|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu August 26, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep10 |
100826 |
1000.50 |
1015.50 |
1000.50 |
1013.00 |
+13.00 |
8,004 |
13,761 |
-755 |
| Nov10 |
100826 |
1000.75 |
1016.00 |
1000.25 |
1014.50 |
+15.50 |
50,460 |
308,522 |
-145 |
| Jan11 |
100826 |
1007.50 |
1023.50 |
1007.50 |
1022.25 |
+15.25 |
12,328 |
88,542 |
+1,734 |
| Mar11 |
100826 |
1013.50 |
1027.50 |
1013.50 |
1026.00 |
+15.00 |
4,009 |
27,797 |
+819 |
| May11 |
100826 |
1014.00 |
1028.00 |
1012.50 |
1026.50 |
+14.00 |
2,245 |
32,205 |
-202 |
| Jul11 |
100826 |
1025.00 |
1035.00 |
1019.75 |
1034.00 |
+14.25 |
2,810 |
26,305 |
+163 |
| Aug11 |
100826 |
1022.50 |
1025.75 |
1011.75 |
1025.75 |
+14.00 |
0 |
162 |
+0 |
| Sep11 |
100826 |
1006.00 |
1013.00 |
999.00 |
1013.00 |
+14.00 |
15 |
86 |
+0 |
| Nov11 |
100826 |
994.75 |
1005.00 |
992.25 |
1004.75 |
+13.75 |
2,137 |
27,488 |
+686 |
| Jan12 |
100826 |
1011.25 |
1011.25 |
997.50 |
1011.25 |
+13.75 |
7 |
186 |
+0 |
| Mar12 |
100826 |
1013.25 |
1013.25 |
999.50 |
1013.25 |
+13.75 |
0 |
85 |
+0 |
| May12 |
100826 |
1011.00 |
1015.25 |
1001.50 |
1015.25 |
+13.75 |
3 |
81 |
+3 |
| Jul12 |
100826 |
1018.25 |
1018.25 |
1004.50 |
1018.25 |
+13.75 |
5 |
92 |
+0 |
| Aug12 |
100826 |
1013.75 |
1013.75 |
1000.00 |
1013.75 |
+13.75 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
82,072 |
526,748 |
+2,299 |
| Soybean Meal(CBOT) |
| Sep10 |
100826 |
300.00 |
306.50 |
299.80 |
306.30 |
+6.60 |
13,006 |
19,125 |
-1,271 |
| Oct10 |
100826 |
292.90 |
298.10 |
292.30 |
298.10 |
+5.90 |
5,549 |
25,299 |
+370 |
| Dec10 |
100826 |
292.40 |
298.50 |
292.00 |
298.30 |
+6.30 |
19,734 |
112,018 |
-213 |
| Jan11 |
100826 |
293.60 |
297.40 |
291.10 |
297.40 |
+6.30 |
1,071 |
9,300 |
+155 |
| Mar11 |
100826 |
292.00 |
297.40 |
291.00 |
297.40 |
+6.40 |
899 |
9,758 |
+44 |
| May11 |
100826 |
291.80 |
296.60 |
290.50 |
296.60 |
+6.10 |
480 |
9,974 |
-68 |
| Jul11 |
100826 |
294.00 |
298.10 |
292.10 |
298.10 |
+6.00 |
462 |
8,107 |
-16 |
| Aug11 |
100826 |
291.80 |
296.00 |
289.90 |
296.00 |
+6.10 |
130 |
1,326 |
-5 |
| Sep11 |
100826 |
290.40 |
292.20 |
286.70 |
292.20 |
+5.50 |
14 |
855 |
-5 |
| Oct11 |
100826 |
282.50 |
286.30 |
280.50 |
286.30 |
+5.80 |
0 |
644 |
+0 |
| Total Volume and Open Interest |
41,764 |
199,560 |
-771 |
| Soybean Oil(CBOT) |
| Sep10 |
100826 |
39.24 |
39.66 |
39.18 |
39.49 |
+0.35 |
15,941 |
23,683 |
-1,905 |
| Oct10 |
100826 |
39.44 |
39.82 |
39.43 |
39.67 |
+0.35 |
6,775 |
32,240 |
-17 |
| Dec10 |
100826 |
39.75 |
40.24 |
39.75 |
40.08 |
+0.36 |
27,104 |
164,054 |
-3,180 |
| Jan11 |
100826 |
40.50 |
40.51 |
40.28 |
40.37 |
+0.36 |
1,084 |
18,330 |
-141 |
| Mar11 |
100826 |
40.80 |
40.81 |
40.58 |
40.66 |
+0.36 |
692 |
11,974 |
+30 |
| May11 |
100826 |
40.85 |
41.00 |
40.81 |
40.91 |
+0.37 |
573 |
8,933 |
-106 |
| Jul11 |
100826 |
41.29 |
41.29 |
41.07 |
41.18 |
+0.36 |
350 |
8,260 |
+50 |
| Aug11 |
100826 |
41.39 |
41.39 |
41.20 |
41.28 |
+0.36 |
6 |
409 |
-2 |
| Sep11 |
100826 |
41.32 |
41.36 |
41.25 |
41.36 |
+0.38 |
5 |
266 |
+3 |
| Oct11 |
100826 |
41.20 |
41.38 |
41.20 |
41.38 |
+0.40 |
6 |
256 |
+0 |
| Total Volume and Open Interest |
52,747 |
272,608 |
-5,175 |
| Canola(WCE) |
| Nov10 |
100826 |
454.4 |
463.0 |
452.2 |
456.6 |
+2.9 |
10,377 |
111,322 |
-1,040 |
| Jan11 |
100826 |
455.9 |
467.0 |
455.9 |
460.7 |
+2.7 |
2,799 |
16,723 |
+874 |
| Mar11 |
100826 |
463.7 |
471.0 |
460.0 |
463.5 |
+2.2 |
1,471 |
5,250 |
-699 |
| May11 |
100826 |
466.2 |
466.2 |
462.0 |
464.1 |
-0.4 |
917 |
2,168 |
+619 |
| Jul11 |
100826 |
464.9 |
473.0 |
463.0 |
466.0 |
+2.6 |
628 |
2,414 |
-5 |
| Total Volume and Open Interest |
16,277 |
140,022 |
-168 |
| Corn(CBOT) |
| Sep10 |
100826 |
405.00 |
419.75 |
405.00 |
416.50 |
+11.75 |
48,914 |
121,562 |
-6,228 |
| Dec10 |
100826 |
420.50 |
435.00 |
420.50 |
432.00 |
+12.00 |
125,048 |
789,663 |
+1,670 |
| Mar11 |
100826 |
434.00 |
448.75 |
434.00 |
445.50 |
+11.75 |
39,007 |
159,997 |
+2,140 |
| May11 |
100826 |
441.00 |
455.50 |
441.00 |
453.00 |
+11.75 |
4,188 |
34,564 |
+718 |
| Jul11 |
100826 |
448.00 |
462.00 |
448.00 |
459.25 |
+11.50 |
8,762 |
91,373 |
+2,358 |
| Sep11 |
100826 |
441.50 |
451.00 |
441.25 |
449.25 |
+10.00 |
724 |
12,254 |
+269 |
| Dec11 |
100826 |
431.50 |
443.00 |
431.50 |
440.25 |
+8.00 |
8,170 |
115,333 |
+1,764 |
| Mar12 |
100826 |
447.50 |
452.00 |
446.50 |
450.25 |
+7.00 |
178 |
8,247 |
+155 |
| May12 |
100826 |
456.25 |
456.25 |
449.50 |
456.25 |
+6.75 |
4 |
1,265 |
+2 |
| Jul12 |
100826 |
459.00 |
462.00 |
455.00 |
461.75 |
+6.75 |
21 |
3,880 |
-3 |
| Total Volume and Open Interest |
235,083 |
1,350,657 |
+2,851 |
| Wheat(CBOT) |
| Sep10 |
100826 |
650.25 |
666.00 |
649.75 |
656.50 |
+8.75 |
21,858 |
49,801 |
-4,759 |
| Dec10 |
100826 |
682.00 |
698.00 |
682.00 |
688.50 |
+8.00 |
71,379 |
255,743 |
-5,495 |
| Mar11 |
100826 |
700.50 |
717.50 |
700.50 |
711.75 |
+12.25 |
8,881 |
67,068 |
+434 |
| May11 |
100826 |
705.75 |
720.25 |
705.75 |
714.00 |
+11.25 |
680 |
18,160 |
+41 |
| Jul11 |
100826 |
688.00 |
703.75 |
688.00 |
697.25 |
+9.75 |
4,897 |
63,433 |
-1,467 |
| Sep11 |
100826 |
706.50 |
710.00 |
694.25 |
704.25 |
+10.00 |
662 |
7,638 |
+203 |
| Total Volume and Open Interest |
111,902 |
495,685 |
-9,675 |
| Wheat(KCBT) |
| Sep10 |
100826 |
677.25 |
698.00 |
677.25 |
691.00 |
+14.75 |
5,243 |
16,229 |
-1,472 |
| Dec10 |
100826 |
693.00 |
712.75 |
693.00 |
705.00 |
+14.00 |
19,650 |
103,087 |
-386 |
| Mar11 |
100826 |
700.25 |
720.25 |
700.25 |
713.50 |
+13.50 |
3,435 |
44,486 |
-32 |
| May11 |
100826 |
704.75 |
720.25 |
704.75 |
713.00 |
+13.50 |
939 |
7,110 |
+431 |
| Jul11 |
100826 |
689.75 |
706.75 |
689.75 |
699.50 |
+12.00 |
2,824 |
27,496 |
-51 |
| Sep11 |
100826 |
700.00 |
705.00 |
699.50 |
699.50 |
+13.00 |
44 |
2,209 |
+18 |
| Total Volume and Open Interest |
32,295 |
204,854 |
-1,371 |
| Wheat(MGE) |
| Sep10 |
100826 |
690.25 |
707.50 |
690.00 |
700.25 |
+10.00 |
3,858 |
7,289 |
-1,170 |
| Dec10 |
100826 |
693.00 |
712.25 |
693.00 |
704.25 |
+9.00 |
5,274 |
25,962 |
-53 |
| Mar11 |
100826 |
701.00 |
717.25 |
701.00 |
710.75 |
+9.25 |
1,035 |
13,389 |
+91 |
| May11 |
100826 |
703.75 |
717.00 |
703.75 |
710.00 |
+11.00 |
182 |
2,269 |
+81 |
| Jul11 |
100826 |
705.00 |
711.50 |
704.00 |
704.75 |
+10.75 |
398 |
6,234 |
+122 |
| Total Volume and Open Interest |
11,228 |
61,464 |
-893 |
| Oats(CBOT) |
| Sep10 |
100826 |
262.00 |
268.50 |
261.50 |
266.50 |
+5.00 |
133 |
1,229 |
-27 |
| Dec10 |
100826 |
274.75 |
282.00 |
271.50 |
279.50 |
+5.00 |
759 |
9,502 |
+16 |
| Mar11 |
100826 |
288.00 |
290.00 |
284.75 |
289.75 |
+5.00 |
76 |
405 |
-38 |
| May11 |
100826 |
295.25 |
295.25 |
290.25 |
295.25 |
+5.00 |
8 |
15 |
+1 |
| Total Volume and Open Interest |
976 |
11,151 |
-48 |
| Rough Rice(CBOT) |
| Sep10 |
100826 |
11.24 |
11.41 |
11.20 |
11.35 |
+0.09 |
1,008 |
3,877 |
-408 |
| Nov10 |
100826 |
11.52 |
11.69 |
11.48 |
11.62 |
+0.09 |
1,381 |
11,493 |
+159 |
| Jan11 |
100826 |
11.78 |
11.95 |
11.78 |
11.89 |
+0.09 |
104 |
1,348 |
+50 |
| Mar11 |
100826 |
12.06 |
12.15 |
12.03 |
12.15 |
+0.09 |
124 |
956 |
+1 |
| Total Volume and Open Interest |
2,656 |
19,274 |
-179 |
| Live Cattle(CME) |
| Aug10 |
100826 |
98.500 |
98.800 |
98.100 |
98.430 |
-0.170 |
1,565 |
2,592 |
-1,245 |
| Oct10 |
100826 |
98.700 |
99.000 |
98.200 |
98.535 |
-0.145 |
18,247 |
162,749 |
-38 |
| Dec10 |
100826 |
100.150 |
100.850 |
99.885 |
100.650 |
+0.365 |
7,359 |
80,907 |
+1,537 |
| Feb11 |
100826 |
100.450 |
101.200 |
100.135 |
101.150 |
+0.700 |
4,473 |
45,824 |
+200 |
| Apr11 |
100826 |
101.635 |
102.980 |
101.500 |
102.950 |
+1.020 |
3,862 |
31,571 |
+911 |
| Jun11 |
100826 |
98.400 |
99.400 |
98.400 |
99.200 |
+0.650 |
852 |
14,395 |
+409 |
| Total Volume and Open Interest |
36,919 |
344,899 |
+2,052 |
| Feeder Cattle(CME) |
| Aug10 |
100826 |
114.800 |
114.980 |
114.730 |
114.930 |
+0.180 |
662 |
1,994 |
-331 |
| Sep10 |
100826 |
116.330 |
116.730 |
116.200 |
116.680 |
+0.280 |
1,209 |
6,474 |
-541 |
| Oct10 |
100826 |
117.385 |
117.700 |
117.100 |
117.450 |
+0.050 |
2,833 |
17,065 |
+909 |
| Nov10 |
100826 |
117.385 |
117.750 |
117.050 |
117.750 |
+0.350 |
779 |
6,263 |
+296 |
| Jan11 |
100826 |
116.350 |
116.600 |
116.100 |
116.580 |
unch |
481 |
3,454 |
+258 |
| Mar11 |
100826 |
115.550 |
115.800 |
115.480 |
115.800 |
unch |
195 |
1,822 |
+106 |
| Apr11 |
100826 |
115.635 |
116.000 |
115.600 |
115.600 |
-0.100 |
313 |
327 |
+142 |
| Total Volume and Open Interest |
6,575 |
38,149 |
+843 |
| Lean Hogs(CME) |
| Oct10 |
100826 |
76.800 |
77.475 |
75.250 |
75.800 |
-1.300 |
15,010 |
94,208 |
-510 |
| Dec10 |
100826 |
74.450 |
75.000 |
73.050 |
73.580 |
-1.205 |
4,286 |
56,125 |
+775 |
| Feb11 |
100826 |
76.885 |
77.050 |
75.535 |
76.135 |
-0.750 |
2,374 |
27,875 |
+256 |
| Apr11 |
100826 |
77.350 |
77.550 |
76.580 |
76.975 |
-0.410 |
1,485 |
21,652 |
+299 |
| May11 |
100826 |
80.400 |
80.500 |
80.100 |
80.450 |
-0.350 |
10 |
849 |
+6 |
| Jun11 |
100826 |
82.885 |
83.100 |
82.300 |
82.950 |
-0.130 |
325 |
13,810 |
+1 |
| Jul11 |
100826 |
81.000 |
81.450 |
80.900 |
81.450 |
unch |
45 |
2,780 |
+28 |
| Aug11 |
100826 |
79.250 |
79.550 |
79.200 |
79.550 |
-0.050 |
17 |
1,675 |
+8 |
| Total Volume and Open Interest |
23,552 |
219,342 |
+863 |
| Class III Milk(CME) |
| Aug10 |
100826 |
15.15 |
15.16 |
15.14 |
15.15 |
unch |
24 |
4,593 |
-10 |
| Sep10 |
100826 |
15.71 |
15.76 |
15.68 |
15.74 |
+0.01 |
259 |
4,622 |
+53 |
| Oct10 |
100826 |
15.50 |
15.70 |
15.50 |
15.61 |
+0.10 |
414 |
4,711 |
+86 |
| Nov10 |
100826 |
14.95 |
15.07 |
14.93 |
15.03 |
+0.09 |
189 |
3,848 |
+44 |
| Dec10 |
100826 |
14.54 |
14.63 |
14.53 |
14.54 |
-0.01 |
85 |
3,995 |
+35 |
| Total Volume and Open Interest |
1,109 |
27,000 |
+307 |
| Cocoa(ICE) |
| Sep10 |
100826 |
2709 |
2724 |
2709 |
2710 |
-9 |
7 |
103 |
-8 |
| Dec10 |
100826 |
2773 |
2783 |
2734 |
2740 |
-12 |
8,831 |
64,026 |
+5 |
| Mar11 |
100826 |
2811 |
2813 |
2765 |
2771 |
-12 |
3,015 |
24,744 |
+490 |
| May11 |
100826 |
2827 |
2827 |
2786 |
2791 |
-11 |
378 |
10,274 |
-46 |
| Jul11 |
100826 |
2841 |
2841 |
2810 |
2810 |
-8 |
57 |
4,566 |
+31 |
| Sep11 |
100826 |
2835 |
2845 |
2825 |
2825 |
-8 |
49 |
2,285 |
+35 |
| Dec11 |
100826 |
2856 |
2857 |
2840 |
2840 |
-8 |
54 |
4,150 |
+47 |
| Total Volume and Open Interest |
12,392 |
115,083 |
+554 |
| Coffee "C"(ICE) |
| Sep10 |
100826 |
167.00 |
169.95 |
165.55 |
169.95 |
+5.85 |
278 |
649 |
-238 |
| Dec10 |
100826 |
168.00 |
173.80 |
167.25 |
172.40 |
+5.80 |
12,600 |
94,867 |
-4,273 |
| Mar11 |
100826 |
170.00 |
173.50 |
167.70 |
172.65 |
+5.70 |
1,414 |
30,810 |
+282 |
| May11 |
100826 |
168.30 |
171.75 |
167.45 |
171.55 |
+5.60 |
407 |
7,943 |
-54 |
| Jul11 |
100826 |
167.60 |
170.85 |
166.75 |
170.85 |
+5.60 |
159 |
3,446 |
-4 |
| Sep11 |
100826 |
170.00 |
170.75 |
170.00 |
170.20 |
+5.55 |
110 |
1,853 |
-48 |
| Total Volume and Open Interest |
15,021 |
140,411 |
-4,319 |
| Orange Juice(ICE) |
| Sep10 |
100826 |
136.40 |
137.25 |
132.95 |
134.10 |
-2.25 |
962 |
4,356 |
-935 |
| Nov10 |
100826 |
139.65 |
139.80 |
135.75 |
136.70 |
-2.35 |
1,390 |
14,057 |
+516 |
| Jan11 |
100826 |
141.55 |
141.55 |
137.75 |
138.40 |
-2.15 |
44 |
4,265 |
+19 |
| Mar11 |
100826 |
139.85 |
139.85 |
139.85 |
139.85 |
-2.15 |
0 |
607 |
+14 |
| May11 |
100826 |
141.40 |
141.40 |
141.40 |
141.40 |
-2.05 |
0 |
225 |
+0 |
| Jul11 |
100826 |
141.85 |
141.85 |
141.85 |
141.85 |
-2.00 |
0 |
1,199 |
+0 |
| Total Volume and Open Interest |
2,396 |
24,716 |
-386 |
| Sugar #11(ICE) |
| Oct10 |
100826 |
19.99 |
20.04 |
19.23 |
19.27 |
-0.76 |
37,700 |
251,177 |
-2,161 |
| Mar11 |
100826 |
19.30 |
19.34 |
18.79 |
18.81 |
-0.49 |
27,559 |
171,134 |
+3,414 |
| May11 |
100826 |
18.25 |
18.30 |
17.82 |
17.85 |
-0.42 |
6,502 |
51,097 |
-268 |
| Jul11 |
100826 |
17.14 |
17.31 |
16.80 |
16.83 |
-0.41 |
5,246 |
79,665 |
+48 |
| Oct11 |
100826 |
16.72 |
16.90 |
16.40 |
16.45 |
-0.39 |
1,314 |
30,632 |
-99 |
| Total Volume and Open Interest |
80,523 |
649,105 |
+1,086 |
| London Cocoa(LCE) |
| Sep10 |
100826 |
2054 |
2054 |
2012 |
2023 |
-30 |
996 |
56,692 |
-250 |
| Dec10 |
100826 |
1987 |
1992 |
1937 |
1945 |
-22 |
3,899 |
43,823 |
-335 |
| Mar11 |
100826 |
1990 |
1990 |
1947 |
1957 |
-22 |
3,173 |
42,428 |
+438 |
| May11 |
100826 |
1992 |
1992 |
1965 |
1970 |
-21 |
1,600 |
15,971 |
+241 |
| Jul11 |
100826 |
2001 |
2001 |
1979 |
1981 |
-24 |
82 |
5,790 |
+36 |
| Sep11 |
100826 |
2000 |
2001 |
1981 |
1984 |
-19 |
130 |
4,068 |
-13 |
| Dec11 |
100826 |
2007 |
2011 |
1984 |
1986 |
-21 |
655 |
8,245 |
+194 |
| Total Volume and Open Interest |
10,535 |
181,475 |
+311 |
| London Sugar(LCE) |
| Oct10 |
100826 |
581.10 |
582.00 |
568.00 |
569.90 |
-17.00 |
4,101 |
30,386 |
-910 |
| Dec10 |
100826 |
524.70 |
526.60 |
513.10 |
514.40 |
-16.50 |
2,239 |
17,295 |
+617 |
| Mar11 |
100826 |
520.70 |
520.70 |
509.80 |
511.20 |
-12.50 |
1,629 |
11,041 |
+842 |
| May11 |
100826 |
502.20 |
502.20 |
493.90 |
494.40 |
-10.90 |
262 |
4,542 |
+59 |
| Aug11 |
100826 |
478.30 |
481.20 |
474.10 |
475.30 |
-9.50 |
126 |
3,617 |
+83 |
| Total Volume and Open Interest |
8,357 |
67,787 |
+691 |
| Cotton(ICE) |
| Oct10 |
100826 |
88.63 |
89.59 |
88.54 |
89.24 |
+1.09 |
16 |
936 |
+2 |
| Dec10 |
100826 |
84.86 |
86.50 |
84.75 |
86.15 |
+1.29 |
7,550 |
143,874 |
+1,290 |
| Mar11 |
100826 |
83.45 |
84.88 |
83.45 |
84.79 |
+1.21 |
1,545 |
50,930 |
-531 |
| May11 |
100826 |
83.70 |
84.78 |
83.70 |
84.74 |
+1.15 |
139 |
4,208 |
+70 |
| Jul11 |
100826 |
83.49 |
84.58 |
83.49 |
84.58 |
+1.07 |
162 |
10,470 |
+74 |
| Oct11 |
100826 |
80.90 |
80.90 |
80.90 |
80.90 |
+1.02 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
9,675 |
213,894 |
+1,095 |
| Lumber(CME) |
| Sep10 |
100826 |
211.0 |
216.0 |
210.9 |
215.6 |
+5.0 |
363 |
2,398 |
-115 |
| Nov10 |
100826 |
208.7 |
215.0 |
208.0 |
213.9 |
+6.8 |
433 |
5,581 |
+37 |
| Jan11 |
100826 |
228.0 |
232.2 |
227.9 |
229.1 |
+3.9 |
52 |
853 |
+17 |
| Mar11 |
100826 |
243.6 |
247.0 |
243.6 |
244.0 |
+4.0 |
0 |
38 |
+0 |
| Total Volume and Open Interest |
848 |
8,873 |
-61 |
| Crude Oil(NYM) |
| Oct10 |
100826 |
72.82 |
73.98 |
72.54 |
73.36 |
+0.84 |
343,405 |
315,845 |
-7,161 |
| Nov10 |
100826 |
73.52 |
74.82 |
73.26 |
74.22 |
+0.98 |
92,567 |
144,019 |
+4,517 |
| Dec10 |
100826 |
74.36 |
75.80 |
74.14 |
75.19 |
+1.08 |
73,349 |
195,739 |
+6,394 |
| Jan11 |
100826 |
75.06 |
76.64 |
74.91 |
76.04 |
+1.17 |
20,274 |
56,055 |
-26 |
| Feb11 |
100826 |
76.92 |
77.19 |
76.24 |
76.75 |
+1.24 |
6,655 |
27,534 |
+25 |
| Mar11 |
100826 |
77.11 |
77.77 |
76.76 |
77.35 |
+1.29 |
4,612 |
30,620 |
+971 |
| Apr11 |
100826 |
78.00 |
78.00 |
77.70 |
77.86 |
+1.31 |
2,252 |
13,658 |
+123 |
| May11 |
100826 |
78.15 |
78.34 |
78.15 |
78.34 |
+1.32 |
1,880 |
10,947 |
+226 |
| Jun11 |
100826 |
77.48 |
79.27 |
77.46 |
78.79 |
+1.33 |
9,938 |
51,169 |
+1,168 |
| Jul11 |
100826 |
79.00 |
79.31 |
78.94 |
79.21 |
+1.34 |
1,303 |
25,222 |
-120 |
| Aug11 |
100826 |
79.82 |
79.82 |
79.55 |
79.55 |
+1.35 |
800 |
8,637 |
-78 |
| Sep11 |
100826 |
80.08 |
80.10 |
79.81 |
79.89 |
+1.37 |
1,687 |
11,302 |
+267 |
| Oct11 |
100826 |
80.23 |
80.23 |
80.23 |
80.23 |
+1.39 |
717 |
6,410 |
-1 |
| Nov11 |
100826 |
80.57 |
80.57 |
80.57 |
80.57 |
+1.40 |
585 |
12,125 |
+202 |
| Dec11 |
100826 |
79.72 |
81.56 |
79.57 |
80.93 |
+1.42 |
19,127 |
119,758 |
-195 |
| Jan12 |
100826 |
81.16 |
81.16 |
81.16 |
81.16 |
+1.46 |
497 |
10,438 |
+294 |
| Total Volume and Open Interest |
595,803 |
1,251,965 |
+5,374 |
| e-miNY Crude Oil(NYM) |
| Aug10 |
100719 |
75.625 |
77.675 |
75.525 |
76.550 |
+0.550 |
7,852 |
2,160 |
-393 |
| Sep10 |
100819 |
75.200 |
76.100 |
73.950 |
74.425 |
-1.000 |
13,704 |
5,369 |
-163 |
| Oct10 |
100826 |
72.825 |
73.975 |
72.550 |
73.350 |
+0.825 |
15,870 |
4,186 |
+15 |
| Nov10 |
100826 |
73.575 |
74.725 |
73.250 |
74.225 |
+0.975 |
533 |
652 |
+68 |
| Dec10 |
100826 |
74.400 |
75.650 |
74.175 |
75.200 |
+1.100 |
96 |
447 |
-7 |
| Jan11 |
100826 |
75.900 |
76.050 |
75.900 |
76.050 |
+1.175 |
3 |
16 |
+1 |
| Feb11 |
100826 |
76.900 |
76.900 |
76.750 |
76.750 |
+1.250 |
0 |
2 |
+0 |
| Mar11 |
100826 |
77.350 |
77.350 |
77.350 |
77.350 |
+1.300 |
0 |
6 |
+0 |
| Apr11 |
100826 |
77.850 |
77.850 |
77.850 |
77.850 |
+1.300 |
0 |
3 |
+0 |
| May11 |
100826 |
78.350 |
78.350 |
78.350 |
78.350 |
+1.325 |
|
|
|
| Total Volume and Open Interest |
16,530 |
5,377 |
+77 |
| Heating Oil(NYM) |
| Sep10 |
100826 |
197.74 |
202.41 |
196.69 |
200.92 |
+3.86 |
25,735 |
20,413 |
-5,052 |
| Oct10 |
100826 |
199.20 |
203.91 |
198.29 |
202.36 |
+3.80 |
49,636 |
83,673 |
+6,491 |
| Nov10 |
100826 |
201.45 |
206.10 |
200.66 |
204.53 |
+3.67 |
14,219 |
42,803 |
+626 |
| Dec10 |
100826 |
203.83 |
208.34 |
203.22 |
206.82 |
+3.59 |
15,598 |
48,247 |
+945 |
| Jan11 |
100826 |
208.23 |
210.67 |
207.39 |
209.23 |
+3.59 |
5,053 |
30,157 |
-375 |
| Feb11 |
100826 |
209.73 |
212.28 |
209.02 |
210.75 |
+3.51 |
1,805 |
13,472 |
+235 |
| Mar11 |
100826 |
210.03 |
213.04 |
209.83 |
211.44 |
+3.45 |
1,531 |
12,564 |
+52 |
| Apr11 |
100826 |
211.80 |
213.09 |
211.53 |
211.53 |
+3.41 |
976 |
6,722 |
+17 |
| May11 |
100826 |
212.12 |
212.12 |
211.75 |
211.75 |
+3.39 |
232 |
7,053 |
-18 |
| Jun11 |
100826 |
212.37 |
212.69 |
211.69 |
212.17 |
+3.41 |
2,166 |
22,039 |
+639 |
| Jul11 |
100826 |
213.74 |
213.74 |
213.74 |
213.74 |
+3.47 |
41 |
2,501 |
+47 |
| Aug11 |
100826 |
215.47 |
215.47 |
215.47 |
215.47 |
+3.50 |
43 |
2,312 |
+5 |
| Total Volume and Open Interest |
117,953 |
313,046 |
+3,611 |
| Gasoline(NYMEX) |
| Sep10 |
100826 |
186.00 |
191.75 |
186.00 |
190.85 |
+4.46 |
29,039 |
27,905 |
-6,010 |
| Oct10 |
100826 |
183.11 |
187.60 |
183.00 |
186.86 |
+4.32 |
48,295 |
91,177 |
+835 |
| Nov10 |
100826 |
183.45 |
187.64 |
183.19 |
186.95 |
+4.07 |
13,576 |
47,211 |
-2,077 |
| Dec10 |
100826 |
184.58 |
188.71 |
184.58 |
188.00 |
+3.87 |
9,817 |
26,616 |
+1,023 |
| Jan11 |
100826 |
186.85 |
190.71 |
186.85 |
190.08 |
+3.75 |
2,814 |
15,462 |
+171 |
| Feb11 |
100826 |
190.73 |
192.95 |
190.25 |
192.41 |
+3.71 |
1,095 |
5,899 |
-5 |
| Mar11 |
100826 |
191.50 |
194.80 |
191.50 |
194.76 |
+3.70 |
1,067 |
4,674 |
+215 |
| Apr11 |
100826 |
207.00 |
207.51 |
205.48 |
207.20 |
+3.75 |
1,441 |
8,335 |
+329 |
| May11 |
100826 |
208.39 |
208.39 |
208.39 |
208.39 |
+3.77 |
528 |
3,656 |
-86 |
| Jun11 |
100826 |
209.48 |
209.48 |
209.48 |
209.48 |
+3.85 |
2,162 |
6,294 |
+1,277 |
| Total Volume and Open Interest |
110,618 |
247,348 |
-3,928 |
| e-miNY RBOB Gasoline(NYM) |
| Sep10 |
100826 |
190.90 |
190.90 |
190.85 |
190.90 |
+4.50 |
2 |
4 |
+0 |
| Oct10 |
100826 |
186.90 |
186.90 |
186.86 |
186.90 |
+4.40 |
2 |
2 |
+1 |
| Nov10 |
100826 |
187.00 |
187.00 |
186.95 |
187.00 |
+4.10 |
0 |
1 |
+0 |
| Dec10 |
100826 |
188.00 |
188.00 |
188.00 |
188.00 |
+3.90 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4 |
14 |
+1 |
| Natural Gas(NYM) |
| Sep10 |
100826 |
3.900 |
3.935 |
3.791 |
3.817 |
-0.054 |
86,074 |
20,677 |
-9,721 |
| Oct10 |
100826 |
3.919 |
3.958 |
3.825 |
3.843 |
-0.053 |
93,327 |
204,667 |
+9,625 |
| Nov10 |
100826 |
4.175 |
4.190 |
4.078 |
4.093 |
-0.039 |
28,809 |
140,971 |
+1,883 |
| Dec10 |
100826 |
4.459 |
4.460 |
4.380 |
4.403 |
-0.008 |
21,064 |
57,959 |
+15 |
| Jan11 |
100826 |
4.582 |
4.615 |
4.540 |
4.569 |
+0.002 |
20,182 |
83,470 |
+866 |
| Feb11 |
100826 |
4.558 |
4.607 |
4.541 |
4.559 |
+0.002 |
5,909 |
20,730 |
+618 |
| Mar11 |
100826 |
4.514 |
4.540 |
4.479 |
4.496 |
+0.001 |
5,897 |
59,014 |
+204 |
| Apr11 |
100826 |
4.409 |
4.448 |
4.394 |
4.409 |
+0.006 |
8,285 |
51,343 |
+1,531 |
| May11 |
100826 |
4.434 |
4.473 |
4.420 |
4.436 |
+0.006 |
4,079 |
21,648 |
-1,294 |
| Jun11 |
100826 |
4.480 |
4.532 |
4.480 |
4.495 |
+0.005 |
2,003 |
8,496 |
+87 |
| Jul11 |
100826 |
4.573 |
4.604 |
4.553 |
4.567 |
+0.005 |
1,279 |
6,823 |
+235 |
| Aug11 |
100826 |
4.611 |
4.652 |
4.611 |
4.621 |
+0.005 |
976 |
8,123 |
-72 |
| Sep11 |
100826 |
4.662 |
4.677 |
4.628 |
4.646 |
+0.005 |
951 |
7,425 |
+178 |
| Oct11 |
100826 |
4.745 |
4.764 |
4.704 |
4.729 |
+0.011 |
2,910 |
19,644 |
-657 |
| Nov11 |
100826 |
4.974 |
5.011 |
4.972 |
4.982 |
+0.024 |
382 |
6,551 |
+97 |
| Dec11 |
100826 |
5.260 |
5.308 |
5.260 |
5.282 |
+0.039 |
439 |
15,919 |
+75 |
| Total Volume and Open Interest |
285,499 |
832,768 |
+4,203 |
| Brent Crude Oil(ICE) |
| Oct10 |
100826 |
73.73 |
75.55 |
73.38 |
75.02 |
+1.54 |
183,577 |
227,989 |
+5,659 |
| Nov10 |
100826 |
74.10 |
75.95 |
73.82 |
75.41 |
+1.48 |
78,429 |
161,591 |
+6,140 |
| Dec10 |
100826 |
74.75 |
76.53 |
74.40 |
75.99 |
+1.47 |
60,126 |
125,840 |
+1,624 |
| Jan11 |
100826 |
75.00 |
77.05 |
74.98 |
76.55 |
+1.49 |
12,880 |
36,292 |
+651 |
| Feb11 |
100826 |
76.12 |
77.61 |
76.09 |
77.08 |
+1.48 |
6,773 |
25,860 |
+1,237 |
| Mar11 |
100826 |
76.41 |
78.15 |
76.05 |
77.64 |
+1.49 |
8,082 |
19,084 |
+17 |
| Apr11 |
100826 |
76.97 |
78.68 |
76.72 |
78.20 |
+1.49 |
6,227 |
11,327 |
+776 |
| May11 |
100826 |
77.50 |
79.20 |
77.25 |
78.73 |
+1.49 |
4,091 |
16,545 |
+481 |
| Jun11 |
100826 |
78.01 |
79.71 |
77.65 |
79.23 |
+1.49 |
7,361 |
26,083 |
+1,216 |
| Jul11 |
100826 |
79.69 |
79.70 |
79.69 |
79.70 |
+1.50 |
962 |
7,808 |
-3 |
| Aug11 |
100826 |
80.11 |
80.11 |
80.11 |
80.11 |
+1.51 |
503 |
4,663 |
+63 |
| Sep11 |
100826 |
80.49 |
80.49 |
80.49 |
80.49 |
+1.52 |
352 |
5,730 |
+0 |
| Oct11 |
100826 |
80.84 |
80.84 |
80.84 |
80.84 |
+1.53 |
601 |
3,944 |
+215 |
| Nov11 |
100826 |
81.16 |
81.16 |
81.16 |
81.16 |
+1.53 |
606 |
8,133 |
+46 |
| Total Volume and Open Interest |
385,489 |
801,916 |
+17,562 |
| Gas Oil(ICE) |
| Sep10 |
100826 |
624.50 |
642.75 |
624.50 |
639.50 |
+19.00 |
60,351 |
102,936 |
-5,629 |
| Oct10 |
100826 |
632.75 |
646.25 |
628.75 |
643.00 |
+19.25 |
62,049 |
116,823 |
+2,515 |
| Nov10 |
100826 |
634.75 |
649.25 |
631.75 |
646.00 |
+19.25 |
22,878 |
59,837 |
+2,142 |
| Dec10 |
100826 |
636.50 |
652.00 |
635.25 |
649.00 |
+19.25 |
36,436 |
93,469 |
+250 |
| Jan11 |
100826 |
643.25 |
653.50 |
643.25 |
653.50 |
+19.25 |
11,187 |
44,598 |
+3,335 |
| Feb11 |
100826 |
651.00 |
659.75 |
650.25 |
657.25 |
+19.00 |
6,498 |
27,769 |
+918 |
| Mar11 |
100826 |
650.25 |
662.50 |
650.25 |
661.00 |
+19.00 |
3,917 |
17,221 |
+923 |
| Apr11 |
100826 |
663.00 |
664.25 |
657.50 |
664.25 |
+19.00 |
1,277 |
16,454 |
+469 |
| May11 |
100826 |
666.00 |
667.50 |
663.25 |
667.50 |
+19.25 |
449 |
16,459 |
+34 |
| Jun11 |
100826 |
660.50 |
671.00 |
659.50 |
671.00 |
+19.50 |
4,187 |
45,648 |
+388 |
| Total Volume and Open Interest |
220,526 |
650,937 |
+6,631 |
| Ethanol(CBOT) |
| Aug10 |
100804 |
1.745 |
1.745 |
1.745 |
1.745 |
+0.006 |
19 |
63 |
-82 |
| Sep10 |
100826 |
1.879 |
1.909 |
1.879 |
1.906 |
+0.056 |
111 |
461 |
-6 |
| Oct10 |
100826 |
1.775 |
1.794 |
1.775 |
1.790 |
+0.045 |
297 |
890 |
+3 |
| Nov10 |
100826 |
1.749 |
1.749 |
1.740 |
1.745 |
+0.028 |
29 |
1,017 |
+0 |
| Dec10 |
100826 |
1.739 |
1.740 |
1.734 |
1.734 |
+0.033 |
34 |
1,850 |
+16 |
| Jan11 |
100826 |
1.735 |
1.745 |
1.735 |
1.744 |
+0.037 |
30 |
1,412 |
+1 |
| Feb11 |
100826 |
1.754 |
1.759 |
1.754 |
1.755 |
+0.035 |
7 |
862 |
+2 |
| Mar11 |
100826 |
1.762 |
1.765 |
1.762 |
1.763 |
+0.033 |
7 |
654 |
+3 |
| Total Volume and Open Interest |
1,570 |
10,284 |
-922 |
| WTI Crude Oil(ICE) |
| Oct10 |
100826 |
72.76 |
73.97 |
72.54 |
73.36 |
+0.84 |
102,668 |
87,763 |
-1,835 |
| Nov10 |
100826 |
73.49 |
74.81 |
73.26 |
74.22 |
+0.98 |
38,264 |
53,919 |
-69 |
| Dec10 |
100826 |
74.37 |
75.78 |
74.17 |
75.19 |
+1.08 |
27,788 |
97,361 |
+2,544 |
| Jan11 |
100826 |
75.44 |
76.23 |
75.44 |
76.04 |
+1.17 |
4,626 |
16,056 |
-284 |
| Feb11 |
100826 |
76.37 |
77.11 |
76.37 |
76.75 |
+1.24 |
1,495 |
11,168 |
-253 |
| Mar11 |
100826 |
77.36 |
77.70 |
77.35 |
77.35 |
+1.29 |
859 |
9,756 |
+3 |
| Apr11 |
100826 |
78.21 |
78.21 |
77.84 |
77.86 |
+1.31 |
497 |
5,900 |
+113 |
| May11 |
100826 |
78.68 |
78.68 |
78.32 |
78.34 |
+1.32 |
351 |
3,646 |
-17 |
| Jun11 |
100826 |
77.96 |
79.13 |
77.96 |
78.79 |
+1.33 |
1,723 |
22,441 |
-263 |
| Jul11 |
100826 |
79.21 |
79.21 |
79.21 |
79.21 |
+1.34 |
170 |
10,316 |
+20 |
| Aug11 |
100826 |
79.55 |
79.55 |
79.55 |
79.55 |
+1.35 |
45 |
3,501 |
+485 |
| Sep11 |
100826 |
79.89 |
79.89 |
79.89 |
79.89 |
+1.37 |
35 |
3,781 |
+680 |
| Oct11 |
100826 |
80.23 |
80.23 |
80.23 |
80.23 |
+1.39 |
67 |
3,178 |
+463 |
| Nov11 |
100826 |
80.57 |
80.57 |
80.57 |
80.57 |
+1.40 |
97 |
5,869 |
-7 |
| Dec11 |
100826 |
79.66 |
81.54 |
79.66 |
80.93 |
+1.42 |
6,078 |
46,902 |
-459 |
| Jan12 |
100826 |
81.16 |
81.16 |
81.16 |
81.16 |
+1.46 |
11 |
4,595 |
+0 |
| Total Volume and Open Interest |
187,008 |
447,650 |
+570 |
| US Dollar Index(ICE) |
| Sep10 |
100826 |
83.260 |
83.330 |
82.665 |
82.982 |
-0.348 |
25,464 |
27,804 |
-349 |
| Dec10 |
100826 |
83.630 |
83.630 |
83.050 |
83.317 |
-0.363 |
172 |
923 |
+98 |
| Mar11 |
100826 |
83.677 |
83.677 |
83.677 |
83.677 |
-0.363 |
|
|
|
| Total Volume and Open Interest |
25,637 |
28,729 |
-250 |
| Australian Dollar(CME) |
| Sep10 |
100826 |
88.34 |
89.02 |
88.03 |
88.38 |
+0.35 |
110,601 |
101,460 |
-2,758 |
| Dec10 |
100826 |
87.40 |
88.02 |
87.27 |
87.44 |
+0.34 |
528 |
3,106 |
+51 |
| Mar11 |
100826 |
86.51 |
86.51 |
86.19 |
86.51 |
+0.32 |
2 |
7 |
+2 |
| Total Volume and Open Interest |
111,131 |
104,729 |
-2,705 |
| British Pound(CME) |
| Sep10 |
100826 |
154.69 |
155.97 |
154.48 |
155.23 |
+0.75 |
95,710 |
139,044 |
+2,416 |
| Dec10 |
100826 |
154.66 |
155.83 |
154.39 |
155.15 |
+0.76 |
416 |
2,800 |
+240 |
| Mar11 |
100826 |
155.07 |
155.07 |
154.32 |
155.07 |
+0.75 |
0 |
144 |
+0 |
| Total Volume and Open Interest |
96,126 |
141,989 |
+2,656 |
| Canadian Dollar(CME) |
| Sep10 |
100826 |
94.38 |
95.02 |
94.28 |
94.49 |
+0.22 |
89,938 |
84,621 |
-518 |
| Dec10 |
100826 |
94.15 |
94.85 |
94.13 |
94.34 |
+0.21 |
2,164 |
9,062 |
+732 |
| Mar11 |
100826 |
94.71 |
94.71 |
93.99 |
94.18 |
+0.19 |
37 |
1,060 |
-14 |
| Jun11 |
100826 |
94.24 |
94.30 |
93.82 |
93.99 |
+0.17 |
25 |
402 |
+14 |
| Total Volume and Open Interest |
92,165 |
95,190 |
+214 |
| Japanese Yen(CME) |
| Sep10 |
100826 |
118.23 |
118.61 |
117.83 |
118.58 |
+0.54 |
143,155 |
133,236 |
-3,999 |
| Dec10 |
100826 |
118.31 |
118.72 |
118.04 |
118.70 |
+0.53 |
612 |
2,729 |
-31 |
| Mar11 |
100826 |
118.85 |
118.85 |
118.32 |
118.85 |
+0.53 |
9 |
73 |
+8 |
| Total Volume and Open Interest |
143,776 |
136,106 |
-4,022 |
| Swiss Franc(CME) |
| Sep10 |
100826 |
97.10 |
97.84 |
96.93 |
97.60 |
+0.41 |
35,952 |
55,095 |
-1,515 |
| Dec10 |
100826 |
97.27 |
97.94 |
97.07 |
97.71 |
+0.40 |
223 |
628 |
-66 |
| Mar11 |
100826 |
97.84 |
97.84 |
97.46 |
97.84 |
+0.38 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
36,175 |
55,735 |
-1,581 |
| EuroFX(CME) |
| Sep10 |
100826 |
126.62 |
127.64 |
126.50 |
127.02 |
+0.48 |
333,730 |
237,973 |
-1,751 |
| Dec10 |
100826 |
126.63 |
127.60 |
126.50 |
126.99 |
+0.47 |
2,864 |
6,568 |
+1,165 |
| Mar11 |
100826 |
127.50 |
127.50 |
126.50 |
126.97 |
+0.47 |
0 |
314 |
+0 |
| Total Volume and Open Interest |
336,594 |
244,862 |
-586 |
| Mexican Peso(CME) |
| Sep10 |
100826 |
768.5 |
771.5 |
763.0 |
763.2 |
-4.2 |
37,313 |
97,485 |
-2,806 |
| Oct10 |
100826 |
761.5 |
765.8 |
761.5 |
761.5 |
-4.2 |
|
|
|
| Total Volume and Open Interest |
37,508 |
99,099 |
-2,669 |
| Brazilian Real(CME) |
| Sep10 |
100826 |
565.95 |
565.95 |
565.95 |
565.95 |
unch |
135 |
1,698 |
-1,034 |
| Oct10 |
100826 |
562.60 |
562.60 |
562.25 |
562.60 |
+0.35 |
|
|
|
| Nov10 |
100826 |
559.00 |
559.00 |
558.55 |
559.00 |
+0.45 |
0 |
1 |
+0 |
| Dec10 |
100826 |
558.00 |
558.00 |
555.85 |
555.85 |
+0.30 |
133 |
1,381 |
+105 |
| Total Volume and Open Interest |
268 |
3,087 |
-929 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100826 |
135~080 |
136~090 |
135~040 |
136~000 |
+0~260 |
660,930 |
402,900 |
-164,607 |
| Dec10 |
100826 |
133~280 |
134~300 |
133~240 |
134~200 |
+0~260 |
278,112 |
335,914 |
+159,625 |
| Mar11 |
100826 |
133~160 |
133~160 |
132~220 |
133~160 |
+0~260 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
939,042 |
738,846 |
-4,982 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100826 |
126~015 |
126~110 |
125~280 |
126~070 |
+0~095 |
1,901,405 |
1,274,351 |
-313,730 |
| Dec10 |
100826 |
125~080 |
125~170 |
125~015 |
125~130 |
+0~100 |
538,196 |
710,887 |
+243,860 |
| Mar11 |
100826 |
124~235 |
124~235 |
124~135 |
124~235 |
+0~100 |
3 |
68 |
+0 |
| Total Volume and Open Interest |
2,439,604 |
1,985,340 |
-69,870 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100826 |
120~092 |
121~000 |
120~090 |
120~108 |
+0~017 |
725,563 |
836,088 |
-134,783 |
| Dec10 |
100826 |
120~006 |
120~033 |
119~121 |
120~012 |
+0~016 |
238,334 |
329,277 |
+123,670 |
| Mar11 |
100826 |
119~018 |
119~018 |
119~002 |
119~018 |
+0~016 |
|
|
|
| Total Volume and Open Interest |
963,897 |
1,165,365 |
-11,113 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100826 |
109~083 |
109~089 |
109~079 |
109~082 |
-0~001 |
463,247 |
528,814 |
-138,865 |
| Dec10 |
100826 |
109~067 |
109~074 |
109~061 |
109~066 |
-0~002 |
233,671 |
263,661 |
+99,320 |
| Mar11 |
100826 |
109~040 |
109~042 |
109~040 |
109~040 |
-0~002 |
|
|
|
| Total Volume and Open Interest |
696,918 |
792,475 |
-39,545 |
| Eurodollars(CME) |
| Sep10 |
100826 |
99.670 |
99.688 |
99.668 |
99.677 |
+0.015 |
257,908 |
842,902 |
-2,540 |
| Dec10 |
100826 |
99.545 |
99.590 |
99.540 |
99.555 |
+0.025 |
561,804 |
1,116,690 |
-27,746 |
| Mar11 |
100826 |
99.475 |
99.530 |
99.470 |
99.505 |
+0.035 |
344,803 |
1,059,821 |
+7,329 |
| Jun11 |
100826 |
99.380 |
99.430 |
99.375 |
99.415 |
+0.040 |
255,263 |
896,874 |
+5,202 |
| Sep11 |
100826 |
99.270 |
99.310 |
99.260 |
99.295 |
+0.035 |
238,376 |
965,812 |
-11,618 |
| Dec11 |
100826 |
99.120 |
99.155 |
99.110 |
99.135 |
+0.025 |
206,340 |
717,555 |
-5,413 |
| Mar12 |
100826 |
98.960 |
99.000 |
98.955 |
98.975 |
+0.015 |
180,481 |
493,497 |
-10,765 |
| Jun12 |
100826 |
98.795 |
98.840 |
98.785 |
98.800 |
+0.005 |
150,984 |
383,312 |
-4,589 |
| Sep12 |
100826 |
98.645 |
98.680 |
98.620 |
98.635 |
unch |
72,480 |
267,905 |
-3,057 |
| Dec12 |
100826 |
98.455 |
98.505 |
98.435 |
98.450 |
-0.005 |
67,945 |
194,941 |
+2,032 |
| Mar13 |
100826 |
98.310 |
98.350 |
98.280 |
98.295 |
unch |
51,850 |
220,610 |
+2,471 |
| Jun13 |
100826 |
98.125 |
98.175 |
98.095 |
98.115 |
+0.005 |
41,635 |
132,267 |
-647 |
| Sep13 |
100826 |
97.940 |
97.995 |
97.915 |
97.940 |
+0.010 |
20,029 |
99,056 |
-1,118 |
| Dec13 |
100826 |
97.755 |
97.815 |
97.730 |
97.760 |
+0.015 |
16,684 |
80,375 |
-77 |
| Mar14 |
100826 |
97.600 |
97.655 |
97.575 |
97.605 |
+0.015 |
20,744 |
74,342 |
+4,712 |
| Jun14 |
100826 |
97.420 |
97.490 |
97.405 |
97.440 |
+0.020 |
11,070 |
50,891 |
+422 |
| Sep14 |
100826 |
97.260 |
97.335 |
97.245 |
97.280 |
+0.025 |
6,556 |
39,076 |
+930 |
| Dec14 |
100826 |
97.090 |
97.170 |
97.080 |
97.120 |
+0.030 |
6,724 |
61,276 |
+1,207 |
| Total Volume and Open Interest |
2,536,021 |
7,860,086 |
-38,184 |
| 30 Day Federal Funds(CBOT) |
| Aug10 |
100826 |
99.810 |
99.812 |
99.810 |
99.812 |
unch |
4,174 |
66,693 |
-1,436 |
| Sep10 |
100826 |
99.820 |
99.820 |
99.815 |
99.820 |
unch |
1,776 |
52,782 |
-288 |
| Oct10 |
100826 |
99.830 |
99.830 |
99.825 |
99.825 |
unch |
1,163 |
68,223 |
+287 |
| Nov10 |
100826 |
99.830 |
99.835 |
99.825 |
99.830 |
unch |
5,608 |
79,853 |
+319 |
| Dec10 |
100826 |
99.830 |
99.835 |
99.830 |
99.835 |
unch |
4,118 |
71,800 |
+1,779 |
| Jan11 |
100826 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
4,836 |
59,368 |
+556 |
| Total Volume and Open Interest |
58,452 |
612,766 |
+8,830 |
| 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 |
100826 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
400 |
1,390 |
+400 |
| Dec10 |
100826 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.005 |
0 |
542 |
+0 |
| Mar11 |
100826 |
99.700 |
99.700 |
99.700 |
99.700 |
-0.005 |
0 |
367 |
+0 |
| Jun11 |
100826 |
99.728 |
99.728 |
99.728 |
99.728 |
-0.005 |
|
|
|
| Sep11 |
100826 |
99.730 |
99.730 |
99.730 |
99.730 |
-0.005 |
|
|
|
| Dec11 |
100826 |
99.735 |
99.735 |
99.735 |
99.735 |
-0.005 |
|
|
|
| Mar12 |
100826 |
99.700 |
99.700 |
99.700 |
99.700 |
-0.005 |
|
|
|
| Jun12 |
100826 |
99.750 |
99.750 |
99.750 |
99.750 |
-0.005 |
|
|
|
| Sep12 |
100826 |
99.810 |
99.810 |
99.810 |
99.810 |
-0.005 |
|
|
|
| Dec12 |
100826 |
99.505 |
99.505 |
99.505 |
99.505 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
400 |
2,299 |
+400 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100826 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
3,745 |
+0 |
| Dec10 |
100826 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
150 |
1,867 |
+42 |
| Mar11 |
100826 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.01 |
0 |
2,043 |
+0 |
| Jun11 |
100826 |
99.73 |
99.73 |
99.73 |
99.73 |
0.00 |
1 |
2,884 |
+1 |
| Sep11 |
100826 |
99.73 |
99.73 |
99.73 |
99.73 |
0.00 |
0 |
111 |
+0 |
| Dec11 |
100826 |
99.74 |
99.74 |
99.74 |
99.74 |
0.00 |
0 |
110 |
+0 |
| Mar12 |
100826 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.01 |
0 |
305 |
+0 |
| Jun12 |
100826 |
99.75 |
99.75 |
99.75 |
99.75 |
0.00 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
151 |
12,131 |
+43 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100826 |
143.07 |
143.15 |
142.79 |
142.87 |
-0.16 |
2,200 |
24,435 |
+589 |
| Dec10 |
100826 |
142.90 |
142.90 |
142.65 |
142.68 |
-0.17 |
90 |
324 |
+64 |
| Mar11 |
100826 |
140.59 |
140.59 |
140.59 |
140.59 |
-0.17 |
|
|
|
| Total Volume and Open Interest |
2,290 |
24,759 |
+653 |
| Euro-Bund(EUREX) |
| Sep10 |
100826 |
133.94 |
134.35 |
133.67 |
133.94 |
-0.25 |
1,227,277 |
1,020,076 |
-26,414 |
| Dec10 |
100826 |
132.51 |
132.85 |
132.24 |
132.48 |
-0.26 |
15,825 |
63,794 |
+10,297 |
| Mar11 |
100826 |
132.44 |
132.44 |
132.44 |
132.44 |
-0.28 |
208 |
30 |
+2 |
| Total Volume and Open Interest |
1,243,310 |
1,083,900 |
-16,115 |
| Euro-Bobl(EUREX) |
| Sep10 |
100826 |
122.40 |
122.55 |
122.22 |
122.40 |
-0.07 |
504,237 |
784,406 |
-9,252 |
| Dec10 |
100826 |
121.17 |
121.29 |
121.00 |
121.16 |
-0.08 |
9,195 |
56,112 |
+5,305 |
| Mar11 |
100826 |
120.40 |
120.40 |
120.40 |
120.40 |
-0.07 |
40 |
0 |
+0 |
| Total Volume and Open Interest |
513,472 |
840,518 |
-3,947 |
| 3-Mth Euribor(EUREX) |
| Sep10 |
100826 |
99.110 |
99.110 |
99.110 |
99.110 |
-0.005 |
0 |
3,505 |
+0 |
| Dec10 |
100826 |
99.070 |
99.070 |
99.070 |
99.070 |
-0.010 |
7 |
2,690 |
+0 |
| Mar11 |
100826 |
99.015 |
99.015 |
99.015 |
99.015 |
-0.015 |
30 |
1,276 |
+0 |
| Total Volume and Open Interest |
137 |
11,701 |
+45 |
| Long Gilt(LIFFE) |
| Sep10 |
100826 |
126~06 |
126~15 |
125~28 |
126~00 |
-0~12 |
266,523 |
129,375 |
-63,871 |
| Dec10 |
100826 |
125~03 |
125~04 |
124~16 |
124~21 |
-0~12 |
158,893 |
213,528 |
+96,725 |
| Total Volume and Open Interest |
425,416 |
342,903 |
+32,854 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100826 |
99.27 |
99.28 |
99.26 |
99.27 |
+0.01 |
26,799 |
324,917 |
-5,381 |
| Dec10 |
100826 |
99.19 |
99.21 |
99.18 |
99.20 |
+0.02 |
88,718 |
371,333 |
-20,234 |
| Mar11 |
100826 |
99.12 |
99.16 |
99.12 |
99.15 |
+0.02 |
64,290 |
289,921 |
+1,136 |
| Jun11 |
100826 |
99.09 |
99.09 |
99.07 |
99.08 |
+0.01 |
41,578 |
308,800 |
+1,501 |
| Sep11 |
100826 |
98.98 |
99.00 |
98.97 |
98.98 |
+0.01 |
28,903 |
359,413 |
-852 |
| Dec11 |
100826 |
98.83 |
98.85 |
98.81 |
98.83 |
unch |
30,573 |
395,691 |
+1,701 |
| Total Volume and Open Interest |
344,465 |
2,566,240 |
-21,454 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100826 |
99.115 |
99.115 |
99.105 |
99.110 |
-0.005 |
99,511 |
602,883 |
-3,203 |
| Dec10 |
100826 |
99.075 |
99.080 |
99.055 |
99.070 |
-0.010 |
145,100 |
594,320 |
-11,355 |
| Mar11 |
100826 |
99.015 |
99.030 |
99.005 |
99.015 |
-0.015 |
112,728 |
584,704 |
+3,723 |
| Total Volume and Open Interest |
792,304 |
3,638,802 |
-17,593 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100826 |
95.28 |
95.31 |
95.26 |
95.27 |
-0.02 |
20,143 |
117,216 |
+4,554 |
| Dec10 |
100826 |
95.35 |
95.40 |
95.31 |
95.35 |
-0.01 |
53,839 |
214,697 |
+11,113 |
| Mar11 |
100826 |
95.34 |
95.40 |
95.30 |
95.34 |
-0.01 |
19,532 |
103,131 |
+5,968 |
| Jun11 |
100826 |
95.32 |
95.40 |
95.29 |
95.33 |
-0.01 |
10,902 |
74,223 |
+2,962 |
| Sep11 |
100826 |
95.30 |
95.35 |
95.25 |
95.29 |
-0.02 |
5,594 |
40,769 |
+1,225 |
| Dec11 |
100826 |
95.22 |
95.29 |
95.19 |
95.23 |
-0.01 |
3,129 |
32,627 |
+672 |
| Mar12 |
100826 |
95.18 |
95.18 |
95.15 |
95.18 |
unch |
1,254 |
29,161 |
-79 |
| Jun12 |
100826 |
95.15 |
95.17 |
95.14 |
95.16 |
unch |
370 |
11,617 |
+223 |
| Sep12 |
100826 |
95.15 |
95.15 |
95.15 |
95.15 |
unch |
15 |
2,432 |
+15 |
| Dec12 |
100826 |
95.12 |
95.12 |
95.12 |
95.12 |
unch |
0 |
1,107 |
+0 |
| Total Volume and Open Interest |
114,778 |
628,058 |
+26,653 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100826 |
95.22 |
95.29 |
95.16 |
95.22 |
-0.01 |
57,008 |
365,308 |
+1,220 |
| Dec10 |
100826 |
95.21 |
95.21 |
95.21 |
95.21 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
57,008 |
365,308 |
+1,220 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100826 |
95.63 |
95.71 |
95.58 |
95.63 |
-0.01 |
151,927 |
594,857 |
+6,503 |
| Dec10 |
100826 |
95.58 |
95.58 |
95.58 |
95.58 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
151,927 |
594,857 |
+6,503 |
| Gold(CMX) |
| Aug10 |
100826 |
1240.9 |
1243.3 |
1235.0 |
1235.4 |
-4.1 |
298 |
360 |
-106 |
| Oct10 |
100826 |
1242.0 |
1244.5 |
1233.8 |
1236.4 |
-3.5 |
10,330 |
43,220 |
+649 |
| Dec10 |
100826 |
1242.4 |
1246.0 |
1235.1 |
1237.7 |
-3.6 |
107,824 |
376,156 |
+7,448 |
| Feb11 |
100826 |
1242.9 |
1247.2 |
1237.6 |
1239.2 |
-3.7 |
2,280 |
20,384 |
+724 |
| Apr11 |
100826 |
1241.5 |
1243.9 |
1240.5 |
1240.5 |
-3.9 |
375 |
16,585 |
+75 |
| Jun11 |
100826 |
1245.7 |
1250.0 |
1242.0 |
1242.0 |
-3.9 |
53 |
15,538 |
-44 |
| Aug11 |
100826 |
1244.3 |
1244.3 |
1243.6 |
1243.6 |
-3.9 |
615 |
8,911 |
+529 |
| Oct11 |
100826 |
1245.2 |
1245.2 |
1245.2 |
1245.2 |
-3.9 |
0 |
7,381 |
+0 |
| Dec11 |
100826 |
1251.0 |
1251.0 |
1246.9 |
1246.9 |
-3.9 |
232 |
15,140 |
+43 |
| Feb12 |
100826 |
1248.6 |
1248.6 |
1248.6 |
1248.6 |
-3.9 |
1 |
6,659 |
+1 |
| Apr12 |
100826 |
1250.7 |
1250.7 |
1250.7 |
1250.7 |
-3.9 |
0 |
6,144 |
+0 |
| Jun12 |
100826 |
1253.0 |
1253.0 |
1253.0 |
1253.0 |
-3.9 |
0 |
8,397 |
+0 |
| Total Volume and Open Interest |
122,292 |
565,828 |
+9,364 |
| Silver(CMX) |
| Sep10 |
100826 |
1895.5 |
1916.5 |
1890.0 |
1898.2 |
-4.4 |
51,461 |
21,466 |
-4,043 |
| Dec10 |
100826 |
1899.0 |
1921.0 |
1893.5 |
1902.2 |
-5.0 |
29,538 |
71,764 |
+8,349 |
| Mar11 |
100826 |
1913.0 |
1923.5 |
1901.5 |
1906.8 |
-5.2 |
956 |
12,264 |
+55 |
| May11 |
100826 |
1921.0 |
1926.0 |
1909.2 |
1909.2 |
-5.2 |
64 |
7,908 |
+15 |
| Jul11 |
100826 |
1924.0 |
1924.0 |
1909.5 |
1911.4 |
-5.3 |
183 |
5,556 |
+74 |
| Sep11 |
100826 |
1913.5 |
1913.5 |
1913.5 |
1913.5 |
-5.4 |
89 |
770 |
+10 |
| Dec11 |
100826 |
1930.5 |
1930.5 |
1912.0 |
1916.6 |
-5.6 |
205 |
4,168 |
-6 |
| Total Volume and Open Interest |
82,824 |
128,751 |
+4,566 |
| Platinum(NYMEX) |
| Oct10 |
100826 |
1533.0 |
1540.5 |
1525.5 |
1539.9 |
+12.5 |
3,575 |
28,479 |
+172 |
| Jan11 |
100826 |
1541.4 |
1544.1 |
1531.3 |
1544.1 |
+12.8 |
67 |
1,789 |
+38 |
| Apr11 |
100826 |
1548.0 |
1548.0 |
1548.0 |
1548.0 |
+12.8 |
0 |
190 |
+0 |
| Jul11 |
100826 |
1548.0 |
1548.0 |
1548.0 |
1548.0 |
+12.8 |
|
|
|
| Total Volume and Open Interest |
3,642 |
30,458 |
+210 |
| Palladium(NYMEX) |
| Sep10 |
100826 |
497.95 |
507.50 |
492.70 |
502.50 |
+10.95 |
3,775 |
5,712 |
-1,927 |
| Dec10 |
100826 |
497.00 |
509.00 |
494.65 |
504.30 |
+10.80 |
4,317 |
14,463 |
+2,784 |
| Mar11 |
100826 |
501.00 |
505.45 |
501.00 |
505.45 |
+10.65 |
14 |
59 |
+10 |
| Total Volume and Open Interest |
8,107 |
20,246 |
+868 |
| Copper(CMX) |
| Sep10 |
100826 |
323.20 |
331.50 |
322.10 |
330.45 |
+9.35 |
30,151 |
20,432 |
-2,541 |
| Dec10 |
100826 |
325.25 |
333.50 |
324.25 |
332.55 |
+9.40 |
12,306 |
84,140 |
+1,121 |
| Mar11 |
100826 |
332.00 |
333.95 |
331.85 |
333.50 |
+9.30 |
343 |
17,441 |
+78 |
| May11 |
100826 |
332.00 |
333.85 |
332.00 |
333.80 |
+9.20 |
16 |
2,276 |
-5 |
| Jul11 |
100826 |
332.30 |
333.95 |
331.60 |
333.95 |
+9.10 |
33 |
2,855 |
+20 |
| Total Volume and Open Interest |
43,609 |
138,225 |
-1,652 |
| DJIA Index(CBOT) |
| Sep10 |
100826 |
10050 |
10099 |
9950 |
9967 |
-80 |
497 |
8,971 |
+38 |
| Dec10 |
100826 |
9920 |
9920 |
9902 |
9902 |
-80 |
1 |
46 |
-1 |
| Mar11 |
100826 |
9838 |
9918 |
9838 |
9838 |
-80 |
|
|
|
| Jun11 |
100826 |
9782 |
9862 |
9782 |
9782 |
-80 |
|
|
|
| Total Volume and Open Interest |
498 |
9,017 |
+37 |
| E-mini DJIA Index(CBOT) |
| Sep10 |
100826 |
10049 |
10106 |
9947 |
9967 |
-80 |
146,529 |
89,346 |
+565 |
| Dec10 |
100826 |
9982 |
10032 |
9884 |
9902 |
-80 |
336 |
423 |
+8 |
| Mar11 |
100826 |
9874 |
9874 |
9838 |
9838 |
-80 |
3 |
19 |
+1 |
| Jun11 |
100826 |
9782 |
9782 |
9782 |
9782 |
-80 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
146,868 |
89,789 |
+574 |
| S & P 500(CME) |
| Sep10 |
100826 |
1055.50 |
1061.80 |
1043.20 |
1044.80 |
-9.80 |
25,014 |
306,025 |
+2,881 |
| Dec10 |
100826 |
1053.20 |
1054.50 |
1037.60 |
1039.80 |
-9.80 |
255 |
18,586 |
+99 |
| Mar11 |
100826 |
1034.90 |
1048.70 |
1032.70 |
1034.90 |
-9.80 |
0 |
807 |
+0 |
| Jun11 |
100826 |
1030.40 |
1044.20 |
1028.20 |
1030.40 |
-9.80 |
0 |
268 |
+0 |
| Total Volume and Open Interest |
25,269 |
325,686 |
+2,980 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100826 |
1055.25 |
1061.75 |
1043.00 |
1044.75 |
-9.75 |
2,478,780 |
2,880,019 |
+779 |
| Dec10 |
100826 |
1049.50 |
1056.75 |
1038.25 |
1039.75 |
-9.75 |
11,379 |
62,183 |
+2,556 |
| Total Volume and Open Interest |
2,490,217 |
2,942,459 |
+3,338 |
| NASDAQ 100(CME) |
| Sep10 |
100826 |
1791.00 |
1802.80 |
1765.00 |
1767.50 |
-22.30 |
725 |
22,702 |
-35 |
| Dec10 |
100826 |
1764.80 |
1795.00 |
1764.50 |
1764.80 |
-22.50 |
7 |
119 |
+5 |
| Mar11 |
100826 |
1762.30 |
1762.30 |
1761.80 |
1762.30 |
-22.50 |
|
|
|
| Total Volume and Open Interest |
732 |
22,821 |
-30 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100826 |
1790.00 |
1802.80 |
1765.00 |
1767.50 |
-22.30 |
354,186 |
345,599 |
-5,859 |
| Dec10 |
100826 |
1790.50 |
1800.00 |
1762.50 |
1764.80 |
-22.50 |
551 |
1,197 |
-39 |
| Total Volume and Open Interest |
354,738 |
346,808 |
-5,897 |
| S & P Midcap 400(CME) |
| Sep10 |
100826 |
718.10 |
728.00 |
716.50 |
718.10 |
-4.50 |
621 |
3,382 |
+470 |
| Dec10 |
100826 |
715.80 |
715.80 |
715.80 |
715.80 |
-4.80 |
|
|
|
| Mar11 |
100826 |
713.80 |
713.80 |
713.80 |
713.80 |
-4.80 |
|
|
|
| Total Volume and Open Interest |
621 |
3,382 |
+470 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100826 |
8915 |
8930 |
8820 |
8840 |
-70 |
10,330 |
31,231 |
-1,552 |
| Dec10 |
100826 |
8910 |
8910 |
8840 |
8845 |
-70 |
13 |
95 |
+6 |
| Total Volume and Open Interest |
10,343 |
31,326 |
-1,546 |
| Nikkei 225(SGX) |
| Sep10 |
100826 |
8840 |
8925 |
8730 |
8875 |
+50 |
152,439 |
219,211 |
+16,027 |
| Dec10 |
100826 |
8790 |
8850 |
8705 |
8820 |
+50 |
285 |
3,601 |
+18 |
| Mar11 |
100826 |
8815 |
8815 |
8815 |
8815 |
+50 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
152,731 |
224,387 |
+16,046 |
| CAC 40(EURONEXT) |
| Sep10 |
100826 |
3458.0 |
3486.5 |
3431.0 |
3469.0 |
+23.0 |
160,042 |
399,955 |
+6,343 |
| Oct10 |
100826 |
3477.5 |
3485.0 |
3456.0 |
3469.5 |
+23.0 |
40 |
285 |
+34 |
| Nov10 |
100826 |
3451.5 |
3451.5 |
3451.5 |
3451.5 |
+23.0 |
|
|
|
| Total Volume and Open Interest |
160,082 |
401,966 |
+6,377 |
| Hang Seng Index(HKFE) |
| Aug10 |
100826 |
20642 |
20648 |
20545 |
20627 |
-4 |
80,510 |
74,800 |
-5,408 |
| Sep10 |
100826 |
20561 |
20561 |
20459 |
20541 |
-9 |
17,260 |
27,520 |
+11,483 |
| Total Volume and Open Interest |
97,998 |
104,373 |
+6,110 |
| DAX(EUREX) |
| Sep10 |
100826 |
5923.0 |
5952.0 |
5872.0 |
5907.0 |
-4.0 |
163,553 |
157,248 |
+3,644 |
| Dec10 |
100826 |
5938.5 |
5955.5 |
5882.0 |
5915.5 |
-4.5 |
433 |
14,091 |
-123 |
| Mar11 |
100826 |
5953.5 |
5962.5 |
5908.5 |
5927.0 |
-4.0 |
78 |
3,246 |
+42 |
| Total Volume and Open Interest |
164,064 |
174,585 |
+3,563 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100826 |
5142.00 |
5165.00 |
5106.50 |
5146.00 |
+31.50 |
104,667 |
638,556 |
+737 |
| Dec10 |
100826 |
5128.00 |
5140.00 |
5085.00 |
5123.50 |
+31.50 |
2,360 |
9,254 |
+2,028 |
| Mar11 |
100826 |
5083.00 |
5083.00 |
5075.00 |
5081.50 |
+31.50 |
0 |
931 |
+0 |
| Total Volume and Open Interest |
107,047 |
648,961 |
+2,785 |
| SPI 200(SFE) |
| Sep10 |
100826 |
4296.0 |
4347.0 |
4243.0 |
4341.0 |
+40.0 |
44,565 |
232,417 |
+4,416 |
| Dec10 |
100826 |
4331.0 |
4400.0 |
4325.0 |
4358.0 |
+39.0 |
54 |
4,000 |
+12 |
| Mar11 |
100826 |
4347.0 |
4347.0 |
4347.0 |
4347.0 |
+39.0 |
1 |
1,496 |
+0 |
| Total Volume and Open Interest |
44,795 |
238,723 |
+4,414 |
| GSCI(CME) |
| Sep10 |
100826 |
502.50 |
505.20 |
497.05 |
502.50 |
+5.40 |
492 |
14,087 |
+138 |
| Oct10 |
100826 |
506.50 |
509.10 |
500.45 |
506.50 |
+6.00 |
100 |
0 |
+0 |
| Nov10 |
100826 |
511.50 |
513.30 |
504.95 |
511.50 |
+6.50 |
|
|
|
| Total Volume and Open Interest |
592 |
14,087 |
+138 |
| 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. |
|
|
