|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon July 12, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100712 |
1024.75 |
1043.00 |
1017.50 |
1031.75 |
+6.25 |
2,660 |
2,796 |
-1,324 |
| Aug10 |
100712 |
991.00 |
1009.00 |
986.25 |
997.75 |
+4.50 |
37,403 |
66,306 |
+519 |
| Sep10 |
100712 |
963.00 |
976.50 |
959.25 |
966.50 |
unch |
8,889 |
17,771 |
+1,407 |
| Nov10 |
100712 |
950.00 |
960.75 |
945.00 |
951.00 |
-2.25 |
94,034 |
270,936 |
-338 |
| Jan11 |
100712 |
958.00 |
969.00 |
954.00 |
960.00 |
-2.25 |
8,338 |
35,096 |
+1,154 |
| Mar11 |
100712 |
963.75 |
972.00 |
958.75 |
963.25 |
-2.25 |
2,173 |
11,001 |
+666 |
| May11 |
100712 |
966.50 |
971.75 |
959.00 |
963.25 |
-2.25 |
2,751 |
11,522 |
+1,065 |
| Total Volume and Open Interest |
159,809 |
449,193 |
+3,559 |
| Soybean Meal(CBOT) |
| Jul10 |
100712 |
311.70 |
319.80 |
311.50 |
314.80 |
+0.70 |
2,585 |
3,509 |
-1,420 |
| Aug10 |
100712 |
298.80 |
304.80 |
298.00 |
300.80 |
-0.10 |
20,813 |
39,891 |
+479 |
| Sep10 |
100712 |
288.40 |
291.80 |
286.00 |
287.70 |
-0.90 |
6,450 |
25,024 |
+772 |
| Oct10 |
100712 |
277.80 |
281.50 |
277.30 |
278.40 |
-1.40 |
2,494 |
13,031 |
+288 |
| Dec10 |
100712 |
278.40 |
280.90 |
275.50 |
277.50 |
-1.70 |
25,891 |
92,813 |
+3,551 |
| Jan11 |
100712 |
278.30 |
280.20 |
275.50 |
276.80 |
-1.90 |
903 |
6,959 |
+110 |
| Mar11 |
100712 |
278.60 |
280.00 |
275.90 |
276.90 |
-1.80 |
1,053 |
6,419 |
+151 |
| May11 |
100712 |
276.80 |
279.90 |
274.60 |
276.00 |
-1.70 |
956 |
5,248 |
+174 |
| Total Volume and Open Interest |
62,262 |
200,263 |
+4,278 |
| Soybean Oil(CBOT) |
| Jul10 |
100712 |
37.25 |
37.60 |
37.20 |
37.50 |
+0.12 |
3,641 |
2,227 |
-535 |
| Aug10 |
100712 |
37.35 |
37.77 |
37.20 |
37.61 |
+0.11 |
23,947 |
72,951 |
-1,027 |
| Sep10 |
100712 |
37.61 |
37.92 |
37.37 |
37.76 |
+0.11 |
11,799 |
31,611 |
-117 |
| Oct10 |
100712 |
37.85 |
38.11 |
37.56 |
37.96 |
+0.12 |
1,469 |
14,652 |
+31 |
| Dec10 |
100712 |
38.14 |
38.52 |
37.96 |
38.36 |
+0.09 |
37,018 |
145,498 |
-197 |
| Jan11 |
100712 |
38.73 |
38.80 |
38.32 |
38.66 |
+0.08 |
1,942 |
9,282 |
+382 |
| Mar11 |
100712 |
38.67 |
39.11 |
38.67 |
38.96 |
+0.09 |
1,297 |
5,930 |
+396 |
| May11 |
100712 |
39.19 |
39.34 |
38.85 |
39.24 |
+0.09 |
988 |
3,789 |
+370 |
| Total Volume and Open Interest |
82,981 |
292,258 |
-240 |
| Canola(WCE) |
| Jul10 |
100712 |
438.7 |
438.7 |
435.7 |
435.7 |
-3.0 |
7 |
53 |
-7 |
| Nov10 |
100712 |
438.0 |
439.5 |
434.0 |
435.9 |
+1.2 |
9,208 |
132,313 |
+1,654 |
| Jan11 |
100712 |
436.9 |
437.0 |
434.3 |
436.7 |
+1.4 |
372 |
11,306 |
+159 |
| Mar11 |
100712 |
434.7 |
435.2 |
433.3 |
435.2 |
+1.5 |
146 |
5,685 |
+69 |
| May11 |
100712 |
435.7 |
435.7 |
435.7 |
435.7 |
+1.4 |
98 |
1,625 |
+7 |
| Total Volume and Open Interest |
10,158 |
154,810 |
+2,096 |
| Corn(CBOT) |
| Jul10 |
100712 |
375.00 |
376.50 |
369.75 |
371.25 |
-4.00 |
7,471 |
5,603 |
-2,539 |
| Sep10 |
100712 |
383.00 |
386.00 |
378.75 |
379.75 |
-3.75 |
98,400 |
388,733 |
+602 |
| Dec10 |
100712 |
394.25 |
397.50 |
390.25 |
391.75 |
-3.50 |
158,658 |
482,194 |
+8,653 |
| Mar11 |
100712 |
406.50 |
409.00 |
402.00 |
403.50 |
-3.50 |
16,237 |
80,673 |
+2,255 |
| May11 |
100712 |
414.50 |
416.75 |
410.25 |
411.25 |
-3.75 |
4,109 |
15,956 |
+397 |
| Jul11 |
100712 |
420.75 |
423.75 |
417.00 |
418.00 |
-3.25 |
8,133 |
50,425 |
+1,060 |
| Total Volume and Open Interest |
306,165 |
1,113,690 |
+12,703 |
| Wheat(CBOT) |
| Jul10 |
100712 |
523.50 |
524.50 |
520.00 |
521.25 |
-2.25 |
3,901 |
2,976 |
-164 |
| Sep10 |
100712 |
535.00 |
541.75 |
533.50 |
535.75 |
-2.25 |
67,724 |
207,133 |
-5,566 |
| Dec10 |
100712 |
564.00 |
570.00 |
562.25 |
564.25 |
-2.25 |
33,161 |
118,673 |
+1,606 |
| Mar11 |
100712 |
589.50 |
594.00 |
586.50 |
588.75 |
-2.75 |
6,340 |
34,733 |
+1,543 |
| May11 |
100712 |
602.00 |
607.25 |
600.75 |
602.50 |
-2.75 |
7,552 |
17,160 |
+6,425 |
| Total Volume and Open Interest |
131,451 |
464,331 |
+3,635 |
| Wheat(KCBT) |
| Jul10 |
100712 |
550.00 |
553.00 |
547.50 |
550.00 |
+1.75 |
176 |
350 |
-156 |
| Sep10 |
100712 |
549.50 |
558.00 |
549.50 |
554.50 |
+1.25 |
19,373 |
62,644 |
+1,375 |
| Dec10 |
100712 |
566.75 |
575.00 |
566.75 |
572.00 |
+1.25 |
8,281 |
51,629 |
+1,078 |
| Mar11 |
100712 |
584.50 |
592.00 |
583.50 |
589.00 |
+1.25 |
3,460 |
20,439 |
+483 |
| May11 |
100712 |
599.75 |
601.75 |
595.25 |
599.50 |
+1.75 |
275 |
5,717 |
+30 |
| Total Volume and Open Interest |
33,927 |
176,062 |
+3,647 |
| Wheat(MGE) |
| Jul10 |
100712 |
552.50 |
561.75 |
552.50 |
558.75 |
+4.25 |
7 |
34 |
-1 |
| Sep10 |
100712 |
561.00 |
571.50 |
558.75 |
567.00 |
+4.00 |
5,217 |
17,801 |
+235 |
| Dec10 |
100712 |
577.25 |
588.00 |
577.25 |
583.00 |
+3.50 |
2,331 |
15,804 |
+761 |
| Mar11 |
100712 |
596.00 |
604.25 |
596.00 |
599.00 |
+3.00 |
672 |
5,885 |
+122 |
| May11 |
100712 |
608.25 |
614.25 |
606.00 |
607.75 |
+1.25 |
108 |
1,696 |
+15 |
| Total Volume and Open Interest |
9,018 |
50,268 |
+1,263 |
| Oats(CBOT) |
| Jul10 |
100712 |
254.75 |
258.00 |
242.25 |
247.00 |
-11.00 |
1,013 |
769 |
-586 |
| Sep10 |
100712 |
265.00 |
265.25 |
248.00 |
254.00 |
-11.00 |
1,674 |
3,689 |
+310 |
| Dec10 |
100712 |
271.25 |
271.25 |
254.50 |
260.25 |
-11.00 |
996 |
5,843 |
-85 |
| Mar11 |
100712 |
268.75 |
277.25 |
266.25 |
266.25 |
-11.00 |
27 |
197 |
-19 |
| Total Volume and Open Interest |
3,710 |
10,500 |
-380 |
| Rough Rice(CBOT) |
| Jul10 |
100712 |
9.61 |
9.81 |
9.61 |
9.61 |
-0.20 |
34 |
54 |
-11 |
| Sep10 |
100712 |
9.81 |
10.09 |
9.73 |
9.80 |
-0.18 |
750 |
8,853 |
+21 |
| Nov10 |
100712 |
10.14 |
10.44 |
10.06 |
10.06 |
-0.17 |
449 |
2,609 |
+292 |
| Jan11 |
100712 |
10.60 |
10.60 |
10.33 |
10.33 |
-0.17 |
3 |
530 |
+2 |
| Total Volume and Open Interest |
1,268 |
13,862 |
+322 |
| Live Cattle(CME) |
| Aug10 |
100712 |
90.385 |
90.500 |
89.850 |
90.080 |
-0.120 |
25,020 |
105,262 |
-9,184 |
| Oct10 |
100712 |
91.550 |
91.750 |
91.200 |
91.400 |
unch |
17,300 |
111,965 |
+3,988 |
| Dec10 |
100712 |
93.950 |
94.200 |
93.680 |
93.930 |
-0.170 |
5,637 |
54,897 |
+1,808 |
| Feb11 |
100712 |
95.700 |
95.800 |
95.200 |
95.480 |
-0.220 |
2,736 |
26,076 |
+885 |
| Apr11 |
100712 |
97.050 |
97.650 |
97.050 |
97.430 |
unch |
857 |
13,515 |
+128 |
| Jun11 |
100712 |
94.350 |
94.450 |
93.885 |
94.000 |
-0.430 |
1,005 |
5,102 |
+407 |
| Total Volume and Open Interest |
52,932 |
319,496 |
-1,695 |
| Feeder Cattle(CME) |
| Aug10 |
100712 |
113.400 |
113.430 |
112.450 |
112.680 |
-0.520 |
4,354 |
19,530 |
-1,182 |
| Sep10 |
100712 |
113.635 |
113.785 |
112.800 |
112.850 |
-0.830 |
3,370 |
8,609 |
+1,195 |
| Oct10 |
100712 |
113.480 |
113.535 |
112.580 |
112.800 |
-0.750 |
1,092 |
6,050 |
+242 |
| Nov10 |
100712 |
113.150 |
113.150 |
112.300 |
112.600 |
-0.550 |
311 |
2,255 |
+158 |
| Jan11 |
100712 |
111.000 |
111.000 |
110.480 |
110.650 |
-0.650 |
64 |
801 |
+27 |
| Mar11 |
100712 |
109.930 |
110.200 |
109.930 |
110.200 |
-0.400 |
12 |
237 |
+7 |
| Apr11 |
100712 |
110.000 |
110.000 |
110.000 |
110.000 |
-0.300 |
1 |
19 |
+0 |
| Total Volume and Open Interest |
9,204 |
37,514 |
+447 |
| Lean Hogs(CME) |
| Jul10 |
100712 |
78.430 |
78.580 |
78.100 |
78.135 |
-0.500 |
2,808 |
9,465 |
-758 |
| Aug10 |
100712 |
80.000 |
80.200 |
79.300 |
79.450 |
-0.585 |
17,527 |
59,064 |
-5,003 |
| Oct10 |
100712 |
74.900 |
75.000 |
74.050 |
74.385 |
-0.715 |
13,149 |
55,766 |
+861 |
| Dec10 |
100712 |
72.650 |
72.750 |
72.200 |
72.475 |
-0.175 |
6,192 |
35,184 |
+2,286 |
| Feb11 |
100712 |
73.800 |
74.600 |
73.800 |
74.550 |
+0.325 |
847 |
13,141 |
+200 |
| Apr11 |
100712 |
75.400 |
75.750 |
75.350 |
75.635 |
-0.115 |
1,224 |
11,651 |
+285 |
| May11 |
100712 |
78.750 |
78.750 |
78.200 |
78.650 |
+0.350 |
5 |
365 |
+5 |
| Jun11 |
100712 |
81.785 |
82.100 |
81.600 |
82.050 |
+0.265 |
699 |
4,761 |
+256 |
| Total Volume and Open Interest |
42,838 |
190,817 |
-1,561 |
| Pork Bellies(CME) |
| Jul10 |
100712 |
101.700 |
102.300 |
101.700 |
101.700 |
-0.500 |
1 |
29 |
-1 |
| Aug10 |
100712 |
96.500 |
96.500 |
96.500 |
96.500 |
-0.550 |
2 |
27 |
-2 |
| Feb11 |
100712 |
100.000 |
100.000 |
100.000 |
100.000 |
unch |
0 |
5 |
+0 |
| Mar11 |
100712 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
1 |
+0 |
| May11 |
100712 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
3 |
62 |
-3 |
| Class III Milk(CME) |
| Jul10 |
100712 |
13.67 |
13.78 |
13.64 |
13.77 |
+0.13 |
59 |
4,246 |
+37 |
| Aug10 |
100712 |
14.55 |
14.89 |
14.40 |
14.78 |
+0.25 |
375 |
4,892 |
-23 |
| Sep10 |
100712 |
14.86 |
15.10 |
14.82 |
15.00 |
+0.18 |
172 |
4,280 |
+36 |
| Oct10 |
100712 |
14.89 |
14.97 |
14.84 |
14.90 |
+0.06 |
108 |
3,644 |
+6 |
| Nov10 |
100712 |
14.65 |
14.78 |
14.65 |
14.75 |
+0.05 |
53 |
3,566 |
-7 |
| Total Volume and Open Interest |
1,138 |
26,276 |
+285 |
| Cocoa(ICE) |
| Jul10 |
100712 |
2962 |
2962 |
2962 |
2962 |
-1 |
2 |
143 |
+0 |
| Sep10 |
100712 |
2984 |
3013 |
2960 |
2989 |
-7 |
4,198 |
61,546 |
-75 |
| Dec10 |
100712 |
3010 |
3038 |
2985 |
3015 |
-5 |
2,450 |
24,316 |
+78 |
| Mar11 |
100712 |
3017 |
3050 |
3017 |
3037 |
unch |
992 |
17,589 |
+591 |
| May11 |
100712 |
3026 |
3047 |
3026 |
3047 |
unch |
151 |
8,157 |
+215 |
| Jul11 |
100712 |
3031 |
3053 |
3031 |
3053 |
unch |
44 |
4,021 |
-2 |
| Sep11 |
100712 |
3060 |
3060 |
3060 |
3060 |
+1 |
15 |
1,478 |
+6 |
| Total Volume and Open Interest |
7,861 |
122,795 |
+821 |
| Coffee "C"(ICE) |
| Jul10 |
100712 |
159.65 |
161.15 |
159.65 |
161.15 |
-0.05 |
10 |
83 |
-74 |
| Sep10 |
100712 |
162.75 |
164.40 |
159.00 |
163.55 |
-0.30 |
7,220 |
92,341 |
-203 |
| Dec10 |
100712 |
162.95 |
164.75 |
160.00 |
163.90 |
-0.45 |
2,224 |
46,196 |
-3 |
| Mar11 |
100712 |
159.75 |
164.35 |
159.75 |
163.75 |
-0.45 |
435 |
18,430 |
+101 |
| May11 |
100712 |
162.00 |
163.50 |
162.00 |
163.15 |
-0.50 |
83 |
6,207 |
-10 |
| Jul11 |
100712 |
163.30 |
163.30 |
162.90 |
162.90 |
-0.55 |
56 |
2,956 |
+16 |
| Total Volume and Open Interest |
10,106 |
167,741 |
-159 |
| Orange Juice(ICE) |
| Jul10 |
100712 |
140.30 |
140.30 |
138.35 |
138.35 |
+0.85 |
24 |
333 |
+10 |
| Sep10 |
100712 |
137.55 |
139.55 |
136.25 |
139.10 |
+1.55 |
4,404 |
20,578 |
-1,576 |
| Nov10 |
100712 |
138.00 |
140.75 |
137.50 |
140.25 |
+1.30 |
349 |
4,077 |
+86 |
| Jan11 |
100712 |
141.15 |
141.65 |
141.10 |
141.40 |
+1.50 |
47 |
1,639 |
+16 |
| Mar11 |
100712 |
142.75 |
142.75 |
142.20 |
142.50 |
+1.80 |
5 |
210 |
+3 |
| May11 |
100712 |
142.85 |
142.85 |
142.85 |
142.85 |
+1.95 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
4,829 |
27,190 |
-1,461 |
| Sugar #11(ICE) |
| Oct10 |
100712 |
16.84 |
17.15 |
16.60 |
17.10 |
+0.49 |
43,618 |
261,038 |
-2,224 |
| Mar11 |
100712 |
16.91 |
17.60 |
16.91 |
17.55 |
+0.56 |
23,182 |
136,444 |
+1,986 |
| May11 |
100712 |
16.54 |
16.99 |
16.38 |
16.96 |
+0.58 |
4,755 |
26,518 |
+462 |
| Jul11 |
100712 |
16.14 |
16.57 |
16.00 |
16.53 |
+0.52 |
4,869 |
63,415 |
+1,274 |
| Oct11 |
100712 |
16.00 |
16.35 |
15.83 |
16.34 |
+0.51 |
2,578 |
28,326 |
+1,270 |
| Total Volume and Open Interest |
81,342 |
574,914 |
+3,393 |
| London Cocoa(LCE) |
| Jul10 |
100712 |
2609 |
2630 |
2597 |
2621 |
+8 |
13,513 |
39,002 |
-10,146 |
| Sep10 |
100712 |
2381 |
2402 |
2368 |
2386 |
+1 |
8,854 |
68,811 |
+5,103 |
| Dec10 |
100712 |
2207 |
2230 |
2204 |
2219 |
+7 |
5,853 |
36,998 |
+3,571 |
| Mar11 |
100712 |
2177 |
2195 |
2177 |
2183 |
+1 |
1,470 |
30,431 |
+478 |
| May11 |
100712 |
2179 |
2181 |
2177 |
2177 |
-2 |
331 |
10,139 |
+82 |
| Jul11 |
100712 |
2176 |
2176 |
2176 |
2176 |
-2 |
88 |
1,753 |
+54 |
| Sep11 |
100712 |
2176 |
2176 |
2176 |
2176 |
-2 |
0 |
2,470 |
+0 |
| Total Volume and Open Interest |
30,119 |
195,425 |
-858 |
| London Sugar(LCE) |
| Oct10 |
100712 |
515.60 |
522.70 |
511.00 |
518.60 |
+3.20 |
6,963 |
33,827 |
+681 |
| Dec10 |
100712 |
479.70 |
482.60 |
475.30 |
479.60 |
+1.70 |
909 |
10,254 |
-20 |
| Mar11 |
100712 |
478.10 |
481.70 |
474.30 |
479.00 |
+3.40 |
629 |
7,704 |
+281 |
| May11 |
100712 |
461.90 |
466.50 |
461.90 |
465.00 |
+1.20 |
63 |
3,248 |
+33 |
| Aug11 |
100712 |
448.80 |
449.70 |
448.00 |
449.70 |
+1.70 |
72 |
2,145 |
+40 |
| Total Volume and Open Interest |
14,213 |
65,750 |
-1,465 |
| Cotton(ICE) |
| Oct10 |
100712 |
77.50 |
77.54 |
76.84 |
77.16 |
-0.99 |
64 |
1,338 |
-56 |
| Dec10 |
100712 |
74.88 |
74.95 |
73.56 |
73.79 |
-1.20 |
10,753 |
121,428 |
-1,327 |
| Mar11 |
100712 |
75.55 |
75.78 |
74.80 |
74.94 |
-1.17 |
2,096 |
25,597 |
+694 |
| May11 |
100712 |
75.90 |
75.90 |
75.42 |
75.42 |
-1.14 |
48 |
1,101 |
+0 |
| Jul11 |
100712 |
76.00 |
76.00 |
75.74 |
75.74 |
-0.97 |
41 |
6,768 |
+1 |
| Oct11 |
100712 |
74.71 |
74.71 |
73.74 |
73.74 |
-0.88 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
13,061 |
158,092 |
-1,087 |
| Lumber(CME) |
| Jul10 |
100712 |
198.4 |
200.9 |
196.0 |
198.2 |
unch |
158 |
795 |
-102 |
| Sep10 |
100712 |
207.7 |
211.3 |
207.2 |
207.2 |
unch |
310 |
5,495 |
-47 |
| Nov10 |
100712 |
212.5 |
215.0 |
212.2 |
212.2 |
+2.0 |
115 |
2,173 |
+14 |
| Jan11 |
100712 |
230.4 |
231.6 |
229.8 |
231.5 |
+0.1 |
5 |
137 |
-4 |
| Total Volume and Open Interest |
588 |
8,613 |
-139 |
| Crude Oil(NYM) |
| Aug10 |
100712 |
76.30 |
76.43 |
74.52 |
74.95 |
-1.14 |
325,813 |
257,123 |
-22,917 |
| Sep10 |
100712 |
76.63 |
76.94 |
75.03 |
75.44 |
-1.19 |
127,276 |
204,645 |
+13,797 |
| Oct10 |
100712 |
77.21 |
77.33 |
75.47 |
75.87 |
-1.20 |
34,191 |
69,023 |
+2,191 |
| Nov10 |
100712 |
77.65 |
77.72 |
76.03 |
76.42 |
-1.20 |
12,855 |
45,680 |
+1,410 |
| Dec10 |
100712 |
78.37 |
78.45 |
76.57 |
76.99 |
-1.19 |
31,375 |
199,280 |
+2,651 |
| Jan11 |
100712 |
78.00 |
78.79 |
77.18 |
77.48 |
-1.17 |
6,922 |
39,754 |
+749 |
| Feb11 |
100712 |
77.68 |
77.89 |
77.66 |
77.89 |
-1.16 |
2,342 |
16,206 |
-38 |
| Mar11 |
100712 |
79.10 |
79.10 |
78.01 |
78.27 |
-1.15 |
1,691 |
22,603 |
+256 |
| Apr11 |
100712 |
78.27 |
78.64 |
78.26 |
78.64 |
-1.14 |
845 |
11,079 |
-234 |
| May11 |
100712 |
78.89 |
78.98 |
78.68 |
78.98 |
-1.15 |
316 |
7,733 |
+23 |
| Jun11 |
100712 |
80.50 |
80.50 |
78.92 |
79.30 |
-1.16 |
4,433 |
45,994 |
+1,074 |
| Jul11 |
100712 |
80.29 |
80.33 |
79.61 |
79.61 |
-1.15 |
3,694 |
24,169 |
+725 |
| Aug11 |
100712 |
79.79 |
79.79 |
79.79 |
79.79 |
-1.14 |
221 |
7,330 |
-77 |
| Sep11 |
100712 |
79.93 |
79.93 |
79.93 |
79.93 |
-1.14 |
1,636 |
7,385 |
-62 |
| Oct11 |
100712 |
80.06 |
80.06 |
80.06 |
80.06 |
-1.14 |
134 |
5,209 |
+23 |
| Nov11 |
100712 |
80.19 |
80.19 |
80.19 |
80.19 |
-1.14 |
440 |
10,166 |
+67 |
| Total Volume and Open Interest |
566,211 |
1,275,423 |
-1,601 |
| 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 |
100712 |
76.750 |
76.900 |
75.050 |
75.450 |
-1.175 |
543 |
1,204 |
+12 |
| Oct10 |
100712 |
76.900 |
77.300 |
75.875 |
75.875 |
-1.200 |
41 |
183 |
+8 |
| Nov10 |
100712 |
77.650 |
77.650 |
76.425 |
76.425 |
-1.200 |
7 |
118 |
+5 |
| Dec10 |
100712 |
78.500 |
78.500 |
77.000 |
77.000 |
-1.175 |
13 |
125 |
+8 |
| Jan11 |
100712 |
77.475 |
77.475 |
77.475 |
77.475 |
-1.175 |
0 |
1 |
+0 |
| Feb11 |
100712 |
77.900 |
77.900 |
77.900 |
77.900 |
-1.150 |
0 |
1 |
+0 |
| Mar11 |
100712 |
78.275 |
78.275 |
78.275 |
78.275 |
-1.150 |
|
|
|
| Apr11 |
100712 |
78.650 |
78.650 |
78.650 |
78.650 |
-1.125 |
|
|
|
| Total Volume and Open Interest |
10,859 |
4,159 |
-3 |
| Heating Oil(NYM) |
| Aug10 |
100712 |
203.00 |
203.62 |
198.50 |
199.13 |
-3.44 |
51,024 |
78,248 |
-1,339 |
| Sep10 |
100712 |
205.03 |
205.85 |
200.93 |
201.56 |
-3.34 |
19,369 |
50,984 |
+2,113 |
| Oct10 |
100712 |
205.99 |
208.00 |
203.50 |
203.97 |
-3.32 |
10,485 |
29,781 |
+1,129 |
| Nov10 |
100712 |
209.36 |
209.41 |
206.56 |
206.75 |
-3.24 |
4,250 |
21,683 |
+865 |
| Dec10 |
100712 |
212.48 |
213.60 |
208.98 |
209.51 |
-3.19 |
11,238 |
35,401 |
-169 |
| Jan11 |
100712 |
212.63 |
213.15 |
212.05 |
212.16 |
-3.18 |
3,432 |
24,253 |
+480 |
| Feb11 |
100712 |
215.36 |
217.99 |
213.77 |
214.03 |
-3.16 |
1,796 |
10,598 |
+485 |
| Mar11 |
100712 |
215.23 |
215.23 |
214.71 |
214.71 |
-3.20 |
837 |
9,408 |
+128 |
| Apr11 |
100712 |
214.78 |
214.78 |
214.31 |
214.31 |
-3.11 |
379 |
5,798 |
+126 |
| May11 |
100712 |
214.20 |
215.08 |
213.24 |
213.91 |
-3.11 |
254 |
5,542 |
+174 |
| Jun11 |
100712 |
215.34 |
217.28 |
213.90 |
213.96 |
-3.13 |
1,545 |
18,899 |
+88 |
| Jul11 |
100712 |
215.11 |
215.11 |
215.11 |
215.11 |
-3.21 |
694 |
2,062 |
-278 |
| Total Volume and Open Interest |
106,595 |
311,590 |
+4,146 |
| Gasoline(NYMEX) |
| Aug10 |
100712 |
207.02 |
207.46 |
202.37 |
202.80 |
-4.20 |
44,224 |
78,365 |
-2,013 |
| Sep10 |
100712 |
206.32 |
206.70 |
201.87 |
202.40 |
-3.88 |
23,939 |
60,701 |
+2,896 |
| Oct10 |
100712 |
194.08 |
194.66 |
191.26 |
191.74 |
-3.60 |
10,417 |
27,055 |
+268 |
| Nov10 |
100712 |
194.21 |
194.41 |
190.09 |
190.76 |
-3.46 |
3,806 |
23,864 |
+353 |
| Dec10 |
100712 |
194.90 |
194.90 |
190.65 |
191.28 |
-3.37 |
4,574 |
14,191 |
-242 |
| Jan11 |
100712 |
196.37 |
196.37 |
192.51 |
193.14 |
-3.27 |
777 |
6,900 |
-92 |
| Feb11 |
100712 |
198.46 |
198.46 |
195.23 |
195.23 |
-3.19 |
108 |
2,043 |
+26 |
| Mar11 |
100712 |
199.23 |
200.54 |
197.32 |
197.32 |
-3.13 |
283 |
2,274 |
-29 |
| Apr11 |
100712 |
212.48 |
212.48 |
208.88 |
209.32 |
-3.07 |
392 |
3,885 |
+105 |
| May11 |
100712 |
210.30 |
210.30 |
210.30 |
210.30 |
-3.02 |
105 |
3,451 |
+25 |
| Total Volume and Open Interest |
88,758 |
233,490 |
+1,310 |
| e-miNY RBOB Gasoline(NYM) |
| Aug10 |
100712 |
202.80 |
202.80 |
202.80 |
202.80 |
-4.20 |
0 |
2 |
+0 |
| Sep10 |
100712 |
202.40 |
202.40 |
202.40 |
202.40 |
-3.90 |
0 |
1 |
+0 |
| Oct10 |
100712 |
191.70 |
191.74 |
191.70 |
191.70 |
-3.60 |
0 |
1 |
+0 |
| Nov10 |
100712 |
190.80 |
190.80 |
190.76 |
190.80 |
-3.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
10 |
+0 |
| Natural Gas(NYM) |
| Aug10 |
100712 |
4.421 |
4.454 |
4.352 |
4.388 |
-0.014 |
125,606 |
130,718 |
+123 |
| Sep10 |
100712 |
4.430 |
4.473 |
4.367 |
4.401 |
-0.017 |
47,604 |
142,154 |
-124 |
| Oct10 |
100712 |
4.530 |
4.534 |
4.447 |
4.479 |
-0.019 |
39,799 |
87,021 |
+2,287 |
| Nov10 |
100712 |
4.825 |
4.858 |
4.789 |
4.818 |
-0.026 |
20,630 |
52,962 |
+2,403 |
| Dec10 |
100712 |
5.204 |
5.204 |
5.133 |
5.157 |
-0.024 |
12,311 |
38,688 |
-54 |
| Jan11 |
100712 |
5.370 |
5.377 |
5.310 |
5.334 |
-0.018 |
20,653 |
57,263 |
-339 |
| Feb11 |
100712 |
5.326 |
5.340 |
5.284 |
5.307 |
-0.021 |
1,854 |
17,755 |
-38 |
| Mar11 |
100712 |
5.194 |
5.248 |
5.194 |
5.217 |
-0.021 |
4,952 |
53,369 |
-284 |
| Apr11 |
100712 |
5.034 |
5.072 |
5.026 |
5.045 |
-0.010 |
4,474 |
41,988 |
+106 |
| May11 |
100712 |
5.060 |
5.085 |
5.056 |
5.065 |
-0.010 |
1,087 |
20,081 |
+101 |
| Jun11 |
100712 |
5.097 |
5.140 |
5.097 |
5.116 |
-0.011 |
1,197 |
8,123 |
+139 |
| Jul11 |
100712 |
5.165 |
5.206 |
5.165 |
5.181 |
-0.011 |
496 |
6,569 |
+253 |
| Aug11 |
100712 |
5.210 |
5.244 |
5.210 |
5.225 |
-0.011 |
295 |
5,333 |
+20 |
| Sep11 |
100712 |
5.237 |
5.270 |
5.237 |
5.253 |
-0.012 |
332 |
5,444 |
+40 |
| Oct11 |
100712 |
5.330 |
5.352 |
5.330 |
5.339 |
-0.014 |
1,488 |
18,929 |
+121 |
| Nov11 |
100712 |
5.570 |
5.608 |
5.570 |
5.579 |
-0.016 |
413 |
5,237 |
+60 |
| Total Volume and Open Interest |
285,914 |
794,051 |
+5,657 |
| Brent Crude Oil(ICE) |
| Aug10 |
100712 |
75.19 |
75.72 |
73.85 |
74.37 |
-1.05 |
130,537 |
106,708 |
-22,503 |
| Sep10 |
100712 |
75.71 |
75.92 |
74.04 |
74.48 |
-1.17 |
107,478 |
175,522 |
+5,558 |
| Oct10 |
100712 |
76.08 |
76.27 |
74.44 |
74.82 |
-1.25 |
45,737 |
81,639 |
+5,154 |
| Nov10 |
100712 |
76.63 |
76.79 |
75.00 |
75.33 |
-1.30 |
12,154 |
31,750 |
+1,615 |
| Dec10 |
100712 |
77.00 |
77.36 |
75.56 |
75.91 |
-1.32 |
25,434 |
108,006 |
+2,367 |
| Jan11 |
100712 |
77.08 |
77.66 |
76.29 |
76.47 |
-1.33 |
4,902 |
25,406 |
+107 |
| Feb11 |
100712 |
78.33 |
78.33 |
76.80 |
76.98 |
-1.34 |
3,627 |
16,569 |
+300 |
| Mar11 |
100712 |
77.96 |
77.96 |
77.31 |
77.45 |
-1.34 |
2,752 |
12,989 |
-76 |
| Apr11 |
100712 |
78.14 |
78.14 |
77.71 |
77.90 |
-1.33 |
2,017 |
9,130 |
+62 |
| May11 |
100712 |
78.30 |
78.30 |
78.30 |
78.30 |
-1.32 |
1,360 |
15,310 |
+220 |
| Jun11 |
100712 |
80.00 |
80.00 |
78.48 |
78.67 |
-1.30 |
2,953 |
24,781 |
+435 |
| Jul11 |
100712 |
79.01 |
79.01 |
79.01 |
79.01 |
-1.30 |
866 |
7,510 |
-132 |
| Aug11 |
100712 |
79.28 |
79.28 |
79.28 |
79.28 |
-1.31 |
465 |
3,846 |
+231 |
| Sep11 |
100712 |
79.50 |
79.50 |
79.50 |
79.50 |
-1.31 |
305 |
4,462 |
+374 |
| Total Volume and Open Interest |
346,667 |
741,155 |
-6,223 |
| Gas Oil(ICE) |
| Jul10 |
100712 |
647.00 |
648.00 |
639.25 |
644.25 |
unch |
38,682 |
29,788 |
-16,741 |
| Aug10 |
100712 |
650.25 |
651.25 |
634.50 |
636.25 |
-11.00 |
90,002 |
132,977 |
+1,286 |
| Sep10 |
100712 |
653.25 |
654.75 |
639.00 |
640.75 |
-10.50 |
43,602 |
74,474 |
+10,284 |
| Oct10 |
100712 |
653.00 |
658.50 |
644.00 |
645.25 |
-10.00 |
11,541 |
33,786 |
+1,097 |
| Nov10 |
100712 |
656.00 |
659.25 |
648.25 |
649.25 |
-9.75 |
4,122 |
34,708 |
+756 |
| Dec10 |
100712 |
660.75 |
666.50 |
651.50 |
653.00 |
-9.75 |
20,007 |
98,187 |
-2,640 |
| Jan11 |
100712 |
664.00 |
670.50 |
657.00 |
657.75 |
-9.50 |
1,538 |
31,671 |
-153 |
| Feb11 |
100712 |
668.25 |
674.75 |
661.50 |
662.00 |
-9.50 |
1,281 |
19,510 |
+244 |
| Mar11 |
100712 |
672.00 |
672.50 |
665.50 |
665.50 |
-9.50 |
989 |
13,504 |
+142 |
| Apr11 |
100712 |
675.00 |
675.75 |
668.75 |
668.75 |
-9.50 |
741 |
13,062 |
+193 |
| Total Volume and Open Interest |
219,003 |
615,763 |
-4,013 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100712 |
1.590 |
1.590 |
1.580 |
1.582 |
-0.013 |
143 |
1,047 |
+1 |
| Sep10 |
100712 |
1.584 |
1.584 |
1.575 |
1.578 |
-0.008 |
16 |
952 |
+13 |
| Oct10 |
100712 |
1.577 |
1.580 |
1.577 |
1.578 |
-0.012 |
13 |
1,052 |
+7 |
| Nov10 |
100712 |
1.590 |
1.590 |
1.586 |
1.586 |
-0.013 |
55 |
904 |
+50 |
| Dec10 |
100712 |
1.614 |
1.614 |
1.602 |
1.603 |
-0.011 |
79 |
2,052 |
+21 |
| Jan11 |
100712 |
1.615 |
1.615 |
1.615 |
1.615 |
-0.009 |
66 |
1,583 |
+40 |
| Feb11 |
100712 |
1.662 |
1.662 |
1.662 |
1.662 |
-0.003 |
10 |
827 |
+10 |
| Total Volume and Open Interest |
518 |
12,017 |
+216 |
| WTI Crude Oil(ICE |
| Aug10 |
100712 |
76.06 |
76.40 |
74.53 |
74.95 |
-1.14 |
70,867 |
74,707 |
-6,939 |
| Sep10 |
100712 |
76.80 |
76.90 |
75.03 |
75.44 |
-1.19 |
32,769 |
76,632 |
+6,991 |
| Oct10 |
100712 |
77.28 |
77.28 |
75.53 |
75.87 |
-1.20 |
11,751 |
35,874 |
+2,481 |
| Nov10 |
100712 |
76.82 |
77.20 |
76.20 |
76.42 |
-1.20 |
2,442 |
16,064 |
+24 |
| Dec10 |
100712 |
77.59 |
78.22 |
76.61 |
76.99 |
-1.19 |
11,115 |
84,069 |
+1,053 |
| Jan11 |
100712 |
78.05 |
78.14 |
77.18 |
77.48 |
-1.17 |
1,535 |
16,636 |
-419 |
| Feb11 |
100712 |
77.74 |
78.18 |
77.74 |
77.89 |
-1.16 |
244 |
11,082 |
-10 |
| Mar11 |
100712 |
78.20 |
78.27 |
78.00 |
78.27 |
-1.15 |
327 |
8,208 |
+1 |
| Apr11 |
100712 |
79.26 |
79.26 |
78.62 |
78.64 |
-1.14 |
307 |
5,890 |
+225 |
| May11 |
100712 |
78.98 |
78.98 |
78.98 |
78.98 |
-1.15 |
128 |
4,162 |
-37 |
| Jun11 |
100712 |
79.89 |
79.92 |
79.19 |
79.30 |
-1.16 |
614 |
19,673 |
-81 |
| Jul11 |
100712 |
79.61 |
79.61 |
79.61 |
79.61 |
-1.15 |
427 |
8,904 |
-44 |
| Aug11 |
100712 |
79.79 |
79.79 |
79.79 |
79.79 |
-1.14 |
248 |
2,308 |
-94 |
| Sep11 |
100712 |
79.93 |
79.93 |
79.93 |
79.93 |
-1.14 |
256 |
2,791 |
+55 |
| Oct11 |
100712 |
80.06 |
80.06 |
80.06 |
80.06 |
-1.14 |
49 |
2,095 |
+3 |
| Nov11 |
100712 |
80.19 |
80.19 |
80.19 |
80.19 |
-1.14 |
68 |
7,157 |
+26 |
| Total Volume and Open Interest |
135,263 |
488,496 |
+3,150 |
| US Dollar Index(ICE) |
| Sep10 |
100712 |
84.080 |
84.635 |
84.080 |
84.408 |
+0.255 |
17,824 |
25,811 |
-1,581 |
| Dec10 |
100712 |
84.700 |
84.800 |
84.700 |
84.728 |
+0.240 |
3 |
644 |
-2 |
| Mar11 |
100712 |
85.088 |
85.088 |
85.088 |
85.088 |
+0.240 |
|
|
|
| Total Volume and Open Interest |
17,827 |
26,456 |
-1,583 |
| Australian Dollar(CME) |
| Sep10 |
100712 |
87.04 |
87.13 |
86.37 |
86.81 |
-0.12 |
110,057 |
66,262 |
+2,433 |
| Dec10 |
100712 |
86.03 |
86.03 |
85.45 |
85.87 |
-0.12 |
256 |
712 |
+26 |
| Mar11 |
100712 |
84.96 |
85.07 |
84.96 |
84.96 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
110,313 |
67,130 |
+2,459 |
| British Pound(CME) |
| Sep10 |
100712 |
150.63 |
150.85 |
149.46 |
150.30 |
-0.31 |
92,809 |
128,483 |
+4,591 |
| Dec10 |
100712 |
150.68 |
150.70 |
149.44 |
150.26 |
-0.30 |
89 |
327 |
+5 |
| Mar11 |
100712 |
150.23 |
150.52 |
150.23 |
150.23 |
-0.29 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
92,898 |
128,813 |
+4,596 |
| Canadian Dollar(CME) |
| Sep10 |
100712 |
96.77 |
97.02 |
96.20 |
96.37 |
-0.44 |
81,467 |
83,436 |
-2,939 |
| Dec10 |
100712 |
96.60 |
96.70 |
96.13 |
96.23 |
-0.45 |
309 |
3,420 |
-57 |
| Mar11 |
100712 |
96.66 |
96.66 |
96.07 |
96.07 |
-0.45 |
11 |
352 |
+9 |
| Jun11 |
100712 |
95.86 |
96.31 |
95.86 |
95.86 |
-0.45 |
18 |
229 |
+6 |
| Total Volume and Open Interest |
81,805 |
87,462 |
-2,981 |
| Japanese Yen(CME) |
| Sep10 |
100712 |
112.84 |
113.23 |
112.25 |
113.05 |
+0.04 |
143,645 |
126,411 |
-8,542 |
| Dec10 |
100712 |
113.06 |
113.40 |
112.46 |
113.23 |
+0.05 |
85 |
330 |
+32 |
| Mar11 |
100712 |
113.43 |
113.43 |
113.38 |
113.43 |
+0.05 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
143,730 |
126,750 |
-8,510 |
| Swiss Franc(CME) |
| Sep10 |
100712 |
94.87 |
94.92 |
93.76 |
94.45 |
-0.31 |
31,585 |
46,247 |
+2,210 |
| Dec10 |
100712 |
94.94 |
94.94 |
94.10 |
94.60 |
-0.31 |
66 |
99 |
+37 |
| Mar11 |
100712 |
94.75 |
95.06 |
94.75 |
94.75 |
-0.31 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
31,651 |
46,349 |
+2,247 |
| EuroFX(CME) |
| Sep10 |
100712 |
126.40 |
126.49 |
125.52 |
125.97 |
-0.49 |
249,254 |
219,694 |
-2,875 |
| Dec10 |
100712 |
126.00 |
126.00 |
125.56 |
125.98 |
-0.47 |
668 |
1,412 |
+289 |
| Mar11 |
100712 |
126.00 |
126.43 |
125.98 |
125.98 |
-0.45 |
2 |
62 |
+2 |
| Total Volume and Open Interest |
249,924 |
221,174 |
-2,584 |
| Mexican Peso(CME) |
| Jul10 |
100712 |
780.0 |
784.5 |
780.0 |
780.0 |
-4.5 |
|
|
|
| Aug10 |
100712 |
777.0 |
781.5 |
777.0 |
777.0 |
-4.5 |
|
|
|
| Total Volume and Open Interest |
19,326 |
59,674 |
-1,672 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100712 |
126~160 |
126~260 |
126~110 |
126~110 |
+0~020 |
|
|
|
| Dec10 |
100712 |
124~310 |
125~160 |
124~270 |
124~300 |
+0~020 |
85 |
1,170 |
-8 |
| Mar11 |
100712 |
123~190 |
123~190 |
123~160 |
123~190 |
+0~030 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
245,225 |
670,318 |
+826 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100712 |
121~300 |
122~110 |
121~285 |
122~035 |
+0~060 |
1,133,187 |
1,704,365 |
-12,843 |
| Dec10 |
100712 |
120~310 |
121~105 |
120~310 |
121~050 |
+0~060 |
163 |
2,218 |
+15 |
| Mar11 |
100712 |
119~120 |
119~245 |
119~120 |
119~205 |
+0~085 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
1,133,351 |
1,706,664 |
-12,828 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100712 |
118~040 |
118~064 |
118~035 |
118~046 |
+0~007 |
418,851 |
923,027 |
+7,171 |
| Dec10 |
100712 |
117~055 |
117~055 |
117~048 |
117~055 |
+0~007 |
4 |
88 |
-7 |
| Mar11 |
100712 |
116~061 |
116~061 |
116~054 |
116~061 |
+0~007 |
|
|
|
| Total Volume and Open Interest |
418,855 |
923,115 |
+7,164 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100712 |
54~089 |
54~089 |
54~089 |
54~089 |
+0~001 |
|
|
|
| Dec10 |
100712 |
109~018 |
109~018 |
109~017 |
109~018 |
+0~001 |
3 |
40 |
+2 |
| Mar11 |
100712 |
108~114 |
108~114 |
108~113 |
108~114 |
+0~001 |
|
|
|
| Total Volume and Open Interest |
170,837 |
850,172 |
-12,056 |
| Eurodollars(CME) |
| Sep10 |
100712 |
99.460 |
99.460 |
99.425 |
99.435 |
-0.015 |
206,958 |
1,037,522 |
-21,262 |
| Dec10 |
100712 |
99.380 |
99.380 |
99.350 |
99.360 |
-0.010 |
229,008 |
1,141,870 |
+31,179 |
| Mar11 |
100712 |
99.275 |
99.280 |
99.250 |
99.265 |
unch |
160,134 |
895,412 |
+11,894 |
| Jun11 |
100712 |
99.120 |
99.135 |
99.105 |
99.120 |
unch |
140,853 |
880,808 |
+570 |
| Sep11 |
100712 |
98.930 |
98.960 |
98.925 |
98.945 |
unch |
166,809 |
1,014,522 |
+11,333 |
| Dec11 |
100712 |
98.715 |
98.735 |
98.690 |
98.710 |
unch |
130,153 |
633,027 |
+7,016 |
| Mar12 |
100712 |
98.485 |
98.515 |
98.470 |
98.490 |
unch |
107,926 |
447,218 |
+9,283 |
| Jun12 |
100712 |
98.260 |
98.285 |
98.235 |
98.250 |
-0.005 |
96,789 |
334,934 |
+3,742 |
| Sep12 |
100712 |
98.030 |
98.060 |
98.000 |
98.020 |
-0.005 |
70,584 |
225,795 |
+2,897 |
| Dec12 |
100712 |
97.790 |
97.830 |
97.755 |
97.780 |
-0.010 |
48,912 |
172,297 |
+690 |
| Mar13 |
100712 |
97.590 |
97.630 |
97.550 |
97.575 |
-0.010 |
71,953 |
185,566 |
+10,522 |
| Jun13 |
100712 |
97.365 |
97.410 |
97.330 |
97.350 |
-0.010 |
51,825 |
108,480 |
+4,361 |
| Sep13 |
100712 |
97.145 |
97.185 |
97.115 |
97.130 |
-0.010 |
25,084 |
73,980 |
-2,822 |
| Dec13 |
100712 |
96.915 |
96.960 |
96.885 |
96.905 |
-0.005 |
11,745 |
40,732 |
+355 |
| Mar14 |
100712 |
96.740 |
96.780 |
96.710 |
96.730 |
+0.005 |
11,115 |
45,914 |
+625 |
| Jun14 |
100712 |
96.545 |
96.595 |
96.530 |
96.550 |
+0.010 |
12,989 |
36,395 |
+3,359 |
| Sep14 |
100712 |
96.380 |
96.425 |
96.360 |
96.390 |
+0.020 |
4,830 |
25,220 |
+872 |
| Dec14 |
100712 |
96.210 |
96.260 |
96.200 |
96.225 |
+0.025 |
4,707 |
44,144 |
+590 |
| Total Volume and Open Interest |
1,587,606 |
7,536,123 |
+78,505 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100712 |
99.817 |
99.817 |
99.815 |
99.817 |
unch |
4,643 |
56,055 |
+155 |
| Aug10 |
100712 |
99.810 |
99.810 |
99.805 |
99.805 |
unch |
4,887 |
77,066 |
-997 |
| Sep10 |
100712 |
99.805 |
99.805 |
99.800 |
99.800 |
unch |
3,584 |
50,514 |
+1,198 |
| Oct10 |
100712 |
99.800 |
99.800 |
99.795 |
99.795 |
unch |
1,898 |
60,336 |
-310 |
| Nov10 |
100712 |
99.790 |
99.790 |
99.785 |
99.785 |
unch |
1,342 |
83,087 |
-200 |
| Dec10 |
100712 |
99.785 |
99.790 |
99.780 |
99.780 |
unch |
1,150 |
67,966 |
+67 |
| Total Volume and Open Interest |
35,387 |
598,642 |
+2,001 |
| 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 |
100712 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
872 |
-1 |
| Dec10 |
100712 |
99.665 |
99.668 |
99.665 |
99.668 |
-0.002 |
100 |
442 |
+100 |
| Mar11 |
100712 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
200 |
367 |
+200 |
| Jun11 |
100712 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
| Sep11 |
100712 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
| Dec11 |
100712 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
| Mar12 |
100712 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Jun12 |
100712 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
| Sep12 |
100712 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
|
|
|
| Dec12 |
100712 |
99.430 |
99.430 |
99.430 |
99.430 |
unch |
|
|
|
| Total Volume and Open Interest |
300 |
1,681 |
+299 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100712 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
603 |
3,709 |
+0 |
| Dec10 |
100712 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
50 |
1,372 |
+0 |
| Mar11 |
100712 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,909 |
+0 |
| Jun11 |
100712 |
99.69 |
99.69 |
99.67 |
99.67 |
+0.00 |
2 |
1,183 |
+0 |
| Sep11 |
100712 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
108 |
+0 |
| Dec11 |
100712 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
106 |
+0 |
| Mar12 |
100712 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
305 |
+0 |
| Jun12 |
100712 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
655 |
9,412 |
-346 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100709 |
141.37 |
141.41 |
141.20 |
141.23 |
-0.23 |
703 |
21,269 |
+16 |
| Dec10 |
100712 |
140.63 |
140.63 |
140.63 |
140.63 |
+0.28 |
0 |
10 |
+0 |
| Mar11 |
100712 |
138.54 |
138.54 |
138.54 |
138.54 |
+0.28 |
|
|
|
| Total Volume and Open Interest |
886 |
21,379 |
+100 |
| Euro-Bund(EUREX) |
| Sep10 |
100712 |
128.84 |
129.53 |
128.76 |
129.34 |
+0.45 |
786,337 |
918,100 |
+33,833 |
| Dec10 |
100712 |
127.55 |
127.91 |
127.55 |
127.87 |
+0.46 |
67 |
1,376 |
+12 |
| Mar11 |
100712 |
127.84 |
127.84 |
127.84 |
127.84 |
+0.45 |
|
|
|
| Total Volume and Open Interest |
786,404 |
919,476 |
+33,845 |
| Euro-Bobl(EUREX) |
| Sep10 |
100630 |
121.05 |
121.08 |
120.79 |
120.91 |
-0.02 |
370,593 |
679,454 |
-9,331 |
| Dec10 |
100712 |
119.29 |
119.29 |
119.29 |
119.29 |
+0.33 |
133 |
12,280 |
+0 |
| Mar11 |
100712 |
118.33 |
118.33 |
118.33 |
118.33 |
+0.32 |
|
|
|
| Total Volume and Open Interest |
474,165 |
739,637 |
+35,568 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100712 |
99.010 |
99.045 |
99.010 |
99.045 |
+0.050 |
670 |
3,363 |
-27 |
| Dec10 |
100712 |
98.940 |
98.950 |
98.930 |
98.950 |
+0.065 |
69 |
2,112 |
-24 |
| Mar11 |
100712 |
98.865 |
98.885 |
98.865 |
98.885 |
+0.075 |
35 |
1,110 |
-24 |
| Total Volume and Open Interest |
975 |
10,421 |
-14 |
| Long Gilt(LIFFE) |
| Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
| Dec10 |
100712 |
119~31 |
119~31 |
119~31 |
119~31 |
-0~01 |
|
|
|
| Total Volume and Open Interest |
86,034 |
272,590 |
-6,448 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100712 |
99.19 |
99.22 |
99.19 |
99.21 |
+0.02 |
30,352 |
357,582 |
-174 |
| Dec10 |
100712 |
99.09 |
99.13 |
99.08 |
99.11 |
+0.02 |
43,088 |
409,659 |
+5,165 |
| Mar11 |
100712 |
98.99 |
99.02 |
98.97 |
99.01 |
+0.02 |
53,551 |
310,590 |
-1,299 |
| Jun11 |
100712 |
98.86 |
98.89 |
98.84 |
98.88 |
+0.02 |
82,620 |
300,493 |
+8,756 |
| Sep11 |
100712 |
98.68 |
98.72 |
98.66 |
98.71 |
+0.02 |
51,297 |
329,969 |
+1,115 |
| Dec11 |
100712 |
98.48 |
98.50 |
98.43 |
98.49 |
+0.02 |
33,547 |
253,450 |
-8,362 |
| Total Volume and Open Interest |
358,469 |
2,377,776 |
+4,237 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100712 |
98.990 |
99.060 |
98.990 |
99.045 |
+0.050 |
252,124 |
587,349 |
-1,704 |
| Dec10 |
100712 |
98.885 |
98.960 |
98.880 |
98.950 |
+0.065 |
166,680 |
483,805 |
-1,589 |
| Mar11 |
100712 |
98.805 |
98.895 |
98.805 |
98.885 |
+0.075 |
157,734 |
471,548 |
-10,196 |
| Total Volume and Open Interest |
1,220,754 |
3,190,745 |
+17,924 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100712 |
95.11 |
95.12 |
95.08 |
95.11 |
unch |
12,314 |
258,795 |
+3,220 |
| Dec10 |
100712 |
95.06 |
95.08 |
95.03 |
95.07 |
unch |
17,507 |
190,293 |
+2,962 |
| Mar11 |
100712 |
95.04 |
95.06 |
95.01 |
95.05 |
unch |
6,977 |
79,555 |
-354 |
| Jun11 |
100712 |
95.00 |
95.01 |
94.96 |
95.01 |
unch |
5,530 |
58,402 |
+1,772 |
| Sep11 |
100712 |
94.93 |
94.97 |
94.92 |
94.96 |
unch |
1,627 |
36,940 |
-545 |
| Dec11 |
100712 |
94.87 |
94.90 |
94.86 |
94.90 |
unch |
480 |
26,647 |
-96 |
| Mar12 |
100712 |
94.83 |
94.87 |
94.82 |
94.87 |
+0.02 |
1,611 |
24,014 |
-58 |
| Jun12 |
100712 |
94.81 |
94.86 |
94.81 |
94.86 |
+0.03 |
1,154 |
7,386 |
+45 |
| Sep12 |
100712 |
94.86 |
94.86 |
94.86 |
94.86 |
+0.04 |
3 |
3,433 |
+3 |
| Dec12 |
100712 |
94.84 |
94.84 |
94.84 |
94.84 |
+0.03 |
70 |
1,229 |
-30 |
| Total Volume and Open Interest |
47,293 |
687,563 |
+6,919 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100712 |
94.89 |
94.90 |
94.84 |
94.89 |
unch |
29,309 |
344,875 |
+10,876 |
| Dec10 |
100712 |
94.88 |
94.88 |
94.88 |
94.88 |
unch |
|
|
|
| Total Volume and Open Interest |
29,309 |
344,875 |
+10,876 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100712 |
95.36 |
95.38 |
95.32 |
95.38 |
+0.02 |
94,321 |
599,299 |
+10,169 |
| Dec10 |
100712 |
95.33 |
95.33 |
95.33 |
95.33 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
94,321 |
599,299 |
+10,169 |
| Gold(CMX) |
| Aug10 |
100712 |
1212.3 |
1213.5 |
1196.1 |
1198.7 |
-11.1 |
123,075 |
290,140 |
-17,160 |
| Oct10 |
100712 |
1215.1 |
1215.1 |
1198.8 |
1200.7 |
-11.1 |
1,975 |
25,201 |
+335 |
| Dec10 |
100712 |
1216.2 |
1217.5 |
1200.1 |
1202.6 |
-11.1 |
19,781 |
116,356 |
+9,515 |
| Feb11 |
100712 |
1213.0 |
1213.0 |
1204.6 |
1204.6 |
-11.1 |
200 |
21,505 |
-6 |
| Apr11 |
100712 |
1206.4 |
1206.4 |
1206.4 |
1206.4 |
-11.1 |
191 |
17,081 |
+74 |
| Jun11 |
100712 |
564.1 |
564.1 |
551.3 |
552.9 |
-11.2 |
583 |
13,583 |
+231 |
| Aug11 |
100712 |
1223.9 |
1224.1 |
1210.4 |
1210.4 |
-11.2 |
437 |
6,879 |
+383 |
| Oct11 |
100712 |
1212.8 |
1212.8 |
1212.8 |
1212.8 |
-11.2 |
140 |
7,391 |
+120 |
| Dec11 |
100712 |
1226.2 |
1226.7 |
1215.3 |
1215.3 |
-11.2 |
805 |
13,261 |
-226 |
| Feb12 |
100712 |
1218.2 |
1218.2 |
1218.2 |
1218.2 |
-11.2 |
0 |
4,078 |
+0 |
| Apr12 |
100712 |
1221.3 |
1221.3 |
1221.3 |
1221.3 |
-11.3 |
0 |
4,988 |
+0 |
| Jun12 |
100712 |
1224.7 |
1224.7 |
1224.7 |
1224.7 |
-11.4 |
1,415 |
10,295 |
+31 |
| Total Volume and Open Interest |
149,645 |
564,951 |
-6,515 |
| Silver(CMX) |
| Jul10 |
100712 |
1810.5 |
1810.5 |
1778.0 |
1789.7 |
-15.6 |
155 |
758 |
-102 |
| Sep10 |
100712 |
1811.0 |
1815.5 |
1777.5 |
1791.7 |
-15.6 |
22,154 |
64,479 |
-1,610 |
| Dec10 |
100712 |
1821.0 |
1821.0 |
1785.5 |
1797.7 |
-15.6 |
2,475 |
24,445 |
+930 |
| Mar11 |
100712 |
1812.5 |
1812.5 |
1801.8 |
1801.8 |
-15.6 |
278 |
9,981 |
+138 |
| May11 |
100712 |
1804.0 |
1804.0 |
1804.0 |
1804.0 |
-15.6 |
8 |
7,651 |
+3 |
| Jul11 |
100712 |
1806.0 |
1806.0 |
1806.0 |
1806.0 |
-15.6 |
11 |
3,811 |
+5 |
| Sep11 |
100712 |
1807.6 |
1807.6 |
1807.6 |
1807.6 |
-15.6 |
8 |
430 |
+2 |
| Total Volume and Open Interest |
25,156 |
118,547 |
-616 |
| Platinum(NYMEX) |
| Jul10 |
100712 |
1511.5 |
1511.5 |
1511.5 |
1511.5 |
-17.5 |
23 |
55 |
+5 |
| Oct10 |
100712 |
1532.0 |
1539.9 |
1512.1 |
1515.3 |
-17.9 |
2,575 |
27,026 |
-153 |
| Jan11 |
100712 |
1528.2 |
1529.5 |
1519.6 |
1519.6 |
-18.4 |
15 |
760 |
+10 |
| Apr11 |
100712 |
1522.0 |
1522.0 |
1519.6 |
1519.6 |
-18.4 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
2,616 |
27,872 |
-137 |
| Palladium(NYMEX) |
| Sep10 |
100712 |
458.50 |
461.20 |
451.70 |
454.15 |
-2.80 |
2,232 |
19,316 |
+164 |
| Dec10 |
100712 |
455.25 |
455.25 |
455.25 |
455.25 |
-2.85 |
102 |
682 |
+101 |
| Mar11 |
100712 |
455.75 |
455.75 |
455.75 |
455.75 |
-2.85 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
2,337 |
20,027 |
+264 |
| Copper(CMX) |
| Jul10 |
100712 |
300.50 |
302.05 |
297.85 |
299.95 |
-4.50 |
463 |
2,097 |
-148 |
| Sep10 |
100712 |
305.65 |
306.50 |
298.50 |
300.90 |
-4.45 |
22,756 |
77,677 |
-227 |
| Dec10 |
100712 |
305.00 |
305.25 |
301.00 |
303.15 |
-4.50 |
1,036 |
20,816 |
-10 |
| Mar11 |
100712 |
306.30 |
306.35 |
303.00 |
304.40 |
-4.70 |
99 |
9,907 |
-43 |
| May11 |
100712 |
305.05 |
309.05 |
305.05 |
305.05 |
-4.70 |
2 |
1,351 |
+0 |
| Total Volume and Open Interest |
25,004 |
128,080 |
-217 |
| DJIA Index(CBOT) |
| Sep10 |
100712 |
10121 |
10185 |
10082 |
10181 |
+49 |
822 |
6,921 |
+461 |
| Dec10 |
100712 |
10119 |
10119 |
10071 |
10119 |
+48 |
0 |
6 |
+0 |
| Mar11 |
100712 |
10065 |
10065 |
10016 |
10065 |
+49 |
|
|
|
| Jun11 |
100712 |
10007 |
10007 |
9958 |
10007 |
+49 |
|
|
|
| Total Volume and Open Interest |
822 |
6,927 |
+461 |
| S & P 500(CME) |
| Sep10 |
100712 |
1071.30 |
1077.20 |
1065.40 |
1076.60 |
+4.10 |
19,870 |
302,494 |
-1,373 |
| Dec10 |
100712 |
1070.00 |
1072.90 |
1062.90 |
1072.00 |
+4.10 |
3 |
4,592 |
+1 |
| Mar11 |
100712 |
1067.80 |
1068.70 |
1058.70 |
1067.80 |
+4.10 |
0 |
500 |
+0 |
| Jun11 |
100712 |
1064.30 |
1065.20 |
1055.20 |
1064.30 |
+4.10 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
19,873 |
307,660 |
-1,361 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100712 |
1071.50 |
1077.25 |
1065.50 |
1076.50 |
+4.00 |
2,112,208 |
2,775,844 |
-58,759 |
| Dec10 |
100712 |
1066.50 |
1072.50 |
1061.25 |
1072.00 |
+4.00 |
1,305 |
11,657 |
+35 |
| Total Volume and Open Interest |
2,113,522 |
2,787,719 |
-58,772 |
| NASDAQ 100(CME) |
| Sep10 |
100712 |
1808.00 |
1830.00 |
1801.00 |
1820.30 |
+8.80 |
2,582 |
12,962 |
+1,559 |
| Dec10 |
100712 |
1818.30 |
1820.00 |
1808.00 |
1818.30 |
+8.50 |
0 |
1 |
+0 |
| Mar11 |
100712 |
1815.80 |
1815.80 |
1815.80 |
1815.80 |
+8.50 |
|
|
|
| Total Volume and Open Interest |
2,582 |
12,963 |
+1,559 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100712 |
1810.00 |
1829.80 |
1801.30 |
1820.30 |
+8.80 |
310,109 |
318,412 |
+20,918 |
| Dec10 |
100712 |
1808.80 |
1827.50 |
1798.30 |
1818.30 |
+8.50 |
99 |
212 |
+0 |
| Total Volume and Open Interest |
310,208 |
318,626 |
+20,918 |
| S & P Midcap 400(CME) |
| Sep10 |
100712 |
734.50 |
740.00 |
729.00 |
735.90 |
+0.90 |
3 |
1,872 |
+1 |
| Dec10 |
100712 |
733.90 |
733.90 |
733.00 |
733.90 |
+0.90 |
|
|
|
| Mar11 |
100712 |
731.90 |
731.90 |
731.00 |
731.90 |
+0.90 |
|
|
|
| Total Volume and Open Interest |
3 |
1,872 |
+1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100709 |
9640 |
9640 |
9590 |
9640 |
+435 |
|
|
|
| Dec10 |
100712 |
9600 |
9640 |
9600 |
9600 |
-40 |
|
|
|
| Total Volume and Open Interest |
8,456 |
31,805 |
-359 |
| Nikkei 225(SGX) |
| Sep10 |
100712 |
9575 |
9635 |
9530 |
9530 |
-45 |
114,099 |
159,770 |
+0 |
| Dec10 |
100712 |
9570 |
9570 |
9485 |
9485 |
-40 |
174 |
2,040 |
+0 |
| Mar11 |
100712 |
9480 |
9480 |
9480 |
9480 |
-40 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
120,647 |
161,662 |
-17,331 |
| CAC 40(EURONEXT) |
| Jul10 |
100712 |
3564.0 |
3594.0 |
3544.0 |
3568.5 |
+15.5 |
133,970 |
413,869 |
-15,779 |
| Aug10 |
100712 |
3564.5 |
3594.5 |
3546.0 |
3569.0 |
+15.0 |
320 |
7,734 |
+244 |
| Sep10 |
100712 |
3555.5 |
3588.0 |
3545.0 |
3565.0 |
+16.5 |
539 |
37,353 |
+147 |
| Total Volume and Open Interest |
134,833 |
460,206 |
-15,386 |
| Hang Seng Index(HKFE) |
| Jul10 |
100712 |
20450 |
20550 |
20350 |
20526 |
+127 |
66,775 |
72,104 |
+3,229 |
| Aug10 |
100712 |
20450 |
20510 |
20329 |
20500 |
+140 |
605 |
772 |
+172 |
| Sep10 |
100712 |
20306 |
20420 |
20241 |
20418 |
+158 |
259 |
3,338 |
-49 |
| Total Volume and Open Interest |
67,838 |
77,042 |
+3,404 |
| DAX(EUREX) |
| Sep10 |
100712 |
6079.0 |
6126.5 |
6066.0 |
6073.5 |
+4.0 |
119,124 |
148,390 |
+2,140 |
| Dec10 |
100712 |
6095.0 |
6130.5 |
6079.0 |
6083.0 |
+4.0 |
713 |
10,058 |
-438 |
| Mar11 |
100712 |
6100.0 |
6141.0 |
6096.0 |
6096.0 |
+4.0 |
522 |
1,199 |
+511 |
| Total Volume and Open Interest |
120,359 |
159,647 |
+2,213 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100712 |
5110.00 |
5164.00 |
5095.50 |
5124.00 |
+14.00 |
104,728 |
641,199 |
+290 |
| Dec10 |
100712 |
5087.50 |
5139.50 |
5079.50 |
5101.50 |
+13.00 |
183 |
6,876 |
+19 |
| Mar11 |
100712 |
5062.00 |
5062.00 |
5062.00 |
5062.00 |
+13.00 |
56 |
1,004 |
-46 |
| Total Volume and Open Interest |
104,974 |
649,264 |
+258 |
| SPI 200(SFE) |
| Sep10 |
100712 |
4378.0 |
4404.0 |
4357.0 |
4386.0 |
+2.0 |
27,678 |
230,627 |
-5,411 |
| Dec10 |
100712 |
4404.0 |
4404.0 |
4404.0 |
4404.0 |
+2.0 |
7 |
3,335 |
+0 |
| Mar11 |
100712 |
4392.0 |
4392.0 |
4392.0 |
4392.0 |
+3.0 |
7 |
1,162 |
+1 |
| Total Volume and Open Interest |
27,765 |
236,058 |
-5,450 |
| GSCI(CME) |
| Jul10 |
100712 |
500.00 |
500.20 |
492.50 |
493.50 |
-5.00 |
3,243 |
13,474 |
-2,167 |
| Aug10 |
100712 |
501.80 |
502.25 |
494.50 |
495.30 |
-5.15 |
3,091 |
3,323 |
+2,877 |
| Sep10 |
100712 |
504.80 |
505.20 |
497.50 |
498.30 |
-6.20 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
6,336 |
16,797 |
+710 |
| 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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