|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue July 28, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug09 |
090728 |
1022.75 |
1059.75 |
1020.25 |
1054.50 |
+33.25 |
16,157 |
36,072 |
-8,141 |
Sep09 |
090728 |
946.75 |
973.00 |
946.00 |
968.00 |
+23.00 |
8,241 |
22,998 |
+397 |
Nov09 |
090728 |
907.50 |
932.50 |
906.00 |
927.00 |
+20.50 |
47,790 |
234,140 |
-214 |
Jan10 |
090728 |
914.00 |
935.00 |
914.00 |
931.00 |
+17.25 |
2,359 |
37,474 |
+54 |
Mar10 |
090728 |
921.25 |
937.50 |
916.75 |
932.00 |
+15.25 |
1,672 |
18,681 |
+69 |
May10 |
090728 |
922.50 |
938.00 |
918.50 |
929.50 |
+11.00 |
1,034 |
11,555 |
+33 |
Jul10 |
090728 |
931.25 |
945.00 |
928.00 |
935.00 |
+10.50 |
1,094 |
15,430 |
-14 |
Total Volume and Open Interest |
79,960 |
396,525 |
-8,361 |
Soybean Meal(CBOT) |
Aug09 |
090728 |
324.00 |
334.00 |
323.30 |
331.90 |
+9.00 |
8,143 |
18,476 |
-1,352 |
Sep09 |
090728 |
296.60 |
306.70 |
296.60 |
303.90 |
+7.30 |
7,393 |
31,280 |
+166 |
Oct09 |
090728 |
286.00 |
290.30 |
281.30 |
287.20 |
+7.00 |
2,382 |
20,615 |
-189 |
Dec09 |
090728 |
276.40 |
285.90 |
276.10 |
283.30 |
+7.10 |
12,485 |
70,624 |
+283 |
Jan10 |
090728 |
279.30 |
281.50 |
273.70 |
280.30 |
+6.60 |
260 |
7,354 |
-54 |
Mar10 |
090728 |
274.60 |
280.90 |
273.50 |
279.00 |
+5.50 |
385 |
6,405 |
+10 |
May10 |
090728 |
275.10 |
279.30 |
273.70 |
277.20 |
+4.00 |
241 |
8,780 |
+20 |
Jul10 |
090728 |
277.10 |
281.90 |
276.00 |
278.40 |
+3.50 |
153 |
4,025 |
+12 |
Total Volume and Open Interest |
31,636 |
171,227 |
-1,131 |
Soybean Oil(CBOT) |
Aug09 |
090728 |
33.56 |
34.29 |
33.54 |
33.82 |
+0.22 |
9,539 |
26,216 |
-4,867 |
Sep09 |
090728 |
33.76 |
34.47 |
33.76 |
34.01 |
+0.24 |
6,510 |
39,284 |
+571 |
Oct09 |
090728 |
34.30 |
34.55 |
34.00 |
34.17 |
+0.23 |
3,095 |
19,575 |
+80 |
Dec09 |
090728 |
34.25 |
34.99 |
34.24 |
34.53 |
+0.23 |
19,660 |
113,442 |
+411 |
Jan10 |
090728 |
34.99 |
34.99 |
34.65 |
34.87 |
+0.22 |
427 |
13,943 |
+25 |
Mar10 |
090728 |
35.28 |
35.28 |
34.94 |
35.12 |
+0.23 |
456 |
8,075 |
+136 |
May10 |
090728 |
35.35 |
35.62 |
35.09 |
35.25 |
+0.23 |
246 |
7,087 |
-70 |
Jul10 |
090728 |
35.45 |
35.75 |
35.23 |
35.39 |
+0.24 |
212 |
5,199 |
+39 |
Total Volume and Open Interest |
40,278 |
241,309 |
-3,665 |
Canola(WCE) |
Nov09 |
090728 |
400.0 |
404.9 |
395.3 |
403.2 |
+3.2 |
5,225 |
83,463 |
+1,653 |
Jan10 |
090728 |
404.3 |
408.8 |
399.4 |
407.6 |
+2.1 |
1,214 |
10,902 |
+339 |
Mar10 |
090728 |
410.0 |
411.9 |
408.8 |
411.9 |
+1.7 |
12 |
1,679 |
+0 |
May10 |
090728 |
414.8 |
414.8 |
414.8 |
414.8 |
+2.3 |
0 |
515 |
+0 |
Jul10 |
090728 |
420.3 |
420.3 |
419.2 |
419.2 |
+1.4 |
0 |
546 |
+0 |
Total Volume and Open Interest |
6,451 |
97,171 |
+1,992 |
Corn(CBOT) |
Sep09 |
090728 |
322.00 |
327.00 |
320.00 |
320.50 |
-1.75 |
47,360 |
244,025 |
-10,050 |
Dec09 |
090728 |
333.75 |
338.25 |
329.75 |
329.75 |
-4.00 |
86,639 |
412,684 |
-1,576 |
Mar10 |
090728 |
346.50 |
351.25 |
342.75 |
342.75 |
-4.25 |
11,982 |
77,838 |
-1,316 |
May10 |
090728 |
356.25 |
360.00 |
352.25 |
352.25 |
-4.00 |
3,082 |
18,093 |
-178 |
Jul10 |
090728 |
364.50 |
368.50 |
360.75 |
360.75 |
-4.00 |
5,292 |
52,252 |
-141 |
Sep10 |
090728 |
376.25 |
376.25 |
368.25 |
368.25 |
-3.75 |
614 |
7,195 |
+44 |
Total Volume and Open Interest |
158,985 |
873,968 |
-13,071 |
Wheat(CBOT) |
Sep09 |
090728 |
520.00 |
528.00 |
514.50 |
516.25 |
-4.25 |
27,659 |
139,717 |
-2,102 |
Dec09 |
090728 |
547.00 |
555.50 |
542.00 |
543.75 |
-4.00 |
12,757 |
113,540 |
+195 |
Mar10 |
090728 |
564.50 |
573.50 |
561.00 |
562.50 |
-3.50 |
3,469 |
18,320 |
-164 |
May10 |
090728 |
578.00 |
583.00 |
574.50 |
574.75 |
-3.50 |
220 |
2,213 |
+13 |
Jul10 |
090728 |
592.50 |
596.00 |
585.00 |
585.50 |
-3.75 |
3,221 |
39,156 |
+194 |
Total Volume and Open Interest |
47,631 |
319,851 |
-1,861 |
Wheat(KCBT) |
Sep09 |
090728 |
551.00 |
562.00 |
547.50 |
550.00 |
-1.75 |
7,226 |
38,631 |
-918 |
Dec09 |
090728 |
568.00 |
578.75 |
564.25 |
566.75 |
-2.00 |
2,998 |
37,552 |
+770 |
Mar10 |
090728 |
585.00 |
594.75 |
581.00 |
582.75 |
-2.00 |
569 |
7,169 |
+169 |
May10 |
090728 |
595.00 |
604.25 |
591.75 |
593.25 |
-1.75 |
74 |
1,199 |
-8 |
Jul10 |
090728 |
604.25 |
614.50 |
601.50 |
603.00 |
-1.75 |
293 |
10,496 |
-2 |
Total Volume and Open Interest |
11,194 |
96,656 |
+18 |
Wheat(MGE) |
Sep09 |
090728 |
597.00 |
605.50 |
595.25 |
600.50 |
+3.00 |
1,730 |
9,846 |
-236 |
Dec09 |
090728 |
611.00 |
619.50 |
610.25 |
614.00 |
+2.25 |
846 |
13,651 |
+1 |
Mar10 |
090728 |
627.00 |
634.00 |
624.75 |
628.75 |
+2.00 |
347 |
4,461 |
+176 |
May10 |
090728 |
634.75 |
642.75 |
633.50 |
637.50 |
+1.25 |
87 |
1,580 |
-6 |
Jul10 |
090728 |
644.00 |
651.25 |
641.75 |
646.50 |
+1.75 |
296 |
5,480 |
+116 |
Total Volume and Open Interest |
3,491 |
36,400 |
+121 |
Oats(CBOT) |
Sep09 |
090728 |
195.25 |
195.50 |
189.75 |
193.50 |
-1.50 |
218 |
3,598 |
-124 |
Dec09 |
090728 |
208.00 |
209.50 |
202.25 |
206.00 |
-1.50 |
663 |
8,993 |
+253 |
Mar10 |
090728 |
219.00 |
219.50 |
215.00 |
218.00 |
-1.50 |
69 |
1,461 |
+28 |
May10 |
090728 |
226.00 |
227.50 |
226.00 |
226.00 |
-1.50 |
0 |
88 |
+0 |
Total Volume and Open Interest |
950 |
14,142 |
+157 |
Rough Rice(CBOT) |
Sep09 |
090728 |
13.75 |
13.88 |
13.60 |
13.84 |
+0.06 |
221 |
5,435 |
-46 |
Nov09 |
090728 |
13.97 |
14.09 |
13.84 |
14.03 |
+0.05 |
149 |
2,224 |
+79 |
Jan10 |
090728 |
13.98 |
14.22 |
13.98 |
14.19 |
+0.06 |
1 |
294 |
+0 |
Mar10 |
090728 |
14.28 |
14.32 |
14.28 |
14.32 |
+0.03 |
1 |
374 |
+0 |
Total Volume and Open Interest |
372 |
8,486 |
+33 |
Live Cattle(CME) |
Aug09 |
090728 |
84.700 |
85.450 |
84.650 |
84.930 |
+0.230 |
4,979 |
38,169 |
-2,276 |
Oct09 |
090728 |
90.100 |
91.100 |
90.100 |
90.580 |
+0.380 |
7,421 |
101,825 |
+582 |
Dec09 |
090728 |
89.850 |
90.750 |
89.750 |
90.250 |
+0.350 |
3,461 |
53,171 |
+5 |
Feb10 |
090728 |
89.050 |
89.900 |
88.900 |
89.480 |
+0.595 |
1,891 |
18,477 |
-109 |
Apr10 |
090728 |
90.385 |
91.285 |
90.350 |
90.885 |
+0.685 |
438 |
8,708 |
+151 |
Jun10 |
090728 |
87.580 |
88.200 |
87.535 |
87.885 |
+0.385 |
154 |
3,837 |
+32 |
Total Volume and Open Interest |
18,349 |
225,003 |
-1,612 |
Feeder Cattle(CME) |
Aug09 |
090728 |
102.600 |
103.150 |
101.900 |
102.850 |
+0.450 |
1,615 |
8,622 |
-307 |
Sep09 |
090728 |
102.350 |
103.200 |
102.150 |
102.980 |
+0.630 |
662 |
8,053 |
-40 |
Oct09 |
090728 |
102.700 |
103.250 |
102.150 |
103.200 |
+0.620 |
661 |
7,265 |
+69 |
Nov09 |
090728 |
102.050 |
103.080 |
101.800 |
103.050 |
+0.820 |
151 |
2,068 |
+30 |
Jan10 |
090728 |
101.800 |
102.200 |
101.600 |
102.200 |
+0.500 |
9 |
762 |
+0 |
Mar10 |
090728 |
101.800 |
102.000 |
101.700 |
102.000 |
+0.250 |
24 |
373 |
+13 |
Apr10 |
090728 |
102.000 |
102.000 |
101.700 |
102.000 |
unch |
0 |
27 |
+0 |
Total Volume and Open Interest |
3,125 |
27,185 |
-232 |
Lean Hogs(CME) |
Aug09 |
090728 |
58.500 |
58.750 |
56.180 |
56.850 |
-2.330 |
7,937 |
16,778 |
-2,630 |
Oct09 |
090728 |
54.250 |
54.430 |
51.750 |
52.700 |
-2.050 |
7,547 |
55,081 |
-677 |
Dec09 |
090728 |
53.900 |
53.900 |
51.300 |
52.285 |
-1.765 |
3,323 |
33,956 |
+1,065 |
Feb10 |
090728 |
59.330 |
59.500 |
57.250 |
58.550 |
-1.600 |
1,268 |
13,872 |
+366 |
Apr10 |
090728 |
62.500 |
62.850 |
61.000 |
62.050 |
-1.130 |
620 |
5,550 |
+271 |
May10 |
090728 |
66.000 |
67.050 |
66.000 |
66.500 |
-1.475 |
9 |
450 |
+0 |
Jun10 |
090728 |
70.600 |
70.750 |
68.900 |
70.650 |
-0.325 |
223 |
2,986 |
+153 |
Jul10 |
090728 |
68.800 |
70.000 |
68.750 |
69.950 |
-0.400 |
19 |
713 |
+11 |
Total Volume and Open Interest |
21,012 |
129,923 |
-1,411 |
Pork Bellies(CME) |
Aug09 |
090728 |
62.800 |
62.800 |
60.580 |
61.380 |
-0.855 |
32 |
337 |
-16 |
Feb10 |
090728 |
83.550 |
84.980 |
82.000 |
83.300 |
-0.700 |
10 |
185 |
+8 |
Mar10 |
090728 |
83.000 |
83.500 |
82.500 |
82.500 |
unch |
0 |
45 |
+0 |
May10 |
090728 |
84.800 |
84.800 |
84.800 |
84.800 |
unch |
0 |
1 |
+0 |
Jul10 |
090728 |
85.900 |
85.900 |
85.900 |
85.900 |
|
|
|
|
Class III Milk(CME) |
Jul09 |
090728 |
9.97 |
9.97 |
9.94 |
9.94 |
-0.01 |
36 |
4,663 |
+40 |
Aug09 |
090728 |
10.79 |
10.95 |
10.75 |
10.84 |
-0.01 |
111 |
4,161 |
+82 |
Sep09 |
090728 |
12.15 |
12.35 |
12.11 |
12.28 |
+0.12 |
211 |
4,222 |
+66 |
Oct09 |
090728 |
13.15 |
13.30 |
13.05 |
13.26 |
+0.13 |
307 |
3,958 |
+147 |
Nov09 |
090728 |
13.95 |
14.15 |
13.80 |
14.13 |
+0.18 |
198 |
3,625 |
+145 |
Total Volume and Open Interest |
1,122 |
29,189 |
+541 |
Cocoa(ICE) |
Sep09 |
090728 |
2880 |
2935 |
2861 |
2879 |
+9 |
6,755 |
46,617 |
-826 |
Dec09 |
090728 |
2910 |
2967 |
2890 |
2911 |
+11 |
3,063 |
33,207 |
+384 |
Mar10 |
090728 |
2930 |
2976 |
2908 |
2922 |
+14 |
1,219 |
19,947 |
+555 |
May10 |
090728 |
2920 |
2971 |
2920 |
2923 |
+13 |
77 |
4,816 |
+7 |
Jul10 |
090728 |
2923 |
2945 |
2923 |
2930 |
+13 |
37 |
3,602 |
+8 |
Sep10 |
090728 |
2932 |
2983 |
2930 |
2933 |
+14 |
164 |
2,600 |
+116 |
Dec10 |
090728 |
2918 |
2983 |
2918 |
2936 |
+16 |
0 |
1,146 |
-2 |
Total Volume and Open Interest |
11,315 |
115,492 |
+242 |
Coffee "C"(ICE) |
Sep09 |
090728 |
125.00 |
126.30 |
120.30 |
122.80 |
-1.65 |
4,203 |
57,148 |
-667 |
Dec09 |
090728 |
127.90 |
129.25 |
123.35 |
125.85 |
-1.70 |
744 |
27,281 |
+48 |
Mar10 |
090728 |
130.65 |
132.00 |
126.95 |
128.80 |
-1.70 |
180 |
13,261 |
+41 |
May10 |
090728 |
133.40 |
133.40 |
130.75 |
130.75 |
-1.75 |
32 |
3,858 |
+4 |
Jul10 |
090728 |
135.00 |
135.00 |
132.65 |
132.65 |
-1.75 |
12 |
1,773 |
+4 |
Sep10 |
090728 |
134.50 |
134.50 |
134.50 |
134.50 |
-1.75 |
4 |
1,420 |
+4 |
Total Volume and Open Interest |
5,234 |
106,039 |
-609 |
Orange Juice(ICE) |
Sep09 |
090728 |
96.10 |
96.30 |
94.45 |
94.55 |
-1.55 |
919 |
18,422 |
+86 |
Nov09 |
090728 |
98.95 |
99.05 |
97.85 |
97.85 |
-1.40 |
352 |
9,741 |
+80 |
Jan10 |
090728 |
101.50 |
101.50 |
100.80 |
100.80 |
-1.45 |
2 |
1,102 |
-1 |
Mar10 |
090728 |
104.05 |
104.05 |
104.05 |
104.05 |
-1.50 |
5 |
2,317 |
+5 |
May10 |
090728 |
106.85 |
106.85 |
106.85 |
106.85 |
-1.45 |
0 |
151 |
+0 |
Jul10 |
090728 |
109.60 |
109.60 |
109.60 |
109.60 |
-1.45 |
0 |
57 |
+0 |
Total Volume and Open Interest |
1,278 |
31,974 |
+170 |
Sugar #11(ICE) |
Oct09 |
090728 |
18.49 |
18.57 |
18.08 |
18.50 |
+0.05 |
30,394 |
320,106 |
+400 |
Mar10 |
090728 |
19.60 |
19.74 |
19.25 |
19.60 |
unch |
15,366 |
177,542 |
-1,909 |
May10 |
090728 |
19.12 |
19.14 |
18.76 |
19.10 |
+0.01 |
3,994 |
40,477 |
+786 |
Jul10 |
090728 |
18.42 |
18.48 |
18.14 |
18.46 |
+0.04 |
2,794 |
85,223 |
-43 |
Oct10 |
090728 |
18.20 |
18.20 |
17.95 |
18.18 |
+0.02 |
1,236 |
51,576 |
-39 |
Total Volume and Open Interest |
57,087 |
751,847 |
-371 |
Sugar #14(ICE) |
Sep09 |
090728 |
23.40 |
23.40 |
23.40 |
23.40 |
+0.12 |
2 |
1,739 |
+2 |
Total Volume and Open Interest |
2 |
1,739 |
+2 |
London Cocoa(LCE) |
Sep09 |
090728 |
1806 |
1853 |
1804 |
1824 |
+16 |
2,532 |
49,434 |
-178 |
Dec09 |
090728 |
1823 |
1872 |
1823 |
1845 |
+19 |
2,397 |
39,658 |
+331 |
Mar10 |
090728 |
1824 |
1871 |
1824 |
1843 |
+18 |
593 |
31,706 |
+150 |
May10 |
090728 |
1815 |
1860 |
1815 |
1832 |
+15 |
79 |
17,975 |
+54 |
Jul10 |
090728 |
1810 |
1848 |
1810 |
1825 |
+13 |
74 |
6,845 |
+30 |
Sep10 |
090728 |
1813 |
1848 |
1813 |
1825 |
+12 |
152 |
2,805 |
+61 |
Dec10 |
090728 |
1825 |
1825 |
1825 |
1825 |
+12 |
0 |
670 |
+0 |
Total Volume and Open Interest |
5,827 |
151,694 |
+448 |
London Coffee(LCE) |
London Sugar(LCE) |
Oct09 |
090728 |
484.90 |
487.40 |
479.00 |
485.00 |
+0.40 |
4,120 |
45,197 |
+680 |
Dec09 |
090728 |
497.30 |
499.00 |
491.70 |
496.00 |
-0.30 |
835 |
9,655 |
+39 |
Mar10 |
090728 |
505.00 |
505.50 |
499.00 |
503.70 |
-0.90 |
574 |
12,780 |
+370 |
May10 |
090728 |
501.10 |
501.10 |
496.00 |
501.00 |
-0.60 |
80 |
2,932 |
+15 |
Aug10 |
090728 |
498.00 |
498.10 |
495.70 |
496.50 |
-0.50 |
220 |
2,729 |
+176 |
Total Volume and Open Interest |
5,829 |
74,640 |
+1,280 |
Cotton(ICE) |
Oct09 |
090728 |
57.35 |
57.90 |
56.76 |
56.97 |
-0.34 |
252 |
2,215 |
+113 |
Dec09 |
090728 |
59.38 |
60.28 |
58.88 |
59.12 |
-0.41 |
9,166 |
103,969 |
-1,340 |
Mar10 |
090728 |
62.23 |
62.47 |
61.28 |
61.41 |
-0.52 |
809 |
15,901 |
+181 |
May10 |
090728 |
62.62 |
62.62 |
62.62 |
62.62 |
-0.53 |
224 |
953 |
+78 |
Jul10 |
090728 |
64.38 |
64.62 |
63.71 |
63.71 |
-0.58 |
96 |
2,681 |
+63 |
Oct10 |
090728 |
64.99 |
64.99 |
64.99 |
64.99 |
-0.57 |
0 |
10 |
+0 |
Total Volume and Open Interest |
10,568 |
127,993 |
-892 |
Lumber(CME) |
Sep09 |
090728 |
199.0 |
207.0 |
199.0 |
207.0 |
+10.0 |
353 |
5,578 |
+12 |
Nov09 |
090728 |
204.0 |
211.8 |
204.0 |
209.6 |
+7.5 |
125 |
1,513 |
-31 |
Jan10 |
090728 |
219.0 |
223.0 |
216.0 |
222.9 |
+4.5 |
14 |
822 |
-3 |
Mar10 |
090728 |
229.8 |
230.0 |
225.0 |
229.8 |
+2.8 |
2 |
37 |
+1 |
Total Volume and Open Interest |
495 |
7,962 |
-21 |
Crude Oil(NYM) |
Sep09 |
090728 |
68.26 |
68.86 |
66.48 |
67.23 |
-1.15 |
217,270 |
332,239 |
-8,544 |
Oct09 |
090728 |
69.76 |
70.50 |
68.22 |
68.98 |
-1.07 |
57,392 |
96,525 |
-2,238 |
Nov09 |
090728 |
71.15 |
71.91 |
69.65 |
70.46 |
-1.02 |
29,215 |
52,329 |
-126 |
Dec09 |
090728 |
72.08 |
72.86 |
70.62 |
71.46 |
-1.01 |
34,479 |
158,678 |
-5,245 |
Jan10 |
090728 |
73.37 |
73.37 |
71.50 |
72.24 |
-0.96 |
7,151 |
33,511 |
-321 |
Feb10 |
090728 |
73.80 |
73.80 |
72.23 |
72.98 |
-0.90 |
5,365 |
21,278 |
+269 |
Mar10 |
090728 |
73.27 |
73.62 |
73.08 |
73.62 |
-0.88 |
5,471 |
18,705 |
+252 |
Apr10 |
090728 |
74.19 |
74.19 |
74.19 |
74.19 |
-0.88 |
3,113 |
10,661 |
-1,327 |
May10 |
090728 |
74.71 |
74.71 |
74.71 |
74.71 |
-0.88 |
1,753 |
10,391 |
-754 |
Jun10 |
090728 |
76.39 |
76.44 |
74.54 |
75.23 |
-0.86 |
6,627 |
47,774 |
-1,081 |
Jul10 |
090728 |
75.75 |
76.02 |
74.78 |
75.65 |
-0.85 |
1,599 |
30,641 |
+127 |
Aug10 |
090728 |
75.92 |
75.92 |
75.92 |
75.92 |
-0.83 |
821 |
7,919 |
+59 |
Sep10 |
090728 |
76.21 |
76.21 |
76.21 |
76.21 |
-0.78 |
912 |
13,053 |
-197 |
Oct10 |
090728 |
76.53 |
76.53 |
76.53 |
76.53 |
-0.73 |
803 |
7,656 |
+31 |
Nov10 |
090728 |
76.91 |
76.91 |
76.91 |
76.91 |
-0.69 |
599 |
8,199 |
-20 |
Dec10 |
090728 |
77.55 |
78.25 |
76.43 |
77.29 |
-0.66 |
7,192 |
95,359 |
-2,565 |
Total Volume and Open Interest |
383,270 |
1,158,584 |
-21,386 |
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 |
090728 |
69.900 |
70.450 |
68.300 |
68.975 |
-1.075 |
379 |
493 |
-13 |
Nov09 |
090728 |
71.275 |
71.450 |
70.400 |
70.450 |
-1.025 |
193 |
178 |
+5 |
Dec09 |
090728 |
72.775 |
72.800 |
70.900 |
71.450 |
-1.025 |
129 |
218 |
-23 |
Jan10 |
090728 |
72.250 |
72.250 |
72.250 |
72.250 |
-0.950 |
54 |
115 |
+46 |
Feb10 |
090728 |
72.975 |
72.975 |
72.975 |
72.975 |
-0.900 |
14 |
13 |
+2 |
Mar10 |
090728 |
73.625 |
73.625 |
73.625 |
73.625 |
-0.875 |
0 |
1 |
+0 |
Apr10 |
090728 |
74.200 |
74.200 |
74.200 |
74.200 |
-0.875 |
|
|
|
Total Volume and Open Interest |
9,197 |
4,711 |
-235 |
Heating Oil(NYM) |
Aug09 |
090728 |
178.60 |
180.45 |
175.75 |
176.47 |
-3.19 |
13,366 |
23,869 |
-2,284 |
Sep09 |
090728 |
180.85 |
183.05 |
178.04 |
178.84 |
-3.28 |
26,281 |
62,809 |
+671 |
Oct09 |
090728 |
185.30 |
186.17 |
181.24 |
182.04 |
-3.17 |
6,269 |
34,098 |
-328 |
Nov09 |
090728 |
187.84 |
188.90 |
184.70 |
185.56 |
-3.03 |
2,498 |
22,380 |
+500 |
Dec09 |
090728 |
191.83 |
193.01 |
188.04 |
189.00 |
-2.91 |
4,481 |
37,839 |
-212 |
Jan10 |
090728 |
195.40 |
195.40 |
191.50 |
192.26 |
-2.84 |
2,027 |
20,500 |
+415 |
Feb10 |
090728 |
195.79 |
195.79 |
194.23 |
194.76 |
-2.84 |
1,436 |
13,534 |
+199 |
Mar10 |
090728 |
197.16 |
197.16 |
196.00 |
196.11 |
-2.84 |
720 |
9,245 |
+184 |
Apr10 |
090728 |
198.65 |
198.65 |
196.70 |
196.76 |
-2.79 |
642 |
6,766 |
+14 |
May10 |
090728 |
197.47 |
197.61 |
197.47 |
197.61 |
-2.79 |
580 |
8,906 |
+152 |
Jun10 |
090728 |
197.43 |
198.80 |
197.43 |
198.56 |
-2.79 |
216 |
18,066 |
+15 |
Jul10 |
090728 |
200.28 |
200.46 |
200.28 |
200.46 |
-2.84 |
37 |
2,890 |
+0 |
Total Volume and Open Interest |
59,663 |
301,009 |
-678 |
Gasoline(NYMEX) |
Aug09 |
090728 |
192.70 |
194.75 |
189.60 |
191.06 |
-2.41 |
18,850 |
23,343 |
-4,729 |
Sep09 |
090728 |
189.66 |
191.62 |
186.50 |
187.92 |
-2.63 |
36,095 |
84,218 |
+4,171 |
Oct09 |
090728 |
180.12 |
181.35 |
176.65 |
178.12 |
-2.43 |
8,637 |
29,338 |
-258 |
Nov09 |
090728 |
179.20 |
179.20 |
176.06 |
177.40 |
-2.22 |
3,582 |
15,111 |
-121 |
Dec09 |
090728 |
180.78 |
181.00 |
176.97 |
178.28 |
-2.13 |
4,247 |
19,425 |
+196 |
Jan10 |
090728 |
181.00 |
181.00 |
179.05 |
180.35 |
-2.14 |
1,191 |
9,499 |
+112 |
Feb10 |
090728 |
183.65 |
183.65 |
181.25 |
182.60 |
-2.14 |
474 |
3,191 |
+102 |
Mar10 |
090728 |
186.00 |
186.00 |
184.35 |
185.00 |
-2.14 |
369 |
4,346 |
-185 |
Apr10 |
090728 |
198.40 |
198.40 |
198.40 |
198.40 |
-2.19 |
77 |
4,091 |
+18 |
May10 |
090728 |
199.90 |
199.90 |
199.90 |
199.90 |
-2.19 |
12 |
2,415 |
+5 |
Total Volume and Open Interest |
73,534 |
204,405 |
-689 |
e-miNY RBOB Gasoline(NYM) |
Aug09 |
090728 |
1.93 |
1.93 |
1.91 |
1.91 |
-0.02 |
0 |
1 |
+0 |
Sep09 |
090728 |
187.92 |
187.92 |
187.92 |
187.92 |
-2.63 |
|
|
|
Oct09 |
090728 |
178.12 |
178.12 |
178.12 |
178.12 |
-2.43 |
|
|
|
Nov09 |
090728 |
177.40 |
177.40 |
177.40 |
177.40 |
-2.22 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Aug09 |
090728 |
3.636 |
3.665 |
3.454 |
3.535 |
-0.069 |
79,912 |
30,559 |
-17,130 |
Sep09 |
090728 |
3.802 |
3.835 |
3.608 |
3.687 |
-0.081 |
57,940 |
167,347 |
-2,948 |
Oct09 |
090728 |
4.030 |
4.055 |
3.849 |
3.924 |
-0.084 |
10,813 |
89,948 |
-1,169 |
Nov09 |
090728 |
4.716 |
4.744 |
4.546 |
4.618 |
-0.082 |
5,033 |
40,917 |
+320 |
Dec09 |
090728 |
5.420 |
5.425 |
5.225 |
5.295 |
-0.074 |
3,040 |
43,879 |
-140 |
Jan10 |
090728 |
5.665 |
5.665 |
5.510 |
5.575 |
-0.072 |
4,055 |
45,468 |
+530 |
Feb10 |
090728 |
5.642 |
5.645 |
5.537 |
5.605 |
-0.072 |
581 |
21,514 |
+192 |
Mar10 |
090728 |
5.600 |
5.611 |
5.488 |
5.552 |
-0.064 |
1,674 |
36,841 |
+73 |
Apr10 |
090728 |
5.527 |
5.527 |
5.425 |
5.487 |
-0.054 |
1,607 |
36,939 |
+424 |
May10 |
090728 |
5.567 |
5.576 |
5.480 |
5.540 |
-0.053 |
410 |
19,694 |
+241 |
Jun10 |
090728 |
5.681 |
5.681 |
5.578 |
5.633 |
-0.052 |
55 |
9,655 |
+17 |
Jul10 |
090728 |
5.784 |
5.793 |
5.704 |
5.755 |
-0.052 |
53 |
9,534 |
-1 |
Aug10 |
090728 |
5.877 |
5.886 |
5.790 |
5.845 |
-0.052 |
47 |
9,067 |
-6 |
Sep10 |
090728 |
5.949 |
5.949 |
5.852 |
5.907 |
-0.052 |
68 |
6,830 |
-16 |
Oct10 |
090728 |
6.051 |
6.055 |
5.965 |
6.017 |
-0.052 |
972 |
18,626 |
+550 |
Nov10 |
090728 |
6.400 |
6.400 |
6.293 |
6.362 |
-0.052 |
22 |
5,986 |
-8 |
Total Volume and Open Interest |
166,601 |
720,385 |
-19,015 |
Brent Crude Oil(ICE) |
Sep09 |
090728 |
70.57 |
71.36 |
69.07 |
69.88 |
-0.93 |
83,024 |
142,751 |
-1,307 |
Oct09 |
090728 |
70.97 |
71.81 |
69.50 |
70.32 |
-0.99 |
43,938 |
114,914 |
-2,499 |
Nov09 |
090728 |
71.86 |
72.46 |
70.22 |
71.07 |
-0.94 |
18,749 |
48,058 |
+2,386 |
Dec09 |
090728 |
72.79 |
73.15 |
70.96 |
71.79 |
-0.90 |
20,328 |
97,184 |
+2,057 |
Jan10 |
090728 |
73.64 |
73.78 |
71.66 |
72.47 |
-0.88 |
6,229 |
29,339 |
+1,261 |
Feb10 |
090728 |
74.34 |
74.34 |
72.32 |
73.12 |
-0.87 |
2,883 |
17,896 |
-225 |
Mar10 |
090728 |
74.93 |
74.95 |
72.93 |
73.77 |
-0.85 |
1,786 |
12,260 |
-195 |
Apr10 |
090728 |
75.52 |
75.52 |
73.54 |
74.38 |
-0.83 |
1,787 |
8,562 |
-470 |
May10 |
090728 |
75.95 |
76.00 |
74.11 |
74.94 |
-0.82 |
1,232 |
6,551 |
-305 |
Jun10 |
090728 |
76.58 |
76.60 |
74.64 |
75.44 |
-0.83 |
2,990 |
37,304 |
+770 |
Jul10 |
090728 |
75.83 |
75.83 |
75.83 |
75.83 |
-0.84 |
439 |
9,256 |
-44 |
Aug10 |
090728 |
76.16 |
76.16 |
76.16 |
76.16 |
-0.83 |
964 |
6,624 |
+41 |
Sep10 |
090728 |
76.47 |
76.47 |
76.47 |
76.47 |
-0.82 |
916 |
3,214 |
+320 |
Oct10 |
090728 |
76.79 |
76.79 |
76.79 |
76.79 |
-0.78 |
1,019 |
2,798 |
-2 |
Total Volume and Open Interest |
192,600 |
683,139 |
+3,203 |
Gas Oil(ICE) |
Aug09 |
090728 |
572.50 |
579.50 |
563.00 |
564.75 |
-10.25 |
30,485 |
56,158 |
-314 |
Sep09 |
090728 |
579.75 |
585.75 |
569.75 |
571.50 |
-9.75 |
40,285 |
86,653 |
+2,057 |
Oct09 |
090728 |
585.75 |
593.00 |
577.00 |
578.75 |
-9.50 |
17,918 |
48,000 |
+1,813 |
Nov09 |
090728 |
596.75 |
597.00 |
585.00 |
586.25 |
-9.50 |
8,207 |
35,318 |
+1,951 |
Dec09 |
090728 |
607.00 |
608.25 |
592.25 |
594.00 |
-10.00 |
11,929 |
63,997 |
+173 |
Jan10 |
090728 |
613.75 |
613.75 |
602.00 |
602.75 |
-10.25 |
4,176 |
39,820 |
+477 |
Feb10 |
090728 |
616.25 |
616.25 |
609.75 |
609.75 |
-10.75 |
1,585 |
18,099 |
+84 |
Mar10 |
090728 |
622.50 |
622.50 |
615.75 |
615.75 |
-10.75 |
1,357 |
19,692 |
+152 |
Apr10 |
090728 |
628.50 |
628.50 |
621.75 |
621.75 |
-11.00 |
842 |
11,778 |
+417 |
May10 |
090728 |
634.25 |
634.25 |
627.50 |
627.50 |
-11.00 |
533 |
9,339 |
-124 |
Total Volume and Open Interest |
123,323 |
514,648 |
+6,564 |
Ethanol(CBOT) |
Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
Aug09 |
090728 |
1.590 |
1.610 |
1.590 |
1.610 |
+0.015 |
9 |
234 |
-16 |
Sep09 |
090728 |
1.550 |
1.555 |
1.545 |
1.553 |
+0.003 |
14 |
490 |
-2 |
Oct09 |
090728 |
1.515 |
1.520 |
1.510 |
1.512 |
-0.005 |
10 |
371 |
+0 |
Nov09 |
090728 |
1.500 |
1.515 |
1.500 |
1.515 |
+0.005 |
20 |
237 |
-10 |
Dec09 |
090728 |
1.512 |
1.522 |
1.512 |
1.522 |
+0.004 |
35 |
365 |
-5 |
Jan10 |
090728 |
1.525 |
1.530 |
1.500 |
1.509 |
-0.001 |
35 |
467 |
+1 |
Feb10 |
090728 |
1.530 |
1.530 |
1.530 |
1.530 |
+0.020 |
10 |
436 |
-10 |
Total Volume and Open Interest |
136 |
3,820 |
-39 |
US Dollar Index(ICE) |
Sep09 |
090728 |
78.750 |
79.210 |
78.420 |
79.000 |
+0.245 |
2,682 |
25,420 |
+344 |
Dec09 |
090728 |
79.125 |
79.515 |
78.800 |
79.320 |
+0.250 |
18 |
2,127 |
+2 |
Mar10 |
090728 |
79.590 |
79.590 |
79.590 |
79.590 |
+0.250 |
|
|
|
Total Volume and Open Interest |
2,700 |
27,547 |
+346 |
Australian Dollar(CME) |
Sep09 |
090728 |
81.98 |
83.09 |
81.71 |
82.45 |
+0.46 |
51,299 |
102,093 |
+819 |
Dec09 |
090728 |
81.22 |
82.50 |
81.22 |
81.87 |
+0.44 |
78 |
411 |
+35 |
Mar10 |
090728 |
81.27 |
81.27 |
80.85 |
81.27 |
+0.42 |
0 |
15 |
+0 |
Total Volume and Open Interest |
51,377 |
102,520 |
+854 |
British Pound(CME) |
Sep09 |
090728 |
164.93 |
165.56 |
163.89 |
164.36 |
-0.61 |
81,089 |
90,102 |
-5,261 |
Dec09 |
090728 |
165.30 |
165.46 |
163.89 |
164.34 |
-0.60 |
16 |
499 |
+1 |
Mar10 |
090728 |
164.32 |
165.21 |
164.13 |
164.32 |
-0.59 |
0 |
8 |
+0 |
Total Volume and Open Interest |
81,105 |
90,631 |
-5,260 |
Canadian Dollar(CME) |
Sep09 |
090728 |
92.51 |
93.06 |
91.69 |
92.39 |
-0.19 |
57,882 |
92,403 |
+550 |
Dec09 |
090728 |
92.40 |
93.04 |
91.73 |
92.41 |
-0.19 |
79 |
2,333 |
+1 |
Mar10 |
090728 |
92.80 |
93.02 |
91.79 |
92.42 |
-0.19 |
1 |
655 |
-1 |
Jun10 |
090728 |
92.43 |
92.74 |
91.80 |
92.43 |
-0.19 |
0 |
129 |
-2 |
Total Volume and Open Interest |
57,962 |
95,688 |
+548 |
Japanese Yen(CME) |
Sep09 |
090728 |
105.11 |
106.40 |
105.00 |
105.82 |
+0.75 |
68,048 |
86,015 |
-6,913 |
Dec09 |
090728 |
105.16 |
106.48 |
105.16 |
105.92 |
+0.74 |
109 |
334 |
+13 |
Mar10 |
090728 |
106.10 |
106.41 |
105.35 |
106.10 |
+0.75 |
0 |
32 |
+0 |
Total Volume and Open Interest |
68,157 |
86,382 |
-6,900 |
Swiss Franc(CME) |
Sep09 |
090728 |
93.46 |
93.90 |
92.65 |
93.10 |
-0.43 |
26,213 |
37,928 |
-292 |
Dec09 |
090728 |
93.50 |
93.97 |
92.80 |
93.22 |
-0.43 |
1 |
103 |
+1 |
Mar10 |
090728 |
93.39 |
93.93 |
93.21 |
93.39 |
-0.43 |
0 |
5 |
+0 |
Total Volume and Open Interest |
26,214 |
38,036 |
-291 |
EuroFX(CME) |
Sep09 |
090728 |
142.42 |
143.06 |
141.31 |
141.77 |
-0.67 |
166,162 |
137,328 |
-4,112 |
Dec09 |
090728 |
142.71 |
143.02 |
141.31 |
141.76 |
-0.67 |
82 |
1,393 |
-8 |
Mar10 |
090728 |
141.77 |
142.82 |
141.57 |
141.77 |
-0.66 |
0 |
338 |
+0 |
Total Volume and Open Interest |
166,244 |
139,062 |
-4,120 |
Mexican Peso(CME) |
Aug09 |
090728 |
754.8 |
754.8 |
752.5 |
754.8 |
+2.2 |
|
|
|
Sep09 |
090728 |
749.5 |
754.0 |
746.5 |
750.2 |
+2.2 |
11,424 |
51,145 |
+3,387 |
Total Volume and Open Interest |
11,424 |
52,807 |
+3,387 |
30-Year T-Bonds(CBOT) |
Sep09 |
090728 |
115~125 |
116~235 |
115~065 |
115~305 |
+0~140 |
161,266 |
665,389 |
-4,732 |
Dec09 |
090728 |
114~140 |
115~105 |
114~015 |
114~225 |
+0~140 |
52 |
1,950 |
+18 |
Mar10 |
090728 |
113~235 |
113~235 |
113~095 |
113~235 |
+0~140 |
0 |
41 |
+0 |
Total Volume and Open Interest |
161,329 |
667,383 |
-4,714 |
10-Year T-Notes(CBOT) |
Sep09 |
090728 |
115~300 |
116~230 |
115~250 |
116~025 |
+0~010 |
544,993 |
1,044,824 |
-6,818 |
Dec09 |
090728 |
114~250 |
115~000 |
114~140 |
114~200 |
+0~010 |
462 |
6,469 |
+217 |
Mar10 |
090728 |
113~200 |
113~200 |
113~190 |
113~200 |
+0~010 |
|
|
|
Total Volume and Open Interest |
545,455 |
1,051,293 |
-6,601 |
5-Year T-Notes(CBOT) |
Sep09 |
090728 |
114~116 |
115~047 |
114~094 |
114~113 |
-0~012 |
289,151 |
742,066 |
-1,408 |
Dec09 |
090728 |
113~095 |
113~112 |
113~071 |
113~071 |
-0~018 |
225 |
2,642 |
+175 |
Mar10 |
090728 |
113~071 |
113~089 |
113~071 |
113~071 |
-0~018 |
|
|
|
Total Volume and Open Interest |
289,376 |
744,708 |
-1,233 |
2 Year T-Notes(CBOT) |
Sep09 |
090728 |
108~043 |
108~043 |
108~032 |
108~032 |
-0~011 |
200 |
645,924 |
+645,924 |
Dec09 |
090728 |
107~098 |
107~098 |
107~078 |
107~078 |
-0~013 |
50 |
1,329 |
+50 |
Mar10 |
090728 |
107~078 |
107~091 |
107~078 |
107~078 |
-0~013 |
|
|
|
Total Volume and Open Interest |
90,248 |
647,253 |
-7,566 |
Eurodollars(CME) |
Sep09 |
090728 |
99.485 |
99.500 |
99.475 |
99.485 |
-0.005 |
74,917 |
997,084 |
+5,171 |
Dec09 |
090728 |
99.275 |
99.290 |
99.240 |
99.260 |
-0.015 |
109,053 |
959,914 |
+7,307 |
Mar10 |
090728 |
99.005 |
99.045 |
98.960 |
98.985 |
-0.035 |
174,055 |
899,079 |
+2,051 |
Jun10 |
090728 |
98.635 |
98.675 |
98.560 |
98.590 |
-0.060 |
169,043 |
626,827 |
+300 |
Sep10 |
090728 |
98.250 |
98.300 |
98.155 |
98.190 |
-0.070 |
199,916 |
585,426 |
-8,989 |
Dec10 |
090728 |
97.850 |
97.920 |
97.755 |
97.795 |
-0.070 |
155,748 |
722,275 |
-7,198 |
Mar11 |
090728 |
97.490 |
97.575 |
97.400 |
97.450 |
-0.060 |
117,940 |
381,003 |
-4,475 |
Jun11 |
090728 |
97.125 |
97.220 |
97.045 |
97.105 |
-0.045 |
100,718 |
372,855 |
+227 |
Sep11 |
090728 |
96.790 |
96.905 |
96.725 |
96.785 |
-0.030 |
45,953 |
239,710 |
-2,561 |
Dec11 |
090728 |
96.460 |
96.590 |
96.415 |
96.475 |
-0.015 |
31,317 |
166,893 |
-1,003 |
Mar12 |
090728 |
96.260 |
96.360 |
96.195 |
96.250 |
unch |
27,815 |
123,306 |
+1,063 |
Jun12 |
090728 |
96.015 |
96.145 |
95.975 |
96.035 |
+0.010 |
24,607 |
118,563 |
-1,310 |
Sep12 |
090728 |
95.800 |
95.960 |
95.780 |
95.850 |
+0.020 |
9,868 |
64,455 |
+472 |
Dec12 |
090728 |
95.645 |
95.780 |
95.585 |
95.670 |
+0.030 |
6,885 |
59,315 |
-12 |
Mar13 |
090728 |
95.480 |
95.670 |
95.475 |
95.560 |
+0.040 |
7,963 |
60,573 |
-1,416 |
Jun13 |
090728 |
95.350 |
95.550 |
95.340 |
95.440 |
+0.050 |
7,425 |
29,533 |
-1,566 |
Sep13 |
090728 |
95.230 |
95.435 |
95.215 |
95.325 |
+0.055 |
4,002 |
39,171 |
-40 |
Dec13 |
090728 |
95.095 |
95.305 |
95.075 |
95.195 |
+0.060 |
2,330 |
28,586 |
+65 |
Total Volume and Open Interest |
1,281,534 |
6,643,934 |
-9,753 |
30 Day Federal Funds(CBOT) |
Jul09 |
090728 |
99.840 |
99.845 |
99.840 |
99.840 |
unch |
2,573 |
59,969 |
+423 |
Aug09 |
090728 |
99.815 |
99.820 |
99.815 |
99.815 |
unch |
3,107 |
47,338 |
+878 |
Sep09 |
090728 |
99.805 |
99.810 |
99.800 |
99.800 |
unch |
1,802 |
34,167 |
-69 |
Oct09 |
090728 |
99.795 |
99.800 |
99.790 |
99.790 |
unch |
2,222 |
28,599 |
-433 |
Nov09 |
090728 |
99.760 |
99.765 |
99.755 |
99.760 |
unch |
1,612 |
53,817 |
-1,288 |
Dec09 |
090728 |
99.735 |
99.740 |
99.725 |
99.730 |
-0.005 |
2,217 |
38,564 |
+48 |
Total Volume and Open Interest |
21,519 |
381,464 |
+34 |
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 |
090728 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Dec09 |
090728 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
Mar10 |
090728 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Jun10 |
090728 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Sep10 |
090728 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
Dec10 |
090728 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
Mar11 |
090728 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
|
|
|
Jun11 |
090728 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
Sep11 |
090728 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
Dec11 |
090728 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep09 |
090728 |
99.49 |
99.49 |
99.48 |
99.48 |
unch |
100 |
11,903 |
-97 |
Dec09 |
090728 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
3,657 |
+0 |
Mar10 |
090728 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
100 |
2,581 |
-10 |
Jun10 |
090728 |
99.49 |
99.50 |
99.49 |
99.50 |
unch |
0 |
1,388 |
+0 |
Sep10 |
090728 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
421 |
+0 |
Dec10 |
090728 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
420 |
+0 |
Mar11 |
090728 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
412 |
+0 |
Jun11 |
090728 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
52 |
+0 |
Total Volume and Open Interest |
200 |
22,367 |
+10 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090728 |
138.32 |
138.39 |
138.26 |
138.32 |
+0.17 |
2,719 |
13,549 |
+1,022 |
Dec09 |
090728 |
137.93 |
137.93 |
137.93 |
137.93 |
+0.03 |
0 |
1 |
+0 |
Mar10 |
090728 |
137.70 |
137.70 |
137.70 |
137.70 |
+0.03 |
|
|
|
Total Volume and Open Interest |
2,790 |
13,364 |
+193 |
Euro-Bund(EUREX) |
Sep09 |
090728 |
120.12 |
120.97 |
119.98 |
120.77 |
+0.47 |
584,369 |
904,680 |
+47,791 |
Dec09 |
090728 |
119.06 |
119.48 |
119.06 |
119.40 |
+0.46 |
141 |
3,799 |
+2,334 |
Mar10 |
090728 |
119.00 |
119.00 |
119.00 |
119.00 |
+0.47 |
0 |
1 |
+0 |
Total Volume and Open Interest |
584,510 |
908,480 |
+50,125 |
Euro-Bobl(EUREX) |
Sep09 |
090717 |
115.98 |
116.10 |
115.60 |
115.74 |
-0.60 |
217,689 |
743,810 |
+56,194 |
Dec09 |
090728 |
113.73 |
114.11 |
113.73 |
114.11 |
+0.26 |
1 |
133 |
+1 |
Mar10 |
090728 |
114.10 |
114.10 |
114.10 |
114.10 |
+0.27 |
|
|
|
Total Volume and Open Interest |
335,053 |
668,929 |
-23,142 |
3-Mth Euribor(EUREX) |
Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
Dec09 |
090728 |
98.965 |
99.005 |
98.965 |
99.005 |
+0.035 |
17 |
5,581 |
+7 |
Mar10 |
090728 |
98.835 |
98.835 |
98.835 |
98.835 |
+0.050 |
104 |
2,955 |
+26 |
Total Volume and Open Interest |
317 |
34,052 |
+77 |
Long Gilt(LIFFE) |
Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
Dec09 |
090728 |
114~15 |
114~15 |
114~15 |
114~15 |
+0~10 |
|
|
|
Total Volume and Open Interest |
66,702 |
221,800 |
+2,248 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090728 |
99.12 |
99.17 |
99.11 |
99.14 |
+0.01 |
32,758 |
250,656 |
+354 |
Dec09 |
090728 |
98.86 |
98.92 |
98.85 |
98.90 |
+0.02 |
58,248 |
263,845 |
+5,820 |
Mar10 |
090728 |
98.47 |
98.57 |
98.46 |
98.54 |
+0.04 |
55,241 |
337,760 |
+5,892 |
Jun10 |
090728 |
97.94 |
98.04 |
97.91 |
98.01 |
+0.05 |
65,226 |
288,237 |
+6,813 |
Sep10 |
090728 |
97.38 |
97.48 |
97.34 |
97.46 |
+0.05 |
80,277 |
246,636 |
-8,774 |
Dec10 |
090728 |
96.83 |
96.94 |
96.79 |
96.92 |
+0.06 |
89,630 |
231,513 |
-6,921 |
Total Volume and Open Interest |
455,226 |
2,088,317 |
+9,417 |
3-Mth Euribor(LIFFE) |
Sep09 |
090728 |
99.120 |
99.140 |
99.120 |
99.135 |
+0.015 |
46,441 |
653,004 |
-9,770 |
Dec09 |
090728 |
98.960 |
99.015 |
98.955 |
99.000 |
+0.035 |
54,868 |
510,074 |
+6,132 |
Mar10 |
090728 |
98.780 |
98.840 |
98.760 |
98.830 |
+0.050 |
72,529 |
434,738 |
+2,033 |
Total Volume and Open Interest |
496,532 |
3,118,583 |
-3,984 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090728 |
96.76 |
96.79 |
96.69 |
96.71 |
-0.06 |
10,632 |
300,433 |
-609 |
Dec09 |
090728 |
96.57 |
96.60 |
96.45 |
96.46 |
-0.12 |
13,682 |
259,882 |
+1,429 |
Mar10 |
090728 |
96.12 |
96.18 |
95.99 |
96.01 |
-0.13 |
4,823 |
141,241 |
+140 |
Jun10 |
090728 |
95.63 |
95.69 |
95.49 |
95.51 |
-0.13 |
4,535 |
87,862 |
+74 |
Sep10 |
090728 |
95.19 |
95.23 |
95.03 |
95.06 |
-0.14 |
1,028 |
56,700 |
+371 |
Dec10 |
090728 |
94.80 |
94.84 |
94.64 |
94.67 |
-0.14 |
1,087 |
31,980 |
+201 |
Mar11 |
090728 |
94.45 |
94.48 |
94.30 |
94.32 |
-0.14 |
380 |
17,668 |
+159 |
Jun11 |
090728 |
94.09 |
94.16 |
94.00 |
94.00 |
-0.13 |
189 |
13,232 |
+45 |
Sep11 |
090728 |
93.87 |
93.87 |
93.71 |
93.71 |
-0.14 |
0 |
3,483 |
+0 |
Dec11 |
090728 |
93.44 |
93.44 |
93.44 |
93.44 |
-0.14 |
10 |
623 |
+0 |
Total Volume and Open Interest |
36,366 |
914,044 |
+1,810 |
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 |
090728 |
94.32 |
94.32 |
94.32 |
94.32 |
-0.03 |
|
|
|
Total Volume and Open Interest |
15,602 |
340,729 |
-4,736 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090728 |
95.07 |
95.12 |
94.95 |
94.99 |
-0.09 |
56,982 |
583,315 |
-349 |
Dec09 |
090728 |
94.99 |
94.99 |
94.99 |
94.99 |
-0.09 |
|
|
|
Total Volume and Open Interest |
56,982 |
583,315 |
-349 |
Gold(CMX) |
Aug09 |
090728 |
953.6 |
956.8 |
933.8 |
939.1 |
-14.4 |
70,915 |
121,856 |
-16,075 |
Oct09 |
090728 |
954.7 |
958.0 |
935.2 |
940.3 |
-14.5 |
2,157 |
20,430 |
+1,254 |
Dec09 |
090728 |
956.1 |
959.4 |
936.5 |
941.7 |
-14.6 |
29,383 |
157,997 |
+18,998 |
Feb10 |
090728 |
957.9 |
959.7 |
941.8 |
942.9 |
-14.7 |
1,094 |
18,372 |
+550 |
Apr10 |
090728 |
961.7 |
961.7 |
939.5 |
944.2 |
-14.7 |
124 |
18,362 |
+8 |
Jun10 |
090728 |
958.1 |
958.1 |
944.9 |
945.6 |
-14.8 |
112 |
9,938 |
+60 |
Aug10 |
090728 |
961.9 |
961.9 |
947.3 |
947.3 |
-14.9 |
0 |
5,545 |
+0 |
Oct10 |
090728 |
949.4 |
949.4 |
949.4 |
949.4 |
-14.9 |
0 |
3,550 |
+0 |
Dec10 |
090728 |
954.5 |
956.5 |
949.9 |
951.7 |
-15.0 |
1,128 |
11,906 |
-248 |
Feb11 |
090728 |
954.4 |
954.4 |
954.4 |
954.4 |
-15.1 |
0 |
1,012 |
+0 |
Apr11 |
090728 |
957.3 |
957.3 |
957.3 |
957.3 |
-15.2 |
0 |
62 |
+0 |
Jun11 |
090728 |
305.2 |
305.2 |
305.2 |
305.2 |
-15.3 |
25 |
8,021 |
-25 |
Total Volume and Open Interest |
105,467 |
395,762 |
+4,618 |
Silver(CMX) |
Jul09 |
090728 |
1399.0 |
1399.0 |
1364.5 |
1373.5 |
-25.0 |
23 |
100 |
+0 |
Sep09 |
090728 |
1402.0 |
1409.5 |
1358.0 |
1374.0 |
-25.0 |
13,073 |
53,822 |
-354 |
Dec09 |
090728 |
1407.0 |
1412.5 |
1364.0 |
1377.9 |
-25.1 |
685 |
21,449 |
+205 |
Mar10 |
090728 |
1410.5 |
1410.5 |
1367.0 |
1380.9 |
-25.2 |
134 |
5,916 |
+28 |
May10 |
090728 |
1382.8 |
1382.8 |
1382.8 |
1382.8 |
-25.3 |
58 |
2,267 |
+53 |
Jul10 |
090728 |
1410.5 |
1410.5 |
1384.5 |
1384.5 |
-25.5 |
115 |
3,097 |
+21 |
Sep10 |
090728 |
1386.4 |
1386.4 |
1386.4 |
1386.4 |
-25.6 |
15 |
366 |
+15 |
Total Volume and Open Interest |
14,246 |
96,292 |
-17 |
Platinum(NYMEX) |
Jul09 |
090728 |
1217.2 |
1218.1 |
1192.0 |
1192.0 |
-25.9 |
20 |
58 |
-9 |
Oct09 |
090728 |
1224.1 |
1226.5 |
1192.0 |
1196.6 |
-25.9 |
1,450 |
21,158 |
+40 |
Jan10 |
090728 |
1218.0 |
1224.3 |
1200.4 |
1202.5 |
-25.9 |
4 |
647 |
+0 |
Total Volume and Open Interest |
1,474 |
21,863 |
+31 |
Palladium(NYMEX) |
Sep09 |
090728 |
262.95 |
265.00 |
257.50 |
260.00 |
-3.95 |
1,201 |
16,753 |
+182 |
Dec09 |
090728 |
265.00 |
265.35 |
260.00 |
261.00 |
-3.95 |
128 |
1,092 |
+125 |
Mar10 |
090728 |
262.50 |
262.50 |
262.50 |
262.50 |
-3.95 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,329 |
17,848 |
+307 |
Copper(CMX) |
Jul09 |
090728 |
255.35 |
255.90 |
250.75 |
251.50 |
-2.50 |
302 |
1,019 |
-203 |
Sep09 |
090728 |
254.50 |
257.15 |
249.75 |
252.05 |
-2.45 |
12,807 |
80,398 |
+11 |
Dec09 |
090728 |
255.45 |
257.80 |
251.20 |
253.10 |
-2.15 |
3,010 |
21,823 |
+944 |
Mar10 |
090728 |
255.90 |
257.35 |
252.25 |
253.45 |
-1.70 |
373 |
3,411 |
+88 |
May10 |
090728 |
253.45 |
253.45 |
253.45 |
253.45 |
-1.50 |
103 |
888 |
-2 |
Total Volume and Open Interest |
17,011 |
121,650 |
+885 |
Aluminum(CMX) |
Jul09 |
090728 |
84.00 |
84.00 |
84.00 |
84.00 |
+0.25 |
|
|
|
Aug09 |
090728 |
84.50 |
84.50 |
84.50 |
84.50 |
+0.25 |
|
|
|
Sep09 |
090728 |
85.00 |
85.00 |
85.00 |
85.00 |
+0.25 |
|
|
|
Oct09 |
090728 |
6.36 |
6.36 |
6.36 |
6.36 |
+0.25 |
|
|
|
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 |
090728 |
9060 |
9082 |
8965 |
9050 |
-20 |
1,324 |
10,429 |
-64 |
Dec09 |
090728 |
8992 |
9012 |
8992 |
8992 |
-20 |
501 |
658 |
+0 |
Mar10 |
090728 |
8934 |
8955 |
8934 |
8934 |
-21 |
0 |
2 |
+0 |
Jun10 |
090728 |
8895 |
8920 |
8895 |
8895 |
-25 |
|
|
|
Total Volume and Open Interest |
1,825 |
11,089 |
-64 |
S & P 500(CME) |
Sep09 |
090728 |
978.80 |
981.30 |
966.30 |
975.90 |
-4.00 |
20,866 |
373,078 |
-6,840 |
Dec09 |
090728 |
971.40 |
972.50 |
964.00 |
971.40 |
-4.10 |
52 |
8,766 |
-1 |
Mar10 |
090728 |
967.40 |
968.50 |
961.50 |
967.40 |
-4.10 |
0 |
3,609 |
+0 |
Jun10 |
090728 |
964.40 |
965.50 |
958.50 |
964.40 |
-4.10 |
0 |
104 |
+0 |
Total Volume and Open Interest |
20,918 |
385,562 |
-6,841 |
S & P 500 E-Mini(Globex) |
Sep09 |
090728 |
978.50 |
981.50 |
966.00 |
976.00 |
-4.00 |
1,682,233 |
2,447,685 |
+2,447,685 |
Dec09 |
090728 |
975.25 |
978.25 |
962.00 |
971.50 |
-4.00 |
1,371 |
23,537 |
-13 |
Total Volume and Open Interest |
1,683,606 |
2,471,274 |
+18,381 |
NASDAQ 100(CME) |
Sep09 |
090728 |
1600.30 |
1608.00 |
1581.00 |
1601.50 |
+2.00 |
1,923 |
18,042 |
+256 |
Dec09 |
090728 |
1597.50 |
1597.50 |
1597.50 |
1599.50 |
+2.00 |
0 |
13 |
+0 |
Mar10 |
090728 |
1598.50 |
1598.50 |
1598.50 |
1598.50 |
+2.00 |
|
|
|
Total Volume and Open Interest |
1,923 |
18,055 |
+256 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090728 |
1598.30 |
1608.00 |
1581.50 |
1601.50 |
+2.00 |
267,261 |
293,144 |
-2,723 |
Dec09 |
090728 |
1595.00 |
1605.50 |
1580.30 |
1599.50 |
+2.00 |
75 |
906 |
+12 |
Total Volume and Open Interest |
267,336 |
294,064 |
-2,711 |
S & P Midcap 400(CME) |
Sep09 |
090728 |
620.00 |
625.00 |
615.00 |
621.10 |
-2.80 |
20 |
2,382 |
-45 |
Dec09 |
090728 |
619.10 |
619.90 |
619.10 |
619.10 |
-2.80 |
|
|
|
Mar10 |
090728 |
617.10 |
617.90 |
617.10 |
617.10 |
-2.80 |
|
|
|
Total Volume and Open Interest |
20 |
2,382 |
-45 |
Russell 2000(CME) |
Sep09 |
090728 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
584 |
7,368 |
+512 |
Dec09 |
090728 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,142 |
-39 |
Mar10 |
090728 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,896 |
+1 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090728 |
10110 |
10125 |
10040 |
10100 |
+15 |
99,200 |
175,741 |
+1,756 |
Dec09 |
090728 |
10075 |
10075 |
10075 |
10075 |
+25 |
1 |
1,219 |
+1 |
Total Volume and Open Interest |
99,212 |
181,849 |
+2,265 |
Nikkei 225(SGX) |
Sep09 |
090728 |
10110 |
10125 |
10040 |
10100 |
+15 |
99,200 |
175,741 |
+1,756 |
Dec09 |
090728 |
10075 |
10075 |
10075 |
10075 |
+25 |
1 |
1,219 |
+1 |
Mar10 |
090728 |
10080 |
10080 |
10080 |
10080 |
+15 |
0 |
75 |
+0 |
Total Volume and Open Interest |
99,212 |
181,849 |
+2,265 |
CAC 40(EURONEXT) |
Aug09 |
090728 |
3394.0 |
3401.0 |
3320.5 |
3329.5 |
-42.0 |
112,554 |
343,409 |
+6,257 |
Sep09 |
090728 |
3371.5 |
3396.5 |
3322.0 |
3325.5 |
-42.0 |
943 |
47,668 |
-153 |
Oct09 |
090728 |
3323.5 |
3323.5 |
3323.5 |
3323.5 |
-42.0 |
|
|
|
Total Volume and Open Interest |
113,497 |
394,054 |
+6,104 |
Hang Seng Index(HKFE) |
Jul09 |
090728 |
20210 |
20684 |
20072 |
20548 |
+398 |
84,362 |
70,541 |
-8,283 |
Aug09 |
090728 |
20225 |
20653 |
20040 |
20519 |
+406 |
5,861 |
28,359 |
+13,164 |
Sep09 |
090728 |
20050 |
20550 |
19978 |
20409 |
+389 |
459 |
2,883 |
+12 |
Total Volume and Open Interest |
90,807 |
102,536 |
+4,897 |
DAX(EUREX) |
Sep09 |
090728 |
5285.5 |
5306.0 |
5165.5 |
5178.0 |
-64.5 |
122,890 |
154,096 |
+516 |
Dec09 |
090728 |
5272.0 |
5305.0 |
5169.5 |
5180.5 |
-65.0 |
166 |
10,782 |
+1,200 |
Mar10 |
090728 |
5290.5 |
5312.0 |
5177.0 |
5187.5 |
-66.0 |
189 |
1,048 |
+187 |
Total Volume and Open Interest |
123,245 |
165,926 |
+1,903 |
FT-SE 100(EURONEXT) |
Sep09 |
090728 |
4566.00 |
4585.00 |
4484.00 |
4494.00 |
-49.50 |
96,698 |
607,099 |
-5,309 |
Dec09 |
090728 |
4542.00 |
4547.00 |
4464.00 |
4464.00 |
-50.00 |
127 |
4,149 |
+97 |
Mar10 |
090728 |
4496.50 |
4496.50 |
4427.00 |
4430.50 |
-51.50 |
117 |
709 |
-81 |
Total Volume and Open Interest |
96,942 |
612,462 |
-5,293 |
SPI 200(SFE) |
Sep09 |
090728 |
4114.0 |
4145.0 |
4095.0 |
4140.0 |
+27.0 |
21,932 |
228,511 |
+1,883 |
Dec09 |
090728 |
4124.0 |
4150.0 |
4105.0 |
4150.0 |
+28.0 |
5 |
3,559 |
-6 |
Mar10 |
090728 |
4126.0 |
4126.0 |
4126.0 |
4126.0 |
+28.0 |
0 |
4,373 |
+0 |
Total Volume and Open Interest |
22,117 |
237,457 |
+1,877 |
GSCI(CME) |
Aug09 |
090728 |
445.00 |
448.25 |
442.00 |
445.30 |
-5.70 |
360 |
15,252 |
+104 |
Sep09 |
090728 |
453.00 |
457.05 |
449.00 |
452.00 |
-5.00 |
2 |
9 |
+0 |
Oct09 |
090728 |
461.00 |
465.55 |
458.00 |
460.50 |
-5.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
364 |
15,261 |
+104 |
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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