |
591.50 |
597.50 |
-12.25 |
105 |
1,277 |
+16 |
Jul10 |
090722 |
615.50 |
615.50 |
602.00 |
606.25 |
-14.25 |
251 |
10,667 |
+76 |
Total Volume and Open Interest |
12,658 |
97,117 |
+245 |
Wheat(MGE) |
Jul09 |
090714 |
618.00 |
621.00 |
618.00 |
618.00 |
-3.00 |
0 |
26 |
+0 |
Sep09 |
090722 |
600.00 |
601.75 |
588.00 |
598.00 |
-2.25 |
1,382 |
10,507 |
-272 |
Dec09 |
090722 |
613.25 |
615.75 |
602.00 |
611.25 |
-2.50 |
730 |
13,171 |
+93 |
Mar10 |
090722 |
627.00 |
629.00 |
617.00 |
626.75 |
-2.25 |
329 |
3,560 |
+74 |
May10 |
090722 |
635.00 |
639.25 |
625.75 |
636.25 |
+0.50 |
153 |
1,141 |
+1 |
Total Volume and Open Interest |
2,883 |
34,134 |
-25 |
Oats(CBOT) |
Sep09 |
090722 |
203.00 |
204.00 |
193.25 |
199.00 |
-7.25 |
286 |
3,714 |
-5 |
Dec09 |
090722 |
218.00 |
218.00 |
205.25 |
211.00 |
-7.25 |
368 |
8,274 |
+115 |
Mar10 |
090722 |
227.50 |
230.25 |
219.00 |
223.00 |
-7.25 |
13 |
1,301 |
+0 |
May10 |
090722 |
231.00 |
238.25 |
231.00 |
231.00 |
-7.25 |
0 |
88 |
+0 |
Total Volume and Open Interest |
667 |
13,377 |
+110 |
Rough Rice(CBOT) |
Jul09 |
090714 |
12.99 |
13.10 |
12.89 |
12.89 |
-0.01 |
16 |
85 |
+5 |
Sep09 |
090722 |
13.31 |
13.45 |
13.26 |
13.44 |
+0.11 |
565 |
5,387 |
-10 |
Nov09 |
090722 |
13.46 |
13.59 |
13.40 |
13.59 |
+0.13 |
219 |
2,083 |
+20 |
Jan10 |
090722 |
13.71 |
13.72 |
13.59 |
13.72 |
+0.14 |
30 |
290 |
+7 |
Total Volume and Open Interest |
817 |
8,286 |
+17 |
Live Cattle(CME) |
Aug09 |
090722 |
86.000 |
86.285 |
84.900 |
85.035 |
-1.000 |
9,885 |
50,311 |
-4,059 |
Oct09 |
090722 |
90.930 |
91.150 |
89.750 |
89.800 |
-1.335 |
15,812 |
96,575 |
+2,376 |
Dec09 |
090722 |
89.550 |
89.700 |
89.150 |
89.350 |
-0.380 |
6,670 |
49,806 |
+1,321 |
Feb10 |
090722 |
88.700 |
89.035 |
88.300 |
88.480 |
-0.450 |
1,639 |
16,978 |
+290 |
Apr10 |
090722 |
90.000 |
90.300 |
89.600 |
90.000 |
-0.450 |
429 |
8,217 |
+48 |
Jun10 |
090722 |
87.650 |
87.700 |
87.000 |
87.385 |
-0.365 |
412 |
3,171 |
+210 |
Total Volume and Open Interest |
34,921 |
225,851 |
+204 |
Feeder Cattle(CME) |
Aug09 |
090722 |
103.385 |
103.500 |
102.800 |
103.135 |
-0.115 |
1,427 |
9,713 |
-374 |
Sep09 |
090722 |
103.400 |
103.500 |
102.700 |
102.750 |
-0.500 |
639 |
8,098 |
+176 |
Oct09 |
090722 |
103.300 |
103.550 |
102.885 |
103.035 |
-0.145 |
652 |
6,496 |
+157 |
Nov09 |
090722 |
103.035 |
103.330 |
102.800 |
103.000 |
-0.135 |
99 |
1,855 |
+32 |
Jan10 |
090722 |
102.500 |
102.500 |
102.050 |
102.200 |
-0.150 |
59 |
562 |
+26 |
Mar10 |
090722 |
102.000 |
102.500 |
101.850 |
102.350 |
-0.200 |
22 |
229 |
+11 |
Apr10 |
090722 |
102.300 |
102.300 |
102.300 |
102.300 |
unch |
0 |
27 |
+0 |
Total Volume and Open Interest |
2,898 |
26,986 |
+28 |
Lean Hogs(CME) |
Aug09 |
090722 |
62.600 |
63.250 |
61.350 |
62.100 |
-0.400 |
5,515 |
25,697 |
-1,412 |
Oct09 |
090722 |
57.950 |
58.700 |
56.650 |
57.330 |
-0.820 |
7,188 |
53,797 |
+1,011 |
Dec09 |
090722 |
57.500 |
57.800 |
56.300 |
57.400 |
-0.050 |
3,842 |
32,527 |
+735 |
Feb10 |
090722 |
62.850 |
63.000 |
61.850 |
62.785 |
-0.165 |
630 |
12,858 |
+102 |
Apr10 |
090722 |
66.250 |
66.500 |
65.450 |
66.050 |
-0.030 |
188 |
4,839 |
+7 |
May10 |
090722 |
70.600 |
70.950 |
70.000 |
70.950 |
-0.100 |
5 |
434 |
+2 |
Jun10 |
090722 |
73.750 |
73.750 |
72.900 |
73.500 |
-0.350 |
67 |
2,669 |
+29 |
Jul10 |
090722 |
72.450 |
72.600 |
72.200 |
72.535 |
-0.465 |
4 |
658 |
+4 |
Total Volume and Open Interest |
17,439 |
133,949 |
+478 |
Pork Bellies(CME) |
Jul09 |
090722 |
63.250 |
63.500 |
62.700 |
63.250 |
+1.050 |
|
|
|
Aug09 |
090722 |
63.350 |
65.500 |
63.350 |
64.550 |
+1.050 |
76 |
416 |
-26 |
Feb10 |
090722 |
84.200 |
84.500 |
83.600 |
83.800 |
-1.000 |
6 |
142 |
+5 |
Mar10 |
090722 |
82.500 |
82.500 |
82.500 |
82.500 |
+0.500 |
0 |
42 |
+0 |
May10 |
090722 |
84.800 |
84.800 |
84.800 |
84.800 |
unch |
1 |
1 |
+1 |
Total Volume and Open Interest |
83 |
601 |
-21 |
Class III Milk(CME) |
Jul09 |
090722 |
9.97 |
9.97 |
9.96 |
9.96 |
unch |
82 |
4,608 |
+10 |
Aug09 |
090722 |
10.68 |
10.68 |
10.54 |
10.58 |
-0.16 |
504 |
4,310 |
+38 |
Sep09 |
090722 |
11.86 |
11.90 |
11.65 |
11.76 |
-0.19 |
804 |
4,197 |
+134 |
Oct09 |
090722 |
12.99 |
12.99 |
12.60 |
12.79 |
-0.16 |
257 |
3,638 |
-1 |
Nov09 |
090722 |
13.91 |
13.91 |
13.61 |
13.76 |
-0.14 |
209 |
3,502 |
+55 |
Total Volume and Open Interest |
2,699 |
28,642 |
+652 |
Cocoa(ICE) |
Sep09 |
090722 |
2857 |
2857 |
2729 |
2752 |
-123 |
8,859 |
48,079 |
+1,319 |
Dec09 |
090722 |
2870 |
2881 |
2758 |
2779 |
-118 |
1,915 |
30,293 |
+231 |
Mar10 |
090722 |
2886 |
2890 |
2773 |
2788 |
-115 |
559 |
19,322 |
-186 |
May10 |
090722 |
2876 |
2885 |
2774 |
2790 |
-115 |
144 |
4,896 |
-28 |
Jul10 |
090722 |
2808 |
2808 |
2798 |
2798 |
-114 |
0 |
3,588 |
+0 |
Sep10 |
090722 |
2802 |
2813 |
2800 |
2800 |
-113 |
0 |
2,392 |
-2 |
Dec10 |
090722 |
2908 |
2908 |
2807 |
2807 |
-112 |
200 |
1,072 |
+200 |
Total Volume and Open Interest |
11,677 |
113,197 |
+1,534 |
Coffee "C"(ICE) |
Jul09 |
090721 |
121.00 |
121.10 |
119.95 |
119.95 |
+0.20 |
0 |
14 |
-9 |
Sep09 |
090722 |
122.55 |
123.30 |
116.35 |
120.10 |
-2.40 |
8,593 |
61,116 |
-87 |
Dec09 |
090722 |
125.50 |
126.20 |
119.40 |
123.15 |
-2.35 |
1,642 |
26,760 |
+216 |
Mar10 |
090722 |
128.50 |
128.65 |
123.60 |
126.00 |
-2.40 |
455 |
11,621 |
+154 |
May10 |
090722 |
125.00 |
128.05 |
125.00 |
128.05 |
-2.30 |
79 |
3,763 |
+70 |
Jul10 |
090722 |
127.40 |
129.95 |
127.40 |
129.95 |
-2.25 |
2 |
1,615 |
+0 |
Total Volume and Open Interest |
10,780 |
107,581 |
+351 |
Orange Juice(ICE) |
Sep09 |
090722 |
101.50 |
101.50 |
96.85 |
98.95 |
-3.20 |
1,098 |
19,005 |
+263 |
Nov09 |
090722 |
104.75 |
104.75 |
100.15 |
102.10 |
-3.40 |
305 |
8,717 |
+170 |
Jan10 |
090722 |
106.00 |
106.00 |
103.55 |
105.15 |
-3.35 |
29 |
1,091 |
-12 |
Mar10 |
090722 |
109.45 |
109.45 |
106.50 |
108.50 |
-3.35 |
11 |
2,293 |
+1 |
May10 |
090722 |
111.00 |
111.25 |
110.60 |
111.25 |
-3.35 |
0 |
130 |
+0 |
Jul10 |
090722 |
114.00 |
114.00 |
114.00 |
114.00 |
-3.00 |
4 |
57 |
-2 |
Total Volume and Open Interest |
1,451 |
31,477 |
+422 |
Sugar #11(ICE) |
Oct09 |
090722 |
17.77 |
18.01 |
17.67 |
17.99 |
+0.19 |
24,334 |
306,869 |
+3,582 |
Mar10 |
090722 |
19.05 |
19.25 |
18.92 |
19.25 |
+0.17 |
12,439 |
177,428 |
+1,998 |
May10 |
090722 |
18.51 |
18.76 |
18.46 |
18.76 |
+0.16 |
3,879 |
41,001 |
-292 |
Jul10 |
090722 |
18.02 |
18.20 |
17.94 |
18.20 |
+0.13 |
2,262 |
80,291 |
+27 |
Oct10 |
090722 |
17.73 |
17.96 |
17.68 |
17.96 |
+0.13 |
2,928 |
44,992 |
+155 |
Total Volume and Open Interest |
47,303 |
725,910 |
+5,933 |
Sugar #14(ICE) |
Sep09 |
090722 |
23.45 |
23.48 |
23.45 |
23.48 |
+0.09 |
239 |
1,812 |
-329 |
Total Volume and Open Interest |
239 |
1,812 |
-329 |
London Cocoa(LCE) |
Sep09 |
090722 |
1823 |
1823 |
1740 |
1748 |
-76 |
6,836 |
50,759 |
-159 |
Dec09 |
090722 |
1834 |
1836 |
1763 |
1768 |
-68 |
5,563 |
38,893 |
+827 |
Mar10 |
090722 |
1832 |
1832 |
1765 |
1768 |
-65 |
914 |
31,960 |
-301 |
May10 |
090722 |
1820 |
1822 |
1763 |
1763 |
-63 |
59 |
16,889 |
+10 |
Jul10 |
090722 |
1755 |
1755 |
1755 |
1755 |
-68 |
30 |
6,815 |
+24 |
Sep10 |
090722 |
1810 |
1810 |
1754 |
1754 |
-65 |
31 |
2,634 |
+15 |
Dec10 |
090722 |
1759 |
1759 |
1759 |
1759 |
-63 |
0 |
660 |
+0 |
Total Volume and Open Interest |
13,433 |
151,211 |
+416 |
London Coffee(LCE) |
London Sugar(LCE) |
Oct09 |
090722 |
468.00 |
469.60 |
465.70 |
468.60 |
+0.50 |
3,546 |
47,176 |
-473 |
Dec09 |
090722 |
482.50 |
484.50 |
481.20 |
483.60 |
+1.10 |
705 |
9,822 |
+446 |
Mar10 |
090722 |
493.00 |
494.30 |
491.00 |
493.50 |
unch |
510 |
12,506 |
+38 |
May10 |
090722 |
489.00 |
491.30 |
488.00 |
490.10 |
+0.10 |
228 |
2,759 |
+187 |
Aug10 |
090722 |
482.30 |
484.30 |
480.60 |
483.20 |
-0.60 |
217 |
2,207 |
+145 |
Total Volume and Open Interest |
5,269 |
75,754 |
+382 |
Cotton(ICE) |
Oct09 |
090722 |
59.70 |
59.85 |
58.29 |
59.01 |
-1.00 |
147 |
2,601 |
+39 |
Dec09 |
090722 |
61.99 |
61.99 |
60.49 |
61.16 |
-0.79 |
6,040 |
106,851 |
+2,191 |
Mar10 |
090722 |
63.44 |
63.88 |
62.94 |
63.56 |
-0.64 |
583 |
15,236 |
+245 |
May10 |
090722 |
64.48 |
64.70 |
64.48 |
64.66 |
-0.76 |
38 |
880 |
+8 |
Jul10 |
090722 |
65.83 |
65.83 |
65.79 |
65.79 |
-0.73 |
92 |
2,121 |
+72 |
Oct10 |
090722 |
67.01 |
67.01 |
67.01 |
67.01 |
-0.41 |
1 |
10 |
+1 |
Total Volume and Open Interest |
6,925 |
129,939 |
+2,572 |
Lumber(CME) |
Sep09 |
090722 |
184.1 |
187.8 |
179.9 |
181.5 |
-7.5 |
558 |
5,593 |
+70 |
Nov09 |
090722 |
188.1 |
191.7 |
184.5 |
186.7 |
-4.1 |
133 |
1,450 |
+26 |
Jan10 |
090722 |
206.5 |
208.7 |
201.8 |
208.3 |
-2.9 |
108 |
785 |
+41 |
Mar10 |
090722 |
223.0 |
224.0 |
221.0 |
224.0 |
-1.9 |
3 |
40 |
+1 |
Total Volume and Open Interest |
802 |
7,880 |
+138 |
Crude Oil(NYM) |
Sep09 |
090722 |
65.03 |
65.77 |
63.76 |
65.40 |
-0.21 |
254,703 |
339,898 |
+17,802 |
Oct09 |
090722 |
66.34 |
67.32 |
65.35 |
67.04 |
+0.07 |
53,304 |
95,248 |
+6,109 |
Nov09 |
090722 |
67.80 |
68.75 |
66.75 |
68.53 |
+0.29 |
25,179 |
45,470 |
+4,508 |
Dec09 |
090722 |
68.96 |
69.99 |
67.88 |
69.75 |
+0.48 |
40,089 |
164,315 |
+5,110 |
Jan10 |
090722 |
69.41 |
70.93 |
68.94 |
70.72 |
+0.61 |
7,414 |
30,923 |
+561 |
Feb10 |
090722 |
69.67 |
71.66 |
69.67 |
71.54 |
+0.70 |
5,432 |
20,871 |
+573 |
Mar10 |
090722 |
70.37 |
72.32 |
70.37 |
72.26 |
+0.78 |
2,610 |
18,159 |
+117 |
Apr10 |
090722 |
71.70 |
72.96 |
71.70 |
72.96 |
+0.86 |
2,132 |
10,188 |
-372 |
May10 |
090722 |
71.97 |
73.65 |
71.97 |
73.65 |
+0.93 |
1,768 |
9,129 |
+81 |
Jun10 |
090722 |
72.87 |
74.49 |
72.59 |
74.31 |
+1.01 |
5,294 |
46,579 |
+1,649 |
Jul10 |
090722 |
73.45 |
74.94 |
72.76 |
74.81 |
+1.10 |
2,923 |
29,536 |
-22 |
Aug10 |
090722 |
75.15 |
75.15 |
75.15 |
75.15 |
+1.14 |
1,375 |
7,208 |
+88 |
Sep10 |
090722 |
75.46 |
75.46 |
75.46 |
75.46 |
+1.17 |
2,307 |
12,438 |
+224 |
Oct10 |
090722 |
75.77 |
75.77 |
75.77 |
75.77 |
+1.18 |
2,093 |
6,826 |
+1,180 |
Nov10 |
090722 |
76.14 |
76.14 |
76.14 |
76.14 |
+1.20 |
903 |
8,002 |
+132 |
Dec10 |
090722 |
74.89 |
76.80 |
74.52 |
76.51 |
+1.21 |
12,059 |
93,399 |
+163 |
Total Volume and Open Interest |
550,373 |
1,172,149 |
+8,892 |
e-miNY Crude Oil(NYM) |
Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
Aug09 |
090720 |
63.525 |
64.875 |
63.225 |
63.975 |
+0.425 |
10,343 |
3,538 |
-857 |
Sep09 |
090720 |
64.400 |
65.875 |
64.175 |
65.300 |
+0.725 |
2,777 |
1,482 |
+333 |
Oct09 |
090722 |
66.475 |
67.250 |
65.575 |
67.050 |
+0.075 |
161 |
315 |
+10 |
Nov09 |
090722 |
67.700 |
68.675 |
67.025 |
68.525 |
+0.275 |
16 |
160 |
+5 |
Dec09 |
090722 |
68.550 |
69.875 |
68.000 |
69.750 |
+0.475 |
40 |
152 |
-20 |
Jan10 |
090722 |
70.625 |
70.725 |
70.625 |
70.725 |
+0.625 |
46 |
58 |
+34 |
Feb10 |
090722 |
71.550 |
71.550 |
71.550 |
71.550 |
+0.700 |
11 |
10 |
+10 |
Mar10 |
090722 |
72.250 |
72.250 |
72.250 |
72.250 |
+0.775 |
0 |
1 |
+0 |
Apr10 |
090722 |
72.950 |
72.950 |
72.950 |
72.950 |
+0.850 |
|
|
|
Total Volume and Open Interest |
9,528 |
3,619 |
-1,386 |
Heating Oil(NYM) |
Aug09 |
090722 |
168.93 |
172.51 |
167.61 |
171.12 |
+1.28 |
29,472 |
39,245 |
-182 |
Sep09 |
090722 |
171.97 |
175.15 |
170.08 |
174.04 |
+1.37 |
28,491 |
57,780 |
+806 |
Oct09 |
090722 |
174.95 |
178.29 |
173.14 |
177.44 |
+1.61 |
11,792 |
32,595 |
-247 |
Nov09 |
090722 |
177.84 |
181.47 |
176.51 |
181.01 |
+1.75 |
7,252 |
20,288 |
+1,164 |
Dec09 |
090722 |
182.00 |
185.14 |
179.85 |
184.63 |
+1.94 |
7,615 |
37,247 |
+19 |
Jan10 |
090722 |
185.02 |
188.54 |
185.00 |
188.11 |
+2.04 |
4,111 |
19,036 |
+230 |
Feb10 |
090722 |
190.28 |
191.00 |
190.28 |
190.71 |
+2.09 |
3,534 |
13,191 |
+1,097 |
Mar10 |
090722 |
191.73 |
192.16 |
191.73 |
192.16 |
+2.14 |
1,566 |
8,853 |
+268 |
Apr10 |
090722 |
192.40 |
192.91 |
192.30 |
192.91 |
+2.24 |
822 |
6,760 |
+470 |
May10 |
090722 |
191.50 |
193.91 |
191.50 |
193.91 |
+2.29 |
379 |
8,086 |
+81 |
Jun10 |
090722 |
192.00 |
195.55 |
191.45 |
195.06 |
+2.34 |
406 |
17,737 |
-38 |
Jul10 |
090722 |
196.54 |
197.16 |
196.54 |
197.16 |
+2.39 |
57 |
2,697 |
-3 |
Total Volume and Open Interest |
95,960 |
303,316 |
+3,848 |
Gasoline(NYMEX) |
Aug09 |
090722 |
179.50 |
184.63 |
176.77 |
183.83 |
+2.63 |
25,172 |
39,316 |
-1,443 |
Sep09 |
090722 |
177.60 |
182.27 |
175.29 |
181.45 |
+1.86 |
22,162 |
74,640 |
+716 |
Oct09 |
090722 |
168.04 |
172.05 |
165.71 |
171.39 |
+1.57 |
6,243 |
27,868 |
+105 |
Nov09 |
090722 |
167.40 |
170.65 |
165.63 |
170.65 |
+1.45 |
3,682 |
14,878 |
+519 |
Dec09 |
090722 |
168.66 |
172.52 |
166.51 |
171.85 |
+1.47 |
3,434 |
18,408 |
-208 |
Jan10 |
090722 |
170.88 |
174.70 |
170.88 |
174.15 |
+1.47 |
918 |
9,476 |
+161 |
Feb10 |
090722 |
174.69 |
177.10 |
174.69 |
176.50 |
+1.47 |
429 |
3,072 |
+37 |
Mar10 |
090722 |
177.50 |
179.50 |
177.50 |
178.95 |
+1.52 |
1,148 |
4,220 |
+509 |
Apr10 |
090722 |
192.60 |
192.60 |
192.60 |
192.60 |
+1.62 |
759 |
4,122 |
+34 |
May10 |
090722 |
193.11 |
194.10 |
193.11 |
194.10 |
+1.62 |
153 |
2,323 |
+27 |
Total Volume and Open Interest |
64,633 |
207,047 |
+877 |
e-miNY RBOB Gasoline(NYM) |
Aug09 |
090722 |
1.81 |
1.81 |
1.81 |
1.84 |
+0.03 |
0 |
1 |
+0 |
Sep09 |
090722 |
181.45 |
181.45 |
181.45 |
181.45 |
+1.86 |
|
|
|
Oct09 |
090722 |
171.39 |
171.39 |
171.39 |
171.39 |
+1.57 |
|
|
|
Nov09 |
090722 |
170.65 |
170.65 |
170.65 |
170.65 |
+1.45 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Aug09 |
090722 |
3.681 |
3.904 |
3.630 |
3.793 |
+0.088 |
105,496 |
73,966 |
-9,514 |
Sep09 |
090722 |
3.817 |
4.045 |
3.773 |
3.940 |
+0.094 |
75,255 |
173,576 |
+11,832 |
Oct09 |
090722 |
4.058 |
4.250 |
3.992 |
4.150 |
+0.092 |
16,959 |
90,761 |
+1,089 |
Nov09 |
090722 |
4.722 |
4.885 |
4.646 |
4.797 |
+0.081 |
5,505 |
39,735 |
+279 |
Dec09 |
090722 |
5.365 |
5.510 |
5.300 |
5.428 |
+0.056 |
4,372 |
43,816 |
+901 |
Jan10 |
090722 |
5.634 |
5.782 |
5.573 |
5.701 |
+0.054 |
7,934 |
43,541 |
+532 |
Feb10 |
090722 |
5.613 |
5.802 |
5.599 |
5.725 |
+0.048 |
770 |
21,003 |
-112 |
Mar10 |
090722 |
5.566 |
5.730 |
5.530 |
5.652 |
+0.045 |
1,696 |
36,730 |
+112 |
Apr10 |
090722 |
5.466 |
5.614 |
5.441 |
5.544 |
+0.034 |
1,277 |
35,195 |
+145 |
May10 |
090722 |
5.540 |
5.662 |
5.503 |
5.586 |
+0.031 |
183 |
19,239 |
-22 |
Jun10 |
090722 |
5.630 |
5.745 |
5.581 |
5.676 |
+0.029 |
149 |
9,573 |
-12 |
Jul10 |
090722 |
5.751 |
5.854 |
5.751 |
5.791 |
+0.026 |
210 |
9,359 |
-26 |
Aug10 |
090722 |
5.791 |
5.944 |
5.791 |
5.879 |
+0.024 |
411 |
9,049 |
+14 |
Sep10 |
090722 |
5.851 |
6.006 |
5.851 |
5.939 |
+0.024 |
124 |
6,926 |
-8 |
Oct10 |
090722 |
5.953 |
6.113 |
5.953 |
6.047 |
+0.022 |
401 |
18,155 |
+159 |
Nov10 |
090722 |
6.350 |
6.447 |
6.304 |
6.387 |
+0.019 |
36 |
5,988 |
+0 |
Total Volume and Open Interest |
221,459 |
763,095 |
+5,656 |
Brent Crude Oil(ICE) |
Sep09 |
090722 |
66.37 |
67.48 |
65.50 |
67.21 |
+0.34 |
101,595 |
145,714 |
+1,975 |
Oct09 |
090722 |
66.97 |
68.18 |
66.19 |
67.94 |
+0.39 |
42,049 |
111,318 |
+240 |
Nov09 |
090722 |
67.79 |
69.04 |
67.08 |
68.80 |
+0.46 |
22,921 |
36,764 |
+760 |
Dec09 |
090722 |
68.81 |
69.85 |
67.82 |
69.64 |
+0.54 |
31,370 |
99,233 |
-1,554 |
Jan10 |
090722 |
69.30 |
70.47 |
68.78 |
70.43 |
+0.62 |
7,350 |
24,975 |
-34 |
Feb10 |
090722 |
70.00 |
71.22 |
69.53 |
71.19 |
+0.69 |
3,282 |
15,603 |
-645 |
Mar10 |
090722 |
70.67 |
71.95 |
70.26 |
71.89 |
+0.73 |
1,463 |
12,071 |
+133 |
Apr10 |
090722 |
71.34 |
72.68 |
70.96 |
72.57 |
+0.75 |
1,045 |
6,564 |
+116 |
May10 |
090722 |
71.98 |
73.38 |
71.63 |
73.25 |
+0.82 |
746 |
4,473 |
-41 |
Jun10 |
090722 |
72.86 |
74.07 |
72.50 |
73.90 |
+0.92 |
2,011 |
33,689 |
-23 |
Jul10 |
090722 |
74.41 |
74.41 |
74.41 |
74.41 |
+0.99 |
517 |
8,955 |
+104 |
Aug10 |
090722 |
74.80 |
74.80 |
74.80 |
74.80 |
+1.02 |
270 |
6,139 |
-3 |
Sep10 |
090722 |
75.15 |
75.15 |
75.15 |
75.15 |
+1.04 |
213 |
2,784 |
+13 |
Oct10 |
090722 |
75.50 |
75.50 |
75.50 |
75.50 |
+1.06 |
101 |
2,857 |
+77 |
Total Volume and Open Interest |
223,761 |
655,533 |
+2,181 |
Gas Oil(ICE) |
Aug09 |
090722 |
544.00 |
552.75 |
538.75 |
546.50 |
-5.75 |
30,868 |
70,577 |
-2,638 |
Sep09 |
090722 |
550.50 |
559.00 |
545.25 |
553.50 |
-5.25 |
22,284 |
86,580 |
-1,017 |
Oct09 |
090722 |
558.75 |
566.25 |
552.50 |
561.25 |
-5.00 |
5,611 |
45,524 |
+282 |
Nov09 |
090722 |
564.50 |
574.25 |
560.00 |
569.25 |
-4.25 |
4,054 |
29,195 |
-458 |
Dec09 |
090722 |
573.75 |
583.00 |
568.25 |
577.50 |
-4.00 |
8,799 |
64,708 |
-1,163 |
Jan10 |
090722 |
582.00 |
592.00 |
582.00 |
586.50 |
-3.50 |
2,909 |
38,673 |
+1,618 |
Feb10 |
090722 |
588.50 |
598.50 |
588.50 |
594.25 |
-3.25 |
545 |
16,494 |
+38 |
Mar10 |
090722 |
595.50 |
605.75 |
595.50 |
601.50 |
-3.25 |
631 |
18,913 |
+82 |
Apr10 |
090722 |
602.25 |
608.50 |
602.25 |
608.50 |
-3.25 |
835 |
10,830 |
+5 |
May10 |
090722 |
608.25 |
615.00 |
608.25 |
615.00 |
-2.75 |
695 |
9,117 |
+72 |
Total Volume and Open Interest |
80,526 |
507,673 |
-2,634 |
Ethanol(CBOT) |
Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
Aug09 |
090722 |
1.510 |
1.535 |
1.510 |
1.532 |
-0.006 |
76 |
298 |
-28 |
Sep09 |
090722 |
1.460 |
1.500 |
1.460 |
1.491 |
-0.014 |
21 |
527 |
+2 |
Oct09 |
090722 |
1.440 |
1.465 |
1.440 |
1.465 |
-0.010 |
18 |
349 |
+1 |
Nov09 |
090722 |
1.455 |
1.463 |
1.455 |
1.463 |
-0.022 |
28 |
248 |
+16 |
Dec09 |
090722 |
1.455 |
1.464 |
1.455 |
1.464 |
-0.013 |
34 |
375 |
+0 |
Jan10 |
090722 |
1.455 |
1.468 |
1.452 |
1.464 |
-0.023 |
47 |
443 |
+14 |
Feb10 |
090722 |
1.470 |
1.470 |
1.470 |
1.470 |
-0.025 |
11 |
441 |
+5 |
Total Volume and Open Interest |
276 |
3,818 |
+15 |
US Dollar Index(ICE) |
Sep09 |
090722 |
79.050 |
79.220 |
78.695 |
78.860 |
-0.230 |
7,019 |
24,971 |
+85 |
Dec09 |
090722 |
79.500 |
79.500 |
79.060 |
79.180 |
-0.240 |
102 |
2,117 |
+6 |
Mar10 |
090722 |
79.450 |
79.450 |
79.450 |
79.450 |
-0.185 |
|
|
|
Total Volume and Open Interest |
7,121 |
27,088 |
+91 |
Australian Dollar(CME) |
Sep09 |
090722 |
81.41 |
81.82 |
80.66 |
81.48 |
+0.40 |
59,871 |
97,008 |
+2,001 |
Dec09 |
090722 |
80.51 |
81.23 |
80.14 |
80.92 |
+0.39 |
114 |
453 |
+29 |
Mar10 |
090722 |
80.35 |
80.35 |
79.97 |
80.35 |
+0.38 |
0 |
15 |
+0 |
Total Volume and Open Interest |
59,985 |
97,477 |
+2,030 |
British Pound(CME) |
Sep09 |
090722 |
164.49 |
165.05 |
163.07 |
164.62 |
+0.30 |
90,639 |
91,421 |
+2,301 |
Dec09 |
090722 |
163.95 |
164.98 |
163.12 |
164.60 |
+0.30 |
239 |
467 |
+90 |
Mar10 |
090722 |
164.56 |
164.86 |
163.25 |
164.56 |
+0.30 |
0 |
8 |
+0 |
Total Volume and Open Interest |
90,878 |
91,918 |
+2,391 |
Canadian Dollar(CME) |
Sep09 |
090722 |
90.57 |
91.34 |
90.19 |
91.05 |
+0.73 |
54,046 |
85,945 |
+2,518 |
Dec09 |
090722 |
90.47 |
91.35 |
90.23 |
91.07 |
+0.73 |
186 |
2,325 |
+68 |
Mar10 |
090722 |
91.10 |
91.34 |
90.36 |
91.08 |
+0.72 |
12 |
585 |
+9 |
Jun10 |
090722 |
91.20 |
91.34 |
90.38 |
91.10 |
+0.72 |
0 |
130 |
+0 |
Total Volume and Open Interest |
54,244 |
89,150 |
+2,595 |
Japanese Yen(CME) |
Sep09 |
090722 |
106.80 |
107.47 |
106.56 |
106.91 |
+0.04 |
63,854 |
102,923 |
-4,137 |
Dec09 |
090722 |
107.17 |
107.56 |
106.68 |
107.01 |
+0.04 |
153 |
332 |
+113 |
Mar10 |
090722 |
107.09 |
107.53 |
106.89 |
107.19 |
+0.04 |
3 |
34 |
-3 |
Total Volume and Open Interest |
64,010 |
103,290 |
-4,027 |
Swiss Franc(CME) |
Sep09 |
090722 |
93.82 |
94.11 |
93.38 |
93.94 |
+0.27 |
28,237 |
38,968 |
+1,557 |
Dec09 |
090722 |
93.72 |
94.20 |
93.53 |
94.06 |
+0.26 |
7 |
100 |
-3 |
Mar10 |
090722 |
94.23 |
94.23 |
93.95 |
94.23 |
+0.28 |
0 |
5 |
+0 |
Total Volume and Open Interest |
28,244 |
39,073 |
+1,554 |
EuroFX(CME) |
Sep09 |
090722 |
142.16 |
142.58 |
141.56 |
142.28 |
+0.33 |
180,361 |
140,817 |
+3,945 |
Dec09 |
090722 |
141.97 |
142.55 |
141.57 |
142.27 |
+0.32 |
103 |
1,327 |
+13 |
Mar10 |
090722 |
142.27 |
142.29 |
141.83 |
142.27 |
+0.32 |
1 |
338 |
+0 |
Total Volume and Open Interest |
180,465 |
142,485 |
+3,958 |
Mexican Peso(CME) |
Aug09 |
090722 |
755.0 |
755.0 |
747.0 |
755.0 |
+8.0 |
|
|
|
Sep09 |
090722 |
745.0 |
752.5 |
745.0 |
750.5 |
+8.0 |
11,027 |
40,901 |
-396 |
Total Volume and Open Interest |
11,027 |
42,564 |
-396 |
30-Year T-Bonds(CBOT) |
Sep09 |
090722 |
118~040 |
118~155 |
117~060 |
117~090 |
-1~015 |
196,075 |
685,144 |
-1,562 |
Dec09 |
090722 |
117~020 |
117~025 |
116~010 |
116~010 |
-1~015 |
220 |
855 |
-5 |
Mar10 |
090722 |
115~020 |
116~035 |
115~020 |
115~020 |
-1~015 |
0 |
41 |
+0 |
Total Volume and Open Interest |
196,295 |
686,043 |
-1,567 |
10-Year T-Notes(CBOT) |
Sep09 |
090722 |
117~225 |
117~295 |
117~045 |
117~075 |
-0~175 |
591,013 |
1,051,382 |
+18,224 |
Dec09 |
090722 |
116~020 |
116~100 |
115~250 |
115~250 |
-0~170 |
1,050 |
4,980 |
+1,042 |
Mar10 |
090722 |
114~250 |
115~100 |
114~250 |
114~250 |
-0~170 |
|
|
|
Total Volume and Open Interest |
592,063 |
1,056,362 |
+19,266 |
5-Year T-Notes(CBOT) |
Sep09 |
090722 |
116~000 |
116~020 |
115~086 |
115~092 |
-0~043 |
261,254 |
746,970 |
+9,709 |
Dec09 |
090722 |
114~058 |
114~091 |
114~058 |
114~058 |
-0~033 |
3 |
500 |
+0 |
Mar10 |
090722 |
114~058 |
114~091 |
114~058 |
114~058 |
-0~033 |
|
|
|
Total Volume and Open Interest |
261,257 |
747,470 |
+9,709 |
2 Year T-Notes(CBOT) |
Sep09 |
090722 |
108~067 |
108~067 |
108~067 |
108~062 |
+0~010 |
2,394 |
644,940 |
+9,078 |
Dec09 |
090722 |
107~117 |
107~125 |
107~117 |
107~117 |
-0~008 |
0 |
2 |
+0 |
Mar10 |
090722 |
107~117 |
107~125 |
107~117 |
107~117 |
-0~008 |
|
|
|
Total Volume and Open Interest |
104,500 |
644,942 |
+9,078 |
Eurodollars(CME) |
Sep09 |
090722 |
99.465 |
99.480 |
99.460 |
99.470 |
-0.005 |
122,530 |
1,018,962 |
-52 |
Dec09 |
090722 |
99.280 |
99.300 |
99.265 |
99.275 |
-0.015 |
171,327 |
934,674 |
-4,302 |
Mar10 |
090722 |
99.070 |
99.095 |
99.045 |
99.060 |
-0.020 |
196,712 |
872,854 |
-5,723 |
Jun10 |
090722 |
98.745 |
98.785 |
98.710 |
98.725 |
-0.030 |
201,220 |
598,071 |
-12,713 |
Sep10 |
090722 |
98.385 |
98.440 |
98.350 |
98.370 |
-0.030 |
241,065 |
581,911 |
-12,595 |
Dec10 |
090722 |
97.990 |
98.060 |
97.960 |
97.980 |
-0.030 |
142,897 |
706,320 |
+948 |
Mar11 |
090722 |
97.635 |
97.710 |
97.600 |
97.620 |
-0.035 |
108,253 |
366,288 |
-1,347 |
Jun11 |
090722 |
97.275 |
97.355 |
97.245 |
97.260 |
-0.040 |
79,131 |
357,832 |
-4,085 |
Sep11 |
090722 |
96.970 |
97.040 |
96.920 |
96.935 |
-0.050 |
41,219 |
239,241 |
+1,857 |
Dec11 |
090722 |
96.660 |
96.735 |
96.615 |
96.625 |
-0.060 |
29,538 |
159,817 |
+963 |
Mar12 |
090722 |
96.460 |
96.520 |
96.390 |
96.405 |
-0.070 |
24,758 |
112,677 |
+1,646 |
Jun12 |
090722 |
96.255 |
96.320 |
96.175 |
96.195 |
-0.075 |
22,983 |
118,155 |
+236 |
Sep12 |
090722 |
96.070 |
96.130 |
96.000 |
96.010 |
-0.080 |
6,843 |
64,058 |
+87 |
Dec12 |
090722 |
95.885 |
95.950 |
95.820 |
95.830 |
-0.085 |
7,992 |
60,154 |
+10 |
Mar13 |
090722 |
95.790 |
95.845 |
95.705 |
95.715 |
-0.090 |
4,371 |
64,278 |
-658 |
Jun13 |
090722 |
95.640 |
95.720 |
95.585 |
95.595 |
-0.090 |
4,356 |
32,996 |
-451 |
Sep13 |
090722 |
95.525 |
95.600 |
95.470 |
95.480 |
-0.090 |
1,954 |
40,042 |
-153 |
Dec13 |
090722 |
95.410 |
95.480 |
95.340 |
95.350 |
-0.090 |
1,510 |
28,725 |
-54 |
Total Volume and Open Interest |
1,421,561 |
6,512,641 |
-32,160 |
30 Day Federal Funds(CBOT) |
Jul09 |
090722 |
99.840 |
99.842 |
99.840 |
99.840 |
unch |
739 |
59,474 |
+159 |
Aug09 |
090722 |
99.820 |
99.825 |
99.810 |
99.820 |
unch |
1,385 |
47,680 |
+626 |
Sep09 |
090722 |
99.800 |
99.805 |
99.795 |
99.800 |
unch |
1,469 |
33,409 |
+538 |
Oct09 |
090722 |
99.790 |
99.795 |
99.785 |
99.785 |
unch |
2,520 |
31,093 |
-613 |
Nov09 |
090722 |
99.750 |
99.765 |
99.750 |
99.755 |
+0.005 |
2,989 |
60,985 |
-533 |
Dec09 |
090722 |
99.730 |
99.745 |
99.730 |
99.730 |
unch |
2,123 |
38,649 |
+237 |
Total Volume and Open Interest |
23,131 |
385,567 |
+247 |
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 |
090721 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
|
|
|
Dec09 |
090721 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
|
|
|
Mar10 |
090721 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
|
|
|
Jun10 |
090721 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
Sep10 |
090721 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
Dec10 |
090721 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
Mar11 |
090721 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
Jun11 |
090721 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
Sep11 |
090721 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
Dec11 |
090721 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep09 |
090722 |
99.49 |
99.49 |
99.48 |
99.48 |
-0.01 |
0 |
12,139 |
+0 |
Dec09 |
090722 |
99.50 |
99.51 |
99.50 |
99.51 |
-0.01 |
0 |
3,512 |
+0 |
Mar10 |
090722 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
0 |
2,591 |
+0 |
Jun10 |
090722 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
0 |
1,338 |
+0 |
Sep10 |
090722 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
0 |
421 |
+0 |
Dec10 |
090722 |
99.41 |
99.41 |
99.41 |
99.41 |
-0.01 |
0 |
420 |
+0 |
Mar11 |
090722 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
0 |
412 |
+0 |
Jun11 |
090722 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.01 |
0 |
52 |
+0 |
Total Volume and Open Interest |
0 |
22,408 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090722 |
138.36 |
138.42 |
138.00 |
138.15 |
-0.04 |
1,628 |
12,527 |
-731 |
Dec09 |
090722 |
137.76 |
137.76 |
137.76 |
137.76 |
-0.04 |
0 |
1 |
+0 |
Mar10 |
090722 |
137.53 |
137.53 |
137.53 |
137.53 |
-0.04 |
|
|
|
Total Volume and Open Interest |
1,628 |
13,550 |
+795 |
Euro-Bund(EUREX) |
Sep09 |
090722 |
121.30 |
121.70 |
121.04 |
121.31 |
+0.05 |
584,869 |
864,384 |
-221 |
Dec09 |
090722 |
119.92 |
120.26 |
119.78 |
119.96 |
+0.08 |
200 |
140 |
+3 |
Mar10 |
090722 |
119.54 |
119.54 |
119.54 |
119.54 |
+0.06 |
0 |
1 |
+0 |
Total Volume and Open Interest |
585,069 |
864,525 |
-218 |
Euro-Bobl(EUREX) |
Sep09 |
090717 |
115.98 |
116.10 |
115.60 |
115.74 |
-0.60 |
217,689 |
743,810 |
+56,194 |
Dec09 |
090722 |
114.29 |
114.60 |
114.23 |
114.42 |
+0.01 |
308 |
71 |
-4 |
Mar10 |
090722 |
114.42 |
114.42 |
114.42 |
114.42 |
+0.01 |
|
|
|
Total Volume and Open Interest |
334,253 |
674,693 |
-12,280 |
3-Mth Euribor(EUREX) |
Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
Dec09 |
090722 |
98.995 |
99.010 |
98.980 |
98.985 |
-0.020 |
119 |
5,565 |
-9 |
Mar10 |
090722 |
98.840 |
98.850 |
98.840 |
98.840 |
-0.010 |
1 |
2,877 |
-1 |
Total Volume and Open Interest |
476 |
33,744 |
-145 |
Long Gilt(LIFFE) |
Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
Dec09 |
090722 |
115~06 |
115~06 |
115~06 |
115~06 |
-0~11 |
|
|
|
Total Volume and Open Interest |
47,050 |
205,584 |
-616 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090722 |
99.14 |
99.14 |
99.11 |
99.12 |
-0.01 |
24,171 |
245,396 |
-2,360 |
Dec09 |
090722 |
98.91 |
98.95 |
98.90 |
98.91 |
-0.01 |
25,829 |
244,245 |
-315 |
Mar10 |
090722 |
98.59 |
98.65 |
98.57 |
98.58 |
-0.03 |
42,041 |
330,601 |
+3,945 |
Jun10 |
090722 |
98.15 |
98.19 |
98.08 |
98.10 |
-0.05 |
35,134 |
310,413 |
+817 |
Sep10 |
090722 |
97.65 |
97.70 |
97.56 |
97.59 |
-0.06 |
45,540 |
268,441 |
-5,360 |
Dec10 |
090722 |
97.10 |
97.18 |
97.03 |
97.06 |
-0.06 |
26,549 |
244,806 |
+5,073 |
Total Volume and Open Interest |
255,512 |
2,113,940 |
+6,610 |
3-Mth Euribor(LIFFE) |
Sep09 |
090722 |
99.130 |
99.140 |
99.110 |
99.115 |
-0.020 |
61,295 |
672,073 |
+2,718 |
Dec09 |
090722 |
99.010 |
99.015 |
98.975 |
98.985 |
-0.020 |
107,119 |
495,250 |
+11,787 |
Mar10 |
090722 |
98.860 |
98.870 |
98.830 |
98.840 |
-0.010 |
160,438 |
433,843 |
-449 |
Total Volume and Open Interest |
791,735 |
3,082,705 |
+15,629 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090722 |
96.78 |
96.80 |
96.74 |
96.77 |
-0.02 |
11,618 |
300,210 |
-2,396 |
Dec09 |
090722 |
96.64 |
96.66 |
96.57 |
96.61 |
-0.03 |
19,942 |
243,621 |
-3,605 |
Mar10 |
090722 |
96.26 |
96.28 |
96.12 |
96.16 |
-0.10 |
10,842 |
132,974 |
-441 |
Jun10 |
090722 |
95.85 |
95.85 |
95.68 |
95.72 |
-0.14 |
4,232 |
84,763 |
+712 |
Sep10 |
090722 |
95.43 |
95.43 |
95.23 |
95.27 |
-0.18 |
5,398 |
55,505 |
+1,394 |
Dec10 |
090722 |
94.96 |
95.02 |
94.85 |
94.90 |
-0.16 |
1,376 |
31,043 |
-189 |
Mar11 |
090722 |
94.63 |
94.67 |
94.55 |
94.57 |
-0.14 |
663 |
17,228 |
-540 |
Jun11 |
090722 |
94.32 |
94.35 |
94.22 |
94.24 |
-0.15 |
385 |
12,854 |
-74 |
Sep11 |
090722 |
93.95 |
93.98 |
93.95 |
93.95 |
-0.14 |
0 |
3,483 |
-50 |
Dec11 |
090722 |
93.75 |
93.75 |
93.68 |
93.68 |
-0.13 |
0 |
600 |
+0 |
Total Volume and Open Interest |
54,456 |
883,163 |
-5,189 |
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 |
090722 |
94.49 |
94.49 |
94.49 |
94.49 |
-0.05 |
|
|
|
Total Volume and Open Interest |
22,823 |
341,550 |
+2,682 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090722 |
95.34 |
95.35 |
95.16 |
95.21 |
-0.13 |
83,681 |
563,491 |
-10,488 |
Dec09 |
090722 |
95.21 |
95.21 |
95.21 |
95.21 |
-0.13 |
|
|
|
Total Volume and Open Interest |
83,681 |
563,491 |
-10,488 |
Gold(CMX) |
Aug09 |
090722 |
948.9 |
955.0 |
944.6 |
953.3 |
+6.4 |
102,845 |
174,335 |
+1,283 |
Oct09 |
090722 |
950.0 |
956.1 |
946.0 |
954.6 |
+6.4 |
5,287 |
18,247 |
+2,471 |
Dec09 |
090722 |
951.8 |
957.7 |
947.4 |
956.0 |
+6.4 |
23,168 |
107,075 |
+7,624 |
Feb10 |
090722 |
951.1 |
957.4 |
951.0 |
957.2 |
+6.5 |
965 |
17,540 |
+650 |
Apr10 |
090722 |
950.9 |
960.1 |
950.5 |
958.4 |
+6.6 |
984 |
17,995 |
+72 |
Jun10 |
090722 |
957.8 |
959.8 |
957.1 |
959.8 |
+6.6 |
604 |
10,106 |
+112 |
Aug10 |
090722 |
959.2 |
961.4 |
959.2 |
961.4 |
+6.6 |
602 |
5,238 |
+601 |
Oct10 |
090722 |
963.3 |
963.3 |
963.3 |
963.3 |
+6.7 |
1,100 |
3,450 |
+1,000 |
Dec10 |
090722 |
958.2 |
965.4 |
958.2 |
965.4 |
+6.7 |
2,151 |
11,768 |
-1,881 |
Feb11 |
090722 |
967.9 |
967.9 |
967.9 |
967.9 |
+6.8 |
1,000 |
1,012 |
+1,000 |
Apr11 |
090722 |
970.6 |
970.6 |
970.6 |
970.6 |
+6.9 |
0 |
100 |
+0 |
Jun11 |
090722 |
318.4 |
318.4 |
318.4 |
318.4 |
+7.1 |
275 |
8,782 |
-75 |
Total Volume and Open Interest |
139,361 |
393,536 |
+12,999 |
Silver(CMX) |
Jul09 |
090722 |
1362.0 |
1373.0 |
1361.0 |
1369.5 |
+22.2 |
40 |
181 |
-1 |
Sep09 |
090722 |
1354.5 |
1374.5 |
1334.0 |
1370.0 |
+22.2 |
18,297 |
55,263 |
+165 |
Dec09 |
090722 |
1355.0 |
1378.5 |
1341.0 |
1374.0 |
+22.3 |
2,196 |
21,497 |
-394 |
Mar10 |
090722 |
1347.5 |
1376.8 |
1347.5 |
1376.8 |
+22.5 |
9 |
6,923 |
+7 |
May10 |
090722 |
1378.7 |
1378.7 |
1378.7 |
1378.7 |
+22.5 |
12 |
2,694 |
+10 |
Jul10 |
090722 |
1355.0 |
1380.6 |
1354.0 |
1380.6 |
+22.6 |
6 |
3,001 |
+1 |
Sep10 |
090722 |
1384.5 |
1384.5 |
1382.5 |
1382.5 |
+22.6 |
160 |
304 |
+155 |
Total Volume and Open Interest |
21,428 |
98,823 |
+191 |
Platinum(NYMEX) |
Jul09 |
090722 |
1171.5 |
1171.5 |
1171.5 |
1171.5 |
-1.3 |
10 |
58 |
-35 |
Oct09 |
090722 |
1174.5 |
1184.9 |
1161.5 |
1175.7 |
-1.3 |
1,801 |
21,411 |
+94 |
Jan10 |
090722 |
1172.5 |
1182.2 |
1172.5 |
1181.4 |
-1.3 |
6 |
231 |
+3 |
Total Volume and Open Interest |
1,817 |
21,700 |
+62 |
Palladium(NYMEX) |
Sep09 |
090722 |
257.80 |
257.80 |
252.65 |
256.15 |
-1.35 |
1,514 |
16,390 |
+330 |
Dec09 |
090722 |
254.10 |
257.60 |
253.70 |
257.30 |
-1.35 |
166 |
604 |
+81 |
Mar10 |
090722 |
258.80 |
258.80 |
258.80 |
258.80 |
-1.35 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,680 |
16,997 |
+411 |
Copper(CMX) |
Jul09 |
090722 |
243.10 |
252.40 |
243.10 |
251.80 |
+7.45 |
153 |
1,563 |
-42 |
Sep09 |
090722 |
245.60 |
253.80 |
243.00 |
252.55 |
+7.45 |
17,501 |
76,202 |
+1,173 |
Dec09 |
090722 |
246.55 |
254.15 |
244.35 |
253.20 |
+7.35 |
2,706 |
18,521 |
+400 |
Mar10 |
090722 |
247.30 |
253.40 |
247.30 |
253.40 |
+7.25 |
635 |
3,189 |
+407 |
May10 |
090722 |
253.35 |
253.35 |
253.35 |
253.35 |
+7.25 |
1 |
853 |
+0 |
Total Volume and Open Interest |
21,798 |
114,049 |
+2,002 |
Aluminum(CMX) |
Jul09 |
090722 |
80.00 |
80.00 |
80.00 |
80.00 |
+1.50 |
|
|
|
Aug09 |
090722 |
80.50 |
80.50 |
80.50 |
80.50 |
+1.50 |
|
|
|
Sep09 |
090722 |
81.00 |
81.00 |
81.00 |
81.00 |
+1.50 |
|
|
|
Oct09 |
090722 |
2.36 |
2.36 |
2.36 |
2.36 |
+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 |
090722 |
8880 |
8900 |
8811 |
8833 |
-53 |
651 |
11,837 |
+90 |
Dec09 |
090722 |
8824 |
8824 |
8772 |
8772 |
-52 |
1 |
58 |
+0 |
Mar10 |
090722 |
8718 |
8771 |
8718 |
8718 |
-53 |
0 |
2 |
+0 |
Jun10 |
090722 |
8678 |
8731 |
8678 |
8678 |
-53 |
|
|
|
Total Volume and Open Interest |
652 |
11,897 |
+90 |
S & P 500(CME) |
Sep09 |
090722 |
951.20 |
956.50 |
943.70 |
949.40 |
-4.00 |
12,485 |
380,104 |
-668 |
Dec09 |
090722 |
941.00 |
952.50 |
941.00 |
945.00 |
-4.00 |
44 |
8,434 |
-3 |
Mar10 |
090722 |
941.00 |
948.50 |
937.00 |
941.00 |
-4.00 |
0 |
3,557 |
+0 |
Jun10 |
090722 |
937.50 |
945.00 |
933.50 |
937.50 |
-4.00 |
0 |
6 |
+0 |
Total Volume and Open Interest |
12,529 |
392,106 |
-671 |
S & P 500 E-Mini(Globex) |
Sep09 |
090722 |
951.75 |
956.75 |
943.50 |
949.50 |
-4.00 |
1,574,716 |
2,386,040 |
+6,645 |
Dec09 |
090722 |
947.00 |
952.25 |
939.50 |
945.00 |
-4.00 |
817 |
20,037 |
+16 |
Total Volume and Open Interest |
1,575,538 |
2,406,128 |
+6,661 |
NASDAQ 100(CME) |
Sep09 |
090722 |
1549.50 |
1572.00 |
1545.30 |
1556.50 |
+2.50 |
1,863 |
19,455 |
+481 |
Dec09 |
090722 |
1554.80 |
1554.80 |
1554.30 |
1554.80 |
+2.50 |
0 |
13 |
+0 |
Mar10 |
090722 |
1553.80 |
1553.80 |
1553.30 |
1553.80 |
+2.50 |
|
|
|
Total Volume and Open Interest |
1,863 |
19,468 |
+481 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090722 |
1552.30 |
1571.30 |
1544.80 |
1556.50 |
+2.50 |
259,734 |
278,474 |
+10,823 |
Dec09 |
090722 |
1555.30 |
1568.80 |
1544.30 |
1554.80 |
+2.50 |
252 |
717 |
+39 |
Total Volume and Open Interest |
259,990 |
279,207 |
+10,866 |
S & P Midcap 400(CME) |
Sep09 |
090722 |
593.00 |
601.80 |
592.50 |
596.90 |
-1.10 |
7 |
2,466 |
+3 |
Dec09 |
090722 |
594.90 |
595.00 |
594.90 |
594.90 |
-1.10 |
|
|
|
Mar10 |
090722 |
592.90 |
593.00 |
592.90 |
592.90 |
-1.10 |
|
|
|
Total Volume and Open Interest |
7 |
2,466 |
+3 |
Russell 2000(CME) |
Sep09 |
090722 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
668 |
5,873 |
-255 |
Dec09 |
090722 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,175 |
-255 |
Mar10 |
090722 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,892 |
+67 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090722 |
9665 |
9755 |
9605 |
9725 |
+80 |
81,069 |
152,504 |
-8,955 |
Dec09 |
090722 |
9700 |
9700 |
9680 |
9680 |
+75 |
30 |
1,058 |
-20 |
Total Volume and Open Interest |
81,099 |
170,483 |
-900 |
Nikkei 225(SGX) |
Sep09 |
090722 |
9665 |
9755 |
9605 |
9725 |
+80 |
81,069 |
152,504 |
-8,955 |
Dec09 |
090722 |
9700 |
9700 |
9680 |
9680 |
+75 |
30 |
1,058 |
-20 |
Mar10 |
090722 |
9700 |
9700 |
9700 |
9700 |
+75 |
0 |
75 |
+0 |
Total Volume and Open Interest |
81,099 |
170,483 |
-900 |
CAC 40(EURONEXT) |
Aug09 |
090722 |
3310.5 |
3318.0 |
3266.5 |
3302.5 |
+0.5 |
90,523 |
309,641 |
+2,905 |
Sep09 |
090722 |
3308.0 |
3308.0 |
3266.0 |
3298.5 |
+1.0 |
925 |
47,893 |
+410 |
Oct09 |
090722 |
3296.5 |
3296.5 |
3296.5 |
3296.5 |
+0.5 |
|
|
|
Total Volume and Open Interest |
91,448 |
360,511 |
+3,315 |
Hang Seng Index(HKFE) |
Jul09 |
090722 |
19590 |
19668 |
19238 |
19288 |
-232 |
84,295 |
82,752 |
-5,849 |
Aug09 |
090722 |
19550 |
19621 |
19200 |
19250 |
-251 |
2,752 |
10,328 |
+830 |
Sep09 |
090722 |
19650 |
19650 |
19125 |
19160 |
-230 |
377 |
2,754 |
-40 |
Total Volume and Open Interest |
87,505 |
96,463 |
-5,067 |
DAX(EUREX) |
Sep09 |
090722 |
5117.0 |
5142.0 |
5050.5 |
5116.0 |
+24.0 |
109,238 |
148,408 |
+779 |
Dec09 |
090722 |
5114.5 |
5145.0 |
5057.0 |
5119.5 |
+24.0 |
119 |
9,417 |
+27 |
Mar10 |
090722 |
5120.0 |
5144.5 |
5065.0 |
5127.0 |
+24.0 |
81 |
806 |
-5 |
Total Volume and Open Interest |
109,438 |
158,631 |
+801 |
FT-SE 100(EURONEXT) |
Sep09 |
090722 |
4453.00 |
4473.00 |
4415.50 |
4457.50 |
+2.50 |
78,345 |
611,939 |
-3,487 |
Dec09 |
090722 |
4404.50 |
4431.00 |
4400.50 |
4428.50 |
+2.50 |
342 |
3,951 |
-90 |
Mar10 |
090722 |
4372.00 |
4395.50 |
4372.00 |
4395.50 |
+2.50 |
15 |
750 |
+0 |
Total Volume and Open Interest |
78,992 |
617,065 |
-3,287 |
SPI 200(SFE) |
Sep09 |
090722 |
4020.0 |
4066.0 |
4007.0 |
4037.0 |
+8.0 |
20,048 |
238,136 |
+3,920 |
Dec09 |
090722 |
4059.0 |
4069.0 |
4033.0 |
4045.0 |
+8.0 |
4 |
3,491 |
+4 |
Mar10 |
090722 |
4021.0 |
4021.0 |
4021.0 |
4021.0 |
+8.0 |
0 |
4,317 |
+0 |
Total Volume and Open Interest |
20,052 |
246,724 |
+3,924 |
GSCI(CME) |
Aug09 |
090722 |
431.00 |
437.50 |
428.50 |
436.50 |
unch |
211 |
15,026 |
-75 |
Sep09 |
090722 |
437.50 |
443.00 |
436.00 |
442.50 |
+0.50 |
2 |
3 |
-1 |
Oct09 |
090722 |
451.00 |
451.00 |
444.00 |
451.00 |
+1.00 |
|
|
|
Total Volume and Open Interest |
213 |
15,029 |
-76 |
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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|