|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed June 03, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090603 |
1210.50 |
1212.75 |
1181.00 |
1182.00 |
-27.00 |
97,966 |
196,130 |
-4,060 |
| Aug09 |
090603 |
1169.00 |
1171.50 |
1135.00 |
1137.00 |
-32.50 |
12,061 |
29,359 |
+663 |
| Sep09 |
090603 |
1112.00 |
1112.00 |
1077.00 |
1079.00 |
-36.00 |
2,391 |
11,799 |
+567 |
| Nov09 |
090603 |
1082.00 |
1084.25 |
1040.00 |
1047.00 |
-35.50 |
41,056 |
149,906 |
+2,178 |
| Jan10 |
090603 |
1085.50 |
1089.00 |
1050.00 |
1052.00 |
-35.50 |
2,900 |
16,237 |
-215 |
| Mar10 |
090603 |
1081.00 |
1081.00 |
1045.00 |
1047.00 |
-34.00 |
1,380 |
14,865 |
+264 |
| May10 |
090603 |
1063.50 |
1067.50 |
1034.00 |
1034.50 |
-33.00 |
982 |
6,182 |
+124 |
| Total Volume and Open Interest |
162,901 |
447,816 |
-2 |
| Soybean Meal(CBOT) |
| Jul09 |
090603 |
387.50 |
388.10 |
377.20 |
379.50 |
-8.00 |
29,960 |
80,925 |
+111 |
| Aug09 |
090603 |
366.10 |
367.70 |
357.40 |
358.50 |
-9.30 |
5,938 |
22,337 |
+327 |
| Sep09 |
090603 |
349.10 |
349.10 |
338.90 |
339.90 |
-10.40 |
2,046 |
15,455 |
+406 |
| Oct09 |
090603 |
330.90 |
330.90 |
321.60 |
322.20 |
-11.90 |
2,267 |
15,095 |
+433 |
| Dec09 |
090603 |
325.80 |
325.80 |
312.80 |
313.50 |
-12.30 |
9,539 |
38,243 |
+1,840 |
| Jan10 |
090603 |
316.00 |
321.60 |
309.20 |
309.60 |
-12.00 |
320 |
4,031 |
+100 |
| Mar10 |
090603 |
315.00 |
315.00 |
305.50 |
305.50 |
-11.50 |
294 |
3,378 |
+81 |
| May10 |
090603 |
303.30 |
304.00 |
294.00 |
299.40 |
-9.60 |
269 |
3,963 |
+80 |
| Total Volume and Open Interest |
50,823 |
186,477 |
+3,406 |
| Soybean Oil(CBOT) |
| Jul09 |
090603 |
40.50 |
40.60 |
39.16 |
39.25 |
-1.25 |
47,012 |
121,563 |
-1,089 |
| Aug09 |
090603 |
40.68 |
40.77 |
39.32 |
39.42 |
-1.25 |
10,883 |
25,703 |
+306 |
| Sep09 |
090603 |
40.88 |
40.94 |
39.50 |
39.59 |
-1.25 |
5,920 |
17,840 |
-507 |
| Oct09 |
090603 |
40.97 |
41.00 |
39.67 |
39.76 |
-1.24 |
2,659 |
10,667 |
+558 |
| Dec09 |
090603 |
41.33 |
41.44 |
40.03 |
40.12 |
-1.24 |
19,267 |
42,607 |
+3,514 |
| Jan10 |
090603 |
41.67 |
41.67 |
40.39 |
40.39 |
-1.24 |
443 |
4,251 |
+77 |
| Mar10 |
090603 |
41.92 |
41.92 |
40.56 |
40.64 |
-1.19 |
126 |
1,733 |
+5 |
| May10 |
090603 |
41.40 |
41.41 |
40.64 |
40.72 |
-1.26 |
164 |
2,252 |
-3 |
| Total Volume and Open Interest |
86,495 |
233,470 |
+2,856 |
| Canola(WCE) |
| Jul09 |
090603 |
468.9 |
468.9 |
461.0 |
464.9 |
-2.3 |
6,166 |
38,154 |
-3,339 |
| Nov09 |
090603 |
476.0 |
476.5 |
468.0 |
472.3 |
-2.7 |
8,473 |
61,753 |
+1,994 |
| Jan10 |
090603 |
474.4 |
477.9 |
474.4 |
477.9 |
-2.9 |
108 |
4,856 |
+11 |
| Mar10 |
090603 |
477.2 |
480.5 |
477.2 |
480.5 |
-2.9 |
24 |
1,427 |
+2 |
| May10 |
090603 |
478.2 |
481.5 |
478.2 |
481.5 |
-2.9 |
10 |
432 |
+0 |
| Total Volume and Open Interest |
14,796 |
107,192 |
-1,317 |
| Corn(CBOT) |
| Jul09 |
090603 |
448.50 |
450.00 |
430.25 |
432.50 |
-17.00 |
122,160 |
357,656 |
+4,321 |
| Sep09 |
090603 |
458.75 |
460.00 |
440.25 |
442.50 |
-17.25 |
22,008 |
156,287 |
+9,519 |
| Dec09 |
090603 |
471.75 |
473.25 |
452.75 |
455.00 |
-17.75 |
50,530 |
314,813 |
+7,369 |
| Mar10 |
090603 |
480.00 |
483.00 |
463.25 |
465.75 |
-17.25 |
6,363 |
51,455 |
+1,743 |
| May10 |
090603 |
488.00 |
490.25 |
470.50 |
473.00 |
-17.25 |
838 |
9,224 |
+144 |
| Jul10 |
090603 |
495.25 |
497.00 |
477.50 |
480.00 |
-17.00 |
1,139 |
28,636 |
+313 |
| Total Volume and Open Interest |
205,928 |
970,047 |
+24,207 |
| Wheat(CBOT) |
| Jul09 |
090603 |
667.25 |
668.50 |
614.50 |
617.50 |
-52.00 |
65,787 |
170,857 |
+2,063 |
| Sep09 |
090603 |
695.00 |
695.00 |
641.75 |
645.00 |
-51.50 |
22,068 |
66,518 |
+3,364 |
| Dec09 |
090603 |
720.00 |
720.00 |
666.00 |
669.00 |
-50.50 |
20,403 |
79,121 |
+1,561 |
| Mar10 |
090603 |
731.00 |
731.25 |
684.00 |
685.25 |
-49.25 |
791 |
6,432 |
+234 |
| May10 |
090603 |
725.75 |
725.75 |
694.75 |
696.50 |
-49.75 |
107 |
936 |
+42 |
| Total Volume and Open Interest |
112,346 |
342,237 |
+8,480 |
| Wheat(KCBT) |
| Jul09 |
090603 |
717.50 |
718.50 |
668.25 |
671.75 |
-47.25 |
12,008 |
39,833 |
-1,094 |
| Sep09 |
090603 |
728.00 |
729.00 |
679.00 |
682.25 |
-47.75 |
2,518 |
12,207 |
+548 |
| Dec09 |
090603 |
746.00 |
746.00 |
671.50 |
698.75 |
-47.50 |
4,215 |
27,071 |
+1,731 |
| Mar10 |
090603 |
759.25 |
759.50 |
710.50 |
713.50 |
-47.50 |
894 |
1,847 |
+398 |
| May10 |
090603 |
752.75 |
752.75 |
720.75 |
723.50 |
-47.50 |
37 |
113 |
+8 |
| Total Volume and Open Interest |
20,011 |
84,468 |
+1,730 |
| Wheat(MGE) |
| Jul09 |
090603 |
790.25 |
790.25 |
733.00 |
733.25 |
-59.75 |
1,970 |
13,648 |
-134 |
| Sep09 |
090603 |
794.00 |
795.25 |
739.00 |
739.00 |
-60.00 |
1,349 |
10,572 |
-74 |
| Dec09 |
090603 |
798.25 |
798.25 |
751.75 |
752.00 |
-59.00 |
1,112 |
7,628 |
+265 |
| Mar10 |
090603 |
805.50 |
805.75 |
764.25 |
764.75 |
-57.00 |
152 |
1,009 |
+7 |
| May10 |
090603 |
811.50 |
811.75 |
769.50 |
771.75 |
-56.00 |
120 |
346 |
+10 |
| Total Volume and Open Interest |
4,888 |
33,974 |
+142 |
| Oats(CBOT) |
| Jul09 |
090603 |
258.50 |
260.75 |
245.00 |
255.25 |
-5.25 |
2,726 |
6,971 |
+743 |
| Sep09 |
090603 |
269.00 |
269.25 |
254.00 |
264.50 |
-5.25 |
1,019 |
2,055 |
+516 |
| Dec09 |
090603 |
280.75 |
280.75 |
266.50 |
276.50 |
-4.50 |
311 |
6,416 |
+50 |
| Mar10 |
090603 |
288.50 |
293.50 |
288.50 |
288.50 |
-5.00 |
10 |
59 |
+9 |
| Total Volume and Open Interest |
4,066 |
15,501 |
+1,318 |
| Rough Rice(CBOT) |
| Jul09 |
090603 |
12.43 |
12.56 |
12.35 |
12.48 |
unch |
895 |
3,752 |
+124 |
| Sep09 |
090603 |
12.59 |
12.75 |
12.52 |
12.65 |
-0.06 |
709 |
3,503 |
+300 |
| Nov09 |
090603 |
12.66 |
12.80 |
12.61 |
12.73 |
-0.05 |
249 |
1,709 |
+130 |
| Jan10 |
090603 |
12.90 |
12.90 |
12.90 |
12.90 |
unch |
24 |
236 |
+1 |
| Total Volume and Open Interest |
1,917 |
9,559 |
+569 |
| Live Cattle(CME) |
| Jun09 |
090603 |
79.600 |
80.000 |
79.200 |
79.500 |
+0.215 |
7,190 |
20,456 |
-2,270 |
| Aug09 |
090603 |
80.900 |
81.200 |
80.300 |
80.785 |
+0.135 |
14,376 |
101,922 |
+3,215 |
| Oct09 |
090603 |
86.300 |
86.350 |
85.550 |
85.850 |
-0.100 |
8,145 |
50,577 |
+150 |
| Dec09 |
090603 |
88.180 |
88.350 |
87.480 |
87.750 |
-0.385 |
2,218 |
19,527 |
+22 |
| Feb10 |
090603 |
90.100 |
90.230 |
89.500 |
90.000 |
+0.150 |
388 |
9,558 |
-30 |
| Apr10 |
090603 |
91.680 |
92.250 |
91.300 |
91.600 |
-0.550 |
401 |
3,239 |
+195 |
| Total Volume and Open Interest |
32,780 |
205,911 |
+1,312 |
| Feeder Cattle(CME) |
| Aug09 |
090603 |
97.180 |
97.180 |
96.000 |
96.135 |
-1.045 |
3,662 |
16,419 |
-347 |
| Sep09 |
090603 |
97.330 |
97.450 |
96.300 |
96.400 |
-0.930 |
599 |
2,457 |
-110 |
| Oct09 |
090603 |
97.750 |
97.800 |
96.550 |
96.850 |
-0.830 |
410 |
3,459 |
+66 |
| Nov09 |
090603 |
97.480 |
97.600 |
96.750 |
96.950 |
-0.700 |
221 |
774 |
+5 |
| Jan10 |
090603 |
96.500 |
97.080 |
95.600 |
95.680 |
-0.820 |
119 |
184 |
+74 |
| Mar10 |
090603 |
95.500 |
96.535 |
95.500 |
95.500 |
-1.200 |
14 |
44 |
+14 |
| Apr10 |
090603 |
95.500 |
96.000 |
95.500 |
95.500 |
-1.100 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
5,026 |
23,339 |
-297 |
| Lean Hogs(CME) |
| Jun09 |
090603 |
58.250 |
58.580 |
56.750 |
57.300 |
-2.450 |
12,684 |
19,260 |
-4,912 |
| Jul09 |
090603 |
61.380 |
61.485 |
59.735 |
60.350 |
-1.800 |
11,012 |
50,653 |
-1,040 |
| Aug09 |
090603 |
62.380 |
62.900 |
60.930 |
62.785 |
-0.265 |
6,795 |
34,487 |
+491 |
| Oct09 |
090603 |
59.180 |
60.400 |
58.400 |
60.100 |
+0.950 |
3,538 |
25,250 |
+455 |
| Dec09 |
090603 |
62.000 |
64.000 |
60.930 |
63.450 |
+1.465 |
1,730 |
9,784 |
+577 |
| Feb10 |
090603 |
68.000 |
68.700 |
66.450 |
68.450 |
+1.350 |
225 |
1,845 |
+80 |
| Apr10 |
090603 |
70.700 |
72.000 |
70.200 |
72.000 |
+1.700 |
170 |
924 |
+64 |
| May10 |
090603 |
75.000 |
77.000 |
75.000 |
77.000 |
+1.500 |
14 |
70 |
+11 |
| Total Volume and Open Interest |
36,223 |
142,864 |
-4,233 |
| Pork Bellies(CME) |
| Jul09 |
090603 |
67.900 |
67.950 |
65.700 |
65.950 |
-2.750 |
57 |
636 |
-3 |
| Aug09 |
090603 |
67.700 |
67.800 |
66.400 |
66.400 |
-2.500 |
12 |
157 |
+9 |
| Feb10 |
090603 |
89.150 |
90.000 |
89.150 |
89.500 |
+0.350 |
5 |
9 |
+2 |
| Mar10 |
090603 |
90.000 |
90.400 |
89.750 |
90.000 |
+0.250 |
0 |
5 |
+0 |
| May10 |
090603 |
91.300 |
91.300 |
91.300 |
91.300 |
unch |
|
|
|
| Total Volume and Open Interest |
74 |
807 |
+8 |
| Class III Milk(CME) |
| Jun09 |
090603 |
10.12 |
10.15 |
10.02 |
10.06 |
-0.06 |
162 |
5,132 |
+38 |
| Jul09 |
090603 |
11.05 |
11.05 |
10.70 |
10.86 |
-0.24 |
126 |
4,011 |
+62 |
| Aug09 |
090603 |
12.32 |
12.32 |
11.94 |
12.02 |
-0.33 |
142 |
3,451 |
+34 |
| Sep09 |
090603 |
13.68 |
13.68 |
13.25 |
13.44 |
-0.29 |
93 |
3,041 |
+33 |
| Oct09 |
090603 |
14.33 |
14.36 |
14.08 |
14.28 |
-0.12 |
48 |
2,807 |
+11 |
| Total Volume and Open Interest |
910 |
30,761 |
+329 |
| Cocoa(ICE) |
| Jul09 |
090603 |
2667 |
2752 |
2615 |
2734 |
+63 |
6,920 |
34,238 |
-998 |
| Sep09 |
090603 |
2697 |
2775 |
2641 |
2757 |
+60 |
3,712 |
38,156 |
+1,804 |
| Dec09 |
090603 |
2707 |
2782 |
2673 |
2768 |
+59 |
818 |
21,732 |
+380 |
| Mar10 |
090603 |
2701 |
2780 |
2697 |
2772 |
+55 |
91 |
12,183 |
+24 |
| May10 |
090603 |
2714 |
2777 |
2714 |
2775 |
+51 |
23 |
3,079 |
+6 |
| Jul10 |
090603 |
2722 |
2783 |
2721 |
2775 |
+38 |
5 |
3,257 |
-5 |
| Sep10 |
090603 |
2784 |
2786 |
2766 |
2777 |
+35 |
0 |
1,955 |
+0 |
| Total Volume and Open Interest |
11,569 |
118,211 |
+1,211 |
| Coffee "C"(ICE) |
| Jul09 |
090603 |
142.00 |
142.25 |
135.00 |
138.35 |
-3.65 |
9,667 |
64,646 |
+486 |
| Sep09 |
090603 |
144.00 |
144.20 |
136.90 |
140.35 |
-3.60 |
4,880 |
39,370 |
+1,737 |
| Dec09 |
090603 |
145.35 |
145.95 |
139.40 |
142.40 |
-3.40 |
1,955 |
20,709 |
+69 |
| Mar10 |
090603 |
147.90 |
148.00 |
142.40 |
144.50 |
-3.30 |
916 |
12,174 |
+109 |
| May10 |
090603 |
147.40 |
147.80 |
146.00 |
146.05 |
-3.30 |
371 |
3,090 |
-158 |
| Jul10 |
090603 |
148.65 |
149.05 |
147.45 |
147.50 |
-3.20 |
262 |
1,292 |
-142 |
| Total Volume and Open Interest |
18,169 |
143,401 |
+2,143 |
| Orange Juice(ICE) |
| Jul09 |
090603 |
93.60 |
93.85 |
92.55 |
92.85 |
-0.80 |
1,461 |
20,640 |
-644 |
| Sep09 |
090603 |
96.75 |
96.85 |
95.60 |
95.90 |
-0.95 |
960 |
7,531 |
+1,093 |
| Nov09 |
090603 |
99.30 |
99.30 |
98.75 |
98.75 |
-1.00 |
67 |
3,433 |
+57 |
| Jan10 |
090603 |
102.35 |
102.35 |
101.60 |
101.60 |
-1.15 |
2 |
216 |
+2 |
| Mar10 |
090603 |
104.75 |
104.75 |
104.75 |
104.75 |
-1.10 |
0 |
106 |
+0 |
| May10 |
090603 |
107.00 |
107.00 |
107.00 |
107.00 |
-1.10 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,490 |
32,157 |
+508 |
| Sugar #11(ICE) |
| Jul09 |
090603 |
15.45 |
15.47 |
14.81 |
14.89 |
-0.55 |
37,779 |
316,404 |
-2,517 |
| Oct09 |
090603 |
16.60 |
16.60 |
16.05 |
16.17 |
-0.42 |
27,763 |
188,732 |
+4,853 |
| Mar10 |
090603 |
17.50 |
17.50 |
17.08 |
17.21 |
-0.32 |
12,121 |
116,132 |
+436 |
| May10 |
090603 |
17.23 |
17.23 |
16.91 |
17.06 |
-0.22 |
3,237 |
27,257 |
-268 |
| Jul10 |
090603 |
16.97 |
17.05 |
16.72 |
16.90 |
-0.23 |
3,983 |
25,598 |
+655 |
| Total Volume and Open Interest |
88,953 |
765,564 |
+4,683 |
| Sugar #14(ICE) |
| Jul09 |
090603 |
21.50 |
21.50 |
21.50 |
21.50 |
-0.13 |
0 |
1,065 |
+0 |
| Sep09 |
090603 |
22.20 |
22.20 |
22.15 |
22.15 |
-0.15 |
3 |
2,537 |
+1 |
| Total Volume and Open Interest |
3 |
3,602 |
+1 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090603 |
1692 |
1756 |
1677 |
1746 |
+48 |
2,163 |
34,262 |
+563 |
| Dec09 |
090603 |
1689 |
1745 |
1672 |
1740 |
+49 |
1,019 |
28,687 |
+314 |
| Mar10 |
090603 |
1677 |
1740 |
1671 |
1734 |
+48 |
495 |
24,098 |
+105 |
| May10 |
090603 |
1687 |
1738 |
1685 |
1731 |
+44 |
165 |
12,626 |
+164 |
| Jul10 |
090603 |
1691 |
1742 |
1691 |
1735 |
+45 |
182 |
2,688 |
+170 |
| Sep10 |
090603 |
1699 |
1740 |
1696 |
1738 |
+44 |
60 |
1,546 |
+59 |
| Total Volume and Open Interest |
6,590 |
165,908 |
+1,229 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090603 |
447.20 |
447.80 |
434.10 |
436.10 |
-15.90 |
4,250 |
43,474 |
-177 |
| Oct09 |
090603 |
452.90 |
454.20 |
442.10 |
445.00 |
-13.30 |
594 |
25,785 |
+435 |
| Dec09 |
090603 |
455.30 |
456.90 |
447.10 |
449.00 |
-11.50 |
181 |
8,380 |
+44 |
| Mar10 |
090603 |
458.90 |
459.00 |
451.00 |
453.00 |
-9.10 |
366 |
8,027 |
+166 |
| May10 |
090603 |
456.40 |
456.50 |
449.30 |
450.50 |
-6.60 |
105 |
987 |
+95 |
| Total Volume and Open Interest |
5,533 |
88,866 |
+600 |
| Cotton(ICE) |
| Jul09 |
090603 |
58.70 |
58.87 |
55.71 |
55.84 |
-2.81 |
11,215 |
72,737 |
-2,995 |
| Oct09 |
090603 |
60.93 |
60.93 |
58.01 |
58.01 |
-2.92 |
208 |
2,868 |
+69 |
| Dec09 |
090603 |
62.52 |
62.52 |
59.75 |
59.93 |
-2.59 |
6,488 |
44,639 |
+1,248 |
| Mar10 |
090603 |
62.00 |
62.69 |
61.93 |
61.93 |
-2.46 |
147 |
8,370 |
+46 |
| May10 |
090603 |
63.12 |
63.12 |
63.12 |
63.12 |
-2.46 |
10 |
300 |
+5 |
| Jul10 |
090603 |
64.50 |
64.50 |
64.31 |
64.31 |
-2.46 |
21 |
1,143 |
-9 |
| Total Volume and Open Interest |
18,114 |
132,108 |
-1,641 |
| Lumber(CME) |
| Jul09 |
090603 |
205.9 |
209.7 |
199.5 |
201.0 |
-7.0 |
1,267 |
4,419 |
-237 |
| Sep09 |
090603 |
216.9 |
221.6 |
209.8 |
209.8 |
-7.9 |
1,107 |
3,921 |
+597 |
| Nov09 |
090603 |
207.7 |
211.4 |
203.6 |
205.1 |
-7.4 |
113 |
522 |
+46 |
| Jan10 |
090603 |
228.9 |
230.0 |
225.0 |
229.0 |
-6.0 |
28 |
277 |
+20 |
| Total Volume and Open Interest |
2,515 |
9,152 |
+426 |
| Crude Oil(NYM) |
| Jul09 |
090603 |
68.25 |
68.95 |
64.95 |
66.12 |
-2.43 |
234,080 |
348,751 |
+1,412 |
| Aug09 |
090603 |
69.06 |
69.84 |
65.92 |
67.09 |
-2.34 |
66,593 |
120,440 |
+3,750 |
| Sep09 |
090603 |
69.90 |
70.65 |
66.87 |
68.02 |
-2.23 |
23,842 |
73,892 |
-279 |
| Oct09 |
090603 |
70.49 |
71.15 |
67.85 |
68.86 |
-2.07 |
10,325 |
39,927 |
-1,492 |
| Nov09 |
090603 |
71.09 |
71.33 |
68.83 |
69.66 |
-1.88 |
9,182 |
22,195 |
+892 |
| Dec09 |
090603 |
71.56 |
72.40 |
69.35 |
70.46 |
-1.69 |
30,132 |
134,031 |
+2,588 |
| Jan10 |
090603 |
72.00 |
72.30 |
70.00 |
71.11 |
-1.53 |
2,360 |
25,733 |
-1,428 |
| Feb10 |
090603 |
72.56 |
72.74 |
70.78 |
71.63 |
-1.41 |
1,807 |
16,385 |
-853 |
| Mar10 |
090603 |
73.35 |
73.35 |
71.20 |
72.11 |
-1.28 |
1,413 |
15,827 |
-922 |
| Apr10 |
090603 |
73.37 |
73.48 |
71.64 |
72.59 |
-1.15 |
1,028 |
7,074 |
-502 |
| May10 |
090603 |
73.87 |
73.92 |
72.27 |
73.06 |
-1.03 |
736 |
5,755 |
-531 |
| Jun10 |
090603 |
74.12 |
74.36 |
72.46 |
73.52 |
-0.92 |
4,952 |
33,912 |
+273 |
| Jul10 |
090603 |
74.37 |
74.70 |
72.97 |
73.97 |
-0.85 |
594 |
7,589 |
-711 |
| Aug10 |
090603 |
74.30 |
74.30 |
74.30 |
74.30 |
-0.78 |
208 |
4,248 |
-348 |
| Sep10 |
090603 |
74.53 |
74.53 |
74.53 |
74.53 |
-0.75 |
186 |
8,380 |
-234 |
| Oct10 |
090603 |
75.50 |
75.50 |
74.79 |
74.79 |
-0.70 |
193 |
3,945 |
-54 |
| Total Volume and Open Interest |
413,605 |
1,168,166 |
+4,393 |
| e-miNY Crude Oil(NYM) |
| Jun09 |
090515 |
58.475 |
58.925 |
56.075 |
56.350 |
-1.675 |
9,865 |
5,162 |
-184 |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090603 |
69.000 |
69.600 |
65.900 |
67.100 |
-2.325 |
425 |
813 |
+42 |
| Sep09 |
090603 |
69.925 |
70.375 |
67.500 |
68.025 |
-2.225 |
128 |
259 |
+51 |
| Oct09 |
090603 |
70.175 |
70.175 |
68.250 |
68.850 |
-2.075 |
99 |
120 |
+92 |
| Nov09 |
090603 |
69.750 |
69.750 |
69.650 |
69.650 |
-1.900 |
4 |
24 |
+0 |
| Dec09 |
090603 |
71.400 |
71.400 |
69.650 |
70.450 |
-1.700 |
4 |
95 |
+2 |
| Jan10 |
090603 |
71.100 |
71.100 |
71.100 |
71.100 |
-1.550 |
|
|
|
| Feb10 |
090603 |
71.625 |
71.625 |
71.625 |
71.625 |
-1.425 |
|
|
|
| Mar10 |
090603 |
72.100 |
72.100 |
72.100 |
72.100 |
-1.300 |
|
|
|
| Total Volume and Open Interest |
12,878 |
5,991 |
+453 |
| Heating Oil(NYM) |
| Jul09 |
090603 |
177.73 |
179.95 |
171.04 |
173.84 |
-5.95 |
46,947 |
68,350 |
-85 |
| Aug09 |
090603 |
181.04 |
183.00 |
174.66 |
177.28 |
-5.51 |
15,608 |
30,536 |
+2,720 |
| Sep09 |
090603 |
184.07 |
184.11 |
178.33 |
180.93 |
-5.27 |
6,834 |
22,972 |
+269 |
| Oct09 |
090603 |
187.70 |
187.70 |
182.24 |
184.59 |
-5.03 |
3,257 |
15,825 |
-160 |
| Nov09 |
090603 |
190.55 |
190.55 |
185.00 |
187.62 |
-4.83 |
2,035 |
13,735 |
+207 |
| Dec09 |
090603 |
193.34 |
193.76 |
188.06 |
190.61 |
-4.63 |
5,800 |
29,620 |
+662 |
| Jan10 |
090603 |
196.00 |
196.70 |
191.35 |
193.52 |
-4.42 |
1,157 |
11,937 |
-160 |
| Feb10 |
090603 |
198.24 |
198.25 |
193.54 |
195.62 |
-4.27 |
984 |
8,234 |
-106 |
| Mar10 |
090603 |
199.00 |
199.02 |
194.33 |
196.77 |
-4.07 |
847 |
5,771 |
+122 |
| Apr10 |
090603 |
198.89 |
198.89 |
195.00 |
197.02 |
-3.92 |
500 |
3,647 |
+18 |
| May10 |
090603 |
198.04 |
198.04 |
197.77 |
197.77 |
-3.77 |
362 |
4,431 |
+51 |
| Jun10 |
090603 |
200.61 |
201.37 |
196.59 |
198.97 |
-3.67 |
1,147 |
13,965 |
+353 |
| Total Volume and Open Interest |
87,780 |
265,326 |
+4,054 |
| Gasoline(NYMEX) |
| Jul09 |
090603 |
192.25 |
194.00 |
185.91 |
190.16 |
-2.36 |
44,425 |
93,840 |
-874 |
| Aug09 |
090603 |
192.60 |
192.60 |
184.89 |
189.10 |
-2.33 |
12,824 |
37,519 |
-14 |
| Sep09 |
090603 |
189.80 |
190.54 |
183.90 |
188.18 |
-2.36 |
5,388 |
26,731 |
+276 |
| Oct09 |
090603 |
178.95 |
179.10 |
173.56 |
177.60 |
-2.64 |
2,855 |
15,278 |
-377 |
| Nov09 |
090603 |
177.94 |
178.50 |
172.86 |
176.59 |
-2.73 |
2,724 |
7,428 |
-189 |
| Dec09 |
090603 |
178.28 |
179.05 |
173.62 |
177.09 |
-2.90 |
2,178 |
12,925 |
+127 |
| Jan10 |
090603 |
181.00 |
181.52 |
176.62 |
179.39 |
-2.90 |
289 |
3,337 |
-38 |
| Feb10 |
090603 |
180.77 |
181.84 |
179.37 |
181.84 |
-2.90 |
216 |
926 |
+30 |
| Mar10 |
090603 |
183.91 |
184.54 |
181.85 |
184.54 |
-2.95 |
140 |
1,621 |
+80 |
| Apr10 |
090603 |
197.51 |
198.34 |
195.65 |
198.34 |
-2.95 |
139 |
2,017 |
+102 |
| Total Volume and Open Interest |
71,304 |
209,112 |
-977 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090603 |
1.93 |
1.93 |
1.93 |
1.93 |
unch |
0 |
2 |
+0 |
| Aug09 |
090603 |
189.10 |
189.10 |
189.10 |
189.10 |
-2.33 |
|
|
|
| Sep09 |
090603 |
188.18 |
188.18 |
188.18 |
188.18 |
-2.36 |
|
|
|
| Oct09 |
090603 |
177.60 |
177.60 |
177.60 |
177.60 |
-2.64 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090603 |
4.113 |
4.150 |
3.708 |
3.766 |
-0.354 |
102,857 |
143,489 |
+958 |
| Aug09 |
090603 |
4.249 |
4.278 |
3.860 |
3.916 |
-0.342 |
19,893 |
55,821 |
+2,352 |
| Sep09 |
090603 |
4.359 |
4.387 |
3.979 |
4.040 |
-0.329 |
11,170 |
51,165 |
+2,713 |
| Oct09 |
090603 |
4.545 |
4.546 |
4.160 |
4.218 |
-0.312 |
13,309 |
62,431 |
+609 |
| Nov09 |
090603 |
5.171 |
5.171 |
4.840 |
4.882 |
-0.278 |
3,057 |
29,512 |
+241 |
| Dec09 |
090603 |
5.845 |
5.863 |
5.548 |
5.595 |
-0.256 |
4,540 |
38,997 |
+694 |
| Jan10 |
090603 |
6.168 |
6.168 |
5.874 |
5.915 |
-0.249 |
6,673 |
33,921 |
-241 |
| Feb10 |
090603 |
6.141 |
6.141 |
5.915 |
5.957 |
-0.244 |
3,507 |
18,036 |
+828 |
| Mar10 |
090603 |
6.083 |
6.087 |
5.861 |
5.902 |
-0.237 |
3,205 |
36,556 |
+19 |
| Apr10 |
090603 |
5.946 |
5.948 |
5.735 |
5.772 |
-0.217 |
3,022 |
35,290 |
-24 |
| May10 |
090603 |
5.966 |
5.966 |
5.795 |
5.822 |
-0.209 |
462 |
13,080 |
-104 |
| Jun10 |
090603 |
6.065 |
6.065 |
5.900 |
5.932 |
-0.202 |
113 |
8,413 |
+7 |
| Jul10 |
090603 |
6.215 |
6.215 |
6.017 |
6.052 |
-0.202 |
405 |
7,436 |
-270 |
| Aug10 |
090603 |
6.245 |
6.275 |
6.119 |
6.142 |
-0.202 |
68 |
9,067 |
+7 |
| Sep10 |
090603 |
6.310 |
6.325 |
6.170 |
6.192 |
-0.202 |
35 |
6,595 |
+7 |
| Oct10 |
090603 |
6.400 |
6.420 |
6.264 |
6.292 |
-0.197 |
394 |
15,149 |
-66 |
| Total Volume and Open Interest |
173,443 |
693,086 |
+7,981 |
| Brent Crude Oil(ICE) |
| Jul09 |
090603 |
67.75 |
68.65 |
64.91 |
65.88 |
-2.29 |
97,815 |
146,955 |
-7,715 |
| Aug09 |
090603 |
68.48 |
69.32 |
65.67 |
66.68 |
-2.17 |
58,594 |
130,985 |
+5,734 |
| Sep09 |
090603 |
69.04 |
69.98 |
66.42 |
67.45 |
-2.07 |
31,336 |
74,982 |
+845 |
| Oct09 |
090603 |
69.71 |
70.56 |
67.15 |
68.20 |
-1.98 |
15,071 |
45,033 |
+2,886 |
| Nov09 |
090603 |
71.18 |
71.21 |
67.96 |
68.99 |
-1.85 |
7,481 |
20,730 |
-894 |
| Dec09 |
090603 |
71.82 |
71.84 |
68.81 |
69.76 |
-1.74 |
15,025 |
78,850 |
-758 |
| Jan10 |
090603 |
71.90 |
71.92 |
69.84 |
70.45 |
-1.64 |
3,559 |
22,788 |
+102 |
| Feb10 |
090603 |
72.21 |
72.31 |
70.48 |
71.04 |
-1.54 |
2,405 |
11,447 |
+365 |
| Mar10 |
090603 |
72.80 |
72.80 |
71.59 |
71.59 |
-1.46 |
2,843 |
8,376 |
+414 |
| Apr10 |
090603 |
72.11 |
72.11 |
72.11 |
72.11 |
-1.39 |
1,036 |
4,305 |
+151 |
| May10 |
090603 |
72.57 |
72.57 |
72.57 |
72.57 |
-1.35 |
1,235 |
4,192 |
+227 |
| Jun10 |
090603 |
74.49 |
74.49 |
72.00 |
72.99 |
-1.30 |
1,817 |
28,647 |
-289 |
| Jul10 |
090603 |
73.40 |
73.40 |
73.40 |
73.40 |
-1.26 |
178 |
6,314 |
-2 |
| Aug10 |
090603 |
73.73 |
73.73 |
73.73 |
73.73 |
-1.20 |
72 |
5,928 |
+25 |
| Total Volume and Open Interest |
248,518 |
724,262 |
+2,418 |
| Gas Oil(ICE) |
| Jun09 |
090603 |
554.50 |
561.50 |
531.75 |
542.75 |
-13.75 |
27,045 |
70,409 |
-1,180 |
| Jul09 |
090603 |
565.50 |
572.75 |
543.75 |
554.75 |
-12.75 |
46,469 |
102,419 |
+1,078 |
| Aug09 |
090603 |
576.75 |
583.00 |
556.00 |
566.75 |
-11.75 |
16,135 |
49,820 |
+2,477 |
| Sep09 |
090603 |
589.50 |
591.25 |
568.75 |
578.25 |
-11.00 |
7,567 |
40,987 |
+1,274 |
| Oct09 |
090603 |
600.50 |
600.75 |
579.25 |
588.50 |
-10.50 |
3,070 |
31,563 |
+268 |
| Nov09 |
090603 |
609.00 |
609.50 |
589.75 |
597.25 |
-10.00 |
1,431 |
18,317 |
+12 |
| Dec09 |
090603 |
616.75 |
617.25 |
596.50 |
605.75 |
-9.00 |
7,001 |
61,376 |
+425 |
| Jan10 |
090603 |
622.75 |
622.75 |
606.50 |
614.75 |
-8.00 |
1,973 |
23,657 |
+448 |
| Feb10 |
090603 |
630.00 |
630.00 |
620.25 |
622.50 |
-7.50 |
372 |
12,748 |
+165 |
| Mar10 |
090603 |
636.50 |
636.50 |
627.00 |
629.00 |
-7.25 |
325 |
14,754 |
+25 |
| Total Volume and Open Interest |
115,513 |
526,967 |
+4,727 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090603 |
1.760 |
1.760 |
1.745 |
1.748 |
-0.036 |
52 |
946 |
-73 |
| Aug09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.032 |
5 |
392 |
-5 |
| Sep09 |
090603 |
1.770 |
1.770 |
1.770 |
1.770 |
-0.030 |
5 |
260 |
+5 |
| Oct09 |
090603 |
1.760 |
1.760 |
1.760 |
1.760 |
-0.030 |
0 |
218 |
+0 |
| Nov09 |
090603 |
1.745 |
1.745 |
1.745 |
1.745 |
-0.054 |
105 |
330 |
-50 |
| Dec09 |
090603 |
1.750 |
1.760 |
1.750 |
1.750 |
-0.041 |
112 |
384 |
-46 |
| Jan10 |
090603 |
1.760 |
1.770 |
1.760 |
1.765 |
-0.052 |
122 |
416 |
-48 |
| Total Volume and Open Interest |
744 |
4,039 |
-342 |
| US Dollar Index(ICE) |
| Jun09 |
090603 |
78.550 |
79.695 |
78.385 |
79.535 |
+1.065 |
6,463 |
35,726 |
+409 |
| Sep09 |
090603 |
79.050 |
80.160 |
78.900 |
80.045 |
+1.110 |
948 |
3,189 |
+231 |
| Dec09 |
090603 |
79.230 |
80.395 |
79.230 |
80.395 |
+1.110 |
8 |
34 |
+8 |
| Total Volume and Open Interest |
7,419 |
38,949 |
+648 |
| Australian Dollar(CME) |
| Jun09 |
090603 |
82.02 |
82.59 |
79.25 |
79.47 |
-2.61 |
64,590 |
86,573 |
-1,304 |
| Sep09 |
090603 |
81.37 |
82.04 |
78.74 |
78.95 |
-2.59 |
1,262 |
2,272 |
+485 |
| Dec09 |
090603 |
80.14 |
80.14 |
78.46 |
78.46 |
-2.58 |
0 |
214 |
+0 |
| Total Volume and Open Interest |
65,852 |
89,074 |
-819 |
| British Pound(CME) |
| Jun09 |
090603 |
165.82 |
166.65 |
162.40 |
162.77 |
-2.97 |
98,053 |
82,124 |
+1,204 |
| Sep09 |
090603 |
165.75 |
166.58 |
162.35 |
162.72 |
-2.98 |
2,256 |
16,406 |
+1,245 |
| Dec09 |
090603 |
162.31 |
166.30 |
162.11 |
162.67 |
-2.99 |
8 |
191 |
+0 |
| Total Volume and Open Interest |
100,317 |
98,723 |
+2,449 |
| Canadian Dollar(CME) |
| Jun09 |
090603 |
92.47 |
92.63 |
89.94 |
90.26 |
-2.26 |
74,439 |
84,517 |
-1,356 |
| Sep09 |
090603 |
92.43 |
92.67 |
90.01 |
90.32 |
-2.26 |
2,366 |
5,669 |
+574 |
| Dec09 |
090603 |
92.50 |
92.51 |
90.10 |
90.39 |
-2.27 |
60 |
1,523 |
-5 |
| Mar10 |
090603 |
91.40 |
92.72 |
90.16 |
90.45 |
-2.27 |
2 |
439 |
+2 |
| Total Volume and Open Interest |
76,868 |
92,359 |
-784 |
| Japanese Yen(CME) |
| Jun09 |
090603 |
104.56 |
104.86 |
103.73 |
104.35 |
-0.21 |
103,894 |
89,790 |
-1,805 |
| Sep09 |
090603 |
104.88 |
104.98 |
103.84 |
104.45 |
-0.23 |
2,137 |
4,177 |
+398 |
| Dec09 |
090603 |
104.59 |
104.89 |
104.19 |
104.59 |
-0.25 |
0 |
130 |
+0 |
| Total Volume and Open Interest |
106,031 |
94,110 |
-1,407 |
| Swiss Franc(CME) |
| Jun09 |
090603 |
94.21 |
94.32 |
93.05 |
93.36 |
-0.92 |
44,330 |
42,153 |
-633 |
| Sep09 |
090603 |
94.29 |
94.42 |
93.17 |
93.47 |
-0.92 |
417 |
1,587 |
+70 |
| Dec09 |
090603 |
94.10 |
94.55 |
93.59 |
93.61 |
-0.94 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
44,747 |
43,751 |
-563 |
| EuroFX(CME) |
| Jun09 |
090603 |
143.04 |
143.38 |
141.08 |
141.33 |
-1.85 |
207,839 |
132,572 |
+2,163 |
| Sep09 |
090603 |
142.92 |
143.27 |
140.97 |
141.21 |
-1.86 |
4,076 |
10,644 |
+1,459 |
| Dec09 |
090603 |
142.15 |
143.02 |
141.13 |
141.13 |
-1.89 |
10 |
135 |
+6 |
| Total Volume and Open Interest |
211,925 |
143,355 |
+3,628 |
| Mexican Peso(CME) |
| Jun09 |
090603 |
756.8 |
758.0 |
745.0 |
745.8 |
-12.0 |
8,768 |
47,251 |
-959 |
| Jul09 |
090603 |
744.5 |
756.5 |
744.5 |
744.5 |
-12.0 |
|
|
|
| Total Volume and Open Interest |
8,796 |
52,381 |
-951 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090603 |
116~280 |
117~285 |
116~195 |
117~215 |
+0~290 |
47,319 |
93,683 |
-15,529 |
| Sep09 |
090603 |
115~150 |
116~150 |
115~050 |
116~080 |
+0~290 |
288,422 |
682,515 |
+6,277 |
| Dec09 |
090603 |
114~080 |
115~000 |
114~000 |
114~290 |
+0~290 |
198 |
249 |
-20 |
| Total Volume and Open Interest |
335,939 |
776,499 |
-9,272 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090603 |
117~130 |
118~020 |
117~050 |
117~265 |
+0~190 |
96,154 |
106,823 |
-21,399 |
| Sep09 |
090603 |
115~220 |
116~120 |
115~155 |
116~055 |
+0~185 |
885,901 |
1,039,690 |
-24,583 |
| Dec09 |
090603 |
115~150 |
115~150 |
114~285 |
115~150 |
+0~185 |
175 |
6 |
+0 |
| Total Volume and Open Interest |
982,230 |
1,146,519 |
-45,982 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090603 |
115~114 |
116~033 |
115~102 |
116~014 |
+0~040 |
81,109 |
144,342 |
-35,492 |
| Sep09 |
090603 |
114~097 |
115~023 |
114~088 |
115~004 |
+0~039 |
467,540 |
641,042 |
-3,708 |
| Dec09 |
090603 |
52~044 |
52~044 |
52~005 |
52~044 |
+0~039 |
|
|
|
| Total Volume and Open Interest |
548,649 |
785,384 |
-39,200 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090603 |
108~108 |
109~003 |
108~112 |
109~000 |
+0~016 |
1,500 |
46,069 |
-26,701 |
| Sep09 |
090603 |
108~047 |
108~060 |
108~040 |
108~056 |
+0~013 |
129,704 |
434,507 |
-5,082 |
| Dec09 |
090603 |
107~125 |
107~125 |
107~112 |
107~125 |
+0~013 |
|
|
|
| Total Volume and Open Interest |
153,489 |
480,576 |
-31,783 |
| Eurodollars(CME) |
| Jun09 |
090603 |
99.350 |
99.390 |
99.345 |
99.382 |
+0.035 |
167,945 |
865,982 |
+140 |
| Sep09 |
090603 |
99.255 |
99.315 |
99.255 |
99.305 |
+0.050 |
210,278 |
1,064,444 |
+5,271 |
| Dec09 |
090603 |
99.035 |
99.105 |
99.030 |
99.090 |
+0.060 |
213,715 |
886,230 |
-1,583 |
| Mar10 |
090603 |
98.870 |
98.950 |
98.855 |
98.935 |
+0.075 |
252,715 |
763,708 |
-5,416 |
| Jun10 |
090603 |
98.575 |
98.670 |
98.555 |
98.650 |
+0.085 |
303,299 |
508,435 |
-8,097 |
| Sep10 |
090603 |
98.260 |
98.360 |
98.225 |
98.340 |
+0.100 |
309,147 |
484,906 |
-1,550 |
| Dec10 |
090603 |
97.860 |
97.985 |
97.835 |
97.965 |
+0.115 |
195,180 |
535,986 |
+3,355 |
| Mar11 |
090603 |
97.510 |
97.645 |
97.485 |
97.630 |
+0.130 |
184,640 |
303,381 |
+4,410 |
| Jun11 |
090603 |
97.145 |
97.270 |
97.105 |
97.255 |
+0.135 |
137,775 |
299,479 |
+6,693 |
| Sep11 |
090603 |
96.770 |
96.915 |
96.755 |
96.905 |
+0.140 |
103,136 |
212,213 |
+3,232 |
| Dec11 |
090603 |
96.410 |
96.550 |
96.390 |
96.545 |
+0.140 |
73,782 |
136,480 |
+2,052 |
| Mar12 |
090603 |
96.135 |
96.285 |
96.130 |
96.275 |
+0.140 |
60,069 |
109,559 |
+2,483 |
| Jun12 |
090603 |
95.915 |
96.035 |
95.875 |
96.020 |
+0.145 |
38,346 |
100,879 |
+3,298 |
| Sep12 |
090603 |
95.690 |
95.820 |
95.660 |
95.810 |
+0.150 |
21,797 |
68,063 |
-240 |
| Dec12 |
090603 |
95.515 |
95.630 |
95.460 |
95.620 |
+0.155 |
18,418 |
56,469 |
+1,273 |
| Mar13 |
090603 |
95.440 |
95.530 |
95.350 |
95.505 |
+0.160 |
16,514 |
62,132 |
-15 |
| Jun13 |
090603 |
95.290 |
95.415 |
95.220 |
95.375 |
+0.165 |
10,558 |
24,534 |
+144 |
| Sep13 |
090603 |
95.150 |
95.290 |
95.105 |
95.260 |
+0.170 |
9,953 |
38,736 |
-338 |
| Total Volume and Open Interest |
2,359,387 |
6,728,392 |
+17,674 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090603 |
99.805 |
99.810 |
99.798 |
99.802 |
-0.005 |
5,021 |
52,337 |
-2,741 |
| Jul09 |
090603 |
99.800 |
99.815 |
99.800 |
99.805 |
unch |
5,386 |
43,174 |
-1,942 |
| Aug09 |
090603 |
99.785 |
99.790 |
99.775 |
99.780 |
unch |
3,275 |
38,867 |
+303 |
| Sep09 |
090603 |
99.770 |
99.770 |
99.760 |
99.765 |
unch |
3,013 |
30,001 |
-996 |
| Oct09 |
090603 |
99.755 |
99.760 |
99.745 |
99.750 |
unch |
4,419 |
31,655 |
-435 |
| Nov09 |
090603 |
99.720 |
99.720 |
99.710 |
99.715 |
unch |
2,138 |
48,792 |
-261 |
| Total Volume and Open Interest |
41,093 |
366,893 |
-7,103 |
| 30 Day Fed Funds(e-CBOT) |
| Jun09 |
090519 |
99.805 |
99.810 |
99.800 |
99.805 |
-0.005 |
4,060 |
48,665 |
-408 |
| Jul09 |
090519 |
99.790 |
99.795 |
99.790 |
99.790 |
-0.010 |
5,385 |
41,577 |
+291 |
| Aug09 |
090519 |
99.770 |
99.780 |
99.770 |
99.780 |
+0.005 |
5,737 |
37,356 |
+148 |
| Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
| Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
| Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
+0.015 |
4,682 |
48,902 |
+609 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090603 |
99.46 |
99.46 |
99.45 |
99.45 |
-0.01 |
|
|
|
| Sep09 |
090603 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Dec09 |
090603 |
99.55 |
99.55 |
99.54 |
99.54 |
-0.01 |
|
|
|
| Mar10 |
090603 |
99.43 |
99.53 |
99.43 |
99.53 |
+0.10 |
|
|
|
| Jun10 |
090603 |
99.50 |
99.50 |
99.49 |
99.49 |
-0.01 |
|
|
|
| Sep10 |
090603 |
99.42 |
99.42 |
99.41 |
99.41 |
-0.01 |
|
|
|
| Dec10 |
090603 |
99.37 |
99.37 |
99.36 |
99.36 |
-0.01 |
|
|
|
| Mar11 |
090603 |
99.29 |
99.29 |
99.28 |
99.28 |
-0.01 |
|
|
|
| Jun11 |
090603 |
99.22 |
99.26 |
99.22 |
99.26 |
+0.04 |
|
|
|
| Sep11 |
090603 |
99.22 |
99.26 |
99.22 |
99.26 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090603 |
99.45 |
99.45 |
99.44 |
99.44 |
0.00 |
181 |
13,127 |
+111 |
| Sep09 |
090603 |
99.53 |
99.54 |
99.53 |
99.53 |
-0.01 |
220 |
5,063 |
-69 |
| Dec09 |
090603 |
99.56 |
99.56 |
99.55 |
99.55 |
+0.01 |
50 |
2,668 |
+50 |
| Mar10 |
090603 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
2,410 |
+0 |
| Jun10 |
090603 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.02 |
0 |
800 |
+0 |
| Sep10 |
090603 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.04 |
0 |
281 |
+0 |
| Dec10 |
090603 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.05 |
0 |
252 |
+0 |
| Mar11 |
090603 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.04 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
451 |
26,514 |
+18 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090603 |
136.40 |
136.49 |
136.29 |
136.40 |
+0.11 |
2,543 |
18,337 |
+545 |
| Sep09 |
090603 |
135.79 |
135.90 |
135.64 |
135.75 |
+0.03 |
17 |
151 |
+11 |
| Dec09 |
090603 |
135.75 |
135.75 |
135.75 |
135.75 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
2,560 |
20,242 |
+1,754 |
| Euro-Bund(EUREX) |
| Jun09 |
090603 |
119.10 |
119.99 |
118.86 |
119.83 |
+0.84 |
699,881 |
813,386 |
-34,664 |
| Sep09 |
090603 |
118.45 |
119.31 |
118.20 |
119.16 |
+0.84 |
55,912 |
151,068 |
+27,619 |
| Dec09 |
090603 |
118.08 |
118.08 |
118.08 |
118.08 |
+0.89 |
82 |
15 |
+2 |
| Total Volume and Open Interest |
755,875 |
964,469 |
+26,086 |
| Euro-Bobl(EUREX) |
| Jun09 |
090521 |
115.34 |
115.95 |
115.27 |
115.79 |
-0.15 |
492,831 |
742,996 |
+17,017 |
| Sep09 |
090603 |
114.48 |
114.92 |
114.33 |
114.81 |
+0.36 |
43,117 |
125,801 |
+17,968 |
| Dec09 |
090603 |
113.37 |
113.58 |
113.37 |
113.53 |
+0.37 |
|
|
|
| Total Volume and Open Interest |
307,952 |
765,669 |
-16,120 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090603 |
98.915 |
98.925 |
98.885 |
98.885 |
+0.005 |
217 |
8,847 |
-142 |
| Dec09 |
090603 |
98.810 |
98.810 |
98.790 |
98.790 |
+0.020 |
107 |
4,693 |
-5 |
| Total Volume and Open Interest |
762 |
36,274 |
+168 |
| Long Gilt(LIFFE) |
| Jun09 |
090603 |
117~29 |
118~22 |
117~12 |
118~19 |
+1~03 |
4,701 |
49,414 |
-2,249 |
| Sep09 |
090603 |
115~24 |
117~04 |
115~24 |
116~31 |
+1~00 |
65,753 |
214,651 |
-4,819 |
| Total Volume and Open Interest |
70,454 |
264,065 |
-7,068 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090603 |
98.79 |
98.81 |
98.76 |
98.80 |
+0.01 |
29,395 |
303,141 |
+775 |
| Sep09 |
090603 |
98.91 |
98.92 |
98.86 |
98.88 |
-0.03 |
47,048 |
283,998 |
-8,511 |
| Dec09 |
090603 |
98.71 |
98.73 |
98.67 |
98.69 |
-0.03 |
42,897 |
302,612 |
+1,620 |
| Mar10 |
090603 |
98.54 |
98.56 |
98.48 |
98.51 |
-0.02 |
57,619 |
363,011 |
-3,014 |
| Jun10 |
090603 |
98.16 |
98.21 |
98.13 |
98.17 |
unch |
53,071 |
268,646 |
-2,719 |
| Sep10 |
090603 |
97.78 |
97.83 |
97.73 |
97.79 |
+0.01 |
38,653 |
250,535 |
-2,276 |
| Total Volume and Open Interest |
345,005 |
2,293,091 |
-11,724 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090603 |
98.810 |
98.820 |
98.780 |
98.790 |
-0.015 |
60,008 |
597,800 |
-9,168 |
| Sep09 |
090603 |
98.910 |
98.930 |
98.870 |
98.885 |
-0.020 |
86,567 |
576,654 |
+902 |
| Dec09 |
090603 |
98.810 |
98.830 |
98.775 |
98.790 |
-0.015 |
82,132 |
533,510 |
-4,950 |
| Total Volume and Open Interest |
542,886 |
3,552,145 |
-18,933 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090603 |
96.78 |
96.81 |
96.73 |
96.75 |
-0.04 |
20,164 |
229,182 |
-3,167 |
| Sep09 |
090603 |
96.91 |
96.94 |
96.86 |
96.88 |
-0.03 |
45,593 |
280,138 |
+11,214 |
| Dec09 |
090603 |
96.86 |
96.89 |
96.81 |
96.86 |
unch |
27,156 |
166,868 |
+8,792 |
| Mar10 |
090603 |
96.60 |
96.64 |
96.53 |
96.60 |
unch |
12,917 |
101,338 |
+727 |
| Jun10 |
090603 |
96.22 |
96.24 |
96.16 |
96.19 |
-0.01 |
8,353 |
75,918 |
+1,250 |
| Sep10 |
090603 |
95.81 |
95.81 |
95.74 |
95.75 |
-0.02 |
5,696 |
42,846 |
+1,477 |
| Dec10 |
090603 |
95.38 |
95.38 |
95.29 |
95.30 |
-0.02 |
1,618 |
24,413 |
+63 |
| Mar11 |
090603 |
94.92 |
94.93 |
94.85 |
94.90 |
-0.02 |
542 |
14,808 |
+322 |
| Jun11 |
090603 |
94.54 |
94.54 |
94.54 |
94.54 |
-0.02 |
0 |
2,290 |
+0 |
| Sep11 |
090603 |
94.21 |
94.22 |
94.21 |
94.22 |
-0.02 |
0 |
739 |
+0 |
| Total Volume and Open Interest |
122,039 |
939,698 |
+20,678 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090602 |
94.66 |
94.69 |
94.52 |
94.55 |
-0.20 |
49,718 |
357,151 |
+40,509 |
| Sep09 |
090603 |
94.53 |
94.54 |
94.48 |
94.48 |
-0.01 |
883 |
8,026 |
+836 |
| Total Volume and Open Interest |
40,212 |
358,208 |
+2,103 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090603 |
95.90 |
95.92 |
95.80 |
95.87 |
-0.01 |
120,437 |
622,774 |
+9,853 |
| Sep09 |
090603 |
95.63 |
95.63 |
95.55 |
95.60 |
-0.01 |
1,955 |
11,832 |
+1,749 |
| Total Volume and Open Interest |
122,392 |
634,606 |
+11,602 |
| Gold(CMX) |
| Jun09 |
090603 |
981.7 |
990.3 |
961.0 |
964.5 |
-18.7 |
2,883 |
3,721 |
-1,210 |
| Aug09 |
090603 |
983.2 |
992.1 |
961.5 |
965.6 |
-18.8 |
94,731 |
249,056 |
-2,046 |
| Oct09 |
090603 |
985.0 |
991.8 |
963.7 |
966.9 |
-18.9 |
1,097 |
11,320 |
-33 |
| Dec09 |
090603 |
985.0 |
993.6 |
964.4 |
968.2 |
-18.9 |
4,908 |
43,002 |
+1,623 |
| Feb10 |
090603 |
980.0 |
980.0 |
969.5 |
969.5 |
-19.0 |
1,785 |
13,454 |
+1,491 |
| Apr10 |
090603 |
986.3 |
986.3 |
967.4 |
970.8 |
-19.1 |
423 |
15,070 |
+97 |
| Jun10 |
090603 |
995.0 |
995.0 |
972.3 |
972.3 |
-19.2 |
166 |
11,073 |
+13 |
| Aug10 |
090603 |
973.9 |
973.9 |
973.9 |
973.9 |
-19.4 |
252 |
552 |
+15 |
| Oct10 |
090603 |
975.9 |
975.9 |
975.9 |
975.9 |
-19.6 |
0 |
502 |
+0 |
| Dec10 |
090603 |
990.0 |
990.0 |
975.0 |
978.0 |
-19.8 |
111 |
12,582 |
+7 |
| Feb11 |
090603 |
980.7 |
980.7 |
980.7 |
980.7 |
-20.0 |
0 |
12 |
+0 |
| Apr11 |
090603 |
983.6 |
983.6 |
983.6 |
983.6 |
-20.3 |
|
|
|
| Total Volume and Open Interest |
107,180 |
388,594 |
-38 |
| Silver(CMX) |
| Jul09 |
090603 |
1596.0 |
1625.0 |
1525.5 |
1531.0 |
-64.5 |
24,203 |
59,697 |
-400 |
| Sep09 |
090603 |
1605.0 |
1626.0 |
1529.0 |
1534.0 |
-64.5 |
1,517 |
10,272 |
+673 |
| Dec09 |
090603 |
1606.0 |
1625.0 |
1532.5 |
1537.1 |
-64.5 |
958 |
15,729 |
+319 |
| Mar10 |
090603 |
1539.1 |
1539.1 |
1539.1 |
1539.1 |
-64.9 |
103 |
5,690 |
-1 |
| May10 |
090603 |
1540.7 |
1540.7 |
1540.7 |
1540.7 |
-65.0 |
72 |
2,569 |
+0 |
| Jul10 |
090603 |
1590.0 |
1590.0 |
1542.2 |
1542.2 |
-65.2 |
18 |
2,506 |
+6 |
| Sep10 |
090603 |
1543.8 |
1543.8 |
1543.8 |
1543.8 |
-65.4 |
1 |
60 |
+1 |
| Total Volume and Open Interest |
27,326 |
103,499 |
+868 |
| Platinum(NYMEX) |
| Jul09 |
090603 |
1252.1 |
1260.0 |
1235.7 |
1244.5 |
+1.1 |
3,383 |
20,148 |
-569 |
| Oct09 |
090603 |
1250.0 |
1259.8 |
1241.7 |
1250.1 |
+1.1 |
585 |
2,684 |
+505 |
| Jan10 |
090603 |
1254.2 |
1254.2 |
1254.2 |
1254.2 |
+1.1 |
5 |
17 |
+4 |
| Total Volume and Open Interest |
3,973 |
22,849 |
-60 |
| Palladium(NYMEX) |
| Jun09 |
090603 |
248.30 |
249.30 |
240.80 |
241.75 |
-8.75 |
84 |
518 |
-68 |
| Sep09 |
090603 |
252.90 |
254.90 |
242.00 |
242.60 |
-8.75 |
1,313 |
15,102 |
+442 |
| Dec09 |
090603 |
253.20 |
254.15 |
243.60 |
243.80 |
-8.75 |
19 |
329 |
+13 |
| Total Volume and Open Interest |
1,416 |
15,949 |
+387 |
| Copper(CMX) |
| Jul09 |
090603 |
230.10 |
233.55 |
219.95 |
221.20 |
-8.55 |
21,407 |
72,070 |
-632 |
| Sep09 |
090603 |
230.10 |
234.15 |
221.10 |
222.20 |
-8.40 |
3,422 |
23,212 |
+706 |
| Dec09 |
090603 |
233.25 |
233.25 |
221.70 |
222.80 |
-8.00 |
634 |
6,932 |
+222 |
| Mar10 |
090603 |
222.90 |
222.90 |
222.90 |
222.90 |
-7.80 |
80 |
1,941 |
+17 |
| May10 |
090603 |
222.90 |
222.90 |
222.90 |
222.90 |
-7.60 |
14 |
411 |
+13 |
| Total Volume and Open Interest |
26,474 |
110,544 |
+141 |
| Aluminum(CMX) |
| Jun09 |
090603 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Jul09 |
090603 |
0.68 |
0.68 |
0.68 |
0.68 |
unch |
|
|
|
| Aug09 |
090603 |
0.68 |
0.68 |
0.68 |
0.68 |
unch |
|
|
|
| Sep09 |
090603 |
0.69 |
0.69 |
0.69 |
0.69 |
unch |
|
|
|
| Oct09 |
080724 |
0.17 |
0.17 |
0.17 |
0.17 |
unch |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Jun09 |
090603 |
8710 |
8751 |
8585 |
8669 |
-45 |
2,292 |
23,304 |
+881 |
| Sep09 |
090603 |
8636 |
8636 |
8550 |
8613 |
-45 |
264 |
1,730 |
+812 |
| Dec09 |
090603 |
8560 |
8605 |
8560 |
8560 |
-45 |
0 |
4 |
+0 |
| Mar10 |
090603 |
8519 |
8564 |
8519 |
8519 |
-45 |
|
|
|
| Total Volume and Open Interest |
2,556 |
25,038 |
+1,693 |
| S & P 500(CME) |
| Jun09 |
090603 |
942.60 |
945.80 |
922.70 |
931.70 |
-10.90 |
27,237 |
434,509 |
+1,573 |
| Sep09 |
090603 |
932.00 |
932.00 |
918.80 |
927.20 |
-10.90 |
1,543 |
41,693 |
+1,375 |
| Dec09 |
090603 |
922.80 |
926.20 |
913.70 |
922.80 |
-10.90 |
200 |
5,048 |
+200 |
| Mar10 |
090603 |
919.20 |
922.50 |
910.00 |
919.20 |
-10.80 |
50 |
3,189 |
+0 |
| Total Volume and Open Interest |
29,030 |
484,441 |
+3,148 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090603 |
942.75 |
945.75 |
922.50 |
931.75 |
-11.00 |
1,923,656 |
2,671,528 |
+26,973 |
| Sep09 |
090603 |
937.50 |
941.50 |
918.00 |
927.25 |
-10.75 |
20,515 |
143,976 |
+11,435 |
| Total Volume and Open Interest |
2,218,378 |
2,815,932 |
+38,404 |
| NASDAQ 100(CME) |
| Jun09 |
090603 |
1477.00 |
1483.80 |
1459.00 |
1477.50 |
-1.00 |
2,150 |
26,438 |
-705 |
| Sep09 |
090603 |
1472.00 |
1476.00 |
1461.00 |
1476.00 |
-1.00 |
18 |
46 |
+14 |
| Dec09 |
090603 |
1479.00 |
1479.00 |
1477.00 |
1479.00 |
-1.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,168 |
26,486 |
-691 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090603 |
1479.00 |
1484.50 |
1458.80 |
1477.50 |
-1.00 |
318,103 |
282,254 |
-6,187 |
| Sep09 |
090603 |
1477.80 |
1483.30 |
1457.80 |
1476.00 |
-1.00 |
705 |
1,794 |
+203 |
| Total Volume and Open Interest |
318,809 |
284,065 |
-5,984 |
| S & P Midcap 400(CME) |
| Jun09 |
090603 |
594.50 |
594.50 |
583.50 |
589.40 |
-8.10 |
11 |
4,430 |
-36 |
| Sep09 |
090603 |
587.30 |
587.30 |
586.90 |
587.30 |
-8.10 |
|
|
|
| Dec09 |
090603 |
585.30 |
585.30 |
584.90 |
585.30 |
-8.10 |
|
|
|
| Total Volume and Open Interest |
11 |
4,430 |
-36 |
| Russell 2000(CME) |
| Jun09 |
090603 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,085 |
-7 |
| Sep09 |
090603 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,372 |
+3 |
| Dec09 |
090603 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,064 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090603 |
9755 |
9780 |
9715 |
9755 |
+30 |
107,279 |
191,351 |
+5,348 |
| Sep09 |
090603 |
9730 |
9785 |
9730 |
9765 |
+35 |
1,104 |
4,783 |
+634 |
| Total Volume and Open Interest |
108,383 |
203,755 |
+5,562 |
| Nikkei 225(SGX) |
| Jun09 |
090603 |
9755 |
9780 |
9715 |
9755 |
+30 |
107,279 |
191,351 |
+5,348 |
| Sep09 |
090603 |
9730 |
9785 |
9730 |
9765 |
+35 |
1,104 |
4,783 |
+634 |
| Dec09 |
090603 |
9720 |
9720 |
9720 |
9720 |
+30 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
108,383 |
203,755 |
+5,562 |
| CAC 40(EURONEXT) |
| Jun09 |
090603 |
3371.5 |
3389.0 |
3287.0 |
3305.5 |
-69.0 |
105,226 |
472,757 |
+25,303 |
| Jul09 |
090603 |
3380.0 |
3380.0 |
3284.5 |
3301.0 |
-70.0 |
1,482 |
7,155 |
+1,459 |
| Aug09 |
090603 |
3302.5 |
3302.5 |
3302.5 |
3302.5 |
-69.0 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
106,956 |
483,828 |
+26,781 |
| Hang Seng Index(HKFE) |
| Jun09 |
090603 |
18549 |
18934 |
18333 |
18337 |
-12 |
79,251 |
89,262 |
+1,472 |
| Jul09 |
090603 |
18500 |
18925 |
18340 |
18340 |
-10 |
726 |
563 |
+118 |
| Total Volume and Open Interest |
80,243 |
92,056 |
+1,577 |
| DAX(EUREX) |
| Jun09 |
090603 |
5148.0 |
5171.0 |
5017.0 |
5061.5 |
-75.0 |
120,577 |
161,984 |
+876 |
| Sep09 |
090603 |
5167.0 |
5169.5 |
5031.5 |
5068.0 |
-75.0 |
428 |
8,871 |
+105 |
| Dec09 |
090603 |
5173.5 |
5177.5 |
5035.5 |
5074.0 |
-76.0 |
103 |
2,983 |
+4 |
| Total Volume and Open Interest |
121,108 |
173,838 |
+985 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090603 |
4469.50 |
4473.50 |
4348.50 |
4386.00 |
-83.50 |
93,441 |
736,970 |
+2,341 |
| Sep09 |
090603 |
4420.00 |
4420.00 |
4320.00 |
4350.50 |
-83.50 |
387 |
2,250 |
+135 |
| Dec09 |
090603 |
4322.50 |
4322.50 |
4322.50 |
4322.50 |
-84.00 |
102 |
3,416 |
+99 |
| Total Volume and Open Interest |
93,930 |
742,636 |
+2,575 |
| SPI 200(SFE) |
| Jun09 |
090603 |
3948.0 |
4029.0 |
3936.0 |
4023.0 |
+63.0 |
43,879 |
304,562 |
-6,706 |
| Sep09 |
090603 |
3932.0 |
3997.0 |
3919.0 |
3997.0 |
+63.0 |
339 |
3,275 |
+6 |
| Dec09 |
090603 |
4000.0 |
4000.0 |
4000.0 |
4000.0 |
+63.0 |
232 |
2,354 |
-243 |
| Total Volume and Open Interest |
44,450 |
313,373 |
-6,943 |
| GSCI(CME) |
| Jun09 |
090603 |
453.00 |
453.75 |
437.00 |
442.00 |
-17.50 |
521 |
15,780 |
-150 |
| Jul09 |
090603 |
457.00 |
457.00 |
443.00 |
447.60 |
-17.15 |
53 |
53 |
+51 |
| Aug09 |
090603 |
463.00 |
463.00 |
448.00 |
452.00 |
-16.75 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
576 |
15,833 |
-99 |
| Reuters CCI(ICE) |
| Aug09 |
090519 |
411.50 |
411.50 |
411.50 |
411.50 |
+6.00 |
0 |
417 |
+1 |
| Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+0 |
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
+8.50 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
0 |
151 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|