|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 19, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep09 |
090819 |
998.00 |
1005.00 |
979.75 |
997.00 |
+1.50 |
7,889 |
22,762 |
-1,177 |
Nov09 |
090819 |
962.00 |
967.50 |
940.50 |
958.00 |
-1.00 |
75,871 |
249,195 |
-2,040 |
Jan10 |
090819 |
968.00 |
972.75 |
946.25 |
963.00 |
-1.50 |
9,568 |
51,227 |
+603 |
Mar10 |
090819 |
969.00 |
974.75 |
950.75 |
964.75 |
-2.25 |
4,520 |
24,118 |
+752 |
May10 |
090819 |
967.00 |
973.50 |
948.25 |
963.25 |
-3.75 |
3,176 |
17,489 |
+177 |
Jul10 |
090819 |
971.50 |
975.50 |
953.00 |
967.00 |
-3.75 |
5,895 |
19,688 |
-751 |
Aug10 |
090819 |
961.00 |
964.25 |
961.00 |
961.00 |
-3.25 |
0 |
133 |
+0 |
Sep10 |
090819 |
943.00 |
943.00 |
941.25 |
943.00 |
+1.75 |
0 |
47 |
+0 |
Nov10 |
090819 |
934.25 |
939.00 |
912.00 |
935.00 |
+3.25 |
2,334 |
21,011 |
+328 |
Jan11 |
090819 |
940.00 |
940.00 |
936.75 |
940.00 |
+3.25 |
2 |
52 |
+2 |
Mar11 |
090819 |
942.50 |
942.50 |
938.75 |
942.00 |
+3.25 |
1 |
36 |
+0 |
May11 |
090819 |
942.00 |
942.00 |
938.75 |
942.00 |
+3.25 |
0 |
2 |
+0 |
Jul11 |
090819 |
943.00 |
943.00 |
939.75 |
943.00 |
+3.25 |
0 |
13 |
+0 |
Aug11 |
090819 |
942.00 |
942.00 |
938.75 |
942.00 |
+3.25 |
|
|
|
Total Volume and Open Interest |
109,263 |
406,238 |
-2,102 |
Soybean Meal(CBOT) |
Sep09 |
090819 |
314.40 |
317.00 |
308.80 |
316.30 |
+2.60 |
11,218 |
32,403 |
-1,669 |
Oct09 |
090819 |
287.50 |
288.50 |
282.60 |
287.60 |
unch |
5,581 |
26,401 |
-489 |
Dec09 |
090819 |
284.70 |
285.40 |
278.20 |
283.30 |
-0.90 |
23,396 |
71,606 |
-578 |
Jan10 |
090819 |
284.40 |
284.40 |
278.00 |
282.40 |
-1.30 |
2,049 |
9,012 |
+293 |
Mar10 |
090819 |
283.50 |
283.50 |
278.00 |
281.40 |
-1.80 |
2,228 |
7,786 |
+375 |
May10 |
090819 |
278.00 |
280.50 |
276.30 |
280.10 |
-1.60 |
2,042 |
9,625 |
+398 |
Jul10 |
090819 |
277.60 |
281.40 |
277.50 |
281.40 |
-1.30 |
1,111 |
4,022 |
+192 |
Aug10 |
090819 |
278.20 |
281.20 |
278.00 |
281.20 |
-0.50 |
68 |
994 |
+30 |
Sep10 |
090819 |
274.30 |
278.20 |
274.30 |
278.20 |
+1.50 |
18 |
752 |
+3 |
Oct10 |
090819 |
269.00 |
270.00 |
267.40 |
270.00 |
+2.30 |
13 |
661 |
+6 |
Total Volume and Open Interest |
48,212 |
165,250 |
-1,259 |
Soybean Oil(CBOT) |
Sep09 |
090819 |
36.10 |
36.55 |
35.53 |
36.11 |
+0.17 |
10,711 |
39,864 |
-745 |
Oct09 |
090819 |
36.29 |
36.61 |
35.72 |
36.31 |
+0.17 |
5,710 |
28,991 |
+284 |
Dec09 |
090819 |
36.65 |
37.16 |
36.13 |
36.70 |
+0.15 |
25,616 |
112,896 |
-1,657 |
Jan10 |
090819 |
37.37 |
37.44 |
35.76 |
37.06 |
+0.15 |
2,490 |
20,038 |
+87 |
Mar10 |
090819 |
36.76 |
37.30 |
36.74 |
37.27 |
+0.15 |
2,195 |
9,437 |
+726 |
May10 |
090819 |
37.66 |
37.70 |
36.84 |
37.39 |
+0.15 |
1,037 |
7,872 |
-222 |
Jul10 |
090819 |
36.94 |
37.56 |
36.94 |
37.53 |
+0.15 |
84 |
5,578 |
-31 |
Aug10 |
090819 |
37.60 |
37.60 |
37.45 |
37.60 |
+0.15 |
0 |
606 |
+0 |
Sep10 |
090819 |
37.65 |
37.65 |
37.50 |
37.65 |
+0.15 |
15 |
351 |
+0 |
Oct10 |
090819 |
37.70 |
37.70 |
37.55 |
37.70 |
+0.15 |
50 |
358 |
+0 |
Total Volume and Open Interest |
48,301 |
233,558 |
-1,477 |
Canola(WCE) |
Nov09 |
090819 |
423.5 |
429.8 |
419.0 |
422.4 |
+1.3 |
6,063 |
90,705 |
-278 |
Jan10 |
090819 |
423.0 |
429.3 |
423.0 |
426.6 |
+0.9 |
641 |
13,888 |
+64 |
Mar10 |
090819 |
429.6 |
429.6 |
429.6 |
429.6 |
+0.9 |
2 |
1,925 |
+0 |
May10 |
090819 |
429.3 |
433.0 |
429.3 |
433.0 |
+0.9 |
2 |
561 |
+0 |
Jul10 |
090819 |
437.5 |
437.5 |
437.5 |
437.5 |
+0.9 |
0 |
677 |
+0 |
Total Volume and Open Interest |
6,708 |
107,832 |
-214 |
Corn(CBOT) |
Sep09 |
090819 |
315.25 |
321.75 |
310.25 |
320.00 |
+5.50 |
46,943 |
112,346 |
-5,405 |
Dec09 |
090819 |
323.50 |
329.00 |
317.50 |
327.50 |
+5.00 |
77,792 |
491,390 |
+3,676 |
Mar10 |
090819 |
337.75 |
342.75 |
331.50 |
341.25 |
+5.00 |
13,495 |
102,490 |
+3,200 |
May10 |
090819 |
347.00 |
351.75 |
341.50 |
350.50 |
+4.75 |
1,770 |
23,842 |
+590 |
Jul10 |
090819 |
354.50 |
365.00 |
349.50 |
359.00 |
+4.50 |
2,872 |
57,299 |
+204 |
Sep10 |
090819 |
364.50 |
367.25 |
360.50 |
367.25 |
+4.25 |
220 |
8,882 |
+58 |
Dec10 |
090819 |
373.00 |
379.00 |
367.50 |
377.25 |
+4.75 |
2,522 |
58,220 |
+370 |
Mar11 |
090819 |
390.00 |
390.00 |
382.00 |
389.25 |
+4.50 |
29 |
1,389 |
+20 |
May11 |
090819 |
396.25 |
396.25 |
391.75 |
396.25 |
+4.50 |
2 |
23 |
+0 |
Jul11 |
090819 |
399.00 |
401.75 |
394.75 |
401.75 |
+5.00 |
86 |
897 |
+1 |
Total Volume and Open Interest |
145,903 |
862,712 |
+2,798 |
Wheat(CBOT) |
Sep09 |
090819 |
472.50 |
480.75 |
457.75 |
466.00 |
-4.50 |
20,916 |
58,263 |
-2,213 |
Dec09 |
090819 |
501.00 |
508.00 |
485.50 |
493.50 |
-4.75 |
32,544 |
183,797 |
+2,558 |
Mar10 |
090819 |
519.75 |
527.25 |
502.25 |
512.75 |
-4.50 |
5,293 |
30,003 |
+384 |
May10 |
090819 |
531.50 |
538.50 |
518.00 |
524.75 |
-4.75 |
620 |
3,860 |
+347 |
Jul10 |
090819 |
538.75 |
549.75 |
528.50 |
536.25 |
-4.00 |
1,204 |
43,451 |
+399 |
Sep10 |
090819 |
557.25 |
561.25 |
543.50 |
551.00 |
-2.00 |
35 |
597 |
+4 |
Total Volume and Open Interest |
61,307 |
327,114 |
+1,767 |
Wheat(KCBT) |
Sep09 |
090819 |
498.00 |
507.75 |
487.50 |
497.25 |
-1.25 |
3,684 |
17,883 |
-900 |
Dec09 |
090819 |
515.00 |
524.00 |
503.50 |
513.50 |
-1.00 |
4,185 |
56,931 |
+834 |
Mar10 |
090819 |
530.75 |
540.25 |
520.00 |
530.00 |
-0.50 |
693 |
10,677 |
+198 |
May10 |
090819 |
539.50 |
550.50 |
531.75 |
541.25 |
+0.25 |
302 |
1,834 |
+80 |
Jul10 |
090819 |
552.00 |
562.00 |
542.00 |
552.00 |
unch |
373 |
11,505 |
-36 |
Sep10 |
090819 |
564.75 |
572.00 |
553.75 |
563.25 |
unch |
28 |
665 |
+5 |
Total Volume and Open Interest |
9,597 |
102,530 |
+156 |
Wheat(MGE) |
Sep09 |
090819 |
540.00 |
548.25 |
528.00 |
538.50 |
-2.00 |
924 |
5,836 |
-206 |
Dec09 |
090819 |
552.75 |
560.00 |
539.75 |
550.50 |
-2.75 |
1,576 |
17,305 |
+259 |
Mar10 |
090819 |
568.25 |
576.00 |
558.00 |
568.25 |
-1.25 |
302 |
6,552 |
+139 |
May10 |
090819 |
579.75 |
585.75 |
568.50 |
577.00 |
-2.00 |
48 |
1,948 |
-12 |
Jul10 |
090819 |
587.50 |
595.00 |
578.25 |
588.50 |
-1.00 |
101 |
5,722 |
-18 |
Total Volume and Open Interest |
3,029 |
38,816 |
+184 |
Oats(CBOT) |
Sep09 |
090819 |
203.00 |
204.50 |
198.75 |
203.25 |
unch |
96 |
1,576 |
-38 |
Dec09 |
090819 |
218.00 |
218.75 |
212.50 |
217.00 |
unch |
360 |
10,214 |
+19 |
Mar10 |
090819 |
230.00 |
230.75 |
229.50 |
230.00 |
unch |
40 |
1,801 |
-15 |
May10 |
090819 |
238.00 |
238.00 |
238.00 |
238.00 |
unch |
0 |
89 |
+0 |
Total Volume and Open Interest |
496 |
13,683 |
-34 |
Rough Rice(CBOT) |
Sep09 |
090819 |
13.30 |
13.30 |
13.15 |
13.19 |
-0.11 |
169 |
2,848 |
-98 |
Nov09 |
090819 |
13.51 |
13.56 |
13.40 |
13.44 |
-0.12 |
444 |
6,245 |
+109 |
Jan10 |
090819 |
13.70 |
13.77 |
13.63 |
13.64 |
-0.13 |
46 |
732 |
+13 |
Mar10 |
090819 |
13.87 |
14.01 |
13.87 |
13.87 |
-0.14 |
1 |
965 |
+1 |
Total Volume and Open Interest |
660 |
11,163 |
+25 |
Live Cattle(CME) |
Aug09 |
090819 |
85.000 |
85.180 |
84.430 |
84.830 |
-0.120 |
1,825 |
7,753 |
-517 |
Oct09 |
090819 |
88.830 |
89.300 |
88.450 |
88.680 |
-0.170 |
16,275 |
109,964 |
+241 |
Dec09 |
090819 |
88.450 |
88.900 |
88.080 |
88.330 |
-0.220 |
5,926 |
63,223 |
+1,536 |
Feb10 |
090819 |
88.550 |
88.800 |
88.100 |
88.180 |
-0.400 |
2,162 |
25,384 |
+606 |
Apr10 |
090819 |
90.080 |
90.600 |
89.900 |
90.250 |
-0.150 |
2,401 |
15,817 |
+1,051 |
Jun10 |
090819 |
86.900 |
87.400 |
86.730 |
87.000 |
-0.350 |
397 |
7,118 |
+82 |
Total Volume and Open Interest |
29,124 |
231,479 |
+3,083 |
Feeder Cattle(CME) |
Aug09 |
090819 |
101.300 |
101.300 |
101.000 |
101.050 |
-0.100 |
707 |
2,697 |
-244 |
Sep09 |
090819 |
101.250 |
101.600 |
100.850 |
101.150 |
-0.100 |
700 |
5,401 |
+169 |
Oct09 |
090819 |
101.300 |
101.400 |
100.800 |
101.200 |
-0.030 |
1,506 |
9,969 |
+527 |
Nov09 |
090819 |
101.580 |
101.800 |
101.150 |
101.400 |
-0.250 |
598 |
3,283 |
+167 |
Jan10 |
090819 |
101.785 |
101.980 |
101.400 |
101.850 |
-0.050 |
171 |
1,214 |
+81 |
Mar10 |
090819 |
101.400 |
101.700 |
101.400 |
101.700 |
-0.100 |
84 |
627 |
+62 |
Apr10 |
090819 |
101.500 |
102.000 |
101.500 |
101.980 |
+0.080 |
20 |
76 |
+14 |
Total Volume and Open Interest |
3,808 |
23,478 |
+794 |
Lean Hogs(CME) |
Oct09 |
090819 |
44.050 |
46.050 |
43.550 |
45.750 |
+1.215 |
14,619 |
55,684 |
-105 |
Dec09 |
090819 |
44.330 |
44.880 |
43.300 |
44.630 |
+0.180 |
8,541 |
39,765 |
+2,037 |
Feb10 |
090819 |
51.580 |
52.180 |
50.130 |
51.350 |
-0.500 |
3,202 |
21,253 |
+588 |
Apr10 |
090819 |
56.500 |
56.650 |
54.680 |
55.735 |
-1.165 |
1,168 |
7,181 |
+297 |
May10 |
090819 |
62.400 |
62.400 |
60.535 |
62.100 |
-1.100 |
123 |
689 |
+81 |
Jun10 |
090819 |
66.650 |
66.650 |
64.550 |
66.100 |
-1.125 |
629 |
4,350 |
+242 |
Jul10 |
090819 |
65.350 |
65.430 |
63.750 |
64.900 |
-1.500 |
104 |
850 |
+48 |
Aug10 |
090819 |
65.000 |
65.000 |
63.400 |
64.400 |
-1.550 |
32 |
507 |
+12 |
Total Volume and Open Interest |
28,420 |
130,376 |
+3,200 |
Class III Milk(CME) |
Aug09 |
090819 |
11.22 |
11.22 |
11.20 |
11.21 |
+0.01 |
11 |
4,024 |
+14 |
Sep09 |
090819 |
12.54 |
12.85 |
12.54 |
12.81 |
+0.23 |
75 |
4,114 |
+1 |
Oct09 |
090819 |
12.80 |
13.08 |
12.80 |
13.05 |
+0.14 |
119 |
3,743 |
+3 |
Nov09 |
090819 |
12.80 |
13.03 |
12.78 |
13.00 |
+0.15 |
97 |
3,605 |
+2 |
Dec09 |
090819 |
12.97 |
13.30 |
12.97 |
13.25 |
+0.15 |
109 |
3,324 |
-25 |
Total Volume and Open Interest |
797 |
25,418 |
+34 |
Cocoa(ICE) |
Sep09 |
090819 |
2718 |
2954 |
2695 |
2868 |
+124 |
180 |
483 |
-237 |
Dec09 |
090819 |
2733 |
2955 |
2699 |
2878 |
+132 |
6,405 |
59,789 |
-1,187 |
Mar10 |
090819 |
2731 |
2952 |
2731 |
2902 |
+130 |
1,189 |
28,780 |
+462 |
May10 |
090819 |
2750 |
2942 |
2750 |
2917 |
+129 |
432 |
6,999 |
+140 |
Jul10 |
090819 |
2950 |
2950 |
2926 |
2926 |
+129 |
60 |
3,487 |
+18 |
Sep10 |
090819 |
2831 |
2978 |
2831 |
2929 |
+129 |
1 |
2,778 |
+43 |
Dec10 |
090819 |
2835 |
2939 |
2835 |
2939 |
+129 |
1 |
1,806 |
+0 |
Total Volume and Open Interest |
8,268 |
109,765 |
-761 |
Coffee "C"(ICE) |
Sep09 |
090819 |
124.75 |
125.50 |
123.40 |
125.35 |
+0.60 |
6,845 |
10,627 |
-1,797 |
Dec09 |
090819 |
128.00 |
128.90 |
126.70 |
128.70 |
+0.45 |
11,415 |
64,433 |
+2,622 |
Mar10 |
090819 |
131.10 |
131.80 |
129.70 |
131.65 |
+0.45 |
897 |
15,631 |
-210 |
May10 |
090819 |
132.00 |
133.65 |
132.00 |
133.60 |
+0.40 |
420 |
6,447 |
+93 |
Jul10 |
090819 |
135.25 |
135.55 |
135.20 |
135.55 |
+0.45 |
36 |
1,778 |
+7 |
Sep10 |
090819 |
137.10 |
137.45 |
137.10 |
137.45 |
+0.45 |
25 |
1,936 |
+24 |
Total Volume and Open Interest |
19,641 |
102,590 |
+739 |
Orange Juice(ICE) |
Sep09 |
090819 |
95.00 |
95.70 |
94.20 |
95.35 |
-0.05 |
1,254 |
6,263 |
-875 |
Nov09 |
090819 |
98.10 |
98.95 |
97.50 |
98.60 |
unch |
1,103 |
21,528 |
+388 |
Jan10 |
090819 |
101.00 |
101.80 |
100.70 |
101.80 |
unch |
22 |
1,492 |
+2 |
Mar10 |
090819 |
104.00 |
105.05 |
104.00 |
105.05 |
+0.05 |
7 |
2,423 |
+3 |
May10 |
090819 |
107.45 |
107.75 |
107.45 |
107.75 |
+0.25 |
14 |
224 |
+11 |
Jul10 |
090819 |
109.35 |
109.35 |
109.35 |
109.35 |
+0.25 |
0 |
58 |
+0 |
Total Volume and Open Interest |
2,400 |
32,169 |
-471 |
Sugar #11(ICE) |
Oct09 |
090819 |
21.58 |
22.75 |
21.55 |
22.67 |
+0.89 |
42,555 |
299,993 |
-4,728 |
Mar10 |
090819 |
23.02 |
24.15 |
22.92 |
24.08 |
+0.87 |
24,441 |
223,121 |
+1,590 |
May10 |
090819 |
22.01 |
22.84 |
21.90 |
22.79 |
+0.70 |
5,673 |
45,275 |
+214 |
Jul10 |
090819 |
20.70 |
21.41 |
20.62 |
21.41 |
+0.54 |
4,907 |
105,135 |
-507 |
Oct10 |
090819 |
20.68 |
21.00 |
20.38 |
21.00 |
+0.52 |
2,661 |
73,637 |
+752 |
Total Volume and Open Interest |
82,884 |
838,179 |
-2,255 |
London Cocoa(LCE) |
Sep09 |
090819 |
1713 |
1820 |
1712 |
1811 |
+89 |
2,061 |
39,596 |
-933 |
Dec09 |
090819 |
1741 |
1848 |
1736 |
1832 |
+82 |
4,972 |
44,558 |
-119 |
Mar10 |
090819 |
1742 |
1847 |
1742 |
1837 |
+82 |
1,255 |
31,177 |
-113 |
May10 |
090819 |
1745 |
1838 |
1745 |
1838 |
+83 |
496 |
22,482 |
+431 |
Jul10 |
090819 |
1739 |
1837 |
1739 |
1830 |
+80 |
31 |
7,535 |
-27 |
Sep10 |
090819 |
1737 |
1834 |
1737 |
1829 |
+81 |
39 |
3,206 |
+0 |
Dec10 |
090819 |
1735 |
1826 |
1735 |
1826 |
+81 |
0 |
716 |
+0 |
Total Volume and Open Interest |
12,822 |
169,622 |
+0 |
London Sugar(LCE) |
Oct09 |
090819 |
543.00 |
559.50 |
541.20 |
557.20 |
+9.90 |
2,583 |
38,082 |
-1,545 |
Dec09 |
090819 |
564.90 |
582.40 |
564.40 |
579.80 |
+10.50 |
870 |
13,444 |
+683 |
Mar10 |
090819 |
585.40 |
602.20 |
585.40 |
598.50 |
+9.70 |
499 |
16,160 |
+57 |
May10 |
090819 |
575.50 |
588.00 |
575.50 |
586.40 |
+10.40 |
124 |
6,059 |
+55 |
Aug10 |
090819 |
553.80 |
565.50 |
553.80 |
564.00 |
+7.00 |
5 |
5,938 |
+1 |
Total Volume and Open Interest |
4,101 |
82,769 |
-745 |
Cotton(ICE) |
Oct09 |
090819 |
56.91 |
57.42 |
56.69 |
56.86 |
+0.15 |
141 |
1,811 |
-4 |
Dec09 |
090819 |
59.08 |
59.70 |
58.76 |
59.03 |
+0.14 |
9,106 |
97,523 |
-1,839 |
Mar10 |
090819 |
61.50 |
61.94 |
61.23 |
61.44 |
+0.14 |
766 |
20,350 |
+101 |
May10 |
090819 |
62.90 |
63.27 |
62.81 |
62.81 |
+0.13 |
150 |
1,545 |
+108 |
Jul10 |
090819 |
64.08 |
64.08 |
64.01 |
64.01 |
+0.16 |
53 |
3,541 |
+7 |
Oct10 |
090819 |
65.38 |
65.38 |
65.38 |
65.38 |
+0.03 |
0 |
15 |
+0 |
Total Volume and Open Interest |
10,340 |
127,307 |
-1,592 |
Lumber(CME) |
Sep09 |
090819 |
182.2 |
182.2 |
177.7 |
179.3 |
-2.1 |
396 |
2,935 |
-126 |
Nov09 |
090819 |
176.6 |
178.5 |
174.2 |
174.6 |
-2.1 |
258 |
4,460 |
-175 |
Jan10 |
090819 |
195.1 |
197.0 |
192.9 |
195.8 |
-0.2 |
50 |
1,369 |
-104 |
Mar10 |
090819 |
211.9 |
211.9 |
208.0 |
211.9 |
unch |
11 |
79 |
+3 |
Total Volume and Open Interest |
717 |
8,855 |
-402 |
Crude Oil(NYM) |
Sep09 |
090819 |
70.25 |
72.80 |
68.05 |
72.42 |
+3.23 |
182,990 |
50,824 |
-14,172 |
Oct09 |
090819 |
71.90 |
74.31 |
69.78 |
73.83 |
+2.74 |
235,078 |
254,951 |
+16,146 |
Nov09 |
090819 |
72.20 |
75.20 |
70.99 |
74.79 |
+2.49 |
61,149 |
115,024 |
+2,637 |
Dec09 |
090819 |
73.71 |
75.90 |
71.87 |
75.56 |
+2.39 |
51,273 |
165,020 |
+1,778 |
Jan10 |
090819 |
74.54 |
76.55 |
72.70 |
76.26 |
+2.30 |
8,999 |
40,304 |
-793 |
Feb10 |
090819 |
73.70 |
77.05 |
73.70 |
76.92 |
+2.22 |
3,584 |
30,954 |
+556 |
Mar10 |
090819 |
74.52 |
77.60 |
74.31 |
77.53 |
+2.16 |
2,450 |
20,855 |
+42 |
Apr10 |
090819 |
75.00 |
78.07 |
75.00 |
78.07 |
+2.10 |
1,736 |
12,433 |
+177 |
May10 |
090819 |
76.53 |
78.57 |
76.53 |
78.57 |
+2.04 |
2,289 |
13,378 |
+411 |
Jun10 |
090819 |
76.62 |
79.06 |
76.40 |
79.02 |
+1.99 |
8,615 |
70,117 |
+1,106 |
Jul10 |
090819 |
76.70 |
79.61 |
76.50 |
79.37 |
+1.91 |
3,761 |
31,218 |
+532 |
Aug10 |
090819 |
78.49 |
79.63 |
78.49 |
79.63 |
+1.84 |
1,231 |
11,124 |
-179 |
Sep10 |
090819 |
79.00 |
79.89 |
79.00 |
79.89 |
+1.77 |
1,235 |
18,265 |
-56 |
Oct10 |
090819 |
80.15 |
80.15 |
80.15 |
80.15 |
+1.70 |
930 |
8,934 |
+196 |
Nov10 |
090819 |
80.42 |
80.42 |
80.42 |
80.42 |
+1.63 |
625 |
9,261 |
+19 |
Dec10 |
090819 |
78.55 |
80.90 |
77.90 |
80.72 |
+1.58 |
13,458 |
96,950 |
+1,552 |
Total Volume and Open Interest |
585,759 |
1,173,172 |
+9,442 |
e-miNY Crude Oil(NYM) |
Aug09 |
090720 |
63.525 |
64.875 |
63.225 |
63.975 |
+0.425 |
9,566 |
2,669 |
-869 |
Sep09 |
090819 |
70.225 |
72.800 |
68.050 |
72.425 |
+3.225 |
6,600 |
3,899 |
-443 |
Oct09 |
090819 |
71.850 |
74.325 |
69.800 |
73.825 |
+2.725 |
5,902 |
2,609 |
+1,089 |
Nov09 |
090819 |
73.125 |
75.175 |
71.000 |
74.800 |
+2.500 |
326 |
284 |
-110 |
Dec09 |
090819 |
74.000 |
75.700 |
72.250 |
75.550 |
+2.375 |
21 |
367 |
+0 |
Jan10 |
090819 |
73.800 |
76.250 |
73.800 |
76.250 |
+2.300 |
0 |
126 |
+0 |
Feb10 |
090819 |
76.925 |
76.925 |
76.925 |
76.925 |
+2.225 |
0 |
103 |
+0 |
Mar10 |
090819 |
77.525 |
77.525 |
77.525 |
77.525 |
+2.150 |
0 |
5 |
+0 |
Apr10 |
090819 |
78.075 |
78.075 |
78.075 |
78.075 |
+2.100 |
0 |
1 |
+0 |
May10 |
090819 |
78.575 |
78.575 |
78.575 |
78.575 |
+2.050 |
|
|
|
Total Volume and Open Interest |
12,854 |
7,480 |
+541 |
Heating Oil(NYM) |
Sep09 |
090819 |
187.50 |
193.09 |
183.39 |
191.87 |
+5.37 |
33,500 |
41,571 |
-3,011 |
Oct09 |
090819 |
190.00 |
195.70 |
186.17 |
194.49 |
+5.28 |
19,225 |
60,238 |
+2,103 |
Nov09 |
090819 |
192.50 |
198.28 |
189.04 |
197.10 |
+5.11 |
5,829 |
33,736 |
+309 |
Dec09 |
090819 |
195.31 |
200.99 |
191.87 |
199.83 |
+4.98 |
4,339 |
43,490 |
+769 |
Jan10 |
090819 |
195.47 |
203.93 |
195.47 |
202.76 |
+4.97 |
1,253 |
22,715 |
+115 |
Feb10 |
090819 |
198.35 |
205.72 |
197.43 |
204.90 |
+4.93 |
1,016 |
15,635 |
+106 |
Mar10 |
090819 |
201.48 |
207.27 |
201.48 |
206.20 |
+4.88 |
1,241 |
11,391 |
+491 |
Apr10 |
090819 |
200.35 |
206.90 |
199.45 |
206.90 |
+4.78 |
758 |
7,927 |
+68 |
May10 |
090819 |
201.25 |
207.70 |
201.25 |
207.70 |
+4.68 |
610 |
8,545 |
-252 |
Jun10 |
090819 |
202.30 |
209.05 |
202.30 |
208.75 |
+4.58 |
1,030 |
20,383 |
+327 |
Jul10 |
090819 |
210.50 |
210.50 |
210.50 |
210.50 |
+4.48 |
28 |
4,041 |
+0 |
Aug10 |
090819 |
212.30 |
212.30 |
212.30 |
212.30 |
+4.33 |
27 |
2,097 |
+1 |
Total Volume and Open Interest |
69,736 |
311,666 |
+1,066 |
Gasoline(NYMEX) |
Sep09 |
090819 |
201.18 |
205.33 |
196.23 |
203.46 |
+3.44 |
30,394 |
55,982 |
-4,802 |
Oct09 |
090819 |
188.08 |
192.55 |
183.52 |
190.92 |
+3.84 |
20,272 |
64,626 |
+1,561 |
Nov09 |
090819 |
184.98 |
191.48 |
182.70 |
189.86 |
+3.81 |
9,369 |
30,618 |
-56 |
Dec09 |
090819 |
185.50 |
192.15 |
183.66 |
190.72 |
+3.82 |
6,964 |
29,613 |
+523 |
Jan10 |
090819 |
187.66 |
192.67 |
187.66 |
192.67 |
+3.81 |
2,791 |
12,316 |
-49 |
Feb10 |
090819 |
190.86 |
195.40 |
190.86 |
194.90 |
+3.80 |
604 |
4,014 |
+33 |
Mar10 |
090819 |
195.34 |
197.80 |
195.34 |
197.15 |
+3.80 |
461 |
5,388 |
+63 |
Apr10 |
090819 |
210.80 |
210.80 |
210.35 |
210.35 |
+3.65 |
545 |
5,109 |
+81 |
May10 |
090819 |
211.30 |
211.50 |
211.00 |
211.50 |
+3.60 |
776 |
3,410 |
+292 |
Jun10 |
090819 |
206.00 |
211.80 |
206.00 |
211.80 |
+3.60 |
600 |
3,555 |
+107 |
Total Volume and Open Interest |
72,980 |
223,214 |
-2,227 |
e-miNY RBOB Gasoline(NYM) |
Sep09 |
090819 |
203.46 |
203.46 |
203.46 |
203.46 |
+3.44 |
0 |
2 |
+0 |
Oct09 |
090819 |
190.92 |
190.92 |
190.92 |
190.92 |
+3.84 |
|
|
|
Nov09 |
090819 |
189.86 |
189.86 |
189.86 |
189.86 |
+3.81 |
|
|
|
Dec09 |
090819 |
190.72 |
190.72 |
190.72 |
190.72 |
+3.82 |
0 |
2 |
+0 |
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Sep09 |
090819 |
3.095 |
3.186 |
3.049 |
3.119 |
+0.023 |
105,307 |
79,576 |
-15,467 |
Oct09 |
090819 |
3.470 |
3.530 |
3.418 |
3.472 |
+0.008 |
66,104 |
175,093 |
+18,849 |
Nov09 |
090819 |
4.320 |
4.380 |
4.282 |
4.333 |
+0.007 |
16,182 |
80,791 |
+2,256 |
Dec09 |
090819 |
5.114 |
5.150 |
5.059 |
5.108 |
+0.002 |
9,384 |
50,990 |
-301 |
Jan10 |
090819 |
5.380 |
5.437 |
5.356 |
5.398 |
+0.003 |
9,466 |
55,853 |
+4,200 |
Feb10 |
090819 |
5.420 |
5.480 |
5.400 |
5.443 |
+0.002 |
1,138 |
22,802 |
-156 |
Mar10 |
090819 |
5.410 |
5.445 |
5.380 |
5.416 |
+0.005 |
2,655 |
37,680 |
-62 |
Apr10 |
090819 |
5.360 |
5.408 |
5.340 |
5.376 |
+0.008 |
2,222 |
41,380 |
+133 |
May10 |
090819 |
5.425 |
5.465 |
5.422 |
5.438 |
+0.005 |
595 |
20,025 |
+156 |
Jun10 |
090819 |
5.525 |
5.564 |
5.510 |
5.537 |
+0.004 |
380 |
9,944 |
+97 |
Jul10 |
090819 |
5.679 |
5.682 |
5.645 |
5.659 |
+0.004 |
308 |
10,053 |
+60 |
Aug10 |
090819 |
5.745 |
5.780 |
5.739 |
5.755 |
+0.004 |
263 |
8,116 |
-42 |
Sep10 |
090819 |
5.839 |
5.847 |
5.815 |
5.821 |
+0.003 |
85 |
7,357 |
+24 |
Oct10 |
090819 |
5.923 |
5.986 |
5.916 |
5.943 |
+0.005 |
593 |
19,923 |
-8 |
Nov10 |
090819 |
6.340 |
6.360 |
6.320 |
6.343 |
+0.010 |
97 |
6,274 |
+19 |
Dec10 |
090819 |
6.695 |
6.737 |
6.690 |
6.718 |
+0.010 |
377 |
13,158 |
-32 |
Total Volume and Open Interest |
217,931 |
756,083 |
+9,991 |
Brent Crude Oil(ICE) |
Oct09 |
090819 |
73.13 |
74.90 |
71.17 |
74.59 |
+2.22 |
118,040 |
182,156 |
-569 |
Nov09 |
090819 |
73.74 |
75.58 |
71.85 |
75.28 |
+2.21 |
47,276 |
98,600 |
-973 |
Dec09 |
090819 |
74.42 |
76.28 |
72.53 |
76.00 |
+2.22 |
33,628 |
109,018 |
-768 |
Jan10 |
090819 |
73.55 |
76.68 |
73.36 |
76.66 |
+2.20 |
6,341 |
32,833 |
+239 |
Feb10 |
090819 |
74.17 |
77.30 |
73.98 |
77.28 |
+2.19 |
4,219 |
19,722 |
+374 |
Mar10 |
090819 |
74.83 |
77.91 |
74.83 |
77.89 |
+2.18 |
3,777 |
16,257 |
-371 |
Apr10 |
090819 |
75.41 |
78.47 |
75.17 |
78.46 |
+2.17 |
2,269 |
8,321 |
+709 |
May10 |
090819 |
75.94 |
78.98 |
75.71 |
78.98 |
+2.14 |
1,641 |
6,123 |
-219 |
Jun10 |
090819 |
76.40 |
79.44 |
76.18 |
79.44 |
+2.08 |
3,251 |
43,301 |
+622 |
Jul10 |
090819 |
79.80 |
79.80 |
79.80 |
79.80 |
+2.00 |
1,474 |
9,586 |
-112 |
Aug10 |
090819 |
77.10 |
80.30 |
77.10 |
80.08 |
+1.91 |
1,241 |
6,180 |
-120 |
Sep10 |
090819 |
80.35 |
80.35 |
80.35 |
80.35 |
+1.83 |
1,060 |
3,753 |
+260 |
Oct10 |
090819 |
80.60 |
80.60 |
80.60 |
80.60 |
+1.76 |
497 |
3,437 |
-64 |
Nov10 |
090819 |
80.85 |
80.85 |
80.85 |
80.85 |
+1.71 |
459 |
3,563 |
-5 |
Total Volume and Open Interest |
233,720 |
695,997 |
+390 |
Gas Oil(ICE) |
Sep09 |
090819 |
594.50 |
612.75 |
584.25 |
600.50 |
+18.25 |
41,369 |
86,650 |
+589 |
Oct09 |
090819 |
599.00 |
618.75 |
590.50 |
606.25 |
+17.25 |
32,373 |
72,940 |
+767 |
Nov09 |
090819 |
609.75 |
625.00 |
597.25 |
612.75 |
+16.75 |
11,020 |
38,036 |
-657 |
Dec09 |
090819 |
617.50 |
632.25 |
604.50 |
620.00 |
+16.25 |
10,757 |
63,186 |
+919 |
Jan10 |
090819 |
616.50 |
639.00 |
612.25 |
627.75 |
+15.50 |
2,548 |
46,107 |
+224 |
Feb10 |
090819 |
624.25 |
645.50 |
619.50 |
634.25 |
+15.25 |
1,388 |
20,910 |
+154 |
Mar10 |
090819 |
630.25 |
648.00 |
626.00 |
640.00 |
+14.75 |
1,146 |
20,251 |
+417 |
Apr10 |
090819 |
636.25 |
655.25 |
631.75 |
646.00 |
+14.75 |
637 |
11,715 |
+97 |
May10 |
090819 |
642.00 |
660.75 |
637.50 |
651.50 |
+14.75 |
525 |
10,751 |
+190 |
Jun10 |
090819 |
644.00 |
666.25 |
642.50 |
656.75 |
+14.75 |
2,388 |
30,956 |
+454 |
Total Volume and Open Interest |
112,081 |
505,737 |
+3,851 |
Ethanol(CBOT) |
Aug09 |
090805 |
1.637 |
1.637 |
1.635 |
1.635 |
-0.023 |
6 |
72 |
-6 |
Sep09 |
090819 |
1.545 |
1.578 |
1.545 |
1.568 |
+0.016 |
65 |
385 |
-41 |
Oct09 |
090819 |
1.540 |
1.553 |
1.540 |
1.547 |
+0.009 |
34 |
453 |
+23 |
Nov09 |
090819 |
1.540 |
1.563 |
1.530 |
1.548 |
+0.017 |
48 |
297 |
-1 |
Dec09 |
090819 |
1.540 |
1.570 |
1.540 |
1.549 |
+0.018 |
10 |
309 |
+1 |
Jan10 |
090819 |
1.545 |
1.565 |
1.531 |
1.549 |
+0.008 |
14 |
552 |
+13 |
Feb10 |
090819 |
1.546 |
1.560 |
1.546 |
1.552 |
+0.016 |
13 |
447 |
+10 |
Mar10 |
090819 |
1.549 |
1.570 |
1.549 |
1.560 |
+0.021 |
13 |
583 |
+11 |
Total Volume and Open Interest |
251 |
4,045 |
+70 |
WTI Crude Oil(ICE) |
Sep09 |
090819 |
70.17 |
72.76 |
68.11 |
72.42 |
+3.23 |
31,652 |
24,285 |
-7,594 |
Oct09 |
090819 |
71.95 |
74.30 |
69.79 |
73.83 |
+2.74 |
87,497 |
102,365 |
+946 |
Nov09 |
090819 |
73.11 |
75.18 |
70.98 |
74.79 |
+2.49 |
32,405 |
44,262 |
+1,588 |
Dec09 |
090819 |
72.83 |
75.86 |
71.91 |
75.56 |
+2.39 |
20,873 |
76,914 |
-1,537 |
Jan10 |
090819 |
73.16 |
76.32 |
72.73 |
76.26 |
+2.30 |
3,953 |
19,190 |
+425 |
Feb10 |
090819 |
73.47 |
76.95 |
73.47 |
76.92 |
+2.22 |
1,584 |
15,628 |
-35 |
Mar10 |
090819 |
74.52 |
77.55 |
74.13 |
77.53 |
+2.16 |
1,314 |
7,909 |
+205 |
Apr10 |
090819 |
75.10 |
78.07 |
74.73 |
78.07 |
+2.10 |
412 |
4,643 |
-41 |
May10 |
090819 |
75.30 |
78.57 |
75.30 |
78.57 |
+2.04 |
434 |
5,573 |
+69 |
Jun10 |
090819 |
76.19 |
79.06 |
75.94 |
79.02 |
+1.99 |
2,499 |
21,664 |
+137 |
Jul10 |
090819 |
79.37 |
79.37 |
79.37 |
79.37 |
+1.91 |
833 |
25,541 |
-77 |
Aug10 |
090819 |
79.63 |
79.63 |
79.63 |
79.63 |
+1.84 |
295 |
6,645 |
-8 |
Sep10 |
090819 |
79.89 |
79.89 |
79.89 |
79.89 |
+1.77 |
344 |
7,755 |
+3 |
Oct10 |
090819 |
80.15 |
80.15 |
80.15 |
80.15 |
+1.70 |
346 |
4,472 |
-5 |
Nov10 |
090819 |
80.42 |
80.42 |
80.42 |
80.42 |
+1.63 |
210 |
3,396 |
-6 |
Dec10 |
090819 |
78.54 |
80.75 |
78.08 |
80.72 |
+1.58 |
5,753 |
63,661 |
+2,141 |
Total Volume and Open Interest |
191,798 |
514,059 |
-3,091 |
US Dollar Index(ICE) |
Sep09 |
090819 |
78.960 |
79.310 |
78.405 |
78.545 |
-0.490 |
4,368 |
22,913 |
-438 |
Dec09 |
090819 |
79.335 |
79.555 |
78.745 |
78.845 |
-0.490 |
69 |
2,255 |
+3 |
Mar10 |
090819 |
79.390 |
79.390 |
79.135 |
79.135 |
-0.490 |
2 |
3 |
+1 |
Total Volume and Open Interest |
4,439 |
25,171 |
-434 |
Australian Dollar(CME) |
Sep09 |
090819 |
82.48 |
82.98 |
81.59 |
82.70 |
+0.24 |
65,171 |
99,969 |
-996 |
Dec09 |
090819 |
82.08 |
82.39 |
81.02 |
82.11 |
+0.24 |
545 |
996 |
+463 |
Mar10 |
090819 |
81.45 |
81.45 |
81.20 |
81.45 |
+0.25 |
0 |
15 |
+0 |
Total Volume and Open Interest |
65,716 |
100,981 |
-533 |
British Pound(CME) |
Sep09 |
090819 |
165.58 |
165.93 |
163.73 |
165.42 |
-0.27 |
103,090 |
92,483 |
-213 |
Dec09 |
090819 |
165.50 |
165.90 |
163.75 |
165.42 |
-0.26 |
576 |
2,062 |
+266 |
Mar10 |
090819 |
165.40 |
165.65 |
163.95 |
165.40 |
-0.25 |
0 |
11 |
+0 |
Total Volume and Open Interest |
103,666 |
94,620 |
+39 |
Canadian Dollar(CME) |
Sep09 |
090819 |
90.75 |
91.39 |
89.97 |
91.22 |
+0.45 |
52,299 |
88,319 |
-921 |
Dec09 |
090819 |
90.90 |
91.39 |
90.01 |
91.24 |
+0.45 |
450 |
3,924 |
+321 |
Mar10 |
090819 |
91.23 |
91.32 |
90.06 |
91.23 |
+0.44 |
4 |
754 |
+4 |
Jun10 |
090819 |
91.23 |
91.33 |
90.07 |
91.23 |
+0.44 |
9 |
186 |
+3 |
Total Volume and Open Interest |
52,762 |
93,379 |
-593 |
Japanese Yen(CME) |
Sep09 |
090819 |
105.60 |
106.80 |
105.32 |
106.44 |
+0.75 |
71,428 |
71,947 |
-2,505 |
Dec09 |
090819 |
105.55 |
106.86 |
105.43 |
106.52 |
+0.75 |
307 |
642 |
+232 |
Mar10 |
090819 |
106.66 |
106.79 |
105.83 |
106.66 |
+0.75 |
17 |
38 |
+17 |
Total Volume and Open Interest |
71,752 |
72,629 |
-2,256 |
Swiss Franc(CME) |
Sep09 |
090819 |
92.99 |
94.16 |
92.77 |
93.97 |
+0.95 |
27,768 |
29,861 |
+1,372 |
Dec09 |
090819 |
93.14 |
94.23 |
92.89 |
94.06 |
+0.95 |
307 |
405 |
+254 |
Mar10 |
090819 |
94.41 |
94.41 |
93.24 |
94.19 |
+0.95 |
0 |
9 |
+0 |
Total Volume and Open Interest |
28,075 |
30,275 |
+1,626 |
EuroFX(CME) |
Sep09 |
090819 |
141.30 |
142.68 |
140.85 |
142.40 |
+1.01 |
176,720 |
123,822 |
+3,397 |
Dec09 |
090819 |
141.27 |
142.65 |
140.86 |
142.39 |
+1.00 |
2,004 |
3,330 |
+1,179 |
Mar10 |
090819 |
142.44 |
142.44 |
141.09 |
142.38 |
+0.99 |
0 |
375 |
+0 |
Total Volume and Open Interest |
178,724 |
127,532 |
+4,576 |
Mexican Peso(CME) |
Sep09 |
090819 |
772.5 |
775.2 |
767.2 |
773.0 |
+2.8 |
13,377 |
87,351 |
+3,353 |
Oct09 |
090819 |
767.8 |
767.8 |
765.0 |
767.8 |
+2.8 |
|
|
|
Total Volume and Open Interest |
13,415 |
89,558 |
+3,352 |
Brazilian Real(CME) |
Sep09 |
090819 |
547.50 |
547.50 |
541.20 |
541.20 |
+2.20 |
11 |
2,133 |
+9 |
Oct09 |
090819 |
538.50 |
538.50 |
536.85 |
538.50 |
+1.65 |
|
|
|
Nov09 |
090819 |
535.55 |
535.55 |
533.65 |
535.55 |
+1.90 |
|
|
|
Dec09 |
090819 |
532.85 |
532.85 |
530.35 |
532.85 |
+2.50 |
0 |
69 |
+0 |
Total Volume and Open Interest |
11 |
2,202 |
+9 |
30-Year T-Bonds(CBOT) |
Sep09 |
090819 |
119~130 |
120~250 |
119~100 |
119~280 |
+0~190 |
233,108 |
679,701 |
-6,231 |
Dec09 |
090819 |
118~120 |
119~170 |
118~030 |
118~190 |
+0~180 |
36,795 |
39,187 |
+22,524 |
Mar10 |
090819 |
117~200 |
117~200 |
117~020 |
117~200 |
+0~180 |
0 |
43 |
+0 |
Total Volume and Open Interest |
269,903 |
718,934 |
+16,293 |
10-Year T-Notes(CBOT) |
Sep09 |
090819 |
117~195 |
118~145 |
117~170 |
117~310 |
+0~145 |
601,578 |
1,117,639 |
+31,123 |
Dec09 |
090819 |
116~065 |
117~300 |
116~065 |
116~170 |
+0~145 |
10,787 |
24,041 |
+4,899 |
Mar10 |
090819 |
115~170 |
115~170 |
115~025 |
115~170 |
+0~145 |
|
|
|
Total Volume and Open Interest |
612,365 |
1,141,680 |
+36,022 |
5-Year T-Notes(CBOT) |
Sep09 |
090819 |
115~111 |
116~043 |
115~104 |
116~007 |
+0~035 |
349,412 |
814,161 |
+4,523 |
Dec09 |
090819 |
114~085 |
115~008 |
114~065 |
114~100 |
+0~035 |
11,251 |
42,388 |
+4,940 |
Mar10 |
090819 |
114~100 |
114~100 |
114~065 |
114~100 |
+0~035 |
|
|
|
Total Volume and Open Interest |
360,663 |
856,549 |
+9,463 |
2 Year T-Notes(CBOT) |
Sep09 |
090819 |
108~066 |
108~079 |
108~064 |
108~075 |
+0~013 |
140,991 |
742,289 |
+2,111 |
Dec09 |
090819 |
107~115 |
107~124 |
107~112 |
107~120 |
+0~013 |
14,506 |
37,587 |
+8,740 |
Mar10 |
090819 |
107~120 |
107~120 |
107~107 |
107~120 |
+0~013 |
|
|
|
Total Volume and Open Interest |
155,497 |
779,876 |
+10,851 |
Eurodollars(CME) |
Sep09 |
090819 |
99.555 |
99.570 |
99.548 |
99.567 |
+0.015 |
106,127 |
978,449 |
+2,984 |
Dec09 |
090819 |
99.385 |
99.425 |
99.380 |
99.420 |
+0.035 |
169,735 |
932,512 |
-8,953 |
Mar10 |
090819 |
99.120 |
99.185 |
99.115 |
99.165 |
+0.050 |
196,372 |
958,263 |
-5,353 |
Jun10 |
090819 |
98.725 |
98.810 |
98.715 |
98.770 |
+0.055 |
178,587 |
660,723 |
-7,142 |
Sep10 |
090819 |
98.305 |
98.395 |
98.285 |
98.340 |
+0.055 |
185,097 |
621,808 |
+5,410 |
Dec10 |
090819 |
97.885 |
97.990 |
97.870 |
97.920 |
+0.055 |
163,215 |
702,861 |
+4,213 |
Mar11 |
090819 |
97.520 |
97.640 |
97.505 |
97.555 |
+0.050 |
137,323 |
388,604 |
+395 |
Jun11 |
090819 |
97.185 |
97.310 |
97.170 |
97.215 |
+0.045 |
142,557 |
378,537 |
+1,843 |
Sep11 |
090819 |
96.900 |
97.025 |
96.875 |
96.925 |
+0.045 |
64,050 |
234,294 |
-3,002 |
Dec11 |
090819 |
96.630 |
96.755 |
96.605 |
96.655 |
+0.040 |
47,043 |
177,444 |
+319 |
Mar12 |
090819 |
96.445 |
96.560 |
96.405 |
96.455 |
+0.035 |
38,769 |
139,270 |
+1,434 |
Jun12 |
090819 |
96.285 |
96.375 |
96.215 |
96.265 |
+0.035 |
28,573 |
124,419 |
+481 |
Sep12 |
090819 |
96.140 |
96.215 |
96.060 |
96.100 |
+0.035 |
8,229 |
66,999 |
+419 |
Dec12 |
090819 |
95.965 |
96.055 |
95.900 |
95.940 |
+0.040 |
7,142 |
59,624 |
+545 |
Mar13 |
090819 |
95.880 |
95.955 |
95.805 |
95.840 |
+0.045 |
6,128 |
61,124 |
+567 |
Jun13 |
090819 |
95.800 |
95.845 |
95.695 |
95.725 |
+0.045 |
6,551 |
32,731 |
+765 |
Sep13 |
090819 |
95.660 |
95.740 |
95.590 |
95.615 |
+0.045 |
3,106 |
38,952 |
+19 |
Dec13 |
090819 |
95.560 |
95.615 |
95.465 |
95.490 |
+0.045 |
3,068 |
29,310 |
-86 |
Total Volume and Open Interest |
1,498,626 |
6,714,227 |
-4,680 |
30 Day Federal Funds(CBOT) |
Aug09 |
090819 |
99.835 |
99.838 |
99.832 |
99.835 |
-0.003 |
1,114 |
54,448 |
-456 |
Sep09 |
090819 |
99.820 |
99.830 |
99.815 |
99.825 |
+0.005 |
3,336 |
35,048 |
-538 |
Oct09 |
090819 |
99.805 |
99.815 |
99.800 |
99.810 |
+0.005 |
1,779 |
35,344 |
+132 |
Nov09 |
090819 |
99.790 |
99.805 |
99.790 |
99.795 |
+0.005 |
3,515 |
48,620 |
-705 |
Dec09 |
090819 |
99.785 |
99.795 |
99.785 |
99.790 |
+0.005 |
4,286 |
39,226 |
-290 |
Jan10 |
090819 |
99.765 |
99.780 |
99.760 |
99.775 |
+0.015 |
5,469 |
34,493 |
+932 |
Total Volume and Open Interest |
39,952 |
387,797 |
+192 |
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 |
090819 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
0 |
6,676 |
+0 |
Dec09 |
090819 |
99.480 |
99.490 |
99.480 |
99.480 |
unch |
0 |
730 |
+0 |
Mar10 |
090819 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.005 |
0 |
604 |
+0 |
Jun10 |
090819 |
99.485 |
99.500 |
99.485 |
99.485 |
-0.005 |
|
|
|
Sep10 |
090819 |
99.435 |
99.435 |
99.435 |
99.435 |
-0.005 |
|
|
|
Dec10 |
090819 |
99.390 |
99.390 |
99.390 |
99.390 |
-0.005 |
|
|
|
Mar11 |
090819 |
99.305 |
99.305 |
99.305 |
99.305 |
-0.005 |
|
|
|
Jun11 |
090819 |
99.245 |
99.245 |
99.245 |
99.245 |
-0.005 |
|
|
|
Sep11 |
090819 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Dec11 |
090819 |
99.025 |
99.025 |
99.025 |
99.025 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
8,010 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep09 |
090819 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
130 |
12,248 |
+9 |
Dec09 |
090819 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
3,095 |
+0 |
Mar10 |
090819 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
0 |
3,290 |
+0 |
Jun10 |
090819 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
150 |
1,602 |
+0 |
Sep10 |
090819 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
0 |
417 |
+0 |
Dec10 |
090819 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
420 |
+0 |
Mar11 |
090819 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
412 |
+0 |
Jun11 |
090819 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
0 |
52 |
+0 |
Total Volume and Open Interest |
280 |
23,059 |
+9 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090819 |
138.65 |
139.00 |
138.59 |
139.00 |
+0.31 |
|
|
|
Dec09 |
090819 |
138.50 |
138.50 |
138.50 |
138.50 |
+0.20 |
1 |
4 |
+0 |
Mar10 |
090819 |
138.27 |
138.27 |
138.27 |
138.27 |
+0.20 |
|
|
|
Total Volume and Open Interest |
2,131 |
13,820 |
-16 |
Euro-Bund(EUREX) |
Sep09 |
090819 |
122.25 |
122.74 |
122.22 |
122.67 |
+0.50 |
538,402 |
889,623 |
-16,177 |
Dec09 |
090819 |
120.77 |
121.30 |
120.77 |
121.25 |
+0.47 |
3,355 |
24,009 |
+2,908 |
Mar10 |
090819 |
120.92 |
120.92 |
120.92 |
120.92 |
+0.52 |
147 |
14 |
+3 |
Total Volume and Open Interest |
541,904 |
913,646 |
-13,266 |
Euro-Bobl(EUREX) |
Sep09 |
090819 |
116.07 |
116.31 |
116.01 |
116.22 |
+0.27 |
258,458 |
621,503 |
-10,533 |
Dec09 |
090819 |
114.67 |
114.86 |
114.67 |
114.81 |
+0.26 |
2,105 |
3,729 |
+1,663 |
Mar10 |
090819 |
114.69 |
114.69 |
114.69 |
114.69 |
+0.26 |
|
|
|
Total Volume and Open Interest |
260,563 |
625,232 |
-8,870 |
3-Mth Euribor(EUREX) |
Sep09 |
090819 |
99.175 |
99.180 |
99.175 |
99.175 |
+0.005 |
81 |
17,957 |
-58 |
Dec09 |
090819 |
99.055 |
99.055 |
99.050 |
99.050 |
+0.015 |
127 |
6,072 |
-94 |
Mar10 |
090819 |
98.855 |
98.855 |
98.850 |
98.850 |
+0.020 |
52 |
2,743 |
+32 |
Total Volume and Open Interest |
434 |
34,289 |
-118 |
Long Gilt(LIFFE) |
Sep09 |
090819 |
119~11 |
119~25 |
119~04 |
119~22 |
+0~23 |
80,890 |
250,715 |
+6,468 |
Dec09 |
090819 |
117~24 |
118~05 |
117~21 |
118~04 |
+0~24 |
418 |
1,127 |
+290 |
Total Volume and Open Interest |
81,308 |
251,842 |
+6,758 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090819 |
99.33 |
99.39 |
99.33 |
99.36 |
+0.04 |
39,802 |
278,441 |
-8,718 |
Dec09 |
090819 |
99.12 |
99.21 |
99.11 |
99.17 |
+0.07 |
59,753 |
294,206 |
-3,673 |
Mar10 |
090819 |
98.73 |
98.86 |
98.73 |
98.82 |
+0.10 |
65,983 |
342,149 |
+189 |
Jun10 |
090819 |
98.23 |
98.35 |
98.22 |
98.32 |
+0.11 |
64,778 |
292,016 |
+6,843 |
Sep10 |
090819 |
97.71 |
97.81 |
97.69 |
97.79 |
+0.12 |
58,091 |
255,557 |
+2,359 |
Dec10 |
090819 |
97.19 |
97.29 |
97.18 |
97.26 |
+0.11 |
43,173 |
288,499 |
+1,126 |
Total Volume and Open Interest |
406,330 |
2,253,170 |
+1,057 |
3-Mth Euribor(LIFFE) |
Sep09 |
090819 |
99.170 |
99.185 |
99.160 |
99.175 |
+0.005 |
67,310 |
628,892 |
-7,452 |
Dec09 |
090819 |
99.030 |
99.065 |
99.030 |
99.050 |
+0.015 |
109,861 |
544,438 |
+3,002 |
Mar10 |
090819 |
98.830 |
98.880 |
98.825 |
98.850 |
+0.020 |
104,202 |
434,995 |
+5,987 |
Total Volume and Open Interest |
666,466 |
3,058,181 |
-5,978 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090819 |
96.63 |
96.68 |
96.61 |
96.68 |
+0.04 |
13,230 |
278,518 |
+1,838 |
Dec09 |
090819 |
96.15 |
96.24 |
96.11 |
96.21 |
+0.04 |
28,304 |
318,216 |
+10,880 |
Mar10 |
090819 |
95.62 |
95.67 |
95.54 |
95.66 |
+0.03 |
15,373 |
172,215 |
+7,406 |
Jun10 |
090819 |
95.15 |
95.21 |
95.08 |
95.20 |
+0.03 |
9,692 |
104,023 |
+4,578 |
Sep10 |
090819 |
94.82 |
94.87 |
94.74 |
94.86 |
+0.05 |
5,586 |
63,690 |
+2,077 |
Dec10 |
090819 |
94.57 |
94.66 |
94.53 |
94.66 |
+0.07 |
2,170 |
42,696 |
+735 |
Mar11 |
090819 |
94.46 |
94.51 |
94.37 |
94.51 |
+0.08 |
1,071 |
19,366 |
+1,020 |
Jun11 |
090819 |
94.32 |
94.38 |
94.24 |
94.38 |
+0.08 |
337 |
15,764 |
+198 |
Sep11 |
090819 |
94.22 |
94.25 |
94.21 |
94.25 |
+0.07 |
304 |
5,784 |
+304 |
Dec11 |
090819 |
94.00 |
94.12 |
94.00 |
94.12 |
+0.05 |
271 |
1,421 |
+271 |
Total Volume and Open Interest |
76,398 |
1,023,116 |
+29,367 |
10-Year Aus T-Bonds(SFE) |
Sep09 |
090819 |
94.53 |
94.63 |
94.50 |
94.59 |
+0.06 |
29,857 |
399,071 |
+8,453 |
Dec09 |
090819 |
94.59 |
94.59 |
94.59 |
94.59 |
+0.06 |
|
|
|
Total Volume and Open Interest |
29,857 |
399,071 |
+8,453 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090819 |
95.07 |
95.18 |
95.02 |
95.15 |
+0.07 |
77,682 |
801,384 |
-5,935 |
Dec09 |
090819 |
95.15 |
95.15 |
95.15 |
95.15 |
+0.07 |
|
|
|
Total Volume and Open Interest |
77,682 |
801,384 |
-5,935 |
Gold(CMX) |
Aug09 |
090819 |
941.8 |
944.9 |
933.4 |
943.3 |
+5.6 |
276 |
507 |
-159 |
Oct09 |
090819 |
939.6 |
945.6 |
932.3 |
943.7 |
+5.5 |
2,675 |
21,369 |
-1,894 |
Dec09 |
090819 |
940.2 |
946.8 |
933.3 |
944.8 |
+5.6 |
52,980 |
249,064 |
-2,552 |
Feb10 |
090819 |
942.9 |
947.5 |
935.0 |
946.1 |
+5.6 |
234 |
19,822 |
+69 |
Apr10 |
090819 |
937.8 |
949.2 |
937.5 |
947.3 |
+5.6 |
177 |
19,897 |
-111 |
Jun10 |
090819 |
946.3 |
950.2 |
939.7 |
948.8 |
+5.6 |
477 |
11,904 |
+189 |
Aug10 |
090819 |
950.4 |
950.4 |
950.4 |
950.4 |
+5.6 |
194 |
7,524 |
+71 |
Oct10 |
090819 |
952.4 |
952.4 |
952.4 |
952.4 |
+5.6 |
0 |
3,550 |
+0 |
Dec10 |
090819 |
948.5 |
954.9 |
945.6 |
954.9 |
+5.6 |
593 |
10,528 |
+338 |
Feb11 |
090819 |
957.8 |
957.8 |
957.8 |
957.8 |
+5.6 |
0 |
1,012 |
+0 |
Apr11 |
090819 |
961.1 |
961.1 |
961.1 |
961.1 |
+5.7 |
0 |
97 |
+0 |
Jun11 |
090819 |
964.7 |
964.7 |
964.7 |
964.7 |
+5.7 |
0 |
7,922 |
+0 |
Total Volume and Open Interest |
57,897 |
373,810 |
-3,948 |
Silver(CMX) |
Sep09 |
090819 |
1400.5 |
1415.0 |
1349.5 |
1387.5 |
-8.5 |
21,457 |
37,204 |
-1,733 |
Dec09 |
090819 |
1403.5 |
1418.5 |
1353.0 |
1390.9 |
-8.6 |
5,610 |
41,961 |
-823 |
Mar10 |
090819 |
1412.0 |
1412.0 |
1375.0 |
1394.0 |
-8.6 |
34 |
6,454 |
+2 |
May10 |
090819 |
1400.5 |
1400.5 |
1396.0 |
1396.0 |
-8.6 |
6 |
2,209 |
-1 |
Jul10 |
090819 |
1389.0 |
1398.0 |
1389.0 |
1398.0 |
-8.6 |
3 |
2,858 |
+0 |
Sep10 |
090819 |
1406.5 |
1406.5 |
1391.0 |
1400.0 |
-8.6 |
654 |
2,132 |
+609 |
Dec10 |
090819 |
1391.5 |
1408.0 |
1391.5 |
1404.3 |
-8.9 |
318 |
3,463 |
+58 |
Total Volume and Open Interest |
29,239 |
103,527 |
-884 |
Platinum(NYMEX) |
Oct09 |
090819 |
1232.5 |
1246.0 |
1220.0 |
1241.4 |
+9.3 |
3,151 |
24,395 |
+1,250 |
Jan10 |
090819 |
1228.0 |
1248.5 |
1228.0 |
1247.0 |
+9.1 |
4 |
1,387 |
+0 |
Apr10 |
090819 |
1254.1 |
1254.1 |
1254.1 |
1254.1 |
+9.1 |
0 |
96 |
+0 |
Total Volume and Open Interest |
3,155 |
25,878 |
+1,250 |
Palladium(NYMEX) |
Sep09 |
090819 |
274.45 |
276.00 |
268.50 |
271.80 |
-0.55 |
1,317 |
10,540 |
-1,033 |
Dec09 |
090819 |
275.75 |
277.20 |
269.75 |
273.05 |
-0.60 |
594 |
9,513 |
+453 |
Mar10 |
090819 |
274.35 |
274.35 |
274.35 |
274.35 |
-0.60 |
1 |
109 |
+0 |
Total Volume and Open Interest |
1,912 |
20,162 |
-580 |
Copper(CMX) |
Sep09 |
090819 |
277.00 |
279.25 |
264.75 |
276.05 |
-0.10 |
23,193 |
29,935 |
-4,624 |
Dec09 |
090819 |
278.25 |
280.50 |
266.00 |
277.10 |
-0.35 |
9,875 |
68,174 |
+1,568 |
Mar10 |
090819 |
273.65 |
277.00 |
268.50 |
276.70 |
-0.50 |
1,240 |
6,978 |
+553 |
May10 |
090819 |
268.25 |
276.30 |
268.25 |
276.30 |
-0.50 |
164 |
1,300 |
+48 |
Jul10 |
090819 |
274.30 |
275.50 |
274.30 |
275.50 |
-0.40 |
235 |
1,407 |
+176 |
Total Volume and Open Interest |
36,196 |
116,703 |
-2,095 |
DJIA Index(CBOT) |
Sep09 |
090819 |
9209 |
9295 |
9112 |
9276 |
+69 |
589 |
11,309 |
+56 |
Dec09 |
090819 |
9022 |
9220 |
9022 |
9215 |
+68 |
0 |
669 |
+0 |
Mar10 |
090819 |
9164 |
9164 |
9095 |
9164 |
+69 |
0 |
2 |
+0 |
Jun10 |
090819 |
9116 |
9116 |
9047 |
9116 |
+69 |
|
|
|
Total Volume and Open Interest |
589 |
11,980 |
+56 |
E-mini DJIA Index(CBOT) |
Sep09 |
090819 |
9207 |
9299 |
9107 |
9276 |
+69 |
129,223 |
68,087 |
-515 |
Dec09 |
090819 |
9114 |
9236 |
9049 |
9215 |
+68 |
97 |
553 |
+13 |
Mar10 |
090819 |
9164 |
9164 |
9164 |
9164 |
+69 |
1 |
31 |
+0 |
Jun10 |
090819 |
9116 |
9116 |
9116 |
9116 |
+69 |
|
|
|
Total Volume and Open Interest |
129,321 |
68,671 |
-502 |
S & P 500(CME) |
Sep09 |
090819 |
989.10 |
998.50 |
977.00 |
997.10 |
+7.50 |
16,867 |
374,883 |
-2,067 |
Dec09 |
090819 |
974.00 |
992.50 |
974.00 |
992.50 |
+7.50 |
294 |
11,564 |
+131 |
Mar10 |
090819 |
988.40 |
988.40 |
969.90 |
988.40 |
+7.50 |
0 |
4,168 |
+0 |
Jun10 |
090819 |
985.40 |
985.40 |
966.90 |
985.40 |
+7.50 |
0 |
179 |
+0 |
Total Volume and Open Interest |
17,161 |
390,799 |
-1,936 |
S & P 500 E-Mini(Globex) |
Sep09 |
090819 |
989.50 |
998.75 |
976.75 |
997.00 |
+7.50 |
1,753,397 |
2,580,058 |
+12,033 |
Dec09 |
090819 |
983.75 |
994.00 |
972.50 |
992.50 |
+7.50 |
2,409 |
41,582 |
+766 |
Total Volume and Open Interest |
1,755,810 |
2,621,689 |
+12,798 |
NASDAQ 100(CME) |
Sep09 |
090819 |
1585.80 |
1601.00 |
1564.80 |
1598.80 |
+11.80 |
1,864 |
20,157 |
-78 |
Dec09 |
090819 |
1596.30 |
1596.30 |
1592.80 |
1596.30 |
+11.50 |
33 |
31 |
+18 |
Mar10 |
090819 |
1595.30 |
1595.30 |
1591.80 |
1595.30 |
+11.50 |
|
|
|
Total Volume and Open Interest |
1,897 |
20,188 |
-60 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090819 |
1586.00 |
1600.50 |
1564.50 |
1598.80 |
+11.80 |
271,573 |
321,811 |
-7,526 |
Dec09 |
090819 |
1581.30 |
1597.80 |
1563.00 |
1596.30 |
+11.50 |
262 |
3,537 |
+106 |
Total Volume and Open Interest |
271,835 |
325,360 |
-7,420 |
S & P Midcap 400(CME) |
Sep09 |
090819 |
630.50 |
640.00 |
627.00 |
639.80 |
+4.00 |
265 |
2,845 |
-186 |
Dec09 |
090819 |
637.80 |
637.80 |
636.80 |
637.80 |
+4.00 |
|
|
|
Mar10 |
090819 |
635.80 |
635.80 |
634.80 |
635.80 |
+4.00 |
|
|
|
Total Volume and Open Interest |
265 |
2,845 |
-186 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090819 |
10300 |
10325 |
10145 |
10290 |
-30 |
9,415 |
35,351 |
-143 |
Dec09 |
090819 |
10290 |
10290 |
10290 |
10290 |
-30 |
0 |
2 |
+0 |
Total Volume and Open Interest |
9,415 |
35,353 |
-143 |
Nikkei 225(SGX) |
Sep09 |
090819 |
10320 |
10340 |
10185 |
10185 |
-100 |
130,455 |
212,547 |
-811 |
Dec09 |
090819 |
10175 |
10180 |
10145 |
10145 |
-105 |
536 |
1,654 |
+66 |
Mar10 |
090819 |
10165 |
10165 |
10165 |
10165 |
-100 |
0 |
75 |
-8 |
Total Volume and Open Interest |
130,991 |
215,455 |
-753 |
CAC 40(EURONEXT) |
Aug09 |
090819 |
3437.0 |
3479.5 |
3403.0 |
3450.0 |
-0.5 |
231,994 |
448,121 |
+17,986 |
Sep09 |
090819 |
3431.0 |
3474.0 |
3398.0 |
3444.0 |
-1.0 |
142,727 |
206,089 |
+79,916 |
Oct09 |
090819 |
3413.0 |
3452.5 |
3413.0 |
3444.0 |
-0.5 |
16 |
165 |
+11 |
Total Volume and Open Interest |
374,774 |
656,988 |
+97,938 |
Hang Seng Index(HKFE) |
Aug09 |
090819 |
20199 |
20332 |
19780 |
19999 |
-221 |
91,009 |
86,630 |
+3,026 |
Sep09 |
090819 |
20105 |
20235 |
19693 |
19909 |
-210 |
1,723 |
4,793 |
+14 |
Total Volume and Open Interest |
92,912 |
93,374 |
+3,129 |
DAX(EUREX) |
Sep09 |
090819 |
5220.0 |
5280.5 |
5160.0 |
5232.0 |
-1.0 |
99,918 |
150,393 |
+137 |
Dec09 |
090819 |
5224.0 |
5280.0 |
5165.0 |
5234.5 |
-1.0 |
1,105 |
19,084 |
+116 |
Mar10 |
090819 |
5230.5 |
5262.5 |
5171.0 |
5240.0 |
-1.5 |
508 |
1,649 |
+114 |
Total Volume and Open Interest |
101,531 |
171,126 |
+367 |
FT-SE 100(EURONEXT) |
Sep09 |
090819 |
4646.50 |
4722.00 |
4622.00 |
4676.50 |
+19.00 |
102,090 |
621,003 |
+1,374 |
Dec09 |
090819 |
4615.50 |
4687.00 |
4592.50 |
4645.00 |
+19.00 |
75 |
5,188 |
+7 |
Mar10 |
090819 |
4573.50 |
4607.50 |
4573.50 |
4607.50 |
+19.00 |
55 |
1,179 |
+0 |
Total Volume and Open Interest |
102,220 |
627,860 |
+1,381 |
SPI 200(SFE) |
Sep09 |
090819 |
4363.0 |
4408.0 |
4322.0 |
4334.0 |
-21.0 |
29,371 |
242,288 |
+7,697 |
Dec09 |
090819 |
4360.0 |
4409.0 |
4344.0 |
4344.0 |
-22.0 |
155 |
4,031 |
+35 |
Mar10 |
090819 |
4326.0 |
4326.0 |
4326.0 |
4326.0 |
-22.0 |
0 |
4,373 |
+0 |
Total Volume and Open Interest |
29,611 |
251,875 |
+7,699 |
GSCI(CME) |
Sep09 |
090819 |
455.00 |
474.00 |
454.00 |
471.45 |
+10.45 |
250 |
17,217 |
-79 |
Oct09 |
090819 |
464.50 |
482.00 |
463.00 |
480.40 |
+10.90 |
|
|
|
Nov09 |
090819 |
471.00 |
488.00 |
470.00 |
487.40 |
+10.40 |
|
|
|
Total Volume and Open Interest |
250 |
17,217 |
-79 |
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. |
|
|