|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri June 11, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100611 |
935.00 |
947.00 |
930.50 |
946.25 |
+11.25 |
108,439 |
162,034 |
-18,794 |
| Aug10 |
100611 |
914.75 |
929.50 |
912.00 |
929.25 |
+13.75 |
18,518 |
25,356 |
+506 |
| Sep10 |
100611 |
900.00 |
913.75 |
897.25 |
910.75 |
+11.00 |
5,702 |
11,906 |
+490 |
| Nov10 |
100611 |
894.50 |
910.75 |
891.75 |
909.25 |
+14.50 |
66,267 |
197,129 |
+5,495 |
| Jan11 |
100611 |
907.75 |
920.00 |
902.25 |
919.50 |
+14.50 |
8,506 |
25,583 |
+1,188 |
| Mar11 |
100611 |
913.75 |
925.50 |
912.00 |
925.50 |
+13.75 |
2,634 |
7,461 |
+316 |
| May11 |
100611 |
916.75 |
928.00 |
914.25 |
928.00 |
+13.25 |
418 |
6,674 |
+135 |
| Total Volume and Open Interest |
212,901 |
465,908 |
-9,954 |
| Soybean Meal(CBOT) |
| Jul10 |
100611 |
282.90 |
290.00 |
281.70 |
289.70 |
+7.40 |
49,293 |
71,958 |
+1,627 |
| Aug10 |
100611 |
270.90 |
276.70 |
269.20 |
276.50 |
+6.70 |
19,367 |
22,858 |
+3,018 |
| Sep10 |
100611 |
261.40 |
266.50 |
260.50 |
266.50 |
+5.70 |
7,500 |
15,512 |
+1,660 |
| Oct10 |
100611 |
252.70 |
257.70 |
252.00 |
257.70 |
+5.60 |
3,692 |
9,260 |
+485 |
| Dec10 |
100611 |
250.70 |
257.50 |
249.80 |
255.90 |
+5.90 |
16,751 |
47,810 |
+2,618 |
| Jan11 |
100611 |
253.00 |
258.00 |
252.00 |
256.60 |
+5.90 |
1,870 |
5,853 |
+651 |
| Mar11 |
100611 |
253.80 |
257.50 |
251.80 |
257.50 |
+5.70 |
1,055 |
4,977 |
+527 |
| May11 |
100611 |
253.40 |
257.30 |
251.70 |
257.30 |
+5.60 |
186 |
2,212 |
+55 |
| Total Volume and Open Interest |
100,167 |
185,373 |
+10,603 |
| Soybean Oil(CBOT) |
| Jul10 |
100611 |
36.80 |
37.01 |
36.50 |
36.90 |
+0.15 |
84,212 |
137,936 |
-20,695 |
| Aug10 |
100611 |
36.99 |
37.20 |
36.69 |
37.08 |
+0.15 |
27,846 |
37,106 |
+3,899 |
| Sep10 |
100611 |
37.20 |
37.40 |
36.90 |
37.30 |
+0.17 |
8,608 |
24,975 |
+257 |
| Oct10 |
100611 |
37.40 |
37.52 |
37.13 |
37.52 |
+0.17 |
2,545 |
12,780 |
+56 |
| Dec10 |
100611 |
37.79 |
38.07 |
37.54 |
37.96 |
+0.17 |
40,985 |
102,213 |
+7,833 |
| Jan11 |
100611 |
38.22 |
38.36 |
37.92 |
38.29 |
+0.17 |
1,675 |
4,982 |
+98 |
| Mar11 |
100611 |
38.59 |
38.66 |
38.27 |
38.66 |
+0.19 |
2,342 |
3,462 |
+1,039 |
| May11 |
100611 |
38.69 |
38.99 |
38.69 |
38.99 |
+0.20 |
370 |
1,544 |
+61 |
| Total Volume and Open Interest |
169,534 |
329,350 |
-7,124 |
| Canola(WCE) |
| Jul10 |
100611 |
394.0 |
396.3 |
392.3 |
395.4 |
+1.4 |
16,562 |
63,256 |
-8,499 |
| Nov10 |
100611 |
398.9 |
401.0 |
397.2 |
400.5 |
+2.5 |
26,234 |
85,911 |
+9,978 |
| Jan11 |
100611 |
402.5 |
405.2 |
401.2 |
404.9 |
+1.7 |
4,961 |
8,979 |
+3,397 |
| Mar11 |
100611 |
405.0 |
407.6 |
403.3 |
407.4 |
+1.3 |
1,004 |
4,170 |
+615 |
| May11 |
100611 |
410.7 |
410.7 |
406.9 |
408.8 |
+0.7 |
128 |
1,535 |
+24 |
| Total Volume and Open Interest |
49,015 |
165,338 |
+5,578 |
| Corn(CBOT) |
| Jul10 |
100611 |
343.25 |
349.75 |
342.75 |
349.50 |
+6.25 |
144,352 |
370,273 |
-37,295 |
| Sep10 |
100611 |
352.50 |
359.00 |
352.25 |
359.00 |
+6.50 |
84,105 |
263,633 |
+21,058 |
| Dec10 |
100611 |
364.25 |
371.00 |
363.75 |
371.00 |
+6.50 |
67,365 |
414,331 |
+8,598 |
| Mar11 |
100611 |
377.50 |
384.25 |
377.25 |
384.25 |
+6.75 |
5,641 |
61,719 |
+1,371 |
| May11 |
100611 |
389.00 |
393.25 |
388.50 |
393.25 |
+6.75 |
1,369 |
9,605 |
+172 |
| Jul11 |
100611 |
395.00 |
401.25 |
394.75 |
401.25 |
+5.75 |
2,414 |
38,602 |
+235 |
| Total Volume and Open Interest |
309,852 |
1,233,763 |
-5,480 |
| Wheat(CBOT) |
| Jul10 |
100611 |
433.00 |
449.00 |
427.50 |
440.75 |
+7.50 |
62,604 |
167,475 |
-11,771 |
| Sep10 |
100611 |
450.00 |
464.75 |
443.50 |
457.00 |
+7.00 |
36,583 |
141,350 |
+9,031 |
| Dec10 |
100611 |
479.50 |
492.25 |
472.75 |
485.50 |
+5.75 |
19,966 |
86,002 |
+1,815 |
| Mar11 |
100611 |
511.50 |
521.00 |
505.00 |
517.00 |
+5.25 |
5,854 |
29,046 |
+210 |
| May11 |
100611 |
527.75 |
538.00 |
521.75 |
534.25 |
+5.25 |
190 |
9,194 |
-5 |
| Total Volume and Open Interest |
131,644 |
502,712 |
-120 |
| Wheat(KCBT) |
| Jul10 |
100611 |
462.00 |
473.25 |
454.75 |
467.00 |
+4.50 |
14,336 |
48,829 |
-733 |
| Sep10 |
100611 |
473.00 |
485.00 |
467.25 |
479.00 |
+4.50 |
5,961 |
34,342 |
+2,429 |
| Dec10 |
100611 |
492.25 |
502.75 |
485.00 |
496.75 |
+4.50 |
4,733 |
45,683 |
+741 |
| Mar11 |
100611 |
510.50 |
519.75 |
503.00 |
514.50 |
+4.75 |
2,152 |
15,860 |
+318 |
| May11 |
100611 |
520.50 |
532.50 |
515.25 |
527.00 |
+4.75 |
275 |
7,655 |
+80 |
| Total Volume and Open Interest |
30,588 |
183,874 |
+4,737 |
| Wheat(MGE) |
| Jul10 |
100611 |
490.00 |
528.00 |
484.50 |
501.75 |
+11.50 |
2,751 |
12,378 |
-821 |
| Sep10 |
100611 |
502.00 |
525.50 |
497.00 |
512.25 |
+10.25 |
2,002 |
11,210 |
+728 |
| Dec10 |
100611 |
519.25 |
550.00 |
514.50 |
529.00 |
+9.25 |
1,046 |
10,397 |
+96 |
| Mar11 |
100611 |
536.00 |
570.00 |
532.25 |
546.50 |
+9.75 |
401 |
3,619 |
-157 |
| May11 |
100611 |
545.50 |
571.50 |
543.75 |
556.50 |
+9.00 |
48 |
1,663 |
-74 |
| Total Volume and Open Interest |
6,896 |
47,391 |
-503 |
| Oats(CBOT) |
| Jul10 |
100611 |
215.00 |
232.50 |
215.00 |
227.00 |
+12.50 |
1,596 |
8,696 |
-630 |
| Sep10 |
100611 |
221.00 |
235.00 |
218.00 |
230.00 |
+12.00 |
291 |
4,363 |
+71 |
| Dec10 |
100611 |
223.00 |
234.75 |
223.00 |
228.00 |
+5.75 |
1,142 |
5,146 |
+249 |
| Mar11 |
100611 |
238.75 |
238.75 |
230.75 |
233.00 |
+2.25 |
0 |
567 |
+0 |
| Total Volume and Open Interest |
3,029 |
18,772 |
-310 |
| Rough Rice(CBOT) |
| Jul10 |
100611 |
10.88 |
11.04 |
10.84 |
11.01 |
+0.11 |
411 |
6,699 |
-103 |
| Sep10 |
100611 |
10.89 |
10.99 |
10.78 |
10.94 |
+0.08 |
426 |
5,513 |
+181 |
| Nov10 |
100611 |
11.05 |
11.12 |
10.93 |
11.10 |
+0.10 |
38 |
2,037 |
+2 |
| Jan11 |
100611 |
11.22 |
11.38 |
11.22 |
11.36 |
+0.09 |
0 |
446 |
+0 |
| Total Volume and Open Interest |
905 |
15,830 |
+100 |
| Live Cattle(CME) |
| Jun10 |
100611 |
90.400 |
90.600 |
89.385 |
89.500 |
-0.580 |
3,132 |
19,164 |
-1,331 |
| Aug10 |
100611 |
87.980 |
88.285 |
87.200 |
87.285 |
-0.500 |
17,942 |
144,541 |
+898 |
| Oct10 |
100611 |
89.300 |
89.550 |
88.600 |
88.650 |
-0.450 |
8,537 |
88,286 |
-24 |
| Dec10 |
100611 |
91.800 |
92.000 |
91.230 |
91.330 |
-0.400 |
4,694 |
44,681 |
+120 |
| Feb11 |
100611 |
92.850 |
93.200 |
92.535 |
92.750 |
-0.100 |
2,216 |
19,841 |
+332 |
| Apr11 |
100611 |
94.635 |
94.900 |
94.350 |
94.500 |
-0.200 |
1,503 |
10,989 |
+565 |
| Total Volume and Open Interest |
38,178 |
331,394 |
+570 |
| Feeder Cattle(CME) |
| Aug10 |
100611 |
110.430 |
111.250 |
110.000 |
110.080 |
-0.150 |
1,766 |
21,357 |
-69 |
| Sep10 |
100611 |
110.885 |
110.900 |
109.800 |
109.850 |
-0.185 |
435 |
5,426 |
+44 |
| Oct10 |
100611 |
110.250 |
110.500 |
109.750 |
109.980 |
-0.170 |
235 |
3,807 |
+48 |
| Nov10 |
100611 |
109.850 |
109.850 |
109.080 |
109.300 |
-0.400 |
99 |
1,390 |
+2 |
| Jan11 |
100611 |
108.700 |
108.700 |
107.785 |
108.500 |
unch |
46 |
515 |
+15 |
| Mar11 |
100611 |
108.000 |
108.000 |
107.350 |
107.500 |
+0.300 |
13 |
75 |
+5 |
| Apr11 |
100611 |
107.500 |
107.500 |
107.250 |
107.250 |
+0.700 |
1 |
13 |
-1 |
| Total Volume and Open Interest |
2,595 |
32,583 |
+44 |
| Lean Hogs(CME) |
| Jun10 |
100611 |
77.285 |
77.850 |
77.250 |
77.785 |
+0.500 |
3,025 |
8,910 |
-992 |
| Jul10 |
100611 |
77.930 |
79.000 |
77.550 |
78.550 |
+0.850 |
21,016 |
41,152 |
-5,346 |
| Aug10 |
100611 |
80.250 |
80.885 |
80.080 |
80.350 |
+0.300 |
13,590 |
52,092 |
+5,248 |
| Oct10 |
100611 |
73.600 |
74.330 |
73.450 |
73.500 |
+0.050 |
5,124 |
39,676 |
-576 |
| Dec10 |
100611 |
71.385 |
72.350 |
71.385 |
72.000 |
+0.250 |
4,235 |
27,815 |
+1,061 |
| Feb11 |
100611 |
72.330 |
73.200 |
72.250 |
73.100 |
+0.900 |
583 |
8,917 |
+212 |
| Apr11 |
100611 |
72.885 |
73.800 |
72.700 |
73.800 |
+1.000 |
45 |
4,126 |
+26 |
| May11 |
100611 |
75.885 |
76.000 |
75.885 |
76.000 |
+0.100 |
0 |
164 |
+0 |
| Total Volume and Open Interest |
47,619 |
183,883 |
-367 |
| Pork Bellies(CME) |
| Jul10 |
100611 |
96.500 |
96.500 |
95.250 |
95.950 |
+0.200 |
22 |
93 |
-11 |
| Aug10 |
100611 |
94.100 |
94.100 |
94.100 |
94.100 |
+0.100 |
0 |
26 |
-1 |
| Feb11 |
100611 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
| Mar11 |
100611 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100611 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
22 |
124 |
-12 |
| Class III Milk(CME) |
| Jun10 |
100611 |
13.53 |
13.58 |
13.50 |
13.55 |
+0.05 |
103 |
4,414 |
+65 |
| Jul10 |
100611 |
13.33 |
13.53 |
13.16 |
13.48 |
+0.08 |
383 |
4,484 |
-105 |
| Aug10 |
100611 |
13.97 |
14.09 |
13.72 |
13.95 |
+0.03 |
96 |
4,177 |
+22 |
| Sep10 |
100611 |
14.57 |
14.67 |
14.37 |
14.56 |
+0.05 |
108 |
3,845 |
+17 |
| Oct10 |
100611 |
14.61 |
14.95 |
14.52 |
14.72 |
+0.06 |
44 |
3,416 |
+16 |
| Total Volume and Open Interest |
813 |
27,815 |
+54 |
| Cocoa(ICE) |
| Jul10 |
100611 |
2909 |
2999 |
2907 |
2919 |
unch |
8,468 |
17,321 |
-5,872 |
| Sep10 |
100611 |
2941 |
3020 |
2925 |
2937 |
-4 |
9,263 |
50,557 |
-555 |
| Dec10 |
100611 |
2960 |
3013 |
2950 |
2964 |
-6 |
2,189 |
19,955 |
+915 |
| Mar11 |
100611 |
2988 |
3034 |
2973 |
2990 |
-6 |
589 |
16,025 |
-47 |
| May11 |
100611 |
2996 |
3045 |
2996 |
3000 |
-4 |
43 |
6,665 |
+13 |
| Jul11 |
100611 |
3002 |
3059 |
3002 |
3009 |
-1 |
143 |
3,436 |
+132 |
| Sep11 |
100611 |
3049 |
3059 |
3013 |
3013 |
-7 |
190 |
1,333 |
+103 |
| Total Volume and Open Interest |
21,076 |
120,407 |
-5,301 |
| Coffee "C"(ICE) |
| Jul10 |
100611 |
137.00 |
148.50 |
137.00 |
144.95 |
+7.95 |
15,858 |
40,942 |
-5,416 |
| Sep10 |
100611 |
138.65 |
147.55 |
138.55 |
146.10 |
+7.55 |
13,548 |
53,550 |
+4,263 |
| Dec10 |
100611 |
140.25 |
148.50 |
140.10 |
147.20 |
+7.25 |
4,444 |
28,028 |
+2,243 |
| Mar11 |
100611 |
141.00 |
148.25 |
141.00 |
146.90 |
+6.45 |
1,155 |
11,379 |
+835 |
| May11 |
100611 |
142.00 |
148.05 |
142.00 |
146.25 |
+5.80 |
57 |
4,615 |
+3 |
| Jul11 |
100611 |
145.00 |
146.90 |
145.00 |
146.15 |
+5.80 |
17 |
2,486 |
+0 |
| Total Volume and Open Interest |
35,084 |
141,886 |
+1,931 |
| Orange Juice(ICE) |
| Jul10 |
100611 |
140.90 |
143.35 |
140.25 |
141.65 |
+1.40 |
1,486 |
11,746 |
-971 |
| Sep10 |
100611 |
142.40 |
145.00 |
142.40 |
143.45 |
+1.30 |
1,015 |
12,945 |
+933 |
| Nov10 |
100611 |
144.00 |
145.75 |
143.35 |
144.10 |
+1.65 |
21 |
3,203 |
+13 |
| Jan11 |
100611 |
143.40 |
145.85 |
143.35 |
144.25 |
+1.80 |
9 |
1,037 |
+2 |
| Mar11 |
100611 |
144.45 |
144.45 |
144.45 |
144.45 |
+1.55 |
1 |
175 |
+1 |
| May11 |
100611 |
144.45 |
144.45 |
144.45 |
144.45 |
+1.65 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
2,532 |
29,459 |
-22 |
| Sugar #11(ICE) |
| Jul10 |
100611 |
15.31 |
15.95 |
15.21 |
15.83 |
+0.47 |
57,587 |
188,518 |
-20,348 |
| Oct10 |
100611 |
15.41 |
16.00 |
15.36 |
15.84 |
+0.33 |
51,419 |
223,268 |
+1,478 |
| Mar11 |
100611 |
16.33 |
16.75 |
16.32 |
16.64 |
+0.16 |
15,472 |
111,545 |
+5,394 |
| May11 |
100611 |
16.47 |
16.81 |
16.43 |
16.71 |
+0.13 |
2,816 |
27,346 |
+145 |
| Jul11 |
100611 |
16.71 |
16.78 |
16.43 |
16.66 |
-0.01 |
3,317 |
56,820 |
-310 |
| Total Volume and Open Interest |
132,824 |
683,329 |
-13,194 |
| London Cocoa(LCE) |
| Jul10 |
100611 |
2491 |
2517 |
2452 |
2458 |
-38 |
3,832 |
56,203 |
-495 |
| Sep10 |
100611 |
2339 |
2372 |
2327 |
2344 |
+3 |
3,423 |
36,325 |
-102 |
| Dec10 |
100611 |
2272 |
2301 |
2267 |
2278 |
+2 |
1,269 |
25,778 |
-394 |
| Mar11 |
100611 |
2235 |
2266 |
2231 |
2244 |
+5 |
961 |
23,812 |
+317 |
| May11 |
100611 |
2259 |
2262 |
2241 |
2241 |
+6 |
15 |
5,583 |
+10 |
| Jul11 |
100611 |
2235 |
2254 |
2235 |
2240 |
+2 |
2 |
928 |
+0 |
| Sep11 |
100611 |
2243 |
2243 |
2243 |
2243 |
+2 |
0 |
1,993 |
+0 |
| Total Volume and Open Interest |
9,502 |
156,356 |
-664 |
| London Sugar(LCE) |
| Aug10 |
100611 |
505.60 |
524.70 |
503.00 |
524.00 |
+15.40 |
7,174 |
28,797 |
-2,127 |
| Oct10 |
100611 |
453.10 |
470.50 |
452.30 |
468.20 |
+11.20 |
3,073 |
19,279 |
+965 |
| Dec10 |
100611 |
441.20 |
453.00 |
440.00 |
452.00 |
+7.00 |
244 |
7,246 |
+98 |
| Mar11 |
100611 |
449.00 |
459.00 |
448.40 |
458.80 |
+6.50 |
287 |
4,273 |
+170 |
| May11 |
100611 |
451.00 |
461.50 |
450.80 |
461.10 |
+6.20 |
177 |
1,954 |
+160 |
| Total Volume and Open Interest |
11,126 |
62,542 |
-564 |
| Cotton(ICE) |
| Jul10 |
100611 |
82.40 |
82.70 |
81.49 |
81.54 |
-0.97 |
16,015 |
56,723 |
-5,183 |
| Oct10 |
100611 |
78.82 |
79.18 |
78.50 |
78.53 |
-0.11 |
341 |
1,545 |
+28 |
| Dec10 |
100611 |
79.00 |
79.15 |
78.61 |
78.94 |
-0.13 |
16,887 |
92,381 |
+3,076 |
| Mar11 |
100611 |
80.23 |
80.47 |
79.91 |
80.29 |
-0.23 |
1,685 |
16,659 |
+743 |
| May11 |
100611 |
80.32 |
80.32 |
80.32 |
80.32 |
-0.50 |
130 |
677 |
+70 |
| Jul11 |
100611 |
80.33 |
80.33 |
80.33 |
80.33 |
-0.49 |
99 |
5,385 |
+38 |
| Total Volume and Open Interest |
35,162 |
174,998 |
-1,223 |
| Lumber(CME) |
| Jul10 |
100611 |
208.7 |
210.5 |
204.0 |
204.0 |
-5.2 |
1,068 |
3,480 |
-374 |
| Sep10 |
100611 |
219.0 |
219.0 |
213.0 |
213.0 |
-5.0 |
1,119 |
4,600 |
+84 |
| Nov10 |
100611 |
219.3 |
220.4 |
215.3 |
215.3 |
-1.8 |
126 |
1,175 |
-7 |
| Jan11 |
100611 |
238.5 |
238.5 |
236.9 |
236.9 |
-2.1 |
15 |
102 |
+7 |
| Total Volume and Open Interest |
2,330 |
9,368 |
-288 |
| Crude Oil(NYM) |
| Jul10 |
100611 |
75.52 |
75.64 |
73.26 |
73.78 |
-1.70 |
436,981 |
235,520 |
-39,437 |
| Aug10 |
100611 |
76.71 |
76.91 |
74.74 |
75.34 |
-1.34 |
194,904 |
197,709 |
+37,089 |
| Sep10 |
100611 |
77.66 |
77.85 |
75.84 |
76.51 |
-1.09 |
76,997 |
119,742 |
+8,971 |
| Oct10 |
100611 |
78.40 |
78.51 |
76.71 |
77.36 |
-0.96 |
24,703 |
52,834 |
+162 |
| Nov10 |
100611 |
79.12 |
79.19 |
77.40 |
78.05 |
-0.92 |
16,035 |
36,045 |
+557 |
| Dec10 |
100611 |
79.66 |
79.92 |
77.98 |
78.64 |
-0.91 |
51,881 |
200,933 |
+1,665 |
| Jan11 |
100611 |
80.22 |
80.23 |
78.48 |
79.09 |
-0.90 |
7,343 |
35,693 |
-1,450 |
| Feb11 |
100611 |
80.71 |
80.71 |
78.89 |
79.54 |
-0.87 |
3,408 |
15,953 |
-373 |
| Mar11 |
100611 |
80.57 |
81.19 |
79.34 |
79.99 |
-0.87 |
3,803 |
19,476 |
+1,041 |
| Apr11 |
100611 |
80.31 |
80.55 |
79.77 |
80.43 |
-0.84 |
1,565 |
11,348 |
-158 |
| May11 |
100611 |
80.72 |
80.85 |
80.72 |
80.85 |
-0.80 |
2,043 |
8,099 |
+428 |
| Jun11 |
100611 |
82.25 |
82.25 |
80.75 |
81.25 |
-0.76 |
8,182 |
43,190 |
+771 |
| Jul11 |
100611 |
82.00 |
82.50 |
81.05 |
81.60 |
-0.73 |
2,818 |
24,492 |
+359 |
| Aug11 |
100611 |
81.84 |
81.84 |
81.84 |
81.84 |
-0.71 |
595 |
6,605 |
-8 |
| Sep11 |
100611 |
82.03 |
82.03 |
82.03 |
82.03 |
-0.69 |
821 |
7,892 |
-121 |
| Oct11 |
100611 |
82.19 |
82.19 |
82.19 |
82.19 |
-0.68 |
991 |
4,841 |
-438 |
| Total Volume and Open Interest |
860,223 |
1,333,091 |
+10,783 |
| e-miNY Crude Oil(NYM) |
| Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
| Jul10 |
100611 |
75.500 |
75.625 |
73.250 |
73.775 |
-1.700 |
15,174 |
4,003 |
+80 |
| Aug10 |
100611 |
76.800 |
76.825 |
74.800 |
75.350 |
-1.325 |
861 |
836 |
+48 |
| Sep10 |
100611 |
77.650 |
77.650 |
75.825 |
76.500 |
-1.100 |
64 |
321 |
+34 |
| Oct10 |
100611 |
77.200 |
77.350 |
76.825 |
77.350 |
-0.975 |
1 |
133 |
+0 |
| Nov10 |
100611 |
78.500 |
78.500 |
78.050 |
78.050 |
-0.925 |
1 |
15 |
+0 |
| Dec10 |
100611 |
79.600 |
79.600 |
78.225 |
78.650 |
-0.900 |
5 |
88 |
+1 |
| Jan11 |
100611 |
79.100 |
79.100 |
79.100 |
79.100 |
-0.900 |
0 |
2 |
+0 |
| Feb11 |
100611 |
79.550 |
79.550 |
79.550 |
79.550 |
-0.850 |
1 |
1 |
+1 |
| Mar11 |
100611 |
80.000 |
80.000 |
80.000 |
80.000 |
-0.850 |
|
|
|
| Total Volume and Open Interest |
16,109 |
5,455 |
+162 |
| Heating Oil(NYM) |
| Jul10 |
100611 |
203.28 |
204.13 |
199.29 |
200.53 |
-2.75 |
48,342 |
64,677 |
-7,648 |
| Aug10 |
100611 |
205.30 |
206.06 |
201.25 |
202.58 |
-2.69 |
24,348 |
58,037 |
+2,353 |
| Sep10 |
100611 |
207.40 |
208.48 |
203.88 |
205.14 |
-2.57 |
13,871 |
36,234 |
-691 |
| Oct10 |
100611 |
209.05 |
210.50 |
206.68 |
207.78 |
-2.48 |
4,667 |
22,537 |
-90 |
| Nov10 |
100611 |
213.19 |
213.20 |
209.62 |
210.47 |
-2.41 |
3,648 |
14,489 |
+801 |
| Dec10 |
100611 |
215.65 |
216.24 |
211.66 |
213.06 |
-2.30 |
9,638 |
37,544 |
+182 |
| Jan11 |
100611 |
215.50 |
217.10 |
214.90 |
215.56 |
-2.25 |
4,032 |
18,014 |
+1,242 |
| Feb11 |
100611 |
217.73 |
218.45 |
216.75 |
217.28 |
-2.28 |
1,696 |
8,624 |
+357 |
| Mar11 |
100611 |
218.99 |
219.51 |
217.05 |
218.18 |
-2.28 |
878 |
8,110 |
+114 |
| Apr11 |
100611 |
218.81 |
220.24 |
217.50 |
217.98 |
-2.31 |
237 |
4,166 |
-2 |
| May11 |
100611 |
218.79 |
218.79 |
217.99 |
217.99 |
-2.25 |
253 |
3,818 |
+122 |
| Jun11 |
100611 |
220.89 |
220.89 |
217.19 |
218.31 |
-2.18 |
1,173 |
17,155 |
+60 |
| Total Volume and Open Interest |
113,547 |
310,738 |
-3,125 |
| Gasoline(NYMEX) |
| Jul10 |
100611 |
207.40 |
208.49 |
203.10 |
204.97 |
-2.08 |
48,320 |
73,310 |
-5,346 |
| Aug10 |
100611 |
207.60 |
208.09 |
202.78 |
204.61 |
-2.14 |
26,581 |
53,801 |
+3,691 |
| Sep10 |
100611 |
207.24 |
207.24 |
202.85 |
204.33 |
-2.18 |
16,776 |
42,565 |
+1,739 |
| Oct10 |
100611 |
196.01 |
196.91 |
193.44 |
194.44 |
-2.17 |
7,091 |
20,054 |
+790 |
| Nov10 |
100611 |
194.27 |
195.94 |
192.94 |
194.03 |
-2.16 |
2,964 |
19,779 |
+195 |
| Dec10 |
100611 |
197.15 |
197.44 |
192.98 |
194.74 |
-2.13 |
4,931 |
15,755 |
+566 |
| Jan11 |
100611 |
196.64 |
196.64 |
196.64 |
196.64 |
-2.10 |
698 |
5,473 |
+217 |
| Feb11 |
100611 |
198.75 |
198.93 |
198.75 |
198.93 |
-2.07 |
217 |
2,187 |
-51 |
| Mar11 |
100611 |
201.20 |
201.20 |
201.20 |
201.20 |
-2.05 |
371 |
2,898 |
+291 |
| Apr11 |
100611 |
213.84 |
213.84 |
213.84 |
213.84 |
-2.01 |
21 |
3,264 |
+0 |
| Total Volume and Open Interest |
108,897 |
251,680 |
+2,267 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100611 |
205.00 |
205.00 |
204.97 |
205.00 |
-2.10 |
0 |
3 |
+0 |
| Aug10 |
100611 |
204.60 |
204.61 |
204.60 |
204.60 |
-2.20 |
0 |
2 |
+0 |
| Sep10 |
100611 |
204.30 |
204.33 |
204.30 |
204.30 |
-2.20 |
|
|
|
| Oct10 |
100611 |
194.40 |
194.44 |
194.40 |
194.40 |
-2.20 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
12 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100611 |
4.699 |
4.815 |
4.675 |
4.781 |
+0.134 |
116,519 |
161,235 |
-19,467 |
| Aug10 |
100611 |
4.739 |
4.867 |
4.732 |
4.833 |
+0.127 |
51,120 |
77,113 |
+6,869 |
| Sep10 |
100611 |
4.803 |
4.912 |
4.784 |
4.884 |
+0.123 |
49,431 |
100,620 |
+9,390 |
| Oct10 |
100611 |
4.883 |
4.983 |
4.875 |
4.960 |
+0.119 |
30,961 |
92,880 |
+285 |
| Nov10 |
100611 |
5.170 |
5.240 |
5.164 |
5.228 |
+0.092 |
10,292 |
29,689 |
+791 |
| Dec10 |
100611 |
5.478 |
5.530 |
5.460 |
5.512 |
+0.066 |
6,762 |
39,056 |
+360 |
| Jan11 |
100611 |
5.665 |
5.705 |
5.647 |
5.686 |
+0.060 |
13,275 |
49,638 |
-1,335 |
| Feb11 |
100611 |
5.601 |
5.657 |
5.597 |
5.634 |
+0.053 |
2,901 |
18,094 |
+1,497 |
| Mar11 |
100611 |
5.492 |
5.530 |
5.481 |
5.512 |
+0.046 |
5,509 |
47,363 |
+250 |
| Apr11 |
100611 |
5.260 |
5.298 |
5.228 |
5.264 |
+0.025 |
6,085 |
39,787 |
+589 |
| May11 |
100611 |
5.284 |
5.323 |
5.253 |
5.278 |
+0.023 |
834 |
21,378 |
+88 |
| Jun11 |
100611 |
5.336 |
5.350 |
5.298 |
5.320 |
+0.023 |
736 |
8,829 |
+338 |
| Jul11 |
100611 |
5.368 |
5.400 |
5.344 |
5.372 |
+0.020 |
351 |
5,194 |
+58 |
| Aug11 |
100611 |
5.430 |
5.430 |
5.387 |
5.414 |
+0.019 |
240 |
5,370 |
+12 |
| Sep11 |
100611 |
5.432 |
5.443 |
5.430 |
5.443 |
+0.019 |
108 |
5,190 |
-11 |
| Oct11 |
100611 |
5.510 |
5.568 |
5.495 |
5.529 |
+0.018 |
1,955 |
19,763 |
+374 |
| Total Volume and Open Interest |
298,186 |
829,036 |
+307 |
| Brent Crude Oil(ICE) |
| Jul10 |
100611 |
75.38 |
75.72 |
73.60 |
74.35 |
-0.94 |
138,285 |
126,356 |
-8,052 |
| Aug10 |
100611 |
76.13 |
76.45 |
74.41 |
75.14 |
-0.92 |
113,840 |
164,470 |
-5,575 |
| Sep10 |
100611 |
76.77 |
77.08 |
75.07 |
75.80 |
-0.88 |
52,532 |
92,533 |
+6,427 |
| Oct10 |
100611 |
77.39 |
77.72 |
75.71 |
76.39 |
-0.88 |
24,263 |
45,097 |
+1,268 |
| Nov10 |
100611 |
77.96 |
78.26 |
76.29 |
76.96 |
-0.87 |
12,335 |
22,776 |
-1,444 |
| Dec10 |
100611 |
78.52 |
78.88 |
76.86 |
77.53 |
-0.86 |
41,434 |
100,860 |
+1,417 |
| Jan11 |
100611 |
79.05 |
79.42 |
77.70 |
78.07 |
-0.86 |
5,784 |
23,707 |
-798 |
| Feb11 |
100611 |
79.52 |
79.95 |
78.38 |
78.61 |
-0.84 |
4,224 |
12,678 |
+147 |
| Mar11 |
100611 |
80.04 |
80.48 |
78.91 |
79.14 |
-0.83 |
3,687 |
9,672 |
+714 |
| Apr11 |
100611 |
79.62 |
79.65 |
79.62 |
79.65 |
-0.80 |
852 |
6,175 |
+565 |
| May11 |
100611 |
80.12 |
80.12 |
80.12 |
80.12 |
-0.78 |
640 |
15,426 |
+492 |
| Jun11 |
100611 |
81.50 |
81.89 |
79.99 |
80.55 |
-0.76 |
4,526 |
24,381 |
+902 |
| Jul11 |
100611 |
80.94 |
80.94 |
80.94 |
80.94 |
-0.75 |
835 |
7,307 |
+779 |
| Aug11 |
100611 |
81.26 |
81.26 |
81.26 |
81.26 |
-0.75 |
337 |
3,801 |
-42 |
| Total Volume and Open Interest |
413,864 |
760,912 |
-3,010 |
| Gas Oil(ICE) |
| Jul10 |
100611 |
648.50 |
651.25 |
636.00 |
639.75 |
-8.75 |
79,035 |
118,558 |
+4,470 |
| Aug10 |
100611 |
651.75 |
654.50 |
639.25 |
643.00 |
-8.50 |
37,315 |
71,644 |
+3,962 |
| Sep10 |
100611 |
656.50 |
657.75 |
644.00 |
647.50 |
-8.00 |
12,183 |
55,921 |
+3,330 |
| Oct10 |
100611 |
660.75 |
663.25 |
650.75 |
651.75 |
-8.00 |
8,347 |
36,056 |
+1,494 |
| Nov10 |
100611 |
661.75 |
666.00 |
655.50 |
656.25 |
-7.75 |
4,368 |
25,148 |
-350 |
| Dec10 |
100611 |
669.25 |
672.00 |
657.50 |
660.75 |
-7.50 |
11,517 |
94,848 |
-150 |
| Jan11 |
100611 |
670.50 |
675.50 |
665.50 |
665.50 |
-7.50 |
1,379 |
28,441 |
+376 |
| Feb11 |
100611 |
675.25 |
680.25 |
670.00 |
670.00 |
-7.50 |
817 |
14,928 |
+161 |
| Mar11 |
100611 |
679.50 |
684.00 |
671.00 |
674.25 |
-7.50 |
904 |
12,747 |
+107 |
| Apr11 |
100611 |
678.50 |
681.50 |
674.75 |
678.00 |
-7.25 |
363 |
13,219 |
+119 |
| Total Volume and Open Interest |
184,465 |
580,112 |
+753 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100611 |
1.584 |
1.589 |
1.576 |
1.586 |
+0.010 |
76 |
977 |
+1 |
| Aug10 |
100611 |
1.580 |
1.590 |
1.574 |
1.580 |
+0.007 |
58 |
1,208 |
+23 |
| Sep10 |
100611 |
1.560 |
1.572 |
1.555 |
1.561 |
+0.008 |
76 |
1,115 |
+3 |
| Oct10 |
100611 |
1.550 |
1.565 |
1.550 |
1.558 |
+0.007 |
56 |
1,086 |
+37 |
| Nov10 |
100611 |
1.560 |
1.573 |
1.560 |
1.566 |
+0.008 |
31 |
834 |
+17 |
| Dec10 |
100611 |
1.570 |
1.574 |
1.566 |
1.569 |
+0.011 |
82 |
1,629 |
+19 |
| Jan11 |
100611 |
1.570 |
1.576 |
1.567 |
1.569 |
+0.011 |
37 |
1,164 |
+12 |
| Total Volume and Open Interest |
526 |
11,247 |
+194 |
| US Dollar Index(ICE) |
| Jun10 |
100611 |
87.030 |
87.670 |
86.960 |
87.518 |
+0.353 |
32,771 |
23,107 |
-6,958 |
| Sep10 |
100611 |
87.390 |
88.140 |
87.340 |
87.920 |
+0.270 |
11,909 |
13,529 |
+5,363 |
| Dec10 |
100611 |
87.900 |
88.210 |
87.900 |
88.210 |
+0.285 |
500 |
517 |
+500 |
| Total Volume and Open Interest |
45,180 |
37,153 |
-1,095 |
| Australian Dollar(CME) |
| Jun10 |
100611 |
84.88 |
85.09 |
84.26 |
84.85 |
unch |
97,223 |
69,911 |
-12,875 |
| Sep10 |
100611 |
83.98 |
84.19 |
83.36 |
83.95 |
unch |
35,913 |
30,821 |
+5,027 |
| Dec10 |
100611 |
82.80 |
83.10 |
82.80 |
83.07 |
unch |
0 |
361 |
-5 |
| Total Volume and Open Interest |
133,136 |
101,103 |
-7,853 |
| British Pound(CME) |
| Jun10 |
100611 |
147.08 |
147.61 |
145.02 |
145.10 |
-1.92 |
117,941 |
79,722 |
-21,100 |
| Sep10 |
100611 |
147.09 |
147.64 |
145.05 |
145.12 |
-1.90 |
43,053 |
80,719 |
+14,515 |
| Dec10 |
100611 |
146.58 |
147.06 |
144.85 |
145.15 |
-1.91 |
11 |
59 |
+9 |
| Total Volume and Open Interest |
161,005 |
160,500 |
-6,576 |
| Canadian Dollar(CME) |
| Jun10 |
100611 |
97.01 |
97.12 |
96.25 |
96.40 |
-0.54 |
84,497 |
64,218 |
-7,839 |
| Sep10 |
100611 |
96.91 |
97.05 |
96.18 |
96.35 |
-0.53 |
30,348 |
57,300 |
+10,700 |
| Dec10 |
100611 |
96.50 |
96.80 |
96.18 |
96.24 |
-0.54 |
124 |
2,465 |
+108 |
| Mar11 |
100611 |
96.01 |
96.60 |
96.01 |
96.01 |
-0.59 |
0 |
333 |
+0 |
| Total Volume and Open Interest |
114,969 |
124,407 |
+2,969 |
| Japanese Yen(CME) |
| Jun10 |
100611 |
109.43 |
109.68 |
108.96 |
109.20 |
-0.41 |
121,911 |
76,289 |
-20,449 |
| Sep10 |
100611 |
109.56 |
109.84 |
109.12 |
109.36 |
-0.41 |
43,704 |
52,296 |
+16,166 |
| Dec10 |
100611 |
109.56 |
109.97 |
109.56 |
109.56 |
-0.41 |
3 |
141 |
+1 |
| Total Volume and Open Interest |
165,618 |
128,728 |
-4,282 |
| Swiss Franc(CME) |
| Jun10 |
100611 |
87.48 |
87.68 |
86.60 |
86.94 |
-0.39 |
41,705 |
28,849 |
-7,825 |
| Sep10 |
100611 |
87.67 |
87.84 |
86.75 |
87.10 |
-0.40 |
14,805 |
28,164 |
+5,229 |
| Dec10 |
100611 |
87.33 |
87.73 |
87.33 |
87.33 |
-0.40 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
56,510 |
57,026 |
-2,596 |
| EuroFX(CME) |
| Jun10 |
100611 |
121.09 |
121.55 |
120.45 |
120.75 |
-0.21 |
341,633 |
146,243 |
-39,874 |
| Sep10 |
100611 |
121.18 |
121.64 |
120.54 |
120.84 |
-0.21 |
121,642 |
154,845 |
+36,387 |
| Dec10 |
100611 |
121.23 |
121.84 |
120.70 |
120.95 |
-0.21 |
76 |
443 |
+11 |
| Total Volume and Open Interest |
463,351 |
301,584 |
-3,476 |
| Mexican Peso(CME) |
| Jun10 |
100611 |
788.5 |
790.8 |
784.5 |
787.0 |
+0.2 |
17,592 |
53,055 |
-2,717 |
| Jul10 |
100611 |
785.8 |
785.8 |
785.5 |
785.8 |
+0.2 |
|
|
|
| Total Volume and Open Interest |
29,071 |
89,151 |
+889 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100610 |
123~030 |
123~030 |
123~030 |
123~030 |
-1~250 |
|
|
|
| Sep10 |
100611 |
122~200 |
124~070 |
122~190 |
124~070 |
+1~210 |
254,271 |
643,798 |
+2,009 |
| Dec10 |
100611 |
122~270 |
122~270 |
121~060 |
122~270 |
+1~210 |
270 |
343 |
+170 |
| Total Volume and Open Interest |
267,156 |
672,539 |
-5,042 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100611 |
120~190 |
121~125 |
120~190 |
121~125 |
+0~245 |
54,838 |
74,726 |
-29,290 |
| Sep10 |
100611 |
119~265 |
120~215 |
119~265 |
120~210 |
+0~260 |
1,039,327 |
1,718,254 |
+14,986 |
| Dec10 |
100611 |
119~180 |
119~180 |
118~225 |
119~180 |
+0~275 |
2 |
91 |
+0 |
| Total Volume and Open Interest |
1,094,167 |
1,793,092 |
-14,304 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100610 |
117~113 |
118~002 |
117~057 |
117~059 |
+58~058 |
|
|
|
| Sep10 |
100611 |
116~084 |
117~020 |
116~083 |
117~019 |
+0~060 |
425,481 |
874,888 |
+3,877 |
| Dec10 |
100611 |
116~011 |
116~011 |
115~079 |
116~011 |
+0~060 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
433,694 |
930,396 |
+1,931 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100611 |
109~033 |
109~050 |
109~033 |
109~050 |
+54~098 |
|
|
|
| Sep10 |
100611 |
108~127 |
109~018 |
108~127 |
109~017 |
+0~017 |
188,974 |
880,441 |
+11,464 |
| Dec10 |
100611 |
108~113 |
108~113 |
108~092 |
108~113 |
+0~021 |
25 |
26 |
+25 |
| Total Volume and Open Interest |
196,612 |
895,636 |
+8,184 |
| Eurodollars(CME) |
| Jun10 |
100611 |
99.463 |
99.463 |
99.457 |
99.460 |
unch |
148,138 |
1,004,347 |
-15,585 |
| Sep10 |
100611 |
99.315 |
99.330 |
99.290 |
99.305 |
-0.010 |
247,983 |
947,699 |
-4,597 |
| Dec10 |
100611 |
99.185 |
99.210 |
99.170 |
99.190 |
unch |
224,054 |
1,066,221 |
-272 |
| Mar11 |
100611 |
99.045 |
99.080 |
99.035 |
99.070 |
+0.025 |
213,238 |
853,820 |
+43,818 |
| Jun11 |
100611 |
98.820 |
98.880 |
98.815 |
98.880 |
+0.055 |
194,573 |
849,686 |
+11,332 |
| Sep11 |
100611 |
98.585 |
98.665 |
98.570 |
98.660 |
+0.080 |
180,245 |
743,746 |
+16,675 |
| Dec11 |
100611 |
98.300 |
98.400 |
98.295 |
98.395 |
+0.095 |
145,177 |
552,575 |
-9,358 |
| Mar12 |
100611 |
98.040 |
98.155 |
98.040 |
98.155 |
+0.105 |
109,750 |
417,507 |
+1,771 |
| Jun12 |
100611 |
97.795 |
97.905 |
97.790 |
97.900 |
+0.105 |
68,235 |
275,180 |
+4,171 |
| Sep12 |
100611 |
97.550 |
97.660 |
97.550 |
97.655 |
+0.105 |
43,935 |
195,444 |
-2,058 |
| Dec12 |
100611 |
97.295 |
97.410 |
97.295 |
97.410 |
+0.105 |
33,362 |
154,156 |
-1,866 |
| Mar13 |
100611 |
97.090 |
97.195 |
97.090 |
97.195 |
+0.100 |
31,139 |
136,123 |
+1,062 |
| Jun13 |
100611 |
96.865 |
96.970 |
96.865 |
96.970 |
+0.095 |
15,786 |
89,252 |
-1,645 |
| Sep13 |
100611 |
96.655 |
96.765 |
96.655 |
96.765 |
+0.095 |
14,068 |
76,150 |
-635 |
| Dec13 |
100611 |
96.465 |
96.555 |
96.455 |
96.555 |
+0.095 |
11,065 |
40,155 |
-205 |
| Mar14 |
100611 |
96.295 |
96.390 |
96.290 |
96.390 |
+0.095 |
8,038 |
41,696 |
+437 |
| Jun14 |
100611 |
96.125 |
96.220 |
96.120 |
96.220 |
+0.095 |
3,382 |
32,602 |
+242 |
| Sep14 |
100611 |
95.970 |
96.070 |
95.965 |
96.065 |
+0.095 |
2,187 |
23,968 |
-47 |
| Total Volume and Open Interest |
1,715,868 |
7,670,093 |
+49,235 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100611 |
99.812 |
99.815 |
99.810 |
99.810 |
unch |
4,518 |
65,892 |
-755 |
| Jul10 |
100611 |
99.790 |
99.800 |
99.790 |
99.790 |
unch |
3,835 |
53,111 |
+845 |
| Aug10 |
100611 |
99.780 |
99.790 |
99.775 |
99.780 |
unch |
4,099 |
76,607 |
+860 |
| Sep10 |
100611 |
99.770 |
99.775 |
99.765 |
99.770 |
+0.005 |
6,002 |
49,413 |
+676 |
| Oct10 |
100611 |
99.750 |
99.760 |
99.750 |
99.755 |
+0.005 |
8,353 |
69,735 |
-894 |
| Nov10 |
100611 |
99.730 |
99.740 |
99.725 |
99.730 |
+0.005 |
9,329 |
82,746 |
+649 |
| Total Volume and Open Interest |
64,994 |
635,446 |
+4,423 |
| 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 |
100611 |
99.613 |
99.613 |
99.613 |
99.613 |
-0.005 |
1,400 |
3,368 |
+561 |
| Sep10 |
100611 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
0 |
1,031 |
-51 |
| Dec10 |
100611 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
0 |
342 |
+0 |
| Mar11 |
100611 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.005 |
0 |
167 |
+0 |
| Jun11 |
100611 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.005 |
|
|
|
| Sep11 |
100611 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.005 |
|
|
|
| Dec11 |
100611 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.005 |
|
|
|
| Mar12 |
100611 |
99.575 |
99.575 |
99.575 |
99.575 |
-0.005 |
|
|
|
| Jun12 |
100611 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.005 |
|
|
|
| Sep12 |
100611 |
99.685 |
99.685 |
99.685 |
99.685 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
1,400 |
4,908 |
+510 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100611 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
3,747 |
+441 |
| Dec10 |
100611 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
1,411 |
+0 |
| Mar11 |
100611 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
1,993 |
+0 |
| Jun11 |
100611 |
99.64 |
99.64 |
99.61 |
99.61 |
-0.01 |
0 |
102 |
+0 |
| Sep11 |
100611 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
53 |
+0 |
| Dec11 |
100611 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
1 |
103 |
+0 |
| Mar12 |
100611 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
0 |
305 |
+0 |
| Jun12 |
100611 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
1 |
12,272 |
-450 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100611 |
140.50 |
140.50 |
140.20 |
140.31 |
-0.19 |
5,001 |
20,341 |
+0 |
| Dec10 |
100611 |
138.22 |
138.22 |
138.22 |
138.22 |
-0.19 |
|
|
|
| Mar11 |
100611 |
136.13 |
136.13 |
136.13 |
136.13 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
5,001 |
20,141 |
-200 |
| Euro-Bund(EUREX) |
| Sep10 |
100611 |
128.57 |
129.30 |
128.40 |
129.25 |
+0.57 |
836,065 |
897,489 |
+10,748 |
| Dec10 |
100611 |
127.13 |
127.74 |
127.13 |
127.70 |
+0.53 |
19 |
17 |
+3 |
| Mar11 |
100611 |
127.75 |
127.75 |
127.75 |
127.75 |
+0.57 |
|
|
|
| Total Volume and Open Interest |
836,084 |
897,506 |
+10,751 |
| Euro-Bobl(EUREX) |
| Sep10 |
100611 |
120.44 |
120.85 |
120.39 |
120.81 |
+0.31 |
449,422 |
701,469 |
-10,002 |
| Dec10 |
100611 |
119.43 |
119.43 |
119.43 |
119.43 |
+0.31 |
350 |
4 |
+0 |
| Mar11 |
100611 |
118.51 |
118.51 |
118.51 |
118.51 |
+0.31 |
|
|
|
| Total Volume and Open Interest |
449,772 |
701,473 |
-10,002 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100611 |
99.280 |
99.280 |
99.280 |
99.280 |
+0.005 |
1,130 |
5,705 |
-791 |
| Sep10 |
100611 |
99.180 |
99.180 |
99.165 |
99.165 |
-0.010 |
1,753 |
4,580 |
+374 |
| Dec10 |
100611 |
99.110 |
99.115 |
99.105 |
99.105 |
+0.005 |
605 |
2,914 |
+404 |
| Total Volume and Open Interest |
3,550 |
18,958 |
-82 |
| Long Gilt(LIFFE) |
| Jun10 |
100610 |
120~24 |
120~24 |
120~00 |
120~05 |
-0~11 |
2,138 |
19,452 |
-1,706 |
| Sep10 |
100611 |
118~20 |
119~25 |
118~20 |
119~23 |
+0~30 |
105,967 |
273,327 |
+2,321 |
| Total Volume and Open Interest |
107,028 |
291,949 |
+1,491 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100611 |
99.26 |
99.27 |
99.25 |
99.26 |
unch |
29,606 |
334,578 |
-6,251 |
| Sep10 |
100611 |
99.16 |
99.18 |
99.14 |
99.15 |
unch |
37,565 |
357,534 |
+5,113 |
| Dec10 |
100611 |
98.99 |
99.02 |
98.98 |
98.99 |
unch |
41,481 |
365,376 |
+6,234 |
| Mar11 |
100611 |
98.87 |
98.88 |
98.85 |
98.86 |
+0.01 |
32,770 |
237,348 |
-409 |
| Jun11 |
100611 |
98.67 |
98.72 |
98.65 |
98.70 |
+0.03 |
36,339 |
308,934 |
-3,563 |
| Sep11 |
100611 |
98.46 |
98.54 |
98.44 |
98.52 |
+0.05 |
30,010 |
269,712 |
+200 |
| Total Volume and Open Interest |
270,735 |
2,471,426 |
+4,789 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100611 |
99.275 |
99.280 |
99.275 |
99.280 |
+0.005 |
31,398 |
873,037 |
-341 |
| Sep10 |
100611 |
99.180 |
99.185 |
99.160 |
99.165 |
-0.010 |
155,156 |
582,578 |
-1,934 |
| Dec10 |
100611 |
99.100 |
99.140 |
99.100 |
99.105 |
+0.005 |
151,987 |
554,848 |
+3,729 |
| Total Volume and Open Interest |
886,812 |
4,107,031 |
+10,809 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100610 |
95.11 |
95.13 |
95.09 |
95.13 |
+0.01 |
31,847 |
63,412 |
-16,577 |
| Sep10 |
100611 |
95.11 |
95.13 |
95.08 |
95.10 |
-0.02 |
45,837 |
269,159 |
+16,278 |
| Dec10 |
100611 |
95.06 |
95.08 |
95.00 |
95.03 |
-0.03 |
28,625 |
150,558 |
+12,376 |
| Mar11 |
100611 |
94.98 |
95.00 |
94.91 |
94.94 |
-0.04 |
8,918 |
69,640 |
+770 |
| Jun11 |
100611 |
94.90 |
94.90 |
94.80 |
94.84 |
-0.04 |
4,357 |
46,301 |
+644 |
| Sep11 |
100611 |
94.76 |
94.77 |
94.69 |
94.74 |
-0.04 |
3,011 |
34,025 |
+993 |
| Dec11 |
100611 |
94.68 |
94.68 |
94.61 |
94.65 |
-0.06 |
1,550 |
26,225 |
-22 |
| Mar12 |
100611 |
94.62 |
94.64 |
94.58 |
94.59 |
-0.07 |
1,431 |
20,086 |
+664 |
| Jun12 |
100611 |
94.60 |
94.61 |
94.55 |
94.56 |
-0.07 |
303 |
4,596 |
+103 |
| Sep12 |
100611 |
94.62 |
94.62 |
94.55 |
94.55 |
-0.09 |
0 |
3,080 |
+0 |
| Total Volume and Open Interest |
109,463 |
628,978 |
-28,188 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100611 |
94.65 |
94.66 |
94.58 |
94.61 |
-0.05 |
152,683 |
377,394 |
-8,838 |
| Sep10 |
100611 |
94.64 |
94.64 |
94.56 |
94.58 |
-0.06 |
139,105 |
172,693 |
+92,236 |
| Total Volume and Open Interest |
291,788 |
550,087 |
+83,398 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100611 |
95.22 |
95.22 |
95.13 |
95.16 |
-0.06 |
261,355 |
622,144 |
+54,895 |
| Sep10 |
100611 |
95.14 |
95.14 |
95.04 |
95.07 |
-0.07 |
177,331 |
208,126 |
+159,242 |
| Total Volume and Open Interest |
438,686 |
830,270 |
+214,137 |
| Gold(CMX) |
| Jun10 |
100611 |
1219.5 |
1229.6 |
1218.0 |
1228.9 |
+8.1 |
446 |
2,225 |
-136 |
| Aug10 |
100611 |
1218.8 |
1232.4 |
1218.1 |
1230.2 |
+8.0 |
125,493 |
348,635 |
-3,046 |
| Oct10 |
100611 |
1223.0 |
1234.0 |
1221.3 |
1232.3 |
+8.1 |
3,883 |
23,940 |
+1,008 |
| Dec10 |
100611 |
1224.1 |
1235.5 |
1223.1 |
1234.4 |
+8.1 |
3,872 |
71,158 |
+1,280 |
| Feb11 |
100611 |
1229.5 |
1238.0 |
1229.5 |
1236.6 |
+8.0 |
545 |
19,604 |
-250 |
| Apr11 |
100611 |
1229.1 |
1238.9 |
1229.1 |
1238.9 |
+8.0 |
135 |
15,400 |
+95 |
| Jun11 |
100611 |
579.6 |
585.9 |
578.1 |
585.9 |
+8.0 |
534 |
13,053 |
+177 |
| Aug11 |
100611 |
1244.0 |
1244.0 |
1241.6 |
1244.0 |
+8.0 |
23 |
4,146 |
+10 |
| Oct11 |
100611 |
1247.1 |
1247.1 |
1247.1 |
1247.1 |
+8.0 |
0 |
7,236 |
+0 |
| Dec11 |
100611 |
1250.4 |
1250.4 |
1250.4 |
1250.4 |
+8.1 |
139 |
16,524 |
+24 |
| Feb12 |
100611 |
1254.1 |
1254.1 |
1254.1 |
1254.1 |
+8.1 |
0 |
3,817 |
+0 |
| Apr12 |
100611 |
1253.0 |
1258.2 |
1253.0 |
1258.2 |
+8.1 |
426 |
2,751 |
+356 |
| Total Volume and Open Interest |
137,251 |
564,564 |
-228 |
| Silver(CMX) |
| Jul10 |
100611 |
1825.0 |
1853.5 |
1807.0 |
1823.1 |
-12.0 |
32,719 |
56,270 |
-2,808 |
| Sep10 |
100611 |
1829.5 |
1858.0 |
1812.0 |
1827.5 |
-11.9 |
10,506 |
28,482 |
+3,652 |
| Dec10 |
100611 |
1841.5 |
1858.5 |
1825.5 |
1833.7 |
-11.7 |
3,818 |
16,063 |
+274 |
| Mar11 |
100611 |
1851.0 |
1855.0 |
1835.5 |
1837.8 |
-11.6 |
413 |
9,676 |
+234 |
| May11 |
100611 |
1839.9 |
1839.9 |
1839.9 |
1839.9 |
-11.7 |
1,082 |
5,122 |
+902 |
| Jul11 |
100611 |
1842.0 |
1842.0 |
1842.0 |
1842.0 |
-11.7 |
59 |
2,465 |
+49 |
| Sep11 |
100611 |
1844.3 |
1844.3 |
1844.3 |
1844.3 |
-11.9 |
0 |
279 |
+0 |
| Total Volume and Open Interest |
48,721 |
124,843 |
+2,307 |
| Platinum(NYMEX) |
| Jul10 |
100611 |
1539.8 |
1551.9 |
1531.1 |
1535.0 |
-1.2 |
4,058 |
24,071 |
-718 |
| Oct10 |
100611 |
1549.0 |
1557.9 |
1541.3 |
1543.0 |
+0.3 |
1,163 |
5,354 |
+799 |
| Jan11 |
100611 |
1544.8 |
1544.8 |
1544.8 |
1544.8 |
+0.5 |
9 |
380 |
+0 |
| Apr11 |
100611 |
1544.8 |
1544.8 |
1544.8 |
1544.8 |
+0.5 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
5,230 |
29,809 |
+81 |
| Palladium(NYMEX) |
| Jun10 |
100611 |
453.00 |
453.00 |
448.25 |
448.25 |
-0.55 |
9 |
140 |
-7 |
| Sep10 |
100611 |
455.20 |
461.00 |
446.50 |
448.55 |
-0.75 |
1,693 |
20,338 |
-218 |
| Dec10 |
100611 |
449.95 |
449.95 |
449.50 |
449.50 |
-0.50 |
6 |
365 |
-3 |
| Total Volume and Open Interest |
1,708 |
20,917 |
-228 |
| Copper(CMX) |
| Jul10 |
100611 |
289.30 |
294.50 |
286.80 |
290.40 |
+4.15 |
40,822 |
52,809 |
-6,737 |
| Sep10 |
100611 |
291.15 |
296.20 |
288.85 |
292.40 |
+4.30 |
16,590 |
42,558 |
+4,056 |
| Dec10 |
100611 |
293.05 |
298.10 |
291.95 |
294.90 |
+4.40 |
4,368 |
13,980 |
+1,227 |
| Mar11 |
100611 |
299.10 |
299.10 |
295.35 |
296.40 |
+4.45 |
687 |
8,031 |
+566 |
| May11 |
100611 |
300.00 |
300.00 |
297.20 |
297.20 |
+4.45 |
85 |
1,318 |
+1 |
| Total Volume and Open Interest |
63,705 |
130,683 |
-1,116 |
| DJIA Index(CBOT) |
| Jun10 |
100611 |
10155 |
10215 |
10077 |
10197 |
+51 |
2,904 |
14,088 |
+1,453 |
| Sep10 |
100611 |
10088 |
10155 |
10019 |
10138 |
+51 |
266 |
464 |
+175 |
| Dec10 |
100611 |
9999 |
10087 |
9999 |
10087 |
+51 |
0 |
2 |
+0 |
| Mar11 |
100611 |
10029 |
10029 |
9978 |
10029 |
+51 |
|
|
|
| Total Volume and Open Interest |
3,170 |
14,554 |
+1,628 |
| S & P 500(CME) |
| Jun10 |
100611 |
1076.00 |
1092.00 |
1076.00 |
1089.20 |
+5.40 |
64,935 |
283,654 |
-24,511 |
| Sep10 |
100611 |
1079.50 |
1088.10 |
1070.30 |
1085.00 |
+5.50 |
49,208 |
99,493 |
+35,317 |
| Dec10 |
100611 |
1080.50 |
1082.00 |
1069.00 |
1080.50 |
+5.50 |
0 |
4,380 |
+0 |
| Mar11 |
100611 |
1076.70 |
1078.20 |
1065.20 |
1076.70 |
+5.50 |
0 |
476 |
+0 |
| Total Volume and Open Interest |
114,143 |
388,048 |
+10,806 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100611 |
1084.00 |
1092.25 |
1074.50 |
1089.25 |
+5.50 |
2,970,468 |
2,561,641 |
-174,422 |
| Sep10 |
100611 |
1079.75 |
1088.25 |
1070.25 |
1085.00 |
+5.50 |
364,444 |
550,208 |
+243,085 |
| Total Volume and Open Interest |
3,335,001 |
3,115,113 |
+68,691 |
| NASDAQ 100(CME) |
| Jun10 |
100611 |
1813.00 |
1847.00 |
1811.50 |
1844.00 |
+21.50 |
2,927 |
25,826 |
+1,163 |
| Sep10 |
100611 |
1822.00 |
1846.00 |
1807.00 |
1842.50 |
+21.50 |
832 |
1,563 |
+439 |
| Dec10 |
100611 |
1839.80 |
1840.30 |
1839.80 |
1839.80 |
+21.50 |
|
|
|
| Total Volume and Open Interest |
3,759 |
27,389 |
+1,602 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100611 |
1821.30 |
1848.80 |
1807.80 |
1844.00 |
+21.50 |
361,910 |
358,179 |
-2,592 |
| Sep10 |
100611 |
1820.50 |
1847.50 |
1806.30 |
1842.50 |
+21.50 |
29,993 |
25,370 |
+18,001 |
| Total Volume and Open Interest |
391,905 |
383,589 |
+15,409 |
| S & P Midcap 400(CME) |
| Jun10 |
100611 |
742.00 |
758.00 |
742.00 |
757.70 |
+10.90 |
379 |
4,675 |
+367 |
| Sep10 |
100611 |
755.70 |
756.00 |
741.30 |
755.70 |
+10.70 |
12 |
10 |
+10 |
| Dec10 |
100611 |
753.70 |
753.70 |
753.70 |
753.70 |
+10.70 |
|
|
|
| Total Volume and Open Interest |
391 |
4,685 |
+377 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100611 |
9760 |
9855 |
9675 |
9850 |
+100 |
16,108 |
27,645 |
+12,133 |
| Dec10 |
100611 |
9850 |
9850 |
9800 |
9850 |
+100 |
|
|
|
| Total Volume and Open Interest |
38,752 |
66,566 |
+11,892 |
| Nikkei 225(SGX) |
| Sep10 |
100611 |
9485 |
9765 |
9480 |
9695 |
+190 |
76,498 |
125,058 |
+21,679 |
| Dec10 |
100611 |
9650 |
9650 |
9650 |
9650 |
+195 |
0 |
1,727 |
+10 |
| Mar11 |
100611 |
9645 |
9645 |
9645 |
9645 |
+195 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
274,905 |
315,835 |
+16,891 |
| CAC 40(EURONEXT) |
| Jun10 |
100611 |
3517.0 |
3568.0 |
3498.5 |
3546.0 |
+38.5 |
141,877 |
508,908 |
-20,710 |
| Jul10 |
100611 |
3519.5 |
3561.0 |
3495.0 |
3541.5 |
+38.5 |
656 |
8,043 |
+587 |
| Aug10 |
100611 |
3522.5 |
3541.5 |
3500.0 |
3541.5 |
+38.0 |
5 |
526 |
+2 |
| Total Volume and Open Interest |
142,604 |
519,293 |
-20,078 |
| Hang Seng Index(HKFE) |
| Jun10 |
100611 |
20001 |
20040 |
19825 |
19848 |
+161 |
71,732 |
79,962 |
-1,840 |
| Jul10 |
100611 |
19947 |
19952 |
19776 |
19799 |
+169 |
1,704 |
1,981 |
-57 |
| Total Volume and Open Interest |
73,670 |
84,389 |
-1,910 |
| DAX(EUREX) |
| Jun10 |
100611 |
6069.0 |
6094.0 |
5982.5 |
6043.5 |
-11.0 |
195,705 |
191,322 |
+2,288 |
| Sep10 |
100611 |
6080.0 |
6095.0 |
5991.0 |
6047.5 |
-11.5 |
2,750 |
12,068 |
+949 |
| Dec10 |
100611 |
6092.0 |
6098.0 |
5997.5 |
6054.0 |
-11.0 |
2,666 |
6,007 |
+1,029 |
| Total Volume and Open Interest |
201,121 |
209,397 |
+4,266 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100611 |
5136.00 |
5201.00 |
5115.00 |
5161.50 |
+39.50 |
145,900 |
664,530 |
-11,080 |
| Sep10 |
100611 |
5114.00 |
5163.00 |
5080.00 |
5125.50 |
+40.50 |
29,110 |
71,584 |
+25,169 |
| Dec10 |
100611 |
5087.50 |
5122.50 |
5062.00 |
5102.00 |
+40.50 |
651 |
3,198 |
-65 |
| Total Volume and Open Interest |
175,915 |
740,149 |
+14,244 |
| SPI 200(SFE) |
| Jun10 |
100611 |
4446.0 |
4524.0 |
4434.0 |
4515.0 |
+74.0 |
43,856 |
245,823 |
+3,175 |
| Sep10 |
100611 |
4440.0 |
4511.0 |
4434.0 |
4508.0 |
+76.0 |
4,955 |
9,775 |
+4,260 |
| Dec10 |
100611 |
4495.0 |
4526.0 |
4492.0 |
4526.0 |
+76.0 |
125 |
2,998 |
+122 |
| Total Volume and Open Interest |
49,229 |
260,159 |
+7,666 |
| GSCI(CME) |
| Jun10 |
100611 |
487.50 |
492.50 |
484.90 |
487.30 |
-4.70 |
3,575 |
9,445 |
-2,546 |
| Jul10 |
100611 |
493.00 |
497.25 |
489.40 |
493.00 |
-4.00 |
3,680 |
9,753 |
+2,983 |
| Aug10 |
100611 |
495.50 |
500.50 |
494.00 |
497.00 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
7,255 |
19,198 |
+437 |
| 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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