|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu August 06, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090806 |
1174.00 |
1176.00 |
1149.75 |
1170.50 |
-4.50 |
3,027 |
5,889 |
-1,341 |
| Sep09 |
090806 |
1088.00 |
1091.75 |
1063.75 |
1079.50 |
-8.50 |
10,981 |
30,610 |
+521 |
| Nov09 |
090806 |
1045.50 |
1049.75 |
1019.00 |
1030.00 |
-15.00 |
78,092 |
244,049 |
+1,560 |
| Jan10 |
090806 |
1049.00 |
1053.00 |
1024.25 |
1034.00 |
-15.00 |
8,968 |
41,970 |
+2,758 |
| Mar10 |
090806 |
1045.00 |
1046.50 |
1020.75 |
1030.00 |
-15.00 |
5,504 |
19,665 |
-116 |
| May10 |
090806 |
1032.50 |
1033.75 |
1006.25 |
1015.00 |
-16.50 |
3,984 |
14,892 |
+573 |
| Jul10 |
090806 |
1032.25 |
1032.25 |
1010.25 |
1015.00 |
-17.00 |
3,822 |
18,024 |
+289 |
| Total Volume and Open Interest |
116,973 |
395,328 |
+4,278 |
| Soybean Meal(CBOT) |
| Aug09 |
090806 |
369.00 |
371.00 |
361.00 |
367.50 |
-1.10 |
1,640 |
5,527 |
-514 |
| Sep09 |
090806 |
341.60 |
342.00 |
332.20 |
339.50 |
-2.10 |
9,073 |
40,501 |
+722 |
| Oct09 |
090806 |
321.90 |
322.30 |
313.50 |
319.00 |
-3.30 |
2,553 |
23,854 |
-216 |
| Dec09 |
090806 |
318.60 |
318.90 |
309.10 |
314.50 |
-4.10 |
23,534 |
74,503 |
+1,360 |
| Jan10 |
090806 |
311.00 |
314.40 |
308.30 |
311.70 |
-4.20 |
2,015 |
7,999 |
+719 |
| Mar10 |
090806 |
311.50 |
311.50 |
303.60 |
307.70 |
-4.90 |
1,725 |
6,142 |
-45 |
| May10 |
090806 |
304.70 |
304.70 |
297.50 |
300.70 |
-4.70 |
1,714 |
8,910 |
-290 |
| Jul10 |
090806 |
300.00 |
302.90 |
297.70 |
300.20 |
-5.20 |
866 |
3,483 |
-184 |
| Total Volume and Open Interest |
43,200 |
174,680 |
+1,537 |
| Soybean Oil(CBOT) |
| Aug09 |
090806 |
37.29 |
37.29 |
36.46 |
36.83 |
-0.69 |
10,623 |
7,064 |
-2,050 |
| Sep09 |
090806 |
37.56 |
37.66 |
36.47 |
36.97 |
-0.69 |
18,390 |
53,021 |
-833 |
| Oct09 |
090806 |
37.19 |
37.52 |
36.75 |
37.16 |
-0.69 |
6,040 |
23,457 |
+288 |
| Dec09 |
090806 |
38.15 |
38.23 |
37.05 |
37.54 |
-0.69 |
39,080 |
122,047 |
-1,344 |
| Jan10 |
090806 |
37.81 |
38.24 |
37.45 |
37.89 |
-0.70 |
2,134 |
14,337 |
+888 |
| Mar10 |
090806 |
38.74 |
38.74 |
37.69 |
38.15 |
-0.72 |
1,858 |
7,822 |
-78 |
| May10 |
090806 |
38.42 |
38.48 |
37.90 |
38.28 |
-0.72 |
903 |
7,950 |
-79 |
| Jul10 |
090806 |
38.45 |
38.60 |
38.00 |
38.44 |
-0.70 |
395 |
5,160 |
-153 |
| Total Volume and Open Interest |
79,470 |
249,318 |
-3,367 |
| Canola(WCE) |
| Nov09 |
090806 |
434.9 |
434.9 |
425.0 |
429.1 |
-6.4 |
10,787 |
86,563 |
-208 |
| Jan10 |
090806 |
435.0 |
436.8 |
429.1 |
433.1 |
-6.9 |
4,188 |
11,419 |
-1,478 |
| Mar10 |
090806 |
432.6 |
436.6 |
432.6 |
436.6 |
-6.4 |
205 |
1,681 |
-27 |
| May10 |
090806 |
441.1 |
441.1 |
441.1 |
441.1 |
-6.4 |
0 |
577 |
+0 |
| Jul10 |
090806 |
447.1 |
447.1 |
447.1 |
447.1 |
-6.4 |
0 |
617 |
+0 |
| Total Volume and Open Interest |
15,180 |
100,923 |
-1,713 |
| Corn(CBOT) |
| Sep09 |
090806 |
346.50 |
347.50 |
331.50 |
332.50 |
-14.50 |
55,168 |
224,833 |
-4,715 |
| Dec09 |
090806 |
356.25 |
357.50 |
339.00 |
340.25 |
-16.75 |
103,189 |
426,334 |
-6,289 |
| Mar10 |
090806 |
368.75 |
370.75 |
352.50 |
353.75 |
-16.75 |
10,599 |
76,941 |
+205 |
| May10 |
090806 |
379.75 |
380.25 |
362.00 |
363.25 |
-16.75 |
1,221 |
18,130 |
-57 |
| Jul10 |
090806 |
388.25 |
388.50 |
370.50 |
371.50 |
-17.00 |
2,467 |
53,060 |
+385 |
| Sep10 |
090806 |
390.00 |
396.50 |
378.25 |
379.00 |
-17.50 |
130 |
7,707 |
-27 |
| Total Volume and Open Interest |
175,281 |
870,901 |
-10,167 |
| Wheat(CBOT) |
| Sep09 |
090806 |
529.25 |
530.00 |
499.00 |
500.25 |
-28.50 |
39,671 |
117,796 |
-3,956 |
| Dec09 |
090806 |
557.00 |
557.50 |
527.50 |
528.25 |
-28.50 |
25,971 |
134,558 |
-1,955 |
| Mar10 |
090806 |
575.00 |
575.00 |
547.00 |
547.00 |
-28.25 |
7,005 |
18,740 |
+223 |
| May10 |
090806 |
577.00 |
577.00 |
559.00 |
559.50 |
-28.25 |
179 |
2,645 |
+34 |
| Jul10 |
090806 |
599.00 |
599.00 |
570.25 |
570.75 |
-28.25 |
2,164 |
41,046 |
+585 |
| Total Volume and Open Interest |
75,341 |
321,932 |
-5,065 |
| Wheat(KCBT) |
| Sep09 |
090806 |
559.50 |
560.25 |
534.00 |
534.00 |
-26.25 |
8,988 |
35,358 |
-1,515 |
| Dec09 |
090806 |
577.00 |
577.00 |
551.00 |
551.00 |
-26.00 |
3,277 |
42,267 |
+932 |
| Mar10 |
090806 |
593.00 |
593.00 |
567.50 |
567.50 |
-26.25 |
1,427 |
8,543 |
+790 |
| May10 |
090806 |
596.00 |
596.00 |
578.00 |
578.00 |
-26.25 |
40 |
1,270 |
-4 |
| Jul10 |
090806 |
609.00 |
609.00 |
589.00 |
589.00 |
-25.75 |
246 |
10,716 |
+15 |
| Total Volume and Open Interest |
14,108 |
100,281 |
+325 |
| Wheat(MGE) |
| Sep09 |
090806 |
606.00 |
606.00 |
577.25 |
579.25 |
-27.75 |
1,267 |
8,423 |
-297 |
| Dec09 |
090806 |
620.75 |
620.75 |
590.00 |
592.00 |
-28.50 |
628 |
14,572 |
+209 |
| Mar10 |
090806 |
636.00 |
636.50 |
608.25 |
609.50 |
-27.00 |
156 |
4,935 |
+109 |
| May10 |
090806 |
636.00 |
637.25 |
616.75 |
618.75 |
-26.00 |
29 |
1,606 |
-14 |
| Jul10 |
090806 |
645.00 |
646.25 |
625.50 |
627.75 |
-26.75 |
34 |
5,510 |
-48 |
| Total Volume and Open Interest |
2,186 |
36,402 |
-77 |
| Oats(CBOT) |
| Sep09 |
090806 |
209.50 |
213.75 |
203.25 |
205.00 |
-5.00 |
460 |
1,981 |
-229 |
| Dec09 |
090806 |
224.50 |
228.00 |
217.25 |
219.00 |
-5.00 |
1,035 |
10,188 |
-63 |
| Mar10 |
090806 |
239.75 |
239.75 |
230.75 |
231.50 |
-4.50 |
64 |
1,574 |
-10 |
| May10 |
090806 |
239.50 |
244.00 |
239.50 |
239.50 |
-4.50 |
0 |
89 |
+0 |
| Total Volume and Open Interest |
1,559 |
13,835 |
-302 |
| Rough Rice(CBOT) |
| Sep09 |
090806 |
13.76 |
13.79 |
13.64 |
13.71 |
-0.08 |
634 |
4,584 |
-193 |
| Nov09 |
090806 |
14.00 |
14.04 |
13.87 |
13.95 |
-0.07 |
496 |
3,734 |
+111 |
| Jan10 |
090806 |
14.14 |
14.17 |
14.11 |
14.11 |
-0.06 |
30 |
421 |
+0 |
| Mar10 |
090806 |
14.27 |
14.35 |
14.23 |
14.27 |
-0.08 |
16 |
456 |
+13 |
| Total Volume and Open Interest |
1,176 |
9,354 |
-69 |
| Live Cattle(CME) |
| Aug09 |
090806 |
83.785 |
83.885 |
82.980 |
83.200 |
-0.835 |
4,104 |
28,162 |
-1,412 |
| Oct09 |
090806 |
89.450 |
89.635 |
88.800 |
89.135 |
-0.695 |
10,553 |
108,789 |
+1,067 |
| Dec09 |
090806 |
89.250 |
89.350 |
88.500 |
88.900 |
-0.530 |
3,452 |
61,380 |
+250 |
| Feb10 |
090806 |
89.200 |
89.450 |
88.900 |
89.035 |
-0.315 |
2,771 |
21,707 |
+567 |
| Apr10 |
090806 |
90.650 |
91.300 |
90.500 |
90.800 |
-0.280 |
420 |
9,947 |
+60 |
| Jun10 |
090806 |
87.700 |
88.450 |
87.650 |
87.900 |
-0.300 |
197 |
4,429 |
+24 |
| Total Volume and Open Interest |
21,601 |
235,680 |
+599 |
| Feeder Cattle(CME) |
| Aug09 |
090806 |
101.250 |
101.680 |
100.330 |
101.100 |
-0.250 |
1,254 |
6,730 |
-527 |
| Sep09 |
090806 |
100.950 |
101.300 |
100.080 |
100.980 |
-0.170 |
1,526 |
8,529 |
-107 |
| Oct09 |
090806 |
101.035 |
101.700 |
100.300 |
101.230 |
-0.155 |
2,219 |
7,275 |
-252 |
| Nov09 |
090806 |
101.900 |
102.000 |
100.900 |
101.885 |
+0.085 |
481 |
2,257 |
+51 |
| Jan10 |
090806 |
100.600 |
101.480 |
100.500 |
101.200 |
-0.050 |
33 |
837 |
+13 |
| Mar10 |
090806 |
100.980 |
101.150 |
100.800 |
101.000 |
+0.020 |
33 |
433 |
+28 |
| Apr10 |
090806 |
101.300 |
101.500 |
101.300 |
101.300 |
+0.050 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
5,586 |
26,167 |
-765 |
| Lean Hogs(CME) |
| Aug09 |
090806 |
52.800 |
52.800 |
50.350 |
51.080 |
-2.270 |
3,358 |
8,457 |
-546 |
| Oct09 |
090806 |
49.750 |
49.750 |
47.200 |
47.580 |
-2.620 |
13,227 |
54,676 |
-190 |
| Dec09 |
090806 |
48.500 |
48.500 |
45.750 |
45.785 |
-2.965 |
6,328 |
36,744 |
+1,164 |
| Feb10 |
090806 |
53.400 |
53.400 |
51.080 |
51.630 |
-2.450 |
2,104 |
15,303 |
+613 |
| Apr10 |
090806 |
57.150 |
57.535 |
55.330 |
56.050 |
-2.280 |
1,061 |
6,359 |
+362 |
| May10 |
090806 |
62.000 |
62.300 |
61.180 |
61.900 |
-1.900 |
23 |
507 |
+15 |
| Jun10 |
090806 |
65.475 |
66.800 |
64.500 |
65.500 |
-1.750 |
219 |
3,256 |
+96 |
| Jul10 |
090806 |
65.930 |
65.930 |
64.400 |
65.250 |
-2.150 |
32 |
798 |
+14 |
| Total Volume and Open Interest |
26,365 |
126,655 |
+1,528 |
| Pork Bellies(CME) |
| Aug09 |
090806 |
55.150 |
55.150 |
54.750 |
54.750 |
-3.000 |
62 |
232 |
-24 |
| Feb10 |
090806 |
81.000 |
83.900 |
80.000 |
80.300 |
-0.700 |
86 |
295 |
+33 |
| Mar10 |
090806 |
81.000 |
81.000 |
79.600 |
79.600 |
-0.900 |
2 |
67 |
+2 |
| May10 |
090806 |
82.300 |
82.300 |
82.300 |
82.300 |
unch |
18 |
23 |
+18 |
| Jul10 |
090806 |
84.500 |
84.500 |
84.500 |
84.500 |
unch |
|
|
|
| Total Volume and Open Interest |
168 |
617 |
+29 |
| Class III Milk(CME) |
| Aug09 |
090806 |
10.90 |
11.04 |
10.86 |
10.99 |
+0.03 |
177 |
4,200 |
+3 |
| Sep09 |
090806 |
12.23 |
12.50 |
12.10 |
12.44 |
+0.25 |
489 |
4,307 |
-85 |
| Oct09 |
090806 |
12.60 |
12.94 |
12.55 |
12.90 |
+0.29 |
218 |
3,920 |
-55 |
| Nov09 |
090806 |
12.92 |
13.28 |
12.89 |
13.20 |
+0.21 |
196 |
3,589 |
-31 |
| Dec09 |
090806 |
13.15 |
13.40 |
13.08 |
13.36 |
+0.13 |
110 |
3,197 |
-25 |
| Total Volume and Open Interest |
1,634 |
24,925 |
-88 |
| Cocoa(ICE) |
| Sep09 |
090806 |
2867 |
2892 |
2808 |
2810 |
-52 |
6,956 |
36,128 |
-2,701 |
| Dec09 |
090806 |
2899 |
2925 |
2849 |
2851 |
-51 |
4,474 |
40,824 |
+2,163 |
| Mar10 |
090806 |
2916 |
2925 |
2866 |
2868 |
-49 |
1,340 |
21,917 |
+653 |
| May10 |
090806 |
2875 |
2875 |
2871 |
2874 |
-51 |
284 |
5,184 |
+191 |
| Jul10 |
090806 |
2882 |
2882 |
2882 |
2882 |
-51 |
103 |
3,692 |
+65 |
| Sep10 |
090806 |
2885 |
2885 |
2885 |
2885 |
-50 |
33 |
2,733 |
+30 |
| Dec10 |
090806 |
2892 |
2892 |
2892 |
2892 |
-51 |
80 |
1,811 |
+80 |
| Total Volume and Open Interest |
13,270 |
115,852 |
+481 |
| Coffee "C"(ICE) |
| Sep09 |
090806 |
132.20 |
134.75 |
131.50 |
134.70 |
+3.20 |
9,137 |
49,157 |
-1,436 |
| Dec09 |
090806 |
134.40 |
137.80 |
134.40 |
137.80 |
+3.30 |
3,839 |
32,548 |
+280 |
| Mar10 |
090806 |
137.40 |
140.55 |
137.40 |
140.55 |
+3.15 |
841 |
13,420 |
+412 |
| May10 |
090806 |
140.00 |
142.25 |
140.00 |
142.25 |
+3.05 |
520 |
4,186 |
+204 |
| Jul10 |
090806 |
142.55 |
143.90 |
142.55 |
143.90 |
+2.80 |
158 |
1,533 |
+41 |
| Sep10 |
090806 |
143.55 |
145.65 |
143.55 |
145.65 |
+2.75 |
96 |
1,598 |
+39 |
| Total Volume and Open Interest |
14,655 |
103,833 |
-440 |
| Orange Juice(ICE) |
| Sep09 |
090806 |
98.00 |
101.00 |
98.00 |
99.95 |
+2.40 |
1,720 |
12,161 |
-506 |
| Nov09 |
090806 |
101.50 |
104.00 |
101.45 |
103.25 |
+2.35 |
835 |
14,057 |
+413 |
| Jan10 |
090806 |
105.95 |
106.20 |
104.50 |
106.20 |
+2.30 |
20 |
1,118 |
+1 |
| Mar10 |
090806 |
108.60 |
109.30 |
108.60 |
109.30 |
+2.40 |
5 |
2,318 |
+1 |
| May10 |
090806 |
112.15 |
112.15 |
112.15 |
112.15 |
+2.40 |
0 |
175 |
+0 |
| Jul10 |
090806 |
114.65 |
114.65 |
114.65 |
114.65 |
+2.05 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
2,581 |
30,071 |
-90 |
| Sugar #11(ICE) |
| Oct09 |
090806 |
19.36 |
19.98 |
19.36 |
19.80 |
+0.43 |
39,794 |
324,186 |
+1,521 |
| Mar10 |
090806 |
20.71 |
21.19 |
20.57 |
21.07 |
+0.41 |
31,529 |
193,450 |
+2,414 |
| May10 |
090806 |
20.00 |
20.40 |
20.00 |
20.32 |
+0.34 |
6,648 |
44,980 |
+206 |
| Jul10 |
090806 |
19.24 |
19.60 |
19.24 |
19.54 |
+0.29 |
5,949 |
86,586 |
+531 |
| Oct10 |
090806 |
18.96 |
19.32 |
18.96 |
19.27 |
+0.31 |
4,142 |
62,638 |
+792 |
| Total Volume and Open Interest |
94,521 |
793,279 |
+6,695 |
| Sugar #14(ICE) |
| Sep09 |
090806 |
24.00 |
24.00 |
24.00 |
24.00 |
unch |
31 |
1,416 |
-1 |
| Total Volume and Open Interest |
31 |
1,416 |
-1 |
| London Cocoa(LCE) |
| Sep09 |
090806 |
1765 |
1770 |
1744 |
1745 |
-12 |
2,408 |
46,622 |
-993 |
| Dec09 |
090806 |
1791 |
1797 |
1773 |
1773 |
-12 |
1,959 |
41,403 |
+694 |
| Mar10 |
090806 |
1797 |
1801 |
1778 |
1778 |
-10 |
907 |
31,959 |
+344 |
| May10 |
090806 |
1775 |
1790 |
1769 |
1769 |
-12 |
260 |
18,902 |
+74 |
| Jul10 |
090806 |
1769 |
1769 |
1767 |
1767 |
-8 |
363 |
7,350 |
+250 |
| Sep10 |
090806 |
1766 |
1767 |
1765 |
1765 |
-10 |
90 |
3,144 |
+37 |
| Dec10 |
090806 |
1765 |
1765 |
1765 |
1765 |
-10 |
30 |
716 |
+30 |
| Total Volume and Open Interest |
6,021 |
152,703 |
+432 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090806 |
513.60 |
521.80 |
513.00 |
518.90 |
+8.30 |
4,583 |
45,743 |
+1,253 |
| Dec09 |
090806 |
523.00 |
531.30 |
523.00 |
530.10 |
+9.30 |
1,026 |
9,640 |
-47 |
| Mar10 |
090806 |
535.00 |
542.00 |
535.00 |
540.10 |
+9.60 |
964 |
14,746 |
-214 |
| May10 |
090806 |
533.90 |
536.50 |
530.00 |
533.80 |
+9.70 |
224 |
2,941 |
+89 |
| Aug10 |
090806 |
517.00 |
525.00 |
517.00 |
522.90 |
+8.30 |
222 |
4,160 |
+144 |
| Total Volume and Open Interest |
7,046 |
78,892 |
+1,246 |
| Cotton(ICE) |
| Oct09 |
090806 |
60.01 |
61.06 |
58.40 |
58.98 |
-1.41 |
80 |
1,963 |
-13 |
| Dec09 |
090806 |
62.17 |
62.91 |
60.27 |
60.86 |
-1.40 |
4,718 |
101,437 |
+47 |
| Mar10 |
090806 |
64.84 |
64.95 |
62.43 |
62.98 |
-1.37 |
702 |
16,357 |
+310 |
| May10 |
090806 |
65.48 |
65.48 |
63.60 |
64.17 |
-1.43 |
155 |
1,210 |
+101 |
| Jul10 |
090806 |
66.69 |
66.69 |
64.75 |
65.33 |
-1.47 |
89 |
3,161 |
+89 |
| Oct10 |
090806 |
66.48 |
66.48 |
66.48 |
66.48 |
-1.44 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
5,752 |
126,456 |
+538 |
| Lumber(CME) |
| Sep09 |
090806 |
204.0 |
209.8 |
202.3 |
205.2 |
+2.1 |
1,570 |
4,449 |
-172 |
| Nov09 |
090806 |
204.0 |
207.9 |
201.0 |
204.3 |
+1.1 |
1,190 |
3,731 |
+239 |
| Jan10 |
090806 |
218.6 |
224.9 |
215.7 |
220.9 |
+0.9 |
105 |
1,081 |
+12 |
| Mar10 |
090806 |
225.0 |
228.0 |
225.0 |
226.1 |
-2.1 |
3 |
63 |
+2 |
| Total Volume and Open Interest |
2,868 |
9,336 |
+81 |
| Crude Oil(NYM) |
| Sep09 |
090806 |
71.83 |
72.42 |
70.18 |
71.94 |
-0.03 |
285,877 |
311,751 |
-8,453 |
| Oct09 |
090806 |
73.77 |
74.44 |
72.31 |
73.87 |
-0.06 |
92,751 |
126,185 |
-1,107 |
| Nov09 |
090806 |
75.01 |
75.89 |
73.85 |
75.21 |
-0.16 |
42,615 |
66,199 |
+3,067 |
| Dec09 |
090806 |
76.04 |
76.87 |
74.87 |
76.13 |
-0.20 |
50,192 |
157,479 |
-442 |
| Jan10 |
090806 |
77.41 |
77.43 |
75.99 |
76.94 |
-0.21 |
7,928 |
36,053 |
+998 |
| Feb10 |
090806 |
77.91 |
77.98 |
77.11 |
77.69 |
-0.22 |
5,536 |
24,596 |
+1,086 |
| Mar10 |
090806 |
78.55 |
78.75 |
77.80 |
78.34 |
-0.21 |
4,630 |
19,486 |
-386 |
| Apr10 |
090806 |
79.10 |
79.10 |
78.46 |
78.91 |
-0.19 |
1,393 |
11,363 |
+83 |
| May10 |
090806 |
79.29 |
79.44 |
79.02 |
79.44 |
-0.17 |
1,703 |
11,133 |
+469 |
| Jun10 |
090806 |
80.40 |
80.55 |
79.06 |
79.93 |
-0.15 |
11,334 |
59,607 |
+1,228 |
| Jul10 |
090806 |
80.29 |
80.80 |
79.30 |
80.28 |
-0.11 |
2,391 |
29,927 |
+136 |
| Aug10 |
090806 |
80.25 |
80.52 |
80.25 |
80.52 |
-0.05 |
2,542 |
10,261 |
+550 |
| Sep10 |
090806 |
80.76 |
80.76 |
80.76 |
80.76 |
+0.01 |
6,069 |
15,754 |
+2,003 |
| Oct10 |
090806 |
81.00 |
81.00 |
81.00 |
81.00 |
+0.07 |
2,218 |
8,162 |
+292 |
| Nov10 |
090806 |
81.26 |
81.26 |
81.26 |
81.26 |
+0.11 |
1,818 |
8,649 |
+60 |
| Dec10 |
090806 |
81.08 |
81.95 |
80.40 |
81.53 |
+0.13 |
20,144 |
90,628 |
-1,503 |
| Total Volume and Open Interest |
556,151 |
1,202,598 |
+188 |
| e-miNY Crude Oil(NYM) |
| Aug09 |
090720 |
63.525 |
64.875 |
63.225 |
63.975 |
+0.425 |
10,343 |
3,538 |
-857 |
| Sep09 |
090806 |
71.825 |
72.400 |
70.175 |
71.950 |
-0.025 |
12,222 |
5,136 |
-955 |
| Oct09 |
090806 |
73.625 |
74.400 |
72.350 |
73.875 |
-0.050 |
482 |
552 |
-72 |
| Nov09 |
090806 |
75.050 |
75.450 |
74.200 |
75.200 |
-0.175 |
95 |
434 |
+30 |
| Dec09 |
090806 |
76.275 |
76.350 |
75.000 |
76.125 |
-0.200 |
9 |
350 |
+2 |
| Jan10 |
090806 |
76.950 |
76.950 |
76.950 |
76.950 |
-0.200 |
23 |
116 |
-16 |
| Feb10 |
090806 |
77.700 |
77.700 |
77.700 |
77.700 |
-0.200 |
25 |
103 |
+14 |
| Mar10 |
090806 |
78.350 |
78.350 |
78.350 |
78.350 |
-0.200 |
4 |
5 |
+2 |
| Apr10 |
090806 |
78.900 |
78.900 |
78.900 |
78.900 |
-0.200 |
|
|
|
| May10 |
090806 |
79.450 |
79.450 |
79.450 |
79.450 |
-0.150 |
|
|
|
| Total Volume and Open Interest |
12,860 |
6,775 |
-995 |
| Heating Oil(NYM) |
| Sep09 |
090806 |
194.71 |
197.38 |
192.38 |
193.67 |
-2.02 |
39,473 |
65,775 |
-1,950 |
| Oct09 |
090806 |
197.10 |
199.77 |
195.17 |
196.52 |
-1.75 |
11,980 |
38,977 |
+912 |
| Nov09 |
090806 |
201.20 |
202.56 |
198.33 |
199.58 |
-1.58 |
6,091 |
26,228 |
+132 |
| Dec09 |
090806 |
203.43 |
205.57 |
201.58 |
202.84 |
-1.47 |
7,637 |
39,303 |
-25 |
| Jan10 |
090806 |
206.74 |
208.50 |
204.74 |
205.96 |
-1.33 |
1,653 |
21,273 |
-45 |
| Feb10 |
090806 |
208.98 |
210.00 |
206.90 |
208.24 |
-1.24 |
794 |
14,435 |
+39 |
| Mar10 |
090806 |
211.80 |
211.80 |
208.43 |
209.44 |
-1.19 |
551 |
10,641 |
-126 |
| Apr10 |
090806 |
210.00 |
210.09 |
210.00 |
210.09 |
-1.14 |
759 |
7,593 |
+220 |
| May10 |
090806 |
211.24 |
211.28 |
210.60 |
211.04 |
-1.04 |
397 |
9,299 |
+45 |
| Jun10 |
090806 |
213.80 |
213.80 |
212.00 |
212.14 |
-0.94 |
788 |
19,784 |
+120 |
| Jul10 |
090806 |
214.25 |
214.25 |
213.94 |
213.94 |
-0.89 |
95 |
3,316 |
+17 |
| Aug10 |
090806 |
215.79 |
215.79 |
215.79 |
215.79 |
-0.84 |
159 |
1,888 |
+16 |
| Total Volume and Open Interest |
73,117 |
298,371 |
-448 |
| Gasoline(NYMEX) |
| Sep09 |
090806 |
205.05 |
206.67 |
200.97 |
206.07 |
+0.95 |
41,463 |
94,535 |
-962 |
| Oct09 |
090806 |
194.10 |
195.85 |
190.69 |
195.49 |
+0.79 |
15,593 |
36,868 |
+1,583 |
| Nov09 |
090806 |
194.10 |
194.20 |
189.23 |
193.90 |
+0.61 |
8,211 |
19,526 |
+1,297 |
| Dec09 |
090806 |
193.11 |
194.72 |
189.98 |
194.35 |
+0.54 |
7,671 |
23,381 |
+399 |
| Jan10 |
090806 |
194.14 |
196.33 |
192.55 |
196.33 |
+0.62 |
1,304 |
11,288 |
+143 |
| Feb10 |
090806 |
198.65 |
198.65 |
198.65 |
198.65 |
+0.81 |
515 |
3,525 |
+175 |
| Mar10 |
090806 |
196.40 |
201.00 |
196.40 |
201.00 |
+0.91 |
889 |
4,676 |
-107 |
| Apr10 |
090806 |
214.25 |
214.25 |
214.25 |
214.25 |
+1.01 |
191 |
4,443 |
+67 |
| May10 |
090806 |
215.50 |
215.50 |
215.50 |
215.50 |
+1.01 |
49 |
2,581 |
+0 |
| Jun10 |
090806 |
214.90 |
215.75 |
214.90 |
215.75 |
+1.01 |
111 |
2,118 |
+6 |
| Total Volume and Open Interest |
76,096 |
211,080 |
+2,639 |
| e-miNY RBOB Gasoline(NYM) |
| Sep09 |
090806 |
2.05 |
2.05 |
2.05 |
2.06 |
+0.01 |
|
|
|
| Oct09 |
090806 |
195.49 |
195.49 |
195.49 |
195.49 |
+0.79 |
|
|
|
| Nov09 |
090806 |
193.90 |
193.90 |
193.90 |
193.90 |
+0.61 |
|
|
|
| Dec09 |
090806 |
194.35 |
194.35 |
194.35 |
194.35 |
+0.54 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Sep09 |
090806 |
4.023 |
4.075 |
3.735 |
3.743 |
-0.299 |
107,705 |
171,638 |
-4,710 |
| Oct09 |
090806 |
4.307 |
4.354 |
3.997 |
4.007 |
-0.321 |
30,455 |
94,611 |
+692 |
| Nov09 |
090806 |
5.048 |
5.081 |
4.760 |
4.768 |
-0.289 |
13,677 |
42,937 |
-221 |
| Dec09 |
090806 |
5.725 |
5.799 |
5.485 |
5.485 |
-0.262 |
8,155 |
45,626 |
+71 |
| Jan10 |
090806 |
6.033 |
6.034 |
5.736 |
5.744 |
-0.259 |
9,125 |
47,765 |
+894 |
| Feb10 |
090806 |
6.004 |
6.004 |
5.771 |
5.771 |
-0.249 |
2,395 |
23,372 |
+544 |
| Mar10 |
090806 |
5.946 |
5.948 |
5.710 |
5.716 |
-0.239 |
4,235 |
37,627 |
+161 |
| Apr10 |
090806 |
5.875 |
5.877 |
5.646 |
5.646 |
-0.219 |
2,584 |
38,831 |
+391 |
| May10 |
090806 |
5.895 |
5.895 |
5.703 |
5.703 |
-0.209 |
823 |
19,550 |
+273 |
| Jun10 |
090806 |
6.026 |
6.027 |
5.795 |
5.795 |
-0.205 |
145 |
9,629 |
-8 |
| Jul10 |
090806 |
6.062 |
6.070 |
5.910 |
5.910 |
-0.201 |
639 |
10,093 |
+118 |
| Aug10 |
090806 |
6.157 |
6.157 |
6.003 |
6.003 |
-0.198 |
1,422 |
8,788 |
-391 |
| Sep10 |
090806 |
6.220 |
6.221 |
6.066 |
6.066 |
-0.195 |
422 |
6,757 |
-130 |
| Oct10 |
090806 |
6.383 |
6.383 |
6.181 |
6.181 |
-0.190 |
725 |
18,964 |
+238 |
| Nov10 |
090806 |
6.705 |
6.705 |
6.551 |
6.551 |
-0.183 |
56 |
6,104 |
-3 |
| Dec10 |
090806 |
7.040 |
7.040 |
6.903 |
6.911 |
-0.177 |
50 |
13,496 |
+2 |
| Total Volume and Open Interest |
184,012 |
712,429 |
-1,757 |
| Brent Crude Oil(ICE) |
| Sep09 |
090806 |
75.18 |
76.00 |
74.00 |
74.83 |
-0.68 |
89,387 |
101,547 |
-5,176 |
| Oct09 |
090806 |
75.46 |
76.25 |
74.31 |
75.24 |
-0.59 |
49,884 |
157,153 |
+1,609 |
| Nov09 |
090806 |
76.05 |
76.96 |
75.10 |
76.06 |
-0.49 |
27,880 |
52,664 |
-183 |
| Dec09 |
090806 |
76.59 |
77.71 |
75.86 |
76.85 |
-0.42 |
28,376 |
102,324 |
+1,039 |
| Jan10 |
090806 |
78.24 |
78.28 |
76.62 |
77.55 |
-0.36 |
4,604 |
32,065 |
-449 |
| Feb10 |
090806 |
78.85 |
78.85 |
77.26 |
78.17 |
-0.33 |
2,767 |
17,880 |
+69 |
| Mar10 |
090806 |
79.41 |
79.43 |
78.03 |
78.79 |
-0.31 |
1,896 |
14,090 |
+39 |
| Apr10 |
090806 |
79.97 |
80.01 |
78.63 |
79.36 |
-0.30 |
974 |
7,486 |
+1 |
| May10 |
090806 |
80.49 |
80.56 |
79.06 |
79.88 |
-0.30 |
963 |
6,005 |
-145 |
| Jun10 |
090806 |
81.00 |
81.14 |
79.55 |
80.35 |
-0.30 |
2,748 |
42,574 |
+727 |
| Jul10 |
090806 |
80.74 |
80.74 |
80.74 |
80.74 |
-0.26 |
691 |
9,772 |
+127 |
| Aug10 |
090806 |
81.04 |
81.04 |
81.04 |
81.04 |
-0.22 |
426 |
6,545 |
-60 |
| Sep10 |
090806 |
81.32 |
81.32 |
81.32 |
81.32 |
-0.18 |
355 |
3,193 |
-14 |
| Oct10 |
090806 |
81.60 |
81.60 |
81.60 |
81.60 |
-0.14 |
315 |
3,300 |
+25 |
| Total Volume and Open Interest |
229,075 |
706,079 |
-4,025 |
| Gas Oil(ICE) |
| Aug09 |
090806 |
612.00 |
618.00 |
605.50 |
611.00 |
+4.00 |
23,300 |
38,470 |
-4,637 |
| Sep09 |
090806 |
618.75 |
624.75 |
611.75 |
617.00 |
+4.00 |
44,028 |
98,915 |
+1,527 |
| Oct09 |
090806 |
624.00 |
630.75 |
618.25 |
623.75 |
+4.00 |
16,819 |
51,408 |
+695 |
| Nov09 |
090806 |
631.25 |
637.50 |
626.00 |
631.00 |
+4.00 |
9,645 |
37,360 |
-150 |
| Dec09 |
090806 |
639.00 |
646.25 |
633.50 |
638.75 |
+3.75 |
11,385 |
61,220 |
-574 |
| Jan10 |
090806 |
651.50 |
654.25 |
644.75 |
647.50 |
+3.75 |
3,575 |
41,108 |
+573 |
| Feb10 |
090806 |
654.25 |
654.50 |
652.75 |
654.50 |
+3.50 |
902 |
18,889 |
+467 |
| Mar10 |
090806 |
664.75 |
667.00 |
659.00 |
660.75 |
+4.00 |
640 |
20,570 |
+120 |
| Apr10 |
090806 |
670.25 |
670.25 |
664.50 |
666.25 |
+4.00 |
623 |
11,618 |
+66 |
| May10 |
090806 |
675.25 |
676.00 |
669.50 |
671.50 |
+4.25 |
588 |
9,405 |
+41 |
| Total Volume and Open Interest |
117,960 |
514,501 |
-2,290 |
| Ethanol(CBOT) |
| Aug09 |
090805 |
1.637 |
1.637 |
1.635 |
1.635 |
-0.023 |
9 |
78 |
+0 |
| Sep09 |
090806 |
1.598 |
1.598 |
1.540 |
1.560 |
-0.057 |
14 |
485 |
-28 |
| Oct09 |
090806 |
1.535 |
1.545 |
1.530 |
1.545 |
-0.044 |
11 |
384 |
-13 |
| Nov09 |
090806 |
1.530 |
1.540 |
1.515 |
1.528 |
-0.044 |
20 |
257 |
-28 |
| Dec09 |
090806 |
1.550 |
1.550 |
1.515 |
1.528 |
-0.047 |
20 |
325 |
-35 |
| Jan10 |
090806 |
1.526 |
1.526 |
1.520 |
1.520 |
-0.055 |
20 |
483 |
-39 |
| Feb10 |
090806 |
1.540 |
1.540 |
1.540 |
1.540 |
-0.050 |
2 |
408 |
-27 |
| Mar10 |
090806 |
1.540 |
1.540 |
1.540 |
1.540 |
-0.050 |
0 |
520 |
-59 |
| Total Volume and Open Interest |
114 |
3,617 |
-247 |
| US Dollar Index(ICE) |
| Sep09 |
090806 |
77.700 |
78.240 |
77.590 |
78.155 |
+0.550 |
5,461 |
26,434 |
+1,235 |
| Dec09 |
090806 |
78.000 |
78.505 |
77.950 |
78.470 |
+0.555 |
51 |
2,187 |
+23 |
| Mar10 |
090806 |
78.740 |
78.740 |
78.740 |
78.740 |
+0.555 |
|
|
|
| Total Volume and Open Interest |
5,512 |
28,621 |
+1,258 |
| Australian Dollar(CME) |
| Sep09 |
090806 |
83.88 |
84.45 |
83.45 |
83.58 |
-0.37 |
67,871 |
106,010 |
+1,878 |
| Dec09 |
090806 |
83.48 |
83.68 |
82.85 |
82.96 |
-0.37 |
92 |
458 |
+57 |
| Mar10 |
090806 |
82.29 |
82.68 |
82.29 |
82.29 |
-0.39 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
67,963 |
106,484 |
+1,935 |
| British Pound(CME) |
| Sep09 |
090806 |
169.87 |
170.29 |
167.50 |
167.74 |
-2.44 |
102,748 |
106,547 |
+3,770 |
| Dec09 |
090806 |
169.80 |
170.15 |
167.50 |
167.71 |
-2.44 |
111 |
754 |
-56 |
| Mar10 |
090806 |
167.68 |
170.11 |
167.68 |
167.68 |
-2.43 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
102,859 |
107,334 |
+3,714 |
| Canadian Dollar(CME) |
| Sep09 |
090806 |
93.42 |
93.69 |
92.60 |
92.72 |
-0.81 |
61,710 |
101,468 |
+3,545 |
| Dec09 |
090806 |
93.33 |
93.68 |
92.65 |
92.74 |
-0.82 |
222 |
2,793 |
+111 |
| Mar10 |
090806 |
93.01 |
93.57 |
92.76 |
92.76 |
-0.81 |
6 |
647 |
+5 |
| Jun10 |
090806 |
92.80 |
93.58 |
92.78 |
92.78 |
-0.80 |
0 |
135 |
+0 |
| Total Volume and Open Interest |
61,938 |
105,218 |
+3,661 |
| Japanese Yen(CME) |
| Sep09 |
090806 |
105.39 |
105.55 |
104.40 |
104.81 |
-0.55 |
94,369 |
79,796 |
+532 |
| Dec09 |
090806 |
105.31 |
105.61 |
104.52 |
104.91 |
-0.55 |
27 |
274 |
-2 |
| Mar10 |
090806 |
105.08 |
105.63 |
104.94 |
105.08 |
-0.55 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
94,396 |
80,091 |
+530 |
| Swiss Franc(CME) |
| Sep09 |
090806 |
94.26 |
94.34 |
93.66 |
93.86 |
-0.47 |
33,350 |
42,082 |
+388 |
| Dec09 |
090806 |
94.18 |
94.43 |
93.80 |
93.96 |
-0.47 |
9 |
132 |
+8 |
| Mar10 |
090806 |
94.12 |
94.59 |
94.12 |
94.12 |
-0.47 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
33,359 |
42,223 |
+396 |
| EuroFX(CME) |
| Sep09 |
090806 |
144.15 |
144.33 |
143.29 |
143.43 |
-0.87 |
168,745 |
135,969 |
-2,912 |
| Dec09 |
090806 |
144.02 |
144.27 |
143.31 |
143.43 |
-0.86 |
106 |
1,845 |
+24 |
| Mar10 |
090806 |
143.92 |
144.30 |
143.44 |
143.44 |
-0.86 |
0 |
370 |
+0 |
| Total Volume and Open Interest |
168,851 |
138,189 |
-2,888 |
| Mexican Peso(CME) |
| Aug09 |
090806 |
767.5 |
768.0 |
767.5 |
767.5 |
-0.5 |
|
|
|
| Sep09 |
090806 |
763.2 |
769.5 |
761.2 |
763.0 |
-0.5 |
8,623 |
60,398 |
+1,323 |
| Total Volume and Open Interest |
8,628 |
62,079 |
+1,323 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090806 |
116~045 |
116~275 |
115~175 |
116~150 |
+0~120 |
272,091 |
678,306 |
-14,547 |
| Dec09 |
090806 |
115~020 |
115~145 |
114~140 |
115~050 |
+0~120 |
1,599 |
3,926 |
+1,020 |
| Mar10 |
090806 |
114~140 |
114~140 |
113~260 |
114~060 |
+0~120 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
273,690 |
682,275 |
-13,527 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090806 |
115~185 |
116~000 |
115~105 |
115~240 |
+0~075 |
766,545 |
1,069,000 |
-6,831 |
| Dec09 |
090806 |
113~300 |
114~130 |
113~290 |
114~095 |
+0~075 |
936 |
9,151 |
+550 |
| Mar10 |
090806 |
113~095 |
113~095 |
113~020 |
113~095 |
+0~075 |
|
|
|
| Total Volume and Open Interest |
767,481 |
1,078,151 |
-6,281 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090806 |
114~074 |
114~076 |
114~062 |
114~076 |
+0~032 |
1,115 |
795,322 |
-6,365 |
| Dec09 |
090806 |
112~118 |
113~022 |
112~118 |
113~022 |
+0~015 |
2,073 |
15,482 |
+189 |
| Mar10 |
090806 |
113~022 |
113~022 |
113~007 |
113~022 |
+0~015 |
|
|
|
| Total Volume and Open Interest |
388,626 |
810,804 |
-6,176 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090806 |
108~011 |
108~014 |
108~007 |
108~011 |
unch |
3,182 |
655,420 |
+6,834 |
| Dec09 |
090806 |
107~053 |
107~053 |
107~049 |
107~053 |
+0~004 |
2 |
1,605 |
+1 |
| Mar10 |
090806 |
107~053 |
107~053 |
107~049 |
107~053 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
140,145 |
657,025 |
+6,835 |
| Eurodollars(CME) |
| Sep09 |
090806 |
99.515 |
99.525 |
99.505 |
99.510 |
-0.005 |
105,093 |
999,638 |
-15,611 |
| Dec09 |
090806 |
99.250 |
99.270 |
99.230 |
99.245 |
-0.005 |
180,142 |
955,763 |
+5,325 |
| Mar10 |
090806 |
98.890 |
98.920 |
98.860 |
98.885 |
unch |
248,667 |
914,918 |
-13,243 |
| Jun10 |
090806 |
98.435 |
98.490 |
98.410 |
98.445 |
+0.010 |
251,721 |
650,106 |
-1,549 |
| Sep10 |
090806 |
97.985 |
98.055 |
97.955 |
98.005 |
+0.015 |
291,871 |
590,096 |
+6,458 |
| Dec10 |
090806 |
97.535 |
97.620 |
97.515 |
97.575 |
+0.025 |
212,394 |
661,906 |
-6,321 |
| Mar11 |
090806 |
97.175 |
97.250 |
97.140 |
97.220 |
+0.035 |
187,412 |
364,990 |
-6,667 |
| Jun11 |
090806 |
96.835 |
96.915 |
96.800 |
96.885 |
+0.040 |
146,706 |
352,317 |
-11,613 |
| Sep11 |
090806 |
96.555 |
96.625 |
96.505 |
96.595 |
+0.040 |
55,957 |
239,396 |
+2,188 |
| Dec11 |
090806 |
96.285 |
96.355 |
96.235 |
96.315 |
+0.035 |
37,390 |
171,966 |
-232 |
| Mar12 |
090806 |
96.090 |
96.165 |
96.040 |
96.115 |
+0.030 |
38,479 |
128,520 |
-520 |
| Jun12 |
090806 |
95.910 |
95.980 |
95.860 |
95.925 |
+0.025 |
26,717 |
121,223 |
-1,039 |
| Sep12 |
090806 |
95.745 |
95.805 |
95.695 |
95.755 |
+0.025 |
10,909 |
65,278 |
-323 |
| Dec12 |
090806 |
95.575 |
95.640 |
95.540 |
95.580 |
+0.020 |
7,211 |
58,213 |
-536 |
| Mar13 |
090806 |
95.465 |
95.535 |
95.430 |
95.470 |
+0.015 |
4,814 |
60,492 |
-308 |
| Jun13 |
090806 |
95.350 |
95.425 |
95.315 |
95.355 |
+0.015 |
3,833 |
30,434 |
-523 |
| Sep13 |
090806 |
95.245 |
95.315 |
95.205 |
95.240 |
+0.010 |
2,598 |
38,429 |
-160 |
| Dec13 |
090806 |
95.120 |
95.195 |
95.080 |
95.110 |
+0.010 |
2,430 |
27,066 |
-281 |
| Total Volume and Open Interest |
1,831,364 |
6,599,391 |
-45,072 |
| 30 Day Federal Funds(CBOT) |
| Aug09 |
090806 |
99.820 |
99.825 |
99.820 |
99.820 |
unch |
2,826 |
53,522 |
+1,513 |
| Sep09 |
090806 |
99.805 |
99.810 |
99.800 |
99.805 |
+0.005 |
948 |
36,920 |
+17 |
| Oct09 |
090806 |
99.790 |
99.795 |
99.785 |
99.790 |
unch |
1,504 |
28,184 |
-338 |
| Nov09 |
090806 |
99.750 |
99.760 |
99.750 |
99.755 |
unch |
1,926 |
53,429 |
+444 |
| Dec09 |
090806 |
99.715 |
99.725 |
99.715 |
99.715 |
unch |
2,031 |
39,780 |
+185 |
| Jan10 |
090806 |
99.670 |
99.680 |
99.670 |
99.670 |
unch |
4,421 |
28,574 |
+1,137 |
| Total Volume and Open Interest |
25,222 |
344,601 |
+4,540 |
| 30 Day Fed Funds(e-CBOT) |
| 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 |
| Jan10 |
090519 |
99.600 |
99.615 |
99.595 |
99.615 |
+0.015 |
3,185 |
25,864 |
+377 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Sep09 |
090806 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Dec09 |
090806 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
| Mar10 |
090806 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Jun10 |
090806 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.02 |
|
|
|
| Sep10 |
090806 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
|
|
|
| Dec10 |
090806 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.02 |
|
|
|
| Mar11 |
090806 |
99.25 |
99.27 |
99.25 |
99.25 |
-0.02 |
|
|
|
| Jun11 |
090806 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.02 |
|
|
|
| Sep11 |
090806 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
|
|
|
| Dec11 |
090806 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090806 |
99.47 |
99.48 |
99.47 |
99.48 |
unch |
356 |
12,594 |
+249 |
| Dec09 |
090806 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
3,570 |
+0 |
| Mar10 |
090806 |
99.49 |
99.49 |
99.48 |
99.48 |
unch |
0 |
2,581 |
+0 |
| Jun10 |
090806 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
1,438 |
+0 |
| Sep10 |
090806 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
421 |
+0 |
| Dec10 |
090806 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
420 |
+0 |
| Mar11 |
090806 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
0 |
412 |
+0 |
| Jun11 |
090806 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
52 |
+0 |
| Total Volume and Open Interest |
356 |
22,848 |
-163 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090731 |
138.51 |
138.55 |
138.01 |
138.06 |
-0.35 |
2,530 |
14,612 |
+1,010 |
| Dec09 |
090806 |
137.11 |
137.11 |
137.11 |
137.11 |
-0.13 |
0 |
1 |
+0 |
| Mar10 |
090806 |
136.88 |
136.88 |
136.88 |
136.88 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
2,743 |
13,838 |
-124 |
| Euro-Bund(EUREX) |
| Sep09 |
090806 |
121.31 |
122.04 |
121.06 |
121.43 |
-0.24 |
634,134 |
872,460 |
-6,415 |
| Dec09 |
090806 |
119.83 |
120.52 |
119.83 |
120.03 |
-0.24 |
3,594 |
15,127 |
+1,967 |
| Mar10 |
090806 |
119.52 |
120.00 |
119.52 |
119.67 |
-0.25 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
637,729 |
887,589 |
-4,447 |
| Euro-Bobl(EUREX) |
| Sep09 |
090806 |
115.26 |
115.68 |
115.17 |
115.31 |
-0.84 |
288,273 |
641,472 |
+12,201 |
| Dec09 |
090806 |
114.23 |
114.23 |
113.81 |
113.92 |
-0.17 |
151 |
933 |
+140 |
| Mar10 |
090806 |
113.79 |
113.79 |
113.79 |
113.79 |
-0.17 |
|
|
|
| Total Volume and Open Interest |
330,711 |
614,305 |
-21,721 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090806 |
98.955 |
98.970 |
98.940 |
98.970 |
+0.005 |
243 |
5,816 |
+88 |
| Mar10 |
090806 |
98.740 |
98.745 |
98.740 |
98.745 |
unch |
50 |
2,829 |
-49 |
| Total Volume and Open Interest |
872 |
34,021 |
-60 |
| Long Gilt(LIFFE) |
| Sep09 |
090806 |
116~29 |
120~00 |
116~28 |
118~00 |
+0~25 |
96,800 |
237,057 |
+7,034 |
| Dec09 |
090806 |
116~15 |
116~15 |
116~15 |
116~15 |
+0~25 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
96,800 |
237,207 |
+7,034 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090806 |
99.14 |
99.25 |
99.14 |
99.21 |
+0.06 |
53,166 |
264,369 |
+2,347 |
| Dec09 |
090806 |
98.79 |
99.06 |
98.78 |
98.97 |
+0.16 |
79,001 |
286,081 |
-3,622 |
| Mar10 |
090806 |
98.33 |
98.61 |
98.31 |
98.54 |
+0.18 |
86,133 |
339,349 |
+1,081 |
| Jun10 |
090806 |
97.78 |
98.11 |
97.76 |
97.99 |
+0.17 |
73,467 |
281,679 |
-847 |
| Sep10 |
090806 |
97.26 |
97.58 |
97.23 |
97.42 |
+0.13 |
75,375 |
243,275 |
+1,998 |
| Dec10 |
090806 |
96.74 |
97.06 |
96.71 |
96.88 |
+0.10 |
63,589 |
253,876 |
+3,387 |
| Total Volume and Open Interest |
495,386 |
2,167,404 |
+12,681 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090806 |
99.125 |
99.145 |
99.115 |
99.145 |
+0.010 |
117,517 |
625,427 |
-2,991 |
| Dec09 |
090806 |
98.945 |
98.980 |
98.930 |
98.970 |
+0.005 |
103,019 |
521,385 |
-3,776 |
| Mar10 |
090806 |
98.725 |
98.770 |
98.695 |
98.745 |
unch |
133,155 |
445,329 |
-2,492 |
| Total Volume and Open Interest |
871,632 |
3,104,113 |
-30,554 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090806 |
96.65 |
96.66 |
96.51 |
96.54 |
-0.09 |
16,620 |
290,919 |
-4,530 |
| Dec09 |
090806 |
96.26 |
96.29 |
96.14 |
96.17 |
-0.10 |
18,773 |
286,424 |
-295 |
| Mar10 |
090806 |
95.77 |
95.80 |
95.62 |
95.64 |
-0.14 |
11,280 |
158,476 |
-2,274 |
| Jun10 |
090806 |
95.28 |
95.31 |
95.12 |
95.14 |
-0.16 |
5,432 |
94,645 |
+19 |
| Sep10 |
090806 |
94.91 |
94.91 |
94.75 |
94.77 |
-0.13 |
2,829 |
59,789 |
-466 |
| Dec10 |
090806 |
94.57 |
94.58 |
94.44 |
94.46 |
-0.12 |
3,887 |
38,063 |
+917 |
| Mar11 |
090806 |
94.27 |
94.29 |
94.19 |
94.21 |
-0.07 |
1,552 |
18,180 |
-413 |
| Jun11 |
090806 |
94.01 |
94.04 |
93.95 |
93.96 |
-0.06 |
1,098 |
14,316 |
+712 |
| Sep11 |
090806 |
93.80 |
93.80 |
93.77 |
93.77 |
-0.03 |
58 |
3,483 |
+0 |
| Dec11 |
090806 |
93.57 |
93.57 |
93.57 |
93.57 |
+0.01 |
0 |
613 |
+0 |
| Total Volume and Open Interest |
61,529 |
965,962 |
-6,330 |
| 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 |
090806 |
94.34 |
94.34 |
94.34 |
94.34 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
27,472 |
362,451 |
+8,677 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090806 |
94.93 |
94.95 |
94.82 |
94.85 |
-0.08 |
89,948 |
708,081 |
+27,204 |
| Dec09 |
090806 |
94.85 |
94.85 |
94.85 |
94.85 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
89,948 |
708,081 |
+27,204 |
| Gold(CMX) |
| Aug09 |
090806 |
964.1 |
971.1 |
956.5 |
960.7 |
-3.5 |
565 |
2,290 |
-786 |
| Oct09 |
090806 |
964.4 |
972.7 |
957.0 |
961.5 |
-3.5 |
5,742 |
25,408 |
-435 |
| Dec09 |
090806 |
965.0 |
974.3 |
958.2 |
962.9 |
-3.4 |
94,661 |
264,438 |
+10,745 |
| Feb10 |
090806 |
967.6 |
972.4 |
961.0 |
964.4 |
-3.3 |
1,208 |
17,287 |
-73 |
| Apr10 |
090806 |
967.6 |
976.8 |
961.2 |
965.8 |
-3.2 |
648 |
19,839 |
+204 |
| Jun10 |
090806 |
967.6 |
970.5 |
967.6 |
967.6 |
-3.1 |
423 |
12,644 |
+62 |
| Aug10 |
090806 |
969.6 |
972.7 |
969.6 |
969.6 |
-3.0 |
607 |
6,548 |
+198 |
| Oct10 |
090806 |
972.1 |
972.1 |
972.1 |
972.1 |
-2.8 |
0 |
3,550 |
+0 |
| Dec10 |
090806 |
973.6 |
984.1 |
971.5 |
975.1 |
-2.6 |
224 |
11,627 |
+121 |
| Feb11 |
090806 |
978.5 |
978.5 |
978.5 |
978.5 |
-2.4 |
0 |
1,012 |
+0 |
| Apr11 |
090806 |
1005.0 |
1005.0 |
982.2 |
982.2 |
-2.1 |
0 |
87 |
+0 |
| Jun11 |
090806 |
331.0 |
331.0 |
331.0 |
331.0 |
-1.8 |
0 |
7,869 |
+0 |
| Total Volume and Open Interest |
104,986 |
392,834 |
+9,446 |
| Silver(CMX) |
| Sep09 |
090806 |
1468.0 |
1503.5 |
1441.0 |
1464.5 |
-11.5 |
29,454 |
53,528 |
-650 |
| Dec09 |
090806 |
1474.5 |
1505.0 |
1446.0 |
1468.6 |
-11.4 |
3,735 |
26,379 |
+871 |
| Mar10 |
090806 |
1474.0 |
1501.0 |
1460.0 |
1472.1 |
-11.4 |
1,230 |
4,650 |
-1,156 |
| May10 |
090806 |
1476.0 |
1476.0 |
1457.0 |
1474.2 |
-11.4 |
1 |
2,260 |
-1 |
| Jul10 |
090806 |
1476.2 |
1476.2 |
1466.5 |
1476.2 |
-11.4 |
9 |
3,119 |
+0 |
| Sep10 |
090806 |
1478.7 |
1478.7 |
1467.0 |
1478.7 |
-11.0 |
58 |
619 |
+19 |
| Dec10 |
090806 |
1516.5 |
1516.5 |
1471.5 |
1484.1 |
-10.7 |
108 |
3,284 |
-9 |
| Total Volume and Open Interest |
34,601 |
99,477 |
-928 |
| Platinum(NYMEX) |
| Oct09 |
090806 |
1291.1 |
1293.0 |
1256.1 |
1263.4 |
-29.7 |
3,055 |
22,457 |
+242 |
| Jan10 |
090806 |
1296.0 |
1298.8 |
1268.9 |
1268.9 |
-29.7 |
25 |
815 |
-7 |
| Apr10 |
090806 |
1290.5 |
1290.5 |
1274.4 |
1274.4 |
-29.7 |
|
|
|
| Total Volume and Open Interest |
3,080 |
23,272 |
+235 |
| Palladium(NYMEX) |
| Sep09 |
090806 |
277.00 |
278.80 |
266.90 |
271.10 |
-8.10 |
1,738 |
15,305 |
-496 |
| Dec09 |
090806 |
278.00 |
279.80 |
271.00 |
272.25 |
-8.10 |
601 |
4,369 |
+571 |
| Mar10 |
090806 |
273.55 |
273.55 |
273.55 |
273.55 |
-8.10 |
82 |
104 |
+80 |
| Total Volume and Open Interest |
2,421 |
19,778 |
+155 |
| Copper(CMX) |
| Sep09 |
090806 |
281.90 |
282.05 |
272.30 |
275.20 |
-6.00 |
21,851 |
72,718 |
-797 |
| Dec09 |
090806 |
282.50 |
282.50 |
273.90 |
276.45 |
-5.95 |
5,286 |
31,941 |
+2,337 |
| Mar10 |
090806 |
276.50 |
279.90 |
274.80 |
276.30 |
-5.80 |
134 |
3,955 |
-34 |
| May10 |
090806 |
278.50 |
278.50 |
276.10 |
276.10 |
-5.70 |
80 |
980 |
+64 |
| Jul10 |
090806 |
275.90 |
275.90 |
275.90 |
275.90 |
-5.60 |
0 |
298 |
+0 |
| Total Volume and Open Interest |
27,988 |
121,925 |
+1,200 |
| Aluminum(CMX) |
| Aug09 |
090806 |
88.00 |
88.00 |
88.00 |
88.00 |
-3.75 |
|
|
|
| Sep09 |
090806 |
88.50 |
88.50 |
88.50 |
88.50 |
-3.75 |
|
|
|
| Oct09 |
090805 |
0.50 |
0.50 |
0.50 |
0.50 |
-3.55 |
|
|
|
| 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 |
090806 |
9236 |
9301 |
9172 |
9229 |
-16 |
620 |
11,345 |
-105 |
| Dec09 |
090806 |
9200 |
9200 |
9171 |
9171 |
-15 |
1 |
661 |
+0 |
| Mar10 |
090806 |
9120 |
9129 |
9120 |
9120 |
-9 |
0 |
2 |
+0 |
| Jun10 |
090806 |
9074 |
9090 |
9074 |
9074 |
-16 |
|
|
|
| Total Volume and Open Interest |
621 |
12,008 |
-105 |
| S & P 500(CME) |
| Sep09 |
090806 |
999.80 |
1007.30 |
989.80 |
994.90 |
-5.90 |
21,317 |
378,898 |
+2,312 |
| Dec09 |
090806 |
1000.00 |
1000.70 |
985.40 |
990.50 |
-5.90 |
0 |
9,667 |
+0 |
| Mar10 |
090806 |
986.70 |
997.60 |
981.60 |
986.70 |
-5.90 |
0 |
3,864 |
+0 |
| Jun10 |
090806 |
983.70 |
994.60 |
978.60 |
983.70 |
-5.90 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
21,317 |
392,613 |
+2,312 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090806 |
1000.25 |
1007.75 |
989.75 |
995.00 |
-5.75 |
1,874,293 |
2,517,204 |
+6,131 |
| Dec09 |
090806 |
995.25 |
1003.75 |
985.75 |
990.50 |
-6.00 |
2,234 |
28,406 |
+1,063 |
| Total Volume and Open Interest |
1,876,532 |
2,545,663 |
+7,194 |
| NASDAQ 100(CME) |
| Sep09 |
090806 |
1612.80 |
1622.30 |
1594.00 |
1601.30 |
-13.20 |
2,169 |
19,504 |
+759 |
| Dec09 |
090806 |
1599.00 |
1599.30 |
1599.00 |
1599.00 |
-13.30 |
0 |
13 |
+0 |
| Mar10 |
090806 |
1598.00 |
1598.30 |
1598.00 |
1598.00 |
-13.30 |
|
|
|
| Total Volume and Open Interest |
2,169 |
19,517 |
+759 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090806 |
1615.30 |
1624.50 |
1593.50 |
1601.30 |
-13.20 |
267,943 |
312,835 |
-3,383 |
| Dec09 |
090806 |
1613.00 |
1619.80 |
1592.30 |
1599.00 |
-13.30 |
196 |
3,051 |
+64 |
| Total Volume and Open Interest |
268,139 |
315,897 |
-3,319 |
| S & P Midcap 400(CME) |
| Sep09 |
090806 |
645.50 |
647.50 |
636.00 |
638.40 |
-5.30 |
25 |
2,699 |
-8 |
| Dec09 |
090806 |
636.40 |
636.40 |
636.20 |
636.40 |
-5.30 |
|
|
|
| Mar10 |
090806 |
634.40 |
634.40 |
634.20 |
634.40 |
-5.30 |
|
|
|
| Total Volume and Open Interest |
25 |
2,699 |
-8 |
| Russell 2000(CME) |
| Sep09 |
090806 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
7,787 |
+355 |
| Dec09 |
090806 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,632 |
-168 |
| Mar10 |
090806 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,255 |
-392 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090806 |
10270 |
10435 |
10260 |
10410 |
+160 |
101,140 |
192,263 |
+3,814 |
| Dec09 |
090806 |
10295 |
10395 |
10290 |
10370 |
+160 |
0 |
1,248 |
+0 |
| Total Volume and Open Interest |
101,774 |
202,669 |
+4,635 |
| Nikkei 225(SGX) |
| Sep09 |
090806 |
10270 |
10435 |
10260 |
10410 |
+160 |
101,140 |
192,263 |
+3,814 |
| Dec09 |
090806 |
10295 |
10395 |
10290 |
10370 |
+160 |
0 |
1,248 |
+0 |
| Mar10 |
090806 |
10390 |
10390 |
10390 |
10390 |
+160 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
101,774 |
202,669 |
+4,635 |
| CAC 40(EURONEXT) |
| Aug09 |
090806 |
3481.0 |
3513.0 |
3457.5 |
3478.5 |
+21.0 |
100,341 |
366,545 |
-9,989 |
| Sep09 |
090806 |
3480.5 |
3498.0 |
3457.0 |
3472.0 |
+21.0 |
607 |
51,614 |
-680 |
| Oct09 |
090806 |
3472.5 |
3472.5 |
3472.5 |
3472.5 |
+21.0 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
100,953 |
420,853 |
-10,669 |
| Hang Seng Index(HKFE) |
| Aug09 |
090806 |
20489 |
20893 |
20281 |
20870 |
+419 |
87,659 |
85,117 |
+1,834 |
| Sep09 |
090806 |
20450 |
20793 |
20195 |
20793 |
+436 |
1,063 |
3,687 |
+332 |
| Total Volume and Open Interest |
88,878 |
90,177 |
+2,244 |
| DAX(EUREX) |
| Sep09 |
090806 |
5400.0 |
5427.0 |
5337.0 |
5370.5 |
+9.5 |
109,593 |
154,289 |
+861 |
| Dec09 |
090806 |
5395.0 |
5426.0 |
5342.0 |
5373.5 |
+10.5 |
239 |
16,227 |
-3 |
| Mar10 |
090806 |
5402.5 |
5423.5 |
5356.0 |
5380.0 |
+10.5 |
293 |
1,488 |
+113 |
| Total Volume and Open Interest |
110,125 |
172,004 |
+971 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090806 |
4644.50 |
4708.50 |
4637.50 |
4664.00 |
+42.00 |
109,084 |
613,208 |
-4,377 |
| Dec09 |
090806 |
4615.00 |
4675.00 |
4615.00 |
4634.00 |
+42.00 |
45 |
4,170 |
+8 |
| Mar10 |
090806 |
4604.50 |
4631.00 |
4599.00 |
4599.00 |
+41.00 |
1 |
956 |
+1 |
| Total Volume and Open Interest |
109,130 |
618,829 |
-4,368 |
| SPI 200(SFE) |
| Sep09 |
090806 |
4208.0 |
4300.0 |
4195.0 |
4291.0 |
+74.0 |
30,814 |
238,965 |
+5,759 |
| Dec09 |
090806 |
4244.0 |
4301.0 |
4244.0 |
4301.0 |
+75.0 |
1 |
3,609 |
+0 |
| Mar10 |
090806 |
4277.0 |
4277.0 |
4277.0 |
4277.0 |
+75.0 |
0 |
4,373 |
+0 |
| Total Volume and Open Interest |
31,060 |
247,996 |
+6,002 |
| GSCI(CME) |
| Aug09 |
090806 |
476.00 |
477.00 |
470.00 |
471.90 |
-5.60 |
1,305 |
16,904 |
+763 |
| Sep09 |
090806 |
480.00 |
485.60 |
476.50 |
480.00 |
-5.50 |
50 |
55 |
+49 |
| Oct09 |
090806 |
488.00 |
494.00 |
486.50 |
488.00 |
-5.00 |
|
|
|
| Total Volume and Open Interest |
1,355 |
16,959 |
+812 |
| Reuters CCI(ICE) |
| 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. |
|
|