|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed July 28, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100728 |
998.00 |
1015.00 |
997.75 |
1010.50 |
+12.50 |
23,565 |
36,025 |
-3,478 |
| Sep10 |
100728 |
973.00 |
987.75 |
972.50 |
985.00 |
+12.00 |
9,385 |
25,105 |
+769 |
| Nov10 |
100728 |
965.25 |
982.50 |
965.00 |
978.00 |
+12.50 |
62,763 |
294,203 |
+4,209 |
| Jan11 |
100728 |
973.75 |
991.00 |
973.75 |
986.75 |
+12.25 |
2,881 |
51,742 |
+351 |
| Mar11 |
100728 |
980.75 |
995.00 |
980.75 |
990.75 |
+11.25 |
1,478 |
18,359 |
+156 |
| May11 |
100728 |
985.50 |
997.00 |
985.00 |
992.75 |
+10.00 |
1,764 |
18,146 |
+213 |
| Jul11 |
100728 |
991.00 |
1004.00 |
991.00 |
999.75 |
+9.00 |
1,584 |
19,071 |
-60 |
| Total Volume and Open Interest |
107,193 |
483,056 |
+3,100 |
| Soybean Meal(CBOT) |
| Aug10 |
100728 |
295.60 |
302.70 |
295.30 |
301.70 |
+7.20 |
16,246 |
20,657 |
-2,188 |
| Sep10 |
100728 |
285.00 |
292.80 |
285.00 |
291.00 |
+6.70 |
10,492 |
34,735 |
+210 |
| Oct10 |
100728 |
279.40 |
286.70 |
279.30 |
284.50 |
+5.90 |
2,701 |
15,667 |
-192 |
| Dec10 |
100728 |
278.90 |
286.40 |
278.80 |
284.20 |
+5.90 |
23,344 |
98,343 |
-1,424 |
| Jan11 |
100728 |
280.60 |
285.50 |
277.70 |
283.40 |
+5.70 |
378 |
7,221 |
+43 |
| Mar11 |
100728 |
281.10 |
285.70 |
281.10 |
284.20 |
+5.70 |
446 |
7,426 |
+60 |
| May11 |
100728 |
280.40 |
285.90 |
280.40 |
284.20 |
+5.20 |
788 |
6,053 |
-222 |
| Jul11 |
100728 |
286.40 |
287.60 |
285.30 |
285.90 |
+4.80 |
743 |
5,424 |
-7 |
| Total Volume and Open Interest |
56,909 |
199,843 |
-2,936 |
| Soybean Oil(CBOT) |
| Aug10 |
100728 |
38.53 |
38.96 |
38.52 |
38.84 |
+0.28 |
19,254 |
25,009 |
-2,995 |
| Sep10 |
100728 |
38.74 |
39.00 |
38.67 |
39.00 |
+0.29 |
11,781 |
61,380 |
+1,957 |
| Oct10 |
100728 |
38.97 |
39.18 |
38.85 |
39.18 |
+0.28 |
3,490 |
19,348 |
+322 |
| Dec10 |
100728 |
39.29 |
39.58 |
39.25 |
39.57 |
+0.28 |
29,897 |
148,631 |
+1,585 |
| Jan11 |
100728 |
39.77 |
39.82 |
39.53 |
39.82 |
+0.27 |
2,586 |
12,743 |
+764 |
| Mar11 |
100728 |
39.90 |
40.08 |
39.74 |
40.02 |
+0.26 |
817 |
6,475 |
+124 |
| May11 |
100728 |
40.09 |
40.25 |
39.97 |
40.25 |
+0.26 |
651 |
5,762 |
+101 |
| Jul11 |
100728 |
40.26 |
40.50 |
40.24 |
40.50 |
+0.25 |
225 |
4,216 |
-49 |
| Total Volume and Open Interest |
69,484 |
287,687 |
+2,069 |
| Canola(WCE) |
| Nov10 |
100728 |
449.3 |
454.4 |
447.2 |
451.1 |
+1.7 |
9,378 |
134,238 |
-2,093 |
| Jan11 |
100728 |
455.1 |
457.0 |
450.1 |
453.4 |
+2.0 |
508 |
11,014 |
+180 |
| Mar11 |
100728 |
453.4 |
453.4 |
448.0 |
451.8 |
+2.2 |
210 |
5,748 |
+31 |
| May11 |
100728 |
453.3 |
453.3 |
448.9 |
451.2 |
+3.0 |
205 |
1,933 |
-66 |
| Jul11 |
100728 |
451.4 |
451.4 |
445.0 |
448.1 |
+3.0 |
68 |
2,947 |
+38 |
| Total Volume and Open Interest |
10,379 |
157,449 |
-1,901 |
| Corn(CBOT) |
| Sep10 |
100728 |
362.75 |
379.50 |
362.25 |
376.25 |
+13.50 |
75,192 |
390,507 |
-4,056 |
| Dec10 |
100728 |
377.25 |
394.00 |
376.50 |
390.75 |
+13.75 |
115,598 |
543,684 |
+10,447 |
| Mar11 |
100728 |
390.50 |
407.00 |
390.25 |
403.50 |
+13.00 |
12,826 |
95,364 |
+2,733 |
| May11 |
100728 |
398.50 |
414.75 |
398.50 |
411.50 |
+12.75 |
3,344 |
19,017 |
+766 |
| Jul11 |
100728 |
406.75 |
421.50 |
406.25 |
418.50 |
+12.25 |
8,612 |
59,023 |
+3,261 |
| Sep11 |
100728 |
412.00 |
423.75 |
409.00 |
423.75 |
+14.75 |
311 |
6,033 |
+64 |
| Total Volume and Open Interest |
222,391 |
1,217,252 |
+13,672 |
| Wheat(CBOT) |
| Sep10 |
100728 |
593.00 |
623.25 |
592.00 |
615.50 |
+20.50 |
30,102 |
189,517 |
-916 |
| Dec10 |
100728 |
625.25 |
653.75 |
624.00 |
647.00 |
+20.00 |
16,763 |
144,594 |
+3,532 |
| Mar11 |
100728 |
651.75 |
676.00 |
651.00 |
670.75 |
+17.25 |
4,644 |
40,979 |
+681 |
| May11 |
100728 |
658.25 |
682.00 |
658.25 |
676.50 |
+15.75 |
1,257 |
21,436 |
+410 |
| Jul11 |
100728 |
664.00 |
685.00 |
662.00 |
678.50 |
+14.00 |
2,360 |
69,304 |
+502 |
| Total Volume and Open Interest |
57,864 |
496,140 |
+4,580 |
| Wheat(KCBT) |
| Sep10 |
100728 |
614.25 |
640.00 |
613.00 |
630.75 |
+15.75 |
8,852 |
55,268 |
+110 |
| Dec10 |
100728 |
631.00 |
657.00 |
630.25 |
647.75 |
+15.75 |
4,434 |
65,895 |
+378 |
| Mar11 |
100728 |
647.00 |
675.00 |
646.75 |
663.00 |
+15.25 |
2,947 |
27,050 |
+1,114 |
| May11 |
100728 |
657.00 |
678.50 |
657.00 |
669.50 |
+15.00 |
53 |
6,661 |
+9 |
| Jul11 |
100728 |
660.75 |
685.00 |
660.75 |
676.25 |
+15.00 |
1,226 |
30,174 |
+625 |
| Total Volume and Open Interest |
17,623 |
190,383 |
+2,246 |
| Wheat(MGE) |
| Sep10 |
100728 |
625.00 |
650.00 |
621.00 |
643.00 |
+17.50 |
2,273 |
16,825 |
-239 |
| Dec10 |
100728 |
639.75 |
665.00 |
639.75 |
658.75 |
+17.00 |
865 |
17,668 |
+160 |
| Mar11 |
100728 |
656.00 |
681.00 |
656.00 |
674.00 |
+16.00 |
481 |
8,763 |
+47 |
| May11 |
100728 |
674.00 |
686.00 |
674.00 |
681.50 |
+16.00 |
222 |
2,470 |
+36 |
| Jul11 |
100728 |
680.00 |
694.00 |
680.00 |
687.25 |
+15.50 |
137 |
6,855 |
+23 |
| Total Volume and Open Interest |
4,112 |
56,151 |
+48 |
| Oats(CBOT) |
| Sep10 |
100728 |
247.25 |
259.50 |
246.25 |
257.00 |
+10.50 |
363 |
3,258 |
-40 |
| Dec10 |
100728 |
258.50 |
271.50 |
258.00 |
269.25 |
+11.25 |
856 |
6,717 |
+294 |
| Mar11 |
100728 |
265.25 |
276.25 |
265.00 |
276.25 |
+11.25 |
33 |
184 |
+9 |
| May11 |
100728 |
283.25 |
283.25 |
272.00 |
283.25 |
+11.25 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
1,252 |
10,169 |
+263 |
| Rough Rice(CBOT) |
| Sep10 |
100728 |
10.00 |
10.21 |
9.95 |
10.15 |
+0.14 |
711 |
7,530 |
-196 |
| Nov10 |
100728 |
10.24 |
10.44 |
10.19 |
10.39 |
+0.13 |
618 |
5,250 |
+213 |
| Jan11 |
100728 |
10.51 |
10.65 |
10.51 |
10.65 |
+0.12 |
23 |
732 |
+20 |
| Mar11 |
100728 |
10.94 |
10.94 |
10.81 |
10.92 |
+0.11 |
7 |
673 |
+5 |
| Total Volume and Open Interest |
1,375 |
15,603 |
+53 |
| Live Cattle(CME) |
| Aug10 |
100728 |
92.550 |
92.830 |
92.100 |
92.785 |
+0.135 |
8,292 |
45,109 |
-2,327 |
| Oct10 |
100728 |
93.830 |
94.250 |
93.350 |
94.200 |
+0.270 |
12,770 |
149,900 |
+1,113 |
| Dec10 |
100728 |
95.535 |
95.900 |
95.250 |
95.885 |
+0.135 |
5,713 |
71,448 |
+869 |
| Feb11 |
100728 |
96.600 |
97.150 |
96.550 |
97.135 |
unch |
1,250 |
32,133 |
+394 |
| Apr11 |
100728 |
98.600 |
99.150 |
98.385 |
99.100 |
+0.250 |
1,211 |
18,826 |
+196 |
| Jun11 |
100728 |
95.300 |
95.700 |
95.035 |
95.700 |
+0.300 |
179 |
7,466 |
+75 |
| Total Volume and Open Interest |
29,468 |
328,603 |
+344 |
| Feeder Cattle(CME) |
| Aug10 |
100728 |
114.885 |
114.885 |
114.000 |
114.535 |
-0.365 |
2,289 |
11,967 |
-916 |
| Sep10 |
100728 |
115.035 |
115.200 |
114.400 |
114.850 |
-0.250 |
1,530 |
12,025 |
+425 |
| Oct10 |
100728 |
115.250 |
115.350 |
114.550 |
115.330 |
+0.130 |
1,289 |
8,402 |
+489 |
| Nov10 |
100728 |
114.650 |
115.000 |
114.100 |
115.000 |
-0.035 |
273 |
3,127 |
+90 |
| Jan11 |
100728 |
113.100 |
113.350 |
112.600 |
113.330 |
+0.030 |
118 |
1,187 |
+69 |
| Mar11 |
100728 |
111.830 |
112.100 |
111.600 |
112.100 |
+0.300 |
5 |
335 |
+3 |
| Apr11 |
100728 |
112.000 |
112.100 |
112.000 |
112.100 |
+0.600 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
5,524 |
37,131 |
+180 |
| Lean Hogs(CME) |
| Aug10 |
100728 |
82.150 |
83.900 |
81.800 |
83.385 |
+1.155 |
8,948 |
23,415 |
-2,526 |
| Oct10 |
100728 |
76.000 |
77.475 |
75.800 |
76.950 |
+0.725 |
12,007 |
84,546 |
+1,377 |
| Dec10 |
100728 |
73.700 |
74.700 |
73.500 |
74.500 |
+0.550 |
3,498 |
47,134 |
+341 |
| Feb11 |
100728 |
74.950 |
75.900 |
74.885 |
75.785 |
+0.400 |
1,656 |
18,418 |
+391 |
| Apr11 |
100728 |
76.000 |
76.700 |
75.800 |
76.300 |
+0.400 |
710 |
16,596 |
+202 |
| May11 |
100728 |
79.450 |
79.900 |
79.200 |
79.350 |
-0.050 |
29 |
524 |
+1 |
| Jun11 |
100728 |
81.725 |
82.600 |
81.700 |
82.600 |
+0.600 |
984 |
8,070 |
+383 |
| Jul11 |
100728 |
80.650 |
80.900 |
80.350 |
80.850 |
+0.050 |
44 |
1,943 |
+16 |
| Total Volume and Open Interest |
27,896 |
201,543 |
+203 |
| Pork Bellies(CME) |
| Aug10 |
100728 |
101.000 |
102.750 |
97.500 |
102.750 |
+3.000 |
3 |
22 |
+1 |
| Feb11 |
100728 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
7 |
+0 |
| Mar11 |
100728 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100728 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Jul11 |
100728 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
|
|
|
| Total Volume and Open Interest |
4 |
39 |
|
| Class III Milk(CME) |
| Jul10 |
100728 |
13.73 |
13.75 |
13.73 |
13.75 |
+0.01 |
4 |
4,246 |
+1 |
| Aug10 |
100728 |
14.95 |
15.00 |
14.85 |
14.89 |
-0.11 |
163 |
5,022 |
-48 |
| Sep10 |
100728 |
15.40 |
15.44 |
15.23 |
15.30 |
-0.12 |
401 |
4,900 |
+19 |
| Oct10 |
100728 |
15.05 |
15.22 |
14.92 |
15.01 |
-0.19 |
201 |
4,042 |
+124 |
| Nov10 |
100728 |
14.95 |
14.99 |
14.72 |
14.73 |
-0.20 |
41 |
3,728 |
+3 |
| Total Volume and Open Interest |
935 |
28,808 |
+184 |
| Cocoa(ICE) |
| Sep10 |
100728 |
3002 |
3024 |
2983 |
3010 |
+30 |
4,468 |
55,215 |
-736 |
| Dec10 |
100728 |
3019 |
3048 |
3007 |
3034 |
+31 |
1,896 |
29,115 |
+308 |
| Mar11 |
100728 |
3050 |
3068 |
3034 |
3059 |
+29 |
1,029 |
20,329 |
+8 |
| May11 |
100728 |
3068 |
3078 |
3068 |
3078 |
+29 |
214 |
8,168 |
+56 |
| Jul11 |
100728 |
3092 |
3092 |
3092 |
3092 |
+27 |
96 |
4,397 |
+49 |
| Sep11 |
100728 |
3098 |
3098 |
3098 |
3098 |
+27 |
44 |
1,799 |
-8 |
| Dec11 |
100728 |
3105 |
3105 |
3105 |
3105 |
+26 |
20 |
3,464 |
-5 |
| Total Volume and Open Interest |
7,767 |
125,620 |
-328 |
| Coffee "C"(ICE) |
| Sep10 |
100728 |
164.10 |
168.10 |
163.65 |
167.40 |
+3.65 |
10,743 |
86,444 |
-4,487 |
| Dec10 |
100728 |
164.35 |
169.00 |
164.35 |
168.35 |
+3.60 |
8,238 |
46,895 |
-1,172 |
| Mar11 |
100728 |
164.80 |
168.90 |
164.60 |
168.25 |
+3.55 |
1,456 |
21,532 |
+329 |
| May11 |
100728 |
165.00 |
168.45 |
164.35 |
167.90 |
+3.50 |
199 |
6,968 |
+67 |
| Jul11 |
100728 |
164.75 |
168.00 |
164.15 |
167.60 |
+3.45 |
32 |
3,187 |
+1 |
| Sep11 |
100728 |
164.40 |
167.50 |
164.35 |
167.40 |
+3.40 |
121 |
1,428 |
+18 |
| Total Volume and Open Interest |
20,796 |
166,782 |
-5,231 |
| Orange Juice(ICE) |
| Sep10 |
100728 |
146.70 |
146.90 |
144.75 |
145.50 |
-1.20 |
1,297 |
19,077 |
+110 |
| Nov10 |
100728 |
147.70 |
147.70 |
146.50 |
147.00 |
-0.85 |
156 |
4,380 |
+4 |
| Jan11 |
100728 |
147.85 |
148.20 |
147.85 |
148.20 |
-0.75 |
103 |
1,749 |
-28 |
| Mar11 |
100728 |
149.25 |
149.50 |
148.85 |
149.50 |
-0.80 |
80 |
227 |
-6 |
| May11 |
100728 |
150.50 |
150.50 |
150.50 |
150.50 |
-0.80 |
33 |
164 |
+10 |
| Jul11 |
100728 |
152.95 |
152.95 |
152.95 |
152.95 |
-0.65 |
0 |
199 |
+0 |
| Total Volume and Open Interest |
1,669 |
25,801 |
+90 |
| Sugar #11(ICE) |
| Oct10 |
100728 |
18.45 |
19.00 |
18.34 |
18.87 |
+0.45 |
33,263 |
254,655 |
-9,853 |
| Mar11 |
100728 |
18.09 |
18.35 |
17.92 |
18.31 |
+0.22 |
23,716 |
150,510 |
-2,644 |
| May11 |
100728 |
17.32 |
17.61 |
17.24 |
17.54 |
+0.17 |
6,115 |
30,962 |
+510 |
| Jul11 |
100728 |
16.83 |
16.96 |
16.65 |
16.87 |
+0.17 |
4,232 |
70,510 |
+948 |
| Oct11 |
100728 |
16.71 |
16.76 |
16.50 |
16.72 |
+0.20 |
876 |
30,598 |
-73 |
| Total Volume and Open Interest |
69,404 |
599,684 |
-10,715 |
| London Cocoa(LCE) |
| Sep10 |
100728 |
2283 |
2298 |
2261 |
2271 |
-9 |
2,700 |
67,669 |
-701 |
| Dec10 |
100728 |
2173 |
2188 |
2167 |
2172 |
+2 |
2,578 |
37,852 |
-142 |
| Mar11 |
100728 |
2145 |
2161 |
2142 |
2148 |
+5 |
1,145 |
32,881 |
+159 |
| May11 |
100728 |
2153 |
2166 |
2147 |
2153 |
+5 |
484 |
12,367 |
-10 |
| Jul11 |
100728 |
2158 |
2171 |
2157 |
2158 |
+3 |
111 |
3,595 |
-6 |
| Sep11 |
100728 |
2159 |
2162 |
2157 |
2160 |
+4 |
1 |
2,508 |
+1 |
| Dec11 |
100728 |
2162 |
2162 |
2159 |
2159 |
+6 |
48 |
4,063 |
+47 |
| Total Volume and Open Interest |
7,067 |
164,715 |
-652 |
| London Sugar(LCE) |
| Oct10 |
100728 |
567.70 |
573.90 |
563.30 |
570.50 |
+3.90 |
5,366 |
33,458 |
-2,052 |
| Dec10 |
100728 |
519.30 |
527.60 |
516.90 |
526.50 |
+7.40 |
1,051 |
11,226 |
+452 |
| Mar11 |
100728 |
508.30 |
512.60 |
502.80 |
511.00 |
+4.50 |
890 |
9,703 |
+60 |
| May11 |
100728 |
491.60 |
495.40 |
486.30 |
492.70 |
+3.60 |
90 |
3,412 |
+20 |
| Aug11 |
100728 |
469.30 |
473.90 |
466.50 |
471.30 |
+3.90 |
105 |
2,805 |
+94 |
| Total Volume and Open Interest |
7,502 |
60,874 |
-1,426 |
| Cotton(ICE) |
| Oct10 |
100728 |
81.45 |
81.50 |
80.49 |
80.57 |
-0.88 |
139 |
1,122 |
-88 |
| Dec10 |
100728 |
76.70 |
77.29 |
76.11 |
76.31 |
-0.39 |
14,592 |
114,288 |
+1,196 |
| Mar11 |
100728 |
74.27 |
75.34 |
74.27 |
74.62 |
+0.29 |
4,215 |
37,677 |
+1,759 |
| May11 |
100728 |
75.42 |
75.79 |
75.02 |
75.31 |
+0.28 |
277 |
1,379 |
+81 |
| Jul11 |
100728 |
76.78 |
76.90 |
75.90 |
76.17 |
+0.08 |
431 |
8,438 |
+343 |
| Oct11 |
100728 |
73.00 |
73.00 |
72.60 |
72.66 |
-0.46 |
1 |
8 |
+0 |
| Total Volume and Open Interest |
19,926 |
165,168 |
+3,497 |
| Lumber(CME) |
| Sep10 |
100728 |
201.1 |
204.6 |
199.6 |
200.6 |
+0.3 |
282 |
5,861 |
+114 |
| Nov10 |
100728 |
206.5 |
209.6 |
206.0 |
208.0 |
+1.4 |
93 |
2,563 |
+40 |
| Jan11 |
100728 |
224.4 |
227.5 |
224.0 |
227.5 |
+1.2 |
20 |
205 |
+6 |
| Mar11 |
100728 |
241.6 |
241.6 |
236.0 |
236.0 |
-2.0 |
1 |
13 |
+1 |
| Total Volume and Open Interest |
396 |
8,645 |
+161 |
| Crude Oil(NYM) |
| Sep10 |
100728 |
77.08 |
77.56 |
75.90 |
76.99 |
-0.51 |
227,656 |
360,939 |
-3,867 |
| Oct10 |
100728 |
77.41 |
77.93 |
76.33 |
77.44 |
-0.46 |
35,405 |
91,502 |
+1,464 |
| Nov10 |
100728 |
78.04 |
78.40 |
77.00 |
78.03 |
-0.38 |
12,647 |
64,586 |
+1,298 |
| Dec10 |
100728 |
78.54 |
79.19 |
77.49 |
78.59 |
-0.32 |
26,273 |
203,875 |
+2,490 |
| Jan11 |
100728 |
79.34 |
79.34 |
78.16 |
79.13 |
-0.27 |
4,880 |
45,142 |
-1,064 |
| Feb11 |
100728 |
79.21 |
79.67 |
78.81 |
79.63 |
-0.22 |
3,341 |
17,834 |
-24 |
| Mar11 |
100728 |
79.86 |
80.10 |
79.23 |
80.10 |
-0.17 |
3,150 |
23,227 |
-91 |
| Apr11 |
100728 |
80.25 |
80.53 |
80.25 |
80.53 |
-0.14 |
1,111 |
11,714 |
-54 |
| May11 |
100728 |
80.75 |
80.94 |
80.75 |
80.94 |
-0.12 |
766 |
8,197 |
+20 |
| Jun11 |
100728 |
81.20 |
81.39 |
80.61 |
81.32 |
-0.11 |
4,018 |
47,103 |
-168 |
| Jul11 |
100728 |
81.07 |
81.77 |
81.07 |
81.69 |
-0.08 |
738 |
25,443 |
-144 |
| Aug11 |
100728 |
81.24 |
81.99 |
81.24 |
81.91 |
-0.07 |
479 |
7,697 |
+101 |
| Sep11 |
100728 |
82.09 |
82.09 |
82.09 |
82.09 |
-0.06 |
315 |
7,817 |
+48 |
| Oct11 |
100728 |
82.24 |
82.24 |
82.24 |
82.24 |
-0.06 |
283 |
4,962 |
+7 |
| Nov11 |
100728 |
82.39 |
82.39 |
82.39 |
82.39 |
-0.06 |
271 |
10,196 |
+5 |
| Dec11 |
100728 |
82.78 |
82.80 |
81.55 |
82.55 |
-0.06 |
7,086 |
98,466 |
+116 |
| Total Volume and Open Interest |
331,200 |
1,239,209 |
+550 |
| 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 |
100728 |
77.075 |
77.550 |
75.900 |
77.000 |
+0.100 |
2,658 |
2,073 |
+235 |
| Oct10 |
100728 |
77.500 |
77.900 |
76.400 |
77.450 |
-0.450 |
272 |
770 |
+176 |
| Nov10 |
100728 |
77.975 |
78.025 |
77.125 |
78.025 |
-0.375 |
42 |
125 |
+15 |
| Dec10 |
100728 |
78.250 |
78.600 |
78.250 |
78.600 |
-0.300 |
5 |
121 |
+2 |
| Jan11 |
100728 |
78.650 |
79.125 |
78.650 |
79.125 |
-0.275 |
0 |
8 |
+0 |
| Feb11 |
100728 |
79.625 |
79.625 |
79.625 |
79.625 |
-0.225 |
|
|
|
| Mar11 |
100728 |
80.100 |
80.100 |
80.100 |
80.100 |
-0.175 |
|
|
|
| Apr11 |
100728 |
80.525 |
80.525 |
80.525 |
80.525 |
-0.150 |
|
|
|
| Total Volume and Open Interest |
7,208 |
4,410 |
+279 |
| Heating Oil(NYM) |
| Aug10 |
100728 |
199.17 |
200.82 |
197.45 |
199.64 |
-0.30 |
25,153 |
28,764 |
-3,465 |
| Sep10 |
100728 |
202.07 |
203.93 |
200.44 |
202.60 |
-0.34 |
30,107 |
73,684 |
+2,089 |
| Oct10 |
100728 |
205.90 |
206.38 |
203.39 |
205.46 |
-0.37 |
3,774 |
32,846 |
+266 |
| Nov10 |
100728 |
207.71 |
208.93 |
206.62 |
208.35 |
-0.33 |
2,399 |
26,113 |
+720 |
| Dec10 |
100728 |
210.87 |
212.22 |
209.01 |
211.10 |
-0.36 |
4,404 |
35,078 |
+159 |
| Jan11 |
100728 |
213.42 |
214.28 |
212.15 |
213.80 |
-0.38 |
725 |
25,907 |
-39 |
| Feb11 |
100728 |
215.20 |
216.28 |
214.24 |
215.73 |
-0.34 |
262 |
11,473 |
+106 |
| Mar11 |
100728 |
217.26 |
217.29 |
215.50 |
216.67 |
-0.30 |
433 |
10,339 |
+57 |
| Apr11 |
100728 |
216.66 |
216.66 |
216.66 |
216.66 |
-0.30 |
382 |
6,311 |
+124 |
| May11 |
100728 |
216.59 |
216.78 |
216.42 |
216.78 |
-0.33 |
336 |
6,572 |
+82 |
| Jun11 |
100728 |
216.99 |
217.79 |
215.48 |
217.23 |
-0.38 |
334 |
19,959 |
+22 |
| Jul11 |
100728 |
218.71 |
218.71 |
218.71 |
218.71 |
-0.38 |
57 |
2,069 |
+8 |
| Total Volume and Open Interest |
68,609 |
299,135 |
+150 |
| Gasoline(NYMEX) |
| Aug10 |
100728 |
205.38 |
206.69 |
202.86 |
206.34 |
+0.02 |
24,888 |
29,403 |
-4,967 |
| Sep10 |
100728 |
205.33 |
206.85 |
203.07 |
206.47 |
+0.06 |
29,840 |
98,297 |
+3,064 |
| Oct10 |
100728 |
196.67 |
197.15 |
194.07 |
196.81 |
-0.04 |
11,705 |
36,594 |
+1,165 |
| Nov10 |
100728 |
196.00 |
196.18 |
193.37 |
195.89 |
-0.14 |
7,100 |
32,046 |
+902 |
| Dec10 |
100728 |
195.48 |
196.30 |
193.64 |
196.30 |
-0.23 |
6,683 |
19,495 |
+1,574 |
| Jan11 |
100728 |
197.28 |
198.36 |
195.63 |
198.22 |
-0.14 |
857 |
9,819 |
+35 |
| Feb11 |
100728 |
199.56 |
200.49 |
198.82 |
200.45 |
-0.08 |
316 |
3,770 |
+80 |
| Mar11 |
100728 |
202.33 |
202.88 |
201.16 |
202.88 |
unch |
183 |
3,278 |
+42 |
| Apr11 |
100728 |
213.61 |
215.06 |
213.61 |
215.06 |
unch |
71 |
5,669 |
+3 |
| May11 |
100728 |
214.50 |
216.01 |
214.50 |
216.01 |
unch |
46 |
3,626 |
+0 |
| Total Volume and Open Interest |
82,045 |
253,355 |
+1,981 |
| e-miNY RBOB Gasoline(NYM) |
| Aug10 |
100728 |
206.30 |
206.34 |
206.30 |
206.30 |
unch |
0 |
1 |
+0 |
| Sep10 |
100728 |
206.50 |
206.50 |
206.47 |
206.50 |
+0.10 |
0 |
1 |
+0 |
| Oct10 |
100728 |
196.80 |
196.81 |
196.80 |
196.80 |
-0.10 |
0 |
1 |
+0 |
| Nov10 |
100728 |
195.90 |
195.90 |
195.89 |
195.90 |
-0.10 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
10 |
+0 |
| Natural Gas(NYM) |
| Aug10 |
100728 |
4.685 |
4.881 |
4.679 |
4.774 |
+0.099 |
77,179 |
19,491 |
-3,335 |
| Sep10 |
100728 |
4.660 |
4.863 |
4.642 |
4.718 |
+0.072 |
54,386 |
192,163 |
+4,466 |
| Oct10 |
100728 |
4.711 |
4.880 |
4.705 |
4.743 |
+0.064 |
20,802 |
97,700 |
-489 |
| Nov10 |
100728 |
4.925 |
5.049 |
4.873 |
4.917 |
+0.022 |
12,815 |
65,189 |
+1,638 |
| Dec10 |
100728 |
5.170 |
5.251 |
5.100 |
5.134 |
-0.002 |
8,576 |
40,724 |
-189 |
| Jan11 |
100728 |
5.319 |
5.393 |
5.247 |
5.282 |
-0.008 |
8,743 |
67,526 |
-49 |
| Feb11 |
100728 |
5.285 |
5.354 |
5.224 |
5.253 |
-0.010 |
978 |
18,198 |
-65 |
| Mar11 |
100728 |
5.186 |
5.255 |
5.127 |
5.157 |
-0.010 |
2,161 |
51,196 |
-82 |
| Apr11 |
100728 |
4.998 |
5.048 |
4.940 |
4.969 |
-0.013 |
1,591 |
45,117 |
+202 |
| May11 |
100728 |
4.998 |
5.066 |
4.961 |
4.983 |
-0.014 |
390 |
21,093 |
+71 |
| Jun11 |
100728 |
5.063 |
5.087 |
4.990 |
5.019 |
-0.016 |
300 |
7,915 |
-28 |
| Jul11 |
100728 |
5.110 |
5.134 |
5.050 |
5.069 |
-0.016 |
426 |
6,935 |
-141 |
| Aug11 |
100728 |
5.164 |
5.189 |
5.100 |
5.112 |
-0.016 |
410 |
6,778 |
+110 |
| Sep11 |
100728 |
5.185 |
5.186 |
5.121 |
5.134 |
-0.016 |
99 |
5,689 |
-14 |
| Oct11 |
100728 |
5.278 |
5.282 |
5.191 |
5.212 |
-0.016 |
1,332 |
19,844 |
+121 |
| Nov11 |
100728 |
5.462 |
5.475 |
5.400 |
5.415 |
-0.027 |
199 |
5,700 |
+126 |
| Total Volume and Open Interest |
191,592 |
773,946 |
+2,364 |
| Brent Crude Oil(ICE) |
| Sep10 |
100728 |
75.86 |
76.40 |
74.80 |
76.06 |
-0.07 |
94,235 |
200,270 |
-4,544 |
| Oct10 |
100728 |
76.50 |
76.84 |
75.26 |
76.50 |
-0.09 |
29,687 |
155,259 |
+1,776 |
| Nov10 |
100728 |
77.12 |
77.41 |
76.11 |
77.13 |
-0.08 |
11,430 |
45,866 |
+1,529 |
| Dec10 |
100728 |
77.82 |
78.07 |
76.52 |
77.77 |
-0.05 |
16,165 |
120,859 |
+2,042 |
| Jan11 |
100728 |
78.18 |
78.42 |
77.40 |
78.33 |
-0.01 |
1,734 |
27,818 |
+82 |
| Feb11 |
100728 |
78.86 |
78.92 |
77.93 |
78.89 |
+0.04 |
2,212 |
17,869 |
+345 |
| Mar11 |
100728 |
79.38 |
79.47 |
78.47 |
79.45 |
+0.08 |
1,628 |
13,313 |
+188 |
| Apr11 |
100728 |
78.99 |
79.98 |
78.98 |
79.98 |
+0.11 |
485 |
11,691 |
+57 |
| May11 |
100728 |
79.46 |
80.47 |
79.45 |
80.45 |
+0.12 |
279 |
16,245 |
-36 |
| Jun11 |
100728 |
80.79 |
80.99 |
79.90 |
80.89 |
+0.14 |
1,176 |
23,781 |
-109 |
| Jul11 |
100728 |
81.29 |
81.29 |
81.29 |
81.29 |
+0.16 |
97 |
8,522 |
-2 |
| Aug11 |
100728 |
81.61 |
81.61 |
81.61 |
81.61 |
+0.17 |
82 |
3,851 |
-7 |
| Sep11 |
100728 |
81.86 |
81.86 |
81.86 |
81.86 |
+0.18 |
91 |
5,063 |
+20 |
| Oct11 |
100728 |
82.06 |
82.06 |
82.06 |
82.06 |
+0.18 |
48 |
3,627 |
+1 |
| Total Volume and Open Interest |
165,478 |
780,031 |
+3,070 |
| Gas Oil(ICE) |
| Aug10 |
100728 |
640.25 |
644.00 |
632.75 |
638.50 |
-3.00 |
29,284 |
101,381 |
-2,901 |
| Sep10 |
100728 |
646.00 |
650.25 |
639.00 |
644.50 |
-2.75 |
40,238 |
101,378 |
+3,597 |
| Oct10 |
100728 |
651.25 |
655.25 |
644.75 |
650.25 |
-2.25 |
10,011 |
56,618 |
+1,603 |
| Nov10 |
100728 |
658.75 |
659.50 |
649.75 |
655.00 |
-1.75 |
2,537 |
34,217 |
+146 |
| Dec10 |
100728 |
658.75 |
663.50 |
654.00 |
659.25 |
-1.50 |
6,496 |
89,289 |
-293 |
| Jan11 |
100728 |
666.00 |
666.75 |
661.50 |
664.25 |
-1.50 |
1,920 |
38,895 |
+186 |
| Feb11 |
100728 |
669.00 |
669.00 |
669.00 |
669.00 |
-1.50 |
884 |
22,078 |
-437 |
| Mar11 |
100728 |
673.25 |
674.50 |
673.00 |
673.00 |
-1.50 |
946 |
14,586 |
+83 |
| Apr11 |
100728 |
676.50 |
676.50 |
676.50 |
676.50 |
-1.50 |
1,488 |
14,316 |
+606 |
| May11 |
100728 |
679.50 |
679.50 |
679.50 |
679.50 |
-1.50 |
990 |
15,760 |
+375 |
| Total Volume and Open Interest |
100,444 |
615,722 |
+4,216 |
| Ethanol(CBOT) |
| Jul10 |
100706 |
1.555 |
1.555 |
1.550 |
1.550 |
+0.005 |
1 |
160 |
-1 |
| Aug10 |
100728 |
1.619 |
1.644 |
1.615 |
1.641 |
+0.032 |
91 |
356 |
-47 |
| Sep10 |
100728 |
1.613 |
1.620 |
1.610 |
1.616 |
+0.031 |
43 |
1,200 |
+7 |
| Oct10 |
100728 |
1.608 |
1.615 |
1.608 |
1.613 |
+0.030 |
19 |
1,309 |
-6 |
| Nov10 |
100728 |
1.609 |
1.612 |
1.608 |
1.608 |
+0.029 |
11 |
961 |
+9 |
| Dec10 |
100728 |
1.625 |
1.625 |
1.617 |
1.619 |
+0.029 |
14 |
1,901 |
+1 |
| Jan11 |
100728 |
1.630 |
1.632 |
1.620 |
1.621 |
+0.025 |
18 |
1,316 |
-5 |
| Feb11 |
100728 |
1.655 |
1.655 |
1.647 |
1.648 |
+0.021 |
10 |
736 |
+0 |
| Total Volume and Open Interest |
292 |
11,945 |
+24 |
| WTI Crude Oil(ICE |
| Sep10 |
100728 |
77.13 |
77.73 |
75.90 |
76.99 |
-0.51 |
52,361 |
103,662 |
+1,832 |
| Oct10 |
100728 |
77.45 |
78.10 |
76.34 |
77.44 |
-0.46 |
15,226 |
62,921 |
+673 |
| Nov10 |
100728 |
77.96 |
78.51 |
76.93 |
78.03 |
-0.38 |
5,721 |
20,221 |
+538 |
| Dec10 |
100728 |
78.61 |
79.10 |
77.49 |
78.59 |
-0.32 |
6,029 |
84,567 |
-499 |
| Jan11 |
100728 |
79.22 |
79.22 |
78.21 |
79.13 |
-0.27 |
555 |
19,841 |
+122 |
| Feb11 |
100728 |
79.63 |
79.63 |
79.08 |
79.63 |
-0.22 |
215 |
11,558 |
-83 |
| Mar11 |
100728 |
79.52 |
80.10 |
79.52 |
80.10 |
-0.17 |
236 |
9,292 |
-1 |
| Apr11 |
100728 |
80.39 |
80.53 |
80.39 |
80.53 |
-0.14 |
134 |
4,960 |
+10 |
| May11 |
100728 |
80.94 |
80.94 |
80.94 |
80.94 |
-0.12 |
146 |
4,107 |
+3 |
| Jun11 |
100728 |
81.20 |
81.41 |
80.42 |
81.32 |
-0.11 |
650 |
21,725 |
+173 |
| Jul11 |
100728 |
81.69 |
81.69 |
81.69 |
81.69 |
-0.08 |
41 |
10,455 |
+19 |
| Aug11 |
100728 |
81.91 |
81.91 |
81.91 |
81.91 |
-0.07 |
45 |
2,539 |
+0 |
| Sep11 |
100728 |
82.09 |
82.09 |
82.09 |
82.09 |
-0.06 |
74 |
2,771 |
+41 |
| Oct11 |
100728 |
82.24 |
82.24 |
82.24 |
82.24 |
-0.06 |
78 |
2,384 |
+14 |
| Nov11 |
100728 |
82.39 |
82.39 |
82.39 |
82.39 |
-0.06 |
33 |
6,408 |
-10 |
| Dec11 |
100728 |
82.70 |
82.77 |
81.68 |
82.55 |
-0.06 |
1,123 |
50,178 |
+94 |
| Total Volume and Open Interest |
83,093 |
480,158 |
+3,059 |
| US Dollar Index(ICE) |
| Sep10 |
100728 |
82.305 |
82.425 |
82.070 |
82.310 |
-0.018 |
15,841 |
22,544 |
-555 |
| Dec10 |
100728 |
82.520 |
82.640 |
82.440 |
82.635 |
-0.012 |
22 |
657 |
+2 |
| Mar11 |
100728 |
82.995 |
82.995 |
82.995 |
82.995 |
-0.012 |
|
|
|
| Total Volume and Open Interest |
15,863 |
23,202 |
-553 |
| Australian Dollar(CME) |
| Sep10 |
100728 |
89.62 |
89.68 |
88.58 |
88.71 |
-0.94 |
73,624 |
88,503 |
+2,112 |
| Dec10 |
100728 |
87.98 |
88.64 |
87.65 |
87.74 |
-0.90 |
150 |
891 |
+6 |
| Mar11 |
100728 |
86.78 |
87.64 |
86.78 |
86.78 |
-0.86 |
|
|
|
| Total Volume and Open Interest |
73,774 |
89,550 |
+2,118 |
| British Pound(CME) |
| Sep10 |
100728 |
155.88 |
156.35 |
155.63 |
155.81 |
-0.04 |
75,600 |
122,810 |
-1,742 |
| Dec10 |
100728 |
155.70 |
156.21 |
155.65 |
155.74 |
-0.04 |
159 |
489 |
+44 |
| Mar11 |
100728 |
155.64 |
155.68 |
155.64 |
155.64 |
-0.04 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
75,759 |
123,303 |
-1,698 |
| Canadian Dollar(CME) |
| Sep10 |
100728 |
96.53 |
96.96 |
96.19 |
96.27 |
-0.16 |
61,900 |
81,392 |
+3,617 |
| Dec10 |
100728 |
96.34 |
96.72 |
96.04 |
96.10 |
-0.16 |
938 |
3,851 |
-31 |
| Mar11 |
100728 |
96.10 |
96.10 |
95.89 |
95.89 |
-0.16 |
16 |
488 |
-4 |
| Jun11 |
100728 |
95.85 |
95.90 |
95.65 |
95.65 |
-0.16 |
7 |
297 |
+3 |
| Total Volume and Open Interest |
62,862 |
86,058 |
+3,585 |
| Japanese Yen(CME) |
| Sep10 |
100728 |
113.86 |
114.67 |
113.85 |
114.43 |
+0.56 |
102,289 |
125,848 |
+1,214 |
| Dec10 |
100728 |
113.98 |
114.65 |
113.98 |
114.55 |
+0.54 |
282 |
660 |
+13 |
| Mar11 |
100728 |
114.70 |
114.70 |
114.16 |
114.70 |
+0.54 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
102,571 |
126,546 |
+1,227 |
| Swiss Franc(CME) |
| Sep10 |
100728 |
94.40 |
94.95 |
94.27 |
94.57 |
+0.17 |
28,227 |
55,452 |
+821 |
| Dec10 |
100728 |
94.63 |
95.00 |
94.51 |
94.67 |
+0.16 |
60 |
177 |
-9 |
| Mar11 |
100728 |
94.78 |
94.78 |
94.62 |
94.78 |
+0.16 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
28,287 |
55,638 |
+812 |
| EuroFX(CME) |
| Sep10 |
100728 |
130.00 |
130.29 |
129.68 |
129.79 |
-0.09 |
229,854 |
232,382 |
+8,837 |
| Dec10 |
100728 |
129.88 |
130.22 |
129.64 |
129.73 |
-0.10 |
1,367 |
2,156 |
+15 |
| Mar11 |
100728 |
129.66 |
129.80 |
129.66 |
129.66 |
-0.14 |
0 |
246 |
+0 |
| Total Volume and Open Interest |
231,221 |
234,791 |
+8,852 |
| Mexican Peso(CME) |
| Aug10 |
100728 |
786.8 |
787.2 |
786.8 |
786.8 |
-0.5 |
|
|
|
| Sep10 |
100728 |
786.0 |
786.2 |
781.8 |
784.0 |
-0.5 |
12,920 |
71,137 |
+1,249 |
| Total Volume and Open Interest |
12,920 |
71,515 |
+1,249 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100728 |
126~190 |
126~270 |
126~030 |
126~270 |
+0~160 |
|
|
|
| Dec10 |
100728 |
125~020 |
125~150 |
124~220 |
125~140 |
+0~160 |
339 |
2,448 |
+266 |
| Mar11 |
100728 |
124~040 |
124~040 |
123~200 |
124~040 |
+0~160 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
190,862 |
691,180 |
+9,711 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100728 |
122~100 |
122~300 |
122~075 |
122~275 |
+0~170 |
806,027 |
1,824,430 |
+39,605 |
| Dec10 |
100728 |
121~185 |
121~310 |
121~120 |
121~300 |
+0~165 |
718 |
9,642 |
+83 |
| Mar11 |
100728 |
120~235 |
120~235 |
120~070 |
120~235 |
+0~165 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
806,745 |
1,834,172 |
+39,688 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100716 |
118~093 |
119~025 |
118~090 |
119~010 |
+0~079 |
507,956 |
900,391 |
-19,947 |
| Dec10 |
100728 |
117~095 |
118~027 |
117~095 |
118~027 |
+0~054 |
353 |
1,731 |
+313 |
| Mar11 |
100728 |
117~033 |
117~033 |
116~107 |
117~033 |
+0~054 |
|
|
|
| Total Volume and Open Interest |
313,424 |
940,079 |
+9,247 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100728 |
54~093 |
54~093 |
54~092 |
54~092 |
+0~007 |
|
|
|
| Dec10 |
100728 |
109~014 |
109~028 |
109~012 |
109~027 |
+0~015 |
1 |
292 |
+0 |
| Mar11 |
100728 |
108~125 |
108~125 |
108~110 |
108~125 |
+0~015 |
|
|
|
| Total Volume and Open Interest |
194,421 |
831,816 |
-15,444 |
| Eurodollars(CME) |
| Sep10 |
100728 |
99.550 |
99.580 |
99.550 |
99.575 |
+0.030 |
91,697 |
922,590 |
-1,080 |
| Dec10 |
100728 |
99.495 |
99.530 |
99.495 |
99.525 |
+0.035 |
103,595 |
1,172,320 |
+6,690 |
| Mar11 |
100728 |
99.400 |
99.450 |
99.400 |
99.445 |
+0.050 |
112,047 |
1,009,868 |
+5,486 |
| Jun11 |
100728 |
99.255 |
99.325 |
99.255 |
99.315 |
+0.060 |
127,734 |
901,863 |
+689 |
| Sep11 |
100728 |
99.070 |
99.160 |
99.070 |
99.150 |
+0.075 |
201,650 |
981,278 |
-434 |
| Dec11 |
100728 |
98.845 |
98.950 |
98.845 |
98.940 |
+0.090 |
157,908 |
675,262 |
+14,830 |
| Mar12 |
100728 |
98.640 |
98.755 |
98.640 |
98.740 |
+0.100 |
104,575 |
461,142 |
+5,261 |
| Jun12 |
100728 |
98.415 |
98.540 |
98.415 |
98.525 |
+0.105 |
102,605 |
358,897 |
-4,311 |
| Sep12 |
100728 |
98.205 |
98.325 |
98.200 |
98.315 |
+0.110 |
47,065 |
258,539 |
+1,642 |
| Dec12 |
100728 |
97.970 |
98.100 |
97.970 |
98.085 |
+0.110 |
36,533 |
179,420 |
-2,476 |
| Mar13 |
100728 |
97.795 |
97.900 |
97.775 |
97.890 |
+0.115 |
38,724 |
208,228 |
+5,285 |
| Jun13 |
100728 |
97.580 |
97.690 |
97.560 |
97.675 |
+0.115 |
35,867 |
131,024 |
+457 |
| Sep13 |
100728 |
97.370 |
97.485 |
97.350 |
97.465 |
+0.115 |
12,514 |
90,718 |
+1,408 |
| Dec13 |
100728 |
97.140 |
97.270 |
97.130 |
97.250 |
+0.120 |
10,237 |
68,484 |
+519 |
| Mar14 |
100728 |
96.945 |
97.075 |
96.945 |
97.060 |
+0.120 |
6,901 |
52,099 |
-104 |
| Jun14 |
100728 |
96.755 |
96.875 |
96.750 |
96.860 |
+0.115 |
8,879 |
45,212 |
+1,828 |
| Sep14 |
100728 |
96.570 |
96.690 |
96.565 |
96.670 |
+0.110 |
3,019 |
28,325 |
+170 |
| Dec14 |
100728 |
96.380 |
96.495 |
96.370 |
96.480 |
+0.105 |
3,324 |
47,217 |
+156 |
| Total Volume and Open Interest |
1,217,963 |
7,745,966 |
+36,496 |
| 30 Day Federal Funds(CBOT) |
| Jul10 |
100728 |
99.817 |
99.820 |
99.815 |
99.817 |
unch |
850 |
53,587 |
+172 |
| Aug10 |
100728 |
99.810 |
99.815 |
99.810 |
99.810 |
unch |
1,665 |
73,226 |
-822 |
| Sep10 |
100728 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
7,239 |
55,302 |
-1,511 |
| Oct10 |
100728 |
99.810 |
99.815 |
99.810 |
99.810 |
unch |
3,030 |
65,608 |
+782 |
| Nov10 |
100728 |
99.805 |
99.810 |
99.805 |
99.805 |
unch |
2,573 |
83,136 |
-524 |
| Dec10 |
100728 |
99.805 |
99.810 |
99.805 |
99.805 |
unch |
3,558 |
68,769 |
-235 |
| Total Volume and Open Interest |
41,323 |
632,348 |
+191 |
| 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 |
100728 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
989 |
+0 |
| Dec10 |
100728 |
99.688 |
99.688 |
99.688 |
99.688 |
unch |
0 |
542 |
+0 |
| Mar11 |
100728 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
0 |
367 |
+0 |
| Jun11 |
100728 |
99.695 |
99.695 |
99.695 |
99.695 |
-0.003 |
|
|
|
| Sep11 |
100728 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.005 |
|
|
|
| Dec11 |
100728 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.005 |
|
|
|
| Mar12 |
100728 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
|
|
|
| Jun12 |
100728 |
99.700 |
99.700 |
99.700 |
99.700 |
-0.005 |
|
|
|
| Sep12 |
100728 |
99.760 |
99.760 |
99.760 |
99.760 |
-0.005 |
|
|
|
| Dec12 |
100728 |
99.455 |
99.455 |
99.455 |
99.455 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,898 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100728 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
3,460 |
+0 |
| Dec10 |
100728 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,522 |
+0 |
| Mar11 |
100728 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
1,961 |
+0 |
| Jun11 |
100728 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
1,699 |
+100 |
| Sep11 |
100728 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
108 |
+0 |
| Dec11 |
100728 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
106 |
+0 |
| Mar12 |
100728 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
305 |
+0 |
| Jun12 |
100728 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.01 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
0 |
10,227 |
+100 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100728 |
141.80 |
141.82 |
141.44 |
141.47 |
-0.35 |
1,418 |
20,857 |
-401 |
| Dec10 |
100728 |
141.25 |
141.25 |
140.72 |
140.72 |
-0.35 |
0 |
31 |
+10 |
| Mar11 |
100728 |
138.63 |
138.63 |
138.63 |
138.63 |
-0.35 |
|
|
|
| Total Volume and Open Interest |
1,418 |
20,888 |
-391 |
| Euro-Bund(EUREX) |
| Sep10 |
100728 |
127.63 |
128.05 |
127.45 |
127.81 |
+0.12 |
599,393 |
868,990 |
+7,923 |
| Dec10 |
100728 |
126.15 |
126.55 |
126.06 |
126.38 |
+0.10 |
132 |
2,042 |
-3 |
| Mar11 |
100728 |
126.46 |
126.46 |
126.46 |
126.46 |
+0.12 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
599,525 |
871,033 |
+7,920 |
| Euro-Bobl(EUREX) |
| Sep10 |
100728 |
119.38 |
119.72 |
119.35 |
119.57 |
+0.12 |
366,901 |
674,142 |
+14,016 |
| Dec10 |
100728 |
118.27 |
118.27 |
118.27 |
118.27 |
+0.13 |
103 |
14,143 |
+76 |
| Mar11 |
100728 |
117.57 |
117.57 |
117.57 |
117.57 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
367,004 |
688,285 |
+14,092 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100728 |
99.020 |
99.025 |
99.015 |
99.025 |
+0.010 |
453 |
3,320 |
-94 |
| Dec10 |
100728 |
98.920 |
98.920 |
98.920 |
98.920 |
+0.010 |
435 |
2,477 |
-13 |
| Mar11 |
100728 |
98.815 |
98.830 |
98.815 |
98.830 |
+0.020 |
124 |
1,255 |
+95 |
| Total Volume and Open Interest |
1,018 |
11,136 |
-180 |
| Long Gilt(LIFFE) |
| Sep10 |
100705 |
121~05 |
121~15 |
121~02 |
121~12 |
+0~11 |
97,267 |
277,853 |
-5,117 |
| Dec10 |
100728 |
118~19 |
118~19 |
118~19 |
118~19 |
+0~07 |
|
|
|
| Total Volume and Open Interest |
66,756 |
275,574 |
-2,685 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100728 |
99.22 |
99.24 |
99.22 |
99.23 |
+0.01 |
25,786 |
344,122 |
-5,414 |
| Dec10 |
100728 |
99.10 |
99.15 |
99.10 |
99.14 |
+0.03 |
40,518 |
444,001 |
-9,739 |
| Mar11 |
100728 |
98.94 |
99.00 |
98.94 |
98.99 |
+0.05 |
48,693 |
291,254 |
-7,852 |
| Jun11 |
100728 |
98.75 |
98.83 |
98.74 |
98.81 |
+0.06 |
59,462 |
294,607 |
-12,545 |
| Sep11 |
100728 |
98.53 |
98.63 |
98.51 |
98.61 |
+0.07 |
83,704 |
340,302 |
-15,526 |
| Dec11 |
100728 |
98.27 |
98.38 |
98.27 |
98.36 |
+0.07 |
76,019 |
279,103 |
-12,978 |
| Total Volume and Open Interest |
449,018 |
2,445,308 |
-72,595 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100728 |
99.015 |
99.030 |
99.010 |
99.025 |
+0.010 |
96,259 |
600,619 |
-8,030 |
| Dec10 |
100728 |
98.915 |
98.935 |
98.905 |
98.920 |
+0.010 |
146,576 |
509,214 |
+16,728 |
| Mar11 |
100728 |
98.810 |
98.855 |
98.805 |
98.830 |
+0.020 |
118,345 |
474,592 |
-6,511 |
| Total Volume and Open Interest |
1,026,116 |
3,289,594 |
-11,207 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100728 |
95.06 |
95.20 |
95.03 |
95.19 |
+0.13 |
15,838 |
265,184 |
+6,122 |
| Dec10 |
100728 |
94.95 |
95.15 |
94.91 |
95.12 |
+0.16 |
15,176 |
203,439 |
+2,063 |
| Mar11 |
100728 |
94.91 |
95.10 |
94.86 |
95.05 |
+0.13 |
6,317 |
84,030 |
+1,102 |
| Jun11 |
100728 |
94.86 |
95.06 |
94.83 |
95.00 |
+0.13 |
4,506 |
66,279 |
+21 |
| Sep11 |
100728 |
94.84 |
95.03 |
94.79 |
94.97 |
+0.12 |
1,378 |
39,114 |
+304 |
| Dec11 |
100728 |
94.79 |
94.97 |
94.74 |
94.92 |
+0.11 |
1,320 |
28,546 |
+421 |
| Mar12 |
100728 |
94.77 |
94.97 |
94.73 |
94.90 |
+0.11 |
741 |
26,736 |
+200 |
| Jun12 |
100728 |
94.74 |
94.88 |
94.71 |
94.88 |
+0.11 |
938 |
12,336 |
+843 |
| Sep12 |
100728 |
94.86 |
94.86 |
94.86 |
94.86 |
+0.10 |
1,143 |
2,150 |
-308 |
| Dec12 |
100728 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.09 |
1 |
1,328 |
+1 |
| Total Volume and Open Interest |
47,587 |
730,100 |
+10,769 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100728 |
94.72 |
94.81 |
94.67 |
94.79 |
+0.06 |
17,803 |
384,063 |
+556 |
| Dec10 |
100728 |
94.78 |
94.78 |
94.78 |
94.78 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
17,803 |
384,063 |
+556 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100728 |
95.18 |
95.34 |
95.14 |
95.30 |
+0.10 |
73,570 |
631,185 |
+7,929 |
| Dec10 |
100728 |
95.25 |
95.25 |
95.25 |
95.25 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
73,570 |
631,185 |
+7,929 |
| Gold(CMX) |
| Aug10 |
100728 |
1161.1 |
1165.0 |
1155.6 |
1160.4 |
+2.4 |
193,657 |
122,657 |
-53,409 |
| Oct10 |
100728 |
1163.0 |
1166.0 |
1157.5 |
1161.0 |
+1.1 |
6,650 |
32,068 |
-350 |
| Dec10 |
100728 |
1164.9 |
1168.8 |
1159.3 |
1162.4 |
+0.6 |
107,573 |
253,262 |
+45,025 |
| Feb11 |
100728 |
1163.6 |
1167.2 |
1162.5 |
1163.9 |
+0.6 |
510 |
19,796 |
+162 |
| Apr11 |
100728 |
1163.2 |
1166.9 |
1163.2 |
1165.3 |
+0.5 |
201 |
17,419 |
+12 |
| Jun11 |
100728 |
514.6 |
514.6 |
511.2 |
511.2 |
+0.4 |
1,319 |
16,242 |
+107 |
| Aug11 |
100728 |
1168.4 |
1168.4 |
1168.2 |
1168.2 |
+0.4 |
78 |
7,879 |
+45 |
| Oct11 |
100728 |
1169.4 |
1170.0 |
1169.4 |
1170.0 |
+0.4 |
10 |
6,860 |
+10 |
| Dec11 |
100728 |
1171.0 |
1177.0 |
1171.0 |
1172.1 |
+0.3 |
708 |
13,481 |
+332 |
| Feb12 |
100728 |
1174.6 |
1174.6 |
1174.6 |
1174.6 |
+0.2 |
200 |
6,513 |
-200 |
| Apr12 |
100728 |
1177.3 |
1177.3 |
1177.3 |
1177.3 |
+0.2 |
416 |
6,231 |
+416 |
| Jun12 |
100728 |
1178.8 |
1180.1 |
1178.8 |
1180.1 |
unch |
2,552 |
8,019 |
-1,098 |
| Total Volume and Open Interest |
319,063 |
551,017 |
-9,578 |
| Silver(CMX) |
| Jul10 |
100728 |
1751.5 |
1752.0 |
1742.3 |
1742.3 |
-19.8 |
36 |
129 |
-44 |
| Sep10 |
100728 |
1764.0 |
1774.0 |
1732.5 |
1744.1 |
-18.5 |
19,837 |
60,761 |
+354 |
| Dec10 |
100728 |
1774.0 |
1777.5 |
1740.0 |
1749.4 |
-18.8 |
1,019 |
26,357 |
+225 |
| Mar11 |
100728 |
1765.0 |
1765.0 |
1745.5 |
1753.4 |
-18.9 |
113 |
9,707 |
+30 |
| May11 |
100728 |
1773.5 |
1773.5 |
1755.8 |
1755.8 |
-18.9 |
28 |
7,758 |
+12 |
| Jul11 |
100728 |
1773.5 |
1773.5 |
1757.0 |
1757.8 |
-18.9 |
24 |
3,910 |
+17 |
| Sep11 |
100728 |
1759.8 |
1759.8 |
1759.8 |
1759.8 |
-18.9 |
3 |
486 |
+0 |
| Total Volume and Open Interest |
21,109 |
116,544 |
+622 |
| Platinum(NYMEX) |
| Oct10 |
100728 |
1533.9 |
1543.0 |
1532.6 |
1541.7 |
+5.0 |
3,170 |
27,670 |
+78 |
| Jan11 |
100728 |
1545.8 |
1546.8 |
1541.0 |
1545.7 |
+4.9 |
67 |
1,018 |
+62 |
| Apr11 |
100728 |
1545.7 |
1545.7 |
1545.7 |
1545.7 |
+4.9 |
0 |
6 |
+0 |
| Jul11 |
100728 |
1545.7 |
1545.7 |
1545.7 |
1545.7 |
+4.9 |
|
|
|
| Total Volume and Open Interest |
3,244 |
28,754 |
+140 |
| Palladium(NYMEX) |
| Sep10 |
100728 |
467.65 |
470.60 |
467.15 |
468.75 |
+2.20 |
1,625 |
18,864 |
+121 |
| Dec10 |
100728 |
471.00 |
471.80 |
469.95 |
470.20 |
+2.25 |
5 |
923 |
+0 |
| Mar11 |
100728 |
470.95 |
470.95 |
470.95 |
470.95 |
+2.25 |
2 |
39 |
+2 |
| Total Volume and Open Interest |
1,633 |
19,834 |
+124 |
| Copper(CMX) |
| Jul10 |
100728 |
323.75 |
325.55 |
319.00 |
324.00 |
+3.50 |
450 |
556 |
-116 |
| Sep10 |
100728 |
319.80 |
326.50 |
318.60 |
324.55 |
+3.90 |
29,013 |
75,130 |
+116 |
| Dec10 |
100728 |
321.70 |
328.50 |
320.80 |
326.65 |
+3.95 |
2,814 |
26,891 |
+938 |
| Mar11 |
100728 |
327.80 |
328.20 |
327.25 |
327.60 |
+4.00 |
1,077 |
11,453 |
+122 |
| May11 |
100728 |
327.75 |
327.90 |
326.90 |
327.90 |
+4.05 |
61 |
1,345 |
-19 |
| Total Volume and Open Interest |
34,613 |
134,591 |
+1,134 |
| DJIA Index(CBOT) |
| Sep10 |
100728 |
10483 |
10525 |
10420 |
10448 |
-46 |
528 |
8,272 |
+168 |
| Dec10 |
100728 |
10384 |
10430 |
10384 |
10384 |
-46 |
0 |
8 |
+0 |
| Mar11 |
100728 |
10328 |
10374 |
10328 |
10328 |
-46 |
|
|
|
| Jun11 |
100728 |
10268 |
10314 |
10268 |
10268 |
-46 |
|
|
|
| Total Volume and Open Interest |
528 |
8,280 |
+168 |
| S & P 500(CME) |
| Sep10 |
100728 |
1110.20 |
1115.60 |
1099.50 |
1102.10 |
-8.80 |
15,083 |
302,626 |
+2,557 |
| Dec10 |
100728 |
1103.00 |
1104.20 |
1097.40 |
1097.40 |
-8.80 |
14 |
5,752 |
+1 |
| Mar11 |
100728 |
1092.80 |
1094.10 |
1092.80 |
1092.80 |
-8.80 |
155 |
832 |
+37 |
| Jun11 |
100728 |
1088.80 |
1090.10 |
1088.80 |
1088.80 |
-8.80 |
155 |
182 |
+130 |
| Total Volume and Open Interest |
15,407 |
309,392 |
+2,725 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100728 |
1110.50 |
1115.75 |
1099.25 |
1102.00 |
-9.00 |
1,543,914 |
2,745,169 |
-25,731 |
| Dec10 |
100728 |
1106.00 |
1111.00 |
1094.50 |
1097.50 |
-8.75 |
861 |
21,444 |
+172 |
| Total Volume and Open Interest |
1,544,916 |
2,766,824 |
-25,536 |
| NASDAQ 100(CME) |
| Sep10 |
100728 |
1888.00 |
1894.00 |
1865.00 |
1869.80 |
-16.70 |
905 |
13,308 |
+30 |
| Dec10 |
100728 |
1879.00 |
1887.00 |
1866.00 |
1867.80 |
-16.70 |
0 |
12 |
+0 |
| Mar11 |
100728 |
1865.30 |
1866.50 |
1865.30 |
1865.30 |
-16.70 |
|
|
|
| Total Volume and Open Interest |
905 |
13,320 |
+30 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100728 |
1885.80 |
1894.80 |
1864.80 |
1869.80 |
-16.70 |
254,147 |
322,988 |
-1,978 |
| Dec10 |
100728 |
1890.30 |
1891.80 |
1864.50 |
1867.80 |
-16.70 |
38 |
242 |
+4 |
| Total Volume and Open Interest |
254,186 |
323,233 |
-1,973 |
| S & P Midcap 400(CME) |
| Sep10 |
100728 |
763.50 |
772.00 |
758.00 |
760.20 |
-11.60 |
3 |
2,484 |
-42 |
| Dec10 |
100728 |
758.20 |
759.80 |
758.20 |
758.20 |
-11.60 |
|
|
|
| Mar11 |
100728 |
756.20 |
757.80 |
756.20 |
756.20 |
-11.60 |
|
|
|
| Total Volume and Open Interest |
3 |
2,484 |
-42 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100728 |
9640 |
9775 |
9635 |
9695 |
+40 |
|
|
|
| Dec10 |
100728 |
9790 |
9790 |
9655 |
9695 |
+40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,812 |
30,071 |
-222 |
| Nikkei 225(SGX) |
| Sep10 |
100728 |
9540 |
9760 |
9530 |
9730 |
+215 |
80,063 |
173,828 |
-803 |
| Dec10 |
100728 |
9500 |
9680 |
9500 |
9680 |
+215 |
140 |
2,416 |
-20 |
| Mar11 |
100728 |
9675 |
9675 |
9675 |
9675 |
+215 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
80,316 |
178,198 |
-823 |
| CAC 40(EURONEXT) |
| Aug10 |
100728 |
3688.0 |
3701.0 |
3650.0 |
3669.5 |
+2.5 |
91,337 |
395,948 |
-1,196 |
| Sep10 |
100728 |
3674.0 |
3694.0 |
3654.5 |
3665.5 |
+3.5 |
651 |
39,022 |
+123 |
| Oct10 |
100728 |
3667.5 |
3667.5 |
3667.5 |
3667.5 |
+2.5 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
91,988 |
436,248 |
-1,073 |
| Hang Seng Index(HKFE) |
| Jul10 |
100728 |
20976 |
21225 |
20889 |
21051 |
+87 |
71,879 |
46,668 |
-23,516 |
| Aug10 |
100728 |
20935 |
21196 |
20858 |
21032 |
+101 |
18,528 |
52,437 |
+35,036 |
| Sep10 |
100728 |
20803 |
21100 |
20786 |
20939 |
+97 |
919 |
5,670 |
+209 |
| Total Volume and Open Interest |
91,424 |
105,956 |
+11,825 |
| DAX(EUREX) |
| Sep10 |
100728 |
6245.0 |
6254.0 |
6151.5 |
6177.5 |
-33.0 |
103,186 |
151,992 |
-791 |
| Dec10 |
100728 |
6260.0 |
6260.0 |
6163.5 |
6188.0 |
-32.5 |
51 |
13,493 |
+14 |
| Mar11 |
100728 |
6263.0 |
6264.5 |
6201.5 |
6201.5 |
-32.5 |
31 |
1,686 |
+9 |
| Total Volume and Open Interest |
103,268 |
167,171 |
-768 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100728 |
5360.00 |
5372.50 |
5267.00 |
5296.00 |
-31.00 |
72,698 |
642,726 |
-3,978 |
| Dec10 |
100728 |
5337.00 |
5337.00 |
5266.00 |
5274.50 |
-31.00 |
4 |
6,716 |
+2 |
| Mar11 |
100728 |
5234.00 |
5234.00 |
5234.00 |
5234.00 |
-31.00 |
0 |
961 |
+0 |
| Total Volume and Open Interest |
72,738 |
650,589 |
-3,975 |
| SPI 200(SFE) |
| Sep10 |
100728 |
4478.0 |
4518.0 |
4463.0 |
4508.0 |
+37.0 |
22,795 |
227,645 |
+2,410 |
| Dec10 |
100728 |
4531.0 |
4531.0 |
4531.0 |
4531.0 |
+36.0 |
79 |
3,466 |
+12 |
| Mar11 |
100728 |
4520.0 |
4520.0 |
4520.0 |
4520.0 |
+36.0 |
29 |
1,353 |
+0 |
| Total Volume and Open Interest |
22,980 |
233,712 |
+2,498 |
| GSCI(CME) |
| Aug10 |
100728 |
509.00 |
510.00 |
505.00 |
509.00 |
unch |
74 |
16,053 |
-13 |
| Sep10 |
100728 |
512.00 |
514.00 |
511.50 |
512.00 |
unch |
0 |
2 |
+0 |
| Oct10 |
100728 |
515.00 |
517.00 |
514.50 |
515.00 |
unch |
|
|
|
| Total Volume and Open Interest |
74 |
16,055 |
-13 |
| 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. |
|
|