|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri July 09, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100709 |
1012.50 |
1030.00 |
1010.75 |
1025.50 |
+13.00 |
4,037 |
4,120 |
-1,755 |
| Aug10 |
100709 |
980.50 |
997.75 |
978.25 |
993.25 |
+10.25 |
34,438 |
65,787 |
-1,781 |
| Sep10 |
100709 |
954.25 |
971.25 |
951.50 |
966.50 |
+9.00 |
5,797 |
16,364 |
-12 |
| Nov10 |
100709 |
943.25 |
958.75 |
939.75 |
953.25 |
+7.25 |
82,416 |
271,274 |
-2,397 |
| Jan11 |
100709 |
951.25 |
967.25 |
949.50 |
962.25 |
+7.50 |
3,821 |
33,942 |
-95 |
| Mar11 |
100709 |
954.25 |
971.00 |
954.25 |
965.50 |
+7.50 |
1,434 |
10,335 |
+223 |
| May11 |
100709 |
957.50 |
973.00 |
956.00 |
965.50 |
+7.00 |
1,132 |
10,457 |
+326 |
| Total Volume and Open Interest |
136,516 |
445,634 |
-4,902 |
| Soybean Meal(CBOT) |
| Jul10 |
100709 |
311.90 |
316.30 |
311.20 |
314.10 |
+3.70 |
2,109 |
4,929 |
-1,133 |
| Aug10 |
100709 |
298.20 |
302.60 |
297.60 |
300.90 |
+3.30 |
19,904 |
39,412 |
-335 |
| Sep10 |
100709 |
285.30 |
290.00 |
284.50 |
288.60 |
+3.80 |
6,314 |
24,252 |
+245 |
| Oct10 |
100709 |
276.20 |
280.70 |
275.60 |
279.80 |
+3.80 |
3,365 |
12,743 |
-55 |
| Dec10 |
100709 |
275.90 |
279.90 |
274.80 |
279.20 |
+3.60 |
25,798 |
89,262 |
+4,613 |
| Jan11 |
100709 |
276.30 |
279.40 |
275.30 |
278.70 |
+3.40 |
802 |
6,849 |
-100 |
| Mar11 |
100709 |
276.00 |
280.00 |
275.70 |
278.70 |
+3.00 |
888 |
6,268 |
+150 |
| May11 |
100709 |
275.20 |
279.60 |
275.00 |
277.70 |
+2.90 |
663 |
5,074 |
+177 |
| Total Volume and Open Interest |
60,275 |
195,985 |
+3,693 |
| Soybean Oil(CBOT) |
| Jul10 |
100709 |
36.93 |
37.40 |
36.93 |
37.38 |
+0.52 |
3,796 |
2,762 |
-159 |
| Aug10 |
100709 |
37.00 |
37.61 |
36.87 |
37.50 |
+0.51 |
26,535 |
73,978 |
-3,022 |
| Sep10 |
100709 |
37.13 |
37.76 |
37.05 |
37.65 |
+0.52 |
6,169 |
31,728 |
+1,923 |
| Oct10 |
100709 |
37.32 |
37.94 |
37.27 |
37.84 |
+0.54 |
2,531 |
14,621 |
+947 |
| Dec10 |
100709 |
37.69 |
38.38 |
37.59 |
38.27 |
+0.58 |
38,979 |
145,695 |
-665 |
| Jan11 |
100709 |
37.93 |
38.63 |
37.93 |
38.58 |
+0.60 |
1,032 |
8,900 |
+199 |
| Mar11 |
100709 |
38.29 |
38.90 |
38.27 |
38.87 |
+0.60 |
1,179 |
5,534 |
+272 |
| May11 |
100709 |
38.58 |
39.23 |
38.58 |
39.15 |
+0.60 |
410 |
3,419 |
+74 |
| Total Volume and Open Interest |
80,991 |
292,498 |
-311 |
| Canola(WCE) |
| Jul10 |
100709 |
438.7 |
438.7 |
438.7 |
438.7 |
-4.0 |
6 |
60 |
-35 |
| Nov10 |
100709 |
436.0 |
438.8 |
429.4 |
434.7 |
unch |
7,417 |
130,659 |
+1,759 |
| Jan11 |
100709 |
434.6 |
438.1 |
428.8 |
435.3 |
+0.3 |
514 |
11,147 |
-81 |
| Mar11 |
100709 |
430.7 |
436.4 |
426.8 |
433.7 |
+0.8 |
186 |
5,616 |
+32 |
| May11 |
100709 |
434.0 |
437.3 |
432.4 |
434.3 |
+0.2 |
301 |
1,618 |
-70 |
| Total Volume and Open Interest |
8,898 |
152,714 |
+1,916 |
| Corn(CBOT) |
| Jul10 |
100709 |
375.75 |
378.00 |
374.00 |
375.25 |
-2.25 |
8,953 |
8,142 |
-5,017 |
| Sep10 |
100709 |
383.50 |
386.50 |
381.00 |
383.50 |
-2.00 |
68,136 |
388,131 |
+3,810 |
| Dec10 |
100709 |
394.00 |
398.00 |
392.25 |
395.25 |
-1.00 |
110,213 |
473,541 |
-2,848 |
| Mar11 |
100709 |
405.25 |
409.50 |
404.50 |
407.00 |
-1.00 |
11,551 |
78,418 |
+1,511 |
| May11 |
100709 |
413.50 |
416.75 |
412.50 |
415.00 |
-0.75 |
2,142 |
15,559 |
+254 |
| Jul11 |
100709 |
420.50 |
424.00 |
419.50 |
421.25 |
-2.00 |
6,781 |
49,365 |
+1,154 |
| Total Volume and Open Interest |
218,874 |
1,100,987 |
+290 |
| Wheat(CBOT) |
| Jul10 |
100709 |
529.75 |
529.75 |
514.00 |
523.50 |
-10.50 |
4,025 |
3,140 |
-790 |
| Sep10 |
100709 |
546.25 |
546.25 |
532.50 |
538.00 |
-10.50 |
78,724 |
212,699 |
+2,385 |
| Dec10 |
100709 |
574.00 |
575.00 |
561.00 |
566.50 |
-10.50 |
37,116 |
117,067 |
+3,310 |
| Mar11 |
100709 |
600.00 |
600.00 |
586.50 |
591.50 |
-11.25 |
8,713 |
33,190 |
-1,007 |
| May11 |
100709 |
612.00 |
614.50 |
598.75 |
605.25 |
-9.25 |
2,550 |
10,735 |
+1,408 |
| Total Volume and Open Interest |
137,746 |
460,696 |
+6,629 |
| Wheat(KCBT) |
| Jul10 |
100709 |
548.25 |
559.50 |
542.25 |
548.25 |
-5.75 |
238 |
506 |
-209 |
| Sep10 |
100709 |
559.50 |
560.50 |
548.50 |
553.25 |
-8.75 |
20,121 |
61,269 |
+449 |
| Dec10 |
100709 |
576.75 |
578.00 |
566.00 |
570.75 |
-8.75 |
9,519 |
50,551 |
+1,577 |
| Mar11 |
100709 |
593.50 |
599.00 |
582.50 |
587.75 |
-8.75 |
1,534 |
19,956 |
+465 |
| May11 |
100709 |
598.50 |
600.50 |
593.50 |
597.75 |
-9.25 |
689 |
5,687 |
+397 |
| Total Volume and Open Interest |
33,787 |
172,415 |
+2,740 |
| Wheat(MGE) |
| Jul10 |
100709 |
558.50 |
558.50 |
554.00 |
554.50 |
-8.75 |
4 |
35 |
+0 |
| Sep10 |
100709 |
570.75 |
573.75 |
557.25 |
563.00 |
-11.25 |
3,754 |
17,566 |
-443 |
| Dec10 |
100709 |
585.25 |
590.00 |
574.00 |
579.50 |
-10.50 |
1,619 |
15,043 |
+146 |
| Mar11 |
100709 |
602.00 |
607.00 |
591.50 |
596.00 |
-11.00 |
385 |
5,763 |
-27 |
| May11 |
100709 |
606.75 |
610.75 |
602.00 |
606.50 |
-11.00 |
79 |
1,681 |
+4 |
| Total Volume and Open Interest |
6,206 |
49,005 |
-308 |
| Oats(CBOT) |
| Jul10 |
100709 |
249.00 |
259.00 |
247.50 |
258.00 |
+8.50 |
20 |
1,355 |
-31 |
| Sep10 |
100709 |
257.00 |
268.00 |
255.25 |
265.00 |
+7.50 |
327 |
3,379 |
+6 |
| Dec10 |
100709 |
265.00 |
275.00 |
261.25 |
271.25 |
+7.75 |
630 |
5,928 |
-220 |
| Mar11 |
100709 |
272.50 |
279.00 |
269.50 |
277.25 |
+7.75 |
492 |
216 |
-489 |
| Total Volume and Open Interest |
1,469 |
10,880 |
-734 |
| Rough Rice(CBOT) |
| Jul10 |
100709 |
9.59 |
9.81 |
9.59 |
9.81 |
-0.01 |
17 |
65 |
-50 |
| Sep10 |
100709 |
10.01 |
10.02 |
9.67 |
9.98 |
-0.02 |
550 |
8,832 |
-31 |
| Nov10 |
100709 |
10.27 |
10.27 |
9.86 |
10.23 |
-0.02 |
85 |
2,317 |
+3 |
| Jan11 |
100709 |
10.29 |
10.51 |
10.29 |
10.50 |
-0.01 |
7 |
528 |
+7 |
| Total Volume and Open Interest |
664 |
13,540 |
-68 |
| Live Cattle(CME) |
| Aug10 |
100709 |
90.900 |
91.180 |
90.100 |
90.200 |
-0.700 |
24,226 |
114,446 |
-11,696 |
| Oct10 |
100709 |
92.200 |
92.330 |
91.350 |
91.400 |
-0.735 |
14,446 |
107,977 |
+3,154 |
| Dec10 |
100709 |
94.500 |
94.635 |
93.885 |
94.100 |
-0.450 |
8,406 |
53,089 |
+3,327 |
| Feb11 |
100709 |
95.930 |
96.100 |
95.535 |
95.700 |
-0.450 |
2,422 |
25,191 |
+714 |
| Apr11 |
100709 |
97.550 |
97.650 |
97.200 |
97.430 |
-0.220 |
768 |
13,387 |
+373 |
| Jun11 |
100709 |
94.500 |
94.600 |
94.285 |
94.430 |
-0.220 |
714 |
4,695 |
+225 |
| Total Volume and Open Interest |
51,087 |
321,191 |
-3,878 |
| Feeder Cattle(CME) |
| Aug10 |
100709 |
113.850 |
114.000 |
113.100 |
113.200 |
-0.400 |
2,424 |
20,712 |
-640 |
| Sep10 |
100709 |
114.050 |
114.400 |
113.480 |
113.680 |
-0.455 |
1,238 |
7,414 |
+135 |
| Oct10 |
100709 |
113.730 |
114.100 |
113.180 |
113.550 |
-0.280 |
803 |
5,808 |
+212 |
| Nov10 |
100709 |
113.350 |
113.650 |
112.850 |
113.150 |
-0.280 |
126 |
2,097 |
+52 |
| Jan11 |
100709 |
111.700 |
111.730 |
111.050 |
111.300 |
-0.380 |
14 |
774 |
+5 |
| Mar11 |
100709 |
110.250 |
110.600 |
110.250 |
110.600 |
-0.100 |
9 |
230 |
+5 |
| Apr11 |
100709 |
110.300 |
110.300 |
110.300 |
110.300 |
-0.100 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
4,622 |
37,067 |
-231 |
| Lean Hogs(CME) |
| Jul10 |
100709 |
79.225 |
79.350 |
78.500 |
78.635 |
-0.250 |
6,494 |
10,223 |
-1,288 |
| Aug10 |
100709 |
81.400 |
81.500 |
79.885 |
80.035 |
-0.865 |
15,163 |
64,067 |
-2,606 |
| Oct10 |
100709 |
75.750 |
75.800 |
74.785 |
75.100 |
-0.200 |
9,279 |
54,905 |
+3,290 |
| Dec10 |
100709 |
72.600 |
72.725 |
71.950 |
72.650 |
+0.050 |
4,127 |
32,898 |
+633 |
| Feb11 |
100709 |
74.225 |
74.250 |
73.475 |
74.225 |
-0.060 |
613 |
12,941 |
+116 |
| Apr11 |
100709 |
75.700 |
75.850 |
75.000 |
75.750 |
+0.025 |
1,309 |
11,366 |
+239 |
| May11 |
100709 |
78.750 |
78.750 |
78.300 |
78.300 |
-0.100 |
29 |
360 |
+29 |
| Jun11 |
100709 |
81.930 |
82.000 |
81.225 |
81.785 |
-0.145 |
659 |
4,505 |
+348 |
| Total Volume and Open Interest |
37,949 |
192,378 |
+892 |
| Pork Bellies(CME) |
| Jul10 |
100709 |
101.900 |
102.250 |
101.900 |
102.200 |
+2.700 |
1 |
30 |
-1 |
| Aug10 |
100709 |
98.500 |
98.500 |
97.050 |
97.050 |
+1.550 |
2 |
29 |
+0 |
| Feb11 |
100709 |
100.000 |
100.000 |
100.000 |
100.000 |
unch |
0 |
5 |
+0 |
| Mar11 |
100709 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
1 |
+0 |
| May11 |
100709 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
3 |
65 |
-1 |
| Class III Milk(CME) |
| Jul10 |
100709 |
13.56 |
13.68 |
13.56 |
13.64 |
+0.08 |
39 |
4,209 |
-6 |
| Aug10 |
100709 |
14.66 |
14.74 |
14.46 |
14.53 |
-0.13 |
727 |
4,915 |
+92 |
| Sep10 |
100709 |
15.00 |
15.04 |
14.81 |
14.82 |
-0.18 |
174 |
4,244 |
+18 |
| Oct10 |
100709 |
14.97 |
15.00 |
14.80 |
14.84 |
-0.16 |
101 |
3,638 |
-26 |
| Nov10 |
100709 |
14.72 |
14.78 |
14.55 |
14.70 |
-0.03 |
31 |
3,573 |
+13 |
| Total Volume and Open Interest |
1,191 |
25,991 |
+150 |
| Cocoa(ICE) |
| Jul10 |
100709 |
2963 |
2963 |
2963 |
2963 |
+24 |
2 |
143 |
-2 |
| Sep10 |
100709 |
2969 |
3025 |
2965 |
2996 |
+27 |
4,932 |
61,621 |
+68 |
| Dec10 |
100709 |
3007 |
3049 |
2993 |
3020 |
+27 |
2,122 |
24,238 |
+274 |
| Mar11 |
100709 |
3023 |
3050 |
3023 |
3037 |
+29 |
808 |
16,998 |
-70 |
| May11 |
100709 |
3033 |
3053 |
3023 |
3047 |
+29 |
44 |
7,942 |
-7 |
| Jul11 |
100709 |
3050 |
3058 |
3037 |
3053 |
+27 |
58 |
4,023 |
-9 |
| Sep11 |
100709 |
3048 |
3063 |
3042 |
3059 |
+26 |
84 |
1,472 |
+6 |
| Total Volume and Open Interest |
8,050 |
121,974 |
+253 |
| Coffee "C"(ICE) |
| Jul10 |
100709 |
162.05 |
162.05 |
161.20 |
161.20 |
+1.55 |
64 |
157 |
-31 |
| Sep10 |
100709 |
162.25 |
167.20 |
162.05 |
163.85 |
+1.75 |
13,666 |
92,544 |
+1,310 |
| Dec10 |
100709 |
162.90 |
167.50 |
162.70 |
164.35 |
+1.70 |
2,959 |
46,199 |
+806 |
| Mar11 |
100709 |
162.50 |
166.90 |
162.50 |
164.20 |
+1.75 |
518 |
18,329 |
-55 |
| May11 |
100709 |
162.00 |
166.40 |
162.00 |
163.65 |
+1.65 |
147 |
6,217 |
+27 |
| Jul11 |
100709 |
166.00 |
166.10 |
163.45 |
163.45 |
+1.60 |
73 |
2,940 |
+32 |
| Total Volume and Open Interest |
17,476 |
167,900 |
+2,113 |
| Orange Juice(ICE) |
| Jul10 |
100709 |
138.85 |
139.50 |
137.50 |
137.50 |
-0.65 |
60 |
323 |
+14 |
| Sep10 |
100709 |
137.60 |
140.05 |
136.55 |
137.55 |
-0.05 |
773 |
22,154 |
-71 |
| Nov10 |
100709 |
139.00 |
141.45 |
138.30 |
138.95 |
-0.20 |
210 |
3,991 |
+111 |
| Jan11 |
100709 |
139.90 |
139.90 |
139.50 |
139.90 |
+0.05 |
41 |
1,623 |
+39 |
| Mar11 |
100709 |
140.70 |
140.70 |
140.70 |
140.70 |
+0.10 |
6 |
207 |
+6 |
| May11 |
100709 |
140.90 |
140.90 |
140.90 |
140.90 |
+0.20 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
1,090 |
28,651 |
+99 |
| Sugar #11(ICE) |
| Oct10 |
100709 |
17.15 |
17.41 |
16.55 |
16.61 |
-0.48 |
35,800 |
263,262 |
+6,800 |
| Mar11 |
100709 |
17.30 |
17.65 |
16.95 |
16.99 |
-0.41 |
16,479 |
134,458 |
+3,949 |
| May11 |
100709 |
16.80 |
17.00 |
16.34 |
16.38 |
-0.44 |
4,538 |
26,056 |
+371 |
| Jul11 |
100709 |
16.32 |
16.57 |
15.97 |
16.01 |
-0.36 |
3,818 |
62,141 |
+1,086 |
| Oct11 |
100709 |
16.32 |
16.40 |
15.80 |
15.83 |
-0.38 |
2,279 |
27,056 |
+548 |
| Total Volume and Open Interest |
65,295 |
571,521 |
+13,619 |
| London Cocoa(LCE) |
| Jul10 |
100709 |
2612 |
2618 |
2568 |
2613 |
+12 |
3,952 |
49,148 |
-306 |
| Sep10 |
100709 |
2379 |
2392 |
2338 |
2385 |
+5 |
4,675 |
63,708 |
+1,348 |
| Dec10 |
100709 |
2206 |
2221 |
2174 |
2212 |
+13 |
3,457 |
33,427 |
-105 |
| Mar11 |
100709 |
2180 |
2190 |
2152 |
2182 |
+9 |
892 |
29,953 |
+708 |
| May11 |
100709 |
2158 |
2186 |
2150 |
2179 |
+12 |
77 |
10,057 |
-1 |
| Jul11 |
100709 |
2153 |
2178 |
2150 |
2178 |
+14 |
5 |
1,699 |
+5 |
| Sep11 |
100709 |
2153 |
2178 |
2153 |
2178 |
+18 |
0 |
2,470 |
+0 |
| Total Volume and Open Interest |
13,058 |
196,283 |
+1,649 |
| London Sugar(LCE) |
| Oct10 |
100709 |
522.20 |
532.00 |
507.70 |
515.40 |
-7.60 |
6,757 |
33,146 |
+1,050 |
| Dec10 |
100709 |
486.10 |
495.00 |
472.70 |
477.90 |
-9.80 |
761 |
10,274 |
+121 |
| Mar11 |
100709 |
482.10 |
488.00 |
470.60 |
475.60 |
-7.20 |
924 |
7,423 |
+382 |
| May11 |
100709 |
471.00 |
475.00 |
462.20 |
463.80 |
-5.50 |
40 |
3,215 |
+2 |
| Aug11 |
100709 |
452.50 |
457.00 |
445.90 |
448.00 |
-6.10 |
228 |
2,105 |
+150 |
| Total Volume and Open Interest |
12,708 |
67,215 |
-328 |
| Cotton(ICE) |
| Oct10 |
100709 |
77.50 |
78.40 |
77.07 |
78.15 |
+0.86 |
211 |
1,394 |
-5 |
| Dec10 |
100709 |
74.00 |
75.38 |
73.61 |
74.99 |
+1.00 |
11,511 |
122,755 |
-379 |
| Mar11 |
100709 |
75.24 |
76.41 |
74.81 |
76.11 |
+0.94 |
805 |
24,903 |
+387 |
| May11 |
100709 |
75.58 |
76.60 |
75.58 |
76.56 |
+0.96 |
5 |
1,101 |
+1 |
| Jul11 |
100709 |
75.63 |
76.71 |
75.63 |
76.71 |
+0.94 |
37 |
6,767 |
+14 |
| Oct11 |
100709 |
74.62 |
74.62 |
74.62 |
74.62 |
+1.00 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
12,732 |
159,179 |
-345 |
| Lumber(CME) |
| Jul10 |
100709 |
202.7 |
204.0 |
196.1 |
198.2 |
-3.8 |
290 |
897 |
-126 |
| Sep10 |
100709 |
212.6 |
214.6 |
206.8 |
207.2 |
-4.7 |
604 |
5,542 |
-54 |
| Nov10 |
100709 |
214.5 |
218.0 |
210.0 |
210.2 |
-4.8 |
129 |
2,159 |
-15 |
| Jan11 |
100709 |
234.4 |
234.5 |
226.7 |
231.4 |
-4.4 |
11 |
141 |
+6 |
| Total Volume and Open Interest |
1,034 |
8,752 |
-189 |
| Crude Oil(NYM) |
| Aug10 |
100709 |
75.85 |
76.48 |
75.00 |
76.09 |
+0.65 |
288,660 |
280,040 |
-12,084 |
| Sep10 |
100709 |
76.44 |
77.03 |
75.54 |
76.63 |
+0.60 |
92,046 |
190,848 |
+8,480 |
| Oct10 |
100709 |
76.98 |
77.51 |
76.07 |
77.07 |
+0.49 |
25,034 |
66,832 |
+1,404 |
| Nov10 |
100709 |
77.32 |
78.04 |
76.64 |
77.62 |
+0.42 |
11,647 |
44,270 |
+1,426 |
| Dec10 |
100709 |
78.10 |
78.65 |
77.23 |
78.18 |
+0.39 |
42,499 |
196,629 |
+2,035 |
| Jan11 |
100709 |
77.95 |
78.90 |
77.75 |
78.65 |
+0.38 |
6,656 |
39,005 |
+851 |
| Feb11 |
100709 |
78.41 |
79.23 |
78.30 |
79.05 |
+0.36 |
3,155 |
16,244 |
+386 |
| Mar11 |
100709 |
79.26 |
79.71 |
78.74 |
79.42 |
+0.32 |
2,914 |
22,347 |
+527 |
| Apr11 |
100709 |
79.91 |
79.93 |
79.14 |
79.78 |
+0.29 |
1,158 |
11,313 |
+33 |
| May11 |
100709 |
80.08 |
80.22 |
79.34 |
80.13 |
+0.25 |
960 |
7,710 |
+81 |
| Jun11 |
100709 |
80.05 |
80.69 |
79.77 |
80.46 |
+0.21 |
6,576 |
44,920 |
+530 |
| Jul11 |
100709 |
80.32 |
80.76 |
80.32 |
80.76 |
+0.18 |
1,330 |
23,444 |
+122 |
| Aug11 |
100709 |
80.93 |
80.93 |
80.93 |
80.93 |
+0.15 |
674 |
7,407 |
-6 |
| Sep11 |
100709 |
81.07 |
81.07 |
81.07 |
81.07 |
+0.14 |
509 |
7,447 |
-16 |
| Oct11 |
100709 |
81.20 |
81.20 |
81.20 |
81.20 |
+0.13 |
500 |
5,186 |
+148 |
| Nov11 |
100709 |
81.33 |
81.33 |
81.33 |
81.33 |
+0.11 |
1,134 |
10,099 |
+186 |
| Total Volume and Open Interest |
503,021 |
1,277,024 |
+5,171 |
| e-miNY Crude Oil(NYM) |
| Jul10 |
100621 |
77.900 |
78.900 |
76.925 |
77.825 |
+0.650 |
6,480 |
3,117 |
-814 |
| Aug10 |
100630 |
75.475 |
76.825 |
74.400 |
75.625 |
-0.325 |
10,591 |
2,274 |
+96 |
| Sep10 |
100709 |
76.300 |
77.025 |
75.575 |
76.625 |
+0.600 |
421 |
1,192 |
-46 |
| Oct10 |
100709 |
76.925 |
77.325 |
76.125 |
77.075 |
+0.500 |
45 |
175 |
+0 |
| Nov10 |
100709 |
77.325 |
77.625 |
77.325 |
77.625 |
+0.425 |
6 |
113 |
+5 |
| Dec10 |
100709 |
78.275 |
78.400 |
77.500 |
78.175 |
+0.375 |
1 |
117 |
+0 |
| Jan11 |
100709 |
78.650 |
78.650 |
78.650 |
78.650 |
+0.375 |
0 |
1 |
+0 |
| Feb11 |
100709 |
79.050 |
79.050 |
79.050 |
79.050 |
+0.350 |
0 |
1 |
+0 |
| Mar11 |
100709 |
79.425 |
79.425 |
79.425 |
79.425 |
+0.325 |
|
|
|
| Apr11 |
100709 |
79.775 |
79.775 |
79.775 |
79.775 |
+0.275 |
|
|
|
| Total Volume and Open Interest |
11,002 |
4,162 |
-427 |
| Heating Oil(NYM) |
| Aug10 |
100709 |
201.50 |
204.39 |
200.11 |
202.57 |
+2.04 |
47,892 |
79,587 |
-875 |
| Sep10 |
100709 |
204.00 |
206.57 |
202.47 |
204.90 |
+1.97 |
17,925 |
48,871 |
+2,064 |
| Oct10 |
100709 |
206.48 |
208.80 |
205.64 |
207.29 |
+1.81 |
6,407 |
28,652 |
+246 |
| Nov10 |
100709 |
209.17 |
211.28 |
209.03 |
209.99 |
+1.78 |
1,577 |
20,818 |
+175 |
| Dec10 |
100709 |
211.85 |
213.98 |
210.96 |
212.70 |
+1.77 |
9,929 |
35,570 |
+387 |
| Jan11 |
100709 |
214.71 |
216.64 |
213.09 |
215.34 |
+1.85 |
2,934 |
23,773 |
+284 |
| Feb11 |
100709 |
216.16 |
218.00 |
216.16 |
217.19 |
+1.82 |
1,442 |
10,113 |
-131 |
| Mar11 |
100709 |
216.88 |
218.75 |
216.88 |
217.91 |
+1.74 |
2,101 |
9,280 |
-657 |
| Apr11 |
100709 |
216.58 |
218.45 |
216.58 |
217.42 |
+1.66 |
523 |
5,672 |
+184 |
| May11 |
100709 |
216.40 |
217.99 |
216.25 |
217.02 |
+1.57 |
444 |
5,368 |
+248 |
| Jun11 |
100709 |
215.80 |
218.58 |
215.31 |
217.09 |
+1.46 |
1,191 |
18,811 |
-287 |
| Jul11 |
100709 |
218.02 |
219.23 |
217.70 |
218.32 |
+1.42 |
30 |
2,340 |
+0 |
| Total Volume and Open Interest |
94,674 |
307,444 |
+1,554 |
| Gasoline(NYMEX) |
| Aug10 |
100709 |
206.41 |
208.00 |
204.30 |
207.00 |
+1.89 |
41,309 |
80,378 |
-1,426 |
| Sep10 |
100709 |
205.52 |
207.32 |
203.62 |
206.28 |
+1.75 |
19,935 |
57,805 |
+2,009 |
| Oct10 |
100709 |
194.75 |
195.90 |
193.18 |
195.34 |
+1.67 |
10,502 |
26,787 |
+1,123 |
| Nov10 |
100709 |
192.74 |
194.79 |
192.10 |
194.22 |
+1.57 |
4,510 |
23,511 |
+243 |
| Dec10 |
100709 |
193.70 |
195.31 |
192.60 |
194.65 |
+1.47 |
9,315 |
14,433 |
-680 |
| Jan11 |
100709 |
194.97 |
196.41 |
194.75 |
196.41 |
+1.45 |
1,015 |
6,992 |
+250 |
| Feb11 |
100709 |
197.19 |
198.42 |
197.16 |
198.42 |
+1.39 |
303 |
2,017 |
-3 |
| Mar11 |
100709 |
199.29 |
200.78 |
198.50 |
200.45 |
+1.32 |
1,088 |
2,303 |
-50 |
| Apr11 |
100709 |
210.86 |
213.13 |
210.86 |
212.39 |
+1.28 |
412 |
3,780 |
+254 |
| May11 |
100709 |
211.00 |
213.32 |
211.00 |
213.32 |
+1.20 |
62 |
3,426 |
+51 |
| Total Volume and Open Interest |
88,944 |
232,180 |
+1,961 |
| e-miNY RBOB Gasoline(NYM) |
| Aug10 |
100709 |
206.00 |
207.00 |
206.00 |
207.00 |
+1.90 |
0 |
2 |
+0 |
| Sep10 |
100709 |
206.30 |
206.30 |
206.28 |
206.30 |
+1.80 |
0 |
1 |
+0 |
| Oct10 |
100709 |
195.30 |
195.34 |
195.30 |
195.30 |
+1.60 |
0 |
1 |
+0 |
| Nov10 |
100709 |
194.20 |
194.22 |
194.20 |
194.20 |
+1.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
10 |
+0 |
| Natural Gas(NYM) |
| Aug10 |
100709 |
4.413 |
4.455 |
4.339 |
4.402 |
+0.003 |
97,657 |
130,595 |
+2,804 |
| Sep10 |
100709 |
4.430 |
4.472 |
4.359 |
4.418 |
-0.002 |
33,049 |
142,278 |
-921 |
| Oct10 |
100709 |
4.512 |
4.551 |
4.450 |
4.498 |
-0.011 |
41,993 |
84,734 |
+156 |
| Nov10 |
100709 |
4.835 |
4.880 |
4.780 |
4.844 |
unch |
20,971 |
50,559 |
+2,984 |
| Dec10 |
100709 |
5.163 |
5.210 |
5.123 |
5.181 |
+0.018 |
10,985 |
38,742 |
+73 |
| Jan11 |
100709 |
5.336 |
5.375 |
5.281 |
5.352 |
+0.022 |
17,140 |
57,602 |
-125 |
| Feb11 |
100709 |
5.270 |
5.350 |
5.270 |
5.328 |
+0.023 |
2,567 |
17,793 |
-919 |
| Mar11 |
100709 |
5.194 |
5.262 |
5.190 |
5.238 |
+0.024 |
4,116 |
53,653 |
-87 |
| Apr11 |
100709 |
5.030 |
5.096 |
5.000 |
5.055 |
+0.019 |
3,226 |
41,882 |
+430 |
| May11 |
100709 |
5.050 |
5.095 |
5.015 |
5.075 |
+0.019 |
578 |
19,980 |
-35 |
| Jun11 |
100709 |
5.108 |
5.161 |
5.090 |
5.127 |
+0.019 |
360 |
7,984 |
-123 |
| Jul11 |
100709 |
5.170 |
5.235 |
5.142 |
5.192 |
+0.019 |
255 |
6,316 |
+117 |
| Aug11 |
100709 |
5.190 |
5.266 |
5.190 |
5.236 |
+0.019 |
169 |
5,313 |
-5 |
| Sep11 |
100709 |
5.250 |
5.285 |
5.205 |
5.265 |
+0.019 |
67 |
5,404 |
-1 |
| Oct11 |
100709 |
5.295 |
5.375 |
5.295 |
5.353 |
+0.020 |
1,332 |
18,808 |
+54 |
| Nov11 |
100709 |
5.626 |
5.630 |
5.570 |
5.595 |
+0.017 |
333 |
5,177 |
+100 |
| Total Volume and Open Interest |
238,732 |
788,394 |
+4,964 |
| Brent Crude Oil(ICE) |
| Aug10 |
100709 |
75.08 |
75.86 |
74.41 |
75.42 |
+0.71 |
144,116 |
129,211 |
-10,200 |
| Sep10 |
100709 |
75.24 |
76.06 |
74.65 |
75.65 |
+0.63 |
99,220 |
169,964 |
+10,129 |
| Oct10 |
100709 |
75.77 |
76.50 |
75.11 |
76.07 |
+0.49 |
38,822 |
76,485 |
+2,267 |
| Nov10 |
100709 |
76.42 |
77.04 |
75.90 |
76.63 |
+0.41 |
17,230 |
30,135 |
+3,248 |
| Dec10 |
100709 |
77.06 |
77.69 |
76.33 |
77.23 |
+0.36 |
33,357 |
105,639 |
+591 |
| Jan11 |
100709 |
77.65 |
77.80 |
77.15 |
77.80 |
+0.33 |
5,574 |
25,299 |
+701 |
| Feb11 |
100709 |
78.20 |
78.32 |
77.66 |
78.32 |
+0.30 |
2,676 |
16,269 |
+308 |
| Mar11 |
100709 |
78.70 |
78.79 |
78.14 |
78.79 |
+0.27 |
2,205 |
13,065 |
+1,054 |
| Apr11 |
100709 |
79.16 |
79.23 |
78.64 |
79.23 |
+0.25 |
1,248 |
9,068 |
+130 |
| May11 |
100709 |
79.62 |
79.62 |
79.62 |
79.62 |
+0.22 |
645 |
15,090 |
+124 |
| Jun11 |
100709 |
79.92 |
80.19 |
79.38 |
79.97 |
+0.18 |
3,729 |
24,346 |
+419 |
| Jul11 |
100709 |
80.26 |
80.31 |
80.26 |
80.31 |
+0.15 |
716 |
7,642 |
+83 |
| Aug11 |
100709 |
80.59 |
80.59 |
80.59 |
80.59 |
+0.13 |
355 |
3,615 |
+146 |
| Sep11 |
100709 |
80.81 |
80.81 |
80.81 |
80.81 |
+0.11 |
344 |
4,088 |
+109 |
| Total Volume and Open Interest |
363,613 |
747,378 |
+9,332 |
| Gas Oil(ICE) |
| Jul10 |
100709 |
642.25 |
649.75 |
637.75 |
644.25 |
+4.00 |
35,958 |
46,529 |
-11,204 |
| Aug10 |
100709 |
643.50 |
652.75 |
640.50 |
647.25 |
+4.75 |
69,866 |
131,691 |
+2,204 |
| Sep10 |
100709 |
647.50 |
656.75 |
644.25 |
651.25 |
+4.75 |
26,821 |
64,190 |
-1,297 |
| Oct10 |
100709 |
653.75 |
659.75 |
648.50 |
655.25 |
+4.75 |
11,727 |
32,689 |
-472 |
| Nov10 |
100709 |
657.00 |
661.50 |
653.00 |
659.00 |
+4.75 |
4,652 |
33,952 |
-55 |
| Dec10 |
100709 |
658.50 |
667.50 |
656.50 |
662.75 |
+4.75 |
22,372 |
100,827 |
-1,045 |
| Jan11 |
100709 |
666.50 |
669.75 |
662.75 |
667.25 |
+4.50 |
4,143 |
31,824 |
+566 |
| Feb11 |
100709 |
669.00 |
671.50 |
669.00 |
671.50 |
+4.50 |
1,966 |
19,266 |
+461 |
| Mar11 |
100709 |
675.00 |
675.00 |
675.00 |
675.00 |
+4.25 |
1,487 |
13,362 |
-106 |
| Apr11 |
100709 |
678.00 |
678.25 |
678.00 |
678.25 |
+4.00 |
1,095 |
12,869 |
-44 |
| Total Volume and Open Interest |
193,379 |
619,776 |
-9,374 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100709 |
1.597 |
1.605 |
1.595 |
1.595 |
-0.008 |
320 |
1,046 |
-229 |
| Sep10 |
100709 |
1.595 |
1.597 |
1.586 |
1.586 |
-0.014 |
285 |
939 |
-42 |
| Oct10 |
100709 |
1.590 |
1.590 |
1.590 |
1.590 |
-0.010 |
34 |
1,045 |
+15 |
| Nov10 |
100709 |
1.603 |
1.604 |
1.598 |
1.599 |
-0.005 |
35 |
854 |
+15 |
| Dec10 |
100709 |
1.588 |
1.620 |
1.588 |
1.614 |
-0.005 |
46 |
2,031 |
+26 |
| Jan11 |
100709 |
1.620 |
1.634 |
1.620 |
1.624 |
-0.006 |
56 |
1,543 |
+42 |
| Feb11 |
100709 |
1.665 |
1.665 |
1.665 |
1.665 |
+0.001 |
37 |
817 |
+15 |
| Total Volume and Open Interest |
1,226 |
11,801 |
-267 |
| WTI Crude Oil(ICE |
| Aug10 |
100709 |
75.81 |
76.52 |
75.00 |
76.09 |
+0.65 |
69,199 |
81,646 |
-4,999 |
| Sep10 |
100709 |
76.28 |
77.05 |
75.54 |
76.63 |
+0.60 |
28,347 |
69,641 |
+2,733 |
| Oct10 |
100709 |
76.76 |
77.48 |
76.03 |
77.07 |
+0.49 |
8,777 |
33,393 |
+986 |
| Nov10 |
100709 |
77.38 |
77.76 |
76.80 |
77.62 |
+0.42 |
2,393 |
16,040 |
-387 |
| Dec10 |
100709 |
77.96 |
78.50 |
77.21 |
78.18 |
+0.39 |
11,392 |
83,016 |
+502 |
| Jan11 |
100709 |
78.37 |
78.65 |
77.75 |
78.65 |
+0.38 |
1,641 |
17,055 |
-179 |
| Feb11 |
100709 |
79.05 |
79.05 |
79.05 |
79.05 |
+0.36 |
474 |
11,092 |
+21 |
| Mar11 |
100709 |
79.72 |
79.72 |
78.84 |
79.42 |
+0.32 |
654 |
8,207 |
-1,262 |
| Apr11 |
100709 |
79.78 |
79.90 |
79.51 |
79.78 |
+0.29 |
406 |
5,665 |
+108 |
| May11 |
100709 |
80.05 |
80.13 |
80.02 |
80.13 |
+0.25 |
290 |
4,199 |
+42 |
| Jun11 |
100709 |
80.36 |
80.79 |
79.58 |
80.46 |
+0.21 |
739 |
19,754 |
+106 |
| Jul11 |
100709 |
80.76 |
80.76 |
80.76 |
80.76 |
+0.18 |
336 |
8,948 |
+67 |
| Aug11 |
100709 |
80.93 |
80.93 |
80.93 |
80.93 |
+0.15 |
392 |
2,402 |
+32 |
| Sep11 |
100709 |
81.07 |
81.07 |
81.07 |
81.07 |
+0.14 |
375 |
2,736 |
+3 |
| Oct11 |
100709 |
81.20 |
81.20 |
81.20 |
81.20 |
+0.13 |
113 |
2,092 |
+32 |
| Nov11 |
100709 |
81.33 |
81.33 |
81.33 |
81.33 |
+0.11 |
34 |
7,131 |
-697 |
| Total Volume and Open Interest |
128,604 |
485,346 |
-4,596 |
| US Dollar Index(ICE) |
| Sep10 |
100709 |
83.995 |
84.315 |
83.835 |
84.152 |
+0.117 |
19,011 |
27,392 |
+41 |
| Dec10 |
100709 |
84.630 |
84.630 |
84.488 |
84.488 |
+0.118 |
0 |
646 |
+0 |
| Mar11 |
100709 |
84.848 |
84.848 |
84.848 |
84.848 |
+0.118 |
|
|
|
| Total Volume and Open Interest |
19,011 |
28,039 |
+41 |
| Australian Dollar(CME) |
| Sep10 |
100709 |
86.98 |
87.20 |
86.62 |
86.93 |
+0.15 |
117,313 |
63,829 |
-189 |
| Dec10 |
100709 |
86.17 |
86.17 |
85.70 |
85.99 |
+0.14 |
149 |
686 |
-12 |
| Mar11 |
100709 |
85.07 |
85.07 |
84.92 |
85.07 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
117,462 |
64,671 |
-201 |
| British Pound(CME) |
| Sep10 |
100709 |
151.57 |
152.03 |
150.46 |
150.61 |
-0.91 |
90,300 |
123,892 |
+560 |
| Dec10 |
100709 |
151.63 |
151.95 |
150.56 |
150.56 |
-0.93 |
146 |
322 |
-36 |
| Mar11 |
100709 |
150.52 |
151.42 |
150.52 |
150.52 |
-0.90 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
90,446 |
124,217 |
+524 |
| Canadian Dollar(CME) |
| Sep10 |
100709 |
95.75 |
97.06 |
95.59 |
96.81 |
+1.13 |
81,210 |
86,375 |
-2,088 |
| Dec10 |
100709 |
95.72 |
96.89 |
95.50 |
96.68 |
+1.09 |
150 |
3,477 |
-34 |
| Mar11 |
100709 |
95.80 |
96.52 |
95.45 |
96.52 |
+1.07 |
0 |
343 |
+0 |
| Jun11 |
100709 |
96.39 |
96.39 |
95.30 |
96.31 |
+1.01 |
5 |
223 |
+0 |
| Total Volume and Open Interest |
81,365 |
90,443 |
-2,122 |
| Japanese Yen(CME) |
| Sep10 |
100709 |
113.17 |
113.25 |
112.82 |
113.01 |
-0.20 |
126,508 |
134,953 |
+132 |
| Dec10 |
100709 |
113.27 |
113.39 |
113.05 |
113.18 |
-0.21 |
34 |
298 |
+0 |
| Mar11 |
100709 |
113.38 |
113.59 |
113.38 |
113.38 |
-0.21 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
126,542 |
135,260 |
+132 |
| Swiss Franc(CME) |
| Sep10 |
100709 |
95.38 |
95.42 |
94.49 |
94.76 |
-0.64 |
29,613 |
44,037 |
-901 |
| Dec10 |
100709 |
95.39 |
95.56 |
94.70 |
94.91 |
-0.65 |
7 |
62 |
+1 |
| Mar11 |
100709 |
95.06 |
95.73 |
95.06 |
95.06 |
-0.67 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
29,620 |
44,102 |
-900 |
| EuroFX(CME) |
| Sep10 |
100709 |
126.94 |
127.23 |
126.09 |
126.46 |
-0.34 |
288,348 |
222,569 |
-4,616 |
| Dec10 |
100709 |
126.85 |
127.18 |
126.12 |
126.45 |
-0.34 |
143 |
1,123 |
+41 |
| Mar11 |
100709 |
126.43 |
126.77 |
126.43 |
126.43 |
-0.34 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
288,491 |
223,758 |
-4,575 |
| Mexican Peso(CME) |
| Jul10 |
100709 |
784.5 |
784.5 |
782.0 |
784.5 |
+2.5 |
|
|
|
| Aug10 |
100709 |
781.5 |
781.5 |
779.0 |
781.5 |
+2.5 |
|
|
|
| Total Volume and Open Interest |
23,105 |
61,346 |
+6 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100709 |
126~190 |
126~190 |
126~090 |
126~090 |
-1~010 |
|
|
|
| Dec10 |
100709 |
125~010 |
125~120 |
124~240 |
124~280 |
-0~160 |
43 |
1,178 |
-4 |
| Mar11 |
100709 |
123~070 |
124~000 |
123~070 |
123~160 |
-0~160 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
230,552 |
669,492 |
+7,289 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100709 |
122~010 |
122~055 |
121~270 |
121~295 |
-0~075 |
870,461 |
1,717,208 |
-2,698 |
| Dec10 |
100709 |
120~295 |
121~065 |
120~290 |
120~310 |
-0~075 |
181 |
2,203 |
+98 |
| Mar11 |
100709 |
119~120 |
119~195 |
119~120 |
119~120 |
-0~075 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
870,642 |
1,719,492 |
-2,600 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100709 |
59~019 |
59~019 |
59~019 |
59~019 |
-0~010 |
|
|
|
| Dec10 |
100709 |
117~051 |
117~067 |
117~048 |
117~048 |
-0~019 |
63 |
95 |
+60 |
| Mar11 |
100709 |
116~054 |
116~073 |
116~054 |
116~054 |
-0~019 |
|
|
|
| Total Volume and Open Interest |
422,536 |
915,951 |
-17,014 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100709 |
54~088 |
54~088 |
54~088 |
54~088 |
-0~002 |
|
|
|
| Dec10 |
100709 |
109~014 |
109~021 |
109~014 |
109~017 |
-0~004 |
6 |
38 |
+2 |
| Mar11 |
100709 |
108~113 |
108~117 |
108~113 |
108~113 |
-0~004 |
|
|
|
| Total Volume and Open Interest |
122,174 |
862,228 |
-8,152 |
| Eurodollars(CME) |
| Sep10 |
100709 |
99.440 |
99.460 |
99.440 |
99.450 |
+0.010 |
207,908 |
1,058,784 |
+7,336 |
| Dec10 |
100709 |
99.365 |
99.380 |
99.350 |
99.370 |
+0.005 |
228,426 |
1,110,691 |
+13,416 |
| Mar11 |
100709 |
99.265 |
99.280 |
99.240 |
99.265 |
unch |
169,932 |
883,518 |
+11,629 |
| Jun11 |
100709 |
99.130 |
99.145 |
99.105 |
99.120 |
-0.010 |
146,022 |
880,238 |
-2,546 |
| Sep11 |
100709 |
98.965 |
98.975 |
98.925 |
98.945 |
-0.020 |
176,837 |
1,003,189 |
-7,211 |
| Dec11 |
100709 |
98.730 |
98.750 |
98.695 |
98.710 |
-0.030 |
152,791 |
626,011 |
+11 |
| Mar12 |
100709 |
98.520 |
98.535 |
98.475 |
98.490 |
-0.040 |
109,699 |
437,935 |
+668 |
| Jun12 |
100709 |
98.285 |
98.300 |
98.240 |
98.255 |
-0.045 |
99,297 |
331,192 |
+5,653 |
| Sep12 |
100709 |
98.070 |
98.075 |
98.015 |
98.025 |
-0.055 |
46,711 |
222,898 |
+5,180 |
| Dec12 |
100709 |
97.840 |
97.845 |
97.785 |
97.790 |
-0.060 |
39,505 |
171,607 |
+1,142 |
| Mar13 |
100709 |
97.640 |
97.645 |
97.580 |
97.585 |
-0.070 |
36,551 |
175,044 |
+3,671 |
| Jun13 |
100709 |
97.420 |
97.420 |
97.355 |
97.360 |
-0.075 |
32,287 |
104,119 |
+1,557 |
| Sep13 |
100709 |
97.195 |
97.200 |
97.130 |
97.140 |
-0.080 |
16,132 |
76,802 |
+1,144 |
| Dec13 |
100709 |
96.970 |
96.970 |
96.900 |
96.910 |
-0.085 |
7,946 |
40,377 |
+401 |
| Mar14 |
100709 |
96.785 |
96.795 |
96.720 |
96.725 |
-0.090 |
6,645 |
45,289 |
+126 |
| Jun14 |
100709 |
96.600 |
96.610 |
96.535 |
96.540 |
-0.090 |
6,449 |
33,036 |
-202 |
| Sep14 |
100709 |
96.420 |
96.435 |
96.365 |
96.370 |
-0.095 |
4,682 |
24,348 |
+540 |
| Dec14 |
100709 |
96.265 |
96.265 |
96.195 |
96.200 |
-0.095 |
3,435 |
43,554 |
+426 |
| Total Volume and Open Interest |
1,507,349 |
7,457,618 |
+46,399 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100709 |
99.817 |
99.820 |
99.815 |
99.817 |
+0.002 |
1,677 |
55,900 |
-872 |
| Aug10 |
100709 |
99.810 |
99.810 |
99.805 |
99.805 |
unch |
2,670 |
78,063 |
-422 |
| Sep10 |
100709 |
99.805 |
99.805 |
99.800 |
99.800 |
unch |
2,983 |
49,316 |
+227 |
| Oct10 |
100709 |
99.795 |
99.800 |
99.790 |
99.795 |
unch |
2,861 |
60,646 |
+458 |
| Nov10 |
100709 |
99.790 |
99.790 |
99.780 |
99.785 |
unch |
3,435 |
83,287 |
+75 |
| Dec10 |
100709 |
99.785 |
99.785 |
99.780 |
99.780 |
unch |
5,577 |
67,899 |
-359 |
| Total Volume and Open Interest |
33,824 |
596,641 |
+2,799 |
| 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 |
100709 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.010 |
1 |
873 |
-266 |
| Dec10 |
100709 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.015 |
0 |
342 |
+0 |
| Mar11 |
100709 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.027 |
0 |
167 |
+0 |
| Jun11 |
100709 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.013 |
|
|
|
| Sep11 |
100709 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.010 |
|
|
|
| Dec11 |
100709 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.010 |
|
|
|
| Mar12 |
100709 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.010 |
|
|
|
| Jun12 |
100709 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.010 |
|
|
|
| Sep12 |
100709 |
99.735 |
99.735 |
99.735 |
99.735 |
-0.005 |
|
|
|
| Dec12 |
100709 |
99.430 |
99.430 |
99.430 |
99.430 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
1 |
1,382 |
-266 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100709 |
99.65 |
99.66 |
99.65 |
99.65 |
-0.01 |
0 |
3,709 |
+341 |
| Dec10 |
100709 |
99.67 |
99.67 |
99.66 |
99.66 |
-0.01 |
100 |
1,372 |
+0 |
| Mar11 |
100709 |
99.68 |
99.68 |
99.67 |
99.67 |
0.00 |
0 |
1,909 |
+0 |
| Jun11 |
100709 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
202 |
1,183 |
+0 |
| Sep11 |
100709 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
108 |
+0 |
| Dec11 |
100709 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
106 |
+0 |
| Mar12 |
100709 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
305 |
+0 |
| Jun12 |
100709 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
302 |
9,758 |
+341 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100709 |
141.37 |
141.41 |
141.20 |
141.23 |
-0.23 |
703 |
21,269 |
+16 |
| Dec10 |
100709 |
140.35 |
140.35 |
140.35 |
140.35 |
-0.23 |
0 |
10 |
+0 |
| Mar11 |
100709 |
138.26 |
138.26 |
138.26 |
138.26 |
-0.23 |
|
|
|
| Total Volume and Open Interest |
703 |
21,279 |
+16 |
| Euro-Bund(EUREX) |
| Sep10 |
100709 |
128.78 |
129.07 |
128.49 |
128.89 |
-0.04 |
544,192 |
884,267 |
-6,170 |
| Dec10 |
100709 |
127.29 |
127.54 |
127.03 |
127.41 |
-0.05 |
19 |
1,364 |
-6 |
| Mar11 |
100709 |
127.39 |
127.39 |
127.39 |
127.39 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
544,211 |
885,631 |
+3,453 |
| Euro-Bobl(EUREX) |
| Sep10 |
100630 |
121.05 |
121.08 |
120.79 |
120.91 |
-0.02 |
370,593 |
679,454 |
-9,331 |
| Dec10 |
100709 |
118.96 |
118.96 |
118.96 |
118.96 |
-0.11 |
4,394 |
12,280 |
+3,122 |
| Mar11 |
100709 |
118.01 |
118.01 |
118.01 |
118.01 |
-0.12 |
40 |
0 |
+0 |
| Total Volume and Open Interest |
385,748 |
704,069 |
-17,089 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100709 |
98.980 |
99.010 |
98.980 |
98.995 |
+0.005 |
56 |
3,390 |
-24 |
| Dec10 |
100709 |
98.840 |
98.885 |
98.840 |
98.885 |
+0.030 |
5 |
2,136 |
-3 |
| Mar11 |
100709 |
98.770 |
98.810 |
98.770 |
98.810 |
+0.025 |
3 |
1,134 |
-1 |
| Total Volume and Open Interest |
110 |
10,435 |
-64 |
| Long Gilt(LIFFE) |
| Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
| Dec10 |
100709 |
120~00 |
120~00 |
120~00 |
120~00 |
+0~13 |
|
|
|
| Total Volume and Open Interest |
61,576 |
279,038 |
-315 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100709 |
99.18 |
99.20 |
99.16 |
99.19 |
+0.02 |
18,763 |
357,756 |
+816 |
| Dec10 |
100709 |
99.06 |
99.10 |
99.05 |
99.09 |
+0.03 |
47,191 |
404,494 |
+9,995 |
| Mar11 |
100709 |
98.95 |
99.01 |
98.93 |
98.99 |
+0.03 |
51,309 |
311,889 |
-9,405 |
| Jun11 |
100709 |
98.83 |
98.88 |
98.80 |
98.86 |
+0.03 |
45,086 |
291,737 |
-14,641 |
| Sep11 |
100709 |
98.64 |
98.71 |
98.63 |
98.69 |
+0.03 |
57,345 |
328,854 |
+5,667 |
| Dec11 |
100709 |
98.44 |
98.49 |
98.41 |
98.47 |
+0.04 |
67,136 |
261,812 |
+3,859 |
| Total Volume and Open Interest |
345,945 |
2,373,539 |
-15,414 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100709 |
98.990 |
99.020 |
98.955 |
98.995 |
+0.005 |
111,951 |
589,053 |
-18,858 |
| Dec10 |
100709 |
98.860 |
98.900 |
98.825 |
98.885 |
+0.030 |
87,740 |
485,394 |
-107 |
| Mar11 |
100709 |
98.785 |
98.830 |
98.750 |
98.810 |
+0.025 |
80,986 |
481,744 |
-5,994 |
| Total Volume and Open Interest |
621,226 |
3,172,821 |
-19,761 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100709 |
95.11 |
95.12 |
95.08 |
95.11 |
unch |
21,444 |
255,575 |
+7,236 |
| Dec10 |
100709 |
95.08 |
95.11 |
95.05 |
95.07 |
-0.03 |
32,749 |
187,331 |
+9,569 |
| Mar11 |
100709 |
95.06 |
95.09 |
95.02 |
95.05 |
-0.03 |
13,689 |
79,909 |
+1,409 |
| Jun11 |
100709 |
95.01 |
95.03 |
94.83 |
95.01 |
-0.02 |
4,098 |
56,630 |
+1,217 |
| Sep11 |
100709 |
94.96 |
94.98 |
94.92 |
94.96 |
-0.01 |
1,646 |
37,485 |
+182 |
| Dec11 |
100709 |
94.89 |
94.92 |
94.85 |
94.90 |
+0.01 |
1,258 |
26,743 |
-48 |
| Mar12 |
100709 |
94.86 |
94.86 |
94.82 |
94.85 |
+0.01 |
690 |
24,072 |
-168 |
| Jun12 |
100709 |
94.80 |
94.83 |
94.80 |
94.83 |
+0.02 |
322 |
7,341 |
+244 |
| Sep12 |
100709 |
94.83 |
94.83 |
94.82 |
94.82 |
unch |
13 |
3,430 |
-29 |
| Dec12 |
100709 |
94.80 |
94.81 |
94.80 |
94.81 |
+0.01 |
0 |
1,259 |
+0 |
| Total Volume and Open Interest |
75,914 |
680,644 |
+19,612 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100709 |
94.86 |
94.91 |
94.83 |
94.89 |
+0.02 |
33,801 |
333,999 |
-2,961 |
| Dec10 |
100709 |
94.88 |
94.88 |
94.88 |
94.88 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
33,801 |
333,999 |
-2,961 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100709 |
95.34 |
95.37 |
95.31 |
95.36 |
+0.02 |
164,874 |
589,130 |
+12,764 |
| Dec10 |
100709 |
95.31 |
95.31 |
95.31 |
95.31 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
164,874 |
589,130 |
+12,764 |
| Gold(CMX) |
| Aug10 |
100709 |
1198.5 |
1214.1 |
1194.6 |
1209.8 |
+13.7 |
126,917 |
307,300 |
-16,663 |
| Oct10 |
100709 |
1197.5 |
1216.0 |
1197.5 |
1211.8 |
+13.7 |
3,060 |
24,866 |
-309 |
| Dec10 |
100709 |
1201.6 |
1217.5 |
1199.1 |
1213.7 |
+13.7 |
19,536 |
106,841 |
+9,962 |
| Feb11 |
100709 |
1215.7 |
1215.7 |
1215.7 |
1215.7 |
+13.8 |
720 |
21,511 |
-613 |
| Apr11 |
100709 |
1216.3 |
1217.5 |
1216.3 |
1217.5 |
+13.9 |
121 |
17,007 |
+17 |
| Jun11 |
100709 |
558.1 |
566.2 |
558.1 |
564.1 |
+13.9 |
2,311 |
13,352 |
+403 |
| Aug11 |
100709 |
1207.6 |
1221.6 |
1207.0 |
1221.6 |
+13.9 |
246 |
6,496 |
+85 |
| Oct11 |
100709 |
1224.0 |
1224.0 |
1224.0 |
1224.0 |
+14.0 |
30 |
7,271 |
-10 |
| Dec11 |
100709 |
1225.5 |
1226.5 |
1225.5 |
1226.5 |
+14.0 |
797 |
13,487 |
+35 |
| Feb12 |
100709 |
1229.4 |
1229.4 |
1229.4 |
1229.4 |
+14.1 |
325 |
4,078 |
+325 |
| Apr12 |
100709 |
1232.6 |
1232.6 |
1232.6 |
1232.6 |
+14.1 |
0 |
4,988 |
+0 |
| Jun12 |
100709 |
1236.1 |
1236.1 |
1236.1 |
1236.1 |
+14.1 |
157 |
10,264 |
+157 |
| Total Volume and Open Interest |
156,043 |
571,466 |
-6,266 |
| Silver(CMX) |
| Jul10 |
100709 |
1792.5 |
1820.5 |
1786.5 |
1805.3 |
+20.1 |
178 |
860 |
-203 |
| Sep10 |
100709 |
1795.5 |
1823.5 |
1783.0 |
1807.3 |
+20.1 |
26,306 |
66,089 |
+216 |
| Dec10 |
100709 |
1807.0 |
1828.5 |
1793.0 |
1813.3 |
+20.1 |
458 |
23,515 |
+163 |
| Mar11 |
100709 |
1814.5 |
1826.5 |
1802.0 |
1817.4 |
+20.2 |
526 |
9,843 |
+11 |
| May11 |
100709 |
1818.0 |
1819.6 |
1818.0 |
1819.6 |
+20.3 |
2 |
7,648 |
+2 |
| Jul11 |
100709 |
1830.0 |
1830.0 |
1821.6 |
1821.6 |
+20.4 |
27 |
3,806 |
+23 |
| Sep11 |
100709 |
1823.2 |
1823.2 |
1823.2 |
1823.2 |
+20.4 |
7 |
428 |
+5 |
| Total Volume and Open Interest |
27,720 |
119,163 |
+201 |
| Platinum(NYMEX) |
| Jul10 |
100709 |
1524.2 |
1529.0 |
1524.2 |
1529.0 |
+17.2 |
8 |
50 |
-13 |
| Oct10 |
100709 |
1525.9 |
1538.8 |
1525.3 |
1533.2 |
+16.8 |
2,750 |
27,179 |
-86 |
| Jan11 |
100709 |
1538.2 |
1539.1 |
1538.0 |
1538.0 |
+17.0 |
18 |
750 |
+11 |
| Apr11 |
100709 |
1538.0 |
1538.0 |
1538.0 |
1538.0 |
+17.0 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
2,776 |
28,009 |
-88 |
| Palladium(NYMEX) |
| Sep10 |
100709 |
445.00 |
460.75 |
445.00 |
456.95 |
+12.55 |
1,908 |
19,152 |
+186 |
| Dec10 |
100709 |
454.80 |
458.10 |
454.80 |
458.10 |
+12.60 |
73 |
581 |
+70 |
| Mar11 |
100709 |
458.60 |
458.60 |
458.60 |
458.60 |
+12.60 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
1,982 |
19,763 |
+257 |
| Copper(CMX) |
| Jul10 |
100709 |
303.20 |
305.85 |
302.00 |
304.45 |
+3.75 |
607 |
2,245 |
-14 |
| Sep10 |
100709 |
302.95 |
307.05 |
301.60 |
305.35 |
+3.80 |
21,804 |
77,904 |
+603 |
| Dec10 |
100709 |
306.00 |
308.75 |
303.95 |
307.65 |
+3.85 |
886 |
20,826 |
+22 |
| Mar11 |
100709 |
308.25 |
310.25 |
305.80 |
309.10 |
+3.85 |
94 |
9,950 |
+12 |
| May11 |
100709 |
309.80 |
309.80 |
309.75 |
309.75 |
+3.75 |
12 |
1,351 |
+1 |
| Total Volume and Open Interest |
23,976 |
128,297 |
+414 |
| DJIA Index(CBOT) |
| Sep10 |
100709 |
10082 |
10150 |
10058 |
10132 |
+40 |
529 |
6,460 |
+25 |
| Dec10 |
100709 |
10071 |
10071 |
10029 |
10071 |
+42 |
0 |
6 |
+0 |
| Mar11 |
100709 |
10016 |
10016 |
9976 |
10016 |
+40 |
|
|
|
| Jun11 |
100709 |
9958 |
9958 |
9918 |
9958 |
+40 |
|
|
|
| Total Volume and Open Interest |
529 |
6,466 |
+25 |
| S & P 500(CME) |
| Sep10 |
100709 |
1066.80 |
1075.00 |
1063.30 |
1072.50 |
+5.50 |
24,344 |
303,867 |
+603 |
| Dec10 |
100709 |
1064.50 |
1070.10 |
1059.90 |
1067.90 |
+5.50 |
104 |
4,591 |
-3 |
| Mar11 |
100709 |
1063.70 |
1065.90 |
1055.70 |
1063.70 |
+5.50 |
33 |
500 |
+25 |
| Jun11 |
100709 |
1060.20 |
1062.40 |
1052.20 |
1060.20 |
+5.50 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
24,481 |
309,021 |
+625 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100709 |
1066.75 |
1075.00 |
1063.25 |
1072.50 |
+5.50 |
2,556,140 |
2,834,603 |
-29,216 |
| Dec10 |
100709 |
1062.25 |
1070.50 |
1059.25 |
1068.00 |
+5.50 |
2,332 |
11,622 |
+501 |
| Total Volume and Open Interest |
2,558,479 |
2,846,491 |
-28,655 |
| NASDAQ 100(CME) |
| Sep10 |
100709 |
1795.30 |
1816.00 |
1789.50 |
1811.50 |
+13.50 |
999 |
11,403 |
+326 |
| Dec10 |
100709 |
1809.80 |
1811.00 |
1792.00 |
1809.80 |
+13.50 |
0 |
1 |
+0 |
| Mar11 |
100709 |
1807.30 |
1810.30 |
1807.30 |
1807.30 |
+13.50 |
|
|
|
| Total Volume and Open Interest |
999 |
11,404 |
+326 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100709 |
1796.80 |
1815.30 |
1789.30 |
1811.50 |
+13.50 |
304,126 |
297,494 |
-7,550 |
| Dec10 |
100709 |
1796.30 |
1812.50 |
1787.00 |
1809.80 |
+13.50 |
194 |
212 |
+27 |
| Total Volume and Open Interest |
304,320 |
297,708 |
-7,523 |
| S & P Midcap 400(CME) |
| Sep10 |
100709 |
729.50 |
738.00 |
729.00 |
735.00 |
+4.20 |
0 |
1,871 |
-31 |
| Dec10 |
100709 |
733.00 |
734.30 |
733.00 |
733.00 |
+4.20 |
|
|
|
| Mar11 |
100709 |
731.00 |
732.30 |
731.00 |
731.00 |
+4.20 |
|
|
|
| Total Volume and Open Interest |
0 |
1,871 |
-31 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100709 |
9640 |
9640 |
9590 |
9640 |
+435 |
|
|
|
| Dec10 |
100709 |
9640 |
9640 |
9635 |
9640 |
+5 |
|
|
|
| Total Volume and Open Interest |
10,806 |
32,164 |
-249 |
| Nikkei 225(SGX) |
| Sep10 |
100709 |
9585 |
9610 |
9510 |
9575 |
+50 |
116,079 |
159,770 |
+318 |
| Dec10 |
100709 |
9555 |
9555 |
9485 |
9525 |
+50 |
83 |
2,040 |
+65 |
| Mar11 |
100709 |
9520 |
9520 |
9520 |
9520 |
+50 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
119,292 |
178,993 |
+1,463 |
| CAC 40(EURONEXT) |
| Jul10 |
100709 |
3570.5 |
3588.0 |
3540.0 |
3553.0 |
+18.0 |
158,537 |
429,648 |
+11,153 |
| Aug10 |
100709 |
3561.5 |
3586.5 |
3541.0 |
3554.0 |
+18.5 |
252 |
7,490 |
+115 |
| Sep10 |
100709 |
3568.5 |
3570.0 |
3541.5 |
3548.5 |
+17.5 |
824 |
37,206 |
-81 |
| Total Volume and Open Interest |
159,613 |
475,592 |
+11,187 |
| Hang Seng Index(HKFE) |
| Jul10 |
100709 |
20055 |
20435 |
20033 |
20399 |
+370 |
60,371 |
68,875 |
-135 |
| Aug10 |
100709 |
20055 |
20396 |
20050 |
20360 |
+360 |
613 |
600 |
+56 |
| Sep10 |
100709 |
20000 |
20300 |
19958 |
20260 |
+355 |
325 |
3,387 |
-10 |
| Total Volume and Open Interest |
61,369 |
73,638 |
-52 |
| DAX(EUREX) |
| Sep10 |
100709 |
6080.0 |
6105.0 |
6044.0 |
6069.5 |
+34.0 |
157,501 |
146,250 |
-1,333 |
| Dec10 |
100709 |
6085.0 |
6113.5 |
6054.0 |
6079.0 |
+34.0 |
471 |
10,496 |
-253 |
| Mar11 |
100709 |
6080.0 |
6120.0 |
6080.0 |
6092.0 |
+34.0 |
333 |
688 |
+260 |
| Total Volume and Open Interest |
158,305 |
157,434 |
-1,326 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100709 |
5096.00 |
5143.00 |
5067.00 |
5110.00 |
+46.50 |
106,442 |
640,909 |
-6,918 |
| Dec10 |
100709 |
5075.50 |
5121.50 |
5047.00 |
5088.50 |
+46.50 |
0 |
6,857 |
+0 |
| Mar11 |
100709 |
5022.00 |
5049.00 |
5011.50 |
5049.00 |
+46.50 |
6 |
1,050 |
+0 |
| Total Volume and Open Interest |
106,448 |
649,006 |
-6,918 |
| SPI 200(SFE) |
| Sep10 |
100709 |
4346.0 |
4394.0 |
4332.0 |
4384.0 |
+37.0 |
42,406 |
236,038 |
+7,935 |
| Dec10 |
100709 |
4353.0 |
4410.0 |
4353.0 |
4402.0 |
+39.0 |
6 |
3,335 |
-2 |
| Mar11 |
100709 |
4380.0 |
4389.0 |
4380.0 |
4389.0 |
+39.0 |
1 |
1,161 |
-1 |
| Total Volume and Open Interest |
42,645 |
241,508 |
+8,036 |
| GSCI(CME) |
| Jul10 |
100709 |
500.00 |
501.50 |
497.00 |
498.50 |
+0.20 |
342 |
15,641 |
-88 |
| Aug10 |
100709 |
500.00 |
503.25 |
499.00 |
500.45 |
-0.05 |
367 |
446 |
+208 |
| Sep10 |
100709 |
503.00 |
506.45 |
502.00 |
504.50 |
+1.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
711 |
16,087 |
+120 |
| 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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