|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri July 23, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug10 |
100723 |
1015.25 |
1022.00 |
1012.00 |
1017.00 |
+1.00 |
19,617 |
51,222 |
-3,175 |
Sep10 |
100723 |
990.25 |
997.00 |
986.50 |
991.00 |
+0.50 |
7,000 |
23,848 |
+1,213 |
Nov10 |
100723 |
978.00 |
986.75 |
975.75 |
981.50 |
+2.00 |
56,643 |
289,472 |
-889 |
Jan11 |
100723 |
987.00 |
995.00 |
983.75 |
989.75 |
+2.25 |
7,901 |
49,209 |
+3,427 |
Mar11 |
100723 |
988.25 |
998.00 |
987.50 |
993.00 |
+2.00 |
1,889 |
17,781 |
+486 |
May11 |
100723 |
990.25 |
999.00 |
990.00 |
993.75 |
+1.25 |
2,150 |
17,702 |
+515 |
Jul11 |
100723 |
997.00 |
1006.00 |
996.00 |
1001.00 |
+1.50 |
1,229 |
19,116 |
-59 |
Total Volume and Open Interest |
97,486 |
487,149 |
+1,671 |
Soybean Meal(CBOT) |
Aug10 |
100723 |
299.60 |
301.80 |
298.90 |
299.90 |
-0.30 |
12,323 |
26,569 |
-3,300 |
Sep10 |
100723 |
290.50 |
300.00 |
289.00 |
290.40 |
-0.10 |
6,370 |
31,037 |
+503 |
Oct10 |
100723 |
283.30 |
285.70 |
282.10 |
283.80 |
+0.80 |
1,785 |
15,295 |
+46 |
Dec10 |
100723 |
282.30 |
285.70 |
281.40 |
283.30 |
+1.00 |
14,875 |
98,863 |
+818 |
Jan11 |
100723 |
281.70 |
284.60 |
280.70 |
282.60 |
+1.00 |
564 |
7,109 |
+135 |
Mar11 |
100723 |
282.60 |
284.90 |
281.00 |
283.00 |
+0.90 |
226 |
7,219 |
-7 |
May11 |
100723 |
283.90 |
284.80 |
281.50 |
282.30 |
+0.80 |
796 |
6,181 |
-435 |
Jul11 |
100723 |
285.00 |
286.10 |
283.30 |
284.20 |
+0.90 |
831 |
5,487 |
+265 |
Total Volume and Open Interest |
37,867 |
201,218 |
-1,929 |
Soybean Oil(CBOT) |
Aug10 |
100723 |
38.85 |
39.16 |
38.72 |
39.07 |
+0.17 |
15,318 |
32,856 |
-2,040 |
Sep10 |
100723 |
39.08 |
39.34 |
38.90 |
39.14 |
+0.06 |
11,716 |
57,280 |
+1,754 |
Oct10 |
100723 |
39.28 |
39.53 |
39.08 |
39.34 |
+0.06 |
2,413 |
17,836 |
-90 |
Dec10 |
100723 |
39.68 |
39.96 |
39.50 |
39.76 |
+0.06 |
27,124 |
140,140 |
-1,481 |
Jan11 |
100723 |
39.92 |
40.21 |
39.77 |
40.02 |
+0.05 |
584 |
11,636 |
+98 |
Mar11 |
100723 |
40.13 |
40.42 |
40.12 |
40.24 |
+0.02 |
380 |
6,231 |
-57 |
May11 |
100723 |
40.32 |
40.64 |
40.20 |
40.48 |
+0.05 |
153 |
5,404 |
+32 |
Jul11 |
100723 |
40.79 |
40.88 |
40.59 |
40.73 |
+0.05 |
263 |
4,098 |
+33 |
Total Volume and Open Interest |
58,063 |
279,144 |
-1,738 |
Canola(WCE) |
Nov10 |
100723 |
461.0 |
465.0 |
456.0 |
460.0 |
-0.9 |
7,933 |
136,006 |
+4,351 |
Jan11 |
100723 |
460.4 |
463.7 |
459.0 |
462.6 |
-0.8 |
1,558 |
10,888 |
+166 |
Mar11 |
100723 |
462.0 |
466.2 |
457.5 |
460.8 |
-0.8 |
83 |
5,724 |
+43 |
May11 |
100723 |
463.3 |
464.9 |
456.3 |
459.0 |
-0.4 |
120 |
2,066 |
-9 |
Jul11 |
100723 |
461.4 |
463.0 |
452.9 |
456.0 |
-0.6 |
208 |
2,886 |
-60 |
Total Volume and Open Interest |
9,957 |
159,129 |
+4,546 |
Corn(CBOT) |
Sep10 |
100723 |
375.25 |
379.50 |
369.75 |
371.25 |
-5.25 |
47,803 |
398,630 |
+129 |
Dec10 |
100723 |
388.75 |
393.50 |
383.25 |
384.50 |
-5.75 |
76,748 |
522,969 |
+6,325 |
Mar11 |
100723 |
402.00 |
406.75 |
396.75 |
397.75 |
-5.75 |
6,686 |
89,504 |
+960 |
May11 |
100723 |
409.50 |
414.25 |
405.00 |
406.00 |
-5.50 |
1,672 |
17,762 |
+217 |
Jul11 |
100723 |
417.25 |
421.50 |
412.00 |
413.50 |
-4.75 |
2,460 |
52,762 |
+393 |
Sep11 |
100723 |
419.00 |
421.25 |
414.50 |
415.00 |
-3.75 |
377 |
5,796 |
+43 |
Total Volume and Open Interest |
140,630 |
1,187,775 |
+8,446 |
Wheat(CBOT) |
Sep10 |
100723 |
596.00 |
603.75 |
593.25 |
596.25 |
-0.25 |
48,904 |
198,460 |
-1,856 |
Dec10 |
100723 |
627.00 |
634.00 |
624.25 |
627.25 |
-0.25 |
29,805 |
133,041 |
+4,425 |
Mar11 |
100723 |
649.50 |
656.25 |
647.00 |
651.50 |
+1.50 |
8,126 |
38,032 |
+707 |
May11 |
100723 |
656.00 |
663.00 |
654.75 |
659.00 |
+1.50 |
2,655 |
20,587 |
+222 |
Jul11 |
100723 |
662.00 |
669.00 |
660.25 |
664.50 |
+1.50 |
9,548 |
66,943 |
+2,453 |
Total Volume and Open Interest |
102,232 |
485,188 |
+6,752 |
Wheat(KCBT) |
Sep10 |
100723 |
610.00 |
620.25 |
609.00 |
615.00 |
+3.25 |
13,772 |
57,182 |
-169 |
Dec10 |
100723 |
628.00 |
638.00 |
626.25 |
632.00 |
+2.75 |
9,301 |
61,970 |
+1,362 |
Mar11 |
100723 |
644.75 |
653.50 |
643.00 |
647.75 |
+2.75 |
7,138 |
24,484 |
+1,863 |
May11 |
100723 |
659.50 |
659.75 |
654.00 |
654.75 |
+2.00 |
345 |
6,637 |
+23 |
Jul11 |
100723 |
659.00 |
668.00 |
658.50 |
662.75 |
+2.50 |
2,159 |
29,284 |
+432 |
Total Volume and Open Interest |
33,262 |
184,778 |
+3,398 |
Wheat(MGE) |
Sep10 |
100723 |
621.75 |
631.75 |
620.75 |
628.50 |
+5.75 |
4,416 |
17,296 |
-1,113 |
Dec10 |
100723 |
638.75 |
648.00 |
637.50 |
644.75 |
+5.75 |
1,636 |
18,165 |
+156 |
Mar11 |
100723 |
652.00 |
663.75 |
652.00 |
659.50 |
+6.00 |
797 |
6,909 |
+312 |
May11 |
100723 |
660.25 |
671.75 |
660.25 |
666.00 |
+4.50 |
108 |
2,424 |
+9 |
Jul11 |
100723 |
667.25 |
677.75 |
667.25 |
674.00 |
+3.75 |
330 |
6,924 |
+71 |
Total Volume and Open Interest |
7,523 |
54,904 |
-486 |
Oats(CBOT) |
Sep10 |
100723 |
258.25 |
258.75 |
252.25 |
254.75 |
-0.25 |
254 |
3,419 |
-62 |
Dec10 |
100723 |
265.00 |
268.00 |
262.00 |
264.75 |
+0.75 |
420 |
6,166 |
+105 |
Mar11 |
100723 |
271.75 |
272.50 |
270.00 |
271.75 |
+1.75 |
0 |
172 |
+0 |
May11 |
100723 |
278.75 |
278.75 |
276.00 |
278.75 |
+2.75 |
0 |
10 |
+0 |
Total Volume and Open Interest |
674 |
9,767 |
+43 |
Rough Rice(CBOT) |
Sep10 |
100723 |
10.18 |
10.39 |
10.14 |
10.27 |
+0.14 |
354 |
7,725 |
-16 |
Nov10 |
100723 |
10.39 |
10.65 |
10.39 |
10.53 |
+0.14 |
295 |
4,915 |
+56 |
Jan11 |
100723 |
10.84 |
10.84 |
10.69 |
10.80 |
+0.14 |
38 |
688 |
+16 |
Mar11 |
100723 |
11.08 |
11.09 |
10.93 |
11.07 |
+0.14 |
10 |
657 |
+10 |
Total Volume and Open Interest |
714 |
15,379 |
+71 |
Live Cattle(CME) |
Aug10 |
100723 |
93.450 |
93.500 |
93.080 |
93.430 |
+0.100 |
10,233 |
52,509 |
-1,688 |
Oct10 |
100723 |
94.500 |
94.930 |
94.385 |
94.730 |
+0.330 |
12,324 |
145,496 |
+2,785 |
Dec10 |
100723 |
96.300 |
96.800 |
96.250 |
96.480 |
unch |
6,879 |
70,449 |
+1,719 |
Feb11 |
100723 |
97.385 |
97.885 |
97.385 |
97.680 |
unch |
2,538 |
30,399 |
+587 |
Apr11 |
100723 |
99.100 |
99.400 |
98.850 |
99.330 |
+0.045 |
1,177 |
17,589 |
+662 |
Jun11 |
100723 |
95.200 |
95.750 |
95.150 |
95.650 |
+0.015 |
328 |
7,199 |
+66 |
Total Volume and Open Interest |
34,014 |
327,246 |
+4,238 |
Feeder Cattle(CME) |
Aug10 |
100723 |
114.700 |
115.350 |
114.680 |
115.180 |
+0.280 |
1,281 |
14,116 |
-456 |
Sep10 |
100723 |
114.830 |
115.200 |
114.580 |
115.180 |
+0.430 |
700 |
11,539 |
+142 |
Oct10 |
100723 |
115.000 |
115.400 |
114.680 |
115.250 |
+0.365 |
594 |
7,386 |
+270 |
Nov10 |
100723 |
114.580 |
115.100 |
114.200 |
115.100 |
+0.550 |
216 |
2,859 |
+93 |
Jan11 |
100723 |
112.250 |
113.000 |
112.250 |
112.950 |
+0.450 |
52 |
1,068 |
+37 |
Mar11 |
100723 |
111.050 |
111.500 |
111.050 |
111.150 |
+0.100 |
14 |
314 |
+8 |
Apr11 |
100723 |
111.000 |
111.000 |
110.900 |
110.900 |
unch |
0 |
25 |
+0 |
Total Volume and Open Interest |
2,865 |
37,343 |
+99 |
Lean Hogs(CME) |
Aug10 |
100723 |
82.850 |
83.330 |
82.500 |
83.230 |
+0.595 |
14,186 |
31,980 |
-1,145 |
Oct10 |
100723 |
76.535 |
77.100 |
76.430 |
77.035 |
+0.635 |
9,794 |
80,680 |
+581 |
Dec10 |
100723 |
74.250 |
74.500 |
74.035 |
74.350 |
+0.215 |
4,088 |
46,129 |
+226 |
Feb11 |
100723 |
75.450 |
75.900 |
75.300 |
75.800 |
+0.325 |
1,095 |
15,889 |
+95 |
Apr11 |
100723 |
76.200 |
76.650 |
76.200 |
76.475 |
+0.375 |
1,675 |
15,548 |
+1,067 |
May11 |
100723 |
79.300 |
79.680 |
79.135 |
79.680 |
+0.380 |
12 |
444 |
+11 |
Jun11 |
100723 |
82.080 |
82.750 |
81.980 |
82.600 |
+0.520 |
273 |
7,059 |
+38 |
Jul11 |
100723 |
80.500 |
80.900 |
80.250 |
80.900 |
+0.500 |
129 |
1,681 |
+49 |
Total Volume and Open Interest |
31,300 |
200,060 |
+940 |
Pork Bellies(CME) |
Jul10 |
100723 |
120.500 |
120.500 |
119.500 |
119.500 |
+3.500 |
0 |
13 |
+0 |
Aug10 |
100723 |
103.250 |
103.950 |
103.250 |
103.500 |
+2.500 |
1 |
20 |
+0 |
Feb11 |
100723 |
101.500 |
101.500 |
100.500 |
100.500 |
+0.500 |
0 |
5 |
+0 |
Mar11 |
100723 |
101.000 |
101.000 |
101.000 |
101.000 |
+0.500 |
0 |
1 |
+0 |
May11 |
100723 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
1 |
39 |
+0 |
Class III Milk(CME) |
Jul10 |
100723 |
13.75 |
13.77 |
13.72 |
13.73 |
-0.04 |
6 |
4,219 |
+5 |
Aug10 |
100723 |
14.85 |
14.97 |
14.85 |
14.91 |
+0.01 |
280 |
4,958 |
+2 |
Sep10 |
100723 |
15.10 |
15.22 |
15.05 |
15.15 |
+0.10 |
128 |
4,643 |
+71 |
Oct10 |
100723 |
14.95 |
14.98 |
14.88 |
14.93 |
+0.05 |
34 |
3,792 |
+19 |
Nov10 |
100723 |
14.69 |
14.72 |
14.62 |
14.70 |
+0.08 |
39 |
3,681 |
+17 |
Total Volume and Open Interest |
607 |
27,945 |
+146 |
Cocoa(ICE) |
Sep10 |
100723 |
2932 |
2973 |
2916 |
2966 |
+50 |
5,877 |
58,766 |
-472 |
Dec10 |
100723 |
2949 |
2999 |
2949 |
2993 |
+51 |
3,005 |
26,972 |
+1,068 |
Mar11 |
100723 |
2977 |
3024 |
2969 |
3018 |
+53 |
188 |
19,967 |
-27 |
May11 |
100723 |
2999 |
3041 |
2999 |
3038 |
+53 |
24 |
8,099 |
+15 |
Jul11 |
100723 |
3049 |
3049 |
3045 |
3049 |
+51 |
52 |
4,341 |
+51 |
Sep11 |
100723 |
3058 |
3058 |
3058 |
3058 |
+51 |
0 |
1,817 |
+0 |
Dec11 |
100723 |
3065 |
3065 |
3065 |
3065 |
+50 |
0 |
3,468 |
+0 |
Total Volume and Open Interest |
9,146 |
126,562 |
+635 |
Coffee "C"(ICE) |
Sep10 |
100723 |
161.70 |
167.60 |
160.45 |
166.00 |
+4.30 |
12,501 |
90,636 |
-1,760 |
Dec10 |
100723 |
162.10 |
168.05 |
161.15 |
166.70 |
+4.40 |
2,328 |
46,665 |
-18 |
Mar11 |
100723 |
162.00 |
167.85 |
161.60 |
166.55 |
+4.40 |
399 |
20,535 |
+23 |
May11 |
100723 |
162.00 |
167.40 |
161.60 |
166.05 |
+4.20 |
93 |
6,579 |
+70 |
Jul11 |
100723 |
161.85 |
166.80 |
161.30 |
165.70 |
+4.20 |
38 |
3,148 |
+14 |
Sep11 |
100723 |
161.45 |
166.45 |
161.45 |
165.50 |
+4.20 |
62 |
1,361 |
+0 |
Total Volume and Open Interest |
15,421 |
169,207 |
-1,671 |
Orange Juice(ICE) |
Sep10 |
100723 |
144.05 |
145.75 |
144.05 |
145.65 |
+1.60 |
748 |
18,762 |
+38 |
Nov10 |
100723 |
145.50 |
146.80 |
145.50 |
146.75 |
+1.20 |
182 |
4,282 |
+84 |
Jan11 |
100723 |
146.75 |
148.25 |
146.75 |
147.95 |
+1.35 |
19 |
1,735 |
+9 |
Mar11 |
100723 |
149.25 |
149.25 |
148.95 |
148.95 |
+1.35 |
7 |
228 |
-2 |
May11 |
100723 |
149.55 |
149.55 |
149.55 |
149.55 |
+1.55 |
0 |
154 |
+0 |
Jul11 |
100723 |
151.10 |
151.10 |
151.10 |
151.10 |
+1.55 |
0 |
199 |
+0 |
Total Volume and Open Interest |
956 |
25,364 |
+129 |
Sugar #11(ICE) |
Oct10 |
100723 |
18.39 |
18.66 |
18.09 |
18.26 |
-0.04 |
20,492 |
258,734 |
-1,011 |
Mar11 |
100723 |
18.06 |
18.31 |
17.75 |
18.05 |
+0.03 |
10,590 |
151,685 |
+1,724 |
May11 |
100723 |
17.25 |
17.48 |
17.02 |
17.28 |
+0.01 |
2,312 |
29,268 |
+264 |
Jul11 |
100723 |
16.90 |
17.02 |
16.63 |
16.79 |
-0.02 |
2,587 |
66,751 |
+449 |
Oct11 |
100723 |
16.65 |
16.65 |
16.30 |
16.60 |
+0.04 |
427 |
30,131 |
-7 |
Total Volume and Open Interest |
36,904 |
597,190 |
+1,480 |
London Cocoa(LCE) |
Sep10 |
100723 |
2270 |
2305 |
2254 |
2297 |
+24 |
5,764 |
71,357 |
-1,032 |
Dec10 |
100723 |
2157 |
2183 |
2139 |
2178 |
+21 |
4,147 |
37,728 |
+393 |
Mar11 |
100723 |
2133 |
2160 |
2121 |
2152 |
+16 |
1,743 |
31,932 |
-11 |
May11 |
100723 |
2137 |
2161 |
2126 |
2154 |
+13 |
539 |
12,171 |
+76 |
Jul11 |
100723 |
2137 |
2166 |
2128 |
2155 |
+13 |
167 |
3,502 |
+68 |
Sep11 |
100723 |
2136 |
2165 |
2132 |
2154 |
+21 |
0 |
2,492 |
+0 |
Dec11 |
100723 |
2164 |
2165 |
2151 |
2151 |
+28 |
17 |
3,146 |
+16 |
Total Volume and Open Interest |
12,377 |
166,108 |
-490 |
London Sugar(LCE) |
Oct10 |
100723 |
570.10 |
571.00 |
545.50 |
559.20 |
-0.50 |
2,178 |
36,734 |
-244 |
Dec10 |
100723 |
517.00 |
523.30 |
497.30 |
511.10 |
-1.00 |
1,156 |
10,450 |
+144 |
Mar11 |
100723 |
506.00 |
513.90 |
493.50 |
502.20 |
-1.60 |
410 |
9,621 |
-1 |
May11 |
100723 |
488.00 |
497.90 |
479.20 |
484.90 |
-2.90 |
2 |
3,198 |
+0 |
Aug11 |
100723 |
469.00 |
469.00 |
462.40 |
465.20 |
-5.10 |
0 |
2,424 |
+0 |
Total Volume and Open Interest |
3,748 |
62,696 |
-102 |
Cotton(ICE) |
Oct10 |
100723 |
79.80 |
80.47 |
79.62 |
80.32 |
+0.75 |
74 |
1,241 |
-66 |
Dec10 |
100723 |
74.75 |
75.54 |
74.51 |
75.34 |
+0.63 |
10,872 |
112,616 |
-537 |
Mar11 |
100723 |
74.02 |
74.55 |
73.50 |
74.14 |
+0.03 |
4,863 |
34,397 |
+1,705 |
May11 |
100723 |
75.05 |
75.22 |
74.38 |
74.91 |
+0.07 |
218 |
1,128 |
-51 |
Jul11 |
100723 |
76.00 |
76.21 |
75.53 |
75.82 |
+0.03 |
356 |
7,539 |
+142 |
Oct11 |
100723 |
73.25 |
73.25 |
73.25 |
73.25 |
-0.13 |
1 |
8 |
+1 |
Total Volume and Open Interest |
16,415 |
158,960 |
+1,197 |
Lumber(CME) |
Sep10 |
100723 |
210.1 |
213.5 |
208.0 |
209.5 |
+0.5 |
272 |
5,698 |
+52 |
Nov10 |
100723 |
213.3 |
217.5 |
212.7 |
215.0 |
+0.4 |
121 |
2,510 |
+57 |
Jan11 |
100723 |
233.5 |
236.0 |
232.2 |
236.0 |
+1.8 |
15 |
181 |
+2 |
Mar11 |
100723 |
243.0 |
243.0 |
243.0 |
243.0 |
+4.5 |
0 |
12 |
+0 |
Total Volume and Open Interest |
408 |
8,404 |
+111 |
Crude Oil(NYM) |
Sep10 |
100723 |
79.27 |
79.60 |
78.40 |
78.98 |
-0.32 |
322,410 |
367,138 |
+3,196 |
Oct10 |
100723 |
79.36 |
79.94 |
78.77 |
79.34 |
-0.30 |
81,213 |
88,553 |
+5,417 |
Nov10 |
100723 |
79.89 |
80.43 |
79.28 |
79.83 |
-0.29 |
35,827 |
60,149 |
+3,576 |
Dec10 |
100723 |
80.40 |
80.90 |
79.74 |
80.31 |
-0.26 |
62,743 |
200,449 |
+1,498 |
Jan11 |
100723 |
80.91 |
81.06 |
80.21 |
80.74 |
-0.24 |
14,433 |
45,754 |
+2,912 |
Feb11 |
100723 |
80.64 |
81.25 |
80.60 |
81.11 |
-0.24 |
7,169 |
17,609 |
+1,294 |
Mar11 |
100723 |
81.95 |
81.95 |
81.00 |
81.47 |
-0.23 |
2,912 |
22,193 |
-7 |
Apr11 |
100723 |
81.83 |
81.83 |
81.83 |
81.83 |
-0.22 |
2,225 |
11,644 |
-242 |
May11 |
100723 |
81.85 |
82.19 |
81.85 |
82.19 |
-0.22 |
1,556 |
8,505 |
+471 |
Jun11 |
100723 |
82.69 |
82.71 |
82.10 |
82.54 |
-0.22 |
6,469 |
46,196 |
+402 |
Jul11 |
100723 |
82.66 |
82.91 |
82.65 |
82.88 |
-0.22 |
1,317 |
25,332 |
+138 |
Aug11 |
100723 |
83.09 |
83.09 |
83.09 |
83.09 |
-0.22 |
969 |
7,208 |
-35 |
Sep11 |
100723 |
83.26 |
83.26 |
83.26 |
83.26 |
-0.22 |
878 |
7,534 |
-374 |
Oct11 |
100723 |
83.42 |
83.42 |
83.42 |
83.42 |
-0.22 |
269 |
4,985 |
+0 |
Nov11 |
100723 |
83.58 |
83.58 |
83.58 |
83.58 |
-0.21 |
257 |
10,194 |
+19 |
Dec11 |
100723 |
84.20 |
84.30 |
83.16 |
83.74 |
-0.20 |
17,171 |
98,835 |
+2,319 |
Total Volume and Open Interest |
576,372 |
1,230,232 |
+18,946 |
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 |
100723 |
79.475 |
79.925 |
78.800 |
79.350 |
-0.300 |
320 |
483 |
+90 |
Nov10 |
100723 |
80.100 |
80.225 |
79.350 |
79.825 |
-0.300 |
76 |
80 |
+0 |
Dec10 |
100723 |
80.525 |
80.525 |
79.725 |
80.300 |
-0.275 |
9 |
121 |
-1 |
Jan11 |
100723 |
80.750 |
80.750 |
80.750 |
80.750 |
-0.225 |
0 |
8 |
+0 |
Feb11 |
100723 |
81.100 |
81.100 |
81.100 |
81.100 |
-0.250 |
|
|
|
Mar11 |
100723 |
81.475 |
81.475 |
81.475 |
81.475 |
-0.225 |
0 |
1 |
+0 |
Apr11 |
100723 |
81.825 |
81.825 |
81.825 |
81.825 |
-0.225 |
|
|
|
Total Volume and Open Interest |
11,739 |
3,235 |
+126 |
Heating Oil(NYM) |
Aug10 |
100723 |
206.24 |
207.42 |
203.71 |
205.05 |
-1.19 |
34,515 |
40,694 |
-4,136 |
Sep10 |
100723 |
208.53 |
210.14 |
206.50 |
207.86 |
-1.09 |
38,342 |
68,092 |
+3,217 |
Oct10 |
100723 |
211.29 |
212.67 |
209.25 |
210.58 |
-0.93 |
9,628 |
32,701 |
+139 |
Nov10 |
100723 |
213.41 |
214.12 |
212.59 |
213.27 |
-0.93 |
3,808 |
24,053 |
+386 |
Dec10 |
100723 |
216.83 |
217.85 |
214.64 |
215.87 |
-0.96 |
11,356 |
36,072 |
-1,184 |
Jan11 |
100723 |
217.95 |
219.32 |
217.36 |
218.53 |
-1.00 |
5,054 |
26,569 |
+404 |
Feb11 |
100723 |
220.94 |
220.94 |
219.61 |
220.40 |
-1.01 |
1,684 |
11,463 |
+22 |
Mar11 |
100723 |
221.24 |
221.24 |
221.24 |
221.24 |
-0.92 |
1,395 |
9,925 |
-14 |
Apr11 |
100723 |
221.10 |
221.10 |
221.10 |
221.10 |
-0.89 |
1,045 |
6,354 |
+0 |
May11 |
100723 |
221.07 |
221.07 |
221.07 |
221.07 |
-0.83 |
675 |
6,071 |
+200 |
Jun11 |
100723 |
222.32 |
222.32 |
220.15 |
221.33 |
-0.79 |
2,132 |
19,460 |
-180 |
Jul11 |
100723 |
222.68 |
222.68 |
222.68 |
222.68 |
-0.76 |
2 |
1,986 |
+1 |
Total Volume and Open Interest |
110,425 |
302,517 |
-946 |
Gasoline(NYMEX) |
Aug10 |
100723 |
214.44 |
215.74 |
211.20 |
212.22 |
-2.44 |
27,119 |
40,849 |
-2,717 |
Sep10 |
100723 |
213.69 |
215.19 |
210.96 |
211.92 |
-2.17 |
35,169 |
90,767 |
+3,013 |
Oct10 |
100723 |
202.62 |
203.71 |
200.35 |
201.56 |
-1.32 |
12,052 |
34,458 |
-80 |
Nov10 |
100723 |
201.00 |
202.04 |
198.97 |
200.38 |
-0.89 |
6,575 |
29,291 |
+1,145 |
Dec10 |
100723 |
201.55 |
202.33 |
199.34 |
200.86 |
-0.70 |
8,348 |
17,019 |
-261 |
Jan11 |
100723 |
203.00 |
203.22 |
201.38 |
202.67 |
-0.65 |
2,229 |
8,448 |
+437 |
Feb11 |
100723 |
204.29 |
205.25 |
203.64 |
204.75 |
-0.63 |
1,121 |
3,563 |
+262 |
Mar11 |
100723 |
208.35 |
208.40 |
205.74 |
206.90 |
-0.58 |
571 |
3,101 |
+21 |
Apr11 |
100723 |
219.15 |
219.15 |
218.00 |
218.86 |
-0.67 |
1,348 |
5,290 |
+532 |
May11 |
100723 |
219.36 |
219.64 |
218.50 |
219.64 |
-0.74 |
624 |
3,626 |
+146 |
Total Volume and Open Interest |
95,629 |
247,594 |
+2,404 |
e-miNY RBOB Gasoline(NYM) |
Aug10 |
100723 |
212.20 |
212.22 |
212.20 |
212.20 |
-2.50 |
0 |
1 |
+0 |
Sep10 |
100723 |
211.90 |
211.92 |
211.90 |
211.90 |
-2.20 |
0 |
1 |
+0 |
Oct10 |
100723 |
201.60 |
201.60 |
201.56 |
201.60 |
-1.30 |
0 |
1 |
+0 |
Nov10 |
100723 |
200.40 |
200.40 |
200.38 |
200.40 |
-0.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Aug10 |
100723 |
4.655 |
4.665 |
4.552 |
4.580 |
-0.063 |
120,951 |
48,665 |
-5,261 |
Sep10 |
100723 |
4.635 |
4.650 |
4.532 |
4.563 |
-0.069 |
60,270 |
181,239 |
+2,721 |
Oct10 |
100723 |
4.680 |
4.686 |
4.569 |
4.600 |
-0.072 |
35,290 |
96,019 |
+655 |
Nov10 |
100723 |
4.905 |
4.905 |
4.814 |
4.840 |
-0.065 |
18,808 |
61,260 |
+2,934 |
Dec10 |
100723 |
5.172 |
5.180 |
5.090 |
5.127 |
-0.045 |
12,770 |
41,165 |
+613 |
Jan11 |
100723 |
5.331 |
5.346 |
5.259 |
5.292 |
-0.045 |
12,667 |
67,665 |
+486 |
Feb11 |
100723 |
5.274 |
5.318 |
5.237 |
5.268 |
-0.038 |
980 |
18,386 |
-87 |
Mar11 |
100723 |
5.171 |
5.224 |
5.145 |
5.173 |
-0.037 |
2,764 |
52,413 |
-308 |
Apr11 |
100723 |
4.997 |
5.034 |
4.960 |
4.996 |
-0.022 |
2,822 |
45,035 |
-396 |
May11 |
100723 |
5.011 |
5.040 |
4.980 |
5.012 |
-0.020 |
631 |
20,572 |
+38 |
Jun11 |
100723 |
5.072 |
5.072 |
5.046 |
5.052 |
-0.020 |
389 |
7,996 |
-4 |
Jul11 |
100723 |
5.102 |
5.130 |
5.092 |
5.103 |
-0.019 |
411 |
7,064 |
-106 |
Aug11 |
100723 |
5.147 |
5.170 |
5.115 |
5.144 |
-0.019 |
253 |
6,516 |
+81 |
Sep11 |
100723 |
5.188 |
5.192 |
5.166 |
5.168 |
-0.019 |
154 |
5,650 |
-3 |
Oct11 |
100723 |
5.274 |
5.274 |
5.238 |
5.248 |
-0.019 |
958 |
19,479 |
+164 |
Nov11 |
100723 |
5.485 |
5.490 |
5.431 |
5.464 |
-0.017 |
178 |
5,491 |
+113 |
Total Volume and Open Interest |
272,257 |
786,675 |
+1,160 |
Brent Crude Oil(ICE) |
Sep10 |
100723 |
77.66 |
78.10 |
76.92 |
77.45 |
-0.37 |
144,298 |
209,882 |
-3,530 |
Oct10 |
100723 |
78.16 |
78.58 |
77.39 |
77.92 |
-0.39 |
59,192 |
145,000 |
+6,790 |
Nov10 |
100723 |
78.75 |
79.18 |
77.99 |
78.51 |
-0.39 |
19,466 |
40,774 |
+2,543 |
Dec10 |
100723 |
79.39 |
79.75 |
78.56 |
79.10 |
-0.36 |
31,502 |
115,281 |
+546 |
Jan11 |
100723 |
79.87 |
80.12 |
79.41 |
79.60 |
-0.34 |
6,127 |
28,042 |
+539 |
Feb11 |
100723 |
80.34 |
80.34 |
79.91 |
80.07 |
-0.32 |
3,891 |
17,511 |
+899 |
Mar11 |
100723 |
80.76 |
80.78 |
80.52 |
80.53 |
-0.29 |
2,333 |
13,573 |
-23 |
Apr11 |
100723 |
81.21 |
81.23 |
80.98 |
80.98 |
-0.27 |
1,567 |
10,873 |
-82 |
May11 |
100723 |
81.60 |
81.63 |
81.37 |
81.38 |
-0.26 |
1,239 |
15,521 |
-156 |
Jun11 |
100723 |
81.99 |
82.07 |
81.35 |
81.77 |
-0.25 |
3,485 |
24,290 |
+29 |
Jul11 |
100723 |
82.13 |
82.13 |
82.13 |
82.13 |
-0.25 |
606 |
8,612 |
-75 |
Aug11 |
100723 |
82.42 |
82.42 |
82.42 |
82.42 |
-0.25 |
389 |
3,967 |
-35 |
Sep11 |
100723 |
82.65 |
82.65 |
82.65 |
82.65 |
-0.24 |
332 |
4,844 |
+14 |
Oct11 |
100723 |
82.84 |
82.84 |
82.84 |
82.84 |
-0.24 |
64 |
3,634 |
+0 |
Total Volume and Open Interest |
287,792 |
765,277 |
+9,311 |
Gas Oil(ICE) |
Aug10 |
100723 |
655.75 |
661.75 |
650.00 |
651.50 |
-1.75 |
61,931 |
113,377 |
-12,008 |
Sep10 |
100723 |
661.50 |
667.25 |
655.75 |
657.25 |
-2.00 |
74,990 |
103,264 |
+243 |
Oct10 |
100723 |
669.00 |
672.00 |
661.00 |
662.50 |
-1.75 |
37,306 |
50,474 |
+4,306 |
Nov10 |
100723 |
673.25 |
675.50 |
666.25 |
666.75 |
-2.00 |
22,559 |
36,317 |
+1,782 |
Dec10 |
100723 |
677.00 |
680.00 |
670.00 |
671.00 |
-2.25 |
27,840 |
92,111 |
-2,001 |
Jan11 |
100723 |
677.25 |
680.50 |
675.25 |
676.00 |
-2.25 |
6,174 |
37,744 |
+1,094 |
Feb11 |
100723 |
680.25 |
680.75 |
680.25 |
680.50 |
-2.25 |
2,940 |
22,670 |
+1,490 |
Mar11 |
100723 |
686.00 |
688.50 |
683.50 |
684.25 |
-2.25 |
1,802 |
14,143 |
+74 |
Apr11 |
100723 |
688.00 |
692.50 |
687.00 |
687.75 |
-2.25 |
1,048 |
13,824 |
+121 |
May11 |
100723 |
690.75 |
690.75 |
690.75 |
690.75 |
-2.25 |
796 |
15,476 |
+322 |
Total Volume and Open Interest |
246,659 |
622,972 |
-3,727 |
Ethanol(CBOT) |
Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
Aug10 |
100723 |
1.627 |
1.630 |
1.609 |
1.616 |
-0.005 |
56 |
592 |
-28 |
Sep10 |
100723 |
1.620 |
1.620 |
1.600 |
1.602 |
-0.012 |
28 |
1,200 |
+18 |
Oct10 |
100723 |
1.607 |
1.615 |
1.594 |
1.599 |
-0.010 |
10 |
1,272 |
+0 |
Nov10 |
100723 |
1.627 |
1.627 |
1.599 |
1.600 |
-0.016 |
37 |
942 |
+27 |
Dec10 |
100723 |
1.620 |
1.620 |
1.605 |
1.608 |
-0.025 |
52 |
1,961 |
-4 |
Jan11 |
100723 |
1.646 |
1.646 |
1.616 |
1.618 |
-0.025 |
14 |
1,332 |
+10 |
Feb11 |
100723 |
1.646 |
1.664 |
1.646 |
1.655 |
-0.017 |
111 |
731 |
-99 |
Total Volume and Open Interest |
677 |
11,983 |
-181 |
WTI Crude Oil(ICE |
Sep10 |
100723 |
79.20 |
79.63 |
78.40 |
78.98 |
-0.32 |
85,030 |
99,568 |
-971 |
Oct10 |
100723 |
79.47 |
79.94 |
78.78 |
79.34 |
-0.30 |
31,745 |
55,118 |
+5,922 |
Nov10 |
100723 |
79.89 |
80.43 |
79.28 |
79.83 |
-0.29 |
14,979 |
19,692 |
+1,999 |
Dec10 |
100723 |
80.39 |
80.92 |
79.74 |
80.31 |
-0.26 |
25,772 |
84,892 |
+1,398 |
Jan11 |
100723 |
81.30 |
81.30 |
80.30 |
80.74 |
-0.24 |
5,793 |
19,899 |
+2,235 |
Feb11 |
100723 |
81.43 |
81.43 |
81.03 |
81.11 |
-0.24 |
1,797 |
11,551 |
+329 |
Mar11 |
100723 |
81.80 |
81.80 |
81.00 |
81.47 |
-0.23 |
509 |
9,135 |
-1 |
Apr11 |
100723 |
81.37 |
81.91 |
81.37 |
81.83 |
-0.22 |
247 |
5,042 |
+11 |
May11 |
100723 |
81.68 |
82.26 |
81.68 |
82.19 |
-0.22 |
239 |
4,082 |
+97 |
Jun11 |
100723 |
82.60 |
82.60 |
82.05 |
82.54 |
-0.22 |
1,303 |
20,861 |
+46 |
Jul11 |
100723 |
82.88 |
82.88 |
82.88 |
82.88 |
-0.22 |
73 |
10,568 |
-8 |
Aug11 |
100723 |
83.09 |
83.09 |
83.09 |
83.09 |
-0.22 |
18 |
2,343 |
+7 |
Sep11 |
100723 |
83.26 |
83.26 |
83.26 |
83.26 |
-0.22 |
46 |
2,750 |
-31 |
Oct11 |
100723 |
83.42 |
83.42 |
83.42 |
83.42 |
-0.22 |
103 |
2,038 |
-34 |
Nov11 |
100723 |
83.58 |
83.58 |
83.58 |
83.58 |
-0.21 |
60 |
6,426 |
+10 |
Dec11 |
100723 |
84.31 |
84.31 |
83.17 |
83.74 |
-0.20 |
6,609 |
49,945 |
+163 |
Total Volume and Open Interest |
175,588 |
465,224 |
+11,181 |
US Dollar Index(ICE) |
Sep10 |
100723 |
82.690 |
83.220 |
82.390 |
82.630 |
-0.153 |
18,836 |
23,412 |
-114 |
Dec10 |
100723 |
83.080 |
83.400 |
82.940 |
82.950 |
-0.143 |
7 |
652 |
+3 |
Mar11 |
100723 |
83.310 |
83.310 |
83.310 |
83.310 |
-0.143 |
|
|
|
Total Volume and Open Interest |
18,843 |
24,065 |
-111 |
Australian Dollar(CME) |
Sep10 |
100723 |
88.80 |
89.18 |
88.42 |
89.07 |
+0.26 |
95,207 |
82,175 |
+2,920 |
Dec10 |
100723 |
87.83 |
88.13 |
87.45 |
88.08 |
+0.26 |
260 |
803 |
-88 |
Mar11 |
100723 |
87.08 |
87.08 |
86.83 |
87.08 |
+0.25 |
|
|
|
Total Volume and Open Interest |
95,467 |
83,134 |
+2,832 |
British Pound(CME) |
Sep10 |
100723 |
152.58 |
154.47 |
152.53 |
154.19 |
+1.56 |
117,746 |
122,813 |
-1,688 |
Dec10 |
100723 |
152.67 |
154.37 |
152.57 |
154.13 |
+1.56 |
263 |
403 |
+4 |
Mar11 |
100723 |
154.04 |
154.04 |
152.50 |
154.04 |
+1.54 |
0 |
4 |
+0 |
Total Volume and Open Interest |
118,009 |
123,220 |
-1,684 |
Canadian Dollar(CME) |
Sep10 |
100723 |
96.27 |
96.61 |
95.75 |
96.40 |
unch |
91,045 |
78,115 |
-579 |
Dec10 |
100723 |
95.99 |
96.42 |
95.65 |
96.25 |
unch |
278 |
3,861 |
+17 |
Mar11 |
100723 |
96.03 |
96.06 |
96.03 |
96.06 |
unch |
13 |
487 |
+11 |
Jun11 |
100723 |
95.60 |
95.86 |
95.60 |
95.86 |
+0.02 |
20 |
292 |
+19 |
Total Volume and Open Interest |
91,356 |
82,785 |
-532 |
Japanese Yen(CME) |
Sep10 |
100723 |
114.97 |
115.36 |
114.33 |
114.47 |
-0.51 |
121,293 |
129,984 |
+2,988 |
Dec10 |
100723 |
114.96 |
115.42 |
114.54 |
114.62 |
-0.50 |
126 |
628 |
-22 |
Mar11 |
100723 |
114.93 |
115.28 |
114.78 |
114.78 |
-0.50 |
0 |
9 |
+0 |
Total Volume and Open Interest |
121,419 |
130,624 |
+2,966 |
Swiss Franc(CME) |
Sep10 |
100723 |
95.88 |
96.15 |
94.71 |
95.14 |
-0.80 |
32,571 |
52,875 |
-1,894 |
Dec10 |
100723 |
96.08 |
96.12 |
94.89 |
95.27 |
-0.80 |
27 |
139 |
-1 |
Mar11 |
100723 |
95.39 |
96.20 |
95.39 |
95.39 |
-0.81 |
2 |
8 |
+0 |
Total Volume and Open Interest |
32,600 |
53,023 |
-1,895 |
EuroFX(CME) |
Sep10 |
100723 |
128.87 |
129.66 |
127.92 |
129.20 |
+0.27 |
273,136 |
220,517 |
-7,214 |
Dec10 |
100723 |
128.71 |
129.62 |
127.98 |
129.16 |
+0.27 |
415 |
2,157 |
+13 |
Mar11 |
100723 |
128.41 |
129.11 |
128.41 |
129.11 |
+0.27 |
1 |
236 |
+0 |
Total Volume and Open Interest |
273,552 |
222,917 |
-7,201 |
Mexican Peso(CME) |
Aug10 |
100723 |
785.2 |
785.2 |
782.5 |
785.2 |
+2.8 |
|
|
|
Sep10 |
100723 |
778.8 |
783.2 |
776.5 |
782.5 |
+2.8 |
26,244 |
67,547 |
-4,147 |
Total Volume and Open Interest |
26,245 |
67,925 |
-4,147 |
30-Year T-Bonds(CBOT) |
Sep10 |
100723 |
127~180 |
128~020 |
127~050 |
127~050 |
-0~300 |
|
|
|
Dec10 |
100723 |
126~050 |
126~250 |
125~230 |
125~240 |
-0~300 |
333 |
2,190 |
+106 |
Mar11 |
100723 |
124~140 |
125~120 |
124~140 |
124~140 |
-0~300 |
0 |
31 |
+0 |
Total Volume and Open Interest |
342,132 |
696,866 |
+14,349 |
10-Year T-Notes(CBOT) |
Sep10 |
100723 |
123~045 |
123~090 |
122~205 |
122~215 |
-0~160 |
1,171,157 |
1,854,570 |
+17,422 |
Dec10 |
100723 |
122~085 |
122~110 |
121~255 |
121~255 |
-0~160 |
3,855 |
8,700 |
+2,096 |
Mar11 |
100723 |
121~000 |
121~030 |
120~190 |
120~190 |
-0~160 |
3 |
66 |
+2 |
Total Volume and Open Interest |
1,175,016 |
1,863,370 |
+19,520 |
5-Year T-Notes(CBOT) |
Sep10 |
100716 |
118~093 |
119~025 |
118~090 |
119~010 |
+0~079 |
507,956 |
900,391 |
-19,947 |
Dec10 |
100723 |
118~045 |
118~045 |
118~009 |
118~009 |
-0~034 |
104 |
417 |
+29 |
Mar11 |
100723 |
117~015 |
117~049 |
117~015 |
117~015 |
-0~034 |
|
|
|
Total Volume and Open Interest |
391,428 |
933,505 |
+463 |
2 Year T-Notes(CBOT) |
Sep10 |
100723 |
54~095 |
54~095 |
54~095 |
54~095 |
-0~002 |
|
|
|
Dec10 |
100723 |
109~037 |
109~037 |
109~032 |
109~032 |
-0~005 |
1 |
59 |
+1 |
Mar11 |
100723 |
109~002 |
109~007 |
109~002 |
109~002 |
-0~005 |
|
|
|
Total Volume and Open Interest |
152,538 |
861,413 |
-509 |
Eurodollars(CME) |
Sep10 |
100723 |
99.545 |
99.550 |
99.510 |
99.530 |
-0.015 |
235,987 |
940,257 |
-16,791 |
Dec10 |
100723 |
99.505 |
99.510 |
99.460 |
99.480 |
-0.020 |
214,487 |
1,176,105 |
-305 |
Mar11 |
100723 |
99.440 |
99.445 |
99.395 |
99.405 |
-0.030 |
203,960 |
1,012,120 |
+4,570 |
Jun11 |
100723 |
99.320 |
99.330 |
99.270 |
99.280 |
-0.045 |
170,125 |
883,986 |
-834 |
Sep11 |
100723 |
99.170 |
99.175 |
99.105 |
99.115 |
-0.055 |
208,341 |
980,690 |
-8,066 |
Dec11 |
100723 |
98.950 |
98.960 |
98.885 |
98.890 |
-0.065 |
177,747 |
656,344 |
-10,275 |
Mar12 |
100723 |
98.745 |
98.755 |
98.670 |
98.680 |
-0.070 |
129,118 |
453,938 |
-1,400 |
Jun12 |
100723 |
98.525 |
98.540 |
98.450 |
98.460 |
-0.075 |
126,766 |
357,969 |
-6,377 |
Sep12 |
100723 |
98.315 |
98.335 |
98.235 |
98.245 |
-0.080 |
59,616 |
259,064 |
-1,115 |
Dec12 |
100723 |
98.095 |
98.115 |
98.015 |
98.020 |
-0.085 |
52,567 |
185,241 |
-583 |
Mar13 |
100723 |
97.920 |
97.930 |
97.820 |
97.825 |
-0.090 |
38,715 |
195,458 |
-784 |
Jun13 |
100723 |
97.705 |
97.720 |
97.605 |
97.610 |
-0.095 |
37,108 |
130,449 |
-838 |
Sep13 |
100723 |
97.490 |
97.500 |
97.385 |
97.395 |
-0.095 |
18,448 |
89,555 |
+2,528 |
Dec13 |
100723 |
97.270 |
97.280 |
97.165 |
97.170 |
-0.095 |
16,632 |
61,273 |
+1,673 |
Mar14 |
100723 |
97.070 |
97.070 |
96.970 |
96.980 |
-0.095 |
10,841 |
50,274 |
-492 |
Jun14 |
100723 |
96.875 |
96.895 |
96.775 |
96.780 |
-0.100 |
9,575 |
42,214 |
+424 |
Sep14 |
100723 |
96.700 |
96.705 |
96.585 |
96.595 |
-0.105 |
6,034 |
27,201 |
+479 |
Dec14 |
100723 |
96.505 |
96.520 |
96.400 |
96.410 |
-0.105 |
5,400 |
46,705 |
+210 |
Total Volume and Open Interest |
1,740,962 |
7,696,216 |
-33,106 |
30 Day Federal Funds(CBOT) |
Jul10 |
100723 |
99.820 |
99.820 |
99.817 |
99.817 |
unch |
3,257 |
53,448 |
-626 |
Aug10 |
100723 |
99.815 |
99.820 |
99.815 |
99.815 |
unch |
5,364 |
73,991 |
-1,654 |
Sep10 |
100723 |
99.820 |
99.820 |
99.815 |
99.815 |
unch |
4,919 |
54,370 |
-82 |
Oct10 |
100723 |
99.815 |
99.820 |
99.815 |
99.815 |
unch |
7,061 |
63,704 |
+2,065 |
Nov10 |
100723 |
99.815 |
99.815 |
99.810 |
99.810 |
unch |
10,748 |
83,019 |
+1,100 |
Dec10 |
100723 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
7,276 |
68,315 |
+186 |
Total Volume and Open Interest |
48,332 |
622,337 |
+5,559 |
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 |
100723 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
200 |
1,021 |
+150 |
Dec10 |
100723 |
99.698 |
99.698 |
99.698 |
99.698 |
unch |
200 |
542 |
+100 |
Mar11 |
100723 |
99.713 |
99.713 |
99.713 |
99.713 |
unch |
0 |
367 |
+0 |
Jun11 |
100723 |
99.713 |
99.713 |
99.713 |
99.713 |
unch |
|
|
|
Sep11 |
100723 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
Dec11 |
100723 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
|
|
|
Mar12 |
100723 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun12 |
100723 |
99.720 |
99.720 |
99.720 |
99.720 |
unch |
|
|
|
Sep12 |
100723 |
99.780 |
99.780 |
99.780 |
99.780 |
unch |
|
|
|
Dec12 |
100723 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Total Volume and Open Interest |
400 |
1,930 |
+250 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100723 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
3 |
3,460 |
+136 |
Dec10 |
100723 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
225 |
1,522 |
+0 |
Mar11 |
100723 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
1,961 |
+0 |
Jun11 |
100723 |
99.70 |
99.71 |
99.70 |
99.71 |
unch |
102 |
1,599 |
+101 |
Sep11 |
100723 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
108 |
+0 |
Dec11 |
100723 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
106 |
+0 |
Mar12 |
100723 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
305 |
+0 |
Jun12 |
100723 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
754 |
+0 |
Total Volume and Open Interest |
330 |
10,127 |
+237 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100723 |
141.75 |
141.86 |
141.60 |
141.60 |
-0.15 |
1,215 |
21,758 |
+145 |
Dec10 |
100723 |
140.85 |
140.85 |
140.85 |
140.85 |
-0.02 |
0 |
22 |
+2 |
Mar11 |
100723 |
138.76 |
138.76 |
138.76 |
138.76 |
-0.02 |
|
|
|
Total Volume and Open Interest |
1,215 |
21,780 |
+96 |
Euro-Bund(EUREX) |
Sep10 |
100723 |
128.80 |
128.91 |
127.85 |
128.33 |
-0.36 |
635,986 |
888,633 |
+11,165 |
Dec10 |
100723 |
127.44 |
127.44 |
126.41 |
126.88 |
-0.36 |
322 |
2,046 |
+102 |
Mar11 |
100723 |
126.24 |
126.98 |
126.24 |
126.98 |
-0.37 |
2 |
1 |
-1 |
Total Volume and Open Interest |
636,310 |
890,680 |
+11,266 |
Euro-Bobl(EUREX) |
Sep10 |
100723 |
120.38 |
120.38 |
119.65 |
119.96 |
-0.27 |
344,622 |
678,789 |
+5,196 |
Dec10 |
100723 |
118.67 |
118.67 |
118.66 |
118.66 |
-0.30 |
0 |
14,057 |
+0 |
Mar11 |
100723 |
117.96 |
117.96 |
117.96 |
117.96 |
-0.27 |
|
|
|
Total Volume and Open Interest |
344,622 |
692,846 |
+5,196 |
3-Mth Euribor(EUREX) |
Sep10 |
100723 |
99.030 |
99.035 |
99.015 |
99.020 |
-0.005 |
277 |
3,559 |
+73 |
Dec10 |
100723 |
98.970 |
98.970 |
98.940 |
98.945 |
-0.015 |
34 |
1,995 |
-24 |
Mar11 |
100723 |
98.900 |
98.900 |
98.885 |
98.890 |
-0.035 |
400 |
1,144 |
+19 |
Total Volume and Open Interest |
915 |
10,466 |
+68 |
Long Gilt(LIFFE) |
Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
Dec10 |
100723 |
119~02 |
119~02 |
119~02 |
119~02 |
-0~24 |
|
|
|
Total Volume and Open Interest |
55,959 |
280,590 |
-2,108 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100723 |
99.23 |
99.24 |
99.21 |
99.22 |
-0.01 |
20,840 |
349,227 |
+6,941 |
Dec10 |
100723 |
99.17 |
99.18 |
99.11 |
99.12 |
-0.05 |
45,846 |
449,341 |
+6,435 |
Mar11 |
100723 |
99.08 |
99.09 |
98.97 |
98.99 |
-0.09 |
68,430 |
309,939 |
+436 |
Jun11 |
100723 |
98.95 |
98.96 |
98.80 |
98.82 |
-0.13 |
61,494 |
324,273 |
-2,761 |
Sep11 |
100723 |
98.79 |
98.80 |
98.61 |
98.63 |
-0.16 |
80,768 |
362,058 |
+12,352 |
Dec11 |
100723 |
98.59 |
98.59 |
98.38 |
98.41 |
-0.16 |
44,372 |
285,330 |
+1,195 |
Total Volume and Open Interest |
368,565 |
2,550,459 |
+21,644 |
3-Mth Euribor(LIFFE) |
Sep10 |
100723 |
99.025 |
99.040 |
99.000 |
99.020 |
-0.005 |
126,890 |
592,724 |
+6,532 |
Dec10 |
100723 |
98.965 |
98.980 |
98.925 |
98.945 |
-0.015 |
146,612 |
498,001 |
+633 |
Mar11 |
100723 |
98.925 |
98.955 |
98.870 |
98.890 |
-0.035 |
103,343 |
479,463 |
+337 |
Total Volume and Open Interest |
853,979 |
3,290,314 |
+50,715 |
3-Mth Aus T-Bills(SFE) |
Sep10 |
100723 |
95.07 |
95.07 |
95.04 |
95.06 |
-0.02 |
16,683 |
256,347 |
+3,404 |
Dec10 |
100723 |
95.01 |
95.01 |
94.97 |
94.98 |
-0.04 |
19,621 |
193,525 |
+1,538 |
Mar11 |
100723 |
94.98 |
94.98 |
94.92 |
94.95 |
-0.04 |
10,611 |
82,710 |
+2,519 |
Jun11 |
100723 |
94.95 |
94.95 |
94.89 |
94.92 |
-0.04 |
4,245 |
64,226 |
+906 |
Sep11 |
100723 |
94.92 |
94.92 |
94.87 |
94.89 |
-0.05 |
2,127 |
37,763 |
+29 |
Dec11 |
100723 |
94.87 |
94.89 |
94.84 |
94.87 |
-0.05 |
1,761 |
28,449 |
+1,101 |
Mar12 |
100723 |
94.88 |
94.88 |
94.82 |
94.85 |
-0.06 |
1,163 |
25,149 |
+423 |
Jun12 |
100723 |
94.88 |
94.88 |
94.80 |
94.84 |
-0.05 |
408 |
10,762 |
+231 |
Sep12 |
100723 |
94.82 |
94.84 |
94.81 |
94.84 |
-0.05 |
542 |
2,488 |
-139 |
Dec12 |
100723 |
94.80 |
94.83 |
94.79 |
94.83 |
-0.04 |
30 |
1,308 |
+20 |
Total Volume and Open Interest |
57,193 |
703,685 |
+10,034 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100723 |
94.85 |
94.85 |
94.75 |
94.80 |
-0.05 |
62,026 |
387,359 |
+12,784 |
Dec10 |
100723 |
94.79 |
94.79 |
94.79 |
94.79 |
-0.05 |
|
|
|
Total Volume and Open Interest |
62,026 |
387,359 |
+12,784 |
3-Year Aus T-Bonds(SFE) |
Sep10 |
100723 |
95.30 |
95.30 |
95.22 |
95.24 |
-0.07 |
112,719 |
626,698 |
-34,801 |
Dec10 |
100723 |
95.19 |
95.19 |
95.19 |
95.19 |
-0.07 |
|
|
|
Total Volume and Open Interest |
112,719 |
626,698 |
-34,801 |
Gold(CMX) |
Aug10 |
100723 |
1195.1 |
1203.9 |
1183.4 |
1187.8 |
-7.8 |
146,975 |
227,429 |
-16,466 |
Oct10 |
100723 |
1196.6 |
1205.6 |
1185.5 |
1189.7 |
-7.7 |
9,635 |
30,952 |
+5,773 |
Dec10 |
100723 |
1198.8 |
1207.5 |
1187.2 |
1191.6 |
-7.7 |
49,118 |
158,628 |
+10,118 |
Feb11 |
100723 |
1202.0 |
1202.0 |
1192.0 |
1193.2 |
-7.7 |
742 |
20,299 |
-465 |
Apr11 |
100723 |
1201.4 |
1209.9 |
1194.7 |
1194.7 |
-7.7 |
946 |
17,444 |
-526 |
Jun11 |
100723 |
548.7 |
553.4 |
539.6 |
540.8 |
-7.7 |
1,106 |
14,665 |
-174 |
Aug11 |
100723 |
1199.7 |
1199.7 |
1198.0 |
1198.0 |
-7.6 |
727 |
7,746 |
-426 |
Oct11 |
100723 |
1199.8 |
1199.8 |
1199.8 |
1199.8 |
-7.6 |
100 |
7,154 |
+87 |
Dec11 |
100723 |
1213.2 |
1213.6 |
1201.7 |
1202.0 |
-7.5 |
1,806 |
13,213 |
+918 |
Feb12 |
100723 |
1204.3 |
1204.3 |
1204.3 |
1204.3 |
-7.4 |
305 |
6,758 |
+280 |
Apr12 |
100723 |
1206.9 |
1206.9 |
1206.9 |
1206.9 |
-7.5 |
320 |
5,069 |
+121 |
Jun12 |
100723 |
1211.3 |
1211.3 |
1210.2 |
1210.2 |
-7.6 |
155 |
9,159 |
+0 |
Total Volume and Open Interest |
212,602 |
558,862 |
-611 |
Silver(CMX) |
Jul10 |
100723 |
1811.0 |
1819.0 |
1809.0 |
1809.6 |
-1.9 |
200 |
384 |
-335 |
Sep10 |
100723 |
1813.5 |
1828.0 |
1806.0 |
1810.1 |
-1.9 |
23,881 |
60,407 |
-1,018 |
Dec10 |
100723 |
1820.0 |
1833.5 |
1811.5 |
1815.8 |
-1.9 |
2,353 |
26,024 |
+124 |
Mar11 |
100723 |
1825.0 |
1831.5 |
1820.1 |
1820.1 |
-1.8 |
136 |
10,104 |
-35 |
May11 |
100723 |
1821.5 |
1822.4 |
1821.5 |
1822.4 |
-1.8 |
44 |
7,746 |
+19 |
Jul11 |
100723 |
1831.5 |
1831.5 |
1824.4 |
1824.4 |
-1.8 |
2 |
3,853 |
+0 |
Sep11 |
100723 |
1826.4 |
1826.4 |
1826.4 |
1826.4 |
-1.5 |
4 |
466 |
+4 |
Total Volume and Open Interest |
26,671 |
116,296 |
-1,235 |
Platinum(NYMEX) |
Jul10 |
100723 |
1538.7 |
1538.7 |
1538.7 |
1538.7 |
+13.3 |
1 |
43 |
-3 |
Oct10 |
100723 |
1531.2 |
1551.8 |
1525.2 |
1542.8 |
+13.4 |
3,143 |
26,714 |
+59 |
Jan11 |
100723 |
1548.9 |
1550.9 |
1547.0 |
1547.0 |
+13.4 |
34 |
931 |
+18 |
Apr11 |
100723 |
1547.0 |
1547.0 |
1547.0 |
1547.0 |
+13.4 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,185 |
27,714 |
+68 |
Palladium(NYMEX) |
Sep10 |
100723 |
459.60 |
470.00 |
458.80 |
466.75 |
+9.85 |
1,181 |
18,354 |
-73 |
Dec10 |
100723 |
464.35 |
469.75 |
462.50 |
468.10 |
+9.85 |
112 |
912 |
+102 |
Mar11 |
100723 |
468.85 |
468.85 |
468.85 |
468.85 |
+9.85 |
17 |
37 |
+17 |
Total Volume and Open Interest |
1,310 |
19,312 |
+46 |
Copper(CMX) |
Jul10 |
100723 |
316.75 |
320.20 |
315.10 |
318.50 |
+2.45 |
354 |
891 |
-24 |
Sep10 |
100723 |
316.20 |
322.60 |
314.40 |
318.50 |
+2.05 |
41,513 |
76,398 |
-175 |
Dec10 |
100723 |
318.60 |
323.80 |
316.80 |
320.35 |
+2.10 |
5,610 |
24,651 |
-169 |
Mar11 |
100723 |
321.10 |
322.00 |
318.75 |
321.00 |
+2.10 |
1,476 |
10,985 |
-114 |
May11 |
100723 |
322.00 |
322.00 |
321.10 |
321.10 |
+2.15 |
118 |
1,350 |
-13 |
Total Volume and Open Interest |
53,447 |
132,876 |
+165 |
DJIA Index(CBOT) |
Sep10 |
100723 |
10263 |
10386 |
10240 |
10386 |
+119 |
437 |
7,473 |
+62 |
Dec10 |
100723 |
10323 |
10323 |
10203 |
10323 |
+120 |
0 |
8 |
+0 |
Mar11 |
100723 |
10266 |
10266 |
10147 |
10266 |
+119 |
|
|
|
Jun11 |
100723 |
10206 |
10206 |
10087 |
10206 |
+119 |
|
|
|
Total Volume and Open Interest |
437 |
7,481 |
+62 |
S & P 500(CME) |
Sep10 |
100723 |
1087.70 |
1101.20 |
1084.00 |
1100.60 |
+12.90 |
19,114 |
301,534 |
-388 |
Dec10 |
100723 |
1083.00 |
1097.00 |
1080.00 |
1095.90 |
+12.90 |
550 |
5,698 |
+507 |
Mar11 |
100723 |
1091.30 |
1092.40 |
1075.40 |
1091.30 |
+12.90 |
13 |
795 |
-3 |
Jun11 |
100723 |
1087.30 |
1088.40 |
1071.40 |
1087.30 |
+12.90 |
0 |
52 |
+0 |
Total Volume and Open Interest |
19,677 |
308,079 |
+116 |
S & P 500 E-Mini(Globex) |
Sep10 |
100723 |
1087.25 |
1101.50 |
1084.00 |
1100.50 |
+12.75 |
2,440,958 |
2,791,287 |
-5,015 |
Dec10 |
100723 |
1082.00 |
1096.50 |
1080.00 |
1096.00 |
+13.00 |
6,929 |
19,391 |
+1,238 |
Total Volume and Open Interest |
2,447,888 |
2,810,856 |
-3,777 |
NASDAQ 100(CME) |
Sep10 |
100723 |
1850.00 |
1877.00 |
1844.00 |
1873.80 |
+21.00 |
658 |
13,824 |
+18 |
Dec10 |
100723 |
1845.00 |
1871.50 |
1845.00 |
1871.50 |
+21.20 |
9 |
10 |
+9 |
Mar11 |
100723 |
1869.00 |
1869.80 |
1869.00 |
1869.00 |
+21.20 |
|
|
|
Total Volume and Open Interest |
667 |
13,834 |
+27 |
NASDAQ 100 E-Mini(Globex) |
Sep10 |
100723 |
1850.50 |
1876.30 |
1844.30 |
1873.80 |
+21.00 |
401,877 |
315,400 |
+598 |
Dec10 |
100723 |
1850.30 |
1873.50 |
1843.30 |
1871.50 |
+21.20 |
50 |
213 |
-9 |
Total Volume and Open Interest |
401,927 |
315,615 |
+589 |
S & P Midcap 400(CME) |
Sep10 |
100723 |
748.50 |
762.10 |
747.50 |
762.10 |
+12.90 |
0 |
2,686 |
-1 |
Dec10 |
100723 |
760.10 |
760.10 |
759.70 |
760.10 |
+12.90 |
|
|
|
Mar11 |
100723 |
758.10 |
758.10 |
757.70 |
758.10 |
+12.90 |
|
|
|
Total Volume and Open Interest |
0 |
2,686 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100723 |
9520 |
9520 |
9520 |
9520 |
+170 |
|
|
|
Dec10 |
100723 |
9520 |
9520 |
9350 |
9520 |
+170 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,876 |
30,956 |
+1,313 |
Nikkei 225(SGX) |
Sep10 |
100723 |
9225 |
9475 |
9210 |
9435 |
+230 |
114,800 |
171,623 |
-1,462 |
Dec10 |
100723 |
8380 |
9390 |
8380 |
9390 |
+230 |
172 |
2,423 |
+130 |
Mar11 |
100723 |
9385 |
9385 |
9385 |
9385 |
+235 |
0 |
41 |
+0 |
Total Volume and Open Interest |
115,172 |
175,913 |
-1,317 |
CAC 40(EURONEXT) |
Aug10 |
100723 |
3594.0 |
3635.0 |
3576.0 |
3607.0 |
+4.5 |
129,339 |
389,547 |
+1,035 |
Sep10 |
100723 |
3589.0 |
3622.5 |
3578.0 |
3603.0 |
+4.5 |
386 |
38,456 |
-171 |
Oct10 |
100723 |
3623.0 |
3623.0 |
3603.5 |
3603.5 |
+4.5 |
10 |
10 |
+10 |
Total Volume and Open Interest |
129,735 |
429,271 |
+874 |
Hang Seng Index(HKFE) |
Jul10 |
100723 |
20840 |
20918 |
20720 |
20918 |
+332 |
69,187 |
74,042 |
-377 |
Aug10 |
100723 |
20810 |
20880 |
20685 |
20880 |
+328 |
1,729 |
4,779 |
+1,499 |
Sep10 |
100723 |
20727 |
20777 |
20600 |
20777 |
+313 |
426 |
5,996 |
-599 |
Total Volume and Open Interest |
71,490 |
85,935 |
+507 |
DAX(EUREX) |
Sep10 |
100723 |
6140.0 |
6199.5 |
6116.0 |
6173.0 |
+30.0 |
145,662 |
143,833 |
-1,332 |
Dec10 |
100723 |
6140.0 |
6204.0 |
6140.0 |
6183.5 |
+30.0 |
131 |
13,198 |
-3 |
Mar11 |
100723 |
6206.0 |
6210.0 |
6195.5 |
6196.0 |
+29.5 |
92 |
1,380 |
+8 |
Total Volume and Open Interest |
145,885 |
158,411 |
-1,327 |
FT-SE 100(EURONEXT) |
Sep10 |
100723 |
5275.00 |
5323.50 |
5240.50 |
5282.00 |
+4.50 |
92,859 |
641,998 |
+3,527 |
Dec10 |
100723 |
5242.50 |
5273.00 |
5222.50 |
5260.50 |
+4.50 |
91 |
6,799 |
-15 |
Mar11 |
100723 |
5201.00 |
5220.00 |
5200.00 |
5220.00 |
+4.50 |
0 |
944 |
+0 |
Total Volume and Open Interest |
92,985 |
649,916 |
+3,512 |
SPI 200(SFE) |
Sep10 |
100723 |
4350.0 |
4451.0 |
4348.0 |
4436.0 |
+88.0 |
25,799 |
221,780 |
-802 |
Dec10 |
100723 |
4373.0 |
4457.0 |
4373.0 |
4457.0 |
+89.0 |
30 |
3,408 |
+0 |
Mar11 |
100723 |
4444.0 |
4444.0 |
4444.0 |
4444.0 |
+88.0 |
0 |
1,137 |
+0 |
Total Volume and Open Interest |
25,854 |
227,350 |
-811 |
GSCI(CME) |
Aug10 |
100723 |
515.50 |
517.00 |
514.00 |
516.00 |
-1.00 |
76 |
16,173 |
-48 |
Sep10 |
100723 |
519.90 |
520.00 |
517.00 |
518.50 |
-1.30 |
5 |
2 |
+0 |
Oct10 |
100723 |
523.00 |
523.00 |
520.00 |
521.50 |
-1.30 |
2 |
0 |
+0 |
Total Volume and Open Interest |
83 |
16,175 |
-48 |
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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