|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu August 13, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug09 |
090813 |
1221.50 |
1241.25 |
1187.25 |
1187.25 |
-28.75 |
2,522 |
1,947 |
-1,375 |
| Sep09 |
090813 |
1094.25 |
1113.25 |
1062.25 |
1065.25 |
-27.25 |
10,678 |
28,599 |
-797 |
| Nov09 |
090813 |
1047.00 |
1066.00 |
1016.00 |
1018.75 |
-25.25 |
80,251 |
251,494 |
+6,137 |
| Jan10 |
090813 |
1049.00 |
1068.00 |
1022.00 |
1024.25 |
-23.75 |
6,708 |
46,446 |
+1,244 |
| Mar10 |
090813 |
1050.00 |
1061.50 |
1020.00 |
1023.75 |
-20.25 |
3,921 |
22,054 |
+299 |
| May10 |
090813 |
1035.00 |
1052.00 |
1012.00 |
1012.25 |
-20.25 |
4,003 |
15,849 |
+558 |
| Jul10 |
090813 |
1038.00 |
1045.50 |
1010.00 |
1011.25 |
-18.25 |
3,808 |
19,182 |
+308 |
| Total Volume and Open Interest |
113,331 |
405,903 |
+5,981 |
| Soybean Meal(CBOT) |
| Aug09 |
090813 |
396.20 |
412.70 |
390.00 |
390.90 |
+2.90 |
2,034 |
2,111 |
-1,193 |
| Sep09 |
090813 |
341.00 |
347.10 |
333.50 |
335.90 |
-4.60 |
10,086 |
40,045 |
+702 |
| Oct09 |
090813 |
317.10 |
323.00 |
308.50 |
310.90 |
-5.70 |
3,385 |
24,449 |
+158 |
| Dec09 |
090813 |
314.00 |
319.50 |
304.70 |
306.90 |
-5.60 |
23,877 |
76,950 |
+1,853 |
| Jan10 |
090813 |
313.50 |
315.20 |
302.30 |
304.30 |
-5.20 |
678 |
8,466 |
+71 |
| Mar10 |
090813 |
309.00 |
310.60 |
300.00 |
300.90 |
-4.60 |
1,029 |
6,522 |
+213 |
| May10 |
090813 |
303.50 |
304.20 |
294.30 |
295.40 |
-3.80 |
714 |
9,253 |
+57 |
| Jul10 |
090813 |
301.40 |
302.20 |
293.40 |
294.20 |
-3.20 |
268 |
3,767 |
+83 |
| Total Volume and Open Interest |
42,177 |
175,413 |
+1,946 |
| Soybean Oil(CBOT) |
| Aug09 |
090813 |
38.63 |
38.63 |
37.54 |
37.54 |
-0.93 |
3,438 |
1,014 |
-1,193 |
| Sep09 |
090813 |
38.65 |
38.99 |
37.63 |
37.64 |
-0.94 |
19,004 |
49,483 |
+106 |
| Oct09 |
090813 |
38.61 |
39.20 |
37.78 |
37.85 |
-0.94 |
8,210 |
26,982 |
+2,546 |
| Dec09 |
090813 |
39.38 |
39.70 |
38.25 |
38.27 |
-0.95 |
45,747 |
118,202 |
-527 |
| Jan10 |
090813 |
39.70 |
39.91 |
38.65 |
38.65 |
-0.94 |
4,387 |
17,378 |
+1,000 |
| Mar10 |
090813 |
39.49 |
40.15 |
38.86 |
38.86 |
-0.96 |
1,736 |
7,292 |
-258 |
| May10 |
090813 |
39.55 |
40.31 |
38.95 |
38.97 |
-0.96 |
958 |
8,272 |
+142 |
| Jul10 |
090813 |
40.19 |
40.19 |
39.10 |
39.11 |
-0.96 |
279 |
5,360 |
+138 |
| Total Volume and Open Interest |
83,888 |
242,677 |
+2,070 |
| Canola(WCE) |
| Nov09 |
090813 |
445.0 |
452.5 |
439.5 |
440.0 |
-5.5 |
9,517 |
88,710 |
+841 |
| Jan10 |
090813 |
453.0 |
455.8 |
445.0 |
445.0 |
-5.1 |
2,779 |
12,362 |
+550 |
| Mar10 |
090813 |
460.1 |
460.1 |
445.7 |
448.4 |
-5.1 |
263 |
1,916 |
+217 |
| May10 |
090813 |
458.6 |
458.6 |
451.8 |
451.8 |
-6.0 |
0 |
559 |
+0 |
| Jul10 |
090813 |
457.1 |
457.1 |
457.1 |
457.1 |
-6.0 |
0 |
677 |
+0 |
| Total Volume and Open Interest |
12,569 |
104,300 |
+1,618 |
| Corn(CBOT) |
| Sep09 |
090813 |
330.00 |
338.50 |
324.50 |
324.50 |
-6.25 |
98,630 |
174,297 |
-19,771 |
| Dec09 |
090813 |
335.75 |
345.00 |
331.00 |
332.00 |
-4.25 |
127,428 |
452,929 |
+10,267 |
| Mar10 |
090813 |
349.50 |
358.00 |
345.00 |
346.00 |
-4.00 |
15,640 |
89,524 |
+3,805 |
| May10 |
090813 |
360.00 |
366.00 |
354.50 |
355.50 |
-3.75 |
1,493 |
21,474 |
+719 |
| Jul10 |
090813 |
368.00 |
375.00 |
363.50 |
363.50 |
-3.50 |
2,581 |
54,600 |
-283 |
| Sep10 |
090813 |
376.50 |
376.50 |
371.25 |
371.25 |
-4.00 |
1,098 |
8,051 |
+184 |
| Total Volume and Open Interest |
249,093 |
864,677 |
-5,390 |
| Wheat(CBOT) |
| Sep09 |
090813 |
487.00 |
496.50 |
480.25 |
481.50 |
-8.75 |
50,428 |
87,399 |
-7,413 |
| Dec09 |
090813 |
514.00 |
524.00 |
507.50 |
509.25 |
-8.50 |
45,955 |
158,516 |
+4,254 |
| Mar10 |
090813 |
535.75 |
542.75 |
527.00 |
528.50 |
-8.50 |
6,592 |
25,499 |
+1,183 |
| May10 |
090813 |
545.25 |
548.00 |
539.00 |
540.50 |
-8.25 |
349 |
3,250 |
+7 |
| Jul10 |
090813 |
556.25 |
564.00 |
550.00 |
550.25 |
-9.25 |
2,835 |
42,595 |
+833 |
| Total Volume and Open Interest |
106,714 |
324,248 |
-1,251 |
| Wheat(KCBT) |
| Sep09 |
090813 |
517.25 |
524.00 |
508.50 |
508.50 |
-10.50 |
9,717 |
26,000 |
-2,114 |
| Dec09 |
090813 |
533.75 |
541.25 |
525.00 |
525.00 |
-10.75 |
6,626 |
48,643 |
+1,823 |
| Mar10 |
090813 |
549.50 |
556.50 |
541.00 |
541.00 |
-11.50 |
1,232 |
9,610 |
+210 |
| May10 |
090813 |
563.25 |
564.00 |
552.00 |
552.00 |
-11.25 |
122 |
1,452 |
+81 |
| Jul10 |
090813 |
571.25 |
578.75 |
563.00 |
563.00 |
-10.75 |
734 |
11,001 |
+338 |
| Total Volume and Open Interest |
18,868 |
99,429 |
+639 |
| Wheat(MGE) |
| Sep09 |
090813 |
563.00 |
565.00 |
550.00 |
550.50 |
-12.50 |
1,110 |
7,081 |
-125 |
| Dec09 |
090813 |
575.00 |
578.00 |
562.25 |
563.00 |
-11.50 |
1,718 |
15,700 |
+172 |
| Mar10 |
090813 |
594.00 |
594.00 |
579.00 |
579.50 |
-12.00 |
352 |
5,238 |
+208 |
| May10 |
090813 |
600.50 |
600.50 |
588.50 |
588.50 |
-11.75 |
56 |
1,783 |
-18 |
| Jul10 |
090813 |
610.00 |
611.75 |
597.50 |
597.50 |
-12.25 |
44 |
5,668 |
+3 |
| Total Volume and Open Interest |
3,317 |
36,851 |
+261 |
| Oats(CBOT) |
| Sep09 |
090813 |
201.50 |
204.50 |
199.50 |
201.25 |
+0.25 |
197 |
1,674 |
-85 |
| Dec09 |
090813 |
214.25 |
218.75 |
212.00 |
215.00 |
+0.50 |
448 |
10,251 |
-51 |
| Mar10 |
090813 |
226.75 |
231.50 |
226.75 |
227.75 |
+0.75 |
13 |
1,635 |
-7 |
| May10 |
090813 |
235.75 |
235.75 |
235.00 |
235.75 |
+0.75 |
0 |
89 |
+0 |
| Total Volume and Open Interest |
658 |
13,652 |
-143 |
| Rough Rice(CBOT) |
| Sep09 |
090813 |
13.46 |
13.54 |
13.27 |
13.30 |
-0.09 |
578 |
4,518 |
-84 |
| Nov09 |
090813 |
13.72 |
13.77 |
13.45 |
13.55 |
-0.09 |
545 |
4,725 |
+257 |
| Jan10 |
090813 |
13.80 |
13.81 |
13.74 |
13.77 |
-0.06 |
38 |
399 |
-12 |
| Mar10 |
090813 |
14.00 |
14.09 |
13.99 |
14.00 |
-0.04 |
23 |
499 |
+22 |
| Total Volume and Open Interest |
1,184 |
10,302 |
+183 |
| Live Cattle(CME) |
| Aug09 |
090813 |
84.500 |
84.750 |
84.080 |
84.180 |
-0.250 |
6,325 |
14,303 |
-1,889 |
| Oct09 |
090813 |
88.550 |
88.700 |
88.050 |
88.200 |
-0.150 |
22,480 |
106,513 |
-1,744 |
| Dec09 |
090813 |
88.200 |
88.400 |
87.800 |
87.900 |
-0.150 |
11,280 |
62,085 |
+418 |
| Feb10 |
090813 |
88.650 |
88.800 |
88.330 |
88.580 |
-0.100 |
4,340 |
23,043 |
+878 |
| Apr10 |
090813 |
90.400 |
90.700 |
90.200 |
90.400 |
unch |
1,086 |
12,878 |
+271 |
| Jun10 |
090813 |
87.550 |
87.800 |
87.250 |
87.400 |
-0.200 |
326 |
5,665 |
+208 |
| Total Volume and Open Interest |
46,013 |
226,063 |
-1,778 |
| Feeder Cattle(CME) |
| Aug09 |
090813 |
99.800 |
100.200 |
99.700 |
100.050 |
+0.200 |
1,010 |
3,976 |
-726 |
| Sep09 |
090813 |
99.980 |
100.600 |
99.730 |
99.900 |
-0.135 |
2,529 |
6,181 |
-876 |
| Oct09 |
090813 |
99.900 |
100.500 |
99.750 |
100.080 |
-0.100 |
3,024 |
8,261 |
+295 |
| Nov09 |
090813 |
100.885 |
100.900 |
100.450 |
100.700 |
unch |
508 |
2,762 |
+74 |
| Jan10 |
090813 |
100.900 |
101.180 |
100.500 |
101.000 |
+0.200 |
129 |
992 |
+70 |
| Mar10 |
090813 |
101.000 |
101.000 |
100.800 |
100.800 |
-0.100 |
21 |
473 |
+17 |
| Apr10 |
090813 |
101.250 |
101.450 |
101.250 |
101.250 |
unch |
2 |
56 |
+0 |
| Total Volume and Open Interest |
7,244 |
22,832 |
-1,130 |
| Lean Hogs(CME) |
| Aug09 |
090813 |
48.000 |
49.200 |
47.900 |
48.800 |
+1.050 |
1,592 |
5,202 |
-602 |
| Oct09 |
090813 |
43.580 |
45.650 |
43.580 |
45.400 |
+1.415 |
11,484 |
55,223 |
-727 |
| Dec09 |
090813 |
43.600 |
45.400 |
43.600 |
45.050 |
+1.370 |
6,163 |
37,715 |
+218 |
| Apr10 |
090813 |
58.050 |
59.100 |
57.830 |
58.900 |
+1.415 |
552 |
6,779 |
-78 |
| May10 |
090813 |
64.650 |
64.650 |
64.000 |
64.500 |
+1.070 |
80 |
472 |
-28 |
| Jun10 |
090813 |
67.900 |
68.900 |
67.900 |
68.400 |
+0.800 |
618 |
3,764 |
+53 |
| Jul10 |
090813 |
67.050 |
67.800 |
66.930 |
67.800 |
+1.350 |
143 |
786 |
-63 |
| Total Volume and Open Interest |
24,453 |
128,902 |
-450 |
| Pork Bellies(CME) |
| Aug09 |
090813 |
39.750 |
42.250 |
39.750 |
40.500 |
-2.250 |
30 |
123 |
-41 |
| Feb10 |
090813 |
79.000 |
79.600 |
77.500 |
79.150 |
-0.250 |
72 |
342 |
+28 |
| Mar10 |
090813 |
79.450 |
79.450 |
79.000 |
79.330 |
-0.170 |
0 |
70 |
+0 |
| May10 |
090813 |
81.250 |
81.250 |
81.250 |
81.250 |
-0.050 |
0 |
36 |
+0 |
| Jul10 |
090813 |
84.500 |
84.500 |
84.500 |
84.500 |
unch |
|
|
|
| Total Volume and Open Interest |
102 |
571 |
-13 |
| Class III Milk(CME) |
| Aug09 |
090813 |
11.15 |
11.15 |
11.07 |
11.08 |
-0.02 |
17 |
4,057 |
-15 |
| Sep09 |
090813 |
12.79 |
12.80 |
12.56 |
12.63 |
-0.14 |
38 |
4,167 |
+1 |
| Oct09 |
090813 |
13.55 |
13.61 |
13.31 |
13.40 |
-0.05 |
43 |
3,836 |
-7 |
| Nov09 |
090813 |
13.62 |
13.63 |
13.07 |
13.29 |
-0.26 |
52 |
3,621 |
-2 |
| Dec09 |
090813 |
13.96 |
13.96 |
13.61 |
13.68 |
-0.25 |
35 |
3,212 |
+18 |
| Total Volume and Open Interest |
355 |
25,138 |
+65 |
| Cocoa(ICE) |
| Sep09 |
090813 |
2855 |
2927 |
2845 |
2899 |
+37 |
8,520 |
19,333 |
-3,740 |
| Dec09 |
090813 |
2881 |
2965 |
2881 |
2932 |
+32 |
6,648 |
51,074 |
+2,305 |
| Mar10 |
090813 |
2934 |
2985 |
2934 |
2956 |
+33 |
1,481 |
25,422 |
+550 |
| May10 |
090813 |
2959 |
2986 |
2956 |
2966 |
+34 |
484 |
5,858 |
+398 |
| Jul10 |
090813 |
2954 |
2985 |
2945 |
2975 |
+36 |
83 |
3,711 |
-41 |
| Sep10 |
090813 |
2951 |
2978 |
2951 |
2978 |
+36 |
0 |
2,730 |
+0 |
| Dec10 |
090813 |
2987 |
2987 |
2987 |
2987 |
+36 |
0 |
1,806 |
+0 |
| Total Volume and Open Interest |
17,216 |
113,497 |
-528 |
| Coffee "C"(ICE) |
| Sep09 |
090813 |
135.50 |
136.30 |
131.70 |
132.75 |
-2.80 |
13,033 |
35,980 |
-4,498 |
| Dec09 |
090813 |
138.10 |
139.40 |
134.95 |
136.05 |
-2.65 |
9,110 |
44,553 |
+3,631 |
| Mar10 |
090813 |
141.90 |
142.10 |
138.25 |
138.95 |
-2.65 |
2,370 |
14,837 |
+359 |
| May10 |
090813 |
143.00 |
143.80 |
140.00 |
140.90 |
-2.60 |
1,993 |
5,701 |
+1,491 |
| Jul10 |
090813 |
145.45 |
145.45 |
142.05 |
142.85 |
-2.35 |
506 |
1,781 |
+266 |
| Sep10 |
090813 |
147.10 |
147.10 |
143.75 |
144.65 |
-2.25 |
185 |
1,744 |
+56 |
| Total Volume and Open Interest |
27,440 |
106,270 |
+1,496 |
| Orange Juice(ICE) |
| Sep09 |
090813 |
110.55 |
111.65 |
108.35 |
109.80 |
-1.50 |
2,514 |
9,793 |
-205 |
| Nov09 |
090813 |
113.50 |
114.00 |
111.00 |
112.70 |
-1.35 |
1,345 |
18,729 |
+1,016 |
| Jan10 |
090813 |
116.25 |
116.25 |
113.35 |
115.20 |
-1.35 |
77 |
1,220 |
+44 |
| Mar10 |
090813 |
118.00 |
118.00 |
117.90 |
117.90 |
-1.35 |
14 |
2,308 |
-5 |
| May10 |
090813 |
118.90 |
118.90 |
118.90 |
118.90 |
-1.05 |
109 |
178 |
+3 |
| Jul10 |
090813 |
120.60 |
120.60 |
120.60 |
120.60 |
-1.35 |
2 |
58 |
-1 |
| Total Volume and Open Interest |
4,063 |
32,467 |
+850 |
| Sugar #11(ICE) |
| Oct09 |
090813 |
22.87 |
23.32 |
22.04 |
22.21 |
-0.76 |
69,378 |
312,293 |
-7,192 |
| Mar10 |
090813 |
24.22 |
24.78 |
23.57 |
23.71 |
-0.61 |
44,933 |
231,260 |
+1,386 |
| May10 |
090813 |
22.68 |
23.19 |
22.33 |
22.51 |
-0.33 |
10,820 |
43,849 |
-949 |
| Jul10 |
090813 |
21.20 |
21.65 |
20.94 |
21.41 |
+0.09 |
10,234 |
101,497 |
+7,467 |
| Oct10 |
090813 |
20.53 |
20.90 |
20.33 |
20.75 |
+0.17 |
4,758 |
69,789 |
+4,938 |
| Total Volume and Open Interest |
146,206 |
846,179 |
+6,458 |
| Sugar #14(ICE) |
| London Cocoa(LCE) |
| Sep09 |
090806 |
1765 |
1770 |
1744 |
1745 |
-12 |
2,408 |
46,622 |
-993 |
| Dec09 |
090813 |
1856 |
1869 |
1831 |
1856 |
+17 |
3,284 |
43,323 |
+648 |
| Mar10 |
090813 |
1862 |
1874 |
1838 |
1862 |
+17 |
1,334 |
31,457 |
-528 |
| May10 |
090813 |
1860 |
1871 |
1840 |
1860 |
+21 |
794 |
20,515 |
+49 |
| Jul10 |
090813 |
1855 |
1865 |
1836 |
1855 |
+18 |
58 |
7,381 |
-3 |
| Sep10 |
090813 |
1853 |
1861 |
1839 |
1853 |
+18 |
0 |
3,145 |
+0 |
| Dec10 |
090813 |
1852 |
1852 |
1841 |
1852 |
+16 |
0 |
716 |
+0 |
| Total Volume and Open Interest |
9,217 |
152,004 |
-647 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Oct09 |
090813 |
577.00 |
589.90 |
569.60 |
577.00 |
+7.00 |
3,482 |
43,381 |
-845 |
| Dec09 |
090813 |
597.50 |
608.90 |
590.10 |
597.50 |
+9.10 |
1,216 |
10,578 |
+345 |
| Mar10 |
090813 |
614.00 |
624.90 |
605.00 |
614.00 |
+10.60 |
1,296 |
15,116 |
+199 |
| May10 |
090813 |
594.50 |
604.50 |
587.50 |
594.50 |
+10.60 |
452 |
4,859 |
+218 |
| Aug10 |
090813 |
567.20 |
572.40 |
560.80 |
567.20 |
+11.20 |
352 |
5,400 |
+182 |
| Total Volume and Open Interest |
6,962 |
81,921 |
+257 |
| Cotton(ICE) |
| Oct09 |
090813 |
61.90 |
63.58 |
61.90 |
62.21 |
+0.17 |
159 |
1,960 |
-12 |
| Dec09 |
090813 |
63.80 |
65.47 |
63.68 |
64.09 |
+0.21 |
6,559 |
101,752 |
-667 |
| Mar10 |
090813 |
66.17 |
67.88 |
66.16 |
66.45 |
+0.29 |
1,586 |
17,588 |
+579 |
| May10 |
090813 |
68.70 |
68.85 |
67.56 |
67.59 |
+0.22 |
68 |
1,252 |
+20 |
| Jul10 |
090813 |
69.00 |
70.00 |
68.63 |
68.63 |
+0.30 |
199 |
3,207 |
+17 |
| Oct10 |
090813 |
70.04 |
70.04 |
69.83 |
69.83 |
+0.15 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
8,702 |
128,105 |
-46 |
| Lumber(CME) |
| Sep09 |
090813 |
195.2 |
198.1 |
194.5 |
195.9 |
-0.1 |
416 |
3,532 |
-25 |
| Nov09 |
090813 |
194.7 |
195.2 |
192.1 |
192.8 |
-0.4 |
742 |
4,049 |
+3 |
| Jan10 |
090813 |
211.1 |
212.1 |
209.1 |
211.9 |
+0.2 |
279 |
1,172 |
+40 |
| Mar10 |
090813 |
221.0 |
221.0 |
221.0 |
221.0 |
+0.3 |
3 |
64 |
+0 |
| Total Volume and Open Interest |
1,440 |
8,829 |
+18 |
| Crude Oil(NYM) |
| Sep09 |
090813 |
70.54 |
72.21 |
70.05 |
70.52 |
+0.36 |
389,079 |
198,620 |
-33,011 |
| Oct09 |
090813 |
72.38 |
73.92 |
71.88 |
72.48 |
+0.47 |
195,742 |
163,325 |
+23,480 |
| Nov09 |
090813 |
73.90 |
75.22 |
73.18 |
73.87 |
+0.51 |
56,557 |
86,800 |
+5,546 |
| Dec09 |
090813 |
74.65 |
75.97 |
74.02 |
74.75 |
+0.51 |
48,259 |
160,292 |
+423 |
| Jan10 |
090813 |
76.25 |
76.25 |
74.77 |
75.50 |
+0.47 |
6,843 |
40,227 |
-57 |
| Feb10 |
090813 |
76.24 |
76.90 |
76.11 |
76.16 |
+0.40 |
3,108 |
29,089 |
+543 |
| Mar10 |
090813 |
76.73 |
77.83 |
76.04 |
76.74 |
+0.35 |
2,277 |
19,820 |
+52 |
| Apr10 |
090813 |
77.59 |
77.80 |
77.15 |
77.28 |
+0.32 |
2,107 |
11,994 |
+29 |
| May10 |
090813 |
78.42 |
78.42 |
77.70 |
77.77 |
+0.28 |
1,305 |
12,445 |
+29 |
| Jun10 |
090813 |
78.50 |
79.39 |
78.05 |
78.23 |
+0.24 |
4,762 |
62,620 |
+341 |
| Jul10 |
090813 |
79.56 |
79.76 |
77.91 |
78.64 |
+0.24 |
3,677 |
30,830 |
-23 |
| Aug10 |
090813 |
79.97 |
79.97 |
78.95 |
78.95 |
+0.24 |
2,277 |
11,819 |
+494 |
| Sep10 |
090813 |
79.25 |
79.25 |
79.25 |
79.25 |
+0.24 |
2,363 |
17,299 |
+650 |
| Oct10 |
090813 |
79.56 |
79.56 |
79.56 |
79.56 |
+0.25 |
1,235 |
8,347 |
+220 |
| Nov10 |
090813 |
79.95 |
79.95 |
79.87 |
79.87 |
+0.26 |
1,334 |
9,022 |
+130 |
| Dec10 |
090813 |
80.37 |
81.18 |
79.69 |
80.19 |
+0.27 |
9,712 |
92,055 |
+1,540 |
| Total Volume and Open Interest |
734,789 |
1,172,385 |
+248 |
| 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 |
090813 |
72.500 |
73.900 |
71.900 |
72.475 |
+0.475 |
751 |
708 |
+129 |
| Nov09 |
090813 |
73.950 |
74.600 |
73.875 |
73.875 |
+0.525 |
89 |
483 |
-25 |
| Dec09 |
090813 |
74.850 |
75.450 |
74.150 |
74.750 |
+0.500 |
6 |
356 |
+4 |
| Jan10 |
090813 |
75.500 |
75.500 |
75.500 |
75.500 |
+0.475 |
5 |
131 |
+5 |
| Feb10 |
090813 |
76.150 |
76.150 |
76.150 |
76.150 |
+0.400 |
0 |
103 |
+0 |
| Mar10 |
090813 |
76.750 |
76.750 |
76.750 |
76.750 |
+0.350 |
0 |
5 |
+0 |
| Apr10 |
090813 |
77.275 |
77.275 |
77.275 |
77.275 |
+0.325 |
0 |
1 |
+0 |
| May10 |
090813 |
77.775 |
77.775 |
77.775 |
77.775 |
+0.275 |
|
|
|
| Total Volume and Open Interest |
12,506 |
7,411 |
-40 |
| Heating Oil(NYM) |
| Sep09 |
090813 |
190.54 |
193.30 |
189.00 |
190.28 |
+1.07 |
36,733 |
56,926 |
-5,271 |
| Oct09 |
090813 |
194.51 |
196.25 |
192.10 |
193.36 |
+1.09 |
16,274 |
46,994 |
+3,720 |
| Nov09 |
090813 |
197.99 |
199.08 |
195.14 |
196.49 |
+1.12 |
7,724 |
29,439 |
-208 |
| Dec09 |
090813 |
200.80 |
201.98 |
198.06 |
199.50 |
+1.09 |
6,044 |
42,162 |
+216 |
| Jan10 |
090813 |
203.63 |
204.70 |
201.00 |
202.45 |
+0.99 |
1,887 |
21,699 |
+493 |
| Feb10 |
090813 |
203.80 |
205.78 |
203.80 |
204.47 |
+0.89 |
1,080 |
15,114 |
+470 |
| Mar10 |
090813 |
204.75 |
206.95 |
204.75 |
205.62 |
+0.84 |
939 |
10,815 |
-67 |
| Apr10 |
090813 |
204.75 |
206.80 |
204.75 |
206.22 |
+0.79 |
680 |
7,605 |
-17 |
| May10 |
090813 |
207.02 |
207.02 |
207.02 |
207.02 |
+0.74 |
1,251 |
9,077 |
-361 |
| Jun10 |
090813 |
210.00 |
210.00 |
206.78 |
207.97 |
+0.74 |
1,681 |
20,275 |
+777 |
| Jul10 |
090813 |
209.67 |
209.67 |
209.67 |
209.67 |
+0.74 |
116 |
3,703 |
+34 |
| Aug10 |
090813 |
211.00 |
211.47 |
211.00 |
211.47 |
+0.74 |
213 |
1,993 |
+9 |
| Total Volume and Open Interest |
75,408 |
305,823 |
-286 |
| Gasoline(NYMEX) |
| Sep09 |
090813 |
203.15 |
208.31 |
200.75 |
201.92 |
-0.61 |
47,472 |
79,836 |
-6,024 |
| Oct09 |
090813 |
190.50 |
195.24 |
188.77 |
190.44 |
-0.01 |
25,209 |
47,891 |
+3,092 |
| Nov09 |
090813 |
190.94 |
193.75 |
187.78 |
189.50 |
+0.42 |
11,284 |
22,706 |
+1,499 |
| Dec09 |
090813 |
191.00 |
194.30 |
188.43 |
190.29 |
+0.59 |
7,440 |
26,657 |
+1,164 |
| Jan10 |
090813 |
194.06 |
194.06 |
191.89 |
192.33 |
+0.56 |
1,217 |
11,824 |
+102 |
| Feb10 |
090813 |
193.20 |
194.47 |
193.20 |
194.47 |
+0.47 |
360 |
3,702 |
-23 |
| Mar10 |
090813 |
196.67 |
196.67 |
196.67 |
196.67 |
+0.37 |
700 |
5,122 |
+199 |
| Apr10 |
090813 |
209.69 |
210.50 |
209.36 |
209.92 |
+0.37 |
302 |
4,533 |
-3 |
| May10 |
090813 |
211.50 |
211.50 |
210.55 |
210.97 |
+0.37 |
322 |
2,648 |
-33 |
| Jun10 |
090813 |
211.07 |
211.07 |
211.07 |
211.07 |
+0.42 |
688 |
2,426 |
+136 |
| Total Volume and Open Interest |
95,483 |
215,557 |
+18 |
| e-miNY RBOB Gasoline(NYM) |
| Sep09 |
090813 |
2.03 |
2.03 |
2.03 |
2.02 |
-0.01 |
0 |
2 |
+0 |
| Oct09 |
090813 |
190.44 |
190.44 |
190.44 |
190.44 |
-0.01 |
|
|
|
| Nov09 |
090813 |
189.50 |
189.50 |
189.50 |
189.50 |
+0.42 |
|
|
|
| Dec09 |
090813 |
190.29 |
190.29 |
190.29 |
190.29 |
+0.59 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Sep09 |
090813 |
3.480 |
3.557 |
3.313 |
3.336 |
-0.143 |
102,191 |
144,544 |
-5,482 |
| Oct09 |
090813 |
3.754 |
3.855 |
3.651 |
3.673 |
-0.094 |
50,410 |
115,835 |
+12,300 |
| Nov09 |
090813 |
4.670 |
4.710 |
4.535 |
4.555 |
-0.088 |
27,364 |
60,715 |
+6,011 |
| Dec09 |
090813 |
5.433 |
5.461 |
5.322 |
5.342 |
-0.068 |
7,014 |
49,508 |
+387 |
| Jan10 |
090813 |
5.685 |
5.733 |
5.598 |
5.616 |
-0.046 |
6,949 |
50,619 |
+818 |
| Feb10 |
090813 |
5.690 |
5.747 |
5.637 |
5.650 |
-0.042 |
1,421 |
23,081 |
-30 |
| Mar10 |
090813 |
5.670 |
5.698 |
5.587 |
5.602 |
-0.040 |
2,246 |
36,796 |
-167 |
| Apr10 |
090813 |
5.600 |
5.639 |
5.527 |
5.550 |
-0.029 |
1,538 |
40,113 |
+331 |
| May10 |
090813 |
5.638 |
5.676 |
5.583 |
5.605 |
-0.027 |
937 |
20,108 |
+301 |
| Jun10 |
090813 |
5.782 |
5.850 |
5.685 |
5.700 |
-0.023 |
621 |
9,651 |
-222 |
| Jul10 |
090813 |
5.840 |
5.924 |
5.801 |
5.817 |
-0.022 |
291 |
10,342 |
+78 |
| Aug10 |
090813 |
5.980 |
5.980 |
5.907 |
5.912 |
-0.024 |
244 |
8,620 |
-29 |
| Sep10 |
090813 |
6.017 |
6.027 |
5.966 |
5.975 |
-0.026 |
250 |
7,232 |
-26 |
| Oct10 |
090813 |
6.150 |
6.201 |
6.070 |
6.095 |
-0.026 |
752 |
19,562 |
-201 |
| Nov10 |
090813 |
6.550 |
6.562 |
6.470 |
6.480 |
-0.021 |
379 |
6,149 |
+113 |
| Dec10 |
090813 |
6.879 |
6.891 |
6.844 |
6.850 |
-0.016 |
310 |
13,411 |
+99 |
| Total Volume and Open Interest |
204,577 |
732,986 |
+14,237 |
| Brent Crude Oil(ICE) |
| Sep09 |
090813 |
73.24 |
74.72 |
72.96 |
73.48 |
+0.59 |
84,161 |
49,633 |
-14,607 |
| Oct09 |
090813 |
73.90 |
75.15 |
73.40 |
73.94 |
+0.53 |
97,316 |
177,395 |
+2,122 |
| Nov09 |
090813 |
74.60 |
75.84 |
74.12 |
74.67 |
+0.49 |
35,268 |
81,382 |
+9,980 |
| Dec09 |
090813 |
75.41 |
76.56 |
74.80 |
75.39 |
+0.44 |
23,345 |
108,785 |
+387 |
| Jan10 |
090813 |
76.50 |
77.00 |
75.49 |
76.02 |
+0.38 |
7,236 |
31,511 |
-946 |
| Feb10 |
090813 |
76.82 |
77.60 |
76.09 |
76.60 |
+0.32 |
4,084 |
19,450 |
+1,559 |
| Mar10 |
090813 |
77.40 |
77.99 |
76.66 |
77.17 |
+0.28 |
2,150 |
15,277 |
+100 |
| Apr10 |
090813 |
77.94 |
78.50 |
77.18 |
77.69 |
+0.25 |
1,507 |
7,314 |
-77 |
| May10 |
090813 |
78.45 |
78.98 |
77.68 |
78.19 |
+0.22 |
1,277 |
6,110 |
+208 |
| Jun10 |
090813 |
79.30 |
79.63 |
78.12 |
78.66 |
+0.21 |
2,548 |
43,040 |
+723 |
| Jul10 |
090813 |
79.03 |
79.03 |
79.03 |
79.03 |
+0.20 |
470 |
9,667 |
+2 |
| Aug10 |
090813 |
79.35 |
79.35 |
79.35 |
79.35 |
+0.20 |
254 |
6,340 |
-275 |
| Sep10 |
090813 |
79.66 |
79.66 |
79.66 |
79.66 |
+0.19 |
65 |
3,337 |
+15 |
| Oct10 |
090813 |
79.98 |
79.98 |
79.98 |
79.98 |
+0.19 |
52 |
3,470 |
+0 |
| Total Volume and Open Interest |
265,800 |
718,144 |
+155 |
| Gas Oil(ICE) |
| Sep09 |
090813 |
602.75 |
612.75 |
600.25 |
608.00 |
+3.25 |
65,869 |
107,719 |
+2,098 |
| Oct09 |
090813 |
613.25 |
619.50 |
607.25 |
615.00 |
+3.25 |
27,315 |
63,319 |
+3,462 |
| Nov09 |
090813 |
622.50 |
626.50 |
614.50 |
622.00 |
+3.00 |
6,906 |
36,574 |
-957 |
| Dec09 |
090813 |
629.00 |
633.50 |
621.75 |
629.50 |
+3.00 |
11,247 |
63,877 |
+407 |
| Jan10 |
090813 |
638.25 |
641.75 |
632.00 |
638.00 |
+2.75 |
3,102 |
42,309 |
+28 |
| Feb10 |
090813 |
644.00 |
647.25 |
640.00 |
644.75 |
+2.50 |
1,429 |
18,970 |
+26 |
| Mar10 |
090813 |
649.50 |
650.25 |
647.00 |
650.25 |
+2.50 |
1,150 |
20,442 |
-22 |
| Apr10 |
090813 |
655.00 |
655.75 |
652.00 |
655.75 |
+2.50 |
807 |
11,567 |
-208 |
| May10 |
090813 |
660.50 |
661.00 |
660.50 |
661.00 |
+2.50 |
942 |
9,677 |
+24 |
| Jun10 |
090813 |
666.50 |
668.25 |
659.50 |
666.00 |
+2.75 |
2,493 |
29,105 |
-325 |
| Total Volume and Open Interest |
153,489 |
507,355 |
-6,828 |
| Ethanol(CBOT) |
| Aug09 |
090805 |
1.637 |
1.637 |
1.635 |
1.635 |
-0.023 |
9 |
78 |
+0 |
| Sep09 |
090813 |
1.570 |
1.570 |
1.565 |
1.565 |
+0.015 |
61 |
480 |
-35 |
| Oct09 |
090813 |
1.548 |
1.548 |
1.548 |
1.548 |
+0.019 |
74 |
433 |
+25 |
| Nov09 |
090813 |
1.525 |
1.533 |
1.510 |
1.526 |
+0.004 |
7 |
266 |
-17 |
| Dec09 |
090813 |
1.511 |
1.520 |
1.511 |
1.518 |
-0.007 |
8 |
332 |
-10 |
| Jan10 |
090813 |
1.502 |
1.535 |
1.502 |
1.523 |
-0.001 |
11 |
526 |
+6 |
| Feb10 |
090813 |
1.520 |
1.520 |
1.520 |
1.520 |
+0.005 |
0 |
421 |
+0 |
| Mar10 |
090813 |
1.530 |
1.530 |
1.530 |
1.530 |
+0.011 |
7 |
541 |
+2 |
| Total Volume and Open Interest |
259 |
3,825 |
+26 |
| US Dollar Index(ICE) |
| Sep09 |
090813 |
78.900 |
78.925 |
78.325 |
78.580 |
-0.320 |
3,592 |
25,639 |
-22 |
| Dec09 |
090813 |
79.185 |
79.220 |
78.650 |
78.885 |
-0.320 |
50 |
2,224 |
-2 |
| Mar10 |
090813 |
79.295 |
79.295 |
79.155 |
79.155 |
-0.320 |
|
|
|
| Total Volume and Open Interest |
3,642 |
27,863 |
-24 |
| Australian Dollar(CME) |
| Sep09 |
090813 |
83.25 |
84.36 |
83.11 |
83.85 |
+0.44 |
79,845 |
106,251 |
+241 |
| Dec09 |
090813 |
82.80 |
83.71 |
82.53 |
83.23 |
+0.43 |
258 |
444 |
+20 |
| Mar10 |
090813 |
82.54 |
82.54 |
82.13 |
82.54 |
+0.41 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
80,103 |
106,711 |
+261 |
| British Pound(CME) |
| Sep09 |
090813 |
164.92 |
166.80 |
164.85 |
165.54 |
+0.37 |
86,941 |
92,532 |
-4,931 |
| Dec09 |
090813 |
166.15 |
166.85 |
164.89 |
165.53 |
+0.39 |
29 |
779 |
-77 |
| Mar10 |
090813 |
165.52 |
166.52 |
165.03 |
165.52 |
+0.38 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
86,970 |
93,344 |
-5,008 |
| Canadian Dollar(CME) |
| Sep09 |
090813 |
91.87 |
92.66 |
91.65 |
91.79 |
-0.17 |
75,481 |
91,889 |
-7,897 |
| Dec09 |
090813 |
91.77 |
92.67 |
91.68 |
91.81 |
-0.17 |
172 |
2,908 |
+12 |
| Mar10 |
090813 |
91.86 |
92.57 |
91.77 |
91.81 |
-0.18 |
2 |
636 |
+1 |
| Jun10 |
090813 |
91.80 |
92.40 |
91.75 |
91.81 |
-0.19 |
0 |
138 |
+0 |
| Total Volume and Open Interest |
75,655 |
95,746 |
-7,884 |
| Japanese Yen(CME) |
| Sep09 |
090813 |
104.07 |
105.25 |
103.65 |
105.16 |
+1.17 |
93,376 |
70,243 |
-509 |
| Dec09 |
090813 |
104.35 |
105.33 |
103.77 |
105.24 |
+1.16 |
95 |
324 |
+36 |
| Mar10 |
090813 |
105.38 |
105.38 |
104.19 |
105.38 |
+1.15 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
93,471 |
70,590 |
-473 |
| Swiss Franc(CME) |
| Sep09 |
090813 |
92.89 |
93.71 |
92.88 |
93.41 |
+0.52 |
23,503 |
32,613 |
-1,393 |
| Dec09 |
090813 |
93.20 |
93.78 |
92.99 |
93.51 |
+0.52 |
1 |
137 |
+0 |
| Mar10 |
090813 |
93.62 |
93.70 |
93.12 |
93.62 |
+0.50 |
1 |
9 |
-1 |
| Total Volume and Open Interest |
23,505 |
32,759 |
-1,394 |
| EuroFX(CME) |
| Sep09 |
090813 |
142.05 |
143.29 |
142.01 |
142.64 |
+0.50 |
165,312 |
127,136 |
-3,858 |
| Dec09 |
090813 |
142.19 |
143.40 |
142.05 |
142.63 |
+0.50 |
269 |
1,730 |
+15 |
| Mar10 |
090813 |
142.62 |
143.02 |
142.13 |
142.62 |
+0.49 |
0 |
375 |
+0 |
| Total Volume and Open Interest |
165,581 |
129,246 |
-3,843 |
| Mexican Peso(CME) |
| Aug09 |
090813 |
777.2 |
777.2 |
772.2 |
777.2 |
+5.0 |
|
|
|
| Sep09 |
090813 |
768.0 |
785.0 |
768.0 |
772.8 |
+5.0 |
13,487 |
75,731 |
+3,032 |
| Total Volume and Open Interest |
13,488 |
77,884 |
+2,939 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090813 |
116~205 |
118~110 |
115~305 |
118~060 |
+1~105 |
286,760 |
680,609 |
+12,513 |
| Dec09 |
090813 |
115~180 |
117~000 |
114~220 |
116~290 |
+1~105 |
1,450 |
4,960 |
+167 |
| Mar10 |
090813 |
115~300 |
115~300 |
114~195 |
115~300 |
+1~105 |
1 |
43 |
+1 |
| Total Volume and Open Interest |
288,211 |
685,615 |
+12,681 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090813 |
116~020 |
117~050 |
115~205 |
117~005 |
+0~270 |
786,046 |
1,139,121 |
-8,007 |
| Dec09 |
090813 |
114~250 |
115~220 |
114~085 |
115~185 |
+0~280 |
3,358 |
14,345 |
+1,661 |
| Mar10 |
090813 |
114~185 |
114~185 |
113~225 |
114~185 |
+0~280 |
|
|
|
| Total Volume and Open Interest |
789,404 |
1,153,466 |
-6,346 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090813 |
115~012 |
115~044 |
115~012 |
115~036 |
+0~053 |
24,360 |
818,761 |
-7,608 |
| Dec09 |
090813 |
113~052 |
114~000 |
113~048 |
113~127 |
+0~061 |
12,420 |
29,675 |
+7,876 |
| Mar10 |
090813 |
113~127 |
113~127 |
113~066 |
113~127 |
+0~061 |
|
|
|
| Total Volume and Open Interest |
423,928 |
848,436 |
+268 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090813 |
108~036 |
108~036 |
108~036 |
108~048 |
+0~018 |
16,868 |
725,086 |
+9,750 |
| Dec09 |
090813 |
107~074 |
107~092 |
107~074 |
107~089 |
+0~014 |
971 |
5,616 |
+740 |
| Mar10 |
090813 |
107~089 |
107~089 |
107~075 |
107~089 |
+0~014 |
|
|
|
| Total Volume and Open Interest |
165,268 |
730,702 |
+10,490 |
| Eurodollars(CME) |
| Sep09 |
090813 |
99.545 |
99.570 |
99.545 |
99.560 |
+0.010 |
95,836 |
996,992 |
+7,563 |
| Dec09 |
090813 |
99.390 |
99.415 |
99.365 |
99.405 |
+0.015 |
211,750 |
958,942 |
+19,847 |
| Mar10 |
090813 |
99.065 |
99.130 |
99.030 |
99.120 |
+0.030 |
243,266 |
941,261 |
+11,510 |
| Jun10 |
090813 |
98.605 |
98.720 |
98.555 |
98.710 |
+0.065 |
240,414 |
660,915 |
-1,847 |
| Sep10 |
090813 |
98.140 |
98.275 |
98.085 |
98.270 |
+0.090 |
283,579 |
583,586 |
-11,986 |
| Dec10 |
090813 |
97.700 |
97.845 |
97.630 |
97.840 |
+0.105 |
204,787 |
676,296 |
-4,522 |
| Mar11 |
090813 |
97.305 |
97.485 |
97.260 |
97.480 |
+0.120 |
180,103 |
377,210 |
-3,295 |
| Jun11 |
090813 |
96.965 |
97.155 |
96.915 |
97.145 |
+0.130 |
126,857 |
363,981 |
+1,723 |
| Sep11 |
090813 |
96.680 |
96.865 |
96.625 |
96.860 |
+0.140 |
58,311 |
241,548 |
+3,027 |
| Dec11 |
090813 |
96.405 |
96.595 |
96.350 |
96.590 |
+0.155 |
44,943 |
176,243 |
+1,689 |
| Mar12 |
090813 |
96.195 |
96.400 |
96.155 |
96.390 |
+0.160 |
38,310 |
133,625 |
+4,244 |
| Jun12 |
090813 |
96.000 |
96.220 |
95.965 |
96.200 |
+0.165 |
31,293 |
121,106 |
-171 |
| Sep12 |
090813 |
95.860 |
96.045 |
95.800 |
96.030 |
+0.165 |
11,748 |
67,251 |
-612 |
| Dec12 |
090813 |
95.695 |
95.870 |
95.625 |
95.855 |
+0.165 |
7,650 |
57,486 |
-420 |
| Mar13 |
090813 |
95.560 |
95.760 |
95.520 |
95.745 |
+0.165 |
6,287 |
61,325 |
+56 |
| Jun13 |
090813 |
95.470 |
95.635 |
95.395 |
95.620 |
+0.165 |
4,631 |
31,724 |
+194 |
| Sep13 |
090813 |
95.355 |
95.520 |
95.275 |
95.500 |
+0.165 |
3,236 |
39,017 |
-121 |
| Dec13 |
090813 |
95.210 |
95.395 |
95.150 |
95.370 |
+0.165 |
1,931 |
28,836 |
-128 |
| Total Volume and Open Interest |
1,811,425 |
6,691,260 |
+23,619 |
| 30 Day Federal Funds(CBOT) |
| Aug09 |
090813 |
99.832 |
99.838 |
99.832 |
99.835 |
+0.003 |
1,649 |
54,623 |
-923 |
| Sep09 |
090813 |
99.825 |
99.825 |
99.815 |
99.820 |
unch |
4,233 |
38,186 |
-1,635 |
| Oct09 |
090813 |
99.805 |
99.815 |
99.800 |
99.805 |
+0.005 |
10,018 |
31,311 |
+2,980 |
| Nov09 |
090813 |
99.780 |
99.800 |
99.780 |
99.790 |
+0.010 |
3,770 |
49,691 |
-222 |
| Dec09 |
090813 |
99.760 |
99.785 |
99.760 |
99.770 |
+0.010 |
4,814 |
43,496 |
+551 |
| Jan10 |
090813 |
99.735 |
99.745 |
99.725 |
99.735 |
unch |
10,193 |
30,987 |
-999 |
| Total Volume and Open Interest |
52,775 |
371,088 |
+5,203 |
| 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 |
090813 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Dec09 |
090813 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Mar10 |
090813 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Jun10 |
090813 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Sep10 |
090813 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
| Dec10 |
090813 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.01 |
|
|
|
| Mar11 |
090813 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
|
|
|
| Jun11 |
090813 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.02 |
|
|
|
| Sep11 |
090813 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
|
|
|
| Dec11 |
090813 |
99.02 |
99.02 |
99.02 |
99.02 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090813 |
99.47 |
99.47 |
99.46 |
99.47 |
unch |
639 |
13,069 |
+21 |
| Dec09 |
090813 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
199 |
3,095 |
+78 |
| Mar10 |
090813 |
99.48 |
99.48 |
99.47 |
99.47 |
unch |
0 |
3,161 |
+0 |
| Jun10 |
090813 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
150 |
1,538 |
-50 |
| Sep10 |
090813 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.01 |
6 |
421 |
+0 |
| Dec10 |
090813 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.01 |
0 |
420 |
+0 |
| Mar11 |
090813 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.01 |
0 |
412 |
+0 |
| Jun11 |
090813 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
994 |
23,661 |
-30 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090813 |
137.39 |
137.59 |
137.39 |
137.45 |
-0.07 |
1,983 |
15,274 |
+1,570 |
| Dec09 |
090813 |
137.06 |
137.06 |
137.06 |
137.06 |
-0.07 |
0 |
1 |
+0 |
| Mar10 |
090813 |
136.83 |
136.83 |
136.83 |
136.83 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
1,983 |
14,770 |
-505 |
| Euro-Bund(EUREX) |
| Sep09 |
090813 |
120.46 |
121.14 |
120.13 |
120.86 |
+0.21 |
562,009 |
852,819 |
+12,690 |
| Dec09 |
090813 |
119.04 |
119.71 |
118.74 |
119.46 |
+0.22 |
635 |
14,395 |
+61 |
| Mar10 |
090813 |
119.08 |
119.08 |
119.08 |
119.08 |
+0.21 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
562,644 |
867,216 |
+12,751 |
| Euro-Bobl(EUREX) |
| Sep09 |
090811 |
114.71 |
115.10 |
114.67 |
114.98 |
+0.26 |
404,951 |
621,843 |
+27,983 |
| Dec09 |
090813 |
113.64 |
114.04 |
113.50 |
113.93 |
+0.25 |
21 |
1,309 |
+9 |
| Mar10 |
090813 |
113.80 |
113.80 |
113.80 |
113.80 |
+0.24 |
|
|
|
| Total Volume and Open Interest |
289,932 |
608,216 |
+346 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090714 |
99.075 |
99.080 |
99.070 |
99.080 |
+0.270 |
1,414 |
15,734 |
+1,281 |
| Dec09 |
090813 |
99.015 |
99.050 |
99.015 |
99.050 |
+0.055 |
184 |
6,147 |
+159 |
| Mar10 |
090813 |
98.810 |
98.820 |
98.805 |
98.820 |
+0.055 |
0 |
2,717 |
+0 |
| Total Volume and Open Interest |
209 |
33,869 |
+156 |
| Long Gilt(LIFFE) |
| Sep09 |
090813 |
117~13 |
117~25 |
117~02 |
117~20 |
+0~00 |
89,121 |
237,386 |
+4,913 |
| Dec09 |
090813 |
115~31 |
116~01 |
115~31 |
116~01 |
+0~00 |
682 |
771 |
+621 |
| Total Volume and Open Interest |
89,803 |
238,157 |
+5,534 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090813 |
99.31 |
99.37 |
99.30 |
99.35 |
+0.05 |
20,893 |
257,027 |
+1,739 |
| Dec09 |
090813 |
99.14 |
99.19 |
99.12 |
99.19 |
+0.06 |
47,722 |
274,077 |
+5,044 |
| Mar10 |
090813 |
98.76 |
98.82 |
98.73 |
98.80 |
+0.05 |
49,965 |
334,546 |
-4,432 |
| Jun10 |
090813 |
98.23 |
98.27 |
98.18 |
98.25 |
+0.03 |
44,851 |
272,208 |
-733 |
| Sep10 |
090813 |
97.68 |
97.70 |
97.60 |
97.67 |
+0.02 |
56,103 |
239,849 |
-5,406 |
| Dec10 |
090813 |
97.12 |
97.14 |
97.03 |
97.11 |
+0.01 |
58,324 |
259,974 |
-3,803 |
| Total Volume and Open Interest |
336,151 |
2,128,627 |
-9,657 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090813 |
99.160 |
99.175 |
99.140 |
99.165 |
+0.020 |
61,235 |
620,139 |
+2,929 |
| Dec09 |
090813 |
99.040 |
99.065 |
99.005 |
99.050 |
+0.055 |
76,338 |
526,777 |
+10,836 |
| Mar10 |
090813 |
98.815 |
98.850 |
98.770 |
98.820 |
+0.055 |
90,283 |
433,634 |
+5,139 |
| Total Volume and Open Interest |
634,191 |
3,070,807 |
+5,310 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090813 |
96.57 |
96.57 |
96.52 |
96.55 |
-0.01 |
17,862 |
287,862 |
-4,685 |
| Dec09 |
090813 |
96.12 |
96.15 |
96.06 |
96.08 |
-0.03 |
34,737 |
305,699 |
+9,919 |
| Mar10 |
090813 |
95.56 |
95.60 |
95.50 |
95.52 |
-0.04 |
14,922 |
163,900 |
-1,077 |
| Jun10 |
090813 |
95.06 |
95.10 |
94.99 |
95.02 |
-0.03 |
11,192 |
92,728 |
-168 |
| Sep10 |
090813 |
94.71 |
94.73 |
94.63 |
94.65 |
-0.03 |
4,964 |
59,136 |
-3,094 |
| Dec10 |
090813 |
94.48 |
94.50 |
94.42 |
94.43 |
-0.03 |
3,295 |
40,561 |
-517 |
| Mar11 |
090813 |
94.33 |
94.35 |
94.27 |
94.28 |
-0.02 |
1,207 |
19,137 |
-359 |
| Jun11 |
090813 |
94.19 |
94.23 |
94.13 |
94.16 |
-0.05 |
1,530 |
14,906 |
-45 |
| Sep11 |
090813 |
94.07 |
94.11 |
94.03 |
94.03 |
-0.05 |
323 |
3,839 |
+92 |
| Dec11 |
090813 |
93.93 |
93.93 |
93.92 |
93.92 |
-0.04 |
330 |
1,048 |
+2 |
| Total Volume and Open Interest |
90,662 |
989,970 |
+58 |
| 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 |
090813 |
94.34 |
94.34 |
94.34 |
94.34 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
38,494 |
371,026 |
+1,091 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090813 |
95.00 |
95.03 |
94.90 |
94.92 |
-0.07 |
115,585 |
750,289 |
+6,244 |
| Dec09 |
090813 |
94.92 |
94.92 |
94.92 |
94.92 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
115,585 |
750,289 |
+6,244 |
| Gold(CMX) |
| Aug09 |
090813 |
952.6 |
960.1 |
952.3 |
954.7 |
+4.0 |
106 |
1,173 |
-165 |
| Oct09 |
090813 |
949.0 |
962.0 |
949.0 |
955.4 |
+4.0 |
3,880 |
21,544 |
-804 |
| Dec09 |
090813 |
950.0 |
963.1 |
949.8 |
956.5 |
+4.0 |
50,678 |
262,253 |
-1,405 |
| Feb10 |
090813 |
953.1 |
963.2 |
953.1 |
958.0 |
+4.0 |
695 |
18,768 |
+393 |
| Apr10 |
090813 |
954.6 |
964.0 |
954.6 |
959.3 |
+3.9 |
79 |
19,698 |
+5 |
| Jun10 |
090813 |
955.3 |
963.7 |
955.3 |
960.8 |
+3.8 |
60 |
11,571 |
+4 |
| Aug10 |
090813 |
962.6 |
962.6 |
962.6 |
962.6 |
+3.6 |
0 |
7,416 |
+0 |
| Oct10 |
090813 |
964.9 |
964.9 |
964.9 |
964.9 |
+3.4 |
0 |
3,550 |
+0 |
| Dec10 |
090813 |
967.8 |
973.7 |
967.7 |
967.7 |
+3.2 |
652 |
9,953 |
-296 |
| Feb11 |
090813 |
970.9 |
970.9 |
970.9 |
970.9 |
+3.0 |
0 |
1,012 |
+0 |
| Apr11 |
090813 |
974.5 |
974.5 |
974.5 |
974.5 |
+2.9 |
0 |
97 |
+0 |
| Jun11 |
090813 |
323.1 |
323.1 |
323.1 |
323.1 |
+2.8 |
50 |
7,872 |
-50 |
| Total Volume and Open Interest |
56,711 |
385,002 |
-2,172 |
| Silver(CMX) |
| Sep09 |
090813 |
1455.0 |
1514.5 |
1450.5 |
1498.7 |
+40.2 |
19,871 |
48,228 |
-1,369 |
| Dec09 |
090813 |
1460.0 |
1518.0 |
1456.0 |
1502.8 |
+40.4 |
9,866 |
34,856 |
+499 |
| Mar10 |
090813 |
1490.0 |
1507.5 |
1490.0 |
1506.1 |
+40.4 |
1,973 |
6,516 |
+1,872 |
| May10 |
090813 |
1508.2 |
1508.2 |
1508.2 |
1508.2 |
+40.4 |
41 |
2,276 |
-7 |
| Jul10 |
090813 |
1510.3 |
1510.3 |
1510.3 |
1510.3 |
+40.4 |
38 |
2,841 |
+20 |
| Sep10 |
090813 |
1512.5 |
1512.5 |
1512.5 |
1512.5 |
+40.4 |
1 |
917 |
-1 |
| Dec10 |
090813 |
1479.5 |
1523.0 |
1479.5 |
1517.6 |
+40.2 |
211 |
3,407 |
+108 |
| Total Volume and Open Interest |
32,005 |
104,790 |
+1,120 |
| Platinum(NYMEX) |
| Oct09 |
090813 |
1245.8 |
1275.0 |
1245.8 |
1272.7 |
+28.3 |
1,293 |
23,170 |
+313 |
| Jan10 |
090813 |
1265.0 |
1278.2 |
1265.0 |
1278.2 |
+28.0 |
26 |
1,088 |
+9 |
| Apr10 |
090813 |
1284.2 |
1284.2 |
1284.2 |
1284.2 |
+28.0 |
6 |
6 |
+5 |
| Total Volume and Open Interest |
1,325 |
24,264 |
+327 |
| Palladium(NYMEX) |
| Sep09 |
090813 |
273.75 |
281.80 |
273.50 |
278.15 |
+4.80 |
791 |
14,238 |
-331 |
| Dec09 |
090813 |
275.00 |
282.25 |
275.00 |
279.40 |
+4.80 |
382 |
5,978 |
+362 |
| Mar10 |
090813 |
280.70 |
280.70 |
280.70 |
280.70 |
+4.80 |
0 |
107 |
+0 |
| Total Volume and Open Interest |
1,173 |
20,323 |
+31 |
| Copper(CMX) |
| Sep09 |
090813 |
283.45 |
293.00 |
281.45 |
291.40 |
+9.05 |
25,162 |
52,138 |
-5,686 |
| Dec09 |
090813 |
284.05 |
294.20 |
282.80 |
292.90 |
+9.10 |
10,459 |
49,394 |
+4,213 |
| Mar10 |
090813 |
290.00 |
293.90 |
290.00 |
293.15 |
+9.10 |
1,031 |
5,435 |
+391 |
| May10 |
090813 |
292.55 |
292.55 |
292.55 |
292.55 |
+8.90 |
0 |
987 |
+0 |
| Jul10 |
090813 |
291.90 |
291.90 |
291.90 |
291.90 |
+8.65 |
0 |
296 |
+0 |
| Total Volume and Open Interest |
37,499 |
117,741 |
-1,389 |
| Aluminum(CMX) |
| Aug09 |
090813 |
91.00 |
91.00 |
91.00 |
91.00 |
+3.50 |
|
|
|
| Sep09 |
090813 |
91.50 |
91.50 |
91.50 |
91.50 |
+3.50 |
|
|
|
| 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 |
090813 |
9338 |
9430 |
9270 |
9388 |
+69 |
306 |
11,220 |
+43 |
| Dec09 |
090813 |
9265 |
9329 |
9260 |
9329 |
+70 |
2 |
659 |
-1 |
| Mar10 |
090813 |
9276 |
9276 |
9207 |
9276 |
+69 |
0 |
2 |
+0 |
| Jun10 |
090813 |
9233 |
9233 |
9169 |
9233 |
+64 |
|
|
|
| Total Volume and Open Interest |
308 |
11,881 |
+42 |
| S & P 500(CME) |
| Sep09 |
090813 |
1001.70 |
1015.20 |
998.30 |
1013.50 |
+11.30 |
15,503 |
373,421 |
-1,334 |
| Dec09 |
090813 |
1004.00 |
1009.00 |
994.70 |
1009.00 |
+11.30 |
52 |
10,515 |
+5 |
| Mar10 |
090813 |
1005.00 |
1005.70 |
990.70 |
1005.00 |
+11.30 |
0 |
4,188 |
+0 |
| Jun10 |
090813 |
1002.00 |
1002.90 |
987.90 |
1002.00 |
+11.10 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
15,555 |
388,308 |
-1,329 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090813 |
1002.25 |
1015.25 |
998.00 |
1013.50 |
+11.25 |
1,612,512 |
2,556,966 |
-5,593 |
| Dec09 |
090813 |
999.25 |
1010.50 |
993.75 |
1009.00 |
+11.25 |
2,311 |
30,917 |
+570 |
| Total Volume and Open Interest |
1,614,826 |
2,587,930 |
-5,021 |
| NASDAQ 100(CME) |
| Sep09 |
090813 |
1620.80 |
1638.30 |
1609.00 |
1631.80 |
+13.00 |
2,066 |
20,246 |
+337 |
| Dec09 |
090813 |
1629.50 |
1629.50 |
1628.50 |
1629.50 |
+13.00 |
0 |
13 |
+0 |
| Mar10 |
090813 |
1628.50 |
1628.50 |
1627.50 |
1628.50 |
+13.00 |
|
|
|
| Total Volume and Open Interest |
2,066 |
20,259 |
+337 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090813 |
1619.00 |
1638.50 |
1610.00 |
1631.80 |
+13.00 |
267,557 |
331,938 |
+9,608 |
| Dec09 |
090813 |
1620.00 |
1636.00 |
1607.80 |
1629.50 |
+13.00 |
251 |
3,181 |
+78 |
| Total Volume and Open Interest |
267,808 |
335,130 |
+9,686 |
| S & P Midcap 400(CME) |
| Sep09 |
090813 |
651.50 |
656.00 |
647.50 |
656.00 |
+7.10 |
9 |
2,717 |
+2 |
| Dec09 |
090813 |
654.00 |
654.00 |
652.90 |
654.00 |
+7.10 |
|
|
|
| Mar10 |
090813 |
652.00 |
652.00 |
650.90 |
652.00 |
+7.10 |
|
|
|
| Total Volume and Open Interest |
9 |
2,717 |
+2 |
| Russell 2000(CME) |
| Sep09 |
090813 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
1,126 |
7,115 |
-449 |
| Dec09 |
090813 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,985 |
-264 |
| Mar10 |
090813 |
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 |
090813 |
10515 |
10560 |
10490 |
10535 |
+105 |
65,733 |
204,143 |
+1,362 |
| Dec09 |
090813 |
10495 |
10495 |
10495 |
10495 |
+105 |
303 |
1,586 |
+99 |
| Total Volume and Open Interest |
66,068 |
215,852 |
+3,770 |
| Nikkei 225(SGX) |
| Sep09 |
090813 |
10515 |
10560 |
10490 |
10535 |
+105 |
65,733 |
204,143 |
+1,362 |
| Dec09 |
090813 |
10495 |
10495 |
10495 |
10495 |
+105 |
303 |
1,586 |
+99 |
| Mar10 |
090813 |
10515 |
10515 |
10515 |
10515 |
+105 |
20 |
75 |
+0 |
| Total Volume and Open Interest |
66,068 |
215,852 |
+3,770 |
| CAC 40(EURONEXT) |
| Aug09 |
090813 |
3508.0 |
3558.5 |
3500.0 |
3522.5 |
+14.5 |
110,741 |
405,304 |
+7,974 |
| Sep09 |
090813 |
3502.0 |
3551.0 |
3494.0 |
3516.5 |
+14.5 |
15,416 |
63,531 |
+1,700 |
| Oct09 |
090813 |
3516.5 |
3516.5 |
3516.5 |
3516.5 |
+14.5 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
126,157 |
471,525 |
+9,673 |
| Hang Seng Index(HKFE) |
| Aug09 |
090813 |
20677 |
20927 |
20650 |
20764 |
+280 |
69,480 |
81,226 |
-795 |
| Sep09 |
090813 |
20571 |
20821 |
20570 |
20670 |
+282 |
863 |
4,149 |
+152 |
| Total Volume and Open Interest |
70,421 |
87,113 |
-592 |
| DAX(EUREX) |
| Sep09 |
090813 |
5361.0 |
5457.0 |
5352.0 |
5399.5 |
+48.0 |
128,023 |
151,344 |
-3,114 |
| Dec09 |
090813 |
5368.0 |
5458.0 |
5364.0 |
5402.0 |
+48.0 |
293 |
16,672 |
+153 |
| Mar10 |
090813 |
5373.5 |
5463.5 |
5369.0 |
5407.0 |
+47.0 |
121 |
1,506 |
+0 |
| Total Volume and Open Interest |
128,437 |
169,522 |
-2,961 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090813 |
4713.50 |
4778.00 |
4702.00 |
4744.00 |
+35.50 |
96,048 |
616,299 |
+112 |
| Dec09 |
090813 |
4697.50 |
4739.00 |
4696.50 |
4713.00 |
+35.00 |
25 |
4,229 |
-22 |
| Mar10 |
090813 |
4691.00 |
4691.00 |
4672.00 |
4674.50 |
+33.00 |
0 |
1,009 |
+0 |
| Total Volume and Open Interest |
96,073 |
622,027 |
+90 |
| SPI 200(SFE) |
| Sep09 |
090813 |
4288.0 |
4409.0 |
4273.0 |
4402.0 |
+105.0 |
36,993 |
229,131 |
-4,617 |
| Dec09 |
090813 |
4290.0 |
4415.0 |
4290.0 |
4413.0 |
+105.0 |
18 |
3,780 |
-8 |
| Mar10 |
090813 |
4395.0 |
4395.0 |
4395.0 |
4395.0 |
+105.0 |
0 |
4,373 |
+0 |
| Total Volume and Open Interest |
37,011 |
238,495 |
-4,625 |
| GSCI(CME) |
| Aug09 |
090813 |
468.50 |
471.00 |
464.05 |
466.00 |
+1.90 |
3,619 |
8,335 |
-3,678 |
| Sep09 |
090813 |
476.00 |
478.00 |
473.00 |
474.20 |
+2.70 |
3,344 |
9,408 |
+3,271 |
| Oct09 |
090813 |
489.00 |
489.00 |
483.00 |
483.00 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
6,963 |
17,743 |
-407 |
| 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. |
|
|