|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri July 24, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090724 |
1023.50 |
1030.75 |
1019.50 |
1021.00 |
-2.50 |
13,178 |
46,829 |
+519 |
| Sep09 |
090724 |
962.50 |
965.00 |
950.50 |
951.50 |
-10.00 |
7,616 |
22,648 |
+1,353 |
| Nov09 |
090724 |
930.75 |
933.25 |
913.25 |
915.00 |
-17.00 |
58,897 |
232,245 |
-1,183 |
| Jan10 |
090724 |
938.00 |
944.00 |
921.00 |
922.25 |
-17.00 |
2,593 |
36,514 |
+274 |
| Mar10 |
090724 |
939.25 |
940.75 |
924.00 |
925.50 |
-18.00 |
1,606 |
18,734 |
-44 |
| May10 |
090724 |
943.25 |
943.25 |
925.75 |
927.50 |
-15.25 |
1,115 |
11,110 |
+96 |
| Jul10 |
090724 |
943.00 |
948.75 |
932.00 |
933.50 |
-14.00 |
1,765 |
15,291 |
+13 |
| Total Volume and Open Interest |
88,802 |
404,069 |
+1,730 |
| Soybean Meal(CBOT) |
| Aug09 |
090724 |
323.30 |
324.20 |
321.10 |
323.20 |
+0.20 |
9,491 |
21,107 |
-1,619 |
| Sep09 |
090724 |
300.80 |
301.50 |
298.40 |
299.70 |
-1.30 |
7,512 |
29,688 |
+1,489 |
| Oct09 |
090724 |
285.50 |
287.30 |
282.50 |
283.30 |
-4.00 |
1,817 |
20,357 |
+53 |
| Dec09 |
090724 |
284.20 |
284.50 |
278.90 |
279.70 |
-4.50 |
15,220 |
67,815 |
-476 |
| Jan10 |
090724 |
278.50 |
280.50 |
277.20 |
277.30 |
-4.40 |
518 |
7,347 |
-10 |
| Mar10 |
090724 |
282.00 |
282.00 |
276.20 |
276.80 |
-4.50 |
531 |
6,338 |
+59 |
| May10 |
090724 |
277.70 |
279.10 |
275.30 |
276.00 |
-4.30 |
650 |
8,672 |
+232 |
| Jul10 |
090724 |
278.50 |
281.10 |
277.50 |
277.60 |
-4.20 |
395 |
4,005 |
+194 |
| Total Volume and Open Interest |
36,529 |
169,031 |
+46 |
| Soybean Oil(CBOT) |
| Aug09 |
090724 |
34.67 |
34.80 |
33.89 |
33.89 |
-0.78 |
9,258 |
33,959 |
-630 |
| Sep09 |
090724 |
34.83 |
34.95 |
34.02 |
34.06 |
-0.77 |
5,385 |
38,897 |
+344 |
| Oct09 |
090724 |
35.01 |
35.01 |
34.15 |
34.22 |
-0.79 |
1,741 |
18,586 |
+94 |
| Dec09 |
090724 |
35.34 |
35.57 |
34.00 |
34.59 |
-0.78 |
20,248 |
112,609 |
-1,235 |
| Jan10 |
090724 |
35.49 |
35.70 |
34.85 |
34.93 |
-0.78 |
495 |
13,926 |
-85 |
| Mar10 |
090724 |
35.94 |
36.04 |
35.17 |
35.17 |
-0.78 |
413 |
7,808 |
+40 |
| May10 |
090724 |
36.05 |
36.11 |
35.29 |
35.29 |
-0.78 |
479 |
7,127 |
+171 |
| Jul10 |
090724 |
36.19 |
36.24 |
35.40 |
35.41 |
-0.78 |
243 |
5,262 |
+121 |
| Total Volume and Open Interest |
38,430 |
246,652 |
-1,098 |
| Canola(WCE) |
| Nov09 |
090724 |
412.8 |
417.4 |
408.1 |
408.5 |
-7.8 |
5,158 |
77,872 |
+1,213 |
| Jan10 |
090724 |
415.0 |
419.4 |
412.3 |
413.2 |
-7.3 |
1,207 |
10,187 |
+440 |
| Mar10 |
090724 |
422.0 |
423.6 |
417.2 |
417.2 |
-6.5 |
0 |
1,679 |
+0 |
| May10 |
090724 |
419.5 |
419.5 |
419.5 |
419.5 |
-6.5 |
0 |
515 |
+0 |
| Jul10 |
090724 |
424.8 |
424.8 |
424.8 |
424.8 |
-6.5 |
0 |
546 |
+0 |
| Total Volume and Open Interest |
6,365 |
90,865 |
+1,653 |
| Corn(CBOT) |
| Sep09 |
090724 |
326.75 |
328.25 |
314.75 |
316.25 |
-10.75 |
63,580 |
258,017 |
-1,983 |
| Dec09 |
090724 |
338.50 |
340.00 |
325.25 |
327.25 |
-11.50 |
117,009 |
416,850 |
-13,554 |
| Mar10 |
090724 |
351.00 |
353.50 |
338.50 |
340.50 |
-11.75 |
16,052 |
80,082 |
+1,737 |
| May10 |
090724 |
360.00 |
362.00 |
350.00 |
350.00 |
-11.50 |
2,853 |
18,159 |
+218 |
| Jul10 |
090724 |
370.00 |
371.25 |
358.00 |
358.50 |
-11.50 |
4,623 |
51,110 |
+776 |
| Sep10 |
090724 |
378.75 |
378.75 |
366.50 |
366.50 |
-11.75 |
840 |
7,070 |
+281 |
| Total Volume and Open Interest |
208,911 |
893,623 |
-11,994 |
| Wheat(CBOT) |
| Sep09 |
090724 |
531.00 |
535.50 |
515.50 |
516.25 |
-15.50 |
49,286 |
144,585 |
-1,228 |
| Dec09 |
090724 |
559.00 |
562.75 |
542.75 |
543.50 |
-15.50 |
28,210 |
111,991 |
+5,048 |
| Mar10 |
090724 |
579.00 |
580.75 |
561.00 |
562.00 |
-15.50 |
4,115 |
18,063 |
-164 |
| May10 |
090724 |
593.00 |
593.25 |
574.25 |
574.25 |
-15.50 |
539 |
2,190 |
+141 |
| Jul10 |
090724 |
599.00 |
602.50 |
584.00 |
584.00 |
-15.25 |
3,747 |
38,837 |
+973 |
| Total Volume and Open Interest |
86,289 |
322,394 |
+4,716 |
| Wheat(KCBT) |
| Sep09 |
090724 |
560.50 |
565.75 |
548.00 |
549.00 |
-12.50 |
11,331 |
39,301 |
-295 |
| Dec09 |
090724 |
577.50 |
582.25 |
564.75 |
565.75 |
-12.00 |
3,698 |
36,561 |
+295 |
| Mar10 |
090724 |
593.25 |
597.50 |
581.50 |
582.00 |
-12.00 |
2,435 |
7,099 |
+830 |
| May10 |
090724 |
603.75 |
607.25 |
592.00 |
592.50 |
-11.75 |
385 |
1,218 |
-33 |
| Jul10 |
090724 |
612.75 |
617.50 |
601.75 |
602.75 |
-10.25 |
1,801 |
10,583 |
-216 |
| Total Volume and Open Interest |
19,792 |
96,366 |
+595 |
| Wheat(MGE) |
| Sep09 |
090724 |
599.75 |
604.25 |
590.00 |
591.50 |
-8.50 |
2,807 |
10,203 |
-29 |
| Dec09 |
090724 |
612.50 |
615.75 |
603.25 |
605.75 |
-7.50 |
2,869 |
13,633 |
+125 |
| Mar10 |
090724 |
629.50 |
630.00 |
617.25 |
620.25 |
-7.75 |
1,277 |
4,237 |
+528 |
| May10 |
090724 |
639.00 |
639.75 |
625.75 |
629.25 |
-9.25 |
944 |
1,634 |
+432 |
| Jul10 |
090724 |
648.00 |
648.75 |
634.25 |
638.00 |
-9.00 |
1,183 |
5,351 |
+840 |
| Total Volume and Open Interest |
9,702 |
36,615 |
+2,068 |
| Oats(CBOT) |
| Sep09 |
090724 |
203.00 |
204.25 |
190.00 |
195.00 |
-7.50 |
204 |
3,682 |
-69 |
| Dec09 |
090724 |
215.00 |
216.00 |
201.75 |
207.00 |
-7.50 |
798 |
8,604 |
+258 |
| Mar10 |
090724 |
226.25 |
227.00 |
214.75 |
219.00 |
-7.50 |
116 |
1,411 |
+26 |
| May10 |
090724 |
227.00 |
234.50 |
227.00 |
227.00 |
-7.50 |
0 |
88 |
+0 |
| Total Volume and Open Interest |
1,120 |
13,787 |
+217 |
| Rough Rice(CBOT) |
| Sep09 |
090724 |
13.29 |
13.50 |
13.27 |
13.41 |
+0.03 |
301 |
5,471 |
+93 |
| Nov09 |
090724 |
13.48 |
13.58 |
13.42 |
13.57 |
+0.05 |
107 |
2,130 |
+32 |
| Jan10 |
090724 |
13.77 |
13.77 |
13.68 |
13.74 |
+0.05 |
2 |
291 |
-2 |
| Mar10 |
090724 |
13.95 |
13.95 |
13.84 |
13.94 |
+0.10 |
1 |
368 |
+0 |
| Total Volume and Open Interest |
411 |
8,419 |
+123 |
| Live Cattle(CME) |
| Aug09 |
090724 |
84.900 |
85.035 |
84.400 |
84.535 |
-0.500 |
11,157 |
43,220 |
-3,815 |
| Oct09 |
090724 |
90.200 |
90.200 |
89.580 |
89.750 |
-0.350 |
17,425 |
99,177 |
+156 |
| Dec09 |
090724 |
89.680 |
89.850 |
89.330 |
89.500 |
-0.430 |
8,466 |
52,051 |
+1,081 |
| Feb10 |
090724 |
88.950 |
88.980 |
88.535 |
88.800 |
-0.235 |
3,222 |
18,491 |
+842 |
| Apr10 |
090724 |
90.050 |
90.450 |
90.000 |
90.230 |
-0.170 |
508 |
8,465 |
+86 |
| Jun10 |
090724 |
87.300 |
87.600 |
87.180 |
87.500 |
-0.330 |
292 |
3,434 |
+108 |
| Total Volume and Open Interest |
41,079 |
225,649 |
-1,536 |
| Feeder Cattle(CME) |
| Aug09 |
090724 |
102.330 |
102.550 |
101.600 |
102.550 |
+0.165 |
1,491 |
9,186 |
-136 |
| Sep09 |
090724 |
102.100 |
102.635 |
101.400 |
102.350 |
+0.250 |
1,243 |
8,262 |
+110 |
| Oct09 |
090724 |
102.350 |
102.850 |
101.850 |
102.750 |
+0.300 |
882 |
7,179 |
+216 |
| Nov09 |
090724 |
102.150 |
102.700 |
101.750 |
102.700 |
+0.300 |
214 |
2,003 |
+58 |
| Jan10 |
090724 |
101.900 |
102.100 |
101.400 |
102.000 |
+0.400 |
170 |
765 |
+114 |
| Mar10 |
090724 |
101.900 |
102.100 |
101.700 |
102.100 |
+0.200 |
124 |
344 |
+90 |
| Apr10 |
090724 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
0 |
27 |
+0 |
| Total Volume and Open Interest |
4,125 |
27,773 |
+453 |
| Lean Hogs(CME) |
| Aug09 |
090724 |
60.550 |
60.550 |
58.630 |
59.050 |
-1.900 |
9,676 |
22,810 |
-871 |
| Oct09 |
090724 |
56.100 |
56.130 |
54.200 |
54.580 |
-1.820 |
8,840 |
56,235 |
+1,672 |
| Dec09 |
090724 |
56.000 |
56.130 |
54.130 |
54.380 |
-1.820 |
2,866 |
32,974 |
+648 |
| Feb10 |
090724 |
61.600 |
61.800 |
60.300 |
61.050 |
-1.130 |
2,099 |
13,623 |
+855 |
| Apr10 |
090724 |
65.300 |
65.300 |
63.600 |
63.630 |
-1.570 |
587 |
5,085 |
+180 |
| May10 |
090724 |
69.330 |
69.400 |
68.975 |
68.975 |
-1.500 |
4 |
442 |
+3 |
| Jun10 |
090724 |
71.680 |
72.200 |
71.100 |
71.100 |
-1.600 |
144 |
2,820 |
+120 |
| Jul10 |
090724 |
70.885 |
70.950 |
70.000 |
70.800 |
-0.800 |
49 |
691 |
+35 |
| Total Volume and Open Interest |
24,272 |
135,160 |
+2,650 |
| Pork Bellies(CME) |
| Jul09 |
090724 |
62.000 |
62.400 |
60.500 |
62.000 |
unch |
|
|
|
| Aug09 |
090724 |
63.000 |
63.000 |
61.300 |
61.300 |
-2.000 |
52 |
388 |
-18 |
| Feb10 |
090724 |
83.480 |
83.550 |
83.480 |
83.480 |
unch |
35 |
167 |
-1 |
| Mar10 |
090724 |
82.500 |
82.500 |
82.500 |
82.500 |
unch |
0 |
45 |
+0 |
| May10 |
090724 |
84.800 |
84.800 |
84.800 |
84.800 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
87 |
601 |
-19 |
| Class III Milk(CME) |
| Jul09 |
090724 |
9.96 |
9.97 |
9.95 |
9.96 |
unch |
14 |
4,618 |
+7 |
| Aug09 |
090724 |
10.80 |
10.85 |
10.65 |
10.83 |
+0.08 |
298 |
4,263 |
-84 |
| Sep09 |
090724 |
12.00 |
12.17 |
11.77 |
12.13 |
+0.15 |
445 |
4,139 |
-29 |
| Oct09 |
090724 |
13.01 |
13.12 |
12.86 |
13.12 |
+0.12 |
211 |
3,706 |
+27 |
| Nov09 |
090724 |
13.96 |
13.97 |
13.80 |
13.93 |
+0.03 |
92 |
3,471 |
-3 |
| Total Volume and Open Interest |
1,373 |
28,626 |
-46 |
| Cocoa(ICE) |
| Sep09 |
090724 |
2868 |
2920 |
2833 |
2907 |
+24 |
9,556 |
47,350 |
-1,096 |
| Dec09 |
090724 |
2927 |
2950 |
2864 |
2936 |
+24 |
4,077 |
31,777 |
+1,103 |
| Mar10 |
090724 |
2891 |
2950 |
2875 |
2940 |
+21 |
1,010 |
19,302 |
-73 |
| May10 |
090724 |
2903 |
2951 |
2903 |
2941 |
+21 |
477 |
4,811 |
-223 |
| Jul10 |
090724 |
2943 |
2954 |
2941 |
2948 |
+18 |
9 |
3,593 |
+5 |
| Sep10 |
090724 |
2901 |
2960 |
2893 |
2950 |
+17 |
21 |
2,442 |
+10 |
| Dec10 |
090724 |
2956 |
2956 |
2956 |
2956 |
+17 |
4 |
1,148 |
+2 |
| Total Volume and Open Interest |
15,156 |
113,980 |
-270 |
| Coffee "C"(ICE) |
| Sep09 |
090724 |
124.55 |
125.40 |
123.40 |
123.95 |
-0.60 |
10,946 |
60,118 |
-843 |
| Dec09 |
090724 |
127.65 |
128.45 |
126.55 |
127.05 |
-0.60 |
2,465 |
27,082 |
+384 |
| Mar10 |
090724 |
131.00 |
131.00 |
129.95 |
129.95 |
-0.60 |
1,878 |
12,436 |
+578 |
| May10 |
090724 |
132.50 |
132.60 |
131.70 |
131.95 |
-0.60 |
103 |
3,751 |
+2 |
| Jul10 |
090724 |
135.00 |
135.00 |
133.80 |
133.85 |
-0.60 |
66 |
1,739 |
+35 |
| Sep10 |
090724 |
135.70 |
135.70 |
135.65 |
135.70 |
-0.60 |
7 |
1,411 |
-2 |
| Total Volume and Open Interest |
15,521 |
107,865 |
+200 |
| Orange Juice(ICE) |
| Sep09 |
090724 |
95.25 |
96.75 |
93.95 |
96.30 |
+0.30 |
1,430 |
18,629 |
-382 |
| Nov09 |
090724 |
98.00 |
99.80 |
97.75 |
99.50 |
+0.25 |
406 |
9,055 |
+232 |
| Jan10 |
090724 |
102.15 |
102.85 |
102.15 |
102.55 |
+0.20 |
24 |
1,103 |
+8 |
| Mar10 |
090724 |
105.10 |
105.85 |
105.10 |
105.85 |
+0.15 |
10 |
2,303 |
+4 |
| May10 |
090724 |
108.50 |
108.50 |
108.50 |
108.50 |
-0.05 |
11 |
141 |
+9 |
| Jul10 |
090724 |
111.25 |
111.25 |
111.25 |
111.25 |
-0.05 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
1,881 |
31,472 |
-129 |
| Sugar #11(ICE) |
| Oct09 |
090724 |
18.25 |
18.49 |
18.17 |
18.43 |
+0.17 |
31,718 |
311,751 |
+3,100 |
| Mar10 |
090724 |
19.30 |
19.50 |
19.25 |
19.48 |
+0.14 |
14,729 |
176,603 |
+900 |
| May10 |
090724 |
18.79 |
19.00 |
18.77 |
18.99 |
+0.17 |
4,399 |
41,249 |
+699 |
| Jul10 |
090724 |
18.21 |
18.36 |
18.16 |
18.36 |
+0.15 |
2,651 |
85,093 |
+99 |
| Oct10 |
090724 |
18.00 |
18.09 |
17.87 |
18.09 |
+0.15 |
1,925 |
45,607 |
+583 |
| Total Volume and Open Interest |
57,103 |
736,159 |
+5,695 |
| Sugar #14(ICE) |
| Sep09 |
090724 |
22.80 |
23.25 |
22.80 |
23.25 |
-0.10 |
70 |
1,741 |
+25 |
| Total Volume and Open Interest |
70 |
1,741 |
+25 |
| London Cocoa(LCE) |
| Sep09 |
090724 |
1812 |
1845 |
1800 |
1841 |
+22 |
7,231 |
49,390 |
-1,403 |
| Dec09 |
090724 |
1829 |
1861 |
1815 |
1857 |
+22 |
7,004 |
39,129 |
+417 |
| Mar10 |
090724 |
1816 |
1856 |
1810 |
1854 |
+26 |
3,160 |
31,934 |
-133 |
| May10 |
090724 |
1807 |
1847 |
1803 |
1847 |
+26 |
526 |
17,405 |
+438 |
| Jul10 |
090724 |
1830 |
1845 |
1830 |
1845 |
+27 |
0 |
6,815 |
+0 |
| Sep10 |
090724 |
1800 |
1845 |
1799 |
1843 |
+33 |
10 |
2,714 |
+8 |
| Dec10 |
090724 |
1843 |
1843 |
1843 |
1843 |
+32 |
0 |
670 |
+0 |
| Total Volume and Open Interest |
17,931 |
150,658 |
-673 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090724 |
473.20 |
480.40 |
473.20 |
479.90 |
+5.00 |
1,882 |
45,703 |
-487 |
| Dec09 |
090724 |
489.20 |
492.50 |
487.90 |
491.40 |
+2.00 |
934 |
9,711 |
-58 |
| Mar10 |
090724 |
498.80 |
501.00 |
497.00 |
500.10 |
-0.20 |
427 |
12,327 |
-75 |
| May10 |
090724 |
495.00 |
498.70 |
495.00 |
497.50 |
+0.70 |
167 |
2,917 |
+145 |
| Aug10 |
090724 |
490.50 |
492.00 |
489.80 |
491.40 |
+0.60 |
188 |
2,335 |
+124 |
| Total Volume and Open Interest |
3,611 |
74,312 |
-342 |
| Cotton(ICE) |
| Oct09 |
090724 |
59.29 |
59.60 |
57.26 |
57.39 |
-2.11 |
596 |
2,195 |
-368 |
| Dec09 |
090724 |
61.50 |
61.92 |
59.49 |
59.61 |
-2.11 |
7,255 |
105,650 |
-841 |
| Mar10 |
090724 |
63.66 |
63.66 |
61.91 |
61.99 |
-2.12 |
518 |
15,638 |
+84 |
| May10 |
090724 |
63.21 |
63.21 |
63.21 |
63.21 |
-2.04 |
326 |
867 |
-36 |
| Jul10 |
090724 |
65.00 |
65.00 |
64.27 |
64.46 |
-1.91 |
279 |
2,554 |
+186 |
| Oct10 |
090724 |
65.73 |
65.84 |
65.73 |
65.73 |
-1.81 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
8,975 |
129,165 |
-974 |
| Lumber(CME) |
| Sep09 |
090724 |
194.3 |
195.5 |
188.0 |
188.0 |
-3.5 |
620 |
5,501 |
+7 |
| Nov09 |
090724 |
198.0 |
199.5 |
193.4 |
194.2 |
-2.5 |
174 |
1,535 |
+73 |
| Jan10 |
090724 |
215.1 |
215.1 |
210.5 |
214.3 |
-1.6 |
43 |
785 |
+23 |
| Mar10 |
090724 |
228.0 |
228.0 |
223.5 |
226.0 |
unch |
4 |
40 |
+0 |
| Total Volume and Open Interest |
841 |
7,873 |
+103 |
| Crude Oil(NYM) |
| Sep09 |
090724 |
66.62 |
68.20 |
66.46 |
68.05 |
+0.89 |
319,989 |
335,971 |
+3,232 |
| Oct09 |
090724 |
68.24 |
69.89 |
68.17 |
69.79 |
+0.92 |
91,933 |
95,303 |
-2,604 |
| Nov09 |
090724 |
69.85 |
71.45 |
69.71 |
71.36 |
+0.95 |
38,308 |
48,681 |
+3,306 |
| Dec09 |
090724 |
70.87 |
72.63 |
70.85 |
72.52 |
+0.93 |
62,179 |
161,006 |
+1,722 |
| Jan10 |
090724 |
72.69 |
73.40 |
72.13 |
73.35 |
+0.87 |
10,446 |
32,057 |
+528 |
| Feb10 |
090724 |
73.21 |
74.06 |
73.02 |
74.06 |
+0.80 |
3,978 |
21,275 |
+266 |
| Mar10 |
090724 |
74.20 |
74.81 |
73.75 |
74.71 |
+0.73 |
4,178 |
17,352 |
+172 |
| Apr10 |
090724 |
74.48 |
75.34 |
74.48 |
75.34 |
+0.67 |
4,083 |
11,331 |
+1,345 |
| May10 |
090724 |
74.35 |
75.95 |
74.35 |
75.95 |
+0.60 |
4,883 |
9,874 |
+537 |
| Jun10 |
090724 |
75.70 |
76.65 |
75.63 |
76.54 |
+0.54 |
10,636 |
48,191 |
+173 |
| Jul10 |
090724 |
76.51 |
77.00 |
76.23 |
77.00 |
+0.51 |
4,485 |
30,203 |
+788 |
| Aug10 |
090724 |
76.57 |
77.28 |
76.57 |
77.28 |
+0.47 |
3,988 |
7,475 |
+237 |
| Sep10 |
090724 |
77.16 |
77.54 |
77.16 |
77.54 |
+0.44 |
3,105 |
13,187 |
+247 |
| Oct10 |
090724 |
77.82 |
77.82 |
77.82 |
77.82 |
+0.42 |
2,124 |
7,507 |
+389 |
| Nov10 |
090724 |
78.16 |
78.16 |
78.16 |
78.16 |
+0.40 |
1,503 |
8,119 |
+68 |
| Dec10 |
090724 |
77.80 |
78.52 |
77.77 |
78.50 |
+0.38 |
18,003 |
95,581 |
+1,361 |
| Total Volume and Open Interest |
588,994 |
1,156,595 |
+11,098 |
| 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 |
090724 |
68.350 |
69.850 |
68.150 |
69.800 |
+0.925 |
306 |
434 |
-10 |
| Nov09 |
090724 |
70.000 |
71.350 |
70.000 |
71.350 |
+0.950 |
65 |
195 |
+5 |
| Dec09 |
090724 |
71.475 |
72.525 |
71.450 |
72.525 |
+0.925 |
70 |
237 |
-3 |
| Jan10 |
090724 |
73.350 |
73.350 |
73.350 |
73.350 |
+0.875 |
3 |
59 |
+3 |
| Feb10 |
090724 |
74.050 |
74.050 |
74.050 |
74.050 |
+0.800 |
18 |
13 |
-18 |
| Mar10 |
090724 |
74.700 |
74.700 |
74.700 |
74.700 |
+0.725 |
0 |
1 |
+0 |
| Apr10 |
090724 |
75.350 |
75.350 |
75.350 |
75.350 |
+0.675 |
|
|
|
| Total Volume and Open Interest |
14,908 |
3,855 |
-70 |
| Heating Oil(NYM) |
| Aug09 |
090724 |
176.25 |
179.53 |
175.75 |
178.13 |
+1.69 |
23,741 |
28,968 |
-2,196 |
| Sep09 |
090724 |
178.30 |
182.18 |
178.28 |
180.83 |
+1.43 |
37,351 |
59,895 |
-1,559 |
| Oct09 |
090724 |
182.70 |
185.10 |
181.73 |
184.07 |
+1.35 |
11,578 |
34,253 |
+960 |
| Nov09 |
090724 |
187.09 |
188.77 |
185.38 |
187.57 |
+1.29 |
4,961 |
21,476 |
+595 |
| Dec09 |
090724 |
189.65 |
192.12 |
188.76 |
190.98 |
+1.18 |
8,143 |
37,651 |
+1,029 |
| Jan10 |
090724 |
193.76 |
195.50 |
192.21 |
194.26 |
+1.17 |
3,485 |
19,456 |
+170 |
| Feb10 |
090724 |
195.90 |
196.95 |
194.50 |
196.81 |
+1.22 |
1,825 |
12,997 |
-58 |
| Mar10 |
090724 |
199.04 |
199.31 |
197.85 |
198.21 |
+1.22 |
1,684 |
9,079 |
+484 |
| Apr10 |
090724 |
197.15 |
198.91 |
197.15 |
198.91 |
+1.22 |
1,027 |
6,555 |
-323 |
| May10 |
090724 |
199.86 |
199.86 |
199.86 |
199.86 |
+1.17 |
996 |
8,729 |
+345 |
| Jun10 |
090724 |
201.45 |
201.45 |
199.47 |
200.91 |
+1.12 |
2,049 |
18,132 |
+63 |
| Jul10 |
090724 |
202.18 |
202.96 |
202.18 |
202.96 |
+1.12 |
289 |
2,889 |
+82 |
| Total Volume and Open Interest |
98,641 |
300,215 |
+88 |
| Gasoline(NYMEX) |
| Aug09 |
090724 |
190.76 |
193.68 |
189.50 |
191.59 |
+0.27 |
27,748 |
30,852 |
-3,682 |
| Sep09 |
090724 |
187.67 |
190.25 |
186.50 |
188.80 |
+0.67 |
46,982 |
76,445 |
+1,463 |
| Oct09 |
090724 |
177.75 |
180.11 |
176.83 |
178.83 |
+1.05 |
13,041 |
29,156 |
+314 |
| Nov09 |
090724 |
177.50 |
179.24 |
175.95 |
178.07 |
+1.32 |
4,770 |
15,356 |
+505 |
| Dec09 |
090724 |
178.70 |
180.05 |
176.84 |
179.08 |
+1.43 |
4,754 |
18,736 |
+528 |
| Jan10 |
090724 |
179.96 |
181.76 |
179.00 |
181.30 |
+1.53 |
809 |
9,597 |
+73 |
| Feb10 |
090724 |
182.17 |
183.94 |
181.67 |
183.60 |
+1.53 |
361 |
3,087 |
-6 |
| Mar10 |
090724 |
184.14 |
186.32 |
184.14 |
186.05 |
+1.53 |
235 |
4,522 |
+101 |
| Apr10 |
090724 |
200.02 |
200.02 |
199.70 |
199.70 |
+1.53 |
94 |
4,048 |
-74 |
| May10 |
090724 |
201.20 |
201.20 |
201.20 |
201.20 |
+1.53 |
226 |
2,410 |
+86 |
| Total Volume and Open Interest |
99,945 |
203,596 |
-235 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090723 |
1.84 |
1.84 |
1.84 |
1.91 |
+0.07 |
0 |
1 |
+0 |
| Sep09 |
090724 |
188.80 |
188.80 |
188.80 |
188.80 |
+0.67 |
|
|
|
| Oct09 |
090724 |
178.83 |
178.83 |
178.83 |
178.83 |
+1.05 |
|
|
|
| Nov09 |
090724 |
178.07 |
178.07 |
178.07 |
178.07 |
+1.32 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Aug09 |
090724 |
3.529 |
3.705 |
3.524 |
3.695 |
+0.145 |
107,333 |
52,463 |
-14,372 |
| Sep09 |
090724 |
3.703 |
3.870 |
3.690 |
3.861 |
+0.151 |
51,617 |
171,362 |
-935 |
| Oct09 |
090724 |
3.944 |
4.092 |
3.920 |
4.086 |
+0.147 |
20,196 |
88,665 |
+300 |
| Nov09 |
090724 |
4.620 |
4.765 |
4.598 |
4.760 |
+0.155 |
6,633 |
39,533 |
+44 |
| Dec09 |
090724 |
5.315 |
5.415 |
5.258 |
5.415 |
+0.155 |
5,635 |
43,294 |
-148 |
| Jan10 |
090724 |
5.548 |
5.692 |
5.548 |
5.692 |
+0.145 |
8,286 |
44,234 |
-33 |
| Feb10 |
090724 |
5.588 |
5.720 |
5.585 |
5.720 |
+0.143 |
1,582 |
21,219 |
+465 |
| Mar10 |
090724 |
5.529 |
5.653 |
5.517 |
5.653 |
+0.136 |
4,061 |
35,659 |
-275 |
| Apr10 |
090724 |
5.487 |
5.575 |
5.442 |
5.573 |
+0.127 |
3,649 |
35,277 |
-42 |
| May10 |
090724 |
5.540 |
5.623 |
5.490 |
5.623 |
+0.127 |
545 |
19,250 |
+109 |
| Jun10 |
090724 |
5.650 |
5.715 |
5.586 |
5.715 |
+0.126 |
236 |
9,622 |
+26 |
| Jul10 |
090724 |
5.700 |
5.835 |
5.700 |
5.835 |
+0.126 |
231 |
9,564 |
+29 |
| Aug10 |
090724 |
5.809 |
5.925 |
5.808 |
5.925 |
+0.126 |
301 |
9,065 |
+10 |
| Sep10 |
090724 |
5.888 |
5.985 |
5.888 |
5.985 |
+0.124 |
491 |
6,855 |
-55 |
| Oct10 |
090724 |
5.988 |
6.095 |
5.987 |
6.095 |
+0.124 |
832 |
18,323 |
+157 |
| Nov10 |
090724 |
6.326 |
6.440 |
6.303 |
6.440 |
+0.124 |
185 |
5,992 |
-8 |
| Total Volume and Open Interest |
213,672 |
738,193 |
-14,216 |
| Brent Crude Oil(ICE) |
| Sep09 |
090724 |
68.78 |
70.46 |
68.69 |
70.32 |
+1.07 |
112,689 |
148,789 |
+3,765 |
| Oct09 |
090724 |
69.49 |
71.05 |
69.42 |
70.97 |
+0.96 |
53,362 |
115,728 |
+2,008 |
| Nov09 |
090724 |
70.28 |
71.86 |
70.27 |
71.78 |
+0.93 |
28,806 |
41,438 |
+4,064 |
| Dec09 |
090724 |
71.40 |
72.61 |
71.23 |
72.54 |
+0.91 |
45,821 |
96,195 |
+2,070 |
| Jan10 |
090724 |
72.36 |
73.24 |
72.11 |
73.24 |
+0.90 |
14,140 |
28,504 |
+3,560 |
| Feb10 |
090724 |
73.53 |
73.92 |
72.78 |
73.91 |
+0.88 |
7,847 |
16,495 |
+1,029 |
| Mar10 |
090724 |
74.21 |
74.59 |
73.45 |
74.58 |
+0.86 |
7,028 |
12,205 |
-813 |
| Apr10 |
090724 |
74.53 |
75.26 |
74.12 |
75.23 |
+0.84 |
4,605 |
8,940 |
+2,516 |
| May10 |
090724 |
75.18 |
75.90 |
74.78 |
75.85 |
+0.80 |
2,346 |
5,252 |
+499 |
| Jun10 |
090724 |
75.71 |
76.51 |
75.32 |
76.43 |
+0.72 |
3,965 |
35,573 |
+1,170 |
| Jul10 |
090724 |
76.89 |
76.89 |
76.89 |
76.89 |
+0.67 |
1,372 |
9,576 |
+522 |
| Aug10 |
090724 |
77.24 |
77.24 |
77.24 |
77.24 |
+0.64 |
536 |
6,556 |
+419 |
| Sep10 |
090724 |
77.53 |
77.53 |
77.53 |
77.53 |
+0.58 |
343 |
2,901 |
+131 |
| Oct10 |
090724 |
77.82 |
77.82 |
77.82 |
77.82 |
+0.52 |
280 |
2,859 |
-17 |
| Total Volume and Open Interest |
296,605 |
677,799 |
+23,794 |
| Gas Oil(ICE) |
| Aug09 |
090724 |
565.00 |
575.00 |
563.25 |
568.50 |
+5.75 |
58,690 |
54,667 |
-8,040 |
| Sep09 |
090724 |
571.00 |
581.00 |
569.50 |
574.75 |
+5.00 |
70,116 |
84,144 |
+1,254 |
| Oct09 |
090724 |
577.00 |
587.50 |
577.00 |
581.50 |
+4.00 |
35,948 |
45,262 |
-642 |
| Nov09 |
090724 |
586.50 |
595.50 |
585.25 |
589.25 |
+3.50 |
20,771 |
33,391 |
+2,413 |
| Dec09 |
090724 |
594.75 |
604.00 |
593.50 |
597.50 |
+3.25 |
25,770 |
63,429 |
-855 |
| Jan10 |
090724 |
607.25 |
613.25 |
602.75 |
606.50 |
+2.75 |
5,425 |
39,080 |
+89 |
| Feb10 |
090724 |
615.00 |
617.75 |
614.00 |
614.25 |
+2.50 |
2,186 |
17,522 |
-9 |
| Mar10 |
090724 |
622.25 |
625.50 |
618.50 |
621.25 |
+2.25 |
2,154 |
19,639 |
+562 |
| Apr10 |
090724 |
629.25 |
632.00 |
624.75 |
628.00 |
+2.00 |
1,549 |
11,371 |
+402 |
| May10 |
090724 |
635.75 |
638.25 |
631.25 |
634.50 |
+2.00 |
499 |
9,498 |
+81 |
| Total Volume and Open Interest |
231,874 |
500,377 |
-2,785 |
| Ethanol(CBOT) |
| Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
| Aug09 |
090724 |
1.590 |
1.590 |
1.560 |
1.565 |
-0.032 |
46 |
271 |
-24 |
| Sep09 |
090724 |
1.520 |
1.520 |
1.491 |
1.506 |
-0.049 |
33 |
556 |
+24 |
| Oct09 |
090724 |
1.490 |
1.490 |
1.480 |
1.480 |
-0.040 |
21 |
371 |
+5 |
| Nov09 |
090724 |
1.480 |
1.480 |
1.470 |
1.480 |
-0.037 |
10 |
247 |
-2 |
| Dec09 |
090724 |
1.485 |
1.490 |
1.470 |
1.485 |
-0.029 |
12 |
369 |
-2 |
| Jan10 |
090724 |
1.485 |
1.495 |
1.470 |
1.490 |
-0.022 |
17 |
459 |
+5 |
| Feb10 |
090724 |
1.500 |
1.500 |
1.500 |
1.500 |
-0.015 |
3 |
445 |
+3 |
| Total Volume and Open Interest |
172 |
3,903 |
+37 |
| US Dollar Index(ICE) |
| Sep09 |
090724 |
79.105 |
79.245 |
78.740 |
78.895 |
-0.075 |
6,991 |
25,497 |
+504 |
| Dec09 |
090724 |
79.450 |
79.450 |
79.100 |
79.215 |
-0.075 |
60 |
2,126 |
+12 |
| Mar10 |
090724 |
79.560 |
79.560 |
79.560 |
79.560 |
unch |
|
|
|
| Total Volume and Open Interest |
7,051 |
27,623 |
+516 |
| Australian Dollar(CME) |
| Sep09 |
090724 |
81.01 |
81.59 |
80.94 |
81.38 |
+0.01 |
69,967 |
99,103 |
+1,137 |
| Dec09 |
090724 |
80.50 |
81.00 |
80.42 |
80.82 |
+0.01 |
85 |
378 |
-39 |
| Mar10 |
090724 |
80.25 |
80.25 |
80.24 |
80.25 |
+0.01 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
70,052 |
99,497 |
+1,098 |
| British Pound(CME) |
| Sep09 |
090724 |
164.82 |
165.42 |
163.88 |
164.30 |
-0.88 |
97,930 |
92,898 |
+576 |
| Dec09 |
090724 |
164.93 |
165.29 |
163.88 |
164.27 |
-0.87 |
127 |
492 |
+71 |
| Mar10 |
090724 |
164.24 |
165.11 |
164.07 |
164.24 |
-0.87 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
98,057 |
93,420 |
+647 |
| Canadian Dollar(CME) |
| Sep09 |
090724 |
91.76 |
92.68 |
91.57 |
92.29 |
+0.14 |
60,448 |
88,481 |
+1,856 |
| Dec09 |
090724 |
91.62 |
92.68 |
91.62 |
92.31 |
+0.14 |
209 |
2,368 |
+20 |
| Mar10 |
090724 |
92.30 |
92.66 |
91.64 |
92.32 |
+0.14 |
6 |
620 |
-21 |
| Jun10 |
090724 |
92.33 |
92.63 |
92.00 |
92.33 |
+0.14 |
4 |
131 |
+1 |
| Total Volume and Open Interest |
60,668 |
91,766 |
+1,857 |
| Japanese Yen(CME) |
| Sep09 |
090724 |
105.31 |
105.77 |
105.13 |
105.62 |
+0.47 |
89,125 |
105,688 |
-4,628 |
| Dec09 |
090724 |
105.52 |
105.84 |
105.26 |
105.73 |
+0.47 |
7 |
330 |
-2 |
| Mar10 |
090724 |
105.91 |
105.91 |
105.44 |
105.91 |
+0.47 |
10 |
41 |
+10 |
| Total Volume and Open Interest |
89,142 |
106,060 |
-4,620 |
| Swiss Franc(CME) |
| Sep09 |
090724 |
93.04 |
93.74 |
92.99 |
93.53 |
+0.18 |
28,905 |
40,445 |
+912 |
| Dec09 |
090724 |
93.56 |
93.79 |
93.18 |
93.65 |
+0.18 |
5 |
102 |
+2 |
| Mar10 |
090724 |
93.82 |
93.82 |
93.50 |
93.82 |
+0.18 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
28,910 |
40,552 |
+914 |
| EuroFX(CME) |
| Sep09 |
090724 |
141.50 |
142.55 |
141.35 |
142.16 |
+0.12 |
169,965 |
141,445 |
+693 |
| Dec09 |
090724 |
141.55 |
142.52 |
141.38 |
142.16 |
+0.12 |
67 |
1,310 |
-6 |
| Mar10 |
090724 |
142.16 |
142.31 |
141.57 |
142.16 |
+0.12 |
0 |
338 |
+0 |
| Total Volume and Open Interest |
170,032 |
143,096 |
+687 |
| Mexican Peso(CME) |
| Aug09 |
090724 |
755.0 |
757.2 |
755.0 |
755.0 |
-2.2 |
|
|
|
| Sep09 |
090724 |
751.2 |
755.5 |
749.8 |
750.5 |
-2.2 |
18,525 |
44,853 |
+3,440 |
| Total Volume and Open Interest |
18,534 |
46,515 |
+3,439 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090724 |
115~275 |
116~125 |
115~210 |
116~030 |
+0~150 |
189,606 |
679,942 |
-4,523 |
| Dec09 |
090724 |
115~000 |
115~000 |
114~125 |
114~270 |
+0~145 |
1,075 |
1,871 |
+1,002 |
| Mar10 |
090724 |
113~280 |
113~280 |
113~135 |
113~280 |
+0~145 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
190,681 |
681,857 |
-3,521 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090724 |
116~090 |
116~160 |
116~005 |
116~120 |
+0~110 |
713,122 |
1,043,103 |
-12,478 |
| Dec09 |
090724 |
114~290 |
114~300 |
114~185 |
114~295 |
+0~110 |
367 |
6,252 |
+337 |
| Mar10 |
090724 |
113~295 |
113~295 |
113~185 |
113~295 |
+0~110 |
|
|
|
| Total Volume and Open Interest |
713,489 |
1,049,355 |
-12,141 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090724 |
115~009 |
115~023 |
114~111 |
115~011 |
+0~019 |
341,296 |
741,134 |
-14,555 |
| Dec09 |
090724 |
113~103 |
113~103 |
113~084 |
113~103 |
+0~019 |
2,116 |
2,115 |
+1,615 |
| Mar10 |
090724 |
113~103 |
113~103 |
113~084 |
113~103 |
+0~019 |
|
|
|
| Total Volume and Open Interest |
343,662 |
743,249 |
-12,940 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090724 |
108~044 |
108~044 |
108~044 |
108~044 |
+0~006 |
2,123 |
661,174 |
-3,145 |
| Dec09 |
090724 |
107~097 |
107~097 |
107~086 |
107~097 |
+0~011 |
65 |
52 |
+50 |
| Mar10 |
090724 |
107~097 |
107~097 |
107~086 |
107~097 |
+0~011 |
|
|
|
| Total Volume and Open Interest |
108,391 |
661,226 |
-3,095 |
| Eurodollars(CME) |
| Sep09 |
090724 |
99.455 |
99.470 |
99.450 |
99.465 |
+0.010 |
78,890 |
997,674 |
-15,120 |
| Dec09 |
090724 |
99.245 |
99.260 |
99.225 |
99.255 |
+0.025 |
141,588 |
946,775 |
+3,650 |
| Mar10 |
090724 |
99.000 |
99.020 |
98.965 |
99.005 |
+0.035 |
199,432 |
895,899 |
+8,546 |
| Jun10 |
090724 |
98.635 |
98.660 |
98.595 |
98.635 |
+0.040 |
205,236 |
619,520 |
-4,471 |
| Sep10 |
090724 |
98.260 |
98.285 |
98.210 |
98.255 |
+0.055 |
226,323 |
585,306 |
+458 |
| Dec10 |
090724 |
97.865 |
97.895 |
97.810 |
97.865 |
+0.070 |
187,471 |
719,067 |
+9,924 |
| Mar11 |
090724 |
97.500 |
97.535 |
97.440 |
97.505 |
+0.075 |
117,397 |
376,709 |
+5,255 |
| Jun11 |
090724 |
97.130 |
97.175 |
97.075 |
97.145 |
+0.080 |
103,201 |
370,480 |
+7,115 |
| Sep11 |
090724 |
96.800 |
96.840 |
96.740 |
96.815 |
+0.080 |
45,900 |
243,615 |
+5,405 |
| Dec11 |
090724 |
96.485 |
96.515 |
96.430 |
96.495 |
+0.070 |
43,854 |
167,883 |
+3,574 |
| Mar12 |
090724 |
96.255 |
96.290 |
96.205 |
96.265 |
+0.060 |
40,378 |
119,910 |
+4,874 |
| Jun12 |
090724 |
96.035 |
96.065 |
95.985 |
96.045 |
+0.055 |
41,704 |
117,384 |
+829 |
| Sep12 |
090724 |
95.835 |
95.870 |
95.800 |
95.855 |
+0.050 |
14,614 |
63,431 |
-740 |
| Dec12 |
090724 |
95.645 |
95.685 |
95.620 |
95.670 |
+0.045 |
12,116 |
59,828 |
-367 |
| Mar13 |
090724 |
95.525 |
95.570 |
95.505 |
95.555 |
+0.045 |
11,597 |
62,959 |
-1,516 |
| Jun13 |
090724 |
95.415 |
95.440 |
95.390 |
95.430 |
+0.040 |
9,440 |
31,877 |
-1,146 |
| Sep13 |
090724 |
95.295 |
95.330 |
95.270 |
95.315 |
+0.040 |
5,163 |
38,854 |
-100 |
| Dec13 |
090724 |
95.165 |
95.200 |
95.140 |
95.185 |
+0.040 |
4,947 |
28,729 |
-95 |
| Total Volume and Open Interest |
1,505,199 |
6,607,538 |
+28,856 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090724 |
99.840 |
99.842 |
99.838 |
99.840 |
unch |
913 |
59,153 |
-268 |
| Aug09 |
090724 |
99.810 |
99.815 |
99.805 |
99.815 |
unch |
6,080 |
46,503 |
-1,337 |
| Sep09 |
090724 |
99.800 |
99.805 |
99.795 |
99.800 |
unch |
2,346 |
34,134 |
+180 |
| Oct09 |
090724 |
99.790 |
99.790 |
99.780 |
99.785 |
unch |
3,772 |
29,542 |
+492 |
| Nov09 |
090724 |
99.755 |
99.760 |
99.750 |
99.755 |
unch |
9,391 |
57,871 |
-2,833 |
| Dec09 |
090724 |
99.730 |
99.735 |
99.730 |
99.730 |
unch |
3,734 |
38,748 |
+765 |
| Total Volume and Open Interest |
33,649 |
383,832 |
-1,218 |
| 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 |
090723 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
| Dec09 |
090723 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
|
|
|
| Mar10 |
090723 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
|
|
|
| Jun10 |
090723 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
|
|
|
| Sep10 |
090723 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Dec10 |
090723 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
| Mar11 |
090723 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
| Jun11 |
090723 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.01 |
|
|
|
| Sep11 |
090723 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.03 |
|
|
|
| Dec11 |
090723 |
99.06 |
99.06 |
99.06 |
99.06 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090724 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
732 |
11,996 |
-143 |
| Dec09 |
090724 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
150 |
3,657 |
+145 |
| Mar10 |
090724 |
99.51 |
99.54 |
99.51 |
99.54 |
unch |
0 |
2,591 |
+0 |
| Jun10 |
090724 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
1,338 |
+0 |
| Sep10 |
090724 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
421 |
+0 |
| Dec10 |
090724 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
0 |
420 |
+0 |
| Mar11 |
090724 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
0 |
412 |
+0 |
| Jun11 |
090724 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
52 |
+0 |
| Total Volume and Open Interest |
882 |
22,464 |
+54 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090722 |
138.36 |
138.42 |
138.00 |
138.15 |
-0.04 |
1,628 |
12,527 |
-731 |
| Dec09 |
090724 |
137.93 |
137.93 |
137.93 |
137.93 |
+0.15 |
0 |
1 |
+0 |
| Mar10 |
090724 |
137.70 |
137.70 |
137.70 |
137.70 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
3,343 |
12,796 |
-317 |
| Euro-Bund(EUREX) |
| Sep09 |
090723 |
121.10 |
121.33 |
120.40 |
120.55 |
-0.76 |
662,125 |
867,093 |
+2,709 |
| Dec09 |
090723 |
119.54 |
119.90 |
119.09 |
119.20 |
-0.76 |
19 |
137 |
-3 |
| Mar10 |
090723 |
118.78 |
118.78 |
118.78 |
118.78 |
-0.76 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
662,144 |
867,231 |
+2,706 |
| Euro-Bobl(EUREX) |
| Sep09 |
090717 |
115.98 |
116.10 |
115.60 |
115.74 |
-0.60 |
217,689 |
743,810 |
+56,194 |
| Dec09 |
090724 |
113.91 |
113.91 |
113.91 |
113.91 |
-0.16 |
54 |
68 |
-16 |
| Mar10 |
090724 |
113.90 |
113.90 |
113.90 |
113.90 |
-0.16 |
|
|
|
| Total Volume and Open Interest |
287,112 |
654,698 |
-6,596 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090723 |
98.975 |
98.995 |
98.975 |
98.975 |
-0.010 |
147 |
5,537 |
-28 |
| Mar10 |
090723 |
98.820 |
98.825 |
98.810 |
98.810 |
-0.030 |
128 |
2,882 |
+5 |
| Total Volume and Open Interest |
893 |
33,781 |
+37 |
| Long Gilt(LIFFE) |
| Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
| Dec09 |
090724 |
114~07 |
114~07 |
114~07 |
114~07 |
+0~06 |
|
|
|
| Total Volume and Open Interest |
116,592 |
215,991 |
+4,651 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090724 |
99.11 |
99.14 |
99.09 |
99.13 |
+0.02 |
31,695 |
251,982 |
-1,813 |
| Dec09 |
090724 |
98.85 |
98.92 |
98.82 |
98.90 |
+0.05 |
54,662 |
254,449 |
+5,386 |
| Mar10 |
090724 |
98.47 |
98.58 |
98.43 |
98.54 |
+0.06 |
87,764 |
330,049 |
+5,013 |
| Jun10 |
090724 |
97.98 |
98.09 |
97.92 |
98.02 |
+0.05 |
100,807 |
274,488 |
-26,150 |
| Sep10 |
090724 |
97.43 |
97.55 |
97.37 |
97.47 |
+0.02 |
88,985 |
258,274 |
-10,984 |
| Dec10 |
090724 |
96.88 |
97.00 |
96.81 |
96.92 |
+0.01 |
47,393 |
246,766 |
+1,437 |
| Total Volume and Open Interest |
464,993 |
2,081,799 |
-32,297 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090724 |
99.120 |
99.130 |
99.105 |
99.120 |
+0.005 |
68,581 |
675,421 |
+3,231 |
| Dec09 |
090724 |
98.970 |
98.990 |
98.950 |
98.975 |
unch |
62,349 |
502,013 |
+1,979 |
| Mar10 |
090724 |
98.790 |
98.815 |
98.760 |
98.795 |
-0.010 |
79,331 |
431,935 |
-3,315 |
| Total Volume and Open Interest |
501,588 |
3,125,019 |
+10,132 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090724 |
96.77 |
96.80 |
96.75 |
96.76 |
-0.02 |
7,460 |
297,026 |
-8,823 |
| Dec09 |
090724 |
96.60 |
96.63 |
96.54 |
96.59 |
-0.02 |
14,955 |
255,892 |
-2,199 |
| Mar10 |
090724 |
96.16 |
96.19 |
96.07 |
96.16 |
-0.01 |
12,490 |
140,361 |
-129 |
| Jun10 |
090724 |
95.71 |
95.73 |
95.61 |
95.68 |
-0.03 |
5,736 |
86,752 |
+1,224 |
| Sep10 |
090724 |
95.29 |
95.29 |
95.15 |
95.23 |
-0.05 |
2,343 |
56,107 |
+191 |
| Dec10 |
090724 |
94.89 |
94.89 |
94.77 |
94.83 |
-0.05 |
1,724 |
31,792 |
+32 |
| Mar11 |
090724 |
94.55 |
94.55 |
94.45 |
94.50 |
-0.05 |
403 |
17,199 |
-74 |
| Jun11 |
090724 |
94.19 |
94.21 |
94.12 |
94.17 |
-0.06 |
115 |
13,037 |
-116 |
| Sep11 |
090724 |
93.88 |
93.90 |
93.88 |
93.89 |
-0.05 |
70 |
3,483 |
+0 |
| Dec11 |
090724 |
93.62 |
93.64 |
93.62 |
93.64 |
-0.04 |
73 |
616 |
+3 |
| Total Volume and Open Interest |
45,490 |
903,205 |
-9,833 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090724 |
94.48 |
94.49 |
94.35 |
94.37 |
-0.13 |
36,472 |
316,475 |
+15,115 |
| Dec09 |
090724 |
94.37 |
94.37 |
94.37 |
94.37 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
25,333 |
340,008 |
-2,571 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090724 |
95.20 |
95.22 |
95.07 |
95.14 |
-0.06 |
76,835 |
564,986 |
-28,406 |
| Dec09 |
090724 |
95.14 |
95.14 |
95.14 |
95.14 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
76,835 |
564,986 |
-28,406 |
| Gold(CMX) |
| Aug09 |
090724 |
948.0 |
954.4 |
946.6 |
953.1 |
-1.7 |
89,854 |
160,964 |
-6,626 |
| Oct09 |
090724 |
948.5 |
955.6 |
948.5 |
954.4 |
-1.7 |
3,090 |
18,073 |
+738 |
| Dec09 |
090724 |
950.0 |
957.0 |
949.7 |
955.9 |
-1.7 |
20,390 |
120,528 |
+7,944 |
| Feb10 |
090724 |
953.8 |
957.4 |
951.5 |
957.2 |
-1.7 |
2,862 |
17,622 |
-610 |
| Apr10 |
090724 |
957.4 |
959.6 |
956.3 |
958.5 |
-1.7 |
1,569 |
18,328 |
+281 |
| Jun10 |
090724 |
955.2 |
959.9 |
955.1 |
959.9 |
-1.8 |
1,236 |
9,954 |
+981 |
| Aug10 |
090724 |
961.6 |
961.6 |
961.6 |
961.6 |
-1.8 |
706 |
5,447 |
+185 |
| Oct10 |
090724 |
963.6 |
963.6 |
963.6 |
963.6 |
-1.9 |
100 |
3,550 |
+100 |
| Dec10 |
090724 |
965.3 |
965.9 |
965.3 |
965.9 |
-1.9 |
378 |
12,218 |
+252 |
| Feb11 |
090724 |
968.6 |
968.6 |
968.6 |
968.6 |
-2.0 |
0 |
1,012 |
+0 |
| Apr11 |
090724 |
971.5 |
971.5 |
971.5 |
971.5 |
-2.0 |
0 |
100 |
+0 |
| Jun11 |
090724 |
319.4 |
319.4 |
319.4 |
319.4 |
-2.1 |
0 |
8,046 |
+0 |
| Total Volume and Open Interest |
120,609 |
394,360 |
+3,421 |
| Silver(CMX) |
| Jul09 |
090724 |
1374.5 |
1387.0 |
1374.5 |
1387.0 |
+10.5 |
37 |
138 |
-9 |
| Sep09 |
090724 |
1371.0 |
1390.0 |
1365.5 |
1387.5 |
+10.5 |
18,149 |
54,231 |
-487 |
| Dec09 |
090724 |
1371.5 |
1393.0 |
1371.5 |
1391.5 |
+10.5 |
1,918 |
21,060 |
-332 |
| Mar10 |
090724 |
1391.5 |
1394.5 |
1391.5 |
1394.5 |
+10.5 |
1,651 |
6,142 |
-899 |
| May10 |
090724 |
1392.5 |
1396.4 |
1392.5 |
1396.4 |
+10.4 |
500 |
2,304 |
-328 |
| Jul10 |
090724 |
1394.5 |
1398.2 |
1394.5 |
1398.2 |
+10.2 |
33 |
3,041 |
+2 |
| Sep10 |
090724 |
1396.5 |
1400.2 |
1396.5 |
1400.2 |
+10.2 |
85 |
235 |
+78 |
| Total Volume and Open Interest |
22,687 |
96,402 |
-1,867 |
| Platinum(NYMEX) |
| Jul09 |
090724 |
1186.9 |
1186.9 |
1186.9 |
1186.9 |
+4.4 |
0 |
58 |
+0 |
| Oct09 |
090724 |
1181.9 |
1195.5 |
1172.5 |
1191.4 |
+3.4 |
1,340 |
21,374 |
-101 |
| Jan10 |
090724 |
1192.2 |
1197.6 |
1192.2 |
1197.0 |
+3.0 |
5 |
245 |
+4 |
| Total Volume and Open Interest |
1,345 |
21,677 |
-97 |
| Palladium(NYMEX) |
| Sep09 |
090724 |
258.80 |
262.95 |
257.45 |
261.45 |
+1.25 |
870 |
16,499 |
-44 |
| Dec09 |
090724 |
260.45 |
262.50 |
260.45 |
262.50 |
+1.15 |
108 |
723 |
+103 |
| Mar10 |
090724 |
264.00 |
264.00 |
264.00 |
264.00 |
+1.15 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
978 |
17,225 |
+59 |
| Copper(CMX) |
| Jul09 |
090724 |
249.00 |
252.90 |
249.00 |
251.70 |
-0.20 |
184 |
1,422 |
-114 |
| Sep09 |
090724 |
249.50 |
254.40 |
248.95 |
252.20 |
-0.20 |
21,964 |
80,799 |
+3,767 |
| Dec09 |
090724 |
249.50 |
254.65 |
249.50 |
252.80 |
-0.15 |
2,307 |
20,299 |
+890 |
| Mar10 |
090724 |
253.25 |
254.00 |
252.00 |
252.75 |
-0.20 |
67 |
3,290 |
+31 |
| May10 |
090724 |
252.35 |
252.60 |
252.25 |
252.60 |
+0.05 |
5 |
858 |
+5 |
| Total Volume and Open Interest |
25,567 |
120,775 |
+4,784 |
| Aluminum(CMX) |
| Jul09 |
090724 |
83.25 |
83.25 |
83.25 |
83.25 |
+1.50 |
|
|
|
| Aug09 |
090724 |
83.75 |
83.75 |
83.75 |
83.75 |
+1.50 |
|
|
|
| Sep09 |
090724 |
84.25 |
84.25 |
84.25 |
84.25 |
+1.50 |
|
|
|
| Oct09 |
090724 |
5.61 |
5.61 |
5.61 |
5.61 |
+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 |
090724 |
8981 |
9060 |
8950 |
9058 |
+67 |
2,389 |
10,815 |
-1,052 |
| Dec09 |
090724 |
8904 |
8999 |
8904 |
8999 |
+69 |
51 |
658 |
+600 |
| Mar10 |
090724 |
8943 |
8943 |
8876 |
8943 |
+67 |
0 |
2 |
+0 |
| Jun10 |
090724 |
8908 |
8908 |
8841 |
8908 |
+67 |
|
|
|
| Total Volume and Open Interest |
2,440 |
11,475 |
-452 |
| S & P 500(CME) |
| Sep09 |
090724 |
965.70 |
978.20 |
962.60 |
977.80 |
+8.90 |
17,219 |
378,724 |
+242 |
| Dec09 |
090724 |
962.50 |
973.40 |
960.00 |
973.40 |
+8.90 |
2 |
8,434 |
-2 |
| Mar10 |
090724 |
969.40 |
969.40 |
956.00 |
969.40 |
+8.90 |
0 |
3,557 |
+0 |
| Jun10 |
090724 |
966.40 |
966.40 |
952.50 |
966.40 |
+9.40 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
17,221 |
390,726 |
+240 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090724 |
965.00 |
979.00 |
962.50 |
977.75 |
+8.75 |
2,049,033 |
2,392,638 |
-1,595 |
| Dec09 |
090724 |
963.00 |
974.00 |
958.50 |
973.50 |
+9.00 |
1,710 |
20,901 |
+269 |
| Total Volume and Open Interest |
2,050,744 |
2,413,590 |
-1,326 |
| NASDAQ 100(CME) |
| Sep09 |
090724 |
1578.50 |
1600.00 |
1572.00 |
1597.30 |
+13.30 |
2,205 |
18,539 |
-1,253 |
| Dec09 |
090724 |
1595.30 |
1597.00 |
1595.30 |
1595.30 |
+13.30 |
0 |
13 |
+0 |
| Mar10 |
090724 |
1594.30 |
1596.00 |
1594.30 |
1594.30 |
+13.30 |
|
|
|
| Total Volume and Open Interest |
2,205 |
18,552 |
-1,253 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090724 |
1579.80 |
1600.30 |
1572.00 |
1597.30 |
+13.30 |
327,293 |
278,367 |
-663 |
| Dec09 |
090724 |
1575.30 |
1597.00 |
1571.00 |
1595.30 |
+13.30 |
519 |
885 |
+145 |
| Total Volume and Open Interest |
327,813 |
279,266 |
-518 |
| S & P Midcap 400(CME) |
| Sep09 |
090724 |
613.00 |
621.50 |
610.00 |
620.60 |
+7.40 |
34 |
2,438 |
-22 |
| Dec09 |
090724 |
618.60 |
618.70 |
618.60 |
618.60 |
+7.40 |
|
|
|
| Mar10 |
090724 |
616.60 |
616.70 |
616.60 |
616.60 |
+7.40 |
|
|
|
| Total Volume and Open Interest |
34 |
2,438 |
-22 |
| Russell 2000(CME) |
| Sep09 |
090723 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
1,412 |
6,286 |
+413 |
| Dec09 |
090723 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,140 |
-35 |
| Mar10 |
090723 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,892 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090724 |
9940 |
9965 |
9860 |
9965 |
+175 |
98,956 |
167,522 |
-88 |
| Dec09 |
090724 |
9925 |
9925 |
9925 |
9925 |
+180 |
10 |
1,048 |
-10 |
| Total Volume and Open Interest |
99,726 |
177,817 |
+6,913 |
| Nikkei 225(SGX) |
| Sep09 |
090724 |
9940 |
9965 |
9860 |
9965 |
+175 |
98,956 |
167,522 |
-88 |
| Dec09 |
090724 |
9925 |
9925 |
9925 |
9925 |
+180 |
10 |
1,048 |
-10 |
| Mar10 |
090724 |
9945 |
9945 |
9945 |
9945 |
+180 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
99,726 |
177,817 |
+6,913 |
| CAC 40(EURONEXT) |
| Aug09 |
090724 |
3362.5 |
3410.0 |
3347.0 |
3367.0 |
-6.5 |
97,878 |
319,889 |
+5,041 |
| Sep09 |
090724 |
3354.0 |
3400.0 |
3348.0 |
3364.0 |
-6.0 |
1,209 |
47,870 |
+145 |
| Oct09 |
090724 |
3361.0 |
3361.0 |
3361.0 |
3361.0 |
-6.5 |
|
|
|
| Total Volume and Open Interest |
99,087 |
370,736 |
+5,186 |
| Hang Seng Index(HKFE) |
| Jul09 |
090724 |
19980 |
20028 |
19703 |
20024 |
+225 |
75,258 |
79,937 |
-803 |
| Aug09 |
090724 |
19996 |
19996 |
19665 |
19985 |
+224 |
2,990 |
13,023 |
+1,470 |
| Sep09 |
090724 |
19840 |
19885 |
19584 |
19885 |
+216 |
160 |
2,779 |
+42 |
| Total Volume and Open Interest |
78,431 |
96,386 |
+713 |
| DAX(EUREX) |
| Sep09 |
090723 |
5137.0 |
5271.0 |
5102.0 |
5249.0 |
+133.0 |
130,730 |
153,842 |
+5,434 |
| Dec09 |
090723 |
5155.0 |
5273.5 |
5111.0 |
5252.0 |
+132.5 |
401 |
9,564 |
+147 |
| Mar10 |
090723 |
5160.0 |
5277.0 |
5117.0 |
5259.5 |
+132.5 |
84 |
848 |
+42 |
| Total Volume and Open Interest |
131,215 |
164,254 |
+5,623 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090724 |
4526.50 |
4576.50 |
4505.00 |
4543.50 |
+12.00 |
80,010 |
610,691 |
+3,231 |
| Dec09 |
090724 |
4523.50 |
4523.50 |
4499.00 |
4514.00 |
+11.50 |
36 |
4,051 |
+29 |
| Mar10 |
090724 |
4456.50 |
4491.50 |
4456.50 |
4482.00 |
+12.00 |
25 |
790 |
-10 |
| Total Volume and Open Interest |
80,071 |
616,037 |
+3,250 |
| SPI 200(SFE) |
| Sep09 |
090724 |
4043.0 |
4120.0 |
4030.0 |
4065.0 |
+30.0 |
32,887 |
235,622 |
+2,058 |
| Dec09 |
090724 |
4110.0 |
4113.0 |
4075.0 |
4075.0 |
+31.0 |
128 |
3,564 |
+0 |
| Mar10 |
090724 |
4080.0 |
4080.0 |
4051.0 |
4051.0 |
+31.0 |
88 |
4,373 |
+56 |
| Total Volume and Open Interest |
33,127 |
244,573 |
+2,114 |
| GSCI(CME) |
| Aug09 |
090724 |
448.00 |
450.50 |
445.75 |
449.50 |
+5.90 |
324 |
15,115 |
+40 |
| Sep09 |
090724 |
456.00 |
457.00 |
454.00 |
456.00 |
+5.00 |
3 |
5 |
+2 |
| Oct09 |
090724 |
464.50 |
466.00 |
462.00 |
464.50 |
+4.50 |
|
|
|
| Total Volume and Open Interest |
327 |
15,120 |
+42 |
| 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. |
|
|