|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu July 22, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug10 |
100722 |
1013.50 |
1026.00 |
1008.75 |
1016.00 |
+0.75 |
20,147 |
54,397 |
-1,892 |
Sep10 |
100722 |
988.50 |
1002.50 |
983.75 |
990.50 |
unch |
8,062 |
22,635 |
+733 |
Nov10 |
100722 |
977.50 |
991.00 |
972.25 |
979.50 |
+1.00 |
60,980 |
290,361 |
+3,388 |
Jan11 |
100722 |
985.75 |
999.25 |
980.75 |
987.50 |
+0.50 |
5,057 |
45,782 |
+998 |
Mar11 |
100722 |
989.75 |
1002.00 |
984.75 |
991.00 |
-0.50 |
2,937 |
17,295 |
+892 |
May11 |
100722 |
993.00 |
1005.00 |
987.00 |
992.50 |
-0.75 |
2,249 |
17,187 |
+511 |
Jul11 |
100722 |
1001.00 |
1010.00 |
994.00 |
999.50 |
-1.75 |
1,724 |
19,175 |
+85 |
Total Volume and Open Interest |
102,309 |
485,478 |
+4,533 |
Soybean Meal(CBOT) |
Aug10 |
100722 |
302.80 |
305.60 |
298.50 |
300.20 |
-3.10 |
14,655 |
29,869 |
-952 |
Sep10 |
100722 |
292.40 |
297.10 |
289.00 |
290.50 |
-2.70 |
5,585 |
30,534 |
+93 |
Oct10 |
100722 |
285.60 |
287.50 |
281.60 |
283.00 |
-2.60 |
1,697 |
15,249 |
+109 |
Dec10 |
100722 |
284.80 |
286.80 |
280.70 |
282.30 |
-2.70 |
17,539 |
98,045 |
+1,488 |
Jan11 |
100722 |
283.60 |
286.00 |
281.00 |
281.60 |
-2.80 |
621 |
6,974 |
+229 |
Mar11 |
100722 |
283.70 |
285.90 |
280.80 |
282.10 |
-2.90 |
947 |
7,226 |
+131 |
May11 |
100722 |
284.60 |
285.50 |
280.30 |
281.50 |
-3.30 |
1,034 |
6,616 |
+55 |
Jul11 |
100722 |
285.80 |
287.50 |
283.30 |
283.30 |
-3.40 |
1,408 |
5,222 |
+265 |
Total Volume and Open Interest |
43,656 |
203,147 |
+1,428 |
Soybean Oil(CBOT) |
Aug10 |
100722 |
38.25 |
39.23 |
38.14 |
38.90 |
+0.64 |
18,395 |
34,896 |
+443 |
Sep10 |
100722 |
38.45 |
39.64 |
38.34 |
39.08 |
+0.63 |
11,497 |
55,526 |
+1,864 |
Oct10 |
100722 |
38.64 |
39.65 |
38.54 |
39.28 |
+0.63 |
1,010 |
17,926 |
+159 |
Dec10 |
100722 |
39.00 |
40.03 |
38.94 |
39.70 |
+0.65 |
31,404 |
141,621 |
+1,371 |
Jan11 |
100722 |
39.53 |
40.28 |
39.02 |
39.97 |
+0.64 |
493 |
11,538 |
+118 |
Mar11 |
100722 |
40.40 |
40.56 |
39.99 |
40.22 |
+0.64 |
347 |
6,288 |
-10 |
May11 |
100722 |
40.34 |
40.57 |
40.17 |
40.43 |
+0.60 |
185 |
5,372 |
+34 |
Jul11 |
100722 |
40.80 |
40.80 |
40.45 |
40.68 |
+0.56 |
203 |
4,065 |
+56 |
Total Volume and Open Interest |
63,557 |
280,882 |
+4,037 |
Canola(WCE) |
Jul10 |
100714 |
442.4 |
442.4 |
442.4 |
442.4 |
+3.5 |
112 |
100 |
+89 |
Nov10 |
100722 |
461.8 |
467.9 |
460.6 |
460.9 |
+0.1 |
8,710 |
131,655 |
+2,791 |
Jan11 |
100722 |
464.8 |
470.2 |
463.4 |
463.4 |
-0.2 |
2,177 |
10,722 |
+743 |
Mar11 |
100722 |
463.3 |
467.0 |
461.5 |
461.6 |
+0.1 |
163 |
5,681 |
+28 |
May11 |
100722 |
466.0 |
466.3 |
459.4 |
459.4 |
-0.3 |
140 |
2,075 |
-16 |
Total Volume and Open Interest |
11,464 |
154,583 |
+3,479 |
Corn(CBOT) |
Sep10 |
100722 |
379.00 |
387.00 |
374.00 |
376.50 |
-3.25 |
64,362 |
398,501 |
-129 |
Dec10 |
100722 |
392.75 |
400.75 |
388.00 |
390.25 |
-3.25 |
94,840 |
516,644 |
+3,456 |
Mar11 |
100722 |
405.50 |
413.25 |
401.50 |
403.50 |
-2.75 |
11,297 |
88,544 |
+1,736 |
May11 |
100722 |
414.00 |
421.00 |
410.00 |
411.50 |
-3.00 |
1,963 |
17,545 |
+567 |
Jul11 |
100722 |
420.75 |
427.50 |
417.00 |
418.25 |
-3.25 |
7,789 |
52,369 |
-619 |
Sep11 |
100722 |
420.25 |
426.00 |
417.50 |
418.75 |
-3.00 |
188 |
5,753 |
+30 |
Total Volume and Open Interest |
188,290 |
1,179,329 |
+6,104 |
Wheat(CBOT) |
Sep10 |
100722 |
587.00 |
610.00 |
583.75 |
596.50 |
+8.25 |
37,416 |
200,316 |
+1,315 |
Dec10 |
100722 |
616.75 |
640.00 |
614.25 |
627.50 |
+8.75 |
23,738 |
128,616 |
+1,380 |
Mar11 |
100722 |
637.75 |
661.00 |
637.50 |
650.00 |
+9.25 |
6,646 |
37,325 |
+1,963 |
May11 |
100722 |
646.50 |
668.00 |
646.50 |
657.50 |
+9.50 |
1,854 |
20,365 |
+327 |
Jul11 |
100722 |
653.00 |
674.25 |
651.00 |
663.00 |
+8.75 |
3,214 |
64,490 |
+784 |
Total Volume and Open Interest |
75,257 |
478,436 |
+6,274 |
Wheat(KCBT) |
Sep10 |
100722 |
600.25 |
622.25 |
597.75 |
611.75 |
+10.25 |
11,491 |
57,351 |
-1,273 |
Dec10 |
100722 |
617.00 |
639.50 |
615.25 |
629.25 |
+10.50 |
7,290 |
60,608 |
+2,317 |
Mar11 |
100722 |
633.00 |
655.25 |
631.75 |
645.00 |
+10.25 |
3,244 |
22,621 |
+532 |
May11 |
100722 |
640.25 |
662.50 |
640.25 |
652.75 |
+10.00 |
412 |
6,614 |
+201 |
Jul11 |
100722 |
649.50 |
671.00 |
648.75 |
660.25 |
+9.50 |
1,435 |
28,852 |
+215 |
Total Volume and Open Interest |
24,590 |
181,380 |
+2,032 |
Wheat(MGE) |
Jul10 |
100714 |
572.00 |
572.00 |
572.00 |
572.00 |
+4.50 |
8 |
8 |
-20 |
Sep10 |
100722 |
611.00 |
633.00 |
610.00 |
622.75 |
+9.25 |
3,435 |
18,409 |
-14 |
Dec10 |
100722 |
628.75 |
649.50 |
626.75 |
639.00 |
+7.50 |
2,149 |
18,009 |
+2 |
Mar11 |
100722 |
643.50 |
664.00 |
643.00 |
653.50 |
+8.00 |
670 |
6,597 |
+103 |
May11 |
100722 |
650.00 |
672.75 |
650.00 |
661.50 |
+8.00 |
616 |
2,415 |
+411 |
Total Volume and Open Interest |
7,751 |
55,390 |
+467 |
Oats(CBOT) |
Sep10 |
100722 |
257.75 |
262.00 |
254.75 |
255.00 |
-2.50 |
192 |
3,481 |
-72 |
Dec10 |
100722 |
265.25 |
270.00 |
263.00 |
264.00 |
-1.50 |
231 |
6,061 |
-57 |
Mar11 |
100722 |
273.50 |
273.50 |
270.00 |
270.00 |
-2.50 |
4 |
172 |
-2 |
May11 |
100722 |
276.00 |
279.50 |
276.00 |
276.00 |
-3.50 |
4 |
10 |
+4 |
Total Volume and Open Interest |
431 |
9,724 |
-127 |
Rough Rice(CBOT) |
Sep10 |
100722 |
9.98 |
10.17 |
9.98 |
10.14 |
+0.16 |
519 |
7,741 |
+25 |
Nov10 |
100722 |
10.25 |
10.42 |
10.25 |
10.40 |
+0.15 |
337 |
4,859 |
-41 |
Jan11 |
100722 |
10.69 |
10.69 |
10.56 |
10.66 |
+0.15 |
47 |
672 |
+28 |
Mar11 |
100722 |
10.88 |
10.93 |
10.88 |
10.93 |
+0.15 |
8 |
647 |
+0 |
Total Volume and Open Interest |
928 |
15,308 |
+26 |
Live Cattle(CME) |
Aug10 |
100722 |
93.400 |
93.980 |
93.150 |
93.330 |
-0.170 |
11,564 |
54,197 |
-3,578 |
Oct10 |
100722 |
94.750 |
95.135 |
94.250 |
94.400 |
-0.530 |
14,093 |
142,711 |
+2,740 |
Dec10 |
100722 |
96.550 |
96.980 |
96.250 |
96.480 |
-0.305 |
6,741 |
68,730 |
+1,250 |
Feb11 |
100722 |
97.250 |
98.000 |
97.250 |
97.680 |
-0.150 |
2,735 |
29,812 |
+344 |
Apr11 |
100722 |
99.100 |
99.385 |
98.800 |
99.285 |
+0.085 |
1,264 |
16,927 |
+476 |
Jun11 |
100722 |
95.650 |
95.800 |
95.200 |
95.635 |
unch |
433 |
7,133 |
+21 |
Total Volume and Open Interest |
37,067 |
323,008 |
+1,341 |
Feeder Cattle(CME) |
Aug10 |
100722 |
114.500 |
115.000 |
114.250 |
114.900 |
+0.250 |
1,314 |
14,572 |
-484 |
Sep10 |
100722 |
114.550 |
114.830 |
114.200 |
114.750 |
+0.150 |
730 |
11,397 |
-44 |
Oct10 |
100722 |
114.580 |
115.000 |
114.300 |
114.885 |
+0.185 |
825 |
7,116 |
+139 |
Nov10 |
100722 |
114.200 |
114.550 |
114.000 |
114.550 |
+0.200 |
158 |
2,766 |
+58 |
Jan11 |
100722 |
112.285 |
112.500 |
112.000 |
112.500 |
+0.150 |
209 |
1,031 |
+21 |
Mar11 |
100722 |
111.000 |
111.250 |
110.950 |
111.050 |
+0.100 |
22 |
306 |
+12 |
Apr11 |
100722 |
110.800 |
110.900 |
110.800 |
110.900 |
+0.100 |
3 |
25 |
+0 |
Total Volume and Open Interest |
3,268 |
37,244 |
-291 |
Lean Hogs(CME) |
Aug10 |
100722 |
81.500 |
83.035 |
81.350 |
82.635 |
+1.135 |
18,952 |
33,125 |
-933 |
Oct10 |
100722 |
75.750 |
76.900 |
75.700 |
76.400 |
+0.765 |
15,252 |
80,099 |
-455 |
Dec10 |
100722 |
73.150 |
74.300 |
73.150 |
74.135 |
+0.985 |
8,625 |
45,903 |
+715 |
Feb11 |
100722 |
74.150 |
75.600 |
74.150 |
75.475 |
+1.295 |
3,086 |
15,794 |
+1,012 |
Apr11 |
100722 |
75.250 |
76.430 |
75.080 |
76.100 |
+1.020 |
1,358 |
14,481 |
+677 |
May11 |
100722 |
79.200 |
79.400 |
78.600 |
79.300 |
+0.950 |
6 |
433 |
-5 |
Jun11 |
100722 |
81.350 |
82.330 |
81.350 |
82.080 |
+0.500 |
194 |
7,021 |
+50 |
Jul11 |
100722 |
80.000 |
80.400 |
79.800 |
80.400 |
+1.100 |
54 |
1,632 |
-13 |
Total Volume and Open Interest |
47,537 |
199,120 |
+1,058 |
Pork Bellies(CME) |
Jul10 |
100722 |
116.000 |
116.000 |
116.000 |
116.000 |
+4.500 |
0 |
13 |
+0 |
Aug10 |
100722 |
103.500 |
103.600 |
101.000 |
101.000 |
+0.450 |
3 |
20 |
-1 |
Feb11 |
100722 |
99.600 |
100.000 |
99.600 |
100.000 |
unch |
0 |
5 |
+0 |
Mar11 |
100722 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
1 |
+0 |
May11 |
100722 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
3 |
39 |
-1 |
Class III Milk(CME) |
Jul10 |
100722 |
13.77 |
13.77 |
13.74 |
13.77 |
+0.02 |
56 |
4,214 |
-41 |
Aug10 |
100722 |
14.99 |
15.12 |
14.79 |
14.90 |
-0.08 |
271 |
4,956 |
-5 |
Sep10 |
100722 |
15.09 |
15.22 |
15.00 |
15.05 |
-0.02 |
187 |
4,572 |
+81 |
Oct10 |
100722 |
14.90 |
15.00 |
14.84 |
14.88 |
+0.04 |
35 |
3,773 |
+20 |
Nov10 |
100722 |
14.70 |
14.79 |
14.62 |
14.62 |
unch |
26 |
3,664 |
+6 |
Total Volume and Open Interest |
758 |
27,799 |
+98 |
Cocoa(ICE) |
Sep10 |
100722 |
2943 |
2970 |
2902 |
2916 |
-19 |
9,371 |
59,238 |
-1,388 |
Dec10 |
100722 |
2962 |
2991 |
2928 |
2942 |
-18 |
3,725 |
25,904 |
-198 |
Mar11 |
100722 |
2986 |
3004 |
2953 |
2965 |
-16 |
894 |
19,994 |
+100 |
May11 |
100722 |
2984 |
3029 |
2984 |
2985 |
-14 |
437 |
8,084 |
-138 |
Jul11 |
100722 |
3006 |
3006 |
2998 |
2998 |
-14 |
194 |
4,290 |
+130 |
Sep11 |
100722 |
3015 |
3015 |
3007 |
3007 |
-14 |
12 |
1,817 |
+9 |
Dec11 |
100722 |
3015 |
3015 |
3015 |
3015 |
-15 |
162 |
3,468 |
+52 |
Total Volume and Open Interest |
14,935 |
125,927 |
-1,383 |
Coffee "C"(ICE) |
Sep10 |
100722 |
157.60 |
161.95 |
157.60 |
161.70 |
+4.40 |
12,362 |
92,396 |
-729 |
Dec10 |
100722 |
158.35 |
162.60 |
158.35 |
162.30 |
+4.25 |
4,266 |
46,683 |
-476 |
Mar11 |
100722 |
159.25 |
162.30 |
159.25 |
162.15 |
+4.05 |
1,768 |
20,512 |
+155 |
May11 |
100722 |
158.80 |
161.85 |
158.80 |
161.85 |
+4.00 |
108 |
6,509 |
+70 |
Jul11 |
100722 |
158.40 |
161.50 |
158.40 |
161.50 |
+3.90 |
30 |
3,134 |
+24 |
Sep11 |
100722 |
157.90 |
161.30 |
157.90 |
161.30 |
+3.80 |
112 |
1,361 |
-43 |
Total Volume and Open Interest |
18,646 |
170,878 |
-1,034 |
Orange Juice(ICE) |
Sep10 |
100722 |
143.00 |
144.45 |
141.00 |
144.05 |
+0.65 |
358 |
18,724 |
-206 |
Nov10 |
100722 |
144.00 |
145.75 |
143.70 |
145.55 |
+0.60 |
53 |
4,198 |
+19 |
Jan11 |
100722 |
145.20 |
146.75 |
145.20 |
146.60 |
+0.60 |
7 |
1,726 |
+6 |
Mar11 |
100722 |
147.75 |
147.75 |
147.45 |
147.60 |
+0.65 |
6 |
230 |
+0 |
May11 |
100722 |
148.00 |
148.00 |
148.00 |
148.00 |
+0.65 |
0 |
154 |
+0 |
Jul11 |
100722 |
149.55 |
149.55 |
149.55 |
149.55 |
+0.65 |
0 |
199 |
+0 |
Total Volume and Open Interest |
425 |
25,235 |
-180 |
Sugar #11(ICE) |
Oct10 |
100722 |
17.55 |
18.38 |
17.52 |
18.30 |
+0.83 |
27,365 |
259,745 |
+3,845 |
Mar11 |
100722 |
17.69 |
18.19 |
17.69 |
18.02 |
+0.34 |
14,369 |
149,961 |
+1,893 |
May11 |
100722 |
17.18 |
17.50 |
17.18 |
17.27 |
+0.09 |
2,401 |
29,004 |
+354 |
Jul11 |
100722 |
16.84 |
17.11 |
16.75 |
16.81 |
+0.03 |
2,786 |
66,302 |
+402 |
Oct11 |
100722 |
16.82 |
16.86 |
16.53 |
16.56 |
-0.01 |
801 |
30,138 |
+496 |
Total Volume and Open Interest |
48,608 |
595,710 |
+7,456 |
London Cocoa(LCE) |
Sep10 |
100722 |
2283 |
2300 |
2251 |
2273 |
-13 |
7,916 |
72,389 |
-2,098 |
Dec10 |
100722 |
2167 |
2180 |
2144 |
2157 |
-11 |
6,475 |
37,335 |
+841 |
Mar11 |
100722 |
2141 |
2151 |
2118 |
2136 |
-5 |
4,490 |
31,943 |
-694 |
May11 |
100722 |
2138 |
2150 |
2124 |
2141 |
+1 |
543 |
12,095 |
+241 |
Jul11 |
100722 |
2147 |
2153 |
2126 |
2142 |
unch |
862 |
3,434 |
+727 |
Sep11 |
100722 |
2155 |
2155 |
2130 |
2133 |
-11 |
7 |
2,492 |
+7 |
Dec11 |
100722 |
2148 |
2148 |
2117 |
2123 |
-14 |
173 |
3,130 |
+93 |
Total Volume and Open Interest |
20,466 |
166,598 |
-883 |
London Sugar(LCE) |
Oct10 |
100722 |
544.70 |
562.60 |
544.20 |
559.70 |
+17.50 |
1,384 |
36,978 |
-275 |
Dec10 |
100722 |
504.30 |
514.10 |
504.30 |
512.10 |
+8.60 |
561 |
10,306 |
-65 |
Mar11 |
100722 |
497.30 |
505.00 |
497.00 |
503.80 |
+7.00 |
273 |
9,622 |
+59 |
May11 |
100722 |
484.00 |
487.80 |
483.00 |
487.80 |
+5.30 |
41 |
3,198 |
+11 |
Aug11 |
100722 |
468.30 |
470.70 |
467.90 |
470.30 |
+3.80 |
0 |
2,424 |
+0 |
Total Volume and Open Interest |
2,259 |
62,798 |
-270 |
Cotton(ICE) |
Oct10 |
100722 |
79.15 |
79.57 |
78.59 |
79.57 |
+0.80 |
56 |
1,307 |
-22 |
Dec10 |
100722 |
74.04 |
74.74 |
73.58 |
74.71 |
+0.78 |
11,888 |
113,153 |
-1,583 |
Mar11 |
100722 |
74.45 |
74.70 |
73.55 |
74.11 |
-0.20 |
4,689 |
32,692 |
+684 |
May11 |
100722 |
75.22 |
75.22 |
74.59 |
74.84 |
-0.20 |
311 |
1,179 |
-147 |
Jul11 |
100722 |
75.60 |
76.05 |
75.48 |
75.79 |
+0.05 |
210 |
7,397 |
+117 |
Oct11 |
100722 |
73.38 |
73.38 |
73.38 |
73.38 |
+0.16 |
0 |
7 |
+0 |
Total Volume and Open Interest |
17,205 |
157,763 |
-920 |
Lumber(CME) |
Sep10 |
100722 |
202.2 |
211.3 |
200.2 |
209.0 |
+7.7 |
222 |
5,646 |
+7 |
Nov10 |
100722 |
205.8 |
216.0 |
205.1 |
214.6 |
+8.6 |
125 |
2,453 |
+10 |
Jan11 |
100722 |
226.5 |
234.2 |
226.5 |
234.2 |
+7.7 |
9 |
179 |
+2 |
Mar11 |
100722 |
240.3 |
240.3 |
238.5 |
238.5 |
+0.2 |
2 |
12 |
+0 |
Total Volume and Open Interest |
360 |
8,293 |
+20 |
Crude Oil(NYM) |
Sep10 |
100722 |
76.43 |
79.42 |
76.16 |
79.30 |
+2.74 |
285,817 |
363,942 |
+6,992 |
Oct10 |
100722 |
76.87 |
79.76 |
76.60 |
79.64 |
+2.64 |
48,055 |
83,136 |
+977 |
Nov10 |
100722 |
77.64 |
80.21 |
77.20 |
80.12 |
+2.56 |
18,001 |
56,573 |
+2,931 |
Dec10 |
100722 |
77.91 |
80.70 |
77.74 |
80.57 |
+2.48 |
33,708 |
198,951 |
-1,442 |
Jan11 |
100722 |
78.64 |
81.00 |
78.64 |
80.98 |
+2.42 |
5,732 |
42,842 |
+1,204 |
Feb11 |
100722 |
80.19 |
81.35 |
80.09 |
81.35 |
+2.38 |
4,326 |
16,315 |
-469 |
Mar11 |
100722 |
79.39 |
81.70 |
79.39 |
81.70 |
+2.35 |
3,820 |
22,200 |
+332 |
Apr11 |
100722 |
80.09 |
82.05 |
80.09 |
82.05 |
+2.31 |
2,640 |
11,886 |
-342 |
May11 |
100722 |
82.45 |
82.45 |
82.41 |
82.41 |
+2.29 |
2,173 |
8,034 |
+62 |
Jun11 |
100722 |
80.65 |
82.76 |
80.53 |
82.76 |
+2.27 |
3,491 |
45,794 |
+413 |
Jul11 |
100722 |
82.57 |
83.10 |
82.57 |
83.10 |
+2.26 |
612 |
25,194 |
-43 |
Aug11 |
100722 |
83.31 |
83.31 |
83.31 |
83.31 |
+2.25 |
532 |
7,243 |
-66 |
Sep11 |
100722 |
83.48 |
83.48 |
83.48 |
83.48 |
+2.25 |
454 |
7,908 |
+53 |
Oct11 |
100722 |
83.64 |
83.64 |
83.64 |
83.64 |
+2.25 |
319 |
4,985 |
-80 |
Nov11 |
100722 |
83.79 |
83.79 |
83.79 |
83.79 |
+2.24 |
159 |
10,175 |
-40 |
Dec11 |
100722 |
81.62 |
84.00 |
81.46 |
83.94 |
+2.23 |
9,096 |
96,516 |
+1,134 |
Total Volume and Open Interest |
424,545 |
1,211,286 |
-11,356 |
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 |
100722 |
76.975 |
79.650 |
76.650 |
79.650 |
+2.650 |
208 |
393 |
+68 |
Nov10 |
100722 |
77.175 |
80.125 |
77.150 |
80.125 |
+2.575 |
62 |
80 |
+11 |
Dec10 |
100722 |
78.550 |
80.600 |
78.550 |
80.575 |
+2.475 |
4 |
122 |
+0 |
Jan11 |
100722 |
80.975 |
80.975 |
80.975 |
80.975 |
+2.425 |
0 |
8 |
+0 |
Feb11 |
100722 |
81.350 |
81.350 |
81.350 |
81.350 |
+2.375 |
|
|
|
Mar11 |
100722 |
80.825 |
81.700 |
80.825 |
81.700 |
+2.350 |
0 |
1 |
+0 |
Apr11 |
100722 |
82.050 |
82.050 |
82.050 |
82.050 |
+2.300 |
|
|
|
Total Volume and Open Interest |
8,223 |
3,109 |
+315 |
Heating Oil(NYM) |
Aug10 |
100722 |
199.00 |
206.73 |
198.46 |
206.24 |
+7.32 |
34,346 |
44,830 |
-5,016 |
Sep10 |
100722 |
201.66 |
209.31 |
200.99 |
208.95 |
+7.32 |
36,448 |
64,875 |
+1,006 |
Oct10 |
100722 |
204.45 |
211.86 |
203.90 |
211.51 |
+7.14 |
7,706 |
32,562 |
+942 |
Nov10 |
100722 |
208.92 |
214.45 |
208.92 |
214.20 |
+7.00 |
2,125 |
23,667 |
-25 |
Dec10 |
100722 |
209.85 |
217.15 |
209.53 |
216.83 |
+6.89 |
6,952 |
37,256 |
-201 |
Jan11 |
100722 |
215.56 |
219.76 |
215.54 |
219.53 |
+6.83 |
2,272 |
26,165 |
+507 |
Feb11 |
100722 |
218.01 |
221.55 |
218.01 |
221.41 |
+6.77 |
922 |
11,441 |
-232 |
Mar11 |
100722 |
215.39 |
222.18 |
215.39 |
222.16 |
+6.74 |
394 |
9,939 |
+26 |
Apr11 |
100722 |
219.00 |
222.08 |
219.00 |
221.99 |
+6.72 |
67 |
6,354 |
+30 |
May11 |
100722 |
221.90 |
221.90 |
221.90 |
221.90 |
+6.66 |
80 |
5,871 |
+3 |
Jun11 |
100722 |
215.99 |
222.12 |
215.99 |
222.12 |
+6.63 |
947 |
19,640 |
+541 |
Jul11 |
100722 |
223.44 |
223.44 |
223.44 |
223.44 |
+6.66 |
262 |
1,985 |
-4 |
Total Volume and Open Interest |
94,998 |
303,463 |
-2,508 |
Gasoline(NYMEX) |
Aug10 |
100722 |
206.78 |
214.93 |
206.30 |
214.66 |
+7.88 |
23,963 |
43,566 |
-2,063 |
Sep10 |
100722 |
206.49 |
214.35 |
205.92 |
214.09 |
+7.60 |
28,044 |
87,754 |
+611 |
Oct10 |
100722 |
196.70 |
203.06 |
196.44 |
202.88 |
+6.70 |
10,833 |
34,538 |
+926 |
Nov10 |
100722 |
195.00 |
201.42 |
195.00 |
201.27 |
+6.33 |
4,738 |
28,146 |
-8 |
Dec10 |
100722 |
195.35 |
201.67 |
194.57 |
201.56 |
+6.22 |
5,885 |
17,280 |
+170 |
Jan11 |
100722 |
198.78 |
203.32 |
198.71 |
203.32 |
+6.14 |
1,228 |
8,011 |
+126 |
Feb11 |
100722 |
200.80 |
205.38 |
200.80 |
205.38 |
+6.13 |
992 |
3,301 |
+176 |
Mar11 |
100722 |
202.90 |
207.48 |
202.90 |
207.48 |
+6.11 |
604 |
3,080 |
+166 |
Apr11 |
100722 |
218.65 |
219.53 |
218.07 |
219.53 |
+6.04 |
154 |
4,758 |
+30 |
May11 |
100722 |
219.60 |
220.38 |
219.52 |
220.38 |
+5.95 |
18 |
3,480 |
+0 |
Total Volume and Open Interest |
77,179 |
245,190 |
+209 |
e-miNY RBOB Gasoline(NYM) |
Aug10 |
100722 |
214.70 |
214.70 |
214.66 |
214.70 |
+7.90 |
0 |
1 |
+0 |
Sep10 |
100722 |
214.10 |
214.10 |
214.09 |
214.10 |
+7.60 |
0 |
1 |
+0 |
Oct10 |
100722 |
202.90 |
202.90 |
202.88 |
202.90 |
+6.70 |
0 |
1 |
+0 |
Nov10 |
100722 |
201.30 |
201.30 |
201.27 |
201.30 |
+6.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Aug10 |
100722 |
4.527 |
4.719 |
4.509 |
4.643 |
+0.130 |
120,798 |
53,926 |
-4,914 |
Sep10 |
100722 |
4.518 |
4.699 |
4.497 |
4.632 |
+0.132 |
57,139 |
178,518 |
+1,981 |
Oct10 |
100722 |
4.560 |
4.750 |
4.556 |
4.672 |
+0.123 |
32,907 |
95,364 |
-1,723 |
Nov10 |
100722 |
4.810 |
4.921 |
4.810 |
4.905 |
+0.102 |
11,773 |
58,326 |
+1,690 |
Dec10 |
100722 |
5.093 |
5.219 |
5.085 |
5.172 |
+0.079 |
6,660 |
40,552 |
+355 |
Jan11 |
100722 |
5.257 |
5.390 |
5.252 |
5.337 |
+0.072 |
9,827 |
67,179 |
-61 |
Feb11 |
100722 |
5.270 |
5.340 |
5.270 |
5.306 |
+0.069 |
1,295 |
18,473 |
+174 |
Mar11 |
100722 |
5.194 |
5.252 |
5.186 |
5.210 |
+0.060 |
2,875 |
52,721 |
+326 |
Apr11 |
100722 |
5.010 |
5.062 |
4.988 |
5.018 |
+0.042 |
2,980 |
45,431 |
+77 |
May11 |
100722 |
5.033 |
5.066 |
5.012 |
5.032 |
+0.042 |
987 |
20,534 |
+154 |
Jun11 |
100722 |
5.013 |
5.122 |
5.013 |
5.072 |
+0.039 |
450 |
8,000 |
+60 |
Jul11 |
100722 |
5.139 |
5.170 |
5.103 |
5.122 |
+0.036 |
528 |
7,170 |
-88 |
Aug11 |
100722 |
5.195 |
5.207 |
5.150 |
5.163 |
+0.034 |
478 |
6,435 |
+59 |
Sep11 |
100722 |
5.230 |
5.236 |
5.171 |
5.187 |
+0.032 |
260 |
5,653 |
-23 |
Oct11 |
100722 |
5.305 |
5.312 |
5.250 |
5.267 |
+0.031 |
466 |
19,315 |
+80 |
Nov11 |
100722 |
5.470 |
5.481 |
5.467 |
5.481 |
+0.021 |
290 |
5,378 |
+80 |
Total Volume and Open Interest |
251,450 |
785,515 |
-1,946 |
Brent Crude Oil(ICE) |
Sep10 |
100722 |
75.44 |
77.92 |
74.91 |
77.82 |
+2.45 |
145,497 |
213,412 |
-10,038 |
Oct10 |
100722 |
75.91 |
78.42 |
75.40 |
78.31 |
+2.47 |
63,869 |
138,210 |
+7,980 |
Nov10 |
100722 |
76.45 |
79.00 |
76.10 |
78.90 |
+2.46 |
23,651 |
38,231 |
+3,532 |
Dec10 |
100722 |
77.13 |
79.54 |
76.68 |
79.46 |
+2.43 |
27,351 |
114,735 |
-1,397 |
Jan11 |
100722 |
77.67 |
79.94 |
77.45 |
79.94 |
+2.40 |
4,833 |
27,503 |
+455 |
Feb11 |
100722 |
78.17 |
80.39 |
77.98 |
80.39 |
+2.38 |
3,353 |
16,612 |
-646 |
Mar11 |
100722 |
78.45 |
80.82 |
78.45 |
80.82 |
+2.34 |
2,776 |
13,596 |
+169 |
Apr11 |
100722 |
78.92 |
81.25 |
78.92 |
81.25 |
+2.29 |
1,826 |
10,955 |
-109 |
May11 |
100722 |
79.56 |
81.64 |
79.36 |
81.64 |
+2.23 |
1,470 |
15,677 |
-154 |
Jun11 |
100722 |
80.00 |
82.04 |
79.81 |
82.02 |
+2.19 |
3,346 |
24,261 |
-99 |
Jul11 |
100722 |
82.38 |
82.38 |
82.38 |
82.38 |
+2.17 |
524 |
8,687 |
+339 |
Aug11 |
100722 |
82.67 |
82.67 |
82.67 |
82.67 |
+2.15 |
192 |
4,002 |
-18 |
Sep11 |
100722 |
82.89 |
82.89 |
82.89 |
82.89 |
+2.13 |
94 |
4,830 |
+0 |
Oct11 |
100722 |
83.08 |
83.08 |
83.08 |
83.08 |
+2.14 |
105 |
3,634 |
+0 |
Total Volume and Open Interest |
287,780 |
755,966 |
+1,026 |
Gas Oil(ICE) |
Aug10 |
100722 |
636.00 |
658.50 |
634.00 |
653.25 |
+16.25 |
35,450 |
125,385 |
-1,053 |
Sep10 |
100722 |
642.00 |
664.25 |
640.00 |
659.25 |
+16.25 |
40,900 |
103,021 |
-1,188 |
Oct10 |
100722 |
648.50 |
668.50 |
646.50 |
664.25 |
+15.75 |
12,652 |
46,168 |
+4,665 |
Nov10 |
100722 |
651.00 |
671.50 |
651.00 |
668.75 |
+15.50 |
3,789 |
34,535 |
+360 |
Dec10 |
100722 |
657.75 |
677.25 |
656.25 |
673.25 |
+15.50 |
11,305 |
94,112 |
-349 |
Jan11 |
100722 |
662.50 |
679.50 |
662.50 |
678.25 |
+15.50 |
2,792 |
36,650 |
+160 |
Feb11 |
100722 |
669.75 |
683.00 |
669.00 |
682.75 |
+15.50 |
1,206 |
21,180 |
-269 |
Mar11 |
100722 |
673.00 |
690.00 |
673.00 |
686.50 |
+15.50 |
1,088 |
14,069 |
+222 |
Apr11 |
100722 |
676.25 |
693.50 |
676.25 |
690.00 |
+15.75 |
514 |
13,703 |
+143 |
May11 |
100722 |
689.25 |
693.00 |
689.25 |
693.00 |
+15.75 |
734 |
15,154 |
+371 |
Total Volume and Open Interest |
119,959 |
626,699 |
+4,330 |
Ethanol(CBOT) |
Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
Aug10 |
100722 |
1.621 |
1.630 |
1.620 |
1.621 |
+0.011 |
85 |
620 |
-30 |
Sep10 |
100722 |
1.617 |
1.628 |
1.612 |
1.614 |
+0.014 |
160 |
1,182 |
-42 |
Oct10 |
100722 |
1.629 |
1.634 |
1.607 |
1.609 |
+0.014 |
138 |
1,272 |
+1 |
Nov10 |
100722 |
1.624 |
1.624 |
1.612 |
1.616 |
+0.014 |
113 |
915 |
+22 |
Dec10 |
100722 |
1.644 |
1.645 |
1.629 |
1.633 |
+0.012 |
137 |
1,965 |
+7 |
Jan11 |
100722 |
1.635 |
1.647 |
1.635 |
1.643 |
+0.023 |
133 |
1,322 |
-94 |
Feb11 |
100722 |
1.665 |
1.676 |
1.665 |
1.672 |
+0.008 |
23 |
830 |
+0 |
Total Volume and Open Interest |
925 |
12,164 |
-51 |
WTI Crude Oil(ICE |
Sep10 |
100722 |
76.63 |
79.41 |
76.16 |
79.30 |
+2.74 |
77,432 |
100,539 |
-465 |
Oct10 |
100722 |
76.97 |
79.74 |
76.60 |
79.64 |
+2.64 |
28,314 |
49,196 |
+2,019 |
Nov10 |
100722 |
77.55 |
80.13 |
77.32 |
80.12 |
+2.56 |
11,687 |
17,693 |
+1,367 |
Dec10 |
100722 |
77.94 |
80.62 |
77.76 |
80.57 |
+2.48 |
14,852 |
83,494 |
+1,030 |
Jan11 |
100722 |
79.94 |
80.98 |
79.93 |
80.98 |
+2.42 |
2,540 |
17,664 |
+552 |
Feb11 |
100722 |
80.80 |
81.35 |
80.80 |
81.35 |
+2.38 |
1,374 |
11,222 |
+189 |
Mar11 |
100722 |
81.70 |
81.70 |
81.70 |
81.70 |
+2.35 |
784 |
9,136 |
+98 |
Apr11 |
100722 |
81.23 |
82.05 |
81.23 |
82.05 |
+2.31 |
302 |
5,031 |
+4 |
May11 |
100722 |
81.61 |
82.41 |
81.59 |
82.41 |
+2.29 |
458 |
3,985 |
-77 |
Jun11 |
100722 |
81.59 |
82.76 |
81.57 |
82.76 |
+2.27 |
1,346 |
20,815 |
+119 |
Jul11 |
100722 |
83.10 |
83.10 |
83.10 |
83.10 |
+2.26 |
62 |
10,576 |
+36 |
Aug11 |
100722 |
83.31 |
83.31 |
83.31 |
83.31 |
+2.25 |
30 |
2,336 |
+14 |
Sep11 |
100722 |
83.48 |
83.48 |
83.48 |
83.48 |
+2.25 |
19 |
2,781 |
+0 |
Oct11 |
100722 |
83.64 |
83.64 |
83.64 |
83.64 |
+2.25 |
5 |
2,072 |
+5 |
Nov11 |
100722 |
83.79 |
83.79 |
83.79 |
83.79 |
+2.24 |
0 |
6,416 |
+0 |
Dec11 |
100722 |
81.79 |
83.94 |
81.79 |
83.94 |
+2.23 |
2,910 |
49,782 |
+299 |
Total Volume and Open Interest |
144,028 |
454,043 |
+5,552 |
US Dollar Index(ICE) |
Sep10 |
100722 |
83.470 |
83.545 |
82.640 |
82.783 |
-0.810 |
17,417 |
23,526 |
-882 |
Dec10 |
100722 |
83.755 |
83.755 |
83.055 |
83.092 |
-0.810 |
2 |
649 |
-1 |
Mar11 |
100722 |
83.452 |
83.452 |
83.452 |
83.452 |
-0.810 |
|
|
|
Total Volume and Open Interest |
17,419 |
24,176 |
-883 |
Australian Dollar(CME) |
Sep10 |
100722 |
87.13 |
88.99 |
86.84 |
88.81 |
+1.67 |
108,284 |
79,255 |
+7,772 |
Dec10 |
100722 |
86.22 |
87.98 |
85.97 |
87.82 |
+1.65 |
159 |
891 |
-16 |
Mar11 |
100722 |
86.83 |
86.83 |
85.20 |
86.83 |
+1.63 |
|
|
|
Total Volume and Open Interest |
108,443 |
80,302 |
+7,756 |
British Pound(CME) |
Sep10 |
100722 |
151.65 |
152.94 |
151.47 |
152.63 |
+1.21 |
101,915 |
124,501 |
+186 |
Dec10 |
100722 |
151.79 |
152.80 |
151.36 |
152.57 |
+1.21 |
59 |
399 |
+8 |
Mar11 |
100722 |
152.50 |
152.50 |
151.29 |
152.50 |
+1.21 |
2 |
4 |
+0 |
Total Volume and Open Interest |
101,976 |
124,904 |
+194 |
Canadian Dollar(CME) |
Sep10 |
100722 |
95.27 |
96.51 |
95.14 |
96.40 |
+1.19 |
88,588 |
78,694 |
-3,035 |
Dec10 |
100722 |
95.13 |
96.35 |
95.00 |
96.25 |
+1.19 |
367 |
3,844 |
-35 |
Mar11 |
100722 |
96.05 |
96.06 |
94.89 |
96.06 |
+1.17 |
10 |
476 |
+4 |
Jun11 |
100722 |
95.90 |
95.90 |
94.69 |
95.84 |
+1.15 |
11 |
273 |
+10 |
Total Volume and Open Interest |
88,976 |
83,317 |
-3,056 |
Japanese Yen(CME) |
Sep10 |
100722 |
115.02 |
115.88 |
114.72 |
114.98 |
-0.06 |
117,850 |
126,996 |
-1,576 |
Dec10 |
100722 |
115.48 |
115.90 |
114.90 |
115.12 |
-0.06 |
133 |
650 |
+4 |
Mar11 |
100722 |
115.28 |
115.35 |
115.28 |
115.28 |
-0.07 |
0 |
9 |
+0 |
Total Volume and Open Interest |
117,983 |
127,658 |
-1,572 |
Swiss Franc(CME) |
Sep10 |
100722 |
95.21 |
96.29 |
95.20 |
95.94 |
+0.73 |
36,296 |
54,769 |
+1,945 |
Dec10 |
100722 |
95.43 |
96.39 |
95.33 |
96.07 |
+0.74 |
71 |
140 |
-13 |
Mar11 |
100722 |
96.20 |
96.20 |
95.46 |
96.20 |
+0.74 |
0 |
8 |
+0 |
Total Volume and Open Interest |
36,367 |
54,918 |
+1,932 |
EuroFX(CME) |
Sep10 |
100722 |
127.54 |
129.33 |
127.37 |
128.93 |
+1.50 |
285,869 |
227,731 |
-2,557 |
Dec10 |
100722 |
127.65 |
129.27 |
127.47 |
128.89 |
+1.50 |
452 |
2,144 |
-56 |
Mar11 |
100722 |
129.03 |
129.03 |
127.34 |
128.84 |
+1.50 |
0 |
236 |
+0 |
Total Volume and Open Interest |
286,321 |
230,118 |
-2,613 |
Mexican Peso(CME) |
Aug10 |
100722 |
782.5 |
782.5 |
774.8 |
782.5 |
+7.8 |
|
|
|
Sep10 |
100722 |
773.8 |
781.2 |
771.8 |
779.8 |
+7.8 |
25,242 |
71,694 |
+4,582 |
Total Volume and Open Interest |
25,246 |
72,072 |
+4,578 |
30-Year T-Bonds(CBOT) |
Sep10 |
100722 |
128~180 |
128~180 |
128~030 |
128~030 |
-0~240 |
|
|
|
Dec10 |
100722 |
127~210 |
127~250 |
126~220 |
126~220 |
-0~240 |
266 |
2,084 |
-6 |
Mar11 |
100722 |
125~120 |
126~040 |
125~120 |
125~120 |
-0~240 |
0 |
31 |
+0 |
Total Volume and Open Interest |
265,892 |
682,517 |
-5,128 |
10-Year T-Notes(CBOT) |
Sep10 |
100722 |
123~175 |
123~220 |
123~000 |
123~055 |
-0~105 |
1,067,189 |
1,837,148 |
-936 |
Dec10 |
100722 |
122~215 |
122~250 |
122~065 |
122~095 |
-0~105 |
1,710 |
6,604 |
+728 |
Mar11 |
100722 |
121~030 |
121~135 |
121~030 |
121~030 |
-0~105 |
0 |
64 |
+0 |
Total Volume and Open Interest |
1,068,899 |
1,843,850 |
-208 |
5-Year T-Notes(CBOT) |
Sep10 |
100716 |
118~093 |
119~025 |
118~090 |
119~010 |
+0~079 |
507,956 |
900,391 |
-19,947 |
Dec10 |
100722 |
118~026 |
118~056 |
118~026 |
118~043 |
-0~013 |
170 |
388 |
+170 |
Mar11 |
100722 |
117~049 |
117~062 |
117~049 |
117~049 |
-0~013 |
|
|
|
Total Volume and Open Interest |
466,564 |
933,042 |
-8,927 |
2 Year T-Notes(CBOT) |
Sep10 |
100722 |
54~097 |
54~097 |
54~097 |
54~097 |
-0~002 |
|
|
|
Dec10 |
100722 |
109~031 |
109~043 |
109~031 |
109~037 |
-0~006 |
0 |
58 |
+0 |
Mar11 |
100722 |
109~007 |
109~016 |
109~007 |
109~007 |
-0~009 |
|
|
|
Total Volume and Open Interest |
165,664 |
861,922 |
+920 |
Eurodollars(CME) |
Sep10 |
100722 |
99.525 |
99.550 |
99.525 |
99.545 |
+0.020 |
250,660 |
957,048 |
-26 |
Dec10 |
100722 |
99.475 |
99.510 |
99.475 |
99.500 |
+0.025 |
150,430 |
1,176,410 |
-6,605 |
Mar11 |
100722 |
99.420 |
99.450 |
99.415 |
99.435 |
+0.020 |
158,324 |
1,007,550 |
-7,544 |
Jun11 |
100722 |
99.310 |
99.335 |
99.305 |
99.325 |
+0.020 |
177,269 |
884,820 |
-15,362 |
Sep11 |
100722 |
99.160 |
99.175 |
99.140 |
99.170 |
+0.020 |
179,866 |
988,756 |
+7,018 |
Dec11 |
100722 |
98.950 |
98.965 |
98.920 |
98.955 |
+0.015 |
125,182 |
666,619 |
-710 |
Mar12 |
100722 |
98.755 |
98.765 |
98.710 |
98.750 |
+0.005 |
96,468 |
455,338 |
-2,885 |
Jun12 |
100722 |
98.550 |
98.555 |
98.490 |
98.535 |
unch |
89,506 |
364,346 |
+4,250 |
Sep12 |
100722 |
98.335 |
98.350 |
98.275 |
98.325 |
-0.005 |
49,523 |
260,179 |
+1,766 |
Dec12 |
100722 |
98.120 |
98.130 |
98.050 |
98.105 |
-0.005 |
41,605 |
185,824 |
-410 |
Mar13 |
100722 |
97.930 |
97.945 |
97.860 |
97.915 |
-0.010 |
32,521 |
196,242 |
+1,897 |
Jun13 |
100722 |
97.730 |
97.735 |
97.650 |
97.705 |
-0.010 |
36,788 |
131,287 |
+883 |
Sep13 |
100722 |
97.515 |
97.525 |
97.435 |
97.490 |
-0.010 |
18,297 |
87,027 |
-284 |
Dec13 |
100722 |
97.295 |
97.300 |
97.215 |
97.265 |
-0.015 |
15,329 |
59,600 |
+1,485 |
Mar14 |
100722 |
97.105 |
97.110 |
97.025 |
97.075 |
-0.015 |
10,128 |
50,766 |
-315 |
Jun14 |
100722 |
96.905 |
96.910 |
96.835 |
96.880 |
-0.015 |
8,733 |
41,790 |
-52 |
Sep14 |
100722 |
96.725 |
96.735 |
96.655 |
96.700 |
-0.015 |
4,570 |
26,722 |
-411 |
Dec14 |
100722 |
96.550 |
96.555 |
96.475 |
96.515 |
-0.020 |
4,177 |
46,495 |
+96 |
Total Volume and Open Interest |
1,475,338 |
7,729,322 |
-16,943 |
30 Day Federal Funds(CBOT) |
Jul10 |
100722 |
99.817 |
99.820 |
99.817 |
99.817 |
unch |
4,279 |
54,074 |
-1,552 |
Aug10 |
100722 |
99.820 |
99.820 |
99.815 |
99.815 |
unch |
6,316 |
75,645 |
+550 |
Sep10 |
100722 |
99.820 |
99.820 |
99.815 |
99.815 |
unch |
7,814 |
54,452 |
+990 |
Oct10 |
100722 |
99.815 |
99.820 |
99.810 |
99.815 |
+0.005 |
5,346 |
61,639 |
-395 |
Nov10 |
100722 |
99.815 |
99.815 |
99.810 |
99.810 |
unch |
8,349 |
81,919 |
+1,917 |
Dec10 |
100722 |
99.810 |
99.815 |
99.805 |
99.810 |
+0.005 |
4,714 |
68,129 |
+520 |
Total Volume and Open Interest |
56,957 |
616,778 |
+2,912 |
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 |
100722 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.007 |
0 |
871 |
+0 |
Dec10 |
100722 |
99.698 |
99.698 |
99.698 |
99.698 |
+0.007 |
0 |
442 |
+0 |
Mar11 |
100722 |
99.713 |
99.713 |
99.713 |
99.713 |
+0.007 |
0 |
367 |
+0 |
Jun11 |
100722 |
99.713 |
99.713 |
99.713 |
99.713 |
+0.007 |
|
|
|
Sep11 |
100722 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.010 |
|
|
|
Dec11 |
100722 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.010 |
|
|
|
Mar12 |
100722 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.010 |
|
|
|
Jun12 |
100722 |
99.720 |
99.720 |
99.720 |
99.720 |
+0.010 |
|
|
|
Sep12 |
100722 |
99.780 |
99.780 |
99.780 |
99.780 |
+0.010 |
|
|
|
Dec12 |
100722 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
1,680 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100722 |
99.66 |
99.67 |
99.66 |
99.67 |
+0.01 |
1 |
3,324 |
+0 |
Dec10 |
100722 |
99.69 |
99.70 |
99.69 |
99.70 |
+0.01 |
0 |
1,522 |
+151 |
Mar11 |
100722 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
2 |
1,961 |
+0 |
Jun11 |
100722 |
99.70 |
99.71 |
99.70 |
99.71 |
+0.01 |
0 |
1,498 |
+102 |
Sep11 |
100722 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
108 |
+0 |
Dec11 |
100722 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
0 |
106 |
+0 |
Mar12 |
100722 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
305 |
+0 |
Jun12 |
100722 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
0 |
754 |
+0 |
Total Volume and Open Interest |
3 |
9,890 |
+253 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100722 |
141.70 |
142.08 |
141.70 |
141.75 |
+0.13 |
1,434 |
21,613 |
+112 |
Dec10 |
100722 |
141.33 |
141.70 |
140.87 |
140.87 |
+0.05 |
15 |
20 |
+0 |
Mar11 |
100722 |
138.78 |
138.78 |
138.78 |
138.78 |
+0.05 |
|
|
|
Total Volume and Open Interest |
1,301 |
21,684 |
-319 |
Euro-Bund(EUREX) |
Sep10 |
100722 |
129.21 |
129.43 |
128.53 |
128.69 |
-0.22 |
667,157 |
877,468 |
-17,769 |
Dec10 |
100722 |
127.93 |
127.93 |
127.20 |
127.24 |
-0.23 |
13 |
1,944 |
-2 |
Mar11 |
100722 |
127.35 |
127.35 |
127.35 |
127.35 |
-0.22 |
3 |
2 |
+1 |
Total Volume and Open Interest |
667,173 |
879,414 |
-17,770 |
Euro-Bobl(EUREX) |
Sep10 |
100722 |
120.39 |
120.60 |
120.15 |
120.23 |
+0.01 |
363,429 |
673,593 |
-19,541 |
Dec10 |
100722 |
119.05 |
119.05 |
118.96 |
118.96 |
+0.02 |
0 |
14,057 |
+0 |
Mar11 |
100722 |
118.23 |
118.23 |
118.23 |
118.23 |
+0.01 |
|
|
|
Total Volume and Open Interest |
363,429 |
687,650 |
-19,541 |
3-Mth Euribor(EUREX) |
Sep10 |
100722 |
99.015 |
99.025 |
99.015 |
99.025 |
+0.025 |
85 |
3,486 |
+13 |
Dec10 |
100722 |
98.960 |
98.975 |
98.960 |
98.960 |
+0.030 |
16 |
2,019 |
-41 |
Mar11 |
100722 |
98.945 |
98.945 |
98.925 |
98.925 |
+0.025 |
13 |
1,125 |
-54 |
Total Volume and Open Interest |
737 |
10,398 |
-412 |
Long Gilt(LIFFE) |
Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
Dec10 |
100722 |
119~25 |
119~25 |
119~25 |
119~25 |
-0~03 |
|
|
|
Total Volume and Open Interest |
85,692 |
282,698 |
+2,179 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100722 |
99.22 |
99.24 |
99.22 |
99.23 |
+0.01 |
46,174 |
342,286 |
+2,270 |
Dec10 |
100722 |
99.16 |
99.18 |
99.15 |
99.17 |
+0.03 |
39,728 |
442,906 |
-2,312 |
Mar11 |
100722 |
99.07 |
99.09 |
99.05 |
99.08 |
+0.03 |
58,124 |
309,503 |
-135 |
Jun11 |
100722 |
98.93 |
98.96 |
98.92 |
98.95 |
+0.03 |
70,185 |
327,034 |
+16,508 |
Sep11 |
100722 |
98.78 |
98.80 |
98.74 |
98.79 |
+0.03 |
62,511 |
349,706 |
+11,655 |
Dec11 |
100722 |
98.58 |
98.59 |
98.54 |
98.57 |
+0.02 |
46,703 |
284,135 |
+4,816 |
Total Volume and Open Interest |
435,538 |
2,528,815 |
+47,837 |
3-Mth Euribor(LIFFE) |
Sep10 |
100722 |
99.005 |
99.030 |
99.000 |
99.025 |
+0.025 |
103,352 |
586,192 |
+3,734 |
Dec10 |
100722 |
98.935 |
98.980 |
98.935 |
98.960 |
+0.030 |
103,996 |
497,368 |
-1,437 |
Mar11 |
100722 |
98.900 |
98.955 |
98.900 |
98.925 |
+0.030 |
87,249 |
479,126 |
+3,410 |
Total Volume and Open Interest |
679,574 |
3,239,599 |
+23,446 |
3-Mth Aus T-Bills(SFE) |
Sep10 |
100722 |
95.06 |
95.10 |
95.04 |
95.08 |
+0.01 |
14,620 |
252,943 |
+1,310 |
Dec10 |
100722 |
95.00 |
95.03 |
94.97 |
95.02 |
+0.01 |
17,414 |
191,987 |
-1,276 |
Mar11 |
100722 |
94.98 |
95.01 |
94.93 |
94.99 |
+0.01 |
11,352 |
80,191 |
-3,003 |
Jun11 |
100722 |
94.93 |
94.98 |
94.90 |
94.96 |
+0.02 |
6,888 |
63,320 |
+2,138 |
Sep11 |
100722 |
94.90 |
94.95 |
94.89 |
94.94 |
+0.03 |
1,730 |
37,734 |
+322 |
Dec11 |
100722 |
94.85 |
94.92 |
94.85 |
94.92 |
+0.04 |
373 |
27,348 |
+52 |
Mar12 |
100722 |
94.82 |
94.91 |
94.82 |
94.91 |
+0.06 |
438 |
24,726 |
+62 |
Jun12 |
100722 |
94.82 |
94.91 |
94.82 |
94.89 |
+0.05 |
593 |
10,531 |
+396 |
Sep12 |
100722 |
94.86 |
94.90 |
94.86 |
94.89 |
+0.06 |
107 |
2,627 |
+107 |
Dec12 |
100722 |
94.87 |
94.87 |
94.87 |
94.87 |
+0.04 |
4 |
1,288 |
+4 |
Total Volume and Open Interest |
53,519 |
693,651 |
+112 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100722 |
94.82 |
94.87 |
94.77 |
94.85 |
+0.03 |
64,707 |
374,575 |
+10,753 |
Dec10 |
100722 |
94.84 |
94.84 |
94.84 |
94.84 |
+0.03 |
|
|
|
Total Volume and Open Interest |
64,707 |
374,575 |
+10,753 |
3-Year Aus T-Bonds(SFE) |
Sep10 |
100722 |
95.29 |
95.34 |
95.23 |
95.31 |
+0.02 |
156,393 |
661,499 |
+28,274 |
Dec10 |
100722 |
95.26 |
95.26 |
95.26 |
95.26 |
+0.02 |
|
|
|
Total Volume and Open Interest |
156,393 |
661,499 |
+28,274 |
Gold(CMX) |
Aug10 |
100722 |
1184.1 |
1201.2 |
1180.7 |
1195.6 |
+3.8 |
144,273 |
243,895 |
-5,866 |
Oct10 |
100722 |
1189.0 |
1203.0 |
1182.6 |
1197.4 |
+3.7 |
5,621 |
25,179 |
-868 |
Dec10 |
100722 |
1188.1 |
1204.6 |
1184.4 |
1199.3 |
+3.8 |
36,826 |
148,510 |
+1,609 |
Feb11 |
100722 |
1192.4 |
1204.3 |
1192.4 |
1200.9 |
+3.7 |
376 |
20,764 |
+17 |
Apr11 |
100722 |
1202.4 |
1202.4 |
1202.4 |
1202.4 |
+3.7 |
327 |
17,970 |
-115 |
Jun11 |
100722 |
535.4 |
551.8 |
534.6 |
548.5 |
+3.6 |
354 |
14,839 |
-170 |
Aug11 |
100722 |
1205.6 |
1205.6 |
1205.6 |
1205.6 |
+3.6 |
80 |
8,172 |
-28 |
Oct11 |
100722 |
1207.4 |
1207.4 |
1207.4 |
1207.4 |
+3.5 |
511 |
7,067 |
-400 |
Dec11 |
100722 |
1200.0 |
1212.4 |
1200.0 |
1209.5 |
+3.5 |
460 |
12,295 |
+173 |
Feb12 |
100722 |
1211.7 |
1211.7 |
1211.7 |
1211.7 |
+3.2 |
95 |
6,478 |
+55 |
Apr12 |
100722 |
1214.4 |
1214.4 |
1214.4 |
1214.4 |
+3.3 |
160 |
4,948 |
+160 |
Jun12 |
100722 |
1217.8 |
1217.8 |
1217.8 |
1217.8 |
+3.5 |
158 |
9,159 |
+81 |
Total Volume and Open Interest |
190,249 |
559,473 |
-5,198 |
Silver(CMX) |
Jul10 |
100722 |
1766.5 |
1815.0 |
1766.5 |
1811.5 |
+31.7 |
115 |
719 |
-17 |
Sep10 |
100722 |
1766.0 |
1820.0 |
1763.5 |
1812.0 |
+31.7 |
24,619 |
61,425 |
-1,563 |
Dec10 |
100722 |
1770.5 |
1826.0 |
1770.0 |
1817.7 |
+31.8 |
1,530 |
25,900 |
+54 |
Mar11 |
100722 |
1797.0 |
1826.0 |
1797.0 |
1821.9 |
+31.9 |
261 |
10,139 |
+117 |
May11 |
100722 |
1799.0 |
1824.2 |
1799.0 |
1824.2 |
+32.0 |
22 |
7,727 |
+20 |
Jul11 |
100722 |
1826.2 |
1826.2 |
1826.2 |
1826.2 |
+32.1 |
4 |
3,853 |
-4 |
Sep11 |
100722 |
1827.9 |
1827.9 |
1827.9 |
1827.9 |
+32.3 |
10 |
462 |
+10 |
Total Volume and Open Interest |
26,609 |
117,531 |
-1,371 |
Platinum(NYMEX) |
Jul10 |
100722 |
1513.0 |
1527.3 |
1513.0 |
1525.4 |
+0.6 |
8 |
46 |
-17 |
Oct10 |
100722 |
1516.1 |
1534.9 |
1508.5 |
1529.4 |
-0.4 |
3,778 |
26,655 |
-121 |
Jan11 |
100722 |
1532.3 |
1535.1 |
1532.3 |
1533.6 |
-0.4 |
20 |
913 |
+16 |
Apr11 |
100722 |
1533.6 |
1533.6 |
1533.6 |
1533.6 |
-0.4 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,806 |
27,646 |
-122 |
Palladium(NYMEX) |
Sep10 |
100722 |
447.15 |
459.55 |
444.60 |
456.90 |
+4.75 |
1,769 |
18,427 |
-13 |
Dec10 |
100722 |
460.55 |
460.60 |
458.25 |
458.25 |
+4.80 |
5 |
810 |
+5 |
Mar11 |
100722 |
459.00 |
459.00 |
459.00 |
459.00 |
+4.80 |
0 |
20 |
+0 |
Total Volume and Open Interest |
1,774 |
19,266 |
-8 |
Copper(CMX) |
Jul10 |
100722 |
306.00 |
318.55 |
305.00 |
316.05 |
+7.35 |
315 |
915 |
-319 |
Sep10 |
100722 |
306.90 |
319.30 |
304.75 |
316.45 |
+7.15 |
34,904 |
76,573 |
-1,217 |
Dec10 |
100722 |
308.65 |
321.00 |
307.00 |
318.25 |
+6.85 |
4,787 |
24,820 |
+213 |
Mar11 |
100722 |
317.00 |
320.40 |
316.80 |
318.90 |
+6.70 |
817 |
11,099 |
+241 |
May11 |
100722 |
320.05 |
320.90 |
318.95 |
318.95 |
+6.55 |
43 |
1,363 |
-12 |
Total Volume and Open Interest |
42,564 |
132,711 |
-65 |
DJIA Index(CBOT) |
Sep10 |
100722 |
10045 |
10320 |
10042 |
10267 |
+209 |
713 |
7,411 |
+369 |
Dec10 |
100722 |
10203 |
10203 |
9995 |
10203 |
+208 |
0 |
8 |
+0 |
Mar11 |
100722 |
10147 |
10147 |
9939 |
10147 |
+208 |
|
|
|
Jun11 |
100722 |
10087 |
10087 |
9879 |
10087 |
+208 |
|
|
|
Total Volume and Open Interest |
713 |
7,419 |
+369 |
S & P 500(CME) |
Sep10 |
100722 |
1063.30 |
1094.50 |
1061.30 |
1087.70 |
+23.80 |
20,777 |
301,922 |
+896 |
Dec10 |
100722 |
1079.50 |
1090.30 |
1079.50 |
1083.00 |
+23.70 |
1 |
5,191 |
+21 |
Mar11 |
100722 |
1078.40 |
1085.70 |
1078.40 |
1078.40 |
+23.70 |
10 |
798 |
+3 |
Jun11 |
100722 |
1074.40 |
1081.70 |
1074.40 |
1074.40 |
+23.70 |
0 |
52 |
+0 |
Total Volume and Open Interest |
20,788 |
307,963 |
+920 |
S & P 500 E-Mini(Globex) |
Sep10 |
100722 |
1063.25 |
1094.50 |
1061.25 |
1087.75 |
+23.75 |
2,275,816 |
2,796,302 |
+11,153 |
Dec10 |
100722 |
1058.25 |
1089.50 |
1056.50 |
1083.00 |
+23.75 |
5,925 |
18,153 |
+828 |
Total Volume and Open Interest |
2,281,748 |
2,814,633 |
+11,981 |
NASDAQ 100(CME) |
Sep10 |
100722 |
1814.30 |
1870.00 |
1813.50 |
1852.80 |
+37.30 |
1,657 |
13,806 |
-190 |
Dec10 |
100722 |
1850.30 |
1862.00 |
1850.30 |
1850.30 |
+37.30 |
0 |
1 |
+0 |
Mar11 |
100722 |
1847.80 |
1847.80 |
1847.00 |
1847.80 |
+37.30 |
|
|
|
Total Volume and Open Interest |
1,657 |
13,807 |
-190 |
NASDAQ 100 E-Mini(Globex) |
Sep10 |
100722 |
1815.50 |
1869.30 |
1812.50 |
1852.80 |
+37.30 |
350,306 |
314,802 |
+2,544 |
Dec10 |
100722 |
1829.30 |
1866.00 |
1829.30 |
1850.30 |
+37.30 |
64 |
222 |
+9 |
Total Volume and Open Interest |
350,370 |
315,026 |
+2,553 |
S & P Midcap 400(CME) |
Sep10 |
100722 |
748.00 |
752.00 |
745.00 |
749.20 |
+20.20 |
1 |
2,687 |
-8 |
Dec10 |
100722 |
747.20 |
747.20 |
747.20 |
747.20 |
+20.20 |
|
|
|
Mar11 |
100722 |
745.20 |
745.20 |
745.20 |
745.20 |
+20.20 |
|
|
|
Total Volume and Open Interest |
1 |
2,687 |
-8 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100722 |
9350 |
9350 |
9350 |
9350 |
+125 |
|
|
|
Dec10 |
100722 |
9350 |
9350 |
9225 |
9350 |
+125 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,722 |
29,643 |
-1,759 |
Nikkei 225(SGX) |
Sep10 |
100722 |
9320 |
9330 |
9170 |
9205 |
-80 |
88,884 |
173,085 |
-2,394 |
Dec10 |
100722 |
9270 |
9270 |
9130 |
9160 |
-75 |
375 |
2,293 |
+85 |
Mar11 |
100722 |
9150 |
9150 |
9150 |
9150 |
-80 |
0 |
41 |
+0 |
Total Volume and Open Interest |
89,259 |
177,230 |
-2,109 |
CAC 40(EURONEXT) |
Aug10 |
100722 |
3465.0 |
3609.0 |
3459.0 |
3602.5 |
+110.5 |
134,136 |
388,512 |
-1,444 |
Sep10 |
100722 |
3460.5 |
3604.0 |
3455.5 |
3598.5 |
+110.5 |
256 |
38,627 |
+124 |
Oct10 |
100722 |
3599.0 |
3599.0 |
3599.0 |
3599.0 |
+111.5 |
|
|
|
Total Volume and Open Interest |
134,392 |
428,397 |
-1,320 |
Hang Seng Index(HKFE) |
Jul10 |
100722 |
20445 |
20622 |
20376 |
20586 |
+51 |
76,229 |
74,419 |
+1,944 |
Aug10 |
100722 |
20422 |
20585 |
20341 |
20552 |
+52 |
2,360 |
3,280 |
+192 |
Sep10 |
100722 |
20316 |
20478 |
20286 |
20464 |
+54 |
452 |
6,595 |
+137 |
Total Volume and Open Interest |
79,108 |
85,428 |
+2,352 |
DAX(EUREX) |
Sep10 |
100722 |
5970.0 |
6154.5 |
5954.5 |
6143.0 |
+148.0 |
152,744 |
145,165 |
-4,273 |
Dec10 |
100722 |
5971.0 |
6153.5 |
5971.0 |
6153.5 |
+148.0 |
339 |
13,201 |
-107 |
Mar11 |
100722 |
6010.0 |
6166.5 |
6010.0 |
6166.5 |
+148.0 |
78 |
1,372 |
+61 |
Total Volume and Open Interest |
153,161 |
159,738 |
-4,319 |
FT-SE 100(EURONEXT) |
Sep10 |
100722 |
5155.50 |
5294.50 |
5146.00 |
5277.50 |
+96.00 |
95,034 |
638,471 |
-4,147 |
Dec10 |
100722 |
5134.00 |
5256.00 |
5134.00 |
5256.00 |
+96.00 |
296 |
6,814 |
-24 |
Mar11 |
100722 |
5121.00 |
5215.50 |
5120.00 |
5215.50 |
+96.00 |
38 |
944 |
-25 |
Total Volume and Open Interest |
95,373 |
646,404 |
-4,196 |
SPI 200(SFE) |
Sep10 |
100722 |
4399.0 |
4427.0 |
4338.0 |
4348.0 |
-50.0 |
23,666 |
222,582 |
+1,001 |
Dec10 |
100722 |
4436.0 |
4436.0 |
4368.0 |
4368.0 |
-50.0 |
27 |
3,408 |
+1 |
Mar11 |
100722 |
4356.0 |
4356.0 |
4356.0 |
4356.0 |
-51.0 |
0 |
1,137 |
+0 |
Total Volume and Open Interest |
23,859 |
228,161 |
+1,024 |
GSCI(CME) |
Aug10 |
100722 |
507.00 |
517.00 |
507.00 |
517.00 |
+14.00 |
58 |
16,221 |
-2,197 |
Sep10 |
100722 |
509.60 |
519.80 |
509.60 |
519.80 |
+13.80 |
2 |
2 |
+0 |
Oct10 |
100722 |
513.60 |
522.80 |
513.60 |
522.80 |
+12.80 |
5 |
0 |
-1 |
Total Volume and Open Interest |
65 |
16,223 |
-2,198 |
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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