|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon June 01, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090601 |
1186.00 |
1227.00 |
1185.75 |
1218.50 |
+34.50 |
77,914 |
199,269 |
-1,927 |
| Aug09 |
090601 |
1147.50 |
1183.75 |
1147.50 |
1175.50 |
+27.00 |
12,839 |
27,852 |
+15 |
| Sep09 |
090601 |
1099.00 |
1124.50 |
1099.00 |
1121.00 |
+24.50 |
3,791 |
10,795 |
+912 |
| Nov09 |
090601 |
1059.75 |
1088.00 |
1059.75 |
1086.00 |
+23.50 |
28,917 |
146,605 |
+2,028 |
| Jan10 |
090601 |
1063.00 |
1088.50 |
1063.00 |
1088.50 |
+23.75 |
1,767 |
16,187 |
+189 |
| Mar10 |
090601 |
1055.00 |
1082.00 |
1055.00 |
1082.00 |
+28.25 |
1,264 |
14,480 |
+231 |
| May10 |
090601 |
1044.25 |
1066.00 |
1044.25 |
1066.00 |
+31.00 |
498 |
5,945 |
+202 |
| Total Volume and Open Interest |
128,373 |
443,083 |
+2,258 |
| Soybean Meal(CBOT) |
| Jul09 |
090601 |
381.80 |
393.90 |
381.80 |
390.80 |
+8.30 |
31,690 |
81,866 |
-55 |
| Aug09 |
090601 |
362.50 |
373.00 |
362.50 |
369.60 |
+5.60 |
10,160 |
21,310 |
+165 |
| Sep09 |
090601 |
350.40 |
354.50 |
349.00 |
351.90 |
+4.40 |
3,725 |
14,574 |
+731 |
| Oct09 |
090601 |
333.30 |
336.00 |
332.90 |
334.90 |
+3.40 |
2,784 |
14,133 |
+583 |
| Dec09 |
090601 |
321.80 |
327.00 |
321.60 |
325.80 |
+2.80 |
9,700 |
36,914 |
+1,670 |
| Jan10 |
090601 |
319.40 |
322.00 |
318.80 |
320.80 |
+3.20 |
304 |
3,727 |
+110 |
| Mar10 |
090601 |
313.10 |
317.00 |
311.80 |
315.30 |
+3.70 |
390 |
3,015 |
+129 |
| May10 |
090601 |
302.70 |
306.80 |
302.70 |
306.80 |
+4.20 |
441 |
3,842 |
+75 |
| Total Volume and Open Interest |
59,460 |
182,332 |
+3,464 |
| Soybean Oil(CBOT) |
| Jul09 |
090601 |
39.22 |
40.58 |
39.13 |
40.45 |
+1.40 |
33,516 |
125,191 |
-3,793 |
| Aug09 |
090601 |
39.46 |
40.74 |
39.46 |
40.61 |
+1.40 |
8,483 |
23,907 |
+921 |
| Sep09 |
090601 |
39.48 |
40.86 |
39.48 |
40.78 |
+1.40 |
4,920 |
17,652 |
+497 |
| Oct09 |
090601 |
39.90 |
41.02 |
39.90 |
40.94 |
+1.40 |
1,689 |
9,944 |
+139 |
| Dec09 |
090601 |
40.00 |
41.40 |
40.00 |
41.30 |
+1.42 |
13,086 |
39,257 |
+1,325 |
| Jan10 |
090601 |
41.11 |
41.55 |
40.90 |
41.54 |
+1.41 |
105 |
4,108 |
+33 |
| Mar10 |
090601 |
41.23 |
41.80 |
41.21 |
41.74 |
+1.41 |
173 |
1,602 |
+71 |
| May10 |
090601 |
41.77 |
41.92 |
41.64 |
41.89 |
+1.41 |
117 |
2,144 |
-54 |
| Total Volume and Open Interest |
62,228 |
230,613 |
-829 |
| Canola(WCE) |
| Jul09 |
090601 |
457.5 |
471.1 |
457.5 |
467.0 |
+10.7 |
4,730 |
45,040 |
-9,328 |
| Nov09 |
090601 |
468.0 |
479.2 |
466.1 |
475.3 |
+10.6 |
6,049 |
57,316 |
+3,079 |
| Jan10 |
090601 |
478.2 |
484.8 |
477.8 |
481.5 |
+10.1 |
76 |
4,875 |
-4 |
| Mar10 |
090601 |
479.9 |
487.1 |
479.9 |
484.1 |
+9.8 |
18 |
1,428 |
+3 |
| May10 |
090601 |
481.5 |
485.1 |
481.5 |
485.1 |
+9.1 |
0 |
432 |
+0 |
| Total Volume and Open Interest |
10,873 |
109,646 |
-6,250 |
| Corn(CBOT) |
| Jul09 |
090601 |
434.25 |
446.00 |
434.25 |
445.75 |
+9.50 |
167,229 |
348,846 |
-15,766 |
| Sep09 |
090601 |
444.00 |
455.75 |
444.00 |
455.75 |
+9.50 |
55,952 |
142,055 |
+2,285 |
| Dec09 |
090601 |
457.25 |
469.25 |
457.25 |
469.25 |
+10.00 |
62,220 |
303,167 |
+5,026 |
| Mar10 |
090601 |
467.25 |
479.00 |
467.25 |
479.00 |
+9.75 |
3,975 |
49,089 |
+551 |
| May10 |
090601 |
475.00 |
486.00 |
475.00 |
486.00 |
+9.50 |
774 |
9,235 |
+102 |
| Jul10 |
090601 |
481.25 |
492.25 |
481.25 |
492.25 |
+9.75 |
1,452 |
27,859 |
+404 |
| Total Volume and Open Interest |
295,317 |
931,202 |
-6,348 |
| Wheat(CBOT) |
| Jul09 |
090601 |
636.75 |
677.00 |
636.00 |
674.50 |
+37.25 |
51,775 |
169,079 |
-596 |
| Sep09 |
090601 |
663.75 |
702.50 |
663.75 |
701.00 |
+37.25 |
12,838 |
57,283 |
+2,595 |
| Dec09 |
090601 |
688.25 |
725.25 |
687.25 |
723.00 |
+37.00 |
18,641 |
75,579 |
+5,262 |
| Mar10 |
090601 |
706.50 |
739.75 |
706.50 |
738.25 |
+36.75 |
863 |
5,953 |
+309 |
| May10 |
090601 |
728.75 |
747.25 |
728.50 |
747.25 |
+37.00 |
279 |
905 |
+29 |
| Total Volume and Open Interest |
87,157 |
325,465 |
+8,668 |
| Wheat(KCBT) |
| Jul09 |
090601 |
687.25 |
727.25 |
685.00 |
726.00 |
+39.00 |
10,414 |
42,039 |
+439 |
| Sep09 |
090601 |
698.50 |
737.50 |
698.50 |
736.75 |
+39.00 |
2,077 |
11,313 |
+446 |
| Dec09 |
090601 |
716.00 |
753.50 |
716.00 |
752.50 |
+39.00 |
2,703 |
24,275 |
+926 |
| Mar10 |
090601 |
741.50 |
768.00 |
738.00 |
767.25 |
+39.25 |
196 |
1,159 |
+43 |
| May10 |
090601 |
751.50 |
772.00 |
751.50 |
771.75 |
+39.25 |
8 |
107 |
-3 |
| Total Volume and Open Interest |
15,687 |
82,018 |
+1,909 |
| Wheat(MGE) |
| Jul09 |
090601 |
770.25 |
797.25 |
770.25 |
795.00 |
+23.00 |
4,172 |
14,096 |
-225 |
| Sep09 |
090601 |
773.75 |
802.25 |
773.75 |
800.25 |
+24.75 |
2,242 |
10,501 |
+89 |
| Dec09 |
090601 |
783.00 |
811.00 |
783.00 |
809.50 |
+26.25 |
1,248 |
7,163 |
+269 |
| Mar10 |
090601 |
799.50 |
818.50 |
799.50 |
815.25 |
+25.50 |
226 |
980 |
-86 |
| May10 |
090601 |
806.50 |
818.00 |
804.50 |
816.25 |
+26.25 |
99 |
344 |
+29 |
| Total Volume and Open Interest |
8,176 |
33,781 |
+122 |
| Oats(CBOT) |
| Jul09 |
090601 |
249.75 |
262.25 |
249.00 |
254.00 |
+3.00 |
1,490 |
6,732 |
-211 |
| Sep09 |
090601 |
263.75 |
269.00 |
263.00 |
263.50 |
+3.00 |
750 |
886 |
+607 |
| Dec09 |
090601 |
272.00 |
280.00 |
272.00 |
274.00 |
+3.25 |
179 |
6,350 |
+150 |
| Mar10 |
090601 |
290.00 |
290.00 |
284.75 |
287.00 |
+2.25 |
1 |
47 |
+26 |
| Total Volume and Open Interest |
2,420 |
14,015 |
+572 |
| Rough Rice(CBOT) |
| Jul09 |
090601 |
12.35 |
12.60 |
12.35 |
12.57 |
+0.22 |
648 |
3,753 |
-43 |
| Sep09 |
090601 |
12.57 |
12.85 |
12.57 |
12.81 |
+0.24 |
520 |
2,854 |
+411 |
| Nov09 |
090601 |
12.65 |
12.90 |
12.62 |
12.88 |
+0.26 |
100 |
1,604 |
-50 |
| Jan10 |
090601 |
12.90 |
13.02 |
12.87 |
13.02 |
+0.23 |
0 |
237 |
+0 |
| Total Volume and Open Interest |
1,283 |
8,793 |
+319 |
| Live Cattle(CME) |
| Jun09 |
090601 |
81.535 |
81.800 |
80.475 |
80.535 |
-0.795 |
10,527 |
24,153 |
-3,297 |
| Aug09 |
090601 |
81.800 |
82.200 |
81.385 |
81.650 |
-0.180 |
18,284 |
92,870 |
+1,842 |
| Oct09 |
090601 |
87.850 |
88.200 |
87.080 |
87.250 |
-0.450 |
4,588 |
50,077 |
+685 |
| Dec09 |
090601 |
90.285 |
90.500 |
89.700 |
89.885 |
-0.150 |
2,006 |
19,285 |
+343 |
| Feb10 |
090601 |
92.000 |
92.385 |
91.535 |
91.650 |
-0.200 |
656 |
9,570 |
+180 |
| Apr10 |
090601 |
93.800 |
94.450 |
93.400 |
93.800 |
-0.250 |
173 |
2,966 |
+56 |
| Total Volume and Open Interest |
36,249 |
199,484 |
-183 |
| Feeder Cattle(CME) |
| Aug09 |
090601 |
102.450 |
102.500 |
98.750 |
100.180 |
-1.570 |
1,913 |
16,313 |
+230 |
| Sep09 |
090601 |
101.785 |
102.180 |
99.700 |
100.330 |
-1.370 |
497 |
2,639 |
-109 |
| Oct09 |
090601 |
102.135 |
102.635 |
99.550 |
100.680 |
-1.120 |
417 |
3,276 |
+124 |
| Nov09 |
090601 |
102.100 |
102.635 |
100.200 |
100.650 |
-1.500 |
51 |
737 |
-10 |
| Jan10 |
090601 |
101.750 |
101.750 |
99.500 |
99.500 |
-1.180 |
6 |
99 |
+0 |
| Mar10 |
090601 |
100.000 |
100.400 |
99.700 |
99.700 |
-0.300 |
2 |
18 |
+0 |
| Apr10 |
090601 |
99.700 |
99.700 |
99.600 |
99.600 |
-0.100 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,886 |
23,083 |
+235 |
| Lean Hogs(CME) |
| Jun09 |
090601 |
63.700 |
64.300 |
61.900 |
62.750 |
-1.180 |
5,665 |
27,428 |
-587 |
| Jul09 |
090601 |
65.500 |
66.250 |
64.050 |
65.150 |
-0.485 |
5,319 |
50,155 |
-95 |
| Aug09 |
090601 |
65.950 |
67.050 |
64.900 |
66.050 |
+0.075 |
3,026 |
32,901 |
-454 |
| Oct09 |
090601 |
61.500 |
62.800 |
61.130 |
61.580 |
+0.280 |
1,334 |
25,048 |
-35 |
| Dec09 |
090601 |
62.200 |
64.250 |
62.150 |
64.225 |
+1.375 |
746 |
8,235 |
+153 |
| Feb10 |
090601 |
67.285 |
68.475 |
66.950 |
68.430 |
+1.145 |
69 |
1,764 |
+10 |
| Apr10 |
090601 |
70.500 |
71.600 |
70.400 |
71.450 |
+0.950 |
53 |
852 |
-2 |
| May10 |
090601 |
74.750 |
76.000 |
74.750 |
76.000 |
+0.800 |
2 |
67 |
-2 |
| Total Volume and Open Interest |
16,241 |
146,961 |
-992 |
| Pork Bellies(CME) |
| Jul09 |
090601 |
72.600 |
73.800 |
69.800 |
71.700 |
-0.900 |
38 |
650 |
-12 |
| Aug09 |
090601 |
73.900 |
73.900 |
71.900 |
71.900 |
-1.200 |
2 |
136 |
+0 |
| Feb10 |
090601 |
89.000 |
89.250 |
89.000 |
89.250 |
+0.250 |
0 |
7 |
+0 |
| Mar10 |
090601 |
89.500 |
89.500 |
89.500 |
89.500 |
unch |
0 |
5 |
+0 |
| May10 |
090601 |
91.300 |
91.300 |
91.300 |
91.300 |
unch |
|
|
|
| Total Volume and Open Interest |
40 |
798 |
-12 |
| Class III Milk(CME) |
| Jun09 |
090601 |
10.19 |
10.25 |
10.12 |
10.23 |
+0.01 |
204 |
5,109 |
-27 |
| Jul09 |
090601 |
11.15 |
11.28 |
11.03 |
11.22 |
+0.06 |
323 |
3,917 |
+29 |
| Aug09 |
090601 |
12.52 |
12.68 |
12.33 |
12.60 |
+0.08 |
76 |
3,406 |
-11 |
| Sep09 |
090601 |
13.77 |
13.95 |
13.66 |
13.88 |
+0.10 |
69 |
3,025 |
+17 |
| Oct09 |
090601 |
14.35 |
14.53 |
14.27 |
14.50 |
+0.16 |
56 |
2,776 |
+12 |
| Total Volume and Open Interest |
1,045 |
30,327 |
+99 |
| Cocoa(ICE) |
| Jul09 |
090601 |
2600 |
2646 |
2587 |
2641 |
+53 |
8,634 |
37,695 |
-4,112 |
| Sep09 |
090601 |
2611 |
2670 |
2610 |
2667 |
+55 |
3,632 |
35,642 |
+1,480 |
| Dec09 |
090601 |
2646 |
2682 |
2622 |
2679 |
+53 |
817 |
21,086 |
+269 |
| Mar10 |
090601 |
2658 |
2688 |
2634 |
2686 |
+53 |
172 |
12,168 |
+53 |
| May10 |
090601 |
2679 |
2693 |
2678 |
2693 |
+54 |
71 |
3,055 |
-2 |
| Jul10 |
090601 |
2704 |
2704 |
2704 |
2704 |
+55 |
62 |
3,053 |
+18 |
| Sep10 |
090601 |
2709 |
2709 |
2709 |
2709 |
+47 |
0 |
1,876 |
+0 |
| Total Volume and Open Interest |
13,388 |
118,188 |
-2,294 |
| Coffee "C"(ICE) |
| Jul09 |
090601 |
137.00 |
142.75 |
136.65 |
142.25 |
+4.85 |
7,662 |
67,164 |
+187 |
| Sep09 |
090601 |
138.55 |
144.50 |
138.55 |
144.20 |
+4.80 |
2,333 |
36,721 |
+1,632 |
| Dec09 |
090601 |
141.35 |
146.00 |
141.35 |
145.85 |
+4.50 |
827 |
20,402 |
+239 |
| Mar10 |
090601 |
143.90 |
148.00 |
143.90 |
147.90 |
+4.45 |
322 |
12,184 |
+120 |
| May10 |
090601 |
147.50 |
149.45 |
147.50 |
149.45 |
+4.40 |
115 |
3,407 |
+26 |
| Jul10 |
090601 |
149.20 |
150.95 |
149.20 |
150.95 |
+4.30 |
97 |
1,421 |
+97 |
| Total Volume and Open Interest |
11,462 |
143,374 |
+2,371 |
| Orange Juice(ICE) |
| Jul09 |
090601 |
94.60 |
95.75 |
93.70 |
94.25 |
+0.10 |
1,046 |
21,509 |
-544 |
| Sep09 |
090601 |
96.90 |
98.90 |
96.75 |
97.45 |
+0.10 |
658 |
5,699 |
+844 |
| Nov09 |
090601 |
101.25 |
101.50 |
99.80 |
100.35 |
unch |
34 |
3,339 |
+19 |
| Jan10 |
090601 |
103.30 |
103.30 |
103.25 |
103.25 |
unch |
0 |
202 |
+0 |
| Mar10 |
090601 |
106.35 |
106.35 |
106.35 |
106.35 |
+0.05 |
0 |
106 |
+0 |
| May10 |
090601 |
108.60 |
108.60 |
108.60 |
108.60 |
+0.10 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,738 |
31,086 |
+319 |
| Sugar #11(ICE) |
| Jul09 |
090601 |
15.69 |
15.94 |
15.63 |
15.85 |
+0.27 |
50,358 |
326,646 |
-3,671 |
| Oct09 |
090601 |
16.61 |
16.91 |
16.34 |
16.85 |
+0.31 |
28,668 |
181,338 |
+3,768 |
| Mar10 |
090601 |
17.36 |
17.62 |
17.36 |
17.59 |
+0.32 |
12,020 |
114,689 |
+186 |
| May10 |
090601 |
17.04 |
17.30 |
17.04 |
17.29 |
+0.28 |
3,892 |
27,454 |
+1,156 |
| Jul10 |
090601 |
16.72 |
16.96 |
16.72 |
16.94 |
+0.27 |
5,916 |
24,225 |
+2,887 |
| Total Volume and Open Interest |
104,358 |
753,833 |
+4,229 |
| Sugar #14(ICE) |
| Jul09 |
090601 |
21.80 |
21.80 |
21.79 |
21.80 |
unch |
175 |
1,065 |
-81 |
| Sep09 |
090601 |
22.40 |
22.40 |
22.40 |
22.40 |
-0.06 |
165 |
2,532 |
+161 |
| Total Volume and Open Interest |
340 |
3,597 |
+80 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090601 |
1689 |
1699 |
1670 |
1687 |
-6 |
7,187 |
32,571 |
+1,443 |
| Dec09 |
090601 |
1687 |
1690 |
1662 |
1680 |
-3 |
2,006 |
28,216 |
+76 |
| Mar10 |
090601 |
1685 |
1686 |
1659 |
1677 |
-4 |
2,698 |
22,456 |
+1,518 |
| May10 |
090601 |
1674 |
1683 |
1673 |
1678 |
-2 |
1,103 |
9,178 |
+890 |
| Jul10 |
090601 |
1690 |
1690 |
1680 |
1681 |
-3 |
10 |
2,323 |
+9 |
| Sep10 |
090601 |
1678 |
1685 |
1676 |
1685 |
-3 |
250 |
1,444 |
+250 |
| Total Volume and Open Interest |
20,312 |
157,256 |
+3,293 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090601 |
455.50 |
457.00 |
451.40 |
453.70 |
+0.70 |
1,588 |
44,091 |
-687 |
| Oct09 |
090601 |
459.00 |
460.10 |
456.70 |
458.90 |
+1.30 |
855 |
25,021 |
+515 |
| Dec09 |
090601 |
461.50 |
462.00 |
459.40 |
461.30 |
+3.00 |
611 |
8,305 |
+240 |
| Mar10 |
090601 |
462.00 |
465.00 |
461.20 |
462.90 |
+2.10 |
185 |
7,835 |
-157 |
| May10 |
090601 |
458.20 |
458.20 |
457.30 |
457.70 |
+2.90 |
0 |
897 |
+0 |
| Total Volume and Open Interest |
3,397 |
88,325 |
+69 |
| Cotton(ICE) |
| Jul09 |
090601 |
56.99 |
58.05 |
56.68 |
57.79 |
+0.82 |
8,719 |
78,644 |
-2,218 |
| Oct09 |
090601 |
59.50 |
60.25 |
59.50 |
60.24 |
+0.76 |
52 |
2,676 |
+22 |
| Dec09 |
090601 |
60.75 |
61.84 |
60.54 |
61.72 |
+0.87 |
4,999 |
41,965 |
+2,047 |
| Mar10 |
090601 |
63.20 |
63.72 |
63.15 |
63.70 |
+0.93 |
187 |
8,256 |
+138 |
| May10 |
090601 |
64.50 |
64.91 |
64.28 |
64.89 |
+0.89 |
54 |
291 |
+37 |
| Jul10 |
090601 |
65.55 |
65.96 |
65.35 |
65.96 |
+0.77 |
53 |
1,026 |
-15 |
| Total Volume and Open Interest |
14,069 |
134,913 |
+13 |
| Lumber(CME) |
| Jul09 |
090601 |
193.8 |
199.7 |
192.8 |
198.0 |
+6.3 |
2,142 |
5,263 |
-313 |
| Sep09 |
090601 |
207.0 |
212.8 |
207.0 |
211.6 |
+4.6 |
1,166 |
2,631 |
+522 |
| Nov09 |
090601 |
199.9 |
203.8 |
196.6 |
202.5 |
+5.9 |
209 |
401 |
+124 |
| Jan10 |
090601 |
217.9 |
227.0 |
216.0 |
225.4 |
+4.5 |
68 |
237 |
+25 |
| Total Volume and Open Interest |
3,586 |
8,545 |
+359 |
| Crude Oil(NYM) |
| Jul09 |
090601 |
66.48 |
68.68 |
66.23 |
68.58 |
+2.27 |
281,439 |
346,632 |
-2,021 |
| Aug09 |
090601 |
67.23 |
69.42 |
67.08 |
69.37 |
+2.30 |
79,731 |
110,606 |
+8,748 |
| Sep09 |
090601 |
68.02 |
70.08 |
67.84 |
70.07 |
+2.35 |
32,704 |
75,630 |
+3,718 |
| Oct09 |
090601 |
68.55 |
70.58 |
68.55 |
70.58 |
+2.38 |
14,571 |
41,867 |
+1,458 |
| Nov09 |
090601 |
70.55 |
71.04 |
69.79 |
71.04 |
+2.36 |
9,639 |
21,724 |
+1,086 |
| Dec09 |
090601 |
69.35 |
71.57 |
69.35 |
71.52 |
+2.32 |
38,121 |
131,135 |
+2,624 |
| Jan10 |
090601 |
70.92 |
71.92 |
70.92 |
71.92 |
+2.30 |
5,777 |
26,790 |
+2,939 |
| Feb10 |
090601 |
71.21 |
72.22 |
71.21 |
72.22 |
+2.25 |
3,994 |
17,047 |
+1,667 |
| Mar10 |
090601 |
71.69 |
72.48 |
71.69 |
72.48 |
+2.20 |
2,691 |
15,950 |
+698 |
| Apr10 |
090601 |
72.18 |
72.74 |
72.18 |
72.74 |
+2.15 |
1,744 |
7,147 |
+751 |
| May10 |
090601 |
72.99 |
72.99 |
72.99 |
72.99 |
+2.10 |
856 |
5,800 |
+202 |
| Jun10 |
090601 |
72.71 |
73.24 |
72.42 |
73.24 |
+2.05 |
3,393 |
33,837 |
+393 |
| Jul10 |
090601 |
73.46 |
73.46 |
73.46 |
73.46 |
+2.02 |
223 |
7,759 |
-33 |
| Aug10 |
090601 |
72.96 |
73.68 |
72.95 |
73.68 |
+1.99 |
83 |
4,284 |
+16 |
| Sep10 |
090601 |
72.45 |
73.90 |
72.45 |
73.90 |
+1.96 |
239 |
8,379 |
-46 |
| Oct10 |
090601 |
74.12 |
74.12 |
74.12 |
74.12 |
+1.93 |
38 |
3,761 |
-22 |
| Total Volume and Open Interest |
501,771 |
1,148,208 |
+24,345 |
| e-miNY Crude Oil(NYM) |
| Jun09 |
090515 |
58.475 |
58.925 |
56.075 |
56.350 |
-1.675 |
9,865 |
5,162 |
-184 |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090601 |
67.225 |
69.375 |
67.175 |
69.375 |
+2.300 |
539 |
731 |
+76 |
| Sep09 |
090601 |
68.350 |
70.075 |
68.300 |
70.075 |
+2.350 |
100 |
210 |
+20 |
| Oct09 |
090601 |
69.950 |
70.575 |
69.900 |
70.575 |
+2.375 |
3 |
29 |
+0 |
| Nov09 |
090601 |
69.900 |
71.050 |
69.900 |
71.050 |
+2.375 |
1 |
23 |
+1 |
| Dec09 |
090601 |
70.850 |
71.525 |
70.850 |
71.525 |
+2.325 |
5 |
83 |
-1 |
| Jan10 |
090601 |
71.925 |
71.925 |
71.925 |
71.925 |
+2.300 |
|
|
|
| Feb10 |
090601 |
72.225 |
72.225 |
72.225 |
72.225 |
+2.250 |
|
|
|
| Mar10 |
090601 |
72.475 |
72.475 |
72.475 |
72.475 |
+2.200 |
|
|
|
| Total Volume and Open Interest |
12,650 |
5,289 |
+150 |
| Heating Oil(NYM) |
| Jul09 |
090601 |
168.01 |
177.85 |
167.80 |
177.65 |
+9.89 |
41,073 |
66,055 |
+5,313 |
| Aug09 |
090601 |
171.71 |
180.91 |
171.71 |
180.76 |
+9.46 |
9,500 |
26,100 |
+43 |
| Sep09 |
090601 |
175.46 |
184.45 |
175.46 |
184.31 |
+8.99 |
7,200 |
20,939 |
+1,271 |
| Oct09 |
090601 |
180.00 |
188.07 |
180.00 |
187.96 |
+8.69 |
2,801 |
15,557 |
+224 |
| Nov09 |
090601 |
185.00 |
190.88 |
185.00 |
190.88 |
+8.51 |
1,200 |
12,932 |
+0 |
| Dec09 |
090601 |
188.25 |
193.89 |
188.25 |
193.73 |
+8.36 |
4,034 |
29,349 |
-490 |
| Jan10 |
090601 |
193.43 |
196.53 |
192.50 |
196.53 |
+8.16 |
1,682 |
12,130 |
+326 |
| Feb10 |
090601 |
195.88 |
198.60 |
194.25 |
198.58 |
+8.01 |
624 |
8,376 |
+102 |
| Mar10 |
090601 |
197.10 |
199.63 |
195.79 |
199.63 |
+7.81 |
637 |
5,779 |
+145 |
| Apr10 |
090601 |
197.00 |
199.83 |
196.75 |
199.83 |
+7.66 |
304 |
3,666 |
-7 |
| May10 |
090601 |
198.23 |
200.48 |
198.23 |
200.48 |
+7.56 |
485 |
4,340 |
-90 |
| Jun10 |
090601 |
198.27 |
201.63 |
197.31 |
201.63 |
+7.46 |
568 |
13,288 |
+85 |
| Total Volume and Open Interest |
95,623 |
262,092 |
-658 |
| Gasoline(NYMEX) |
| Jul09 |
090601 |
190.50 |
193.95 |
189.45 |
192.43 |
+2.90 |
49,553 |
94,063 |
+737 |
| Aug09 |
090601 |
188.25 |
191.71 |
188.25 |
191.23 |
+3.21 |
16,380 |
36,433 |
+254 |
| Sep09 |
090601 |
187.39 |
190.16 |
187.39 |
190.16 |
+3.60 |
8,585 |
25,880 |
+164 |
| Oct09 |
090601 |
179.00 |
179.80 |
176.90 |
179.75 |
+4.36 |
4,419 |
15,364 |
-626 |
| Nov09 |
090601 |
175.90 |
178.47 |
175.60 |
178.47 |
+4.72 |
2,293 |
7,197 |
+371 |
| Dec09 |
090601 |
177.00 |
178.90 |
176.07 |
178.90 |
+4.92 |
2,930 |
12,290 |
+745 |
| Jan10 |
090601 |
179.50 |
181.15 |
179.50 |
181.15 |
+4.97 |
519 |
3,377 |
-60 |
| Feb10 |
090601 |
183.60 |
183.60 |
183.60 |
183.60 |
+4.97 |
295 |
847 |
+96 |
| Mar10 |
090601 |
186.35 |
186.35 |
186.35 |
186.35 |
+4.97 |
109 |
1,546 |
-43 |
| Apr10 |
090601 |
200.20 |
200.20 |
200.20 |
200.20 |
+5.12 |
124 |
1,878 |
-49 |
| Total Volume and Open Interest |
116,370 |
214,605 |
-8,994 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090601 |
1.90 |
1.90 |
1.90 |
1.92 |
+0.02 |
0 |
1 |
+0 |
| Aug09 |
090601 |
191.23 |
191.23 |
191.23 |
191.23 |
+3.21 |
|
|
|
| Sep09 |
090601 |
190.16 |
190.16 |
190.16 |
190.16 |
+3.60 |
|
|
|
| Oct09 |
090601 |
179.75 |
179.75 |
179.75 |
179.75 |
+4.36 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090601 |
3.869 |
4.259 |
3.844 |
4.249 |
+0.414 |
127,007 |
142,918 |
+2,289 |
| Aug09 |
090601 |
3.980 |
4.400 |
3.978 |
4.373 |
+0.415 |
23,772 |
55,309 |
+1,624 |
| Sep09 |
090601 |
4.040 |
4.476 |
4.040 |
4.472 |
+0.417 |
11,101 |
47,922 |
-713 |
| Oct09 |
090601 |
4.278 |
4.633 |
4.258 |
4.629 |
+0.415 |
15,581 |
61,935 |
+1,947 |
| Nov09 |
090601 |
4.930 |
5.261 |
4.930 |
5.254 |
+0.381 |
4,191 |
28,495 |
+587 |
| Dec09 |
090601 |
5.690 |
5.940 |
5.660 |
5.939 |
+0.343 |
3,769 |
38,270 |
+497 |
| Jan10 |
090601 |
6.000 |
6.245 |
6.000 |
6.239 |
+0.338 |
4,649 |
34,009 |
-257 |
| Feb10 |
090601 |
6.040 |
6.277 |
6.040 |
6.277 |
+0.334 |
687 |
16,963 |
+104 |
| Mar10 |
090601 |
6.010 |
6.210 |
5.975 |
6.207 |
+0.311 |
2,141 |
36,217 |
+58 |
| Apr10 |
090601 |
5.841 |
6.060 |
5.841 |
6.057 |
+0.291 |
2,298 |
35,213 |
+155 |
| May10 |
090601 |
6.000 |
6.106 |
5.950 |
6.099 |
+0.283 |
467 |
13,196 |
-36 |
| Jun10 |
090601 |
6.102 |
6.204 |
6.076 |
6.204 |
+0.278 |
407 |
8,425 |
+122 |
| Jul10 |
090601 |
6.214 |
6.324 |
6.185 |
6.324 |
+0.275 |
172 |
7,479 |
+14 |
| Aug10 |
090601 |
6.315 |
6.420 |
6.277 |
6.414 |
+0.273 |
751 |
8,495 |
+489 |
| Sep10 |
090601 |
6.315 |
6.464 |
6.315 |
6.464 |
+0.273 |
287 |
6,558 |
+174 |
| Oct10 |
090601 |
6.427 |
6.557 |
6.418 |
6.557 |
+0.271 |
606 |
15,237 |
+288 |
| Total Volume and Open Interest |
198,992 |
684,440 |
+7,970 |
| Brent Crude Oil(ICE) |
| Jul09 |
090601 |
65.77 |
68.03 |
65.49 |
67.97 |
+2.45 |
105,508 |
157,259 |
-2,933 |
| Aug09 |
090601 |
66.24 |
68.66 |
66.17 |
68.61 |
+2.43 |
54,798 |
118,268 |
+3,733 |
| Sep09 |
090601 |
66.92 |
69.24 |
66.84 |
69.21 |
+2.41 |
25,272 |
72,872 |
+2,951 |
| Oct09 |
090601 |
67.77 |
69.78 |
67.77 |
69.75 |
+2.37 |
14,285 |
38,949 |
+902 |
| Nov09 |
090601 |
68.34 |
70.33 |
68.34 |
70.32 |
+2.33 |
10,646 |
20,150 |
+1,665 |
| Dec09 |
090601 |
68.92 |
70.95 |
68.92 |
70.91 |
+2.30 |
20,884 |
80,012 |
-974 |
| Jan10 |
090601 |
70.18 |
71.43 |
70.18 |
71.43 |
+2.25 |
5,041 |
22,299 |
+26 |
| Feb10 |
090601 |
71.14 |
71.88 |
70.84 |
71.88 |
+2.22 |
2,221 |
10,859 |
+300 |
| Mar10 |
090601 |
71.58 |
72.28 |
71.30 |
72.28 |
+2.18 |
1,162 |
7,976 |
+41 |
| Apr10 |
090601 |
72.60 |
72.64 |
72.60 |
72.64 |
+2.13 |
628 |
4,064 |
-35 |
| May10 |
090601 |
72.97 |
72.97 |
72.97 |
72.97 |
+2.07 |
379 |
3,898 |
-14 |
| Jun10 |
090601 |
72.68 |
73.25 |
72.34 |
73.20 |
+1.98 |
1,147 |
28,402 |
-220 |
| Jul10 |
090601 |
73.44 |
73.44 |
73.44 |
73.44 |
+1.89 |
220 |
6,328 |
-12 |
| Aug10 |
090601 |
73.69 |
73.69 |
73.69 |
73.69 |
+1.84 |
44 |
5,872 |
+41 |
| Total Volume and Open Interest |
248,549 |
710,418 |
+5,992 |
| Gas Oil(ICE) |
| Jun09 |
090601 |
521.75 |
552.25 |
521.75 |
538.25 |
+15.25 |
37,664 |
76,241 |
-647 |
| Jul09 |
090601 |
533.25 |
563.75 |
533.25 |
549.50 |
+14.75 |
49,922 |
96,292 |
+5,335 |
| Aug09 |
090601 |
547.50 |
574.25 |
547.50 |
560.75 |
+14.75 |
19,138 |
47,240 |
+909 |
| Sep09 |
090601 |
565.75 |
583.75 |
564.75 |
572.00 |
+14.50 |
8,209 |
39,636 |
+773 |
| Oct09 |
090601 |
575.25 |
593.75 |
575.25 |
582.25 |
+14.25 |
3,936 |
32,270 |
+374 |
| Nov09 |
090601 |
584.75 |
602.75 |
584.75 |
591.50 |
+14.00 |
4,040 |
17,725 |
-368 |
| Dec09 |
090601 |
593.25 |
610.50 |
593.25 |
599.50 |
+13.75 |
9,856 |
60,976 |
-354 |
| Jan10 |
090601 |
605.75 |
618.50 |
603.25 |
607.75 |
+13.50 |
2,460 |
22,932 |
+579 |
| Feb10 |
090601 |
612.75 |
625.25 |
612.75 |
615.50 |
+13.25 |
702 |
12,616 |
+273 |
| Mar10 |
090601 |
619.25 |
631.50 |
619.25 |
622.00 |
+12.75 |
57 |
14,704 |
+15 |
| Total Volume and Open Interest |
138,648 |
521,517 |
+7,921 |
| Ethanol(CBOT) |
| Jun09 |
090601 |
1.750 |
1.770 |
1.750 |
1.770 |
+0.040 |
25 |
547 |
-59 |
| Jul09 |
090601 |
1.770 |
1.780 |
1.758 |
1.769 |
+0.023 |
1 |
904 |
-1 |
| Aug09 |
090601 |
1.780 |
1.780 |
1.780 |
1.780 |
+0.030 |
10 |
379 |
+5 |
| Sep09 |
090601 |
1.785 |
1.785 |
1.785 |
1.785 |
+0.040 |
30 |
220 |
+20 |
| Oct09 |
090601 |
1.790 |
1.790 |
1.790 |
1.790 |
+0.045 |
30 |
252 |
+20 |
| Nov09 |
090601 |
1.760 |
1.760 |
1.760 |
1.760 |
+0.010 |
7 |
370 |
+3 |
| Dec09 |
090601 |
1.780 |
1.820 |
1.765 |
1.781 |
+0.031 |
12 |
430 |
+3 |
| Jan10 |
090601 |
1.825 |
1.825 |
1.801 |
1.814 |
+0.054 |
5 |
464 |
+5 |
| Total Volume and Open Interest |
140 |
4,658 |
+16 |
| US Dollar Index(ICE) |
| Jun09 |
090601 |
79.305 |
79.535 |
78.625 |
79.160 |
-0.270 |
5,643 |
36,971 |
+1,503 |
| Sep09 |
090601 |
79.690 |
79.900 |
79.100 |
79.610 |
-0.250 |
244 |
2,840 |
+42 |
| Dec09 |
090601 |
79.645 |
79.960 |
79.645 |
79.960 |
-0.250 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
5,887 |
39,833 |
+1,545 |
| Australian Dollar(CME) |
| Jun09 |
090601 |
80.20 |
81.44 |
79.81 |
81.02 |
+1.21 |
59,252 |
88,454 |
+815 |
| Sep09 |
090601 |
79.78 |
80.92 |
79.30 |
80.50 |
+1.20 |
328 |
1,798 |
+87 |
| Dec09 |
090601 |
80.02 |
80.02 |
78.84 |
80.02 |
+1.18 |
3 |
212 |
+1 |
| Total Volume and Open Interest |
59,583 |
90,479 |
+903 |
| British Pound(CME) |
| Jun09 |
090601 |
161.84 |
164.98 |
161.62 |
164.45 |
+3.07 |
97,104 |
83,896 |
+676 |
| Sep09 |
090601 |
161.84 |
164.89 |
161.57 |
164.40 |
+3.08 |
2,075 |
12,015 |
+969 |
| Dec09 |
090601 |
161.71 |
164.58 |
161.28 |
164.36 |
+3.08 |
0 |
191 |
+0 |
| Total Volume and Open Interest |
99,179 |
96,104 |
+1,645 |
| Canadian Dollar(CME) |
| Jun09 |
090601 |
91.66 |
92.73 |
91.35 |
91.80 |
+0.37 |
78,130 |
84,753 |
+2,234 |
| Sep09 |
090601 |
91.78 |
92.77 |
91.41 |
91.86 |
+0.38 |
1,157 |
4,768 |
+336 |
| Dec09 |
090601 |
92.25 |
92.68 |
91.70 |
91.94 |
+0.40 |
79 |
1,523 |
-9 |
| Mar10 |
090601 |
92.00 |
92.74 |
91.61 |
92.00 |
+0.39 |
108 |
429 |
-68 |
| Total Volume and Open Interest |
79,483 |
91,683 |
+2,499 |
| Japanese Yen(CME) |
| Jun09 |
090601 |
104.94 |
105.90 |
103.32 |
103.63 |
-1.48 |
104,737 |
90,371 |
-2,494 |
| Sep09 |
090601 |
104.99 |
105.99 |
103.45 |
103.75 |
-1.46 |
2,054 |
3,521 |
+948 |
| Dec09 |
090601 |
103.91 |
105.92 |
103.84 |
103.91 |
-1.45 |
0 |
130 |
+0 |
| Total Volume and Open Interest |
106,791 |
94,035 |
-1,546 |
| Swiss Franc(CME) |
| Jun09 |
090601 |
93.68 |
94.18 |
93.25 |
93.44 |
-0.21 |
40,853 |
41,544 |
+2,615 |
| Sep09 |
090601 |
93.79 |
94.28 |
93.37 |
93.55 |
-0.21 |
173 |
1,404 |
+24 |
| Dec09 |
090601 |
93.71 |
94.14 |
93.71 |
93.71 |
-0.20 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
41,026 |
42,959 |
+2,639 |
| EuroFX(CME) |
| Jun09 |
090601 |
141.33 |
142.45 |
140.97 |
141.69 |
+0.38 |
204,364 |
131,755 |
-158 |
| Sep09 |
090601 |
141.21 |
142.33 |
140.88 |
141.59 |
+0.38 |
6,659 |
8,879 |
+2,319 |
| Dec09 |
090601 |
141.87 |
142.04 |
141.01 |
141.53 |
+0.38 |
4 |
118 |
+4 |
| Total Volume and Open Interest |
211,027 |
140,756 |
+2,165 |
| Mexican Peso(CME) |
| Jun09 |
090601 |
760.0 |
768.0 |
750.8 |
754.2 |
-2.8 |
6,606 |
44,902 |
-449 |
| Jul09 |
090601 |
753.0 |
755.8 |
753.0 |
753.0 |
-2.8 |
|
|
|
| Total Volume and Open Interest |
6,619 |
49,885 |
-446 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090601 |
118~230 |
118~250 |
115~300 |
115~315 |
-3~035 |
510,017 |
150,675 |
-108,195 |
| Sep09 |
090601 |
117~100 |
117~130 |
114~160 |
114~180 |
-3~030 |
378,938 |
672,592 |
+150,651 |
| Dec09 |
090601 |
116~020 |
116~130 |
113~070 |
113~070 |
-3~060 |
22 |
259 |
+3 |
| Total Volume and Open Interest |
888,985 |
823,578 |
+42,457 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090601 |
118~115 |
118~145 |
116~280 |
117~015 |
-1~185 |
1,469,628 |
231,045 |
-264,833 |
| Sep09 |
090601 |
116~250 |
116~280 |
115~080 |
115~135 |
-1~185 |
855,009 |
1,017,616 |
+255,554 |
| Dec09 |
090601 |
114~230 |
116~095 |
114~230 |
114~230 |
-1~185 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
2,324,637 |
1,248,666 |
-9,279 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090601 |
116~035 |
116~035 |
116~035 |
115~082 |
-0~097 |
15,265 |
244,924 |
-152,189 |
| Sep09 |
090601 |
115~041 |
115~056 |
114~061 |
114~072 |
-0~116 |
404,519 |
613,752 |
+94,194 |
| Dec09 |
090601 |
51~112 |
52~100 |
51~112 |
51~112 |
-0~116 |
|
|
|
| Total Volume and Open Interest |
1,122,927 |
858,676 |
-57,995 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090601 |
108~114 |
108~126 |
108~110 |
108~112 |
-0~014 |
4,609 |
106,440 |
+106,440 |
| Sep09 |
090601 |
108~043 |
108~052 |
108~035 |
108~039 |
-0~013 |
299,649 |
396,634 |
+87,172 |
| Dec09 |
090601 |
107~108 |
107~121 |
107~108 |
107~108 |
-0~013 |
|
|
|
| Total Volume and Open Interest |
672,922 |
503,074 |
-31,462 |
| Eurodollars(CME) |
| Jun09 |
090601 |
99.338 |
99.345 |
99.315 |
99.325 |
-0.015 |
198,939 |
872,863 |
-6,393 |
| Sep09 |
090601 |
99.265 |
99.275 |
99.205 |
99.215 |
-0.050 |
275,892 |
1,052,873 |
-12,499 |
| Dec09 |
090601 |
99.065 |
99.065 |
98.965 |
98.980 |
-0.080 |
286,447 |
888,566 |
+11,699 |
| Mar10 |
090601 |
98.925 |
98.925 |
98.790 |
98.810 |
-0.105 |
305,954 |
764,269 |
-1,504 |
| Jun10 |
090601 |
98.640 |
98.645 |
98.490 |
98.515 |
-0.130 |
326,715 |
524,496 |
-20,430 |
| Sep10 |
090601 |
98.340 |
98.340 |
98.150 |
98.185 |
-0.165 |
295,945 |
471,679 |
-1,443 |
| Dec10 |
090601 |
97.970 |
97.970 |
97.750 |
97.790 |
-0.200 |
250,697 |
533,247 |
+10,934 |
| Mar11 |
090601 |
97.665 |
97.665 |
97.395 |
97.440 |
-0.235 |
187,866 |
304,916 |
-7,082 |
| Jun11 |
090601 |
97.300 |
97.305 |
97.020 |
97.060 |
-0.270 |
106,078 |
300,266 |
-6,704 |
| Sep11 |
090601 |
96.975 |
96.980 |
96.680 |
96.705 |
-0.305 |
92,632 |
207,870 |
-1,737 |
| Dec11 |
090601 |
96.650 |
96.655 |
96.325 |
96.350 |
-0.335 |
80,353 |
134,643 |
+2,249 |
| Mar12 |
090601 |
96.425 |
96.425 |
96.065 |
96.085 |
-0.365 |
72,309 |
107,672 |
+157 |
| Jun12 |
090601 |
96.180 |
96.185 |
95.815 |
95.830 |
-0.395 |
41,411 |
98,055 |
+3,489 |
| Sep12 |
090601 |
96.000 |
96.000 |
95.605 |
95.620 |
-0.425 |
31,607 |
68,391 |
+1,752 |
| Dec12 |
090601 |
95.795 |
95.810 |
95.405 |
95.425 |
-0.450 |
26,826 |
55,583 |
+993 |
| Mar13 |
090601 |
95.700 |
95.715 |
95.295 |
95.310 |
-0.470 |
29,452 |
62,250 |
+1,150 |
| Jun13 |
090601 |
95.585 |
95.605 |
95.165 |
95.180 |
-0.485 |
14,059 |
23,969 |
+801 |
| Sep13 |
090601 |
95.495 |
95.500 |
95.050 |
95.065 |
-0.495 |
13,724 |
39,055 |
+197 |
| Total Volume and Open Interest |
2,679,786 |
6,714,321 |
-22,804 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090601 |
99.815 |
99.820 |
99.805 |
99.812 |
-0.003 |
11,133 |
55,977 |
+3,030 |
| Jul09 |
090601 |
99.810 |
99.810 |
99.790 |
99.800 |
-0.005 |
9,613 |
45,023 |
+3,659 |
| Aug09 |
090601 |
99.785 |
99.785 |
99.775 |
99.780 |
-0.005 |
7,575 |
39,928 |
+2,729 |
| Sep09 |
090601 |
99.770 |
99.770 |
99.760 |
99.765 |
-0.005 |
2,993 |
32,082 |
+49 |
| Oct09 |
090601 |
99.755 |
99.760 |
99.745 |
99.750 |
-0.010 |
4,168 |
31,838 |
+728 |
| Nov09 |
090601 |
99.725 |
99.730 |
99.710 |
99.715 |
-0.010 |
3,613 |
50,394 |
-1,036 |
| Total Volume and Open Interest |
61,375 |
448,516 |
+10,588 |
| 30 Day Fed Funds(e-CBOT) |
| Jun09 |
090519 |
99.805 |
99.810 |
99.800 |
99.805 |
-0.005 |
4,060 |
48,665 |
-408 |
| Jul09 |
090519 |
99.790 |
99.795 |
99.790 |
99.790 |
-0.010 |
5,385 |
41,577 |
+291 |
| Aug09 |
090519 |
99.770 |
99.780 |
99.770 |
99.780 |
+0.005 |
5,737 |
37,356 |
+148 |
| Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
| Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
| Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
+0.015 |
4,682 |
48,902 |
+609 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090601 |
99.46 |
99.46 |
99.45 |
99.45 |
-0.01 |
|
|
|
| Sep09 |
090601 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Dec09 |
090601 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
|
|
|
| Mar10 |
090601 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
| Jun10 |
090601 |
99.49 |
99.50 |
99.49 |
99.50 |
+0.01 |
|
|
|
| Sep10 |
090601 |
99.41 |
99.42 |
99.41 |
99.42 |
+0.01 |
|
|
|
| Dec10 |
090601 |
99.36 |
99.37 |
99.36 |
99.37 |
+0.01 |
|
|
|
| Mar11 |
090601 |
99.28 |
99.29 |
99.28 |
99.29 |
+0.01 |
|
|
|
| Jun11 |
090601 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Sep11 |
090601 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090601 |
99.44 |
99.45 |
99.44 |
99.45 |
unch |
76 |
13,016 |
-20 |
| Sep09 |
090601 |
99.54 |
99.54 |
99.53 |
99.53 |
-0.01 |
13 |
5,132 |
+14 |
| Dec09 |
090601 |
99.55 |
99.55 |
99.55 |
99.55 |
+0.01 |
7 |
2,618 |
+0 |
| Mar10 |
090529 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
50 |
2,410 |
+0 |
| Jun10 |
090529 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
800 |
+0 |
| Sep10 |
090529 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
0 |
281 |
+0 |
| Dec10 |
090529 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
252 |
+0 |
| Mar11 |
090529 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
412 |
+0 |
| Total Volume and Open Interest |
906 |
26,463 |
-39 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090529 |
136.37 |
136.49 |
136.27 |
136.43 |
+0.06 |
3,528 |
16,795 |
+1,276 |
| Sep09 |
090601 |
135.87 |
135.90 |
135.83 |
135.83 |
-0.06 |
23 |
140 |
+124 |
| Dec09 |
090601 |
135.83 |
135.83 |
135.83 |
135.83 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
3,329 |
17,932 |
+524 |
| Euro-Bund(EUREX) |
| Jun09 |
090601 |
119.60 |
119.75 |
118.63 |
118.99 |
-0.19 |
695,105 |
848,050 |
-20,566 |
| Sep09 |
090601 |
118.90 |
119.10 |
117.94 |
118.32 |
-0.56 |
47,497 |
123,449 |
+18,823 |
| Dec09 |
090601 |
117.19 |
117.19 |
117.19 |
117.19 |
-0.54 |
1 |
13 |
+0 |
| Total Volume and Open Interest |
770,787 |
938,383 |
-14,306 |
| Euro-Bobl(EUREX) |
| Jun09 |
090521 |
115.34 |
115.95 |
115.27 |
115.79 |
-0.15 |
492,831 |
742,996 |
+17,017 |
| Sep09 |
090601 |
114.54 |
114.62 |
114.06 |
114.29 |
-0.26 |
34,098 |
84,418 |
+9,561 |
| Dec09 |
090601 |
113.04 |
113.04 |
113.04 |
113.04 |
-0.31 |
|
|
|
| Total Volume and Open Interest |
445,927 |
760,519 |
-49,007 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090601 |
98.875 |
98.885 |
98.875 |
98.880 |
-0.005 |
726 |
8,989 |
+466 |
| Dec09 |
090601 |
98.775 |
98.775 |
98.770 |
98.770 |
-0.015 |
147 |
4,698 |
-40 |
| Total Volume and Open Interest |
2,183 |
36,106 |
+61 |
| Long Gilt(LIFFE) |
| Jun09 |
090601 |
118~28 |
118~28 |
117~25 |
118~00 |
-0~23 |
68,433 |
59,184 |
+59,184 |
| Sep09 |
090601 |
117~12 |
117~12 |
116~08 |
116~16 |
-0~25 |
67,467 |
218,319 |
+9,075 |
| Total Volume and Open Interest |
135,900 |
277,503 |
+2,169 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090601 |
98.80 |
98.81 |
98.77 |
98.79 |
unch |
61,011 |
289,562 |
+18,229 |
| Sep09 |
090601 |
98.92 |
98.93 |
98.85 |
98.88 |
-0.03 |
56,443 |
295,073 |
+4,992 |
| Dec09 |
090601 |
98.77 |
98.77 |
98.65 |
98.69 |
-0.05 |
49,109 |
297,489 |
+497 |
| Mar10 |
090601 |
98.60 |
98.62 |
98.48 |
98.51 |
-0.08 |
47,931 |
370,721 |
+4,327 |
| Jun10 |
090601 |
98.28 |
98.30 |
98.14 |
98.17 |
-0.10 |
50,159 |
268,808 |
-2,116 |
| Sep10 |
090601 |
97.92 |
97.92 |
97.76 |
97.79 |
-0.11 |
46,354 |
252,389 |
+2,541 |
| Total Volume and Open Interest |
384,148 |
2,288,554 |
+27,427 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090601 |
98.800 |
98.800 |
98.775 |
98.790 |
-0.105 |
106,564 |
572,720 |
-1,906 |
| Sep09 |
090601 |
98.885 |
98.900 |
98.860 |
98.880 |
-0.005 |
113,850 |
575,366 |
+407 |
| Dec09 |
090601 |
98.795 |
98.795 |
98.735 |
98.770 |
-0.015 |
88,124 |
535,417 |
+10,462 |
| Total Volume and Open Interest |
781,700 |
3,556,153 |
+21,933 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090601 |
96.87 |
96.87 |
96.82 |
96.83 |
-0.04 |
9,210 |
235,609 |
+248 |
| Sep09 |
090601 |
97.05 |
97.06 |
96.95 |
96.97 |
-0.08 |
24,275 |
270,134 |
+4,614 |
| Dec09 |
090601 |
97.01 |
97.03 |
96.91 |
96.94 |
-0.07 |
14,663 |
156,922 |
+4,228 |
| Mar10 |
090601 |
96.75 |
96.84 |
96.67 |
96.71 |
-0.05 |
5,504 |
101,475 |
+1,677 |
| Jun10 |
090601 |
96.39 |
96.42 |
96.28 |
96.33 |
-0.07 |
2,947 |
74,734 |
+412 |
| Sep10 |
090601 |
95.99 |
96.02 |
95.86 |
95.91 |
-0.09 |
2,704 |
41,240 |
+776 |
| Dec10 |
090601 |
95.53 |
95.54 |
95.43 |
95.49 |
-0.09 |
785 |
24,092 |
-128 |
| Mar11 |
090601 |
95.19 |
95.19 |
95.03 |
95.11 |
-0.09 |
653 |
14,131 |
+349 |
| Jun11 |
090601 |
94.75 |
94.75 |
94.75 |
94.75 |
-0.11 |
100 |
2,214 |
+0 |
| Sep11 |
090601 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.13 |
10 |
739 |
+10 |
| Total Volume and Open Interest |
61,051 |
922,482 |
+11,986 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090529 |
94.67 |
94.78 |
94.65 |
94.75 |
-0.19 |
19,452 |
316,642 |
+316,642 |
| Sep09 |
090601 |
94.69 |
94.69 |
94.61 |
94.61 |
-0.09 |
12 |
5,839 |
+12 |
| Total Volume and Open Interest |
49,730 |
362,990 |
+7,229 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090601 |
96.07 |
96.11 |
95.97 |
95.99 |
+0.02 |
110,930 |
602,472 |
+8,679 |
| Sep09 |
090601 |
95.83 |
95.83 |
95.73 |
95.74 |
-0.09 |
13 |
9,633 |
+13 |
| Total Volume and Open Interest |
120,513 |
628,228 |
+16,136 |
| Gold(CMX) |
| Jun09 |
090601 |
978.8 |
988.1 |
973.0 |
978.6 |
-0.2 |
74,257 |
9,618 |
-28,521 |
| Aug09 |
090601 |
981.0 |
990.2 |
974.1 |
980.0 |
-0.3 |
121,231 |
250,630 |
+19,774 |
| Oct09 |
090601 |
979.5 |
991.3 |
977.0 |
981.4 |
-0.3 |
1,383 |
11,277 |
+45 |
| Dec09 |
090601 |
982.7 |
992.1 |
977.7 |
982.8 |
-0.3 |
6,031 |
41,230 |
+971 |
| Feb10 |
090601 |
987.0 |
989.5 |
980.0 |
984.3 |
-0.2 |
2,238 |
11,542 |
+1,067 |
| Apr10 |
090601 |
989.1 |
991.1 |
980.4 |
985.7 |
-0.2 |
192 |
14,761 |
+50 |
| Jun10 |
090601 |
990.9 |
992.8 |
984.8 |
987.3 |
-0.1 |
233 |
11,061 |
+137 |
| Aug10 |
090601 |
989.2 |
989.2 |
989.2 |
989.2 |
unch |
0 |
537 |
+0 |
| Oct10 |
090601 |
991.5 |
991.5 |
991.5 |
991.5 |
+0.3 |
0 |
502 |
+0 |
| Dec10 |
090601 |
995.8 |
999.0 |
990.0 |
993.9 |
+0.6 |
14 |
12,566 |
+3 |
| Feb11 |
090601 |
996.9 |
996.9 |
996.9 |
996.9 |
+1.0 |
0 |
12 |
+0 |
| Apr11 |
090601 |
1000.2 |
1000.2 |
1000.2 |
1000.2 |
+1.3 |
|
|
|
| Total Volume and Open Interest |
206,955 |
391,770 |
|
| Silver(CMX) |
| Jul09 |
090601 |
1576.5 |
1597.0 |
1554.0 |
1573.5 |
+12.5 |
23,760 |
60,492 |
+937 |
| Sep09 |
090601 |
1569.5 |
1598.0 |
1557.5 |
1576.2 |
+12.7 |
1,269 |
9,283 |
+738 |
| Dec09 |
090601 |
1583.0 |
1601.5 |
1561.0 |
1579.2 |
+12.8 |
1,322 |
15,108 |
+350 |
| Mar10 |
090601 |
1581.6 |
1581.6 |
1581.6 |
1581.6 |
+13.0 |
29 |
5,673 |
+7 |
| May10 |
090601 |
1583.4 |
1583.4 |
1583.4 |
1583.4 |
+13.1 |
11 |
2,551 |
+0 |
| Jul10 |
090601 |
1585.2 |
1585.2 |
1585.2 |
1585.2 |
+13.3 |
12 |
2,443 |
+2 |
| Sep10 |
090601 |
1590.5 |
1590.5 |
1587.1 |
1587.1 |
+13.5 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
26,990 |
102,573 |
+1,936 |
| Platinum(NYMEX) |
| Jul09 |
090601 |
1197.2 |
1231.4 |
1185.0 |
1220.6 |
+24.6 |
1,815 |
20,735 |
+82 |
| Oct09 |
090601 |
1222.6 |
1234.7 |
1222.5 |
1226.6 |
+24.9 |
499 |
1,731 |
+455 |
| Jan10 |
090601 |
1231.1 |
1231.1 |
1231.1 |
1231.1 |
+27.4 |
1 |
10 |
+1 |
| Total Volume and Open Interest |
2,315 |
22,476 |
+538 |
| Palladium(NYMEX) |
| Jun09 |
090601 |
237.00 |
242.90 |
235.45 |
242.90 |
+6.85 |
1,636 |
1,778 |
-804 |
| Sep09 |
090601 |
239.95 |
243.75 |
236.00 |
243.75 |
+6.30 |
2,148 |
14,361 |
+1,234 |
| Dec09 |
090601 |
238.80 |
245.05 |
238.80 |
245.05 |
+6.35 |
22 |
311 |
+22 |
| Total Volume and Open Interest |
3,806 |
16,450 |
+452 |
| Copper(CMX) |
| Jul09 |
090601 |
220.10 |
232.85 |
218.25 |
231.90 |
+12.15 |
15,979 |
71,717 |
-365 |
| Sep09 |
090601 |
221.20 |
233.30 |
218.85 |
232.65 |
+12.30 |
2,617 |
21,367 |
+260 |
| Dec09 |
090601 |
220.00 |
233.40 |
220.00 |
232.60 |
+12.20 |
449 |
6,763 |
+93 |
| Mar10 |
090601 |
222.00 |
232.30 |
222.00 |
232.30 |
+12.05 |
48 |
1,698 |
-13 |
| May10 |
090601 |
232.10 |
232.10 |
232.10 |
232.10 |
+11.95 |
0 |
396 |
+0 |
| Total Volume and Open Interest |
20,014 |
108,312 |
-316 |
| Aluminum(CMX) |
| Jun09 |
090601 |
0.68 |
0.68 |
0.68 |
0.68 |
+0.02 |
|
|
|
| Jul09 |
090601 |
0.68 |
0.68 |
0.68 |
0.68 |
+0.01 |
|
|
|
| Aug09 |
090601 |
0.69 |
0.69 |
0.69 |
0.69 |
+0.02 |
|
|
|
| Sep09 |
090601 |
0.69 |
0.69 |
0.69 |
0.69 |
+0.01 |
|
|
|
| Oct09 |
080724 |
0.17 |
0.17 |
0.17 |
0.17 |
unch |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Jun09 |
090601 |
8504 |
8740 |
8473 |
8688 |
+200 |
2,904 |
18,825 |
+190 |
| Sep09 |
090601 |
8534 |
8650 |
8534 |
8631 |
+202 |
21 |
872 |
+2 |
| Dec09 |
090601 |
8578 |
8578 |
8377 |
8578 |
+201 |
1 |
4 |
+1 |
| Mar10 |
090601 |
8538 |
8538 |
8338 |
8538 |
+200 |
|
|
|
| Total Volume and Open Interest |
2,926 |
19,701 |
+193 |
| S & P 500(CME) |
| Jun09 |
090601 |
919.60 |
947.00 |
916.70 |
939.10 |
+21.00 |
23,383 |
431,013 |
-518 |
| Sep09 |
090601 |
928.00 |
942.00 |
926.00 |
934.60 |
+21.00 |
2,127 |
39,226 |
-482 |
| Dec09 |
090601 |
930.30 |
936.30 |
930.30 |
930.30 |
+21.00 |
85 |
4,703 |
-20 |
| Mar10 |
090601 |
926.60 |
932.50 |
926.60 |
926.60 |
+21.10 |
0 |
3,189 |
+0 |
| Total Volume and Open Interest |
25,595 |
478,133 |
-1,020 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090601 |
920.25 |
947.25 |
916.50 |
939.00 |
+21.00 |
2,694,863 |
2,599,394 |
-18,069 |
| Sep09 |
090601 |
916.50 |
942.75 |
912.25 |
934.50 |
+21.00 |
14,550 |
126,878 |
+7,736 |
| Total Volume and Open Interest |
2,709,426 |
2,726,698 |
-10,332 |
| NASDAQ 100(CME) |
| Jun09 |
090601 |
1433.00 |
1482.00 |
1430.50 |
1470.00 |
+34.50 |
1,514 |
26,905 |
+11 |
| Sep09 |
090601 |
1464.00 |
1473.50 |
1464.00 |
1469.00 |
+35.20 |
1 |
32 |
+0 |
| Dec09 |
090601 |
1472.00 |
1472.00 |
1469.80 |
1472.00 |
+35.20 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,515 |
26,939 |
+11 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090601 |
1434.00 |
1482.30 |
1430.00 |
1470.00 |
+34.50 |
313,662 |
290,315 |
+290,315 |
| Sep09 |
090601 |
1431.30 |
1481.30 |
1429.00 |
1469.00 |
+35.20 |
686 |
1,575 |
+316 |
| Total Volume and Open Interest |
314,348 |
291,907 |
-312 |
| S & P Midcap 400(CME) |
| Jun09 |
090601 |
586.00 |
599.00 |
586.00 |
592.30 |
+17.30 |
2 |
4,442 |
-18 |
| Sep09 |
090601 |
589.50 |
589.50 |
589.20 |
589.50 |
+17.30 |
|
|
|
| Dec09 |
090601 |
587.50 |
587.50 |
587.20 |
587.50 |
+17.30 |
|
|
|
| Total Volume and Open Interest |
2 |
4,442 |
-18 |
| Russell 2000(CME) |
| Jun09 |
090601 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
92 |
5,139 |
+64 |
| Sep09 |
090601 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,364 |
+103 |
| Dec09 |
090601 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,064 |
+515 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090601 |
9535 |
9720 |
9490 |
9705 |
+195 |
88,715 |
186,003 |
+4,564 |
| Sep09 |
090601 |
9515 |
9720 |
9515 |
9710 |
+200 |
1,044 |
4,149 |
+544 |
| Total Volume and Open Interest |
89,759 |
192,211 |
+1,956 |
| Nikkei 225(SGX) |
| Jun09 |
090601 |
9535 |
9720 |
9490 |
9705 |
+195 |
88,715 |
186,003 |
+4,564 |
| Sep09 |
090601 |
9515 |
9720 |
9515 |
9710 |
+200 |
1,044 |
4,149 |
+544 |
| Dec09 |
090601 |
9665 |
9665 |
9665 |
9665 |
+195 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
89,759 |
192,211 |
+1,956 |
| CAC 40(EURONEXT) |
| Jun09 |
090601 |
3309.0 |
3373.5 |
3309.0 |
3365.5 |
+99.5 |
105,072 |
445,164 |
-32,056 |
| Jul09 |
090601 |
3325.0 |
3366.0 |
3316.0 |
3361.5 |
+99.5 |
189 |
5,674 |
+183 |
| Aug09 |
090601 |
3362.0 |
3362.0 |
3362.0 |
3362.0 |
+99.5 |
0 |
55 |
-4 |
| Total Volume and Open Interest |
105,565 |
454,316 |
-31,780 |
| Hang Seng Index(HKFE) |
| Jun09 |
090601 |
18380 |
18857 |
18291 |
18690 |
+540 |
101,840 |
86,013 |
-241 |
| Jul09 |
090601 |
18390 |
18850 |
18315 |
18700 |
+555 |
0 |
242 |
|
| Total Volume and Open Interest |
127,268 |
88,453 |
|
| DAX(EUREX) |
| Jun09 |
090601 |
5014.5 |
5158.0 |
5008.0 |
5136.5 |
+200.5 |
160,865 |
161,108 |
-2,227 |
| Sep09 |
090601 |
5022.0 |
5156.5 |
5022.0 |
5143.0 |
+200.5 |
514 |
8,766 |
-152 |
| Dec09 |
090601 |
5030.0 |
5166.5 |
5030.0 |
5150.0 |
+201.0 |
40 |
2,979 |
-9 |
| Total Volume and Open Interest |
161,419 |
172,853 |
-2,388 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090601 |
4480.00 |
4504.50 |
4451.00 |
4483.00 |
+92.50 |
100,777 |
733,041 |
-5,315 |
| Sep09 |
090601 |
4431.50 |
4466.00 |
4418.00 |
4448.50 |
+93.50 |
304 |
2,088 |
+263 |
| Dec09 |
090601 |
4409.00 |
4431.00 |
4395.00 |
4420.00 |
+93.50 |
27 |
3,274 |
+14 |
| Total Volume and Open Interest |
101,108 |
738,403 |
-5,038 |
| SPI 200(SFE) |
| Jun09 |
090601 |
3800.0 |
3904.0 |
3796.0 |
3888.0 |
+89.0 |
34,585 |
307,381 |
+5,042 |
| Sep09 |
090601 |
3781.0 |
3872.0 |
3781.0 |
3858.0 |
+90.0 |
75 |
3,092 |
+65 |
| Dec09 |
090601 |
3861.0 |
3861.0 |
3861.0 |
3861.0 |
+90.0 |
88 |
2,625 |
+88 |
| Total Volume and Open Interest |
34,750 |
316,281 |
+5,152 |
| GSCI(CME) |
| Jun09 |
090601 |
451.40 |
458.00 |
450.50 |
458.00 |
+14.85 |
1,190 |
15,891 |
-488 |
| Jul09 |
090601 |
459.00 |
463.00 |
458.50 |
462.60 |
+15.60 |
2 |
2 |
+0 |
| Aug09 |
090601 |
463.00 |
467.00 |
462.50 |
466.60 |
+16.60 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
1,194 |
15,893 |
-488 |
| Reuters CCI(ICE) |
| Jun09 |
090601 |
261.10 |
261.10 |
261.10 |
261.10 |
+7.30 |
0 |
50 |
+0 |
| Aug09 |
090519 |
411.50 |
411.50 |
411.50 |
411.50 |
+6.00 |
0 |
417 |
+1 |
| Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
0 |
151 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|