|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue June 09, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090609 |
1234.00 |
1249.00 |
1226.75 |
1243.50 |
+11.00 |
83,368 |
174,057 |
-1,410 |
| Aug09 |
090609 |
1166.75 |
1180.00 |
1162.00 |
1177.25 |
+10.75 |
13,525 |
36,055 |
+2,691 |
| Sep09 |
090609 |
1100.00 |
1113.00 |
1091.00 |
1110.00 |
+14.00 |
2,270 |
13,421 |
+295 |
| Nov09 |
090609 |
1053.25 |
1075.75 |
1049.50 |
1072.50 |
+20.75 |
46,161 |
169,556 |
+6,655 |
| Jan10 |
090609 |
1064.50 |
1082.25 |
1060.50 |
1079.25 |
+20.75 |
2,305 |
17,328 |
+191 |
| Mar10 |
090609 |
1065.00 |
1080.00 |
1059.00 |
1078.00 |
+22.50 |
2,556 |
16,212 |
+578 |
| May10 |
090609 |
1044.00 |
1063.50 |
1042.25 |
1062.50 |
+25.00 |
1,070 |
6,623 |
+266 |
| Total Volume and Open Interest |
154,597 |
458,146 |
+8,847 |
| Soybean Meal(CBOT) |
| Jul09 |
090609 |
401.60 |
408.20 |
400.00 |
407.80 |
+6.10 |
29,063 |
75,425 |
-2,424 |
| Aug09 |
090609 |
372.50 |
376.70 |
370.70 |
376.60 |
+4.40 |
8,728 |
23,871 |
+1,712 |
| Sep09 |
090609 |
347.00 |
353.30 |
346.60 |
353.30 |
+5.60 |
3,053 |
17,631 |
+223 |
| Oct09 |
090609 |
327.00 |
334.30 |
326.30 |
334.30 |
+9.10 |
1,819 |
16,002 |
+130 |
| Dec09 |
090609 |
316.40 |
325.80 |
315.20 |
325.80 |
+10.60 |
12,562 |
45,670 |
+2,867 |
| Jan10 |
090609 |
314.40 |
321.60 |
314.40 |
321.60 |
+10.60 |
449 |
4,203 |
+211 |
| Mar10 |
090609 |
310.50 |
317.10 |
304.50 |
317.10 |
+10.40 |
452 |
2,906 |
+19 |
| May10 |
090609 |
302.60 |
309.40 |
302.60 |
309.40 |
+10.40 |
517 |
4,320 |
+83 |
| Total Volume and Open Interest |
57,037 |
193,528 |
+2,878 |
| Soybean Oil(CBOT) |
| Jul09 |
090609 |
39.50 |
39.89 |
39.22 |
39.45 |
+0.05 |
36,338 |
106,065 |
-5,463 |
| Aug09 |
090609 |
39.62 |
40.01 |
39.36 |
39.58 |
+0.06 |
8,989 |
30,255 |
+1,625 |
| Sep09 |
090609 |
39.55 |
40.16 |
39.50 |
39.74 |
+0.06 |
6,546 |
22,466 |
+1,390 |
| Oct09 |
090609 |
40.00 |
40.31 |
39.84 |
39.91 |
+0.05 |
2,840 |
12,978 |
+105 |
| Dec09 |
090609 |
40.23 |
40.70 |
40.09 |
40.28 |
+0.05 |
18,358 |
56,217 |
+3,653 |
| Jan10 |
090609 |
40.57 |
40.98 |
40.51 |
40.58 |
+0.07 |
788 |
5,310 |
+463 |
| Mar10 |
090609 |
40.79 |
41.21 |
40.76 |
40.83 |
+0.07 |
569 |
1,979 |
+205 |
| May10 |
090609 |
41.03 |
41.36 |
40.95 |
40.95 |
+0.04 |
591 |
2,414 |
-127 |
| Total Volume and Open Interest |
76,303 |
245,484 |
+2,513 |
| Canola(WCE) |
| Jul09 |
090609 |
477.9 |
477.9 |
470.6 |
474.8 |
+0.3 |
7,057 |
31,585 |
-1,197 |
| Nov09 |
090609 |
481.9 |
481.9 |
471.0 |
477.7 |
unch |
7,098 |
71,645 |
+859 |
| Jan10 |
090609 |
479.9 |
483.4 |
479.9 |
481.9 |
-0.3 |
29 |
5,273 |
+5 |
| Mar10 |
090609 |
485.0 |
485.0 |
485.0 |
485.0 |
-0.3 |
10 |
1,480 |
+9 |
| May10 |
090609 |
489.9 |
489.9 |
489.9 |
489.9 |
-0.3 |
14 |
440 |
+3 |
| Total Volume and Open Interest |
14,211 |
111,017 |
-318 |
| Corn(CBOT) |
| Jul09 |
090609 |
435.50 |
445.75 |
434.50 |
444.00 |
+9.00 |
96,614 |
336,605 |
-9,950 |
| Sep09 |
090609 |
445.00 |
455.00 |
444.00 |
453.25 |
+8.50 |
33,235 |
169,410 |
+5,455 |
| Dec09 |
090609 |
458.50 |
468.00 |
457.50 |
466.25 |
+8.25 |
45,316 |
336,693 |
+2,324 |
| Mar10 |
090609 |
468.50 |
478.50 |
468.50 |
477.50 |
+8.25 |
4,433 |
53,415 |
+871 |
| May10 |
090609 |
474.50 |
485.50 |
474.50 |
484.75 |
+8.00 |
1,228 |
10,081 |
+372 |
| Jul10 |
090609 |
483.50 |
492.75 |
483.50 |
491.50 |
+8.00 |
2,138 |
29,249 |
+77 |
| Total Volume and Open Interest |
185,472 |
992,832 |
-464 |
| Wheat(CBOT) |
| Jul09 |
090609 |
598.25 |
617.50 |
597.25 |
613.75 |
+15.75 |
62,365 |
142,312 |
-12,334 |
| Sep09 |
090609 |
626.25 |
645.50 |
625.50 |
642.00 |
+16.00 |
24,834 |
81,278 |
+3,545 |
| Dec09 |
090609 |
652.25 |
670.75 |
651.25 |
667.25 |
+15.75 |
17,376 |
80,974 |
-236 |
| Mar10 |
090609 |
668.00 |
687.00 |
668.00 |
684.00 |
+15.75 |
4,655 |
9,565 |
+1,193 |
| May10 |
090609 |
688.50 |
697.00 |
679.75 |
694.50 |
+14.75 |
35 |
1,059 |
-1 |
| Total Volume and Open Interest |
124,052 |
351,429 |
-3,101 |
| Wheat(KCBT) |
| Jul09 |
090609 |
654.50 |
668.75 |
653.75 |
665.50 |
+12.75 |
9,006 |
38,549 |
-496 |
| Sep09 |
090609 |
665.75 |
679.00 |
664.00 |
676.00 |
+12.50 |
3,174 |
14,524 |
+938 |
| Dec09 |
090609 |
680.75 |
695.50 |
674.00 |
692.50 |
+12.75 |
2,451 |
29,182 |
+688 |
| Mar10 |
090609 |
701.75 |
709.50 |
696.00 |
706.75 |
+13.25 |
392 |
1,639 |
+45 |
| May10 |
090609 |
707.50 |
716.00 |
703.50 |
711.75 |
+10.75 |
14 |
174 |
+13 |
| Total Volume and Open Interest |
16,988 |
92,373 |
+2,194 |
| Wheat(MGE) |
| Jul09 |
090609 |
720.25 |
746.00 |
720.25 |
743.00 |
+24.75 |
2,816 |
9,929 |
-1,400 |
| Sep09 |
090609 |
721.75 |
743.00 |
721.75 |
740.25 |
+20.25 |
1,137 |
10,219 |
-114 |
| Dec09 |
090609 |
743.25 |
752.50 |
737.50 |
750.25 |
+17.50 |
744 |
7,545 |
+31 |
| Mar10 |
090609 |
756.50 |
763.50 |
750.00 |
762.00 |
+17.50 |
378 |
1,559 |
+220 |
| May10 |
090609 |
762.50 |
768.25 |
755.75 |
766.75 |
+16.25 |
115 |
431 |
-52 |
| Total Volume and Open Interest |
6,064 |
33,780 |
-942 |
| Oats(CBOT) |
| Jul09 |
090609 |
243.00 |
249.75 |
230.75 |
246.00 |
+3.00 |
879 |
6,125 |
-74 |
| Sep09 |
090609 |
250.50 |
255.50 |
244.25 |
255.50 |
+3.00 |
40 |
2,166 |
+7 |
| Dec09 |
090609 |
264.00 |
269.00 |
255.00 |
269.00 |
+3.00 |
257 |
6,538 |
+39 |
| Mar10 |
090609 |
277.00 |
282.00 |
277.00 |
282.00 |
+3.50 |
0 |
63 |
+0 |
| Total Volume and Open Interest |
1,176 |
14,892 |
-28 |
| Rough Rice(CBOT) |
| Jul09 |
090609 |
12.48 |
12.98 |
12.35 |
12.95 |
+0.48 |
439 |
3,202 |
-86 |
| Sep09 |
090609 |
12.58 |
12.95 |
12.48 |
12.90 |
+0.32 |
208 |
3,394 |
-6 |
| Nov09 |
090609 |
12.61 |
12.95 |
12.57 |
12.90 |
+0.28 |
140 |
1,806 |
-9 |
| Jan10 |
090609 |
12.86 |
13.00 |
12.82 |
12.94 |
+0.14 |
32 |
258 |
+20 |
| Total Volume and Open Interest |
862 |
9,004 |
-56 |
| Live Cattle(CME) |
| Jun09 |
090609 |
79.400 |
80.350 |
79.350 |
80.180 |
+0.750 |
7,070 |
12,230 |
-4,999 |
| Aug09 |
090609 |
80.750 |
82.035 |
80.650 |
81.725 |
+1.090 |
9,322 |
109,347 |
+1,428 |
| Oct09 |
090609 |
86.250 |
87.400 |
86.250 |
87.035 |
+0.735 |
4,872 |
52,983 |
+288 |
| Dec09 |
090609 |
88.600 |
89.350 |
88.550 |
89.080 |
+0.480 |
1,774 |
20,954 |
+439 |
| Feb10 |
090609 |
90.500 |
91.000 |
90.200 |
90.750 |
+0.465 |
541 |
9,902 |
+122 |
| Apr10 |
090609 |
92.330 |
92.700 |
91.930 |
92.550 |
+0.400 |
183 |
3,260 |
+46 |
| Total Volume and Open Interest |
23,879 |
209,438 |
-2,624 |
| Feeder Cattle(CME) |
| Aug09 |
090609 |
96.050 |
96.650 |
95.500 |
96.330 |
+0.480 |
2,229 |
14,366 |
-200 |
| Sep09 |
090609 |
96.430 |
97.000 |
95.900 |
96.950 |
+0.750 |
224 |
2,082 |
-39 |
| Oct09 |
090609 |
96.550 |
97.600 |
96.385 |
97.500 |
+0.715 |
384 |
3,867 |
+76 |
| Nov09 |
090609 |
96.885 |
97.650 |
96.550 |
97.550 |
+0.950 |
116 |
876 |
+24 |
| Jan10 |
090609 |
96.500 |
97.000 |
96.500 |
96.800 |
+0.200 |
11 |
229 |
+4 |
| Mar10 |
090609 |
95.700 |
95.700 |
95.200 |
95.700 |
+0.700 |
0 |
45 |
+0 |
| Apr10 |
090609 |
95.250 |
95.250 |
95.250 |
95.250 |
unch |
0 |
3 |
-1 |
| Total Volume and Open Interest |
2,964 |
21,470 |
-136 |
| Lean Hogs(CME) |
| Jun09 |
090609 |
57.550 |
57.985 |
57.200 |
57.350 |
-0.230 |
5,836 |
11,337 |
-356 |
| Jul09 |
090609 |
59.300 |
60.000 |
58.700 |
58.750 |
-0.750 |
13,028 |
45,974 |
-2,284 |
| Aug09 |
090609 |
61.200 |
61.930 |
60.300 |
60.535 |
-1.000 |
9,025 |
37,626 |
+2,061 |
| Oct09 |
090609 |
61.000 |
61.200 |
59.700 |
59.785 |
-0.895 |
4,630 |
28,368 |
+209 |
| Dec09 |
090609 |
63.150 |
63.850 |
62.235 |
62.500 |
-1.000 |
3,891 |
12,644 |
+1,582 |
| Feb10 |
090609 |
68.500 |
68.500 |
67.400 |
67.450 |
-0.685 |
259 |
2,818 |
+27 |
| Apr10 |
090609 |
72.000 |
72.000 |
71.000 |
71.080 |
-0.220 |
202 |
1,290 |
+107 |
| May10 |
090609 |
76.700 |
76.700 |
76.700 |
76.700 |
-0.100 |
6 |
98 |
+2 |
| Total Volume and Open Interest |
36,978 |
141,070 |
+1,404 |
| Pork Bellies(CME) |
| Jul09 |
090609 |
61.500 |
61.900 |
58.900 |
58.900 |
-3.000 |
67 |
607 |
-25 |
| Aug09 |
090609 |
62.800 |
62.800 |
59.050 |
59.050 |
-3.000 |
31 |
220 |
+14 |
| Feb10 |
090609 |
94.300 |
94.300 |
93.500 |
93.500 |
-0.950 |
20 |
50 |
+13 |
| Mar10 |
090609 |
94.500 |
95.450 |
94.000 |
94.000 |
-1.450 |
1 |
5 |
+0 |
| May10 |
090609 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
119 |
882 |
+2 |
| Class III Milk(CME) |
| Jun09 |
090609 |
9.96 |
9.96 |
9.89 |
9.91 |
-0.01 |
43 |
5,098 |
-146 |
| Jul09 |
090609 |
10.56 |
10.79 |
10.56 |
10.74 |
+0.14 |
211 |
4,264 |
+42 |
| Aug09 |
090609 |
11.60 |
11.81 |
11.57 |
11.71 |
+0.14 |
359 |
3,559 |
-28 |
| Sep09 |
090609 |
12.79 |
12.94 |
12.76 |
12.92 |
+0.13 |
231 |
3,040 |
-35 |
| Oct09 |
090609 |
13.45 |
13.54 |
13.44 |
13.54 |
+0.10 |
292 |
2,839 |
+21 |
| Total Volume and Open Interest |
1,666 |
26,686 |
-35 |
| Cocoa(ICE) |
| Jul09 |
090609 |
2714 |
2783 |
2703 |
2768 |
+69 |
7,094 |
26,773 |
-3,716 |
| Sep09 |
090609 |
2724 |
2802 |
2717 |
2788 |
+74 |
5,951 |
46,190 |
+2,304 |
| Dec09 |
090609 |
2735 |
2807 |
2735 |
2798 |
+75 |
1,493 |
23,831 |
+1,000 |
| Mar10 |
090609 |
2754 |
2804 |
2754 |
2802 |
+79 |
317 |
12,444 |
+196 |
| May10 |
090609 |
2756 |
2798 |
2756 |
2798 |
+78 |
170 |
3,452 |
+49 |
| Jul10 |
090609 |
2799 |
2804 |
2798 |
2804 |
+79 |
64 |
3,366 |
+52 |
| Sep10 |
090609 |
2805 |
2806 |
2802 |
2806 |
+79 |
376 |
2,206 |
+189 |
| Total Volume and Open Interest |
15,465 |
122,157 |
+74 |
| Coffee "C"(ICE) |
| Jul09 |
090609 |
130.95 |
132.25 |
130.45 |
131.15 |
+1.10 |
12,604 |
55,191 |
-5,649 |
| Sep09 |
090609 |
132.55 |
134.25 |
132.55 |
133.25 |
+1.15 |
6,552 |
46,357 |
+2,720 |
| Dec09 |
090609 |
134.60 |
136.75 |
134.60 |
135.70 |
+1.10 |
2,207 |
22,042 |
+509 |
| Mar10 |
090609 |
137.80 |
139.00 |
137.80 |
138.15 |
+1.25 |
203 |
12,312 |
+46 |
| May10 |
090609 |
139.60 |
140.40 |
139.60 |
139.85 |
+1.35 |
104 |
3,076 |
+2 |
| Jul10 |
090609 |
141.45 |
141.45 |
141.45 |
141.45 |
+1.35 |
6 |
1,266 |
+1 |
| Total Volume and Open Interest |
21,689 |
142,486 |
-2,362 |
| Orange Juice(ICE) |
| Jul09 |
090609 |
87.10 |
88.70 |
85.80 |
86.50 |
-1.70 |
1,627 |
17,164 |
-1,193 |
| Sep09 |
090609 |
90.25 |
91.85 |
89.10 |
89.70 |
-1.75 |
936 |
10,837 |
+520 |
| Nov09 |
090609 |
94.30 |
94.70 |
92.05 |
92.75 |
-1.55 |
23 |
3,560 |
+21 |
| Jan10 |
090609 |
96.25 |
96.25 |
95.25 |
95.75 |
-1.40 |
16 |
260 |
+15 |
| Mar10 |
090609 |
98.50 |
99.05 |
98.50 |
99.05 |
-1.20 |
0 |
127 |
+0 |
| May10 |
090609 |
101.85 |
101.85 |
101.85 |
101.85 |
-1.15 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
2,604 |
32,183 |
-637 |
| Sugar #11(ICE) |
| Jul09 |
090609 |
15.46 |
15.65 |
15.34 |
15.56 |
+0.19 |
87,743 |
237,334 |
-24,761 |
| Oct09 |
090609 |
16.58 |
16.67 |
16.34 |
16.60 |
+0.09 |
54,120 |
223,466 |
+15,110 |
| Mar10 |
090609 |
17.50 |
17.62 |
17.34 |
17.58 |
+0.09 |
16,312 |
129,418 |
+445 |
| May10 |
090609 |
17.38 |
17.44 |
17.20 |
17.43 |
+0.10 |
3,675 |
30,280 |
+178 |
| Jul10 |
090609 |
17.15 |
17.24 |
17.00 |
17.20 |
+0.04 |
14,813 |
55,103 |
+8,584 |
| Total Volume and Open Interest |
179,403 |
776,834 |
-421 |
| Sugar #14(ICE) |
| Sep09 |
090609 |
22.15 |
22.50 |
22.15 |
22.50 |
+0.52 |
103 |
2,632 |
+40 |
| Total Volume and Open Interest |
129 |
2,841 |
-514 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090609 |
1773 |
1793 |
1761 |
1782 |
+17 |
4,707 |
37,449 |
+878 |
| Dec09 |
090609 |
1762 |
1786 |
1755 |
1775 |
+16 |
1,248 |
27,945 |
-54 |
| Mar10 |
090609 |
1748 |
1775 |
1747 |
1765 |
+14 |
369 |
24,897 |
+229 |
| May10 |
090609 |
1750 |
1763 |
1750 |
1760 |
+12 |
127 |
13,839 |
+76 |
| Jul10 |
090609 |
1755 |
1762 |
1753 |
1759 |
+12 |
204 |
3,420 |
+127 |
| Sep10 |
090609 |
1761 |
1761 |
1761 |
1761 |
+12 |
255 |
1,797 |
+78 |
| Total Volume and Open Interest |
10,953 |
170,068 |
+994 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090609 |
443.00 |
447.00 |
441.20 |
444.90 |
+2.30 |
2,348 |
38,186 |
-497 |
| Oct09 |
090609 |
454.00 |
455.00 |
449.60 |
453.40 |
+1.90 |
1,075 |
26,638 |
+115 |
| Dec09 |
090609 |
459.00 |
459.50 |
454.50 |
459.40 |
+3.20 |
74 |
8,278 |
-26 |
| Mar10 |
090609 |
462.00 |
463.90 |
458.60 |
463.40 |
+3.20 |
113 |
8,055 |
+28 |
| May10 |
090609 |
459.00 |
460.50 |
458.20 |
460.50 |
+4.10 |
4 |
1,102 |
+3 |
| Total Volume and Open Interest |
3,705 |
84,470 |
-337 |
| Cotton(ICE) |
| Jul09 |
090609 |
55.25 |
56.27 |
54.77 |
54.86 |
-0.81 |
11,779 |
63,560 |
-4,371 |
| Oct09 |
090609 |
58.65 |
58.67 |
57.60 |
57.60 |
-0.72 |
301 |
2,134 |
-214 |
| Dec09 |
090609 |
60.24 |
60.84 |
59.40 |
59.52 |
-0.72 |
7,519 |
54,840 |
+3,177 |
| Mar10 |
090609 |
62.98 |
62.98 |
61.83 |
61.83 |
-0.66 |
266 |
8,912 |
-153 |
| May10 |
090609 |
63.18 |
63.18 |
63.18 |
63.18 |
-0.61 |
56 |
334 |
+49 |
| Jul10 |
090609 |
64.44 |
64.44 |
64.44 |
64.44 |
-0.57 |
145 |
1,414 |
+145 |
| Total Volume and Open Interest |
20,077 |
133,275 |
-1,367 |
| Lumber(CME) |
| Jul09 |
090609 |
201.6 |
203.4 |
197.5 |
197.8 |
-5.9 |
669 |
3,691 |
-79 |
| Sep09 |
090609 |
216.4 |
219.0 |
213.2 |
218.1 |
+3.6 |
679 |
4,607 |
+268 |
| Nov09 |
090609 |
206.5 |
211.8 |
206.1 |
209.0 |
+1.1 |
76 |
701 |
+22 |
| Jan10 |
090609 |
224.9 |
233.0 |
224.9 |
231.0 |
+3.4 |
15 |
366 |
+6 |
| Total Volume and Open Interest |
1,439 |
9,408 |
+217 |
| Crude Oil(NYM) |
| Jul09 |
090609 |
68.69 |
70.69 |
68.43 |
70.01 |
+1.92 |
292,567 |
300,939 |
-43,772 |
| Aug09 |
090609 |
69.58 |
71.34 |
69.33 |
70.74 |
+1.71 |
109,330 |
147,567 |
+8,179 |
| Sep09 |
090609 |
70.51 |
72.15 |
70.31 |
71.65 |
+1.63 |
47,228 |
90,801 |
+3,731 |
| Oct09 |
090609 |
71.43 |
72.84 |
71.38 |
72.45 |
+1.55 |
17,765 |
44,339 |
+1,286 |
| Nov09 |
090609 |
72.42 |
73.50 |
72.42 |
73.21 |
+1.45 |
13,417 |
26,944 |
+1,044 |
| Dec09 |
090609 |
72.99 |
74.20 |
72.95 |
73.95 |
+1.35 |
39,834 |
141,470 |
+3,165 |
| Jan10 |
090609 |
74.59 |
74.72 |
74.04 |
74.56 |
+1.30 |
3,173 |
26,327 |
+99 |
| Feb10 |
090609 |
75.09 |
75.12 |
74.49 |
75.07 |
+1.26 |
2,183 |
18,104 |
+84 |
| Mar10 |
090609 |
74.98 |
75.60 |
74.98 |
75.57 |
+1.22 |
2,269 |
16,955 |
+240 |
| Apr10 |
090609 |
75.72 |
76.07 |
75.72 |
76.07 |
+1.18 |
1,919 |
8,161 |
+581 |
| May10 |
090609 |
76.24 |
76.70 |
76.24 |
76.58 |
+1.15 |
1,916 |
7,052 |
+647 |
| Jun10 |
090609 |
76.82 |
77.33 |
76.74 |
77.09 |
+1.12 |
13,841 |
40,115 |
-146 |
| Jul10 |
090609 |
76.84 |
77.87 |
76.82 |
77.52 |
+1.08 |
18,283 |
35,088 |
+6,664 |
| Aug10 |
090609 |
77.87 |
77.87 |
77.50 |
77.79 |
+1.06 |
2,194 |
6,508 |
+845 |
| Sep10 |
090609 |
76.63 |
78.00 |
76.63 |
78.00 |
+1.05 |
2,454 |
8,490 |
-153 |
| Oct10 |
090609 |
77.98 |
78.20 |
77.98 |
78.20 |
+1.03 |
2,016 |
4,513 |
+286 |
| Total Volume and Open Interest |
592,387 |
1,221,400 |
-16,326 |
| 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 |
090609 |
69.650 |
71.375 |
69.325 |
70.750 |
+1.725 |
742 |
1,039 |
+25 |
| Sep09 |
090609 |
70.575 |
71.725 |
70.300 |
71.650 |
+1.625 |
106 |
205 |
+11 |
| Oct09 |
090609 |
72.075 |
72.475 |
71.800 |
72.450 |
+1.550 |
12 |
88 |
+1 |
| Nov09 |
090609 |
73.200 |
73.200 |
73.200 |
73.200 |
+1.450 |
1 |
21 |
+1 |
| Dec09 |
090609 |
73.625 |
73.950 |
73.625 |
73.950 |
+1.350 |
26 |
86 |
-23 |
| Jan10 |
090609 |
74.550 |
74.550 |
74.550 |
74.550 |
+1.300 |
|
|
|
| Feb10 |
090609 |
75.075 |
75.075 |
75.075 |
75.075 |
+1.275 |
|
|
|
| Mar10 |
090609 |
75.575 |
75.575 |
75.575 |
75.575 |
+1.225 |
|
|
|
| Total Volume and Open Interest |
13,860 |
6,429 |
-920 |
| Heating Oil(NYM) |
| Jul09 |
090609 |
178.45 |
181.80 |
177.56 |
180.76 |
+3.97 |
21,825 |
62,232 |
-3,560 |
| Aug09 |
090609 |
181.90 |
184.92 |
181.12 |
183.96 |
+3.78 |
8,927 |
34,596 |
+777 |
| Sep09 |
090609 |
186.88 |
188.27 |
184.88 |
187.73 |
+3.54 |
5,939 |
28,826 |
+1,610 |
| Oct09 |
090609 |
189.21 |
191.98 |
189.21 |
191.56 |
+3.46 |
2,359 |
17,769 |
+304 |
| Nov09 |
090609 |
192.80 |
195.17 |
192.80 |
194.85 |
+3.40 |
1,235 |
14,118 |
-183 |
| Dec09 |
090609 |
197.05 |
198.35 |
196.02 |
198.04 |
+3.34 |
2,733 |
31,414 |
-164 |
| Jan10 |
090609 |
200.05 |
201.38 |
199.43 |
201.14 |
+3.29 |
565 |
13,380 |
+103 |
| Feb10 |
090609 |
202.45 |
203.29 |
201.72 |
203.24 |
+3.19 |
555 |
8,571 |
-301 |
| Mar10 |
090609 |
204.00 |
204.49 |
203.25 |
204.49 |
+3.14 |
295 |
5,970 |
+17 |
| Apr10 |
090609 |
203.97 |
204.89 |
203.93 |
204.89 |
+3.14 |
180 |
4,686 |
+728 |
| May10 |
090609 |
205.12 |
205.90 |
203.68 |
205.74 |
+3.14 |
78 |
4,924 |
+5 |
| Jun10 |
090609 |
206.10 |
207.29 |
206.10 |
206.99 |
+3.14 |
253 |
14,664 |
+90 |
| Total Volume and Open Interest |
46,349 |
277,455 |
-558 |
| Gasoline(NYMEX) |
| Jul09 |
090609 |
194.72 |
198.15 |
193.43 |
196.67 |
+3.07 |
24,297 |
84,856 |
-5,551 |
| Aug09 |
090609 |
193.38 |
196.60 |
192.00 |
195.32 |
+3.13 |
15,800 |
44,372 |
+2,655 |
| Sep09 |
090609 |
193.30 |
195.30 |
191.30 |
194.33 |
+3.21 |
7,582 |
31,879 |
+946 |
| Oct09 |
090609 |
181.20 |
184.01 |
181.14 |
183.97 |
+3.42 |
2,838 |
16,021 |
+426 |
| Nov09 |
090609 |
181.55 |
183.41 |
180.75 |
183.14 |
+3.46 |
1,763 |
7,980 |
+52 |
| Dec09 |
090609 |
182.50 |
183.86 |
181.59 |
183.77 |
+3.45 |
1,696 |
12,717 |
+100 |
| Jan10 |
090609 |
184.08 |
186.12 |
184.05 |
186.12 |
+3.45 |
497 |
3,651 |
+14 |
| Feb10 |
090609 |
188.57 |
188.57 |
188.57 |
188.57 |
+3.45 |
425 |
1,410 |
+308 |
| Mar10 |
090609 |
191.27 |
191.27 |
191.27 |
191.27 |
+3.45 |
41 |
1,795 |
+3 |
| Apr10 |
090609 |
204.35 |
205.17 |
203.00 |
205.17 |
+3.45 |
0 |
2,036 |
+0 |
| Total Volume and Open Interest |
55,019 |
214,428 |
-1,048 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090609 |
1.94 |
1.94 |
1.94 |
1.97 |
+0.03 |
0 |
3 |
+0 |
| Aug09 |
090609 |
195.32 |
195.32 |
195.32 |
195.32 |
+3.13 |
|
|
|
| Sep09 |
090609 |
194.33 |
194.33 |
194.33 |
194.33 |
+3.21 |
|
|
|
| Oct09 |
090609 |
183.97 |
183.97 |
183.97 |
183.97 |
+3.42 |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090609 |
3.727 |
3.820 |
3.656 |
3.731 |
unch |
106,074 |
126,953 |
-11,895 |
| Aug09 |
090609 |
3.931 |
4.020 |
3.854 |
3.933 |
+0.003 |
28,980 |
56,157 |
-1,528 |
| Sep09 |
090609 |
4.095 |
4.194 |
4.018 |
4.105 |
+0.005 |
18,440 |
58,722 |
+4,932 |
| Oct09 |
090609 |
4.315 |
4.427 |
4.255 |
4.347 |
+0.017 |
15,225 |
65,136 |
+283 |
| Nov09 |
090609 |
5.110 |
5.112 |
4.988 |
5.070 |
+0.019 |
2,903 |
30,201 |
+83 |
| Dec09 |
090609 |
5.812 |
5.860 |
5.728 |
5.802 |
+0.015 |
3,507 |
42,693 |
+824 |
| Jan10 |
090609 |
6.145 |
6.169 |
6.049 |
6.125 |
+0.001 |
6,107 |
35,891 |
+482 |
| Feb10 |
090609 |
6.229 |
6.229 |
6.100 |
6.160 |
-0.002 |
1,249 |
19,299 |
+448 |
| Mar10 |
090609 |
6.160 |
6.176 |
6.030 |
6.103 |
-0.003 |
2,106 |
36,416 |
-145 |
| Apr10 |
090609 |
6.000 |
6.003 |
5.900 |
5.968 |
-0.008 |
2,013 |
35,174 |
+359 |
| May10 |
090609 |
6.045 |
6.045 |
5.950 |
6.015 |
-0.009 |
368 |
14,117 |
+992 |
| Jun10 |
090609 |
6.150 |
6.180 |
6.080 |
6.125 |
-0.009 |
238 |
8,744 |
+39 |
| Jul10 |
090609 |
6.259 |
6.259 |
6.195 |
6.245 |
-0.009 |
260 |
7,797 |
+84 |
| Aug10 |
090609 |
6.287 |
6.340 |
6.270 |
6.338 |
-0.011 |
230 |
8,940 |
-60 |
| Sep10 |
090609 |
6.408 |
6.408 |
6.342 |
6.390 |
-0.011 |
60 |
6,645 |
+19 |
| Oct10 |
090609 |
6.517 |
6.517 |
6.427 |
6.493 |
-0.011 |
368 |
15,435 |
-21 |
| Total Volume and Open Interest |
188,707 |
696,365 |
-5,083 |
| Brent Crude Oil(ICE) |
| Jul09 |
090609 |
68.66 |
70.06 |
68.24 |
69.62 |
+1.74 |
100,316 |
103,547 |
-8,615 |
| Aug09 |
090609 |
69.42 |
70.75 |
69.06 |
70.30 |
+1.63 |
66,601 |
157,686 |
+5,662 |
| Sep09 |
090609 |
70.14 |
71.40 |
69.93 |
70.99 |
+1.56 |
35,195 |
94,742 |
+4,380 |
| Oct09 |
090609 |
71.01 |
71.74 |
70.69 |
71.69 |
+1.52 |
12,476 |
58,957 |
+861 |
| Nov09 |
090609 |
71.77 |
72.47 |
71.43 |
72.42 |
+1.49 |
7,246 |
19,423 |
-713 |
| Dec09 |
090609 |
72.51 |
73.25 |
72.15 |
73.13 |
+1.45 |
16,955 |
78,372 |
+1,343 |
| Jan10 |
090609 |
73.39 |
73.80 |
73.37 |
73.75 |
+1.40 |
5,290 |
22,679 |
+62 |
| Feb10 |
090609 |
73.92 |
74.30 |
73.91 |
74.30 |
+1.36 |
3,001 |
13,423 |
+620 |
| Mar10 |
090609 |
74.85 |
74.85 |
74.85 |
74.85 |
+1.32 |
750 |
8,265 |
+2 |
| Apr10 |
090609 |
75.40 |
75.40 |
75.38 |
75.38 |
+1.27 |
481 |
4,966 |
+26 |
| May10 |
090609 |
75.90 |
75.90 |
75.89 |
75.89 |
+1.22 |
633 |
4,190 |
+101 |
| Jun10 |
090609 |
76.00 |
76.43 |
75.80 |
76.37 |
+1.20 |
2,477 |
30,803 |
+329 |
| Jul10 |
090609 |
76.78 |
76.78 |
76.78 |
76.78 |
+1.17 |
1,063 |
8,379 |
+870 |
| Aug10 |
090609 |
77.10 |
77.10 |
77.10 |
77.10 |
+1.14 |
146 |
6,019 |
-29 |
| Total Volume and Open Interest |
260,325 |
747,535 |
+5,635 |
| Gas Oil(ICE) |
| Jun09 |
090609 |
550.00 |
561.25 |
546.75 |
555.25 |
+9.50 |
27,554 |
47,351 |
-8,527 |
| Jul09 |
090609 |
564.50 |
575.00 |
561.00 |
569.00 |
+9.00 |
50,296 |
106,505 |
-2,885 |
| Aug09 |
090609 |
576.75 |
586.00 |
574.25 |
581.50 |
+8.25 |
18,090 |
52,445 |
+676 |
| Sep09 |
090609 |
593.00 |
597.75 |
588.25 |
593.25 |
+7.25 |
8,811 |
43,479 |
+1,557 |
| Oct09 |
090609 |
603.75 |
608.25 |
597.75 |
603.50 |
+6.50 |
5,653 |
31,391 |
-169 |
| Nov09 |
090609 |
612.00 |
617.75 |
607.50 |
613.00 |
+6.75 |
3,106 |
18,429 |
+515 |
| Dec09 |
090609 |
619.25 |
626.25 |
616.00 |
621.50 |
+6.75 |
7,742 |
62,355 |
+1,770 |
| Jan10 |
090609 |
631.25 |
634.75 |
627.25 |
630.75 |
+7.00 |
1,342 |
24,506 |
+405 |
| Feb10 |
090609 |
639.00 |
641.50 |
634.75 |
638.50 |
+7.25 |
335 |
12,582 |
-42 |
| Mar10 |
090609 |
641.50 |
648.00 |
641.50 |
645.25 |
+7.50 |
460 |
16,178 |
+311 |
| Total Volume and Open Interest |
124,590 |
516,503 |
-5,945 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090609 |
1.740 |
1.775 |
1.740 |
1.773 |
+0.031 |
66 |
911 |
-25 |
| Aug09 |
090609 |
1.769 |
1.774 |
1.769 |
1.774 |
+0.029 |
15 |
428 |
+10 |
| Sep09 |
090609 |
1.760 |
1.780 |
1.760 |
1.780 |
+0.025 |
5 |
280 |
+5 |
| Oct09 |
090609 |
1.780 |
1.780 |
1.780 |
1.780 |
+0.023 |
5 |
232 |
+5 |
| Nov09 |
090609 |
1.775 |
1.789 |
1.775 |
1.779 |
+0.031 |
15 |
346 |
+5 |
| Dec09 |
090609 |
1.785 |
1.790 |
1.780 |
1.783 |
+0.028 |
21 |
408 |
+16 |
| Jan10 |
090609 |
1.795 |
1.795 |
1.795 |
1.795 |
+0.022 |
10 |
426 |
+5 |
| Total Volume and Open Interest |
167 |
4,105 |
+39 |
| US Dollar Index(ICE) |
| Jun09 |
090609 |
80.740 |
81.085 |
79.700 |
79.825 |
-1.005 |
9,319 |
35,614 |
-2,062 |
| Sep09 |
090609 |
81.250 |
81.575 |
80.155 |
80.280 |
-1.035 |
1,069 |
4,032 |
+154 |
| Dec09 |
090609 |
82.000 |
82.000 |
80.505 |
80.700 |
-1.130 |
2 |
47 |
+2 |
| Total Volume and Open Interest |
10,390 |
39,693 |
-1,906 |
| Australian Dollar(CME) |
| Jun09 |
090609 |
78.87 |
80.43 |
78.51 |
80.18 |
+1.52 |
89,462 |
80,312 |
-5,787 |
| Sep09 |
090609 |
78.39 |
79.87 |
78.00 |
79.65 |
+1.51 |
10,507 |
14,613 |
+5,942 |
| Dec09 |
090609 |
77.77 |
79.15 |
77.66 |
79.15 |
+1.49 |
1 |
213 |
-1 |
| Total Volume and Open Interest |
99,971 |
95,154 |
+155 |
| British Pound(CME) |
| Jun09 |
090609 |
160.42 |
163.61 |
159.83 |
163.34 |
+2.88 |
129,661 |
66,056 |
-7,893 |
| Sep09 |
090609 |
160.32 |
163.56 |
159.79 |
163.30 |
+2.88 |
14,153 |
33,208 |
+5,263 |
| Dec09 |
090609 |
161.60 |
163.49 |
160.00 |
163.26 |
+2.88 |
9 |
196 |
+1 |
| Total Volume and Open Interest |
143,823 |
99,462 |
-2,629 |
| Canadian Dollar(CME) |
| Jun09 |
090609 |
89.58 |
91.06 |
89.30 |
90.91 |
+1.50 |
89,424 |
74,244 |
-5,008 |
| Sep09 |
090609 |
89.65 |
91.11 |
89.36 |
90.97 |
+1.50 |
12,047 |
13,882 |
+2,527 |
| Dec09 |
090609 |
91.17 |
91.17 |
90.56 |
91.05 |
+1.48 |
254 |
1,750 |
+155 |
| Mar10 |
090609 |
90.90 |
91.30 |
89.70 |
91.18 |
+1.48 |
128 |
500 |
+12 |
| Total Volume and Open Interest |
101,912 |
90,593 |
-2,313 |
| Japanese Yen(CME) |
| Jun09 |
090609 |
101.55 |
102.84 |
101.45 |
102.64 |
+0.99 |
115,851 |
82,500 |
-4,708 |
| Sep09 |
090609 |
101.65 |
102.92 |
101.57 |
102.74 |
+0.98 |
6,133 |
11,655 |
+1,175 |
| Dec09 |
090609 |
102.00 |
102.91 |
101.88 |
102.91 |
+0.96 |
12 |
125 |
+0 |
| Total Volume and Open Interest |
121,997 |
94,294 |
-3,532 |
| Swiss Franc(CME) |
| Jun09 |
090609 |
91.59 |
92.92 |
91.31 |
92.75 |
+1.14 |
62,920 |
38,593 |
-3,299 |
| Sep09 |
090609 |
91.94 |
93.02 |
91.43 |
92.86 |
+1.14 |
3,700 |
3,449 |
+1,730 |
| Dec09 |
090609 |
93.02 |
93.02 |
91.81 |
93.02 |
+1.14 |
2 |
7 |
-1 |
| Total Volume and Open Interest |
66,622 |
42,049 |
-1,570 |
| EuroFX(CME) |
| Jun09 |
090609 |
138.97 |
141.03 |
138.50 |
140.77 |
+1.86 |
283,258 |
128,161 |
-7,801 |
| Sep09 |
090609 |
138.85 |
140.88 |
138.39 |
140.63 |
+1.85 |
20,490 |
22,489 |
+2,604 |
| Dec09 |
090609 |
139.00 |
140.55 |
138.55 |
140.55 |
+1.84 |
8 |
349 |
-6 |
| Total Volume and Open Interest |
303,756 |
151,243 |
-5,203 |
| Mexican Peso(CME) |
| Jun09 |
090609 |
742.2 |
746.5 |
733.2 |
736.0 |
-5.2 |
16,557 |
39,236 |
-1,828 |
| Jul09 |
090609 |
735.0 |
740.2 |
735.0 |
735.0 |
-5.2 |
|
|
|
| Total Volume and Open Interest |
21,258 |
54,574 |
+1,298 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090609 |
115~000 |
115~170 |
114~190 |
115~025 |
+0~065 |
11,601 |
31,323 |
-4,606 |
| Sep09 |
090609 |
113~140 |
114~030 |
113~040 |
113~205 |
+0~065 |
317,664 |
680,359 |
-9,494 |
| Dec09 |
090609 |
112~170 |
112~170 |
112~040 |
112~105 |
+0~065 |
31 |
272 |
-4 |
| Total Volume and Open Interest |
329,296 |
712,006 |
-14,104 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090609 |
115~015 |
115~180 |
114~315 |
115~125 |
+0~130 |
23,472 |
47,166 |
-7,412 |
| Sep09 |
090609 |
113~080 |
113~280 |
113~080 |
113~220 |
+0~140 |
1,129,235 |
1,070,791 |
+563 |
| Dec09 |
090609 |
112~110 |
112~110 |
111~290 |
112~110 |
+0~140 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
1,152,707 |
1,117,963 |
-6,849 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090609 |
114~022 |
114~056 |
114~015 |
114~046 |
+0~050 |
36,131 |
60,423 |
-8,918 |
| Sep09 |
090609 |
112~073 |
113~015 |
112~069 |
113~003 |
+0~055 |
585,682 |
672,526 |
-4,825 |
| Dec09 |
090609 |
49~039 |
49~116 |
49~039 |
49~039 |
-0~077 |
|
|
|
| Total Volume and Open Interest |
621,813 |
732,949 |
-13,743 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090609 |
108~032 |
108~032 |
108~032 |
108~036 |
+0~033 |
14,940 |
16,458 |
-3,228 |
| Sep09 |
090609 |
107~032 |
107~072 |
107~032 |
107~067 |
+0~034 |
423,668 |
533,038 |
+53,903 |
| Dec09 |
090609 |
107~008 |
107~008 |
106~102 |
107~008 |
+0~034 |
|
|
|
| Total Volume and Open Interest |
438,608 |
549,496 |
+50,675 |
| Eurodollars(CME) |
| Jun09 |
090609 |
99.320 |
99.355 |
99.310 |
99.348 |
+0.033 |
335,475 |
855,929 |
-9,312 |
| Sep09 |
090609 |
99.100 |
99.220 |
99.085 |
99.205 |
+0.105 |
725,935 |
1,091,332 |
+26,526 |
| Dec09 |
090609 |
98.590 |
98.820 |
98.585 |
98.805 |
+0.190 |
884,263 |
871,975 |
-17,658 |
| Mar10 |
090609 |
98.190 |
98.475 |
98.190 |
98.470 |
+0.240 |
795,666 |
773,704 |
+7,745 |
| Jun10 |
090609 |
97.795 |
98.080 |
97.795 |
98.070 |
+0.240 |
778,366 |
531,846 |
+31,124 |
| Sep10 |
090609 |
97.445 |
97.710 |
97.440 |
97.690 |
+0.220 |
718,773 |
452,766 |
-12,112 |
| Dec10 |
090609 |
97.080 |
97.330 |
97.080 |
97.305 |
+0.195 |
509,120 |
569,431 |
+10,604 |
| Mar11 |
090609 |
96.785 |
97.010 |
96.770 |
96.970 |
+0.170 |
362,245 |
318,717 |
+4,505 |
| Jun11 |
090609 |
96.435 |
96.650 |
96.425 |
96.600 |
+0.145 |
203,705 |
296,371 |
-4,971 |
| Sep11 |
090609 |
96.150 |
96.320 |
96.150 |
96.260 |
+0.130 |
156,962 |
220,200 |
+4,655 |
| Dec11 |
090609 |
95.825 |
95.980 |
95.825 |
95.925 |
+0.125 |
147,332 |
142,115 |
+2,334 |
| Mar12 |
090609 |
95.610 |
95.745 |
95.610 |
95.690 |
+0.115 |
126,373 |
118,432 |
+10,464 |
| Jun12 |
090609 |
95.455 |
95.535 |
95.410 |
95.475 |
+0.105 |
65,284 |
108,255 |
+1,265 |
| Sep12 |
090609 |
95.295 |
95.355 |
95.240 |
95.300 |
+0.100 |
43,773 |
69,857 |
+2,140 |
| Dec12 |
090609 |
95.085 |
95.185 |
95.075 |
95.135 |
+0.100 |
37,006 |
58,521 |
+1,094 |
| Mar13 |
090609 |
95.010 |
95.090 |
94.985 |
95.040 |
+0.105 |
31,432 |
62,343 |
+142 |
| Jun13 |
090609 |
94.885 |
94.970 |
94.865 |
94.930 |
+0.115 |
23,622 |
22,988 |
+257 |
| Sep13 |
090609 |
94.780 |
94.870 |
94.765 |
94.835 |
+0.125 |
17,606 |
39,654 |
-88 |
| Total Volume and Open Interest |
6,008,825 |
6,815,237 |
+57,546 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090609 |
99.780 |
99.793 |
99.780 |
99.787 |
+0.007 |
4,818 |
54,938 |
-1,090 |
| Jul09 |
090609 |
99.785 |
99.800 |
99.780 |
99.790 |
+0.010 |
9,177 |
42,767 |
-441 |
| Aug09 |
090609 |
99.760 |
99.775 |
99.740 |
99.760 |
+0.020 |
9,225 |
38,577 |
-1,271 |
| Sep09 |
090609 |
99.715 |
99.755 |
99.710 |
99.740 |
+0.030 |
10,294 |
28,030 |
-881 |
| Oct09 |
090609 |
99.660 |
99.720 |
99.660 |
99.710 |
+0.045 |
15,104 |
32,481 |
-791 |
| Nov09 |
090609 |
99.590 |
99.650 |
99.575 |
99.640 |
+0.065 |
26,501 |
52,263 |
+1,839 |
| Total Volume and Open Interest |
146,526 |
388,126 |
+4,050 |
| 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 |
090609 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Sep09 |
090609 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090609 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
| Mar10 |
090609 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Jun10 |
090609 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
| Sep10 |
090609 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
| Dec10 |
090609 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
| Mar11 |
090609 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090609 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Sep11 |
090609 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090609 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.00 |
255 |
5,921 |
-232 |
| Dec09 |
090609 |
99.51 |
99.54 |
99.51 |
99.54 |
+0.01 |
125 |
2,666 |
-17 |
| Mar10 |
090609 |
99.50 |
99.53 |
99.50 |
99.53 |
+0.01 |
0 |
2,412 |
+0 |
| Jun10 |
090609 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
0 |
800 |
+0 |
| Sep10 |
090609 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
1 |
281 |
+0 |
| Dec10 |
090609 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.00 |
0 |
252 |
+0 |
| Mar11 |
090609 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.00 |
0 |
412 |
+0 |
| Jun11 |
090609 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.00 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
1,091 |
29,416 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090609 |
135.77 |
135.95 |
135.67 |
135.95 |
+0.18 |
3,026 |
3,492 |
-266 |
| Dec09 |
090609 |
135.95 |
135.95 |
135.95 |
135.95 |
+0.18 |
|
|
|
| Mar10 |
090609 |
135.72 |
135.72 |
135.72 |
135.72 |
+0.18 |
|
|
|
| Total Volume and Open Interest |
5,832 |
19,770 |
+0 |
| Euro-Bund(EUREX) |
| Jun09 |
090608 |
118.16 |
118.60 |
118.13 |
118.50 |
+0.16 |
1,241,057 |
261,691 |
-274,823 |
| Sep09 |
090609 |
118.20 |
118.69 |
118.05 |
118.59 |
+0.39 |
808,404 |
907,515 |
+189,653 |
| Dec09 |
090609 |
117.09 |
117.35 |
117.08 |
117.33 |
+0.37 |
384 |
109 |
+95 |
| Total Volume and Open Interest |
1,225,535 |
962,727 |
-16,840 |
| 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 |
090609 |
112.48 |
112.48 |
112.48 |
112.48 |
+0.17 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
895,627 |
726,959 |
-18,176 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090609 |
98.700 |
98.710 |
98.695 |
98.710 |
+0.040 |
39 |
10,529 |
+2 |
| Dec09 |
090609 |
98.500 |
98.540 |
98.500 |
98.535 |
+0.070 |
29 |
4,649 |
+8 |
| Total Volume and Open Interest |
977 |
38,400 |
+415 |
| Long Gilt(LIFFE) |
| Jun09 |
090609 |
117~27 |
118~01 |
117~25 |
117~32 |
+0~06 |
795 |
41,454 |
+53 |
| Sep09 |
090609 |
116~07 |
116~19 |
116~03 |
116~14 |
+0~06 |
56,990 |
213,340 |
-30 |
| Total Volume and Open Interest |
57,785 |
254,794 |
+23 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090609 |
98.76 |
98.80 |
98.76 |
98.76 |
unch |
34,953 |
281,787 |
-2,396 |
| Sep09 |
090609 |
98.66 |
98.77 |
98.65 |
98.73 |
+0.06 |
87,238 |
280,843 |
-7,947 |
| Dec09 |
090609 |
98.27 |
98.40 |
98.26 |
98.37 |
+0.09 |
112,090 |
297,170 |
-5,260 |
| Mar10 |
090609 |
97.89 |
98.05 |
97.89 |
98.03 |
+0.10 |
159,870 |
363,116 |
-665 |
| Jun10 |
090609 |
97.48 |
97.63 |
97.47 |
97.60 |
+0.09 |
138,274 |
256,703 |
-12,207 |
| Sep10 |
090609 |
97.06 |
97.21 |
97.06 |
97.18 |
+0.07 |
116,680 |
248,282 |
-8,958 |
| Total Volume and Open Interest |
829,755 |
2,241,620 |
-49,375 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090609 |
98.690 |
98.710 |
98.675 |
98.700 |
+0.015 |
160,371 |
561,925 |
-15,107 |
| Sep09 |
090609 |
98.690 |
98.720 |
98.670 |
98.710 |
+0.040 |
269,027 |
580,452 |
+10,918 |
| Dec09 |
090609 |
98.465 |
98.550 |
98.450 |
98.535 |
+0.070 |
276,879 |
487,620 |
-17,415 |
| Total Volume and Open Interest |
1,863,977 |
3,416,191 |
-82,548 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090609 |
96.71 |
96.76 |
96.70 |
96.71 |
-0.03 |
10,479 |
115,375 |
-2,478 |
| Sep09 |
090609 |
96.76 |
96.81 |
96.74 |
96.76 |
-0.10 |
28,194 |
289,995 |
+6,933 |
| Dec09 |
090609 |
96.73 |
96.73 |
96.62 |
96.64 |
-0.19 |
16,306 |
179,457 |
+3,970 |
| Mar10 |
090609 |
96.44 |
96.47 |
96.31 |
96.33 |
-0.26 |
5,242 |
101,848 |
+88 |
| Jun10 |
090609 |
96.00 |
96.01 |
95.89 |
95.92 |
-0.28 |
3,234 |
74,854 |
+1,107 |
| Sep10 |
090609 |
95.57 |
95.57 |
95.45 |
95.50 |
-0.24 |
2,003 |
42,779 |
+1,372 |
| Dec10 |
090609 |
95.09 |
95.09 |
94.96 |
95.04 |
-0.22 |
524 |
24,233 |
+234 |
| Mar11 |
090609 |
94.62 |
94.65 |
94.59 |
94.62 |
-0.22 |
530 |
14,807 |
-16 |
| Jun11 |
090609 |
94.25 |
94.27 |
94.23 |
94.26 |
-0.26 |
307 |
2,587 |
+277 |
| Sep11 |
090609 |
93.92 |
93.93 |
93.91 |
93.93 |
-0.25 |
10 |
719 |
+0 |
| Total Volume and Open Interest |
66,839 |
847,822 |
+11,497 |
| 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 |
090609 |
94.35 |
94.45 |
94.34 |
94.42 |
+0.03 |
4,624 |
13,699 |
+4,014 |
| Total Volume and Open Interest |
56,988 |
374,699 |
+13,416 |
| 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 |
090609 |
95.39 |
95.43 |
95.36 |
95.38 |
-0.19 |
10,135 |
35,181 |
+8,920 |
| Total Volume and Open Interest |
103,917 |
662,651 |
+13,847 |
| Gold(CMX) |
| Jun09 |
090609 |
953.5 |
963.7 |
948.4 |
954.0 |
+2.3 |
709 |
2,580 |
-519 |
| Aug09 |
090609 |
951.8 |
964.5 |
948.3 |
954.7 |
+2.2 |
144,411 |
248,688 |
-11,617 |
| Oct09 |
090609 |
955.4 |
964.6 |
950.6 |
956.1 |
+2.2 |
1,384 |
12,480 |
+776 |
| Dec09 |
090609 |
955.8 |
966.3 |
952.0 |
957.6 |
+2.2 |
4,125 |
44,816 |
+437 |
| Feb10 |
090609 |
959.1 |
963.0 |
957.9 |
959.4 |
+2.0 |
244 |
15,298 |
+1,161 |
| Apr10 |
090609 |
967.1 |
970.1 |
959.2 |
961.2 |
+1.8 |
917 |
15,488 |
+20 |
| Jun10 |
090609 |
962.1 |
966.0 |
962.1 |
963.5 |
+1.7 |
195 |
10,201 |
-850 |
| Aug10 |
090609 |
966.2 |
966.2 |
966.2 |
966.2 |
+1.6 |
33 |
410 |
+52 |
| Oct10 |
090609 |
969.3 |
969.3 |
969.3 |
969.3 |
+1.5 |
0 |
357 |
+0 |
| Dec10 |
090609 |
972.8 |
972.8 |
972.8 |
972.8 |
+1.4 |
165 |
13,598 |
+914 |
| Feb11 |
090609 |
976.6 |
976.6 |
976.6 |
976.6 |
+1.4 |
0 |
12 |
+0 |
| Apr11 |
090609 |
980.6 |
980.6 |
980.6 |
980.6 |
+1.3 |
|
|
|
| Total Volume and Open Interest |
153,498 |
391,960 |
-9,739 |
| Silver(CMX) |
| Jul09 |
090609 |
1491.5 |
1534.5 |
1475.0 |
1514.0 |
+18.5 |
34,914 |
53,855 |
-4,720 |
| Sep09 |
090609 |
1501.5 |
1537.0 |
1480.0 |
1517.5 |
+18.7 |
4,123 |
15,315 |
+763 |
| Dec09 |
090609 |
1502.0 |
1538.5 |
1491.5 |
1521.5 |
+18.7 |
2,655 |
17,899 |
+132 |
| Mar10 |
090609 |
1524.7 |
1524.7 |
1524.7 |
1524.7 |
+18.6 |
478 |
5,794 |
-6 |
| May10 |
090609 |
1512.0 |
1528.0 |
1512.0 |
1527.1 |
+18.5 |
1 |
2,569 |
+0 |
| Jul10 |
090609 |
1517.0 |
1529.5 |
1517.0 |
1529.5 |
+18.4 |
16 |
2,852 |
+300 |
| Sep10 |
090609 |
1542.5 |
1542.5 |
1532.2 |
1532.2 |
+18.1 |
5 |
59 |
-4 |
| Total Volume and Open Interest |
42,369 |
105,791 |
-3,483 |
| Platinum(NYMEX) |
| Jul09 |
090609 |
1247.0 |
1259.2 |
1222.2 |
1257.9 |
+13.9 |
4,313 |
18,791 |
-1,741 |
| Oct09 |
090609 |
1240.0 |
1265.2 |
1237.3 |
1264.5 |
+14.1 |
1,521 |
5,344 |
+1,369 |
| Jan10 |
090609 |
1269.0 |
1269.0 |
1269.0 |
1269.0 |
+14.5 |
1 |
25 |
+1 |
| Total Volume and Open Interest |
5,835 |
24,160 |
-371 |
| Palladium(NYMEX) |
| Jun09 |
090609 |
256.45 |
256.45 |
256.45 |
256.45 |
+5.20 |
9 |
334 |
-7 |
| Sep09 |
090609 |
252.00 |
258.65 |
248.00 |
257.05 |
+5.05 |
1,604 |
15,446 |
+27 |
| Dec09 |
090609 |
254.50 |
258.20 |
254.50 |
258.20 |
+5.05 |
27 |
294 |
-8 |
| Total Volume and Open Interest |
1,640 |
16,074 |
+12 |
| Copper(CMX) |
| Jul09 |
090609 |
228.30 |
237.25 |
226.00 |
236.55 |
+11.25 |
21,304 |
60,941 |
-3,665 |
| Sep09 |
090609 |
229.55 |
238.00 |
227.30 |
237.70 |
+11.20 |
5,920 |
33,381 |
+2,669 |
| Dec09 |
090609 |
230.70 |
238.45 |
230.70 |
238.40 |
+11.10 |
1,164 |
8,526 |
+828 |
| Mar10 |
090609 |
233.50 |
238.70 |
233.40 |
238.55 |
+11.00 |
14 |
1,987 |
+0 |
| May10 |
090609 |
238.55 |
238.55 |
238.55 |
238.55 |
+10.90 |
0 |
409 |
-2 |
| Total Volume and Open Interest |
29,102 |
111,766 |
-191 |
| Aluminum(CMX) |
| Jun09 |
090609 |
0.76 |
0.76 |
0.76 |
0.76 |
+0.02 |
|
|
|
| Jul09 |
090609 |
0.77 |
0.77 |
0.77 |
0.77 |
+0.03 |
|
|
|
| Aug09 |
090609 |
0.77 |
0.77 |
0.77 |
0.77 |
+0.02 |
|
|
|
| Sep09 |
090609 |
0.78 |
0.78 |
0.78 |
0.78 |
+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 |
090609 |
8766 |
8800 |
8724 |
8742 |
-17 |
1,185 |
22,688 |
-791 |
| Sep09 |
090609 |
8700 |
8725 |
8686 |
8686 |
-17 |
54 |
1,862 |
-556 |
| Dec09 |
090609 |
8629 |
8649 |
8629 |
8629 |
-20 |
1 |
4 |
+1 |
| Mar10 |
090609 |
8592 |
8609 |
8592 |
8592 |
-17 |
|
|
|
| Total Volume and Open Interest |
1,240 |
24,554 |
-1,346 |
| S & P 500(CME) |
| Jun09 |
090609 |
938.60 |
946.50 |
934.10 |
939.60 |
+0.80 |
32,409 |
412,309 |
-3,564 |
| Sep09 |
090609 |
936.00 |
941.80 |
931.50 |
935.50 |
+0.90 |
11,089 |
64,747 |
+8,742 |
| Dec09 |
090609 |
931.30 |
937.80 |
928.80 |
931.30 |
+0.50 |
946 |
6,021 |
+777 |
| Mar10 |
090609 |
928.30 |
935.00 |
926.00 |
928.30 |
+0.30 |
96 |
3,200 |
+61 |
| Total Volume and Open Interest |
44,540 |
486,279 |
+6,016 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090609 |
938.75 |
947.00 |
934.25 |
939.50 |
+0.75 |
2,399,049 |
2,575,881 |
-6,854 |
| Sep09 |
090609 |
935.00 |
942.50 |
930.00 |
935.50 |
+1.00 |
57,376 |
206,194 |
+26,077 |
| Total Volume and Open Interest |
2,456,536 |
2,783,151 |
+19,217 |
| NASDAQ 100(CME) |
| Jun09 |
090609 |
1493.30 |
1510.00 |
1486.80 |
1500.80 |
+10.30 |
2,242 |
26,159 |
-497 |
| Sep09 |
090609 |
1495.00 |
1507.00 |
1490.00 |
1499.50 |
+10.20 |
10 |
541 |
-15 |
| Dec09 |
090609 |
1499.00 |
1502.50 |
1499.00 |
1502.50 |
+10.20 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,252 |
26,702 |
-512 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090609 |
1490.30 |
1509.50 |
1486.50 |
1500.80 |
+10.30 |
289,129 |
278,047 |
-5,314 |
| Sep09 |
090609 |
1491.00 |
1508.30 |
1485.30 |
1499.50 |
+10.20 |
2,355 |
3,284 |
+195 |
| Total Volume and Open Interest |
291,487 |
281,348 |
-5,119 |
| S & P Midcap 400(CME) |
| Jun09 |
090609 |
594.00 |
601.00 |
592.50 |
596.70 |
+5.10 |
71 |
4,490 |
-22 |
| Sep09 |
090609 |
594.80 |
594.80 |
593.50 |
594.80 |
+5.30 |
|
|
|
| Dec09 |
090609 |
592.80 |
592.80 |
591.50 |
592.80 |
+5.30 |
|
|
|
| Total Volume and Open Interest |
71 |
4,490 |
-22 |
| Russell 2000(CME) |
| Jun09 |
090609 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,796 |
+3 |
| Sep09 |
090609 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
40 |
4,333 |
+5 |
| Dec09 |
090609 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,264 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090609 |
9830 |
9860 |
9755 |
9780 |
-55 |
73,136 |
183,722 |
-3,418 |
| Sep09 |
090609 |
9840 |
9865 |
9765 |
9785 |
-60 |
4,860 |
23,977 |
+3,619 |
| Total Volume and Open Interest |
78,036 |
210,073 |
+0 |
| Nikkei 225(SGX) |
| Jun09 |
090609 |
9830 |
9860 |
9755 |
9780 |
-55 |
73,136 |
183,722 |
-3,418 |
| Sep09 |
090609 |
9840 |
9865 |
9765 |
9785 |
-60 |
4,860 |
23,977 |
+3,619 |
| Dec09 |
090609 |
9745 |
9745 |
9745 |
9745 |
-55 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
78,036 |
210,073 |
+0 |
| CAC 40(EURONEXT) |
| Jun09 |
090609 |
3302.0 |
3332.0 |
3279.5 |
3294.5 |
+5.5 |
128,528 |
467,845 |
+14,495 |
| Jul09 |
090609 |
3301.5 |
3322.5 |
3279.0 |
3290.5 |
+6.0 |
807 |
12,522 |
+539 |
| Aug09 |
090609 |
3290.5 |
3290.5 |
3290.5 |
3290.5 |
+5.5 |
0 |
110 |
+0 |
| Total Volume and Open Interest |
129,497 |
485,583 |
+15,066 |
| Hang Seng Index(HKFE) |
| Jun09 |
090609 |
18398 |
18467 |
17567 |
17930 |
-201 |
75,161 |
88,012 |
-1,453 |
| Jul09 |
090609 |
18428 |
18442 |
17565 |
17915 |
-215 |
853 |
1,436 |
+127 |
| Total Volume and Open Interest |
76,068 |
91,827 |
-1,305 |
| DAX(EUREX) |
| Jun09 |
090609 |
5035.0 |
5067.5 |
4979.0 |
4999.0 |
-9.5 |
155,090 |
163,090 |
-820 |
| Sep09 |
090609 |
5032.0 |
5072.5 |
4986.5 |
5006.0 |
-9.5 |
3,441 |
10,134 |
-180 |
| Dec09 |
090609 |
5040.0 |
5073.5 |
4994.0 |
5013.5 |
-9.5 |
930 |
3,745 |
+67 |
| Total Volume and Open Interest |
159,461 |
176,969 |
-933 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090609 |
4422.00 |
4447.50 |
4383.50 |
4396.00 |
-6.00 |
113,854 |
721,569 |
+1,249 |
| Sep09 |
090609 |
4395.00 |
4413.50 |
4350.00 |
4362.00 |
-5.50 |
1,171 |
15,135 |
+612 |
| Dec09 |
090609 |
4370.50 |
4370.50 |
4328.00 |
4334.50 |
-6.50 |
1,254 |
3,614 |
+185 |
| Total Volume and Open Interest |
116,279 |
740,318 |
+2,046 |
| SPI 200(SFE) |
| Jun09 |
090609 |
3942.0 |
3997.0 |
3901.0 |
3944.0 |
-2.0 |
42,742 |
309,774 |
-1,059 |
| Sep09 |
090609 |
3899.0 |
3966.0 |
3892.0 |
3920.0 |
-2.0 |
144 |
4,019 |
+49 |
| Dec09 |
090609 |
3928.0 |
3928.0 |
3928.0 |
3928.0 |
unch |
3 |
3,665 |
+0 |
| Total Volume and Open Interest |
42,890 |
320,641 |
-1,009 |
| GSCI(CME) |
| Jun09 |
090609 |
457.00 |
461.10 |
456.50 |
461.00 |
+10.00 |
3,001 |
14,113 |
-795 |
| Jul09 |
090609 |
463.75 |
466.00 |
461.00 |
466.00 |
+9.55 |
2,196 |
3,726 |
+2,148 |
| Aug09 |
090609 |
468.50 |
471.00 |
466.00 |
470.50 |
+9.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
5,199 |
17,839 |
+1,353 |
| 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. |
|
|