|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu July 30, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090730 |
1057.25 |
1134.25 |
1057.25 |
1128.25 |
+70.75 |
21,474 |
23,199 |
-3,575 |
| Sep09 |
090730 |
964.00 |
1034.00 |
964.00 |
1029.00 |
+65.00 |
10,967 |
25,174 |
+1,416 |
| Nov09 |
090730 |
916.50 |
984.50 |
913.75 |
971.00 |
+55.00 |
85,601 |
236,968 |
+460 |
| Jan10 |
090730 |
929.25 |
989.00 |
927.00 |
974.50 |
+54.75 |
16,253 |
36,958 |
-1,088 |
| Mar10 |
090730 |
920.00 |
986.00 |
920.00 |
974.75 |
+53.75 |
3,634 |
18,982 |
+92 |
| May10 |
090730 |
922.00 |
980.00 |
920.25 |
969.50 |
+49.00 |
2,419 |
12,797 |
+478 |
| Jul10 |
090730 |
928.25 |
985.00 |
928.25 |
973.00 |
+48.00 |
3,492 |
16,354 |
+756 |
| Total Volume and Open Interest |
146,328 |
390,230 |
-1,776 |
| Soybean Meal(CBOT) |
| Aug09 |
090730 |
338.50 |
358.00 |
338.40 |
355.80 |
+17.30 |
12,445 |
14,813 |
-2,149 |
| Sep09 |
090730 |
306.40 |
325.70 |
306.40 |
325.30 |
+18.80 |
11,781 |
34,247 |
+1,612 |
| Oct09 |
090730 |
288.60 |
304.60 |
288.60 |
302.80 |
+15.80 |
3,992 |
21,338 |
+278 |
| Dec09 |
090730 |
281.70 |
300.60 |
281.00 |
296.80 |
+14.80 |
22,824 |
71,480 |
+2,174 |
| Jan10 |
090730 |
278.50 |
295.90 |
278.50 |
292.30 |
+13.60 |
902 |
7,277 |
-80 |
| Mar10 |
090730 |
284.20 |
292.90 |
280.50 |
289.30 |
+11.80 |
807 |
6,695 |
+204 |
| May10 |
090730 |
276.30 |
288.40 |
276.30 |
285.30 |
+9.50 |
800 |
9,130 |
+175 |
| Jul10 |
090730 |
284.40 |
289.70 |
283.00 |
286.30 |
+9.20 |
459 |
4,324 |
+176 |
| Total Volume and Open Interest |
54,156 |
173,028 |
+2,449 |
| Soybean Oil(CBOT) |
| Aug09 |
090730 |
33.07 |
35.24 |
33.07 |
34.93 |
+1.86 |
13,493 |
19,073 |
-1,126 |
| Sep09 |
090730 |
33.35 |
35.47 |
33.32 |
35.13 |
+1.87 |
8,129 |
43,305 |
+1,081 |
| Oct09 |
090730 |
33.79 |
35.52 |
33.79 |
35.30 |
+1.88 |
2,919 |
20,163 |
+418 |
| Dec09 |
090730 |
33.80 |
35.99 |
33.77 |
35.68 |
+1.90 |
27,327 |
115,145 |
+1,086 |
| Jan10 |
090730 |
34.67 |
36.27 |
34.14 |
36.04 |
+1.90 |
539 |
13,971 |
-64 |
| Mar10 |
090730 |
35.85 |
36.50 |
35.76 |
36.31 |
+1.90 |
502 |
8,293 |
+139 |
| May10 |
090730 |
35.15 |
36.71 |
35.05 |
36.48 |
+1.89 |
851 |
7,397 |
+206 |
| Jul10 |
090730 |
35.83 |
36.91 |
34.73 |
36.62 |
+1.89 |
516 |
5,420 |
+98 |
| Total Volume and Open Interest |
54,294 |
241,246 |
+1,845 |
| Canola(WCE) |
| Nov09 |
090730 |
397.1 |
417.0 |
388.4 |
413.2 |
+17.0 |
8,588 |
85,361 |
+567 |
| Jan10 |
090730 |
397.3 |
417.9 |
392.6 |
417.4 |
+17.0 |
667 |
12,090 |
+357 |
| Mar10 |
090730 |
416.6 |
421.4 |
416.4 |
421.4 |
+15.8 |
11 |
1,685 |
+9 |
| May10 |
090730 |
413.1 |
421.2 |
413.1 |
421.2 |
+13.6 |
145 |
577 |
+62 |
| Jul10 |
090730 |
411.0 |
419.1 |
411.0 |
419.1 |
+7.1 |
85 |
622 |
+76 |
| Total Volume and Open Interest |
9,496 |
100,401 |
+1,071 |
| Corn(CBOT) |
| Sep09 |
090730 |
321.00 |
336.25 |
320.75 |
332.25 |
+11.50 |
88,869 |
243,403 |
-7,563 |
| Dec09 |
090730 |
328.50 |
345.00 |
328.25 |
342.25 |
+14.25 |
122,192 |
419,678 |
+1,117 |
| Mar10 |
090730 |
340.50 |
358.00 |
340.50 |
355.00 |
+14.50 |
16,585 |
76,097 |
-2,364 |
| May10 |
090730 |
355.25 |
365.25 |
355.25 |
364.50 |
+14.25 |
2,513 |
17,876 |
-451 |
| Jul10 |
090730 |
358.50 |
375.00 |
358.50 |
373.25 |
+14.50 |
4,037 |
52,235 |
-45 |
| Sep10 |
090730 |
378.00 |
382.25 |
353.25 |
381.00 |
+14.50 |
347 |
7,256 |
+39 |
| Total Volume and Open Interest |
236,407 |
878,709 |
-9,242 |
| Wheat(CBOT) |
| Sep09 |
090730 |
512.00 |
527.25 |
511.75 |
516.25 |
+4.75 |
29,740 |
136,960 |
-3,021 |
| Dec09 |
090730 |
540.25 |
554.50 |
539.00 |
543.75 |
+4.75 |
16,461 |
118,777 |
+2,677 |
| Mar10 |
090730 |
558.00 |
570.75 |
558.00 |
562.00 |
+4.75 |
2,307 |
18,163 |
-375 |
| May10 |
090730 |
575.00 |
582.25 |
574.50 |
574.75 |
+5.00 |
85 |
2,480 |
-15 |
| Jul10 |
090730 |
580.75 |
595.00 |
580.25 |
585.25 |
+5.00 |
966 |
39,297 |
+2 |
| Total Volume and Open Interest |
49,789 |
322,622 |
-713 |
| Wheat(KCBT) |
| Sep09 |
090730 |
546.75 |
561.00 |
546.75 |
549.50 |
+3.00 |
9,736 |
38,180 |
-720 |
| Dec09 |
090730 |
563.75 |
577.75 |
563.75 |
566.50 |
+3.25 |
5,042 |
38,997 |
+519 |
| Mar10 |
090730 |
582.50 |
593.50 |
582.00 |
582.50 |
+3.25 |
623 |
7,372 |
+114 |
| May10 |
090730 |
598.50 |
603.50 |
593.00 |
593.00 |
+3.25 |
26 |
1,188 |
-6 |
| Jul10 |
090730 |
600.50 |
613.25 |
600.50 |
602.75 |
+3.25 |
419 |
10,481 |
-29 |
| Total Volume and Open Interest |
16,089 |
97,960 |
-7 |
| Wheat(MGE) |
| Sep09 |
090730 |
597.75 |
608.75 |
597.75 |
599.50 |
+1.25 |
1,006 |
9,704 |
+2 |
| Dec09 |
090730 |
611.25 |
622.50 |
611.25 |
613.25 |
+2.00 |
1,066 |
13,843 |
+169 |
| Mar10 |
090730 |
628.50 |
636.25 |
627.00 |
627.50 |
+1.25 |
220 |
4,526 |
+63 |
| May10 |
090730 |
643.00 |
645.00 |
636.25 |
636.50 |
+1.50 |
33 |
1,596 |
-1 |
| Jul10 |
090730 |
648.50 |
654.50 |
644.75 |
645.00 |
+1.50 |
101 |
5,498 |
+41 |
| Total Volume and Open Interest |
2,531 |
36,521 |
+261 |
| Oats(CBOT) |
| Sep09 |
090730 |
191.25 |
198.75 |
191.25 |
194.00 |
+2.75 |
136 |
3,645 |
+25 |
| Dec09 |
090730 |
204.00 |
211.25 |
203.75 |
208.00 |
+4.00 |
628 |
9,271 |
+233 |
| Mar10 |
090730 |
215.50 |
221.00 |
215.50 |
220.25 |
+4.25 |
32 |
1,466 |
+1 |
| May10 |
090730 |
228.25 |
228.25 |
224.00 |
228.25 |
+4.25 |
0 |
89 |
+0 |
| Total Volume and Open Interest |
796 |
14,474 |
+259 |
| Rough Rice(CBOT) |
| Sep09 |
090730 |
13.77 |
13.94 |
13.70 |
13.74 |
-0.03 |
612 |
5,834 |
+29 |
| Nov09 |
090730 |
13.95 |
14.14 |
13.95 |
13.98 |
0.00 |
326 |
2,580 |
+37 |
| Jan10 |
090730 |
14.19 |
14.22 |
14.14 |
14.14 |
-0.01 |
56 |
354 |
+43 |
| Mar10 |
090730 |
14.32 |
14.40 |
14.28 |
14.31 |
+0.03 |
6 |
375 |
+0 |
| Total Volume and Open Interest |
1,000 |
9,302 |
+109 |
| Live Cattle(CME) |
| Aug09 |
090730 |
84.100 |
84.750 |
84.100 |
84.580 |
+0.630 |
8,318 |
35,589 |
-1,046 |
| Oct09 |
090730 |
89.250 |
90.000 |
89.230 |
89.850 |
+0.600 |
13,731 |
103,545 |
+964 |
| Dec09 |
090730 |
89.000 |
89.400 |
88.650 |
89.230 |
+0.380 |
11,334 |
56,829 |
+2,592 |
| Feb10 |
090730 |
88.600 |
89.550 |
88.600 |
89.050 |
+0.450 |
3,228 |
19,408 |
+764 |
| Apr10 |
090730 |
90.000 |
90.650 |
90.000 |
90.535 |
+0.585 |
928 |
9,119 |
+252 |
| Jun10 |
090730 |
87.150 |
87.600 |
87.000 |
87.480 |
+0.530 |
322 |
4,063 |
+144 |
| Total Volume and Open Interest |
37,874 |
229,376 |
+3,677 |
| Feeder Cattle(CME) |
| Aug09 |
090730 |
102.250 |
102.450 |
101.430 |
102.135 |
+0.100 |
1,062 |
8,108 |
-267 |
| Sep09 |
090730 |
102.385 |
102.600 |
101.850 |
102.285 |
+0.235 |
706 |
8,164 |
+6 |
| Oct09 |
090730 |
102.400 |
102.730 |
101.850 |
102.285 |
+0.055 |
692 |
7,507 |
+134 |
| Nov09 |
090730 |
102.250 |
102.635 |
101.800 |
102.400 |
+0.365 |
337 |
2,151 |
+60 |
| Jan10 |
090730 |
101.500 |
101.800 |
101.350 |
101.650 |
+0.250 |
52 |
807 |
+20 |
| Mar10 |
090730 |
101.500 |
101.500 |
101.300 |
101.350 |
+0.150 |
7 |
382 |
+3 |
| Apr10 |
090730 |
101.600 |
101.750 |
101.600 |
101.700 |
+0.700 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
2,859 |
27,163 |
-42 |
| Lean Hogs(CME) |
| Aug09 |
090730 |
56.150 |
56.485 |
54.350 |
54.630 |
-2.120 |
8,879 |
12,541 |
-1,856 |
| Oct09 |
090730 |
52.850 |
53.285 |
52.000 |
52.600 |
-0.500 |
11,913 |
54,677 |
-1,110 |
| Dec09 |
090730 |
52.500 |
53.550 |
52.250 |
52.985 |
+0.200 |
4,768 |
34,486 |
+392 |
| Feb10 |
090730 |
57.950 |
58.900 |
57.650 |
58.330 |
+0.130 |
2,849 |
13,775 |
-129 |
| Apr10 |
090730 |
62.000 |
62.900 |
61.900 |
62.450 |
+0.415 |
510 |
5,707 |
+76 |
| May10 |
090730 |
67.500 |
67.680 |
66.750 |
67.000 |
-0.500 |
14 |
462 |
+0 |
| Jun10 |
090730 |
70.300 |
71.100 |
70.300 |
70.885 |
+0.160 |
225 |
3,023 |
+23 |
| Jul10 |
090730 |
70.000 |
70.150 |
69.500 |
70.150 |
+0.250 |
10 |
313 |
+3 |
| Total Volume and Open Interest |
29,170 |
125,522 |
-2,602 |
| Pork Bellies(CME) |
| Aug09 |
090730 |
61.500 |
62.300 |
60.200 |
61.000 |
-0.550 |
83 |
311 |
-15 |
| Feb10 |
090730 |
81.725 |
81.750 |
81.000 |
81.385 |
-1.150 |
66 |
216 |
+26 |
| Mar10 |
090730 |
81.950 |
81.950 |
80.900 |
80.900 |
-1.150 |
1 |
46 |
+1 |
| May10 |
090730 |
83.700 |
84.250 |
83.700 |
83.700 |
-1.050 |
0 |
1 |
+0 |
| Jul10 |
090730 |
85.500 |
85.500 |
85.500 |
85.500 |
-0.400 |
|
|
|
| Total Volume and Open Interest |
150 |
574 |
+12 |
| Class III Milk(CME) |
| Jul09 |
090730 |
9.96 |
9.96 |
9.94 |
9.94 |
unch |
19 |
4,633 |
-17 |
| Aug09 |
090730 |
10.80 |
10.90 |
10.70 |
10.78 |
-0.02 |
96 |
4,172 |
-6 |
| Sep09 |
090730 |
12.10 |
12.27 |
11.78 |
11.85 |
-0.26 |
152 |
4,218 |
-10 |
| Oct09 |
090730 |
12.79 |
12.90 |
12.30 |
12.37 |
-0.42 |
159 |
3,921 |
-12 |
| Nov09 |
090730 |
13.67 |
13.72 |
13.15 |
13.25 |
-0.47 |
116 |
3,558 |
-41 |
| Total Volume and Open Interest |
743 |
29,108 |
-47 |
| Cocoa(ICE) |
| Sep09 |
090730 |
2798 |
2930 |
2798 |
2898 |
+95 |
5,036 |
45,449 |
-827 |
| Dec09 |
090730 |
2832 |
2960 |
2830 |
2932 |
+99 |
2,045 |
34,009 |
+641 |
| Mar10 |
090730 |
2855 |
2956 |
2846 |
2946 |
+101 |
1,043 |
20,310 |
+289 |
| May10 |
090730 |
2860 |
2952 |
2860 |
2952 |
+107 |
177 |
4,895 |
+75 |
| Jul10 |
090730 |
2962 |
2962 |
2962 |
2962 |
+110 |
20 |
3,601 |
+1 |
| Sep10 |
090730 |
2968 |
2968 |
2968 |
2968 |
+113 |
111 |
2,687 |
+75 |
| Dec10 |
090730 |
2984 |
2984 |
2984 |
2984 |
+115 |
455 |
1,761 |
+445 |
| Total Volume and Open Interest |
8,887 |
116,269 |
+699 |
| Coffee "C"(ICE) |
| Sep09 |
090730 |
123.40 |
125.90 |
123.10 |
124.95 |
+2.10 |
11,286 |
55,905 |
-638 |
| Dec09 |
090730 |
125.95 |
128.90 |
125.95 |
128.10 |
+2.15 |
2,200 |
27,966 |
+557 |
| Mar10 |
090730 |
128.50 |
131.75 |
128.50 |
130.95 |
+2.10 |
612 |
13,324 |
+116 |
| May10 |
090730 |
132.00 |
133.05 |
132.00 |
132.90 |
+2.05 |
124 |
3,809 |
-46 |
| Jul10 |
090730 |
135.35 |
135.35 |
134.50 |
134.80 |
+2.10 |
88 |
1,770 |
+56 |
| Sep10 |
090730 |
137.30 |
137.30 |
136.70 |
136.70 |
+2.15 |
2 |
1,485 |
+44 |
| Total Volume and Open Interest |
14,314 |
105,603 |
+89 |
| Orange Juice(ICE) |
| Sep09 |
090730 |
91.25 |
93.85 |
91.25 |
92.90 |
+1.30 |
1,067 |
17,436 |
-483 |
| Nov09 |
090730 |
94.80 |
97.20 |
94.80 |
96.35 |
+1.55 |
562 |
10,493 |
+460 |
| Jan10 |
090730 |
99.05 |
99.75 |
99.05 |
99.30 |
+1.55 |
6 |
1,102 |
+0 |
| Mar10 |
090730 |
102.50 |
102.50 |
102.50 |
102.50 |
+1.50 |
7 |
2,318 |
+1 |
| May10 |
090730 |
105.35 |
105.35 |
105.35 |
105.35 |
+1.60 |
4 |
155 |
+4 |
| Jul10 |
090730 |
108.25 |
108.25 |
108.25 |
108.25 |
+1.75 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
1,646 |
31,745 |
-18 |
| Sugar #11(ICE) |
| Oct09 |
090730 |
18.50 |
18.91 |
18.49 |
18.75 |
+0.19 |
53,280 |
320,023 |
+741 |
| Mar10 |
090730 |
19.52 |
20.00 |
19.52 |
19.88 |
+0.27 |
23,386 |
185,829 |
+6,749 |
| May10 |
090730 |
19.06 |
19.36 |
19.06 |
19.27 |
+0.17 |
4,876 |
41,226 |
+232 |
| Jul10 |
090730 |
18.38 |
18.65 |
18.38 |
18.58 |
+0.13 |
4,686 |
85,617 |
+79 |
| Oct10 |
090730 |
18.20 |
18.35 |
18.15 |
18.27 |
+0.10 |
2,129 |
61,770 |
+10,180 |
| Total Volume and Open Interest |
91,534 |
772,299 |
+18,680 |
| Sugar #14(ICE) |
| Sep09 |
090730 |
23.30 |
23.30 |
23.19 |
23.25 |
unch |
1 |
1,740 |
+1 |
| Total Volume and Open Interest |
1 |
1,740 |
+1 |
| London Cocoa(LCE) |
| Sep09 |
090730 |
1776 |
1840 |
1775 |
1831 |
+53 |
3,364 |
49,246 |
-326 |
| Dec09 |
090730 |
1795 |
1861 |
1795 |
1855 |
+56 |
2,700 |
40,183 |
+77 |
| Mar10 |
090730 |
1799 |
1864 |
1799 |
1857 |
+56 |
1,436 |
31,679 |
-155 |
| May10 |
090730 |
1797 |
1855 |
1797 |
1848 |
+54 |
1,164 |
18,367 |
+357 |
| Jul10 |
090730 |
1789 |
1846 |
1789 |
1840 |
+51 |
106 |
6,952 |
+71 |
| Sep10 |
090730 |
1795 |
1845 |
1795 |
1840 |
+51 |
312 |
3,124 |
+284 |
| Dec10 |
090730 |
1840 |
1840 |
1840 |
1840 |
+51 |
0 |
676 |
+0 |
| Total Volume and Open Interest |
9,082 |
152,828 |
+308 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090730 |
488.50 |
494.50 |
488.30 |
493.80 |
+7.80 |
3,047 |
44,883 |
+101 |
| Dec09 |
090730 |
498.00 |
505.00 |
498.00 |
504.30 |
+7.80 |
725 |
9,722 |
+37 |
| Mar10 |
090730 |
504.40 |
512.70 |
504.40 |
511.50 |
+8.00 |
484 |
12,898 |
+125 |
| May10 |
090730 |
503.00 |
508.00 |
503.00 |
507.80 |
+7.30 |
43 |
2,927 |
-12 |
| Aug10 |
090730 |
497.80 |
501.80 |
497.30 |
500.50 |
+6.50 |
200 |
3,131 |
+162 |
| Total Volume and Open Interest |
4,648 |
75,065 |
+540 |
| Cotton(ICE) |
| Oct09 |
090730 |
56.95 |
58.68 |
56.85 |
58.08 |
+1.02 |
125 |
2,097 |
-33 |
| Dec09 |
090730 |
59.20 |
60.79 |
58.81 |
60.11 |
+0.99 |
4,878 |
100,680 |
-292 |
| Mar10 |
090730 |
61.50 |
62.73 |
61.42 |
62.25 |
+0.97 |
509 |
15,826 |
-93 |
| May10 |
090730 |
63.35 |
63.92 |
63.35 |
63.53 |
+1.06 |
31 |
1,055 |
+16 |
| Jul10 |
090730 |
64.48 |
65.07 |
64.48 |
64.78 |
+1.11 |
36 |
2,698 |
+11 |
| Oct10 |
090730 |
66.00 |
66.00 |
66.00 |
66.00 |
+1.08 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
5,606 |
124,662 |
-390 |
| Lumber(CME) |
| Sep09 |
090730 |
203.8 |
204.8 |
194.7 |
197.1 |
-5.9 |
967 |
5,733 |
+117 |
| Nov09 |
090730 |
206.0 |
206.8 |
200.7 |
206.0 |
-1.3 |
447 |
1,841 |
+197 |
| Jan10 |
090730 |
218.4 |
219.9 |
214.5 |
218.7 |
-2.7 |
127 |
966 |
+55 |
| Mar10 |
090730 |
225.0 |
227.4 |
221.0 |
227.4 |
-0.4 |
19 |
60 |
+17 |
| Total Volume and Open Interest |
1,560 |
8,612 |
+386 |
| Crude Oil(NYM) |
| Sep09 |
090730 |
62.86 |
67.29 |
62.76 |
66.94 |
+3.59 |
253,558 |
331,575 |
-2,583 |
| Oct09 |
090730 |
64.97 |
69.12 |
64.82 |
68.92 |
+3.69 |
59,010 |
100,045 |
+1,883 |
| Nov09 |
090730 |
66.77 |
70.66 |
66.65 |
70.48 |
+3.58 |
20,416 |
55,755 |
+1,246 |
| Dec09 |
090730 |
68.00 |
71.76 |
67.80 |
71.58 |
+3.48 |
37,547 |
161,896 |
+595 |
| Jan10 |
090730 |
69.33 |
72.58 |
69.33 |
72.50 |
+3.44 |
9,194 |
35,848 |
+1,736 |
| Feb10 |
090730 |
70.50 |
73.36 |
70.50 |
73.36 |
+3.44 |
3,608 |
22,427 |
+311 |
| Mar10 |
090730 |
71.60 |
74.13 |
71.52 |
74.13 |
+3.44 |
2,723 |
19,647 |
+75 |
| Apr10 |
090730 |
72.60 |
74.81 |
72.60 |
74.81 |
+3.44 |
1,191 |
11,194 |
-225 |
| May10 |
090730 |
74.82 |
75.44 |
74.69 |
75.44 |
+3.43 |
1,091 |
10,502 |
+13 |
| Jun10 |
090730 |
72.82 |
76.03 |
72.75 |
76.03 |
+3.41 |
4,029 |
48,098 |
+102 |
| Jul10 |
090730 |
74.19 |
76.47 |
74.01 |
76.46 |
+3.37 |
853 |
30,905 |
+59 |
| Aug10 |
090730 |
75.91 |
76.70 |
75.91 |
76.70 |
+3.30 |
588 |
8,206 |
+57 |
| Sep10 |
090730 |
76.92 |
76.92 |
76.92 |
76.92 |
+3.20 |
574 |
13,742 |
+182 |
| Oct10 |
090730 |
77.16 |
77.16 |
77.16 |
77.16 |
+3.10 |
377 |
7,621 |
-25 |
| Nov10 |
090730 |
76.90 |
77.48 |
76.90 |
77.48 |
+3.03 |
403 |
8,210 |
-24 |
| Dec10 |
090730 |
74.84 |
77.90 |
74.84 |
77.80 |
+2.96 |
10,583 |
95,187 |
+152 |
| Total Volume and Open Interest |
411,377 |
1,173,580 |
+3,139 |
| 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 |
090730 |
62.900 |
67.300 |
62.775 |
66.950 |
+3.600 |
9,157 |
3,938 |
+2,336 |
| Oct09 |
090730 |
64.900 |
69.075 |
64.775 |
68.925 |
+3.700 |
196 |
531 |
-5 |
| Nov09 |
090730 |
66.675 |
70.550 |
66.675 |
70.475 |
+3.575 |
36 |
228 |
+24 |
| Dec09 |
090730 |
68.300 |
71.575 |
68.300 |
71.575 |
+3.475 |
42 |
260 |
+19 |
| Jan10 |
090730 |
72.500 |
72.500 |
72.500 |
72.500 |
+3.450 |
7 |
115 |
+6 |
| Feb10 |
090730 |
73.350 |
73.350 |
73.350 |
73.350 |
+3.425 |
0 |
83 |
+0 |
| Mar10 |
090730 |
74.125 |
74.125 |
74.125 |
74.125 |
+3.425 |
0 |
1 |
+0 |
| Apr10 |
090730 |
74.800 |
74.800 |
74.800 |
74.800 |
+3.425 |
|
|
|
| Total Volume and Open Interest |
9,438 |
5,237 |
+272 |
| Heating Oil(NYM) |
| Aug09 |
090730 |
166.01 |
177.30 |
166.01 |
176.87 |
+9.74 |
20,544 |
15,327 |
-6,352 |
| Sep09 |
090730 |
168.55 |
179.44 |
168.30 |
178.99 |
+9.41 |
30,186 |
66,659 |
+2,036 |
| Oct09 |
090730 |
173.00 |
184.50 |
172.99 |
182.11 |
+9.23 |
6,486 |
33,246 |
-497 |
| Nov09 |
090730 |
180.25 |
186.03 |
179.21 |
185.76 |
+9.11 |
3,152 |
23,798 |
+429 |
| Dec09 |
090730 |
180.93 |
189.58 |
180.93 |
189.43 |
+9.04 |
4,561 |
38,460 |
+46 |
| Jan10 |
090730 |
183.70 |
192.98 |
183.70 |
192.87 |
+8.99 |
2,059 |
20,576 |
+105 |
| Feb10 |
090730 |
191.67 |
195.75 |
190.85 |
195.52 |
+8.99 |
1,390 |
13,826 |
+188 |
| Mar10 |
090730 |
191.64 |
197.07 |
191.64 |
197.07 |
+8.99 |
2,083 |
9,866 |
+458 |
| Apr10 |
090730 |
193.05 |
197.95 |
193.05 |
197.92 |
+8.99 |
1,279 |
7,086 |
+388 |
| May10 |
090730 |
197.77 |
198.97 |
197.77 |
198.97 |
+8.99 |
877 |
8,804 |
+94 |
| Jun10 |
090730 |
191.18 |
200.22 |
191.18 |
200.22 |
+9.04 |
1,084 |
18,845 |
+153 |
| Jul10 |
090730 |
201.15 |
202.17 |
201.15 |
202.17 |
+8.99 |
673 |
3,160 |
+244 |
| Total Volume and Open Interest |
75,708 |
299,796 |
-2,479 |
| Gasoline(NYMEX) |
| Aug09 |
090730 |
184.68 |
200.00 |
184.50 |
199.11 |
+13.61 |
17,321 |
15,275 |
-3,546 |
| Sep09 |
090730 |
181.00 |
196.21 |
180.55 |
195.14 |
+13.13 |
26,517 |
90,756 |
+2,425 |
| Oct09 |
090730 |
172.56 |
185.00 |
172.56 |
184.38 |
+12.30 |
5,971 |
30,393 |
+1,184 |
| Nov09 |
090730 |
175.54 |
183.12 |
174.50 |
182.74 |
+11.48 |
2,585 |
15,432 |
+314 |
| Dec09 |
090730 |
172.66 |
183.45 |
172.66 |
183.02 |
+10.96 |
4,530 |
19,640 |
+625 |
| Jan10 |
090730 |
176.80 |
185.25 |
176.80 |
184.90 |
+10.70 |
872 |
9,800 |
+74 |
| Feb10 |
090730 |
179.70 |
187.01 |
179.20 |
187.01 |
+10.51 |
362 |
3,244 |
-65 |
| Mar10 |
090730 |
187.40 |
189.41 |
185.90 |
189.41 |
+10.41 |
438 |
4,520 |
+138 |
| Apr10 |
090730 |
199.53 |
202.71 |
199.30 |
202.71 |
+10.31 |
210 |
4,116 |
+39 |
| May10 |
090730 |
203.25 |
204.11 |
203.25 |
204.11 |
+10.21 |
28 |
2,451 |
+0 |
| Total Volume and Open Interest |
58,948 |
204,976 |
+1,144 |
| e-miNY RBOB Gasoline(NYM) |
| Aug09 |
090729 |
1.91 |
1.91 |
1.89 |
1.86 |
-0.05 |
0 |
1 |
+0 |
| Sep09 |
090730 |
195.14 |
195.14 |
195.14 |
195.14 |
+13.13 |
|
|
|
| Oct09 |
090730 |
184.38 |
184.38 |
184.38 |
184.38 |
+12.30 |
|
|
|
| Nov09 |
090730 |
182.74 |
182.74 |
182.74 |
182.74 |
+11.48 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Sep09 |
090730 |
3.518 |
3.769 |
3.499 |
3.743 |
+0.195 |
72,828 |
175,347 |
+4,710 |
| Oct09 |
090730 |
3.755 |
4.009 |
3.746 |
3.988 |
+0.200 |
14,402 |
90,615 |
+638 |
| Nov09 |
090730 |
4.489 |
4.711 |
4.461 |
4.703 |
+0.209 |
5,365 |
41,570 |
+441 |
| Dec09 |
090730 |
5.159 |
5.402 |
5.152 |
5.393 |
+0.217 |
3,098 |
44,413 |
+420 |
| Jan10 |
090730 |
5.465 |
5.688 |
5.445 |
5.677 |
+0.216 |
4,994 |
44,521 |
-780 |
| Feb10 |
090730 |
5.545 |
5.710 |
5.492 |
5.708 |
+0.214 |
1,653 |
21,340 |
-139 |
| Mar10 |
090730 |
5.467 |
5.662 |
5.437 |
5.653 |
+0.209 |
2,461 |
37,595 |
+588 |
| Apr10 |
090730 |
5.400 |
5.591 |
5.376 |
5.588 |
+0.204 |
1,648 |
37,277 |
+152 |
| May10 |
090730 |
5.452 |
5.649 |
5.450 |
5.645 |
+0.204 |
381 |
19,227 |
+181 |
| Jun10 |
090730 |
5.510 |
5.742 |
5.510 |
5.742 |
+0.203 |
79 |
9,669 |
-10 |
| Jul10 |
090730 |
5.670 |
5.866 |
5.670 |
5.864 |
+0.202 |
40 |
9,534 |
-9 |
| Aug10 |
090730 |
5.762 |
5.964 |
5.762 |
5.956 |
+0.202 |
73 |
9,104 |
+43 |
| Sep10 |
090730 |
5.845 |
6.027 |
5.840 |
6.018 |
+0.201 |
67 |
6,853 |
+21 |
| Oct10 |
090730 |
5.931 |
6.134 |
5.931 |
6.128 |
+0.199 |
390 |
18,685 |
-4 |
| Nov10 |
090730 |
6.320 |
6.483 |
6.320 |
6.483 |
+0.204 |
142 |
5,979 |
-2 |
| Dec10 |
090730 |
6.685 |
6.848 |
6.685 |
6.848 |
+0.204 |
153 |
12,767 |
-12 |
| Total Volume and Open Interest |
180,051 |
710,992 |
-5,221 |
| Brent Crude Oil(ICE) |
| Sep09 |
090730 |
66.37 |
70.37 |
66.36 |
70.11 |
+3.58 |
111,585 |
134,746 |
-5,386 |
| Oct09 |
090730 |
66.88 |
70.70 |
66.80 |
70.48 |
+3.53 |
64,876 |
125,118 |
+5,497 |
| Nov09 |
090730 |
67.64 |
71.44 |
67.58 |
71.21 |
+3.48 |
28,324 |
52,153 |
+1,648 |
| Dec09 |
090730 |
68.74 |
72.19 |
68.34 |
71.94 |
+3.43 |
29,762 |
100,603 |
+2,045 |
| Jan10 |
090730 |
69.54 |
72.79 |
69.35 |
72.65 |
+3.39 |
8,372 |
31,475 |
+331 |
| Feb10 |
090730 |
70.26 |
73.38 |
70.02 |
73.34 |
+3.35 |
4,254 |
16,729 |
-920 |
| Mar10 |
090730 |
70.98 |
74.02 |
70.69 |
74.02 |
+3.31 |
2,464 |
12,809 |
+185 |
| Apr10 |
090730 |
71.88 |
74.65 |
71.35 |
74.65 |
+3.27 |
1,126 |
7,860 |
+57 |
| May10 |
090730 |
72.50 |
75.28 |
71.99 |
75.24 |
+3.22 |
976 |
6,420 |
+19 |
| Jun10 |
090730 |
72.90 |
75.89 |
72.60 |
75.78 |
+3.17 |
2,140 |
37,804 |
+320 |
| Jul10 |
090730 |
76.19 |
76.19 |
76.19 |
76.19 |
+3.13 |
660 |
9,437 |
+90 |
| Aug10 |
090730 |
76.50 |
76.50 |
76.50 |
76.50 |
+3.08 |
561 |
6,618 |
-52 |
| Sep10 |
090730 |
76.77 |
76.77 |
76.77 |
76.77 |
+3.00 |
400 |
3,084 |
-23 |
| Oct10 |
090730 |
77.04 |
77.04 |
77.04 |
77.04 |
+2.92 |
198 |
2,828 |
+23 |
| Total Volume and Open Interest |
267,589 |
696,396 |
+5,812 |
| Gas Oil(ICE) |
| Aug09 |
090730 |
538.75 |
569.00 |
538.50 |
564.75 |
+21.75 |
23,650 |
50,714 |
-2,552 |
| Sep09 |
090730 |
545.75 |
575.75 |
543.75 |
571.50 |
+22.00 |
33,399 |
89,187 |
+1,714 |
| Oct09 |
090730 |
555.75 |
583.25 |
554.75 |
579.00 |
+22.00 |
13,129 |
48,610 |
+533 |
| Nov09 |
090730 |
565.50 |
590.25 |
562.75 |
587.00 |
+22.25 |
4,328 |
35,640 |
+143 |
| Dec09 |
090730 |
574.50 |
599.75 |
571.00 |
595.50 |
+22.50 |
9,165 |
65,241 |
+612 |
| Jan10 |
090730 |
580.50 |
607.50 |
580.00 |
604.75 |
+22.50 |
2,323 |
41,067 |
+933 |
| Feb10 |
090730 |
591.00 |
612.50 |
587.75 |
612.25 |
+22.50 |
1,248 |
18,176 |
-147 |
| Mar10 |
090730 |
595.00 |
620.25 |
594.25 |
618.50 |
+22.50 |
1,356 |
21,008 |
+800 |
| Apr10 |
090730 |
606.50 |
625.75 |
606.50 |
624.50 |
+22.25 |
601 |
11,512 |
-492 |
| May10 |
090730 |
614.75 |
631.50 |
614.75 |
630.25 |
+22.00 |
391 |
9,411 |
-167 |
| Total Volume and Open Interest |
99,111 |
514,522 |
-26 |
| Ethanol(CBOT) |
| Jul09 |
090706 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.025 |
47 |
145 |
-23 |
| Aug09 |
090730 |
1.625 |
1.625 |
1.590 |
1.604 |
+0.011 |
31 |
146 |
-79 |
| Sep09 |
090730 |
1.575 |
1.577 |
1.520 |
1.571 |
+0.025 |
33 |
499 |
+0 |
| Oct09 |
090730 |
1.480 |
1.540 |
1.480 |
1.530 |
+0.028 |
22 |
380 |
+7 |
| Nov09 |
090730 |
1.535 |
1.540 |
1.535 |
1.540 |
+0.044 |
8 |
244 |
+0 |
| Dec09 |
090730 |
1.540 |
1.545 |
1.540 |
1.544 |
+0.042 |
4 |
367 |
+0 |
| Jan10 |
090730 |
1.545 |
1.545 |
1.540 |
1.543 |
+0.050 |
37 |
501 |
+9 |
| Feb10 |
090730 |
1.555 |
1.555 |
1.555 |
1.555 |
+0.040 |
15 |
426 |
-8 |
| Total Volume and Open Interest |
168 |
3,787 |
-75 |
| US Dollar Index(ICE) |
| Sep09 |
090730 |
79.725 |
79.770 |
79.305 |
79.405 |
-0.380 |
5,962 |
23,652 |
-1,528 |
| Dec09 |
090730 |
79.900 |
79.900 |
79.650 |
79.725 |
-0.380 |
50 |
2,151 |
+9 |
| Mar10 |
090730 |
80.000 |
80.000 |
80.000 |
80.000 |
-0.380 |
|
|
|
| Total Volume and Open Interest |
6,012 |
25,803 |
-1,519 |
| Australian Dollar(CME) |
| Sep09 |
090730 |
81.49 |
82.64 |
80.99 |
82.46 |
+1.47 |
84,741 |
102,918 |
+1,604 |
| Dec09 |
090730 |
80.90 |
82.02 |
80.41 |
81.88 |
+1.47 |
64 |
404 |
-12 |
| Mar10 |
090730 |
81.28 |
81.28 |
79.81 |
81.28 |
+1.47 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
84,805 |
103,338 |
+1,592 |
| British Pound(CME) |
| Sep09 |
090730 |
163.70 |
165.27 |
163.39 |
164.89 |
+1.33 |
104,619 |
90,767 |
+129 |
| Dec09 |
090730 |
163.92 |
165.20 |
163.47 |
164.87 |
+1.33 |
61 |
507 |
+7 |
| Mar10 |
090730 |
164.86 |
164.92 |
163.52 |
164.86 |
+1.34 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
104,680 |
91,304 |
+136 |
| Canadian Dollar(CME) |
| Sep09 |
090730 |
91.68 |
92.58 |
91.62 |
92.36 |
+0.74 |
67,270 |
88,750 |
-2,105 |
| Dec09 |
090730 |
91.84 |
92.61 |
91.71 |
92.38 |
+0.74 |
216 |
2,333 |
-48 |
| Mar10 |
090730 |
92.00 |
92.58 |
91.65 |
92.39 |
+0.74 |
63 |
672 |
+11 |
| Jun10 |
090730 |
92.50 |
92.55 |
91.66 |
92.41 |
+0.75 |
0 |
129 |
+0 |
| Total Volume and Open Interest |
67,549 |
92,052 |
-2,142 |
| Japanese Yen(CME) |
| Sep09 |
090730 |
105.26 |
105.49 |
104.32 |
104.62 |
-0.68 |
105,772 |
90,230 |
+5,649 |
| Dec09 |
090730 |
105.04 |
105.56 |
104.44 |
104.72 |
-0.68 |
202 |
375 |
-7 |
| Mar10 |
090730 |
104.90 |
105.58 |
104.90 |
104.90 |
-0.68 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
105,974 |
90,631 |
+5,642 |
| Swiss Franc(CME) |
| Sep09 |
090730 |
91.99 |
92.27 |
91.47 |
91.94 |
+0.12 |
46,856 |
37,204 |
-962 |
| Dec09 |
090730 |
91.92 |
92.37 |
91.63 |
92.05 |
+0.11 |
2 |
104 |
+1 |
| Mar10 |
090730 |
92.22 |
92.32 |
92.04 |
92.22 |
+0.11 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
46,858 |
37,313 |
-961 |
| EuroFX(CME) |
| Sep09 |
090730 |
140.38 |
140.96 |
140.08 |
140.77 |
+0.69 |
257,173 |
133,594 |
-3,660 |
| Dec09 |
090730 |
140.54 |
140.93 |
140.14 |
140.77 |
+0.70 |
81 |
1,288 |
-20 |
| Mar10 |
090730 |
140.80 |
140.80 |
140.09 |
140.80 |
+0.71 |
0 |
338 |
+0 |
| Total Volume and Open Interest |
257,254 |
135,224 |
-3,680 |
| Mexican Peso(CME) |
| Aug09 |
090730 |
755.5 |
755.5 |
752.2 |
755.5 |
+3.2 |
|
|
|
| Sep09 |
090730 |
748.5 |
754.2 |
747.8 |
751.0 |
+3.2 |
15,161 |
55,004 |
+2,217 |
| Total Volume and Open Interest |
15,161 |
56,665 |
+2,217 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090730 |
116~095 |
117~140 |
115~255 |
117~015 |
+0~185 |
228,506 |
677,640 |
+842 |
| Dec09 |
090730 |
115~000 |
116~010 |
114~165 |
115~250 |
+0~185 |
56 |
1,999 |
+15 |
| Mar10 |
090730 |
114~260 |
114~260 |
114~075 |
114~260 |
+0~185 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
228,562 |
679,682 |
+857 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090730 |
115~310 |
116~145 |
115~170 |
116~060 |
+0~060 |
730,450 |
1,083,904 |
-16,247 |
| Dec09 |
090730 |
114~180 |
114~290 |
114~070 |
114~250 |
+0~070 |
597 |
6,712 |
+184 |
| Mar10 |
090730 |
113~250 |
113~250 |
113~180 |
113~250 |
+0~070 |
|
|
|
| Total Volume and Open Interest |
731,047 |
1,090,616 |
-16,063 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090730 |
114~089 |
114~119 |
114~049 |
114~090 |
+0~002 |
378,788 |
752,765 |
+4,582 |
| Dec09 |
090730 |
113~045 |
113~045 |
113~043 |
113~045 |
+0~002 |
505 |
3,142 |
+500 |
| Mar10 |
090730 |
113~045 |
113~045 |
113~043 |
113~045 |
+0~002 |
|
|
|
| Total Volume and Open Interest |
379,293 |
755,907 |
+5,082 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090729 |
108~035 |
108~035 |
108~035 |
108~020 |
-0~012 |
1,558 |
655,041 |
+9,117 |
| Dec09 |
090730 |
107~057 |
107~067 |
107~057 |
107~057 |
-0~010 |
249 |
1,454 |
+125 |
| Mar10 |
090730 |
107~057 |
107~067 |
107~057 |
107~057 |
-0~010 |
|
|
|
| Total Volume and Open Interest |
154,731 |
663,768 |
+7,398 |
| Eurodollars(CME) |
| Sep09 |
090730 |
99.490 |
99.510 |
99.490 |
99.495 |
+0.005 |
112,916 |
1,001,922 |
-7,824 |
| Dec09 |
090730 |
99.250 |
99.275 |
99.240 |
99.250 |
unch |
187,499 |
957,965 |
-9,412 |
| Mar10 |
090730 |
98.955 |
98.970 |
98.925 |
98.940 |
-0.015 |
287,258 |
904,347 |
-335 |
| Jun10 |
090730 |
98.540 |
98.555 |
98.490 |
98.510 |
-0.035 |
273,250 |
638,323 |
+591 |
| Sep10 |
090730 |
98.135 |
98.140 |
98.060 |
98.080 |
-0.050 |
344,026 |
591,632 |
-7,320 |
| Dec10 |
090730 |
97.725 |
97.740 |
97.645 |
97.665 |
-0.065 |
290,641 |
716,648 |
-2,672 |
| Mar11 |
090730 |
97.385 |
97.395 |
97.295 |
97.320 |
-0.065 |
195,175 |
373,620 |
-7,798 |
| Jun11 |
090730 |
97.045 |
97.065 |
96.950 |
96.995 |
-0.050 |
139,568 |
365,517 |
+1,712 |
| Sep11 |
090730 |
96.735 |
96.770 |
96.645 |
96.705 |
-0.035 |
66,315 |
239,749 |
-521 |
| Dec11 |
090730 |
96.435 |
96.485 |
96.350 |
96.420 |
-0.020 |
50,575 |
166,756 |
-435 |
| Mar12 |
090730 |
96.220 |
96.285 |
96.130 |
96.215 |
-0.010 |
37,375 |
121,478 |
-2,616 |
| Jun12 |
090730 |
95.995 |
96.090 |
95.930 |
96.025 |
+0.005 |
35,544 |
120,533 |
-981 |
| Sep12 |
090730 |
95.815 |
95.925 |
95.760 |
95.860 |
+0.010 |
16,010 |
64,910 |
-145 |
| Dec12 |
090730 |
95.645 |
95.760 |
95.590 |
95.695 |
+0.015 |
12,978 |
59,126 |
-437 |
| Mar13 |
090730 |
95.530 |
95.655 |
95.490 |
95.595 |
+0.020 |
8,189 |
59,928 |
+261 |
| Jun13 |
090730 |
95.410 |
95.540 |
95.370 |
95.485 |
+0.025 |
6,803 |
29,961 |
+247 |
| Sep13 |
090730 |
95.300 |
95.440 |
95.265 |
95.380 |
+0.030 |
4,345 |
38,974 |
-290 |
| Dec13 |
090730 |
95.180 |
95.310 |
95.140 |
95.255 |
+0.030 |
4,483 |
28,324 |
-226 |
| Total Volume and Open Interest |
2,087,035 |
6,650,615 |
-36,839 |
| 30 Day Federal Funds(CBOT) |
| Jul09 |
090730 |
99.842 |
99.845 |
99.840 |
99.842 |
unch |
1,635 |
58,853 |
-348 |
| Aug09 |
090730 |
99.810 |
99.815 |
99.810 |
99.815 |
unch |
3,837 |
47,769 |
-452 |
| Sep09 |
090730 |
99.800 |
99.805 |
99.795 |
99.800 |
unch |
1,108 |
34,966 |
+275 |
| Oct09 |
090730 |
99.795 |
99.795 |
99.785 |
99.790 |
unch |
2,126 |
27,770 |
-665 |
| Nov09 |
090730 |
99.765 |
99.765 |
99.750 |
99.755 |
-0.005 |
1,548 |
53,103 |
+26 |
| Dec09 |
090730 |
99.730 |
99.735 |
99.720 |
99.725 |
-0.005 |
1,355 |
39,554 |
-5 |
| Total Volume and Open Interest |
30,457 |
386,051 |
+1,665 |
| 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 |
090729 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.02 |
|
|
|
| Dec09 |
090729 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
|
|
|
| Mar10 |
090729 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.03 |
|
|
|
| Jun10 |
090729 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Sep10 |
090729 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Dec10 |
090729 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
| Mar11 |
090729 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
|
|
|
| Jun11 |
090729 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Sep11 |
090729 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Dec11 |
090729 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090730 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
1,320 |
12,012 |
+99 |
| Dec09 |
090730 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
100 |
3,557 |
-100 |
| Mar10 |
090730 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
0 |
2,581 |
+0 |
| Jun10 |
090730 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.02 |
50 |
1,438 |
+50 |
| Sep10 |
090730 |
99.42 |
99.42 |
99.42 |
99.42 |
-0.02 |
0 |
421 |
+0 |
| Dec10 |
090730 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.02 |
0 |
420 |
+0 |
| Mar11 |
090730 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.02 |
0 |
412 |
+0 |
| Jun11 |
090730 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.02 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
1,470 |
22,279 |
-137 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090730 |
138.40 |
138.56 |
138.32 |
138.41 |
-0.03 |
1,344 |
13,602 |
+239 |
| Dec09 |
090730 |
138.02 |
138.02 |
138.02 |
138.02 |
-0.03 |
0 |
1 |
+0 |
| Mar10 |
090730 |
137.79 |
137.79 |
137.79 |
137.79 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
1,344 |
14,613 |
+1,010 |
| Euro-Bund(EUREX) |
| Sep09 |
090730 |
120.65 |
121.40 |
120.37 |
120.82 |
-0.01 |
672,474 |
829,890 |
-18,905 |
| Dec09 |
090730 |
119.08 |
120.02 |
119.08 |
119.45 |
-0.02 |
3,362 |
7,873 |
+3,054 |
| Mar10 |
090730 |
119.07 |
119.07 |
119.07 |
119.07 |
-0.01 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
675,836 |
837,764 |
-15,851 |
| Euro-Bobl(EUREX) |
| Sep09 |
090730 |
115.43 |
115.82 |
115.28 |
115.49 |
-0.06 |
336,709 |
632,386 |
-70,259 |
| Dec09 |
090730 |
114.24 |
114.38 |
114.10 |
114.10 |
-0.07 |
249 |
386 |
+235 |
| Mar10 |
090730 |
113.69 |
113.69 |
113.69 |
113.69 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
336,958 |
632,772 |
-11,235 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090730 |
99.025 |
99.065 |
99.025 |
99.050 |
+0.030 |
26 |
5,596 |
+15 |
| Mar10 |
090730 |
98.835 |
98.875 |
98.835 |
98.855 |
+0.015 |
0 |
2,955 |
+0 |
| Total Volume and Open Interest |
213 |
34,113 |
+54 |
| Long Gilt(LIFFE) |
| Sep09 |
090714 |
118~04 |
118~06 |
117~19 |
117~25 |
-0~31 |
59,208 |
217,672 |
-1,663 |
| Dec09 |
090730 |
114~15 |
114~15 |
114~15 |
114~15 |
+0~11 |
|
|
|
| Total Volume and Open Interest |
45,066 |
220,313 |
-229 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090730 |
99.16 |
99.20 |
99.16 |
99.19 |
+0.02 |
28,647 |
243,589 |
-844 |
| Dec09 |
090730 |
98.91 |
98.98 |
98.90 |
98.97 |
+0.04 |
48,089 |
271,448 |
+6,139 |
| Mar10 |
090730 |
98.53 |
98.62 |
98.52 |
98.60 |
+0.03 |
38,050 |
338,146 |
+2,676 |
| Jun10 |
090730 |
98.01 |
98.09 |
97.98 |
98.07 |
+0.02 |
42,815 |
290,564 |
+4,339 |
| Sep10 |
090730 |
97.46 |
97.54 |
97.43 |
97.51 |
unch |
57,050 |
240,559 |
-4,062 |
| Dec10 |
090730 |
96.88 |
96.99 |
96.88 |
96.95 |
-0.01 |
44,805 |
240,139 |
+1,938 |
| Total Volume and Open Interest |
322,140 |
2,103,461 |
+19,028 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090730 |
99.150 |
99.185 |
99.140 |
99.170 |
+0.020 |
65,183 |
642,985 |
-1,314 |
| Dec09 |
090730 |
99.015 |
99.080 |
99.000 |
99.050 |
+0.030 |
82,380 |
508,821 |
-657 |
| Mar10 |
090730 |
98.825 |
98.895 |
98.805 |
98.855 |
+0.015 |
108,705 |
447,445 |
+11,527 |
| Total Volume and Open Interest |
650,717 |
3,119,380 |
+4,625 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090730 |
96.74 |
96.75 |
96.71 |
96.74 |
unch |
14,965 |
305,271 |
+127 |
| Dec09 |
090730 |
96.49 |
96.51 |
96.42 |
96.44 |
-0.05 |
23,456 |
267,661 |
-449 |
| Mar10 |
090730 |
96.03 |
96.05 |
95.94 |
95.95 |
-0.07 |
21,063 |
150,042 |
+839 |
| Jun10 |
090730 |
95.53 |
95.55 |
95.45 |
95.46 |
-0.07 |
7,913 |
91,852 |
-196 |
| Sep10 |
090730 |
95.09 |
95.09 |
95.01 |
95.02 |
-0.08 |
7,931 |
62,811 |
+3,559 |
| Dec10 |
090730 |
94.70 |
94.70 |
94.64 |
94.65 |
-0.06 |
3,059 |
34,400 |
+1,340 |
| Mar11 |
090730 |
94.36 |
94.37 |
94.31 |
94.31 |
-0.06 |
1,291 |
18,474 |
+7 |
| Jun11 |
090730 |
94.05 |
94.06 |
94.00 |
94.01 |
-0.05 |
1,396 |
14,456 |
+995 |
| Sep11 |
090730 |
93.78 |
93.78 |
93.74 |
93.74 |
-0.03 |
0 |
3,483 |
+0 |
| Dec11 |
090730 |
93.49 |
93.49 |
93.49 |
93.49 |
-0.03 |
0 |
623 |
+0 |
| Total Volume and Open Interest |
81,074 |
950,023 |
+6,222 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090730 |
94.47 |
94.48 |
94.39 |
94.40 |
+0.03 |
30,914 |
345,465 |
+28,990 |
| Dec09 |
090730 |
94.40 |
94.40 |
94.40 |
94.40 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
29,758 |
349,103 |
+4,152 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090730 |
95.09 |
95.10 |
94.98 |
95.01 |
-0.07 |
110,256 |
648,427 |
+28,488 |
| Dec09 |
090730 |
95.01 |
95.01 |
95.01 |
95.01 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
110,256 |
648,427 |
+28,488 |
| Gold(CMX) |
| Aug09 |
090730 |
929.2 |
937.0 |
928.4 |
934.9 |
+7.7 |
169,537 |
53,513 |
-42,106 |
| Oct09 |
090730 |
930.3 |
938.0 |
929.8 |
936.0 |
+7.7 |
13,801 |
25,606 |
+2,806 |
| Dec09 |
090730 |
931.9 |
939.4 |
930.9 |
937.3 |
+7.6 |
83,800 |
207,808 |
+29,803 |
| Feb10 |
090730 |
933.3 |
940.5 |
933.3 |
938.6 |
+7.6 |
2,628 |
18,434 |
-109 |
| Apr10 |
090730 |
934.0 |
942.0 |
934.0 |
940.0 |
+7.6 |
1,925 |
19,017 |
+70 |
| Jun10 |
090730 |
938.9 |
941.6 |
938.7 |
941.6 |
+7.7 |
1,204 |
11,448 |
+818 |
| Aug10 |
090730 |
943.5 |
943.5 |
943.5 |
943.5 |
+7.9 |
75 |
5,793 |
+48 |
| Oct10 |
090730 |
945.8 |
945.8 |
945.8 |
945.8 |
+8.0 |
0 |
3,550 |
+0 |
| Dec10 |
090730 |
946.6 |
948.3 |
946.6 |
948.3 |
+8.1 |
253 |
12,605 |
+70 |
| Feb11 |
090730 |
951.3 |
951.3 |
951.3 |
951.3 |
+8.2 |
0 |
1,012 |
+0 |
| Apr11 |
090730 |
954.6 |
954.6 |
954.6 |
954.6 |
+8.4 |
0 |
137 |
+0 |
| Jun11 |
090730 |
302.8 |
302.8 |
302.8 |
302.8 |
+8.5 |
0 |
8,024 |
+0 |
| Total Volume and Open Interest |
274,496 |
386,340 |
-8,289 |
| Silver(CMX) |
| Sep09 |
090730 |
1328.5 |
1358.0 |
1326.0 |
1348.5 |
+22.7 |
22,286 |
54,585 |
+286 |
| Dec09 |
090730 |
1335.0 |
1362.0 |
1334.0 |
1352.3 |
+22.9 |
2,534 |
22,438 |
+295 |
| Mar10 |
090730 |
1352.0 |
1361.5 |
1352.0 |
1355.5 |
+23.0 |
173 |
5,832 |
+8 |
| May10 |
090730 |
1358.0 |
1358.0 |
1357.5 |
1357.5 |
+23.0 |
30 |
2,258 |
-16 |
| Jul10 |
090730 |
1359.3 |
1359.3 |
1359.3 |
1359.3 |
+23.0 |
38 |
3,121 |
+14 |
| Sep10 |
090730 |
1361.0 |
1361.3 |
1361.0 |
1361.3 |
+23.0 |
11 |
405 |
+5 |
| Dec10 |
090730 |
1362.5 |
1366.0 |
1362.5 |
1365.2 |
+23.0 |
480 |
3,291 |
-143 |
| Total Volume and Open Interest |
25,891 |
97,761 |
+263 |
| Platinum(NYMEX) |
| Oct09 |
090730 |
1179.4 |
1193.8 |
1165.0 |
1189.0 |
+16.8 |
2,516 |
21,523 |
+151 |
| Jan10 |
090730 |
1188.0 |
1195.2 |
1188.0 |
1194.9 |
+16.8 |
11 |
754 |
+5 |
| Apr10 |
090730 |
1198.9 |
1198.9 |
1198.9 |
1198.9 |
|
|
|
|
| Palladium(NYMEX) |
| Sep09 |
090730 |
255.95 |
260.90 |
255.00 |
259.35 |
+3.85 |
722 |
17,055 |
+96 |
| Dec09 |
090730 |
259.20 |
261.50 |
256.15 |
260.45 |
+3.90 |
17 |
1,307 |
+9 |
| Mar10 |
090730 |
261.95 |
261.95 |
261.95 |
261.95 |
+3.90 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
739 |
18,365 |
+105 |
| Copper(CMX) |
| Sep09 |
090730 |
247.95 |
257.50 |
246.20 |
256.40 |
+8.65 |
20,230 |
77,915 |
-1,464 |
| Dec09 |
090730 |
248.85 |
257.70 |
247.30 |
256.85 |
+8.15 |
3,598 |
23,743 |
+1,609 |
| Mar10 |
090730 |
253.45 |
257.05 |
253.35 |
257.05 |
+8.00 |
254 |
3,583 |
+149 |
| May10 |
090730 |
256.95 |
256.95 |
256.95 |
256.95 |
+7.85 |
4 |
894 |
+0 |
| Jul10 |
090730 |
256.75 |
256.75 |
256.75 |
256.75 |
+7.75 |
7 |
290 |
-1 |
| Total Volume and Open Interest |
25,909 |
120,479 |
+167 |
| Aluminum(CMX) |
| Aug09 |
090730 |
83.25 |
83.25 |
83.25 |
83.25 |
+0.50 |
|
|
|
| Sep09 |
090730 |
83.75 |
83.75 |
83.75 |
83.75 |
+0.50 |
|
|
|
| Oct09 |
090729 |
4.61 |
4.61 |
4.61 |
4.61 |
-1.75 |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Dec09 |
080724 |
1.17 |
1.17 |
1.17 |
1.17 |
unch |
|
|
|
| Jan10 |
080724 |
145.85 |
145.85 |
145.85 |
145.85 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Sep09 |
090730 |
9038 |
9200 |
9038 |
9090 |
+43 |
1,067 |
10,943 |
+491 |
| Dec09 |
090730 |
9032 |
9032 |
8989 |
9032 |
+43 |
0 |
658 |
+0 |
| Mar10 |
090730 |
8974 |
8974 |
8931 |
8974 |
+43 |
0 |
2 |
+0 |
| Jun10 |
090730 |
8935 |
8935 |
8892 |
8935 |
+43 |
|
|
|
| Total Volume and Open Interest |
1,067 |
11,603 |
+491 |
| S & P 500(CME) |
| Sep09 |
090730 |
973.30 |
994.00 |
973.30 |
982.20 |
+7.30 |
17,840 |
373,599 |
-1,705 |
| Dec09 |
090730 |
984.00 |
990.50 |
976.50 |
977.80 |
+7.30 |
1 |
8,775 |
+6 |
| Mar10 |
090730 |
973.90 |
986.50 |
972.50 |
973.90 |
+7.40 |
46 |
3,634 |
+25 |
| Jun10 |
090730 |
970.90 |
983.50 |
969.50 |
970.90 |
+7.40 |
25 |
179 |
+25 |
| Total Volume and Open Interest |
17,912 |
386,192 |
-1,649 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090730 |
974.00 |
994.00 |
973.50 |
982.25 |
+7.25 |
1,932,201 |
2,473,690 |
-6,482 |
| Dec09 |
090730 |
970.50 |
989.25 |
969.75 |
977.75 |
+7.25 |
1,973 |
24,561 |
+442 |
| Total Volume and Open Interest |
1,934,176 |
2,498,303 |
-6,040 |
| NASDAQ 100(CME) |
| Sep09 |
090730 |
1599.80 |
1633.00 |
1599.80 |
1606.80 |
+6.00 |
3,461 |
17,168 |
-365 |
| Dec09 |
090730 |
1604.80 |
1604.80 |
1603.30 |
1604.80 |
+6.00 |
0 |
13 |
+0 |
| Mar10 |
090730 |
1603.80 |
1603.80 |
1602.30 |
1603.80 |
+6.00 |
|
|
|
| Total Volume and Open Interest |
3,461 |
17,181 |
-365 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090730 |
1600.30 |
1632.00 |
1599.00 |
1606.80 |
+6.00 |
307,330 |
303,329 |
+5,432 |
| Dec09 |
090730 |
1599.50 |
1629.00 |
1598.00 |
1604.80 |
+6.00 |
54 |
1,051 |
+0 |
| Total Volume and Open Interest |
307,385 |
304,391 |
+5,431 |
| S & P Midcap 400(CME) |
| Sep09 |
090730 |
626.00 |
632.00 |
623.50 |
624.20 |
+5.30 |
9 |
2,472 |
-7 |
| Dec09 |
090730 |
622.20 |
624.50 |
622.20 |
622.20 |
+5.30 |
|
|
|
| Mar10 |
090730 |
620.20 |
622.50 |
620.20 |
620.20 |
+5.30 |
|
|
|
| Total Volume and Open Interest |
9 |
2,472 |
-7 |
| Russell 2000(CME) |
| Sep09 |
090729 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
86 |
7,629 |
+261 |
| Dec09 |
090729 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,139 |
-3 |
| Mar10 |
090729 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,896 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090730 |
10145 |
10215 |
10065 |
10205 |
+175 |
79,380 |
179,639 |
+1,813 |
| Dec09 |
090730 |
10165 |
10165 |
10165 |
10165 |
+180 |
2 |
1,219 |
+0 |
| Total Volume and Open Interest |
79,382 |
188,184 |
+4,522 |
| Nikkei 225(SGX) |
| Sep09 |
090730 |
10145 |
10215 |
10065 |
10205 |
+175 |
79,380 |
179,639 |
+1,813 |
| Dec09 |
090730 |
10165 |
10165 |
10165 |
10165 |
+180 |
2 |
1,219 |
+0 |
| Mar10 |
090730 |
10185 |
10185 |
10185 |
10185 |
+180 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
79,382 |
188,184 |
+4,522 |
| CAC 40(EURONEXT) |
| Aug09 |
090730 |
3392.0 |
3456.5 |
3371.0 |
3436.0 |
+71.0 |
111,481 |
357,020 |
+8,466 |
| Sep09 |
090730 |
3387.0 |
3450.0 |
3368.0 |
3430.0 |
+69.0 |
740 |
47,360 |
-509 |
| Oct09 |
090730 |
3373.0 |
3430.0 |
3371.5 |
3430.0 |
+71.0 |
|
|
|
| Total Volume and Open Interest |
113,156 |
406,323 |
+7,377 |
| Hang Seng Index(HKFE) |
| Jul09 |
090730 |
20118 |
20380 |
20060 |
20182 |
-57 |
119,788 |
35,930 |
-13,882 |
| Aug09 |
090730 |
20010 |
20350 |
19929 |
20200 |
-3 |
56,646 |
79,269 |
+16,907 |
| Sep09 |
090730 |
20000 |
20221 |
19853 |
20106 |
-6 |
646 |
2,985 |
+61 |
| Total Volume and Open Interest |
177,293 |
119,219 |
+3,191 |
| DAX(EUREX) |
| Sep09 |
090730 |
5308.0 |
5401.0 |
5255.5 |
5374.5 |
+103.5 |
132,786 |
151,917 |
-2,759 |
| Dec09 |
090730 |
5319.5 |
5400.0 |
5264.5 |
5377.0 |
+103.5 |
799 |
11,282 |
+576 |
| Mar10 |
090730 |
5331.5 |
5400.0 |
5301.5 |
5383.0 |
+103.5 |
136 |
1,111 |
+13 |
| Total Volume and Open Interest |
133,721 |
164,310 |
-2,170 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090730 |
4548.50 |
4619.00 |
4531.50 |
4606.50 |
+87.50 |
96,071 |
610,930 |
+806 |
| Dec09 |
090730 |
4529.00 |
4582.00 |
4529.00 |
4576.00 |
+87.00 |
501 |
4,071 |
-76 |
| Mar10 |
090730 |
4512.50 |
4541.00 |
4512.50 |
4541.00 |
+87.50 |
278 |
851 |
+142 |
| Total Volume and Open Interest |
96,850 |
616,347 |
+872 |
| SPI 200(SFE) |
| Sep09 |
090730 |
4092.0 |
4168.0 |
4081.0 |
4163.0 |
+66.0 |
25,043 |
230,024 |
+2,115 |
| Dec09 |
090730 |
4153.0 |
4172.0 |
4153.0 |
4172.0 |
+63.0 |
94 |
3,531 |
-30 |
| Mar10 |
090730 |
4148.0 |
4148.0 |
4148.0 |
4148.0 |
+63.0 |
0 |
4,373 |
+0 |
| Total Volume and Open Interest |
25,137 |
238,622 |
+1,905 |
| GSCI(CME) |
| Aug09 |
090730 |
435.00 |
448.50 |
432.00 |
448.50 |
+23.00 |
332 |
15,415 |
+296 |
| Sep09 |
090730 |
443.50 |
454.00 |
432.95 |
454.00 |
+21.00 |
2 |
7 |
+0 |
| Oct09 |
090730 |
462.50 |
462.50 |
442.45 |
462.50 |
+20.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
336 |
15,422 |
+296 |
| 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. |
|
|