|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon July 05, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100702 |
951.00 |
967.25 |
950.50 |
962.75 |
+9.25 |
12,654 |
11,740 |
-3,499 |
Aug10 |
100702 |
935.50 |
948.50 |
934.75 |
944.50 |
+7.50 |
31,645 |
68,059 |
+1,775 |
Sep10 |
100702 |
913.75 |
922.25 |
912.75 |
916.25 |
+0.75 |
6,153 |
15,512 |
+1,062 |
Nov10 |
100702 |
904.00 |
912.50 |
903.00 |
905.75 |
+0.25 |
86,890 |
268,039 |
+6,762 |
Jan11 |
100702 |
913.00 |
922.00 |
913.00 |
914.75 |
-0.25 |
4,316 |
31,583 |
-11 |
Mar11 |
100702 |
923.00 |
926.50 |
920.50 |
921.25 |
+0.50 |
729 |
9,311 |
+46 |
May11 |
100702 |
928.75 |
928.75 |
923.50 |
924.25 |
+0.50 |
971 |
9,901 |
+65 |
Total Volume and Open Interest |
145,542 |
446,975 |
+6,522 |
Soybean Meal(CBOT) |
Jul10 |
100702 |
292.00 |
296.00 |
290.90 |
294.90 |
+3.40 |
8,819 |
9,088 |
-2,559 |
Aug10 |
100702 |
282.00 |
286.00 |
281.70 |
286.00 |
+4.50 |
20,244 |
37,652 |
-883 |
Sep10 |
100702 |
271.00 |
274.90 |
271.00 |
274.70 |
+3.70 |
7,369 |
21,585 |
+516 |
Oct10 |
100702 |
262.00 |
265.20 |
261.90 |
264.80 |
+3.20 |
3,062 |
12,360 |
+53 |
Dec10 |
100702 |
262.10 |
265.00 |
261.00 |
264.30 |
+3.10 |
31,241 |
85,015 |
-2,161 |
Jan11 |
100702 |
262.80 |
264.70 |
261.60 |
264.70 |
+3.10 |
861 |
6,626 |
+237 |
Mar11 |
100702 |
263.60 |
266.90 |
263.20 |
266.00 |
+3.20 |
393 |
5,692 |
-21 |
May11 |
100702 |
262.60 |
266.50 |
262.60 |
265.70 |
+3.10 |
241 |
4,489 |
-25 |
Total Volume and Open Interest |
72,834 |
189,493 |
-4,751 |
Soybean Oil(CBOT) |
Jul10 |
100702 |
35.88 |
36.32 |
35.88 |
36.01 |
+0.14 |
17,292 |
6,908 |
-4,306 |
Aug10 |
100702 |
36.10 |
36.49 |
35.99 |
36.16 |
+0.15 |
25,564 |
75,564 |
+719 |
Sep10 |
100702 |
36.21 |
36.62 |
36.10 |
36.31 |
+0.14 |
7,329 |
28,256 |
+102 |
Oct10 |
100702 |
36.37 |
36.80 |
36.32 |
36.48 |
+0.14 |
2,973 |
12,825 |
+7 |
Dec10 |
100702 |
36.80 |
37.22 |
36.70 |
36.87 |
+0.15 |
46,951 |
148,806 |
+3,948 |
Jan11 |
100702 |
37.20 |
37.39 |
37.00 |
37.17 |
+0.15 |
772 |
7,470 |
+105 |
Mar11 |
100702 |
37.74 |
37.75 |
37.37 |
37.51 |
+0.15 |
291 |
4,535 |
+180 |
May11 |
100702 |
37.65 |
38.06 |
37.65 |
37.80 |
+0.15 |
202 |
3,130 |
+30 |
Total Volume and Open Interest |
101,788 |
293,070 |
+894 |
Canola(WCE) |
Jul10 |
100705 |
438.5 |
440.6 |
425.0 |
431.3 |
-1.5 |
773 |
1,475 |
-211 |
Nov10 |
100705 |
417.6 |
423.9 |
417.6 |
419.8 |
-2.0 |
8,215 |
128,679 |
-1,286 |
Jan11 |
100705 |
422.8 |
424.5 |
420.6 |
420.6 |
-1.4 |
413 |
10,918 |
+224 |
Mar11 |
100705 |
420.6 |
420.6 |
418.3 |
418.3 |
-1.7 |
339 |
5,482 |
+44 |
May11 |
100705 |
418.2 |
418.2 |
418.2 |
418.2 |
-1.7 |
57 |
1,688 |
+0 |
Total Volume and Open Interest |
9,801 |
151,389 |
-1,081 |
Corn(CBOT) |
Jul10 |
100702 |
363.50 |
366.25 |
361.25 |
364.00 |
-1.50 |
65,209 |
25,416 |
-11,156 |
Sep10 |
100702 |
372.00 |
375.00 |
370.00 |
372.50 |
-0.75 |
164,649 |
383,204 |
-9,628 |
Dec10 |
100702 |
382.75 |
386.75 |
381.25 |
384.50 |
unch |
217,089 |
485,894 |
+270 |
Mar11 |
100702 |
394.75 |
398.50 |
392.50 |
396.50 |
-0.25 |
13,421 |
73,224 |
-471 |
May11 |
100702 |
403.75 |
406.00 |
402.00 |
404.25 |
-0.50 |
3,088 |
15,423 |
-291 |
Jul11 |
100702 |
411.00 |
413.25 |
408.25 |
411.00 |
-1.50 |
12,203 |
46,566 |
+1,779 |
Total Volume and Open Interest |
492,611 |
1,113,550 |
-19,651 |
Wheat(CBOT) |
Jul10 |
100702 |
482.50 |
492.00 |
481.25 |
487.75 |
+3.75 |
17,201 |
7,958 |
-5,041 |
Sep10 |
100702 |
498.25 |
508.00 |
495.00 |
503.00 |
+3.25 |
82,849 |
214,073 |
+1,850 |
Dec10 |
100702 |
522.75 |
533.50 |
520.00 |
529.00 |
+4.75 |
30,523 |
114,133 |
+888 |
Mar11 |
100702 |
546.50 |
557.75 |
543.50 |
554.00 |
+6.00 |
6,125 |
32,282 |
+1,081 |
May11 |
100702 |
560.50 |
571.25 |
560.50 |
568.00 |
+6.00 |
1,710 |
8,453 |
+320 |
Total Volume and Open Interest |
146,839 |
456,953 |
+1,942 |
Wheat(KCBT) |
Jul10 |
100702 |
501.00 |
512.00 |
500.50 |
507.25 |
+6.25 |
2,913 |
2,317 |
-1,396 |
Sep10 |
100702 |
509.00 |
521.50 |
505.75 |
516.00 |
+6.00 |
20,152 |
55,110 |
+2,786 |
Dec10 |
100702 |
526.00 |
538.50 |
523.50 |
533.00 |
+6.00 |
7,849 |
46,739 |
+285 |
Mar11 |
100702 |
542.75 |
555.00 |
539.75 |
549.75 |
+6.25 |
3,142 |
18,327 |
+1,354 |
May11 |
100702 |
556.00 |
565.00 |
556.00 |
560.50 |
+6.50 |
664 |
4,945 |
+183 |
Total Volume and Open Interest |
37,902 |
161,115 |
+3,777 |
Wheat(MGE) |
Jul10 |
100702 |
522.25 |
522.25 |
522.25 |
522.25 |
+7.00 |
529 |
1,127 |
-111 |
Sep10 |
100702 |
525.50 |
535.75 |
523.25 |
531.00 |
+4.50 |
6,060 |
18,462 |
+109 |
Dec10 |
100702 |
541.50 |
553.00 |
541.00 |
547.25 |
+4.25 |
2,261 |
14,469 |
+47 |
Mar11 |
100702 |
560.50 |
570.50 |
557.75 |
564.75 |
+4.00 |
662 |
5,859 |
+304 |
May11 |
100702 |
570.00 |
579.50 |
570.00 |
575.75 |
+4.25 |
395 |
1,592 |
+156 |
Total Volume and Open Interest |
11,347 |
50,431 |
+1,088 |
Oats(CBOT) |
Jul10 |
100702 |
244.75 |
244.75 |
238.50 |
243.00 |
+1.25 |
246 |
2,158 |
-1,046 |
Sep10 |
100702 |
249.25 |
252.00 |
241.00 |
247.50 |
+0.50 |
1,373 |
3,806 |
-681 |
Dec10 |
100702 |
251.25 |
254.50 |
243.50 |
251.00 |
unch |
889 |
6,209 |
-135 |
Mar11 |
100702 |
252.25 |
257.00 |
252.25 |
257.00 |
unch |
1 |
711 |
+0 |
Total Volume and Open Interest |
2,509 |
12,886 |
-1,862 |
Rough Rice(CBOT) |
Jul10 |
100702 |
9.61 |
9.64 |
9.51 |
9.57 |
-0.06 |
903 |
596 |
-452 |
Sep10 |
100702 |
9.85 |
9.91 |
9.63 |
9.81 |
-0.07 |
1,883 |
8,879 |
+198 |
Nov10 |
100702 |
10.02 |
10.13 |
9.89 |
10.06 |
-0.07 |
444 |
2,264 |
-13 |
Jan11 |
100702 |
10.25 |
10.39 |
10.25 |
10.32 |
-0.07 |
46 |
518 |
+10 |
Total Volume and Open Interest |
3,506 |
14,053 |
-128 |
Live Cattle(CME) |
Aug10 |
100702 |
89.950 |
90.430 |
89.400 |
89.480 |
-0.470 |
25,022 |
132,597 |
-83 |
Oct10 |
100702 |
91.100 |
91.550 |
90.680 |
90.930 |
-0.370 |
13,048 |
101,949 |
+2,242 |
Dec10 |
100702 |
93.035 |
93.400 |
92.700 |
93.135 |
-0.065 |
6,365 |
47,492 |
-985 |
Feb11 |
100702 |
94.950 |
95.180 |
94.700 |
95.100 |
+0.020 |
3,953 |
23,719 |
+2,140 |
Apr11 |
100702 |
96.700 |
96.980 |
96.450 |
96.900 |
+0.100 |
1,787 |
12,865 |
+392 |
Jun11 |
100702 |
93.000 |
93.700 |
93.000 |
93.700 |
+0.450 |
481 |
3,881 |
+116 |
Total Volume and Open Interest |
50,784 |
324,814 |
+3,371 |
Feeder Cattle(CME) |
Aug10 |
100702 |
112.750 |
113.680 |
112.600 |
112.680 |
+0.080 |
3,295 |
22,684 |
-438 |
Sep10 |
100702 |
112.600 |
113.500 |
112.480 |
112.750 |
+0.100 |
827 |
6,291 |
+148 |
Oct10 |
100702 |
112.800 |
113.480 |
112.450 |
112.800 |
+0.015 |
1,131 |
5,140 |
+143 |
Nov10 |
100702 |
112.400 |
113.000 |
112.035 |
112.500 |
+0.100 |
253 |
1,850 |
+53 |
Jan11 |
100702 |
111.135 |
111.135 |
110.450 |
110.900 |
+0.300 |
90 |
726 |
+39 |
Mar11 |
100702 |
110.400 |
110.600 |
110.200 |
110.300 |
+0.050 |
6 |
147 |
+5 |
Apr11 |
100702 |
110.400 |
110.400 |
110.400 |
110.400 |
unch |
0 |
19 |
+0 |
Total Volume and Open Interest |
5,609 |
36,870 |
-50 |
Lean Hogs(CME) |
Jul10 |
100702 |
79.000 |
79.200 |
78.150 |
78.200 |
-1.100 |
4,924 |
16,107 |
-1,210 |
Aug10 |
100702 |
81.950 |
82.050 |
79.900 |
80.050 |
-1.800 |
18,996 |
74,004 |
-441 |
Oct10 |
100702 |
75.580 |
75.725 |
73.700 |
73.750 |
-2.100 |
7,463 |
48,690 |
+1,439 |
Dec10 |
100702 |
72.330 |
72.475 |
70.750 |
70.900 |
-1.700 |
3,995 |
30,621 |
+197 |
Feb11 |
100702 |
73.700 |
73.700 |
72.100 |
72.535 |
-1.545 |
1,193 |
12,516 |
+62 |
Apr11 |
100702 |
74.950 |
75.000 |
73.700 |
74.135 |
-1.215 |
2,458 |
10,386 |
+924 |
May11 |
100702 |
77.950 |
77.950 |
77.500 |
77.500 |
unch |
23 |
295 |
+22 |
Jun11 |
100702 |
81.250 |
81.400 |
80.400 |
81.200 |
-0.800 |
1,781 |
3,944 |
+956 |
Total Volume and Open Interest |
41,102 |
197,453 |
+2,045 |
Pork Bellies(CME) |
Jul10 |
100702 |
98.500 |
99.000 |
97.500 |
98.500 |
-0.600 |
17 |
57 |
-14 |
Aug10 |
100702 |
94.750 |
95.500 |
94.750 |
94.750 |
-0.500 |
1 |
30 |
+1 |
Feb11 |
100702 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
5 |
+0 |
Mar11 |
100702 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
May11 |
100702 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
18 |
93 |
-13 |
Class III Milk(CME) |
Jul10 |
100702 |
13.51 |
13.53 |
13.45 |
13.45 |
-0.06 |
101 |
4,293 |
-31 |
Aug10 |
100702 |
14.15 |
14.45 |
14.15 |
14.36 |
+0.02 |
397 |
4,786 |
+61 |
Sep10 |
100702 |
14.82 |
14.90 |
14.80 |
14.82 |
-0.05 |
202 |
4,134 |
+22 |
Oct10 |
100702 |
14.90 |
14.90 |
14.75 |
14.86 |
+0.01 |
51 |
3,618 |
+2 |
Nov10 |
100702 |
14.70 |
14.73 |
14.60 |
14.73 |
+0.08 |
109 |
3,498 |
+12 |
Total Volume and Open Interest |
1,047 |
29,853 |
+148 |
Cocoa(ICE) |
Jul10 |
100702 |
2969 |
2969 |
2921 |
2921 |
-48 |
15 |
167 |
-12 |
Sep10 |
100702 |
3030 |
3043 |
2960 |
2971 |
-70 |
12,652 |
61,558 |
+1,468 |
Dec10 |
100702 |
3041 |
3058 |
2984 |
2992 |
-68 |
2,846 |
23,319 |
+837 |
Mar11 |
100702 |
3074 |
3074 |
3000 |
3008 |
-66 |
645 |
16,672 |
+162 |
May11 |
100702 |
3080 |
3080 |
3010 |
3020 |
-67 |
128 |
7,891 |
-45 |
Jul11 |
100702 |
3016 |
3040 |
3016 |
3027 |
-66 |
17 |
4,030 |
-15 |
Sep11 |
100702 |
3021 |
3045 |
3021 |
3036 |
-62 |
0 |
1,424 |
+0 |
Total Volume and Open Interest |
16,303 |
120,587 |
+2,395 |
Coffee "C"(ICE) |
Jul10 |
100702 |
165.90 |
165.90 |
162.30 |
162.30 |
-3.90 |
105 |
253 |
-82 |
Sep10 |
100702 |
167.80 |
168.20 |
163.75 |
164.30 |
-3.95 |
14,113 |
93,205 |
-363 |
Dec10 |
100702 |
168.00 |
168.50 |
164.60 |
165.00 |
-3.65 |
3,268 |
43,905 |
+521 |
Mar11 |
100702 |
167.75 |
168.20 |
164.70 |
164.80 |
-3.65 |
704 |
17,905 |
+130 |
May11 |
100702 |
167.00 |
167.00 |
164.25 |
164.25 |
-3.50 |
75 |
6,110 |
+29 |
Jul11 |
100702 |
164.00 |
165.80 |
163.75 |
163.95 |
-3.45 |
49 |
2,915 |
+10 |
Total Volume and Open Interest |
18,366 |
165,658 |
+248 |
Orange Juice(ICE) |
Jul10 |
100702 |
149.65 |
151.20 |
149.65 |
151.20 |
+1.55 |
183 |
1,163 |
-140 |
Sep10 |
100702 |
148.15 |
151.60 |
148.10 |
151.10 |
+2.45 |
2,608 |
21,909 |
+795 |
Nov10 |
100702 |
149.00 |
152.45 |
149.00 |
151.75 |
+2.65 |
107 |
3,836 |
-7 |
Jan11 |
100702 |
150.00 |
152.60 |
150.00 |
152.15 |
+2.55 |
59 |
1,322 |
+20 |
Mar11 |
100702 |
153.00 |
153.00 |
152.95 |
152.95 |
+2.60 |
3 |
199 |
+2 |
May11 |
100702 |
153.40 |
153.40 |
153.40 |
153.40 |
+2.60 |
0 |
154 |
+0 |
Total Volume and Open Interest |
2,960 |
28,782 |
+670 |
Sugar #11(ICE) |
Oct10 |
100702 |
16.19 |
16.72 |
16.10 |
16.70 |
+0.42 |
51,795 |
262,300 |
+984 |
Mar11 |
100702 |
16.71 |
17.11 |
16.61 |
17.10 |
+0.33 |
21,452 |
130,406 |
+2,326 |
May11 |
100702 |
16.20 |
16.67 |
16.20 |
16.59 |
+0.22 |
4,139 |
27,514 |
+346 |
Jul11 |
100702 |
16.07 |
16.33 |
15.95 |
16.25 |
+0.20 |
6,193 |
60,299 |
-279 |
Oct11 |
100702 |
16.05 |
16.37 |
15.90 |
16.20 |
+0.19 |
1,426 |
24,260 |
+502 |
Total Volume and Open Interest |
86,211 |
561,549 |
-5,273 |
London Cocoa(LCE) |
Jul10 |
100705 |
2556 |
2557 |
2516 |
2557 |
+2 |
3,124 |
51,556 |
-1,684 |
Sep10 |
100705 |
2373 |
2403 |
2369 |
2400 |
+22 |
5,587 |
61,359 |
-189 |
Dec10 |
100705 |
2195 |
2216 |
2190 |
2212 |
+13 |
3,476 |
34,163 |
+1,038 |
Mar11 |
100705 |
2153 |
2181 |
2153 |
2178 |
+14 |
806 |
29,204 |
+209 |
May11 |
100705 |
2171 |
2178 |
2170 |
2170 |
+9 |
189 |
9,673 |
+52 |
Jul11 |
100705 |
2167 |
2167 |
2167 |
2167 |
+9 |
37 |
1,654 |
+23 |
Sep11 |
100705 |
2162 |
2162 |
2162 |
2162 |
+5 |
70 |
2,470 |
+0 |
Total Volume and Open Interest |
13,362 |
195,900 |
-523 |
London Sugar(LCE) |
Aug10 |
100705 |
565.00 |
574.70 |
564.50 |
571.50 |
+10.70 |
4,861 |
17,567 |
-1,577 |
Oct10 |
100705 |
493.20 |
505.00 |
492.00 |
502.40 |
+10.60 |
3,870 |
29,078 |
+754 |
Dec10 |
100705 |
469.00 |
477.20 |
469.00 |
475.50 |
+8.90 |
503 |
9,651 |
+38 |
Mar11 |
100705 |
470.80 |
478.30 |
470.50 |
475.50 |
+5.90 |
209 |
6,651 |
-38 |
May11 |
100705 |
461.80 |
466.30 |
461.80 |
465.30 |
+3.30 |
113 |
2,781 |
-3 |
Total Volume and Open Interest |
9,739 |
67,767 |
-725 |
Cotton(ICE) |
Jul10 |
100702 |
82.55 |
82.87 |
81.64 |
81.64 |
+0.42 |
71 |
997 |
-25 |
Oct10 |
100702 |
78.76 |
79.52 |
77.64 |
77.83 |
-1.27 |
167 |
1,695 |
+75 |
Dec10 |
100702 |
76.45 |
76.87 |
75.40 |
75.53 |
-0.92 |
16,141 |
128,473 |
-205 |
Mar11 |
100702 |
77.75 |
77.90 |
76.67 |
76.73 |
-1.00 |
2,299 |
23,635 |
+96 |
May11 |
100702 |
77.49 |
77.49 |
77.06 |
77.06 |
-1.18 |
303 |
1,394 |
+175 |
Jul11 |
100702 |
77.52 |
77.55 |
77.32 |
77.32 |
-1.21 |
75 |
6,227 |
+56 |
Total Volume and Open Interest |
19,112 |
164,188 |
+209 |
Lumber(CME) |
Jul10 |
100702 |
208.8 |
211.0 |
204.3 |
206.0 |
+1.0 |
363 |
1,590 |
-242 |
Sep10 |
100702 |
220.1 |
223.5 |
216.8 |
219.4 |
-1.6 |
823 |
5,362 |
-42 |
Nov10 |
100702 |
217.8 |
222.8 |
217.7 |
218.0 |
+2.0 |
382 |
2,107 |
+132 |
Jan11 |
100702 |
235.5 |
239.5 |
235.5 |
239.5 |
+3.0 |
46 |
138 |
-22 |
Total Volume and Open Interest |
1,614 |
9,210 |
-174 |
Crude Oil(NYM) |
Aug10 |
100702 |
72.67 |
73.38 |
71.62 |
72.14 |
-0.81 |
357,752 |
300,468 |
-549 |
Sep10 |
100702 |
73.27 |
73.88 |
72.08 |
72.60 |
-0.86 |
99,506 |
160,752 |
+2,695 |
Oct10 |
100702 |
73.72 |
74.37 |
72.57 |
73.06 |
-0.87 |
29,806 |
61,000 |
+2,141 |
Nov10 |
100702 |
74.38 |
74.93 |
73.04 |
73.59 |
-0.86 |
12,696 |
40,501 |
-438 |
Dec10 |
100702 |
74.75 |
75.44 |
73.47 |
74.08 |
-0.87 |
44,885 |
202,208 |
-1,074 |
Jan11 |
100702 |
75.42 |
75.65 |
74.02 |
74.48 |
-0.86 |
5,126 |
38,823 |
-38 |
Feb11 |
100702 |
75.31 |
75.82 |
74.37 |
74.83 |
-0.86 |
2,049 |
15,547 |
+353 |
Mar11 |
100702 |
76.00 |
76.00 |
74.92 |
75.18 |
-0.85 |
2,384 |
22,268 |
-343 |
Apr11 |
100702 |
76.07 |
76.12 |
75.37 |
75.52 |
-0.84 |
1,749 |
11,290 |
+410 |
May11 |
100702 |
75.70 |
75.86 |
75.70 |
75.86 |
-0.83 |
1,267 |
7,655 |
+284 |
Jun11 |
100702 |
76.96 |
77.11 |
75.60 |
76.20 |
-0.82 |
5,291 |
41,516 |
+220 |
Jul11 |
100702 |
76.32 |
76.48 |
76.32 |
76.48 |
-0.83 |
1,879 |
23,311 |
+108 |
Aug11 |
100702 |
76.66 |
76.66 |
76.66 |
76.66 |
-0.84 |
1,323 |
7,439 |
+37 |
Sep11 |
100702 |
76.81 |
76.81 |
76.81 |
76.81 |
-0.85 |
412 |
7,511 |
+0 |
Oct11 |
100702 |
76.96 |
76.96 |
76.96 |
76.96 |
-0.86 |
218 |
5,224 |
+17 |
Nov11 |
100702 |
77.14 |
77.14 |
77.14 |
77.14 |
-0.87 |
296 |
9,770 |
+25 |
Total Volume and Open Interest |
596,039 |
1,263,940 |
+4,265 |
e-miNY Crude Oil(NYM) |
Jul10 |
100621 |
77.900 |
78.900 |
76.925 |
77.825 |
+0.650 |
10,868 |
3,931 |
+130 |
Aug10 |
100625 |
76.550 |
79.200 |
75.900 |
78.850 |
+2.350 |
15,566 |
2,740 |
+743 |
Sep10 |
100702 |
73.250 |
73.900 |
72.100 |
72.600 |
-0.850 |
565 |
1,113 |
+98 |
Oct10 |
100702 |
73.000 |
74.225 |
72.900 |
73.050 |
-0.875 |
31 |
195 |
+8 |
Nov10 |
100702 |
73.900 |
73.900 |
73.600 |
73.600 |
-0.850 |
0 |
20 |
+0 |
Dec10 |
100702 |
75.125 |
75.125 |
73.625 |
74.075 |
-0.875 |
6 |
104 |
-5 |
Jan11 |
100702 |
74.375 |
74.850 |
74.375 |
74.475 |
-0.875 |
0 |
1 |
+0 |
Feb11 |
100702 |
74.825 |
74.825 |
74.825 |
74.825 |
-0.875 |
1 |
1 |
+0 |
Mar11 |
100702 |
75.175 |
75.175 |
75.175 |
75.175 |
-0.850 |
|
|
|
Apr11 |
100702 |
75.525 |
75.525 |
75.525 |
75.525 |
-0.825 |
|
|
|
Total Volume and Open Interest |
16,234 |
3,955 |
+291 |
Heating Oil(NYM) |
Aug10 |
100702 |
193.85 |
195.27 |
190.46 |
191.55 |
-2.30 |
59,213 |
84,162 |
-933 |
Sep10 |
100702 |
196.75 |
198.05 |
193.18 |
194.20 |
-2.59 |
24,002 |
45,542 |
+1,367 |
Oct10 |
100702 |
200.63 |
200.63 |
196.00 |
196.94 |
-2.75 |
9,164 |
27,483 |
+1,715 |
Nov10 |
100702 |
201.15 |
203.45 |
198.97 |
199.78 |
-2.79 |
3,316 |
19,410 |
+536 |
Dec10 |
100702 |
205.65 |
206.55 |
201.49 |
202.52 |
-2.78 |
10,971 |
35,360 |
-1,323 |
Jan11 |
100702 |
206.65 |
207.84 |
203.86 |
205.04 |
-2.72 |
3,363 |
21,380 |
+196 |
Feb11 |
100702 |
208.36 |
209.28 |
205.81 |
206.79 |
-2.52 |
1,027 |
9,376 |
+29 |
Mar11 |
100702 |
208.50 |
209.79 |
206.47 |
207.52 |
-2.38 |
218 |
8,874 |
+30 |
Apr11 |
100702 |
208.00 |
209.04 |
206.23 |
206.97 |
-2.38 |
127 |
5,161 |
-1 |
May11 |
100702 |
208.05 |
208.05 |
205.88 |
206.65 |
-2.43 |
114 |
4,692 |
+9 |
Jun11 |
100702 |
209.40 |
209.40 |
206.02 |
206.82 |
-2.48 |
1,286 |
19,996 |
-4 |
Jul11 |
100702 |
209.25 |
209.85 |
208.00 |
208.02 |
-2.48 |
292 |
2,206 |
+35 |
Total Volume and Open Interest |
114,719 |
302,151 |
-5,270 |
Gasoline(NYMEX) |
Aug10 |
100702 |
199.43 |
200.60 |
195.68 |
197.77 |
-1.99 |
51,311 |
80,833 |
+2,405 |
Sep10 |
100702 |
199.00 |
199.56 |
195.13 |
197.08 |
-2.09 |
23,787 |
54,850 |
+2,138 |
Oct10 |
100702 |
188.12 |
188.21 |
184.17 |
185.92 |
-2.20 |
8,194 |
25,220 |
+731 |
Nov10 |
100702 |
185.21 |
186.95 |
183.24 |
184.74 |
-2.19 |
2,981 |
21,821 |
+437 |
Dec10 |
100702 |
187.25 |
187.27 |
183.79 |
185.03 |
-2.24 |
4,897 |
14,883 |
+47 |
Jan11 |
100702 |
187.79 |
188.49 |
185.42 |
186.69 |
-2.23 |
414 |
6,883 |
-69 |
Feb11 |
100702 |
189.76 |
189.76 |
188.09 |
188.76 |
-2.19 |
69 |
2,085 |
-5 |
Mar11 |
100702 |
192.79 |
192.79 |
190.48 |
190.83 |
-2.15 |
72 |
2,554 |
+24 |
Apr11 |
100702 |
204.09 |
204.09 |
202.83 |
202.83 |
-2.19 |
58 |
3,458 |
+4 |
May11 |
100702 |
204.22 |
204.22 |
203.86 |
203.86 |
-2.21 |
27 |
3,295 |
+0 |
Total Volume and Open Interest |
92,705 |
226,336 |
-202 |
e-miNY RBOB Gasoline(NYM) |
Aug10 |
100702 |
197.80 |
197.80 |
197.77 |
197.80 |
-2.00 |
0 |
2 |
+0 |
Sep10 |
100702 |
197.60 |
197.60 |
197.10 |
197.10 |
-2.10 |
|
|
|
Oct10 |
100702 |
185.90 |
185.92 |
185.90 |
185.90 |
-2.20 |
0 |
1 |
+0 |
Nov10 |
100702 |
184.70 |
184.74 |
184.70 |
184.70 |
-2.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Aug10 |
100702 |
4.830 |
4.871 |
4.613 |
4.687 |
-0.167 |
92,607 |
128,474 |
+76 |
Sep10 |
100702 |
4.859 |
4.893 |
4.648 |
4.717 |
-0.163 |
31,107 |
143,157 |
+1,377 |
Oct10 |
100702 |
4.894 |
4.954 |
4.729 |
4.795 |
-0.144 |
34,141 |
80,746 |
+1,649 |
Nov10 |
100702 |
5.155 |
5.166 |
4.960 |
5.040 |
-0.118 |
14,281 |
38,320 |
+1,620 |
Dec10 |
100702 |
5.376 |
5.400 |
5.220 |
5.291 |
-0.110 |
10,356 |
38,848 |
+569 |
Jan11 |
100702 |
5.530 |
5.557 |
5.393 |
5.451 |
-0.114 |
15,710 |
55,742 |
+1,075 |
Feb11 |
100702 |
5.465 |
5.513 |
5.377 |
5.421 |
-0.104 |
3,025 |
18,511 |
+368 |
Mar11 |
100702 |
5.344 |
5.412 |
5.273 |
5.322 |
-0.093 |
9,126 |
53,986 |
+57 |
Apr11 |
100702 |
5.088 |
5.139 |
5.038 |
5.090 |
-0.065 |
4,750 |
41,226 |
+90 |
May11 |
100702 |
5.137 |
5.137 |
5.053 |
5.108 |
-0.060 |
654 |
19,404 |
-10 |
Jun11 |
100702 |
5.202 |
5.202 |
5.099 |
5.153 |
-0.059 |
386 |
8,294 |
+16 |
Jul11 |
100702 |
5.210 |
5.224 |
5.162 |
5.218 |
-0.054 |
274 |
5,626 |
+86 |
Aug11 |
100702 |
5.295 |
5.295 |
5.200 |
5.262 |
-0.054 |
224 |
5,273 |
-36 |
Sep11 |
100702 |
5.233 |
5.292 |
5.230 |
5.292 |
-0.054 |
377 |
5,243 |
+122 |
Oct11 |
100702 |
5.380 |
5.395 |
5.320 |
5.378 |
-0.053 |
958 |
18,734 |
+67 |
Nov11 |
100702 |
5.600 |
5.620 |
5.555 |
5.598 |
-0.053 |
1,408 |
4,806 |
+243 |
Total Volume and Open Interest |
221,638 |
767,568 |
+7,647 |
Brent Crude Oil(ICE) |
Aug10 |
100705 |
71.56 |
72.28 |
71.06 |
71.47 |
-0.18 |
203,597 |
158,926 |
-10,835 |
Sep10 |
100705 |
71.87 |
72.46 |
71.25 |
71.72 |
-0.12 |
117,317 |
159,122 |
+3,559 |
Oct10 |
100705 |
72.65 |
72.90 |
71.78 |
72.20 |
-0.06 |
41,389 |
68,049 |
+2,367 |
Nov10 |
100705 |
73.27 |
73.27 |
72.30 |
72.74 |
-0.01 |
19,388 |
27,475 |
+109 |
Dec10 |
100705 |
73.75 |
73.75 |
72.83 |
73.28 |
+0.03 |
46,087 |
103,922 |
+315 |
Jan11 |
100705 |
74.11 |
74.16 |
73.76 |
73.82 |
+0.07 |
4,920 |
23,514 |
+798 |
Feb11 |
100705 |
74.65 |
74.65 |
74.33 |
74.33 |
+0.08 |
3,260 |
16,208 |
-59 |
Mar11 |
100705 |
74.90 |
74.90 |
74.38 |
74.81 |
+0.10 |
2,444 |
11,396 |
+409 |
Apr11 |
100705 |
74.83 |
75.27 |
74.83 |
75.27 |
+0.13 |
2,372 |
8,321 |
+958 |
May11 |
100705 |
75.68 |
75.68 |
75.68 |
75.68 |
+0.16 |
1,274 |
14,477 |
-38 |
Jun11 |
100705 |
76.03 |
76.14 |
75.60 |
76.06 |
+0.18 |
6,058 |
23,910 |
+176 |
Jul11 |
100705 |
76.40 |
76.40 |
76.40 |
76.40 |
+0.17 |
1,007 |
7,421 |
-30 |
Aug11 |
100705 |
76.68 |
76.68 |
76.68 |
76.68 |
+0.17 |
703 |
3,699 |
+6 |
Sep11 |
100705 |
76.91 |
76.91 |
76.91 |
76.91 |
+0.19 |
732 |
3,622 |
+218 |
Total Volume and Open Interest |
468,050 |
745,666 |
-1,047 |
Gas Oil(ICE) |
Jul10 |
100705 |
614.75 |
618.50 |
607.00 |
608.00 |
-5.75 |
46,368 |
73,670 |
+183 |
Aug10 |
100705 |
616.50 |
620.00 |
609.25 |
610.00 |
-5.50 |
85,665 |
126,340 |
-341 |
Sep10 |
100705 |
622.75 |
623.50 |
613.50 |
614.25 |
-5.25 |
32,979 |
63,184 |
+740 |
Oct10 |
100705 |
626.25 |
627.25 |
618.25 |
618.50 |
-5.00 |
4,787 |
36,314 |
+1,038 |
Nov10 |
100705 |
628.75 |
631.00 |
621.75 |
622.25 |
-4.75 |
4,431 |
33,329 |
+170 |
Dec10 |
100705 |
632.50 |
634.75 |
625.50 |
626.25 |
-4.50 |
19,323 |
98,810 |
-418 |
Jan11 |
100705 |
638.25 |
639.50 |
631.25 |
631.25 |
-4.50 |
5,215 |
30,231 |
-1,392 |
Feb11 |
100705 |
637.25 |
637.50 |
635.00 |
635.50 |
-4.25 |
3,354 |
18,804 |
+1,357 |
Mar11 |
100705 |
646.50 |
646.50 |
639.00 |
639.25 |
-4.25 |
2,799 |
12,994 |
-145 |
Apr11 |
100705 |
650.50 |
650.50 |
642.75 |
643.00 |
-4.00 |
3,331 |
13,362 |
-204 |
Total Volume and Open Interest |
218,735 |
633,995 |
+3,700 |
Ethanol(CBOT) |
Jul10 |
100702 |
1.545 |
1.545 |
1.545 |
1.545 |
+0.010 |
34 |
161 |
-26 |
Aug10 |
100702 |
1.540 |
1.559 |
1.540 |
1.550 |
+0.010 |
299 |
1,300 |
-140 |
Sep10 |
100702 |
1.545 |
1.555 |
1.540 |
1.545 |
+0.007 |
145 |
965 |
+40 |
Oct10 |
100702 |
1.542 |
1.553 |
1.542 |
1.543 |
+0.005 |
90 |
999 |
+28 |
Nov10 |
100702 |
1.560 |
1.561 |
1.555 |
1.556 |
+0.002 |
75 |
783 |
-17 |
Dec10 |
100702 |
1.570 |
1.585 |
1.570 |
1.574 |
+0.009 |
186 |
1,922 |
+33 |
Jan11 |
100702 |
1.585 |
1.588 |
1.582 |
1.586 |
+0.002 |
97 |
1,452 |
+40 |
Feb11 |
100702 |
1.632 |
1.632 |
1.632 |
1.632 |
+0.012 |
51 |
762 |
+5 |
Total Volume and Open Interest |
1,263 |
11,628 |
+77 |
WTI Crude Oil(ICE |
Aug10 |
100705 |
72.15 |
72.70 |
71.36 |
71.76 |
-0.38 |
107,991 |
89,617 |
-1,974 |
Sep10 |
100705 |
72.89 |
73.17 |
71.91 |
72.30 |
-0.30 |
36,736 |
60,876 |
+1,196 |
Oct10 |
100705 |
73.61 |
73.61 |
72.41 |
72.79 |
-0.27 |
18,332 |
32,346 |
+1,080 |
Nov10 |
100705 |
73.35 |
73.35 |
73.35 |
73.35 |
-0.24 |
5,379 |
16,842 |
+58 |
Dec10 |
100705 |
74.47 |
74.50 |
73.86 |
73.86 |
-0.22 |
16,763 |
84,579 |
+1,539 |
Jan11 |
100705 |
74.29 |
74.29 |
74.29 |
74.29 |
-0.19 |
1,362 |
17,062 |
-248 |
Feb11 |
100705 |
74.66 |
74.66 |
74.66 |
74.66 |
-0.17 |
460 |
11,031 |
-59 |
Mar11 |
100705 |
75.04 |
75.04 |
75.04 |
75.04 |
-0.14 |
587 |
9,423 |
+54 |
Apr11 |
100705 |
75.40 |
75.40 |
75.40 |
75.40 |
-0.12 |
713 |
5,659 |
+512 |
May11 |
100705 |
75.75 |
75.75 |
75.75 |
75.75 |
-0.11 |
608 |
4,121 |
+43 |
Jun11 |
100705 |
76.11 |
76.11 |
76.11 |
76.11 |
-0.09 |
1,025 |
18,730 |
-325 |
Jul11 |
100705 |
76.40 |
76.40 |
76.40 |
76.40 |
-0.08 |
62 |
8,882 |
-9 |
Aug11 |
100705 |
76.59 |
76.59 |
76.59 |
76.59 |
-0.07 |
14 |
2,360 |
-1 |
Sep11 |
100705 |
76.75 |
76.75 |
76.75 |
76.75 |
-0.06 |
12 |
2,733 |
+4 |
Oct11 |
100705 |
76.90 |
76.90 |
76.90 |
76.90 |
-0.06 |
13 |
2,060 |
+2 |
Nov11 |
100705 |
77.08 |
77.08 |
77.08 |
77.08 |
-0.06 |
13 |
7,804 |
+2 |
Total Volume and Open Interest |
195,221 |
486,481 |
+3,497 |
US Dollar Index(ICE) |
Sep10 |
100702 |
84.855 |
85.010 |
84.360 |
84.670 |
-0.315 |
17,891 |
29,423 |
-186 |
Dec10 |
100702 |
85.205 |
85.205 |
85.005 |
85.005 |
-0.315 |
4 |
648 |
-4 |
Mar11 |
100702 |
85.365 |
85.365 |
85.365 |
85.365 |
-0.315 |
|
|
|
Total Volume and Open Interest |
17,896 |
30,072 |
-189 |
Australian Dollar(CME) |
Sep10 |
100702 |
84.07 |
84.41 |
83.32 |
83.52 |
+0.18 |
124,917 |
63,888 |
+5,058 |
Dec10 |
100702 |
82.92 |
83.47 |
82.47 |
82.65 |
+0.18 |
86 |
678 |
+7 |
Mar11 |
100702 |
81.84 |
81.84 |
81.66 |
81.84 |
+0.18 |
|
|
|
Total Volume and Open Interest |
125,003 |
64,722 |
+5,065 |
British Pound(CME) |
Sep10 |
100702 |
151.78 |
152.29 |
151.46 |
151.94 |
+0.48 |
136,142 |
123,250 |
+2,164 |
Dec10 |
100702 |
151.63 |
152.11 |
151.45 |
151.92 |
+0.47 |
46 |
137 |
-7 |
Mar11 |
100702 |
151.91 |
151.91 |
151.43 |
151.91 |
+0.48 |
0 |
3 |
+0 |
Total Volume and Open Interest |
136,188 |
123,390 |
+2,157 |
Canadian Dollar(CME) |
Sep10 |
100702 |
94.45 |
94.68 |
93.68 |
93.93 |
-0.37 |
109,972 |
86,291 |
+1,538 |
Dec10 |
100702 |
94.28 |
94.50 |
93.75 |
93.85 |
-0.38 |
665 |
3,413 |
+282 |
Mar11 |
100702 |
94.00 |
94.12 |
93.70 |
93.74 |
-0.38 |
15 |
332 |
+1 |
Jun11 |
100702 |
93.50 |
93.97 |
93.50 |
93.59 |
-0.38 |
4 |
222 |
+1 |
Total Volume and Open Interest |
110,656 |
90,283 |
+1,822 |
Japanese Yen(CME) |
Sep10 |
100702 |
114.11 |
114.65 |
113.50 |
114.10 |
-0.34 |
132,460 |
120,799 |
+594 |
Dec10 |
100702 |
114.20 |
114.85 |
113.76 |
114.30 |
-0.35 |
31 |
279 |
+4 |
Mar11 |
100702 |
114.98 |
114.98 |
114.53 |
114.53 |
-0.35 |
0 |
4 |
+0 |
Total Volume and Open Interest |
132,491 |
121,082 |
+598 |
Swiss Franc(CME) |
Sep10 |
100702 |
94.51 |
94.59 |
93.63 |
94.17 |
-0.07 |
40,010 |
42,895 |
+107 |
Dec10 |
100702 |
94.66 |
94.73 |
93.90 |
94.37 |
-0.07 |
5 |
49 |
+0 |
Mar11 |
100702 |
94.59 |
94.66 |
94.59 |
94.59 |
-0.07 |
0 |
2 |
+0 |
Total Volume and Open Interest |
40,015 |
42,947 |
+107 |
EuroFX(CME) |
Sep10 |
100702 |
125.19 |
126.17 |
124.86 |
125.57 |
+0.76 |
345,791 |
225,410 |
+526 |
Dec10 |
100702 |
125.25 |
126.16 |
125.07 |
125.62 |
+0.77 |
175 |
846 |
+47 |
Mar11 |
100702 |
125.65 |
125.65 |
124.88 |
125.65 |
+0.77 |
0 |
61 |
+0 |
Total Volume and Open Interest |
345,966 |
226,325 |
+573 |
Mexican Peso(CME) |
Jul10 |
100702 |
762.0 |
767.5 |
762.0 |
762.0 |
-5.5 |
|
|
|
Aug10 |
100702 |
759.0 |
764.5 |
759.0 |
759.0 |
-5.5 |
|
|
|
Total Volume and Open Interest |
20,761 |
68,973 |
+2,127 |
30-Year T-Bonds(CBOT) |
Sep10 |
100702 |
127~260 |
128~050 |
127~050 |
127~050 |
-0~110 |
|
|
|
Dec10 |
100702 |
126~020 |
126~240 |
125~220 |
125~240 |
-0~270 |
210 |
1,023 |
+44 |
Mar11 |
100702 |
124~120 |
125~070 |
124~120 |
124~120 |
-0~270 |
0 |
30 |
+0 |
Total Volume and Open Interest |
300,477 |
645,519 |
-6,914 |
10-Year T-Notes(CBOT) |
Sep10 |
100702 |
122~155 |
122~250 |
122~040 |
122~100 |
-0~095 |
1,143,229 |
1,684,245 |
-15,197 |
Dec10 |
100702 |
121~180 |
121~230 |
121~075 |
121~115 |
-0~095 |
415 |
724 |
+316 |
Mar11 |
100702 |
119~245 |
120~020 |
119~245 |
119~245 |
-0~095 |
10 |
48 |
+0 |
Total Volume and Open Interest |
1,143,669 |
1,685,049 |
-14,866 |
5-Year T-Notes(CBOT) |
Sep10 |
100702 |
59~021 |
59~022 |
59~021 |
59~021 |
-0~001 |
|
|
|
Dec10 |
100702 |
117~049 |
117~050 |
117~049 |
117~049 |
-0~001 |
0 |
2 |
+0 |
Mar11 |
100702 |
116~055 |
116~055 |
116~052 |
116~055 |
+0~003 |
|
|
|
Total Volume and Open Interest |
592,089 |
904,552 |
-3,168 |
2 Year T-Notes(CBOT) |
Sep10 |
100702 |
54~090 |
54~090 |
54~090 |
54~090 |
unch |
|
|
|
Dec10 |
100702 |
109~018 |
109~023 |
109~018 |
109~022 |
unch |
5 |
33 |
+0 |
Mar11 |
100702 |
108~119 |
108~119 |
108~119 |
108~119 |
unch |
|
|
|
Total Volume and Open Interest |
202,740 |
894,102 |
-6,849 |
Eurodollars(CME) |
Sep10 |
100702 |
99.355 |
99.380 |
99.345 |
99.375 |
+0.020 |
167,484 |
1,023,615 |
-991 |
Dec10 |
100702 |
99.230 |
99.275 |
99.225 |
99.265 |
+0.025 |
169,270 |
1,073,627 |
+9,323 |
Mar11 |
100702 |
99.155 |
99.185 |
99.130 |
99.170 |
unch |
223,170 |
871,228 |
+15,167 |
Jun11 |
100702 |
99.050 |
99.065 |
99.000 |
99.040 |
-0.020 |
252,796 |
886,643 |
+19,330 |
Sep11 |
100702 |
98.895 |
98.910 |
98.840 |
98.880 |
-0.030 |
220,309 |
964,152 |
+12,944 |
Dec11 |
100702 |
98.685 |
98.705 |
98.620 |
98.660 |
-0.045 |
162,051 |
610,623 |
-5,733 |
Mar12 |
100702 |
98.480 |
98.505 |
98.415 |
98.455 |
-0.050 |
139,930 |
421,236 |
+135 |
Jun12 |
100702 |
98.260 |
98.285 |
98.195 |
98.235 |
-0.045 |
112,824 |
311,290 |
+519 |
Sep12 |
100702 |
98.035 |
98.065 |
97.975 |
98.015 |
-0.040 |
77,122 |
217,648 |
-405 |
Dec12 |
100702 |
97.800 |
97.835 |
97.750 |
97.785 |
-0.040 |
44,125 |
181,789 |
+112 |
Mar13 |
100702 |
97.610 |
97.640 |
97.555 |
97.590 |
-0.035 |
47,845 |
162,408 |
+3,164 |
Jun13 |
100702 |
97.395 |
97.430 |
97.340 |
97.380 |
-0.035 |
34,991 |
102,441 |
-88 |
Sep13 |
100702 |
97.195 |
97.225 |
97.135 |
97.175 |
-0.040 |
15,729 |
74,914 |
-1,688 |
Dec13 |
100702 |
96.990 |
97.015 |
96.935 |
96.960 |
-0.045 |
9,272 |
37,250 |
-1,133 |
Mar14 |
100702 |
96.805 |
96.850 |
96.765 |
96.795 |
-0.045 |
8,267 |
46,128 |
+183 |
Jun14 |
100702 |
96.620 |
96.680 |
96.590 |
96.620 |
-0.050 |
9,561 |
31,969 |
-1,729 |
Sep14 |
100702 |
96.480 |
96.530 |
96.435 |
96.465 |
-0.055 |
5,020 |
24,111 |
-558 |
Dec14 |
100702 |
96.360 |
96.370 |
96.280 |
96.305 |
-0.055 |
3,580 |
42,947 |
+92 |
Total Volume and Open Interest |
1,728,013 |
7,266,506 |
+48,603 |
30 Day Federal Funds(CBOT) |
Jul10 |
100702 |
99.810 |
99.815 |
99.805 |
99.810 |
+0.005 |
5,841 |
53,432 |
-463 |
Aug10 |
100702 |
99.800 |
99.805 |
99.795 |
99.800 |
+0.005 |
2,093 |
79,512 |
-64 |
Sep10 |
100702 |
99.795 |
99.800 |
99.790 |
99.795 |
+0.005 |
2,151 |
48,835 |
-157 |
Oct10 |
100702 |
99.785 |
99.795 |
99.780 |
99.790 |
+0.005 |
2,856 |
59,727 |
-551 |
Nov10 |
100702 |
99.780 |
99.785 |
99.770 |
99.780 |
+0.005 |
2,423 |
82,028 |
-747 |
Dec10 |
100702 |
99.770 |
99.775 |
99.760 |
99.770 |
+0.005 |
4,710 |
68,673 |
+650 |
Total Volume and Open Interest |
33,014 |
585,676 |
-68,697 |
30 Day Fed Funds(e-CBOT) |
Jul10 |
090519 |
99.085 |
99.085 |
99.085 |
99.085 |
unch |
0 |
2,211 |
|
Aug10 |
090519 |
98.995 |
98.995 |
98.995 |
98.995 |
unch |
0 |
1,623 |
|
Sep10 |
090519 |
98.885 |
98.900 |
98.880 |
98.885 |
unch |
50 |
2,134 |
|
Oct10 |
090519 |
98.820 |
98.820 |
98.810 |
98.820 |
unch |
0 |
454 |
|
Nov10 |
090519 |
98.660 |
98.660 |
98.660 |
98.660 |
unch |
0 |
1,342 |
|
Dec10 |
090519 |
98.590 |
98.590 |
98.565 |
98.565 |
unch |
0 |
330 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Sep10 |
100702 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
2 |
939 |
+0 |
Dec10 |
100702 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
0 |
342 |
+0 |
Mar11 |
100702 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
167 |
+0 |
Jun11 |
100702 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Sep11 |
100702 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec11 |
100702 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar12 |
100702 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Jun12 |
100702 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
100702 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Dec12 |
100702 |
99.420 |
99.420 |
99.420 |
99.420 |
unch |
|
|
|
Total Volume and Open Interest |
2 |
1,448 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100705 |
99.65 |
99.68 |
99.65 |
99.68 |
+0.03 |
184 |
3,319 |
-417 |
Dec10 |
100705 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.03 |
100 |
1,272 |
+0 |
Mar11 |
100705 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.03 |
4 |
1,909 |
+0 |
Jun11 |
100705 |
99.67 |
99.68 |
99.67 |
99.68 |
+0.03 |
104 |
776 |
+0 |
Sep11 |
100705 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.03 |
0 |
108 |
+0 |
Dec11 |
100705 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.03 |
0 |
103 |
+0 |
Mar12 |
100705 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.03 |
0 |
305 |
+0 |
Jun12 |
100705 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.03 |
0 |
754 |
+0 |
Total Volume and Open Interest |
392 |
8,858 |
-417 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100702 |
141.79 |
141.97 |
141.50 |
141.55 |
-0.07 |
1,828 |
21,034 |
+415 |
Dec10 |
100705 |
140.82 |
140.82 |
140.82 |
140.82 |
+0.15 |
0 |
10 |
+6 |
Mar11 |
100705 |
138.73 |
138.73 |
138.73 |
138.73 |
+0.15 |
|
|
|
Total Volume and Open Interest |
2,261 |
21,689 |
+522 |
Euro-Bund(EUREX) |
Sep10 |
100705 |
129.41 |
129.82 |
129.34 |
129.70 |
+0.14 |
795,326 |
858,215 |
+1,964 |
Dec10 |
100705 |
127.95 |
128.30 |
127.95 |
128.21 |
+0.38 |
7 |
1,359 |
+1 |
Mar11 |
100705 |
128.20 |
128.20 |
128.20 |
128.20 |
+0.39 |
|
|
|
Total Volume and Open Interest |
957,479 |
887,273 |
+27,700 |
Euro-Bobl(EUREX) |
Sep10 |
100625 |
120.63 |
120.78 |
120.56 |
120.61 |
+0.59 |
576,317 |
700,482 |
-18,977 |
Dec10 |
100705 |
119.53 |
119.53 |
119.52 |
119.52 |
+0.18 |
2,040 |
5,500 |
+1,998 |
Mar11 |
100705 |
118.63 |
118.63 |
118.63 |
118.63 |
+0.18 |
|
|
|
Total Volume and Open Interest |
604,528 |
715,899 |
+30,884 |
3-Mth Euribor(EUREX) |
Sep10 |
100705 |
99.060 |
99.060 |
99.055 |
99.055 |
+0.015 |
981 |
3,882 |
-216 |
Dec10 |
100705 |
98.920 |
98.925 |
98.915 |
98.915 |
+0.035 |
1,003 |
2,491 |
+303 |
Mar11 |
100705 |
98.870 |
98.870 |
98.860 |
98.860 |
+0.050 |
42 |
1,049 |
+8 |
Total Volume and Open Interest |
2,731 |
11,366 |
-245 |
Long Gilt(LIFFE) |
Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~23 |
66,100 |
278,204 |
+2,249 |
Dec10 |
100705 |
124~14 |
124~14 |
124~14 |
124~14 |
+0~13 |
|
|
|
Total Volume and Open Interest |
125,074 |
281,414 |
+3,561 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100705 |
99.17 |
99.19 |
99.17 |
99.19 |
+0.02 |
33,237 |
363,542 |
+1,051 |
Dec10 |
100705 |
99.07 |
99.10 |
99.07 |
99.08 |
+0.02 |
58,635 |
382,682 |
-2,429 |
Mar11 |
100705 |
98.97 |
99.02 |
98.97 |
98.99 |
+0.03 |
74,038 |
325,126 |
-436 |
Jun11 |
100705 |
98.83 |
98.87 |
98.81 |
98.85 |
+0.04 |
72,731 |
307,426 |
-3,306 |
Sep11 |
100705 |
98.64 |
98.69 |
98.63 |
98.68 |
+0.05 |
53,268 |
320,590 |
+8,196 |
Dec11 |
100705 |
98.42 |
98.45 |
98.38 |
98.44 |
+0.05 |
37,219 |
256,874 |
+3,646 |
Total Volume and Open Interest |
396,323 |
2,377,501 |
+5,792 |
3-Mth Euribor(LIFFE) |
Sep10 |
100705 |
99.050 |
99.075 |
99.045 |
99.055 |
+0.015 |
288,402 |
605,423 |
-20,304 |
Dec10 |
100705 |
98.890 |
98.940 |
98.890 |
98.915 |
+0.035 |
305,900 |
473,654 |
-9,765 |
Mar11 |
100705 |
98.815 |
98.880 |
98.815 |
98.860 |
+0.050 |
271,454 |
483,761 |
-12,655 |
Total Volume and Open Interest |
1,898,607 |
3,167,435 |
-67,459 |
3-Mth Aus T-Bills(SFE) |
Sep10 |
100705 |
95.22 |
95.26 |
95.18 |
95.25 |
+0.02 |
12,952 |
254,034 |
-152 |
Dec10 |
100705 |
95.21 |
95.29 |
95.19 |
95.26 |
+0.02 |
12,436 |
166,575 |
-1,545 |
Mar11 |
100705 |
95.19 |
95.25 |
95.16 |
95.21 |
+0.01 |
10,203 |
75,991 |
+653 |
Jun11 |
100705 |
95.16 |
95.19 |
95.11 |
95.15 |
unch |
3,636 |
55,410 |
+1,563 |
Sep11 |
100705 |
95.10 |
95.12 |
95.03 |
95.09 |
+0.01 |
1,712 |
37,591 |
+1,076 |
Dec11 |
100705 |
95.04 |
95.04 |
94.95 |
95.01 |
+0.01 |
1,198 |
26,287 |
+263 |
Mar12 |
100705 |
94.96 |
94.98 |
94.93 |
94.95 |
-0.01 |
455 |
23,712 |
-127 |
Jun12 |
100705 |
94.91 |
94.95 |
94.90 |
94.92 |
-0.01 |
75 |
6,812 |
+72 |
Sep12 |
100705 |
94.93 |
94.93 |
94.90 |
94.92 |
-0.02 |
0 |
3,385 |
+0 |
Dec12 |
100705 |
94.92 |
94.92 |
94.89 |
94.90 |
-0.03 |
0 |
1,246 |
+0 |
Total Volume and Open Interest |
42,667 |
651,910 |
+1,803 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100705 |
94.89 |
94.94 |
94.88 |
94.93 |
+0.03 |
36,954 |
330,528 |
+7,768 |
Dec10 |
100705 |
94.92 |
94.92 |
94.92 |
94.92 |
+0.03 |
|
|
|
Total Volume and Open Interest |
36,954 |
330,528 |
+7,768 |
3-Year Aus T-Bonds(SFE) |
Sep10 |
100705 |
95.46 |
95.51 |
95.43 |
95.46 |
unch |
125,293 |
548,224 |
-45,868 |
Dec10 |
100705 |
95.41 |
95.41 |
95.41 |
95.41 |
unch |
|
|
|
Total Volume and Open Interest |
125,293 |
548,224 |
-45,868 |
Gold(CMX) |
Aug10 |
100702 |
1199.0 |
1214.0 |
1198.8 |
1207.7 |
+1.0 |
110,717 |
357,448 |
-915 |
Oct10 |
100702 |
1203.1 |
1215.2 |
1203.1 |
1209.6 |
+1.0 |
1,029 |
27,522 |
+524 |
Dec10 |
100702 |
1204.7 |
1217.7 |
1204.7 |
1211.6 |
+1.1 |
4,345 |
86,146 |
+2,113 |
Feb11 |
100702 |
1209.3 |
1218.0 |
1209.3 |
1213.6 |
+1.1 |
425 |
23,195 |
-314 |
Apr11 |
100702 |
1221.0 |
1221.0 |
1211.6 |
1215.5 |
+1.1 |
68 |
19,383 |
+37 |
Jun11 |
100702 |
566.6 |
567.7 |
559.3 |
562.3 |
+1.1 |
702 |
13,302 |
-165 |
Aug11 |
100702 |
1219.9 |
1219.9 |
1219.9 |
1219.9 |
+1.1 |
260 |
7,197 |
+256 |
Oct11 |
100702 |
1220.3 |
1222.4 |
1219.8 |
1222.4 |
+1.1 |
45 |
7,272 |
+42 |
Dec11 |
100702 |
1223.5 |
1225.0 |
1223.5 |
1225.0 |
+1.2 |
761 |
14,396 |
-388 |
Feb12 |
100702 |
1227.9 |
1227.9 |
1227.9 |
1227.9 |
+1.2 |
0 |
3,753 |
+0 |
Apr12 |
100702 |
1231.1 |
1231.1 |
1231.1 |
1231.1 |
+1.2 |
0 |
4,988 |
+0 |
Jun12 |
100702 |
1235.3 |
1235.3 |
1234.5 |
1234.5 |
+1.2 |
1,715 |
9,362 |
+430 |
Total Volume and Open Interest |
127,263 |
605,792 |
+4,654 |
Silver(CMX) |
Jul10 |
100702 |
1781.0 |
1808.0 |
1762.0 |
1769.8 |
-6.2 |
1,885 |
2,003 |
-403 |
Sep10 |
100702 |
1781.5 |
1811.5 |
1763.5 |
1771.9 |
-7.1 |
24,481 |
72,648 |
-114 |
Dec10 |
100702 |
1789.0 |
1814.5 |
1769.5 |
1778.0 |
-7.1 |
1,273 |
22,291 |
+437 |
Mar11 |
100702 |
1796.0 |
1813.0 |
1780.0 |
1782.2 |
-7.0 |
19 |
10,355 |
-6 |
May11 |
100702 |
1787.0 |
1787.0 |
1784.2 |
1784.2 |
-7.0 |
16 |
7,611 |
-3 |
Jul11 |
100702 |
1786.1 |
1786.1 |
1786.1 |
1786.1 |
-7.0 |
26 |
5,740 |
+20 |
Sep11 |
100702 |
1822.0 |
1822.0 |
1787.7 |
1787.7 |
-7.0 |
1 |
423 |
+0 |
Total Volume and Open Interest |
27,898 |
127,990 |
-75 |
Platinum(NYMEX) |
Jul10 |
100702 |
1508.0 |
1515.2 |
1499.0 |
1499.2 |
-4.1 |
168 |
259 |
-82 |
Oct10 |
100702 |
1508.9 |
1521.9 |
1492.5 |
1503.6 |
-3.2 |
4,079 |
28,417 |
-16 |
Jan11 |
100702 |
1510.0 |
1510.0 |
1499.5 |
1508.4 |
-3.5 |
26 |
678 |
+16 |
Apr11 |
100702 |
1510.0 |
1510.0 |
1508.4 |
1508.4 |
-3.5 |
0 |
6 |
+0 |
Total Volume and Open Interest |
4,283 |
29,406 |
-91 |
Palladium(NYMEX) |
Sep10 |
100702 |
430.90 |
440.45 |
425.00 |
426.90 |
-2.15 |
3,537 |
19,956 |
+10 |
Dec10 |
100702 |
436.60 |
437.30 |
427.80 |
427.80 |
-2.15 |
7 |
490 |
-1 |
Mar11 |
100702 |
428.30 |
428.30 |
428.30 |
428.30 |
-2.15 |
0 |
20 |
+0 |
Total Volume and Open Interest |
3,547 |
20,475 |
+8 |
Copper(CMX) |
Jul10 |
100702 |
290.45 |
294.00 |
288.85 |
290.40 |
+3.90 |
2,958 |
3,501 |
-828 |
Sep10 |
100702 |
289.55 |
295.80 |
289.45 |
291.60 |
+3.90 |
35,863 |
79,443 |
+885 |
Dec10 |
100702 |
292.90 |
297.50 |
291.80 |
293.75 |
+3.85 |
1,366 |
21,174 |
+399 |
Mar11 |
100702 |
299.00 |
299.00 |
295.00 |
295.15 |
+3.85 |
171 |
9,981 |
-3 |
May11 |
100702 |
297.85 |
297.85 |
295.90 |
295.90 |
+3.80 |
2 |
1,349 |
+2 |
Total Volume and Open Interest |
41,009 |
130,751 |
+359 |
DJIA Index(CBOT) |
Sep10 |
100702 |
9669 |
9762 |
9550 |
9596 |
-66 |
501 |
6,342 |
+113 |
Dec10 |
100702 |
9536 |
9602 |
9536 |
9536 |
-66 |
0 |
4 |
+0 |
Mar11 |
100702 |
9483 |
9549 |
9483 |
9483 |
-66 |
|
|
|
Jun11 |
100702 |
9425 |
9491 |
9425 |
9425 |
-66 |
|
|
|
Total Volume and Open Interest |
501 |
6,346 |
+113 |
S & P 500(CME) |
Sep10 |
100702 |
1022.40 |
1032.70 |
1011.00 |
1014.30 |
-7.50 |
32,959 |
294,279 |
-514 |
Dec10 |
100702 |
1009.70 |
1022.80 |
1008.80 |
1009.70 |
-7.60 |
7 |
4,608 |
-11 |
Mar11 |
100702 |
1005.60 |
1018.70 |
1004.70 |
1005.60 |
-7.60 |
0 |
475 |
+0 |
Jun11 |
100702 |
1001.00 |
1015.20 |
1000.00 |
1002.10 |
-7.60 |
4 |
47 |
+2 |
Total Volume and Open Interest |
32,970 |
299,420 |
-512 |
S & P 500 E-Mini(Globex) |
Sep10 |
100702 |
1022.25 |
1032.50 |
1010.75 |
1014.25 |
-7.50 |
2,622,061 |
2,762,700 |
+20,394 |
Dec10 |
100702 |
1017.75 |
1027.50 |
1006.50 |
1009.75 |
-7.50 |
2,184 |
10,591 |
+596 |
Total Volume and Open Interest |
2,624,362 |
2,773,495 |
+21,150 |
NASDAQ 100(CME) |
Sep10 |
100702 |
1728.80 |
1745.00 |
1709.00 |
1721.30 |
-6.70 |
1,042 |
8,899 |
-162 |
Dec10 |
100702 |
1719.00 |
1731.00 |
1719.00 |
1719.00 |
-7.00 |
0 |
1 |
+0 |
Mar11 |
100702 |
1716.50 |
1718.50 |
1716.50 |
1716.50 |
-7.00 |
|
|
|
Total Volume and Open Interest |
1,042 |
8,900 |
-162 |
NASDAQ 100 E-Mini(Globex) |
Sep10 |
100702 |
1728.80 |
1745.80 |
1710.30 |
1721.30 |
-6.70 |
370,543 |
298,826 |
+982 |
Dec10 |
100702 |
1735.30 |
1741.50 |
1711.00 |
1719.00 |
-7.00 |
110 |
168 |
-11 |
Total Volume and Open Interest |
370,653 |
298,996 |
+971 |
S & P Midcap 400(CME) |
Sep10 |
100702 |
709.50 |
710.00 |
697.50 |
698.20 |
-7.60 |
17 |
1,740 |
+1 |
Dec10 |
100702 |
696.20 |
696.20 |
696.20 |
696.20 |
-7.60 |
|
|
|
Mar11 |
100702 |
694.20 |
694.20 |
694.20 |
694.20 |
-7.60 |
|
|
|
Total Volume and Open Interest |
17 |
1,740 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100702 |
9205 |
9205 |
9205 |
9205 |
-40 |
|
|
|
Dec10 |
100702 |
9205 |
9215 |
9205 |
9205 |
-10 |
|
|
|
Total Volume and Open Interest |
10,778 |
31,718 |
+1,427 |
Nikkei 225(SGX) |
Sep10 |
100705 |
9195 |
9300 |
9140 |
9280 |
+65 |
125,196 |
152,178 |
+2,855 |
Dec10 |
100705 |
9155 |
9230 |
9155 |
9230 |
+65 |
116 |
1,925 |
+0 |
Mar11 |
100705 |
9225 |
9225 |
9225 |
9225 |
+65 |
0 |
41 |
+0 |
Total Volume and Open Interest |
127,162 |
168,061 |
+3,483 |
CAC 40(EURONEXT) |
Jul10 |
100705 |
3343.5 |
3366.5 |
3323.5 |
3335.5 |
-14.5 |
211,735 |
437,796 |
+4,005 |
Aug10 |
100705 |
3360.0 |
3360.0 |
3335.5 |
3335.5 |
-14.5 |
5,605 |
7,177 |
+5,347 |
Sep10 |
100705 |
3359.5 |
3361.5 |
3325.0 |
3331.5 |
-13.5 |
2,181 |
36,916 |
+678 |
Total Volume and Open Interest |
219,521 |
483,147 |
+10,030 |
Hang Seng Index(HKFE) |
Jul10 |
100705 |
19780 |
19924 |
19752 |
19780 |
-93 |
68,078 |
74,873 |
+2,130 |
Aug10 |
100705 |
19730 |
19875 |
19730 |
19745 |
-88 |
441 |
440 |
+201 |
Sep10 |
100705 |
19643 |
19760 |
19643 |
19649 |
-94 |
142 |
3,391 |
+26 |
Total Volume and Open Interest |
68,694 |
79,438 |
+2,368 |
DAX(EUREX) |
Sep10 |
100705 |
5834.0 |
5872.0 |
5813.5 |
5830.5 |
-11.0 |
198,842 |
148,996 |
+4,621 |
Dec10 |
100705 |
5861.0 |
5876.5 |
5823.0 |
5839.0 |
-11.5 |
532 |
10,946 |
+208 |
Mar11 |
100705 |
5875.0 |
5885.0 |
5844.0 |
5851.5 |
-12.0 |
37 |
218 |
+6 |
Total Volume and Open Interest |
199,411 |
160,160 |
+4,835 |
FT-SE 100(EURONEXT) |
Sep10 |
100705 |
4826.50 |
4830.00 |
4775.00 |
4792.00 |
-6.50 |
150,153 |
651,877 |
+1,183 |
Dec10 |
100705 |
4784.00 |
4790.00 |
4766.00 |
4770.00 |
-5.50 |
79 |
6,852 |
-65 |
Mar11 |
100705 |
4730.50 |
4730.50 |
4730.50 |
4730.50 |
-5.00 |
20 |
1,090 |
+10 |
Total Volume and Open Interest |
150,252 |
659,819 |
+1,128 |
SPI 200(SFE) |
Sep10 |
100705 |
4241.0 |
4271.0 |
4199.0 |
4208.0 |
-35.0 |
34,940 |
225,766 |
-1,119 |
Dec10 |
100705 |
4248.0 |
4252.0 |
4223.0 |
4226.0 |
-35.0 |
87 |
3,288 |
+21 |
Mar11 |
100705 |
4238.0 |
4238.0 |
4208.0 |
4213.0 |
-35.0 |
0 |
1,157 |
+0 |
Total Volume and Open Interest |
35,027 |
230,998 |
-1,098 |
GSCI(CME) |
Jul10 |
100702 |
483.50 |
486.00 |
479.00 |
480.00 |
-3.00 |
792 |
16,193 |
+10 |
Aug10 |
100702 |
485.50 |
487.50 |
481.25 |
482.00 |
-3.10 |
40 |
108 |
+40 |
Sep10 |
100702 |
488.50 |
490.60 |
484.50 |
485.00 |
-2.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
834 |
16,301 |
+50 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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