|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed August 12, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090812 |
1210.25 |
1226.50 |
1190.00 |
1216.00 |
-0.50 |
1,851 |
3,322 |
-1,041 |
| Sep09 |
090812 |
1095.00 |
1113.25 |
1074.50 |
1092.50 |
-5.00 |
8,399 |
29,396 |
-319 |
| Nov09 |
090812 |
1036.50 |
1055.00 |
1016.25 |
1044.00 |
+5.50 |
75,619 |
245,357 |
-3,329 |
| Jan10 |
090812 |
1039.00 |
1058.00 |
1019.50 |
1048.00 |
+6.00 |
6,792 |
45,202 |
+918 |
| Mar10 |
090812 |
1037.00 |
1050.00 |
1018.75 |
1044.00 |
+5.00 |
3,913 |
21,755 |
+658 |
| May10 |
090812 |
1028.00 |
1040.00 |
1007.25 |
1032.50 |
+5.50 |
3,148 |
15,291 |
+353 |
| Jul10 |
090812 |
1032.00 |
1038.00 |
1006.25 |
1029.50 |
+4.50 |
4,941 |
18,874 |
-289 |
| Total Volume and Open Interest |
106,238 |
399,922 |
-2,830 |
| Soybean Meal(CBOT) |
| Aug09 |
090812 |
383.20 |
388.00 |
376.80 |
388.00 |
+4.80 |
1,252 |
3,304 |
-425 |
| Sep09 |
090812 |
343.20 |
348.90 |
335.80 |
340.50 |
-3.20 |
8,212 |
39,343 |
-147 |
| Oct09 |
090812 |
316.00 |
322.00 |
309.00 |
316.60 |
-1.20 |
2,415 |
24,291 |
+36 |
| Dec09 |
090812 |
312.50 |
318.80 |
304.40 |
312.50 |
-1.20 |
19,776 |
75,097 |
-630 |
| Jan10 |
090812 |
312.60 |
312.60 |
301.90 |
309.50 |
-1.00 |
481 |
8,395 |
+3 |
| Mar10 |
090812 |
307.00 |
310.40 |
297.70 |
305.50 |
-1.00 |
450 |
6,309 |
-19 |
| May10 |
090812 |
303.50 |
303.50 |
293.50 |
299.20 |
-1.30 |
971 |
9,196 |
+232 |
| Jul10 |
090812 |
300.00 |
301.50 |
290.70 |
297.40 |
-1.70 |
454 |
3,684 |
+122 |
| Total Volume and Open Interest |
34,148 |
173,467 |
-754 |
| Soybean Oil(CBOT) |
| Aug09 |
090812 |
37.77 |
38.51 |
37.63 |
38.47 |
+0.45 |
3,563 |
2,207 |
-948 |
| Sep09 |
090812 |
38.01 |
38.72 |
37.62 |
38.58 |
+0.42 |
12,729 |
49,377 |
-990 |
| Oct09 |
090812 |
38.13 |
38.93 |
37.83 |
38.79 |
+0.43 |
4,884 |
24,436 |
+488 |
| Dec09 |
090812 |
38.70 |
39.38 |
38.25 |
39.22 |
+0.45 |
22,659 |
118,729 |
-782 |
| Jan10 |
090812 |
39.10 |
39.66 |
38.70 |
39.59 |
+0.46 |
2,324 |
16,378 |
+770 |
| Mar10 |
090812 |
39.41 |
39.92 |
38.91 |
39.82 |
+0.47 |
710 |
7,550 |
-270 |
| May10 |
090812 |
39.57 |
40.06 |
39.10 |
39.93 |
+0.46 |
690 |
8,130 |
+323 |
| Jul10 |
090812 |
39.42 |
40.08 |
39.17 |
40.07 |
+0.45 |
122 |
5,222 |
+0 |
| Total Volume and Open Interest |
47,814 |
240,607 |
-1,380 |
| Canola(WCE) |
| Nov09 |
090812 |
444.0 |
448.7 |
441.0 |
445.5 |
-1.2 |
5,762 |
87,869 |
-432 |
| Jan10 |
090812 |
450.2 |
453.3 |
445.9 |
450.1 |
-1.0 |
215 |
11,812 |
+135 |
| Mar10 |
090812 |
449.8 |
455.8 |
449.6 |
453.5 |
-1.2 |
2 |
1,699 |
+2 |
| May10 |
090812 |
457.8 |
457.8 |
457.8 |
457.8 |
-1.2 |
0 |
559 |
+0 |
| Jul10 |
090812 |
463.1 |
463.1 |
463.1 |
463.1 |
-1.2 |
0 |
677 |
+0 |
| Total Volume and Open Interest |
5,979 |
102,682 |
-295 |
| Corn(CBOT) |
| Sep09 |
090812 |
325.50 |
335.50 |
319.00 |
330.75 |
+4.25 |
99,696 |
194,068 |
-10,312 |
| Dec09 |
090812 |
330.25 |
339.00 |
321.50 |
336.25 |
+5.25 |
146,443 |
442,662 |
+8,991 |
| Mar10 |
090812 |
343.25 |
352.25 |
335.00 |
350.00 |
+5.50 |
22,789 |
85,719 |
+3,015 |
| May10 |
090812 |
353.25 |
361.25 |
345.00 |
359.25 |
+5.75 |
5,463 |
20,755 |
+999 |
| Jul10 |
090812 |
361.25 |
369.50 |
353.00 |
367.00 |
+5.50 |
10,064 |
54,883 |
+234 |
| Sep10 |
090812 |
368.00 |
375.25 |
361.75 |
375.25 |
+7.00 |
355 |
7,867 |
-65 |
| Total Volume and Open Interest |
287,187 |
870,067 |
+2,814 |
| Wheat(CBOT) |
| Sep09 |
090812 |
485.75 |
491.00 |
476.25 |
490.25 |
+5.00 |
65,231 |
94,812 |
-15,573 |
| Dec09 |
090812 |
513.25 |
518.50 |
503.50 |
517.75 |
+5.25 |
57,523 |
154,262 |
+2,842 |
| Mar10 |
090812 |
532.00 |
537.25 |
523.25 |
537.00 |
+5.25 |
10,661 |
24,316 |
+1,256 |
| May10 |
090812 |
543.00 |
549.00 |
535.50 |
548.75 |
+5.00 |
434 |
3,243 |
+106 |
| Jul10 |
090812 |
555.25 |
559.50 |
546.00 |
559.50 |
+5.00 |
2,104 |
41,762 |
+178 |
| Total Volume and Open Interest |
136,238 |
325,499 |
-11,199 |
| Wheat(KCBT) |
| Sep09 |
090812 |
516.75 |
520.25 |
507.00 |
519.00 |
+2.00 |
7,719 |
28,114 |
-2,874 |
| Dec09 |
090812 |
533.00 |
537.25 |
524.00 |
535.75 |
+2.50 |
5,172 |
46,820 |
+1,830 |
| Mar10 |
090812 |
550.25 |
553.00 |
540.25 |
552.50 |
+2.50 |
876 |
9,400 |
+232 |
| May10 |
090812 |
562.25 |
564.25 |
552.00 |
563.25 |
+2.25 |
43 |
1,371 |
+3 |
| Jul10 |
090812 |
570.50 |
575.00 |
562.50 |
573.75 |
+2.25 |
311 |
10,663 |
-5 |
| Total Volume and Open Interest |
14,156 |
98,790 |
-793 |
| Wheat(MGE) |
| Sep09 |
090812 |
568.00 |
568.00 |
556.00 |
563.00 |
-5.75 |
1,330 |
7,206 |
-613 |
| Dec09 |
090812 |
579.00 |
579.00 |
568.00 |
574.50 |
-4.75 |
1,656 |
15,528 |
+507 |
| Mar10 |
090812 |
596.00 |
596.00 |
585.00 |
591.50 |
-4.50 |
259 |
5,030 |
-77 |
| May10 |
090812 |
601.00 |
603.00 |
594.50 |
600.25 |
-4.25 |
149 |
1,801 |
-27 |
| Jul10 |
090812 |
611.75 |
612.75 |
604.00 |
609.75 |
-4.25 |
73 |
5,665 |
-53 |
| Total Volume and Open Interest |
3,494 |
36,590 |
-315 |
| Oats(CBOT) |
| Sep09 |
090812 |
199.00 |
204.00 |
192.50 |
201.00 |
+2.00 |
133 |
1,759 |
-28 |
| Dec09 |
090812 |
214.00 |
218.75 |
205.00 |
214.50 |
+2.00 |
418 |
10,302 |
+110 |
| Mar10 |
090812 |
225.00 |
227.00 |
218.25 |
227.00 |
+2.00 |
20 |
1,642 |
+11 |
| May10 |
090812 |
235.00 |
235.00 |
233.00 |
235.00 |
+2.00 |
0 |
89 |
+0 |
| Total Volume and Open Interest |
571 |
13,795 |
+93 |
| Rough Rice(CBOT) |
| Sep09 |
090812 |
13.69 |
13.69 |
13.25 |
13.39 |
-0.34 |
361 |
4,602 |
-7 |
| Nov09 |
090812 |
13.85 |
13.85 |
13.49 |
13.63 |
-0.32 |
353 |
4,468 |
+103 |
| Jan10 |
090812 |
13.99 |
13.99 |
13.78 |
13.83 |
-0.28 |
14 |
411 |
-2 |
| Mar10 |
090812 |
14.02 |
14.30 |
14.02 |
14.04 |
-0.26 |
20 |
477 |
+7 |
| Total Volume and Open Interest |
748 |
10,119 |
+101 |
| Live Cattle(CME) |
| Aug09 |
090812 |
83.285 |
84.450 |
83.285 |
84.430 |
+1.130 |
10,491 |
16,192 |
-77 |
| Oct09 |
090812 |
87.600 |
88.580 |
87.535 |
88.350 |
+0.670 |
13,610 |
108,257 |
-295 |
| Dec09 |
090812 |
87.600 |
88.430 |
87.430 |
88.050 |
+0.500 |
5,784 |
61,667 |
-347 |
| Feb10 |
090812 |
88.200 |
88.800 |
88.150 |
88.680 |
+0.350 |
2,281 |
22,165 |
+135 |
| Apr10 |
090812 |
89.700 |
90.550 |
89.700 |
90.400 |
+0.500 |
1,292 |
12,607 |
+144 |
| Jun10 |
090812 |
87.180 |
87.750 |
87.180 |
87.600 |
+0.215 |
485 |
5,457 |
+297 |
| Total Volume and Open Interest |
33,979 |
227,841 |
-116 |
| Feeder Cattle(CME) |
| Aug09 |
090812 |
100.450 |
100.900 |
99.650 |
99.850 |
-0.250 |
978 |
4,702 |
-760 |
| Sep09 |
090812 |
100.050 |
101.385 |
99.750 |
100.035 |
+0.055 |
2,268 |
7,057 |
-235 |
| Oct09 |
090812 |
100.150 |
101.200 |
99.750 |
100.180 |
+0.080 |
2,324 |
7,966 |
+216 |
| Nov09 |
090812 |
100.700 |
101.500 |
100.350 |
100.700 |
+0.065 |
415 |
2,688 |
+134 |
| Jan10 |
090812 |
100.650 |
101.500 |
100.400 |
100.800 |
+0.100 |
138 |
922 |
-7 |
| Mar10 |
090812 |
100.750 |
101.200 |
100.750 |
100.900 |
+0.150 |
12 |
456 |
+5 |
| Apr10 |
090812 |
101.500 |
101.500 |
101.250 |
101.250 |
-0.100 |
10 |
56 |
+8 |
| Total Volume and Open Interest |
6,148 |
23,962 |
-638 |
| Lean Hogs(CME) |
| Aug09 |
090812 |
48.300 |
48.330 |
47.700 |
47.750 |
-0.430 |
1,417 |
5,804 |
-556 |
| Oct09 |
090812 |
44.035 |
45.150 |
43.400 |
43.985 |
-0.365 |
9,816 |
55,950 |
-695 |
| Dec09 |
090812 |
44.200 |
44.850 |
43.400 |
43.680 |
-0.520 |
4,792 |
37,497 |
-448 |
| Feb10 |
090812 |
52.550 |
52.700 |
51.550 |
52.580 |
+0.280 |
3,756 |
17,582 |
+588 |
| Apr10 |
090812 |
57.000 |
57.830 |
56.500 |
57.485 |
+0.450 |
576 |
6,857 |
-75 |
| May10 |
090812 |
62.950 |
63.600 |
62.700 |
63.430 |
+0.630 |
49 |
500 |
-29 |
| Jun10 |
090812 |
66.950 |
67.900 |
66.300 |
67.600 |
+0.650 |
375 |
3,711 |
+23 |
| Jul10 |
090812 |
66.000 |
66.830 |
65.300 |
66.450 |
+0.750 |
49 |
849 |
-19 |
| Total Volume and Open Interest |
20,864 |
129,352 |
-1,214 |
| Pork Bellies(CME) |
| Aug09 |
090812 |
42.750 |
42.800 |
42.750 |
42.750 |
-3.000 |
35 |
164 |
-25 |
| Feb10 |
090812 |
78.500 |
80.000 |
78.450 |
79.400 |
unch |
40 |
314 |
+11 |
| Mar10 |
090812 |
79.500 |
79.500 |
78.600 |
79.500 |
unch |
0 |
70 |
+0 |
| May10 |
090812 |
81.300 |
81.300 |
81.300 |
81.300 |
unch |
1 |
36 |
+0 |
| Jul10 |
090812 |
84.500 |
84.500 |
84.500 |
84.500 |
unch |
|
|
|
| Total Volume and Open Interest |
76 |
584 |
-14 |
| Class III Milk(CME) |
| Aug09 |
090812 |
11.06 |
11.14 |
11.03 |
11.10 |
+0.04 |
66 |
4,072 |
+28 |
| Sep09 |
090812 |
12.65 |
12.79 |
12.60 |
12.77 |
+0.12 |
87 |
4,166 |
-11 |
| Oct09 |
090812 |
13.33 |
13.54 |
13.20 |
13.45 |
+0.18 |
123 |
3,843 |
-12 |
| Nov09 |
090812 |
13.63 |
13.65 |
13.33 |
13.55 |
+0.15 |
58 |
3,623 |
+19 |
| Dec09 |
090812 |
13.96 |
14.05 |
13.84 |
13.93 |
+0.03 |
58 |
3,194 |
+10 |
| Total Volume and Open Interest |
674 |
25,073 |
+153 |
| Cocoa(ICE) |
| Sep09 |
090812 |
2795 |
2869 |
2778 |
2862 |
+38 |
8,264 |
23,073 |
-2,767 |
| Dec09 |
090812 |
2842 |
2908 |
2812 |
2900 |
+38 |
6,909 |
48,769 |
+3,963 |
| Mar10 |
090812 |
2840 |
2925 |
2835 |
2923 |
+43 |
575 |
24,872 |
+136 |
| May10 |
090812 |
2855 |
2934 |
2855 |
2932 |
+43 |
32 |
5,460 |
+21 |
| Jul10 |
090812 |
2878 |
2939 |
2870 |
2939 |
+43 |
4 |
3,752 |
+3 |
| Sep10 |
090812 |
2942 |
2942 |
2942 |
2942 |
+43 |
1 |
2,730 |
+0 |
| Dec10 |
090812 |
2951 |
2951 |
2951 |
2951 |
+45 |
5 |
1,806 |
-5 |
| Total Volume and Open Interest |
15,790 |
114,025 |
+1,351 |
| Coffee "C"(ICE) |
| Sep09 |
090812 |
136.20 |
137.30 |
134.95 |
135.55 |
-1.35 |
9,753 |
40,478 |
-5,235 |
| Dec09 |
090812 |
139.40 |
140.45 |
138.10 |
138.70 |
-1.35 |
6,262 |
40,922 |
+2,077 |
| Mar10 |
090812 |
142.15 |
143.20 |
141.05 |
141.60 |
-1.35 |
1,012 |
14,478 |
+7 |
| May10 |
090812 |
144.30 |
145.10 |
143.05 |
143.50 |
-1.30 |
247 |
4,210 |
-24 |
| Jul10 |
090812 |
145.95 |
146.75 |
144.90 |
145.20 |
-1.25 |
46 |
1,515 |
-5 |
| Sep10 |
090812 |
147.60 |
148.40 |
146.25 |
146.90 |
-1.25 |
31 |
1,688 |
+20 |
| Total Volume and Open Interest |
17,454 |
104,774 |
-3,173 |
| Orange Juice(ICE) |
| Sep09 |
090812 |
110.85 |
112.15 |
106.75 |
111.30 |
+0.05 |
2,555 |
9,998 |
-93 |
| Nov09 |
090812 |
114.00 |
114.75 |
109.45 |
114.05 |
-0.15 |
1,881 |
17,713 |
+1,106 |
| Jan10 |
090812 |
116.00 |
117.00 |
114.00 |
116.55 |
-0.15 |
94 |
1,176 |
+58 |
| Mar10 |
090812 |
118.30 |
119.30 |
118.00 |
119.25 |
-0.05 |
17 |
2,313 |
-5 |
| May10 |
090812 |
120.00 |
120.00 |
119.95 |
119.95 |
-1.60 |
4 |
175 |
+1 |
| Jul10 |
090812 |
121.95 |
121.95 |
121.95 |
121.95 |
-1.85 |
4 |
59 |
+2 |
| Total Volume and Open Interest |
4,557 |
31,617 |
+1,067 |
| Sugar #11(ICE) |
| Oct09 |
090812 |
21.80 |
23.33 |
21.50 |
22.97 |
+0.97 |
101,805 |
319,485 |
-1,891 |
| Mar10 |
090812 |
23.20 |
24.67 |
22.90 |
24.32 |
+1.01 |
67,688 |
229,874 |
+7,670 |
| May10 |
090812 |
22.08 |
23.21 |
21.70 |
22.84 |
+0.72 |
11,575 |
44,798 |
-1,070 |
| Jul10 |
090812 |
20.65 |
21.61 |
20.52 |
21.32 |
+0.36 |
10,675 |
94,030 |
+492 |
| Oct10 |
090812 |
20.20 |
20.81 |
20.00 |
20.58 |
-0.01 |
8,680 |
64,851 |
+1,131 |
| Total Volume and Open Interest |
208,772 |
839,721 |
+8,803 |
| Sugar #14(ICE) |
| London Cocoa(LCE) |
| Sep09 |
090806 |
1765 |
1770 |
1744 |
1745 |
-12 |
2,408 |
46,622 |
-993 |
| Dec09 |
090812 |
1839 |
1843 |
1799 |
1839 |
+22 |
2,947 |
42,675 |
+980 |
| Mar10 |
090812 |
1845 |
1848 |
1806 |
1845 |
+22 |
886 |
31,985 |
+35 |
| May10 |
090812 |
1839 |
1841 |
1810 |
1839 |
+20 |
257 |
20,466 |
+226 |
| Jul10 |
090812 |
1837 |
1837 |
1805 |
1837 |
+23 |
4 |
7,384 |
+0 |
| Sep10 |
090812 |
1835 |
1835 |
1803 |
1835 |
+23 |
2 |
3,145 |
+1 |
| Dec10 |
090812 |
1836 |
1836 |
1836 |
1836 |
+23 |
0 |
716 |
+0 |
| Total Volume and Open Interest |
8,822 |
152,651 |
-515 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090812 |
570.00 |
572.00 |
552.00 |
570.00 |
+10.00 |
5,768 |
44,226 |
-2,770 |
| Dec09 |
090812 |
588.40 |
590.10 |
569.10 |
588.40 |
+11.40 |
1,936 |
10,233 |
+622 |
| Mar10 |
090812 |
603.40 |
604.70 |
583.10 |
603.40 |
+12.90 |
1,147 |
14,917 |
-28 |
| May10 |
090812 |
583.90 |
585.60 |
571.10 |
583.90 |
+4.90 |
746 |
4,641 |
+605 |
| Aug10 |
090812 |
556.00 |
557.40 |
550.00 |
556.00 |
-2.50 |
578 |
5,218 |
+413 |
| Total Volume and Open Interest |
10,409 |
81,664 |
-952 |
| Cotton(ICE) |
| Oct09 |
090812 |
62.00 |
62.73 |
61.52 |
62.04 |
-0.20 |
63 |
1,972 |
-21 |
| Dec09 |
090812 |
63.99 |
64.60 |
63.08 |
63.88 |
-0.12 |
4,852 |
102,419 |
+535 |
| Mar10 |
090812 |
65.66 |
66.66 |
65.50 |
66.16 |
-0.23 |
550 |
17,009 |
+206 |
| May10 |
090812 |
67.43 |
67.56 |
67.35 |
67.37 |
-0.20 |
0 |
1,232 |
+0 |
| Jul10 |
090812 |
68.87 |
69.00 |
68.33 |
68.33 |
-0.29 |
62 |
3,190 |
+30 |
| Oct10 |
090812 |
69.68 |
69.68 |
69.68 |
69.68 |
-0.10 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
5,529 |
128,151 |
+750 |
| Lumber(CME) |
| Sep09 |
090812 |
195.8 |
198.2 |
194.5 |
196.0 |
+2.3 |
1,039 |
3,557 |
-481 |
| Nov09 |
090812 |
194.0 |
195.7 |
193.2 |
193.2 |
+0.5 |
846 |
4,046 |
+308 |
| Jan10 |
090812 |
211.0 |
214.4 |
210.2 |
211.7 |
-1.2 |
50 |
1,132 |
-4 |
| Mar10 |
090812 |
222.9 |
222.9 |
220.7 |
220.7 |
unch |
5 |
64 |
+1 |
| Total Volume and Open Interest |
1,941 |
8,811 |
-176 |
| Crude Oil(NYM) |
| Sep09 |
090812 |
69.67 |
71.13 |
68.84 |
70.16 |
+0.71 |
304,092 |
231,631 |
-31,230 |
| Oct09 |
090812 |
71.53 |
72.73 |
70.68 |
72.01 |
+0.66 |
143,071 |
139,845 |
+6,088 |
| Nov09 |
090812 |
72.99 |
73.94 |
72.19 |
73.36 |
+0.59 |
42,890 |
81,254 |
+6,204 |
| Dec09 |
090812 |
73.80 |
74.83 |
73.09 |
74.24 |
+0.51 |
36,980 |
159,869 |
-2,845 |
| Jan10 |
090812 |
74.48 |
75.55 |
74.27 |
75.03 |
+0.45 |
6,455 |
40,284 |
+833 |
| Feb10 |
090812 |
75.24 |
76.05 |
75.24 |
75.76 |
+0.42 |
2,538 |
28,546 |
+291 |
| Mar10 |
090812 |
75.83 |
76.66 |
75.83 |
76.39 |
+0.38 |
1,733 |
19,768 |
-16 |
| Apr10 |
090812 |
76.60 |
77.41 |
76.60 |
76.96 |
+0.36 |
1,099 |
11,965 |
-190 |
| May10 |
090812 |
77.16 |
77.82 |
77.16 |
77.49 |
+0.32 |
952 |
12,416 |
+100 |
| Jun10 |
090812 |
77.35 |
78.37 |
77.35 |
77.99 |
+0.30 |
4,879 |
62,279 |
-24 |
| Jul10 |
090812 |
77.84 |
78.98 |
77.76 |
78.40 |
+0.29 |
2,438 |
30,853 |
+195 |
| Aug10 |
090812 |
79.23 |
79.23 |
78.71 |
78.71 |
+0.30 |
1,229 |
11,325 |
+250 |
| Sep10 |
090812 |
79.01 |
79.01 |
79.01 |
79.01 |
+0.30 |
2,105 |
16,649 |
+174 |
| Oct10 |
090812 |
79.31 |
79.31 |
79.31 |
79.31 |
+0.31 |
1,357 |
8,127 |
+26 |
| Nov10 |
090812 |
79.61 |
79.61 |
79.61 |
79.61 |
+0.31 |
805 |
8,892 |
+67 |
| Dec10 |
090812 |
79.50 |
80.40 |
79.20 |
79.92 |
+0.31 |
7,447 |
90,515 |
+901 |
| Total Volume and Open Interest |
564,446 |
1,172,137 |
-18,631 |
| 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 |
090812 |
71.625 |
72.650 |
70.700 |
72.000 |
+0.650 |
339 |
579 |
-89 |
| Nov09 |
090812 |
72.825 |
73.725 |
72.500 |
73.350 |
+0.575 |
22 |
508 |
-28 |
| Dec09 |
090812 |
73.725 |
74.425 |
73.650 |
74.250 |
+0.525 |
13 |
352 |
-1 |
| Jan10 |
090812 |
74.950 |
75.025 |
74.950 |
75.025 |
+0.450 |
10 |
126 |
+10 |
| Feb10 |
090812 |
75.750 |
75.750 |
75.750 |
75.750 |
+0.400 |
0 |
103 |
+0 |
| Mar10 |
090812 |
76.400 |
76.400 |
76.400 |
76.400 |
+0.400 |
0 |
5 |
+0 |
| Apr10 |
090812 |
76.950 |
76.950 |
76.950 |
76.950 |
+0.350 |
1 |
1 |
+1 |
| May10 |
090812 |
77.500 |
77.500 |
77.500 |
77.500 |
+0.325 |
|
|
|
| Total Volume and Open Interest |
9,879 |
7,451 |
-10 |
| Heating Oil(NYM) |
| Sep09 |
090812 |
191.15 |
193.16 |
188.20 |
189.21 |
-1.96 |
29,061 |
62,197 |
-2,138 |
| Oct09 |
090812 |
193.75 |
195.76 |
191.11 |
192.27 |
-1.52 |
10,798 |
43,274 |
+1,118 |
| Nov09 |
090812 |
195.72 |
198.54 |
193.88 |
195.37 |
-1.19 |
6,787 |
29,647 |
+1,139 |
| Dec09 |
090812 |
197.34 |
201.50 |
196.78 |
198.41 |
-1.04 |
4,885 |
41,946 |
+91 |
| Jan10 |
090812 |
202.40 |
203.40 |
201.24 |
201.46 |
-0.90 |
1,790 |
21,206 |
+139 |
| Feb10 |
090812 |
203.87 |
206.35 |
203.30 |
203.58 |
-0.83 |
913 |
14,644 |
-12 |
| Mar10 |
090812 |
206.21 |
206.21 |
204.75 |
204.78 |
-0.83 |
776 |
10,882 |
-77 |
| Apr10 |
090812 |
206.42 |
206.42 |
205.43 |
205.43 |
-0.78 |
594 |
7,622 |
+23 |
| May10 |
090812 |
206.91 |
206.91 |
206.28 |
206.28 |
-0.78 |
383 |
9,438 |
+56 |
| Jun10 |
090812 |
208.10 |
209.07 |
207.23 |
207.23 |
-0.78 |
569 |
19,498 |
-7 |
| Jul10 |
090812 |
208.93 |
208.93 |
208.93 |
208.93 |
-0.83 |
17 |
3,669 |
-12 |
| Aug10 |
090812 |
210.73 |
210.73 |
210.73 |
210.73 |
-0.83 |
12 |
1,984 |
-16 |
| Total Volume and Open Interest |
56,762 |
306,109 |
+248 |
| Gasoline(NYMEX) |
| Sep09 |
090812 |
204.05 |
206.76 |
202.08 |
202.53 |
-1.69 |
38,804 |
85,860 |
-3,581 |
| Oct09 |
090812 |
192.00 |
193.88 |
190.02 |
190.45 |
-1.56 |
15,610 |
44,799 |
+2,721 |
| Nov09 |
090812 |
189.80 |
191.85 |
188.72 |
189.08 |
-1.14 |
8,275 |
21,207 |
+78 |
| Dec09 |
090812 |
190.36 |
191.78 |
189.00 |
189.70 |
-0.67 |
4,430 |
25,493 |
+553 |
| Jan10 |
090812 |
191.09 |
192.63 |
190.90 |
191.77 |
-0.47 |
908 |
11,722 |
-63 |
| Feb10 |
090812 |
194.00 |
194.00 |
194.00 |
194.00 |
-0.41 |
293 |
3,725 |
+48 |
| Mar10 |
090812 |
197.01 |
197.01 |
196.30 |
196.30 |
-0.41 |
327 |
4,923 |
+19 |
| Apr10 |
090812 |
210.17 |
210.17 |
209.55 |
209.55 |
-0.41 |
358 |
4,536 |
+1 |
| May10 |
090812 |
211.00 |
211.00 |
210.60 |
210.60 |
-0.41 |
377 |
2,681 |
+43 |
| Jun10 |
090812 |
210.74 |
210.74 |
210.65 |
210.65 |
-0.41 |
291 |
2,290 |
-92 |
| Total Volume and Open Interest |
69,999 |
215,539 |
-107 |
| e-miNY RBOB Gasoline(NYM) |
| Sep09 |
090812 |
2.04 |
2.04 |
2.04 |
2.03 |
-0.01 |
0 |
2 |
+0 |
| Oct09 |
090812 |
190.45 |
190.45 |
190.45 |
190.45 |
-1.56 |
|
|
|
| Nov09 |
090812 |
189.08 |
189.08 |
189.08 |
189.08 |
-1.14 |
|
|
|
| Dec09 |
090812 |
189.70 |
189.70 |
189.70 |
189.70 |
-0.67 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Sep09 |
090812 |
3.560 |
3.610 |
3.461 |
3.479 |
-0.062 |
85,391 |
150,026 |
-9,207 |
| Oct09 |
090812 |
3.829 |
3.866 |
3.721 |
3.767 |
-0.045 |
41,125 |
103,535 |
+3,281 |
| Nov09 |
090812 |
4.680 |
4.717 |
4.591 |
4.643 |
-0.012 |
28,626 |
54,704 |
+8,005 |
| Dec09 |
090812 |
5.420 |
5.470 |
5.375 |
5.410 |
+0.006 |
7,165 |
49,121 |
+1,019 |
| Jan10 |
090812 |
5.647 |
5.723 |
5.613 |
5.662 |
+0.005 |
7,223 |
49,801 |
+1,148 |
| Feb10 |
090812 |
5.650 |
5.740 |
5.650 |
5.692 |
+0.003 |
862 |
23,111 |
-341 |
| Mar10 |
090812 |
5.595 |
5.696 |
5.595 |
5.642 |
+0.006 |
1,656 |
36,963 |
-641 |
| Apr10 |
090812 |
5.538 |
5.622 |
5.535 |
5.579 |
+0.013 |
860 |
39,782 |
-607 |
| May10 |
090812 |
5.610 |
5.667 |
5.610 |
5.632 |
+0.011 |
249 |
19,807 |
-14 |
| Jun10 |
090812 |
5.711 |
5.757 |
5.685 |
5.723 |
+0.012 |
601 |
9,873 |
-213 |
| Jul10 |
090812 |
5.818 |
5.870 |
5.818 |
5.839 |
+0.010 |
107 |
10,264 |
-29 |
| Aug10 |
090812 |
5.970 |
5.970 |
5.933 |
5.936 |
+0.010 |
81 |
8,649 |
+53 |
| Sep10 |
090812 |
6.000 |
6.022 |
5.970 |
6.001 |
+0.010 |
458 |
7,258 |
-279 |
| Oct10 |
090812 |
6.128 |
6.160 |
6.120 |
6.121 |
+0.010 |
799 |
19,763 |
-187 |
| Nov10 |
090812 |
6.500 |
6.557 |
6.500 |
6.501 |
+0.010 |
420 |
6,036 |
-13 |
| Dec10 |
090812 |
6.860 |
6.917 |
6.860 |
6.866 |
+0.010 |
360 |
13,312 |
-334 |
| Total Volume and Open Interest |
176,627 |
718,749 |
+1,333 |
| Brent Crude Oil(ICE) |
| Sep09 |
090812 |
72.49 |
73.52 |
71.68 |
72.89 |
+0.43 |
73,215 |
64,240 |
-10,135 |
| Oct09 |
090812 |
72.98 |
74.00 |
72.18 |
73.41 |
+0.45 |
70,567 |
175,273 |
+56 |
| Nov09 |
090812 |
73.84 |
74.77 |
73.00 |
74.18 |
+0.44 |
28,978 |
71,402 |
+6,158 |
| Dec09 |
090812 |
74.64 |
75.57 |
73.85 |
74.95 |
+0.39 |
17,302 |
108,398 |
-812 |
| Jan10 |
090812 |
74.81 |
76.25 |
74.64 |
75.64 |
+0.35 |
4,198 |
32,457 |
-282 |
| Feb10 |
090812 |
75.46 |
76.69 |
75.46 |
76.28 |
+0.33 |
1,938 |
17,891 |
-333 |
| Mar10 |
090812 |
76.52 |
77.31 |
76.52 |
76.89 |
+0.30 |
1,364 |
15,177 |
+30 |
| Apr10 |
090812 |
76.60 |
77.77 |
76.55 |
77.44 |
+0.26 |
636 |
7,391 |
+109 |
| May10 |
090812 |
77.15 |
78.31 |
77.10 |
77.97 |
+0.22 |
406 |
5,902 |
-8 |
| Jun10 |
090812 |
77.50 |
79.10 |
77.50 |
78.45 |
+0.17 |
1,795 |
42,317 |
-123 |
| Jul10 |
090812 |
78.83 |
78.83 |
78.83 |
78.83 |
+0.14 |
570 |
9,665 |
-102 |
| Aug10 |
090812 |
79.15 |
79.15 |
79.15 |
79.15 |
+0.13 |
547 |
6,615 |
+56 |
| Sep10 |
090812 |
79.47 |
79.47 |
79.47 |
79.47 |
+0.13 |
243 |
3,322 |
-28 |
| Oct10 |
090812 |
79.79 |
79.79 |
79.79 |
79.79 |
+0.14 |
51 |
3,470 |
-2 |
| Total Volume and Open Interest |
206,159 |
717,989 |
-4,350 |
| Gas Oil(ICE) |
| Aug09 |
090812 |
593.50 |
594.25 |
589.75 |
594.25 |
-4.75 |
20,429 |
15,726 |
-6,305 |
| Sep09 |
090812 |
603.50 |
611.25 |
596.50 |
604.75 |
unch |
41,902 |
105,621 |
+2,569 |
| Oct09 |
090812 |
609.50 |
618.25 |
603.00 |
611.75 |
unch |
21,059 |
59,857 |
+3,947 |
| Nov09 |
090812 |
616.75 |
625.25 |
610.00 |
619.00 |
+1.25 |
10,046 |
37,531 |
-472 |
| Dec09 |
090812 |
624.00 |
632.75 |
617.50 |
626.50 |
+1.00 |
8,370 |
63,470 |
+1,609 |
| Jan10 |
090812 |
628.75 |
641.00 |
626.00 |
635.25 |
+6.00 |
1,294 |
42,281 |
+124 |
| Feb10 |
090812 |
637.25 |
647.25 |
637.00 |
642.25 |
+4.75 |
915 |
18,944 |
-13 |
| Mar10 |
090812 |
643.00 |
653.00 |
642.50 |
647.75 |
+4.50 |
896 |
20,464 |
+79 |
| Apr10 |
090812 |
648.75 |
655.75 |
648.25 |
653.25 |
+4.25 |
139 |
11,775 |
+10 |
| May10 |
090812 |
654.25 |
663.50 |
653.75 |
658.50 |
+2.00 |
141 |
9,653 |
+23 |
| Total Volume and Open Interest |
108,482 |
514,183 |
+1,937 |
| Ethanol(CBOT) |
| Aug09 |
090805 |
1.637 |
1.637 |
1.635 |
1.635 |
-0.023 |
9 |
78 |
+0 |
| Sep09 |
090812 |
1.520 |
1.554 |
1.515 |
1.550 |
+0.015 |
27 |
515 |
-16 |
| Oct09 |
090812 |
1.520 |
1.530 |
1.520 |
1.529 |
+0.019 |
23 |
408 |
+6 |
| Nov09 |
090812 |
1.495 |
1.524 |
1.495 |
1.522 |
+0.012 |
6 |
283 |
+4 |
| Dec09 |
090812 |
1.524 |
1.525 |
1.520 |
1.525 |
+0.023 |
8 |
342 |
-3 |
| Jan10 |
090812 |
1.524 |
1.524 |
1.524 |
1.524 |
+0.029 |
14 |
520 |
+14 |
| Feb10 |
090812 |
1.505 |
1.515 |
1.505 |
1.515 |
+0.015 |
1 |
421 |
+0 |
| Mar10 |
090812 |
1.539 |
1.539 |
1.515 |
1.519 |
+0.014 |
5 |
539 |
+3 |
| Total Volume and Open Interest |
128 |
3,799 |
+44 |
| US Dollar Index(ICE) |
| Sep09 |
090812 |
79.260 |
79.515 |
78.720 |
78.900 |
-0.385 |
7,461 |
25,661 |
-1,054 |
| Dec09 |
090812 |
79.500 |
79.800 |
79.050 |
79.205 |
-0.390 |
93 |
2,226 |
+3 |
| Mar10 |
090812 |
79.475 |
79.475 |
79.475 |
79.475 |
-0.390 |
|
|
|
| Total Volume and Open Interest |
7,554 |
27,887 |
-1,051 |
| Australian Dollar(CME) |
| Sep09 |
090812 |
82.74 |
83.53 |
81.60 |
83.41 |
+0.61 |
61,453 |
106,010 |
+300 |
| Dec09 |
090812 |
81.80 |
82.88 |
81.00 |
82.80 |
+0.62 |
123 |
424 |
-16 |
| Mar10 |
090812 |
82.13 |
82.13 |
81.50 |
82.13 |
+0.63 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
61,576 |
106,450 |
+284 |
| British Pound(CME) |
| Sep09 |
090812 |
164.75 |
165.59 |
163.89 |
165.17 |
+0.44 |
114,780 |
97,463 |
-4,672 |
| Dec09 |
090812 |
164.75 |
165.52 |
163.90 |
165.14 |
+0.44 |
116 |
856 |
-35 |
| Mar10 |
090812 |
165.14 |
165.20 |
164.06 |
165.14 |
+0.47 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
114,896 |
98,352 |
-4,707 |
| Canadian Dollar(CME) |
| Sep09 |
090812 |
90.72 |
92.19 |
90.28 |
91.96 |
+1.18 |
52,939 |
99,786 |
-3,248 |
| Dec09 |
090812 |
90.83 |
92.19 |
90.34 |
91.98 |
+1.18 |
102 |
2,896 |
+24 |
| Mar10 |
090812 |
91.89 |
92.18 |
90.53 |
91.99 |
+1.18 |
57 |
635 |
-13 |
| Jun10 |
090812 |
92.07 |
92.18 |
90.62 |
92.00 |
+1.16 |
0 |
138 |
+0 |
| Total Volume and Open Interest |
53,100 |
103,630 |
-3,237 |
| Japanese Yen(CME) |
| Sep09 |
090812 |
104.23 |
105.15 |
103.33 |
103.99 |
-0.19 |
76,029 |
70,752 |
-632 |
| Dec09 |
090812 |
104.59 |
105.22 |
103.46 |
104.08 |
-0.20 |
77 |
288 |
+20 |
| Mar10 |
090812 |
104.23 |
105.26 |
103.92 |
104.23 |
-0.19 |
5 |
21 |
+0 |
| Total Volume and Open Interest |
76,111 |
71,063 |
-612 |
| Swiss Franc(CME) |
| Sep09 |
090812 |
92.43 |
93.23 |
92.22 |
92.89 |
+0.44 |
35,374 |
34,006 |
-1,370 |
| Dec09 |
090812 |
93.08 |
93.30 |
92.34 |
92.99 |
+0.44 |
11 |
137 |
-3 |
| Mar10 |
090812 |
93.12 |
93.21 |
92.69 |
93.12 |
+0.43 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
35,385 |
34,153 |
-1,373 |
| EuroFX(CME) |
| Sep09 |
090812 |
141.48 |
142.49 |
140.87 |
142.14 |
+0.66 |
175,885 |
130,994 |
-11,062 |
| Dec09 |
090812 |
141.27 |
142.46 |
140.88 |
142.13 |
+0.66 |
188 |
1,715 |
-3 |
| Mar10 |
090812 |
142.13 |
142.22 |
141.11 |
142.13 |
+0.66 |
9 |
375 |
+2 |
| Total Volume and Open Interest |
176,082 |
133,089 |
-11,063 |
| Mexican Peso(CME) |
| Aug09 |
090812 |
772.2 |
772.2 |
769.8 |
772.2 |
+2.5 |
|
|
|
| Sep09 |
090812 |
765.2 |
769.5 |
757.5 |
767.8 |
+2.5 |
13,147 |
72,699 |
+4,195 |
| Total Volume and Open Interest |
13,173 |
74,945 |
+4,206 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090812 |
117~185 |
117~315 |
115~285 |
116~275 |
-0~115 |
14,794 |
668,096 |
+1,350 |
| Dec09 |
090812 |
116~100 |
116~195 |
114~220 |
115~185 |
-0~200 |
853 |
4,793 |
+444 |
| Mar10 |
090812 |
114~195 |
115~075 |
114~195 |
114~195 |
-0~200 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
178,195 |
672,934 |
+1,794 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090812 |
116~055 |
116~175 |
115~005 |
116~055 |
+0~025 |
504,867 |
1,147,128 |
+2,351 |
| Dec09 |
090812 |
114~235 |
115~035 |
114~000 |
114~225 |
+0~025 |
1,176 |
12,684 |
+570 |
| Mar10 |
090812 |
113~225 |
113~225 |
113~200 |
113~225 |
+0~025 |
|
|
|
| Total Volume and Open Interest |
506,043 |
1,159,812 |
+2,921 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090812 |
114~078 |
114~111 |
114~076 |
114~111 |
+0~021 |
14,158 |
826,369 |
+5,666 |
| Dec09 |
090812 |
113~064 |
113~071 |
113~037 |
113~066 |
+0~029 |
586 |
21,799 |
+488 |
| Mar10 |
090812 |
113~066 |
113~066 |
113~037 |
113~066 |
+0~029 |
|
|
|
| Total Volume and Open Interest |
300,587 |
848,168 |
+6,154 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090812 |
108~016 |
108~032 |
108~010 |
108~030 |
+0~012 |
5,012 |
715,336 |
+7,814 |
| Dec09 |
090812 |
107~068 |
107~075 |
107~056 |
107~075 |
+0~019 |
1,338 |
4,876 |
+1,111 |
| Mar10 |
090812 |
107~075 |
107~075 |
107~056 |
107~075 |
+0~019 |
|
|
|
| Total Volume and Open Interest |
122,328 |
720,212 |
+8,925 |
| Eurodollars(CME) |
| Sep09 |
090812 |
99.540 |
99.555 |
99.535 |
99.550 |
+0.015 |
94,436 |
989,429 |
-2,074 |
| Dec09 |
090812 |
99.320 |
99.395 |
99.315 |
99.390 |
+0.075 |
149,952 |
939,095 |
-10,345 |
| Mar10 |
090812 |
98.975 |
99.095 |
98.955 |
99.090 |
+0.120 |
195,417 |
929,751 |
+2,984 |
| Jun10 |
090812 |
98.540 |
98.650 |
98.495 |
98.645 |
+0.130 |
187,811 |
662,762 |
+2,853 |
| Sep10 |
090812 |
98.090 |
98.190 |
98.035 |
98.180 |
+0.120 |
247,921 |
595,572 |
+6,304 |
| Dec10 |
090812 |
97.665 |
97.740 |
97.585 |
97.735 |
+0.110 |
183,104 |
680,818 |
+238 |
| Mar11 |
090812 |
97.310 |
97.360 |
97.210 |
97.360 |
+0.100 |
151,787 |
380,505 |
+5,356 |
| Jun11 |
090812 |
96.980 |
97.030 |
96.875 |
97.015 |
+0.085 |
129,676 |
362,258 |
-5,147 |
| Sep11 |
090812 |
96.690 |
96.745 |
96.580 |
96.720 |
+0.075 |
45,993 |
238,521 |
-82 |
| Dec11 |
090812 |
96.405 |
96.470 |
96.300 |
96.435 |
+0.065 |
35,786 |
174,554 |
+1,083 |
| Mar12 |
090812 |
96.205 |
96.270 |
96.095 |
96.230 |
+0.055 |
27,259 |
129,381 |
-640 |
| Jun12 |
090812 |
96.005 |
96.075 |
95.910 |
96.035 |
+0.050 |
27,088 |
121,277 |
-448 |
| Sep12 |
090812 |
95.885 |
95.895 |
95.760 |
95.865 |
+0.055 |
9,595 |
67,863 |
-3 |
| Dec12 |
090812 |
95.655 |
95.710 |
95.575 |
95.690 |
+0.060 |
8,734 |
57,906 |
-382 |
| Mar13 |
090812 |
95.535 |
95.600 |
95.460 |
95.580 |
+0.065 |
6,331 |
61,269 |
-333 |
| Jun13 |
090812 |
95.450 |
95.480 |
95.360 |
95.455 |
+0.065 |
6,052 |
31,530 |
+217 |
| Sep13 |
090812 |
95.355 |
95.365 |
95.225 |
95.335 |
+0.065 |
4,032 |
39,138 |
+317 |
| Dec13 |
090812 |
95.215 |
95.230 |
95.110 |
95.205 |
+0.065 |
4,026 |
28,964 |
+183 |
| Total Volume and Open Interest |
1,529,138 |
6,667,641 |
+2,577 |
| 30 Day Federal Funds(CBOT) |
| Aug09 |
090812 |
99.830 |
99.835 |
99.827 |
99.832 |
+0.005 |
2,154 |
55,546 |
+668 |
| Sep09 |
090812 |
99.820 |
99.825 |
99.815 |
99.820 |
+0.005 |
1,453 |
39,821 |
+748 |
| Oct09 |
090812 |
99.805 |
99.805 |
99.795 |
99.800 |
+0.005 |
4,843 |
28,331 |
-28 |
| Nov09 |
090812 |
99.780 |
99.790 |
99.770 |
99.780 |
+0.010 |
3,685 |
49,913 |
+37 |
| Dec09 |
090812 |
99.745 |
99.770 |
99.735 |
99.760 |
+0.025 |
5,179 |
42,945 |
-91 |
| Jan10 |
090812 |
99.710 |
99.745 |
99.700 |
99.735 |
+0.035 |
5,155 |
31,986 |
+890 |
| Total Volume and Open Interest |
46,056 |
365,885 |
+9,168 |
| 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 |
090812 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Dec09 |
090812 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Mar10 |
090812 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Jun10 |
090812 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Sep10 |
090812 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
| Dec10 |
090812 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
|
|
|
| Mar11 |
090812 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Jun11 |
090812 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
| Sep11 |
090812 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
|
|
|
| Dec11 |
090812 |
99.01 |
99.01 |
99.01 |
99.01 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090812 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
165 |
13,048 |
-138 |
| Dec09 |
090812 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
55 |
3,017 |
+69 |
| Mar10 |
090812 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
50 |
3,161 |
+650 |
| Jun10 |
090812 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
50 |
1,588 |
+150 |
| Sep10 |
090812 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
421 |
+0 |
| Dec10 |
090812 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
420 |
+0 |
| Mar11 |
090812 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
0 |
412 |
+0 |
| Jun11 |
090812 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
0 |
52 |
+0 |
| Total Volume and Open Interest |
320 |
23,691 |
+780 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090812 |
137.37 |
137.59 |
137.30 |
137.52 |
-0.12 |
1,327 |
13,704 |
-133 |
| Dec09 |
090812 |
137.13 |
137.13 |
137.13 |
137.13 |
+0.33 |
0 |
1 |
+0 |
| Mar10 |
090812 |
136.90 |
136.90 |
136.90 |
136.90 |
+0.33 |
|
|
|
| Total Volume and Open Interest |
3,502 |
15,275 |
+288 |
| Euro-Bund(EUREX) |
| Sep09 |
090812 |
120.58 |
120.99 |
120.32 |
120.65 |
+0.16 |
392,960 |
840,129 |
-33,265 |
| Dec09 |
090812 |
119.29 |
119.50 |
118.95 |
119.24 |
+0.15 |
739 |
14,334 |
+715 |
| Mar10 |
090812 |
118.91 |
118.92 |
118.87 |
118.87 |
+0.14 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
393,699 |
854,465 |
-32,550 |
| Euro-Bobl(EUREX) |
| Sep09 |
090811 |
114.71 |
115.10 |
114.67 |
114.98 |
+0.26 |
404,951 |
621,843 |
+27,983 |
| Dec09 |
090812 |
113.86 |
113.86 |
113.68 |
113.68 |
+0.09 |
165 |
1,300 |
-6 |
| Mar10 |
090812 |
113.56 |
113.56 |
113.56 |
113.56 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
232,411 |
607,870 |
-15,279 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090812 |
98.975 |
99.005 |
98.975 |
98.995 |
+0.030 |
117 |
5,988 |
-91 |
| Mar10 |
090812 |
98.765 |
98.765 |
98.765 |
98.765 |
+0.035 |
11 |
2,717 |
-12 |
| Total Volume and Open Interest |
186 |
33,713 |
-216 |
| Long Gilt(LIFFE) |
| Sep09 |
090812 |
117~22 |
117~28 |
117~11 |
117~20 |
+0~09 |
63,040 |
232,473 |
-5,767 |
| Dec09 |
090812 |
115~27 |
116~02 |
115~27 |
116~01 |
+0~08 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
63,040 |
232,623 |
-5,767 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090812 |
99.25 |
99.31 |
99.21 |
99.30 |
+0.06 |
26,179 |
255,288 |
+6,262 |
| Dec09 |
090812 |
99.03 |
99.16 |
99.00 |
99.13 |
+0.10 |
41,015 |
269,033 |
-1,320 |
| Mar10 |
090812 |
98.64 |
98.78 |
98.62 |
98.75 |
+0.11 |
71,030 |
338,978 |
-524 |
| Jun10 |
090812 |
98.13 |
98.24 |
98.07 |
98.22 |
+0.13 |
56,629 |
272,941 |
+253 |
| Sep10 |
090812 |
97.54 |
97.67 |
97.51 |
97.65 |
+0.13 |
53,326 |
245,255 |
+719 |
| Dec10 |
090812 |
97.01 |
97.12 |
96.96 |
97.10 |
+0.13 |
45,204 |
263,777 |
+3,191 |
| Total Volume and Open Interest |
360,130 |
2,138,284 |
+9,603 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090812 |
99.135 |
99.160 |
99.125 |
99.145 |
+0.015 |
52,452 |
617,210 |
+7,447 |
| Dec09 |
090812 |
98.960 |
99.050 |
98.960 |
98.995 |
+0.035 |
85,416 |
515,941 |
-5,237 |
| Mar10 |
090812 |
98.740 |
98.820 |
98.725 |
98.765 |
+0.040 |
74,692 |
428,495 |
-4,687 |
| Total Volume and Open Interest |
566,050 |
3,065,497 |
-14,041 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090812 |
96.49 |
96.57 |
96.49 |
96.56 |
+0.07 |
21,692 |
292,547 |
+508 |
| Dec09 |
090812 |
96.04 |
96.14 |
96.04 |
96.11 |
+0.07 |
26,804 |
295,780 |
-5,407 |
| Mar10 |
090812 |
95.45 |
95.57 |
95.45 |
95.56 |
+0.11 |
18,098 |
164,977 |
-2,749 |
| Jun10 |
090812 |
94.92 |
95.05 |
94.91 |
95.05 |
+0.14 |
9,839 |
92,896 |
-3,933 |
| Sep10 |
090812 |
94.56 |
94.68 |
94.55 |
94.68 |
+0.13 |
7,087 |
62,230 |
-1,388 |
| Dec10 |
090812 |
94.31 |
94.46 |
94.31 |
94.46 |
+0.15 |
3,023 |
41,078 |
+939 |
| Mar11 |
090812 |
94.16 |
94.31 |
94.16 |
94.30 |
+0.17 |
1,391 |
19,496 |
+335 |
| Jun11 |
090812 |
93.98 |
94.21 |
93.98 |
94.21 |
+0.24 |
1,032 |
14,951 |
+58 |
| Sep11 |
090812 |
93.92 |
94.08 |
93.92 |
94.08 |
+0.23 |
200 |
3,747 |
+90 |
| Dec11 |
090812 |
93.83 |
93.96 |
93.83 |
93.96 |
+0.25 |
55 |
1,046 |
+14 |
| Total Volume and Open Interest |
89,251 |
989,912 |
-11,513 |
| 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 |
090812 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
25,185 |
369,935 |
+1,796 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090812 |
94.82 |
95.00 |
94.81 |
94.99 |
+0.17 |
116,229 |
744,045 |
+19,421 |
| Dec09 |
090812 |
94.99 |
94.99 |
94.99 |
94.99 |
+0.17 |
|
|
|
| Total Volume and Open Interest |
116,229 |
744,045 |
+19,421 |
| Gold(CMX) |
| Aug09 |
090812 |
947.5 |
951.5 |
943.0 |
950.7 |
+4.9 |
395 |
1,338 |
-304 |
| Oct09 |
090812 |
947.2 |
953.2 |
941.0 |
951.4 |
+4.9 |
7,571 |
22,348 |
-1,045 |
| Dec09 |
090812 |
948.6 |
954.4 |
942.1 |
952.5 |
+4.9 |
78,339 |
263,658 |
-7,948 |
| Feb10 |
090812 |
950.9 |
954.8 |
945.0 |
954.0 |
+4.9 |
1,020 |
18,375 |
+358 |
| Apr10 |
090812 |
950.3 |
957.0 |
948.7 |
955.4 |
+4.8 |
104 |
19,693 |
+57 |
| Jun10 |
090812 |
949.7 |
958.0 |
949.7 |
957.0 |
+4.7 |
298 |
11,567 |
-122 |
| Aug10 |
090812 |
958.9 |
959.0 |
958.9 |
959.0 |
+4.7 |
100 |
7,416 |
+100 |
| Oct10 |
090812 |
961.5 |
961.5 |
961.5 |
961.5 |
+4.6 |
0 |
3,550 |
+0 |
| Dec10 |
090812 |
961.8 |
964.5 |
961.8 |
964.5 |
+4.6 |
2,013 |
10,249 |
-1,167 |
| Feb11 |
090812 |
967.9 |
967.9 |
967.9 |
967.9 |
+4.5 |
0 |
1,012 |
+0 |
| Apr11 |
090812 |
971.6 |
971.6 |
971.6 |
971.6 |
+4.5 |
0 |
97 |
+0 |
| Jun11 |
090812 |
320.3 |
320.3 |
320.3 |
320.3 |
+4.5 |
8 |
7,922 |
+3 |
| Total Volume and Open Interest |
91,132 |
387,174 |
-11,119 |
| Silver(CMX) |
| Sep09 |
090812 |
1431.5 |
1460.5 |
1412.5 |
1458.5 |
+24.0 |
26,197 |
49,597 |
-1,531 |
| Dec09 |
090812 |
1435.5 |
1464.0 |
1417.0 |
1462.4 |
+24.1 |
7,395 |
34,357 |
+2,743 |
| Mar10 |
090812 |
1442.0 |
1465.7 |
1431.5 |
1465.7 |
+24.1 |
109 |
4,644 |
-32 |
| May10 |
090812 |
1461.5 |
1467.8 |
1461.5 |
1467.8 |
+24.1 |
4 |
2,283 |
-4 |
| Jul10 |
090812 |
1429.5 |
1469.9 |
1428.5 |
1469.9 |
+24.1 |
1 |
2,821 |
+0 |
| Sep10 |
090812 |
1472.1 |
1472.1 |
1472.1 |
1472.1 |
+24.1 |
16 |
918 |
+4 |
| Dec10 |
090812 |
1469.5 |
1477.4 |
1469.5 |
1477.4 |
+23.7 |
8 |
3,299 |
-1 |
| Total Volume and Open Interest |
33,739 |
103,670 |
+1,194 |
| Platinum(NYMEX) |
| Oct09 |
090812 |
1244.9 |
1252.0 |
1226.1 |
1244.4 |
-0.7 |
1,291 |
22,857 |
+77 |
| Jan10 |
090812 |
1243.0 |
1251.0 |
1239.7 |
1250.2 |
-0.4 |
28 |
1,079 |
+21 |
| Apr10 |
090812 |
1252.0 |
1256.2 |
1252.0 |
1256.2 |
+0.1 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,319 |
23,937 |
+98 |
| Palladium(NYMEX) |
| Sep09 |
090812 |
276.50 |
276.50 |
268.00 |
273.35 |
-1.80 |
529 |
14,569 |
-225 |
| Dec09 |
090812 |
277.40 |
277.40 |
270.90 |
274.60 |
-1.75 |
236 |
5,616 |
+171 |
| Mar10 |
090812 |
274.05 |
275.90 |
274.05 |
275.90 |
-1.75 |
0 |
107 |
+0 |
| Total Volume and Open Interest |
765 |
20,292 |
-54 |
| Copper(CMX) |
| Sep09 |
090812 |
273.70 |
283.55 |
270.25 |
282.35 |
+8.70 |
23,202 |
57,824 |
-7,731 |
| Dec09 |
090812 |
276.00 |
284.95 |
272.00 |
283.80 |
+8.60 |
11,069 |
45,181 |
+5,838 |
| Mar10 |
090812 |
277.30 |
285.00 |
272.85 |
284.05 |
+8.50 |
1,237 |
5,044 |
+363 |
| May10 |
090812 |
275.20 |
283.65 |
273.70 |
283.65 |
+8.35 |
17 |
987 |
+7 |
| Jul10 |
090812 |
283.25 |
283.25 |
283.25 |
283.25 |
+8.25 |
4 |
296 |
+0 |
| Total Volume and Open Interest |
36,688 |
119,130 |
-2,249 |
| Aluminum(CMX) |
| Aug09 |
090812 |
87.50 |
87.50 |
87.50 |
87.50 |
+2.25 |
|
|
|
| Sep09 |
090812 |
88.00 |
88.00 |
88.00 |
88.00 |
+2.25 |
|
|
|
| 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 |
090812 |
9213 |
9397 |
9161 |
9319 |
+103 |
284 |
11,177 |
-42 |
| Dec09 |
090812 |
9113 |
9315 |
9083 |
9259 |
+103 |
0 |
660 |
+0 |
| Mar10 |
090812 |
9207 |
9207 |
9104 |
9207 |
+103 |
0 |
2 |
+0 |
| Jun10 |
090812 |
9169 |
9169 |
9066 |
9169 |
+103 |
|
|
|
| Total Volume and Open Interest |
284 |
11,839 |
-42 |
| S & P 500(CME) |
| Sep09 |
090812 |
992.30 |
1011.50 |
985.90 |
1002.20 |
+9.30 |
11,790 |
374,755 |
-1,984 |
| Dec09 |
090812 |
999.00 |
1000.90 |
986.40 |
997.70 |
+9.30 |
2 |
10,510 |
-100 |
| Mar10 |
090812 |
993.70 |
996.90 |
982.40 |
993.70 |
+9.30 |
0 |
4,188 |
+0 |
| Jun10 |
090812 |
990.90 |
994.10 |
979.60 |
990.90 |
+9.30 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
11,792 |
389,637 |
-2,084 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090812 |
992.50 |
1011.25 |
985.75 |
1002.25 |
+9.25 |
1,189,129 |
2,562,559 |
+4,717 |
| Dec09 |
090812 |
987.75 |
1007.00 |
981.50 |
997.75 |
+9.25 |
1,139 |
30,347 |
+272 |
| Total Volume and Open Interest |
1,190,295 |
2,592,951 |
+4,981 |
| NASDAQ 100(CME) |
| Sep09 |
090812 |
1595.30 |
1634.00 |
1587.80 |
1618.80 |
+22.30 |
1,850 |
19,909 |
-252 |
| Dec09 |
090812 |
1616.50 |
1616.50 |
1616.30 |
1616.50 |
+22.20 |
0 |
13 |
+0 |
| Mar10 |
090812 |
1615.50 |
1615.50 |
1615.30 |
1615.50 |
+22.20 |
|
|
|
| Total Volume and Open Interest |
1,850 |
19,922 |
-252 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090812 |
1596.30 |
1633.80 |
1587.30 |
1618.80 |
+22.30 |
216,984 |
322,330 |
-4,565 |
| Dec09 |
090812 |
1593.80 |
1630.50 |
1585.50 |
1616.50 |
+22.20 |
215 |
3,103 |
+64 |
| Total Volume and Open Interest |
217,199 |
325,444 |
-4,501 |
| S & P Midcap 400(CME) |
| Sep09 |
090812 |
640.00 |
654.50 |
640.00 |
648.90 |
+7.40 |
23 |
2,715 |
+6 |
| Dec09 |
090812 |
646.90 |
647.50 |
646.90 |
646.90 |
+7.40 |
|
|
|
| Mar10 |
090812 |
644.90 |
645.50 |
644.90 |
644.90 |
+7.40 |
|
|
|
| Total Volume and Open Interest |
23 |
2,715 |
+6 |
| Russell 2000(CME) |
| Sep09 |
090812 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
438 |
7,564 |
+1 |
| Dec09 |
090812 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,249 |
-262 |
| Mar10 |
090812 |
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 |
090812 |
10475 |
10530 |
10425 |
10430 |
-155 |
102,213 |
202,781 |
+3,271 |
| Dec09 |
090812 |
10480 |
10480 |
10390 |
10390 |
-155 |
27 |
1,487 |
-10 |
| Total Volume and Open Interest |
103,788 |
212,082 |
+1,461 |
| Nikkei 225(SGX) |
| Sep09 |
090812 |
10475 |
10530 |
10425 |
10430 |
-155 |
102,213 |
202,781 |
+3,271 |
| Dec09 |
090812 |
10480 |
10480 |
10390 |
10390 |
-155 |
27 |
1,487 |
-10 |
| Mar10 |
090812 |
10410 |
10410 |
10410 |
10410 |
-155 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
103,788 |
212,082 |
+1,461 |
| CAC 40(EURONEXT) |
| Aug09 |
090812 |
3466.0 |
3516.0 |
3436.0 |
3508.0 |
+52.0 |
72,581 |
397,330 |
-1,047 |
| Sep09 |
090812 |
3460.0 |
3509.0 |
3431.5 |
3502.0 |
+52.0 |
5,564 |
61,831 |
+4,990 |
| Oct09 |
090812 |
3452.0 |
3502.0 |
3452.0 |
3502.0 |
+52.0 |
1 |
151 |
+1 |
| Total Volume and Open Interest |
78,149 |
461,852 |
+3,945 |
| Hang Seng Index(HKFE) |
| Aug09 |
090812 |
20733 |
20745 |
20343 |
20484 |
-564 |
73,978 |
82,021 |
-1,342 |
| Sep09 |
090812 |
20637 |
20637 |
20248 |
20388 |
-557 |
1,446 |
3,997 |
-160 |
| Total Volume and Open Interest |
75,592 |
87,705 |
-1,484 |
| DAX(EUREX) |
| Sep09 |
090812 |
5314.5 |
5385.5 |
5254.5 |
5351.5 |
+60.5 |
83,208 |
154,458 |
-2,137 |
| Dec09 |
090812 |
5309.5 |
5385.0 |
5265.0 |
5354.0 |
+60.5 |
150 |
16,519 |
+34 |
| Mar10 |
090812 |
5316.0 |
5390.5 |
5277.5 |
5360.0 |
+60.5 |
103 |
1,506 |
-8 |
| Total Volume and Open Interest |
83,461 |
172,483 |
-2,111 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090812 |
4650.50 |
4730.00 |
4618.00 |
4708.50 |
+56.50 |
69,758 |
616,187 |
-39 |
| Dec09 |
090812 |
4648.50 |
4682.00 |
4630.50 |
4678.00 |
+56.00 |
14 |
4,251 |
+2 |
| Mar10 |
090812 |
4602.00 |
4641.50 |
4602.00 |
4641.50 |
+55.50 |
25 |
1,009 |
-5 |
| Total Volume and Open Interest |
69,852 |
621,937 |
-47 |
| SPI 200(SFE) |
| Sep09 |
090812 |
4312.0 |
4326.0 |
4255.0 |
4297.0 |
-13.0 |
27,091 |
233,748 |
+1,570 |
| Dec09 |
090812 |
4289.0 |
4308.0 |
4269.0 |
4308.0 |
-12.0 |
248 |
3,788 |
+152 |
| Mar10 |
090812 |
4290.0 |
4290.0 |
4290.0 |
4290.0 |
-6.0 |
0 |
4,373 |
+0 |
| Total Volume and Open Interest |
27,501 |
243,120 |
+1,830 |
| GSCI(CME) |
| Aug09 |
090812 |
459.50 |
468.00 |
459.00 |
464.10 |
+4.55 |
3,591 |
12,013 |
-3,045 |
| Sep09 |
090812 |
468.00 |
474.00 |
465.00 |
471.50 |
+4.50 |
3,308 |
6,137 |
+3,249 |
| Oct09 |
090812 |
476.50 |
482.00 |
476.00 |
480.00 |
+2.80 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
6,901 |
18,150 |
+204 |
| 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. |
|
|