|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed June 16, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100616 |
949.50 |
961.75 |
949.00 |
957.75 |
+8.25 |
69,139 |
124,118 |
-13,483 |
Aug10 |
100616 |
935.50 |
947.75 |
934.25 |
944.75 |
+9.25 |
10,987 |
30,223 |
+1,221 |
Sep10 |
100616 |
920.00 |
932.00 |
920.00 |
930.00 |
+10.00 |
4,838 |
12,804 |
+593 |
Nov10 |
100616 |
915.50 |
926.00 |
914.75 |
924.50 |
+9.00 |
42,118 |
222,296 |
+5,790 |
Jan11 |
100616 |
925.00 |
934.25 |
925.00 |
933.50 |
+8.25 |
1,555 |
27,898 |
+349 |
Mar11 |
100616 |
935.00 |
938.00 |
931.00 |
938.00 |
+7.00 |
599 |
7,568 |
+59 |
May11 |
100616 |
936.25 |
939.25 |
932.75 |
938.50 |
+5.75 |
1,056 |
7,390 |
+488 |
Total Volume and Open Interest |
131,551 |
463,517 |
-4,619 |
Soybean Meal(CBOT) |
Jul10 |
100616 |
286.10 |
288.30 |
285.90 |
287.00 |
+1.30 |
30,437 |
66,244 |
-3,744 |
Aug10 |
100616 |
275.70 |
278.70 |
275.30 |
277.80 |
+2.90 |
11,719 |
25,846 |
+108 |
Sep10 |
100616 |
267.90 |
270.10 |
267.20 |
269.30 |
+3.60 |
4,535 |
15,903 |
+43 |
Oct10 |
100616 |
258.70 |
260.80 |
258.70 |
260.70 |
+4.00 |
1,743 |
9,824 |
-153 |
Dec10 |
100616 |
256.20 |
259.50 |
256.20 |
258.80 |
+3.60 |
11,351 |
53,287 |
+2,197 |
Jan11 |
100616 |
257.90 |
259.30 |
255.80 |
259.30 |
+3.50 |
247 |
6,201 |
+63 |
Mar11 |
100616 |
258.90 |
259.80 |
258.50 |
259.80 |
+3.30 |
109 |
4,956 |
-14 |
May11 |
100616 |
258.50 |
259.00 |
257.30 |
259.00 |
+3.00 |
718 |
2,551 |
+362 |
Total Volume and Open Interest |
61,392 |
190,165 |
-1,072 |
Soybean Oil(CBOT) |
Jul10 |
100616 |
37.72 |
38.22 |
37.71 |
38.13 |
+0.32 |
50,930 |
114,477 |
-8,963 |
Aug10 |
100616 |
37.93 |
38.42 |
37.93 |
38.33 |
+0.32 |
15,372 |
44,140 |
+2,978 |
Sep10 |
100616 |
38.10 |
38.64 |
38.10 |
38.55 |
+0.33 |
7,405 |
25,790 |
+470 |
Oct10 |
100616 |
38.46 |
38.82 |
38.46 |
38.76 |
+0.33 |
1,823 |
13,549 |
+368 |
Dec10 |
100616 |
38.81 |
39.30 |
38.80 |
39.22 |
+0.33 |
23,359 |
117,343 |
+1,126 |
Jan11 |
100616 |
39.36 |
39.52 |
39.31 |
39.52 |
+0.32 |
493 |
5,776 |
+306 |
Mar11 |
100616 |
39.63 |
39.84 |
39.63 |
39.84 |
+0.30 |
36 |
3,488 |
-24 |
May11 |
100616 |
39.97 |
40.14 |
39.91 |
40.11 |
+0.28 |
371 |
1,789 |
+194 |
Total Volume and Open Interest |
100,230 |
330,988 |
-3,403 |
Canola(WCE) |
Jul10 |
100616 |
413.3 |
431.2 |
413.0 |
430.0 |
+13.8 |
9,797 |
47,040 |
-5,632 |
Nov10 |
100616 |
419.0 |
427.7 |
414.6 |
427.1 |
+9.5 |
17,528 |
107,676 |
+10,451 |
Jan11 |
100616 |
417.5 |
428.4 |
417.1 |
428.2 |
+7.7 |
2,608 |
9,902 |
+561 |
Mar11 |
100616 |
414.8 |
425.5 |
414.8 |
425.3 |
+6.3 |
1,268 |
4,896 |
+599 |
May11 |
100616 |
413.9 |
421.1 |
413.9 |
421.1 |
+6.6 |
271 |
1,564 |
+8 |
Total Volume and Open Interest |
31,694 |
172,626 |
+5,972 |
Corn(CBOT) |
Jul10 |
100616 |
353.50 |
360.50 |
352.75 |
356.25 |
+2.50 |
112,712 |
312,211 |
-15,389 |
Sep10 |
100616 |
363.00 |
370.00 |
362.25 |
365.75 |
+2.75 |
49,579 |
297,945 |
+2,924 |
Dec10 |
100616 |
374.75 |
381.50 |
374.00 |
377.25 |
+2.25 |
60,118 |
418,892 |
-3,664 |
Mar11 |
100616 |
388.00 |
394.25 |
387.50 |
390.25 |
+2.25 |
3,538 |
62,958 |
+734 |
May11 |
100616 |
397.00 |
403.00 |
396.75 |
399.25 |
+2.25 |
1,365 |
10,811 |
+328 |
Jul11 |
100616 |
405.00 |
411.00 |
404.50 |
406.75 |
+1.75 |
2,357 |
39,869 |
+731 |
Total Volume and Open Interest |
232,240 |
1,220,076 |
-14,124 |
Wheat(CBOT) |
Jul10 |
100616 |
451.50 |
468.00 |
451.00 |
461.25 |
+9.50 |
72,669 |
130,304 |
-7,532 |
Sep10 |
100616 |
466.25 |
483.00 |
466.25 |
476.75 |
+9.25 |
50,298 |
175,731 |
+4,931 |
Dec10 |
100616 |
493.75 |
511.00 |
493.50 |
504.50 |
+10.50 |
31,981 |
97,004 |
+4,979 |
Mar11 |
100616 |
521.50 |
538.25 |
521.50 |
532.75 |
+11.00 |
6,555 |
29,421 |
-1,475 |
May11 |
100616 |
538.00 |
554.50 |
538.00 |
549.50 |
+11.50 |
688 |
9,418 |
+71 |
Total Volume and Open Interest |
168,595 |
514,389 |
+1,599 |
Wheat(KCBT) |
Jul10 |
100616 |
477.50 |
498.50 |
477.50 |
490.50 |
+12.25 |
11,040 |
43,032 |
-1,884 |
Sep10 |
100616 |
489.75 |
509.50 |
489.00 |
502.00 |
+12.00 |
5,563 |
40,605 |
+788 |
Dec10 |
100616 |
507.50 |
527.25 |
507.00 |
519.50 |
+12.00 |
2,759 |
45,678 |
+243 |
Mar11 |
100616 |
524.00 |
544.50 |
524.00 |
536.50 |
+11.50 |
1,115 |
16,424 |
+451 |
May11 |
100616 |
540.50 |
555.00 |
540.00 |
548.00 |
+10.75 |
121 |
7,859 |
+20 |
Total Volume and Open Interest |
21,820 |
185,795 |
-481 |
Wheat(MGE) |
Jul10 |
100616 |
522.75 |
540.00 |
522.50 |
532.25 |
+9.25 |
6,507 |
11,032 |
-465 |
Sep10 |
100616 |
533.00 |
551.00 |
533.00 |
543.00 |
+9.50 |
4,869 |
13,436 |
+730 |
Dec10 |
100616 |
548.75 |
566.50 |
548.75 |
559.00 |
+10.25 |
3,138 |
11,780 |
+964 |
Mar11 |
100616 |
570.25 |
582.00 |
570.25 |
575.25 |
+10.00 |
1,185 |
4,550 |
+560 |
May11 |
100616 |
580.00 |
592.00 |
580.00 |
584.50 |
+9.75 |
812 |
1,247 |
-347 |
Total Volume and Open Interest |
18,138 |
50,049 |
+1,733 |
Oats(CBOT) |
Jul10 |
100616 |
271.25 |
275.50 |
261.50 |
270.00 |
-4.00 |
1,922 |
6,077 |
-708 |
Sep10 |
100616 |
261.00 |
270.00 |
261.00 |
264.00 |
-3.00 |
597 |
4,448 |
+132 |
Dec10 |
100616 |
265.50 |
267.00 |
258.00 |
262.00 |
-5.00 |
1,298 |
5,918 |
+297 |
Mar11 |
100616 |
274.50 |
275.00 |
264.50 |
265.00 |
-5.00 |
3 |
600 |
+0 |
Total Volume and Open Interest |
3,820 |
17,044 |
-279 |
Rough Rice(CBOT) |
Jul10 |
100616 |
10.82 |
11.11 |
10.81 |
11.06 |
+0.07 |
557 |
5,881 |
-158 |
Sep10 |
100616 |
10.83 |
11.07 |
10.81 |
10.99 |
-0.01 |
439 |
5,778 |
+73 |
Nov10 |
100616 |
11.12 |
11.19 |
11.12 |
11.14 |
-0.01 |
107 |
1,983 |
-9 |
Jan11 |
100616 |
11.44 |
11.45 |
11.39 |
11.42 |
-0.02 |
0 |
443 |
+0 |
Total Volume and Open Interest |
1,107 |
15,273 |
-92 |
Live Cattle(CME) |
Jun10 |
100616 |
90.230 |
90.230 |
89.550 |
90.050 |
unch |
5,528 |
15,309 |
-1,169 |
Aug10 |
100616 |
88.850 |
89.200 |
88.300 |
89.180 |
+0.580 |
12,980 |
140,741 |
-468 |
Oct10 |
100616 |
90.250 |
90.500 |
89.700 |
90.430 |
+0.295 |
5,623 |
87,823 |
+621 |
Dec10 |
100616 |
92.500 |
92.800 |
92.000 |
92.785 |
+0.355 |
2,804 |
45,746 |
-1,198 |
Feb11 |
100616 |
93.800 |
93.950 |
93.450 |
93.950 |
+0.150 |
647 |
20,137 |
+232 |
Apr11 |
100616 |
95.150 |
95.500 |
94.900 |
95.350 |
+0.100 |
499 |
11,164 |
-42 |
Total Volume and Open Interest |
28,419 |
325,239 |
-1,777 |
Feeder Cattle(CME) |
Aug10 |
100616 |
111.035 |
111.450 |
110.350 |
110.900 |
-0.080 |
1,412 |
21,182 |
-41 |
Sep10 |
100616 |
111.330 |
111.330 |
110.350 |
110.650 |
-0.330 |
658 |
5,376 |
-39 |
Oct10 |
100616 |
111.200 |
111.250 |
110.350 |
110.680 |
-0.320 |
192 |
4,027 |
-15 |
Nov10 |
100616 |
110.400 |
110.550 |
109.830 |
110.135 |
-0.165 |
167 |
1,430 |
+17 |
Jan11 |
100616 |
109.500 |
109.500 |
108.850 |
109.200 |
-0.150 |
54 |
551 |
+25 |
Mar11 |
100616 |
108.500 |
108.500 |
108.250 |
108.250 |
-0.150 |
0 |
82 |
+0 |
Apr11 |
100616 |
108.000 |
108.000 |
108.000 |
108.000 |
unch |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,483 |
32,661 |
-53 |
Lean Hogs(CME) |
Jul10 |
100616 |
80.035 |
81.050 |
79.950 |
80.900 |
+0.765 |
15,563 |
29,404 |
-2,628 |
Aug10 |
100616 |
82.285 |
83.230 |
82.080 |
83.135 |
+0.750 |
10,735 |
66,313 |
+3,866 |
Oct10 |
100616 |
75.200 |
75.650 |
74.930 |
75.300 |
+0.120 |
2,856 |
40,016 |
+1,124 |
Dec10 |
100616 |
72.350 |
72.700 |
72.135 |
72.550 |
+0.265 |
2,704 |
30,273 |
+276 |
Feb11 |
100616 |
72.900 |
73.400 |
72.800 |
73.385 |
+0.160 |
553 |
9,512 |
+271 |
Apr11 |
100616 |
73.600 |
73.700 |
73.350 |
73.680 |
+0.030 |
463 |
4,269 |
+151 |
May11 |
100616 |
76.600 |
76.600 |
76.330 |
76.330 |
+0.080 |
5 |
170 |
+5 |
Jun11 |
100616 |
79.850 |
79.950 |
79.550 |
79.950 |
unch |
256 |
985 |
+171 |
Total Volume and Open Interest |
33,172 |
181,321 |
-4,142 |
Pork Bellies(CME) |
Jul10 |
100616 |
98.250 |
98.250 |
96.000 |
97.500 |
-0.500 |
7 |
83 |
-4 |
Aug10 |
100616 |
97.250 |
97.250 |
95.000 |
95.000 |
unch |
0 |
26 |
+0 |
Feb11 |
100616 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
Mar11 |
100616 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
May11 |
100616 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
7 |
114 |
-4 |
Class III Milk(CME) |
Jun10 |
100616 |
13.75 |
13.75 |
13.60 |
13.62 |
+0.02 |
24 |
4,423 |
-6 |
Jul10 |
100616 |
13.58 |
13.62 |
13.52 |
13.62 |
+0.04 |
120 |
4,437 |
+30 |
Aug10 |
100616 |
13.99 |
14.05 |
13.95 |
13.99 |
-0.06 |
82 |
4,297 |
+25 |
Sep10 |
100616 |
14.63 |
14.66 |
14.56 |
14.61 |
-0.02 |
23 |
3,875 |
+0 |
Oct10 |
100616 |
14.75 |
14.78 |
14.75 |
14.76 |
+0.01 |
23 |
3,445 |
+3 |
Total Volume and Open Interest |
306 |
28,061 |
+69 |
Cocoa(ICE) |
Jul10 |
100616 |
2924 |
2947 |
2904 |
2911 |
-22 |
3,359 |
7,697 |
-2,897 |
Sep10 |
100616 |
2969 |
2982 |
2953 |
2955 |
-14 |
6,367 |
54,677 |
+754 |
Dec10 |
100616 |
2990 |
3005 |
2975 |
2977 |
-14 |
686 |
21,004 |
-46 |
Mar11 |
100616 |
3005 |
3028 |
2998 |
2998 |
-15 |
439 |
16,153 |
+178 |
May11 |
100616 |
3017 |
3022 |
3006 |
3006 |
-15 |
64 |
7,163 |
+23 |
Jul11 |
100616 |
3030 |
3030 |
3014 |
3014 |
-14 |
28 |
3,509 |
+14 |
Sep11 |
100616 |
3023 |
3023 |
3023 |
3023 |
-15 |
30 |
1,418 |
+29 |
Total Volume and Open Interest |
10,976 |
116,747 |
-1,948 |
Coffee "C"(ICE) |
Jul10 |
100616 |
158.55 |
162.25 |
156.65 |
158.75 |
-0.60 |
14,127 |
18,111 |
-9,874 |
Sep10 |
100616 |
159.60 |
162.95 |
157.60 |
159.60 |
-0.35 |
25,772 |
74,141 |
+4,496 |
Dec10 |
100616 |
159.15 |
162.00 |
157.05 |
158.95 |
-0.25 |
5,939 |
36,615 |
+1,606 |
Mar11 |
100616 |
156.90 |
160.25 |
155.45 |
157.85 |
+0.15 |
1,024 |
12,638 |
+327 |
May11 |
100616 |
154.55 |
159.00 |
154.55 |
156.60 |
+0.35 |
355 |
5,104 |
+113 |
Jul11 |
100616 |
156.80 |
157.15 |
155.00 |
156.10 |
+0.35 |
134 |
2,525 |
+17 |
Total Volume and Open Interest |
47,517 |
150,072 |
-3,288 |
Orange Juice(ICE) |
Jul10 |
100616 |
143.15 |
143.50 |
141.50 |
142.70 |
-0.45 |
2,212 |
9,572 |
-766 |
Sep10 |
100616 |
144.20 |
145.05 |
143.40 |
144.60 |
+0.20 |
1,341 |
14,549 |
+628 |
Nov10 |
100616 |
144.80 |
145.30 |
144.25 |
145.00 |
-0.10 |
75 |
3,259 |
-29 |
Jan11 |
100616 |
145.40 |
145.40 |
144.80 |
145.10 |
-0.30 |
32 |
1,235 |
+20 |
Mar11 |
100616 |
145.90 |
145.90 |
145.90 |
145.90 |
-0.30 |
1 |
186 |
+1 |
May11 |
100616 |
145.90 |
145.90 |
145.90 |
145.90 |
-0.30 |
0 |
154 |
+0 |
Total Volume and Open Interest |
3,661 |
29,154 |
-146 |
Sugar #11(ICE) |
Jul10 |
100616 |
16.16 |
16.38 |
15.91 |
16.27 |
+0.09 |
50,953 |
136,461 |
-16,939 |
Oct10 |
100616 |
15.99 |
16.17 |
15.70 |
16.05 |
+0.10 |
48,527 |
241,078 |
-2,092 |
Mar11 |
100616 |
16.75 |
16.91 |
16.46 |
16.72 |
+0.02 |
13,058 |
120,960 |
+1,376 |
May11 |
100616 |
16.84 |
16.85 |
16.56 |
16.72 |
+0.05 |
3,591 |
27,954 |
-314 |
Jul11 |
100616 |
16.85 |
16.86 |
16.57 |
16.74 |
+0.06 |
4,888 |
57,352 |
+284 |
Total Volume and Open Interest |
121,988 |
660,231 |
-17,837 |
London Cocoa(LCE) |
Jul10 |
100615 |
2492 |
2493 |
2460 |
2464 |
-21 |
4,921 |
54,925 |
-458 |
Sep10 |
100616 |
2348 |
2364 |
2315 |
2318 |
-30 |
2,534 |
38,245 |
+766 |
Dec10 |
100616 |
2268 |
2285 |
2245 |
2248 |
-22 |
1,406 |
26,109 |
-213 |
Mar11 |
100616 |
2230 |
2245 |
2212 |
2212 |
-19 |
866 |
24,193 |
-73 |
May11 |
100616 |
2227 |
2227 |
2209 |
2209 |
-16 |
578 |
5,975 |
+346 |
Jul11 |
100616 |
2221 |
2221 |
2207 |
2207 |
-16 |
1 |
936 |
+0 |
Sep11 |
100616 |
2207 |
2207 |
2207 |
2207 |
-16 |
0 |
1,993 |
+0 |
Total Volume and Open Interest |
8,239 |
158,259 |
+975 |
London Sugar(LCE) |
Aug10 |
100616 |
529.00 |
535.30 |
525.00 |
532.50 |
+4.50 |
3,538 |
27,400 |
-474 |
Oct10 |
100616 |
474.00 |
479.00 |
469.20 |
475.80 |
+4.60 |
922 |
21,447 |
+124 |
Dec10 |
100616 |
455.00 |
458.80 |
450.20 |
456.70 |
+3.00 |
253 |
7,780 |
+96 |
Mar11 |
100616 |
460.70 |
462.60 |
454.40 |
460.30 |
+1.60 |
184 |
4,569 |
+105 |
May11 |
100616 |
462.60 |
462.60 |
457.00 |
462.10 |
+1.60 |
70 |
2,178 |
+31 |
Total Volume and Open Interest |
5,161 |
64,438 |
-127 |
Cotton(ICE) |
Jul10 |
100616 |
81.87 |
82.45 |
81.61 |
81.77 |
-0.20 |
8,010 |
29,584 |
-4,038 |
Oct10 |
100616 |
79.35 |
79.65 |
79.22 |
79.28 |
-0.04 |
341 |
1,670 |
+57 |
Dec10 |
100616 |
79.50 |
79.90 |
79.33 |
79.70 |
+0.08 |
12,194 |
116,995 |
+7,027 |
Mar11 |
100616 |
80.50 |
81.00 |
80.50 |
80.80 |
-0.05 |
904 |
19,861 |
+630 |
May11 |
100616 |
81.00 |
81.16 |
81.00 |
81.14 |
+0.19 |
5 |
718 |
+3 |
Jul11 |
100616 |
80.89 |
81.00 |
80.89 |
81.00 |
+0.18 |
30 |
5,454 |
+14 |
Total Volume and Open Interest |
21,513 |
175,936 |
+3,717 |
Lumber(CME) |
Jul10 |
100616 |
204.0 |
205.2 |
193.0 |
194.5 |
-8.5 |
350 |
2,998 |
-123 |
Sep10 |
100616 |
212.2 |
213.2 |
201.2 |
203.6 |
-7.5 |
512 |
4,847 |
+32 |
Nov10 |
100616 |
215.2 |
215.2 |
206.2 |
209.1 |
-5.5 |
80 |
1,323 |
+40 |
Jan11 |
100616 |
230.4 |
232.0 |
226.5 |
232.0 |
-4.5 |
13 |
115 |
+11 |
Total Volume and Open Interest |
955 |
9,294 |
-40 |
Crude Oil(NYM) |
Jul10 |
100616 |
77.06 |
78.13 |
76.06 |
77.67 |
+0.73 |
321,671 |
143,248 |
-13,570 |
Aug10 |
100616 |
77.92 |
79.17 |
77.17 |
78.72 |
+0.81 |
145,483 |
278,162 |
+14,004 |
Sep10 |
100616 |
78.85 |
80.00 |
78.09 |
79.60 |
+0.89 |
58,642 |
133,526 |
-327 |
Oct10 |
100616 |
79.65 |
80.68 |
78.89 |
80.30 |
+0.88 |
17,115 |
54,625 |
+1,332 |
Nov10 |
100616 |
80.29 |
81.20 |
79.51 |
80.89 |
+0.85 |
12,350 |
37,363 |
+1,591 |
Dec10 |
100616 |
80.79 |
81.77 |
79.99 |
81.40 |
+0.84 |
32,523 |
205,209 |
+1,935 |
Jan11 |
100616 |
80.76 |
82.05 |
80.60 |
81.76 |
+0.83 |
3,116 |
34,826 |
+80 |
Feb11 |
100616 |
81.50 |
82.32 |
81.50 |
82.11 |
+0.82 |
1,488 |
15,190 |
+153 |
Mar11 |
100616 |
81.88 |
82.46 |
81.88 |
82.46 |
+0.81 |
1,867 |
21,331 |
+44 |
Apr11 |
100616 |
82.93 |
82.93 |
82.80 |
82.81 |
+0.80 |
687 |
11,354 |
+138 |
May11 |
100616 |
83.15 |
83.16 |
83.15 |
83.16 |
+0.79 |
550 |
7,857 |
-18 |
Jun11 |
100616 |
83.00 |
83.78 |
82.43 |
83.49 |
+0.78 |
3,129 |
43,050 |
+79 |
Jul11 |
100616 |
83.10 |
84.09 |
82.90 |
83.77 |
+0.76 |
455 |
23,792 |
-61 |
Aug11 |
100616 |
83.93 |
83.93 |
83.93 |
83.93 |
+0.74 |
76 |
6,806 |
+12 |
Sep11 |
100616 |
84.06 |
84.06 |
84.06 |
84.06 |
+0.72 |
128 |
7,741 |
+35 |
Oct11 |
100616 |
84.19 |
84.19 |
84.19 |
84.19 |
+0.71 |
310 |
4,800 |
+70 |
Total Volume and Open Interest |
608,495 |
1,345,031 |
+5,815 |
e-miNY Crude Oil(NYM) |
Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
Jul10 |
100616 |
77.100 |
78.150 |
76.075 |
77.675 |
+0.725 |
9,214 |
3,533 |
-29 |
Aug10 |
100616 |
77.450 |
79.200 |
77.175 |
78.725 |
+0.825 |
952 |
950 |
+21 |
Sep10 |
100616 |
78.575 |
80.000 |
78.200 |
79.600 |
+0.900 |
90 |
347 |
+5 |
Oct10 |
100616 |
79.200 |
80.300 |
79.200 |
80.300 |
+0.875 |
9 |
136 |
+1 |
Nov10 |
100616 |
80.050 |
80.900 |
80.050 |
80.900 |
+0.850 |
1 |
18 |
+0 |
Dec10 |
100616 |
81.475 |
81.500 |
81.400 |
81.400 |
+0.850 |
11 |
108 |
+3 |
Jan11 |
100616 |
81.750 |
81.750 |
81.750 |
81.750 |
+0.825 |
0 |
2 |
+0 |
Feb11 |
100616 |
81.275 |
82.100 |
81.275 |
82.100 |
+0.800 |
0 |
1 |
+0 |
Mar11 |
100616 |
82.450 |
82.450 |
82.450 |
82.450 |
+0.800 |
|
|
|
Total Volume and Open Interest |
10,277 |
5,151 |
+1 |
Heating Oil(NYM) |
Jul10 |
100616 |
207.30 |
212.00 |
205.95 |
211.01 |
+4.16 |
38,208 |
57,286 |
-1,715 |
Aug10 |
100616 |
208.83 |
213.71 |
207.79 |
212.68 |
+4.00 |
16,620 |
65,575 |
+0 |
Sep10 |
100616 |
211.10 |
215.96 |
210.17 |
214.98 |
+3.95 |
7,725 |
38,673 |
+539 |
Oct10 |
100616 |
213.41 |
218.23 |
213.28 |
217.36 |
+3.85 |
2,555 |
23,876 |
+22 |
Nov10 |
100616 |
215.80 |
220.75 |
215.17 |
219.73 |
+3.74 |
2,417 |
16,802 |
+324 |
Dec10 |
100616 |
218.71 |
223.02 |
217.65 |
221.98 |
+3.59 |
10,932 |
38,962 |
-45 |
Jan11 |
100616 |
220.39 |
225.20 |
220.35 |
224.21 |
+3.51 |
998 |
19,137 |
-135 |
Feb11 |
100616 |
222.05 |
225.75 |
222.05 |
225.75 |
+3.40 |
564 |
8,855 |
-126 |
Mar11 |
100616 |
226.59 |
226.90 |
226.30 |
226.30 |
+3.17 |
577 |
8,759 |
+316 |
Apr11 |
100616 |
225.75 |
225.75 |
225.75 |
225.75 |
+3.03 |
702 |
4,861 |
+435 |
May11 |
100616 |
222.91 |
225.52 |
222.35 |
225.47 |
+2.92 |
101 |
3,919 |
-13 |
Jun11 |
100616 |
223.20 |
226.46 |
222.54 |
225.66 |
+2.88 |
3,254 |
18,452 |
+614 |
Total Volume and Open Interest |
87,129 |
324,211 |
+1,496 |
Gasoline(NYMEX) |
Jul10 |
100616 |
212.15 |
215.91 |
209.86 |
214.52 |
+2.37 |
38,527 |
61,169 |
-4,349 |
Aug10 |
100616 |
211.48 |
214.91 |
209.24 |
213.81 |
+2.51 |
19,177 |
58,915 |
-604 |
Sep10 |
100616 |
210.70 |
214.01 |
208.83 |
213.13 |
+2.52 |
12,532 |
45,784 |
-267 |
Oct10 |
100616 |
199.08 |
203.25 |
198.92 |
202.42 |
+2.43 |
6,096 |
22,026 |
+1,174 |
Nov10 |
100616 |
198.42 |
202.36 |
198.40 |
201.66 |
+2.35 |
3,060 |
20,458 |
+44 |
Dec10 |
100616 |
200.16 |
202.95 |
199.12 |
202.25 |
+2.30 |
4,938 |
16,323 |
-660 |
Jan11 |
100616 |
201.74 |
204.85 |
201.74 |
204.10 |
+2.32 |
776 |
6,059 |
+223 |
Feb11 |
100616 |
204.10 |
206.23 |
204.10 |
206.23 |
+2.30 |
360 |
2,062 |
-4 |
Mar11 |
100616 |
206.30 |
208.36 |
206.30 |
208.36 |
+2.26 |
321 |
2,749 |
-218 |
Apr11 |
100616 |
218.56 |
220.52 |
218.56 |
220.52 |
+2.12 |
4 |
3,369 |
-5 |
Total Volume and Open Interest |
85,897 |
251,433 |
-4,660 |
e-miNY RBOB Gasoline(NYM) |
Jul10 |
100616 |
214.50 |
214.52 |
214.50 |
214.50 |
+2.30 |
0 |
3 |
+0 |
Aug10 |
100616 |
213.80 |
213.81 |
213.80 |
213.80 |
+2.50 |
0 |
2 |
+0 |
Sep10 |
100616 |
213.10 |
213.13 |
213.10 |
213.10 |
+2.50 |
|
|
|
Oct10 |
100616 |
202.40 |
202.42 |
202.40 |
202.40 |
+2.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
12 |
+0 |
Natural Gas(NYM) |
Jul10 |
100616 |
5.152 |
5.196 |
4.965 |
4.978 |
-0.211 |
137,618 |
123,455 |
-12,310 |
Aug10 |
100616 |
5.209 |
5.249 |
5.016 |
5.031 |
-0.209 |
57,717 |
93,838 |
+5,791 |
Sep10 |
100616 |
5.240 |
5.282 |
5.054 |
5.071 |
-0.202 |
24,229 |
125,638 |
+2,305 |
Oct10 |
100616 |
5.310 |
5.345 |
5.122 |
5.138 |
-0.197 |
28,707 |
95,388 |
+1,809 |
Nov10 |
100616 |
5.509 |
5.511 |
5.359 |
5.370 |
-0.157 |
13,662 |
33,523 |
+1,365 |
Dec10 |
100616 |
5.752 |
5.762 |
5.609 |
5.636 |
-0.116 |
8,213 |
38,658 |
+338 |
Jan11 |
100616 |
5.905 |
5.935 |
5.790 |
5.811 |
-0.109 |
16,420 |
49,391 |
-198 |
Feb11 |
100616 |
5.780 |
5.822 |
5.738 |
5.749 |
-0.110 |
2,313 |
17,422 |
+63 |
Mar11 |
100616 |
5.749 |
5.749 |
5.600 |
5.629 |
-0.105 |
15,275 |
50,440 |
+3,173 |
Apr11 |
100616 |
5.315 |
5.315 |
5.240 |
5.261 |
-0.040 |
11,995 |
39,883 |
+309 |
May11 |
100616 |
5.300 |
5.308 |
5.259 |
5.274 |
-0.040 |
1,892 |
20,889 |
+151 |
Jun11 |
100616 |
5.379 |
5.379 |
5.298 |
5.314 |
-0.039 |
1,583 |
9,499 |
+284 |
Jul11 |
100616 |
5.368 |
5.399 |
5.350 |
5.364 |
-0.039 |
496 |
5,358 |
+167 |
Aug11 |
100616 |
5.400 |
5.443 |
5.390 |
5.404 |
-0.039 |
493 |
5,500 |
+105 |
Sep11 |
100616 |
5.450 |
5.460 |
5.423 |
5.434 |
-0.037 |
423 |
5,349 |
+123 |
Oct11 |
100616 |
5.560 |
5.560 |
5.500 |
5.514 |
-0.035 |
1,296 |
19,561 |
-187 |
Total Volume and Open Interest |
323,545 |
841,624 |
+3,461 |
Brent Crude Oil(ICE) |
Aug10 |
100616 |
77.19 |
78.56 |
76.60 |
78.14 |
+1.04 |
214,082 |
223,466 |
+29,640 |
Sep10 |
100616 |
77.80 |
79.07 |
77.15 |
78.68 |
+1.06 |
48,644 |
106,839 |
+2,180 |
Oct10 |
100616 |
78.44 |
79.52 |
77.69 |
79.23 |
+1.08 |
21,665 |
43,694 |
-2,015 |
Nov10 |
100616 |
78.99 |
79.95 |
78.23 |
79.75 |
+1.06 |
10,460 |
22,563 |
-236 |
Dec10 |
100616 |
79.51 |
80.59 |
78.74 |
80.23 |
+1.02 |
22,551 |
104,628 |
+1,981 |
Jan11 |
100616 |
80.00 |
80.71 |
79.30 |
80.67 |
+1.00 |
3,145 |
22,215 |
-484 |
Feb11 |
100616 |
80.47 |
81.15 |
79.76 |
81.11 |
+0.98 |
1,343 |
14,302 |
-159 |
Mar11 |
100616 |
80.94 |
81.60 |
80.22 |
81.55 |
+0.96 |
867 |
10,096 |
-200 |
Apr11 |
100616 |
80.66 |
81.99 |
80.66 |
81.99 |
+0.96 |
594 |
6,323 |
+15 |
May11 |
100616 |
82.39 |
82.39 |
82.39 |
82.39 |
+0.95 |
909 |
15,440 |
+116 |
Jun11 |
100616 |
82.14 |
83.02 |
81.46 |
82.75 |
+0.92 |
2,214 |
24,025 |
+160 |
Jul11 |
100616 |
83.08 |
83.08 |
83.08 |
83.08 |
+0.90 |
435 |
7,929 |
+112 |
Aug11 |
100616 |
83.33 |
83.33 |
83.33 |
83.33 |
+0.87 |
310 |
3,698 |
-83 |
Sep11 |
100616 |
83.53 |
83.53 |
83.53 |
83.53 |
+0.84 |
658 |
3,128 |
-79 |
Total Volume and Open Interest |
486,226 |
738,918 |
-32,362 |
Gas Oil(ICE) |
Jul10 |
100616 |
658.50 |
675.75 |
656.50 |
662.75 |
+7.75 |
41,689 |
121,203 |
-3,488 |
Aug10 |
100616 |
661.00 |
677.50 |
659.00 |
664.50 |
+7.00 |
36,136 |
82,849 |
+780 |
Sep10 |
100616 |
663.25 |
680.50 |
662.50 |
667.50 |
+6.50 |
17,917 |
60,969 |
+1,902 |
Oct10 |
100616 |
669.75 |
682.50 |
666.25 |
671.00 |
+6.50 |
11,104 |
35,636 |
-624 |
Nov10 |
100616 |
671.25 |
685.75 |
671.25 |
674.50 |
+6.25 |
7,707 |
26,938 |
-861 |
Dec10 |
100616 |
672.00 |
690.00 |
672.00 |
678.00 |
+6.00 |
13,290 |
95,377 |
-637 |
Jan11 |
100616 |
681.25 |
690.00 |
677.50 |
681.75 |
+5.75 |
2,914 |
30,002 |
+955 |
Feb11 |
100616 |
685.50 |
693.50 |
683.25 |
685.50 |
+5.50 |
588 |
15,226 |
+98 |
Mar11 |
100616 |
688.25 |
696.75 |
688.25 |
689.00 |
+5.25 |
388 |
12,923 |
+52 |
Apr11 |
100616 |
691.75 |
700.00 |
691.75 |
692.25 |
+5.25 |
488 |
13,086 |
-81 |
Total Volume and Open Interest |
137,167 |
597,394 |
-557 |
Ethanol(CBOT) |
Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
Jul10 |
100616 |
1.608 |
1.620 |
1.605 |
1.617 |
+0.012 |
92 |
880 |
-38 |
Aug10 |
100616 |
1.610 |
1.620 |
1.609 |
1.614 |
+0.010 |
150 |
1,277 |
+4 |
Sep10 |
100616 |
1.600 |
1.605 |
1.595 |
1.596 |
+0.016 |
60 |
935 |
-24 |
Oct10 |
100616 |
1.600 |
1.600 |
1.595 |
1.595 |
+0.015 |
30 |
970 |
-5 |
Nov10 |
100616 |
1.600 |
1.600 |
1.597 |
1.599 |
+0.014 |
18 |
838 |
+7 |
Dec10 |
100616 |
1.590 |
1.611 |
1.590 |
1.602 |
+0.014 |
66 |
1,674 |
+9 |
Jan11 |
100616 |
1.590 |
1.608 |
1.590 |
1.605 |
+0.012 |
25 |
1,261 |
+21 |
Total Volume and Open Interest |
558 |
11,344 |
+69 |
US Dollar Index(ICE) |
Sep10 |
100616 |
86.365 |
86.705 |
86.210 |
86.385 |
+0.095 |
23,278 |
32,358 |
-3,911 |
Dec10 |
100616 |
86.650 |
86.790 |
86.650 |
86.735 |
+0.095 |
6 |
522 |
+5 |
Mar11 |
100616 |
87.025 |
87.025 |
87.025 |
87.025 |
+0.095 |
|
|
|
Total Volume and Open Interest |
23,284 |
32,880 |
-14,606 |
Australian Dollar(CME) |
Sep10 |
100616 |
85.59 |
85.86 |
84.91 |
85.62 |
+0.12 |
86,332 |
56,062 |
+2,912 |
Dec10 |
100616 |
84.62 |
84.90 |
84.50 |
84.72 |
+0.10 |
1 |
363 |
+0 |
Mar11 |
100616 |
83.85 |
83.85 |
83.74 |
83.85 |
+0.11 |
|
|
|
Total Volume and Open Interest |
86,333 |
56,435 |
-47,563 |
British Pound(CME) |
Sep10 |
100616 |
148.07 |
148.58 |
147.27 |
147.95 |
-0.21 |
115,142 |
120,612 |
-575 |
Dec10 |
100616 |
148.09 |
148.45 |
147.59 |
147.97 |
-0.21 |
77 |
82 |
+9 |
Mar11 |
100616 |
147.98 |
148.19 |
147.98 |
147.98 |
-0.21 |
0 |
3 |
+0 |
Total Volume and Open Interest |
115,219 |
120,697 |
-36,104 |
Canadian Dollar(CME) |
Sep10 |
100616 |
97.46 |
97.75 |
96.80 |
97.58 |
+0.19 |
76,360 |
75,688 |
+3,769 |
Dec10 |
100616 |
97.25 |
97.58 |
96.74 |
97.46 |
+0.18 |
361 |
2,827 |
+222 |
Mar11 |
100616 |
97.36 |
97.36 |
97.07 |
97.25 |
+0.18 |
19 |
336 |
+0 |
Jun11 |
100616 |
97.06 |
97.06 |
96.85 |
97.03 |
+0.18 |
0 |
142 |
+0 |
Total Volume and Open Interest |
83,845 |
124,854 |
+3,054 |
Japanese Yen(CME) |
Sep10 |
100616 |
109.45 |
109.93 |
109.06 |
109.51 |
-0.12 |
102,393 |
79,446 |
-1,732 |
Dec10 |
100616 |
109.62 |
110.05 |
109.36 |
109.71 |
-0.12 |
19 |
136 |
-5 |
Mar11 |
100616 |
109.95 |
110.07 |
109.95 |
109.95 |
-0.12 |
0 |
2 |
+0 |
Total Volume and Open Interest |
102,412 |
79,584 |
-50,139 |
Swiss Franc(CME) |
Sep10 |
100616 |
88.40 |
89.07 |
88.37 |
88.75 |
+0.34 |
42,809 |
44,769 |
-3,379 |
Dec10 |
100616 |
88.97 |
88.97 |
88.63 |
88.97 |
+0.34 |
1 |
13 |
+0 |
Mar11 |
100616 |
89.21 |
89.21 |
88.89 |
89.21 |
+0.32 |
0 |
2 |
+0 |
Total Volume and Open Interest |
42,810 |
44,785 |
-23,211 |
EuroFX(CME) |
Sep10 |
100616 |
123.30 |
123.63 |
122.63 |
123.22 |
-0.21 |
305,666 |
225,985 |
-5,223 |
Dec10 |
100616 |
123.35 |
123.60 |
122.75 |
123.32 |
-0.22 |
131 |
531 |
+69 |
Mar11 |
100616 |
123.83 |
123.83 |
123.43 |
123.43 |
-0.22 |
0 |
50 |
+0 |
Total Volume and Open Interest |
305,797 |
226,569 |
-84,955 |
Mexican Peso(CME) |
Jul10 |
100616 |
792.5 |
792.8 |
792.5 |
792.5 |
-0.2 |
|
|
|
Aug10 |
100616 |
789.5 |
789.8 |
789.5 |
789.5 |
-0.2 |
|
|
|
Total Volume and Open Interest |
21,652 |
50,281 |
-44,028 |
30-Year T-Bonds(CBOT) |
Jun10 |
100616 |
123~100 |
124~090 |
123~100 |
123~220 |
+0~120 |
4,241 |
20,404 |
+20,404 |
Sep10 |
100616 |
122~270 |
123~270 |
122~230 |
123~040 |
+0~130 |
200,451 |
648,407 |
-6,958 |
Dec10 |
100616 |
121~160 |
122~000 |
121~110 |
121~240 |
+0~130 |
8 |
392 |
+5 |
Total Volume and Open Interest |
204,700 |
669,203 |
-9,443 |
10-Year T-Notes(CBOT) |
Jun10 |
100616 |
120~225 |
121~080 |
120~220 |
120~285 |
+0~055 |
28,906 |
44,093 |
-9,548 |
Sep10 |
100616 |
119~290 |
120~145 |
119~260 |
120~020 |
+0~055 |
858,143 |
1,727,133 |
+7,077 |
Dec10 |
100616 |
118~310 |
118~310 |
118~255 |
118~310 |
+0~055 |
4 |
117 |
+2 |
Total Volume and Open Interest |
887,053 |
1,771,364 |
-2,469 |
5-Year T-Notes(CBOT) |
Jun10 |
100616 |
117~096 |
117~111 |
117~083 |
117~096 |
+58~111 |
|
|
|
Sep10 |
100616 |
116~107 |
117~024 |
116~101 |
116~120 |
+0~013 |
340,826 |
901,472 |
+20,188 |
Dec10 |
100616 |
115~112 |
115~112 |
115~099 |
115~112 |
+0~013 |
0 |
2 |
+0 |
Total Volume and Open Interest |
352,903 |
945,030 |
+13,670 |
2 Year T-Notes(CBOT) |
Jun10 |
100616 |
54~088 |
54~088 |
54~088 |
54~088 |
+0~001 |
|
|
|
Sep10 |
100616 |
109~009 |
109~020 |
109~006 |
109~014 |
+0~006 |
138,385 |
875,729 |
+2,401 |
Dec10 |
100616 |
108~105 |
108~105 |
108~099 |
108~105 |
+0~006 |
2 |
26 |
+0 |
Total Volume and Open Interest |
140,266 |
885,409 |
+945 |
Eurodollars(CME) |
Sep10 |
100616 |
99.290 |
99.300 |
99.270 |
99.290 |
unch |
175,681 |
997,924 |
+19,092 |
Dec10 |
100616 |
99.175 |
99.195 |
99.160 |
99.190 |
+0.015 |
125,126 |
1,088,475 |
+10,358 |
Mar11 |
100616 |
99.060 |
99.090 |
99.055 |
99.085 |
+0.025 |
146,560 |
876,134 |
+1,415 |
Jun11 |
100616 |
98.880 |
98.920 |
98.875 |
98.915 |
+0.030 |
171,460 |
825,589 |
-2,368 |
Sep11 |
100616 |
98.665 |
98.715 |
98.665 |
98.705 |
+0.035 |
152,343 |
792,669 |
-13,647 |
Dec11 |
100616 |
98.405 |
98.455 |
98.400 |
98.445 |
+0.040 |
133,432 |
570,981 |
-986 |
Mar12 |
100616 |
98.145 |
98.210 |
98.145 |
98.200 |
+0.045 |
131,602 |
433,080 |
-13,506 |
Jun12 |
100616 |
97.885 |
97.945 |
97.885 |
97.930 |
+0.045 |
109,854 |
286,892 |
+10,128 |
Sep12 |
100616 |
97.630 |
97.695 |
97.620 |
97.665 |
+0.040 |
72,630 |
192,808 |
-3,359 |
Dec12 |
100616 |
97.375 |
97.440 |
97.365 |
97.405 |
+0.035 |
51,489 |
150,193 |
-2,678 |
Mar13 |
100616 |
97.155 |
97.220 |
97.150 |
97.180 |
+0.030 |
43,465 |
143,485 |
+2,107 |
Jun13 |
100616 |
96.925 |
96.995 |
96.920 |
96.950 |
+0.030 |
33,026 |
90,336 |
+1,226 |
Sep13 |
100616 |
96.720 |
96.785 |
96.705 |
96.740 |
+0.030 |
17,239 |
78,500 |
+660 |
Dec13 |
100616 |
96.520 |
96.575 |
96.500 |
96.530 |
+0.030 |
10,143 |
39,797 |
-293 |
Mar14 |
100616 |
96.360 |
96.410 |
96.335 |
96.365 |
+0.030 |
8,353 |
43,103 |
-295 |
Jun14 |
100616 |
96.185 |
96.235 |
96.170 |
96.195 |
+0.030 |
9,372 |
34,094 |
+583 |
Sep14 |
100616 |
96.020 |
96.090 |
96.015 |
96.040 |
+0.030 |
4,016 |
23,568 |
+100 |
Dec14 |
100616 |
95.880 |
95.935 |
95.860 |
95.885 |
+0.030 |
5,618 |
41,832 |
+938 |
Total Volume and Open Interest |
1,447,127 |
6,864,981 |
-977,070 |
30 Day Federal Funds(CBOT) |
Jun10 |
100616 |
99.812 |
99.815 |
99.808 |
99.810 |
unch |
3,641 |
69,959 |
+1,172 |
Jul10 |
100616 |
99.790 |
99.795 |
99.785 |
99.790 |
unch |
1,978 |
53,667 |
+708 |
Aug10 |
100616 |
99.780 |
99.780 |
99.775 |
99.780 |
unch |
2,257 |
78,070 |
+198 |
Sep10 |
100616 |
99.765 |
99.770 |
99.760 |
99.770 |
unch |
2,902 |
48,149 |
-34 |
Oct10 |
100616 |
99.750 |
99.760 |
99.750 |
99.755 |
unch |
2,900 |
68,308 |
+800 |
Nov10 |
100616 |
99.735 |
99.735 |
99.730 |
99.730 |
unch |
2,788 |
82,388 |
-1,024 |
Total Volume and Open Interest |
23,796 |
643,193 |
+3,080 |
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) |
Sep10 |
100616 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.010 |
0 |
1,031 |
+0 |
Dec10 |
100616 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
0 |
342 |
+0 |
Mar11 |
100616 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
0 |
167 |
+0 |
Jun11 |
100616 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
|
|
|
Sep11 |
100616 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
|
|
|
Dec11 |
100616 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
|
|
|
Mar12 |
100616 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
Jun12 |
100616 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
|
|
|
Sep12 |
100616 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.005 |
|
|
|
Dec12 |
100616 |
99.400 |
99.400 |
99.400 |
99.400 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
1,540 |
-1,407 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100616 |
99.65 |
99.65 |
99.64 |
99.64 |
0.00 |
1,185 |
4,392 |
+90 |
Dec10 |
100616 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
150 |
1,472 |
-73 |
Mar11 |
100616 |
99.60 |
99.64 |
99.60 |
99.64 |
-0.01 |
150 |
2,010 |
-100 |
Jun11 |
100616 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
100 |
460 |
+160 |
Sep11 |
100616 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
53 |
+0 |
Dec11 |
100616 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
103 |
+0 |
Mar12 |
100616 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
305 |
+0 |
Jun12 |
100616 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
754 |
+0 |
Total Volume and Open Interest |
1,585 |
9,861 |
+77 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100616 |
140.35 |
140.38 |
140.21 |
140.34 |
-0.02 |
1,969 |
19,974 |
-342 |
Dec10 |
100616 |
138.25 |
138.25 |
138.25 |
138.25 |
-0.09 |
|
|
|
Mar11 |
100616 |
136.16 |
136.16 |
136.16 |
136.16 |
-0.09 |
|
|
|
Total Volume and Open Interest |
1,250 |
20,268 |
+294 |
Euro-Bund(EUREX) |
Sep10 |
100616 |
128.15 |
128.70 |
127.92 |
128.33 |
+0.03 |
655,806 |
902,292 |
-29,338 |
Dec10 |
100616 |
126.84 |
127.10 |
126.80 |
126.83 |
+0.05 |
24 |
32 |
+4 |
Mar11 |
100616 |
126.83 |
126.83 |
126.83 |
126.83 |
+0.03 |
|
|
|
Total Volume and Open Interest |
655,830 |
902,324 |
-29,334 |
Euro-Bobl(EUREX) |
Sep10 |
100616 |
120.38 |
120.70 |
120.28 |
120.52 |
+0.07 |
343,884 |
716,022 |
+2,494 |
Dec10 |
100616 |
119.10 |
119.10 |
119.10 |
119.10 |
+0.08 |
0 |
10 |
+0 |
Mar11 |
100616 |
118.22 |
118.22 |
118.22 |
118.22 |
+0.07 |
|
|
|
Total Volume and Open Interest |
343,884 |
716,032 |
+2,494 |
3-Mth Euribor(EUREX) |
Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
Sep10 |
100616 |
99.135 |
99.145 |
99.120 |
99.125 |
-0.005 |
678 |
4,793 |
+119 |
Dec10 |
100616 |
99.060 |
99.060 |
99.040 |
99.055 |
+0.015 |
27 |
2,952 |
+7 |
Total Volume and Open Interest |
772 |
13,605 |
-5,420 |
Long Gilt(LIFFE) |
Jun10 |
100616 |
120~08 |
120~29 |
120~08 |
120~14 |
+0~07 |
11,605 |
6,611 |
-10,827 |
Sep10 |
100616 |
118~27 |
119~19 |
118~25 |
119~02 |
+0~07 |
64,274 |
271,957 |
-6,829 |
Total Volume and Open Interest |
75,879 |
278,568 |
-17,656 |
3-Mth Short Sterling(LIFFE) |
Jun10 |
100616 |
99.27 |
99.27 |
99.26 |
99.27 |
unch |
13,044 |
329,872 |
-2,747 |
Sep10 |
100616 |
99.11 |
99.14 |
99.11 |
99.13 |
+0.02 |
74,734 |
382,012 |
+8,600 |
Dec10 |
100616 |
98.96 |
99.00 |
98.94 |
98.99 |
+0.05 |
75,068 |
366,100 |
-4,369 |
Mar11 |
100616 |
98.82 |
98.87 |
98.81 |
98.86 |
+0.05 |
71,494 |
247,672 |
+8,497 |
Jun11 |
100616 |
98.65 |
98.69 |
98.64 |
98.68 |
+0.04 |
92,652 |
301,478 |
-13,933 |
Sep11 |
100616 |
98.45 |
98.50 |
98.45 |
98.48 |
+0.03 |
91,342 |
256,839 |
-3,078 |
Total Volume and Open Interest |
511,048 |
2,484,569 |
-6,764 |
3-Mth Euribor(LIFFE) |
Sep10 |
100616 |
99.130 |
99.145 |
99.115 |
99.125 |
-0.005 |
200,835 |
618,781 |
+31,837 |
Dec10 |
100616 |
99.040 |
99.080 |
99.035 |
99.055 |
+0.015 |
168,284 |
549,610 |
-8,034 |
Mar11 |
100616 |
98.980 |
99.010 |
98.980 |
99.005 |
+0.015 |
99,242 |
502,706 |
-19,603 |
Total Volume and Open Interest |
780,127 |
3,277,988 |
-844,823 |
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 |
100616 |
95.11 |
95.12 |
95.06 |
95.09 |
-0.03 |
15,205 |
260,995 |
-6,743 |
Dec10 |
100616 |
95.05 |
95.06 |
95.01 |
95.03 |
-0.03 |
12,034 |
142,938 |
-6,872 |
Mar11 |
100616 |
94.95 |
94.97 |
94.90 |
94.94 |
-0.03 |
5,201 |
68,061 |
-2,725 |
Jun11 |
100616 |
94.89 |
94.89 |
94.82 |
94.84 |
-0.05 |
2,627 |
47,136 |
-526 |
Sep11 |
100616 |
94.78 |
94.79 |
94.72 |
94.74 |
-0.05 |
977 |
31,736 |
-3,135 |
Dec11 |
100616 |
94.69 |
94.70 |
94.64 |
94.65 |
-0.06 |
546 |
24,165 |
-375 |
Mar12 |
100616 |
94.63 |
94.64 |
94.58 |
94.59 |
-0.06 |
394 |
19,706 |
-1,446 |
Jun12 |
100616 |
94.61 |
94.61 |
94.56 |
94.56 |
-0.05 |
163 |
5,025 |
+62 |
Sep12 |
100616 |
94.56 |
94.56 |
94.56 |
94.56 |
-0.04 |
50 |
3,147 |
+49 |
Total Volume and Open Interest |
37,197 |
604,885 |
-21,711 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100616 |
94.62 |
94.63 |
94.53 |
94.56 |
-0.07 |
41,557 |
293,460 |
-820 |
Dec10 |
100616 |
94.55 |
94.55 |
94.55 |
94.55 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Sep10 |
100616 |
95.13 |
95.15 |
95.05 |
95.07 |
-0.08 |
81,031 |
385,951 |
+45,140 |
Dec10 |
100616 |
95.02 |
95.02 |
95.02 |
95.02 |
|
|
|
|
Gold(CMX) |
Jun10 |
100616 |
1232.0 |
1237.6 |
1228.5 |
1229.3 |
-3.9 |
989 |
773 |
-840 |
Aug10 |
100616 |
1236.1 |
1239.5 |
1228.3 |
1230.5 |
-3.9 |
97,231 |
346,586 |
+694 |
Oct10 |
100616 |
1237.0 |
1240.8 |
1231.7 |
1232.6 |
-3.9 |
1,809 |
23,659 |
-51 |
Dec10 |
100616 |
1241.0 |
1243.3 |
1232.8 |
1234.7 |
-3.9 |
4,729 |
73,301 |
+1,433 |
Feb11 |
100616 |
1242.0 |
1242.0 |
1236.8 |
1236.8 |
-4.0 |
737 |
20,202 |
+126 |
Apr11 |
100616 |
1243.3 |
1243.3 |
1238.9 |
1238.9 |
-4.1 |
426 |
15,625 |
-133 |
Jun11 |
100616 |
591.6 |
594.1 |
585.9 |
585.9 |
-4.1 |
416 |
13,162 |
+155 |
Aug11 |
100616 |
1243.9 |
1243.9 |
1243.9 |
1243.9 |
-4.2 |
398 |
4,571 |
+226 |
Oct11 |
100616 |
1247.0 |
1247.0 |
1247.0 |
1247.0 |
-4.2 |
0 |
7,253 |
+0 |
Dec11 |
100616 |
1253.1 |
1255.0 |
1250.1 |
1250.1 |
-4.4 |
30 |
16,772 |
+10 |
Feb12 |
100616 |
1253.8 |
1253.8 |
1253.8 |
1253.8 |
-4.5 |
10 |
3,827 |
+10 |
Apr12 |
100616 |
1257.9 |
1257.9 |
1257.9 |
1257.9 |
-4.6 |
0 |
3,730 |
+0 |
Total Volume and Open Interest |
107,330 |
565,744 |
+1,486 |
Silver(CMX) |
Jul10 |
100616 |
1858.5 |
1866.0 |
1838.0 |
1844.1 |
-13.7 |
22,851 |
50,761 |
-536 |
Sep10 |
100616 |
1863.0 |
1870.0 |
1844.0 |
1848.6 |
-13.7 |
5,161 |
32,592 |
+315 |
Dec10 |
100616 |
1869.0 |
1873.5 |
1852.0 |
1855.1 |
-13.8 |
3,719 |
17,261 |
-7 |
Mar11 |
100616 |
1859.4 |
1859.4 |
1859.4 |
1859.4 |
-13.8 |
210 |
9,330 |
+143 |
May11 |
100616 |
1861.6 |
1861.6 |
1861.6 |
1861.6 |
-13.9 |
775 |
7,097 |
+750 |
Jul11 |
100616 |
1863.8 |
1863.8 |
1863.8 |
1863.8 |
-14.0 |
275 |
4,715 |
+238 |
Sep11 |
100616 |
1885.5 |
1885.5 |
1865.8 |
1865.8 |
-14.2 |
0 |
579 |
+0 |
Total Volume and Open Interest |
33,576 |
128,880 |
+968 |
Platinum(NYMEX) |
Jul10 |
100616 |
1575.9 |
1585.1 |
1566.0 |
1567.5 |
-10.5 |
4,410 |
18,735 |
-1,087 |
Oct10 |
100616 |
1591.1 |
1592.8 |
1573.0 |
1576.3 |
-10.7 |
1,199 |
11,326 |
+1,073 |
Jan11 |
100616 |
1580.0 |
1580.3 |
1580.0 |
1580.3 |
-9.7 |
0 |
396 |
+0 |
Apr11 |
100616 |
1580.3 |
1580.3 |
1580.3 |
1580.3 |
-9.7 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,610 |
30,462 |
-13 |
Palladium(NYMEX) |
Jun10 |
100616 |
474.30 |
474.30 |
474.30 |
474.30 |
-0.95 |
2 |
119 |
+0 |
Sep10 |
100616 |
473.00 |
476.45 |
470.65 |
475.20 |
-0.35 |
974 |
20,831 |
-72 |
Dec10 |
100616 |
475.85 |
476.30 |
475.65 |
476.30 |
-0.35 |
28 |
381 |
+19 |
Total Volume and Open Interest |
1,005 |
21,404 |
-54 |
Copper(CMX) |
Jul10 |
100616 |
302.90 |
304.90 |
295.40 |
299.55 |
-0.90 |
27,162 |
41,737 |
-951 |
Sep10 |
100616 |
304.00 |
306.75 |
297.30 |
301.35 |
-1.05 |
9,174 |
56,601 |
+3,005 |
Dec10 |
100616 |
308.05 |
308.30 |
301.00 |
303.70 |
-1.10 |
1,799 |
16,844 |
+849 |
Mar11 |
100616 |
303.65 |
305.05 |
303.65 |
305.05 |
-1.10 |
462 |
8,631 |
+339 |
May11 |
100616 |
304.75 |
305.80 |
304.75 |
305.80 |
-1.05 |
26 |
1,322 |
+7 |
Total Volume and Open Interest |
39,903 |
138,090 |
+3,604 |
DJIA Index(CBOT) |
Jun10 |
100616 |
10382 |
10410 |
10352 |
10403 |
+12 |
521 |
13,006 |
-141 |
Sep10 |
100616 |
10314 |
10368 |
10271 |
10344 |
+12 |
491 |
2,201 |
+123 |
Dec10 |
100616 |
10229 |
10293 |
10229 |
10293 |
+12 |
0 |
3 |
+0 |
Mar11 |
100616 |
10235 |
10235 |
10223 |
10235 |
+12 |
|
|
|
Total Volume and Open Interest |
1,012 |
15,210 |
-18 |
S & P 500(CME) |
Jun10 |
100616 |
1108.50 |
1118.50 |
1107.50 |
1113.90 |
+0.40 |
63,875 |
204,860 |
-30,442 |
Sep10 |
100616 |
1109.00 |
1114.50 |
1100.00 |
1109.60 |
+0.40 |
70,516 |
222,725 |
+50,828 |
Dec10 |
100616 |
1099.00 |
1110.60 |
1098.70 |
1105.30 |
+0.60 |
0 |
4,380 |
+0 |
Mar11 |
100616 |
1101.40 |
1105.40 |
1094.90 |
1101.40 |
+0.50 |
0 |
476 |
+0 |
Total Volume and Open Interest |
134,391 |
432,486 |
+20,386 |
S & P 500 E-Mini(Globex) |
Jun10 |
100616 |
1113.50 |
1119.00 |
1104.25 |
1114.00 |
+0.50 |
887,313 |
1,482,925 |
-342,149 |
Sep10 |
100616 |
1109.25 |
1114.75 |
1100.00 |
1109.50 |
+0.25 |
2,411,842 |
1,874,813 |
+439,398 |
Total Volume and Open Interest |
3,300,441 |
3,362,115 |
+98,274 |
NASDAQ 100(CME) |
Jun10 |
100616 |
1889.00 |
1912.00 |
1889.00 |
1907.00 |
+12.50 |
1,613 |
25,064 |
-69 |
Sep10 |
100616 |
1891.30 |
1912.00 |
1879.00 |
1906.00 |
+12.70 |
1,839 |
4,278 |
+1,076 |
Dec10 |
100616 |
1903.30 |
1903.30 |
1902.50 |
1903.30 |
+12.80 |
1 |
1 |
+1 |
Total Volume and Open Interest |
3,453 |
29,343 |
+1,008 |
NASDAQ 100 E-Mini(Globex) |
Jun10 |
100616 |
1894.50 |
1913.50 |
1880.00 |
1907.00 |
+12.50 |
97,309 |
272,721 |
-27,115 |
Sep10 |
100616 |
1893.50 |
1912.80 |
1879.00 |
1906.00 |
+12.70 |
329,991 |
149,816 |
+50,134 |
Total Volume and Open Interest |
427,301 |
422,576 |
+23,018 |
S & P Midcap 400(CME) |
Jun10 |
100616 |
777.50 |
781.00 |
777.50 |
777.50 |
-1.20 |
621 |
4,652 |
+115 |
Sep10 |
100616 |
772.00 |
779.00 |
771.00 |
775.50 |
-1.10 |
616 |
974 |
+591 |
Dec10 |
100616 |
773.50 |
774.10 |
773.50 |
773.50 |
-1.10 |
|
|
|
Total Volume and Open Interest |
1,237 |
5,626 |
+706 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100616 |
10085 |
10200 |
10025 |
10140 |
+60 |
7,801 |
29,248 |
-1,181 |
Dec10 |
100616 |
10140 |
10145 |
10140 |
10140 |
+60 |
|
|
|
Total Volume and Open Interest |
7,801 |
29,248 |
-716 |
Nikkei 225(SGX) |
Sep10 |
100616 |
9835 |
10110 |
9805 |
10075 |
+240 |
80,610 |
130,372 |
+2,799 |
Dec10 |
100616 |
10015 |
10030 |
10015 |
10030 |
+245 |
0 |
1,777 |
+50 |
Mar11 |
100616 |
10025 |
10025 |
10025 |
10025 |
+245 |
0 |
41 |
+0 |
Total Volume and Open Interest |
80,861 |
144,637 |
+2,949 |
CAC 40(EURONEXT) |
Jun10 |
100616 |
3686.0 |
3703.0 |
3638.5 |
3675.5 |
+16.5 |
205,154 |
509,240 |
+18,418 |
Jul10 |
100616 |
3685.5 |
3697.5 |
3635.0 |
3671.5 |
+17.0 |
45,319 |
54,896 |
+41,055 |
Aug10 |
100616 |
3664.0 |
3685.0 |
3640.0 |
3671.5 |
+17.0 |
41 |
746 |
+18 |
Total Volume and Open Interest |
263,721 |
584,165 |
+72,380 |
Hang Seng Index(HKFE) |
Jun10 |
100615 |
19989 |
20159 |
19967 |
20145 |
+56 |
56,096 |
79,196 |
+3 |
Jul10 |
100615 |
19939 |
20099 |
19918 |
20090 |
+50 |
596 |
2,018 |
+92 |
Total Volume and Open Interest |
56,862 |
83,714 |
+121 |
DAX(EUREX) |
Jun10 |
100616 |
6200.0 |
6218.5 |
6143.0 |
6192.0 |
+17.0 |
152,977 |
162,873 |
-24,872 |
Sep10 |
100616 |
6206.5 |
6223.5 |
6148.5 |
6197.0 |
+17.5 |
34,450 |
44,435 |
+23,326 |
Dec10 |
100616 |
6213.5 |
6229.5 |
6155.5 |
6204.5 |
+18.5 |
2,897 |
7,179 |
+592 |
Total Volume and Open Interest |
190,324 |
214,487 |
-954 |
FT-SE 100(EURONEXT) |
Jun10 |
100616 |
5258.50 |
5283.00 |
5210.50 |
5241.50 |
+26.50 |
261,930 |
511,005 |
-79,104 |
Sep10 |
100616 |
5229.00 |
5250.00 |
5177.00 |
5208.00 |
+27.00 |
170,969 |
318,389 |
+157,480 |
Dec10 |
100616 |
5191.50 |
5221.50 |
5152.50 |
5183.00 |
+26.50 |
366 |
4,189 |
+815 |
Total Volume and Open Interest |
433,320 |
834,450 |
+79,211 |
SPI 200(SFE) |
Jun10 |
100616 |
4524.0 |
4597.0 |
4523.0 |
4560.0 |
+38.0 |
149,463 |
242,172 |
-9,646 |
Sep10 |
100616 |
4519.0 |
4590.0 |
4515.0 |
4554.0 |
+41.0 |
123,442 |
139,856 |
+109,626 |
Dec10 |
100616 |
4560.0 |
4571.0 |
4560.0 |
4571.0 |
+43.0 |
18 |
3,012 |
+14 |
Total Volume and Open Interest |
273,217 |
386,710 |
+99,995 |
GSCI(CME) |
Jul10 |
100616 |
506.75 |
514.00 |
505.75 |
512.50 |
+5.00 |
2,123 |
16,553 |
+580 |
Aug10 |
100616 |
508.00 |
516.00 |
508.00 |
515.50 |
+6.00 |
2 |
0 |
+0 |
Sep10 |
100616 |
511.25 |
519.00 |
511.25 |
519.00 |
+6.00 |
|
|
|
Total Volume and Open Interest |
3,197 |
20,727 |
|
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. |
|
|