|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu June 18, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090618 |
1211.00 |
1226.00 |
1199.00 |
1213.75 |
+7.50 |
71,112 |
97,273 |
-7,019 |
| Aug09 |
090618 |
1142.75 |
1168.50 |
1136.00 |
1150.25 |
+8.75 |
15,445 |
51,240 |
+1,026 |
| Sep09 |
090618 |
1086.00 |
1091.25 |
1072.50 |
1082.50 |
+0.50 |
2,891 |
15,916 |
+423 |
| Nov09 |
090618 |
1050.00 |
1057.00 |
1038.75 |
1043.50 |
-6.50 |
36,044 |
214,851 |
+2,674 |
| Jan10 |
090618 |
1060.00 |
1062.75 |
1047.00 |
1050.50 |
-7.25 |
2,992 |
23,651 |
+807 |
| Mar10 |
090618 |
1062.00 |
1062.00 |
1046.00 |
1046.75 |
-9.75 |
1,097 |
16,983 |
-152 |
| May10 |
090618 |
1050.00 |
1054.00 |
1033.00 |
1034.25 |
-13.25 |
895 |
8,176 |
-8 |
| Total Volume and Open Interest |
133,990 |
456,728 |
-1,530 |
| Soybean Meal(CBOT) |
| Jul09 |
090618 |
401.30 |
408.00 |
398.30 |
405.40 |
+5.00 |
31,061 |
54,512 |
-4,141 |
| Aug09 |
090618 |
372.80 |
380.20 |
371.50 |
377.40 |
+4.30 |
12,099 |
25,004 |
+1,128 |
| Sep09 |
090618 |
349.10 |
358.20 |
347.00 |
349.60 |
+1.00 |
2,215 |
19,874 |
+181 |
| Oct09 |
090618 |
332.50 |
334.50 |
329.70 |
329.90 |
-2.40 |
956 |
16,886 |
+65 |
| Dec09 |
090618 |
325.00 |
328.00 |
321.90 |
322.70 |
-2.60 |
10,545 |
59,221 |
+1,161 |
| Jan10 |
090618 |
320.90 |
323.70 |
319.80 |
320.20 |
-2.60 |
836 |
4,683 |
+167 |
| Mar10 |
090618 |
320.80 |
321.80 |
317.00 |
317.00 |
-2.80 |
817 |
4,081 |
+643 |
| May10 |
090618 |
316.00 |
316.80 |
310.80 |
311.00 |
-3.80 |
1,254 |
5,565 |
+766 |
| Total Volume and Open Interest |
60,347 |
193,899 |
+100 |
| Soybean Oil(CBOT) |
| Jul09 |
090618 |
37.22 |
37.37 |
36.37 |
36.95 |
-0.15 |
46,454 |
61,690 |
-2,054 |
| Aug09 |
090618 |
37.43 |
37.51 |
36.51 |
37.11 |
-0.13 |
16,382 |
37,003 |
+2 |
| Sep09 |
090618 |
37.57 |
37.68 |
36.73 |
37.28 |
-0.12 |
6,936 |
29,742 |
+1,401 |
| Oct09 |
090618 |
37.28 |
37.49 |
36.86 |
37.45 |
-0.11 |
3,841 |
14,719 |
+22 |
| Dec09 |
090618 |
37.98 |
38.17 |
37.21 |
37.82 |
-0.11 |
23,121 |
86,057 |
-89 |
| Jan10 |
090618 |
37.89 |
38.22 |
36.70 |
38.13 |
-0.09 |
422 |
7,214 |
+127 |
| Mar10 |
090618 |
38.14 |
38.47 |
37.90 |
38.34 |
-0.13 |
250 |
2,954 |
+5 |
| May10 |
090618 |
38.92 |
38.92 |
37.90 |
38.47 |
-0.13 |
852 |
3,598 |
+527 |
| Total Volume and Open Interest |
98,715 |
251,936 |
-23 |
| Canola(WCE) |
| Jul09 |
090618 |
455.9 |
462.9 |
451.0 |
459.9 |
+6.2 |
5,671 |
21,654 |
-2,727 |
| Nov09 |
090618 |
450.3 |
461.6 |
449.0 |
458.1 |
+5.1 |
8,480 |
78,173 |
-1,943 |
| Jan10 |
090618 |
459.0 |
465.0 |
456.5 |
463.5 |
+5.9 |
138 |
8,513 |
+169 |
| Mar10 |
090618 |
465.5 |
466.6 |
465.5 |
466.6 |
+5.9 |
0 |
1,467 |
+0 |
| May10 |
090618 |
467.7 |
467.7 |
467.7 |
467.7 |
+5.9 |
0 |
484 |
+0 |
| Total Volume and Open Interest |
14,289 |
110,888 |
-4,501 |
| Corn(CBOT) |
| Jul09 |
090618 |
408.00 |
408.75 |
401.75 |
403.25 |
-4.50 |
118,283 |
220,992 |
-14,139 |
| Sep09 |
090618 |
416.00 |
417.00 |
410.00 |
411.75 |
-4.50 |
40,934 |
234,579 |
+7,213 |
| Dec09 |
090618 |
429.00 |
429.50 |
422.50 |
423.75 |
-5.00 |
80,976 |
350,094 |
+2,648 |
| Mar10 |
090618 |
439.50 |
441.00 |
435.00 |
435.25 |
-5.00 |
11,099 |
58,693 |
+2,156 |
| May10 |
090618 |
448.00 |
448.25 |
442.25 |
443.25 |
-5.00 |
2,006 |
10,874 |
+79 |
| Jul10 |
090618 |
455.25 |
455.25 |
449.75 |
450.25 |
-5.00 |
4,047 |
35,470 |
+166 |
| Total Volume and Open Interest |
264,239 |
976,209 |
-813 |
| Wheat(CBOT) |
| Jul09 |
090618 |
568.00 |
570.50 |
556.00 |
560.25 |
-5.75 |
37,563 |
86,291 |
-2,419 |
| Sep09 |
090618 |
595.00 |
599.25 |
584.75 |
589.25 |
-5.50 |
20,853 |
118,971 |
+4,543 |
| Dec09 |
090618 |
623.50 |
625.75 |
611.00 |
615.75 |
-5.50 |
19,938 |
79,886 |
-1,069 |
| Mar10 |
090618 |
639.75 |
639.75 |
629.00 |
632.00 |
-6.00 |
2,826 |
10,778 |
+1,149 |
| May10 |
090618 |
650.50 |
651.00 |
643.25 |
643.25 |
-5.25 |
74 |
1,092 |
-18 |
| Total Volume and Open Interest |
83,690 |
339,616 |
+2,656 |
| Wheat(KCBT) |
| Jul09 |
090618 |
622.75 |
626.00 |
615.00 |
619.00 |
-3.75 |
9,636 |
26,510 |
-1,588 |
| Sep09 |
090618 |
633.50 |
636.00 |
625.50 |
629.50 |
-4.00 |
5,290 |
28,441 |
+866 |
| Dec09 |
090618 |
652.00 |
652.00 |
641.25 |
645.00 |
-4.00 |
4,765 |
30,183 |
+23 |
| Mar10 |
090618 |
665.50 |
665.75 |
657.00 |
660.25 |
-4.00 |
349 |
2,241 |
+19 |
| May10 |
090618 |
666.50 |
671.50 |
664.50 |
665.25 |
-5.00 |
153 |
371 |
+82 |
| Total Volume and Open Interest |
20,658 |
98,271 |
-489 |
| Wheat(MGE) |
| Jul09 |
090618 |
711.25 |
713.50 |
701.50 |
706.50 |
-4.75 |
1,437 |
5,718 |
-589 |
| Sep09 |
090618 |
707.50 |
708.75 |
698.50 |
702.75 |
-4.00 |
1,884 |
11,918 |
-69 |
| Dec09 |
090618 |
716.75 |
718.00 |
708.25 |
714.75 |
-1.50 |
667 |
8,354 |
+240 |
| Mar10 |
090618 |
726.00 |
729.25 |
719.00 |
725.50 |
-0.25 |
242 |
2,324 |
+9 |
| May10 |
090618 |
722.25 |
732.25 |
722.25 |
730.25 |
-1.50 |
158 |
625 |
+84 |
| Total Volume and Open Interest |
4,553 |
34,641 |
-382 |
| Oats(CBOT) |
| Jul09 |
090618 |
214.00 |
218.75 |
209.75 |
211.50 |
-2.75 |
726 |
4,990 |
-466 |
| Sep09 |
090618 |
224.50 |
227.00 |
220.00 |
221.00 |
-2.50 |
220 |
2,409 |
+8 |
| Dec09 |
090618 |
237.00 |
241.00 |
233.25 |
235.00 |
-2.50 |
345 |
6,888 |
+33 |
| Mar10 |
090618 |
248.00 |
250.50 |
248.00 |
248.00 |
-2.50 |
0 |
145 |
+0 |
| Total Volume and Open Interest |
1,292 |
14,433 |
-424 |
| Rough Rice(CBOT) |
| Jul09 |
090618 |
12.11 |
12.57 |
12.06 |
12.39 |
+0.32 |
496 |
2,182 |
+118 |
| Sep09 |
090618 |
12.30 |
12.73 |
12.21 |
12.51 |
+0.27 |
316 |
4,047 |
+80 |
| Nov09 |
090618 |
12.39 |
12.75 |
12.31 |
12.54 |
+0.23 |
92 |
1,962 |
-36 |
| Jan10 |
090618 |
12.69 |
12.69 |
12.67 |
12.67 |
+0.14 |
5 |
260 |
+0 |
| Total Volume and Open Interest |
936 |
8,826 |
+187 |
| Live Cattle(CME) |
| Jun09 |
090618 |
80.200 |
80.800 |
80.050 |
80.785 |
+0.585 |
1,916 |
7,678 |
-852 |
| Aug09 |
090618 |
81.330 |
82.035 |
81.200 |
81.700 |
+0.315 |
9,873 |
108,445 |
+34 |
| Oct09 |
090618 |
86.900 |
87.450 |
86.650 |
87.180 |
+0.230 |
5,188 |
54,125 |
-295 |
| Dec09 |
090618 |
88.100 |
88.550 |
87.885 |
88.385 |
+0.285 |
1,960 |
25,199 |
+77 |
| Feb10 |
090618 |
89.350 |
90.000 |
89.050 |
89.785 |
+0.355 |
1,111 |
10,633 |
+255 |
| Apr10 |
090618 |
91.180 |
91.350 |
90.700 |
91.180 |
-0.120 |
513 |
3,565 |
+215 |
| Total Volume and Open Interest |
20,709 |
210,675 |
-467 |
| Feeder Cattle(CME) |
| Aug09 |
090618 |
97.330 |
98.730 |
97.200 |
97.800 |
+0.470 |
1,645 |
14,601 |
+60 |
| Sep09 |
090618 |
97.850 |
98.700 |
97.480 |
97.680 |
-0.020 |
274 |
2,028 |
+15 |
| Oct09 |
090618 |
97.930 |
99.000 |
97.700 |
98.200 |
+0.065 |
418 |
4,299 |
+111 |
| Nov09 |
090618 |
98.350 |
98.980 |
97.950 |
98.250 |
+0.070 |
55 |
919 |
-4 |
| Jan10 |
090618 |
98.400 |
98.400 |
97.100 |
97.300 |
+0.150 |
39 |
339 |
+4 |
| Mar10 |
090618 |
96.200 |
96.550 |
96.200 |
96.200 |
+0.100 |
2 |
48 |
+0 |
| Apr10 |
090618 |
96.250 |
96.250 |
96.250 |
96.250 |
unch |
5 |
15 |
+4 |
| Total Volume and Open Interest |
2,438 |
22,253 |
+190 |
| Lean Hogs(CME) |
| Jul09 |
090618 |
59.100 |
60.350 |
58.580 |
59.930 |
-0.020 |
7,259 |
19,637 |
-1,560 |
| Aug09 |
090618 |
58.750 |
59.350 |
58.200 |
59.150 |
-0.400 |
9,023 |
59,026 |
+2,512 |
| Oct09 |
090618 |
56.200 |
57.100 |
56.000 |
56.200 |
-0.835 |
3,507 |
27,071 |
-779 |
| Dec09 |
090618 |
58.580 |
58.600 |
57.680 |
57.950 |
-0.730 |
2,306 |
17,565 |
+125 |
| Feb10 |
090618 |
63.500 |
64.300 |
63.350 |
64.225 |
-0.075 |
312 |
3,549 |
+59 |
| Apr10 |
090618 |
67.150 |
68.000 |
67.100 |
68.000 |
unch |
87 |
1,551 |
+10 |
| May10 |
090618 |
73.000 |
74.250 |
72.850 |
74.250 |
-0.050 |
7 |
123 |
+1 |
| Jun10 |
090618 |
74.550 |
75.650 |
74.285 |
75.350 |
unch |
41 |
815 |
+7 |
| Total Volume and Open Interest |
22,547 |
129,677 |
+374 |
| Pork Bellies(CME) |
| Jul09 |
090618 |
58.800 |
60.900 |
57.000 |
59.500 |
+0.700 |
101 |
367 |
-57 |
| Aug09 |
090618 |
58.300 |
60.800 |
57.500 |
59.050 |
+1.000 |
77 |
363 |
+5 |
| Feb10 |
090618 |
90.000 |
90.300 |
90.000 |
90.300 |
+0.300 |
7 |
100 |
-1 |
| Mar10 |
090618 |
89.750 |
89.750 |
89.750 |
89.750 |
unch |
0 |
41 |
+0 |
| May10 |
090618 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
185 |
871 |
-53 |
| Class III Milk(CME) |
| Jun09 |
090618 |
9.91 |
9.97 |
9.88 |
9.89 |
+0.01 |
71 |
4,932 |
-67 |
| Jul09 |
090618 |
10.14 |
10.20 |
10.08 |
10.13 |
-0.03 |
331 |
4,043 |
-162 |
| Aug09 |
090618 |
10.65 |
10.70 |
10.55 |
10.62 |
-0.04 |
238 |
3,712 |
+73 |
| Sep09 |
090618 |
11.92 |
11.98 |
11.71 |
11.79 |
-0.17 |
234 |
3,330 |
+53 |
| Oct09 |
090618 |
13.00 |
13.05 |
12.82 |
12.90 |
-0.13 |
93 |
2,979 |
+33 |
| Total Volume and Open Interest |
1,217 |
27,553 |
+16 |
| Cocoa(ICE) |
| Jul09 |
090618 |
2530 |
2552 |
2520 |
2538 |
+24 |
3,310 |
973 |
-3,036 |
| Sep09 |
090618 |
2555 |
2572 |
2538 |
2556 |
+17 |
7,072 |
59,244 |
+791 |
| Dec09 |
090618 |
2575 |
2587 |
2561 |
2578 |
+19 |
803 |
26,725 |
+71 |
| Mar10 |
090618 |
2570 |
2593 |
2570 |
2585 |
+21 |
368 |
14,268 |
+149 |
| May10 |
090618 |
2583 |
2590 |
2573 |
2587 |
+19 |
10 |
3,540 |
+10 |
| Jul10 |
090618 |
2590 |
2590 |
2590 |
2590 |
+22 |
9 |
3,572 |
+5 |
| Sep10 |
090618 |
2590 |
2590 |
2590 |
2590 |
+23 |
0 |
2,235 |
+0 |
| Total Volume and Open Interest |
11,572 |
114,573 |
-2,010 |
| Coffee "C"(ICE) |
| Jul09 |
090618 |
119.30 |
121.30 |
117.80 |
120.45 |
+2.00 |
7,406 |
15,581 |
-4,112 |
| Sep09 |
090618 |
121.20 |
123.70 |
120.15 |
122.85 |
+2.00 |
11,132 |
68,142 |
+1,669 |
| Dec09 |
090618 |
124.50 |
126.25 |
122.95 |
125.65 |
+2.00 |
1,902 |
23,279 |
-118 |
| Mar10 |
090618 |
127.40 |
129.00 |
125.90 |
128.35 |
+2.00 |
350 |
12,349 |
-217 |
| May10 |
090618 |
129.25 |
130.90 |
127.85 |
130.30 |
+2.05 |
144 |
3,161 |
+56 |
| Jul10 |
090618 |
132.05 |
132.05 |
132.05 |
132.05 |
+2.05 |
18 |
1,254 |
+1 |
| Total Volume and Open Interest |
21,037 |
126,171 |
-2,710 |
| Orange Juice(ICE) |
| Jul09 |
090618 |
77.15 |
79.50 |
76.45 |
77.90 |
+1.10 |
2,595 |
7,785 |
-1,540 |
| Sep09 |
090618 |
80.00 |
82.85 |
79.65 |
81.25 |
+1.25 |
2,166 |
16,972 |
+1,326 |
| Nov09 |
090618 |
83.75 |
85.10 |
83.00 |
84.60 |
+1.25 |
126 |
3,868 |
+30 |
| Jan10 |
090618 |
86.50 |
88.10 |
86.50 |
87.90 |
+1.25 |
31 |
823 |
+24 |
| Mar10 |
090618 |
90.60 |
91.20 |
89.90 |
91.20 |
+1.05 |
114 |
666 |
+111 |
| May10 |
090618 |
93.50 |
94.30 |
93.50 |
94.30 |
+1.55 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
5,032 |
30,431 |
-49 |
| Sugar #11(ICE) |
| Jul09 |
090618 |
15.08 |
15.19 |
14.84 |
14.87 |
-0.12 |
34,993 |
131,397 |
-14,828 |
| Oct09 |
090618 |
15.97 |
16.14 |
15.79 |
15.84 |
-0.11 |
51,000 |
283,378 |
-11,279 |
| Mar10 |
090618 |
16.99 |
17.13 |
16.81 |
16.84 |
-0.14 |
14,136 |
140,823 |
-634 |
| May10 |
090618 |
16.85 |
16.90 |
16.61 |
16.63 |
-0.15 |
2,422 |
33,907 |
+650 |
| Jul10 |
090618 |
16.54 |
16.62 |
16.34 |
16.38 |
-0.13 |
3,092 |
66,352 |
+341 |
| Total Volume and Open Interest |
108,143 |
761,633 |
-25,433 |
| Sugar #14(ICE) |
| Sep09 |
090618 |
22.35 |
22.45 |
22.35 |
22.45 |
-0.05 |
155 |
2,540 |
-103 |
| Total Volume and Open Interest |
155 |
2,540 |
-103 |
| London Cocoa(LCE) |
| Jul09 |
090618 |
1626 |
1645 |
1612 |
1619 |
+2 |
1,977 |
49,219 |
-1,767 |
| Sep09 |
090618 |
1639 |
1660 |
1632 |
1637 |
+3 |
3,147 |
41,520 |
+338 |
| Dec09 |
090618 |
1644 |
1657 |
1632 |
1636 |
unch |
570 |
28,988 |
-1 |
| Mar10 |
090618 |
1632 |
1655 |
1628 |
1632 |
unch |
295 |
25,937 |
+59 |
| May10 |
090618 |
1637 |
1637 |
1629 |
1632 |
+2 |
7 |
14,091 |
+0 |
| Jul10 |
090618 |
1628 |
1628 |
1628 |
1628 |
+3 |
49 |
4,301 |
+14 |
| Sep10 |
090618 |
1626 |
1626 |
1626 |
1626 |
+2 |
11 |
2,451 |
-2 |
| Total Volume and Open Interest |
6,056 |
169,545 |
-77 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090618 |
431.90 |
432.30 |
425.00 |
428.30 |
-0.20 |
3,757 |
32,648 |
-670 |
| Oct09 |
090618 |
441.50 |
442.40 |
434.70 |
437.80 |
-0.70 |
962 |
29,778 |
+174 |
| Dec09 |
090618 |
443.70 |
445.50 |
443.40 |
444.90 |
-0.50 |
126 |
8,366 |
-39 |
| Mar10 |
090618 |
452.50 |
454.00 |
449.20 |
450.50 |
-0.50 |
95 |
8,961 |
+0 |
| May10 |
090618 |
450.00 |
450.00 |
448.00 |
448.20 |
-0.30 |
5 |
1,380 |
+0 |
| Total Volume and Open Interest |
4,950 |
83,386 |
-530 |
| Cotton(ICE) |
| Jul09 |
090618 |
52.05 |
54.50 |
51.48 |
53.87 |
+1.84 |
8,263 |
19,360 |
-7,762 |
| Oct09 |
090618 |
55.45 |
57.43 |
54.77 |
56.89 |
+1.58 |
617 |
1,975 |
+222 |
| Dec09 |
090618 |
57.60 |
59.71 |
57.01 |
59.14 |
+1.54 |
10,705 |
81,662 |
+1,509 |
| Mar10 |
090618 |
60.64 |
61.97 |
59.76 |
61.77 |
+1.52 |
148 |
10,570 |
+301 |
| May10 |
090618 |
61.12 |
63.01 |
61.12 |
63.01 |
+1.49 |
36 |
537 |
+10 |
| Jul10 |
090618 |
63.00 |
64.17 |
63.00 |
64.17 |
+1.45 |
89 |
1,738 |
+84 |
| Total Volume and Open Interest |
19,898 |
117,917 |
-5,616 |
| Lumber(CME) |
| Jul09 |
090618 |
210.5 |
215.9 |
210.5 |
212.0 |
+0.4 |
806 |
2,158 |
-211 |
| Sep09 |
090618 |
228.4 |
234.0 |
228.4 |
229.6 |
+1.0 |
703 |
5,205 |
+162 |
| Nov09 |
090618 |
222.0 |
225.4 |
220.3 |
224.4 |
+3.3 |
259 |
1,065 |
+131 |
| Jan10 |
090618 |
238.8 |
243.0 |
238.3 |
241.5 |
+1.6 |
74 |
603 |
+44 |
| Total Volume and Open Interest |
1,848 |
9,077 |
+129 |
| Crude Oil(NYM) |
| Jul09 |
090618 |
70.82 |
71.75 |
70.22 |
71.37 |
+0.34 |
266,350 |
102,278 |
-22,829 |
| Aug09 |
090618 |
71.42 |
72.33 |
70.82 |
71.91 |
+0.21 |
116,773 |
258,093 |
+8,565 |
| Sep09 |
090618 |
72.58 |
73.17 |
71.64 |
72.69 |
+0.08 |
33,418 |
126,011 |
-739 |
| Oct09 |
090618 |
73.50 |
73.80 |
72.34 |
73.37 |
+0.03 |
13,295 |
45,066 |
+770 |
| Nov09 |
090618 |
74.30 |
74.34 |
73.00 |
73.97 |
unch |
8,022 |
27,365 |
+331 |
| Dec09 |
090618 |
74.88 |
74.96 |
73.51 |
74.47 |
-0.03 |
33,970 |
153,174 |
+3,176 |
| Jan10 |
090618 |
74.82 |
75.21 |
73.96 |
74.87 |
-0.04 |
3,922 |
23,429 |
-1,026 |
| Feb10 |
090618 |
75.00 |
75.21 |
75.00 |
75.21 |
-0.07 |
2,015 |
18,396 |
-382 |
| Mar10 |
090618 |
75.74 |
75.74 |
75.29 |
75.55 |
-0.10 |
1,166 |
17,978 |
-325 |
| Apr10 |
090618 |
76.10 |
76.10 |
75.89 |
75.89 |
-0.13 |
912 |
8,529 |
-17 |
| May10 |
090618 |
76.25 |
76.25 |
76.25 |
76.25 |
-0.15 |
722 |
9,033 |
-128 |
| Jun10 |
090618 |
76.77 |
76.92 |
75.77 |
76.61 |
-0.16 |
6,632 |
44,345 |
+1,870 |
| Jul10 |
090618 |
76.87 |
77.28 |
76.15 |
76.92 |
-0.17 |
2,444 |
38,422 |
-235 |
| Aug10 |
090618 |
77.17 |
77.17 |
77.17 |
77.17 |
-0.18 |
1,018 |
6,091 |
-527 |
| Sep10 |
090618 |
77.37 |
77.43 |
77.37 |
77.43 |
-0.18 |
1,349 |
8,769 |
+407 |
| Oct10 |
090618 |
77.72 |
77.72 |
77.69 |
77.69 |
-0.19 |
593 |
4,577 |
-134 |
| Total Volume and Open Interest |
513,678 |
1,198,182 |
-9,280 |
| 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 |
090618 |
71.400 |
72.300 |
70.825 |
71.900 |
+0.200 |
2,765 |
1,534 |
+188 |
| Sep09 |
090618 |
72.500 |
73.100 |
71.675 |
72.700 |
+0.100 |
121 |
194 |
-5 |
| Oct09 |
090618 |
72.900 |
73.625 |
72.900 |
73.375 |
+0.025 |
54 |
65 |
-38 |
| Nov09 |
090618 |
73.975 |
73.975 |
73.975 |
73.975 |
unch |
1 |
23 |
+1 |
| Dec09 |
090618 |
74.100 |
74.475 |
74.100 |
74.475 |
-0.025 |
6 |
93 |
+2 |
| Jan10 |
090618 |
74.875 |
74.875 |
74.875 |
74.875 |
-0.025 |
|
|
|
| Feb10 |
090618 |
75.200 |
75.200 |
75.200 |
75.200 |
-0.075 |
|
|
|
| Mar10 |
090618 |
75.550 |
75.550 |
75.550 |
75.550 |
-0.100 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,157 |
6,365 |
+224 |
| Heating Oil(NYM) |
| Jul09 |
090618 |
186.08 |
187.45 |
182.69 |
183.70 |
-2.60 |
32,131 |
41,733 |
-1,943 |
| Aug09 |
090618 |
189.45 |
190.76 |
186.19 |
187.45 |
-2.20 |
12,223 |
45,956 |
+1,320 |
| Sep09 |
090618 |
192.88 |
194.31 |
189.94 |
191.40 |
-1.93 |
6,295 |
33,981 |
+105 |
| Oct09 |
090618 |
195.77 |
196.95 |
193.46 |
194.99 |
-1.77 |
3,185 |
22,037 |
+704 |
| Nov09 |
090618 |
196.98 |
199.46 |
196.28 |
197.89 |
-1.64 |
2,371 |
14,364 |
-44 |
| Dec09 |
090618 |
203.05 |
203.05 |
198.95 |
200.70 |
-1.55 |
3,424 |
34,149 |
+312 |
| Jan10 |
090618 |
206.00 |
206.00 |
202.67 |
203.55 |
-1.50 |
1,195 |
14,891 |
+188 |
| Feb10 |
090618 |
205.50 |
205.65 |
205.00 |
205.30 |
-1.45 |
367 |
9,411 |
+39 |
| Mar10 |
090618 |
205.46 |
206.95 |
205.46 |
206.05 |
-1.40 |
334 |
6,954 |
+49 |
| Apr10 |
090618 |
206.20 |
206.20 |
206.10 |
206.15 |
-1.40 |
223 |
5,187 |
+2 |
| May10 |
090618 |
206.80 |
206.80 |
206.65 |
206.65 |
-1.35 |
260 |
5,674 |
-13 |
| Jun10 |
090618 |
210.00 |
210.00 |
207.03 |
207.45 |
-1.35 |
473 |
15,464 |
+75 |
| Total Volume and Open Interest |
62,944 |
286,992 |
+691 |
| Gasoline(NYMEX) |
| Jul09 |
090618 |
202.15 |
204.36 |
200.65 |
202.95 |
-0.31 |
46,932 |
53,574 |
-5,278 |
| Aug09 |
090618 |
200.00 |
202.03 |
198.70 |
200.78 |
-0.17 |
27,972 |
68,923 |
+4,685 |
| Sep09 |
090618 |
198.31 |
200.18 |
197.30 |
199.04 |
-0.14 |
11,685 |
42,784 |
+1,850 |
| Oct09 |
090618 |
187.70 |
187.96 |
185.95 |
187.12 |
-0.33 |
4,321 |
21,441 |
+85 |
| Nov09 |
090618 |
185.42 |
186.31 |
184.35 |
185.36 |
-0.49 |
3,064 |
8,568 |
+325 |
| Dec09 |
090618 |
186.00 |
186.61 |
184.64 |
185.59 |
-0.44 |
3,597 |
12,658 |
+208 |
| Jan10 |
090618 |
187.59 |
187.59 |
187.59 |
187.59 |
-0.49 |
294 |
4,366 |
-21 |
| Feb10 |
090618 |
190.30 |
190.30 |
189.74 |
189.74 |
-0.49 |
142 |
1,948 |
-53 |
| Mar10 |
090618 |
192.29 |
192.29 |
192.29 |
192.29 |
-0.44 |
136 |
2,199 |
-83 |
| Apr10 |
090618 |
205.94 |
205.94 |
205.94 |
205.94 |
-0.44 |
77 |
2,620 |
+0 |
| Total Volume and Open Interest |
98,273 |
227,322 |
+1,731 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090618 |
2.03 |
2.03 |
2.03 |
2.03 |
-201.23 |
0 |
1 |
+0 |
| Aug09 |
090618 |
200.78 |
200.78 |
200.78 |
200.78 |
-0.17 |
|
|
|
| Sep09 |
090618 |
199.04 |
199.04 |
199.04 |
199.04 |
-0.14 |
|
|
|
| Oct09 |
090618 |
187.12 |
187.12 |
187.12 |
187.12 |
-0.33 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090618 |
4.263 |
4.328 |
4.061 |
4.093 |
-0.160 |
136,213 |
64,035 |
-4,215 |
| Aug09 |
090618 |
4.435 |
4.504 |
4.249 |
4.278 |
-0.146 |
64,079 |
95,925 |
+2,548 |
| Sep09 |
090618 |
4.550 |
4.624 |
4.378 |
4.414 |
-0.136 |
23,166 |
84,888 |
+356 |
| Oct09 |
090618 |
4.789 |
4.821 |
4.576 |
4.614 |
-0.139 |
18,613 |
79,407 |
+494 |
| Nov09 |
090618 |
5.440 |
5.445 |
5.218 |
5.266 |
-0.116 |
6,922 |
32,487 |
+525 |
| Dec09 |
090618 |
6.050 |
6.085 |
5.870 |
5.944 |
-0.083 |
4,492 |
42,216 |
-115 |
| Jan10 |
090618 |
6.345 |
6.379 |
6.177 |
6.242 |
-0.083 |
8,209 |
36,064 |
-553 |
| Feb10 |
090618 |
6.400 |
6.400 |
6.205 |
6.267 |
-0.080 |
1,398 |
19,266 |
+147 |
| Mar10 |
090618 |
6.329 |
6.329 |
6.135 |
6.197 |
-0.078 |
3,708 |
36,898 |
+138 |
| Apr10 |
090618 |
6.183 |
6.190 |
6.000 |
6.062 |
-0.078 |
3,905 |
35,738 |
-136 |
| May10 |
090618 |
6.225 |
6.230 |
6.038 |
6.102 |
-0.078 |
451 |
15,342 |
+37 |
| Jun10 |
090618 |
6.325 |
6.325 |
6.139 |
6.199 |
-0.079 |
193 |
8,850 |
+6 |
| Jul10 |
090618 |
6.426 |
6.426 |
6.245 |
6.307 |
-0.081 |
189 |
8,035 |
+43 |
| Aug10 |
090618 |
6.444 |
6.444 |
6.340 |
6.394 |
-0.080 |
157 |
9,131 |
+13 |
| Sep10 |
090618 |
6.531 |
6.531 |
6.390 |
6.447 |
-0.080 |
144 |
6,876 |
+15 |
| Oct10 |
090618 |
6.661 |
6.680 |
6.501 |
6.557 |
-0.078 |
599 |
16,123 |
+132 |
| Total Volume and Open Interest |
273,423 |
720,428 |
-698 |
| Brent Crude Oil(ICE) |
| Aug09 |
090618 |
70.99 |
71.49 |
69.80 |
71.06 |
+0.21 |
104,121 |
172,932 |
+3,503 |
| Sep09 |
090618 |
71.80 |
72.27 |
70.60 |
71.78 |
+0.13 |
35,612 |
115,259 |
-17 |
| Oct09 |
090618 |
72.49 |
72.97 |
71.34 |
72.45 |
+0.05 |
20,214 |
56,697 |
+709 |
| Nov09 |
090618 |
73.24 |
73.71 |
72.09 |
73.16 |
unch |
12,237 |
23,024 |
+830 |
| Dec09 |
090618 |
73.90 |
74.38 |
72.77 |
73.79 |
-0.05 |
19,900 |
84,946 |
+594 |
| Jan10 |
090618 |
74.59 |
74.76 |
73.60 |
74.33 |
-0.08 |
4,596 |
22,297 |
-324 |
| Feb10 |
090618 |
75.07 |
75.09 |
74.58 |
74.78 |
-0.11 |
2,847 |
14,475 |
-434 |
| Mar10 |
090618 |
75.54 |
75.54 |
75.22 |
75.22 |
-0.13 |
1,884 |
9,057 |
+564 |
| Apr10 |
090618 |
75.90 |
75.96 |
75.65 |
75.65 |
-0.16 |
709 |
5,065 |
-136 |
| May10 |
090618 |
76.02 |
76.02 |
76.02 |
76.02 |
-0.20 |
1,096 |
4,452 |
+272 |
| Jun10 |
090618 |
76.60 |
76.90 |
75.49 |
76.37 |
-0.22 |
2,316 |
29,483 |
-212 |
| Jul10 |
090618 |
76.71 |
76.71 |
76.71 |
76.71 |
-0.23 |
164 |
8,821 |
-37 |
| Aug10 |
090618 |
76.99 |
76.99 |
76.99 |
76.99 |
-0.23 |
110 |
5,917 |
-7 |
| Sep10 |
090618 |
77.25 |
77.25 |
77.25 |
77.25 |
-0.23 |
36 |
2,407 |
+5 |
| Total Volume and Open Interest |
214,711 |
691,745 |
+7,295 |
| Gas Oil(ICE) |
| Jul09 |
090618 |
589.00 |
593.50 |
578.75 |
585.00 |
+6.00 |
47,335 |
112,711 |
+1,955 |
| Aug09 |
090618 |
598.75 |
604.00 |
589.50 |
596.25 |
+6.50 |
34,009 |
67,877 |
+2,994 |
| Sep09 |
090618 |
608.50 |
614.25 |
600.00 |
606.75 |
+6.50 |
11,527 |
47,052 |
+814 |
| Oct09 |
090618 |
619.00 |
623.50 |
613.00 |
616.00 |
+6.25 |
3,628 |
32,904 |
+184 |
| Nov09 |
090618 |
627.75 |
632.25 |
621.75 |
625.00 |
+6.25 |
2,772 |
20,633 |
+748 |
| Dec09 |
090618 |
635.25 |
638.75 |
626.25 |
633.00 |
+6.25 |
7,677 |
60,707 |
-883 |
| Jan10 |
090618 |
647.00 |
647.00 |
637.00 |
641.50 |
+5.75 |
1,126 |
28,331 |
-346 |
| Feb10 |
090618 |
647.50 |
648.00 |
644.50 |
648.00 |
+5.25 |
496 |
13,016 |
+69 |
| Mar10 |
090618 |
653.50 |
654.00 |
650.50 |
654.00 |
+5.25 |
170 |
16,034 |
-60 |
| Apr10 |
090618 |
659.25 |
659.75 |
656.50 |
659.75 |
+5.25 |
30 |
8,345 |
+359 |
| Total Volume and Open Interest |
111,032 |
504,213 |
+6,292 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090618 |
1.724 |
1.724 |
1.710 |
1.713 |
-0.011 |
61 |
599 |
-79 |
| Aug09 |
090618 |
1.700 |
1.709 |
1.700 |
1.705 |
-0.015 |
14 |
488 |
+9 |
| Sep09 |
090618 |
1.700 |
1.700 |
1.700 |
1.700 |
-0.010 |
7 |
331 |
+6 |
| Oct09 |
090618 |
1.690 |
1.690 |
1.690 |
1.690 |
-0.010 |
17 |
274 |
+12 |
| Nov09 |
090618 |
1.690 |
1.690 |
1.690 |
1.690 |
-0.020 |
5 |
338 |
+5 |
| Dec09 |
090618 |
1.690 |
1.690 |
1.690 |
1.690 |
-0.010 |
11 |
434 |
+6 |
| Jan10 |
090618 |
1.710 |
1.710 |
1.705 |
1.705 |
+0.005 |
60 |
405 |
-9 |
| Total Volume and Open Interest |
184 |
4,139 |
-41 |
| US Dollar Index(ICE) |
| Sep09 |
090618 |
80.605 |
81.170 |
80.485 |
81.010 |
+0.435 |
4,555 |
18,410 |
-603 |
| Dec09 |
090618 |
80.800 |
81.390 |
80.800 |
81.390 |
+0.435 |
6 |
2,060 |
+0 |
| Mar10 |
090618 |
81.510 |
81.510 |
81.510 |
81.510 |
+0.555 |
|
|
|
| Total Volume and Open Interest |
4,561 |
20,470 |
-603 |
| Australian Dollar(CME) |
| Sep09 |
090618 |
78.83 |
80.05 |
78.61 |
79.54 |
+0.54 |
60,336 |
72,960 |
-391 |
| Dec09 |
090618 |
79.28 |
79.50 |
78.14 |
79.03 |
+0.54 |
13 |
240 |
+11 |
| Mar10 |
090618 |
78.56 |
78.56 |
78.02 |
78.56 |
+0.54 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
60,349 |
73,216 |
-380 |
| British Pound(CME) |
| Sep09 |
090618 |
163.90 |
164.67 |
161.85 |
163.48 |
-0.77 |
97,434 |
81,128 |
+1,829 |
| Dec09 |
090618 |
163.65 |
164.56 |
161.94 |
163.45 |
-0.76 |
81 |
227 |
-44 |
| Mar10 |
090618 |
163.47 |
164.38 |
162.04 |
163.47 |
-0.73 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
97,517 |
81,357 |
+1,785 |
| Canadian Dollar(CME) |
| Sep09 |
090618 |
88.38 |
89.07 |
88.02 |
88.30 |
-0.19 |
49,640 |
70,598 |
-615 |
| Dec09 |
090618 |
88.63 |
89.09 |
88.14 |
88.37 |
-0.19 |
50 |
2,088 |
+19 |
| Mar10 |
090618 |
88.48 |
89.20 |
88.29 |
88.48 |
-0.18 |
0 |
469 |
+0 |
| Jun10 |
090618 |
88.60 |
89.15 |
88.45 |
88.60 |
-0.16 |
2 |
92 |
+2 |
| Total Volume and Open Interest |
49,692 |
73,381 |
-45,981 |
| Japanese Yen(CME) |
| Sep09 |
090618 |
104.60 |
104.68 |
103.52 |
103.59 |
-0.99 |
103,453 |
62,827 |
+3,692 |
| Dec09 |
090618 |
104.14 |
104.78 |
103.72 |
103.75 |
-0.97 |
21 |
141 |
+9 |
| Mar10 |
090618 |
104.02 |
104.95 |
104.02 |
104.02 |
-0.93 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
103,474 |
62,983 |
+3,701 |
| Swiss Franc(CME) |
| Sep09 |
090618 |
92.75 |
93.02 |
91.86 |
92.19 |
-0.65 |
37,484 |
30,420 |
+891 |
| Dec09 |
090618 |
92.33 |
93.13 |
92.04 |
92.34 |
-0.64 |
25 |
33 |
+25 |
| Mar10 |
090618 |
92.57 |
93.20 |
92.49 |
92.57 |
-0.63 |
|
|
|
| Total Volume and Open Interest |
37,509 |
30,453 |
+916 |
| EuroFX(CME) |
| Sep09 |
090618 |
139.32 |
139.94 |
138.63 |
138.92 |
-0.63 |
199,810 |
105,728 |
-808 |
| Dec09 |
090618 |
139.66 |
139.89 |
138.64 |
138.91 |
-0.59 |
61 |
395 |
+2 |
| Mar10 |
090618 |
138.94 |
139.55 |
138.93 |
138.94 |
-0.57 |
1 |
321 |
+0 |
| Total Volume and Open Interest |
199,872 |
106,447 |
-806 |
| Mexican Peso(CME) |
| Jul09 |
090618 |
746.2 |
746.5 |
746.2 |
746.2 |
-0.2 |
|
|
|
| Aug09 |
090618 |
742.2 |
742.5 |
742.2 |
742.2 |
-0.2 |
|
|
|
| Total Volume and Open Interest |
7,346 |
38,677 |
+1,105 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090618 |
117~090 |
117~250 |
115~145 |
115~215 |
-2~035 |
3,125 |
7,131 |
-2,499 |
| Sep09 |
090618 |
115~285 |
115~300 |
113~310 |
114~055 |
-2~045 |
259,515 |
687,391 |
+1,677 |
| Dec09 |
090618 |
114~100 |
114~315 |
112~230 |
112~270 |
-2~045 |
31 |
314 |
+20 |
| Total Volume and Open Interest |
264,559 |
694,889 |
-802 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090618 |
116~290 |
116~290 |
115~185 |
115~210 |
-1~100 |
10,669 |
25,962 |
-5,537 |
| Sep09 |
090618 |
115~055 |
115~085 |
113~275 |
114~005 |
-1~105 |
708,024 |
1,061,884 |
+16,806 |
| Dec09 |
090618 |
113~250 |
114~000 |
112~155 |
112~215 |
-1~105 |
2 |
10 |
+2 |
| Total Volume and Open Interest |
718,695 |
1,087,856 |
+11,271 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090618 |
114~114 |
115~012 |
114~029 |
114~038 |
-0~102 |
1,571 |
28,274 |
-545 |
| Sep09 |
090618 |
113~123 |
114~002 |
113~008 |
113~026 |
-0~104 |
313,619 |
761,254 |
-6,062 |
| Dec09 |
090618 |
111~110 |
112~086 |
111~110 |
111~110 |
-0~104 |
500 |
500 |
+500 |
| Total Volume and Open Interest |
315,690 |
790,028 |
-6,107 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090618 |
108~080 |
108~084 |
108~052 |
108~055 |
-0~025 |
490 |
5,778 |
-1,283 |
| Sep09 |
090618 |
107~113 |
107~115 |
107~077 |
107~084 |
-0~025 |
137,610 |
527,444 |
-11,055 |
| Dec09 |
090618 |
107~025 |
107~050 |
107~025 |
107~025 |
-0~025 |
|
|
|
| Total Volume and Open Interest |
140,785 |
533,222 |
-12,338 |
| Eurodollars(CME) |
| Sep09 |
090618 |
99.245 |
99.260 |
99.120 |
99.175 |
-0.075 |
206,034 |
1,044,444 |
-13,258 |
| Dec09 |
090618 |
98.945 |
98.960 |
98.780 |
98.840 |
-0.105 |
229,884 |
877,223 |
+6,089 |
| Mar10 |
090618 |
98.670 |
98.695 |
98.465 |
98.525 |
-0.145 |
243,540 |
731,523 |
+767 |
| Jun10 |
090618 |
98.320 |
98.350 |
98.080 |
98.140 |
-0.185 |
265,973 |
534,703 |
-4,961 |
| Sep10 |
090618 |
97.970 |
98.010 |
97.695 |
97.760 |
-0.220 |
217,180 |
466,067 |
+4,551 |
| Dec10 |
090618 |
97.590 |
97.625 |
97.295 |
97.360 |
-0.240 |
189,507 |
582,540 |
-1,013 |
| Mar11 |
090618 |
97.265 |
97.295 |
96.955 |
97.015 |
-0.255 |
157,361 |
329,972 |
+6,270 |
| Jun11 |
090618 |
96.925 |
96.945 |
96.605 |
96.660 |
-0.270 |
112,049 |
301,055 |
+5,711 |
| Sep11 |
090618 |
96.590 |
96.635 |
96.285 |
96.345 |
-0.285 |
55,360 |
233,679 |
-1,628 |
| Dec11 |
090618 |
96.305 |
96.340 |
95.990 |
96.050 |
-0.290 |
48,610 |
146,244 |
-609 |
| Mar12 |
090618 |
96.115 |
96.150 |
95.780 |
95.845 |
-0.295 |
38,399 |
108,151 |
-1,967 |
| Jun12 |
090618 |
95.935 |
95.960 |
95.595 |
95.660 |
-0.295 |
31,874 |
108,460 |
-3,118 |
| Sep12 |
090618 |
95.765 |
95.790 |
95.440 |
95.505 |
-0.300 |
14,687 |
68,013 |
-397 |
| Dec12 |
090618 |
95.645 |
95.645 |
95.285 |
95.350 |
-0.305 |
12,828 |
55,475 |
-497 |
| Mar13 |
090618 |
95.515 |
95.515 |
95.195 |
95.255 |
-0.315 |
12,331 |
61,594 |
+885 |
| Jun13 |
090618 |
95.410 |
95.410 |
95.085 |
95.140 |
-0.325 |
14,812 |
29,280 |
-153 |
| Sep13 |
090618 |
95.315 |
95.315 |
94.985 |
95.040 |
-0.335 |
11,392 |
40,099 |
-10 |
| Dec13 |
090618 |
95.205 |
95.205 |
94.870 |
94.925 |
-0.345 |
14,382 |
29,674 |
+463 |
| Total Volume and Open Interest |
1,929,575 |
5,970,700 |
+8,689 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090618 |
99.795 |
99.795 |
99.777 |
99.783 |
-0.012 |
2,928 |
58,129 |
+83 |
| Jul09 |
090618 |
99.790 |
99.790 |
99.780 |
99.785 |
-0.005 |
5,549 |
46,821 |
+1,661 |
| Aug09 |
090618 |
99.770 |
99.775 |
99.760 |
99.765 |
-0.005 |
2,233 |
41,191 |
+69 |
| Sep09 |
090618 |
99.750 |
99.750 |
99.725 |
99.735 |
-0.010 |
1,225 |
30,366 |
-2 |
| Oct09 |
090618 |
99.735 |
99.735 |
99.700 |
99.710 |
-0.020 |
1,496 |
29,916 |
+26 |
| Nov09 |
090618 |
99.680 |
99.685 |
99.640 |
99.660 |
-0.020 |
3,256 |
54,683 |
+433 |
| Total Volume and Open Interest |
27,481 |
404,333 |
+2,690 |
| 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) |
| Sep09 |
090618 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
|
|
|
| Dec09 |
090618 |
99.52 |
99.52 |
99.51 |
99.51 |
-0.01 |
|
|
|
| Mar10 |
090618 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
|
|
|
| Jun10 |
090618 |
99.48 |
99.48 |
99.47 |
99.47 |
-0.01 |
|
|
|
| Sep10 |
090618 |
99.43 |
99.43 |
99.42 |
99.42 |
-0.01 |
|
|
|
| Dec10 |
090618 |
99.38 |
99.38 |
99.37 |
99.37 |
-0.01 |
|
|
|
| Mar11 |
090618 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090618 |
99.24 |
99.24 |
99.22 |
99.22 |
-0.02 |
|
|
|
| Sep11 |
090618 |
99.24 |
99.24 |
99.22 |
99.22 |
-0.02 |
|
|
|
| Dec11 |
090618 |
99.04 |
99.04 |
99.03 |
99.03 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090618 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
60 |
8,298 |
-614 |
| Dec09 |
090618 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
0 |
3,005 |
+0 |
| Mar10 |
090618 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
15 |
2,512 |
+15 |
| Jun10 |
090618 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
15 |
1,023 |
+0 |
| Sep10 |
090618 |
99.42 |
99.42 |
99.42 |
99.42 |
-0.01 |
0 |
281 |
+0 |
| Dec10 |
090618 |
99.37 |
99.37 |
99.37 |
99.37 |
-0.01 |
0 |
252 |
+0 |
| Mar11 |
090618 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.01 |
0 |
412 |
+0 |
| Jun11 |
090618 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.01 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
90 |
18,255 |
+897 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090618 |
136.59 |
136.86 |
136.40 |
136.75 |
+0.53 |
3,060 |
16,779 |
-1,439 |
| Dec09 |
090618 |
136.36 |
136.36 |
136.36 |
136.36 |
+0.10 |
|
|
|
| Mar10 |
090618 |
136.13 |
136.13 |
136.13 |
136.13 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
1,805 |
17,305 |
+788 |
| Euro-Bund(EUREX) |
| Sep09 |
090618 |
119.67 |
119.87 |
119.05 |
119.28 |
-0.58 |
642,709 |
868,493 |
-497 |
| Dec09 |
090618 |
118.31 |
118.31 |
117.89 |
117.97 |
-0.57 |
60 |
70 |
+20 |
| Mar10 |
090618 |
117.68 |
117.68 |
117.68 |
117.68 |
-0.58 |
|
|
|
| Total Volume and Open Interest |
642,769 |
868,563 |
-477 |
| Euro-Bobl(EUREX) |
| Sep09 |
090617 |
114.38 |
114.73 |
114.33 |
114.65 |
+0.35 |
289,822 |
633,670 |
+6,772 |
| Dec09 |
090618 |
113.20 |
113.20 |
112.93 |
113.06 |
-0.35 |
19 |
75 |
-1 |
| Mar10 |
090618 |
112.80 |
112.80 |
112.80 |
112.80 |
-0.25 |
|
|
|
| Total Volume and Open Interest |
306,680 |
640,052 |
+10,986 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090615 |
98.785 |
98.820 |
98.780 |
98.810 |
+0.035 |
0 |
14,453 |
-137 |
| Dec09 |
090618 |
98.715 |
98.730 |
98.715 |
98.730 |
+0.025 |
201 |
4,877 |
-911 |
| Total Volume and Open Interest |
3,040 |
30,721 |
-1,727 |
| Long Gilt(LIFFE) |
| Jun09 |
090618 |
118~13 |
119~00 |
118~02 |
118~07 |
-0~15 |
749 |
38,829 |
-307 |
| Sep09 |
090618 |
117~00 |
117~22 |
116~12 |
116~21 |
-0~15 |
120,234 |
217,078 |
+10,221 |
| Total Volume and Open Interest |
120,983 |
255,907 |
+9,893 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090618 |
98.75 |
98.78 |
98.70 |
98.76 |
-0.01 |
58,349 |
263,472 |
+70 |
| Dec09 |
090618 |
98.54 |
98.60 |
98.47 |
98.53 |
-0.02 |
80,704 |
250,432 |
-531 |
| Mar10 |
090618 |
98.26 |
98.35 |
98.19 |
98.26 |
unch |
125,533 |
351,373 |
+3,414 |
| Jun10 |
090618 |
97.78 |
97.89 |
97.70 |
97.80 |
+0.01 |
138,104 |
282,220 |
+34,908 |
| Sep10 |
090618 |
97.29 |
97.41 |
97.22 |
97.32 |
+0.02 |
98,554 |
242,889 |
+14,160 |
| Dec10 |
090618 |
96.81 |
96.93 |
96.73 |
96.82 |
+0.01 |
58,648 |
171,168 |
-2,427 |
| Total Volume and Open Interest |
622,755 |
2,154,432 |
+52,098 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090618 |
98.835 |
98.880 |
98.825 |
98.860 |
+0.020 |
128,426 |
621,142 |
+14,592 |
| Dec09 |
090618 |
98.690 |
98.755 |
98.690 |
98.730 |
+0.025 |
97,673 |
505,569 |
+8,368 |
| Mar10 |
090618 |
98.500 |
98.590 |
98.500 |
98.560 |
+0.040 |
135,348 |
483,284 |
+15,704 |
| Total Volume and Open Interest |
770,323 |
2,987,044 |
+64,867 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090611 |
96.75 |
96.77 |
96.70 |
96.74 |
-0.01 |
26,839 |
43,691 |
-29,198 |
| Sep09 |
090618 |
96.82 |
96.83 |
96.79 |
96.80 |
-0.02 |
20,330 |
294,561 |
+3,722 |
| Dec09 |
090618 |
96.65 |
96.68 |
96.61 |
96.63 |
-0.03 |
15,949 |
186,492 |
+745 |
| Mar10 |
090618 |
96.30 |
96.35 |
96.26 |
96.28 |
-0.03 |
8,864 |
109,029 |
+692 |
| Jun10 |
090618 |
95.84 |
95.90 |
95.80 |
95.82 |
-0.05 |
4,923 |
78,311 |
+592 |
| Sep10 |
090618 |
95.43 |
95.43 |
95.34 |
95.38 |
-0.05 |
4,408 |
46,705 |
+355 |
| Dec10 |
090618 |
95.06 |
95.06 |
94.95 |
95.00 |
-0.05 |
2,318 |
28,558 |
+166 |
| Mar11 |
090618 |
94.71 |
94.71 |
94.64 |
94.66 |
-0.06 |
329 |
16,486 |
-400 |
| Jun11 |
090618 |
94.41 |
94.42 |
94.33 |
94.36 |
-0.06 |
554 |
11,028 |
+75 |
| Sep11 |
090618 |
94.14 |
94.14 |
94.09 |
94.09 |
-0.06 |
98 |
2,320 |
+98 |
| Total Volume and Open Interest |
58,071 |
774,914 |
+6,214 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090617 |
94.54 |
94.63 |
94.51 |
94.52 |
-0.04 |
25,868 |
277,129 |
+3,842 |
| Dec09 |
090618 |
94.38 |
94.38 |
94.38 |
94.38 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
29,292 |
281,662 |
+4,533 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090615 |
95.33 |
95.44 |
95.33 |
95.43 |
+0.10 |
92,166 |
274,628 |
+58,123 |
| Dec09 |
090618 |
95.29 |
95.29 |
95.29 |
95.29 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
116,100 |
374,997 |
+40,328 |
| Gold(CMX) |
| Jun09 |
090618 |
942.0 |
942.0 |
931.0 |
934.0 |
-1.4 |
149 |
1,117 |
-26 |
| Aug09 |
090618 |
940.0 |
944.0 |
930.5 |
934.6 |
-1.4 |
76,594 |
229,487 |
-1,194 |
| Oct09 |
090618 |
944.0 |
944.0 |
932.0 |
936.0 |
-1.4 |
1,488 |
11,980 |
+318 |
| Dec09 |
090618 |
943.9 |
946.8 |
933.3 |
937.4 |
-1.3 |
2,854 |
46,490 |
-467 |
| Feb10 |
090618 |
944.5 |
944.5 |
937.0 |
938.8 |
-1.2 |
2,629 |
11,697 |
-1,198 |
| Apr10 |
090618 |
946.3 |
947.5 |
936.9 |
940.3 |
-1.1 |
2,864 |
15,544 |
-19 |
| Jun10 |
090618 |
949.7 |
949.7 |
942.3 |
942.3 |
-0.8 |
141 |
10,356 |
-10 |
| Aug10 |
090618 |
944.6 |
944.6 |
944.6 |
944.6 |
-0.5 |
270 |
3,018 |
+268 |
| Oct10 |
090618 |
947.3 |
947.3 |
947.3 |
947.3 |
-0.2 |
0 |
1,237 |
+0 |
| Dec10 |
090618 |
950.1 |
954.0 |
946.9 |
950.4 |
+0.1 |
323 |
12,922 |
-96 |
| Feb11 |
090618 |
953.9 |
953.9 |
953.9 |
953.9 |
+0.6 |
0 |
12 |
+0 |
| Apr11 |
090618 |
957.6 |
957.6 |
957.6 |
957.6 |
+1.1 |
|
|
|
| Total Volume and Open Interest |
89,080 |
371,997 |
-2,588 |
| Silver(CMX) |
| Jul09 |
090618 |
1434.0 |
1440.0 |
1413.0 |
1424.0 |
-4.0 |
20,392 |
36,358 |
-2,056 |
| Sep09 |
090618 |
1440.0 |
1442.0 |
1417.0 |
1427.3 |
-4.0 |
2,637 |
28,665 |
-279 |
| Dec09 |
090618 |
1446.5 |
1447.0 |
1421.0 |
1431.5 |
-3.9 |
869 |
19,569 |
+73 |
| Mar10 |
090618 |
1432.5 |
1434.4 |
1432.5 |
1434.4 |
-3.5 |
50 |
6,262 |
+48 |
| May10 |
090618 |
1436.5 |
1436.5 |
1436.5 |
1436.5 |
-3.3 |
1 |
2,569 |
+0 |
| Jul10 |
090618 |
1435.5 |
1438.5 |
1435.5 |
1438.5 |
-3.1 |
27 |
2,921 |
+25 |
| Sep10 |
090618 |
1440.6 |
1440.6 |
1440.6 |
1440.6 |
-3.0 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
24,042 |
103,981 |
-2,370 |
| Platinum(NYMEX) |
| Jul09 |
090618 |
1206.1 |
1223.0 |
1204.3 |
1207.6 |
+2.4 |
1,631 |
15,334 |
-578 |
| Oct09 |
090618 |
1212.6 |
1227.0 |
1211.1 |
1214.2 |
+2.4 |
504 |
8,340 |
+322 |
| Jan10 |
090618 |
1217.6 |
1217.6 |
1217.6 |
1217.6 |
+2.4 |
3 |
227 |
+0 |
| Total Volume and Open Interest |
2,138 |
23,901 |
-256 |
| Palladium(NYMEX) |
| Jun09 |
090618 |
239.05 |
239.05 |
239.05 |
239.05 |
-3.35 |
3 |
269 |
-2 |
| Sep09 |
090618 |
244.75 |
245.50 |
237.80 |
239.70 |
-3.35 |
913 |
15,910 |
-394 |
| Dec09 |
090618 |
245.00 |
245.00 |
240.90 |
240.90 |
-3.35 |
27 |
286 |
+20 |
| Total Volume and Open Interest |
943 |
16,465 |
-376 |
| Copper(CMX) |
| Jul09 |
090618 |
225.00 |
227.70 |
222.15 |
227.20 |
+1.25 |
18,733 |
35,079 |
+581 |
| Sep09 |
090618 |
226.40 |
228.60 |
223.05 |
228.20 |
+1.25 |
7,812 |
56,811 |
+1,460 |
| Dec09 |
090618 |
228.00 |
229.15 |
224.00 |
229.00 |
+1.30 |
276 |
11,513 |
+6 |
| Mar10 |
090618 |
226.50 |
229.20 |
226.50 |
229.20 |
+1.30 |
57 |
2,195 |
-3 |
| May10 |
090618 |
229.30 |
229.30 |
229.30 |
229.30 |
+1.30 |
26 |
614 |
+11 |
| Total Volume and Open Interest |
27,662 |
115,321 |
+2,427 |
| Aluminum(CMX) |
| Jun09 |
090618 |
75.00 |
75.00 |
75.00 |
75.00 |
+0.50 |
|
|
|
| Jul09 |
090618 |
75.50 |
75.50 |
75.50 |
75.50 |
+0.50 |
|
|
|
| Aug09 |
090618 |
76.00 |
76.00 |
76.00 |
76.00 |
+0.50 |
|
|
|
| Sep09 |
090618 |
76.50 |
76.50 |
76.50 |
76.50 |
+0.50 |
|
|
|
| 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 |
090618 |
8504 |
8590 |
8480 |
8550 |
+57 |
4,892 |
21,681 |
-2,963 |
| Sep09 |
090618 |
8440 |
8535 |
8421 |
8493 |
+56 |
3,553 |
5,831 |
+1,277 |
| Dec09 |
090618 |
8440 |
8443 |
8440 |
8443 |
+46 |
2 |
8 |
+2 |
| Mar10 |
090618 |
8405 |
8405 |
8348 |
8405 |
+57 |
|
|
|
| Total Volume and Open Interest |
8,447 |
27,520 |
-1,684 |
| S & P 500(CME) |
| Jun09 |
090618 |
912.00 |
921.50 |
908.50 |
917.70 |
+8.00 |
83,079 |
167,886 |
-30,861 |
| Sep09 |
090618 |
906.00 |
917.50 |
902.90 |
913.20 |
+7.90 |
98,076 |
352,320 |
+46,771 |
| Dec09 |
090618 |
910.50 |
912.20 |
909.20 |
909.20 |
+8.00 |
174 |
6,550 |
+194 |
| Mar10 |
090618 |
906.00 |
909.00 |
905.00 |
906.00 |
+8.00 |
0 |
3,175 |
-10 |
| Total Volume and Open Interest |
181,329 |
529,933 |
+15,594 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090618 |
910.25 |
922.00 |
907.50 |
917.75 |
+8.00 |
651,370 |
1,179,755 |
-229,343 |
| Sep09 |
090618 |
905.50 |
917.75 |
903.00 |
913.25 |
+8.00 |
2,267,554 |
2,048,921 |
+212,230 |
| Total Volume and Open Interest |
2,918,933 |
3,230,841 |
-17,111 |
| NASDAQ 100(CME) |
| Jun09 |
090618 |
1456.00 |
1463.00 |
1446.00 |
1451.00 |
-3.80 |
3,137 |
21,207 |
-607 |
| Sep09 |
090618 |
1453.00 |
1464.00 |
1443.00 |
1449.50 |
-4.00 |
4,283 |
9,680 |
+1,847 |
| Dec09 |
090618 |
1456.00 |
1456.00 |
1448.00 |
1452.50 |
-4.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
7,420 |
30,890 |
+1,240 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090618 |
1454.00 |
1464.30 |
1444.50 |
1451.00 |
-3.80 |
76,890 |
196,121 |
-12,810 |
| Sep09 |
090618 |
1453.00 |
1462.80 |
1443.00 |
1449.50 |
-4.00 |
316,703 |
193,857 |
+35,584 |
| Total Volume and Open Interest |
393,594 |
389,997 |
+22,775 |
| S & P Midcap 400(CME) |
| Jun09 |
090618 |
575.60 |
575.60 |
574.90 |
575.60 |
+4.80 |
646 |
3,128 |
-430 |
| Sep09 |
090618 |
571.00 |
575.00 |
566.00 |
573.70 |
+4.80 |
469 |
2,247 |
+411 |
| Dec09 |
090618 |
571.70 |
571.70 |
570.90 |
571.70 |
+4.80 |
|
|
|
| Total Volume and Open Interest |
1,115 |
5,375 |
-19 |
| Russell 2000(CME) |
| Jun09 |
090615 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,564 |
-177 |
| Sep09 |
090618 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,869 |
+0 |
| Dec09 |
090618 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,275 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090618 |
9745 |
9795 |
9645 |
9735 |
-90 |
112,357 |
141,669 |
-630 |
| Dec09 |
090618 |
9740 |
9740 |
9695 |
9695 |
-90 |
2 |
757 |
+0 |
| Total Volume and Open Interest |
112,784 |
147,707 |
+2,336 |
| Nikkei 225(SGX) |
| Sep09 |
090618 |
9745 |
9795 |
9645 |
9735 |
-90 |
112,357 |
141,669 |
-630 |
| Dec09 |
090618 |
9740 |
9740 |
9695 |
9695 |
-90 |
2 |
757 |
+0 |
| Mar10 |
090618 |
9715 |
9715 |
9715 |
9715 |
-90 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
112,784 |
147,707 |
+2,336 |
| CAC 40(EURONEXT) |
| Jun09 |
090618 |
3170.0 |
3207.5 |
3139.0 |
3192.5 |
+31.5 |
254,281 |
429,452 |
-19,134 |
| Jul09 |
090618 |
3163.0 |
3204.5 |
3136.0 |
3189.5 |
+32.0 |
148,577 |
221,342 |
+115,480 |
| Aug09 |
090618 |
3171.5 |
3201.0 |
3149.0 |
3190.0 |
+32.0 |
41 |
188 |
-48 |
| Total Volume and Open Interest |
414,973 |
685,384 |
+105,975 |
| Hang Seng Index(HKFE) |
| Jun09 |
090618 |
17990 |
18049 |
17617 |
17761 |
-109 |
100,703 |
81,746 |
-150 |
| Jul09 |
090618 |
18000 |
18027 |
17616 |
17762 |
-103 |
1,192 |
3,432 |
+400 |
| Total Volume and Open Interest |
102,255 |
87,812 |
+257 |
| DAX(EUREX) |
| Jun09 |
090618 |
4816.0 |
4858.0 |
4769.0 |
4841.0 |
+33.0 |
161,856 |
118,224 |
-26,488 |
| Sep09 |
090618 |
4820.0 |
4863.0 |
4774.0 |
4846.0 |
+32.5 |
44,862 |
64,204 |
+25,752 |
| Dec09 |
090618 |
4823.0 |
4867.0 |
4779.0 |
4850.5 |
+32.0 |
3,727 |
7,621 |
+889 |
| Total Volume and Open Interest |
210,445 |
190,049 |
+153 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090618 |
4290.00 |
4314.00 |
4237.00 |
4289.50 |
+16.00 |
303,724 |
375,004 |
-154,490 |
| Sep09 |
090618 |
4250.00 |
4281.50 |
4204.00 |
4257.00 |
+14.50 |
213,516 |
476,444 |
+179,714 |
| Dec09 |
090618 |
4227.00 |
4240.50 |
4177.50 |
4229.50 |
+15.50 |
398 |
3,969 |
+65 |
| Total Volume and Open Interest |
517,638 |
855,417 |
+25,289 |
| SPI 200(SFE) |
| Jun09 |
090618 |
3898.0 |
3923.0 |
3853.0 |
3922.0 |
+25.0 |
83,915 |
210,038 |
-62,039 |
| Sep09 |
090618 |
3870.0 |
3887.0 |
3829.0 |
3861.0 |
-9.0 |
71,773 |
237,797 |
+54,389 |
| Dec09 |
090618 |
3873.0 |
3873.0 |
3873.0 |
3873.0 |
-9.0 |
369 |
3,746 |
+71 |
| Total Volume and Open Interest |
156,327 |
455,389 |
-7,363 |
| GSCI(CME) |
| Jul09 |
090618 |
467.00 |
467.50 |
462.50 |
466.25 |
-0.30 |
647 |
16,008 |
-125 |
| Aug09 |
090618 |
471.00 |
472.00 |
467.50 |
471.00 |
-0.50 |
2 |
1 |
+1 |
| Sep09 |
090618 |
475.00 |
475.50 |
471.00 |
475.00 |
-0.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
651 |
16,009 |
-124 |
| 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. |
|
|