|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue July 20, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100720 |
1006.75 |
1014.25 |
998.50 |
1011.75 |
+3.75 |
22,257 |
63,245 |
-2,619 |
| Sep10 |
100720 |
985.00 |
990.50 |
977.00 |
986.75 |
+0.50 |
7,551 |
20,392 |
+885 |
| Nov10 |
100720 |
970.00 |
976.25 |
962.75 |
973.00 |
+1.00 |
78,204 |
283,537 |
+3,028 |
| Jan11 |
100720 |
978.50 |
984.50 |
971.00 |
981.00 |
+1.00 |
4,437 |
44,684 |
+132 |
| Mar11 |
100720 |
982.00 |
987.00 |
976.00 |
985.25 |
+1.75 |
2,632 |
15,912 |
+509 |
| May11 |
100720 |
984.50 |
990.00 |
977.25 |
987.50 |
+3.00 |
2,516 |
16,234 |
+386 |
| Jul11 |
100720 |
989.00 |
998.75 |
985.75 |
995.75 |
+3.25 |
1,297 |
19,504 |
+147 |
| Total Volume and Open Interest |
120,414 |
482,511 |
+2,399 |
| Soybean Meal(CBOT) |
| Aug10 |
100720 |
304.30 |
305.00 |
300.00 |
301.50 |
-3.50 |
8,361 |
32,317 |
+117 |
| Sep10 |
100720 |
293.60 |
294.40 |
289.70 |
291.00 |
-3.70 |
5,243 |
29,819 |
-160 |
| Oct10 |
100720 |
285.80 |
285.80 |
281.30 |
282.70 |
-4.00 |
2,927 |
15,034 |
+489 |
| Dec10 |
100720 |
284.10 |
285.90 |
280.50 |
281.90 |
-3.60 |
19,306 |
96,991 |
+456 |
| Jan11 |
100720 |
282.40 |
283.40 |
280.80 |
281.30 |
-3.20 |
367 |
6,824 |
+25 |
| Mar11 |
100720 |
283.50 |
285.00 |
280.90 |
282.10 |
-2.50 |
832 |
7,010 |
+98 |
| May11 |
100720 |
283.50 |
283.60 |
280.80 |
281.90 |
-1.60 |
1,059 |
6,506 |
+379 |
| Jul11 |
100720 |
285.00 |
285.60 |
283.00 |
284.00 |
-1.00 |
347 |
4,904 |
+0 |
| Total Volume and Open Interest |
38,629 |
202,793 |
+1,467 |
| Soybean Oil(CBOT) |
| Aug10 |
100720 |
37.91 |
38.48 |
37.78 |
38.40 |
+0.44 |
23,600 |
36,617 |
-3,388 |
| Sep10 |
100720 |
38.08 |
38.67 |
37.94 |
38.58 |
+0.44 |
15,370 |
53,958 |
+1,400 |
| Oct10 |
100720 |
38.26 |
38.85 |
38.17 |
38.78 |
+0.44 |
3,098 |
17,625 |
-135 |
| Dec10 |
100720 |
38.71 |
39.27 |
38.53 |
39.19 |
+0.45 |
35,030 |
136,430 |
-2,000 |
| Jan11 |
100720 |
39.05 |
39.55 |
38.88 |
39.47 |
+0.45 |
2,504 |
11,468 |
+404 |
| Mar11 |
100720 |
39.29 |
39.72 |
39.17 |
39.72 |
+0.43 |
1,281 |
6,246 |
-176 |
| May11 |
100720 |
39.47 |
39.97 |
39.41 |
39.97 |
+0.44 |
969 |
5,323 |
+276 |
| Jul11 |
100720 |
39.74 |
40.31 |
39.63 |
40.26 |
+0.43 |
463 |
4,007 |
+281 |
| Total Volume and Open Interest |
82,366 |
275,320 |
-3,319 |
| Canola(WCE) |
| Jul10 |
100714 |
442.4 |
442.4 |
442.4 |
442.4 |
+3.5 |
112 |
100 |
+89 |
| Nov10 |
100720 |
447.0 |
459.9 |
446.5 |
459.2 |
+7.1 |
8,092 |
131,252 |
-1,524 |
| Jan11 |
100720 |
454.4 |
461.0 |
447.0 |
460.7 |
+8.1 |
759 |
9,976 |
-38 |
| Mar11 |
100720 |
448.0 |
458.7 |
445.1 |
458.7 |
+7.8 |
212 |
5,603 |
+119 |
| May11 |
100720 |
451.9 |
457.1 |
445.3 |
457.1 |
+7.2 |
96 |
2,074 |
+8 |
| Total Volume and Open Interest |
9,382 |
153,265 |
-1,349 |
| Corn(CBOT) |
| Sep10 |
100720 |
379.75 |
380.25 |
373.25 |
374.00 |
-7.50 |
69,731 |
401,677 |
+1,082 |
| Dec10 |
100720 |
392.00 |
393.00 |
386.25 |
387.50 |
-6.50 |
110,071 |
508,835 |
-729 |
| Mar11 |
100720 |
404.00 |
405.00 |
398.75 |
400.00 |
-6.00 |
15,280 |
86,400 |
+1,866 |
| May11 |
100720 |
410.50 |
412.50 |
406.50 |
408.25 |
-5.25 |
3,795 |
16,898 |
+900 |
| Jul11 |
100720 |
416.75 |
419.25 |
414.25 |
415.25 |
-4.75 |
5,638 |
52,928 |
+1,131 |
| Sep11 |
100720 |
418.50 |
418.50 |
414.00 |
416.50 |
-3.25 |
581 |
5,638 |
+21 |
| Total Volume and Open Interest |
213,193 |
1,169,798 |
+6,194 |
| Wheat(CBOT) |
| Sep10 |
100720 |
580.50 |
581.00 |
572.75 |
577.00 |
-5.25 |
69,220 |
199,612 |
-2,781 |
| Dec10 |
100720 |
609.75 |
610.25 |
602.50 |
607.00 |
-4.50 |
48,515 |
128,453 |
+182 |
| Mar11 |
100720 |
633.00 |
633.00 |
626.25 |
630.00 |
-3.25 |
14,873 |
34,852 |
-381 |
| May11 |
100720 |
639.00 |
641.50 |
634.75 |
638.50 |
-3.00 |
5,456 |
19,774 |
-623 |
| Jul11 |
100720 |
645.75 |
647.25 |
640.75 |
646.50 |
-1.25 |
11,837 |
63,647 |
-1,605 |
| Total Volume and Open Interest |
156,970 |
473,020 |
-4,557 |
| Wheat(KCBT) |
| Sep10 |
100720 |
594.00 |
594.50 |
587.50 |
589.50 |
-5.75 |
12,884 |
60,311 |
-1,844 |
| Dec10 |
100720 |
611.75 |
611.75 |
604.50 |
606.50 |
-5.75 |
8,151 |
57,361 |
+1,831 |
| Mar11 |
100720 |
627.75 |
627.75 |
620.75 |
623.00 |
-5.00 |
3,381 |
22,148 |
+385 |
| May11 |
100720 |
635.50 |
635.75 |
630.00 |
632.50 |
-4.00 |
905 |
6,359 |
+262 |
| Jul11 |
100720 |
645.00 |
645.00 |
638.50 |
641.25 |
-4.25 |
3,999 |
28,951 |
+720 |
| Total Volume and Open Interest |
29,863 |
180,413 |
+1,426 |
| Wheat(MGE) |
| Jul10 |
100714 |
572.00 |
572.00 |
572.00 |
572.00 |
+4.50 |
8 |
8 |
-20 |
| Sep10 |
100720 |
601.75 |
604.75 |
596.25 |
601.75 |
-1.50 |
3,693 |
18,479 |
-163 |
| Dec10 |
100720 |
618.50 |
621.75 |
612.50 |
619.00 |
-1.25 |
2,202 |
18,136 |
-104 |
| Mar11 |
100720 |
635.00 |
637.50 |
632.00 |
636.25 |
+0.50 |
586 |
6,443 |
+256 |
| May11 |
100720 |
644.75 |
646.25 |
640.50 |
645.00 |
+0.25 |
249 |
2,005 |
+21 |
| Total Volume and Open Interest |
7,326 |
54,980 |
+71 |
| Oats(CBOT) |
| Sep10 |
100720 |
260.75 |
260.75 |
255.00 |
256.00 |
-4.50 |
304 |
3,578 |
-45 |
| Dec10 |
100720 |
268.25 |
268.25 |
262.50 |
263.50 |
-4.50 |
686 |
6,019 |
+20 |
| Mar11 |
100720 |
270.75 |
275.00 |
269.75 |
270.50 |
-4.50 |
23 |
173 |
-3 |
| May11 |
100720 |
275.00 |
282.00 |
275.00 |
277.50 |
-4.50 |
8 |
6 |
+4 |
| Total Volume and Open Interest |
1,021 |
9,776 |
-24 |
| Rough Rice(CBOT) |
| Jul10 |
100714 |
9.65 |
9.67 |
9.65 |
9.65 |
-0.02 |
64 |
93 |
+64 |
| Sep10 |
100720 |
10.00 |
10.12 |
9.87 |
9.88 |
-0.11 |
320 |
7,727 |
-37 |
| Nov10 |
100720 |
10.30 |
10.39 |
10.15 |
10.15 |
-0.12 |
396 |
4,835 |
+67 |
| Jan11 |
100720 |
10.53 |
10.53 |
10.43 |
10.43 |
-0.10 |
77 |
652 |
+68 |
| Total Volume and Open Interest |
835 |
15,210 |
+114 |
| Live Cattle(CME) |
| Aug10 |
100720 |
93.350 |
93.385 |
92.785 |
93.135 |
unch |
12,051 |
59,456 |
-3,528 |
| Oct10 |
100720 |
94.450 |
94.730 |
94.080 |
94.500 |
+0.100 |
11,623 |
138,217 |
+1,948 |
| Dec10 |
100720 |
96.200 |
96.500 |
95.900 |
96.385 |
+0.235 |
4,863 |
65,711 |
+7 |
| Feb11 |
100720 |
97.250 |
97.635 |
97.080 |
97.600 |
+0.215 |
2,837 |
28,414 |
-736 |
| Apr11 |
100720 |
98.650 |
99.000 |
98.400 |
98.900 |
+0.250 |
755 |
16,111 |
+378 |
| Jun11 |
100720 |
94.750 |
95.500 |
94.730 |
95.300 |
+0.220 |
139 |
7,235 |
+46 |
| Total Volume and Open Interest |
32,341 |
318,453 |
-1,831 |
| Feeder Cattle(CME) |
| Aug10 |
100720 |
114.400 |
114.700 |
114.050 |
114.480 |
+0.050 |
1,831 |
15,601 |
-891 |
| Sep10 |
100720 |
114.100 |
114.535 |
113.850 |
114.450 |
+0.300 |
775 |
11,413 |
-23 |
| Oct10 |
100720 |
113.730 |
114.550 |
113.730 |
114.430 |
+0.295 |
386 |
6,947 |
-75 |
| Nov10 |
100720 |
113.650 |
114.200 |
113.580 |
114.200 |
+0.300 |
109 |
2,664 |
+23 |
| Jan11 |
100720 |
111.850 |
112.200 |
111.600 |
112.200 |
+0.350 |
43 |
965 |
+27 |
| Mar11 |
100720 |
110.385 |
111.100 |
110.385 |
110.850 |
+0.400 |
9 |
293 |
+2 |
| Apr11 |
100720 |
110.850 |
111.050 |
110.800 |
110.800 |
+0.600 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
3,153 |
37,924 |
-937 |
| Lean Hogs(CME) |
| Aug10 |
100720 |
81.725 |
82.180 |
79.475 |
80.035 |
-1.600 |
12,372 |
36,111 |
-1,784 |
| Oct10 |
100720 |
75.850 |
76.135 |
74.430 |
74.500 |
-1.285 |
9,564 |
78,172 |
+1,738 |
| Dec10 |
100720 |
73.300 |
73.430 |
71.700 |
72.000 |
-1.150 |
5,555 |
43,990 |
+790 |
| Feb11 |
100720 |
74.000 |
74.450 |
72.700 |
72.900 |
-1.100 |
728 |
14,540 |
+129 |
| Apr11 |
100720 |
74.900 |
75.200 |
73.900 |
73.930 |
-1.045 |
768 |
13,549 |
+217 |
| May11 |
100720 |
78.475 |
78.475 |
77.800 |
78.000 |
-0.500 |
6 |
416 |
+6 |
| Jun11 |
100720 |
81.000 |
81.000 |
80.035 |
80.550 |
-0.700 |
364 |
6,906 |
+161 |
| Jul11 |
100720 |
78.500 |
78.975 |
78.500 |
78.700 |
-0.900 |
54 |
1,624 |
+18 |
| Total Volume and Open Interest |
29,577 |
200,301 |
+5,748 |
| Pork Bellies(CME) |
| Jul10 |
100720 |
108.500 |
108.500 |
108.500 |
108.500 |
+3.000 |
0 |
13 |
-3 |
| Aug10 |
100720 |
100.450 |
100.450 |
98.200 |
98.700 |
+1.000 |
9 |
21 |
+0 |
| Feb11 |
100720 |
100.000 |
100.000 |
100.000 |
100.000 |
unch |
0 |
5 |
+0 |
| Mar11 |
100720 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
1 |
+0 |
| May11 |
100720 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
9 |
40 |
-3 |
| Class III Milk(CME) |
| Jul10 |
100720 |
13.70 |
13.77 |
13.70 |
13.77 |
+0.02 |
83 |
4,255 |
-6 |
| Aug10 |
100720 |
14.85 |
14.96 |
14.85 |
14.93 |
+0.01 |
181 |
4,975 |
-79 |
| Sep10 |
100720 |
14.95 |
15.03 |
14.91 |
15.00 |
unch |
196 |
4,410 |
+60 |
| Oct10 |
100720 |
14.85 |
14.92 |
14.84 |
14.85 |
-0.07 |
30 |
3,745 |
+21 |
| Nov10 |
100720 |
14.70 |
14.70 |
14.58 |
14.63 |
-0.07 |
54 |
3,656 |
+22 |
| Total Volume and Open Interest |
625 |
27,579 |
+64 |
| Cocoa(ICE) |
| Sep10 |
100720 |
2997 |
3025 |
2932 |
2977 |
-4 |
10,889 |
61,866 |
+159 |
| Dec10 |
100720 |
3005 |
3031 |
2958 |
3002 |
-2 |
3,483 |
25,469 |
+101 |
| Mar11 |
100720 |
3036 |
3041 |
2980 |
3025 |
unch |
839 |
19,841 |
+261 |
| May11 |
100720 |
3051 |
3060 |
2996 |
3042 |
+6 |
465 |
8,274 |
-182 |
| Jul11 |
100720 |
3042 |
3068 |
3021 |
3056 |
+10 |
63 |
4,154 |
-11 |
| Sep11 |
100720 |
3074 |
3076 |
3065 |
3065 |
+13 |
133 |
1,748 |
+118 |
| Dec11 |
100720 |
3055 |
3080 |
3055 |
3072 |
+9 |
235 |
3,375 |
+197 |
| Total Volume and Open Interest |
16,215 |
127,554 |
+750 |
| Coffee "C"(ICE) |
| Jul10 |
100720 |
160.65 |
161.10 |
156.45 |
156.45 |
-5.55 |
6 |
39 |
+0 |
| Sep10 |
100720 |
164.05 |
164.20 |
158.25 |
158.55 |
-5.25 |
8,891 |
94,503 |
+614 |
| Dec10 |
100720 |
163.80 |
164.80 |
159.00 |
159.30 |
-5.20 |
2,268 |
48,952 |
+73 |
| Mar11 |
100720 |
164.00 |
164.00 |
159.30 |
159.30 |
-5.05 |
360 |
20,313 |
+152 |
| May11 |
100720 |
162.50 |
162.50 |
158.95 |
158.95 |
-5.00 |
74 |
6,351 |
+4 |
| Jul11 |
100720 |
158.70 |
158.70 |
158.70 |
158.70 |
-5.00 |
51 |
3,111 |
+4 |
| Total Volume and Open Interest |
11,678 |
174,905 |
+867 |
| Orange Juice(ICE) |
| Sep10 |
100720 |
142.00 |
142.45 |
141.10 |
141.85 |
+0.60 |
1,414 |
18,831 |
-225 |
| Nov10 |
100720 |
143.90 |
144.30 |
142.85 |
143.60 |
+0.75 |
96 |
4,076 |
+37 |
| Jan11 |
100720 |
144.50 |
144.85 |
144.50 |
144.50 |
+0.55 |
20 |
1,720 |
+4 |
| Mar11 |
100720 |
145.00 |
145.70 |
145.00 |
145.40 |
+0.45 |
3 |
229 |
+3 |
| May11 |
100720 |
145.80 |
145.80 |
145.80 |
145.80 |
+0.45 |
0 |
154 |
+0 |
| Jul11 |
100720 |
147.35 |
147.35 |
147.35 |
147.35 |
+0.45 |
0 |
199 |
+0 |
| Total Volume and Open Interest |
1,533 |
25,212 |
-181 |
| Sugar #11(ICE) |
| Oct10 |
100720 |
17.61 |
17.70 |
17.26 |
17.28 |
-0.33 |
44,000 |
253,433 |
+2,043 |
| Mar11 |
100720 |
17.85 |
17.86 |
17.46 |
17.48 |
-0.36 |
17,430 |
147,281 |
+363 |
| May11 |
100720 |
17.33 |
17.34 |
16.99 |
16.99 |
-0.34 |
3,434 |
28,899 |
+407 |
| Jul11 |
100720 |
16.91 |
16.95 |
16.56 |
16.56 |
-0.32 |
3,234 |
65,138 |
+453 |
| Oct11 |
100720 |
16.75 |
16.75 |
16.37 |
16.37 |
-0.31 |
1,109 |
29,511 |
+78 |
| Total Volume and Open Interest |
69,940 |
584,318 |
+3,528 |
| London Cocoa(LCE) |
| Sep10 |
100720 |
2350 |
2386 |
2314 |
2319 |
-26 |
4,051 |
73,912 |
+527 |
| Dec10 |
100720 |
2186 |
2230 |
2184 |
2193 |
+10 |
3,425 |
37,961 |
-379 |
| Mar11 |
100720 |
2152 |
2201 |
2152 |
2162 |
+9 |
2,646 |
32,267 |
+484 |
| May11 |
100720 |
2168 |
2193 |
2156 |
2161 |
+9 |
672 |
11,284 |
+250 |
| Jul11 |
100720 |
2155 |
2190 |
2155 |
2159 |
+7 |
809 |
2,683 |
+163 |
| Sep11 |
100720 |
2192 |
2192 |
2159 |
2159 |
+6 |
54 |
2,485 |
+36 |
| Dec11 |
100720 |
2150 |
2175 |
2150 |
2152 |
-1 |
903 |
3,037 |
+588 |
| Total Volume and Open Interest |
12,660 |
167,409 |
+1,769 |
| London Sugar(LCE) |
| Oct10 |
100720 |
536.50 |
539.60 |
532.40 |
538.30 |
+4.30 |
3,911 |
37,633 |
-984 |
| Dec10 |
100720 |
501.20 |
501.20 |
496.00 |
499.80 |
+1.10 |
640 |
10,024 |
-282 |
| Mar11 |
100720 |
497.00 |
498.00 |
492.20 |
493.80 |
-3.20 |
515 |
9,659 |
+25 |
| May11 |
100720 |
483.10 |
483.10 |
480.40 |
481.10 |
-1.70 |
148 |
3,244 |
-20 |
| Aug11 |
100720 |
464.90 |
464.90 |
464.90 |
464.90 |
-1.70 |
107 |
2,394 |
+21 |
| Total Volume and Open Interest |
5,326 |
63,223 |
-2,656 |
| Cotton(ICE) |
| Oct10 |
100720 |
78.43 |
79.29 |
77.78 |
77.78 |
-0.99 |
265 |
1,339 |
+11 |
| Dec10 |
100720 |
73.62 |
74.29 |
72.96 |
73.01 |
-0.61 |
8,465 |
114,211 |
+228 |
| Mar11 |
100720 |
74.60 |
75.27 |
73.51 |
73.52 |
-1.09 |
2,556 |
29,872 |
+1,976 |
| May11 |
100720 |
75.20 |
75.20 |
74.22 |
74.22 |
-1.12 |
121 |
1,412 |
+0 |
| Jul11 |
100720 |
75.60 |
75.60 |
74.87 |
74.87 |
-1.00 |
286 |
7,187 |
+131 |
| Oct11 |
100720 |
72.87 |
72.87 |
72.87 |
72.87 |
-1.04 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
11,802 |
156,025 |
+2,389 |
| Lumber(CME) |
| Sep10 |
100720 |
198.5 |
201.0 |
196.2 |
198.8 |
+0.2 |
472 |
5,721 |
+1 |
| Nov10 |
100720 |
204.1 |
207.0 |
202.4 |
206.8 |
+0.8 |
217 |
2,440 |
+43 |
| Jan11 |
100720 |
222.9 |
225.0 |
222.2 |
225.0 |
+0.6 |
13 |
181 |
-7 |
| Mar11 |
100720 |
238.3 |
238.3 |
238.3 |
238.3 |
-1.7 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
702 |
8,355 |
+37 |
| Crude Oil(NYM) |
| Aug10 |
100720 |
76.40 |
77.57 |
75.65 |
77.44 |
+0.90 |
225,250 |
59,046 |
-26,757 |
| Sep10 |
100720 |
76.78 |
77.90 |
76.00 |
77.58 |
+0.68 |
160,890 |
350,585 |
+11,740 |
| Oct10 |
100720 |
77.17 |
78.22 |
76.40 |
77.92 |
+0.63 |
28,430 |
80,112 |
+2,754 |
| Nov10 |
100720 |
77.69 |
78.67 |
76.94 |
78.39 |
+0.57 |
13,140 |
52,172 |
+1,342 |
| Dec10 |
100720 |
78.29 |
79.13 |
77.41 |
78.83 |
+0.51 |
27,918 |
199,862 |
+714 |
| Jan11 |
100720 |
78.88 |
79.50 |
77.92 |
79.23 |
+0.48 |
4,353 |
41,765 |
-596 |
| Feb11 |
100720 |
78.96 |
79.78 |
78.44 |
79.58 |
+0.45 |
1,831 |
16,687 |
-148 |
| Mar11 |
100720 |
78.84 |
80.17 |
78.74 |
79.93 |
+0.43 |
1,842 |
22,191 |
+321 |
| Apr11 |
100720 |
79.69 |
80.28 |
79.37 |
80.28 |
+0.43 |
612 |
11,962 |
-345 |
| May11 |
100720 |
80.03 |
80.64 |
80.03 |
80.63 |
+0.44 |
354 |
7,916 |
+2 |
| Jun11 |
100720 |
80.81 |
81.17 |
79.64 |
80.95 |
+0.44 |
2,466 |
45,586 |
-23 |
| Jul11 |
100720 |
81.25 |
81.25 |
81.25 |
81.25 |
+0.44 |
604 |
25,374 |
-51 |
| Aug11 |
100720 |
81.43 |
81.43 |
81.43 |
81.43 |
+0.44 |
310 |
7,333 |
-5 |
| Sep11 |
100720 |
81.56 |
81.56 |
81.56 |
81.56 |
+0.44 |
303 |
7,875 |
+30 |
| Oct11 |
100720 |
81.68 |
81.68 |
81.68 |
81.68 |
+0.43 |
270 |
5,062 |
-97 |
| Nov11 |
100720 |
81.80 |
81.80 |
81.80 |
81.80 |
+0.42 |
225 |
10,187 |
-14 |
| Total Volume and Open Interest |
482,179 |
1,246,978 |
-10,593 |
| 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 |
100720 |
77.150 |
78.225 |
76.450 |
77.925 |
+0.625 |
134 |
324 |
+73 |
| Nov10 |
100720 |
78.075 |
78.400 |
77.025 |
78.400 |
+0.575 |
80 |
52 |
-80 |
| Dec10 |
100720 |
78.300 |
78.950 |
78.300 |
78.825 |
+0.500 |
1 |
122 |
-4 |
| Jan11 |
100720 |
79.225 |
79.225 |
79.225 |
79.225 |
+0.475 |
0 |
2 |
+0 |
| Feb11 |
100720 |
79.575 |
79.575 |
79.575 |
79.575 |
+0.450 |
|
|
|
| Mar11 |
100720 |
79.925 |
79.925 |
79.925 |
79.925 |
+0.425 |
|
|
|
| Apr11 |
100720 |
80.275 |
80.275 |
80.275 |
80.275 |
+0.425 |
|
|
|
| Total Volume and Open Interest |
10,725 |
4,790 |
-169 |
| Heating Oil(NYM) |
| Aug10 |
100720 |
201.53 |
203.72 |
199.52 |
202.47 |
+0.77 |
35,767 |
56,870 |
-2,204 |
| Sep10 |
100720 |
203.76 |
206.30 |
202.07 |
205.06 |
+0.93 |
13,825 |
63,522 |
+970 |
| Oct10 |
100720 |
207.05 |
208.70 |
204.82 |
207.59 |
+1.03 |
4,389 |
32,099 |
+54 |
| Nov10 |
100720 |
208.33 |
210.72 |
207.37 |
210.26 |
+1.04 |
1,395 |
23,891 |
+284 |
| Dec10 |
100720 |
212.01 |
213.93 |
210.02 |
212.86 |
+1.02 |
4,520 |
37,697 |
+808 |
| Jan11 |
100720 |
213.28 |
216.50 |
212.74 |
215.52 |
+1.03 |
1,400 |
25,222 |
+126 |
| Feb11 |
100720 |
214.89 |
217.62 |
214.83 |
217.37 |
+1.00 |
301 |
11,645 |
-19 |
| Mar11 |
100720 |
217.50 |
218.07 |
215.48 |
218.07 |
+1.02 |
411 |
9,766 |
+34 |
| Apr11 |
100720 |
217.15 |
218.48 |
217.15 |
217.73 |
+1.03 |
229 |
6,324 |
+23 |
| May11 |
100720 |
217.44 |
217.44 |
217.44 |
217.44 |
+1.04 |
91 |
5,786 |
-7 |
| Jun11 |
100720 |
217.26 |
217.87 |
214.75 |
217.51 |
+1.04 |
179 |
19,079 |
-8 |
| Jul11 |
100720 |
219.20 |
219.20 |
218.70 |
218.70 |
+1.05 |
25 |
1,989 |
-12 |
| Total Volume and Open Interest |
63,007 |
312,857 |
+55 |
| Gasoline(NYMEX) |
| Aug10 |
100720 |
205.90 |
208.67 |
204.51 |
207.86 |
+1.96 |
33,539 |
48,974 |
-5,838 |
| Sep10 |
100720 |
205.82 |
208.60 |
204.38 |
207.67 |
+1.85 |
22,555 |
84,065 |
+3,951 |
| Oct10 |
100720 |
196.26 |
198.23 |
194.20 |
197.42 |
+1.67 |
8,334 |
32,705 |
+1,740 |
| Nov10 |
100720 |
195.25 |
196.81 |
193.41 |
196.12 |
+1.52 |
5,976 |
27,613 |
+1,003 |
| Dec10 |
100720 |
196.10 |
197.10 |
193.40 |
196.43 |
+1.46 |
5,024 |
15,570 |
+762 |
| Jan11 |
100720 |
195.31 |
198.33 |
195.20 |
198.21 |
+1.42 |
615 |
7,824 |
+94 |
| Feb11 |
100720 |
198.30 |
200.40 |
197.56 |
200.18 |
+1.33 |
235 |
3,086 |
+67 |
| Mar11 |
100720 |
201.53 |
202.64 |
199.66 |
202.25 |
+1.21 |
137 |
2,899 |
-106 |
| Apr11 |
100720 |
214.05 |
214.65 |
214.00 |
214.23 |
+1.22 |
127 |
4,728 |
+112 |
| May11 |
100720 |
215.18 |
215.18 |
215.18 |
215.18 |
+1.22 |
2 |
3,480 |
+1 |
| Total Volume and Open Interest |
77,559 |
242,144 |
+2,292 |
| e-miNY RBOB Gasoline(NYM) |
| Aug10 |
100720 |
207.90 |
207.90 |
207.86 |
207.90 |
+2.00 |
0 |
1 |
+0 |
| Sep10 |
100720 |
207.70 |
207.70 |
207.67 |
207.70 |
+1.90 |
0 |
1 |
+0 |
| Oct10 |
100720 |
197.40 |
197.42 |
197.40 |
197.40 |
+1.60 |
0 |
1 |
+0 |
| Nov10 |
100720 |
196.10 |
196.12 |
196.10 |
196.10 |
+1.50 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
10 |
+0 |
| Natural Gas(NYM) |
| Aug10 |
100720 |
4.515 |
4.617 |
4.466 |
4.590 |
+0.080 |
113,667 |
69,350 |
-13,550 |
| Sep10 |
100720 |
4.508 |
4.596 |
4.456 |
4.576 |
+0.067 |
64,161 |
170,928 |
+8,530 |
| Oct10 |
100720 |
4.563 |
4.640 |
4.504 |
4.619 |
+0.063 |
28,376 |
96,639 |
+1,039 |
| Nov10 |
100720 |
4.799 |
4.867 |
4.746 |
4.852 |
+0.049 |
11,954 |
54,484 |
+585 |
| Dec10 |
100720 |
5.052 |
5.120 |
5.009 |
5.109 |
+0.041 |
7,976 |
39,824 |
-120 |
| Jan11 |
100720 |
5.238 |
5.298 |
5.180 |
5.279 |
+0.038 |
14,560 |
67,120 |
+2,630 |
| Feb11 |
100720 |
5.202 |
5.267 |
5.162 |
5.251 |
+0.036 |
1,751 |
18,370 |
+248 |
| Mar11 |
100720 |
5.116 |
5.180 |
5.065 |
5.161 |
+0.035 |
3,906 |
52,361 |
+162 |
| Apr11 |
100720 |
4.925 |
4.984 |
4.887 |
4.974 |
+0.029 |
3,086 |
45,259 |
+235 |
| May11 |
100720 |
4.947 |
5.000 |
4.902 |
4.988 |
+0.029 |
399 |
20,225 |
+14 |
| Jun11 |
100720 |
4.983 |
5.031 |
4.958 |
5.031 |
+0.028 |
279 |
7,828 |
+62 |
| Jul11 |
100720 |
5.023 |
5.093 |
5.008 |
5.084 |
+0.026 |
304 |
7,273 |
-43 |
| Aug11 |
100720 |
5.102 |
5.127 |
5.050 |
5.127 |
+0.026 |
227 |
6,318 |
+52 |
| Sep11 |
100720 |
5.124 |
5.153 |
5.078 |
5.153 |
+0.026 |
160 |
5,661 |
-9 |
| Oct11 |
100720 |
5.195 |
5.240 |
5.150 |
5.234 |
+0.024 |
621 |
19,167 |
+251 |
| Nov11 |
100720 |
5.440 |
5.466 |
5.380 |
5.456 |
+0.020 |
112 |
5,275 |
+22 |
| Total Volume and Open Interest |
252,624 |
788,378 |
+282 |
| Brent Crude Oil(ICE) |
| Sep10 |
100720 |
75.80 |
76.50 |
74.75 |
76.22 |
+0.60 |
120,157 |
221,374 |
-1,325 |
| Oct10 |
100720 |
76.25 |
76.94 |
75.19 |
76.63 |
+0.52 |
38,586 |
129,032 |
+1,125 |
| Nov10 |
100720 |
76.69 |
77.48 |
75.78 |
77.18 |
+0.48 |
13,013 |
35,379 |
-85 |
| Dec10 |
100720 |
77.45 |
78.02 |
76.36 |
77.72 |
+0.45 |
21,930 |
113,634 |
+1,609 |
| Jan11 |
100720 |
77.76 |
78.45 |
77.10 |
78.17 |
+0.41 |
2,846 |
25,910 |
-185 |
| Feb11 |
100720 |
78.23 |
78.90 |
77.40 |
78.61 |
+0.39 |
1,968 |
17,714 |
+161 |
| Mar11 |
100720 |
78.96 |
79.34 |
77.86 |
79.05 |
+0.38 |
1,839 |
13,731 |
-70 |
| Apr11 |
100720 |
79.41 |
79.78 |
78.32 |
79.49 |
+0.37 |
1,170 |
10,984 |
+704 |
| May11 |
100720 |
79.85 |
80.19 |
78.74 |
79.90 |
+0.37 |
377 |
15,815 |
-80 |
| Jun11 |
100720 |
80.19 |
80.56 |
79.13 |
80.28 |
+0.38 |
1,302 |
23,822 |
+94 |
| Jul11 |
100720 |
80.63 |
80.63 |
80.63 |
80.63 |
+0.39 |
287 |
8,380 |
+127 |
| Aug11 |
100720 |
80.89 |
80.89 |
80.89 |
80.89 |
+0.39 |
345 |
3,992 |
+57 |
| Sep11 |
100720 |
81.10 |
81.10 |
81.10 |
81.10 |
+0.39 |
265 |
4,778 |
+80 |
| Oct11 |
100720 |
81.25 |
81.25 |
81.25 |
81.25 |
+0.37 |
201 |
3,659 |
+51 |
| Total Volume and Open Interest |
210,249 |
747,452 |
+3,415 |
| Gas Oil(ICE) |
| Aug10 |
100720 |
645.00 |
649.25 |
637.00 |
647.00 |
-1.50 |
49,146 |
128,093 |
+3,408 |
| Sep10 |
100720 |
648.50 |
654.50 |
641.75 |
652.25 |
-1.25 |
49,994 |
99,368 |
+5,274 |
| Oct10 |
100720 |
655.25 |
659.00 |
646.75 |
657.00 |
-1.00 |
13,141 |
40,846 |
-1,264 |
| Nov10 |
100720 |
660.00 |
662.50 |
650.50 |
661.00 |
-1.00 |
6,014 |
34,810 |
-1,227 |
| Dec10 |
100720 |
664.00 |
667.00 |
654.50 |
665.00 |
-1.00 |
10,971 |
94,815 |
+1,980 |
| Jan11 |
100720 |
668.50 |
671.25 |
659.00 |
669.50 |
-1.00 |
644 |
36,355 |
-90 |
| Feb11 |
100720 |
670.00 |
673.75 |
664.25 |
673.75 |
-0.75 |
885 |
21,481 |
-55 |
| Mar11 |
100720 |
675.75 |
677.50 |
668.00 |
677.50 |
-0.75 |
1,173 |
13,751 |
+42 |
| Apr11 |
100720 |
677.00 |
680.75 |
671.25 |
680.75 |
-0.75 |
866 |
13,537 |
-78 |
| May11 |
100720 |
682.00 |
683.75 |
674.50 |
683.75 |
-0.75 |
458 |
14,766 |
-221 |
| Total Volume and Open Interest |
136,376 |
619,176 |
+8,142 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100720 |
1.570 |
1.582 |
1.570 |
1.578 |
unch |
131 |
678 |
-38 |
| Sep10 |
100720 |
1.565 |
1.575 |
1.565 |
1.572 |
-0.003 |
205 |
1,207 |
+65 |
| Oct10 |
100720 |
1.575 |
1.575 |
1.570 |
1.570 |
-0.007 |
124 |
1,199 |
+48 |
| Nov10 |
100720 |
1.585 |
1.585 |
1.577 |
1.578 |
-0.010 |
23 |
884 |
+14 |
| Dec10 |
100720 |
1.595 |
1.600 |
1.590 |
1.591 |
-0.008 |
57 |
1,965 |
+22 |
| Jan11 |
100720 |
1.624 |
1.626 |
1.610 |
1.610 |
-0.014 |
59 |
1,421 |
-29 |
| Feb11 |
100720 |
1.650 |
1.652 |
1.645 |
1.649 |
-0.010 |
15 |
820 |
+0 |
| Total Volume and Open Interest |
719 |
12,111 |
+175 |
| WTI Crude Oil(ICE |
| Sep10 |
100720 |
76.81 |
77.90 |
75.99 |
77.58 |
+0.68 |
63,310 |
100,584 |
+378 |
| Oct10 |
100720 |
77.24 |
78.22 |
76.39 |
77.92 |
+0.63 |
17,063 |
43,925 |
+4,799 |
| Nov10 |
100720 |
77.95 |
78.67 |
76.92 |
78.39 |
+0.57 |
5,321 |
17,509 |
+685 |
| Dec10 |
100720 |
78.26 |
79.10 |
77.53 |
78.83 |
+0.51 |
11,279 |
81,750 |
-329 |
| Jan11 |
100720 |
79.08 |
79.36 |
78.58 |
79.23 |
+0.48 |
1,983 |
17,045 |
+748 |
| Feb11 |
100720 |
78.96 |
79.58 |
78.96 |
79.58 |
+0.45 |
301 |
11,091 |
+23 |
| Mar11 |
100720 |
79.32 |
79.93 |
79.30 |
79.93 |
+0.43 |
293 |
9,068 |
-469 |
| Apr11 |
100720 |
79.68 |
80.28 |
79.68 |
80.28 |
+0.43 |
114 |
5,177 |
+4 |
| May11 |
100720 |
80.02 |
80.63 |
80.02 |
80.63 |
+0.44 |
46 |
4,060 |
-21 |
| Jun11 |
100720 |
80.35 |
81.17 |
80.20 |
80.95 |
+0.44 |
458 |
20,786 |
+128 |
| Jul11 |
100720 |
81.25 |
81.25 |
81.25 |
81.25 |
+0.44 |
31 |
10,538 |
+2 |
| Aug11 |
100720 |
81.43 |
81.43 |
81.43 |
81.43 |
+0.44 |
10 |
2,324 |
+0 |
| Sep11 |
100720 |
81.56 |
81.56 |
81.56 |
81.56 |
+0.44 |
39 |
2,788 |
+0 |
| Oct11 |
100720 |
81.68 |
81.68 |
81.68 |
81.68 |
+0.43 |
59 |
2,060 |
-23 |
| Nov11 |
100720 |
81.80 |
81.80 |
81.80 |
81.80 |
+0.42 |
24 |
6,418 |
+0 |
| Dec11 |
100720 |
80.78 |
82.16 |
80.75 |
81.93 |
+0.42 |
2,346 |
49,121 |
+119 |
| Total Volume and Open Interest |
142,217 |
469,751 |
-2,801 |
| US Dollar Index(ICE) |
| Sep10 |
100720 |
82.820 |
83.270 |
82.355 |
82.930 |
+0.225 |
22,109 |
24,730 |
+300 |
| Dec10 |
100720 |
83.285 |
83.285 |
83.215 |
83.240 |
+0.225 |
11 |
649 |
-9 |
| Mar11 |
100720 |
83.600 |
83.600 |
83.600 |
83.600 |
+0.225 |
|
|
|
| Total Volume and Open Interest |
22,120 |
25,380 |
+291 |
| Australian Dollar(CME) |
| Sep10 |
100720 |
86.31 |
87.88 |
86.10 |
87.65 |
+1.17 |
107,809 |
71,497 |
-2,527 |
| Dec10 |
100720 |
85.24 |
86.82 |
85.20 |
86.68 |
+1.15 |
53 |
895 |
+0 |
| Mar11 |
100720 |
85.71 |
85.71 |
84.60 |
85.71 |
+1.11 |
|
|
|
| Total Volume and Open Interest |
107,862 |
72,548 |
-2,527 |
| British Pound(CME) |
| Sep10 |
100720 |
152.28 |
153.07 |
151.50 |
152.62 |
+0.28 |
96,332 |
126,568 |
-1,968 |
| Dec10 |
100720 |
152.09 |
152.83 |
151.51 |
152.56 |
+0.27 |
190 |
408 |
+37 |
| Mar11 |
100720 |
152.54 |
152.92 |
152.22 |
152.46 |
+0.24 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
96,522 |
126,980 |
-1,931 |
| Canadian Dollar(CME) |
| Sep10 |
100720 |
94.78 |
95.82 |
94.39 |
95.44 |
+0.69 |
95,864 |
86,106 |
+1,314 |
| Dec10 |
100720 |
94.61 |
95.63 |
94.29 |
95.30 |
+0.69 |
522 |
3,740 |
+137 |
| Mar11 |
100720 |
94.45 |
95.14 |
94.45 |
95.14 |
+0.69 |
30 |
469 |
-13 |
| Jun11 |
100720 |
94.55 |
95.20 |
94.25 |
94.94 |
+0.69 |
50 |
258 |
+15 |
| Total Volume and Open Interest |
96,471 |
90,603 |
+1,458 |
| Japanese Yen(CME) |
| Sep10 |
100720 |
115.29 |
115.43 |
114.24 |
114.73 |
-0.63 |
153,264 |
132,832 |
-2,178 |
| Dec10 |
100720 |
115.51 |
115.52 |
114.41 |
114.88 |
-0.64 |
154 |
557 |
+22 |
| Mar11 |
100720 |
115.06 |
115.71 |
115.06 |
115.06 |
-0.65 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
153,418 |
133,399 |
-2,156 |
| Swiss Franc(CME) |
| Sep10 |
100720 |
94.88 |
95.73 |
94.79 |
95.27 |
+0.23 |
36,166 |
55,102 |
-743 |
| Dec10 |
100720 |
95.27 |
95.81 |
95.16 |
95.39 |
+0.23 |
52 |
135 |
+7 |
| Mar11 |
100720 |
95.52 |
95.52 |
95.28 |
95.52 |
+0.24 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
36,218 |
55,240 |
-736 |
| EuroFX(CME) |
| Sep10 |
100720 |
129.47 |
130.29 |
128.38 |
128.93 |
-0.65 |
289,643 |
228,357 |
-1,831 |
| Dec10 |
100720 |
129.50 |
130.21 |
128.36 |
128.88 |
-0.65 |
1,358 |
2,107 |
+245 |
| Mar11 |
100720 |
128.82 |
129.47 |
128.82 |
128.82 |
-0.65 |
2 |
236 |
+1 |
| Total Volume and Open Interest |
291,003 |
230,707 |
-1,585 |
| Mexican Peso(CME) |
| Jul10 |
100719 |
774.5 |
776.2 |
774.5 |
774.5 |
-1.8 |
|
|
|
| Aug10 |
100720 |
778.8 |
778.8 |
774.5 |
778.8 |
+4.2 |
|
|
|
| Total Volume and Open Interest |
27,506 |
66,977 |
+1,371 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100720 |
128~070 |
128~090 |
127~300 |
127~300 |
+0~110 |
|
|
|
| Dec10 |
100720 |
126~190 |
126~200 |
126~060 |
126~180 |
+0~120 |
1,232 |
1,951 |
+595 |
| Mar11 |
100720 |
125~080 |
125~080 |
124~280 |
125~080 |
+0~120 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
305,614 |
704,608 |
-608 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100720 |
123~030 |
123~175 |
122~295 |
123~075 |
+0~065 |
1,137,303 |
1,865,502 |
+12,252 |
| Dec10 |
100720 |
122~060 |
122~170 |
122~045 |
122~115 |
+0~070 |
2,504 |
5,554 |
+2,087 |
| Mar11 |
100720 |
121~035 |
121~035 |
120~250 |
121~035 |
+0~105 |
0 |
64 |
+0 |
| Total Volume and Open Interest |
1,139,901 |
1,871,154 |
+14,339 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100716 |
118~093 |
119~025 |
118~090 |
119~010 |
+0~079 |
507,956 |
900,391 |
-19,947 |
| Dec10 |
100720 |
118~035 |
118~035 |
118~013 |
118~035 |
+0~022 |
2 |
211 |
+1 |
| Mar11 |
100720 |
117~041 |
117~041 |
117~019 |
117~041 |
+0~022 |
|
|
|
| Total Volume and Open Interest |
556,801 |
944,472 |
-9,271 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100719 |
109~064 |
109~065 |
109~057 |
109~060 |
+54~095 |
|
|
|
| Dec10 |
100720 |
109~035 |
109~035 |
109~030 |
109~035 |
+0~005 |
1 |
59 |
+1 |
| Mar11 |
100720 |
109~005 |
109~005 |
109~000 |
109~005 |
+0~005 |
|
|
|
| Total Volume and Open Interest |
181,696 |
859,164 |
+4,160 |
| Eurodollars(CME) |
| Sep10 |
100720 |
99.490 |
99.525 |
99.485 |
99.520 |
+0.035 |
216,646 |
892,732 |
-133,065 |
| Dec10 |
100720 |
99.450 |
99.475 |
99.440 |
99.470 |
+0.030 |
205,091 |
1,185,662 |
+8,246 |
| Mar11 |
100720 |
99.395 |
99.420 |
99.390 |
99.410 |
+0.025 |
226,943 |
993,401 |
+6,871 |
| Jun11 |
100720 |
99.280 |
99.305 |
99.265 |
99.295 |
+0.035 |
266,577 |
906,572 |
+17,425 |
| Sep11 |
100720 |
99.125 |
99.155 |
99.105 |
99.140 |
+0.040 |
281,523 |
955,818 |
-92,778 |
| Dec11 |
100720 |
98.900 |
98.950 |
98.885 |
98.930 |
+0.045 |
219,171 |
662,792 |
+11,900 |
| Mar12 |
100720 |
98.700 |
98.750 |
98.685 |
98.730 |
+0.045 |
178,724 |
463,603 |
+8,476 |
| Jun12 |
100720 |
98.485 |
98.535 |
98.465 |
98.510 |
+0.045 |
155,737 |
358,253 |
-2,317 |
| Sep12 |
100720 |
98.260 |
98.335 |
98.245 |
98.295 |
+0.045 |
92,740 |
253,137 |
+1,116 |
| Dec12 |
100720 |
98.030 |
98.100 |
98.010 |
98.070 |
+0.050 |
63,364 |
179,997 |
+768 |
| Mar13 |
100720 |
97.835 |
97.915 |
97.815 |
97.875 |
+0.045 |
53,099 |
196,334 |
+2,714 |
| Jun13 |
100720 |
97.615 |
97.705 |
97.600 |
97.655 |
+0.035 |
51,706 |
126,866 |
+2,801 |
| Sep13 |
100720 |
97.405 |
97.490 |
97.385 |
97.435 |
+0.030 |
30,770 |
81,630 |
+2,746 |
| Dec13 |
100720 |
97.175 |
97.265 |
97.155 |
97.210 |
+0.030 |
31,227 |
50,640 |
+6,696 |
| Mar14 |
100720 |
96.990 |
97.075 |
96.965 |
97.020 |
+0.030 |
21,697 |
50,817 |
+2,460 |
| Jun14 |
100720 |
96.785 |
96.880 |
96.770 |
96.825 |
+0.030 |
17,168 |
40,181 |
+1,281 |
| Sep14 |
100720 |
96.615 |
96.700 |
96.595 |
96.645 |
+0.025 |
10,355 |
27,165 |
+861 |
| Dec14 |
100720 |
96.440 |
96.525 |
96.410 |
96.465 |
+0.025 |
10,871 |
45,375 |
+301 |
| Total Volume and Open Interest |
2,188,094 |
7,672,706 |
-155,210 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100720 |
99.820 |
99.820 |
99.815 |
99.817 |
-0.003 |
2,150 |
55,152 |
-689 |
| Aug10 |
100720 |
99.810 |
99.820 |
99.810 |
99.815 |
unch |
1,726 |
75,741 |
-885 |
| Sep10 |
100720 |
99.805 |
99.815 |
99.805 |
99.810 |
unch |
1,611 |
52,133 |
+203 |
| Oct10 |
100720 |
99.800 |
99.810 |
99.800 |
99.805 |
unch |
1,109 |
61,286 |
-118 |
| Nov10 |
100720 |
99.790 |
99.805 |
99.790 |
99.800 |
+0.005 |
1,623 |
80,193 |
-182 |
| Dec10 |
100720 |
99.790 |
99.800 |
99.790 |
99.795 |
+0.005 |
1,692 |
67,796 |
+514 |
| Total Volume and Open Interest |
25,002 |
611,538 |
+2,722 |
| 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 |
100720 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.018 |
0 |
871 |
+0 |
| Dec10 |
100720 |
99.692 |
99.692 |
99.692 |
99.692 |
+0.017 |
0 |
442 |
+0 |
| Mar11 |
100720 |
99.715 |
99.715 |
99.715 |
99.715 |
+0.017 |
0 |
367 |
+0 |
| Jun11 |
100720 |
99.717 |
99.717 |
99.717 |
99.717 |
+0.015 |
|
|
|
| Sep11 |
100720 |
99.700 |
99.700 |
99.700 |
99.700 |
+0.015 |
|
|
|
| Dec11 |
100720 |
99.710 |
99.710 |
99.710 |
99.710 |
+0.015 |
|
|
|
| Mar12 |
100720 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.015 |
|
|
|
| Jun12 |
100720 |
99.725 |
99.725 |
99.725 |
99.725 |
+0.015 |
|
|
|
| Sep12 |
100720 |
99.785 |
99.785 |
99.785 |
99.785 |
+0.015 |
|
|
|
| Dec12 |
100720 |
99.480 |
99.480 |
99.480 |
99.480 |
+0.015 |
|
|
|
| Total Volume and Open Interest |
0 |
1,680 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100720 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.02 |
400 |
3,324 |
+0 |
| Dec10 |
100720 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.02 |
75 |
1,371 |
+0 |
| Mar11 |
100720 |
99.70 |
99.71 |
99.70 |
99.71 |
+0.02 |
0 |
1,959 |
+0 |
| Jun11 |
100720 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.02 |
10 |
1,396 |
+0 |
| Sep11 |
100720 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
0 |
108 |
+0 |
| Dec11 |
100720 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
0 |
106 |
+0 |
| Mar12 |
100720 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
305 |
+0 |
| Jun12 |
100720 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
485 |
9,635 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100716 |
141.74 |
141.87 |
141.59 |
141.62 |
+0.20 |
685 |
21,501 |
+232 |
| Dec10 |
100720 |
141.28 |
141.39 |
140.80 |
140.80 |
+0.06 |
4 |
14 |
+4 |
| Mar11 |
100720 |
138.71 |
138.71 |
138.71 |
138.71 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
1,438 |
22,370 |
+743 |
| Euro-Bund(EUREX) |
| Sep10 |
100720 |
128.65 |
129.14 |
128.61 |
128.90 |
+0.17 |
709,217 |
906,336 |
+23,320 |
| Dec10 |
100720 |
127.30 |
127.49 |
127.30 |
127.47 |
+0.16 |
111 |
2,007 |
-10 |
| Mar11 |
100720 |
127.35 |
127.95 |
127.35 |
127.90 |
+0.17 |
46 |
1 |
+0 |
| Total Volume and Open Interest |
709,374 |
908,344 |
+23,310 |
| Euro-Bobl(EUREX) |
| Sep10 |
100720 |
119.86 |
120.19 |
119.82 |
120.08 |
+0.15 |
396,468 |
689,595 |
-1,170 |
| Dec10 |
100720 |
118.80 |
118.80 |
118.80 |
118.80 |
+0.14 |
1,272 |
14,057 |
+1,271 |
| Mar11 |
100720 |
118.08 |
118.08 |
118.08 |
118.08 |
+0.45 |
|
|
|
| Total Volume and Open Interest |
397,740 |
703,652 |
+101 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100720 |
98.970 |
98.980 |
98.970 |
98.980 |
+0.030 |
138 |
3,483 |
+120 |
| Dec10 |
100720 |
98.870 |
98.880 |
98.870 |
98.880 |
+0.035 |
2 |
2,039 |
+0 |
| Mar11 |
100720 |
98.820 |
98.840 |
98.820 |
98.840 |
+0.035 |
4 |
1,124 |
+1 |
| Total Volume and Open Interest |
146 |
10,583 |
+121 |
| Long Gilt(LIFFE) |
| Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
| Dec10 |
100720 |
119~28 |
119~28 |
119~28 |
119~28 |
-0~01 |
|
|
|
| Total Volume and Open Interest |
69,284 |
279,605 |
-1,659 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100720 |
99.21 |
99.22 |
99.19 |
99.20 |
-0.01 |
25,224 |
341,389 |
-9,997 |
| Dec10 |
100720 |
99.13 |
99.15 |
99.09 |
99.11 |
-0.02 |
38,152 |
440,549 |
+839 |
| Mar11 |
100720 |
99.05 |
99.06 |
98.99 |
99.02 |
-0.02 |
42,204 |
306,673 |
+569 |
| Jun11 |
100720 |
98.93 |
98.94 |
98.86 |
98.89 |
-0.03 |
39,760 |
307,925 |
+6,188 |
| Sep11 |
100720 |
98.77 |
98.78 |
98.71 |
98.74 |
-0.03 |
43,983 |
338,842 |
+6,688 |
| Dec11 |
100720 |
98.57 |
98.57 |
98.50 |
98.53 |
-0.02 |
43,818 |
279,887 |
+9,659 |
| Total Volume and Open Interest |
305,183 |
2,460,769 |
+31,946 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100720 |
98.950 |
98.985 |
98.950 |
98.980 |
+0.030 |
236,356 |
574,639 |
-21,807 |
| Dec10 |
100720 |
98.845 |
98.885 |
98.840 |
98.880 |
+0.035 |
140,574 |
488,588 |
+8,299 |
| Mar11 |
100720 |
98.805 |
98.850 |
98.800 |
98.840 |
+0.035 |
88,549 |
474,404 |
+537 |
| Total Volume and Open Interest |
798,302 |
3,246,123 |
-32,111 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100720 |
95.12 |
95.12 |
95.05 |
95.07 |
-0.05 |
18,609 |
247,529 |
+2,302 |
| Dec10 |
100720 |
95.09 |
95.10 |
94.97 |
95.01 |
-0.08 |
26,243 |
190,097 |
+2,181 |
| Mar11 |
100720 |
95.07 |
95.08 |
94.93 |
94.97 |
-0.10 |
9,848 |
80,365 |
-1,998 |
| Jun11 |
100720 |
95.03 |
95.03 |
94.90 |
94.94 |
-0.10 |
7,196 |
61,218 |
+755 |
| Sep11 |
100720 |
94.97 |
94.99 |
94.90 |
94.91 |
-0.10 |
2,189 |
37,207 |
+9 |
| Dec11 |
100720 |
94.96 |
94.96 |
94.87 |
94.87 |
-0.11 |
1,226 |
27,435 |
-43 |
| Mar12 |
100720 |
94.88 |
94.94 |
94.84 |
94.84 |
-0.11 |
784 |
24,413 |
+227 |
| Jun12 |
100720 |
94.86 |
94.87 |
94.82 |
94.82 |
-0.11 |
1,117 |
9,503 |
+939 |
| Sep12 |
100720 |
94.85 |
94.85 |
94.82 |
94.82 |
-0.11 |
143 |
2,620 |
-21 |
| Dec12 |
100720 |
94.80 |
94.80 |
94.80 |
94.80 |
-0.11 |
0 |
1,284 |
-9 |
| Total Volume and Open Interest |
67,355 |
682,627 |
+4,342 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100720 |
94.89 |
94.90 |
94.77 |
94.78 |
-0.11 |
35,016 |
361,021 |
-11,404 |
| Dec10 |
100720 |
94.77 |
94.77 |
94.77 |
94.77 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
35,016 |
361,021 |
-11,404 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100720 |
95.38 |
95.40 |
95.25 |
95.27 |
-0.12 |
121,621 |
640,251 |
-1,787 |
| Dec10 |
100720 |
95.22 |
95.22 |
95.22 |
95.22 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
121,621 |
640,251 |
-1,787 |
| Gold(CMX) |
| Aug10 |
100720 |
1183.2 |
1193.7 |
1175.1 |
1191.7 |
+9.8 |
145,699 |
262,957 |
-9,351 |
| Oct10 |
100720 |
1185.1 |
1195.5 |
1177.0 |
1193.6 |
+9.7 |
7,017 |
27,182 |
+275 |
| Dec10 |
100720 |
1188.1 |
1197.4 |
1178.8 |
1195.5 |
+9.7 |
21,191 |
142,930 |
+5,154 |
| Feb11 |
100720 |
1182.0 |
1197.7 |
1182.0 |
1197.2 |
+9.7 |
247 |
20,755 |
-62 |
| Apr11 |
100720 |
1186.0 |
1200.0 |
1186.0 |
1198.7 |
+9.6 |
19 |
17,924 |
+0 |
| Jun11 |
100720 |
533.8 |
545.3 |
533.6 |
544.9 |
+9.6 |
44 |
14,371 |
+12 |
| Aug11 |
100720 |
1190.0 |
1202.1 |
1185.8 |
1202.1 |
+9.6 |
29 |
7,622 |
+25 |
| Oct11 |
100720 |
1204.0 |
1204.0 |
1204.0 |
1204.0 |
+9.5 |
2 |
7,468 |
+1 |
| Dec11 |
100720 |
1192.0 |
1207.4 |
1190.0 |
1206.0 |
+9.5 |
707 |
11,998 |
-431 |
| Feb12 |
100720 |
1208.4 |
1208.4 |
1208.4 |
1208.4 |
+9.5 |
98 |
4,678 |
+98 |
| Apr12 |
100720 |
1211.1 |
1211.1 |
1211.1 |
1211.1 |
+9.2 |
0 |
4,988 |
+0 |
| Jun12 |
100720 |
1214.5 |
1214.5 |
1213.9 |
1214.5 |
+9.6 |
280 |
9,030 |
+90 |
| Total Volume and Open Interest |
176,965 |
570,745 |
-3,451 |
| Silver(CMX) |
| Jul10 |
100720 |
1769.0 |
1776.5 |
1744.0 |
1768.5 |
+15.1 |
269 |
738 |
+31 |
| Sep10 |
100720 |
1761.5 |
1778.0 |
1745.0 |
1769.3 |
+15.0 |
30,802 |
63,460 |
-70 |
| Dec10 |
100720 |
1764.5 |
1783.0 |
1752.5 |
1775.0 |
+15.0 |
1,208 |
25,115 |
+312 |
| Mar11 |
100720 |
1775.0 |
1779.0 |
1756.0 |
1779.0 |
+14.9 |
548 |
10,168 |
+4 |
| May11 |
100720 |
1782.5 |
1782.5 |
1781.2 |
1781.2 |
+14.9 |
12 |
7,712 |
+0 |
| Jul11 |
100720 |
1781.0 |
1783.1 |
1781.0 |
1783.1 |
+14.9 |
8 |
3,856 |
-6 |
| Sep11 |
100720 |
1784.6 |
1784.6 |
1784.6 |
1784.6 |
+14.9 |
8 |
452 |
-1 |
| Total Volume and Open Interest |
33,038 |
118,779 |
+297 |
| Platinum(NYMEX) |
| Jul10 |
100720 |
1508.0 |
1514.3 |
1500.9 |
1514.3 |
+4.9 |
20 |
63 |
+20 |
| Oct10 |
100720 |
1512.5 |
1524.0 |
1496.5 |
1517.8 |
+4.7 |
3,069 |
26,691 |
-124 |
| Jan11 |
100720 |
1510.0 |
1522.1 |
1510.0 |
1522.1 |
+4.6 |
23 |
875 |
+22 |
| Apr11 |
100720 |
1522.1 |
1522.1 |
1522.1 |
1522.1 |
+4.6 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
3,112 |
27,661 |
-82 |
| Palladium(NYMEX) |
| Sep10 |
100720 |
446.95 |
454.35 |
435.25 |
451.05 |
+7.15 |
2,026 |
18,860 |
-12 |
| Dec10 |
100720 |
446.60 |
452.20 |
446.60 |
452.20 |
+7.15 |
29 |
793 |
+18 |
| Mar11 |
100720 |
452.95 |
452.95 |
452.95 |
452.95 |
+7.15 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
2,055 |
19,682 |
+6 |
| Copper(CMX) |
| Jul10 |
100720 |
297.50 |
300.35 |
295.20 |
299.75 |
+6.50 |
442 |
1,209 |
-306 |
| Sep10 |
100720 |
293.15 |
303.00 |
293.15 |
300.15 |
+6.35 |
33,941 |
77,296 |
+1,288 |
| Dec10 |
100720 |
295.95 |
305.30 |
295.90 |
302.45 |
+6.30 |
2,683 |
24,584 |
+58 |
| Mar11 |
100720 |
300.75 |
305.00 |
297.90 |
303.50 |
+6.15 |
289 |
10,848 |
-29 |
| May11 |
100720 |
303.80 |
303.90 |
303.80 |
303.90 |
+6.05 |
11 |
1,378 |
+5 |
| Total Volume and Open Interest |
37,700 |
132,027 |
+1,091 |
| DJIA Index(CBOT) |
| Sep10 |
100720 |
10034 |
10180 |
9949 |
10178 |
+118 |
408 |
6,959 |
+67 |
| Dec10 |
100720 |
10115 |
10115 |
9997 |
10115 |
+118 |
0 |
7 |
+0 |
| Mar11 |
100720 |
10059 |
10059 |
9941 |
10059 |
+118 |
|
|
|
| Jun11 |
100720 |
9999 |
9999 |
9881 |
9999 |
+118 |
|
|
|
| Total Volume and Open Interest |
408 |
6,966 |
+67 |
| S & P 500(CME) |
| Sep10 |
100720 |
1063.10 |
1080.50 |
1050.10 |
1080.10 |
+16.30 |
28,820 |
300,211 |
-1,912 |
| Dec10 |
100720 |
1049.00 |
1075.70 |
1048.20 |
1075.50 |
+16.30 |
282 |
4,983 |
+218 |
| Mar11 |
100720 |
1070.90 |
1071.20 |
1043.70 |
1070.90 |
+16.20 |
0 |
500 |
+0 |
| Jun11 |
100720 |
1066.90 |
1067.70 |
1040.20 |
1066.90 |
+15.70 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
29,102 |
305,746 |
-1,705 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100720 |
1063.25 |
1080.75 |
1050.75 |
1080.00 |
+16.25 |
2,503,643 |
2,756,881 |
-16,393 |
| Dec10 |
100720 |
1057.00 |
1076.00 |
1046.50 |
1075.50 |
+16.25 |
3,571 |
13,163 |
+808 |
| Total Volume and Open Interest |
2,507,222 |
2,770,215 |
-15,585 |
| NASDAQ 100(CME) |
| Sep10 |
100720 |
1804.50 |
1840.80 |
1782.00 |
1839.80 |
+34.30 |
1,824 |
13,978 |
+743 |
| Dec10 |
100720 |
1837.80 |
1837.80 |
1788.00 |
1837.80 |
+34.30 |
0 |
1 |
+0 |
| Mar11 |
100720 |
1835.30 |
1835.30 |
1833.00 |
1835.30 |
+34.30 |
|
|
|
| Total Volume and Open Interest |
1,824 |
13,979 |
+743 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100720 |
1805.30 |
1841.30 |
1781.80 |
1839.80 |
+34.30 |
397,734 |
322,306 |
+14,758 |
| Dec10 |
100720 |
1797.00 |
1837.80 |
1781.80 |
1837.80 |
+34.30 |
102 |
215 |
+13 |
| Total Volume and Open Interest |
397,836 |
322,523 |
+14,771 |
| S & P Midcap 400(CME) |
| Sep10 |
100720 |
740.20 |
740.50 |
719.00 |
740.20 |
+12.80 |
474 |
2,689 |
+472 |
| Dec10 |
100720 |
738.20 |
738.20 |
737.40 |
738.20 |
+12.80 |
|
|
|
| Mar11 |
100720 |
736.20 |
736.20 |
735.40 |
736.20 |
+12.80 |
|
|
|
| Total Volume and Open Interest |
474 |
2,689 |
+472 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100714 |
9790 |
9790 |
9790 |
9790 |
+150 |
|
|
|
| Dec10 |
100720 |
9400 |
9400 |
9290 |
9400 |
+110 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
14,100 |
33,392 |
+1,019 |
| Nikkei 225(SGX) |
| Sep10 |
100720 |
9225 |
9380 |
9180 |
9305 |
-125 |
99,435 |
172,844 |
+4,322 |
| Dec10 |
100720 |
9210 |
9315 |
9210 |
9260 |
-120 |
181 |
2,149 |
+70 |
| Mar11 |
100720 |
9255 |
9255 |
9255 |
9255 |
-120 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
99,843 |
176,645 |
+8,816 |
| CAC 40(EURONEXT) |
| Aug10 |
100720 |
3500.0 |
3517.0 |
3418.0 |
3468.5 |
-17.0 |
160,260 |
388,257 |
+50,057 |
| Sep10 |
100720 |
3494.0 |
3510.0 |
3423.5 |
3464.5 |
-17.0 |
1,455 |
39,146 |
+383 |
| Oct10 |
100720 |
3464.5 |
3464.5 |
3464.5 |
3464.5 |
-16.5 |
|
|
|
| Total Volume and Open Interest |
161,715 |
428,651 |
|
| Hang Seng Index(HKFE) |
| Jul10 |
100720 |
20089 |
20438 |
20013 |
20210 |
+184 |
57,362 |
68,624 |
-1,367 |
| Aug10 |
100720 |
20003 |
20399 |
19992 |
20175 |
+182 |
1,883 |
2,979 |
-44 |
| Sep10 |
100720 |
19951 |
20320 |
19904 |
20093 |
+183 |
713 |
6,384 |
-61 |
| Total Volume and Open Interest |
59,991 |
79,056 |
-1,470 |
| DAX(EUREX) |
| Sep10 |
100720 |
6034.5 |
6055.0 |
5911.5 |
5971.5 |
-49.5 |
160,138 |
148,238 |
-341 |
| Dec10 |
100720 |
6059.0 |
6062.0 |
5926.0 |
5982.0 |
-50.0 |
489 |
13,205 |
+71 |
| Mar11 |
100720 |
6072.5 |
6075.5 |
5957.5 |
5995.0 |
-50.0 |
28 |
1,293 |
+25 |
| Total Volume and Open Interest |
160,655 |
162,736 |
-245 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100720 |
5144.00 |
5172.50 |
5056.50 |
5108.00 |
-8.50 |
112,664 |
641,950 |
-5,559 |
| Dec10 |
100720 |
5119.50 |
5139.00 |
5051.50 |
5086.50 |
-8.50 |
17 |
6,813 |
-1 |
| Mar11 |
100720 |
5060.50 |
5060.50 |
5042.00 |
5046.00 |
-8.50 |
0 |
959 |
+0 |
| Total Volume and Open Interest |
112,681 |
649,897 |
-5,560 |
| SPI 200(SFE) |
| Sep10 |
100720 |
4325.0 |
4397.0 |
4307.0 |
4382.0 |
+54.0 |
23,831 |
224,055 |
+30 |
| Dec10 |
100720 |
4351.0 |
4402.0 |
4349.0 |
4402.0 |
+53.0 |
57 |
3,402 |
+40 |
| Mar11 |
100720 |
4392.0 |
4392.0 |
4392.0 |
4392.0 |
+51.0 |
0 |
1,137 |
+0 |
| Total Volume and Open Interest |
23,888 |
229,454 |
-344 |
| GSCI(CME) |
| Aug10 |
100720 |
501.50 |
506.75 |
500.00 |
506.50 |
+3.50 |
2,616 |
17,912 |
+2,278 |
| Sep10 |
100720 |
504.00 |
509.25 |
502.50 |
509.00 |
+3.50 |
0 |
1 |
+0 |
| Oct10 |
100720 |
507.50 |
512.85 |
505.80 |
512.00 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
2,616 |
17,913 |
+105 |
| 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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