|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue June 02, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090602 |
1218.00 |
1221.75 |
1200.50 |
1209.00 |
-9.50 |
72,105 |
200,190 |
+921 |
| Aug09 |
090602 |
1174.75 |
1179.00 |
1160.50 |
1169.50 |
-6.00 |
10,080 |
28,696 |
+844 |
| Sep09 |
090602 |
1120.00 |
1120.25 |
1105.75 |
1115.00 |
-6.00 |
2,563 |
11,232 |
+437 |
| Nov09 |
090602 |
1085.00 |
1087.00 |
1073.25 |
1082.50 |
-3.50 |
28,589 |
147,728 |
+1,123 |
| Jan10 |
090602 |
1087.75 |
1089.00 |
1077.75 |
1087.50 |
-1.00 |
1,698 |
16,452 |
+265 |
| Mar10 |
090602 |
1075.00 |
1083.00 |
1073.00 |
1081.00 |
-1.00 |
815 |
14,601 |
+121 |
| May10 |
090602 |
1066.00 |
1067.50 |
1054.75 |
1067.50 |
+1.50 |
664 |
6,058 |
+113 |
| Total Volume and Open Interest |
118,810 |
447,818 |
+4,735 |
| Soybean Meal(CBOT) |
| Jul09 |
090602 |
390.80 |
392.00 |
383.20 |
387.50 |
-3.30 |
31,416 |
80,814 |
-1,052 |
| Aug09 |
090602 |
370.30 |
370.40 |
363.60 |
367.80 |
-1.80 |
5,602 |
22,010 |
+700 |
| Sep09 |
090602 |
350.30 |
352.30 |
346.50 |
350.30 |
-1.60 |
2,252 |
15,049 |
+475 |
| Oct09 |
090602 |
333.70 |
335.00 |
330.00 |
334.10 |
-0.80 |
1,685 |
14,662 |
+529 |
| Dec09 |
090602 |
326.00 |
326.70 |
321.00 |
325.80 |
unch |
8,208 |
36,403 |
-511 |
| Jan10 |
090602 |
320.30 |
321.60 |
317.70 |
321.60 |
+0.80 |
560 |
3,931 |
+204 |
| Mar10 |
090602 |
314.00 |
317.00 |
313.00 |
317.00 |
+1.70 |
919 |
3,297 |
+282 |
| May10 |
090602 |
307.50 |
309.00 |
306.00 |
309.00 |
+2.20 |
439 |
3,883 |
+41 |
| Total Volume and Open Interest |
51,522 |
183,071 |
+739 |
| Soybean Oil(CBOT) |
| Jul09 |
090602 |
40.43 |
40.53 |
39.94 |
40.50 |
+0.05 |
45,204 |
122,652 |
-2,539 |
| Aug09 |
090602 |
40.60 |
40.68 |
40.10 |
40.67 |
+0.06 |
9,008 |
25,397 |
+1,490 |
| Sep09 |
090602 |
40.40 |
40.85 |
40.30 |
40.84 |
+0.06 |
3,956 |
18,347 |
+695 |
| Oct09 |
090602 |
40.75 |
41.00 |
40.65 |
41.00 |
+0.06 |
1,435 |
10,109 |
+165 |
| Dec09 |
090602 |
41.27 |
41.38 |
40.80 |
41.36 |
+0.06 |
9,576 |
39,093 |
-164 |
| Jan10 |
090602 |
41.09 |
41.63 |
41.08 |
41.63 |
+0.09 |
605 |
4,174 |
+66 |
| Mar10 |
090602 |
41.74 |
41.83 |
41.51 |
41.83 |
+0.09 |
264 |
1,728 |
+126 |
| May10 |
090602 |
41.70 |
41.98 |
41.52 |
41.98 |
+0.09 |
266 |
2,255 |
+111 |
| Total Volume and Open Interest |
70,469 |
230,614 |
+1 |
| Canola(WCE) |
| Jul09 |
090602 |
467.0 |
471.1 |
461.2 |
467.2 |
+0.2 |
8,590 |
41,493 |
-3,547 |
| Nov09 |
090602 |
474.2 |
477.9 |
468.5 |
475.0 |
-0.3 |
7,272 |
59,759 |
+2,443 |
| Jan10 |
090602 |
474.8 |
483.0 |
474.8 |
480.8 |
-0.7 |
112 |
4,845 |
-30 |
| Mar10 |
090602 |
480.7 |
483.4 |
480.7 |
483.4 |
-0.7 |
0 |
1,425 |
-3 |
| May10 |
090602 |
484.4 |
484.4 |
484.4 |
484.4 |
-0.7 |
0 |
432 |
+0 |
| Total Volume and Open Interest |
15,974 |
108,509 |
-1,137 |
| Corn(CBOT) |
| Jul09 |
090602 |
443.25 |
450.00 |
440.50 |
449.50 |
+3.75 |
105,255 |
353,335 |
+4,489 |
| Sep09 |
090602 |
452.25 |
460.00 |
450.75 |
459.75 |
+4.00 |
21,224 |
146,768 |
+4,713 |
| Dec09 |
090602 |
466.75 |
473.50 |
464.00 |
472.75 |
+3.50 |
32,512 |
307,444 |
+4,277 |
| Mar10 |
090602 |
475.25 |
483.50 |
474.25 |
483.00 |
+4.00 |
3,405 |
49,712 |
+623 |
| May10 |
090602 |
481.50 |
490.25 |
481.25 |
490.25 |
+4.25 |
759 |
9,080 |
-155 |
| Jul10 |
090602 |
489.25 |
497.00 |
487.00 |
497.00 |
+4.75 |
1,759 |
28,323 |
+464 |
| Total Volume and Open Interest |
167,290 |
945,840 |
+14,638 |
| Wheat(CBOT) |
| Jul09 |
090602 |
672.00 |
673.25 |
658.25 |
669.50 |
-5.00 |
45,983 |
168,794 |
-285 |
| Sep09 |
090602 |
697.00 |
700.00 |
684.75 |
696.50 |
-4.50 |
15,946 |
63,154 |
+5,871 |
| Dec09 |
090602 |
717.00 |
721.50 |
707.25 |
719.50 |
-3.50 |
16,527 |
77,560 |
+1,981 |
| Mar10 |
090602 |
735.00 |
738.00 |
727.00 |
734.50 |
-3.75 |
525 |
6,198 |
+245 |
| May10 |
090602 |
740.50 |
746.25 |
733.50 |
746.25 |
-1.00 |
46 |
894 |
-11 |
| Total Volume and Open Interest |
80,866 |
333,757 |
+8,292 |
| Wheat(KCBT) |
| Jul09 |
090602 |
725.50 |
725.50 |
708.75 |
719.00 |
-7.00 |
8,080 |
40,927 |
-1,112 |
| Sep09 |
090602 |
736.00 |
736.00 |
720.00 |
730.00 |
-6.75 |
1,688 |
11,659 |
+346 |
| Dec09 |
090602 |
748.00 |
750.00 |
736.25 |
746.25 |
-6.25 |
3,366 |
25,340 |
+1,065 |
| Mar10 |
090602 |
762.00 |
762.75 |
752.00 |
761.00 |
-6.25 |
451 |
1,449 |
+290 |
| May10 |
090602 |
761.75 |
772.00 |
759.50 |
771.00 |
-0.75 |
6 |
105 |
-2 |
| Total Volume and Open Interest |
13,792 |
82,738 |
+720 |
| Wheat(MGE) |
| Jul09 |
090602 |
793.00 |
794.75 |
780.25 |
793.00 |
-2.00 |
2,021 |
13,782 |
-314 |
| Sep09 |
090602 |
791.75 |
800.00 |
786.00 |
799.00 |
-1.25 |
1,680 |
10,646 |
+145 |
| Dec09 |
090602 |
805.00 |
812.25 |
797.25 |
811.00 |
+1.50 |
683 |
7,363 |
+200 |
| Mar10 |
090602 |
812.00 |
822.50 |
805.50 |
821.75 |
+6.50 |
133 |
1,002 |
+22 |
| May10 |
090602 |
813.75 |
828.00 |
808.50 |
827.75 |
+11.50 |
58 |
336 |
-8 |
| Total Volume and Open Interest |
4,676 |
33,832 |
+51 |
| Oats(CBOT) |
| Jul09 |
090602 |
255.25 |
260.50 |
252.00 |
260.50 |
+6.50 |
1,417 |
6,228 |
-504 |
| Sep09 |
090602 |
263.50 |
269.75 |
263.00 |
269.75 |
+6.25 |
763 |
1,539 |
+653 |
| Dec09 |
090602 |
275.00 |
281.50 |
273.25 |
281.00 |
+7.00 |
244 |
6,366 |
+16 |
| Mar10 |
090602 |
293.50 |
293.50 |
287.00 |
293.50 |
+6.50 |
6 |
50 |
+3 |
| Total Volume and Open Interest |
2,430 |
14,183 |
+168 |
| Rough Rice(CBOT) |
| Jul09 |
090602 |
12.78 |
12.78 |
12.35 |
12.48 |
-0.09 |
872 |
3,628 |
-125 |
| Sep09 |
090602 |
12.81 |
12.93 |
12.66 |
12.71 |
-0.10 |
751 |
3,203 |
+349 |
| Nov09 |
090602 |
12.90 |
12.94 |
12.70 |
12.78 |
-0.10 |
355 |
1,579 |
-25 |
| Jan10 |
090602 |
13.00 |
13.02 |
12.90 |
12.90 |
-0.12 |
12 |
235 |
-2 |
| Total Volume and Open Interest |
2,007 |
8,990 |
+197 |
| Live Cattle(CME) |
| Jun09 |
090602 |
80.700 |
80.885 |
79.250 |
79.285 |
-1.250 |
8,979 |
22,726 |
-1,427 |
| Aug09 |
090602 |
81.550 |
81.900 |
80.385 |
80.650 |
-1.000 |
20,118 |
98,707 |
+5,837 |
| Oct09 |
090602 |
87.150 |
87.480 |
85.885 |
85.950 |
-1.300 |
7,232 |
50,427 |
+350 |
| Dec09 |
090602 |
89.730 |
89.885 |
88.000 |
88.135 |
-1.750 |
2,491 |
19,505 |
+220 |
| Feb10 |
090602 |
91.680 |
91.750 |
89.800 |
89.850 |
-1.800 |
694 |
9,588 |
+18 |
| Apr10 |
090602 |
93.700 |
93.700 |
91.900 |
92.150 |
-1.650 |
397 |
3,044 |
+78 |
| Total Volume and Open Interest |
39,955 |
204,599 |
+5,115 |
| Feeder Cattle(CME) |
| Aug09 |
090602 |
99.830 |
100.150 |
97.180 |
97.180 |
-3.000 |
2,373 |
16,766 |
+453 |
| Sep09 |
090602 |
99.800 |
100.300 |
97.330 |
97.330 |
-3.000 |
579 |
2,567 |
-72 |
| Oct09 |
090602 |
100.000 |
100.650 |
97.680 |
97.680 |
-3.000 |
497 |
3,393 |
+117 |
| Nov09 |
090602 |
100.230 |
100.750 |
97.650 |
97.650 |
-3.000 |
163 |
769 |
+32 |
| Jan10 |
090602 |
99.400 |
99.400 |
96.500 |
96.500 |
-3.000 |
33 |
110 |
+11 |
| Mar10 |
090602 |
98.000 |
99.500 |
96.700 |
96.700 |
-3.000 |
19 |
30 |
+12 |
| Apr10 |
090602 |
99.000 |
99.400 |
96.600 |
96.600 |
-3.000 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,664 |
23,636 |
+553 |
| Lean Hogs(CME) |
| Jun09 |
090602 |
62.000 |
62.050 |
59.750 |
59.750 |
-3.000 |
13,641 |
24,172 |
-3,256 |
| Jul09 |
090602 |
64.100 |
64.250 |
62.150 |
62.150 |
-3.000 |
13,857 |
51,693 |
+1,538 |
| Aug09 |
090602 |
65.000 |
65.100 |
63.050 |
63.050 |
-3.000 |
6,911 |
33,996 |
+1,095 |
| Oct09 |
090602 |
61.350 |
61.430 |
59.000 |
59.150 |
-2.430 |
3,131 |
24,795 |
-253 |
| Dec09 |
090602 |
63.550 |
63.700 |
61.535 |
61.985 |
-2.240 |
2,820 |
9,207 |
+972 |
| Feb10 |
090602 |
68.000 |
68.150 |
66.830 |
67.100 |
-1.330 |
329 |
1,765 |
+1 |
| Apr10 |
090602 |
70.850 |
71.700 |
70.300 |
70.300 |
-1.150 |
130 |
860 |
+8 |
| May10 |
090602 |
75.000 |
75.500 |
74.500 |
75.500 |
-0.500 |
12 |
59 |
-8 |
| Total Volume and Open Interest |
40,915 |
147,097 |
+136 |
| Pork Bellies(CME) |
| Jul09 |
090602 |
71.500 |
71.500 |
68.700 |
68.700 |
-3.000 |
128 |
639 |
-11 |
| Aug09 |
090602 |
72.500 |
72.500 |
68.900 |
68.900 |
-3.000 |
23 |
148 |
+12 |
| Feb10 |
090602 |
88.400 |
89.250 |
88.400 |
89.150 |
-0.100 |
0 |
7 |
+0 |
| Mar10 |
090602 |
89.750 |
89.750 |
89.300 |
89.750 |
+0.250 |
0 |
5 |
+0 |
| May10 |
090602 |
91.300 |
91.300 |
91.300 |
91.300 |
unch |
|
|
|
| Total Volume and Open Interest |
151 |
799 |
+1 |
| Class III Milk(CME) |
| Jun09 |
090602 |
10.18 |
10.35 |
10.12 |
10.12 |
-0.11 |
302 |
5,094 |
-15 |
| Jul09 |
090602 |
11.17 |
11.31 |
10.98 |
11.10 |
-0.12 |
304 |
3,949 |
+32 |
| Aug09 |
090602 |
12.55 |
12.75 |
12.35 |
12.35 |
-0.25 |
149 |
3,417 |
+11 |
| Sep09 |
090602 |
13.90 |
14.00 |
13.68 |
13.73 |
-0.15 |
99 |
3,008 |
-17 |
| Oct09 |
090602 |
14.51 |
14.54 |
14.33 |
14.40 |
-0.10 |
53 |
2,796 |
+20 |
| Total Volume and Open Interest |
1,146 |
30,432 |
+105 |
| Cocoa(ICE) |
| Jul09 |
090602 |
2627 |
2675 |
2606 |
2671 |
+30 |
9,865 |
35,236 |
-2,459 |
| Sep09 |
090602 |
2645 |
2700 |
2633 |
2697 |
+30 |
3,849 |
36,352 |
+710 |
| Dec09 |
090602 |
2662 |
2711 |
2654 |
2709 |
+30 |
1,274 |
21,352 |
+266 |
| Mar10 |
090602 |
2670 |
2717 |
2660 |
2717 |
+31 |
284 |
12,159 |
-9 |
| May10 |
090602 |
2692 |
2724 |
2692 |
2724 |
+31 |
143 |
3,073 |
+18 |
| Jul10 |
090602 |
2737 |
2737 |
2737 |
2737 |
+33 |
288 |
3,262 |
+209 |
| Sep10 |
090602 |
2710 |
2742 |
2707 |
2742 |
+33 |
120 |
1,955 |
+79 |
| Total Volume and Open Interest |
15,825 |
117,000 |
-1,188 |
| Coffee "C"(ICE) |
| Jul09 |
090602 |
141.50 |
142.90 |
140.00 |
142.00 |
-0.25 |
10,030 |
64,160 |
-3,004 |
| Sep09 |
090602 |
144.00 |
144.80 |
142.00 |
143.95 |
-0.25 |
3,012 |
37,633 |
+912 |
| Dec09 |
090602 |
145.80 |
146.45 |
143.80 |
145.80 |
-0.05 |
1,085 |
20,640 |
+238 |
| Mar10 |
090602 |
146.50 |
148.45 |
146.00 |
147.80 |
-0.10 |
637 |
12,065 |
-119 |
| May10 |
090602 |
148.00 |
150.00 |
147.50 |
149.35 |
-0.10 |
350 |
3,248 |
-159 |
| Jul10 |
090602 |
151.25 |
151.25 |
148.90 |
150.70 |
-0.25 |
17 |
1,434 |
+13 |
| Total Volume and Open Interest |
15,194 |
141,258 |
-2,116 |
| Orange Juice(ICE) |
| Jul09 |
090602 |
94.85 |
94.85 |
91.50 |
93.65 |
-0.60 |
1,741 |
21,284 |
-225 |
| Sep09 |
090602 |
97.50 |
97.50 |
94.75 |
96.85 |
-0.60 |
654 |
6,438 |
+739 |
| Nov09 |
090602 |
98.25 |
100.05 |
97.75 |
99.75 |
-0.60 |
80 |
3,376 |
+37 |
| Jan10 |
090602 |
102.50 |
102.75 |
102.50 |
102.75 |
-0.50 |
18 |
214 |
+12 |
| Mar10 |
090602 |
105.85 |
105.85 |
105.85 |
105.85 |
-0.50 |
0 |
106 |
+0 |
| May10 |
090602 |
108.10 |
108.10 |
108.10 |
108.10 |
-0.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,493 |
31,649 |
+563 |
| Sugar #11(ICE) |
| Jul09 |
090602 |
15.80 |
15.88 |
15.40 |
15.44 |
-0.41 |
55,421 |
318,921 |
-7,725 |
| Oct09 |
090602 |
16.84 |
16.89 |
16.53 |
16.59 |
-0.26 |
25,670 |
183,879 |
+2,541 |
| Mar10 |
090602 |
17.55 |
17.61 |
17.33 |
17.53 |
-0.06 |
9,473 |
115,696 |
+1,007 |
| May10 |
090602 |
17.30 |
17.37 |
17.05 |
17.28 |
-0.01 |
1,246 |
27,525 |
+71 |
| Jul10 |
090602 |
16.90 |
17.19 |
16.76 |
17.13 |
+0.19 |
3,721 |
24,943 |
+718 |
| Total Volume and Open Interest |
100,248 |
760,881 |
+7,048 |
| Sugar #14(ICE) |
| Jul09 |
090602 |
21.45 |
21.63 |
21.40 |
21.63 |
-0.17 |
6 |
1,065 |
+0 |
| Sep09 |
090602 |
22.10 |
22.30 |
22.10 |
22.30 |
-0.10 |
4 |
2,536 |
+4 |
| Total Volume and Open Interest |
10 |
3,601 |
+4 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090602 |
1690 |
1709 |
1663 |
1698 |
+11 |
3,437 |
33,699 |
+1,128 |
| Dec09 |
090602 |
1681 |
1700 |
1657 |
1691 |
+11 |
2,408 |
28,373 |
+157 |
| Mar10 |
090602 |
1680 |
1693 |
1659 |
1686 |
+9 |
2,184 |
23,993 |
+1,537 |
| May10 |
090602 |
1680 |
1695 |
1665 |
1687 |
+9 |
3,870 |
12,462 |
+3,284 |
| Jul10 |
090602 |
1690 |
1690 |
1690 |
1690 |
+9 |
203 |
2,518 |
+195 |
| Sep10 |
090602 |
1688 |
1702 |
1685 |
1694 |
+9 |
50 |
1,487 |
+43 |
| Total Volume and Open Interest |
38,438 |
164,679 |
+7,423 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090602 |
454.30 |
455.90 |
450.60 |
452.00 |
-1.70 |
2,491 |
43,651 |
-440 |
| Oct09 |
090602 |
459.00 |
460.90 |
457.00 |
458.30 |
-0.60 |
613 |
25,350 |
+329 |
| Dec09 |
090602 |
462.00 |
463.00 |
458.20 |
460.50 |
-0.80 |
119 |
8,336 |
+31 |
| Mar10 |
090602 |
464.50 |
464.50 |
459.80 |
462.10 |
-0.80 |
122 |
7,861 |
+26 |
| May10 |
090602 |
458.50 |
458.50 |
456.10 |
457.10 |
-0.60 |
5 |
892 |
-5 |
| Total Volume and Open Interest |
3,365 |
88,266 |
-59 |
| Cotton(ICE) |
| Jul09 |
090602 |
57.79 |
58.88 |
57.25 |
58.65 |
+0.86 |
13,349 |
75,732 |
-2,912 |
| Oct09 |
090602 |
60.15 |
61.16 |
60.15 |
60.93 |
+0.69 |
211 |
2,799 |
+123 |
| Dec09 |
090602 |
61.60 |
62.63 |
61.20 |
62.52 |
+0.80 |
6,536 |
43,391 |
+1,426 |
| Mar10 |
090602 |
63.76 |
64.45 |
63.76 |
64.39 |
+0.69 |
275 |
8,324 |
+68 |
| May10 |
090602 |
65.20 |
65.64 |
65.20 |
65.58 |
+0.69 |
35 |
295 |
+4 |
| Jul10 |
090602 |
65.94 |
66.85 |
65.94 |
66.77 |
+0.81 |
172 |
1,152 |
+126 |
| Total Volume and Open Interest |
20,600 |
133,749 |
-1,164 |
| Lumber(CME) |
| Jul09 |
090602 |
195.1 |
208.0 |
195.1 |
208.0 |
+10.0 |
1,786 |
4,656 |
-607 |
| Sep09 |
090602 |
208.7 |
221.6 |
208.4 |
217.7 |
+6.1 |
1,227 |
3,324 |
+693 |
| Nov09 |
090602 |
200.1 |
212.5 |
200.1 |
212.5 |
+10.0 |
107 |
476 |
+75 |
| Jan10 |
090602 |
224.6 |
235.0 |
220.0 |
235.0 |
+9.6 |
49 |
257 |
+20 |
| Total Volume and Open Interest |
3,169 |
8,726 |
+181 |
| Crude Oil(NYM) |
| Jul09 |
090602 |
68.04 |
69.05 |
67.50 |
68.55 |
-0.03 |
261,370 |
347,339 |
+707 |
| Aug09 |
090602 |
68.88 |
69.91 |
68.36 |
69.43 |
+0.06 |
62,920 |
116,690 |
+6,084 |
| Sep09 |
090602 |
69.45 |
70.68 |
69.14 |
70.25 |
+0.18 |
20,180 |
74,171 |
-1,459 |
| Oct09 |
090602 |
69.99 |
71.24 |
69.70 |
70.93 |
+0.35 |
10,799 |
41,419 |
-448 |
| Nov09 |
090602 |
70.64 |
71.86 |
70.31 |
71.54 |
+0.50 |
10,788 |
21,303 |
-421 |
| Dec09 |
090602 |
70.98 |
72.44 |
70.63 |
72.15 |
+0.63 |
36,469 |
131,443 |
+308 |
| Jan10 |
090602 |
71.39 |
72.68 |
71.24 |
72.64 |
+0.72 |
4,078 |
27,161 |
+371 |
| Feb10 |
090602 |
71.71 |
73.12 |
71.71 |
73.04 |
+0.82 |
3,308 |
17,238 |
+191 |
| Mar10 |
090602 |
72.38 |
73.46 |
72.38 |
73.39 |
+0.91 |
3,600 |
16,749 |
+799 |
| Apr10 |
090602 |
72.60 |
73.81 |
72.60 |
73.74 |
+1.00 |
1,979 |
7,576 |
+429 |
| May10 |
090602 |
73.85 |
74.44 |
73.85 |
74.09 |
+1.10 |
1,514 |
6,286 |
+486 |
| Jun10 |
090602 |
72.50 |
74.60 |
72.50 |
74.44 |
+1.20 |
6,159 |
33,639 |
-198 |
| Jul10 |
090602 |
73.93 |
75.50 |
73.81 |
74.82 |
+1.36 |
1,414 |
8,300 |
+541 |
| Aug10 |
090602 |
75.08 |
75.08 |
75.08 |
75.08 |
+1.40 |
886 |
4,596 |
+312 |
| Sep10 |
090602 |
74.11 |
75.28 |
73.84 |
75.28 |
+1.38 |
753 |
8,614 |
+235 |
| Oct10 |
090602 |
75.49 |
75.49 |
75.49 |
75.49 |
+1.37 |
534 |
3,999 |
+238 |
| Total Volume and Open Interest |
462,804 |
1,163,773 |
+15,565 |
| 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 |
090602 |
68.700 |
69.975 |
68.400 |
69.425 |
+0.050 |
319 |
771 |
+40 |
| Sep09 |
090602 |
69.850 |
70.600 |
69.250 |
70.250 |
+0.175 |
19 |
208 |
-2 |
| Oct09 |
090602 |
69.900 |
70.925 |
69.900 |
70.925 |
+0.350 |
1 |
28 |
-1 |
| Nov09 |
090602 |
71.550 |
71.550 |
71.550 |
71.550 |
+0.500 |
1 |
24 |
+1 |
| Dec09 |
090602 |
72.150 |
72.150 |
72.150 |
72.150 |
+0.625 |
13 |
93 |
+10 |
| Jan10 |
090602 |
72.650 |
72.650 |
72.650 |
72.650 |
+0.725 |
|
|
|
| Feb10 |
090602 |
73.050 |
73.050 |
73.050 |
73.050 |
+0.825 |
|
|
|
| Mar10 |
090602 |
73.400 |
73.400 |
73.400 |
73.400 |
+0.925 |
|
|
|
| Total Volume and Open Interest |
13,131 |
5,538 |
+249 |
| Heating Oil(NYM) |
| Jul09 |
090602 |
176.50 |
181.25 |
174.72 |
179.79 |
+2.14 |
41,926 |
68,435 |
+2,380 |
| Aug09 |
090602 |
179.10 |
184.11 |
177.78 |
182.79 |
+2.03 |
13,105 |
27,816 |
+1,716 |
| Sep09 |
090602 |
182.69 |
187.47 |
181.97 |
186.20 |
+1.89 |
7,401 |
22,703 |
+1,764 |
| Oct09 |
090602 |
186.36 |
190.75 |
186.25 |
189.62 |
+1.66 |
4,715 |
15,985 |
+428 |
| Nov09 |
090602 |
189.16 |
193.30 |
189.16 |
192.45 |
+1.57 |
3,052 |
13,528 |
+596 |
| Dec09 |
090602 |
192.00 |
196.37 |
191.35 |
195.24 |
+1.51 |
4,967 |
28,958 |
-391 |
| Jan10 |
090602 |
195.84 |
198.55 |
195.84 |
197.94 |
+1.41 |
873 |
12,097 |
-33 |
| Feb10 |
090602 |
196.70 |
200.55 |
196.70 |
199.89 |
+1.31 |
359 |
8,340 |
-36 |
| Mar10 |
090602 |
198.89 |
201.60 |
198.89 |
200.84 |
+1.21 |
390 |
5,649 |
-130 |
| Apr10 |
090602 |
199.65 |
200.94 |
199.65 |
200.94 |
+1.11 |
369 |
3,629 |
-37 |
| May10 |
090602 |
200.48 |
201.54 |
200.48 |
201.54 |
+1.06 |
184 |
4,380 |
+40 |
| Jun10 |
090602 |
199.67 |
203.67 |
199.47 |
202.64 |
+1.01 |
791 |
13,612 |
+324 |
| Total Volume and Open Interest |
79,118 |
261,272 |
-820 |
| Gasoline(NYMEX) |
| Jul09 |
090602 |
191.72 |
194.45 |
190.48 |
192.52 |
+0.09 |
40,540 |
94,714 |
+651 |
| Aug09 |
090602 |
190.50 |
193.15 |
189.20 |
191.43 |
+0.20 |
14,325 |
37,533 |
+1,100 |
| Sep09 |
090602 |
188.95 |
191.80 |
188.27 |
190.54 |
+0.38 |
5,977 |
26,455 |
+575 |
| Oct09 |
090602 |
179.29 |
181.30 |
178.10 |
180.24 |
+0.49 |
3,728 |
15,655 |
+291 |
| Nov09 |
090602 |
178.50 |
180.38 |
176.98 |
179.32 |
+0.85 |
2,548 |
7,617 |
+420 |
| Dec09 |
090602 |
177.86 |
180.92 |
177.50 |
179.99 |
+1.09 |
2,707 |
12,798 |
+508 |
| Jan10 |
090602 |
180.93 |
182.29 |
180.75 |
182.29 |
+1.14 |
591 |
3,375 |
-2 |
| Feb10 |
090602 |
183.10 |
184.74 |
183.10 |
184.74 |
+1.14 |
202 |
896 |
+49 |
| Mar10 |
090602 |
185.51 |
187.49 |
185.51 |
187.49 |
+1.14 |
118 |
1,541 |
-5 |
| Apr10 |
090602 |
199.15 |
201.75 |
199.15 |
201.29 |
+1.09 |
87 |
1,915 |
+37 |
| Total Volume and Open Interest |
70,912 |
210,089 |
-4,516 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090602 |
1.92 |
1.92 |
1.92 |
1.93 |
+0.01 |
0 |
2 |
+1 |
| Aug09 |
090602 |
191.43 |
191.43 |
191.43 |
191.43 |
+0.20 |
|
|
|
| Sep09 |
090602 |
190.54 |
190.54 |
190.54 |
190.54 |
+0.38 |
|
|
|
| Oct09 |
090602 |
180.24 |
180.24 |
180.24 |
180.24 |
+0.49 |
|
|
|
| Total Volume and Open Interest |
1 |
4 |
+1 |
| Natural Gas(NYM) |
| Jul09 |
090602 |
4.203 |
4.284 |
4.069 |
4.120 |
-0.129 |
103,934 |
142,531 |
-387 |
| Aug09 |
090602 |
4.326 |
4.408 |
4.208 |
4.258 |
-0.115 |
17,104 |
53,469 |
-1,840 |
| Sep09 |
090602 |
4.407 |
4.487 |
4.324 |
4.369 |
-0.103 |
9,813 |
48,452 |
+530 |
| Oct09 |
090602 |
4.574 |
4.659 |
4.482 |
4.530 |
-0.099 |
11,413 |
61,822 |
-113 |
| Nov09 |
090602 |
5.260 |
5.260 |
5.122 |
5.160 |
-0.094 |
4,036 |
29,271 |
+776 |
| Dec09 |
090602 |
5.870 |
5.960 |
5.814 |
5.851 |
-0.088 |
3,299 |
38,303 |
+33 |
| Jan10 |
090602 |
6.175 |
6.240 |
6.120 |
6.164 |
-0.075 |
5,584 |
34,162 |
+153 |
| Feb10 |
090602 |
6.300 |
6.300 |
6.173 |
6.201 |
-0.076 |
1,140 |
17,208 |
+245 |
| Mar10 |
090602 |
6.230 |
6.230 |
6.104 |
6.139 |
-0.068 |
2,894 |
36,537 |
+320 |
| Apr10 |
090602 |
6.080 |
6.080 |
5.954 |
5.989 |
-0.068 |
1,769 |
35,314 |
+101 |
| May10 |
090602 |
6.045 |
6.048 |
6.018 |
6.031 |
-0.068 |
184 |
13,184 |
-12 |
| Jun10 |
090602 |
6.187 |
6.187 |
6.116 |
6.134 |
-0.070 |
26 |
8,406 |
-19 |
| Jul10 |
090602 |
6.285 |
6.285 |
6.240 |
6.254 |
-0.070 |
445 |
7,706 |
+227 |
| Aug10 |
090602 |
6.340 |
6.355 |
6.335 |
6.344 |
-0.070 |
842 |
9,060 |
+565 |
| Sep10 |
090602 |
6.406 |
6.406 |
6.388 |
6.394 |
-0.070 |
153 |
6,588 |
+30 |
| Oct10 |
090602 |
6.500 |
6.500 |
6.470 |
6.489 |
-0.068 |
369 |
15,215 |
-22 |
| Total Volume and Open Interest |
163,522 |
685,105 |
+665 |
| Brent Crude Oil(ICE) |
| Jul09 |
090602 |
67.44 |
68.55 |
67.05 |
68.17 |
+0.20 |
101,714 |
154,670 |
-2,589 |
| Aug09 |
090602 |
67.93 |
69.23 |
67.68 |
68.85 |
+0.24 |
47,706 |
125,251 |
+6,983 |
| Sep09 |
090602 |
68.56 |
69.89 |
68.32 |
69.52 |
+0.31 |
21,736 |
74,137 |
+1,265 |
| Oct09 |
090602 |
69.20 |
70.51 |
68.87 |
70.18 |
+0.43 |
11,320 |
42,147 |
+3,198 |
| Nov09 |
090602 |
69.78 |
71.14 |
69.46 |
70.84 |
+0.52 |
6,836 |
21,624 |
+1,474 |
| Dec09 |
090602 |
70.37 |
71.76 |
70.06 |
71.50 |
+0.59 |
15,417 |
79,608 |
-404 |
| Jan10 |
090602 |
70.57 |
72.09 |
70.57 |
72.09 |
+0.66 |
2,860 |
22,686 |
+387 |
| Feb10 |
090602 |
71.42 |
72.58 |
71.19 |
72.58 |
+0.70 |
1,807 |
11,082 |
+223 |
| Mar10 |
090602 |
71.61 |
73.05 |
71.61 |
73.05 |
+0.77 |
1,320 |
7,962 |
-14 |
| Apr10 |
090602 |
73.50 |
73.50 |
73.50 |
73.50 |
+0.86 |
841 |
4,154 |
+90 |
| May10 |
090602 |
72.63 |
73.92 |
72.63 |
73.92 |
+0.95 |
469 |
3,965 |
+67 |
| Jun10 |
090602 |
72.70 |
74.45 |
72.70 |
74.29 |
+1.09 |
2,067 |
28,936 |
+534 |
| Jul10 |
090602 |
74.66 |
74.66 |
74.66 |
74.66 |
+1.22 |
306 |
6,316 |
-12 |
| Aug10 |
090602 |
74.93 |
74.93 |
74.93 |
74.93 |
+1.24 |
212 |
5,903 |
+31 |
| Total Volume and Open Interest |
221,143 |
721,844 |
+11,426 |
| Gas Oil(ICE) |
| Jun09 |
090602 |
548.00 |
563.25 |
542.75 |
556.50 |
+18.25 |
33,086 |
71,589 |
-4,652 |
| Jul09 |
090602 |
559.00 |
574.25 |
553.50 |
567.50 |
+18.00 |
54,530 |
101,341 |
+5,049 |
| Aug09 |
090602 |
568.25 |
585.00 |
564.50 |
578.50 |
+17.75 |
17,662 |
47,343 |
+103 |
| Sep09 |
090602 |
578.50 |
594.75 |
576.00 |
589.25 |
+17.25 |
8,250 |
39,713 |
+77 |
| Oct09 |
090602 |
587.00 |
604.50 |
586.00 |
599.00 |
+16.75 |
4,469 |
31,295 |
-975 |
| Nov09 |
090602 |
595.75 |
612.50 |
595.75 |
607.25 |
+15.75 |
2,732 |
18,305 |
+580 |
| Dec09 |
090602 |
604.00 |
620.75 |
603.00 |
614.75 |
+15.25 |
9,085 |
60,951 |
-25 |
| Jan10 |
090602 |
614.00 |
626.25 |
611.25 |
622.75 |
+15.00 |
1,585 |
23,209 |
+277 |
| Feb10 |
090602 |
621.50 |
630.00 |
621.50 |
630.00 |
+14.50 |
414 |
12,583 |
-33 |
| Mar10 |
090602 |
629.50 |
639.25 |
627.75 |
636.25 |
+14.25 |
666 |
14,729 |
+25 |
| Total Volume and Open Interest |
135,880 |
522,240 |
+723 |
| Ethanol(CBOT) |
| Jun09 |
090602 |
1.770 |
1.780 |
1.770 |
1.780 |
+0.010 |
29 |
111 |
-436 |
| Jul09 |
090602 |
1.770 |
1.797 |
1.770 |
1.784 |
+0.015 |
234 |
1,019 |
+115 |
| Aug09 |
090602 |
1.770 |
1.787 |
1.770 |
1.782 |
+0.002 |
18 |
397 |
+18 |
| Sep09 |
090602 |
1.772 |
1.800 |
1.772 |
1.800 |
+0.015 |
35 |
255 |
+35 |
| Oct09 |
090602 |
1.790 |
1.790 |
1.790 |
1.790 |
unch |
202 |
218 |
-34 |
| Nov09 |
090602 |
1.777 |
1.805 |
1.777 |
1.799 |
+0.039 |
10 |
380 |
+10 |
| Dec09 |
090602 |
1.779 |
1.791 |
1.779 |
1.791 |
+0.010 |
5 |
430 |
+0 |
| Jan10 |
090602 |
1.781 |
1.822 |
1.781 |
1.817 |
+0.003 |
10 |
464 |
+0 |
| Total Volume and Open Interest |
558 |
4,381 |
-277 |
| US Dollar Index(ICE) |
| Jun09 |
090602 |
79.130 |
79.500 |
78.375 |
78.470 |
-0.690 |
8,627 |
35,317 |
-1,654 |
| Sep09 |
090602 |
79.595 |
79.950 |
78.830 |
78.935 |
-0.675 |
597 |
2,958 |
+118 |
| Dec09 |
090602 |
79.760 |
79.760 |
79.220 |
79.285 |
-0.675 |
6 |
26 |
+4 |
| Total Volume and Open Interest |
9,230 |
38,301 |
-1,532 |
| Australian Dollar(CME) |
| Jun09 |
090602 |
80.92 |
82.24 |
80.42 |
82.08 |
+1.06 |
54,669 |
87,877 |
-577 |
| Sep09 |
090602 |
80.18 |
81.69 |
79.91 |
81.54 |
+1.04 |
666 |
1,787 |
-11 |
| Dec09 |
090602 |
80.00 |
81.04 |
80.00 |
81.04 |
+1.02 |
2 |
214 |
+2 |
| Total Volume and Open Interest |
55,337 |
89,893 |
-586 |
| British Pound(CME) |
| Jun09 |
090602 |
164.40 |
165.98 |
163.24 |
165.74 |
+1.29 |
106,080 |
80,920 |
-2,976 |
| Sep09 |
090602 |
164.45 |
165.92 |
163.21 |
165.70 |
+1.30 |
4,857 |
15,161 |
+3,146 |
| Dec09 |
090602 |
163.80 |
165.66 |
163.38 |
165.66 |
+1.30 |
2 |
191 |
+0 |
| Total Volume and Open Interest |
110,939 |
96,274 |
+170 |
| Canadian Dollar(CME) |
| Jun09 |
090602 |
91.59 |
92.69 |
91.14 |
92.52 |
+0.72 |
74,690 |
85,873 |
+1,120 |
| Sep09 |
090602 |
91.71 |
92.73 |
91.21 |
92.58 |
+0.72 |
1,469 |
5,095 |
+327 |
| Dec09 |
090602 |
92.48 |
92.78 |
91.48 |
92.66 |
+0.72 |
121 |
1,528 |
+5 |
| Mar10 |
090602 |
92.72 |
92.84 |
91.76 |
92.72 |
+0.72 |
15 |
437 |
+8 |
| Total Volume and Open Interest |
76,295 |
93,143 |
+1,460 |
| Japanese Yen(CME) |
| Jun09 |
090602 |
103.59 |
104.93 |
103.47 |
104.56 |
+0.93 |
92,023 |
91,595 |
+1,224 |
| Sep09 |
090602 |
103.64 |
105.02 |
103.63 |
104.68 |
+0.93 |
1,030 |
3,779 |
+258 |
| Dec09 |
090602 |
105.00 |
105.00 |
103.91 |
104.84 |
+0.93 |
0 |
130 |
+0 |
| Total Volume and Open Interest |
93,053 |
95,517 |
+1,482 |
| Swiss Franc(CME) |
| Jun09 |
090602 |
93.43 |
94.43 |
93.08 |
94.28 |
+0.84 |
49,197 |
42,786 |
+1,242 |
| Sep09 |
090602 |
93.65 |
94.53 |
93.18 |
94.39 |
+0.84 |
697 |
1,517 |
+113 |
| Dec09 |
090602 |
94.35 |
94.55 |
93.57 |
94.55 |
+0.84 |
1 |
11 |
+0 |
| Total Volume and Open Interest |
49,895 |
44,314 |
+1,355 |
| EuroFX(CME) |
| Jun09 |
090602 |
141.52 |
143.32 |
141.01 |
143.18 |
+1.49 |
251,387 |
130,409 |
-1,346 |
| Sep09 |
090602 |
141.44 |
143.20 |
140.92 |
143.07 |
+1.48 |
3,876 |
9,185 |
+306 |
| Dec09 |
090602 |
142.15 |
143.02 |
141.05 |
143.02 |
+1.49 |
43 |
129 |
+11 |
| Total Volume and Open Interest |
255,306 |
139,727 |
-1,029 |
| Mexican Peso(CME) |
| Jun09 |
090602 |
752.2 |
759.5 |
749.2 |
757.8 |
+3.5 |
12,354 |
48,210 |
+3,308 |
| Jul09 |
090602 |
756.5 |
756.5 |
753.0 |
756.5 |
+3.5 |
|
|
|
| Total Volume and Open Interest |
12,716 |
53,332 |
+3,447 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090602 |
116~140 |
117~005 |
115~280 |
116~245 |
+0~250 |
127,746 |
109,212 |
-41,463 |
| Sep09 |
090602 |
115~000 |
115~180 |
114~140 |
115~110 |
+0~250 |
305,437 |
676,238 |
+3,646 |
| Dec09 |
090602 |
113~070 |
114~000 |
113~070 |
114~000 |
+0~250 |
50 |
269 |
+10 |
| Total Volume and Open Interest |
433,233 |
785,771 |
-37,807 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090602 |
117~080 |
117~195 |
116~265 |
117~075 |
+0~060 |
319,268 |
128,222 |
-102,823 |
| Sep09 |
090602 |
115~210 |
115~315 |
115~065 |
115~190 |
+0~055 |
899,981 |
1,064,273 |
+46,657 |
| Dec09 |
090602 |
114~285 |
114~285 |
114~230 |
114~285 |
+0~055 |
1 |
6 |
+1 |
| Total Volume and Open Interest |
1,219,250 |
1,192,501 |
-56,165 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090602 |
115~094 |
115~119 |
115~073 |
115~102 |
+0~020 |
8,782 |
179,834 |
-65,090 |
| Sep09 |
090602 |
114~083 |
114~115 |
114~065 |
114~093 |
+0~021 |
452,762 |
644,750 |
+30,998 |
| Dec09 |
090602 |
52~005 |
52~005 |
51~112 |
52~005 |
+0~021 |
|
|
|
| Total Volume and Open Interest |
663,125 |
824,584 |
-34,092 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090602 |
108~120 |
108~124 |
108~112 |
108~112 |
unch |
737 |
72,770 |
-33,670 |
| Sep09 |
090602 |
108~044 |
108~057 |
108~040 |
108~043 |
+0~004 |
190,819 |
439,589 |
+42,955 |
| Dec09 |
090602 |
107~112 |
107~112 |
107~108 |
107~112 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
295,104 |
512,359 |
+9,285 |
| Eurodollars(CME) |
| Jun09 |
090602 |
99.323 |
99.355 |
99.320 |
99.348 |
+0.023 |
155,260 |
865,842 |
-7,021 |
| Sep09 |
090602 |
99.215 |
99.275 |
99.205 |
99.255 |
+0.040 |
173,190 |
1,059,173 |
+6,300 |
| Dec09 |
090602 |
98.975 |
99.050 |
98.975 |
99.030 |
+0.050 |
173,548 |
887,813 |
-753 |
| Mar10 |
090602 |
98.815 |
98.890 |
98.810 |
98.860 |
+0.050 |
187,490 |
769,124 |
+4,855 |
| Jun10 |
090602 |
98.515 |
98.595 |
98.505 |
98.565 |
+0.050 |
225,135 |
516,532 |
-7,964 |
| Sep10 |
090602 |
98.190 |
98.280 |
98.180 |
98.240 |
+0.055 |
187,711 |
486,456 |
+14,777 |
| Dec10 |
090602 |
97.785 |
97.895 |
97.785 |
97.850 |
+0.060 |
124,854 |
532,631 |
-616 |
| Mar11 |
090602 |
97.440 |
97.560 |
97.440 |
97.500 |
+0.060 |
107,933 |
298,971 |
-5,945 |
| Jun11 |
090602 |
97.065 |
97.185 |
97.050 |
97.120 |
+0.060 |
71,530 |
292,786 |
-7,480 |
| Sep11 |
090602 |
96.715 |
96.830 |
96.690 |
96.765 |
+0.060 |
59,430 |
208,981 |
+1,111 |
| Dec11 |
090602 |
96.370 |
96.470 |
96.325 |
96.405 |
+0.055 |
46,342 |
134,428 |
-215 |
| Mar12 |
090602 |
96.105 |
96.205 |
96.050 |
96.135 |
+0.050 |
38,108 |
107,076 |
-596 |
| Jun12 |
090602 |
95.870 |
95.950 |
95.790 |
95.875 |
+0.045 |
18,967 |
97,581 |
-474 |
| Sep12 |
090602 |
95.705 |
95.745 |
95.570 |
95.660 |
+0.040 |
14,341 |
68,303 |
-88 |
| Dec12 |
090602 |
95.450 |
95.550 |
95.365 |
95.465 |
+0.040 |
12,088 |
55,196 |
-387 |
| Mar13 |
090602 |
95.405 |
95.440 |
95.245 |
95.345 |
+0.035 |
11,098 |
62,147 |
-103 |
| Jun13 |
090602 |
95.275 |
95.310 |
95.110 |
95.210 |
+0.030 |
9,391 |
24,390 |
+421 |
| Sep13 |
090602 |
95.115 |
95.195 |
94.985 |
95.090 |
+0.025 |
9,969 |
39,074 |
+19 |
| Total Volume and Open Interest |
1,663,745 |
6,710,718 |
-3,603 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090602 |
99.800 |
99.812 |
99.800 |
99.808 |
-0.005 |
2,647 |
55,078 |
-899 |
| Jul09 |
090602 |
99.790 |
99.810 |
99.790 |
99.805 |
+0.005 |
2,009 |
45,116 |
+93 |
| Aug09 |
090602 |
99.775 |
99.790 |
99.775 |
99.780 |
unch |
2,429 |
38,564 |
-1,364 |
| Sep09 |
090602 |
99.755 |
99.775 |
99.755 |
99.765 |
unch |
3,418 |
30,997 |
-1,085 |
| Oct09 |
090602 |
99.745 |
99.760 |
99.745 |
99.750 |
unch |
3,984 |
32,090 |
+252 |
| Nov09 |
090602 |
99.705 |
99.725 |
99.705 |
99.715 |
unch |
3,691 |
49,053 |
-1,341 |
| Total Volume and Open Interest |
42,164 |
373,996 |
-74,520 |
| 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 |
090602 |
99.45 |
99.46 |
99.45 |
99.46 |
+0.01 |
|
|
|
| Sep09 |
090602 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Dec09 |
090602 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
|
|
|
| Mar10 |
090602 |
99.53 |
99.53 |
99.43 |
99.43 |
-0.10 |
|
|
|
| Jun10 |
090602 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Sep10 |
090602 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
| Dec10 |
090602 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
|
|
|
| Mar11 |
090602 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090602 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Sep11 |
090602 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090602 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
0 |
13,016 |
+0 |
| Sep09 |
090602 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.01 |
39 |
5,132 |
+0 |
| Dec09 |
090602 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
2,618 |
+0 |
| Mar10 |
090602 |
99.54 |
99.54 |
99.53 |
99.53 |
unch |
0 |
2,410 |
+0 |
| Jun10 |
090602 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
800 |
+0 |
| Sep10 |
090602 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
0 |
281 |
+0 |
| Dec10 |
090602 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
252 |
+0 |
| Mar11 |
090602 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
412 |
+0 |
| Total Volume and Open Interest |
96 |
26,496 |
+33 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090602 |
136.24 |
136.35 |
136.10 |
136.29 |
-0.14 |
3,306 |
17,792 |
+997 |
| Sep09 |
090602 |
135.74 |
135.74 |
135.57 |
135.72 |
-0.11 |
120 |
140 |
+0 |
| Dec09 |
090602 |
135.72 |
135.72 |
135.72 |
135.72 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
2,011 |
18,488 |
+556 |
| 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 |
090602 |
114.18 |
114.48 |
114.13 |
114.45 |
+0.16 |
41,786 |
107,833 |
+23,415 |
| Dec09 |
090602 |
113.16 |
113.16 |
113.16 |
113.16 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
469,700 |
781,789 |
+21,270 |
| 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 |
090602 |
117~31 |
118~04 |
117~15 |
117~15 |
-0~17 |
16,460 |
51,663 |
-7,521 |
| Sep09 |
090602 |
116~17 |
116~21 |
115~30 |
115~31 |
-0~17 |
76,571 |
219,470 |
+1,151 |
| Total Volume and Open Interest |
93,031 |
271,133 |
-6,370 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090602 |
98.78 |
98.81 |
98.78 |
98.79 |
unch |
46,952 |
302,366 |
+12,804 |
| Sep09 |
090602 |
98.87 |
98.93 |
98.87 |
98.91 |
+0.03 |
39,708 |
292,509 |
-2,564 |
| Dec09 |
090602 |
98.66 |
98.73 |
98.66 |
98.72 |
+0.03 |
38,869 |
300,992 |
+3,503 |
| Mar10 |
090602 |
98.50 |
98.56 |
98.49 |
98.53 |
+0.02 |
59,019 |
366,025 |
-4,696 |
| Jun10 |
090602 |
98.14 |
98.21 |
98.14 |
98.17 |
unch |
48,861 |
271,365 |
+2,557 |
| Sep10 |
090602 |
97.75 |
97.82 |
97.75 |
97.78 |
-0.01 |
53,194 |
252,811 |
+422 |
| Total Volume and Open Interest |
360,323 |
2,304,815 |
+16,261 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090602 |
98.790 |
98.820 |
98.780 |
98.805 |
+0.015 |
85,137 |
606,968 |
+34,248 |
| Sep09 |
090602 |
98.870 |
98.925 |
98.860 |
98.905 |
+0.025 |
96,280 |
575,752 |
+386 |
| Dec09 |
090602 |
98.745 |
98.820 |
98.725 |
98.805 |
+0.035 |
103,115 |
538,460 |
+3,043 |
| Total Volume and Open Interest |
759,880 |
3,571,078 |
+14,925 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090602 |
96.83 |
96.84 |
96.76 |
96.79 |
-0.04 |
9,452 |
232,349 |
-3,260 |
| Sep09 |
090602 |
96.96 |
96.98 |
96.88 |
96.91 |
-0.06 |
18,999 |
268,924 |
-1,210 |
| Dec09 |
090602 |
96.94 |
96.94 |
96.82 |
96.86 |
-0.08 |
9,876 |
158,076 |
+1,154 |
| Mar10 |
090602 |
96.70 |
96.71 |
96.53 |
96.60 |
-0.11 |
4,087 |
100,611 |
-864 |
| Jun10 |
090602 |
96.32 |
96.33 |
96.14 |
96.20 |
-0.13 |
2,864 |
74,668 |
-66 |
| Sep10 |
090602 |
95.90 |
95.92 |
95.71 |
95.77 |
-0.14 |
2,123 |
41,369 |
+129 |
| Dec10 |
090602 |
95.47 |
95.49 |
95.29 |
95.32 |
-0.17 |
1,144 |
24,350 |
+258 |
| Mar11 |
090602 |
95.00 |
95.00 |
94.90 |
94.92 |
-0.19 |
991 |
14,486 |
+355 |
| Jun11 |
090602 |
94.56 |
94.56 |
94.56 |
94.56 |
-0.19 |
114 |
2,290 |
+76 |
| Sep11 |
090602 |
94.24 |
94.24 |
94.24 |
94.24 |
-0.18 |
100 |
739 |
+0 |
| Total Volume and Open Interest |
50,050 |
919,020 |
-3,462 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090602 |
94.66 |
94.69 |
94.52 |
94.55 |
-0.20 |
49,718 |
357,151 |
+40,509 |
| Sep09 |
090602 |
94.54 |
94.54 |
94.48 |
94.49 |
-0.12 |
1,351 |
7,190 |
+1,351 |
| Total Volume and Open Interest |
26,298 |
356,105 |
-6,885 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090602 |
95.99 |
96.00 |
95.82 |
95.88 |
-0.11 |
65,940 |
612,921 |
+10,449 |
| Sep09 |
090602 |
95.67 |
95.67 |
95.56 |
95.61 |
-0.13 |
476 |
10,083 |
+450 |
| Total Volume and Open Interest |
66,416 |
623,004 |
-5,224 |
| Gold(CMX) |
| Jun09 |
090602 |
974.7 |
986.5 |
969.8 |
983.2 |
+4.6 |
7,607 |
4,931 |
-4,687 |
| Aug09 |
090602 |
976.9 |
988.3 |
970.5 |
984.4 |
+4.4 |
102,467 |
251,102 |
+472 |
| Oct09 |
090602 |
977.4 |
989.4 |
972.0 |
985.8 |
+4.4 |
547 |
11,353 |
+76 |
| Dec09 |
090602 |
980.1 |
990.2 |
974.0 |
987.1 |
+4.3 |
1,254 |
41,379 |
+149 |
| Feb10 |
090602 |
986.3 |
991.2 |
984.9 |
988.5 |
+4.2 |
501 |
11,963 |
+421 |
| Apr10 |
090602 |
985.5 |
993.6 |
985.5 |
989.9 |
+4.2 |
575 |
14,973 |
+212 |
| Jun10 |
090602 |
982.2 |
991.5 |
982.2 |
991.5 |
+4.2 |
53 |
11,060 |
-1 |
| Aug10 |
090602 |
993.3 |
993.3 |
993.3 |
993.3 |
+4.1 |
0 |
537 |
+0 |
| Oct10 |
090602 |
995.5 |
995.5 |
995.5 |
995.5 |
+4.0 |
0 |
502 |
+0 |
| Dec10 |
090602 |
987.0 |
1000.4 |
987.0 |
997.8 |
+3.9 |
35 |
12,575 |
+9 |
| Feb11 |
090602 |
1000.7 |
1000.7 |
1000.7 |
1000.7 |
+3.8 |
0 |
12 |
+0 |
| Apr11 |
090602 |
1003.9 |
1003.9 |
1003.9 |
1003.9 |
+3.7 |
|
|
|
| Total Volume and Open Interest |
114,359 |
388,632 |
-3,138 |
| Silver(CMX) |
| Jul09 |
090602 |
1562.5 |
1602.0 |
1545.0 |
1595.5 |
+22.0 |
28,772 |
60,097 |
-395 |
| Sep09 |
090602 |
1555.0 |
1603.0 |
1547.5 |
1598.5 |
+22.3 |
1,947 |
9,599 |
+316 |
| Dec09 |
090602 |
1560.0 |
1607.0 |
1550.5 |
1601.6 |
+22.4 |
1,552 |
15,410 |
+302 |
| Mar10 |
090602 |
1604.0 |
1604.0 |
1604.0 |
1604.0 |
+22.4 |
29 |
5,691 |
+18 |
| May10 |
090602 |
1607.0 |
1607.0 |
1605.7 |
1605.7 |
+22.3 |
25 |
2,569 |
+18 |
| Jul10 |
090602 |
1599.0 |
1607.4 |
1599.0 |
1607.4 |
+22.2 |
576 |
2,500 |
+57 |
| Sep10 |
090602 |
1598.0 |
1609.2 |
1598.0 |
1609.2 |
+22.1 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
33,164 |
102,631 |
+58 |
| Platinum(NYMEX) |
| Jul09 |
090602 |
1216.9 |
1254.7 |
1210.5 |
1243.4 |
+22.8 |
4,693 |
20,717 |
-18 |
| Oct09 |
090602 |
1222.7 |
1260.0 |
1219.3 |
1249.0 |
+22.4 |
506 |
2,179 |
+448 |
| Jan10 |
090602 |
1253.1 |
1253.1 |
1253.1 |
1253.1 |
+22.0 |
4 |
13 |
+3 |
| Total Volume and Open Interest |
5,203 |
22,909 |
+433 |
| Palladium(NYMEX) |
| Jun09 |
090602 |
240.25 |
251.55 |
237.80 |
250.50 |
+7.60 |
194 |
586 |
-1,192 |
| Sep09 |
090602 |
241.05 |
254.50 |
237.35 |
251.35 |
+7.60 |
1,112 |
14,660 |
+299 |
| Dec09 |
090602 |
246.20 |
252.55 |
245.00 |
252.55 |
+7.50 |
12 |
316 |
+5 |
| Total Volume and Open Interest |
1,318 |
15,562 |
-888 |
| Copper(CMX) |
| Jul09 |
090602 |
230.75 |
235.30 |
228.00 |
229.75 |
-2.15 |
19,182 |
72,702 |
+985 |
| Sep09 |
090602 |
231.25 |
235.95 |
228.50 |
230.60 |
-2.05 |
3,319 |
22,506 |
+1,139 |
| Dec09 |
090602 |
232.00 |
235.40 |
230.40 |
230.80 |
-1.80 |
323 |
6,710 |
-53 |
| Mar10 |
090602 |
230.70 |
230.70 |
230.70 |
230.70 |
-1.60 |
303 |
1,924 |
+226 |
| May10 |
090602 |
230.50 |
230.50 |
230.50 |
230.50 |
-1.60 |
18 |
398 |
+2 |
| Total Volume and Open Interest |
23,820 |
110,403 |
+2,091 |
| Aluminum(CMX) |
| Jun09 |
090602 |
0.67 |
0.67 |
0.67 |
0.67 |
-0.01 |
|
|
|
| Jul09 |
090602 |
0.68 |
0.68 |
0.68 |
0.68 |
unch |
|
|
|
| Aug09 |
090602 |
0.68 |
0.68 |
0.68 |
0.68 |
-0.01 |
|
|
|
| Sep09 |
090602 |
0.69 |
0.69 |
0.69 |
0.69 |
unch |
|
|
|
| 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 |
090602 |
8682 |
8770 |
8649 |
8714 |
+26 |
4,675 |
22,423 |
+3,598 |
| Sep09 |
090602 |
8630 |
8693 |
8630 |
8658 |
+27 |
76 |
918 |
+46 |
| Dec09 |
090602 |
8501 |
8605 |
8501 |
8605 |
+27 |
0 |
4 |
+0 |
| Mar10 |
090602 |
8564 |
8564 |
8538 |
8564 |
+26 |
|
|
|
| Total Volume and Open Interest |
4,751 |
23,345 |
+3,644 |
| S & P 500(CME) |
| Jun09 |
090602 |
938.70 |
948.50 |
934.60 |
942.60 |
+3.50 |
26,394 |
432,936 |
+1,923 |
| Sep09 |
090602 |
935.00 |
944.00 |
933.00 |
938.10 |
+3.50 |
1,789 |
40,318 |
+1,092 |
| Dec09 |
090602 |
933.50 |
938.30 |
930.30 |
933.70 |
+3.40 |
275 |
4,848 |
+145 |
| Mar10 |
090602 |
930.00 |
934.60 |
926.60 |
930.00 |
+3.40 |
0 |
3,189 |
+0 |
| Total Volume and Open Interest |
28,458 |
481,293 |
+3,160 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090602 |
939.00 |
949.00 |
934.50 |
942.75 |
+3.75 |
2,009,771 |
2,644,555 |
+45,161 |
| Sep09 |
090602 |
934.50 |
944.00 |
930.00 |
938.00 |
+3.50 |
13,309 |
132,541 |
+5,663 |
| Total Volume and Open Interest |
2,023,087 |
2,777,528 |
+50,830 |
| NASDAQ 100(CME) |
| Jun09 |
090602 |
1469.50 |
1495.00 |
1465.30 |
1478.50 |
+8.50 |
1,729 |
27,143 |
+238 |
| Sep09 |
090602 |
1488.00 |
1488.00 |
1475.50 |
1477.00 |
+8.00 |
0 |
32 |
+0 |
| Dec09 |
090602 |
1480.00 |
1480.00 |
1480.00 |
1480.00 |
+8.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,729 |
27,177 |
+238 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090602 |
1470.00 |
1494.50 |
1464.50 |
1478.50 |
+8.50 |
271,583 |
288,441 |
-1,874 |
| Sep09 |
090602 |
1468.00 |
1492.50 |
1463.50 |
1477.00 |
+8.00 |
368 |
1,591 |
+16 |
| Total Volume and Open Interest |
271,951 |
290,049 |
-1,858 |
| S & P Midcap 400(CME) |
| Jun09 |
090602 |
594.00 |
601.00 |
590.60 |
597.50 |
+5.20 |
79 |
4,466 |
+24 |
| Sep09 |
090602 |
595.40 |
595.50 |
595.40 |
595.40 |
+5.90 |
|
|
|
| Dec09 |
090602 |
593.40 |
593.50 |
593.40 |
593.40 |
+5.90 |
|
|
|
| Total Volume and Open Interest |
79 |
4,466 |
+24 |
| Russell 2000(CME) |
| Jun09 |
090602 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,092 |
-47 |
| Sep09 |
090602 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
8 |
3,369 |
+5 |
| Dec09 |
090602 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,064 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090602 |
9805 |
9810 |
9695 |
9725 |
+20 |
80,179 |
186,003 |
+0 |
| Sep09 |
090602 |
9795 |
9795 |
9710 |
9730 |
+20 |
64 |
4,149 |
+0 |
| Total Volume and Open Interest |
80,243 |
198,193 |
+5,982 |
| Nikkei 225(SGX) |
| Jun09 |
090602 |
9805 |
9810 |
9695 |
9725 |
+20 |
80,179 |
186,003 |
+0 |
| Sep09 |
090602 |
9795 |
9795 |
9710 |
9730 |
+20 |
64 |
4,149 |
+0 |
| Dec09 |
090602 |
9690 |
9690 |
9690 |
9690 |
+25 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
80,243 |
198,193 |
+5,982 |
| CAC 40(EURONEXT) |
| Jun09 |
090602 |
3345.5 |
3398.0 |
3331.5 |
3374.5 |
+9.0 |
108,999 |
447,454 |
+2,290 |
| Jul09 |
090602 |
3331.0 |
3391.0 |
3329.0 |
3371.0 |
+9.5 |
78 |
5,696 |
+22 |
| Aug09 |
090602 |
3373.0 |
3389.0 |
3358.0 |
3371.5 |
+9.5 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
109,744 |
457,047 |
+2,731 |
| Hang Seng Index(HKFE) |
| Jun09 |
090602 |
18700 |
18808 |
18248 |
18349 |
-341 |
67,704 |
87,790 |
+1,777 |
| Jul09 |
090602 |
18785 |
18806 |
18250 |
18350 |
-350 |
395 |
445 |
+203 |
| Total Volume and Open Interest |
68,210 |
90,479 |
+2,026 |
| 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 |
090602 |
4453.00 |
4480.00 |
4416.50 |
4469.50 |
-13.50 |
116,967 |
734,629 |
+1,588 |
| Sep09 |
090602 |
4410.00 |
4444.00 |
4382.00 |
4434.00 |
-14.50 |
98 |
2,115 |
+27 |
| Dec09 |
090602 |
4373.50 |
4406.50 |
4373.50 |
4406.50 |
-13.50 |
64 |
3,317 |
+43 |
| Total Volume and Open Interest |
117,129 |
740,061 |
+1,658 |
| SPI 200(SFE) |
| Jun09 |
090602 |
3895.0 |
3967.0 |
3892.0 |
3960.0 |
+72.0 |
35,804 |
311,268 |
+3,887 |
| Sep09 |
090602 |
3871.0 |
3939.0 |
3871.0 |
3934.0 |
+76.0 |
229 |
3,269 |
+177 |
| Dec09 |
090602 |
3937.0 |
3937.0 |
3937.0 |
3937.0 |
+76.0 |
84 |
2,597 |
-28 |
| Total Volume and Open Interest |
36,117 |
320,316 |
+4,035 |
| GSCI(CME) |
| Jun09 |
090602 |
455.80 |
461.50 |
454.50 |
459.50 |
+1.50 |
591 |
15,930 |
+39 |
| Jul09 |
090602 |
464.75 |
465.00 |
460.00 |
464.75 |
+2.15 |
2 |
2 |
+0 |
| Aug09 |
090602 |
468.75 |
469.00 |
464.00 |
468.75 |
+2.15 |
|
|
|
| Total Volume and Open Interest |
593 |
15,932 |
+39 |
| Reuters CCI(ICE) |
| Jun09 |
090602 |
261.00 |
261.00 |
261.00 |
261.00 |
-0.10 |
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. |
|
|