|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon August 10, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug09 |
090810 |
1167.75 |
1192.00 |
1166.75 |
1170.50 |
-14.00 |
1,148 |
4,737 |
-468 |
Sep09 |
090810 |
1074.00 |
1099.50 |
1065.00 |
1067.50 |
-23.00 |
8,015 |
30,157 |
-824 |
Nov09 |
090810 |
1021.00 |
1043.25 |
1008.00 |
1010.00 |
-28.50 |
68,234 |
244,809 |
-1,677 |
Jan10 |
090810 |
1026.75 |
1045.75 |
1012.00 |
1014.25 |
-27.00 |
5,998 |
44,397 |
+304 |
Mar10 |
090810 |
1022.75 |
1041.75 |
1010.50 |
1011.75 |
-23.75 |
3,072 |
20,449 |
+100 |
May10 |
090810 |
1001.50 |
1027.75 |
998.00 |
1000.50 |
-21.00 |
5,325 |
14,694 |
-1,305 |
Jul10 |
090810 |
1001.00 |
1027.00 |
997.00 |
997.00 |
-23.00 |
3,880 |
19,212 |
+768 |
Total Volume and Open Interest |
97,744 |
398,980 |
-2,851 |
Soybean Meal(CBOT) |
Aug09 |
090810 |
374.50 |
376.50 |
367.20 |
367.20 |
-7.30 |
1,435 |
4,188 |
-450 |
Sep09 |
090810 |
340.60 |
345.90 |
334.00 |
334.20 |
-10.00 |
10,458 |
39,056 |
-1,086 |
Oct09 |
090810 |
318.80 |
324.30 |
310.20 |
310.20 |
-13.30 |
2,816 |
24,137 |
+88 |
Dec09 |
090810 |
314.00 |
318.90 |
305.50 |
305.70 |
-13.30 |
20,725 |
75,314 |
-255 |
Jan10 |
090810 |
310.10 |
315.00 |
302.80 |
302.80 |
-12.90 |
909 |
8,273 |
-143 |
Mar10 |
090810 |
310.00 |
310.60 |
299.50 |
299.50 |
-11.90 |
774 |
6,111 |
-18 |
May10 |
090810 |
303.90 |
303.90 |
293.00 |
293.00 |
-10.90 |
1,843 |
8,851 |
+97 |
Jul10 |
090810 |
297.00 |
302.90 |
292.00 |
292.00 |
-11.10 |
828 |
3,448 |
-57 |
Total Volume and Open Interest |
39,922 |
173,141 |
-1,809 |
Soybean Oil(CBOT) |
Aug09 |
090810 |
36.64 |
37.09 |
36.49 |
36.49 |
-0.29 |
5,146 |
3,079 |
-2,021 |
Sep09 |
090810 |
36.56 |
37.40 |
36.25 |
36.62 |
-0.30 |
12,706 |
50,918 |
-965 |
Oct09 |
090810 |
36.78 |
37.51 |
36.65 |
36.82 |
-0.28 |
3,317 |
23,355 |
+134 |
Dec09 |
090810 |
37.38 |
37.98 |
36.75 |
37.20 |
-0.29 |
29,118 |
118,853 |
-2,433 |
Jan10 |
090810 |
37.39 |
38.24 |
37.39 |
37.56 |
-0.28 |
1,475 |
15,134 |
+423 |
Mar10 |
090810 |
38.18 |
38.40 |
37.73 |
37.80 |
-0.28 |
1,943 |
7,895 |
-17 |
May10 |
090810 |
37.78 |
38.46 |
37.78 |
37.93 |
-0.27 |
1,374 |
7,941 |
-8 |
Jul10 |
090810 |
37.94 |
38.56 |
37.94 |
38.09 |
-0.27 |
1,739 |
5,257 |
+1 |
Total Volume and Open Interest |
56,849 |
240,918 |
-4,885 |
Canola(WCE) |
Nov09 |
090810 |
426.5 |
432.1 |
425.0 |
429.6 |
+0.9 |
7,315 |
87,777 |
+448 |
Jan10 |
090810 |
429.6 |
434.9 |
428.1 |
433.6 |
+0.8 |
998 |
11,446 |
+20 |
Mar10 |
090810 |
437.3 |
437.3 |
437.1 |
437.1 |
+0.8 |
6 |
1,697 |
+0 |
May10 |
090810 |
441.7 |
441.7 |
441.7 |
441.7 |
+0.9 |
0 |
559 |
+0 |
Jul10 |
090810 |
447.0 |
447.0 |
447.0 |
447.0 |
+0.9 |
0 |
677 |
+0 |
Total Volume and Open Interest |
8,319 |
102,222 |
+468 |
Corn(CBOT) |
Sep09 |
090810 |
318.75 |
334.50 |
317.25 |
324.25 |
+2.25 |
84,753 |
212,647 |
-11,320 |
Dec09 |
090810 |
323.00 |
337.00 |
321.25 |
330.50 |
+4.00 |
125,325 |
429,008 |
-2,359 |
Mar10 |
090810 |
337.00 |
350.25 |
335.00 |
344.00 |
+4.00 |
12,799 |
79,929 |
+1,412 |
May10 |
090810 |
347.25 |
359.00 |
343.75 |
353.25 |
+3.75 |
1,911 |
19,113 |
+468 |
Jul10 |
090810 |
354.00 |
367.25 |
352.00 |
361.25 |
+3.75 |
3,430 |
53,845 |
+699 |
Sep10 |
090810 |
360.00 |
375.00 |
360.00 |
368.50 |
+4.00 |
542 |
7,964 |
+206 |
Total Volume and Open Interest |
231,760 |
867,581 |
-10,222 |
Wheat(CBOT) |
Sep09 |
090810 |
488.00 |
501.50 |
485.25 |
494.25 |
+4.75 |
46,686 |
117,664 |
+481 |
Dec09 |
090810 |
515.50 |
526.75 |
512.00 |
520.00 |
+3.25 |
31,399 |
141,998 |
+2,020 |
Mar10 |
090810 |
536.00 |
545.25 |
532.00 |
539.25 |
+3.25 |
7,116 |
20,849 |
+1,351 |
May10 |
090810 |
548.25 |
556.00 |
545.00 |
551.25 |
+3.00 |
715 |
3,007 |
+172 |
Jul10 |
090810 |
559.50 |
568.50 |
556.75 |
562.00 |
+2.50 |
2,002 |
41,342 |
+321 |
Total Volume and Open Interest |
88,315 |
332,040 |
+4,322 |
Wheat(KCBT) |
Sep09 |
090810 |
525.00 |
533.00 |
522.00 |
525.25 |
unch |
10,366 |
33,319 |
-1,325 |
Dec09 |
090810 |
542.00 |
549.50 |
538.25 |
542.00 |
unch |
8,299 |
43,498 |
+626 |
Mar10 |
090810 |
558.50 |
566.00 |
558.00 |
558.75 |
-0.25 |
1,308 |
9,095 |
+464 |
May10 |
090810 |
569.75 |
576.50 |
569.50 |
569.50 |
-0.25 |
67 |
1,273 |
+3 |
Jul10 |
090810 |
579.75 |
586.50 |
576.00 |
579.50 |
-0.75 |
708 |
10,773 |
+70 |
Total Volume and Open Interest |
20,850 |
100,140 |
-184 |
Wheat(MGE) |
Sep09 |
090810 |
573.00 |
583.25 |
572.00 |
575.00 |
+1.75 |
2,420 |
8,467 |
+257 |
Dec09 |
090810 |
584.00 |
594.50 |
583.50 |
585.50 |
+0.50 |
3,936 |
14,855 |
-153 |
Mar10 |
090810 |
601.75 |
610.00 |
601.00 |
602.50 |
+1.75 |
738 |
4,981 |
-37 |
May10 |
090810 |
611.00 |
618.50 |
610.25 |
611.75 |
+0.25 |
232 |
1,760 |
+132 |
Jul10 |
090810 |
620.25 |
627.25 |
619.75 |
620.75 |
-0.25 |
450 |
5,685 |
+170 |
Total Volume and Open Interest |
7,992 |
37,239 |
+527 |
Oats(CBOT) |
Sep09 |
090810 |
197.75 |
200.25 |
192.00 |
194.75 |
-4.50 |
117 |
1,978 |
+7 |
Dec09 |
090810 |
209.25 |
214.00 |
205.25 |
208.00 |
-3.00 |
352 |
10,070 |
+3 |
Mar10 |
090810 |
221.50 |
223.75 |
220.00 |
220.50 |
-3.00 |
117 |
1,602 |
+8 |
May10 |
090810 |
228.50 |
231.50 |
228.50 |
228.50 |
-3.00 |
0 |
89 |
+0 |
Total Volume and Open Interest |
586 |
13,742 |
+18 |
Rough Rice(CBOT) |
Sep09 |
090810 |
13.86 |
14.06 |
13.79 |
13.90 |
+0.03 |
284 |
4,605 |
+40 |
Nov09 |
090810 |
14.07 |
14.30 |
14.06 |
14.14 |
+0.03 |
340 |
4,096 |
+117 |
Jan10 |
090810 |
14.37 |
14.40 |
14.28 |
14.29 |
+0.04 |
12 |
413 |
+0 |
Mar10 |
090810 |
14.43 |
14.50 |
14.37 |
14.47 |
+0.08 |
12 |
459 |
+5 |
Total Volume and Open Interest |
649 |
9,732 |
+162 |
Live Cattle(CME) |
Aug09 |
090810 |
83.600 |
83.600 |
83.100 |
83.285 |
-0.565 |
8,618 |
22,486 |
-3,704 |
Oct09 |
090810 |
88.850 |
89.000 |
88.250 |
88.330 |
-0.805 |
14,190 |
108,974 |
+439 |
Dec09 |
090810 |
88.450 |
88.550 |
88.050 |
88.150 |
-0.530 |
5,099 |
62,446 |
+129 |
Feb10 |
090810 |
88.680 |
88.950 |
88.500 |
88.730 |
-0.350 |
2,460 |
22,059 |
+463 |
Apr10 |
090810 |
90.500 |
90.550 |
90.050 |
90.285 |
-0.515 |
1,767 |
10,927 |
+815 |
Jun10 |
090810 |
87.550 |
87.885 |
87.450 |
87.500 |
-0.300 |
794 |
5,132 |
+390 |
Total Volume and Open Interest |
33,017 |
233,445 |
-1,418 |
Feeder Cattle(CME) |
Aug09 |
090810 |
101.150 |
101.200 |
100.285 |
100.430 |
-0.920 |
630 |
5,766 |
-217 |
Sep09 |
090810 |
101.050 |
101.100 |
100.080 |
100.300 |
-0.680 |
1,195 |
8,272 |
-194 |
Oct09 |
090810 |
101.480 |
101.480 |
100.450 |
100.635 |
-0.945 |
1,994 |
7,400 |
+164 |
Nov09 |
090810 |
102.000 |
102.100 |
101.000 |
101.250 |
-1.035 |
428 |
2,423 |
+123 |
Jan10 |
090810 |
101.600 |
101.650 |
100.850 |
100.930 |
-0.920 |
108 |
900 |
+24 |
Mar10 |
090810 |
101.000 |
101.000 |
100.700 |
100.700 |
-0.600 |
29 |
442 |
+6 |
Apr10 |
090810 |
101.500 |
101.500 |
101.300 |
101.400 |
-0.300 |
2 |
41 |
+0 |
Total Volume and Open Interest |
4,391 |
25,358 |
-90 |
Lean Hogs(CME) |
Aug09 |
090810 |
48.985 |
49.485 |
48.200 |
48.300 |
-0.500 |
2,934 |
7,095 |
-372 |
Oct09 |
090810 |
45.000 |
46.100 |
44.735 |
45.000 |
+0.100 |
11,216 |
56,107 |
+609 |
Dec09 |
090810 |
45.000 |
45.785 |
44.500 |
44.600 |
-0.250 |
6,909 |
38,067 |
+871 |
Feb10 |
090810 |
51.600 |
53.180 |
51.550 |
52.550 |
+0.350 |
2,874 |
16,320 |
+119 |
Apr10 |
090810 |
56.450 |
57.430 |
56.150 |
57.050 |
+0.670 |
1,069 |
6,763 |
+124 |
May10 |
090810 |
62.785 |
63.050 |
61.800 |
62.950 |
+0.950 |
35 |
494 |
-15 |
Jun10 |
090810 |
65.600 |
66.950 |
65.150 |
66.885 |
+1.100 |
672 |
3,561 |
-89 |
Jul10 |
090810 |
65.800 |
65.950 |
65.200 |
65.950 |
+0.600 |
77 |
864 |
+49 |
Total Volume and Open Interest |
25,806 |
129,859 |
+1,308 |
Pork Bellies(CME) |
Aug09 |
090810 |
48.750 |
48.750 |
48.750 |
48.750 |
-3.000 |
45 |
214 |
-17 |
Feb10 |
090810 |
79.200 |
80.400 |
79.200 |
79.580 |
unch |
153 |
287 |
+8 |
Mar10 |
090810 |
79.500 |
79.500 |
79.500 |
79.500 |
unch |
3 |
69 |
+1 |
May10 |
090810 |
81.500 |
81.500 |
81.500 |
81.500 |
unch |
0 |
27 |
+0 |
Jul10 |
090810 |
84.500 |
84.500 |
84.500 |
84.500 |
unch |
|
|
|
Total Volume and Open Interest |
201 |
597 |
-8 |
Class III Milk(CME) |
Aug09 |
090810 |
11.03 |
11.16 |
11.01 |
11.05 |
-0.04 |
229 |
4,127 |
-1 |
Sep09 |
090810 |
12.64 |
12.74 |
12.40 |
12.74 |
+0.05 |
181 |
4,186 |
-4 |
Oct09 |
090810 |
13.27 |
13.34 |
13.01 |
13.25 |
unch |
187 |
3,815 |
-46 |
Nov09 |
090810 |
13.45 |
13.55 |
13.33 |
13.40 |
-0.09 |
148 |
3,575 |
+26 |
Dec09 |
090810 |
13.79 |
13.90 |
13.72 |
13.85 |
+0.05 |
59 |
3,193 |
-2 |
Total Volume and Open Interest |
1,181 |
24,787 |
+117 |
Cocoa(ICE) |
Sep09 |
090810 |
2853 |
2964 |
2834 |
2899 |
+62 |
8,210 |
29,775 |
-3,064 |
Dec09 |
090810 |
2872 |
2999 |
2869 |
2938 |
+66 |
5,107 |
43,960 |
+2,689 |
Mar10 |
090810 |
2909 |
2978 |
2909 |
2952 |
+64 |
214 |
23,153 |
-1 |
May10 |
090810 |
2900 |
2982 |
2900 |
2960 |
+64 |
27 |
5,195 |
+6 |
Jul10 |
090810 |
2959 |
2967 |
2959 |
2967 |
+63 |
1 |
3,748 |
+0 |
Sep10 |
090810 |
2966 |
2968 |
2966 |
2968 |
+61 |
0 |
2,727 |
+0 |
Dec10 |
090810 |
2981 |
2982 |
2981 |
2982 |
+66 |
0 |
1,811 |
+0 |
Total Volume and Open Interest |
13,559 |
113,932 |
-370 |
Coffee "C"(ICE) |
Sep09 |
090810 |
137.35 |
138.60 |
134.90 |
135.85 |
-2.05 |
9,345 |
48,183 |
-412 |
Dec09 |
090810 |
140.30 |
141.65 |
137.95 |
139.00 |
-2.00 |
3,778 |
35,817 |
+1,976 |
Mar10 |
090810 |
143.00 |
144.25 |
140.90 |
141.75 |
-1.90 |
678 |
13,673 |
+222 |
May10 |
090810 |
144.20 |
145.90 |
143.10 |
143.45 |
-1.80 |
118 |
4,264 |
+28 |
Jul10 |
090810 |
147.00 |
147.50 |
144.30 |
145.10 |
-1.85 |
57 |
1,496 |
-28 |
Sep10 |
090810 |
149.10 |
149.10 |
146.35 |
146.80 |
-1.90 |
58 |
1,579 |
-6 |
Total Volume and Open Interest |
14,124 |
106,417 |
+1,790 |
Orange Juice(ICE) |
Sep09 |
090810 |
101.20 |
108.00 |
101.20 |
106.80 |
+4.85 |
1,525 |
10,334 |
-511 |
Nov09 |
090810 |
104.90 |
111.15 |
104.20 |
109.65 |
+4.70 |
758 |
16,264 |
+689 |
Jan10 |
090810 |
109.20 |
113.35 |
108.95 |
112.30 |
+4.45 |
32 |
1,108 |
+10 |
Mar10 |
090810 |
112.00 |
116.00 |
112.00 |
115.00 |
+4.15 |
7 |
2,320 |
+1 |
May10 |
090810 |
114.70 |
118.00 |
114.70 |
117.45 |
+3.75 |
0 |
174 |
+0 |
Jul10 |
090810 |
117.40 |
119.75 |
117.40 |
119.75 |
+3.55 |
0 |
57 |
+0 |
Total Volume and Open Interest |
2,322 |
30,442 |
+189 |
Sugar #11(ICE) |
Oct09 |
090810 |
20.71 |
22.44 |
20.64 |
22.00 |
+1.19 |
64,094 |
321,221 |
-2,833 |
Mar10 |
090810 |
22.03 |
23.78 |
21.92 |
23.31 |
+1.28 |
49,926 |
212,065 |
+14,736 |
May10 |
090810 |
21.05 |
22.52 |
21.05 |
22.12 |
+1.07 |
15,289 |
45,270 |
-571 |
Jul10 |
090810 |
20.00 |
21.28 |
20.00 |
20.96 |
+0.95 |
8,876 |
87,033 |
+562 |
Oct10 |
090810 |
19.50 |
20.80 |
19.50 |
20.59 |
+0.84 |
6,235 |
63,291 |
+464 |
Total Volume and Open Interest |
150,448 |
811,332 |
+12,309 |
Sugar #14(ICE) |
Sep09 |
090810 |
25.01 |
25.01 |
25.01 |
25.01 |
+0.28 |
5 |
1,151 |
-5 |
Total Volume and Open Interest |
5 |
1,151 |
-5 |
London Cocoa(LCE) |
Sep09 |
090806 |
1765 |
1770 |
1744 |
1745 |
-12 |
2,408 |
46,622 |
-993 |
Dec09 |
090810 |
1805 |
1854 |
1785 |
1852 |
+50 |
1,593 |
41,735 |
+184 |
Mar10 |
090810 |
1797 |
1855 |
1790 |
1853 |
+46 |
586 |
32,145 |
-24 |
May10 |
090810 |
1822 |
1849 |
1822 |
1848 |
+46 |
104 |
19,318 |
+9 |
Jul10 |
090810 |
1845 |
1846 |
1844 |
1846 |
+46 |
46 |
7,386 |
+0 |
Sep10 |
090810 |
1843 |
1844 |
1842 |
1844 |
+46 |
16 |
3,144 |
+0 |
Dec10 |
090810 |
1846 |
1846 |
1846 |
1846 |
+48 |
0 |
716 |
+0 |
Total Volume and Open Interest |
5,083 |
152,662 |
+216 |
London Coffee(LCE) |
London Sugar(LCE) |
Oct09 |
090810 |
539.10 |
561.90 |
539.10 |
557.40 |
+20.20 |
3,935 |
47,012 |
+653 |
Dec09 |
090810 |
552.30 |
576.80 |
552.10 |
573.30 |
+23.90 |
1,962 |
9,408 |
-164 |
Mar10 |
090810 |
563.40 |
589.00 |
563.40 |
586.00 |
+26.60 |
1,125 |
14,743 |
+126 |
May10 |
090810 |
555.00 |
577.40 |
555.00 |
573.50 |
+24.10 |
579 |
3,542 |
+466 |
Aug10 |
090810 |
540.10 |
557.80 |
540.10 |
554.90 |
+18.70 |
265 |
4,544 |
-6 |
Total Volume and Open Interest |
8,014 |
81,299 |
+1,146 |
Cotton(ICE) |
Oct09 |
090810 |
60.40 |
62.10 |
60.40 |
61.95 |
+1.42 |
112 |
1,948 |
+1 |
Dec09 |
090810 |
62.31 |
64.04 |
62.12 |
63.75 |
+1.32 |
5,995 |
101,269 |
-145 |
Mar10 |
090810 |
64.89 |
66.04 |
64.50 |
65.88 |
+1.39 |
332 |
16,677 |
+108 |
May10 |
090810 |
67.08 |
67.08 |
67.08 |
67.08 |
+1.41 |
20 |
1,235 |
+6 |
Jul10 |
090810 |
67.13 |
68.34 |
67.13 |
68.26 |
+1.43 |
84 |
3,137 |
-21 |
Oct10 |
090810 |
69.36 |
69.36 |
69.36 |
69.36 |
+1.38 |
0 |
15 |
+0 |
Total Volume and Open Interest |
6,566 |
126,595 |
-56 |
Lumber(CME) |
Sep09 |
090810 |
197.5 |
197.7 |
189.4 |
191.0 |
-6.1 |
398 |
4,083 |
-108 |
Nov09 |
090810 |
197.3 |
197.3 |
190.3 |
193.3 |
-2.0 |
330 |
3,709 |
+3 |
Jan10 |
090810 |
210.5 |
211.3 |
206.5 |
211.3 |
-3.7 |
64 |
1,131 |
+18 |
Mar10 |
090810 |
220.6 |
220.6 |
218.0 |
219.9 |
-4.6 |
1 |
63 |
-1 |
Total Volume and Open Interest |
793 |
8,998 |
-88 |
Crude Oil(NYM) |
Sep09 |
090810 |
70.67 |
71.57 |
70.09 |
70.60 |
-0.33 |
328,670 |
300,436 |
-9,169 |
Oct09 |
090810 |
72.54 |
73.41 |
72.00 |
72.61 |
-0.17 |
121,815 |
137,431 |
+5,837 |
Nov09 |
090810 |
73.70 |
74.70 |
73.39 |
74.08 |
unch |
41,263 |
72,394 |
+6,589 |
Dec09 |
090810 |
74.47 |
75.55 |
74.28 |
75.04 |
+0.13 |
46,656 |
163,848 |
+6,324 |
Jan10 |
090810 |
75.75 |
76.24 |
75.16 |
75.89 |
+0.18 |
8,595 |
39,686 |
+3,213 |
Feb10 |
090810 |
76.25 |
76.97 |
76.25 |
76.65 |
+0.21 |
5,698 |
28,482 |
+2,716 |
Mar10 |
090810 |
76.63 |
77.37 |
76.60 |
77.31 |
+0.25 |
3,712 |
20,635 |
+974 |
Apr10 |
090810 |
78.10 |
78.10 |
77.73 |
77.88 |
+0.28 |
1,828 |
12,805 |
+895 |
May10 |
090810 |
78.27 |
78.56 |
78.27 |
78.43 |
+0.33 |
2,574 |
13,142 |
+1,153 |
Jun10 |
090810 |
78.98 |
79.17 |
78.05 |
78.93 |
+0.35 |
12,078 |
63,292 |
+3,182 |
Jul10 |
090810 |
78.66 |
79.59 |
78.66 |
79.34 |
+0.38 |
2,453 |
30,976 |
+659 |
Aug10 |
090810 |
79.40 |
79.64 |
79.40 |
79.64 |
+0.41 |
1,292 |
11,226 |
+501 |
Sep10 |
090810 |
79.60 |
79.93 |
79.60 |
79.93 |
+0.43 |
2,083 |
16,537 |
+732 |
Oct10 |
090810 |
80.22 |
80.22 |
80.22 |
80.22 |
+0.45 |
668 |
8,191 |
+209 |
Nov10 |
090810 |
80.52 |
80.52 |
80.52 |
80.52 |
+0.47 |
581 |
8,947 |
+253 |
Dec10 |
090810 |
79.90 |
81.13 |
79.90 |
80.83 |
+0.49 |
13,938 |
90,551 |
+1,300 |
Total Volume and Open Interest |
608,028 |
1,236,403 |
+28,651 |
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 |
090810 |
72.350 |
73.425 |
72.150 |
72.600 |
-0.175 |
652 |
587 |
-19 |
Nov09 |
090810 |
73.950 |
74.425 |
73.950 |
74.075 |
unch |
168 |
495 |
+11 |
Dec09 |
090810 |
74.500 |
75.350 |
74.500 |
75.050 |
+0.150 |
10 |
351 |
+2 |
Jan10 |
090810 |
76.050 |
76.050 |
75.900 |
75.900 |
+0.200 |
0 |
116 |
+0 |
Feb10 |
090810 |
76.650 |
76.650 |
76.650 |
76.650 |
+0.200 |
0 |
103 |
+0 |
Mar10 |
090810 |
77.300 |
77.300 |
77.300 |
77.300 |
+0.250 |
0 |
5 |
+0 |
Apr10 |
090810 |
77.600 |
77.875 |
77.600 |
77.875 |
+0.275 |
|
|
|
May10 |
090810 |
78.425 |
78.425 |
78.425 |
78.425 |
+0.325 |
|
|
|
Total Volume and Open Interest |
12,455 |
8,218 |
+511 |
Heating Oil(NYM) |
Sep09 |
090810 |
191.10 |
194.20 |
190.42 |
192.76 |
+1.54 |
42,033 |
67,283 |
+1,449 |
Oct09 |
090810 |
194.69 |
196.97 |
193.32 |
195.66 |
+1.45 |
15,462 |
40,602 |
+1,278 |
Nov09 |
090810 |
197.96 |
199.98 |
196.71 |
198.76 |
+1.37 |
6,929 |
27,207 |
+941 |
Dec09 |
090810 |
201.20 |
203.13 |
199.77 |
201.94 |
+1.34 |
10,783 |
40,993 |
+1,219 |
Jan10 |
090810 |
204.02 |
205.88 |
203.68 |
205.01 |
+1.35 |
4,227 |
20,763 |
-370 |
Feb10 |
090810 |
205.91 |
207.16 |
205.91 |
207.16 |
+1.30 |
1,921 |
14,619 |
+117 |
Mar10 |
090810 |
206.55 |
209.00 |
206.55 |
208.31 |
+1.30 |
1,406 |
10,911 |
+289 |
Apr10 |
090810 |
208.70 |
208.91 |
208.70 |
208.91 |
+1.25 |
271 |
7,672 |
+19 |
May10 |
090810 |
209.81 |
209.81 |
209.81 |
209.81 |
+1.20 |
442 |
9,310 |
+38 |
Jun10 |
090810 |
210.40 |
211.27 |
209.26 |
210.81 |
+1.15 |
2,138 |
19,212 |
-313 |
Jul10 |
090810 |
212.61 |
212.61 |
212.61 |
212.61 |
+1.15 |
385 |
3,683 |
+151 |
Aug10 |
090810 |
213.80 |
214.46 |
213.80 |
214.46 |
+1.15 |
114 |
1,995 |
+76 |
Total Volume and Open Interest |
87,537 |
304,183 |
+4,892 |
Gasoline(NYMEX) |
Sep09 |
090810 |
200.00 |
204.32 |
198.84 |
202.74 |
+1.93 |
36,563 |
93,975 |
+1,279 |
Oct09 |
090810 |
191.20 |
194.10 |
189.09 |
192.59 |
+1.87 |
15,436 |
41,174 |
+2,385 |
Nov09 |
090810 |
189.85 |
192.68 |
188.02 |
191.48 |
+1.82 |
7,444 |
20,835 |
+868 |
Dec09 |
090810 |
190.43 |
193.09 |
188.71 |
192.13 |
+1.76 |
6,546 |
24,115 |
+357 |
Jan10 |
090810 |
192.81 |
195.00 |
192.81 |
194.14 |
+1.79 |
1,298 |
11,828 |
+554 |
Feb10 |
090810 |
201.75 |
201.75 |
196.47 |
196.47 |
+1.78 |
362 |
3,664 |
+63 |
Mar10 |
090810 |
198.26 |
198.77 |
198.26 |
198.77 |
+1.73 |
190 |
4,758 |
-12 |
Apr10 |
090810 |
212.02 |
212.02 |
212.02 |
212.02 |
+1.73 |
110 |
4,529 |
+50 |
May10 |
090810 |
213.17 |
213.17 |
213.17 |
213.17 |
+1.63 |
15 |
2,638 |
+0 |
Jun10 |
090810 |
210.30 |
213.32 |
210.30 |
213.32 |
+1.53 |
331 |
2,349 |
+120 |
Total Volume and Open Interest |
68,428 |
218,007 |
+5,707 |
e-miNY RBOB Gasoline(NYM) |
Sep09 |
090810 |
2.00 |
2.00 |
2.00 |
2.03 |
+0.02 |
|
|
|
Oct09 |
090810 |
192.59 |
192.59 |
192.59 |
192.59 |
+1.87 |
|
|
|
Nov09 |
090810 |
191.48 |
191.48 |
191.48 |
191.48 |
+1.82 |
|
|
|
Dec09 |
090810 |
192.13 |
192.13 |
192.13 |
192.13 |
+1.76 |
0 |
2 |
+0 |
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Sep09 |
090810 |
3.703 |
3.768 |
3.613 |
3.641 |
-0.033 |
121,564 |
174,665 |
+4,330 |
Oct09 |
090810 |
4.000 |
4.035 |
3.892 |
3.919 |
-0.020 |
42,917 |
98,177 |
+3,245 |
Nov09 |
090810 |
4.776 |
4.819 |
4.705 |
4.726 |
+0.008 |
11,802 |
41,835 |
-155 |
Dec09 |
090810 |
5.485 |
5.540 |
5.430 |
5.454 |
+0.009 |
8,008 |
47,014 |
+427 |
Jan10 |
090810 |
5.735 |
5.790 |
5.680 |
5.706 |
+0.004 |
9,018 |
48,324 |
+417 |
Feb10 |
090810 |
5.748 |
5.814 |
5.723 |
5.734 |
+0.007 |
2,271 |
23,272 |
+51 |
Mar10 |
090810 |
5.709 |
5.751 |
5.658 |
5.679 |
+0.007 |
4,372 |
37,143 |
-602 |
Apr10 |
090810 |
5.625 |
5.670 |
5.580 |
5.604 |
+0.007 |
2,362 |
39,337 |
+431 |
May10 |
090810 |
5.670 |
5.720 |
5.642 |
5.659 |
+0.005 |
765 |
19,707 |
+215 |
Jun10 |
090810 |
5.812 |
5.812 |
5.734 |
5.749 |
+0.003 |
364 |
9,895 |
+69 |
Jul10 |
090810 |
5.902 |
5.930 |
5.847 |
5.867 |
+0.006 |
432 |
10,237 |
+68 |
Aug10 |
090810 |
5.991 |
6.013 |
5.950 |
5.962 |
+0.008 |
227 |
8,587 |
-11 |
Sep10 |
090810 |
6.085 |
6.085 |
6.015 |
6.027 |
+0.010 |
404 |
6,986 |
+206 |
Oct10 |
090810 |
6.171 |
6.205 |
6.119 |
6.147 |
+0.015 |
862 |
19,798 |
+740 |
Nov10 |
090810 |
6.567 |
6.567 |
6.505 |
6.522 |
+0.020 |
281 |
5,939 |
-23 |
Dec10 |
090810 |
6.912 |
6.930 |
6.864 |
6.887 |
+0.020 |
314 |
13,569 |
+114 |
Total Volume and Open Interest |
207,910 |
721,047 |
+9,346 |
Brent Crude Oil(ICE) |
Sep09 |
090810 |
73.23 |
74.26 |
73.04 |
73.50 |
-0.09 |
116,772 |
80,001 |
-15,777 |
Oct09 |
090810 |
73.59 |
74.71 |
73.52 |
74.02 |
-0.05 |
90,021 |
173,633 |
+8,680 |
Nov09 |
090810 |
74.59 |
75.51 |
74.32 |
74.89 |
+0.01 |
40,068 |
59,839 |
+4,632 |
Dec09 |
090810 |
75.70 |
76.28 |
75.10 |
75.73 |
+0.06 |
33,203 |
107,869 |
+3,003 |
Jan10 |
090810 |
76.65 |
76.92 |
75.80 |
76.47 |
+0.11 |
8,156 |
32,983 |
+36 |
Feb10 |
090810 |
76.79 |
77.50 |
76.79 |
77.15 |
+0.18 |
4,520 |
18,132 |
-215 |
Mar10 |
090810 |
77.39 |
78.11 |
77.39 |
77.79 |
+0.23 |
2,507 |
14,801 |
+274 |
Apr10 |
090810 |
78.07 |
78.67 |
78.00 |
78.37 |
+0.26 |
1,594 |
7,316 |
-9 |
May10 |
090810 |
78.58 |
79.14 |
78.51 |
78.93 |
+0.32 |
1,761 |
5,958 |
-38 |
Jun10 |
090810 |
79.60 |
79.62 |
78.99 |
79.45 |
+0.39 |
3,674 |
42,623 |
-218 |
Jul10 |
090810 |
79.85 |
79.85 |
79.85 |
79.85 |
+0.40 |
1,265 |
9,699 |
+45 |
Aug10 |
090810 |
80.19 |
80.19 |
80.19 |
80.19 |
+0.41 |
960 |
6,563 |
-3 |
Sep10 |
090810 |
80.52 |
80.52 |
80.52 |
80.52 |
+0.42 |
834 |
3,311 |
+188 |
Oct10 |
090810 |
80.83 |
80.83 |
80.83 |
80.83 |
+0.43 |
450 |
3,438 |
+86 |
Total Volume and Open Interest |
316,188 |
718,265 |
+2,225 |
Gas Oil(ICE) |
Aug09 |
090810 |
598.75 |
610.00 |
598.00 |
605.50 |
-2.00 |
28,059 |
28,896 |
-5,063 |
Sep09 |
090810 |
605.00 |
616.00 |
604.00 |
611.25 |
-2.50 |
57,032 |
99,524 |
-1,556 |
Oct09 |
090810 |
612.25 |
622.75 |
611.50 |
618.50 |
-2.50 |
23,457 |
53,570 |
-12 |
Nov09 |
090810 |
619.75 |
630.25 |
619.75 |
625.75 |
-2.50 |
7,342 |
38,288 |
+813 |
Dec09 |
090810 |
631.00 |
638.25 |
626.25 |
633.50 |
-2.50 |
9,724 |
59,516 |
-1,321 |
Jan10 |
090810 |
639.50 |
647.00 |
636.75 |
642.00 |
-2.75 |
3,039 |
41,908 |
+408 |
Feb10 |
090810 |
642.75 |
654.25 |
642.75 |
649.50 |
-2.75 |
1,029 |
18,876 |
+155 |
Mar10 |
090810 |
654.75 |
660.00 |
652.50 |
655.25 |
-3.00 |
437 |
20,311 |
-165 |
Apr10 |
090810 |
660.25 |
661.00 |
658.00 |
660.75 |
-3.00 |
377 |
11,813 |
+130 |
May10 |
090810 |
665.25 |
666.25 |
663.25 |
666.00 |
-2.75 |
562 |
9,553 |
+155 |
Total Volume and Open Interest |
137,015 |
510,432 |
-5,484 |
Ethanol(CBOT) |
Aug09 |
090805 |
1.637 |
1.637 |
1.635 |
1.635 |
-0.023 |
9 |
78 |
+0 |
Sep09 |
090810 |
1.547 |
1.547 |
1.525 |
1.533 |
-0.007 |
73 |
523 |
+51 |
Oct09 |
090810 |
1.520 |
1.520 |
1.510 |
1.510 |
-0.005 |
8 |
403 |
-2 |
Nov09 |
090810 |
1.490 |
1.509 |
1.485 |
1.491 |
+0.007 |
15 |
276 |
+10 |
Dec09 |
090810 |
1.477 |
1.500 |
1.477 |
1.492 |
+0.007 |
12 |
343 |
+5 |
Jan10 |
090810 |
1.480 |
1.500 |
1.470 |
1.483 |
+0.008 |
7 |
499 |
+7 |
Feb10 |
090810 |
1.500 |
1.500 |
1.500 |
1.500 |
+0.010 |
1 |
421 |
+0 |
Mar10 |
090810 |
1.500 |
1.500 |
1.500 |
1.500 |
+0.010 |
7 |
534 |
+7 |
Total Volume and Open Interest |
150 |
3,723 |
+103 |
US Dollar Index(ICE) |
Sep09 |
090810 |
78.825 |
79.515 |
78.825 |
79.385 |
+0.280 |
4,700 |
29,418 |
+466 |
Dec09 |
090810 |
79.300 |
79.750 |
79.200 |
79.685 |
+0.265 |
72 |
2,241 |
+5 |
Mar10 |
090810 |
79.955 |
79.955 |
79.955 |
79.955 |
+0.265 |
|
|
|
Total Volume and Open Interest |
4,772 |
31,659 |
+471 |
Australian Dollar(CME) |
Sep09 |
090810 |
83.23 |
84.10 |
83.08 |
83.33 |
-0.11 |
70,275 |
106,941 |
+1,290 |
Dec09 |
090810 |
82.90 |
83.43 |
82.49 |
82.71 |
-0.11 |
87 |
431 |
-4 |
Mar10 |
090810 |
82.03 |
82.16 |
82.03 |
82.03 |
-0.13 |
0 |
15 |
+0 |
Total Volume and Open Interest |
70,362 |
107,388 |
+1,286 |
British Pound(CME) |
Sep09 |
090810 |
166.73 |
167.20 |
164.29 |
164.60 |
-2.04 |
139,055 |
105,572 |
-325 |
Dec09 |
090810 |
166.50 |
167.08 |
164.29 |
164.57 |
-2.04 |
74 |
776 |
+18 |
Mar10 |
090810 |
164.55 |
166.91 |
164.53 |
164.55 |
-2.03 |
0 |
11 |
+0 |
Total Volume and Open Interest |
139,129 |
106,381 |
-307 |
Canadian Dollar(CME) |
Sep09 |
090810 |
92.42 |
92.63 |
91.50 |
91.77 |
-0.59 |
55,954 |
104,063 |
+1,158 |
Dec09 |
090810 |
92.30 |
92.64 |
91.54 |
91.79 |
-0.59 |
400 |
2,884 |
-53 |
Mar10 |
090810 |
91.71 |
92.56 |
91.59 |
91.82 |
-0.59 |
4 |
648 |
+1 |
Jun10 |
090810 |
91.85 |
92.55 |
91.63 |
91.85 |
-0.60 |
5 |
137 |
+2 |
Total Volume and Open Interest |
56,363 |
107,907 |
+1,108 |
Japanese Yen(CME) |
Sep09 |
090810 |
102.38 |
103.22 |
102.36 |
103.08 |
+0.58 |
99,926 |
75,267 |
-2,393 |
Dec09 |
090810 |
102.94 |
103.30 |
102.54 |
103.18 |
+0.58 |
34 |
273 |
+0 |
Mar10 |
090810 |
103.06 |
103.52 |
102.78 |
103.34 |
+0.56 |
0 |
20 |
+0 |
Total Volume and Open Interest |
99,960 |
75,561 |
-2,393 |
Swiss Franc(CME) |
Sep09 |
090810 |
92.44 |
92.64 |
91.90 |
92.12 |
-0.24 |
32,582 |
40,718 |
-1,630 |
Dec09 |
090810 |
92.51 |
92.72 |
92.02 |
92.22 |
-0.25 |
7 |
135 |
+1 |
Mar10 |
090810 |
92.36 |
92.69 |
92.36 |
92.36 |
-0.26 |
0 |
10 |
+0 |
Total Volume and Open Interest |
32,589 |
40,863 |
-1,629 |
EuroFX(CME) |
Sep09 |
090810 |
141.75 |
142.20 |
141.05 |
141.32 |
-0.40 |
207,832 |
141,298 |
+78 |
Dec09 |
090810 |
141.78 |
142.17 |
141.06 |
141.31 |
-0.41 |
201 |
1,908 |
+31 |
Mar10 |
090810 |
141.82 |
141.98 |
141.31 |
141.31 |
-0.42 |
33 |
370 |
+0 |
Total Volume and Open Interest |
208,066 |
143,581 |
+109 |
Mexican Peso(CME) |
Aug09 |
090810 |
774.8 |
774.8 |
773.0 |
774.8 |
+1.8 |
|
|
|
Sep09 |
090810 |
768.0 |
773.2 |
767.5 |
770.2 |
+1.8 |
14,240 |
67,030 |
+2,603 |
Total Volume and Open Interest |
14,499 |
69,209 |
+2,830 |
30-Year T-Bonds(CBOT) |
Sep09 |
090810 |
115~060 |
116~180 |
114~280 |
116~130 |
+1~030 |
215,293 |
674,164 |
-2,387 |
Dec09 |
090810 |
113~235 |
115~075 |
113~190 |
115~030 |
+1~030 |
389 |
4,151 |
+105 |
Mar10 |
090810 |
114~040 |
114~040 |
113~010 |
114~040 |
+1~030 |
1 |
42 |
+1 |
Total Volume and Open Interest |
215,683 |
678,360 |
-2,281 |
10-Year T-Notes(CBOT) |
Sep09 |
090810 |
114~290 |
115~225 |
114~220 |
115~205 |
+0~225 |
789,475 |
1,115,481 |
+27,045 |
Dec09 |
090810 |
113~110 |
114~060 |
113~075 |
114~040 |
+0~230 |
4,462 |
11,267 |
+2,091 |
Mar10 |
090810 |
113~040 |
113~040 |
112~130 |
113~040 |
+0~230 |
|
|
|
Total Volume and Open Interest |
793,937 |
1,126,748 |
+29,136 |
5-Year T-Notes(CBOT) |
Sep09 |
090810 |
114~020 |
114~064 |
114~020 |
114~064 |
+0~061 |
1,782 |
809,479 |
+2,725 |
Dec09 |
090810 |
112~075 |
113~009 |
112~059 |
113~009 |
+0~061 |
5,671 |
20,116 |
+4,431 |
Mar10 |
090810 |
113~009 |
113~009 |
112~076 |
113~009 |
+0~061 |
|
|
|
Total Volume and Open Interest |
363,426 |
829,595 |
+7,156 |
2 Year T-Notes(CBOT) |
Sep09 |
090810 |
108~000 |
108~000 |
108~000 |
108~006 |
+0~019 |
1,676 |
669,129 |
+6,273 |
Dec09 |
090810 |
107~043 |
107~043 |
107~022 |
107~043 |
+0~021 |
104 |
1,750 |
+104 |
Mar10 |
090810 |
107~043 |
107~043 |
107~022 |
107~043 |
+0~021 |
|
|
|
Total Volume and Open Interest |
133,270 |
670,879 |
+6,377 |
Eurodollars(CME) |
Sep09 |
090810 |
99.500 |
99.525 |
99.490 |
99.520 |
+0.020 |
93,335 |
997,172 |
-5,796 |
Dec09 |
090810 |
99.200 |
99.260 |
99.185 |
99.250 |
+0.050 |
173,070 |
951,137 |
-8,365 |
Mar10 |
090810 |
98.770 |
98.885 |
98.765 |
98.875 |
+0.090 |
251,313 |
924,954 |
+8,925 |
Jun10 |
090810 |
98.300 |
98.420 |
98.280 |
98.410 |
+0.105 |
247,538 |
652,124 |
+15,005 |
Sep10 |
090810 |
97.840 |
97.965 |
97.805 |
97.950 |
+0.110 |
252,940 |
578,867 |
-7,912 |
Dec10 |
090810 |
97.415 |
97.525 |
97.370 |
97.510 |
+0.100 |
184,614 |
667,869 |
+10,736 |
Mar11 |
090810 |
97.065 |
97.170 |
97.015 |
97.150 |
+0.095 |
146,070 |
368,913 |
+919 |
Jun11 |
090810 |
96.745 |
96.840 |
96.690 |
96.825 |
+0.100 |
131,930 |
357,054 |
-2,317 |
Sep11 |
090810 |
96.440 |
96.560 |
96.405 |
96.540 |
+0.105 |
56,059 |
239,260 |
+409 |
Dec11 |
090810 |
96.155 |
96.285 |
96.125 |
96.270 |
+0.115 |
41,753 |
174,325 |
+894 |
Mar12 |
090810 |
95.935 |
96.090 |
95.930 |
96.075 |
+0.120 |
36,495 |
129,867 |
+761 |
Jun12 |
090810 |
95.735 |
95.900 |
95.730 |
95.880 |
+0.120 |
31,788 |
121,236 |
-2,104 |
Sep12 |
090810 |
95.550 |
95.725 |
95.550 |
95.705 |
+0.120 |
10,463 |
66,678 |
-1,027 |
Dec12 |
090810 |
95.375 |
95.545 |
95.365 |
95.525 |
+0.120 |
8,344 |
58,232 |
-1,141 |
Mar13 |
090810 |
95.265 |
95.435 |
95.250 |
95.415 |
+0.120 |
5,170 |
61,150 |
+157 |
Jun13 |
090810 |
95.135 |
95.315 |
95.120 |
95.295 |
+0.120 |
5,338 |
31,636 |
-627 |
Sep13 |
090810 |
95.020 |
95.200 |
95.000 |
95.175 |
+0.120 |
2,649 |
38,888 |
-252 |
Dec13 |
090810 |
94.875 |
95.060 |
94.865 |
95.045 |
+0.120 |
3,364 |
27,704 |
+316 |
Total Volume and Open Interest |
1,691,847 |
6,618,667 |
+7,510 |
30 Day Federal Funds(CBOT) |
Aug09 |
090810 |
99.825 |
99.827 |
99.823 |
99.825 |
+0.002 |
1,088 |
54,352 |
+13 |
Sep09 |
090810 |
99.815 |
99.815 |
99.805 |
99.810 |
+0.005 |
1,061 |
38,387 |
+527 |
Oct09 |
090810 |
99.800 |
99.805 |
99.795 |
99.795 |
unch |
1,050 |
28,658 |
+601 |
Nov09 |
090810 |
99.755 |
99.775 |
99.755 |
99.765 |
+0.010 |
2,749 |
51,934 |
+701 |
Dec09 |
090810 |
99.710 |
99.735 |
99.705 |
99.725 |
+0.015 |
1,090 |
39,806 |
+105 |
Jan10 |
090810 |
99.655 |
99.690 |
99.650 |
99.680 |
+0.025 |
1,992 |
28,451 |
-698 |
Total Volume and Open Interest |
20,889 |
347,384 |
+1,601 |
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 |
090810 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Dec09 |
090810 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
Mar10 |
090810 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Jun10 |
090810 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
Sep10 |
090810 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
Dec10 |
090810 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
|
|
|
Mar11 |
090810 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
Jun11 |
090810 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
|
|
|
Sep11 |
090810 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
|
|
|
Dec11 |
090810 |
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 |
090810 |
136.83 |
136.83 |
136.83 |
136.83 |
-0.42 |
0 |
1 |
+0 |
Mar10 |
090810 |
136.60 |
136.60 |
136.60 |
136.60 |
-0.42 |
|
|
|
Total Volume and Open Interest |
1,327 |
13,725 |
-113 |
Euro-Bund(EUREX) |
Sep09 |
090810 |
120.00 |
120.59 |
119.96 |
120.35 |
+0.09 |
839,525 |
829,554 |
-21,140 |
Dec09 |
090810 |
118.70 |
119.16 |
118.70 |
118.95 |
+0.09 |
1,773 |
13,346 |
-719 |
Mar10 |
090810 |
118.59 |
118.59 |
118.59 |
118.59 |
+0.09 |
507 |
2 |
+1 |
Total Volume and Open Interest |
841,805 |
842,902 |
-21,858 |
Euro-Bobl(EUREX) |
Sep09 |
090810 |
114.40 |
114.84 |
114.37 |
114.72 |
+0.15 |
472,695 |
593,860 |
-2,726 |
Dec09 |
090810 |
113.19 |
113.42 |
113.19 |
113.33 |
+0.14 |
283 |
1,106 |
+24 |
Mar10 |
090810 |
113.20 |
113.20 |
113.20 |
113.20 |
+0.15 |
|
|
|
Total Volume and Open Interest |
472,978 |
594,966 |
-2,702 |
3-Mth Euribor(EUREX) |
Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
Dec09 |
090810 |
98.900 |
98.935 |
98.900 |
98.935 |
+0.015 |
386 |
6,039 |
+208 |
Mar10 |
090810 |
98.665 |
98.675 |
98.660 |
98.675 |
+0.050 |
17 |
2,720 |
-50 |
Total Volume and Open Interest |
1,064 |
34,013 |
+453 |
Long Gilt(LIFFE) |
Sep09 |
090810 |
117~20 |
117~31 |
117~14 |
117~19 |
+0~01 |
141,964 |
242,983 |
+6,662 |
Dec09 |
090810 |
116~02 |
116~02 |
116~02 |
116~02 |
+0~01 |
0 |
150 |
+0 |
Total Volume and Open Interest |
141,964 |
243,133 |
+6,662 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090810 |
99.22 |
99.27 |
99.20 |
99.23 |
+0.03 |
102,036 |
262,151 |
+195 |
Dec09 |
090810 |
98.94 |
99.03 |
98.93 |
99.00 |
+0.08 |
149,795 |
276,430 |
-658 |
Mar10 |
090810 |
98.46 |
98.63 |
98.45 |
98.60 |
+0.15 |
127,930 |
329,676 |
-7,196 |
Jun10 |
090810 |
97.90 |
98.09 |
97.88 |
98.04 |
+0.17 |
111,716 |
273,748 |
+63 |
Sep10 |
090810 |
97.32 |
97.51 |
97.31 |
97.47 |
+0.18 |
141,173 |
244,202 |
+8,401 |
Dec10 |
090810 |
96.77 |
96.94 |
96.77 |
96.91 |
+0.16 |
114,937 |
262,757 |
+3,735 |
Total Volume and Open Interest |
892,640 |
2,145,827 |
+16,248 |
3-Mth Euribor(LIFFE) |
Sep09 |
090810 |
99.125 |
99.135 |
99.110 |
99.125 |
unch |
137,167 |
607,662 |
+1,955 |
Dec09 |
090810 |
98.925 |
98.950 |
98.905 |
98.935 |
+0.015 |
101,225 |
526,636 |
+4,363 |
Mar10 |
090810 |
98.625 |
98.695 |
98.590 |
98.675 |
+0.050 |
121,260 |
445,588 |
-3,491 |
Total Volume and Open Interest |
792,453 |
3,080,928 |
+5,501 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090810 |
96.57 |
96.58 |
96.46 |
96.49 |
-0.09 |
17,409 |
287,431 |
+287 |
Dec09 |
090810 |
96.19 |
96.19 |
96.03 |
96.06 |
-0.13 |
31,251 |
304,266 |
+4,316 |
Mar10 |
090810 |
95.66 |
95.67 |
95.45 |
95.49 |
-0.18 |
14,763 |
165,429 |
+4,828 |
Jun10 |
090810 |
95.17 |
95.17 |
94.94 |
94.98 |
-0.19 |
9,132 |
91,660 |
-3,113 |
Sep10 |
090810 |
94.79 |
94.79 |
94.59 |
94.63 |
-0.16 |
3,154 |
61,900 |
-432 |
Dec10 |
090810 |
94.51 |
94.51 |
94.34 |
94.37 |
-0.13 |
1,956 |
40,507 |
+65 |
Mar11 |
090810 |
94.27 |
94.27 |
94.12 |
94.16 |
-0.10 |
1,095 |
20,289 |
+167 |
Jun11 |
090810 |
94.04 |
94.04 |
93.92 |
93.98 |
-0.05 |
1,240 |
15,335 |
+136 |
Sep11 |
090810 |
93.78 |
93.81 |
93.74 |
93.81 |
-0.05 |
29 |
3,483 |
+0 |
Dec11 |
090810 |
93.60 |
93.66 |
93.60 |
93.66 |
-0.01 |
0 |
613 |
+0 |
Total Volume and Open Interest |
80,029 |
992,057 |
+6,254 |
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 |
090810 |
94.31 |
94.31 |
94.31 |
94.31 |
-0.06 |
|
|
|
Total Volume and Open Interest |
16,394 |
366,834 |
-1,734 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090810 |
94.89 |
94.93 |
94.74 |
94.79 |
-0.10 |
113,409 |
722,097 |
+6,238 |
Dec09 |
090810 |
94.79 |
94.79 |
94.79 |
94.79 |
-0.10 |
|
|
|
Total Volume and Open Interest |
113,409 |
722,097 |
+6,238 |
Gold(CMX) |
Aug09 |
090810 |
955.0 |
956.1 |
943.5 |
945.0 |
-12.3 |
543 |
1,704 |
-214 |
Oct09 |
090810 |
953.6 |
958.0 |
943.0 |
945.8 |
-12.3 |
11,515 |
23,599 |
-1,977 |
Dec09 |
090810 |
956.6 |
959.3 |
944.2 |
946.9 |
-12.6 |
108,950 |
269,453 |
+3,477 |
Feb10 |
090810 |
957.9 |
959.2 |
947.5 |
948.4 |
-12.7 |
3,393 |
18,319 |
+554 |
Apr10 |
090810 |
959.5 |
959.5 |
949.3 |
949.9 |
-12.7 |
582 |
19,662 |
-9 |
Jun10 |
090810 |
963.2 |
963.7 |
951.7 |
951.7 |
-12.8 |
829 |
11,582 |
+581 |
Aug10 |
090810 |
953.8 |
953.8 |
953.8 |
953.8 |
-13.0 |
660 |
7,315 |
+491 |
Oct10 |
090810 |
956.5 |
956.5 |
956.5 |
956.5 |
-13.1 |
0 |
3,550 |
+0 |
Dec10 |
090810 |
960.0 |
961.0 |
959.7 |
959.7 |
-13.2 |
134 |
11,491 |
-99 |
Feb11 |
090810 |
963.3 |
963.3 |
963.3 |
963.3 |
-13.3 |
0 |
1,012 |
+0 |
Apr11 |
090810 |
967.2 |
967.2 |
967.2 |
967.2 |
-13.4 |
10 |
97 |
+10 |
Jun11 |
090810 |
316.1 |
316.1 |
316.1 |
316.1 |
-13.6 |
0 |
7,919 |
+0 |
Total Volume and Open Interest |
128,201 |
396,438 |
+3,243 |
Silver(CMX) |
Sep09 |
090810 |
1456.0 |
1469.5 |
1427.5 |
1435.5 |
-31.3 |
42,404 |
51,518 |
-2,736 |
Dec09 |
090810 |
1460.0 |
1472.0 |
1432.0 |
1439.5 |
-31.4 |
14,137 |
29,011 |
+2,030 |
Mar10 |
090810 |
1461.0 |
1461.0 |
1440.0 |
1443.1 |
-31.5 |
266 |
4,748 |
+91 |
May10 |
090810 |
1445.3 |
1445.3 |
1445.3 |
1445.3 |
-31.6 |
24 |
2,268 |
+4 |
Jul10 |
090810 |
1447.6 |
1447.6 |
1447.6 |
1447.6 |
-31.6 |
273 |
2,867 |
-254 |
Sep10 |
090810 |
1465.5 |
1465.5 |
1450.1 |
1450.1 |
-31.6 |
420 |
922 |
+305 |
Dec10 |
090810 |
1472.5 |
1472.5 |
1453.0 |
1456.1 |
-31.7 |
49 |
3,308 |
+33 |
Total Volume and Open Interest |
57,659 |
100,297 |
-510 |
Platinum(NYMEX) |
Oct09 |
090810 |
1266.5 |
1266.5 |
1243.0 |
1250.9 |
-17.6 |
2,580 |
22,472 |
-139 |
Jan10 |
090810 |
1266.5 |
1266.5 |
1250.5 |
1256.4 |
-17.6 |
24 |
846 |
+23 |
Apr10 |
090810 |
1261.9 |
1261.9 |
1261.9 |
1261.9 |
-17.6 |
1 |
1 |
+1 |
Total Volume and Open Interest |
2,605 |
23,319 |
-115 |
Palladium(NYMEX) |
Sep09 |
090810 |
279.05 |
279.05 |
273.00 |
276.60 |
-2.45 |
1,060 |
14,561 |
-127 |
Dec09 |
090810 |
276.50 |
278.75 |
275.00 |
277.75 |
-2.45 |
135 |
5,297 |
+113 |
Mar10 |
090810 |
279.05 |
279.05 |
279.05 |
279.05 |
-2.45 |
2 |
106 |
+0 |
Total Volume and Open Interest |
1,197 |
19,964 |
-14 |
Copper(CMX) |
Sep09 |
090810 |
278.55 |
284.65 |
275.45 |
277.05 |
-1.50 |
23,025 |
69,892 |
-1,471 |
Dec09 |
090810 |
279.35 |
285.95 |
277.75 |
278.60 |
-1.35 |
4,993 |
35,328 |
+2,192 |
Mar10 |
090810 |
277.00 |
281.00 |
277.00 |
278.85 |
-1.15 |
240 |
4,195 |
+137 |
May10 |
090810 |
284.00 |
284.00 |
278.55 |
278.55 |
-1.15 |
7 |
981 |
+1 |
Jul10 |
090810 |
278.25 |
278.25 |
278.25 |
278.25 |
-1.15 |
3 |
296 |
+0 |
Total Volume and Open Interest |
29,035 |
121,904 |
+366 |
Aluminum(CMX) |
Aug09 |
090810 |
86.50 |
86.50 |
86.50 |
86.50 |
-2.75 |
|
|
|
Sep09 |
090810 |
87.00 |
87.00 |
87.00 |
87.00 |
-2.75 |
|
|
|
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 |
090810 |
9317 |
9337 |
9260 |
9320 |
-5 |
438 |
11,218 |
+61 |
Dec09 |
090810 |
9261 |
9268 |
9261 |
9261 |
-7 |
1 |
661 |
+0 |
Mar10 |
090810 |
9208 |
9219 |
9208 |
9208 |
-11 |
0 |
2 |
+0 |
Jun10 |
090810 |
9170 |
9175 |
9170 |
9170 |
-5 |
|
|
|
Total Volume and Open Interest |
439 |
11,881 |
+61 |
S & P 500(CME) |
Sep09 |
090810 |
1005.90 |
1007.80 |
998.50 |
1007.50 |
+1.10 |
17,677 |
375,959 |
-1,178 |
Dec09 |
090810 |
998.00 |
1003.10 |
996.50 |
1003.10 |
+1.10 |
885 |
10,505 |
+835 |
Mar10 |
090810 |
999.50 |
999.50 |
992.90 |
999.50 |
+1.10 |
525 |
4,239 |
+375 |
Jun10 |
090810 |
996.70 |
996.70 |
990.10 |
996.70 |
+1.10 |
0 |
179 |
+0 |
Total Volume and Open Interest |
19,087 |
390,887 |
+32 |
S & P 500 E-Mini(Globex) |
Sep09 |
090810 |
1005.75 |
1007.75 |
998.25 |
1007.50 |
+1.00 |
1,731,837 |
2,543,186 |
+9,043 |
Dec09 |
090810 |
1001.00 |
1003.00 |
994.25 |
1003.00 |
+1.00 |
1,667 |
29,777 |
+804 |
Total Volume and Open Interest |
1,733,504 |
2,573,016 |
+9,847 |
NASDAQ 100(CME) |
Sep09 |
090810 |
1617.00 |
1619.00 |
1597.00 |
1612.50 |
-7.30 |
1,842 |
18,909 |
-218 |
Dec09 |
090810 |
1610.30 |
1610.50 |
1610.30 |
1610.30 |
-7.20 |
0 |
13 |
+0 |
Mar10 |
090810 |
1609.30 |
1609.50 |
1609.30 |
1609.30 |
-7.20 |
|
|
|
Total Volume and Open Interest |
1,842 |
18,922 |
-218 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090810 |
1619.00 |
1619.80 |
1597.80 |
1612.50 |
-7.30 |
271,304 |
311,194 |
-1,808 |
Dec09 |
090810 |
1613.80 |
1616.50 |
1596.30 |
1610.30 |
-7.20 |
30 |
3,058 |
+12 |
Total Volume and Open Interest |
271,334 |
314,263 |
-1,796 |
S & P Midcap 400(CME) |
Sep09 |
090810 |
651.00 |
653.00 |
645.00 |
650.50 |
-0.60 |
14 |
2,716 |
-4 |
Dec09 |
090810 |
648.50 |
649.10 |
648.50 |
648.50 |
-0.60 |
|
|
|
Mar10 |
090810 |
646.50 |
647.10 |
646.50 |
646.50 |
-0.60 |
|
|
|
Total Volume and Open Interest |
14 |
2,716 |
-4 |
Russell 2000(CME) |
Sep09 |
090810 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
40 |
7,761 |
-25 |
Dec09 |
090810 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,513 |
+1 |
Mar10 |
090810 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,245 |
+0 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090810 |
10580 |
10600 |
10485 |
10545 |
+145 |
117,091 |
201,940 |
+5,482 |
Dec09 |
090810 |
10525 |
10525 |
10470 |
10515 |
+140 |
21 |
1,448 |
+0 |
Total Volume and Open Interest |
117,134 |
205,882 |
-2,251 |
Nikkei 225(SGX) |
Sep09 |
090810 |
10580 |
10600 |
10485 |
10545 |
+145 |
117,091 |
201,940 |
+5,482 |
Dec09 |
090810 |
10525 |
10525 |
10470 |
10515 |
+140 |
21 |
1,448 |
+0 |
Mar10 |
090810 |
10530 |
10530 |
10530 |
10530 |
+150 |
0 |
75 |
+0 |
Total Volume and Open Interest |
117,134 |
205,882 |
-2,251 |
CAC 40(EURONEXT) |
Aug09 |
090810 |
3508.5 |
3510.5 |
3481.0 |
3504.5 |
-17.0 |
92,994 |
374,367 |
+4,124 |
Sep09 |
090810 |
3498.0 |
3504.5 |
3476.0 |
3499.0 |
-16.5 |
3,880 |
51,310 |
+1,661 |
Oct09 |
090810 |
3488.0 |
3498.5 |
3488.0 |
3498.5 |
-17.0 |
0 |
150 |
+0 |
Total Volume and Open Interest |
96,874 |
428,366 |
+5,785 |
Hang Seng Index(HKFE) |
Aug09 |
090810 |
20698 |
20992 |
20606 |
20817 |
+507 |
93,133 |
81,597 |
-4,394 |
Sep09 |
090810 |
20595 |
20888 |
20510 |
20726 |
+505 |
1,046 |
4,116 |
+427 |
Total Volume and Open Interest |
94,368 |
87,307 |
-3,840 |
DAX(EUREX) |
Sep09 |
090810 |
5430.0 |
5446.0 |
5391.5 |
5422.5 |
-41.0 |
109,431 |
149,317 |
-3,874 |
Dec09 |
090810 |
5439.5 |
5448.5 |
5400.0 |
5425.0 |
-41.0 |
824 |
16,366 |
+105 |
Mar10 |
090810 |
5450.0 |
5455.0 |
5401.5 |
5431.5 |
-41.0 |
123 |
1,503 |
-39 |
Total Volume and Open Interest |
110,378 |
167,186 |
-3,808 |
FT-SE 100(EURONEXT) |
Sep09 |
090810 |
4691.00 |
4707.50 |
4667.00 |
4699.50 |
-3.00 |
103,835 |
612,788 |
-1,680 |
Dec09 |
090810 |
4660.00 |
4673.00 |
4657.50 |
4669.50 |
-3.50 |
73 |
4,248 |
+6 |
Mar10 |
090810 |
4609.00 |
4634.00 |
4608.50 |
4634.00 |
-4.00 |
13 |
1,011 |
+3 |
Total Volume and Open Interest |
103,921 |
618,542 |
-1,671 |
SPI 200(SFE) |
Sep09 |
090810 |
4250.0 |
4328.0 |
4223.0 |
4265.0 |
+3.0 |
26,629 |
236,727 |
+1,125 |
Dec09 |
090810 |
4292.0 |
4300.0 |
4277.0 |
4277.0 |
+5.0 |
83 |
3,635 |
+29 |
Mar10 |
090810 |
4253.0 |
4253.0 |
4253.0 |
4253.0 |
+5.0 |
0 |
4,373 |
+0 |
Total Volume and Open Interest |
26,712 |
245,784 |
+1,154 |
GSCI(CME) |
Aug09 |
090810 |
465.00 |
471.50 |
464.50 |
466.70 |
+0.40 |
531 |
17,270 |
+351 |
Sep09 |
090810 |
473.50 |
478.00 |
472.00 |
474.90 |
+0.90 |
90 |
191 |
+86 |
Oct09 |
090810 |
484.00 |
486.00 |
481.00 |
483.50 |
+1.50 |
|
|
|
Total Volume and Open Interest |
621 |
17,461 |
+437 |
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. |
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|