|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue June 22, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100622 |
963.25 |
970.00 |
961.75 |
965.50 |
+2.25 |
48,574 |
97,395 |
-8,042 |
| Aug10 |
100622 |
956.25 |
962.00 |
955.00 |
958.00 |
+1.25 |
16,474 |
39,938 |
+3,519 |
| Sep10 |
100622 |
942.00 |
948.50 |
940.50 |
942.50 |
-1.50 |
4,516 |
14,354 |
+877 |
| Nov10 |
100622 |
938.00 |
941.75 |
934.25 |
936.00 |
-3.00 |
50,793 |
232,736 |
+2,747 |
| Jan11 |
100622 |
946.00 |
950.00 |
943.75 |
945.00 |
-3.00 |
1,850 |
28,498 |
+222 |
| Mar11 |
100622 |
952.25 |
953.00 |
947.25 |
949.00 |
-3.25 |
1,069 |
8,545 |
+268 |
| May11 |
100622 |
951.00 |
954.00 |
948.00 |
949.25 |
-3.25 |
1,425 |
9,341 |
+271 |
| Total Volume and Open Interest |
127,324 |
462,427 |
-12 |
| Soybean Meal(CBOT) |
| Jul10 |
100622 |
289.30 |
292.80 |
287.70 |
290.70 |
+1.80 |
20,147 |
50,777 |
-5,658 |
| Aug10 |
100622 |
283.00 |
285.50 |
281.60 |
283.90 |
+1.50 |
10,265 |
31,585 |
+2,260 |
| Sep10 |
100622 |
275.80 |
277.60 |
274.40 |
276.10 |
+1.20 |
4,361 |
18,585 |
+890 |
| Oct10 |
100622 |
267.70 |
269.90 |
266.90 |
267.90 |
+0.30 |
1,804 |
10,788 |
+401 |
| Dec10 |
100622 |
266.70 |
269.00 |
265.50 |
266.90 |
+0.50 |
16,209 |
60,594 |
+3,937 |
| Jan11 |
100622 |
267.90 |
269.00 |
266.40 |
267.50 |
+0.60 |
284 |
6,471 |
+84 |
| Mar11 |
100622 |
267.90 |
268.90 |
266.90 |
267.70 |
+0.70 |
375 |
5,109 |
+113 |
| May11 |
100622 |
267.70 |
267.70 |
265.50 |
266.30 |
+0.50 |
713 |
4,135 |
+193 |
| Total Volume and Open Interest |
55,058 |
194,108 |
+2,428 |
| Soybean Oil(CBOT) |
| Jul10 |
100622 |
38.06 |
38.15 |
37.83 |
37.93 |
-0.12 |
41,110 |
80,359 |
-10,962 |
| Aug10 |
100622 |
38.20 |
38.29 |
38.00 |
38.10 |
-0.12 |
18,779 |
46,523 |
+1,825 |
| Sep10 |
100622 |
38.40 |
38.47 |
38.17 |
38.29 |
-0.10 |
5,898 |
27,190 |
-699 |
| Oct10 |
100622 |
38.52 |
38.70 |
38.37 |
38.48 |
-0.10 |
1,857 |
13,783 |
-100 |
| Dec10 |
100622 |
39.01 |
39.13 |
38.81 |
38.90 |
-0.11 |
24,257 |
129,149 |
+2,439 |
| Jan11 |
100622 |
39.26 |
39.30 |
39.15 |
39.19 |
-0.11 |
1,462 |
7,246 |
+440 |
| Mar11 |
100622 |
39.52 |
39.59 |
39.48 |
39.48 |
-0.11 |
221 |
3,954 |
+43 |
| May11 |
100622 |
39.76 |
39.82 |
39.67 |
39.74 |
-0.08 |
549 |
2,812 |
+67 |
| Total Volume and Open Interest |
94,357 |
316,071 |
-6,933 |
| Canola(WCE) |
| Jul10 |
100622 |
421.0 |
428.0 |
420.0 |
426.7 |
+6.6 |
5,444 |
24,217 |
-4,062 |
| Nov10 |
100622 |
421.0 |
426.8 |
418.4 |
425.2 |
+6.2 |
11,144 |
123,009 |
+1,988 |
| Jan11 |
100622 |
419.5 |
427.0 |
418.3 |
424.6 |
+6.7 |
262 |
9,487 |
+10 |
| Mar11 |
100622 |
415.0 |
424.5 |
414.9 |
422.9 |
+7.5 |
170 |
4,822 |
-37 |
| May11 |
100622 |
416.3 |
423.2 |
414.9 |
422.7 |
+6.8 |
80 |
1,671 |
+13 |
| Total Volume and Open Interest |
17,263 |
165,083 |
-1,984 |
| Corn(CBOT) |
| Jul10 |
100622 |
355.00 |
356.25 |
348.25 |
351.50 |
-3.50 |
116,128 |
238,711 |
-23,681 |
| Sep10 |
100622 |
364.00 |
365.75 |
357.50 |
361.00 |
-3.25 |
61,178 |
341,011 |
+15,415 |
| Dec10 |
100622 |
375.00 |
376.00 |
368.00 |
372.00 |
-2.75 |
73,757 |
434,167 |
+12,193 |
| Mar11 |
100622 |
387.00 |
388.50 |
381.50 |
385.00 |
-2.50 |
5,742 |
65,641 |
+861 |
| May11 |
100622 |
395.25 |
396.75 |
390.00 |
393.75 |
-2.50 |
1,984 |
13,228 |
-355 |
| Jul11 |
100622 |
404.00 |
405.25 |
398.00 |
401.75 |
-2.25 |
3,312 |
42,217 |
+281 |
| Total Volume and Open Interest |
267,036 |
1,215,149 |
+6,136 |
| Wheat(CBOT) |
| Jul10 |
100622 |
461.25 |
463.75 |
455.75 |
460.75 |
-1.25 |
51,060 |
78,957 |
-15,001 |
| Sep10 |
100622 |
476.00 |
478.75 |
471.00 |
475.75 |
-1.50 |
33,006 |
191,678 |
+3,379 |
| Dec10 |
100622 |
506.25 |
507.75 |
500.50 |
504.25 |
-3.00 |
20,201 |
105,276 |
+3,458 |
| Mar11 |
100622 |
537.00 |
538.75 |
531.00 |
535.50 |
-2.25 |
2,140 |
29,826 |
+340 |
| May11 |
100622 |
552.00 |
555.25 |
550.50 |
552.50 |
-2.00 |
1,470 |
9,437 |
-205 |
| Total Volume and Open Interest |
112,536 |
489,453 |
-6,971 |
| Wheat(KCBT) |
| Jul10 |
100622 |
499.00 |
499.75 |
493.75 |
494.00 |
-5.75 |
9,581 |
29,664 |
-1,502 |
| Sep10 |
100622 |
509.25 |
511.00 |
505.25 |
505.50 |
-5.50 |
5,754 |
43,026 |
+737 |
| Dec10 |
100622 |
527.75 |
528.50 |
522.50 |
523.00 |
-5.50 |
4,193 |
46,022 |
-50 |
| Mar11 |
100622 |
545.00 |
545.00 |
539.25 |
539.75 |
-5.50 |
742 |
16,575 |
+0 |
| May11 |
100622 |
554.00 |
555.25 |
550.25 |
550.75 |
-5.50 |
675 |
6,700 |
-180 |
| Total Volume and Open Interest |
23,220 |
175,036 |
-482 |
| Wheat(MGE) |
| Jul10 |
100622 |
540.00 |
540.00 |
533.50 |
534.75 |
-5.50 |
2,376 |
7,980 |
-324 |
| Sep10 |
100622 |
550.00 |
550.75 |
544.25 |
545.50 |
-6.75 |
2,367 |
14,166 |
+312 |
| Dec10 |
100622 |
564.75 |
567.00 |
559.75 |
561.00 |
-6.25 |
829 |
13,446 |
-60 |
| Mar11 |
100622 |
582.00 |
582.25 |
577.25 |
577.75 |
-5.50 |
229 |
4,740 |
+26 |
| May11 |
100622 |
590.00 |
591.50 |
587.00 |
587.00 |
-5.50 |
167 |
1,236 |
-18 |
| Total Volume and Open Interest |
6,287 |
49,517 |
-26 |
| Oats(CBOT) |
| Jul10 |
100622 |
263.50 |
278.00 |
261.00 |
278.00 |
+13.50 |
792 |
4,651 |
-123 |
| Sep10 |
100622 |
266.50 |
283.50 |
266.50 |
282.50 |
+14.50 |
470 |
4,603 |
-32 |
| Dec10 |
100622 |
268.00 |
279.00 |
266.00 |
279.00 |
+10.75 |
694 |
6,067 |
+52 |
| Mar11 |
100622 |
283.00 |
285.00 |
283.00 |
285.00 |
+11.75 |
6 |
677 |
+4 |
| Total Volume and Open Interest |
1,962 |
15,999 |
-99 |
| Rough Rice(CBOT) |
| Jul10 |
100622 |
10.79 |
10.85 |
10.60 |
10.85 |
+0.16 |
350 |
4,558 |
-264 |
| Sep10 |
100622 |
10.76 |
10.85 |
10.56 |
10.84 |
+0.19 |
358 |
6,613 |
+205 |
| Nov10 |
100622 |
10.76 |
11.04 |
10.76 |
11.03 |
+0.22 |
26 |
2,046 |
+9 |
| Jan11 |
100622 |
11.12 |
11.31 |
11.12 |
11.31 |
+0.20 |
10 |
477 |
-10 |
| Total Volume and Open Interest |
755 |
14,931 |
-49 |
| Live Cattle(CME) |
| Jun10 |
100622 |
90.400 |
90.980 |
89.900 |
90.300 |
+0.165 |
2,179 |
9,673 |
-1,350 |
| Aug10 |
100622 |
89.450 |
90.250 |
88.550 |
88.800 |
-0.530 |
15,487 |
138,376 |
-2,524 |
| Oct10 |
100622 |
90.800 |
91.600 |
90.150 |
90.400 |
-0.235 |
10,800 |
92,107 |
+1,518 |
| Dec10 |
100622 |
92.850 |
93.600 |
92.385 |
92.550 |
-0.100 |
4,178 |
47,622 |
-250 |
| Feb11 |
100622 |
94.480 |
95.230 |
93.850 |
94.200 |
-0.100 |
1,157 |
20,651 |
+91 |
| Apr11 |
100622 |
96.000 |
96.500 |
95.330 |
95.785 |
+0.135 |
518 |
11,650 |
+188 |
| Total Volume and Open Interest |
34,672 |
325,328 |
-2,197 |
| Feeder Cattle(CME) |
| Aug10 |
100622 |
111.850 |
112.980 |
111.430 |
111.830 |
+0.130 |
1,983 |
22,052 |
-53 |
| Sep10 |
100622 |
111.750 |
112.650 |
111.385 |
111.750 |
+0.300 |
151 |
5,509 |
+19 |
| Oct10 |
100622 |
111.500 |
112.650 |
111.350 |
111.730 |
+0.180 |
114 |
4,344 |
-61 |
| Nov10 |
100622 |
110.950 |
112.100 |
110.900 |
111.230 |
+0.180 |
45 |
1,467 |
-10 |
| Jan11 |
100622 |
110.000 |
110.700 |
109.400 |
110.000 |
+0.200 |
6 |
566 |
+5 |
| Mar11 |
100622 |
109.800 |
110.000 |
109.500 |
109.500 |
+0.600 |
0 |
81 |
+0 |
| Apr11 |
100622 |
109.200 |
109.200 |
109.200 |
109.200 |
+0.600 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
2,300 |
34,035 |
-99 |
| Lean Hogs(CME) |
| Jul10 |
100622 |
82.135 |
82.730 |
81.250 |
81.950 |
-0.050 |
7,770 |
26,791 |
-201 |
| Aug10 |
100622 |
84.350 |
85.100 |
83.950 |
84.500 |
+0.150 |
8,227 |
74,527 |
+2,319 |
| Oct10 |
100622 |
76.650 |
77.250 |
76.150 |
76.950 |
+0.450 |
5,337 |
41,047 |
+854 |
| Dec10 |
100622 |
72.850 |
73.250 |
72.250 |
72.850 |
+0.170 |
5,013 |
28,760 |
-1,055 |
| Feb11 |
100622 |
73.400 |
74.000 |
72.950 |
73.950 |
+0.550 |
701 |
10,222 |
+87 |
| Apr11 |
100622 |
73.830 |
74.225 |
73.400 |
74.150 |
+0.300 |
94 |
4,625 |
+32 |
| May11 |
100622 |
77.000 |
77.300 |
77.000 |
77.100 |
+0.100 |
12 |
176 |
-10 |
| Jun11 |
100622 |
80.100 |
80.500 |
79.800 |
80.135 |
+0.035 |
21 |
1,136 |
+8 |
| Total Volume and Open Interest |
27,181 |
187,690 |
+2,039 |
| Pork Bellies(CME) |
| Jul10 |
100622 |
99.800 |
100.600 |
99.800 |
100.450 |
+0.450 |
2 |
78 |
+0 |
| Aug10 |
100622 |
97.500 |
97.500 |
96.750 |
96.750 |
+0.750 |
0 |
26 |
+0 |
| Feb11 |
100622 |
99.300 |
100.500 |
98.500 |
100.500 |
unch |
0 |
4 |
+0 |
| Mar11 |
100622 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100622 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
2 |
109 |
+0 |
| Class III Milk(CME) |
| Jun10 |
100622 |
13.59 |
13.59 |
13.56 |
13.56 |
unch |
34 |
4,431 |
+6 |
| Jul10 |
100622 |
13.28 |
13.35 |
13.18 |
13.18 |
-0.17 |
200 |
4,501 |
+41 |
| Aug10 |
100622 |
13.60 |
13.67 |
13.53 |
13.57 |
-0.10 |
133 |
4,458 |
+49 |
| Sep10 |
100622 |
14.30 |
14.35 |
14.20 |
14.25 |
-0.10 |
113 |
3,954 |
+32 |
| Oct10 |
100622 |
14.45 |
14.57 |
14.40 |
14.52 |
-0.05 |
62 |
3,485 |
+27 |
| Total Volume and Open Interest |
699 |
28,589 |
+204 |
| Cocoa(ICE) |
| Jul10 |
100622 |
2950 |
3053 |
2915 |
3032 |
+73 |
109 |
291 |
-59 |
| Sep10 |
100622 |
2977 |
3086 |
2918 |
3055 |
+70 |
4,441 |
58,063 |
-521 |
| Dec10 |
100622 |
2996 |
3101 |
2941 |
3071 |
+67 |
904 |
20,880 |
+252 |
| Mar11 |
100622 |
2995 |
3114 |
2965 |
3083 |
+67 |
155 |
16,280 |
+105 |
| May11 |
100622 |
2997 |
3114 |
2972 |
3093 |
+67 |
25 |
7,300 |
+25 |
| Jul11 |
100622 |
2989 |
3103 |
2984 |
3101 |
+68 |
0 |
3,712 |
+0 |
| Sep11 |
100622 |
3023 |
3109 |
3023 |
3109 |
+66 |
0 |
1,418 |
+0 |
| Total Volume and Open Interest |
5,640 |
113,071 |
-197 |
| Coffee "C"(ICE) |
| Jul10 |
100622 |
158.80 |
160.25 |
157.20 |
159.10 |
+0.15 |
2,941 |
5,047 |
-1,970 |
| Sep10 |
100622 |
159.75 |
162.45 |
157.45 |
160.75 |
-0.05 |
20,016 |
89,039 |
+2,845 |
| Dec10 |
100622 |
159.55 |
162.30 |
157.45 |
160.85 |
+0.10 |
5,175 |
40,143 |
+919 |
| Mar11 |
100622 |
158.90 |
161.50 |
158.90 |
160.25 |
+0.05 |
1,277 |
15,614 |
+466 |
| May11 |
100622 |
159.00 |
160.10 |
159.00 |
159.60 |
+0.15 |
565 |
5,591 |
+194 |
| Jul11 |
100622 |
157.20 |
159.80 |
156.70 |
159.05 |
unch |
143 |
2,680 |
-5 |
| Total Volume and Open Interest |
30,208 |
159,282 |
+2,485 |
| Orange Juice(ICE) |
| Jul10 |
100622 |
139.75 |
142.85 |
139.75 |
139.95 |
-0.55 |
1,354 |
5,551 |
-1,217 |
| Sep10 |
100622 |
141.80 |
145.00 |
141.65 |
142.10 |
-0.30 |
1,580 |
18,648 |
+983 |
| Nov10 |
100622 |
142.10 |
144.75 |
142.10 |
142.60 |
-0.25 |
30 |
3,491 |
+26 |
| Jan11 |
100622 |
143.05 |
143.05 |
143.00 |
143.00 |
-0.15 |
5 |
1,275 |
+0 |
| Mar11 |
100622 |
143.75 |
143.75 |
143.75 |
143.75 |
-0.15 |
1 |
189 |
+1 |
| May11 |
100622 |
143.95 |
143.95 |
143.95 |
143.95 |
-0.05 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
2,970 |
29,507 |
-207 |
| Sugar #11(ICE) |
| Jul10 |
100622 |
16.03 |
16.34 |
15.99 |
16.21 |
+0.03 |
24,643 |
81,252 |
-7,954 |
| Oct10 |
100622 |
15.81 |
16.00 |
15.70 |
15.92 |
-0.04 |
52,525 |
249,910 |
+3,470 |
| Mar11 |
100622 |
16.60 |
16.73 |
16.37 |
16.61 |
-0.09 |
10,745 |
119,742 |
-2,615 |
| May11 |
100622 |
16.53 |
16.61 |
16.29 |
16.44 |
-0.18 |
1,515 |
27,396 |
-124 |
| Jul11 |
100622 |
16.35 |
16.60 |
16.25 |
16.40 |
-0.18 |
1,456 |
58,340 |
+218 |
| Total Volume and Open Interest |
92,576 |
614,351 |
-6,682 |
| London Cocoa(LCE) |
| Jul10 |
100622 |
2465 |
2520 |
2460 |
2516 |
+51 |
1,458 |
52,971 |
-37 |
| Sep10 |
100622 |
2353 |
2420 |
2353 |
2405 |
+45 |
2,629 |
36,075 |
-382 |
| Dec10 |
100622 |
2262 |
2298 |
2260 |
2285 |
+17 |
1,077 |
26,589 |
-157 |
| Mar11 |
100622 |
2230 |
2261 |
2224 |
2243 |
+11 |
504 |
24,504 |
+306 |
| May11 |
100622 |
2229 |
2260 |
2229 |
2240 |
+11 |
13 |
6,253 |
+12 |
| Jul11 |
100622 |
2242 |
2249 |
2239 |
2240 |
+11 |
0 |
1,236 |
+0 |
| Sep11 |
100622 |
2220 |
2241 |
2220 |
2238 |
+10 |
300 |
1,993 |
+0 |
| Total Volume and Open Interest |
5,981 |
155,356 |
-258 |
| London Sugar(LCE) |
| Aug10 |
100622 |
523.30 |
529.10 |
520.10 |
524.00 |
-1.90 |
5,306 |
23,880 |
-357 |
| Oct10 |
100622 |
465.60 |
470.50 |
463.00 |
467.40 |
-0.40 |
4,652 |
24,327 |
+722 |
| Dec10 |
100622 |
446.80 |
450.60 |
444.50 |
448.20 |
-0.10 |
857 |
8,835 |
+625 |
| Mar11 |
100622 |
451.50 |
455.20 |
448.50 |
452.70 |
-0.10 |
771 |
5,543 |
+422 |
| May11 |
100622 |
457.00 |
457.00 |
450.10 |
454.70 |
-0.90 |
58 |
2,253 |
+11 |
| Total Volume and Open Interest |
11,689 |
65,930 |
+1,451 |
| Cotton(ICE) |
| Jul10 |
100622 |
82.00 |
82.55 |
81.55 |
82.46 |
+0.31 |
3,081 |
9,823 |
-4,252 |
| Oct10 |
100622 |
78.75 |
79.52 |
78.40 |
79.39 |
+0.48 |
240 |
1,656 |
-9 |
| Dec10 |
100622 |
79.01 |
79.43 |
78.54 |
79.21 |
+0.04 |
8,239 |
126,242 |
-89 |
| Mar11 |
100622 |
79.65 |
80.49 |
79.65 |
80.28 |
+0.01 |
775 |
20,958 |
+333 |
| May11 |
100622 |
80.65 |
80.65 |
80.65 |
80.65 |
-0.05 |
15 |
766 |
+4 |
| Jul11 |
100622 |
80.50 |
80.90 |
80.45 |
80.86 |
+0.06 |
17 |
5,519 |
+4 |
| Total Volume and Open Interest |
12,373 |
166,624 |
-4,003 |
| Lumber(CME) |
| Jul10 |
100622 |
188.6 |
190.0 |
181.2 |
183.6 |
-6.0 |
188 |
2,594 |
+8 |
| Sep10 |
100622 |
197.8 |
198.0 |
189.0 |
192.0 |
-7.0 |
339 |
5,051 |
+126 |
| Nov10 |
100622 |
205.3 |
205.7 |
195.0 |
197.2 |
-7.6 |
109 |
1,516 |
+60 |
| Jan11 |
100622 |
221.4 |
229.4 |
219.4 |
221.0 |
-8.4 |
28 |
133 |
+8 |
| Total Volume and Open Interest |
664 |
9,306 |
+202 |
| Crude Oil(NYM) |
| Jul10 |
100622 |
77.35 |
78.10 |
76.53 |
77.21 |
-0.61 |
157,434 |
51,860 |
-25,288 |
| Aug10 |
100622 |
78.08 |
78.90 |
77.33 |
77.85 |
-0.76 |
171,766 |
295,610 |
+6,803 |
| Sep10 |
100622 |
78.89 |
79.69 |
78.20 |
78.66 |
-0.82 |
47,735 |
143,033 |
+3,462 |
| Oct10 |
100622 |
79.87 |
80.35 |
78.94 |
79.36 |
-0.85 |
15,545 |
56,652 |
+932 |
| Nov10 |
100622 |
80.80 |
80.95 |
79.66 |
80.00 |
-0.86 |
8,544 |
40,150 |
-256 |
| Dec10 |
100622 |
81.08 |
81.68 |
80.17 |
80.55 |
-0.87 |
26,852 |
202,370 |
-12 |
| Jan11 |
100622 |
80.85 |
81.77 |
80.75 |
80.96 |
-0.86 |
2,770 |
37,162 |
+188 |
| Feb11 |
100622 |
82.06 |
82.06 |
81.34 |
81.34 |
-0.85 |
1,315 |
15,111 |
-35 |
| Mar11 |
100622 |
82.48 |
82.60 |
81.72 |
81.72 |
-0.83 |
2,701 |
21,320 |
-6 |
| Apr11 |
100622 |
82.76 |
82.97 |
82.09 |
82.09 |
-0.81 |
1,737 |
11,810 |
+372 |
| May11 |
100622 |
83.12 |
83.12 |
82.44 |
82.44 |
-0.79 |
1,265 |
7,536 |
+130 |
| Jun11 |
100622 |
82.73 |
83.54 |
82.57 |
82.78 |
-0.76 |
3,881 |
44,467 |
+918 |
| Jul11 |
100622 |
83.50 |
83.50 |
83.08 |
83.08 |
-0.73 |
971 |
23,247 |
+29 |
| Aug11 |
100622 |
83.25 |
83.25 |
83.25 |
83.25 |
-0.70 |
407 |
7,275 |
-18 |
| Sep11 |
100622 |
83.40 |
83.40 |
83.40 |
83.40 |
-0.66 |
251 |
8,088 |
+43 |
| Oct11 |
100622 |
83.56 |
83.56 |
83.56 |
83.56 |
-0.63 |
437 |
5,473 |
+236 |
| Total Volume and Open Interest |
459,249 |
1,283,497 |
-12,619 |
| 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 |
100622 |
78.175 |
78.900 |
77.300 |
77.850 |
-0.750 |
3,121 |
1,577 |
+92 |
| Sep10 |
100622 |
79.225 |
79.600 |
78.250 |
78.650 |
-0.825 |
185 |
499 |
+84 |
| Oct10 |
100622 |
79.800 |
80.200 |
79.150 |
79.350 |
-0.850 |
5 |
155 |
-1 |
| Nov10 |
100622 |
80.075 |
80.075 |
80.000 |
80.000 |
-0.850 |
0 |
20 |
+0 |
| Dec10 |
100622 |
81.000 |
81.275 |
80.550 |
80.550 |
-0.875 |
2 |
101 |
+0 |
| Jan11 |
100622 |
80.950 |
80.950 |
80.950 |
80.950 |
-0.875 |
1 |
1 |
-1 |
| Feb11 |
100622 |
81.400 |
81.400 |
81.350 |
81.350 |
-0.850 |
|
|
|
| Mar11 |
100622 |
81.725 |
81.725 |
81.725 |
81.725 |
-0.825 |
|
|
|
| Total Volume and Open Interest |
9,794 |
5,526 |
-640 |
| Heating Oil(NYM) |
| Jul10 |
100622 |
213.58 |
214.75 |
210.75 |
211.29 |
-3.30 |
40,153 |
43,010 |
-2,843 |
| Aug10 |
100622 |
215.41 |
216.24 |
212.52 |
213.07 |
-3.06 |
26,477 |
67,546 |
+274 |
| Sep10 |
100622 |
217.65 |
218.24 |
214.90 |
215.40 |
-2.73 |
12,790 |
41,608 |
+316 |
| Oct10 |
100622 |
219.59 |
220.48 |
217.85 |
217.90 |
-2.57 |
4,908 |
24,261 |
-342 |
| Nov10 |
100622 |
221.96 |
222.83 |
220.34 |
220.34 |
-2.45 |
1,837 |
18,504 |
+45 |
| Dec10 |
100622 |
224.22 |
225.40 |
222.23 |
222.74 |
-2.30 |
8,138 |
37,966 |
-363 |
| Jan11 |
100622 |
226.86 |
227.59 |
225.10 |
225.12 |
-2.20 |
1,975 |
20,891 |
-19 |
| Feb11 |
100622 |
228.21 |
228.79 |
226.51 |
226.51 |
-2.13 |
616 |
9,634 |
-86 |
| Mar11 |
100622 |
228.54 |
228.54 |
226.94 |
226.94 |
-2.08 |
536 |
8,669 |
-132 |
| Apr11 |
100622 |
227.79 |
227.79 |
226.19 |
226.19 |
-2.07 |
160 |
5,068 |
+67 |
| May11 |
100622 |
227.27 |
227.27 |
225.72 |
225.72 |
-2.07 |
84 |
4,177 |
+35 |
| Jun11 |
100622 |
227.83 |
227.89 |
225.87 |
225.87 |
-2.07 |
1,205 |
18,859 |
+194 |
| Total Volume and Open Interest |
99,678 |
320,454 |
-2,982 |
| Gasoline(NYMEX) |
| Jul10 |
100622 |
213.50 |
215.55 |
212.23 |
213.35 |
-0.93 |
31,672 |
45,364 |
-1,718 |
| Aug10 |
100622 |
212.99 |
214.90 |
211.57 |
212.62 |
-1.17 |
27,459 |
64,190 |
+1,984 |
| Sep10 |
100622 |
212.95 |
214.25 |
211.01 |
212.04 |
-1.39 |
15,808 |
50,428 |
+1,007 |
| Oct10 |
100622 |
201.50 |
203.33 |
200.30 |
201.16 |
-1.47 |
5,909 |
22,726 |
-765 |
| Nov10 |
100622 |
201.49 |
201.80 |
199.93 |
200.22 |
-1.65 |
2,589 |
21,782 |
+60 |
| Dec10 |
100622 |
201.55 |
202.57 |
199.95 |
200.71 |
-1.75 |
4,171 |
15,624 |
+149 |
| Jan11 |
100622 |
203.29 |
204.55 |
202.53 |
202.53 |
-1.78 |
496 |
6,229 |
+116 |
| Feb11 |
100622 |
204.64 |
204.64 |
204.64 |
204.64 |
-1.78 |
153 |
1,997 |
+80 |
| Mar11 |
100622 |
208.19 |
208.19 |
206.83 |
206.83 |
-1.77 |
137 |
2,685 |
-61 |
| Apr11 |
100622 |
220.17 |
220.17 |
218.98 |
218.98 |
-1.75 |
76 |
3,357 |
+18 |
| Total Volume and Open Interest |
88,487 |
248,137 |
+887 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100622 |
213.40 |
213.40 |
213.35 |
213.40 |
-0.90 |
0 |
2 |
+0 |
| Aug10 |
100622 |
212.60 |
212.62 |
212.60 |
212.60 |
-1.20 |
0 |
2 |
+0 |
| Sep10 |
100622 |
212.00 |
212.04 |
212.00 |
212.00 |
-1.40 |
|
|
|
| Oct10 |
100622 |
201.20 |
201.20 |
201.16 |
201.20 |
-1.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
11 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100622 |
4.870 |
4.888 |
4.691 |
4.756 |
-0.117 |
90,592 |
77,456 |
-5,397 |
| Aug10 |
100622 |
4.909 |
4.927 |
4.727 |
4.794 |
-0.116 |
33,748 |
124,119 |
+2,648 |
| Sep10 |
100622 |
4.945 |
5.010 |
4.771 |
4.837 |
-0.107 |
21,051 |
132,977 |
+1,449 |
| Oct10 |
100622 |
5.020 |
5.075 |
4.847 |
4.907 |
-0.103 |
25,731 |
99,881 |
+1,073 |
| Nov10 |
100622 |
5.224 |
5.226 |
5.085 |
5.146 |
-0.086 |
4,514 |
33,102 |
-212 |
| Dec10 |
100622 |
5.485 |
5.519 |
5.361 |
5.422 |
-0.063 |
5,787 |
38,047 |
-182 |
| Jan11 |
100622 |
5.651 |
5.665 |
5.542 |
5.599 |
-0.066 |
12,029 |
52,348 |
+856 |
| Feb11 |
100622 |
5.594 |
5.594 |
5.485 |
5.538 |
-0.064 |
1,406 |
19,336 |
+217 |
| Mar11 |
100622 |
5.459 |
5.488 |
5.384 |
5.435 |
-0.055 |
8,285 |
54,084 |
+259 |
| Apr11 |
100622 |
5.185 |
5.211 |
5.145 |
5.180 |
-0.025 |
8,366 |
41,097 |
+1,019 |
| May11 |
100622 |
5.210 |
5.210 |
5.152 |
5.191 |
-0.023 |
2,440 |
18,794 |
-690 |
| Jun11 |
100622 |
5.253 |
5.253 |
5.187 |
5.233 |
-0.020 |
587 |
8,804 |
-236 |
| Jul11 |
100622 |
5.297 |
5.301 |
5.259 |
5.288 |
-0.019 |
344 |
5,574 |
+140 |
| Aug11 |
100622 |
5.330 |
5.340 |
5.300 |
5.333 |
-0.017 |
74 |
5,497 |
+31 |
| Sep11 |
100622 |
5.342 |
5.385 |
5.342 |
5.365 |
-0.016 |
93 |
5,562 |
-53 |
| Oct11 |
100622 |
5.461 |
5.472 |
5.400 |
5.448 |
-0.016 |
939 |
19,269 |
-102 |
| Total Volume and Open Interest |
216,956 |
842,847 |
+658 |
| Brent Crude Oil(ICE) |
| Aug10 |
100622 |
78.76 |
79.12 |
77.56 |
78.04 |
-0.78 |
115,163 |
223,704 |
-5,421 |
| Sep10 |
100622 |
79.00 |
79.52 |
78.00 |
78.47 |
-0.74 |
46,566 |
114,786 |
+523 |
| Oct10 |
100622 |
79.53 |
79.98 |
78.52 |
78.93 |
-0.74 |
22,387 |
46,807 |
-172 |
| Nov10 |
100622 |
79.39 |
80.31 |
79.03 |
79.39 |
-0.76 |
11,177 |
23,417 |
+1,200 |
| Dec10 |
100622 |
79.87 |
80.90 |
79.52 |
79.85 |
-0.76 |
22,537 |
109,579 |
+1,347 |
| Jan11 |
100622 |
80.59 |
80.59 |
80.07 |
80.30 |
-0.76 |
2,928 |
24,586 |
+223 |
| Feb11 |
100622 |
80.98 |
81.03 |
80.54 |
80.75 |
-0.75 |
1,611 |
15,489 |
+280 |
| Mar11 |
100622 |
81.37 |
81.76 |
80.98 |
81.21 |
-0.72 |
1,253 |
10,710 |
+348 |
| Apr11 |
100622 |
81.57 |
82.19 |
81.44 |
81.64 |
-0.71 |
491 |
6,748 |
+129 |
| May11 |
100622 |
82.04 |
82.04 |
82.04 |
82.04 |
-0.69 |
362 |
15,181 |
-45 |
| Jun11 |
100622 |
82.70 |
83.41 |
82.17 |
82.42 |
-0.65 |
2,595 |
24,206 |
+583 |
| Jul11 |
100622 |
82.78 |
82.78 |
82.78 |
82.78 |
-0.63 |
414 |
7,988 |
+206 |
| Aug11 |
100622 |
83.07 |
83.07 |
83.07 |
83.07 |
-0.60 |
211 |
3,581 |
-12 |
| Sep11 |
100622 |
83.30 |
83.30 |
83.30 |
83.30 |
-0.56 |
94 |
3,373 |
+29 |
| Total Volume and Open Interest |
233,936 |
735,731 |
-432 |
| Gas Oil(ICE) |
| Jul10 |
100622 |
685.00 |
685.25 |
673.00 |
682.50 |
-7.50 |
42,520 |
109,881 |
-1,505 |
| Aug10 |
100622 |
686.50 |
687.25 |
674.50 |
684.75 |
-6.50 |
50,136 |
84,323 |
-1,171 |
| Sep10 |
100622 |
689.50 |
689.50 |
679.00 |
687.75 |
-6.25 |
19,837 |
60,266 |
+399 |
| Oct10 |
100622 |
691.50 |
692.00 |
682.25 |
690.75 |
-6.00 |
9,379 |
39,778 |
+1,249 |
| Nov10 |
100622 |
693.00 |
694.50 |
686.50 |
694.00 |
-5.50 |
6,487 |
29,374 |
-851 |
| Dec10 |
100622 |
697.00 |
698.00 |
689.00 |
697.25 |
-5.50 |
19,905 |
96,992 |
-2,288 |
| Jan11 |
100622 |
694.25 |
701.00 |
693.00 |
701.00 |
-5.25 |
3,037 |
31,192 |
+37 |
| Feb11 |
100622 |
697.00 |
704.50 |
697.00 |
704.50 |
-4.75 |
2,713 |
17,242 |
+159 |
| Mar11 |
100622 |
700.00 |
707.50 |
700.00 |
707.50 |
-4.50 |
1,564 |
13,125 |
+83 |
| Apr11 |
100622 |
703.00 |
710.25 |
703.00 |
710.25 |
-4.50 |
751 |
13,728 |
-27 |
| Total Volume and Open Interest |
162,898 |
606,704 |
-2,619 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100622 |
1.609 |
1.609 |
1.581 |
1.586 |
-0.017 |
70 |
744 |
-69 |
| Aug10 |
100622 |
1.591 |
1.592 |
1.575 |
1.584 |
-0.018 |
65 |
1,414 |
+4 |
| Sep10 |
100622 |
1.574 |
1.574 |
1.562 |
1.566 |
-0.015 |
118 |
807 |
-93 |
| Oct10 |
100622 |
1.570 |
1.570 |
1.560 |
1.563 |
-0.017 |
167 |
882 |
-76 |
| Nov10 |
100622 |
1.572 |
1.572 |
1.570 |
1.571 |
-0.009 |
113 |
788 |
-71 |
| Dec10 |
100622 |
1.593 |
1.596 |
1.574 |
1.579 |
-0.007 |
144 |
1,736 |
+9 |
| Jan11 |
100622 |
1.590 |
1.590 |
1.580 |
1.584 |
-0.008 |
146 |
1,238 |
-74 |
| Total Volume and Open Interest |
996 |
11,722 |
-218 |
| US Dollar Index(ICE) |
| Sep10 |
100622 |
86.210 |
86.545 |
86.045 |
86.408 |
+0.168 |
8,424 |
30,138 |
-9 |
| Dec10 |
100622 |
86.600 |
86.728 |
86.600 |
86.728 |
+0.158 |
17 |
654 |
+12 |
| Mar11 |
100622 |
87.018 |
87.018 |
87.018 |
87.018 |
+0.158 |
|
|
|
| Total Volume and Open Interest |
8,441 |
30,792 |
+3 |
| Australian Dollar(CME) |
| Sep10 |
100622 |
86.72 |
87.50 |
86.27 |
86.51 |
-0.37 |
57,017 |
57,566 |
-407 |
| Dec10 |
100622 |
86.10 |
86.48 |
85.44 |
85.57 |
-0.37 |
8 |
357 |
+4 |
| Mar11 |
100622 |
84.66 |
85.03 |
84.66 |
84.66 |
-0.37 |
|
|
|
| Total Volume and Open Interest |
57,025 |
57,933 |
-403 |
| British Pound(CME) |
| Sep10 |
100622 |
147.62 |
148.61 |
146.88 |
148.12 |
+0.53 |
72,831 |
118,343 |
-723 |
| Dec10 |
100622 |
147.86 |
148.51 |
147.03 |
148.13 |
+0.53 |
55 |
99 |
+14 |
| Mar11 |
100622 |
148.14 |
148.14 |
147.59 |
148.14 |
+0.55 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
72,886 |
118,445 |
-709 |
| Canadian Dollar(CME) |
| Sep10 |
100622 |
97.59 |
98.16 |
97.05 |
97.15 |
-0.52 |
58,708 |
79,979 |
+1,406 |
| Dec10 |
100622 |
97.40 |
98.00 |
97.00 |
97.02 |
-0.52 |
55 |
2,892 |
+9 |
| Mar11 |
100622 |
97.26 |
97.36 |
96.84 |
96.84 |
-0.52 |
1 |
314 |
+0 |
| Jun11 |
100622 |
97.48 |
97.48 |
96.62 |
96.62 |
-0.52 |
0 |
169 |
+0 |
| Total Volume and Open Interest |
58,767 |
83,368 |
+1,418 |
| Japanese Yen(CME) |
| Sep10 |
100622 |
109.99 |
110.85 |
109.90 |
110.64 |
+0.59 |
87,781 |
88,659 |
-4,688 |
| Dec10 |
100622 |
110.25 |
110.86 |
110.25 |
110.83 |
+0.57 |
9 |
169 |
+5 |
| Mar11 |
100622 |
111.06 |
111.06 |
110.47 |
111.06 |
+0.59 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
87,790 |
88,830 |
-4,683 |
| Swiss Franc(CME) |
| Sep10 |
100622 |
90.07 |
90.76 |
90.06 |
90.44 |
+0.30 |
24,783 |
44,210 |
+119 |
| Dec10 |
100622 |
90.63 |
90.63 |
90.33 |
90.63 |
+0.30 |
15 |
27 |
+9 |
| Mar11 |
100622 |
90.84 |
90.84 |
90.54 |
90.84 |
+0.30 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
24,798 |
44,240 |
+128 |
| EuroFX(CME) |
| Sep10 |
100622 |
123.30 |
123.62 |
122.58 |
122.73 |
-0.55 |
189,830 |
218,164 |
-3,012 |
| Dec10 |
100622 |
123.34 |
123.65 |
122.71 |
122.82 |
-0.54 |
61 |
636 |
+26 |
| Mar11 |
100622 |
122.89 |
123.40 |
122.89 |
122.89 |
-0.51 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
189,891 |
218,860 |
-2,986 |
| Mexican Peso(CME) |
| Jul10 |
100622 |
794.2 |
798.0 |
794.2 |
794.2 |
-3.8 |
|
|
|
| Aug10 |
100622 |
791.2 |
795.0 |
791.2 |
791.2 |
-3.8 |
|
|
|
| Total Volume and Open Interest |
10,691 |
54,992 |
+1,514 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100622 |
124~030 |
124~030 |
124~030 |
124~030 |
+0~150 |
149,909 |
634,437 |
-10,624 |
| Dec10 |
100622 |
121~300 |
123~110 |
121~300 |
123~110 |
+1~040 |
5 |
653 |
+2 |
| Mar11 |
100622 |
121~300 |
121~300 |
120~260 |
121~300 |
+1~040 |
|
|
|
| Total Volume and Open Interest |
154,051 |
647,021 |
|
| 10-Year T-Notes(CBOT) |
| Sep10 |
100622 |
120~095 |
121~000 |
120~025 |
120~290 |
+0~195 |
664,010 |
1,695,096 |
-27,154 |
| Dec10 |
100622 |
119~090 |
119~290 |
119~065 |
119~285 |
+0~220 |
2 |
168 |
+0 |
| Mar11 |
100622 |
117~240 |
117~240 |
117~020 |
117~240 |
+0~220 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
671,514 |
1,712,307 |
-31,381 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100622 |
117~013 |
117~064 |
117~001 |
117~057 |
+0~042 |
279,529 |
908,535 |
-3,358 |
| Dec10 |
100622 |
116~051 |
116~051 |
116~009 |
116~051 |
+0~042 |
0 |
2 |
+0 |
| Mar11 |
100622 |
115~045 |
115~045 |
115~003 |
115~045 |
+0~042 |
|
|
|
| Total Volume and Open Interest |
287,014 |
944,070 |
-2,845 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100622 |
109~019 |
109~032 |
109~018 |
109~028 |
+0~007 |
130,199 |
903,050 |
+3,218 |
| Dec10 |
100622 |
108~119 |
108~119 |
108~112 |
108~119 |
+0~007 |
0 |
26 |
+0 |
| Mar11 |
100622 |
108~082 |
108~082 |
108~075 |
108~082 |
+0~007 |
|
|
|
| Total Volume and Open Interest |
130,517 |
910,107 |
+3,025 |
| Eurodollars(CME) |
| Sep10 |
100622 |
99.335 |
99.345 |
99.305 |
99.320 |
-0.020 |
142,601 |
1,032,088 |
-1,987 |
| Dec10 |
100622 |
99.220 |
99.230 |
99.185 |
99.205 |
-0.025 |
151,850 |
1,083,144 |
-14,236 |
| Mar11 |
100622 |
99.130 |
99.135 |
99.110 |
99.120 |
-0.015 |
171,898 |
883,204 |
-8,138 |
| Jun11 |
100622 |
98.980 |
99.005 |
98.965 |
98.990 |
+0.005 |
157,137 |
822,832 |
+2,924 |
| Sep11 |
100622 |
98.800 |
98.840 |
98.785 |
98.825 |
+0.025 |
184,044 |
875,203 |
+8,269 |
| Dec11 |
100622 |
98.560 |
98.625 |
98.540 |
98.605 |
+0.050 |
127,116 |
590,298 |
+4,739 |
| Mar12 |
100622 |
98.325 |
98.415 |
98.310 |
98.390 |
+0.065 |
120,537 |
441,017 |
+2,667 |
| Jun12 |
100622 |
98.075 |
98.175 |
98.060 |
98.145 |
+0.075 |
88,949 |
300,254 |
+3,436 |
| Sep12 |
100622 |
97.825 |
97.925 |
97.805 |
97.900 |
+0.080 |
53,661 |
203,121 |
+3,847 |
| Dec12 |
100622 |
97.560 |
97.665 |
97.545 |
97.640 |
+0.080 |
32,564 |
158,632 |
+3,271 |
| Mar13 |
100622 |
97.335 |
97.430 |
97.315 |
97.410 |
+0.080 |
28,790 |
145,582 |
+1,089 |
| Jun13 |
100622 |
97.090 |
97.190 |
97.090 |
97.175 |
+0.080 |
27,252 |
92,829 |
+2,859 |
| Sep13 |
100622 |
96.885 |
96.970 |
96.875 |
96.955 |
+0.080 |
11,817 |
79,336 |
+302 |
| Dec13 |
100622 |
96.655 |
96.745 |
96.655 |
96.735 |
+0.080 |
9,274 |
40,806 |
+508 |
| Mar14 |
100622 |
96.470 |
96.570 |
96.470 |
96.560 |
+0.080 |
7,646 |
41,679 |
-401 |
| Jun14 |
100622 |
96.305 |
96.385 |
96.305 |
96.385 |
+0.080 |
8,272 |
34,714 |
+886 |
| Sep14 |
100622 |
96.145 |
96.225 |
96.145 |
96.225 |
+0.080 |
4,140 |
23,835 |
+165 |
| Dec14 |
100622 |
95.985 |
96.065 |
95.980 |
96.060 |
+0.080 |
5,953 |
42,483 |
-123 |
| Total Volume and Open Interest |
1,355,473 |
7,065,696 |
+13,709 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100622 |
99.815 |
99.817 |
99.812 |
99.815 |
+0.003 |
3,130 |
69,532 |
-176 |
| Jul10 |
100622 |
99.795 |
99.800 |
99.795 |
99.795 |
unch |
2,778 |
57,339 |
-433 |
| Aug10 |
100622 |
99.785 |
99.785 |
99.780 |
99.780 |
unch |
4,727 |
81,228 |
+115 |
| Sep10 |
100622 |
99.775 |
99.775 |
99.770 |
99.770 |
unch |
2,506 |
48,614 |
-709 |
| Oct10 |
100622 |
99.760 |
99.765 |
99.755 |
99.755 |
unch |
2,203 |
63,754 |
-142 |
| Nov10 |
100622 |
99.745 |
99.745 |
99.740 |
99.740 |
unch |
2,046 |
83,873 |
+896 |
| Total Volume and Open Interest |
33,806 |
664,768 |
+4,084 |
| 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 |
100622 |
99.643 |
99.643 |
99.643 |
99.643 |
+0.003 |
0 |
989 |
-150 |
| Dec10 |
100622 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
342 |
+0 |
| Mar11 |
100622 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
167 |
+0 |
| Jun11 |
100622 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
| Sep11 |
100622 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Dec11 |
100622 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
| Mar12 |
100622 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Jun12 |
100622 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
| Sep12 |
100622 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
| Dec12 |
100622 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,498 |
-75 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100622 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
520 |
4,183 |
-100 |
| Dec10 |
100622 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
100 |
1,372 |
-100 |
| Mar11 |
100622 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,906 |
-104 |
| Jun11 |
100622 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
2 |
462 |
+0 |
| Sep11 |
100622 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
108 |
+0 |
| Dec11 |
100622 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
103 |
+0 |
| Mar12 |
100622 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
| Jun12 |
100622 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
622 |
9,505 |
-304 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100621 |
140.59 |
140.62 |
140.38 |
140.38 |
+0.04 |
2,072 |
20,138 |
+164 |
| Dec10 |
100622 |
140.55 |
140.55 |
140.55 |
140.55 |
+2.26 |
|
|
|
| Mar11 |
100622 |
136.65 |
136.65 |
136.65 |
136.65 |
+0.45 |
|
|
|
| Total Volume and Open Interest |
1,773 |
20,201 |
-247 |
| Euro-Bund(EUREX) |
| Sep10 |
100622 |
127.64 |
128.46 |
127.47 |
128.10 |
+0.43 |
1,007,382 |
869,886 |
-24,442 |
| Dec10 |
100622 |
126.16 |
126.90 |
126.09 |
126.62 |
+0.71 |
387 |
1,292 |
+253 |
| Mar11 |
100622 |
126.61 |
126.61 |
126.61 |
126.61 |
+0.70 |
|
|
|
| Total Volume and Open Interest |
712,012 |
889,495 |
+18,570 |
| Euro-Bobl(EUREX) |
| Sep10 |
100618 |
120.46 |
120.50 |
119.96 |
120.02 |
-0.47 |
405,245 |
719,459 |
-578 |
| Dec10 |
100622 |
118.72 |
118.72 |
118.72 |
118.72 |
+0.39 |
400 |
404 |
+394 |
| Mar11 |
100622 |
117.84 |
117.84 |
117.84 |
117.84 |
+0.37 |
|
|
|
| Total Volume and Open Interest |
418,269 |
681,932 |
-18,560 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
| Sep10 |
100622 |
99.065 |
99.100 |
99.065 |
99.090 |
+0.025 |
366 |
4,216 |
-201 |
| Dec10 |
100622 |
98.940 |
98.975 |
98.940 |
98.965 |
+0.035 |
566 |
2,633 |
-290 |
| Total Volume and Open Interest |
961 |
12,908 |
-479 |
| Long Gilt(LIFFE) |
| Jun10 |
100622 |
121~09 |
121~22 |
120~30 |
121~06 |
+0~15 |
1,254 |
4,016 |
-465 |
| Sep10 |
100622 |
119~26 |
120~15 |
119~13 |
119~30 |
+0~18 |
75,501 |
273,830 |
-7,915 |
| Total Volume and Open Interest |
76,755 |
277,846 |
-8,380 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100622 |
99.14 |
99.19 |
99.14 |
99.16 |
+0.02 |
14,999 |
392,981 |
+877 |
| Dec10 |
100622 |
98.99 |
99.08 |
98.99 |
99.04 |
+0.06 |
30,750 |
362,250 |
-4,148 |
| Mar11 |
100622 |
98.87 |
99.00 |
98.87 |
98.94 |
+0.08 |
32,764 |
258,766 |
+3,592 |
| Jun11 |
100622 |
98.70 |
98.84 |
98.69 |
98.78 |
+0.10 |
47,586 |
267,073 |
+8,376 |
| Sep11 |
100622 |
98.50 |
98.64 |
98.49 |
98.59 |
+0.12 |
35,826 |
282,937 |
+5,020 |
| Dec11 |
100622 |
98.24 |
98.38 |
98.21 |
98.32 |
+0.11 |
39,785 |
239,861 |
-1,390 |
| Total Volume and Open Interest |
260,936 |
2,195,942 |
+12,488 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100622 |
99.060 |
99.100 |
99.055 |
99.095 |
+0.030 |
113,185 |
590,003 |
-9,847 |
| Dec10 |
100622 |
98.920 |
98.985 |
98.915 |
98.970 |
+0.040 |
125,363 |
475,997 |
-28,370 |
| Mar11 |
100622 |
98.870 |
98.940 |
98.865 |
98.925 |
+0.050 |
97,726 |
485,260 |
-12,947 |
| Total Volume and Open Interest |
727,162 |
3,146,980 |
-64,261 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100622 |
95.04 |
95.08 |
95.03 |
95.07 |
+0.03 |
18,285 |
262,414 |
-805 |
| Dec10 |
100622 |
94.93 |
94.96 |
94.92 |
94.95 |
+0.02 |
21,339 |
156,370 |
+5,862 |
| Mar11 |
100622 |
94.83 |
94.88 |
94.82 |
94.87 |
+0.03 |
6,834 |
67,901 |
-79 |
| Jun11 |
100622 |
94.74 |
94.79 |
94.71 |
94.78 |
+0.04 |
1,676 |
47,110 |
+45 |
| Sep11 |
100622 |
94.64 |
94.68 |
94.63 |
94.68 |
+0.04 |
2,028 |
32,127 |
+871 |
| Dec11 |
100622 |
94.54 |
94.59 |
94.53 |
94.59 |
+0.05 |
1,371 |
23,942 |
+676 |
| Mar12 |
100622 |
94.48 |
94.54 |
94.48 |
94.54 |
+0.05 |
1,556 |
21,564 |
+424 |
| Jun12 |
100622 |
94.45 |
94.51 |
94.45 |
94.51 |
+0.04 |
81 |
6,466 |
+20 |
| Sep12 |
100622 |
94.43 |
94.51 |
94.43 |
94.51 |
+0.04 |
16 |
3,157 |
-5 |
| Dec12 |
100622 |
94.49 |
94.49 |
94.49 |
94.49 |
+0.04 |
0 |
1,135 |
+0 |
| Total Volume and Open Interest |
53,186 |
623,049 |
+7,009 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100622 |
94.55 |
94.60 |
94.51 |
94.59 |
+0.04 |
29,737 |
315,788 |
+7,291 |
| Dec10 |
100622 |
94.58 |
94.58 |
94.58 |
94.58 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
29,737 |
315,788 |
+7,291 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100622 |
95.00 |
95.06 |
94.96 |
95.06 |
+0.06 |
125,072 |
447,812 |
+28,968 |
| Dec10 |
100622 |
95.01 |
95.01 |
95.01 |
95.01 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
125,072 |
447,812 |
+28,968 |
| Gold(CMX) |
| Jun10 |
100622 |
1239.5 |
1242.8 |
1232.1 |
1239.9 |
+0.2 |
130 |
556 |
-43 |
| Aug10 |
100622 |
1233.3 |
1244.0 |
1233.0 |
1240.8 |
+0.1 |
115,423 |
374,249 |
+4,668 |
| Oct10 |
100622 |
1236.0 |
1245.7 |
1235.7 |
1242.8 |
+0.1 |
1,319 |
27,159 |
+222 |
| Dec10 |
100622 |
1239.0 |
1246.7 |
1237.0 |
1244.7 |
+0.1 |
3,969 |
73,709 |
-397 |
| Feb11 |
100622 |
1242.5 |
1248.4 |
1242.5 |
1246.7 |
+0.2 |
222 |
24,632 |
-41 |
| Apr11 |
100622 |
1246.0 |
1250.0 |
1245.6 |
1248.7 |
+0.2 |
469 |
17,684 |
+399 |
| Jun11 |
100622 |
587.3 |
595.4 |
587.3 |
595.4 |
+0.2 |
968 |
14,299 |
-408 |
| Aug11 |
100622 |
1253.2 |
1253.2 |
1253.2 |
1253.2 |
+0.2 |
2,487 |
8,945 |
+1,613 |
| Oct11 |
100622 |
1255.9 |
1255.9 |
1255.9 |
1255.9 |
+0.2 |
507 |
7,232 |
-27 |
| Dec11 |
100622 |
1258.0 |
1260.0 |
1253.1 |
1258.7 |
+0.2 |
60 |
13,150 |
-17 |
| Feb12 |
100622 |
1262.1 |
1262.1 |
1262.1 |
1262.1 |
+0.2 |
0 |
3,752 |
+0 |
| Apr12 |
100622 |
1265.7 |
1265.7 |
1265.7 |
1265.7 |
+0.1 |
0 |
5,179 |
+0 |
| Total Volume and Open Interest |
127,280 |
603,094 |
+5,712 |
| Silver(CMX) |
| Jul10 |
100622 |
1871.5 |
1898.5 |
1859.0 |
1890.2 |
+9.4 |
38,721 |
45,544 |
-2,377 |
| Sep10 |
100622 |
1875.0 |
1902.0 |
1863.5 |
1894.7 |
+9.3 |
14,332 |
45,613 |
+4,582 |
| Dec10 |
100622 |
1886.5 |
1908.0 |
1873.5 |
1901.0 |
+9.3 |
2,169 |
19,240 |
+627 |
| Mar11 |
100622 |
1885.0 |
1905.5 |
1885.0 |
1905.1 |
+9.4 |
91 |
9,489 |
-1 |
| May11 |
100622 |
1907.2 |
1907.2 |
1907.2 |
1907.2 |
+9.4 |
312 |
7,377 |
+260 |
| Jul11 |
100622 |
1907.0 |
1912.5 |
1906.5 |
1909.2 |
+9.4 |
94 |
4,972 |
+47 |
| Sep11 |
100622 |
1911.2 |
1911.2 |
1911.2 |
1911.2 |
+9.4 |
22 |
297 |
+18 |
| Total Volume and Open Interest |
55,887 |
139,210 |
+3,216 |
| Platinum(NYMEX) |
| Jul10 |
100622 |
1590.2 |
1597.0 |
1575.0 |
1593.0 |
+2.7 |
4,554 |
13,621 |
-1,345 |
| Oct10 |
100622 |
1603.1 |
1604.1 |
1584.4 |
1602.1 |
+2.8 |
1,803 |
16,016 |
+1,114 |
| Jan11 |
100622 |
1604.9 |
1606.8 |
1604.9 |
1606.5 |
+3.2 |
1 |
479 |
+1 |
| Apr11 |
100622 |
1606.5 |
1606.5 |
1606.5 |
1606.5 |
+3.2 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
6,358 |
30,221 |
-230 |
| Palladium(NYMEX) |
| Jun10 |
100622 |
489.45 |
489.45 |
489.45 |
489.45 |
-4.65 |
1 |
79 |
-1 |
| Sep10 |
100622 |
494.50 |
495.85 |
478.00 |
489.95 |
-5.50 |
1,515 |
21,200 |
-8 |
| Dec10 |
100622 |
484.55 |
490.85 |
483.15 |
490.85 |
-5.60 |
18 |
380 |
-6 |
| Total Volume and Open Interest |
1,536 |
21,726 |
-15 |
| Copper(CMX) |
| Jul10 |
100622 |
293.35 |
299.70 |
291.15 |
299.20 |
+5.00 |
28,002 |
29,409 |
-2,834 |
| Sep10 |
100622 |
294.85 |
301.50 |
293.00 |
301.05 |
+5.10 |
12,618 |
66,044 |
+1,969 |
| Dec10 |
100622 |
297.75 |
303.40 |
296.45 |
303.40 |
+5.15 |
1,054 |
17,776 |
+67 |
| Mar11 |
100622 |
303.90 |
304.85 |
303.90 |
304.85 |
+5.15 |
188 |
9,280 |
+109 |
| May11 |
100622 |
305.70 |
305.70 |
305.70 |
305.70 |
+5.15 |
5 |
1,327 |
-1 |
| Total Volume and Open Interest |
43,480 |
138,055 |
-39 |
| DJIA Index(CBOT) |
| Sep10 |
100622 |
10398 |
10440 |
10225 |
10233 |
-163 |
226 |
6,271 |
-15 |
| Dec10 |
100622 |
10175 |
10336 |
10175 |
10175 |
-161 |
0 |
4 |
+0 |
| Mar11 |
100622 |
10123 |
10286 |
10123 |
10123 |
-163 |
|
|
|
| Jun11 |
100622 |
10065 |
10228 |
10065 |
10065 |
-163 |
|
|
|
| Total Volume and Open Interest |
226 |
6,275 |
-11,558 |
| S & P 500(CME) |
| Sep10 |
100622 |
1110.70 |
1117.00 |
1089.50 |
1090.50 |
-20.10 |
13,198 |
292,677 |
-965 |
| Dec10 |
100622 |
1086.20 |
1109.30 |
1085.30 |
1086.20 |
-20.10 |
88 |
4,439 |
-49 |
| Mar11 |
100622 |
1082.30 |
1105.40 |
1081.40 |
1082.30 |
-20.10 |
0 |
476 |
+0 |
| Jun11 |
100622 |
1079.30 |
1102.40 |
1078.40 |
1079.30 |
-20.10 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
13,286 |
297,637 |
-155,323 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100622 |
1110.50 |
1117.00 |
1089.50 |
1090.50 |
-20.25 |
|
|
|
| Dec10 |
100622 |
1106.25 |
1112.00 |
1086.25 |
1086.25 |
-20.00 |
207 |
4,534 |
-9 |
| Total Volume and Open Interest |
1,631,892 |
2,537,590 |
-899,863 |
| NASDAQ 100(CME) |
| Sep10 |
100622 |
1899.80 |
1917.00 |
1877.00 |
1878.30 |
-21.20 |
663 |
8,216 |
+226 |
| Dec10 |
100622 |
1876.00 |
1910.00 |
1876.00 |
1876.00 |
-21.80 |
0 |
1 |
+0 |
| Mar11 |
100622 |
1873.50 |
1874.50 |
1873.50 |
1873.50 |
-21.80 |
|
|
|
| Total Volume and Open Interest |
663 |
8,217 |
-25,653 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100622 |
1899.00 |
1916.80 |
1876.50 |
1878.30 |
-21.20 |
246,943 |
282,045 |
+4,403 |
| Dec10 |
100622 |
1908.00 |
1912.80 |
1875.00 |
1876.00 |
-21.80 |
62 |
54 |
+15 |
| Total Volume and Open Interest |
247,005 |
282,100 |
-168,495 |
| S & P Midcap 400(CME) |
| Sep10 |
100622 |
749.00 |
773.00 |
748.00 |
749.00 |
-17.40 |
7 |
1,133 |
-3 |
| Dec10 |
100622 |
747.00 |
748.90 |
747.00 |
747.00 |
-17.40 |
|
|
|
| Mar11 |
100622 |
745.00 |
746.90 |
745.00 |
745.00 |
-17.40 |
|
|
|
| Total Volume and Open Interest |
7 |
1,133 |
-2,974 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100622 |
10185 |
10225 |
9945 |
9980 |
-220 |
6,737 |
29,242 |
-163 |
| Dec10 |
100622 |
9980 |
10160 |
9980 |
9980 |
-220 |
|
|
|
| Total Volume and Open Interest |
6,737 |
29,242 |
-163 |
| Nikkei 225(SGX) |
| Sep10 |
100622 |
10250 |
10265 |
10095 |
10115 |
-125 |
79,631 |
143,585 |
+8,689 |
| Dec10 |
100622 |
10055 |
10055 |
10055 |
10055 |
-140 |
0 |
1,720 |
-57 |
| Mar11 |
100622 |
10065 |
10065 |
10065 |
10065 |
-125 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
79,682 |
158,651 |
+8,934 |
| CAC 40(EURONEXT) |
| Jul10 |
100622 |
3711.0 |
3723.0 |
3636.5 |
3702.0 |
-29.0 |
137,342 |
382,025 |
+36,430 |
| Aug10 |
100622 |
3711.0 |
3711.0 |
3662.0 |
3702.0 |
-29.0 |
51 |
762 |
+38 |
| Sep10 |
100622 |
3706.5 |
3712.5 |
3658.0 |
3697.0 |
-30.0 |
1,825 |
43,058 |
+1,750 |
| Total Volume and Open Interest |
139,218 |
427,095 |
-220,796 |
| Hang Seng Index(HKFE) |
| Jun10 |
100622 |
20947 |
20993 |
20827 |
20839 |
-131 |
70,817 |
83,573 |
+2,822 |
| Jul10 |
100622 |
20930 |
20942 |
20780 |
20790 |
-127 |
1,101 |
3,199 |
+618 |
| Total Volume and Open Interest |
72,268 |
89,391 |
+3,423 |
| DAX(EUREX) |
| Jun10 |
100618 |
6232.5 |
6258.0 |
6188.5 |
6223.5 |
+5.0 |
193,412 |
98,765 |
-39,457 |
| Sep10 |
100622 |
6281.0 |
6302.5 |
6200.0 |
6273.0 |
-21.5 |
138,782 |
139,141 |
+5,968 |
| Dec10 |
100622 |
6270.0 |
6308.5 |
6216.0 |
6280.5 |
-21.5 |
4,238 |
10,044 |
-75 |
| Total Volume and Open Interest |
163,732 |
149,185 |
-73,777 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100622 |
5211.00 |
5246.00 |
5130.00 |
5220.00 |
-41.00 |
130,469 |
659,237 |
+15,704 |
| Dec10 |
100622 |
5215.00 |
5216.50 |
5133.50 |
5198.00 |
-42.00 |
22 |
6,989 |
-12 |
| Mar11 |
100622 |
5176.00 |
5176.00 |
5117.50 |
5159.00 |
-42.00 |
30 |
1,060 |
+5 |
| Total Volume and Open Interest |
130,521 |
667,286 |
-61,876 |
| SPI 200(SFE) |
| Jun10 |
100617 |
4556.0 |
4579.0 |
4534.0 |
4553.0 |
-7.0 |
96,984 |
152,759 |
-89,413 |
| Sep10 |
100622 |
4603.0 |
4612.0 |
4542.0 |
4551.0 |
-48.0 |
31,495 |
211,947 |
+8,688 |
| Dec10 |
100622 |
4600.0 |
4600.0 |
4570.0 |
4572.0 |
-48.0 |
283 |
3,315 |
+257 |
| Total Volume and Open Interest |
31,778 |
216,932 |
+8,945 |
| GSCI(CME) |
| Jul10 |
100622 |
510.50 |
513.00 |
508.00 |
509.25 |
-1.75 |
168 |
16,479 |
-30 |
| Aug10 |
100622 |
513.20 |
515.00 |
511.00 |
512.00 |
-2.00 |
|
|
|
| Sep10 |
100622 |
516.00 |
518.00 |
514.00 |
515.50 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
168 |
16,479 |
-30 |
| 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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