|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue June 30, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul09 |
090630 |
1220.00 |
1232.50 |
1190.00 |
1226.25 |
+11.25 |
49,303 |
34,797 |
-18,203 |
Aug09 |
090630 |
1122.00 |
1133.75 |
1093.00 |
1119.25 |
-2.75 |
29,794 |
65,312 |
+3,764 |
Sep09 |
090630 |
1036.00 |
1043.75 |
999.00 |
1030.00 |
-6.00 |
5,834 |
19,409 |
+233 |
Nov09 |
090630 |
982.25 |
993.75 |
943.50 |
981.00 |
-2.50 |
56,587 |
243,424 |
+1,221 |
Jan10 |
090630 |
982.75 |
994.00 |
946.75 |
983.00 |
-3.50 |
3,522 |
25,436 |
+416 |
Mar10 |
090630 |
979.50 |
986.50 |
945.00 |
977.50 |
-2.00 |
2,185 |
17,571 |
+19 |
May10 |
090630 |
966.25 |
971.50 |
931.50 |
960.00 |
-4.50 |
2,121 |
10,222 |
+510 |
Total Volume and Open Interest |
152,316 |
448,877 |
-11,511 |
Soybean Meal(CBOT) |
Jul09 |
090630 |
411.40 |
419.00 |
398.50 |
412.30 |
+0.90 |
23,985 |
14,085 |
-7,488 |
Aug09 |
090630 |
371.40 |
375.10 |
360.00 |
374.30 |
+2.90 |
18,641 |
32,963 |
+3,130 |
Sep09 |
090630 |
335.30 |
341.00 |
324.00 |
339.30 |
+2.90 |
6,198 |
23,516 |
+107 |
Oct09 |
090630 |
313.00 |
316.50 |
300.30 |
314.30 |
+1.90 |
3,900 |
17,765 |
+549 |
Dec09 |
090630 |
304.30 |
307.20 |
291.50 |
306.30 |
+1.90 |
17,237 |
77,038 |
+1,647 |
Jan10 |
090630 |
290.00 |
299.00 |
285.90 |
299.00 |
+1.30 |
785 |
5,419 |
+64 |
Mar10 |
090630 |
287.60 |
291.50 |
280.00 |
291.30 |
-0.40 |
734 |
4,430 |
-20 |
May10 |
090630 |
272.80 |
285.80 |
271.50 |
283.30 |
-0.90 |
639 |
6,012 |
-63 |
Total Volume and Open Interest |
73,369 |
186,373 |
-2,000 |
Soybean Oil(CBOT) |
Jul09 |
090630 |
35.80 |
36.11 |
34.50 |
35.02 |
-0.76 |
32,084 |
24,405 |
-17,222 |
Aug09 |
090630 |
35.97 |
36.30 |
34.69 |
35.22 |
-0.73 |
17,444 |
40,758 |
+1,696 |
Sep09 |
090630 |
36.10 |
36.46 |
34.85 |
35.39 |
-0.71 |
5,738 |
31,514 |
+351 |
Oct09 |
090630 |
36.25 |
36.25 |
35.00 |
35.54 |
-0.71 |
2,287 |
16,801 |
+392 |
Dec09 |
090630 |
36.59 |
36.96 |
35.34 |
35.90 |
-0.70 |
21,744 |
101,911 |
+2,702 |
Jan10 |
090630 |
37.20 |
37.26 |
35.71 |
36.24 |
-0.70 |
194 |
8,186 |
-27 |
Mar10 |
090630 |
37.00 |
37.00 |
36.00 |
36.50 |
-0.69 |
102 |
3,829 |
+59 |
May10 |
090630 |
37.00 |
37.00 |
36.00 |
36.62 |
-0.70 |
214 |
4,196 |
-98 |
Total Volume and Open Interest |
79,928 |
241,425 |
-12,139 |
Canola(WCE) |
Jul09 |
090630 |
455.2 |
462.0 |
446.1 |
456.0 |
+1.0 |
3,287 |
4,688 |
-2,954 |
Nov09 |
090630 |
453.0 |
464.9 |
442.1 |
455.5 |
+3.5 |
5,589 |
86,547 |
+1,113 |
Jan10 |
090630 |
454.0 |
468.7 |
446.3 |
459.6 |
+3.4 |
167 |
8,645 |
+28 |
Mar10 |
090630 |
456.3 |
466.0 |
452.2 |
463.9 |
+3.4 |
10 |
1,755 |
+3 |
May10 |
090630 |
461.0 |
465.4 |
461.0 |
465.4 |
+3.4 |
3 |
501 |
+3 |
Total Volume and Open Interest |
9,057 |
102,734 |
-1,806 |
Corn(CBOT) |
Jul09 |
090630 |
377.25 |
381.75 |
337.75 |
347.75 |
-29.25 |
90,795 |
74,333 |
-38,917 |
Sep09 |
090630 |
384.00 |
388.75 |
354.50 |
354.50 |
-30.00 |
67,854 |
285,279 |
+4,644 |
Dec09 |
090630 |
397.50 |
401.00 |
367.25 |
367.25 |
-30.00 |
92,762 |
401,571 |
+6,805 |
Mar10 |
090630 |
409.00 |
413.25 |
379.50 |
379.50 |
-30.00 |
5,470 |
62,438 |
-367 |
May10 |
090630 |
418.25 |
419.50 |
388.00 |
388.25 |
-29.75 |
2,304 |
15,627 |
+1,044 |
Jul10 |
090630 |
425.00 |
426.50 |
395.00 |
396.25 |
-28.75 |
2,634 |
37,749 |
+237 |
Total Volume and Open Interest |
263,252 |
949,351 |
-26,542 |
Wheat(CBOT) |
Jul09 |
090630 |
529.00 |
536.50 |
495.75 |
511.25 |
-17.25 |
29,826 |
30,810 |
-13,515 |
Sep09 |
090630 |
558.00 |
566.00 |
525.00 |
540.75 |
-17.00 |
25,303 |
137,540 |
+2,803 |
Dec09 |
090630 |
584.25 |
591.50 |
550.00 |
565.75 |
-17.25 |
10,441 |
91,887 |
+1,140 |
Mar10 |
090630 |
591.50 |
591.50 |
567.75 |
583.50 |
-16.50 |
1,378 |
11,735 |
+359 |
May10 |
090630 |
618.00 |
618.00 |
579.75 |
595.50 |
-16.25 |
212 |
1,311 |
+165 |
Total Volume and Open Interest |
69,405 |
317,401 |
-8,610 |
Wheat(KCBT) |
Jul09 |
090630 |
583.00 |
591.00 |
552.25 |
569.75 |
-11.75 |
7,063 |
9,443 |
-2,966 |
Sep09 |
090630 |
593.75 |
601.50 |
562.75 |
580.00 |
-12.00 |
6,314 |
35,402 |
+1,336 |
Dec09 |
090630 |
608.25 |
618.00 |
579.50 |
597.00 |
-11.75 |
2,371 |
29,056 |
+203 |
Mar10 |
090630 |
630.00 |
630.00 |
596.00 |
613.00 |
-11.50 |
345 |
3,179 |
+48 |
May10 |
090630 |
630.00 |
634.50 |
606.25 |
623.25 |
-11.25 |
38 |
729 |
+5 |
Total Volume and Open Interest |
16,656 |
88,471 |
-1,427 |
Wheat(MGE) |
Jul09 |
090630 |
651.75 |
655.50 |
627.00 |
636.00 |
-15.75 |
2,045 |
1,253 |
-811 |
Sep09 |
090630 |
655.75 |
660.75 |
625.50 |
633.75 |
-22.75 |
2,108 |
12,759 |
+272 |
Dec09 |
090630 |
668.25 |
672.75 |
638.50 |
646.25 |
-22.00 |
483 |
9,707 |
-64 |
Mar10 |
090630 |
678.75 |
678.75 |
650.75 |
658.75 |
-20.00 |
214 |
2,619 |
+8 |
May10 |
090630 |
686.25 |
686.25 |
657.75 |
665.00 |
-21.25 |
20 |
926 |
-53 |
Total Volume and Open Interest |
4,956 |
32,644 |
-768 |
Oats(CBOT) |
Jul09 |
090630 |
210.00 |
216.00 |
195.50 |
214.75 |
+1.25 |
1,075 |
1,192 |
-425 |
Sep09 |
090630 |
223.00 |
228.00 |
203.25 |
225.00 |
+2.00 |
664 |
3,039 |
+47 |
Dec09 |
090630 |
235.00 |
241.25 |
216.25 |
236.50 |
+0.25 |
552 |
8,122 |
+108 |
Mar10 |
090630 |
248.50 |
248.50 |
248.25 |
248.50 |
+0.25 |
25 |
1,295 |
-3 |
Total Volume and Open Interest |
2,316 |
13,736 |
-273 |
Rough Rice(CBOT) |
Jul09 |
090630 |
11.94 |
12.23 |
11.92 |
12.23 |
+0.28 |
232 |
1,072 |
-85 |
Sep09 |
090630 |
12.10 |
12.41 |
11.91 |
12.34 |
+0.23 |
241 |
4,453 |
+59 |
Nov09 |
090630 |
12.19 |
12.50 |
12.00 |
12.45 |
+0.25 |
73 |
2,037 |
-11 |
Jan10 |
090630 |
12.59 |
12.59 |
12.40 |
12.59 |
+0.19 |
9 |
262 |
+0 |
Total Volume and Open Interest |
577 |
8,297 |
-25 |
Live Cattle(CME) |
Jun09 |
090630 |
84.135 |
85.400 |
81.635 |
82.535 |
-2.100 |
1,181 |
1,209 |
-656 |
Aug09 |
090630 |
85.200 |
85.830 |
84.600 |
85.250 |
-0.150 |
10,667 |
107,867 |
+1,647 |
Oct09 |
090630 |
90.200 |
90.450 |
89.200 |
90.180 |
-0.220 |
4,960 |
61,650 |
+2,049 |
Dec09 |
090630 |
90.100 |
90.350 |
89.135 |
89.750 |
-0.500 |
2,358 |
28,010 |
+550 |
Feb10 |
090630 |
90.200 |
90.400 |
88.750 |
89.230 |
-0.820 |
1,535 |
10,912 |
-157 |
Apr10 |
090630 |
91.230 |
91.230 |
90.000 |
90.350 |
-0.950 |
185 |
5,389 |
+41 |
Total Volume and Open Interest |
20,926 |
216,916 |
+3,492 |
Feeder Cattle(CME) |
Aug09 |
090630 |
101.850 |
103.430 |
101.650 |
102.830 |
+1.100 |
929 |
14,265 |
-310 |
Sep09 |
090630 |
101.480 |
102.850 |
101.150 |
101.800 |
+0.100 |
252 |
2,904 |
+84 |
Oct09 |
090630 |
101.000 |
102.650 |
101.000 |
101.550 |
+0.220 |
268 |
4,918 |
+53 |
Nov09 |
090630 |
100.850 |
102.500 |
100.850 |
101.750 |
+0.400 |
44 |
1,148 |
+14 |
Jan10 |
090630 |
100.100 |
101.500 |
100.100 |
100.450 |
+0.250 |
9 |
330 |
+1 |
Mar10 |
090630 |
99.300 |
100.450 |
99.250 |
99.500 |
+0.200 |
2 |
54 |
+2 |
Apr10 |
090630 |
98.300 |
99.000 |
98.300 |
99.000 |
+0.700 |
0 |
20 |
+0 |
Total Volume and Open Interest |
1,504 |
23,643 |
-156 |
Lean Hogs(CME) |
Jul09 |
090630 |
58.350 |
59.330 |
57.985 |
58.680 |
+0.645 |
3,924 |
12,788 |
+362 |
Aug09 |
090630 |
59.250 |
60.800 |
58.700 |
60.650 |
+2.020 |
10,676 |
62,351 |
+150 |
Oct09 |
090630 |
55.580 |
56.100 |
54.950 |
56.050 |
+0.950 |
4,997 |
28,616 |
+1,360 |
Dec09 |
090630 |
56.000 |
56.300 |
54.700 |
55.700 |
+0.370 |
3,798 |
19,098 |
+1,012 |
Feb10 |
090630 |
61.900 |
61.900 |
60.100 |
61.600 |
+0.350 |
868 |
4,584 |
+109 |
Apr10 |
090630 |
66.700 |
66.700 |
64.450 |
65.450 |
-1.025 |
915 |
2,825 |
+192 |
May10 |
090630 |
70.750 |
72.000 |
70.700 |
71.800 |
-1.900 |
75 |
254 |
+43 |
Jun10 |
090630 |
76.050 |
76.050 |
72.750 |
73.550 |
-2.200 |
449 |
1,638 |
+328 |
Total Volume and Open Interest |
25,821 |
132,837 |
+3,631 |
Pork Bellies(CME) |
Jul09 |
090630 |
55.800 |
56.000 |
54.250 |
54.300 |
-1.700 |
35 |
143 |
-16 |
Aug09 |
090630 |
56.830 |
56.830 |
54.450 |
55.700 |
-1.750 |
44 |
485 |
+4 |
Feb10 |
090630 |
86.200 |
86.635 |
84.350 |
86.350 |
-0.935 |
2 |
118 |
+0 |
Mar10 |
090630 |
84.500 |
84.500 |
84.500 |
84.500 |
-1.400 |
0 |
42 |
+0 |
May10 |
090630 |
88.500 |
88.500 |
88.500 |
88.500 |
-3.000 |
|
|
|
Total Volume and Open Interest |
81 |
788 |
-12 |
Class III Milk(CME) |
Jun09 |
090630 |
9.96 |
9.97 |
9.92 |
9.93 |
unch |
157 |
5,355 |
-95 |
Jul09 |
090630 |
10.04 |
10.12 |
10.03 |
10.07 |
unch |
140 |
4,281 |
+41 |
Aug09 |
090630 |
10.74 |
10.78 |
10.59 |
10.62 |
-0.16 |
297 |
3,970 |
+82 |
Sep09 |
090630 |
11.71 |
11.75 |
11.51 |
11.52 |
-0.23 |
256 |
3,684 |
+127 |
Oct09 |
090630 |
12.56 |
12.58 |
12.30 |
12.35 |
-0.23 |
155 |
3,207 |
+72 |
Total Volume and Open Interest |
1,315 |
30,303 |
+345 |
Cocoa(ICE) |
Jul09 |
090630 |
2498 |
2498 |
2487 |
2487 |
-38 |
2 |
21 |
-8 |
Sep09 |
090630 |
2571 |
2587 |
2493 |
2510 |
-43 |
4,214 |
50,086 |
-474 |
Dec09 |
090630 |
2544 |
2602 |
2530 |
2540 |
-37 |
668 |
27,458 |
+447 |
Mar10 |
090630 |
2563 |
2612 |
2538 |
2554 |
-35 |
310 |
16,440 |
+114 |
May10 |
090630 |
2553 |
2571 |
2553 |
2560 |
-37 |
91 |
3,917 |
+28 |
Jul10 |
090630 |
2577 |
2577 |
2570 |
2570 |
-36 |
2 |
3,529 |
+0 |
Sep10 |
090630 |
2575 |
2575 |
2575 |
2575 |
-32 |
0 |
2,307 |
+0 |
Total Volume and Open Interest |
5,287 |
107,765 |
+107 |
Coffee "C"(ICE) |
Jul09 |
090630 |
118.00 |
118.50 |
116.75 |
117.30 |
-0.55 |
31 |
115 |
-40 |
Sep09 |
090630 |
119.80 |
121.55 |
118.70 |
119.90 |
-0.35 |
3,893 |
70,390 |
+1,466 |
Dec09 |
090630 |
123.25 |
124.40 |
121.70 |
122.80 |
-0.30 |
566 |
25,817 |
+178 |
Mar10 |
090630 |
125.95 |
126.60 |
124.50 |
125.60 |
-0.30 |
46 |
11,293 |
-13 |
May10 |
090630 |
128.35 |
128.40 |
126.15 |
127.45 |
-0.30 |
50 |
3,130 |
+11 |
Jul10 |
090630 |
129.90 |
130.00 |
128.25 |
129.25 |
-0.35 |
63 |
1,479 |
+176 |
Total Volume and Open Interest |
4,686 |
114,809 |
+1,752 |
Orange Juice(ICE) |
Jul09 |
090630 |
73.85 |
78.20 |
73.10 |
77.50 |
+3.15 |
1,363 |
2,936 |
-1,054 |
Sep09 |
090630 |
76.65 |
79.75 |
76.10 |
78.85 |
+2.50 |
1,808 |
20,679 |
+711 |
Nov09 |
090630 |
80.00 |
82.85 |
79.50 |
82.00 |
+2.40 |
556 |
5,635 |
+536 |
Jan10 |
090630 |
82.65 |
85.75 |
82.65 |
85.05 |
+2.25 |
19 |
1,277 |
+15 |
Mar10 |
090630 |
85.95 |
89.05 |
85.95 |
88.40 |
+2.25 |
6 |
896 |
+4 |
May10 |
090630 |
89.90 |
91.65 |
89.90 |
91.65 |
+2.20 |
1 |
117 |
+1 |
Total Volume and Open Interest |
3,753 |
31,775 |
+213 |
Sugar #11(ICE) |
Jul09 |
090630 |
17.00 |
17.25 |
16.43 |
16.81 |
-0.12 |
19,992 |
47,784 |
-4,796 |
Oct09 |
090630 |
17.93 |
18.09 |
17.38 |
17.85 |
-0.05 |
64,535 |
346,771 |
+12,619 |
Mar10 |
090630 |
18.75 |
18.96 |
18.32 |
18.83 |
+0.03 |
23,393 |
155,374 |
+1,349 |
May10 |
090630 |
18.30 |
18.47 |
17.88 |
18.38 |
+0.05 |
3,256 |
37,313 |
+402 |
Jul10 |
090630 |
17.90 |
18.04 |
17.51 |
18.03 |
+0.13 |
3,012 |
66,573 |
+130 |
Total Volume and Open Interest |
119,222 |
765,398 |
+10,488 |
Sugar #14(ICE) |
Sep09 |
090630 |
22.65 |
22.70 |
22.65 |
22.70 |
+0.20 |
151 |
2,490 |
+3 |
Total Volume and Open Interest |
151 |
2,490 |
+3 |
London Cocoa(LCE) |
Jul09 |
090630 |
1582 |
1611 |
1554 |
1581 |
-10 |
2,233 |
44,433 |
-48 |
Sep09 |
090630 |
1615 |
1642 |
1584 |
1605 |
-15 |
4,310 |
38,382 |
+157 |
Dec09 |
090630 |
1621 |
1644 |
1593 |
1614 |
-12 |
1,666 |
29,154 |
+433 |
Mar10 |
090630 |
1615 |
1640 |
1593 |
1614 |
-9 |
983 |
28,373 |
+449 |
May10 |
090630 |
1598 |
1612 |
1594 |
1612 |
-6 |
36 |
14,869 |
+24 |
Jul10 |
090630 |
1599 |
1612 |
1598 |
1612 |
-10 |
2 |
4,414 |
+2 |
Sep10 |
090630 |
1597 |
1609 |
1594 |
1605 |
-15 |
0 |
2,730 |
+0 |
Total Volume and Open Interest |
9,230 |
165,421 |
+1,017 |
London Coffee(LCE) |
London Sugar(LCE) |
Aug09 |
090630 |
456.00 |
463.50 |
449.40 |
458.70 |
+4.30 |
5,621 |
24,770 |
-4,238 |
Oct09 |
090630 |
469.50 |
476.00 |
462.50 |
472.90 |
+5.80 |
3,043 |
35,173 |
+817 |
Dec09 |
090630 |
475.00 |
480.00 |
469.70 |
477.90 |
+4.70 |
294 |
8,461 |
+55 |
Mar10 |
090630 |
485.00 |
489.50 |
474.80 |
487.00 |
+4.40 |
655 |
10,359 |
+363 |
May10 |
090630 |
477.00 |
481.00 |
475.50 |
479.90 |
+4.80 |
32 |
1,487 |
+4 |
Total Volume and Open Interest |
9,645 |
82,655 |
-2,999 |
Cotton(ICE) |
Jul09 |
090630 |
52.95 |
53.30 |
52.28 |
53.30 |
+0.44 |
92 |
330 |
-53 |
Oct09 |
090630 |
55.40 |
56.97 |
53.92 |
55.63 |
+0.63 |
128 |
2,667 |
-77 |
Dec09 |
090630 |
56.85 |
58.94 |
55.89 |
57.48 |
+0.51 |
3,895 |
88,409 |
+176 |
Mar10 |
090630 |
59.67 |
59.91 |
58.48 |
59.72 |
+0.31 |
131 |
11,262 |
+64 |
May10 |
090630 |
60.35 |
60.92 |
60.35 |
60.92 |
+0.19 |
10 |
622 |
+0 |
Jul10 |
090630 |
61.19 |
62.20 |
61.19 |
62.03 |
+0.14 |
9 |
1,838 |
+9 |
Total Volume and Open Interest |
4,265 |
107,167 |
+119 |
Lumber(CME) |
Jul09 |
090630 |
195.3 |
197.5 |
189.6 |
191.0 |
-4.8 |
304 |
1,431 |
-69 |
Sep09 |
090630 |
217.0 |
219.2 |
211.1 |
211.8 |
-6.0 |
424 |
5,529 |
+144 |
Nov09 |
090630 |
215.7 |
215.7 |
210.5 |
210.6 |
-6.4 |
98 |
1,204 |
+43 |
Jan10 |
090630 |
229.1 |
232.9 |
228.9 |
232.9 |
-5.6 |
44 |
767 |
+54 |
Total Volume and Open Interest |
870 |
8,977 |
+172 |
Crude Oil(NYM) |
Aug09 |
090630 |
71.60 |
73.38 |
68.90 |
69.89 |
-1.60 |
208,025 |
255,959 |
-12,651 |
Sep09 |
090630 |
72.37 |
74.25 |
69.82 |
70.84 |
-1.54 |
40,743 |
138,145 |
-286 |
Oct09 |
090630 |
73.00 |
74.85 |
70.60 |
71.60 |
-1.49 |
12,748 |
52,799 |
-529 |
Nov09 |
090630 |
74.00 |
74.99 |
71.25 |
72.20 |
-1.45 |
6,472 |
28,677 |
-953 |
Dec09 |
090630 |
74.05 |
75.85 |
71.74 |
72.71 |
-1.41 |
23,563 |
153,837 |
-3,227 |
Jan10 |
090630 |
75.49 |
75.49 |
72.25 |
73.13 |
-1.38 |
3,474 |
27,252 |
-2,449 |
Feb10 |
090630 |
74.64 |
74.64 |
72.65 |
73.48 |
-1.37 |
1,380 |
20,886 |
-1,931 |
Mar10 |
090630 |
74.55 |
74.97 |
73.28 |
73.81 |
-1.35 |
1,249 |
18,763 |
-983 |
Apr10 |
090630 |
73.53 |
74.14 |
73.53 |
74.14 |
-1.32 |
532 |
9,875 |
-962 |
May10 |
090630 |
74.40 |
74.50 |
74.40 |
74.47 |
-1.29 |
430 |
9,338 |
-604 |
Jun10 |
090630 |
76.07 |
76.18 |
74.22 |
74.81 |
-1.26 |
2,046 |
45,459 |
-205 |
Jul10 |
090630 |
76.57 |
76.57 |
74.31 |
75.14 |
-1.24 |
806 |
37,358 |
-605 |
Aug10 |
090630 |
75.42 |
75.42 |
75.42 |
75.42 |
-1.22 |
348 |
5,584 |
-339 |
Sep10 |
090630 |
75.11 |
75.71 |
75.10 |
75.71 |
-1.20 |
362 |
11,781 |
-10 |
Oct10 |
090630 |
76.01 |
76.01 |
76.01 |
76.01 |
-1.20 |
209 |
5,017 |
-71 |
Nov10 |
090630 |
76.34 |
76.34 |
76.34 |
76.34 |
-1.20 |
253 |
7,961 |
+41 |
Total Volume and Open Interest |
311,476 |
1,127,201 |
-24,272 |
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 |
090630 |
71.650 |
73.400 |
68.900 |
69.900 |
-1.600 |
10,085 |
2,955 |
-120 |
Sep09 |
090630 |
72.500 |
74.200 |
69.875 |
70.850 |
-1.525 |
205 |
422 |
-61 |
Oct09 |
090630 |
73.925 |
74.500 |
70.600 |
71.600 |
-1.500 |
6 |
147 |
+0 |
Nov09 |
090630 |
74.500 |
74.500 |
71.600 |
72.200 |
-1.450 |
0 |
21 |
+0 |
Dec09 |
090630 |
73.975 |
74.200 |
72.475 |
72.700 |
-1.425 |
17 |
107 |
-10 |
Jan10 |
090630 |
73.125 |
73.125 |
73.125 |
73.125 |
-1.375 |
1 |
1 |
+1 |
Feb10 |
090630 |
73.475 |
73.475 |
73.475 |
73.475 |
-1.375 |
|
|
|
Mar10 |
090630 |
73.800 |
73.800 |
73.800 |
73.800 |
-1.350 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,334 |
3,729 |
-173 |
Heating Oil(NYM) |
Jul09 |
090630 |
178.21 |
181.00 |
170.80 |
171.80 |
-6.55 |
21,107 |
12,038 |
-3,670 |
Aug09 |
090630 |
183.35 |
187.32 |
176.00 |
178.77 |
-4.60 |
40,832 |
67,452 |
+1,986 |
Sep09 |
090630 |
188.00 |
192.08 |
180.96 |
183.74 |
-4.48 |
9,434 |
37,370 |
+735 |
Oct09 |
090630 |
195.31 |
195.31 |
185.52 |
188.22 |
-4.37 |
4,694 |
25,752 |
+514 |
Nov09 |
090630 |
198.35 |
198.35 |
188.89 |
191.57 |
-4.16 |
2,206 |
15,434 |
-93 |
Dec09 |
090630 |
198.60 |
200.45 |
191.81 |
194.57 |
-3.99 |
7,420 |
32,610 |
-1,305 |
Jan10 |
090630 |
200.20 |
201.38 |
195.09 |
197.61 |
-3.84 |
1,770 |
15,310 |
-390 |
Feb10 |
090630 |
203.80 |
203.80 |
196.95 |
199.61 |
-3.79 |
1,363 |
10,140 |
+235 |
Mar10 |
090630 |
199.07 |
200.61 |
198.50 |
200.61 |
-3.74 |
1,077 |
6,930 |
-37 |
Apr10 |
090630 |
199.21 |
200.81 |
198.80 |
200.81 |
-3.74 |
555 |
6,020 |
-232 |
May10 |
090630 |
200.00 |
201.41 |
199.93 |
201.41 |
-3.79 |
635 |
6,199 |
+132 |
Jun10 |
090630 |
204.88 |
204.88 |
200.50 |
202.16 |
-3.79 |
1,563 |
16,255 |
+309 |
Total Volume and Open Interest |
93,424 |
289,271 |
-1,890 |
Gasoline(NYMEX) |
Jul09 |
090630 |
195.50 |
197.50 |
188.50 |
189.72 |
-3.86 |
14,732 |
13,019 |
-3,898 |
Aug09 |
090630 |
193.92 |
198.07 |
187.26 |
190.20 |
-3.34 |
36,714 |
77,063 |
-2,717 |
Sep09 |
090630 |
193.33 |
197.10 |
186.62 |
189.65 |
-3.34 |
11,577 |
43,584 |
+141 |
Oct09 |
090630 |
183.90 |
187.12 |
177.27 |
180.09 |
-3.41 |
8,810 |
25,065 |
-198 |
Nov09 |
090630 |
184.54 |
184.54 |
177.00 |
179.33 |
-3.32 |
4,293 |
10,458 |
-242 |
Dec09 |
090630 |
186.72 |
186.72 |
177.24 |
180.02 |
-3.26 |
5,779 |
13,234 |
-432 |
Jan10 |
090630 |
182.61 |
182.61 |
179.83 |
182.13 |
-3.16 |
852 |
6,445 |
-91 |
Feb10 |
090630 |
184.48 |
184.48 |
184.48 |
184.48 |
-3.16 |
153 |
2,462 |
+61 |
Mar10 |
090630 |
187.13 |
187.13 |
187.13 |
187.13 |
-3.16 |
83 |
3,211 |
+19 |
Apr10 |
090630 |
200.73 |
200.73 |
200.73 |
200.73 |
-3.26 |
67 |
3,090 |
+11 |
Total Volume and Open Interest |
83,462 |
206,549 |
-7,228 |
e-miNY RBOB Gasoline(NYM) |
Aug09 |
090630 |
190.20 |
190.20 |
190.20 |
190.20 |
-3.34 |
1 |
1 |
-1 |
Sep09 |
090630 |
189.65 |
189.65 |
189.65 |
189.65 |
-3.34 |
|
|
|
Oct09 |
090630 |
180.09 |
180.09 |
180.09 |
180.09 |
-3.41 |
|
|
|
Nov09 |
090630 |
179.33 |
179.33 |
179.33 |
179.33 |
-3.32 |
|
|
|
Total Volume and Open Interest |
1 |
4 |
-1 |
Natural Gas(NYM) |
Aug09 |
090630 |
3.931 |
3.986 |
3.798 |
3.835 |
-0.109 |
76,150 |
126,085 |
+1,789 |
Sep09 |
090630 |
4.105 |
4.142 |
3.954 |
3.982 |
-0.121 |
14,419 |
89,719 |
+1,044 |
Oct09 |
090630 |
4.333 |
4.372 |
4.179 |
4.204 |
-0.128 |
9,036 |
77,876 |
+184 |
Nov09 |
090630 |
5.010 |
5.010 |
4.837 |
4.855 |
-0.122 |
2,883 |
34,542 |
+447 |
Dec09 |
090630 |
5.665 |
5.708 |
5.520 |
5.533 |
-0.115 |
2,277 |
43,302 |
+152 |
Jan10 |
090630 |
5.970 |
5.980 |
5.821 |
5.837 |
-0.119 |
3,117 |
37,077 |
+193 |
Feb10 |
090630 |
5.900 |
5.926 |
5.870 |
5.873 |
-0.117 |
580 |
19,735 |
+1 |
Mar10 |
090630 |
5.900 |
5.900 |
5.800 |
5.810 |
-0.116 |
1,281 |
37,725 |
+299 |
Apr10 |
090630 |
5.722 |
5.762 |
5.686 |
5.700 |
-0.111 |
1,489 |
34,498 |
-12 |
May10 |
090630 |
5.750 |
5.808 |
5.737 |
5.745 |
-0.110 |
100 |
15,235 |
-8 |
Jun10 |
090630 |
5.850 |
5.906 |
5.840 |
5.840 |
-0.110 |
76 |
8,772 |
+21 |
Jul10 |
090630 |
5.982 |
6.023 |
5.955 |
5.956 |
-0.109 |
22 |
8,002 |
-17 |
Aug10 |
090630 |
6.067 |
6.114 |
6.042 |
6.046 |
-0.109 |
31 |
9,356 |
-3 |
Sep10 |
090630 |
6.120 |
6.173 |
6.110 |
6.111 |
-0.107 |
146 |
7,070 |
+11 |
Oct10 |
090630 |
6.263 |
6.279 |
6.220 |
6.225 |
-0.106 |
384 |
16,293 |
-137 |
Nov10 |
090630 |
6.600 |
6.600 |
6.570 |
6.570 |
-0.096 |
73 |
5,934 |
+24 |
Total Volume and Open Interest |
113,228 |
696,323 |
-7,008 |
Brent Crude Oil(ICE) |
Aug09 |
090630 |
71.30 |
73.50 |
68.40 |
69.30 |
-1.69 |
102,300 |
134,306 |
-17,428 |
Sep09 |
090630 |
71.85 |
74.03 |
69.00 |
69.90 |
-1.72 |
36,928 |
123,092 |
-2,889 |
Oct09 |
090630 |
72.55 |
74.61 |
69.65 |
70.58 |
-1.69 |
18,293 |
60,716 |
+845 |
Nov09 |
090630 |
74.03 |
74.55 |
70.49 |
71.32 |
-1.63 |
6,255 |
24,918 |
-278 |
Dec09 |
090630 |
74.56 |
75.10 |
71.01 |
71.96 |
-1.57 |
12,591 |
82,360 |
+2,923 |
Jan10 |
090630 |
74.98 |
74.98 |
71.79 |
72.50 |
-1.52 |
2,553 |
23,842 |
+585 |
Feb10 |
090630 |
74.58 |
74.58 |
72.38 |
72.98 |
-1.49 |
1,142 |
15,205 |
+376 |
Mar10 |
090630 |
74.98 |
74.98 |
72.82 |
73.42 |
-1.46 |
915 |
11,245 |
+264 |
Apr10 |
090630 |
73.78 |
73.85 |
73.25 |
73.85 |
-1.44 |
486 |
5,068 |
-29 |
May10 |
090630 |
74.10 |
74.24 |
74.10 |
74.24 |
-1.42 |
414 |
4,261 |
+43 |
Jun10 |
090630 |
76.60 |
76.60 |
73.85 |
74.59 |
-1.41 |
1,096 |
29,117 |
+277 |
Jul10 |
090630 |
74.95 |
74.95 |
74.95 |
74.95 |
-1.38 |
17 |
8,614 |
+1 |
Aug10 |
090630 |
75.40 |
75.40 |
75.27 |
75.27 |
-1.36 |
0 |
5,905 |
+0 |
Sep10 |
090630 |
75.57 |
75.57 |
75.57 |
75.57 |
-1.36 |
0 |
2,362 |
+0 |
Total Volume and Open Interest |
187,570 |
671,828 |
-14,003 |
Gas Oil(ICE) |
Jul09 |
090630 |
569.00 |
587.00 |
552.25 |
557.00 |
-12.75 |
48,635 |
79,510 |
-13,054 |
Aug09 |
090630 |
575.00 |
598.50 |
562.75 |
567.75 |
-13.50 |
62,411 |
82,130 |
+2,186 |
Sep09 |
090630 |
607.50 |
607.50 |
573.75 |
578.50 |
-13.75 |
19,893 |
50,503 |
+2,048 |
Oct09 |
090630 |
615.25 |
615.25 |
584.75 |
589.00 |
-13.50 |
6,861 |
34,160 |
+1,006 |
Nov09 |
090630 |
621.00 |
621.00 |
594.50 |
598.50 |
-13.25 |
4,651 |
24,956 |
+656 |
Dec09 |
090630 |
630.50 |
630.50 |
603.25 |
607.50 |
-12.75 |
13,445 |
65,021 |
+1,940 |
Jan10 |
090630 |
635.50 |
635.50 |
612.75 |
616.50 |
-12.50 |
3,142 |
29,444 |
+1,257 |
Feb10 |
090630 |
640.75 |
640.75 |
624.00 |
624.00 |
-12.50 |
1,308 |
14,706 |
+561 |
Mar10 |
090630 |
646.75 |
647.00 |
630.25 |
630.25 |
-12.25 |
2,109 |
17,395 |
+1,347 |
Apr10 |
090630 |
652.50 |
652.75 |
636.00 |
636.00 |
-12.50 |
670 |
8,342 |
+38 |
Total Volume and Open Interest |
166,404 |
505,437 |
-1,695 |
Ethanol(CBOT) |
Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
Jul09 |
090630 |
1.605 |
1.635 |
1.600 |
1.635 |
-0.058 |
29 |
312 |
-27 |
Aug09 |
090630 |
1.630 |
1.630 |
1.550 |
1.560 |
-0.099 |
36 |
614 |
+10 |
Sep09 |
090630 |
1.619 |
1.619 |
1.535 |
1.550 |
-0.096 |
11 |
450 |
+10 |
Oct09 |
090630 |
1.619 |
1.619 |
1.536 |
1.544 |
-0.091 |
12 |
298 |
+8 |
Nov09 |
090630 |
1.623 |
1.623 |
1.550 |
1.550 |
-0.085 |
13 |
322 |
+5 |
Dec09 |
090630 |
1.560 |
1.560 |
1.550 |
1.550 |
-0.088 |
15 |
364 |
+3 |
Jan10 |
090630 |
1.610 |
1.610 |
1.530 |
1.530 |
-0.108 |
9 |
421 |
+8 |
Total Volume and Open Interest |
165 |
4,184 |
+47 |
US Dollar Index(ICE) |
Sep09 |
090630 |
80.055 |
80.640 |
79.695 |
80.425 |
+0.310 |
6,740 |
18,025 |
+18 |
Dec09 |
090630 |
80.220 |
80.825 |
80.220 |
80.785 |
+0.295 |
1 |
2,065 |
+1 |
Mar10 |
090630 |
81.025 |
81.025 |
81.025 |
81.025 |
+0.345 |
|
|
|
Total Volume and Open Interest |
6,741 |
20,090 |
+19 |
Australian Dollar(CME) |
Sep09 |
090630 |
80.31 |
81.10 |
79.93 |
80.29 |
-0.06 |
59,348 |
89,654 |
+2,129 |
Dec09 |
090630 |
80.00 |
80.50 |
79.43 |
79.75 |
-0.06 |
10 |
284 |
+8 |
Mar10 |
090630 |
79.24 |
79.28 |
79.24 |
79.24 |
-0.04 |
0 |
15 |
+0 |
Total Volume and Open Interest |
59,358 |
89,954 |
+2,137 |
British Pound(CME) |
Sep09 |
090630 |
165.61 |
167.42 |
164.20 |
164.63 |
-1.09 |
86,568 |
87,850 |
+1,922 |
Dec09 |
090630 |
166.60 |
167.27 |
164.20 |
164.58 |
-1.10 |
19 |
251 |
-8 |
Mar10 |
090630 |
164.54 |
167.13 |
164.49 |
164.54 |
-1.10 |
|
|
|
Total Volume and Open Interest |
86,587 |
88,103 |
+1,914 |
Canadian Dollar(CME) |
Sep09 |
090630 |
86.45 |
86.92 |
85.92 |
86.10 |
-0.40 |
52,911 |
76,138 |
+553 |
Dec09 |
090630 |
86.85 |
86.94 |
86.00 |
86.15 |
-0.39 |
42 |
2,115 |
+19 |
Mar10 |
090630 |
86.81 |
86.95 |
86.08 |
86.21 |
-0.39 |
13 |
482 |
+10 |
Jun10 |
090630 |
86.19 |
87.01 |
86.17 |
86.27 |
-0.38 |
2 |
115 |
-2 |
Total Volume and Open Interest |
52,980 |
79,005 |
+584 |
Japanese Yen(CME) |
Sep09 |
090630 |
104.18 |
105.02 |
103.68 |
103.88 |
-0.37 |
65,323 |
76,398 |
+3,781 |
Dec09 |
090630 |
104.50 |
105.11 |
103.83 |
104.01 |
-0.37 |
7 |
175 |
+2 |
Mar10 |
090630 |
104.07 |
105.16 |
104.07 |
104.22 |
-0.37 |
0 |
14 |
+0 |
Total Volume and Open Interest |
65,330 |
76,588 |
+3,783 |
Swiss Franc(CME) |
Sep09 |
090630 |
92.38 |
92.87 |
91.90 |
92.20 |
-0.33 |
39,261 |
33,045 |
+529 |
Dec09 |
090630 |
92.70 |
92.92 |
92.07 |
92.33 |
-0.34 |
0 |
97 |
+0 |
Mar10 |
090630 |
92.50 |
92.97 |
92.50 |
92.50 |
-0.34 |
|
|
|
Total Volume and Open Interest |
39,261 |
33,142 |
+529 |
EuroFX(CME) |
Sep09 |
090630 |
140.72 |
141.49 |
139.98 |
140.40 |
-0.41 |
198,006 |
110,392 |
+401 |
Dec09 |
090630 |
140.90 |
141.43 |
139.98 |
140.38 |
-0.40 |
663 |
983 |
+356 |
Mar10 |
090630 |
140.46 |
141.25 |
140.12 |
140.39 |
-0.41 |
7 |
323 |
+1 |
Total Volume and Open Interest |
198,676 |
111,701 |
+758 |
Mexican Peso(CME) |
Jul09 |
090630 |
760.8 |
760.8 |
759.8 |
760.8 |
+1.0 |
|
|
|
Aug09 |
090630 |
756.8 |
756.8 |
755.8 |
756.8 |
+1.0 |
|
|
|
Total Volume and Open Interest |
11,838 |
48,797 |
+3,559 |
30-Year T-Bonds(CBOT) |
Sep09 |
090630 |
118~230 |
118~270 |
117~150 |
118~115 |
-0~065 |
159,092 |
690,166 |
-6,155 |
Dec09 |
090630 |
117~085 |
117~085 |
116~080 |
117~015 |
-0~065 |
64 |
416 |
-2 |
Mar10 |
090630 |
115~140 |
116~090 |
115~140 |
116~025 |
-0~065 |
0 |
43 |
+0 |
Total Volume and Open Interest |
159,156 |
690,628 |
-6,157 |
10-Year T-Notes(CBOT) |
Sep09 |
090630 |
116~155 |
116~195 |
115~245 |
116~085 |
-0~060 |
644,965 |
994,641 |
-47,311 |
Dec09 |
090630 |
115~035 |
115~035 |
114~280 |
114~280 |
-0~055 |
4 |
30 |
+0 |
Mar10 |
090630 |
113~280 |
114~015 |
113~280 |
113~280 |
-0~055 |
|
|
|
Total Volume and Open Interest |
644,969 |
994,671 |
-47,311 |
5-Year T-Notes(CBOT) |
Sep09 |
090630 |
114~109 |
114~117 |
114~060 |
114~092 |
-0~020 |
315,943 |
748,302 |
-20,927 |
Dec09 |
090630 |
113~048 |
113~068 |
113~048 |
113~048 |
-0~020 |
0 |
500 |
-1 |
Mar10 |
090630 |
113~048 |
113~068 |
113~048 |
113~048 |
-0~020 |
|
|
|
Total Volume and Open Interest |
319,897 |
762,523 |
-24,478 |
2 Year T-Notes(CBOT) |
Sep09 |
090630 |
108~017 |
108~018 |
107~124 |
108~014 |
-0~002 |
115,214 |
554,151 |
-7,023 |
Dec09 |
090630 |
107~083 |
107~085 |
107~083 |
107~083 |
-0~002 |
0 |
1 |
+0 |
Mar10 |
090630 |
107~083 |
107~085 |
107~083 |
107~083 |
-0~002 |
|
|
|
Total Volume and Open Interest |
115,537 |
555,901 |
-7,088 |
Eurodollars(CME) |
Sep09 |
090630 |
99.335 |
99.345 |
99.315 |
99.330 |
-0.005 |
164,152 |
1,075,664 |
-5,750 |
Dec09 |
090630 |
99.095 |
99.115 |
99.055 |
99.095 |
unch |
195,219 |
892,576 |
-9,658 |
Mar10 |
090630 |
98.855 |
98.870 |
98.790 |
98.825 |
-0.030 |
227,619 |
790,122 |
-10,589 |
Jun10 |
090630 |
98.515 |
98.525 |
98.415 |
98.455 |
-0.055 |
202,228 |
548,843 |
-3,766 |
Sep10 |
090630 |
98.165 |
98.170 |
98.040 |
98.080 |
-0.070 |
229,513 |
465,916 |
-5,018 |
Dec10 |
090630 |
97.770 |
97.780 |
97.650 |
97.695 |
-0.075 |
155,867 |
612,251 |
+9,110 |
Mar11 |
090630 |
97.445 |
97.450 |
97.305 |
97.355 |
-0.080 |
119,163 |
339,900 |
-447 |
Jun11 |
090630 |
97.110 |
97.115 |
96.965 |
97.020 |
-0.080 |
86,611 |
321,124 |
-2,344 |
Sep11 |
090630 |
96.815 |
96.815 |
96.670 |
96.720 |
-0.080 |
55,659 |
218,320 |
+2,084 |
Dec11 |
090630 |
96.530 |
96.535 |
96.385 |
96.440 |
-0.075 |
46,934 |
146,492 |
-363 |
Mar12 |
090630 |
96.320 |
96.325 |
96.185 |
96.245 |
-0.070 |
39,405 |
104,518 |
-1,707 |
Jun12 |
090630 |
96.105 |
96.135 |
96.000 |
96.060 |
-0.065 |
34,018 |
110,865 |
-660 |
Sep12 |
090630 |
95.955 |
95.970 |
95.855 |
95.910 |
-0.065 |
12,700 |
66,484 |
-542 |
Dec12 |
090630 |
95.810 |
95.825 |
95.705 |
95.765 |
-0.065 |
10,716 |
57,863 |
-273 |
Mar13 |
090630 |
95.725 |
95.740 |
95.625 |
95.680 |
-0.070 |
10,946 |
66,381 |
+1,307 |
Jun13 |
090630 |
95.630 |
95.640 |
95.520 |
95.575 |
-0.070 |
11,512 |
33,913 |
+1,107 |
Sep13 |
090630 |
95.535 |
95.555 |
95.430 |
95.485 |
-0.075 |
4,610 |
40,800 |
-117 |
Dec13 |
090630 |
95.430 |
95.445 |
95.320 |
95.375 |
-0.075 |
4,675 |
30,022 |
+575 |
Total Volume and Open Interest |
1,640,267 |
6,171,504 |
-25,153 |
30 Day Federal Funds(CBOT) |
Jun09 |
090630 |
99.795 |
99.795 |
99.795 |
99.795 |
unch |
809 |
52,772 |
-634 |
Jul09 |
090630 |
99.800 |
99.805 |
99.795 |
99.795 |
unch |
681 |
52,709 |
+51 |
Aug09 |
090630 |
99.785 |
99.790 |
99.780 |
99.785 |
unch |
1,492 |
45,409 |
+846 |
Sep09 |
090630 |
99.755 |
99.765 |
99.745 |
99.755 |
unch |
871 |
33,313 |
-193 |
Oct09 |
090630 |
99.735 |
99.740 |
99.720 |
99.730 |
unch |
1,038 |
34,571 |
+6 |
Nov09 |
090630 |
99.685 |
99.690 |
99.670 |
99.685 |
-0.005 |
3,287 |
60,520 |
-1,199 |
Total Volume and Open Interest |
21,251 |
429,788 |
-1,795 |
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 |
090630 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Dec09 |
090630 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
Mar10 |
090630 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Jun10 |
090630 |
99.49 |
99.49 |
99.48 |
99.48 |
-0.01 |
|
|
|
Sep10 |
090630 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
Dec10 |
090630 |
99.39 |
99.39 |
99.38 |
99.38 |
-0.01 |
|
|
|
Mar11 |
090630 |
99.30 |
99.30 |
99.29 |
99.29 |
-0.01 |
|
|
|
Jun11 |
090630 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
Sep11 |
090630 |
99.24 |
99.24 |
99.23 |
99.23 |
-0.01 |
|
|
|
Dec11 |
090630 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep09 |
090630 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
536 |
9,966 |
+333 |
Dec09 |
090630 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
42 |
2,694 |
+0 |
Mar10 |
090630 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
2,475 |
+0 |
Jun10 |
090630 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
1,043 |
+0 |
Sep10 |
090630 |
99.42 |
99.42 |
99.42 |
99.42 |
-0.01 |
0 |
281 |
+0 |
Dec10 |
090630 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
0 |
252 |
+0 |
Mar11 |
090630 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.01 |
0 |
412 |
+0 |
Jun11 |
090630 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.01 |
0 |
52 |
+0 |
Total Volume and Open Interest |
578 |
18,843 |
+145 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090623 |
137.21 |
137.45 |
137.21 |
137.37 |
+0.22 |
1,532 |
15,806 |
-800 |
Dec09 |
090630 |
137.81 |
137.81 |
137.81 |
137.81 |
+0.25 |
1 |
1 |
+1 |
Mar10 |
090630 |
137.58 |
137.58 |
137.58 |
137.58 |
+0.25 |
|
|
|
Total Volume and Open Interest |
2,663 |
13,276 |
-497 |
Euro-Bund(EUREX) |
Sep09 |
090629 |
121.06 |
121.29 |
120.90 |
121.15 |
+0.19 |
682,725 |
856,828 |
-16,894 |
Dec09 |
090630 |
119.85 |
119.85 |
119.50 |
119.76 |
-0.07 |
210 |
56 |
-1 |
Mar10 |
090630 |
119.72 |
119.72 |
119.72 |
119.72 |
-0.07 |
|
|
|
Total Volume and Open Interest |
498,368 |
869,101 |
+12,216 |
Euro-Bobl(EUREX) |
Sep09 |
090630 |
115.55 |
115.56 |
115.23 |
115.45 |
+0.50 |
333,989 |
652,324 |
+12,347 |
Dec09 |
090630 |
113.92 |
114.18 |
113.92 |
114.09 |
-0.07 |
14 |
70 |
-8 |
Mar10 |
090630 |
113.85 |
113.85 |
113.85 |
113.85 |
-0.03 |
|
|
|
Total Volume and Open Interest |
298,411 |
693,973 |
+19,719 |
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 |
090630 |
98.845 |
98.845 |
98.810 |
98.815 |
-0.005 |
23 |
5,340 |
+19 |
Total Volume and Open Interest |
592 |
33,584 |
+146 |
Long Gilt(LIFFE) |
Sep09 |
090629 |
118~02 |
118~28 |
118~02 |
118~24 |
+0~20 |
71,825 |
219,335 |
-1,488 |
Dec09 |
090630 |
118~09 |
118~09 |
118~09 |
118~09 |
-0~21 |
|
|
|
Total Volume and Open Interest |
59,208 |
217,672 |
-9,709 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090630 |
98.86 |
98.88 |
98.84 |
98.88 |
+0.01 |
30,115 |
265,119 |
-7,385 |
Dec09 |
090630 |
98.65 |
98.68 |
98.60 |
98.66 |
unch |
36,183 |
270,197 |
-1,552 |
Mar10 |
090630 |
98.37 |
98.39 |
98.27 |
98.36 |
-0.03 |
55,946 |
366,974 |
+3,533 |
Jun10 |
090630 |
97.88 |
97.90 |
97.76 |
97.87 |
-0.05 |
52,232 |
288,113 |
+11,679 |
Sep10 |
090630 |
97.39 |
97.41 |
97.23 |
97.37 |
-0.06 |
44,733 |
247,917 |
+3,902 |
Dec10 |
090630 |
96.87 |
96.89 |
96.72 |
96.86 |
-0.05 |
44,189 |
205,488 |
+6,508 |
Total Volume and Open Interest |
330,836 |
2,027,275 |
+20,391 |
3-Mth Euribor(LIFFE) |
Sep09 |
090630 |
98.960 |
98.965 |
98.935 |
98.950 |
-0.010 |
127,315 |
685,288 |
+6,232 |
Dec09 |
090630 |
98.825 |
98.855 |
98.780 |
98.815 |
-0.005 |
97,096 |
521,909 |
-12,267 |
Mar10 |
090630 |
98.710 |
98.735 |
98.640 |
98.695 |
unch |
101,037 |
486,415 |
-5,095 |
Total Volume and Open Interest |
683,474 |
3,194,501 |
+16,017 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090630 |
96.78 |
96.81 |
96.77 |
96.79 |
unch |
10,352 |
288,457 |
+1,188 |
Dec09 |
090630 |
96.63 |
96.64 |
96.60 |
96.62 |
-0.02 |
11,281 |
201,646 |
+2,825 |
Mar10 |
090630 |
96.28 |
96.29 |
96.24 |
96.27 |
-0.03 |
9,120 |
122,792 |
+4,040 |
Jun10 |
090630 |
95.85 |
95.85 |
95.79 |
95.82 |
-0.04 |
1,634 |
76,936 |
+960 |
Sep10 |
090630 |
95.39 |
95.42 |
95.35 |
95.37 |
-0.04 |
1,145 |
46,302 |
+517 |
Dec10 |
090630 |
95.02 |
95.04 |
94.96 |
94.98 |
-0.04 |
772 |
30,814 |
+350 |
Mar11 |
090630 |
94.66 |
94.70 |
94.62 |
94.65 |
-0.04 |
596 |
17,054 |
+116 |
Jun11 |
090630 |
94.36 |
94.36 |
94.28 |
94.32 |
-0.04 |
216 |
10,453 |
+43 |
Sep11 |
090630 |
94.03 |
94.03 |
93.99 |
94.01 |
-0.05 |
7 |
3,063 |
-7 |
Dec11 |
090630 |
93.73 |
93.73 |
93.73 |
93.73 |
-0.04 |
7 |
807 |
+7 |
Total Volume and Open Interest |
35,330 |
799,010 |
+9,939 |
10-Year Aus T-Bonds(SFE) |
Sep09 |
090630 |
94.53 |
94.57 |
94.48 |
94.50 |
+0.09 |
25,303 |
301,360 |
-1,968 |
Dec09 |
090630 |
94.45 |
94.45 |
94.45 |
94.45 |
-0.03 |
|
|
|
Total Volume and Open Interest |
24,222 |
304,861 |
+3,501 |
3-Year Aus T-Bonds(SFE) |
Sep09 |
090630 |
95.28 |
95.30 |
95.23 |
95.25 |
-0.03 |
95,908 |
445,490 |
+128,071 |
Dec09 |
090630 |
95.15 |
95.15 |
95.15 |
95.15 |
-0.03 |
|
|
|
Total Volume and Open Interest |
95,908 |
445,490 |
+3,117 |
Gold(CMX) |
Aug09 |
090630 |
938.1 |
945.4 |
922.7 |
927.4 |
-13.3 |
73,575 |
230,171 |
-1,638 |
Oct09 |
090630 |
942.7 |
946.7 |
924.6 |
928.8 |
-13.3 |
2,539 |
12,286 |
-345 |
Dec09 |
090630 |
940.9 |
948.0 |
925.7 |
930.2 |
-13.2 |
1,521 |
49,821 |
+156 |
Feb10 |
090630 |
945.9 |
945.9 |
930.1 |
931.4 |
-13.2 |
189 |
16,252 |
+24 |
Apr10 |
090630 |
949.7 |
949.7 |
928.1 |
932.7 |
-13.1 |
1,801 |
16,332 |
-51 |
Jun10 |
090630 |
937.5 |
937.5 |
931.9 |
934.2 |
-13.1 |
27 |
8,737 |
-8 |
Aug10 |
090630 |
936.0 |
936.0 |
936.0 |
936.0 |
-13.0 |
154 |
3,677 |
+151 |
Oct10 |
090630 |
938.1 |
938.1 |
938.1 |
938.1 |
-13.0 |
0 |
1,237 |
+0 |
Dec10 |
090630 |
944.2 |
944.2 |
939.6 |
940.5 |
-13.0 |
146 |
13,362 |
+23 |
Feb11 |
090630 |
943.4 |
943.4 |
943.4 |
943.4 |
-12.9 |
0 |
12 |
+0 |
Apr11 |
090630 |
946.6 |
946.6 |
946.6 |
946.6 |
-12.8 |
|
|
|
Jun11 |
090630 |
294.7 |
294.7 |
294.7 |
294.7 |
-12.7 |
333 |
9,150 |
+25 |
Total Volume and Open Interest |
80,583 |
378,351 |
-1,932 |
Silver(CMX) |
Jul09 |
090630 |
1386.0 |
1412.5 |
1343.5 |
1357.4 |
-37.3 |
29,822 |
7,044 |
-9,092 |
Sep09 |
090630 |
1387.0 |
1415.0 |
1345.5 |
1360.0 |
-37.5 |
22,227 |
54,440 |
+8,127 |
Dec09 |
090630 |
1393.5 |
1411.0 |
1350.0 |
1364.1 |
-37.5 |
393 |
20,582 |
+4 |
Mar10 |
090630 |
1400.0 |
1400.0 |
1354.0 |
1366.8 |
-37.4 |
39 |
6,495 |
+14 |
May10 |
090630 |
1364.5 |
1369.5 |
1364.5 |
1368.6 |
-37.2 |
0 |
2,562 |
+0 |
Jul10 |
090630 |
1380.0 |
1380.0 |
1358.0 |
1370.4 |
-36.8 |
24 |
2,991 |
+7 |
Sep10 |
090630 |
1423.0 |
1423.0 |
1372.5 |
1372.5 |
-36.6 |
0 |
161 |
+0 |
Total Volume and Open Interest |
52,690 |
102,783 |
-859 |
Platinum(NYMEX) |
Jul09 |
090630 |
1196.4 |
1200.0 |
1165.5 |
1176.7 |
-7.5 |
3,728 |
1,734 |
-2,714 |
Oct09 |
090630 |
1193.6 |
1208.9 |
1171.5 |
1185.3 |
-7.9 |
4,333 |
21,080 |
+2,688 |
Jan10 |
090630 |
1188.3 |
1188.3 |
1188.3 |
1188.3 |
-7.9 |
28 |
218 |
+1 |
Total Volume and Open Interest |
8,089 |
23,032 |
-25 |
Palladium(NYMEX) |
Sep09 |
090630 |
251.35 |
253.00 |
246.30 |
250.95 |
-0.40 |
364 |
15,957 |
+43 |
Dec09 |
090630 |
254.20 |
254.20 |
251.40 |
252.05 |
-0.40 |
78 |
338 |
+41 |
Mar10 |
090630 |
253.55 |
253.55 |
253.55 |
253.55 |
-0.40 |
|
|
|
Total Volume and Open Interest |
442 |
16,295 |
-116 |
Copper(CMX) |
Jul09 |
090630 |
230.50 |
235.00 |
222.60 |
225.80 |
-5.45 |
12,356 |
11,041 |
-4,584 |
Sep09 |
090630 |
232.80 |
236.50 |
223.70 |
227.20 |
-5.40 |
10,540 |
71,508 |
+2,027 |
Dec09 |
090630 |
233.35 |
236.80 |
225.20 |
228.05 |
-5.35 |
340 |
12,473 |
+99 |
Mar10 |
090630 |
225.05 |
228.35 |
225.05 |
228.35 |
-5.25 |
32 |
2,324 |
+22 |
May10 |
090630 |
229.90 |
229.90 |
228.50 |
228.50 |
-5.20 |
0 |
620 |
+2 |
Total Volume and Open Interest |
24,179 |
107,637 |
-2,537 |
Aluminum(CMX) |
Jul09 |
090630 |
74.75 |
74.75 |
74.75 |
74.75 |
-0.50 |
|
|
|
Aug09 |
090630 |
75.25 |
75.25 |
75.25 |
75.25 |
-0.50 |
|
|
|
Sep09 |
090630 |
75.75 |
75.75 |
75.75 |
75.75 |
-0.50 |
|
|
|
Oct09 |
090630 |
4.16 |
4.16 |
4.16 |
4.16 |
|
|
|
|
Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
Dec09 |
080724 |
1.17 |
1.17 |
1.17 |
1.17 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Sep09 |
090630 |
8452 |
8503 |
8335 |
8394 |
-64 |
292 |
8,206 |
-74 |
Dec09 |
090630 |
8336 |
8400 |
8336 |
8336 |
-64 |
5 |
41 |
+3 |
Mar10 |
090630 |
8292 |
8356 |
8292 |
8292 |
-64 |
0 |
1 |
+0 |
Jun10 |
090630 |
8244 |
8308 |
8244 |
8244 |
-64 |
|
|
|
Total Volume and Open Interest |
297 |
8,248 |
-71 |
S & P 500(CME) |
Sep09 |
090630 |
921.10 |
926.00 |
908.50 |
915.50 |
-5.70 |
21,893 |
380,148 |
+1,284 |
Dec09 |
090630 |
911.30 |
920.50 |
905.00 |
911.30 |
-5.70 |
11 |
6,667 |
-2 |
Mar10 |
090630 |
907.30 |
916.50 |
901.00 |
907.30 |
-5.70 |
0 |
3,174 |
+0 |
Jun10 |
090630 |
905.30 |
914.50 |
899.00 |
905.30 |
-5.70 |
0 |
2 |
+0 |
Total Volume and Open Interest |
21,904 |
389,991 |
+1,282 |
S & P 500 E-Mini(Globex) |
Sep09 |
090630 |
921.50 |
926.25 |
908.25 |
915.50 |
-5.75 |
1,410,004 |
2,324,969 |
-28,401 |
Dec09 |
090630 |
917.25 |
921.75 |
904.50 |
911.25 |
-5.75 |
1,199 |
7,842 |
+125 |
Total Volume and Open Interest |
1,411,204 |
2,332,850 |
-28,276 |
NASDAQ 100(CME) |
Sep09 |
090630 |
1481.30 |
1493.00 |
1465.00 |
1476.30 |
-5.20 |
834 |
14,213 |
+223 |
Dec09 |
090630 |
1475.00 |
1478.00 |
1475.00 |
1475.00 |
-5.00 |
0 |
12 |
+0 |
Mar10 |
090630 |
1474.00 |
1477.00 |
1474.00 |
1474.00 |
-5.00 |
|
|
|
Total Volume and Open Interest |
834 |
14,225 |
+223 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090630 |
1481.00 |
1491.80 |
1465.80 |
1476.30 |
-5.20 |
210,023 |
252,296 |
+610 |
Dec09 |
090630 |
1480.00 |
1489.00 |
1465.30 |
1475.00 |
-5.00 |
64 |
180 |
+47 |
Total Volume and Open Interest |
209,425 |
252,485 |
+657 |
S & P Midcap 400(CME) |
Sep09 |
090630 |
580.00 |
582.00 |
572.00 |
576.70 |
-2.00 |
45 |
2,402 |
+11 |
Dec09 |
090630 |
574.70 |
576.00 |
574.70 |
574.70 |
-2.00 |
|
|
|
Mar10 |
090630 |
572.70 |
574.00 |
572.70 |
572.70 |
-2.00 |
|
|
|
Total Volume and Open Interest |
45 |
2,402 |
+11 |
Russell 2000(CME) |
Sep09 |
090630 |
0.30 |
0.30 |
0.05 |
0.05 |
unch |
46 |
6,088 |
+38 |
Dec09 |
090630 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,279 |
+4 |
Mar10 |
090630 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,801 |
+0 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090630 |
9935 |
10005 |
9910 |
9945 |
+125 |
96,148 |
155,243 |
-5,273 |
Dec09 |
090630 |
9920 |
9920 |
9920 |
9920 |
+140 |
3 |
962 |
+1 |
Total Volume and Open Interest |
96,151 |
162,384 |
+2,882 |
Nikkei 225(SGX) |
Sep09 |
090630 |
9935 |
10005 |
9910 |
9945 |
+125 |
96,148 |
155,243 |
-5,273 |
Dec09 |
090630 |
9920 |
9920 |
9920 |
9920 |
+140 |
3 |
962 |
+1 |
Mar10 |
090630 |
9925 |
9925 |
9925 |
9925 |
+130 |
0 |
75 |
+0 |
Total Volume and Open Interest |
96,151 |
162,384 |
+2,882 |
CAC 40(EURONEXT) |
Jul09 |
090630 |
3177.5 |
3203.0 |
3119.5 |
3136.0 |
-51.5 |
108,912 |
392,868 |
+4,142 |
Aug09 |
090630 |
3196.0 |
3201.5 |
3121.0 |
3137.0 |
-51.5 |
260 |
680 |
+170 |
Sep09 |
090630 |
3173.5 |
3199.0 |
3116.5 |
3132.0 |
-51.5 |
393 |
39,357 |
-303 |
Total Volume and Open Interest |
109,705 |
435,663 |
+4,149 |
Hang Seng Index(HKFE) |
Jun09 |
090629 |
18550 |
18684 |
18478 |
18572 |
+30 |
115,188 |
44,899 |
-14,267 |
Jul09 |
090630 |
18930 |
18956 |
18374 |
18420 |
-154 |
48,881 |
74,759 |
+6,262 |
Aug09 |
090630 |
18875 |
18909 |
18350 |
18409 |
|
|
|
|
DAX(EUREX) |
Sep09 |
090630 |
4884.5 |
4908.0 |
4790.5 |
4819.5 |
-65.0 |
111,103 |
128,724 |
+7,488 |
Dec09 |
090630 |
4892.0 |
4905.0 |
4781.0 |
4823.5 |
-64.5 |
572 |
8,291 |
+318 |
Mar10 |
090630 |
4899.5 |
4904.0 |
4822.5 |
4835.0 |
-64.0 |
40 |
350 |
+33 |
Total Volume and Open Interest |
111,715 |
137,365 |
+7,839 |
FT-SE 100(EURONEXT) |
Sep09 |
090630 |
4276.00 |
4276.50 |
4196.50 |
4218.00 |
-39.00 |
84,857 |
618,755 |
-2,132 |
Dec09 |
090630 |
4244.00 |
4244.00 |
4173.50 |
4190.00 |
-39.00 |
31 |
4,454 |
+6 |
Mar10 |
090630 |
4163.00 |
4163.00 |
4163.00 |
4163.00 |
-41.00 |
|
|
|
Total Volume and Open Interest |
84,888 |
623,209 |
-2,126 |
SPI 200(SFE) |
Jun09 |
090618 |
3898.0 |
3923.0 |
3853.0 |
3922.0 |
+25.0 |
83,915 |
210,038 |
-62,039 |
Sep09 |
090630 |
3851.0 |
3929.0 |
3849.0 |
3901.0 |
+49.0 |
26,135 |
235,335 |
-11,588 |
Dec09 |
090630 |
3919.0 |
3919.0 |
3908.0 |
3908.0 |
+48.0 |
2 |
3,495 |
+0 |
Total Volume and Open Interest |
26,137 |
243,407 |
-11,588 |
GSCI(CME) |
Jul09 |
090630 |
459.70 |
461.50 |
444.00 |
449.90 |
-11.10 |
277 |
15,866 |
+56 |
Aug09 |
090630 |
455.00 |
465.55 |
449.00 |
455.00 |
-10.50 |
2 |
0 |
+0 |
Sep09 |
090630 |
460.00 |
470.05 |
454.00 |
460.00 |
-10.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
279 |
15,868 |
+56 |
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. |
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