|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri August 07, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090807 |
1161.25 |
1192.00 |
1160.50 |
1184.50 |
+14.00 |
2,034 |
5,205 |
-684 |
| Sep09 |
090807 |
1079.00 |
1097.25 |
1069.25 |
1090.50 |
+11.00 |
11,434 |
30,981 |
+371 |
| Nov09 |
090807 |
1030.00 |
1046.75 |
1020.00 |
1038.50 |
+8.50 |
90,098 |
246,486 |
+2,437 |
| Jan10 |
090807 |
1032.50 |
1049.00 |
1025.00 |
1041.25 |
+7.25 |
8,802 |
44,093 |
+2,123 |
| Mar10 |
090807 |
1023.25 |
1045.00 |
1023.25 |
1035.50 |
+5.50 |
4,803 |
20,349 |
+684 |
| May10 |
090807 |
1011.00 |
1030.00 |
1008.25 |
1021.50 |
+6.50 |
5,466 |
15,999 |
+1,107 |
| Jul10 |
090807 |
1010.00 |
1027.00 |
1010.00 |
1020.00 |
+5.00 |
4,120 |
18,444 |
+420 |
| Total Volume and Open Interest |
129,032 |
401,831 |
+6,503 |
| Soybean Meal(CBOT) |
| Aug09 |
090807 |
368.00 |
374.50 |
365.50 |
374.50 |
+7.00 |
2,478 |
4,638 |
-889 |
| Sep09 |
090807 |
339.50 |
345.00 |
336.80 |
344.20 |
+4.70 |
13,114 |
40,142 |
-359 |
| Oct09 |
090807 |
317.50 |
324.30 |
316.50 |
323.50 |
+4.50 |
3,323 |
24,049 |
+195 |
| Dec09 |
090807 |
314.60 |
320.00 |
311.30 |
319.00 |
+4.50 |
25,340 |
75,569 |
+1,066 |
| Jan10 |
090807 |
311.30 |
316.70 |
310.90 |
315.70 |
+4.00 |
1,433 |
8,416 |
+417 |
| Mar10 |
090807 |
309.40 |
312.20 |
307.30 |
311.40 |
+3.70 |
984 |
6,129 |
-13 |
| May10 |
090807 |
299.50 |
305.10 |
299.50 |
303.90 |
+3.20 |
1,238 |
8,754 |
-156 |
| Jul10 |
090807 |
301.90 |
303.20 |
298.50 |
303.10 |
+2.90 |
391 |
3,505 |
+22 |
| Total Volume and Open Interest |
48,446 |
174,950 |
+270 |
| Soybean Oil(CBOT) |
| Aug09 |
090807 |
36.76 |
37.27 |
36.45 |
36.78 |
-0.05 |
8,497 |
5,100 |
-1,964 |
| Sep09 |
090807 |
36.92 |
37.40 |
36.55 |
36.92 |
-0.05 |
16,697 |
51,883 |
-1,138 |
| Oct09 |
090807 |
37.03 |
37.59 |
36.84 |
37.10 |
-0.06 |
4,250 |
23,221 |
-236 |
| Dec09 |
090807 |
37.48 |
37.98 |
37.12 |
37.49 |
-0.05 |
28,744 |
121,286 |
-761 |
| Jan10 |
090807 |
37.70 |
38.30 |
37.70 |
37.84 |
-0.05 |
1,396 |
14,711 |
+374 |
| Mar10 |
090807 |
38.41 |
38.57 |
38.04 |
38.08 |
-0.07 |
739 |
7,912 |
+90 |
| May10 |
090807 |
37.97 |
38.66 |
37.93 |
38.20 |
-0.08 |
672 |
7,949 |
-1 |
| Jul10 |
090807 |
38.67 |
38.81 |
38.36 |
38.36 |
-0.08 |
259 |
5,256 |
+96 |
| Total Volume and Open Interest |
61,307 |
245,803 |
-3,515 |
| Canola(WCE) |
| Nov09 |
090807 |
427.5 |
430.9 |
423.1 |
428.7 |
-0.4 |
6,151 |
87,329 |
+766 |
| Jan10 |
090807 |
427.1 |
435.3 |
427.1 |
432.8 |
-0.3 |
1,295 |
11,426 |
+7 |
| Mar10 |
090807 |
424.7 |
436.3 |
424.7 |
436.3 |
-0.3 |
71 |
1,697 |
+16 |
| May10 |
090807 |
440.8 |
440.8 |
440.8 |
440.8 |
-0.3 |
250 |
559 |
-18 |
| Jul10 |
090807 |
446.1 |
446.1 |
446.1 |
446.1 |
-1.0 |
100 |
677 |
+60 |
| Total Volume and Open Interest |
7,867 |
101,754 |
+831 |
| Corn(CBOT) |
| Sep09 |
090807 |
332.00 |
334.00 |
321.50 |
322.00 |
-10.50 |
75,758 |
223,967 |
-866 |
| Dec09 |
090807 |
340.00 |
340.25 |
326.00 |
326.50 |
-13.75 |
137,006 |
431,367 |
+5,033 |
| Mar10 |
090807 |
352.75 |
353.50 |
339.75 |
340.00 |
-13.75 |
10,300 |
78,517 |
+1,576 |
| May10 |
090807 |
361.25 |
362.25 |
349.50 |
349.50 |
-13.75 |
1,498 |
18,645 |
+515 |
| Jul10 |
090807 |
370.00 |
371.25 |
357.25 |
357.50 |
-14.00 |
2,626 |
53,146 |
+86 |
| Sep10 |
090807 |
378.00 |
379.00 |
364.50 |
364.50 |
-14.50 |
389 |
7,758 |
+51 |
| Total Volume and Open Interest |
230,724 |
877,803 |
+6,902 |
| Wheat(CBOT) |
| Sep09 |
090807 |
501.00 |
505.00 |
488.00 |
489.50 |
-10.75 |
49,325 |
117,183 |
-613 |
| Dec09 |
090807 |
529.00 |
532.25 |
515.50 |
516.75 |
-11.50 |
34,853 |
139,978 |
+5,420 |
| Mar10 |
090807 |
547.50 |
549.75 |
535.00 |
536.00 |
-11.00 |
5,434 |
19,498 |
+758 |
| May10 |
090807 |
558.25 |
561.75 |
548.25 |
548.25 |
-11.25 |
334 |
2,835 |
+190 |
| Jul10 |
090807 |
571.00 |
572.75 |
558.00 |
559.50 |
-11.25 |
926 |
41,021 |
-25 |
| Total Volume and Open Interest |
91,108 |
327,718 |
+5,786 |
| Wheat(KCBT) |
| Sep09 |
090807 |
535.25 |
539.50 |
522.75 |
525.25 |
-8.75 |
7,904 |
34,644 |
-714 |
| Dec09 |
090807 |
552.75 |
556.25 |
539.50 |
542.00 |
-9.00 |
4,910 |
42,872 |
+605 |
| Mar10 |
090807 |
570.00 |
570.50 |
556.75 |
559.00 |
-8.50 |
515 |
8,631 |
+88 |
| May10 |
090807 |
580.00 |
581.00 |
568.00 |
569.75 |
-8.25 |
39 |
1,270 |
+0 |
| Jul10 |
090807 |
590.00 |
594.00 |
577.75 |
580.25 |
-8.75 |
180 |
10,703 |
-13 |
| Total Volume and Open Interest |
13,648 |
100,324 |
+43 |
| Wheat(MGE) |
| Sep09 |
090807 |
578.50 |
582.75 |
571.25 |
573.25 |
-6.00 |
1,175 |
8,210 |
-213 |
| Dec09 |
090807 |
594.75 |
596.00 |
583.75 |
585.00 |
-7.00 |
1,305 |
15,008 |
+436 |
| Mar10 |
090807 |
609.50 |
612.00 |
600.00 |
600.75 |
-8.75 |
289 |
5,018 |
+83 |
| May10 |
090807 |
621.00 |
621.75 |
610.00 |
611.50 |
-7.25 |
55 |
1,628 |
+22 |
| Jul10 |
090807 |
629.00 |
630.75 |
619.75 |
621.00 |
-6.75 |
119 |
5,515 |
+5 |
| Total Volume and Open Interest |
2,981 |
36,712 |
+310 |
| Oats(CBOT) |
| Sep09 |
090807 |
204.50 |
205.00 |
194.75 |
199.25 |
-5.75 |
130 |
1,971 |
-10 |
| Dec09 |
090807 |
219.50 |
219.50 |
208.25 |
211.00 |
-8.00 |
289 |
10,067 |
-121 |
| Mar10 |
090807 |
230.50 |
231.50 |
222.00 |
223.50 |
-8.00 |
80 |
1,594 |
+20 |
| May10 |
090807 |
231.50 |
239.50 |
231.50 |
231.50 |
-8.00 |
0 |
89 |
+0 |
| Total Volume and Open Interest |
499 |
13,724 |
-111 |
| Rough Rice(CBOT) |
| Sep09 |
090807 |
13.69 |
13.94 |
13.69 |
13.86 |
+0.15 |
403 |
4,565 |
-19 |
| Nov09 |
090807 |
13.93 |
14.20 |
13.93 |
14.11 |
+0.16 |
355 |
3,979 |
+245 |
| Jan10 |
090807 |
14.12 |
14.25 |
14.12 |
14.25 |
+0.14 |
27 |
413 |
-8 |
| Mar10 |
090807 |
14.30 |
14.39 |
14.27 |
14.39 |
+0.12 |
2 |
454 |
-2 |
| Total Volume and Open Interest |
787 |
9,570 |
+216 |
| Live Cattle(CME) |
| Aug09 |
090807 |
83.000 |
84.050 |
82.700 |
83.850 |
+0.650 |
9,014 |
26,190 |
-1,972 |
| Oct09 |
090807 |
88.800 |
89.600 |
88.200 |
89.135 |
unch |
21,331 |
108,535 |
-254 |
| Dec09 |
090807 |
88.635 |
89.000 |
88.100 |
88.680 |
-0.220 |
7,626 |
62,317 |
+937 |
| Feb10 |
090807 |
88.750 |
89.350 |
88.350 |
89.080 |
+0.045 |
3,771 |
21,596 |
-111 |
| Apr10 |
090807 |
90.500 |
91.050 |
90.100 |
90.800 |
unch |
1,389 |
10,112 |
+165 |
| Jun10 |
090807 |
87.450 |
88.150 |
87.150 |
87.800 |
-0.100 |
475 |
4,742 |
+313 |
| Total Volume and Open Interest |
43,734 |
234,863 |
-817 |
| Feeder Cattle(CME) |
| Aug09 |
090807 |
100.350 |
101.500 |
100.250 |
101.350 |
+0.250 |
1,728 |
5,983 |
-747 |
| Sep09 |
090807 |
100.550 |
101.450 |
100.330 |
100.980 |
unch |
1,872 |
8,466 |
-63 |
| Oct09 |
090807 |
100.900 |
101.650 |
100.300 |
101.580 |
+0.350 |
2,280 |
7,236 |
-39 |
| Nov09 |
090807 |
101.250 |
102.300 |
101.000 |
102.285 |
+0.400 |
563 |
2,300 |
+43 |
| Jan10 |
090807 |
101.000 |
101.850 |
100.750 |
101.850 |
+0.650 |
155 |
876 |
+39 |
| Mar10 |
090807 |
100.700 |
101.400 |
100.700 |
101.300 |
+0.300 |
37 |
436 |
+3 |
| Apr10 |
090807 |
101.250 |
101.700 |
100.900 |
101.700 |
+0.400 |
6 |
41 |
+6 |
| Total Volume and Open Interest |
6,695 |
25,448 |
-719 |
| Lean Hogs(CME) |
| Aug09 |
090807 |
50.350 |
50.750 |
48.650 |
48.800 |
-2.280 |
4,003 |
7,467 |
-990 |
| Oct09 |
090807 |
46.985 |
47.130 |
44.630 |
44.900 |
-2.680 |
13,617 |
55,498 |
+822 |
| Dec09 |
090807 |
46.800 |
46.800 |
43.330 |
44.850 |
-0.935 |
7,821 |
37,196 |
+452 |
| Feb10 |
090807 |
50.750 |
52.300 |
49.100 |
52.200 |
+0.570 |
3,839 |
16,201 |
+898 |
| Apr10 |
090807 |
55.500 |
56.450 |
53.880 |
56.380 |
+0.330 |
1,644 |
6,639 |
+280 |
| May10 |
090807 |
60.985 |
62.000 |
59.500 |
62.000 |
+0.100 |
42 |
509 |
+2 |
| Jun10 |
090807 |
64.500 |
65.950 |
63.150 |
65.785 |
+0.285 |
812 |
3,650 |
+394 |
| Jul10 |
090807 |
62.850 |
65.400 |
62.735 |
65.350 |
+0.100 |
23 |
815 |
+17 |
| Total Volume and Open Interest |
31,861 |
128,551 |
+1,896 |
| Pork Bellies(CME) |
| Aug09 |
090807 |
51.785 |
51.785 |
51.750 |
51.750 |
-3.000 |
11 |
231 |
-1 |
| Feb10 |
090807 |
79.800 |
80.300 |
78.800 |
79.580 |
-0.720 |
49 |
279 |
-16 |
| Mar10 |
090807 |
79.500 |
79.500 |
79.500 |
79.500 |
-0.100 |
2 |
68 |
+1 |
| May10 |
090807 |
82.250 |
82.250 |
81.500 |
81.500 |
-0.800 |
4 |
27 |
+4 |
| Jul10 |
090807 |
84.500 |
84.500 |
84.500 |
84.500 |
unch |
|
|
|
| Total Volume and Open Interest |
66 |
605 |
-12 |
| Class III Milk(CME) |
| Aug09 |
090807 |
11.00 |
11.12 |
10.99 |
11.09 |
+0.10 |
101 |
4,128 |
-72 |
| Sep09 |
090807 |
12.50 |
12.75 |
12.44 |
12.69 |
+0.25 |
205 |
4,190 |
-117 |
| Oct09 |
090807 |
12.95 |
13.25 |
12.92 |
13.25 |
+0.35 |
208 |
3,861 |
-59 |
| Nov09 |
090807 |
13.25 |
13.50 |
13.15 |
13.49 |
+0.29 |
115 |
3,549 |
-40 |
| Dec09 |
090807 |
13.42 |
13.80 |
13.36 |
13.80 |
+0.44 |
107 |
3,195 |
-2 |
| Total Volume and Open Interest |
1,040 |
24,670 |
-255 |
| Cocoa(ICE) |
| Sep09 |
090807 |
2803 |
2850 |
2791 |
2837 |
+27 |
6,605 |
32,839 |
-3,289 |
| Dec09 |
090807 |
2848 |
2886 |
2828 |
2872 |
+21 |
3,058 |
41,271 |
+447 |
| Mar10 |
090807 |
2866 |
2895 |
2847 |
2888 |
+20 |
1,282 |
23,154 |
+1,237 |
| May10 |
090807 |
2872 |
2905 |
2855 |
2896 |
+22 |
41 |
5,189 |
+5 |
| Jul10 |
090807 |
2881 |
2904 |
2881 |
2904 |
+22 |
86 |
3,748 |
+56 |
| Sep10 |
090807 |
2887 |
2907 |
2887 |
2907 |
+22 |
5 |
2,727 |
-6 |
| Dec10 |
090807 |
2916 |
2916 |
2916 |
2916 |
+24 |
1 |
1,811 |
+0 |
| Total Volume and Open Interest |
11,078 |
114,302 |
-1,550 |
| Coffee "C"(ICE) |
| Sep09 |
090807 |
134.40 |
138.05 |
133.10 |
137.90 |
+3.20 |
7,341 |
48,595 |
-562 |
| Dec09 |
090807 |
137.15 |
141.20 |
136.15 |
141.00 |
+3.20 |
2,490 |
33,841 |
+1,293 |
| Mar10 |
090807 |
139.30 |
143.80 |
138.95 |
143.65 |
+3.10 |
424 |
13,451 |
+31 |
| May10 |
090807 |
141.60 |
145.30 |
141.60 |
145.25 |
+3.00 |
124 |
4,236 |
+50 |
| Jul10 |
090807 |
143.25 |
146.95 |
143.25 |
146.95 |
+3.05 |
35 |
1,524 |
-9 |
| Sep10 |
090807 |
144.90 |
148.70 |
144.90 |
148.70 |
+3.05 |
29 |
1,585 |
-13 |
| Total Volume and Open Interest |
10,450 |
104,627 |
+794 |
| Orange Juice(ICE) |
| Sep09 |
090807 |
100.10 |
102.60 |
98.75 |
101.95 |
+2.00 |
2,804 |
10,845 |
-1,316 |
| Nov09 |
090807 |
103.15 |
105.50 |
102.00 |
104.95 |
+1.70 |
1,921 |
15,575 |
+1,518 |
| Jan10 |
090807 |
107.30 |
108.15 |
107.30 |
107.85 |
+1.65 |
35 |
1,098 |
-20 |
| Mar10 |
090807 |
110.10 |
110.85 |
110.10 |
110.85 |
+1.55 |
5 |
2,319 |
+1 |
| May10 |
090807 |
113.70 |
113.70 |
113.70 |
113.70 |
+1.55 |
4 |
174 |
-1 |
| Jul10 |
090807 |
116.20 |
116.20 |
116.20 |
116.20 |
+1.55 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
4,770 |
30,253 |
+182 |
| Sugar #11(ICE) |
| Oct09 |
090807 |
19.99 |
20.85 |
19.91 |
20.81 |
+1.01 |
34,368 |
324,054 |
-132 |
| Mar10 |
090807 |
21.17 |
22.06 |
21.17 |
22.03 |
+0.96 |
25,393 |
197,329 |
+3,879 |
| May10 |
090807 |
20.32 |
21.05 |
20.32 |
21.05 |
+0.73 |
5,077 |
45,841 |
+861 |
| Jul10 |
090807 |
19.55 |
20.04 |
19.55 |
20.01 |
+0.47 |
5,085 |
86,471 |
-115 |
| Oct10 |
090807 |
19.27 |
19.80 |
19.27 |
19.75 |
+0.48 |
1,933 |
62,827 |
+189 |
| Total Volume and Open Interest |
75,543 |
799,023 |
+5,744 |
| Sugar #14(ICE) |
| Sep09 |
090807 |
24.73 |
24.73 |
24.73 |
24.73 |
+0.73 |
87 |
1,156 |
-260 |
| Total Volume and Open Interest |
87 |
1,156 |
-260 |
| London Cocoa(LCE) |
| Sep09 |
090806 |
1765 |
1770 |
1744 |
1745 |
-12 |
2,408 |
46,622 |
-993 |
| Dec09 |
090807 |
1774 |
1810 |
1767 |
1802 |
+29 |
2,457 |
41,551 |
+148 |
| Mar10 |
090807 |
1780 |
1814 |
1771 |
1807 |
+29 |
1,241 |
32,169 |
+210 |
| May10 |
090807 |
1779 |
1805 |
1766 |
1802 |
+33 |
526 |
19,309 |
+407 |
| Jul10 |
090807 |
1767 |
1800 |
1767 |
1800 |
+33 |
106 |
7,386 |
+36 |
| Sep10 |
090807 |
1798 |
1798 |
1798 |
1798 |
+33 |
0 |
3,144 |
+0 |
| Dec10 |
090807 |
1798 |
1798 |
1798 |
1798 |
+33 |
0 |
716 |
+0 |
| Total Volume and Open Interest |
7,870 |
152,446 |
-257 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090807 |
525.60 |
539.50 |
523.10 |
537.20 |
+18.30 |
3,508 |
46,359 |
+616 |
| Dec09 |
090807 |
535.10 |
551.00 |
533.80 |
549.40 |
+19.30 |
1,427 |
9,572 |
-68 |
| Mar10 |
090807 |
546.00 |
560.60 |
545.00 |
559.40 |
+19.30 |
464 |
14,617 |
-129 |
| May10 |
090807 |
536.10 |
551.60 |
536.10 |
549.40 |
+15.60 |
288 |
3,076 |
+135 |
| Aug10 |
090807 |
526.00 |
538.10 |
526.00 |
536.20 |
+13.30 |
534 |
4,550 |
+390 |
| Total Volume and Open Interest |
6,575 |
80,153 |
+1,261 |
| Cotton(ICE) |
| Oct09 |
090807 |
58.76 |
61.98 |
58.57 |
60.53 |
+1.55 |
33 |
1,947 |
-16 |
| Dec09 |
090807 |
60.67 |
63.51 |
60.26 |
62.43 |
+1.57 |
3,307 |
101,414 |
-23 |
| Mar10 |
090807 |
63.00 |
65.25 |
62.68 |
64.49 |
+1.51 |
422 |
16,569 |
+212 |
| May10 |
090807 |
65.67 |
65.67 |
65.67 |
65.67 |
+1.50 |
42 |
1,229 |
+19 |
| Jul10 |
090807 |
67.00 |
67.00 |
66.83 |
66.83 |
+1.50 |
16 |
3,158 |
-3 |
| Oct10 |
090807 |
67.98 |
67.98 |
67.98 |
67.98 |
+1.50 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
3,830 |
126,651 |
+195 |
| Lumber(CME) |
| Sep09 |
090807 |
204.2 |
207.3 |
195.2 |
197.1 |
-8.1 |
510 |
4,191 |
-258 |
| Nov09 |
090807 |
201.3 |
204.3 |
194.3 |
195.3 |
-9.0 |
326 |
3,706 |
-25 |
| Jan10 |
090807 |
220.0 |
220.4 |
210.9 |
215.0 |
-5.9 |
61 |
1,113 |
+32 |
| Mar10 |
090807 |
224.1 |
224.5 |
220.7 |
224.5 |
-1.6 |
1 |
64 |
+1 |
| Total Volume and Open Interest |
898 |
9,086 |
-250 |
| Crude Oil(NYM) |
| Sep09 |
090807 |
71.81 |
72.84 |
70.38 |
70.93 |
-1.01 |
307,551 |
309,605 |
-2,146 |
| Oct09 |
090807 |
73.60 |
74.51 |
72.28 |
72.78 |
-1.09 |
109,946 |
131,594 |
+5,409 |
| Nov09 |
090807 |
74.73 |
75.69 |
73.64 |
74.08 |
-1.13 |
45,859 |
65,805 |
-394 |
| Dec09 |
090807 |
75.87 |
76.55 |
74.49 |
74.91 |
-1.22 |
55,968 |
157,524 |
+45 |
| Jan10 |
090807 |
76.32 |
77.05 |
75.28 |
75.71 |
-1.23 |
8,819 |
36,473 |
+420 |
| Feb10 |
090807 |
77.71 |
78.00 |
76.44 |
76.44 |
-1.25 |
5,945 |
25,766 |
+1,170 |
| Mar10 |
090807 |
77.27 |
77.61 |
76.93 |
77.06 |
-1.28 |
3,825 |
19,661 |
+175 |
| Apr10 |
090807 |
78.37 |
78.37 |
77.52 |
77.60 |
-1.31 |
2,495 |
11,910 |
+547 |
| May10 |
090807 |
79.05 |
79.05 |
78.10 |
78.10 |
-1.34 |
3,353 |
11,989 |
+856 |
| Jun10 |
090807 |
79.40 |
80.14 |
78.43 |
78.58 |
-1.35 |
9,555 |
60,110 |
+503 |
| Jul10 |
090807 |
80.51 |
80.51 |
78.64 |
78.96 |
-1.32 |
2,345 |
30,317 |
+390 |
| Aug10 |
090807 |
79.23 |
79.23 |
79.23 |
79.23 |
-1.29 |
1,437 |
10,725 |
+464 |
| Sep10 |
090807 |
80.75 |
80.76 |
79.50 |
79.50 |
-1.26 |
1,511 |
15,805 |
+51 |
| Oct10 |
090807 |
79.77 |
79.77 |
79.77 |
79.77 |
-1.23 |
933 |
7,982 |
-180 |
| Nov10 |
090807 |
80.05 |
80.05 |
80.05 |
80.05 |
-1.21 |
696 |
8,694 |
+45 |
| Dec10 |
090807 |
80.66 |
81.68 |
80.00 |
80.34 |
-1.19 |
14,252 |
89,251 |
-1,377 |
| Total Volume and Open Interest |
580,549 |
1,207,752 |
+5,154 |
| e-miNY Crude Oil(NYM) |
| Aug09 |
090720 |
63.525 |
64.875 |
63.225 |
63.975 |
+0.425 |
10,343 |
3,538 |
-857 |
| Sep09 |
090807 |
71.725 |
73.200 |
70.400 |
70.925 |
-1.025 |
12,160 |
5,963 |
+827 |
| Oct09 |
090807 |
73.600 |
74.850 |
72.375 |
72.775 |
-1.100 |
390 |
606 |
+54 |
| Nov09 |
090807 |
74.700 |
75.450 |
74.075 |
74.075 |
-1.125 |
158 |
484 |
+50 |
| Dec09 |
090807 |
75.525 |
76.150 |
74.650 |
74.900 |
-1.225 |
16 |
349 |
-1 |
| Jan10 |
090807 |
75.700 |
75.700 |
75.700 |
75.700 |
-1.250 |
0 |
116 |
+0 |
| Feb10 |
090807 |
76.450 |
76.450 |
76.450 |
76.450 |
-1.250 |
0 |
103 |
+0 |
| Mar10 |
090807 |
77.050 |
77.050 |
77.050 |
77.050 |
-1.300 |
0 |
5 |
+0 |
| Apr10 |
090807 |
77.600 |
77.600 |
77.600 |
77.600 |
-1.300 |
|
|
|
| May10 |
090807 |
78.100 |
78.100 |
78.100 |
78.100 |
-1.350 |
|
|
|
| Total Volume and Open Interest |
12,727 |
7,707 |
+932 |
| Heating Oil(NYM) |
| Sep09 |
090807 |
195.05 |
196.21 |
190.54 |
191.22 |
-2.45 |
51,908 |
65,834 |
+59 |
| Oct09 |
090807 |
196.00 |
198.95 |
193.74 |
194.21 |
-2.31 |
20,637 |
39,324 |
+347 |
| Nov09 |
090807 |
199.10 |
201.84 |
197.07 |
197.39 |
-2.19 |
8,715 |
26,266 |
+38 |
| Dec09 |
090807 |
203.05 |
205.03 |
200.06 |
200.60 |
-2.24 |
10,401 |
39,774 |
+471 |
| Jan10 |
090807 |
204.88 |
207.17 |
203.40 |
203.66 |
-2.30 |
2,914 |
21,133 |
-140 |
| Feb10 |
090807 |
207.74 |
207.74 |
205.86 |
205.86 |
-2.38 |
1,012 |
14,502 |
+67 |
| Mar10 |
090807 |
207.01 |
208.80 |
207.00 |
207.01 |
-2.43 |
1,721 |
10,622 |
-19 |
| Apr10 |
090807 |
207.62 |
207.66 |
207.59 |
207.66 |
-2.43 |
1,410 |
7,653 |
+60 |
| May10 |
090807 |
208.60 |
208.67 |
208.60 |
208.61 |
-2.43 |
747 |
9,272 |
-27 |
| Jun10 |
090807 |
212.35 |
212.35 |
209.66 |
209.66 |
-2.48 |
1,986 |
19,525 |
-259 |
| Jul10 |
090807 |
211.46 |
211.46 |
211.46 |
211.46 |
-2.48 |
402 |
3,532 |
+216 |
| Aug10 |
090807 |
213.31 |
213.31 |
213.31 |
213.31 |
-2.48 |
243 |
1,919 |
+31 |
| Total Volume and Open Interest |
104,239 |
299,291 |
+920 |
| Gasoline(NYMEX) |
| Sep09 |
090807 |
206.07 |
207.83 |
199.25 |
200.81 |
-5.26 |
47,852 |
92,696 |
-1,839 |
| Oct09 |
090807 |
195.20 |
197.20 |
189.50 |
190.72 |
-4.77 |
17,292 |
38,789 |
+1,921 |
| Nov09 |
090807 |
192.48 |
194.87 |
188.88 |
189.66 |
-4.24 |
7,936 |
19,967 |
+441 |
| Dec09 |
090807 |
193.71 |
195.50 |
189.45 |
190.37 |
-3.98 |
8,909 |
23,758 |
+377 |
| Jan10 |
090807 |
196.31 |
196.70 |
191.50 |
192.35 |
-3.98 |
2,311 |
11,274 |
-14 |
| Feb10 |
090807 |
196.27 |
196.27 |
194.69 |
194.69 |
-3.96 |
676 |
3,601 |
+76 |
| Mar10 |
090807 |
198.55 |
198.55 |
197.04 |
197.04 |
-3.96 |
572 |
4,770 |
+94 |
| Apr10 |
090807 |
211.70 |
211.70 |
210.29 |
210.29 |
-3.96 |
355 |
4,479 |
+36 |
| May10 |
090807 |
211.54 |
211.54 |
211.54 |
211.54 |
-3.96 |
81 |
2,638 |
+57 |
| Jun10 |
090807 |
215.75 |
215.80 |
211.79 |
211.79 |
-3.96 |
135 |
2,229 |
+111 |
| Total Volume and Open Interest |
86,561 |
212,300 |
+1,220 |
| e-miNY RBOB Gasoline(NYM) |
| Sep09 |
090807 |
2.06 |
2.06 |
2.06 |
2.01 |
-0.05 |
|
|
|
| Oct09 |
090807 |
190.72 |
190.72 |
190.72 |
190.72 |
-4.77 |
|
|
|
| Nov09 |
090807 |
189.66 |
189.66 |
189.66 |
189.66 |
-4.24 |
|
|
|
| Dec09 |
090807 |
190.37 |
190.37 |
190.37 |
190.37 |
-3.98 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Sep09 |
090807 |
3.752 |
3.851 |
3.662 |
3.674 |
-0.069 |
82,340 |
170,335 |
-1,303 |
| Oct09 |
090807 |
4.015 |
4.107 |
3.931 |
3.939 |
-0.068 |
27,899 |
94,932 |
+321 |
| Nov09 |
090807 |
4.785 |
4.871 |
4.709 |
4.718 |
-0.050 |
8,482 |
41,990 |
-947 |
| Dec09 |
090807 |
5.505 |
5.585 |
5.435 |
5.445 |
-0.040 |
6,568 |
46,587 |
+961 |
| Jan10 |
090807 |
5.766 |
5.842 |
5.692 |
5.702 |
-0.042 |
6,929 |
47,907 |
+142 |
| Feb10 |
090807 |
5.820 |
5.874 |
5.720 |
5.727 |
-0.044 |
1,546 |
23,221 |
-151 |
| Mar10 |
090807 |
5.755 |
5.800 |
5.665 |
5.672 |
-0.044 |
3,599 |
37,745 |
+118 |
| Apr10 |
090807 |
5.658 |
5.742 |
5.589 |
5.597 |
-0.049 |
2,377 |
38,906 |
+75 |
| May10 |
090807 |
5.735 |
5.781 |
5.649 |
5.654 |
-0.049 |
704 |
19,492 |
-58 |
| Jun10 |
090807 |
5.840 |
5.850 |
5.740 |
5.746 |
-0.049 |
493 |
9,826 |
+197 |
| Jul10 |
090807 |
5.968 |
5.968 |
5.850 |
5.861 |
-0.049 |
229 |
10,169 |
+76 |
| Aug10 |
090807 |
6.050 |
6.070 |
5.950 |
5.954 |
-0.049 |
329 |
8,598 |
-190 |
| Sep10 |
090807 |
6.094 |
6.094 |
6.017 |
6.017 |
-0.049 |
581 |
6,780 |
+23 |
| Oct10 |
090807 |
6.245 |
6.245 |
6.128 |
6.132 |
-0.049 |
352 |
19,058 |
+94 |
| Nov10 |
090807 |
6.562 |
6.562 |
6.495 |
6.502 |
-0.049 |
123 |
5,962 |
-142 |
| Dec10 |
090807 |
6.982 |
6.995 |
6.859 |
6.867 |
-0.044 |
137 |
13,455 |
-41 |
| Total Volume and Open Interest |
143,575 |
711,701 |
-728 |
| Brent Crude Oil(ICE) |
| Sep09 |
090807 |
74.69 |
75.55 |
73.13 |
73.59 |
-1.24 |
113,107 |
95,778 |
-5,769 |
| Oct09 |
090807 |
75.09 |
75.92 |
73.61 |
74.07 |
-1.17 |
64,362 |
164,953 |
+7,800 |
| Nov09 |
090807 |
75.89 |
76.66 |
74.56 |
74.88 |
-1.18 |
27,008 |
55,207 |
+2,543 |
| Dec09 |
090807 |
76.44 |
77.46 |
75.32 |
75.67 |
-1.18 |
32,199 |
104,866 |
+2,542 |
| Jan10 |
090807 |
77.16 |
77.91 |
76.31 |
76.36 |
-1.19 |
7,419 |
32,947 |
+882 |
| Feb10 |
090807 |
77.71 |
78.42 |
76.93 |
76.97 |
-1.20 |
4,538 |
18,347 |
+467 |
| Mar10 |
090807 |
79.00 |
79.11 |
77.51 |
77.56 |
-1.23 |
2,712 |
14,527 |
+437 |
| Apr10 |
090807 |
79.55 |
79.55 |
78.07 |
78.11 |
-1.25 |
1,315 |
7,325 |
-161 |
| May10 |
090807 |
79.41 |
80.21 |
78.58 |
78.61 |
-1.27 |
1,100 |
5,996 |
-9 |
| Jun10 |
090807 |
79.75 |
80.77 |
78.99 |
79.06 |
-1.29 |
3,377 |
42,841 |
+267 |
| Jul10 |
090807 |
79.45 |
79.45 |
79.45 |
79.45 |
-1.29 |
452 |
9,654 |
-118 |
| Aug10 |
090807 |
79.78 |
79.78 |
79.78 |
79.78 |
-1.26 |
228 |
6,566 |
+21 |
| Sep10 |
090807 |
80.10 |
80.10 |
80.10 |
80.10 |
-1.22 |
166 |
3,123 |
-70 |
| Oct10 |
090807 |
80.40 |
80.40 |
80.40 |
80.40 |
-1.20 |
110 |
3,352 |
+52 |
| Total Volume and Open Interest |
265,874 |
716,040 |
+9,961 |
| Gas Oil(ICE) |
| Aug09 |
090807 |
608.00 |
616.00 |
599.00 |
607.50 |
-3.50 |
26,573 |
33,959 |
-4,511 |
| Sep09 |
090807 |
616.50 |
622.50 |
605.00 |
613.75 |
-3.25 |
55,228 |
101,080 |
+2,165 |
| Oct09 |
090807 |
621.25 |
629.00 |
612.50 |
621.00 |
-2.75 |
23,546 |
53,582 |
+2,174 |
| Nov09 |
090807 |
628.50 |
634.50 |
620.00 |
628.25 |
-2.75 |
13,152 |
37,475 |
+115 |
| Dec09 |
090807 |
638.00 |
643.25 |
628.00 |
636.00 |
-2.75 |
14,431 |
60,837 |
-383 |
| Jan10 |
090807 |
642.75 |
652.50 |
641.50 |
644.75 |
-2.75 |
3,755 |
41,500 |
+392 |
| Feb10 |
090807 |
650.50 |
660.00 |
650.50 |
652.25 |
-2.25 |
976 |
18,721 |
-168 |
| Mar10 |
090807 |
656.75 |
666.00 |
654.75 |
658.25 |
-2.50 |
887 |
20,476 |
-94 |
| Apr10 |
090807 |
662.50 |
670.00 |
660.25 |
663.75 |
-2.50 |
1,037 |
11,683 |
+65 |
| May10 |
090807 |
668.00 |
675.25 |
668.00 |
668.75 |
-2.75 |
895 |
9,398 |
-7 |
| Total Volume and Open Interest |
145,731 |
515,916 |
+1,415 |
| Ethanol(CBOT) |
| Aug09 |
090805 |
1.637 |
1.637 |
1.635 |
1.635 |
-0.023 |
9 |
78 |
+0 |
| Sep09 |
090807 |
1.541 |
1.541 |
1.510 |
1.540 |
-0.020 |
30 |
472 |
-13 |
| Oct09 |
090807 |
1.490 |
1.525 |
1.490 |
1.515 |
-0.030 |
27 |
405 |
+21 |
| Nov09 |
090807 |
1.481 |
1.500 |
1.470 |
1.484 |
-0.044 |
23 |
266 |
+9 |
| Dec09 |
090807 |
1.500 |
1.500 |
1.470 |
1.485 |
-0.043 |
19 |
338 |
+13 |
| Jan10 |
090807 |
1.505 |
1.505 |
1.475 |
1.475 |
-0.045 |
15 |
492 |
+9 |
| Feb10 |
090807 |
1.490 |
1.490 |
1.490 |
1.490 |
-0.050 |
13 |
421 |
+13 |
| Mar10 |
090807 |
1.515 |
1.515 |
1.490 |
1.490 |
-0.050 |
10 |
527 |
+7 |
| Total Volume and Open Interest |
157 |
3,620 |
+3 |
| US Dollar Index(ICE) |
| Sep09 |
090807 |
78.045 |
79.210 |
77.895 |
79.105 |
+0.950 |
5,904 |
28,952 |
+2,518 |
| Dec09 |
090807 |
78.425 |
79.475 |
78.250 |
79.420 |
+0.950 |
92 |
2,236 |
+49 |
| Mar10 |
090807 |
79.690 |
79.690 |
79.690 |
79.690 |
+0.950 |
|
|
|
| Total Volume and Open Interest |
5,996 |
31,188 |
+2,567 |
| Australian Dollar(CME) |
| Sep09 |
090807 |
83.77 |
84.33 |
83.23 |
83.44 |
-0.14 |
70,890 |
105,651 |
-359 |
| Dec09 |
090807 |
82.95 |
83.68 |
82.64 |
82.82 |
-0.14 |
152 |
435 |
-23 |
| Mar10 |
090807 |
82.16 |
82.29 |
82.16 |
82.16 |
-0.13 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
71,042 |
106,102 |
-382 |
| British Pound(CME) |
| Sep09 |
090807 |
167.78 |
168.35 |
166.49 |
166.64 |
-1.10 |
111,791 |
105,897 |
-650 |
| Dec09 |
090807 |
167.53 |
168.17 |
166.50 |
166.61 |
-1.10 |
49 |
758 |
+4 |
| Mar10 |
090807 |
166.58 |
167.82 |
166.58 |
166.58 |
-1.10 |
4 |
11 |
+0 |
| Total Volume and Open Interest |
111,844 |
106,688 |
-646 |
| Canadian Dollar(CME) |
| Sep09 |
090807 |
92.81 |
93.00 |
92.03 |
92.36 |
-0.36 |
63,907 |
102,905 |
+1,437 |
| Dec09 |
090807 |
92.89 |
93.11 |
92.06 |
92.38 |
-0.36 |
217 |
2,937 |
+144 |
| Mar10 |
090807 |
92.41 |
92.83 |
92.30 |
92.41 |
-0.35 |
2 |
647 |
+0 |
| Jun10 |
090807 |
92.45 |
92.85 |
92.45 |
92.45 |
-0.33 |
0 |
135 |
+0 |
| Total Volume and Open Interest |
64,131 |
106,799 |
+1,581 |
| Japanese Yen(CME) |
| Sep09 |
090807 |
104.81 |
105.25 |
102.28 |
102.50 |
-2.31 |
95,993 |
77,660 |
-2,136 |
| Dec09 |
090807 |
104.89 |
105.32 |
102.41 |
102.60 |
-2.31 |
9 |
273 |
-1 |
| Mar10 |
090807 |
103.62 |
105.31 |
102.78 |
102.78 |
-2.30 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
96,002 |
77,954 |
-2,137 |
| Swiss Franc(CME) |
| Sep09 |
090807 |
93.95 |
94.64 |
92.23 |
92.36 |
-1.50 |
34,274 |
42,348 |
+266 |
| Dec09 |
090807 |
94.37 |
94.57 |
92.37 |
92.47 |
-1.49 |
21 |
134 |
+2 |
| Mar10 |
090807 |
92.62 |
94.32 |
92.62 |
92.62 |
-1.50 |
1 |
10 |
+1 |
| Total Volume and Open Interest |
34,296 |
42,492 |
+269 |
| EuroFX(CME) |
| Sep09 |
090807 |
143.53 |
144.19 |
141.55 |
141.72 |
-1.71 |
200,410 |
141,220 |
+5,251 |
| Dec09 |
090807 |
143.57 |
144.14 |
141.58 |
141.72 |
-1.71 |
179 |
1,877 |
+32 |
| Mar10 |
090807 |
143.32 |
143.80 |
141.73 |
141.73 |
-1.71 |
0 |
370 |
+0 |
| Total Volume and Open Interest |
200,589 |
143,472 |
+5,283 |
| Mexican Peso(CME) |
| Aug09 |
090807 |
773.0 |
773.0 |
767.5 |
773.0 |
+5.5 |
|
|
|
| Sep09 |
090807 |
763.5 |
772.2 |
762.0 |
768.5 |
+5.5 |
15,960 |
64,427 |
+4,029 |
| Total Volume and Open Interest |
16,233 |
66,379 |
+4,300 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090807 |
116~110 |
116~180 |
114~255 |
115~100 |
-1~050 |
271,583 |
676,551 |
-1,755 |
| Dec09 |
090807 |
114~315 |
115~050 |
113~170 |
114~000 |
-1~050 |
346 |
4,046 |
+120 |
| Mar10 |
090807 |
113~010 |
114~060 |
113~010 |
113~010 |
-1~050 |
1 |
41 |
+1 |
| Total Volume and Open Interest |
271,930 |
680,641 |
-1,634 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090807 |
115~225 |
115~275 |
114~210 |
114~300 |
-0~260 |
1,003,578 |
1,088,436 |
+19,436 |
| Dec09 |
090807 |
114~075 |
114~090 |
113~065 |
113~130 |
-0~285 |
870 |
9,176 |
+25 |
| Mar10 |
090807 |
112~130 |
113~095 |
112~130 |
112~130 |
-0~285 |
|
|
|
| Total Volume and Open Interest |
1,004,448 |
1,097,612 |
+19,461 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090807 |
114~004 |
114~010 |
113~124 |
114~003 |
-0~073 |
2,560 |
806,754 |
+11,432 |
| Dec09 |
090807 |
112~064 |
113~022 |
112~054 |
112~076 |
-0~074 |
560 |
15,685 |
+203 |
| Mar10 |
090807 |
112~076 |
113~022 |
112~076 |
112~076 |
-0~074 |
|
|
|
| Total Volume and Open Interest |
526,897 |
822,439 |
+11,635 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090807 |
107~118 |
107~118 |
107~112 |
107~115 |
-0~026 |
229,221 |
662,856 |
+7,436 |
| Dec09 |
090807 |
107~015 |
107~053 |
107~015 |
107~022 |
-0~031 |
47 |
1,646 |
+41 |
| Mar10 |
090807 |
107~022 |
107~053 |
107~022 |
107~022 |
-0~031 |
|
|
|
| Total Volume and Open Interest |
229,268 |
664,502 |
+7,477 |
| Eurodollars(CME) |
| Sep09 |
090807 |
99.510 |
99.520 |
99.475 |
99.500 |
-0.010 |
122,570 |
1,002,968 |
+3,330 |
| Dec09 |
090807 |
99.245 |
99.255 |
99.160 |
99.200 |
-0.045 |
239,604 |
959,502 |
+3,739 |
| Mar10 |
090807 |
98.885 |
98.900 |
98.730 |
98.785 |
-0.100 |
300,516 |
916,029 |
+1,111 |
| Jun10 |
090807 |
98.435 |
98.475 |
98.235 |
98.305 |
-0.140 |
302,317 |
637,119 |
-12,987 |
| Sep10 |
090807 |
97.995 |
98.035 |
97.760 |
97.840 |
-0.165 |
405,028 |
586,779 |
-3,317 |
| Dec10 |
090807 |
97.575 |
97.615 |
97.315 |
97.410 |
-0.165 |
282,751 |
657,133 |
-4,773 |
| Mar11 |
090807 |
97.220 |
97.250 |
96.950 |
97.055 |
-0.165 |
214,453 |
367,994 |
+3,004 |
| Jun11 |
090807 |
96.885 |
96.925 |
96.615 |
96.725 |
-0.160 |
160,786 |
359,371 |
+7,054 |
| Sep11 |
090807 |
96.595 |
96.620 |
96.330 |
96.435 |
-0.160 |
80,099 |
238,851 |
-545 |
| Dec11 |
090807 |
96.305 |
96.340 |
96.055 |
96.155 |
-0.160 |
64,301 |
173,431 |
+1,465 |
| Mar12 |
090807 |
96.085 |
96.130 |
95.855 |
95.955 |
-0.160 |
60,152 |
129,106 |
+586 |
| Jun12 |
090807 |
95.890 |
95.935 |
95.665 |
95.760 |
-0.165 |
49,848 |
123,340 |
+2,117 |
| Sep12 |
090807 |
95.710 |
95.765 |
95.490 |
95.585 |
-0.170 |
21,832 |
67,705 |
+2,427 |
| Dec12 |
090807 |
95.540 |
95.590 |
95.320 |
95.405 |
-0.175 |
18,076 |
59,373 |
+1,160 |
| Mar13 |
090807 |
95.430 |
95.475 |
95.210 |
95.295 |
-0.175 |
13,640 |
60,993 |
+501 |
| Jun13 |
090807 |
95.310 |
95.360 |
95.090 |
95.175 |
-0.180 |
13,067 |
32,263 |
+1,829 |
| Sep13 |
090807 |
95.220 |
95.260 |
94.975 |
95.055 |
-0.185 |
5,876 |
39,140 |
+711 |
| Dec13 |
090807 |
95.070 |
95.125 |
94.860 |
94.925 |
-0.185 |
5,650 |
27,388 |
+322 |
| Total Volume and Open Interest |
2,377,745 |
6,611,157 |
+11,766 |
| 30 Day Federal Funds(CBOT) |
| Aug09 |
090807 |
99.823 |
99.825 |
99.820 |
99.823 |
+0.003 |
1,426 |
54,339 |
+817 |
| Sep09 |
090807 |
99.805 |
99.815 |
99.805 |
99.805 |
unch |
1,484 |
37,860 |
+940 |
| Oct09 |
090807 |
99.795 |
99.800 |
99.785 |
99.795 |
+0.005 |
2,697 |
28,057 |
-127 |
| Nov09 |
090807 |
99.755 |
99.765 |
99.735 |
99.755 |
unch |
4,223 |
51,233 |
-2,196 |
| Dec09 |
090807 |
99.715 |
99.715 |
99.685 |
99.710 |
-0.005 |
6,754 |
39,701 |
-79 |
| Jan10 |
090807 |
99.670 |
99.675 |
99.630 |
99.655 |
-0.015 |
7,080 |
29,149 |
+575 |
| Total Volume and Open Interest |
46,708 |
345,783 |
+1,182 |
| 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 |
090807 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Dec09 |
090807 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
| Mar10 |
090807 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Jun10 |
090807 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.02 |
|
|
|
| Sep10 |
090807 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.01 |
|
|
|
| Dec10 |
090807 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.02 |
|
|
|
| Mar11 |
090807 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.03 |
|
|
|
| Jun11 |
090807 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.02 |
|
|
|
| Sep11 |
090807 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
|
|
|
| Dec11 |
090807 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090807 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
12,581 |
-13 |
| Dec09 |
090807 |
99.48 |
99.49 |
99.48 |
99.49 |
unch |
300 |
3,470 |
-100 |
| Mar10 |
090807 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
2,531 |
-50 |
| Jun10 |
090807 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
1,438 |
+0 |
| Sep10 |
090807 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
421 |
+0 |
| Dec10 |
090807 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
420 |
+0 |
| Mar11 |
090807 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
0 |
412 |
+0 |
| Jun11 |
090807 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
52 |
+0 |
| Total Volume and Open Interest |
300 |
22,911 |
-100 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090807 |
137.57 |
137.69 |
137.46 |
137.64 |
+0.14 |
1,148 |
13,837 |
-124 |
| Dec09 |
090807 |
137.25 |
137.25 |
137.25 |
137.25 |
+0.14 |
0 |
1 |
+0 |
| Mar10 |
090807 |
137.02 |
137.02 |
137.02 |
137.02 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
1,148 |
13,838 |
+0 |
| Euro-Bund(EUREX) |
| Sep09 |
090807 |
121.20 |
121.50 |
120.00 |
120.26 |
-1.17 |
821,046 |
850,694 |
-21,766 |
| Dec09 |
090807 |
120.00 |
120.00 |
118.61 |
118.86 |
-1.17 |
4,811 |
14,065 |
-1,062 |
| Mar10 |
090807 |
118.50 |
118.50 |
118.50 |
118.50 |
-1.17 |
133 |
1 |
-1 |
| Total Volume and Open Interest |
825,990 |
864,760 |
-22,829 |
| Euro-Bobl(EUREX) |
| Sep09 |
090807 |
115.23 |
115.38 |
114.42 |
114.57 |
-0.74 |
424,158 |
596,586 |
-16,786 |
| Dec09 |
090807 |
113.87 |
113.98 |
113.10 |
113.19 |
-0.73 |
307 |
1,082 |
+149 |
| Mar10 |
090807 |
113.05 |
113.05 |
113.05 |
113.05 |
-0.74 |
400 |
0 |
+0 |
| Total Volume and Open Interest |
424,865 |
597,668 |
-16,637 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090807 |
98.960 |
98.965 |
98.910 |
98.920 |
-0.050 |
452 |
5,831 |
+15 |
| Mar10 |
090807 |
98.725 |
98.725 |
98.615 |
98.625 |
-0.120 |
246 |
2,770 |
-59 |
| Total Volume and Open Interest |
2,246 |
33,560 |
-461 |
| Long Gilt(LIFFE) |
| Sep09 |
090807 |
118~16 |
118~24 |
117~05 |
117~18 |
-0~14 |
74,048 |
236,321 |
-736 |
| Dec09 |
090807 |
116~01 |
116~01 |
116~01 |
116~01 |
-0~14 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
74,048 |
236,471 |
-736 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090807 |
99.21 |
99.23 |
99.16 |
99.20 |
-0.01 |
41,964 |
261,956 |
-2,413 |
| Dec09 |
090807 |
98.97 |
99.01 |
98.90 |
98.92 |
-0.05 |
93,426 |
277,088 |
-8,993 |
| Mar10 |
090807 |
98.54 |
98.61 |
98.42 |
98.45 |
-0.09 |
109,132 |
336,872 |
-2,477 |
| Jun10 |
090807 |
97.99 |
98.07 |
97.84 |
97.87 |
-0.12 |
82,346 |
273,685 |
-7,994 |
| Sep10 |
090807 |
97.42 |
97.50 |
97.26 |
97.29 |
-0.13 |
88,834 |
235,801 |
-7,474 |
| Dec10 |
090807 |
96.88 |
96.94 |
96.72 |
96.75 |
-0.13 |
76,304 |
259,022 |
+5,146 |
| Total Volume and Open Interest |
587,363 |
2,129,579 |
-37,825 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090807 |
99.140 |
99.145 |
99.090 |
99.125 |
-0.020 |
152,745 |
605,707 |
-19,720 |
| Dec09 |
090807 |
98.965 |
98.970 |
98.870 |
98.920 |
-0.050 |
152,428 |
522,273 |
+888 |
| Mar10 |
090807 |
98.740 |
98.750 |
98.595 |
98.625 |
-0.120 |
210,159 |
449,079 |
+3,750 |
| Total Volume and Open Interest |
1,206,461 |
3,075,427 |
-28,686 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090807 |
96.52 |
96.60 |
96.52 |
96.58 |
+0.04 |
18,525 |
287,144 |
-3,775 |
| Dec09 |
090807 |
96.17 |
96.25 |
96.13 |
96.19 |
+0.02 |
39,301 |
299,950 |
+13,526 |
| Mar10 |
090807 |
95.64 |
95.73 |
95.60 |
95.67 |
+0.03 |
19,558 |
160,601 |
+2,125 |
| Jun10 |
090807 |
95.15 |
95.22 |
95.08 |
95.17 |
+0.03 |
7,039 |
94,773 |
+128 |
| Sep10 |
090807 |
94.79 |
94.83 |
94.71 |
94.79 |
+0.02 |
5,549 |
62,332 |
+2,543 |
| Dec10 |
090807 |
94.46 |
94.55 |
94.43 |
94.50 |
+0.04 |
4,833 |
40,442 |
+2,379 |
| Mar11 |
090807 |
94.19 |
94.30 |
94.18 |
94.26 |
+0.05 |
3,988 |
20,122 |
+1,942 |
| Jun11 |
090807 |
93.96 |
94.06 |
93.95 |
94.03 |
+0.07 |
1,575 |
15,199 |
+883 |
| Sep11 |
090807 |
93.79 |
93.86 |
93.79 |
93.86 |
+0.09 |
127 |
3,483 |
+0 |
| Dec11 |
090807 |
93.67 |
93.67 |
93.67 |
93.67 |
+0.10 |
200 |
613 |
+0 |
| Total Volume and Open Interest |
100,795 |
985,803 |
+19,841 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090807 |
94.34 |
94.41 |
94.31 |
94.37 |
-0.03 |
37,273 |
353,330 |
+7,865 |
| Dec09 |
090807 |
94.37 |
94.37 |
94.37 |
94.37 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
36,523 |
368,568 |
+6,117 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090807 |
94.84 |
94.95 |
94.82 |
94.89 |
+0.04 |
134,276 |
715,859 |
+7,778 |
| Dec09 |
090807 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
134,276 |
715,859 |
+7,778 |
| Gold(CMX) |
| Aug09 |
090807 |
964.3 |
964.3 |
954.6 |
957.3 |
-3.4 |
742 |
1,918 |
-372 |
| Oct09 |
090807 |
964.0 |
966.5 |
954.3 |
958.1 |
-3.4 |
4,606 |
25,576 |
+168 |
| Dec09 |
090807 |
965.2 |
968.0 |
955.5 |
959.5 |
-3.4 |
80,724 |
265,976 |
+1,538 |
| Feb10 |
090807 |
967.0 |
969.0 |
958.3 |
961.1 |
-3.3 |
5,091 |
17,765 |
+478 |
| Apr10 |
090807 |
968.4 |
970.1 |
958.5 |
962.6 |
-3.2 |
843 |
19,671 |
-168 |
| Jun10 |
090807 |
964.5 |
964.5 |
964.5 |
964.5 |
-3.1 |
3,503 |
11,001 |
-1,643 |
| Aug10 |
090807 |
965.1 |
966.8 |
965.1 |
966.8 |
-2.8 |
355 |
6,824 |
+276 |
| Oct10 |
090807 |
969.6 |
969.6 |
969.6 |
969.6 |
-2.5 |
0 |
3,550 |
+0 |
| Dec10 |
090807 |
974.1 |
976.5 |
969.8 |
972.9 |
-2.2 |
253 |
11,590 |
-37 |
| Feb11 |
090807 |
976.6 |
976.6 |
976.6 |
976.6 |
-1.9 |
0 |
1,012 |
+0 |
| Apr11 |
090807 |
980.6 |
980.6 |
980.6 |
980.6 |
-1.6 |
25 |
87 |
+0 |
| Jun11 |
090807 |
329.7 |
329.7 |
329.7 |
329.7 |
-1.3 |
50 |
7,919 |
+50 |
| Total Volume and Open Interest |
96,818 |
393,195 |
+361 |
| Silver(CMX) |
| Sep09 |
090807 |
1456.0 |
1489.0 |
1449.0 |
1466.8 |
+2.3 |
21,438 |
54,254 |
+726 |
| Dec09 |
090807 |
1462.0 |
1493.0 |
1452.5 |
1470.9 |
+2.3 |
1,020 |
26,981 |
+602 |
| Mar10 |
090807 |
1460.0 |
1482.0 |
1460.0 |
1474.6 |
+2.5 |
224 |
4,657 |
+7 |
| May10 |
090807 |
1476.9 |
1476.9 |
1476.9 |
1476.9 |
+2.7 |
21 |
2,264 |
+4 |
| Jul10 |
090807 |
1477.5 |
1479.2 |
1477.0 |
1479.2 |
+3.0 |
17 |
3,121 |
+2 |
| Sep10 |
090807 |
1481.7 |
1481.7 |
1481.7 |
1481.7 |
+3.0 |
4 |
617 |
-2 |
| Dec10 |
090807 |
1480.5 |
1487.8 |
1480.5 |
1487.8 |
+3.7 |
39 |
3,275 |
-9 |
| Total Volume and Open Interest |
22,770 |
100,807 |
+1,330 |
| Platinum(NYMEX) |
| Oct09 |
090807 |
1269.8 |
1271.0 |
1236.3 |
1268.5 |
+5.1 |
5,074 |
22,611 |
+154 |
| Jan10 |
090807 |
1250.5 |
1275.5 |
1250.5 |
1274.0 |
+5.1 |
25 |
823 |
+8 |
| Apr10 |
090807 |
1279.5 |
1279.5 |
1279.5 |
1279.5 |
+5.1 |
|
|
|
| Total Volume and Open Interest |
5,099 |
23,434 |
+162 |
| Palladium(NYMEX) |
| Sep09 |
090807 |
272.50 |
279.45 |
268.05 |
279.05 |
+7.95 |
1,889 |
14,688 |
-617 |
| Dec09 |
090807 |
270.15 |
280.60 |
270.15 |
280.20 |
+7.95 |
870 |
5,184 |
+815 |
| Mar10 |
090807 |
278.45 |
281.50 |
278.45 |
281.50 |
+7.95 |
2 |
106 |
+2 |
| Total Volume and Open Interest |
2,761 |
19,978 |
+200 |
| Copper(CMX) |
| Sep09 |
090807 |
274.20 |
280.85 |
269.90 |
278.55 |
+3.35 |
21,271 |
71,363 |
-1,355 |
| Dec09 |
090807 |
275.20 |
281.95 |
271.20 |
279.95 |
+3.50 |
3,729 |
33,136 |
+1,195 |
| Mar10 |
090807 |
274.00 |
280.25 |
273.45 |
280.00 |
+3.70 |
166 |
4,058 |
+103 |
| May10 |
090807 |
280.90 |
280.90 |
279.70 |
279.70 |
+3.60 |
7 |
980 |
+0 |
| Jul10 |
090807 |
279.40 |
279.40 |
279.40 |
279.40 |
+3.50 |
2 |
296 |
-2 |
| Total Volume and Open Interest |
26,476 |
121,538 |
-387 |
| Aluminum(CMX) |
| Aug09 |
090807 |
89.25 |
89.25 |
89.25 |
89.25 |
+1.25 |
|
|
|
| Sep09 |
090807 |
89.75 |
89.75 |
89.75 |
89.75 |
+1.25 |
|
|
|
| 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 |
090807 |
9230 |
9403 |
9190 |
9325 |
+96 |
532 |
11,157 |
-188 |
| Dec09 |
090807 |
9147 |
9268 |
9147 |
9268 |
+97 |
0 |
661 |
+0 |
| Mar10 |
090807 |
9219 |
9219 |
9120 |
9219 |
+99 |
0 |
2 |
+0 |
| Jun10 |
090807 |
9175 |
9175 |
9074 |
9175 |
+101 |
|
|
|
| Total Volume and Open Interest |
532 |
11,820 |
-188 |
| S & P 500(CME) |
| Sep09 |
090807 |
994.80 |
1015.60 |
990.20 |
1006.40 |
+11.50 |
18,995 |
377,137 |
-1,761 |
| Dec09 |
090807 |
1006.50 |
1011.00 |
1001.50 |
1002.00 |
+11.50 |
715 |
9,670 |
+3 |
| Mar10 |
090807 |
995.50 |
1004.70 |
992.70 |
998.40 |
+11.70 |
200 |
3,864 |
+0 |
| Jun10 |
090807 |
995.60 |
1001.70 |
989.70 |
995.60 |
+11.90 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
19,910 |
390,855 |
-1,758 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090807 |
994.75 |
1016.00 |
990.00 |
1006.50 |
+11.50 |
1,862,527 |
2,534,143 |
+16,939 |
| Dec09 |
090807 |
989.75 |
1011.25 |
984.75 |
1002.00 |
+11.50 |
1,751 |
28,973 |
+567 |
| Total Volume and Open Interest |
1,864,281 |
2,563,169 |
+17,506 |
| NASDAQ 100(CME) |
| Sep09 |
090807 |
1600.80 |
1628.00 |
1595.50 |
1619.80 |
+18.50 |
1,373 |
19,127 |
-377 |
| Dec09 |
090807 |
1617.50 |
1617.50 |
1614.00 |
1617.50 |
+18.50 |
0 |
13 |
+0 |
| Mar10 |
090807 |
1616.50 |
1616.50 |
1613.00 |
1616.50 |
+18.50 |
|
|
|
| Total Volume and Open Interest |
1,373 |
19,140 |
-377 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090807 |
1600.30 |
1627.80 |
1595.30 |
1619.80 |
+18.50 |
299,454 |
313,002 |
+167 |
| Dec09 |
090807 |
1597.50 |
1625.50 |
1593.30 |
1617.50 |
+18.50 |
35 |
3,046 |
-5 |
| Total Volume and Open Interest |
299,489 |
316,059 |
+162 |
| S & P Midcap 400(CME) |
| Sep09 |
090807 |
647.00 |
657.00 |
643.50 |
651.10 |
+12.70 |
29 |
2,720 |
+21 |
| Dec09 |
090807 |
649.10 |
649.10 |
648.40 |
649.10 |
+12.70 |
|
|
|
| Mar10 |
090807 |
647.10 |
647.10 |
646.40 |
647.10 |
+12.70 |
|
|
|
| Total Volume and Open Interest |
29 |
2,720 |
+21 |
| Russell 2000(CME) |
| Sep09 |
090807 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
7,786 |
-1 |
| Dec09 |
090807 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,512 |
-120 |
| Mar10 |
090807 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,245 |
-10 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090807 |
10395 |
10425 |
10250 |
10400 |
-10 |
92,693 |
196,458 |
+4,195 |
| Dec09 |
090807 |
10280 |
10395 |
10250 |
10375 |
+5 |
201 |
1,448 |
+200 |
| Total Volume and Open Interest |
93,134 |
208,133 |
+5,464 |
| Nikkei 225(SGX) |
| Sep09 |
090807 |
10395 |
10425 |
10250 |
10400 |
-10 |
92,693 |
196,458 |
+4,195 |
| Dec09 |
090807 |
10280 |
10395 |
10250 |
10375 |
+5 |
201 |
1,448 |
+200 |
| Mar10 |
090807 |
10380 |
10380 |
10380 |
10380 |
-10 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
93,134 |
208,133 |
+5,464 |
| CAC 40(EURONEXT) |
| Aug09 |
090807 |
3469.5 |
3540.0 |
3436.5 |
3521.5 |
+43.0 |
111,055 |
370,243 |
+3,698 |
| Sep09 |
090807 |
3463.0 |
3532.5 |
3432.5 |
3515.5 |
+43.5 |
3,125 |
49,649 |
-1,965 |
| Oct09 |
090807 |
3515.5 |
3515.5 |
3515.5 |
3515.5 |
+43.0 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
114,188 |
422,581 |
+1,728 |
| Hang Seng Index(HKFE) |
| Aug09 |
090807 |
20634 |
20712 |
20243 |
20310 |
-560 |
79,112 |
85,991 |
+874 |
| Sep09 |
090807 |
20550 |
20597 |
20155 |
20221 |
-572 |
1,262 |
3,689 |
+2 |
| Total Volume and Open Interest |
80,511 |
91,147 |
+970 |
| DAX(EUREX) |
| Sep09 |
090807 |
5364.0 |
5483.5 |
5315.5 |
5463.5 |
+93.0 |
122,503 |
153,191 |
-1,098 |
| Dec09 |
090807 |
5366.0 |
5480.5 |
5320.0 |
5466.0 |
+92.5 |
352 |
16,261 |
+34 |
| Mar10 |
090807 |
5372.0 |
5488.5 |
5329.0 |
5472.5 |
+92.5 |
285 |
1,542 |
+54 |
| Total Volume and Open Interest |
123,140 |
170,994 |
-1,010 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090807 |
4644.50 |
4724.00 |
4608.50 |
4702.50 |
+38.50 |
99,887 |
614,468 |
+1,260 |
| Dec09 |
090807 |
4586.00 |
4691.00 |
4582.50 |
4673.00 |
+39.00 |
107 |
4,242 |
+72 |
| Mar10 |
090807 |
4551.00 |
4653.50 |
4551.00 |
4638.00 |
+39.00 |
56 |
1,008 |
+52 |
| Total Volume and Open Interest |
100,050 |
620,213 |
+1,384 |
| SPI 200(SFE) |
| Sep09 |
090807 |
4296.0 |
4323.0 |
4233.0 |
4262.0 |
-29.0 |
30,476 |
235,602 |
-3,363 |
| Dec09 |
090807 |
4267.0 |
4272.0 |
4267.0 |
4272.0 |
-29.0 |
142 |
3,606 |
-3 |
| Mar10 |
090807 |
4248.0 |
4248.0 |
4248.0 |
4248.0 |
-29.0 |
0 |
4,373 |
+0 |
| Total Volume and Open Interest |
30,620 |
244,630 |
-3,366 |
| GSCI(CME) |
| Aug09 |
090807 |
471.50 |
473.50 |
466.30 |
466.30 |
-5.60 |
602 |
16,919 |
+15 |
| Sep09 |
090807 |
474.00 |
480.50 |
474.00 |
474.00 |
-6.00 |
50 |
105 |
+50 |
| Oct09 |
090807 |
482.00 |
489.00 |
482.00 |
482.00 |
-6.00 |
|
|
|
| Total Volume and Open Interest |
652 |
17,024 |
+65 |
| 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. |
|
|