|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon June 07, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100607 |
934.00 |
939.00 |
928.25 |
935.00 |
unch |
87,817 |
202,117 |
-7,048 |
| Aug10 |
100607 |
917.50 |
921.25 |
911.75 |
917.75 |
-0.75 |
10,745 |
20,854 |
+1,436 |
| Sep10 |
100607 |
902.00 |
906.75 |
900.00 |
904.25 |
-1.50 |
4,925 |
12,127 |
+335 |
| Nov10 |
100607 |
899.50 |
908.50 |
893.25 |
900.00 |
unch |
40,993 |
172,630 |
+6,565 |
| Jan11 |
100607 |
905.00 |
911.25 |
904.00 |
910.50 |
unch |
2,981 |
20,229 |
+1,434 |
| Mar11 |
100607 |
918.50 |
918.50 |
914.00 |
917.00 |
-1.00 |
1,312 |
6,883 |
+483 |
| May11 |
100607 |
915.00 |
922.50 |
915.00 |
920.50 |
unch |
107 |
6,274 |
+33 |
| Total Volume and Open Interest |
151,555 |
468,476 |
+4,475 |
| Soybean Meal(CBOT) |
| Jul10 |
100607 |
277.10 |
280.90 |
274.80 |
278.70 |
+1.50 |
42,618 |
79,698 |
+4,910 |
| Aug10 |
100607 |
268.80 |
272.10 |
266.90 |
269.70 |
+0.90 |
9,137 |
18,943 |
+679 |
| Sep10 |
100607 |
261.40 |
264.80 |
261.40 |
263.00 |
+0.70 |
3,198 |
12,515 |
+518 |
| Oct10 |
100607 |
254.00 |
257.00 |
254.00 |
256.00 |
+1.00 |
1,986 |
8,402 |
+373 |
| Dec10 |
100607 |
252.30 |
255.50 |
250.60 |
254.30 |
+1.20 |
10,707 |
40,318 |
+296 |
| Jan11 |
100607 |
254.00 |
255.70 |
253.00 |
255.00 |
+1.10 |
325 |
4,536 |
-14 |
| Mar11 |
100607 |
256.30 |
257.00 |
254.70 |
256.30 |
+1.20 |
401 |
4,405 |
+162 |
| May11 |
100607 |
256.10 |
257.00 |
256.10 |
256.30 |
+1.20 |
310 |
2,068 |
+93 |
| Total Volume and Open Interest |
69,415 |
175,203 |
+7,505 |
| Soybean Oil(CBOT) |
| Jul10 |
100607 |
36.78 |
36.83 |
36.41 |
36.47 |
-0.31 |
39,827 |
173,656 |
-2,160 |
| Aug10 |
100607 |
37.02 |
37.02 |
36.62 |
36.69 |
-0.30 |
6,761 |
29,300 |
+1,510 |
| Sep10 |
100607 |
37.29 |
37.29 |
36.87 |
36.92 |
-0.30 |
1,782 |
19,315 |
-131 |
| Oct10 |
100607 |
37.52 |
37.52 |
37.08 |
37.12 |
-0.30 |
1,171 |
12,103 |
+131 |
| Dec10 |
100607 |
37.94 |
37.94 |
37.50 |
37.57 |
-0.31 |
10,769 |
80,008 |
-623 |
| Jan11 |
100607 |
38.15 |
38.16 |
37.86 |
37.88 |
-0.30 |
94 |
4,720 |
+57 |
| Mar11 |
100607 |
38.40 |
38.45 |
38.20 |
38.20 |
-0.30 |
137 |
2,069 |
+33 |
| May11 |
100607 |
38.73 |
38.80 |
38.47 |
38.50 |
-0.30 |
190 |
1,395 |
-31 |
| Total Volume and Open Interest |
61,018 |
326,129 |
-1,152 |
| Canola(WCE) |
| Jul10 |
100607 |
375.5 |
383.3 |
375.5 |
382.0 |
+6.1 |
9,020 |
86,296 |
-1,816 |
| Nov10 |
100607 |
384.7 |
388.3 |
381.1 |
387.3 |
+6.2 |
3,510 |
59,060 |
+1,057 |
| Jan11 |
100607 |
384.9 |
393.9 |
384.8 |
392.9 |
+6.8 |
500 |
4,457 |
+275 |
| Mar11 |
100607 |
388.6 |
398.2 |
388.6 |
397.5 |
+6.2 |
260 |
2,981 |
+117 |
| May11 |
100607 |
395.1 |
403.2 |
395.1 |
401.7 |
+6.5 |
61 |
1,203 |
+29 |
| Total Volume and Open Interest |
13,433 |
155,149 |
-284 |
| Corn(CBOT) |
| Jul10 |
100607 |
340.75 |
341.00 |
335.50 |
335.75 |
-4.25 |
141,195 |
457,466 |
-1,222 |
| Sep10 |
100607 |
349.75 |
350.00 |
344.50 |
345.00 |
-4.25 |
48,606 |
211,858 |
+7,029 |
| Dec10 |
100607 |
360.00 |
360.75 |
354.50 |
355.00 |
-4.50 |
49,922 |
388,024 |
+5,931 |
| Mar11 |
100607 |
373.00 |
373.00 |
368.00 |
368.75 |
-3.75 |
2,802 |
58,108 |
+764 |
| May11 |
100607 |
381.50 |
381.50 |
377.50 |
378.00 |
-3.50 |
1,026 |
9,509 |
+190 |
| Jul11 |
100607 |
390.00 |
390.00 |
386.00 |
386.25 |
-4.50 |
3,707 |
35,939 |
+619 |
| Total Volume and Open Interest |
251,373 |
1,234,114 |
+13,675 |
| Wheat(CBOT) |
| Jul10 |
100607 |
435.25 |
438.50 |
431.00 |
432.25 |
-3.50 |
51,410 |
211,148 |
-5,935 |
| Sep10 |
100607 |
452.25 |
454.00 |
448.25 |
449.25 |
-3.00 |
18,841 |
121,100 |
+3,187 |
| Dec10 |
100607 |
482.50 |
485.00 |
478.75 |
480.00 |
-3.50 |
11,058 |
78,608 |
+505 |
| Mar11 |
100607 |
515.00 |
515.00 |
511.25 |
511.75 |
-3.25 |
2,222 |
27,694 |
+2 |
| May11 |
100607 |
532.00 |
533.00 |
529.75 |
529.75 |
-3.25 |
716 |
9,016 |
+70 |
| Total Volume and Open Interest |
97,540 |
504,258 |
+1,326 |
| Wheat(KCBT) |
| Jul10 |
100607 |
465.00 |
467.00 |
461.00 |
462.00 |
-3.00 |
12,374 |
54,060 |
-1,810 |
| Sep10 |
100607 |
477.25 |
478.25 |
473.50 |
474.00 |
-2.75 |
2,375 |
27,888 |
+683 |
| Dec10 |
100607 |
495.00 |
496.75 |
491.25 |
491.25 |
-3.25 |
4,783 |
41,729 |
-26 |
| Mar11 |
100607 |
513.00 |
513.00 |
509.00 |
509.00 |
-3.25 |
529 |
15,029 |
+122 |
| May11 |
100607 |
524.75 |
524.75 |
521.25 |
521.50 |
-3.25 |
566 |
7,060 |
+158 |
| Total Volume and Open Interest |
25,759 |
170,540 |
+2,190 |
| Wheat(MGE) |
| Jul10 |
100607 |
492.75 |
495.50 |
486.00 |
486.75 |
-6.00 |
3,388 |
14,498 |
-615 |
| Sep10 |
100607 |
506.00 |
506.25 |
498.25 |
498.75 |
-6.25 |
1,000 |
10,385 |
-143 |
| Dec10 |
100607 |
523.00 |
523.50 |
516.00 |
516.50 |
-5.00 |
843 |
10,431 |
-228 |
| Mar11 |
100607 |
538.50 |
539.50 |
534.25 |
534.25 |
-5.25 |
165 |
3,743 |
-33 |
| May11 |
100607 |
550.75 |
551.25 |
544.25 |
544.25 |
-7.00 |
132 |
1,629 |
-18 |
| Total Volume and Open Interest |
6,657 |
46,464 |
-875 |
| Oats(CBOT) |
| Jul10 |
100607 |
195.75 |
199.00 |
193.50 |
194.00 |
unch |
429 |
9,849 |
-105 |
| Sep10 |
100607 |
199.25 |
204.00 |
199.00 |
199.25 |
unch |
141 |
4,101 |
-17 |
| Dec10 |
100607 |
211.50 |
212.50 |
208.50 |
208.50 |
unch |
91 |
4,621 |
+42 |
| Mar11 |
100607 |
217.50 |
218.00 |
217.50 |
217.50 |
unch |
1 |
565 |
+0 |
| Total Volume and Open Interest |
662 |
19,136 |
-80 |
| Rough Rice(CBOT) |
| Jul10 |
100607 |
10.90 |
10.98 |
10.79 |
10.97 |
+0.13 |
1,305 |
7,073 |
-245 |
| Sep10 |
100607 |
10.88 |
11.03 |
10.80 |
11.02 |
+0.24 |
389 |
5,046 |
+185 |
| Nov10 |
100607 |
11.00 |
11.18 |
11.00 |
11.18 |
+0.23 |
117 |
2,113 |
-38 |
| Jan11 |
100607 |
11.45 |
11.45 |
11.24 |
11.45 |
+0.21 |
1 |
448 |
+0 |
| Total Volume and Open Interest |
1,906 |
15,749 |
-13 |
| Live Cattle(CME) |
| Jun10 |
100607 |
90.950 |
90.950 |
89.500 |
89.800 |
-1.150 |
13,213 |
32,155 |
-3,033 |
| Aug10 |
100607 |
88.650 |
88.785 |
87.600 |
87.730 |
-0.905 |
18,504 |
147,442 |
+1,021 |
| Oct10 |
100607 |
90.000 |
90.100 |
88.700 |
89.000 |
-0.980 |
8,068 |
86,042 |
+1,161 |
| Dec10 |
100607 |
91.980 |
91.980 |
90.750 |
91.285 |
-0.465 |
4,531 |
43,377 |
+1,040 |
| Feb11 |
100607 |
92.950 |
92.980 |
91.930 |
92.350 |
-0.600 |
507 |
19,122 |
+164 |
| Apr11 |
100607 |
94.330 |
94.350 |
93.800 |
94.200 |
-0.185 |
245 |
9,729 |
+73 |
| Total Volume and Open Interest |
45,179 |
341,643 |
+457 |
| Feeder Cattle(CME) |
| Aug10 |
100607 |
109.285 |
109.400 |
108.035 |
108.400 |
-0.485 |
1,812 |
21,721 |
-174 |
| Sep10 |
100607 |
109.000 |
109.350 |
107.950 |
108.285 |
-0.615 |
299 |
5,171 |
+58 |
| Oct10 |
100607 |
108.950 |
109.000 |
107.700 |
108.050 |
-0.750 |
312 |
3,618 |
+35 |
| Nov10 |
100607 |
108.400 |
108.650 |
107.480 |
108.050 |
-0.450 |
99 |
1,320 |
-5 |
| Jan11 |
100607 |
106.930 |
107.100 |
106.550 |
107.100 |
-0.300 |
9 |
471 |
+4 |
| Mar11 |
100607 |
106.000 |
106.000 |
106.000 |
106.000 |
-0.800 |
1 |
62 |
+0 |
| Apr11 |
100607 |
106.500 |
106.500 |
106.500 |
106.500 |
-0.550 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
2,532 |
32,378 |
-82 |
| Lean Hogs(CME) |
| Jun10 |
100607 |
79.000 |
79.000 |
77.385 |
77.785 |
-1.265 |
6,820 |
15,608 |
-1,056 |
| Jul10 |
100607 |
79.725 |
79.725 |
77.550 |
78.035 |
-1.690 |
12,974 |
60,313 |
-2,130 |
| Aug10 |
100607 |
80.500 |
80.650 |
78.200 |
78.800 |
-1.985 |
6,811 |
44,722 |
-432 |
| Oct10 |
100607 |
74.100 |
74.100 |
71.500 |
71.800 |
-2.280 |
2,769 |
41,165 |
+884 |
| Dec10 |
100607 |
70.800 |
70.800 |
68.700 |
69.450 |
-1.500 |
1,119 |
25,366 |
+312 |
| Feb11 |
100607 |
70.850 |
70.950 |
69.000 |
69.700 |
-1.650 |
428 |
7,857 |
+116 |
| Apr11 |
100607 |
71.250 |
71.600 |
70.000 |
70.100 |
-1.950 |
136 |
3,786 |
+79 |
| May11 |
100607 |
75.300 |
75.300 |
74.035 |
75.000 |
-1.000 |
6 |
152 |
+6 |
| Total Volume and Open Interest |
31,102 |
199,973 |
-2,196 |
| Pork Bellies(CME) |
| Jul10 |
100607 |
98.500 |
98.550 |
97.000 |
97.800 |
-1.150 |
4 |
138 |
-2 |
| Aug10 |
100607 |
97.250 |
99.000 |
97.250 |
97.250 |
-1.250 |
5 |
26 |
+0 |
| Feb11 |
100607 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
| Mar11 |
100607 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100607 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
9 |
169 |
-2 |
| Class III Milk(CME) |
| Jun10 |
100607 |
13.50 |
13.51 |
13.48 |
13.49 |
-0.01 |
134 |
4,349 |
+11 |
| Jul10 |
100607 |
13.16 |
13.33 |
13.13 |
13.24 |
-0.01 |
295 |
4,631 |
-107 |
| Aug10 |
100607 |
13.77 |
13.86 |
13.65 |
13.75 |
-0.11 |
130 |
4,039 |
+61 |
| Sep10 |
100607 |
14.51 |
14.53 |
14.40 |
14.42 |
-0.11 |
81 |
3,702 |
+46 |
| Oct10 |
100607 |
14.50 |
14.65 |
14.50 |
14.57 |
-0.08 |
44 |
3,383 |
+2 |
| Total Volume and Open Interest |
839 |
31,944 |
+60 |
| Cocoa(ICE) |
| Jul10 |
100607 |
2911 |
2956 |
2903 |
2927 |
+8 |
6,258 |
36,131 |
-4,177 |
| Sep10 |
100607 |
2922 |
2973 |
2922 |
2944 |
+4 |
4,104 |
40,669 |
+3,755 |
| Dec10 |
100607 |
2949 |
2990 |
2948 |
2968 |
+4 |
345 |
17,165 |
+92 |
| Mar11 |
100607 |
2992 |
3014 |
2992 |
2997 |
+4 |
46 |
16,265 |
+40 |
| May11 |
100607 |
3003 |
3022 |
3003 |
3006 |
+2 |
21 |
6,557 |
+0 |
| Jul11 |
100607 |
3027 |
3027 |
3013 |
3015 |
-3 |
21 |
3,210 |
+16 |
| Sep11 |
100607 |
3025 |
3025 |
3025 |
3025 |
-1 |
0 |
1,237 |
+0 |
| Total Volume and Open Interest |
10,795 |
125,929 |
-274 |
| Coffee "C"(ICE) |
| Jul10 |
100607 |
133.40 |
133.65 |
132.55 |
133.10 |
-0.65 |
7,221 |
56,500 |
-2,191 |
| Sep10 |
100607 |
135.20 |
135.20 |
134.00 |
134.60 |
-0.70 |
5,313 |
40,339 |
+1,484 |
| Dec10 |
100607 |
136.00 |
136.35 |
135.45 |
136.05 |
-0.75 |
2,963 |
22,899 |
+697 |
| Mar11 |
100607 |
137.00 |
137.10 |
136.35 |
136.80 |
-0.75 |
1,165 |
9,378 |
+801 |
| May11 |
100607 |
136.80 |
136.80 |
136.80 |
136.80 |
-0.75 |
91 |
4,636 |
+90 |
| Jul11 |
100607 |
137.15 |
137.15 |
137.15 |
137.15 |
-0.80 |
0 |
2,499 |
+0 |
| Total Volume and Open Interest |
16,799 |
137,148 |
+916 |
| Orange Juice(ICE) |
| Jul10 |
100607 |
136.20 |
138.20 |
133.50 |
136.75 |
+0.55 |
979 |
14,650 |
-633 |
| Sep10 |
100607 |
138.00 |
139.25 |
135.25 |
138.35 |
+0.50 |
316 |
10,278 |
+197 |
| Nov10 |
100607 |
139.40 |
140.00 |
137.00 |
139.60 |
+0.35 |
382 |
3,248 |
+319 |
| Jan11 |
100607 |
139.60 |
139.60 |
138.90 |
139.55 |
+0.70 |
84 |
976 |
+67 |
| Mar11 |
100607 |
139.00 |
140.05 |
139.00 |
140.05 |
+1.05 |
1 |
170 |
+1 |
| May11 |
100607 |
139.95 |
139.95 |
139.95 |
139.95 |
+0.80 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
1,762 |
29,675 |
-49 |
| Sugar #11(ICE) |
| Jul10 |
100607 |
14.55 |
14.59 |
14.20 |
14.33 |
-0.19 |
37,627 |
238,296 |
-12,175 |
| Oct10 |
100607 |
14.84 |
14.96 |
14.54 |
14.68 |
-0.19 |
21,780 |
200,046 |
+1,730 |
| Mar11 |
100607 |
15.72 |
15.97 |
15.52 |
15.72 |
-0.05 |
8,719 |
96,979 |
+1,482 |
| May11 |
100607 |
15.93 |
16.20 |
15.73 |
15.95 |
+0.01 |
2,754 |
25,577 |
+263 |
| Jul11 |
100607 |
15.99 |
16.33 |
15.82 |
16.23 |
+0.16 |
9,008 |
41,219 |
+2,875 |
| Total Volume and Open Interest |
81,876 |
673,942 |
-5,326 |
| London Cocoa(LCE) |
| Jul10 |
100601 |
2409 |
2446 |
2390 |
2444 |
+188 |
21,988 |
63,577 |
+3,834 |
| Sep10 |
100607 |
2340 |
2379 |
2337 |
2344 |
-3 |
3,662 |
35,670 |
+36 |
| Dec10 |
100607 |
2281 |
2319 |
2276 |
2277 |
-9 |
846 |
26,785 |
+219 |
| Mar11 |
100607 |
2240 |
2277 |
2235 |
2235 |
-3 |
377 |
21,840 |
+157 |
| May11 |
100607 |
2248 |
2262 |
2235 |
2235 |
-2 |
45 |
5,514 |
+43 |
| Jul11 |
100607 |
2252 |
2252 |
2236 |
2236 |
-3 |
0 |
940 |
+0 |
| Sep11 |
100607 |
2237 |
2237 |
2237 |
2237 |
-3 |
0 |
1,984 |
+0 |
| Total Volume and Open Interest |
9,173 |
158,627 |
-901 |
| London Sugar(LCE) |
| Aug10 |
100607 |
464.60 |
472.60 |
460.00 |
470.00 |
+1.80 |
2,179 |
30,945 |
-217 |
| Oct10 |
100607 |
424.00 |
431.50 |
420.40 |
429.50 |
+0.70 |
925 |
17,965 |
-18 |
| Dec10 |
100607 |
416.40 |
424.00 |
414.80 |
422.50 |
-0.30 |
535 |
6,548 |
+250 |
| Mar11 |
100607 |
430.90 |
433.50 |
428.40 |
431.40 |
-3.80 |
457 |
4,299 |
+301 |
| May11 |
100607 |
435.80 |
437.60 |
433.30 |
435.40 |
-4.80 |
57 |
1,853 |
+15 |
| Total Volume and Open Interest |
4,155 |
62,422 |
+332 |
| Cotton(ICE) |
| Jul10 |
100607 |
77.06 |
77.49 |
75.80 |
77.22 |
+0.16 |
10,300 |
78,329 |
-2,507 |
| Oct10 |
100607 |
74.25 |
75.00 |
73.60 |
74.82 |
+0.13 |
273 |
1,582 |
-32 |
| Dec10 |
100607 |
75.28 |
75.63 |
74.09 |
75.51 |
+0.23 |
6,554 |
79,925 |
-269 |
| Mar11 |
100607 |
76.45 |
77.25 |
75.65 |
77.16 |
+0.38 |
1,203 |
12,290 |
+916 |
| May11 |
100607 |
77.47 |
77.97 |
77.47 |
77.97 |
+0.44 |
276 |
641 |
+2 |
| Jul11 |
100607 |
77.50 |
78.50 |
77.31 |
78.50 |
+0.62 |
717 |
4,749 |
+521 |
| Total Volume and Open Interest |
19,326 |
179,089 |
-1,368 |
| Lumber(CME) |
| Jul10 |
100607 |
230.4 |
230.4 |
218.0 |
218.0 |
-10.0 |
610 |
4,192 |
-91 |
| Sep10 |
100607 |
236.0 |
236.6 |
226.0 |
226.1 |
-9.9 |
373 |
4,273 |
+54 |
| Nov10 |
100607 |
231.0 |
231.5 |
221.2 |
221.2 |
-9.8 |
103 |
962 |
+42 |
| Jan11 |
100607 |
246.0 |
246.0 |
242.1 |
243.0 |
-9.0 |
46 |
81 |
+41 |
| Total Volume and Open Interest |
1,132 |
9,516 |
+46 |
| Crude Oil(NYM) |
| Jul10 |
100607 |
70.35 |
72.49 |
69.51 |
71.44 |
-0.07 |
439,431 |
343,405 |
-5,001 |
| Aug10 |
100607 |
71.83 |
73.65 |
70.93 |
72.77 |
-0.03 |
156,155 |
143,382 |
+10,475 |
| Sep10 |
100607 |
73.32 |
74.57 |
71.92 |
73.85 |
+0.08 |
76,441 |
106,551 |
+1,851 |
| Oct10 |
100607 |
73.56 |
75.37 |
73.05 |
74.78 |
+0.14 |
27,065 |
46,844 |
+1,162 |
| Nov10 |
100607 |
74.67 |
76.10 |
74.23 |
75.60 |
+0.17 |
15,613 |
35,720 |
-933 |
| Dec10 |
100607 |
75.39 |
76.93 |
74.48 |
76.35 |
+0.18 |
65,717 |
200,258 |
-423 |
| Jan11 |
100607 |
75.29 |
77.33 |
75.29 |
76.93 |
+0.22 |
7,449 |
36,016 |
+34 |
| Feb11 |
100607 |
77.25 |
77.93 |
77.25 |
77.49 |
+0.26 |
4,062 |
16,950 |
-304 |
| Mar11 |
100607 |
77.95 |
78.46 |
77.13 |
78.01 |
+0.29 |
3,224 |
18,732 |
-179 |
| Apr11 |
100607 |
77.35 |
78.50 |
77.20 |
78.50 |
+0.32 |
1,597 |
11,915 |
+545 |
| May11 |
100607 |
78.96 |
78.96 |
78.96 |
78.96 |
+0.36 |
2,118 |
7,037 |
+111 |
| Jun11 |
100607 |
78.59 |
79.67 |
78.15 |
79.38 |
+0.39 |
13,273 |
41,381 |
+118 |
| Jul11 |
100607 |
79.50 |
79.80 |
79.50 |
79.76 |
+0.42 |
9,997 |
15,539 |
+2,593 |
| Aug11 |
100607 |
80.02 |
80.02 |
80.02 |
80.02 |
+0.42 |
1,811 |
6,247 |
-346 |
| Sep11 |
100607 |
80.22 |
80.22 |
80.22 |
80.22 |
+0.42 |
2,137 |
7,856 |
+368 |
| Oct11 |
100607 |
80.41 |
80.41 |
80.41 |
80.41 |
+0.42 |
569 |
4,679 |
+122 |
| Total Volume and Open Interest |
848,770 |
1,352,857 |
+7,992 |
| e-miNY Crude Oil(NYM) |
| Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
| Jul10 |
100607 |
70.350 |
72.475 |
69.550 |
71.450 |
-0.050 |
21,316 |
4,813 |
+733 |
| Aug10 |
100607 |
72.000 |
73.625 |
70.875 |
72.775 |
-0.025 |
1,185 |
885 |
-40 |
| Sep10 |
100607 |
73.100 |
74.500 |
72.000 |
73.850 |
+0.075 |
332 |
265 |
+42 |
| Oct10 |
100607 |
74.700 |
74.775 |
74.675 |
74.775 |
+0.125 |
119 |
132 |
+111 |
| Nov10 |
100607 |
75.600 |
75.600 |
75.600 |
75.600 |
+0.175 |
0 |
12 |
+0 |
| Dec10 |
100607 |
76.350 |
76.350 |
76.350 |
76.350 |
+0.175 |
3 |
88 |
-1 |
| Jan11 |
100607 |
76.925 |
76.925 |
76.925 |
76.925 |
+0.225 |
0 |
2 |
+0 |
| Feb11 |
100607 |
77.500 |
77.500 |
77.500 |
77.500 |
+0.275 |
|
|
|
| Mar11 |
100607 |
78.000 |
78.000 |
78.000 |
78.000 |
+0.275 |
|
|
|
| Total Volume and Open Interest |
22,955 |
6,253 |
+845 |
| Heating Oil(NYM) |
| Jul10 |
100607 |
194.73 |
198.69 |
192.30 |
196.83 |
+1.06 |
44,274 |
77,609 |
+2,493 |
| Aug10 |
100607 |
195.88 |
200.61 |
194.20 |
198.81 |
+1.16 |
20,109 |
50,066 |
+2,986 |
| Sep10 |
100607 |
198.75 |
202.88 |
197.93 |
201.32 |
+1.22 |
10,915 |
32,929 |
+771 |
| Oct10 |
100607 |
202.08 |
205.36 |
201.59 |
203.91 |
+1.21 |
4,975 |
21,215 |
+1,288 |
| Nov10 |
100607 |
206.94 |
207.96 |
204.47 |
206.50 |
+1.14 |
2,188 |
12,701 |
+99 |
| Dec10 |
100607 |
206.50 |
210.45 |
205.25 |
209.05 |
+1.00 |
9,331 |
37,859 |
-941 |
| Jan11 |
100607 |
207.75 |
212.76 |
207.75 |
211.66 |
+0.90 |
1,699 |
16,912 |
+219 |
| Feb11 |
100607 |
213.77 |
214.62 |
212.33 |
213.55 |
+0.89 |
457 |
7,883 |
+76 |
| Mar11 |
100607 |
214.30 |
215.53 |
214.30 |
214.50 |
+0.85 |
1,573 |
7,549 |
+374 |
| Apr11 |
100607 |
215.60 |
215.60 |
214.52 |
214.52 |
+0.79 |
567 |
3,994 |
-57 |
| May11 |
100607 |
214.74 |
215.62 |
214.68 |
214.68 |
+0.70 |
165 |
3,205 |
+47 |
| Jun11 |
100607 |
212.70 |
216.00 |
212.70 |
215.00 |
+0.65 |
1,132 |
17,388 |
-6 |
| Total Volume and Open Interest |
98,288 |
306,343 |
+7,384 |
| Gasoline(NYMEX) |
| Jul10 |
100607 |
199.14 |
202.28 |
196.09 |
199.49 |
-0.04 |
58,629 |
87,850 |
-1,294 |
| Aug10 |
100607 |
197.00 |
201.87 |
195.68 |
199.32 |
+0.17 |
27,063 |
44,596 |
+839 |
| Sep10 |
100607 |
197.65 |
201.64 |
197.58 |
199.21 |
+0.31 |
16,102 |
39,243 |
+1,447 |
| Oct10 |
100607 |
189.75 |
191.14 |
188.46 |
189.49 |
+0.34 |
6,632 |
19,559 |
+342 |
| Nov10 |
100607 |
187.19 |
190.16 |
187.19 |
189.18 |
+0.40 |
5,175 |
18,585 |
+82 |
| Dec10 |
100607 |
186.75 |
191.64 |
186.75 |
189.93 |
+0.38 |
5,759 |
14,160 |
-223 |
| Jan11 |
100607 |
190.95 |
192.66 |
190.95 |
191.75 |
+0.43 |
704 |
5,213 |
+149 |
| Feb11 |
100607 |
193.44 |
193.96 |
193.44 |
193.96 |
+0.48 |
258 |
2,118 |
+30 |
| Mar11 |
100607 |
196.20 |
196.20 |
196.20 |
196.20 |
+0.55 |
238 |
1,887 |
-18 |
| Apr11 |
100607 |
208.75 |
209.00 |
208.75 |
208.90 |
+0.65 |
107 |
3,266 |
+25 |
| Total Volume and Open Interest |
121,056 |
248,371 |
+1,574 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100607 |
199.50 |
199.50 |
199.49 |
199.50 |
unch |
0 |
3 |
+0 |
| Aug10 |
100607 |
199.30 |
199.32 |
199.30 |
199.30 |
+0.10 |
0 |
2 |
+0 |
| Sep10 |
100607 |
199.20 |
199.21 |
199.20 |
199.20 |
+0.30 |
|
|
|
| Oct10 |
100607 |
189.50 |
189.50 |
189.49 |
189.50 |
+0.30 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
12 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100607 |
4.841 |
4.944 |
4.660 |
4.916 |
+0.119 |
173,310 |
198,752 |
-10,317 |
| Aug10 |
100607 |
4.860 |
5.010 |
4.713 |
4.968 |
+0.126 |
53,047 |
68,731 |
-2,045 |
| Sep10 |
100607 |
4.862 |
5.045 |
4.750 |
5.006 |
+0.143 |
41,793 |
77,480 |
-1,271 |
| Oct10 |
100607 |
4.984 |
5.106 |
4.829 |
5.084 |
+0.144 |
53,782 |
87,396 |
+2,161 |
| Nov10 |
100607 |
5.214 |
5.365 |
5.131 |
5.336 |
+0.134 |
11,345 |
24,459 |
+396 |
| Dec10 |
100607 |
5.515 |
5.611 |
5.434 |
5.605 |
+0.115 |
12,796 |
37,095 |
+223 |
| Jan11 |
100607 |
5.689 |
5.784 |
5.583 |
5.781 |
+0.117 |
19,821 |
51,021 |
-1,448 |
| Feb11 |
100607 |
5.645 |
5.744 |
5.603 |
5.736 |
+0.118 |
1,842 |
17,528 |
+73 |
| Mar11 |
100607 |
5.531 |
5.619 |
5.421 |
5.609 |
+0.118 |
8,526 |
46,362 |
+815 |
| Apr11 |
100607 |
5.246 |
5.369 |
5.232 |
5.369 |
+0.105 |
7,303 |
39,072 |
+815 |
| May11 |
100607 |
5.291 |
5.392 |
5.285 |
5.384 |
+0.102 |
1,299 |
21,982 |
-254 |
| Jun11 |
100607 |
5.370 |
5.431 |
5.355 |
5.431 |
+0.102 |
897 |
8,201 |
+69 |
| Jul11 |
100607 |
5.435 |
5.485 |
5.399 |
5.485 |
+0.101 |
286 |
4,948 |
+7 |
| Aug11 |
100607 |
5.485 |
5.530 |
5.455 |
5.530 |
+0.100 |
276 |
5,320 |
+4 |
| Sep11 |
100607 |
5.529 |
5.578 |
5.475 |
5.558 |
+0.101 |
249 |
5,151 |
+11 |
| Oct11 |
100607 |
5.615 |
5.645 |
5.564 |
5.644 |
+0.100 |
1,717 |
19,002 |
-75 |
| Total Volume and Open Interest |
390,694 |
820,805 |
-10,774 |
| Brent Crude Oil(ICE) |
| Jul10 |
100607 |
71.55 |
72.95 |
70.50 |
72.12 |
+0.03 |
166,514 |
149,014 |
-15,187 |
| Aug10 |
100607 |
72.00 |
73.71 |
71.26 |
72.88 |
+0.04 |
103,244 |
172,484 |
+17,938 |
| Sep10 |
100607 |
72.50 |
74.33 |
71.95 |
73.59 |
+0.07 |
46,451 |
79,313 |
+2,633 |
| Oct10 |
100607 |
72.94 |
74.84 |
72.65 |
74.32 |
+0.11 |
15,892 |
45,252 |
+822 |
| Nov10 |
100607 |
73.65 |
75.48 |
73.35 |
75.02 |
+0.12 |
8,113 |
22,766 |
+95 |
| Dec10 |
100607 |
74.35 |
76.41 |
74.05 |
75.72 |
+0.14 |
30,059 |
96,955 |
-3,261 |
| Jan11 |
100607 |
75.00 |
76.42 |
75.00 |
76.38 |
+0.15 |
5,076 |
25,090 |
+739 |
| Feb11 |
100607 |
75.63 |
77.00 |
75.63 |
77.00 |
+0.17 |
3,355 |
12,734 |
+549 |
| Mar11 |
100607 |
76.23 |
77.80 |
76.23 |
77.59 |
+0.20 |
1,419 |
8,545 |
-98 |
| Apr11 |
100607 |
78.14 |
78.14 |
78.14 |
78.14 |
+0.23 |
1,332 |
5,622 |
+174 |
| May11 |
100607 |
78.60 |
78.65 |
78.60 |
78.65 |
+0.26 |
1,651 |
14,379 |
+310 |
| Jun11 |
100607 |
77.70 |
79.33 |
77.45 |
79.10 |
+0.28 |
4,244 |
20,535 |
+891 |
| Jul11 |
100607 |
79.51 |
79.51 |
79.51 |
79.51 |
+0.30 |
346 |
3,971 |
+308 |
| Aug11 |
100607 |
79.86 |
79.86 |
79.86 |
79.86 |
+0.33 |
200 |
3,538 |
+82 |
| Total Volume and Open Interest |
395,848 |
762,363 |
+4,983 |
| Gas Oil(ICE) |
| Jun10 |
100607 |
617.00 |
631.50 |
611.25 |
621.00 |
-5.50 |
33,149 |
61,830 |
-5,616 |
| Jul10 |
100607 |
620.50 |
633.75 |
614.00 |
622.75 |
-6.50 |
61,751 |
89,576 |
+273 |
| Aug10 |
100607 |
624.00 |
637.25 |
618.00 |
626.75 |
-7.00 |
25,059 |
54,144 |
+5,274 |
| Sep10 |
100607 |
625.75 |
642.00 |
625.75 |
631.75 |
-7.00 |
8,964 |
45,933 |
+1,304 |
| Oct10 |
100607 |
632.00 |
640.75 |
632.00 |
636.50 |
-7.50 |
4,521 |
34,293 |
-627 |
| Nov10 |
100607 |
635.75 |
648.25 |
635.75 |
641.00 |
-7.50 |
2,753 |
24,487 |
-101 |
| Dec10 |
100607 |
640.50 |
655.50 |
640.50 |
645.75 |
-7.25 |
10,923 |
92,516 |
-243 |
| Jan11 |
100607 |
649.50 |
658.00 |
647.75 |
650.75 |
-7.50 |
1,109 |
29,350 |
+205 |
| Feb11 |
100607 |
654.25 |
655.50 |
654.25 |
655.50 |
-7.50 |
990 |
14,105 |
+177 |
| Mar11 |
100607 |
660.00 |
660.00 |
660.00 |
660.00 |
-7.50 |
1,204 |
11,752 |
+249 |
| Total Volume and Open Interest |
155,430 |
563,916 |
+2,032 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100607 |
1.573 |
1.575 |
1.555 |
1.558 |
-0.012 |
148 |
1,068 |
-37 |
| Aug10 |
100607 |
1.560 |
1.567 |
1.560 |
1.562 |
-0.014 |
55 |
1,170 |
+31 |
| Sep10 |
100607 |
1.545 |
1.545 |
1.543 |
1.544 |
-0.017 |
59 |
1,045 |
+45 |
| Oct10 |
100607 |
1.560 |
1.560 |
1.546 |
1.548 |
-0.012 |
6 |
1,007 |
+5 |
| Nov10 |
100607 |
1.570 |
1.570 |
1.548 |
1.554 |
-0.005 |
45 |
815 |
+40 |
| Dec10 |
100607 |
1.576 |
1.577 |
1.550 |
1.550 |
-0.014 |
21 |
1,617 |
+6 |
| Jan11 |
100607 |
1.553 |
1.553 |
1.551 |
1.553 |
-0.012 |
98 |
1,069 |
+33 |
| Total Volume and Open Interest |
676 |
10,651 |
+160 |
| US Dollar Index(ICE) |
| Jun10 |
100607 |
88.400 |
88.800 |
88.230 |
88.463 |
+0.147 |
19,036 |
34,840 |
+475 |
| Sep10 |
100607 |
88.900 |
89.220 |
88.730 |
88.927 |
+0.132 |
697 |
3,181 |
+117 |
| Dec10 |
100607 |
89.098 |
89.098 |
89.098 |
89.098 |
+0.133 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
19,733 |
38,039 |
+592 |
| Australian Dollar(CME) |
| Jun10 |
100607 |
82.27 |
82.27 |
80.89 |
81.34 |
-0.71 |
105,427 |
98,984 |
-1,696 |
| Sep10 |
100607 |
81.36 |
81.36 |
80.05 |
80.49 |
-0.69 |
2,712 |
6,208 |
-1 |
| Dec10 |
100607 |
79.68 |
80.37 |
79.68 |
79.68 |
-0.69 |
1 |
366 |
+1 |
| Total Volume and Open Interest |
108,140 |
105,567 |
-1,696 |
| British Pound(CME) |
| Jun10 |
100607 |
144.25 |
145.64 |
143.87 |
144.70 |
+0.11 |
91,809 |
141,370 |
+166 |
| Sep10 |
100607 |
144.28 |
145.62 |
143.89 |
144.72 |
+0.11 |
2,964 |
12,591 |
+1,295 |
| Dec10 |
100607 |
144.32 |
145.75 |
144.32 |
144.75 |
+0.11 |
0 |
43 |
+0 |
| Total Volume and Open Interest |
94,773 |
154,004 |
+1,461 |
| Canadian Dollar(CME) |
| Jun10 |
100607 |
94.32 |
95.10 |
93.61 |
94.59 |
+0.24 |
72,193 |
102,663 |
-2,367 |
| Sep10 |
100607 |
94.27 |
95.03 |
93.57 |
94.54 |
+0.24 |
5,125 |
12,540 |
+2,430 |
| Dec10 |
100607 |
94.27 |
94.94 |
93.65 |
94.46 |
+0.24 |
214 |
2,059 |
+148 |
| Mar11 |
100607 |
94.32 |
94.32 |
94.08 |
94.32 |
+0.24 |
6 |
333 |
-2 |
| Total Volume and Open Interest |
77,539 |
117,685 |
+210 |
| Japanese Yen(CME) |
| Jun10 |
100607 |
108.79 |
109.93 |
108.60 |
109.05 |
-0.33 |
113,269 |
126,209 |
-347 |
| Sep10 |
100607 |
109.05 |
110.10 |
108.78 |
109.22 |
-0.33 |
1,645 |
6,524 |
+542 |
| Dec10 |
100607 |
109.15 |
109.77 |
109.15 |
109.44 |
-0.33 |
0 |
127 |
+0 |
| Total Volume and Open Interest |
114,914 |
132,862 |
+195 |
| Swiss Franc(CME) |
| Jun10 |
100607 |
85.96 |
86.34 |
85.68 |
86.10 |
unch |
40,846 |
48,541 |
+2,575 |
| Sep10 |
100607 |
86.12 |
86.54 |
85.92 |
86.30 |
-0.02 |
1,160 |
3,871 |
+241 |
| Dec10 |
100607 |
86.55 |
86.56 |
86.55 |
86.55 |
-0.01 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
42,006 |
52,425 |
+2,816 |
| EuroFX(CME) |
| Jun10 |
100607 |
119.52 |
119.92 |
118.74 |
119.36 |
-0.30 |
353,616 |
248,444 |
+2,601 |
| Sep10 |
100607 |
119.61 |
120.03 |
118.84 |
119.47 |
-0.30 |
20,284 |
32,080 |
+10,643 |
| Dec10 |
100607 |
119.95 |
119.95 |
119.59 |
119.59 |
-0.29 |
3 |
532 |
-1 |
| Total Volume and Open Interest |
373,903 |
281,105 |
+13,243 |
| Mexican Peso(CME) |
| Jun10 |
100607 |
772.8 |
777.8 |
766.8 |
772.0 |
+3.0 |
27,514 |
76,786 |
-1,333 |
| Jul10 |
100607 |
770.5 |
770.5 |
767.5 |
770.5 |
+3.0 |
|
|
|
| Total Volume and Open Interest |
31,629 |
80,562 |
+1,214 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100607 |
124~290 |
124~290 |
124~290 |
124~290 |
unch |
|
|
|
| Sep10 |
100607 |
124~130 |
125~000 |
123~220 |
124~090 |
-0~030 |
270,681 |
643,649 |
+3,366 |
| Dec10 |
100607 |
122~280 |
123~150 |
122~280 |
122~290 |
-0~030 |
18 |
87 |
+0 |
| Total Volume and Open Interest |
296,239 |
699,846 |
-8,196 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100607 |
121~245 |
122~010 |
121~080 |
121~210 |
+0~035 |
66,260 |
177,336 |
-31,327 |
| Sep10 |
100607 |
120~280 |
121~075 |
120~135 |
120~275 |
+0~040 |
1,174,377 |
1,657,847 |
+8,109 |
| Dec10 |
100607 |
119~230 |
119~290 |
119~100 |
119~205 |
+0~045 |
1 |
55 |
-1 |
| Total Volume and Open Interest |
1,240,638 |
1,835,259 |
-23,219 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100607 |
58~126 |
58~126 |
58~126 |
58~126 |
unch |
|
|
|
| Sep10 |
100607 |
117~054 |
117~059 |
117~003 |
117~032 |
+0~002 |
473,011 |
864,186 |
+14,204 |
| Dec10 |
100607 |
116~023 |
116~023 |
116~021 |
116~023 |
+0~002 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
516,458 |
943,903 |
+2,609 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100607 |
54~089 |
54~089 |
54~089 |
54~089 |
unch |
|
|
|
| Sep10 |
100607 |
109~015 |
109~020 |
109~002 |
109~010 |
-0~006 |
196,553 |
842,874 |
+15,836 |
| Dec10 |
100607 |
108~106 |
108~110 |
108~106 |
108~106 |
-0~004 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
243,459 |
909,042 |
-4,811 |
| Eurodollars(CME) |
| Jun10 |
100607 |
99.427 |
99.442 |
99.418 |
99.438 |
+0.012 |
146,773 |
1,058,918 |
-17,756 |
| Sep10 |
100607 |
99.210 |
99.235 |
99.160 |
99.220 |
+0.020 |
306,775 |
990,779 |
-34,882 |
| Dec10 |
100607 |
99.045 |
99.080 |
99.020 |
99.070 |
+0.020 |
227,858 |
1,052,183 |
+9,986 |
| Mar11 |
100607 |
98.945 |
98.955 |
98.905 |
98.950 |
+0.010 |
182,863 |
764,357 |
+14,099 |
| Jun11 |
100607 |
98.760 |
98.785 |
98.715 |
98.765 |
+0.005 |
248,993 |
805,108 |
+3,131 |
| Sep11 |
100607 |
98.540 |
98.575 |
98.500 |
98.555 |
+0.005 |
190,063 |
722,519 |
-100 |
| Dec11 |
100607 |
98.305 |
98.340 |
98.260 |
98.315 |
+0.010 |
181,050 |
556,697 |
+4,673 |
| Mar12 |
100607 |
98.085 |
98.130 |
98.040 |
98.105 |
+0.015 |
126,283 |
399,907 |
-3,837 |
| Jun12 |
100607 |
97.870 |
97.900 |
97.805 |
97.875 |
+0.020 |
89,778 |
255,593 |
+8,987 |
| Sep12 |
100607 |
97.635 |
97.680 |
97.575 |
97.650 |
+0.030 |
57,259 |
185,974 |
+4,863 |
| Dec12 |
100607 |
97.420 |
97.450 |
97.335 |
97.415 |
+0.035 |
54,250 |
146,990 |
+5,738 |
| Mar13 |
100607 |
97.220 |
97.255 |
97.130 |
97.215 |
+0.040 |
41,467 |
133,915 |
+235 |
| Jun13 |
100607 |
97.010 |
97.045 |
96.920 |
97.000 |
+0.040 |
15,232 |
82,784 |
+1,131 |
| Sep13 |
100607 |
96.810 |
96.850 |
96.720 |
96.800 |
+0.040 |
12,358 |
73,854 |
+1,042 |
| Dec13 |
100607 |
96.615 |
96.650 |
96.520 |
96.600 |
+0.040 |
10,420 |
39,670 |
+994 |
| Mar14 |
100607 |
96.430 |
96.495 |
96.355 |
96.440 |
+0.040 |
9,135 |
39,622 |
+285 |
| Jun14 |
100607 |
96.295 |
96.330 |
96.195 |
96.275 |
+0.040 |
5,993 |
32,183 |
-165 |
| Sep14 |
100607 |
96.145 |
96.180 |
96.045 |
96.130 |
+0.040 |
4,545 |
23,027 |
+266 |
| Total Volume and Open Interest |
1,932,487 |
7,521,402 |
+1,506 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100607 |
99.795 |
99.798 |
99.793 |
99.793 |
unch |
5,040 |
69,135 |
+793 |
| Jul10 |
100607 |
99.780 |
99.785 |
99.775 |
99.780 |
+0.005 |
8,216 |
48,834 |
-2,431 |
| Aug10 |
100607 |
99.770 |
99.780 |
99.765 |
99.770 |
+0.005 |
8,459 |
75,593 |
-658 |
| Sep10 |
100607 |
99.760 |
99.765 |
99.755 |
99.760 |
+0.005 |
10,265 |
50,098 |
+1,214 |
| Oct10 |
100607 |
99.745 |
99.750 |
99.740 |
99.745 |
+0.005 |
8,369 |
73,082 |
+2,217 |
| Nov10 |
100607 |
99.720 |
99.725 |
99.710 |
99.720 |
+0.005 |
9,304 |
82,864 |
+1,542 |
| Total Volume and Open Interest |
67,331 |
626,785 |
+8,683 |
| 30 Day Fed Funds(e-CBOT) |
| Jun10 |
090519 |
99.210 |
99.210 |
99.200 |
99.200 |
unch |
98 |
1,033 |
|
| Jul10 |
090519 |
99.085 |
99.085 |
99.085 |
99.085 |
unch |
0 |
2,211 |
|
| Aug10 |
090519 |
98.995 |
98.995 |
98.995 |
98.995 |
unch |
0 |
1,623 |
|
| Sep10 |
090519 |
98.885 |
98.900 |
98.880 |
98.885 |
unch |
50 |
2,134 |
|
| Oct10 |
090519 |
98.820 |
98.820 |
98.810 |
98.820 |
unch |
0 |
454 |
|
| Nov10 |
090519 |
98.660 |
98.660 |
98.660 |
98.660 |
unch |
0 |
1,342 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Jun10 |
100607 |
99.613 |
99.613 |
99.613 |
99.613 |
unch |
201 |
2,352 |
-3 |
| Sep10 |
100607 |
99.647 |
99.647 |
99.647 |
99.647 |
+0.010 |
0 |
1,031 |
+0 |
| Dec10 |
100607 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.002 |
0 |
342 |
+0 |
| Mar11 |
100607 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.003 |
0 |
167 |
+0 |
| Jun11 |
100607 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.015 |
|
|
|
| Sep11 |
100607 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Dec11 |
100607 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
| Mar12 |
100607 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Jun12 |
100607 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Sep12 |
100607 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Total Volume and Open Interest |
201 |
3,892 |
-3 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100607 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
1,764 |
3,924 |
-229 |
| Sep10 |
100607 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
786 |
3,346 |
+0 |
| Dec10 |
100607 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
1,461 |
+0 |
| Mar11 |
100607 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
1,993 |
+100 |
| Jun11 |
100607 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
102 |
+0 |
| Sep11 |
100607 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
53 |
+0 |
| Dec11 |
100607 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
102 |
+0 |
| Mar12 |
100607 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
2,550 |
12,352 |
-129 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100604 |
140.37 |
140.75 |
140.11 |
140.75 |
+0.16 |
2,345 |
19,440 |
-1,955 |
| Sep10 |
100607 |
140.35 |
140.61 |
140.35 |
140.58 |
+0.27 |
2,892 |
9,151 |
+5,594 |
| Dec10 |
100607 |
138.49 |
138.49 |
138.49 |
138.49 |
+0.27 |
|
|
|
| Total Volume and Open Interest |
6,681 |
26,584 |
+4,312 |
| Euro-Bund(EUREX) |
| Jun10 |
100607 |
129.60 |
129.99 |
129.41 |
129.74 |
+0.35 |
1,439,737 |
524,807 |
-288,869 |
| Sep10 |
100607 |
129.29 |
129.49 |
129.04 |
129.31 |
+0.26 |
591,403 |
502,211 |
+360,538 |
| Dec10 |
100607 |
127.75 |
127.77 |
127.75 |
127.76 |
+0.58 |
2 |
5 |
+0 |
| Total Volume and Open Interest |
2,031,142 |
1,027,023 |
+71,669 |
| Euro-Bobl(EUREX) |
| Jun10 |
100607 |
121.21 |
121.53 |
121.14 |
121.32 |
+0.16 |
821,334 |
396,146 |
-235,766 |
| Sep10 |
100607 |
120.79 |
120.95 |
120.65 |
120.77 |
+0.07 |
433,564 |
441,434 |
+192,366 |
| Dec10 |
100607 |
120.28 |
120.66 |
119.91 |
120.66 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
1,254,898 |
837,580 |
-43,400 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100607 |
99.275 |
99.275 |
99.265 |
99.270 |
unch |
20 |
6,973 |
+49 |
| Sep10 |
100607 |
99.105 |
99.125 |
99.105 |
99.110 |
+0.015 |
114 |
3,240 |
+13 |
| Dec10 |
100607 |
99.020 |
99.055 |
99.020 |
99.050 |
+0.035 |
58 |
2,639 |
+89 |
| Total Volume and Open Interest |
234 |
18,745 |
+216 |
| Long Gilt(LIFFE) |
| Jun10 |
100607 |
120~26 |
120~31 |
120~19 |
120~26 |
+0~08 |
5,390 |
22,176 |
-1,681 |
| Sep10 |
100607 |
119~13 |
119~20 |
119~04 |
119~13 |
+0~08 |
91,390 |
281,245 |
+2,986 |
| Total Volume and Open Interest |
96,780 |
303,421 |
+1,305 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100607 |
99.24 |
99.25 |
99.23 |
99.24 |
unch |
21,601 |
338,756 |
-7,701 |
| Sep10 |
100607 |
99.03 |
99.06 |
99.02 |
99.05 |
+0.02 |
66,812 |
355,140 |
-21,256 |
| Dec10 |
100607 |
98.86 |
98.91 |
98.86 |
98.89 |
+0.03 |
58,057 |
369,128 |
+1,515 |
| Mar11 |
100607 |
98.78 |
98.82 |
98.77 |
98.79 |
+0.03 |
37,757 |
249,071 |
+3,012 |
| Jun11 |
100607 |
98.63 |
98.68 |
98.63 |
98.65 |
+0.03 |
54,079 |
299,669 |
+906 |
| Sep11 |
100607 |
98.46 |
98.51 |
98.46 |
98.48 |
+0.03 |
57,383 |
256,290 |
+4,412 |
| Total Volume and Open Interest |
384,122 |
2,446,584 |
+4,505 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100607 |
99.270 |
99.280 |
99.265 |
99.270 |
unch |
62,762 |
848,884 |
-5,646 |
| Sep10 |
100607 |
99.090 |
99.130 |
99.080 |
99.110 |
+0.015 |
119,744 |
613,464 |
-874 |
| Dec10 |
100607 |
99.020 |
99.070 |
99.005 |
99.050 |
+0.040 |
98,658 |
485,259 |
-4,057 |
| Total Volume and Open Interest |
717,902 |
3,918,954 |
+2,025 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100607 |
95.17 |
95.18 |
95.15 |
95.17 |
unch |
14,836 |
228,238 |
+480 |
| Sep10 |
100607 |
95.18 |
95.26 |
95.17 |
95.23 |
+0.04 |
25,798 |
254,881 |
+4,164 |
| Dec10 |
100607 |
95.08 |
95.21 |
95.07 |
95.17 |
+0.09 |
7,729 |
133,877 |
+1,041 |
| Mar11 |
100607 |
94.96 |
95.14 |
94.95 |
95.08 |
+0.11 |
4,449 |
63,423 |
-468 |
| Jun11 |
100607 |
94.83 |
95.03 |
94.83 |
94.96 |
+0.12 |
794 |
43,793 |
-1,600 |
| Sep11 |
100607 |
94.73 |
94.93 |
94.71 |
94.85 |
+0.12 |
818 |
32,294 |
-479 |
| Dec11 |
100607 |
94.62 |
94.83 |
94.62 |
94.76 |
+0.11 |
362 |
24,765 |
-234 |
| Mar12 |
100607 |
94.77 |
94.78 |
94.71 |
94.71 |
+0.11 |
209 |
18,620 |
-16 |
| Jun12 |
100607 |
94.74 |
94.74 |
94.68 |
94.68 |
+0.12 |
60 |
4,531 |
-17 |
| Sep12 |
100607 |
94.68 |
94.68 |
94.68 |
94.68 |
+0.12 |
0 |
3,036 |
+0 |
| Total Volume and Open Interest |
55,055 |
809,293 |
+2,871 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100607 |
94.58 |
94.74 |
94.58 |
94.72 |
+0.13 |
28,694 |
429,234 |
+3,927 |
| Sep10 |
100607 |
94.55 |
94.70 |
94.55 |
94.69 |
+0.13 |
53 |
260 |
-50 |
| Total Volume and Open Interest |
28,747 |
429,494 |
+3,877 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100607 |
95.14 |
95.34 |
95.14 |
95.31 |
+0.15 |
114,985 |
976,677 |
+29,420 |
| Sep10 |
100607 |
95.16 |
95.22 |
95.16 |
95.21 |
+0.16 |
14 |
1,926 |
+10 |
| Total Volume and Open Interest |
114,999 |
978,603 |
+29,430 |
| Gold(CMX) |
| Jun10 |
100607 |
1220.4 |
1244.7 |
1211.0 |
1239.3 |
+23.1 |
1,552 |
3,555 |
-699 |
| Aug10 |
100607 |
1221.1 |
1246.7 |
1212.1 |
1240.8 |
+23.1 |
115,426 |
341,053 |
-4,731 |
| Oct10 |
100607 |
1220.5 |
1248.5 |
1215.5 |
1242.9 |
+23.2 |
1,762 |
21,558 |
+379 |
| Dec10 |
100607 |
1225.8 |
1251.0 |
1218.5 |
1245.2 |
+23.4 |
4,091 |
66,844 |
-375 |
| Feb11 |
100607 |
1224.0 |
1251.7 |
1224.0 |
1247.6 |
+23.6 |
114 |
19,367 |
+39 |
| Apr11 |
100607 |
1223.4 |
1250.1 |
1223.4 |
1250.1 |
+23.7 |
1,336 |
15,179 |
+54 |
| Jun11 |
100607 |
576.6 |
599.1 |
568.6 |
597.3 |
+23.8 |
359 |
12,801 |
+10 |
| Aug11 |
100607 |
1255.6 |
1255.6 |
1255.6 |
1255.6 |
+23.9 |
175 |
4,099 |
+110 |
| Oct11 |
100607 |
1258.9 |
1258.9 |
1258.9 |
1258.9 |
+24.1 |
275 |
7,135 |
+153 |
| Dec11 |
100607 |
1256.7 |
1264.4 |
1254.5 |
1262.3 |
+24.2 |
907 |
16,727 |
+502 |
| Feb12 |
100607 |
1266.3 |
1266.3 |
1266.3 |
1266.3 |
+24.4 |
0 |
3,957 |
+0 |
| Apr12 |
100607 |
1270.4 |
1270.4 |
1270.4 |
1270.4 |
+24.5 |
|
|
|
| Total Volume and Open Interest |
127,611 |
548,614 |
-4,243 |
| Silver(CMX) |
| Jul10 |
100607 |
1744.5 |
1829.5 |
1719.5 |
1816.2 |
+86.3 |
28,001 |
67,943 |
-1,448 |
| Sep10 |
100607 |
1755.0 |
1829.0 |
1723.0 |
1820.3 |
+86.5 |
2,581 |
18,310 |
+1,280 |
| Dec10 |
100607 |
1754.0 |
1838.0 |
1733.5 |
1825.9 |
+87.1 |
3,003 |
15,449 |
-1,600 |
| Mar11 |
100607 |
1754.0 |
1837.0 |
1754.0 |
1829.9 |
+87.5 |
2,389 |
9,838 |
+2,262 |
| May11 |
100607 |
1832.3 |
1832.3 |
1832.3 |
1832.3 |
+87.8 |
13 |
2,723 |
+3 |
| Jul11 |
100607 |
1750.5 |
1845.0 |
1750.5 |
1834.7 |
+88.0 |
68 |
1,712 |
+39 |
| Sep11 |
100607 |
1837.3 |
1837.3 |
1837.3 |
1837.3 |
+88.1 |
51 |
280 |
+25 |
| Total Volume and Open Interest |
36,613 |
122,671 |
+362 |
| Platinum(NYMEX) |
| Jul10 |
100607 |
1520.0 |
1520.0 |
1492.4 |
1517.3 |
-8.0 |
4,766 |
25,498 |
-763 |
| Oct10 |
100607 |
1516.9 |
1524.2 |
1500.0 |
1523.2 |
-8.1 |
477 |
3,781 |
+389 |
| Jan11 |
100607 |
1510.2 |
1524.5 |
1510.2 |
1524.5 |
-8.3 |
10 |
366 |
+10 |
| Apr11 |
100607 |
1524.5 |
1524.5 |
1524.5 |
1524.5 |
-8.3 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,253 |
29,648 |
-364 |
| Palladium(NYMEX) |
| Jun10 |
100607 |
423.30 |
428.85 |
421.75 |
428.85 |
-0.95 |
15 |
234 |
-3 |
| Sep10 |
100607 |
428.90 |
434.25 |
419.40 |
430.35 |
-0.65 |
1,842 |
20,716 |
+252 |
| Dec10 |
100607 |
431.30 |
432.40 |
431.30 |
431.30 |
-0.40 |
20 |
366 |
+20 |
| Total Volume and Open Interest |
1,880 |
21,393 |
+269 |
| Copper(CMX) |
| Jul10 |
100607 |
280.50 |
280.95 |
272.00 |
276.60 |
-5.35 |
31,480 |
69,330 |
+239 |
| Sep10 |
100607 |
281.25 |
282.10 |
274.00 |
278.55 |
-5.30 |
3,390 |
30,603 |
+1,126 |
| Dec10 |
100607 |
283.75 |
283.95 |
277.00 |
280.90 |
-5.15 |
1,192 |
11,357 |
-165 |
| Mar11 |
100607 |
280.50 |
285.45 |
279.00 |
282.40 |
-5.05 |
457 |
6,624 |
+344 |
| May11 |
100607 |
283.75 |
284.40 |
280.00 |
283.20 |
-5.05 |
10 |
1,338 |
+6 |
| Total Volume and Open Interest |
37,676 |
130,659 |
+2,182 |
| DJIA Index(CBOT) |
| Jun10 |
100607 |
9912 |
9976 |
9794 |
9794 |
-152 |
396 |
12,644 |
-13 |
| Sep10 |
100607 |
9773 |
9915 |
9736 |
9736 |
-152 |
5 |
246 |
+1 |
| Dec10 |
100607 |
9679 |
9831 |
9679 |
9679 |
-152 |
0 |
2 |
+0 |
| Mar11 |
100607 |
9626 |
9778 |
9626 |
9626 |
-152 |
|
|
|
| Total Volume and Open Interest |
401 |
12,892 |
-12 |
| S & P 500(CME) |
| Jun10 |
100607 |
1063.70 |
1070.70 |
1047.50 |
1048.00 |
-18.10 |
27,064 |
288,429 |
-2,672 |
| Sep10 |
100607 |
1062.00 |
1066.00 |
1043.70 |
1043.70 |
-18.10 |
12,527 |
45,168 |
+9,280 |
| Dec10 |
100607 |
1039.30 |
1062.50 |
1039.30 |
1039.30 |
-18.20 |
0 |
4,380 |
+0 |
| Mar11 |
100607 |
1035.70 |
1059.10 |
1035.70 |
1035.70 |
-18.40 |
0 |
476 |
+0 |
| Total Volume and Open Interest |
39,591 |
338,498 |
+6,608 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100607 |
1064.00 |
1070.75 |
1047.00 |
1048.00 |
-18.00 |
2,033,254 |
2,657,930 |
-36,800 |
| Sep10 |
100607 |
1059.50 |
1066.50 |
1043.25 |
1043.75 |
-18.00 |
77,343 |
160,787 |
+51,226 |
| Total Volume and Open Interest |
2,110,639 |
2,821,823 |
+14,430 |
| NASDAQ 100(CME) |
| Jun10 |
100607 |
1830.00 |
1847.00 |
1795.00 |
1795.80 |
-38.50 |
2,095 |
23,325 |
+717 |
| Sep10 |
100607 |
1838.00 |
1842.00 |
1794.00 |
1794.00 |
-38.50 |
0 |
1,103 |
+0 |
| Dec10 |
100607 |
1791.30 |
1795.30 |
1791.30 |
1791.30 |
-38.50 |
|
|
|
| Total Volume and Open Interest |
2,095 |
24,428 |
+717 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100607 |
1831.80 |
1845.50 |
1793.80 |
1795.80 |
-38.50 |
285,099 |
349,461 |
+5,433 |
| Sep10 |
100607 |
1833.50 |
1843.80 |
1794.00 |
1794.00 |
-38.50 |
787 |
3,888 |
+167 |
| Total Volume and Open Interest |
285,887 |
353,392 |
+5,600 |
| S & P Midcap 400(CME) |
| Jun10 |
100607 |
735.00 |
739.40 |
719.20 |
719.20 |
-19.40 |
8 |
3,658 |
-1 |
| Sep10 |
100607 |
717.20 |
718.10 |
717.20 |
717.20 |
-19.40 |
|
|
|
| Dec10 |
100607 |
715.20 |
716.10 |
715.20 |
715.20 |
-19.40 |
|
|
|
| Total Volume and Open Interest |
8 |
3,658 |
-1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100607 |
9610 |
9630 |
9400 |
9400 |
-215 |
11,223 |
43,470 |
+162 |
| Sep10 |
100607 |
9665 |
9675 |
9450 |
9450 |
-225 |
154 |
722 |
+53 |
| Total Volume and Open Interest |
11,377 |
44,192 |
+215 |
| Nikkei 225(SGX) |
| Jun10 |
100607 |
9950 |
9970 |
9495 |
9510 |
-405 |
131,571 |
185,946 |
-919 |
| Sep10 |
100607 |
9955 |
9965 |
9495 |
9505 |
-405 |
2,167 |
12,293 |
+1,733 |
| Dec10 |
100607 |
9460 |
9460 |
9460 |
9460 |
-405 |
200 |
1,697 |
+0 |
| Total Volume and Open Interest |
136,138 |
206,623 |
+814 |
| CAC 40(EURONEXT) |
| Jun10 |
100607 |
3386.0 |
3446.5 |
3364.0 |
3401.5 |
-41.5 |
138,308 |
527,369 |
+16,640 |
| Jul10 |
100607 |
3376.5 |
3433.5 |
3362.0 |
3397.0 |
-41.5 |
6,070 |
6,810 |
+6,032 |
| Aug10 |
100607 |
3440.0 |
3440.0 |
3396.5 |
3396.5 |
-42.0 |
256 |
339 |
+256 |
| Total Volume and Open Interest |
144,634 |
536,221 |
+22,948 |
| Hang Seng Index(HKFE) |
| Jun10 |
100607 |
19051 |
19355 |
19045 |
19335 |
-479 |
69,155 |
76,820 |
-1,361 |
| Jul10 |
100607 |
19100 |
19294 |
19059 |
19285 |
-467 |
507 |
1,217 |
+115 |
| Total Volume and Open Interest |
69,838 |
80,062 |
-1,305 |
| DAX(EUREX) |
| Jun10 |
100607 |
5861.5 |
5956.0 |
5831.0 |
5890.5 |
-40.0 |
125,652 |
188,619 |
+900 |
| Sep10 |
100607 |
5870.0 |
5960.5 |
5837.0 |
5895.0 |
-40.5 |
808 |
10,818 |
-266 |
| Dec10 |
100607 |
5860.5 |
5967.5 |
5852.5 |
5902.5 |
-40.0 |
1,490 |
3,753 |
+1,183 |
| Total Volume and Open Interest |
127,950 |
203,190 |
+1,817 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100607 |
5040.00 |
5123.00 |
5016.00 |
5065.00 |
-60.50 |
121,385 |
680,303 |
-11,297 |
| Sep10 |
100607 |
5002.00 |
5082.50 |
4980.00 |
5026.50 |
-60.00 |
15,166 |
16,362 |
+3,536 |
| Dec10 |
100607 |
4988.00 |
5037.00 |
4978.00 |
5002.00 |
-59.50 |
83 |
3,293 |
+70 |
| Total Volume and Open Interest |
136,704 |
700,565 |
-7,666 |
| SPI 200(SFE) |
| Jun10 |
100607 |
4471.0 |
4491.0 |
4303.0 |
4338.0 |
-129.0 |
33,363 |
236,049 |
+5,058 |
| Sep10 |
100607 |
4375.0 |
4375.0 |
4300.0 |
4324.0 |
-131.0 |
389 |
4,244 |
+52 |
| Dec10 |
100607 |
4341.0 |
4341.0 |
4341.0 |
4341.0 |
-131.0 |
2 |
2,873 |
+2 |
| Total Volume and Open Interest |
33,754 |
244,504 |
+5,112 |
| GSCI(CME) |
| Jun10 |
100607 |
475.00 |
478.30 |
471.50 |
475.00 |
+2.25 |
312 |
16,864 |
-131 |
| Jul10 |
100607 |
481.70 |
483.10 |
476.90 |
480.40 |
+2.15 |
142 |
233 |
+75 |
| Aug10 |
100607 |
484.00 |
485.50 |
480.50 |
483.50 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
454 |
17,097 |
-56 |
| Reuters CCI(ICE) |
|
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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