|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu July 08, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100708 |
989.50 |
1023.00 |
987.75 |
1012.50 |
+19.50 |
2,499 |
5,875 |
-1,170 |
Aug10 |
100708 |
966.00 |
993.00 |
962.25 |
983.00 |
+15.25 |
26,931 |
67,568 |
-2,850 |
Sep10 |
100708 |
941.00 |
966.00 |
938.25 |
957.50 |
+16.50 |
5,442 |
16,376 |
+433 |
Nov10 |
100708 |
932.50 |
956.25 |
927.50 |
946.00 |
+13.50 |
57,385 |
273,671 |
+4,525 |
Jan11 |
100708 |
939.75 |
963.50 |
937.75 |
954.75 |
+15.00 |
4,101 |
34,037 |
+986 |
Mar11 |
100708 |
944.75 |
967.00 |
943.50 |
958.00 |
+13.00 |
1,415 |
10,112 |
+448 |
May11 |
100708 |
947.00 |
966.00 |
945.00 |
958.50 |
+11.50 |
848 |
10,131 |
+157 |
Total Volume and Open Interest |
100,684 |
450,536 |
+2,488 |
Soybean Meal(CBOT) |
Jul10 |
100708 |
304.10 |
316.80 |
302.70 |
310.40 |
+6.40 |
2,860 |
6,062 |
-1,152 |
Aug10 |
100708 |
293.40 |
303.70 |
291.90 |
297.60 |
+3.90 |
21,363 |
39,747 |
+559 |
Sep10 |
100708 |
281.10 |
291.30 |
280.30 |
284.80 |
+3.10 |
6,915 |
24,007 |
+4 |
Oct10 |
100708 |
271.90 |
282.20 |
271.00 |
276.00 |
+3.30 |
1,632 |
12,798 |
+204 |
Dec10 |
100708 |
272.30 |
281.60 |
270.40 |
275.60 |
+3.40 |
16,875 |
84,649 |
+1,020 |
Jan11 |
100708 |
271.90 |
281.10 |
271.50 |
275.30 |
+3.30 |
1,108 |
6,949 |
+81 |
Mar11 |
100708 |
272.00 |
281.50 |
271.20 |
275.70 |
+3.30 |
874 |
6,118 |
+241 |
May11 |
100708 |
271.70 |
280.30 |
271.00 |
274.80 |
+2.60 |
608 |
4,897 |
+285 |
Total Volume and Open Interest |
52,545 |
192,292 |
+1,275 |
Soybean Oil(CBOT) |
Jul10 |
100708 |
36.70 |
37.00 |
36.60 |
36.86 |
+0.05 |
5,967 |
2,921 |
-1,211 |
Aug10 |
100708 |
36.85 |
37.11 |
36.61 |
36.99 |
+0.03 |
28,885 |
77,000 |
+534 |
Sep10 |
100708 |
37.02 |
37.26 |
36.79 |
37.13 |
+0.01 |
9,748 |
29,805 |
+1,280 |
Oct10 |
100708 |
37.24 |
37.42 |
37.07 |
37.30 |
unch |
3,180 |
13,674 |
+799 |
Dec10 |
100708 |
37.62 |
37.82 |
37.33 |
37.69 |
unch |
34,293 |
146,360 |
+790 |
Jan11 |
100708 |
37.80 |
38.09 |
37.74 |
37.98 |
+0.02 |
787 |
8,701 |
+383 |
Mar11 |
100708 |
38.22 |
38.38 |
38.08 |
38.27 |
+0.01 |
690 |
5,262 |
+157 |
May11 |
100708 |
38.23 |
38.68 |
38.23 |
38.55 |
-0.01 |
383 |
3,345 |
+169 |
Total Volume and Open Interest |
84,103 |
292,809 |
+2,942 |
Canola(WCE) |
Jul10 |
100708 |
451.5 |
451.5 |
442.7 |
442.7 |
+6.2 |
317 |
95 |
-404 |
Nov10 |
100708 |
433.1 |
442.0 |
432.0 |
434.7 |
+0.3 |
5,846 |
128,900 |
-137 |
Jan11 |
100708 |
431.1 |
441.5 |
430.7 |
435.0 |
+1.1 |
531 |
11,228 |
+162 |
Mar11 |
100708 |
429.0 |
439.8 |
429.0 |
432.9 |
+1.3 |
107 |
5,584 |
+79 |
May11 |
100708 |
434.6 |
441.1 |
432.5 |
434.1 |
+1.5 |
4 |
1,688 |
+0 |
Total Volume and Open Interest |
6,920 |
150,798 |
-220 |
Corn(CBOT) |
Jul10 |
100708 |
370.75 |
378.50 |
370.00 |
377.50 |
+6.75 |
17,886 |
13,159 |
-2,172 |
Sep10 |
100708 |
377.50 |
386.50 |
376.75 |
385.50 |
+7.25 |
93,664 |
384,321 |
-224 |
Dec10 |
100708 |
388.75 |
397.50 |
387.75 |
396.25 |
+7.00 |
130,146 |
476,389 |
-3,587 |
Mar11 |
100708 |
400.25 |
409.00 |
400.00 |
408.00 |
+6.75 |
10,689 |
76,907 |
+999 |
May11 |
100708 |
408.00 |
416.00 |
407.50 |
415.75 |
+6.75 |
2,925 |
15,305 |
-330 |
Jul11 |
100708 |
415.50 |
423.25 |
414.25 |
423.25 |
+6.75 |
6,793 |
48,211 |
+863 |
Total Volume and Open Interest |
271,295 |
1,100,697 |
-3,267 |
Wheat(CBOT) |
Jul10 |
100708 |
515.00 |
534.50 |
510.00 |
534.00 |
+18.25 |
5,525 |
3,930 |
-647 |
Sep10 |
100708 |
529.00 |
549.50 |
524.50 |
548.50 |
+18.00 |
60,458 |
210,314 |
-785 |
Dec10 |
100708 |
558.00 |
577.50 |
553.50 |
577.00 |
+17.75 |
28,554 |
113,757 |
+2,162 |
Mar11 |
100708 |
585.00 |
603.00 |
580.25 |
602.75 |
+16.25 |
6,905 |
34,197 |
+532 |
May11 |
100708 |
597.00 |
614.75 |
597.00 |
614.50 |
+16.25 |
1,895 |
9,327 |
+673 |
Total Volume and Open Interest |
110,822 |
454,067 |
+1,608 |
Wheat(KCBT) |
Jul10 |
100708 |
537.75 |
555.00 |
535.75 |
554.00 |
+16.75 |
555 |
715 |
-367 |
Sep10 |
100708 |
543.50 |
563.75 |
542.25 |
562.00 |
+16.50 |
17,998 |
60,820 |
+1,843 |
Dec10 |
100708 |
561.25 |
581.25 |
559.50 |
579.50 |
+16.75 |
9,750 |
48,974 |
+1,566 |
Mar11 |
100708 |
578.25 |
597.50 |
577.00 |
596.50 |
+16.75 |
1,628 |
19,491 |
+194 |
May11 |
100708 |
590.00 |
607.25 |
590.00 |
607.00 |
+17.25 |
915 |
5,290 |
+135 |
Total Volume and Open Interest |
34,254 |
169,675 |
+3,297 |
Wheat(MGE) |
Jul10 |
100708 |
549.50 |
563.25 |
549.50 |
563.25 |
+12.75 |
27 |
35 |
-29 |
Sep10 |
100708 |
560.00 |
576.50 |
558.00 |
574.25 |
+12.75 |
3,005 |
18,009 |
-346 |
Dec10 |
100708 |
575.00 |
592.00 |
574.00 |
590.00 |
+12.75 |
1,333 |
14,897 |
+158 |
Mar11 |
100708 |
593.00 |
608.00 |
592.50 |
607.00 |
+12.00 |
475 |
5,790 |
-2 |
May11 |
100708 |
608.50 |
617.50 |
604.75 |
617.50 |
+12.00 |
235 |
1,677 |
+0 |
Total Volume and Open Interest |
5,579 |
49,313 |
-71 |
Oats(CBOT) |
Jul10 |
100708 |
251.00 |
253.75 |
248.25 |
249.50 |
-4.25 |
135 |
1,386 |
+2 |
Sep10 |
100708 |
259.50 |
260.00 |
254.50 |
257.50 |
-2.25 |
358 |
3,373 |
-66 |
Dec10 |
100708 |
263.00 |
264.75 |
260.50 |
263.50 |
+0.75 |
397 |
6,148 |
+19 |
Mar11 |
100708 |
268.50 |
269.50 |
267.00 |
269.50 |
+0.75 |
0 |
705 |
+0 |
Total Volume and Open Interest |
890 |
11,614 |
-45 |
Rough Rice(CBOT) |
Jul10 |
100708 |
9.93 |
9.93 |
9.81 |
9.81 |
-0.11 |
90 |
115 |
-8 |
Sep10 |
100708 |
10.16 |
10.19 |
9.96 |
10.00 |
-0.14 |
543 |
8,863 |
-3 |
Nov10 |
100708 |
10.40 |
10.41 |
10.21 |
10.25 |
-0.12 |
125 |
2,314 |
-8 |
Jan11 |
100708 |
10.57 |
10.60 |
10.51 |
10.51 |
-0.12 |
0 |
521 |
+0 |
Total Volume and Open Interest |
793 |
13,608 |
-19 |
Live Cattle(CME) |
Aug10 |
100708 |
91.000 |
91.230 |
90.635 |
90.900 |
+0.400 |
18,374 |
126,142 |
+716 |
Oct10 |
100708 |
92.135 |
92.430 |
91.885 |
92.135 |
+0.250 |
11,782 |
104,823 |
+873 |
Dec10 |
100708 |
94.350 |
94.580 |
94.135 |
94.550 |
+0.320 |
5,836 |
49,762 |
+1,004 |
Feb11 |
100708 |
95.750 |
96.150 |
95.700 |
96.150 |
+0.320 |
1,909 |
24,477 |
+404 |
Apr11 |
100708 |
97.450 |
97.785 |
97.400 |
97.650 |
+0.250 |
692 |
13,014 |
+158 |
Jun11 |
100708 |
94.400 |
94.900 |
94.200 |
94.650 |
+0.150 |
405 |
4,470 |
+164 |
Total Volume and Open Interest |
39,143 |
325,069 |
+3,375 |
Feeder Cattle(CME) |
Aug10 |
100708 |
113.800 |
114.000 |
113.300 |
113.600 |
+0.050 |
2,288 |
21,352 |
-311 |
Sep10 |
100708 |
113.900 |
114.250 |
113.385 |
114.135 |
+0.305 |
952 |
7,279 |
+319 |
Oct10 |
100708 |
113.750 |
113.930 |
113.300 |
113.830 |
+0.100 |
791 |
5,596 |
+224 |
Nov10 |
100708 |
113.385 |
113.580 |
112.900 |
113.430 |
+0.180 |
301 |
2,045 |
+96 |
Jan11 |
100708 |
111.600 |
111.700 |
111.250 |
111.680 |
+0.080 |
68 |
769 |
+29 |
Mar11 |
100708 |
110.535 |
110.700 |
110.050 |
110.700 |
-0.100 |
77 |
225 |
+65 |
Apr11 |
100708 |
109.885 |
110.400 |
109.885 |
110.400 |
unch |
0 |
19 |
+0 |
Total Volume and Open Interest |
4,477 |
37,298 |
+422 |
Lean Hogs(CME) |
Jul10 |
100708 |
78.950 |
79.385 |
78.650 |
78.885 |
unch |
3,317 |
11,511 |
-1,820 |
Aug10 |
100708 |
80.830 |
81.400 |
80.500 |
80.900 |
+0.070 |
13,398 |
66,673 |
-3,053 |
Oct10 |
100708 |
74.785 |
75.700 |
74.650 |
75.300 |
+0.325 |
6,854 |
51,615 |
+2,203 |
Dec10 |
100708 |
71.750 |
72.650 |
71.400 |
72.600 |
+0.750 |
2,648 |
32,265 |
+106 |
Feb11 |
100708 |
73.600 |
74.300 |
73.150 |
74.285 |
+0.685 |
396 |
12,825 |
+84 |
Apr11 |
100708 |
75.200 |
75.800 |
74.900 |
75.725 |
+0.525 |
336 |
11,127 |
+151 |
May11 |
100708 |
78.180 |
78.400 |
78.000 |
78.400 |
+0.300 |
4 |
331 |
+3 |
Jun11 |
100708 |
81.635 |
81.950 |
81.200 |
81.930 |
+0.130 |
98 |
4,157 |
+34 |
Total Volume and Open Interest |
27,115 |
191,486 |
-2,253 |
Pork Bellies(CME) |
Jul10 |
100708 |
100.100 |
100.100 |
99.500 |
99.500 |
+0.500 |
12 |
31 |
-9 |
Aug10 |
100708 |
97.700 |
97.700 |
95.500 |
95.500 |
+0.800 |
3 |
29 |
-1 |
Feb11 |
100708 |
100.000 |
100.000 |
100.000 |
100.000 |
unch |
0 |
5 |
+0 |
Mar11 |
100708 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
1 |
+0 |
May11 |
100708 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
15 |
66 |
-10 |
Class III Milk(CME) |
Jul10 |
100708 |
13.50 |
13.57 |
13.48 |
13.56 |
+0.06 |
89 |
4,215 |
-46 |
Aug10 |
100708 |
14.62 |
14.71 |
14.55 |
14.66 |
+0.03 |
470 |
4,823 |
-14 |
Sep10 |
100708 |
14.98 |
15.00 |
14.91 |
15.00 |
unch |
351 |
4,226 |
+4 |
Oct10 |
100708 |
14.98 |
15.04 |
14.95 |
15.00 |
unch |
105 |
3,664 |
+11 |
Nov10 |
100708 |
14.75 |
14.77 |
14.69 |
14.73 |
+0.01 |
47 |
3,560 |
+5 |
Total Volume and Open Interest |
1,221 |
25,841 |
+16 |
Cocoa(ICE) |
Jul10 |
100708 |
2968 |
2968 |
2939 |
2939 |
-2 |
1 |
145 |
+0 |
Sep10 |
100708 |
2969 |
2998 |
2957 |
2969 |
-12 |
5,618 |
61,553 |
+356 |
Dec10 |
100708 |
2995 |
3019 |
2981 |
2993 |
-11 |
1,982 |
23,964 |
+851 |
Mar11 |
100708 |
3024 |
3036 |
2998 |
3008 |
-9 |
374 |
17,068 |
+214 |
May11 |
100708 |
3036 |
3045 |
3005 |
3018 |
-9 |
27 |
7,949 |
+22 |
Jul11 |
100708 |
3038 |
3050 |
3010 |
3026 |
-8 |
0 |
4,032 |
+0 |
Sep11 |
100708 |
3043 |
3043 |
3015 |
3033 |
-9 |
27 |
1,466 |
+23 |
Total Volume and Open Interest |
8,106 |
121,721 |
+1,473 |
Coffee "C"(ICE) |
Jul10 |
100708 |
159.10 |
159.65 |
159.10 |
159.65 |
-1.00 |
123 |
188 |
-18 |
Sep10 |
100708 |
163.05 |
163.80 |
160.85 |
162.10 |
-0.95 |
15,432 |
91,234 |
-3,618 |
Dec10 |
100708 |
163.75 |
164.10 |
161.35 |
162.65 |
-0.80 |
3,898 |
45,393 |
-346 |
Mar11 |
100708 |
163.30 |
163.50 |
161.30 |
162.45 |
-0.80 |
290 |
18,384 |
-27 |
May11 |
100708 |
162.85 |
162.85 |
161.00 |
162.00 |
-0.85 |
80 |
6,190 |
-17 |
Jul11 |
100708 |
162.50 |
162.50 |
161.85 |
161.85 |
-0.85 |
55 |
2,908 |
+14 |
Total Volume and Open Interest |
19,938 |
165,787 |
-4,025 |
Orange Juice(ICE) |
Jul10 |
100708 |
142.00 |
142.50 |
138.15 |
138.15 |
-7.60 |
41 |
309 |
-168 |
Sep10 |
100708 |
145.15 |
145.15 |
136.85 |
137.60 |
-7.90 |
1,330 |
22,225 |
-59 |
Nov10 |
100708 |
146.25 |
146.25 |
138.20 |
139.15 |
-7.50 |
69 |
3,880 |
+1 |
Jan11 |
100708 |
146.15 |
146.15 |
139.80 |
139.85 |
-7.55 |
13 |
1,584 |
+6 |
Mar11 |
100708 |
147.00 |
147.00 |
140.60 |
140.60 |
-7.55 |
2 |
201 |
+1 |
May11 |
100708 |
140.70 |
140.70 |
140.70 |
140.70 |
-7.55 |
0 |
154 |
+0 |
Total Volume and Open Interest |
1,455 |
28,552 |
-219 |
Sugar #11(ICE) |
Oct10 |
100708 |
17.10 |
17.30 |
16.93 |
17.09 |
+0.03 |
45,251 |
256,462 |
-1,929 |
Mar11 |
100708 |
17.30 |
17.52 |
17.21 |
17.40 |
+0.03 |
21,809 |
130,509 |
-1,584 |
May11 |
100708 |
16.72 |
16.90 |
16.65 |
16.82 |
unch |
5,221 |
25,685 |
-1,591 |
Jul11 |
100708 |
16.32 |
16.51 |
16.20 |
16.37 |
-0.02 |
6,361 |
61,055 |
-174 |
Oct11 |
100708 |
16.20 |
16.30 |
15.90 |
16.21 |
-0.06 |
4,180 |
26,508 |
+1,632 |
Total Volume and Open Interest |
84,524 |
557,902 |
-3,276 |
London Cocoa(LCE) |
Jul10 |
100708 |
2631 |
2637 |
2589 |
2601 |
-17 |
2,676 |
49,454 |
-552 |
Sep10 |
100708 |
2404 |
2416 |
2370 |
2380 |
-23 |
2,721 |
62,360 |
+774 |
Dec10 |
100708 |
2205 |
2214 |
2190 |
2199 |
-7 |
2,062 |
33,532 |
-167 |
Mar11 |
100708 |
2176 |
2182 |
2169 |
2173 |
unch |
297 |
29,245 |
+71 |
May11 |
100708 |
2170 |
2178 |
2158 |
2167 |
-2 |
220 |
10,058 |
+102 |
Jul11 |
100708 |
2164 |
2175 |
2163 |
2164 |
unch |
89 |
1,694 |
+40 |
Sep11 |
100708 |
2160 |
2160 |
2160 |
2160 |
unch |
0 |
2,470 |
+0 |
Total Volume and Open Interest |
8,065 |
194,634 |
+268 |
London Sugar(LCE) |
Aug10 |
100708 |
591.00 |
607.00 |
588.00 |
605.80 |
+15.90 |
4,494 |
12,813 |
-1,670 |
Oct10 |
100708 |
514.70 |
535.00 |
511.50 |
523.00 |
+11.10 |
4,888 |
32,096 |
-225 |
Dec10 |
100708 |
481.00 |
500.00 |
479.00 |
487.70 |
+8.20 |
909 |
10,153 |
+335 |
Mar11 |
100708 |
480.50 |
486.30 |
475.30 |
482.80 |
+6.30 |
1,245 |
7,041 |
+398 |
May11 |
100708 |
467.20 |
474.90 |
465.90 |
469.30 |
+3.10 |
167 |
3,213 |
+57 |
Total Volume and Open Interest |
11,843 |
67,543 |
-979 |
Cotton(ICE) |
Jul10 |
100708 |
83.37 |
83.63 |
81.50 |
81.85 |
-0.86 |
125 |
813 |
-116 |
Oct10 |
100708 |
77.61 |
78.30 |
77.07 |
77.29 |
-0.67 |
154 |
1,399 |
-12 |
Dec10 |
100708 |
74.60 |
75.20 |
73.60 |
73.99 |
-0.57 |
14,080 |
123,134 |
-2,222 |
Mar11 |
100708 |
76.25 |
76.25 |
74.78 |
75.17 |
-0.58 |
1,015 |
24,516 |
+375 |
May11 |
100708 |
75.60 |
75.60 |
75.60 |
75.60 |
-0.54 |
126 |
1,100 |
-61 |
Jul11 |
100708 |
75.55 |
75.77 |
75.50 |
75.77 |
-0.54 |
63 |
6,753 |
-7 |
Total Volume and Open Interest |
15,564 |
159,524 |
-2,028 |
Lumber(CME) |
Jul10 |
100708 |
203.0 |
208.0 |
202.0 |
202.0 |
-1.0 |
287 |
1,023 |
-192 |
Sep10 |
100708 |
214.9 |
219.9 |
211.9 |
211.9 |
-3.6 |
443 |
5,596 |
+1 |
Nov10 |
100708 |
217.3 |
222.0 |
215.0 |
215.0 |
-1.6 |
137 |
2,174 |
+33 |
Jan11 |
100708 |
239.9 |
239.9 |
235.0 |
235.8 |
-3.2 |
6 |
135 |
-2 |
Total Volume and Open Interest |
873 |
8,941 |
-160 |
Crude Oil(NYM) |
Aug10 |
100708 |
74.85 |
76.00 |
74.38 |
75.44 |
+1.37 |
325,727 |
292,124 |
-8,177 |
Sep10 |
100708 |
75.37 |
76.55 |
74.95 |
76.03 |
+1.39 |
93,843 |
182,368 |
+7,862 |
Oct10 |
100708 |
75.75 |
77.02 |
75.50 |
76.58 |
+1.39 |
28,559 |
65,428 |
+772 |
Nov10 |
100708 |
76.39 |
77.67 |
76.14 |
77.20 |
+1.40 |
11,482 |
42,844 |
+1,157 |
Dec10 |
100708 |
76.93 |
78.26 |
76.63 |
77.79 |
+1.42 |
39,254 |
194,594 |
+1,037 |
Jan11 |
100708 |
77.45 |
78.50 |
77.25 |
78.27 |
+1.42 |
4,860 |
38,154 |
+76 |
Feb11 |
100708 |
78.50 |
79.11 |
78.10 |
78.69 |
+1.42 |
1,771 |
15,858 |
+168 |
Mar11 |
100708 |
78.42 |
79.30 |
77.96 |
79.10 |
+1.43 |
2,504 |
21,820 |
-408 |
Apr11 |
100708 |
78.38 |
79.49 |
78.38 |
79.49 |
+1.42 |
1,257 |
11,280 |
+138 |
May11 |
100708 |
79.53 |
79.96 |
78.99 |
79.88 |
+1.42 |
1,492 |
7,629 |
+73 |
Jun11 |
100708 |
79.24 |
80.59 |
79.22 |
80.25 |
+1.41 |
7,945 |
44,390 |
+1,660 |
Jul11 |
100708 |
80.55 |
81.05 |
80.52 |
80.58 |
+1.43 |
1,992 |
23,322 |
-5 |
Aug11 |
100708 |
80.78 |
80.78 |
80.78 |
80.78 |
+1.44 |
989 |
7,413 |
-368 |
Sep11 |
100708 |
80.93 |
80.93 |
80.93 |
80.93 |
+1.44 |
904 |
7,463 |
+275 |
Oct11 |
100708 |
81.07 |
81.07 |
81.07 |
81.07 |
+1.44 |
173 |
5,038 |
-17 |
Nov11 |
100708 |
81.22 |
81.22 |
81.22 |
81.22 |
+1.43 |
98 |
9,913 |
+8 |
Total Volume and Open Interest |
536,320 |
1,271,853 |
+5,365 |
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 |
100708 |
75.325 |
76.550 |
75.000 |
76.025 |
+1.375 |
444 |
1,238 |
-37 |
Oct10 |
100708 |
76.325 |
76.900 |
75.750 |
76.575 |
+1.375 |
56 |
175 |
-8 |
Nov10 |
100708 |
76.775 |
77.200 |
76.775 |
77.200 |
+1.400 |
5 |
108 |
-1 |
Dec10 |
100708 |
77.175 |
77.800 |
76.800 |
77.800 |
+1.425 |
18 |
117 |
+13 |
Jan11 |
100708 |
78.275 |
78.275 |
78.275 |
78.275 |
+1.425 |
1 |
1 |
-1 |
Feb11 |
100708 |
78.700 |
78.700 |
78.700 |
78.700 |
+1.425 |
0 |
1 |
+0 |
Mar11 |
100708 |
79.100 |
79.100 |
79.100 |
79.100 |
+1.425 |
|
|
|
Apr11 |
100708 |
79.500 |
79.500 |
79.500 |
79.500 |
+1.425 |
|
|
|
Total Volume and Open Interest |
13,386 |
4,589 |
-49 |
Heating Oil(NYM) |
Aug10 |
100708 |
199.30 |
203.36 |
198.45 |
200.53 |
+2.66 |
48,758 |
80,462 |
-2,107 |
Sep10 |
100708 |
201.05 |
205.42 |
200.63 |
202.93 |
+2.84 |
19,062 |
46,807 |
-17 |
Oct10 |
100708 |
203.28 |
207.69 |
203.27 |
205.48 |
+3.01 |
7,943 |
28,406 |
-415 |
Nov10 |
100708 |
205.90 |
210.29 |
205.90 |
208.21 |
+3.16 |
2,887 |
20,643 |
+157 |
Dec10 |
100708 |
209.05 |
212.79 |
208.30 |
210.93 |
+3.25 |
10,764 |
35,183 |
-475 |
Jan11 |
100708 |
212.50 |
215.20 |
211.63 |
213.49 |
+3.31 |
2,924 |
23,489 |
-120 |
Feb11 |
100708 |
216.17 |
216.75 |
214.98 |
215.37 |
+3.36 |
1,496 |
10,244 |
+206 |
Mar11 |
100708 |
216.99 |
217.30 |
215.88 |
216.17 |
+3.34 |
1,757 |
9,937 |
+122 |
Apr11 |
100708 |
216.50 |
216.50 |
215.37 |
215.76 |
+3.36 |
405 |
5,488 |
+13 |
May11 |
100708 |
215.45 |
215.45 |
215.45 |
215.45 |
+3.34 |
366 |
5,120 |
+134 |
Jun11 |
100708 |
215.28 |
215.63 |
215.28 |
215.63 |
+3.31 |
1,276 |
19,098 |
-256 |
Jul11 |
100708 |
216.81 |
216.90 |
216.81 |
216.90 |
+3.31 |
89 |
2,340 |
+10 |
Total Volume and Open Interest |
98,926 |
305,890 |
-2,737 |
Gasoline(NYMEX) |
Aug10 |
100708 |
204.23 |
207.43 |
202.78 |
205.11 |
+2.58 |
53,483 |
81,804 |
+1,129 |
Sep10 |
100708 |
203.50 |
206.48 |
202.15 |
204.53 |
+2.71 |
22,323 |
55,796 |
+387 |
Oct10 |
100708 |
192.21 |
195.25 |
191.57 |
193.67 |
+2.96 |
10,479 |
25,664 |
+457 |
Nov10 |
100708 |
192.28 |
193.94 |
190.31 |
192.65 |
+3.11 |
6,495 |
23,268 |
+511 |
Dec10 |
100708 |
191.75 |
194.24 |
190.90 |
193.18 |
+3.22 |
7,474 |
15,113 |
-201 |
Jan11 |
100708 |
196.00 |
196.04 |
194.10 |
194.96 |
+3.21 |
800 |
6,742 |
-26 |
Feb11 |
100708 |
198.00 |
198.00 |
195.72 |
197.03 |
+3.20 |
430 |
2,020 |
-107 |
Mar11 |
100708 |
200.20 |
200.20 |
198.00 |
199.13 |
+3.23 |
906 |
2,353 |
-72 |
Apr11 |
100708 |
211.38 |
211.38 |
210.79 |
211.11 |
+3.16 |
400 |
3,526 |
+35 |
May11 |
100708 |
212.12 |
212.12 |
212.12 |
212.12 |
+3.18 |
271 |
3,375 |
+55 |
Total Volume and Open Interest |
103,285 |
230,219 |
+2,247 |
e-miNY RBOB Gasoline(NYM) |
Aug10 |
100708 |
205.10 |
205.11 |
205.10 |
205.10 |
+2.60 |
0 |
2 |
+0 |
Sep10 |
100708 |
204.50 |
204.53 |
204.50 |
204.50 |
+2.70 |
0 |
1 |
+0 |
Oct10 |
100708 |
193.70 |
193.70 |
193.67 |
193.70 |
+3.00 |
0 |
1 |
+0 |
Nov10 |
100708 |
192.70 |
192.70 |
192.65 |
192.70 |
+3.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Aug10 |
100708 |
4.598 |
4.619 |
4.355 |
4.399 |
-0.166 |
111,455 |
127,791 |
-3,587 |
Sep10 |
100708 |
4.621 |
4.641 |
4.383 |
4.420 |
-0.168 |
34,896 |
143,199 |
-809 |
Oct10 |
100708 |
4.687 |
4.715 |
4.471 |
4.509 |
-0.158 |
32,638 |
84,578 |
+1,316 |
Nov10 |
100708 |
4.971 |
5.011 |
4.800 |
4.844 |
-0.131 |
18,524 |
47,575 |
+4,781 |
Dec10 |
100708 |
5.262 |
5.285 |
5.094 |
5.163 |
-0.096 |
8,764 |
38,669 |
-326 |
Jan11 |
100708 |
5.455 |
5.455 |
5.260 |
5.330 |
-0.089 |
9,758 |
57,727 |
+317 |
Feb11 |
100708 |
5.385 |
5.410 |
5.242 |
5.305 |
-0.086 |
1,047 |
18,712 |
+928 |
Mar11 |
100708 |
5.295 |
5.317 |
5.153 |
5.214 |
-0.081 |
4,234 |
53,740 |
+415 |
Apr11 |
100708 |
5.091 |
5.118 |
4.970 |
5.036 |
-0.062 |
3,895 |
41,452 |
+311 |
May11 |
100708 |
5.110 |
5.115 |
4.988 |
5.056 |
-0.060 |
1,134 |
20,015 |
+223 |
Jun11 |
100708 |
5.161 |
5.171 |
5.045 |
5.108 |
-0.057 |
741 |
8,107 |
-185 |
Jul11 |
100708 |
5.251 |
5.253 |
5.125 |
5.173 |
-0.055 |
695 |
6,199 |
+344 |
Aug11 |
100708 |
5.265 |
5.280 |
5.160 |
5.217 |
-0.053 |
145 |
5,318 |
+28 |
Sep11 |
100708 |
5.307 |
5.310 |
5.195 |
5.246 |
-0.052 |
157 |
5,405 |
+6 |
Oct11 |
100708 |
5.404 |
5.404 |
5.262 |
5.333 |
-0.051 |
604 |
18,754 |
+24 |
Nov11 |
100708 |
5.621 |
5.624 |
5.510 |
5.578 |
-0.039 |
276 |
5,077 |
+75 |
Total Volume and Open Interest |
230,147 |
783,430 |
+3,939 |
Brent Crude Oil(ICE) |
Aug10 |
100708 |
74.20 |
75.25 |
73.71 |
74.71 |
+1.20 |
130,688 |
139,411 |
-4,706 |
Sep10 |
100708 |
74.45 |
75.56 |
74.00 |
75.02 |
+1.25 |
78,600 |
159,835 |
+4,087 |
Oct10 |
100708 |
75.05 |
76.10 |
74.53 |
75.58 |
+1.29 |
32,435 |
74,218 |
+3,225 |
Nov10 |
100708 |
75.59 |
76.65 |
75.18 |
76.22 |
+1.32 |
10,765 |
26,887 |
-114 |
Dec10 |
100708 |
75.89 |
77.30 |
75.80 |
76.87 |
+1.35 |
29,228 |
105,048 |
+166 |
Jan11 |
100708 |
76.39 |
77.89 |
76.39 |
77.47 |
+1.36 |
5,960 |
24,598 |
+1,112 |
Feb11 |
100708 |
76.92 |
78.27 |
76.92 |
78.02 |
+1.37 |
4,484 |
15,961 |
-267 |
Mar11 |
100708 |
77.40 |
78.76 |
77.40 |
78.52 |
+1.38 |
4,418 |
12,011 |
+442 |
Apr11 |
100708 |
78.04 |
79.22 |
78.04 |
78.98 |
+1.37 |
3,548 |
8,938 |
+655 |
May11 |
100708 |
79.40 |
79.40 |
79.40 |
79.40 |
+1.36 |
2,356 |
14,966 |
+246 |
Jun11 |
100708 |
78.65 |
80.01 |
78.65 |
79.79 |
+1.36 |
5,232 |
23,927 |
-151 |
Jul11 |
100708 |
80.16 |
80.16 |
80.16 |
80.16 |
+1.38 |
783 |
7,559 |
+42 |
Aug11 |
100708 |
80.46 |
80.46 |
80.46 |
80.46 |
+1.39 |
467 |
3,469 |
-182 |
Sep11 |
100708 |
80.70 |
80.70 |
80.70 |
80.70 |
+1.39 |
1,597 |
3,979 |
+401 |
Total Volume and Open Interest |
322,334 |
738,046 |
+6,129 |
Gas Oil(ICE) |
Jul10 |
100708 |
635.25 |
646.50 |
632.75 |
640.25 |
+13.75 |
39,835 |
57,733 |
-7,648 |
Aug10 |
100708 |
637.25 |
648.75 |
634.50 |
642.50 |
+14.00 |
67,721 |
129,487 |
+623 |
Sep10 |
100708 |
643.25 |
652.50 |
638.00 |
646.50 |
+14.25 |
23,988 |
65,487 |
+1,800 |
Oct10 |
100708 |
644.25 |
656.25 |
644.25 |
650.50 |
+14.50 |
10,709 |
33,161 |
-362 |
Nov10 |
100708 |
648.25 |
659.75 |
648.00 |
654.25 |
+14.75 |
5,080 |
34,007 |
+155 |
Dec10 |
100708 |
654.75 |
663.50 |
650.25 |
658.00 |
+14.75 |
16,901 |
101,872 |
+1,647 |
Jan11 |
100708 |
657.00 |
667.75 |
656.50 |
662.75 |
+14.75 |
1,936 |
31,258 |
+288 |
Feb11 |
100708 |
661.25 |
671.00 |
660.75 |
667.00 |
+14.75 |
713 |
18,805 |
+282 |
Mar11 |
100708 |
665.00 |
670.75 |
665.00 |
670.75 |
+14.75 |
539 |
13,468 |
+150 |
Apr11 |
100708 |
669.25 |
678.50 |
669.25 |
674.25 |
+14.75 |
693 |
12,913 |
-166 |
Total Volume and Open Interest |
174,735 |
629,150 |
-2,341 |
Ethanol(CBOT) |
Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
Aug10 |
100708 |
1.600 |
1.604 |
1.590 |
1.603 |
+0.019 |
43 |
1,275 |
-5 |
Sep10 |
100708 |
1.600 |
1.600 |
1.595 |
1.600 |
+0.025 |
11 |
981 |
+2 |
Oct10 |
100708 |
1.591 |
1.600 |
1.590 |
1.600 |
+0.022 |
22 |
1,030 |
+20 |
Nov10 |
100708 |
1.605 |
1.605 |
1.603 |
1.604 |
+0.016 |
23 |
839 |
+15 |
Dec10 |
100708 |
1.601 |
1.626 |
1.601 |
1.619 |
+0.018 |
26 |
2,005 |
+13 |
Jan11 |
100708 |
1.630 |
1.643 |
1.630 |
1.630 |
+0.015 |
31 |
1,501 |
+26 |
Feb11 |
100708 |
1.664 |
1.664 |
1.664 |
1.664 |
+0.015 |
27 |
802 |
+15 |
Total Volume and Open Interest |
269 |
12,068 |
+34 |
WTI Crude Oil(ICE |
Aug10 |
100708 |
74.71 |
75.98 |
74.37 |
75.44 |
+1.37 |
73,323 |
86,645 |
-2,074 |
Sep10 |
100708 |
75.41 |
76.52 |
74.95 |
76.03 |
+1.39 |
26,410 |
66,908 |
+4,767 |
Oct10 |
100708 |
75.99 |
77.00 |
75.59 |
76.58 |
+1.39 |
8,472 |
32,407 |
-376 |
Nov10 |
100708 |
76.26 |
77.60 |
76.24 |
77.20 |
+1.40 |
2,532 |
16,427 |
-439 |
Dec10 |
100708 |
76.83 |
78.21 |
76.72 |
77.79 |
+1.42 |
10,072 |
82,514 |
-1,834 |
Jan11 |
100708 |
78.33 |
78.42 |
77.99 |
78.27 |
+1.42 |
1,091 |
17,234 |
+50 |
Feb11 |
100708 |
78.69 |
78.69 |
78.69 |
78.69 |
+1.42 |
362 |
11,071 |
+37 |
Mar11 |
100708 |
79.10 |
79.10 |
79.10 |
79.10 |
+1.43 |
297 |
9,469 |
+14 |
Apr11 |
100708 |
79.49 |
79.49 |
79.49 |
79.49 |
+1.42 |
309 |
5,557 |
-5 |
May11 |
100708 |
79.88 |
79.88 |
79.88 |
79.88 |
+1.42 |
423 |
4,157 |
-14 |
Jun11 |
100708 |
80.22 |
80.37 |
79.44 |
80.25 |
+1.41 |
1,439 |
19,648 |
+359 |
Jul11 |
100708 |
80.58 |
80.58 |
80.58 |
80.58 |
+1.43 |
168 |
8,881 |
-4 |
Aug11 |
100708 |
80.78 |
80.78 |
80.78 |
80.78 |
+1.44 |
68 |
2,370 |
+10 |
Sep11 |
100708 |
80.93 |
80.93 |
80.93 |
80.93 |
+1.44 |
32 |
2,733 |
+0 |
Oct11 |
100708 |
81.07 |
81.07 |
81.07 |
81.07 |
+1.44 |
17 |
2,060 |
+0 |
Nov11 |
100708 |
81.22 |
81.22 |
81.22 |
81.22 |
+1.43 |
20 |
7,828 |
+5 |
Total Volume and Open Interest |
128,864 |
489,942 |
+1,110 |
US Dollar Index(ICE) |
Sep10 |
100708 |
84.195 |
84.245 |
83.880 |
84.035 |
-0.002 |
19,165 |
27,351 |
-40 |
Dec10 |
100708 |
84.405 |
84.405 |
84.300 |
84.370 |
-0.002 |
4 |
646 |
-3 |
Mar11 |
100708 |
84.730 |
84.730 |
84.730 |
84.730 |
-0.002 |
|
|
|
Total Volume and Open Interest |
19,169 |
27,998 |
-43 |
Australian Dollar(CME) |
Sep10 |
100708 |
85.64 |
87.25 |
85.58 |
86.78 |
+0.95 |
129,053 |
64,018 |
+206 |
Dec10 |
100708 |
85.02 |
86.23 |
84.94 |
85.85 |
+0.91 |
71 |
698 |
+6 |
Mar11 |
100708 |
84.92 |
84.92 |
84.06 |
84.92 |
+0.86 |
|
|
|
Total Volume and Open Interest |
129,124 |
64,872 |
+212 |
British Pound(CME) |
Sep10 |
100708 |
151.81 |
152.48 |
150.99 |
151.52 |
-0.51 |
105,053 |
123,332 |
+600 |
Dec10 |
100708 |
152.08 |
152.35 |
151.17 |
151.49 |
-0.52 |
120 |
358 |
+38 |
Mar11 |
100708 |
151.42 |
151.97 |
151.42 |
151.42 |
-0.55 |
0 |
3 |
+0 |
Total Volume and Open Interest |
105,173 |
123,693 |
+638 |
Canadian Dollar(CME) |
Sep10 |
100708 |
95.40 |
96.30 |
95.29 |
95.68 |
+0.39 |
109,708 |
88,463 |
+1,549 |
Dec10 |
100708 |
95.28 |
96.03 |
95.21 |
95.59 |
+0.38 |
199 |
3,511 |
+51 |
Mar11 |
100708 |
96.00 |
96.00 |
95.10 |
95.45 |
+0.35 |
0 |
343 |
+0 |
Jun11 |
100708 |
95.43 |
95.70 |
94.95 |
95.30 |
+0.35 |
3 |
223 |
+1 |
Total Volume and Open Interest |
109,910 |
92,565 |
+1,601 |
Japanese Yen(CME) |
Sep10 |
100708 |
114.06 |
114.17 |
112.88 |
113.21 |
-1.27 |
143,510 |
134,821 |
+7,002 |
Dec10 |
100708 |
114.22 |
114.67 |
113.10 |
113.39 |
-1.28 |
40 |
298 |
-8 |
Mar11 |
100708 |
113.59 |
114.88 |
113.59 |
113.59 |
-1.29 |
4 |
9 |
+4 |
Total Volume and Open Interest |
143,554 |
135,128 |
+6,998 |
Swiss Franc(CME) |
Sep10 |
100708 |
95.16 |
95.53 |
94.77 |
95.40 |
+0.15 |
50,878 |
44,938 |
+1,901 |
Dec10 |
100708 |
95.55 |
95.56 |
95.00 |
95.56 |
+0.12 |
11 |
61 |
+6 |
Mar11 |
100708 |
95.73 |
95.73 |
95.65 |
95.73 |
+0.08 |
0 |
2 |
+0 |
Total Volume and Open Interest |
50,889 |
45,002 |
+1,907 |
EuroFX(CME) |
Sep10 |
100708 |
126.35 |
127.25 |
126.22 |
126.80 |
+0.26 |
359,963 |
227,185 |
+6,593 |
Dec10 |
100708 |
126.60 |
127.20 |
126.39 |
126.79 |
+0.22 |
398 |
1,082 |
+115 |
Mar11 |
100708 |
127.05 |
127.06 |
126.58 |
126.77 |
+0.19 |
0 |
60 |
+0 |
Total Volume and Open Interest |
360,361 |
228,333 |
+6,706 |
Mexican Peso(CME) |
Jul10 |
100708 |
782.0 |
782.0 |
778.8 |
782.0 |
+3.2 |
|
|
|
Aug10 |
100708 |
779.0 |
779.0 |
775.8 |
779.0 |
+3.2 |
|
|
|
Total Volume and Open Interest |
26,231 |
61,340 |
-1,906 |
30-Year T-Bonds(CBOT) |
Sep10 |
100708 |
128~030 |
128~030 |
127~090 |
127~100 |
unch |
|
|
|
Dec10 |
100708 |
125~250 |
125~290 |
124~300 |
125~120 |
-0~170 |
249 |
1,182 |
-89 |
Mar11 |
100708 |
124~000 |
124~170 |
124~000 |
124~000 |
-0~170 |
0 |
30 |
+0 |
Total Volume and Open Interest |
234,297 |
662,203 |
+8,916 |
10-Year T-Notes(CBOT) |
Sep10 |
100708 |
122~115 |
122~150 |
121~265 |
122~050 |
-0~090 |
949,430 |
1,719,906 |
+3,931 |
Dec10 |
100708 |
121~115 |
121~155 |
120~310 |
121~065 |
-0~090 |
142 |
2,105 |
+90 |
Mar11 |
100708 |
119~195 |
119~285 |
119~195 |
119~195 |
-0~090 |
0 |
48 |
+0 |
Total Volume and Open Interest |
949,573 |
1,722,092 |
+4,022 |
5-Year T-Notes(CBOT) |
Sep10 |
100708 |
59~020 |
59~030 |
59~020 |
59~029 |
-0~006 |
|
|
|
Dec10 |
100708 |
117~060 |
117~080 |
117~056 |
117~067 |
-0~013 |
14 |
35 |
+4 |
Mar11 |
100708 |
116~073 |
116~086 |
116~073 |
116~073 |
-0~013 |
|
|
|
Total Volume and Open Interest |
396,508 |
932,965 |
+19,076 |
2 Year T-Notes(CBOT) |
Sep10 |
100708 |
54~091 |
54~091 |
54~090 |
54~090 |
unch |
|
|
|
Dec10 |
100708 |
109~020 |
109~021 |
109~020 |
109~021 |
unch |
0 |
36 |
+0 |
Mar11 |
100708 |
108~117 |
108~117 |
108~117 |
108~117 |
unch |
|
|
|
Total Volume and Open Interest |
254,063 |
870,380 |
-14,021 |
Eurodollars(CME) |
Sep10 |
100708 |
99.410 |
99.450 |
99.405 |
99.440 |
+0.030 |
158,175 |
1,051,448 |
+19,366 |
Dec10 |
100708 |
99.330 |
99.375 |
99.325 |
99.365 |
+0.035 |
143,955 |
1,097,275 |
+16,210 |
Mar11 |
100708 |
99.235 |
99.275 |
99.225 |
99.265 |
+0.025 |
138,851 |
871,889 |
+2,279 |
Jun11 |
100708 |
99.110 |
99.140 |
99.090 |
99.130 |
+0.020 |
158,428 |
882,784 |
-971 |
Sep11 |
100708 |
98.945 |
98.975 |
98.925 |
98.965 |
+0.015 |
166,007 |
1,010,400 |
+31,045 |
Dec11 |
100708 |
98.725 |
98.750 |
98.695 |
98.740 |
+0.010 |
115,174 |
626,000 |
+2,561 |
Mar12 |
100708 |
98.520 |
98.540 |
98.490 |
98.530 |
unch |
77,524 |
437,267 |
+2,594 |
Jun12 |
100708 |
98.300 |
98.310 |
98.260 |
98.300 |
-0.010 |
70,117 |
325,539 |
+5,084 |
Sep12 |
100708 |
98.085 |
98.090 |
98.040 |
98.080 |
-0.010 |
37,620 |
217,718 |
+3,075 |
Dec12 |
100708 |
97.855 |
97.865 |
97.815 |
97.850 |
-0.015 |
29,117 |
170,465 |
-1,040 |
Mar13 |
100708 |
97.650 |
97.670 |
97.620 |
97.655 |
-0.015 |
22,906 |
171,373 |
+1,855 |
Jun13 |
100708 |
97.440 |
97.455 |
97.405 |
97.435 |
-0.020 |
15,159 |
102,562 |
+1,764 |
Sep13 |
100708 |
97.220 |
97.235 |
97.185 |
97.220 |
-0.025 |
6,490 |
75,658 |
+8 |
Dec13 |
100708 |
97.000 |
97.015 |
96.955 |
96.995 |
-0.030 |
4,189 |
39,976 |
-142 |
Mar14 |
100708 |
96.825 |
96.845 |
96.775 |
96.815 |
-0.035 |
3,201 |
45,163 |
+284 |
Jun14 |
100708 |
96.650 |
96.660 |
96.585 |
96.630 |
-0.045 |
3,571 |
33,238 |
+1,097 |
Sep14 |
100708 |
96.490 |
96.505 |
96.420 |
96.465 |
-0.050 |
3,437 |
23,808 |
-33 |
Dec14 |
100708 |
96.310 |
96.335 |
96.250 |
96.295 |
-0.055 |
2,804 |
43,128 |
-434 |
Total Volume and Open Interest |
1,169,553 |
7,411,219 |
+86,667 |
30 Day Federal Funds(CBOT) |
Jul10 |
100708 |
99.815 |
99.817 |
99.815 |
99.815 |
unch |
1,400 |
56,772 |
+374 |
Aug10 |
100708 |
99.805 |
99.810 |
99.805 |
99.805 |
unch |
1,630 |
78,485 |
-621 |
Sep10 |
100708 |
99.800 |
99.805 |
99.800 |
99.800 |
unch |
545 |
49,089 |
-12 |
Oct10 |
100708 |
99.795 |
99.800 |
99.795 |
99.795 |
unch |
520 |
60,188 |
+180 |
Nov10 |
100708 |
99.785 |
99.790 |
99.785 |
99.785 |
unch |
5,305 |
83,212 |
+534 |
Dec10 |
100708 |
99.780 |
99.785 |
99.775 |
99.780 |
+0.005 |
5,225 |
68,258 |
+269 |
Total Volume and Open Interest |
23,213 |
593,842 |
+2,935 |
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 |
100708 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.007 |
200 |
1,139 |
+65 |
Dec10 |
100708 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
0 |
342 |
+0 |
Mar11 |
100708 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
0 |
167 |
+0 |
Jun11 |
100708 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep11 |
100708 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec11 |
100708 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar12 |
100708 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Jun12 |
100708 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Sep12 |
100708 |
99.740 |
99.740 |
99.740 |
99.740 |
-0.005 |
|
|
|
Dec12 |
100708 |
99.435 |
99.435 |
99.435 |
99.435 |
-0.005 |
|
|
|
Total Volume and Open Interest |
200 |
1,648 |
+65 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100708 |
99.65 |
99.66 |
99.65 |
99.66 |
-0.01 |
29 |
3,368 |
-168 |
Dec10 |
100708 |
99.68 |
99.68 |
99.67 |
99.67 |
-0.01 |
0 |
1,372 |
+100 |
Mar11 |
100708 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
1,909 |
+0 |
Jun11 |
100708 |
99.68 |
99.68 |
99.67 |
99.67 |
-0.01 |
0 |
1,183 |
+202 |
Sep11 |
100708 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
108 |
+0 |
Dec11 |
100708 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
106 |
+0 |
Mar12 |
100708 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
0 |
305 |
+0 |
Jun12 |
100708 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
754 |
+0 |
Total Volume and Open Interest |
29 |
9,417 |
+134 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100708 |
141.61 |
141.61 |
141.28 |
141.46 |
-0.20 |
1,049 |
21,253 |
-5 |
Dec10 |
100708 |
140.58 |
140.58 |
140.58 |
140.58 |
-0.20 |
0 |
10 |
+0 |
Mar11 |
100708 |
138.49 |
138.49 |
138.49 |
138.49 |
-0.20 |
|
|
|
Total Volume and Open Interest |
1,049 |
21,263 |
-5 |
Euro-Bund(EUREX) |
Sep10 |
100708 |
129.10 |
129.36 |
128.66 |
128.93 |
-0.37 |
277,288 |
890,437 |
-13,070 |
Dec10 |
100708 |
127.56 |
127.86 |
127.26 |
127.46 |
-0.29 |
88 |
1,370 |
-9 |
Mar11 |
100708 |
127.43 |
127.43 |
127.43 |
127.43 |
-0.29 |
|
|
|
Total Volume and Open Interest |
672,192 |
882,178 |
-9,638 |
Euro-Bobl(EUREX) |
Sep10 |
100625 |
120.63 |
120.78 |
120.56 |
120.61 |
+0.59 |
576,317 |
700,482 |
-18,977 |
Dec10 |
100708 |
119.01 |
119.07 |
119.01 |
119.07 |
-0.19 |
1,894 |
9,158 |
+1,892 |
Mar11 |
100708 |
118.13 |
118.13 |
118.13 |
118.13 |
-0.19 |
|
|
|
Total Volume and Open Interest |
373,685 |
721,158 |
-6,596 |
3-Mth Euribor(EUREX) |
Sep10 |
100708 |
99.020 |
99.020 |
98.970 |
98.990 |
-0.035 |
13 |
3,414 |
-4 |
Dec10 |
100708 |
98.850 |
98.860 |
98.850 |
98.855 |
-0.035 |
9 |
2,139 |
-2 |
Mar11 |
100708 |
98.775 |
98.785 |
98.775 |
98.785 |
-0.045 |
2 |
1,135 |
+1 |
Total Volume and Open Interest |
26 |
10,499 |
-5 |
Long Gilt(LIFFE) |
Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~23 |
66,100 |
278,204 |
+2,249 |
Dec10 |
100708 |
119~19 |
119~19 |
119~19 |
119~19 |
-0~04 |
|
|
|
Total Volume and Open Interest |
107,229 |
279,353 |
+3,377 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100708 |
99.17 |
99.19 |
99.16 |
99.17 |
-0.01 |
40,605 |
356,940 |
-12,208 |
Dec10 |
100708 |
99.06 |
99.09 |
99.05 |
99.06 |
-0.01 |
40,552 |
394,499 |
+9,255 |
Mar11 |
100708 |
98.96 |
98.99 |
98.95 |
98.96 |
-0.02 |
65,254 |
321,294 |
-8,737 |
Jun11 |
100708 |
98.84 |
98.86 |
98.81 |
98.83 |
-0.02 |
61,772 |
306,378 |
-8,381 |
Sep11 |
100708 |
98.67 |
98.70 |
98.63 |
98.66 |
-0.03 |
45,737 |
323,187 |
-3,847 |
Dec11 |
100708 |
98.46 |
98.48 |
98.41 |
98.43 |
-0.04 |
42,432 |
257,953 |
+350 |
Total Volume and Open Interest |
350,344 |
2,388,953 |
-22,121 |
3-Mth Euribor(LIFFE) |
Sep10 |
100708 |
99.020 |
99.040 |
98.960 |
98.990 |
-0.035 |
179,907 |
607,911 |
-499 |
Dec10 |
100708 |
98.885 |
98.900 |
98.830 |
98.855 |
-0.035 |
123,897 |
485,501 |
+4,645 |
Mar11 |
100708 |
98.820 |
98.835 |
98.760 |
98.785 |
-0.045 |
101,831 |
487,738 |
-6,080 |
Total Volume and Open Interest |
834,435 |
3,192,582 |
+10,878 |
3-Mth Aus T-Bills(SFE) |
Sep10 |
100708 |
95.23 |
95.23 |
95.09 |
95.11 |
-0.12 |
8,667 |
248,339 |
-1,140 |
Dec10 |
100708 |
95.24 |
95.24 |
95.06 |
95.10 |
-0.14 |
15,642 |
177,762 |
+4,301 |
Mar11 |
100708 |
95.23 |
95.24 |
95.03 |
95.08 |
-0.16 |
8,997 |
78,500 |
+2,780 |
Jun11 |
100708 |
95.18 |
95.19 |
94.98 |
95.03 |
-0.15 |
1,482 |
55,413 |
+593 |
Sep11 |
100708 |
95.11 |
95.11 |
94.90 |
94.97 |
-0.13 |
815 |
37,303 |
+182 |
Dec11 |
100708 |
95.04 |
95.04 |
94.82 |
94.89 |
-0.13 |
411 |
26,791 |
-28 |
Mar12 |
100708 |
94.99 |
94.99 |
94.79 |
94.84 |
-0.12 |
444 |
24,240 |
-30 |
Jun12 |
100708 |
94.84 |
94.84 |
94.77 |
94.81 |
-0.13 |
473 |
7,097 |
+384 |
Sep12 |
100708 |
94.85 |
94.85 |
94.82 |
94.82 |
-0.13 |
12 |
3,459 |
+2 |
Dec12 |
100708 |
94.80 |
94.80 |
94.80 |
94.80 |
-0.13 |
2 |
1,259 |
+2 |
Total Volume and Open Interest |
36,947 |
661,032 |
+7,048 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100708 |
94.96 |
94.97 |
94.85 |
94.87 |
-0.09 |
32,081 |
336,960 |
+8,807 |
Dec10 |
100708 |
94.86 |
94.86 |
94.86 |
94.86 |
-0.09 |
|
|
|
Total Volume and Open Interest |
32,081 |
336,960 |
+8,807 |
3-Year Aus T-Bonds(SFE) |
Sep10 |
100708 |
95.47 |
95.48 |
95.31 |
95.34 |
-0.14 |
93,155 |
576,366 |
+4,767 |
Dec10 |
100708 |
95.29 |
95.29 |
95.29 |
95.29 |
-0.14 |
|
|
|
Total Volume and Open Interest |
93,155 |
576,366 |
+4,767 |
Gold(CMX) |
Aug10 |
100708 |
1202.9 |
1208.2 |
1187.3 |
1196.1 |
-2.8 |
148,108 |
323,963 |
-3,791 |
Oct10 |
100708 |
1206.0 |
1210.0 |
1189.8 |
1198.1 |
-2.7 |
5,859 |
25,175 |
-875 |
Dec10 |
100708 |
1206.6 |
1211.6 |
1191.4 |
1200.0 |
-2.7 |
9,449 |
96,879 |
+4,437 |
Feb11 |
100708 |
1211.8 |
1211.9 |
1197.0 |
1201.9 |
-2.7 |
171 |
22,124 |
-125 |
Apr11 |
100708 |
1213.4 |
1213.4 |
1200.6 |
1203.6 |
-2.8 |
29 |
16,990 |
+13 |
Jun11 |
100708 |
560.1 |
562.1 |
546.3 |
550.2 |
-2.7 |
675 |
12,949 |
+411 |
Aug11 |
100708 |
1207.4 |
1207.7 |
1203.0 |
1207.7 |
-2.7 |
570 |
6,411 |
-356 |
Oct11 |
100708 |
1210.0 |
1210.0 |
1210.0 |
1210.0 |
-2.7 |
1 |
7,281 |
+0 |
Dec11 |
100708 |
1222.3 |
1222.3 |
1206.0 |
1212.5 |
-2.7 |
751 |
13,452 |
-253 |
Feb12 |
100708 |
1215.3 |
1215.3 |
1215.3 |
1215.3 |
-2.6 |
0 |
3,753 |
+0 |
Apr12 |
100708 |
1218.5 |
1218.5 |
1218.5 |
1218.5 |
-2.5 |
0 |
4,988 |
+0 |
Jun12 |
100708 |
1222.0 |
1222.0 |
1222.0 |
1222.0 |
-2.3 |
9 |
10,107 |
-9 |
Total Volume and Open Interest |
169,630 |
577,732 |
+2,037 |
Silver(CMX) |
Jul10 |
100708 |
1807.0 |
1816.5 |
1774.0 |
1785.2 |
-12.7 |
225 |
1,063 |
-407 |
Sep10 |
100708 |
1806.5 |
1820.0 |
1772.5 |
1787.2 |
-12.8 |
27,525 |
65,873 |
-1,628 |
Dec10 |
100708 |
1810.5 |
1825.5 |
1779.0 |
1793.2 |
-12.8 |
626 |
23,352 |
+157 |
Mar11 |
100708 |
1818.0 |
1818.0 |
1793.5 |
1797.2 |
-12.8 |
707 |
9,832 |
-526 |
May11 |
100708 |
1802.0 |
1802.0 |
1799.3 |
1799.3 |
-12.8 |
64 |
7,646 |
+35 |
Jul11 |
100708 |
1801.2 |
1801.2 |
1801.2 |
1801.2 |
-12.8 |
52 |
3,783 |
+0 |
Sep11 |
100708 |
1802.8 |
1802.8 |
1802.8 |
1802.8 |
-12.8 |
0 |
423 |
+0 |
Total Volume and Open Interest |
29,419 |
118,962 |
-2,314 |
Platinum(NYMEX) |
Jul10 |
100708 |
1531.3 |
1531.3 |
1511.8 |
1511.8 |
-10.1 |
22 |
63 |
-36 |
Oct10 |
100708 |
1528.8 |
1538.9 |
1509.2 |
1516.4 |
-10.0 |
4,778 |
27,265 |
-626 |
Jan11 |
100708 |
1515.5 |
1521.0 |
1515.5 |
1521.0 |
-10.4 |
56 |
739 |
+45 |
Apr11 |
100708 |
1521.0 |
1521.0 |
1521.0 |
1521.0 |
-10.4 |
0 |
6 |
+0 |
Total Volume and Open Interest |
4,856 |
28,097 |
-617 |
Palladium(NYMEX) |
Sep10 |
100708 |
448.95 |
452.20 |
435.70 |
444.40 |
+2.05 |
3,054 |
18,966 |
+48 |
Dec10 |
100708 |
448.85 |
448.85 |
445.50 |
445.50 |
+2.00 |
7 |
511 |
+7 |
Mar11 |
100708 |
446.00 |
446.00 |
446.00 |
446.00 |
+2.00 |
0 |
20 |
+0 |
Total Volume and Open Interest |
3,065 |
19,506 |
+55 |
Copper(CMX) |
Jul10 |
100708 |
302.60 |
304.20 |
298.75 |
300.70 |
+0.15 |
447 |
2,259 |
-137 |
Sep10 |
100708 |
303.80 |
305.45 |
299.10 |
301.55 |
+0.05 |
30,253 |
77,301 |
-413 |
Dec10 |
100708 |
305.10 |
307.50 |
301.55 |
303.80 |
+0.10 |
1,425 |
20,804 |
-491 |
Mar11 |
100708 |
305.10 |
305.25 |
305.10 |
305.25 |
+0.10 |
183 |
9,938 |
-96 |
May11 |
100708 |
306.00 |
306.00 |
306.00 |
306.00 |
+0.10 |
1 |
1,350 |
+0 |
Total Volume and Open Interest |
33,347 |
127,883 |
-612 |
DJIA Index(CBOT) |
Sep10 |
100708 |
9970 |
10100 |
9953 |
10092 |
+112 |
621 |
6,435 |
+154 |
Dec10 |
100708 |
10029 |
10029 |
9919 |
10029 |
+110 |
0 |
6 |
+0 |
Mar11 |
100708 |
9976 |
9976 |
9867 |
9976 |
+109 |
|
|
|
Jun11 |
100708 |
9918 |
9918 |
9809 |
9918 |
+109 |
|
|
|
Total Volume and Open Interest |
621 |
6,441 |
+154 |
S & P 500(CME) |
Sep10 |
100708 |
1058.40 |
1068.30 |
1054.50 |
1067.00 |
+7.70 |
20,758 |
303,264 |
+3,062 |
Dec10 |
100708 |
1062.00 |
1063.70 |
1049.70 |
1062.40 |
+7.70 |
40 |
4,594 |
-40 |
Mar11 |
100708 |
1058.20 |
1059.50 |
1045.50 |
1058.20 |
+7.70 |
0 |
475 |
+0 |
Jun11 |
100708 |
1054.70 |
1056.00 |
1042.00 |
1054.70 |
+7.70 |
0 |
52 |
+0 |
Total Volume and Open Interest |
20,798 |
308,396 |
+3,022 |
S & P 500 E-Mini(Globex) |
Sep10 |
100708 |
1058.75 |
1068.50 |
1054.00 |
1067.00 |
+7.75 |
2,431,642 |
2,863,819 |
+38,615 |
Dec10 |
100708 |
1054.50 |
1063.25 |
1049.50 |
1062.50 |
+7.75 |
2,084 |
11,121 |
+501 |
Total Volume and Open Interest |
2,433,762 |
2,875,146 |
+39,114 |
NASDAQ 100(CME) |
Sep10 |
100708 |
1788.50 |
1804.00 |
1775.00 |
1798.00 |
+8.50 |
2,944 |
11,077 |
+1,053 |
Dec10 |
100708 |
1796.30 |
1796.30 |
1775.00 |
1796.30 |
+8.50 |
0 |
1 |
+0 |
Mar11 |
100708 |
1793.80 |
1793.80 |
1792.80 |
1793.80 |
+8.50 |
|
|
|
Total Volume and Open Interest |
2,944 |
11,078 |
+1,053 |
NASDAQ 100 E-Mini(Globex) |
Sep10 |
100708 |
1788.50 |
1803.30 |
1774.50 |
1798.00 |
+8.50 |
359,579 |
305,044 |
+7,770 |
Dec10 |
100708 |
1787.30 |
1801.00 |
1775.00 |
1796.30 |
+8.50 |
153 |
185 |
-1 |
Total Volume and Open Interest |
359,732 |
305,231 |
+7,769 |
S & P Midcap 400(CME) |
Sep10 |
100708 |
729.00 |
734.50 |
722.55 |
730.80 |
+5.10 |
13 |
1,902 |
-9 |
Dec10 |
100708 |
728.80 |
728.80 |
728.20 |
728.80 |
+5.10 |
|
|
|
Mar11 |
100708 |
726.80 |
726.80 |
726.20 |
726.80 |
+5.10 |
|
|
|
Total Volume and Open Interest |
13 |
1,902 |
-9 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100706 |
9205 |
9205 |
9205 |
9205 |
unch |
|
|
|
Dec10 |
100708 |
9635 |
9635 |
9605 |
9635 |
+80 |
|
|
|
Total Volume and Open Interest |
13,004 |
32,413 |
+1,417 |
Nikkei 225(SGX) |
Sep10 |
100708 |
9260 |
9555 |
9225 |
9525 |
+260 |
116,475 |
159,452 |
+1,933 |
Dec10 |
100708 |
9465 |
9485 |
9465 |
9475 |
+260 |
163 |
1,975 |
+44 |
Mar11 |
100708 |
9470 |
9470 |
9470 |
9470 |
+260 |
0 |
41 |
+0 |
Total Volume and Open Interest |
120,343 |
177,530 |
+3,656 |
CAC 40(EURONEXT) |
Jul10 |
100708 |
3519.0 |
3569.5 |
3503.5 |
3535.0 |
+53.0 |
152,332 |
418,495 |
+24,210 |
Aug10 |
100708 |
3524.0 |
3569.0 |
3508.0 |
3535.5 |
+53.0 |
157 |
7,375 |
+102 |
Sep10 |
100708 |
3512.0 |
3550.0 |
3504.0 |
3531.0 |
+53.0 |
818 |
37,287 |
+289 |
Total Volume and Open Interest |
153,317 |
464,405 |
+24,591 |
Hang Seng Index(HKFE) |
Jul10 |
100708 |
20118 |
20213 |
19954 |
20029 |
+243 |
60,205 |
69,010 |
-1,723 |
Aug10 |
100708 |
20083 |
20173 |
19923 |
20000 |
+255 |
571 |
544 |
-8 |
Sep10 |
100708 |
20018 |
20063 |
19845 |
19905 |
+249 |
187 |
3,397 |
+9 |
Total Volume and Open Interest |
61,065 |
73,690 |
-1,718 |
DAX(EUREX) |
Sep10 |
100708 |
6046.0 |
6079.0 |
6010.5 |
6035.5 |
+47.5 |
161,359 |
147,583 |
-112 |
Dec10 |
100708 |
6050.0 |
6080.5 |
6020.5 |
6045.0 |
+48.5 |
226 |
10,749 |
-6 |
Mar11 |
100708 |
6063.0 |
6071.0 |
6050.0 |
6058.0 |
+48.5 |
43 |
428 |
-3 |
Total Volume and Open Interest |
161,628 |
158,760 |
-121 |
FT-SE 100(EURONEXT) |
Sep10 |
100708 |
5035.00 |
5108.00 |
5030.00 |
5063.50 |
+91.50 |
105,469 |
647,827 |
+2,464 |
Dec10 |
100708 |
5015.50 |
5084.50 |
5009.00 |
5042.00 |
+92.50 |
18 |
6,857 |
+13 |
Mar11 |
100708 |
4974.00 |
5024.50 |
4972.00 |
5002.50 |
+92.50 |
59 |
1,050 |
-40 |
Total Volume and Open Interest |
105,551 |
655,924 |
+2,437 |
SPI 200(SFE) |
Sep10 |
100708 |
4249.0 |
4348.0 |
4227.0 |
4347.0 |
+100.0 |
39,766 |
228,103 |
+5,395 |
Dec10 |
100708 |
4315.0 |
4363.0 |
4315.0 |
4363.0 |
+101.0 |
1 |
3,337 |
-80 |
Mar11 |
100708 |
4325.0 |
4350.0 |
4325.0 |
4350.0 |
+101.0 |
1 |
1,162 |
+1 |
Total Volume and Open Interest |
39,898 |
233,472 |
+5,422 |
GSCI(CME) |
Jul10 |
100708 |
497.00 |
499.50 |
492.50 |
498.30 |
+6.80 |
223 |
15,729 |
-429 |
Aug10 |
100708 |
500.50 |
501.25 |
493.65 |
500.50 |
+6.80 |
47 |
238 |
+30 |
Sep10 |
100708 |
502.00 |
504.00 |
497.50 |
503.00 |
+6.30 |
2 |
0 |
+0 |
Total Volume and Open Interest |
272 |
15,967 |
-399 |
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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