|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed June 24, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090624 |
1179.00 |
1194.50 |
1170.50 |
1185.00 |
+6.00 |
65,480 |
75,222 |
-5,080 |
| Aug09 |
090624 |
1114.00 |
1130.00 |
1106.00 |
1122.50 |
+8.50 |
20,168 |
58,229 |
-351 |
| Sep09 |
090624 |
1050.00 |
1062.00 |
1042.75 |
1055.00 |
+7.00 |
3,384 |
18,512 |
+464 |
| Nov09 |
090624 |
1002.75 |
1016.75 |
995.00 |
1008.00 |
+3.50 |
62,914 |
229,911 |
+4,769 |
| Jan10 |
090624 |
1010.00 |
1022.50 |
1002.75 |
1014.00 |
+2.00 |
2,933 |
24,571 |
+81 |
| Mar10 |
090624 |
1001.50 |
1018.50 |
998.50 |
1010.00 |
+1.75 |
1,769 |
16,802 |
-321 |
| May10 |
090624 |
996.50 |
1005.75 |
988.25 |
996.00 |
-0.50 |
1,271 |
8,651 |
+35 |
| Total Volume and Open Interest |
160,051 |
462,451 |
+221 |
| Soybean Meal(CBOT) |
| Jul09 |
090624 |
388.00 |
395.00 |
386.00 |
392.50 |
+4.00 |
33,023 |
30,364 |
-7,423 |
| Aug09 |
090624 |
361.00 |
368.20 |
358.80 |
366.00 |
+4.40 |
14,305 |
28,421 |
+2,518 |
| Sep09 |
090624 |
332.40 |
340.70 |
330.80 |
338.50 |
+3.90 |
4,793 |
21,842 |
+863 |
| Oct09 |
090624 |
316.00 |
320.00 |
314.00 |
316.50 |
+2.00 |
3,129 |
17,275 |
+65 |
| Dec09 |
090624 |
305.30 |
313.70 |
305.20 |
310.00 |
+1.70 |
22,705 |
72,120 |
+5,019 |
| Jan10 |
090624 |
305.30 |
308.50 |
304.20 |
304.40 |
unch |
739 |
4,943 |
-1 |
| Mar10 |
090624 |
301.80 |
302.90 |
299.80 |
299.90 |
-0.50 |
249 |
4,241 |
+43 |
| May10 |
090624 |
296.00 |
297.50 |
292.90 |
293.90 |
-1.50 |
300 |
5,685 |
+167 |
| Total Volume and Open Interest |
79,468 |
189,214 |
+1,240 |
| Soybean Oil(CBOT) |
| Jul09 |
090624 |
36.85 |
36.96 |
36.15 |
36.44 |
-0.49 |
34,844 |
50,082 |
-2,738 |
| Aug09 |
090624 |
37.00 |
37.11 |
36.30 |
36.60 |
-0.48 |
14,532 |
35,634 |
-548 |
| Sep09 |
090624 |
37.89 |
37.89 |
36.52 |
36.76 |
-0.49 |
4,096 |
28,528 |
-934 |
| Oct09 |
090624 |
36.78 |
37.35 |
36.77 |
36.91 |
-0.49 |
1,322 |
15,242 |
+1 |
| Dec09 |
090624 |
37.80 |
37.80 |
36.96 |
37.27 |
-0.49 |
20,778 |
93,257 |
-294 |
| Jan10 |
090624 |
37.77 |
38.05 |
37.50 |
37.61 |
-0.48 |
844 |
7,413 |
-194 |
| Mar10 |
090624 |
37.90 |
38.00 |
37.80 |
37.85 |
-0.49 |
94 |
3,094 |
+32 |
| May10 |
090624 |
38.25 |
38.38 |
37.90 |
37.97 |
-0.49 |
76 |
3,924 |
+25 |
| Total Volume and Open Interest |
76,788 |
246,555 |
-4,551 |
| Canola(WCE) |
| Jul09 |
090624 |
458.3 |
468.3 |
458.3 |
465.7 |
+2.3 |
4,021 |
15,254 |
-2,179 |
| Nov09 |
090624 |
455.3 |
462.0 |
455.3 |
458.2 |
+0.1 |
5,812 |
83,869 |
+1,213 |
| Jan10 |
090624 |
464.1 |
465.0 |
460.7 |
462.4 |
-0.2 |
56 |
8,823 |
+5 |
| Mar10 |
090624 |
466.7 |
466.7 |
466.7 |
466.7 |
-0.2 |
5 |
1,462 |
+0 |
| May10 |
090624 |
467.8 |
467.8 |
467.8 |
467.8 |
-0.2 |
6 |
498 |
+2 |
| Total Volume and Open Interest |
9,905 |
110,503 |
-959 |
| Corn(CBOT) |
| Jul09 |
090624 |
387.75 |
391.00 |
381.00 |
386.50 |
-2.50 |
129,737 |
160,995 |
-14,772 |
| Sep09 |
090624 |
396.00 |
399.50 |
389.50 |
395.00 |
-2.25 |
72,213 |
259,955 |
+7,582 |
| Dec09 |
090624 |
408.00 |
411.25 |
401.50 |
407.25 |
-1.75 |
108,933 |
366,946 |
+5,488 |
| Mar10 |
090624 |
420.25 |
422.50 |
412.00 |
419.50 |
-1.00 |
14,383 |
60,964 |
+1,163 |
| May10 |
090624 |
425.50 |
430.00 |
422.50 |
428.00 |
-0.50 |
1,310 |
12,758 |
+154 |
| Jul10 |
090624 |
431.50 |
437.00 |
429.50 |
435.25 |
-0.25 |
3,183 |
36,423 |
+170 |
| Total Volume and Open Interest |
335,136 |
970,122 |
+1,997 |
| Wheat(CBOT) |
| Jul09 |
090624 |
546.75 |
552.50 |
536.50 |
539.75 |
-7.00 |
41,104 |
62,178 |
-2,509 |
| Sep09 |
090624 |
575.25 |
581.25 |
565.00 |
567.75 |
-8.00 |
24,562 |
131,466 |
+2,951 |
| Dec09 |
090624 |
600.00 |
606.25 |
590.00 |
592.25 |
-8.25 |
13,484 |
88,435 |
+1,920 |
| Mar10 |
090624 |
616.75 |
622.50 |
606.25 |
609.25 |
-8.25 |
1,661 |
11,019 |
-86 |
| May10 |
090624 |
627.25 |
628.75 |
618.00 |
620.25 |
-8.50 |
208 |
1,110 |
-10 |
| Total Volume and Open Interest |
83,430 |
336,968 |
+2,213 |
| Wheat(KCBT) |
| Jul09 |
090624 |
603.75 |
609.00 |
593.00 |
597.50 |
-6.50 |
8,358 |
21,105 |
-1,503 |
| Sep09 |
090624 |
614.00 |
619.50 |
604.00 |
607.75 |
-6.75 |
4,841 |
30,387 |
-147 |
| Dec09 |
090624 |
630.00 |
635.00 |
620.50 |
623.75 |
-6.25 |
3,059 |
28,658 |
-355 |
| Mar10 |
090624 |
647.00 |
647.25 |
636.50 |
639.25 |
-6.00 |
774 |
2,910 |
+298 |
| May10 |
090624 |
651.75 |
655.50 |
646.00 |
647.50 |
-6.25 |
119 |
547 |
+89 |
| Total Volume and Open Interest |
17,870 |
94,350 |
-1,455 |
| Wheat(MGE) |
| Jul09 |
090624 |
700.50 |
706.25 |
687.50 |
693.00 |
-8.50 |
1,736 |
3,166 |
-534 |
| Sep09 |
090624 |
693.50 |
697.25 |
682.50 |
686.75 |
-6.50 |
2,327 |
12,674 |
-174 |
| Dec09 |
090624 |
704.50 |
708.00 |
692.75 |
697.50 |
-7.50 |
767 |
9,345 |
+98 |
| Mar10 |
090624 |
718.00 |
718.00 |
704.75 |
706.50 |
-9.25 |
200 |
2,563 |
+74 |
| May10 |
090624 |
719.25 |
722.50 |
705.25 |
710.75 |
-8.75 |
169 |
897 |
+117 |
| Total Volume and Open Interest |
5,367 |
34,233 |
-313 |
| Oats(CBOT) |
| Jul09 |
090624 |
207.25 |
208.00 |
201.50 |
206.00 |
-2.00 |
787 |
2,425 |
-233 |
| Sep09 |
090624 |
219.50 |
219.50 |
211.00 |
215.25 |
-2.25 |
405 |
2,767 |
+229 |
| Dec09 |
090624 |
230.00 |
231.75 |
223.50 |
228.50 |
-2.50 |
497 |
7,547 |
-70 |
| Mar10 |
090624 |
241.25 |
241.50 |
238.50 |
241.50 |
-2.50 |
424 |
1,399 |
+205 |
| Total Volume and Open Interest |
2,200 |
14,226 |
+218 |
| Rough Rice(CBOT) |
| Jul09 |
090624 |
12.38 |
12.50 |
12.16 |
12.50 |
+0.16 |
174 |
1,406 |
-117 |
| Sep09 |
090624 |
12.48 |
12.48 |
12.19 |
12.40 |
-0.02 |
303 |
4,257 |
-17 |
| Nov09 |
090624 |
12.46 |
12.48 |
12.23 |
12.41 |
-0.07 |
64 |
1,994 |
+14 |
| Jan10 |
090624 |
12.63 |
12.63 |
12.63 |
12.63 |
unch |
0 |
262 |
+0 |
| Total Volume and Open Interest |
561 |
8,353 |
-102 |
| Live Cattle(CME) |
| Jun09 |
090624 |
81.680 |
81.950 |
80.900 |
81.650 |
-0.200 |
1,965 |
5,042 |
-1,107 |
| Aug09 |
090624 |
83.230 |
83.535 |
81.950 |
82.480 |
-0.850 |
15,852 |
107,317 |
-1,077 |
| Oct09 |
090624 |
88.550 |
88.850 |
87.450 |
88.180 |
-0.605 |
7,938 |
59,041 |
+1,921 |
| Dec09 |
090624 |
89.080 |
89.480 |
88.330 |
88.980 |
-0.370 |
3,450 |
26,368 |
-17 |
| Feb10 |
090624 |
89.785 |
90.080 |
89.080 |
89.650 |
-0.385 |
1,243 |
9,996 |
+213 |
| Apr10 |
090624 |
91.250 |
91.250 |
90.480 |
90.700 |
-0.700 |
475 |
5,159 |
+119 |
| Total Volume and Open Interest |
31,005 |
214,700 |
+68 |
| Feeder Cattle(CME) |
| Aug09 |
090624 |
99.950 |
100.000 |
98.500 |
98.950 |
-0.750 |
1,945 |
14,813 |
+160 |
| Sep09 |
090624 |
99.700 |
99.950 |
98.250 |
98.550 |
-1.235 |
425 |
2,351 |
+186 |
| Oct09 |
090624 |
99.400 |
99.700 |
97.950 |
98.535 |
-1.015 |
366 |
4,672 |
+81 |
| Nov09 |
090624 |
99.150 |
99.350 |
98.200 |
98.550 |
-1.150 |
95 |
1,062 |
+27 |
| Jan10 |
090624 |
98.700 |
98.700 |
97.300 |
98.000 |
-0.600 |
13 |
345 |
+2 |
| Mar10 |
090624 |
96.600 |
97.600 |
96.600 |
96.600 |
-0.900 |
2 |
52 |
-2 |
| Apr10 |
090624 |
97.000 |
97.000 |
97.000 |
97.000 |
-0.500 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
2,846 |
23,319 |
+454 |
| Lean Hogs(CME) |
| Jul09 |
090624 |
59.650 |
59.880 |
57.130 |
57.300 |
-2.830 |
4,182 |
15,253 |
-1,408 |
| Aug09 |
090624 |
59.880 |
60.285 |
58.130 |
58.830 |
-1.620 |
11,046 |
65,059 |
+1,272 |
| Oct09 |
090624 |
56.450 |
56.600 |
55.250 |
55.850 |
-0.600 |
4,390 |
27,940 |
+808 |
| Dec09 |
090624 |
57.580 |
57.880 |
56.650 |
57.450 |
-0.350 |
1,090 |
18,728 |
-18 |
| Feb10 |
090624 |
63.500 |
63.930 |
62.650 |
63.700 |
-0.130 |
189 |
4,253 |
+34 |
| Apr10 |
090624 |
68.250 |
69.800 |
67.600 |
69.600 |
+0.700 |
90 |
1,816 |
+20 |
| May10 |
090624 |
74.700 |
75.450 |
74.000 |
75.450 |
+0.665 |
3 |
173 |
+1 |
| Jun10 |
090624 |
75.700 |
77.350 |
75.700 |
77.300 |
+0.450 |
70 |
1,023 |
+40 |
| Total Volume and Open Interest |
21,060 |
134,738 |
+749 |
| Pork Bellies(CME) |
| Jul09 |
090624 |
61.350 |
62.950 |
60.200 |
60.200 |
-3.000 |
147 |
242 |
-75 |
| Aug09 |
090624 |
64.200 |
64.200 |
61.300 |
61.300 |
-3.000 |
144 |
430 |
+29 |
| Feb10 |
090624 |
90.300 |
90.300 |
89.950 |
90.300 |
unch |
9 |
119 |
+13 |
| Mar10 |
090624 |
89.400 |
90.750 |
89.400 |
89.400 |
unch |
0 |
41 |
+0 |
| May10 |
090624 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
300 |
832 |
-33 |
| Class III Milk(CME) |
| Jun09 |
090624 |
9.97 |
9.97 |
9.91 |
9.91 |
-0.03 |
157 |
5,175 |
+28 |
| Jul09 |
090624 |
10.13 |
10.30 |
10.05 |
10.05 |
-0.05 |
93 |
4,166 |
+7 |
| Aug09 |
090624 |
10.75 |
10.83 |
10.69 |
10.75 |
+0.02 |
108 |
3,776 |
+6 |
| Sep09 |
090624 |
11.60 |
11.68 |
11.56 |
11.64 |
+0.07 |
158 |
3,488 |
+28 |
| Oct09 |
090624 |
12.45 |
12.46 |
12.33 |
12.40 |
-0.01 |
113 |
3,064 |
-5 |
| Total Volume and Open Interest |
1,130 |
28,929 |
+145 |
| Cocoa(ICE) |
| Jul09 |
090624 |
2523 |
2540 |
2477 |
2486 |
+12 |
26 |
84 |
-385 |
| Sep09 |
090624 |
2489 |
2594 |
2489 |
2504 |
+15 |
4,875 |
53,723 |
-799 |
| Dec09 |
090624 |
2520 |
2585 |
2520 |
2527 |
+17 |
941 |
27,334 |
+22 |
| Mar10 |
090624 |
2525 |
2577 |
2525 |
2536 |
+22 |
1,246 |
16,137 |
+515 |
| May10 |
090624 |
2579 |
2579 |
2542 |
2542 |
+21 |
212 |
3,861 |
+162 |
| Jul10 |
090624 |
2547 |
2547 |
2547 |
2547 |
+21 |
4 |
3,575 |
+3 |
| Sep10 |
090624 |
2545 |
2545 |
2545 |
2545 |
+20 |
119 |
2,306 |
+64 |
| Total Volume and Open Interest |
7,423 |
111,036 |
-418 |
| Coffee "C"(ICE) |
| Jul09 |
090624 |
115.70 |
118.15 |
115.65 |
116.15 |
unch |
668 |
621 |
-410 |
| Sep09 |
090624 |
118.40 |
121.75 |
118.30 |
119.15 |
+0.20 |
5,980 |
68,776 |
+73 |
| Dec09 |
090624 |
121.20 |
124.50 |
121.20 |
122.00 |
+0.25 |
949 |
23,542 |
-24 |
| Mar10 |
090624 |
124.95 |
126.40 |
124.70 |
124.75 |
+0.20 |
309 |
11,526 |
+2 |
| May10 |
090624 |
127.95 |
127.95 |
126.60 |
126.70 |
+0.05 |
154 |
3,091 |
-115 |
| Jul10 |
090624 |
129.60 |
129.70 |
128.45 |
128.50 |
+0.25 |
4 |
1,261 |
+8 |
| Total Volume and Open Interest |
8,104 |
111,314 |
-435 |
| Orange Juice(ICE) |
| Jul09 |
090624 |
75.90 |
76.50 |
74.90 |
75.10 |
-0.35 |
645 |
5,776 |
-357 |
| Sep09 |
090624 |
78.35 |
78.95 |
77.35 |
77.40 |
-0.60 |
1,281 |
18,387 |
+247 |
| Nov09 |
090624 |
81.00 |
81.70 |
80.75 |
80.80 |
-0.45 |
258 |
4,622 |
+205 |
| Jan10 |
090624 |
85.00 |
85.00 |
84.05 |
84.05 |
-0.60 |
130 |
1,082 |
+118 |
| Mar10 |
090624 |
88.10 |
88.10 |
87.40 |
87.40 |
-0.40 |
21 |
806 |
+19 |
| May10 |
090624 |
90.75 |
90.75 |
90.75 |
90.75 |
-0.40 |
3 |
93 |
+3 |
| Total Volume and Open Interest |
2,342 |
31,001 |
+239 |
| Sugar #11(ICE) |
| Jul09 |
090624 |
15.80 |
16.21 |
15.70 |
15.94 |
+0.08 |
41,209 |
90,341 |
-15,390 |
| Oct09 |
090624 |
16.90 |
17.39 |
16.86 |
17.13 |
+0.15 |
63,734 |
309,382 |
+16,464 |
| Mar10 |
090624 |
17.81 |
18.25 |
17.80 |
18.04 |
+0.09 |
8,699 |
143,888 |
+417 |
| May10 |
090624 |
17.50 |
17.85 |
17.50 |
17.68 |
+0.11 |
1,057 |
34,057 |
-70 |
| Jul10 |
090624 |
17.27 |
17.55 |
17.20 |
17.38 |
+0.11 |
1,847 |
66,713 |
-28 |
| Total Volume and Open Interest |
118,209 |
750,454 |
+1,566 |
| Sugar #14(ICE) |
| Sep09 |
090624 |
22.55 |
22.60 |
22.55 |
22.56 |
+0.11 |
55 |
2,490 |
-5 |
| Total Volume and Open Interest |
55 |
2,490 |
-5 |
| London Cocoa(LCE) |
| Jul09 |
090624 |
1575 |
1600 |
1561 |
1562 |
-8 |
2,350 |
46,285 |
-271 |
| Sep09 |
090624 |
1602 |
1627 |
1589 |
1590 |
-7 |
4,487 |
38,645 |
-436 |
| Dec09 |
090624 |
1604 |
1624 |
1596 |
1597 |
-4 |
4,823 |
28,620 |
-1,110 |
| Mar10 |
090624 |
1601 |
1621 |
1595 |
1595 |
-5 |
860 |
27,337 |
+135 |
| May10 |
090624 |
1600 |
1601 |
1593 |
1593 |
-7 |
557 |
14,419 |
+84 |
| Jul10 |
090624 |
1600 |
1600 |
1596 |
1596 |
-5 |
234 |
4,300 |
+4 |
| Sep10 |
090624 |
1600 |
1600 |
1591 |
1592 |
-3 |
337 |
2,744 |
+158 |
| Total Volume and Open Interest |
13,702 |
165,414 |
-1,410 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090624 |
438.30 |
450.10 |
438.30 |
447.80 |
+9.30 |
2,795 |
31,025 |
-614 |
| Oct09 |
090624 |
450.90 |
462.70 |
450.30 |
460.80 |
+10.30 |
1,180 |
30,480 |
+286 |
| Dec09 |
090624 |
459.80 |
468.00 |
459.80 |
466.20 |
+7.70 |
127 |
8,415 |
+34 |
| Mar10 |
090624 |
465.40 |
475.00 |
465.40 |
474.70 |
+9.70 |
124 |
8,707 |
-9 |
| May10 |
090624 |
461.00 |
470.00 |
461.00 |
467.70 |
+7.30 |
0 |
1,396 |
+0 |
| Total Volume and Open Interest |
4,226 |
82,299 |
-303 |
| Cotton(ICE) |
| Jul09 |
090624 |
51.50 |
52.81 |
50.34 |
52.29 |
+1.19 |
3,250 |
3,176 |
-2,651 |
| Oct09 |
090624 |
53.45 |
55.29 |
53.12 |
54.85 |
+0.96 |
424 |
2,663 |
+87 |
| Dec09 |
090624 |
55.52 |
57.35 |
55.10 |
56.82 |
+0.95 |
10,091 |
86,152 |
-614 |
| Mar10 |
090624 |
58.97 |
59.50 |
58.97 |
59.42 |
+0.90 |
588 |
10,827 |
+156 |
| May10 |
090624 |
60.85 |
60.85 |
60.82 |
60.82 |
+0.97 |
57 |
663 |
+28 |
| Jul10 |
090624 |
61.45 |
61.98 |
61.45 |
61.98 |
+0.84 |
100 |
1,805 |
+66 |
| Total Volume and Open Interest |
14,549 |
107,326 |
-2,956 |
| Lumber(CME) |
| Jul09 |
090624 |
200.1 |
200.7 |
195.8 |
197.0 |
-3.9 |
403 |
1,814 |
-99 |
| Sep09 |
090624 |
221.9 |
224.2 |
218.2 |
220.2 |
-2.7 |
585 |
5,506 |
+119 |
| Nov09 |
090624 |
218.0 |
220.1 |
214.6 |
217.5 |
-5.0 |
62 |
1,127 |
+11 |
| Jan10 |
090624 |
235.5 |
237.6 |
232.1 |
236.0 |
-1.7 |
18 |
704 |
+14 |
| Total Volume and Open Interest |
1,069 |
9,198 |
+45 |
| Crude Oil(NYM) |
| Aug09 |
090624 |
68.55 |
69.86 |
68.06 |
68.67 |
-0.57 |
278,468 |
270,746 |
-7,160 |
| Sep09 |
090624 |
69.28 |
70.67 |
68.89 |
69.50 |
-0.53 |
62,882 |
133,560 |
+787 |
| Oct09 |
090624 |
70.06 |
71.30 |
69.67 |
70.21 |
-0.50 |
17,477 |
50,229 |
+2,040 |
| Nov09 |
090624 |
70.45 |
71.92 |
70.44 |
70.86 |
-0.47 |
7,567 |
29,537 |
+296 |
| Dec09 |
090624 |
71.20 |
72.52 |
70.72 |
71.44 |
-0.43 |
38,120 |
152,408 |
-2,129 |
| Jan10 |
090624 |
71.95 |
72.84 |
71.69 |
71.90 |
-0.38 |
4,430 |
28,762 |
+647 |
| Feb10 |
090624 |
73.00 |
73.00 |
72.21 |
72.30 |
-0.34 |
2,348 |
20,388 |
+623 |
| Mar10 |
090624 |
72.68 |
73.39 |
72.51 |
72.71 |
-0.31 |
2,080 |
18,236 |
+57 |
| Apr10 |
090624 |
72.97 |
73.73 |
72.97 |
73.12 |
-0.29 |
1,422 |
9,810 |
+271 |
| May10 |
090624 |
73.49 |
73.53 |
73.49 |
73.53 |
-0.28 |
1,396 |
9,504 |
+184 |
| Jun10 |
090624 |
73.64 |
74.83 |
73.64 |
73.94 |
-0.27 |
7,688 |
45,523 |
+516 |
| Jul10 |
090624 |
74.10 |
75.13 |
74.10 |
74.31 |
-0.27 |
2,065 |
37,950 |
+63 |
| Aug10 |
090624 |
74.46 |
75.17 |
74.46 |
74.63 |
-0.27 |
1,053 |
5,989 |
+503 |
| Sep10 |
090624 |
74.93 |
75.37 |
74.93 |
74.95 |
-0.28 |
533 |
9,888 |
-53 |
| Oct10 |
090624 |
75.30 |
75.39 |
75.26 |
75.27 |
-0.29 |
1,086 |
4,981 |
+78 |
| Nov10 |
090624 |
75.61 |
75.61 |
75.61 |
75.61 |
-0.29 |
1,030 |
7,179 |
-64 |
| Total Volume and Open Interest |
452,522 |
1,133,474 |
-28,042 |
| 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 |
090624 |
68.600 |
69.875 |
68.050 |
68.675 |
-0.575 |
11,167 |
3,361 |
+501 |
| Sep09 |
090624 |
69.050 |
70.550 |
69.000 |
69.500 |
-0.525 |
448 |
448 |
+85 |
| Oct09 |
090624 |
70.500 |
71.250 |
70.100 |
70.200 |
-0.500 |
15 |
109 |
+5 |
| Nov09 |
090624 |
70.850 |
70.850 |
70.850 |
70.850 |
-0.475 |
0 |
22 |
+0 |
| Dec09 |
090624 |
71.500 |
72.150 |
71.450 |
71.450 |
-0.425 |
14 |
113 |
+9 |
| Jan10 |
090624 |
71.900 |
71.900 |
71.900 |
71.900 |
-0.375 |
1 |
1 |
+1 |
| Feb10 |
090624 |
72.300 |
72.300 |
72.300 |
72.300 |
-0.350 |
|
|
|
| Mar10 |
090624 |
72.700 |
72.700 |
72.700 |
72.700 |
-0.325 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,645 |
4,113 |
+601 |
| Heating Oil(NYM) |
| Jul09 |
090624 |
175.70 |
177.80 |
173.43 |
173.81 |
-3.09 |
27,003 |
29,709 |
-3,181 |
| Aug09 |
090624 |
181.15 |
182.09 |
177.70 |
178.27 |
-3.12 |
26,709 |
53,309 |
+748 |
| Sep09 |
090624 |
183.28 |
186.33 |
182.01 |
182.63 |
-3.05 |
6,554 |
35,074 |
+364 |
| Oct09 |
090624 |
188.10 |
190.01 |
186.42 |
186.53 |
-2.92 |
1,896 |
23,799 |
+431 |
| Nov09 |
090624 |
191.11 |
193.08 |
189.61 |
189.61 |
-2.86 |
1,680 |
15,086 |
-35 |
| Dec09 |
090624 |
194.33 |
196.14 |
191.88 |
192.55 |
-2.89 |
6,102 |
34,345 |
+374 |
| Jan10 |
090624 |
196.56 |
198.90 |
195.50 |
195.50 |
-2.94 |
1,164 |
15,633 |
+143 |
| Feb10 |
090624 |
198.50 |
200.80 |
197.50 |
197.50 |
-2.89 |
1,064 |
9,104 |
-385 |
| Mar10 |
090624 |
200.10 |
201.85 |
198.55 |
198.55 |
-2.84 |
765 |
6,902 |
+16 |
| Apr10 |
090624 |
201.85 |
201.85 |
198.70 |
198.70 |
-2.89 |
667 |
5,447 |
+57 |
| May10 |
090624 |
201.13 |
201.21 |
199.30 |
199.30 |
-2.89 |
355 |
5,829 |
+81 |
| Jun10 |
090624 |
200.50 |
203.50 |
199.72 |
200.10 |
-2.89 |
1,020 |
15,609 |
+329 |
| Total Volume and Open Interest |
76,722 |
287,650 |
-1,285 |
| Gasoline(NYMEX) |
| Jul09 |
090624 |
186.70 |
187.38 |
183.90 |
184.25 |
-5.07 |
35,239 |
29,977 |
-6,452 |
| Aug09 |
090624 |
186.19 |
187.86 |
184.21 |
185.00 |
-4.07 |
47,439 |
73,820 |
-343 |
| Sep09 |
090624 |
185.98 |
187.77 |
184.44 |
185.24 |
-3.45 |
19,103 |
44,600 |
-45 |
| Oct09 |
090624 |
176.56 |
178.20 |
174.81 |
175.92 |
-2.65 |
7,246 |
22,583 |
+802 |
| Nov09 |
090624 |
175.85 |
177.42 |
174.14 |
175.42 |
-2.02 |
3,708 |
10,768 |
+78 |
| Dec09 |
090624 |
175.97 |
178.65 |
174.94 |
176.49 |
-1.60 |
6,171 |
13,167 |
-59 |
| Jan10 |
090624 |
178.02 |
180.52 |
177.54 |
178.67 |
-1.60 |
689 |
6,485 |
+330 |
| Feb10 |
090624 |
180.57 |
183.00 |
180.57 |
181.17 |
-1.60 |
133 |
2,126 |
+6 |
| Mar10 |
090624 |
184.40 |
186.00 |
183.97 |
183.97 |
-1.60 |
365 |
3,117 |
+46 |
| Apr10 |
090624 |
197.82 |
197.82 |
197.82 |
197.82 |
-1.60 |
138 |
2,865 |
+7 |
| Total Volume and Open Interest |
120,704 |
217,905 |
-5,628 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090624 |
1.89 |
1.89 |
1.89 |
1.84 |
-0.05 |
0 |
1 |
+0 |
| Aug09 |
090624 |
185.00 |
185.00 |
185.00 |
185.00 |
-4.07 |
0 |
2 |
+0 |
| Sep09 |
090624 |
185.24 |
185.24 |
185.24 |
185.24 |
-3.45 |
|
|
|
| Oct09 |
090624 |
175.92 |
175.92 |
175.92 |
175.92 |
-2.65 |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090624 |
3.871 |
3.910 |
3.717 |
3.761 |
-0.118 |
88,591 |
39,008 |
-12,547 |
| Aug09 |
090624 |
4.023 |
4.050 |
3.871 |
3.906 |
-0.101 |
57,251 |
108,051 |
+7,447 |
| Sep09 |
090624 |
4.114 |
4.175 |
4.010 |
4.046 |
-0.083 |
16,468 |
87,753 |
-748 |
| Oct09 |
090624 |
4.314 |
4.365 |
4.206 |
4.263 |
-0.061 |
10,380 |
76,227 |
+592 |
| Nov09 |
090624 |
4.946 |
4.975 |
4.843 |
4.890 |
-0.056 |
3,423 |
32,728 |
+332 |
| Dec09 |
090624 |
5.606 |
5.626 |
5.493 |
5.554 |
-0.044 |
3,930 |
43,385 |
+551 |
| Jan10 |
090624 |
5.861 |
5.893 |
5.810 |
5.864 |
-0.039 |
4,998 |
35,630 |
+192 |
| Feb10 |
090624 |
5.938 |
5.938 |
5.841 |
5.899 |
-0.039 |
1,418 |
19,727 |
+596 |
| Mar10 |
090624 |
5.837 |
5.860 |
5.777 |
5.829 |
-0.039 |
1,411 |
37,444 |
+156 |
| Apr10 |
090624 |
5.720 |
5.725 |
5.662 |
5.707 |
-0.036 |
2,089 |
35,055 |
-3 |
| May10 |
090624 |
5.743 |
5.767 |
5.705 |
5.752 |
-0.036 |
269 |
15,404 |
-16 |
| Jun10 |
090624 |
5.874 |
5.883 |
5.799 |
5.847 |
-0.036 |
223 |
8,714 |
-45 |
| Jul10 |
090624 |
5.990 |
6.000 |
5.950 |
5.962 |
-0.034 |
301 |
7,946 |
-21 |
| Aug10 |
090624 |
6.040 |
6.052 |
6.025 |
6.052 |
-0.031 |
248 |
9,498 |
-9 |
| Sep10 |
090624 |
6.080 |
6.112 |
6.080 |
6.112 |
-0.031 |
143 |
6,787 |
+10 |
| Oct10 |
090624 |
6.230 |
6.236 |
6.195 |
6.227 |
-0.031 |
1,304 |
16,067 |
-192 |
| Total Volume and Open Interest |
193,355 |
709,441 |
-3,383 |
| Brent Crude Oil(ICE) |
| Aug09 |
090624 |
68.41 |
69.31 |
67.58 |
68.33 |
-0.47 |
135,156 |
149,388 |
-11,288 |
| Sep09 |
090624 |
68.82 |
69.93 |
68.25 |
68.95 |
-0.45 |
42,734 |
118,946 |
+5,475 |
| Oct09 |
090624 |
69.40 |
70.52 |
68.87 |
69.60 |
-0.41 |
21,827 |
56,851 |
-1,045 |
| Nov09 |
090624 |
69.98 |
71.22 |
69.85 |
70.31 |
-0.40 |
11,612 |
24,552 |
-300 |
| Dec09 |
090624 |
70.62 |
71.90 |
70.62 |
70.98 |
-0.37 |
23,652 |
81,484 |
-5,495 |
| Jan10 |
090624 |
71.32 |
72.15 |
71.20 |
71.55 |
-0.33 |
4,771 |
23,164 |
-134 |
| Feb10 |
090624 |
72.46 |
72.46 |
72.07 |
72.07 |
-0.29 |
3,102 |
15,052 |
-370 |
| Mar10 |
090624 |
72.92 |
73.03 |
72.56 |
72.56 |
-0.27 |
1,714 |
10,134 |
+697 |
| Apr10 |
090624 |
73.38 |
73.48 |
73.04 |
73.04 |
-0.26 |
1,001 |
5,226 |
-151 |
| May10 |
090624 |
73.49 |
73.49 |
73.49 |
73.49 |
-0.25 |
620 |
4,502 |
-108 |
| Jun10 |
090624 |
73.68 |
74.37 |
73.49 |
73.91 |
-0.24 |
2,699 |
29,726 |
+262 |
| Jul10 |
090624 |
74.31 |
74.31 |
74.31 |
74.31 |
-0.23 |
361 |
8,455 |
-82 |
| Aug10 |
090624 |
74.66 |
74.66 |
74.66 |
74.66 |
-0.23 |
250 |
6,012 |
+17 |
| Sep10 |
090624 |
75.01 |
75.01 |
75.01 |
75.01 |
-0.23 |
227 |
2,350 |
-35 |
| Total Volume and Open Interest |
259,912 |
673,732 |
-11,172 |
| Gas Oil(ICE) |
| Jul09 |
090624 |
556.75 |
566.50 |
553.00 |
564.50 |
+14.25 |
50,806 |
97,595 |
-6,183 |
| Aug09 |
090624 |
560.25 |
576.75 |
560.25 |
574.75 |
+14.00 |
42,645 |
73,298 |
+1,598 |
| Sep09 |
090624 |
576.75 |
587.25 |
575.25 |
585.50 |
+14.25 |
14,289 |
46,453 |
+974 |
| Oct09 |
090624 |
584.75 |
595.50 |
584.75 |
595.50 |
+14.25 |
6,371 |
33,656 |
+45 |
| Nov09 |
090624 |
598.00 |
604.25 |
595.00 |
604.25 |
+13.75 |
2,549 |
22,431 |
+902 |
| Dec09 |
090624 |
607.50 |
614.50 |
602.50 |
612.75 |
+13.75 |
9,728 |
63,133 |
-76 |
| Jan10 |
090624 |
618.00 |
621.75 |
613.75 |
621.75 |
+13.50 |
1,707 |
27,389 |
-146 |
| Feb10 |
090624 |
623.25 |
629.50 |
622.00 |
629.50 |
+13.50 |
1,113 |
14,374 |
+502 |
| Mar10 |
090624 |
630.00 |
636.25 |
626.25 |
636.25 |
+14.00 |
238 |
15,796 |
+8 |
| Apr10 |
090624 |
635.50 |
642.50 |
632.50 |
642.50 |
+14.00 |
229 |
8,210 |
+94 |
| Total Volume and Open Interest |
136,377 |
499,108 |
-1,118 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090624 |
1.685 |
1.685 |
1.665 |
1.677 |
-0.010 |
61 |
542 |
-34 |
| Aug09 |
090624 |
1.660 |
1.660 |
1.660 |
1.660 |
-0.010 |
36 |
574 |
+34 |
| Sep09 |
090624 |
1.630 |
1.640 |
1.610 |
1.634 |
-0.021 |
12 |
369 |
+11 |
| Oct09 |
090624 |
1.635 |
1.640 |
1.625 |
1.638 |
-0.019 |
13 |
283 |
+5 |
| Nov09 |
090624 |
1.640 |
1.640 |
1.635 |
1.637 |
-0.018 |
12 |
323 |
-10 |
| Dec09 |
090624 |
1.650 |
1.655 |
1.635 |
1.645 |
-0.015 |
39 |
431 |
+3 |
| Jan10 |
090624 |
1.655 |
1.655 |
1.640 |
1.643 |
-0.010 |
15 |
422 |
+0 |
| Total Volume and Open Interest |
217 |
4,269 |
+11 |
| US Dollar Index(ICE) |
| Sep09 |
090624 |
80.185 |
81.085 |
79.900 |
80.880 |
+0.705 |
4,584 |
17,782 |
-310 |
| Dec09 |
090624 |
80.480 |
81.385 |
80.480 |
81.280 |
+0.710 |
10 |
2,072 |
+6 |
| Mar10 |
090624 |
81.540 |
81.540 |
81.540 |
81.540 |
+0.705 |
|
|
|
| Total Volume and Open Interest |
4,594 |
19,854 |
-304 |
| Australian Dollar(CME) |
| Sep09 |
090624 |
78.92 |
80.08 |
78.70 |
79.11 |
+0.09 |
71,413 |
78,170 |
-1,662 |
| Dec09 |
090624 |
78.90 |
79.52 |
78.31 |
78.59 |
+0.07 |
16 |
248 |
-10 |
| Mar10 |
090624 |
78.08 |
78.08 |
78.01 |
78.08 |
+0.07 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
71,429 |
78,434 |
-1,672 |
| British Pound(CME) |
| Sep09 |
090624 |
164.55 |
166.00 |
163.66 |
164.10 |
-0.42 |
99,004 |
82,848 |
-1,080 |
| Dec09 |
090624 |
164.71 |
165.89 |
163.68 |
164.07 |
-0.41 |
109 |
293 |
+55 |
| Mar10 |
090624 |
164.05 |
165.72 |
163.90 |
164.05 |
-0.42 |
|
|
|
| Total Volume and Open Interest |
99,113 |
83,143 |
-1,025 |
| Canadian Dollar(CME) |
| Sep09 |
090624 |
86.98 |
87.62 |
86.38 |
86.84 |
-0.04 |
61,525 |
72,690 |
-149 |
| Dec09 |
090624 |
87.25 |
87.64 |
86.56 |
86.90 |
-0.04 |
59 |
2,085 |
+34 |
| Mar10 |
090624 |
86.96 |
87.68 |
86.77 |
86.96 |
-0.06 |
4 |
467 |
+0 |
| Jun10 |
090624 |
87.74 |
87.76 |
86.87 |
87.04 |
-0.08 |
11 |
101 |
+6 |
| Total Volume and Open Interest |
61,599 |
75,477 |
-109 |
| Japanese Yen(CME) |
| Sep09 |
090624 |
105.12 |
105.33 |
104.19 |
104.58 |
-0.51 |
57,223 |
68,800 |
+1,695 |
| Dec09 |
090624 |
105.03 |
105.44 |
104.36 |
104.72 |
-0.52 |
8 |
157 |
+3 |
| Mar10 |
090624 |
104.95 |
105.48 |
104.86 |
104.95 |
-0.53 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
57,231 |
68,972 |
+1,698 |
| Swiss Franc(CME) |
| Sep09 |
090624 |
93.82 |
94.16 |
90.75 |
91.06 |
-2.76 |
41,617 |
33,257 |
-664 |
| Dec09 |
090624 |
91.21 |
94.23 |
90.98 |
91.21 |
-2.76 |
4 |
40 |
+1 |
| Mar10 |
090624 |
91.40 |
94.27 |
91.40 |
91.40 |
-2.78 |
|
|
|
| Total Volume and Open Interest |
41,621 |
33,297 |
-663 |
| EuroFX(CME) |
| Sep09 |
090624 |
140.70 |
141.33 |
138.84 |
139.19 |
-1.57 |
194,318 |
110,371 |
+943 |
| Dec09 |
090624 |
140.90 |
141.30 |
138.86 |
139.18 |
-1.56 |
11 |
419 |
-4 |
| Mar10 |
090624 |
139.16 |
141.09 |
139.13 |
139.19 |
-1.56 |
0 |
324 |
+0 |
| Total Volume and Open Interest |
194,329 |
111,117 |
+939 |
| Mexican Peso(CME) |
| Jul09 |
090624 |
752.2 |
752.2 |
748.5 |
752.2 |
+3.8 |
|
|
|
| Aug09 |
090624 |
748.2 |
748.2 |
744.5 |
748.2 |
+3.8 |
|
|
|
| Total Volume and Open Interest |
10,015 |
39,471 |
+260 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090624 |
117~125 |
117~300 |
116~100 |
116~180 |
-0~205 |
170,549 |
686,577 |
+1,862 |
| Dec09 |
090624 |
115~260 |
116~145 |
115~075 |
115~075 |
-0~205 |
25 |
393 |
+3 |
| Mar10 |
090624 |
114~315 |
114~315 |
114~100 |
114~100 |
-0~215 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
170,574 |
687,024 |
+1,865 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090624 |
115~165 |
116~030 |
114~315 |
115~060 |
-0~095 |
538,689 |
1,019,211 |
-5,513 |
| Dec09 |
090624 |
113~280 |
114~015 |
113~200 |
113~240 |
-0~095 |
3 |
13 |
-1 |
| Mar10 |
090624 |
112~240 |
113~015 |
112~240 |
112~240 |
-0~095 |
|
|
|
| Total Volume and Open Interest |
538,692 |
1,019,224 |
-5,514 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090624 |
114~002 |
114~060 |
113~097 |
113~124 |
-0~006 |
245,809 |
765,254 |
-1,153 |
| Dec09 |
090624 |
112~068 |
112~086 |
112~068 |
112~080 |
-0~006 |
0 |
500 |
+0 |
| Mar10 |
090624 |
112~080 |
112~086 |
112~080 |
112~080 |
-0~006 |
|
|
|
| Total Volume and Open Interest |
246,161 |
788,280 |
-1,185 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090624 |
107~124 |
108~002 |
107~106 |
107~116 |
-0~007 |
96,437 |
530,608 |
-6,173 |
| Dec09 |
090624 |
107~057 |
107~064 |
107~057 |
107~057 |
-0~007 |
|
|
|
| Mar10 |
090624 |
107~057 |
107~064 |
107~057 |
107~057 |
-0~007 |
|
|
|
| Total Volume and Open Interest |
97,045 |
532,661 |
-6,518 |
| Eurodollars(CME) |
| Sep09 |
090624 |
99.275 |
99.300 |
99.245 |
99.280 |
+0.005 |
157,547 |
1,057,720 |
-19,549 |
| Dec09 |
090624 |
99.060 |
99.090 |
99.010 |
99.050 |
-0.005 |
186,708 |
881,280 |
-9,977 |
| Mar10 |
090624 |
98.800 |
98.840 |
98.735 |
98.775 |
-0.020 |
184,905 |
731,806 |
-2,008 |
| Jun10 |
090624 |
98.425 |
98.470 |
98.350 |
98.380 |
-0.040 |
195,041 |
537,469 |
-5,865 |
| Sep10 |
090624 |
98.035 |
98.080 |
97.940 |
97.975 |
-0.055 |
220,589 |
449,976 |
-13,480 |
| Dec10 |
090624 |
97.610 |
97.660 |
97.520 |
97.550 |
-0.060 |
148,858 |
572,859 |
-7,778 |
| Mar11 |
090624 |
97.235 |
97.290 |
97.150 |
97.180 |
-0.060 |
118,184 |
327,786 |
-8,170 |
| Jun11 |
090624 |
96.855 |
96.920 |
96.785 |
96.815 |
-0.055 |
85,254 |
318,759 |
+1,771 |
| Sep11 |
090624 |
96.525 |
96.600 |
96.465 |
96.500 |
-0.045 |
45,313 |
217,472 |
+1,426 |
| Dec11 |
090624 |
96.225 |
96.310 |
96.160 |
96.205 |
-0.035 |
34,143 |
147,058 |
+513 |
| Mar12 |
090624 |
96.015 |
96.080 |
95.945 |
96.000 |
-0.025 |
27,655 |
108,026 |
-924 |
| Jun12 |
090624 |
95.815 |
95.890 |
95.750 |
95.810 |
-0.020 |
26,653 |
111,904 |
-94 |
| Sep12 |
090624 |
95.665 |
95.725 |
95.595 |
95.660 |
-0.010 |
8,132 |
67,648 |
-49 |
| Dec12 |
090624 |
95.510 |
95.585 |
95.450 |
95.515 |
unch |
6,287 |
58,276 |
-191 |
| Mar13 |
090624 |
95.420 |
95.495 |
95.365 |
95.430 |
+0.005 |
5,117 |
63,262 |
-706 |
| Jun13 |
090624 |
95.310 |
95.390 |
95.270 |
95.325 |
+0.015 |
4,204 |
29,571 |
-409 |
| Sep13 |
090624 |
95.245 |
95.300 |
95.175 |
95.235 |
+0.020 |
2,859 |
40,036 |
-109 |
| Dec13 |
090624 |
95.145 |
95.190 |
95.075 |
95.130 |
+0.025 |
2,829 |
27,979 |
-23 |
| Total Volume and Open Interest |
1,482,251 |
5,986,744 |
-67,410 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090624 |
99.783 |
99.787 |
99.780 |
99.785 |
+0.005 |
1,813 |
55,465 |
+99 |
| Jul09 |
090624 |
99.780 |
99.785 |
99.775 |
99.780 |
unch |
2,370 |
50,861 |
+1,032 |
| Aug09 |
090624 |
99.765 |
99.770 |
99.755 |
99.765 |
unch |
2,411 |
42,527 |
-243 |
| Sep09 |
090624 |
99.740 |
99.755 |
99.735 |
99.740 |
unch |
3,612 |
31,540 |
+257 |
| Oct09 |
090624 |
99.725 |
99.730 |
99.715 |
99.720 |
unch |
5,076 |
33,243 |
+1,374 |
| Nov09 |
090624 |
99.680 |
99.690 |
99.665 |
99.680 |
unch |
6,294 |
59,408 |
+1,146 |
| Total Volume and Open Interest |
38,748 |
423,775 |
+8,123 |
| 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 |
090624 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090624 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Mar10 |
090624 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Jun10 |
090624 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Sep10 |
090624 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
| Dec10 |
090624 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
|
|
|
| Mar11 |
090624 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090624 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Sep11 |
090624 |
99.22 |
99.24 |
99.22 |
99.24 |
+0.02 |
|
|
|
| Dec11 |
090624 |
99.03 |
99.04 |
99.03 |
99.04 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090624 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
316 |
9,484 |
+106 |
| Dec09 |
090624 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
9 |
2,694 |
-380 |
| Mar10 |
090624 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
20 |
2,498 |
+0 |
| Jun10 |
090624 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.02 |
0 |
1,023 |
+0 |
| Sep10 |
090624 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.02 |
0 |
281 |
+0 |
| Dec10 |
090624 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.02 |
0 |
252 |
+0 |
| Mar11 |
090624 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.02 |
0 |
412 |
+0 |
| Jun11 |
090624 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.02 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
345 |
18,180 |
-39 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090623 |
137.21 |
137.45 |
137.21 |
137.37 |
+0.22 |
1,532 |
15,806 |
-800 |
| Dec09 |
090624 |
137.41 |
137.41 |
137.41 |
137.41 |
+0.43 |
|
|
|
| Mar10 |
090624 |
137.18 |
137.18 |
137.18 |
137.18 |
+0.43 |
|
|
|
| Total Volume and Open Interest |
1,906 |
14,881 |
-708 |
| Euro-Bund(EUREX) |
| Sep09 |
090624 |
120.15 |
120.48 |
120.06 |
120.33 |
+0.10 |
551,917 |
852,211 |
+945 |
| Dec09 |
090624 |
119.07 |
119.09 |
118.83 |
119.03 |
+0.10 |
6 |
53 |
+0 |
| Mar10 |
090624 |
118.76 |
118.76 |
118.76 |
118.76 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
551,923 |
852,264 |
+945 |
| Euro-Bobl(EUREX) |
| Sep09 |
090622 |
114.82 |
114.97 |
114.67 |
114.95 |
+0.30 |
306,661 |
639,977 |
+6,307 |
| Dec09 |
090624 |
113.74 |
113.90 |
113.74 |
113.90 |
+0.24 |
3 |
78 |
+0 |
| Mar10 |
090624 |
113.59 |
113.59 |
113.59 |
113.59 |
+0.24 |
|
|
|
| Total Volume and Open Interest |
308,875 |
659,771 |
+7,369 |
| 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 |
090624 |
98.790 |
98.840 |
98.790 |
98.840 |
+0.070 |
39 |
4,840 |
+13 |
| Total Volume and Open Interest |
430 |
32,816 |
+221 |
| Long Gilt(LIFFE) |
| Jun09 |
090624 |
119~13 |
119~17 |
119~12 |
119~17 |
+0~08 |
30,483 |
8,376 |
-30,355 |
| Sep09 |
090624 |
117~20 |
118~03 |
117~20 |
118~00 |
+0~09 |
79,951 |
215,858 |
-2,177 |
| Total Volume and Open Interest |
110,434 |
224,234 |
-32,535 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090624 |
98.81 |
98.86 |
98.80 |
98.85 |
+0.04 |
32,608 |
273,154 |
-4,364 |
| Dec09 |
090624 |
98.61 |
98.67 |
98.61 |
98.66 |
+0.05 |
27,715 |
256,984 |
+325 |
| Mar10 |
090624 |
98.36 |
98.42 |
98.36 |
98.41 |
+0.05 |
38,488 |
363,825 |
+2,490 |
| Jun10 |
090624 |
97.91 |
97.96 |
97.90 |
97.96 |
+0.06 |
45,427 |
275,965 |
-1,005 |
| Sep10 |
090624 |
97.40 |
97.48 |
97.40 |
97.47 |
+0.05 |
44,097 |
239,516 |
-1,902 |
| Dec10 |
090624 |
96.93 |
96.96 |
96.89 |
96.95 |
+0.04 |
26,435 |
194,171 |
+1,708 |
| Total Volume and Open Interest |
255,567 |
1,968,919 |
-70 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090624 |
98.880 |
98.980 |
98.870 |
98.945 |
+0.060 |
82,234 |
657,027 |
+4,900 |
| Dec09 |
090624 |
98.755 |
98.875 |
98.750 |
98.840 |
+0.070 |
73,613 |
520,187 |
-1,989 |
| Mar10 |
090624 |
98.610 |
98.735 |
98.600 |
98.700 |
+0.080 |
112,014 |
495,128 |
+6,525 |
| Total Volume and Open Interest |
619,636 |
3,153,998 |
+20,170 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090624 |
96.80 |
96.82 |
96.77 |
96.79 |
-0.01 |
14,326 |
288,695 |
-1,223 |
| Dec09 |
090624 |
96.67 |
96.69 |
96.64 |
96.65 |
-0.02 |
19,892 |
201,836 |
+6,669 |
| Mar10 |
090624 |
96.30 |
96.35 |
96.27 |
96.28 |
-0.04 |
11,847 |
118,875 |
+3,693 |
| Jun10 |
090624 |
95.83 |
95.88 |
95.78 |
95.79 |
-0.05 |
4,424 |
77,394 |
-645 |
| Sep10 |
090624 |
95.35 |
95.38 |
95.29 |
95.31 |
-0.05 |
3,341 |
47,547 |
+44 |
| Dec10 |
090624 |
94.94 |
94.96 |
94.87 |
94.90 |
-0.04 |
3,388 |
30,603 |
+1,856 |
| Mar11 |
090624 |
94.58 |
94.58 |
94.51 |
94.54 |
-0.04 |
892 |
16,611 |
+464 |
| Jun11 |
090624 |
94.25 |
94.25 |
94.18 |
94.20 |
-0.03 |
79 |
10,498 |
+55 |
| Sep11 |
090624 |
93.96 |
93.96 |
93.88 |
93.90 |
-0.02 |
17 |
2,999 |
-36 |
| Dec11 |
090624 |
93.61 |
93.61 |
93.61 |
93.61 |
-0.03 |
0 |
891 |
+0 |
| Total Volume and Open Interest |
58,206 |
796,684 |
+10,877 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090624 |
94.42 |
94.46 |
94.36 |
94.40 |
-0.03 |
34,460 |
303,536 |
+21,874 |
| Dec09 |
090624 |
94.35 |
94.35 |
94.35 |
94.35 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
34,460 |
303,536 |
-1,879 |
| 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 |
090624 |
95.13 |
95.13 |
95.13 |
95.13 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
81,730 |
409,882 |
+16,804 |
| Gold(CMX) |
| Jun09 |
090624 |
925.4 |
942.7 |
922.9 |
934.1 |
+10.2 |
134 |
539 |
+6 |
| Aug09 |
090624 |
926.4 |
944.4 |
922.8 |
934.4 |
+10.1 |
96,762 |
229,664 |
+150 |
| Oct09 |
090624 |
927.8 |
945.0 |
924.2 |
935.8 |
+10.2 |
324 |
12,022 |
+87 |
| Dec09 |
090624 |
929.2 |
945.9 |
925.5 |
937.2 |
+10.3 |
1,993 |
48,850 |
+638 |
| Feb10 |
090624 |
929.3 |
944.6 |
929.3 |
938.4 |
+10.3 |
158 |
14,561 |
+54 |
| Apr10 |
090624 |
931.9 |
949.3 |
931.9 |
939.7 |
+10.3 |
1,266 |
16,228 |
+817 |
| Jun10 |
090624 |
931.3 |
948.4 |
930.3 |
941.4 |
+10.2 |
484 |
8,770 |
-376 |
| Aug10 |
090624 |
943.3 |
943.3 |
943.3 |
943.3 |
+10.1 |
5 |
3,058 |
+5 |
| Oct10 |
090624 |
945.5 |
945.5 |
945.5 |
945.5 |
+10.1 |
0 |
1,237 |
+0 |
| Dec10 |
090624 |
941.0 |
951.7 |
941.0 |
948.1 |
+10.1 |
926 |
13,257 |
+136 |
| Feb11 |
090624 |
951.1 |
951.1 |
951.1 |
951.1 |
+10.1 |
0 |
12 |
+0 |
| Apr11 |
090624 |
954.4 |
954.4 |
954.4 |
954.4 |
+10.1 |
|
|
|
| Total Volume and Open Interest |
102,936 |
374,970 |
+1,329 |
| Silver(CMX) |
| Jul09 |
090624 |
1383.0 |
1410.5 |
1377.5 |
1391.0 |
+6.5 |
33,835 |
32,608 |
-3,536 |
| Sep09 |
090624 |
1388.0 |
1413.0 |
1381.0 |
1394.2 |
+6.6 |
14,225 |
33,760 |
-938 |
| Dec09 |
090624 |
1390.5 |
1418.0 |
1385.5 |
1398.4 |
+6.7 |
1,077 |
20,496 |
-11 |
| Mar10 |
090624 |
1417.0 |
1417.0 |
1401.1 |
1401.1 |
+6.8 |
152 |
6,415 |
+0 |
| May10 |
090624 |
1402.8 |
1402.8 |
1402.8 |
1402.8 |
+7.0 |
2 |
2,573 |
-2 |
| Jul10 |
090624 |
1392.0 |
1404.4 |
1392.0 |
1404.4 |
+7.2 |
1,804 |
2,751 |
-143 |
| Sep10 |
090624 |
1406.4 |
1406.4 |
1406.4 |
1406.4 |
+7.3 |
1 |
63 |
+1 |
| Total Volume and Open Interest |
51,216 |
106,844 |
-4,536 |
| Platinum(NYMEX) |
| Jul09 |
090624 |
1162.1 |
1177.6 |
1158.9 |
1167.9 |
+2.5 |
5,842 |
10,910 |
-2,045 |
| Oct09 |
090624 |
1176.0 |
1184.9 |
1168.0 |
1175.2 |
+1.6 |
2,544 |
12,424 |
+1,700 |
| Jan10 |
090624 |
1178.0 |
1180.3 |
1178.0 |
1178.8 |
+1.7 |
4 |
227 |
+0 |
| Total Volume and Open Interest |
8,390 |
23,561 |
-345 |
| Palladium(NYMEX) |
| Jun09 |
090624 |
237.10 |
237.80 |
235.75 |
236.75 |
-0.05 |
27 |
264 |
-3 |
| Sep09 |
090624 |
236.80 |
240.95 |
235.30 |
237.45 |
+0.45 |
1,664 |
15,579 |
+14 |
| Dec09 |
090624 |
239.80 |
239.85 |
238.65 |
238.65 |
+0.45 |
16 |
296 |
+6 |
| Total Volume and Open Interest |
1,707 |
16,139 |
+17 |
| Copper(CMX) |
| Jul09 |
090624 |
218.90 |
228.90 |
216.10 |
226.75 |
+6.90 |
22,028 |
21,327 |
-2,724 |
| Sep09 |
090624 |
220.35 |
230.20 |
217.40 |
228.10 |
+6.90 |
14,587 |
66,887 |
+2,539 |
| Dec09 |
090624 |
219.15 |
230.60 |
219.15 |
228.85 |
+6.65 |
1,194 |
12,303 |
+334 |
| Mar10 |
090624 |
224.15 |
230.40 |
224.15 |
229.15 |
+6.50 |
169 |
2,280 |
+11 |
| May10 |
090624 |
229.30 |
229.30 |
229.30 |
229.30 |
+6.55 |
29 |
601 |
-13 |
| Total Volume and Open Interest |
38,797 |
113,366 |
+21 |
| Aluminum(CMX) |
| Jun09 |
090624 |
75.25 |
75.25 |
75.25 |
75.25 |
+1.50 |
|
|
|
| Jul09 |
090624 |
75.75 |
75.75 |
75.75 |
75.75 |
+1.50 |
|
|
|
| Aug09 |
090624 |
76.25 |
76.25 |
76.25 |
76.25 |
+1.50 |
|
|
|
| Sep09 |
090624 |
76.75 |
76.75 |
76.75 |
76.75 |
+1.50 |
|
|
|
| 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) |
| Sep09 |
090624 |
8261 |
8370 |
8200 |
8256 |
-1 |
1,408 |
8,198 |
+841 |
| Dec09 |
090624 |
8262 |
8298 |
8198 |
8198 |
-1 |
1 |
37 |
-1 |
| Mar10 |
090624 |
8156 |
8157 |
8156 |
8156 |
-1 |
0 |
1 |
+0 |
| Jun10 |
090624 |
8106 |
8107 |
8106 |
8106 |
-1 |
|
|
|
| Total Volume and Open Interest |
1,409 |
8,236 |
+840 |
| S & P 500(CME) |
| Sep09 |
090624 |
890.20 |
906.50 |
888.00 |
898.00 |
+7.80 |
25,165 |
383,854 |
+1,743 |
| Dec09 |
090624 |
893.80 |
902.00 |
888.00 |
893.80 |
+7.80 |
53 |
6,771 |
+26 |
| Mar10 |
090624 |
890.20 |
898.60 |
884.60 |
890.20 |
+7.60 |
22 |
3,174 |
-20 |
| Jun10 |
090624 |
888.20 |
896.60 |
882.60 |
888.20 |
+7.60 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
25,240 |
393,801 |
+1,749 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090624 |
890.50 |
906.50 |
888.25 |
898.00 |
+7.75 |
2,043,793 |
2,299,498 |
+37,991 |
| Dec09 |
090624 |
885.25 |
902.25 |
884.75 |
893.75 |
+7.75 |
3,011 |
4,841 |
+2,067 |
| Total Volume and Open Interest |
2,046,804 |
2,304,359 |
+40,057 |
| NASDAQ 100(CME) |
| Sep09 |
090624 |
1421.50 |
1457.00 |
1420.80 |
1447.30 |
+23.30 |
3,017 |
11,477 |
+46 |
| Dec09 |
090624 |
1446.30 |
1446.30 |
1445.00 |
1446.30 |
+23.30 |
0 |
12 |
+0 |
| Mar10 |
090624 |
1445.30 |
1445.30 |
1444.00 |
1445.30 |
+23.30 |
|
|
|
| Total Volume and Open Interest |
3,017 |
11,489 |
+46 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090624 |
1424.30 |
1457.00 |
1420.00 |
1447.30 |
+23.30 |
312,002 |
240,154 |
+6,356 |
| Dec09 |
090624 |
1423.00 |
1455.30 |
1420.50 |
1446.30 |
+23.30 |
38 |
54 |
+28 |
| Total Volume and Open Interest |
312,040 |
240,209 |
+6,384 |
| S & P Midcap 400(CME) |
| Sep09 |
090624 |
555.00 |
564.00 |
555.00 |
560.70 |
+9.60 |
10 |
2,425 |
-2 |
| Dec09 |
090624 |
558.70 |
558.70 |
558.10 |
558.70 |
+9.60 |
|
|
|
| Mar10 |
090624 |
556.70 |
556.70 |
556.10 |
556.70 |
+9.60 |
|
|
|
| Total Volume and Open Interest |
10 |
2,425 |
-2 |
| Russell 2000(CME) |
| Sep09 |
090624 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
74 |
5,744 |
+592 |
| Dec09 |
090624 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,275 |
+0 |
| Mar10 |
090624 |
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 |
090624 |
9555 |
9630 |
9525 |
9570 |
+20 |
87,404 |
144,251 |
+2,103 |
| Dec09 |
090624 |
9530 |
9530 |
9530 |
9530 |
+20 |
200 |
959 |
+190 |
| Total Volume and Open Interest |
88,134 |
159,589 |
+10,936 |
| Nikkei 225(SGX) |
| Sep09 |
090624 |
9555 |
9630 |
9525 |
9570 |
+20 |
87,404 |
144,251 |
+2,103 |
| Dec09 |
090624 |
9530 |
9530 |
9530 |
9530 |
+20 |
200 |
959 |
+190 |
| Mar10 |
090624 |
9550 |
9550 |
9550 |
9550 |
+25 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
88,134 |
159,589 |
+10,936 |
| CAC 40(EURONEXT) |
| Jul09 |
090624 |
3120.5 |
3194.0 |
3100.0 |
3182.5 |
+70.5 |
116,283 |
384,787 |
+16,695 |
| Aug09 |
090624 |
3114.5 |
3193.0 |
3108.5 |
3183.0 |
+70.0 |
66 |
338 |
+6 |
| Sep09 |
090624 |
3116.5 |
3190.0 |
3099.0 |
3179.5 |
+69.5 |
704 |
38,611 |
-57 |
| Total Volume and Open Interest |
117,054 |
426,354 |
+16,644 |
| Hang Seng Index(HKFE) |
| Jun09 |
090624 |
17437 |
17960 |
17425 |
17950 |
+479 |
94,533 |
78,707 |
-4,163 |
| Jul09 |
090624 |
17481 |
17956 |
17442 |
17948 |
+472 |
3,730 |
9,895 |
+3,754 |
| Total Volume and Open Interest |
98,473 |
91,242 |
-397 |
| DAX(EUREX) |
| Sep09 |
090624 |
4724.0 |
4844.0 |
4700.0 |
4836.0 |
+128.5 |
137,030 |
125,310 |
+16,197 |
| Dec09 |
090624 |
4731.0 |
4847.0 |
4715.5 |
4841.0 |
+128.5 |
530 |
7,734 |
-353 |
| Mar10 |
090624 |
4728.0 |
4852.5 |
4728.0 |
4852.5 |
+128.5 |
60 |
60 |
|
| Total Volume and Open Interest |
137,620 |
133,104 |
|
| FT-SE 100(EURONEXT) |
| Sep09 |
090624 |
4218.50 |
4259.50 |
4183.50 |
4249.00 |
+55.50 |
98,951 |
626,441 |
+1,102 |
| Dec09 |
090624 |
4172.00 |
4228.50 |
4159.00 |
4221.50 |
+56.00 |
21 |
4,371 |
+3 |
| Mar10 |
090624 |
4196.00 |
4196.00 |
4196.00 |
4196.00 |
+55.50 |
|
|
|
| Total Volume and Open Interest |
98,972 |
630,812 |
+1,105 |
| SPI 200(SFE) |
| Jun09 |
090618 |
3898.0 |
3923.0 |
3853.0 |
3922.0 |
+25.0 |
83,915 |
210,038 |
-62,039 |
| Sep09 |
090624 |
3771.0 |
3791.0 |
3722.0 |
3768.0 |
+1.0 |
32,578 |
248,500 |
+12,349 |
| Dec09 |
090624 |
3750.0 |
3775.0 |
3750.0 |
3775.0 |
+1.0 |
10 |
3,493 |
-8 |
| Total Volume and Open Interest |
32,797 |
256,000 |
+12,540 |
| GSCI(CME) |
| Jul09 |
090624 |
451.50 |
453.50 |
448.00 |
448.00 |
-2.00 |
784 |
15,746 |
-234 |
| Aug09 |
090624 |
453.00 |
458.50 |
453.00 |
453.00 |
-3.00 |
|
|
|
| Sep09 |
090624 |
457.00 |
462.50 |
457.00 |
457.00 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
784 |
15,746 |
-234 |
| 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. |
|
|