|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon June 21, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100621 |
965.25 |
972.00 |
958.75 |
963.25 |
+2.25 |
53,904 |
105,437 |
-5,432 |
Aug10 |
100621 |
955.50 |
964.50 |
952.25 |
956.75 |
+5.75 |
14,236 |
36,419 |
+1,730 |
Sep10 |
100621 |
943.00 |
952.25 |
940.50 |
944.00 |
+6.25 |
3,363 |
13,477 |
+794 |
Nov10 |
100621 |
934.75 |
947.25 |
933.00 |
939.00 |
+8.50 |
48,984 |
229,989 |
+1,716 |
Jan11 |
100621 |
942.25 |
956.00 |
942.25 |
948.00 |
+8.25 |
4,245 |
28,276 |
+834 |
Mar11 |
100621 |
948.00 |
959.25 |
945.00 |
952.25 |
+7.25 |
1,509 |
8,277 |
+334 |
May11 |
100621 |
949.00 |
959.00 |
945.75 |
952.50 |
+6.75 |
1,012 |
9,070 |
+237 |
Total Volume and Open Interest |
130,627 |
462,439 |
+177 |
Soybean Meal(CBOT) |
Jul10 |
100621 |
289.40 |
292.80 |
286.20 |
288.90 |
-0.50 |
23,276 |
56,435 |
-4,310 |
Aug10 |
100621 |
281.00 |
285.50 |
280.00 |
282.40 |
+0.80 |
12,223 |
29,325 |
+815 |
Sep10 |
100621 |
275.00 |
278.60 |
274.00 |
274.90 |
+0.50 |
4,593 |
17,695 |
+945 |
Oct10 |
100621 |
266.00 |
271.00 |
266.00 |
267.60 |
+1.50 |
1,099 |
10,387 |
+278 |
Dec10 |
100621 |
265.00 |
269.50 |
264.40 |
266.40 |
+1.80 |
12,523 |
56,657 |
+269 |
Jan11 |
100621 |
265.50 |
269.70 |
265.50 |
266.90 |
+1.80 |
605 |
6,387 |
+95 |
Mar11 |
100621 |
268.60 |
269.70 |
266.50 |
267.00 |
+1.50 |
460 |
4,996 |
+76 |
May11 |
100621 |
264.50 |
268.50 |
264.50 |
265.80 |
+1.50 |
722 |
3,942 |
+434 |
Total Volume and Open Interest |
56,280 |
191,680 |
-1,178 |
Soybean Oil(CBOT) |
Jul10 |
100621 |
38.07 |
38.35 |
37.97 |
38.05 |
+0.13 |
40,587 |
91,321 |
-7,886 |
Aug10 |
100621 |
38.31 |
38.54 |
38.15 |
38.22 |
+0.11 |
16,236 |
44,698 |
-478 |
Sep10 |
100621 |
38.46 |
38.78 |
38.33 |
38.39 |
+0.09 |
7,289 |
27,889 |
+1,446 |
Oct10 |
100621 |
38.73 |
38.91 |
38.55 |
38.58 |
+0.07 |
1,396 |
13,883 |
+180 |
Dec10 |
100621 |
39.15 |
39.38 |
38.95 |
39.01 |
+0.05 |
24,290 |
126,710 |
+2,366 |
Jan11 |
100621 |
39.63 |
39.63 |
39.29 |
39.30 |
+0.06 |
1,355 |
6,806 |
+602 |
Mar11 |
100621 |
39.92 |
39.93 |
39.54 |
39.59 |
+0.05 |
805 |
3,911 |
+171 |
May11 |
100621 |
40.09 |
40.09 |
39.72 |
39.82 |
+0.05 |
1,004 |
2,745 |
+623 |
Total Volume and Open Interest |
93,554 |
323,004 |
-3,093 |
Canola(WCE) |
Jul10 |
100621 |
421.9 |
428.0 |
419.0 |
420.1 |
+0.1 |
7,457 |
28,279 |
-4,715 |
Nov10 |
100621 |
419.0 |
426.9 |
416.7 |
419.0 |
+0.9 |
16,165 |
121,021 |
+4,348 |
Jan11 |
100621 |
421.2 |
426.5 |
415.9 |
417.9 |
+0.6 |
975 |
9,477 |
+2 |
Mar11 |
100621 |
412.1 |
420.5 |
412.1 |
415.4 |
+1.0 |
227 |
4,859 |
+0 |
May11 |
100621 |
419.8 |
423.1 |
413.9 |
415.9 |
+2.6 |
205 |
1,658 |
+24 |
Total Volume and Open Interest |
25,273 |
167,067 |
-240 |
Corn(CBOT) |
Jul10 |
100621 |
363.00 |
367.25 |
351.25 |
355.00 |
-5.75 |
101,835 |
262,392 |
-17,700 |
Sep10 |
100621 |
372.00 |
376.50 |
360.25 |
364.25 |
-5.75 |
54,822 |
325,596 |
+14,360 |
Dec10 |
100621 |
382.50 |
387.00 |
370.75 |
374.75 |
-5.75 |
62,735 |
421,974 |
+6,159 |
Mar11 |
100621 |
395.00 |
399.75 |
383.75 |
387.50 |
-6.00 |
6,105 |
64,780 |
+1,369 |
May11 |
100621 |
402.75 |
408.25 |
393.00 |
396.25 |
-6.25 |
3,805 |
13,583 |
+2,506 |
Jul11 |
100621 |
410.00 |
415.75 |
400.50 |
404.00 |
-6.00 |
3,418 |
41,936 |
+1,748 |
Total Volume and Open Interest |
236,273 |
1,209,013 |
+9,480 |
Wheat(CBOT) |
Jul10 |
100621 |
462.75 |
469.25 |
451.00 |
462.00 |
+0.25 |
51,215 |
93,958 |
-7,290 |
Sep10 |
100621 |
478.75 |
485.00 |
470.50 |
477.25 |
-0.50 |
38,687 |
188,299 |
+2,532 |
Dec10 |
100621 |
509.75 |
515.75 |
499.75 |
507.25 |
-1.50 |
20,594 |
101,818 |
+2,704 |
Mar11 |
100621 |
539.50 |
547.00 |
531.25 |
537.75 |
-1.75 |
4,470 |
29,486 |
+960 |
May11 |
100621 |
561.75 |
562.00 |
548.75 |
554.50 |
-1.00 |
1,130 |
9,642 |
+98 |
Total Volume and Open Interest |
119,978 |
496,424 |
-328 |
Wheat(KCBT) |
Jul10 |
100621 |
498.25 |
505.00 |
492.50 |
499.75 |
+2.50 |
10,912 |
31,166 |
-3,102 |
Sep10 |
100621 |
508.50 |
519.00 |
504.00 |
511.00 |
+2.50 |
5,602 |
42,289 |
+454 |
Dec10 |
100621 |
527.50 |
539.75 |
521.50 |
528.50 |
+2.50 |
3,726 |
46,072 |
-1,216 |
Mar11 |
100621 |
545.00 |
550.00 |
538.25 |
545.25 |
+2.00 |
1,269 |
16,575 |
-1 |
May11 |
100621 |
561.00 |
562.00 |
549.00 |
556.25 |
+1.25 |
528 |
6,880 |
-153 |
Total Volume and Open Interest |
25,632 |
175,518 |
-4,952 |
Wheat(MGE) |
Jul10 |
100621 |
538.75 |
546.75 |
533.50 |
540.25 |
+2.00 |
2,258 |
8,304 |
-803 |
Sep10 |
100621 |
549.00 |
557.50 |
544.25 |
552.25 |
+2.50 |
2,234 |
13,854 |
-235 |
Dec10 |
100621 |
571.50 |
574.25 |
559.75 |
567.25 |
+2.50 |
1,097 |
13,506 |
-23 |
Mar11 |
100621 |
581.00 |
589.00 |
576.00 |
583.25 |
+1.50 |
359 |
4,714 |
-15 |
May11 |
100621 |
592.00 |
598.00 |
585.50 |
592.50 |
+1.50 |
156 |
1,254 |
-98 |
Total Volume and Open Interest |
6,432 |
49,543 |
-1,365 |
Oats(CBOT) |
Jul10 |
100621 |
263.50 |
274.25 |
258.00 |
264.50 |
+1.50 |
1,197 |
4,774 |
-140 |
Sep10 |
100621 |
262.50 |
279.25 |
262.50 |
268.00 |
+5.00 |
310 |
4,635 |
+0 |
Dec10 |
100621 |
263.00 |
277.00 |
263.00 |
268.25 |
+5.25 |
1,502 |
6,015 |
+44 |
Mar11 |
100621 |
276.00 |
276.00 |
268.00 |
273.25 |
+5.25 |
50 |
673 |
+29 |
Total Volume and Open Interest |
3,059 |
16,098 |
-67 |
Rough Rice(CBOT) |
Jul10 |
100621 |
11.03 |
11.09 |
10.66 |
10.68 |
-0.32 |
739 |
4,822 |
-319 |
Sep10 |
100621 |
10.90 |
11.02 |
10.62 |
10.65 |
-0.29 |
703 |
6,408 |
+143 |
Nov10 |
100621 |
11.16 |
11.20 |
10.80 |
10.82 |
-0.28 |
417 |
2,037 |
+50 |
Jan11 |
100621 |
11.39 |
11.39 |
11.11 |
11.11 |
-0.27 |
38 |
487 |
+6 |
Total Volume and Open Interest |
1,947 |
14,980 |
-98 |
Live Cattle(CME) |
Jun10 |
100621 |
89.785 |
90.350 |
89.785 |
90.135 |
+0.835 |
3,137 |
11,023 |
-2,113 |
Aug10 |
100621 |
88.850 |
89.730 |
88.850 |
89.330 |
+1.130 |
12,481 |
140,900 |
+271 |
Oct10 |
100621 |
89.850 |
90.885 |
89.850 |
90.635 |
+1.385 |
5,742 |
90,589 |
+1,146 |
Dec10 |
100621 |
92.000 |
93.100 |
92.000 |
92.650 |
+0.970 |
3,483 |
47,872 |
+1,505 |
Feb11 |
100621 |
93.600 |
94.635 |
93.600 |
94.300 |
+0.900 |
558 |
20,560 |
+346 |
Apr11 |
100621 |
94.930 |
96.000 |
94.930 |
95.650 |
+0.800 |
479 |
11,462 |
+236 |
Total Volume and Open Interest |
26,322 |
327,525 |
+1,493 |
Feeder Cattle(CME) |
Aug10 |
100621 |
110.180 |
111.950 |
110.180 |
111.700 |
+1.520 |
1,538 |
22,105 |
+192 |
Sep10 |
100621 |
110.180 |
111.700 |
110.180 |
111.450 |
+1.450 |
395 |
5,490 |
-39 |
Oct10 |
100621 |
109.900 |
111.650 |
109.900 |
111.550 |
+1.600 |
320 |
4,405 |
+122 |
Nov10 |
100621 |
110.300 |
111.050 |
110.200 |
111.050 |
+1.650 |
61 |
1,477 |
-4 |
Jan11 |
100621 |
109.200 |
109.900 |
109.100 |
109.800 |
+1.250 |
18 |
561 |
+2 |
Mar11 |
100621 |
109.000 |
109.000 |
108.900 |
108.900 |
+0.900 |
4 |
81 |
+0 |
Apr11 |
100621 |
108.500 |
108.600 |
108.500 |
108.600 |
+0.600 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,338 |
34,134 |
+275 |
Lean Hogs(CME) |
Jul10 |
100621 |
81.225 |
82.750 |
81.050 |
82.000 |
+1.115 |
8,848 |
26,992 |
-914 |
Aug10 |
100621 |
83.100 |
84.650 |
83.100 |
84.350 |
+1.700 |
9,782 |
72,208 |
+2,022 |
Oct10 |
100621 |
74.950 |
76.700 |
74.950 |
76.500 |
+1.600 |
3,491 |
40,193 |
+50 |
Dec10 |
100621 |
71.180 |
72.830 |
71.180 |
72.680 |
+1.500 |
2,069 |
29,815 |
-439 |
Feb11 |
100621 |
72.200 |
73.400 |
72.100 |
73.400 |
+1.700 |
572 |
10,135 |
+382 |
Apr11 |
100621 |
71.900 |
73.850 |
71.900 |
73.850 |
+1.950 |
452 |
4,593 |
+228 |
May11 |
100621 |
77.000 |
77.000 |
77.000 |
77.000 |
+0.670 |
9 |
186 |
-7 |
Jun11 |
100621 |
78.800 |
80.100 |
78.800 |
80.100 |
+1.300 |
54 |
1,128 |
+35 |
Total Volume and Open Interest |
25,284 |
185,651 |
+1,357 |
Pork Bellies(CME) |
Jul10 |
100621 |
99.150 |
100.000 |
99.150 |
100.000 |
+0.865 |
5 |
78 |
-1 |
Aug10 |
100621 |
96.000 |
96.000 |
96.000 |
96.000 |
unch |
0 |
26 |
+0 |
Feb11 |
100621 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
Mar11 |
100621 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
May11 |
100621 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
5 |
109 |
-1 |
Class III Milk(CME) |
Jun10 |
100621 |
13.56 |
13.58 |
13.56 |
13.56 |
-0.02 |
23 |
4,425 |
-1 |
Jul10 |
100621 |
13.31 |
13.40 |
13.25 |
13.35 |
-0.04 |
62 |
4,460 |
+23 |
Aug10 |
100621 |
13.82 |
13.84 |
13.58 |
13.67 |
-0.17 |
44 |
4,409 |
+27 |
Sep10 |
100621 |
14.50 |
14.50 |
14.25 |
14.35 |
-0.15 |
29 |
3,922 |
+8 |
Oct10 |
100621 |
14.65 |
14.70 |
14.50 |
14.57 |
-0.13 |
16 |
3,458 |
+8 |
Total Volume and Open Interest |
221 |
28,385 |
+100 |
Cocoa(ICE) |
Jul10 |
100621 |
2970 |
2970 |
2950 |
2959 |
+27 |
330 |
350 |
-269 |
Sep10 |
100621 |
2965 |
3000 |
2958 |
2985 |
+28 |
3,765 |
58,584 |
+311 |
Dec10 |
100621 |
3004 |
3014 |
2980 |
3004 |
+23 |
1,235 |
20,628 |
-465 |
Mar11 |
100621 |
3020 |
3020 |
3000 |
3016 |
+19 |
814 |
16,175 |
-60 |
May11 |
100621 |
3020 |
3027 |
3019 |
3026 |
+19 |
97 |
7,275 |
-5 |
Jul11 |
100621 |
3034 |
3034 |
3026 |
3033 |
+19 |
163 |
3,712 |
+160 |
Sep11 |
100621 |
3043 |
3043 |
3043 |
3043 |
+16 |
5 |
1,418 |
+0 |
Total Volume and Open Interest |
6,414 |
113,268 |
-328 |
Coffee "C"(ICE) |
Jul10 |
100621 |
160.45 |
164.10 |
156.10 |
158.95 |
-1.30 |
4,437 |
7,017 |
-2,635 |
Sep10 |
100621 |
162.00 |
165.45 |
158.35 |
160.80 |
-1.30 |
19,321 |
86,194 |
+3,593 |
Dec10 |
100621 |
161.10 |
164.90 |
158.60 |
160.75 |
-1.30 |
5,431 |
39,224 |
+1,148 |
Mar11 |
100621 |
160.00 |
164.00 |
157.75 |
160.20 |
-1.15 |
2,178 |
15,148 |
+1,041 |
May11 |
100621 |
160.00 |
163.10 |
157.30 |
159.45 |
-1.05 |
550 |
5,397 |
+112 |
Jul11 |
100621 |
160.00 |
162.75 |
159.05 |
159.05 |
-0.85 |
363 |
2,685 |
+33 |
Total Volume and Open Interest |
32,479 |
156,797 |
+3,417 |
Orange Juice(ICE) |
Jul10 |
100621 |
143.10 |
143.50 |
139.50 |
140.50 |
-2.00 |
1,754 |
6,768 |
-1,360 |
Sep10 |
100621 |
145.25 |
145.40 |
141.60 |
142.40 |
-1.85 |
2,268 |
17,665 |
+1,580 |
Nov10 |
100621 |
144.35 |
144.35 |
142.10 |
142.85 |
-2.00 |
140 |
3,465 |
+114 |
Jan11 |
100621 |
144.00 |
144.00 |
142.50 |
143.15 |
-2.00 |
17 |
1,275 |
+2 |
Mar11 |
100621 |
144.00 |
144.00 |
143.90 |
143.90 |
-2.10 |
1 |
188 |
+1 |
May11 |
100621 |
144.00 |
144.00 |
144.00 |
144.00 |
-2.00 |
0 |
154 |
+0 |
Total Volume and Open Interest |
4,180 |
29,714 |
+337 |
Sugar #11(ICE) |
Jul10 |
100621 |
15.71 |
16.31 |
15.34 |
16.18 |
+0.60 |
34,035 |
89,206 |
-9,898 |
Oct10 |
100621 |
15.41 |
16.10 |
15.08 |
15.96 |
+0.58 |
60,059 |
246,440 |
+201 |
Mar11 |
100621 |
16.20 |
16.75 |
15.80 |
16.70 |
+0.63 |
13,958 |
122,357 |
-548 |
May11 |
100621 |
16.30 |
16.70 |
15.98 |
16.62 |
+0.55 |
1,438 |
27,520 |
-79 |
Jul11 |
100621 |
16.16 |
16.60 |
15.80 |
16.58 |
+0.52 |
1,412 |
58,122 |
+71 |
Total Volume and Open Interest |
112,419 |
621,033 |
-9,506 |
London Cocoa(LCE) |
Jul10 |
100621 |
2453 |
2479 |
2445 |
2465 |
+9 |
3,806 |
53,008 |
-674 |
Sep10 |
100621 |
2342 |
2365 |
2336 |
2360 |
+15 |
4,865 |
36,457 |
-950 |
Dec10 |
100621 |
2258 |
2273 |
2250 |
2268 |
+9 |
539 |
26,746 |
+138 |
Mar11 |
100621 |
2222 |
2232 |
2214 |
2232 |
+6 |
148 |
24,198 |
-66 |
May11 |
100621 |
2229 |
2229 |
2229 |
2229 |
+7 |
100 |
6,241 |
+100 |
Jul11 |
100621 |
2229 |
2229 |
2229 |
2229 |
+10 |
100 |
1,236 |
+0 |
Sep11 |
100621 |
2228 |
2228 |
2228 |
2228 |
+10 |
0 |
1,993 |
+0 |
Total Volume and Open Interest |
9,658 |
155,614 |
-1,451 |
London Sugar(LCE) |
Aug10 |
100621 |
514.30 |
526.50 |
507.50 |
525.90 |
+15.50 |
4,133 |
24,237 |
-1,500 |
Oct10 |
100621 |
460.20 |
469.00 |
449.20 |
467.80 |
+13.40 |
4,865 |
23,605 |
+2,067 |
Dec10 |
100621 |
442.00 |
450.00 |
433.10 |
448.30 |
+11.70 |
517 |
8,210 |
+107 |
Mar11 |
100621 |
447.80 |
456.50 |
438.90 |
452.80 |
+10.40 |
1,180 |
5,121 |
+220 |
May11 |
100621 |
443.70 |
457.50 |
443.10 |
455.60 |
+9.60 |
29 |
2,242 |
+2 |
Total Volume and Open Interest |
10,744 |
64,479 |
+894 |
Cotton(ICE) |
Jul10 |
100621 |
82.10 |
83.00 |
81.80 |
82.15 |
+0.37 |
6,968 |
14,075 |
-5,981 |
Oct10 |
100621 |
78.42 |
79.47 |
78.06 |
78.91 |
+0.35 |
249 |
1,665 |
-84 |
Dec10 |
100621 |
78.76 |
79.57 |
78.37 |
79.17 |
+0.22 |
12,323 |
126,331 |
+3,582 |
Mar11 |
100621 |
79.55 |
80.51 |
79.49 |
80.27 |
+0.26 |
587 |
20,625 |
+237 |
May11 |
100621 |
80.21 |
80.70 |
80.21 |
80.70 |
+0.31 |
3 |
762 |
+2 |
Jul11 |
100621 |
80.00 |
81.00 |
80.00 |
80.80 |
+0.31 |
88 |
5,515 |
+24 |
Total Volume and Open Interest |
20,227 |
170,627 |
-2,220 |
Lumber(CME) |
Jul10 |
100621 |
198.5 |
198.5 |
186.8 |
189.6 |
-7.2 |
245 |
2,586 |
-117 |
Sep10 |
100621 |
209.5 |
209.5 |
195.6 |
199.0 |
-6.5 |
330 |
4,925 |
-9 |
Nov10 |
100621 |
213.5 |
214.9 |
204.0 |
204.8 |
-8.3 |
103 |
1,456 |
+40 |
Jan11 |
100621 |
227.1 |
229.4 |
226.0 |
229.4 |
-5.6 |
10 |
125 |
+2 |
Total Volume and Open Interest |
688 |
9,104 |
-84 |
Crude Oil(NYM) |
Jul10 |
100621 |
77.50 |
78.92 |
76.88 |
77.82 |
+0.64 |
303,284 |
77,148 |
-37,959 |
Aug10 |
100621 |
78.69 |
79.94 |
77.72 |
78.61 |
+0.35 |
228,190 |
288,807 |
+3,335 |
Sep10 |
100621 |
79.75 |
80.82 |
78.59 |
79.48 |
+0.30 |
89,090 |
139,571 |
+680 |
Oct10 |
100621 |
80.40 |
81.51 |
79.29 |
80.21 |
+0.29 |
29,429 |
55,720 |
-253 |
Nov10 |
100621 |
81.30 |
82.00 |
80.00 |
80.86 |
+0.28 |
15,912 |
40,406 |
+1,054 |
Dec10 |
100621 |
81.60 |
82.77 |
80.53 |
81.42 |
+0.27 |
57,605 |
202,382 |
+485 |
Jan11 |
100621 |
82.41 |
83.00 |
81.47 |
81.82 |
+0.29 |
9,575 |
36,974 |
+1,724 |
Feb11 |
100621 |
83.37 |
83.37 |
81.80 |
82.19 |
+0.30 |
3,958 |
15,146 |
+279 |
Mar11 |
100621 |
83.72 |
83.72 |
82.13 |
82.55 |
+0.30 |
2,337 |
21,326 |
+239 |
Apr11 |
100621 |
83.55 |
83.55 |
82.90 |
82.90 |
+0.30 |
1,024 |
11,438 |
+146 |
May11 |
100621 |
83.23 |
83.23 |
83.23 |
83.23 |
+0.29 |
828 |
7,406 |
+50 |
Jun11 |
100621 |
84.05 |
84.92 |
82.65 |
83.54 |
+0.28 |
6,457 |
43,549 |
+363 |
Jul11 |
100621 |
83.81 |
83.81 |
83.81 |
83.81 |
+0.28 |
2,139 |
23,218 |
-121 |
Aug11 |
100621 |
83.95 |
83.95 |
83.95 |
83.95 |
+0.27 |
935 |
7,293 |
+288 |
Sep11 |
100621 |
84.06 |
84.06 |
84.06 |
84.06 |
+0.26 |
519 |
8,045 |
-20 |
Oct11 |
100621 |
84.19 |
84.19 |
84.19 |
84.19 |
+0.26 |
250 |
5,237 |
-16 |
Total Volume and Open Interest |
772,281 |
1,296,116 |
-30,891 |
e-miNY Crude Oil(NYM) |
Jun10 |
100519 |
69.025 |
70.025 |
67.625 |
69.875 |
+0.475 |
9,007 |
3,745 |
-1,490 |
Jul10 |
100621 |
77.900 |
78.900 |
76.925 |
77.825 |
+0.650 |
10,868 |
3,931 |
+130 |
Aug10 |
100621 |
79.025 |
79.950 |
77.700 |
78.600 |
+0.350 |
3,276 |
1,485 |
+454 |
Sep10 |
100621 |
80.025 |
80.800 |
78.625 |
79.475 |
+0.300 |
173 |
415 |
-3 |
Oct10 |
100621 |
81.225 |
81.350 |
80.200 |
80.200 |
+0.275 |
24 |
156 |
+19 |
Nov10 |
100621 |
81.725 |
81.725 |
80.000 |
80.850 |
+0.275 |
1 |
20 |
+0 |
Dec10 |
100621 |
82.200 |
82.900 |
81.000 |
81.425 |
+0.275 |
8 |
101 |
-4 |
Jan11 |
100621 |
81.825 |
81.825 |
81.825 |
81.825 |
+0.300 |
1 |
2 |
+0 |
Feb11 |
100621 |
82.200 |
82.200 |
82.200 |
82.200 |
+0.300 |
|
|
|
Mar11 |
100621 |
82.550 |
82.550 |
82.550 |
82.550 |
+0.300 |
|
|
|
Total Volume and Open Interest |
14,351 |
6,166 |
+596 |
Heating Oil(NYM) |
Jul10 |
100621 |
213.21 |
217.25 |
212.55 |
214.59 |
+1.70 |
55,183 |
45,853 |
-5,371 |
Aug10 |
100621 |
214.55 |
218.74 |
214.03 |
216.13 |
+1.71 |
35,387 |
67,272 |
+79 |
Sep10 |
100621 |
218.50 |
220.63 |
216.00 |
218.13 |
+1.80 |
16,680 |
41,292 |
+749 |
Oct10 |
100621 |
220.95 |
222.84 |
218.38 |
220.47 |
+1.89 |
5,102 |
24,603 |
+38 |
Nov10 |
100621 |
224.91 |
225.11 |
220.78 |
222.79 |
+1.89 |
2,899 |
18,459 |
-239 |
Dec10 |
100621 |
225.89 |
227.37 |
223.01 |
225.04 |
+1.91 |
14,486 |
38,329 |
-866 |
Jan11 |
100621 |
228.25 |
229.28 |
225.96 |
227.32 |
+1.94 |
5,296 |
20,910 |
+547 |
Feb11 |
100621 |
230.15 |
230.86 |
226.70 |
228.64 |
+1.84 |
796 |
9,720 |
-94 |
Mar11 |
100621 |
230.50 |
230.50 |
228.01 |
229.02 |
+1.79 |
594 |
8,801 |
-94 |
Apr11 |
100621 |
230.08 |
230.08 |
227.17 |
228.26 |
+1.75 |
183 |
5,001 |
-9 |
May11 |
100621 |
229.76 |
229.76 |
226.43 |
227.79 |
+1.68 |
349 |
4,142 |
+194 |
Jun11 |
100621 |
230.03 |
230.03 |
226.30 |
227.94 |
+1.68 |
2,068 |
18,665 |
-22 |
Total Volume and Open Interest |
140,204 |
323,436 |
-5,140 |
Gasoline(NYMEX) |
Jul10 |
100621 |
215.31 |
219.30 |
212.47 |
214.28 |
-0.48 |
43,511 |
47,082 |
-3,554 |
Aug10 |
100621 |
216.04 |
218.53 |
211.97 |
213.79 |
-0.21 |
35,300 |
62,206 |
+7 |
Sep10 |
100621 |
215.90 |
217.95 |
211.57 |
213.43 |
-0.03 |
20,135 |
49,421 |
+2,466 |
Oct10 |
100621 |
205.22 |
206.24 |
200.82 |
202.63 |
+0.15 |
12,087 |
23,491 |
+408 |
Nov10 |
100621 |
205.50 |
205.50 |
201.71 |
201.87 |
+0.19 |
5,616 |
21,722 |
+276 |
Dec10 |
100621 |
205.00 |
205.79 |
200.62 |
202.46 |
+0.16 |
6,892 |
15,475 |
-270 |
Jan11 |
100621 |
204.37 |
204.37 |
203.92 |
204.31 |
+0.13 |
557 |
6,113 |
-51 |
Feb11 |
100621 |
206.42 |
206.42 |
206.42 |
206.42 |
+0.12 |
129 |
1,917 |
+52 |
Mar11 |
100621 |
210.92 |
210.92 |
208.13 |
208.60 |
+0.10 |
84 |
2,746 |
-3 |
Apr11 |
100621 |
222.86 |
222.86 |
220.23 |
220.73 |
+0.13 |
100 |
3,339 |
+22 |
Total Volume and Open Interest |
125,948 |
247,250 |
-563 |
e-miNY RBOB Gasoline(NYM) |
Jul10 |
100621 |
214.30 |
214.30 |
214.28 |
214.30 |
-0.50 |
1 |
2 |
-1 |
Aug10 |
100621 |
213.80 |
213.80 |
213.79 |
213.80 |
-0.20 |
0 |
2 |
+0 |
Sep10 |
100621 |
213.40 |
213.43 |
213.40 |
213.40 |
-0.10 |
|
|
|
Oct10 |
100621 |
202.60 |
202.63 |
202.60 |
202.60 |
+0.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
11 |
-1 |
Natural Gas(NYM) |
Jul10 |
100621 |
5.044 |
5.182 |
4.826 |
4.873 |
-0.124 |
148,765 |
82,853 |
-9,017 |
Aug10 |
100621 |
5.090 |
5.224 |
4.865 |
4.910 |
-0.139 |
78,260 |
121,471 |
+11,153 |
Sep10 |
100621 |
5.092 |
5.252 |
4.900 |
4.944 |
-0.137 |
25,598 |
131,528 |
+608 |
Oct10 |
100621 |
5.195 |
5.310 |
4.964 |
5.010 |
-0.134 |
28,125 |
98,808 |
+2,480 |
Nov10 |
100621 |
5.468 |
5.507 |
5.200 |
5.232 |
-0.132 |
5,894 |
33,314 |
-221 |
Dec10 |
100621 |
5.673 |
5.732 |
5.450 |
5.485 |
-0.118 |
5,868 |
38,229 |
-3 |
Jan11 |
100621 |
5.850 |
5.904 |
5.633 |
5.665 |
-0.118 |
14,006 |
51,492 |
+552 |
Feb11 |
100621 |
5.818 |
5.835 |
5.586 |
5.602 |
-0.115 |
2,781 |
19,119 |
+404 |
Mar11 |
100621 |
5.665 |
5.709 |
5.464 |
5.490 |
-0.111 |
8,348 |
53,825 |
-127 |
Apr11 |
100621 |
5.351 |
5.362 |
5.180 |
5.205 |
-0.086 |
7,172 |
40,078 |
+1,166 |
May11 |
100621 |
5.359 |
5.366 |
5.200 |
5.214 |
-0.085 |
2,253 |
19,484 |
-514 |
Jun11 |
100621 |
5.459 |
5.460 |
5.235 |
5.253 |
-0.085 |
511 |
9,040 |
-8 |
Jul11 |
100621 |
5.444 |
5.454 |
5.274 |
5.307 |
-0.083 |
444 |
5,434 |
-86 |
Aug11 |
100621 |
5.340 |
5.350 |
5.340 |
5.350 |
-0.082 |
309 |
5,466 |
-42 |
Sep11 |
100621 |
5.513 |
5.513 |
5.380 |
5.381 |
-0.081 |
257 |
5,615 |
+160 |
Oct11 |
100621 |
5.590 |
5.601 |
5.445 |
5.464 |
-0.080 |
660 |
19,371 |
-24 |
Total Volume and Open Interest |
331,075 |
842,189 |
+5,878 |
Brent Crude Oil(ICE) |
Aug10 |
100621 |
78.49 |
79.86 |
77.73 |
78.82 |
+0.60 |
175,267 |
229,125 |
+2,792 |
Sep10 |
100621 |
79.00 |
80.33 |
78.15 |
79.21 |
+0.47 |
73,137 |
114,263 |
+126 |
Oct10 |
100621 |
80.06 |
80.81 |
78.70 |
79.67 |
+0.42 |
31,151 |
46,979 |
+880 |
Nov10 |
100621 |
80.99 |
81.28 |
79.36 |
80.15 |
+0.41 |
13,386 |
22,217 |
-237 |
Dec10 |
100621 |
80.91 |
81.72 |
79.63 |
80.61 |
+0.42 |
41,858 |
108,232 |
-990 |
Jan11 |
100621 |
81.86 |
81.86 |
81.02 |
81.06 |
+0.43 |
4,932 |
24,363 |
+201 |
Feb11 |
100621 |
82.28 |
82.28 |
81.50 |
81.50 |
+0.44 |
3,283 |
15,209 |
+147 |
Mar11 |
100621 |
82.72 |
82.72 |
81.93 |
81.93 |
+0.44 |
2,471 |
10,362 |
+67 |
Apr11 |
100621 |
83.14 |
83.14 |
82.35 |
82.35 |
+0.45 |
1,507 |
6,619 |
-129 |
May11 |
100621 |
82.73 |
82.73 |
82.73 |
82.73 |
+0.44 |
1,685 |
15,226 |
+104 |
Jun11 |
100621 |
83.88 |
84.07 |
82.46 |
83.07 |
+0.43 |
3,914 |
23,623 |
-925 |
Jul11 |
100621 |
83.41 |
83.41 |
83.41 |
83.41 |
+0.43 |
1,215 |
7,782 |
+87 |
Aug11 |
100621 |
83.67 |
83.67 |
83.67 |
83.67 |
+0.42 |
808 |
3,593 |
-14 |
Sep11 |
100621 |
83.86 |
83.86 |
83.86 |
83.86 |
+0.40 |
783 |
3,344 |
+338 |
Total Volume and Open Interest |
366,502 |
736,163 |
+2,194 |
Gas Oil(ICE) |
Jul10 |
100621 |
683.00 |
692.75 |
678.00 |
690.00 |
+9.00 |
66,584 |
111,386 |
-7,940 |
Aug10 |
100621 |
687.00 |
694.00 |
679.50 |
691.25 |
+9.00 |
79,949 |
85,494 |
+7,330 |
Sep10 |
100621 |
691.25 |
696.50 |
682.50 |
694.00 |
+9.25 |
34,450 |
59,867 |
-1,771 |
Oct10 |
100621 |
697.25 |
698.25 |
685.25 |
696.75 |
+9.25 |
17,009 |
38,529 |
-351 |
Nov10 |
100621 |
700.00 |
700.75 |
688.00 |
699.50 |
+9.25 |
7,048 |
30,225 |
+53 |
Dec10 |
100621 |
698.00 |
705.00 |
691.00 |
702.75 |
+9.50 |
29,401 |
99,280 |
-114 |
Jan11 |
100621 |
707.00 |
708.25 |
695.50 |
706.25 |
+9.75 |
3,838 |
31,155 |
-184 |
Feb11 |
100621 |
711.00 |
711.75 |
698.50 |
709.25 |
+9.50 |
1,660 |
17,083 |
+173 |
Mar11 |
100621 |
712.00 |
713.25 |
701.25 |
712.00 |
+9.25 |
1,666 |
13,042 |
+157 |
Apr11 |
100621 |
715.00 |
716.00 |
704.00 |
714.75 |
+9.00 |
1,006 |
13,755 |
+93 |
Total Volume and Open Interest |
251,391 |
609,323 |
+465 |
Ethanol(CBOT) |
Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
Jul10 |
100621 |
1.635 |
1.639 |
1.600 |
1.603 |
-0.021 |
85 |
813 |
-10 |
Aug10 |
100621 |
1.628 |
1.628 |
1.593 |
1.602 |
-0.017 |
123 |
1,410 |
+50 |
Sep10 |
100621 |
1.597 |
1.597 |
1.579 |
1.581 |
-0.018 |
24 |
900 |
+13 |
Oct10 |
100621 |
1.600 |
1.600 |
1.578 |
1.580 |
-0.020 |
44 |
958 |
-10 |
Nov10 |
100621 |
1.590 |
1.590 |
1.580 |
1.580 |
-0.025 |
30 |
859 |
+15 |
Dec10 |
100621 |
1.610 |
1.610 |
1.586 |
1.586 |
-0.026 |
60 |
1,727 |
-6 |
Jan11 |
100621 |
1.601 |
1.601 |
1.589 |
1.592 |
-0.022 |
90 |
1,312 |
-30 |
Total Volume and Open Interest |
622 |
11,940 |
+146 |
US Dollar Index(ICE) |
Sep10 |
100621 |
85.670 |
86.345 |
85.360 |
86.240 |
+0.265 |
20,949 |
30,147 |
-1,411 |
Dec10 |
100621 |
86.000 |
86.570 |
85.730 |
86.570 |
+0.200 |
137 |
642 |
+118 |
Mar11 |
100621 |
86.860 |
86.860 |
86.860 |
86.860 |
+0.200 |
|
|
|
Total Volume and Open Interest |
21,086 |
30,789 |
-1,293 |
Australian Dollar(CME) |
Sep10 |
100621 |
87.15 |
87.72 |
86.65 |
86.88 |
+0.73 |
88,741 |
57,973 |
+77 |
Dec10 |
100621 |
86.07 |
86.72 |
85.25 |
85.94 |
+0.69 |
4 |
353 |
+0 |
Mar11 |
100621 |
85.03 |
85.03 |
84.36 |
85.03 |
+0.67 |
|
|
|
Total Volume and Open Interest |
88,745 |
58,336 |
+77 |
British Pound(CME) |
Sep10 |
100621 |
148.50 |
149.37 |
147.40 |
147.59 |
-0.37 |
104,174 |
119,066 |
+273 |
Dec10 |
100621 |
148.41 |
149.24 |
147.43 |
147.60 |
-0.38 |
61 |
85 |
-2 |
Mar11 |
100621 |
147.59 |
147.97 |
147.59 |
147.59 |
-0.38 |
0 |
3 |
+0 |
Total Volume and Open Interest |
104,235 |
119,154 |
+271 |
Canadian Dollar(CME) |
Sep10 |
100621 |
97.98 |
98.57 |
97.39 |
97.67 |
-0.11 |
83,230 |
78,573 |
-1,659 |
Dec10 |
100621 |
97.80 |
98.41 |
97.30 |
97.54 |
-0.13 |
58 |
2,883 |
+13 |
Mar11 |
100621 |
98.00 |
98.00 |
97.36 |
97.36 |
-0.13 |
3 |
314 |
+1 |
Jun11 |
100621 |
97.58 |
97.58 |
97.14 |
97.14 |
-0.13 |
25 |
169 |
+15 |
Total Volume and Open Interest |
83,316 |
81,950 |
-1,630 |
Japanese Yen(CME) |
Sep10 |
100621 |
110.64 |
110.90 |
109.44 |
110.05 |
-0.32 |
154,182 |
93,347 |
+10,367 |
Dec10 |
100621 |
110.91 |
111.04 |
109.68 |
110.26 |
-0.31 |
26 |
164 |
+2 |
Mar11 |
100621 |
110.47 |
110.81 |
110.47 |
110.47 |
-0.34 |
0 |
2 |
+0 |
Total Volume and Open Interest |
154,208 |
93,513 |
+10,369 |
Swiss Franc(CME) |
Sep10 |
100621 |
90.73 |
90.99 |
89.93 |
90.14 |
-0.12 |
45,463 |
44,091 |
-1 |
Dec10 |
100621 |
90.29 |
90.46 |
90.29 |
90.33 |
-0.13 |
8 |
18 |
+5 |
Mar11 |
100621 |
90.54 |
90.68 |
90.54 |
90.54 |
-0.14 |
0 |
2 |
+0 |
Total Volume and Open Interest |
45,472 |
44,112 |
+4 |
EuroFX(CME) |
Sep10 |
100621 |
124.39 |
124.77 |
123.11 |
123.28 |
-0.43 |
316,888 |
221,176 |
-3,268 |
Dec10 |
100621 |
124.36 |
124.85 |
123.20 |
123.36 |
-0.43 |
251 |
610 |
+47 |
Mar11 |
100621 |
123.40 |
123.87 |
123.40 |
123.40 |
-0.47 |
0 |
56 |
+0 |
Total Volume and Open Interest |
317,141 |
221,846 |
-3,221 |
Mexican Peso(CME) |
Jul10 |
100621 |
798.0 |
798.0 |
795.8 |
798.0 |
+2.2 |
|
|
|
Aug10 |
100621 |
795.0 |
795.0 |
792.8 |
795.0 |
+2.2 |
|
|
|
Total Volume and Open Interest |
14,259 |
53,478 |
+255 |
30-Year T-Bonds(CBOT) |
Jun10 |
100621 |
124~080 |
124~150 |
123~100 |
124~090 |
-0~060 |
3,302 |
14,387 |
-2,095 |
Sep10 |
100621 |
123~180 |
123~250 |
122~210 |
123~200 |
-0~100 |
276,112 |
645,061 |
+10,213 |
Dec10 |
100621 |
121~160 |
122~180 |
121~160 |
122~070 |
-0~110 |
168 |
651 |
+108 |
Total Volume and Open Interest |
279,582 |
660,099 |
+8,226 |
10-Year T-Notes(CBOT) |
Jun10 |
100621 |
121~030 |
121~085 |
120~200 |
121~050 |
-0~035 |
17,874 |
21,249 |
-7,516 |
Sep10 |
100621 |
120~045 |
120~120 |
119~240 |
120~095 |
-0~045 |
1,128,415 |
1,722,250 |
+24,701 |
Dec10 |
100621 |
118~220 |
119~110 |
118~220 |
119~065 |
-0~045 |
157 |
168 |
+50 |
Total Volume and Open Interest |
1,146,446 |
1,743,688 |
+17,235 |
5-Year T-Notes(CBOT) |
Jun10 |
100621 |
58~123 |
58~123 |
58~123 |
58~123 |
-58~124 |
4,685 |
35,020 |
+35,020 |
Sep10 |
100621 |
116~121 |
117~021 |
116~094 |
117~015 |
-0~005 |
460,891 |
911,893 |
+15,613 |
Dec10 |
100621 |
116~009 |
116~014 |
116~009 |
116~009 |
-0~005 |
0 |
2 |
+0 |
Total Volume and Open Interest |
465,576 |
946,915 |
+13,643 |
2 Year T-Notes(CBOT) |
Jun10 |
100621 |
54~090 |
54~090 |
54~090 |
54~090 |
-0~002 |
|
|
|
Sep10 |
100621 |
109~018 |
109~022 |
109~009 |
109~021 |
unch |
206,275 |
899,832 |
+21,429 |
Dec10 |
100621 |
108~112 |
108~112 |
108~112 |
108~112 |
unch |
0 |
26 |
+0 |
Total Volume and Open Interest |
207,847 |
907,082 |
+21,131 |
Eurodollars(CME) |
Sep10 |
100621 |
99.310 |
99.350 |
99.310 |
99.340 |
+0.035 |
172,174 |
1,034,075 |
+2,002 |
Dec10 |
100621 |
99.190 |
99.240 |
99.180 |
99.230 |
+0.035 |
166,267 |
1,097,380 |
+7,076 |
Mar11 |
100621 |
99.095 |
99.135 |
99.080 |
99.135 |
+0.025 |
189,502 |
891,342 |
+20,754 |
Jun11 |
100621 |
98.940 |
98.990 |
98.925 |
98.985 |
+0.015 |
199,079 |
819,908 |
+4,113 |
Sep11 |
100621 |
98.750 |
98.805 |
98.725 |
98.800 |
+0.015 |
250,962 |
866,934 |
+44,856 |
Dec11 |
100621 |
98.500 |
98.565 |
98.470 |
98.555 |
+0.015 |
203,204 |
585,559 |
+5,270 |
Mar12 |
100621 |
98.255 |
98.335 |
98.225 |
98.325 |
+0.020 |
157,098 |
438,350 |
+13,508 |
Jun12 |
100621 |
98.005 |
98.085 |
97.970 |
98.070 |
+0.020 |
106,202 |
296,818 |
+9,136 |
Sep12 |
100621 |
97.755 |
97.830 |
97.715 |
97.820 |
+0.020 |
65,733 |
199,274 |
+3,610 |
Dec12 |
100621 |
97.485 |
97.570 |
97.455 |
97.560 |
+0.020 |
45,979 |
155,361 |
+4,213 |
Mar13 |
100621 |
97.270 |
97.345 |
97.225 |
97.330 |
+0.015 |
40,441 |
144,493 |
+502 |
Jun13 |
100621 |
97.035 |
97.105 |
96.990 |
97.095 |
+0.015 |
32,835 |
89,970 |
-666 |
Sep13 |
100621 |
96.810 |
96.885 |
96.770 |
96.875 |
+0.015 |
15,853 |
79,034 |
+821 |
Dec13 |
100621 |
96.590 |
96.665 |
96.550 |
96.655 |
+0.015 |
12,568 |
40,298 |
+1,790 |
Mar14 |
100621 |
96.425 |
96.490 |
96.375 |
96.480 |
+0.010 |
9,221 |
42,080 |
-88 |
Jun14 |
100621 |
96.235 |
96.310 |
96.195 |
96.305 |
+0.010 |
7,376 |
33,828 |
+305 |
Sep14 |
100621 |
96.080 |
96.155 |
96.035 |
96.145 |
+0.010 |
4,203 |
23,670 |
+295 |
Dec14 |
100621 |
95.920 |
95.990 |
95.870 |
95.980 |
+0.005 |
4,309 |
42,606 |
+355 |
Total Volume and Open Interest |
1,714,077 |
7,051,987 |
+121,514 |
30 Day Federal Funds(CBOT) |
Jun10 |
100621 |
99.812 |
99.815 |
99.810 |
99.812 |
+0.003 |
4,086 |
69,708 |
-572 |
Jul10 |
100621 |
99.795 |
99.800 |
99.790 |
99.795 |
+0.005 |
8,676 |
57,772 |
+2,819 |
Aug10 |
100621 |
99.780 |
99.785 |
99.780 |
99.780 |
unch |
9,383 |
81,113 |
+1,471 |
Sep10 |
100621 |
99.775 |
99.775 |
99.770 |
99.770 |
unch |
4,706 |
49,323 |
+946 |
Oct10 |
100621 |
99.760 |
99.760 |
99.755 |
99.755 |
unch |
8,844 |
63,896 |
-3,365 |
Nov10 |
100621 |
99.735 |
99.745 |
99.735 |
99.740 |
unch |
3,811 |
82,977 |
-2,323 |
Total Volume and Open Interest |
67,864 |
660,684 |
+2,094 |
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 |
100621 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
108 |
1,139 |
+108 |
Dec10 |
100621 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
342 |
+0 |
Mar11 |
100621 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
167 |
+0 |
Jun11 |
100621 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep11 |
100621 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Dec11 |
100621 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Mar12 |
100621 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Jun12 |
100621 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep12 |
100621 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Dec12 |
100621 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
Total Volume and Open Interest |
150 |
1,573 |
-75 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100621 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
400 |
4,283 |
-265 |
Dec10 |
100621 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
200 |
1,472 |
+0 |
Mar11 |
100621 |
99.64 |
99.65 |
99.64 |
99.65 |
unch |
0 |
2,010 |
+0 |
Jun11 |
100621 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
462 |
+2 |
Sep11 |
100621 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
55 |
108 |
+0 |
Dec11 |
100621 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
103 |
+0 |
Mar12 |
100621 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
Jun12 |
100621 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
754 |
+0 |
Total Volume and Open Interest |
655 |
9,809 |
-263 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100621 |
140.59 |
140.62 |
140.38 |
140.38 |
+0.04 |
2,072 |
20,138 |
+164 |
Dec10 |
100621 |
138.29 |
138.29 |
138.29 |
138.29 |
-0.21 |
|
|
|
Mar11 |
100621 |
136.20 |
136.20 |
136.20 |
136.20 |
-0.21 |
|
|
|
Total Volume and Open Interest |
961 |
20,448 |
+136 |
Euro-Bund(EUREX) |
Sep10 |
100618 |
128.27 |
128.41 |
127.54 |
127.67 |
-0.69 |
812,507 |
894,328 |
-15,214 |
Dec10 |
100621 |
125.91 |
126.12 |
125.81 |
125.91 |
-0.26 |
301 |
1,039 |
+275 |
Mar11 |
100621 |
125.91 |
125.91 |
125.91 |
125.91 |
-0.26 |
150 |
0 |
+0 |
Total Volume and Open Interest |
1,007,833 |
870,925 |
-24,167 |
Euro-Bobl(EUREX) |
Sep10 |
100618 |
120.46 |
120.50 |
119.96 |
120.02 |
-0.47 |
405,245 |
719,459 |
-578 |
Dec10 |
100621 |
118.33 |
118.33 |
118.33 |
118.33 |
-0.24 |
1,000 |
10 |
+0 |
Mar11 |
100621 |
117.47 |
117.47 |
117.47 |
117.47 |
-0.25 |
|
|
|
Total Volume and Open Interest |
577,317 |
700,492 |
-18,977 |
3-Mth Euribor(EUREX) |
Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
Sep10 |
100621 |
99.075 |
99.075 |
99.065 |
99.065 |
-0.020 |
198 |
4,417 |
-18 |
Dec10 |
100621 |
98.940 |
98.945 |
98.910 |
98.930 |
-0.040 |
221 |
2,923 |
+99 |
Total Volume and Open Interest |
837 |
13,387 |
+0 |
Long Gilt(LIFFE) |
Jun10 |
100621 |
120~20 |
120~24 |
120~19 |
120~23 |
+0~10 |
3,696 |
4,481 |
-1,853 |
Sep10 |
100621 |
118~31 |
119~25 |
118~29 |
119~12 |
+0~11 |
100,223 |
281,745 |
+9,296 |
Total Volume and Open Interest |
103,919 |
286,226 |
+7,443 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100621 |
99.11 |
99.15 |
99.11 |
99.14 |
+0.03 |
28,341 |
392,104 |
+1,199 |
Dec10 |
100621 |
98.94 |
99.00 |
98.93 |
98.98 |
+0.03 |
46,250 |
366,398 |
+1,036 |
Mar11 |
100621 |
98.82 |
98.88 |
98.80 |
98.86 |
+0.03 |
46,566 |
255,174 |
+4,948 |
Jun11 |
100621 |
98.65 |
98.71 |
98.62 |
98.68 |
+0.02 |
55,850 |
258,697 |
-5,298 |
Sep11 |
100621 |
98.44 |
98.51 |
98.42 |
98.47 |
unch |
47,138 |
277,917 |
+7,610 |
Dec11 |
100621 |
98.20 |
98.24 |
98.17 |
98.21 |
-0.01 |
40,804 |
241,251 |
+4,934 |
Total Volume and Open Interest |
324,015 |
2,183,454 |
+19,286 |
3-Mth Euribor(LIFFE) |
Sep10 |
100621 |
99.080 |
99.095 |
99.055 |
99.065 |
-0.020 |
110,472 |
599,850 |
-11,447 |
Dec10 |
100621 |
98.960 |
98.970 |
98.905 |
98.930 |
-0.040 |
120,969 |
504,367 |
-1,755 |
Mar11 |
100621 |
98.900 |
98.905 |
98.855 |
98.875 |
-0.035 |
92,465 |
498,207 |
-3,393 |
Total Volume and Open Interest |
712,295 |
3,211,241 |
-20,187 |
3-Mth Aus T-Bills(SFE) |
Sep10 |
100621 |
95.08 |
95.09 |
95.02 |
95.04 |
-0.05 |
14,580 |
263,219 |
+5,751 |
Dec10 |
100621 |
95.00 |
95.00 |
94.91 |
94.93 |
-0.07 |
12,608 |
150,508 |
+5,696 |
Mar11 |
100621 |
94.94 |
94.94 |
94.83 |
94.84 |
-0.10 |
4,533 |
67,980 |
+526 |
Jun11 |
100621 |
94.81 |
94.85 |
94.73 |
94.74 |
-0.10 |
2,691 |
47,065 |
+474 |
Sep11 |
100621 |
94.71 |
94.76 |
94.64 |
94.64 |
-0.10 |
1,930 |
31,256 |
+633 |
Dec11 |
100621 |
94.63 |
94.63 |
94.54 |
94.54 |
-0.11 |
1,312 |
23,266 |
-257 |
Mar12 |
100621 |
94.57 |
94.57 |
94.49 |
94.49 |
-0.10 |
182 |
21,140 |
-39 |
Jun12 |
100621 |
94.48 |
94.48 |
94.47 |
94.47 |
-0.09 |
305 |
6,446 |
+124 |
Sep12 |
100621 |
94.48 |
94.48 |
94.47 |
94.47 |
-0.09 |
20 |
3,162 |
-10 |
Dec12 |
100621 |
94.45 |
94.45 |
94.45 |
94.45 |
-0.10 |
10 |
1,135 |
+0 |
Total Volume and Open Interest |
38,171 |
616,040 |
+12,898 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100621 |
94.62 |
94.64 |
94.53 |
94.55 |
-0.07 |
30,126 |
308,497 |
+4,269 |
Dec10 |
100621 |
94.54 |
94.54 |
94.54 |
94.54 |
-0.07 |
|
|
|
Total Volume and Open Interest |
30,126 |
308,497 |
+4,269 |
3-Year Aus T-Bonds(SFE) |
Sep10 |
100621 |
95.09 |
95.13 |
94.98 |
95.00 |
-0.09 |
66,665 |
418,844 |
+9,129 |
Dec10 |
100621 |
94.95 |
94.95 |
94.95 |
94.95 |
-0.09 |
|
|
|
Total Volume and Open Interest |
66,665 |
418,844 |
+9,129 |
Gold(CMX) |
Jun10 |
100621 |
1257.4 |
1264.8 |
1232.0 |
1239.7 |
-17.5 |
266 |
599 |
-41 |
Aug10 |
100621 |
1261.2 |
1266.5 |
1231.6 |
1240.7 |
-17.6 |
140,087 |
369,581 |
+17,584 |
Oct10 |
100621 |
1264.2 |
1267.1 |
1233.9 |
1242.7 |
-17.6 |
6,208 |
26,937 |
+3,150 |
Dec10 |
100621 |
1266.0 |
1270.6 |
1235.7 |
1244.6 |
-17.8 |
16,017 |
74,106 |
+970 |
Feb11 |
100621 |
1267.0 |
1271.0 |
1239.7 |
1246.5 |
-17.9 |
4,081 |
24,673 |
+1,558 |
Apr11 |
100621 |
1270.8 |
1274.6 |
1241.4 |
1248.5 |
-17.9 |
2,805 |
17,285 |
+1,248 |
Jun11 |
100621 |
619.6 |
620.6 |
587.3 |
595.2 |
-18.1 |
2,100 |
14,707 |
-484 |
Aug11 |
100621 |
1253.0 |
1253.0 |
1253.0 |
1253.0 |
-18.2 |
2,010 |
7,332 |
+1,890 |
Oct11 |
100621 |
1255.7 |
1255.7 |
1255.7 |
1255.7 |
-18.4 |
5 |
7,259 |
+1 |
Dec11 |
100621 |
1259.0 |
1260.0 |
1250.0 |
1258.5 |
-18.6 |
809 |
13,167 |
+637 |
Feb12 |
100621 |
1281.2 |
1281.2 |
1261.9 |
1261.9 |
-18.7 |
50 |
3,752 |
+25 |
Apr12 |
100621 |
1265.6 |
1265.6 |
1265.6 |
1265.6 |
-18.7 |
1,200 |
5,179 |
+1,100 |
Total Volume and Open Interest |
181,037 |
597,382 |
+27,638 |
Silver(CMX) |
Jul10 |
100621 |
1920.0 |
1946.0 |
1865.0 |
1880.8 |
-37.6 |
32,131 |
47,921 |
+363 |
Sep10 |
100621 |
1925.5 |
1950.0 |
1870.0 |
1885.4 |
-37.7 |
8,226 |
41,031 |
+3,020 |
Dec10 |
100621 |
1934.0 |
1955.0 |
1877.5 |
1891.7 |
-38.0 |
1,425 |
18,613 |
+191 |
Mar11 |
100621 |
1945.5 |
1945.5 |
1884.5 |
1895.7 |
-38.3 |
239 |
9,490 |
+127 |
May11 |
100621 |
1897.8 |
1897.8 |
1897.8 |
1897.8 |
-38.4 |
19 |
7,117 |
+8 |
Jul11 |
100621 |
1955.5 |
1955.5 |
1894.5 |
1899.8 |
-38.5 |
200 |
4,925 |
+185 |
Sep11 |
100621 |
1945.0 |
1945.0 |
1901.8 |
1901.8 |
-38.5 |
11 |
279 |
+0 |
Total Volume and Open Interest |
42,403 |
135,994 |
+3,963 |
Platinum(NYMEX) |
Jul10 |
100621 |
1597.8 |
1609.3 |
1585.3 |
1590.3 |
+3.3 |
4,157 |
14,966 |
-1,262 |
Oct10 |
100621 |
1603.0 |
1617.8 |
1594.8 |
1599.3 |
+3.8 |
1,235 |
14,902 |
+800 |
Jan11 |
100621 |
1619.8 |
1619.8 |
1603.3 |
1603.3 |
+3.6 |
81 |
478 |
+81 |
Apr11 |
100621 |
1603.3 |
1603.3 |
1603.3 |
1603.3 |
+3.6 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,474 |
30,451 |
-381 |
Palladium(NYMEX) |
Jun10 |
100621 |
499.10 |
499.10 |
494.10 |
494.10 |
+3.20 |
11 |
80 |
-27 |
Sep10 |
100621 |
492.40 |
506.30 |
490.25 |
495.45 |
+4.05 |
1,781 |
21,208 |
+129 |
Dec10 |
100621 |
501.90 |
505.60 |
492.15 |
496.45 |
+4.15 |
11 |
386 |
+3 |
Total Volume and Open Interest |
1,805 |
21,741 |
+105 |
Copper(CMX) |
Jul10 |
100621 |
292.00 |
303.30 |
291.55 |
294.20 |
+5.80 |
33,700 |
32,243 |
-1,213 |
Sep10 |
100621 |
293.85 |
305.05 |
292.15 |
295.95 |
+5.80 |
11,310 |
64,075 |
+2,151 |
Dec10 |
100621 |
298.35 |
307.15 |
296.90 |
298.25 |
+5.80 |
1,434 |
17,709 |
-24 |
Mar11 |
100621 |
301.90 |
301.90 |
299.70 |
299.70 |
+5.80 |
459 |
9,171 |
+400 |
May11 |
100621 |
300.55 |
300.55 |
300.55 |
300.55 |
+5.80 |
11 |
1,328 |
+6 |
Total Volume and Open Interest |
47,770 |
138,094 |
+1,317 |
DJIA Index(CBOT) |
Sep10 |
100621 |
10475 |
10535 |
10340 |
10396 |
+23 |
1,558 |
6,286 |
+1,623 |
Dec10 |
100621 |
10336 |
10336 |
10313 |
10336 |
+23 |
2 |
4 |
+0 |
Mar11 |
100621 |
10286 |
10286 |
10263 |
10286 |
+23 |
|
|
|
Jun11 |
100621 |
10228 |
10228 |
10205 |
10228 |
+23 |
|
|
|
Total Volume and Open Interest |
4,428 |
17,833 |
|
S & P 500(CME) |
Sep10 |
100621 |
1117.00 |
1129.20 |
1103.50 |
1110.60 |
+0.40 |
37,744 |
293,642 |
+5,238 |
Dec10 |
100621 |
1122.50 |
1122.90 |
1099.40 |
1106.30 |
+0.40 |
22 |
4,488 |
+11 |
Mar11 |
100621 |
1102.40 |
1119.00 |
1095.50 |
1102.40 |
+0.40 |
0 |
476 |
+0 |
Jun11 |
100621 |
1099.40 |
1116.00 |
1092.50 |
1099.40 |
+0.40 |
0 |
45 |
+0 |
Total Volume and Open Interest |
66,802 |
452,960 |
-1,326 |
S & P 500 E-Mini(Globex) |
Sep10 |
100621 |
1110.50 |
1111.25 |
1110.25 |
1110.75 |
+0.50 |
2,715,158 |
2,508,842 |
+83,802 |
Dec10 |
100621 |
1115.00 |
1124.50 |
1100.00 |
1106.25 |
+0.25 |
511 |
4,543 |
+246 |
Total Volume and Open Interest |
3,185,297 |
3,437,453 |
-77,676 |
NASDAQ 100(CME) |
Sep10 |
100621 |
1918.30 |
1940.50 |
1883.00 |
1899.50 |
-10.00 |
2,022 |
7,990 |
+766 |
Dec10 |
100621 |
1897.80 |
1914.00 |
1888.00 |
1897.80 |
-10.00 |
0 |
1 |
+0 |
Mar11 |
100621 |
1895.30 |
1895.30 |
1893.50 |
1895.30 |
-10.00 |
|
|
|
Total Volume and Open Interest |
3,290 |
33,870 |
+1,037 |
NASDAQ 100 E-Mini(Globex) |
Sep10 |
100621 |
1923.00 |
1941.00 |
1883.80 |
1899.50 |
-10.00 |
345,053 |
277,642 |
+11,566 |
Dec10 |
100621 |
1929.30 |
1936.00 |
1884.80 |
1897.80 |
-10.00 |
8 |
39 |
+1 |
Total Volume and Open Interest |
386,870 |
450,595 |
-33,058 |
S & P Midcap 400(CME) |
Sep10 |
100621 |
783.00 |
783.00 |
762.50 |
766.40 |
-2.50 |
111 |
1,136 |
+48 |
Dec10 |
100621 |
764.40 |
764.40 |
764.40 |
764.40 |
-2.50 |
|
|
|
Mar11 |
100621 |
762.40 |
762.40 |
762.40 |
762.40 |
-2.50 |
|
|
|
Total Volume and Open Interest |
1,163 |
4,107 |
-1,215 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100621 |
10170 |
10305 |
10150 |
10200 |
+160 |
10,083 |
29,405 |
-257 |
Dec10 |
100621 |
10200 |
10200 |
10140 |
10200 |
+160 |
|
|
|
Total Volume and Open Interest |
10,083 |
29,405 |
-257 |
Nikkei 225(SGX) |
Sep10 |
100621 |
9985 |
10250 |
9960 |
10240 |
+250 |
74,998 |
134,896 |
+575 |
Dec10 |
100621 |
9930 |
10195 |
9930 |
10195 |
+250 |
1 |
1,777 |
+0 |
Mar11 |
100621 |
10190 |
10190 |
10190 |
10190 |
+250 |
0 |
41 |
+0 |
Total Volume and Open Interest |
76,549 |
149,717 |
+576 |
CAC 40(EURONEXT) |
Jul10 |
100621 |
3733.5 |
3763.0 |
3669.5 |
3731.0 |
+49.0 |
117,249 |
345,595 |
+68,710 |
Aug10 |
100621 |
3758.5 |
3758.5 |
3674.5 |
3731.0 |
+48.5 |
2 |
724 |
-1 |
Sep10 |
100621 |
3725.0 |
3754.5 |
3666.0 |
3727.0 |
+50.0 |
4,582 |
41,308 |
+4,087 |
Total Volume and Open Interest |
329,870 |
647,891 |
-105,721 |
Hang Seng Index(HKFE) |
Jun10 |
100621 |
20476 |
20978 |
20460 |
20970 |
+591 |
48,472 |
80,751 |
+2,890 |
Jul10 |
100621 |
20372 |
20920 |
20372 |
20917 |
+592 |
1,056 |
2,581 |
+273 |
Total Volume and Open Interest |
49,673 |
85,968 |
+3,235 |
DAX(EUREX) |
Jun10 |
100618 |
6232.5 |
6258.0 |
6188.5 |
6223.5 |
+5.0 |
193,412 |
98,765 |
-39,457 |
Sep10 |
100621 |
6304.0 |
6359.5 |
6232.0 |
6294.5 |
+72.0 |
90,013 |
133,173 |
+21,168 |
Dec10 |
100621 |
6265.0 |
6364.0 |
6247.0 |
6302.0 |
+72.5 |
16,749 |
10,119 |
+1,823 |
Total Volume and Open Interest |
299,389 |
222,962 |
+3,896 |
FT-SE 100(EURONEXT) |
Sep10 |
100621 |
5305.50 |
5310.00 |
5191.00 |
5261.00 |
+45.00 |
157,099 |
643,533 |
+51,261 |
Dec10 |
100621 |
5256.00 |
5256.00 |
5214.50 |
5240.00 |
+46.00 |
2,232 |
7,001 |
+289 |
Mar11 |
100621 |
5216.00 |
5216.00 |
5201.00 |
5201.00 |
+46.00 |
170 |
1,055 |
+158 |
Total Volume and Open Interest |
360,607 |
729,162 |
-36,263 |
SPI 200(SFE) |
Jun10 |
100617 |
4556.0 |
4579.0 |
4534.0 |
4553.0 |
-7.0 |
96,984 |
152,759 |
-89,413 |
Sep10 |
100621 |
4553.0 |
4630.0 |
4550.0 |
4599.0 |
+39.0 |
24,507 |
203,259 |
+4,121 |
Dec10 |
100621 |
4620.0 |
4632.0 |
4620.0 |
4620.0 |
+40.0 |
88 |
3,058 |
+44 |
Total Volume and Open Interest |
24,595 |
207,987 |
-72,552 |
GSCI(CME) |
Jul10 |
100621 |
518.50 |
520.20 |
508.00 |
511.00 |
-0.25 |
274 |
16,509 |
-121 |
Aug10 |
100621 |
521.00 |
522.70 |
511.00 |
514.00 |
unch |
2 |
0 |
+0 |
Sep10 |
100621 |
517.00 |
525.00 |
514.50 |
517.00 |
unch |
|
|
|
Total Volume and Open Interest |
276 |
16,509 |
-121 |
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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