|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri August 06, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug10 |
100806 |
1052.25 |
1061.25 |
1046.50 |
1059.00 |
+4.00 |
2,210 |
4,058 |
-565 |
| Sep10 |
100806 |
1033.75 |
1041.25 |
1025.25 |
1039.00 |
+4.25 |
11,830 |
22,754 |
-1,096 |
| Nov10 |
100806 |
1025.75 |
1035.25 |
1019.50 |
1033.50 |
+4.50 |
77,956 |
317,846 |
+11 |
| Jan11 |
100806 |
1031.00 |
1041.00 |
1026.25 |
1039.50 |
+5.25 |
17,234 |
60,186 |
+3,756 |
| Mar11 |
100806 |
1036.50 |
1042.00 |
1026.25 |
1041.00 |
+5.75 |
7,003 |
22,314 |
+587 |
| May11 |
100806 |
1031.25 |
1040.25 |
1025.00 |
1038.50 |
+4.75 |
3,743 |
23,220 |
+1,204 |
| Jul11 |
100806 |
1038.50 |
1046.25 |
1030.50 |
1043.50 |
+3.75 |
4,772 |
20,626 |
-156 |
| Total Volume and Open Interest |
128,317 |
494,394 |
+4,091 |
| Soybean Meal(CBOT) |
| Aug10 |
100806 |
313.60 |
315.00 |
310.50 |
313.60 |
unch |
1,582 |
4,011 |
-577 |
| Sep10 |
100806 |
302.10 |
304.70 |
299.30 |
302.60 |
+0.50 |
10,802 |
32,543 |
-873 |
| Oct10 |
100806 |
295.60 |
297.60 |
292.60 |
295.90 |
+0.50 |
3,085 |
19,418 |
+609 |
| Dec10 |
100806 |
295.00 |
298.00 |
292.50 |
295.90 |
+0.50 |
18,256 |
104,359 |
+732 |
| Jan11 |
100806 |
293.10 |
295.40 |
290.40 |
293.90 |
+0.80 |
841 |
7,203 |
+31 |
| Mar11 |
100806 |
292.10 |
293.80 |
289.60 |
293.10 |
+1.00 |
1,143 |
7,762 |
+118 |
| May11 |
100806 |
291.00 |
293.20 |
287.80 |
291.70 |
+1.00 |
695 |
6,727 |
+68 |
| Jul11 |
100806 |
292.90 |
293.50 |
288.70 |
292.50 |
+0.80 |
608 |
5,924 |
+74 |
| Total Volume and Open Interest |
37,237 |
192,608 |
+212 |
| Soybean Oil(CBOT) |
| Aug10 |
100806 |
41.17 |
41.62 |
41.15 |
41.39 |
+0.13 |
6,138 |
3,269 |
-493 |
| Sep10 |
100806 |
41.40 |
41.86 |
41.30 |
41.53 |
+0.12 |
15,731 |
60,519 |
-484 |
| Oct10 |
100806 |
41.63 |
42.00 |
41.50 |
41.71 |
+0.13 |
4,754 |
22,156 |
+1,031 |
| Dec10 |
100806 |
42.00 |
42.44 |
41.89 |
42.12 |
+0.12 |
34,609 |
168,994 |
+3,470 |
| Jan11 |
100806 |
42.13 |
42.64 |
42.13 |
42.36 |
+0.13 |
876 |
13,752 |
+91 |
| Mar11 |
100806 |
42.30 |
42.78 |
42.30 |
42.54 |
+0.14 |
883 |
8,012 |
+179 |
| May11 |
100806 |
42.63 |
42.91 |
42.45 |
42.68 |
+0.11 |
391 |
7,168 |
+51 |
| Jul11 |
100806 |
42.86 |
43.16 |
42.71 |
42.92 |
+0.11 |
377 |
6,128 |
+9 |
| Total Volume and Open Interest |
64,078 |
294,499 |
+4,057 |
| Canola(WCE) |
| Nov10 |
100806 |
469.5 |
472.9 |
466.8 |
468.3 |
-1.2 |
6,244 |
132,651 |
-19 |
| Jan11 |
100806 |
469.5 |
475.0 |
469.5 |
471.0 |
-1.6 |
380 |
11,359 |
+178 |
| Mar11 |
100806 |
470.2 |
472.2 |
469.0 |
469.8 |
-1.7 |
96 |
6,128 |
-9 |
| May11 |
100806 |
470.6 |
470.6 |
467.1 |
467.9 |
-1.6 |
37 |
1,904 |
+5 |
| Jul11 |
100806 |
466.7 |
470.4 |
463.4 |
465.0 |
-1.5 |
76 |
3,174 |
+40 |
| Total Volume and Open Interest |
6,858 |
156,794 |
+195 |
| Corn(CBOT) |
| Sep10 |
100806 |
401.25 |
408.25 |
392.00 |
405.00 |
+1.50 |
69,440 |
353,148 |
-55 |
| Dec10 |
100806 |
415.25 |
423.00 |
407.00 |
420.00 |
+2.00 |
145,177 |
589,799 |
+8,492 |
| Mar11 |
100806 |
427.25 |
435.00 |
420.00 |
433.00 |
+3.00 |
18,775 |
107,731 |
+3,350 |
| May11 |
100806 |
435.75 |
442.25 |
428.00 |
441.00 |
+4.25 |
3,958 |
22,671 |
+910 |
| Jul11 |
100806 |
440.50 |
448.50 |
434.50 |
448.00 |
+5.25 |
14,952 |
63,782 |
+1,458 |
| Sep11 |
100806 |
435.00 |
443.50 |
431.25 |
443.50 |
+5.50 |
1,100 |
8,605 |
+244 |
| Total Volume and Open Interest |
271,481 |
1,261,011 |
+16,900 |
| Wheat(CBOT) |
| Sep10 |
100806 |
788.25 |
841.00 |
725.75 |
725.75 |
-60.00 |
91,773 |
168,481 |
+4,129 |
| Dec10 |
100806 |
814.00 |
868.00 |
755.25 |
755.25 |
-60.00 |
64,046 |
169,715 |
+5,058 |
| Mar11 |
100806 |
813.25 |
864.25 |
758.00 |
758.00 |
-60.00 |
14,411 |
49,410 |
+2,989 |
| May11 |
100806 |
793.00 |
828.25 |
732.75 |
732.75 |
-60.00 |
2,653 |
21,299 |
+54 |
| Jul11 |
100806 |
759.00 |
773.75 |
702.50 |
703.00 |
-59.50 |
8,960 |
69,677 |
+701 |
| Total Volume and Open Interest |
188,466 |
512,627 |
+13,513 |
| Wheat(KCBT) |
| Sep10 |
100806 |
780.00 |
822.75 |
720.00 |
720.00 |
-60.00 |
15,879 |
47,090 |
-407 |
| Dec10 |
100806 |
794.50 |
837.25 |
735.00 |
735.00 |
-60.00 |
12,491 |
80,428 |
+2,698 |
| Mar11 |
100806 |
797.25 |
843.50 |
740.00 |
743.00 |
-57.00 |
6,808 |
36,544 |
+3,236 |
| May11 |
100806 |
800.00 |
814.00 |
722.00 |
722.00 |
-60.00 |
464 |
6,438 |
-199 |
| Jul11 |
100806 |
748.00 |
784.50 |
688.00 |
688.00 |
-60.00 |
4,352 |
30,307 |
-11 |
| Total Volume and Open Interest |
40,509 |
206,686 |
+5,370 |
| Wheat(MGE) |
| Sep10 |
100806 |
779.75 |
833.00 |
723.00 |
723.00 |
-60.00 |
4,527 |
15,501 |
+172 |
| Dec10 |
100806 |
790.00 |
840.00 |
732.50 |
732.50 |
-60.00 |
3,110 |
19,203 |
+463 |
| Mar11 |
100806 |
794.00 |
844.25 |
737.75 |
737.75 |
-60.00 |
1,016 |
9,912 |
+377 |
| May11 |
100806 |
796.00 |
821.75 |
735.00 |
735.00 |
-60.00 |
331 |
2,266 |
+62 |
| Jul11 |
100806 |
785.25 |
809.00 |
723.75 |
723.75 |
-60.00 |
400 |
6,907 |
+68 |
| Total Volume and Open Interest |
10,323 |
59,047 |
+1,438 |
| Oats(CBOT) |
| Sep10 |
100806 |
282.00 |
284.00 |
270.00 |
279.50 |
-2.50 |
176 |
2,099 |
-21 |
| Dec10 |
100806 |
295.00 |
299.00 |
281.75 |
292.00 |
-2.50 |
1,001 |
8,520 |
+41 |
| Mar11 |
100806 |
292.00 |
302.50 |
292.00 |
300.00 |
-2.50 |
13 |
320 |
+5 |
| May11 |
100806 |
307.00 |
309.50 |
307.00 |
307.00 |
-2.50 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
1,190 |
10,950 |
+25 |
| Rough Rice(CBOT) |
| Sep10 |
100806 |
10.91 |
10.99 |
10.54 |
10.61 |
-0.32 |
724 |
6,502 |
-12 |
| Nov10 |
100806 |
11.15 |
11.20 |
10.78 |
10.85 |
-0.33 |
940 |
8,033 |
+48 |
| Jan11 |
100806 |
11.27 |
11.45 |
11.11 |
11.11 |
-0.34 |
38 |
962 |
+15 |
| Mar11 |
100806 |
11.74 |
11.74 |
11.39 |
11.39 |
-0.34 |
32 |
755 |
+31 |
| Total Volume and Open Interest |
1,751 |
17,796 |
+79 |
| Live Cattle(CME) |
| Aug10 |
100806 |
92.950 |
93.000 |
92.500 |
92.785 |
-0.115 |
11,088 |
30,016 |
-3,246 |
| Oct10 |
100806 |
96.200 |
96.285 |
95.350 |
95.500 |
-0.785 |
22,582 |
162,055 |
+2,387 |
| Dec10 |
100806 |
97.830 |
97.830 |
97.150 |
97.400 |
-0.550 |
10,734 |
72,761 |
+1,900 |
| Feb11 |
100806 |
98.750 |
98.950 |
98.285 |
98.580 |
-0.770 |
6,016 |
35,313 |
+1,290 |
| Apr11 |
100806 |
100.635 |
100.850 |
100.230 |
100.550 |
-0.750 |
4,079 |
22,756 |
+1,207 |
| Jun11 |
100806 |
97.250 |
97.285 |
96.700 |
96.700 |
-0.980 |
1,718 |
9,971 |
+1,078 |
| Total Volume and Open Interest |
56,763 |
337,369 |
+4,973 |
| Feeder Cattle(CME) |
| Aug10 |
100806 |
113.050 |
113.080 |
112.300 |
112.400 |
-0.300 |
1,182 |
7,236 |
-787 |
| Sep10 |
100806 |
113.150 |
113.150 |
112.230 |
112.250 |
-0.430 |
2,334 |
11,832 |
-142 |
| Oct10 |
100806 |
113.750 |
113.800 |
113.050 |
113.230 |
-0.270 |
2,316 |
11,398 |
-44 |
| Nov10 |
100806 |
113.680 |
113.800 |
113.250 |
113.500 |
-0.135 |
592 |
3,959 |
+56 |
| Jan11 |
100806 |
112.900 |
113.000 |
112.600 |
112.900 |
-0.100 |
219 |
1,660 |
+70 |
| Mar11 |
100806 |
111.600 |
112.000 |
111.600 |
111.900 |
-0.150 |
76 |
545 |
+59 |
| Apr11 |
100806 |
111.700 |
112.250 |
111.700 |
112.250 |
-0.150 |
22 |
53 |
+13 |
| Total Volume and Open Interest |
6,742 |
36,810 |
-775 |
| Lean Hogs(CME) |
| Aug10 |
100806 |
83.500 |
83.500 |
81.900 |
82.035 |
-1.765 |
6,943 |
13,280 |
-2,562 |
| Oct10 |
100806 |
75.475 |
75.800 |
74.000 |
74.080 |
-1.955 |
15,739 |
102,064 |
+2,209 |
| Dec10 |
100806 |
73.035 |
73.400 |
72.430 |
72.650 |
-1.135 |
7,617 |
53,031 |
+1,041 |
| Feb11 |
100806 |
75.635 |
75.635 |
74.330 |
75.035 |
-0.895 |
4,773 |
23,325 |
+1,580 |
| Apr11 |
100806 |
75.830 |
75.950 |
74.900 |
75.750 |
-0.550 |
1,576 |
18,296 |
+270 |
| May11 |
100806 |
79.100 |
79.450 |
77.700 |
79.450 |
-0.550 |
48 |
699 |
+45 |
| Jun11 |
100806 |
81.250 |
81.400 |
80.300 |
81.300 |
-0.450 |
733 |
10,029 |
+318 |
| Jul11 |
100806 |
78.830 |
79.750 |
78.750 |
79.750 |
-0.635 |
93 |
2,327 |
+68 |
| Total Volume and Open Interest |
37,689 |
224,703 |
+3,115 |
| Pork Bellies(CME) |
| Aug10 |
100806 |
123.000 |
123.000 |
123.000 |
123.000 |
+4.500 |
1 |
19 |
+0 |
| Feb11 |
100806 |
105.000 |
105.500 |
105.000 |
105.500 |
+0.500 |
0 |
7 |
+0 |
| Mar11 |
100806 |
104.000 |
104.000 |
104.000 |
104.000 |
+0.500 |
0 |
1 |
+0 |
| May11 |
100806 |
104.000 |
104.000 |
104.000 |
104.000 |
unch |
|
|
|
| Jul11 |
100806 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
|
|
|
| Total Volume and Open Interest |
1 |
27 |
+0 |
| Class III Milk(CME) |
| Aug10 |
100806 |
14.99 |
15.05 |
14.95 |
15.04 |
+0.09 |
109 |
4,754 |
+61 |
| Sep10 |
100806 |
15.24 |
15.32 |
15.24 |
15.31 |
+0.07 |
125 |
5,069 |
+55 |
| Oct10 |
100806 |
14.91 |
14.92 |
14.87 |
14.92 |
+0.05 |
90 |
4,114 |
-4 |
| Nov10 |
100806 |
14.68 |
14.73 |
14.67 |
14.68 |
+0.01 |
71 |
3,873 |
+0 |
| Dec10 |
100806 |
14.57 |
14.61 |
14.56 |
14.60 |
+0.04 |
75 |
3,915 |
+2 |
| Total Volume and Open Interest |
667 |
25,375 |
+242 |
| Cocoa(ICE) |
| Sep10 |
100806 |
3132 |
3132 |
2976 |
3006 |
-107 |
15,674 |
40,903 |
-4,375 |
| Dec10 |
100806 |
3144 |
3153 |
3005 |
3035 |
-103 |
8,316 |
40,985 |
+4,441 |
| Mar11 |
100806 |
3101 |
3104 |
3032 |
3062 |
-94 |
886 |
21,151 |
+582 |
| May11 |
100806 |
3134 |
3134 |
3049 |
3078 |
-88 |
53 |
8,029 |
-7 |
| Jul11 |
100806 |
3142 |
3142 |
3058 |
3093 |
-83 |
34 |
4,470 |
-19 |
| Sep11 |
100806 |
3120 |
3120 |
3066 |
3106 |
-82 |
6 |
1,879 |
-1 |
| Dec11 |
100806 |
3135 |
3135 |
3075 |
3121 |
-84 |
6 |
3,573 |
+0 |
| Total Volume and Open Interest |
24,979 |
124,250 |
+621 |
| Coffee "C"(ICE) |
| Sep10 |
100806 |
170.30 |
171.35 |
165.25 |
167.40 |
-2.45 |
10,361 |
75,715 |
-2,718 |
| Dec10 |
100806 |
171.15 |
172.45 |
166.85 |
168.70 |
-2.35 |
5,486 |
53,518 |
+2,442 |
| Mar11 |
100806 |
171.55 |
172.00 |
168.00 |
168.45 |
-2.40 |
569 |
25,152 |
+188 |
| May11 |
100806 |
169.15 |
169.30 |
167.50 |
167.80 |
-2.15 |
49 |
6,487 |
+38 |
| Jul11 |
100806 |
168.45 |
168.60 |
166.95 |
167.30 |
-2.15 |
25 |
3,214 |
+5 |
| Sep11 |
100806 |
167.75 |
167.75 |
166.75 |
166.75 |
-2.20 |
117 |
1,542 |
+12 |
| Total Volume and Open Interest |
16,693 |
166,140 |
-42 |
| Orange Juice(ICE) |
| Sep10 |
100806 |
145.65 |
146.05 |
143.45 |
144.00 |
-1.95 |
1,596 |
18,607 |
+60 |
| Nov10 |
100806 |
147.30 |
147.60 |
145.30 |
145.70 |
-2.00 |
270 |
7,293 |
+359 |
| Jan11 |
100806 |
147.05 |
148.75 |
146.75 |
146.80 |
-2.10 |
26 |
1,857 |
+18 |
| Mar11 |
100806 |
148.70 |
150.00 |
148.30 |
148.30 |
-2.05 |
13 |
281 |
+7 |
| May11 |
100806 |
149.55 |
149.55 |
149.55 |
149.55 |
-2.05 |
4 |
207 |
+1 |
| Jul11 |
100806 |
151.70 |
151.70 |
151.70 |
151.70 |
-1.80 |
16 |
1,198 |
+0 |
| Total Volume and Open Interest |
1,925 |
29,448 |
+445 |
| Sugar #11(ICE) |
| Oct10 |
100806 |
18.40 |
18.60 |
18.04 |
18.24 |
-0.05 |
58,767 |
254,071 |
-3,853 |
| Mar11 |
100806 |
17.98 |
18.12 |
17.75 |
17.95 |
+0.18 |
35,445 |
146,804 |
+1,047 |
| May11 |
100806 |
17.23 |
17.34 |
17.00 |
17.18 |
+0.20 |
15,713 |
41,482 |
+1,339 |
| Jul11 |
100806 |
16.57 |
16.62 |
16.30 |
16.45 |
+0.19 |
13,055 |
73,867 |
-174 |
| Oct11 |
100806 |
16.40 |
16.41 |
16.06 |
16.25 |
+0.17 |
2,562 |
31,908 |
+422 |
| Total Volume and Open Interest |
127,368 |
612,289 |
-1,157 |
| London Cocoa(LCE) |
| Sep10 |
100806 |
2293 |
2297 |
2179 |
2193 |
-99 |
3,951 |
60,807 |
-598 |
| Dec10 |
100806 |
2190 |
2190 |
2098 |
2106 |
-74 |
3,191 |
41,046 |
-19 |
| Mar11 |
100806 |
2157 |
2157 |
2082 |
2090 |
-70 |
929 |
33,966 |
+41 |
| May11 |
100806 |
2170 |
2170 |
2096 |
2105 |
-62 |
494 |
13,705 |
+209 |
| Jul11 |
100806 |
2146 |
2146 |
2102 |
2110 |
-63 |
290 |
4,295 |
+250 |
| Sep11 |
100806 |
2130 |
2134 |
2120 |
2120 |
-57 |
11 |
2,587 |
+11 |
| Dec11 |
100806 |
2130 |
2130 |
2120 |
2120 |
-57 |
500 |
5,605 |
+500 |
| Total Volume and Open Interest |
9,372 |
166,312 |
+394 |
| London Sugar(LCE) |
| Oct10 |
100806 |
550.00 |
550.90 |
536.90 |
539.80 |
-5.40 |
6,210 |
35,780 |
+363 |
| Dec10 |
100806 |
503.30 |
505.10 |
495.00 |
497.30 |
-2.20 |
2,058 |
14,657 |
+333 |
| Mar11 |
100806 |
494.70 |
497.60 |
488.00 |
491.10 |
+0.80 |
1,497 |
8,937 |
+304 |
| May11 |
100806 |
480.00 |
486.20 |
478.00 |
481.60 |
+2.30 |
365 |
4,147 |
+22 |
| Aug11 |
100806 |
465.60 |
470.20 |
463.00 |
466.70 |
+1.40 |
262 |
2,833 |
-67 |
| Total Volume and Open Interest |
10,458 |
66,837 |
+966 |
| Cotton(ICE) |
| Oct10 |
100806 |
84.83 |
84.83 |
83.65 |
84.40 |
+0.20 |
77 |
947 |
-1 |
| Dec10 |
100806 |
80.06 |
80.71 |
79.45 |
80.23 |
+0.17 |
8,551 |
122,509 |
-224 |
| Mar11 |
100806 |
78.00 |
78.85 |
77.80 |
78.81 |
+0.81 |
1,664 |
41,461 |
-56 |
| May11 |
100806 |
78.24 |
79.05 |
78.24 |
79.05 |
+0.81 |
94 |
2,579 |
+47 |
| Jul11 |
100806 |
78.50 |
79.00 |
78.35 |
78.92 |
+0.35 |
161 |
8,896 |
+99 |
| Oct11 |
100806 |
76.02 |
76.02 |
76.02 |
76.02 |
+1.10 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
10,564 |
178,947 |
-133 |
| Lumber(CME) |
| Sep10 |
100806 |
206.3 |
207.0 |
200.1 |
201.0 |
-5.5 |
627 |
4,674 |
-316 |
| Nov10 |
100806 |
212.6 |
213.9 |
207.7 |
208.0 |
-4.0 |
441 |
5,002 |
+225 |
| Jan11 |
100806 |
227.1 |
227.5 |
224.2 |
227.5 |
-3.1 |
25 |
228 |
-2 |
| Mar11 |
100806 |
238.0 |
238.0 |
238.0 |
238.0 |
-2.0 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
1,093 |
9,922 |
-93 |
| Crude Oil(NYM) |
| Sep10 |
100806 |
82.12 |
82.67 |
80.04 |
80.70 |
-1.31 |
293,321 |
318,383 |
-9,804 |
| Oct10 |
100806 |
82.59 |
83.10 |
80.51 |
81.18 |
-1.27 |
87,351 |
108,880 |
+8,505 |
| Nov10 |
100806 |
83.15 |
83.78 |
81.06 |
81.77 |
-1.23 |
35,273 |
85,606 |
+6,293 |
| Dec10 |
100806 |
83.61 |
84.28 |
81.63 |
82.35 |
-1.18 |
53,201 |
191,506 |
+458 |
| Jan11 |
100806 |
84.33 |
84.40 |
82.26 |
82.90 |
-1.11 |
8,467 |
43,600 |
+114 |
| Feb11 |
100806 |
84.00 |
84.39 |
82.80 |
83.40 |
-1.04 |
6,936 |
23,731 |
+1,541 |
| Mar11 |
100806 |
85.16 |
85.16 |
83.20 |
83.83 |
-0.97 |
4,472 |
24,285 |
+139 |
| Apr11 |
100806 |
84.87 |
85.19 |
84.22 |
84.22 |
-0.91 |
2,773 |
12,478 |
+516 |
| May11 |
100806 |
85.21 |
85.21 |
83.95 |
84.59 |
-0.85 |
2,196 |
8,977 |
+273 |
| Jun11 |
100806 |
85.74 |
85.84 |
84.30 |
84.94 |
-0.80 |
8,853 |
48,009 |
+216 |
| Jul11 |
100806 |
85.90 |
85.90 |
85.00 |
85.27 |
-0.75 |
2,086 |
25,008 |
-391 |
| Aug11 |
100806 |
84.86 |
85.49 |
84.86 |
85.49 |
-0.72 |
1,592 |
8,287 |
+221 |
| Sep11 |
100806 |
85.71 |
85.71 |
85.71 |
85.71 |
-0.69 |
1,516 |
8,060 |
+38 |
| Oct11 |
100806 |
85.91 |
85.91 |
85.91 |
85.91 |
-0.68 |
692 |
4,993 |
+64 |
| Nov11 |
100806 |
86.11 |
86.11 |
86.11 |
86.11 |
-0.68 |
972 |
10,003 |
-5 |
| Dec11 |
100806 |
87.07 |
87.62 |
85.55 |
86.33 |
-0.68 |
15,118 |
107,883 |
+1,762 |
| Total Volume and Open Interest |
531,656 |
1,246,066 |
+11,417 |
| e-miNY Crude Oil(NYM) |
| Aug10 |
100719 |
75.625 |
77.675 |
75.525 |
76.550 |
+0.550 |
7,852 |
2,160 |
-393 |
| Sep10 |
100806 |
82.125 |
82.675 |
80.050 |
80.700 |
-1.300 |
10,464 |
5,899 |
+184 |
| Oct10 |
100806 |
82.575 |
83.000 |
80.575 |
81.175 |
-1.275 |
451 |
1,211 |
-29 |
| Nov10 |
100806 |
83.025 |
83.625 |
81.775 |
81.775 |
-1.225 |
101 |
199 |
+1 |
| Dec10 |
100806 |
83.600 |
84.000 |
81.800 |
82.350 |
-1.175 |
51 |
207 |
+2 |
| Jan11 |
100806 |
82.900 |
82.900 |
82.900 |
82.900 |
-1.100 |
0 |
7 |
+0 |
| Feb11 |
100806 |
83.400 |
83.400 |
83.400 |
83.400 |
-1.050 |
|
|
|
| Mar11 |
100806 |
83.450 |
83.825 |
83.450 |
83.825 |
-0.975 |
1 |
2 |
+1 |
| Apr11 |
100806 |
84.100 |
84.225 |
84.100 |
84.225 |
-0.900 |
|
|
|
| May11 |
100806 |
84.600 |
84.600 |
84.600 |
84.600 |
-0.850 |
|
|
|
| Total Volume and Open Interest |
11,072 |
7,577 |
+157 |
| Heating Oil(NYM) |
| Sep10 |
100806 |
219.41 |
220.43 |
213.28 |
214.72 |
-3.96 |
55,998 |
86,420 |
-15 |
| Oct10 |
100806 |
222.00 |
223.23 |
216.26 |
217.84 |
-3.66 |
14,154 |
42,422 |
+1,479 |
| Nov10 |
100806 |
224.55 |
224.55 |
219.23 |
220.76 |
-3.40 |
5,136 |
35,174 |
+785 |
| Dec10 |
100806 |
227.08 |
228.21 |
221.67 |
223.34 |
-3.24 |
8,900 |
39,148 |
+375 |
| Jan11 |
100806 |
228.99 |
228.99 |
224.29 |
225.87 |
-3.12 |
1,726 |
25,848 |
-147 |
| Feb11 |
100806 |
230.63 |
230.63 |
226.00 |
227.79 |
-3.02 |
371 |
12,168 |
-30 |
| Mar11 |
100806 |
231.50 |
231.50 |
228.22 |
228.67 |
-2.83 |
1,018 |
10,695 |
-69 |
| Apr11 |
100806 |
231.11 |
231.11 |
228.37 |
228.37 |
-2.74 |
135 |
6,569 |
+45 |
| May11 |
100806 |
228.24 |
228.24 |
228.24 |
228.24 |
-2.65 |
73 |
6,694 |
+40 |
| Jun11 |
100806 |
231.44 |
231.44 |
226.74 |
228.40 |
-2.61 |
1,062 |
21,013 |
+231 |
| Jul11 |
100806 |
229.50 |
229.50 |
229.50 |
229.50 |
-2.61 |
290 |
2,347 |
+137 |
| Aug11 |
100806 |
230.85 |
230.85 |
230.85 |
230.85 |
-2.61 |
325 |
2,254 |
-7 |
| Total Volume and Open Interest |
91,439 |
308,908 |
+2,864 |
| Gasoline(NYMEX) |
| Sep10 |
100806 |
216.21 |
218.25 |
209.54 |
211.27 |
-5.17 |
59,146 |
100,770 |
-2,547 |
| Oct10 |
100806 |
209.02 |
209.96 |
202.31 |
203.99 |
-4.32 |
34,882 |
44,004 |
-1,263 |
| Nov10 |
100806 |
208.49 |
208.97 |
202.25 |
203.84 |
-3.80 |
13,095 |
35,708 |
+263 |
| Dec10 |
100806 |
208.35 |
209.97 |
203.01 |
204.74 |
-3.53 |
11,630 |
23,585 |
+647 |
| Jan11 |
100806 |
210.49 |
210.49 |
205.08 |
206.76 |
-3.37 |
2,487 |
11,519 |
+785 |
| Feb11 |
100806 |
211.08 |
211.70 |
208.10 |
209.06 |
-3.24 |
678 |
4,488 |
+155 |
| Mar11 |
100806 |
214.21 |
214.21 |
209.60 |
211.38 |
-3.20 |
116 |
3,548 |
+18 |
| Apr11 |
100806 |
224.16 |
226.25 |
222.35 |
223.79 |
-3.15 |
583 |
6,602 |
+267 |
| May11 |
100806 |
226.78 |
226.78 |
224.00 |
224.59 |
-3.17 |
20 |
3,827 |
+1 |
| Jun11 |
100806 |
228.54 |
228.54 |
225.33 |
225.33 |
-3.07 |
38 |
4,372 |
+1 |
| Total Volume and Open Interest |
122,680 |
245,919 |
-1,676 |
| e-miNY RBOB Gasoline(NYM) |
| Sep10 |
100806 |
211.80 |
211.80 |
211.30 |
211.30 |
-5.10 |
0 |
1 |
+0 |
| Oct10 |
100806 |
204.00 |
204.00 |
203.99 |
204.00 |
-4.30 |
0 |
1 |
+0 |
| Nov10 |
100806 |
203.80 |
203.84 |
203.80 |
203.80 |
-3.80 |
0 |
1 |
+0 |
| Dec10 |
100806 |
204.70 |
204.74 |
204.70 |
204.70 |
-3.60 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Natural Gas(NYM) |
| Sep10 |
100806 |
4.610 |
4.646 |
4.456 |
4.467 |
-0.131 |
94,561 |
186,320 |
-2,765 |
| Oct10 |
100806 |
4.642 |
4.663 |
4.483 |
4.494 |
-0.128 |
46,447 |
100,711 |
+2,331 |
| Nov10 |
100806 |
4.814 |
4.831 |
4.700 |
4.727 |
-0.068 |
28,664 |
67,533 |
-474 |
| Dec10 |
100806 |
5.070 |
5.074 |
4.960 |
5.001 |
-0.046 |
18,867 |
45,725 |
+253 |
| Jan11 |
100806 |
5.207 |
5.207 |
5.100 |
5.139 |
-0.045 |
13,611 |
70,644 |
+743 |
| Feb11 |
100806 |
5.178 |
5.181 |
5.078 |
5.112 |
-0.043 |
1,770 |
19,121 |
+68 |
| Mar11 |
100806 |
5.087 |
5.087 |
4.988 |
5.019 |
-0.039 |
4,131 |
55,127 |
+19 |
| Apr11 |
100806 |
4.920 |
4.930 |
4.851 |
4.879 |
-0.030 |
3,998 |
48,013 |
-592 |
| May11 |
100806 |
4.934 |
4.945 |
4.870 |
4.895 |
-0.030 |
1,608 |
23,388 |
+240 |
| Jun11 |
100806 |
4.996 |
4.996 |
4.920 |
4.940 |
-0.027 |
850 |
8,371 |
-107 |
| Jul11 |
100806 |
5.018 |
5.031 |
4.977 |
4.994 |
-0.029 |
914 |
6,305 |
-103 |
| Aug11 |
100806 |
5.059 |
5.072 |
5.017 |
5.038 |
-0.027 |
915 |
7,512 |
-39 |
| Sep11 |
100806 |
5.104 |
5.104 |
5.040 |
5.062 |
-0.026 |
821 |
6,178 |
-141 |
| Oct11 |
100806 |
5.162 |
5.183 |
5.123 |
5.140 |
-0.026 |
802 |
21,032 |
-35 |
| Nov11 |
100806 |
5.373 |
5.373 |
5.350 |
5.350 |
-0.023 |
170 |
6,115 |
-39 |
| Dec11 |
100806 |
5.626 |
5.628 |
5.600 |
5.605 |
-0.015 |
408 |
11,738 |
+32 |
| Total Volume and Open Interest |
221,142 |
779,737 |
+365 |
| Brent Crude Oil(ICE) |
| Sep10 |
100806 |
81.61 |
82.17 |
79.56 |
80.16 |
-1.45 |
159,169 |
157,088 |
-8,309 |
| Oct10 |
100806 |
81.96 |
82.49 |
80.00 |
80.59 |
-1.36 |
119,095 |
179,346 |
+14,490 |
| Nov10 |
100806 |
82.42 |
83.00 |
80.62 |
81.21 |
-1.29 |
45,846 |
82,179 |
+5,677 |
| Dec10 |
100806 |
83.02 |
83.60 |
81.24 |
81.84 |
-1.24 |
45,004 |
132,313 |
+3,416 |
| Jan11 |
100806 |
83.52 |
83.52 |
81.94 |
82.40 |
-1.19 |
8,711 |
26,175 |
+852 |
| Feb11 |
100806 |
83.58 |
83.83 |
82.34 |
82.93 |
-1.14 |
5,110 |
21,062 |
+1,959 |
| Mar11 |
100806 |
84.51 |
84.51 |
82.85 |
83.46 |
-1.09 |
2,806 |
15,093 |
+641 |
| Apr11 |
100806 |
84.48 |
84.79 |
83.34 |
83.97 |
-1.03 |
1,739 |
11,840 |
+474 |
| May11 |
100806 |
84.88 |
85.24 |
83.78 |
84.44 |
-0.96 |
1,247 |
17,056 |
+441 |
| Jun11 |
100806 |
85.73 |
85.74 |
84.17 |
84.87 |
-0.89 |
5,787 |
26,389 |
+791 |
| Jul11 |
100806 |
85.26 |
85.26 |
85.26 |
85.26 |
-0.85 |
899 |
8,471 |
+141 |
| Aug11 |
100806 |
85.59 |
85.59 |
85.59 |
85.59 |
-0.81 |
505 |
4,263 |
+66 |
| Sep11 |
100806 |
85.88 |
85.88 |
85.88 |
85.88 |
-0.77 |
447 |
5,206 |
-61 |
| Oct11 |
100806 |
86.14 |
86.14 |
86.14 |
86.14 |
-0.74 |
361 |
3,463 |
+5 |
| Total Volume and Open Interest |
406,761 |
818,913 |
+21,995 |
| Gas Oil(ICE) |
| Aug10 |
100806 |
688.25 |
691.25 |
670.00 |
678.75 |
-9.25 |
22,807 |
79,089 |
-1,850 |
| Sep10 |
100806 |
695.00 |
698.50 |
677.25 |
686.00 |
-8.75 |
56,454 |
113,705 |
+5,948 |
| Oct10 |
100806 |
699.50 |
704.25 |
683.25 |
692.00 |
-8.50 |
24,192 |
83,157 |
+3,358 |
| Nov10 |
100806 |
706.75 |
707.00 |
688.00 |
696.50 |
-8.00 |
14,336 |
44,290 |
+3,455 |
| Dec10 |
100806 |
708.50 |
712.50 |
691.75 |
700.75 |
-7.75 |
25,786 |
96,443 |
+5,738 |
| Jan11 |
100806 |
704.25 |
711.25 |
700.00 |
705.50 |
-7.75 |
5,762 |
38,734 |
-200 |
| Feb11 |
100806 |
704.00 |
710.00 |
702.50 |
710.00 |
-7.50 |
1,739 |
23,830 |
-93 |
| Mar11 |
100806 |
710.00 |
713.50 |
706.25 |
713.50 |
-7.25 |
1,028 |
15,236 |
+286 |
| Apr11 |
100806 |
713.00 |
716.25 |
710.75 |
716.25 |
-7.25 |
1,250 |
14,399 |
+197 |
| May11 |
100806 |
717.00 |
718.75 |
712.00 |
718.75 |
-7.00 |
1,371 |
16,373 |
-195 |
| Total Volume and Open Interest |
163,570 |
659,590 |
+17,802 |
| Ethanol(CBOT) |
| Aug10 |
100804 |
1.745 |
1.745 |
1.745 |
1.745 |
+0.006 |
120 |
145 |
+13 |
| Sep10 |
100806 |
1.720 |
1.725 |
1.704 |
1.723 |
-0.019 |
519 |
922 |
-64 |
| Oct10 |
100806 |
1.701 |
1.701 |
1.691 |
1.694 |
-0.025 |
306 |
1,126 |
-181 |
| Nov10 |
100806 |
1.682 |
1.697 |
1.680 |
1.688 |
-0.022 |
44 |
1,051 |
+22 |
| Dec10 |
100806 |
1.695 |
1.702 |
1.690 |
1.696 |
-0.026 |
48 |
1,986 |
-1 |
| Jan11 |
100806 |
1.690 |
1.703 |
1.690 |
1.696 |
-0.031 |
53 |
1,337 |
-12 |
| Feb11 |
100806 |
1.723 |
1.723 |
1.710 |
1.713 |
-0.035 |
26 |
746 |
+8 |
| Mar11 |
100806 |
1.730 |
1.730 |
1.724 |
1.727 |
-0.030 |
507 |
498 |
-141 |
| Total Volume and Open Interest |
1,579 |
11,272 |
-403 |
| WTI Crude Oil(ICE |
| Sep10 |
100806 |
82.05 |
82.68 |
80.05 |
80.70 |
-1.31 |
79,261 |
93,669 |
+1,361 |
| Oct10 |
100806 |
82.51 |
83.10 |
80.52 |
81.18 |
-1.27 |
41,007 |
65,940 |
+1,156 |
| Nov10 |
100806 |
83.10 |
83.64 |
81.15 |
81.77 |
-1.23 |
12,463 |
32,249 |
+2,840 |
| Dec10 |
100806 |
83.50 |
84.11 |
81.70 |
82.35 |
-1.18 |
16,035 |
89,058 |
+1,270 |
| Jan11 |
100806 |
84.53 |
84.53 |
82.66 |
82.90 |
-1.11 |
1,682 |
19,347 |
-483 |
| Feb11 |
100806 |
84.21 |
84.21 |
83.19 |
83.40 |
-1.04 |
1,585 |
11,667 |
+217 |
| Mar11 |
100806 |
83.61 |
83.83 |
83.61 |
83.83 |
-0.97 |
1,257 |
8,380 |
+264 |
| Apr11 |
100806 |
84.00 |
84.22 |
84.00 |
84.22 |
-0.91 |
536 |
5,194 |
+92 |
| May11 |
100806 |
84.80 |
84.80 |
84.59 |
84.59 |
-0.85 |
366 |
4,054 |
-10 |
| Jun11 |
100806 |
85.51 |
85.51 |
84.28 |
84.94 |
-0.80 |
2,992 |
24,700 |
+1,131 |
| Jul11 |
100806 |
85.27 |
85.27 |
85.27 |
85.27 |
-0.75 |
224 |
10,722 |
-60 |
| Aug11 |
100806 |
85.49 |
85.49 |
85.49 |
85.49 |
-0.72 |
222 |
2,457 |
-106 |
| Sep11 |
100806 |
85.71 |
85.71 |
85.71 |
85.71 |
-0.69 |
73 |
2,790 |
-20 |
| Oct11 |
100806 |
85.91 |
85.91 |
85.91 |
85.91 |
-0.68 |
82 |
2,368 |
-28 |
| Nov11 |
100806 |
86.11 |
86.11 |
86.11 |
86.11 |
-0.68 |
152 |
6,438 |
-6 |
| Dec11 |
100806 |
87.01 |
87.25 |
85.65 |
86.33 |
-0.68 |
6,413 |
50,742 |
+334 |
| Total Volume and Open Interest |
165,374 |
493,697 |
+8,729 |
| US Dollar Index(ICE) |
| Sep10 |
100806 |
80.890 |
81.230 |
80.170 |
80.495 |
-0.435 |
17,993 |
22,513 |
+289 |
| Dec10 |
100806 |
81.220 |
81.325 |
80.745 |
80.808 |
-0.423 |
33 |
663 |
-23 |
| Mar11 |
100806 |
81.168 |
81.168 |
81.168 |
81.168 |
-0.422 |
|
|
|
| Total Volume and Open Interest |
18,026 |
23,177 |
+266 |
| Australian Dollar(CME) |
| Sep10 |
100806 |
91.17 |
91.83 |
90.97 |
91.45 |
+0.38 |
86,706 |
102,229 |
+4,119 |
| Dec10 |
100806 |
90.16 |
90.82 |
90.04 |
90.45 |
+0.37 |
784 |
934 |
+51 |
| Mar11 |
100806 |
89.46 |
89.46 |
89.09 |
89.46 |
+0.37 |
|
|
|
| Total Volume and Open Interest |
87,490 |
103,319 |
+4,170 |
| British Pound(CME) |
| Sep10 |
100806 |
158.87 |
159.97 |
158.35 |
159.63 |
+0.86 |
97,029 |
133,008 |
-1,767 |
| Dec10 |
100806 |
158.71 |
159.84 |
158.31 |
159.55 |
+0.86 |
237 |
648 |
-23 |
| Mar11 |
100806 |
159.35 |
159.44 |
158.58 |
159.44 |
+0.86 |
5 |
12 |
+4 |
| Total Volume and Open Interest |
97,271 |
133,668 |
-1,786 |
| Canadian Dollar(CME) |
| Sep10 |
100806 |
98.28 |
98.50 |
96.98 |
97.07 |
-1.21 |
82,011 |
103,672 |
+9,300 |
| Dec10 |
100806 |
98.04 |
98.30 |
96.80 |
96.89 |
-1.21 |
491 |
4,133 |
+34 |
| Mar11 |
100806 |
97.54 |
97.88 |
96.68 |
96.68 |
-1.20 |
15 |
528 |
+10 |
| Jun11 |
100806 |
97.70 |
97.70 |
96.43 |
96.43 |
-1.20 |
5 |
246 |
+5 |
| Total Volume and Open Interest |
82,524 |
108,611 |
+9,349 |
| Japanese Yen(CME) |
| Sep10 |
100806 |
116.53 |
117.66 |
116.07 |
117.08 |
+0.58 |
114,747 |
128,394 |
-4,741 |
| Dec10 |
100806 |
116.63 |
117.75 |
116.28 |
117.18 |
+0.58 |
374 |
684 |
-4 |
| Mar11 |
100806 |
116.73 |
117.32 |
116.73 |
117.32 |
+0.58 |
27 |
48 |
+25 |
| Total Volume and Open Interest |
115,148 |
129,150 |
-4,720 |
| Swiss Franc(CME) |
| Sep10 |
100806 |
95.60 |
96.83 |
95.19 |
96.42 |
+0.95 |
48,400 |
56,404 |
-1,297 |
| Dec10 |
100806 |
95.61 |
96.80 |
95.34 |
96.51 |
+0.95 |
108 |
236 |
-30 |
| Mar11 |
100806 |
96.60 |
96.60 |
95.65 |
96.60 |
+0.95 |
1 |
8 |
+0 |
| Total Volume and Open Interest |
48,509 |
56,649 |
-1,327 |
| EuroFX(CME) |
| Sep10 |
100806 |
131.85 |
133.33 |
131.56 |
132.74 |
+0.99 |
263,048 |
231,908 |
-1,384 |
| Dec10 |
100806 |
131.73 |
133.25 |
131.50 |
132.67 |
+0.99 |
661 |
2,315 |
-241 |
| Mar11 |
100806 |
132.85 |
132.85 |
131.60 |
132.58 |
+0.98 |
2 |
248 |
+2 |
| Total Volume and Open Interest |
263,711 |
234,478 |
-1,623 |
| Mexican Peso(CME) |
| Aug10 |
100806 |
786.2 |
795.5 |
786.2 |
786.2 |
-9.2 |
|
|
|
| Sep10 |
100806 |
793.5 |
795.5 |
781.5 |
783.5 |
-9.2 |
15,953 |
98,116 |
+6,419 |
| Total Volume and Open Interest |
15,955 |
98,669 |
+6,420 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100806 |
128~180 |
129~170 |
128~150 |
129~170 |
+1~050 |
|
|
|
| Dec10 |
100806 |
127~050 |
128~120 |
126~300 |
128~040 |
+1~050 |
790 |
3,471 |
+466 |
| Mar11 |
100806 |
126~270 |
126~270 |
125~210 |
126~270 |
+1~060 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
223,269 |
695,590 |
+3,003 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100806 |
123~300 |
124~220 |
123~250 |
124~185 |
+0~220 |
1,024,263 |
1,851,774 |
+58,774 |
| Dec10 |
100806 |
123~010 |
123~250 |
122~300 |
123~225 |
+0~225 |
15,606 |
19,847 |
+5,056 |
| Mar11 |
100806 |
122~200 |
122~200 |
121~285 |
122~200 |
+0~235 |
4 |
66 |
+0 |
| Total Volume and Open Interest |
1,039,873 |
1,871,721 |
+63,830 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100806 |
120~002 |
120~053 |
119~115 |
120~039 |
+0~040 |
490,616 |
1,051,208 |
+36,838 |
| Dec10 |
100806 |
119~060 |
119~071 |
119~016 |
119~060 |
+0~044 |
1,294 |
3,629 |
+733 |
| Mar11 |
100806 |
118~066 |
118~066 |
118~022 |
118~066 |
+0~044 |
|
|
|
| Total Volume and Open Interest |
491,910 |
1,054,837 |
+37,571 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100806 |
54~104 |
54~105 |
54~104 |
54~105 |
+0~003 |
|
|
|
| Dec10 |
100806 |
109~061 |
109~061 |
109~053 |
109~061 |
+0~008 |
1,643 |
3,538 |
+1,449 |
| Mar11 |
100806 |
109~039 |
109~039 |
109~029 |
109~039 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
177,437 |
832,622 |
+32,224 |
| Eurodollars(CME) |
| Sep10 |
100806 |
99.595 |
99.610 |
99.585 |
99.600 |
unch |
142,640 |
854,989 |
+5,979 |
| Dec10 |
100806 |
99.555 |
99.570 |
99.540 |
99.555 |
unch |
161,206 |
1,167,745 |
-7,740 |
| Mar11 |
100806 |
99.495 |
99.515 |
99.470 |
99.495 |
unch |
173,608 |
996,964 |
-19,422 |
| Jun11 |
100806 |
99.400 |
99.420 |
99.365 |
99.400 |
+0.005 |
162,973 |
916,306 |
-5,389 |
| Sep11 |
100806 |
99.260 |
99.295 |
99.220 |
99.265 |
+0.010 |
178,121 |
984,094 |
-2,024 |
| Dec11 |
100806 |
99.070 |
99.120 |
99.030 |
99.075 |
+0.010 |
180,198 |
707,787 |
+8,482 |
| Mar12 |
100806 |
98.875 |
98.945 |
98.850 |
98.895 |
+0.020 |
114,079 |
479,632 |
+5,106 |
| Jun12 |
100806 |
98.670 |
98.755 |
98.650 |
98.705 |
+0.030 |
103,253 |
376,450 |
+8,406 |
| Sep12 |
100806 |
98.475 |
98.570 |
98.450 |
98.520 |
+0.040 |
51,897 |
261,585 |
-58 |
| Dec12 |
100806 |
98.275 |
98.370 |
98.240 |
98.320 |
+0.050 |
37,628 |
174,062 |
-2,158 |
| Mar13 |
100806 |
98.080 |
98.190 |
98.065 |
98.140 |
+0.055 |
28,103 |
217,891 |
-1,918 |
| Jun13 |
100806 |
97.870 |
97.985 |
97.860 |
97.935 |
+0.055 |
33,889 |
136,839 |
-1,652 |
| Sep13 |
100806 |
97.675 |
97.780 |
97.660 |
97.740 |
+0.060 |
21,368 |
97,886 |
+2,807 |
| Dec13 |
100806 |
97.475 |
97.570 |
97.450 |
97.535 |
+0.065 |
13,755 |
78,136 |
+1,958 |
| Mar14 |
100806 |
97.290 |
97.390 |
97.255 |
97.355 |
+0.075 |
12,671 |
57,423 |
+1,817 |
| Jun14 |
100806 |
97.090 |
97.200 |
97.060 |
97.165 |
+0.085 |
7,836 |
57,592 |
+811 |
| Sep14 |
100806 |
96.880 |
97.010 |
96.860 |
96.975 |
+0.095 |
7,419 |
34,221 |
+1,574 |
| Dec14 |
100806 |
96.670 |
96.805 |
96.650 |
96.770 |
+0.100 |
4,694 |
49,885 |
+500 |
| Total Volume and Open Interest |
1,455,303 |
7,822,052 |
-1,408 |
| 30 Day Federal Funds(CBOT) |
| Aug10 |
100806 |
99.820 |
99.823 |
99.817 |
99.820 |
unch |
1,894 |
73,154 |
-1,574 |
| Sep10 |
100806 |
99.825 |
99.830 |
99.820 |
99.825 |
+0.005 |
6,785 |
60,552 |
+340 |
| Oct10 |
100806 |
99.830 |
99.835 |
99.825 |
99.825 |
unch |
2,502 |
68,225 |
-185 |
| Nov10 |
100806 |
99.825 |
99.835 |
99.820 |
99.825 |
+0.005 |
3,843 |
80,985 |
-700 |
| Dec10 |
100806 |
99.825 |
99.835 |
99.825 |
99.830 |
+0.005 |
1,874 |
66,085 |
-270 |
| Jan11 |
100806 |
99.820 |
99.835 |
99.820 |
99.830 |
+0.005 |
3,057 |
57,315 |
-464 |
| Total Volume and Open Interest |
36,908 |
589,979 |
+1,418 |
| 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 |
100806 |
99.650 |
99.658 |
99.650 |
99.658 |
+0.007 |
0 |
989 |
+0 |
| Dec10 |
100806 |
99.700 |
99.700 |
99.700 |
99.700 |
+0.007 |
0 |
542 |
+0 |
| Mar11 |
100806 |
99.715 |
99.715 |
99.715 |
99.715 |
+0.007 |
0 |
367 |
+0 |
| Jun11 |
100806 |
99.720 |
99.720 |
99.720 |
99.720 |
+0.007 |
|
|
|
| Sep11 |
100806 |
99.700 |
99.700 |
99.700 |
99.700 |
+0.005 |
|
|
|
| Dec11 |
100806 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.005 |
|
|
|
| Mar12 |
100806 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.005 |
|
|
|
| Jun12 |
100806 |
99.720 |
99.720 |
99.720 |
99.720 |
+0.005 |
|
|
|
| Sep12 |
100806 |
99.780 |
99.780 |
99.780 |
99.780 |
+0.005 |
|
|
|
| Dec12 |
100806 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,898 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100806 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
50 |
3,454 |
-40 |
| Dec10 |
100806 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.01 |
67 |
1,506 |
+0 |
| Mar11 |
100806 |
99.70 |
99.71 |
99.70 |
99.71 |
+0.01 |
100 |
2,043 |
+0 |
| Jun11 |
100806 |
99.70 |
99.72 |
99.70 |
99.72 |
+0.01 |
51 |
2,666 |
+206 |
| Sep11 |
100806 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.00 |
0 |
108 |
+0 |
| Dec11 |
100806 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.01 |
0 |
106 |
+0 |
| Mar12 |
100806 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
305 |
+0 |
| Jun12 |
100806 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
268 |
11,254 |
+166 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100730 |
141.74 |
141.94 |
141.71 |
141.89 |
+0.21 |
1,496 |
20,780 |
-100 |
| Dec10 |
100806 |
141.66 |
141.75 |
141.55 |
141.62 |
-0.02 |
7 |
80 |
+42 |
| Mar11 |
100806 |
139.53 |
139.53 |
139.53 |
139.53 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
2,452 |
20,600 |
+10 |
| Euro-Bund(EUREX) |
| Sep10 |
100806 |
129.64 |
130.15 |
129.44 |
130.10 |
+0.47 |
654,906 |
913,386 |
+828 |
| Dec10 |
100806 |
128.16 |
128.72 |
128.05 |
128.68 |
+0.47 |
2,181 |
7,997 |
+1,069 |
| Mar11 |
100806 |
128.20 |
128.55 |
128.20 |
128.55 |
+0.27 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
657,087 |
921,384 |
+1,897 |
| Euro-Bobl(EUREX) |
| Sep10 |
100803 |
119.96 |
120.50 |
119.94 |
120.40 |
+0.44 |
434,663 |
681,465 |
+0 |
| Dec10 |
100806 |
119.42 |
119.61 |
119.36 |
119.54 |
+0.17 |
4,311 |
27,401 |
+4,170 |
| Mar11 |
100806 |
118.81 |
118.81 |
118.81 |
118.81 |
+0.17 |
|
|
|
| Total Volume and Open Interest |
405,685 |
752,095 |
+7,724 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100806 |
99.025 |
99.025 |
99.025 |
99.025 |
-0.010 |
6 |
3,428 |
+0 |
| Dec10 |
100806 |
98.930 |
98.935 |
98.925 |
98.930 |
-0.020 |
3 |
2,637 |
+0 |
| Mar11 |
100806 |
98.865 |
98.865 |
98.860 |
98.860 |
-0.025 |
9 |
1,198 |
+4 |
| Total Volume and Open Interest |
22 |
11,525 |
+2 |
| Long Gilt(LIFFE) |
| Sep10 |
100806 |
122~10 |
122~23 |
122~06 |
122~20 |
+0~05 |
63,160 |
279,091 |
-4,068 |
| Dec10 |
100806 |
121~08 |
121~08 |
121~08 |
121~08 |
+0~05 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
63,160 |
279,093 |
-4,068 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100806 |
99.23 |
99.24 |
99.22 |
99.23 |
-0.01 |
13,276 |
340,655 |
-3,374 |
| Dec10 |
100806 |
99.15 |
99.16 |
99.14 |
99.15 |
-0.01 |
38,018 |
453,940 |
+610 |
| Mar11 |
100806 |
99.02 |
99.06 |
99.01 |
99.05 |
+0.01 |
44,051 |
325,015 |
-2,090 |
| Jun11 |
100806 |
98.87 |
98.93 |
98.86 |
98.92 |
+0.02 |
38,232 |
304,954 |
+3,537 |
| Sep11 |
100806 |
98.72 |
98.78 |
98.70 |
98.77 |
+0.04 |
40,141 |
329,727 |
-134 |
| Dec11 |
100806 |
98.52 |
98.58 |
98.49 |
98.56 |
+0.05 |
48,173 |
320,106 |
+3,668 |
| Total Volume and Open Interest |
265,178 |
2,532,944 |
+7,025 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100806 |
99.030 |
99.035 |
99.020 |
99.025 |
-0.010 |
78,271 |
590,557 |
+664 |
| Dec10 |
100806 |
98.940 |
98.950 |
98.925 |
98.930 |
-0.020 |
99,542 |
504,941 |
-17,100 |
| Mar11 |
100806 |
98.870 |
98.880 |
98.850 |
98.860 |
-0.025 |
75,205 |
463,341 |
-6,134 |
| Total Volume and Open Interest |
803,473 |
3,241,243 |
-31,318 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100806 |
95.18 |
95.20 |
95.18 |
95.19 |
-0.01 |
16,011 |
247,852 |
+6,528 |
| Dec10 |
100806 |
95.14 |
95.16 |
95.11 |
95.12 |
-0.03 |
18,089 |
212,561 |
-1,767 |
| Mar11 |
100806 |
95.08 |
95.10 |
95.05 |
95.06 |
-0.03 |
6,800 |
90,637 |
+1,544 |
| Jun11 |
100806 |
95.02 |
95.07 |
94.99 |
95.01 |
-0.04 |
2,792 |
67,706 |
+733 |
| Sep11 |
100806 |
95.00 |
95.03 |
94.96 |
94.97 |
-0.03 |
1,809 |
40,472 |
+216 |
| Dec11 |
100806 |
94.99 |
94.99 |
94.92 |
94.92 |
-0.04 |
2,062 |
30,764 |
+465 |
| Mar12 |
100806 |
94.95 |
94.95 |
94.89 |
94.89 |
-0.04 |
672 |
27,132 |
+308 |
| Jun12 |
100806 |
94.92 |
94.92 |
94.87 |
94.87 |
-0.04 |
334 |
11,093 |
+151 |
| Sep12 |
100806 |
94.86 |
94.86 |
94.86 |
94.86 |
-0.05 |
150 |
2,232 |
+5 |
| Dec12 |
100806 |
94.84 |
94.84 |
94.84 |
94.84 |
-0.05 |
21 |
1,074 |
+0 |
| Total Volume and Open Interest |
49,582 |
732,597 |
+8,198 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100806 |
94.85 |
94.88 |
94.84 |
94.85 |
-0.01 |
26,735 |
395,724 |
-87 |
| Dec10 |
100806 |
94.84 |
94.84 |
94.84 |
94.84 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
26,735 |
395,724 |
-87 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100806 |
95.32 |
95.35 |
95.30 |
95.31 |
-0.02 |
106,673 |
687,233 |
-322 |
| Dec10 |
100806 |
95.26 |
95.26 |
95.26 |
95.26 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
106,673 |
687,233 |
-322 |
| Gold(CMX) |
| Aug10 |
100806 |
1195.4 |
1211.0 |
1195.3 |
1203.4 |
+6.2 |
1,068 |
2,467 |
-74 |
| Oct10 |
100806 |
1195.9 |
1212.1 |
1193.7 |
1204.1 |
+6.2 |
7,580 |
42,790 |
-82 |
| Dec10 |
100806 |
1197.4 |
1213.3 |
1194.5 |
1205.3 |
+6.0 |
119,101 |
330,004 |
-405 |
| Feb11 |
100806 |
1199.4 |
1213.0 |
1197.2 |
1206.7 |
+6.0 |
268 |
18,054 |
-143 |
| Apr11 |
100806 |
1199.3 |
1214.8 |
1199.3 |
1208.1 |
+6.0 |
549 |
16,653 |
-197 |
| Jun11 |
100806 |
554.1 |
554.1 |
554.1 |
554.1 |
+6.0 |
255 |
16,752 |
+1 |
| Aug11 |
100806 |
1214.6 |
1214.6 |
1211.1 |
1211.1 |
+6.0 |
224 |
8,446 |
+209 |
| Oct11 |
100806 |
1212.8 |
1212.8 |
1212.8 |
1212.8 |
+6.0 |
25 |
7,965 |
+25 |
| Dec11 |
100806 |
1217.9 |
1219.4 |
1214.5 |
1214.5 |
+6.0 |
825 |
14,208 |
+347 |
| Feb12 |
100806 |
1216.5 |
1216.5 |
1216.5 |
1216.5 |
+5.9 |
100 |
6,678 |
+0 |
| Apr12 |
100806 |
1218.7 |
1218.7 |
1218.7 |
1218.7 |
+5.9 |
221 |
5,897 |
+115 |
| Jun12 |
100806 |
1221.4 |
1221.4 |
1221.4 |
1221.4 |
+5.9 |
2,330 |
7,268 |
-1,121 |
| Total Volume and Open Interest |
142,259 |
511,437 |
-7,206 |
| Silver(CMX) |
| Sep10 |
100806 |
1834.0 |
1858.5 |
1829.0 |
1847.2 |
+15.1 |
27,647 |
59,537 |
-512 |
| Dec10 |
100806 |
1840.0 |
1864.5 |
1834.5 |
1852.8 |
+15.2 |
3,754 |
33,840 |
+1,169 |
| Mar11 |
100806 |
1848.0 |
1864.0 |
1844.0 |
1857.1 |
+15.3 |
671 |
10,748 |
+344 |
| May11 |
100806 |
1859.2 |
1859.2 |
1859.2 |
1859.2 |
+15.2 |
31 |
7,714 |
-21 |
| Jul11 |
100806 |
1865.5 |
1865.5 |
1857.5 |
1861.3 |
+15.1 |
66 |
4,391 |
+63 |
| Sep11 |
100806 |
1868.0 |
1868.5 |
1863.4 |
1863.4 |
+15.1 |
11 |
514 |
+7 |
| Dec11 |
100806 |
1867.0 |
1867.0 |
1866.0 |
1866.0 |
+15.0 |
3 |
4,055 |
-1 |
| Total Volume and Open Interest |
32,378 |
124,679 |
+1,215 |
| Platinum(NYMEX) |
| Oct10 |
100806 |
1576.6 |
1584.0 |
1565.1 |
1570.8 |
-1.7 |
3,478 |
30,508 |
+68 |
| Jan11 |
100806 |
1572.0 |
1581.6 |
1572.0 |
1575.2 |
-1.6 |
31 |
1,193 |
+25 |
| Apr11 |
100806 |
1580.7 |
1580.7 |
1580.7 |
1580.7 |
-1.6 |
0 |
6 |
+0 |
| Jul11 |
100806 |
1580.7 |
1580.7 |
1580.7 |
1580.7 |
-1.6 |
|
|
|
| Total Volume and Open Interest |
3,509 |
31,708 |
+93 |
| Palladium(NYMEX) |
| Sep10 |
100806 |
499.00 |
509.90 |
483.95 |
487.60 |
-8.45 |
3,576 |
18,639 |
-740 |
| Dec10 |
100806 |
508.00 |
509.65 |
489.60 |
489.60 |
-8.25 |
1,106 |
1,851 |
+586 |
| Mar11 |
100806 |
492.50 |
497.50 |
490.70 |
490.70 |
-8.25 |
2 |
42 |
+1 |
| Total Volume and Open Interest |
4,686 |
20,540 |
-152 |
| Copper(CMX) |
| Sep10 |
100806 |
334.20 |
338.00 |
332.50 |
334.30 |
-1.05 |
32,448 |
73,059 |
-190 |
| Dec10 |
100806 |
336.10 |
339.80 |
334.70 |
336.40 |
-1.00 |
7,058 |
40,407 |
+3,207 |
| Mar11 |
100806 |
338.15 |
340.20 |
337.40 |
337.40 |
-0.85 |
755 |
11,767 |
+144 |
| May11 |
100806 |
337.75 |
337.75 |
337.75 |
337.75 |
-0.90 |
366 |
1,537 |
+182 |
| Jul11 |
100806 |
337.80 |
337.80 |
337.80 |
337.80 |
-0.85 |
65 |
2,801 |
+26 |
| Total Volume and Open Interest |
41,050 |
145,174 |
+3,336 |
| DJIA Index(CBOT) |
| Sep10 |
100806 |
10630 |
10670 |
10480 |
10613 |
-22 |
364 |
8,363 |
+60 |
| Dec10 |
100806 |
10575 |
10575 |
10548 |
10548 |
-22 |
24 |
28 |
+20 |
| Mar11 |
100806 |
10491 |
10510 |
10491 |
10491 |
-19 |
|
|
|
| Jun11 |
100806 |
10433 |
10455 |
10433 |
10433 |
-22 |
|
|
|
| Total Volume and Open Interest |
388 |
8,391 |
+80 |
| S & P 500(CME) |
| Sep10 |
100806 |
1123.30 |
1126.60 |
1104.00 |
1119.50 |
-4.00 |
17,919 |
304,437 |
+992 |
| Dec10 |
100806 |
1114.80 |
1114.80 |
1103.80 |
1114.80 |
-4.00 |
1,518 |
13,334 |
+1,047 |
| Mar11 |
100806 |
1110.10 |
1110.10 |
1099.00 |
1110.10 |
-3.90 |
75 |
809 |
-25 |
| Jun11 |
100806 |
1105.90 |
1105.90 |
1094.80 |
1105.90 |
-3.90 |
15 |
199 |
+15 |
| Total Volume and Open Interest |
19,527 |
318,779 |
+2,029 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100806 |
1123.50 |
1127.00 |
1103.75 |
1119.50 |
-4.00 |
1,591,800 |
2,699,304 |
-17,340 |
| Dec10 |
100806 |
1119.25 |
1121.50 |
1099.50 |
1114.75 |
-4.00 |
3,607 |
30,513 |
+2,092 |
| Total Volume and Open Interest |
1,595,426 |
2,730,039 |
-15,247 |
| NASDAQ 100(CME) |
| Sep10 |
100806 |
1903.50 |
1907.00 |
1871.00 |
1902.50 |
+1.50 |
373 |
13,915 |
-9 |
| Dec10 |
100806 |
1880.00 |
1900.30 |
1875.00 |
1900.30 |
+1.80 |
4 |
29 |
+4 |
| Mar11 |
100806 |
1897.80 |
1897.80 |
1896.00 |
1897.80 |
+1.80 |
|
|
|
| Total Volume and Open Interest |
377 |
13,944 |
-5 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100806 |
1902.50 |
1907.80 |
1871.30 |
1902.50 |
+1.50 |
276,207 |
350,332 |
+2,796 |
| Dec10 |
100806 |
1898.00 |
1904.80 |
1871.00 |
1900.30 |
+1.80 |
631 |
547 |
+292 |
| Total Volume and Open Interest |
276,839 |
350,885 |
+3,088 |
| S & P Midcap 400(CME) |
| Sep10 |
100806 |
761.50 |
773.80 |
759.00 |
771.70 |
-1.60 |
13 |
2,364 |
-6 |
| Dec10 |
100806 |
769.70 |
769.70 |
769.30 |
769.70 |
-1.60 |
|
|
|
| Mar11 |
100806 |
767.70 |
767.70 |
767.30 |
767.70 |
-1.60 |
|
|
|
| Total Volume and Open Interest |
13 |
2,364 |
-6 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100806 |
9595 |
9690 |
9465 |
9600 |
-10 |
11,027 |
31,035 |
-853 |
| Dec10 |
100806 |
9605 |
9615 |
9605 |
9605 |
-10 |
3 |
63 |
+1 |
| Total Volume and Open Interest |
11,030 |
31,098 |
-852 |
| Nikkei 225(SGX) |
| Sep10 |
100806 |
9595 |
9660 |
9535 |
9640 |
+25 |
96,790 |
190,649 |
+6,040 |
| Dec10 |
100806 |
9555 |
9600 |
9520 |
9590 |
+25 |
400 |
2,579 |
+130 |
| Mar11 |
100806 |
9585 |
9585 |
9585 |
9585 |
+25 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
98,291 |
197,278 |
+6,865 |
| CAC 40(EURONEXT) |
| Aug10 |
100806 |
3781.5 |
3795.5 |
3696.5 |
3716.5 |
-50.0 |
97,399 |
363,457 |
-14,912 |
| Sep10 |
100806 |
3776.0 |
3783.5 |
3694.0 |
3711.0 |
-50.5 |
1,249 |
44,153 |
+519 |
| Oct10 |
100806 |
3772.5 |
3772.5 |
3713.0 |
3713.0 |
-50.0 |
0 |
20 |
-1 |
| Total Volume and Open Interest |
98,648 |
409,277 |
-14,395 |
| Hang Seng Index(HKFE) |
| Aug10 |
100806 |
21600 |
21758 |
21470 |
21630 |
+98 |
66,377 |
90,683 |
-1,727 |
| Sep10 |
100806 |
21500 |
21660 |
21380 |
21542 |
+100 |
1,529 |
6,853 |
+133 |
| Total Volume and Open Interest |
68,022 |
99,035 |
-1,540 |
| DAX(EUREX) |
| Sep10 |
100806 |
6361.0 |
6391.5 |
6247.5 |
6266.0 |
-76.0 |
121,221 |
165,782 |
+5,047 |
| Dec10 |
100806 |
6379.5 |
6392.0 |
6265.0 |
6276.5 |
-76.0 |
183 |
14,264 |
-67 |
| Mar11 |
100806 |
6409.0 |
6409.0 |
6281.0 |
6290.0 |
-76.0 |
43 |
1,768 |
+24 |
| Total Volume and Open Interest |
121,447 |
181,814 |
+5,004 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100806 |
5380.00 |
5393.00 |
5289.50 |
5317.00 |
-39.00 |
85,977 |
647,621 |
+2,536 |
| Dec10 |
100806 |
5311.00 |
5312.50 |
5295.00 |
5295.00 |
-39.50 |
25 |
6,706 |
-2 |
| Mar11 |
100806 |
5255.00 |
5255.00 |
5255.00 |
5255.00 |
-39.50 |
15 |
972 |
-5 |
| Total Volume and Open Interest |
86,157 |
655,436 |
+2,495 |
| SPI 200(SFE) |
| Sep10 |
100806 |
4539.0 |
4558.0 |
4514.0 |
4529.0 |
-8.0 |
23,747 |
229,319 |
+1,716 |
| Dec10 |
100806 |
4552.0 |
4552.0 |
4552.0 |
4552.0 |
-8.0 |
116 |
3,504 |
-30 |
| Mar11 |
100806 |
4543.0 |
4543.0 |
4543.0 |
4543.0 |
-7.0 |
0 |
1,289 |
+0 |
| Total Volume and Open Interest |
23,970 |
235,756 |
+1,784 |
| GSCI(CME) |
| Aug10 |
100806 |
542.25 |
543.40 |
531.90 |
533.00 |
-9.00 |
138 |
15,931 |
-11 |
| Sep10 |
100806 |
545.50 |
546.00 |
535.25 |
536.55 |
-8.70 |
42 |
95 |
+41 |
| Oct10 |
100806 |
548.50 |
549.00 |
539.00 |
539.55 |
-8.95 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
182 |
16,026 |
+30 |
| 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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