|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon August 17, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep09 |
090817 |
1019.00 |
1025.50 |
977.00 |
988.00 |
-36.50 |
15,172 |
26,247 |
-1,627 |
Nov09 |
090817 |
975.25 |
984.00 |
944.00 |
954.50 |
-27.00 |
97,348 |
251,626 |
+303 |
Jan10 |
090817 |
982.75 |
989.50 |
952.25 |
960.50 |
-27.50 |
7,783 |
49,314 |
+1,425 |
Mar10 |
090817 |
982.00 |
988.50 |
955.00 |
962.50 |
-26.25 |
5,000 |
22,945 |
+769 |
May10 |
090817 |
976.00 |
981.25 |
948.00 |
959.75 |
-21.25 |
3,300 |
16,467 |
-146 |
Jul10 |
090817 |
975.00 |
982.00 |
948.75 |
960.25 |
-19.75 |
6,082 |
20,077 |
+794 |
Aug10 |
090817 |
950.00 |
972.00 |
950.00 |
953.50 |
-18.50 |
13 |
132 |
-4 |
Sep10 |
090817 |
930.50 |
945.00 |
930.50 |
930.50 |
-14.50 |
7 |
51 |
+0 |
Nov10 |
090817 |
924.00 |
924.25 |
898.00 |
918.75 |
-10.25 |
3,259 |
20,854 |
+793 |
Jan11 |
090817 |
925.50 |
935.00 |
924.50 |
924.50 |
-10.50 |
2 |
46 |
+1 |
Mar11 |
090817 |
926.50 |
937.00 |
926.50 |
926.50 |
-10.50 |
1 |
36 |
+1 |
May11 |
090817 |
926.50 |
938.00 |
926.50 |
926.50 |
-11.50 |
0 |
2 |
+0 |
Jul11 |
090817 |
927.50 |
939.00 |
927.50 |
927.50 |
-11.50 |
1 |
13 |
+0 |
Aug11 |
090817 |
922.50 |
937.00 |
922.50 |
922.50 |
-14.50 |
|
|
|
Total Volume and Open Interest |
138,039 |
408,265 |
+1,743 |
Soybean Meal(CBOT) |
Sep09 |
090817 |
319.00 |
319.00 |
307.50 |
309.50 |
-9.80 |
13,465 |
36,202 |
-3,347 |
Oct09 |
090817 |
291.00 |
292.80 |
283.90 |
285.50 |
-7.50 |
5,846 |
26,809 |
+330 |
Dec09 |
090817 |
288.70 |
290.30 |
280.00 |
281.90 |
-7.10 |
31,371 |
72,133 |
-3,136 |
Jan10 |
090817 |
285.20 |
286.00 |
279.90 |
281.00 |
-6.20 |
1,419 |
8,188 |
-141 |
Mar10 |
090817 |
283.20 |
284.10 |
279.70 |
280.00 |
-5.20 |
1,268 |
6,566 |
+58 |
May10 |
090817 |
279.80 |
280.70 |
276.50 |
277.00 |
-4.20 |
2,018 |
8,958 |
-410 |
Jul10 |
090817 |
278.50 |
280.60 |
275.50 |
277.50 |
-3.70 |
879 |
4,007 |
+51 |
Aug10 |
090817 |
278.00 |
280.00 |
276.50 |
276.50 |
-3.50 |
56 |
929 |
+13 |
Sep10 |
090817 |
271.90 |
274.50 |
270.60 |
271.50 |
-1.70 |
29 |
723 |
-7 |
Oct10 |
090817 |
259.00 |
266.00 |
259.00 |
262.50 |
+1.30 |
25 |
621 |
+2 |
Total Volume and Open Interest |
56,498 |
166,886 |
-6,995 |
Soybean Oil(CBOT) |
Sep09 |
090817 |
37.10 |
37.20 |
35.50 |
35.87 |
-1.31 |
14,480 |
48,149 |
-1,364 |
Oct09 |
090817 |
36.92 |
37.07 |
35.69 |
36.07 |
-1.31 |
4,188 |
28,643 |
-592 |
Dec09 |
090817 |
37.70 |
37.99 |
36.11 |
36.48 |
-1.31 |
28,316 |
117,965 |
-994 |
Jan10 |
090817 |
37.80 |
37.80 |
36.60 |
36.84 |
-1.32 |
1,289 |
19,472 |
+97 |
Mar10 |
090817 |
38.21 |
38.29 |
36.72 |
37.06 |
-1.32 |
1,120 |
8,106 |
+136 |
May10 |
090817 |
38.30 |
38.30 |
36.84 |
37.19 |
-1.33 |
1,017 |
8,133 |
-283 |
Jul10 |
090817 |
37.77 |
37.77 |
37.09 |
37.33 |
-1.34 |
194 |
5,616 |
+32 |
Aug10 |
090817 |
37.30 |
37.43 |
37.30 |
37.43 |
-1.34 |
12 |
606 |
+0 |
Sep10 |
090817 |
37.40 |
37.48 |
37.40 |
37.48 |
-1.34 |
12 |
351 |
+6 |
Oct10 |
090817 |
37.48 |
38.82 |
37.48 |
37.48 |
-1.34 |
1 |
358 |
-1 |
Total Volume and Open Interest |
50,699 |
244,872 |
-3,142 |
Canola(WCE) |
Nov09 |
090817 |
431.7 |
431.7 |
420.5 |
421.7 |
-9.5 |
7,722 |
89,711 |
-1,145 |
Jan10 |
090817 |
427.7 |
429.0 |
425.7 |
426.3 |
-9.6 |
2,022 |
13,184 |
+545 |
Mar10 |
090817 |
429.1 |
429.5 |
426.5 |
428.8 |
-9.6 |
12 |
1,929 |
+3 |
May10 |
090817 |
432.2 |
432.2 |
432.2 |
432.2 |
-9.6 |
0 |
561 |
+0 |
Jul10 |
090817 |
436.7 |
436.7 |
436.7 |
436.7 |
-10.5 |
0 |
677 |
+0 |
Total Volume and Open Interest |
9,756 |
106,138 |
-597 |
Corn(CBOT) |
Sep09 |
090817 |
317.25 |
318.00 |
304.25 |
314.25 |
-5.00 |
59,297 |
131,287 |
-12,010 |
Dec09 |
090817 |
325.00 |
325.75 |
311.50 |
321.75 |
-6.00 |
91,926 |
487,247 |
+8,086 |
Mar10 |
090817 |
338.00 |
339.50 |
325.50 |
335.50 |
-6.00 |
7,748 |
97,499 |
+2,257 |
May10 |
090817 |
348.00 |
348.00 |
335.00 |
345.00 |
-5.75 |
2,375 |
23,037 |
+423 |
Jul10 |
090817 |
355.00 |
356.50 |
343.75 |
353.50 |
-5.50 |
6,812 |
56,720 |
+94 |
Sep10 |
090817 |
365.00 |
365.00 |
352.00 |
361.50 |
-5.50 |
1,166 |
8,572 |
+280 |
Dec10 |
090817 |
372.50 |
373.50 |
360.75 |
371.00 |
-6.00 |
3,665 |
57,746 |
+94 |
Mar11 |
090817 |
381.00 |
384.50 |
374.00 |
383.25 |
-5.75 |
2 |
1,256 |
-2 |
May11 |
090817 |
390.25 |
396.00 |
390.25 |
390.25 |
-5.75 |
0 |
23 |
+0 |
Jul11 |
090817 |
387.75 |
395.50 |
387.00 |
395.50 |
-5.50 |
6 |
863 |
+0 |
Total Volume and Open Interest |
173,083 |
869,989 |
-736 |
Wheat(CBOT) |
Sep09 |
090817 |
481.25 |
481.25 |
465.25 |
471.75 |
-10.00 |
30,316 |
65,651 |
-8,430 |
Dec09 |
090817 |
508.75 |
508.75 |
492.50 |
499.50 |
-10.00 |
36,541 |
182,179 |
+5,748 |
Mar10 |
090817 |
528.25 |
528.25 |
512.50 |
518.50 |
-10.25 |
5,015 |
29,378 |
+645 |
May10 |
090817 |
529.25 |
532.50 |
524.25 |
530.75 |
-10.00 |
555 |
3,502 |
+177 |
Jul10 |
090817 |
547.50 |
547.75 |
534.50 |
541.25 |
-9.50 |
2,653 |
43,223 |
-133 |
Sep10 |
090817 |
554.00 |
555.00 |
547.50 |
554.25 |
-9.00 |
45 |
592 |
-6 |
Total Volume and Open Interest |
75,672 |
331,366 |
-1,987 |
Wheat(KCBT) |
Sep09 |
090817 |
508.00 |
508.00 |
494.50 |
500.25 |
-8.25 |
5,427 |
19,414 |
-2,412 |
Dec09 |
090817 |
522.00 |
523.50 |
511.25 |
516.50 |
-8.00 |
5,867 |
56,018 |
+1,181 |
Mar10 |
090817 |
540.00 |
540.00 |
527.50 |
532.00 |
-8.50 |
546 |
10,212 |
+138 |
May10 |
090817 |
541.50 |
545.00 |
538.50 |
543.00 |
-8.50 |
146 |
1,623 |
+54 |
Jul10 |
090817 |
560.50 |
560.50 |
549.00 |
554.00 |
-8.50 |
550 |
11,526 |
+204 |
Sep10 |
090817 |
562.00 |
565.50 |
561.50 |
565.50 |
-8.50 |
14 |
660 |
+0 |
Total Volume and Open Interest |
12,803 |
102,233 |
-629 |
Wheat(MGE) |
Sep09 |
090817 |
546.00 |
546.00 |
534.00 |
540.75 |
-8.50 |
1,406 |
5,826 |
-631 |
Dec09 |
090817 |
561.50 |
561.75 |
546.00 |
554.00 |
-9.50 |
2,272 |
16,786 |
-325 |
Mar10 |
090817 |
575.00 |
575.00 |
563.50 |
571.00 |
-9.00 |
517 |
6,296 |
+27 |
May10 |
090817 |
578.00 |
580.75 |
576.00 |
580.25 |
-7.75 |
86 |
1,879 |
-42 |
Jul10 |
090817 |
585.50 |
589.25 |
584.50 |
589.25 |
-7.00 |
100 |
5,722 |
+24 |
Total Volume and Open Interest |
4,460 |
37,914 |
-949 |
Oats(CBOT) |
Sep09 |
090817 |
198.50 |
201.25 |
192.75 |
198.25 |
-3.00 |
60 |
1,610 |
-6 |
Dec09 |
090817 |
215.00 |
215.00 |
206.75 |
212.00 |
-3.00 |
1,023 |
10,265 |
-401 |
Mar10 |
090817 |
220.75 |
228.00 |
220.50 |
225.00 |
-3.00 |
677 |
1,710 |
+13 |
May10 |
090817 |
233.00 |
236.00 |
233.00 |
233.00 |
-3.00 |
0 |
89 |
+0 |
Total Volume and Open Interest |
1,760 |
13,677 |
-394 |
Rough Rice(CBOT) |
Sep09 |
090817 |
13.40 |
13.60 |
13.11 |
13.28 |
-0.02 |
397 |
3,806 |
-155 |
Nov09 |
090817 |
13.56 |
13.83 |
13.38 |
13.54 |
-0.02 |
858 |
5,462 |
+204 |
Jan10 |
090817 |
13.69 |
13.79 |
13.63 |
13.77 |
+0.01 |
99 |
566 |
+37 |
Mar10 |
090817 |
13.94 |
13.99 |
13.89 |
13.99 |
+0.01 |
66 |
511 |
+3 |
Total Volume and Open Interest |
1,548 |
10,686 |
+171 |
Live Cattle(CME) |
Aug09 |
090817 |
84.135 |
84.500 |
83.885 |
84.300 |
-0.350 |
4,530 |
9,584 |
-2,223 |
Oct09 |
090817 |
88.000 |
88.300 |
87.500 |
87.830 |
-0.720 |
14,788 |
109,682 |
+2,643 |
Dec09 |
090817 |
87.500 |
87.900 |
87.200 |
87.850 |
-0.200 |
6,071 |
60,809 |
-941 |
Feb10 |
090817 |
87.950 |
88.250 |
87.850 |
88.050 |
-0.335 |
2,139 |
24,447 |
-124 |
Apr10 |
090817 |
89.900 |
90.230 |
89.750 |
90.000 |
-0.400 |
2,487 |
14,312 |
+679 |
Jun10 |
090817 |
87.050 |
87.200 |
86.850 |
86.900 |
-0.580 |
1,058 |
6,702 |
+728 |
Total Volume and Open Interest |
31,299 |
227,599 |
+911 |
Feeder Cattle(CME) |
Aug09 |
090817 |
100.300 |
100.900 |
100.230 |
100.680 |
-0.020 |
719 |
3,097 |
-424 |
Sep09 |
090817 |
100.000 |
100.650 |
99.800 |
100.400 |
+0.200 |
914 |
5,337 |
-286 |
Oct09 |
090817 |
100.200 |
100.400 |
99.850 |
100.230 |
-0.055 |
2,143 |
9,244 |
+11 |
Nov09 |
090817 |
100.500 |
100.885 |
100.450 |
100.700 |
-0.230 |
552 |
3,042 |
+245 |
Jan10 |
090817 |
101.000 |
101.385 |
100.500 |
101.000 |
-0.200 |
86 |
1,112 |
+21 |
Mar10 |
090817 |
100.300 |
101.135 |
100.300 |
101.000 |
+0.100 |
41 |
525 |
+28 |
Apr10 |
090817 |
101.500 |
101.500 |
101.500 |
101.500 |
+0.100 |
3 |
62 |
+3 |
Total Volume and Open Interest |
4,501 |
22,597 |
-372 |
Lean Hogs(CME) |
Oct09 |
090817 |
44.400 |
45.150 |
43.600 |
44.700 |
+0.050 |
8,466 |
55,480 |
+43 |
Dec09 |
090817 |
44.000 |
44.950 |
43.600 |
44.580 |
-0.250 |
3,695 |
37,888 |
-342 |
Feb10 |
090817 |
52.985 |
53.250 |
51.500 |
52.300 |
-0.985 |
2,088 |
20,684 |
+175 |
Apr10 |
090817 |
58.900 |
58.900 |
57.000 |
57.485 |
-1.165 |
1,049 |
6,800 |
-15 |
May10 |
090817 |
62.950 |
64.200 |
62.600 |
63.400 |
-1.000 |
30 |
591 |
+18 |
Jun10 |
090817 |
68.035 |
68.400 |
66.750 |
67.385 |
-0.915 |
342 |
4,067 |
+27 |
Jul10 |
090817 |
67.100 |
67.350 |
66.100 |
66.580 |
-1.420 |
82 |
790 |
+1 |
Aug10 |
090817 |
66.500 |
66.500 |
65.800 |
66.400 |
-0.900 |
18 |
469 |
-5 |
Total Volume and Open Interest |
15,775 |
126,866 |
-4,502 |
Class III Milk(CME) |
Aug09 |
090817 |
11.15 |
11.21 |
11.11 |
11.20 |
+0.05 |
45 |
3,986 |
-43 |
Sep09 |
090817 |
12.62 |
12.70 |
12.32 |
12.41 |
-0.22 |
115 |
4,127 |
-36 |
Oct09 |
090817 |
13.25 |
13.25 |
12.90 |
13.00 |
-0.25 |
110 |
3,747 |
-33 |
Nov09 |
090817 |
13.05 |
13.07 |
12.64 |
12.80 |
-0.27 |
89 |
3,625 |
-29 |
Dec09 |
090817 |
13.40 |
13.40 |
13.00 |
13.16 |
-0.36 |
54 |
3,286 |
-20 |
Total Volume and Open Interest |
688 |
25,329 |
-114 |
Cocoa(ICE) |
Sep09 |
090817 |
2811 |
2820 |
2720 |
2722 |
-98 |
8,628 |
3,675 |
-4,295 |
Dec09 |
090817 |
2825 |
2827 |
2715 |
2723 |
-120 |
13,034 |
61,668 |
+1,865 |
Mar10 |
090817 |
2840 |
2841 |
2740 |
2748 |
-119 |
1,701 |
28,053 |
+596 |
May10 |
090817 |
2830 |
2833 |
2761 |
2761 |
-118 |
1,838 |
6,925 |
+262 |
Jul10 |
090817 |
2781 |
2783 |
2771 |
2771 |
-119 |
695 |
3,475 |
-355 |
Sep10 |
090817 |
2774 |
2774 |
2774 |
2774 |
-121 |
4 |
2,735 |
+4 |
Dec10 |
090817 |
2783 |
2783 |
2783 |
2783 |
-120 |
0 |
1,806 |
+0 |
Total Volume and Open Interest |
27,850 |
113,879 |
+27 |
Coffee "C"(ICE) |
Sep09 |
090817 |
127.95 |
127.95 |
124.25 |
125.45 |
-3.50 |
12,673 |
18,132 |
-5,313 |
Dec09 |
090817 |
131.50 |
131.50 |
127.70 |
128.95 |
-3.40 |
12,003 |
59,313 |
+1,304 |
Mar10 |
090817 |
133.80 |
133.95 |
130.65 |
131.90 |
-3.40 |
2,304 |
15,734 |
+427 |
May10 |
090817 |
135.20 |
135.20 |
132.85 |
133.90 |
-3.40 |
419 |
6,311 |
+204 |
Jul10 |
090817 |
135.70 |
135.85 |
135.70 |
135.85 |
-3.40 |
61 |
1,794 |
+1 |
Sep10 |
090817 |
137.60 |
137.75 |
137.60 |
137.75 |
-3.35 |
37 |
1,781 |
+15 |
Total Volume and Open Interest |
27,506 |
104,847 |
-3,367 |
Orange Juice(ICE) |
Sep09 |
090817 |
100.65 |
103.00 |
94.60 |
96.80 |
-3.70 |
2,684 |
8,927 |
-988 |
Nov09 |
090817 |
103.80 |
106.00 |
98.00 |
100.10 |
-3.90 |
2,098 |
20,317 |
+773 |
Jan10 |
090817 |
108.50 |
108.50 |
102.80 |
103.25 |
-3.70 |
383 |
1,505 |
+188 |
Mar10 |
090817 |
111.75 |
111.75 |
105.00 |
106.30 |
-3.65 |
103 |
2,405 |
+88 |
May10 |
090817 |
114.40 |
114.40 |
108.85 |
108.85 |
-3.70 |
3 |
194 |
+2 |
Jul10 |
090817 |
110.45 |
110.45 |
110.45 |
110.45 |
-3.80 |
0 |
58 |
+0 |
Total Volume and Open Interest |
5,271 |
33,587 |
+63 |
Sugar #11(ICE) |
Oct09 |
090817 |
21.85 |
22.02 |
21.35 |
21.83 |
-0.15 |
59,351 |
308,087 |
-561 |
Mar10 |
090817 |
23.34 |
23.55 |
22.75 |
23.36 |
-0.14 |
33,304 |
223,003 |
-714 |
May10 |
090817 |
22.13 |
22.46 |
21.74 |
22.23 |
-0.15 |
5,516 |
45,988 |
+970 |
Jul10 |
090817 |
20.86 |
21.15 |
20.56 |
20.99 |
-0.22 |
5,582 |
104,924 |
+658 |
Oct10 |
090817 |
20.15 |
20.76 |
20.00 |
20.57 |
+0.05 |
3,140 |
71,681 |
+605 |
Total Volume and Open Interest |
113,373 |
844,224 |
+956 |
London Cocoa(LCE) |
Sep09 |
090817 |
1781 |
1789 |
1737 |
1739 |
-46 |
2,092 |
41,561 |
-497 |
Dec09 |
090817 |
1810 |
1814 |
1765 |
1767 |
-45 |
2,712 |
44,030 |
-792 |
Mar10 |
090817 |
1810 |
1819 |
1770 |
1771 |
-47 |
296 |
30,897 |
-107 |
May10 |
090817 |
1794 |
1794 |
1770 |
1770 |
-46 |
200 |
21,946 |
+151 |
Jul10 |
090817 |
1802 |
1802 |
1765 |
1765 |
-46 |
0 |
7,557 |
+0 |
Sep10 |
090817 |
1772 |
1772 |
1764 |
1764 |
-45 |
5 |
3,206 |
+0 |
Dec10 |
090817 |
1761 |
1761 |
1761 |
1761 |
-46 |
0 |
716 |
+0 |
Total Volume and Open Interest |
10,909 |
169,728 |
+0 |
London Sugar(LCE) |
Oct09 |
090817 |
548.60 |
552.00 |
534.50 |
551.80 |
-1.20 |
4,593 |
39,910 |
-1,133 |
Dec09 |
090817 |
571.90 |
575.00 |
559.00 |
574.30 |
-1.70 |
1,158 |
12,478 |
+322 |
Mar10 |
090817 |
593.20 |
593.90 |
577.00 |
592.50 |
-1.60 |
495 |
15,680 |
-28 |
May10 |
090817 |
575.90 |
582.00 |
565.90 |
580.50 |
-1.50 |
589 |
5,867 |
+368 |
Aug10 |
090817 |
560.10 |
562.50 |
560.10 |
562.50 |
-2.50 |
472 |
5,935 |
+310 |
Total Volume and Open Interest |
7,645 |
82,934 |
-110 |
Cotton(ICE) |
Oct09 |
090817 |
59.11 |
59.11 |
56.80 |
57.28 |
-1.93 |
204 |
1,864 |
-64 |
Dec09 |
090817 |
61.12 |
61.12 |
58.87 |
59.41 |
-1.71 |
9,328 |
103,418 |
-1,483 |
Mar10 |
090817 |
62.85 |
62.85 |
61.30 |
61.88 |
-1.71 |
831 |
20,059 |
+202 |
May10 |
090817 |
63.20 |
63.25 |
63.18 |
63.18 |
-1.71 |
275 |
1,414 |
+167 |
Jul10 |
090817 |
64.31 |
64.31 |
64.31 |
64.31 |
-1.76 |
387 |
3,536 |
+255 |
Oct10 |
090817 |
65.56 |
65.56 |
65.56 |
65.56 |
-1.76 |
0 |
15 |
+0 |
Total Volume and Open Interest |
11,038 |
132,769 |
-917 |
Lumber(CME) |
Sep09 |
090817 |
190.3 |
192.0 |
181.9 |
182.7 |
-6.8 |
703 |
3,192 |
-119 |
Nov09 |
090817 |
188.0 |
190.0 |
177.0 |
179.4 |
-7.6 |
547 |
4,349 |
+181 |
Jan10 |
090817 |
204.8 |
204.8 |
197.0 |
199.5 |
-6.2 |
146 |
1,257 |
+52 |
Mar10 |
090817 |
216.1 |
216.1 |
212.0 |
214.2 |
-4.5 |
13 |
70 |
+6 |
Total Volume and Open Interest |
1,409 |
8,880 |
+120 |
Crude Oil(NYM) |
Sep09 |
090817 |
67.69 |
67.69 |
65.23 |
66.75 |
-0.76 |
320,144 |
106,781 |
-24,026 |
Oct09 |
090817 |
69.70 |
69.78 |
67.42 |
68.81 |
-0.79 |
148,353 |
230,426 |
+6,822 |
Nov09 |
090817 |
71.20 |
71.20 |
68.90 |
70.24 |
-0.82 |
42,851 |
110,406 |
+3,190 |
Dec09 |
090817 |
72.04 |
72.06 |
69.87 |
71.22 |
-0.78 |
40,007 |
164,919 |
+1,643 |
Jan10 |
090817 |
72.45 |
72.52 |
70.75 |
72.07 |
-0.73 |
7,418 |
40,171 |
+609 |
Feb10 |
090817 |
71.80 |
72.84 |
71.53 |
72.84 |
-0.68 |
3,560 |
30,013 |
-450 |
Mar10 |
090817 |
72.94 |
73.52 |
72.24 |
73.52 |
-0.65 |
3,720 |
20,227 |
+455 |
Apr10 |
090817 |
72.85 |
74.12 |
72.80 |
74.12 |
-0.64 |
1,678 |
12,149 |
-34 |
May10 |
090817 |
73.78 |
74.68 |
73.54 |
74.68 |
-0.63 |
1,205 |
12,839 |
+74 |
Jun10 |
090817 |
75.33 |
75.33 |
74.00 |
75.20 |
-0.63 |
5,436 |
67,362 |
+2,741 |
Jul10 |
090817 |
74.60 |
75.68 |
74.31 |
75.67 |
-0.61 |
1,877 |
30,905 |
+287 |
Aug10 |
090817 |
74.92 |
76.03 |
74.68 |
76.03 |
-0.58 |
1,046 |
11,331 |
-36 |
Sep10 |
090817 |
75.30 |
76.37 |
75.30 |
76.37 |
-0.56 |
1,314 |
18,195 |
-69 |
Oct10 |
090817 |
76.71 |
76.71 |
76.71 |
76.71 |
-0.54 |
1,680 |
8,598 |
+93 |
Nov10 |
090817 |
77.06 |
77.06 |
77.06 |
77.06 |
-0.51 |
1,677 |
9,171 |
+113 |
Dec10 |
090817 |
77.02 |
77.48 |
76.00 |
77.43 |
-0.47 |
12,411 |
92,290 |
-912 |
Total Volume and Open Interest |
603,800 |
1,189,357 |
-7,397 |
e-miNY Crude Oil(NYM) |
Aug09 |
090720 |
63.525 |
64.875 |
63.225 |
63.975 |
+0.425 |
9,566 |
2,669 |
-869 |
Sep09 |
090817 |
67.625 |
67.625 |
65.250 |
66.750 |
-0.750 |
12,013 |
4,993 |
+49 |
Oct09 |
090817 |
69.650 |
69.750 |
67.425 |
68.800 |
-0.800 |
1,537 |
1,069 |
+123 |
Nov09 |
090817 |
70.750 |
70.750 |
69.000 |
70.250 |
-0.800 |
99 |
381 |
-5 |
Dec09 |
090817 |
71.600 |
71.600 |
70.050 |
71.225 |
-0.775 |
30 |
362 |
+4 |
Jan10 |
090817 |
72.075 |
72.075 |
72.075 |
72.075 |
-0.725 |
0 |
126 |
+0 |
Feb10 |
090817 |
72.850 |
72.850 |
72.850 |
72.850 |
-0.675 |
0 |
103 |
+0 |
Mar10 |
090817 |
73.525 |
73.525 |
73.525 |
73.525 |
-0.650 |
0 |
5 |
+0 |
Apr10 |
090817 |
74.125 |
74.125 |
74.125 |
74.125 |
-0.625 |
0 |
1 |
+0 |
May10 |
090817 |
74.675 |
74.675 |
74.675 |
74.675 |
-0.625 |
|
|
|
Total Volume and Open Interest |
13,679 |
7,121 |
+171 |
Heating Oil(NYM) |
Sep09 |
090817 |
184.71 |
185.25 |
178.40 |
182.65 |
-1.45 |
44,368 |
45,719 |
-2,833 |
Oct09 |
090817 |
187.90 |
187.90 |
181.09 |
185.21 |
-1.58 |
18,667 |
57,662 |
-234 |
Nov09 |
090817 |
190.34 |
190.34 |
183.95 |
188.06 |
-1.65 |
6,953 |
33,074 |
+1,133 |
Dec09 |
090817 |
193.20 |
193.20 |
185.30 |
191.03 |
-1.67 |
7,672 |
42,955 |
-650 |
Jan10 |
090817 |
194.12 |
194.25 |
190.24 |
194.01 |
-1.76 |
2,851 |
22,421 |
+194 |
Feb10 |
090817 |
196.22 |
196.40 |
192.64 |
196.21 |
-1.76 |
1,379 |
15,508 |
-64 |
Mar10 |
090817 |
196.20 |
197.60 |
194.02 |
197.56 |
-1.76 |
1,953 |
10,654 |
-117 |
Apr10 |
090817 |
195.99 |
198.31 |
194.76 |
198.31 |
-1.71 |
913 |
7,871 |
+262 |
May10 |
090817 |
198.00 |
199.21 |
196.03 |
199.21 |
-1.66 |
639 |
8,852 |
-210 |
Jun10 |
090817 |
199.00 |
200.36 |
196.34 |
200.36 |
-1.56 |
1,116 |
19,988 |
-228 |
Jul10 |
090817 |
202.26 |
202.26 |
202.26 |
202.26 |
-1.46 |
344 |
4,085 |
-10 |
Aug10 |
090817 |
204.21 |
204.21 |
204.21 |
204.21 |
-1.36 |
180 |
2,122 |
-22 |
Total Volume and Open Interest |
90,581 |
310,947 |
-4,083 |
Gasoline(NYMEX) |
Sep09 |
090817 |
194.22 |
195.60 |
188.65 |
195.15 |
+1.35 |
43,562 |
65,636 |
-8,030 |
Oct09 |
090817 |
181.49 |
182.21 |
176.48 |
182.13 |
+0.31 |
23,922 |
60,576 |
+1,281 |
Nov09 |
090817 |
178.84 |
180.98 |
175.88 |
180.93 |
-0.13 |
10,026 |
30,517 |
+907 |
Dec09 |
090817 |
181.40 |
181.79 |
176.80 |
181.71 |
-0.35 |
8,839 |
28,918 |
+90 |
Jan10 |
090817 |
180.80 |
183.55 |
179.33 |
183.55 |
-0.62 |
2,180 |
12,337 |
+378 |
Feb10 |
090817 |
182.30 |
185.96 |
182.30 |
185.80 |
-0.67 |
926 |
3,878 |
+148 |
Mar10 |
090817 |
184.49 |
188.15 |
184.42 |
188.15 |
-0.67 |
591 |
5,333 |
-41 |
Apr10 |
090817 |
198.85 |
201.60 |
198.85 |
201.60 |
-0.67 |
187 |
4,861 |
+2 |
May10 |
090817 |
200.20 |
202.85 |
200.20 |
202.85 |
-0.57 |
134 |
2,883 |
+18 |
Jun10 |
090817 |
198.80 |
203.15 |
198.80 |
203.15 |
-0.47 |
125 |
3,351 |
+112 |
Total Volume and Open Interest |
90,549 |
226,835 |
-5,131 |
e-miNY RBOB Gasoline(NYM) |
Sep09 |
090817 |
195.15 |
195.15 |
195.15 |
195.15 |
+1.35 |
0 |
2 |
+0 |
Oct09 |
090817 |
182.13 |
182.13 |
182.13 |
182.13 |
+0.31 |
|
|
|
Nov09 |
090817 |
180.93 |
180.93 |
180.93 |
180.93 |
-0.13 |
|
|
|
Dec09 |
090817 |
181.71 |
181.71 |
181.71 |
181.71 |
-0.35 |
0 |
2 |
+0 |
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep09 |
090817 |
3.184 |
3.281 |
3.117 |
3.163 |
-0.075 |
146,296 |
101,384 |
-21,127 |
Oct09 |
090817 |
3.565 |
3.643 |
3.500 |
3.555 |
-0.083 |
106,467 |
143,534 |
+9,236 |
Nov09 |
090817 |
4.451 |
4.516 |
4.369 |
4.412 |
-0.107 |
22,819 |
77,340 |
+1,259 |
Dec09 |
090817 |
5.286 |
5.310 |
5.154 |
5.190 |
-0.120 |
9,130 |
51,302 |
-42 |
Jan10 |
090817 |
5.550 |
5.561 |
5.439 |
5.477 |
-0.107 |
10,820 |
50,945 |
-1,344 |
Feb10 |
090817 |
5.550 |
5.571 |
5.503 |
5.522 |
-0.101 |
1,526 |
22,983 |
-43 |
Mar10 |
090817 |
5.500 |
5.540 |
5.457 |
5.491 |
-0.090 |
2,315 |
37,470 |
+85 |
Apr10 |
090817 |
5.486 |
5.486 |
5.428 |
5.446 |
-0.085 |
2,675 |
41,132 |
+777 |
May10 |
090817 |
5.550 |
5.554 |
5.495 |
5.510 |
-0.081 |
573 |
19,943 |
-56 |
Jun10 |
090817 |
5.650 |
5.650 |
5.598 |
5.608 |
-0.080 |
1,597 |
9,876 |
+384 |
Jul10 |
090817 |
5.770 |
5.777 |
5.714 |
5.731 |
-0.075 |
2,073 |
9,932 |
-544 |
Aug10 |
090817 |
5.839 |
5.855 |
5.812 |
5.826 |
-0.075 |
1,720 |
8,141 |
-460 |
Sep10 |
090817 |
5.880 |
5.913 |
5.876 |
5.891 |
-0.073 |
653 |
7,301 |
+30 |
Oct10 |
090817 |
6.039 |
6.039 |
6.000 |
6.011 |
-0.073 |
363 |
19,725 |
-52 |
Nov10 |
090817 |
6.414 |
6.430 |
6.370 |
6.406 |
-0.068 |
127 |
6,320 |
+23 |
Dec10 |
090817 |
6.820 |
6.841 |
6.765 |
6.781 |
-0.068 |
150 |
13,493 |
+15 |
Total Volume and Open Interest |
310,520 |
737,967 |
-11,370 |
Brent Crude Oil(ICE) |
Oct09 |
090817 |
71.35 |
71.44 |
69.21 |
70.54 |
-0.90 |
132,352 |
189,515 |
-8,994 |
Nov09 |
090817 |
71.86 |
71.93 |
69.97 |
71.31 |
-0.86 |
28,584 |
96,450 |
-2,711 |
Dec09 |
090817 |
72.49 |
72.53 |
70.71 |
72.07 |
-0.80 |
26,153 |
107,997 |
+173 |
Jan10 |
090817 |
72.53 |
72.77 |
71.39 |
72.76 |
-0.76 |
6,807 |
32,118 |
+307 |
Feb10 |
090817 |
72.98 |
73.41 |
72.02 |
73.40 |
-0.74 |
3,211 |
18,866 |
+210 |
Mar10 |
090817 |
73.60 |
74.04 |
72.64 |
74.03 |
-0.73 |
2,537 |
16,519 |
+315 |
Apr10 |
090817 |
74.17 |
74.62 |
73.23 |
74.62 |
-0.72 |
1,952 |
7,575 |
+384 |
May10 |
090817 |
74.72 |
75.18 |
73.80 |
75.18 |
-0.73 |
1,484 |
6,339 |
+108 |
Jun10 |
090817 |
75.23 |
75.71 |
74.34 |
75.71 |
-0.74 |
2,853 |
42,824 |
+35 |
Jul10 |
090817 |
76.16 |
76.16 |
76.16 |
76.16 |
-0.72 |
929 |
9,794 |
+127 |
Aug10 |
090817 |
76.54 |
76.54 |
76.54 |
76.54 |
-0.70 |
688 |
6,245 |
-1 |
Sep10 |
090817 |
75.85 |
76.91 |
75.85 |
76.91 |
-0.68 |
656 |
3,477 |
+112 |
Oct10 |
090817 |
77.25 |
77.25 |
77.25 |
77.25 |
-0.68 |
499 |
3,540 |
+25 |
Nov10 |
090817 |
77.59 |
77.59 |
77.59 |
77.59 |
-0.68 |
464 |
3,593 |
+124 |
Total Volume and Open Interest |
216,513 |
697,618 |
-37,907 |
Gas Oil(ICE) |
Sep09 |
090817 |
585.75 |
585.75 |
568.00 |
569.50 |
-20.75 |
34,899 |
89,826 |
-8,139 |
Oct09 |
090817 |
592.50 |
592.50 |
575.00 |
576.50 |
-20.75 |
25,240 |
70,581 |
+895 |
Nov09 |
090817 |
597.00 |
597.50 |
582.00 |
583.50 |
-20.75 |
8,673 |
38,941 |
-58 |
Dec09 |
090817 |
605.00 |
605.00 |
590.00 |
591.25 |
-20.50 |
11,747 |
62,024 |
-1,232 |
Jan10 |
090817 |
610.00 |
610.00 |
599.00 |
599.75 |
-20.50 |
4,269 |
44,709 |
+1,029 |
Feb10 |
090817 |
615.75 |
615.75 |
606.25 |
606.75 |
-20.25 |
1,828 |
20,481 |
+1,035 |
Mar10 |
090817 |
619.50 |
621.50 |
611.75 |
612.75 |
-19.75 |
542 |
19,996 |
-57 |
Apr10 |
090817 |
620.75 |
625.25 |
618.00 |
619.00 |
-19.50 |
132 |
11,709 |
-37 |
May10 |
090817 |
626.25 |
628.25 |
623.50 |
624.75 |
-19.00 |
179 |
10,208 |
+147 |
Jun10 |
090817 |
642.50 |
642.50 |
628.75 |
630.00 |
-18.50 |
1,733 |
30,253 |
+471 |
Total Volume and Open Interest |
96,943 |
502,808 |
-6,138 |
Ethanol(CBOT) |
Aug09 |
090805 |
1.637 |
1.637 |
1.635 |
1.635 |
-0.023 |
6 |
72 |
-6 |
Sep09 |
090817 |
1.533 |
1.550 |
1.530 |
1.542 |
-0.013 |
26 |
424 |
-7 |
Oct09 |
090817 |
1.533 |
1.533 |
1.533 |
1.533 |
-0.010 |
15 |
432 |
-2 |
Nov09 |
090817 |
1.508 |
1.520 |
1.500 |
1.517 |
-0.015 |
15 |
296 |
+6 |
Dec09 |
090817 |
1.520 |
1.520 |
1.520 |
1.520 |
-0.025 |
25 |
325 |
-7 |
Jan10 |
090817 |
1.534 |
1.534 |
1.534 |
1.534 |
-0.001 |
4 |
538 |
+4 |
Feb10 |
090817 |
1.515 |
1.530 |
1.515 |
1.521 |
-0.009 |
11 |
429 |
+10 |
Mar10 |
090817 |
1.500 |
1.540 |
1.500 |
1.524 |
-0.005 |
9 |
558 |
+5 |
Total Volume and Open Interest |
157 |
3,923 |
+47 |
WTI Crude Oil(ICE) |
Sep09 |
090817 |
67.55 |
67.70 |
65.24 |
66.75 |
-0.76 |
59,363 |
37,029 |
-10,493 |
Oct09 |
090817 |
69.65 |
69.66 |
67.44 |
68.81 |
-0.79 |
76,520 |
100,490 |
+2,669 |
Nov09 |
090817 |
70.82 |
70.82 |
68.91 |
70.24 |
-0.82 |
19,965 |
42,088 |
+110 |
Dec09 |
090817 |
70.94 |
71.26 |
69.88 |
71.22 |
-0.78 |
19,523 |
78,570 |
+368 |
Jan10 |
090817 |
71.09 |
72.10 |
70.92 |
72.07 |
-0.73 |
3,893 |
18,753 |
-697 |
Feb10 |
090817 |
71.82 |
72.86 |
71.82 |
72.84 |
-0.68 |
2,209 |
15,365 |
+574 |
Mar10 |
090817 |
72.56 |
73.53 |
72.54 |
73.52 |
-0.65 |
1,082 |
7,650 |
+84 |
Apr10 |
090817 |
73.15 |
74.13 |
73.14 |
74.12 |
-0.64 |
601 |
4,684 |
+58 |
May10 |
090817 |
73.73 |
74.68 |
73.71 |
74.68 |
-0.63 |
450 |
5,290 |
-73 |
Jun10 |
090817 |
74.35 |
75.20 |
74.20 |
75.20 |
-0.63 |
1,596 |
21,657 |
-124 |
Jul10 |
090817 |
75.67 |
75.67 |
75.67 |
75.67 |
-0.61 |
499 |
25,649 |
+104 |
Aug10 |
090817 |
76.03 |
76.03 |
76.03 |
76.03 |
-0.58 |
590 |
6,688 |
-267 |
Sep10 |
090817 |
76.37 |
76.37 |
76.37 |
76.37 |
-0.56 |
546 |
7,612 |
+226 |
Oct10 |
090817 |
76.71 |
76.71 |
76.71 |
76.71 |
-0.54 |
217 |
4,476 |
+7 |
Nov10 |
090817 |
77.06 |
77.06 |
77.06 |
77.06 |
-0.51 |
236 |
3,398 |
+5 |
Dec10 |
090817 |
76.67 |
77.45 |
76.02 |
77.43 |
-0.47 |
3,585 |
61,148 |
+656 |
Total Volume and Open Interest |
192,819 |
520,068 |
-6,252 |
US Dollar Index(ICE) |
Sep09 |
090817 |
78.990 |
79.695 |
78.860 |
79.400 |
+0.395 |
5,570 |
24,502 |
-571 |
Dec09 |
090817 |
79.295 |
79.920 |
79.295 |
79.690 |
+0.395 |
143 |
2,253 |
+26 |
Mar10 |
090817 |
79.960 |
79.960 |
79.960 |
79.960 |
+0.395 |
2 |
2 |
+1 |
Total Volume and Open Interest |
5,715 |
26,757 |
-544 |
Australian Dollar(CME) |
Sep09 |
090817 |
82.83 |
82.97 |
81.36 |
82.05 |
-0.60 |
79,019 |
104,425 |
-805 |
Dec09 |
090817 |
82.25 |
82.33 |
80.77 |
81.45 |
-0.58 |
185 |
518 |
+62 |
Mar10 |
090817 |
80.78 |
81.34 |
80.78 |
80.78 |
-0.56 |
0 |
15 |
+0 |
Total Volume and Open Interest |
79,204 |
104,959 |
-743 |
British Pound(CME) |
Sep09 |
090817 |
165.05 |
165.21 |
162.73 |
163.38 |
-1.64 |
81,861 |
91,306 |
+977 |
Dec09 |
090817 |
164.87 |
165.14 |
162.75 |
163.37 |
-1.65 |
736 |
1,799 |
+529 |
Mar10 |
090817 |
163.35 |
165.00 |
162.95 |
163.35 |
-1.65 |
0 |
11 |
+0 |
Total Volume and Open Interest |
82,597 |
93,138 |
+1,506 |
Canadian Dollar(CME) |
Sep09 |
090817 |
90.95 |
91.00 |
89.87 |
90.47 |
-0.31 |
64,088 |
93,127 |
-1,369 |
Dec09 |
090817 |
90.60 |
90.98 |
89.91 |
90.48 |
-0.32 |
441 |
3,607 |
+36 |
Mar10 |
090817 |
90.05 |
90.79 |
89.97 |
90.48 |
-0.31 |
30 |
750 |
+0 |
Jun10 |
090817 |
90.48 |
90.78 |
89.98 |
90.48 |
-0.30 |
6 |
183 |
+3 |
Total Volume and Open Interest |
64,567 |
97,847 |
-1,329 |
Japanese Yen(CME) |
Sep09 |
090817 |
105.57 |
106.18 |
105.41 |
105.87 |
+0.44 |
78,023 |
72,577 |
+1,888 |
Dec09 |
090817 |
105.73 |
106.25 |
105.52 |
105.95 |
+0.43 |
85 |
389 |
+30 |
Mar10 |
090817 |
106.26 |
106.26 |
105.65 |
106.09 |
+0.44 |
1 |
21 |
+0 |
Total Volume and Open Interest |
78,109 |
72,989 |
+1,918 |
Swiss Franc(CME) |
Sep09 |
090817 |
93.08 |
93.23 |
92.31 |
92.78 |
-0.29 |
27,431 |
32,115 |
+234 |
Dec09 |
090817 |
93.24 |
93.28 |
92.42 |
92.87 |
-0.30 |
4 |
146 |
+1 |
Mar10 |
090817 |
93.00 |
93.29 |
92.81 |
93.00 |
-0.29 |
0 |
9 |
+0 |
Total Volume and Open Interest |
27,435 |
32,270 |
+235 |
EuroFX(CME) |
Sep09 |
090817 |
141.92 |
141.95 |
140.45 |
140.82 |
-0.88 |
166,529 |
124,159 |
-11,883 |
Dec09 |
090817 |
141.63 |
141.91 |
140.46 |
140.81 |
-0.88 |
1,303 |
2,264 |
-133 |
Mar10 |
090817 |
140.81 |
141.76 |
140.72 |
140.81 |
-0.87 |
2 |
375 |
+0 |
Total Volume and Open Interest |
167,834 |
126,803 |
-12,016 |
Mexican Peso(CME) |
Aug09 |
090817 |
769.0 |
777.8 |
769.0 |
769.0 |
-8.8 |
|
|
|
Sep09 |
090817 |
775.5 |
775.5 |
759.5 |
768.5 |
-4.8 |
12,260 |
81,912 |
-978 |
Total Volume and Open Interest |
12,278 |
84,119 |
-962 |
Brazilian Real(CME) |
Sep09 |
090817 |
530.00 |
530.80 |
530.00 |
530.80 |
-7.25 |
11 |
2,135 |
-10 |
Oct09 |
090817 |
531.45 |
535.00 |
531.45 |
531.45 |
-3.55 |
|
|
|
Nov09 |
090817 |
528.30 |
531.85 |
528.30 |
528.30 |
-3.55 |
|
|
|
Dec09 |
090817 |
526.50 |
529.00 |
526.50 |
526.50 |
-2.50 |
0 |
69 |
+0 |
Total Volume and Open Interest |
11 |
2,204 |
-10 |
30-Year T-Bonds(CBOT) |
Sep09 |
090817 |
118~220 |
120~000 |
118~200 |
119~220 |
+0~290 |
227,277 |
694,884 |
+3,352 |
Dec09 |
090817 |
117~190 |
118~230 |
117~190 |
118~130 |
+0~290 |
3,497 |
11,771 |
+1,227 |
Mar10 |
090817 |
117~140 |
117~140 |
116~170 |
117~140 |
+0~290 |
0 |
43 |
+0 |
Total Volume and Open Interest |
230,774 |
706,701 |
+4,579 |
10-Year T-Notes(CBOT) |
Sep09 |
090817 |
117~075 |
117~315 |
117~065 |
117~240 |
+0~155 |
765,358 |
1,111,690 |
-22,169 |
Dec09 |
090817 |
116~030 |
116~180 |
116~030 |
116~115 |
+0~155 |
3,071 |
17,206 |
+1,244 |
Mar10 |
090817 |
115~115 |
115~115 |
114~280 |
115~115 |
+0~155 |
|
|
|
Total Volume and Open Interest |
768,429 |
1,128,896 |
-20,925 |
5-Year T-Notes(CBOT) |
Sep09 |
090817 |
115~073 |
116~010 |
115~072 |
115~125 |
+0~050 |
393,764 |
822,691 |
-9,311 |
Dec09 |
090817 |
114~062 |
114~101 |
114~036 |
114~090 |
+0~054 |
5,511 |
32,543 |
+1,482 |
Mar10 |
090817 |
114~090 |
114~090 |
114~036 |
114~090 |
+0~054 |
|
|
|
Total Volume and Open Interest |
399,275 |
855,234 |
-7,829 |
2 Year T-Notes(CBOT) |
Sep09 |
090817 |
108~057 |
108~074 |
108~057 |
108~068 |
+0~010 |
164,125 |
746,191 |
-3,995 |
Dec09 |
090817 |
107~109 |
107~115 |
107~100 |
107~113 |
+0~013 |
19,036 |
23,347 |
+10,757 |
Mar10 |
090817 |
107~113 |
107~113 |
107~100 |
107~113 |
+0~013 |
|
|
|
Total Volume and Open Interest |
183,161 |
769,538 |
+6,762 |
Eurodollars(CME) |
Sep09 |
090817 |
99.560 |
99.565 |
99.540 |
99.548 |
-0.012 |
108,235 |
969,712 |
-26,516 |
Dec09 |
090817 |
99.405 |
99.415 |
99.370 |
99.380 |
-0.025 |
147,651 |
945,096 |
-18,686 |
Mar10 |
090817 |
99.115 |
99.155 |
99.110 |
99.130 |
unch |
220,786 |
978,221 |
-1,583 |
Jun10 |
090817 |
98.725 |
98.775 |
98.715 |
98.745 |
+0.030 |
221,188 |
668,667 |
+7,600 |
Sep10 |
090817 |
98.290 |
98.360 |
98.270 |
98.330 |
+0.050 |
293,115 |
601,911 |
+3,020 |
Dec10 |
090817 |
97.855 |
97.955 |
97.845 |
97.925 |
+0.065 |
196,132 |
688,049 |
+13,351 |
Mar11 |
090817 |
97.490 |
97.610 |
97.490 |
97.580 |
+0.070 |
150,176 |
379,789 |
-12,132 |
Jun11 |
090817 |
97.165 |
97.295 |
97.165 |
97.255 |
+0.070 |
138,241 |
372,713 |
-8,032 |
Sep11 |
090817 |
96.885 |
97.020 |
96.885 |
96.980 |
+0.070 |
67,126 |
237,930 |
-5,131 |
Dec11 |
090817 |
96.625 |
96.760 |
96.625 |
96.720 |
+0.075 |
50,596 |
178,820 |
-3,937 |
Mar12 |
090817 |
96.470 |
96.565 |
96.470 |
96.530 |
+0.080 |
46,882 |
140,006 |
-1,391 |
Jun12 |
090817 |
96.300 |
96.375 |
96.300 |
96.345 |
+0.085 |
41,892 |
125,069 |
-363 |
Sep12 |
090817 |
96.140 |
96.200 |
96.130 |
96.180 |
+0.090 |
12,812 |
66,658 |
-117 |
Dec12 |
090817 |
95.965 |
96.030 |
95.960 |
96.010 |
+0.090 |
11,236 |
59,483 |
+1,042 |
Mar13 |
090817 |
95.865 |
95.925 |
95.850 |
95.900 |
+0.090 |
9,537 |
60,759 |
-517 |
Jun13 |
090817 |
95.755 |
95.805 |
95.735 |
95.780 |
+0.090 |
7,293 |
31,967 |
+431 |
Sep13 |
090817 |
95.645 |
95.690 |
95.620 |
95.670 |
+0.095 |
4,703 |
38,842 |
+588 |
Dec13 |
090817 |
95.515 |
95.570 |
95.495 |
95.540 |
+0.095 |
5,039 |
29,155 |
+1,130 |
Total Volume and Open Interest |
1,753,657 |
6,745,824 |
-49,866 |
30 Day Federal Funds(CBOT) |
Aug09 |
090817 |
99.838 |
99.842 |
99.835 |
99.838 |
unch |
2,628 |
55,701 |
-862 |
Sep09 |
090817 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
3,312 |
36,491 |
+977 |
Oct09 |
090817 |
99.810 |
99.815 |
99.800 |
99.805 |
-0.005 |
1,557 |
33,706 |
+478 |
Nov09 |
090817 |
99.800 |
99.805 |
99.785 |
99.790 |
-0.005 |
2,048 |
47,917 |
-272 |
Dec09 |
090817 |
99.780 |
99.785 |
99.770 |
99.775 |
unch |
1,783 |
39,914 |
-113 |
Jan10 |
090817 |
99.750 |
99.760 |
99.745 |
99.745 |
unch |
3,097 |
30,667 |
-259 |
Total Volume and Open Interest |
24,780 |
374,566 |
+730 |
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 |
090817 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
129 |
6,676 |
-146 |
Dec09 |
090817 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
0 |
730 |
+0 |
Mar10 |
090817 |
99.505 |
99.505 |
99.505 |
99.505 |
+0.020 |
0 |
604 |
-50 |
Jun10 |
090817 |
99.500 |
99.500 |
99.500 |
99.500 |
+0.025 |
|
|
|
Sep10 |
090817 |
99.425 |
99.425 |
99.425 |
99.425 |
unch |
|
|
|
Dec10 |
090817 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Mar11 |
090817 |
99.295 |
99.295 |
99.295 |
99.295 |
unch |
|
|
|
Jun11 |
090817 |
99.235 |
99.235 |
99.235 |
99.235 |
unch |
|
|
|
Sep11 |
090817 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Dec11 |
090817 |
99.025 |
99.025 |
99.025 |
99.025 |
unch |
|
|
|
Total Volume and Open Interest |
129 |
8,010 |
-196 |
3-Mth Euro-Yen(SGX) |
Sep09 |
090817 |
99.47 |
99.47 |
99.46 |
99.46 |
unch |
72 |
12,404 |
-46 |
Dec09 |
090817 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
3,095 |
+0 |
Mar10 |
090817 |
99.51 |
99.51 |
99.47 |
99.47 |
unch |
11 |
3,290 |
-1 |
Jun10 |
090817 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
1,538 |
+0 |
Sep10 |
090817 |
99.46 |
99.46 |
99.41 |
99.41 |
unch |
0 |
417 |
+2 |
Dec10 |
090817 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
420 |
+0 |
Mar11 |
090817 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
412 |
+0 |
Jun11 |
090817 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
0 |
52 |
+0 |
Total Volume and Open Interest |
83 |
23,151 |
-45 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090817 |
138.01 |
138.83 |
137.97 |
138.79 |
+0.78 |
|
|
|
Dec09 |
090817 |
137.60 |
138.40 |
137.60 |
138.40 |
+0.78 |
0 |
3 |
+2 |
Mar10 |
090817 |
138.17 |
138.17 |
138.17 |
138.17 |
+0.78 |
|
|
|
Total Volume and Open Interest |
2,695 |
13,832 |
-859 |
Euro-Bund(EUREX) |
Sep09 |
090817 |
122.15 |
122.34 |
121.92 |
122.24 |
+0.35 |
588,550 |
921,454 |
+29,066 |
Dec09 |
090817 |
120.69 |
120.90 |
120.55 |
120.85 |
+0.36 |
4,380 |
20,350 |
+3,798 |
Mar10 |
090817 |
120.40 |
120.47 |
120.40 |
120.47 |
+0.36 |
1 |
6 |
+0 |
Total Volume and Open Interest |
592,931 |
941,810 |
+32,864 |
Euro-Bobl(EUREX) |
Sep09 |
090817 |
116.10 |
116.15 |
115.78 |
115.97 |
+0.08 |
301,760 |
642,771 |
+4,590 |
Dec09 |
090817 |
114.51 |
114.55 |
114.40 |
114.55 |
+0.06 |
627 |
2,257 |
+233 |
Mar10 |
090817 |
114.45 |
114.45 |
114.45 |
114.45 |
+0.08 |
|
|
|
Total Volume and Open Interest |
302,387 |
645,028 |
+4,823 |
3-Mth Euribor(EUREX) |
Sep09 |
090817 |
99.185 |
99.190 |
99.175 |
99.185 |
+0.005 |
243 |
17,420 |
-292 |
Dec09 |
090817 |
99.080 |
99.085 |
99.055 |
99.060 |
-0.020 |
303 |
6,168 |
-8 |
Mar10 |
090817 |
98.855 |
98.855 |
98.845 |
98.850 |
-0.010 |
275 |
2,780 |
+58 |
Total Volume and Open Interest |
1,477 |
33,800 |
-183 |
Long Gilt(LIFFE) |
Sep09 |
090817 |
118~32 |
119~16 |
118~28 |
119~15 |
+0~25 |
65,223 |
244,150 |
+4,945 |
Dec09 |
090817 |
117~13 |
117~28 |
117~13 |
117~28 |
+0~25 |
92 |
833 |
+92 |
Total Volume and Open Interest |
65,315 |
244,983 |
+5,037 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090817 |
99.36 |
99.38 |
99.32 |
99.32 |
-0.05 |
38,841 |
295,970 |
+5,893 |
Dec09 |
090817 |
99.21 |
99.23 |
99.12 |
99.15 |
-0.05 |
54,034 |
297,619 |
+8,955 |
Mar10 |
090817 |
98.83 |
98.86 |
98.75 |
98.77 |
-0.05 |
38,215 |
334,162 |
+1,955 |
Jun10 |
090817 |
98.30 |
98.36 |
98.25 |
98.27 |
-0.02 |
33,748 |
282,031 |
+3,054 |
Sep10 |
090817 |
97.76 |
97.82 |
97.69 |
97.73 |
+0.01 |
44,893 |
244,245 |
+4,241 |
Dec10 |
090817 |
97.22 |
97.29 |
97.18 |
97.21 |
+0.04 |
42,086 |
280,000 |
-1,938 |
Total Volume and Open Interest |
305,564 |
2,228,490 |
+20,858 |
3-Mth Euribor(LIFFE) |
Sep09 |
090817 |
99.185 |
99.200 |
99.170 |
99.185 |
+0.005 |
76,912 |
626,460 |
+18,167 |
Dec09 |
090817 |
99.085 |
99.110 |
99.045 |
99.060 |
-0.020 |
97,723 |
543,857 |
+2,733 |
Mar10 |
090817 |
98.880 |
98.915 |
98.830 |
98.850 |
-0.010 |
131,534 |
429,475 |
-4,463 |
Total Volume and Open Interest |
772,031 |
3,097,377 |
+7,899 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090817 |
96.53 |
96.62 |
96.53 |
96.60 |
+0.06 |
27,211 |
292,533 |
+12,157 |
Dec09 |
090817 |
96.05 |
96.14 |
96.02 |
96.12 |
+0.07 |
23,828 |
316,346 |
+6,793 |
Mar10 |
090817 |
95.47 |
95.60 |
95.46 |
95.58 |
+0.11 |
11,830 |
162,396 |
-5,214 |
Jun10 |
090817 |
94.98 |
95.12 |
94.97 |
95.10 |
+0.13 |
9,278 |
98,525 |
+2,449 |
Sep10 |
090817 |
94.62 |
94.77 |
94.62 |
94.76 |
+0.12 |
4,591 |
60,044 |
-237 |
Dec10 |
090817 |
94.42 |
94.55 |
94.42 |
94.54 |
+0.12 |
2,496 |
41,498 |
+480 |
Mar11 |
090817 |
94.34 |
94.41 |
94.28 |
94.38 |
+0.12 |
986 |
18,402 |
+633 |
Jun11 |
090817 |
94.18 |
94.29 |
94.18 |
94.26 |
+0.12 |
2,327 |
16,106 |
+788 |
Sep11 |
090817 |
94.08 |
94.16 |
94.04 |
94.15 |
+0.13 |
1,442 |
5,480 |
+333 |
Dec11 |
090817 |
93.95 |
94.05 |
93.95 |
94.05 |
+0.13 |
400 |
1,148 |
+85 |
Total Volume and Open Interest |
84,589 |
1,013,841 |
+18,467 |
10-Year Aus T-Bonds(SFE) |
Sep09 |
090817 |
94.42 |
94.59 |
94.41 |
94.57 |
+0.15 |
38,929 |
388,488 |
+8,470 |
Dec09 |
090817 |
94.57 |
94.57 |
94.57 |
94.57 |
+0.15 |
|
|
|
Total Volume and Open Interest |
38,929 |
388,488 |
+8,470 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090817 |
94.91 |
95.08 |
94.90 |
95.05 |
+0.14 |
85,507 |
806,553 |
+19,143 |
Dec09 |
090817 |
95.05 |
95.05 |
95.05 |
95.05 |
+0.14 |
|
|
|
Total Volume and Open Interest |
85,507 |
806,553 |
+19,143 |
Gold(CMX) |
Aug09 |
090817 |
947.4 |
947.4 |
931.5 |
934.3 |
-12.7 |
141 |
900 |
-33 |
Oct09 |
090817 |
947.9 |
949.0 |
930.2 |
934.8 |
-12.8 |
3,328 |
22,234 |
-989 |
Dec09 |
090817 |
949.2 |
950.4 |
931.3 |
935.8 |
-12.9 |
78,114 |
260,599 |
-3,205 |
Feb10 |
090817 |
946.2 |
947.6 |
933.5 |
937.1 |
-12.9 |
2,112 |
20,078 |
+526 |
Apr10 |
090817 |
947.4 |
948.6 |
934.6 |
938.3 |
-13.0 |
454 |
19,883 |
+112 |
Jun10 |
090817 |
943.4 |
943.4 |
939.1 |
939.6 |
-13.1 |
213 |
11,726 |
+30 |
Aug10 |
090817 |
946.5 |
946.5 |
940.6 |
941.1 |
-13.2 |
41 |
7,438 |
+20 |
Oct10 |
090817 |
943.1 |
943.1 |
943.1 |
943.1 |
-13.3 |
0 |
3,550 |
+0 |
Dec10 |
090817 |
955.6 |
955.6 |
942.1 |
945.6 |
-13.4 |
444 |
10,016 |
+129 |
Feb11 |
090817 |
948.4 |
948.4 |
948.4 |
948.4 |
-13.6 |
0 |
1,012 |
+0 |
Apr11 |
090817 |
951.5 |
951.5 |
951.5 |
951.5 |
-13.8 |
0 |
97 |
+0 |
Jun11 |
090817 |
960.2 |
960.2 |
954.9 |
954.9 |
-14.1 |
0 |
7,872 |
-25 |
Total Volume and Open Interest |
85,243 |
385,962 |
-3,187 |
Silver(CMX) |
Sep09 |
090817 |
1473.0 |
1473.0 |
1382.0 |
1397.5 |
-74.7 |
25,866 |
44,558 |
-2,464 |
Dec09 |
090817 |
1476.0 |
1476.0 |
1385.5 |
1401.0 |
-75.3 |
7,005 |
41,927 |
+2,500 |
Mar10 |
090817 |
1422.5 |
1422.5 |
1401.0 |
1404.0 |
-75.6 |
199 |
6,457 |
+134 |
May10 |
090817 |
1414.0 |
1414.0 |
1406.0 |
1406.0 |
-75.7 |
39 |
2,220 |
-3 |
Jul10 |
090817 |
1408.0 |
1408.0 |
1408.0 |
1408.0 |
-75.7 |
0 |
2,841 |
+0 |
Sep10 |
090817 |
1418.0 |
1418.0 |
1410.0 |
1410.0 |
-75.7 |
18 |
1,517 |
+0 |
Dec10 |
090817 |
1460.0 |
1460.0 |
1400.5 |
1414.6 |
-76.2 |
15 |
3,401 |
+1 |
Total Volume and Open Interest |
33,169 |
109,129 |
+165 |
Platinum(NYMEX) |
Oct09 |
090817 |
1265.0 |
1265.0 |
1215.2 |
1222.6 |
-39.1 |
1,875 |
23,564 |
-177 |
Jan10 |
090817 |
1247.7 |
1247.8 |
1226.0 |
1228.4 |
-38.8 |
140 |
1,335 |
+106 |
Apr10 |
090817 |
1235.5 |
1235.5 |
1235.5 |
1235.5 |
-38.8 |
76 |
96 |
+76 |
Total Volume and Open Interest |
2,091 |
24,995 |
+5 |
Palladium(NYMEX) |
Sep09 |
090817 |
276.00 |
277.00 |
262.00 |
267.40 |
-9.85 |
913 |
12,333 |
-311 |
Dec09 |
090817 |
277.25 |
277.25 |
263.45 |
268.70 |
-9.80 |
450 |
8,428 |
+342 |
Mar10 |
090817 |
272.90 |
272.90 |
270.00 |
270.00 |
-9.80 |
1 |
108 |
+0 |
Total Volume and Open Interest |
1,364 |
20,869 |
+31 |
Copper(CMX) |
Sep09 |
090817 |
284.00 |
284.00 |
272.65 |
277.05 |
-6.55 |
25,173 |
37,559 |
-1,788 |
Dec09 |
090817 |
285.00 |
285.00 |
274.10 |
278.55 |
-6.55 |
9,084 |
64,461 |
+3,606 |
Mar10 |
090817 |
284.40 |
284.40 |
275.25 |
278.80 |
-6.60 |
475 |
6,223 |
+119 |
May10 |
090817 |
275.25 |
278.60 |
274.85 |
278.60 |
-6.30 |
104 |
1,217 |
+24 |
Jul10 |
090817 |
277.65 |
278.10 |
276.60 |
278.10 |
-6.20 |
133 |
1,207 |
+117 |
Total Volume and Open Interest |
35,983 |
119,391 |
+1,758 |
DJIA Index(CBOT) |
Sep09 |
090817 |
9303 |
9303 |
9095 |
9120 |
-201 |
406 |
11,254 |
+46 |
Dec09 |
090817 |
9055 |
9058 |
9055 |
9058 |
-203 |
3 |
669 |
+2 |
Mar10 |
090817 |
9008 |
9209 |
9008 |
9008 |
-201 |
0 |
2 |
+0 |
Jun10 |
090817 |
8960 |
9161 |
8960 |
8960 |
-201 |
|
|
|
Total Volume and Open Interest |
409 |
11,925 |
+48 |
E-mini DJIA Index(CBOT) |
Sep09 |
090817 |
9305 |
9306 |
9091 |
9120 |
-201 |
130,010 |
68,550 |
-1,027 |
Dec09 |
090817 |
9232 |
9232 |
9043 |
9058 |
-203 |
82 |
531 |
+0 |
Mar10 |
090817 |
9008 |
9008 |
9008 |
9008 |
-201 |
2 |
31 |
-2 |
Jun10 |
090817 |
8960 |
8960 |
8960 |
8960 |
-201 |
|
|
|
Total Volume and Open Interest |
130,094 |
69,112 |
-1,029 |
S & P 500(CME) |
Sep09 |
090817 |
1003.60 |
1003.90 |
975.80 |
978.30 |
-27.50 |
19,515 |
378,238 |
+4,172 |
Dec09 |
090817 |
978.00 |
978.00 |
972.00 |
973.70 |
-27.50 |
250 |
11,410 |
+124 |
Mar10 |
090817 |
969.60 |
975.20 |
967.20 |
969.60 |
-27.60 |
0 |
4,188 |
+0 |
Jun10 |
090817 |
966.60 |
972.20 |
964.20 |
966.60 |
-27.60 |
0 |
179 |
+0 |
Total Volume and Open Interest |
19,765 |
394,020 |
+4,296 |
S & P 500 E-Mini(Globex) |
Sep09 |
090817 |
1004.25 |
1004.25 |
975.50 |
978.25 |
-27.50 |
1,836,479 |
2,566,203 |
-45,501 |
Dec09 |
090817 |
1001.25 |
1001.25 |
971.25 |
973.75 |
-27.50 |
5,967 |
39,877 |
+1,493 |
Total Volume and Open Interest |
1,842,449 |
2,606,129 |
-44,005 |
NASDAQ 100(CME) |
Sep09 |
090817 |
1615.00 |
1615.00 |
1560.00 |
1566.30 |
-48.70 |
4,094 |
21,213 |
-1,273 |
Dec09 |
090817 |
1564.00 |
1564.00 |
1562.50 |
1564.00 |
-48.50 |
0 |
13 |
+0 |
Mar10 |
090817 |
1563.00 |
1563.00 |
1561.50 |
1563.00 |
-48.50 |
|
|
|
Total Volume and Open Interest |
4,094 |
21,226 |
-1,273 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090817 |
1612.30 |
1612.50 |
1561.30 |
1566.30 |
-48.70 |
300,515 |
339,541 |
-14,884 |
Dec09 |
090817 |
1602.50 |
1608.80 |
1559.30 |
1564.00 |
-48.50 |
311 |
3,380 |
+72 |
Total Volume and Open Interest |
300,827 |
342,933 |
-14,811 |
S & P Midcap 400(CME) |
Sep09 |
090817 |
635.50 |
635.50 |
625.50 |
627.80 |
-22.90 |
38 |
3,026 |
-11 |
Dec09 |
090817 |
625.80 |
625.80 |
625.70 |
625.80 |
-22.90 |
|
|
|
Mar10 |
090817 |
623.80 |
623.80 |
623.70 |
623.80 |
-22.90 |
|
|
|
Total Volume and Open Interest |
38 |
3,026 |
-11 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090817 |
10250 |
10260 |
10155 |
10160 |
-400 |
10,459 |
36,283 |
-83 |
Dec09 |
090817 |
10160 |
10210 |
10160 |
10160 |
-400 |
0 |
2 |
+0 |
Total Volume and Open Interest |
10,459 |
36,285 |
-83 |
Nikkei 225(SGX) |
Sep09 |
090817 |
10590 |
10615 |
10240 |
10260 |
-335 |
96,098 |
210,698 |
-771 |
Dec09 |
090817 |
10370 |
10370 |
10220 |
10220 |
-335 |
165 |
1,571 |
+25 |
Mar10 |
090817 |
10240 |
10240 |
10240 |
10240 |
-335 |
10 |
83 |
+2 |
Total Volume and Open Interest |
96,573 |
213,531 |
-724 |
CAC 40(EURONEXT) |
Aug09 |
090817 |
3493.0 |
3493.0 |
3393.5 |
3417.5 |
-75.5 |
109,613 |
436,166 |
+5,456 |
Sep09 |
090817 |
3485.5 |
3485.5 |
3389.0 |
3411.5 |
-75.5 |
11,021 |
83,642 |
+8,477 |
Oct09 |
090817 |
3419.0 |
3419.0 |
3402.0 |
3411.5 |
-76.0 |
0 |
150 |
+0 |
Total Volume and Open Interest |
120,634 |
522,497 |
+13,933 |
Hang Seng Index(HKFE) |
Aug09 |
090817 |
20500 |
20523 |
20003 |
20067 |
-870 |
68,447 |
82,345 |
+1,250 |
Sep09 |
090817 |
20474 |
20474 |
19908 |
19980 |
-853 |
948 |
4,280 |
+61 |
Total Volume and Open Interest |
69,649 |
88,454 |
+1,355 |
DAX(EUREX) |
Sep09 |
090817 |
5309.0 |
5309.0 |
5177.0 |
5211.5 |
-99.5 |
127,689 |
151,919 |
-565 |
Dec09 |
090817 |
5289.5 |
5289.5 |
5186.0 |
5213.5 |
-100.0 |
376 |
19,433 |
-232 |
Mar10 |
090817 |
5295.0 |
5295.5 |
5191.5 |
5219.5 |
-99.5 |
67 |
1,542 |
-8 |
Total Volume and Open Interest |
128,132 |
172,894 |
-805 |
FT-SE 100(EURONEXT) |
Sep09 |
090817 |
4679.00 |
4685.00 |
4594.00 |
4635.50 |
-58.00 |
100,710 |
619,147 |
-4,082 |
Dec09 |
090817 |
4641.50 |
4641.50 |
4568.00 |
4604.00 |
-58.50 |
123 |
4,191 |
+32 |
Mar10 |
090817 |
4544.00 |
4566.00 |
4544.00 |
4565.50 |
-58.00 |
4 |
1,177 |
+4 |
Total Volume and Open Interest |
100,837 |
625,005 |
-4,046 |
SPI 200(SFE) |
Sep09 |
090817 |
4420.0 |
4442.0 |
4355.0 |
4362.0 |
-63.0 |
31,310 |
236,718 |
-4,826 |
Dec09 |
090817 |
4427.0 |
4427.0 |
4369.0 |
4372.0 |
-64.0 |
84 |
3,884 |
+83 |
Mar10 |
090817 |
4354.0 |
4354.0 |
4354.0 |
4354.0 |
-64.0 |
0 |
4,374 |
+0 |
Total Volume and Open Interest |
31,394 |
246,187 |
-4,743 |
GSCI(CME) |
Sep09 |
090817 |
449.50 |
452.50 |
444.70 |
450.00 |
-8.50 |
2,139 |
17,181 |
+1,667 |
Oct09 |
090817 |
460.50 |
467.05 |
456.00 |
460.50 |
-6.50 |
|
|
|
Nov09 |
090817 |
468.00 |
468.00 |
468.00 |
468.00 |
|
|
|
|
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. |
|
|