|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu June 17, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100617 |
957.00 |
964.00 |
951.00 |
952.00 |
-5.75 |
58,688 |
115,854 |
-8,264 |
Aug10 |
100617 |
943.75 |
950.75 |
939.00 |
944.25 |
-0.50 |
11,862 |
31,914 |
+1,691 |
Sep10 |
100617 |
931.00 |
936.75 |
925.00 |
931.25 |
+1.25 |
2,750 |
12,323 |
-481 |
Nov10 |
100617 |
923.75 |
931.00 |
920.00 |
925.00 |
+0.50 |
34,482 |
225,894 |
+3,598 |
Jan11 |
100617 |
935.00 |
939.00 |
930.00 |
934.00 |
+0.50 |
2,644 |
27,673 |
-225 |
Mar11 |
100617 |
940.00 |
942.00 |
936.00 |
939.25 |
+1.25 |
365 |
7,616 |
+48 |
May11 |
100617 |
938.50 |
941.50 |
934.25 |
939.75 |
+1.25 |
1,746 |
7,931 |
+541 |
Total Volume and Open Interest |
114,247 |
460,514 |
-3,003 |
Soybean Meal(CBOT) |
Jul10 |
100617 |
286.80 |
288.90 |
285.00 |
286.00 |
-1.00 |
22,892 |
63,601 |
-2,643 |
Aug10 |
100617 |
277.20 |
280.00 |
276.00 |
278.20 |
+0.40 |
10,740 |
26,692 |
+846 |
Sep10 |
100617 |
269.70 |
272.20 |
268.20 |
270.70 |
+1.40 |
4,347 |
16,617 |
+714 |
Oct10 |
100617 |
261.00 |
263.50 |
260.00 |
261.70 |
+1.00 |
1,015 |
10,047 |
+223 |
Dec10 |
100617 |
258.90 |
261.50 |
258.00 |
260.00 |
+1.20 |
8,094 |
53,962 |
+675 |
Jan11 |
100617 |
260.70 |
261.50 |
259.20 |
260.50 |
+1.20 |
301 |
6,271 |
+70 |
Mar11 |
100617 |
262.00 |
262.50 |
259.80 |
261.30 |
+1.50 |
324 |
4,960 |
+4 |
May11 |
100617 |
259.00 |
261.50 |
258.70 |
260.50 |
+1.50 |
1,087 |
3,184 |
+633 |
Total Volume and Open Interest |
49,042 |
190,775 |
+610 |
Soybean Oil(CBOT) |
Jul10 |
100617 |
38.03 |
38.14 |
37.70 |
38.05 |
-0.08 |
62,197 |
105,735 |
-8,742 |
Aug10 |
100617 |
38.30 |
38.34 |
37.92 |
38.24 |
-0.09 |
33,889 |
44,271 |
+131 |
Sep10 |
100617 |
38.51 |
38.55 |
38.17 |
38.45 |
-0.10 |
9,430 |
26,660 |
+870 |
Oct10 |
100617 |
38.61 |
38.76 |
38.44 |
38.67 |
-0.09 |
5,011 |
13,889 |
+340 |
Dec10 |
100617 |
39.14 |
39.22 |
38.79 |
39.12 |
-0.10 |
27,909 |
119,218 |
+1,875 |
Jan11 |
100617 |
39.19 |
39.45 |
39.19 |
39.40 |
-0.12 |
327 |
5,774 |
-2 |
Mar11 |
100617 |
39.58 |
39.75 |
39.47 |
39.70 |
-0.14 |
391 |
3,672 |
+184 |
May11 |
100617 |
39.84 |
40.00 |
39.68 |
39.93 |
-0.18 |
390 |
1,960 |
+171 |
Total Volume and Open Interest |
140,103 |
326,185 |
-4,803 |
Canola(WCE) |
Jul10 |
100617 |
427.9 |
430.8 |
421.5 |
428.4 |
-1.6 |
11,467 |
40,883 |
-6,157 |
Nov10 |
100617 |
427.1 |
428.0 |
417.7 |
426.4 |
-0.7 |
19,269 |
112,119 |
+4,443 |
Jan11 |
100617 |
424.9 |
428.2 |
421.6 |
425.4 |
-2.8 |
1,749 |
9,476 |
-426 |
Mar11 |
100617 |
418.9 |
423.1 |
417.1 |
422.4 |
-2.9 |
361 |
4,946 |
+50 |
May11 |
100617 |
420.1 |
422.2 |
415.7 |
420.3 |
-0.8 |
555 |
1,575 |
+11 |
Total Volume and Open Interest |
33,625 |
170,585 |
-2,041 |
Corn(CBOT) |
Jul10 |
100617 |
356.25 |
360.00 |
354.00 |
357.50 |
+1.25 |
99,101 |
295,369 |
-16,842 |
Sep10 |
100617 |
365.50 |
369.00 |
363.50 |
367.00 |
+1.25 |
51,534 |
301,971 |
+4,026 |
Dec10 |
100617 |
377.00 |
381.00 |
375.25 |
378.25 |
+1.00 |
58,036 |
420,462 |
+1,570 |
Mar11 |
100617 |
390.00 |
393.75 |
388.25 |
391.25 |
+1.00 |
5,028 |
63,496 |
+538 |
May11 |
100617 |
399.00 |
402.00 |
397.00 |
400.00 |
+0.75 |
1,371 |
11,027 |
+216 |
Jul11 |
100617 |
406.75 |
410.00 |
405.25 |
408.00 |
+1.25 |
2,449 |
39,713 |
-156 |
Total Volume and Open Interest |
219,008 |
1,209,610 |
-10,466 |
Wheat(CBOT) |
Jul10 |
100617 |
461.00 |
465.50 |
453.50 |
462.75 |
+1.50 |
41,286 |
118,073 |
-12,231 |
Sep10 |
100617 |
476.75 |
480.75 |
469.50 |
478.50 |
+1.75 |
26,785 |
179,037 |
+3,306 |
Dec10 |
100617 |
504.50 |
509.25 |
499.00 |
508.75 |
+4.25 |
17,999 |
98,132 |
+1,128 |
Mar11 |
100617 |
532.50 |
540.00 |
529.25 |
539.50 |
+6.75 |
3,152 |
28,797 |
-624 |
May11 |
100617 |
549.50 |
556.25 |
542.75 |
556.25 |
+6.75 |
1,134 |
9,763 |
+345 |
Total Volume and Open Interest |
93,239 |
507,055 |
-7,334 |
Wheat(KCBT) |
Jul10 |
100617 |
490.50 |
497.50 |
486.50 |
495.50 |
+5.00 |
12,329 |
38,743 |
-4,289 |
Sep10 |
100617 |
501.00 |
509.00 |
498.00 |
506.50 |
+4.50 |
6,573 |
39,776 |
-829 |
Dec10 |
100617 |
519.50 |
526.75 |
515.50 |
524.50 |
+5.00 |
5,278 |
46,031 |
+353 |
Mar11 |
100617 |
536.00 |
542.00 |
532.50 |
541.50 |
+5.00 |
2,135 |
16,265 |
-159 |
May11 |
100617 |
551.00 |
553.75 |
544.25 |
553.00 |
+5.00 |
276 |
7,775 |
-84 |
Total Volume and Open Interest |
28,476 |
181,150 |
-4,645 |
Wheat(MGE) |
Jul10 |
100617 |
532.00 |
538.50 |
529.25 |
538.00 |
+5.75 |
3,759 |
9,517 |
-1,515 |
Sep10 |
100617 |
543.00 |
550.00 |
540.00 |
549.75 |
+6.75 |
3,636 |
13,914 |
+478 |
Dec10 |
100617 |
558.75 |
565.50 |
556.00 |
564.50 |
+5.50 |
2,981 |
12,590 |
+810 |
Mar11 |
100617 |
573.25 |
581.25 |
573.25 |
580.75 |
+5.50 |
454 |
4,578 |
+28 |
May11 |
100617 |
587.25 |
591.25 |
584.50 |
590.75 |
+6.25 |
223 |
1,183 |
-64 |
Total Volume and Open Interest |
11,514 |
49,459 |
-590 |
Oats(CBOT) |
Jul10 |
100617 |
267.00 |
272.00 |
258.75 |
261.25 |
-8.75 |
2,358 |
5,324 |
-753 |
Sep10 |
100617 |
263.00 |
265.00 |
255.50 |
258.50 |
-5.50 |
959 |
4,511 |
+63 |
Dec10 |
100617 |
260.00 |
264.50 |
255.50 |
258.50 |
-3.50 |
1,582 |
5,890 |
-28 |
Mar11 |
100617 |
267.00 |
268.00 |
263.00 |
263.50 |
-1.50 |
75 |
643 |
+43 |
Total Volume and Open Interest |
4,974 |
16,369 |
-675 |
Rough Rice(CBOT) |
Jul10 |
100617 |
11.10 |
11.20 |
11.00 |
11.03 |
-0.03 |
943 |
5,278 |
-603 |
Sep10 |
100617 |
11.03 |
11.06 |
10.86 |
10.95 |
-0.05 |
942 |
6,251 |
+473 |
Nov10 |
100617 |
11.15 |
11.16 |
11.03 |
11.11 |
-0.03 |
125 |
1,983 |
+0 |
Jan11 |
100617 |
11.35 |
11.42 |
11.31 |
11.39 |
-0.03 |
0 |
443 |
+0 |
Total Volume and Open Interest |
2,020 |
15,153 |
-120 |
Live Cattle(CME) |
Jun10 |
100617 |
90.000 |
90.000 |
89.300 |
89.600 |
-0.450 |
3,635 |
14,092 |
-1,217 |
Aug10 |
100617 |
89.000 |
89.350 |
88.600 |
88.635 |
-0.545 |
18,356 |
140,638 |
-103 |
Oct10 |
100617 |
90.100 |
90.500 |
89.830 |
89.900 |
-0.530 |
7,853 |
88,273 |
+450 |
Dec10 |
100617 |
92.600 |
92.700 |
92.080 |
92.250 |
-0.535 |
4,062 |
46,180 |
+434 |
Feb11 |
100617 |
93.800 |
93.930 |
93.350 |
93.680 |
-0.270 |
1,578 |
19,968 |
-169 |
Apr11 |
100617 |
95.230 |
95.500 |
94.950 |
95.000 |
-0.350 |
516 |
11,238 |
+74 |
Total Volume and Open Interest |
36,686 |
325,154 |
-85 |
Feeder Cattle(CME) |
Aug10 |
100617 |
110.650 |
110.900 |
110.135 |
110.150 |
-0.750 |
2,411 |
21,665 |
+483 |
Sep10 |
100617 |
110.650 |
110.650 |
110.035 |
110.200 |
-0.450 |
762 |
5,356 |
-20 |
Oct10 |
100617 |
110.535 |
110.535 |
109.830 |
109.950 |
-0.730 |
560 |
4,278 |
+251 |
Nov10 |
100617 |
109.980 |
109.980 |
109.350 |
109.700 |
-0.435 |
269 |
1,517 |
+87 |
Jan11 |
100617 |
108.500 |
108.700 |
108.300 |
108.600 |
-0.600 |
36 |
573 |
+22 |
Mar11 |
100617 |
108.000 |
108.000 |
107.950 |
108.000 |
-0.250 |
13 |
83 |
+1 |
Apr11 |
100617 |
108.000 |
108.000 |
108.000 |
108.000 |
unch |
0 |
13 |
+0 |
Total Volume and Open Interest |
4,051 |
33,485 |
+824 |
Lean Hogs(CME) |
Jul10 |
100617 |
80.725 |
81.000 |
80.100 |
80.350 |
-0.550 |
12,098 |
27,984 |
-1,420 |
Aug10 |
100617 |
82.900 |
83.135 |
82.080 |
82.150 |
-0.985 |
10,662 |
69,309 |
+2,996 |
Oct10 |
100617 |
75.000 |
75.600 |
74.385 |
74.500 |
-0.800 |
2,813 |
39,047 |
-969 |
Dec10 |
100617 |
72.550 |
72.600 |
71.100 |
71.180 |
-1.370 |
1,378 |
30,268 |
-5 |
Feb11 |
100617 |
73.050 |
73.200 |
71.850 |
72.050 |
-1.335 |
383 |
9,658 |
+146 |
Apr11 |
100617 |
73.550 |
73.550 |
72.250 |
72.400 |
-1.280 |
145 |
4,313 |
+44 |
May11 |
100617 |
76.475 |
76.475 |
76.330 |
76.330 |
unch |
0 |
170 |
+0 |
Jun11 |
100617 |
79.450 |
79.500 |
79.100 |
79.100 |
-0.850 |
32 |
1,016 |
+31 |
Total Volume and Open Interest |
27,519 |
182,151 |
+830 |
Pork Bellies(CME) |
Jul10 |
100617 |
96.350 |
98.000 |
96.000 |
98.000 |
+0.500 |
9 |
79 |
-4 |
Aug10 |
100617 |
95.000 |
95.000 |
95.000 |
95.000 |
unch |
0 |
26 |
+0 |
Feb11 |
100617 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
Mar11 |
100617 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
May11 |
100617 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
9 |
110 |
-4 |
Class III Milk(CME) |
Jun10 |
100617 |
13.59 |
13.66 |
13.59 |
13.62 |
unch |
19 |
4,432 |
+9 |
Jul10 |
100617 |
13.55 |
13.62 |
13.45 |
13.60 |
-0.02 |
108 |
4,471 |
+34 |
Aug10 |
100617 |
14.00 |
14.00 |
13.91 |
13.95 |
-0.04 |
118 |
4,336 |
+39 |
Sep10 |
100617 |
14.56 |
14.61 |
14.50 |
14.56 |
-0.05 |
73 |
3,902 |
+27 |
Oct10 |
100617 |
14.70 |
14.76 |
14.65 |
14.70 |
-0.06 |
40 |
3,450 |
+5 |
Total Volume and Open Interest |
527 |
28,243 |
+182 |
Cocoa(ICE) |
Jul10 |
100617 |
2929 |
2929 |
2892 |
2914 |
+3 |
6,288 |
3,889 |
-3,808 |
Sep10 |
100617 |
2975 |
2975 |
2935 |
2954 |
-1 |
9,056 |
57,016 |
+2,339 |
Dec10 |
100617 |
2984 |
2995 |
2961 |
2977 |
unch |
985 |
20,955 |
-49 |
Mar11 |
100617 |
3008 |
3008 |
2981 |
2996 |
-2 |
410 |
16,212 |
+59 |
May11 |
100617 |
3015 |
3018 |
2991 |
3005 |
-1 |
18 |
7,169 |
+6 |
Jul11 |
100617 |
3024 |
3025 |
2999 |
3013 |
-1 |
3 |
3,511 |
+2 |
Sep11 |
100617 |
3022 |
3022 |
3022 |
3022 |
-1 |
1 |
1,418 |
+0 |
Total Volume and Open Interest |
16,761 |
115,296 |
-1,451 |
Coffee "C"(ICE) |
Jul10 |
100617 |
158.10 |
159.70 |
155.40 |
156.35 |
-2.40 |
10,090 |
13,071 |
-5,040 |
Sep10 |
100617 |
158.80 |
160.90 |
156.65 |
157.80 |
-1.80 |
32,910 |
79,665 |
+5,524 |
Dec10 |
100617 |
158.00 |
160.10 |
156.60 |
157.70 |
-1.25 |
12,549 |
35,927 |
-688 |
Mar11 |
100617 |
156.10 |
159.25 |
156.10 |
157.10 |
-0.75 |
2,221 |
13,741 |
+1,103 |
May11 |
100617 |
156.35 |
158.15 |
155.90 |
156.30 |
-0.30 |
813 |
5,256 |
+152 |
Jul11 |
100617 |
156.05 |
156.75 |
155.50 |
155.70 |
-0.40 |
252 |
2,590 |
+65 |
Total Volume and Open Interest |
58,950 |
151,217 |
+1,145 |
Orange Juice(ICE) |
Jul10 |
100617 |
142.70 |
143.80 |
142.10 |
142.25 |
-0.45 |
1,321 |
8,699 |
-873 |
Sep10 |
100617 |
144.15 |
145.90 |
144.00 |
144.10 |
-0.50 |
1,431 |
15,321 |
+772 |
Nov10 |
100617 |
145.10 |
145.75 |
144.40 |
144.50 |
-0.50 |
99 |
3,303 |
+44 |
Jan11 |
100617 |
145.15 |
145.55 |
144.75 |
144.75 |
-0.35 |
8 |
1,234 |
-1 |
Mar11 |
100617 |
146.05 |
146.05 |
145.55 |
145.55 |
-0.35 |
1 |
187 |
+1 |
May11 |
100617 |
145.55 |
146.05 |
145.55 |
145.55 |
-0.35 |
0 |
154 |
+0 |
Total Volume and Open Interest |
2,860 |
29,097 |
-57 |
Sugar #11(ICE) |
Jul10 |
100617 |
16.20 |
16.25 |
15.70 |
15.79 |
-0.48 |
60,823 |
112,657 |
-23,804 |
Oct10 |
100617 |
15.87 |
15.97 |
15.49 |
15.60 |
-0.45 |
57,927 |
245,271 |
+4,193 |
Mar11 |
100617 |
16.54 |
16.66 |
16.26 |
16.35 |
-0.37 |
11,264 |
121,978 |
+1,018 |
May11 |
100617 |
16.55 |
16.65 |
16.30 |
16.32 |
-0.40 |
1,634 |
28,062 |
+108 |
Jul11 |
100617 |
16.60 |
16.60 |
16.29 |
16.35 |
-0.39 |
2,562 |
57,610 |
+258 |
Total Volume and Open Interest |
135,578 |
642,009 |
-18,222 |
London Cocoa(LCE) |
Jul10 |
100617 |
2434 |
2434 |
2410 |
2418 |
-46 |
2,853 |
55,074 |
+149 |
Sep10 |
100617 |
2320 |
2325 |
2283 |
2308 |
-10 |
2,399 |
38,155 |
-90 |
Dec10 |
100617 |
2248 |
2255 |
2216 |
2238 |
-10 |
645 |
26,127 |
+18 |
Mar11 |
100617 |
2204 |
2209 |
2185 |
2206 |
-6 |
405 |
24,162 |
-31 |
May11 |
100617 |
2199 |
2202 |
2199 |
2202 |
-7 |
150 |
6,125 |
+150 |
Jul11 |
100617 |
2203 |
2203 |
2197 |
2197 |
-10 |
0 |
936 |
+0 |
Sep11 |
100617 |
2197 |
2197 |
2197 |
2197 |
-10 |
0 |
1,993 |
+0 |
Total Volume and Open Interest |
5,657 |
157,365 |
-894 |
London Sugar(LCE) |
Aug10 |
100617 |
532.80 |
532.80 |
508.90 |
520.30 |
-12.20 |
3,721 |
27,026 |
-374 |
Oct10 |
100617 |
474.80 |
475.20 |
453.10 |
463.40 |
-12.40 |
2,112 |
21,465 |
+18 |
Dec10 |
100617 |
454.70 |
455.20 |
439.00 |
445.80 |
-10.90 |
684 |
7,925 |
+145 |
Mar11 |
100617 |
458.30 |
458.30 |
443.10 |
452.30 |
-8.00 |
620 |
4,825 |
+256 |
May11 |
100617 |
452.80 |
457.20 |
449.50 |
455.60 |
-6.50 |
145 |
2,234 |
+56 |
Total Volume and Open Interest |
7,333 |
64,541 |
+103 |
Cotton(ICE) |
Jul10 |
100617 |
81.86 |
81.95 |
80.46 |
80.80 |
-0.97 |
4,881 |
23,677 |
-5,907 |
Oct10 |
100617 |
79.45 |
79.60 |
78.35 |
79.16 |
-0.12 |
275 |
1,784 |
+114 |
Dec10 |
100617 |
79.50 |
79.84 |
78.69 |
79.42 |
-0.28 |
8,587 |
118,732 |
+1,737 |
Mar11 |
100617 |
80.80 |
80.86 |
79.90 |
80.53 |
-0.27 |
447 |
20,106 |
+245 |
May11 |
100617 |
80.50 |
80.85 |
80.48 |
80.85 |
-0.29 |
11 |
721 |
+3 |
Jul11 |
100617 |
80.88 |
80.88 |
80.17 |
80.75 |
-0.25 |
241 |
5,454 |
+0 |
Total Volume and Open Interest |
14,473 |
172,128 |
-3,808 |
Lumber(CME) |
Jul10 |
100617 |
194.7 |
200.0 |
193.8 |
194.2 |
-0.3 |
316 |
2,884 |
-114 |
Sep10 |
100617 |
203.0 |
207.6 |
202.6 |
205.0 |
+1.4 |
472 |
4,994 |
+147 |
Nov10 |
100617 |
210.5 |
214.0 |
209.3 |
209.5 |
+0.4 |
74 |
1,348 |
+25 |
Jan11 |
100617 |
231.0 |
231.0 |
228.0 |
228.0 |
-4.0 |
13 |
122 |
+7 |
Total Volume and Open Interest |
882 |
9,361 |
+67 |
Crude Oil(NYM) |
Jul10 |
100617 |
77.45 |
77.79 |
76.17 |
76.79 |
-0.88 |
308,294 |
132,009 |
-11,239 |
Aug10 |
100617 |
78.56 |
79.07 |
77.56 |
78.04 |
-0.68 |
149,234 |
280,652 |
+2,490 |
Sep10 |
100617 |
79.52 |
80.11 |
78.71 |
79.12 |
-0.48 |
57,667 |
134,685 |
+1,159 |
Oct10 |
100617 |
80.26 |
80.86 |
79.62 |
79.99 |
-0.31 |
16,535 |
54,767 |
+142 |
Nov10 |
100617 |
80.75 |
81.50 |
80.39 |
80.70 |
-0.19 |
10,888 |
38,475 |
+1,112 |
Dec10 |
100617 |
81.50 |
82.12 |
80.86 |
81.25 |
-0.15 |
34,350 |
204,563 |
-646 |
Jan11 |
100617 |
82.14 |
82.50 |
81.33 |
81.63 |
-0.13 |
2,279 |
35,002 |
+176 |
Feb11 |
100617 |
82.00 |
82.00 |
82.00 |
82.00 |
-0.11 |
2,323 |
14,252 |
-938 |
Mar11 |
100617 |
82.80 |
83.00 |
82.15 |
82.37 |
-0.09 |
2,144 |
20,799 |
-532 |
Apr11 |
100617 |
83.16 |
83.16 |
82.70 |
82.74 |
-0.07 |
749 |
11,466 |
+112 |
May11 |
100617 |
83.24 |
83.24 |
83.09 |
83.10 |
-0.06 |
869 |
7,759 |
-98 |
Jun11 |
100617 |
83.49 |
84.07 |
83.10 |
83.44 |
-0.05 |
4,348 |
43,611 |
+561 |
Jul11 |
100617 |
84.11 |
84.11 |
83.43 |
83.73 |
-0.04 |
748 |
23,655 |
-137 |
Aug11 |
100617 |
83.90 |
83.90 |
83.90 |
83.90 |
-0.03 |
315 |
6,791 |
-15 |
Sep11 |
100617 |
84.04 |
84.04 |
84.04 |
84.04 |
-0.02 |
521 |
7,880 |
+139 |
Oct11 |
100617 |
84.18 |
84.18 |
84.18 |
84.18 |
-0.01 |
362 |
5,109 |
+309 |
Total Volume and Open Interest |
617,222 |
1,336,533 |
-8,498 |
e-miNY Crude Oil(NYM) |
Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
Jul10 |
100617 |
77.400 |
77.775 |
76.175 |
76.800 |
-0.875 |
11,048 |
3,517 |
-16 |
Aug10 |
100617 |
78.700 |
79.075 |
77.575 |
78.050 |
-0.675 |
1,210 |
984 |
+34 |
Sep10 |
100617 |
79.325 |
80.075 |
78.700 |
79.125 |
-0.475 |
145 |
371 |
+24 |
Oct10 |
100617 |
80.500 |
80.500 |
79.625 |
80.000 |
-0.300 |
13 |
137 |
+1 |
Nov10 |
100617 |
80.350 |
80.700 |
80.350 |
80.700 |
-0.200 |
2 |
19 |
+1 |
Dec10 |
100617 |
81.450 |
81.450 |
80.900 |
81.250 |
-0.150 |
5 |
106 |
-2 |
Jan11 |
100617 |
81.250 |
81.625 |
81.250 |
81.625 |
-0.125 |
0 |
2 |
+0 |
Feb11 |
100617 |
82.000 |
82.000 |
82.000 |
82.000 |
-0.100 |
0 |
1 |
+0 |
Mar11 |
100617 |
82.375 |
82.375 |
82.375 |
82.375 |
-0.075 |
|
|
|
Total Volume and Open Interest |
12,423 |
5,193 |
+42 |
Heating Oil(NYM) |
Jul10 |
100617 |
211.91 |
215.10 |
210.02 |
214.74 |
+3.73 |
41,851 |
54,139 |
-3,147 |
Aug10 |
100617 |
212.63 |
216.56 |
211.72 |
216.21 |
+3.53 |
17,430 |
67,025 |
+1,450 |
Sep10 |
100617 |
214.85 |
218.47 |
214.02 |
218.08 |
+3.10 |
9,404 |
39,542 |
+869 |
Oct10 |
100617 |
219.26 |
220.58 |
218.70 |
220.22 |
+2.86 |
3,033 |
24,062 |
+186 |
Nov10 |
100617 |
219.34 |
222.88 |
219.34 |
222.43 |
+2.70 |
1,403 |
17,124 |
+322 |
Dec10 |
100617 |
221.75 |
225.07 |
220.88 |
224.57 |
+2.59 |
10,312 |
38,862 |
-100 |
Jan11 |
100617 |
224.00 |
226.94 |
223.81 |
226.73 |
+2.52 |
1,724 |
19,551 |
+414 |
Feb11 |
100617 |
227.40 |
228.50 |
227.00 |
228.13 |
+2.38 |
859 |
8,920 |
+65 |
Mar11 |
100617 |
227.75 |
228.56 |
227.75 |
228.56 |
+2.26 |
840 |
8,823 |
+64 |
Apr11 |
100617 |
228.20 |
228.20 |
227.00 |
227.89 |
+2.14 |
567 |
5,002 |
+141 |
May11 |
100617 |
225.23 |
227.52 |
225.23 |
227.52 |
+2.05 |
400 |
4,015 |
+96 |
Jun11 |
100617 |
225.66 |
227.92 |
225.59 |
227.67 |
+2.01 |
3,068 |
18,745 |
+293 |
Total Volume and Open Interest |
93,689 |
325,894 |
+1,683 |
Gasoline(NYMEX) |
Jul10 |
100617 |
215.55 |
217.51 |
213.77 |
216.40 |
+1.88 |
45,158 |
54,109 |
-7,060 |
Aug10 |
100617 |
214.50 |
216.52 |
213.10 |
215.47 |
+1.66 |
27,048 |
59,949 |
+1,034 |
Sep10 |
100617 |
213.06 |
215.67 |
212.60 |
214.69 |
+1.56 |
12,585 |
45,761 |
-23 |
Oct10 |
100617 |
203.24 |
204.32 |
202.37 |
203.45 |
+1.03 |
6,042 |
22,291 |
+265 |
Nov10 |
100617 |
201.60 |
203.52 |
201.60 |
202.47 |
+0.81 |
3,478 |
21,034 |
+576 |
Dec10 |
100617 |
202.25 |
204.21 |
202.00 |
203.00 |
+0.75 |
4,009 |
15,890 |
-433 |
Jan11 |
100617 |
204.57 |
204.93 |
204.05 |
204.79 |
+0.69 |
520 |
6,238 |
+179 |
Feb11 |
100617 |
206.88 |
206.88 |
206.88 |
206.88 |
+0.65 |
326 |
1,978 |
-84 |
Mar11 |
100617 |
209.04 |
209.04 |
209.04 |
209.04 |
+0.68 |
335 |
2,742 |
-7 |
Apr11 |
100617 |
221.60 |
221.60 |
221.12 |
221.12 |
+0.60 |
263 |
3,303 |
-66 |
Total Volume and Open Interest |
101,783 |
246,480 |
-4,953 |
e-miNY RBOB Gasoline(NYM) |
Jul10 |
100617 |
216.50 |
216.50 |
216.40 |
216.40 |
+1.90 |
0 |
3 |
+0 |
Aug10 |
100617 |
215.50 |
215.50 |
215.47 |
215.50 |
+1.70 |
0 |
2 |
+0 |
Sep10 |
100617 |
214.70 |
214.70 |
214.69 |
214.70 |
+1.60 |
|
|
|
Oct10 |
100617 |
203.50 |
203.50 |
203.45 |
203.50 |
+1.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
12 |
+0 |
Natural Gas(NYM) |
Jul10 |
100617 |
5.012 |
5.178 |
4.980 |
5.162 |
+0.184 |
139,488 |
104,299 |
-19,156 |
Aug10 |
100617 |
5.059 |
5.226 |
5.032 |
5.212 |
+0.181 |
61,139 |
101,226 |
+7,388 |
Sep10 |
100617 |
5.117 |
5.255 |
5.072 |
5.241 |
+0.170 |
28,340 |
128,959 |
+3,321 |
Oct10 |
100617 |
5.175 |
5.300 |
5.126 |
5.299 |
+0.161 |
33,252 |
94,708 |
-680 |
Nov10 |
100617 |
5.432 |
5.510 |
5.360 |
5.500 |
+0.130 |
12,410 |
33,363 |
-160 |
Dec10 |
100617 |
5.699 |
5.740 |
5.617 |
5.727 |
+0.091 |
9,146 |
37,760 |
-898 |
Jan11 |
100617 |
5.860 |
5.907 |
5.795 |
5.897 |
+0.086 |
15,215 |
49,592 |
+201 |
Feb11 |
100617 |
5.798 |
5.831 |
5.732 |
5.827 |
+0.078 |
2,518 |
18,055 |
+633 |
Mar11 |
100617 |
5.675 |
5.710 |
5.630 |
5.709 |
+0.080 |
13,301 |
53,658 |
+3,218 |
Apr11 |
100617 |
5.286 |
5.336 |
5.254 |
5.329 |
+0.068 |
10,897 |
38,482 |
-1,401 |
May11 |
100617 |
5.300 |
5.339 |
5.275 |
5.339 |
+0.065 |
2,104 |
20,222 |
-667 |
Jun11 |
100617 |
5.375 |
5.376 |
5.320 |
5.376 |
+0.062 |
1,083 |
9,217 |
-282 |
Jul11 |
100617 |
5.402 |
5.426 |
5.363 |
5.426 |
+0.062 |
283 |
5,385 |
+27 |
Aug11 |
100617 |
5.460 |
5.468 |
5.460 |
5.468 |
+0.064 |
212 |
5,500 |
+0 |
Sep11 |
100617 |
5.460 |
5.498 |
5.440 |
5.498 |
+0.064 |
229 |
5,424 |
+75 |
Oct11 |
100617 |
5.545 |
5.579 |
5.515 |
5.577 |
+0.063 |
1,504 |
19,257 |
-304 |
Total Volume and Open Interest |
334,585 |
832,563 |
-9,061 |
Brent Crude Oil(ICE) |
Aug10 |
100617 |
78.10 |
79.10 |
77.64 |
78.68 |
+0.54 |
177,069 |
222,583 |
-883 |
Sep10 |
100617 |
78.50 |
79.59 |
78.22 |
79.14 |
+0.46 |
62,684 |
109,688 |
+2,849 |
Oct10 |
100617 |
79.04 |
80.08 |
78.77 |
79.64 |
+0.41 |
23,612 |
45,958 |
+2,264 |
Nov10 |
100617 |
79.59 |
80.58 |
79.32 |
80.10 |
+0.35 |
11,354 |
22,062 |
-501 |
Dec10 |
100617 |
80.08 |
81.09 |
79.80 |
80.54 |
+0.31 |
27,105 |
105,193 |
+565 |
Jan11 |
100617 |
80.58 |
81.39 |
80.40 |
80.98 |
+0.31 |
4,602 |
22,845 |
+630 |
Feb11 |
100617 |
81.01 |
81.82 |
81.01 |
81.41 |
+0.30 |
2,812 |
14,548 |
+246 |
Mar11 |
100617 |
81.45 |
82.25 |
81.45 |
81.85 |
+0.30 |
1,971 |
10,278 |
+182 |
Apr11 |
100617 |
82.10 |
82.67 |
82.10 |
82.28 |
+0.29 |
1,237 |
6,509 |
+186 |
May11 |
100617 |
82.85 |
82.85 |
82.50 |
82.68 |
+0.29 |
1,300 |
15,308 |
-132 |
Jun11 |
100617 |
82.69 |
83.40 |
82.55 |
83.04 |
+0.29 |
3,580 |
24,357 |
+332 |
Jul11 |
100617 |
83.39 |
83.39 |
83.39 |
83.39 |
+0.31 |
701 |
7,576 |
-353 |
Aug11 |
100617 |
83.65 |
83.65 |
83.65 |
83.65 |
+0.32 |
486 |
3,701 |
+3 |
Sep11 |
100617 |
83.83 |
83.83 |
83.83 |
83.83 |
+0.30 |
329 |
3,019 |
-109 |
Total Volume and Open Interest |
329,544 |
718,089 |
-20,829 |
Gas Oil(ICE) |
Jul10 |
100617 |
672.25 |
686.25 |
668.75 |
684.25 |
+21.50 |
54,674 |
120,991 |
-212 |
Aug10 |
100617 |
673.75 |
686.75 |
670.50 |
684.75 |
+20.25 |
53,733 |
80,529 |
-2,320 |
Sep10 |
100617 |
676.75 |
689.25 |
673.75 |
687.25 |
+19.75 |
22,375 |
59,482 |
-1,487 |
Oct10 |
100617 |
680.25 |
691.75 |
677.25 |
690.00 |
+19.00 |
13,193 |
36,650 |
+1,014 |
Nov10 |
100617 |
681.75 |
694.00 |
681.75 |
692.50 |
+18.00 |
11,026 |
28,122 |
+1,184 |
Dec10 |
100617 |
687.00 |
697.75 |
683.00 |
695.25 |
+17.25 |
27,529 |
97,900 |
+2,523 |
Jan11 |
100617 |
690.25 |
699.75 |
690.00 |
698.50 |
+16.75 |
5,135 |
31,558 |
+1,556 |
Feb11 |
100617 |
698.00 |
703.50 |
698.00 |
701.75 |
+16.25 |
2,211 |
15,712 |
+486 |
Mar11 |
100617 |
703.00 |
705.00 |
703.00 |
704.50 |
+15.50 |
2,044 |
12,954 |
+31 |
Apr11 |
100617 |
704.50 |
708.25 |
704.50 |
707.25 |
+15.00 |
1,442 |
13,076 |
-10 |
Total Volume and Open Interest |
205,240 |
602,115 |
+4,721 |
Ethanol(CBOT) |
Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
Jul10 |
100617 |
1.617 |
1.622 |
1.616 |
1.620 |
+0.003 |
185 |
878 |
-2 |
Aug10 |
100617 |
1.609 |
1.618 |
1.608 |
1.617 |
+0.003 |
60 |
1,263 |
-14 |
Sep10 |
100617 |
1.597 |
1.603 |
1.597 |
1.598 |
+0.002 |
13 |
929 |
-6 |
Oct10 |
100617 |
1.600 |
1.604 |
1.597 |
1.599 |
+0.004 |
19 |
976 |
+6 |
Nov10 |
100617 |
1.605 |
1.605 |
1.605 |
1.605 |
+0.006 |
34 |
841 |
+3 |
Dec10 |
100617 |
1.613 |
1.620 |
1.607 |
1.608 |
+0.006 |
34 |
1,706 |
+32 |
Jan11 |
100617 |
1.615 |
1.615 |
1.610 |
1.610 |
+0.005 |
33 |
1,281 |
+20 |
Total Volume and Open Interest |
550 |
11,500 |
+156 |
US Dollar Index(ICE) |
Sep10 |
100617 |
86.485 |
86.810 |
85.795 |
85.982 |
-0.403 |
15,943 |
31,807 |
-551 |
Dec10 |
100617 |
86.610 |
86.610 |
86.190 |
86.300 |
-0.435 |
0 |
522 |
+0 |
Mar11 |
100617 |
86.590 |
86.590 |
86.590 |
86.590 |
-0.435 |
|
|
|
Total Volume and Open Interest |
15,943 |
32,329 |
-551 |
Australian Dollar(CME) |
Sep10 |
100617 |
85.34 |
86.03 |
84.97 |
85.79 |
+0.17 |
84,352 |
57,291 |
+1,229 |
Dec10 |
100617 |
84.78 |
85.00 |
84.50 |
84.89 |
+0.17 |
19 |
352 |
-11 |
Mar11 |
100617 |
84.02 |
84.02 |
83.85 |
84.02 |
+0.17 |
|
|
|
Total Volume and Open Interest |
84,372 |
57,653 |
+1,218 |
British Pound(CME) |
Sep10 |
100617 |
147.24 |
148.42 |
146.45 |
148.11 |
+0.16 |
112,463 |
119,219 |
-1,393 |
Dec10 |
100617 |
146.98 |
148.27 |
146.55 |
148.13 |
+0.16 |
18 |
79 |
-3 |
Mar11 |
100617 |
148.13 |
148.13 |
147.98 |
148.13 |
+0.15 |
0 |
3 |
+0 |
Total Volume and Open Interest |
112,481 |
119,301 |
-1,396 |
Canadian Dollar(CME) |
Sep10 |
100617 |
97.46 |
97.74 |
96.65 |
97.20 |
-0.38 |
69,948 |
79,007 |
+3,319 |
Dec10 |
100617 |
97.01 |
97.53 |
96.57 |
97.09 |
-0.37 |
111 |
2,884 |
+57 |
Mar11 |
100617 |
96.81 |
97.25 |
96.81 |
96.91 |
-0.34 |
3 |
312 |
-24 |
Jun11 |
100617 |
96.69 |
97.03 |
96.69 |
96.69 |
-0.34 |
3 |
145 |
+3 |
Total Volume and Open Interest |
70,065 |
82,357 |
-42,497 |
Japanese Yen(CME) |
Sep10 |
100617 |
109.57 |
110.64 |
109.50 |
110.29 |
+0.78 |
116,232 |
82,079 |
+2,633 |
Dec10 |
100617 |
109.99 |
110.78 |
109.71 |
110.49 |
+0.78 |
5 |
136 |
+0 |
Mar11 |
100617 |
110.73 |
110.73 |
109.95 |
110.73 |
+0.78 |
0 |
2 |
+0 |
Total Volume and Open Interest |
116,237 |
82,217 |
+2,633 |
Swiss Franc(CME) |
Sep10 |
100617 |
88.53 |
90.30 |
88.42 |
90.04 |
+1.29 |
49,590 |
44,076 |
-693 |
Dec10 |
100617 |
89.34 |
90.26 |
88.97 |
90.26 |
+1.29 |
0 |
13 |
+0 |
Mar11 |
100617 |
90.50 |
90.50 |
89.21 |
90.50 |
+1.29 |
0 |
2 |
+0 |
Total Volume and Open Interest |
49,590 |
44,092 |
-693 |
EuroFX(CME) |
Sep10 |
100617 |
123.12 |
124.23 |
122.51 |
123.87 |
+0.65 |
330,596 |
227,032 |
+1,047 |
Dec10 |
100617 |
123.05 |
124.25 |
122.66 |
123.97 |
+0.65 |
76 |
546 |
+15 |
Mar11 |
100617 |
124.07 |
124.07 |
123.43 |
124.07 |
+0.64 |
0 |
50 |
+0 |
Total Volume and Open Interest |
330,675 |
227,632 |
+1,063 |
Mexican Peso(CME) |
Jul10 |
100617 |
792.8 |
792.8 |
792.5 |
792.8 |
+0.2 |
|
|
|
Aug10 |
100617 |
789.8 |
789.8 |
789.5 |
789.8 |
+0.2 |
|
|
|
Total Volume and Open Interest |
18,436 |
52,676 |
+2,395 |
30-Year T-Bonds(CBOT) |
Jun10 |
100617 |
124~060 |
125~010 |
123~180 |
124~290 |
+1~070 |
3,493 |
18,419 |
-1,985 |
Sep10 |
100617 |
123~140 |
124~180 |
122~300 |
124~130 |
+1~090 |
229,683 |
643,895 |
-4,512 |
Dec10 |
100617 |
122~180 |
123~050 |
121~240 |
123~010 |
+1~090 |
164 |
543 |
+151 |
Total Volume and Open Interest |
233,340 |
662,857 |
-6,346 |
10-Year T-Notes(CBOT) |
Jun10 |
100617 |
121~050 |
121~210 |
120~255 |
121~175 |
+0~210 |
16,707 |
37,013 |
-7,080 |
Sep10 |
100617 |
120~075 |
120~270 |
119~300 |
120~230 |
+0~210 |
969,306 |
1,727,648 |
+515 |
Dec10 |
100617 |
119~085 |
119~220 |
118~310 |
119~200 |
+0~210 |
1 |
118 |
+1 |
Total Volume and Open Interest |
986,014 |
1,764,800 |
-6,564 |
5-Year T-Notes(CBOT) |
Jun10 |
100617 |
59~005 |
59~005 |
59~005 |
59~005 |
-58~091 |
8,125 |
40,035 |
+40,035 |
Sep10 |
100617 |
117~003 |
117~052 |
116~113 |
117~040 |
+0~048 |
364,091 |
900,183 |
-1,289 |
Dec10 |
100617 |
116~032 |
116~032 |
115~112 |
116~032 |
+0~048 |
0 |
2 |
+0 |
Total Volume and Open Interest |
372,216 |
940,220 |
-4,810 |
2 Year T-Notes(CBOT) |
Jun10 |
100617 |
54~092 |
54~092 |
54~092 |
54~092 |
+0~004 |
|
|
|
Sep10 |
100617 |
109~017 |
109~027 |
109~014 |
109~025 |
+0~011 |
138,131 |
875,993 |
+264 |
Dec10 |
100617 |
108~115 |
108~115 |
108~105 |
108~115 |
+0~010 |
0 |
26 |
+0 |
Total Volume and Open Interest |
140,147 |
884,456 |
-953 |
Eurodollars(CME) |
Sep10 |
100617 |
99.290 |
99.305 |
99.270 |
99.290 |
unch |
223,226 |
1,025,130 |
+27,206 |
Dec10 |
100617 |
99.185 |
99.215 |
99.170 |
99.190 |
unch |
147,010 |
1,093,809 |
+5,334 |
Mar11 |
100617 |
99.085 |
99.130 |
99.065 |
99.105 |
+0.020 |
158,692 |
865,937 |
-10,197 |
Jun11 |
100617 |
98.915 |
98.975 |
98.890 |
98.955 |
+0.040 |
185,214 |
822,226 |
-3,363 |
Sep11 |
100617 |
98.695 |
98.780 |
98.685 |
98.765 |
+0.060 |
195,431 |
818,386 |
+25,717 |
Dec11 |
100617 |
98.445 |
98.535 |
98.425 |
98.520 |
+0.075 |
141,447 |
578,526 |
+7,545 |
Mar12 |
100617 |
98.205 |
98.300 |
98.180 |
98.285 |
+0.085 |
114,813 |
427,652 |
-5,428 |
Jun12 |
100617 |
97.935 |
98.045 |
97.915 |
98.030 |
+0.100 |
93,067 |
283,722 |
-3,170 |
Sep12 |
100617 |
97.680 |
97.795 |
97.655 |
97.780 |
+0.115 |
52,044 |
194,922 |
+2,114 |
Dec12 |
100617 |
97.425 |
97.545 |
97.395 |
97.530 |
+0.125 |
31,552 |
151,734 |
+1,541 |
Mar13 |
100617 |
97.195 |
97.325 |
97.170 |
97.310 |
+0.130 |
29,564 |
144,953 |
+1,468 |
Jun13 |
100617 |
96.985 |
97.095 |
96.940 |
97.080 |
+0.130 |
23,456 |
91,528 |
+1,192 |
Sep13 |
100617 |
96.765 |
96.890 |
96.730 |
96.870 |
+0.130 |
9,295 |
77,900 |
-600 |
Dec13 |
100617 |
96.550 |
96.680 |
96.525 |
96.660 |
+0.130 |
5,321 |
39,088 |
-709 |
Mar14 |
100617 |
96.400 |
96.510 |
96.365 |
96.495 |
+0.130 |
4,432 |
42,828 |
-275 |
Jun14 |
100617 |
96.215 |
96.340 |
96.190 |
96.325 |
+0.130 |
4,207 |
33,492 |
-602 |
Sep14 |
100617 |
96.075 |
96.185 |
96.050 |
96.175 |
+0.135 |
3,402 |
23,334 |
-234 |
Dec14 |
100617 |
95.920 |
96.030 |
95.895 |
96.020 |
+0.135 |
2,352 |
42,105 |
+273 |
Total Volume and Open Interest |
1,461,485 |
6,922,716 |
+57,735 |
30 Day Federal Funds(CBOT) |
Jun10 |
100617 |
99.810 |
99.815 |
99.808 |
99.810 |
unch |
3,806 |
70,021 |
+62 |
Jul10 |
100617 |
99.795 |
99.800 |
99.785 |
99.790 |
unch |
4,487 |
53,760 |
+93 |
Aug10 |
100617 |
99.780 |
99.790 |
99.775 |
99.780 |
unch |
6,627 |
78,274 |
+204 |
Sep10 |
100617 |
99.770 |
99.775 |
99.765 |
99.770 |
unch |
6,768 |
48,294 |
+145 |
Oct10 |
100617 |
99.755 |
99.760 |
99.755 |
99.755 |
unch |
3,398 |
68,089 |
-219 |
Nov10 |
100617 |
99.730 |
99.745 |
99.730 |
99.735 |
+0.005 |
4,035 |
85,327 |
+2,939 |
Total Volume and Open Interest |
44,748 |
649,324 |
+6,131 |
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 |
100617 |
99.643 |
99.643 |
99.643 |
99.643 |
+0.003 |
0 |
342 |
+0 |
Mar11 |
100617 |
99.647 |
99.647 |
99.647 |
99.647 |
+0.003 |
0 |
167 |
+0 |
Jun11 |
100617 |
99.637 |
99.637 |
99.637 |
99.637 |
+0.002 |
|
|
|
Sep11 |
100617 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
|
|
|
Dec11 |
100617 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
|
|
|
Mar12 |
100617 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.005 |
|
|
|
Jun12 |
100617 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
|
|
|
Sep12 |
100617 |
99.710 |
99.710 |
99.710 |
99.710 |
+0.005 |
|
|
|
Dec12 |
100617 |
99.405 |
99.405 |
99.405 |
99.405 |
+0.005 |
|
|
|
Total Volume and Open Interest |
108 |
1,648 |
+108 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100617 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
271 |
4,413 |
+21 |
Dec10 |
100617 |
99.65 |
99.65 |
99.64 |
99.64 |
+0.00 |
158 |
1,472 |
+0 |
Mar11 |
100617 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
200 |
2,010 |
+0 |
Jun11 |
100617 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
160 |
460 |
+0 |
Sep11 |
100617 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
0 |
53 |
+0 |
Dec11 |
100617 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
103 |
+0 |
Mar12 |
100617 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.00 |
0 |
305 |
+0 |
Jun12 |
100617 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
754 |
+0 |
Total Volume and Open Interest |
789 |
9,882 |
+21 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100616 |
140.35 |
140.38 |
140.21 |
140.34 |
-0.02 |
1,969 |
19,974 |
-342 |
Dec10 |
100617 |
138.28 |
138.28 |
138.28 |
138.28 |
+0.03 |
|
|
|
Mar11 |
100617 |
136.19 |
136.19 |
136.19 |
136.19 |
+0.03 |
|
|
|
Total Volume and Open Interest |
2,072 |
20,138 |
-130 |
Euro-Bund(EUREX) |
Sep10 |
100617 |
128.40 |
128.54 |
127.89 |
128.36 |
+0.03 |
1,008,703 |
909,542 |
+7,250 |
Dec10 |
100617 |
126.51 |
126.94 |
126.50 |
126.86 |
+0.03 |
94 |
40 |
+8 |
Mar11 |
100617 |
126.86 |
126.86 |
126.86 |
126.86 |
+0.03 |
|
|
|
Total Volume and Open Interest |
1,008,797 |
909,582 |
+7,258 |
Euro-Bobl(EUREX) |
Sep10 |
100617 |
120.56 |
120.63 |
120.21 |
120.49 |
-0.03 |
451,163 |
720,037 |
+4,015 |
Dec10 |
100617 |
119.07 |
119.07 |
119.07 |
119.07 |
-0.03 |
0 |
10 |
+0 |
Mar11 |
100617 |
118.19 |
118.19 |
118.19 |
118.19 |
-0.03 |
|
|
|
Total Volume and Open Interest |
451,163 |
720,047 |
+4,015 |
3-Mth Euribor(EUREX) |
Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
Sep10 |
100617 |
99.115 |
99.120 |
99.100 |
99.100 |
-0.025 |
235 |
4,881 |
+88 |
Dec10 |
100617 |
99.035 |
99.040 |
99.015 |
99.015 |
-0.040 |
101 |
3,029 |
+77 |
Total Volume and Open Interest |
624 |
13,887 |
+282 |
Long Gilt(LIFFE) |
Jun10 |
100617 |
120~21 |
121~03 |
120~19 |
120~29 |
+0~15 |
163 |
6,548 |
-63 |
Sep10 |
100617 |
119~09 |
119~27 |
119~01 |
119~17 |
+0~15 |
80,863 |
274,168 |
+2,211 |
Total Volume and Open Interest |
81,026 |
280,716 |
+2,148 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100617 |
99.13 |
99.13 |
99.10 |
99.12 |
-0.01 |
57,299 |
388,074 |
+6,062 |
Dec10 |
100617 |
98.98 |
99.00 |
98.95 |
98.98 |
-0.01 |
54,221 |
373,006 |
+6,906 |
Mar11 |
100617 |
98.85 |
98.88 |
98.81 |
98.86 |
unch |
62,480 |
249,443 |
+1,771 |
Jun11 |
100617 |
98.67 |
98.73 |
98.63 |
98.70 |
+0.02 |
108,368 |
289,258 |
-12,220 |
Sep11 |
100617 |
98.48 |
98.54 |
98.43 |
98.51 |
+0.03 |
88,698 |
265,266 |
+8,427 |
Dec11 |
100617 |
98.24 |
98.30 |
98.18 |
98.27 |
+0.04 |
49,832 |
225,585 |
+8,299 |
Total Volume and Open Interest |
483,835 |
2,495,945 |
+11,376 |
3-Mth Euribor(LIFFE) |
Sep10 |
100617 |
99.115 |
99.125 |
99.090 |
99.100 |
-0.025 |
127,419 |
623,586 |
+4,805 |
Dec10 |
100617 |
99.055 |
99.055 |
99.000 |
99.015 |
-0.040 |
121,704 |
531,306 |
-18,304 |
Mar11 |
100617 |
99.000 |
99.005 |
98.955 |
98.970 |
-0.035 |
103,815 |
508,146 |
+5,440 |
Total Volume and Open Interest |
773,922 |
3,290,876 |
+12,888 |
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 |
100617 |
95.08 |
95.10 |
95.07 |
95.09 |
unch |
22,511 |
258,509 |
-2,486 |
Dec10 |
100617 |
95.03 |
95.06 |
95.02 |
95.03 |
unch |
15,152 |
144,726 |
+1,788 |
Mar11 |
100617 |
94.95 |
94.99 |
94.92 |
94.97 |
+0.03 |
7,102 |
68,253 |
+192 |
Jun11 |
100617 |
94.84 |
94.90 |
94.84 |
94.87 |
+0.03 |
2,718 |
45,982 |
-1,154 |
Sep11 |
100617 |
94.75 |
94.79 |
94.75 |
94.77 |
+0.03 |
2,072 |
31,041 |
-695 |
Dec11 |
100617 |
94.67 |
94.70 |
94.66 |
94.69 |
+0.04 |
1,731 |
23,609 |
-556 |
Mar12 |
100617 |
94.61 |
94.63 |
94.61 |
94.62 |
+0.03 |
2,493 |
21,124 |
+1,418 |
Jun12 |
100617 |
94.59 |
94.62 |
94.59 |
94.60 |
+0.04 |
1,434 |
6,111 |
+1,086 |
Sep12 |
100617 |
94.58 |
94.59 |
94.58 |
94.59 |
+0.03 |
10 |
3,157 |
+10 |
Total Volume and Open Interest |
55,233 |
604,475 |
-410 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100617 |
94.56 |
94.63 |
94.53 |
94.62 |
+0.06 |
35,133 |
301,961 |
+8,501 |
Dec10 |
100617 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.06 |
|
|
|
Total Volume and Open Interest |
35,133 |
301,961 |
|
3-Year Aus T-Bonds(SFE) |
Sep10 |
100617 |
95.07 |
95.15 |
95.06 |
95.12 |
+0.05 |
78,972 |
398,636 |
+12,685 |
Dec10 |
100617 |
95.07 |
95.07 |
95.07 |
95.07 |
+0.05 |
|
|
|
Total Volume and Open Interest |
78,972 |
398,636 |
|
Gold(CMX) |
Jun10 |
100617 |
1233.9 |
1251.1 |
1233.9 |
1247.5 |
+18.2 |
251 |
777 |
+4 |
Aug10 |
100617 |
1231.6 |
1252.8 |
1231.0 |
1248.7 |
+18.2 |
104,401 |
352,840 |
+6,254 |
Oct10 |
100617 |
1236.1 |
1253.3 |
1235.0 |
1250.7 |
+18.1 |
2,914 |
23,840 |
+181 |
Dec10 |
100617 |
1236.4 |
1256.6 |
1236.4 |
1252.8 |
+18.1 |
11,899 |
73,266 |
-35 |
Feb11 |
100617 |
1241.2 |
1257.2 |
1241.2 |
1254.8 |
+18.0 |
2,652 |
22,562 |
+2,360 |
Apr11 |
100617 |
1255.6 |
1256.7 |
1254.7 |
1256.7 |
+17.8 |
879 |
16,013 |
+388 |
Jun11 |
100617 |
588.1 |
604.7 |
588.1 |
603.5 |
+17.6 |
544 |
13,467 |
+305 |
Aug11 |
100617 |
1261.3 |
1261.3 |
1261.3 |
1261.3 |
+17.4 |
991 |
5,392 |
+821 |
Oct11 |
100617 |
1264.3 |
1264.3 |
1264.3 |
1264.3 |
+17.3 |
0 |
7,253 |
+0 |
Dec11 |
100617 |
1264.5 |
1267.8 |
1264.5 |
1267.3 |
+17.2 |
4,866 |
12,887 |
-3,885 |
Feb12 |
100617 |
1270.9 |
1270.9 |
1270.9 |
1270.9 |
+17.1 |
100 |
3,727 |
-100 |
Apr12 |
100617 |
1274.7 |
1274.7 |
1274.7 |
1274.7 |
+16.8 |
200 |
3,926 |
+196 |
Total Volume and Open Interest |
142,741 |
569,204 |
+3,460 |
Silver(CMX) |
Jul10 |
100617 |
1845.0 |
1888.0 |
1831.5 |
1877.6 |
+33.5 |
23,705 |
50,016 |
-745 |
Sep10 |
100617 |
1848.5 |
1892.5 |
1837.0 |
1882.2 |
+33.6 |
5,405 |
34,987 |
+2,395 |
Dec10 |
100617 |
1855.0 |
1897.0 |
1851.0 |
1888.7 |
+33.6 |
2,188 |
18,139 |
+878 |
Mar11 |
100617 |
1866.0 |
1892.9 |
1866.0 |
1892.9 |
+33.5 |
53 |
9,363 |
+33 |
May11 |
100617 |
1895.0 |
1895.0 |
1895.0 |
1895.0 |
+33.4 |
12 |
7,109 |
+12 |
Jul11 |
100617 |
1871.0 |
1901.0 |
1871.0 |
1897.0 |
+33.2 |
41 |
4,741 |
+26 |
Sep11 |
100617 |
1858.5 |
1899.0 |
1858.5 |
1899.0 |
+33.2 |
2 |
279 |
-300 |
Total Volume and Open Interest |
32,119 |
131,070 |
+2,190 |
Platinum(NYMEX) |
Jul10 |
100617 |
1567.6 |
1579.5 |
1563.6 |
1572.0 |
+4.5 |
4,569 |
17,382 |
-1,353 |
Oct10 |
100617 |
1575.6 |
1587.5 |
1574.0 |
1580.6 |
+4.3 |
1,552 |
12,776 |
+1,450 |
Jan11 |
100617 |
1584.5 |
1585.0 |
1584.5 |
1585.0 |
+4.7 |
0 |
396 |
+0 |
Apr11 |
100617 |
1585.0 |
1585.0 |
1585.0 |
1585.0 |
+4.7 |
0 |
3 |
+0 |
Total Volume and Open Interest |
6,223 |
30,659 |
+197 |
Palladium(NYMEX) |
Jun10 |
100617 |
480.85 |
481.60 |
480.35 |
480.35 |
+6.05 |
30 |
111 |
-8 |
Sep10 |
100617 |
475.95 |
484.00 |
468.30 |
481.25 |
+6.05 |
1,369 |
20,948 |
+117 |
Dec10 |
100617 |
485.05 |
485.05 |
482.30 |
482.30 |
+6.00 |
1 |
382 |
+1 |
Total Volume and Open Interest |
1,404 |
21,509 |
+105 |
Copper(CMX) |
Jul10 |
100617 |
298.85 |
299.45 |
288.95 |
290.55 |
-9.00 |
29,010 |
37,110 |
-4,627 |
Sep10 |
100617 |
300.90 |
301.30 |
290.70 |
292.40 |
-8.95 |
10,794 |
59,380 |
+2,779 |
Dec10 |
100617 |
300.00 |
300.00 |
293.50 |
294.75 |
-8.95 |
2,424 |
17,646 |
+802 |
Mar11 |
100617 |
295.75 |
296.15 |
295.65 |
296.15 |
-8.90 |
353 |
8,772 |
+141 |
May11 |
100617 |
301.00 |
301.00 |
297.00 |
297.00 |
-8.80 |
1 |
1,322 |
+0 |
Total Volume and Open Interest |
43,630 |
137,265 |
-825 |
DJIA Index(CBOT) |
Jun10 |
100617 |
10376 |
10441 |
10335 |
10435 |
+32 |
2,961 |
11,463 |
-1,543 |
Sep10 |
100617 |
10318 |
10400 |
10265 |
10376 |
+32 |
2,870 |
4,530 |
+2,329 |
Dec10 |
100617 |
10327 |
10332 |
10293 |
10318 |
+25 |
1 |
3 |
+0 |
Mar11 |
100617 |
10267 |
10267 |
10235 |
10267 |
+32 |
|
|
|
Total Volume and Open Interest |
5,832 |
15,996 |
+786 |
S & P 500(CME) |
Jun10 |
100617 |
1118.00 |
1118.00 |
1106.00 |
1116.30 |
+2.40 |
68,975 |
177,191 |
-27,669 |
Sep10 |
100617 |
1109.60 |
1117.10 |
1101.00 |
1111.70 |
+2.10 |
72,441 |
264,931 |
+42,206 |
Dec10 |
100617 |
1107.30 |
1109.30 |
1098.30 |
1107.30 |
+2.00 |
7 |
4,379 |
-1 |
Mar11 |
100617 |
1103.40 |
1105.40 |
1094.40 |
1103.40 |
+2.00 |
0 |
476 |
+0 |
Total Volume and Open Interest |
141,423 |
447,022 |
+14,536 |
S & P 500 E-Mini(Globex) |
Jun10 |
100617 |
1114.00 |
1122.50 |
1105.50 |
1116.25 |
+2.25 |
796,631 |
1,223,025 |
-259,900 |
Sep10 |
100617 |
1110.00 |
1117.50 |
1100.75 |
1111.75 |
+2.25 |
2,694,530 |
2,199,082 |
+324,269 |
Total Volume and Open Interest |
3,491,324 |
3,426,436 |
+64,321 |
NASDAQ 100(CME) |
Jun10 |
100617 |
1905.50 |
1914.00 |
1895.00 |
1910.50 |
+3.50 |
2,686 |
24,757 |
-307 |
Sep10 |
100617 |
1903.30 |
1916.50 |
1893.00 |
1909.50 |
+3.50 |
2,325 |
5,370 |
+1,092 |
Dec10 |
100617 |
1906.50 |
1906.80 |
1906.50 |
1906.50 |
+3.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,011 |
30,128 |
+785 |
NASDAQ 100 E-Mini(Globex) |
Jun10 |
100617 |
1906.80 |
1918.80 |
1894.00 |
1910.50 |
+3.50 |
76,687 |
247,074 |
-25,647 |
Sep10 |
100617 |
1905.50 |
1918.30 |
1892.80 |
1909.50 |
+3.50 |
349,007 |
211,383 |
+61,567 |
Total Volume and Open Interest |
425,703 |
458,495 |
+35,919 |
S & P Midcap 400(CME) |
Jun10 |
100617 |
776.50 |
776.50 |
770.00 |
776.50 |
-1.00 |
333 |
4,375 |
-277 |
Sep10 |
100617 |
774.60 |
778.45 |
768.00 |
774.60 |
-0.90 |
308 |
1,153 |
+179 |
Dec10 |
100617 |
772.60 |
772.60 |
772.50 |
772.60 |
-0.90 |
|
|
|
Total Volume and Open Interest |
641 |
5,528 |
-98 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100617 |
10090 |
10155 |
9990 |
10080 |
-60 |
8,264 |
30,572 |
+1,324 |
Dec10 |
100617 |
10080 |
10080 |
10080 |
10080 |
-60 |
|
|
|
Total Volume and Open Interest |
8,264 |
30,572 |
+1,324 |
Nikkei 225(SGX) |
Sep10 |
100617 |
10080 |
10110 |
9980 |
10005 |
-70 |
64,438 |
137,234 |
+6,862 |
Dec10 |
100617 |
9950 |
9955 |
9950 |
9955 |
-75 |
50 |
1,777 |
+0 |
Mar11 |
100617 |
9955 |
9955 |
9955 |
9955 |
-70 |
0 |
41 |
+0 |
Total Volume and Open Interest |
64,596 |
151,804 |
+7,167 |
CAC 40(EURONEXT) |
Jun10 |
100617 |
3676.0 |
3717.5 |
3661.0 |
3683.5 |
+8.0 |
294,456 |
543,854 |
+34,614 |
Jul10 |
100617 |
3668.0 |
3713.0 |
3656.5 |
3679.5 |
+8.0 |
127,105 |
156,210 |
+101,314 |
Aug10 |
100617 |
3671.5 |
3680.0 |
3671.5 |
3680.0 |
+8.5 |
10 |
756 |
+10 |
Total Volume and Open Interest |
431,682 |
730,356 |
+146,191 |
Hang Seng Index(HKFE) |
Jun10 |
100617 |
20196 |
20220 |
20077 |
20192 |
+47 |
41,076 |
78,300 |
-896 |
Jul10 |
100617 |
20144 |
20166 |
20030 |
20135 |
+45 |
617 |
2,100 |
+82 |
Total Volume and Open Interest |
41,889 |
82,958 |
-756 |
DAX(EUREX) |
Jun10 |
100617 |
6181.5 |
6243.5 |
6166.5 |
6218.5 |
+26.5 |
200,807 |
138,222 |
-24,651 |
Sep10 |
100617 |
6191.0 |
6249.0 |
6171.5 |
6224.0 |
+27.0 |
58,533 |
76,202 |
+31,767 |
Dec10 |
100617 |
6191.5 |
6255.0 |
6179.5 |
6231.5 |
+27.0 |
6,506 |
7,114 |
-65 |
Total Volume and Open Interest |
265,846 |
221,538 |
+7,051 |
FT-SE 100(EURONEXT) |
Jun10 |
100617 |
5240.00 |
5296.00 |
5235.00 |
5248.50 |
+7.00 |
310,561 |
421,581 |
-89,424 |
Sep10 |
100617 |
5208.50 |
5263.00 |
5203.00 |
5217.00 |
+9.00 |
198,100 |
463,422 |
+145,033 |
Dec10 |
100617 |
5194.00 |
5235.00 |
5184.00 |
5195.00 |
+12.00 |
37 |
4,222 |
+33 |
Total Volume and Open Interest |
508,718 |
890,112 |
+55,662 |
SPI 200(SFE) |
Jun10 |
100617 |
4556.0 |
4579.0 |
4534.0 |
4553.0 |
-7.0 |
96,984 |
152,759 |
-89,413 |
Sep10 |
100617 |
4546.0 |
4572.0 |
4505.0 |
4532.0 |
-22.0 |
73,576 |
195,329 |
+55,473 |
Dec10 |
100617 |
4553.0 |
4553.0 |
4553.0 |
4553.0 |
-18.0 |
3 |
3,011 |
-1 |
Total Volume and Open Interest |
170,579 |
352,769 |
-33,941 |
GSCI(CME) |
Jul10 |
100617 |
512.50 |
515.30 |
509.00 |
510.80 |
-1.70 |
117 |
16,539 |
-14 |
Aug10 |
100617 |
515.60 |
518.00 |
512.00 |
514.00 |
-1.50 |
2 |
0 |
+0 |
Sep10 |
100617 |
517.00 |
521.00 |
516.00 |
517.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
119 |
16,539 |
-4,188 |
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. |
|
|