|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri June 19, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090619 |
1217.75 |
1225.75 |
1175.50 |
1179.00 |
-34.75 |
72,146 |
90,340 |
-6,933 |
| Aug09 |
090619 |
1151.50 |
1162.00 |
1117.00 |
1120.00 |
-30.25 |
21,831 |
53,343 |
+2,103 |
| Sep09 |
090619 |
1086.00 |
1089.00 |
1050.00 |
1050.50 |
-32.00 |
3,654 |
16,637 |
+721 |
| Nov09 |
090619 |
1043.00 |
1050.00 |
1004.50 |
1006.00 |
-37.50 |
49,341 |
218,910 |
+4,059 |
| Jan10 |
090619 |
1050.00 |
1053.50 |
1010.50 |
1013.00 |
-37.50 |
4,394 |
23,983 |
+332 |
| Mar10 |
090619 |
1050.00 |
1050.25 |
1010.00 |
1010.50 |
-36.25 |
3,680 |
17,822 |
+839 |
| May10 |
090619 |
1038.00 |
1041.00 |
999.00 |
999.00 |
-35.25 |
1,456 |
8,488 |
+312 |
| Total Volume and Open Interest |
160,290 |
457,650 |
+922 |
| Soybean Meal(CBOT) |
| Jul09 |
090619 |
405.80 |
408.40 |
389.00 |
390.00 |
-15.40 |
30,884 |
50,681 |
-3,831 |
| Aug09 |
090619 |
376.80 |
379.00 |
364.00 |
364.20 |
-13.20 |
12,776 |
25,582 |
+578 |
| Sep09 |
090619 |
351.40 |
351.40 |
338.00 |
338.00 |
-11.60 |
2,785 |
20,181 |
+307 |
| Oct09 |
090619 |
331.20 |
331.20 |
315.80 |
316.00 |
-13.90 |
2,456 |
17,147 |
+261 |
| Dec09 |
090619 |
321.90 |
325.60 |
308.10 |
308.50 |
-14.20 |
17,633 |
62,667 |
+3,446 |
| Jan10 |
090619 |
321.30 |
321.30 |
305.10 |
305.70 |
-14.50 |
1,105 |
4,874 |
+191 |
| Mar10 |
090619 |
310.00 |
312.00 |
302.50 |
302.50 |
-14.50 |
561 |
4,218 |
+137 |
| May10 |
090619 |
308.50 |
309.00 |
297.00 |
297.00 |
-14.00 |
286 |
5,533 |
-32 |
| Total Volume and Open Interest |
69,315 |
195,086 |
+1,187 |
| Soybean Oil(CBOT) |
| Jul09 |
090619 |
37.03 |
37.15 |
36.35 |
36.53 |
-0.42 |
36,353 |
56,690 |
-5,000 |
| Aug09 |
090619 |
37.17 |
37.29 |
36.51 |
36.68 |
-0.43 |
12,914 |
36,423 |
-580 |
| Sep09 |
090619 |
37.41 |
37.45 |
36.67 |
36.84 |
-0.44 |
5,260 |
28,822 |
-920 |
| Oct09 |
090619 |
37.62 |
37.63 |
36.85 |
37.01 |
-0.44 |
1,569 |
14,907 |
+188 |
| Dec09 |
090619 |
37.96 |
38.00 |
37.20 |
37.38 |
-0.44 |
16,509 |
88,444 |
+2,387 |
| Jan10 |
090619 |
38.25 |
38.29 |
37.57 |
37.67 |
-0.46 |
644 |
7,391 |
+177 |
| Mar10 |
090619 |
38.55 |
38.55 |
37.87 |
37.87 |
-0.47 |
84 |
3,003 |
+49 |
| May10 |
090619 |
38.30 |
38.60 |
37.80 |
37.97 |
-0.50 |
370 |
3,775 |
+177 |
| Total Volume and Open Interest |
73,977 |
248,426 |
-3,510 |
| Canola(WCE) |
| Jul09 |
090619 |
462.9 |
469.8 |
462.9 |
466.8 |
+6.9 |
5,945 |
19,835 |
-1,819 |
| Nov09 |
090619 |
461.2 |
466.6 |
460.0 |
462.8 |
+4.7 |
11,147 |
80,479 |
+2,306 |
| Jan10 |
090619 |
468.5 |
468.5 |
467.4 |
468.0 |
+4.5 |
389 |
8,783 |
+270 |
| Mar10 |
090619 |
471.1 |
471.1 |
471.1 |
471.1 |
+4.5 |
21 |
1,456 |
-11 |
| May10 |
090619 |
472.2 |
472.2 |
472.2 |
472.2 |
+4.5 |
37 |
494 |
+10 |
| Total Volume and Open Interest |
17,539 |
111,644 |
+756 |
| Corn(CBOT) |
| Jul09 |
090619 |
403.00 |
407.50 |
398.00 |
399.25 |
-4.00 |
105,737 |
192,106 |
-28,886 |
| Sep09 |
090619 |
411.25 |
415.50 |
406.25 |
407.25 |
-4.50 |
50,676 |
242,349 |
+7,770 |
| Dec09 |
090619 |
423.25 |
428.00 |
418.25 |
419.50 |
-4.25 |
70,350 |
353,286 |
+3,192 |
| Mar10 |
090619 |
434.75 |
439.00 |
430.00 |
431.00 |
-4.25 |
4,507 |
59,050 |
+357 |
| May10 |
090619 |
443.25 |
446.00 |
439.50 |
439.50 |
-3.75 |
1,160 |
11,072 |
+198 |
| Jul10 |
090619 |
450.00 |
453.75 |
446.50 |
448.00 |
-2.25 |
1,341 |
35,635 |
+165 |
| Total Volume and Open Interest |
237,038 |
959,719 |
-16,490 |
| Wheat(CBOT) |
| Jul09 |
090619 |
561.00 |
567.75 |
552.00 |
555.25 |
-5.00 |
62,646 |
73,379 |
-12,912 |
| Sep09 |
090619 |
591.00 |
596.75 |
581.25 |
584.50 |
-4.75 |
43,343 |
124,782 |
+5,811 |
| Dec09 |
090619 |
616.25 |
623.00 |
607.50 |
610.75 |
-5.00 |
19,797 |
84,736 |
+4,850 |
| Mar10 |
090619 |
632.25 |
637.00 |
625.00 |
627.25 |
-4.75 |
2,258 |
10,269 |
-509 |
| May10 |
090619 |
640.75 |
645.50 |
636.25 |
638.25 |
-5.00 |
7 |
1,093 |
+1 |
| Total Volume and Open Interest |
129,919 |
336,576 |
-3,040 |
| Wheat(KCBT) |
| Jul09 |
090619 |
619.25 |
625.00 |
613.00 |
614.75 |
-4.25 |
8,064 |
24,831 |
-1,679 |
| Sep09 |
090619 |
629.00 |
635.25 |
624.25 |
625.25 |
-4.25 |
4,033 |
29,354 |
+913 |
| Dec09 |
090619 |
645.00 |
651.00 |
639.75 |
640.75 |
-4.25 |
3,284 |
29,748 |
-435 |
| Mar10 |
090619 |
660.00 |
662.00 |
655.00 |
656.00 |
-4.25 |
393 |
2,370 |
+129 |
| May10 |
090619 |
668.00 |
668.00 |
661.25 |
662.00 |
-3.25 |
202 |
463 |
+92 |
| Total Volume and Open Interest |
16,665 |
97,298 |
-973 |
| Wheat(MGE) |
| Jul09 |
090619 |
706.00 |
716.00 |
697.50 |
699.00 |
-7.50 |
1,702 |
4,903 |
-815 |
| Sep09 |
090619 |
703.00 |
706.25 |
695.25 |
695.75 |
-7.00 |
1,621 |
12,065 |
+147 |
| Dec09 |
090619 |
716.50 |
718.00 |
707.00 |
707.75 |
-7.00 |
559 |
8,324 |
-30 |
| Mar10 |
090619 |
722.25 |
724.50 |
718.25 |
719.50 |
-6.00 |
121 |
2,242 |
-82 |
| May10 |
090619 |
726.50 |
729.50 |
722.00 |
725.75 |
-4.50 |
101 |
606 |
-19 |
| Total Volume and Open Interest |
4,407 |
33,626 |
-1,015 |
| Oats(CBOT) |
| Jul09 |
090619 |
212.25 |
216.75 |
207.50 |
212.00 |
+0.50 |
941 |
2,871 |
-2,119 |
| Sep09 |
090619 |
225.75 |
225.75 |
217.25 |
221.50 |
+0.50 |
303 |
2,471 |
+62 |
| Dec09 |
090619 |
235.25 |
239.75 |
230.75 |
235.00 |
unch |
871 |
7,211 |
+323 |
| Mar10 |
090619 |
246.25 |
248.00 |
245.00 |
248.00 |
unch |
0 |
145 |
+0 |
| Total Volume and Open Interest |
2,115 |
12,699 |
-1,734 |
| Rough Rice(CBOT) |
| Jul09 |
090619 |
12.40 |
12.46 |
12.07 |
12.30 |
-0.09 |
411 |
1,638 |
-544 |
| Sep09 |
090619 |
12.56 |
12.62 |
12.26 |
12.39 |
-0.11 |
396 |
4,227 |
+180 |
| Nov09 |
090619 |
12.63 |
12.63 |
12.38 |
12.45 |
-0.09 |
59 |
1,961 |
-1 |
| Jan10 |
090619 |
12.65 |
12.67 |
12.65 |
12.65 |
-0.02 |
3 |
259 |
-1 |
| Total Volume and Open Interest |
889 |
8,474 |
-352 |
| Live Cattle(CME) |
| Jun09 |
090619 |
80.700 |
81.000 |
80.550 |
80.930 |
+0.145 |
951 |
7,351 |
-327 |
| Aug09 |
090619 |
81.885 |
82.350 |
81.680 |
82.135 |
+0.435 |
9,847 |
108,323 |
-122 |
| Oct09 |
090619 |
87.200 |
87.900 |
87.135 |
87.750 |
+0.570 |
5,206 |
54,756 |
+631 |
| Dec09 |
090619 |
88.500 |
89.050 |
88.500 |
88.885 |
+0.500 |
1,605 |
25,433 |
+234 |
| Feb10 |
090619 |
89.800 |
90.330 |
89.750 |
90.100 |
+0.315 |
1,178 |
10,761 |
+128 |
| Apr10 |
090619 |
91.150 |
91.550 |
91.150 |
91.450 |
+0.270 |
435 |
3,879 |
+314 |
| Total Volume and Open Interest |
20,073 |
212,120 |
+1,445 |
| Feeder Cattle(CME) |
| Aug09 |
090619 |
97.730 |
98.300 |
97.550 |
98.100 |
+0.300 |
1,291 |
15,164 |
+563 |
| Sep09 |
090619 |
97.950 |
98.300 |
97.550 |
98.250 |
+0.570 |
321 |
2,077 |
+49 |
| Oct09 |
090619 |
98.135 |
98.500 |
97.800 |
98.400 |
+0.200 |
394 |
4,410 |
+111 |
| Nov09 |
090619 |
98.450 |
98.900 |
98.200 |
98.600 |
+0.350 |
79 |
919 |
+0 |
| Jan10 |
090619 |
97.750 |
98.150 |
97.550 |
97.700 |
+0.400 |
11 |
342 |
+3 |
| Mar10 |
090619 |
97.000 |
97.500 |
96.600 |
97.250 |
+1.050 |
0 |
48 |
+0 |
| Apr10 |
090619 |
96.500 |
96.900 |
96.500 |
96.900 |
+0.650 |
7 |
20 |
+5 |
| Total Volume and Open Interest |
2,103 |
22,984 |
+731 |
| Lean Hogs(CME) |
| Jul09 |
090619 |
60.080 |
62.100 |
59.900 |
61.430 |
+1.500 |
9,225 |
18,652 |
-985 |
| Aug09 |
090619 |
59.235 |
62.150 |
59.035 |
61.800 |
+2.650 |
10,785 |
61,033 |
+2,007 |
| Oct09 |
090619 |
56.200 |
58.580 |
56.050 |
57.950 |
+1.750 |
3,803 |
27,763 |
+692 |
| Dec09 |
090619 |
58.150 |
60.150 |
58.000 |
59.930 |
+1.980 |
2,425 |
18,439 |
+874 |
| Feb10 |
090619 |
63.750 |
65.700 |
63.750 |
65.450 |
+1.225 |
608 |
3,717 |
+168 |
| Apr10 |
090619 |
67.550 |
69.550 |
67.550 |
69.000 |
+1.000 |
252 |
1,692 |
+141 |
| May10 |
090619 |
74.450 |
74.975 |
74.200 |
74.975 |
+0.725 |
50 |
160 |
+37 |
| Jun10 |
090619 |
75.300 |
77.000 |
75.250 |
76.580 |
+1.230 |
130 |
874 |
+59 |
| Total Volume and Open Interest |
27,376 |
132,753 |
+3,076 |
| Pork Bellies(CME) |
| Jul09 |
090619 |
59.500 |
61.400 |
59.500 |
60.150 |
+0.650 |
74 |
325 |
-42 |
| Aug09 |
090619 |
59.050 |
62.000 |
59.050 |
60.800 |
+1.750 |
53 |
375 |
+12 |
| Feb10 |
090619 |
90.300 |
91.000 |
90.000 |
90.300 |
unch |
4 |
101 |
+1 |
| Mar10 |
090619 |
89.400 |
89.400 |
89.400 |
89.400 |
-0.350 |
0 |
41 |
+0 |
| May10 |
090619 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
131 |
842 |
-29 |
| Class III Milk(CME) |
| Jun09 |
090619 |
9.92 |
9.98 |
9.89 |
9.93 |
+0.04 |
277 |
5,060 |
+128 |
| Jul09 |
090619 |
10.08 |
10.13 |
9.99 |
10.01 |
-0.12 |
168 |
4,006 |
-37 |
| Aug09 |
090619 |
10.55 |
10.62 |
10.50 |
10.55 |
-0.07 |
316 |
3,803 |
+91 |
| Sep09 |
090619 |
11.71 |
11.71 |
11.36 |
11.50 |
-0.29 |
206 |
3,351 |
+21 |
| Oct09 |
090619 |
12.82 |
12.85 |
12.40 |
12.45 |
-0.45 |
148 |
3,049 |
+70 |
| Total Volume and Open Interest |
1,502 |
28,021 |
+468 |
| Cocoa(ICE) |
| Jul09 |
090619 |
2530 |
2536 |
2500 |
2505 |
-33 |
619 |
603 |
-370 |
| Sep09 |
090619 |
2543 |
2566 |
2513 |
2520 |
-36 |
9,465 |
57,835 |
-1,409 |
| Dec09 |
090619 |
2568 |
2586 |
2536 |
2542 |
-36 |
1,516 |
27,064 |
+339 |
| Mar10 |
090619 |
2577 |
2593 |
2545 |
2549 |
-36 |
816 |
14,616 |
+348 |
| May10 |
090619 |
2554 |
2554 |
2554 |
2554 |
-33 |
39 |
3,564 |
+24 |
| Jul10 |
090619 |
2560 |
2560 |
2560 |
2560 |
-30 |
25 |
3,570 |
-2 |
| Sep10 |
090619 |
2561 |
2561 |
2561 |
2561 |
-29 |
50 |
2,238 |
+3 |
| Total Volume and Open Interest |
12,533 |
113,506 |
-1,067 |
| Coffee "C"(ICE) |
| Jul09 |
090619 |
120.20 |
120.60 |
116.55 |
116.70 |
-3.75 |
7,465 |
12,898 |
-2,683 |
| Sep09 |
090619 |
123.00 |
123.20 |
118.90 |
119.70 |
-3.15 |
14,630 |
69,584 |
+1,442 |
| Dec09 |
090619 |
126.00 |
126.00 |
121.75 |
122.55 |
-3.10 |
2,398 |
22,855 |
-424 |
| Mar10 |
090619 |
128.70 |
128.70 |
124.55 |
125.25 |
-3.10 |
562 |
12,137 |
-212 |
| May10 |
090619 |
128.75 |
129.30 |
126.75 |
127.15 |
-3.15 |
11 |
3,161 |
+0 |
| Jul10 |
090619 |
129.00 |
129.00 |
128.95 |
128.95 |
-3.10 |
2 |
1,256 |
+2 |
| Total Volume and Open Interest |
25,088 |
124,309 |
-1,862 |
| Orange Juice(ICE) |
| Jul09 |
090619 |
77.90 |
79.20 |
76.95 |
77.30 |
-0.60 |
1,409 |
7,454 |
-331 |
| Sep09 |
090619 |
81.50 |
82.10 |
79.95 |
80.40 |
-0.85 |
1,205 |
17,350 |
+378 |
| Nov09 |
090619 |
85.25 |
85.45 |
83.25 |
83.70 |
-0.90 |
137 |
3,979 |
+111 |
| Jan10 |
090619 |
88.40 |
88.40 |
86.75 |
87.00 |
-0.90 |
99 |
886 |
+63 |
| Mar10 |
090619 |
90.10 |
90.30 |
90.10 |
90.30 |
-0.90 |
73 |
728 |
+62 |
| May10 |
090619 |
93.55 |
93.55 |
93.55 |
93.55 |
-0.75 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
2,923 |
30,714 |
+283 |
| Sugar #11(ICE) |
| Jul09 |
090619 |
14.89 |
15.03 |
14.88 |
15.00 |
+0.13 |
32,344 |
124,610 |
-6,787 |
| Oct09 |
090619 |
15.90 |
16.10 |
15.86 |
16.07 |
+0.23 |
45,708 |
284,214 |
+836 |
| Mar10 |
090619 |
16.87 |
17.07 |
16.87 |
17.04 |
+0.20 |
12,925 |
143,302 |
+2,479 |
| May10 |
090619 |
16.68 |
16.82 |
16.68 |
16.82 |
+0.19 |
2,072 |
34,145 |
+238 |
| Jul10 |
090619 |
16.47 |
16.58 |
16.45 |
16.58 |
+0.20 |
4,943 |
66,509 |
+157 |
| Total Volume and Open Interest |
101,289 |
758,602 |
-3,031 |
| Sugar #14(ICE) |
| Sep09 |
090619 |
22.30 |
22.45 |
22.25 |
22.45 |
unch |
25 |
2,540 |
+0 |
| Total Volume and Open Interest |
25 |
2,540 |
+0 |
| London Cocoa(LCE) |
| Jul09 |
090619 |
1621 |
1627 |
1566 |
1570 |
-49 |
3,046 |
48,293 |
-926 |
| Sep09 |
090619 |
1638 |
1649 |
1598 |
1601 |
-36 |
6,147 |
41,390 |
-130 |
| Dec09 |
090619 |
1646 |
1646 |
1604 |
1607 |
-29 |
2,963 |
29,329 |
+341 |
| Mar10 |
090619 |
1632 |
1639 |
1599 |
1603 |
-29 |
1,757 |
26,158 |
+221 |
| May10 |
090619 |
1632 |
1635 |
1599 |
1601 |
-31 |
180 |
14,138 |
+47 |
| Jul10 |
090619 |
1600 |
1601 |
1598 |
1601 |
-27 |
7 |
4,303 |
+2 |
| Sep10 |
090619 |
1596 |
1599 |
1594 |
1599 |
-27 |
6 |
2,453 |
+2 |
| Total Volume and Open Interest |
14,106 |
169,102 |
-443 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090619 |
429.80 |
429.80 |
425.50 |
426.10 |
-2.20 |
2,386 |
32,489 |
-159 |
| Oct09 |
090619 |
439.20 |
439.90 |
436.30 |
436.90 |
-0.90 |
1,219 |
29,586 |
-192 |
| Dec09 |
090619 |
444.80 |
445.50 |
444.00 |
444.10 |
-0.80 |
170 |
8,386 |
+20 |
| Mar10 |
090619 |
449.00 |
451.50 |
449.00 |
451.10 |
+0.60 |
327 |
8,777 |
-184 |
| May10 |
090619 |
448.70 |
448.70 |
448.70 |
448.70 |
+0.50 |
15 |
1,395 |
+15 |
| Total Volume and Open Interest |
4,117 |
82,886 |
-500 |
| Cotton(ICE) |
| Jul09 |
090619 |
53.83 |
53.83 |
51.53 |
51.56 |
-2.31 |
7,564 |
12,464 |
-6,896 |
| Oct09 |
090619 |
55.97 |
56.87 |
54.15 |
54.25 |
-2.64 |
578 |
2,221 |
+246 |
| Dec09 |
090619 |
58.67 |
59.24 |
56.23 |
56.38 |
-2.76 |
7,945 |
84,753 |
+3,091 |
| Mar10 |
090619 |
61.40 |
61.40 |
59.00 |
59.00 |
-2.77 |
255 |
10,670 |
+100 |
| May10 |
090619 |
61.65 |
61.65 |
60.22 |
60.22 |
-2.79 |
92 |
615 |
+78 |
| Jul10 |
090619 |
61.47 |
61.47 |
61.47 |
61.47 |
-2.70 |
4 |
1,738 |
+0 |
| Total Volume and Open Interest |
16,442 |
114,540 |
-3,377 |
| Lumber(CME) |
| Jul09 |
090619 |
213.0 |
215.7 |
209.5 |
214.6 |
+2.6 |
642 |
1,996 |
-162 |
| Sep09 |
090619 |
230.7 |
234.7 |
227.7 |
233.0 |
+3.4 |
524 |
5,376 |
+171 |
| Nov09 |
090619 |
221.9 |
227.9 |
220.3 |
227.9 |
+3.5 |
177 |
1,096 |
+31 |
| Jan10 |
090619 |
238.5 |
248.0 |
238.0 |
246.6 |
+5.1 |
174 |
670 |
+67 |
| Total Volume and Open Interest |
1,517 |
9,184 |
+107 |
| Crude Oil(NYM) |
| Jul09 |
090619 |
71.35 |
72.30 |
68.90 |
69.55 |
-1.82 |
265,584 |
75,657 |
-26,621 |
| Aug09 |
090619 |
71.88 |
72.85 |
69.40 |
70.02 |
-1.89 |
148,107 |
266,489 |
+8,396 |
| Sep09 |
090619 |
72.74 |
73.61 |
70.29 |
70.88 |
-1.81 |
53,560 |
132,227 |
+6,216 |
| Oct09 |
090619 |
73.55 |
74.27 |
71.07 |
71.64 |
-1.73 |
16,585 |
44,779 |
-287 |
| Nov09 |
090619 |
74.55 |
74.55 |
71.86 |
72.33 |
-1.64 |
8,991 |
26,820 |
-545 |
| Dec09 |
090619 |
74.62 |
75.36 |
72.28 |
72.89 |
-1.58 |
29,660 |
150,741 |
-2,433 |
| Jan10 |
090619 |
75.25 |
75.25 |
73.25 |
73.32 |
-1.55 |
6,047 |
25,984 |
+2,555 |
| Feb10 |
090619 |
75.35 |
75.35 |
73.68 |
73.68 |
-1.53 |
4,918 |
18,971 |
+575 |
| Mar10 |
090619 |
75.81 |
75.81 |
73.99 |
74.04 |
-1.51 |
3,262 |
17,780 |
-198 |
| Apr10 |
090619 |
74.41 |
74.41 |
74.41 |
74.41 |
-1.48 |
3,600 |
8,949 |
+420 |
| May10 |
090619 |
76.39 |
76.39 |
74.79 |
74.79 |
-1.46 |
1,056 |
9,084 |
+51 |
| Jun10 |
090619 |
76.79 |
76.80 |
74.85 |
75.17 |
-1.44 |
4,506 |
44,658 |
+313 |
| Jul10 |
090619 |
77.19 |
77.19 |
75.12 |
75.50 |
-1.42 |
2,106 |
37,967 |
-455 |
| Aug10 |
090619 |
75.80 |
75.80 |
75.80 |
75.80 |
-1.37 |
653 |
5,600 |
-491 |
| Sep10 |
090619 |
76.10 |
76.10 |
76.10 |
76.10 |
-1.33 |
582 |
8,866 |
+97 |
| Oct10 |
090619 |
76.40 |
76.40 |
76.40 |
76.40 |
-1.29 |
517 |
4,441 |
-136 |
| Total Volume and Open Interest |
572,219 |
1,184,974 |
-13,208 |
| 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 |
090619 |
72.000 |
72.850 |
69.400 |
70.025 |
-1.875 |
3,492 |
1,558 |
+24 |
| Sep09 |
090619 |
72.700 |
73.525 |
70.325 |
70.875 |
-1.825 |
187 |
235 |
+41 |
| Oct09 |
090619 |
73.175 |
74.000 |
71.300 |
71.650 |
-1.725 |
2 |
65 |
+0 |
| Nov09 |
090619 |
72.325 |
72.325 |
72.325 |
72.325 |
-1.650 |
4 |
22 |
-1 |
| Dec09 |
090619 |
75.100 |
75.100 |
72.800 |
72.900 |
-1.575 |
19 |
105 |
+12 |
| Jan10 |
090619 |
73.325 |
73.325 |
73.325 |
73.325 |
-1.550 |
|
|
|
| Feb10 |
090619 |
73.675 |
73.675 |
73.675 |
73.675 |
-1.525 |
|
|
|
| Mar10 |
090619 |
74.050 |
74.050 |
74.050 |
74.050 |
-1.500 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,082 |
5,808 |
-557 |
| Heating Oil(NYM) |
| Jul09 |
090619 |
184.15 |
185.90 |
177.36 |
178.67 |
-5.03 |
33,751 |
40,309 |
-1,424 |
| Aug09 |
090619 |
188.05 |
189.50 |
181.35 |
182.63 |
-4.82 |
18,604 |
48,477 |
+2,521 |
| Sep09 |
090619 |
191.79 |
193.10 |
185.45 |
186.65 |
-4.75 |
8,591 |
34,301 |
+320 |
| Oct09 |
090619 |
196.10 |
196.50 |
189.05 |
190.35 |
-4.64 |
3,740 |
22,874 |
+837 |
| Nov09 |
090619 |
199.00 |
199.39 |
192.75 |
193.35 |
-4.54 |
2,642 |
14,987 |
+623 |
| Dec09 |
090619 |
200.85 |
202.36 |
195.00 |
196.23 |
-4.47 |
5,404 |
33,494 |
-655 |
| Jan10 |
090619 |
204.75 |
204.75 |
199.13 |
199.13 |
-4.42 |
1,592 |
14,967 |
+76 |
| Feb10 |
090619 |
206.50 |
206.50 |
200.93 |
200.93 |
-4.37 |
623 |
9,408 |
-3 |
| Mar10 |
090619 |
207.20 |
207.20 |
201.73 |
201.73 |
-4.32 |
551 |
6,935 |
-19 |
| Apr10 |
090619 |
207.75 |
207.75 |
201.88 |
201.88 |
-4.27 |
275 |
5,192 |
+5 |
| May10 |
090619 |
205.00 |
205.00 |
202.43 |
202.43 |
-4.22 |
247 |
5,697 |
+23 |
| Jun10 |
090619 |
208.87 |
208.87 |
203.18 |
203.18 |
-4.27 |
233 |
15,435 |
-29 |
| Total Volume and Open Interest |
77,233 |
289,492 |
+2,500 |
| Gasoline(NYMEX) |
| Jul09 |
090619 |
202.00 |
203.75 |
191.63 |
192.44 |
-10.51 |
49,741 |
46,453 |
-7,121 |
| Aug09 |
090619 |
199.90 |
201.85 |
190.71 |
191.72 |
-9.06 |
34,887 |
69,458 |
+535 |
| Sep09 |
090619 |
199.05 |
200.05 |
189.71 |
190.67 |
-8.37 |
19,295 |
43,250 |
+466 |
| Oct09 |
090619 |
188.01 |
188.30 |
178.64 |
179.70 |
-7.42 |
7,923 |
20,495 |
-946 |
| Nov09 |
090619 |
186.60 |
186.80 |
177.62 |
178.32 |
-7.04 |
5,105 |
9,056 |
+488 |
| Dec09 |
090619 |
187.05 |
187.17 |
178.14 |
178.92 |
-6.67 |
6,053 |
12,559 |
-99 |
| Jan10 |
090619 |
189.00 |
189.00 |
181.12 |
181.12 |
-6.47 |
1,232 |
4,400 |
+34 |
| Feb10 |
090619 |
183.52 |
183.52 |
183.52 |
183.52 |
-6.22 |
690 |
1,998 |
+50 |
| Mar10 |
090619 |
193.80 |
193.80 |
186.22 |
186.22 |
-6.07 |
452 |
2,148 |
-51 |
| Apr10 |
090619 |
200.07 |
200.07 |
200.00 |
200.02 |
-5.92 |
213 |
2,686 |
+66 |
| Total Volume and Open Interest |
125,782 |
220,771 |
-6,551 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090619 |
2.03 |
2.03 |
2.03 |
1.92 |
-0.11 |
0 |
1 |
+0 |
| Aug09 |
090619 |
200.50 |
200.50 |
191.72 |
191.72 |
-9.06 |
|
|
|
| Sep09 |
090619 |
190.67 |
190.67 |
190.67 |
190.67 |
-8.37 |
|
|
|
| Oct09 |
090619 |
179.70 |
179.70 |
179.70 |
179.70 |
-7.42 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090619 |
4.080 |
4.159 |
4.014 |
4.032 |
-0.061 |
117,637 |
60,275 |
-3,760 |
| Aug09 |
090619 |
4.253 |
4.341 |
4.174 |
4.193 |
-0.085 |
67,118 |
98,792 |
+2,867 |
| Sep09 |
090619 |
4.421 |
4.475 |
4.300 |
4.317 |
-0.097 |
21,298 |
85,231 |
+343 |
| Oct09 |
090619 |
4.653 |
4.670 |
4.495 |
4.514 |
-0.100 |
18,964 |
76,422 |
-2,985 |
| Nov09 |
090619 |
5.324 |
5.324 |
5.145 |
5.151 |
-0.115 |
6,875 |
32,212 |
-275 |
| Dec09 |
090619 |
5.980 |
6.000 |
5.787 |
5.812 |
-0.132 |
4,211 |
42,105 |
-111 |
| Jan10 |
090619 |
6.256 |
6.294 |
6.087 |
6.109 |
-0.133 |
4,493 |
35,801 |
-263 |
| Feb10 |
090619 |
6.280 |
6.295 |
6.120 |
6.136 |
-0.131 |
533 |
19,423 |
+157 |
| Mar10 |
090619 |
6.220 |
6.229 |
6.055 |
6.069 |
-0.128 |
1,487 |
37,151 |
+253 |
| Apr10 |
090619 |
6.118 |
6.118 |
5.911 |
5.939 |
-0.123 |
1,724 |
35,398 |
-340 |
| May10 |
090619 |
6.129 |
6.129 |
5.979 |
5.979 |
-0.123 |
264 |
15,252 |
-90 |
| Jun10 |
090619 |
6.240 |
6.240 |
6.067 |
6.074 |
-0.125 |
177 |
8,864 |
+14 |
| Jul10 |
090619 |
6.325 |
6.350 |
6.184 |
6.184 |
-0.123 |
62 |
8,040 |
+5 |
| Aug10 |
090619 |
6.423 |
6.423 |
6.262 |
6.271 |
-0.123 |
542 |
9,628 |
+497 |
| Sep10 |
090619 |
6.467 |
6.486 |
6.317 |
6.326 |
-0.121 |
123 |
6,796 |
-80 |
| Oct10 |
090619 |
6.560 |
6.580 |
6.427 |
6.436 |
-0.121 |
396 |
16,138 |
+15 |
| Total Volume and Open Interest |
246,502 |
717,087 |
-3,341 |
| Brent Crude Oil(ICE) |
| Aug09 |
090619 |
71.37 |
71.96 |
68.63 |
69.19 |
-1.87 |
107,402 |
176,014 |
+3,082 |
| Sep09 |
090619 |
71.91 |
72.63 |
69.39 |
69.92 |
-1.86 |
45,372 |
113,659 |
-1,600 |
| Oct09 |
090619 |
72.52 |
73.25 |
70.09 |
70.62 |
-1.83 |
21,846 |
56,344 |
-353 |
| Nov09 |
090619 |
73.53 |
73.94 |
70.85 |
71.38 |
-1.78 |
11,919 |
22,840 |
-184 |
| Dec09 |
090619 |
74.39 |
74.56 |
71.53 |
72.07 |
-1.72 |
20,464 |
85,849 |
+903 |
| Jan10 |
090619 |
74.52 |
74.97 |
72.16 |
72.63 |
-1.70 |
5,372 |
23,232 |
+935 |
| Feb10 |
090619 |
74.96 |
75.42 |
72.64 |
73.11 |
-1.67 |
1,988 |
14,459 |
-16 |
| Mar10 |
090619 |
75.28 |
75.28 |
73.11 |
73.59 |
-1.63 |
886 |
9,107 |
+50 |
| Apr10 |
090619 |
75.66 |
75.66 |
74.07 |
74.07 |
-1.58 |
476 |
5,184 |
+119 |
| May10 |
090619 |
75.90 |
75.90 |
74.51 |
74.51 |
-1.51 |
269 |
4,465 |
+13 |
| Jun10 |
090619 |
76.55 |
77.05 |
74.91 |
74.91 |
-1.46 |
765 |
29,742 |
+259 |
| Jul10 |
090619 |
76.53 |
76.53 |
75.28 |
75.28 |
-1.43 |
28 |
8,836 |
+15 |
| Aug10 |
090619 |
75.60 |
75.60 |
75.60 |
75.60 |
-1.39 |
27 |
5,932 |
+15 |
| Sep10 |
090619 |
75.50 |
75.90 |
75.50 |
75.90 |
-1.35 |
17 |
2,418 |
+11 |
| Total Volume and Open Interest |
225,483 |
699,626 |
+7,881 |
| Gas Oil(ICE) |
| Jul09 |
090619 |
583.25 |
588.00 |
562.50 |
583.25 |
-1.75 |
43,741 |
113,219 |
+508 |
| Aug09 |
090619 |
595.75 |
599.50 |
574.00 |
594.50 |
-1.75 |
42,862 |
71,283 |
+3,406 |
| Sep09 |
090619 |
605.75 |
610.25 |
584.75 |
605.25 |
-1.50 |
14,836 |
48,936 |
+1,884 |
| Oct09 |
090619 |
617.50 |
619.50 |
595.25 |
615.25 |
-0.75 |
6,424 |
33,661 |
+757 |
| Nov09 |
090619 |
626.75 |
628.75 |
608.00 |
624.25 |
-0.75 |
4,782 |
21,437 |
+804 |
| Dec09 |
090619 |
634.75 |
637.50 |
613.00 |
632.50 |
-0.50 |
11,103 |
63,237 |
+2,530 |
| Jan10 |
090619 |
643.25 |
644.75 |
625.00 |
641.25 |
-0.25 |
2,588 |
28,412 |
+81 |
| Feb10 |
090619 |
650.00 |
651.25 |
646.00 |
648.00 |
unch |
1,553 |
13,573 |
+557 |
| Mar10 |
090619 |
657.00 |
657.00 |
652.00 |
654.00 |
unch |
678 |
16,091 |
+57 |
| Apr10 |
090619 |
662.50 |
662.50 |
660.00 |
660.00 |
+0.25 |
495 |
8,265 |
-80 |
| Total Volume and Open Interest |
132,821 |
515,514 |
+11,301 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090619 |
1.725 |
1.730 |
1.703 |
1.708 |
-0.005 |
47 |
590 |
-9 |
| Aug09 |
090619 |
1.711 |
1.711 |
1.688 |
1.696 |
-0.009 |
6 |
489 |
+1 |
| Sep09 |
090619 |
1.695 |
1.700 |
1.680 |
1.693 |
-0.007 |
36 |
348 |
+17 |
| Oct09 |
090619 |
1.710 |
1.710 |
1.680 |
1.685 |
-0.005 |
34 |
275 |
+1 |
| Nov09 |
090619 |
1.710 |
1.710 |
1.670 |
1.670 |
-0.020 |
7 |
334 |
-4 |
| Dec09 |
090619 |
1.710 |
1.710 |
1.670 |
1.680 |
-0.010 |
7 |
434 |
+0 |
| Jan10 |
090619 |
1.690 |
1.695 |
1.690 |
1.691 |
-0.014 |
30 |
410 |
+5 |
| Total Volume and Open Interest |
263 |
4,158 |
+19 |
| US Dollar Index(ICE) |
| Sep09 |
090619 |
80.950 |
81.125 |
80.310 |
80.630 |
-0.380 |
4,911 |
17,988 |
-422 |
| Dec09 |
090619 |
81.010 |
81.010 |
81.010 |
81.010 |
-0.380 |
0 |
2,060 |
+0 |
| Mar10 |
090619 |
81.200 |
81.200 |
81.200 |
81.200 |
-0.310 |
|
|
|
| Total Volume and Open Interest |
4,911 |
20,048 |
-422 |
| Australian Dollar(CME) |
| Sep09 |
090619 |
79.48 |
80.68 |
79.34 |
80.10 |
+0.56 |
75,842 |
72,823 |
-137 |
| Dec09 |
090619 |
79.60 |
80.14 |
78.93 |
79.60 |
+0.57 |
8 |
241 |
+1 |
| Mar10 |
090619 |
79.09 |
79.09 |
78.56 |
79.09 |
+0.53 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
75,850 |
73,080 |
-136 |
| British Pound(CME) |
| Sep09 |
090619 |
163.38 |
165.61 |
163.02 |
165.13 |
+1.65 |
114,790 |
80,627 |
-501 |
| Dec09 |
090619 |
163.25 |
165.54 |
163.08 |
165.09 |
+1.64 |
52 |
245 |
+18 |
| Mar10 |
090619 |
165.10 |
165.26 |
163.21 |
165.10 |
+1.63 |
|
|
|
| Total Volume and Open Interest |
114,842 |
80,874 |
-483 |
| Canadian Dollar(CME) |
| Sep09 |
090619 |
88.33 |
88.93 |
88.03 |
88.19 |
-0.11 |
65,228 |
71,079 |
+481 |
| Dec09 |
090619 |
88.30 |
88.96 |
88.15 |
88.26 |
-0.11 |
51 |
2,083 |
-5 |
| Mar10 |
090619 |
88.36 |
89.04 |
88.31 |
88.36 |
-0.12 |
7 |
470 |
+1 |
| Jun10 |
090619 |
88.46 |
89.15 |
88.43 |
88.46 |
-0.14 |
3 |
95 |
+3 |
| Total Volume and Open Interest |
65,289 |
73,861 |
+480 |
| Japanese Yen(CME) |
| Sep09 |
090619 |
103.70 |
104.28 |
102.99 |
104.02 |
+0.43 |
85,180 |
64,947 |
+2,120 |
| Dec09 |
090619 |
104.17 |
104.40 |
103.19 |
104.17 |
+0.42 |
72 |
156 |
+15 |
| Mar10 |
090619 |
104.43 |
104.43 |
103.61 |
104.43 |
+0.41 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
85,252 |
65,118 |
+2,135 |
| Swiss Franc(CME) |
| Sep09 |
090619 |
92.24 |
93.00 |
91.91 |
92.72 |
+0.53 |
42,817 |
31,795 |
+1,375 |
| Dec09 |
090619 |
92.87 |
93.14 |
92.11 |
92.87 |
+0.53 |
3 |
36 |
+3 |
| Mar10 |
090619 |
93.10 |
93.10 |
92.49 |
93.10 |
+0.53 |
|
|
|
| Total Volume and Open Interest |
42,820 |
31,831 |
+1,378 |
| EuroFX(CME) |
| Sep09 |
090619 |
138.96 |
140.07 |
138.75 |
139.48 |
+0.56 |
209,080 |
108,507 |
+2,779 |
| Dec09 |
090619 |
139.16 |
140.02 |
138.78 |
139.47 |
+0.56 |
66 |
405 |
+10 |
| Mar10 |
090619 |
139.50 |
139.78 |
138.94 |
139.50 |
+0.56 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
209,146 |
109,236 |
+2,789 |
| Mexican Peso(CME) |
| Jul09 |
090619 |
748.0 |
748.0 |
746.2 |
748.0 |
+1.8 |
|
|
|
| Aug09 |
090619 |
744.0 |
744.0 |
742.2 |
744.0 |
+1.8 |
|
|
|
| Total Volume and Open Interest |
7,979 |
38,482 |
-195 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090619 |
115~240 |
116~095 |
115~105 |
116~000 |
+0~105 |
6,226 |
4,739 |
-2,392 |
| Sep09 |
090619 |
114~080 |
115~030 |
113~220 |
114~275 |
+0~220 |
223,080 |
692,614 |
+5,223 |
| Dec09 |
090619 |
113~060 |
113~170 |
112~270 |
113~170 |
+0~220 |
66 |
346 |
+32 |
| Total Volume and Open Interest |
229,373 |
697,753 |
+2,864 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090619 |
115~140 |
116~035 |
115~110 |
116~010 |
+0~120 |
10,063 |
20,592 |
-5,370 |
| Sep09 |
090619 |
114~010 |
114~170 |
113~190 |
114~120 |
+0~115 |
844,828 |
1,050,298 |
-11,586 |
| Dec09 |
090619 |
112~140 |
112~300 |
112~140 |
112~300 |
+0~085 |
3 |
12 |
+2 |
| Total Volume and Open Interest |
854,894 |
1,070,902 |
-16,954 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090619 |
114~031 |
114~063 |
114~031 |
114~063 |
+0~025 |
3,611 |
26,889 |
-1,385 |
| Sep09 |
090619 |
113~030 |
113~065 |
113~004 |
113~053 |
+0~027 |
387,602 |
769,859 |
+8,605 |
| Dec09 |
090619 |
112~009 |
112~009 |
111~110 |
112~009 |
+0~027 |
0 |
500 |
+0 |
| Total Volume and Open Interest |
391,213 |
797,248 |
+7,220 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090619 |
108~080 |
108~063 |
108~051 |
108~063 |
+0~008 |
695 |
4,174 |
-1,604 |
| Sep09 |
090619 |
107~084 |
107~094 |
107~073 |
107~091 |
+0~007 |
161,063 |
519,074 |
-8,370 |
| Dec09 |
090619 |
107~032 |
107~032 |
107~025 |
107~032 |
+0~007 |
|
|
|
| Total Volume and Open Interest |
163,694 |
523,248 |
-9,974 |
| Eurodollars(CME) |
| Sep09 |
090619 |
99.185 |
99.230 |
99.175 |
99.215 |
+0.040 |
211,253 |
1,054,904 |
+10,460 |
| Dec09 |
090619 |
98.855 |
98.955 |
98.840 |
98.935 |
+0.095 |
215,213 |
894,440 |
+17,217 |
| Mar10 |
090619 |
98.545 |
98.660 |
98.515 |
98.630 |
+0.105 |
234,145 |
739,497 |
+7,974 |
| Jun10 |
090619 |
98.155 |
98.255 |
98.125 |
98.225 |
+0.085 |
247,366 |
542,920 |
+8,217 |
| Sep10 |
090619 |
97.770 |
97.850 |
97.725 |
97.820 |
+0.060 |
281,033 |
445,330 |
-20,737 |
| Dec10 |
090619 |
97.380 |
97.440 |
97.310 |
97.410 |
+0.050 |
205,412 |
582,386 |
-154 |
| Mar11 |
090619 |
97.015 |
97.085 |
96.955 |
97.055 |
+0.040 |
158,138 |
325,236 |
-4,736 |
| Jun11 |
090619 |
96.660 |
96.730 |
96.595 |
96.700 |
+0.040 |
118,222 |
298,334 |
-2,721 |
| Sep11 |
090619 |
96.395 |
96.415 |
96.275 |
96.385 |
+0.040 |
61,196 |
231,023 |
-2,656 |
| Dec11 |
090619 |
96.085 |
96.120 |
95.970 |
96.095 |
+0.045 |
56,945 |
147,469 |
+1,225 |
| Mar12 |
090619 |
95.815 |
95.925 |
95.765 |
95.895 |
+0.050 |
46,378 |
109,425 |
+1,274 |
| Jun12 |
090619 |
95.675 |
95.755 |
95.575 |
95.710 |
+0.050 |
36,678 |
108,499 |
+39 |
| Sep12 |
090619 |
95.515 |
95.605 |
95.415 |
95.555 |
+0.050 |
14,079 |
67,638 |
-375 |
| Dec12 |
090619 |
95.325 |
95.455 |
95.260 |
95.400 |
+0.050 |
12,523 |
56,632 |
+1,157 |
| Mar13 |
090619 |
95.255 |
95.365 |
95.165 |
95.305 |
+0.050 |
13,396 |
62,650 |
+1,056 |
| Jun13 |
090619 |
95.140 |
95.250 |
95.045 |
95.190 |
+0.050 |
10,536 |
29,310 |
+30 |
| Sep13 |
090619 |
95.035 |
95.140 |
94.940 |
95.090 |
+0.050 |
7,849 |
40,027 |
-72 |
| Dec13 |
090619 |
94.930 |
95.025 |
94.815 |
94.975 |
+0.050 |
7,196 |
28,410 |
-1,264 |
| Total Volume and Open Interest |
1,978,159 |
5,986,324 |
+15,624 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090619 |
99.780 |
99.783 |
99.775 |
99.780 |
-0.003 |
3,425 |
58,160 |
+31 |
| Jul09 |
090619 |
99.780 |
99.785 |
99.775 |
99.780 |
-0.005 |
2,288 |
46,260 |
-561 |
| Aug09 |
090619 |
99.765 |
99.770 |
99.755 |
99.765 |
unch |
5,712 |
41,499 |
+308 |
| Sep09 |
090619 |
99.740 |
99.740 |
99.725 |
99.735 |
unch |
7,780 |
31,649 |
+1,283 |
| Oct09 |
090619 |
99.715 |
99.725 |
99.700 |
99.715 |
+0.005 |
5,298 |
30,118 |
+202 |
| Nov09 |
090619 |
99.665 |
99.680 |
99.645 |
99.670 |
+0.010 |
4,977 |
54,909 |
+226 |
| Total Volume and Open Interest |
64,078 |
408,975 |
+4,642 |
| 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 |
090619 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090619 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Mar10 |
090619 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Jun10 |
090619 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Sep10 |
090619 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
| Dec10 |
090619 |
99.37 |
99.38 |
99.37 |
99.38 |
+0.01 |
|
|
|
| Mar11 |
090619 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090619 |
99.22 |
99.23 |
99.22 |
99.23 |
+0.01 |
|
|
|
| Sep11 |
090619 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Dec11 |
090619 |
99.03 |
99.03 |
99.03 |
99.03 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090619 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
1,671 |
9,210 |
+912 |
| Dec09 |
090619 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
0 |
3,005 |
+0 |
| Mar10 |
090619 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
2,497 |
-15 |
| Jun10 |
090619 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
16 |
1,023 |
+0 |
| Sep10 |
090619 |
99.41 |
99.41 |
99.41 |
99.41 |
0.00 |
0 |
281 |
+0 |
| Dec10 |
090619 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
0 |
252 |
+0 |
| Mar11 |
090619 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
0 |
412 |
+0 |
| Jun11 |
090619 |
99.22 |
99.22 |
99.22 |
99.22 |
0.00 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
1,687 |
18,327 |
+72 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090619 |
136.54 |
136.95 |
136.54 |
136.95 |
+0.20 |
2,381 |
17,305 |
+526 |
| Dec09 |
090619 |
136.56 |
136.56 |
136.56 |
136.56 |
+0.20 |
|
|
|
| Mar10 |
090619 |
136.33 |
136.33 |
136.33 |
136.33 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
2,381 |
16,606 |
-699 |
| Euro-Bund(EUREX) |
| Sep09 |
090619 |
119.24 |
119.85 |
118.78 |
119.69 |
+0.41 |
634,234 |
854,359 |
-14,134 |
| Dec09 |
090619 |
117.54 |
118.56 |
117.54 |
118.39 |
+0.42 |
11 |
53 |
-17 |
| Mar10 |
090619 |
118.21 |
118.21 |
118.21 |
118.21 |
+0.53 |
|
|
|
| Total Volume and Open Interest |
634,245 |
854,412 |
-14,151 |
| Euro-Bobl(EUREX) |
| Sep09 |
090617 |
114.38 |
114.73 |
114.33 |
114.65 |
+0.35 |
289,822 |
633,670 |
+6,772 |
| Dec09 |
090619 |
113.03 |
113.68 |
113.03 |
113.51 |
+0.45 |
5 |
78 |
+3 |
| Mar10 |
090619 |
113.16 |
113.16 |
113.16 |
113.16 |
+0.36 |
|
|
|
| Total Volume and Open Interest |
342,640 |
642,652 |
+2,600 |
| 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 |
090619 |
98.730 |
98.780 |
98.730 |
98.780 |
+0.050 |
62 |
4,827 |
-50 |
| Total Volume and Open Interest |
1,951 |
31,606 |
+885 |
| Long Gilt(LIFFE) |
| Jun09 |
090619 |
118~01 |
118~20 |
118~01 |
118~17 |
+0~10 |
663 |
38,980 |
+151 |
| Sep09 |
090619 |
116~11 |
117~02 |
116~02 |
116~29 |
+0~08 |
112,326 |
219,204 |
+2,126 |
| Total Volume and Open Interest |
112,989 |
258,184 |
+2,277 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090619 |
98.72 |
98.77 |
98.71 |
98.75 |
-0.01 |
49,858 |
260,125 |
-3,347 |
| Dec09 |
090619 |
98.48 |
98.57 |
98.47 |
98.55 |
+0.02 |
53,605 |
250,940 |
+508 |
| Mar10 |
090619 |
98.19 |
98.29 |
98.19 |
98.27 |
+0.01 |
72,320 |
354,095 |
+2,722 |
| Jun10 |
090619 |
97.71 |
97.82 |
97.69 |
97.80 |
unch |
110,768 |
273,430 |
-8,790 |
| Sep10 |
090619 |
97.24 |
97.34 |
97.20 |
97.31 |
-0.01 |
56,440 |
242,249 |
-640 |
| Dec10 |
090619 |
96.75 |
96.83 |
96.71 |
96.81 |
-0.01 |
41,400 |
179,113 |
+7,945 |
| Total Volume and Open Interest |
463,416 |
1,899,991 |
-254,441 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090619 |
98.840 |
98.870 |
98.840 |
98.870 |
+0.010 |
121,344 |
642,141 |
+20,999 |
| Dec09 |
090619 |
98.715 |
98.780 |
98.710 |
98.780 |
+0.050 |
117,078 |
512,134 |
+6,565 |
| Mar10 |
090619 |
98.530 |
98.630 |
98.525 |
98.625 |
+0.065 |
119,106 |
485,010 |
+1,726 |
| Total Volume and Open Interest |
818,201 |
3,036,578 |
+49,534 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090619 |
96.79 |
96.80 |
96.68 |
96.71 |
-0.09 |
16,248 |
286,305 |
-8,256 |
| Dec09 |
090619 |
96.62 |
96.63 |
96.48 |
96.50 |
-0.13 |
14,550 |
185,414 |
-1,078 |
| Mar10 |
090619 |
96.26 |
96.28 |
96.11 |
96.13 |
-0.15 |
10,424 |
109,798 |
+769 |
| Jun10 |
090619 |
95.80 |
95.82 |
95.61 |
95.65 |
-0.17 |
4,443 |
76,608 |
-1,703 |
| Sep10 |
090619 |
95.34 |
95.38 |
95.14 |
95.18 |
-0.20 |
3,049 |
46,326 |
-379 |
| Dec10 |
090619 |
94.95 |
95.01 |
94.73 |
94.76 |
-0.24 |
2,154 |
27,907 |
-651 |
| Mar11 |
090619 |
94.61 |
94.67 |
94.39 |
94.42 |
-0.24 |
1,296 |
16,003 |
-483 |
| Jun11 |
090619 |
94.30 |
94.38 |
94.06 |
94.09 |
-0.27 |
1,134 |
9,918 |
-1,110 |
| Sep11 |
090619 |
94.01 |
94.01 |
93.80 |
93.81 |
-0.28 |
1 |
2,321 |
+1 |
| Dec11 |
090619 |
93.60 |
93.60 |
93.56 |
93.56 |
-0.28 |
0 |
694 |
+0 |
| Total Volume and Open Interest |
53,299 |
762,024 |
-12,890 |
| 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 |
090619 |
94.10 |
94.10 |
94.10 |
94.10 |
-0.28 |
|
|
|
| Total Volume and Open Interest |
66,627 |
296,641 |
+14,979 |
| 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 |
090619 |
95.02 |
95.02 |
95.02 |
95.02 |
-0.27 |
|
|
|
| Total Volume and Open Interest |
109,781 |
370,076 |
-4,921 |
| Gold(CMX) |
| Jun09 |
090619 |
932.0 |
936.5 |
932.0 |
935.6 |
+1.6 |
29 |
540 |
-577 |
| Aug09 |
090619 |
934.0 |
939.7 |
931.5 |
936.2 |
+1.6 |
87,651 |
230,695 |
+1,208 |
| Oct09 |
090619 |
936.3 |
940.7 |
933.3 |
937.6 |
+1.6 |
1,242 |
12,294 |
+314 |
| Dec09 |
090619 |
937.0 |
942.3 |
936.3 |
939.0 |
+1.6 |
5,560 |
47,336 |
+846 |
| Feb10 |
090619 |
939.2 |
941.9 |
938.9 |
940.3 |
+1.5 |
2,576 |
14,042 |
+2,345 |
| Apr10 |
090619 |
943.7 |
944.6 |
939.4 |
941.7 |
+1.4 |
197 |
15,604 |
+60 |
| Jun10 |
090619 |
945.4 |
946.0 |
943.3 |
943.7 |
+1.4 |
96 |
10,327 |
-29 |
| Aug10 |
090619 |
945.9 |
945.9 |
945.9 |
945.9 |
+1.3 |
150 |
2,918 |
-100 |
| Oct10 |
090619 |
948.5 |
948.5 |
948.5 |
948.5 |
+1.2 |
0 |
1,237 |
+0 |
| Dec10 |
090619 |
950.4 |
951.5 |
950.4 |
951.5 |
+1.1 |
207 |
12,867 |
-55 |
| Feb11 |
090619 |
954.9 |
954.9 |
954.9 |
954.9 |
+1.0 |
0 |
12 |
+0 |
| Apr11 |
090619 |
958.6 |
958.6 |
958.6 |
958.6 |
+1.0 |
|
|
|
| Total Volume and Open Interest |
98,538 |
375,836 |
+3,839 |
| Silver(CMX) |
| Jul09 |
090619 |
1420.5 |
1437.0 |
1412.0 |
1420.0 |
-4.0 |
31,194 |
37,115 |
+757 |
| Sep09 |
090619 |
1426.0 |
1440.0 |
1415.5 |
1423.4 |
-3.9 |
10,481 |
31,319 |
+2,654 |
| Dec09 |
090619 |
1427.0 |
1443.5 |
1420.0 |
1427.6 |
-3.9 |
1,555 |
20,218 |
+649 |
| Mar10 |
090619 |
1430.5 |
1430.5 |
1430.5 |
1430.5 |
-3.9 |
0 |
6,262 |
+0 |
| May10 |
090619 |
1432.3 |
1432.3 |
1432.3 |
1432.3 |
-4.2 |
1 |
2,569 |
+0 |
| Jul10 |
090619 |
1448.5 |
1448.5 |
1434.0 |
1434.0 |
-4.5 |
46 |
2,906 |
-15 |
| Sep10 |
090619 |
1436.0 |
1436.0 |
1436.0 |
1436.0 |
-4.6 |
3 |
62 |
-3 |
| Total Volume and Open Interest |
43,451 |
108,158 |
+4,177 |
| Platinum(NYMEX) |
| Jul09 |
090619 |
1209.2 |
1218.1 |
1206.3 |
1211.2 |
+3.6 |
3,683 |
13,988 |
-1,346 |
| Oct09 |
090619 |
1212.8 |
1225.0 |
1212.8 |
1218.3 |
+4.1 |
2,320 |
9,799 |
+1,459 |
| Jan10 |
090619 |
1222.5 |
1222.5 |
1221.8 |
1221.8 |
+4.2 |
8 |
227 |
+0 |
| Total Volume and Open Interest |
6,011 |
24,014 |
+113 |
| Palladium(NYMEX) |
| Jun09 |
090619 |
242.80 |
245.50 |
242.80 |
245.50 |
+6.45 |
38 |
280 |
+11 |
| Sep09 |
090619 |
242.00 |
248.80 |
241.80 |
246.15 |
+6.45 |
877 |
15,611 |
-299 |
| Dec09 |
090619 |
244.20 |
247.35 |
244.20 |
247.35 |
+6.45 |
7 |
289 |
+3 |
| Total Volume and Open Interest |
922 |
16,180 |
-285 |
| Copper(CMX) |
| Jul09 |
090619 |
225.90 |
229.55 |
222.25 |
225.05 |
-2.15 |
20,518 |
30,023 |
-5,056 |
| Sep09 |
090619 |
227.25 |
230.50 |
223.45 |
226.15 |
-2.05 |
8,733 |
59,111 |
+2,300 |
| Dec09 |
090619 |
228.20 |
230.85 |
225.00 |
227.00 |
-2.00 |
262 |
11,525 |
+12 |
| Mar10 |
090619 |
229.70 |
230.65 |
227.15 |
227.20 |
-2.00 |
37 |
2,209 |
+14 |
| May10 |
090619 |
229.70 |
229.70 |
227.30 |
227.30 |
-2.00 |
0 |
614 |
+0 |
| Total Volume and Open Interest |
31,155 |
113,503 |
-1,818 |
| Aluminum(CMX) |
| Jun09 |
090619 |
76.25 |
76.25 |
76.25 |
76.25 |
+1.25 |
|
|
|
| Jul09 |
090619 |
76.75 |
76.75 |
76.75 |
76.75 |
+1.25 |
|
|
|
| Aug09 |
090619 |
77.25 |
77.25 |
77.25 |
77.25 |
+1.25 |
|
|
|
| Sep09 |
090619 |
77.75 |
77.75 |
77.75 |
77.75 |
+1.25 |
|
|
|
| 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) |
| Sep09 |
090619 |
8487 |
8560 |
8445 |
8476 |
-17 |
2,031 |
6,814 |
+983 |
| Dec09 |
090619 |
8410 |
8422 |
8410 |
8422 |
-21 |
0 |
8 |
+0 |
| Mar10 |
090619 |
8515 |
8515 |
8388 |
8388 |
-17 |
|
|
|
| Jun10 |
090619 |
8326 |
8365 |
8326 |
8326 |
|
|
|
|
| S & P 500(CME) |
| Sep09 |
090619 |
912.00 |
923.00 |
911.00 |
915.70 |
+2.50 |
56,628 |
370,894 |
+18,574 |
| Dec09 |
090619 |
916.80 |
918.70 |
908.00 |
911.60 |
+2.40 |
139 |
6,622 |
+72 |
| Mar10 |
090619 |
908.40 |
915.50 |
900.00 |
908.40 |
+2.40 |
21 |
3,194 |
+19 |
| Jun10 |
090619 |
906.40 |
913.50 |
898.00 |
906.40 |
+2.40 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
98,759 |
531,423 |
+1,490 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090619 |
912.25 |
923.00 |
910.75 |
915.75 |
+2.50 |
2,362,146 |
2,178,606 |
+129,685 |
| Dec09 |
090619 |
912.00 |
918.75 |
907.00 |
911.50 |
+2.25 |
191 |
2,152 |
+5 |
| Total Volume and Open Interest |
2,760,873 |
3,300,329 |
+69,488 |
| NASDAQ 100(CME) |
| Sep09 |
090619 |
1448.80 |
1477.00 |
1446.50 |
1464.00 |
+14.50 |
3,321 |
11,561 |
+1,881 |
| Dec09 |
090619 |
1467.00 |
1469.50 |
1467.00 |
1467.00 |
+14.50 |
0 |
3 |
+0 |
| Mar10 |
090619 |
1470.00 |
1472.50 |
1470.00 |
1470.00 |
+14.50 |
|
|
|
| Total Volume and Open Interest |
7,091 |
31,353 |
+463 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090619 |
1446.80 |
1476.80 |
1445.80 |
1464.00 |
+14.50 |
401,376 |
227,620 |
+33,763 |
| Dec09 |
090619 |
1450.00 |
1469.50 |
1450.00 |
1467.00 |
+14.50 |
2 |
18 |
+0 |
| Total Volume and Open Interest |
468,306 |
415,223 |
+25,226 |
| S & P Midcap 400(CME) |
| Sep09 |
090619 |
581.00 |
581.00 |
574.00 |
575.80 |
+2.10 |
570 |
2,428 |
+181 |
| Dec09 |
090619 |
573.80 |
573.80 |
573.00 |
573.80 |
+2.10 |
|
|
|
| Mar10 |
090619 |
572.80 |
572.80 |
572.00 |
572.80 |
+2.10 |
|
|
|
| Total Volume and Open Interest |
2,041 |
4,913 |
-462 |
| Russell 2000(CME) |
| Sep09 |
090619 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,887 |
+18 |
| Dec09 |
090619 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,275 |
+0 |
| Mar10 |
090619 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,374 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090619 |
9780 |
9825 |
9700 |
9775 |
+40 |
97,713 |
143,859 |
+2,190 |
| Dec09 |
090619 |
9700 |
9735 |
9700 |
9735 |
+40 |
2 |
759 |
+2 |
| Total Volume and Open Interest |
97,906 |
144,697 |
-3,010 |
| Nikkei 225(SGX) |
| Sep09 |
090619 |
9780 |
9825 |
9700 |
9775 |
+40 |
97,713 |
143,859 |
+2,190 |
| Dec09 |
090619 |
9700 |
9735 |
9700 |
9735 |
+40 |
2 |
759 |
+2 |
| Mar10 |
090619 |
9755 |
9755 |
9755 |
9755 |
+40 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
97,906 |
144,697 |
-3,010 |
| CAC 40(EURONEXT) |
| Jun09 |
090619 |
3192.0 |
3241.5 |
3182.0 |
3219.0 |
+26.5 |
278,530 |
368,924 |
-60,528 |
| Jul09 |
090619 |
3189.5 |
3239.0 |
3179.0 |
3217.0 |
+27.5 |
124,612 |
305,233 |
+83,891 |
| Aug09 |
090619 |
3189.5 |
3235.5 |
3189.5 |
3218.0 |
+28.0 |
5 |
189 |
+1 |
| Total Volume and Open Interest |
410,165 |
715,429 |
+30,045 |
| Hang Seng Index(HKFE) |
| Jun09 |
090619 |
17929 |
17978 |
17715 |
17915 |
+154 |
89,321 |
81,985 |
+239 |
| Jul09 |
090619 |
17900 |
17968 |
17712 |
17890 |
+128 |
1,136 |
3,983 |
+551 |
| Total Volume and Open Interest |
90,654 |
88,560 |
+748 |
| DAX(EUREX) |
| Jun09 |
090619 |
4839.0 |
4865.5 |
4815.5 |
4841.0 |
unch |
217,148 |
98,674 |
-19,550 |
| Sep09 |
090619 |
4841.0 |
4884.0 |
4820.0 |
4861.0 |
+15.0 |
59,966 |
96,857 |
+32,653 |
| Dec09 |
090619 |
4846.5 |
4885.0 |
4830.0 |
4866.5 |
+16.0 |
4,455 |
7,568 |
-53 |
| Total Volume and Open Interest |
281,569 |
203,099 |
+13,050 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090619 |
4293.00 |
4360.00 |
4278.50 |
4357.00 |
+67.50 |
274,669 |
247,497 |
-127,507 |
| Sep09 |
090619 |
4260.00 |
4350.00 |
4245.50 |
4316.50 |
+59.50 |
180,143 |
604,107 |
+127,663 |
| Dec09 |
090619 |
4240.50 |
4288.50 |
4229.00 |
4288.50 |
+59.00 |
746 |
4,383 |
+414 |
| Total Volume and Open Interest |
455,558 |
855,987 |
+570 |
| SPI 200(SFE) |
| Jun09 |
090618 |
3898.0 |
3923.0 |
3853.0 |
3922.0 |
+25.0 |
83,915 |
210,038 |
-62,039 |
| Sep09 |
090619 |
3857.0 |
3905.0 |
3841.0 |
3863.0 |
+2.0 |
30,785 |
243,305 |
+5,508 |
| Dec09 |
090619 |
3892.0 |
3907.0 |
3872.0 |
3872.0 |
-1.0 |
7 |
3,747 |
+1 |
| Total Volume and Open Interest |
41,195 |
328,110 |
-127,279 |
| GSCI(CME) |
| Jul09 |
090619 |
470.00 |
470.00 |
452.50 |
455.15 |
-11.10 |
505 |
16,011 |
+3 |
| Aug09 |
090619 |
473.00 |
473.50 |
460.00 |
460.00 |
-11.00 |
0 |
1 |
+0 |
| Sep09 |
090619 |
466.00 |
477.50 |
464.00 |
466.00 |
-9.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
507 |
16,012 |
+3 |
| 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. |
|
|