|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon July 19, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100719 |
1007.25 |
1022.25 |
1003.50 |
1008.00 |
-11.50 |
36,600 |
65,864 |
-1,653 |
| Sep10 |
100719 |
987.00 |
1000.00 |
975.25 |
986.25 |
-11.75 |
12,210 |
19,507 |
-468 |
| Nov10 |
100719 |
973.25 |
986.75 |
967.25 |
972.00 |
-13.00 |
108,229 |
280,509 |
+3,616 |
| Jan11 |
100719 |
981.25 |
993.00 |
975.75 |
980.00 |
-12.25 |
7,494 |
44,552 |
+795 |
| Mar11 |
100719 |
986.00 |
995.00 |
978.25 |
983.50 |
-9.75 |
4,498 |
15,403 |
+460 |
| May11 |
100719 |
981.00 |
995.00 |
979.75 |
984.50 |
-7.50 |
5,205 |
15,848 |
+1,181 |
| Jul11 |
100719 |
991.75 |
1000.00 |
987.50 |
992.50 |
-7.50 |
6,000 |
19,357 |
+881 |
| Total Volume and Open Interest |
184,424 |
480,112 |
+5,813 |
| Soybean Meal(CBOT) |
| Aug10 |
100719 |
305.80 |
310.30 |
302.00 |
305.00 |
-2.80 |
17,750 |
32,200 |
-1,948 |
| Sep10 |
100719 |
296.30 |
300.00 |
290.70 |
294.70 |
-3.50 |
8,538 |
29,979 |
+2,003 |
| Oct10 |
100719 |
286.70 |
292.90 |
283.00 |
286.70 |
-4.50 |
3,809 |
14,545 |
+553 |
| Dec10 |
100719 |
288.80 |
292.20 |
281.50 |
285.50 |
-4.50 |
32,965 |
96,535 |
+2,562 |
| Jan11 |
100719 |
285.00 |
290.10 |
281.40 |
284.50 |
-4.20 |
1,103 |
6,799 |
+23 |
| Mar11 |
100719 |
287.40 |
289.90 |
281.60 |
284.60 |
-3.70 |
1,637 |
6,912 |
+289 |
| May11 |
100719 |
284.90 |
288.00 |
280.30 |
283.50 |
-3.10 |
2,475 |
6,127 |
+750 |
| Jul11 |
100719 |
284.90 |
287.80 |
282.10 |
285.00 |
-2.80 |
1,062 |
4,904 |
+254 |
| Total Volume and Open Interest |
70,377 |
201,326 |
+4,942 |
| Soybean Oil(CBOT) |
| Aug10 |
100719 |
38.06 |
38.35 |
37.82 |
37.96 |
-0.35 |
29,708 |
40,005 |
-6,287 |
| Sep10 |
100719 |
37.05 |
38.52 |
37.01 |
38.14 |
-0.34 |
20,998 |
52,558 |
+4,986 |
| Oct10 |
100719 |
38.45 |
38.71 |
38.22 |
38.34 |
-0.33 |
3,441 |
17,760 |
+203 |
| Dec10 |
100719 |
38.93 |
39.11 |
38.60 |
38.74 |
-0.32 |
37,647 |
138,430 |
+796 |
| Jan11 |
100719 |
39.04 |
39.36 |
38.88 |
39.02 |
-0.31 |
2,019 |
11,064 |
+348 |
| Mar11 |
100719 |
39.25 |
39.83 |
39.22 |
39.29 |
-0.28 |
1,912 |
6,422 |
+297 |
| May11 |
100719 |
39.58 |
39.75 |
39.45 |
39.53 |
-0.27 |
1,404 |
5,047 |
+590 |
| Jul11 |
100719 |
39.95 |
40.00 |
39.70 |
39.83 |
-0.25 |
747 |
3,726 |
+134 |
| Total Volume and Open Interest |
99,033 |
278,639 |
+1,336 |
| Canola(WCE) |
| Jul10 |
100714 |
442.4 |
442.4 |
442.4 |
442.4 |
+3.5 |
112 |
100 |
+89 |
| Nov10 |
100719 |
455.2 |
460.0 |
445.5 |
452.1 |
-2.9 |
12,223 |
132,776 |
+1,257 |
| Jan11 |
100719 |
455.0 |
455.0 |
446.8 |
452.6 |
-2.7 |
883 |
10,014 |
-137 |
| Mar11 |
100719 |
454.0 |
454.0 |
444.6 |
450.9 |
-1.5 |
418 |
5,484 |
-77 |
| May11 |
100719 |
456.3 |
456.3 |
445.4 |
449.9 |
-1.8 |
516 |
2,066 |
+258 |
| Total Volume and Open Interest |
14,739 |
154,614 |
+1,540 |
| Corn(CBOT) |
| Sep10 |
100719 |
386.25 |
391.25 |
376.75 |
381.50 |
-13.25 |
87,390 |
400,595 |
+10,589 |
| Dec10 |
100719 |
397.75 |
403.50 |
389.25 |
394.00 |
-13.25 |
184,103 |
509,564 |
+15,431 |
| Mar11 |
100719 |
410.00 |
414.50 |
401.00 |
406.00 |
-11.75 |
18,679 |
84,534 |
+1,692 |
| May11 |
100719 |
417.00 |
427.00 |
409.00 |
413.50 |
-11.25 |
4,341 |
15,998 |
+499 |
| Jul11 |
100719 |
424.00 |
427.00 |
415.75 |
420.00 |
-10.50 |
6,250 |
51,797 |
+1,249 |
| Sep11 |
100719 |
422.00 |
428.75 |
416.50 |
419.75 |
-9.00 |
1,690 |
5,617 |
+672 |
| Total Volume and Open Interest |
317,005 |
1,163,604 |
+34,616 |
| Wheat(CBOT) |
| Sep10 |
100719 |
582.50 |
597.75 |
575.25 |
582.25 |
-5.00 |
93,931 |
202,393 |
+2,194 |
| Dec10 |
100719 |
610.00 |
625.50 |
604.50 |
611.50 |
-4.50 |
60,239 |
128,271 |
+3,939 |
| Mar11 |
100719 |
635.00 |
647.25 |
626.00 |
633.25 |
-3.50 |
18,910 |
35,233 |
-1,332 |
| May11 |
100719 |
652.25 |
654.00 |
633.75 |
641.50 |
-5.50 |
4,580 |
20,397 |
+1,416 |
| Jul11 |
100719 |
645.00 |
658.00 |
639.00 |
647.75 |
-6.25 |
13,293 |
65,252 |
-1,176 |
| Total Volume and Open Interest |
198,899 |
477,577 |
+7,945 |
| Wheat(KCBT) |
| Sep10 |
100719 |
595.25 |
610.50 |
590.00 |
595.25 |
-3.75 |
21,832 |
62,155 |
+376 |
| Dec10 |
100719 |
612.75 |
627.25 |
607.00 |
612.25 |
-3.25 |
12,086 |
55,530 |
+3,496 |
| Mar11 |
100719 |
631.00 |
642.50 |
623.00 |
628.00 |
-3.25 |
5,675 |
21,763 |
+805 |
| May11 |
100719 |
637.00 |
637.00 |
631.00 |
636.50 |
-3.25 |
2,127 |
6,097 |
+256 |
| Jul11 |
100719 |
644.25 |
659.00 |
638.75 |
645.50 |
-2.50 |
5,334 |
28,231 |
-1,294 |
| Total Volume and Open Interest |
47,937 |
178,987 |
+3,803 |
| Wheat(MGE) |
| Jul10 |
100714 |
572.00 |
572.00 |
572.00 |
572.00 |
+4.50 |
8 |
8 |
-20 |
| Sep10 |
100719 |
608.50 |
621.00 |
599.25 |
603.25 |
-8.25 |
7,327 |
18,642 |
-408 |
| Dec10 |
100719 |
628.00 |
637.75 |
616.25 |
620.25 |
-8.00 |
5,713 |
18,240 |
+2,130 |
| Mar11 |
100719 |
645.00 |
653.75 |
632.25 |
635.75 |
-9.50 |
1,816 |
6,187 |
+335 |
| May11 |
100719 |
660.00 |
660.25 |
641.50 |
644.75 |
-9.25 |
779 |
1,984 |
+208 |
| Total Volume and Open Interest |
17,849 |
54,909 |
+2,399 |
| Oats(CBOT) |
| Sep10 |
100719 |
263.00 |
266.75 |
260.00 |
260.50 |
-7.00 |
335 |
3,623 |
-53 |
| Dec10 |
100719 |
271.00 |
274.00 |
265.50 |
268.00 |
-7.00 |
425 |
5,999 |
+78 |
| Mar11 |
100719 |
279.25 |
282.00 |
274.75 |
275.00 |
-7.00 |
18 |
176 |
-18 |
| May11 |
100719 |
282.00 |
289.00 |
282.00 |
282.00 |
-7.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
778 |
9,800 |
+7 |
| Rough Rice(CBOT) |
| Jul10 |
100714 |
9.65 |
9.67 |
9.65 |
9.65 |
-0.02 |
64 |
93 |
+64 |
| Sep10 |
100719 |
9.86 |
10.07 |
9.85 |
9.99 |
+0.14 |
1,890 |
7,764 |
-718 |
| Nov10 |
100719 |
10.12 |
10.35 |
10.12 |
10.27 |
+0.14 |
1,834 |
4,768 |
+1,120 |
| Jan11 |
100719 |
10.51 |
10.57 |
10.40 |
10.53 |
+0.13 |
75 |
584 |
-4 |
| Total Volume and Open Interest |
3,852 |
15,096 |
+449 |
| Live Cattle(CME) |
| Aug10 |
100719 |
92.400 |
93.385 |
92.330 |
93.135 |
+0.850 |
17,105 |
62,984 |
-5,205 |
| Oct10 |
100719 |
93.535 |
94.500 |
93.535 |
94.400 |
+0.765 |
19,797 |
136,269 |
+4,395 |
| Dec10 |
100719 |
95.650 |
96.250 |
95.500 |
96.150 |
+0.500 |
7,369 |
65,704 |
+551 |
| Feb11 |
100719 |
96.830 |
97.400 |
96.580 |
97.385 |
+0.535 |
3,043 |
29,150 |
+1,134 |
| Apr11 |
100719 |
98.200 |
98.700 |
98.050 |
98.650 |
+0.450 |
1,116 |
15,733 |
+50 |
| Jun11 |
100719 |
94.750 |
95.150 |
94.580 |
95.080 |
+0.430 |
365 |
7,189 |
+123 |
| Total Volume and Open Interest |
48,939 |
320,284 |
+1,088 |
| Feeder Cattle(CME) |
| Aug10 |
100719 |
113.250 |
114.450 |
113.250 |
114.430 |
+1.330 |
1,874 |
16,492 |
-250 |
| Sep10 |
100719 |
113.050 |
114.150 |
113.050 |
114.150 |
+1.170 |
889 |
11,436 |
+239 |
| Oct10 |
100719 |
112.830 |
114.150 |
112.830 |
114.135 |
+1.335 |
566 |
7,022 |
+121 |
| Nov10 |
100719 |
112.680 |
113.930 |
112.680 |
113.900 |
+1.220 |
257 |
2,641 |
+150 |
| Jan11 |
100719 |
111.250 |
111.900 |
111.000 |
111.850 |
+0.850 |
56 |
938 |
+24 |
| Mar11 |
100719 |
110.500 |
110.600 |
110.350 |
110.450 |
+0.550 |
30 |
291 |
+23 |
| Apr11 |
100719 |
110.000 |
110.200 |
110.000 |
110.200 |
+0.200 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
3,672 |
38,861 |
+307 |
| Lean Hogs(CME) |
| Aug10 |
100719 |
81.885 |
82.635 |
81.400 |
81.635 |
-0.065 |
14,553 |
37,895 |
-2,083 |
| Oct10 |
100719 |
76.000 |
76.950 |
75.430 |
75.785 |
+0.085 |
10,628 |
76,434 |
+3,342 |
| Dec10 |
100719 |
73.500 |
74.080 |
72.750 |
73.150 |
-0.300 |
3,482 |
43,200 |
+1,296 |
| Feb11 |
100719 |
74.830 |
75.000 |
73.830 |
74.000 |
-0.725 |
1,249 |
14,411 |
+207 |
| Apr11 |
100719 |
75.580 |
75.800 |
74.725 |
74.975 |
-0.605 |
876 |
13,332 |
+97 |
| May11 |
100719 |
78.475 |
78.900 |
77.930 |
78.500 |
-0.350 |
7 |
410 |
+6 |
| Jun11 |
100719 |
81.700 |
81.850 |
80.900 |
81.250 |
-0.450 |
775 |
6,745 |
+15 |
| Jul11 |
100719 |
79.750 |
79.900 |
79.000 |
79.600 |
unch |
661 |
1,606 |
+117 |
| Total Volume and Open Interest |
32,251 |
194,553 |
-1,927 |
| Pork Bellies(CME) |
| Jul10 |
100719 |
105.500 |
105.500 |
105.500 |
105.500 |
+1.100 |
4 |
16 |
-7 |
| Aug10 |
100719 |
98.750 |
99.700 |
97.700 |
97.700 |
+0.200 |
3 |
21 |
-1 |
| Feb11 |
100719 |
100.000 |
100.000 |
100.000 |
100.000 |
unch |
0 |
5 |
+0 |
| Mar11 |
100719 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
1 |
+0 |
| May11 |
100719 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
7 |
43 |
-8 |
| Class III Milk(CME) |
| Jul10 |
100719 |
13.71 |
13.76 |
13.71 |
13.75 |
-0.01 |
26 |
4,261 |
-10 |
| Aug10 |
100719 |
15.00 |
15.05 |
14.80 |
14.92 |
+0.02 |
368 |
5,054 |
-16 |
| Sep10 |
100719 |
15.00 |
15.10 |
14.87 |
15.00 |
+0.02 |
287 |
4,350 |
+3 |
| Oct10 |
100719 |
14.92 |
14.95 |
14.85 |
14.92 |
unch |
151 |
3,724 |
+38 |
| Nov10 |
100719 |
14.68 |
14.70 |
14.63 |
14.70 |
+0.02 |
119 |
3,634 |
+28 |
| Total Volume and Open Interest |
1,787 |
27,515 |
+498 |
| Cocoa(ICE) |
| Sep10 |
100719 |
3180 |
3185 |
2946 |
2981 |
-184 |
6,299 |
61,707 |
-626 |
| Dec10 |
100719 |
3189 |
3192 |
2970 |
3004 |
-174 |
1,694 |
25,368 |
+326 |
| Mar11 |
100719 |
3160 |
3202 |
3000 |
3025 |
-167 |
876 |
19,580 |
+112 |
| May11 |
100719 |
3184 |
3200 |
3012 |
3036 |
-165 |
461 |
8,456 |
+325 |
| Jul11 |
100719 |
3165 |
3165 |
3046 |
3046 |
-159 |
23 |
4,165 |
+15 |
| Sep11 |
100719 |
3100 |
3100 |
3050 |
3052 |
-158 |
41 |
1,630 |
-3 |
| Dec11 |
100719 |
3107 |
3107 |
3063 |
3063 |
-148 |
59 |
3,178 |
+7 |
| Total Volume and Open Interest |
9,460 |
126,804 |
+159 |
| Coffee "C"(ICE) |
| Jul10 |
100719 |
164.65 |
164.65 |
161.75 |
162.00 |
-2.80 |
27 |
39 |
-25 |
| Sep10 |
100719 |
166.65 |
166.90 |
161.25 |
163.80 |
-3.25 |
10,628 |
93,889 |
+804 |
| Dec10 |
100719 |
167.30 |
167.45 |
162.20 |
164.50 |
-2.95 |
4,786 |
48,879 |
+134 |
| Mar11 |
100719 |
166.85 |
166.85 |
163.30 |
164.35 |
-2.70 |
1,665 |
20,161 |
+419 |
| May11 |
100719 |
166.30 |
166.30 |
163.00 |
163.95 |
-2.65 |
609 |
6,347 |
+201 |
| Jul11 |
100719 |
163.55 |
164.65 |
162.95 |
163.70 |
-2.70 |
149 |
3,107 |
+80 |
| Total Volume and Open Interest |
17,936 |
174,038 |
+1,668 |
| Orange Juice(ICE) |
| Sep10 |
100719 |
140.15 |
143.50 |
138.90 |
141.25 |
+1.10 |
1,381 |
19,056 |
-131 |
| Nov10 |
100719 |
141.90 |
145.00 |
141.90 |
142.85 |
+0.95 |
140 |
4,039 |
-23 |
| Jan11 |
100719 |
144.90 |
144.90 |
143.95 |
143.95 |
+1.15 |
63 |
1,716 |
+33 |
| Mar11 |
100719 |
145.30 |
145.30 |
144.95 |
144.95 |
+1.15 |
6 |
226 |
+0 |
| May11 |
100719 |
145.35 |
145.35 |
145.35 |
145.35 |
+1.05 |
0 |
154 |
+0 |
| Jul11 |
100719 |
146.90 |
146.90 |
146.90 |
146.90 |
+1.00 |
0 |
199 |
+0 |
| Total Volume and Open Interest |
1,590 |
25,393 |
-121 |
| Sugar #11(ICE) |
| Oct10 |
100719 |
17.11 |
17.70 |
17.07 |
17.61 |
+0.50 |
38,384 |
251,390 |
-3,221 |
| Mar11 |
100719 |
17.50 |
17.94 |
17.47 |
17.84 |
+0.37 |
19,404 |
146,918 |
+3,379 |
| May11 |
100719 |
16.95 |
17.34 |
16.95 |
17.33 |
+0.35 |
3,164 |
28,492 |
-453 |
| Jul11 |
100719 |
16.55 |
16.95 |
16.55 |
16.88 |
+0.35 |
3,668 |
64,685 |
+846 |
| Oct11 |
100719 |
16.50 |
16.70 |
16.50 |
16.68 |
+0.29 |
937 |
29,433 |
+202 |
| Total Volume and Open Interest |
65,965 |
580,790 |
+859 |
| London Cocoa(LCE) |
| Sep10 |
100719 |
2433 |
2465 |
2326 |
2345 |
-100 |
3,972 |
73,385 |
+300 |
| Dec10 |
100719 |
2261 |
2294 |
2161 |
2183 |
-93 |
1,096 |
38,340 |
+68 |
| Mar11 |
100719 |
2234 |
2240 |
2128 |
2153 |
-78 |
568 |
31,783 |
+31 |
| May11 |
100719 |
2199 |
2232 |
2120 |
2152 |
-78 |
820 |
11,034 |
+10 |
| Jul11 |
100719 |
2227 |
2227 |
2124 |
2152 |
-80 |
416 |
2,520 |
+374 |
| Sep11 |
100719 |
2153 |
2153 |
2153 |
2153 |
-79 |
6 |
2,449 |
+6 |
| Dec11 |
100719 |
2153 |
2153 |
2153 |
2153 |
-79 |
91 |
2,449 |
+75 |
| Total Volume and Open Interest |
6,969 |
165,640 |
-24,002 |
| London Sugar(LCE) |
| Oct10 |
100719 |
522.80 |
540.00 |
522.80 |
534.00 |
+14.00 |
2,283 |
38,617 |
+241 |
| Dec10 |
100719 |
488.70 |
502.10 |
488.70 |
498.70 |
+13.80 |
621 |
10,306 |
+37 |
| Mar11 |
100719 |
487.40 |
500.10 |
487.10 |
497.00 |
+13.50 |
702 |
9,634 |
+241 |
| May11 |
100719 |
476.00 |
485.00 |
475.40 |
482.80 |
+12.00 |
27 |
3,264 |
+10 |
| Aug11 |
100719 |
462.00 |
466.60 |
462.00 |
466.60 |
+10.30 |
63 |
2,373 |
-19 |
| Total Volume and Open Interest |
4,653 |
65,879 |
+31 |
| Cotton(ICE) |
| Oct10 |
100719 |
80.15 |
81.14 |
78.66 |
78.77 |
-1.19 |
146 |
1,328 |
+30 |
| Dec10 |
100719 |
74.01 |
74.98 |
73.25 |
73.62 |
-0.34 |
7,130 |
113,983 |
-386 |
| Mar11 |
100719 |
75.05 |
75.95 |
74.30 |
74.61 |
-0.20 |
628 |
27,896 |
+132 |
| May11 |
100719 |
76.20 |
76.20 |
75.12 |
75.34 |
-0.19 |
104 |
1,412 |
-24 |
| Jul11 |
100719 |
76.45 |
76.45 |
75.60 |
75.87 |
-0.21 |
150 |
7,056 |
-3 |
| Oct11 |
100719 |
72.90 |
73.91 |
72.90 |
73.91 |
-0.36 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
8,189 |
153,636 |
-244 |
| Lumber(CME) |
| Sep10 |
100719 |
206.9 |
207.6 |
198.3 |
198.6 |
-8.3 |
504 |
5,720 |
+77 |
| Nov10 |
100719 |
212.0 |
212.6 |
204.0 |
206.0 |
-6.1 |
174 |
2,397 |
+84 |
| Jan11 |
100719 |
227.6 |
227.6 |
222.0 |
224.4 |
-6.1 |
28 |
188 |
+24 |
| Mar11 |
100719 |
240.0 |
240.0 |
240.0 |
240.0 |
-3.0 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
706 |
8,318 |
-127 |
| Crude Oil(NYM) |
| Aug10 |
100719 |
75.72 |
77.69 |
75.50 |
76.54 |
+0.53 |
366,023 |
85,803 |
-40,682 |
| Sep10 |
100719 |
76.07 |
78.10 |
75.85 |
76.90 |
+0.52 |
202,862 |
338,845 |
+15,397 |
| Oct10 |
100719 |
76.47 |
78.54 |
76.36 |
77.29 |
+0.49 |
37,826 |
77,358 |
+4,145 |
| Nov10 |
100719 |
76.97 |
79.06 |
76.93 |
77.82 |
+0.46 |
12,895 |
50,830 |
+167 |
| Dec10 |
100719 |
77.51 |
79.62 |
77.37 |
78.32 |
+0.41 |
31,559 |
199,148 |
-192 |
| Jan11 |
100719 |
78.20 |
79.75 |
78.13 |
78.75 |
+0.38 |
3,272 |
42,361 |
-502 |
| Feb11 |
100719 |
80.07 |
80.11 |
79.12 |
79.13 |
+0.36 |
1,708 |
16,835 |
-468 |
| Mar11 |
100719 |
79.85 |
80.85 |
78.69 |
79.50 |
+0.35 |
1,820 |
21,870 |
+125 |
| Apr11 |
100719 |
79.21 |
80.60 |
79.21 |
79.85 |
+0.34 |
1,032 |
12,307 |
-284 |
| May11 |
100719 |
80.19 |
80.19 |
80.19 |
80.19 |
+0.33 |
832 |
7,914 |
-4 |
| Jun11 |
100719 |
80.03 |
81.40 |
79.76 |
80.51 |
+0.32 |
3,578 |
45,609 |
-97 |
| Jul11 |
100719 |
80.81 |
80.81 |
80.81 |
80.81 |
+0.31 |
779 |
25,425 |
+54 |
| Aug11 |
100719 |
80.99 |
80.99 |
80.99 |
80.99 |
+0.31 |
520 |
7,338 |
-39 |
| Sep11 |
100719 |
81.12 |
81.12 |
81.12 |
81.12 |
+0.30 |
521 |
7,845 |
+76 |
| Oct11 |
100719 |
81.25 |
81.25 |
81.25 |
81.25 |
+0.29 |
176 |
5,159 |
-11 |
| Nov11 |
100719 |
81.38 |
81.38 |
81.38 |
81.38 |
+0.29 |
342 |
10,201 |
+57 |
| Total Volume and Open Interest |
680,457 |
1,257,571 |
-21,349 |
| 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 |
100719 |
76.175 |
78.100 |
75.925 |
76.900 |
+0.525 |
2,069 |
1,838 |
+333 |
| Oct10 |
100719 |
76.650 |
78.350 |
76.450 |
77.300 |
+0.500 |
74 |
251 |
+3 |
| Nov10 |
100719 |
77.000 |
79.000 |
77.000 |
77.825 |
+0.475 |
1 |
132 |
+0 |
| Dec10 |
100719 |
77.400 |
79.150 |
77.400 |
78.325 |
+0.425 |
16 |
126 |
+4 |
| Jan11 |
100719 |
79.575 |
79.575 |
78.750 |
78.750 |
+0.375 |
2 |
2 |
+0 |
| Feb11 |
100719 |
79.125 |
79.125 |
79.125 |
79.125 |
+0.350 |
2 |
0 |
+0 |
| Mar11 |
100719 |
79.325 |
79.500 |
79.325 |
79.500 |
+0.350 |
|
|
|
| Apr11 |
100719 |
79.850 |
79.850 |
79.850 |
79.850 |
+0.350 |
|
|
|
| Total Volume and Open Interest |
14,291 |
4,959 |
+491 |
| Heating Oil(NYM) |
| Aug10 |
100719 |
200.99 |
206.44 |
200.36 |
201.70 |
+0.57 |
45,077 |
59,074 |
-4,356 |
| Sep10 |
100719 |
202.86 |
208.58 |
202.59 |
204.13 |
+0.75 |
21,770 |
62,552 |
+1,618 |
| Oct10 |
100719 |
205.02 |
210.40 |
205.02 |
206.56 |
+0.86 |
6,819 |
32,045 |
-1,134 |
| Nov10 |
100719 |
209.59 |
211.73 |
208.90 |
209.22 |
+0.84 |
2,976 |
23,607 |
+157 |
| Dec10 |
100719 |
210.73 |
215.80 |
210.48 |
211.84 |
+0.81 |
7,327 |
36,889 |
+453 |
| Jan11 |
100719 |
215.95 |
218.33 |
213.07 |
214.49 |
+0.80 |
1,924 |
25,096 |
-339 |
| Feb11 |
100719 |
215.80 |
217.50 |
215.30 |
216.37 |
+0.75 |
506 |
11,664 |
+141 |
| Mar11 |
100719 |
216.50 |
217.05 |
216.48 |
217.05 |
+0.71 |
572 |
9,732 |
+7 |
| Apr11 |
100719 |
218.09 |
218.65 |
216.51 |
216.70 |
+0.69 |
261 |
6,301 |
+11 |
| May11 |
100719 |
215.64 |
217.78 |
215.64 |
216.40 |
+0.66 |
89 |
5,793 |
+40 |
| Jun11 |
100719 |
215.84 |
217.16 |
215.84 |
216.47 |
+0.63 |
335 |
19,087 |
+17 |
| Jul11 |
100719 |
218.02 |
218.02 |
217.65 |
217.65 |
+0.66 |
24 |
2,001 |
-9 |
| Total Volume and Open Interest |
88,132 |
312,802 |
-3,355 |
| Gasoline(NYMEX) |
| Aug10 |
100719 |
203.86 |
210.00 |
203.41 |
205.90 |
+1.04 |
39,443 |
54,812 |
-3,349 |
| Sep10 |
100719 |
204.64 |
209.96 |
203.71 |
205.82 |
+0.98 |
22,021 |
80,114 |
+3,522 |
| Oct10 |
100719 |
194.26 |
198.84 |
193.85 |
195.75 |
+0.82 |
9,212 |
30,965 |
+865 |
| Nov10 |
100719 |
194.30 |
197.96 |
192.72 |
194.60 |
+0.60 |
4,885 |
26,610 |
+251 |
| Dec10 |
100719 |
193.74 |
198.64 |
193.10 |
194.97 |
+0.52 |
4,789 |
14,808 |
+771 |
| Jan11 |
100719 |
196.52 |
199.85 |
195.60 |
196.79 |
+0.54 |
829 |
7,730 |
+66 |
| Feb11 |
100719 |
197.61 |
201.70 |
197.60 |
198.85 |
+0.50 |
1,354 |
3,019 |
+703 |
| Mar11 |
100719 |
200.28 |
202.71 |
199.80 |
201.04 |
+0.48 |
508 |
3,005 |
+113 |
| Apr11 |
100719 |
211.75 |
214.09 |
211.75 |
213.01 |
+0.45 |
1,375 |
4,616 |
+470 |
| May11 |
100719 |
213.96 |
213.96 |
213.96 |
213.96 |
+0.37 |
10 |
3,479 |
+4 |
| Total Volume and Open Interest |
84,698 |
239,852 |
+3,323 |
| e-miNY RBOB Gasoline(NYM) |
| Aug10 |
100719 |
205.90 |
205.90 |
205.90 |
205.90 |
-0.20 |
0 |
1 |
+0 |
| Sep10 |
100719 |
205.80 |
205.82 |
205.80 |
205.80 |
+1.00 |
0 |
1 |
+0 |
| Oct10 |
100719 |
195.80 |
195.80 |
195.75 |
195.80 |
+0.90 |
0 |
1 |
+0 |
| Nov10 |
100719 |
194.60 |
194.60 |
194.60 |
194.60 |
+0.60 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
10 |
+0 |
| Natural Gas(NYM) |
| Aug10 |
100719 |
4.531 |
4.555 |
4.454 |
4.510 |
-0.009 |
187,328 |
82,900 |
-16,989 |
| Sep10 |
100719 |
4.522 |
4.551 |
4.452 |
4.509 |
-0.009 |
95,639 |
162,398 |
+5,289 |
| Oct10 |
100719 |
4.586 |
4.598 |
4.515 |
4.556 |
-0.019 |
49,525 |
95,600 |
+1,639 |
| Nov10 |
100719 |
4.849 |
4.849 |
4.760 |
4.803 |
-0.027 |
20,579 |
53,899 |
+1,651 |
| Dec10 |
100719 |
5.093 |
5.093 |
5.032 |
5.068 |
-0.022 |
14,787 |
39,944 |
+1,358 |
| Jan11 |
100719 |
5.268 |
5.268 |
5.210 |
5.241 |
-0.027 |
23,894 |
64,490 |
+603 |
| Feb11 |
100719 |
5.197 |
5.230 |
5.180 |
5.215 |
-0.026 |
3,855 |
18,122 |
+999 |
| Mar11 |
100719 |
5.109 |
5.139 |
5.096 |
5.126 |
-0.024 |
6,787 |
52,199 |
+135 |
| Apr11 |
100719 |
4.925 |
4.953 |
4.913 |
4.945 |
-0.020 |
5,896 |
45,024 |
+775 |
| May11 |
100719 |
4.954 |
4.965 |
4.934 |
4.959 |
-0.022 |
1,022 |
20,211 |
+274 |
| Jun11 |
100719 |
5.026 |
5.026 |
4.976 |
5.003 |
-0.023 |
638 |
7,766 |
-29 |
| Jul11 |
100719 |
5.066 |
5.066 |
5.031 |
5.058 |
-0.023 |
434 |
7,316 |
+127 |
| Aug11 |
100719 |
5.108 |
5.108 |
5.080 |
5.101 |
-0.023 |
206 |
6,266 |
-2 |
| Sep11 |
100719 |
5.120 |
5.128 |
5.107 |
5.127 |
-0.025 |
219 |
5,670 |
+46 |
| Oct11 |
100719 |
5.200 |
5.211 |
5.191 |
5.210 |
-0.025 |
1,189 |
18,916 |
+352 |
| Nov11 |
100719 |
5.443 |
5.465 |
5.436 |
5.436 |
-0.029 |
210 |
5,253 |
-49 |
| Total Volume and Open Interest |
414,981 |
788,096 |
-4,162 |
| Brent Crude Oil(ICE) |
| Sep10 |
100719 |
75.13 |
77.20 |
74.77 |
75.62 |
+0.25 |
159,498 |
222,699 |
+3,718 |
| Oct10 |
100719 |
75.50 |
77.61 |
75.28 |
76.11 |
+0.32 |
39,456 |
127,907 |
+6,505 |
| Nov10 |
100719 |
76.32 |
78.18 |
75.93 |
76.70 |
+0.34 |
10,698 |
35,464 |
+552 |
| Dec10 |
100719 |
76.90 |
78.77 |
76.44 |
77.27 |
+0.33 |
28,428 |
112,025 |
-1,186 |
| Jan11 |
100719 |
77.42 |
79.25 |
76.92 |
77.76 |
+0.30 |
3,899 |
26,095 |
+525 |
| Feb11 |
100719 |
77.91 |
79.57 |
77.38 |
78.22 |
+0.27 |
2,204 |
17,553 |
+634 |
| Mar11 |
100719 |
78.38 |
80.03 |
77.95 |
78.67 |
+0.25 |
1,134 |
13,801 |
-12 |
| Apr11 |
100719 |
78.85 |
80.46 |
78.40 |
79.12 |
+0.24 |
592 |
10,280 |
+36 |
| May11 |
100719 |
79.26 |
80.82 |
78.81 |
79.53 |
+0.25 |
185 |
15,895 |
+38 |
| Jun11 |
100719 |
79.63 |
81.24 |
79.19 |
79.90 |
+0.26 |
1,353 |
23,728 |
-6 |
| Jul11 |
100719 |
80.24 |
80.24 |
80.24 |
80.24 |
+0.25 |
316 |
8,253 |
+116 |
| Aug11 |
100719 |
80.50 |
80.50 |
80.50 |
80.50 |
+0.25 |
254 |
3,935 |
-106 |
| Sep11 |
100719 |
80.71 |
80.71 |
80.71 |
80.71 |
+0.25 |
337 |
4,698 |
+61 |
| Oct11 |
100719 |
80.88 |
80.88 |
80.88 |
80.88 |
+0.25 |
1,089 |
3,608 |
+91 |
| Total Volume and Open Interest |
259,257 |
744,037 |
-12,494 |
| Gas Oil(ICE) |
| Aug10 |
100719 |
637.50 |
656.50 |
637.50 |
648.50 |
+10.00 |
64,442 |
124,685 |
-11,628 |
| Sep10 |
100719 |
643.50 |
661.50 |
642.25 |
653.50 |
+10.00 |
73,011 |
94,094 |
-10,183 |
| Oct10 |
100719 |
649.75 |
665.50 |
646.75 |
658.00 |
+10.00 |
24,853 |
42,110 |
+488 |
| Nov10 |
100719 |
653.75 |
666.25 |
653.75 |
662.00 |
+10.00 |
11,300 |
36,037 |
+695 |
| Dec10 |
100719 |
657.00 |
674.00 |
655.25 |
666.00 |
+10.00 |
24,460 |
92,835 |
+1,294 |
| Jan11 |
100719 |
659.75 |
675.25 |
659.75 |
670.50 |
+9.75 |
2,360 |
36,445 |
+594 |
| Feb11 |
100719 |
667.00 |
674.50 |
667.00 |
674.50 |
+9.75 |
914 |
21,536 |
-67 |
| Mar11 |
100719 |
670.00 |
678.25 |
670.00 |
678.25 |
+9.75 |
1,022 |
13,709 |
-24 |
| Apr11 |
100719 |
680.00 |
682.50 |
673.25 |
681.50 |
+10.00 |
362 |
13,615 |
+11 |
| May11 |
100719 |
684.50 |
684.50 |
684.50 |
684.50 |
+9.75 |
300 |
14,987 |
+123 |
| Total Volume and Open Interest |
208,210 |
611,034 |
-17,824 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100719 |
1.585 |
1.593 |
1.576 |
1.578 |
-0.033 |
79 |
716 |
-14 |
| Sep10 |
100719 |
1.583 |
1.587 |
1.573 |
1.575 |
-0.036 |
90 |
1,142 |
+9 |
| Oct10 |
100719 |
1.598 |
1.598 |
1.573 |
1.577 |
-0.033 |
38 |
1,151 |
+24 |
| Nov10 |
100719 |
1.591 |
1.600 |
1.584 |
1.588 |
-0.038 |
48 |
870 |
+39 |
| Dec10 |
100719 |
1.600 |
1.612 |
1.599 |
1.599 |
-0.035 |
36 |
1,943 |
+19 |
| Jan11 |
100719 |
1.638 |
1.638 |
1.615 |
1.624 |
-0.035 |
31 |
1,450 |
+12 |
| Feb11 |
100719 |
1.668 |
1.668 |
1.659 |
1.659 |
-0.038 |
15 |
820 |
+15 |
| Total Volume and Open Interest |
460 |
11,936 |
+185 |
| WTI Crude Oil(ICE |
| Aug10 |
100719 |
75.61 |
77.68 |
75.58 |
76.54 |
+0.53 |
62,829 |
33,207 |
-6,574 |
| Sep10 |
100719 |
75.85 |
78.10 |
75.85 |
76.90 |
+0.52 |
81,039 |
100,206 |
+6,406 |
| Oct10 |
100719 |
76.53 |
78.51 |
76.36 |
77.29 |
+0.49 |
17,823 |
39,126 |
+104 |
| Nov10 |
100719 |
77.27 |
78.67 |
76.96 |
77.82 |
+0.46 |
4,480 |
16,824 |
-16 |
| Dec10 |
100719 |
77.86 |
79.59 |
77.40 |
78.32 |
+0.41 |
11,097 |
82,079 |
-321 |
| Jan11 |
100719 |
79.01 |
79.01 |
77.95 |
78.75 |
+0.38 |
521 |
16,297 |
-244 |
| Feb11 |
100719 |
78.60 |
79.13 |
78.60 |
79.13 |
+0.36 |
171 |
11,068 |
-24 |
| Mar11 |
100719 |
79.50 |
79.50 |
79.50 |
79.50 |
+0.35 |
457 |
9,537 |
+34 |
| Apr11 |
100719 |
80.31 |
80.59 |
79.85 |
79.85 |
+0.34 |
484 |
5,173 |
-115 |
| May11 |
100719 |
80.19 |
80.19 |
80.19 |
80.19 |
+0.33 |
212 |
4,081 |
+9 |
| Jun11 |
100719 |
81.45 |
81.45 |
80.51 |
80.51 |
+0.32 |
600 |
20,658 |
+73 |
| Jul11 |
100719 |
80.81 |
80.81 |
80.81 |
80.81 |
+0.31 |
58 |
10,536 |
-18 |
| Aug11 |
100719 |
80.99 |
80.99 |
80.99 |
80.99 |
+0.31 |
55 |
2,324 |
+24 |
| Sep11 |
100719 |
81.12 |
81.12 |
81.12 |
81.12 |
+0.30 |
15 |
2,788 |
+0 |
| Oct11 |
100719 |
81.25 |
81.25 |
81.25 |
81.25 |
+0.29 |
14 |
2,083 |
+0 |
| Nov11 |
100719 |
81.38 |
81.38 |
81.38 |
81.38 |
+0.29 |
35 |
6,418 |
+5 |
| Total Volume and Open Interest |
183,278 |
472,552 |
-1,635 |
| US Dollar Index(ICE) |
| Sep10 |
100719 |
82.790 |
82.995 |
82.500 |
82.705 |
+0.048 |
25,133 |
24,430 |
-498 |
| Dec10 |
100719 |
82.840 |
83.015 |
82.840 |
83.015 |
+0.048 |
26 |
658 |
+7 |
| Mar11 |
100719 |
83.375 |
83.375 |
83.375 |
83.375 |
+0.048 |
|
|
|
| Total Volume and Open Interest |
25,159 |
25,089 |
-491 |
| Australian Dollar(CME) |
| Sep10 |
100719 |
86.15 |
86.62 |
85.76 |
86.48 |
-0.06 |
143,384 |
74,024 |
+4,735 |
| Dec10 |
100719 |
85.18 |
85.64 |
84.89 |
85.53 |
-0.06 |
113 |
895 |
-6 |
| Mar11 |
100719 |
84.60 |
84.67 |
84.60 |
84.60 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
143,497 |
75,075 |
+4,729 |
| British Pound(CME) |
| Sep10 |
100719 |
152.87 |
153.49 |
151.99 |
152.34 |
-0.67 |
103,436 |
128,536 |
-1,098 |
| Dec10 |
100719 |
153.01 |
153.21 |
152.10 |
152.29 |
-0.67 |
128 |
371 |
+23 |
| Mar11 |
100719 |
152.00 |
152.89 |
152.00 |
152.22 |
-0.67 |
1 |
4 |
+1 |
| Total Volume and Open Interest |
103,565 |
128,911 |
-1,074 |
| Canadian Dollar(CME) |
| Sep10 |
100719 |
94.54 |
95.17 |
94.44 |
94.75 |
-0.06 |
97,796 |
84,792 |
-672 |
| Dec10 |
100719 |
94.45 |
95.00 |
94.34 |
94.61 |
-0.07 |
306 |
3,603 |
+63 |
| Mar11 |
100719 |
94.52 |
94.52 |
94.45 |
94.45 |
-0.07 |
43 |
482 |
+16 |
| Jun11 |
100719 |
94.21 |
94.40 |
94.21 |
94.25 |
-0.07 |
27 |
243 |
+7 |
| Total Volume and Open Interest |
98,172 |
89,145 |
-586 |
| Japanese Yen(CME) |
| Sep10 |
100719 |
115.59 |
115.71 |
114.72 |
115.36 |
-0.06 |
154,771 |
135,010 |
+5,208 |
| Dec10 |
100719 |
115.62 |
115.71 |
114.93 |
115.52 |
-0.06 |
235 |
535 |
+116 |
| Mar11 |
100719 |
115.71 |
115.77 |
115.71 |
115.71 |
-0.06 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
155,007 |
135,555 |
+5,325 |
| Swiss Franc(CME) |
| Sep10 |
100719 |
95.36 |
95.79 |
94.75 |
95.04 |
-0.23 |
39,359 |
55,845 |
+2,277 |
| Dec10 |
100719 |
95.68 |
95.85 |
95.04 |
95.16 |
-0.24 |
95 |
128 |
+25 |
| Mar11 |
100719 |
95.71 |
95.91 |
95.28 |
95.28 |
-0.23 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
39,454 |
55,976 |
+2,302 |
| EuroFX(CME) |
| Sep10 |
100719 |
129.06 |
129.90 |
128.69 |
129.58 |
+0.15 |
341,871 |
230,188 |
+10,114 |
| Dec10 |
100719 |
129.00 |
129.84 |
128.70 |
129.53 |
+0.14 |
1,081 |
1,862 |
+237 |
| Mar11 |
100719 |
129.47 |
129.47 |
129.34 |
129.47 |
+0.13 |
198 |
235 |
+174 |
| Total Volume and Open Interest |
343,150 |
232,292 |
+10,525 |
| Mexican Peso(CME) |
| Jul10 |
100719 |
774.5 |
776.2 |
774.5 |
774.5 |
-1.8 |
|
|
|
| Aug10 |
100719 |
774.5 |
774.5 |
773.2 |
774.5 |
+1.2 |
|
|
|
| Total Volume and Open Interest |
27,446 |
65,606 |
+450 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100719 |
128~000 |
128~000 |
127~190 |
127~190 |
+1~000 |
|
|
|
| Dec10 |
100719 |
127~030 |
127~030 |
126~060 |
126~060 |
-0~160 |
407 |
1,356 |
+150 |
| Mar11 |
100719 |
124~280 |
125~120 |
124~280 |
124~280 |
-0~160 |
1 |
31 |
+1 |
| Total Volume and Open Interest |
360,112 |
705,216 |
+13,066 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100719 |
123~120 |
123~135 |
122~295 |
123~010 |
-0~055 |
1,431,773 |
1,853,250 |
+40,314 |
| Dec10 |
100719 |
122~140 |
122~145 |
122~040 |
122~045 |
-0~050 |
579 |
3,467 |
+306 |
| Mar11 |
100719 |
120~250 |
120~300 |
120~250 |
120~250 |
-0~050 |
3 |
64 |
+2 |
| Total Volume and Open Interest |
1,432,356 |
1,856,815 |
+40,623 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100716 |
118~093 |
119~025 |
118~090 |
119~010 |
+0~079 |
507,956 |
900,391 |
-19,947 |
| Dec10 |
100719 |
118~017 |
118~021 |
118~007 |
118~013 |
-0~008 |
50 |
210 |
+4 |
| Mar11 |
100719 |
117~019 |
117~027 |
117~019 |
117~019 |
-0~008 |
|
|
|
| Total Volume and Open Interest |
651,305 |
953,743 |
+21,318 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100719 |
109~064 |
109~065 |
109~057 |
109~060 |
+54~095 |
|
|
|
| Dec10 |
100719 |
109~030 |
109~030 |
109~028 |
109~030 |
+0~002 |
19 |
58 |
+4 |
| Mar11 |
100719 |
109~000 |
109~000 |
108~124 |
109~000 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
246,437 |
855,004 |
-10,447 |
| Eurodollars(CME) |
| Sep10 |
100719 |
99.470 |
99.495 |
99.460 |
99.485 |
+0.025 |
181,938 |
1,025,797 |
-21,824 |
| Dec10 |
100719 |
99.430 |
99.455 |
99.420 |
99.440 |
+0.020 |
185,417 |
1,177,416 |
-2,126 |
| Mar11 |
100719 |
99.370 |
99.400 |
99.355 |
99.385 |
+0.020 |
187,087 |
986,530 |
+26,599 |
| Jun11 |
100719 |
99.265 |
99.280 |
99.230 |
99.260 |
+0.010 |
214,162 |
889,147 |
-2,138 |
| Sep11 |
100719 |
99.120 |
99.125 |
99.070 |
99.100 |
unch |
298,373 |
1,048,596 |
+6,301 |
| Dec11 |
100719 |
98.910 |
98.910 |
98.850 |
98.885 |
-0.005 |
224,373 |
650,892 |
+4,359 |
| Mar12 |
100719 |
98.710 |
98.710 |
98.645 |
98.685 |
unch |
181,701 |
455,127 |
+6,826 |
| Jun12 |
100719 |
98.485 |
98.490 |
98.425 |
98.465 |
unch |
184,212 |
360,570 |
+9,941 |
| Sep12 |
100719 |
98.280 |
98.280 |
98.210 |
98.250 |
unch |
105,803 |
252,021 |
+10,137 |
| Dec12 |
100719 |
98.055 |
98.060 |
97.985 |
98.020 |
-0.005 |
80,733 |
179,229 |
+10,936 |
| Mar13 |
100719 |
97.865 |
97.875 |
97.800 |
97.830 |
-0.010 |
62,390 |
193,620 |
+4,165 |
| Jun13 |
100719 |
97.670 |
97.670 |
97.590 |
97.620 |
-0.010 |
58,815 |
124,065 |
+877 |
| Sep13 |
100719 |
97.450 |
97.460 |
97.385 |
97.405 |
-0.015 |
20,409 |
78,884 |
+2,065 |
| Dec13 |
100719 |
97.220 |
97.240 |
97.160 |
97.180 |
-0.020 |
21,422 |
43,944 |
+3,279 |
| Mar14 |
100719 |
97.050 |
97.050 |
96.970 |
96.990 |
-0.025 |
14,714 |
48,357 |
+795 |
| Jun14 |
100719 |
96.865 |
96.865 |
96.770 |
96.795 |
-0.030 |
11,848 |
38,900 |
+1,576 |
| Sep14 |
100719 |
96.675 |
96.675 |
96.590 |
96.620 |
-0.035 |
5,502 |
26,304 |
+119 |
| Dec14 |
100719 |
96.500 |
96.505 |
96.410 |
96.440 |
-0.040 |
4,755 |
45,074 |
+93 |
| Total Volume and Open Interest |
2,073,506 |
7,827,916 |
+66,811 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100719 |
99.823 |
99.823 |
99.817 |
99.820 |
unch |
5,673 |
55,841 |
-2,299 |
| Aug10 |
100719 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
4,546 |
76,626 |
-2,508 |
| Sep10 |
100719 |
99.815 |
99.815 |
99.805 |
99.810 |
unch |
1,588 |
51,930 |
-342 |
| Oct10 |
100719 |
99.805 |
99.810 |
99.800 |
99.805 |
unch |
1,834 |
61,404 |
-122 |
| Nov10 |
100719 |
99.800 |
99.800 |
99.790 |
99.795 |
unch |
2,390 |
80,375 |
+418 |
| Dec10 |
100719 |
99.795 |
99.795 |
99.790 |
99.790 |
unch |
4,847 |
67,282 |
-586 |
| Total Volume and Open Interest |
31,551 |
608,816 |
-3,443 |
| 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 |
100719 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
0 |
871 |
+0 |
| Dec10 |
100719 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
442 |
+0 |
| Mar11 |
100719 |
99.698 |
99.698 |
99.698 |
99.698 |
unch |
0 |
367 |
+0 |
| Jun11 |
100719 |
99.702 |
99.702 |
99.702 |
99.702 |
unch |
|
|
|
| Sep11 |
100719 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Dec11 |
100719 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
| Mar12 |
100719 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
| Jun12 |
100719 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
| Sep12 |
100719 |
99.770 |
99.770 |
99.770 |
99.770 |
unch |
|
|
|
| Dec12 |
100719 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,680 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100719 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
3,324 |
+88 |
| Dec10 |
100719 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,371 |
+75 |
| Mar11 |
100719 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
1,959 |
+0 |
| Jun11 |
100719 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
52 |
1,396 |
+12 |
| Sep11 |
100719 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
108 |
+0 |
| Dec11 |
100719 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
106 |
+0 |
| Mar12 |
100719 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
305 |
+0 |
| Jun12 |
100719 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
52 |
9,635 |
+163 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100716 |
141.74 |
141.87 |
141.59 |
141.62 |
+0.20 |
685 |
21,501 |
+232 |
| Dec10 |
100716 |
140.74 |
140.74 |
140.74 |
140.74 |
-0.05 |
0 |
10 |
+0 |
| Mar11 |
100716 |
138.65 |
138.65 |
138.65 |
138.65 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
1,522 |
21,627 |
+373 |
| Euro-Bund(EUREX) |
| Sep10 |
100719 |
129.16 |
129.54 |
128.58 |
128.73 |
-0.43 |
926,741 |
883,016 |
-32,394 |
| Dec10 |
100719 |
127.99 |
127.99 |
127.26 |
127.31 |
-0.41 |
1,052 |
2,017 |
+216 |
| Mar11 |
100719 |
127.73 |
127.73 |
127.73 |
127.73 |
-0.43 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
927,794 |
885,034 |
-32,177 |
| Euro-Bobl(EUREX) |
| Sep10 |
100719 |
120.19 |
120.39 |
119.84 |
119.93 |
-0.31 |
519,626 |
690,765 |
+9,252 |
| Dec10 |
100719 |
118.65 |
118.66 |
118.65 |
118.66 |
-0.31 |
505 |
12,786 |
+2 |
| Mar11 |
100719 |
117.63 |
117.63 |
117.63 |
117.63 |
-0.31 |
|
|
|
| Total Volume and Open Interest |
520,131 |
703,551 |
-8,279 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100719 |
98.950 |
98.960 |
98.950 |
98.950 |
-0.020 |
241 |
3,363 |
-44 |
| Dec10 |
100719 |
98.845 |
98.845 |
98.840 |
98.845 |
-0.025 |
101 |
2,039 |
+8 |
| Mar11 |
100719 |
98.810 |
98.810 |
98.795 |
98.805 |
-0.020 |
10 |
1,123 |
+0 |
| Total Volume and Open Interest |
609 |
10,462 |
+174 |
| Long Gilt(LIFFE) |
| Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
| Dec10 |
100719 |
119~29 |
119~29 |
119~29 |
119~29 |
-0~04 |
|
|
|
| Total Volume and Open Interest |
121,542 |
281,264 |
+421 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100719 |
99.20 |
99.21 |
99.19 |
99.21 |
+0.01 |
32,307 |
351,386 |
-7,554 |
| Dec10 |
100719 |
99.12 |
99.14 |
99.10 |
99.13 |
+0.01 |
58,478 |
439,710 |
+18,149 |
| Mar11 |
100719 |
99.02 |
99.05 |
99.02 |
99.04 |
+0.01 |
47,252 |
306,104 |
+4,724 |
| Jun11 |
100719 |
98.91 |
98.93 |
98.89 |
98.92 |
+0.02 |
41,219 |
301,737 |
+3,804 |
| Sep11 |
100719 |
98.74 |
98.77 |
98.73 |
98.77 |
+0.03 |
37,499 |
332,154 |
+6,979 |
| Dec11 |
100719 |
98.53 |
98.56 |
98.52 |
98.55 |
+0.03 |
34,555 |
270,228 |
+4,001 |
| Total Volume and Open Interest |
297,915 |
2,428,823 |
+35,069 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100719 |
98.965 |
98.975 |
98.945 |
98.950 |
-0.020 |
146,237 |
596,446 |
+1,276 |
| Dec10 |
100719 |
98.870 |
98.875 |
98.830 |
98.845 |
-0.025 |
119,813 |
480,289 |
-6,737 |
| Mar11 |
100719 |
98.825 |
98.835 |
98.790 |
98.805 |
-0.020 |
100,492 |
473,867 |
-623 |
| Total Volume and Open Interest |
823,158 |
3,278,234 |
+17,362 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100719 |
95.10 |
95.16 |
95.09 |
95.12 |
+0.01 |
7,616 |
245,227 |
-403 |
| Dec10 |
100719 |
95.07 |
95.15 |
95.05 |
95.09 |
+0.01 |
8,006 |
187,916 |
-220 |
| Mar11 |
100719 |
95.04 |
95.13 |
95.02 |
95.07 |
+0.03 |
5,736 |
82,363 |
-596 |
| Jun11 |
100719 |
94.99 |
95.10 |
94.98 |
95.04 |
+0.04 |
2,816 |
60,463 |
-103 |
| Sep11 |
100719 |
94.93 |
95.07 |
94.93 |
95.01 |
+0.04 |
596 |
37,198 |
+25 |
| Dec11 |
100719 |
94.88 |
95.03 |
94.88 |
94.98 |
+0.06 |
1,268 |
27,478 |
+628 |
| Mar12 |
100719 |
94.85 |
95.01 |
94.85 |
94.95 |
+0.06 |
542 |
24,186 |
-11 |
| Jun12 |
100719 |
94.99 |
94.99 |
94.93 |
94.93 |
+0.05 |
352 |
8,564 |
+183 |
| Sep12 |
100719 |
94.98 |
94.98 |
94.93 |
94.93 |
+0.06 |
278 |
2,641 |
-37 |
| Dec12 |
100719 |
94.91 |
94.91 |
94.91 |
94.91 |
+0.05 |
63 |
1,293 |
+50 |
| Total Volume and Open Interest |
27,360 |
678,285 |
-397 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100719 |
94.87 |
94.95 |
94.86 |
94.89 |
+0.01 |
31,735 |
372,425 |
+8,385 |
| Dec10 |
100719 |
94.88 |
94.88 |
94.88 |
94.88 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
31,735 |
372,425 |
+8,385 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100719 |
95.34 |
95.44 |
95.34 |
95.39 |
+0.03 |
123,676 |
642,038 |
+24,567 |
| Dec10 |
100719 |
95.34 |
95.34 |
95.34 |
95.34 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
123,676 |
642,038 |
+24,567 |
| Gold(CMX) |
| Aug10 |
100719 |
1193.7 |
1194.7 |
1176.9 |
1181.9 |
-6.3 |
102,197 |
272,308 |
-2,434 |
| Oct10 |
100719 |
1194.6 |
1196.4 |
1178.8 |
1183.9 |
-6.2 |
1,842 |
26,907 |
+425 |
| Dec10 |
100719 |
1195.5 |
1197.8 |
1181.0 |
1185.8 |
-6.3 |
11,238 |
137,776 |
+4,169 |
| Feb11 |
100719 |
1193.5 |
1193.5 |
1184.8 |
1187.5 |
-6.4 |
814 |
20,817 |
-564 |
| Apr11 |
100719 |
1192.8 |
1192.8 |
1186.8 |
1189.1 |
-6.5 |
628 |
17,924 |
+563 |
| Jun11 |
100719 |
545.4 |
548.2 |
531.7 |
535.3 |
-6.6 |
80 |
14,359 |
+52 |
| Aug11 |
100719 |
1195.8 |
1195.8 |
1190.2 |
1192.5 |
-6.5 |
25 |
7,597 |
+25 |
| Oct11 |
100719 |
1194.5 |
1194.5 |
1194.5 |
1194.5 |
-6.6 |
1 |
7,467 |
+0 |
| Dec11 |
100719 |
1206.0 |
1207.5 |
1193.4 |
1196.5 |
-6.7 |
2,321 |
12,429 |
-1,167 |
| Feb12 |
100719 |
1198.9 |
1198.9 |
1198.9 |
1198.9 |
-6.6 |
412 |
4,580 |
+412 |
| Apr12 |
100719 |
1201.9 |
1201.9 |
1201.9 |
1201.9 |
-6.6 |
0 |
4,988 |
+0 |
| Jun12 |
100719 |
1203.5 |
1204.9 |
1203.5 |
1204.9 |
-6.6 |
120 |
8,940 |
+69 |
| Total Volume and Open Interest |
122,532 |
574,196 |
+3,212 |
| Silver(CMX) |
| Jul10 |
100719 |
1786.0 |
1786.5 |
1749.5 |
1753.4 |
-23.9 |
38 |
707 |
-8 |
| Sep10 |
100719 |
1784.0 |
1792.0 |
1744.0 |
1754.3 |
-24.5 |
24,741 |
63,530 |
-162 |
| Dec10 |
100719 |
1788.0 |
1795.5 |
1750.0 |
1760.0 |
-24.7 |
479 |
24,803 |
+37 |
| Mar11 |
100719 |
1785.5 |
1787.0 |
1764.1 |
1764.1 |
-24.8 |
198 |
10,164 |
-53 |
| May11 |
100719 |
1795.5 |
1795.5 |
1764.0 |
1766.3 |
-24.8 |
80 |
7,712 |
+41 |
| Jul11 |
100719 |
1773.0 |
1773.0 |
1768.2 |
1768.2 |
-24.8 |
6 |
3,862 |
+0 |
| Sep11 |
100719 |
1769.7 |
1769.7 |
1769.7 |
1769.7 |
-24.8 |
1 |
453 |
+0 |
| Total Volume and Open Interest |
25,696 |
118,482 |
-96 |
| Platinum(NYMEX) |
| Jul10 |
100719 |
1509.4 |
1509.4 |
1509.4 |
1509.4 |
+1.0 |
0 |
43 |
-13 |
| Oct10 |
100719 |
1510.0 |
1522.0 |
1499.3 |
1513.1 |
+1.0 |
1,978 |
26,815 |
-267 |
| Jan11 |
100719 |
1513.3 |
1517.5 |
1513.3 |
1517.5 |
+1.0 |
18 |
853 |
+15 |
| Apr11 |
100719 |
1517.5 |
1517.5 |
1517.5 |
1517.5 |
+1.0 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
1,996 |
27,743 |
-265 |
| Palladium(NYMEX) |
| Sep10 |
100719 |
448.00 |
456.70 |
439.55 |
443.90 |
-4.70 |
961 |
18,872 |
-59 |
| Dec10 |
100719 |
457.00 |
457.00 |
442.20 |
445.05 |
-4.85 |
13 |
775 |
+6 |
| Mar11 |
100719 |
445.80 |
445.80 |
445.80 |
445.80 |
-4.85 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
974 |
19,676 |
-53 |
| Copper(CMX) |
| Jul10 |
100719 |
292.65 |
294.90 |
292.60 |
293.25 |
+0.90 |
456 |
1,515 |
-206 |
| Sep10 |
100719 |
293.30 |
296.25 |
292.50 |
293.80 |
+0.85 |
27,358 |
76,008 |
-956 |
| Dec10 |
100719 |
295.00 |
298.30 |
295.00 |
296.15 |
+1.00 |
1,922 |
24,526 |
+518 |
| Mar11 |
100719 |
297.80 |
299.00 |
297.00 |
297.35 |
+1.00 |
575 |
10,877 |
+375 |
| May11 |
100719 |
297.85 |
297.90 |
297.50 |
297.85 |
+0.85 |
19 |
1,373 |
+12 |
| Total Volume and Open Interest |
30,816 |
130,936 |
-241 |
| DJIA Index(CBOT) |
| Sep10 |
100719 |
10034 |
10130 |
10030 |
10060 |
+1 |
402 |
6,892 |
+94 |
| Dec10 |
100719 |
10018 |
10069 |
9996 |
9997 |
+1 |
0 |
7 |
+0 |
| Mar11 |
100719 |
9941 |
9941 |
9940 |
9941 |
+1 |
|
|
|
| Jun11 |
100719 |
9881 |
9881 |
9880 |
9881 |
+1 |
|
|
|
| Total Volume and Open Interest |
402 |
6,899 |
+94 |
| S & P 500(CME) |
| Sep10 |
100719 |
1061.70 |
1071.00 |
1057.10 |
1063.80 |
+0.70 |
18,065 |
302,123 |
-1,653 |
| Dec10 |
100719 |
1059.40 |
1066.50 |
1052.00 |
1059.20 |
+0.70 |
31 |
4,765 |
-11 |
| Mar11 |
100719 |
1054.70 |
1062.20 |
1047.70 |
1054.70 |
+0.50 |
0 |
500 |
+0 |
| Jun11 |
100719 |
1051.20 |
1058.70 |
1044.20 |
1051.20 |
+0.50 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
18,096 |
307,451 |
-1,664 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100719 |
1061.75 |
1071.00 |
1057.00 |
1063.75 |
+0.75 |
2,416,608 |
2,773,274 |
+2,736 |
| Dec10 |
100719 |
1058.00 |
1066.25 |
1052.50 |
1059.25 |
+0.75 |
2,469 |
12,355 |
+162 |
| Total Volume and Open Interest |
2,419,078 |
2,785,800 |
+2,898 |
| NASDAQ 100(CME) |
| Sep10 |
100719 |
1790.00 |
1821.00 |
1781.80 |
1805.50 |
+3.50 |
2,648 |
13,235 |
+207 |
| Dec10 |
100719 |
1803.50 |
1814.00 |
1800.00 |
1803.50 |
+3.50 |
0 |
1 |
+0 |
| Mar11 |
100719 |
1801.00 |
1802.50 |
1797.50 |
1801.00 |
+3.50 |
|
|
|
| Total Volume and Open Interest |
2,648 |
13,236 |
+207 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100719 |
1800.50 |
1821.30 |
1782.50 |
1805.50 |
+3.50 |
366,657 |
307,548 |
-6,609 |
| Dec10 |
100719 |
1799.00 |
1815.80 |
1792.00 |
1803.50 |
+3.50 |
89 |
202 |
+11 |
| Total Volume and Open Interest |
366,746 |
307,752 |
-6,598 |
| S & P Midcap 400(CME) |
| Sep10 |
100719 |
729.00 |
730.00 |
719.00 |
727.40 |
+2.40 |
2 |
2,217 |
+2 |
| Dec10 |
100719 |
725.40 |
727.00 |
725.40 |
725.40 |
+2.40 |
|
|
|
| Mar11 |
100719 |
723.40 |
725.00 |
723.40 |
723.40 |
+2.40 |
|
|
|
| Total Volume and Open Interest |
2 |
2,217 |
+2 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100714 |
9790 |
9790 |
9790 |
9790 |
+150 |
|
|
|
| Dec10 |
100719 |
9290 |
9290 |
9265 |
9290 |
+25 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,817 |
32,373 |
+965 |
| Nikkei 225(SGX) |
| Sep10 |
100716 |
9635 |
9715 |
9380 |
9430 |
-230 |
110,282 |
168,522 |
+0 |
| Dec10 |
100716 |
9595 |
9595 |
9340 |
9380 |
-230 |
146 |
2,079 |
+0 |
| Mar11 |
100716 |
9375 |
9375 |
9375 |
9375 |
-230 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
111,106 |
167,829 |
-4,212 |
| CAC 40(EURONEXT) |
| Aug10 |
100719 |
3512.5 |
3536.5 |
3477.5 |
3485.5 |
-14.5 |
126,355 |
338,200 |
+67,245 |
| Sep10 |
100719 |
3488.5 |
3531.5 |
3476.5 |
3481.5 |
-16.0 |
1,624 |
38,763 |
+1,050 |
| Oct10 |
100719 |
3481.0 |
3481.0 |
3481.0 |
3481.0 |
|
|
|
|
| Hang Seng Index(HKFE) |
| Jul10 |
100719 |
19998 |
20120 |
19933 |
20026 |
-159 |
83,168 |
69,991 |
-909 |
| Aug10 |
100719 |
19915 |
20066 |
19901 |
19993 |
-164 |
1,279 |
3,023 |
+732 |
| Sep10 |
100719 |
19833 |
19981 |
19833 |
19910 |
-163 |
815 |
6,445 |
+245 |
| Total Volume and Open Interest |
85,428 |
80,526 |
+70 |
| DAX(EUREX) |
| Sep10 |
100719 |
6050.5 |
6091.0 |
5999.0 |
6021.0 |
-32.5 |
150,725 |
148,579 |
+192 |
| Dec10 |
100719 |
6050.0 |
6098.5 |
6010.0 |
6032.0 |
-32.5 |
196 |
13,134 |
+59 |
| Mar11 |
100719 |
6069.0 |
6075.0 |
6041.0 |
6045.0 |
-33.0 |
49 |
1,268 |
+7 |
| Total Volume and Open Interest |
150,970 |
162,981 |
+258 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100719 |
5105.00 |
5166.00 |
5080.00 |
5116.50 |
-18.00 |
101,564 |
647,509 |
-201 |
| Dec10 |
100719 |
5065.00 |
5137.50 |
5065.00 |
5095.00 |
-17.00 |
4 |
6,814 |
+1 |
| Mar11 |
100719 |
5042.00 |
5090.50 |
5042.00 |
5054.50 |
-18.00 |
0 |
959 |
+0 |
| Total Volume and Open Interest |
101,568 |
655,457 |
-200 |
| SPI 200(SFE) |
| Sep10 |
100719 |
4408.0 |
4430.0 |
4318.0 |
4328.0 |
-78.0 |
20,207 |
224,025 |
-3,420 |
| Dec10 |
100719 |
4377.0 |
4377.0 |
4348.0 |
4349.0 |
-77.0 |
39 |
3,362 |
+13 |
| Mar11 |
100719 |
4341.0 |
4341.0 |
4341.0 |
4341.0 |
-77.0 |
3 |
1,137 |
-1 |
| Total Volume and Open Interest |
20,254 |
229,798 |
-3,407 |
| GSCI(CME) |
| Aug10 |
100719 |
502.00 |
509.50 |
500.00 |
503.00 |
+1.00 |
682 |
15,634 |
+480 |
| Sep10 |
100719 |
505.00 |
511.00 |
503.00 |
505.50 |
+0.50 |
2 |
1 |
+0 |
| Oct10 |
100719 |
509.00 |
514.00 |
507.00 |
509.00 |
unch |
|
|
|
| Total Volume and Open Interest |
1,315 |
17,808 |
|
| 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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