|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue July 13, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100713 |
1034.00 |
1041.00 |
1026.50 |
1030.50 |
-1.25 |
2,387 |
1,726 |
-1,070 |
| Aug10 |
100713 |
995.75 |
1004.75 |
993.00 |
995.00 |
-2.75 |
31,106 |
65,636 |
-670 |
| Sep10 |
100713 |
966.00 |
974.75 |
960.75 |
967.00 |
+0.50 |
6,297 |
18,497 |
+726 |
| Nov10 |
100713 |
948.50 |
962.50 |
946.50 |
954.50 |
+3.50 |
76,629 |
268,702 |
-2,234 |
| Jan11 |
100713 |
958.75 |
970.50 |
956.00 |
963.50 |
+3.50 |
7,268 |
37,460 |
+2,364 |
| Mar11 |
100713 |
963.25 |
973.75 |
960.75 |
967.00 |
+3.75 |
4,734 |
12,906 |
+1,905 |
| May11 |
100713 |
964.00 |
975.00 |
960.25 |
967.50 |
+4.25 |
3,519 |
12,907 |
+1,385 |
| Total Volume and Open Interest |
139,166 |
452,667 |
+3,474 |
| Soybean Meal(CBOT) |
| Jul10 |
100713 |
315.40 |
317.90 |
311.00 |
312.90 |
-1.90 |
1,675 |
2,507 |
-1,002 |
| Aug10 |
100713 |
300.60 |
302.70 |
295.00 |
297.00 |
-3.80 |
17,468 |
40,550 |
+659 |
| Sep10 |
100713 |
287.00 |
289.70 |
284.70 |
285.80 |
-1.90 |
5,658 |
24,873 |
-151 |
| Oct10 |
100713 |
277.60 |
280.00 |
276.70 |
277.50 |
-0.90 |
3,859 |
14,459 |
+1,428 |
| Dec10 |
100713 |
276.70 |
279.50 |
275.50 |
276.90 |
-0.60 |
24,727 |
93,725 |
+912 |
| Jan11 |
100713 |
277.50 |
278.50 |
275.00 |
276.40 |
-0.40 |
368 |
7,005 |
+46 |
| Mar11 |
100713 |
277.40 |
280.00 |
275.50 |
276.60 |
-0.30 |
408 |
6,474 |
+55 |
| May11 |
100713 |
276.50 |
278.00 |
275.70 |
275.70 |
-0.30 |
719 |
5,235 |
-13 |
| Total Volume and Open Interest |
55,991 |
202,172 |
+1,909 |
| Soybean Oil(CBOT) |
| Jul10 |
100713 |
37.55 |
38.15 |
37.55 |
37.92 |
+0.42 |
2,304 |
1,338 |
-889 |
| Aug10 |
100713 |
37.56 |
38.33 |
37.36 |
38.02 |
+0.41 |
23,515 |
68,051 |
-4,900 |
| Sep10 |
100713 |
37.81 |
38.50 |
37.53 |
38.18 |
+0.42 |
9,422 |
34,064 |
+2,453 |
| Oct10 |
100713 |
38.00 |
38.69 |
37.75 |
38.39 |
+0.43 |
4,701 |
15,043 |
+391 |
| Dec10 |
100713 |
38.36 |
39.13 |
38.11 |
38.81 |
+0.45 |
39,825 |
144,402 |
-1,096 |
| Jan11 |
100713 |
38.62 |
39.36 |
38.45 |
39.12 |
+0.46 |
1,879 |
10,013 |
+731 |
| Mar11 |
100713 |
38.90 |
39.60 |
38.85 |
39.40 |
+0.44 |
446 |
6,067 |
+137 |
| May11 |
100713 |
39.10 |
39.79 |
39.10 |
39.67 |
+0.43 |
353 |
3,855 |
+66 |
| Total Volume and Open Interest |
83,998 |
289,690 |
-2,568 |
| Canola(WCE) |
| Jul10 |
100713 |
438.9 |
438.9 |
438.9 |
438.9 |
+3.2 |
42 |
11 |
-42 |
| Nov10 |
100713 |
435.9 |
439.9 |
435.6 |
438.9 |
+3.0 |
9,023 |
131,714 |
-599 |
| Jan11 |
100713 |
436.0 |
440.0 |
436.0 |
439.8 |
+3.1 |
1,625 |
10,133 |
-1,173 |
| Mar11 |
100713 |
438.4 |
438.5 |
436.2 |
438.2 |
+3.0 |
1,254 |
5,426 |
-259 |
| May11 |
100713 |
435.3 |
439.5 |
435.3 |
439.3 |
+3.6 |
147 |
1,707 |
+82 |
| Total Volume and Open Interest |
12,217 |
152,816 |
-1,994 |
| Corn(CBOT) |
| Jul10 |
100713 |
369.50 |
374.25 |
366.00 |
366.75 |
-4.50 |
7,015 |
4,675 |
-928 |
| Sep10 |
100713 |
377.75 |
383.25 |
374.25 |
375.25 |
-4.50 |
71,392 |
388,119 |
-614 |
| Dec10 |
100713 |
389.00 |
395.00 |
386.00 |
387.00 |
-4.75 |
104,215 |
489,421 |
+7,227 |
| Mar11 |
100713 |
401.50 |
407.00 |
398.00 |
399.25 |
-4.25 |
11,785 |
81,921 |
+1,248 |
| May11 |
100713 |
409.50 |
414.50 |
407.00 |
407.50 |
-3.75 |
3,759 |
16,027 |
+71 |
| Jul11 |
100713 |
414.75 |
421.50 |
413.50 |
414.25 |
-3.75 |
4,008 |
50,147 |
-278 |
| Total Volume and Open Interest |
209,047 |
1,121,857 |
+8,167 |
| Wheat(CBOT) |
| Jul10 |
100713 |
520.00 |
536.75 |
520.00 |
535.75 |
+14.50 |
2,714 |
2,132 |
-844 |
| Sep10 |
100713 |
534.00 |
551.75 |
530.75 |
549.25 |
+13.50 |
52,331 |
203,955 |
-3,178 |
| Dec10 |
100713 |
562.00 |
580.50 |
559.50 |
578.25 |
+14.00 |
25,344 |
119,913 |
+1,240 |
| Mar11 |
100713 |
588.00 |
603.25 |
584.25 |
602.00 |
+13.25 |
4,251 |
34,924 |
+191 |
| May11 |
100713 |
598.50 |
617.50 |
598.50 |
617.25 |
+14.75 |
1,398 |
17,517 |
+357 |
| Total Volume and Open Interest |
92,689 |
463,573 |
-758 |
| Wheat(KCBT) |
| Jul10 |
100713 |
548.00 |
562.25 |
547.00 |
562.25 |
+12.25 |
133 |
316 |
-34 |
| Sep10 |
100713 |
551.50 |
568.00 |
550.00 |
566.75 |
+12.25 |
15,968 |
61,798 |
-846 |
| Dec10 |
100713 |
570.25 |
585.75 |
567.75 |
584.00 |
+12.00 |
6,819 |
52,148 |
+519 |
| Mar11 |
100713 |
587.00 |
602.00 |
584.75 |
601.00 |
+12.00 |
1,662 |
20,782 |
+343 |
| May11 |
100713 |
597.25 |
611.50 |
596.50 |
610.75 |
+11.25 |
383 |
5,720 |
+3 |
| Total Volume and Open Interest |
26,882 |
175,930 |
-132 |
| Wheat(MGE) |
| Jul10 |
100713 |
564.75 |
567.50 |
564.75 |
567.50 |
+8.75 |
22 |
28 |
-6 |
| Sep10 |
100713 |
564.25 |
581.00 |
563.75 |
578.50 |
+11.50 |
3,684 |
17,869 |
+68 |
| Dec10 |
100713 |
581.50 |
596.50 |
579.75 |
594.50 |
+11.50 |
1,220 |
15,695 |
-109 |
| Mar11 |
100713 |
596.25 |
613.00 |
596.25 |
611.00 |
+12.00 |
527 |
5,789 |
-96 |
| May11 |
100713 |
609.50 |
621.75 |
607.00 |
621.00 |
+13.25 |
91 |
1,690 |
-6 |
| Total Volume and Open Interest |
5,902 |
50,229 |
-39 |
| Oats(CBOT) |
| Jul10 |
100713 |
247.00 |
253.25 |
244.00 |
246.50 |
-0.50 |
380 |
383 |
-386 |
| Sep10 |
100713 |
254.00 |
259.50 |
251.00 |
253.00 |
-1.00 |
579 |
3,773 |
+84 |
| Dec10 |
100713 |
258.00 |
265.75 |
256.75 |
259.00 |
-1.25 |
760 |
5,930 |
+87 |
| Mar11 |
100713 |
265.00 |
266.25 |
265.00 |
265.00 |
-1.25 |
8 |
193 |
-4 |
| Total Volume and Open Interest |
1,727 |
10,281 |
-219 |
| Rough Rice(CBOT) |
| Jul10 |
100713 |
9.60 |
9.74 |
9.60 |
9.67 |
+0.06 |
0 |
29 |
-25 |
| Sep10 |
100713 |
9.81 |
9.98 |
9.72 |
9.86 |
+0.06 |
651 |
8,875 |
+22 |
| Nov10 |
100713 |
10.03 |
10.24 |
9.98 |
10.13 |
+0.07 |
529 |
2,759 |
+150 |
| Jan11 |
100713 |
10.32 |
10.50 |
10.32 |
10.40 |
+0.07 |
109 |
559 |
+29 |
| Total Volume and Open Interest |
1,722 |
14,122 |
+260 |
| Live Cattle(CME) |
| Aug10 |
100713 |
90.150 |
91.050 |
90.080 |
90.950 |
+0.870 |
27,883 |
92,059 |
-13,203 |
| Oct10 |
100713 |
91.535 |
92.400 |
91.400 |
92.285 |
+0.885 |
25,532 |
116,453 |
+4,488 |
| Dec10 |
100713 |
93.900 |
94.700 |
93.850 |
94.600 |
+0.670 |
7,970 |
57,991 |
+3,094 |
| Feb11 |
100713 |
95.350 |
96.050 |
95.285 |
96.000 |
+0.520 |
1,300 |
26,426 |
+350 |
| Apr11 |
100713 |
97.500 |
97.800 |
97.430 |
97.650 |
+0.220 |
545 |
13,727 |
+212 |
| Jun11 |
100713 |
94.100 |
94.230 |
93.950 |
94.200 |
+0.200 |
317 |
5,284 |
+182 |
| Total Volume and Open Interest |
63,716 |
314,740 |
-4,756 |
| Feeder Cattle(CME) |
| Aug10 |
100713 |
112.650 |
113.900 |
112.550 |
113.635 |
+0.955 |
3,895 |
18,921 |
-609 |
| Sep10 |
100713 |
112.800 |
114.000 |
112.750 |
113.885 |
+1.035 |
2,362 |
9,521 |
+912 |
| Oct10 |
100713 |
112.600 |
113.950 |
112.600 |
113.830 |
+1.030 |
1,044 |
6,388 |
+338 |
| Nov10 |
100713 |
112.400 |
113.650 |
112.400 |
113.635 |
+1.035 |
214 |
2,220 |
-35 |
| Jan11 |
100713 |
110.500 |
111.750 |
110.500 |
111.730 |
+1.080 |
23 |
802 |
+1 |
| Mar11 |
100713 |
110.000 |
110.950 |
110.000 |
110.950 |
+0.750 |
5 |
238 |
+1 |
| Apr11 |
100713 |
110.550 |
110.650 |
110.000 |
110.000 |
unch |
0 |
19 |
+0 |
| Total Volume and Open Interest |
7,543 |
38,122 |
+608 |
| Lean Hogs(CME) |
| Jul10 |
100713 |
78.285 |
78.400 |
77.830 |
78.035 |
-0.100 |
5,069 |
7,865 |
-1,600 |
| Aug10 |
100713 |
79.535 |
80.000 |
79.100 |
79.350 |
-0.100 |
21,426 |
52,802 |
-6,262 |
| Oct10 |
100713 |
74.450 |
74.600 |
74.000 |
74.225 |
-0.160 |
13,939 |
58,345 |
+2,579 |
| Dec10 |
100713 |
72.500 |
72.750 |
72.100 |
72.450 |
-0.025 |
5,982 |
37,117 |
+1,933 |
| Feb11 |
100713 |
74.475 |
74.500 |
74.000 |
74.400 |
-0.150 |
1,499 |
13,422 |
+281 |
| Apr11 |
100713 |
75.550 |
75.650 |
75.150 |
75.430 |
-0.205 |
1,339 |
11,877 |
+226 |
| May11 |
100713 |
78.700 |
78.700 |
78.250 |
78.600 |
-0.050 |
2 |
367 |
+2 |
| Jun11 |
100713 |
81.800 |
82.000 |
81.400 |
81.680 |
-0.370 |
478 |
5,001 |
+240 |
| Total Volume and Open Interest |
49,834 |
188,239 |
-2,578 |
| Pork Bellies(CME) |
| Jul10 |
100713 |
101.300 |
102.200 |
101.300 |
102.200 |
+0.500 |
5 |
29 |
+0 |
| Aug10 |
100713 |
97.000 |
97.000 |
97.000 |
97.000 |
+0.500 |
2 |
26 |
-1 |
| Feb11 |
100713 |
100.000 |
100.000 |
100.000 |
100.000 |
unch |
0 |
5 |
+0 |
| Mar11 |
100713 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
1 |
+0 |
| May11 |
100713 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
7 |
61 |
-1 |
| Class III Milk(CME) |
| Jul10 |
100713 |
13.75 |
13.78 |
13.65 |
13.73 |
-0.04 |
183 |
4,211 |
-35 |
| Aug10 |
100713 |
14.75 |
14.84 |
14.72 |
14.74 |
-0.04 |
233 |
4,938 |
+46 |
| Sep10 |
100713 |
15.02 |
15.05 |
14.95 |
15.00 |
unch |
105 |
4,308 |
+28 |
| Oct10 |
100713 |
14.85 |
14.90 |
14.83 |
14.89 |
-0.01 |
88 |
3,659 |
+15 |
| Nov10 |
100713 |
14.70 |
14.75 |
14.70 |
14.75 |
unch |
59 |
3,596 |
+30 |
| Total Volume and Open Interest |
1,049 |
26,578 |
+302 |
| Cocoa(ICE) |
| Jul10 |
100713 |
3004 |
3026 |
3004 |
3026 |
+64 |
13 |
27 |
-116 |
| Sep10 |
100713 |
2986 |
3052 |
2986 |
3045 |
+56 |
5,140 |
60,994 |
-552 |
| Dec10 |
100713 |
3023 |
3075 |
3021 |
3070 |
+55 |
1,973 |
24,295 |
-21 |
| Mar11 |
100713 |
3050 |
3094 |
3050 |
3092 |
+55 |
202 |
17,655 |
+66 |
| May11 |
100713 |
3063 |
3103 |
3062 |
3103 |
+56 |
71 |
8,165 |
+8 |
| Jul11 |
100713 |
3100 |
3110 |
3100 |
3110 |
+57 |
61 |
4,017 |
-4 |
| Sep11 |
100713 |
3109 |
3117 |
3107 |
3117 |
+57 |
19 |
1,479 |
+1 |
| Total Volume and Open Interest |
7,500 |
122,197 |
-598 |
| Coffee "C"(ICE) |
| Jul10 |
100713 |
164.50 |
164.50 |
163.25 |
163.25 |
+2.10 |
15 |
92 |
+9 |
| Sep10 |
100713 |
162.50 |
167.00 |
162.10 |
165.65 |
+2.10 |
11,136 |
91,901 |
-440 |
| Dec10 |
100713 |
162.45 |
166.95 |
162.45 |
165.95 |
+2.05 |
4,089 |
46,951 |
+755 |
| Mar11 |
100713 |
162.20 |
166.05 |
162.20 |
165.70 |
+1.95 |
537 |
18,753 |
+323 |
| May11 |
100713 |
162.50 |
165.50 |
162.50 |
165.15 |
+2.00 |
26 |
6,228 |
+21 |
| Jul11 |
100713 |
162.65 |
165.15 |
162.65 |
164.85 |
+1.95 |
20 |
2,971 |
+15 |
| Total Volume and Open Interest |
15,854 |
168,441 |
+700 |
| Orange Juice(ICE) |
| Sep10 |
100713 |
138.00 |
142.20 |
138.00 |
141.65 |
+2.55 |
1,345 |
19,925 |
-653 |
| Nov10 |
100713 |
139.95 |
143.75 |
139.95 |
143.20 |
+2.95 |
130 |
4,123 |
+46 |
| Jan11 |
100713 |
141.15 |
144.35 |
141.15 |
144.30 |
+2.90 |
7 |
1,641 |
+2 |
| Mar11 |
100713 |
143.30 |
145.20 |
143.30 |
145.15 |
+2.65 |
0 |
210 |
+0 |
| May11 |
100713 |
145.65 |
145.65 |
145.65 |
145.65 |
+2.80 |
0 |
154 |
+0 |
| Jul11 |
100713 |
147.25 |
147.25 |
147.25 |
147.25 |
+2.80 |
0 |
199 |
+0 |
| Total Volume and Open Interest |
1,512 |
26,610 |
-580 |
| Sugar #11(ICE) |
| Oct10 |
100713 |
17.05 |
17.26 |
16.80 |
17.17 |
+0.07 |
51,584 |
261,469 |
+431 |
| Mar11 |
100713 |
17.49 |
17.70 |
17.30 |
17.68 |
+0.13 |
20,024 |
138,824 |
+2,380 |
| May11 |
100713 |
16.90 |
17.19 |
16.82 |
17.16 |
+0.20 |
7,124 |
27,685 |
+1,167 |
| Jul11 |
100713 |
16.54 |
16.78 |
16.51 |
16.76 |
+0.23 |
4,082 |
62,818 |
-597 |
| Oct11 |
100713 |
16.40 |
16.60 |
16.20 |
16.58 |
+0.24 |
2,480 |
29,019 |
+693 |
| Total Volume and Open Interest |
87,753 |
579,227 |
+4,313 |
| London Cocoa(LCE) |
| Jul10 |
100713 |
2625 |
2650 |
2520 |
2601 |
-20 |
1,299 |
38,733 |
-269 |
| Sep10 |
100713 |
2390 |
2410 |
2379 |
2397 |
+11 |
8,600 |
68,148 |
-663 |
| Dec10 |
100713 |
2225 |
2230 |
2215 |
2229 |
+10 |
2,235 |
36,746 |
-252 |
| Mar11 |
100713 |
2182 |
2192 |
2182 |
2191 |
+8 |
751 |
30,489 |
+58 |
| May11 |
100713 |
2183 |
2190 |
2174 |
2188 |
+11 |
90 |
10,163 |
+24 |
| Jul11 |
100713 |
2184 |
2188 |
2183 |
2188 |
+12 |
199 |
1,908 |
+155 |
| Sep11 |
100713 |
2185 |
2185 |
2181 |
2181 |
+5 |
10 |
2,480 |
+10 |
| Total Volume and Open Interest |
13,207 |
194,488 |
-937 |
| London Sugar(LCE) |
| Oct10 |
100713 |
521.70 |
528.10 |
515.50 |
520.50 |
+1.90 |
10,883 |
36,951 |
+3,124 |
| Dec10 |
100713 |
487.10 |
491.00 |
480.50 |
485.10 |
+5.50 |
902 |
10,501 |
+247 |
| Mar11 |
100713 |
482.50 |
489.60 |
482.00 |
485.80 |
+6.80 |
1,031 |
8,403 |
+699 |
| May11 |
100713 |
468.90 |
476.40 |
468.00 |
474.20 |
+9.20 |
195 |
3,178 |
-70 |
| Aug11 |
100713 |
457.20 |
460.80 |
455.50 |
459.00 |
+9.30 |
56 |
2,172 |
+27 |
| Total Volume and Open Interest |
16,934 |
67,732 |
+1,982 |
| Cotton(ICE) |
| Oct10 |
100713 |
77.15 |
78.54 |
76.83 |
78.14 |
+0.98 |
60 |
1,342 |
+4 |
| Dec10 |
100713 |
73.70 |
74.80 |
73.30 |
74.65 |
+0.86 |
9,128 |
118,931 |
-2,497 |
| Mar11 |
100713 |
75.00 |
75.79 |
74.51 |
75.65 |
+0.71 |
1,096 |
25,759 |
+162 |
| May11 |
100713 |
76.15 |
76.15 |
76.15 |
76.15 |
+0.73 |
159 |
1,207 |
+106 |
| Jul11 |
100713 |
76.00 |
76.50 |
76.00 |
76.45 |
+0.71 |
31 |
6,770 |
+2 |
| Oct11 |
100713 |
74.55 |
74.55 |
74.55 |
74.55 |
+0.81 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
10,478 |
155,869 |
-2,223 |
| Lumber(CME) |
| Jul10 |
100713 |
200.0 |
206.0 |
200.0 |
205.6 |
+7.4 |
218 |
677 |
-118 |
| Sep10 |
100713 |
210.7 |
216.7 |
209.3 |
215.7 |
+8.5 |
333 |
5,512 |
+17 |
| Nov10 |
100713 |
215.0 |
220.0 |
215.0 |
219.0 |
+6.8 |
150 |
2,219 |
+46 |
| Jan11 |
100713 |
231.0 |
239.0 |
231.0 |
239.0 |
+7.5 |
7 |
137 |
+0 |
| Total Volume and Open Interest |
708 |
8,558 |
-55 |
| Crude Oil(NYM) |
| Aug10 |
100713 |
75.06 |
77.37 |
74.25 |
77.15 |
+2.20 |
269,887 |
233,075 |
-24,048 |
| Sep10 |
100713 |
75.50 |
77.80 |
74.70 |
77.59 |
+2.15 |
122,120 |
228,281 |
+23,636 |
| Oct10 |
100713 |
76.01 |
78.18 |
75.12 |
77.98 |
+2.11 |
34,367 |
72,235 |
+3,212 |
| Nov10 |
100713 |
76.62 |
78.69 |
75.73 |
78.53 |
+2.11 |
15,904 |
47,390 |
+1,710 |
| Dec10 |
100713 |
76.96 |
79.25 |
76.20 |
79.11 |
+2.12 |
30,499 |
196,682 |
-2,598 |
| Jan11 |
100713 |
77.66 |
79.67 |
77.11 |
79.61 |
+2.13 |
5,605 |
41,086 |
+1,332 |
| Feb11 |
100713 |
78.13 |
80.02 |
78.13 |
80.02 |
+2.13 |
1,595 |
16,323 |
+117 |
| Mar11 |
100713 |
80.00 |
80.47 |
79.75 |
80.40 |
+2.13 |
2,097 |
22,928 |
+325 |
| Apr11 |
100713 |
77.99 |
80.77 |
77.99 |
80.77 |
+2.13 |
1,310 |
11,523 |
+444 |
| May11 |
100713 |
78.30 |
81.12 |
78.26 |
81.12 |
+2.14 |
1,056 |
7,826 |
+93 |
| Jun11 |
100713 |
79.12 |
81.50 |
79.12 |
81.45 |
+2.15 |
4,719 |
45,764 |
-230 |
| Jul11 |
100713 |
81.20 |
81.80 |
81.20 |
81.76 |
+2.15 |
2,479 |
24,266 |
+97 |
| Aug11 |
100713 |
81.69 |
81.93 |
81.69 |
81.93 |
+2.14 |
746 |
7,410 |
+80 |
| Sep11 |
100713 |
82.05 |
82.05 |
82.03 |
82.05 |
+2.12 |
434 |
7,518 |
+133 |
| Oct11 |
100713 |
82.17 |
82.17 |
82.15 |
82.17 |
+2.11 |
139 |
5,225 |
+16 |
| Nov11 |
100713 |
82.28 |
82.28 |
82.27 |
82.28 |
+2.09 |
1,886 |
11,010 |
+844 |
| Total Volume and Open Interest |
515,760 |
1,280,700 |
+5,277 |
| 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 |
100713 |
75.525 |
77.775 |
74.700 |
77.600 |
+2.150 |
543 |
1,204 |
+0 |
| Oct10 |
100713 |
76.000 |
78.125 |
75.900 |
77.975 |
+2.100 |
33 |
185 |
+2 |
| Nov10 |
100713 |
76.000 |
78.525 |
76.000 |
78.525 |
+2.100 |
2 |
119 |
+1 |
| Dec10 |
100713 |
76.975 |
79.200 |
76.350 |
79.100 |
+2.100 |
9 |
116 |
-9 |
| Jan11 |
100713 |
79.250 |
79.600 |
79.250 |
79.600 |
+2.125 |
0 |
1 |
+0 |
| Feb11 |
100713 |
78.150 |
80.025 |
78.150 |
80.025 |
+2.125 |
0 |
1 |
+0 |
| Mar11 |
100713 |
80.400 |
80.400 |
80.400 |
80.400 |
+2.125 |
|
|
|
| Apr11 |
100713 |
80.775 |
80.775 |
80.750 |
80.775 |
+2.125 |
|
|
|
| Total Volume and Open Interest |
8,327 |
3,960 |
-199 |
| Heating Oil(NYM) |
| Aug10 |
100713 |
199.45 |
205.98 |
197.59 |
204.74 |
+5.61 |
43,750 |
74,017 |
-4,231 |
| Sep10 |
100713 |
202.40 |
208.23 |
200.10 |
207.10 |
+5.54 |
17,659 |
52,862 |
+1,878 |
| Oct10 |
100713 |
202.81 |
210.50 |
202.81 |
209.48 |
+5.51 |
8,262 |
30,358 |
+577 |
| Nov10 |
100713 |
205.25 |
212.21 |
205.25 |
212.21 |
+5.46 |
2,215 |
21,880 |
+197 |
| Dec10 |
100713 |
210.36 |
215.70 |
208.00 |
214.94 |
+5.43 |
5,930 |
35,688 |
+287 |
| Jan11 |
100713 |
210.60 |
218.01 |
210.60 |
217.59 |
+5.43 |
2,550 |
24,353 |
+100 |
| Feb11 |
100713 |
219.83 |
219.83 |
218.88 |
219.45 |
+5.42 |
1,032 |
10,987 |
+389 |
| Mar11 |
100713 |
219.01 |
220.11 |
218.97 |
220.11 |
+5.40 |
493 |
9,562 |
+154 |
| Apr11 |
100713 |
219.67 |
219.67 |
219.67 |
219.67 |
+5.36 |
241 |
5,882 |
+84 |
| May11 |
100713 |
218.82 |
219.27 |
218.68 |
219.27 |
+5.36 |
158 |
5,565 |
+23 |
| Jun11 |
100713 |
219.24 |
219.39 |
218.43 |
219.27 |
+5.31 |
1,175 |
18,937 |
+38 |
| Jul11 |
100713 |
220.37 |
220.37 |
220.37 |
220.37 |
+5.26 |
125 |
2,054 |
-8 |
| Total Volume and Open Interest |
84,272 |
311,160 |
-430 |
| Gasoline(NYMEX) |
| Aug10 |
100713 |
203.16 |
209.17 |
201.38 |
208.21 |
+5.41 |
37,120 |
72,795 |
-5,570 |
| Sep10 |
100713 |
202.74 |
208.65 |
201.06 |
207.84 |
+5.44 |
14,451 |
61,571 |
+870 |
| Oct10 |
100713 |
191.34 |
198.00 |
190.66 |
197.18 |
+5.44 |
4,180 |
26,945 |
-110 |
| Nov10 |
100713 |
194.84 |
196.71 |
194.56 |
196.16 |
+5.40 |
1,835 |
23,923 |
+59 |
| Dec10 |
100713 |
192.39 |
197.09 |
190.40 |
196.63 |
+5.35 |
2,832 |
13,571 |
-620 |
| Jan11 |
100713 |
195.00 |
198.94 |
195.00 |
198.43 |
+5.29 |
498 |
7,083 |
+183 |
| Feb11 |
100713 |
197.10 |
200.65 |
197.10 |
200.52 |
+5.29 |
93 |
2,056 |
+13 |
| Mar11 |
100713 |
199.30 |
202.61 |
199.30 |
202.61 |
+5.29 |
535 |
2,652 |
+378 |
| Apr11 |
100713 |
213.50 |
214.61 |
213.50 |
214.61 |
+5.29 |
108 |
3,894 |
+9 |
| May11 |
100713 |
215.59 |
215.59 |
215.59 |
215.59 |
+5.29 |
39 |
3,467 |
+16 |
| Total Volume and Open Interest |
61,901 |
228,739 |
-4,751 |
| e-miNY RBOB Gasoline(NYM) |
| Aug10 |
100713 |
208.20 |
208.21 |
208.20 |
208.20 |
+5.40 |
1 |
1 |
-1 |
| Sep10 |
100713 |
207.80 |
207.84 |
207.80 |
207.80 |
+5.40 |
0 |
1 |
+0 |
| Oct10 |
100713 |
197.20 |
197.20 |
197.18 |
197.20 |
+5.50 |
0 |
1 |
+0 |
| Nov10 |
100713 |
196.20 |
196.20 |
196.16 |
196.20 |
+5.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1 |
9 |
-1 |
| Natural Gas(NYM) |
| Aug10 |
100713 |
4.419 |
4.487 |
4.334 |
4.354 |
-0.034 |
72,604 |
126,079 |
-4,639 |
| Sep10 |
100713 |
4.401 |
4.497 |
4.342 |
4.364 |
-0.037 |
36,269 |
142,071 |
-83 |
| Oct10 |
100713 |
4.496 |
4.568 |
4.407 |
4.429 |
-0.050 |
31,637 |
89,804 |
+2,783 |
| Nov10 |
100713 |
4.806 |
4.864 |
4.713 |
4.726 |
-0.092 |
19,416 |
56,193 |
+3,231 |
| Dec10 |
100713 |
5.176 |
5.179 |
5.050 |
5.059 |
-0.098 |
9,362 |
39,084 |
+396 |
| Jan11 |
100713 |
5.329 |
5.348 |
5.227 |
5.246 |
-0.088 |
13,799 |
59,226 |
+1,963 |
| Feb11 |
100713 |
5.296 |
5.323 |
5.210 |
5.221 |
-0.086 |
2,017 |
17,515 |
-240 |
| Mar11 |
100713 |
5.238 |
5.238 |
5.134 |
5.134 |
-0.083 |
3,292 |
53,393 |
+24 |
| Apr11 |
100713 |
5.038 |
5.060 |
4.964 |
4.969 |
-0.076 |
2,109 |
42,287 |
+299 |
| May11 |
100713 |
5.055 |
5.080 |
4.991 |
4.991 |
-0.074 |
427 |
20,090 |
+9 |
| Jun11 |
100713 |
5.100 |
5.128 |
5.042 |
5.042 |
-0.074 |
741 |
8,081 |
-42 |
| Jul11 |
100713 |
5.171 |
5.191 |
5.107 |
5.107 |
-0.074 |
292 |
6,708 |
+139 |
| Aug11 |
100713 |
5.226 |
5.226 |
5.152 |
5.152 |
-0.073 |
213 |
5,395 |
+62 |
| Sep11 |
100713 |
5.255 |
5.255 |
5.180 |
5.180 |
-0.073 |
214 |
5,522 |
+78 |
| Oct11 |
100713 |
5.334 |
5.345 |
5.266 |
5.266 |
-0.073 |
488 |
18,973 |
+44 |
| Nov11 |
100713 |
5.551 |
5.551 |
5.503 |
5.503 |
-0.076 |
79 |
5,205 |
-32 |
| Total Volume and Open Interest |
194,300 |
798,149 |
+4,098 |
| Brent Crude Oil(ICE) |
| Aug10 |
100713 |
74.49 |
76.98 |
73.67 |
76.65 |
+2.28 |
114,842 |
82,032 |
-24,676 |
| Sep10 |
100713 |
74.60 |
76.99 |
73.73 |
76.73 |
+2.25 |
121,945 |
194,757 |
+19,235 |
| Oct10 |
100713 |
75.05 |
77.28 |
74.09 |
77.04 |
+2.22 |
56,689 |
87,106 |
+5,467 |
| Nov10 |
100713 |
75.50 |
77.72 |
74.59 |
77.53 |
+2.20 |
21,737 |
33,483 |
+1,733 |
| Dec10 |
100713 |
75.93 |
78.28 |
75.16 |
78.09 |
+2.18 |
24,925 |
109,027 |
+1,021 |
| Jan11 |
100713 |
75.89 |
78.67 |
75.87 |
78.62 |
+2.15 |
3,118 |
25,758 |
+352 |
| Feb11 |
100713 |
76.39 |
79.23 |
76.39 |
79.11 |
+2.13 |
2,511 |
16,661 |
+92 |
| Mar11 |
100713 |
76.86 |
79.70 |
76.86 |
79.58 |
+2.13 |
2,135 |
12,896 |
-93 |
| Apr11 |
100713 |
78.40 |
80.05 |
78.40 |
80.02 |
+2.12 |
1,133 |
9,325 |
+195 |
| May11 |
100713 |
80.41 |
80.41 |
80.41 |
80.41 |
+2.11 |
783 |
15,553 |
+243 |
| Jun11 |
100713 |
78.08 |
80.92 |
78.06 |
80.77 |
+2.10 |
2,827 |
25,356 |
+575 |
| Jul11 |
100713 |
81.13 |
81.13 |
81.13 |
81.13 |
+2.12 |
502 |
7,632 |
+122 |
| Aug11 |
100713 |
81.41 |
81.41 |
81.41 |
81.41 |
+2.13 |
325 |
3,928 |
+82 |
| Sep11 |
100713 |
81.62 |
81.62 |
81.62 |
81.62 |
+2.12 |
347 |
4,566 |
+104 |
| Total Volume and Open Interest |
363,189 |
746,650 |
+5,495 |
| Gas Oil(ICE) |
| Aug10 |
100713 |
637.00 |
657.25 |
631.25 |
653.25 |
+17.00 |
67,943 |
146,457 |
+13,480 |
| Sep10 |
100713 |
640.75 |
661.25 |
636.25 |
657.50 |
+16.75 |
24,140 |
82,675 |
+8,201 |
| Oct10 |
100713 |
641.50 |
665.25 |
641.25 |
661.50 |
+16.25 |
7,518 |
35,023 |
+1,237 |
| Nov10 |
100713 |
647.50 |
667.00 |
646.00 |
665.25 |
+16.00 |
3,413 |
35,280 |
+572 |
| Dec10 |
100713 |
649.75 |
672.25 |
648.50 |
669.00 |
+16.00 |
12,234 |
96,694 |
-1,493 |
| Jan11 |
100713 |
653.00 |
674.00 |
653.00 |
673.50 |
+15.75 |
2,872 |
33,021 |
+1,350 |
| Feb11 |
100713 |
676.50 |
678.25 |
676.50 |
677.50 |
+15.50 |
530 |
19,684 |
+174 |
| Mar11 |
100713 |
678.75 |
681.00 |
678.75 |
681.00 |
+15.50 |
313 |
13,568 |
+64 |
| Apr11 |
100713 |
666.00 |
684.75 |
666.00 |
684.00 |
+15.25 |
558 |
13,274 |
+212 |
| May11 |
100713 |
687.75 |
688.00 |
686.25 |
687.00 |
+15.00 |
707 |
14,807 |
+51 |
| Total Volume and Open Interest |
154,540 |
621,000 |
+5,237 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100713 |
1.580 |
1.585 |
1.569 |
1.570 |
-0.012 |
76 |
1,007 |
-40 |
| Sep10 |
100713 |
1.580 |
1.580 |
1.567 |
1.571 |
-0.007 |
59 |
974 |
+22 |
| Oct10 |
100713 |
1.576 |
1.576 |
1.564 |
1.570 |
-0.008 |
38 |
1,044 |
-8 |
| Nov10 |
100713 |
1.592 |
1.592 |
1.574 |
1.575 |
-0.011 |
140 |
862 |
-42 |
| Dec10 |
100713 |
1.605 |
1.605 |
1.588 |
1.589 |
-0.014 |
62 |
2,030 |
-22 |
| Jan11 |
100713 |
1.615 |
1.620 |
1.606 |
1.607 |
-0.008 |
217 |
1,537 |
-46 |
| Feb11 |
100713 |
1.650 |
1.651 |
1.650 |
1.651 |
-0.011 |
53 |
790 |
-37 |
| Total Volume and Open Interest |
868 |
11,788 |
-229 |
| WTI Crude Oil(ICE |
| Aug10 |
100713 |
75.10 |
77.37 |
74.28 |
77.15 |
+2.20 |
55,233 |
67,366 |
-7,341 |
| Sep10 |
100713 |
75.53 |
77.79 |
74.75 |
77.59 |
+2.15 |
31,614 |
83,782 |
+7,150 |
| Oct10 |
100713 |
76.11 |
78.13 |
75.23 |
77.98 |
+2.11 |
10,404 |
37,282 |
+1,408 |
| Nov10 |
100713 |
76.25 |
78.64 |
76.25 |
78.53 |
+2.11 |
3,066 |
15,793 |
-271 |
| Dec10 |
100713 |
76.35 |
79.22 |
76.32 |
79.11 |
+2.12 |
9,805 |
83,446 |
-623 |
| Jan11 |
100713 |
77.70 |
79.61 |
77.70 |
79.61 |
+2.13 |
963 |
16,635 |
-1 |
| Feb11 |
100713 |
78.65 |
80.08 |
78.65 |
80.02 |
+2.13 |
289 |
11,070 |
-12 |
| Mar11 |
100713 |
78.45 |
80.45 |
78.45 |
80.40 |
+2.13 |
478 |
8,215 |
+7 |
| Apr11 |
100713 |
78.79 |
80.77 |
78.79 |
80.77 |
+2.13 |
260 |
6,030 |
+140 |
| May11 |
100713 |
79.70 |
81.12 |
79.70 |
81.12 |
+2.14 |
142 |
4,164 |
+2 |
| Jun11 |
100713 |
78.59 |
81.48 |
78.58 |
81.45 |
+2.15 |
1,016 |
19,593 |
-80 |
| Jul11 |
100713 |
81.76 |
81.76 |
81.74 |
81.76 |
+2.15 |
237 |
8,953 |
+49 |
| Aug11 |
100713 |
81.93 |
81.93 |
81.91 |
81.93 |
+2.14 |
11 |
2,308 |
+0 |
| Sep11 |
100713 |
82.05 |
82.05 |
82.03 |
82.05 |
+2.12 |
7 |
2,791 |
+0 |
| Oct11 |
100713 |
82.17 |
82.17 |
82.15 |
82.17 |
+2.11 |
0 |
2,095 |
+0 |
| Nov11 |
100713 |
82.28 |
82.28 |
82.27 |
82.28 |
+2.09 |
47 |
7,175 |
+18 |
| Total Volume and Open Interest |
118,532 |
490,203 |
+1,707 |
| US Dollar Index(ICE) |
| Sep10 |
100713 |
84.425 |
84.725 |
83.545 |
83.820 |
-0.588 |
16,225 |
25,212 |
-599 |
| Dec10 |
100713 |
84.935 |
84.935 |
83.870 |
84.140 |
-0.588 |
5 |
649 |
+5 |
| Mar11 |
100713 |
84.500 |
84.500 |
84.500 |
84.500 |
-0.588 |
|
|
|
| Total Volume and Open Interest |
16,230 |
25,862 |
-594 |
| Australian Dollar(CME) |
| Sep10 |
100713 |
87.07 |
88.00 |
86.19 |
87.42 |
+0.61 |
77,413 |
64,733 |
-1,529 |
| Dec10 |
100713 |
85.70 |
86.96 |
85.31 |
86.47 |
+0.60 |
20 |
708 |
-4 |
| Mar11 |
100713 |
85.55 |
85.55 |
84.96 |
85.55 |
+0.59 |
|
|
|
| Total Volume and Open Interest |
77,433 |
65,597 |
-1,533 |
| British Pound(CME) |
| Sep10 |
100713 |
150.21 |
151.94 |
149.63 |
151.55 |
+1.25 |
82,275 |
128,482 |
-1 |
| Dec10 |
100713 |
150.29 |
151.90 |
149.77 |
151.52 |
+1.26 |
80 |
332 |
+5 |
| Mar11 |
100713 |
151.48 |
151.48 |
150.23 |
151.48 |
+1.25 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
82,355 |
128,817 |
+4 |
| Canadian Dollar(CME) |
| Sep10 |
100713 |
96.43 |
97.26 |
96.22 |
96.80 |
+0.43 |
91,914 |
80,219 |
-3,217 |
| Dec10 |
100713 |
96.41 |
97.05 |
96.23 |
96.66 |
+0.43 |
524 |
3,427 |
+7 |
| Mar11 |
100713 |
96.07 |
96.90 |
95.76 |
96.50 |
+0.43 |
7 |
348 |
-4 |
| Jun11 |
100713 |
96.45 |
96.45 |
95.86 |
96.29 |
+0.43 |
9 |
233 |
+4 |
| Total Volume and Open Interest |
92,454 |
84,252 |
-3,210 |
| Japanese Yen(CME) |
| Sep10 |
100713 |
112.91 |
113.70 |
112.61 |
113.00 |
-0.05 |
84,687 |
126,445 |
+34 |
| Dec10 |
100713 |
112.94 |
113.79 |
112.94 |
113.18 |
-0.05 |
30 |
322 |
-8 |
| Mar11 |
100713 |
113.38 |
113.43 |
113.38 |
113.38 |
-0.05 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
84,717 |
126,776 |
+26 |
| Swiss Franc(CME) |
| Sep10 |
100713 |
94.39 |
95.19 |
94.02 |
94.77 |
+0.32 |
30,676 |
47,408 |
+1,161 |
| Dec10 |
100713 |
94.30 |
95.08 |
94.30 |
94.92 |
+0.32 |
7 |
95 |
-4 |
| Mar11 |
100713 |
95.07 |
95.07 |
94.75 |
95.07 |
+0.32 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
30,683 |
47,506 |
+1,157 |
| EuroFX(CME) |
| Sep10 |
100713 |
125.92 |
127.40 |
125.24 |
127.02 |
+1.05 |
247,622 |
209,916 |
-9,778 |
| Dec10 |
100713 |
126.02 |
127.37 |
125.31 |
127.02 |
+1.04 |
185 |
1,426 |
+14 |
| Mar11 |
100713 |
127.02 |
127.02 |
125.98 |
127.02 |
+1.04 |
0 |
62 |
+0 |
| Total Volume and Open Interest |
247,808 |
211,410 |
-9,764 |
| Mexican Peso(CME) |
| Jul10 |
100713 |
787.8 |
787.8 |
780.0 |
787.8 |
+7.8 |
|
|
|
| Aug10 |
100713 |
784.8 |
784.8 |
777.0 |
784.8 |
+7.8 |
|
|
|
| Total Volume and Open Interest |
10,381 |
60,060 |
+386 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100713 |
126~030 |
126~030 |
125~280 |
125~280 |
-0~150 |
|
|
|
| Dec10 |
100713 |
124~290 |
125~080 |
123~270 |
124~020 |
-0~280 |
59 |
1,189 |
+19 |
| Mar11 |
100713 |
122~240 |
123~190 |
122~240 |
122~240 |
-0~270 |
2 |
31 |
+1 |
| Total Volume and Open Interest |
170,140 |
674,299 |
+3,981 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100713 |
122~000 |
122~110 |
121~165 |
121~210 |
-0~145 |
674,825 |
1,711,415 |
+7,050 |
| Dec10 |
100713 |
121~065 |
121~105 |
120~225 |
120~225 |
-0~145 |
594 |
2,617 |
+399 |
| Mar11 |
100713 |
119~060 |
119~205 |
119~060 |
119~060 |
-0~145 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
675,419 |
1,714,113 |
+7,449 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100713 |
118~037 |
118~061 |
117~119 |
118~007 |
-0~039 |
295,159 |
921,205 |
-1,822 |
| Dec10 |
100713 |
117~063 |
117~063 |
117~016 |
117~016 |
-0~039 |
10 |
82 |
-6 |
| Mar11 |
100713 |
116~022 |
116~061 |
116~022 |
116~022 |
-0~039 |
|
|
|
| Total Volume and Open Interest |
295,169 |
921,287 |
-1,828 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100712 |
54~089 |
54~089 |
54~089 |
54~089 |
+0~001 |
|
|
|
| Dec10 |
100713 |
109~003 |
109~018 |
109~003 |
109~010 |
-0~008 |
1 |
40 |
+0 |
| Mar11 |
100713 |
108~106 |
108~114 |
108~106 |
108~106 |
-0~008 |
|
|
|
| Total Volume and Open Interest |
123,600 |
844,994 |
-5,178 |
| Eurodollars(CME) |
| Sep10 |
100713 |
99.435 |
99.450 |
99.425 |
99.435 |
unch |
185,170 |
1,031,658 |
-5,864 |
| Dec10 |
100713 |
99.355 |
99.380 |
99.350 |
99.365 |
+0.005 |
138,717 |
1,147,649 |
+5,779 |
| Mar11 |
100713 |
99.260 |
99.285 |
99.260 |
99.275 |
+0.010 |
143,076 |
904,058 |
+8,646 |
| Jun11 |
100713 |
99.115 |
99.140 |
99.115 |
99.130 |
+0.010 |
110,358 |
875,563 |
-5,245 |
| Sep11 |
100713 |
98.935 |
98.960 |
98.925 |
98.950 |
+0.005 |
137,531 |
1,014,176 |
-346 |
| Dec11 |
100713 |
98.695 |
98.730 |
98.685 |
98.710 |
unch |
147,150 |
640,531 |
+7,504 |
| Mar12 |
100713 |
98.470 |
98.510 |
98.455 |
98.480 |
-0.010 |
116,313 |
445,472 |
-1,746 |
| Jun12 |
100713 |
98.230 |
98.275 |
98.205 |
98.230 |
-0.020 |
79,574 |
335,854 |
+920 |
| Sep12 |
100713 |
98.000 |
98.045 |
97.960 |
97.985 |
-0.035 |
54,785 |
232,225 |
+6,430 |
| Dec12 |
100713 |
97.755 |
97.800 |
97.705 |
97.735 |
-0.045 |
48,233 |
166,576 |
-5,721 |
| Mar13 |
100713 |
97.555 |
97.595 |
97.495 |
97.525 |
-0.050 |
49,162 |
188,973 |
+3,407 |
| Jun13 |
100713 |
97.335 |
97.375 |
97.270 |
97.300 |
-0.050 |
27,244 |
110,556 |
+2,076 |
| Sep13 |
100713 |
97.110 |
97.155 |
97.050 |
97.080 |
-0.050 |
14,945 |
78,191 |
+4,211 |
| Dec13 |
100713 |
96.885 |
96.935 |
96.830 |
96.855 |
-0.050 |
8,595 |
41,367 |
+635 |
| Mar14 |
100713 |
96.740 |
96.760 |
96.655 |
96.680 |
-0.050 |
8,013 |
47,178 |
+1,264 |
| Jun14 |
100713 |
96.530 |
96.585 |
96.475 |
96.500 |
-0.050 |
6,562 |
36,541 |
+146 |
| Sep14 |
100713 |
96.370 |
96.430 |
96.320 |
96.340 |
-0.050 |
5,036 |
26,523 |
+1,303 |
| Dec14 |
100713 |
96.235 |
96.270 |
96.150 |
96.175 |
-0.050 |
3,784 |
44,279 |
+135 |
| Total Volume and Open Interest |
1,311,032 |
7,562,327 |
+26,204 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100713 |
99.817 |
99.820 |
99.817 |
99.817 |
unch |
2,498 |
55,341 |
-714 |
| Aug10 |
100713 |
99.810 |
99.815 |
99.805 |
99.810 |
+0.005 |
2,123 |
77,329 |
+263 |
| Sep10 |
100713 |
99.805 |
99.810 |
99.800 |
99.805 |
+0.005 |
3,536 |
51,166 |
+652 |
| Oct10 |
100713 |
99.795 |
99.800 |
99.795 |
99.795 |
unch |
2,069 |
60,472 |
+136 |
| Nov10 |
100713 |
99.785 |
99.790 |
99.785 |
99.785 |
unch |
1,586 |
82,723 |
-364 |
| Dec10 |
100713 |
99.780 |
99.790 |
99.780 |
99.780 |
unch |
654 |
68,234 |
+268 |
| Total Volume and Open Interest |
18,973 |
601,210 |
+2,568 |
| 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 |
100713 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
100 |
871 |
-1 |
| Dec10 |
100713 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.005 |
0 |
442 |
+0 |
| Mar11 |
100713 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
0 |
367 |
+0 |
| Jun11 |
100713 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.003 |
|
|
|
| Sep11 |
100713 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.005 |
|
|
|
| Dec11 |
100713 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
|
|
|
| Mar12 |
100713 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
|
|
|
| Jun12 |
100713 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.005 |
|
|
|
| Sep12 |
100713 |
99.740 |
99.740 |
99.740 |
99.740 |
+0.005 |
|
|
|
| Dec12 |
100713 |
99.435 |
99.435 |
99.435 |
99.435 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
100 |
1,680 |
-1 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100713 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
393 |
3,174 |
-535 |
| Dec10 |
100713 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
50 |
1,422 |
+50 |
| Mar11 |
100713 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
50 |
1,959 |
+50 |
| Jun11 |
100713 |
99.69 |
99.69 |
99.67 |
99.67 |
+0.00 |
0 |
1,383 |
+200 |
| Sep11 |
100713 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
108 |
+0 |
| Dec11 |
100713 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
106 |
+0 |
| Mar12 |
100713 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
305 |
+0 |
| Jun12 |
100713 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
493 |
9,523 |
+111 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100713 |
141.45 |
141.51 |
141.34 |
141.42 |
+0.19 |
886 |
21,269 |
+0 |
| Dec10 |
100713 |
140.54 |
140.54 |
140.54 |
140.54 |
-0.09 |
0 |
10 |
+0 |
| Mar11 |
100713 |
138.45 |
138.45 |
138.45 |
138.45 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
1,225 |
21,228 |
-151 |
| Euro-Bund(EUREX) |
| Sep10 |
100713 |
129.26 |
129.47 |
128.66 |
128.88 |
-0.46 |
666,916 |
905,110 |
-12,990 |
| Dec10 |
100713 |
127.89 |
127.95 |
127.22 |
127.42 |
-0.45 |
82 |
1,372 |
-4 |
| Mar11 |
100713 |
127.38 |
127.38 |
127.38 |
127.38 |
-0.46 |
|
|
|
| Total Volume and Open Interest |
666,998 |
906,482 |
-12,994 |
| Euro-Bobl(EUREX) |
| Sep10 |
100630 |
121.05 |
121.08 |
120.79 |
120.91 |
-0.02 |
370,593 |
679,454 |
-9,331 |
| Dec10 |
100713 |
119.12 |
119.23 |
119.11 |
119.11 |
-0.18 |
201 |
12,479 |
+199 |
| Mar11 |
100713 |
118.12 |
118.12 |
118.12 |
118.12 |
-0.21 |
|
|
|
| Total Volume and Open Interest |
438,892 |
750,776 |
+11,139 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100713 |
99.040 |
99.045 |
98.995 |
99.000 |
-0.045 |
417 |
3,354 |
-9 |
| Dec10 |
100713 |
98.965 |
98.965 |
98.910 |
98.910 |
-0.040 |
32 |
2,110 |
-2 |
| Mar11 |
100713 |
98.905 |
98.905 |
98.860 |
98.860 |
-0.025 |
2 |
1,108 |
-2 |
| Total Volume and Open Interest |
457 |
10,407 |
-14 |
| Long Gilt(LIFFE) |
| Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
| Dec10 |
100713 |
119~20 |
119~20 |
119~20 |
119~20 |
-0~11 |
|
|
|
| Total Volume and Open Interest |
81,974 |
291,180 |
+18,590 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100713 |
99.20 |
99.21 |
99.19 |
99.21 |
unch |
20,759 |
358,682 |
+1,100 |
| Dec10 |
100713 |
99.11 |
99.13 |
99.09 |
99.11 |
unch |
28,412 |
410,800 |
+1,141 |
| Mar11 |
100713 |
99.01 |
99.03 |
98.98 |
99.00 |
-0.01 |
33,331 |
309,666 |
-924 |
| Jun11 |
100713 |
98.88 |
98.90 |
98.83 |
98.85 |
-0.03 |
41,776 |
299,422 |
-1,071 |
| Sep11 |
100713 |
98.72 |
98.74 |
98.66 |
98.68 |
-0.03 |
39,044 |
326,187 |
-3,782 |
| Dec11 |
100713 |
98.52 |
98.52 |
98.44 |
98.46 |
-0.03 |
35,259 |
256,912 |
+3,462 |
| Total Volume and Open Interest |
234,722 |
2,381,731 |
+3,955 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100713 |
99.045 |
99.055 |
98.990 |
99.000 |
-0.045 |
216,218 |
572,154 |
-15,195 |
| Dec10 |
100713 |
98.955 |
98.975 |
98.895 |
98.910 |
-0.040 |
183,427 |
485,020 |
+1,215 |
| Mar11 |
100713 |
98.885 |
98.915 |
98.840 |
98.855 |
-0.030 |
131,705 |
467,662 |
-3,886 |
| Total Volume and Open Interest |
950,614 |
3,190,190 |
-555 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100713 |
95.10 |
95.14 |
95.09 |
95.13 |
+0.02 |
9,337 |
251,696 |
-7,099 |
| Dec10 |
100713 |
95.06 |
95.10 |
95.05 |
95.10 |
+0.03 |
13,012 |
182,001 |
-8,292 |
| Mar11 |
100713 |
95.04 |
95.08 |
95.02 |
95.08 |
+0.03 |
4,141 |
78,594 |
-961 |
| Jun11 |
100713 |
95.00 |
95.04 |
94.98 |
95.04 |
+0.03 |
3,532 |
58,291 |
-111 |
| Sep11 |
100713 |
94.96 |
95.00 |
94.94 |
95.00 |
+0.04 |
867 |
37,252 |
+312 |
| Dec11 |
100713 |
94.91 |
94.94 |
94.89 |
94.94 |
+0.04 |
456 |
26,710 |
+63 |
| Mar12 |
100713 |
94.87 |
94.91 |
94.86 |
94.91 |
+0.04 |
236 |
24,006 |
-8 |
| Jun12 |
100713 |
94.86 |
94.91 |
94.86 |
94.90 |
+0.04 |
217 |
7,530 |
+144 |
| Sep12 |
100713 |
94.87 |
94.91 |
94.87 |
94.91 |
+0.05 |
16 |
3,449 |
+16 |
| Dec12 |
100713 |
94.88 |
94.91 |
94.88 |
94.91 |
+0.07 |
0 |
1,229 |
+0 |
| Total Volume and Open Interest |
31,814 |
671,627 |
-15,936 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100713 |
94.88 |
94.92 |
94.87 |
94.90 |
+0.01 |
21,944 |
341,313 |
-3,562 |
| Dec10 |
100713 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
21,944 |
341,313 |
-3,562 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100713 |
95.37 |
95.41 |
95.35 |
95.41 |
+0.03 |
64,389 |
596,814 |
-2,485 |
| Dec10 |
100713 |
95.36 |
95.36 |
95.36 |
95.36 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
64,389 |
596,814 |
-2,485 |
| Gold(CMX) |
| Aug10 |
100713 |
1197.7 |
1218.8 |
1196.5 |
1213.5 |
+14.8 |
110,471 |
291,195 |
+1,055 |
| Oct10 |
100713 |
1198.9 |
1220.8 |
1198.9 |
1215.5 |
+14.8 |
1,857 |
25,262 |
+61 |
| Dec10 |
100713 |
1202.0 |
1221.9 |
1201.5 |
1217.4 |
+14.8 |
21,545 |
119,356 |
+3,000 |
| Feb11 |
100713 |
1222.0 |
1222.7 |
1219.4 |
1219.4 |
+14.8 |
131 |
21,528 |
+23 |
| Apr11 |
100713 |
1207.2 |
1223.9 |
1207.2 |
1221.2 |
+14.8 |
492 |
17,357 |
+276 |
| Jun11 |
100713 |
553.7 |
567.8 |
552.6 |
567.8 |
+14.9 |
13 |
13,592 |
+9 |
| Aug11 |
100713 |
1229.8 |
1229.8 |
1225.3 |
1225.3 |
+14.9 |
859 |
7,545 |
+666 |
| Oct11 |
100713 |
1227.8 |
1227.8 |
1227.8 |
1227.8 |
+15.0 |
190 |
7,467 |
+76 |
| Dec11 |
100713 |
1215.9 |
1234.6 |
1215.5 |
1230.4 |
+15.1 |
313 |
13,358 |
+97 |
| Feb12 |
100713 |
1233.3 |
1233.3 |
1233.3 |
1233.3 |
+15.1 |
100 |
4,153 |
+75 |
| Apr12 |
100713 |
1236.6 |
1236.6 |
1236.6 |
1236.6 |
+15.3 |
0 |
4,988 |
+0 |
| Jun12 |
100713 |
1240.1 |
1240.1 |
1240.1 |
1240.1 |
+15.4 |
50 |
10,345 |
+50 |
| Total Volume and Open Interest |
136,094 |
570,395 |
+5,444 |
| Silver(CMX) |
| Jul10 |
100713 |
1792.0 |
1833.0 |
1787.5 |
1823.7 |
+34.0 |
97 |
748 |
-10 |
| Sep10 |
100713 |
1794.0 |
1835.5 |
1787.0 |
1825.7 |
+34.0 |
17,328 |
64,090 |
-389 |
| Dec10 |
100713 |
1797.0 |
1841.0 |
1797.0 |
1831.7 |
+34.0 |
466 |
24,495 |
+50 |
| Mar11 |
100713 |
1812.5 |
1841.0 |
1812.5 |
1836.0 |
+34.2 |
229 |
10,147 |
+166 |
| May11 |
100713 |
1839.0 |
1840.0 |
1838.3 |
1838.3 |
+34.3 |
22 |
7,671 |
+20 |
| Jul11 |
100713 |
1840.4 |
1840.4 |
1840.4 |
1840.4 |
+34.4 |
6 |
3,813 |
+2 |
| Sep11 |
100713 |
1847.5 |
1847.5 |
1842.2 |
1842.2 |
+34.6 |
20 |
450 |
+20 |
| Total Volume and Open Interest |
18,476 |
118,413 |
-134 |
| Platinum(NYMEX) |
| Jul10 |
100713 |
1531.6 |
1531.6 |
1531.6 |
1531.6 |
+20.1 |
17 |
68 |
+13 |
| Oct10 |
100713 |
1515.0 |
1538.8 |
1510.0 |
1535.4 |
+20.1 |
1,888 |
27,299 |
+273 |
| Jan11 |
100713 |
1533.2 |
1540.1 |
1529.8 |
1540.1 |
+20.5 |
24 |
775 |
+15 |
| Apr11 |
100713 |
1540.1 |
1540.1 |
1540.1 |
1540.1 |
+20.5 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
1,930 |
28,173 |
+301 |
| Palladium(NYMEX) |
| Sep10 |
100713 |
454.25 |
470.50 |
453.40 |
469.15 |
+15.00 |
1,801 |
19,358 |
+42 |
| Dec10 |
100713 |
457.10 |
470.25 |
457.10 |
470.25 |
+15.00 |
3 |
685 |
+3 |
| Mar11 |
100713 |
471.65 |
471.65 |
471.00 |
471.00 |
+15.25 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
1,804 |
20,072 |
+45 |
| Copper(CMX) |
| Jul10 |
100713 |
299.60 |
302.55 |
297.00 |
300.95 |
+1.00 |
302 |
1,940 |
-157 |
| Sep10 |
100713 |
302.50 |
303.50 |
297.20 |
301.75 |
+0.85 |
18,424 |
77,005 |
-672 |
| Dec10 |
100713 |
304.25 |
305.25 |
299.50 |
303.95 |
+0.80 |
2,019 |
21,208 |
+392 |
| Mar11 |
100713 |
305.90 |
305.90 |
305.25 |
305.25 |
+0.85 |
589 |
9,933 |
+26 |
| May11 |
100713 |
306.00 |
306.05 |
305.95 |
305.95 |
+0.90 |
5 |
1,355 |
+4 |
| Total Volume and Open Interest |
21,942 |
127,660 |
-420 |
| DJIA Index(CBOT) |
| Sep10 |
100713 |
10179 |
10350 |
10161 |
10288 |
+107 |
231 |
6,920 |
-1 |
| Dec10 |
100713 |
10226 |
10226 |
10119 |
10226 |
+107 |
0 |
6 |
+0 |
| Mar11 |
100713 |
10172 |
10172 |
10065 |
10172 |
+107 |
|
|
|
| Jun11 |
100713 |
10114 |
10114 |
10007 |
10114 |
+107 |
|
|
|
| Total Volume and Open Interest |
231 |
6,926 |
-1 |
| S & P 500(CME) |
| Sep10 |
100713 |
1075.90 |
1095.70 |
1073.10 |
1089.70 |
+13.10 |
10,011 |
303,156 |
+662 |
| Dec10 |
100713 |
1087.30 |
1091.00 |
1084.00 |
1085.00 |
+13.00 |
47 |
4,587 |
-5 |
| Mar11 |
100713 |
1080.80 |
1086.80 |
1080.80 |
1080.80 |
+13.00 |
0 |
500 |
+0 |
| Jun11 |
100713 |
1077.30 |
1083.30 |
1077.30 |
1077.30 |
+13.00 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
10,058 |
308,306 |
+646 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100713 |
1076.00 |
1096.00 |
1073.00 |
1089.75 |
+13.25 |
1,421,814 |
2,747,468 |
-28,376 |
| Dec10 |
100713 |
1072.00 |
1091.00 |
1069.25 |
1085.00 |
+13.00 |
1,193 |
11,670 |
+13 |
| Total Volume and Open Interest |
1,423,013 |
2,759,303 |
-28,416 |
| NASDAQ 100(CME) |
| Sep10 |
100713 |
1820.50 |
1850.00 |
1818.30 |
1842.50 |
+22.20 |
810 |
13,036 |
+74 |
| Dec10 |
100713 |
1840.30 |
1840.30 |
1838.30 |
1840.30 |
+22.00 |
0 |
1 |
+0 |
| Mar11 |
100713 |
1837.80 |
1837.80 |
1835.80 |
1837.80 |
+22.00 |
|
|
|
| Total Volume and Open Interest |
810 |
13,037 |
+74 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100713 |
1819.00 |
1849.50 |
1818.00 |
1842.50 |
+22.20 |
207,835 |
313,233 |
-5,179 |
| Dec10 |
100713 |
1824.30 |
1846.50 |
1824.30 |
1840.30 |
+22.00 |
66 |
212 |
+0 |
| Total Volume and Open Interest |
207,901 |
313,447 |
-5,179 |
| S & P Midcap 400(CME) |
| Sep10 |
100713 |
742.50 |
754.00 |
734.05 |
749.50 |
+13.60 |
2 |
1,870 |
-2 |
| Dec10 |
100713 |
747.50 |
747.90 |
747.50 |
747.50 |
+13.60 |
|
|
|
| Mar11 |
100713 |
745.50 |
745.90 |
745.50 |
745.50 |
+13.60 |
|
|
|
| Total Volume and Open Interest |
2 |
1,870 |
-2 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100709 |
9640 |
9640 |
9590 |
9640 |
+435 |
|
|
|
| Dec10 |
100713 |
9650 |
9650 |
9650 |
9650 |
+50 |
|
|
|
| Total Volume and Open Interest |
6,605 |
31,353 |
-452 |
| Nikkei 225(SGX) |
| Sep10 |
100713 |
9510 |
9630 |
9495 |
9520 |
-10 |
98,165 |
159,513 |
-257 |
| Dec10 |
100713 |
9560 |
9560 |
9470 |
9470 |
-15 |
122 |
2,056 |
+16 |
| Mar11 |
100713 |
9465 |
9465 |
9465 |
9465 |
-15 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
98,288 |
162,541 |
+879 |
| CAC 40(EURONEXT) |
| Jul10 |
100713 |
3574.0 |
3644.5 |
3567.0 |
3635.0 |
+66.5 |
124,905 |
430,275 |
+16,406 |
| Aug10 |
100713 |
3562.0 |
3643.5 |
3562.0 |
3635.5 |
+66.5 |
30,680 |
37,533 |
+29,799 |
| Sep10 |
100713 |
3572.5 |
3639.0 |
3565.5 |
3631.0 |
+66.0 |
680 |
37,477 |
+124 |
| Total Volume and Open Interest |
156,267 |
506,537 |
+46,331 |
| Hang Seng Index(HKFE) |
| Jul10 |
100713 |
20455 |
20526 |
20370 |
20434 |
-92 |
73,582 |
74,236 |
+2,132 |
| Aug10 |
100713 |
20455 |
20490 |
20349 |
20407 |
-93 |
808 |
1,499 |
+727 |
| Sep10 |
100713 |
20325 |
20394 |
20261 |
20321 |
-97 |
359 |
5,932 |
+2,594 |
| Total Volume and Open Interest |
74,897 |
82,669 |
+5,627 |
| DAX(EUREX) |
| Sep10 |
100713 |
6090.0 |
6207.5 |
6073.0 |
6190.0 |
+116.5 |
94,633 |
147,569 |
-821 |
| Dec10 |
100713 |
6097.0 |
6216.0 |
6083.0 |
6200.0 |
+117.0 |
2,420 |
12,011 |
+1,953 |
| Mar11 |
100713 |
6163.0 |
6224.0 |
6163.0 |
6213.0 |
+117.0 |
4 |
1,199 |
+0 |
| Total Volume and Open Interest |
97,057 |
160,779 |
+1,132 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100713 |
5145.00 |
5255.00 |
5143.00 |
5228.00 |
+104.00 |
77,187 |
641,270 |
+71 |
| Dec10 |
100713 |
5135.00 |
5222.00 |
5135.00 |
5205.50 |
+104.00 |
71 |
6,839 |
-37 |
| Mar11 |
100713 |
5170.00 |
5170.00 |
5166.00 |
5166.00 |
+104.00 |
26 |
979 |
-25 |
| Total Volume and Open Interest |
77,294 |
649,283 |
+19 |
| SPI 200(SFE) |
| Sep10 |
100713 |
4386.0 |
4416.0 |
4355.0 |
4359.0 |
-27.0 |
18,047 |
219,555 |
-11,072 |
| Dec10 |
100713 |
4384.0 |
4384.0 |
4377.0 |
4378.0 |
-26.0 |
0 |
3,335 |
+0 |
| Mar11 |
100713 |
4374.0 |
4375.0 |
4366.0 |
4366.0 |
-26.0 |
0 |
1,162 |
+0 |
| Total Volume and Open Interest |
18,122 |
224,960 |
-11,098 |
| GSCI(CME) |
| Jul10 |
100713 |
500.00 |
504.00 |
500.00 |
504.00 |
+10.50 |
3,188 |
11,243 |
-2,231 |
| Aug10 |
100713 |
501.50 |
506.00 |
501.50 |
505.60 |
+10.30 |
2,953 |
6,153 |
+2,830 |
| Sep10 |
100713 |
504.50 |
508.60 |
504.50 |
508.60 |
+10.30 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
6,143 |
17,396 |
+599 |
| 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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