|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri June 25, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100625 |
956.00 |
960.75 |
955.00 |
957.00 |
+1.50 |
44,664 |
75,659 |
-4,432 |
| Aug10 |
100625 |
939.50 |
946.75 |
939.50 |
941.00 |
+1.25 |
23,428 |
47,363 |
+2,183 |
| Sep10 |
100625 |
921.25 |
928.00 |
920.50 |
921.00 |
+0.75 |
5,521 |
14,555 |
+514 |
| Nov10 |
100625 |
913.00 |
919.75 |
911.50 |
912.00 |
unch |
56,164 |
246,816 |
+6,712 |
| Jan11 |
100625 |
922.00 |
929.00 |
921.50 |
921.75 |
+0.25 |
3,254 |
29,357 |
+324 |
| Mar11 |
100625 |
926.00 |
934.25 |
926.00 |
927.75 |
+1.25 |
558 |
8,940 |
+12 |
| May11 |
100625 |
925.75 |
935.00 |
925.75 |
930.00 |
+2.25 |
693 |
10,011 |
+40 |
| Total Volume and Open Interest |
136,301 |
464,541 |
+5,445 |
| Soybean Meal(CBOT) |
| Jul10 |
100625 |
289.90 |
290.70 |
288.50 |
289.60 |
-0.50 |
22,313 |
36,529 |
-3,581 |
| Aug10 |
100625 |
279.50 |
281.50 |
278.80 |
280.30 |
+0.50 |
13,533 |
35,101 |
-83 |
| Sep10 |
100625 |
269.50 |
272.10 |
269.00 |
270.30 |
+0.80 |
4,155 |
19,822 |
-59 |
| Oct10 |
100625 |
260.60 |
263.40 |
260.30 |
261.50 |
+0.60 |
2,599 |
10,964 |
+222 |
| Dec10 |
100625 |
260.00 |
263.60 |
259.60 |
261.10 |
+0.80 |
18,782 |
74,500 |
+1,259 |
| Jan11 |
100625 |
262.70 |
262.70 |
260.40 |
261.50 |
+0.60 |
636 |
6,563 |
-70 |
| Mar11 |
100625 |
263.50 |
263.70 |
261.60 |
262.30 |
+0.90 |
422 |
5,324 |
+85 |
| May11 |
100625 |
261.30 |
262.20 |
260.30 |
261.50 |
+1.20 |
256 |
4,174 |
-11 |
| Total Volume and Open Interest |
63,539 |
199,418 |
-2,013 |
| Soybean Oil(CBOT) |
| Jul10 |
100625 |
37.25 |
37.43 |
37.14 |
37.16 |
-0.01 |
49,257 |
48,968 |
-12,908 |
| Aug10 |
100625 |
37.36 |
37.60 |
37.28 |
37.33 |
unch |
35,786 |
59,745 |
+8,722 |
| Sep10 |
100625 |
37.56 |
37.75 |
37.47 |
37.48 |
-0.02 |
9,574 |
26,570 |
-1,662 |
| Oct10 |
100625 |
37.74 |
37.90 |
37.64 |
37.64 |
-0.03 |
2,029 |
12,991 |
-228 |
| Dec10 |
100625 |
38.16 |
38.35 |
38.01 |
38.03 |
-0.05 |
24,368 |
135,516 |
+1,039 |
| Jan11 |
100625 |
38.64 |
38.64 |
38.33 |
38.33 |
-0.04 |
1,818 |
8,179 |
+1,055 |
| Mar11 |
100625 |
38.73 |
38.85 |
38.64 |
38.64 |
-0.04 |
262 |
4,297 |
+129 |
| May11 |
100625 |
39.04 |
39.07 |
38.91 |
38.91 |
-0.05 |
116 |
2,919 |
+54 |
| Total Volume and Open Interest |
123,527 |
304,336 |
-3,749 |
| Canola(WCE) |
| Jul10 |
100625 |
428.4 |
438.9 |
423.5 |
437.6 |
+11.2 |
4,671 |
11,921 |
-2,973 |
| Nov10 |
100625 |
417.5 |
420.8 |
412.2 |
419.0 |
+0.6 |
15,369 |
128,684 |
+1,908 |
| Jan11 |
100625 |
416.5 |
420.0 |
412.8 |
418.7 |
+0.4 |
649 |
10,344 |
+198 |
| Mar11 |
100625 |
419.5 |
419.9 |
411.7 |
417.0 |
-0.8 |
389 |
5,153 |
+320 |
| May11 |
100625 |
417.9 |
418.0 |
412.3 |
416.4 |
+0.3 |
22 |
1,687 |
+11 |
| Total Volume and Open Interest |
21,452 |
160,060 |
-478 |
| Corn(CBOT) |
| Jul10 |
100625 |
344.75 |
346.25 |
339.00 |
340.50 |
-4.25 |
100,134 |
188,457 |
-15,318 |
| Sep10 |
100625 |
353.50 |
355.00 |
348.50 |
349.50 |
-4.25 |
57,545 |
352,790 |
+4,992 |
| Dec10 |
100625 |
364.50 |
366.00 |
359.50 |
360.50 |
-4.00 |
65,806 |
451,563 |
+6,384 |
| Mar11 |
100625 |
377.25 |
378.75 |
373.00 |
373.50 |
-4.00 |
3,596 |
68,114 |
+991 |
| May11 |
100625 |
388.00 |
388.00 |
382.00 |
382.75 |
-3.75 |
1,147 |
14,922 |
+497 |
| Jul11 |
100625 |
395.75 |
396.75 |
390.00 |
391.25 |
-3.75 |
3,582 |
43,658 |
+462 |
| Total Volume and Open Interest |
234,582 |
1,199,773 |
-1,722 |
| Wheat(CBOT) |
| Jul10 |
100625 |
462.75 |
464.75 |
455.25 |
456.25 |
-6.75 |
39,445 |
53,553 |
-10,313 |
| Sep10 |
100625 |
477.00 |
479.25 |
470.25 |
471.00 |
-6.50 |
38,479 |
201,584 |
+5,183 |
| Dec10 |
100625 |
504.00 |
505.75 |
496.50 |
497.50 |
-6.75 |
15,909 |
108,157 |
+1,966 |
| Mar11 |
100625 |
532.00 |
533.50 |
525.00 |
525.75 |
-6.75 |
6,410 |
30,396 |
+681 |
| May11 |
100625 |
549.75 |
550.00 |
541.50 |
542.00 |
-7.00 |
714 |
7,958 |
-396 |
| Total Volume and Open Interest |
104,149 |
476,352 |
-2,783 |
| Wheat(KCBT) |
| Jul10 |
100625 |
493.25 |
494.25 |
483.00 |
483.75 |
-10.50 |
11,089 |
20,616 |
-2,614 |
| Sep10 |
100625 |
503.75 |
505.00 |
484.75 |
494.75 |
-10.25 |
8,196 |
47,187 |
+1,963 |
| Dec10 |
100625 |
520.00 |
522.00 |
510.00 |
510.75 |
-10.75 |
4,547 |
45,817 |
+40 |
| Mar11 |
100625 |
538.00 |
538.00 |
527.00 |
527.00 |
-10.75 |
327 |
16,563 |
+1 |
| May11 |
100625 |
543.00 |
543.50 |
537.50 |
537.50 |
-10.75 |
422 |
4,903 |
-279 |
| Total Volume and Open Interest |
25,919 |
167,813 |
-1,022 |
| Wheat(MGE) |
| Jul10 |
100625 |
524.50 |
525.75 |
510.50 |
512.25 |
-12.50 |
4,069 |
6,222 |
-774 |
| Sep10 |
100625 |
536.25 |
537.25 |
522.25 |
523.75 |
-12.50 |
2,619 |
14,593 |
+258 |
| Dec10 |
100625 |
551.75 |
552.25 |
538.00 |
539.25 |
-12.50 |
1,654 |
14,105 |
+547 |
| Mar11 |
100625 |
565.00 |
565.00 |
556.50 |
557.25 |
-11.00 |
341 |
5,024 |
+71 |
| May11 |
100625 |
577.50 |
577.50 |
566.50 |
566.75 |
-10.75 |
209 |
1,386 |
+42 |
| Total Volume and Open Interest |
9,224 |
49,287 |
+167 |
| Oats(CBOT) |
| Jul10 |
100625 |
272.25 |
281.50 |
263.00 |
264.00 |
-10.50 |
331 |
4,017 |
-58 |
| Sep10 |
100625 |
277.00 |
283.00 |
265.00 |
265.50 |
-13.00 |
588 |
4,761 |
+15 |
| Dec10 |
100625 |
273.00 |
280.75 |
261.00 |
263.00 |
-13.50 |
680 |
6,226 |
+68 |
| Mar11 |
100625 |
281.00 |
282.50 |
269.00 |
269.00 |
-13.50 |
22 |
690 |
+10 |
| Total Volume and Open Interest |
1,622 |
15,696 |
+36 |
| Rough Rice(CBOT) |
| Jul10 |
100625 |
10.25 |
10.35 |
10.05 |
10.06 |
-0.15 |
499 |
3,643 |
-320 |
| Sep10 |
100625 |
10.34 |
10.44 |
10.19 |
10.21 |
-0.13 |
673 |
7,244 |
+192 |
| Nov10 |
100625 |
10.63 |
10.69 |
10.44 |
10.44 |
-0.14 |
87 |
2,130 |
-22 |
| Jan11 |
100625 |
10.86 |
10.86 |
10.73 |
10.73 |
-0.14 |
4 |
479 |
+1 |
| Total Volume and Open Interest |
1,270 |
14,836 |
-146 |
| Live Cattle(CME) |
| Jun10 |
100625 |
90.730 |
91.035 |
90.635 |
90.950 |
+0.300 |
2,186 |
5,291 |
-1,577 |
| Aug10 |
100625 |
89.135 |
89.550 |
89.050 |
89.385 |
+0.235 |
13,258 |
134,484 |
-1,915 |
| Oct10 |
100625 |
90.750 |
91.100 |
90.550 |
91.080 |
+0.430 |
5,363 |
94,348 |
+1,335 |
| Dec10 |
100625 |
92.800 |
93.300 |
92.730 |
93.250 |
+0.450 |
1,910 |
48,300 |
-63 |
| Feb11 |
100625 |
94.450 |
94.850 |
94.250 |
94.850 |
+0.465 |
1,306 |
21,148 |
+164 |
| Apr11 |
100625 |
96.135 |
96.580 |
95.950 |
96.535 |
+0.585 |
510 |
12,034 |
+40 |
| Total Volume and Open Interest |
24,629 |
321,221 |
-1,972 |
| Feeder Cattle(CME) |
| Aug10 |
100625 |
112.850 |
113.500 |
112.730 |
113.200 |
+0.520 |
958 |
22,435 |
-157 |
| Sep10 |
100625 |
112.750 |
113.430 |
112.600 |
113.330 |
+0.730 |
361 |
5,633 |
+69 |
| Oct10 |
100625 |
112.535 |
113.200 |
112.400 |
113.200 |
+0.665 |
178 |
4,618 |
+5 |
| Nov10 |
100625 |
112.000 |
112.650 |
111.800 |
112.650 |
+0.650 |
58 |
1,619 |
+27 |
| Jan11 |
100625 |
110.500 |
111.000 |
110.400 |
110.980 |
+0.580 |
17 |
604 |
-5 |
| Mar11 |
100625 |
110.000 |
110.150 |
109.950 |
110.000 |
+0.250 |
0 |
90 |
+0 |
| Apr11 |
100625 |
109.500 |
109.500 |
109.500 |
109.500 |
unch |
0 |
19 |
+0 |
| Total Volume and Open Interest |
1,572 |
35,024 |
-61 |
| Lean Hogs(CME) |
| Jul10 |
100625 |
80.450 |
80.800 |
79.800 |
80.725 |
+0.645 |
4,189 |
23,051 |
-1,412 |
| Aug10 |
100625 |
83.450 |
84.330 |
83.285 |
83.930 |
+0.680 |
8,662 |
77,935 |
+289 |
| Oct10 |
100625 |
76.650 |
77.385 |
76.400 |
76.650 |
+0.175 |
3,566 |
43,538 |
+685 |
| Dec10 |
100625 |
72.800 |
73.600 |
72.800 |
73.200 |
+0.370 |
2,673 |
28,367 |
+629 |
| Feb11 |
100625 |
73.750 |
74.500 |
73.750 |
74.400 |
+0.650 |
523 |
10,882 |
+198 |
| Apr11 |
100625 |
74.950 |
75.700 |
74.750 |
75.330 |
+0.380 |
462 |
5,213 |
+194 |
| May11 |
100625 |
77.900 |
78.500 |
77.725 |
78.500 |
+1.150 |
6 |
184 |
+4 |
| Jun11 |
100625 |
80.750 |
81.700 |
80.750 |
81.500 |
+0.450 |
201 |
1,699 |
+162 |
| Total Volume and Open Interest |
20,293 |
191,325 |
+759 |
| Pork Bellies(CME) |
| Jul10 |
100625 |
100.200 |
101.500 |
100.200 |
101.000 |
+1.100 |
17 |
74 |
-3 |
| Aug10 |
100625 |
96.800 |
96.800 |
96.800 |
96.800 |
+0.050 |
0 |
27 |
+0 |
| Feb11 |
100625 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
5 |
+0 |
| Mar11 |
100625 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100625 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
17 |
107 |
-3 |
| Class III Milk(CME) |
| Jun10 |
100625 |
13.61 |
13.65 |
13.58 |
13.63 |
+0.04 |
55 |
4,372 |
-53 |
| Jul10 |
100625 |
13.27 |
13.56 |
13.27 |
13.55 |
+0.25 |
152 |
4,367 |
+1 |
| Aug10 |
100625 |
13.65 |
13.86 |
13.62 |
13.85 |
+0.23 |
180 |
4,622 |
+77 |
| Sep10 |
100625 |
14.39 |
14.65 |
14.35 |
14.64 |
+0.29 |
195 |
4,045 |
-48 |
| Oct10 |
100625 |
14.59 |
14.71 |
14.59 |
14.68 |
+0.05 |
105 |
3,572 |
-14 |
| Total Volume and Open Interest |
807 |
28,932 |
-13 |
| Cocoa(ICE) |
| Jul10 |
100625 |
3087 |
3106 |
3072 |
3092 |
+8 |
35 |
248 |
-5 |
| Sep10 |
100625 |
3114 |
3130 |
3064 |
3113 |
-1 |
5,693 |
58,494 |
+71 |
| Dec10 |
100625 |
3132 |
3138 |
3080 |
3120 |
-5 |
1,751 |
21,579 |
+48 |
| Mar11 |
100625 |
3142 |
3149 |
3105 |
3128 |
-6 |
885 |
16,848 |
+34 |
| May11 |
100625 |
3133 |
3153 |
3110 |
3137 |
-7 |
200 |
7,631 |
+138 |
| Jul11 |
100625 |
3130 |
3154 |
3129 |
3145 |
-7 |
24 |
3,837 |
-19 |
| Sep11 |
100625 |
3142 |
3164 |
3142 |
3151 |
-3 |
0 |
1,420 |
+0 |
| Total Volume and Open Interest |
8,592 |
115,185 |
+267 |
| Coffee "C"(ICE) |
| Jul10 |
100625 |
165.85 |
168.85 |
164.50 |
167.00 |
+0.25 |
206 |
729 |
-187 |
| Sep10 |
100625 |
168.80 |
170.85 |
166.00 |
168.90 |
+0.15 |
10,589 |
93,362 |
+357 |
| Dec10 |
100625 |
168.85 |
170.85 |
166.20 |
168.90 |
+0.05 |
3,901 |
42,407 |
+1,036 |
| Mar11 |
100625 |
167.15 |
170.00 |
165.60 |
168.05 |
+0.15 |
440 |
17,027 |
+316 |
| May11 |
100625 |
166.50 |
168.20 |
165.40 |
166.70 |
unch |
237 |
5,639 |
+8 |
| Jul11 |
100625 |
165.80 |
167.00 |
164.70 |
165.65 |
-0.55 |
36 |
2,743 |
+12 |
| Total Volume and Open Interest |
15,429 |
163,140 |
+1,554 |
| Orange Juice(ICE) |
| Jul10 |
100625 |
141.10 |
144.90 |
141.00 |
142.90 |
+1.30 |
1,055 |
2,599 |
-960 |
| Sep10 |
100625 |
141.40 |
143.55 |
140.50 |
142.45 |
+0.50 |
1,338 |
20,627 |
+378 |
| Nov10 |
100625 |
142.40 |
143.95 |
141.30 |
142.80 |
-0.15 |
256 |
3,776 |
+206 |
| Jan11 |
100625 |
142.65 |
143.70 |
142.30 |
143.35 |
-0.30 |
15 |
1,301 |
+12 |
| Mar11 |
100625 |
143.50 |
144.10 |
143.50 |
144.10 |
-0.30 |
0 |
191 |
+0 |
| May11 |
100625 |
144.35 |
144.35 |
144.35 |
144.35 |
-0.30 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
2,664 |
28,847 |
-364 |
| Sugar #11(ICE) |
| Jul10 |
100625 |
16.90 |
17.35 |
16.83 |
17.29 |
+0.47 |
27,949 |
46,879 |
-13,504 |
| Oct10 |
100625 |
16.20 |
16.48 |
16.04 |
16.39 |
+0.20 |
70,267 |
254,728 |
-3,576 |
| Mar11 |
100625 |
16.67 |
16.90 |
16.52 |
16.84 |
+0.17 |
23,241 |
124,343 |
+2,363 |
| May11 |
100625 |
16.51 |
16.67 |
16.32 |
16.59 |
+0.13 |
3,463 |
28,021 |
+90 |
| Jul11 |
100625 |
16.36 |
16.49 |
16.15 |
16.40 |
+0.06 |
3,218 |
60,337 |
+1,066 |
| Total Volume and Open Interest |
130,598 |
593,753 |
-12,297 |
| London Cocoa(LCE) |
| Jul10 |
100625 |
2541 |
2559 |
2517 |
2554 |
+13 |
1,857 |
53,054 |
+410 |
| Sep10 |
100625 |
2432 |
2461 |
2420 |
2450 |
+14 |
4,350 |
35,661 |
-774 |
| Dec10 |
100625 |
2266 |
2280 |
2266 |
2277 |
+2 |
1,819 |
30,238 |
+190 |
| Mar11 |
100625 |
2235 |
2246 |
2223 |
2238 |
+1 |
2,474 |
26,065 |
+548 |
| May11 |
100625 |
2228 |
2240 |
2219 |
2231 |
+1 |
2,132 |
8,299 |
+2,033 |
| Jul11 |
100625 |
2232 |
2241 |
2232 |
2234 |
+3 |
2 |
1,262 |
+0 |
| Sep11 |
100625 |
2238 |
2238 |
2237 |
2237 |
+1 |
0 |
2,393 |
+0 |
| Total Volume and Open Interest |
12,634 |
162,707 |
+2,407 |
| London Sugar(LCE) |
| Aug10 |
100625 |
535.30 |
546.60 |
535.30 |
544.10 |
+16.50 |
2,588 |
22,908 |
-529 |
| Oct10 |
100625 |
477.50 |
485.00 |
474.90 |
484.50 |
+16.40 |
1,637 |
26,014 |
+522 |
| Dec10 |
100625 |
456.40 |
462.40 |
456.20 |
461.00 |
+13.00 |
259 |
9,074 |
+41 |
| Mar11 |
100625 |
458.40 |
462.40 |
456.30 |
461.00 |
+9.90 |
149 |
5,747 |
-20 |
| May11 |
100625 |
462.30 |
462.30 |
455.70 |
459.00 |
+7.70 |
100 |
2,313 |
+6 |
| Total Volume and Open Interest |
4,809 |
67,190 |
+3 |
| Cotton(ICE) |
| Jul10 |
100625 |
83.50 |
84.85 |
83.50 |
84.72 |
+0.24 |
2,351 |
2,377 |
-2,707 |
| Oct10 |
100625 |
80.24 |
80.51 |
80.05 |
80.21 |
+0.20 |
468 |
1,655 |
-101 |
| Dec10 |
100625 |
78.93 |
79.20 |
78.34 |
78.91 |
+0.19 |
11,454 |
128,825 |
+429 |
| Mar11 |
100625 |
80.00 |
80.25 |
79.62 |
80.04 |
+0.23 |
1,295 |
21,948 |
+539 |
| May11 |
100625 |
80.27 |
80.27 |
80.27 |
80.27 |
+0.23 |
40 |
783 |
+19 |
| Jul11 |
100625 |
80.37 |
80.37 |
80.37 |
80.37 |
+0.12 |
134 |
6,093 |
+15 |
| Total Volume and Open Interest |
15,753 |
163,349 |
-1,799 |
| Lumber(CME) |
| Jul10 |
100625 |
178.8 |
192.0 |
178.8 |
188.9 |
+6.9 |
293 |
2,102 |
-132 |
| Sep10 |
100625 |
189.2 |
199.2 |
189.2 |
198.5 |
+5.7 |
625 |
5,520 |
+238 |
| Nov10 |
100625 |
195.6 |
203.5 |
195.5 |
203.5 |
+7.9 |
301 |
1,927 |
+165 |
| Jan11 |
100625 |
220.4 |
222.7 |
217.3 |
222.7 |
+2.7 |
49 |
158 |
+6 |
| Total Volume and Open Interest |
1,270 |
9,720 |
+278 |
| Crude Oil(NYM) |
| Aug10 |
100625 |
76.56 |
79.19 |
75.90 |
78.86 |
+2.35 |
365,038 |
317,835 |
+3,032 |
| Sep10 |
100625 |
77.35 |
79.78 |
76.52 |
79.43 |
+2.28 |
104,190 |
146,736 |
+778 |
| Oct10 |
100625 |
77.87 |
80.22 |
77.04 |
79.90 |
+2.24 |
37,074 |
57,600 |
-86 |
| Nov10 |
100625 |
78.43 |
80.65 |
77.74 |
80.38 |
+2.19 |
17,715 |
41,772 |
+457 |
| Dec10 |
100625 |
78.79 |
81.08 |
78.04 |
80.84 |
+2.16 |
54,510 |
202,868 |
+1,016 |
| Jan11 |
100625 |
79.19 |
81.30 |
79.19 |
81.21 |
+2.15 |
3,919 |
36,873 |
-354 |
| Feb11 |
100625 |
80.50 |
81.54 |
80.50 |
81.53 |
+2.13 |
1,859 |
15,046 |
-117 |
| Mar11 |
100625 |
79.24 |
81.90 |
79.22 |
81.85 |
+2.11 |
2,430 |
21,899 |
+98 |
| Apr11 |
100625 |
79.74 |
82.22 |
79.59 |
82.17 |
+2.10 |
875 |
11,299 |
-247 |
| May11 |
100625 |
82.47 |
82.47 |
82.47 |
82.47 |
+2.08 |
915 |
7,644 |
+96 |
| Jun11 |
100625 |
80.79 |
82.85 |
80.31 |
82.77 |
+2.07 |
4,758 |
43,000 |
-252 |
| Jul11 |
100625 |
81.05 |
83.03 |
80.90 |
83.03 |
+2.06 |
968 |
23,522 |
+60 |
| Aug11 |
100625 |
83.16 |
83.16 |
83.16 |
83.16 |
+2.04 |
654 |
7,354 |
+11 |
| Sep11 |
100625 |
83.27 |
83.27 |
83.27 |
83.27 |
+2.02 |
700 |
7,691 |
-354 |
| Oct11 |
100625 |
83.39 |
83.39 |
83.39 |
83.39 |
+2.01 |
586 |
5,301 |
-245 |
| Nov11 |
100625 |
83.53 |
83.53 |
83.53 |
83.53 |
+1.99 |
419 |
9,828 |
+61 |
| Total Volume and Open Interest |
615,110 |
1,260,977 |
+3,925 |
| 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 |
100625 |
76.550 |
79.200 |
75.900 |
78.850 |
+2.350 |
15,566 |
2,740 |
+743 |
| Sep10 |
100625 |
77.125 |
79.725 |
76.575 |
79.425 |
+2.275 |
433 |
865 |
+161 |
| Oct10 |
100625 |
77.650 |
80.225 |
77.550 |
79.900 |
+2.250 |
55 |
193 |
-6 |
| Nov10 |
100625 |
80.375 |
80.375 |
80.375 |
80.375 |
+2.175 |
1 |
20 |
+0 |
| Dec10 |
100625 |
78.100 |
81.150 |
78.100 |
80.850 |
+2.175 |
8 |
105 |
+5 |
| Jan11 |
100625 |
81.200 |
81.200 |
81.200 |
81.200 |
+2.150 |
0 |
1 |
+0 |
| Feb11 |
100625 |
81.000 |
81.525 |
81.000 |
81.525 |
+2.125 |
0 |
1 |
+0 |
| Mar11 |
100625 |
81.850 |
81.850 |
81.850 |
81.850 |
+2.100 |
|
|
|
| Total Volume and Open Interest |
16,063 |
3,982 |
+903 |
| Heating Oil(NYM) |
| Jul10 |
100625 |
206.10 |
211.75 |
204.00 |
211.22 |
+5.50 |
30,388 |
27,874 |
-4,636 |
| Aug10 |
100625 |
207.76 |
213.96 |
206.09 |
213.34 |
+5.51 |
40,858 |
75,773 |
+4,087 |
| Sep10 |
100625 |
210.57 |
216.11 |
208.64 |
215.62 |
+5.27 |
11,727 |
44,238 |
+749 |
| Oct10 |
100625 |
213.15 |
218.57 |
211.15 |
218.04 |
+5.10 |
3,571 |
23,952 |
+99 |
| Nov10 |
100625 |
216.41 |
220.67 |
216.34 |
220.48 |
+5.08 |
2,239 |
18,791 |
-105 |
| Dec10 |
100625 |
218.04 |
223.02 |
216.16 |
222.79 |
+4.97 |
6,978 |
36,765 |
-270 |
| Jan11 |
100625 |
220.92 |
225.27 |
220.92 |
225.10 |
+4.86 |
3,090 |
20,782 |
-95 |
| Feb11 |
100625 |
222.14 |
226.50 |
222.10 |
226.50 |
+4.78 |
1,274 |
9,542 |
-261 |
| Mar11 |
100625 |
223.74 |
226.87 |
223.50 |
226.87 |
+4.72 |
163 |
8,839 |
+30 |
| Apr11 |
100625 |
225.62 |
226.01 |
225.62 |
226.01 |
+4.66 |
131 |
5,076 |
-24 |
| May11 |
100625 |
224.06 |
225.46 |
224.06 |
225.46 |
+4.61 |
106 |
4,239 |
+17 |
| Jun11 |
100625 |
220.56 |
225.46 |
219.44 |
225.46 |
+4.54 |
481 |
19,482 |
+142 |
| Total Volume and Open Interest |
101,480 |
315,715 |
-385 |
| Gasoline(NYMEX) |
| Jul10 |
100625 |
208.75 |
216.90 |
207.75 |
216.78 |
+7.43 |
26,059 |
32,505 |
-5,001 |
| Aug10 |
100625 |
208.50 |
216.20 |
207.05 |
215.88 |
+7.05 |
38,869 |
74,230 |
+4,079 |
| Sep10 |
100625 |
207.76 |
214.82 |
206.90 |
214.53 |
+6.40 |
14,590 |
53,397 |
+288 |
| Oct10 |
100625 |
197.69 |
203.14 |
197.69 |
202.76 |
+5.75 |
4,463 |
22,999 |
-420 |
| Nov10 |
100625 |
196.58 |
201.68 |
196.58 |
201.32 |
+5.30 |
3,044 |
21,340 |
+82 |
| Dec10 |
100625 |
196.48 |
201.90 |
194.98 |
201.52 |
+5.05 |
3,875 |
15,912 |
+408 |
| Jan11 |
100625 |
199.20 |
203.27 |
199.13 |
203.27 |
+5.00 |
236 |
6,709 |
+34 |
| Feb11 |
100625 |
205.22 |
205.22 |
205.22 |
205.22 |
+4.86 |
108 |
1,963 |
-2 |
| Mar11 |
100625 |
207.32 |
207.32 |
207.32 |
207.32 |
+4.76 |
187 |
2,710 |
+69 |
| Apr11 |
100625 |
219.37 |
219.37 |
219.37 |
219.37 |
+4.66 |
25 |
3,432 |
+15 |
| Total Volume and Open Interest |
91,686 |
249,094 |
-428 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100625 |
216.80 |
216.80 |
216.78 |
216.80 |
+7.40 |
0 |
2 |
+0 |
| Aug10 |
100625 |
215.90 |
215.90 |
215.88 |
215.90 |
+7.10 |
0 |
2 |
+0 |
| Sep10 |
100625 |
214.50 |
214.53 |
214.50 |
214.50 |
+6.40 |
|
|
|
| Oct10 |
100625 |
202.80 |
202.80 |
202.76 |
202.80 |
+5.80 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
11 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100625 |
4.769 |
4.893 |
4.740 |
4.861 |
+0.113 |
101,329 |
32,697 |
-12,339 |
| Aug10 |
100625 |
4.803 |
4.934 |
4.783 |
4.908 |
+0.115 |
59,071 |
129,166 |
+571 |
| Sep10 |
100625 |
4.840 |
4.961 |
4.824 |
4.943 |
+0.109 |
23,148 |
138,811 |
+2,473 |
| Oct10 |
100625 |
4.912 |
5.028 |
4.909 |
5.013 |
+0.100 |
24,011 |
95,513 |
-7,836 |
| Nov10 |
100625 |
5.180 |
5.283 |
5.165 |
5.273 |
+0.093 |
9,084 |
36,523 |
+1,448 |
| Dec10 |
100625 |
5.490 |
5.570 |
5.479 |
5.562 |
+0.083 |
7,588 |
39,493 |
+673 |
| Jan11 |
100625 |
5.674 |
5.750 |
5.671 |
5.743 |
+0.083 |
9,872 |
53,802 |
+754 |
| Feb11 |
100625 |
5.623 |
5.687 |
5.615 |
5.680 |
+0.078 |
1,275 |
19,960 |
+17 |
| Mar11 |
100625 |
5.551 |
5.582 |
5.506 |
5.576 |
+0.073 |
3,747 |
53,587 |
-299 |
| Apr11 |
100625 |
5.254 |
5.300 |
5.245 |
5.298 |
+0.053 |
3,024 |
40,936 |
+105 |
| May11 |
100625 |
5.268 |
5.308 |
5.268 |
5.308 |
+0.051 |
472 |
19,157 |
+50 |
| Jun11 |
100625 |
5.304 |
5.355 |
5.304 |
5.355 |
+0.051 |
443 |
8,541 |
-188 |
| Jul11 |
100625 |
5.403 |
5.411 |
5.369 |
5.411 |
+0.049 |
222 |
5,834 |
-160 |
| Aug11 |
100625 |
5.438 |
5.455 |
5.410 |
5.455 |
+0.047 |
80 |
5,461 |
-26 |
| Sep11 |
100625 |
5.465 |
5.488 |
5.444 |
5.488 |
+0.048 |
92 |
5,574 |
+21 |
| Oct11 |
100625 |
5.530 |
5.572 |
5.530 |
5.572 |
+0.047 |
581 |
19,010 |
-2 |
| Total Volume and Open Interest |
244,658 |
811,037 |
-14,749 |
| Brent Crude Oil(ICE) |
| Aug10 |
100625 |
76.42 |
78.50 |
75.72 |
78.12 |
+1.65 |
159,099 |
205,386 |
-2,497 |
| Sep10 |
100625 |
76.75 |
78.92 |
76.10 |
78.52 |
+1.72 |
62,353 |
128,005 |
+5,214 |
| Oct10 |
100625 |
77.16 |
79.33 |
76.54 |
79.01 |
+1.79 |
21,983 |
49,373 |
+1,751 |
| Nov10 |
100625 |
77.76 |
79.76 |
76.98 |
79.49 |
+1.83 |
8,670 |
22,183 |
+3 |
| Dec10 |
100625 |
78.30 |
80.20 |
77.39 |
79.94 |
+1.85 |
26,424 |
111,543 |
-1,201 |
| Jan11 |
100625 |
78.33 |
80.51 |
77.81 |
80.38 |
+1.86 |
2,260 |
24,776 |
+79 |
| Feb11 |
100625 |
78.38 |
80.94 |
78.38 |
80.82 |
+1.86 |
1,932 |
15,362 |
-101 |
| Mar11 |
100625 |
78.82 |
81.35 |
78.82 |
81.23 |
+1.84 |
1,249 |
10,840 |
+315 |
| Apr11 |
100625 |
79.25 |
81.75 |
79.25 |
81.63 |
+1.83 |
581 |
7,404 |
+98 |
| May11 |
100625 |
82.15 |
82.15 |
81.99 |
81.99 |
+1.81 |
528 |
14,405 |
+55 |
| Jun11 |
100625 |
80.29 |
82.43 |
80.00 |
82.31 |
+1.78 |
2,610 |
23,072 |
+128 |
| Jul11 |
100625 |
82.62 |
82.62 |
82.62 |
82.62 |
+1.76 |
253 |
7,282 |
+122 |
| Aug11 |
100625 |
82.86 |
82.86 |
82.86 |
82.86 |
+1.74 |
58 |
3,601 |
-22 |
| Sep11 |
100625 |
83.06 |
83.06 |
83.06 |
83.06 |
+1.73 |
64 |
3,418 |
+31 |
| Total Volume and Open Interest |
296,177 |
734,858 |
+4,219 |
| Gas Oil(ICE) |
| Jul10 |
100625 |
660.25 |
677.50 |
655.50 |
665.25 |
+8.75 |
44,899 |
100,014 |
-2,401 |
| Aug10 |
100625 |
661.50 |
679.00 |
656.75 |
666.75 |
+8.75 |
63,255 |
97,760 |
-1,850 |
| Sep10 |
100625 |
666.00 |
681.75 |
659.75 |
670.00 |
+8.75 |
37,893 |
62,430 |
-484 |
| Oct10 |
100625 |
669.25 |
684.75 |
662.75 |
673.25 |
+9.00 |
19,321 |
37,463 |
-861 |
| Nov10 |
100625 |
669.00 |
687.75 |
667.50 |
676.25 |
+8.75 |
9,708 |
32,268 |
+1,216 |
| Dec10 |
100625 |
673.00 |
691.75 |
669.25 |
679.25 |
+8.50 |
19,386 |
99,234 |
+1,027 |
| Jan11 |
100625 |
676.50 |
695.50 |
676.50 |
683.00 |
+8.50 |
2,907 |
30,968 |
+63 |
| Feb11 |
100625 |
680.00 |
695.75 |
679.25 |
686.25 |
+8.25 |
907 |
17,488 |
+1 |
| Mar11 |
100625 |
683.00 |
698.50 |
683.00 |
689.25 |
+8.25 |
492 |
12,940 |
+114 |
| Apr11 |
100625 |
684.75 |
700.25 |
682.75 |
692.00 |
+8.00 |
268 |
14,097 |
+123 |
| Total Volume and Open Interest |
204,019 |
622,158 |
-1,536 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100625 |
1.550 |
1.550 |
1.535 |
1.536 |
-0.018 |
204 |
401 |
-162 |
| Aug10 |
100625 |
1.550 |
1.550 |
1.530 |
1.533 |
-0.015 |
169 |
1,550 |
+44 |
| Sep10 |
100625 |
1.530 |
1.532 |
1.516 |
1.518 |
-0.015 |
17 |
820 |
+11 |
| Oct10 |
100625 |
1.530 |
1.532 |
1.518 |
1.519 |
-0.013 |
30 |
893 |
+27 |
| Nov10 |
100625 |
1.540 |
1.540 |
1.520 |
1.520 |
-0.023 |
69 |
705 |
-56 |
| Dec10 |
100625 |
1.550 |
1.550 |
1.526 |
1.528 |
-0.022 |
99 |
1,868 |
+44 |
| Jan11 |
100625 |
1.560 |
1.560 |
1.526 |
1.532 |
-0.026 |
96 |
1,372 |
+45 |
| Total Volume and Open Interest |
810 |
11,685 |
+37 |
| WTI Crude Oil(ICE |
| Aug10 |
100625 |
76.47 |
79.17 |
75.90 |
78.86 |
+2.35 |
92,196 |
101,267 |
-5,870 |
| Sep10 |
100625 |
77.17 |
79.75 |
76.52 |
79.43 |
+2.28 |
32,269 |
62,117 |
+1,252 |
| Oct10 |
100625 |
77.68 |
80.22 |
77.08 |
79.90 |
+2.24 |
10,198 |
28,750 |
-638 |
| Nov10 |
100625 |
77.75 |
80.61 |
77.64 |
80.38 |
+2.19 |
4,219 |
18,520 |
+68 |
| Dec10 |
100625 |
78.24 |
81.10 |
78.10 |
80.84 |
+2.16 |
13,842 |
82,934 |
+355 |
| Jan11 |
100625 |
79.65 |
81.31 |
79.65 |
81.21 |
+2.15 |
872 |
17,115 |
-29 |
| Feb11 |
100625 |
81.53 |
81.53 |
81.53 |
81.53 |
+2.13 |
273 |
10,838 |
-77 |
| Mar11 |
100625 |
81.30 |
81.85 |
81.21 |
81.85 |
+2.11 |
175 |
9,317 |
+28 |
| Apr11 |
100625 |
81.53 |
82.17 |
81.53 |
82.17 |
+2.10 |
297 |
5,727 |
-190 |
| May11 |
100625 |
82.47 |
82.47 |
82.47 |
82.47 |
+2.08 |
239 |
4,503 |
+59 |
| Jun11 |
100625 |
81.09 |
82.79 |
81.09 |
82.77 |
+2.07 |
691 |
16,652 |
-919 |
| Jul11 |
100625 |
83.03 |
83.03 |
83.03 |
83.03 |
+2.06 |
12 |
7,930 |
+0 |
| Aug11 |
100625 |
83.16 |
83.16 |
83.16 |
83.16 |
+2.04 |
10 |
2,228 |
+0 |
| Sep11 |
100625 |
83.27 |
83.27 |
83.27 |
83.27 |
+2.02 |
18 |
2,753 |
+18 |
| Oct11 |
100625 |
83.39 |
83.39 |
83.39 |
83.39 |
+2.01 |
4 |
2,066 |
+0 |
| Nov11 |
100625 |
83.53 |
83.53 |
83.53 |
83.53 |
+1.99 |
8 |
7,797 |
+0 |
| Total Volume and Open Interest |
158,785 |
487,862 |
-5,408 |
| US Dollar Index(ICE) |
| Sep10 |
100625 |
86.000 |
86.415 |
85.520 |
85.580 |
-0.438 |
24,321 |
30,520 |
-881 |
| Dec10 |
100625 |
86.560 |
86.560 |
85.900 |
85.900 |
-0.432 |
16 |
653 |
+1 |
| Mar11 |
100625 |
86.190 |
86.190 |
86.190 |
86.190 |
-0.432 |
|
|
|
| Total Volume and Open Interest |
24,337 |
31,173 |
-880 |
| Australian Dollar(CME) |
| Sep10 |
100625 |
85.86 |
86.80 |
85.17 |
86.68 |
+0.61 |
132,524 |
58,831 |
-1,110 |
| Dec10 |
100625 |
85.13 |
85.89 |
84.44 |
85.77 |
+0.61 |
75 |
402 |
+13 |
| Mar11 |
100625 |
84.90 |
84.90 |
84.29 |
84.90 |
+0.61 |
|
|
|
| Total Volume and Open Interest |
132,599 |
59,243 |
-1,097 |
| British Pound(CME) |
| Sep10 |
100625 |
149.22 |
150.80 |
148.55 |
150.38 |
+1.04 |
128,499 |
122,695 |
-2,650 |
| Dec10 |
100625 |
149.27 |
150.60 |
148.61 |
150.38 |
+1.03 |
35 |
120 |
-3 |
| Mar11 |
100625 |
150.39 |
150.39 |
149.36 |
150.39 |
+1.03 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
128,534 |
122,818 |
-2,653 |
| Canadian Dollar(CME) |
| Sep10 |
100625 |
95.82 |
96.68 |
95.70 |
96.50 |
+0.61 |
108,725 |
84,729 |
+1,700 |
| Dec10 |
100625 |
95.85 |
96.52 |
95.81 |
96.41 |
+0.60 |
514 |
2,973 |
+147 |
| Mar11 |
100625 |
95.77 |
96.26 |
95.66 |
96.26 |
+0.60 |
24 |
318 |
+2 |
| Jun11 |
100625 |
95.93 |
96.10 |
95.50 |
96.10 |
+0.60 |
3 |
215 |
+3 |
| Total Volume and Open Interest |
109,277 |
88,259 |
+1,862 |
| Japanese Yen(CME) |
| Sep10 |
100625 |
111.72 |
112.40 |
111.52 |
112.01 |
+0.18 |
115,414 |
97,019 |
+5,798 |
| Dec10 |
100625 |
111.89 |
112.35 |
111.89 |
112.21 |
+0.17 |
89 |
246 |
+54 |
| Mar11 |
100625 |
112.46 |
112.46 |
112.30 |
112.46 |
+0.16 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
115,503 |
97,267 |
+5,852 |
| Swiss Franc(CME) |
| Sep10 |
100625 |
90.88 |
91.69 |
90.66 |
91.55 |
+0.72 |
42,617 |
44,436 |
+906 |
| Dec10 |
100625 |
91.11 |
91.85 |
91.05 |
91.77 |
+0.72 |
12 |
29 |
+1 |
| Mar11 |
100625 |
92.00 |
92.00 |
91.28 |
92.00 |
+0.72 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
42,629 |
44,468 |
+907 |
| EuroFX(CME) |
| Sep10 |
100625 |
123.37 |
124.02 |
122.60 |
123.93 |
+0.55 |
312,742 |
227,772 |
+4,498 |
| Dec10 |
100625 |
123.27 |
124.10 |
122.70 |
124.01 |
+0.54 |
116 |
709 |
-7 |
| Mar11 |
100625 |
124.09 |
124.09 |
123.58 |
124.09 |
+0.51 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
312,858 |
228,541 |
+4,491 |
| Mexican Peso(CME) |
| Jul10 |
100625 |
789.5 |
789.5 |
785.5 |
789.5 |
+4.0 |
|
|
|
| Aug10 |
100625 |
786.5 |
786.5 |
782.5 |
786.5 |
+4.0 |
|
|
|
| Total Volume and Open Interest |
25,564 |
61,947 |
+1,291 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100625 |
125~010 |
125~210 |
125~010 |
125~110 |
+0~100 |
|
|
|
| Dec10 |
100625 |
123~160 |
124~100 |
123~160 |
123~300 |
+0~100 |
113 |
746 |
+39 |
| Mar11 |
100625 |
122~170 |
122~170 |
122~070 |
122~170 |
+0~100 |
30 |
30 |
+30 |
| Total Volume and Open Interest |
260,045 |
629,510 |
+1,864 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100625 |
121~070 |
121~255 |
121~035 |
121~155 |
+0~050 |
1,135,193 |
1,700,910 |
+2,198 |
| Dec10 |
100625 |
120~055 |
120~190 |
120~050 |
120~155 |
+0~055 |
75 |
222 |
+19 |
| Mar11 |
100625 |
118~110 |
118~110 |
118~055 |
118~110 |
+0~055 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
1,135,269 |
1,701,154 |
+2,218 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100625 |
117~090 |
118~006 |
117~080 |
117~111 |
+0~016 |
576,864 |
912,140 |
-12,984 |
| Dec10 |
100625 |
116~106 |
116~106 |
116~089 |
116~106 |
+0~017 |
0 |
2 |
+0 |
| Mar11 |
100625 |
115~101 |
115~101 |
115~083 |
115~101 |
+0~018 |
|
|
|
| Total Volume and Open Interest |
579,254 |
941,195 |
-14,628 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100625 |
109~038 |
109~047 |
109~034 |
109~041 |
+0~006 |
195,300 |
904,012 |
+1,321 |
| Dec10 |
100625 |
108~114 |
109~017 |
108~114 |
109~004 |
+0~006 |
0 |
26 |
+0 |
| Mar11 |
100625 |
108~095 |
108~095 |
108~089 |
108~095 |
+0~006 |
|
|
|
| Total Volume and Open Interest |
196,233 |
909,494 |
+744 |
| Eurodollars(CME) |
| Sep10 |
100625 |
99.270 |
99.315 |
99.270 |
99.305 |
+0.035 |
269,881 |
1,047,627 |
+15,430 |
| Dec10 |
100625 |
99.130 |
99.195 |
99.130 |
99.185 |
+0.055 |
298,435 |
1,047,646 |
-19,449 |
| Mar11 |
100625 |
99.065 |
99.140 |
99.065 |
99.125 |
+0.065 |
210,118 |
837,768 |
-7,905 |
| Jun11 |
100625 |
98.955 |
99.020 |
98.955 |
99.010 |
+0.055 |
205,710 |
856,510 |
+16,175 |
| Sep11 |
100625 |
98.815 |
98.865 |
98.815 |
98.850 |
+0.035 |
274,910 |
897,424 |
+1,435 |
| Dec11 |
100625 |
98.605 |
98.655 |
98.595 |
98.625 |
+0.015 |
235,258 |
598,439 |
+786 |
| Mar12 |
100625 |
98.395 |
98.445 |
98.375 |
98.410 |
+0.005 |
167,599 |
433,114 |
-2,147 |
| Jun12 |
100625 |
98.170 |
98.210 |
98.140 |
98.170 |
-0.005 |
135,488 |
307,251 |
+4,380 |
| Sep12 |
100625 |
97.925 |
97.975 |
97.900 |
97.930 |
-0.005 |
88,729 |
210,279 |
+2,000 |
| Dec12 |
100625 |
97.670 |
97.725 |
97.650 |
97.680 |
-0.005 |
64,651 |
165,459 |
+3,175 |
| Mar13 |
100625 |
97.450 |
97.500 |
97.430 |
97.460 |
unch |
59,484 |
141,528 |
-2,615 |
| Jun13 |
100625 |
97.210 |
97.265 |
97.190 |
97.230 |
+0.010 |
43,781 |
95,281 |
+795 |
| Sep13 |
100625 |
96.985 |
97.040 |
96.960 |
97.010 |
+0.015 |
22,316 |
78,044 |
-769 |
| Dec13 |
100625 |
96.755 |
96.810 |
96.730 |
96.785 |
+0.020 |
14,745 |
41,112 |
+1,009 |
| Mar14 |
100625 |
96.570 |
96.630 |
96.550 |
96.605 |
+0.020 |
18,787 |
44,449 |
+841 |
| Jun14 |
100625 |
96.400 |
96.450 |
96.365 |
96.425 |
+0.020 |
16,482 |
33,492 |
-2,185 |
| Sep14 |
100625 |
96.225 |
96.285 |
96.200 |
96.260 |
+0.020 |
8,359 |
24,681 |
+517 |
| Dec14 |
100625 |
96.060 |
96.120 |
96.035 |
96.095 |
+0.020 |
6,703 |
43,201 |
+263 |
| Total Volume and Open Interest |
2,188,363 |
7,081,722 |
+13,410 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100625 |
99.817 |
99.823 |
99.817 |
99.820 |
+0.003 |
1,201 |
69,182 |
-326 |
| Jul10 |
100625 |
99.805 |
99.810 |
99.800 |
99.805 |
+0.005 |
4,875 |
55,189 |
-2,297 |
| Aug10 |
100625 |
99.795 |
99.800 |
99.790 |
99.795 |
+0.005 |
2,736 |
81,391 |
-37 |
| Sep10 |
100625 |
99.785 |
99.795 |
99.780 |
99.790 |
+0.010 |
2,961 |
49,113 |
+903 |
| Oct10 |
100625 |
99.775 |
99.785 |
99.770 |
99.780 |
+0.010 |
3,935 |
61,966 |
-1,126 |
| Nov10 |
100625 |
99.760 |
99.770 |
99.760 |
99.765 |
+0.005 |
5,665 |
82,505 |
-1,689 |
| Total Volume and Open Interest |
41,080 |
658,406 |
-6,223 |
| 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 |
100625 |
99.637 |
99.637 |
99.635 |
99.635 |
-0.005 |
0 |
939 |
-102 |
| Dec10 |
100625 |
99.643 |
99.643 |
99.643 |
99.643 |
-0.002 |
0 |
342 |
+0 |
| Mar11 |
100625 |
99.647 |
99.647 |
99.647 |
99.647 |
-0.003 |
0 |
167 |
+0 |
| Jun11 |
100625 |
99.643 |
99.643 |
99.643 |
99.643 |
+0.003 |
|
|
|
| Sep11 |
100625 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Dec11 |
100625 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
| Mar12 |
100625 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Jun12 |
100625 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
| Sep12 |
100625 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
| Dec12 |
100625 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,448 |
-102 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100625 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
4,033 |
+0 |
| Dec10 |
100625 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,372 |
+0 |
| Mar11 |
100625 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,906 |
+0 |
| Jun11 |
100625 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
3 |
469 |
+0 |
| Sep11 |
100625 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
108 |
+0 |
| Dec11 |
100625 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
103 |
+0 |
| Mar12 |
100625 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
| Jun12 |
100625 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
3 |
9,362 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100625 |
141.10 |
141.12 |
141.05 |
141.12 |
+0.74 |
1,773 |
20,201 |
+63 |
| Dec10 |
100625 |
140.20 |
140.20 |
140.20 |
140.20 |
+1.16 |
1 |
1 |
+0 |
| Mar11 |
100625 |
138.11 |
138.11 |
138.11 |
138.11 |
+1.16 |
|
|
|
| Total Volume and Open Interest |
1,488 |
20,607 |
-106 |
| Euro-Bund(EUREX) |
| Sep10 |
100624 |
128.42 |
129.16 |
128.40 |
129.14 |
+1.04 |
644,907 |
843,046 |
-26,840 |
| Dec10 |
100625 |
127.14 |
127.62 |
127.14 |
127.49 |
-0.17 |
190 |
1,317 |
+5 |
| Mar11 |
100625 |
127.49 |
127.49 |
127.49 |
127.49 |
-0.16 |
|
|
|
| Total Volume and Open Interest |
704,569 |
857,568 |
-2,867 |
| Euro-Bobl(EUREX) |
| Sep10 |
100625 |
120.63 |
120.78 |
120.56 |
120.61 |
+0.59 |
576,317 |
700,482 |
-18,977 |
| Dec10 |
100625 |
119.12 |
119.18 |
119.12 |
119.18 |
-0.14 |
720 |
2,291 |
-380 |
| Mar11 |
100625 |
118.33 |
118.33 |
118.33 |
118.33 |
-0.14 |
|
|
|
| Total Volume and Open Interest |
390,021 |
681,861 |
-9,440 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
| Sep10 |
100625 |
99.105 |
99.105 |
99.085 |
99.085 |
-0.010 |
124 |
4,846 |
+72 |
| Dec10 |
100625 |
98.990 |
98.990 |
98.945 |
98.950 |
-0.030 |
141 |
2,653 |
-39 |
| Total Volume and Open Interest |
880 |
13,870 |
+319 |
| Long Gilt(LIFFE) |
| Jun10 |
100625 |
121~26 |
122~01 |
121~25 |
121~30 |
+0~02 |
2,712 |
5,146 |
+1,289 |
| Sep10 |
100625 |
120~21 |
120~29 |
120~15 |
120~25 |
+0~03 |
85,162 |
275,230 |
+628 |
| Total Volume and Open Interest |
87,874 |
280,376 |
+1,917 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100625 |
99.14 |
99.17 |
99.13 |
99.16 |
+0.03 |
65,436 |
379,900 |
-8,369 |
| Dec10 |
100625 |
98.99 |
99.03 |
98.99 |
99.02 |
+0.03 |
138,819 |
365,157 |
-7,264 |
| Mar11 |
100625 |
98.90 |
98.93 |
98.89 |
98.93 |
+0.04 |
129,339 |
294,066 |
+7,157 |
| Jun11 |
100625 |
98.75 |
98.80 |
98.75 |
98.79 |
+0.04 |
123,435 |
296,659 |
-1,143 |
| Sep11 |
100625 |
98.58 |
98.63 |
98.58 |
98.62 |
+0.04 |
96,466 |
302,938 |
+6,539 |
| Dec11 |
100625 |
98.36 |
98.41 |
98.35 |
98.39 |
+0.04 |
66,668 |
230,415 |
-4,011 |
| Total Volume and Open Interest |
700,250 |
2,278,369 |
+3,591 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100625 |
99.100 |
99.110 |
99.080 |
99.085 |
-0.010 |
84,589 |
578,882 |
-489 |
| Dec10 |
100625 |
98.980 |
99.005 |
98.935 |
98.950 |
-0.030 |
96,179 |
457,547 |
+9,195 |
| Mar11 |
100625 |
98.950 |
98.970 |
98.890 |
98.910 |
-0.040 |
80,369 |
501,288 |
+3,057 |
| Total Volume and Open Interest |
662,878 |
3,136,316 |
+41,727 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100625 |
95.09 |
95.12 |
95.06 |
95.10 |
+0.01 |
10,233 |
250,912 |
-9,743 |
| Dec10 |
100625 |
94.99 |
95.07 |
94.98 |
95.04 |
+0.05 |
14,881 |
157,339 |
-1,943 |
| Mar11 |
100625 |
94.92 |
95.02 |
94.92 |
94.98 |
+0.05 |
5,912 |
69,960 |
+1,223 |
| Jun11 |
100625 |
94.89 |
94.96 |
94.87 |
94.93 |
+0.05 |
6,712 |
49,951 |
+1,846 |
| Sep11 |
100625 |
94.83 |
94.87 |
94.82 |
94.86 |
+0.06 |
2,746 |
33,373 |
+519 |
| Dec11 |
100625 |
94.74 |
94.78 |
94.73 |
94.78 |
+0.07 |
1,071 |
24,799 |
+464 |
| Mar12 |
100625 |
94.67 |
94.73 |
94.66 |
94.71 |
+0.06 |
480 |
22,623 |
-97 |
| Jun12 |
100625 |
94.65 |
94.69 |
94.65 |
94.69 |
+0.05 |
327 |
6,243 |
-83 |
| Sep12 |
100625 |
94.64 |
94.69 |
94.64 |
94.69 |
+0.07 |
0 |
3,182 |
+0 |
| Dec12 |
100625 |
94.61 |
94.67 |
94.61 |
94.67 |
+0.08 |
0 |
1,185 |
+0 |
| Total Volume and Open Interest |
42,362 |
620,430 |
-7,814 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100625 |
94.68 |
94.75 |
94.68 |
94.73 |
+0.05 |
22,696 |
322,033 |
+4,882 |
| Dec10 |
100625 |
94.72 |
94.72 |
94.72 |
94.72 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
22,696 |
322,033 |
+4,882 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100625 |
95.16 |
95.26 |
95.16 |
95.25 |
+0.09 |
99,296 |
477,053 |
-5,868 |
| Dec10 |
100625 |
95.20 |
95.20 |
95.20 |
95.20 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
99,296 |
477,053 |
-5,868 |
| Gold(CMX) |
| Jun10 |
100625 |
1246.7 |
1256.9 |
1243.7 |
1255.8 |
+10.3 |
100 |
244 |
-45 |
| Aug10 |
100625 |
1244.5 |
1259.5 |
1241.6 |
1256.2 |
+10.3 |
138,832 |
361,127 |
-10,858 |
| Oct10 |
100625 |
1246.2 |
1260.7 |
1245.0 |
1258.2 |
+10.3 |
3,198 |
24,803 |
-234 |
| Dec10 |
100625 |
1247.7 |
1263.1 |
1246.2 |
1260.3 |
+10.3 |
7,404 |
78,470 |
+1,046 |
| Feb11 |
100625 |
1252.9 |
1263.0 |
1252.9 |
1262.4 |
+10.2 |
650 |
25,291 |
+477 |
| Apr11 |
100625 |
1259.3 |
1264.4 |
1259.3 |
1264.4 |
+10.2 |
985 |
18,370 |
+639 |
| Jun11 |
100625 |
610.1 |
611.4 |
609.1 |
611.3 |
+10.1 |
656 |
13,924 |
-147 |
| Aug11 |
100625 |
1269.2 |
1269.2 |
1269.2 |
1269.2 |
+10.0 |
1,284 |
7,792 |
-401 |
| Oct11 |
100625 |
1271.8 |
1271.8 |
1271.8 |
1271.8 |
+9.9 |
0 |
7,227 |
+0 |
| Dec11 |
100625 |
1273.0 |
1274.6 |
1273.0 |
1274.6 |
+9.7 |
220 |
14,090 |
-22 |
| Feb12 |
100625 |
1277.8 |
1277.8 |
1277.8 |
1277.8 |
+9.7 |
0 |
3,753 |
+0 |
| Apr12 |
100625 |
1281.2 |
1281.2 |
1281.2 |
1281.2 |
+9.7 |
0 |
4,829 |
+0 |
| Total Volume and Open Interest |
156,115 |
593,232 |
-9,179 |
| Silver(CMX) |
| Jul10 |
100625 |
1867.0 |
1913.0 |
1859.0 |
1911.0 |
+37.4 |
41,028 |
29,829 |
-9,015 |
| Sep10 |
100625 |
1885.0 |
1918.0 |
1863.0 |
1915.2 |
+37.6 |
17,309 |
57,178 |
+5,996 |
| Dec10 |
100625 |
1884.0 |
1922.0 |
1872.0 |
1921.6 |
+37.6 |
2,259 |
19,754 |
+672 |
| Mar11 |
100625 |
1877.5 |
1925.8 |
1877.5 |
1925.8 |
+37.6 |
237 |
10,305 |
+154 |
| May11 |
100625 |
1926.0 |
1927.9 |
1926.0 |
1927.9 |
+37.6 |
85 |
7,508 |
+7 |
| Jul11 |
100625 |
1926.5 |
1929.9 |
1926.0 |
1929.9 |
+37.6 |
297 |
5,391 |
+234 |
| Sep11 |
100625 |
1891.5 |
1931.8 |
1891.5 |
1931.8 |
+37.6 |
107 |
408 |
+100 |
| Total Volume and Open Interest |
61,599 |
137,145 |
-1,874 |
| Platinum(NYMEX) |
| Jul10 |
100625 |
1563.4 |
1579.0 |
1548.2 |
1570.4 |
+8.9 |
5,616 |
9,312 |
-1,232 |
| Oct10 |
100625 |
1572.4 |
1586.0 |
1554.8 |
1574.5 |
+6.3 |
3,231 |
21,205 |
+1,684 |
| Jan11 |
100625 |
1580.0 |
1580.0 |
1573.2 |
1579.1 |
+6.1 |
26 |
500 |
+7 |
| Apr11 |
100625 |
1579.1 |
1579.1 |
1579.1 |
1579.1 |
+6.1 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
8,891 |
31,111 |
+444 |
| Palladium(NYMEX) |
| Jun10 |
100625 |
472.70 |
477.20 |
472.70 |
477.20 |
+8.20 |
0 |
65 |
+0 |
| Sep10 |
100625 |
471.00 |
479.50 |
464.80 |
477.90 |
+7.90 |
1,666 |
21,010 |
-220 |
| Dec10 |
100625 |
471.70 |
478.80 |
471.70 |
478.80 |
+7.80 |
3 |
432 |
+1 |
| Total Volume and Open Interest |
1,720 |
21,559 |
-231 |
| Copper(CMX) |
| Jul10 |
100625 |
300.30 |
310.35 |
296.80 |
309.55 |
+9.00 |
35,185 |
22,323 |
-5,010 |
| Sep10 |
100625 |
301.55 |
311.90 |
298.70 |
311.10 |
+8.70 |
18,263 |
73,587 |
+5,353 |
| Dec10 |
100625 |
305.00 |
313.75 |
301.25 |
313.20 |
+8.55 |
640 |
18,889 |
+10 |
| Mar11 |
100625 |
304.60 |
315.00 |
304.60 |
314.40 |
+8.40 |
307 |
9,564 |
+247 |
| May11 |
100625 |
305.60 |
315.50 |
305.60 |
315.05 |
+8.30 |
7 |
1,334 |
+7 |
| Total Volume and Open Interest |
56,265 |
139,892 |
-40 |
| DJIA Index(CBOT) |
| Sep10 |
100625 |
10099 |
10135 |
10025 |
10104 |
+5 |
359 |
5,927 |
+71 |
| Dec10 |
100625 |
10047 |
10047 |
10042 |
10047 |
+5 |
0 |
4 |
+0 |
| Mar11 |
100625 |
9996 |
9996 |
9991 |
9996 |
+5 |
|
|
|
| Jun11 |
100625 |
9938 |
9938 |
9933 |
9938 |
+5 |
|
|
|
| Total Volume and Open Interest |
359 |
5,931 |
+71 |
| S & P 500(CME) |
| Sep10 |
100625 |
1070.00 |
1079.10 |
1063.00 |
1074.70 |
+4.20 |
14,217 |
293,770 |
-1,910 |
| Dec10 |
100625 |
1073.50 |
1074.30 |
1058.30 |
1070.40 |
+4.10 |
1 |
4,441 |
+0 |
| Mar11 |
100625 |
1066.50 |
1070.40 |
1054.40 |
1066.50 |
+4.10 |
0 |
477 |
+0 |
| Jun11 |
100625 |
1063.50 |
1067.40 |
1051.40 |
1063.50 |
+4.10 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
14,218 |
298,733 |
-1,910 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100625 |
1070.25 |
1079.50 |
1062.75 |
1074.75 |
+4.25 |
2,235,636 |
2,592,658 |
-9,164 |
| Dec10 |
100625 |
1066.50 |
1075.00 |
1059.75 |
1070.50 |
+4.25 |
1,450 |
5,503 |
+122 |
| Total Volume and Open Interest |
2,237,087 |
2,598,202 |
-9,043 |
| NASDAQ 100(CME) |
| Sep10 |
100625 |
1847.80 |
1856.00 |
1827.00 |
1839.30 |
-10.20 |
619 |
8,620 |
+17 |
| Dec10 |
100625 |
1837.30 |
1840.00 |
1837.30 |
1837.30 |
-10.20 |
0 |
1 |
+0 |
| Mar11 |
100625 |
1834.80 |
1834.80 |
1833.00 |
1834.80 |
-10.20 |
|
|
|
| Total Volume and Open Interest |
619 |
8,621 |
+17 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100625 |
1846.00 |
1856.50 |
1827.30 |
1839.30 |
-10.20 |
321,722 |
297,750 |
+8,632 |
| Dec10 |
100625 |
1848.00 |
1852.00 |
1827.30 |
1837.30 |
-10.20 |
108 |
115 |
+7 |
| Total Volume and Open Interest |
321,831 |
297,867 |
+8,640 |
| S & P Midcap 400(CME) |
| Sep10 |
100625 |
737.00 |
746.00 |
731.50 |
745.40 |
+9.00 |
1 |
1,495 |
-1 |
| Dec10 |
100625 |
743.40 |
743.40 |
741.40 |
743.40 |
+9.00 |
|
|
|
| Mar11 |
100625 |
741.40 |
741.40 |
739.40 |
741.40 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
1 |
1,495 |
-1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100625 |
9790 |
9835 |
9700 |
9790 |
-5 |
9,712 |
31,016 |
+176 |
| Dec10 |
100625 |
9790 |
9795 |
9790 |
9790 |
-5 |
|
|
|
| Total Volume and Open Interest |
9,712 |
31,016 |
+176 |
| Nikkei 225(SGX) |
| Sep10 |
100625 |
9880 |
9885 |
9685 |
9750 |
-170 |
91,626 |
144,238 |
+3,181 |
| Dec10 |
100625 |
9805 |
9805 |
9650 |
9705 |
-170 |
62 |
1,814 |
+50 |
| Mar11 |
100625 |
9700 |
9700 |
9700 |
9700 |
-170 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
91,688 |
159,928 |
+3,361 |
| CAC 40(EURONEXT) |
| Jul10 |
100625 |
3571.5 |
3575.5 |
3500.5 |
3518.5 |
-35.0 |
157,730 |
436,239 |
+17,493 |
| Aug10 |
100625 |
3525.0 |
3542.0 |
3505.0 |
3519.0 |
-35.0 |
18 |
774 |
+0 |
| Sep10 |
100625 |
3564.5 |
3564.5 |
3498.5 |
3515.0 |
-35.5 |
667 |
35,579 |
+109 |
| Total Volume and Open Interest |
158,415 |
473,842 |
+17,602 |
| Hang Seng Index(HKFE) |
| Jun10 |
100625 |
20639 |
20799 |
20585 |
20716 |
-17 |
76,668 |
69,634 |
-1,361 |
| Jul10 |
100625 |
20596 |
20755 |
20547 |
20671 |
-18 |
9,120 |
20,426 |
+10,053 |
| Total Volume and Open Interest |
86,339 |
93,502 |
+9,255 |
| DAX(EUREX) |
| Jun10 |
100618 |
6232.5 |
6258.0 |
6188.5 |
6223.5 |
+5.0 |
193,412 |
98,765 |
-39,457 |
| Sep10 |
100625 |
6142.0 |
6157.5 |
6046.0 |
6080.0 |
-43.0 |
155,111 |
154,170 |
+11,697 |
| Dec10 |
100625 |
6143.0 |
6161.5 |
6067.0 |
6087.5 |
-43.5 |
229 |
10,146 |
+10 |
| Total Volume and Open Interest |
155,376 |
164,482 |
+11,738 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100625 |
5079.00 |
5099.50 |
4998.00 |
5023.50 |
-43.00 |
106,398 |
649,849 |
-2,304 |
| Dec10 |
100625 |
5061.50 |
5066.50 |
4980.00 |
5000.00 |
-44.00 |
54 |
7,097 |
+26 |
| Mar11 |
100625 |
5023.50 |
5023.50 |
4960.50 |
4960.50 |
-44.50 |
17 |
1,060 |
+0 |
| Total Volume and Open Interest |
106,469 |
658,006 |
-2,278 |
| SPI 200(SFE) |
| Jun10 |
100617 |
4556.0 |
4579.0 |
4534.0 |
4553.0 |
-7.0 |
96,984 |
152,759 |
-89,413 |
| Sep10 |
100625 |
4481.0 |
4481.0 |
4403.0 |
4417.0 |
-70.0 |
29,165 |
207,282 |
-1,477 |
| Dec10 |
100625 |
4474.0 |
4474.0 |
4438.0 |
4438.0 |
-69.0 |
2 |
3,148 |
+0 |
| Total Volume and Open Interest |
29,167 |
212,320 |
-1,477 |
| GSCI(CME) |
| Jul10 |
100625 |
503.00 |
513.00 |
501.45 |
513.00 |
+11.50 |
362 |
16,373 |
-39 |
| Aug10 |
100625 |
505.00 |
514.00 |
503.95 |
514.00 |
+10.00 |
4 |
10 |
+0 |
| Sep10 |
100625 |
507.50 |
516.00 |
506.95 |
516.00 |
+9.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
368 |
16,383 |
-39 |
| 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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