|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon June 08, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090608 |
1227.00 |
1239.75 |
1216.00 |
1232.50 |
+7.00 |
92,737 |
175,467 |
-7,188 |
| Aug09 |
090608 |
1170.75 |
1184.00 |
1157.25 |
1166.50 |
-5.00 |
15,786 |
33,364 |
+2,598 |
| Sep09 |
090608 |
1098.25 |
1112.75 |
1085.00 |
1096.00 |
-5.00 |
4,742 |
13,126 |
+465 |
| Nov09 |
090608 |
1060.00 |
1073.25 |
1042.00 |
1051.75 |
-10.00 |
44,115 |
162,901 |
+7,129 |
| Jan10 |
090608 |
1067.00 |
1076.50 |
1049.00 |
1058.50 |
-8.75 |
2,371 |
17,137 |
+628 |
| Mar10 |
090608 |
1064.25 |
1071.00 |
1045.50 |
1055.50 |
-7.25 |
1,589 |
15,634 |
+225 |
| May10 |
090608 |
1052.75 |
1056.00 |
1029.00 |
1037.50 |
-6.75 |
1,412 |
6,357 |
+257 |
| Total Volume and Open Interest |
166,006 |
449,299 |
+5,184 |
| Soybean Meal(CBOT) |
| Jul09 |
090608 |
399.00 |
403.90 |
394.50 |
401.70 |
+5.70 |
34,433 |
77,849 |
+1,578 |
| Aug09 |
090608 |
373.80 |
375.80 |
368.30 |
372.20 |
+1.20 |
9,862 |
22,159 |
+616 |
| Sep09 |
090608 |
349.70 |
351.60 |
343.60 |
347.70 |
+0.20 |
5,156 |
17,408 |
+1,047 |
| Oct09 |
090608 |
330.00 |
330.00 |
322.90 |
325.20 |
-1.80 |
2,503 |
15,872 |
+473 |
| Dec09 |
090608 |
316.20 |
321.50 |
312.20 |
315.20 |
-1.80 |
13,029 |
42,803 |
+570 |
| Jan10 |
090608 |
311.90 |
313.50 |
309.00 |
311.00 |
-1.70 |
423 |
3,992 |
+80 |
| Mar10 |
090608 |
308.00 |
309.90 |
305.80 |
306.70 |
-1.50 |
318 |
2,887 |
+76 |
| May10 |
090608 |
301.00 |
301.80 |
298.50 |
299.00 |
-1.20 |
792 |
4,237 |
+37 |
| Total Volume and Open Interest |
66,863 |
190,650 |
+4,575 |
| Soybean Oil(CBOT) |
| Jul09 |
090608 |
39.73 |
39.92 |
39.16 |
39.40 |
-0.33 |
34,888 |
111,528 |
-1,422 |
| Aug09 |
090608 |
40.04 |
40.08 |
39.31 |
39.52 |
-0.35 |
7,043 |
28,630 |
+1,420 |
| Sep09 |
090608 |
40.11 |
40.22 |
39.44 |
39.68 |
-0.36 |
9,467 |
21,076 |
+1,477 |
| Oct09 |
090608 |
40.00 |
40.40 |
39.65 |
39.86 |
-0.36 |
5,065 |
12,873 |
+1,207 |
| Dec09 |
090608 |
40.43 |
40.80 |
39.98 |
40.23 |
-0.37 |
18,415 |
52,564 |
+2,817 |
| Jan10 |
090608 |
40.38 |
40.71 |
40.35 |
40.51 |
-0.36 |
512 |
4,847 |
+147 |
| Mar10 |
090608 |
40.77 |
41.03 |
40.59 |
40.76 |
-0.36 |
129 |
1,774 |
+0 |
| May10 |
090608 |
41.11 |
41.11 |
40.80 |
40.91 |
-0.29 |
673 |
2,541 |
+25 |
| Total Volume and Open Interest |
76,415 |
242,971 |
+5,686 |
| Canola(WCE) |
| Jul09 |
090608 |
475.3 |
478.0 |
470.5 |
474.5 |
-0.8 |
11,824 |
32,782 |
-5 |
| Nov09 |
090608 |
481.9 |
484.8 |
475.0 |
477.7 |
-3.3 |
13,503 |
70,786 |
+4,579 |
| Jan10 |
090608 |
483.5 |
485.6 |
480.9 |
482.2 |
-4.1 |
153 |
5,268 |
+117 |
| Mar10 |
090608 |
484.1 |
485.3 |
484.1 |
485.3 |
-4.1 |
51 |
1,471 |
+42 |
| May10 |
090608 |
489.0 |
492.0 |
489.0 |
490.2 |
-0.2 |
57 |
437 |
+5 |
| Total Volume and Open Interest |
25,622 |
111,335 |
+4,755 |
| Corn(CBOT) |
| Jul09 |
090608 |
443.00 |
446.75 |
433.25 |
435.00 |
-9.00 |
111,775 |
346,555 |
-3,803 |
| Sep09 |
090608 |
453.25 |
456.50 |
443.00 |
444.75 |
-9.25 |
33,665 |
163,955 |
+4,463 |
| Dec09 |
090608 |
466.75 |
470.00 |
456.25 |
458.00 |
-9.50 |
52,856 |
334,369 |
+6,804 |
| Mar10 |
090608 |
476.75 |
480.00 |
466.75 |
469.25 |
-9.00 |
3,228 |
52,544 |
+379 |
| May10 |
090608 |
483.50 |
485.75 |
475.50 |
476.75 |
-8.75 |
818 |
9,709 |
+116 |
| Jul10 |
090608 |
492.00 |
492.00 |
482.50 |
483.50 |
-9.00 |
2,576 |
29,172 |
-158 |
| Total Volume and Open Interest |
208,312 |
993,296 |
+8,595 |
| Wheat(CBOT) |
| Jul09 |
090608 |
623.25 |
625.00 |
595.75 |
598.00 |
-25.00 |
62,655 |
154,646 |
-3,979 |
| Sep09 |
090608 |
649.50 |
651.50 |
623.75 |
626.00 |
-25.00 |
21,939 |
77,733 |
+6,800 |
| Dec09 |
090608 |
676.00 |
678.00 |
649.00 |
651.50 |
-24.50 |
14,400 |
81,210 |
+1,129 |
| Mar10 |
090608 |
689.50 |
693.00 |
667.00 |
668.25 |
-25.50 |
867 |
8,372 |
+418 |
| May10 |
090608 |
695.50 |
695.50 |
679.75 |
679.75 |
-24.75 |
40 |
1,060 |
+5 |
| Total Volume and Open Interest |
109,701 |
354,530 |
+7,294 |
| Wheat(KCBT) |
| Jul09 |
090608 |
675.00 |
677.00 |
648.75 |
652.75 |
-22.25 |
8,738 |
39,045 |
-220 |
| Sep09 |
090608 |
686.00 |
686.00 |
659.75 |
663.50 |
-22.50 |
2,082 |
13,586 |
+307 |
| Dec09 |
090608 |
702.50 |
704.00 |
676.00 |
679.75 |
-22.50 |
2,120 |
28,494 |
+500 |
| Mar10 |
090608 |
707.25 |
709.75 |
691.00 |
693.50 |
-23.25 |
91 |
1,594 |
+27 |
| May10 |
090608 |
716.50 |
716.50 |
700.75 |
701.00 |
-23.25 |
0 |
161 |
+0 |
| Total Volume and Open Interest |
15,750 |
90,179 |
+1,508 |
| Wheat(MGE) |
| Jul09 |
090608 |
744.00 |
744.00 |
717.25 |
718.25 |
-25.25 |
3,637 |
11,329 |
-429 |
| Sep09 |
090608 |
739.50 |
740.00 |
719.75 |
720.00 |
-26.25 |
1,296 |
10,333 |
-136 |
| Dec09 |
090608 |
747.62 |
758.50 |
731.50 |
732.75 |
-26.25 |
997 |
7,514 |
+71 |
| Mar10 |
090608 |
760.50 |
763.50 |
743.75 |
744.50 |
-25.75 |
254 |
1,339 |
+105 |
| May10 |
090608 |
769.50 |
769.75 |
749.25 |
750.50 |
-26.75 |
165 |
483 |
-37 |
| Total Volume and Open Interest |
7,750 |
34,722 |
+133 |
| Oats(CBOT) |
| Jul09 |
090608 |
252.00 |
255.00 |
239.25 |
243.00 |
-13.00 |
772 |
6,199 |
-191 |
| Sep09 |
090608 |
262.00 |
263.50 |
250.00 |
252.50 |
-13.00 |
48 |
2,159 |
+15 |
| Dec09 |
090608 |
273.75 |
275.25 |
263.75 |
266.00 |
-12.00 |
179 |
6,499 |
+6 |
| Mar10 |
090608 |
278.50 |
290.50 |
278.50 |
278.50 |
-12.00 |
17 |
63 |
+4 |
| Total Volume and Open Interest |
1,016 |
14,920 |
-166 |
| Rough Rice(CBOT) |
| Jul09 |
090608 |
12.65 |
12.68 |
12.38 |
12.48 |
-0.14 |
537 |
3,288 |
-63 |
| Sep09 |
090608 |
12.72 |
12.75 |
12.48 |
12.58 |
-0.12 |
251 |
3,400 |
-35 |
| Nov09 |
090608 |
12.73 |
12.73 |
12.50 |
12.61 |
-0.12 |
163 |
1,815 |
+58 |
| Jan10 |
090608 |
12.80 |
12.80 |
12.80 |
12.80 |
unch |
13 |
238 |
+11 |
| Total Volume and Open Interest |
975 |
9,060 |
-37 |
| Live Cattle(CME) |
| Jun09 |
090608 |
79.900 |
80.150 |
79.180 |
79.430 |
-0.720 |
4,987 |
17,229 |
-920 |
| Aug09 |
090608 |
80.950 |
81.300 |
80.550 |
80.635 |
-0.515 |
11,467 |
107,919 |
+1,924 |
| Oct09 |
090608 |
86.500 |
86.700 |
86.100 |
86.300 |
-0.300 |
7,067 |
52,695 |
+1,443 |
| Dec09 |
090608 |
88.700 |
88.850 |
88.180 |
88.600 |
-0.330 |
1,611 |
20,515 |
+412 |
| Feb10 |
090608 |
90.700 |
90.700 |
90.000 |
90.285 |
-0.600 |
425 |
9,780 |
+91 |
| Apr10 |
090608 |
92.385 |
92.600 |
91.600 |
92.150 |
-0.650 |
156 |
3,214 |
+43 |
| Total Volume and Open Interest |
25,776 |
212,062 |
+3,001 |
| Feeder Cattle(CME) |
| Aug09 |
090608 |
96.400 |
96.800 |
94.430 |
95.850 |
-0.785 |
3,124 |
14,566 |
-297 |
| Sep09 |
090608 |
96.800 |
97.050 |
94.900 |
96.200 |
-0.730 |
260 |
2,121 |
-24 |
| Oct09 |
090608 |
97.250 |
97.535 |
95.830 |
96.785 |
-0.795 |
770 |
3,791 |
-2 |
| Nov09 |
090608 |
97.300 |
97.730 |
96.050 |
96.600 |
-1.050 |
140 |
852 |
+7 |
| Jan10 |
090608 |
96.035 |
96.850 |
95.500 |
96.600 |
+0.450 |
28 |
225 |
-35 |
| Mar10 |
090608 |
95.500 |
95.850 |
95.000 |
95.000 |
-0.550 |
0 |
45 |
+0 |
| Apr10 |
090608 |
95.250 |
95.450 |
95.250 |
95.250 |
-0.250 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
4,322 |
21,606 |
-351 |
| Lean Hogs(CME) |
| Jun09 |
090608 |
57.150 |
57.680 |
57.050 |
57.580 |
+0.400 |
6,824 |
11,693 |
-1,918 |
| Jul09 |
090608 |
60.130 |
60.600 |
59.285 |
59.500 |
-0.580 |
10,187 |
48,258 |
-1,228 |
| Aug09 |
090608 |
62.250 |
62.535 |
61.250 |
61.535 |
-1.000 |
8,522 |
35,565 |
+845 |
| Oct09 |
090608 |
61.080 |
61.535 |
60.600 |
60.680 |
-0.400 |
5,164 |
28,159 |
+596 |
| Dec09 |
090608 |
64.000 |
64.100 |
63.100 |
63.500 |
-0.785 |
2,262 |
11,062 |
+430 |
| Feb10 |
090608 |
68.250 |
68.500 |
68.000 |
68.135 |
-0.365 |
444 |
2,791 |
+212 |
| Apr10 |
090608 |
71.500 |
71.680 |
71.300 |
71.300 |
-0.600 |
263 |
1,183 |
+122 |
| May10 |
090608 |
75.800 |
76.800 |
75.800 |
76.800 |
-0.150 |
4 |
96 |
+3 |
| Total Volume and Open Interest |
33,739 |
139,666 |
-897 |
| Pork Bellies(CME) |
| Jul09 |
090608 |
63.700 |
63.750 |
61.350 |
61.900 |
-0.800 |
109 |
632 |
-9 |
| Aug09 |
090608 |
63.500 |
64.000 |
62.050 |
62.050 |
-1.185 |
47 |
206 |
+28 |
| Feb10 |
090608 |
94.950 |
95.000 |
94.350 |
94.450 |
+2.450 |
29 |
37 |
+13 |
| Mar10 |
090608 |
95.450 |
95.450 |
93.500 |
95.450 |
+2.950 |
0 |
5 |
+0 |
| May10 |
090608 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
185 |
880 |
+32 |
| Class III Milk(CME) |
| Jun09 |
090608 |
9.94 |
9.96 |
9.89 |
9.92 |
+0.03 |
243 |
5,244 |
-75 |
| Jul09 |
090608 |
10.66 |
10.71 |
10.59 |
10.60 |
-0.05 |
230 |
4,222 |
+78 |
| Aug09 |
090608 |
11.62 |
11.67 |
11.55 |
11.57 |
unch |
194 |
3,587 |
+28 |
| Sep09 |
090608 |
12.85 |
12.92 |
12.75 |
12.79 |
-0.06 |
207 |
3,075 |
-44 |
| Oct09 |
090608 |
13.63 |
13.63 |
13.37 |
13.44 |
-0.16 |
123 |
2,818 |
+3 |
| Total Volume and Open Interest |
1,359 |
26,721 |
-4,755 |
| Cocoa(ICE) |
| Jul09 |
090608 |
2704 |
2726 |
2672 |
2699 |
-8 |
7,754 |
30,489 |
+309 |
| Sep09 |
090608 |
2710 |
2740 |
2689 |
2714 |
-11 |
5,225 |
43,886 |
+653 |
| Dec09 |
090608 |
2720 |
2746 |
2700 |
2723 |
-11 |
1,328 |
22,831 |
+605 |
| Mar10 |
090608 |
2705 |
2745 |
2705 |
2723 |
-9 |
442 |
12,248 |
-39 |
| May10 |
090608 |
2731 |
2738 |
2710 |
2720 |
-7 |
358 |
3,403 |
+164 |
| Jul10 |
090608 |
2720 |
2733 |
2719 |
2725 |
-7 |
286 |
3,314 |
-19 |
| Sep10 |
090608 |
2739 |
2743 |
2727 |
2727 |
-7 |
207 |
2,017 |
-42 |
| Total Volume and Open Interest |
15,600 |
122,083 |
+1,631 |
| Coffee "C"(ICE) |
| Jul09 |
090608 |
133.60 |
133.85 |
128.50 |
130.05 |
-3.80 |
8,268 |
60,840 |
-484 |
| Sep09 |
090608 |
135.65 |
135.80 |
130.55 |
132.10 |
-3.75 |
3,238 |
43,637 |
+1,564 |
| Dec09 |
090608 |
138.00 |
138.05 |
133.05 |
134.60 |
-3.70 |
1,047 |
21,533 |
+218 |
| Mar10 |
090608 |
139.25 |
139.25 |
135.40 |
136.90 |
-3.55 |
285 |
12,266 |
+98 |
| May10 |
090608 |
138.25 |
138.90 |
138.25 |
138.50 |
-3.55 |
28 |
3,074 |
-2 |
| Jul10 |
090608 |
140.10 |
140.10 |
140.10 |
140.10 |
-3.55 |
9 |
1,265 |
+6 |
| Total Volume and Open Interest |
12,898 |
144,848 |
+1,423 |
| Orange Juice(ICE) |
| Jul09 |
090608 |
89.70 |
90.00 |
87.25 |
88.20 |
-2.20 |
2,767 |
18,357 |
-880 |
| Sep09 |
090608 |
93.00 |
93.00 |
90.45 |
91.45 |
-2.00 |
1,653 |
10,317 |
+1,473 |
| Nov09 |
090608 |
95.70 |
95.70 |
93.75 |
94.30 |
-2.05 |
120 |
3,539 |
+45 |
| Jan10 |
090608 |
98.00 |
98.00 |
96.50 |
97.15 |
-1.90 |
25 |
245 |
+25 |
| Mar10 |
090608 |
100.25 |
100.25 |
100.25 |
100.25 |
-1.90 |
21 |
127 |
+21 |
| May10 |
090608 |
103.00 |
103.00 |
103.00 |
103.00 |
-1.90 |
4 |
6 |
+4 |
| Total Volume and Open Interest |
4,590 |
32,820 |
+688 |
| Sugar #11(ICE) |
| Jul09 |
090608 |
15.50 |
15.50 |
15.17 |
15.37 |
-0.16 |
71,809 |
262,095 |
-11,256 |
| Oct09 |
090608 |
16.60 |
16.70 |
16.27 |
16.51 |
-0.17 |
42,156 |
208,356 |
+7,881 |
| Mar10 |
090608 |
17.55 |
17.58 |
17.24 |
17.49 |
-0.11 |
16,686 |
128,973 |
+2,756 |
| May10 |
090608 |
17.18 |
17.41 |
17.08 |
17.33 |
-0.08 |
2,699 |
30,102 |
-1,373 |
| Jul10 |
090608 |
17.09 |
17.24 |
16.90 |
17.16 |
-0.05 |
14,387 |
46,519 |
+7,374 |
| Total Volume and Open Interest |
154,874 |
777,255 |
+7,999 |
| Sugar #14(ICE) |
| Jul09 |
090608 |
21.15 |
21.33 |
21.15 |
21.33 |
-0.02 |
23 |
763 |
-218 |
| Sep09 |
090608 |
21.95 |
21.98 |
21.95 |
21.98 |
-0.02 |
43 |
2,592 |
+23 |
| Total Volume and Open Interest |
66 |
3,355 |
-195 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090608 |
1769 |
1786 |
1754 |
1765 |
-2 |
3,411 |
36,571 |
+57 |
| Dec09 |
090608 |
1760 |
1775 |
1747 |
1759 |
-1 |
2,140 |
27,999 |
-573 |
| Mar10 |
090608 |
1750 |
1767 |
1736 |
1751 |
+1 |
1,263 |
24,668 |
-59 |
| May10 |
090608 |
1750 |
1761 |
1740 |
1748 |
+2 |
888 |
13,763 |
-106 |
| Jul10 |
090608 |
1754 |
1757 |
1747 |
1747 |
-1 |
1,232 |
3,293 |
+315 |
| Sep10 |
090608 |
1755 |
1759 |
1746 |
1749 |
unch |
85 |
1,719 |
+53 |
| Total Volume and Open Interest |
14,387 |
169,074 |
-637 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090608 |
444.40 |
444.40 |
437.70 |
442.60 |
-4.30 |
3,301 |
38,683 |
-1,592 |
| Oct09 |
090608 |
453.00 |
453.10 |
447.40 |
451.50 |
-3.40 |
2,155 |
26,523 |
+372 |
| Dec09 |
090608 |
455.50 |
456.60 |
452.00 |
456.20 |
-2.10 |
83 |
8,304 |
-23 |
| Mar10 |
090608 |
458.80 |
461.00 |
456.20 |
460.20 |
-1.50 |
269 |
8,027 |
-52 |
| May10 |
090608 |
456.40 |
456.40 |
456.40 |
456.40 |
-1.10 |
0 |
1,099 |
+0 |
| Total Volume and Open Interest |
5,818 |
84,807 |
-1,295 |
| Cotton(ICE) |
| Jul09 |
090608 |
55.37 |
55.86 |
54.26 |
55.67 |
+0.56 |
8,636 |
67,931 |
-3,063 |
| Oct09 |
090608 |
57.05 |
58.45 |
56.98 |
58.32 |
+0.71 |
157 |
2,348 |
-86 |
| Dec09 |
090608 |
59.71 |
60.39 |
58.76 |
60.24 |
+0.67 |
5,374 |
51,663 |
+2,420 |
| Mar10 |
090608 |
61.10 |
62.50 |
61.00 |
62.49 |
+0.76 |
158 |
9,065 |
+332 |
| May10 |
090608 |
63.79 |
63.79 |
63.79 |
63.79 |
+0.76 |
39 |
285 |
-2 |
| Jul10 |
090608 |
63.51 |
65.01 |
63.51 |
65.01 |
+0.76 |
32 |
1,269 |
+44 |
| Total Volume and Open Interest |
14,396 |
134,642 |
-355 |
| Lumber(CME) |
| Jul09 |
090608 |
207.7 |
212.0 |
203.7 |
203.7 |
-10.0 |
808 |
3,770 |
-203 |
| Sep09 |
090608 |
219.1 |
224.2 |
213.1 |
214.5 |
-6.6 |
519 |
4,339 |
+196 |
| Nov09 |
090608 |
207.7 |
210.4 |
205.2 |
207.9 |
-4.7 |
173 |
679 |
+94 |
| Jan10 |
090608 |
227.1 |
229.1 |
222.8 |
227.6 |
-4.6 |
96 |
360 |
+60 |
| Total Volume and Open Interest |
1,601 |
9,191 |
+149 |
| Crude Oil(NYM) |
| Jul09 |
090608 |
67.71 |
68.95 |
67.31 |
68.09 |
-0.35 |
304,674 |
344,711 |
-3,612 |
| Aug09 |
090608 |
68.61 |
69.85 |
68.24 |
69.03 |
-0.32 |
99,917 |
139,388 |
+5,591 |
| Sep09 |
090608 |
69.35 |
70.77 |
69.14 |
70.02 |
-0.22 |
43,627 |
87,070 |
+4,317 |
| Oct09 |
090608 |
70.01 |
71.60 |
70.01 |
70.90 |
-0.17 |
14,584 |
43,053 |
-974 |
| Nov09 |
090608 |
71.05 |
72.31 |
70.81 |
71.76 |
-0.14 |
10,134 |
25,900 |
-1,190 |
| Dec09 |
090608 |
71.75 |
73.32 |
71.61 |
72.60 |
-0.12 |
47,578 |
138,305 |
-530 |
| Jan10 |
090608 |
72.25 |
73.59 |
72.25 |
73.26 |
-0.10 |
2,407 |
26,228 |
-603 |
| Feb10 |
090608 |
73.74 |
74.33 |
73.43 |
73.81 |
-0.06 |
1,858 |
18,020 |
-553 |
| Mar10 |
090608 |
74.02 |
74.83 |
73.96 |
74.35 |
-0.01 |
2,387 |
16,715 |
-294 |
| Apr10 |
090608 |
74.44 |
75.34 |
74.44 |
74.89 |
+0.03 |
901 |
7,580 |
-510 |
| May10 |
090608 |
75.03 |
75.75 |
74.99 |
75.43 |
+0.07 |
1,211 |
6,405 |
-188 |
| Jun10 |
090608 |
75.33 |
76.50 |
75.30 |
75.97 |
+0.13 |
17,088 |
40,261 |
+1,245 |
| Jul10 |
090608 |
75.38 |
77.07 |
75.38 |
76.44 |
+0.16 |
18,828 |
28,424 |
+8,014 |
| Aug10 |
090608 |
76.73 |
76.73 |
76.73 |
76.73 |
+0.18 |
3,103 |
5,663 |
+453 |
| Sep10 |
090608 |
76.88 |
76.95 |
76.84 |
76.95 |
+0.19 |
2,591 |
8,643 |
+18 |
| Oct10 |
090608 |
77.17 |
77.17 |
77.17 |
77.17 |
+0.19 |
1,281 |
4,227 |
+48 |
| Total Volume and Open Interest |
600,760 |
1,237,726 |
+7,916 |
| 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 |
090608 |
68.400 |
69.850 |
68.225 |
69.025 |
-0.325 |
633 |
1,014 |
+114 |
| Sep09 |
090608 |
69.125 |
70.700 |
69.125 |
70.025 |
-0.225 |
72 |
194 |
+12 |
| Oct09 |
090608 |
70.500 |
70.900 |
70.500 |
70.900 |
-0.175 |
29 |
87 |
-24 |
| Nov09 |
090608 |
71.750 |
71.750 |
71.750 |
71.750 |
-0.150 |
11 |
20 |
-5 |
| Dec09 |
090608 |
72.575 |
72.600 |
72.575 |
72.600 |
-0.125 |
26 |
109 |
+1 |
| Jan10 |
090608 |
73.250 |
73.250 |
73.250 |
73.250 |
-0.100 |
|
|
|
| Feb10 |
090608 |
73.800 |
73.800 |
73.800 |
73.800 |
-0.075 |
|
|
|
| Mar10 |
090608 |
74.350 |
74.350 |
74.350 |
74.350 |
unch |
|
|
|
| Total Volume and Open Interest |
13,246 |
7,349 |
+447 |
| Heating Oil(NYM) |
| Jul09 |
090608 |
175.48 |
178.92 |
174.49 |
176.79 |
-0.22 |
42,633 |
65,792 |
-1,506 |
| Aug09 |
090608 |
178.28 |
182.15 |
177.83 |
180.18 |
-0.14 |
14,587 |
33,819 |
+1,099 |
| Sep09 |
090608 |
182.43 |
185.90 |
181.68 |
184.19 |
+0.09 |
8,916 |
27,216 |
+769 |
| Oct09 |
090608 |
185.71 |
189.83 |
185.42 |
188.10 |
+0.15 |
3,414 |
17,465 |
+946 |
| Nov09 |
090608 |
189.41 |
192.93 |
189.41 |
191.45 |
+0.22 |
1,832 |
14,301 |
+421 |
| Dec09 |
090608 |
192.75 |
196.40 |
192.72 |
194.70 |
+0.28 |
5,555 |
31,578 |
+554 |
| Jan10 |
090608 |
196.23 |
199.50 |
196.20 |
197.85 |
+0.33 |
1,304 |
13,277 |
+316 |
| Feb10 |
090608 |
198.00 |
201.57 |
198.00 |
200.05 |
+0.33 |
748 |
8,872 |
+155 |
| Mar10 |
090608 |
202.02 |
203.02 |
200.90 |
201.35 |
+0.33 |
261 |
5,953 |
+5 |
| Apr10 |
090608 |
202.25 |
202.42 |
201.75 |
201.75 |
+0.33 |
277 |
3,958 |
+2 |
| May10 |
090608 |
202.15 |
202.60 |
202.15 |
202.60 |
+0.33 |
576 |
4,919 |
+107 |
| Jun10 |
090608 |
203.80 |
204.49 |
203.65 |
203.85 |
+0.33 |
551 |
14,574 |
+47 |
| Total Volume and Open Interest |
81,379 |
278,013 |
+2,988 |
| Gasoline(NYMEX) |
| Jul09 |
090608 |
194.24 |
196.29 |
192.73 |
193.60 |
-1.86 |
48,993 |
90,407 |
-1,992 |
| Aug09 |
090608 |
191.86 |
194.55 |
191.38 |
192.19 |
-1.59 |
22,322 |
41,717 |
+2,904 |
| Sep09 |
090608 |
191.30 |
193.31 |
190.30 |
191.12 |
-1.43 |
10,180 |
30,933 |
+1,538 |
| Oct09 |
090608 |
180.12 |
182.55 |
179.51 |
180.55 |
-1.23 |
5,801 |
15,595 |
-6 |
| Nov09 |
090608 |
178.46 |
181.05 |
178.46 |
179.68 |
-1.13 |
2,894 |
7,928 |
-140 |
| Dec09 |
090608 |
180.51 |
181.78 |
179.48 |
180.32 |
-1.04 |
3,041 |
12,617 |
-264 |
| Jan10 |
090608 |
183.25 |
183.71 |
182.15 |
182.67 |
-0.94 |
279 |
3,637 |
-10 |
| Feb10 |
090608 |
184.75 |
185.12 |
184.75 |
185.12 |
-0.89 |
288 |
1,102 |
+114 |
| Mar10 |
090608 |
187.52 |
187.82 |
187.52 |
187.82 |
-0.79 |
205 |
1,792 |
+19 |
| Apr10 |
090608 |
201.72 |
201.72 |
201.72 |
201.72 |
-0.69 |
11 |
2,036 |
+6 |
| Total Volume and Open Interest |
94,035 |
215,476 |
+2,188 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090608 |
1.95 |
1.95 |
1.95 |
1.94 |
-0.01 |
0 |
3 |
+0 |
| Aug09 |
090608 |
192.19 |
192.19 |
192.19 |
192.19 |
-1.59 |
|
|
|
| Sep09 |
090608 |
191.12 |
191.12 |
191.12 |
191.12 |
-1.43 |
|
|
|
| Oct09 |
090608 |
180.55 |
180.55 |
180.55 |
180.55 |
-1.23 |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090608 |
3.814 |
3.814 |
3.679 |
3.731 |
-0.137 |
135,773 |
138,848 |
+4,482 |
| Aug09 |
090608 |
3.985 |
3.987 |
3.866 |
3.930 |
-0.112 |
26,430 |
57,685 |
+2,986 |
| Sep09 |
090608 |
4.109 |
4.141 |
4.018 |
4.100 |
-0.085 |
15,361 |
53,790 |
+1,088 |
| Oct09 |
090608 |
4.323 |
4.355 |
4.243 |
4.330 |
-0.065 |
14,925 |
64,853 |
+1,667 |
| Nov09 |
090608 |
5.040 |
5.083 |
4.989 |
5.051 |
-0.067 |
2,998 |
30,118 |
-216 |
| Dec09 |
090608 |
5.787 |
5.810 |
5.721 |
5.787 |
-0.077 |
4,554 |
41,869 |
+627 |
| Jan10 |
090608 |
6.127 |
6.142 |
6.067 |
6.124 |
-0.073 |
8,403 |
35,409 |
+767 |
| Feb10 |
090608 |
6.191 |
6.191 |
6.112 |
6.162 |
-0.071 |
1,665 |
18,851 |
-16 |
| Mar10 |
090608 |
6.120 |
6.123 |
6.056 |
6.106 |
-0.071 |
4,127 |
36,561 |
+380 |
| Apr10 |
090608 |
6.000 |
6.000 |
5.923 |
5.976 |
-0.066 |
3,016 |
34,815 |
-614 |
| May10 |
090608 |
6.030 |
6.030 |
5.978 |
6.024 |
-0.066 |
533 |
13,125 |
+44 |
| Jun10 |
090608 |
6.165 |
6.165 |
6.099 |
6.134 |
-0.065 |
402 |
8,705 |
+33 |
| Jul10 |
090608 |
6.233 |
6.259 |
6.213 |
6.254 |
-0.063 |
617 |
7,713 |
+295 |
| Aug10 |
090608 |
6.335 |
6.354 |
6.307 |
6.349 |
-0.061 |
257 |
9,000 |
-61 |
| Sep10 |
090608 |
6.408 |
6.408 |
6.353 |
6.401 |
-0.061 |
62 |
6,626 |
+6 |
| Oct10 |
090608 |
6.470 |
6.518 |
6.460 |
6.504 |
-0.058 |
590 |
15,456 |
-111 |
| Total Volume and Open Interest |
221,218 |
701,448 |
+11,248 |
| Brent Crude Oil(ICE) |
| Jul09 |
090608 |
67.70 |
68.79 |
66.88 |
67.88 |
-0.46 |
109,708 |
112,162 |
-8,579 |
| Aug09 |
090608 |
68.44 |
69.57 |
67.63 |
68.67 |
-0.39 |
65,589 |
152,024 |
+6,127 |
| Sep09 |
090608 |
69.14 |
70.32 |
68.36 |
69.43 |
-0.34 |
35,412 |
90,362 |
+4,062 |
| Oct09 |
090608 |
69.84 |
71.04 |
69.07 |
70.17 |
-0.32 |
14,261 |
58,096 |
+277 |
| Nov09 |
090608 |
70.58 |
71.72 |
69.83 |
70.93 |
-0.32 |
8,772 |
20,136 |
-686 |
| Dec09 |
090608 |
71.32 |
72.49 |
70.56 |
71.68 |
-0.32 |
20,371 |
77,029 |
-280 |
| Jan10 |
090608 |
72.81 |
72.97 |
71.20 |
72.35 |
-0.30 |
2,906 |
22,617 |
-243 |
| Feb10 |
090608 |
73.34 |
73.51 |
72.01 |
72.94 |
-0.26 |
2,228 |
12,803 |
+415 |
| Mar10 |
090608 |
73.35 |
73.86 |
73.34 |
73.53 |
-0.20 |
1,259 |
8,263 |
-293 |
| Apr10 |
090608 |
74.11 |
74.11 |
74.11 |
74.11 |
-0.13 |
820 |
4,940 |
+255 |
| May10 |
090608 |
74.67 |
74.67 |
74.67 |
74.67 |
-0.07 |
1,144 |
4,089 |
+29 |
| Jun10 |
090608 |
75.01 |
75.46 |
74.00 |
75.17 |
+0.02 |
3,214 |
30,474 |
+593 |
| Jul10 |
090608 |
75.61 |
75.61 |
75.61 |
75.61 |
+0.04 |
1,307 |
7,509 |
+772 |
| Aug10 |
090608 |
75.96 |
75.96 |
75.96 |
75.96 |
+0.08 |
170 |
6,048 |
+84 |
| Total Volume and Open Interest |
276,893 |
741,900 |
+1,971 |
| Gas Oil(ICE) |
| Jun09 |
090608 |
543.50 |
551.75 |
538.50 |
545.75 |
-3.50 |
22,437 |
55,878 |
-7,353 |
| Jul09 |
090608 |
557.00 |
565.75 |
551.50 |
560.00 |
-2.50 |
43,920 |
109,390 |
+730 |
| Aug09 |
090608 |
569.50 |
579.00 |
564.50 |
573.25 |
-2.00 |
17,005 |
51,769 |
+1,224 |
| Sep09 |
090608 |
581.50 |
591.00 |
577.50 |
586.00 |
-1.50 |
8,611 |
41,922 |
+98 |
| Oct09 |
090608 |
592.00 |
601.75 |
590.50 |
597.00 |
-1.00 |
2,607 |
31,560 |
-240 |
| Nov09 |
090608 |
602.00 |
611.00 |
600.00 |
606.25 |
-1.00 |
1,298 |
17,914 |
+91 |
| Dec09 |
090608 |
610.00 |
619.75 |
607.25 |
614.75 |
-0.75 |
8,551 |
60,585 |
-2,641 |
| Jan10 |
090608 |
626.75 |
626.75 |
615.50 |
623.75 |
-0.75 |
2,330 |
24,101 |
+1,284 |
| Feb10 |
090608 |
633.75 |
633.75 |
623.00 |
631.25 |
-0.75 |
390 |
12,624 |
+102 |
| Mar10 |
090608 |
639.00 |
639.00 |
629.25 |
637.75 |
-0.75 |
683 |
15,867 |
+363 |
| Total Volume and Open Interest |
110,204 |
522,448 |
-6,765 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090608 |
1.730 |
1.745 |
1.730 |
1.742 |
-0.023 |
64 |
936 |
-4 |
| Aug09 |
090608 |
1.745 |
1.745 |
1.745 |
1.745 |
-0.022 |
5 |
418 |
+5 |
| Sep09 |
090608 |
1.755 |
1.755 |
1.755 |
1.755 |
-0.020 |
15 |
275 |
+10 |
| Oct09 |
090608 |
1.760 |
1.760 |
1.740 |
1.757 |
-0.023 |
5 |
227 |
+5 |
| Nov09 |
090608 |
1.731 |
1.760 |
1.731 |
1.748 |
-0.022 |
15 |
341 |
-15 |
| Dec09 |
090608 |
1.755 |
1.755 |
1.755 |
1.755 |
-0.015 |
25 |
392 |
-13 |
| Jan10 |
090608 |
1.770 |
1.785 |
1.760 |
1.773 |
-0.013 |
15 |
421 |
-19 |
| Total Volume and Open Interest |
204 |
4,066 |
-36 |
| US Dollar Index(ICE) |
| Jun09 |
090608 |
81.295 |
81.530 |
80.580 |
80.830 |
+0.100 |
11,461 |
37,676 |
+1,950 |
| Sep09 |
090608 |
81.765 |
81.970 |
81.030 |
81.315 |
+0.095 |
1,930 |
3,878 |
+372 |
| Dec09 |
090608 |
82.140 |
82.340 |
81.830 |
81.830 |
+0.310 |
3 |
45 |
-1 |
| Total Volume and Open Interest |
13,394 |
41,599 |
+2,321 |
| Australian Dollar(CME) |
| Jun09 |
090608 |
78.65 |
79.83 |
78.23 |
78.66 |
-0.79 |
98,515 |
86,099 |
+422 |
| Sep09 |
090608 |
78.12 |
79.32 |
77.73 |
78.14 |
-0.79 |
5,576 |
8,671 |
+2,928 |
| Dec09 |
090608 |
77.65 |
78.80 |
77.65 |
77.66 |
-0.79 |
5 |
214 |
-2 |
| Total Volume and Open Interest |
104,096 |
94,999 |
+3,348 |
| British Pound(CME) |
| Jun09 |
090608 |
159.10 |
161.07 |
158.02 |
160.46 |
+0.71 |
151,416 |
73,949 |
-4,659 |
| Sep09 |
090608 |
159.03 |
161.01 |
157.95 |
160.42 |
+0.72 |
12,531 |
27,945 |
+3,816 |
| Dec09 |
090608 |
159.37 |
160.67 |
158.00 |
160.38 |
+0.73 |
4 |
195 |
+4 |
| Total Volume and Open Interest |
163,951 |
102,091 |
-839 |
| Canadian Dollar(CME) |
| Jun09 |
090608 |
89.08 |
89.79 |
88.55 |
89.41 |
-0.01 |
89,488 |
79,252 |
+3,465 |
| Sep09 |
090608 |
89.07 |
89.84 |
88.61 |
89.47 |
-0.01 |
5,423 |
11,355 |
+65 |
| Dec09 |
090608 |
89.27 |
89.90 |
88.90 |
89.57 |
-0.01 |
162 |
1,595 |
+27 |
| Mar10 |
090608 |
89.45 |
90.04 |
89.19 |
89.70 |
-0.01 |
37 |
488 |
+35 |
| Total Volume and Open Interest |
95,114 |
92,906 |
+3,594 |
| Japanese Yen(CME) |
| Jun09 |
090608 |
101.53 |
101.83 |
101.16 |
101.65 |
-0.02 |
77,904 |
87,208 |
-850 |
| Sep09 |
090608 |
101.59 |
101.94 |
101.27 |
101.76 |
-0.02 |
3,517 |
10,480 |
+1,545 |
| Dec09 |
090608 |
101.95 |
101.95 |
101.62 |
101.95 |
unch |
21 |
125 |
-5 |
| Total Volume and Open Interest |
81,442 |
97,826 |
+690 |
| Swiss Franc(CME) |
| Jun09 |
090608 |
91.31 |
92.29 |
91.02 |
91.61 |
-0.46 |
46,050 |
41,892 |
+1,431 |
| Sep09 |
090608 |
91.41 |
92.38 |
91.14 |
91.72 |
-0.46 |
625 |
1,719 |
+54 |
| Dec09 |
090608 |
91.88 |
92.33 |
91.51 |
91.88 |
-0.45 |
2 |
8 |
+0 |
| Total Volume and Open Interest |
46,677 |
43,619 |
+1,485 |
| EuroFX(CME) |
| Jun09 |
090608 |
138.41 |
140.02 |
138.04 |
138.91 |
-0.70 |
277,174 |
135,962 |
+2,915 |
| Sep09 |
090608 |
138.45 |
139.88 |
137.92 |
138.78 |
-0.70 |
14,487 |
19,885 |
+1,662 |
| Dec09 |
090608 |
138.69 |
139.53 |
138.00 |
138.71 |
-0.70 |
4 |
355 |
+2 |
| Total Volume and Open Interest |
291,905 |
156,446 |
+4,819 |
| Mexican Peso(CME) |
| Jun09 |
090608 |
743.5 |
754.2 |
738.5 |
741.2 |
-10.0 |
21,604 |
41,064 |
-1,195 |
| Jul09 |
090608 |
740.2 |
750.2 |
740.2 |
740.2 |
-10.0 |
|
|
|
| Total Volume and Open Interest |
29,111 |
53,276 |
+4,835 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090608 |
115~020 |
115~255 |
114~175 |
114~280 |
+0~065 |
21,561 |
35,929 |
-13,706 |
| Sep09 |
090608 |
113~200 |
114~120 |
113~020 |
113~140 |
+0~070 |
232,839 |
689,853 |
-909 |
| Dec09 |
090608 |
112~165 |
112~235 |
111~280 |
112~040 |
+0~080 |
14 |
276 |
+3 |
| Total Volume and Open Interest |
254,414 |
726,110 |
-14,612 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090608 |
115~075 |
115~150 |
114~280 |
114~315 |
-0~045 |
31,296 |
54,578 |
-9,873 |
| Sep09 |
090608 |
113~145 |
113~260 |
112~315 |
113~080 |
-0~050 |
733,062 |
1,070,228 |
+23,284 |
| Dec09 |
090608 |
112~205 |
112~205 |
111~235 |
111~290 |
-0~050 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
764,358 |
1,124,812 |
+13,411 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090608 |
114~030 |
114~054 |
113~106 |
113~124 |
-0~044 |
36,490 |
69,341 |
-17,925 |
| Sep09 |
090608 |
112~107 |
113~010 |
112~050 |
112~076 |
-0~050 |
350,833 |
677,351 |
+15,305 |
| Dec09 |
090608 |
49~116 |
50~038 |
49~116 |
49~116 |
-0~050 |
|
|
|
| Total Volume and Open Interest |
387,323 |
746,692 |
-2,620 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090608 |
108~030 |
108~035 |
107~125 |
108~003 |
-0~025 |
13,829 |
19,686 |
-2,478 |
| Sep09 |
090608 |
107~058 |
107~066 |
107~025 |
107~033 |
-0~033 |
135,183 |
479,135 |
+7,633 |
| Dec09 |
090608 |
106~102 |
107~007 |
106~102 |
106~102 |
-0~033 |
|
|
|
| Total Volume and Open Interest |
139,550 |
498,821 |
+5,155 |
| Eurodollars(CME) |
| Jun09 |
090608 |
99.317 |
99.330 |
99.300 |
99.315 |
+0.013 |
188,533 |
865,241 |
+22,050 |
| Sep09 |
090608 |
99.120 |
99.145 |
99.030 |
99.100 |
+0.045 |
200,885 |
1,064,806 |
+12,330 |
| Dec09 |
090608 |
98.675 |
98.720 |
98.580 |
98.615 |
-0.020 |
229,810 |
889,633 |
-13,844 |
| Mar10 |
090608 |
98.350 |
98.410 |
98.175 |
98.230 |
-0.100 |
232,574 |
765,959 |
-11,330 |
| Jun10 |
090608 |
97.980 |
98.055 |
97.770 |
97.830 |
-0.155 |
246,436 |
500,722 |
-25,976 |
| Sep10 |
090608 |
97.635 |
97.720 |
97.410 |
97.470 |
-0.185 |
222,136 |
464,878 |
-12,203 |
| Dec10 |
090608 |
97.270 |
97.365 |
97.055 |
97.110 |
-0.195 |
156,089 |
558,827 |
+10,390 |
| Mar11 |
090608 |
96.960 |
97.055 |
96.745 |
96.800 |
-0.200 |
116,752 |
314,212 |
-3,036 |
| Jun11 |
090608 |
96.615 |
96.705 |
96.400 |
96.455 |
-0.200 |
79,341 |
301,342 |
+1,219 |
| Sep11 |
090608 |
96.290 |
96.380 |
96.080 |
96.130 |
-0.200 |
60,769 |
215,545 |
+2,951 |
| Dec11 |
090608 |
95.950 |
96.045 |
95.760 |
95.800 |
-0.195 |
56,062 |
139,781 |
+652 |
| Mar12 |
090608 |
95.725 |
95.815 |
95.545 |
95.575 |
-0.190 |
44,718 |
107,968 |
+221 |
| Jun12 |
090608 |
95.515 |
95.595 |
95.350 |
95.370 |
-0.180 |
23,100 |
106,990 |
+3,493 |
| Sep12 |
090608 |
95.335 |
95.415 |
95.175 |
95.200 |
-0.170 |
12,543 |
67,717 |
+224 |
| Dec12 |
090608 |
95.175 |
95.245 |
95.010 |
95.035 |
-0.165 |
12,217 |
57,427 |
+1,365 |
| Mar13 |
090608 |
95.080 |
95.150 |
94.910 |
94.935 |
-0.165 |
8,010 |
62,201 |
+989 |
| Jun13 |
090608 |
95.020 |
95.025 |
94.790 |
94.815 |
-0.165 |
7,769 |
22,731 |
-1,729 |
| Sep13 |
090608 |
94.920 |
94.920 |
94.675 |
94.710 |
-0.165 |
5,592 |
39,742 |
+586 |
| Total Volume and Open Interest |
1,922,465 |
6,757,691 |
-9,567 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090608 |
99.785 |
99.790 |
99.777 |
99.780 |
-0.010 |
7,877 |
56,028 |
+778 |
| Jul09 |
090608 |
99.785 |
99.785 |
99.775 |
99.780 |
unch |
7,703 |
43,208 |
-248 |
| Aug09 |
090608 |
99.755 |
99.760 |
99.730 |
99.740 |
+0.010 |
2,056 |
39,848 |
+9 |
| Sep09 |
090608 |
99.735 |
99.745 |
99.690 |
99.710 |
+0.020 |
3,094 |
28,911 |
-1,118 |
| Oct09 |
090608 |
99.680 |
99.685 |
99.620 |
99.665 |
+0.045 |
7,372 |
33,272 |
+1,297 |
| Nov09 |
090608 |
99.585 |
99.600 |
99.515 |
99.575 |
+0.060 |
9,083 |
50,424 |
+1,782 |
| Total Volume and Open Interest |
62,934 |
384,076 |
+8,590 |
| 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 |
090608 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Sep09 |
090608 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
|
|
|
| Dec09 |
090608 |
99.54 |
99.54 |
99.52 |
99.52 |
-0.02 |
|
|
|
| Mar10 |
090608 |
99.53 |
99.53 |
99.51 |
99.51 |
-0.02 |
|
|
|
| Jun10 |
090608 |
99.50 |
99.50 |
99.48 |
99.48 |
-0.02 |
|
|
|
| Sep10 |
090608 |
99.44 |
99.44 |
99.43 |
99.43 |
-0.01 |
|
|
|
| Dec10 |
090608 |
99.39 |
99.39 |
99.38 |
99.38 |
-0.01 |
|
|
|
| Mar11 |
090608 |
99.31 |
99.31 |
99.29 |
99.29 |
-0.02 |
|
|
|
| Jun11 |
090608 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Sep11 |
090608 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090608 |
99.44 |
99.44 |
99.44 |
99.44 |
0.00 |
475 |
13,457 |
+188 |
| Sep09 |
090608 |
99.50 |
99.51 |
99.50 |
99.51 |
0.00 |
585 |
6,153 |
+476 |
| Dec09 |
090608 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
0 |
2,683 |
+0 |
| Mar10 |
090608 |
99.50 |
99.52 |
99.49 |
99.52 |
-0.01 |
20 |
2,412 |
+0 |
| Jun10 |
090608 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
800 |
+0 |
| Sep10 |
090608 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
0 |
281 |
+0 |
| Dec10 |
090608 |
99.39 |
99.39 |
99.39 |
99.39 |
0.00 |
0 |
252 |
+0 |
| Mar11 |
090608 |
99.31 |
99.31 |
99.31 |
99.31 |
0.00 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
1,080 |
29,416 |
+1,391 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090608 |
136.47 |
136.53 |
136.28 |
136.49 |
-0.32 |
3,169 |
17,436 |
+401 |
| Sep09 |
090608 |
135.89 |
135.89 |
135.63 |
135.77 |
-0.44 |
2,030 |
3,758 |
+638 |
| Dec09 |
090608 |
135.77 |
135.77 |
135.77 |
135.77 |
-0.44 |
|
|
|
| Total Volume and Open Interest |
5,199 |
19,770 |
-1,424 |
| Euro-Bund(EUREX) |
| Jun09 |
090608 |
118.16 |
118.60 |
118.13 |
118.50 |
+0.16 |
1,241,057 |
261,691 |
-274,823 |
| Sep09 |
090608 |
117.50 |
118.36 |
117.47 |
118.20 |
+0.54 |
759,671 |
717,862 |
+229,848 |
| Dec09 |
090608 |
116.90 |
116.96 |
116.90 |
116.96 |
+0.59 |
240 |
14 |
+0 |
| Total Volume and Open Interest |
2,000,968 |
979,567 |
-44,975 |
| Euro-Bobl(EUREX) |
| Jun09 |
090521 |
115.34 |
115.95 |
115.27 |
115.79 |
-0.15 |
492,831 |
742,996 |
+17,017 |
| Sep09 |
090608 |
113.12 |
113.68 |
113.00 |
113.55 |
+0.08 |
408,589 |
529,441 |
+175,568 |
| Dec09 |
090608 |
112.31 |
112.31 |
112.31 |
112.31 |
+0.08 |
25 |
50 |
+25 |
| Total Volume and Open Interest |
1,150,733 |
745,135 |
-2,309 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090608 |
98.665 |
98.680 |
98.665 |
98.670 |
-0.035 |
715 |
10,527 |
+127 |
| Dec09 |
090608 |
98.440 |
98.485 |
98.440 |
98.465 |
-0.030 |
423 |
4,641 |
+69 |
| Total Volume and Open Interest |
2,396 |
37,985 |
+239 |
| Long Gilt(LIFFE) |
| Jun09 |
090608 |
117~09 |
117~26 |
117~04 |
117~25 |
+0~16 |
3,151 |
41,401 |
-3,830 |
| Sep09 |
090608 |
115~21 |
116~16 |
115~13 |
116~07 |
+0~16 |
57,828 |
213,370 |
-1,241 |
| Total Volume and Open Interest |
60,979 |
254,771 |
-3,191 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090608 |
98.74 |
98.79 |
98.74 |
98.76 |
+0.01 |
45,975 |
284,183 |
-11,821 |
| Sep09 |
090608 |
98.64 |
98.74 |
98.62 |
98.67 |
-0.03 |
87,490 |
288,790 |
+1,899 |
| Dec09 |
090608 |
98.31 |
98.36 |
98.27 |
98.28 |
-0.12 |
59,264 |
302,430 |
-7,143 |
| Mar10 |
090608 |
98.06 |
98.07 |
97.90 |
97.93 |
-0.22 |
69,247 |
363,781 |
+2,642 |
| Jun10 |
090608 |
97.73 |
97.73 |
97.47 |
97.51 |
-0.27 |
66,143 |
268,910 |
+1,830 |
| Sep10 |
090608 |
97.33 |
97.33 |
97.07 |
97.11 |
-0.28 |
73,529 |
257,240 |
+6,381 |
| Total Volume and Open Interest |
489,622 |
2,290,995 |
-9,735 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090608 |
98.700 |
98.710 |
98.675 |
98.685 |
-0.010 |
238,273 |
577,032 |
-21,511 |
| Sep09 |
090608 |
98.680 |
98.695 |
98.550 |
98.670 |
-0.025 |
276,344 |
569,534 |
-30,313 |
| Dec09 |
090608 |
98.450 |
98.505 |
98.255 |
98.465 |
-0.025 |
239,600 |
505,035 |
-15,513 |
| Total Volume and Open Interest |
1,589,186 |
3,498,739 |
-83,995 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090605 |
96.74 |
96.75 |
96.71 |
96.74 |
unch |
11,450 |
117,853 |
-6,976 |
| Sep09 |
090605 |
96.90 |
96.92 |
96.84 |
96.86 |
-0.04 |
23,545 |
283,062 |
+4,962 |
| Dec09 |
090605 |
96.88 |
96.91 |
96.81 |
96.83 |
-0.06 |
21,750 |
175,487 |
+5,676 |
| Mar10 |
090605 |
96.66 |
96.68 |
96.58 |
96.59 |
-0.07 |
6,265 |
101,760 |
+336 |
| Jun10 |
090605 |
96.27 |
96.29 |
96.17 |
96.20 |
-0.07 |
2,987 |
73,747 |
-395 |
| Sep10 |
090605 |
95.85 |
95.85 |
95.72 |
95.74 |
-0.09 |
1,371 |
41,407 |
-411 |
| Dec10 |
090605 |
95.39 |
95.39 |
95.26 |
95.26 |
-0.12 |
480 |
23,999 |
-568 |
| Mar11 |
090605 |
94.91 |
94.92 |
94.82 |
94.84 |
-0.13 |
339 |
14,823 |
-156 |
| Jun11 |
090605 |
94.52 |
94.52 |
94.47 |
94.52 |
-0.09 |
0 |
2,310 |
+0 |
| Sep11 |
090605 |
94.19 |
94.19 |
94.18 |
94.18 |
-0.11 |
0 |
719 |
+0 |
| Total Volume and Open Interest |
68,187 |
836,325 |
+2,468 |
| 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 |
090605 |
94.55 |
94.57 |
94.38 |
94.39 |
-0.17 |
379 |
9,685 |
+346 |
| Total Volume and Open Interest |
30,085 |
361,283 |
-7,757 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090605 |
95.94 |
95.96 |
95.80 |
95.83 |
-0.13 |
72,908 |
622,543 |
-22,892 |
| Sep09 |
090605 |
95.67 |
95.67 |
95.56 |
95.57 |
-0.12 |
1,701 |
26,261 |
-2,487 |
| Total Volume and Open Interest |
74,609 |
648,804 |
-25,379 |
| Gold(CMX) |
| Jun09 |
090608 |
951.2 |
960.1 |
944.4 |
951.7 |
-10.0 |
600 |
3,099 |
-355 |
| Aug09 |
090608 |
950.9 |
961.1 |
943.8 |
952.5 |
-10.1 |
115,369 |
260,305 |
+6,727 |
| Oct09 |
090608 |
950.5 |
962.0 |
945.9 |
953.9 |
-10.1 |
1,464 |
11,704 |
+26 |
| Dec09 |
090608 |
954.1 |
963.6 |
947.7 |
955.4 |
-10.1 |
2,243 |
44,379 |
-189 |
| Feb10 |
090608 |
955.9 |
964.0 |
952.5 |
957.4 |
-9.9 |
877 |
14,137 |
+674 |
| Apr10 |
090608 |
958.7 |
961.5 |
951.1 |
959.4 |
-9.7 |
557 |
15,468 |
-87 |
| Jun10 |
090608 |
955.5 |
961.8 |
955.5 |
961.8 |
-9.4 |
123 |
11,051 |
+7 |
| Aug10 |
090608 |
964.6 |
964.6 |
964.6 |
964.6 |
-9.1 |
549 |
358 |
-179 |
| Oct10 |
090608 |
967.8 |
967.8 |
967.8 |
967.8 |
-8.8 |
485 |
357 |
-145 |
| Dec10 |
090608 |
968.5 |
975.0 |
964.8 |
971.4 |
-8.4 |
104 |
12,684 |
+99 |
| Feb11 |
090608 |
975.2 |
975.2 |
975.2 |
975.2 |
-8.1 |
0 |
12 |
+0 |
| Apr11 |
090608 |
979.3 |
979.3 |
979.3 |
979.3 |
-7.7 |
|
|
|
| Total Volume and Open Interest |
124,373 |
401,699 |
+5,776 |
| Silver(CMX) |
| Jul09 |
090608 |
1491.0 |
1546.0 |
1473.5 |
1495.5 |
-43.3 |
33,885 |
58,575 |
+622 |
| Sep09 |
090608 |
1492.0 |
1546.0 |
1479.0 |
1498.8 |
-43.4 |
2,786 |
14,552 |
+1,473 |
| Dec09 |
090608 |
1502.0 |
1550.5 |
1485.5 |
1502.8 |
-43.2 |
1,482 |
17,767 |
+636 |
| Mar10 |
090608 |
1506.1 |
1506.1 |
1506.1 |
1506.1 |
-42.7 |
85 |
5,800 |
+50 |
| May10 |
090608 |
1508.6 |
1508.6 |
1508.6 |
1508.6 |
-42.2 |
0 |
2,569 |
+0 |
| Jul10 |
090608 |
1511.1 |
1511.1 |
1511.1 |
1511.1 |
-41.7 |
9 |
2,552 |
-2 |
| Sep10 |
090608 |
1514.1 |
1514.1 |
1514.1 |
1514.1 |
-41.2 |
0 |
63 |
+0 |
| Total Volume and Open Interest |
38,654 |
109,274 |
+3,101 |
| Platinum(NYMEX) |
| Jul09 |
090608 |
1234.0 |
1249.4 |
1228.0 |
1244.0 |
-42.2 |
4,140 |
20,532 |
+640 |
| Oct09 |
090608 |
1244.9 |
1255.3 |
1236.8 |
1250.4 |
-41.8 |
565 |
3,975 |
+473 |
| Jan10 |
090608 |
1251.0 |
1254.5 |
1251.0 |
1254.5 |
-41.8 |
1 |
24 |
+0 |
| Total Volume and Open Interest |
4,706 |
24,531 |
+1,113 |
| Palladium(NYMEX) |
| Jun09 |
090608 |
246.75 |
251.25 |
246.75 |
251.25 |
-7.80 |
8 |
341 |
-106 |
| Sep09 |
090608 |
252.00 |
253.75 |
246.50 |
252.00 |
-7.80 |
1,147 |
15,419 |
+151 |
| Dec09 |
090608 |
249.55 |
253.70 |
249.45 |
253.15 |
-7.85 |
4 |
302 |
+0 |
| Total Volume and Open Interest |
1,159 |
16,062 |
+45 |
| Copper(CMX) |
| Jul09 |
090608 |
224.75 |
230.85 |
223.05 |
225.30 |
-3.10 |
18,767 |
64,606 |
-5,550 |
| Sep09 |
090608 |
225.95 |
231.70 |
224.45 |
226.50 |
-3.10 |
6,207 |
30,712 |
+2,496 |
| Dec09 |
090608 |
227.45 |
232.10 |
225.55 |
227.30 |
-3.05 |
790 |
7,698 |
+601 |
| Mar10 |
090608 |
228.20 |
228.80 |
227.55 |
227.55 |
-3.05 |
63 |
1,987 |
+47 |
| May10 |
090608 |
227.65 |
227.65 |
227.65 |
227.65 |
-3.05 |
0 |
411 |
+0 |
| Total Volume and Open Interest |
27,182 |
111,957 |
-2,170 |
| Aluminum(CMX) |
| Jun09 |
090608 |
0.74 |
0.74 |
0.74 |
0.74 |
+0.02 |
|
|
|
| Jul09 |
090608 |
0.74 |
0.74 |
0.74 |
0.74 |
+0.01 |
|
|
|
| Aug09 |
090608 |
0.75 |
0.75 |
0.75 |
0.75 |
+0.02 |
|
|
|
| Sep09 |
090608 |
0.76 |
0.76 |
0.76 |
0.76 |
+0.02 |
|
|
|
| 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 |
090608 |
8693 |
8820 |
8630 |
8759 |
-3 |
523 |
23,479 |
+66 |
| Sep09 |
090608 |
8605 |
8732 |
8605 |
8703 |
-2 |
67 |
2,418 |
+14 |
| Dec09 |
090608 |
8649 |
8655 |
8649 |
8649 |
-6 |
0 |
3 |
+0 |
| Mar10 |
090608 |
8609 |
8612 |
8609 |
8609 |
-3 |
|
|
|
| Total Volume and Open Interest |
590 |
25,900 |
+80 |
| S & P 500(CME) |
| Jun09 |
090608 |
932.40 |
946.20 |
925.70 |
938.80 |
-1.70 |
27,794 |
415,873 |
-8,383 |
| Sep09 |
090608 |
929.20 |
941.50 |
921.50 |
934.60 |
-1.50 |
9,088 |
56,005 |
+6,557 |
| Dec09 |
090608 |
930.80 |
938.20 |
918.20 |
930.80 |
-1.40 |
91 |
5,244 |
+46 |
| Mar10 |
090608 |
928.00 |
935.40 |
915.40 |
928.00 |
-1.40 |
0 |
3,139 |
+0 |
| Total Volume and Open Interest |
36,973 |
480,263 |
-1,780 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090608 |
932.25 |
946.50 |
925.50 |
938.75 |
-1.75 |
1,786,027 |
2,582,735 |
-23,448 |
| Sep09 |
090608 |
928.50 |
942.25 |
921.25 |
934.50 |
-1.50 |
29,657 |
180,117 |
+9,234 |
| Total Volume and Open Interest |
1,816,041 |
2,763,934 |
-13,902 |
| NASDAQ 100(CME) |
| Jun09 |
090608 |
1480.00 |
1501.00 |
1466.00 |
1490.50 |
-4.50 |
1,166 |
26,656 |
-133 |
| Sep09 |
090608 |
1481.50 |
1497.00 |
1465.00 |
1489.30 |
-4.50 |
485 |
556 |
+277 |
| Dec09 |
090608 |
1492.30 |
1492.30 |
1491.80 |
1492.30 |
-4.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,651 |
27,214 |
+144 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090608 |
1480.30 |
1500.30 |
1466.80 |
1490.50 |
-4.50 |
204,494 |
283,361 |
+647 |
| Sep09 |
090608 |
1478.00 |
1499.00 |
1466.00 |
1489.30 |
-4.50 |
2,051 |
3,089 |
-45 |
| Total Volume and Open Interest |
206,545 |
286,467 |
+602 |
| S & P Midcap 400(CME) |
| Jun09 |
090608 |
593.00 |
597.00 |
584.00 |
591.60 |
-3.60 |
690 |
4,512 |
+57 |
| Sep09 |
090608 |
589.00 |
589.50 |
589.00 |
589.50 |
-3.40 |
|
|
|
| Dec09 |
090608 |
587.50 |
587.50 |
587.40 |
587.50 |
-3.40 |
|
|
|
| Total Volume and Open Interest |
690 |
4,512 |
+57 |
| Russell 2000(CME) |
| Jun09 |
090608 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,793 |
-368 |
| Sep09 |
090608 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,328 |
+872 |
| Dec09 |
090608 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,264 |
+200 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090608 |
9845 |
9920 |
9810 |
9835 |
+55 |
96,200 |
187,140 |
-7,523 |
| Sep09 |
090608 |
9850 |
9920 |
9820 |
9845 |
+60 |
9,796 |
20,358 |
+9,038 |
| Total Volume and Open Interest |
105,996 |
210,073 |
+241 |
| Nikkei 225(SGX) |
| Jun09 |
090608 |
9845 |
9920 |
9810 |
9835 |
+55 |
96,200 |
187,140 |
-7,523 |
| Sep09 |
090608 |
9850 |
9920 |
9820 |
9845 |
+60 |
9,796 |
20,358 |
+9,038 |
| Dec09 |
090608 |
9800 |
9800 |
9800 |
9800 |
+60 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
105,996 |
210,073 |
+241 |
| CAC 40(EURONEXT) |
| Jun09 |
090608 |
3321.5 |
3326.0 |
3270.5 |
3289.0 |
-48.0 |
103,292 |
453,350 |
-7,363 |
| Jul09 |
090608 |
3317.5 |
3321.5 |
3268.0 |
3284.5 |
-48.0 |
1,842 |
11,983 |
+1,709 |
| Aug09 |
090608 |
3315.0 |
3315.0 |
3269.5 |
3285.0 |
-48.0 |
60 |
110 |
+37 |
| Total Volume and Open Interest |
105,673 |
470,517 |
-5,408 |
| Hang Seng Index(HKFE) |
| Jun09 |
090608 |
18500 |
18574 |
18122 |
18131 |
-515 |
93,367 |
89,465 |
-1,215 |
| Jul09 |
090608 |
18502 |
18565 |
18120 |
18130 |
-510 |
686 |
1,309 |
+401 |
| Total Volume and Open Interest |
94,188 |
93,132 |
-790 |
| DAX(EUREX) |
| Jun09 |
090608 |
5053.0 |
5061.0 |
4966.5 |
5008.5 |
-73.5 |
127,981 |
163,910 |
+2,266 |
| Sep09 |
090608 |
5062.0 |
5065.0 |
4975.0 |
5015.5 |
-73.5 |
1,721 |
10,314 |
+865 |
| Dec09 |
090608 |
5070.0 |
5075.0 |
4995.5 |
5023.0 |
-74.0 |
926 |
3,678 |
+590 |
| Total Volume and Open Interest |
130,628 |
177,902 |
+3,721 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090608 |
4417.00 |
4448.50 |
4365.50 |
4402.00 |
-32.00 |
95,027 |
720,320 |
-10,071 |
| Sep09 |
090608 |
4380.00 |
4412.50 |
4336.00 |
4367.50 |
-32.50 |
6,623 |
14,523 |
+7,227 |
| Dec09 |
090608 |
4305.50 |
4341.00 |
4305.50 |
4341.00 |
-31.00 |
10 |
3,429 |
+3 |
| Total Volume and Open Interest |
101,660 |
738,272 |
-2,841 |
| SPI 200(SFE) |
| Jun09 |
090605 |
3954.0 |
4025.0 |
3911.0 |
3946.0 |
-3.0 |
37,697 |
310,833 |
+650 |
| Sep09 |
090605 |
3937.0 |
3987.0 |
3900.0 |
3922.0 |
-3.0 |
885 |
3,970 |
+395 |
| Dec09 |
090605 |
3928.0 |
3928.0 |
3928.0 |
3928.0 |
unch |
0 |
3,665 |
-153 |
| Total Volume and Open Interest |
38,582 |
321,650 |
+892 |
| GSCI(CME) |
| Jun09 |
090608 |
448.75 |
454.00 |
448.25 |
451.00 |
-3.00 |
1,913 |
14,908 |
-1,300 |
| Jul09 |
090608 |
456.45 |
459.35 |
453.50 |
456.45 |
-2.85 |
1,428 |
1,578 |
+1,423 |
| Aug09 |
090608 |
461.00 |
464.55 |
458.50 |
461.00 |
-3.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
3,343 |
16,486 |
+123 |
| Reuters CCI(ICE) |
| 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 |
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
+8.50 |
0 |
11 |
+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. |
|
|