|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 21, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug10 |
100721 |
1012.00 |
1020.00 |
1007.50 |
1015.25 |
+3.50 |
26,417 |
56,289 |
-6,956 |
Sep10 |
100721 |
987.00 |
996.00 |
982.50 |
990.50 |
+3.75 |
11,331 |
21,902 |
+1,510 |
Nov10 |
100721 |
973.00 |
983.00 |
969.00 |
978.50 |
+5.50 |
79,888 |
286,973 |
+3,436 |
Jan11 |
100721 |
981.25 |
991.25 |
977.50 |
987.00 |
+6.00 |
3,874 |
44,784 |
+100 |
Mar11 |
100721 |
987.00 |
995.25 |
983.50 |
991.50 |
+6.25 |
2,130 |
16,403 |
+491 |
May11 |
100721 |
986.75 |
997.50 |
984.25 |
993.25 |
+5.75 |
1,713 |
16,676 |
+442 |
Jul11 |
100721 |
999.00 |
1005.00 |
994.00 |
1001.25 |
+5.50 |
1,891 |
19,090 |
-414 |
Total Volume and Open Interest |
128,836 |
480,945 |
-1,566 |
Soybean Meal(CBOT) |
Aug10 |
100721 |
302.60 |
305.30 |
301.00 |
303.30 |
+1.80 |
12,004 |
30,821 |
-1,496 |
Sep10 |
100721 |
291.90 |
294.90 |
290.50 |
293.20 |
+2.20 |
6,753 |
30,441 |
+622 |
Oct10 |
100721 |
283.10 |
287.00 |
282.10 |
285.60 |
+2.90 |
1,499 |
15,140 |
+106 |
Dec10 |
100721 |
282.00 |
286.50 |
281.10 |
285.00 |
+3.10 |
24,160 |
96,557 |
-434 |
Jan11 |
100721 |
283.60 |
285.20 |
281.30 |
284.40 |
+3.10 |
626 |
6,745 |
-79 |
Mar11 |
100721 |
284.30 |
285.60 |
282.50 |
285.00 |
+2.90 |
739 |
7,095 |
+85 |
May11 |
100721 |
284.00 |
285.40 |
281.90 |
284.80 |
+2.90 |
572 |
6,561 |
+55 |
Jul11 |
100721 |
286.40 |
287.50 |
284.10 |
286.70 |
+2.70 |
288 |
4,957 |
+53 |
Total Volume and Open Interest |
46,730 |
201,719 |
-1,074 |
Soybean Oil(CBOT) |
Aug10 |
100721 |
38.45 |
38.57 |
38.20 |
38.26 |
-0.14 |
18,899 |
34,453 |
-2,164 |
Sep10 |
100721 |
38.57 |
38.77 |
38.40 |
38.45 |
-0.13 |
11,062 |
53,662 |
-296 |
Oct10 |
100721 |
38.88 |
38.96 |
38.58 |
38.65 |
-0.13 |
1,568 |
17,767 |
+142 |
Dec10 |
100721 |
39.19 |
39.36 |
38.98 |
39.05 |
-0.14 |
36,681 |
140,250 |
+3,820 |
Jan11 |
100721 |
39.55 |
39.63 |
39.33 |
39.33 |
-0.14 |
958 |
11,420 |
-48 |
Mar11 |
100721 |
39.66 |
39.88 |
39.58 |
39.58 |
-0.14 |
357 |
6,298 |
+52 |
May11 |
100721 |
39.94 |
40.11 |
39.83 |
39.83 |
-0.14 |
289 |
5,338 |
+15 |
Jul11 |
100721 |
40.16 |
40.33 |
40.12 |
40.12 |
-0.14 |
47 |
4,009 |
+2 |
Total Volume and Open Interest |
69,891 |
276,845 |
+1,525 |
Canola(WCE) |
Jul10 |
100714 |
442.4 |
442.4 |
442.4 |
442.4 |
+3.5 |
112 |
100 |
+89 |
Nov10 |
100721 |
459.2 |
464.9 |
459.0 |
460.8 |
+1.6 |
9,622 |
128,864 |
-2,388 |
Jan11 |
100721 |
460.7 |
466.6 |
460.7 |
463.6 |
+2.9 |
276 |
9,979 |
+3 |
Mar11 |
100721 |
459.2 |
464.4 |
456.5 |
461.5 |
+2.8 |
203 |
5,653 |
+50 |
May11 |
100721 |
458.3 |
462.7 |
458.3 |
459.7 |
+2.6 |
156 |
2,091 |
+17 |
Total Volume and Open Interest |
10,548 |
151,104 |
-2,161 |
Corn(CBOT) |
Sep10 |
100721 |
374.00 |
381.50 |
373.25 |
379.75 |
+5.75 |
72,718 |
398,630 |
-3,047 |
Dec10 |
100721 |
387.50 |
395.00 |
386.50 |
393.50 |
+6.00 |
130,660 |
513,188 |
+4,353 |
Mar11 |
100721 |
400.00 |
408.00 |
399.75 |
406.25 |
+6.25 |
18,545 |
86,808 |
+408 |
May11 |
100721 |
408.00 |
415.75 |
408.00 |
414.50 |
+6.25 |
2,328 |
16,978 |
+80 |
Jul11 |
100721 |
415.75 |
423.00 |
415.00 |
421.50 |
+6.25 |
5,047 |
52,988 |
+60 |
Sep11 |
100721 |
419.00 |
422.25 |
419.00 |
421.75 |
+5.25 |
388 |
5,723 |
+85 |
Total Volume and Open Interest |
237,484 |
1,173,225 |
+3,427 |
Wheat(CBOT) |
Sep10 |
100721 |
577.00 |
594.00 |
574.00 |
588.25 |
+11.25 |
51,738 |
199,001 |
-611 |
Dec10 |
100721 |
607.00 |
624.25 |
604.00 |
618.75 |
+11.75 |
31,566 |
127,236 |
-1,217 |
Mar11 |
100721 |
630.00 |
646.50 |
626.00 |
640.75 |
+10.75 |
6,555 |
35,362 |
+510 |
May11 |
100721 |
635.75 |
653.75 |
635.75 |
648.00 |
+9.50 |
3,033 |
20,038 |
+264 |
Jul11 |
100721 |
645.00 |
662.00 |
644.00 |
654.25 |
+7.75 |
5,293 |
63,706 |
+59 |
Total Volume and Open Interest |
102,000 |
472,162 |
-858 |
Wheat(KCBT) |
Sep10 |
100721 |
589.00 |
608.00 |
587.75 |
601.50 |
+12.00 |
12,199 |
58,624 |
-1,687 |
Dec10 |
100721 |
606.00 |
624.75 |
605.00 |
618.75 |
+12.25 |
5,586 |
58,291 |
+930 |
Mar11 |
100721 |
622.00 |
641.00 |
622.00 |
634.75 |
+11.75 |
1,143 |
22,089 |
-59 |
May11 |
100721 |
635.00 |
648.50 |
635.00 |
642.75 |
+10.25 |
412 |
6,413 |
+54 |
Jul11 |
100721 |
641.00 |
658.00 |
639.75 |
650.75 |
+9.50 |
1,897 |
28,637 |
-314 |
Total Volume and Open Interest |
21,590 |
179,348 |
-1,065 |
Wheat(MGE) |
Jul10 |
100714 |
572.00 |
572.00 |
572.00 |
572.00 |
+4.50 |
8 |
8 |
-20 |
Sep10 |
100721 |
600.25 |
618.75 |
600.25 |
613.50 |
+11.75 |
4,038 |
18,423 |
-56 |
Dec10 |
100721 |
618.00 |
636.00 |
617.00 |
631.50 |
+12.50 |
2,011 |
18,007 |
-129 |
Mar11 |
100721 |
636.00 |
652.25 |
636.00 |
645.50 |
+9.25 |
524 |
6,494 |
+51 |
May11 |
100721 |
645.25 |
660.00 |
645.25 |
653.50 |
+8.50 |
158 |
2,004 |
-1 |
Total Volume and Open Interest |
7,855 |
54,923 |
-57 |
Oats(CBOT) |
Sep10 |
100721 |
255.25 |
260.00 |
254.50 |
257.50 |
+1.50 |
176 |
3,553 |
-25 |
Dec10 |
100721 |
262.75 |
267.75 |
261.75 |
265.50 |
+2.00 |
540 |
6,118 |
+99 |
Mar11 |
100721 |
272.50 |
272.50 |
270.50 |
272.50 |
+2.00 |
4 |
174 |
+1 |
May11 |
100721 |
279.50 |
279.50 |
277.50 |
279.50 |
+2.00 |
0 |
6 |
+0 |
Total Volume and Open Interest |
720 |
9,851 |
+75 |
Rough Rice(CBOT) |
Jul10 |
100714 |
9.65 |
9.67 |
9.65 |
9.65 |
-0.02 |
64 |
93 |
+64 |
Sep10 |
100721 |
9.89 |
10.06 |
9.89 |
9.98 |
+0.10 |
453 |
7,716 |
-11 |
Nov10 |
100721 |
10.20 |
10.31 |
10.18 |
10.24 |
+0.09 |
382 |
4,900 |
+65 |
Jan11 |
100721 |
10.47 |
10.57 |
10.43 |
10.51 |
+0.08 |
32 |
644 |
-8 |
Total Volume and Open Interest |
910 |
15,282 |
+72 |
Live Cattle(CME) |
Aug10 |
100721 |
93.300 |
93.635 |
92.930 |
93.500 |
+0.365 |
16,224 |
57,775 |
-1,681 |
Oct10 |
100721 |
94.450 |
95.035 |
94.230 |
94.930 |
+0.430 |
16,803 |
139,971 |
+1,754 |
Dec10 |
100721 |
96.500 |
96.800 |
96.100 |
96.785 |
+0.400 |
9,625 |
67,480 |
+1,769 |
Feb11 |
100721 |
97.500 |
97.850 |
97.200 |
97.830 |
+0.230 |
4,356 |
29,468 |
+1,054 |
Apr11 |
100721 |
98.785 |
99.250 |
98.550 |
99.200 |
+0.300 |
1,288 |
16,451 |
+340 |
Jun11 |
100721 |
95.050 |
95.650 |
95.050 |
95.635 |
+0.335 |
753 |
7,112 |
-123 |
Total Volume and Open Interest |
49,213 |
321,667 |
+3,214 |
Feeder Cattle(CME) |
Aug10 |
100721 |
114.550 |
114.800 |
113.900 |
114.650 |
+0.170 |
2,688 |
15,056 |
-545 |
Sep10 |
100721 |
114.430 |
114.680 |
113.885 |
114.600 |
+0.150 |
991 |
11,441 |
+28 |
Oct10 |
100721 |
114.500 |
114.730 |
113.900 |
114.700 |
+0.270 |
762 |
6,977 |
+30 |
Nov10 |
100721 |
114.100 |
114.385 |
113.750 |
114.350 |
+0.150 |
309 |
2,708 |
+44 |
Jan11 |
100721 |
112.150 |
112.450 |
111.800 |
112.350 |
+0.150 |
92 |
1,010 |
+45 |
Mar11 |
100721 |
111.000 |
111.100 |
110.950 |
110.950 |
+0.100 |
20 |
294 |
+1 |
Apr11 |
100721 |
110.800 |
110.800 |
110.800 |
110.800 |
unch |
5 |
25 |
+5 |
Total Volume and Open Interest |
4,870 |
37,535 |
-389 |
Lean Hogs(CME) |
Aug10 |
100721 |
80.450 |
81.800 |
80.000 |
81.500 |
+1.465 |
12,032 |
34,058 |
-2,053 |
Oct10 |
100721 |
74.830 |
75.900 |
74.225 |
75.635 |
+1.135 |
9,884 |
80,554 |
+2,382 |
Dec10 |
100721 |
72.500 |
73.250 |
71.785 |
73.150 |
+1.150 |
5,356 |
45,188 |
+1,198 |
Feb11 |
100721 |
73.285 |
74.385 |
72.785 |
74.180 |
+1.280 |
1,099 |
14,782 |
+242 |
Apr11 |
100721 |
74.680 |
75.250 |
74.330 |
75.080 |
+1.150 |
664 |
13,804 |
+255 |
May11 |
100721 |
78.000 |
78.350 |
78.000 |
78.350 |
+0.350 |
30 |
438 |
+22 |
Jun11 |
100721 |
80.550 |
81.650 |
80.430 |
81.580 |
+1.030 |
133 |
6,971 |
+65 |
Jul11 |
100721 |
79.250 |
79.400 |
79.150 |
79.300 |
+0.600 |
25 |
1,645 |
+21 |
Total Volume and Open Interest |
29,244 |
198,062 |
-2,239 |
Pork Bellies(CME) |
Jul10 |
100721 |
111.500 |
111.500 |
111.500 |
111.500 |
+3.000 |
0 |
13 |
+0 |
Aug10 |
100721 |
100.550 |
101.700 |
100.550 |
100.550 |
+1.850 |
2 |
21 |
+0 |
Feb11 |
100721 |
100.000 |
100.000 |
100.000 |
100.000 |
unch |
0 |
5 |
+0 |
Mar11 |
100721 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
1 |
+0 |
May11 |
100721 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
2 |
40 |
+0 |
Class III Milk(CME) |
Jul10 |
100721 |
13.75 |
13.77 |
13.75 |
13.75 |
-0.02 |
10 |
4,255 |
+0 |
Aug10 |
100721 |
14.93 |
14.99 |
14.89 |
14.98 |
+0.05 |
180 |
4,961 |
-14 |
Sep10 |
100721 |
14.97 |
15.09 |
14.96 |
15.07 |
+0.07 |
168 |
4,491 |
+81 |
Oct10 |
100721 |
14.85 |
14.90 |
14.81 |
14.84 |
-0.01 |
27 |
3,753 |
+8 |
Nov10 |
100721 |
14.69 |
14.69 |
14.54 |
14.62 |
-0.01 |
23 |
3,658 |
+2 |
Total Volume and Open Interest |
484 |
27,701 |
+122 |
Cocoa(ICE) |
Sep10 |
100721 |
2995 |
3007 |
2924 |
2935 |
-42 |
19,403 |
60,626 |
-1,240 |
Dec10 |
100721 |
3010 |
3030 |
2950 |
2960 |
-42 |
5,625 |
26,102 |
+633 |
Mar11 |
100721 |
3030 |
3037 |
2972 |
2981 |
-44 |
754 |
19,894 |
+53 |
May11 |
100721 |
3049 |
3049 |
2998 |
2999 |
-43 |
162 |
8,222 |
-52 |
Jul11 |
100721 |
3054 |
3056 |
3012 |
3012 |
-44 |
85 |
4,160 |
+6 |
Sep11 |
100721 |
3021 |
3021 |
3021 |
3021 |
-44 |
129 |
1,808 |
+60 |
Dec11 |
100721 |
3030 |
3030 |
3030 |
3030 |
-42 |
232 |
3,416 |
+41 |
Total Volume and Open Interest |
26,671 |
127,310 |
-244 |
Coffee "C"(ICE) |
Jul10 |
100720 |
160.65 |
161.10 |
156.45 |
156.45 |
-5.55 |
6 |
39 |
+0 |
Sep10 |
100721 |
159.10 |
160.75 |
155.80 |
157.30 |
-1.25 |
10,847 |
93,125 |
-1,378 |
Dec10 |
100721 |
159.70 |
161.50 |
156.60 |
158.05 |
-1.25 |
4,689 |
47,159 |
-1,793 |
Mar11 |
100721 |
160.25 |
161.15 |
157.20 |
158.10 |
-1.20 |
447 |
20,357 |
+44 |
May11 |
100721 |
159.20 |
159.90 |
157.85 |
157.85 |
-1.10 |
141 |
6,439 |
+88 |
Jul11 |
100721 |
159.10 |
159.10 |
157.60 |
157.60 |
-1.10 |
39 |
3,110 |
-1 |
Total Volume and Open Interest |
16,254 |
171,912 |
-2,993 |
Orange Juice(ICE) |
Sep10 |
100721 |
142.30 |
143.45 |
141.90 |
143.40 |
+1.55 |
1,211 |
18,930 |
+99 |
Nov10 |
100721 |
143.80 |
144.95 |
143.80 |
144.95 |
+1.35 |
144 |
4,179 |
+103 |
Jan11 |
100721 |
145.80 |
146.00 |
145.80 |
146.00 |
+1.50 |
2 |
1,720 |
+0 |
Mar11 |
100721 |
146.90 |
146.95 |
146.90 |
146.95 |
+1.55 |
1 |
230 |
+1 |
May11 |
100721 |
147.35 |
147.35 |
147.35 |
147.35 |
+1.55 |
0 |
154 |
+0 |
Jul11 |
100721 |
148.90 |
148.90 |
148.90 |
148.90 |
+1.55 |
0 |
199 |
+0 |
Total Volume and Open Interest |
1,358 |
25,415 |
+203 |
Sugar #11(ICE) |
Oct10 |
100721 |
17.31 |
17.60 |
17.31 |
17.47 |
+0.19 |
40,790 |
255,900 |
+2,467 |
Mar11 |
100721 |
17.50 |
17.80 |
17.50 |
17.68 |
+0.20 |
23,532 |
148,068 |
+787 |
May11 |
100721 |
17.09 |
17.28 |
17.09 |
17.18 |
+0.19 |
6,272 |
28,650 |
-249 |
Jul11 |
100721 |
16.72 |
16.91 |
16.72 |
16.78 |
+0.22 |
5,851 |
65,900 |
+762 |
Oct11 |
100721 |
16.63 |
16.70 |
16.55 |
16.57 |
+0.20 |
1,520 |
29,642 |
+131 |
Total Volume and Open Interest |
79,361 |
588,254 |
+3,936 |
London Cocoa(LCE) |
Sep10 |
100721 |
2320 |
2335 |
2280 |
2286 |
-33 |
9,392 |
74,487 |
+575 |
Dec10 |
100721 |
2192 |
2207 |
2165 |
2168 |
-25 |
7,501 |
36,494 |
-1,467 |
Mar11 |
100721 |
2162 |
2182 |
2140 |
2141 |
-21 |
2,652 |
32,637 |
+370 |
May11 |
100721 |
2154 |
2184 |
2140 |
2140 |
-21 |
1,001 |
11,854 |
+570 |
Jul11 |
100721 |
2150 |
2185 |
2141 |
2142 |
-17 |
73 |
2,707 |
+24 |
Sep11 |
100721 |
2144 |
2144 |
2144 |
2144 |
-15 |
0 |
2,485 |
+0 |
Dec11 |
100721 |
2152 |
2179 |
2137 |
2137 |
-15 |
0 |
3,037 |
+0 |
Total Volume and Open Interest |
20,619 |
167,481 |
+72 |
London Sugar(LCE) |
Oct10 |
100721 |
535.00 |
542.90 |
534.20 |
542.20 |
+3.90 |
4,016 |
37,253 |
-380 |
Dec10 |
100721 |
499.50 |
504.00 |
498.00 |
503.50 |
+3.70 |
1,493 |
10,371 |
+347 |
Mar11 |
100721 |
492.00 |
496.90 |
491.00 |
496.80 |
+3.00 |
1,295 |
9,563 |
-96 |
May11 |
100721 |
479.60 |
482.50 |
479.60 |
482.50 |
+1.40 |
330 |
3,187 |
-57 |
Aug11 |
100721 |
466.50 |
466.50 |
466.50 |
466.50 |
+1.60 |
61 |
2,424 |
+30 |
Total Volume and Open Interest |
7,197 |
63,068 |
-155 |
Cotton(ICE) |
Oct10 |
100721 |
78.45 |
79.27 |
78.45 |
78.77 |
+0.99 |
149 |
1,329 |
-10 |
Dec10 |
100721 |
73.30 |
74.48 |
73.24 |
73.93 |
+0.92 |
10,364 |
114,736 |
+525 |
Mar11 |
100721 |
73.79 |
74.90 |
73.79 |
74.31 |
+0.79 |
3,356 |
32,008 |
+2,136 |
May11 |
100721 |
74.60 |
75.45 |
74.60 |
75.04 |
+0.82 |
135 |
1,326 |
-86 |
Jul11 |
100721 |
75.60 |
76.27 |
75.45 |
75.74 |
+0.87 |
188 |
7,280 |
+93 |
Oct11 |
100721 |
73.27 |
73.27 |
73.22 |
73.22 |
+0.35 |
1 |
7 |
-1 |
Total Volume and Open Interest |
14,198 |
158,683 |
+2,658 |
Lumber(CME) |
Sep10 |
100721 |
200.0 |
203.0 |
198.5 |
201.3 |
+2.5 |
334 |
5,639 |
-82 |
Nov10 |
100721 |
204.9 |
207.8 |
204.7 |
206.0 |
-0.8 |
94 |
2,443 |
+3 |
Jan11 |
100721 |
224.0 |
226.5 |
222.1 |
226.5 |
+1.5 |
34 |
177 |
-4 |
Mar11 |
100721 |
238.3 |
238.3 |
238.3 |
238.3 |
unch |
0 |
12 |
+0 |
Total Volume and Open Interest |
463 |
8,273 |
-82 |
Crude Oil(NYM) |
Sep10 |
100721 |
77.85 |
78.57 |
76.20 |
76.56 |
-1.02 |
308,732 |
356,950 |
+6,365 |
Oct10 |
100721 |
78.12 |
78.92 |
76.65 |
77.00 |
-0.92 |
45,519 |
82,159 |
+2,047 |
Nov10 |
100721 |
78.48 |
79.35 |
77.24 |
77.56 |
-0.83 |
15,497 |
53,642 |
+1,470 |
Dec10 |
100721 |
78.92 |
79.76 |
77.79 |
78.09 |
-0.74 |
36,029 |
200,393 |
+531 |
Jan11 |
100721 |
79.22 |
80.00 |
78.28 |
78.56 |
-0.67 |
3,022 |
41,638 |
-127 |
Feb11 |
100721 |
80.00 |
80.37 |
78.96 |
78.97 |
-0.61 |
1,996 |
16,784 |
+97 |
Mar11 |
100721 |
79.98 |
80.69 |
79.25 |
79.35 |
-0.58 |
1,595 |
21,868 |
-323 |
Apr11 |
100721 |
79.94 |
80.04 |
79.64 |
79.74 |
-0.54 |
912 |
12,228 |
+266 |
May11 |
100721 |
80.36 |
80.36 |
80.12 |
80.12 |
-0.51 |
738 |
7,972 |
+56 |
Jun11 |
100721 |
80.96 |
81.70 |
80.24 |
80.49 |
-0.46 |
2,851 |
45,381 |
-205 |
Jul11 |
100721 |
81.95 |
81.95 |
80.84 |
80.84 |
-0.41 |
485 |
25,237 |
-137 |
Aug11 |
100721 |
81.06 |
81.06 |
81.06 |
81.06 |
-0.37 |
417 |
7,309 |
-24 |
Sep11 |
100721 |
81.23 |
81.23 |
81.23 |
81.23 |
-0.33 |
145 |
7,855 |
-20 |
Oct11 |
100721 |
81.39 |
81.39 |
81.39 |
81.39 |
-0.29 |
58 |
5,065 |
+3 |
Nov11 |
100721 |
81.55 |
81.55 |
81.55 |
81.55 |
-0.25 |
79 |
10,215 |
+28 |
Dec11 |
100721 |
82.18 |
82.76 |
81.25 |
81.71 |
-0.22 |
7,365 |
95,382 |
+969 |
Total Volume and Open Interest |
598,281 |
1,222,642 |
-24,336 |
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 |
100721 |
78.025 |
78.900 |
76.750 |
77.000 |
-0.925 |
133 |
325 |
+1 |
Nov10 |
100721 |
78.525 |
78.525 |
77.550 |
77.550 |
-0.850 |
28 |
69 |
+17 |
Dec10 |
100721 |
79.700 |
79.700 |
77.975 |
78.100 |
-0.725 |
5 |
122 |
+0 |
Jan11 |
100721 |
78.550 |
78.550 |
78.550 |
78.550 |
-0.675 |
6 |
8 |
+6 |
Feb11 |
100721 |
78.975 |
78.975 |
78.975 |
78.975 |
-0.600 |
2 |
0 |
+0 |
Mar11 |
100721 |
79.350 |
79.350 |
79.350 |
79.350 |
-0.575 |
1 |
1 |
+1 |
Apr11 |
100721 |
79.750 |
79.750 |
79.750 |
79.750 |
-0.525 |
|
|
|
Total Volume and Open Interest |
7,434 |
2,794 |
-1,996 |
Heating Oil(NYM) |
Aug10 |
100721 |
203.06 |
204.87 |
198.42 |
198.92 |
-3.55 |
43,368 |
49,846 |
-7,024 |
Sep10 |
100721 |
205.66 |
207.62 |
201.14 |
201.63 |
-3.43 |
30,469 |
63,869 |
+347 |
Oct10 |
100721 |
208.02 |
210.11 |
203.85 |
204.37 |
-3.22 |
11,072 |
31,620 |
-479 |
Nov10 |
100721 |
211.25 |
212.70 |
206.90 |
207.20 |
-3.06 |
2,372 |
23,692 |
-199 |
Dec10 |
100721 |
213.12 |
215.44 |
209.40 |
209.94 |
-2.92 |
7,514 |
37,457 |
-240 |
Jan11 |
100721 |
216.31 |
216.76 |
212.65 |
212.70 |
-2.82 |
2,344 |
25,658 |
+436 |
Feb11 |
100721 |
219.20 |
219.65 |
214.27 |
214.64 |
-2.73 |
588 |
11,673 |
+28 |
Mar11 |
100721 |
218.53 |
218.65 |
215.30 |
215.42 |
-2.65 |
509 |
9,913 |
+147 |
Apr11 |
100721 |
219.80 |
219.80 |
215.00 |
215.27 |
-2.46 |
103 |
6,324 |
+0 |
May11 |
100721 |
219.50 |
219.50 |
214.94 |
215.24 |
-2.20 |
130 |
5,868 |
+82 |
Jun11 |
100721 |
217.91 |
219.53 |
215.06 |
215.49 |
-2.02 |
207 |
19,099 |
+20 |
Jul11 |
100721 |
217.15 |
217.15 |
216.78 |
216.78 |
-1.92 |
14 |
1,989 |
+0 |
Total Volume and Open Interest |
98,794 |
305,971 |
-6,886 |
Gasoline(NYMEX) |
Aug10 |
100721 |
208.55 |
210.73 |
205.97 |
206.78 |
-1.08 |
32,723 |
45,629 |
-3,345 |
Sep10 |
100721 |
208.36 |
210.47 |
205.71 |
206.49 |
-1.18 |
30,417 |
87,143 |
+3,078 |
Oct10 |
100721 |
198.21 |
200.01 |
195.83 |
196.18 |
-1.24 |
11,475 |
33,612 |
+907 |
Nov10 |
100721 |
197.57 |
198.67 |
194.29 |
194.94 |
-1.18 |
7,016 |
28,154 |
+541 |
Dec10 |
100721 |
196.70 |
198.90 |
194.83 |
195.34 |
-1.09 |
7,475 |
17,110 |
+1,540 |
Jan11 |
100721 |
200.00 |
200.46 |
197.18 |
197.18 |
-1.03 |
780 |
7,885 |
+61 |
Feb11 |
100721 |
202.00 |
202.46 |
199.25 |
199.25 |
-0.93 |
361 |
3,125 |
+39 |
Mar11 |
100721 |
204.30 |
204.47 |
201.08 |
201.37 |
-0.88 |
278 |
2,914 |
+15 |
Apr11 |
100721 |
215.92 |
215.92 |
213.49 |
213.49 |
-0.74 |
249 |
4,728 |
+0 |
May11 |
100721 |
214.43 |
214.43 |
214.43 |
214.43 |
-0.75 |
8 |
3,480 |
+0 |
Total Volume and Open Interest |
90,923 |
244,981 |
+2,837 |
e-miNY RBOB Gasoline(NYM) |
Aug10 |
100721 |
206.80 |
206.80 |
206.78 |
206.80 |
-1.10 |
0 |
1 |
+0 |
Sep10 |
100721 |
206.50 |
206.50 |
206.49 |
206.50 |
-1.20 |
0 |
1 |
+0 |
Oct10 |
100721 |
196.20 |
196.20 |
196.18 |
196.20 |
-1.20 |
0 |
1 |
+0 |
Nov10 |
100721 |
194.90 |
194.94 |
194.90 |
194.90 |
-1.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Aug10 |
100721 |
4.616 |
4.662 |
4.480 |
4.513 |
-0.077 |
91,179 |
58,840 |
-10,510 |
Sep10 |
100721 |
4.593 |
4.637 |
4.472 |
4.500 |
-0.076 |
50,433 |
176,537 |
+5,609 |
Oct10 |
100721 |
4.640 |
4.677 |
4.526 |
4.549 |
-0.070 |
24,965 |
97,087 |
+448 |
Nov10 |
100721 |
4.868 |
4.900 |
4.781 |
4.803 |
-0.049 |
14,036 |
56,636 |
+2,152 |
Dec10 |
100721 |
5.111 |
5.156 |
5.055 |
5.093 |
-0.016 |
8,008 |
40,197 |
+373 |
Jan11 |
100721 |
5.275 |
5.317 |
5.228 |
5.265 |
-0.014 |
6,765 |
67,240 |
+120 |
Feb11 |
100721 |
5.292 |
5.292 |
5.199 |
5.237 |
-0.014 |
1,014 |
18,299 |
-71 |
Mar11 |
100721 |
5.188 |
5.204 |
5.110 |
5.150 |
-0.011 |
1,619 |
52,395 |
+34 |
Apr11 |
100721 |
5.000 |
5.013 |
4.930 |
4.976 |
+0.002 |
2,123 |
45,354 |
+95 |
May11 |
100721 |
5.019 |
5.020 |
4.951 |
4.990 |
+0.002 |
637 |
20,380 |
+155 |
Jun11 |
100721 |
5.031 |
5.065 |
4.996 |
5.033 |
+0.002 |
440 |
7,940 |
+112 |
Jul11 |
100721 |
5.125 |
5.125 |
5.050 |
5.086 |
+0.002 |
667 |
7,258 |
-15 |
Aug11 |
100721 |
5.130 |
5.157 |
5.100 |
5.129 |
+0.002 |
407 |
6,376 |
+58 |
Sep11 |
100721 |
5.130 |
5.187 |
5.130 |
5.155 |
+0.002 |
121 |
5,676 |
+15 |
Oct11 |
100721 |
5.271 |
5.271 |
5.192 |
5.236 |
+0.002 |
425 |
19,235 |
+68 |
Nov11 |
100721 |
5.440 |
5.490 |
5.440 |
5.460 |
+0.004 |
164 |
5,298 |
+23 |
Total Volume and Open Interest |
204,234 |
787,461 |
-917 |
Brent Crude Oil(ICE) |
Sep10 |
100721 |
76.33 |
77.20 |
75.06 |
75.37 |
-0.85 |
143,252 |
223,450 |
+2,076 |
Oct10 |
100721 |
76.66 |
77.63 |
75.55 |
75.84 |
-0.79 |
44,752 |
130,230 |
+1,198 |
Nov10 |
100721 |
77.22 |
78.15 |
76.21 |
76.44 |
-0.74 |
14,295 |
34,699 |
-680 |
Dec10 |
100721 |
77.75 |
78.69 |
76.80 |
77.03 |
-0.69 |
28,003 |
116,132 |
+2,498 |
Jan11 |
100721 |
78.28 |
78.97 |
77.54 |
77.54 |
-0.63 |
5,424 |
27,048 |
+1,138 |
Feb11 |
100721 |
78.65 |
79.40 |
78.01 |
78.01 |
-0.60 |
5,216 |
17,258 |
-456 |
Mar11 |
100721 |
79.09 |
79.83 |
78.48 |
78.48 |
-0.57 |
2,853 |
13,427 |
-304 |
Apr11 |
100721 |
79.54 |
80.26 |
78.96 |
78.96 |
-0.53 |
1,414 |
11,064 |
+80 |
May11 |
100721 |
79.96 |
80.66 |
79.39 |
79.41 |
-0.49 |
1,122 |
15,831 |
+16 |
Jun11 |
100721 |
80.35 |
81.04 |
79.64 |
79.83 |
-0.45 |
2,653 |
24,360 |
+538 |
Jul11 |
100721 |
80.21 |
80.21 |
80.21 |
80.21 |
-0.42 |
515 |
8,348 |
-32 |
Aug11 |
100721 |
80.52 |
80.52 |
80.52 |
80.52 |
-0.37 |
283 |
4,020 |
+28 |
Sep11 |
100721 |
80.76 |
80.76 |
80.76 |
80.76 |
-0.34 |
258 |
4,830 |
+52 |
Oct11 |
100721 |
80.94 |
80.94 |
80.94 |
80.94 |
-0.31 |
142 |
3,634 |
-25 |
Total Volume and Open Interest |
257,783 |
754,940 |
+7,488 |
Gas Oil(ICE) |
Aug10 |
100721 |
646.50 |
653.50 |
634.00 |
637.00 |
-10.00 |
41,664 |
126,438 |
-1,655 |
Sep10 |
100721 |
652.50 |
659.00 |
640.25 |
643.00 |
-9.25 |
47,672 |
104,209 |
+4,841 |
Oct10 |
100721 |
658.00 |
663.75 |
646.25 |
648.50 |
-8.50 |
13,247 |
41,503 |
+657 |
Nov10 |
100721 |
663.00 |
667.50 |
651.75 |
653.25 |
-7.75 |
3,683 |
34,175 |
-635 |
Dec10 |
100721 |
664.50 |
672.25 |
655.00 |
657.75 |
-7.25 |
12,259 |
94,461 |
-354 |
Jan11 |
100721 |
671.25 |
674.25 |
661.00 |
662.75 |
-6.75 |
1,536 |
36,490 |
+135 |
Feb11 |
100721 |
678.00 |
678.75 |
666.50 |
667.25 |
-6.50 |
446 |
21,449 |
-32 |
Mar11 |
100721 |
682.00 |
683.25 |
669.75 |
671.00 |
-6.50 |
360 |
13,847 |
+96 |
Apr11 |
100721 |
685.25 |
685.75 |
674.25 |
674.25 |
-6.50 |
158 |
13,560 |
+23 |
May11 |
100721 |
688.50 |
688.50 |
676.50 |
677.25 |
-6.50 |
101 |
14,783 |
+17 |
Total Volume and Open Interest |
126,344 |
622,369 |
+3,193 |
Ethanol(CBOT) |
Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
Aug10 |
100721 |
1.600 |
1.610 |
1.598 |
1.610 |
+0.032 |
55 |
650 |
-28 |
Sep10 |
100721 |
1.605 |
1.608 |
1.595 |
1.600 |
+0.028 |
44 |
1,224 |
+17 |
Oct10 |
100721 |
1.595 |
1.595 |
1.595 |
1.595 |
+0.025 |
157 |
1,271 |
+72 |
Nov10 |
100721 |
1.600 |
1.611 |
1.599 |
1.602 |
+0.024 |
47 |
893 |
+9 |
Dec10 |
100721 |
1.623 |
1.627 |
1.617 |
1.621 |
+0.030 |
67 |
1,958 |
-7 |
Jan11 |
100721 |
1.638 |
1.638 |
1.620 |
1.620 |
+0.010 |
36 |
1,416 |
-5 |
Feb11 |
100721 |
1.667 |
1.669 |
1.659 |
1.664 |
+0.015 |
16 |
830 |
+10 |
Total Volume and Open Interest |
668 |
12,215 |
+104 |
WTI Crude Oil(ICE |
Sep10 |
100721 |
77.65 |
78.56 |
76.21 |
76.56 |
-1.02 |
85,824 |
101,004 |
+420 |
Oct10 |
100721 |
77.91 |
78.90 |
76.67 |
77.00 |
-0.92 |
23,283 |
47,177 |
+3,252 |
Nov10 |
100721 |
78.37 |
79.34 |
77.24 |
77.56 |
-0.83 |
6,648 |
16,326 |
-1,183 |
Dec10 |
100721 |
78.82 |
79.75 |
77.78 |
78.09 |
-0.74 |
11,608 |
82,464 |
+714 |
Jan11 |
100721 |
79.45 |
79.96 |
78.50 |
78.56 |
-0.67 |
1,143 |
17,112 |
+67 |
Feb11 |
100721 |
80.29 |
80.29 |
78.97 |
78.97 |
-0.61 |
749 |
11,033 |
-58 |
Mar11 |
100721 |
80.63 |
80.63 |
79.35 |
79.35 |
-0.58 |
519 |
9,038 |
-30 |
Apr11 |
100721 |
80.97 |
80.97 |
79.74 |
79.74 |
-0.54 |
305 |
5,027 |
-150 |
May11 |
100721 |
81.31 |
81.32 |
80.12 |
80.12 |
-0.51 |
108 |
4,062 |
+2 |
Jun11 |
100721 |
81.64 |
81.66 |
80.49 |
80.49 |
-0.46 |
343 |
20,696 |
-90 |
Jul11 |
100721 |
80.84 |
80.84 |
80.84 |
80.84 |
-0.41 |
15 |
10,540 |
+2 |
Aug11 |
100721 |
81.06 |
81.06 |
81.06 |
81.06 |
-0.37 |
31 |
2,322 |
-2 |
Sep11 |
100721 |
81.23 |
81.23 |
81.23 |
81.23 |
-0.33 |
27 |
2,781 |
-7 |
Oct11 |
100721 |
81.39 |
81.39 |
81.39 |
81.39 |
-0.29 |
16 |
2,067 |
+7 |
Nov11 |
100721 |
81.55 |
81.55 |
81.55 |
81.55 |
-0.25 |
20 |
6,416 |
-2 |
Dec11 |
100721 |
82.65 |
82.75 |
81.37 |
81.71 |
-0.22 |
1,798 |
49,483 |
+362 |
Total Volume and Open Interest |
133,389 |
448,491 |
-21,260 |
US Dollar Index(ICE) |
Sep10 |
100721 |
82.880 |
83.640 |
82.760 |
83.592 |
+0.662 |
18,743 |
24,408 |
-322 |
Dec10 |
100721 |
83.500 |
83.902 |
83.500 |
83.902 |
+0.662 |
1 |
650 |
+1 |
Mar11 |
100721 |
84.262 |
84.262 |
84.262 |
84.262 |
+0.662 |
|
|
|
Total Volume and Open Interest |
18,744 |
25,059 |
-321 |
Australian Dollar(CME) |
Sep10 |
100721 |
87.79 |
88.04 |
87.07 |
87.14 |
-0.51 |
89,570 |
71,483 |
-14 |
Dec10 |
100721 |
86.72 |
87.02 |
86.17 |
86.17 |
-0.51 |
115 |
907 |
+12 |
Mar11 |
100721 |
85.20 |
85.71 |
85.20 |
85.20 |
-0.51 |
|
|
|
Total Volume and Open Interest |
89,685 |
72,546 |
-2 |
British Pound(CME) |
Sep10 |
100721 |
152.71 |
153.35 |
151.22 |
151.42 |
-1.20 |
79,665 |
124,315 |
-2,253 |
Dec10 |
100721 |
152.78 |
153.22 |
151.26 |
151.36 |
-1.20 |
219 |
391 |
-17 |
Mar11 |
100721 |
151.29 |
152.46 |
151.29 |
151.29 |
-1.17 |
2 |
4 |
+0 |
Total Volume and Open Interest |
79,886 |
124,710 |
-2,270 |
Canadian Dollar(CME) |
Sep10 |
100721 |
95.79 |
96.55 |
95.15 |
95.21 |
-0.23 |
66,966 |
81,729 |
-4,377 |
Dec10 |
100721 |
95.60 |
96.38 |
95.01 |
95.06 |
-0.24 |
433 |
3,879 |
+139 |
Mar11 |
100721 |
96.20 |
96.20 |
94.89 |
94.89 |
-0.25 |
4 |
472 |
+3 |
Jun11 |
100721 |
95.51 |
95.54 |
94.69 |
94.69 |
-0.25 |
6 |
263 |
+5 |
Total Volume and Open Interest |
67,409 |
86,373 |
-4,230 |
Japanese Yen(CME) |
Sep10 |
100721 |
114.44 |
115.19 |
114.41 |
115.04 |
+0.31 |
96,024 |
128,572 |
-4,260 |
Dec10 |
100721 |
114.76 |
115.26 |
114.70 |
115.18 |
+0.30 |
135 |
646 |
+89 |
Mar11 |
100721 |
115.35 |
115.35 |
115.06 |
115.35 |
+0.29 |
0 |
9 |
+0 |
Total Volume and Open Interest |
96,161 |
129,230 |
-4,169 |
Swiss Franc(CME) |
Sep10 |
100721 |
95.09 |
95.44 |
94.90 |
95.21 |
-0.06 |
31,149 |
52,824 |
-2,278 |
Dec10 |
100721 |
95.20 |
95.46 |
95.15 |
95.33 |
-0.06 |
48 |
153 |
+18 |
Mar11 |
100721 |
95.30 |
95.52 |
95.30 |
95.46 |
-0.06 |
6 |
8 |
+6 |
Total Volume and Open Interest |
31,203 |
52,986 |
-2,254 |
EuroFX(CME) |
Sep10 |
100721 |
128.90 |
129.12 |
127.31 |
127.43 |
-1.50 |
226,230 |
230,288 |
+1,931 |
Dec10 |
100721 |
128.84 |
129.00 |
127.39 |
127.39 |
-1.49 |
369 |
2,200 |
+93 |
Mar11 |
100721 |
127.98 |
128.82 |
127.34 |
127.34 |
-1.48 |
0 |
236 |
+0 |
Total Volume and Open Interest |
226,599 |
232,731 |
+2,024 |
Mexican Peso(CME) |
Aug10 |
100721 |
774.8 |
778.8 |
774.8 |
774.8 |
-4.0 |
|
|
|
Sep10 |
100721 |
779.0 |
781.8 |
770.5 |
772.0 |
-4.0 |
12,615 |
67,112 |
+517 |
Total Volume and Open Interest |
12,615 |
67,494 |
+517 |
30-Year T-Bonds(CBOT) |
Sep10 |
100721 |
127~220 |
128~270 |
127~220 |
128~270 |
+0~290 |
|
|
|
Dec10 |
100721 |
126~120 |
127~260 |
126~050 |
127~140 |
+0~280 |
301 |
2,090 |
+139 |
Mar11 |
100721 |
126~040 |
126~040 |
125~080 |
126~040 |
+0~280 |
0 |
31 |
+0 |
Total Volume and Open Interest |
222,505 |
687,645 |
-16,963 |
10-Year T-Notes(CBOT) |
Sep10 |
100721 |
123~030 |
123~240 |
123~000 |
123~160 |
+0~085 |
707,638 |
1,838,084 |
-27,418 |
Dec10 |
100721 |
122~100 |
122~260 |
122~050 |
122~200 |
+0~085 |
738 |
5,876 |
+322 |
Mar11 |
100721 |
121~050 |
121~135 |
121~035 |
121~135 |
+0~100 |
0 |
64 |
+0 |
Total Volume and Open Interest |
708,376 |
1,844,058 |
-27,096 |
5-Year T-Notes(CBOT) |
Sep10 |
100716 |
118~093 |
119~025 |
118~090 |
119~010 |
+0~079 |
507,956 |
900,391 |
-19,947 |
Dec10 |
100721 |
118~034 |
118~056 |
118~034 |
118~056 |
+0~021 |
62 |
218 |
+7 |
Mar11 |
100721 |
117~062 |
117~062 |
117~041 |
117~062 |
+0~021 |
|
|
|
Total Volume and Open Interest |
318,196 |
941,969 |
-2,503 |
2 Year T-Notes(CBOT) |
Sep10 |
100721 |
54~099 |
54~099 |
54~099 |
54~099 |
-54~089 |
181,695 |
859,105 |
+859,105 |
Dec10 |
100721 |
109~043 |
109~043 |
109~035 |
109~043 |
+0~008 |
0 |
58 |
-1 |
Mar11 |
100721 |
109~016 |
109~016 |
109~005 |
109~016 |
+0~011 |
|
|
|
Total Volume and Open Interest |
135,458 |
861,002 |
+1,838 |
Eurodollars(CME) |
Sep10 |
100721 |
99.525 |
99.545 |
99.510 |
99.525 |
+0.005 |
152,159 |
957,074 |
+64,342 |
Dec10 |
100721 |
99.475 |
99.495 |
99.450 |
99.475 |
+0.005 |
126,405 |
1,183,015 |
-2,647 |
Mar11 |
100721 |
99.415 |
99.430 |
99.385 |
99.415 |
+0.005 |
135,938 |
1,015,094 |
+21,693 |
Jun11 |
100721 |
99.295 |
99.320 |
99.270 |
99.305 |
+0.010 |
186,130 |
900,182 |
-6,390 |
Sep11 |
100721 |
99.145 |
99.165 |
99.115 |
99.150 |
+0.010 |
187,315 |
981,738 |
+25,920 |
Dec11 |
100721 |
98.930 |
98.960 |
98.905 |
98.940 |
+0.010 |
182,401 |
667,329 |
+4,537 |
Mar12 |
100721 |
98.725 |
98.760 |
98.705 |
98.745 |
+0.015 |
116,805 |
458,223 |
-5,380 |
Jun12 |
100721 |
98.505 |
98.550 |
98.490 |
98.535 |
+0.025 |
105,537 |
360,096 |
+1,843 |
Sep12 |
100721 |
98.285 |
98.345 |
98.275 |
98.330 |
+0.035 |
57,976 |
258,413 |
+5,276 |
Dec12 |
100721 |
98.060 |
98.130 |
98.050 |
98.110 |
+0.040 |
47,531 |
186,234 |
+6,237 |
Mar13 |
100721 |
97.860 |
97.945 |
97.850 |
97.925 |
+0.050 |
37,321 |
194,345 |
-1,989 |
Jun13 |
100721 |
97.640 |
97.740 |
97.630 |
97.715 |
+0.060 |
34,937 |
130,404 |
+3,538 |
Sep13 |
100721 |
97.430 |
97.525 |
97.405 |
97.500 |
+0.065 |
26,117 |
87,311 |
+5,681 |
Dec13 |
100721 |
97.195 |
97.305 |
97.175 |
97.280 |
+0.070 |
39,386 |
58,115 |
+7,475 |
Mar14 |
100721 |
96.985 |
97.115 |
96.985 |
97.090 |
+0.070 |
11,863 |
51,081 |
+264 |
Jun14 |
100721 |
96.795 |
96.920 |
96.790 |
96.895 |
+0.070 |
12,318 |
41,842 |
+1,661 |
Sep14 |
100721 |
96.610 |
96.745 |
96.610 |
96.715 |
+0.070 |
4,646 |
27,133 |
-32 |
Dec14 |
100721 |
96.435 |
96.565 |
96.425 |
96.535 |
+0.070 |
4,487 |
46,399 |
+1,024 |
Total Volume and Open Interest |
1,490,843 |
7,746,265 |
+73,559 |
30 Day Federal Funds(CBOT) |
Jul10 |
100721 |
99.817 |
99.820 |
99.817 |
99.817 |
unch |
2,013 |
55,626 |
+474 |
Aug10 |
100721 |
99.820 |
99.820 |
99.815 |
99.815 |
unch |
2,834 |
75,095 |
-646 |
Sep10 |
100721 |
99.815 |
99.820 |
99.810 |
99.815 |
+0.005 |
4,734 |
53,462 |
+1,329 |
Oct10 |
100721 |
99.810 |
99.815 |
99.805 |
99.810 |
+0.005 |
4,703 |
62,034 |
+748 |
Nov10 |
100721 |
99.800 |
99.815 |
99.800 |
99.810 |
+0.010 |
927 |
80,002 |
-191 |
Dec10 |
100721 |
99.800 |
99.810 |
99.795 |
99.805 |
+0.010 |
526 |
67,609 |
-187 |
Total Volume and Open Interest |
20,751 |
613,866 |
+2,328 |
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 |
100721 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.012 |
0 |
871 |
+0 |
Dec10 |
100721 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.002 |
0 |
442 |
+0 |
Mar11 |
100721 |
99.705 |
99.705 |
99.705 |
99.705 |
-0.010 |
0 |
367 |
+0 |
Jun11 |
100721 |
99.705 |
99.705 |
99.705 |
99.705 |
-0.012 |
|
|
|
Sep11 |
100721 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.015 |
|
|
|
Dec11 |
100721 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.015 |
|
|
|
Mar12 |
100721 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.015 |
|
|
|
Jun12 |
100721 |
99.710 |
99.710 |
99.710 |
99.710 |
-0.015 |
|
|
|
Sep12 |
100721 |
99.770 |
99.770 |
99.770 |
99.770 |
-0.015 |
|
|
|
Dec12 |
100721 |
99.465 |
99.465 |
99.465 |
99.465 |
-0.015 |
|
|
|
Total Volume and Open Interest |
0 |
1,680 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100721 |
99.67 |
99.67 |
99.65 |
99.66 |
-0.01 |
0 |
3,324 |
+0 |
Dec10 |
100721 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
1,371 |
+0 |
Mar11 |
100721 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.01 |
0 |
1,961 |
+2 |
Jun11 |
100721 |
99.70 |
99.71 |
99.70 |
99.71 |
-0.01 |
0 |
1,396 |
+0 |
Sep11 |
100721 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
108 |
+0 |
Dec11 |
100721 |
99.69 |
99.69 |
99.69 |
99.69 |
-0.01 |
0 |
106 |
+0 |
Mar12 |
100721 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
305 |
+0 |
Jun12 |
100721 |
99.71 |
99.71 |
99.71 |
99.71 |
-0.01 |
0 |
754 |
+0 |
Total Volume and Open Interest |
0 |
9,637 |
+2 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100716 |
141.74 |
141.87 |
141.59 |
141.62 |
+0.20 |
685 |
21,501 |
+232 |
Dec10 |
100721 |
140.82 |
140.82 |
140.82 |
140.82 |
+0.02 |
0 |
20 |
+6 |
Mar11 |
100721 |
138.73 |
138.73 |
138.73 |
138.73 |
+0.02 |
|
|
|
Total Volume and Open Interest |
2,255 |
22,003 |
-367 |
Euro-Bund(EUREX) |
Sep10 |
100721 |
128.78 |
129.30 |
128.59 |
128.91 |
+0.01 |
677,007 |
895,237 |
-11,099 |
Dec10 |
100721 |
127.25 |
127.75 |
127.24 |
127.47 |
unch |
179 |
1,946 |
-61 |
Mar11 |
100721 |
127.56 |
127.57 |
127.50 |
127.57 |
-0.33 |
0 |
1 |
+0 |
Total Volume and Open Interest |
677,186 |
897,184 |
-11,160 |
Euro-Bobl(EUREX) |
Sep10 |
100721 |
120.05 |
120.45 |
119.97 |
120.22 |
+0.14 |
423,565 |
693,134 |
+3,539 |
Dec10 |
100721 |
118.94 |
118.94 |
118.94 |
118.94 |
+0.14 |
1 |
14,057 |
+0 |
Mar11 |
100721 |
118.22 |
118.22 |
118.22 |
118.22 |
+0.14 |
|
|
|
Total Volume and Open Interest |
423,566 |
707,191 |
+3,539 |
3-Mth Euribor(EUREX) |
Sep10 |
100721 |
98.985 |
99.000 |
98.985 |
99.000 |
+0.020 |
33 |
3,473 |
-10 |
Dec10 |
100721 |
98.895 |
98.930 |
98.895 |
98.930 |
+0.050 |
68 |
2,060 |
+21 |
Mar11 |
100721 |
98.855 |
98.900 |
98.855 |
98.900 |
+0.060 |
91 |
1,179 |
+55 |
Total Volume and Open Interest |
537 |
10,810 |
+227 |
Long Gilt(LIFFE) |
Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
Dec10 |
100721 |
119~28 |
119~28 |
119~28 |
119~28 |
+0~01 |
|
|
|
Total Volume and Open Interest |
65,061 |
280,519 |
+914 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100721 |
99.20 |
99.23 |
99.19 |
99.22 |
+0.02 |
11,718 |
340,016 |
-1,373 |
Dec10 |
100721 |
99.10 |
99.15 |
99.09 |
99.14 |
+0.03 |
22,344 |
445,218 |
+4,669 |
Mar11 |
100721 |
99.00 |
99.05 |
98.99 |
99.05 |
+0.03 |
18,491 |
309,638 |
+2,965 |
Jun11 |
100721 |
98.88 |
98.92 |
98.85 |
98.92 |
+0.03 |
27,722 |
310,526 |
+2,601 |
Sep11 |
100721 |
98.72 |
98.77 |
98.70 |
98.76 |
+0.02 |
40,328 |
338,051 |
-791 |
Dec11 |
100721 |
98.51 |
98.56 |
98.48 |
98.55 |
+0.02 |
23,765 |
279,319 |
-568 |
Total Volume and Open Interest |
187,813 |
2,480,978 |
+20,209 |
3-Mth Euribor(LIFFE) |
Sep10 |
100721 |
98.975 |
99.010 |
98.970 |
99.000 |
+0.020 |
117,384 |
582,458 |
+7,819 |
Dec10 |
100721 |
98.875 |
98.940 |
98.870 |
98.930 |
+0.050 |
125,807 |
498,805 |
+10,217 |
Mar11 |
100721 |
98.840 |
98.905 |
98.825 |
98.895 |
+0.055 |
76,194 |
475,716 |
+1,312 |
Total Volume and Open Interest |
687,568 |
3,216,153 |
-29,970 |
3-Mth Aus T-Bills(SFE) |
Sep10 |
100721 |
95.06 |
95.08 |
95.03 |
95.07 |
unch |
19,869 |
251,633 |
+4,104 |
Dec10 |
100721 |
95.00 |
95.03 |
94.96 |
95.01 |
unch |
26,374 |
193,263 |
+3,166 |
Mar11 |
100721 |
94.97 |
95.00 |
94.91 |
94.98 |
+0.01 |
11,273 |
83,194 |
+2,829 |
Jun11 |
100721 |
94.94 |
94.98 |
94.88 |
94.94 |
unch |
6,626 |
61,182 |
-36 |
Sep11 |
100721 |
94.91 |
94.92 |
94.85 |
94.91 |
unch |
1,804 |
37,412 |
+205 |
Dec11 |
100721 |
94.87 |
94.90 |
94.82 |
94.88 |
+0.01 |
1,015 |
27,296 |
-139 |
Mar12 |
100721 |
94.84 |
94.85 |
94.80 |
94.85 |
+0.01 |
673 |
24,664 |
+251 |
Jun12 |
100721 |
94.78 |
94.84 |
94.78 |
94.84 |
+0.02 |
1,205 |
10,135 |
+632 |
Sep12 |
100721 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.01 |
229 |
2,520 |
-100 |
Dec12 |
100721 |
94.81 |
94.83 |
94.81 |
94.83 |
+0.03 |
0 |
1,284 |
+0 |
Total Volume and Open Interest |
69,068 |
693,539 |
+10,912 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100721 |
94.78 |
94.83 |
94.72 |
94.82 |
+0.04 |
42,438 |
363,822 |
+2,801 |
Dec10 |
100721 |
94.81 |
94.81 |
94.81 |
94.81 |
+0.04 |
|
|
|
Total Volume and Open Interest |
42,438 |
363,822 |
+2,801 |
3-Year Aus T-Bonds(SFE) |
Sep10 |
100721 |
95.26 |
95.31 |
95.20 |
95.29 |
+0.02 |
155,184 |
633,225 |
-7,026 |
Dec10 |
100721 |
95.24 |
95.24 |
95.24 |
95.24 |
+0.02 |
|
|
|
Total Volume and Open Interest |
155,184 |
633,225 |
-7,026 |
Gold(CMX) |
Aug10 |
100721 |
1191.8 |
1198.0 |
1183.0 |
1191.8 |
+0.1 |
119,208 |
249,761 |
-13,196 |
Oct10 |
100721 |
1193.6 |
1199.5 |
1185.0 |
1193.7 |
+0.1 |
5,748 |
26,047 |
-1,135 |
Dec10 |
100721 |
1195.6 |
1201.3 |
1186.7 |
1195.5 |
unch |
15,447 |
146,901 |
+3,971 |
Feb11 |
100721 |
1200.0 |
1200.0 |
1190.1 |
1197.2 |
unch |
453 |
20,747 |
-8 |
Apr11 |
100721 |
1196.9 |
1202.3 |
1196.9 |
1198.7 |
unch |
1,011 |
18,085 |
+161 |
Jun11 |
100721 |
544.4 |
544.9 |
536.6 |
544.9 |
unch |
728 |
15,009 |
+638 |
Aug11 |
100721 |
1202.0 |
1202.0 |
1202.0 |
1202.0 |
-0.1 |
602 |
8,200 |
+578 |
Oct11 |
100721 |
1203.9 |
1203.9 |
1203.9 |
1203.9 |
-0.1 |
0 |
7,467 |
-1 |
Dec11 |
100721 |
1204.0 |
1210.1 |
1201.7 |
1206.0 |
unch |
986 |
12,122 |
+124 |
Feb12 |
100721 |
1208.5 |
1208.5 |
1208.5 |
1208.5 |
+0.1 |
1,795 |
6,423 |
+1,745 |
Apr12 |
100721 |
1211.1 |
1211.1 |
1211.1 |
1211.1 |
unch |
200 |
4,788 |
-200 |
Jun12 |
100721 |
1214.3 |
1214.3 |
1214.3 |
1214.3 |
-0.2 |
75 |
9,078 |
+48 |
Total Volume and Open Interest |
148,383 |
564,671 |
-6,074 |
Silver(CMX) |
Jul10 |
100721 |
1765.5 |
1789.5 |
1765.5 |
1779.8 |
+11.3 |
302 |
736 |
-2 |
Sep10 |
100721 |
1768.5 |
1790.0 |
1757.5 |
1780.3 |
+11.0 |
30,019 |
62,988 |
-472 |
Dec10 |
100721 |
1779.0 |
1793.5 |
1765.5 |
1785.9 |
+10.9 |
2,677 |
25,846 |
+731 |
Mar11 |
100721 |
1797.5 |
1797.5 |
1790.0 |
1790.0 |
+11.0 |
834 |
10,022 |
-146 |
May11 |
100721 |
1792.5 |
1795.5 |
1788.0 |
1792.2 |
+11.0 |
10 |
7,707 |
-5 |
Jul11 |
100721 |
1780.5 |
1794.1 |
1780.5 |
1794.1 |
+11.0 |
1 |
3,857 |
+1 |
Sep11 |
100721 |
1797.5 |
1797.5 |
1795.5 |
1795.6 |
+11.0 |
0 |
452 |
+0 |
Total Volume and Open Interest |
33,933 |
118,902 |
+123 |
Platinum(NYMEX) |
Jul10 |
100721 |
1524.8 |
1524.8 |
1524.8 |
1524.8 |
+10.5 |
0 |
63 |
+0 |
Oct10 |
100721 |
1520.0 |
1531.5 |
1506.0 |
1529.8 |
+12.0 |
3,462 |
26,776 |
+85 |
Jan11 |
100721 |
1515.2 |
1534.4 |
1515.2 |
1534.0 |
+11.9 |
33 |
897 |
+22 |
Apr11 |
100721 |
1534.0 |
1534.0 |
1534.0 |
1534.0 |
+11.9 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,495 |
27,768 |
+107 |
Palladium(NYMEX) |
Sep10 |
100721 |
450.10 |
456.85 |
447.00 |
452.15 |
+1.10 |
2,075 |
18,440 |
-420 |
Dec10 |
100721 |
455.55 |
455.55 |
453.45 |
453.45 |
+1.25 |
23 |
805 |
+12 |
Mar11 |
100721 |
454.20 |
454.20 |
454.20 |
454.20 |
+1.25 |
0 |
20 |
+0 |
Total Volume and Open Interest |
2,098 |
19,274 |
-408 |
Copper(CMX) |
Jul10 |
100721 |
302.25 |
310.00 |
302.25 |
308.70 |
+8.95 |
374 |
1,234 |
+25 |
Sep10 |
100721 |
302.35 |
310.65 |
299.80 |
309.30 |
+9.15 |
23,531 |
77,790 |
+494 |
Dec10 |
100721 |
304.70 |
312.45 |
302.50 |
311.40 |
+8.95 |
2,356 |
24,607 |
+23 |
Mar11 |
100721 |
306.70 |
312.20 |
306.70 |
312.20 |
+8.70 |
545 |
10,858 |
+10 |
May11 |
100721 |
309.50 |
312.40 |
309.15 |
312.40 |
+8.50 |
129 |
1,375 |
-3 |
Total Volume and Open Interest |
29,313 |
132,776 |
+749 |
DJIA Index(CBOT) |
Sep10 |
100721 |
10168 |
10223 |
10018 |
10058 |
-120 |
268 |
7,042 |
+83 |
Dec10 |
100721 |
9995 |
10115 |
9995 |
9995 |
-120 |
4 |
8 |
+1 |
Mar11 |
100721 |
9939 |
10059 |
9939 |
9939 |
-120 |
|
|
|
Jun11 |
100721 |
9879 |
9999 |
9879 |
9879 |
-120 |
|
|
|
Total Volume and Open Interest |
272 |
7,050 |
+84 |
S & P 500(CME) |
Sep10 |
100721 |
1079.50 |
1087.50 |
1061.20 |
1063.90 |
-16.20 |
11,557 |
301,026 |
+815 |
Dec10 |
100721 |
1079.00 |
1080.50 |
1056.50 |
1059.30 |
-16.20 |
615 |
5,170 |
+187 |
Mar11 |
100721 |
1054.70 |
1075.90 |
1051.90 |
1054.70 |
-16.20 |
460 |
795 |
+295 |
Jun11 |
100721 |
1050.70 |
1071.90 |
1047.90 |
1050.70 |
-16.20 |
0 |
52 |
+0 |
Total Volume and Open Interest |
12,632 |
307,043 |
+1,297 |
S & P 500 E-Mini(Globex) |
Sep10 |
100721 |
1079.50 |
1087.75 |
1061.00 |
1064.00 |
-16.00 |
1,760,879 |
2,785,149 |
+28,268 |
Dec10 |
100721 |
1074.50 |
1083.00 |
1057.00 |
1059.25 |
-16.25 |
7,643 |
17,325 |
+4,162 |
Total Volume and Open Interest |
1,768,529 |
2,802,652 |
+32,437 |
NASDAQ 100(CME) |
Sep10 |
100721 |
1840.50 |
1860.00 |
1810.00 |
1815.50 |
-24.30 |
562 |
13,996 |
+18 |
Dec10 |
100721 |
1823.00 |
1840.00 |
1813.00 |
1813.00 |
-24.80 |
0 |
1 |
+0 |
Mar11 |
100721 |
1810.50 |
1813.30 |
1810.50 |
1810.50 |
-24.80 |
|
|
|
Total Volume and Open Interest |
562 |
13,997 |
+18 |
NASDAQ 100 E-Mini(Globex) |
Sep10 |
100721 |
1839.80 |
1860.00 |
1811.00 |
1815.50 |
-24.30 |
301,727 |
312,258 |
-10,048 |
Dec10 |
100721 |
1839.00 |
1854.50 |
1810.00 |
1813.00 |
-24.80 |
31 |
213 |
-2 |
Total Volume and Open Interest |
301,758 |
312,473 |
-10,050 |
S & P Midcap 400(CME) |
Sep10 |
100721 |
729.00 |
745.00 |
728.00 |
729.00 |
-11.20 |
6 |
2,695 |
+6 |
Dec10 |
100721 |
727.00 |
727.00 |
727.00 |
727.00 |
-11.20 |
|
|
|
Mar11 |
100721 |
725.00 |
725.00 |
725.00 |
725.00 |
-11.20 |
|
|
|
Total Volume and Open Interest |
6 |
2,695 |
+6 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100721 |
9225 |
9225 |
9225 |
9225 |
-565 |
|
|
|
Dec10 |
100721 |
9225 |
9250 |
9225 |
9225 |
-175 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,556 |
31,402 |
-1,990 |
Nikkei 225(SGX) |
Sep10 |
100721 |
9285 |
9415 |
9160 |
9285 |
-20 |
133,266 |
175,479 |
+2,635 |
Dec10 |
100721 |
9190 |
9310 |
9190 |
9235 |
-25 |
287 |
2,208 |
+59 |
Mar11 |
100721 |
9230 |
9230 |
9230 |
9230 |
-25 |
0 |
41 |
+0 |
Total Volume and Open Interest |
133,683 |
179,339 |
+2,694 |
CAC 40(EURONEXT) |
Aug10 |
100721 |
3504.0 |
3543.5 |
3446.5 |
3492.0 |
+23.5 |
110,727 |
389,956 |
+1,699 |
Sep10 |
100721 |
3500.5 |
3536.5 |
3455.0 |
3488.0 |
+23.5 |
313 |
38,503 |
-643 |
Oct10 |
100721 |
3530.0 |
3530.0 |
3487.5 |
3487.5 |
+23.0 |
|
|
|
Total Volume and Open Interest |
111,050 |
429,717 |
+1,066 |
Hang Seng Index(HKFE) |
Jul10 |
100721 |
20340 |
20540 |
20305 |
20535 |
+325 |
51,308 |
72,475 |
+3,851 |
Aug10 |
100721 |
20290 |
20500 |
20270 |
20500 |
+325 |
1,720 |
3,088 |
+109 |
Sep10 |
100721 |
20215 |
20410 |
20208 |
20410 |
+317 |
306 |
6,458 |
+74 |
Total Volume and Open Interest |
53,364 |
83,076 |
+4,020 |
DAX(EUREX) |
Sep10 |
100721 |
6009.5 |
6067.5 |
5944.5 |
5995.0 |
+23.5 |
110,936 |
149,438 |
+1,200 |
Dec10 |
100721 |
6023.0 |
6075.5 |
5960.0 |
6005.5 |
+23.5 |
165 |
13,308 |
+103 |
Mar11 |
100721 |
6046.5 |
6089.0 |
5973.5 |
6018.5 |
+23.5 |
22 |
1,311 |
+18 |
Total Volume and Open Interest |
111,123 |
164,057 |
+1,321 |
FT-SE 100(EURONEXT) |
Sep10 |
100721 |
5151.50 |
5214.00 |
5130.50 |
5181.50 |
+73.50 |
89,380 |
642,618 |
+668 |
Dec10 |
100721 |
5141.50 |
5188.50 |
5110.00 |
5160.00 |
+73.50 |
206 |
6,838 |
+25 |
Mar11 |
100721 |
5119.50 |
5119.50 |
5119.50 |
5119.50 |
+73.50 |
25 |
969 |
+10 |
Total Volume and Open Interest |
89,651 |
650,600 |
+703 |
SPI 200(SFE) |
Sep10 |
100721 |
4383.0 |
4435.0 |
4325.0 |
4398.0 |
+16.0 |
32,898 |
221,581 |
-2,474 |
Dec10 |
100721 |
4358.0 |
4450.0 |
4358.0 |
4418.0 |
+16.0 |
19 |
3,407 |
+5 |
Mar11 |
100721 |
4407.0 |
4407.0 |
4407.0 |
4407.0 |
+15.0 |
0 |
1,137 |
+0 |
Total Volume and Open Interest |
33,323 |
227,137 |
-2,317 |
GSCI(CME) |
Aug10 |
100721 |
512.00 |
512.50 |
503.00 |
503.00 |
-3.50 |
767 |
18,418 |
+506 |
Sep10 |
100721 |
514.50 |
515.00 |
506.00 |
506.00 |
-3.00 |
5 |
2 |
+1 |
Oct10 |
100721 |
517.50 |
518.00 |
510.00 |
510.00 |
-2.00 |
1 |
1 |
+1 |
Total Volume and Open Interest |
773 |
18,421 |
+508 |
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. |
|
|