|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue August 18, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep09 |
090818 |
988.00 |
1002.50 |
976.75 |
995.50 |
+7.50 |
12,975 |
23,939 |
-2,308 |
Nov09 |
090818 |
953.50 |
967.50 |
942.00 |
959.00 |
+4.50 |
94,158 |
251,235 |
-391 |
Jan10 |
090818 |
960.50 |
971.75 |
948.00 |
964.50 |
+4.00 |
10,072 |
50,624 |
+1,310 |
Mar10 |
090818 |
969.00 |
972.50 |
951.25 |
967.00 |
+4.50 |
3,152 |
23,366 |
+421 |
May10 |
090818 |
967.00 |
973.75 |
949.00 |
967.00 |
+7.25 |
3,066 |
17,312 |
+845 |
Jul10 |
090818 |
968.00 |
976.00 |
951.75 |
970.75 |
+10.50 |
4,268 |
20,439 |
+362 |
Aug10 |
090818 |
964.25 |
964.25 |
953.50 |
964.25 |
+10.75 |
2 |
133 |
+1 |
Sep10 |
090818 |
941.25 |
941.25 |
930.50 |
941.25 |
+10.75 |
4 |
47 |
-4 |
Nov10 |
090818 |
925.00 |
933.50 |
907.50 |
931.75 |
+13.00 |
2,638 |
20,683 |
-171 |
Jan11 |
090818 |
935.00 |
936.75 |
935.00 |
936.75 |
+12.25 |
4 |
50 |
+4 |
Mar11 |
090818 |
938.75 |
938.75 |
926.50 |
938.75 |
+12.25 |
0 |
36 |
+0 |
May11 |
090818 |
938.75 |
938.75 |
926.50 |
938.75 |
+12.25 |
0 |
2 |
+0 |
Jul11 |
090818 |
939.75 |
939.75 |
927.50 |
939.75 |
+12.25 |
0 |
13 |
+0 |
Aug11 |
090818 |
938.75 |
938.75 |
922.50 |
938.75 |
+16.25 |
|
|
|
Total Volume and Open Interest |
130,352 |
408,340 |
+75 |
Soybean Meal(CBOT) |
Sep09 |
090818 |
309.50 |
315.00 |
307.50 |
313.70 |
+4.20 |
10,566 |
34,072 |
-2,130 |
Oct09 |
090818 |
289.50 |
289.90 |
281.50 |
287.60 |
+2.10 |
4,215 |
26,890 |
+81 |
Dec09 |
090818 |
282.10 |
287.20 |
278.00 |
284.20 |
+2.30 |
27,539 |
72,184 |
+51 |
Jan10 |
090818 |
285.00 |
286.40 |
277.90 |
283.70 |
+2.70 |
2,329 |
8,719 |
+531 |
Mar10 |
090818 |
279.10 |
283.20 |
277.90 |
283.20 |
+3.20 |
1,896 |
7,411 |
+845 |
May10 |
090818 |
280.50 |
283.00 |
276.20 |
281.70 |
+4.70 |
1,707 |
9,227 |
+269 |
Jul10 |
090818 |
280.50 |
282.70 |
277.10 |
282.70 |
+5.20 |
982 |
3,830 |
-177 |
Aug10 |
090818 |
280.60 |
283.00 |
278.00 |
281.70 |
+5.20 |
145 |
964 |
+35 |
Sep10 |
090818 |
277.50 |
277.50 |
274.00 |
276.70 |
+5.20 |
79 |
749 |
+26 |
Oct10 |
090818 |
266.60 |
267.70 |
265.00 |
267.70 |
+5.20 |
83 |
655 |
+34 |
Total Volume and Open Interest |
49,732 |
166,509 |
-377 |
Soybean Oil(CBOT) |
Sep09 |
090818 |
36.06 |
36.35 |
35.67 |
35.94 |
+0.07 |
24,073 |
40,609 |
-7,540 |
Oct09 |
090818 |
36.30 |
36.50 |
35.87 |
36.14 |
+0.07 |
10,181 |
28,707 |
+64 |
Dec09 |
090818 |
36.65 |
36.96 |
36.28 |
36.55 |
+0.07 |
38,076 |
114,553 |
-3,412 |
Jan10 |
090818 |
37.01 |
37.22 |
36.66 |
36.91 |
+0.07 |
1,857 |
19,951 |
+479 |
Mar10 |
090818 |
37.39 |
37.48 |
36.87 |
37.12 |
+0.06 |
1,882 |
8,711 |
+605 |
May10 |
090818 |
37.47 |
37.65 |
37.00 |
37.24 |
+0.05 |
588 |
8,094 |
-39 |
Jul10 |
090818 |
37.31 |
37.45 |
37.15 |
37.38 |
+0.05 |
109 |
5,609 |
-7 |
Aug10 |
090818 |
37.45 |
37.45 |
37.43 |
37.45 |
+0.02 |
0 |
606 |
+0 |
Sep10 |
090818 |
37.50 |
37.50 |
37.48 |
37.50 |
+0.02 |
0 |
351 |
+0 |
Oct10 |
090818 |
37.55 |
37.55 |
37.48 |
37.55 |
+0.07 |
0 |
358 |
+0 |
Total Volume and Open Interest |
76,785 |
235,035 |
-9,837 |
Canola(WCE) |
Nov09 |
090818 |
424.5 |
424.5 |
418.0 |
421.1 |
-0.6 |
7,065 |
90,983 |
+1,272 |
Jan10 |
090818 |
427.5 |
428.4 |
422.7 |
425.7 |
-0.6 |
737 |
13,824 |
+640 |
Mar10 |
090818 |
424.6 |
428.7 |
424.6 |
428.7 |
-0.1 |
9 |
1,925 |
-4 |
May10 |
090818 |
432.1 |
432.1 |
432.1 |
432.1 |
-0.1 |
0 |
561 |
+0 |
Jul10 |
090818 |
436.6 |
436.6 |
436.6 |
436.6 |
-0.1 |
0 |
677 |
+0 |
Total Volume and Open Interest |
7,811 |
108,046 |
+1,908 |
Corn(CBOT) |
Sep09 |
090818 |
313.50 |
317.50 |
311.00 |
314.50 |
+0.25 |
70,690 |
117,751 |
-13,536 |
Dec09 |
090818 |
320.25 |
325.50 |
318.00 |
322.50 |
+0.75 |
123,950 |
487,714 |
+467 |
Mar10 |
090818 |
335.00 |
339.00 |
332.00 |
336.25 |
+0.75 |
11,417 |
99,290 |
+1,791 |
May10 |
090818 |
346.00 |
348.50 |
341.75 |
345.75 |
+0.75 |
2,415 |
23,252 |
+215 |
Jul10 |
090818 |
353.00 |
357.25 |
350.00 |
354.50 |
+1.00 |
5,276 |
57,095 |
+375 |
Sep10 |
090818 |
359.25 |
363.00 |
358.75 |
363.00 |
+1.50 |
724 |
8,824 |
+252 |
Dec10 |
090818 |
371.00 |
374.00 |
367.50 |
372.50 |
+1.50 |
3,185 |
57,850 |
+104 |
Mar11 |
090818 |
382.00 |
384.75 |
381.75 |
384.75 |
+1.50 |
175 |
1,369 |
+113 |
May11 |
090818 |
389.00 |
391.75 |
389.00 |
391.75 |
+1.50 |
0 |
23 |
+0 |
Jul11 |
090818 |
395.00 |
396.75 |
394.00 |
396.75 |
+1.25 |
94 |
896 |
+33 |
Total Volume and Open Interest |
218,189 |
859,914 |
-10,075 |
Wheat(CBOT) |
Sep09 |
090818 |
470.25 |
479.00 |
468.50 |
470.50 |
-1.25 |
27,468 |
60,476 |
-5,175 |
Dec09 |
090818 |
498.75 |
506.50 |
495.75 |
498.25 |
-1.25 |
32,948 |
181,239 |
-940 |
Mar10 |
090818 |
518.00 |
525.00 |
515.00 |
517.25 |
-1.25 |
3,059 |
29,619 |
+241 |
May10 |
090818 |
532.25 |
534.25 |
527.50 |
529.50 |
-1.25 |
81 |
3,513 |
+11 |
Jul10 |
090818 |
541.00 |
542.75 |
537.00 |
540.25 |
-1.00 |
496 |
43,052 |
-171 |
Sep10 |
090818 |
552.00 |
554.25 |
552.00 |
553.00 |
-1.25 |
28 |
593 |
+1 |
Total Volume and Open Interest |
64,275 |
325,347 |
-6,019 |
Wheat(KCBT) |
Sep09 |
090818 |
499.00 |
505.00 |
496.00 |
498.50 |
-1.75 |
5,003 |
18,783 |
-631 |
Dec09 |
090818 |
515.00 |
521.50 |
513.00 |
514.50 |
-2.00 |
3,735 |
56,097 |
+79 |
Mar10 |
090818 |
532.00 |
537.75 |
528.50 |
530.50 |
-1.50 |
688 |
10,479 |
+267 |
May10 |
090818 |
544.00 |
544.50 |
540.50 |
541.00 |
-2.00 |
284 |
1,754 |
+131 |
Jul10 |
090818 |
554.00 |
557.25 |
551.00 |
552.00 |
-2.00 |
162 |
11,541 |
+15 |
Sep10 |
090818 |
563.50 |
566.25 |
563.25 |
563.25 |
-2.25 |
5 |
660 |
+0 |
Total Volume and Open Interest |
9,978 |
102,374 |
+141 |
Wheat(MGE) |
Sep09 |
090818 |
537.75 |
544.75 |
537.75 |
540.50 |
-0.25 |
876 |
6,042 |
+216 |
Dec09 |
090818 |
551.50 |
558.25 |
550.25 |
553.25 |
-0.75 |
1,464 |
17,046 |
+260 |
Mar10 |
090818 |
569.25 |
575.50 |
567.50 |
569.50 |
-1.50 |
332 |
6,413 |
+117 |
May10 |
090818 |
579.50 |
584.25 |
577.50 |
579.00 |
-1.25 |
173 |
1,960 |
+81 |
Jul10 |
090818 |
588.00 |
592.50 |
588.00 |
589.50 |
+0.25 |
111 |
5,740 |
+18 |
Total Volume and Open Interest |
3,041 |
38,632 |
+718 |
Oats(CBOT) |
Sep09 |
090818 |
196.25 |
203.50 |
195.25 |
203.25 |
+5.00 |
56 |
1,614 |
+4 |
Dec09 |
090818 |
212.00 |
217.75 |
209.25 |
217.00 |
+5.00 |
337 |
10,195 |
-70 |
Mar10 |
090818 |
225.50 |
230.00 |
225.00 |
230.00 |
+5.00 |
20 |
1,816 |
+106 |
May10 |
090818 |
238.00 |
238.00 |
233.00 |
238.00 |
+5.00 |
0 |
89 |
+0 |
Total Volume and Open Interest |
413 |
13,717 |
+40 |
Rough Rice(CBOT) |
Sep09 |
090818 |
13.24 |
13.34 |
13.20 |
13.30 |
+0.01 |
2,010 |
2,946 |
-860 |
Nov09 |
090818 |
13.52 |
13.59 |
13.45 |
13.56 |
+0.02 |
2,281 |
6,136 |
+674 |
Jan10 |
090818 |
13.77 |
13.77 |
13.70 |
13.77 |
+0.01 |
969 |
719 |
+153 |
Mar10 |
090818 |
14.01 |
14.01 |
13.99 |
14.01 |
+0.01 |
1,245 |
964 |
+453 |
Total Volume and Open Interest |
6,715 |
11,138 |
+452 |
Live Cattle(CME) |
Aug09 |
090818 |
84.385 |
85.150 |
84.000 |
84.950 |
+0.650 |
3,330 |
8,270 |
-1,314 |
Oct09 |
090818 |
87.980 |
89.150 |
87.580 |
88.850 |
+1.020 |
14,362 |
109,723 |
+41 |
Dec09 |
090818 |
87.700 |
88.730 |
87.400 |
88.550 |
+0.700 |
5,082 |
61,687 |
+878 |
Feb10 |
090818 |
87.950 |
88.850 |
87.750 |
88.580 |
+0.530 |
1,846 |
24,778 |
+331 |
Apr10 |
090818 |
89.900 |
90.535 |
89.700 |
90.400 |
+0.400 |
1,664 |
14,766 |
+454 |
Jun10 |
090818 |
86.930 |
87.450 |
86.900 |
87.350 |
+0.450 |
882 |
7,036 |
+334 |
Total Volume and Open Interest |
27,395 |
228,396 |
+797 |
Feeder Cattle(CME) |
Aug09 |
090818 |
100.635 |
101.750 |
100.150 |
101.150 |
+0.470 |
474 |
2,941 |
-156 |
Sep09 |
090818 |
100.250 |
101.500 |
100.180 |
101.250 |
+0.850 |
757 |
5,232 |
-105 |
Oct09 |
090818 |
100.150 |
101.450 |
100.100 |
101.230 |
+1.000 |
1,535 |
9,442 |
+198 |
Nov09 |
090818 |
100.730 |
101.800 |
100.500 |
101.650 |
+0.950 |
361 |
3,116 |
+74 |
Jan10 |
090818 |
101.000 |
102.000 |
100.950 |
101.900 |
+0.900 |
97 |
1,133 |
+21 |
Mar10 |
090818 |
101.000 |
102.000 |
100.950 |
101.800 |
+0.800 |
75 |
565 |
+40 |
Apr10 |
090818 |
102.400 |
102.400 |
101.900 |
101.900 |
+0.400 |
0 |
62 |
+0 |
Total Volume and Open Interest |
3,321 |
22,684 |
+87 |
Lean Hogs(CME) |
Oct09 |
090818 |
44.485 |
46.900 |
43.050 |
44.535 |
-0.165 |
8,598 |
55,789 |
+309 |
Dec09 |
090818 |
44.450 |
46.485 |
43.080 |
44.450 |
-0.130 |
4,461 |
37,728 |
-160 |
Feb10 |
090818 |
52.400 |
53.880 |
51.500 |
51.850 |
-0.450 |
2,374 |
20,665 |
-19 |
Apr10 |
090818 |
56.750 |
58.600 |
56.500 |
56.900 |
-0.585 |
648 |
6,884 |
+84 |
May10 |
090818 |
62.500 |
64.300 |
62.500 |
63.200 |
-0.200 |
27 |
608 |
+17 |
Jun10 |
090818 |
67.050 |
68.535 |
66.535 |
67.225 |
-0.160 |
337 |
4,108 |
+41 |
Jul10 |
090818 |
66.300 |
67.580 |
65.700 |
66.400 |
-0.180 |
62 |
802 |
+12 |
Aug10 |
090818 |
64.450 |
66.650 |
64.400 |
65.950 |
-0.450 |
55 |
495 |
+26 |
Total Volume and Open Interest |
16,562 |
127,176 |
+310 |
Class III Milk(CME) |
Aug09 |
090818 |
11.20 |
11.22 |
11.16 |
11.20 |
unch |
127 |
4,010 |
+24 |
Sep09 |
090818 |
12.47 |
12.58 |
12.36 |
12.58 |
+0.17 |
135 |
4,113 |
-14 |
Oct09 |
090818 |
12.98 |
13.10 |
12.80 |
12.91 |
-0.09 |
159 |
3,740 |
-7 |
Nov09 |
090818 |
12.68 |
12.97 |
12.62 |
12.85 |
+0.05 |
249 |
3,603 |
-22 |
Dec09 |
090818 |
13.15 |
13.23 |
12.97 |
13.10 |
-0.06 |
254 |
3,349 |
+63 |
Total Volume and Open Interest |
1,485 |
25,384 |
+55 |
Cocoa(ICE) |
Sep09 |
090818 |
2722 |
2761 |
2700 |
2744 |
+22 |
2,329 |
720 |
-2,955 |
Dec09 |
090818 |
2730 |
2772 |
2698 |
2746 |
+23 |
10,468 |
60,976 |
-692 |
Mar10 |
090818 |
2772 |
2789 |
2725 |
2772 |
+24 |
721 |
28,318 |
+265 |
May10 |
090818 |
2795 |
2795 |
2742 |
2788 |
+27 |
151 |
6,859 |
-66 |
Jul10 |
090818 |
2802 |
2812 |
2797 |
2797 |
+26 |
122 |
3,469 |
-6 |
Sep10 |
090818 |
2779 |
2800 |
2779 |
2800 |
+26 |
0 |
2,735 |
+0 |
Dec10 |
090818 |
2796 |
2810 |
2796 |
2810 |
+27 |
0 |
1,806 |
+0 |
Total Volume and Open Interest |
13,892 |
110,526 |
-3,353 |
Coffee "C"(ICE) |
Sep09 |
090818 |
125.90 |
126.15 |
123.00 |
124.75 |
-0.70 |
7,374 |
12,424 |
-5,708 |
Dec09 |
090818 |
129.00 |
129.55 |
126.25 |
128.25 |
-0.70 |
10,509 |
61,811 |
+2,498 |
Mar10 |
090818 |
132.30 |
132.45 |
129.30 |
131.20 |
-0.70 |
884 |
15,841 |
+107 |
May10 |
090818 |
132.50 |
133.20 |
132.00 |
133.20 |
-0.70 |
262 |
6,354 |
+43 |
Jul10 |
090818 |
133.95 |
135.10 |
133.95 |
135.10 |
-0.75 |
108 |
1,771 |
-23 |
Sep10 |
090818 |
135.85 |
137.00 |
135.85 |
137.00 |
-0.75 |
246 |
1,912 |
+131 |
Total Volume and Open Interest |
19,586 |
101,851 |
-2,996 |
Orange Juice(ICE) |
Sep09 |
090818 |
96.80 |
96.80 |
94.60 |
95.40 |
-1.40 |
2,970 |
7,138 |
-1,789 |
Nov09 |
090818 |
100.00 |
100.00 |
98.00 |
98.60 |
-1.50 |
2,314 |
21,140 |
+823 |
Jan10 |
090818 |
102.80 |
102.80 |
101.60 |
101.80 |
-1.45 |
56 |
1,490 |
-15 |
Mar10 |
090818 |
104.85 |
105.15 |
104.85 |
105.00 |
-1.30 |
17 |
2,420 |
+15 |
May10 |
090818 |
107.50 |
107.90 |
107.50 |
107.50 |
-1.35 |
21 |
213 |
+19 |
Jul10 |
090818 |
109.10 |
109.10 |
109.10 |
109.10 |
-1.35 |
0 |
58 |
+0 |
Total Volume and Open Interest |
5,378 |
32,640 |
-947 |
Sugar #11(ICE) |
Oct09 |
090818 |
21.89 |
22.14 |
21.45 |
21.78 |
-0.05 |
49,029 |
304,721 |
-3,366 |
Mar10 |
090818 |
23.53 |
23.64 |
22.93 |
23.21 |
-0.15 |
30,567 |
221,531 |
-1,472 |
May10 |
090818 |
22.25 |
22.36 |
21.86 |
22.09 |
-0.14 |
10,565 |
45,061 |
-927 |
Jul10 |
090818 |
21.00 |
21.05 |
20.70 |
20.87 |
-0.12 |
7,707 |
105,642 |
+718 |
Oct10 |
090818 |
20.47 |
20.61 |
20.36 |
20.48 |
-0.09 |
3,752 |
72,885 |
+1,204 |
Total Volume and Open Interest |
104,667 |
840,434 |
-3,790 |
London Cocoa(LCE) |
Sep09 |
090818 |
1744 |
1753 |
1710 |
1722 |
-17 |
2,004 |
40,529 |
-1,032 |
Dec09 |
090818 |
1774 |
1781 |
1738 |
1750 |
-17 |
5,356 |
44,677 |
+647 |
Mar10 |
090818 |
1776 |
1780 |
1744 |
1755 |
-16 |
956 |
31,290 |
+393 |
May10 |
090818 |
1776 |
1776 |
1746 |
1755 |
-15 |
111 |
22,051 |
+105 |
Jul10 |
090818 |
1770 |
1775 |
1740 |
1750 |
-15 |
15 |
7,562 |
+5 |
Sep10 |
090818 |
1768 |
1775 |
1748 |
1748 |
-16 |
17 |
3,206 |
+0 |
Dec10 |
090818 |
1745 |
1745 |
1745 |
1745 |
-16 |
0 |
716 |
+0 |
Total Volume and Open Interest |
12,822 |
169,622 |
-106 |
London Sugar(LCE) |
Oct09 |
090818 |
551.00 |
551.00 |
539.20 |
547.30 |
-4.50 |
3,858 |
39,627 |
-283 |
Dec09 |
090818 |
574.30 |
574.30 |
562.70 |
569.30 |
-5.00 |
743 |
12,761 |
+283 |
Mar10 |
090818 |
592.50 |
592.50 |
582.60 |
588.80 |
-3.70 |
1,198 |
16,103 |
+423 |
May10 |
090818 |
575.20 |
579.60 |
572.50 |
576.00 |
-4.50 |
225 |
6,004 |
+137 |
Aug10 |
090818 |
562.10 |
562.10 |
557.00 |
557.00 |
-5.50 |
2 |
5,937 |
+2 |
Total Volume and Open Interest |
6,044 |
83,514 |
+580 |
Cotton(ICE) |
Oct09 |
090818 |
57.67 |
58.09 |
56.65 |
56.71 |
-0.57 |
361 |
1,815 |
-49 |
Dec09 |
090818 |
59.52 |
60.25 |
58.81 |
58.89 |
-0.52 |
10,676 |
99,362 |
-4,056 |
Mar10 |
090818 |
62.47 |
62.48 |
61.25 |
61.30 |
-0.58 |
727 |
20,249 |
+190 |
May10 |
090818 |
63.01 |
63.20 |
62.68 |
62.68 |
-0.50 |
77 |
1,437 |
+23 |
Jul10 |
090818 |
64.29 |
64.29 |
63.85 |
63.85 |
-0.46 |
40 |
3,534 |
-2 |
Oct10 |
090818 |
65.35 |
65.35 |
65.35 |
65.35 |
-0.21 |
0 |
15 |
+0 |
Total Volume and Open Interest |
11,944 |
128,899 |
-3,870 |
Lumber(CME) |
Sep09 |
090818 |
185.2 |
185.7 |
179.3 |
181.4 |
-1.3 |
625 |
3,061 |
-131 |
Nov09 |
090818 |
180.0 |
181.8 |
176.1 |
176.7 |
-2.7 |
1,355 |
4,635 |
+286 |
Jan10 |
090818 |
198.0 |
199.6 |
195.1 |
196.0 |
-3.5 |
394 |
1,473 |
+216 |
Mar10 |
090818 |
212.0 |
212.0 |
209.3 |
211.9 |
-2.3 |
16 |
76 |
+6 |
Total Volume and Open Interest |
2,390 |
9,257 |
+377 |
Crude Oil(NYM) |
Sep09 |
090818 |
66.80 |
70.29 |
66.11 |
69.19 |
+2.44 |
264,790 |
64,996 |
-41,785 |
Oct09 |
090818 |
68.81 |
71.98 |
67.94 |
71.09 |
+2.28 |
143,205 |
238,805 |
+8,379 |
Nov09 |
090818 |
70.11 |
73.00 |
69.28 |
72.30 |
+2.06 |
32,323 |
112,387 |
+1,981 |
Dec09 |
090818 |
71.00 |
73.85 |
70.18 |
73.17 |
+1.95 |
39,097 |
163,242 |
-1,677 |
Jan10 |
090818 |
72.20 |
74.40 |
71.15 |
73.96 |
+1.89 |
6,336 |
41,097 |
+926 |
Feb10 |
090818 |
72.12 |
74.88 |
72.12 |
74.70 |
+1.86 |
3,446 |
30,398 |
+385 |
Mar10 |
090818 |
72.82 |
75.37 |
72.79 |
75.37 |
+1.85 |
3,050 |
20,813 |
+586 |
Apr10 |
090818 |
74.47 |
75.97 |
74.46 |
75.97 |
+1.85 |
1,987 |
12,256 |
+107 |
May10 |
090818 |
75.00 |
76.58 |
74.40 |
76.53 |
+1.85 |
2,082 |
12,967 |
+128 |
Jun10 |
090818 |
75.08 |
77.15 |
74.35 |
77.03 |
+1.83 |
6,167 |
69,011 |
+1,649 |
Jul10 |
090818 |
76.13 |
77.89 |
74.87 |
77.46 |
+1.79 |
1,268 |
30,686 |
-219 |
Aug10 |
090818 |
75.73 |
77.79 |
75.73 |
77.79 |
+1.76 |
532 |
11,303 |
-28 |
Sep10 |
090818 |
77.50 |
78.12 |
77.50 |
78.12 |
+1.75 |
808 |
18,321 |
+126 |
Oct10 |
090818 |
78.45 |
78.45 |
78.45 |
78.45 |
+1.74 |
1,083 |
8,738 |
+140 |
Nov10 |
090818 |
78.79 |
78.79 |
78.79 |
78.79 |
+1.73 |
503 |
9,242 |
+71 |
Dec10 |
090818 |
77.30 |
79.60 |
76.45 |
79.14 |
+1.71 |
13,945 |
95,398 |
+3,108 |
Total Volume and Open Interest |
523,034 |
1,163,730 |
-25,627 |
e-miNY Crude Oil(NYM) |
Aug09 |
090720 |
63.525 |
64.875 |
63.225 |
63.975 |
+0.425 |
9,566 |
2,669 |
-869 |
Sep09 |
090818 |
66.775 |
70.250 |
66.125 |
69.200 |
+2.450 |
8,469 |
4,342 |
-651 |
Oct09 |
090818 |
68.775 |
71.950 |
67.950 |
71.100 |
+2.300 |
2,800 |
1,520 |
+451 |
Nov09 |
090818 |
70.300 |
72.725 |
69.275 |
72.300 |
+2.050 |
157 |
394 |
+13 |
Dec09 |
090818 |
71.300 |
73.400 |
70.575 |
73.175 |
+1.950 |
27 |
367 |
+5 |
Jan10 |
090818 |
73.950 |
73.950 |
73.950 |
73.950 |
+1.875 |
0 |
126 |
+0 |
Feb10 |
090818 |
74.700 |
74.700 |
74.700 |
74.700 |
+1.850 |
0 |
103 |
+0 |
Mar10 |
090818 |
75.375 |
75.375 |
75.375 |
75.375 |
+1.850 |
0 |
5 |
+0 |
Apr10 |
090818 |
75.975 |
75.975 |
75.975 |
75.975 |
+1.850 |
0 |
1 |
+0 |
May10 |
090818 |
76.525 |
76.525 |
76.525 |
76.525 |
+1.850 |
|
|
|
Total Volume and Open Interest |
11,453 |
6,939 |
-182 |
Heating Oil(NYM) |
Sep09 |
090818 |
182.75 |
188.43 |
179.26 |
186.50 |
+3.85 |
29,683 |
44,582 |
-1,137 |
Oct09 |
090818 |
185.20 |
190.91 |
181.80 |
189.21 |
+4.00 |
12,397 |
58,135 |
+473 |
Nov09 |
090818 |
188.08 |
193.55 |
184.61 |
191.99 |
+3.93 |
4,948 |
33,427 |
+353 |
Dec09 |
090818 |
190.82 |
196.36 |
188.03 |
194.85 |
+3.82 |
3,158 |
42,721 |
-234 |
Jan10 |
090818 |
193.69 |
198.37 |
191.01 |
197.79 |
+3.78 |
1,022 |
22,600 |
+179 |
Feb10 |
090818 |
196.21 |
200.70 |
192.90 |
199.97 |
+3.76 |
821 |
15,529 |
+21 |
Mar10 |
090818 |
197.56 |
201.32 |
194.48 |
201.32 |
+3.76 |
546 |
10,900 |
+246 |
Apr10 |
090818 |
195.33 |
202.22 |
195.33 |
202.12 |
+3.81 |
221 |
7,859 |
-12 |
May10 |
090818 |
198.14 |
203.02 |
198.14 |
203.02 |
+3.81 |
235 |
8,797 |
-55 |
Jun10 |
090818 |
199.50 |
204.17 |
197.21 |
204.17 |
+3.81 |
489 |
20,056 |
+68 |
Jul10 |
090818 |
200.73 |
206.02 |
200.73 |
206.02 |
+3.76 |
111 |
4,041 |
-44 |
Aug10 |
090818 |
202.71 |
208.00 |
202.71 |
207.97 |
+3.76 |
45 |
2,096 |
-26 |
Total Volume and Open Interest |
54,562 |
310,600 |
-347 |
Gasoline(NYMEX) |
Sep09 |
090818 |
194.91 |
201.50 |
191.50 |
200.02 |
+4.87 |
36,325 |
60,784 |
-4,852 |
Oct09 |
090818 |
181.61 |
188.50 |
178.43 |
187.08 |
+4.95 |
19,473 |
63,065 |
+2,489 |
Nov09 |
090818 |
180.72 |
187.05 |
177.33 |
186.05 |
+5.12 |
7,939 |
30,674 |
+157 |
Dec09 |
090818 |
180.70 |
187.89 |
178.15 |
186.90 |
+5.19 |
5,374 |
29,090 |
+172 |
Jan10 |
090818 |
181.31 |
189.45 |
181.30 |
188.86 |
+5.31 |
1,173 |
12,365 |
+28 |
Feb10 |
090818 |
183.90 |
191.10 |
183.90 |
191.10 |
+5.30 |
326 |
3,981 |
+103 |
Mar10 |
090818 |
188.10 |
193.70 |
188.10 |
193.35 |
+5.20 |
163 |
5,325 |
-8 |
Apr10 |
090818 |
206.70 |
206.70 |
206.70 |
206.70 |
+5.10 |
323 |
5,028 |
+167 |
May10 |
090818 |
202.10 |
207.90 |
202.10 |
207.90 |
+5.05 |
298 |
3,118 |
+235 |
Jun10 |
090818 |
202.40 |
208.20 |
202.40 |
208.20 |
+5.05 |
167 |
3,448 |
+97 |
Total Volume and Open Interest |
71,606 |
225,441 |
-1,394 |
e-miNY RBOB Gasoline(NYM) |
Sep09 |
090818 |
200.02 |
200.02 |
200.02 |
200.02 |
+4.87 |
0 |
2 |
+0 |
Oct09 |
090818 |
187.08 |
187.08 |
187.08 |
187.08 |
+4.95 |
|
|
|
Nov09 |
090818 |
186.05 |
186.05 |
186.05 |
186.05 |
+5.12 |
|
|
|
Dec09 |
090818 |
186.90 |
186.90 |
186.90 |
186.90 |
+5.19 |
0 |
2 |
+0 |
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep09 |
090818 |
3.196 |
3.239 |
3.088 |
3.096 |
-0.067 |
119,093 |
95,043 |
-6,341 |
Oct09 |
090818 |
3.577 |
3.619 |
3.455 |
3.464 |
-0.091 |
84,752 |
156,244 |
+12,710 |
Nov09 |
090818 |
4.441 |
4.461 |
4.319 |
4.326 |
-0.086 |
19,494 |
78,535 |
+1,195 |
Dec09 |
090818 |
5.223 |
5.234 |
5.096 |
5.106 |
-0.084 |
8,095 |
51,291 |
-11 |
Jan10 |
090818 |
5.516 |
5.516 |
5.385 |
5.395 |
-0.082 |
9,082 |
51,653 |
+708 |
Feb10 |
090818 |
5.507 |
5.507 |
5.431 |
5.441 |
-0.081 |
1,463 |
22,958 |
-25 |
Mar10 |
090818 |
5.510 |
5.510 |
5.406 |
5.411 |
-0.080 |
3,055 |
37,742 |
+272 |
Apr10 |
090818 |
5.431 |
5.431 |
5.358 |
5.368 |
-0.078 |
1,877 |
41,247 |
+115 |
May10 |
090818 |
5.476 |
5.476 |
5.430 |
5.433 |
-0.077 |
386 |
19,869 |
-74 |
Jun10 |
090818 |
5.547 |
5.570 |
5.532 |
5.533 |
-0.075 |
264 |
9,847 |
-29 |
Jul10 |
090818 |
5.710 |
5.710 |
5.655 |
5.655 |
-0.076 |
270 |
9,993 |
+61 |
Aug10 |
090818 |
5.763 |
5.787 |
5.742 |
5.751 |
-0.075 |
130 |
8,158 |
+17 |
Sep10 |
090818 |
5.828 |
5.850 |
5.816 |
5.818 |
-0.073 |
155 |
7,333 |
+32 |
Oct10 |
090818 |
6.006 |
6.006 |
5.938 |
5.938 |
-0.073 |
768 |
19,931 |
+206 |
Nov10 |
090818 |
6.350 |
6.360 |
6.323 |
6.333 |
-0.073 |
340 |
6,255 |
-65 |
Dec10 |
090818 |
6.765 |
6.765 |
6.708 |
6.708 |
-0.073 |
667 |
13,190 |
-303 |
Total Volume and Open Interest |
251,751 |
746,092 |
+8,125 |
Brent Crude Oil(ICE) |
Oct09 |
090818 |
70.61 |
73.20 |
69.46 |
72.37 |
+1.83 |
106,202 |
182,725 |
-6,790 |
Nov09 |
090818 |
71.56 |
73.79 |
70.18 |
73.07 |
+1.76 |
39,116 |
99,573 |
+3,123 |
Dec09 |
090818 |
72.35 |
74.38 |
70.91 |
73.78 |
+1.71 |
31,181 |
109,786 |
+1,789 |
Jan10 |
090818 |
73.05 |
74.68 |
71.72 |
74.46 |
+1.70 |
5,368 |
32,594 |
+476 |
Feb10 |
090818 |
73.77 |
75.31 |
72.36 |
75.09 |
+1.69 |
1,902 |
19,348 |
+482 |
Mar10 |
090818 |
74.39 |
75.93 |
73.00 |
75.71 |
+1.68 |
1,050 |
16,628 |
+109 |
Apr10 |
090818 |
74.94 |
76.29 |
73.72 |
76.29 |
+1.67 |
544 |
7,612 |
+37 |
May10 |
090818 |
75.49 |
76.84 |
74.28 |
76.84 |
+1.66 |
705 |
6,342 |
+3 |
Jun10 |
090818 |
76.00 |
77.80 |
74.73 |
77.36 |
+1.65 |
2,304 |
42,679 |
-145 |
Jul10 |
090818 |
77.80 |
77.80 |
77.80 |
77.80 |
+1.64 |
718 |
9,698 |
-96 |
Aug10 |
090818 |
76.25 |
78.17 |
76.25 |
78.17 |
+1.63 |
378 |
6,300 |
+55 |
Sep10 |
090818 |
78.52 |
78.52 |
78.52 |
78.52 |
+1.61 |
299 |
3,493 |
+16 |
Oct10 |
090818 |
78.84 |
78.84 |
78.84 |
78.84 |
+1.59 |
196 |
3,501 |
-39 |
Nov10 |
090818 |
79.14 |
79.14 |
79.14 |
79.14 |
+1.55 |
107 |
3,568 |
-25 |
Total Volume and Open Interest |
198,398 |
695,607 |
-2,011 |
Gas Oil(ICE) |
Sep09 |
090818 |
581.50 |
597.50 |
570.00 |
582.25 |
+12.75 |
36,427 |
86,061 |
-3,765 |
Oct09 |
090818 |
588.25 |
604.25 |
576.75 |
589.00 |
+12.50 |
22,119 |
72,173 |
+1,592 |
Nov09 |
090818 |
592.00 |
611.00 |
584.00 |
596.00 |
+12.50 |
7,468 |
38,693 |
-248 |
Dec09 |
090818 |
603.00 |
615.25 |
591.50 |
603.75 |
+12.50 |
9,265 |
62,267 |
+243 |
Jan10 |
090818 |
611.50 |
622.50 |
606.00 |
612.25 |
+12.50 |
5,259 |
45,883 |
+1,174 |
Feb10 |
090818 |
619.00 |
630.50 |
607.25 |
619.00 |
+12.25 |
1,722 |
20,756 |
+275 |
Mar10 |
090818 |
624.75 |
632.00 |
612.75 |
625.25 |
+12.50 |
1,215 |
19,834 |
-162 |
Apr10 |
090818 |
632.00 |
638.25 |
618.75 |
631.25 |
+12.25 |
550 |
11,618 |
-91 |
May10 |
090818 |
637.50 |
643.75 |
625.50 |
636.75 |
+12.00 |
867 |
10,561 |
+353 |
Jun10 |
090818 |
641.75 |
649.25 |
631.00 |
642.00 |
+12.00 |
2,735 |
30,502 |
+249 |
Total Volume and Open Interest |
95,943 |
501,886 |
-922 |
Ethanol(CBOT) |
Aug09 |
090805 |
1.637 |
1.637 |
1.635 |
1.635 |
-0.023 |
6 |
72 |
-6 |
Sep09 |
090818 |
1.547 |
1.555 |
1.545 |
1.552 |
+0.010 |
49 |
426 |
+2 |
Oct09 |
090818 |
1.537 |
1.540 |
1.537 |
1.538 |
+0.005 |
2 |
430 |
-2 |
Nov09 |
090818 |
1.522 |
1.533 |
1.520 |
1.531 |
+0.014 |
10 |
298 |
+2 |
Dec09 |
090818 |
1.516 |
1.535 |
1.516 |
1.531 |
+0.011 |
17 |
308 |
-17 |
Jan10 |
090818 |
1.545 |
1.550 |
1.520 |
1.541 |
+0.007 |
2 |
539 |
+1 |
Feb10 |
090818 |
1.531 |
1.555 |
1.530 |
1.536 |
+0.015 |
8 |
437 |
+8 |
Mar10 |
090818 |
1.545 |
1.550 |
1.534 |
1.539 |
+0.015 |
21 |
572 |
+14 |
Total Volume and Open Interest |
164 |
3,975 |
+52 |
WTI Crude Oil(ICE) |
Sep09 |
090818 |
66.86 |
70.29 |
66.11 |
69.19 |
+2.44 |
41,996 |
31,879 |
-5,150 |
Oct09 |
090818 |
68.83 |
72.00 |
67.95 |
71.09 |
+2.28 |
57,508 |
101,419 |
+929 |
Nov09 |
090818 |
70.29 |
72.92 |
69.31 |
72.30 |
+2.06 |
17,211 |
42,674 |
+586 |
Dec09 |
090818 |
71.29 |
73.70 |
70.25 |
73.17 |
+1.95 |
15,241 |
78,451 |
-119 |
Jan10 |
090818 |
72.64 |
74.29 |
71.11 |
73.96 |
+1.89 |
2,176 |
18,765 |
+12 |
Feb10 |
090818 |
73.40 |
75.11 |
71.89 |
74.70 |
+1.86 |
1,290 |
15,663 |
+298 |
Mar10 |
090818 |
74.10 |
75.40 |
72.59 |
75.37 |
+1.85 |
920 |
7,704 |
+54 |
Apr10 |
090818 |
74.68 |
76.00 |
73.74 |
75.97 |
+1.85 |
525 |
4,684 |
+0 |
May10 |
090818 |
75.22 |
76.55 |
74.30 |
76.53 |
+1.85 |
604 |
5,504 |
+214 |
Jun10 |
090818 |
75.72 |
77.44 |
74.82 |
77.03 |
+1.83 |
1,685 |
21,527 |
-130 |
Jul10 |
090818 |
75.21 |
77.46 |
75.21 |
77.46 |
+1.79 |
436 |
25,618 |
-31 |
Aug10 |
090818 |
77.79 |
77.79 |
77.79 |
77.79 |
+1.76 |
513 |
6,653 |
-35 |
Sep10 |
090818 |
78.12 |
78.12 |
78.12 |
78.12 |
+1.75 |
385 |
7,752 |
+140 |
Oct10 |
090818 |
78.45 |
78.45 |
78.45 |
78.45 |
+1.74 |
154 |
4,477 |
+1 |
Nov10 |
090818 |
78.79 |
78.79 |
78.79 |
78.79 |
+1.73 |
159 |
3,402 |
+4 |
Dec10 |
090818 |
77.81 |
79.50 |
76.90 |
79.14 |
+1.71 |
4,859 |
61,520 |
+372 |
Total Volume and Open Interest |
146,928 |
517,150 |
-2,918 |
US Dollar Index(ICE) |
Sep09 |
090818 |
79.315 |
79.460 |
78.980 |
79.035 |
-0.365 |
8,219 |
23,351 |
-1,151 |
Dec09 |
090818 |
79.600 |
79.750 |
79.280 |
79.335 |
-0.355 |
157 |
2,252 |
-1 |
Mar10 |
090818 |
80.000 |
80.000 |
79.625 |
79.625 |
-0.335 |
0 |
2 |
+0 |
Total Volume and Open Interest |
8,376 |
25,605 |
-1,152 |
Australian Dollar(CME) |
Sep09 |
090818 |
81.93 |
82.59 |
81.78 |
82.46 |
+0.41 |
89,565 |
100,965 |
-3,460 |
Dec09 |
090818 |
81.56 |
81.96 |
81.21 |
81.87 |
+0.42 |
270 |
533 |
+15 |
Mar10 |
090818 |
81.20 |
81.20 |
80.78 |
81.20 |
+0.42 |
0 |
15 |
+0 |
Total Volume and Open Interest |
89,835 |
101,514 |
-3,445 |
British Pound(CME) |
Sep09 |
090818 |
163.35 |
165.88 |
163.25 |
165.69 |
+2.31 |
87,969 |
92,696 |
+1,390 |
Dec09 |
090818 |
163.44 |
165.83 |
163.27 |
165.68 |
+2.31 |
107 |
1,796 |
-3 |
Mar10 |
090818 |
165.65 |
165.65 |
163.35 |
165.65 |
+2.30 |
0 |
11 |
+0 |
Total Volume and Open Interest |
88,132 |
94,581 |
+1,443 |
Canadian Dollar(CME) |
Sep09 |
090818 |
90.32 |
90.90 |
90.03 |
90.77 |
+0.30 |
61,117 |
89,240 |
-3,887 |
Dec09 |
090818 |
90.39 |
90.91 |
90.06 |
90.79 |
+0.31 |
142 |
3,603 |
-4 |
Mar10 |
090818 |
90.09 |
90.88 |
90.09 |
90.79 |
+0.31 |
2 |
750 |
+0 |
Jun10 |
090818 |
90.80 |
90.89 |
90.11 |
90.79 |
+0.31 |
0 |
183 |
+0 |
Total Volume and Open Interest |
61,280 |
93,972 |
-3,875 |
Japanese Yen(CME) |
Sep09 |
090818 |
105.84 |
106.03 |
104.96 |
105.69 |
-0.18 |
79,183 |
74,452 |
+1,875 |
Dec09 |
090818 |
105.99 |
106.07 |
105.06 |
105.77 |
-0.18 |
67 |
410 |
+21 |
Mar10 |
090818 |
105.91 |
106.09 |
105.47 |
105.91 |
-0.18 |
1 |
21 |
+0 |
Total Volume and Open Interest |
79,251 |
74,885 |
+1,896 |
Swiss Franc(CME) |
Sep09 |
090818 |
92.69 |
93.11 |
92.59 |
93.02 |
+0.24 |
32,992 |
28,489 |
-3,626 |
Dec09 |
090818 |
92.93 |
93.18 |
92.70 |
93.11 |
+0.24 |
15 |
151 |
+5 |
Mar10 |
090818 |
93.24 |
93.24 |
93.00 |
93.24 |
+0.24 |
0 |
9 |
+0 |
Total Volume and Open Interest |
33,007 |
28,649 |
-3,621 |
EuroFX(CME) |
Sep09 |
090818 |
140.73 |
141.57 |
140.68 |
141.39 |
+0.57 |
186,801 |
120,425 |
-3,734 |
Dec09 |
090818 |
141.05 |
141.53 |
140.68 |
141.39 |
+0.58 |
582 |
2,151 |
-113 |
Mar10 |
090818 |
141.39 |
141.39 |
140.81 |
141.39 |
+0.58 |
0 |
375 |
+0 |
Total Volume and Open Interest |
187,383 |
122,956 |
-3,847 |
Mexican Peso(CME) |
Aug09 |
090817 |
769.0 |
777.8 |
769.0 |
769.0 |
-8.8 |
|
|
|
Sep09 |
090818 |
766.5 |
772.0 |
765.0 |
770.2 |
+1.8 |
14,604 |
83,998 |
+2,086 |
Total Volume and Open Interest |
14,642 |
86,206 |
+2,087 |
Brazilian Real(CME) |
Sep09 |
090818 |
539.00 |
539.00 |
539.00 |
539.00 |
+8.20 |
11 |
2,124 |
-11 |
Oct09 |
090818 |
536.85 |
536.85 |
531.45 |
536.85 |
+5.40 |
|
|
|
Nov09 |
090818 |
533.65 |
533.65 |
528.30 |
533.65 |
+5.35 |
|
|
|
Dec09 |
090818 |
530.35 |
530.35 |
526.50 |
530.35 |
+3.85 |
0 |
69 |
+0 |
Total Volume and Open Interest |
11 |
2,193 |
-11 |
30-Year T-Bonds(CBOT) |
Sep09 |
090818 |
119~280 |
120~020 |
119~060 |
119~090 |
-0~130 |
192,288 |
685,932 |
-8,952 |
Dec09 |
090818 |
118~190 |
118~250 |
117~300 |
118~010 |
-0~120 |
8,669 |
16,663 |
+4,892 |
Mar10 |
090818 |
117~020 |
117~140 |
117~020 |
117~020 |
-0~120 |
0 |
43 |
+0 |
Total Volume and Open Interest |
200,957 |
702,641 |
-4,060 |
10-Year T-Notes(CBOT) |
Sep09 |
090818 |
117~270 |
117~280 |
117~145 |
117~165 |
-0~075 |
589,467 |
1,086,516 |
-25,174 |
Dec09 |
090818 |
116~145 |
116~155 |
116~015 |
116~025 |
-0~090 |
4,706 |
19,142 |
+1,936 |
Mar10 |
090818 |
115~025 |
115~115 |
115~025 |
115~025 |
-0~090 |
|
|
|
Total Volume and Open Interest |
594,173 |
1,105,658 |
-23,238 |
5-Year T-Notes(CBOT) |
Sep09 |
090818 |
116~006 |
116~006 |
115~098 |
115~100 |
-0~025 |
332,225 |
809,638 |
-13,053 |
Dec09 |
090818 |
114~096 |
114~096 |
114~064 |
114~065 |
-0~025 |
12,482 |
37,448 |
+4,905 |
Mar10 |
090818 |
114~065 |
114~090 |
114~065 |
114~065 |
-0~025 |
|
|
|
Total Volume and Open Interest |
344,707 |
847,086 |
-8,148 |
2 Year T-Notes(CBOT) |
Sep09 |
090818 |
108~067 |
108~071 |
108~057 |
108~062 |
-0~006 |
122,837 |
740,178 |
-6,013 |
Dec09 |
090818 |
107~108 |
107~113 |
107~106 |
107~107 |
-0~006 |
8,198 |
28,847 |
+5,500 |
Mar10 |
090818 |
107~107 |
107~113 |
107~107 |
107~107 |
-0~006 |
|
|
|
Total Volume and Open Interest |
131,035 |
769,025 |
-513 |
Eurodollars(CME) |
Sep09 |
090818 |
99.545 |
99.560 |
99.540 |
99.552 |
+0.005 |
134,444 |
975,465 |
+5,753 |
Dec09 |
090818 |
99.380 |
99.395 |
99.355 |
99.385 |
+0.005 |
178,851 |
941,465 |
-3,631 |
Mar10 |
090818 |
99.130 |
99.140 |
99.080 |
99.115 |
-0.015 |
192,673 |
963,616 |
-14,605 |
Jun10 |
090818 |
98.750 |
98.755 |
98.685 |
98.715 |
-0.030 |
157,440 |
667,865 |
-802 |
Sep10 |
090818 |
98.345 |
98.345 |
98.260 |
98.285 |
-0.045 |
165,764 |
616,398 |
+14,487 |
Dec10 |
090818 |
97.945 |
97.945 |
97.850 |
97.865 |
-0.060 |
145,699 |
698,648 |
+10,599 |
Mar11 |
090818 |
97.590 |
97.595 |
97.495 |
97.505 |
-0.075 |
121,433 |
388,209 |
+8,420 |
Jun11 |
090818 |
97.265 |
97.270 |
97.165 |
97.170 |
-0.085 |
94,455 |
376,694 |
+3,981 |
Sep11 |
090818 |
96.985 |
96.990 |
96.880 |
96.880 |
-0.100 |
41,018 |
237,296 |
-634 |
Dec11 |
090818 |
96.730 |
96.730 |
96.610 |
96.615 |
-0.105 |
34,354 |
177,125 |
-1,695 |
Mar12 |
090818 |
96.505 |
96.520 |
96.415 |
96.420 |
-0.110 |
27,606 |
137,836 |
-2,170 |
Jun12 |
090818 |
96.320 |
96.350 |
96.225 |
96.230 |
-0.115 |
18,709 |
123,938 |
-1,131 |
Sep12 |
090818 |
96.155 |
96.185 |
96.065 |
96.065 |
-0.115 |
6,681 |
66,580 |
-78 |
Dec12 |
090818 |
95.985 |
96.020 |
95.900 |
95.900 |
-0.110 |
6,496 |
59,079 |
-404 |
Mar13 |
090818 |
95.875 |
95.895 |
95.795 |
95.795 |
-0.105 |
4,473 |
60,557 |
-202 |
Jun13 |
090818 |
95.775 |
95.780 |
95.680 |
95.680 |
-0.100 |
2,283 |
31,966 |
-1 |
Sep13 |
090818 |
95.665 |
95.670 |
95.570 |
95.570 |
-0.100 |
2,176 |
38,933 |
+91 |
Dec13 |
090818 |
95.540 |
95.545 |
95.445 |
95.445 |
-0.095 |
2,555 |
29,396 |
+241 |
Total Volume and Open Interest |
1,344,999 |
6,718,907 |
-26,917 |
30 Day Federal Funds(CBOT) |
Aug09 |
090818 |
99.835 |
99.838 |
99.835 |
99.838 |
unch |
2,881 |
54,904 |
-797 |
Sep09 |
090818 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
3,548 |
35,586 |
-905 |
Oct09 |
090818 |
99.805 |
99.815 |
99.800 |
99.805 |
unch |
3,054 |
35,212 |
+1,506 |
Nov09 |
090818 |
99.790 |
99.800 |
99.785 |
99.790 |
unch |
3,544 |
49,325 |
+1,408 |
Dec09 |
090818 |
99.775 |
99.790 |
99.775 |
99.785 |
+0.010 |
2,506 |
39,516 |
-398 |
Jan10 |
090818 |
99.745 |
99.765 |
99.740 |
99.760 |
+0.015 |
6,057 |
33,561 |
+2,894 |
Total Volume and Open Interest |
43,573 |
387,605 |
+13,039 |
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 |
090818 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
0 |
6,676 |
+0 |
Dec09 |
090818 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
0 |
730 |
+0 |
Mar10 |
090818 |
99.505 |
99.505 |
99.505 |
99.505 |
unch |
0 |
604 |
+0 |
Jun10 |
090818 |
99.490 |
99.490 |
99.490 |
99.490 |
-0.010 |
|
|
|
Sep10 |
090818 |
99.440 |
99.440 |
99.440 |
99.440 |
+0.015 |
|
|
|
Dec10 |
090818 |
99.395 |
99.395 |
99.395 |
99.395 |
+0.015 |
|
|
|
Mar11 |
090818 |
99.310 |
99.310 |
99.310 |
99.310 |
+0.015 |
|
|
|
Jun11 |
090818 |
99.250 |
99.250 |
99.250 |
99.250 |
+0.015 |
|
|
|
Sep11 |
090818 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Dec11 |
090818 |
99.025 |
99.025 |
99.025 |
99.025 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
8,010 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep09 |
090818 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
136 |
12,239 |
-165 |
Dec09 |
090818 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
3,095 |
+0 |
Mar10 |
090818 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
1 |
3,290 |
+0 |
Jun10 |
090818 |
99.51 |
99.51 |
99.46 |
99.46 |
unch |
0 |
1,602 |
+64 |
Sep10 |
090818 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
2 |
417 |
+0 |
Dec10 |
090818 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
420 |
+0 |
Mar11 |
090818 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
412 |
+0 |
Jun11 |
090818 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
0 |
52 |
+0 |
Total Volume and Open Interest |
139 |
23,050 |
-101 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090818 |
138.69 |
138.89 |
138.54 |
138.69 |
-0.10 |
|
|
|
Dec09 |
090818 |
138.24 |
138.30 |
138.24 |
138.30 |
-0.10 |
2 |
4 |
+1 |
Mar10 |
090818 |
138.07 |
138.07 |
138.07 |
138.07 |
-0.10 |
|
|
|
Total Volume and Open Interest |
2,399 |
13,836 |
+4 |
Euro-Bund(EUREX) |
Sep09 |
090818 |
122.10 |
122.22 |
121.80 |
122.17 |
-0.07 |
542,933 |
905,800 |
-15,654 |
Dec09 |
090818 |
120.67 |
120.80 |
120.42 |
120.78 |
-0.07 |
3,182 |
21,101 |
+751 |
Mar10 |
090818 |
120.28 |
120.40 |
120.28 |
120.40 |
-0.07 |
478 |
11 |
+5 |
Total Volume and Open Interest |
546,593 |
926,912 |
-14,898 |
Euro-Bobl(EUREX) |
Sep09 |
090818 |
115.86 |
115.98 |
115.68 |
115.95 |
-0.02 |
290,632 |
632,036 |
-10,735 |
Dec09 |
090818 |
114.44 |
114.55 |
114.31 |
114.55 |
unch |
562 |
2,066 |
-191 |
Mar10 |
090818 |
114.43 |
114.43 |
114.43 |
114.43 |
-0.02 |
|
|
|
Total Volume and Open Interest |
291,194 |
634,102 |
-10,926 |
3-Mth Euribor(EUREX) |
Sep09 |
090818 |
99.175 |
99.175 |
99.160 |
99.170 |
-0.015 |
905 |
18,015 |
+595 |
Dec09 |
090818 |
99.045 |
99.045 |
99.025 |
99.035 |
-0.025 |
146 |
6,166 |
-2 |
Mar10 |
090818 |
98.835 |
98.835 |
98.810 |
98.830 |
-0.020 |
77 |
2,711 |
-69 |
Total Volume and Open Interest |
1,305 |
34,407 |
+607 |
Long Gilt(LIFFE) |
Sep09 |
090818 |
119~12 |
119~15 |
118~28 |
118~31 |
-0~16 |
60,771 |
244,247 |
+97 |
Dec09 |
090818 |
117~17 |
117~21 |
117~10 |
117~12 |
-0~17 |
12 |
837 |
+4 |
Total Volume and Open Interest |
60,783 |
245,084 |
+101 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090818 |
99.33 |
99.35 |
99.29 |
99.32 |
unch |
35,872 |
287,159 |
-8,811 |
Dec09 |
090818 |
99.14 |
99.16 |
99.08 |
99.10 |
-0.05 |
43,789 |
297,879 |
+260 |
Mar10 |
090818 |
98.76 |
98.79 |
98.68 |
98.72 |
-0.05 |
54,240 |
341,960 |
+7,798 |
Jun10 |
090818 |
98.27 |
98.29 |
98.16 |
98.21 |
-0.06 |
56,233 |
285,173 |
+3,142 |
Sep10 |
090818 |
97.72 |
97.75 |
97.61 |
97.67 |
-0.06 |
60,184 |
253,198 |
+8,953 |
Dec10 |
090818 |
97.21 |
97.24 |
97.09 |
97.15 |
-0.06 |
54,169 |
287,373 |
+7,373 |
Total Volume and Open Interest |
372,173 |
2,252,113 |
+23,623 |
3-Mth Euribor(LIFFE) |
Sep09 |
090818 |
99.175 |
99.185 |
99.160 |
99.170 |
-0.015 |
74,059 |
636,344 |
+9,884 |
Dec09 |
090818 |
99.050 |
99.060 |
99.020 |
99.035 |
-0.025 |
69,334 |
541,436 |
-2,421 |
Mar10 |
090818 |
98.830 |
98.855 |
98.805 |
98.830 |
-0.020 |
69,839 |
429,008 |
-467 |
Total Volume and Open Interest |
552,793 |
3,064,159 |
-33,218 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090818 |
96.60 |
96.66 |
96.60 |
96.64 |
+0.04 |
13,505 |
276,680 |
-15,853 |
Dec09 |
090818 |
96.12 |
96.21 |
96.10 |
96.17 |
+0.05 |
33,569 |
307,336 |
-9,010 |
Mar10 |
090818 |
95.58 |
95.65 |
95.56 |
95.63 |
+0.05 |
14,668 |
164,809 |
+2,413 |
Jun10 |
090818 |
95.12 |
95.19 |
95.10 |
95.17 |
+0.07 |
5,480 |
99,445 |
+920 |
Sep10 |
090818 |
94.78 |
94.84 |
94.76 |
94.81 |
+0.05 |
3,625 |
61,613 |
+1,569 |
Dec10 |
090818 |
94.56 |
94.63 |
94.53 |
94.59 |
+0.05 |
1,611 |
41,961 |
+463 |
Mar11 |
090818 |
94.41 |
94.49 |
94.39 |
94.43 |
+0.05 |
791 |
18,346 |
-56 |
Jun11 |
090818 |
94.34 |
94.34 |
94.28 |
94.30 |
+0.04 |
246 |
15,566 |
-540 |
Sep11 |
090818 |
94.18 |
94.18 |
94.18 |
94.18 |
+0.03 |
0 |
5,480 |
+0 |
Dec11 |
090818 |
94.03 |
94.07 |
94.03 |
94.07 |
+0.02 |
2 |
1,150 |
+2 |
Total Volume and Open Interest |
73,507 |
993,749 |
-20,092 |
10-Year Aus T-Bonds(SFE) |
Sep09 |
090818 |
94.58 |
94.64 |
94.52 |
94.53 |
-0.04 |
25,669 |
390,618 |
+2,130 |
Dec09 |
090818 |
94.53 |
94.53 |
94.53 |
94.53 |
-0.04 |
|
|
|
Total Volume and Open Interest |
25,669 |
390,618 |
+2,130 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090818 |
95.06 |
95.13 |
95.03 |
95.08 |
+0.03 |
99,533 |
807,319 |
+766 |
Dec09 |
090818 |
95.08 |
95.08 |
95.08 |
95.08 |
+0.03 |
|
|
|
Total Volume and Open Interest |
99,533 |
807,319 |
+766 |
Gold(CMX) |
Aug09 |
090818 |
938.6 |
938.6 |
935.5 |
937.7 |
+3.4 |
128 |
666 |
-234 |
Oct09 |
090818 |
934.1 |
940.6 |
934.1 |
938.2 |
+3.4 |
6,834 |
23,263 |
+1,029 |
Dec09 |
090818 |
935.0 |
941.6 |
935.0 |
939.2 |
+3.4 |
93,505 |
251,616 |
-8,983 |
Feb10 |
090818 |
940.0 |
942.4 |
938.2 |
940.5 |
+3.4 |
881 |
19,753 |
-325 |
Apr10 |
090818 |
941.4 |
942.5 |
939.0 |
941.7 |
+3.4 |
311 |
20,008 |
+125 |
Jun10 |
090818 |
941.8 |
944.5 |
940.5 |
943.2 |
+3.6 |
25 |
11,715 |
-11 |
Aug10 |
090818 |
945.7 |
945.7 |
944.8 |
944.8 |
+3.7 |
22 |
7,453 |
+15 |
Oct10 |
090818 |
946.8 |
946.8 |
946.8 |
946.8 |
+3.7 |
0 |
3,550 |
+0 |
Dec10 |
090818 |
946.7 |
949.8 |
946.5 |
949.3 |
+3.7 |
254 |
10,190 |
+174 |
Feb11 |
090818 |
952.2 |
952.2 |
952.2 |
952.2 |
+3.8 |
0 |
1,012 |
+0 |
Apr11 |
090818 |
955.4 |
955.4 |
955.4 |
955.4 |
+3.9 |
0 |
97 |
+0 |
Jun11 |
090818 |
959.0 |
959.0 |
959.0 |
959.0 |
+4.1 |
151 |
7,922 |
+50 |
Total Volume and Open Interest |
102,816 |
377,758 |
-8,204 |
Silver(CMX) |
Sep09 |
090818 |
1399.0 |
1420.0 |
1383.0 |
1396.0 |
-1.5 |
38,980 |
38,937 |
-5,621 |
Dec09 |
090818 |
1403.5 |
1422.5 |
1386.0 |
1399.5 |
-1.5 |
13,851 |
42,784 |
+857 |
Mar10 |
090818 |
1395.5 |
1402.6 |
1395.5 |
1402.6 |
-1.4 |
97 |
6,452 |
-5 |
May10 |
090818 |
1404.6 |
1404.6 |
1404.6 |
1404.6 |
-1.4 |
22 |
2,210 |
-10 |
Jul10 |
090818 |
1406.6 |
1406.6 |
1406.6 |
1406.6 |
-1.4 |
18 |
2,858 |
+17 |
Sep10 |
090818 |
1408.6 |
1408.6 |
1408.6 |
1408.6 |
-1.4 |
21 |
1,523 |
+6 |
Dec10 |
090818 |
1410.0 |
1419.5 |
1407.5 |
1413.2 |
-1.4 |
60 |
3,405 |
+4 |
Total Volume and Open Interest |
53,127 |
104,411 |
-4,718 |
Platinum(NYMEX) |
Oct09 |
090818 |
1225.9 |
1243.1 |
1220.0 |
1232.1 |
+9.5 |
2,132 |
23,145 |
-419 |
Jan10 |
090818 |
1237.3 |
1239.7 |
1237.3 |
1237.9 |
+9.5 |
101 |
1,387 |
+52 |
Apr10 |
090818 |
1245.0 |
1245.0 |
1245.0 |
1245.0 |
+9.5 |
0 |
96 |
+0 |
Total Volume and Open Interest |
2,233 |
24,628 |
-367 |
Palladium(NYMEX) |
Sep09 |
090818 |
267.00 |
274.45 |
265.80 |
272.35 |
+4.95 |
2,145 |
11,573 |
-760 |
Dec09 |
090818 |
268.20 |
274.20 |
267.00 |
273.65 |
+4.95 |
1,034 |
9,060 |
+632 |
Mar10 |
090818 |
274.95 |
274.95 |
274.95 |
274.95 |
+4.95 |
1 |
109 |
+1 |
Total Volume and Open Interest |
3,180 |
20,742 |
-127 |
Copper(CMX) |
Sep09 |
090818 |
275.75 |
281.50 |
272.10 |
276.15 |
-0.90 |
23,218 |
34,559 |
-3,000 |
Dec09 |
090818 |
277.15 |
282.60 |
273.40 |
277.45 |
-1.10 |
8,831 |
66,606 |
+2,145 |
Mar10 |
090818 |
276.75 |
282.50 |
273.60 |
277.20 |
-1.60 |
317 |
6,425 |
+202 |
May10 |
090818 |
277.00 |
277.40 |
276.80 |
276.80 |
-1.80 |
78 |
1,252 |
+35 |
Jul10 |
090818 |
279.80 |
279.80 |
272.65 |
275.90 |
-2.20 |
57 |
1,231 |
+24 |
Total Volume and Open Interest |
33,264 |
118,798 |
-593 |
DJIA Index(CBOT) |
Sep09 |
090818 |
9119 |
9210 |
9111 |
9207 |
+87 |
465 |
11,253 |
-1 |
Dec09 |
090818 |
9147 |
9147 |
9058 |
9147 |
+89 |
2 |
669 |
+0 |
Mar10 |
090818 |
9095 |
9095 |
9008 |
9095 |
+87 |
0 |
2 |
+0 |
Jun10 |
090818 |
9047 |
9047 |
8960 |
9047 |
+87 |
|
|
|
Total Volume and Open Interest |
467 |
11,924 |
-1 |
E-mini DJIA Index(CBOT) |
Sep09 |
090818 |
9118 |
9213 |
9106 |
9207 |
+87 |
146,224 |
68,602 |
+52 |
Dec09 |
090818 |
9073 |
9148 |
9060 |
9147 |
+89 |
204 |
540 |
+9 |
Mar10 |
090818 |
9065 |
9095 |
9065 |
9095 |
+87 |
0 |
31 |
+0 |
Jun10 |
090818 |
9047 |
9047 |
9047 |
9047 |
+87 |
|
|
|
Total Volume and Open Interest |
146,428 |
69,173 |
+61 |
S & P 500(CME) |
Sep09 |
090818 |
978.00 |
990.00 |
976.60 |
989.60 |
+11.30 |
21,069 |
376,950 |
-1,288 |
Dec09 |
090818 |
976.70 |
985.20 |
975.20 |
985.00 |
+11.30 |
77 |
11,433 |
+23 |
Mar10 |
090818 |
980.90 |
981.10 |
971.60 |
980.90 |
+11.30 |
50 |
4,168 |
-20 |
Jun10 |
090818 |
977.90 |
978.10 |
968.60 |
977.90 |
+11.30 |
0 |
179 |
+0 |
Total Volume and Open Interest |
21,196 |
392,735 |
-1,285 |
S & P 500 E-Mini(Globex) |
Sep09 |
090818 |
978.25 |
990.00 |
976.25 |
989.50 |
+11.25 |
2,201,445 |
2,568,025 |
+1,822 |
Dec09 |
090818 |
973.25 |
985.25 |
972.00 |
985.00 |
+11.25 |
3,187 |
40,816 |
+939 |
Total Volume and Open Interest |
2,204,633 |
2,608,891 |
+2,762 |
NASDAQ 100(CME) |
Sep09 |
090818 |
1564.80 |
1589.00 |
1562.80 |
1587.00 |
+20.70 |
2,983 |
20,235 |
-978 |
Dec09 |
090818 |
1571.00 |
1584.80 |
1571.00 |
1584.80 |
+20.80 |
0 |
13 |
+0 |
Mar10 |
090818 |
1583.80 |
1583.80 |
1583.00 |
1583.80 |
+20.80 |
|
|
|
Total Volume and Open Interest |
2,983 |
20,248 |
-978 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090818 |
1566.50 |
1588.30 |
1563.80 |
1587.00 |
+20.70 |
366,441 |
329,337 |
-10,204 |
Dec09 |
090818 |
1565.80 |
1585.50 |
1564.30 |
1584.80 |
+20.80 |
215 |
3,431 |
+51 |
Total Volume and Open Interest |
366,656 |
332,780 |
-10,153 |
S & P Midcap 400(CME) |
Sep09 |
090818 |
631.00 |
636.00 |
627.50 |
635.80 |
+8.00 |
9 |
3,031 |
+5 |
Dec09 |
090818 |
633.80 |
633.80 |
633.80 |
633.80 |
+8.00 |
|
|
|
Mar10 |
090818 |
631.80 |
631.80 |
631.80 |
631.80 |
+8.00 |
|
|
|
Total Volume and Open Interest |
9 |
3,031 |
+5 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090818 |
10105 |
10365 |
10105 |
10320 |
+160 |
12,924 |
35,494 |
-789 |
Dec09 |
090818 |
10320 |
10320 |
10310 |
10320 |
+160 |
0 |
2 |
+0 |
Total Volume and Open Interest |
12,924 |
35,496 |
-789 |
Nikkei 225(SGX) |
Sep09 |
090818 |
10235 |
10325 |
10140 |
10285 |
+25 |
115,820 |
213,358 |
+2,660 |
Dec09 |
090818 |
10120 |
10280 |
10120 |
10250 |
+30 |
154 |
1,588 |
+17 |
Mar10 |
090818 |
10265 |
10265 |
10265 |
10265 |
+25 |
2 |
83 |
+0 |
Total Volume and Open Interest |
115,996 |
216,208 |
+2,677 |
CAC 40(EURONEXT) |
Aug09 |
090818 |
3438.0 |
3459.0 |
3418.0 |
3450.5 |
+33.0 |
184,751 |
430,135 |
-6,031 |
Sep09 |
090818 |
3427.0 |
3452.0 |
3412.0 |
3445.0 |
+33.5 |
51,340 |
126,173 |
+42,531 |
Oct09 |
090818 |
3436.5 |
3444.5 |
3420.0 |
3444.5 |
+33.0 |
4 |
154 |
+4 |
Total Volume and Open Interest |
236,157 |
559,050 |
+36,553 |
Hang Seng Index(HKFE) |
Aug09 |
090818 |
20214 |
20391 |
19889 |
20220 |
+153 |
95,336 |
83,604 |
+1,259 |
Sep09 |
090818 |
20100 |
20295 |
19805 |
20119 |
+139 |
1,706 |
4,779 |
+499 |
Total Volume and Open Interest |
97,113 |
90,245 |
+1,791 |
DAX(EUREX) |
Sep09 |
090818 |
5235.0 |
5262.0 |
5198.0 |
5233.0 |
+21.5 |
155,964 |
150,256 |
-1,663 |
Dec09 |
090818 |
5230.0 |
5254.5 |
5210.0 |
5235.5 |
+22.0 |
1,568 |
18,968 |
-465 |
Mar10 |
090818 |
5235.5 |
5260.5 |
5217.0 |
5241.5 |
+22.0 |
133 |
1,535 |
-7 |
Total Volume and Open Interest |
157,665 |
170,759 |
-2,135 |
FT-SE 100(EURONEXT) |
Sep09 |
090818 |
4661.50 |
4691.00 |
4633.50 |
4657.50 |
+22.00 |
117,881 |
619,629 |
+482 |
Dec09 |
090818 |
4636.50 |
4646.00 |
4608.50 |
4626.00 |
+22.00 |
1,202 |
5,181 |
+990 |
Mar10 |
090818 |
4594.00 |
4602.50 |
4575.00 |
4588.50 |
+23.00 |
7 |
1,179 |
+2 |
Total Volume and Open Interest |
119,090 |
626,479 |
+1,474 |
SPI 200(SFE) |
Sep09 |
090818 |
4360.0 |
4369.0 |
4310.0 |
4355.0 |
-7.0 |
36,860 |
234,591 |
-2,127 |
Dec09 |
090818 |
4369.0 |
4369.0 |
4331.0 |
4366.0 |
-6.0 |
152 |
3,996 |
+112 |
Mar10 |
090818 |
4347.0 |
4348.0 |
4347.0 |
4348.0 |
-6.0 |
2 |
4,373 |
-1 |
Total Volume and Open Interest |
37,024 |
244,176 |
-2,011 |
GSCI(CME) |
Sep09 |
090818 |
451.00 |
465.00 |
448.00 |
461.00 |
+11.00 |
559 |
17,296 |
+115 |
Oct09 |
090818 |
469.50 |
471.00 |
458.00 |
469.50 |
+9.00 |
|
|
|
Nov09 |
090818 |
477.00 |
477.00 |
465.50 |
477.00 |
+9.00 |
|
|
|
Total Volume and Open Interest |
559 |
17,296 |
|
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. |
|
|