|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu July 15, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100715 |
995.75 |
1021.75 |
989.00 |
1019.00 |
+21.50 |
39,154 |
66,900 |
+693 |
| Sep10 |
100715 |
974.25 |
1001.75 |
972.25 |
1001.00 |
+25.75 |
7,087 |
19,666 |
+653 |
| Nov10 |
100715 |
960.25 |
989.75 |
959.75 |
988.00 |
+26.00 |
80,311 |
275,353 |
+898 |
| Jan11 |
100715 |
969.00 |
997.25 |
968.25 |
995.00 |
+24.75 |
7,800 |
42,033 |
+2,649 |
| Mar11 |
100715 |
972.00 |
997.50 |
972.00 |
996.50 |
+22.75 |
2,729 |
14,740 |
+1,242 |
| May11 |
100715 |
971.50 |
995.00 |
971.50 |
994.75 |
+20.00 |
1,877 |
13,850 |
+664 |
| Jul11 |
100715 |
980.25 |
1003.00 |
980.25 |
1002.50 |
+19.50 |
2,524 |
18,034 |
+443 |
| Total Volume and Open Interest |
145,241 |
468,556 |
+6,831 |
| Soybean Meal(CBOT) |
| Aug10 |
100715 |
298.30 |
307.70 |
297.40 |
307.60 |
+9.30 |
26,761 |
35,868 |
-4,001 |
| Sep10 |
100715 |
288.30 |
298.40 |
284.00 |
298.20 |
+9.90 |
8,650 |
26,364 |
+642 |
| Oct10 |
100715 |
280.50 |
291.50 |
280.20 |
291.40 |
+10.90 |
3,381 |
13,740 |
-295 |
| Dec10 |
100715 |
278.80 |
298.50 |
278.80 |
290.40 |
+10.80 |
27,599 |
92,198 |
+505 |
| Jan11 |
100715 |
279.20 |
289.10 |
278.90 |
289.10 |
+10.40 |
732 |
6,810 |
+15 |
| Mar11 |
100715 |
279.60 |
289.50 |
279.60 |
288.50 |
+9.80 |
937 |
6,491 |
+42 |
| May11 |
100715 |
280.60 |
287.50 |
280.60 |
286.60 |
+9.00 |
585 |
5,330 |
+52 |
| Jul11 |
100715 |
286.40 |
287.90 |
274.30 |
287.90 |
+8.30 |
70 |
4,459 |
-12 |
| Total Volume and Open Interest |
69,974 |
195,206 |
-3,659 |
| Soybean Oil(CBOT) |
| Aug10 |
100715 |
38.10 |
38.62 |
37.90 |
38.59 |
+0.48 |
41,650 |
54,521 |
-11,542 |
| Sep10 |
100715 |
38.28 |
38.79 |
38.09 |
38.78 |
+0.50 |
23,769 |
41,712 |
+5,393 |
| Oct10 |
100715 |
38.38 |
38.99 |
38.29 |
38.97 |
+0.49 |
3,206 |
17,651 |
+442 |
| Dec10 |
100715 |
38.85 |
39.41 |
38.69 |
39.37 |
+0.47 |
42,273 |
140,023 |
-2,004 |
| Jan11 |
100715 |
39.10 |
39.69 |
39.05 |
39.66 |
+0.45 |
1,287 |
10,380 |
+249 |
| Mar11 |
100715 |
39.34 |
39.96 |
39.34 |
39.92 |
+0.42 |
539 |
6,239 |
+50 |
| May11 |
100715 |
40.08 |
40.19 |
39.88 |
40.16 |
+0.41 |
480 |
4,247 |
+148 |
| Jul11 |
100715 |
40.38 |
40.50 |
40.18 |
40.45 |
+0.40 |
64 |
3,491 |
+4 |
| Total Volume and Open Interest |
113,736 |
281,954 |
-7,517 |
| Canola(WCE) |
| Jul10 |
100714 |
442.4 |
442.4 |
442.4 |
442.4 |
+3.5 |
112 |
100 |
+89 |
| Nov10 |
100715 |
444.5 |
457.5 |
444.5 |
455.6 |
+13.2 |
8,484 |
130,860 |
-427 |
| Jan11 |
100715 |
445.8 |
457.5 |
445.8 |
456.1 |
+12.8 |
446 |
10,147 |
-2 |
| Mar11 |
100715 |
446.6 |
455.7 |
446.6 |
453.5 |
+11.8 |
105 |
5,495 |
+64 |
| May11 |
100715 |
446.0 |
456.2 |
446.0 |
453.6 |
+11.8 |
132 |
1,717 |
+11 |
| Total Volume and Open Interest |
9,387 |
152,202 |
-326 |
| Corn(CBOT) |
| Sep10 |
100715 |
383.50 |
397.75 |
383.00 |
392.50 |
+8.25 |
76,451 |
386,980 |
+1,306 |
| Dec10 |
100715 |
395.50 |
410.00 |
395.00 |
405.25 |
+9.00 |
132,583 |
490,022 |
-659 |
| Mar11 |
100715 |
406.50 |
420.50 |
406.50 |
416.00 |
+8.00 |
15,075 |
80,916 |
-1,522 |
| May11 |
100715 |
414.75 |
427.25 |
414.50 |
423.25 |
+7.50 |
2,567 |
15,574 |
-236 |
| Jul11 |
100715 |
421.50 |
438.25 |
421.50 |
430.00 |
+7.75 |
6,271 |
49,846 |
-216 |
| Sep11 |
100715 |
418.50 |
430.00 |
418.25 |
428.50 |
+9.00 |
552 |
4,927 |
+163 |
| Total Volume and Open Interest |
247,839 |
1,118,799 |
-648 |
| Wheat(CBOT) |
| Sep10 |
100715 |
556.75 |
598.50 |
555.50 |
596.25 |
+37.25 |
56,636 |
203,611 |
+1,321 |
| Dec10 |
100715 |
586.00 |
626.75 |
584.50 |
624.50 |
+36.25 |
25,917 |
120,424 |
+990 |
| Mar11 |
100715 |
609.00 |
644.00 |
605.50 |
642.50 |
+31.75 |
7,717 |
36,498 |
+376 |
| May11 |
100715 |
620.00 |
655.00 |
619.75 |
650.25 |
+27.75 |
1,608 |
18,022 |
+418 |
| Jul11 |
100715 |
631.25 |
660.00 |
629.50 |
658.00 |
+23.50 |
6,630 |
64,992 |
+1,227 |
| Total Volume and Open Interest |
100,064 |
466,444 |
+3,978 |
| Wheat(KCBT) |
| Sep10 |
100715 |
571.00 |
608.00 |
570.00 |
605.75 |
+33.25 |
14,423 |
62,145 |
+1,145 |
| Dec10 |
100715 |
589.00 |
625.25 |
587.25 |
623.00 |
+33.25 |
6,588 |
52,026 |
+8 |
| Mar11 |
100715 |
605.50 |
641.00 |
605.50 |
639.50 |
+32.75 |
1,696 |
20,504 |
+15 |
| May11 |
100715 |
633.50 |
649.50 |
633.25 |
647.50 |
+30.75 |
203 |
5,806 |
+24 |
| Jul11 |
100715 |
625.00 |
657.25 |
624.50 |
655.00 |
+29.25 |
934 |
29,479 |
-803 |
| Total Volume and Open Interest |
24,274 |
175,152 |
+368 |
| Wheat(MGE) |
| Jul10 |
100714 |
572.00 |
572.00 |
572.00 |
572.00 |
+4.50 |
8 |
8 |
-20 |
| Sep10 |
100715 |
582.00 |
613.75 |
579.75 |
612.50 |
+29.25 |
2,733 |
18,470 |
+404 |
| Dec10 |
100715 |
596.50 |
630.00 |
596.50 |
628.50 |
+29.25 |
1,078 |
15,821 |
+296 |
| Mar11 |
100715 |
612.50 |
646.00 |
612.50 |
646.00 |
+30.25 |
344 |
5,761 |
-17 |
| May11 |
100715 |
630.75 |
655.50 |
630.75 |
655.50 |
+29.25 |
154 |
1,703 |
+25 |
| Total Volume and Open Interest |
5,039 |
51,238 |
+980 |
| Oats(CBOT) |
| Sep10 |
100715 |
259.50 |
271.25 |
259.00 |
268.50 |
+9.50 |
186 |
3,677 |
-44 |
| Dec10 |
100715 |
265.50 |
278.00 |
265.50 |
275.50 |
+10.00 |
331 |
5,937 |
+52 |
| Mar11 |
100715 |
284.50 |
284.50 |
272.00 |
282.50 |
+10.50 |
0 |
192 |
+0 |
| May11 |
100715 |
289.50 |
289.50 |
278.00 |
289.50 |
+11.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
582 |
10,009 |
-17 |
| Rough Rice(CBOT) |
| Jul10 |
100714 |
9.65 |
9.67 |
9.65 |
9.65 |
-0.02 |
64 |
93 |
+64 |
| Sep10 |
100715 |
9.85 |
9.91 |
9.80 |
9.82 |
+0.01 |
1,267 |
8,550 |
-395 |
| Nov10 |
100715 |
10.07 |
10.18 |
10.07 |
10.10 |
+0.02 |
1,415 |
3,604 |
+843 |
| Jan11 |
100715 |
10.39 |
10.39 |
10.36 |
10.36 |
+0.01 |
36 |
584 |
+9 |
| Total Volume and Open Interest |
2,764 |
14,677 |
+400 |
| Live Cattle(CME) |
| Aug10 |
100715 |
92.500 |
92.930 |
92.050 |
92.400 |
+0.070 |
24,794 |
76,877 |
-7,606 |
| Oct10 |
100715 |
93.330 |
94.000 |
93.180 |
93.580 |
+0.180 |
24,881 |
124,554 |
+4,408 |
| Dec10 |
100715 |
95.285 |
95.900 |
95.180 |
95.700 |
+0.220 |
6,656 |
61,901 |
+2,119 |
| Feb11 |
100715 |
96.800 |
97.000 |
96.300 |
96.885 |
+0.135 |
1,954 |
26,802 |
+372 |
| Apr11 |
100715 |
98.200 |
98.650 |
97.980 |
98.535 |
+0.285 |
845 |
14,925 |
+179 |
| Jun11 |
100715 |
94.400 |
95.100 |
94.400 |
94.900 |
+0.050 |
390 |
6,562 |
+211 |
| Total Volume and Open Interest |
59,948 |
314,710 |
-52 |
| Feeder Cattle(CME) |
| Aug10 |
100715 |
113.750 |
114.730 |
113.150 |
113.385 |
-0.250 |
2,706 |
17,809 |
-222 |
| Sep10 |
100715 |
114.035 |
115.000 |
113.180 |
113.430 |
-0.520 |
1,267 |
10,650 |
+478 |
| Oct10 |
100715 |
113.680 |
114.750 |
113.050 |
113.180 |
-0.520 |
988 |
6,820 |
+322 |
| Nov10 |
100715 |
113.150 |
114.050 |
112.750 |
113.000 |
-0.480 |
373 |
2,407 |
+105 |
| Jan11 |
100715 |
111.135 |
112.000 |
110.900 |
111.250 |
-0.400 |
109 |
860 |
+55 |
| Mar11 |
100715 |
110.750 |
110.800 |
109.950 |
109.950 |
-1.000 |
23 |
259 |
+21 |
| Apr11 |
100715 |
110.000 |
110.000 |
110.000 |
110.000 |
unch |
3 |
20 |
+1 |
| Total Volume and Open Interest |
5,475 |
38,846 |
+765 |
| Lean Hogs(CME) |
| Aug10 |
100715 |
80.750 |
81.450 |
80.350 |
80.830 |
-0.600 |
18,319 |
43,927 |
-3,672 |
| Oct10 |
100715 |
75.200 |
75.830 |
74.725 |
75.330 |
-0.470 |
14,815 |
66,727 |
+4,430 |
| Dec10 |
100715 |
73.200 |
73.800 |
72.885 |
73.580 |
-0.145 |
5,073 |
40,072 |
+1,579 |
| Feb11 |
100715 |
74.830 |
75.350 |
74.550 |
75.000 |
-0.385 |
2,279 |
13,754 |
+234 |
| Apr11 |
100715 |
75.725 |
76.000 |
75.450 |
75.885 |
-0.315 |
784 |
12,346 |
+223 |
| May11 |
100715 |
79.200 |
79.200 |
78.600 |
78.800 |
-0.100 |
2 |
371 |
+2 |
| Jun11 |
100715 |
81.500 |
81.885 |
81.500 |
81.850 |
-0.550 |
271 |
5,605 |
+164 |
| Jul11 |
100715 |
80.000 |
80.200 |
79.600 |
80.100 |
-0.350 |
95 |
1,204 |
+86 |
| Total Volume and Open Interest |
43,970 |
189,594 |
+1,572 |
| Pork Bellies(CME) |
| Jul10 |
100715 |
103.750 |
104.200 |
103.500 |
104.200 |
+0.450 |
4 |
25 |
-2 |
| Aug10 |
100715 |
100.000 |
100.550 |
99.000 |
99.000 |
+0.700 |
1 |
24 |
-1 |
| Feb11 |
100715 |
100.000 |
100.000 |
100.000 |
100.000 |
unch |
0 |
5 |
+0 |
| Mar11 |
100715 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
1 |
+0 |
| May11 |
100715 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
5 |
55 |
-3 |
| Class III Milk(CME) |
| Jul10 |
100715 |
13.79 |
13.79 |
13.73 |
13.76 |
+0.03 |
105 |
4,266 |
+48 |
| Aug10 |
100715 |
15.00 |
15.15 |
14.96 |
15.06 |
+0.10 |
140 |
4,935 |
+13 |
| Sep10 |
100715 |
15.07 |
15.20 |
15.07 |
15.18 |
+0.05 |
67 |
4,329 |
-5 |
| Oct10 |
100715 |
14.97 |
15.04 |
14.90 |
15.04 |
+0.08 |
41 |
3,681 |
+17 |
| Nov10 |
100715 |
14.78 |
14.87 |
14.78 |
14.83 |
+0.03 |
3 |
3,599 |
+1 |
| Total Volume and Open Interest |
419 |
26,760 |
+106 |
| Cocoa(ICE) |
| Jul10 |
100715 |
3067 |
3067 |
3067 |
3067 |
-67 |
5 |
12 |
-2 |
| Sep10 |
100715 |
3152 |
3160 |
3116 |
3144 |
-9 |
6,079 |
60,999 |
+291 |
| Dec10 |
100715 |
3175 |
3177 |
3132 |
3159 |
-12 |
2,136 |
24,246 |
-321 |
| Mar11 |
100715 |
3188 |
3195 |
3152 |
3173 |
-17 |
952 |
18,890 |
+465 |
| May11 |
100715 |
3201 |
3201 |
3158 |
3181 |
-13 |
96 |
8,144 |
-7 |
| Jul11 |
100715 |
3202 |
3203 |
3173 |
3185 |
-16 |
12 |
4,026 |
+3 |
| Sep11 |
100715 |
3203 |
3203 |
3181 |
3190 |
-16 |
7 |
1,484 |
+5 |
| Total Volume and Open Interest |
9,394 |
123,423 |
+491 |
| Coffee "C"(ICE) |
| Jul10 |
100715 |
164.35 |
166.75 |
164.35 |
164.80 |
+2.20 |
6 |
65 |
-4 |
| Sep10 |
100715 |
164.60 |
169.45 |
164.30 |
167.10 |
+2.20 |
8,627 |
93,025 |
+608 |
| Dec10 |
100715 |
165.00 |
169.50 |
164.70 |
167.45 |
+2.20 |
3,481 |
48,756 |
+1,000 |
| Mar11 |
100715 |
165.00 |
169.00 |
165.00 |
166.95 |
+2.00 |
756 |
19,260 |
+277 |
| May11 |
100715 |
164.45 |
168.25 |
164.45 |
166.30 |
+1.85 |
273 |
6,198 |
-58 |
| Jul11 |
100715 |
165.00 |
167.75 |
165.00 |
165.95 |
+1.75 |
70 |
3,013 |
-17 |
| Total Volume and Open Interest |
13,240 |
171,872 |
+1,816 |
| Orange Juice(ICE) |
| Sep10 |
100715 |
138.85 |
139.95 |
136.30 |
138.10 |
-0.75 |
1,189 |
19,273 |
-258 |
| Nov10 |
100715 |
141.00 |
141.00 |
138.50 |
140.05 |
-0.75 |
380 |
4,070 |
-92 |
| Jan11 |
100715 |
140.00 |
140.95 |
139.65 |
140.95 |
-0.40 |
49 |
1,679 |
+35 |
| Mar11 |
100715 |
141.50 |
141.80 |
141.50 |
141.80 |
-0.40 |
16 |
225 |
-83 |
| May11 |
100715 |
142.30 |
142.30 |
142.30 |
142.30 |
-0.35 |
0 |
154 |
+0 |
| Jul11 |
100715 |
143.90 |
143.90 |
143.90 |
143.90 |
-0.35 |
0 |
199 |
+0 |
| Total Volume and Open Interest |
1,635 |
25,603 |
-397 |
| Sugar #11(ICE) |
| Oct10 |
100715 |
17.00 |
17.46 |
16.95 |
17.39 |
+0.42 |
35,049 |
254,927 |
-3,235 |
| Mar11 |
100715 |
17.40 |
17.80 |
17.40 |
17.78 |
+0.33 |
18,550 |
143,359 |
+2,336 |
| May11 |
100715 |
17.00 |
17.28 |
17.00 |
17.26 |
+0.26 |
6,167 |
27,869 |
+47 |
| Jul11 |
100715 |
16.75 |
16.93 |
16.70 |
16.88 |
+0.27 |
4,450 |
63,072 |
+68 |
| Oct11 |
100715 |
16.53 |
16.73 |
16.53 |
16.73 |
+0.28 |
781 |
29,075 |
-50 |
| Total Volume and Open Interest |
65,539 |
577,969 |
-1,031 |
| London Cocoa(LCE) |
| Jul10 |
100715 |
2714 |
2732 |
2665 |
2713 |
unch |
4,111 |
26,821 |
-2,230 |
| Sep10 |
100715 |
2437 |
2448 |
2401 |
2419 |
-17 |
5,891 |
71,970 |
+758 |
| Dec10 |
100715 |
2269 |
2274 |
2237 |
2253 |
-12 |
2,390 |
37,278 |
+149 |
| Mar11 |
100715 |
2223 |
2224 |
2197 |
2207 |
-13 |
798 |
30,776 |
+351 |
| May11 |
100715 |
2222 |
2222 |
2195 |
2206 |
-15 |
463 |
10,510 |
+347 |
| Jul11 |
100715 |
2216 |
2216 |
2199 |
2207 |
-15 |
6 |
1,914 |
+6 |
| Sep11 |
100715 |
2200 |
2216 |
2200 |
2206 |
-15 |
252 |
2,482 |
+2 |
| Total Volume and Open Interest |
13,918 |
187,579 |
-610 |
| London Sugar(LCE) |
| Oct10 |
100715 |
520.80 |
530.60 |
520.40 |
528.50 |
+9.30 |
5,468 |
37,867 |
+184 |
| Dec10 |
100715 |
486.30 |
493.00 |
485.80 |
491.60 |
+8.30 |
608 |
10,236 |
-125 |
| Mar11 |
100715 |
486.80 |
491.70 |
486.10 |
490.50 |
+6.70 |
794 |
9,388 |
+254 |
| May11 |
100715 |
476.20 |
479.30 |
476.20 |
478.70 |
+5.30 |
334 |
3,274 |
+100 |
| Aug11 |
100715 |
462.10 |
464.90 |
462.10 |
464.00 |
+4.30 |
97 |
2,349 |
+65 |
| Total Volume and Open Interest |
11,229 |
66,030 |
-1,175 |
| Cotton(ICE) |
| Oct10 |
100715 |
77.13 |
78.99 |
77.10 |
78.52 |
+1.27 |
118 |
1,315 |
+4 |
| Dec10 |
100715 |
73.30 |
74.29 |
73.06 |
73.47 |
+0.12 |
8,743 |
114,957 |
-2,904 |
| Mar11 |
100715 |
74.30 |
75.12 |
74.05 |
74.40 |
+0.10 |
2,227 |
27,235 |
+583 |
| May11 |
100715 |
74.98 |
75.30 |
74.97 |
75.22 |
+0.09 |
113 |
1,216 |
-6 |
| Jul11 |
100715 |
75.75 |
75.75 |
75.32 |
75.67 |
+0.19 |
209 |
6,927 |
+133 |
| Oct11 |
100715 |
74.17 |
74.17 |
74.17 |
74.17 |
+0.24 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
11,410 |
153,506 |
-2,196 |
| Lumber(CME) |
| Jul10 |
100715 |
203.9 |
206.5 |
198.0 |
198.0 |
-6.0 |
231 |
445 |
-148 |
| Sep10 |
100715 |
215.8 |
218.0 |
209.0 |
209.0 |
-4.8 |
354 |
5,576 |
+39 |
| Nov10 |
100715 |
220.0 |
222.4 |
214.0 |
214.5 |
-4.5 |
150 |
2,304 |
+74 |
| Jan11 |
100715 |
237.1 |
237.1 |
231.6 |
234.5 |
-3.2 |
43 |
166 |
+28 |
| Total Volume and Open Interest |
778 |
8,504 |
-7 |
| Crude Oil(NYM) |
| Aug10 |
100715 |
76.76 |
77.66 |
75.33 |
76.62 |
-0.42 |
361,792 |
161,267 |
-39,982 |
| Sep10 |
100715 |
77.21 |
78.05 |
75.80 |
77.01 |
-0.44 |
175,713 |
287,058 |
+27,175 |
| Oct10 |
100715 |
77.32 |
78.43 |
76.20 |
77.38 |
-0.41 |
37,484 |
74,402 |
-1,693 |
| Nov10 |
100715 |
77.86 |
78.86 |
76.75 |
77.91 |
-0.38 |
17,732 |
49,785 |
+1,326 |
| Dec10 |
100715 |
78.45 |
79.49 |
77.28 |
78.45 |
-0.38 |
45,165 |
199,072 |
+2,664 |
| Jan11 |
100715 |
78.90 |
79.95 |
77.85 |
78.92 |
-0.41 |
6,300 |
41,754 |
-72 |
| Feb11 |
100715 |
79.94 |
79.94 |
78.36 |
79.31 |
-0.43 |
1,770 |
16,975 |
+276 |
| Mar11 |
100715 |
79.92 |
80.00 |
78.59 |
79.68 |
-0.43 |
2,758 |
21,552 |
-145 |
| Apr11 |
100715 |
79.19 |
80.33 |
79.19 |
80.03 |
-0.44 |
1,156 |
12,614 |
-2 |
| May11 |
100715 |
79.40 |
80.42 |
79.40 |
80.36 |
-0.45 |
1,155 |
7,904 |
+27 |
| Jun11 |
100715 |
80.96 |
81.17 |
79.73 |
80.67 |
-0.46 |
6,870 |
45,838 |
+289 |
| Jul11 |
100715 |
81.71 |
81.73 |
80.40 |
80.97 |
-0.47 |
4,346 |
25,243 |
+2,362 |
| Aug11 |
100715 |
81.15 |
81.15 |
81.15 |
81.15 |
-0.46 |
314 |
7,390 |
-20 |
| Sep11 |
100715 |
81.28 |
81.28 |
81.28 |
81.28 |
-0.45 |
412 |
7,671 |
+244 |
| Oct11 |
100715 |
81.41 |
81.41 |
81.41 |
81.41 |
-0.44 |
134 |
5,204 |
+3 |
| Nov11 |
100715 |
81.54 |
81.54 |
81.54 |
81.54 |
-0.42 |
1,298 |
10,579 |
-437 |
| Total Volume and Open Interest |
683,536 |
1,276,328 |
-7,266 |
| 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 |
100715 |
77.200 |
78.075 |
75.800 |
77.000 |
-0.450 |
1,235 |
1,532 |
+112 |
| Oct10 |
100715 |
77.350 |
78.325 |
76.425 |
77.375 |
-0.425 |
73 |
205 |
+9 |
| Nov10 |
100715 |
77.900 |
77.900 |
77.900 |
77.900 |
-0.400 |
6 |
132 |
+0 |
| Dec10 |
100715 |
78.850 |
78.850 |
77.450 |
78.450 |
-0.375 |
19 |
123 |
+7 |
| Jan11 |
100715 |
78.225 |
78.925 |
78.125 |
78.925 |
-0.400 |
4 |
2 |
+1 |
| Feb11 |
100715 |
78.525 |
79.300 |
78.525 |
79.300 |
-0.450 |
1 |
1 |
+0 |
| Mar11 |
100715 |
79.675 |
79.675 |
79.675 |
79.675 |
-0.425 |
|
|
|
| Apr11 |
100715 |
80.025 |
80.025 |
80.025 |
80.025 |
-0.450 |
|
|
|
| Total Volume and Open Interest |
12,019 |
4,677 |
+150 |
| Heating Oil(NYM) |
| Aug10 |
100715 |
202.90 |
205.15 |
199.23 |
201.83 |
-1.78 |
45,110 |
65,759 |
-5,836 |
| Sep10 |
100715 |
205.01 |
207.48 |
201.66 |
204.18 |
-1.74 |
17,981 |
57,164 |
+2,090 |
| Oct10 |
100715 |
209.01 |
209.78 |
204.01 |
206.57 |
-1.66 |
6,208 |
32,702 |
+959 |
| Nov10 |
100715 |
210.09 |
212.53 |
207.02 |
209.32 |
-1.63 |
2,413 |
23,351 |
+590 |
| Dec10 |
100715 |
213.25 |
215.25 |
209.53 |
212.07 |
-1.65 |
6,186 |
36,340 |
+801 |
| Jan11 |
100715 |
216.82 |
216.83 |
212.30 |
214.76 |
-1.68 |
1,409 |
25,085 |
+437 |
| Feb11 |
100715 |
218.93 |
218.93 |
214.50 |
216.71 |
-1.66 |
293 |
11,134 |
+49 |
| Mar11 |
100715 |
219.12 |
219.43 |
215.94 |
217.44 |
-1.63 |
284 |
9,649 |
+48 |
| Apr11 |
100715 |
214.96 |
217.04 |
214.96 |
217.04 |
-1.53 |
95 |
6,233 |
-40 |
| May11 |
100715 |
215.21 |
216.71 |
215.21 |
216.71 |
-1.45 |
164 |
5,675 |
+34 |
| Jun11 |
100715 |
218.16 |
218.16 |
215.15 |
216.76 |
-1.40 |
765 |
19,039 |
+80 |
| Jul11 |
100715 |
217.86 |
217.86 |
217.86 |
217.86 |
-1.39 |
7 |
2,025 |
+1 |
| Total Volume and Open Interest |
81,794 |
313,091 |
-917 |
| Gasoline(NYMEX) |
| Aug10 |
100715 |
206.25 |
208.70 |
202.73 |
206.07 |
-0.58 |
45,081 |
59,471 |
-6,371 |
| Sep10 |
100715 |
205.80 |
208.50 |
202.59 |
205.93 |
-0.49 |
26,936 |
72,783 |
+4,992 |
| Oct10 |
100715 |
195.60 |
198.00 |
192.49 |
195.90 |
-0.35 |
9,166 |
27,645 |
-383 |
| Nov10 |
100715 |
195.76 |
197.10 |
191.80 |
194.97 |
-0.38 |
4,781 |
24,953 |
+613 |
| Dec10 |
100715 |
195.60 |
197.09 |
192.14 |
195.43 |
-0.46 |
5,719 |
13,633 |
+86 |
| Jan11 |
100715 |
198.25 |
199.05 |
194.50 |
197.23 |
-0.53 |
2,031 |
7,541 |
+465 |
| Feb11 |
100715 |
201.00 |
201.10 |
198.69 |
199.33 |
-0.53 |
511 |
2,130 |
+80 |
| Mar11 |
100715 |
202.35 |
203.00 |
199.18 |
201.49 |
-0.50 |
893 |
2,897 |
+219 |
| Apr11 |
100715 |
214.00 |
214.00 |
212.06 |
213.45 |
-0.54 |
535 |
4,078 |
+192 |
| May11 |
100715 |
214.45 |
214.45 |
214.45 |
214.45 |
-0.56 |
29 |
3,473 |
+1 |
| Total Volume and Open Interest |
95,704 |
229,391 |
-101 |
| e-miNY RBOB Gasoline(NYM) |
| Aug10 |
100715 |
206.10 |
206.10 |
206.07 |
206.10 |
-0.60 |
0 |
1 |
+0 |
| Sep10 |
100715 |
205.90 |
205.93 |
205.90 |
205.90 |
-0.50 |
0 |
1 |
+0 |
| Oct10 |
100715 |
195.90 |
195.90 |
195.90 |
195.90 |
-0.40 |
0 |
1 |
+0 |
| Nov10 |
100715 |
195.00 |
195.00 |
194.97 |
195.00 |
-0.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
10 |
+0 |
| Natural Gas(NYM) |
| Aug10 |
100715 |
4.319 |
4.623 |
4.288 |
4.586 |
+0.280 |
110,325 |
115,921 |
-5,385 |
| Sep10 |
100715 |
4.339 |
4.623 |
4.290 |
4.592 |
+0.273 |
54,054 |
152,745 |
+6,385 |
| Oct10 |
100715 |
4.400 |
4.680 |
4.358 |
4.650 |
+0.262 |
49,670 |
92,938 |
+4,128 |
| Nov10 |
100715 |
4.689 |
4.920 |
4.641 |
4.893 |
+0.209 |
25,561 |
51,995 |
-3,423 |
| Dec10 |
100715 |
5.037 |
5.165 |
4.946 |
5.141 |
+0.135 |
13,785 |
37,913 |
-1,033 |
| Jan11 |
100715 |
5.185 |
5.345 |
5.136 |
5.322 |
+0.129 |
19,585 |
61,724 |
+2,147 |
| Feb11 |
100715 |
5.133 |
5.323 |
5.112 |
5.294 |
+0.124 |
3,330 |
18,118 |
+648 |
| Mar11 |
100715 |
5.055 |
5.227 |
5.034 |
5.202 |
+0.118 |
4,566 |
51,883 |
+385 |
| Apr11 |
100715 |
4.930 |
5.042 |
4.882 |
5.017 |
+0.098 |
3,528 |
44,076 |
+440 |
| May11 |
100715 |
4.936 |
5.060 |
4.903 |
5.037 |
+0.096 |
796 |
19,979 |
-119 |
| Jun11 |
100715 |
4.997 |
5.106 |
4.945 |
5.086 |
+0.094 |
520 |
7,833 |
-76 |
| Jul11 |
100715 |
5.062 |
5.171 |
5.025 |
5.143 |
+0.086 |
320 |
7,061 |
+110 |
| Aug11 |
100715 |
5.120 |
5.206 |
5.075 |
5.188 |
+0.086 |
274 |
5,379 |
-47 |
| Sep11 |
100715 |
5.139 |
5.231 |
5.103 |
5.216 |
+0.086 |
319 |
5,562 |
+29 |
| Oct11 |
100715 |
5.200 |
5.325 |
5.184 |
5.301 |
+0.086 |
775 |
19,071 |
+65 |
| Nov11 |
100715 |
5.461 |
5.540 |
5.437 |
5.531 |
+0.078 |
129 |
5,230 |
+36 |
| Total Volume and Open Interest |
290,332 |
800,607 |
+4,917 |
| Brent Crude Oil(ICE) |
| Sep10 |
100715 |
76.30 |
77.25 |
74.99 |
76.09 |
-0.57 |
182,848 |
205,143 |
+10,288 |
| Oct10 |
100715 |
76.55 |
77.58 |
75.36 |
76.46 |
-0.52 |
71,790 |
112,575 |
+13,969 |
| Nov10 |
100715 |
77.00 |
78.07 |
76.00 |
76.99 |
-0.48 |
21,622 |
32,602 |
-700 |
| Dec10 |
100715 |
77.71 |
78.63 |
76.44 |
77.55 |
-0.45 |
32,522 |
113,417 |
+1,236 |
| Jan11 |
100715 |
78.25 |
79.04 |
77.36 |
78.06 |
-0.45 |
3,632 |
25,793 |
+158 |
| Feb11 |
100715 |
78.74 |
79.51 |
78.54 |
78.54 |
-0.46 |
2,250 |
17,024 |
+381 |
| Mar11 |
100715 |
79.19 |
79.95 |
78.29 |
78.99 |
-0.46 |
2,066 |
13,983 |
+889 |
| Apr11 |
100715 |
79.63 |
80.38 |
78.73 |
79.43 |
-0.46 |
1,074 |
10,242 |
+397 |
| May11 |
100715 |
79.82 |
79.82 |
79.82 |
79.82 |
-0.46 |
666 |
15,603 |
+129 |
| Jun11 |
100715 |
80.40 |
81.13 |
79.32 |
80.18 |
-0.47 |
3,345 |
24,857 |
-280 |
| Jul11 |
100715 |
80.52 |
80.52 |
80.52 |
80.52 |
-0.48 |
646 |
7,962 |
+322 |
| Aug11 |
100715 |
80.78 |
80.78 |
80.78 |
80.78 |
-0.50 |
580 |
4,063 |
+136 |
| Sep11 |
100715 |
80.99 |
80.99 |
80.99 |
80.99 |
-0.52 |
180 |
4,564 |
-2 |
| Oct11 |
100715 |
81.14 |
81.14 |
81.14 |
81.14 |
-0.53 |
24 |
3,630 |
-19 |
| Total Volume and Open Interest |
454,496 |
752,514 |
+8,509 |
| Gas Oil(ICE) |
| Aug10 |
100715 |
647.00 |
654.75 |
636.00 |
637.50 |
-14.25 |
65,756 |
145,258 |
-5,454 |
| Sep10 |
100715 |
654.25 |
659.50 |
641.00 |
642.50 |
-14.00 |
51,590 |
101,519 |
+8,457 |
| Oct10 |
100715 |
656.75 |
663.50 |
645.75 |
647.00 |
-14.00 |
18,898 |
37,611 |
+1,996 |
| Nov10 |
100715 |
659.75 |
666.75 |
650.00 |
651.00 |
-14.00 |
8,853 |
35,973 |
+256 |
| Dec10 |
100715 |
664.75 |
672.00 |
653.50 |
655.00 |
-13.75 |
13,671 |
94,559 |
-1,709 |
| Jan11 |
100715 |
667.50 |
675.50 |
658.00 |
659.75 |
-13.25 |
3,183 |
34,730 |
+1,368 |
| Feb11 |
100715 |
675.75 |
675.75 |
662.75 |
663.75 |
-13.25 |
2,609 |
21,311 |
+1,659 |
| Mar11 |
100715 |
680.25 |
680.25 |
667.50 |
667.50 |
-13.00 |
1,211 |
13,604 |
+69 |
| Apr11 |
100715 |
685.00 |
685.00 |
670.00 |
670.75 |
-12.75 |
183 |
13,384 |
+70 |
| May11 |
100715 |
685.75 |
685.75 |
673.75 |
673.75 |
-13.00 |
222 |
14,827 |
+105 |
| Total Volume and Open Interest |
172,395 |
632,759 |
+6,937 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100715 |
1.597 |
1.618 |
1.597 |
1.614 |
+0.024 |
187 |
825 |
-136 |
| Sep10 |
100715 |
1.615 |
1.615 |
1.606 |
1.608 |
+0.018 |
71 |
1,056 |
+65 |
| Oct10 |
100715 |
1.610 |
1.615 |
1.605 |
1.607 |
+0.012 |
44 |
1,082 |
+23 |
| Nov10 |
100715 |
1.625 |
1.625 |
1.615 |
1.616 |
+0.013 |
51 |
913 |
+40 |
| Dec10 |
100715 |
1.635 |
1.639 |
1.630 |
1.632 |
+0.017 |
50 |
2,052 |
+15 |
| Jan11 |
100715 |
1.657 |
1.660 |
1.648 |
1.657 |
+0.024 |
71 |
1,565 |
+13 |
| Feb11 |
100715 |
1.689 |
1.689 |
1.689 |
1.689 |
+0.009 |
10 |
795 |
+5 |
| Total Volume and Open Interest |
585 |
11,992 |
+120 |
| WTI Crude Oil(ICE |
| Aug10 |
100715 |
76.60 |
77.66 |
75.34 |
76.62 |
-0.42 |
81,036 |
48,288 |
-11,046 |
| Sep10 |
100715 |
76.97 |
78.06 |
75.80 |
77.01 |
-0.44 |
55,758 |
92,074 |
+3,193 |
| Oct10 |
100715 |
77.25 |
78.43 |
76.21 |
77.38 |
-0.41 |
16,871 |
38,790 |
-694 |
| Nov10 |
100715 |
77.94 |
78.92 |
76.84 |
77.91 |
-0.38 |
3,132 |
16,142 |
+299 |
| Dec10 |
100715 |
78.49 |
79.46 |
77.29 |
78.45 |
-0.38 |
13,138 |
83,380 |
+660 |
| Jan11 |
100715 |
79.54 |
79.60 |
78.92 |
78.92 |
-0.41 |
808 |
16,736 |
+23 |
| Feb11 |
100715 |
79.31 |
79.31 |
79.31 |
79.31 |
-0.43 |
747 |
11,066 |
-1 |
| Mar11 |
100715 |
79.69 |
79.69 |
79.68 |
79.68 |
-0.43 |
1,057 |
9,479 |
+1,376 |
| Apr11 |
100715 |
80.05 |
80.05 |
80.03 |
80.03 |
-0.44 |
262 |
6,015 |
+8 |
| May11 |
100715 |
80.36 |
80.36 |
80.36 |
80.36 |
-0.45 |
155 |
4,075 |
-36 |
| Jun11 |
100715 |
80.03 |
80.69 |
80.03 |
80.67 |
-0.46 |
1,693 |
20,392 |
+504 |
| Jul11 |
100715 |
80.97 |
80.97 |
80.97 |
80.97 |
-0.47 |
838 |
10,541 |
+388 |
| Aug11 |
100715 |
81.15 |
81.15 |
81.15 |
81.15 |
-0.46 |
8 |
2,308 |
+0 |
| Sep11 |
100715 |
81.28 |
81.28 |
81.28 |
81.28 |
-0.45 |
14 |
2,791 |
+0 |
| Oct11 |
100715 |
81.41 |
81.41 |
81.41 |
81.41 |
-0.44 |
29 |
2,087 |
-3 |
| Nov11 |
100715 |
81.54 |
81.54 |
81.54 |
81.54 |
-0.42 |
180 |
6,973 |
-202 |
| Total Volume and Open Interest |
178,877 |
484,616 |
-6,035 |
| US Dollar Index(ICE) |
| Sep10 |
100715 |
83.590 |
83.685 |
82.430 |
82.743 |
-0.855 |
25,676 |
24,938 |
+348 |
| Dec10 |
100715 |
83.975 |
83.975 |
82.820 |
83.052 |
-0.865 |
7 |
650 |
+1 |
| Mar11 |
100715 |
83.412 |
83.412 |
83.412 |
83.412 |
-0.865 |
|
|
|
| Total Volume and Open Interest |
25,683 |
25,589 |
+349 |
| Australian Dollar(CME) |
| Sep10 |
100715 |
87.76 |
87.89 |
86.66 |
87.67 |
+0.14 |
98,716 |
67,438 |
+2,799 |
| Dec10 |
100715 |
86.29 |
86.87 |
85.80 |
86.72 |
+0.14 |
301 |
888 |
+44 |
| Mar11 |
100715 |
85.79 |
85.79 |
85.64 |
85.79 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
99,017 |
68,482 |
+2,843 |
| British Pound(CME) |
| Sep10 |
100715 |
152.61 |
154.70 |
152.33 |
154.09 |
+1.61 |
134,681 |
131,361 |
-2,598 |
| Dec10 |
100715 |
152.35 |
154.52 |
152.35 |
154.04 |
+1.60 |
57 |
316 |
-10 |
| Mar11 |
100715 |
153.80 |
153.99 |
152.39 |
153.99 |
+1.60 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
134,738 |
131,680 |
-2,608 |
| Canadian Dollar(CME) |
| Sep10 |
100715 |
96.81 |
97.19 |
95.70 |
96.28 |
-0.26 |
81,870 |
83,182 |
+3,264 |
| Dec10 |
100715 |
96.43 |
97.00 |
95.65 |
96.13 |
-0.27 |
488 |
3,483 |
+109 |
| Mar11 |
100715 |
96.54 |
96.70 |
95.56 |
95.96 |
-0.27 |
150 |
471 |
+123 |
| Jun11 |
100715 |
96.00 |
96.01 |
95.40 |
95.74 |
-0.27 |
2 |
233 |
+0 |
| Total Volume and Open Interest |
82,510 |
87,394 |
+3,496 |
| Japanese Yen(CME) |
| Sep10 |
100715 |
113.21 |
114.72 |
113.19 |
114.41 |
+1.00 |
117,868 |
133,327 |
+3,601 |
| Dec10 |
100715 |
113.44 |
114.82 |
113.44 |
114.57 |
+0.99 |
109 |
329 |
-7 |
| Mar11 |
100715 |
114.77 |
114.77 |
113.77 |
114.77 |
+1.00 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
117,977 |
133,665 |
+3,594 |
| Swiss Franc(CME) |
| Sep10 |
100715 |
95.16 |
96.23 |
94.88 |
95.89 |
+1.01 |
36,432 |
52,957 |
+3,385 |
| Dec10 |
100715 |
95.18 |
96.33 |
95.03 |
96.02 |
+0.99 |
9 |
96 |
-2 |
| Mar11 |
100715 |
96.16 |
96.16 |
95.16 |
96.16 |
+1.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
36,441 |
53,056 |
+3,383 |
| EuroFX(CME) |
| Sep10 |
100715 |
127.42 |
129.67 |
127.08 |
128.95 |
+1.65 |
337,464 |
224,036 |
+5,256 |
| Dec10 |
100715 |
127.38 |
129.73 |
127.16 |
128.93 |
+1.63 |
510 |
1,598 |
+218 |
| Mar11 |
100715 |
128.00 |
129.00 |
127.29 |
128.90 |
+1.61 |
0 |
62 |
+0 |
| Total Volume and Open Interest |
337,974 |
225,703 |
+5,474 |
| Mexican Peso(CME) |
| Jul10 |
100715 |
782.8 |
787.0 |
782.8 |
782.8 |
-4.2 |
|
|
|
| Aug10 |
100715 |
779.8 |
784.0 |
779.8 |
779.8 |
-4.2 |
|
|
|
| Total Volume and Open Interest |
25,174 |
64,215 |
+3,952 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100714 |
125~210 |
126~200 |
125~160 |
126~190 |
+0~230 |
|
|
|
| Dec10 |
100715 |
125~100 |
126~100 |
124~270 |
126~080 |
+1~020 |
72 |
1,146 |
-28 |
| Mar11 |
100715 |
124~300 |
124~300 |
123~280 |
124~300 |
+1~020 |
2 |
31 |
+1 |
| Total Volume and Open Interest |
238,859 |
673,928 |
-4,600 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100715 |
122~075 |
122~285 |
121~300 |
122~250 |
+0~175 |
1,082,549 |
1,753,797 |
+14,967 |
| Dec10 |
100715 |
121~165 |
121~290 |
121~100 |
121~280 |
+0~180 |
182 |
2,761 |
+146 |
| Mar11 |
100715 |
120~160 |
120~160 |
119~280 |
120~160 |
+0~200 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
1,082,731 |
1,756,650 |
+15,113 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100714 |
118~001 |
118~068 |
117~119 |
118~059 |
+0~052 |
316,207 |
920,338 |
-867 |
| Dec10 |
100715 |
117~080 |
117~118 |
117~070 |
117~118 |
+0~048 |
4 |
105 |
+1 |
| Mar11 |
100715 |
116~124 |
116~124 |
116~076 |
116~124 |
+0~048 |
|
|
|
| Total Volume and Open Interest |
507,960 |
900,496 |
-19,946 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100714 |
54~093 |
54~093 |
54~093 |
54~093 |
+0~004 |
|
|
|
| Dec10 |
100715 |
109~020 |
109~027 |
109~020 |
109~026 |
-0~001 |
3 |
43 |
+3 |
| Mar11 |
100715 |
108~122 |
108~123 |
108~122 |
108~122 |
-0~001 |
|
|
|
| Total Volume and Open Interest |
170,081 |
837,816 |
-8,408 |
| Eurodollars(CME) |
| Sep10 |
100715 |
99.445 |
99.460 |
99.445 |
99.450 |
+0.005 |
182,433 |
1,041,730 |
+8,910 |
| Dec10 |
100715 |
99.385 |
99.410 |
99.380 |
99.400 |
+0.015 |
141,580 |
1,170,956 |
+14,664 |
| Mar11 |
100715 |
99.310 |
99.350 |
99.310 |
99.330 |
+0.020 |
147,420 |
936,150 |
+17,258 |
| Jun11 |
100715 |
99.180 |
99.235 |
99.180 |
99.210 |
+0.030 |
140,594 |
880,249 |
+4,294 |
| Sep11 |
100715 |
99.020 |
99.085 |
99.020 |
99.055 |
+0.035 |
138,305 |
1,016,107 |
+4,971 |
| Dec11 |
100715 |
98.805 |
98.875 |
98.800 |
98.840 |
+0.045 |
123,029 |
637,798 |
+2,264 |
| Mar12 |
100715 |
98.590 |
98.675 |
98.585 |
98.635 |
+0.060 |
100,726 |
445,404 |
-6,878 |
| Jun12 |
100715 |
98.350 |
98.450 |
98.345 |
98.410 |
+0.080 |
85,311 |
339,433 |
+2,023 |
| Sep12 |
100715 |
98.110 |
98.220 |
98.105 |
98.180 |
+0.095 |
50,685 |
238,722 |
+546 |
| Dec12 |
100715 |
97.865 |
97.980 |
97.850 |
97.945 |
+0.110 |
56,799 |
164,614 |
-1,910 |
| Mar13 |
100715 |
97.650 |
97.775 |
97.630 |
97.745 |
+0.120 |
39,026 |
191,215 |
+375 |
| Jun13 |
100715 |
97.425 |
97.555 |
97.400 |
97.525 |
+0.130 |
31,188 |
115,376 |
+2,458 |
| Sep13 |
100715 |
97.200 |
97.330 |
97.165 |
97.310 |
+0.140 |
11,753 |
78,131 |
-1,704 |
| Dec13 |
100715 |
96.985 |
97.100 |
96.930 |
97.085 |
+0.140 |
8,596 |
39,881 |
-641 |
| Mar14 |
100715 |
96.780 |
96.920 |
96.745 |
96.905 |
+0.140 |
7,090 |
46,702 |
-267 |
| Jun14 |
100715 |
96.620 |
96.735 |
96.555 |
96.725 |
+0.140 |
6,959 |
36,780 |
+986 |
| Sep14 |
100715 |
96.425 |
96.570 |
96.385 |
96.560 |
+0.140 |
2,920 |
26,443 |
-456 |
| Dec14 |
100715 |
96.260 |
96.405 |
96.215 |
96.390 |
+0.135 |
3,600 |
44,160 |
+321 |
| Total Volume and Open Interest |
1,305,223 |
7,648,113 |
+51,315 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100715 |
99.820 |
99.825 |
99.817 |
99.820 |
+0.003 |
1,107 |
56,774 |
-379 |
| Aug10 |
100715 |
99.815 |
99.820 |
99.810 |
99.815 |
+0.005 |
3,073 |
79,176 |
+1,429 |
| Sep10 |
100715 |
99.810 |
99.815 |
99.805 |
99.810 |
+0.005 |
976 |
52,286 |
+71 |
| Oct10 |
100715 |
99.800 |
99.810 |
99.800 |
99.805 |
+0.005 |
2,122 |
62,084 |
+699 |
| Nov10 |
100715 |
99.795 |
99.800 |
99.790 |
99.795 |
+0.005 |
3,043 |
80,702 |
-766 |
| Dec10 |
100715 |
99.790 |
99.795 |
99.785 |
99.790 |
+0.005 |
1,128 |
68,126 |
-25 |
| Total Volume and Open Interest |
28,049 |
608,917 |
+3,941 |
| 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 |
100715 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
871 |
+0 |
| Dec10 |
100715 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
0 |
442 |
-100 |
| Mar11 |
100715 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
367 |
+0 |
| Jun11 |
100715 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Sep11 |
100715 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
| Dec11 |
100715 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
| Mar12 |
100715 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
| Jun12 |
100715 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
| Sep12 |
100715 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
| Dec12 |
100715 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,680 |
-100 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100715 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
157 |
3,236 |
-1 |
| Dec10 |
100715 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,296 |
-26 |
| Mar11 |
100715 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,959 |
+0 |
| Jun11 |
100715 |
99.69 |
99.69 |
99.68 |
99.68 |
unch |
1 |
1,384 |
+0 |
| Sep11 |
100715 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
108 |
+0 |
| Dec11 |
100715 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
106 |
+0 |
| Mar12 |
100715 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
305 |
+0 |
| Jun12 |
100715 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
158 |
9,460 |
-27 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100713 |
141.45 |
141.51 |
141.34 |
141.42 |
+0.19 |
886 |
21,269 |
+0 |
| Dec10 |
100715 |
141.00 |
141.00 |
140.79 |
140.79 |
+0.41 |
0 |
10 |
+0 |
| Mar11 |
100715 |
138.70 |
138.70 |
138.70 |
138.70 |
+0.41 |
|
|
|
| Total Volume and Open Interest |
1,707 |
21,254 |
-257 |
| Euro-Bund(EUREX) |
| Sep10 |
100715 |
128.92 |
129.02 |
128.18 |
128.80 |
+0.08 |
705,887 |
867,257 |
-35,930 |
| Dec10 |
100715 |
127.56 |
127.56 |
126.80 |
127.36 |
+0.10 |
466 |
1,804 |
+432 |
| Mar11 |
100715 |
127.32 |
127.80 |
127.32 |
127.80 |
+0.58 |
|
|
|
| Total Volume and Open Interest |
706,353 |
869,061 |
-35,498 |
| Euro-Bobl(EUREX) |
| Sep10 |
100630 |
121.05 |
121.08 |
120.79 |
120.91 |
-0.02 |
370,593 |
679,454 |
-9,331 |
| Dec10 |
100715 |
118.80 |
118.91 |
118.80 |
118.91 |
+0.03 |
281 |
12,727 |
+248 |
| Mar11 |
100715 |
117.88 |
117.88 |
117.88 |
117.88 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
401,965 |
724,929 |
-12,100 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100715 |
99.000 |
99.000 |
98.975 |
98.985 |
-0.020 |
529 |
3,385 |
-20 |
| Dec10 |
100715 |
98.890 |
98.890 |
98.875 |
98.880 |
-0.015 |
105 |
2,042 |
+0 |
| Mar11 |
100715 |
98.825 |
98.830 |
98.825 |
98.830 |
unch |
18 |
1,114 |
+11 |
| Total Volume and Open Interest |
1,135 |
10,615 |
+218 |
| Long Gilt(LIFFE) |
| Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
| Dec10 |
100715 |
119~20 |
119~20 |
119~20 |
119~20 |
+0~06 |
|
|
|
| Total Volume and Open Interest |
75,190 |
281,558 |
-3,368 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100715 |
99.21 |
99.22 |
99.19 |
99.21 |
+0.01 |
18,945 |
358,953 |
+519 |
| Dec10 |
100715 |
99.12 |
99.14 |
99.09 |
99.13 |
+0.03 |
32,889 |
416,391 |
+5,072 |
| Mar11 |
100715 |
99.01 |
99.03 |
98.98 |
99.02 |
+0.03 |
43,077 |
303,472 |
-2,253 |
| Jun11 |
100715 |
98.86 |
98.89 |
98.84 |
98.88 |
+0.04 |
58,902 |
285,265 |
-3,337 |
| Sep11 |
100715 |
98.69 |
98.72 |
98.66 |
98.71 |
+0.05 |
53,781 |
328,909 |
+1,700 |
| Dec11 |
100715 |
98.47 |
98.49 |
98.44 |
98.49 |
+0.06 |
46,068 |
265,025 |
+4,213 |
| Total Volume and Open Interest |
304,755 |
2,380,866 |
+7,702 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100715 |
99.010 |
99.020 |
98.970 |
98.985 |
-0.020 |
193,755 |
582,932 |
+2,732 |
| Dec10 |
100715 |
98.910 |
98.920 |
98.870 |
98.880 |
-0.015 |
146,086 |
485,550 |
-5,525 |
| Mar11 |
100715 |
98.855 |
98.870 |
98.815 |
98.830 |
unch |
112,676 |
475,071 |
+3,961 |
| Total Volume and Open Interest |
853,953 |
3,258,530 |
+30,757 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100715 |
95.10 |
95.11 |
95.09 |
95.11 |
+0.01 |
19,642 |
248,308 |
-2,410 |
| Dec10 |
100715 |
95.03 |
95.08 |
95.03 |
95.08 |
+0.03 |
27,347 |
186,969 |
+4,190 |
| Mar11 |
100715 |
94.99 |
95.04 |
94.98 |
95.04 |
+0.05 |
10,208 |
79,752 |
+1,009 |
| Jun11 |
100715 |
94.94 |
95.01 |
94.94 |
95.00 |
+0.05 |
5,817 |
59,592 |
+1,258 |
| Sep11 |
100715 |
94.90 |
94.97 |
94.90 |
94.97 |
+0.07 |
1,980 |
37,655 |
+508 |
| Dec11 |
100715 |
94.85 |
94.92 |
94.85 |
94.92 |
+0.06 |
1,332 |
26,606 |
+155 |
| Mar12 |
100715 |
94.89 |
94.89 |
94.84 |
94.89 |
+0.07 |
563 |
24,271 |
+3 |
| Jun12 |
100715 |
94.80 |
94.89 |
94.80 |
94.87 |
+0.07 |
1,128 |
8,232 |
+539 |
| Sep12 |
100715 |
94.88 |
94.88 |
94.88 |
94.88 |
+0.06 |
490 |
2,680 |
-428 |
| Dec12 |
100715 |
94.87 |
94.87 |
94.87 |
94.87 |
+0.05 |
19 |
1,243 |
+19 |
| Total Volume and Open Interest |
68,526 |
676,177 |
+4,843 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100715 |
94.82 |
94.90 |
94.82 |
94.90 |
+0.08 |
46,990 |
365,532 |
+19,864 |
| Dec10 |
100715 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
46,990 |
365,532 |
+19,864 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100715 |
95.33 |
95.38 |
95.31 |
95.38 |
+0.06 |
132,739 |
614,260 |
+12,893 |
| Dec10 |
100715 |
95.33 |
95.33 |
95.33 |
95.33 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
132,739 |
614,260 |
+12,893 |
| Gold(CMX) |
| Aug10 |
100715 |
1208.1 |
1217.3 |
1203.7 |
1208.3 |
+1.3 |
110,463 |
278,699 |
-347 |
| Oct10 |
100715 |
1210.7 |
1219.2 |
1206.0 |
1210.3 |
+1.3 |
1,248 |
25,830 |
+438 |
| Dec10 |
100715 |
1212.1 |
1221.1 |
1208.2 |
1212.3 |
+1.3 |
17,454 |
128,362 |
+4,564 |
| Feb11 |
100715 |
1220.0 |
1220.0 |
1212.9 |
1214.2 |
+1.3 |
667 |
21,320 |
-217 |
| Apr11 |
100715 |
1219.4 |
1219.4 |
1215.0 |
1215.9 |
+1.2 |
374 |
17,361 |
-9 |
| Jun11 |
100715 |
567.6 |
567.7 |
560.6 |
562.3 |
+1.1 |
306 |
14,070 |
+80 |
| Aug11 |
100715 |
1219.5 |
1219.5 |
1219.5 |
1219.5 |
+0.9 |
26 |
7,571 |
+19 |
| Oct11 |
100715 |
1221.7 |
1221.7 |
1221.7 |
1221.7 |
+0.7 |
0 |
7,467 |
+0 |
| Dec11 |
100715 |
1225.7 |
1227.5 |
1220.0 |
1224.0 |
+0.6 |
362 |
13,518 |
+229 |
| Feb12 |
100715 |
1226.7 |
1226.7 |
1226.7 |
1226.7 |
+0.5 |
0 |
4,153 |
+0 |
| Apr12 |
100715 |
1229.7 |
1229.7 |
1229.7 |
1229.7 |
+0.4 |
50 |
4,988 |
+0 |
| Jun12 |
100715 |
1231.0 |
1232.8 |
1231.0 |
1232.8 |
+0.2 |
975 |
8,780 |
-715 |
| Total Volume and Open Interest |
133,354 |
568,078 |
+4,767 |
| Silver(CMX) |
| Jul10 |
100715 |
1830.0 |
1842.0 |
1819.5 |
1834.6 |
+7.2 |
98 |
722 |
-12 |
| Sep10 |
100715 |
1832.0 |
1853.5 |
1817.0 |
1836.2 |
+7.2 |
20,222 |
63,449 |
-389 |
| Dec10 |
100715 |
1840.5 |
1859.0 |
1824.5 |
1842.2 |
+7.1 |
805 |
24,527 |
-191 |
| Mar11 |
100715 |
1850.0 |
1851.0 |
1838.0 |
1846.5 |
+7.1 |
134 |
10,205 |
+51 |
| May11 |
100715 |
1838.0 |
1848.8 |
1838.0 |
1848.8 |
+7.1 |
2 |
7,672 |
+1 |
| Jul11 |
100715 |
1850.8 |
1850.8 |
1850.8 |
1850.8 |
+7.1 |
52 |
3,861 |
+0 |
| Sep11 |
100715 |
1852.4 |
1852.4 |
1852.4 |
1852.4 |
+7.0 |
7 |
453 |
+3 |
| Total Volume and Open Interest |
21,672 |
117,959 |
-476 |
| Platinum(NYMEX) |
| Jul10 |
100715 |
1529.9 |
1529.9 |
1529.9 |
1529.9 |
+13.1 |
0 |
43 |
-8 |
| Oct10 |
100715 |
1529.0 |
1537.8 |
1520.0 |
1533.7 |
+13.1 |
2,995 |
27,086 |
-125 |
| Jan11 |
100715 |
1534.1 |
1538.1 |
1531.5 |
1538.1 |
+13.1 |
14 |
825 |
+6 |
| Apr11 |
100715 |
1538.1 |
1538.1 |
1538.1 |
1538.1 |
+13.1 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
3,009 |
27,985 |
-127 |
| Palladium(NYMEX) |
| Sep10 |
100715 |
464.55 |
472.60 |
464.55 |
467.20 |
+1.40 |
2,615 |
18,904 |
-112 |
| Dec10 |
100715 |
468.00 |
473.25 |
467.30 |
468.50 |
+1.45 |
12 |
746 |
+10 |
| Mar11 |
100715 |
469.25 |
469.25 |
469.25 |
469.25 |
+1.45 |
1 |
20 |
+0 |
| Total Volume and Open Interest |
2,628 |
19,679 |
-102 |
| Copper(CMX) |
| Jul10 |
100715 |
299.80 |
303.60 |
298.95 |
300.50 |
+0.40 |
764 |
2,172 |
+314 |
| Sep10 |
100715 |
300.00 |
304.50 |
298.70 |
301.20 |
+0.35 |
21,104 |
76,917 |
-139 |
| Dec10 |
100715 |
301.40 |
306.10 |
301.05 |
303.30 |
+0.35 |
1,999 |
22,462 |
+817 |
| Mar11 |
100715 |
304.20 |
304.45 |
303.30 |
304.45 |
+0.35 |
602 |
10,447 |
+215 |
| May11 |
100715 |
306.00 |
306.35 |
305.10 |
305.10 |
+0.35 |
11 |
1,362 |
+7 |
| Total Volume and Open Interest |
25,811 |
129,938 |
+1,154 |
| DJIA Index(CBOT) |
| Sep10 |
100715 |
10307 |
10352 |
10190 |
10292 |
-14 |
336 |
6,771 |
-75 |
| Dec10 |
100715 |
10230 |
10244 |
10230 |
10230 |
-14 |
0 |
6 |
+0 |
| Mar11 |
100715 |
10173 |
10190 |
10173 |
10173 |
-17 |
|
|
|
| Jun11 |
100715 |
10113 |
10132 |
10113 |
10113 |
-19 |
|
|
|
| Total Volume and Open Interest |
336 |
6,777 |
-75 |
| S & P 500(CME) |
| Sep10 |
100715 |
1091.00 |
1099.00 |
1076.80 |
1090.40 |
-0.70 |
19,872 |
307,247 |
+3,191 |
| Dec10 |
100715 |
1075.50 |
1091.00 |
1071.50 |
1085.80 |
-0.70 |
2 |
4,547 |
-35 |
| Mar11 |
100715 |
1081.60 |
1086.80 |
1067.30 |
1081.60 |
-0.70 |
0 |
500 |
+0 |
| Jun11 |
100715 |
1078.10 |
1083.30 |
1063.80 |
1078.10 |
-0.70 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
19,874 |
312,357 |
+3,156 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100715 |
1091.25 |
1099.25 |
1076.25 |
1090.50 |
-0.50 |
2,001,017 |
2,800,205 |
+17,212 |
| Dec10 |
100715 |
1087.25 |
1094.00 |
1072.00 |
1085.75 |
-0.75 |
2,375 |
12,319 |
+418 |
| Total Volume and Open Interest |
2,003,399 |
2,812,693 |
+17,633 |
| NASDAQ 100(CME) |
| Sep10 |
100715 |
1850.30 |
1863.80 |
1828.00 |
1849.30 |
-2.00 |
591 |
13,096 |
+55 |
| Dec10 |
100715 |
1847.30 |
1849.00 |
1831.00 |
1847.30 |
-1.70 |
0 |
1 |
+0 |
| Mar11 |
100715 |
1844.80 |
1846.50 |
1844.80 |
1844.80 |
-1.70 |
|
|
|
| Total Volume and Open Interest |
591 |
13,097 |
+55 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100715 |
1850.30 |
1864.50 |
1828.50 |
1849.30 |
-2.00 |
310,229 |
315,824 |
-803 |
| Dec10 |
100715 |
1849.00 |
1860.30 |
1829.00 |
1847.30 |
-1.70 |
34 |
190 |
+5 |
| Total Volume and Open Interest |
310,263 |
316,016 |
-798 |
| S & P Midcap 400(CME) |
| Sep10 |
100715 |
751.50 |
754.85 |
739.00 |
747.90 |
-3.40 |
203 |
2,230 |
+180 |
| Dec10 |
100715 |
745.90 |
747.30 |
745.90 |
745.90 |
-3.40 |
|
|
|
| Mar11 |
100715 |
743.90 |
745.30 |
743.90 |
743.90 |
-3.40 |
|
|
|
| Total Volume and Open Interest |
203 |
2,230 |
+180 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100714 |
9790 |
9790 |
9790 |
9790 |
+150 |
|
|
|
| Dec10 |
100715 |
9645 |
9645 |
9630 |
9645 |
-145 |
|
|
|
| Total Volume and Open Interest |
9,815 |
32,746 |
+1,291 |
| Nikkei 225(SGX) |
| Sep10 |
100715 |
9750 |
9775 |
9660 |
9660 |
-130 |
86,097 |
168,522 |
+6,799 |
| Dec10 |
100715 |
9630 |
9660 |
9610 |
9610 |
-130 |
290 |
2,079 |
+11 |
| Mar11 |
100715 |
9605 |
9605 |
9605 |
9605 |
-130 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
86,471 |
172,041 |
+7,215 |
| CAC 40(EURONEXT) |
| Jul10 |
100715 |
3632.5 |
3656.0 |
3568.5 |
3582.0 |
-51.0 |
222,469 |
436,745 |
+30,329 |
| Aug10 |
100715 |
3636.5 |
3656.5 |
3569.0 |
3583.0 |
-50.5 |
111,366 |
133,981 |
+68,826 |
| Sep10 |
100715 |
3617.5 |
3651.0 |
3565.0 |
3578.5 |
-51.0 |
1,064 |
37,433 |
-95 |
| Total Volume and Open Interest |
334,899 |
609,407 |
+99,060 |
| Hang Seng Index(HKFE) |
| Jul10 |
100715 |
20527 |
20706 |
20177 |
20181 |
-372 |
57,520 |
70,919 |
+2,637 |
| Aug10 |
100715 |
20480 |
20666 |
20150 |
20155 |
-369 |
813 |
1,940 |
+265 |
| Sep10 |
100715 |
20440 |
20581 |
20070 |
20079 |
-364 |
404 |
6,024 |
+32 |
| Total Volume and Open Interest |
58,833 |
79,896 |
+2,980 |
| DAX(EUREX) |
| Sep10 |
100715 |
6218.0 |
6264.5 |
6132.0 |
6150.5 |
-59.5 |
140,214 |
150,738 |
+1,309 |
| Dec10 |
100715 |
6198.5 |
6254.0 |
6147.5 |
6160.0 |
-59.5 |
950 |
12,863 |
+817 |
| Mar11 |
100715 |
6214.0 |
6280.0 |
6163.5 |
6175.0 |
-58.5 |
42 |
1,224 |
+18 |
| Total Volume and Open Interest |
141,206 |
164,825 |
+2,144 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100715 |
5201.00 |
5237.00 |
5154.50 |
5187.00 |
-32.00 |
109,565 |
647,371 |
+7,274 |
| Dec10 |
100715 |
5156.00 |
5164.50 |
5139.50 |
5164.50 |
-32.00 |
5 |
6,810 |
+2 |
| Mar11 |
100715 |
5125.00 |
5125.00 |
5125.00 |
5125.00 |
-32.00 |
20 |
959 |
-20 |
| Total Volume and Open Interest |
109,630 |
655,315 |
+7,236 |
| SPI 200(SFE) |
| Sep10 |
100715 |
4442.0 |
4453.0 |
4404.0 |
4433.0 |
-12.0 |
27,961 |
223,822 |
+4,517 |
| Dec10 |
100715 |
4460.0 |
4469.0 |
4440.0 |
4449.0 |
-13.0 |
49 |
3,358 |
+22 |
| Mar11 |
100715 |
4441.0 |
4441.0 |
4441.0 |
4441.0 |
-9.0 |
0 |
1,163 |
+0 |
| Total Volume and Open Interest |
28,172 |
229,647 |
+4,655 |
| GSCI(CME) |
| Aug10 |
100715 |
508.50 |
509.00 |
499.50 |
507.00 |
+2.45 |
3,805 |
12,220 |
+3,011 |
| Sep10 |
100715 |
511.50 |
511.50 |
502.50 |
509.50 |
+2.50 |
3 |
1 |
+1 |
| Total Volume and Open Interest |
7,658 |
17,123 |
-245 |
| 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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