|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon August 31, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep09 |
090831 |
1139.50 |
1147.00 |
1094.00 |
1100.00 |
-35.75 |
7,601 |
5,813 |
-1,858 |
| Nov09 |
090831 |
1013.00 |
1018.75 |
967.25 |
979.50 |
-31.50 |
62,269 |
244,429 |
+1,628 |
| Jan10 |
090831 |
1011.50 |
1018.00 |
968.75 |
981.25 |
-30.50 |
8,720 |
59,513 |
+1,645 |
| Mar10 |
090831 |
1005.50 |
1014.00 |
966.75 |
979.25 |
-28.00 |
2,743 |
25,452 |
+383 |
| May10 |
090831 |
996.00 |
1007.25 |
960.75 |
972.50 |
-26.75 |
1,638 |
19,106 |
+333 |
| Jul10 |
090831 |
996.50 |
1006.00 |
964.25 |
974.50 |
-26.00 |
3,166 |
20,520 |
+601 |
| Aug10 |
090831 |
967.50 |
992.50 |
967.50 |
967.50 |
-25.00 |
27 |
164 |
+0 |
| Total Volume and Open Interest |
87,444 |
398,193 |
+2,799 |
| Soybean Meal(CBOT) |
| Sep09 |
090831 |
390.30 |
393.50 |
372.00 |
382.50 |
-4.50 |
14,956 |
12,312 |
-3,991 |
| Oct09 |
090831 |
320.00 |
322.00 |
304.70 |
308.80 |
-11.20 |
16,309 |
32,898 |
+2,826 |
| Dec09 |
090831 |
307.20 |
310.00 |
293.50 |
297.50 |
-11.00 |
27,998 |
74,870 |
+0 |
| Jan10 |
090831 |
301.90 |
305.50 |
290.80 |
294.40 |
-10.60 |
1,894 |
9,572 |
+171 |
| Mar10 |
090831 |
294.50 |
294.50 |
288.00 |
291.50 |
-10.00 |
1,296 |
9,074 |
+180 |
| May10 |
090831 |
289.10 |
291.00 |
285.10 |
287.40 |
-9.60 |
1,131 |
9,802 |
+225 |
| Jul10 |
090831 |
297.00 |
297.00 |
286.00 |
288.00 |
-9.00 |
400 |
4,952 |
-61 |
| Aug10 |
090831 |
289.90 |
295.50 |
287.00 |
287.00 |
-8.50 |
57 |
1,138 |
+31 |
| Total Volume and Open Interest |
64,194 |
159,088 |
-547 |
| Soybean Oil(CBOT) |
| Sep09 |
090831 |
36.07 |
36.21 |
34.75 |
34.99 |
-1.08 |
15,023 |
16,703 |
-3,717 |
| Oct09 |
090831 |
36.28 |
36.56 |
34.94 |
35.19 |
-1.08 |
11,260 |
40,118 |
+2,536 |
| Dec09 |
090831 |
36.72 |
37.00 |
35.35 |
35.60 |
-1.09 |
26,760 |
123,724 |
+2,284 |
| Jan10 |
090831 |
36.92 |
37.39 |
35.78 |
36.01 |
-1.09 |
1,183 |
23,130 |
-64 |
| Mar10 |
090831 |
36.80 |
36.80 |
35.97 |
36.22 |
-1.09 |
561 |
9,645 |
-298 |
| May10 |
090831 |
37.45 |
37.45 |
36.13 |
36.33 |
-1.10 |
527 |
7,789 |
-206 |
| Jul10 |
090831 |
37.35 |
37.41 |
36.23 |
36.45 |
-1.10 |
508 |
5,698 |
-9 |
| Aug10 |
090831 |
36.64 |
37.70 |
36.50 |
36.50 |
-1.10 |
8 |
616 |
+0 |
| Total Volume and Open Interest |
55,970 |
236,236 |
+391 |
| Canola(WCE) |
| Nov09 |
090831 |
429.6 |
434.6 |
421.9 |
424.6 |
-5.0 |
7,540 |
84,297 |
-1,812 |
| Jan10 |
090831 |
429.3 |
429.9 |
425.8 |
428.6 |
-5.0 |
2,229 |
16,136 |
+1,392 |
| Mar10 |
090831 |
431.0 |
432.6 |
427.1 |
430.2 |
-6.9 |
14 |
1,973 |
+0 |
| May10 |
090831 |
434.2 |
434.2 |
434.2 |
434.2 |
-6.9 |
0 |
561 |
+0 |
| Jul10 |
090831 |
438.2 |
438.2 |
438.2 |
438.2 |
-6.9 |
0 |
727 |
+0 |
| Total Volume and Open Interest |
9,783 |
103,820 |
-420 |
| Corn(CBOT) |
| Sep09 |
090831 |
320.00 |
326.25 |
315.00 |
326.25 |
+5.25 |
57,229 |
50,044 |
-15,337 |
| Dec09 |
090831 |
327.50 |
332.00 |
320.00 |
329.75 |
+0.75 |
96,705 |
520,033 |
+7,283 |
| Mar10 |
090831 |
341.75 |
345.00 |
333.75 |
342.50 |
-0.25 |
10,918 |
113,629 |
+635 |
| May10 |
090831 |
351.50 |
354.00 |
343.00 |
351.25 |
-0.25 |
1,832 |
25,358 |
+351 |
| Jul10 |
090831 |
357.00 |
362.00 |
351.25 |
359.25 |
-0.75 |
5,533 |
58,372 |
+324 |
| Sep10 |
090831 |
370.50 |
370.50 |
359.75 |
367.25 |
-1.25 |
887 |
9,846 |
+139 |
| Total Volume and Open Interest |
175,951 |
847,150 |
-6,236 |
| Wheat(CBOT) |
| Sep09 |
090831 |
467.00 |
473.25 |
453.50 |
471.00 |
+4.00 |
14,195 |
23,682 |
-6,763 |
| Dec09 |
090831 |
494.75 |
502.00 |
480.75 |
498.75 |
+3.50 |
37,014 |
197,991 |
+2,271 |
| Mar10 |
090831 |
514.50 |
521.50 |
500.50 |
518.25 |
+3.50 |
7,096 |
37,772 |
+500 |
| May10 |
090831 |
527.50 |
531.75 |
514.50 |
531.00 |
+3.25 |
1,025 |
7,512 |
+65 |
| Jul10 |
090831 |
541.00 |
547.00 |
526.50 |
543.50 |
+3.25 |
1,714 |
46,699 |
+301 |
| Total Volume and Open Interest |
61,991 |
326,408 |
-3,550 |
| Wheat(KCBT) |
| Sep09 |
090831 |
500.50 |
507.75 |
487.75 |
505.00 |
+5.00 |
6,440 |
5,210 |
-2,442 |
| Dec09 |
090831 |
516.75 |
524.00 |
503.00 |
520.75 |
+4.00 |
10,334 |
62,767 |
+38 |
| Mar10 |
090831 |
533.75 |
540.00 |
519.75 |
536.25 |
+3.25 |
1,222 |
11,936 |
+394 |
| May10 |
090831 |
537.75 |
550.75 |
531.25 |
547.75 |
+3.25 |
304 |
2,158 |
+173 |
| Jul10 |
090831 |
557.50 |
561.75 |
542.75 |
559.00 |
+3.25 |
292 |
11,739 |
-67 |
| Total Volume and Open Interest |
18,941 |
102,128 |
-1,668 |
| Wheat(MGE) |
| Sep09 |
090831 |
520.50 |
525.00 |
507.50 |
521.25 |
-0.25 |
1,759 |
1,532 |
-752 |
| Dec09 |
090831 |
539.50 |
543.25 |
523.25 |
538.00 |
-2.00 |
3,924 |
20,392 |
-551 |
| Mar10 |
090831 |
558.50 |
560.25 |
541.25 |
556.00 |
-2.50 |
587 |
7,501 |
+56 |
| May10 |
090831 |
559.25 |
571.00 |
552.00 |
565.75 |
-3.25 |
191 |
2,035 |
+54 |
| Jul10 |
090831 |
571.50 |
581.00 |
560.75 |
576.75 |
-1.75 |
229 |
5,985 |
-27 |
| Total Volume and Open Interest |
6,771 |
39,119 |
-1,186 |
| Oats(CBOT) |
| Sep09 |
090831 |
213.75 |
216.00 |
208.75 |
210.75 |
unch |
340 |
432 |
-244 |
| Dec09 |
090831 |
228.00 |
230.50 |
220.00 |
225.00 |
unch |
1,465 |
10,974 |
-57 |
| Mar10 |
090831 |
234.50 |
242.50 |
234.50 |
237.75 |
unch |
102 |
1,869 |
-141 |
| May10 |
090831 |
250.00 |
251.25 |
246.50 |
246.50 |
unch |
1 |
4 |
-87 |
| Total Volume and Open Interest |
1,908 |
13,283 |
-529 |
| Rough Rice(CBOT) |
| Sep09 |
090831 |
13.57 |
13.85 |
13.57 |
13.85 |
+0.34 |
379 |
1,806 |
-283 |
| Nov09 |
090831 |
13.78 |
14.09 |
13.78 |
14.08 |
+0.32 |
638 |
7,493 |
+255 |
| Jan10 |
090831 |
14.01 |
14.29 |
14.01 |
14.29 |
+0.28 |
16 |
873 |
+11 |
| Mar10 |
090831 |
14.41 |
14.49 |
14.24 |
14.49 |
+0.26 |
6 |
902 |
-5 |
| Total Volume and Open Interest |
1,041 |
11,493 |
-22 |
| Live Cattle(CME) |
| Aug09 |
090831 |
84.250 |
84.900 |
81.650 |
82.680 |
-1.970 |
1,448 |
2,163 |
-1,087 |
| Oct09 |
090831 |
86.500 |
86.885 |
85.930 |
86.680 |
-0.020 |
14,856 |
109,956 |
-1,378 |
| Dec09 |
090831 |
86.885 |
87.050 |
86.400 |
86.830 |
-0.270 |
6,731 |
71,100 |
+758 |
| Feb10 |
090831 |
87.400 |
87.580 |
87.035 |
87.285 |
-0.295 |
2,187 |
28,958 |
+381 |
| Apr10 |
090831 |
89.450 |
89.750 |
89.230 |
89.580 |
-0.120 |
2,455 |
19,989 |
+754 |
| Jun10 |
090831 |
85.700 |
85.900 |
85.600 |
85.850 |
-0.200 |
201 |
7,666 |
+84 |
| Total Volume and Open Interest |
28,089 |
242,745 |
-387 |
| Feeder Cattle(CME) |
| Sep09 |
090831 |
97.950 |
97.950 |
97.200 |
97.250 |
-0.900 |
918 |
4,416 |
-190 |
| Oct09 |
090831 |
97.750 |
97.750 |
97.100 |
97.430 |
-0.620 |
1,558 |
10,358 |
+204 |
| Nov09 |
090831 |
98.230 |
98.400 |
97.750 |
98.035 |
-0.515 |
1,132 |
5,103 |
+419 |
| Jan10 |
090831 |
99.350 |
99.400 |
98.850 |
99.285 |
-0.195 |
187 |
1,637 |
+23 |
| Mar10 |
090831 |
99.400 |
99.400 |
98.650 |
99.100 |
-0.300 |
147 |
726 |
+25 |
| Apr10 |
090831 |
100.300 |
100.500 |
100.000 |
100.500 |
-0.035 |
7 |
140 |
+4 |
| May10 |
090831 |
101.300 |
101.650 |
101.000 |
101.500 |
-0.250 |
27 |
349 |
+8 |
| Total Volume and Open Interest |
3,976 |
22,729 |
-975 |
| Lean Hogs(CME) |
| Oct09 |
090831 |
47.300 |
48.600 |
47.300 |
48.150 |
+0.070 |
11,991 |
53,247 |
-654 |
| Dec09 |
090831 |
45.750 |
46.650 |
45.650 |
46.235 |
-0.215 |
10,240 |
46,325 |
+695 |
| Feb10 |
090831 |
52.430 |
53.450 |
52.350 |
53.350 |
+0.565 |
2,318 |
21,382 |
+280 |
| Apr10 |
090831 |
57.830 |
58.400 |
57.330 |
58.235 |
-0.015 |
594 |
7,933 |
+234 |
| May10 |
090831 |
64.000 |
64.500 |
63.700 |
64.430 |
+0.380 |
3 |
695 |
-5 |
| Jun10 |
090831 |
67.600 |
68.285 |
67.300 |
68.100 |
+0.050 |
276 |
4,440 |
-65 |
| Jul10 |
090831 |
67.100 |
68.250 |
67.100 |
68.250 |
+0.700 |
21 |
934 |
-8 |
| Aug10 |
090831 |
65.400 |
66.400 |
65.400 |
66.100 |
+0.400 |
6 |
645 |
+3 |
| Total Volume and Open Interest |
25,455 |
135,758 |
+486 |
| Pork Bellies(CME) |
| Feb10 |
090831 |
75.250 |
76.500 |
74.550 |
76.250 |
-0.250 |
43 |
468 |
+4 |
| Mar10 |
090831 |
76.250 |
76.250 |
76.250 |
76.250 |
unch |
1 |
90 |
+0 |
| May10 |
090831 |
78.000 |
78.000 |
78.000 |
78.000 |
unch |
4 |
49 |
+4 |
| Jul10 |
090831 |
81.000 |
81.000 |
81.000 |
81.000 |
-0.100 |
4 |
10 |
+5 |
| Aug10 |
090831 |
81.000 |
81.000 |
80.900 |
80.900 |
-0.100 |
2 |
2 |
+2 |
| Total Volume and Open Interest |
54 |
619 |
+15 |
| Class III Milk(CME) |
| Aug09 |
090831 |
11.22 |
11.23 |
11.21 |
11.22 |
unch |
44 |
4,089 |
+16 |
| Sep09 |
090831 |
12.31 |
12.37 |
12.25 |
12.29 |
-0.08 |
192 |
3,783 |
-5 |
| Oct09 |
090831 |
12.51 |
12.62 |
12.41 |
12.46 |
-0.16 |
294 |
3,846 |
+66 |
| Nov09 |
090831 |
13.00 |
13.00 |
12.86 |
12.92 |
-0.06 |
339 |
3,753 |
+53 |
| Dec09 |
090831 |
13.14 |
13.14 |
13.02 |
13.09 |
-0.03 |
262 |
3,526 |
+32 |
| Total Volume and Open Interest |
1,569 |
26,400 |
+339 |
| Cocoa(ICE) |
| Sep09 |
090831 |
2762 |
2782 |
2750 |
2772 |
-8 |
18 |
141 |
+11 |
| Dec09 |
090831 |
2798 |
2843 |
2766 |
2794 |
-5 |
10,566 |
62,167 |
-1,130 |
| Mar10 |
090831 |
2800 |
2866 |
2784 |
2815 |
-4 |
1,073 |
29,735 |
+181 |
| May10 |
090831 |
2800 |
2845 |
2800 |
2827 |
-2 |
253 |
7,876 |
+149 |
| Jul10 |
090831 |
2830 |
2837 |
2830 |
2834 |
-1 |
6 |
3,567 |
+2 |
| Sep10 |
090831 |
2835 |
2835 |
2835 |
2835 |
unch |
86 |
3,003 |
+83 |
| Dec10 |
090831 |
2842 |
2842 |
2842 |
2842 |
-1 |
0 |
1,832 |
+0 |
| Total Volume and Open Interest |
12,002 |
113,964 |
-704 |
| Coffee "C"(ICE) |
| Sep09 |
090831 |
120.85 |
121.00 |
118.60 |
120.90 |
-0.20 |
131 |
223 |
-70 |
| Dec09 |
090831 |
122.15 |
122.70 |
120.30 |
122.30 |
unch |
7,791 |
65,861 |
+479 |
| Mar10 |
090831 |
124.80 |
125.40 |
123.25 |
125.20 |
unch |
826 |
15,851 |
+92 |
| May10 |
090831 |
126.90 |
127.10 |
125.35 |
127.10 |
unch |
24 |
6,520 |
-24 |
| Jul10 |
090831 |
127.25 |
128.95 |
127.00 |
128.95 |
+0.05 |
21 |
1,995 |
-5 |
| Sep10 |
090831 |
129.05 |
130.80 |
129.00 |
130.80 |
+0.05 |
78 |
2,095 |
+5 |
| Total Volume and Open Interest |
8,929 |
94,300 |
+539 |
| Orange Juice(ICE) |
| Sep09 |
090831 |
90.65 |
90.65 |
89.55 |
90.10 |
-0.60 |
654 |
2,018 |
-619 |
| Nov09 |
090831 |
94.10 |
94.65 |
93.40 |
94.35 |
-0.15 |
1,333 |
23,171 |
-88 |
| Jan10 |
090831 |
97.50 |
97.65 |
96.95 |
97.65 |
-0.20 |
25 |
1,537 |
+8 |
| Mar10 |
090831 |
100.75 |
100.90 |
100.50 |
100.90 |
-0.15 |
3 |
2,540 |
+3 |
| May10 |
090831 |
103.75 |
103.75 |
103.75 |
103.75 |
-0.05 |
0 |
382 |
+0 |
| Jul10 |
090831 |
105.80 |
105.80 |
105.80 |
105.80 |
+0.05 |
0 |
58 |
+0 |
| Total Volume and Open Interest |
2,015 |
29,887 |
-696 |
| Sugar #11(ICE) |
| Oct09 |
090831 |
23.52 |
24.48 |
23.35 |
24.39 |
+0.87 |
37,631 |
287,039 |
-4,163 |
| Mar10 |
090831 |
24.90 |
25.90 |
24.74 |
25.82 |
+0.87 |
27,054 |
239,974 |
+2,893 |
| May10 |
090831 |
23.32 |
24.25 |
23.32 |
24.20 |
+0.78 |
3,831 |
49,167 |
-16 |
| Jul10 |
090831 |
21.82 |
22.57 |
21.69 |
22.51 |
+0.70 |
5,683 |
109,322 |
+1,182 |
| Oct10 |
090831 |
20.96 |
21.54 |
20.86 |
21.54 |
+0.54 |
3,001 |
75,790 |
+907 |
| Total Volume and Open Interest |
79,228 |
854,560 |
+1,543 |
| London Cocoa(LCE) |
| Sep09 |
090828 |
1806 |
1841 |
1792 |
1806 |
-14 |
725 |
37,833 |
-536 |
| Dec09 |
090828 |
1825 |
1857 |
1806 |
1825 |
-13 |
2,906 |
46,104 |
-294 |
| Mar10 |
090828 |
1820 |
1851 |
1801 |
1820 |
-14 |
1,229 |
31,391 |
+102 |
| May10 |
090828 |
1815 |
1825 |
1798 |
1815 |
-17 |
731 |
25,197 |
+444 |
| Jul10 |
090828 |
1808 |
1808 |
1803 |
1808 |
-18 |
27 |
7,635 |
-25 |
| Sep10 |
090828 |
1805 |
1831 |
1805 |
1805 |
-16 |
269 |
3,532 |
+154 |
| Dec10 |
090828 |
1803 |
1803 |
1803 |
1803 |
-16 |
0 |
714 |
+0 |
| Total Volume and Open Interest |
5,887 |
155,002 |
-155 |
| London Sugar(LCE) |
| Oct09 |
090828 |
573.10 |
578.50 |
559.60 |
573.10 |
+14.80 |
4,767 |
35,173 |
-1,275 |
| Dec09 |
090828 |
601.00 |
604.60 |
584.70 |
601.00 |
+17.50 |
2,474 |
16,499 |
+1,103 |
| Mar10 |
090828 |
620.70 |
622.70 |
603.80 |
620.70 |
+19.40 |
378 |
17,302 |
+143 |
| May10 |
090828 |
604.50 |
605.60 |
589.70 |
604.50 |
+18.20 |
3 |
6,207 |
+2 |
| Aug10 |
090828 |
578.60 |
578.60 |
563.60 |
578.60 |
+17.80 |
1 |
6,059 |
+1 |
| Total Volume and Open Interest |
7,623 |
84,407 |
-26 |
| Cotton(ICE) |
| Oct09 |
090831 |
55.87 |
57.76 |
55.50 |
57.76 |
+1.46 |
129 |
1,642 |
-39 |
| Dec09 |
090831 |
58.34 |
59.79 |
57.49 |
59.74 |
+1.40 |
4,105 |
92,027 |
+17 |
| Mar10 |
090831 |
60.20 |
62.09 |
59.90 |
62.06 |
+1.37 |
522 |
22,145 |
+81 |
| May10 |
090831 |
61.28 |
63.44 |
61.28 |
63.44 |
+1.38 |
43 |
1,579 |
-8 |
| Jul10 |
090831 |
62.52 |
64.63 |
62.52 |
64.63 |
+1.36 |
2 |
3,349 |
+1 |
| Oct10 |
090831 |
65.93 |
65.93 |
65.93 |
65.93 |
+1.43 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
4,804 |
123,325 |
+49 |
| Lumber(CME) |
| Sep09 |
090831 |
174.8 |
177.5 |
173.1 |
176.8 |
+4.7 |
362 |
1,794 |
-219 |
| Nov09 |
090831 |
175.9 |
179.9 |
171.3 |
179.6 |
+4.6 |
528 |
5,008 |
+150 |
| Jan10 |
090831 |
196.0 |
201.4 |
191.0 |
201.2 |
+3.1 |
241 |
1,665 |
+68 |
| Mar10 |
090831 |
206.0 |
213.9 |
205.1 |
213.4 |
+5.3 |
1 |
88 |
+1 |
| Total Volume and Open Interest |
1,132 |
8,568 |
+0 |
| Crude Oil(NYM) |
| Oct09 |
090831 |
71.00 |
73.36 |
69.13 |
69.96 |
-2.78 |
272,730 |
254,897 |
-6,365 |
| Nov09 |
090831 |
73.45 |
74.13 |
69.81 |
70.66 |
-2.80 |
59,606 |
135,684 |
-371 |
| Dec09 |
090831 |
74.62 |
74.62 |
70.51 |
71.38 |
-2.78 |
51,502 |
162,343 |
-821 |
| Jan10 |
090831 |
74.50 |
74.50 |
71.17 |
72.00 |
-2.78 |
8,299 |
38,637 |
+381 |
| Feb10 |
090831 |
73.76 |
73.76 |
71.81 |
72.59 |
-2.78 |
5,127 |
27,479 |
+3 |
| Mar10 |
090831 |
76.86 |
76.86 |
72.42 |
73.18 |
-2.77 |
4,447 |
26,498 |
+1,115 |
| Apr10 |
090831 |
75.20 |
75.20 |
73.33 |
73.71 |
-2.74 |
3,142 |
13,438 |
+256 |
| May10 |
090831 |
74.21 |
74.21 |
74.21 |
74.21 |
-2.70 |
3,618 |
12,895 |
+81 |
| Jun10 |
090831 |
75.48 |
75.48 |
73.97 |
74.70 |
-2.66 |
7,843 |
74,924 |
+624 |
| Jul10 |
090831 |
75.55 |
75.55 |
74.42 |
75.09 |
-2.63 |
1,479 |
31,757 |
+297 |
| Aug10 |
090831 |
75.41 |
75.41 |
75.40 |
75.40 |
-2.59 |
966 |
10,522 |
+25 |
| Sep10 |
090831 |
76.00 |
76.00 |
75.14 |
75.72 |
-2.55 |
1,060 |
19,023 |
+25 |
| Oct10 |
090831 |
76.04 |
76.04 |
76.04 |
76.04 |
-2.51 |
1,529 |
9,374 |
-282 |
| Nov10 |
090831 |
76.36 |
76.36 |
76.36 |
76.36 |
-2.48 |
1,441 |
10,922 |
+476 |
| Dec10 |
090831 |
78.36 |
78.36 |
75.99 |
76.69 |
-2.45 |
12,733 |
99,885 |
-638 |
| Jan11 |
090831 |
76.86 |
76.86 |
76.86 |
76.86 |
-2.43 |
915 |
9,190 |
-100 |
| Total Volume and Open Interest |
444,003 |
1,152,088 |
-4,942 |
| e-miNY Crude Oil(NYM) |
| Aug09 |
090720 |
63.525 |
64.875 |
63.225 |
63.975 |
+0.425 |
9,566 |
2,669 |
-869 |
| Sep09 |
090807 |
71.725 |
73.200 |
70.400 |
70.925 |
-1.025 |
12,160 |
5,963 |
+827 |
| Oct09 |
090826 |
71.450 |
72.625 |
70.650 |
71.425 |
-0.625 |
7,822 |
4,992 |
+545 |
| Nov09 |
090831 |
73.725 |
73.725 |
69.975 |
70.650 |
-2.800 |
260 |
672 |
+12 |
| Dec09 |
090831 |
73.700 |
73.700 |
70.650 |
71.375 |
-2.775 |
86 |
451 |
+34 |
| Jan10 |
090831 |
72.000 |
72.000 |
72.000 |
72.000 |
-2.775 |
3 |
116 |
-1 |
| Feb10 |
090831 |
72.600 |
72.600 |
72.600 |
72.600 |
-2.775 |
0 |
104 |
+0 |
| Mar10 |
090831 |
73.175 |
73.175 |
73.175 |
73.175 |
-2.775 |
0 |
6 |
+0 |
| Apr10 |
090831 |
73.700 |
73.700 |
73.700 |
73.700 |
-2.750 |
0 |
1 |
+0 |
| May10 |
090831 |
74.200 |
74.200 |
74.200 |
74.200 |
-2.700 |
2 |
2 |
+2 |
| Total Volume and Open Interest |
12,915 |
6,032 |
+117 |
| Heating Oil(NYM) |
| Sep09 |
090831 |
187.15 |
187.15 |
176.10 |
177.92 |
-8.11 |
18,287 |
12,619 |
-3,814 |
| Oct09 |
090831 |
188.65 |
189.81 |
178.25 |
180.85 |
-7.80 |
38,751 |
68,053 |
+1,146 |
| Nov09 |
090831 |
190.51 |
190.57 |
181.40 |
183.94 |
-7.66 |
8,896 |
37,276 |
+389 |
| Dec09 |
090831 |
191.96 |
191.96 |
184.58 |
187.11 |
-7.49 |
9,597 |
47,164 |
+761 |
| Jan10 |
090831 |
196.39 |
196.39 |
188.25 |
190.35 |
-7.37 |
2,319 |
23,789 |
+65 |
| Feb10 |
090831 |
194.59 |
194.59 |
190.60 |
192.76 |
-7.30 |
1,437 |
16,382 |
-353 |
| Mar10 |
090831 |
195.40 |
195.80 |
192.50 |
194.35 |
-7.20 |
1,777 |
13,064 |
+49 |
| Apr10 |
090831 |
198.60 |
198.60 |
193.40 |
195.10 |
-7.15 |
1,865 |
7,547 |
-644 |
| May10 |
090831 |
195.43 |
195.90 |
194.38 |
195.90 |
-7.10 |
2,156 |
9,399 |
+392 |
| Jun10 |
090831 |
197.90 |
198.45 |
195.45 |
196.85 |
-7.05 |
1,543 |
20,427 |
+100 |
| Jul10 |
090831 |
198.45 |
198.45 |
198.45 |
198.45 |
-7.05 |
247 |
5,357 |
-143 |
| Aug10 |
090831 |
200.10 |
200.10 |
200.10 |
200.10 |
-7.05 |
303 |
2,164 |
+178 |
| Total Volume and Open Interest |
90,301 |
305,094 |
-1,053 |
| Gasoline(NYMEX) |
| Sep09 |
090831 |
206.60 |
207.00 |
195.51 |
198.59 |
-7.59 |
21,084 |
12,702 |
-4,573 |
| Oct09 |
090831 |
189.99 |
191.00 |
179.18 |
180.99 |
-9.00 |
38,358 |
79,955 |
+2,643 |
| Nov09 |
090831 |
187.34 |
187.34 |
178.42 |
180.18 |
-8.79 |
13,831 |
35,486 |
+919 |
| Dec09 |
090831 |
190.49 |
190.49 |
179.10 |
180.99 |
-8.61 |
9,785 |
31,014 |
-959 |
| Jan10 |
090831 |
187.69 |
187.69 |
181.69 |
183.00 |
-8.61 |
3,318 |
15,382 |
+295 |
| Feb10 |
090831 |
189.38 |
189.38 |
183.99 |
185.30 |
-8.58 |
1,456 |
4,782 |
+393 |
| Mar10 |
090831 |
189.89 |
189.89 |
187.08 |
187.60 |
-8.54 |
844 |
6,828 |
+89 |
| Apr10 |
090831 |
200.08 |
200.50 |
199.10 |
200.50 |
-8.59 |
461 |
5,447 |
+159 |
| May10 |
090831 |
200.70 |
201.55 |
200.70 |
201.55 |
-8.49 |
225 |
3,773 |
+117 |
| Jun10 |
090831 |
202.34 |
202.39 |
200.86 |
202.10 |
-8.39 |
255 |
4,773 |
+156 |
| Total Volume and Open Interest |
89,656 |
208,967 |
-759 |
| e-miNY RBOB Gasoline(NYM) |
| Oct09 |
090828 |
189.99 |
189.99 |
189.99 |
189.99 |
+1.15 |
|
|
|
| Nov09 |
090831 |
180.18 |
180.18 |
180.18 |
180.18 |
-8.79 |
|
|
|
| Dec09 |
090831 |
180.99 |
180.99 |
180.99 |
180.99 |
-8.61 |
0 |
2 |
+0 |
| Jan10 |
090831 |
183.00 |
183.00 |
183.00 |
183.00 |
-8.61 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Oct09 |
090831 |
3.003 |
3.084 |
2.914 |
2.977 |
-0.056 |
118,078 |
187,966 |
+4,872 |
| Nov09 |
090831 |
4.019 |
4.106 |
3.934 |
3.998 |
-0.055 |
25,776 |
96,893 |
+3,794 |
| Dec09 |
090831 |
4.923 |
4.923 |
4.788 |
4.832 |
-0.081 |
11,845 |
55,230 |
-16 |
| Jan10 |
090831 |
5.245 |
5.245 |
5.090 |
5.128 |
-0.083 |
10,801 |
56,147 |
+531 |
| Feb10 |
090831 |
5.250 |
5.250 |
5.170 |
5.191 |
-0.096 |
2,580 |
22,890 |
-67 |
| Mar10 |
090831 |
5.250 |
5.250 |
5.171 |
5.198 |
-0.090 |
2,927 |
39,749 |
+162 |
| Apr10 |
090831 |
5.250 |
5.259 |
5.180 |
5.198 |
-0.087 |
2,989 |
40,570 |
-342 |
| May10 |
090831 |
5.290 |
5.295 |
5.250 |
5.268 |
-0.084 |
2,922 |
20,271 |
-84 |
| Jun10 |
090831 |
5.365 |
5.422 |
5.365 |
5.385 |
-0.080 |
981 |
10,251 |
+55 |
| Jul10 |
090831 |
5.506 |
5.534 |
5.492 |
5.510 |
-0.080 |
494 |
10,647 |
+88 |
| Aug10 |
090831 |
5.630 |
5.630 |
5.600 |
5.607 |
-0.080 |
1,331 |
8,465 |
+28 |
| Sep10 |
090831 |
5.690 |
5.700 |
5.677 |
5.680 |
-0.080 |
215 |
7,843 |
+93 |
| Oct10 |
090831 |
5.850 |
5.850 |
5.795 |
5.820 |
-0.075 |
1,173 |
20,453 |
+198 |
| Nov10 |
090831 |
6.260 |
6.275 |
6.233 |
6.255 |
-0.065 |
505 |
6,407 |
-79 |
| Dec10 |
090831 |
6.680 |
6.680 |
6.632 |
6.655 |
-0.065 |
392 |
13,429 |
+7 |
| Jan11 |
090831 |
6.875 |
6.893 |
6.860 |
6.875 |
-0.065 |
718 |
8,730 |
+63 |
| Total Volume and Open Interest |
185,154 |
716,272 |
-3,031 |
| Brent Crude Oil(ICE) |
| Oct09 |
090831 |
72.79 |
72.95 |
68.85 |
69.65 |
-3.14 |
124,720 |
150,395 |
-2,557 |
| Nov09 |
090831 |
73.46 |
73.60 |
69.60 |
70.38 |
-3.08 |
59,682 |
94,499 |
-497 |
| Dec09 |
090831 |
74.11 |
74.11 |
70.36 |
71.15 |
-3.01 |
45,201 |
111,070 |
+1,647 |
| Jan10 |
090831 |
74.17 |
74.30 |
71.10 |
71.84 |
-2.97 |
7,713 |
32,522 |
+10 |
| Feb10 |
090831 |
74.94 |
74.94 |
71.77 |
72.49 |
-2.94 |
4,784 |
21,370 |
+686 |
| Mar10 |
090831 |
73.85 |
73.86 |
72.41 |
73.14 |
-2.90 |
3,614 |
15,178 |
-188 |
| Apr10 |
090831 |
74.45 |
74.55 |
73.02 |
73.77 |
-2.86 |
2,698 |
10,186 |
+531 |
| May10 |
090831 |
75.00 |
75.10 |
73.59 |
74.35 |
-2.81 |
1,716 |
6,787 |
+163 |
| Jun10 |
090831 |
75.75 |
75.75 |
74.10 |
74.88 |
-2.74 |
3,646 |
45,753 |
+184 |
| Jul10 |
090831 |
75.30 |
75.30 |
75.30 |
75.30 |
-2.70 |
1,150 |
9,905 |
-61 |
| Aug10 |
090831 |
75.67 |
75.67 |
75.67 |
75.67 |
-2.65 |
663 |
6,447 |
+155 |
| Sep10 |
090831 |
76.02 |
76.02 |
76.02 |
76.02 |
-2.61 |
441 |
3,920 |
+18 |
| Oct10 |
090831 |
76.33 |
76.33 |
76.33 |
76.33 |
-2.58 |
634 |
3,685 |
+109 |
| Nov10 |
090831 |
76.61 |
76.61 |
76.61 |
76.61 |
-2.55 |
433 |
3,496 |
+42 |
| Total Volume and Open Interest |
263,763 |
671,346 |
+961 |
| Gas Oil(ICE) |
| Sep09 |
090831 |
594.75 |
594.75 |
560.75 |
562.75 |
-34.00 |
24,202 |
64,678 |
-2,231 |
| Oct09 |
090831 |
601.00 |
601.75 |
567.00 |
569.25 |
-34.00 |
28,646 |
87,084 |
-870 |
| Nov09 |
090831 |
603.25 |
603.50 |
574.00 |
576.25 |
-33.50 |
11,273 |
45,601 |
+235 |
| Dec09 |
090831 |
606.75 |
608.00 |
581.75 |
583.25 |
-33.25 |
12,991 |
68,100 |
+466 |
| Jan10 |
090831 |
612.75 |
612.75 |
590.00 |
590.75 |
-32.75 |
6,132 |
48,727 |
-2,071 |
| Feb10 |
090831 |
618.75 |
618.75 |
597.00 |
597.25 |
-32.25 |
1,320 |
21,799 |
+167 |
| Mar10 |
090831 |
617.75 |
617.75 |
602.50 |
603.25 |
-31.75 |
1,939 |
22,372 |
+448 |
| Apr10 |
090831 |
630.00 |
630.00 |
608.50 |
609.25 |
-31.00 |
1,249 |
11,727 |
+374 |
| May10 |
090831 |
619.75 |
619.75 |
613.75 |
614.75 |
-30.75 |
1,955 |
11,884 |
+180 |
| Jun10 |
090831 |
631.75 |
631.75 |
619.00 |
619.75 |
-30.50 |
3,618 |
35,678 |
+1,102 |
| Total Volume and Open Interest |
98,765 |
528,299 |
-1,597 |
| Ethanol(CBOT) |
| Aug09 |
090805 |
1.637 |
1.637 |
1.635 |
1.635 |
-0.023 |
9 |
78 |
+0 |
| Sep09 |
090831 |
1.600 |
1.614 |
1.595 |
1.611 |
-0.001 |
34 |
277 |
-6 |
| Oct09 |
090831 |
1.571 |
1.588 |
1.571 |
1.582 |
-0.007 |
29 |
536 |
+18 |
| Nov09 |
090831 |
1.578 |
1.580 |
1.570 |
1.574 |
-0.013 |
4 |
426 |
+2 |
| Dec09 |
090831 |
1.567 |
1.584 |
1.560 |
1.584 |
-0.004 |
7 |
328 |
+3 |
| Jan10 |
090831 |
1.589 |
1.590 |
1.589 |
1.590 |
unch |
9 |
679 |
+9 |
| Feb10 |
090831 |
1.570 |
1.597 |
1.570 |
1.588 |
-0.002 |
30 |
399 |
+5 |
| Mar10 |
090831 |
1.570 |
1.594 |
1.570 |
1.587 |
-0.010 |
36 |
544 |
+11 |
| Total Volume and Open Interest |
231 |
4,510 |
+104 |
| US Dollar Index(ICE) |
| Sep09 |
090831 |
78.355 |
78.635 |
78.025 |
78.220 |
-0.165 |
9,901 |
25,504 |
+1,641 |
| Dec09 |
090831 |
78.650 |
78.940 |
78.350 |
78.520 |
-0.160 |
288 |
2,372 |
+8 |
| Mar10 |
090831 |
78.670 |
78.670 |
78.670 |
78.670 |
-0.310 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
10,189 |
27,879 |
+1,649 |
| Australian Dollar(CME) |
| Sep09 |
090831 |
84.10 |
84.53 |
83.30 |
84.24 |
+0.24 |
93,279 |
100,059 |
+617 |
| Dec09 |
090831 |
83.36 |
83.83 |
82.66 |
83.59 |
+0.23 |
3,546 |
6,115 |
+2,373 |
| Mar10 |
090831 |
82.87 |
82.87 |
82.62 |
82.84 |
+0.22 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
96,825 |
106,190 |
+2,990 |
| British Pound(CME) |
| Sep09 |
090831 |
162.69 |
163.29 |
161.82 |
162.66 |
-0.03 |
100,556 |
91,244 |
-5,679 |
| Dec09 |
090831 |
162.65 |
163.27 |
161.80 |
162.65 |
-0.03 |
3,300 |
7,159 |
+1,890 |
| Mar10 |
090831 |
162.64 |
162.99 |
162.04 |
162.64 |
-0.03 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
103,856 |
98,454 |
-3,789 |
| Canadian Dollar(CME) |
| Sep09 |
090831 |
91.51 |
91.71 |
90.13 |
91.35 |
-0.14 |
64,361 |
85,739 |
-245 |
| Dec09 |
090831 |
91.66 |
91.70 |
90.16 |
91.36 |
-0.14 |
579 |
5,091 |
+48 |
| Mar10 |
090831 |
90.33 |
91.60 |
90.17 |
91.34 |
-0.14 |
16 |
804 |
+9 |
| Jun10 |
090831 |
90.93 |
91.46 |
90.17 |
91.32 |
-0.14 |
6 |
197 |
+0 |
| Total Volume and Open Interest |
64,998 |
92,054 |
-166 |
| Japanese Yen(CME) |
| Sep09 |
090831 |
106.95 |
108.08 |
106.84 |
107.56 |
+0.72 |
111,305 |
96,200 |
+9,958 |
| Dec09 |
090831 |
107.06 |
108.13 |
106.90 |
107.62 |
+0.72 |
970 |
1,374 |
+210 |
| Mar10 |
090831 |
107.60 |
108.05 |
106.98 |
107.70 |
+0.72 |
0 |
36 |
+0 |
| Total Volume and Open Interest |
112,275 |
97,612 |
+10,168 |
| Swiss Franc(CME) |
| Sep09 |
090831 |
94.36 |
94.74 |
94.03 |
94.39 |
+0.10 |
44,806 |
46,417 |
+5,192 |
| Dec09 |
090831 |
94.38 |
94.83 |
94.13 |
94.47 |
+0.10 |
144 |
532 |
+43 |
| Mar10 |
090831 |
94.57 |
94.64 |
94.47 |
94.57 |
+0.10 |
1 |
11 |
+1 |
| Total Volume and Open Interest |
44,951 |
46,960 |
+5,236 |
| EuroFX(CME) |
| Sep09 |
090831 |
143.05 |
143.68 |
142.56 |
143.30 |
+0.43 |
229,045 |
130,843 |
+7,798 |
| Dec09 |
090831 |
142.81 |
143.66 |
142.57 |
143.29 |
+0.43 |
2,398 |
5,883 |
+1,046 |
| Mar10 |
090831 |
143.42 |
143.42 |
142.80 |
143.28 |
+0.43 |
3 |
394 |
+0 |
| Total Volume and Open Interest |
231,448 |
137,125 |
+8,844 |
| Mexican Peso(CME) |
| Sep09 |
090831 |
753.0 |
753.2 |
746.2 |
747.0 |
-6.0 |
22,513 |
89,115 |
-3,759 |
| Oct09 |
090831 |
742.2 |
748.2 |
742.2 |
742.2 |
-6.0 |
|
|
|
| Total Volume and Open Interest |
23,797 |
95,106 |
-2,599 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090831 |
120~150 |
121~020 |
119~290 |
120~290 |
-0~040 |
470,948 |
240,891 |
-136,483 |
| Dec09 |
090831 |
119~035 |
119~140 |
118~110 |
119~120 |
+0~095 |
294,913 |
571,555 |
+137,758 |
| Mar10 |
090831 |
118~140 |
118~140 |
118~035 |
118~140 |
+0~110 |
41 |
82 |
+28 |
| Total Volume and Open Interest |
765,902 |
812,531 |
+1,303 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090831 |
118~060 |
118~205 |
117~315 |
118~175 |
+0~165 |
1,305,522 |
378,842 |
-253,585 |
| Dec09 |
090831 |
116~280 |
117~095 |
116~215 |
117~070 |
+0~160 |
583,143 |
820,437 |
+282,934 |
| Mar10 |
090831 |
116~070 |
116~070 |
115~230 |
116~070 |
+0~160 |
|
|
|
| Total Volume and Open Interest |
1,888,665 |
1,199,279 |
+29,349 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090831 |
116~031 |
116~066 |
116~021 |
116~066 |
+0~046 |
29,082 |
219,208 |
-195,096 |
| Dec09 |
090831 |
114~120 |
115~038 |
114~113 |
115~032 |
+0~044 |
334,170 |
570,683 |
+176,241 |
| Mar10 |
090831 |
115~032 |
115~032 |
114~116 |
115~032 |
+0~044 |
|
|
|
| Total Volume and Open Interest |
1,020,338 |
789,891 |
-18,855 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090831 |
108~098 |
108~108 |
108~098 |
108~108 |
+0~014 |
72,421 |
215,141 |
-193,638 |
| Dec09 |
090831 |
108~006 |
108~025 |
108~005 |
108~022 |
+0~016 |
312,646 |
541,616 |
+168,107 |
| Mar10 |
090831 |
108~022 |
108~022 |
108~006 |
108~022 |
+0~016 |
|
|
|
| Total Volume and Open Interest |
760,528 |
756,757 |
-25,531 |
| Eurodollars(CME) |
| Sep09 |
090831 |
99.675 |
99.677 |
99.660 |
99.668 |
unch |
94,395 |
980,524 |
+38 |
| Dec09 |
090831 |
99.530 |
99.550 |
99.525 |
99.540 |
+0.015 |
153,169 |
937,127 |
+5,958 |
| Mar10 |
090831 |
99.270 |
99.295 |
99.265 |
99.285 |
+0.020 |
182,838 |
960,154 |
+413 |
| Jun10 |
090831 |
98.865 |
98.915 |
98.865 |
98.905 |
+0.040 |
174,097 |
682,455 |
+2,788 |
| Sep10 |
090831 |
98.435 |
98.505 |
98.430 |
98.490 |
+0.060 |
199,667 |
651,449 |
+1,892 |
| Dec10 |
090831 |
98.015 |
98.100 |
98.010 |
98.080 |
+0.075 |
183,817 |
743,122 |
+18,190 |
| Mar11 |
090831 |
97.640 |
97.735 |
97.625 |
97.715 |
+0.090 |
132,959 |
407,334 |
+5,496 |
| Jun11 |
090831 |
97.285 |
97.390 |
97.270 |
97.370 |
+0.100 |
102,085 |
396,499 |
+3,629 |
| Sep11 |
090831 |
96.985 |
97.090 |
96.975 |
97.075 |
+0.110 |
44,706 |
246,568 |
+599 |
| Dec11 |
090831 |
96.710 |
96.815 |
96.710 |
96.800 |
+0.110 |
29,001 |
178,660 |
+13 |
| Mar12 |
090831 |
96.500 |
96.605 |
96.490 |
96.585 |
+0.105 |
26,125 |
143,707 |
-250 |
| Jun12 |
090831 |
96.305 |
96.405 |
96.300 |
96.385 |
+0.095 |
24,522 |
124,001 |
-516 |
| Sep12 |
090831 |
96.195 |
96.245 |
96.160 |
96.220 |
+0.090 |
6,586 |
68,995 |
+131 |
| Dec12 |
090831 |
96.005 |
96.090 |
95.995 |
96.060 |
+0.090 |
6,316 |
60,597 |
-244 |
| Mar13 |
090831 |
95.945 |
95.985 |
95.890 |
95.960 |
+0.090 |
5,000 |
62,557 |
+96 |
| Jun13 |
090831 |
95.830 |
95.875 |
95.775 |
95.850 |
+0.090 |
5,064 |
31,343 |
-573 |
| Sep13 |
090831 |
95.720 |
95.755 |
95.660 |
95.740 |
+0.090 |
2,194 |
39,577 |
-159 |
| Dec13 |
090831 |
95.595 |
95.630 |
95.535 |
95.615 |
+0.090 |
2,475 |
28,219 |
-77 |
| Total Volume and Open Interest |
1,386,910 |
6,880,559 |
+40,139 |
| 30 Day Federal Funds(CBOT) |
| Aug09 |
090831 |
99.838 |
99.840 |
99.838 |
99.838 |
unch |
969 |
52,807 |
-860 |
| Sep09 |
090831 |
99.830 |
99.830 |
99.825 |
99.825 |
unch |
1,689 |
33,710 |
-363 |
| Oct09 |
090831 |
99.825 |
99.830 |
99.815 |
99.820 |
unch |
1,716 |
35,173 |
-291 |
| Nov09 |
090831 |
99.820 |
99.830 |
99.810 |
99.815 |
unch |
2,604 |
49,942 |
-89 |
| Dec09 |
090831 |
99.815 |
99.830 |
99.810 |
99.810 |
unch |
2,741 |
41,234 |
-267 |
| Jan10 |
090831 |
99.800 |
99.815 |
99.795 |
99.795 |
unch |
2,354 |
37,787 |
-176 |
| Total Volume and Open Interest |
26,641 |
402,262 |
+2,377 |
| 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 |
090831 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Dec09 |
090831 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
|
|
|
| Mar10 |
090831 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.03 |
|
|
|
| Jun10 |
090831 |
99.46 |
99.51 |
99.46 |
99.46 |
-0.05 |
|
|
|
| Sep10 |
090831 |
99.42 |
99.42 |
99.42 |
99.42 |
-0.05 |
|
|
|
| Dec10 |
090831 |
99.37 |
99.37 |
99.37 |
99.37 |
-0.06 |
|
|
|
| Mar11 |
090831 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.06 |
|
|
|
| Jun11 |
090831 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.07 |
|
|
|
| Sep11 |
090831 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Dec11 |
090831 |
99.10 |
99.10 |
99.10 |
99.10 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090831 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
150 |
12,843 |
-200 |
| Dec09 |
090831 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
3,295 |
+200 |
| Mar10 |
090831 |
99.50 |
99.53 |
99.50 |
99.53 |
unch |
0 |
3,290 |
+0 |
| Jun10 |
090831 |
99.51 |
99.52 |
99.51 |
99.52 |
unch |
0 |
1,702 |
+100 |
| Sep10 |
090831 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
482 |
+0 |
| Dec10 |
090831 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
422 |
+0 |
| Mar11 |
090831 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
412 |
+0 |
| Jun11 |
090831 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
52 |
+0 |
| Total Volume and Open Interest |
150 |
24,021 |
+200 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090828 |
139.04 |
139.14 |
138.75 |
139.02 |
+0.29 |
2,189 |
13,816 |
-16 |
| Dec09 |
090831 |
138.69 |
138.78 |
138.55 |
138.78 |
+0.06 |
13 |
19 |
+1 |
| Mar10 |
090831 |
138.55 |
138.55 |
138.55 |
138.55 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
1,810 |
14,903 |
+462 |
| Euro-Bund(EUREX) |
| Sep09 |
090828 |
122.57 |
122.84 |
122.18 |
122.63 |
+0.19 |
493,839 |
845,559 |
-33,360 |
| Dec09 |
090831 |
121.52 |
121.58 |
120.95 |
121.21 |
unch |
27,573 |
68,495 |
+17,794 |
| Mar10 |
090831 |
121.20 |
121.20 |
120.90 |
120.90 |
unch |
63 |
24 |
+5 |
| Total Volume and Open Interest |
648,021 |
822,644 |
-2,593 |
| Euro-Bobl(EUREX) |
| Sep09 |
090831 |
116.42 |
116.48 |
116.16 |
116.29 |
+0.01 |
335,082 |
549,462 |
-25,208 |
| Dec09 |
090831 |
115.02 |
115.06 |
114.75 |
114.88 |
+0.03 |
13,410 |
42,660 |
+7,331 |
| Mar10 |
090831 |
114.76 |
114.76 |
114.76 |
114.76 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
348,492 |
592,122 |
-17,877 |
| 3-Mth Euribor(EUREX) |
| Sep09 |
090831 |
99.220 |
99.225 |
99.220 |
99.225 |
-0.005 |
233 |
17,866 |
-49 |
| Dec09 |
090831 |
99.170 |
99.170 |
99.155 |
99.165 |
+0.010 |
164 |
6,121 |
+37 |
| Mar10 |
090831 |
98.935 |
98.935 |
98.935 |
98.935 |
+0.020 |
0 |
2,747 |
+0 |
| Total Volume and Open Interest |
416 |
34,262 |
-5 |
| Long Gilt(LIFFE) |
| Sep09 |
090828 |
119~27 |
120~10 |
119~18 |
120~03 |
unch |
154,839 |
86,825 |
-41,187 |
| Dec09 |
090828 |
118~08 |
118~22 |
117~29 |
118~15 |
+0~00 |
114,302 |
224,237 |
+56,582 |
| Total Volume and Open Interest |
269,141 |
311,062 |
+15,395 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090828 |
99.41 |
99.42 |
99.38 |
99.40 |
-0.01 |
47,918 |
306,880 |
-367 |
| Dec09 |
090828 |
99.27 |
99.28 |
99.24 |
99.27 |
unch |
71,149 |
315,160 |
+4,371 |
| Mar10 |
090828 |
98.92 |
98.93 |
98.87 |
98.91 |
-0.01 |
78,073 |
341,409 |
+2,014 |
| Jun10 |
090828 |
98.44 |
98.45 |
98.37 |
98.43 |
-0.01 |
80,294 |
304,875 |
+10,035 |
| Sep10 |
090828 |
97.94 |
97.95 |
97.86 |
97.93 |
-0.01 |
65,907 |
260,899 |
+49 |
| Dec10 |
090828 |
97.47 |
97.47 |
97.36 |
97.43 |
-0.02 |
62,211 |
303,980 |
-2,734 |
| Total Volume and Open Interest |
495,371 |
2,343,098 |
+12,056 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090831 |
99.225 |
99.250 |
99.210 |
99.225 |
-0.005 |
78,333 |
605,250 |
-25,084 |
| Dec09 |
090831 |
99.165 |
99.180 |
99.155 |
99.165 |
+0.010 |
67,275 |
554,658 |
+15,156 |
| Mar10 |
090831 |
98.925 |
98.960 |
98.920 |
98.935 |
+0.020 |
57,957 |
453,643 |
-681 |
| Total Volume and Open Interest |
461,096 |
3,140,728 |
+4,885 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090831 |
96.52 |
96.54 |
96.49 |
96.54 |
+0.03 |
18,578 |
196,637 |
+3,063 |
| Dec09 |
090831 |
95.96 |
96.00 |
95.88 |
95.96 |
-0.02 |
36,649 |
305,008 |
+13,589 |
| Mar10 |
090831 |
95.34 |
95.37 |
95.24 |
95.34 |
-0.01 |
15,883 |
165,338 |
+5,533 |
| Jun10 |
090831 |
94.88 |
94.90 |
94.77 |
94.88 |
unch |
13,887 |
97,510 |
+5,373 |
| Sep10 |
090831 |
94.56 |
94.59 |
94.46 |
94.57 |
+0.01 |
4,072 |
63,692 |
+14 |
| Dec10 |
090831 |
94.35 |
94.35 |
94.24 |
94.35 |
+0.01 |
3,843 |
45,423 |
+1,916 |
| Mar11 |
090831 |
94.18 |
94.20 |
94.10 |
94.20 |
+0.03 |
1,322 |
20,467 |
+45 |
| Jun11 |
090831 |
94.06 |
94.08 |
93.97 |
94.08 |
+0.03 |
324 |
16,643 |
-77 |
| Sep11 |
090831 |
93.94 |
93.98 |
93.93 |
93.98 |
+0.05 |
218 |
5,573 |
-6 |
| Dec11 |
090831 |
93.82 |
93.86 |
93.82 |
93.86 |
+0.04 |
50 |
1,793 |
+2 |
| Total Volume and Open Interest |
94,836 |
919,869 |
+29,457 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090831 |
94.61 |
94.65 |
94.50 |
94.61 |
+0.01 |
34,212 |
401,778 |
+21,760 |
| Dec09 |
090831 |
94.56 |
94.58 |
94.55 |
94.57 |
unch |
0 |
7 |
+0 |
| Total Volume and Open Interest |
34,212 |
401,785 |
+11,616 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090831 |
94.92 |
94.98 |
94.82 |
94.97 |
+0.05 |
137,349 |
838,334 |
+50,919 |
| Dec09 |
090831 |
94.84 |
94.86 |
94.74 |
94.86 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
137,349 |
838,334 |
+50,919 |
| Gold(CMX) |
| Oct09 |
090831 |
956.1 |
960.2 |
943.1 |
952.2 |
-5.3 |
2,509 |
21,023 |
-306 |
| Dec09 |
090831 |
957.4 |
962.1 |
944.3 |
953.5 |
-5.3 |
60,455 |
249,601 |
+1,367 |
| Feb10 |
090831 |
961.8 |
962.7 |
950.1 |
954.8 |
-5.3 |
535 |
19,906 |
-27 |
| Apr10 |
090831 |
960.0 |
960.4 |
946.7 |
955.9 |
-5.4 |
2,452 |
19,925 |
+191 |
| Jun10 |
090831 |
952.9 |
957.2 |
952.9 |
957.2 |
-5.5 |
167 |
11,626 |
+61 |
| Aug10 |
090831 |
954.8 |
958.7 |
954.8 |
958.7 |
-5.6 |
125 |
7,785 |
+90 |
| Oct10 |
090831 |
960.6 |
960.6 |
960.6 |
960.6 |
-5.6 |
0 |
3,616 |
+0 |
| Dec10 |
090831 |
968.7 |
968.7 |
957.0 |
962.8 |
-5.7 |
48 |
10,956 |
+8 |
| Feb11 |
090831 |
965.6 |
965.6 |
965.6 |
965.6 |
-5.8 |
0 |
1,012 |
+0 |
| Apr11 |
090831 |
968.8 |
968.8 |
968.8 |
968.8 |
-5.9 |
0 |
447 |
+0 |
| Jun11 |
090831 |
316.8 |
316.8 |
316.8 |
316.8 |
-6.1 |
150 |
7,772 |
-50 |
| Total Volume and Open Interest |
66,684 |
375,172 |
+1,228 |
| Silver(CMX) |
| Sep09 |
090831 |
1474.0 |
1492.0 |
1453.5 |
1489.8 |
+11.4 |
25,979 |
7,347 |
-5,403 |
| Dec09 |
090831 |
1477.5 |
1495.0 |
1455.0 |
1492.3 |
+10.8 |
21,668 |
68,352 |
+5,106 |
| Mar10 |
090831 |
1469.5 |
1495.7 |
1467.0 |
1495.7 |
+10.7 |
154 |
6,441 |
-26 |
| May10 |
090831 |
1497.6 |
1497.6 |
1497.6 |
1497.6 |
+10.5 |
14 |
2,181 |
+1 |
| Jul10 |
090831 |
1483.5 |
1499.4 |
1483.5 |
1499.4 |
+10.4 |
16 |
2,849 |
+12 |
| Sep10 |
090831 |
1476.0 |
1501.3 |
1476.0 |
1501.3 |
+10.4 |
32 |
2,218 |
+14 |
| Dec10 |
090831 |
1495.0 |
1505.3 |
1476.5 |
1505.3 |
+10.2 |
143 |
3,480 |
+49 |
| Total Volume and Open Interest |
48,133 |
100,347 |
-201 |
| Platinum(NYMEX) |
| Oct09 |
090831 |
1247.9 |
1251.4 |
1237.2 |
1244.0 |
-1.9 |
1,185 |
25,218 |
-256 |
| Jan10 |
090831 |
1248.4 |
1251.0 |
1248.4 |
1249.4 |
-1.9 |
104 |
1,803 |
+94 |
| Apr10 |
090831 |
1255.2 |
1255.2 |
1255.2 |
1255.2 |
-3.2 |
1 |
107 |
+0 |
| Total Volume and Open Interest |
1,290 |
27,128 |
-162 |
| Palladium(NYMEX) |
| Sep09 |
090831 |
288.75 |
293.45 |
287.00 |
291.80 |
+1.20 |
1,648 |
2,431 |
-1,013 |
| Dec09 |
090831 |
291.45 |
294.50 |
288.00 |
293.50 |
+1.15 |
1,951 |
19,025 |
+1,234 |
| Mar10 |
090831 |
294.75 |
294.75 |
294.75 |
294.75 |
+1.15 |
108 |
231 |
+106 |
| Total Volume and Open Interest |
3,707 |
21,687 |
+327 |
| Copper(CMX) |
| Sep09 |
090831 |
294.60 |
296.35 |
278.05 |
280.80 |
-11.50 |
17,334 |
9,886 |
-2,693 |
| Dec09 |
090831 |
296.90 |
298.90 |
279.80 |
282.65 |
-12.40 |
11,801 |
89,889 |
+3,562 |
| Mar10 |
090831 |
290.20 |
290.20 |
281.20 |
282.95 |
-12.30 |
208 |
8,465 |
+47 |
| May10 |
090831 |
282.70 |
282.70 |
282.70 |
282.70 |
-12.15 |
6 |
1,394 |
+1 |
| Jul10 |
090831 |
281.85 |
281.85 |
281.85 |
281.85 |
-12.20 |
0 |
1,432 |
+0 |
| Total Volume and Open Interest |
30,158 |
119,479 |
+1,012 |
| Aluminum(CMX) |
| Sep09 |
090831 |
92.75 |
92.75 |
92.75 |
92.75 |
+1.25 |
|
|
|
| Oct09 |
090805 |
0.50 |
0.50 |
0.50 |
0.50 |
-3.55 |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Dec09 |
080724 |
1.17 |
1.17 |
1.17 |
1.17 |
unch |
|
|
|
| Jan10 |
080724 |
145.85 |
145.85 |
145.85 |
145.85 |
unch |
|
|
|
| Feb10 |
080724 |
2.17 |
2.17 |
2.17 |
2.17 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Sep09 |
090831 |
9538 |
9550 |
9425 |
9486 |
-50 |
431 |
9,716 |
+9 |
| Dec09 |
090831 |
9397 |
9430 |
9392 |
9426 |
-50 |
762 |
680 |
-342 |
| Mar10 |
090831 |
9400 |
9424 |
9370 |
9374 |
-50 |
750 |
1,002 |
+1,000 |
| Jun10 |
090831 |
9316 |
9366 |
9316 |
9316 |
-50 |
|
|
|
| Total Volume and Open Interest |
1,943 |
11,398 |
+667 |
| S & P 500(CME) |
| Sep09 |
090831 |
1026.60 |
1030.40 |
1013.50 |
1019.70 |
-7.70 |
22,608 |
373,599 |
-519 |
| Dec09 |
090831 |
1015.00 |
1016.50 |
1009.80 |
1015.20 |
-7.70 |
4,308 |
23,689 |
+4,491 |
| Mar10 |
090831 |
1010.80 |
1010.80 |
1005.60 |
1010.80 |
-7.80 |
0 |
4,360 |
+0 |
| Jun10 |
090831 |
1007.40 |
1007.40 |
1002.30 |
1007.40 |
-7.90 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
26,916 |
401,832 |
+3,972 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090831 |
1026.50 |
1031.00 |
1013.25 |
1019.75 |
-7.75 |
2,068,535 |
2,612,388 |
+10,553 |
| Dec09 |
090831 |
1022.00 |
1026.00 |
1009.00 |
1015.25 |
-7.75 |
18,013 |
75,345 |
+15,727 |
| Total Volume and Open Interest |
2,086,552 |
2,687,780 |
+26,279 |
| NASDAQ 100(CME) |
| Sep09 |
090831 |
1640.80 |
1644.50 |
1615.00 |
1625.00 |
-17.50 |
4,894 |
23,078 |
-142 |
| Dec09 |
090831 |
1622.80 |
1622.80 |
1621.80 |
1622.80 |
-17.50 |
0 |
29 |
+0 |
| Mar10 |
090831 |
1621.80 |
1621.80 |
1620.80 |
1621.80 |
-17.50 |
|
|
|
| Total Volume and Open Interest |
4,894 |
23,107 |
-142 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090831 |
1641.30 |
1645.00 |
1615.80 |
1625.00 |
-17.50 |
315,245 |
316,731 |
-4,787 |
| Dec09 |
090831 |
1635.80 |
1642.30 |
1613.50 |
1622.80 |
-17.50 |
1,655 |
11,801 |
+1,371 |
| Total Volume and Open Interest |
316,906 |
328,549 |
-3,412 |
| S & P Midcap 400(CME) |
| Sep09 |
090831 |
656.50 |
656.50 |
650.00 |
654.00 |
-8.00 |
101 |
2,923 |
-3 |
| Dec09 |
090831 |
652.00 |
652.00 |
649.80 |
652.00 |
-7.80 |
|
|
|
| Mar10 |
090831 |
650.00 |
650.00 |
647.80 |
650.00 |
-7.80 |
|
|
|
| Total Volume and Open Interest |
101 |
2,923 |
-3 |
| Russell 2000(CME) |
| Sep09 |
090828 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
264 |
5,837 |
+33 |
| Dec09 |
090828 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,280 |
-51 |
| Mar10 |
090828 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,239 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090831 |
10585 |
10770 |
10420 |
10430 |
-95 |
119,635 |
238,652 |
+387 |
| Dec09 |
090831 |
10650 |
10730 |
10400 |
10400 |
-90 |
211 |
3,222 |
+40 |
| Total Volume and Open Interest |
119,846 |
243,188 |
-6,101 |
| Nikkei 225(SGX) |
| Sep09 |
090831 |
10585 |
10770 |
10420 |
10430 |
-95 |
119,635 |
238,652 |
+387 |
| Dec09 |
090831 |
10650 |
10730 |
10400 |
10400 |
-90 |
211 |
3,222 |
+40 |
| Mar10 |
090831 |
10405 |
10405 |
10405 |
10405 |
-100 |
0 |
135 |
+0 |
| Total Volume and Open Interest |
119,846 |
243,188 |
-6,101 |
| CAC 40(EURONEXT) |
| Sep09 |
090831 |
3670.0 |
3684.5 |
3648.0 |
3656.0 |
-39.0 |
107,651 |
398,266 |
+22,042 |
| Oct09 |
090831 |
3667.5 |
3668.5 |
3650.0 |
3656.0 |
-39.0 |
63 |
835 |
+36 |
| Nov09 |
090831 |
3640.0 |
3640.0 |
3640.0 |
3640.0 |
-39.0 |
|
|
|
| Total Volume and Open Interest |
107,857 |
401,728 |
+22,109 |
| Hang Seng Index(HKFE) |
| Aug09 |
090828 |
20396 |
20425 |
20100 |
20136 |
-149 |
96,549 |
29,528 |
-23,608 |
| Sep09 |
090831 |
19849 |
19849 |
19464 |
19623 |
-387 |
48,348 |
80,835 |
+3,644 |
| Oct09 |
090831 |
19800 |
19800 |
19469 |
19594 |
|
|
|
|
| DAX(EUREX) |
| Sep09 |
090831 |
5480.0 |
5497.0 |
5437.5 |
5469.0 |
-47.0 |
137,238 |
153,945 |
+327 |
| Dec09 |
090831 |
5480.0 |
5496.0 |
5451.0 |
5471.0 |
-47.0 |
576 |
20,243 |
+5 |
| Mar10 |
090831 |
5486.0 |
5500.5 |
5450.0 |
5476.5 |
-47.0 |
189 |
1,719 |
-11 |
| Total Volume and Open Interest |
138,003 |
175,907 |
+321 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090828 |
4911.50 |
4941.00 |
4884.00 |
4918.50 |
+49.50 |
89,883 |
625,174 |
+643 |
| Dec09 |
090828 |
4885.00 |
4906.00 |
4871.00 |
4886.00 |
+49.50 |
89 |
5,482 |
+56 |
| Mar10 |
090828 |
4848.00 |
4848.00 |
4848.00 |
4848.00 |
+49.00 |
4 |
1,128 |
+0 |
| Total Volume and Open Interest |
89,976 |
631,969 |
+699 |
| SPI 200(SFE) |
| Sep09 |
090831 |
4479.0 |
4534.0 |
4458.0 |
4471.0 |
-12.0 |
22,506 |
231,652 |
-2,320 |
| Dec09 |
090831 |
4511.0 |
4539.0 |
4475.0 |
4483.0 |
-10.0 |
315 |
4,417 |
+146 |
| Mar10 |
090831 |
4490.0 |
4490.0 |
4466.0 |
4466.0 |
-10.0 |
2 |
4,373 |
+0 |
| Total Volume and Open Interest |
22,823 |
241,674 |
-2,174 |
| GSCI(CME) |
| Sep09 |
090831 |
457.00 |
457.00 |
448.00 |
451.90 |
-14.30 |
213 |
17,587 |
-110 |
| Oct09 |
090831 |
460.50 |
475.05 |
458.00 |
460.50 |
-14.50 |
1 |
2 |
-1 |
| Nov09 |
090831 |
468.50 |
482.05 |
465.50 |
468.50 |
-13.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
214 |
17,590 |
-111 |
| 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. |
|
|