|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri June 26, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090626 |
1195.75 |
1209.75 |
1194.75 |
1201.00 |
+5.00 |
42,577 |
59,888 |
-9,490 |
| Aug09 |
090626 |
1127.00 |
1140.00 |
1126.00 |
1128.00 |
+1.00 |
20,791 |
61,466 |
+2,181 |
| Sep09 |
090626 |
1051.00 |
1061.25 |
1042.00 |
1046.00 |
-6.00 |
4,877 |
19,090 |
+319 |
| Nov09 |
090626 |
1002.00 |
1009.25 |
989.50 |
991.00 |
-11.00 |
59,365 |
234,087 |
+2,526 |
| Jan10 |
090626 |
1004.25 |
1010.00 |
992.00 |
992.00 |
-13.25 |
3,300 |
24,620 |
-55 |
| Mar10 |
090626 |
997.00 |
1005.00 |
985.25 |
986.50 |
-12.75 |
2,108 |
17,496 |
+710 |
| May10 |
090626 |
985.50 |
992.75 |
968.00 |
968.00 |
-17.50 |
1,436 |
9,297 |
+333 |
| Total Volume and Open Interest |
137,413 |
457,204 |
-2,873 |
| Soybean Meal(CBOT) |
| Jul09 |
090626 |
398.50 |
406.80 |
398.50 |
405.00 |
+7.70 |
19,787 |
24,105 |
-3,806 |
| Aug09 |
090626 |
367.10 |
373.60 |
367.10 |
371.00 |
+4.20 |
11,726 |
28,019 |
+807 |
| Sep09 |
090626 |
337.30 |
342.00 |
330.10 |
338.00 |
+0.70 |
5,645 |
22,894 |
+999 |
| Oct09 |
090626 |
314.50 |
317.30 |
313.10 |
314.20 |
+0.40 |
4,287 |
16,814 |
+480 |
| Dec09 |
090626 |
306.70 |
309.70 |
304.70 |
306.00 |
+0.20 |
15,379 |
73,835 |
+540 |
| Jan10 |
090626 |
301.70 |
301.70 |
298.00 |
299.00 |
-0.70 |
823 |
5,286 |
+231 |
| Mar10 |
090626 |
293.70 |
294.80 |
292.00 |
292.70 |
-1.70 |
951 |
4,457 |
+213 |
| May10 |
090626 |
289.60 |
289.70 |
283.60 |
284.40 |
-3.40 |
758 |
5,926 |
+240 |
| Total Volume and Open Interest |
60,698 |
186,177 |
+188 |
| Soybean Oil(CBOT) |
| Jul09 |
090626 |
36.73 |
37.14 |
35.91 |
36.08 |
-0.46 |
36,754 |
42,558 |
-2,577 |
| Aug09 |
090626 |
36.80 |
37.22 |
36.07 |
36.24 |
-0.46 |
16,807 |
38,757 |
+2,963 |
| Sep09 |
090626 |
37.03 |
37.35 |
36.23 |
36.39 |
-0.48 |
9,696 |
30,506 |
+1,257 |
| Oct09 |
090626 |
37.22 |
37.22 |
36.35 |
36.54 |
-0.48 |
2,507 |
15,762 |
+429 |
| Dec09 |
090626 |
37.56 |
37.98 |
36.71 |
36.89 |
-0.50 |
18,897 |
95,856 |
+811 |
| Jan10 |
090626 |
38.10 |
38.10 |
37.08 |
37.23 |
-0.50 |
429 |
8,129 |
+209 |
| Mar10 |
090626 |
37.82 |
37.98 |
37.40 |
37.48 |
-0.50 |
846 |
3,373 |
+296 |
| May10 |
090626 |
38.16 |
38.19 |
37.55 |
37.60 |
-0.50 |
229 |
4,175 |
+97 |
| Total Volume and Open Interest |
86,661 |
248,756 |
+3,602 |
| Canola(WCE) |
| Jul09 |
090626 |
463.7 |
469.6 |
455.1 |
460.2 |
-4.3 |
2,665 |
8,593 |
-2,136 |
| Nov09 |
090626 |
460.0 |
464.9 |
456.2 |
456.3 |
-3.9 |
6,139 |
84,039 |
+649 |
| Jan10 |
090626 |
464.0 |
464.2 |
459.3 |
460.3 |
-3.4 |
192 |
8,957 |
+51 |
| Mar10 |
090626 |
469.5 |
469.5 |
464.6 |
464.6 |
-1.1 |
0 |
1,462 |
+0 |
| May10 |
090626 |
469.8 |
469.9 |
466.1 |
466.1 |
-1.1 |
0 |
498 |
+0 |
| Total Volume and Open Interest |
8,996 |
104,146 |
-1,436 |
| Corn(CBOT) |
| Jul09 |
090626 |
382.00 |
386.75 |
379.75 |
384.25 |
+1.75 |
91,222 |
128,068 |
-16,314 |
| Sep09 |
090626 |
389.75 |
394.00 |
387.25 |
391.75 |
+1.75 |
40,042 |
271,472 |
+4,246 |
| Dec09 |
090626 |
401.25 |
406.50 |
399.00 |
404.25 |
+2.75 |
112,156 |
387,607 |
+13,256 |
| Mar10 |
090626 |
412.50 |
418.75 |
411.50 |
416.00 |
+2.25 |
8,146 |
63,050 |
+1,361 |
| May10 |
090626 |
420.25 |
426.00 |
420.00 |
424.50 |
+3.00 |
1,006 |
14,167 |
+138 |
| Jul10 |
090626 |
429.50 |
434.00 |
427.25 |
431.25 |
+1.75 |
1,840 |
37,104 |
+162 |
| Total Volume and Open Interest |
258,722 |
973,794 |
+3,615 |
| Wheat(CBOT) |
| Jul09 |
090626 |
533.00 |
538.00 |
530.50 |
534.25 |
+1.25 |
54,486 |
49,114 |
-7,129 |
| Sep09 |
090626 |
561.00 |
566.75 |
559.00 |
563.00 |
+1.50 |
53,976 |
129,540 |
-4,094 |
| Dec09 |
090626 |
586.75 |
591.00 |
584.00 |
587.25 |
+1.00 |
28,233 |
89,935 |
+1,363 |
| Mar10 |
090626 |
602.50 |
605.25 |
600.75 |
603.75 |
+0.75 |
1,775 |
11,120 |
+408 |
| May10 |
090626 |
613.50 |
617.00 |
612.50 |
615.75 |
+1.50 |
243 |
1,134 |
+30 |
| Total Volume and Open Interest |
140,478 |
324,348 |
-9,148 |
| Wheat(KCBT) |
| Jul09 |
090626 |
591.00 |
594.50 |
589.00 |
589.50 |
-2.75 |
7,713 |
15,284 |
-1,294 |
| Sep09 |
090626 |
602.50 |
605.00 |
599.50 |
600.00 |
-2.50 |
6,248 |
33,327 |
+930 |
| Dec09 |
090626 |
618.75 |
621.25 |
616.00 |
616.50 |
-2.25 |
4,398 |
28,509 |
+304 |
| Mar10 |
090626 |
634.25 |
636.25 |
632.00 |
632.00 |
-2.25 |
345 |
3,100 |
+142 |
| May10 |
090626 |
641.75 |
645.00 |
640.25 |
640.25 |
-2.25 |
20 |
622 |
-5 |
| Total Volume and Open Interest |
19,099 |
91,361 |
-65 |
| Wheat(MGE) |
| Jul09 |
090626 |
675.50 |
678.50 |
666.00 |
667.25 |
-11.25 |
885 |
2,274 |
-453 |
| Sep09 |
090626 |
673.00 |
673.75 |
667.00 |
667.25 |
-5.75 |
1,453 |
12,168 |
-324 |
| Dec09 |
090626 |
685.50 |
685.50 |
678.00 |
678.75 |
-5.25 |
659 |
9,372 |
-168 |
| Mar10 |
090626 |
691.75 |
693.00 |
689.00 |
689.25 |
-5.00 |
219 |
2,601 |
+54 |
| May10 |
090626 |
696.75 |
697.00 |
694.00 |
694.75 |
-4.50 |
138 |
957 |
+76 |
| Total Volume and Open Interest |
3,755 |
33,194 |
-571 |
| Oats(CBOT) |
| Jul09 |
090626 |
203.00 |
210.00 |
198.50 |
209.25 |
+6.25 |
313 |
2,196 |
-126 |
| Sep09 |
090626 |
212.50 |
219.25 |
207.75 |
218.75 |
+6.25 |
145 |
2,876 |
+45 |
| Dec09 |
090626 |
224.75 |
233.00 |
220.25 |
232.00 |
+6.75 |
549 |
7,780 |
+86 |
| Mar10 |
090626 |
239.25 |
244.00 |
237.75 |
244.00 |
+6.25 |
71 |
1,275 |
-55 |
| Total Volume and Open Interest |
1,078 |
14,215 |
-50 |
| Rough Rice(CBOT) |
| Jul09 |
090626 |
12.25 |
12.25 |
12.12 |
12.13 |
-0.20 |
309 |
1,200 |
-158 |
| Sep09 |
090626 |
12.28 |
12.33 |
12.14 |
12.23 |
-0.09 |
302 |
4,347 |
+33 |
| Nov09 |
090626 |
12.30 |
12.36 |
12.23 |
12.31 |
-0.05 |
203 |
2,046 |
+37 |
| Jan10 |
090626 |
12.44 |
12.59 |
12.40 |
12.52 |
-0.06 |
3 |
262 |
+0 |
| Total Volume and Open Interest |
839 |
8,309 |
-68 |
| Live Cattle(CME) |
| Jun09 |
090626 |
81.725 |
82.550 |
81.475 |
82.480 |
+0.530 |
1,792 |
2,487 |
-1,212 |
| Aug09 |
090626 |
82.385 |
82.500 |
81.980 |
82.400 |
-0.150 |
15,240 |
106,619 |
+48 |
| Oct09 |
090626 |
87.830 |
88.200 |
87.580 |
88.135 |
-0.115 |
5,748 |
59,078 |
+514 |
| Dec09 |
090626 |
88.750 |
88.900 |
88.385 |
88.680 |
-0.270 |
3,462 |
27,197 |
+903 |
| Feb10 |
090626 |
89.400 |
89.480 |
88.750 |
88.800 |
-0.835 |
1,272 |
10,944 |
+348 |
| Apr10 |
090626 |
90.550 |
90.550 |
90.000 |
90.000 |
-0.650 |
197 |
5,292 |
+38 |
| Total Volume and Open Interest |
27,777 |
213,480 |
+662 |
| Feeder Cattle(CME) |
| Aug09 |
090626 |
99.000 |
99.250 |
98.750 |
98.980 |
+0.030 |
1,799 |
14,588 |
-172 |
| Sep09 |
090626 |
98.850 |
99.080 |
98.535 |
98.980 |
+0.095 |
471 |
2,816 |
+203 |
| Oct09 |
090626 |
98.535 |
98.785 |
98.300 |
98.580 |
-0.170 |
398 |
4,830 |
+77 |
| Nov09 |
090626 |
98.350 |
98.830 |
98.350 |
98.700 |
-0.030 |
78 |
1,137 |
+30 |
| Jan10 |
090626 |
98.150 |
98.150 |
97.950 |
98.000 |
-0.150 |
22 |
342 |
+4 |
| Mar10 |
090626 |
97.000 |
97.000 |
97.000 |
97.000 |
-0.100 |
2 |
52 |
+0 |
| Apr10 |
090626 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
20 |
+0 |
| Total Volume and Open Interest |
2,770 |
23,789 |
+142 |
| Lean Hogs(CME) |
| Jul09 |
090626 |
56.785 |
57.750 |
56.285 |
56.700 |
-0.380 |
6,988 |
12,700 |
-1,736 |
| Aug09 |
090626 |
58.285 |
59.380 |
57.235 |
57.700 |
-1.100 |
11,549 |
63,826 |
-1,209 |
| Oct09 |
090626 |
55.300 |
56.250 |
54.300 |
54.785 |
-1.015 |
5,352 |
27,341 |
-758 |
| Dec09 |
090626 |
57.330 |
57.500 |
55.380 |
55.850 |
-1.230 |
3,335 |
18,238 |
-85 |
| Feb10 |
090626 |
63.235 |
63.800 |
61.400 |
61.750 |
-2.035 |
633 |
4,424 |
-160 |
| Apr10 |
090626 |
68.600 |
69.350 |
67.000 |
67.600 |
-1.730 |
723 |
2,328 |
+207 |
| May10 |
090626 |
73.535 |
74.200 |
72.600 |
73.450 |
-1.400 |
26 |
183 |
+4 |
| Jun10 |
090626 |
77.080 |
77.550 |
76.000 |
76.400 |
-0.750 |
122 |
1,130 |
+68 |
| Total Volume and Open Interest |
28,744 |
130,671 |
-3,658 |
| Pork Bellies(CME) |
| Jul09 |
090626 |
58.785 |
60.500 |
58.000 |
58.400 |
-0.400 |
59 |
176 |
-41 |
| Aug09 |
090626 |
59.000 |
61.900 |
58.500 |
59.650 |
-0.400 |
62 |
473 |
+7 |
| Feb10 |
090626 |
87.500 |
90.450 |
87.500 |
90.285 |
unch |
0 |
118 |
+0 |
| Mar10 |
090626 |
88.900 |
88.900 |
88.900 |
88.900 |
-0.200 |
0 |
42 |
+0 |
| May10 |
090626 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
121 |
809 |
-34 |
| Class III Milk(CME) |
| Jun09 |
090626 |
9.96 |
9.97 |
9.93 |
9.95 |
+0.03 |
75 |
5,324 |
+113 |
| Jul09 |
090626 |
10.10 |
10.26 |
10.07 |
10.13 |
-0.02 |
162 |
4,211 |
+24 |
| Aug09 |
090626 |
10.99 |
11.10 |
10.91 |
10.99 |
+0.01 |
108 |
3,826 |
+21 |
| Sep09 |
090626 |
11.99 |
12.10 |
11.82 |
11.94 |
-0.01 |
117 |
3,463 |
+0 |
| Oct09 |
090626 |
12.79 |
12.87 |
12.67 |
12.76 |
+0.02 |
111 |
3,082 |
-8 |
| Total Volume and Open Interest |
907 |
29,472 |
+305 |
| Cocoa(ICE) |
| Jul09 |
090626 |
2475 |
2538 |
2475 |
2525 |
-1 |
33 |
29 |
-48 |
| Sep09 |
090626 |
2565 |
2582 |
2489 |
2553 |
-3 |
7,302 |
50,638 |
-1,613 |
| Dec09 |
090626 |
2600 |
2603 |
2515 |
2578 |
unch |
1,075 |
26,792 |
-310 |
| Mar10 |
090626 |
2580 |
2595 |
2525 |
2590 |
unch |
419 |
15,919 |
+9 |
| May10 |
090626 |
2581 |
2599 |
2550 |
2599 |
+1 |
26 |
3,885 |
+16 |
| Jul10 |
090626 |
2609 |
2609 |
2609 |
2609 |
+2 |
4 |
3,581 |
+0 |
| Sep10 |
090626 |
2612 |
2612 |
2612 |
2612 |
+4 |
9 |
2,307 |
-9 |
| Total Volume and Open Interest |
8,878 |
107,158 |
-1,964 |
| Coffee "C"(ICE) |
| Jul09 |
090626 |
117.80 |
118.00 |
116.75 |
116.75 |
-0.80 |
128 |
315 |
+55 |
| Sep09 |
090626 |
120.55 |
120.90 |
118.80 |
119.20 |
-1.05 |
5,884 |
68,705 |
+250 |
| Dec09 |
090626 |
123.60 |
123.70 |
121.75 |
122.00 |
-1.05 |
923 |
25,366 |
+24 |
| Mar10 |
090626 |
126.40 |
126.40 |
124.55 |
124.80 |
-1.05 |
444 |
11,425 |
-73 |
| May10 |
090626 |
127.25 |
127.25 |
126.45 |
126.70 |
-1.00 |
140 |
3,103 |
+4 |
| Jul10 |
090626 |
128.75 |
128.75 |
128.25 |
128.60 |
-0.85 |
44 |
1,299 |
+38 |
| Total Volume and Open Interest |
7,657 |
112,767 |
+314 |
| Orange Juice(ICE) |
| Jul09 |
090626 |
75.20 |
75.20 |
74.00 |
74.25 |
+0.35 |
296 |
4,695 |
-227 |
| Sep09 |
090626 |
76.90 |
77.70 |
76.10 |
76.40 |
-0.40 |
908 |
19,472 |
+274 |
| Nov09 |
090626 |
80.30 |
80.50 |
79.35 |
79.75 |
-0.35 |
126 |
4,853 |
+66 |
| Jan10 |
090626 |
83.40 |
83.60 |
82.70 |
82.95 |
-0.45 |
18 |
1,203 |
+0 |
| Mar10 |
090626 |
86.40 |
86.40 |
86.00 |
86.25 |
-0.45 |
13 |
865 |
+13 |
| May10 |
090626 |
89.75 |
89.75 |
89.40 |
89.40 |
-0.60 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
1,361 |
31,438 |
+126 |
| Sugar #11(ICE) |
| Jul09 |
090626 |
16.67 |
16.69 |
16.20 |
16.26 |
-0.39 |
29,830 |
59,975 |
-20,382 |
| Oct09 |
090626 |
17.69 |
17.75 |
17.25 |
17.31 |
-0.39 |
79,514 |
329,982 |
+8,827 |
| Mar10 |
090626 |
18.55 |
18.65 |
18.20 |
18.25 |
-0.40 |
22,998 |
150,914 |
+1,246 |
| May10 |
090626 |
18.10 |
18.15 |
17.77 |
17.81 |
-0.42 |
5,118 |
35,837 |
+181 |
| Jul10 |
090626 |
17.79 |
17.79 |
17.40 |
17.41 |
-0.48 |
4,651 |
66,260 |
+96 |
| Total Volume and Open Interest |
148,552 |
753,259 |
-7,494 |
| Sugar #14(ICE) |
| Sep09 |
090626 |
22.84 |
22.84 |
22.80 |
22.80 |
-0.03 |
35 |
2,475 |
-10 |
| Total Volume and Open Interest |
35 |
2,475 |
-10 |
| London Cocoa(LCE) |
| Jul09 |
090626 |
1622 |
1623 |
1559 |
1605 |
-17 |
3,465 |
44,998 |
-789 |
| Sep09 |
090626 |
1653 |
1653 |
1588 |
1631 |
-18 |
6,644 |
38,500 |
+458 |
| Dec09 |
090626 |
1651 |
1654 |
1591 |
1637 |
-17 |
1,834 |
28,602 |
+59 |
| Mar10 |
090626 |
1647 |
1647 |
1601 |
1636 |
-14 |
417 |
27,543 |
+94 |
| May10 |
090626 |
1649 |
1649 |
1627 |
1637 |
-15 |
97 |
14,513 |
+3 |
| Jul10 |
090626 |
1643 |
1643 |
1640 |
1640 |
-15 |
30 |
4,310 |
-2 |
| Sep10 |
090626 |
1634 |
1634 |
1634 |
1634 |
-15 |
45 |
2,744 |
+0 |
| Total Volume and Open Interest |
12,537 |
164,276 |
-175 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090626 |
452.00 |
452.00 |
445.70 |
447.10 |
-4.80 |
4,825 |
29,471 |
-856 |
| Oct09 |
090626 |
465.00 |
466.00 |
458.00 |
459.30 |
-5.70 |
5,186 |
32,320 |
+1,690 |
| Dec09 |
090626 |
470.70 |
471.30 |
466.00 |
466.40 |
-4.70 |
523 |
8,312 |
-100 |
| Mar10 |
090626 |
478.70 |
480.50 |
474.80 |
475.00 |
-4.40 |
674 |
9,247 |
+248 |
| May10 |
090626 |
472.80 |
475.00 |
468.20 |
468.20 |
-4.60 |
161 |
1,470 |
+72 |
| Total Volume and Open Interest |
11,417 |
83,174 |
+1,102 |
| Cotton(ICE) |
| Jul09 |
090626 |
53.22 |
53.22 |
52.12 |
52.54 |
-0.48 |
287 |
696 |
-977 |
| Oct09 |
090626 |
55.48 |
55.80 |
54.53 |
54.89 |
-0.60 |
132 |
2,751 |
-8 |
| Dec09 |
090626 |
57.68 |
57.87 |
56.51 |
56.84 |
-0.65 |
5,871 |
87,052 |
+599 |
| Mar10 |
090626 |
60.29 |
60.29 |
59.20 |
59.37 |
-0.72 |
325 |
10,981 |
+156 |
| May10 |
090626 |
60.79 |
60.79 |
60.79 |
60.79 |
-0.69 |
129 |
622 |
+4 |
| Jul10 |
090626 |
61.99 |
61.99 |
61.99 |
61.99 |
-0.80 |
17 |
1,828 |
+2 |
| Total Volume and Open Interest |
6,762 |
105,969 |
-225 |
| Lumber(CME) |
| Jul09 |
090626 |
198.0 |
205.7 |
198.0 |
202.8 |
+4.8 |
221 |
1,647 |
-60 |
| Sep09 |
090626 |
223.1 |
230.0 |
222.2 |
227.7 |
+6.4 |
424 |
5,326 |
-65 |
| Nov09 |
090626 |
219.5 |
224.7 |
219.5 |
222.1 |
+3.6 |
51 |
1,162 |
+22 |
| Jan10 |
090626 |
237.8 |
241.1 |
237.8 |
241.1 |
+3.6 |
4 |
703 |
+1 |
| Total Volume and Open Interest |
700 |
8,884 |
-103 |
| Crude Oil(NYM) |
| Aug09 |
090626 |
70.34 |
71.29 |
68.81 |
69.16 |
-1.07 |
242,855 |
262,273 |
+1,077 |
| Sep09 |
090626 |
71.22 |
72.14 |
69.67 |
70.02 |
-1.06 |
51,862 |
133,424 |
+4,937 |
| Oct09 |
090626 |
71.80 |
72.83 |
70.44 |
70.76 |
-1.05 |
14,621 |
49,832 |
+997 |
| Nov09 |
090626 |
72.75 |
73.32 |
71.12 |
71.38 |
-1.06 |
7,673 |
28,821 |
+1,694 |
| Dec09 |
090626 |
73.03 |
73.91 |
71.57 |
71.92 |
-1.06 |
30,213 |
153,894 |
+1,760 |
| Jan10 |
090626 |
74.06 |
74.06 |
72.05 |
72.37 |
-1.03 |
4,199 |
27,693 |
-29 |
| Feb10 |
090626 |
72.75 |
72.75 |
72.59 |
72.73 |
-1.02 |
1,683 |
20,501 |
+459 |
| Mar10 |
090626 |
74.66 |
74.66 |
72.99 |
73.08 |
-1.01 |
3,381 |
18,646 |
+1,043 |
| Apr10 |
090626 |
73.45 |
73.45 |
73.42 |
73.42 |
-1.01 |
1,760 |
9,778 |
+237 |
| May10 |
090626 |
73.44 |
73.92 |
73.44 |
73.75 |
-1.02 |
1,737 |
9,660 |
+424 |
| Jun10 |
090626 |
75.65 |
75.65 |
73.79 |
74.08 |
-1.03 |
5,832 |
45,859 |
+459 |
| Jul10 |
090626 |
75.35 |
75.35 |
74.10 |
74.41 |
-1.02 |
2,282 |
37,377 |
-190 |
| Aug10 |
090626 |
74.70 |
74.70 |
74.70 |
74.70 |
-1.01 |
906 |
5,737 |
+343 |
| Sep10 |
090626 |
76.33 |
76.33 |
74.70 |
75.01 |
-0.99 |
2,318 |
11,466 |
+1,325 |
| Oct10 |
090626 |
75.35 |
75.35 |
75.35 |
75.35 |
-0.95 |
575 |
5,019 |
+73 |
| Nov10 |
090626 |
75.71 |
75.71 |
75.71 |
75.71 |
-0.92 |
881 |
7,323 |
+222 |
| Total Volume and Open Interest |
382,404 |
1,123,254 |
+13,978 |
| 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 |
090626 |
70.250 |
71.275 |
68.800 |
69.150 |
-1.075 |
9,822 |
2,842 |
+784 |
| Sep09 |
090626 |
71.525 |
72.050 |
69.750 |
70.025 |
-1.050 |
414 |
474 |
+14 |
| Oct09 |
090626 |
72.300 |
72.525 |
70.575 |
70.750 |
-1.050 |
38 |
143 |
+34 |
| Nov09 |
090626 |
71.375 |
71.375 |
71.375 |
71.375 |
-1.075 |
1 |
21 |
-1 |
| Dec09 |
090626 |
73.725 |
73.725 |
71.900 |
71.925 |
-1.050 |
10 |
118 |
+6 |
| Jan10 |
090626 |
73.800 |
73.800 |
72.375 |
72.375 |
-1.025 |
0 |
1 |
+0 |
| Feb10 |
090626 |
72.725 |
72.725 |
72.725 |
72.725 |
-1.025 |
|
|
|
| Mar10 |
090626 |
73.075 |
73.075 |
73.075 |
73.075 |
-1.025 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,285 |
3,658 |
+837 |
| Heating Oil(NYM) |
| Jul09 |
090626 |
178.30 |
179.55 |
172.18 |
173.03 |
-4.60 |
20,731 |
20,255 |
-3,454 |
| Aug09 |
090626 |
182.90 |
184.35 |
177.05 |
178.10 |
-4.26 |
36,453 |
59,478 |
+1,338 |
| Sep09 |
090626 |
187.39 |
188.79 |
181.92 |
183.01 |
-3.85 |
10,534 |
36,547 |
+493 |
| Oct09 |
090626 |
189.62 |
189.91 |
186.60 |
187.33 |
-3.47 |
3,867 |
24,688 |
+425 |
| Nov09 |
090626 |
192.41 |
193.06 |
189.64 |
190.52 |
-3.29 |
2,311 |
15,227 |
+47 |
| Dec09 |
090626 |
197.21 |
197.21 |
192.26 |
193.42 |
-3.19 |
8,044 |
33,867 |
+279 |
| Jan10 |
090626 |
198.43 |
198.74 |
195.98 |
196.37 |
-3.09 |
1,928 |
16,003 |
+314 |
| Feb10 |
090626 |
198.61 |
198.81 |
198.37 |
198.37 |
-2.99 |
972 |
9,264 |
+157 |
| Mar10 |
090626 |
199.50 |
199.65 |
199.14 |
199.37 |
-2.94 |
1,105 |
7,099 |
+193 |
| Apr10 |
090626 |
199.86 |
199.86 |
199.57 |
199.57 |
-2.89 |
531 |
5,747 |
+52 |
| May10 |
090626 |
199.98 |
200.55 |
199.86 |
200.17 |
-2.89 |
539 |
5,989 |
+139 |
| Jun10 |
090626 |
202.75 |
202.87 |
200.29 |
200.82 |
-2.94 |
1,430 |
15,909 |
+229 |
| Total Volume and Open Interest |
89,804 |
287,825 |
+238 |
| Gasoline(NYMEX) |
| Jul09 |
090626 |
190.40 |
192.46 |
185.93 |
187.41 |
-2.42 |
22,969 |
19,513 |
-6,778 |
| Aug09 |
090626 |
190.69 |
193.03 |
186.07 |
187.19 |
-2.97 |
39,637 |
75,749 |
+494 |
| Sep09 |
090626 |
190.49 |
192.83 |
185.90 |
186.85 |
-3.11 |
14,748 |
43,149 |
-484 |
| Oct09 |
090626 |
182.00 |
182.00 |
176.67 |
177.36 |
-3.04 |
7,428 |
23,233 |
+703 |
| Nov09 |
090626 |
179.40 |
180.93 |
176.00 |
176.68 |
-2.97 |
3,737 |
10,479 |
-271 |
| Dec09 |
090626 |
180.49 |
181.79 |
176.84 |
177.50 |
-2.93 |
5,537 |
13,616 |
-112 |
| Jan10 |
090626 |
181.65 |
181.65 |
179.05 |
179.55 |
-2.93 |
2,015 |
6,574 |
+122 |
| Feb10 |
090626 |
182.90 |
182.90 |
181.95 |
181.95 |
-2.93 |
545 |
2,412 |
+248 |
| Mar10 |
090626 |
185.35 |
185.35 |
184.65 |
184.65 |
-2.93 |
316 |
3,205 |
+99 |
| Apr10 |
090626 |
198.40 |
198.40 |
198.40 |
198.40 |
-2.93 |
153 |
2,879 |
-2 |
| Total Volume and Open Interest |
98,429 |
209,589 |
-5,649 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090626 |
1.90 |
1.90 |
1.90 |
1.87 |
-0.03 |
0 |
1 |
+0 |
| Aug09 |
090626 |
190.00 |
190.00 |
187.19 |
187.19 |
-2.97 |
0 |
2 |
+0 |
| Sep09 |
090626 |
186.85 |
186.85 |
186.85 |
186.85 |
-3.11 |
|
|
|
| Oct09 |
090626 |
177.36 |
177.36 |
177.36 |
177.36 |
-3.04 |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090626 |
3.873 |
4.000 |
3.770 |
3.949 |
+0.105 |
71,703 |
23,502 |
-5,025 |
| Aug09 |
090626 |
4.026 |
4.138 |
3.921 |
4.105 |
+0.116 |
67,363 |
121,316 |
+12,239 |
| Sep09 |
090626 |
4.140 |
4.261 |
4.059 |
4.237 |
+0.116 |
19,910 |
87,594 |
-585 |
| Oct09 |
090626 |
4.366 |
4.470 |
4.274 |
4.451 |
+0.120 |
12,878 |
76,877 |
+1,322 |
| Nov09 |
090626 |
4.970 |
5.089 |
4.908 |
5.078 |
+0.121 |
3,755 |
33,485 |
+910 |
| Dec09 |
090626 |
5.635 |
5.764 |
5.575 |
5.748 |
+0.125 |
7,081 |
43,036 |
+393 |
| Jan10 |
090626 |
5.903 |
6.073 |
5.885 |
6.055 |
+0.126 |
5,608 |
37,143 |
+1,332 |
| Feb10 |
090626 |
5.938 |
6.090 |
5.930 |
6.087 |
+0.124 |
760 |
19,701 |
+21 |
| Mar10 |
090626 |
5.865 |
6.025 |
5.861 |
6.019 |
+0.124 |
1,945 |
37,176 |
-382 |
| Apr10 |
090626 |
5.775 |
5.902 |
5.746 |
5.896 |
+0.119 |
1,919 |
34,760 |
-174 |
| May10 |
090626 |
5.817 |
5.948 |
5.810 |
5.938 |
+0.116 |
892 |
15,241 |
-208 |
| Jun10 |
090626 |
5.912 |
6.033 |
5.900 |
6.033 |
+0.116 |
312 |
8,722 |
+20 |
| Jul10 |
090626 |
6.027 |
6.148 |
6.027 |
6.148 |
+0.116 |
351 |
7,994 |
+40 |
| Aug10 |
090626 |
6.117 |
6.238 |
6.115 |
6.238 |
+0.116 |
122 |
9,365 |
-22 |
| Sep10 |
090626 |
6.200 |
6.300 |
6.198 |
6.298 |
+0.116 |
61 |
6,970 |
+42 |
| Oct10 |
090626 |
6.298 |
6.411 |
6.294 |
6.411 |
+0.114 |
721 |
16,467 |
+72 |
| Total Volume and Open Interest |
196,917 |
709,646 |
+10,351 |
| Brent Crude Oil(ICE) |
| Aug09 |
090626 |
70.00 |
70.81 |
68.50 |
68.92 |
-0.86 |
115,110 |
149,025 |
+2,657 |
| Sep09 |
090626 |
70.64 |
71.43 |
69.12 |
69.53 |
-0.88 |
44,574 |
123,213 |
+2,839 |
| Oct09 |
090626 |
71.50 |
72.06 |
69.78 |
70.19 |
-0.87 |
25,510 |
60,538 |
+2,939 |
| Nov09 |
090626 |
72.13 |
72.77 |
70.50 |
70.88 |
-0.89 |
11,372 |
23,916 |
-1,191 |
| Dec09 |
090626 |
72.76 |
73.39 |
71.14 |
71.50 |
-0.91 |
17,632 |
78,918 |
-1,595 |
| Jan10 |
090626 |
73.29 |
73.29 |
71.65 |
72.03 |
-0.92 |
4,548 |
22,718 |
-224 |
| Feb10 |
090626 |
73.50 |
73.50 |
72.11 |
72.51 |
-0.90 |
996 |
14,301 |
+99 |
| Mar10 |
090626 |
73.93 |
73.93 |
72.53 |
72.95 |
-0.89 |
556 |
10,613 |
+97 |
| Apr10 |
090626 |
73.38 |
73.38 |
73.38 |
73.38 |
-0.88 |
307 |
5,031 |
+22 |
| May10 |
090626 |
73.78 |
73.78 |
73.78 |
73.78 |
-0.87 |
272 |
4,199 |
+11 |
| Jun10 |
090626 |
75.26 |
75.26 |
74.04 |
74.15 |
-0.86 |
1,098 |
29,334 |
-133 |
| Jul10 |
090626 |
74.51 |
74.51 |
74.51 |
74.51 |
-0.85 |
94 |
8,423 |
-8 |
| Aug10 |
090626 |
74.84 |
74.84 |
74.84 |
74.84 |
-0.83 |
54 |
5,993 |
-33 |
| Sep10 |
090626 |
75.18 |
75.18 |
75.18 |
75.18 |
-0.80 |
20 |
2,362 |
+11 |
| Total Volume and Open Interest |
225,925 |
677,668 |
+4,610 |
| Gas Oil(ICE) |
| Jul09 |
090626 |
573.00 |
576.75 |
554.00 |
557.50 |
-10.50 |
40,380 |
94,959 |
+706 |
| Aug09 |
090626 |
579.00 |
586.50 |
565.00 |
568.75 |
-9.00 |
44,016 |
75,665 |
+304 |
| Sep09 |
090626 |
593.75 |
596.25 |
576.00 |
579.50 |
-8.25 |
17,467 |
48,607 |
+2,483 |
| Oct09 |
090626 |
605.00 |
605.25 |
586.50 |
589.75 |
-7.50 |
5,234 |
33,288 |
-97 |
| Nov09 |
090626 |
614.25 |
615.00 |
596.75 |
599.25 |
-6.75 |
4,088 |
24,037 |
+1,245 |
| Dec09 |
090626 |
616.75 |
623.75 |
604.75 |
608.00 |
-6.50 |
10,830 |
62,272 |
-570 |
| Jan10 |
090626 |
626.75 |
626.75 |
614.75 |
617.25 |
-6.00 |
2,534 |
28,017 |
+672 |
| Feb10 |
090626 |
631.00 |
632.25 |
624.25 |
625.00 |
-5.75 |
773 |
14,370 |
-26 |
| Mar10 |
090626 |
637.00 |
638.75 |
628.00 |
631.25 |
-6.00 |
949 |
16,041 |
+135 |
| Apr10 |
090626 |
639.50 |
640.00 |
637.25 |
637.25 |
-5.75 |
587 |
8,340 |
+122 |
| Total Volume and Open Interest |
132,494 |
504,116 |
+5,843 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090626 |
1.680 |
1.681 |
1.660 |
1.678 |
+0.009 |
194 |
385 |
-112 |
| Aug09 |
090626 |
1.645 |
1.660 |
1.645 |
1.659 |
+0.004 |
10 |
593 |
+10 |
| Sep09 |
090626 |
1.650 |
1.650 |
1.632 |
1.648 |
+0.008 |
16 |
390 |
+16 |
| Oct09 |
090626 |
1.650 |
1.659 |
1.650 |
1.652 |
+0.012 |
11 |
290 |
+1 |
| Nov09 |
090626 |
1.630 |
1.650 |
1.620 |
1.633 |
+0.003 |
46 |
322 |
-1 |
| Dec09 |
090626 |
1.630 |
1.640 |
1.630 |
1.640 |
unch |
74 |
402 |
-33 |
| Jan10 |
090626 |
1.635 |
1.635 |
1.625 |
1.632 |
+0.002 |
40 |
428 |
+9 |
| Total Volume and Open Interest |
446 |
4,170 |
-101 |
| US Dollar Index(ICE) |
| Sep09 |
090626 |
80.595 |
80.595 |
79.905 |
80.105 |
-0.585 |
6,049 |
18,539 |
+77 |
| Dec09 |
090626 |
80.475 |
80.475 |
80.430 |
80.475 |
-0.575 |
10 |
2,070 |
+0 |
| Mar10 |
090626 |
80.770 |
80.770 |
80.770 |
80.770 |
-0.540 |
|
|
|
| Total Volume and Open Interest |
6,059 |
20,609 |
+77 |
| Australian Dollar(CME) |
| Sep09 |
090626 |
79.91 |
80.42 |
79.74 |
80.34 |
+0.60 |
71,098 |
81,303 |
+4,216 |
| Dec09 |
090626 |
79.51 |
79.84 |
79.21 |
79.80 |
+0.59 |
24 |
256 |
+5 |
| Mar10 |
090626 |
79.27 |
79.27 |
78.69 |
79.27 |
+0.58 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
71,122 |
81,575 |
+4,221 |
| British Pound(CME) |
| Sep09 |
090626 |
163.74 |
165.60 |
163.64 |
165.27 |
+1.57 |
107,103 |
86,914 |
+3,045 |
| Dec09 |
090626 |
163.63 |
165.49 |
163.63 |
165.23 |
+1.57 |
259 |
282 |
-29 |
| Mar10 |
090626 |
165.20 |
165.24 |
163.64 |
165.20 |
+1.56 |
|
|
|
| Total Volume and Open Interest |
107,362 |
87,198 |
+3,016 |
| Canadian Dollar(CME) |
| Sep09 |
090626 |
86.59 |
87.42 |
86.42 |
86.81 |
+0.39 |
65,959 |
72,372 |
+821 |
| Dec09 |
090626 |
86.81 |
87.42 |
86.47 |
86.86 |
+0.39 |
72 |
2,102 |
+8 |
| Mar10 |
090626 |
86.90 |
87.35 |
86.52 |
86.91 |
+0.39 |
0 |
469 |
+0 |
| Jun10 |
090626 |
87.05 |
87.44 |
86.61 |
86.96 |
+0.35 |
6 |
105 |
+3 |
| Total Volume and Open Interest |
66,039 |
75,184 |
+834 |
| Japanese Yen(CME) |
| Sep09 |
090626 |
104.31 |
105.32 |
104.20 |
105.15 |
+0.77 |
71,983 |
73,663 |
+28 |
| Dec09 |
090626 |
104.59 |
105.41 |
104.37 |
105.28 |
+0.77 |
6 |
166 |
+0 |
| Mar10 |
090626 |
105.49 |
105.49 |
104.72 |
105.49 |
+0.77 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
71,989 |
73,844 |
+28 |
| Swiss Franc(CME) |
| Sep09 |
090626 |
91.53 |
92.73 |
91.45 |
92.56 |
+1.10 |
87,660 |
35,630 |
-4,105 |
| Dec09 |
090626 |
92.70 |
92.82 |
91.60 |
92.70 |
+1.10 |
0 |
100 |
+0 |
| Mar10 |
090626 |
92.87 |
92.87 |
91.77 |
92.87 |
+1.10 |
|
|
|
| Total Volume and Open Interest |
87,660 |
35,730 |
-4,105 |
| EuroFX(CME) |
| Sep09 |
090626 |
139.91 |
141.16 |
139.80 |
140.75 |
+0.90 |
266,058 |
113,111 |
-4,050 |
| Dec09 |
090626 |
140.31 |
141.10 |
140.13 |
140.72 |
+0.88 |
78 |
629 |
+15 |
| Mar10 |
090626 |
140.59 |
140.87 |
139.84 |
140.74 |
+0.90 |
9 |
323 |
-1 |
| Total Volume and Open Interest |
266,145 |
114,066 |
-4,036 |
| Mexican Peso(CME) |
| Jul09 |
090626 |
757.2 |
758.5 |
757.2 |
757.2 |
-1.2 |
|
|
|
| Aug09 |
090626 |
753.2 |
754.5 |
753.2 |
753.2 |
-1.2 |
|
|
|
| Total Volume and Open Interest |
7,590 |
42,462 |
+2,312 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090626 |
118~030 |
118~220 |
117~195 |
118~170 |
+0~165 |
242,550 |
696,866 |
-1,106 |
| Dec09 |
090626 |
116~230 |
117~115 |
116~220 |
117~065 |
+0~165 |
59 |
409 |
+5 |
| Mar10 |
090626 |
116~080 |
116~080 |
115~245 |
116~080 |
+0~155 |
10 |
43 |
-8 |
| Total Volume and Open Interest |
242,619 |
697,321 |
-1,109 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090626 |
116~075 |
116~165 |
115~265 |
116~130 |
+0~065 |
831,128 |
1,025,998 |
+10,448 |
| Dec09 |
090626 |
115~005 |
115~025 |
114~245 |
114~315 |
+0~070 |
28 |
29 |
+11 |
| Mar10 |
090626 |
113~315 |
113~315 |
113~245 |
113~315 |
+0~070 |
|
|
|
| Total Volume and Open Interest |
831,156 |
1,026,027 |
+10,459 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090626 |
114~081 |
114~120 |
114~049 |
114~107 |
+0~031 |
413,643 |
767,309 |
+2,019 |
| Dec09 |
090626 |
113~063 |
113~063 |
113~032 |
113~063 |
+0~031 |
4 |
501 |
+1 |
| Mar10 |
090626 |
113~063 |
113~063 |
113~032 |
113~063 |
+0~031 |
|
|
|
| Total Volume and Open Interest |
417,306 |
786,260 |
-1,287 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090626 |
108~009 |
108~020 |
108~000 |
108~016 |
+0~008 |
151,655 |
556,223 |
+7,903 |
| Dec09 |
090626 |
107~085 |
107~085 |
107~077 |
107~085 |
+0~008 |
0 |
1 |
+0 |
| Mar10 |
090626 |
107~085 |
107~085 |
107~077 |
107~085 |
+0~008 |
|
|
|
| Total Volume and Open Interest |
151,857 |
558,198 |
+7,829 |
| Eurodollars(CME) |
| Sep09 |
090626 |
99.320 |
99.355 |
99.320 |
99.325 |
-0.015 |
220,161 |
1,078,515 |
+157 |
| Dec09 |
090626 |
99.135 |
99.165 |
99.075 |
99.105 |
-0.040 |
287,546 |
913,612 |
+17,782 |
| Mar10 |
090626 |
98.885 |
98.920 |
98.845 |
98.885 |
-0.020 |
331,440 |
794,940 |
+41,198 |
| Jun10 |
090626 |
98.515 |
98.580 |
98.475 |
98.550 |
+0.025 |
285,839 |
550,320 |
+13,360 |
| Sep10 |
090626 |
98.130 |
98.225 |
98.085 |
98.195 |
+0.060 |
303,216 |
465,175 |
+14,649 |
| Dec10 |
090626 |
97.725 |
97.825 |
97.675 |
97.805 |
+0.085 |
205,060 |
596,563 |
+7,981 |
| Mar11 |
090626 |
97.360 |
97.480 |
97.315 |
97.460 |
+0.100 |
165,667 |
339,338 |
+6,963 |
| Jun11 |
090626 |
97.005 |
97.130 |
96.955 |
97.115 |
+0.115 |
122,820 |
323,879 |
+7,405 |
| Sep11 |
090626 |
96.690 |
96.820 |
96.645 |
96.805 |
+0.120 |
54,002 |
216,262 |
-2,710 |
| Dec11 |
090626 |
96.400 |
96.525 |
96.360 |
96.510 |
+0.115 |
49,464 |
147,206 |
-898 |
| Mar12 |
090626 |
96.200 |
96.320 |
96.150 |
96.305 |
+0.115 |
44,240 |
106,958 |
-2,442 |
| Jun12 |
090626 |
95.990 |
96.120 |
95.970 |
96.110 |
+0.110 |
46,155 |
110,655 |
-150 |
| Sep12 |
090626 |
95.845 |
95.965 |
95.820 |
95.955 |
+0.105 |
18,063 |
68,023 |
+1,141 |
| Dec12 |
090626 |
95.705 |
95.820 |
95.680 |
95.805 |
+0.100 |
15,126 |
58,370 |
+979 |
| Mar13 |
090626 |
95.635 |
95.740 |
95.580 |
95.720 |
+0.095 |
15,981 |
65,500 |
+2,466 |
| Jun13 |
090626 |
95.530 |
95.640 |
95.480 |
95.615 |
+0.090 |
19,685 |
32,330 |
+1,445 |
| Sep13 |
090626 |
95.445 |
95.545 |
95.380 |
95.525 |
+0.090 |
12,932 |
41,036 |
+827 |
| Dec13 |
090626 |
95.345 |
95.440 |
95.275 |
95.415 |
+0.085 |
10,606 |
28,967 |
+1,156 |
| Total Volume and Open Interest |
2,256,713 |
6,185,743 |
+116,546 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090626 |
99.795 |
99.798 |
99.795 |
99.795 |
unch |
428 |
55,408 |
-114 |
| Jul09 |
090626 |
99.800 |
99.800 |
99.795 |
99.795 |
unch |
6,875 |
53,235 |
+2,693 |
| Aug09 |
090626 |
99.785 |
99.790 |
99.780 |
99.785 |
+0.005 |
2,974 |
43,137 |
+1,453 |
| Sep09 |
090626 |
99.765 |
99.765 |
99.755 |
99.760 |
+0.005 |
5,508 |
33,460 |
+1,553 |
| Oct09 |
090626 |
99.750 |
99.750 |
99.735 |
99.740 |
unch |
5,908 |
35,293 |
+847 |
| Nov09 |
090626 |
99.710 |
99.715 |
99.690 |
99.700 |
-0.005 |
8,714 |
61,447 |
+802 |
| Total Volume and Open Interest |
55,713 |
434,519 |
+6,220 |
| 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 |
090626 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090626 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Mar10 |
090626 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Jun10 |
090626 |
99.48 |
99.49 |
99.48 |
99.49 |
+0.01 |
|
|
|
| Sep10 |
090626 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
| Dec10 |
090626 |
99.38 |
99.39 |
99.38 |
99.39 |
+0.01 |
|
|
|
| Mar11 |
090626 |
99.29 |
99.30 |
99.29 |
99.30 |
+0.01 |
|
|
|
| Jun11 |
090626 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
| Sep11 |
090626 |
99.24 |
99.25 |
99.24 |
99.25 |
+0.01 |
|
|
|
| Dec11 |
090626 |
99.04 |
99.05 |
99.04 |
99.05 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090626 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
505 |
9,656 |
+188 |
| Dec09 |
090626 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.00 |
25 |
2,694 |
+0 |
| Mar10 |
090626 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
0 |
2,475 |
+0 |
| Jun10 |
090626 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.00 |
20 |
1,043 |
+20 |
| Sep10 |
090626 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.00 |
0 |
281 |
+0 |
| Dec10 |
090626 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.00 |
0 |
252 |
+0 |
| Mar11 |
090626 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.00 |
0 |
412 |
+0 |
| Jun11 |
090626 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.01 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
550 |
18,365 |
-23 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090623 |
137.21 |
137.45 |
137.21 |
137.37 |
+0.22 |
1,532 |
15,806 |
-800 |
| Dec09 |
090626 |
135.26 |
137.27 |
135.26 |
137.27 |
-0.01 |
|
|
|
| Mar10 |
090626 |
137.04 |
137.04 |
137.04 |
137.04 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
2,924 |
14,550 |
-203 |
| Euro-Bund(EUREX) |
| Sep09 |
090626 |
120.73 |
121.09 |
120.45 |
120.96 |
+0.63 |
688,619 |
873,722 |
+21,511 |
| Dec09 |
090626 |
119.19 |
119.66 |
119.19 |
119.64 |
+0.61 |
43 |
53 |
+0 |
| Mar10 |
090626 |
119.60 |
119.60 |
119.60 |
119.60 |
+0.84 |
|
|
|
| Total Volume and Open Interest |
688,662 |
873,775 |
+21,511 |
| Euro-Bobl(EUREX) |
| Sep09 |
090622 |
114.82 |
114.97 |
114.67 |
114.95 |
+0.30 |
306,661 |
639,977 |
+6,307 |
| Dec09 |
090626 |
114.16 |
114.26 |
113.99 |
114.20 |
+0.11 |
1 |
78 |
+0 |
| Mar10 |
090626 |
113.93 |
113.93 |
113.93 |
113.93 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
427,659 |
651,407 |
-13,673 |
| 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 |
090626 |
98.855 |
98.865 |
98.855 |
98.865 |
+0.025 |
116 |
4,835 |
-5 |
| Total Volume and Open Interest |
1,560 |
33,603 |
+787 |
| Long Gilt(LIFFE) |
| Jun09 |
090626 |
119~14 |
119~14 |
119~12 |
119~12 |
-0~07 |
467 |
8,230 |
-262 |
| Sep09 |
090626 |
118~00 |
118~08 |
117~10 |
118~04 |
+0~03 |
71,915 |
220,823 |
+1,208 |
| Total Volume and Open Interest |
72,382 |
229,053 |
+946 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090626 |
98.90 |
98.91 |
98.88 |
98.89 |
unch |
38,767 |
274,012 |
-1,726 |
| Dec09 |
090626 |
98.74 |
98.75 |
98.69 |
98.72 |
unch |
42,300 |
270,704 |
+10,808 |
| Mar10 |
090626 |
98.49 |
98.50 |
98.43 |
98.48 |
+0.03 |
40,970 |
359,325 |
-5,279 |
| Jun10 |
090626 |
98.02 |
98.05 |
97.97 |
98.04 |
+0.05 |
39,671 |
272,086 |
-3,545 |
| Sep10 |
090626 |
97.51 |
97.58 |
97.48 |
97.57 |
+0.07 |
44,440 |
232,938 |
-5,878 |
| Dec10 |
090626 |
96.99 |
97.05 |
96.95 |
97.05 |
+0.07 |
33,209 |
198,830 |
+2,556 |
| Total Volume and Open Interest |
300,865 |
1,983,282 |
+1,782 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090626 |
98.980 |
98.985 |
98.965 |
98.970 |
unch |
216,893 |
655,520 |
+6,533 |
| Dec09 |
090626 |
98.875 |
98.890 |
98.840 |
98.865 |
-0.005 |
159,673 |
533,269 |
+13,916 |
| Mar10 |
090626 |
98.765 |
98.780 |
98.705 |
98.750 |
+0.005 |
195,489 |
479,855 |
-1,610 |
| Total Volume and Open Interest |
1,118,867 |
3,130,108 |
-3,468 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090626 |
96.75 |
96.79 |
96.74 |
96.77 |
+0.02 |
11,835 |
286,136 |
-2,880 |
| Dec09 |
090626 |
96.58 |
96.64 |
96.57 |
96.61 |
+0.03 |
12,318 |
198,481 |
-1,262 |
| Mar10 |
090626 |
96.19 |
96.27 |
96.19 |
96.24 |
+0.05 |
8,341 |
119,357 |
+1,721 |
| Jun10 |
090626 |
95.71 |
95.77 |
95.69 |
95.77 |
+0.07 |
3,316 |
76,505 |
+581 |
| Sep10 |
090626 |
95.24 |
95.29 |
95.23 |
95.29 |
+0.08 |
2,355 |
45,925 |
-598 |
| Dec10 |
090626 |
94.84 |
94.88 |
94.79 |
94.88 |
+0.08 |
1,096 |
30,452 |
-148 |
| Mar11 |
090626 |
94.49 |
94.52 |
94.45 |
94.52 |
+0.08 |
1,277 |
17,139 |
+263 |
| Jun11 |
090626 |
94.13 |
94.18 |
94.11 |
94.18 |
+0.09 |
530 |
11,086 |
+230 |
| Sep11 |
090626 |
93.82 |
93.88 |
93.82 |
93.88 |
+0.09 |
100 |
3,163 |
+0 |
| Dec11 |
090626 |
93.59 |
93.59 |
93.59 |
93.59 |
+0.09 |
0 |
891 |
+0 |
| Total Volume and Open Interest |
41,168 |
789,921 |
-2,093 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090626 |
94.35 |
94.45 |
94.34 |
94.41 |
+0.01 |
18,597 |
303,328 |
-208 |
| Dec09 |
090626 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
25,082 |
305,164 |
+1,836 |
| 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 |
090626 |
95.05 |
95.05 |
95.05 |
95.05 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
131,003 |
452,837 |
+39,164 |
| Gold(CMX) |
| Jun09 |
090626 |
945.3 |
946.0 |
939.6 |
940.7 |
+1.6 |
588 |
348 |
+20 |
| Aug09 |
090626 |
940.1 |
949.0 |
936.6 |
941.0 |
+1.5 |
116,253 |
230,888 |
+5,155 |
| Oct09 |
090626 |
941.3 |
950.0 |
939.0 |
942.4 |
+1.5 |
3,242 |
12,252 |
+819 |
| Dec09 |
090626 |
942.8 |
951.0 |
939.3 |
943.7 |
+1.5 |
3,547 |
48,948 |
+309 |
| Feb10 |
090626 |
943.6 |
952.0 |
943.5 |
944.9 |
+1.6 |
1,720 |
16,246 |
+1,061 |
| Apr10 |
090626 |
947.6 |
953.3 |
943.7 |
946.1 |
+1.6 |
558 |
16,494 |
+167 |
| Jun10 |
090626 |
948.7 |
953.0 |
945.0 |
947.6 |
+1.5 |
117 |
8,778 |
+37 |
| Aug10 |
090626 |
949.2 |
949.2 |
949.2 |
949.2 |
+1.3 |
1,256 |
3,531 |
+473 |
| Oct10 |
090626 |
951.2 |
951.2 |
951.2 |
951.2 |
+1.2 |
0 |
1,237 |
+0 |
| Dec10 |
090626 |
954.7 |
954.7 |
953.6 |
953.6 |
+1.1 |
501 |
13,337 |
+372 |
| Feb11 |
090626 |
956.4 |
956.4 |
956.4 |
956.4 |
+1.0 |
0 |
12 |
+0 |
| Apr11 |
090626 |
959.4 |
959.4 |
959.4 |
959.4 |
+0.9 |
|
|
|
| Total Volume and Open Interest |
128,516 |
378,698 |
+8,351 |
| Silver(CMX) |
| Jul09 |
090626 |
1401.5 |
1431.5 |
1400.5 |
1412.8 |
+12.3 |
40,300 |
20,001 |
-9,026 |
| Sep09 |
090626 |
1404.5 |
1433.5 |
1404.5 |
1415.6 |
+12.4 |
21,996 |
43,355 |
+7,786 |
| Dec09 |
090626 |
1409.5 |
1435.5 |
1409.5 |
1419.7 |
+12.4 |
1,075 |
20,922 |
+26 |
| Mar10 |
090626 |
1425.0 |
1425.0 |
1419.0 |
1422.3 |
+12.4 |
81 |
6,477 |
+42 |
| May10 |
090626 |
1423.9 |
1423.9 |
1423.9 |
1423.9 |
+12.4 |
0 |
2,562 |
+0 |
| Jul10 |
090626 |
1426.0 |
1426.0 |
1424.0 |
1425.3 |
+12.4 |
16 |
2,968 |
+4 |
| Sep10 |
090626 |
1427.2 |
1427.2 |
1427.2 |
1427.2 |
+12.4 |
150 |
161 |
+98 |
| Total Volume and Open Interest |
63,743 |
104,727 |
-972 |
| Platinum(NYMEX) |
| Jul09 |
090626 |
1193.2 |
1212.5 |
1193.2 |
1203.0 |
+12.0 |
5,033 |
6,291 |
-2,189 |
| Oct09 |
090626 |
1199.0 |
1218.4 |
1199.0 |
1210.7 |
+13.7 |
2,985 |
16,433 |
+1,864 |
| Jan10 |
090626 |
1211.1 |
1213.7 |
1211.0 |
1213.7 |
+13.7 |
19 |
227 |
+0 |
| Total Volume and Open Interest |
8,037 |
22,951 |
-325 |
| Palladium(NYMEX) |
| Sep09 |
090626 |
244.40 |
248.50 |
244.05 |
247.20 |
+2.75 |
718 |
15,460 |
-15 |
| Dec09 |
090626 |
247.25 |
249.00 |
246.20 |
248.30 |
+2.65 |
4 |
297 |
-1 |
| Mar10 |
090626 |
248.30 |
248.30 |
248.30 |
248.30 |
+48.30 |
|
|
|
| Total Volume and Open Interest |
905 |
16,841 |
-7 |
| Copper(CMX) |
| Jul09 |
090626 |
230.75 |
233.15 |
227.25 |
229.35 |
-0.80 |
14,906 |
16,768 |
-203 |
| Sep09 |
090626 |
231.75 |
234.55 |
228.80 |
230.90 |
-0.70 |
8,803 |
68,408 |
+917 |
| Dec09 |
090626 |
235.20 |
235.20 |
230.00 |
231.65 |
-0.55 |
429 |
12,379 |
+111 |
| Mar10 |
090626 |
233.00 |
233.00 |
231.90 |
231.90 |
-0.45 |
83 |
2,266 |
-27 |
| May10 |
090626 |
232.00 |
232.00 |
232.00 |
232.00 |
-0.45 |
15 |
618 |
+15 |
| Total Volume and Open Interest |
24,571 |
110,244 |
+708 |
| Aluminum(CMX) |
| Jun09 |
090626 |
75.00 |
75.00 |
75.00 |
75.00 |
-1.50 |
|
|
|
| Jul09 |
090626 |
75.50 |
75.50 |
75.50 |
75.50 |
-1.50 |
|
|
|
| Aug09 |
090626 |
76.00 |
76.00 |
76.00 |
76.00 |
-1.50 |
|
|
|
| Sep09 |
090626 |
76.50 |
76.50 |
76.50 |
76.50 |
-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 |
090626 |
8405 |
8422 |
8345 |
8373 |
-41 |
1,280 |
8,178 |
+27 |
| Dec09 |
090626 |
8325 |
8325 |
8315 |
8315 |
-41 |
22 |
31 |
+4 |
| Mar10 |
090626 |
8271 |
8314 |
8271 |
8271 |
-43 |
0 |
1 |
+0 |
| Jun10 |
090626 |
8223 |
8264 |
8223 |
8223 |
-41 |
|
|
|
| Total Volume and Open Interest |
1,302 |
8,210 |
+31 |
| S & P 500(CME) |
| Sep09 |
090626 |
916.70 |
920.00 |
908.50 |
913.90 |
-2.70 |
22,064 |
383,665 |
-1,207 |
| Dec09 |
090626 |
909.00 |
914.00 |
903.90 |
909.70 |
-2.70 |
0 |
6,728 |
+6 |
| Mar10 |
090626 |
906.10 |
909.80 |
900.30 |
906.10 |
-2.70 |
0 |
3,174 |
+0 |
| Jun10 |
090626 |
904.10 |
907.80 |
898.30 |
904.10 |
-2.70 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
22,064 |
393,569 |
-1,201 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090626 |
917.00 |
919.00 |
908.50 |
914.00 |
-3.00 |
2,276,439 |
2,315,683 |
+22,590 |
| Dec09 |
090626 |
912.00 |
914.50 |
904.50 |
909.75 |
-2.75 |
2,346 |
6,298 |
+1,031 |
| Total Volume and Open Interest |
1,752,180 |
2,322,020 |
+23,621 |
| NASDAQ 100(CME) |
| Sep09 |
090626 |
1471.50 |
1483.00 |
1464.00 |
1476.80 |
+3.80 |
2,723 |
13,533 |
+210 |
| Dec09 |
090626 |
1475.30 |
1475.30 |
1474.50 |
1475.30 |
+3.80 |
0 |
12 |
+0 |
| Mar10 |
090626 |
1474.30 |
1474.30 |
1473.50 |
1474.30 |
+3.80 |
|
|
|
| Total Volume and Open Interest |
2,723 |
13,545 |
+210 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090626 |
1473.50 |
1482.00 |
1463.80 |
1476.80 |
+3.80 |
313,198 |
238,982 |
+5,632 |
| Dec09 |
090626 |
1468.00 |
1480.00 |
1463.30 |
1475.30 |
+3.80 |
28 |
66 |
+9 |
| Total Volume and Open Interest |
261,810 |
239,057 |
+5,641 |
| S & P Midcap 400(CME) |
| Sep09 |
090626 |
571.00 |
577.50 |
569.00 |
573.70 |
+0.70 |
23 |
2,392 |
-26 |
| Dec09 |
090626 |
571.70 |
573.50 |
571.70 |
571.70 |
+0.70 |
|
|
|
| Mar10 |
090626 |
569.70 |
571.50 |
569.70 |
569.70 |
+0.70 |
|
|
|
| Total Volume and Open Interest |
23 |
2,392 |
-26 |
| Russell 2000(CME) |
| Sep09 |
090626 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,984 |
+262 |
| Dec09 |
090626 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,275 |
+0 |
| Mar10 |
090626 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,681 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090626 |
9900 |
9910 |
9795 |
9910 |
+135 |
65,432 |
150,682 |
-4,505 |
| Dec09 |
090626 |
9860 |
9870 |
9860 |
9870 |
+125 |
0 |
960 |
+1 |
| Total Volume and Open Interest |
84,580 |
164,774 |
+9,889 |
| Nikkei 225(SGX) |
| Sep09 |
090626 |
9900 |
9910 |
9795 |
9910 |
+135 |
65,432 |
150,682 |
-4,505 |
| Dec09 |
090626 |
9860 |
9870 |
9860 |
9870 |
+125 |
0 |
960 |
+1 |
| Mar10 |
090626 |
9885 |
9885 |
9885 |
9885 |
+130 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
84,580 |
164,774 |
+9,889 |
| CAC 40(EURONEXT) |
| Jul09 |
090626 |
3179.5 |
3202.0 |
3108.5 |
3126.0 |
-37.5 |
112,201 |
378,622 |
-1,381 |
| Aug09 |
090626 |
3200.0 |
3200.0 |
3117.5 |
3127.0 |
-37.0 |
177 |
514 |
+149 |
| Sep09 |
090626 |
3176.0 |
3196.5 |
3106.0 |
3122.5 |
-37.0 |
650 |
38,910 |
+76 |
| Total Volume and Open Interest |
113,028 |
420,664 |
-1,156 |
| Hang Seng Index(HKFE) |
| Jun09 |
090626 |
18420 |
18714 |
18329 |
18542 |
+223 |
89,441 |
59,166 |
-13,703 |
| Jul09 |
090626 |
18474 |
18707 |
18334 |
18538 |
+228 |
18,457 |
49,266 |
+28,053 |
| Total Volume and Open Interest |
108,215 |
111,311 |
+14,379 |
| DAX(EUREX) |
| Sep09 |
090626 |
4821.0 |
4869.5 |
4753.5 |
4778.0 |
-58.0 |
147,351 |
124,070 |
-1,240 |
| Dec09 |
090626 |
4836.0 |
4869.0 |
4760.0 |
4782.0 |
-59.0 |
386 |
7,645 |
-89 |
| Mar10 |
090626 |
4875.0 |
4875.0 |
4793.0 |
4793.0 |
-59.5 |
148 |
171 |
+111 |
| Total Volume and Open Interest |
147,885 |
131,886 |
-1,218 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090626 |
4250.00 |
4277.00 |
4181.50 |
4206.50 |
-14.00 |
87,028 |
618,341 |
-4,129 |
| Dec09 |
090626 |
4225.00 |
4238.00 |
4156.00 |
4178.50 |
-14.00 |
164 |
4,454 |
+89 |
| Mar10 |
090626 |
4153.50 |
4153.50 |
4153.50 |
4153.50 |
-14.00 |
|
|
|
| Total Volume and Open Interest |
87,192 |
622,795 |
-4,040 |
| SPI 200(SFE) |
| Jun09 |
090618 |
3898.0 |
3923.0 |
3853.0 |
3922.0 |
+25.0 |
83,915 |
210,038 |
-62,039 |
| Sep09 |
090626 |
3820.0 |
3891.0 |
3788.0 |
3879.0 |
+49.0 |
27,703 |
245,376 |
-2,945 |
| Dec09 |
090626 |
3806.0 |
3886.0 |
3806.0 |
3886.0 |
+47.0 |
48 |
3,497 |
+4 |
| Total Volume and Open Interest |
28,321 |
253,425 |
-2,389 |
| GSCI(CME) |
| Jul09 |
090626 |
454.50 |
456.50 |
449.00 |
451.50 |
-4.50 |
116 |
15,757 |
+30 |
| Aug09 |
090626 |
461.00 |
461.05 |
454.00 |
456.00 |
-5.00 |
|
|
|
| Sep09 |
090626 |
460.00 |
465.05 |
458.00 |
460.00 |
-5.00 |
|
|
|
| Total Volume and Open Interest |
116 |
15,757 |
+30 |
| 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. |
|
|