|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed August 04, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100804 |
1048.00 |
1065.75 |
1048.00 |
1053.00 |
-0.50 |
4,855 |
5,622 |
-1,615 |
| Sep10 |
100804 |
1021.00 |
1034.75 |
1018.75 |
1029.25 |
+6.50 |
11,973 |
24,395 |
-400 |
| Nov10 |
100804 |
1016.00 |
1029.50 |
1012.75 |
1024.25 |
+6.25 |
86,582 |
317,897 |
+4,028 |
| Jan11 |
100804 |
1022.25 |
1035.25 |
1020.00 |
1030.25 |
+5.50 |
13,579 |
56,373 |
+1,883 |
| Mar11 |
100804 |
1024.00 |
1036.50 |
1020.75 |
1031.50 |
+5.25 |
5,692 |
20,889 |
+855 |
| May11 |
100804 |
1020.50 |
1035.00 |
1020.00 |
1030.00 |
+5.25 |
4,780 |
21,562 |
+994 |
| Jul11 |
100804 |
1026.75 |
1041.50 |
1025.50 |
1036.75 |
+6.75 |
4,140 |
20,655 |
+488 |
| Total Volume and Open Interest |
134,402 |
489,707 |
+7,485 |
| Soybean Meal(CBOT) |
| Aug10 |
100804 |
309.90 |
312.90 |
308.00 |
311.50 |
+3.20 |
3,653 |
5,658 |
-1,512 |
| Sep10 |
100804 |
297.80 |
300.80 |
296.00 |
299.70 |
+2.90 |
9,790 |
34,903 |
-567 |
| Oct10 |
100804 |
290.40 |
294.50 |
290.40 |
292.60 |
+2.20 |
2,638 |
18,759 |
+320 |
| Dec10 |
100804 |
290.00 |
294.40 |
289.30 |
292.40 |
+2.40 |
26,187 |
103,233 |
+962 |
| Jan11 |
100804 |
290.50 |
292.90 |
290.10 |
291.10 |
+2.30 |
733 |
7,117 |
+26 |
| Mar11 |
100804 |
289.70 |
292.10 |
288.90 |
290.20 |
+2.20 |
1,585 |
7,369 |
-172 |
| May11 |
100804 |
285.80 |
290.10 |
285.80 |
288.60 |
+2.60 |
1,361 |
6,557 |
+55 |
| Jul11 |
100804 |
287.40 |
290.60 |
286.70 |
289.90 |
+3.20 |
621 |
5,772 |
+147 |
| Total Volume and Open Interest |
46,672 |
194,040 |
-662 |
| Soybean Oil(CBOT) |
| Aug10 |
100804 |
41.16 |
41.41 |
41.05 |
41.36 |
+0.41 |
8,009 |
4,962 |
-1,858 |
| Sep10 |
100804 |
41.08 |
41.58 |
40.91 |
41.51 |
+0.43 |
16,961 |
61,096 |
+157 |
| Oct10 |
100804 |
41.25 |
41.76 |
41.17 |
41.69 |
+0.42 |
6,159 |
20,941 |
+1,206 |
| Dec10 |
100804 |
41.66 |
42.18 |
41.48 |
42.10 |
+0.42 |
48,417 |
162,735 |
+3,656 |
| Jan11 |
100804 |
41.95 |
42.40 |
41.82 |
42.34 |
+0.43 |
1,129 |
13,425 |
-13 |
| Mar11 |
100804 |
42.47 |
42.59 |
42.20 |
42.53 |
+0.42 |
1,444 |
7,436 |
+298 |
| May11 |
100804 |
42.19 |
42.81 |
42.19 |
42.73 |
+0.43 |
1,086 |
7,004 |
+369 |
| Jul11 |
100804 |
42.81 |
43.05 |
42.71 |
42.98 |
+0.43 |
864 |
5,870 |
+376 |
| Total Volume and Open Interest |
84,214 |
287,712 |
+4,250 |
| Canola(WCE) |
| Nov10 |
100804 |
465.0 |
472.2 |
464.6 |
468.1 |
+2.8 |
6,004 |
132,800 |
-2,531 |
| Jan11 |
100804 |
469.3 |
473.9 |
469.0 |
470.6 |
+3.1 |
1,285 |
11,106 |
-21 |
| Mar11 |
100804 |
467.2 |
473.2 |
467.2 |
469.0 |
+3.0 |
480 |
6,101 |
+99 |
| May11 |
100804 |
463.9 |
469.9 |
463.9 |
466.9 |
+2.9 |
18 |
1,898 |
-13 |
| Jul11 |
100804 |
462.9 |
467.1 |
461.2 |
463.8 |
+2.8 |
119 |
3,090 |
+52 |
| Total Volume and Open Interest |
7,906 |
156,573 |
-2,409 |
| Corn(CBOT) |
| Sep10 |
100804 |
388.75 |
402.00 |
387.50 |
400.25 |
+10.75 |
96,441 |
361,612 |
-7,990 |
| Dec10 |
100804 |
403.00 |
416.50 |
401.75 |
415.00 |
+11.00 |
193,555 |
580,853 |
+21,835 |
| Mar11 |
100804 |
415.50 |
429.50 |
414.50 |
428.00 |
+11.50 |
25,596 |
100,167 |
+2,912 |
| May11 |
100804 |
422.25 |
437.00 |
422.25 |
436.00 |
+12.00 |
6,583 |
21,176 |
+1,029 |
| Jul11 |
100804 |
428.75 |
444.50 |
428.25 |
443.25 |
+12.75 |
12,816 |
62,205 |
+804 |
| Sep11 |
100804 |
428.00 |
440.75 |
428.00 |
440.75 |
+11.75 |
1,599 |
8,242 |
+376 |
| Total Volume and Open Interest |
359,449 |
1,246,776 |
+22,153 |
| Wheat(CBOT) |
| Sep10 |
100804 |
680.00 |
732.00 |
678.25 |
725.75 |
+45.75 |
115,906 |
171,918 |
-3,988 |
| Dec10 |
100804 |
710.00 |
761.25 |
708.00 |
755.50 |
+45.75 |
83,504 |
165,540 |
+5,032 |
| Mar11 |
100804 |
728.00 |
776.00 |
727.75 |
771.00 |
+40.50 |
19,482 |
47,693 |
+836 |
| May11 |
100804 |
727.00 |
770.00 |
727.00 |
765.00 |
+35.00 |
4,891 |
21,184 |
-750 |
| Jul11 |
100804 |
725.00 |
761.00 |
723.50 |
757.25 |
+30.50 |
16,186 |
70,168 |
+688 |
| Total Volume and Open Interest |
246,137 |
509,849 |
+1,656 |
| Wheat(KCBT) |
| Sep10 |
100804 |
685.00 |
732.75 |
684.00 |
726.50 |
+41.50 |
21,217 |
50,426 |
-1,882 |
| Dec10 |
100804 |
701.25 |
749.00 |
700.50 |
743.25 |
+41.50 |
19,347 |
76,502 |
+3,477 |
| Mar11 |
100804 |
713.25 |
761.00 |
713.25 |
755.00 |
+40.75 |
5,635 |
32,200 |
-209 |
| May11 |
100804 |
716.00 |
762.50 |
716.00 |
754.75 |
+38.50 |
461 |
6,414 |
-75 |
| Jul11 |
100804 |
712.75 |
753.50 |
712.75 |
745.75 |
+32.25 |
7,836 |
31,618 |
-1,445 |
| Total Volume and Open Interest |
55,133 |
202,934 |
+58 |
| Wheat(MGE) |
| Sep10 |
100804 |
695.50 |
736.75 |
695.00 |
732.00 |
+35.00 |
5,041 |
15,908 |
-644 |
| Dec10 |
100804 |
709.50 |
750.00 |
708.00 |
745.25 |
+34.50 |
2,090 |
18,344 |
+120 |
| Mar11 |
100804 |
721.00 |
760.25 |
720.50 |
755.25 |
+31.00 |
921 |
9,559 |
+241 |
| May11 |
100804 |
730.00 |
764.50 |
730.00 |
759.25 |
+29.00 |
330 |
2,219 |
-97 |
| Jul11 |
100804 |
729.50 |
760.75 |
729.00 |
755.25 |
+26.00 |
531 |
6,787 |
-251 |
| Total Volume and Open Interest |
10,045 |
57,712 |
-471 |
| Oats(CBOT) |
| Sep10 |
100804 |
273.50 |
282.50 |
271.50 |
280.25 |
+5.25 |
1,037 |
2,261 |
-46 |
| Dec10 |
100804 |
286.50 |
296.00 |
284.50 |
293.25 |
+5.25 |
1,586 |
8,448 |
+447 |
| Mar11 |
100804 |
297.00 |
303.25 |
295.00 |
300.25 |
+5.25 |
30 |
321 |
+13 |
| May11 |
100804 |
307.25 |
307.25 |
302.00 |
307.25 |
+5.25 |
1 |
10 |
+0 |
| Total Volume and Open Interest |
2,654 |
11,040 |
+414 |
| Rough Rice(CBOT) |
| Sep10 |
100804 |
10.80 |
11.09 |
10.78 |
11.03 |
+0.27 |
1,500 |
6,550 |
-90 |
| Nov10 |
100804 |
11.09 |
11.35 |
11.04 |
11.30 |
+0.27 |
2,039 |
7,900 |
+433 |
| Jan11 |
100804 |
11.40 |
11.59 |
11.40 |
11.56 |
+0.28 |
145 |
952 |
+51 |
| Mar11 |
100804 |
11.76 |
11.82 |
11.55 |
11.81 |
+0.26 |
25 |
722 |
-1 |
| Total Volume and Open Interest |
3,718 |
17,672 |
+386 |
| Live Cattle(CME) |
| Aug10 |
100804 |
91.900 |
93.400 |
91.885 |
93.150 |
+1.265 |
8,356 |
34,958 |
-2,454 |
| Oct10 |
100804 |
94.230 |
96.100 |
94.100 |
95.785 |
+1.555 |
21,973 |
159,617 |
+2,102 |
| Dec10 |
100804 |
95.800 |
97.580 |
95.785 |
97.350 |
+1.550 |
8,949 |
71,755 |
+624 |
| Feb11 |
100804 |
97.385 |
98.900 |
97.300 |
98.900 |
+1.450 |
2,998 |
33,666 |
+166 |
| Apr11 |
100804 |
99.035 |
100.700 |
99.035 |
100.650 |
+1.350 |
1,332 |
20,877 |
+792 |
| Jun11 |
100804 |
95.650 |
97.200 |
95.600 |
97.100 |
+1.150 |
423 |
8,776 |
+152 |
| Total Volume and Open Interest |
44,244 |
333,746 |
+1,498 |
| Feeder Cattle(CME) |
| Aug10 |
100804 |
112.750 |
113.900 |
112.750 |
113.600 |
+0.600 |
1,829 |
8,421 |
-792 |
| Sep10 |
100804 |
113.200 |
114.100 |
112.830 |
113.930 |
+1.100 |
1,799 |
12,170 |
-321 |
| Oct10 |
100804 |
113.700 |
114.950 |
113.680 |
114.885 |
+1.000 |
2,818 |
11,089 |
+180 |
| Nov10 |
100804 |
114.100 |
115.000 |
114.000 |
114.980 |
+0.945 |
488 |
3,586 |
+71 |
| Jan11 |
100804 |
112.730 |
113.800 |
112.480 |
113.730 |
+1.130 |
202 |
1,545 |
+57 |
| Mar11 |
100804 |
111.400 |
112.400 |
111.400 |
112.400 |
+1.000 |
30 |
470 |
+3 |
| Apr11 |
100804 |
111.750 |
112.500 |
111.750 |
112.500 |
+1.100 |
3 |
40 |
+3 |
| Total Volume and Open Interest |
7,182 |
37,439 |
-786 |
| Lean Hogs(CME) |
| Aug10 |
100804 |
87.100 |
87.580 |
86.330 |
86.800 |
-0.200 |
7,954 |
17,527 |
-1,396 |
| Oct10 |
100804 |
79.330 |
79.500 |
78.500 |
78.950 |
+0.020 |
18,296 |
97,818 |
+2,270 |
| Dec10 |
100804 |
75.750 |
76.180 |
75.330 |
75.950 |
+0.270 |
7,734 |
51,146 |
+1,423 |
| Feb11 |
100804 |
76.930 |
77.650 |
76.650 |
77.580 |
+0.545 |
2,085 |
20,966 |
+244 |
| Apr11 |
100804 |
77.300 |
77.950 |
77.100 |
77.550 |
+0.325 |
1,122 |
17,486 |
+313 |
| May11 |
100804 |
80.500 |
80.800 |
80.475 |
80.800 |
+0.400 |
40 |
644 |
+27 |
| Jun11 |
100804 |
83.000 |
83.450 |
82.700 |
83.285 |
+0.305 |
904 |
9,270 |
+495 |
| Jul11 |
100804 |
81.400 |
81.800 |
81.100 |
81.800 |
+0.450 |
55 |
2,223 |
+37 |
| Total Volume and Open Interest |
38,291 |
218,536 |
+3,486 |
| Pork Bellies(CME) |
| Aug10 |
100804 |
114.000 |
114.000 |
114.000 |
114.000 |
+4.500 |
1 |
21 |
+1 |
| Feb11 |
100804 |
104.000 |
104.000 |
104.000 |
104.000 |
+2.000 |
0 |
7 |
+0 |
| Mar11 |
100804 |
103.500 |
103.500 |
103.500 |
103.500 |
+2.000 |
0 |
1 |
+0 |
| May11 |
100804 |
104.000 |
104.000 |
104.000 |
104.000 |
+2.000 |
|
|
|
| Jul11 |
100804 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
|
|
|
| Total Volume and Open Interest |
1 |
29 |
+1 |
| Class III Milk(CME) |
| Aug10 |
100804 |
14.95 |
14.98 |
14.92 |
14.94 |
+0.02 |
85 |
4,693 |
-56 |
| Sep10 |
100804 |
15.09 |
15.17 |
15.08 |
15.14 |
+0.01 |
187 |
4,867 |
-52 |
| Oct10 |
100804 |
14.86 |
14.89 |
14.78 |
14.82 |
-0.03 |
103 |
4,087 |
-1 |
| Nov10 |
100804 |
14.67 |
14.70 |
14.63 |
14.65 |
-0.01 |
72 |
3,839 |
-17 |
| Dec10 |
100804 |
14.64 |
14.66 |
14.55 |
14.55 |
-0.11 |
44 |
3,910 |
-18 |
| Total Volume and Open Interest |
573 |
24,804 |
-108 |
| Cocoa(ICE) |
| Sep10 |
100804 |
3073 |
3169 |
3066 |
3118 |
+60 |
7,942 |
49,007 |
-1,503 |
| Dec10 |
100804 |
3096 |
3189 |
3092 |
3139 |
+48 |
5,096 |
32,462 |
+1,380 |
| Mar11 |
100804 |
3119 |
3203 |
3119 |
3156 |
+41 |
989 |
20,387 |
-2 |
| May11 |
100804 |
3166 |
3209 |
3163 |
3167 |
+40 |
73 |
7,998 |
-11 |
| Jul11 |
100804 |
3176 |
3222 |
3176 |
3176 |
+38 |
102 |
4,499 |
+40 |
| Sep11 |
100804 |
3236 |
3236 |
3188 |
3188 |
+37 |
88 |
1,878 |
+47 |
| Dec11 |
100804 |
3252 |
3252 |
3205 |
3205 |
+39 |
131 |
3,569 |
+80 |
| Total Volume and Open Interest |
14,554 |
123,060 |
+155 |
| Coffee "C"(ICE) |
| Sep10 |
100804 |
167.60 |
171.70 |
167.60 |
169.75 |
+3.10 |
16,690 |
82,535 |
-1,782 |
| Dec10 |
100804 |
168.50 |
172.70 |
168.50 |
170.85 |
+3.20 |
8,565 |
50,073 |
+1,157 |
| Mar11 |
100804 |
169.00 |
172.10 |
169.00 |
170.60 |
+3.30 |
1,713 |
24,469 |
+778 |
| May11 |
100804 |
167.90 |
170.15 |
167.90 |
169.75 |
+3.30 |
479 |
6,693 |
-553 |
| Jul11 |
100804 |
169.40 |
169.85 |
169.00 |
169.35 |
+3.25 |
71 |
3,171 |
-96 |
| Sep11 |
100804 |
168.80 |
169.25 |
168.35 |
168.90 |
+3.25 |
37 |
1,520 |
+17 |
| Total Volume and Open Interest |
27,601 |
168,976 |
-422 |
| Orange Juice(ICE) |
| Sep10 |
100804 |
147.85 |
148.30 |
144.00 |
144.80 |
-3.40 |
1,331 |
18,204 |
-421 |
| Nov10 |
100804 |
149.00 |
149.55 |
145.55 |
146.30 |
-3.55 |
731 |
6,697 |
+959 |
| Jan11 |
100804 |
150.75 |
150.75 |
147.60 |
147.60 |
-3.20 |
133 |
1,787 |
+75 |
| Mar11 |
100804 |
151.05 |
151.05 |
149.05 |
149.05 |
-3.20 |
19 |
266 |
+6 |
| May11 |
100804 |
152.30 |
152.30 |
150.30 |
150.30 |
-2.85 |
7 |
206 |
+0 |
| Jul11 |
100804 |
155.00 |
155.25 |
152.45 |
152.45 |
-3.55 |
0 |
1,198 |
+999 |
| Total Volume and Open Interest |
2,222 |
28,363 |
+1,618 |
| Sugar #11(ICE) |
| Oct10 |
100804 |
18.69 |
18.96 |
17.95 |
18.88 |
+0.29 |
41,248 |
261,444 |
+559 |
| Mar11 |
100804 |
18.05 |
18.47 |
17.48 |
18.26 |
+0.23 |
21,921 |
148,140 |
+18 |
| May11 |
100804 |
17.25 |
17.85 |
16.80 |
17.49 |
+0.22 |
6,939 |
38,507 |
-451 |
| Jul11 |
100804 |
16.70 |
17.42 |
16.15 |
16.83 |
+0.24 |
6,449 |
73,484 |
+1,788 |
| Oct11 |
100804 |
16.37 |
16.95 |
16.00 |
16.59 |
+0.18 |
995 |
31,563 |
+68 |
| Total Volume and Open Interest |
78,406 |
616,960 |
+2,047 |
| London Cocoa(LCE) |
| Sep10 |
100804 |
2270 |
2325 |
2255 |
2294 |
+35 |
4,261 |
61,641 |
-1,282 |
| Dec10 |
100804 |
2155 |
2202 |
2150 |
2177 |
+25 |
2,663 |
41,222 |
-405 |
| Mar11 |
100804 |
2154 |
2179 |
2139 |
2159 |
+25 |
2,123 |
33,861 |
+90 |
| May11 |
100804 |
2159 |
2185 |
2148 |
2167 |
+26 |
143 |
13,274 |
+46 |
| Jul11 |
100804 |
2169 |
2187 |
2167 |
2172 |
+25 |
314 |
4,007 |
+224 |
| Sep11 |
100804 |
2173 |
2176 |
2173 |
2176 |
+24 |
29 |
2,550 |
+8 |
| Dec11 |
100804 |
2173 |
2182 |
2173 |
2176 |
+26 |
269 |
5,029 |
+258 |
| Total Volume and Open Interest |
10,575 |
165,885 |
-791 |
| London Sugar(LCE) |
| Oct10 |
100804 |
547.30 |
560.10 |
529.00 |
555.00 |
+9.90 |
3,092 |
33,363 |
+496 |
| Dec10 |
100804 |
504.50 |
514.50 |
490.10 |
511.00 |
+7.90 |
1,565 |
12,833 |
+541 |
| Mar11 |
100804 |
498.00 |
502.70 |
485.70 |
502.40 |
+7.70 |
651 |
8,532 |
-143 |
| May11 |
100804 |
477.00 |
490.40 |
475.20 |
488.40 |
+6.90 |
242 |
4,097 |
-52 |
| Aug11 |
100804 |
458.10 |
478.10 |
458.10 |
474.90 |
+9.50 |
54 |
2,910 |
-14 |
| Total Volume and Open Interest |
5,604 |
62,207 |
+828 |
| Cotton(ICE) |
| Oct10 |
100804 |
85.00 |
85.00 |
83.94 |
84.00 |
-0.51 |
106 |
976 |
-42 |
| Dec10 |
100804 |
79.60 |
79.95 |
78.97 |
79.47 |
-0.33 |
14,701 |
120,799 |
+2,184 |
| Mar11 |
100804 |
77.56 |
77.92 |
77.18 |
77.43 |
-0.56 |
3,778 |
40,478 |
+857 |
| May11 |
100804 |
77.95 |
78.04 |
77.55 |
77.76 |
-0.48 |
1,126 |
2,202 |
+307 |
| Jul11 |
100804 |
78.02 |
78.50 |
77.86 |
78.13 |
-0.38 |
125 |
8,765 |
-3 |
| Oct11 |
100804 |
75.13 |
75.13 |
75.13 |
75.13 |
-0.47 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
19,840 |
175,756 |
+3,305 |
| Lumber(CME) |
| Sep10 |
100804 |
206.4 |
208.0 |
199.0 |
208.0 |
+2.9 |
1,595 |
5,136 |
-259 |
| Nov10 |
100804 |
211.0 |
213.6 |
206.9 |
210.5 |
+0.2 |
1,230 |
4,557 |
+704 |
| Jan11 |
100804 |
228.0 |
230.8 |
224.2 |
230.6 |
+1.0 |
26 |
217 |
+10 |
| Mar11 |
100804 |
241.9 |
241.9 |
237.5 |
241.9 |
unch |
1 |
14 |
+1 |
| Total Volume and Open Interest |
2,852 |
9,927 |
+456 |
| Crude Oil(NYM) |
| Sep10 |
100804 |
82.42 |
82.97 |
81.62 |
82.47 |
-0.08 |
306,098 |
335,666 |
-3,057 |
| Oct10 |
100804 |
82.84 |
83.40 |
82.05 |
82.91 |
-0.08 |
83,313 |
104,917 |
+5,962 |
| Nov10 |
100804 |
83.30 |
83.91 |
82.60 |
83.46 |
-0.07 |
37,307 |
74,036 |
+6,565 |
| Dec10 |
100804 |
83.89 |
84.45 |
83.18 |
83.98 |
-0.07 |
72,914 |
191,508 |
+1,123 |
| Jan11 |
100804 |
83.93 |
84.73 |
83.87 |
84.46 |
-0.06 |
8,911 |
43,102 |
-1,444 |
| Feb11 |
100804 |
84.67 |
85.34 |
84.32 |
84.89 |
-0.04 |
3,468 |
20,075 |
+466 |
| Mar11 |
100804 |
85.00 |
85.62 |
84.65 |
85.25 |
-0.05 |
3,177 |
24,513 |
-103 |
| Apr11 |
100804 |
85.50 |
85.70 |
85.50 |
85.59 |
-0.06 |
1,600 |
11,611 |
+90 |
| May11 |
100804 |
85.78 |
86.21 |
85.78 |
85.90 |
-0.08 |
1,484 |
8,523 |
+131 |
| Jun11 |
100804 |
85.90 |
86.55 |
85.81 |
86.20 |
-0.10 |
10,219 |
46,697 |
+329 |
| Jul11 |
100804 |
86.39 |
86.70 |
86.30 |
86.49 |
-0.11 |
2,529 |
25,514 |
-235 |
| Aug11 |
100804 |
86.73 |
86.90 |
86.69 |
86.69 |
-0.11 |
1,326 |
7,948 |
+129 |
| Sep11 |
100804 |
86.88 |
86.88 |
86.88 |
86.88 |
-0.10 |
616 |
7,888 |
+26 |
| Oct11 |
100804 |
87.06 |
87.06 |
87.06 |
87.06 |
-0.09 |
395 |
4,842 |
+18 |
| Nov11 |
100804 |
87.40 |
87.55 |
87.25 |
87.25 |
-0.08 |
356 |
10,090 |
+67 |
| Dec11 |
100804 |
86.96 |
87.85 |
86.85 |
87.46 |
-0.06 |
22,608 |
104,259 |
+3,165 |
| Total Volume and Open Interest |
562,772 |
1,234,564 |
+14,272 |
| e-miNY Crude Oil(NYM) |
| Aug10 |
100630 |
75.475 |
76.825 |
74.400 |
75.625 |
-0.325 |
10,591 |
2,274 |
+96 |
| Sep10 |
100804 |
82.375 |
82.950 |
81.600 |
82.475 |
-0.075 |
12,263 |
4,997 |
+1,168 |
| Oct10 |
100804 |
82.700 |
83.300 |
82.050 |
82.900 |
-0.100 |
579 |
1,182 |
+51 |
| Nov10 |
100804 |
83.250 |
83.850 |
82.775 |
83.450 |
-0.075 |
81 |
169 |
+7 |
| Dec10 |
100804 |
84.025 |
84.200 |
83.425 |
83.975 |
-0.075 |
47 |
132 |
+12 |
| Jan11 |
100804 |
84.450 |
84.450 |
84.450 |
84.450 |
-0.075 |
2 |
7 |
-1 |
| Feb11 |
100804 |
84.900 |
84.900 |
84.900 |
84.900 |
-0.025 |
|
|
|
| Mar11 |
100804 |
85.100 |
85.250 |
85.100 |
85.250 |
-0.050 |
1 |
1 |
+1 |
| Apr11 |
100804 |
85.600 |
85.600 |
85.600 |
85.600 |
-0.050 |
|
|
|
| May11 |
100804 |
85.900 |
85.900 |
85.900 |
85.900 |
-0.075 |
|
|
|
| Total Volume and Open Interest |
12,991 |
6,542 |
+1,234 |
| Heating Oil(NYM) |
| Sep10 |
100804 |
219.74 |
220.88 |
218.00 |
220.22 |
+0.22 |
57,899 |
84,291 |
+2,250 |
| Oct10 |
100804 |
222.59 |
223.73 |
221.00 |
223.12 |
+0.26 |
14,767 |
39,456 |
+1,275 |
| Nov10 |
100804 |
224.07 |
226.30 |
223.77 |
225.89 |
+0.25 |
8,090 |
33,509 |
+2,926 |
| Dec10 |
100804 |
227.13 |
228.95 |
226.20 |
228.31 |
+0.23 |
11,367 |
37,810 |
+2,024 |
| Jan11 |
100804 |
230.94 |
231.24 |
228.73 |
230.82 |
+0.24 |
4,249 |
25,897 |
+15 |
| Feb11 |
100804 |
232.53 |
233.00 |
230.76 |
232.68 |
+0.24 |
828 |
12,228 |
+175 |
| Mar11 |
100804 |
232.68 |
233.55 |
231.58 |
233.40 |
+0.20 |
627 |
10,555 |
+56 |
| Apr11 |
100804 |
231.21 |
233.11 |
231.21 |
232.97 |
+0.20 |
308 |
6,422 |
+41 |
| May11 |
100804 |
232.70 |
232.70 |
232.70 |
232.70 |
+0.20 |
235 |
6,673 |
+73 |
| Jun11 |
100804 |
231.76 |
232.77 |
231.15 |
232.77 |
+0.20 |
1,099 |
20,353 |
+369 |
| Jul11 |
100804 |
233.87 |
233.87 |
233.87 |
233.87 |
+0.15 |
34 |
2,200 |
+17 |
| Aug11 |
100804 |
235.22 |
235.22 |
235.22 |
235.22 |
+0.18 |
14 |
2,230 |
+4 |
| Total Volume and Open Interest |
100,842 |
299,346 |
+9,194 |
| Gasoline(NYMEX) |
| Sep10 |
100804 |
218.78 |
219.80 |
216.07 |
217.50 |
-1.85 |
55,118 |
102,005 |
+1,770 |
| Oct10 |
100804 |
209.30 |
210.83 |
207.90 |
209.30 |
-0.74 |
17,991 |
41,758 |
+1,003 |
| Nov10 |
100804 |
208.15 |
209.97 |
207.59 |
208.65 |
-0.42 |
6,979 |
34,467 |
+393 |
| Dec10 |
100804 |
208.59 |
210.55 |
208.14 |
209.33 |
-0.19 |
8,969 |
22,394 |
+263 |
| Jan11 |
100804 |
210.34 |
212.25 |
210.34 |
211.24 |
-0.12 |
1,105 |
10,270 |
-5 |
| Feb11 |
100804 |
212.75 |
214.15 |
212.75 |
213.41 |
-0.05 |
520 |
4,166 |
+271 |
| Mar11 |
100804 |
215.90 |
216.60 |
214.40 |
215.67 |
unch |
208 |
3,419 |
+36 |
| Apr11 |
100804 |
227.89 |
228.73 |
227.84 |
228.01 |
+0.13 |
163 |
6,004 |
+16 |
| May11 |
100804 |
228.63 |
228.83 |
228.43 |
228.83 |
+0.15 |
44 |
3,644 |
+0 |
| Jun11 |
100804 |
229.43 |
229.43 |
229.43 |
229.43 |
+0.15 |
189 |
3,961 |
-7 |
| Total Volume and Open Interest |
91,309 |
239,654 |
+3,724 |
| e-miNY RBOB Gasoline(NYM) |
| Sep10 |
100804 |
217.50 |
217.50 |
217.50 |
217.50 |
-1.90 |
0 |
1 |
+0 |
| Oct10 |
100804 |
209.30 |
209.30 |
209.30 |
209.30 |
-0.70 |
0 |
1 |
+0 |
| Nov10 |
100804 |
208.70 |
208.70 |
208.65 |
208.70 |
-0.40 |
0 |
1 |
+0 |
| Dec10 |
100804 |
209.30 |
209.33 |
209.30 |
209.30 |
-0.20 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Natural Gas(NYM) |
| Sep10 |
100804 |
4.664 |
4.756 |
4.632 |
4.737 |
+0.098 |
117,300 |
196,076 |
-3,986 |
| Oct10 |
100804 |
4.699 |
4.773 |
4.659 |
4.756 |
+0.088 |
52,006 |
97,730 |
+1,200 |
| Nov10 |
100804 |
4.876 |
4.920 |
4.830 |
4.909 |
+0.058 |
26,361 |
69,116 |
-3,335 |
| Dec10 |
100804 |
5.119 |
5.157 |
5.075 |
5.149 |
+0.042 |
19,468 |
44,702 |
+1,287 |
| Jan11 |
100804 |
5.250 |
5.291 |
5.215 |
5.285 |
+0.040 |
18,463 |
68,991 |
+298 |
| Feb11 |
100804 |
5.254 |
5.254 |
5.191 |
5.252 |
+0.035 |
5,399 |
19,297 |
-240 |
| Mar11 |
100804 |
5.119 |
5.156 |
5.096 |
5.152 |
+0.033 |
7,442 |
54,981 |
-36 |
| Apr11 |
100804 |
4.969 |
4.986 |
4.929 |
4.982 |
+0.036 |
5,270 |
48,538 |
+435 |
| May11 |
100804 |
4.985 |
5.005 |
4.952 |
4.997 |
+0.036 |
1,845 |
22,468 |
+281 |
| Jun11 |
100804 |
5.020 |
5.045 |
4.993 |
5.034 |
+0.036 |
799 |
8,202 |
+34 |
| Jul11 |
100804 |
5.077 |
5.100 |
5.050 |
5.088 |
+0.036 |
874 |
6,547 |
-87 |
| Aug11 |
100804 |
5.095 |
5.140 |
5.093 |
5.132 |
+0.035 |
952 |
7,191 |
+259 |
| Sep11 |
100804 |
5.135 |
5.165 |
5.114 |
5.155 |
+0.035 |
625 |
6,422 |
+75 |
| Oct11 |
100804 |
5.191 |
5.245 |
5.190 |
5.235 |
+0.037 |
3,489 |
20,704 |
-621 |
| Nov11 |
100804 |
5.399 |
5.445 |
5.399 |
5.442 |
+0.037 |
528 |
6,037 |
+100 |
| Dec11 |
100804 |
5.649 |
5.700 |
5.649 |
5.689 |
+0.037 |
1,032 |
11,611 |
-422 |
| Total Volume and Open Interest |
265,556 |
783,536 |
-3,893 |
| Brent Crude Oil(ICE) |
| Sep10 |
100804 |
82.52 |
82.86 |
81.60 |
82.20 |
-0.48 |
147,791 |
184,602 |
-5,497 |
| Oct10 |
100804 |
82.59 |
83.09 |
81.80 |
82.48 |
-0.28 |
75,146 |
182,636 |
+10,771 |
| Nov10 |
100804 |
83.00 |
83.61 |
82.32 |
83.00 |
-0.22 |
39,356 |
66,547 |
+13,945 |
| Dec10 |
100804 |
83.53 |
84.09 |
82.89 |
83.54 |
-0.20 |
36,669 |
126,754 |
+3,071 |
| Jan11 |
100804 |
83.84 |
84.33 |
83.51 |
84.02 |
-0.18 |
4,600 |
24,705 |
-36 |
| Feb11 |
100804 |
84.42 |
84.79 |
83.93 |
84.49 |
-0.16 |
3,010 |
18,435 |
+55 |
| Mar11 |
100804 |
84.87 |
85.24 |
84.40 |
84.97 |
-0.14 |
1,725 |
14,152 |
+303 |
| Apr11 |
100804 |
84.95 |
85.59 |
84.84 |
85.41 |
-0.13 |
1,287 |
11,271 |
+114 |
| May11 |
100804 |
85.35 |
85.98 |
85.23 |
85.81 |
-0.11 |
990 |
16,558 |
+217 |
| Jun11 |
100804 |
86.19 |
86.59 |
85.58 |
86.18 |
-0.10 |
3,125 |
25,035 |
+325 |
| Jul11 |
100804 |
86.53 |
86.53 |
86.53 |
86.53 |
-0.10 |
246 |
8,511 |
+38 |
| Aug11 |
100804 |
86.82 |
86.82 |
86.82 |
86.82 |
-0.09 |
179 |
4,062 |
+67 |
| Sep11 |
100804 |
87.06 |
87.06 |
87.06 |
87.06 |
-0.08 |
364 |
5,319 |
+30 |
| Oct11 |
100804 |
87.28 |
87.28 |
87.28 |
87.28 |
-0.06 |
241 |
3,525 |
-2 |
| Total Volume and Open Interest |
323,633 |
818,640 |
+0 |
| Gas Oil(ICE) |
| Aug10 |
100804 |
691.25 |
695.50 |
686.00 |
693.50 |
+2.50 |
34,407 |
86,428 |
-3,705 |
| Sep10 |
100804 |
697.50 |
701.75 |
692.75 |
700.00 |
+2.50 |
65,303 |
100,606 |
-419 |
| Oct10 |
100804 |
703.75 |
707.25 |
698.25 |
705.50 |
+2.50 |
21,454 |
74,731 |
+3,180 |
| Nov10 |
100804 |
707.25 |
710.75 |
702.75 |
709.75 |
+2.75 |
9,297 |
39,758 |
+2,769 |
| Dec10 |
100804 |
710.75 |
715.50 |
706.75 |
713.75 |
+3.00 |
16,515 |
91,126 |
+2,254 |
| Jan11 |
100804 |
712.00 |
720.00 |
711.25 |
718.25 |
+3.25 |
2,083 |
38,750 |
-238 |
| Feb11 |
100804 |
716.00 |
723.00 |
716.00 |
722.50 |
+3.25 |
1,045 |
24,011 |
+404 |
| Mar11 |
100804 |
719.50 |
726.00 |
719.50 |
726.00 |
+3.25 |
578 |
14,980 |
+322 |
| Apr11 |
100804 |
722.25 |
729.00 |
722.25 |
728.75 |
+3.25 |
545 |
14,236 |
+65 |
| May11 |
100804 |
728.75 |
731.25 |
728.75 |
731.25 |
+3.25 |
686 |
16,502 |
+199 |
| Total Volume and Open Interest |
158,550 |
632,984 |
+0 |
| Ethanol(CBOT) |
| Aug10 |
100804 |
1.745 |
1.745 |
1.745 |
1.745 |
+0.006 |
120 |
145 |
+13 |
| Sep10 |
100804 |
1.704 |
1.715 |
1.703 |
1.715 |
+0.031 |
138 |
1,127 |
-61 |
| Oct10 |
100804 |
1.690 |
1.696 |
1.685 |
1.694 |
+0.032 |
33 |
1,289 |
+6 |
| Nov10 |
100804 |
1.699 |
1.699 |
1.680 |
1.691 |
+0.030 |
25 |
1,014 |
+1 |
| Dec10 |
100804 |
1.676 |
1.704 |
1.676 |
1.699 |
+0.029 |
43 |
1,965 |
+16 |
| Jan11 |
100804 |
1.704 |
1.705 |
1.700 |
1.704 |
+0.034 |
35 |
1,343 |
+24 |
| Feb11 |
100804 |
1.719 |
1.721 |
1.719 |
1.720 |
+0.030 |
35 |
739 |
+7 |
| Mar11 |
100804 |
1.729 |
1.729 |
1.723 |
1.726 |
+0.026 |
7 |
634 |
+0 |
| Total Volume and Open Interest |
481 |
11,755 |
+35 |
| WTI Crude Oil(ICE |
| Sep10 |
100804 |
82.25 |
82.97 |
81.62 |
82.47 |
-0.08 |
78,626 |
95,238 |
-1,878 |
| Oct10 |
100804 |
82.68 |
83.40 |
82.05 |
82.91 |
-0.08 |
31,782 |
64,412 |
-759 |
| Nov10 |
100804 |
83.43 |
83.90 |
82.62 |
83.46 |
-0.07 |
12,770 |
27,642 |
+3,984 |
| Dec10 |
100804 |
83.75 |
84.41 |
83.18 |
83.98 |
-0.07 |
20,275 |
86,722 |
+2,052 |
| Jan11 |
100804 |
83.99 |
84.87 |
83.82 |
84.46 |
-0.06 |
1,329 |
20,046 |
+234 |
| Feb11 |
100804 |
85.01 |
85.29 |
84.54 |
84.89 |
-0.04 |
453 |
11,458 |
+143 |
| Mar11 |
100804 |
85.37 |
85.66 |
85.08 |
85.25 |
-0.05 |
391 |
8,400 |
-364 |
| Apr11 |
100804 |
85.71 |
86.01 |
84.96 |
85.59 |
-0.06 |
340 |
5,047 |
+92 |
| May11 |
100804 |
86.34 |
86.34 |
85.62 |
85.90 |
-0.08 |
427 |
4,076 |
-145 |
| Jun11 |
100804 |
85.70 |
86.66 |
85.59 |
86.20 |
-0.10 |
2,865 |
22,707 |
+531 |
| Jul11 |
100804 |
86.49 |
86.49 |
86.49 |
86.49 |
-0.11 |
464 |
10,773 |
+39 |
| Aug11 |
100804 |
86.69 |
86.69 |
86.69 |
86.69 |
-0.11 |
73 |
2,560 |
-20 |
| Sep11 |
100804 |
86.88 |
86.88 |
86.88 |
86.88 |
-0.10 |
43 |
2,826 |
+2 |
| Oct11 |
100804 |
87.06 |
87.06 |
87.06 |
87.06 |
-0.09 |
37 |
2,393 |
+19 |
| Nov11 |
100804 |
87.25 |
87.25 |
87.25 |
87.25 |
-0.08 |
34 |
6,443 |
+34 |
| Dec11 |
100804 |
87.09 |
87.85 |
86.82 |
87.46 |
-0.06 |
5,604 |
49,633 |
+271 |
| Total Volume and Open Interest |
156,965 |
483,112 |
+0 |
| US Dollar Index(ICE) |
| Sep10 |
100804 |
80.720 |
81.220 |
80.600 |
80.993 |
+0.308 |
16,257 |
21,727 |
-517 |
| Dec10 |
100804 |
80.905 |
81.520 |
80.905 |
81.302 |
+0.305 |
2 |
666 |
+0 |
| Mar11 |
100804 |
81.662 |
81.662 |
81.662 |
81.662 |
+0.305 |
|
|
|
| Total Volume and Open Interest |
16,259 |
22,394 |
-517 |
| Australian Dollar(CME) |
| Sep10 |
100804 |
90.84 |
91.42 |
90.52 |
91.34 |
+0.34 |
70,146 |
95,325 |
+5,233 |
| Dec10 |
100804 |
89.95 |
90.40 |
89.77 |
90.34 |
+0.32 |
173 |
887 |
-20 |
| Mar11 |
100804 |
89.35 |
89.35 |
89.03 |
89.35 |
+0.32 |
|
|
|
| Total Volume and Open Interest |
70,319 |
96,368 |
+5,213 |
| British Pound(CME) |
| Sep10 |
100804 |
159.44 |
159.61 |
158.53 |
158.92 |
-0.49 |
119,829 |
134,241 |
+5,446 |
| Dec10 |
100804 |
159.49 |
159.50 |
158.55 |
158.84 |
-0.49 |
297 |
630 |
+113 |
| Mar11 |
100804 |
158.81 |
159.23 |
158.74 |
158.74 |
-0.49 |
2 |
7 |
+1 |
| Total Volume and Open Interest |
120,128 |
134,878 |
+5,560 |
| Canadian Dollar(CME) |
| Sep10 |
100804 |
97.62 |
98.36 |
97.31 |
98.32 |
+0.64 |
64,713 |
92,154 |
+7,510 |
| Dec10 |
100804 |
97.47 |
98.16 |
97.15 |
98.14 |
+0.63 |
458 |
4,028 |
+48 |
| Mar11 |
100804 |
97.59 |
97.93 |
97.31 |
97.93 |
+0.62 |
7 |
515 |
+2 |
| Jun11 |
100804 |
97.23 |
97.70 |
97.08 |
97.70 |
+0.62 |
11 |
236 |
+3 |
| Total Volume and Open Interest |
65,189 |
96,965 |
+7,563 |
| Japanese Yen(CME) |
| Sep10 |
100804 |
116.58 |
117.23 |
115.79 |
115.96 |
-0.51 |
84,968 |
130,197 |
-1,834 |
| Dec10 |
100804 |
116.64 |
117.32 |
115.94 |
116.06 |
-0.52 |
68 |
649 |
+2 |
| Mar11 |
100804 |
116.50 |
117.03 |
116.10 |
116.19 |
-0.52 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
85,036 |
130,884 |
-1,832 |
| Swiss Franc(CME) |
| Sep10 |
100804 |
96.24 |
96.39 |
94.77 |
95.08 |
-1.21 |
32,151 |
58,760 |
+683 |
| Dec10 |
100804 |
96.27 |
96.39 |
95.01 |
95.17 |
-1.21 |
28 |
251 |
-1 |
| Mar11 |
100804 |
95.52 |
96.47 |
95.26 |
95.26 |
-1.21 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
32,179 |
59,020 |
+682 |
| EuroFX(CME) |
| Sep10 |
100804 |
132.27 |
132.39 |
131.29 |
131.72 |
-0.59 |
256,865 |
231,428 |
+7,003 |
| Dec10 |
100804 |
132.17 |
132.25 |
131.27 |
131.66 |
-0.59 |
1,775 |
2,446 |
+258 |
| Mar11 |
100804 |
131.65 |
132.18 |
131.59 |
131.59 |
-0.59 |
2 |
247 |
+0 |
| Total Volume and Open Interest |
258,642 |
234,128 |
+7,261 |
| Mexican Peso(CME) |
| Aug10 |
100804 |
797.5 |
797.5 |
793.5 |
797.5 |
+4.0 |
|
|
|
| Sep10 |
100804 |
791.5 |
796.0 |
790.2 |
794.8 |
+4.0 |
18,214 |
88,719 |
+1,409 |
| Total Volume and Open Interest |
18,246 |
89,277 |
+1,405 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100804 |
128~230 |
128~240 |
127~290 |
127~290 |
-0~160 |
|
|
|
| Dec10 |
100804 |
127~010 |
127~130 |
126~110 |
126~160 |
-0~160 |
324 |
2,731 |
+113 |
| Mar11 |
100804 |
125~060 |
125~220 |
125~060 |
125~060 |
-0~160 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
199,892 |
694,072 |
-15,966 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100804 |
124~005 |
124~080 |
123~180 |
123~200 |
-0~115 |
712,437 |
1,854,247 |
-28,220 |
| Dec10 |
100804 |
123~010 |
123~095 |
122~220 |
122~235 |
-0~110 |
1,609 |
14,023 |
-191 |
| Mar11 |
100804 |
121~190 |
121~305 |
121~190 |
121~195 |
-0~110 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
714,046 |
1,868,370 |
-28,411 |
| 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 |
100804 |
119~000 |
119~027 |
118~108 |
118~117 |
-0~038 |
149 |
2,721 |
+18 |
| Mar11 |
100804 |
117~123 |
118~033 |
117~123 |
117~123 |
-0~038 |
|
|
|
| Total Volume and Open Interest |
346,814 |
1,023,061 |
+3,175 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100804 |
54~101 |
54~101 |
54~098 |
54~098 |
-0~004 |
|
|
|
| Dec10 |
100804 |
109~049 |
109~051 |
109~043 |
109~043 |
-0~007 |
18 |
1,185 |
+10 |
| Mar11 |
100804 |
109~017 |
109~024 |
109~017 |
109~017 |
-0~007 |
|
|
|
| Total Volume and Open Interest |
117,700 |
825,896 |
+6,085 |
| Eurodollars(CME) |
| Sep10 |
100804 |
99.615 |
99.620 |
99.590 |
99.605 |
-0.005 |
96,897 |
881,365 |
-7,211 |
| Dec10 |
100804 |
99.580 |
99.595 |
99.545 |
99.555 |
-0.020 |
115,163 |
1,162,310 |
-8,918 |
| Mar11 |
100804 |
99.520 |
99.535 |
99.460 |
99.475 |
-0.035 |
137,812 |
1,012,658 |
-7,465 |
| Jun11 |
100804 |
99.410 |
99.440 |
99.340 |
99.360 |
-0.045 |
159,248 |
931,800 |
+8,637 |
| Sep11 |
100804 |
99.270 |
99.300 |
99.190 |
99.215 |
-0.050 |
161,306 |
998,637 |
+1,534 |
| Dec11 |
100804 |
99.075 |
99.115 |
98.995 |
99.020 |
-0.055 |
113,327 |
695,445 |
+8,833 |
| Mar12 |
100804 |
98.895 |
98.935 |
98.805 |
98.830 |
-0.065 |
87,582 |
472,349 |
+8,030 |
| Jun12 |
100804 |
98.705 |
98.745 |
98.610 |
98.630 |
-0.075 |
77,636 |
364,648 |
+4,916 |
| Sep12 |
100804 |
98.525 |
98.555 |
98.425 |
98.440 |
-0.085 |
41,956 |
258,110 |
-1,464 |
| Dec12 |
100804 |
98.325 |
98.355 |
98.220 |
98.235 |
-0.090 |
31,250 |
173,387 |
-49 |
| Mar13 |
100804 |
98.145 |
98.180 |
98.040 |
98.055 |
-0.095 |
32,376 |
218,386 |
-365 |
| Jun13 |
100804 |
97.955 |
97.980 |
97.835 |
97.855 |
-0.095 |
25,043 |
134,213 |
-1,066 |
| Sep13 |
100804 |
97.755 |
97.780 |
97.635 |
97.655 |
-0.095 |
7,923 |
94,192 |
+385 |
| Dec13 |
100804 |
97.545 |
97.570 |
97.425 |
97.450 |
-0.090 |
7,967 |
74,903 |
+26 |
| Mar14 |
100804 |
97.355 |
97.375 |
97.240 |
97.260 |
-0.090 |
6,402 |
54,359 |
+152 |
| Jun14 |
100804 |
97.150 |
97.170 |
97.035 |
97.060 |
-0.085 |
5,299 |
54,715 |
+271 |
| Sep14 |
100804 |
96.950 |
96.965 |
96.835 |
96.860 |
-0.080 |
3,645 |
30,676 |
-275 |
| Dec14 |
100804 |
96.745 |
96.755 |
96.625 |
96.650 |
-0.080 |
3,362 |
48,892 |
+248 |
| Total Volume and Open Interest |
1,127,733 |
7,830,073 |
+8,033 |
| 30 Day Federal Funds(CBOT) |
| Aug10 |
100804 |
99.817 |
99.820 |
99.817 |
99.817 |
unch |
2,701 |
73,404 |
+1,009 |
| Sep10 |
100804 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
2,025 |
60,702 |
+853 |
| Oct10 |
100804 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
2,226 |
67,511 |
+560 |
| Nov10 |
100804 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
2,034 |
81,171 |
-40 |
| Dec10 |
100804 |
99.820 |
99.820 |
99.815 |
99.820 |
unch |
3,434 |
67,485 |
+503 |
| Jan11 |
100804 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
7,368 |
60,891 |
+238 |
| Total Volume and Open Interest |
30,460 |
590,186 |
-50,559 |
| 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 |
100804 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
989 |
-1 |
| Dec10 |
100804 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.005 |
0 |
542 |
+0 |
| Mar11 |
100804 |
99.710 |
99.710 |
99.710 |
99.710 |
+0.005 |
0 |
367 |
+0 |
| Jun11 |
100804 |
99.715 |
99.715 |
99.715 |
99.715 |
+0.005 |
|
|
|
| Sep11 |
100804 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.005 |
|
|
|
| Dec11 |
100804 |
99.700 |
99.700 |
99.700 |
99.700 |
+0.005 |
|
|
|
| Mar12 |
100804 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
|
|
|
| Jun12 |
100804 |
99.715 |
99.715 |
99.715 |
99.715 |
+0.005 |
|
|
|
| Sep12 |
100804 |
99.775 |
99.775 |
99.775 |
99.775 |
+0.005 |
|
|
|
| Dec12 |
100804 |
99.470 |
99.470 |
99.470 |
99.470 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,898 |
-1 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100804 |
99.64 |
99.65 |
99.64 |
99.65 |
0.00 |
181 |
3,494 |
-1 |
| Dec10 |
100804 |
99.70 |
99.70 |
99.69 |
99.69 |
+0.00 |
85 |
1,506 |
-37 |
| Mar11 |
100804 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.00 |
0 |
2,043 |
+0 |
| Jun11 |
100804 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.00 |
100 |
2,460 |
+201 |
| Sep11 |
100804 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.00 |
0 |
108 |
+0 |
| Dec11 |
100804 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.00 |
0 |
106 |
+0 |
| Mar12 |
100804 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
305 |
+0 |
| Jun12 |
100804 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.00 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
366 |
11,088 |
+163 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100730 |
141.74 |
141.94 |
141.71 |
141.89 |
+0.42 |
909 |
20,623 |
-234 |
| Dec10 |
100804 |
142.00 |
142.06 |
141.84 |
141.84 |
+0.56 |
0 |
38 |
+6 |
| Mar11 |
100804 |
139.75 |
139.75 |
139.75 |
139.75 |
+0.56 |
|
|
|
| Total Volume and Open Interest |
1,753 |
20,590 |
-407 |
| Euro-Bund(EUREX) |
| Sep10 |
100804 |
129.24 |
129.47 |
129.08 |
129.20 |
+0.14 |
496,077 |
877,643 |
-13,556 |
| Dec10 |
100804 |
127.78 |
128.03 |
127.71 |
127.80 |
+0.15 |
76 |
2,390 |
-32 |
| Mar11 |
100804 |
127.85 |
127.85 |
127.85 |
127.85 |
+0.14 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
496,153 |
880,034 |
-13,588 |
| Euro-Bobl(EUREX) |
| Sep10 |
100803 |
119.96 |
120.50 |
119.94 |
120.40 |
+0.44 |
434,663 |
681,465 |
+1,798 |
| Dec10 |
100804 |
119.22 |
119.32 |
119.19 |
119.24 |
+0.12 |
504 |
19,992 |
+500 |
| Mar11 |
100804 |
118.51 |
118.51 |
118.51 |
118.51 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
299,072 |
712,514 |
+11,557 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100804 |
99.045 |
99.050 |
99.045 |
99.050 |
-0.005 |
32 |
3,443 |
+20 |
| Dec10 |
100804 |
98.980 |
98.980 |
98.975 |
98.975 |
-0.020 |
40 |
2,631 |
-19 |
| Mar11 |
100804 |
98.920 |
98.920 |
98.900 |
98.910 |
-0.020 |
510 |
1,593 |
+404 |
| Total Volume and Open Interest |
1,166 |
11,932 |
+885 |
| Long Gilt(LIFFE) |
| Sep10 |
100804 |
122~02 |
122~04 |
121~24 |
121~28 |
-0~03 |
52,799 |
276,917 |
-11,220 |
| Dec10 |
100804 |
120~17 |
120~17 |
120~17 |
120~17 |
-0~03 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
52,799 |
276,919 |
-11,220 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100804 |
99.23 |
99.24 |
99.23 |
99.23 |
unch |
14,344 |
343,920 |
-251 |
| Dec10 |
100804 |
99.18 |
99.19 |
99.16 |
99.16 |
-0.02 |
16,697 |
450,977 |
-2,346 |
| Mar11 |
100804 |
99.07 |
99.08 |
99.03 |
99.04 |
-0.03 |
43,439 |
319,371 |
+4,619 |
| Jun11 |
100804 |
98.94 |
98.95 |
98.88 |
98.90 |
-0.03 |
36,706 |
300,851 |
+2,601 |
| Sep11 |
100804 |
98.76 |
98.78 |
98.71 |
98.73 |
-0.04 |
36,300 |
321,464 |
+5,332 |
| Dec11 |
100804 |
98.56 |
98.57 |
98.50 |
98.51 |
-0.04 |
33,224 |
314,835 |
-571 |
| Total Volume and Open Interest |
260,685 |
2,502,082 |
+3,640 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100804 |
99.050 |
99.055 |
99.040 |
99.050 |
-0.005 |
72,191 |
583,408 |
+11,931 |
| Dec10 |
100804 |
98.990 |
99.000 |
98.960 |
98.975 |
-0.020 |
83,050 |
513,988 |
-3,803 |
| Mar11 |
100804 |
98.930 |
98.965 |
98.890 |
98.910 |
-0.020 |
65,290 |
464,787 |
+2,543 |
| Total Volume and Open Interest |
577,104 |
3,273,358 |
+1,814 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100804 |
95.23 |
95.24 |
95.21 |
95.22 |
-0.01 |
15,881 |
244,830 |
+5,539 |
| Dec10 |
100804 |
95.18 |
95.19 |
95.14 |
95.17 |
unch |
24,461 |
212,651 |
+2,999 |
| Mar11 |
100804 |
95.13 |
95.14 |
95.09 |
95.11 |
unch |
9,500 |
90,219 |
+1,778 |
| Jun11 |
100804 |
95.09 |
95.11 |
95.05 |
95.07 |
unch |
3,713 |
65,802 |
-218 |
| Sep11 |
100804 |
95.05 |
95.07 |
95.01 |
95.03 |
unch |
1,585 |
39,494 |
-129 |
| Dec11 |
100804 |
95.01 |
95.01 |
94.98 |
94.98 |
-0.01 |
1,739 |
30,063 |
+171 |
| Mar12 |
100804 |
94.96 |
95.00 |
94.95 |
94.95 |
-0.01 |
214 |
26,791 |
-168 |
| Jun12 |
100804 |
94.94 |
94.99 |
94.94 |
94.95 |
+0.01 |
216 |
11,267 |
-333 |
| Sep12 |
100804 |
94.99 |
94.99 |
94.94 |
94.94 |
unch |
4 |
2,417 |
-2 |
| Dec12 |
100804 |
94.99 |
94.99 |
94.91 |
94.91 |
-0.01 |
103 |
1,075 |
+97 |
| Total Volume and Open Interest |
57,516 |
725,668 |
+9,834 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100804 |
94.84 |
94.89 |
94.84 |
94.87 |
+0.04 |
41,167 |
392,179 |
+10,023 |
| Dec10 |
100804 |
94.86 |
94.86 |
94.86 |
94.86 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
41,167 |
392,179 |
+10,023 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100804 |
95.36 |
95.39 |
95.34 |
95.36 |
unch |
98,255 |
679,511 |
+16,050 |
| Dec10 |
100804 |
95.31 |
95.31 |
95.31 |
95.31 |
unch |
|
|
|
| Total Volume and Open Interest |
98,255 |
679,511 |
+16,050 |
| Gold(CMX) |
| Aug10 |
100804 |
1186.3 |
1203.0 |
1186.3 |
1193.7 |
+8.5 |
2,504 |
3,179 |
-681 |
| Oct10 |
100804 |
1185.8 |
1203.9 |
1185.8 |
1194.5 |
+8.4 |
8,019 |
43,607 |
-729 |
| Dec10 |
100804 |
1188.1 |
1205.5 |
1187.0 |
1195.9 |
+8.4 |
89,850 |
332,912 |
+3,041 |
| Feb11 |
100804 |
1196.7 |
1206.6 |
1196.7 |
1197.4 |
+8.4 |
287 |
18,980 |
-11 |
| Apr11 |
100804 |
1202.4 |
1204.8 |
1198.8 |
1198.8 |
+8.4 |
100 |
16,815 |
-13 |
| Jun11 |
100804 |
547.9 |
551.5 |
544.6 |
544.8 |
+8.5 |
357 |
16,634 |
+63 |
| Aug11 |
100804 |
1204.0 |
1204.0 |
1201.8 |
1201.8 |
+8.6 |
211 |
8,237 |
+10 |
| Oct11 |
100804 |
1203.6 |
1203.6 |
1203.6 |
1203.6 |
+8.7 |
103 |
7,940 |
+1 |
| Dec11 |
100804 |
1204.6 |
1212.8 |
1204.4 |
1205.4 |
+8.7 |
127 |
13,887 |
-22 |
| Feb12 |
100804 |
1207.6 |
1207.6 |
1207.6 |
1207.6 |
+8.7 |
250 |
6,477 |
+0 |
| Apr12 |
100804 |
1209.9 |
1209.9 |
1209.9 |
1209.9 |
+8.9 |
5 |
5,736 |
+0 |
| Jun12 |
100804 |
1212.7 |
1212.7 |
1212.7 |
1212.7 |
+9.1 |
107 |
8,239 |
+52 |
| Total Volume and Open Interest |
103,341 |
523,083 |
+1,416 |
| Silver(CMX) |
| Sep10 |
100804 |
1840.0 |
1870.0 |
1822.5 |
1827.8 |
-14.4 |
38,011 |
58,592 |
-338 |
| Dec10 |
100804 |
1847.0 |
1875.0 |
1829.0 |
1833.3 |
-14.5 |
6,977 |
31,569 |
+1,450 |
| Mar11 |
100804 |
1862.0 |
1876.0 |
1835.0 |
1837.5 |
-14.5 |
573 |
10,305 |
+408 |
| May11 |
100804 |
1839.7 |
1839.7 |
1839.7 |
1839.7 |
-14.4 |
52 |
7,760 |
+16 |
| Jul11 |
100804 |
1870.0 |
1880.0 |
1840.5 |
1842.0 |
-14.3 |
81 |
4,286 |
+47 |
| Sep11 |
100804 |
1871.5 |
1871.5 |
1844.2 |
1844.2 |
-14.2 |
0 |
507 |
+0 |
| Dec11 |
100804 |
1847.0 |
1847.1 |
1847.0 |
1847.1 |
-14.1 |
21 |
4,055 |
+2 |
| Total Volume and Open Interest |
46,042 |
120,770 |
+1,659 |
| Platinum(NYMEX) |
| Oct10 |
100804 |
1582.8 |
1598.4 |
1581.8 |
1586.2 |
-0.9 |
5,170 |
30,020 |
+868 |
| Jan11 |
100804 |
1597.5 |
1598.6 |
1586.8 |
1590.7 |
-0.7 |
86 |
1,159 |
+60 |
| Apr11 |
100804 |
1596.2 |
1596.2 |
1596.2 |
1596.2 |
-0.7 |
1 |
6 |
+0 |
| Jul11 |
100804 |
1596.2 |
1596.2 |
1596.2 |
1596.2 |
-0.7 |
|
|
|
| Total Volume and Open Interest |
5,258 |
31,186 |
+926 |
| Palladium(NYMEX) |
| Sep10 |
100804 |
500.95 |
509.00 |
495.75 |
500.15 |
-6.30 |
5,389 |
19,720 |
+530 |
| Dec10 |
100804 |
507.50 |
509.60 |
499.00 |
501.85 |
-6.35 |
197 |
1,244 |
+117 |
| Mar11 |
100804 |
499.50 |
504.50 |
499.50 |
502.65 |
-6.30 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
5,600 |
21,027 |
+661 |
| Copper(CMX) |
| Sep10 |
100804 |
335.25 |
341.05 |
333.30 |
340.45 |
+4.60 |
28,929 |
74,227 |
-2 |
| Dec10 |
100804 |
337.30 |
343.05 |
335.40 |
342.50 |
+4.60 |
5,865 |
34,697 |
+2,432 |
| Mar11 |
100804 |
338.50 |
343.70 |
336.20 |
343.40 |
+4.55 |
597 |
11,364 |
+3 |
| May11 |
100804 |
341.90 |
343.70 |
341.00 |
343.70 |
+4.55 |
1 |
1,353 |
+1 |
| Jul11 |
100804 |
343.80 |
343.80 |
343.80 |
343.80 |
+4.55 |
0 |
2,772 |
+0 |
| Total Volume and Open Interest |
37,865 |
140,920 |
+2,589 |
| DJIA Index(CBOT) |
| Sep10 |
100804 |
10593 |
10657 |
10556 |
10635 |
+41 |
499 |
8,376 |
+157 |
| Dec10 |
100804 |
10585 |
10585 |
10570 |
10570 |
+42 |
0 |
8 |
+0 |
| Mar11 |
100804 |
10510 |
10510 |
10469 |
10510 |
+41 |
|
|
|
| Jun11 |
100804 |
10455 |
10455 |
10414 |
10455 |
+41 |
|
|
|
| Total Volume and Open Interest |
499 |
8,384 |
+157 |
| S & P 500(CME) |
| Sep10 |
100804 |
1118.00 |
1126.00 |
1112.40 |
1124.60 |
+6.30 |
22,883 |
302,212 |
+4,677 |
| Dec10 |
100804 |
1113.50 |
1120.60 |
1112.00 |
1119.90 |
+6.30 |
1,713 |
9,736 |
+1,403 |
| Mar11 |
100804 |
1115.10 |
1115.80 |
1107.80 |
1115.10 |
+6.30 |
1 |
834 |
+1 |
| Jun11 |
100804 |
1110.90 |
1111.60 |
1103.60 |
1110.90 |
+6.30 |
0 |
184 |
+0 |
| Total Volume and Open Interest |
24,597 |
312,966 |
+6,081 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100804 |
1118.00 |
1126.00 |
1112.25 |
1124.50 |
+6.25 |
1,610,959 |
2,730,487 |
+21,229 |
| Dec10 |
100804 |
1113.00 |
1121.00 |
1110.00 |
1120.00 |
+6.50 |
3,248 |
25,412 |
+570 |
| Total Volume and Open Interest |
1,614,219 |
2,756,120 |
+21,794 |
| NASDAQ 100(CME) |
| Sep10 |
100804 |
1893.50 |
1910.00 |
1883.50 |
1905.30 |
+12.30 |
940 |
13,944 |
+268 |
| Dec10 |
100804 |
1892.00 |
1906.00 |
1889.00 |
1902.80 |
+12.00 |
0 |
24 |
+0 |
| Mar11 |
100804 |
1900.30 |
1902.30 |
1900.30 |
1900.30 |
+12.00 |
|
|
|
| Total Volume and Open Interest |
940 |
13,968 |
+268 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100804 |
1892.50 |
1910.00 |
1883.30 |
1905.30 |
+12.30 |
244,657 |
345,704 |
+6,928 |
| Dec10 |
100804 |
1891.30 |
1906.30 |
1881.80 |
1902.80 |
+12.00 |
25 |
254 |
+1 |
| Total Volume and Open Interest |
244,686 |
345,964 |
+6,929 |
| S & P Midcap 400(CME) |
| Sep10 |
100804 |
769.00 |
776.10 |
767.55 |
776.10 |
+7.20 |
5 |
2,369 |
+4 |
| Dec10 |
100804 |
774.10 |
774.10 |
773.90 |
774.10 |
+7.20 |
|
|
|
| Mar11 |
100804 |
772.10 |
772.10 |
771.90 |
772.10 |
+7.20 |
|
|
|
| Total Volume and Open Interest |
5 |
2,369 |
+4 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100804 |
9630 |
9665 |
9485 |
9650 |
-15 |
6,501 |
31,943 |
-534 |
| Dec10 |
100804 |
9610 |
9665 |
9525 |
9655 |
-10 |
0 |
62 |
+0 |
| Total Volume and Open Interest |
6,501 |
32,005 |
-534 |
| Nikkei 225(SGX) |
| Sep10 |
100804 |
9625 |
9630 |
9470 |
9520 |
-180 |
118,905 |
184,609 |
-35 |
| Dec10 |
100804 |
9550 |
9550 |
9430 |
9470 |
-180 |
0 |
2,449 |
-37 |
| Mar11 |
100804 |
9465 |
9465 |
9465 |
9465 |
-180 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
119,820 |
190,413 |
+131 |
| CAC 40(EURONEXT) |
| Aug10 |
100804 |
3735.5 |
3782.0 |
3715.0 |
3762.0 |
+16.5 |
114,085 |
394,358 |
-15,277 |
| Sep10 |
100804 |
3730.0 |
3774.0 |
3712.5 |
3757.0 |
+16.0 |
1,647 |
44,077 |
-483 |
| Oct10 |
100804 |
3758.5 |
3758.5 |
3758.5 |
3758.5 |
+15.5 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
115,833 |
440,013 |
-15,660 |
| Hang Seng Index(HKFE) |
| Aug10 |
100804 |
21525 |
21657 |
21436 |
21532 |
+44 |
69,273 |
90,440 |
+8,739 |
| Sep10 |
100804 |
21454 |
21560 |
21346 |
21442 |
+49 |
1,512 |
6,396 |
+334 |
| Total Volume and Open Interest |
70,946 |
98,305 |
+9,148 |
| DAX(EUREX) |
| Sep10 |
100804 |
6289.0 |
6376.5 |
6267.5 |
6342.5 |
+38.5 |
110,205 |
158,727 |
+3,083 |
| Dec10 |
100804 |
6297.5 |
6378.5 |
6280.0 |
6352.5 |
+38.5 |
274 |
14,346 |
+31 |
| Mar11 |
100804 |
6300.0 |
6386.0 |
6296.0 |
6366.0 |
+39.0 |
24 |
1,743 |
+3 |
| Total Volume and Open Interest |
110,503 |
174,816 |
+3,117 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100804 |
5359.50 |
5392.00 |
5302.00 |
5376.50 |
+16.00 |
92,556 |
644,774 |
-784 |
| Dec10 |
100804 |
5339.50 |
5355.00 |
5311.50 |
5355.00 |
+16.00 |
9 |
6,705 |
-1,331 |
| Mar11 |
100804 |
5257.00 |
5314.50 |
5257.00 |
5314.50 |
+16.00 |
32 |
977 |
-11 |
| Total Volume and Open Interest |
92,597 |
652,642 |
-2,126 |
| SPI 200(SFE) |
| Sep10 |
100804 |
4531.0 |
4548.0 |
4508.0 |
4519.0 |
-18.0 |
33,522 |
226,017 |
+1,938 |
| Dec10 |
100804 |
4542.0 |
4542.0 |
4542.0 |
4542.0 |
-19.0 |
33 |
3,534 |
+20 |
| Mar11 |
100804 |
4532.0 |
4532.0 |
4532.0 |
4532.0 |
-17.0 |
0 |
1,289 |
+0 |
| Total Volume and Open Interest |
33,597 |
232,285 |
+1,994 |
| GSCI(CME) |
| Aug10 |
100804 |
543.00 |
545.00 |
540.50 |
543.00 |
+1.50 |
820 |
15,899 |
-82 |
| Sep10 |
100804 |
546.25 |
547.50 |
544.00 |
546.25 |
+1.75 |
52 |
51 |
+49 |
| Oct10 |
100804 |
549.50 |
550.00 |
546.40 |
549.50 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
872 |
15,950 |
-33 |
| 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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