|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 14, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100714 |
1030.50 |
1038.50 |
1025.75 |
1036.00 |
+5.50 |
1,476 |
1,192 |
-534 |
Aug10 |
100714 |
994.00 |
1004.25 |
993.00 |
997.50 |
+2.50 |
44,928 |
66,207 |
+571 |
Sep10 |
100714 |
966.25 |
979.50 |
964.25 |
975.25 |
+8.25 |
10,777 |
19,013 |
+516 |
Nov10 |
100714 |
953.75 |
967.00 |
952.75 |
962.00 |
+7.50 |
82,147 |
274,455 |
+5,753 |
Jan11 |
100714 |
963.50 |
975.50 |
962.00 |
970.25 |
+6.75 |
5,621 |
39,384 |
+1,924 |
Mar11 |
100714 |
967.00 |
978.00 |
966.00 |
973.75 |
+6.75 |
1,863 |
13,498 |
+592 |
May11 |
100714 |
967.50 |
979.00 |
967.25 |
974.75 |
+7.25 |
1,753 |
13,186 |
+279 |
Total Volume and Open Interest |
150,606 |
461,725 |
+9,058 |
Soybean Meal(CBOT) |
Jul10 |
100714 |
314.00 |
318.40 |
310.00 |
313.00 |
+0.10 |
1,852 |
1,687 |
-820 |
Aug10 |
100714 |
296.80 |
300.40 |
295.30 |
298.30 |
+1.30 |
20,575 |
39,869 |
-681 |
Sep10 |
100714 |
285.80 |
290.40 |
285.30 |
288.30 |
+2.50 |
6,714 |
25,722 |
+849 |
Oct10 |
100714 |
278.30 |
282.20 |
278.00 |
280.50 |
+3.00 |
2,807 |
14,035 |
-424 |
Dec10 |
100714 |
276.10 |
281.30 |
276.10 |
279.60 |
+2.70 |
25,632 |
91,693 |
-2,032 |
Jan11 |
100714 |
278.10 |
280.50 |
276.40 |
278.70 |
+2.30 |
1,078 |
6,795 |
-210 |
Mar11 |
100714 |
277.90 |
280.70 |
277.90 |
278.70 |
+2.10 |
587 |
6,449 |
-25 |
May11 |
100714 |
278.60 |
279.30 |
277.20 |
277.60 |
+1.90 |
767 |
5,278 |
+43 |
Total Volume and Open Interest |
60,399 |
198,865 |
-3,307 |
Soybean Oil(CBOT) |
Jul10 |
100714 |
37.82 |
38.10 |
37.74 |
38.05 |
+0.13 |
1,968 |
601 |
-737 |
Aug10 |
100714 |
38.00 |
38.30 |
37.79 |
38.11 |
+0.09 |
22,715 |
66,063 |
-1,988 |
Sep10 |
100714 |
38.14 |
38.46 |
37.97 |
38.28 |
+0.10 |
10,716 |
36,319 |
+2,255 |
Oct10 |
100714 |
38.30 |
38.66 |
38.21 |
38.48 |
+0.09 |
6,464 |
17,209 |
+2,166 |
Dec10 |
100714 |
38.81 |
39.08 |
38.58 |
38.90 |
+0.09 |
34,583 |
142,027 |
-2,375 |
Jan11 |
100714 |
39.05 |
39.36 |
38.97 |
39.21 |
+0.09 |
1,860 |
10,131 |
+118 |
Mar11 |
100714 |
39.48 |
39.66 |
39.17 |
39.50 |
+0.10 |
555 |
6,189 |
+122 |
May11 |
100714 |
39.63 |
39.90 |
39.62 |
39.75 |
+0.08 |
896 |
4,099 |
+244 |
Total Volume and Open Interest |
79,914 |
289,471 |
-219 |
Canola(WCE) |
Jul10 |
100714 |
442.4 |
442.4 |
442.4 |
442.4 |
+3.5 |
112 |
100 |
+89 |
Nov10 |
100714 |
437.7 |
447.0 |
437.7 |
442.4 |
+3.5 |
6,338 |
131,287 |
-427 |
Jan11 |
100714 |
439.5 |
447.7 |
438.7 |
443.3 |
+3.5 |
103 |
10,149 |
+16 |
Mar11 |
100714 |
437.9 |
445.6 |
437.1 |
441.7 |
+3.5 |
25 |
5,431 |
+5 |
May11 |
100714 |
439.1 |
446.3 |
438.3 |
441.8 |
+2.5 |
25 |
1,706 |
-1 |
Total Volume and Open Interest |
6,665 |
152,528 |
-288 |
Corn(CBOT) |
Jul10 |
100714 |
366.00 |
377.00 |
365.75 |
375.25 |
+8.50 |
6,507 |
3,233 |
-1,442 |
Sep10 |
100714 |
374.00 |
385.00 |
374.00 |
384.25 |
+9.00 |
54,029 |
385,674 |
-2,445 |
Dec10 |
100714 |
386.00 |
397.00 |
386.00 |
396.25 |
+9.25 |
81,133 |
490,681 |
+1,260 |
Mar11 |
100714 |
398.50 |
408.75 |
398.50 |
408.00 |
+8.75 |
7,349 |
82,438 |
+517 |
May11 |
100714 |
402.50 |
416.50 |
402.50 |
415.75 |
+8.25 |
1,756 |
15,810 |
-217 |
Jul11 |
100714 |
413.25 |
423.00 |
413.25 |
422.25 |
+8.00 |
2,522 |
50,062 |
-85 |
Total Volume and Open Interest |
157,984 |
1,119,447 |
-2,410 |
Wheat(CBOT) |
Jul10 |
100714 |
534.50 |
553.25 |
533.50 |
548.25 |
+12.50 |
1,659 |
1,356 |
-776 |
Sep10 |
100714 |
546.00 |
566.00 |
545.25 |
559.00 |
+9.75 |
39,567 |
202,290 |
-1,665 |
Dec10 |
100714 |
575.00 |
594.75 |
574.25 |
588.25 |
+10.00 |
20,591 |
119,434 |
-479 |
Mar11 |
100714 |
600.00 |
617.50 |
599.50 |
610.75 |
+8.75 |
5,134 |
36,122 |
+1,198 |
May11 |
100714 |
614.75 |
628.50 |
614.25 |
622.50 |
+5.25 |
1,325 |
17,604 |
+87 |
Total Volume and Open Interest |
71,193 |
462,466 |
-1,107 |
Wheat(KCBT) |
Jul10 |
100714 |
561.25 |
574.00 |
560.50 |
567.50 |
+5.25 |
116 |
240 |
-76 |
Sep10 |
100714 |
564.50 |
581.50 |
564.00 |
572.50 |
+5.75 |
11,760 |
61,000 |
-798 |
Dec10 |
100714 |
582.00 |
598.75 |
582.00 |
589.75 |
+5.75 |
5,090 |
52,018 |
-130 |
Mar11 |
100714 |
601.00 |
615.00 |
599.00 |
606.75 |
+5.75 |
2,348 |
20,489 |
-293 |
May11 |
100714 |
611.00 |
622.75 |
611.00 |
616.75 |
+6.00 |
213 |
5,782 |
+62 |
Total Volume and Open Interest |
20,602 |
174,784 |
-1,146 |
Wheat(MGE) |
Jul10 |
100714 |
572.00 |
572.00 |
572.00 |
572.00 |
+4.50 |
8 |
8 |
-20 |
Sep10 |
100714 |
577.00 |
594.00 |
576.50 |
583.25 |
+4.75 |
3,215 |
18,066 |
+197 |
Dec10 |
100714 |
593.00 |
610.00 |
592.50 |
599.25 |
+4.75 |
1,761 |
15,525 |
-170 |
Mar11 |
100714 |
610.00 |
626.00 |
608.75 |
615.75 |
+4.75 |
479 |
5,778 |
-11 |
May11 |
100714 |
620.00 |
635.25 |
620.00 |
626.25 |
+5.25 |
132 |
1,678 |
-12 |
Total Volume and Open Interest |
6,142 |
50,258 |
+29 |
Oats(CBOT) |
Jul10 |
100714 |
254.25 |
254.25 |
246.50 |
254.25 |
+7.75 |
26 |
226 |
-157 |
Sep10 |
100714 |
253.00 |
268.25 |
251.00 |
259.00 |
+6.00 |
360 |
3,721 |
-52 |
Dec10 |
100714 |
259.00 |
274.50 |
257.25 |
265.50 |
+6.50 |
579 |
5,885 |
-45 |
Mar11 |
100714 |
272.00 |
273.50 |
265.00 |
272.00 |
+7.00 |
1 |
192 |
-1 |
Total Volume and Open Interest |
966 |
10,026 |
-255 |
Rough Rice(CBOT) |
Jul10 |
100714 |
9.65 |
9.67 |
9.65 |
9.65 |
-0.02 |
64 |
93 |
+64 |
Sep10 |
100714 |
9.90 |
9.97 |
9.78 |
9.82 |
-0.04 |
324 |
8,945 |
+70 |
Nov10 |
100714 |
10.11 |
10.19 |
10.06 |
10.09 |
-0.05 |
114 |
2,761 |
+2 |
Jan11 |
100714 |
10.41 |
10.41 |
10.35 |
10.35 |
-0.05 |
26 |
575 |
+16 |
Total Volume and Open Interest |
551 |
14,277 |
+155 |
Live Cattle(CME) |
Aug10 |
100714 |
90.980 |
92.650 |
90.680 |
92.330 |
+1.380 |
21,383 |
84,483 |
-7,576 |
Oct10 |
100714 |
92.250 |
93.700 |
92.035 |
93.400 |
+1.115 |
16,918 |
120,146 |
+3,693 |
Dec10 |
100714 |
94.700 |
95.635 |
94.400 |
95.480 |
+0.880 |
5,067 |
59,782 |
+1,791 |
Feb11 |
100714 |
95.950 |
96.800 |
95.600 |
96.750 |
+0.750 |
2,777 |
26,430 |
+4 |
Apr11 |
100714 |
97.750 |
98.450 |
97.250 |
98.250 |
+0.600 |
2,059 |
14,746 |
+1,019 |
Jun11 |
100714 |
93.930 |
94.900 |
93.930 |
94.850 |
+0.650 |
1,377 |
6,351 |
+1,067 |
Total Volume and Open Interest |
49,623 |
314,762 |
+22 |
Feeder Cattle(CME) |
Aug10 |
100714 |
113.750 |
114.135 |
113.285 |
113.635 |
unch |
3,699 |
18,031 |
-890 |
Sep10 |
100714 |
114.135 |
114.200 |
113.385 |
113.950 |
+0.065 |
1,795 |
10,172 |
+651 |
Oct10 |
100714 |
114.000 |
114.050 |
113.350 |
113.700 |
-0.130 |
879 |
6,498 |
+110 |
Nov10 |
100714 |
113.480 |
113.550 |
112.900 |
113.480 |
-0.155 |
331 |
2,302 |
+82 |
Jan11 |
100714 |
111.250 |
111.650 |
110.930 |
111.650 |
-0.080 |
62 |
805 |
+3 |
Mar11 |
100714 |
110.100 |
110.950 |
110.000 |
110.950 |
unch |
4 |
238 |
+0 |
Apr11 |
100714 |
110.000 |
110.000 |
110.000 |
110.000 |
unch |
0 |
19 |
+0 |
Total Volume and Open Interest |
6,773 |
38,081 |
-41 |
Lean Hogs(CME) |
Jul10 |
100714 |
77.900 |
78.035 |
77.750 |
77.830 |
-0.205 |
3,383 |
6,607 |
-1,258 |
Aug10 |
100714 |
79.150 |
81.650 |
79.035 |
81.430 |
+2.080 |
20,507 |
47,599 |
-5,203 |
Oct10 |
100714 |
74.100 |
76.200 |
73.900 |
75.800 |
+1.575 |
14,892 |
62,297 |
+3,952 |
Dec10 |
100714 |
72.300 |
73.975 |
72.150 |
73.725 |
+1.275 |
6,906 |
38,493 |
+1,376 |
Feb11 |
100714 |
74.285 |
75.400 |
74.050 |
75.385 |
+0.985 |
2,921 |
13,520 |
+98 |
Apr11 |
100714 |
75.285 |
76.200 |
75.200 |
76.200 |
+0.770 |
1,807 |
12,123 |
+246 |
May11 |
100714 |
78.900 |
79.200 |
78.300 |
78.900 |
+0.300 |
2 |
369 |
+2 |
Jun11 |
100714 |
81.500 |
82.500 |
81.330 |
82.400 |
+0.720 |
836 |
5,441 |
+440 |
Total Volume and Open Interest |
51,538 |
188,022 |
-217 |
Pork Bellies(CME) |
Jul10 |
100714 |
102.100 |
103.750 |
102.100 |
103.750 |
+1.550 |
0 |
27 |
-2 |
Aug10 |
100714 |
98.100 |
98.300 |
98.100 |
98.300 |
+1.300 |
1 |
25 |
-1 |
Feb11 |
100714 |
100.000 |
100.000 |
100.000 |
100.000 |
unch |
0 |
5 |
+0 |
Mar11 |
100714 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
1 |
+0 |
May11 |
100714 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
1 |
58 |
-3 |
Class III Milk(CME) |
Jul10 |
100714 |
13.70 |
13.77 |
13.70 |
13.73 |
unch |
118 |
4,218 |
+7 |
Aug10 |
100714 |
14.80 |
15.00 |
14.74 |
14.96 |
+0.22 |
488 |
4,922 |
-16 |
Sep10 |
100714 |
15.02 |
15.15 |
15.00 |
15.13 |
+0.13 |
288 |
4,334 |
+26 |
Oct10 |
100714 |
14.90 |
14.97 |
14.85 |
14.96 |
+0.07 |
82 |
3,664 |
+5 |
Nov10 |
100714 |
14.75 |
14.80 |
14.75 |
14.80 |
+0.05 |
33 |
3,598 |
+2 |
Total Volume and Open Interest |
1,085 |
26,654 |
+76 |
Cocoa(ICE) |
Jul10 |
100714 |
3131 |
3142 |
3131 |
3134 |
+108 |
1 |
14 |
-13 |
Sep10 |
100714 |
3055 |
3164 |
3055 |
3153 |
+108 |
4,090 |
60,708 |
-286 |
Dec10 |
100714 |
3085 |
3179 |
3081 |
3171 |
+101 |
2,823 |
24,567 |
+272 |
Mar11 |
100714 |
3142 |
3199 |
3140 |
3190 |
+98 |
1,559 |
18,425 |
+770 |
May11 |
100714 |
3172 |
3201 |
3170 |
3194 |
+91 |
52 |
8,151 |
-14 |
Jul11 |
100714 |
3177 |
3201 |
3177 |
3201 |
+91 |
13 |
4,023 |
+6 |
Sep11 |
100714 |
3182 |
3206 |
3182 |
3206 |
+89 |
0 |
1,479 |
+0 |
Total Volume and Open Interest |
8,538 |
122,932 |
+735 |
Coffee "C"(ICE) |
Jul10 |
100714 |
163.00 |
163.00 |
162.60 |
162.60 |
-0.65 |
10 |
69 |
-23 |
Sep10 |
100714 |
165.25 |
166.55 |
164.00 |
164.90 |
-0.75 |
7,824 |
92,417 |
+516 |
Dec10 |
100714 |
165.55 |
166.75 |
164.45 |
165.25 |
-0.70 |
2,543 |
47,756 |
+805 |
Mar11 |
100714 |
165.50 |
166.40 |
164.60 |
164.95 |
-0.75 |
507 |
18,983 |
+230 |
May11 |
100714 |
165.25 |
165.85 |
164.25 |
164.45 |
-0.70 |
118 |
6,256 |
+28 |
Jul11 |
100714 |
164.35 |
164.35 |
164.20 |
164.20 |
-0.65 |
21 |
3,030 |
+59 |
Total Volume and Open Interest |
11,035 |
170,056 |
+1,615 |
Orange Juice(ICE) |
Sep10 |
100714 |
142.20 |
142.85 |
137.80 |
138.85 |
-2.80 |
1,141 |
19,531 |
-394 |
Nov10 |
100714 |
143.95 |
144.60 |
139.60 |
140.80 |
-2.40 |
57 |
4,162 |
+39 |
Jan11 |
100714 |
145.00 |
145.25 |
140.80 |
141.35 |
-2.95 |
4 |
1,644 |
+3 |
Mar11 |
100714 |
142.20 |
142.20 |
142.20 |
142.20 |
-2.95 |
2 |
308 |
+98 |
May11 |
100714 |
142.65 |
142.65 |
142.65 |
142.65 |
-3.00 |
0 |
154 |
+0 |
Jul11 |
100714 |
144.25 |
144.25 |
144.25 |
144.25 |
-3.00 |
0 |
199 |
+0 |
Total Volume and Open Interest |
1,204 |
26,000 |
-610 |
Sugar #11(ICE) |
Oct10 |
100714 |
17.12 |
17.20 |
16.82 |
16.97 |
-0.20 |
30,870 |
258,162 |
-3,307 |
Mar11 |
100714 |
17.64 |
17.68 |
17.30 |
17.45 |
-0.23 |
11,925 |
141,023 |
+2,199 |
May11 |
100714 |
17.09 |
17.18 |
16.89 |
17.00 |
-0.16 |
2,422 |
27,822 |
+137 |
Jul11 |
100714 |
16.67 |
16.83 |
16.53 |
16.61 |
-0.15 |
2,369 |
63,004 |
+186 |
Oct11 |
100714 |
16.57 |
16.59 |
16.35 |
16.45 |
-0.13 |
528 |
29,125 |
+106 |
Total Volume and Open Interest |
48,852 |
579,000 |
-227 |
London Cocoa(LCE) |
Jul10 |
100714 |
2622 |
2725 |
2622 |
2713 |
+112 |
18,303 |
29,051 |
-9,682 |
Sep10 |
100714 |
2411 |
2465 |
2411 |
2436 |
+39 |
18,788 |
71,212 |
+3,064 |
Dec10 |
100714 |
2238 |
2280 |
2238 |
2265 |
+36 |
1,350 |
37,129 |
+383 |
Mar11 |
100714 |
2220 |
2236 |
2217 |
2220 |
+29 |
232 |
30,425 |
-64 |
May11 |
100714 |
2216 |
2228 |
2210 |
2221 |
+33 |
37 |
10,163 |
+0 |
Jul11 |
100714 |
2219 |
2231 |
2215 |
2222 |
+34 |
0 |
1,908 |
+0 |
Sep11 |
100714 |
2224 |
2231 |
2215 |
2221 |
+40 |
0 |
2,480 |
+0 |
Total Volume and Open Interest |
38,710 |
188,189 |
-6,299 |
London Sugar(LCE) |
Oct10 |
100714 |
520.90 |
526.00 |
516.70 |
519.20 |
-1.30 |
4,349 |
37,683 |
+732 |
Dec10 |
100714 |
488.00 |
488.30 |
483.10 |
483.30 |
-1.80 |
445 |
10,361 |
-140 |
Mar11 |
100714 |
486.80 |
486.80 |
483.20 |
483.80 |
-2.00 |
1,197 |
9,134 |
+731 |
May11 |
100714 |
475.80 |
475.80 |
472.20 |
473.40 |
-0.80 |
37 |
3,174 |
-4 |
Aug11 |
100714 |
464.70 |
464.70 |
459.10 |
459.70 |
+0.70 |
130 |
2,284 |
+112 |
Total Volume and Open Interest |
9,787 |
67,205 |
-527 |
Cotton(ICE) |
Oct10 |
100714 |
78.05 |
78.44 |
77.08 |
77.25 |
-0.89 |
157 |
1,311 |
-31 |
Dec10 |
100714 |
74.65 |
74.82 |
73.21 |
73.35 |
-1.30 |
8,837 |
117,861 |
-1,070 |
Mar11 |
100714 |
75.55 |
75.66 |
74.27 |
74.30 |
-1.35 |
1,694 |
26,652 |
+893 |
May11 |
100714 |
76.00 |
76.15 |
75.01 |
75.13 |
-1.02 |
93 |
1,222 |
+15 |
Jul11 |
100714 |
76.60 |
76.60 |
75.30 |
75.48 |
-0.97 |
71 |
6,794 |
+24 |
Oct11 |
100714 |
73.93 |
73.93 |
73.93 |
73.93 |
-0.62 |
1 |
8 |
+1 |
Total Volume and Open Interest |
10,863 |
155,702 |
-167 |
Lumber(CME) |
Jul10 |
100714 |
205.7 |
206.5 |
201.2 |
204.0 |
-1.6 |
100 |
593 |
-84 |
Sep10 |
100714 |
215.2 |
218.0 |
212.9 |
213.8 |
-1.9 |
144 |
5,537 |
+25 |
Nov10 |
100714 |
220.0 |
222.0 |
217.2 |
219.0 |
unch |
49 |
2,230 |
+11 |
Jan11 |
100714 |
238.0 |
238.0 |
236.2 |
237.7 |
-1.3 |
12 |
138 |
+1 |
Total Volume and Open Interest |
305 |
8,511 |
-47 |
Crude Oil(NYM) |
Aug10 |
100714 |
77.13 |
78.15 |
76.38 |
77.04 |
-0.11 |
309,169 |
201,249 |
-31,826 |
Sep10 |
100714 |
77.61 |
78.55 |
76.83 |
77.45 |
-0.14 |
142,727 |
259,883 |
+31,602 |
Oct10 |
100714 |
78.02 |
78.90 |
77.24 |
77.79 |
-0.19 |
34,297 |
76,095 |
+3,860 |
Nov10 |
100714 |
78.59 |
79.37 |
77.77 |
78.29 |
-0.24 |
15,679 |
48,459 |
+1,069 |
Dec10 |
100714 |
79.19 |
79.96 |
78.35 |
78.83 |
-0.28 |
26,597 |
196,408 |
-274 |
Jan11 |
100714 |
79.47 |
80.31 |
78.89 |
79.33 |
-0.28 |
5,176 |
41,826 |
+740 |
Feb11 |
100714 |
80.00 |
80.65 |
79.63 |
79.74 |
-0.28 |
3,098 |
16,699 |
+376 |
Mar11 |
100714 |
80.21 |
81.10 |
79.72 |
80.11 |
-0.29 |
5,522 |
21,697 |
-1,231 |
Apr11 |
100714 |
80.37 |
81.00 |
80.23 |
80.47 |
-0.30 |
3,613 |
12,616 |
+1,093 |
May11 |
100714 |
80.81 |
80.81 |
80.81 |
80.81 |
-0.31 |
1,337 |
7,877 |
+51 |
Jun11 |
100714 |
81.06 |
81.82 |
80.84 |
81.13 |
-0.32 |
4,089 |
45,549 |
-215 |
Jul11 |
100714 |
81.44 |
81.44 |
81.44 |
81.44 |
-0.32 |
2,916 |
22,881 |
-1,385 |
Aug11 |
100714 |
81.61 |
81.61 |
81.61 |
81.61 |
-0.32 |
292 |
7,410 |
+0 |
Sep11 |
100714 |
81.73 |
81.73 |
81.73 |
81.73 |
-0.32 |
198 |
7,427 |
-91 |
Oct11 |
100714 |
81.85 |
81.85 |
81.85 |
81.85 |
-0.32 |
261 |
5,201 |
-24 |
Nov11 |
100714 |
81.96 |
81.96 |
81.96 |
81.96 |
-0.32 |
94 |
11,016 |
+6 |
Total Volume and Open Interest |
563,614 |
1,283,594 |
+2,894 |
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 |
100714 |
77.725 |
78.525 |
76.850 |
77.450 |
-0.150 |
945 |
1,420 |
+216 |
Oct10 |
100714 |
77.975 |
78.800 |
77.300 |
77.800 |
-0.175 |
67 |
196 |
+11 |
Nov10 |
100714 |
78.975 |
79.000 |
78.050 |
78.300 |
-0.225 |
14 |
132 |
+13 |
Dec10 |
100714 |
78.675 |
79.775 |
78.675 |
78.825 |
-0.275 |
2 |
116 |
+0 |
Jan11 |
100714 |
79.325 |
79.325 |
79.325 |
79.325 |
-0.275 |
0 |
1 |
+0 |
Feb11 |
100714 |
80.150 |
80.150 |
79.750 |
79.750 |
-0.275 |
0 |
1 |
+0 |
Mar11 |
100714 |
80.100 |
80.100 |
80.100 |
80.100 |
-0.300 |
|
|
|
Apr11 |
100714 |
80.475 |
80.475 |
80.475 |
80.475 |
-0.300 |
|
|
|
Total Volume and Open Interest |
9,446 |
4,527 |
+567 |
Heating Oil(NYM) |
Aug10 |
100714 |
204.69 |
206.41 |
202.49 |
203.61 |
-1.13 |
37,692 |
71,595 |
-2,422 |
Sep10 |
100714 |
207.28 |
208.71 |
204.83 |
205.92 |
-1.18 |
14,578 |
55,074 |
+2,212 |
Oct10 |
100714 |
208.89 |
211.07 |
207.30 |
208.23 |
-1.25 |
7,647 |
31,743 |
+1,385 |
Nov10 |
100714 |
210.96 |
211.29 |
210.04 |
210.95 |
-1.26 |
2,681 |
22,761 |
+881 |
Dec10 |
100714 |
214.00 |
216.29 |
212.75 |
213.72 |
-1.22 |
5,270 |
35,539 |
-149 |
Jan11 |
100714 |
215.90 |
218.21 |
215.62 |
216.44 |
-1.15 |
1,621 |
24,648 |
+295 |
Feb11 |
100714 |
218.23 |
220.07 |
218.00 |
218.37 |
-1.08 |
411 |
11,085 |
+98 |
Mar11 |
100714 |
218.80 |
221.32 |
218.50 |
219.07 |
-1.04 |
764 |
9,601 |
+39 |
Apr11 |
100714 |
219.96 |
219.96 |
218.57 |
218.57 |
-1.10 |
503 |
6,273 |
+391 |
May11 |
100714 |
217.75 |
219.54 |
217.49 |
218.16 |
-1.11 |
307 |
5,641 |
+76 |
Jun11 |
100714 |
217.28 |
220.30 |
217.28 |
218.16 |
-1.11 |
243 |
18,959 |
+22 |
Jul11 |
100714 |
219.25 |
219.25 |
219.25 |
219.25 |
-1.12 |
111 |
2,024 |
-30 |
Total Volume and Open Interest |
72,339 |
314,008 |
+2,848 |
Gasoline(NYMEX) |
Aug10 |
100714 |
208.30 |
209.41 |
205.85 |
206.65 |
-1.56 |
43,809 |
65,842 |
-6,953 |
Sep10 |
100714 |
208.00 |
209.20 |
205.71 |
206.42 |
-1.42 |
24,169 |
67,791 |
+6,220 |
Oct10 |
100714 |
195.86 |
198.34 |
195.40 |
196.25 |
-0.93 |
7,701 |
28,028 |
+1,083 |
Nov10 |
100714 |
195.75 |
197.69 |
194.45 |
195.35 |
-0.81 |
3,029 |
24,340 |
+417 |
Dec10 |
100714 |
195.49 |
198.36 |
195.09 |
195.89 |
-0.74 |
3,813 |
13,547 |
-24 |
Jan11 |
100714 |
197.53 |
200.00 |
197.10 |
197.76 |
-0.67 |
699 |
7,076 |
-7 |
Feb11 |
100714 |
199.70 |
202.10 |
199.34 |
199.86 |
-0.66 |
115 |
2,050 |
-6 |
Mar11 |
100714 |
201.71 |
204.20 |
201.49 |
201.99 |
-0.62 |
196 |
2,678 |
+26 |
Apr11 |
100714 |
213.33 |
213.99 |
213.33 |
213.99 |
-0.62 |
98 |
3,886 |
-8 |
May11 |
100714 |
215.01 |
215.01 |
215.01 |
215.01 |
-0.58 |
24 |
3,472 |
+5 |
Total Volume and Open Interest |
83,660 |
229,492 |
+753 |
e-miNY RBOB Gasoline(NYM) |
Aug10 |
100714 |
206.70 |
206.70 |
206.65 |
206.70 |
-1.50 |
0 |
1 |
+0 |
Sep10 |
100714 |
206.40 |
206.42 |
206.40 |
206.40 |
-1.40 |
0 |
1 |
+0 |
Oct10 |
100714 |
196.30 |
196.30 |
196.25 |
196.30 |
-0.90 |
0 |
1 |
+0 |
Nov10 |
100714 |
195.40 |
195.40 |
195.35 |
195.40 |
-0.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
10 |
+1 |
Natural Gas(NYM) |
Aug10 |
100714 |
4.373 |
4.389 |
4.303 |
4.306 |
-0.048 |
67,874 |
121,306 |
-4,773 |
Sep10 |
100714 |
4.388 |
4.392 |
4.315 |
4.319 |
-0.045 |
30,235 |
146,360 |
+4,289 |
Oct10 |
100714 |
4.456 |
4.456 |
4.383 |
4.388 |
-0.041 |
19,568 |
88,810 |
-994 |
Nov10 |
100714 |
4.746 |
4.746 |
4.675 |
4.684 |
-0.042 |
11,801 |
55,418 |
-775 |
Dec10 |
100714 |
5.071 |
5.074 |
4.999 |
5.006 |
-0.053 |
7,164 |
38,946 |
-138 |
Jan11 |
100714 |
5.267 |
5.267 |
5.185 |
5.193 |
-0.053 |
10,498 |
59,577 |
+351 |
Feb11 |
100714 |
5.245 |
5.245 |
5.167 |
5.170 |
-0.051 |
524 |
17,470 |
-45 |
Mar11 |
100714 |
5.135 |
5.135 |
5.080 |
5.084 |
-0.050 |
4,847 |
51,498 |
-1,895 |
Apr11 |
100714 |
5.008 |
5.008 |
4.913 |
4.919 |
-0.050 |
3,901 |
43,636 |
+1,349 |
May11 |
100714 |
4.981 |
4.981 |
4.940 |
4.941 |
-0.050 |
361 |
20,098 |
+8 |
Jun11 |
100714 |
5.058 |
5.058 |
4.992 |
4.992 |
-0.050 |
496 |
7,909 |
-172 |
Jul11 |
100714 |
5.109 |
5.110 |
5.055 |
5.057 |
-0.050 |
438 |
6,951 |
+243 |
Aug11 |
100714 |
5.120 |
5.142 |
5.101 |
5.102 |
-0.050 |
67 |
5,426 |
+31 |
Sep11 |
100714 |
5.156 |
5.170 |
5.130 |
5.130 |
-0.050 |
54 |
5,533 |
+11 |
Oct11 |
100714 |
5.248 |
5.252 |
5.215 |
5.215 |
-0.051 |
324 |
19,006 |
+33 |
Nov11 |
100714 |
5.477 |
5.494 |
5.453 |
5.453 |
-0.050 |
52 |
5,194 |
-11 |
Total Volume and Open Interest |
158,515 |
795,690 |
-2,459 |
Brent Crude Oil(ICE) |
Aug10 |
100714 |
76.96 |
77.79 |
76.05 |
76.77 |
+0.12 |
106,482 |
64,657 |
-17,375 |
Sep10 |
100714 |
77.03 |
77.70 |
76.07 |
76.66 |
-0.07 |
112,803 |
194,855 |
+98 |
Oct10 |
100714 |
77.26 |
77.98 |
76.39 |
76.98 |
-0.06 |
54,022 |
98,606 |
+11,500 |
Nov10 |
100714 |
77.56 |
78.31 |
76.95 |
77.47 |
-0.06 |
22,066 |
33,302 |
-181 |
Dec10 |
100714 |
78.10 |
78.98 |
77.39 |
78.00 |
-0.09 |
28,397 |
112,181 |
+3,154 |
Jan11 |
100714 |
78.26 |
79.49 |
78.00 |
78.51 |
-0.11 |
4,615 |
25,635 |
-123 |
Feb11 |
100714 |
79.01 |
79.53 |
78.49 |
79.00 |
-0.11 |
2,173 |
16,643 |
-18 |
Mar11 |
100714 |
79.48 |
80.16 |
79.29 |
79.45 |
-0.13 |
1,783 |
13,094 |
+198 |
Apr11 |
100714 |
79.93 |
80.60 |
79.44 |
79.89 |
-0.13 |
1,526 |
9,845 |
+520 |
May11 |
100714 |
80.28 |
80.28 |
80.28 |
80.28 |
-0.13 |
582 |
15,474 |
-79 |
Jun11 |
100714 |
80.41 |
81.38 |
80.20 |
80.65 |
-0.12 |
2,056 |
25,137 |
-219 |
Jul11 |
100714 |
81.00 |
81.00 |
81.00 |
81.00 |
-0.13 |
142 |
7,640 |
+8 |
Aug11 |
100714 |
81.28 |
81.28 |
81.28 |
81.28 |
-0.13 |
13 |
3,927 |
-1 |
Sep11 |
100714 |
81.51 |
81.51 |
81.51 |
81.51 |
-0.11 |
1 |
4,566 |
+0 |
Total Volume and Open Interest |
342,218 |
744,005 |
-2,645 |
Gas Oil(ICE) |
Aug10 |
100714 |
653.75 |
658.50 |
647.25 |
651.75 |
-1.50 |
73,456 |
150,712 |
+4,255 |
Sep10 |
100714 |
657.25 |
663.00 |
652.00 |
656.50 |
-1.00 |
53,155 |
93,062 |
+10,387 |
Oct10 |
100714 |
660.00 |
667.50 |
656.50 |
661.00 |
-0.50 |
18,303 |
35,615 |
+592 |
Nov10 |
100714 |
665.50 |
670.50 |
661.25 |
665.00 |
-0.25 |
4,700 |
35,717 |
+437 |
Dec10 |
100714 |
667.75 |
674.25 |
664.00 |
668.75 |
-0.25 |
11,047 |
96,268 |
-426 |
Jan11 |
100714 |
673.00 |
678.50 |
668.50 |
673.00 |
-0.50 |
685 |
33,362 |
+341 |
Feb11 |
100714 |
674.00 |
677.00 |
674.00 |
677.00 |
-0.50 |
306 |
19,652 |
-32 |
Mar11 |
100714 |
678.25 |
680.50 |
678.00 |
680.50 |
-0.50 |
264 |
13,535 |
-33 |
Apr11 |
100714 |
682.50 |
685.00 |
679.50 |
683.50 |
-0.50 |
297 |
13,314 |
+40 |
May11 |
100714 |
684.00 |
688.25 |
682.50 |
686.75 |
-0.25 |
381 |
14,722 |
-85 |
Total Volume and Open Interest |
166,805 |
625,822 |
+4,822 |
Ethanol(CBOT) |
Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
Aug10 |
100714 |
1.580 |
1.595 |
1.580 |
1.590 |
+0.020 |
84 |
961 |
-46 |
Sep10 |
100714 |
1.585 |
1.595 |
1.585 |
1.590 |
+0.019 |
57 |
991 |
+17 |
Oct10 |
100714 |
1.595 |
1.601 |
1.595 |
1.595 |
+0.025 |
20 |
1,059 |
+15 |
Nov10 |
100714 |
1.607 |
1.607 |
1.603 |
1.603 |
+0.028 |
11 |
873 |
+11 |
Dec10 |
100714 |
1.624 |
1.624 |
1.615 |
1.615 |
+0.026 |
15 |
2,037 |
+7 |
Jan11 |
100714 |
1.635 |
1.635 |
1.630 |
1.633 |
+0.026 |
15 |
1,552 |
+15 |
Feb11 |
100714 |
1.680 |
1.680 |
1.680 |
1.680 |
+0.029 |
5 |
790 |
+0 |
Total Volume and Open Interest |
294 |
11,872 |
+84 |
WTI Crude Oil(ICE |
Aug10 |
100714 |
77.27 |
78.14 |
76.38 |
77.04 |
-0.11 |
66,296 |
59,334 |
-8,032 |
Sep10 |
100714 |
77.80 |
78.54 |
76.83 |
77.45 |
-0.14 |
37,155 |
88,881 |
+5,099 |
Oct10 |
100714 |
78.17 |
78.85 |
77.28 |
77.79 |
-0.19 |
10,831 |
39,484 |
+2,202 |
Nov10 |
100714 |
78.69 |
79.20 |
77.93 |
78.29 |
-0.24 |
1,935 |
15,843 |
+50 |
Dec10 |
100714 |
79.25 |
79.78 |
78.38 |
78.83 |
-0.28 |
8,203 |
82,720 |
-726 |
Jan11 |
100714 |
79.14 |
80.13 |
79.04 |
79.33 |
-0.28 |
671 |
16,713 |
+78 |
Feb11 |
100714 |
79.44 |
80.47 |
79.44 |
79.74 |
-0.28 |
1,149 |
11,067 |
-3 |
Mar11 |
100714 |
79.86 |
80.90 |
79.72 |
80.11 |
-0.29 |
1,229 |
8,103 |
-112 |
Apr11 |
100714 |
80.61 |
81.25 |
80.47 |
80.47 |
-0.30 |
218 |
6,007 |
-23 |
May11 |
100714 |
80.81 |
80.81 |
80.81 |
80.81 |
-0.31 |
162 |
4,111 |
-53 |
Jun11 |
100714 |
80.83 |
81.26 |
80.83 |
81.13 |
-0.32 |
1,035 |
19,888 |
+295 |
Jul11 |
100714 |
81.44 |
81.44 |
81.44 |
81.44 |
-0.32 |
9 |
10,153 |
+1,200 |
Aug11 |
100714 |
81.61 |
81.61 |
81.61 |
81.61 |
-0.32 |
5 |
2,308 |
+0 |
Sep11 |
100714 |
81.73 |
81.73 |
81.73 |
81.73 |
-0.32 |
7 |
2,791 |
+0 |
Oct11 |
100714 |
81.85 |
81.85 |
81.85 |
81.85 |
-0.32 |
5 |
2,090 |
-5 |
Nov11 |
100714 |
81.96 |
81.96 |
81.96 |
81.96 |
-0.32 |
9 |
7,175 |
+0 |
Total Volume and Open Interest |
131,750 |
490,651 |
+448 |
US Dollar Index(ICE) |
Sep10 |
100714 |
83.710 |
83.875 |
83.365 |
83.598 |
-0.222 |
12,706 |
24,590 |
-622 |
Dec10 |
100714 |
84.005 |
84.045 |
83.918 |
83.918 |
-0.222 |
4 |
649 |
+0 |
Mar11 |
100714 |
84.277 |
84.277 |
84.277 |
84.277 |
-0.223 |
|
|
|
Total Volume and Open Interest |
12,710 |
25,240 |
-622 |
Australian Dollar(CME) |
Sep10 |
100714 |
87.71 |
88.08 |
87.22 |
87.53 |
+0.11 |
62,755 |
64,639 |
-94 |
Dec10 |
100714 |
86.81 |
87.00 |
86.42 |
86.58 |
+0.11 |
227 |
844 |
+136 |
Mar11 |
100714 |
85.64 |
85.64 |
85.55 |
85.64 |
+0.09 |
|
|
|
Total Volume and Open Interest |
62,982 |
65,639 |
+42 |
British Pound(CME) |
Sep10 |
100714 |
151.72 |
152.95 |
151.69 |
152.48 |
+0.93 |
118,902 |
133,959 |
+5,477 |
Dec10 |
100714 |
151.90 |
152.77 |
151.52 |
152.44 |
+0.92 |
123 |
326 |
-6 |
Mar11 |
100714 |
152.39 |
152.39 |
151.48 |
152.39 |
+0.91 |
0 |
3 |
+0 |
Total Volume and Open Interest |
119,025 |
134,288 |
+5,471 |
Canadian Dollar(CME) |
Sep10 |
100714 |
96.90 |
97.16 |
96.35 |
96.54 |
-0.26 |
62,643 |
79,918 |
-301 |
Dec10 |
100714 |
96.71 |
97.01 |
96.22 |
96.40 |
-0.26 |
452 |
3,374 |
-53 |
Mar11 |
100714 |
96.74 |
96.74 |
96.15 |
96.23 |
-0.27 |
3 |
348 |
+0 |
Jun11 |
100714 |
96.10 |
96.39 |
96.01 |
96.01 |
-0.28 |
0 |
233 |
+0 |
Total Volume and Open Interest |
63,098 |
83,898 |
-354 |
Japanese Yen(CME) |
Sep10 |
100714 |
112.81 |
113.64 |
112.31 |
113.41 |
+0.41 |
90,750 |
129,726 |
+3,281 |
Dec10 |
100714 |
112.90 |
113.69 |
112.67 |
113.58 |
+0.40 |
71 |
336 |
+14 |
Mar11 |
100714 |
113.77 |
113.77 |
113.38 |
113.77 |
+0.39 |
0 |
9 |
+0 |
Total Volume and Open Interest |
90,821 |
130,071 |
+3,295 |
Swiss Franc(CME) |
Sep10 |
100714 |
94.88 |
95.10 |
94.27 |
94.88 |
+0.11 |
38,370 |
49,572 |
+2,164 |
Dec10 |
100714 |
94.88 |
95.10 |
94.56 |
95.03 |
+0.11 |
7 |
98 |
+3 |
Mar11 |
100714 |
95.16 |
95.16 |
95.07 |
95.16 |
+0.09 |
0 |
2 |
+0 |
Total Volume and Open Interest |
38,377 |
49,673 |
+2,167 |
EuroFX(CME) |
Sep10 |
100714 |
127.28 |
127.79 |
126.82 |
127.30 |
+0.28 |
184,312 |
218,780 |
+8,864 |
Dec10 |
100714 |
127.22 |
127.72 |
126.85 |
127.30 |
+0.28 |
197 |
1,380 |
-46 |
Mar11 |
100714 |
127.40 |
127.40 |
127.02 |
127.29 |
+0.27 |
1 |
62 |
+0 |
Total Volume and Open Interest |
184,512 |
220,229 |
+8,819 |
Mexican Peso(CME) |
Jul10 |
100714 |
787.0 |
787.8 |
787.0 |
787.0 |
-0.8 |
|
|
|
Aug10 |
100714 |
784.0 |
784.8 |
784.0 |
784.0 |
-0.8 |
|
|
|
Total Volume and Open Interest |
12,771 |
60,263 |
+203 |
30-Year T-Bonds(CBOT) |
Sep10 |
100714 |
125~210 |
126~200 |
125~160 |
126~190 |
+0~230 |
|
|
|
Dec10 |
100714 |
124~030 |
125~080 |
124~020 |
125~060 |
+1~040 |
127 |
1,174 |
-15 |
Mar11 |
100714 |
123~280 |
123~280 |
122~240 |
123~280 |
+1~040 |
0 |
30 |
-1 |
Total Volume and Open Interest |
211,073 |
678,528 |
+4,229 |
10-Year T-Notes(CBOT) |
Sep10 |
100714 |
121~180 |
122~100 |
121~145 |
122~075 |
+0~185 |
797,657 |
1,738,830 |
+27,415 |
Dec10 |
100714 |
120~170 |
121~115 |
120~170 |
121~100 |
+0~195 |
99 |
2,615 |
-2 |
Mar11 |
100714 |
120~020 |
120~020 |
119~060 |
119~280 |
+0~220 |
18 |
59 |
+11 |
Total Volume and Open Interest |
797,774 |
1,741,537 |
+27,424 |
5-Year T-Notes(CBOT) |
Sep10 |
100714 |
118~001 |
118~068 |
117~119 |
118~059 |
+0~052 |
316,207 |
920,338 |
-867 |
Dec10 |
100714 |
117~023 |
117~070 |
117~010 |
117~070 |
+0~054 |
25 |
104 |
+22 |
Mar11 |
100714 |
116~076 |
116~076 |
116~022 |
116~076 |
+0~054 |
|
|
|
Total Volume and Open Interest |
316,232 |
920,442 |
-845 |
2 Year T-Notes(CBOT) |
Sep10 |
100714 |
54~093 |
54~093 |
54~093 |
54~093 |
+0~004 |
|
|
|
Dec10 |
100714 |
109~005 |
109~030 |
109~005 |
109~027 |
+0~017 |
0 |
40 |
+0 |
Mar11 |
100714 |
108~123 |
108~123 |
108~106 |
108~123 |
+0~017 |
|
|
|
Total Volume and Open Interest |
129,750 |
846,224 |
+1,230 |
Eurodollars(CME) |
Sep10 |
100714 |
99.435 |
99.450 |
99.430 |
99.445 |
+0.010 |
162,549 |
1,032,820 |
+1,162 |
Dec10 |
100714 |
99.360 |
99.390 |
99.360 |
99.385 |
+0.020 |
113,518 |
1,156,292 |
+8,643 |
Mar11 |
100714 |
99.275 |
99.320 |
99.265 |
99.310 |
+0.035 |
109,591 |
918,892 |
+14,834 |
Jun11 |
100714 |
99.125 |
99.190 |
99.115 |
99.180 |
+0.050 |
88,137 |
875,955 |
+392 |
Sep11 |
100714 |
98.945 |
99.030 |
98.935 |
99.020 |
+0.070 |
109,538 |
1,011,136 |
-3,040 |
Dec11 |
100714 |
98.705 |
98.810 |
98.690 |
98.795 |
+0.085 |
89,582 |
635,534 |
-4,997 |
Mar12 |
100714 |
98.470 |
98.600 |
98.460 |
98.575 |
+0.095 |
58,618 |
452,282 |
+6,810 |
Jun12 |
100714 |
98.205 |
98.365 |
98.200 |
98.330 |
+0.100 |
59,478 |
337,410 |
+1,556 |
Sep12 |
100714 |
97.960 |
98.125 |
97.950 |
98.085 |
+0.100 |
44,757 |
238,176 |
+5,951 |
Dec12 |
100714 |
97.705 |
97.875 |
97.695 |
97.835 |
+0.100 |
40,204 |
166,524 |
-52 |
Mar13 |
100714 |
97.495 |
97.665 |
97.490 |
97.625 |
+0.100 |
48,098 |
190,840 |
+1,867 |
Jun13 |
100714 |
97.270 |
97.440 |
97.265 |
97.395 |
+0.095 |
35,605 |
112,918 |
+2,362 |
Sep13 |
100714 |
97.050 |
97.215 |
97.050 |
97.170 |
+0.090 |
15,737 |
79,835 |
+1,644 |
Dec13 |
100714 |
96.825 |
96.980 |
96.825 |
96.945 |
+0.090 |
8,572 |
40,522 |
-845 |
Mar14 |
100714 |
96.650 |
96.800 |
96.650 |
96.765 |
+0.085 |
8,252 |
46,969 |
-209 |
Jun14 |
100714 |
96.485 |
96.615 |
96.485 |
96.585 |
+0.085 |
6,978 |
35,794 |
-747 |
Sep14 |
100714 |
96.330 |
96.450 |
96.330 |
96.420 |
+0.080 |
4,584 |
26,899 |
+376 |
Dec14 |
100714 |
96.170 |
96.280 |
96.170 |
96.255 |
+0.080 |
2,772 |
43,839 |
-440 |
Total Volume and Open Interest |
1,025,949 |
7,596,798 |
+34,471 |
30 Day Federal Funds(CBOT) |
Jul10 |
100714 |
99.820 |
99.820 |
99.817 |
99.817 |
unch |
5,375 |
57,153 |
+1,812 |
Aug10 |
100714 |
99.810 |
99.815 |
99.810 |
99.810 |
unch |
1,299 |
77,747 |
+418 |
Sep10 |
100714 |
99.810 |
99.810 |
99.805 |
99.805 |
unch |
1,291 |
52,215 |
+1,049 |
Oct10 |
100714 |
99.800 |
99.805 |
99.795 |
99.800 |
+0.005 |
2,173 |
61,385 |
+913 |
Nov10 |
100714 |
99.790 |
99.795 |
99.785 |
99.790 |
+0.005 |
2,489 |
81,468 |
-1,255 |
Dec10 |
100714 |
99.785 |
99.790 |
99.780 |
99.785 |
+0.005 |
468 |
68,151 |
-83 |
Total Volume and Open Interest |
25,938 |
604,976 |
+3,766 |
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 |
100714 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
0 |
871 |
+0 |
Dec10 |
100714 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.005 |
100 |
542 |
+100 |
Mar11 |
100714 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.012 |
0 |
367 |
+0 |
Jun11 |
100714 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.020 |
|
|
|
Sep11 |
100714 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.015 |
|
|
|
Dec11 |
100714 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.015 |
|
|
|
Mar12 |
100714 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.015 |
|
|
|
Jun12 |
100714 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.015 |
|
|
|
Sep12 |
100714 |
99.755 |
99.755 |
99.755 |
99.755 |
+0.015 |
|
|
|
Dec12 |
100714 |
99.450 |
99.450 |
99.450 |
99.450 |
+0.015 |
|
|
|
Total Volume and Open Interest |
100 |
1,780 |
+100 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100714 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
3 |
3,237 |
+63 |
Dec10 |
100714 |
99.68 |
99.68 |
99.66 |
99.66 |
+0.00 |
0 |
1,322 |
-100 |
Mar11 |
100714 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
1,959 |
+0 |
Jun11 |
100714 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
200 |
1,384 |
+1 |
Sep11 |
100714 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
108 |
+0 |
Dec11 |
100714 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
106 |
+0 |
Mar12 |
100714 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
305 |
+0 |
Jun12 |
100714 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
754 |
+0 |
Total Volume and Open Interest |
203 |
9,487 |
-36 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100713 |
141.45 |
141.51 |
141.34 |
141.42 |
+0.19 |
886 |
21,269 |
+0 |
Dec10 |
100714 |
140.38 |
140.38 |
140.38 |
140.38 |
-0.16 |
0 |
10 |
+0 |
Mar11 |
100714 |
138.29 |
138.29 |
138.29 |
138.29 |
-0.16 |
|
|
|
Total Volume and Open Interest |
685 |
21,511 |
+283 |
Euro-Bund(EUREX) |
Sep10 |
100714 |
128.65 |
129.09 |
128.57 |
128.72 |
-0.16 |
487,381 |
903,187 |
-1,923 |
Dec10 |
100714 |
127.18 |
127.48 |
127.18 |
127.26 |
-0.16 |
12 |
1,372 |
+0 |
Mar11 |
100714 |
127.22 |
127.22 |
127.22 |
127.22 |
-0.16 |
|
|
|
Total Volume and Open Interest |
487,393 |
904,559 |
-1,923 |
Euro-Bobl(EUREX) |
Sep10 |
100630 |
121.05 |
121.08 |
120.79 |
120.91 |
-0.02 |
370,593 |
679,454 |
-9,331 |
Dec10 |
100714 |
118.88 |
118.88 |
118.88 |
118.88 |
-0.23 |
36 |
12,479 |
+0 |
Mar11 |
100714 |
117.89 |
117.89 |
117.89 |
117.89 |
-0.23 |
|
|
|
Total Volume and Open Interest |
343,525 |
737,029 |
-13,747 |
3-Mth Euribor(EUREX) |
Sep10 |
100714 |
99.000 |
99.005 |
99.000 |
99.005 |
+0.005 |
61 |
3,405 |
+51 |
Dec10 |
100714 |
98.890 |
98.895 |
98.890 |
98.895 |
-0.015 |
79 |
2,042 |
-68 |
Mar11 |
100714 |
98.830 |
98.830 |
98.830 |
98.830 |
-0.030 |
26 |
1,103 |
-5 |
Total Volume and Open Interest |
197 |
10,397 |
-10 |
Long Gilt(LIFFE) |
Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
Dec10 |
100714 |
119~14 |
119~14 |
119~14 |
119~14 |
-0~07 |
|
|
|
Total Volume and Open Interest |
56,716 |
284,926 |
-6,254 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100714 |
99.21 |
99.21 |
99.20 |
99.20 |
-0.01 |
21,700 |
358,434 |
-248 |
Dec10 |
100714 |
99.12 |
99.12 |
99.10 |
99.10 |
-0.01 |
32,328 |
411,319 |
+519 |
Mar11 |
100714 |
99.00 |
99.01 |
98.98 |
98.99 |
-0.01 |
49,070 |
305,725 |
-3,941 |
Jun11 |
100714 |
98.85 |
98.86 |
98.83 |
98.84 |
-0.01 |
57,534 |
288,602 |
-10,820 |
Sep11 |
100714 |
98.68 |
98.69 |
98.65 |
98.66 |
-0.02 |
28,211 |
327,209 |
+1,022 |
Dec11 |
100714 |
98.44 |
98.46 |
98.42 |
98.43 |
-0.03 |
29,328 |
260,812 |
+3,900 |
Total Volume and Open Interest |
265,355 |
2,373,164 |
-8,567 |
3-Mth Euribor(LIFFE) |
Sep10 |
100714 |
99.000 |
99.030 |
98.995 |
99.005 |
+0.005 |
153,437 |
580,200 |
+8,046 |
Dec10 |
100714 |
98.905 |
98.935 |
98.885 |
98.895 |
-0.015 |
141,877 |
491,075 |
+6,055 |
Mar11 |
100714 |
98.845 |
98.870 |
98.825 |
98.830 |
-0.025 |
94,000 |
471,110 |
+3,448 |
Total Volume and Open Interest |
742,756 |
3,227,773 |
+37,583 |
3-Mth Aus T-Bills(SFE) |
Sep10 |
100714 |
95.12 |
95.14 |
95.09 |
95.10 |
-0.03 |
13,596 |
250,718 |
-978 |
Dec10 |
100714 |
95.09 |
95.12 |
95.01 |
95.05 |
-0.05 |
16,293 |
182,779 |
+778 |
Mar11 |
100714 |
95.07 |
95.10 |
94.96 |
94.99 |
-0.09 |
6,366 |
78,743 |
+149 |
Jun11 |
100714 |
95.03 |
95.06 |
94.91 |
94.95 |
-0.09 |
3,426 |
58,334 |
+43 |
Sep11 |
100714 |
94.95 |
94.95 |
94.86 |
94.90 |
-0.10 |
804 |
37,147 |
-105 |
Dec11 |
100714 |
94.89 |
94.89 |
94.84 |
94.86 |
-0.08 |
730 |
26,451 |
-259 |
Mar12 |
100714 |
94.83 |
94.86 |
94.80 |
94.82 |
-0.09 |
535 |
24,268 |
+262 |
Jun12 |
100714 |
94.82 |
94.85 |
94.80 |
94.80 |
-0.10 |
511 |
7,693 |
+163 |
Sep12 |
100714 |
94.83 |
94.85 |
94.82 |
94.82 |
-0.09 |
441 |
3,108 |
-341 |
Dec12 |
100714 |
94.84 |
94.84 |
94.82 |
94.82 |
-0.09 |
5 |
1,224 |
-5 |
Total Volume and Open Interest |
42,707 |
671,334 |
-293 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100714 |
94.89 |
94.94 |
94.80 |
94.82 |
-0.08 |
30,907 |
345,668 |
+4,355 |
Dec10 |
100714 |
94.81 |
94.81 |
94.81 |
94.81 |
-0.08 |
|
|
|
Total Volume and Open Interest |
30,907 |
345,668 |
+4,355 |
3-Year Aus T-Bonds(SFE) |
Sep10 |
100714 |
95.41 |
95.48 |
95.29 |
95.32 |
-0.09 |
86,464 |
601,367 |
+4,553 |
Dec10 |
100714 |
95.27 |
95.27 |
95.27 |
95.27 |
-0.09 |
|
|
|
Total Volume and Open Interest |
86,464 |
601,367 |
+4,553 |
Gold(CMX) |
Aug10 |
100714 |
1212.0 |
1218.2 |
1202.5 |
1207.0 |
-6.5 |
96,041 |
279,046 |
-12,149 |
Oct10 |
100714 |
1214.9 |
1220.0 |
1204.5 |
1209.0 |
-6.5 |
439 |
25,392 |
+130 |
Dec10 |
100714 |
1215.8 |
1222.1 |
1206.5 |
1211.0 |
-6.4 |
24,136 |
123,798 |
+4,442 |
Feb11 |
100714 |
1218.3 |
1224.0 |
1212.9 |
1212.9 |
-6.5 |
113 |
21,537 |
+9 |
Apr11 |
100714 |
1221.2 |
1224.5 |
1214.0 |
1214.7 |
-6.5 |
47 |
17,370 |
+13 |
Jun11 |
100714 |
570.5 |
570.5 |
559.6 |
561.2 |
-6.6 |
482 |
13,990 |
+398 |
Aug11 |
100714 |
1219.9 |
1219.9 |
1218.6 |
1218.6 |
-6.7 |
17 |
7,552 |
+7 |
Oct11 |
100714 |
1221.0 |
1221.0 |
1221.0 |
1221.0 |
-6.8 |
0 |
7,467 |
+0 |
Dec11 |
100714 |
1232.7 |
1233.7 |
1221.9 |
1223.4 |
-7.0 |
73 |
13,289 |
-69 |
Feb12 |
100714 |
1226.2 |
1226.2 |
1226.2 |
1226.2 |
-7.1 |
0 |
4,153 |
+0 |
Apr12 |
100714 |
1229.3 |
1229.3 |
1229.3 |
1229.3 |
-7.3 |
0 |
4,988 |
+0 |
Jun12 |
100714 |
1234.0 |
1234.0 |
1229.0 |
1232.6 |
-7.5 |
850 |
9,495 |
-850 |
Total Volume and Open Interest |
123,606 |
563,311 |
-7,084 |
Silver(CMX) |
Jul10 |
100714 |
1824.5 |
1835.0 |
1810.5 |
1827.4 |
+3.7 |
36 |
734 |
-14 |
Sep10 |
100714 |
1828.0 |
1849.0 |
1811.5 |
1829.0 |
+3.3 |
18,043 |
63,838 |
-252 |
Dec10 |
100714 |
1827.5 |
1853.0 |
1818.5 |
1835.1 |
+3.4 |
919 |
24,718 |
+223 |
Mar11 |
100714 |
1845.0 |
1853.5 |
1838.5 |
1839.4 |
+3.4 |
83 |
10,154 |
+7 |
May11 |
100714 |
1840.5 |
1841.7 |
1840.5 |
1841.7 |
+3.4 |
0 |
7,671 |
+0 |
Jul11 |
100714 |
1843.7 |
1843.7 |
1843.7 |
1843.7 |
+3.3 |
82 |
3,861 |
+48 |
Sep11 |
100714 |
1845.4 |
1845.4 |
1845.4 |
1845.4 |
+3.2 |
0 |
450 |
+0 |
Total Volume and Open Interest |
19,234 |
118,435 |
+22 |
Platinum(NYMEX) |
Jul10 |
100714 |
1522.3 |
1522.3 |
1516.8 |
1516.8 |
-14.8 |
8 |
51 |
-17 |
Oct10 |
100714 |
1529.0 |
1541.0 |
1520.1 |
1520.6 |
-14.8 |
1,773 |
27,211 |
-88 |
Jan11 |
100714 |
1531.8 |
1535.5 |
1525.0 |
1525.0 |
-15.1 |
52 |
819 |
+44 |
Apr11 |
100714 |
1525.0 |
1525.0 |
1525.0 |
1525.0 |
-15.1 |
2 |
6 |
+0 |
Total Volume and Open Interest |
1,835 |
28,112 |
-61 |
Palladium(NYMEX) |
Sep10 |
100714 |
466.50 |
471.80 |
463.70 |
465.80 |
-3.35 |
1,661 |
19,016 |
-342 |
Dec10 |
100714 |
468.00 |
468.00 |
467.05 |
467.05 |
-3.20 |
51 |
736 |
+51 |
Mar11 |
100714 |
467.80 |
467.80 |
467.80 |
467.80 |
-3.20 |
0 |
20 |
+0 |
Total Volume and Open Interest |
1,712 |
19,781 |
-291 |
Copper(CMX) |
Jul10 |
100714 |
303.15 |
303.40 |
298.05 |
300.10 |
-0.85 |
448 |
1,858 |
-82 |
Sep10 |
100714 |
303.90 |
305.60 |
298.55 |
300.85 |
-0.90 |
21,321 |
77,056 |
+51 |
Dec10 |
100714 |
305.30 |
307.50 |
301.10 |
302.95 |
-1.00 |
2,055 |
21,645 |
+437 |
Mar11 |
100714 |
303.75 |
304.25 |
302.00 |
304.10 |
-1.15 |
697 |
10,232 |
+299 |
May11 |
100714 |
304.75 |
304.75 |
304.75 |
304.75 |
-1.20 |
0 |
1,355 |
+0 |
Total Volume and Open Interest |
25,756 |
128,784 |
+1,124 |
DJIA Index(CBOT) |
Sep10 |
100714 |
10327 |
10358 |
10245 |
10306 |
+18 |
361 |
6,846 |
-74 |
Dec10 |
100714 |
10250 |
10250 |
10226 |
10244 |
+18 |
0 |
6 |
+0 |
Mar11 |
100714 |
10190 |
10190 |
10172 |
10190 |
+18 |
|
|
|
Jun11 |
100714 |
10132 |
10132 |
10114 |
10132 |
+18 |
|
|
|
Total Volume and Open Interest |
361 |
6,852 |
-74 |
S & P 500(CME) |
Sep10 |
100714 |
1094.50 |
1099.00 |
1083.70 |
1091.10 |
+1.40 |
9,775 |
304,056 |
+900 |
Dec10 |
100714 |
1087.50 |
1089.00 |
1079.00 |
1086.50 |
+1.50 |
131 |
4,582 |
-5 |
Mar11 |
100714 |
1082.30 |
1084.80 |
1074.80 |
1082.30 |
+1.50 |
0 |
500 |
+0 |
Jun11 |
100714 |
1078.80 |
1081.30 |
1071.30 |
1078.80 |
+1.50 |
0 |
52 |
+0 |
Total Volume and Open Interest |
9,906 |
309,201 |
+895 |
S & P 500 E-Mini(Globex) |
Sep10 |
100714 |
1095.00 |
1099.00 |
1083.50 |
1091.00 |
+1.25 |
1,382,638 |
2,782,993 |
+35,525 |
Dec10 |
100714 |
1091.25 |
1094.25 |
1079.50 |
1086.50 |
+1.50 |
1,249 |
11,901 |
+231 |
Total Volume and Open Interest |
1,383,888 |
2,795,060 |
+35,757 |
NASDAQ 100(CME) |
Sep10 |
100714 |
1855.50 |
1865.80 |
1838.00 |
1851.30 |
+8.80 |
368 |
13,041 |
+5 |
Dec10 |
100714 |
1849.00 |
1849.00 |
1848.50 |
1849.00 |
+8.70 |
0 |
1 |
+0 |
Mar11 |
100714 |
1846.50 |
1847.30 |
1846.50 |
1846.50 |
+8.70 |
|
|
|
Total Volume and Open Interest |
368 |
13,042 |
+5 |
NASDAQ 100 E-Mini(Globex) |
Sep10 |
100714 |
1860.00 |
1866.30 |
1838.00 |
1851.30 |
+8.80 |
238,450 |
316,627 |
+3,394 |
Dec10 |
100714 |
1853.00 |
1862.50 |
1836.80 |
1849.00 |
+8.70 |
166 |
185 |
-27 |
Total Volume and Open Interest |
238,616 |
316,814 |
+3,367 |
S & P Midcap 400(CME) |
Sep10 |
100714 |
748.00 |
756.00 |
744.50 |
751.30 |
+1.80 |
187 |
2,050 |
+180 |
Dec10 |
100714 |
749.30 |
749.30 |
748.50 |
749.30 |
+1.80 |
|
|
|
Mar11 |
100714 |
747.30 |
747.30 |
746.50 |
747.30 |
+1.80 |
|
|
|
Total Volume and Open Interest |
187 |
2,050 |
+180 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100714 |
9790 |
9790 |
9790 |
9790 |
+150 |
|
|
|
Dec10 |
100714 |
9750 |
9790 |
9750 |
9790 |
+140 |
|
|
|
Total Volume and Open Interest |
6,580 |
31,455 |
+102 |
Nikkei 225(SGX) |
Sep10 |
100714 |
9525 |
9810 |
9515 |
9790 |
+270 |
78,990 |
161,723 |
+2,210 |
Dec10 |
100714 |
9710 |
9750 |
9710 |
9740 |
+270 |
61 |
2,068 |
+12 |
Mar11 |
100714 |
9735 |
9735 |
9735 |
9735 |
+270 |
0 |
41 |
+0 |
Total Volume and Open Interest |
79,052 |
164,826 |
+2,285 |
CAC 40(EURONEXT) |
Jul10 |
100714 |
3658.0 |
3660.5 |
3595.0 |
3633.0 |
-2.0 |
116,947 |
406,416 |
-23,859 |
Aug10 |
100714 |
3661.0 |
3661.0 |
3597.0 |
3633.5 |
-2.0 |
35,601 |
65,155 |
+27,622 |
Sep10 |
100714 |
3654.5 |
3654.5 |
3594.5 |
3629.5 |
-1.5 |
617 |
37,528 |
+51 |
Total Volume and Open Interest |
153,165 |
510,347 |
+3,810 |
Hang Seng Index(HKFE) |
Jul10 |
100714 |
20740 |
20788 |
20534 |
20553 |
+119 |
58,281 |
68,282 |
-5,954 |
Aug10 |
100714 |
20721 |
20757 |
20510 |
20524 |
+117 |
1,647 |
1,675 |
+176 |
Sep10 |
100714 |
20645 |
20655 |
20423 |
20443 |
+122 |
4,149 |
5,992 |
+60 |
Total Volume and Open Interest |
64,685 |
76,916 |
-5,753 |
DAX(EUREX) |
Sep10 |
100714 |
6240.0 |
6246.0 |
6166.0 |
6210.0 |
+20.0 |
97,770 |
149,429 |
+1,860 |
Dec10 |
100714 |
6246.0 |
6246.0 |
6181.0 |
6219.5 |
+19.5 |
74 |
12,046 |
+35 |
Mar11 |
100714 |
6236.0 |
6236.0 |
6205.0 |
6233.5 |
+20.5 |
18 |
1,206 |
+7 |
Total Volume and Open Interest |
97,862 |
162,681 |
+1,902 |
FT-SE 100(EURONEXT) |
Sep10 |
100714 |
5259.00 |
5262.50 |
5172.00 |
5219.00 |
-9.00 |
70,887 |
640,097 |
-1,173 |
Dec10 |
100714 |
5214.00 |
5214.00 |
5173.00 |
5196.50 |
-9.00 |
82 |
6,808 |
-31 |
Mar11 |
100714 |
5190.50 |
5190.50 |
5157.00 |
5157.00 |
-9.00 |
0 |
979 |
+0 |
Total Volume and Open Interest |
70,970 |
648,079 |
-1,204 |
SPI 200(SFE) |
Sep10 |
100714 |
4365.0 |
4448.0 |
4360.0 |
4445.0 |
+86.0 |
27,668 |
219,305 |
-250 |
Dec10 |
100714 |
4422.0 |
4465.0 |
4422.0 |
4462.0 |
+84.0 |
7 |
3,336 |
+1 |
Mar11 |
100714 |
4450.0 |
4450.0 |
4450.0 |
4450.0 |
+84.0 |
3 |
1,163 |
+1 |
Total Volume and Open Interest |
28,022 |
224,992 |
+32 |
GSCI(CME) |
Jul10 |
100714 |
502.50 |
509.00 |
500.50 |
503.00 |
-1.00 |
3,261 |
8,159 |
-3,084 |
Aug10 |
100714 |
503.50 |
510.50 |
502.00 |
504.55 |
-1.05 |
3,330 |
9,209 |
+3,056 |
Sep10 |
100714 |
506.25 |
512.40 |
505.00 |
507.00 |
-1.60 |
2 |
0 |
+0 |
Total Volume and Open Interest |
6,593 |
17,368 |
-28 |
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. |
|
|