|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue August 03, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100803 |
1051.00 |
1054.00 |
1037.50 |
1053.50 |
+0.25 |
10,588 |
7,237 |
-4,873 |
| Sep10 |
100803 |
1017.25 |
1023.50 |
1006.00 |
1022.75 |
+3.50 |
14,680 |
24,795 |
-549 |
| Nov10 |
100803 |
1008.00 |
1018.50 |
997.75 |
1018.00 |
+8.00 |
80,357 |
313,869 |
+8,933 |
| Jan11 |
100803 |
1014.75 |
1025.25 |
1005.00 |
1024.75 |
+8.50 |
9,295 |
54,490 |
+784 |
| Mar11 |
100803 |
1016.00 |
1026.25 |
1007.50 |
1026.25 |
+8.75 |
6,976 |
20,034 |
+957 |
| May11 |
100803 |
1014.00 |
1024.75 |
1005.25 |
1024.75 |
+9.25 |
5,278 |
20,568 |
+1,221 |
| Jul11 |
100803 |
1018.00 |
1030.00 |
1012.50 |
1030.00 |
+8.50 |
3,425 |
20,167 |
+625 |
| Total Volume and Open Interest |
133,392 |
482,222 |
+7,944 |
| Soybean Meal(CBOT) |
| Aug10 |
100803 |
311.00 |
311.00 |
305.90 |
308.30 |
-2.60 |
7,009 |
7,170 |
-2,229 |
| Sep10 |
100803 |
298.20 |
300.10 |
293.10 |
296.80 |
-1.00 |
13,216 |
35,470 |
+97 |
| Oct10 |
100803 |
290.00 |
299.80 |
286.00 |
290.40 |
+0.40 |
3,259 |
18,439 |
+347 |
| Dec10 |
100803 |
289.40 |
291.90 |
285.30 |
290.00 |
+0.70 |
23,927 |
102,271 |
+368 |
| Jan11 |
100803 |
289.20 |
289.50 |
285.10 |
288.80 |
+0.80 |
1,654 |
7,091 |
-291 |
| Mar11 |
100803 |
284.30 |
289.00 |
284.00 |
288.00 |
+0.90 |
2,057 |
7,541 |
-38 |
| May11 |
100803 |
286.70 |
287.80 |
283.00 |
286.00 |
+0.70 |
1,204 |
6,502 |
+167 |
| Jul11 |
100803 |
286.00 |
287.70 |
283.40 |
286.70 |
+0.60 |
1,306 |
5,625 |
+262 |
| Total Volume and Open Interest |
54,042 |
194,702 |
-1,119 |
| Soybean Oil(CBOT) |
| Aug10 |
100803 |
40.28 |
41.05 |
40.23 |
40.95 |
+0.51 |
12,593 |
6,820 |
-2,306 |
| Sep10 |
100803 |
40.46 |
41.20 |
40.16 |
41.08 |
+0.51 |
19,437 |
60,939 |
-178 |
| Oct10 |
100803 |
40.68 |
41.39 |
40.40 |
41.27 |
+0.51 |
6,769 |
19,735 |
-589 |
| Dec10 |
100803 |
41.13 |
41.80 |
40.77 |
41.68 |
+0.51 |
42,095 |
159,079 |
+4,044 |
| Jan11 |
100803 |
41.23 |
42.03 |
41.05 |
41.91 |
+0.51 |
2,288 |
13,438 |
+101 |
| Mar11 |
100803 |
41.53 |
42.21 |
41.21 |
42.11 |
+0.52 |
1,360 |
7,138 |
+231 |
| May11 |
100803 |
41.63 |
42.40 |
41.56 |
42.30 |
+0.51 |
746 |
6,635 |
+422 |
| Jul11 |
100803 |
41.95 |
42.64 |
41.93 |
42.55 |
+0.51 |
806 |
5,494 |
+498 |
| Total Volume and Open Interest |
86,225 |
283,462 |
+2,263 |
| Canola(WCE) |
| Nov10 |
100803 |
460.5 |
467.0 |
460.5 |
465.3 |
+5.7 |
6,004 |
135,331 |
+487 |
| Jan11 |
100803 |
464.2 |
469.1 |
464.0 |
467.5 |
+5.9 |
1,285 |
11,127 |
-162 |
| Mar11 |
100803 |
461.6 |
467.8 |
461.6 |
466.0 |
+6.0 |
480 |
6,002 |
+223 |
| May11 |
100803 |
460.1 |
465.9 |
460.1 |
464.0 |
+5.1 |
18 |
1,911 |
+0 |
| Jul11 |
100803 |
456.0 |
464.0 |
456.0 |
461.0 |
+5.0 |
119 |
3,038 |
+51 |
| Total Volume and Open Interest |
7,906 |
158,982 |
+599 |
| Corn(CBOT) |
| Sep10 |
100803 |
390.00 |
394.50 |
385.00 |
389.50 |
-1.00 |
91,621 |
369,602 |
-911 |
| Dec10 |
100803 |
404.00 |
408.75 |
399.25 |
404.00 |
-0.50 |
168,491 |
559,018 |
+3,505 |
| Mar11 |
100803 |
415.75 |
421.25 |
412.25 |
416.50 |
unch |
23,584 |
97,255 |
+1,510 |
| May11 |
100803 |
423.00 |
428.00 |
419.75 |
424.00 |
unch |
3,159 |
20,147 |
+533 |
| Jul11 |
100803 |
429.50 |
434.25 |
426.00 |
430.50 |
unch |
11,215 |
61,401 |
+314 |
| Sep11 |
100803 |
430.00 |
431.00 |
426.00 |
429.00 |
-1.75 |
1,720 |
7,866 |
+488 |
| Total Volume and Open Interest |
316,818 |
1,224,623 |
+9,072 |
| Wheat(CBOT) |
| Sep10 |
100803 |
692.00 |
697.50 |
674.75 |
680.00 |
-13.25 |
80,164 |
175,906 |
-1,998 |
| Dec10 |
100803 |
722.00 |
728.00 |
705.00 |
709.75 |
-13.75 |
56,235 |
160,508 |
+4,532 |
| Mar11 |
100803 |
740.00 |
745.25 |
721.50 |
730.50 |
-11.25 |
18,231 |
46,857 |
+1,820 |
| May11 |
100803 |
743.00 |
743.25 |
728.00 |
730.00 |
-13.50 |
3,170 |
21,934 |
-47 |
| Jul11 |
100803 |
733.75 |
746.00 |
721.00 |
726.75 |
-12.25 |
12,770 |
69,480 |
-131 |
| Total Volume and Open Interest |
175,482 |
508,193 |
+5,007 |
| Wheat(KCBT) |
| Sep10 |
100803 |
699.50 |
704.00 |
682.50 |
685.00 |
-15.50 |
24,581 |
52,308 |
-1,732 |
| Dec10 |
100803 |
715.00 |
723.00 |
699.25 |
701.75 |
-15.25 |
19,647 |
73,025 |
+2,406 |
| Mar11 |
100803 |
729.00 |
733.50 |
712.50 |
714.25 |
-16.00 |
7,916 |
32,409 |
+2,434 |
| May11 |
100803 |
730.00 |
731.75 |
715.50 |
716.25 |
-16.00 |
716 |
6,489 |
+60 |
| Jul11 |
100803 |
725.25 |
729.50 |
710.00 |
713.50 |
-16.00 |
7,000 |
33,063 |
-114 |
| Total Volume and Open Interest |
60,534 |
202,876 |
+2,982 |
| Wheat(MGE) |
| Sep10 |
100803 |
709.75 |
714.00 |
688.00 |
697.00 |
-16.25 |
4,322 |
16,552 |
-30 |
| Dec10 |
100803 |
725.75 |
728.25 |
701.25 |
710.75 |
-17.50 |
3,013 |
18,224 |
-24 |
| Mar11 |
100803 |
734.00 |
742.75 |
721.00 |
724.25 |
-16.00 |
1,983 |
9,318 |
+295 |
| May11 |
100803 |
744.50 |
744.75 |
729.50 |
730.25 |
-14.75 |
867 |
2,316 |
-225 |
| Jul11 |
100803 |
744.00 |
747.75 |
721.50 |
729.25 |
-14.50 |
848 |
7,038 |
-86 |
| Total Volume and Open Interest |
11,715 |
58,183 |
+126 |
| Oats(CBOT) |
| Sep10 |
100803 |
276.25 |
277.50 |
260.00 |
275.00 |
-1.50 |
973 |
2,307 |
-355 |
| Dec10 |
100803 |
290.25 |
291.00 |
273.00 |
288.00 |
-1.50 |
1,684 |
8,001 |
+487 |
| Mar11 |
100803 |
281.00 |
296.50 |
281.00 |
295.00 |
-1.50 |
34 |
308 |
+27 |
| May11 |
100803 |
303.50 |
303.50 |
302.00 |
302.00 |
-1.50 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
2,691 |
10,626 |
+159 |
| Rough Rice(CBOT) |
| Sep10 |
100803 |
10.71 |
10.91 |
10.69 |
10.76 |
+0.07 |
1,245 |
6,640 |
-165 |
| Nov10 |
100803 |
10.98 |
11.20 |
10.94 |
11.02 |
+0.06 |
1,328 |
7,467 |
+842 |
| Jan11 |
100803 |
11.22 |
11.40 |
11.22 |
11.28 |
+0.06 |
66 |
901 |
+33 |
| Mar11 |
100803 |
11.57 |
11.57 |
11.49 |
11.55 |
+0.06 |
3 |
723 |
+2 |
| Total Volume and Open Interest |
2,683 |
17,286 |
+724 |
| Live Cattle(CME) |
| Aug10 |
100803 |
92.150 |
92.430 |
91.500 |
91.885 |
-0.295 |
8,891 |
37,412 |
-1,346 |
| Oct10 |
100803 |
94.300 |
94.900 |
93.750 |
94.230 |
-0.200 |
20,313 |
157,515 |
+3,988 |
| Dec10 |
100803 |
95.900 |
96.400 |
95.385 |
95.800 |
-0.130 |
9,250 |
71,131 |
-569 |
| Feb11 |
100803 |
97.350 |
97.850 |
96.950 |
97.450 |
-0.030 |
2,852 |
33,500 |
+322 |
| Apr11 |
100803 |
99.100 |
100.000 |
98.850 |
99.300 |
-0.180 |
1,156 |
20,085 |
+436 |
| Jun11 |
100803 |
95.950 |
96.250 |
95.450 |
95.950 |
-0.030 |
607 |
8,624 |
+416 |
| Total Volume and Open Interest |
43,237 |
332,248 |
+3,288 |
| Feeder Cattle(CME) |
| Aug10 |
100803 |
112.700 |
113.050 |
112.385 |
113.000 |
+0.400 |
1,399 |
9,213 |
-380 |
| Sep10 |
100803 |
112.900 |
113.230 |
112.700 |
112.830 |
+0.195 |
2,680 |
12,491 |
-432 |
| Oct10 |
100803 |
113.750 |
114.200 |
113.500 |
113.885 |
+0.155 |
2,750 |
10,909 |
+993 |
| Nov10 |
100803 |
113.800 |
114.250 |
113.700 |
114.035 |
+0.135 |
438 |
3,515 |
+95 |
| Jan11 |
100803 |
112.350 |
112.730 |
112.330 |
112.600 |
+0.400 |
157 |
1,488 |
+43 |
| Mar11 |
100803 |
111.350 |
111.400 |
111.135 |
111.400 |
+0.300 |
20 |
467 |
-36 |
| Apr11 |
100803 |
111.400 |
111.400 |
111.400 |
111.400 |
+0.150 |
0 |
37 |
-1 |
| Total Volume and Open Interest |
7,451 |
38,225 |
+288 |
| Lean Hogs(CME) |
| Aug10 |
100803 |
87.080 |
87.385 |
86.400 |
87.000 |
+0.100 |
6,244 |
18,923 |
-959 |
| Oct10 |
100803 |
79.800 |
79.950 |
78.750 |
78.930 |
-0.670 |
15,060 |
95,548 |
+3,829 |
| Dec10 |
100803 |
75.885 |
75.975 |
75.150 |
75.680 |
-0.020 |
7,788 |
49,723 |
+63 |
| Feb11 |
100803 |
76.785 |
77.050 |
76.180 |
77.035 |
+0.250 |
1,835 |
20,722 |
+578 |
| Apr11 |
100803 |
77.400 |
77.500 |
76.785 |
77.225 |
+0.625 |
1,147 |
17,173 |
+92 |
| May11 |
100803 |
80.250 |
80.400 |
80.000 |
80.400 |
+0.200 |
36 |
617 |
+33 |
| Jun11 |
100803 |
83.080 |
83.180 |
82.700 |
82.980 |
-0.100 |
832 |
8,775 |
+116 |
| Jul11 |
100803 |
81.400 |
81.500 |
81.000 |
81.350 |
-0.050 |
160 |
2,186 |
+120 |
| Total Volume and Open Interest |
33,431 |
215,050 |
+3,978 |
| Pork Bellies(CME) |
| Aug10 |
100803 |
109.500 |
109.500 |
109.500 |
109.500 |
+3.000 |
1 |
20 |
+1 |
| Feb11 |
100803 |
102.000 |
102.000 |
102.000 |
102.000 |
+0.800 |
0 |
7 |
+0 |
| Mar11 |
100803 |
101.500 |
101.500 |
101.500 |
101.500 |
+0.500 |
0 |
1 |
+0 |
| May11 |
100803 |
102.000 |
102.000 |
102.000 |
102.000 |
+0.500 |
|
|
|
| Jul11 |
100803 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
|
|
|
| Total Volume and Open Interest |
1 |
28 |
+1 |
| Class III Milk(CME) |
| Aug10 |
100803 |
14.95 |
14.99 |
14.91 |
14.92 |
-0.05 |
140 |
4,749 |
-72 |
| Sep10 |
100803 |
15.38 |
15.39 |
15.11 |
15.13 |
-0.21 |
269 |
4,919 |
-24 |
| Oct10 |
100803 |
15.12 |
15.12 |
14.81 |
14.85 |
-0.24 |
49 |
4,088 |
+15 |
| Nov10 |
100803 |
14.90 |
14.92 |
14.65 |
14.66 |
-0.21 |
45 |
3,856 |
+27 |
| Dec10 |
100803 |
14.75 |
14.75 |
14.60 |
14.66 |
-0.08 |
33 |
3,928 |
+10 |
| Total Volume and Open Interest |
743 |
24,912 |
-4,224 |
| Cocoa(ICE) |
| Sep10 |
100803 |
3082 |
3112 |
3046 |
3058 |
-24 |
5,483 |
50,510 |
-2,130 |
| Dec10 |
100803 |
3094 |
3138 |
3077 |
3091 |
-20 |
2,912 |
31,082 |
+442 |
| Mar11 |
100803 |
3128 |
3154 |
3101 |
3115 |
-21 |
674 |
20,389 |
+198 |
| May11 |
100803 |
3142 |
3170 |
3127 |
3127 |
-24 |
49 |
8,009 |
-38 |
| Jul11 |
100803 |
3150 |
3155 |
3138 |
3138 |
-23 |
38 |
4,459 |
+13 |
| Sep11 |
100803 |
3168 |
3168 |
3151 |
3151 |
-21 |
4 |
1,831 |
+0 |
| Dec11 |
100803 |
3185 |
3185 |
3166 |
3166 |
-21 |
4 |
3,489 |
+0 |
| Total Volume and Open Interest |
9,168 |
122,905 |
-1,515 |
| Coffee "C"(ICE) |
| Sep10 |
100803 |
172.80 |
174.45 |
165.15 |
166.65 |
-5.85 |
14,204 |
84,317 |
-683 |
| Dec10 |
100803 |
173.30 |
175.20 |
166.10 |
167.65 |
-5.65 |
7,417 |
48,916 |
-725 |
| Mar11 |
100803 |
172.00 |
172.95 |
166.35 |
167.30 |
-5.65 |
2,005 |
23,691 |
+691 |
| May11 |
100803 |
171.05 |
171.10 |
165.60 |
166.45 |
-5.70 |
652 |
7,246 |
+22 |
| Jul11 |
100803 |
170.60 |
173.05 |
165.50 |
166.10 |
-5.60 |
188 |
3,267 |
+16 |
| Sep11 |
100803 |
169.95 |
172.40 |
165.65 |
165.65 |
-5.75 |
66 |
1,503 |
+19 |
| Total Volume and Open Interest |
24,648 |
169,398 |
-581 |
| Orange Juice(ICE) |
| Sep10 |
100803 |
148.65 |
149.50 |
147.40 |
148.20 |
-0.10 |
1,224 |
18,625 |
-420 |
| Nov10 |
100803 |
150.50 |
150.90 |
149.00 |
149.85 |
-0.10 |
465 |
5,738 |
+635 |
| Jan11 |
100803 |
151.15 |
151.15 |
150.25 |
150.80 |
-0.05 |
17 |
1,712 |
-10 |
| Mar11 |
100803 |
151.80 |
152.25 |
151.80 |
152.25 |
unch |
16 |
260 |
+16 |
| May11 |
100803 |
152.90 |
153.15 |
152.90 |
153.15 |
+0.15 |
40 |
206 |
+40 |
| Jul11 |
100803 |
155.80 |
156.00 |
155.80 |
156.00 |
+0.30 |
0 |
199 |
+0 |
| Total Volume and Open Interest |
1,762 |
26,745 |
+261 |
| Sugar #11(ICE) |
| Oct10 |
100803 |
19.40 |
19.40 |
18.41 |
18.59 |
-0.81 |
34,959 |
260,885 |
+1,535 |
| Mar11 |
100803 |
18.59 |
18.59 |
17.82 |
18.03 |
-0.59 |
21,363 |
148,122 |
+585 |
| May11 |
100803 |
17.72 |
17.72 |
17.16 |
17.27 |
-0.52 |
5,459 |
38,958 |
+1,222 |
| Jul11 |
100803 |
16.93 |
17.00 |
16.50 |
16.59 |
-0.42 |
5,861 |
71,696 |
+711 |
| Oct11 |
100803 |
16.70 |
16.75 |
16.33 |
16.41 |
-0.41 |
1,334 |
31,495 |
+1,130 |
| Total Volume and Open Interest |
70,438 |
614,913 |
+5,384 |
| London Cocoa(LCE) |
| Sep10 |
100803 |
2250 |
2273 |
2243 |
2259 |
+2 |
23,158 |
62,923 |
-10,135 |
| Dec10 |
100803 |
2171 |
2172 |
2147 |
2152 |
-19 |
3,155 |
41,627 |
+946 |
| Mar11 |
100803 |
2150 |
2154 |
2128 |
2134 |
-20 |
1,725 |
33,771 |
+122 |
| May11 |
100803 |
2150 |
2158 |
2140 |
2141 |
-19 |
1,163 |
13,228 |
+728 |
| Jul11 |
100803 |
2154 |
2167 |
2147 |
2147 |
-17 |
113 |
3,783 |
-22 |
| Sep11 |
100803 |
2158 |
2172 |
2150 |
2152 |
-15 |
25 |
2,542 |
+13 |
| Dec11 |
100803 |
2164 |
2164 |
2150 |
2150 |
-22 |
17 |
4,771 |
+13 |
| Total Volume and Open Interest |
30,107 |
166,676 |
-8,084 |
| London Sugar(LCE) |
| Oct10 |
100803 |
570.80 |
570.80 |
531.00 |
545.10 |
-26.40 |
2,368 |
32,867 |
+487 |
| Dec10 |
100803 |
522.20 |
524.40 |
493.90 |
503.10 |
-25.40 |
1,404 |
12,292 |
+752 |
| Mar11 |
100803 |
510.20 |
511.30 |
491.90 |
494.70 |
-19.70 |
453 |
8,675 |
+48 |
| May11 |
100803 |
492.70 |
492.70 |
480.80 |
481.50 |
-13.40 |
68 |
4,149 |
+35 |
| Aug11 |
100803 |
472.80 |
473.50 |
465.00 |
465.40 |
-8.90 |
31 |
2,924 |
+4 |
| Total Volume and Open Interest |
4,326 |
61,379 |
+1,328 |
| Cotton(ICE) |
| Oct10 |
100803 |
83.81 |
84.58 |
83.09 |
84.51 |
+0.66 |
111 |
1,018 |
+30 |
| Dec10 |
100803 |
79.05 |
79.84 |
78.66 |
79.80 |
+0.46 |
15,402 |
118,615 |
+3,188 |
| Mar11 |
100803 |
77.20 |
78.00 |
76.94 |
77.99 |
+0.66 |
4,229 |
39,621 |
+1,681 |
| May11 |
100803 |
77.10 |
78.27 |
77.10 |
78.24 |
+0.75 |
511 |
1,895 |
+244 |
| Jul11 |
100803 |
78.00 |
78.54 |
78.00 |
78.51 |
+0.42 |
372 |
8,768 |
-13 |
| Oct11 |
100803 |
75.60 |
75.60 |
75.60 |
75.60 |
+0.55 |
3 |
10 |
+2 |
| Total Volume and Open Interest |
20,899 |
172,451 |
+5,359 |
| Lumber(CME) |
| Sep10 |
100803 |
214.5 |
214.8 |
204.6 |
205.1 |
-9.5 |
1,147 |
5,395 |
-286 |
| Nov10 |
100803 |
218.8 |
218.9 |
210.2 |
210.3 |
-9.9 |
1,059 |
3,853 |
+673 |
| Jan11 |
100803 |
232.7 |
232.8 |
228.9 |
229.6 |
-7.9 |
5 |
207 |
-4 |
| Mar11 |
100803 |
242.1 |
246.0 |
241.0 |
241.9 |
-3.1 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
2,211 |
9,471 |
+383 |
| Crude Oil(NYM) |
| Sep10 |
100803 |
81.41 |
82.64 |
81.11 |
82.55 |
+1.21 |
294,425 |
338,723 |
-5,180 |
| Oct10 |
100803 |
81.81 |
83.07 |
81.52 |
82.99 |
+1.23 |
52,903 |
98,955 |
+937 |
| Nov10 |
100803 |
82.32 |
83.59 |
82.07 |
83.53 |
+1.23 |
23,507 |
67,471 |
-1,977 |
| Dec10 |
100803 |
82.76 |
84.12 |
82.51 |
84.05 |
+1.23 |
40,146 |
190,385 |
-5,876 |
| Jan11 |
100803 |
83.28 |
84.52 |
83.20 |
84.52 |
+1.22 |
6,270 |
44,546 |
+1,081 |
| Feb11 |
100803 |
83.61 |
84.93 |
83.49 |
84.93 |
+1.19 |
3,015 |
19,609 |
+391 |
| Mar11 |
100803 |
83.85 |
85.30 |
83.85 |
85.30 |
+1.15 |
3,209 |
24,616 |
-366 |
| Apr11 |
100803 |
85.09 |
85.65 |
84.91 |
85.65 |
+1.11 |
889 |
11,521 |
-16 |
| May11 |
100803 |
84.87 |
85.98 |
84.87 |
85.98 |
+1.07 |
642 |
8,392 |
+80 |
| Jun11 |
100803 |
85.26 |
86.30 |
85.03 |
86.30 |
+1.04 |
5,577 |
46,368 |
-430 |
| Jul11 |
100803 |
85.92 |
86.62 |
85.92 |
86.60 |
+1.01 |
1,409 |
25,749 |
+40 |
| Aug11 |
100803 |
86.66 |
86.80 |
86.66 |
86.80 |
+1.00 |
312 |
7,819 |
+0 |
| Sep11 |
100803 |
86.98 |
86.98 |
86.98 |
86.98 |
+1.01 |
292 |
7,862 |
+54 |
| Oct11 |
100803 |
87.15 |
87.15 |
87.15 |
87.15 |
+1.01 |
152 |
4,824 |
-35 |
| Nov11 |
100803 |
87.33 |
87.33 |
87.33 |
87.33 |
+1.03 |
120 |
10,023 |
-1 |
| Dec11 |
100803 |
86.20 |
87.55 |
86.13 |
87.52 |
+1.05 |
11,186 |
101,094 |
+893 |
| Total Volume and Open Interest |
449,568 |
1,220,292 |
-10,104 |
| e-miNY Crude Oil(NYM) |
| Aug10 |
100630 |
75.475 |
76.825 |
74.400 |
75.625 |
-0.325 |
10,591 |
2,274 |
+96 |
| Sep10 |
100803 |
81.400 |
82.650 |
81.100 |
82.550 |
+1.200 |
9,852 |
3,829 |
-190 |
| Oct10 |
100803 |
81.700 |
83.050 |
81.550 |
83.000 |
+1.250 |
319 |
1,131 |
-7 |
| Nov10 |
100803 |
82.425 |
83.525 |
82.125 |
83.525 |
+1.225 |
50 |
162 |
+1 |
| Dec10 |
100803 |
82.825 |
84.050 |
82.625 |
84.050 |
+1.225 |
17 |
120 |
-1 |
| Jan11 |
100803 |
84.150 |
84.550 |
84.150 |
84.525 |
+1.225 |
0 |
8 |
+0 |
| Feb11 |
100803 |
84.925 |
84.925 |
84.925 |
84.925 |
+1.175 |
|
|
|
| Mar11 |
100803 |
85.300 |
85.300 |
85.300 |
85.300 |
+1.150 |
|
|
|
| Apr11 |
100803 |
85.650 |
85.650 |
85.650 |
85.650 |
+1.100 |
|
|
|
| May11 |
100803 |
85.975 |
85.975 |
85.975 |
85.975 |
+1.075 |
|
|
|
| Total Volume and Open Interest |
10,238 |
5,308 |
-197 |
| Heating Oil(NYM) |
| Sep10 |
100803 |
215.90 |
220.35 |
215.50 |
220.00 |
+4.62 |
53,245 |
82,041 |
+1,529 |
| Oct10 |
100803 |
218.59 |
223.11 |
218.33 |
222.86 |
+4.67 |
9,708 |
38,181 |
+1,590 |
| Nov10 |
100803 |
222.66 |
225.75 |
222.31 |
225.64 |
+4.66 |
4,477 |
30,583 |
+386 |
| Dec10 |
100803 |
223.90 |
228.14 |
223.69 |
228.08 |
+4.52 |
9,171 |
35,786 |
+274 |
| Jan11 |
100803 |
228.65 |
230.60 |
227.46 |
230.58 |
+4.43 |
1,602 |
25,882 |
+155 |
| Feb11 |
100803 |
231.20 |
232.44 |
229.64 |
232.44 |
+4.36 |
452 |
12,053 |
+179 |
| Mar11 |
100803 |
229.82 |
233.20 |
229.54 |
233.20 |
+4.22 |
708 |
10,499 |
+29 |
| Apr11 |
100803 |
231.85 |
232.77 |
231.71 |
232.77 |
+4.15 |
149 |
6,381 |
+67 |
| May11 |
100803 |
232.00 |
232.50 |
231.24 |
232.50 |
+4.05 |
100 |
6,600 |
+20 |
| Jun11 |
100803 |
229.00 |
232.57 |
228.70 |
232.57 |
+3.99 |
543 |
19,984 |
-44 |
| Jul11 |
100803 |
233.72 |
233.72 |
233.72 |
233.72 |
+3.89 |
75 |
2,183 |
+1 |
| Aug11 |
100803 |
235.04 |
235.04 |
235.04 |
235.04 |
+3.84 |
15 |
2,226 |
+9 |
| Total Volume and Open Interest |
80,702 |
290,152 |
-1,535 |
| Gasoline(NYMEX) |
| Sep10 |
100803 |
217.45 |
219.93 |
216.35 |
219.35 |
+2.50 |
42,347 |
100,235 |
+455 |
| Oct10 |
100803 |
207.27 |
210.45 |
206.71 |
210.04 |
+2.84 |
12,760 |
40,755 |
+1,469 |
| Nov10 |
100803 |
206.16 |
209.08 |
206.16 |
209.07 |
+2.91 |
4,782 |
34,074 |
+44 |
| Dec10 |
100803 |
206.63 |
209.86 |
206.13 |
209.52 |
+2.89 |
4,241 |
22,131 |
-162 |
| Jan11 |
100803 |
209.70 |
211.36 |
209.07 |
211.36 |
+2.85 |
575 |
10,275 |
-15 |
| Feb11 |
100803 |
210.05 |
213.46 |
210.05 |
213.46 |
+2.79 |
243 |
3,895 |
+57 |
| Mar11 |
100803 |
212.72 |
215.67 |
212.38 |
215.67 |
+2.70 |
172 |
3,383 |
+7 |
| Apr11 |
100803 |
224.35 |
227.88 |
224.35 |
227.88 |
+2.66 |
161 |
5,988 |
+49 |
| May11 |
100803 |
225.40 |
228.68 |
225.40 |
228.68 |
+2.58 |
41 |
3,644 |
+17 |
| Jun11 |
100803 |
226.70 |
229.28 |
226.70 |
229.28 |
+2.58 |
358 |
3,968 |
+12 |
| Total Volume and Open Interest |
65,710 |
235,930 |
-5,179 |
| e-miNY RBOB Gasoline(NYM) |
| Sep10 |
100803 |
219.40 |
219.40 |
219.35 |
219.40 |
+2.50 |
0 |
1 |
+0 |
| Oct10 |
100803 |
210.00 |
210.04 |
210.00 |
210.00 |
+2.80 |
0 |
1 |
+0 |
| Nov10 |
100803 |
209.10 |
209.10 |
209.07 |
209.10 |
+2.90 |
0 |
1 |
+0 |
| Dec10 |
100803 |
209.50 |
209.52 |
209.50 |
209.50 |
+2.90 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Natural Gas(NYM) |
| Sep10 |
100803 |
4.719 |
4.825 |
4.625 |
4.639 |
-0.062 |
89,511 |
200,062 |
+2,584 |
| Oct10 |
100803 |
4.744 |
4.842 |
4.653 |
4.668 |
-0.055 |
40,037 |
96,530 |
-119 |
| Nov10 |
100803 |
4.933 |
5.003 |
4.842 |
4.851 |
-0.057 |
23,263 |
72,451 |
+1,430 |
| Dec10 |
100803 |
5.178 |
5.229 |
5.088 |
5.107 |
-0.038 |
11,856 |
43,415 |
+961 |
| Jan11 |
100803 |
5.310 |
5.361 |
5.231 |
5.245 |
-0.037 |
15,125 |
68,693 |
+1,071 |
| Feb11 |
100803 |
5.284 |
5.327 |
5.202 |
5.217 |
-0.036 |
3,279 |
19,537 |
+490 |
| Mar11 |
100803 |
5.168 |
5.229 |
5.104 |
5.119 |
-0.033 |
7,094 |
55,017 |
+731 |
| Apr11 |
100803 |
4.997 |
5.035 |
4.930 |
4.946 |
-0.024 |
5,749 |
48,103 |
+180 |
| May11 |
100803 |
5.020 |
5.054 |
4.950 |
4.961 |
-0.024 |
2,074 |
22,187 |
+147 |
| Jun11 |
100803 |
5.053 |
5.076 |
4.993 |
4.998 |
-0.022 |
782 |
8,168 |
+148 |
| Jul11 |
100803 |
5.102 |
5.138 |
5.040 |
5.052 |
-0.021 |
710 |
6,634 |
-191 |
| Aug11 |
100803 |
5.149 |
5.184 |
5.097 |
5.097 |
-0.021 |
1,063 |
6,932 |
-197 |
| Sep11 |
100803 |
5.138 |
5.206 |
5.119 |
5.120 |
-0.023 |
434 |
6,347 |
+121 |
| Oct11 |
100803 |
5.271 |
5.285 |
5.190 |
5.198 |
-0.025 |
2,381 |
21,325 |
+341 |
| Nov11 |
100803 |
5.470 |
5.470 |
5.393 |
5.405 |
-0.021 |
814 |
5,937 |
+195 |
| Dec11 |
100803 |
5.703 |
5.715 |
5.641 |
5.652 |
-0.017 |
296 |
12,033 |
+162 |
| Total Volume and Open Interest |
208,761 |
787,429 |
+9,431 |
| Brent Crude Oil(ICE) |
| Sep10 |
100803 |
81.05 |
82.80 |
80.64 |
82.68 |
+1.86 |
145,149 |
190,099 |
+0 |
| Oct10 |
100803 |
81.23 |
82.84 |
80.78 |
82.76 |
+1.72 |
81,370 |
171,865 |
+0 |
| Nov10 |
100803 |
81.75 |
83.22 |
81.28 |
83.22 |
+1.65 |
35,422 |
52,602 |
+0 |
| Dec10 |
100803 |
82.14 |
83.77 |
81.84 |
83.74 |
+1.60 |
29,399 |
123,683 |
+0 |
| Jan11 |
100803 |
82.44 |
84.20 |
82.39 |
84.20 |
+1.56 |
3,583 |
24,741 |
+0 |
| Feb11 |
100803 |
82.88 |
84.65 |
82.88 |
84.65 |
+1.52 |
3,228 |
18,380 |
+0 |
| Mar11 |
100803 |
84.32 |
85.11 |
83.82 |
85.11 |
+1.49 |
2,562 |
13,849 |
+0 |
| Apr11 |
100803 |
84.14 |
85.57 |
84.14 |
85.54 |
+1.45 |
1,204 |
11,157 |
+0 |
| May11 |
100803 |
85.62 |
85.95 |
85.29 |
85.92 |
+1.42 |
821 |
16,341 |
+0 |
| Jun11 |
100803 |
84.89 |
86.30 |
84.54 |
86.28 |
+1.39 |
2,410 |
24,710 |
+0 |
| Jul11 |
100803 |
86.63 |
86.63 |
86.63 |
86.63 |
+1.37 |
673 |
8,473 |
+0 |
| Aug11 |
100803 |
86.91 |
86.91 |
86.91 |
86.91 |
+1.36 |
376 |
3,995 |
+0 |
| Sep11 |
100803 |
87.14 |
87.14 |
87.14 |
87.14 |
+1.36 |
225 |
5,289 |
+0 |
| Oct11 |
100803 |
87.34 |
87.34 |
87.34 |
87.34 |
+1.37 |
231 |
3,527 |
+0 |
| Total Volume and Open Interest |
312,741 |
818,640 |
+24,040 |
| Gas Oil(ICE) |
| Aug10 |
100803 |
680.25 |
693.25 |
677.75 |
691.00 |
+11.00 |
27,516 |
90,133 |
+0 |
| Sep10 |
100803 |
686.50 |
700.00 |
684.25 |
697.50 |
+11.00 |
47,630 |
101,025 |
+0 |
| Oct10 |
100803 |
691.00 |
705.00 |
690.00 |
703.00 |
+10.75 |
9,800 |
71,551 |
+0 |
| Nov10 |
100803 |
696.75 |
708.75 |
694.50 |
707.00 |
+10.50 |
3,723 |
36,989 |
+0 |
| Dec10 |
100803 |
700.50 |
713.00 |
698.25 |
710.75 |
+10.25 |
9,630 |
88,872 |
+0 |
| Jan11 |
100803 |
703.75 |
715.50 |
703.75 |
715.00 |
+10.00 |
1,449 |
38,988 |
+0 |
| Feb11 |
100803 |
707.25 |
719.25 |
707.25 |
719.25 |
+10.00 |
1,008 |
23,607 |
+0 |
| Mar11 |
100803 |
711.50 |
722.75 |
711.50 |
722.75 |
+9.75 |
493 |
14,658 |
+0 |
| Apr11 |
100803 |
715.00 |
725.50 |
715.00 |
725.50 |
+9.25 |
177 |
14,171 |
+0 |
| May11 |
100803 |
718.50 |
728.00 |
718.50 |
728.00 |
+9.00 |
209 |
16,303 |
+0 |
| Total Volume and Open Interest |
106,106 |
632,984 |
+6,718 |
| Ethanol(CBOT) |
| Aug10 |
100803 |
1.710 |
1.739 |
1.710 |
1.739 |
+0.019 |
59 |
132 |
+19 |
| Sep10 |
100803 |
1.675 |
1.688 |
1.665 |
1.684 |
+0.003 |
236 |
1,188 |
-1 |
| Oct10 |
100803 |
1.660 |
1.670 |
1.650 |
1.662 |
-0.004 |
157 |
1,283 |
-3 |
| Nov10 |
100803 |
1.654 |
1.668 |
1.654 |
1.661 |
-0.003 |
102 |
1,013 |
+52 |
| Dec10 |
100803 |
1.672 |
1.674 |
1.665 |
1.670 |
unch |
90 |
1,949 |
+48 |
| Jan11 |
100803 |
1.694 |
1.694 |
1.668 |
1.670 |
-0.003 |
38 |
1,319 |
-2 |
| Feb11 |
100803 |
1.688 |
1.690 |
1.688 |
1.690 |
+0.002 |
17 |
732 |
+11 |
| Mar11 |
100803 |
1.707 |
1.707 |
1.700 |
1.700 |
-0.006 |
35 |
634 |
-27 |
| Total Volume and Open Interest |
866 |
11,720 |
+204 |
| WTI Crude Oil(ICE |
| Sep10 |
100803 |
81.43 |
82.64 |
81.10 |
82.55 |
+1.21 |
73,878 |
97,116 |
+0 |
| Oct10 |
100803 |
81.96 |
83.06 |
81.52 |
82.99 |
+1.23 |
26,404 |
65,171 |
+0 |
| Nov10 |
100803 |
82.49 |
83.54 |
82.05 |
83.53 |
+1.23 |
7,755 |
23,658 |
+0 |
| Dec10 |
100803 |
82.83 |
84.10 |
82.54 |
84.05 |
+1.23 |
13,511 |
84,670 |
+0 |
| Jan11 |
100803 |
83.08 |
84.52 |
83.08 |
84.52 |
+1.22 |
1,171 |
19,812 |
+0 |
| Feb11 |
100803 |
84.55 |
84.93 |
84.55 |
84.93 |
+1.19 |
673 |
11,315 |
+0 |
| Mar11 |
100803 |
83.89 |
85.30 |
83.89 |
85.30 |
+1.15 |
698 |
8,764 |
+0 |
| Apr11 |
100803 |
85.15 |
85.65 |
85.07 |
85.65 |
+1.11 |
217 |
4,955 |
+0 |
| May11 |
100803 |
85.52 |
85.98 |
85.52 |
85.98 |
+1.07 |
261 |
4,221 |
+0 |
| Jun11 |
100803 |
85.87 |
86.30 |
85.39 |
86.30 |
+1.04 |
1,048 |
22,176 |
+0 |
| Jul11 |
100803 |
86.60 |
86.60 |
86.60 |
86.60 |
+1.01 |
201 |
10,734 |
+0 |
| Aug11 |
100803 |
86.80 |
86.80 |
86.80 |
86.80 |
+1.00 |
13 |
2,580 |
+0 |
| Sep11 |
100803 |
86.98 |
86.98 |
86.98 |
86.98 |
+1.01 |
16 |
2,824 |
+0 |
| Oct11 |
100803 |
87.15 |
87.15 |
87.15 |
87.15 |
+1.01 |
14 |
2,374 |
+0 |
| Nov11 |
100803 |
87.33 |
87.33 |
87.33 |
87.33 |
+1.03 |
32 |
6,409 |
+0 |
| Dec11 |
100803 |
86.30 |
87.56 |
86.30 |
87.52 |
+1.05 |
2,675 |
49,362 |
+0 |
| Total Volume and Open Interest |
129,140 |
483,112 |
+4,654 |
| US Dollar Index(ICE) |
| Sep10 |
100803 |
81.010 |
81.130 |
80.555 |
80.685 |
-0.370 |
17,161 |
22,244 |
-290 |
| Dec10 |
100803 |
81.110 |
81.110 |
80.920 |
80.997 |
-0.363 |
3 |
666 |
+1 |
| Mar11 |
100803 |
81.357 |
81.357 |
81.357 |
81.357 |
-0.363 |
|
|
|
| Total Volume and Open Interest |
17,164 |
22,911 |
-289 |
| Australian Dollar(CME) |
| Sep10 |
100803 |
90.85 |
91.08 |
90.26 |
91.00 |
+0.18 |
104,847 |
90,092 |
+1,572 |
| Dec10 |
100803 |
89.92 |
90.02 |
89.32 |
90.02 |
+0.18 |
241 |
907 |
+98 |
| Mar11 |
100803 |
89.03 |
89.03 |
88.85 |
89.03 |
+0.18 |
|
|
|
| Total Volume and Open Interest |
105,088 |
91,155 |
+1,670 |
| British Pound(CME) |
| Sep10 |
100803 |
158.82 |
159.65 |
158.60 |
159.41 |
+0.51 |
111,514 |
128,795 |
+1,593 |
| Dec10 |
100803 |
158.74 |
159.49 |
158.54 |
159.33 |
+0.51 |
90 |
517 |
+3 |
| Mar11 |
100803 |
159.28 |
159.28 |
158.72 |
159.23 |
+0.51 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
111,604 |
129,318 |
+1,596 |
| Canadian Dollar(CME) |
| Sep10 |
100803 |
97.65 |
97.79 |
97.29 |
97.68 |
+0.07 |
97,995 |
84,644 |
+4,621 |
| Dec10 |
100803 |
97.56 |
97.58 |
97.18 |
97.51 |
+0.07 |
366 |
3,980 |
+64 |
| Mar11 |
100803 |
97.12 |
97.31 |
97.05 |
97.31 |
+0.07 |
29 |
513 |
+10 |
| Jun11 |
100803 |
96.95 |
97.08 |
96.95 |
97.08 |
+0.07 |
75 |
233 |
-66 |
| Total Volume and Open Interest |
98,465 |
89,402 |
+4,629 |
| Japanese Yen(CME) |
| Sep10 |
100803 |
115.76 |
116.77 |
115.45 |
116.47 |
+0.83 |
150,407 |
132,031 |
+3,491 |
| Dec10 |
100803 |
115.70 |
116.85 |
115.70 |
116.58 |
+0.83 |
310 |
647 |
+88 |
| Mar11 |
100803 |
116.69 |
116.71 |
115.89 |
116.71 |
+0.82 |
4 |
21 |
-1 |
| Total Volume and Open Interest |
150,721 |
132,716 |
+3,578 |
| Swiss Franc(CME) |
| Sep10 |
100803 |
96.24 |
96.68 |
96.07 |
96.29 |
+0.09 |
40,380 |
58,077 |
-2,770 |
| Dec10 |
100803 |
96.35 |
96.68 |
96.20 |
96.38 |
+0.08 |
209 |
252 |
-42 |
| Mar11 |
100803 |
96.39 |
96.47 |
96.39 |
96.47 |
+0.08 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
40,589 |
58,338 |
-2,812 |
| EuroFX(CME) |
| Sep10 |
100803 |
131.72 |
132.62 |
131.46 |
132.31 |
+0.64 |
285,059 |
224,425 |
-5,272 |
| Dec10 |
100803 |
131.66 |
132.55 |
131.41 |
132.25 |
+0.64 |
730 |
2,188 |
+67 |
| Mar11 |
100803 |
131.74 |
132.18 |
131.55 |
132.18 |
+0.63 |
6 |
247 |
+0 |
| Total Volume and Open Interest |
285,795 |
226,867 |
-5,205 |
| Mexican Peso(CME) |
| Aug10 |
100803 |
793.5 |
794.8 |
793.5 |
793.5 |
-1.2 |
|
|
|
| Sep10 |
100803 |
791.8 |
792.5 |
788.0 |
790.8 |
-1.2 |
39,920 |
87,310 |
+3,341 |
| Total Volume and Open Interest |
40,024 |
87,872 |
+3,389 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100803 |
128~090 |
128~150 |
127~310 |
128~130 |
+0~250 |
|
|
|
| Dec10 |
100803 |
126~080 |
127~050 |
126~070 |
127~000 |
+0~250 |
508 |
2,618 |
+116 |
| Mar11 |
100803 |
125~220 |
125~220 |
124~290 |
125~220 |
+0~250 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
372,799 |
710,038 |
+30,639 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100803 |
123~140 |
124~055 |
123~130 |
123~315 |
+0~180 |
1,185,206 |
1,882,467 |
-2,188 |
| Dec10 |
100803 |
122~160 |
123~075 |
122~160 |
123~025 |
+0~185 |
4,760 |
14,214 |
+1,801 |
| Mar11 |
100803 |
121~305 |
121~305 |
121~110 |
121~305 |
+0~195 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
1,189,966 |
1,896,781 |
-387 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100802 |
119~104 |
119~107 |
119~077 |
119~079 |
-0~027 |
653,846 |
1,015,740 |
+29,047 |
| Dec10 |
100803 |
119~024 |
119~038 |
118~097 |
119~027 |
+0~058 |
1,723 |
2,703 |
-163 |
| Mar11 |
100803 |
118~033 |
118~033 |
117~103 |
118~033 |
+0~058 |
|
|
|
| Total Volume and Open Interest |
673,697 |
1,019,886 |
+1,280 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100803 |
54~104 |
54~104 |
54~102 |
54~102 |
+0~004 |
|
|
|
| Dec10 |
100803 |
109~048 |
109~058 |
109~042 |
109~050 |
+0~008 |
22 |
1,175 |
+18 |
| Mar11 |
100803 |
109~024 |
109~024 |
109~015 |
109~024 |
+0~009 |
|
|
|
| Total Volume and Open Interest |
246,054 |
819,811 |
+22,128 |
| Eurodollars(CME) |
| Sep10 |
100803 |
99.605 |
99.620 |
99.595 |
99.610 |
+0.015 |
205,877 |
888,576 |
-20,620 |
| Dec10 |
100803 |
99.565 |
99.590 |
99.565 |
99.575 |
+0.010 |
183,045 |
1,171,228 |
+1,024 |
| Mar11 |
100803 |
99.495 |
99.530 |
99.490 |
99.510 |
+0.015 |
163,635 |
1,020,123 |
+1,198 |
| Jun11 |
100803 |
99.380 |
99.425 |
99.375 |
99.405 |
+0.025 |
178,906 |
923,163 |
-7,419 |
| Sep11 |
100803 |
99.225 |
99.285 |
99.225 |
99.265 |
+0.040 |
238,475 |
997,103 |
-2,593 |
| Dec11 |
100803 |
99.020 |
99.090 |
99.015 |
99.075 |
+0.055 |
193,911 |
686,612 |
+1,081 |
| Mar12 |
100803 |
98.830 |
98.910 |
98.830 |
98.895 |
+0.070 |
144,166 |
464,319 |
-4,325 |
| Jun12 |
100803 |
98.625 |
98.715 |
98.625 |
98.705 |
+0.085 |
137,812 |
359,732 |
-78 |
| Sep12 |
100803 |
98.430 |
98.535 |
98.430 |
98.525 |
+0.100 |
72,343 |
259,574 |
-4,357 |
| Dec12 |
100803 |
98.225 |
98.335 |
98.225 |
98.325 |
+0.105 |
50,396 |
173,436 |
-24 |
| Mar13 |
100803 |
98.050 |
98.160 |
98.050 |
98.150 |
+0.110 |
50,343 |
218,751 |
+3,965 |
| Jun13 |
100803 |
97.840 |
97.960 |
97.840 |
97.950 |
+0.115 |
46,911 |
135,279 |
+4,403 |
| Sep13 |
100803 |
97.645 |
97.760 |
97.645 |
97.750 |
+0.115 |
16,470 |
93,807 |
+547 |
| Dec13 |
100803 |
97.460 |
97.550 |
97.460 |
97.540 |
+0.120 |
20,408 |
74,877 |
+2,997 |
| Mar14 |
100803 |
97.240 |
97.360 |
97.240 |
97.350 |
+0.120 |
16,153 |
54,207 |
+1,123 |
| Jun14 |
100803 |
97.040 |
97.155 |
97.040 |
97.145 |
+0.120 |
13,849 |
54,444 |
+2,336 |
| Sep14 |
100803 |
96.885 |
96.955 |
96.870 |
96.940 |
+0.115 |
7,963 |
30,951 |
+517 |
| Dec14 |
100803 |
96.695 |
96.745 |
96.670 |
96.730 |
+0.110 |
9,444 |
48,644 |
+549 |
| Total Volume and Open Interest |
1,782,295 |
7,822,040 |
-13,483 |
| 30 Day Federal Funds(CBOT) |
| Aug10 |
100803 |
99.815 |
99.820 |
99.812 |
99.817 |
+0.005 |
4,804 |
72,395 |
-800 |
| Sep10 |
100803 |
99.815 |
99.825 |
99.815 |
99.820 |
+0.005 |
2,900 |
59,849 |
+166 |
| Oct10 |
100803 |
99.820 |
99.830 |
99.815 |
99.825 |
+0.010 |
1,359 |
66,951 |
+438 |
| Nov10 |
100803 |
99.820 |
99.825 |
99.815 |
99.820 |
+0.005 |
4,794 |
81,211 |
-752 |
| Dec10 |
100803 |
99.815 |
99.825 |
99.815 |
99.820 |
+0.005 |
3,124 |
66,982 |
-918 |
| Jan11 |
100803 |
99.815 |
99.820 |
99.805 |
99.815 |
+0.010 |
5,295 |
60,653 |
+909 |
| Total Volume and Open Interest |
39,300 |
640,745 |
+2,593 |
| 30 Day Fed Funds(e-CBOT) |
| 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 |
|
| Jan11 |
090519 |
98.500 |
98.500 |
98.475 |
98.475 |
unch |
0 |
1,177 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Sep10 |
100803 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
990 |
+0 |
| Dec10 |
100803 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
0 |
542 |
+0 |
| Mar11 |
100803 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.003 |
0 |
367 |
+0 |
| Jun11 |
100803 |
99.710 |
99.710 |
99.710 |
99.710 |
+0.005 |
|
|
|
| Sep11 |
100803 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
| Dec11 |
100803 |
99.695 |
99.695 |
99.695 |
99.695 |
unch |
|
|
|
| Mar12 |
100803 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
| Jun12 |
100803 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
| Sep12 |
100803 |
99.770 |
99.770 |
99.770 |
99.770 |
unch |
|
|
|
| Dec12 |
100803 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,899 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100803 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
700 |
3,495 |
-161 |
| Dec10 |
100803 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
201 |
1,543 |
-48 |
| Mar11 |
100803 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.00 |
0 |
2,043 |
+0 |
| Jun11 |
100803 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.00 |
256 |
2,259 |
+100 |
| Sep11 |
100803 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
108 |
+0 |
| Dec11 |
100803 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
106 |
+0 |
| Mar12 |
100803 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
305 |
+0 |
| Jun12 |
100803 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
1,157 |
10,925 |
-109 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100730 |
141.74 |
141.94 |
141.71 |
141.89 |
+0.42 |
909 |
20,623 |
-234 |
| Dec10 |
100803 |
141.58 |
141.79 |
141.28 |
141.28 |
+0.11 |
0 |
32 |
+0 |
| Mar11 |
100803 |
139.19 |
139.19 |
139.19 |
139.19 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
1,724 |
20,997 |
+185 |
| Euro-Bund(EUREX) |
| Sep10 |
100803 |
128.36 |
129.29 |
128.34 |
129.06 |
+0.72 |
806,247 |
891,199 |
+15,084 |
| Dec10 |
100803 |
127.00 |
127.88 |
127.00 |
127.65 |
+0.77 |
320 |
2,422 |
+3 |
| Mar11 |
100803 |
127.71 |
127.71 |
127.71 |
127.71 |
+0.72 |
70 |
1 |
+0 |
| Total Volume and Open Interest |
806,637 |
893,622 |
+5,729 |
| Euro-Bobl(EUREX) |
| Sep10 |
100803 |
119.96 |
120.50 |
119.94 |
120.40 |
+0.44 |
434,663 |
681,465 |
+1,798 |
| Dec10 |
100803 |
118.99 |
119.12 |
118.99 |
119.12 |
+0.46 |
1,413 |
19,492 |
+1,391 |
| Mar11 |
100803 |
118.40 |
118.40 |
118.40 |
118.40 |
+0.44 |
|
|
|
| Total Volume and Open Interest |
436,076 |
700,957 |
+3,189 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100803 |
99.040 |
99.055 |
99.040 |
99.055 |
-0.005 |
13 |
3,423 |
+1 |
| Dec10 |
100803 |
98.980 |
98.995 |
98.980 |
98.995 |
unch |
549 |
2,650 |
+517 |
| Mar11 |
100803 |
98.915 |
98.930 |
98.915 |
98.930 |
+0.015 |
265 |
1,189 |
-69 |
| Total Volume and Open Interest |
836 |
11,047 |
+454 |
| Long Gilt(LIFFE) |
| Sep10 |
100803 |
121~18 |
122~05 |
121~12 |
121~31 |
+0~22 |
118,886 |
288,137 |
-3,933 |
| Dec10 |
100803 |
120~20 |
120~20 |
120~20 |
120~20 |
+0~22 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
118,886 |
288,139 |
-3,933 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100803 |
99.23 |
99.24 |
99.23 |
99.23 |
unch |
52,482 |
344,171 |
-1,611 |
| Dec10 |
100803 |
99.17 |
99.19 |
99.16 |
99.18 |
+0.01 |
86,456 |
453,323 |
+6,296 |
| Mar11 |
100803 |
99.06 |
99.08 |
99.04 |
99.07 |
+0.02 |
65,618 |
314,752 |
+12,377 |
| Jun11 |
100803 |
98.91 |
98.94 |
98.89 |
98.93 |
+0.03 |
74,839 |
298,250 |
+12,643 |
| Sep11 |
100803 |
98.73 |
98.78 |
98.71 |
98.77 |
+0.05 |
108,681 |
316,132 |
-16,082 |
| Dec11 |
100803 |
98.50 |
98.57 |
98.47 |
98.55 |
+0.06 |
87,386 |
315,406 |
+24,327 |
| Total Volume and Open Interest |
573,552 |
2,498,442 |
+50,444 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100803 |
99.060 |
99.070 |
99.035 |
99.055 |
-0.005 |
170,788 |
571,477 |
-5,518 |
| Dec10 |
100803 |
98.995 |
99.000 |
98.965 |
98.995 |
unch |
183,733 |
517,791 |
+9,344 |
| Mar11 |
100803 |
98.900 |
98.940 |
98.895 |
98.930 |
+0.015 |
120,331 |
462,244 |
+3,122 |
| Total Volume and Open Interest |
877,003 |
3,271,544 |
+2,348 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100803 |
95.23 |
95.25 |
95.20 |
95.23 |
unch |
6,228 |
239,291 |
-26,378 |
| Dec10 |
100803 |
95.15 |
95.19 |
95.13 |
95.17 |
+0.01 |
13,217 |
209,652 |
-14,189 |
| Mar11 |
100803 |
95.08 |
95.14 |
95.05 |
95.11 |
+0.02 |
5,839 |
88,441 |
-2,828 |
| Jun11 |
100803 |
95.04 |
95.11 |
95.00 |
95.07 |
+0.03 |
2,842 |
66,020 |
-2,180 |
| Sep11 |
100803 |
95.01 |
95.06 |
94.96 |
95.03 |
+0.03 |
1,349 |
39,623 |
-218 |
| Dec11 |
100803 |
94.98 |
95.01 |
94.94 |
94.99 |
+0.03 |
703 |
29,892 |
-221 |
| Mar12 |
100803 |
94.96 |
94.99 |
94.95 |
94.96 |
+0.02 |
260 |
26,959 |
-14 |
| Jun12 |
100803 |
94.94 |
94.97 |
94.92 |
94.94 |
+0.03 |
234 |
11,600 |
-32 |
| Sep12 |
100803 |
94.97 |
94.97 |
94.94 |
94.94 |
+0.03 |
0 |
2,419 |
-1 |
| Dec12 |
100803 |
94.97 |
94.97 |
94.92 |
94.92 |
+0.02 |
0 |
978 |
+0 |
| Total Volume and Open Interest |
30,672 |
715,834 |
-46,061 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100803 |
94.78 |
94.87 |
94.76 |
94.83 |
+0.05 |
19,024 |
382,156 |
+1,427 |
| Dec10 |
100803 |
94.82 |
94.82 |
94.82 |
94.82 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
19,024 |
382,156 |
+1,427 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100803 |
95.31 |
95.39 |
95.29 |
95.36 |
+0.04 |
62,733 |
663,461 |
-17,589 |
| Dec10 |
100803 |
95.31 |
95.31 |
95.31 |
95.31 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
62,733 |
663,461 |
-17,589 |
| Gold(CMX) |
| Aug10 |
100803 |
1183.8 |
1190.5 |
1180.0 |
1185.2 |
+1.8 |
5,466 |
3,860 |
-4,847 |
| Oct10 |
100803 |
1183.0 |
1191.6 |
1180.5 |
1186.1 |
+2.0 |
7,300 |
44,336 |
-580 |
| Dec10 |
100803 |
1184.8 |
1193.0 |
1181.6 |
1187.5 |
+2.1 |
119,041 |
329,871 |
-5,956 |
| Feb11 |
100803 |
1186.0 |
1192.9 |
1186.0 |
1189.0 |
+2.1 |
124 |
18,991 |
+27 |
| Apr11 |
100803 |
1193.0 |
1193.0 |
1190.4 |
1190.4 |
+2.1 |
157 |
16,828 |
-26 |
| Jun11 |
100803 |
540.2 |
540.2 |
536.3 |
536.3 |
+2.1 |
107 |
16,571 |
+87 |
| Aug11 |
100803 |
1193.2 |
1193.2 |
1193.2 |
1193.2 |
+2.1 |
3 |
8,227 |
-2 |
| Oct11 |
100803 |
1194.9 |
1194.9 |
1194.9 |
1194.9 |
+2.1 |
101 |
7,939 |
+98 |
| Dec11 |
100803 |
1197.4 |
1198.3 |
1196.7 |
1196.7 |
+2.0 |
630 |
13,909 |
+427 |
| Feb12 |
100803 |
1198.9 |
1198.9 |
1198.9 |
1198.9 |
+2.1 |
0 |
6,477 |
+0 |
| Apr12 |
100803 |
1201.0 |
1201.0 |
1201.0 |
1201.0 |
+1.8 |
25 |
5,736 |
+25 |
| Jun12 |
100803 |
1203.6 |
1203.6 |
1203.6 |
1203.6 |
+1.6 |
0 |
8,187 |
+0 |
| Total Volume and Open Interest |
133,695 |
521,667 |
-10,597 |
| Silver(CMX) |
| Sep10 |
100803 |
1838.0 |
1861.0 |
1831.5 |
1842.2 |
+0.3 |
34,221 |
58,930 |
+237 |
| Dec10 |
100803 |
1843.5 |
1866.0 |
1837.0 |
1847.8 |
+0.4 |
3,605 |
30,119 |
+1,150 |
| Mar11 |
100803 |
1843.0 |
1869.0 |
1843.0 |
1852.0 |
+0.3 |
456 |
9,897 |
+85 |
| May11 |
100803 |
1854.1 |
1854.1 |
1854.1 |
1854.1 |
+0.3 |
45 |
7,744 |
-27 |
| Jul11 |
100803 |
1854.0 |
1858.5 |
1854.0 |
1856.3 |
+0.3 |
43 |
4,239 |
+40 |
| Sep11 |
100803 |
1858.4 |
1858.4 |
1858.4 |
1858.4 |
+0.2 |
40 |
507 |
+20 |
| Dec11 |
100803 |
1863.5 |
1863.5 |
1861.2 |
1861.2 |
unch |
323 |
4,053 |
+91 |
| Total Volume and Open Interest |
38,752 |
119,111 |
+1,601 |
| Platinum(NYMEX) |
| Oct10 |
100803 |
1604.0 |
1607.5 |
1582.5 |
1587.1 |
-15.1 |
3,588 |
29,152 |
+586 |
| Jan11 |
100803 |
1594.4 |
1603.5 |
1591.4 |
1591.4 |
-15.1 |
52 |
1,099 |
+17 |
| Apr11 |
100803 |
1596.9 |
1596.9 |
1596.9 |
1596.9 |
-15.1 |
0 |
6 |
+0 |
| Jul11 |
100803 |
1596.9 |
1596.9 |
1596.9 |
1596.9 |
-15.1 |
|
|
|
| Total Volume and Open Interest |
3,647 |
30,260 |
+595 |
| Palladium(NYMEX) |
| Sep10 |
100803 |
517.10 |
517.10 |
499.75 |
506.45 |
-9.40 |
4,163 |
19,190 |
+339 |
| Dec10 |
100803 |
512.10 |
516.60 |
501.90 |
508.20 |
-9.25 |
121 |
1,127 |
+88 |
| Mar11 |
100803 |
508.95 |
508.95 |
508.95 |
508.95 |
-9.25 |
3 |
41 |
+2 |
| Total Volume and Open Interest |
4,288 |
20,366 |
+430 |
| Copper(CMX) |
| Sep10 |
100803 |
339.00 |
339.25 |
332.75 |
335.85 |
-3.10 |
31,540 |
74,229 |
+462 |
| Dec10 |
100803 |
341.15 |
341.15 |
335.25 |
337.90 |
-3.15 |
3,323 |
32,265 |
+298 |
| Mar11 |
100803 |
338.10 |
339.55 |
336.20 |
338.85 |
-3.10 |
297 |
11,361 |
-37 |
| May11 |
100803 |
339.15 |
339.15 |
339.15 |
339.15 |
-3.10 |
5 |
1,352 |
+0 |
| Jul11 |
100803 |
339.25 |
339.25 |
339.25 |
339.25 |
-3.10 |
2 |
2,772 |
+1 |
| Total Volume and Open Interest |
35,672 |
138,331 |
-269 |
| DJIA Index(CBOT) |
| Sep10 |
100803 |
10613 |
10623 |
10555 |
10594 |
-23 |
393 |
8,219 |
+14 |
| Dec10 |
100803 |
10528 |
10551 |
10528 |
10528 |
-23 |
0 |
8 |
+0 |
| Mar11 |
100803 |
10469 |
10492 |
10469 |
10469 |
-23 |
|
|
|
| Jun11 |
100803 |
10414 |
10437 |
10414 |
10414 |
-23 |
|
|
|
| Total Volume and Open Interest |
393 |
8,227 |
+14 |
| S & P 500(CME) |
| Sep10 |
100803 |
1121.80 |
1122.30 |
1113.50 |
1118.30 |
-3.50 |
21,173 |
297,535 |
-4,281 |
| Dec10 |
100803 |
1113.60 |
1117.60 |
1109.10 |
1113.60 |
-3.50 |
2,524 |
8,333 |
+2,574 |
| Mar11 |
100803 |
1108.80 |
1112.90 |
1104.40 |
1108.80 |
-3.60 |
0 |
833 |
+0 |
| Jun11 |
100803 |
1104.60 |
1108.80 |
1100.30 |
1104.60 |
-3.70 |
0 |
184 |
+2 |
| Total Volume and Open Interest |
23,697 |
306,885 |
-1,705 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100803 |
1121.75 |
1122.75 |
1113.25 |
1118.25 |
-3.50 |
2,133,582 |
2,709,258 |
-52,121 |
| Dec10 |
100803 |
1117.00 |
1117.50 |
1109.00 |
1113.50 |
-3.50 |
4,884 |
24,842 |
+2,939 |
| Total Volume and Open Interest |
2,138,484 |
2,734,326 |
-49,183 |
| NASDAQ 100(CME) |
| Sep10 |
100803 |
1893.80 |
1898.00 |
1879.00 |
1893.00 |
-1.30 |
1,050 |
13,676 |
+247 |
| Dec10 |
100803 |
1885.00 |
1892.00 |
1883.00 |
1890.80 |
-1.20 |
0 |
24 |
+0 |
| Mar11 |
100803 |
1888.30 |
1889.50 |
1888.30 |
1888.30 |
-1.20 |
|
|
|
| Total Volume and Open Interest |
1,050 |
13,700 |
+247 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100803 |
1893.80 |
1898.30 |
1879.80 |
1893.00 |
-1.30 |
355,325 |
338,776 |
+6,630 |
| Dec10 |
100803 |
1892.00 |
1894.00 |
1877.00 |
1890.80 |
-1.20 |
123 |
253 |
+7 |
| Total Volume and Open Interest |
355,449 |
339,035 |
+6,637 |
| S & P Midcap 400(CME) |
| Sep10 |
100803 |
771.00 |
771.00 |
763.00 |
768.90 |
-2.90 |
0 |
2,365 |
+0 |
| Dec10 |
100803 |
766.90 |
767.30 |
766.90 |
766.90 |
-2.90 |
|
|
|
| Mar11 |
100803 |
764.90 |
765.30 |
764.90 |
764.90 |
-2.90 |
|
|
|
| Total Volume and Open Interest |
0 |
2,365 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100803 |
9750 |
9755 |
9605 |
9665 |
-75 |
10,170 |
32,477 |
+1,749 |
| Dec10 |
100803 |
9665 |
9690 |
9665 |
9665 |
-75 |
0 |
62 |
+0 |
| Total Volume and Open Interest |
10,170 |
32,539 |
+1,749 |
| Nikkei 225(SGX) |
| Sep10 |
100803 |
9575 |
9750 |
9570 |
9700 |
+150 |
83,647 |
184,644 |
+6,878 |
| Dec10 |
100803 |
9670 |
9670 |
9590 |
9650 |
+150 |
33 |
2,486 |
+0 |
| Mar11 |
100803 |
9645 |
9645 |
9645 |
9645 |
+150 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
84,320 |
190,282 |
+7,726 |
| CAC 40(EURONEXT) |
| Aug10 |
100803 |
3748.0 |
3755.0 |
3713.5 |
3745.5 |
-7.0 |
143,155 |
409,635 |
+12,994 |
| Sep10 |
100803 |
3744.0 |
3747.5 |
3713.5 |
3741.0 |
-6.0 |
1,450 |
44,560 |
-1,460 |
| Oct10 |
100803 |
3722.5 |
3745.5 |
3722.5 |
3743.0 |
-6.0 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
144,785 |
455,673 |
+11,714 |
| Hang Seng Index(HKFE) |
| Aug10 |
100803 |
21600 |
21625 |
21416 |
21488 |
+66 |
65,702 |
81,701 |
+5,927 |
| Sep10 |
100803 |
21520 |
21531 |
21330 |
21393 |
+63 |
1,080 |
6,062 |
+291 |
| Total Volume and Open Interest |
66,878 |
89,157 |
+6,287 |
| DAX(EUREX) |
| Sep10 |
100803 |
6295.5 |
6318.0 |
6270.5 |
6304.0 |
+20.0 |
145,877 |
155,644 |
-1 |
| Dec10 |
100803 |
6302.5 |
6326.5 |
6284.5 |
6314.0 |
+19.5 |
147 |
14,315 |
-3 |
| Mar11 |
100803 |
6298.5 |
6335.0 |
6297.0 |
6327.0 |
+20.0 |
21 |
1,740 |
+0 |
| Total Volume and Open Interest |
146,045 |
171,699 |
-4 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100803 |
5345.00 |
5376.50 |
5324.50 |
5360.50 |
+5.00 |
132,844 |
645,558 |
-4,138 |
| Dec10 |
100803 |
5321.50 |
5339.00 |
5311.00 |
5339.00 |
+5.00 |
16 |
8,036 |
+1,320 |
| Mar11 |
100803 |
5293.00 |
5298.50 |
5287.00 |
5298.50 |
+5.00 |
0 |
988 |
+0 |
| Total Volume and Open Interest |
132,860 |
654,768 |
-2,818 |
| SPI 200(SFE) |
| Sep10 |
100803 |
4505.0 |
4583.0 |
4505.0 |
4537.0 |
+32.0 |
24,469 |
224,079 |
-4,026 |
| Dec10 |
100803 |
4561.0 |
4561.0 |
4561.0 |
4561.0 |
+33.0 |
56 |
3,514 |
+43 |
| Mar11 |
100803 |
4549.0 |
4549.0 |
4549.0 |
4549.0 |
+30.0 |
21 |
1,289 |
+21 |
| Total Volume and Open Interest |
24,623 |
230,291 |
-3,911 |
| GSCI(CME) |
| Aug10 |
100803 |
540.50 |
542.00 |
538.00 |
541.50 |
+3.50 |
272 |
15,981 |
-75 |
| Sep10 |
100803 |
544.50 |
545.00 |
541.00 |
544.50 |
+3.35 |
2 |
2 |
+0 |
| Oct10 |
100803 |
546.50 |
546.50 |
541.95 |
546.50 |
+4.50 |
|
|
|
| Total Volume and Open Interest |
274 |
15,983 |
-75 |
| 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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