|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu June 04, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090604 |
1182.00 |
1232.00 |
1177.00 |
1230.00 |
+48.00 |
71,037 |
190,232 |
-5,898 |
| Aug09 |
090604 |
1136.00 |
1180.00 |
1132.25 |
1178.00 |
+41.00 |
10,769 |
30,263 |
+904 |
| Sep09 |
090604 |
1081.00 |
1120.00 |
1080.00 |
1115.50 |
+36.50 |
1,841 |
12,277 |
+478 |
| Nov09 |
090604 |
1043.25 |
1082.75 |
1040.25 |
1081.50 |
+34.50 |
30,007 |
150,958 |
+1,052 |
| Jan10 |
090604 |
1051.00 |
1087.50 |
1050.75 |
1086.75 |
+34.75 |
3,238 |
16,311 |
+74 |
| Mar10 |
090604 |
1048.00 |
1082.00 |
1048.00 |
1081.50 |
+34.50 |
2,458 |
15,342 |
+477 |
| May10 |
090604 |
1036.00 |
1066.50 |
1036.00 |
1066.50 |
+32.00 |
817 |
6,046 |
-136 |
| Total Volume and Open Interest |
122,107 |
445,202 |
-2,614 |
| Soybean Meal(CBOT) |
| Jul09 |
090604 |
379.40 |
399.50 |
378.00 |
399.00 |
+19.50 |
28,244 |
78,835 |
-2,090 |
| Aug09 |
090604 |
358.40 |
376.00 |
356.70 |
374.20 |
+15.70 |
6,121 |
21,976 |
-361 |
| Sep09 |
090604 |
345.00 |
356.00 |
342.80 |
353.70 |
+13.80 |
1,932 |
16,052 |
+597 |
| Oct09 |
090604 |
325.70 |
335.30 |
325.00 |
335.30 |
+13.10 |
677 |
15,248 |
+153 |
| Dec09 |
090604 |
313.60 |
326.00 |
312.50 |
325.50 |
+12.00 |
7,598 |
39,976 |
+1,733 |
| Jan10 |
090604 |
313.90 |
321.60 |
311.50 |
321.60 |
+12.00 |
201 |
3,938 |
-93 |
| Mar10 |
090604 |
310.00 |
317.30 |
309.00 |
317.30 |
+11.80 |
715 |
2,749 |
-629 |
| May10 |
090604 |
304.40 |
311.30 |
303.00 |
311.30 |
+11.90 |
422 |
4,221 |
+258 |
| Total Volume and Open Interest |
46,401 |
186,059 |
-418 |
| Soybean Oil(CBOT) |
| Jul09 |
090604 |
39.35 |
40.37 |
38.85 |
40.34 |
+1.09 |
32,771 |
119,056 |
-2,507 |
| Aug09 |
090604 |
39.51 |
40.50 |
39.04 |
40.50 |
+1.08 |
7,973 |
26,914 |
+1,211 |
| Sep09 |
090604 |
39.50 |
40.68 |
39.25 |
40.68 |
+1.09 |
5,321 |
18,733 |
+893 |
| Oct09 |
090604 |
40.30 |
40.86 |
40.20 |
40.86 |
+1.10 |
2,635 |
11,540 |
+873 |
| Dec09 |
090604 |
40.12 |
41.23 |
39.82 |
41.23 |
+1.11 |
11,716 |
45,365 |
+2,758 |
| Jan10 |
090604 |
41.01 |
41.50 |
41.00 |
41.50 |
+1.11 |
621 |
4,580 |
+329 |
| Mar10 |
090604 |
41.45 |
41.75 |
41.25 |
41.75 |
+1.11 |
106 |
1,705 |
-28 |
| May10 |
090604 |
41.15 |
41.83 |
41.15 |
41.83 |
+1.11 |
469 |
2,336 |
+84 |
| Total Volume and Open Interest |
61,888 |
237,152 |
+3,682 |
| Canola(WCE) |
| Jul09 |
090604 |
469.3 |
476.3 |
463.0 |
475.3 |
+10.4 |
9,755 |
32,552 |
-5,602 |
| Nov09 |
090604 |
475.0 |
484.8 |
469.2 |
483.7 |
+11.4 |
11,437 |
62,413 |
+660 |
| Jan10 |
090604 |
480.1 |
489.2 |
480.0 |
489.0 |
+11.1 |
450 |
5,106 |
+250 |
| Mar10 |
090604 |
485.0 |
492.4 |
485.0 |
492.4 |
+11.9 |
1 |
1,428 |
+1 |
| May10 |
090604 |
486.0 |
493.4 |
486.0 |
493.4 |
+11.9 |
0 |
432 |
+0 |
| Total Volume and Open Interest |
21,646 |
102,504 |
-4,688 |
| Corn(CBOT) |
| Jul09 |
090604 |
433.75 |
449.00 |
430.00 |
448.50 |
+16.00 |
100,667 |
355,779 |
-1,877 |
| Sep09 |
090604 |
442.75 |
458.50 |
440.00 |
458.25 |
+15.75 |
25,813 |
156,973 |
+686 |
| Dec09 |
090604 |
455.50 |
471.75 |
452.50 |
471.50 |
+16.50 |
49,248 |
323,226 |
+8,413 |
| Mar10 |
090604 |
465.75 |
482.00 |
463.75 |
481.75 |
+16.00 |
5,330 |
52,026 |
+571 |
| May10 |
090604 |
473.00 |
489.25 |
472.00 |
489.25 |
+16.25 |
968 |
9,362 |
+138 |
| Jul10 |
090604 |
482.00 |
496.50 |
482.00 |
496.50 |
+16.50 |
1,750 |
28,686 |
+50 |
| Total Volume and Open Interest |
188,097 |
979,460 |
+9,413 |
| Wheat(CBOT) |
| Jul09 |
090604 |
618.25 |
642.75 |
614.25 |
635.25 |
+17.75 |
65,951 |
166,822 |
-4,035 |
| Sep09 |
090604 |
647.50 |
670.25 |
644.25 |
663.25 |
+18.25 |
17,975 |
67,513 |
+995 |
| Dec09 |
090604 |
671.50 |
694.25 |
666.00 |
687.75 |
+18.75 |
24,269 |
80,309 |
+1,188 |
| Mar10 |
090604 |
688.50 |
707.00 |
685.25 |
704.25 |
+19.00 |
1,486 |
6,749 |
+317 |
| May10 |
090604 |
702.50 |
717.00 |
696.50 |
715.00 |
+18.50 |
432 |
1,049 |
+113 |
| Total Volume and Open Interest |
128,499 |
345,970 |
+3,733 |
| Wheat(KCBT) |
| Jul09 |
090604 |
673.00 |
697.00 |
669.00 |
690.00 |
+18.25 |
11,194 |
39,278 |
-555 |
| Sep09 |
090604 |
680.00 |
707.75 |
680.00 |
700.75 |
+18.50 |
2,283 |
12,848 |
+641 |
| Dec09 |
090604 |
699.25 |
723.75 |
696.75 |
717.25 |
+18.50 |
4,259 |
28,271 |
+1,200 |
| Mar10 |
090604 |
725.25 |
738.00 |
723.25 |
732.00 |
+18.50 |
300 |
1,842 |
-5 |
| May10 |
090604 |
740.00 |
745.75 |
740.00 |
740.00 |
+16.50 |
79 |
127 |
+14 |
| Total Volume and Open Interest |
21,292 |
87,022 |
+2,554 |
| Wheat(MGE) |
| Jul09 |
090604 |
733.25 |
774.00 |
733.00 |
761.25 |
+28.00 |
3,372 |
12,991 |
-657 |
| Sep09 |
090604 |
739.00 |
775.00 |
739.00 |
763.00 |
+24.00 |
1,651 |
10,579 |
+7 |
| Dec09 |
090604 |
753.00 |
787.25 |
752.75 |
775.50 |
+23.50 |
2,184 |
7,611 |
-17 |
| Mar10 |
090604 |
778.00 |
798.50 |
777.50 |
788.75 |
+24.00 |
493 |
1,149 |
+140 |
| May10 |
090604 |
788.75 |
803.25 |
788.25 |
794.75 |
+23.00 |
404 |
441 |
+95 |
| Total Volume and Open Interest |
9,895 |
34,608 |
+634 |
| Oats(CBOT) |
| Jul09 |
090604 |
251.00 |
264.00 |
247.25 |
263.50 |
+8.25 |
1,263 |
6,539 |
-432 |
| Sep09 |
090604 |
266.25 |
273.50 |
266.25 |
272.75 |
+8.25 |
364 |
2,182 |
+127 |
| Dec09 |
090604 |
273.50 |
285.00 |
272.25 |
284.75 |
+8.25 |
251 |
6,414 |
-2 |
| Mar10 |
090604 |
293.00 |
296.25 |
288.50 |
296.25 |
+7.75 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
1,878 |
15,194 |
-307 |
| Rough Rice(CBOT) |
| Jul09 |
090604 |
12.45 |
12.77 |
12.45 |
12.76 |
+0.28 |
424 |
3,435 |
-317 |
| Sep09 |
090604 |
12.70 |
12.89 |
12.69 |
12.87 |
+0.22 |
233 |
3,497 |
-6 |
| Nov09 |
090604 |
12.72 |
12.93 |
12.72 |
12.91 |
+0.18 |
106 |
1,706 |
-3 |
| Jan10 |
090604 |
12.98 |
13.00 |
12.90 |
13.00 |
+0.10 |
18 |
227 |
-9 |
| Total Volume and Open Interest |
828 |
9,192 |
-367 |
| Live Cattle(CME) |
| Jun09 |
090604 |
79.830 |
80.300 |
79.250 |
80.035 |
+0.535 |
13,176 |
19,781 |
-675 |
| Aug09 |
090604 |
80.850 |
81.385 |
80.285 |
81.000 |
+0.215 |
23,745 |
104,037 |
+2,115 |
| Oct09 |
090604 |
86.000 |
86.650 |
85.830 |
86.500 |
+0.650 |
7,021 |
50,744 |
+167 |
| Dec09 |
090604 |
87.750 |
88.400 |
87.750 |
88.330 |
+0.580 |
1,556 |
19,667 |
+140 |
| Feb10 |
090604 |
90.000 |
90.350 |
89.800 |
90.300 |
+0.300 |
432 |
9,693 |
+135 |
| Apr10 |
090604 |
91.750 |
92.500 |
91.480 |
92.400 |
+0.800 |
272 |
3,246 |
+7 |
| Total Volume and Open Interest |
46,307 |
207,848 |
+1,937 |
| Feeder Cattle(CME) |
| Aug09 |
090604 |
96.550 |
97.180 |
95.635 |
96.600 |
+0.465 |
5,510 |
15,562 |
-857 |
| Sep09 |
090604 |
97.000 |
97.550 |
96.080 |
96.830 |
+0.430 |
732 |
2,180 |
-277 |
| Oct09 |
090604 |
97.035 |
97.950 |
96.400 |
97.350 |
+0.500 |
857 |
3,623 |
+164 |
| Nov09 |
090604 |
97.500 |
98.180 |
96.750 |
97.500 |
+0.550 |
222 |
815 |
+41 |
| Jan10 |
090604 |
96.300 |
96.650 |
95.700 |
96.100 |
+0.420 |
3 |
184 |
+0 |
| Mar10 |
090604 |
95.500 |
95.700 |
95.400 |
95.500 |
unch |
8 |
45 |
+1 |
| Apr10 |
090604 |
95.500 |
95.500 |
95.500 |
95.500 |
unch |
1 |
3 |
+1 |
| Total Volume and Open Interest |
7,335 |
22,414 |
-925 |
| Lean Hogs(CME) |
| Jun09 |
090604 |
56.850 |
58.000 |
56.380 |
57.285 |
-0.015 |
11,863 |
16,648 |
-2,612 |
| Jul09 |
090604 |
59.985 |
61.285 |
59.850 |
60.580 |
+0.230 |
7,689 |
49,541 |
-1,112 |
| Aug09 |
090604 |
61.800 |
62.900 |
61.535 |
62.450 |
-0.335 |
5,577 |
34,235 |
-252 |
| Oct09 |
090604 |
60.100 |
61.700 |
59.400 |
61.235 |
+1.135 |
8,113 |
26,129 |
+879 |
| Dec09 |
090604 |
62.800 |
64.400 |
62.800 |
64.180 |
+0.730 |
4,528 |
10,260 |
+476 |
| Feb10 |
090604 |
67.900 |
68.785 |
67.650 |
68.785 |
+0.335 |
384 |
1,916 |
+71 |
| Apr10 |
090604 |
71.785 |
72.200 |
71.500 |
72.100 |
+0.100 |
242 |
986 |
+62 |
| May10 |
090604 |
76.750 |
77.000 |
76.000 |
77.000 |
unch |
14 |
82 |
+12 |
| Total Volume and Open Interest |
38,597 |
140,492 |
-2,372 |
| Pork Bellies(CME) |
| Jul09 |
090604 |
65.000 |
65.000 |
62.950 |
62.950 |
-3.000 |
88 |
637 |
+1 |
| Aug09 |
090604 |
66.000 |
66.000 |
63.450 |
63.580 |
-2.820 |
22 |
165 |
+8 |
| Feb10 |
090604 |
88.500 |
89.700 |
88.500 |
89.000 |
-0.500 |
12 |
19 |
+10 |
| Mar10 |
090604 |
89.500 |
90.200 |
89.500 |
89.500 |
-0.500 |
0 |
5 |
+0 |
| May10 |
090604 |
91.300 |
91.300 |
91.300 |
91.300 |
unch |
|
|
|
| Total Volume and Open Interest |
122 |
826 |
+19 |
| Class III Milk(CME) |
| Jun09 |
090604 |
10.03 |
10.06 |
9.95 |
9.95 |
-0.11 |
184 |
5,175 |
+43 |
| Jul09 |
090604 |
10.77 |
10.80 |
10.65 |
10.73 |
-0.13 |
241 |
4,039 |
+28 |
| Aug09 |
090604 |
11.90 |
11.92 |
11.77 |
11.80 |
-0.22 |
152 |
3,452 |
+1 |
| Sep09 |
090604 |
13.28 |
13.28 |
13.13 |
13.20 |
-0.24 |
113 |
3,058 |
+17 |
| Oct09 |
090604 |
14.03 |
14.07 |
13.98 |
14.02 |
-0.26 |
15 |
2,803 |
-4 |
| Total Volume and Open Interest |
880 |
30,908 |
+147 |
| Cocoa(ICE) |
| Jul09 |
090604 |
2710 |
2729 |
2640 |
2708 |
-26 |
7,502 |
33,861 |
-377 |
| Sep09 |
090604 |
2712 |
2750 |
2663 |
2732 |
-25 |
3,794 |
39,465 |
+1,309 |
| Dec09 |
090604 |
2728 |
2762 |
2676 |
2743 |
-25 |
1,064 |
21,899 |
+167 |
| Mar10 |
090604 |
2710 |
2755 |
2680 |
2745 |
-27 |
206 |
12,181 |
-2 |
| May10 |
090604 |
2709 |
2750 |
2676 |
2745 |
-30 |
30 |
3,083 |
+4 |
| Jul10 |
090604 |
2685 |
2750 |
2677 |
2747 |
-28 |
12 |
3,245 |
-12 |
| Sep10 |
090604 |
2696 |
2743 |
2690 |
2743 |
-34 |
25 |
1,955 |
+0 |
| Total Volume and Open Interest |
12,749 |
119,409 |
+1,198 |
| Coffee "C"(ICE) |
| Jul09 |
090604 |
138.35 |
139.50 |
136.05 |
139.20 |
+0.85 |
9,207 |
64,043 |
-603 |
| Sep09 |
090604 |
139.55 |
141.40 |
138.10 |
141.15 |
+0.80 |
4,564 |
41,220 |
+1,850 |
| Dec09 |
090604 |
143.00 |
143.45 |
140.40 |
143.35 |
+0.95 |
1,234 |
20,731 |
+22 |
| Mar10 |
090604 |
144.50 |
145.50 |
143.80 |
145.45 |
+0.95 |
464 |
12,145 |
-29 |
| May10 |
090604 |
146.00 |
147.15 |
145.40 |
147.05 |
+1.00 |
66 |
3,079 |
-11 |
| Jul10 |
090604 |
147.50 |
148.65 |
146.80 |
148.65 |
+1.15 |
27 |
1,261 |
-31 |
| Total Volume and Open Interest |
15,681 |
144,634 |
+1,233 |
| Orange Juice(ICE) |
| Jul09 |
090604 |
92.75 |
92.75 |
90.80 |
91.55 |
-1.30 |
1,651 |
19,986 |
-654 |
| Sep09 |
090604 |
95.60 |
95.60 |
94.05 |
94.60 |
-1.30 |
945 |
8,175 |
+644 |
| Nov09 |
090604 |
98.50 |
98.50 |
97.00 |
97.55 |
-1.20 |
42 |
3,462 |
+29 |
| Jan10 |
090604 |
101.25 |
101.25 |
100.20 |
100.40 |
-1.20 |
1 |
217 |
+1 |
| Mar10 |
090604 |
104.50 |
104.50 |
103.50 |
103.50 |
-1.25 |
0 |
106 |
+0 |
| May10 |
090604 |
106.75 |
106.75 |
106.25 |
106.25 |
-0.75 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,639 |
32,177 |
+20 |
| Sugar #11(ICE) |
| Jul09 |
090604 |
15.00 |
15.32 |
14.95 |
15.24 |
+0.35 |
78,375 |
295,896 |
-20,508 |
| Oct09 |
090604 |
16.29 |
16.54 |
16.15 |
16.46 |
+0.29 |
53,903 |
195,504 |
+6,772 |
| Mar10 |
090604 |
17.23 |
17.53 |
17.13 |
17.45 |
+0.24 |
22,027 |
125,536 |
+9,404 |
| May10 |
090604 |
17.01 |
17.30 |
16.95 |
17.24 |
+0.18 |
5,988 |
29,301 |
+2,044 |
| Jul10 |
090604 |
16.90 |
17.12 |
16.80 |
17.02 |
+0.12 |
20,267 |
29,683 |
+4,085 |
| Total Volume and Open Interest |
190,401 |
772,821 |
+7,257 |
| Sugar #14(ICE) |
| Jul09 |
090604 |
21.40 |
21.40 |
21.35 |
21.40 |
-0.10 |
83 |
1,011 |
-54 |
| Sep09 |
090604 |
22.05 |
22.05 |
22.00 |
22.01 |
-0.14 |
74 |
2,551 |
+14 |
| Total Volume and Open Interest |
157 |
3,562 |
-40 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090604 |
1729 |
1757 |
1700 |
1754 |
+8 |
3,977 |
36,045 |
+1,783 |
| Dec09 |
090604 |
1720 |
1752 |
1693 |
1744 |
+4 |
1,070 |
28,749 |
+62 |
| Mar10 |
090604 |
1715 |
1745 |
1688 |
1738 |
+4 |
781 |
24,454 |
+356 |
| May10 |
090604 |
1718 |
1737 |
1690 |
1735 |
+4 |
1,460 |
13,710 |
+1,084 |
| Jul10 |
090604 |
1722 |
1739 |
1690 |
1737 |
+2 |
0 |
2,688 |
+0 |
| Sep10 |
090604 |
1726 |
1745 |
1714 |
1739 |
+1 |
163 |
1,576 |
+30 |
| Total Volume and Open Interest |
12,915 |
170,009 |
+4,101 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090604 |
438.80 |
442.90 |
438.30 |
442.70 |
+6.60 |
2,051 |
43,751 |
+277 |
| Oct09 |
090604 |
448.00 |
451.50 |
447.30 |
451.40 |
+6.40 |
825 |
26,370 |
+585 |
| Dec09 |
090604 |
450.70 |
455.10 |
450.50 |
455.10 |
+6.10 |
163 |
8,335 |
-45 |
| Mar10 |
090604 |
457.90 |
458.50 |
454.10 |
458.50 |
+5.50 |
66 |
7,999 |
-28 |
| May10 |
090604 |
455.50 |
455.50 |
455.50 |
455.50 |
+5.00 |
112 |
1,099 |
+112 |
| Total Volume and Open Interest |
3,324 |
89,759 |
+893 |
| Cotton(ICE) |
| Jul09 |
090604 |
55.95 |
56.89 |
55.19 |
56.88 |
+1.04 |
9,280 |
73,141 |
+404 |
| Oct09 |
090604 |
57.50 |
59.15 |
57.42 |
59.15 |
+1.14 |
221 |
2,911 |
+43 |
| Dec09 |
090604 |
59.97 |
61.10 |
59.34 |
61.09 |
+1.16 |
4,273 |
47,253 |
+2,614 |
| Mar10 |
090604 |
62.00 |
63.22 |
62.00 |
63.19 |
+1.26 |
302 |
8,533 |
+163 |
| May10 |
090604 |
64.42 |
64.44 |
64.42 |
64.43 |
+1.31 |
63 |
292 |
-8 |
| Jul10 |
090604 |
65.67 |
65.72 |
65.67 |
65.70 |
+1.39 |
125 |
1,223 |
+80 |
| Total Volume and Open Interest |
14,353 |
135,433 |
+3,325 |
| Lumber(CME) |
| Jul09 |
090604 |
201.1 |
211.0 |
200.0 |
211.0 |
+10.0 |
1,148 |
4,147 |
-272 |
| Sep09 |
090604 |
213.8 |
219.8 |
213.6 |
219.8 |
+10.0 |
764 |
4,105 |
+184 |
| Nov09 |
090604 |
204.9 |
215.1 |
203.8 |
215.0 |
+9.9 |
130 |
576 |
+54 |
| Jan10 |
090604 |
224.7 |
235.0 |
224.6 |
235.0 |
+6.0 |
42 |
298 |
+21 |
| Total Volume and Open Interest |
2,111 |
9,159 |
+7 |
| Crude Oil(NYM) |
| Jul09 |
090604 |
66.09 |
69.60 |
65.92 |
68.81 |
+2.69 |
266,861 |
342,921 |
-5,830 |
| Aug09 |
090604 |
66.95 |
70.44 |
66.89 |
69.69 |
+2.60 |
75,290 |
125,124 |
+4,684 |
| Sep09 |
090604 |
67.92 |
71.26 |
67.89 |
70.52 |
+2.50 |
33,383 |
75,952 |
+2,060 |
| Oct09 |
090604 |
69.03 |
71.98 |
68.75 |
71.29 |
+2.43 |
13,699 |
40,918 |
+991 |
| Nov09 |
090604 |
70.33 |
72.67 |
70.33 |
72.06 |
+2.40 |
9,013 |
23,865 |
+1,670 |
| Dec09 |
090604 |
70.65 |
73.42 |
70.60 |
72.84 |
+2.38 |
51,826 |
134,965 |
+934 |
| Jan10 |
090604 |
72.48 |
73.67 |
72.24 |
73.46 |
+2.35 |
6,695 |
27,456 |
+1,723 |
| Feb10 |
090604 |
72.80 |
74.08 |
72.80 |
73.95 |
+2.32 |
4,707 |
18,767 |
+2,382 |
| Mar10 |
090604 |
73.95 |
74.41 |
73.92 |
74.41 |
+2.30 |
3,134 |
17,124 |
+1,297 |
| Apr10 |
090604 |
74.83 |
74.88 |
74.81 |
74.88 |
+2.29 |
2,043 |
8,366 |
+1,292 |
| May10 |
090604 |
75.44 |
75.45 |
75.34 |
75.34 |
+2.28 |
2,194 |
6,958 |
+1,203 |
| Jun10 |
090604 |
74.00 |
76.20 |
73.90 |
75.79 |
+2.27 |
11,541 |
36,716 |
+2,804 |
| Jul10 |
090604 |
74.95 |
76.75 |
74.75 |
76.22 |
+2.25 |
15,769 |
14,843 |
+7,254 |
| Aug10 |
090604 |
76.41 |
76.51 |
76.41 |
76.51 |
+2.21 |
2,443 |
5,447 |
+1,199 |
| Sep10 |
090604 |
76.53 |
76.69 |
76.53 |
76.69 |
+2.16 |
1,584 |
8,899 |
+519 |
| Oct10 |
090604 |
76.85 |
76.85 |
76.85 |
76.85 |
+2.06 |
1,060 |
4,165 |
+220 |
| Total Volume and Open Interest |
527,044 |
1,191,638 |
+23,472 |
| 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 |
090604 |
67.100 |
70.425 |
66.900 |
69.700 |
+2.600 |
393 |
871 |
+58 |
| Sep09 |
090604 |
68.275 |
71.050 |
68.275 |
70.525 |
+2.500 |
132 |
161 |
-98 |
| Oct09 |
090604 |
70.200 |
71.825 |
70.200 |
71.300 |
+2.450 |
1 |
112 |
-8 |
| Nov09 |
090604 |
70.375 |
72.050 |
70.375 |
72.050 |
+2.400 |
0 |
24 |
+0 |
| Dec09 |
090604 |
71.450 |
73.300 |
71.300 |
72.850 |
+2.400 |
0 |
95 |
+0 |
| Jan10 |
090604 |
73.450 |
73.450 |
73.450 |
73.450 |
+2.350 |
|
|
|
| Feb10 |
090604 |
73.950 |
73.950 |
73.950 |
73.950 |
+2.325 |
|
|
|
| Mar10 |
090604 |
74.400 |
74.400 |
74.400 |
74.400 |
+2.300 |
|
|
|
| Total Volume and Open Interest |
14,417 |
6,265 |
+274 |
| Heating Oil(NYM) |
| Jul09 |
090604 |
173.54 |
180.99 |
173.50 |
178.40 |
+4.56 |
48,954 |
67,992 |
-358 |
| Aug09 |
090604 |
177.52 |
184.04 |
177.00 |
181.72 |
+4.44 |
17,339 |
30,321 |
-215 |
| Sep09 |
090604 |
181.00 |
187.45 |
181.00 |
185.36 |
+4.43 |
10,769 |
24,360 |
+1,388 |
| Oct09 |
090604 |
186.10 |
190.93 |
186.10 |
189.09 |
+4.50 |
4,336 |
15,853 |
+28 |
| Nov09 |
090604 |
189.20 |
194.01 |
189.20 |
192.12 |
+4.50 |
2,812 |
13,954 |
+219 |
| Dec09 |
090604 |
192.20 |
197.10 |
192.18 |
195.15 |
+4.54 |
8,577 |
30,232 |
+612 |
| Jan10 |
090604 |
195.10 |
198.75 |
195.10 |
198.08 |
+4.56 |
2,177 |
12,127 |
+190 |
| Feb10 |
090604 |
197.20 |
201.65 |
197.20 |
200.18 |
+4.56 |
1,701 |
8,226 |
-8 |
| Mar10 |
090604 |
201.00 |
202.86 |
199.03 |
201.38 |
+4.61 |
930 |
5,739 |
-32 |
| Apr10 |
090604 |
198.97 |
202.99 |
198.97 |
201.68 |
+4.66 |
831 |
3,824 |
+177 |
| May10 |
090604 |
202.44 |
202.60 |
202.44 |
202.48 |
+4.71 |
488 |
4,599 |
+168 |
| Jun10 |
090604 |
202.71 |
204.51 |
201.08 |
203.73 |
+4.76 |
1,031 |
14,215 |
+250 |
| Total Volume and Open Interest |
101,573 |
267,770 |
+2,444 |
| Gasoline(NYMEX) |
| Jul09 |
090604 |
189.72 |
198.36 |
189.40 |
196.21 |
+6.05 |
41,328 |
93,127 |
-713 |
| Aug09 |
090604 |
188.86 |
196.95 |
188.86 |
194.97 |
+5.87 |
16,027 |
39,290 |
+1,771 |
| Sep09 |
090604 |
189.85 |
195.55 |
189.64 |
193.89 |
+5.71 |
8,267 |
26,915 |
+184 |
| Oct09 |
090604 |
177.00 |
184.25 |
177.00 |
183.01 |
+5.41 |
4,262 |
14,969 |
-309 |
| Nov09 |
090604 |
180.71 |
182.98 |
178.40 |
181.92 |
+5.33 |
2,682 |
7,653 |
+225 |
| Dec09 |
090604 |
179.00 |
183.92 |
178.71 |
182.40 |
+5.31 |
3,419 |
12,598 |
-327 |
| Jan10 |
090604 |
180.99 |
184.65 |
180.80 |
184.65 |
+5.26 |
750 |
3,591 |
+254 |
| Feb10 |
090604 |
183.31 |
187.05 |
183.31 |
187.05 |
+5.21 |
291 |
890 |
-36 |
| Mar10 |
090604 |
187.55 |
189.65 |
186.25 |
189.65 |
+5.11 |
291 |
1,798 |
+177 |
| Apr10 |
090604 |
201.65 |
204.65 |
201.65 |
203.45 |
+5.11 |
85 |
2,020 |
+3 |
| Total Volume and Open Interest |
77,508 |
210,410 |
+1,298 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090604 |
1.93 |
1.93 |
1.93 |
1.96 |
+0.03 |
1 |
2 |
+0 |
| Aug09 |
090604 |
194.97 |
194.97 |
194.97 |
194.97 |
+5.87 |
|
|
|
| Sep09 |
090604 |
193.89 |
193.89 |
193.89 |
193.89 |
+5.71 |
|
|
|
| Oct09 |
090604 |
183.01 |
183.01 |
183.01 |
183.01 |
+5.41 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090604 |
3.765 |
3.872 |
3.550 |
3.810 |
+0.044 |
89,186 |
130,680 |
-12,809 |
| Aug09 |
090604 |
3.917 |
4.030 |
3.710 |
3.970 |
+0.054 |
24,700 |
54,771 |
-1,050 |
| Sep09 |
090604 |
4.066 |
4.161 |
3.844 |
4.101 |
+0.061 |
13,749 |
52,430 |
+1,265 |
| Oct09 |
090604 |
4.238 |
4.356 |
4.032 |
4.296 |
+0.078 |
13,887 |
62,421 |
-10 |
| Nov09 |
090604 |
4.910 |
5.042 |
4.733 |
4.993 |
+0.111 |
3,681 |
29,666 |
+154 |
| Dec09 |
090604 |
5.600 |
5.791 |
5.468 |
5.738 |
+0.143 |
5,310 |
40,537 |
+1,540 |
| Jan10 |
090604 |
5.915 |
6.122 |
5.800 |
6.068 |
+0.153 |
6,922 |
33,841 |
-80 |
| Feb10 |
090604 |
5.972 |
6.160 |
5.897 |
6.110 |
+0.153 |
994 |
18,362 |
+326 |
| Mar10 |
090604 |
5.905 |
6.110 |
5.788 |
6.060 |
+0.158 |
2,927 |
36,786 |
+230 |
| Apr10 |
090604 |
5.775 |
5.986 |
5.700 |
5.930 |
+0.158 |
2,061 |
35,235 |
-55 |
| May10 |
090604 |
5.822 |
5.986 |
5.744 |
5.978 |
+0.156 |
199 |
13,081 |
+1 |
| Jun10 |
090604 |
5.990 |
6.107 |
5.900 |
6.087 |
+0.155 |
113 |
8,448 |
+35 |
| Jul10 |
090604 |
6.118 |
6.205 |
5.980 |
6.205 |
+0.153 |
61 |
7,440 |
+4 |
| Aug10 |
090604 |
6.208 |
6.310 |
6.097 |
6.298 |
+0.156 |
50 |
9,066 |
-1 |
| Sep10 |
090604 |
6.219 |
6.350 |
6.150 |
6.350 |
+0.158 |
31 |
6,591 |
-4 |
| Oct10 |
090604 |
6.295 |
6.459 |
6.235 |
6.450 |
+0.158 |
775 |
15,388 |
+239 |
| Total Volume and Open Interest |
165,435 |
682,815 |
-10,271 |
| Brent Crude Oil(ICE) |
| Jul09 |
090604 |
65.94 |
69.50 |
65.84 |
68.71 |
+2.83 |
107,537 |
137,665 |
-9,290 |
| Aug09 |
090604 |
66.75 |
70.19 |
66.67 |
69.45 |
+2.77 |
67,862 |
131,891 |
+906 |
| Sep09 |
090604 |
67.53 |
70.80 |
67.44 |
70.17 |
+2.72 |
37,725 |
78,449 |
+3,467 |
| Oct09 |
090604 |
68.67 |
71.44 |
68.67 |
70.88 |
+2.68 |
18,383 |
48,567 |
+3,534 |
| Nov09 |
090604 |
69.46 |
72.11 |
69.46 |
71.64 |
+2.65 |
10,902 |
21,190 |
+460 |
| Dec09 |
090604 |
70.25 |
72.95 |
70.25 |
72.38 |
+2.62 |
19,453 |
77,437 |
-1,413 |
| Jan10 |
090604 |
71.32 |
73.40 |
71.32 |
73.04 |
+2.59 |
4,076 |
22,287 |
-501 |
| Feb10 |
090604 |
72.19 |
73.66 |
72.02 |
73.57 |
+2.53 |
2,650 |
12,458 |
+1,011 |
| Mar10 |
090604 |
72.74 |
74.09 |
72.74 |
74.09 |
+2.50 |
1,430 |
8,688 |
+312 |
| Apr10 |
090604 |
74.56 |
74.56 |
74.56 |
74.56 |
+2.45 |
823 |
4,639 |
+334 |
| May10 |
090604 |
74.99 |
74.99 |
74.99 |
74.99 |
+2.42 |
674 |
4,197 |
+5 |
| Jun10 |
090604 |
73.91 |
75.67 |
73.84 |
75.38 |
+2.39 |
2,035 |
29,214 |
+567 |
| Jul10 |
090604 |
75.78 |
75.78 |
75.78 |
75.78 |
+2.38 |
372 |
6,299 |
-15 |
| Aug10 |
090604 |
76.10 |
76.10 |
76.10 |
76.10 |
+2.37 |
114 |
5,935 |
+7 |
| Total Volume and Open Interest |
283,623 |
723,993 |
-269 |
| Gas Oil(ICE) |
| Jun09 |
090604 |
540.00 |
561.50 |
538.75 |
554.25 |
+11.50 |
30,320 |
65,584 |
-4,825 |
| Jul09 |
090604 |
551.25 |
574.00 |
551.00 |
566.75 |
+12.00 |
63,932 |
105,432 |
+3,013 |
| Aug09 |
090604 |
563.25 |
585.75 |
563.25 |
578.50 |
+11.75 |
22,832 |
50,086 |
+266 |
| Sep09 |
090604 |
575.00 |
597.00 |
575.00 |
590.00 |
+11.75 |
9,591 |
40,854 |
-133 |
| Oct09 |
090604 |
585.00 |
606.75 |
585.00 |
600.25 |
+11.75 |
5,175 |
31,890 |
+327 |
| Nov09 |
090604 |
593.75 |
615.50 |
593.75 |
609.25 |
+12.00 |
3,463 |
18,218 |
-99 |
| Dec09 |
090604 |
602.00 |
623.75 |
602.00 |
617.25 |
+11.50 |
8,183 |
61,755 |
+379 |
| Jan10 |
090604 |
619.25 |
630.75 |
617.75 |
626.25 |
+11.50 |
2,072 |
24,103 |
+446 |
| Feb10 |
090604 |
626.75 |
634.25 |
625.50 |
633.75 |
+11.25 |
1,293 |
12,785 |
+37 |
| Mar10 |
090604 |
633.00 |
642.50 |
633.00 |
640.25 |
+11.25 |
782 |
14,675 |
-79 |
| Total Volume and Open Interest |
152,755 |
526,560 |
-407 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090604 |
1.770 |
1.795 |
1.770 |
1.791 |
+0.043 |
36 |
928 |
-18 |
| Aug09 |
090604 |
1.789 |
1.789 |
1.789 |
1.789 |
+0.039 |
26 |
408 |
+16 |
| Sep09 |
090604 |
1.785 |
1.800 |
1.785 |
1.792 |
+0.022 |
10 |
260 |
+0 |
| Oct09 |
090604 |
1.795 |
1.795 |
1.795 |
1.795 |
+0.035 |
1 |
219 |
+1 |
| Nov09 |
090604 |
1.780 |
1.780 |
1.780 |
1.780 |
+0.035 |
36 |
351 |
+21 |
| Dec09 |
090604 |
1.810 |
1.810 |
1.785 |
1.802 |
+0.052 |
25 |
390 |
+6 |
| Jan10 |
090604 |
1.800 |
1.800 |
1.800 |
1.800 |
+0.035 |
50 |
436 |
+20 |
| Total Volume and Open Interest |
247 |
4,131 |
+92 |
| US Dollar Index(ICE) |
| Jun09 |
090604 |
79.500 |
80.000 |
79.075 |
79.450 |
-0.085 |
6,709 |
36,518 |
+792 |
| Sep09 |
090604 |
79.950 |
80.500 |
79.600 |
79.965 |
-0.080 |
1,830 |
3,474 |
+285 |
| Dec09 |
090604 |
80.390 |
80.690 |
80.200 |
80.315 |
-0.080 |
24 |
38 |
+4 |
| Total Volume and Open Interest |
8,563 |
40,030 |
+1,081 |
| Australian Dollar(CME) |
| Jun09 |
090604 |
79.93 |
80.88 |
78.75 |
80.18 |
+0.71 |
66,513 |
87,562 |
+989 |
| Sep09 |
090604 |
79.30 |
80.32 |
78.18 |
79.65 |
+0.70 |
3,427 |
5,093 |
+2,821 |
| Dec09 |
090604 |
79.01 |
79.15 |
78.60 |
79.15 |
+0.69 |
1 |
214 |
+0 |
| Total Volume and Open Interest |
69,941 |
92,884 |
+3,810 |
| British Pound(CME) |
| Jun09 |
090604 |
162.99 |
164.35 |
160.85 |
161.93 |
-0.84 |
115,135 |
79,364 |
-2,760 |
| Sep09 |
090604 |
162.90 |
164.29 |
160.81 |
161.88 |
-0.84 |
4,470 |
18,785 |
+2,379 |
| Dec09 |
090604 |
163.10 |
164.02 |
160.99 |
161.83 |
-0.84 |
1 |
191 |
+0 |
| Total Volume and Open Interest |
119,606 |
98,342 |
-381 |
| Canadian Dollar(CME) |
| Jun09 |
090604 |
89.83 |
91.51 |
89.55 |
91.17 |
+0.91 |
80,440 |
77,919 |
-6,598 |
| Sep09 |
090604 |
89.80 |
91.55 |
89.64 |
91.22 |
+0.90 |
8,142 |
10,525 |
+4,856 |
| Dec09 |
090604 |
90.00 |
91.65 |
89.76 |
91.29 |
+0.90 |
54 |
1,519 |
-4 |
| Mar10 |
090604 |
91.20 |
91.65 |
89.85 |
91.35 |
+0.90 |
0 |
439 |
+0 |
| Total Volume and Open Interest |
88,636 |
90,613 |
-1,746 |
| Japanese Yen(CME) |
| Jun09 |
090604 |
104.27 |
104.35 |
103.11 |
103.24 |
-1.11 |
84,817 |
88,612 |
-1,178 |
| Sep09 |
090604 |
104.11 |
104.45 |
103.23 |
103.34 |
-1.11 |
5,618 |
8,203 |
+4,026 |
| Dec09 |
090604 |
103.97 |
104.59 |
103.49 |
103.49 |
-1.10 |
10 |
130 |
+0 |
| Total Volume and Open Interest |
90,445 |
96,958 |
+2,848 |
| Swiss Franc(CME) |
| Jun09 |
090604 |
93.37 |
93.99 |
92.88 |
93.50 |
+0.14 |
39,208 |
40,881 |
-1,272 |
| Sep09 |
090604 |
93.52 |
94.08 |
92.98 |
93.61 |
+0.14 |
276 |
1,539 |
-48 |
| Dec09 |
090604 |
94.20 |
94.20 |
93.36 |
93.75 |
+0.14 |
2 |
9 |
-2 |
| Total Volume and Open Interest |
39,486 |
42,429 |
-1,322 |
| EuroFX(CME) |
| Jun09 |
090604 |
141.47 |
142.41 |
140.69 |
141.78 |
+0.45 |
239,900 |
136,394 |
+3,822 |
| Sep09 |
090604 |
141.31 |
142.28 |
140.56 |
141.64 |
+0.43 |
9,512 |
14,285 |
+3,641 |
| Dec09 |
090604 |
140.68 |
142.04 |
140.68 |
141.54 |
+0.41 |
13 |
130 |
-5 |
| Total Volume and Open Interest |
249,425 |
150,813 |
+7,458 |
| Mexican Peso(CME) |
| Jun09 |
090604 |
748.0 |
759.0 |
745.8 |
755.2 |
+9.5 |
12,174 |
44,857 |
-2,394 |
| Jul09 |
090604 |
754.0 |
754.0 |
744.5 |
754.0 |
+9.5 |
|
|
|
| Total Volume and Open Interest |
13,139 |
50,823 |
-1,558 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090604 |
117~180 |
117~200 |
115~160 |
115~285 |
-1~250 |
41,507 |
69,645 |
-24,038 |
| Sep09 |
090604 |
116~060 |
116~080 |
114~015 |
114~140 |
-1~260 |
262,990 |
685,264 |
+2,749 |
| Dec09 |
090604 |
114~010 |
114~290 |
113~030 |
113~030 |
-1~260 |
100 |
272 |
+23 |
| Total Volume and Open Interest |
304,597 |
755,233 |
-21,266 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090604 |
117~265 |
117~265 |
116~155 |
116~225 |
-1~040 |
81,421 |
86,624 |
-20,199 |
| Sep09 |
090604 |
116~065 |
116~070 |
114~245 |
115~005 |
-1~050 |
930,836 |
1,073,089 |
+33,399 |
| Dec09 |
090604 |
113~235 |
115~150 |
113~235 |
113~235 |
-1~235 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
1,012,257 |
1,159,719 |
+13,200 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090604 |
116~010 |
116~017 |
115~065 |
115~075 |
-0~067 |
69,433 |
115,848 |
-28,494 |
| Sep09 |
090604 |
115~010 |
115~010 |
114~035 |
114~051 |
-0~081 |
375,798 |
641,376 |
+334 |
| Dec09 |
090604 |
51~091 |
52~044 |
51~091 |
51~091 |
-0~081 |
|
|
|
| Total Volume and Open Interest |
445,231 |
757,224 |
-28,160 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090604 |
109~000 |
109~002 |
108~120 |
108~119 |
-0~009 |
1,940 |
28,334 |
-17,735 |
| Sep09 |
090604 |
108~060 |
108~060 |
108~040 |
108~043 |
-0~013 |
202,405 |
475,475 |
+40,968 |
| Dec09 |
090604 |
107~112 |
107~125 |
107~112 |
107~112 |
-0~013 |
|
|
|
| Total Volume and Open Interest |
232,543 |
503,809 |
+23,233 |
| Eurodollars(CME) |
| Jun09 |
090604 |
99.387 |
99.387 |
99.350 |
99.360 |
-0.022 |
134,848 |
862,766 |
-3,216 |
| Sep09 |
090604 |
99.300 |
99.310 |
99.235 |
99.250 |
-0.055 |
196,176 |
1,060,127 |
-4,317 |
| Dec09 |
090604 |
99.095 |
99.095 |
98.985 |
98.995 |
-0.095 |
191,328 |
886,091 |
-139 |
| Mar10 |
090604 |
98.925 |
98.940 |
98.805 |
98.815 |
-0.120 |
191,817 |
770,105 |
+6,397 |
| Jun10 |
090604 |
98.635 |
98.650 |
98.500 |
98.515 |
-0.135 |
220,778 |
514,115 |
+5,680 |
| Sep10 |
090604 |
98.340 |
98.340 |
98.175 |
98.195 |
-0.145 |
214,731 |
469,688 |
-15,218 |
| Dec10 |
090604 |
97.955 |
97.965 |
97.795 |
97.815 |
-0.150 |
156,738 |
540,221 |
+4,235 |
| Mar11 |
090604 |
97.615 |
97.625 |
97.450 |
97.480 |
-0.150 |
158,410 |
316,734 |
+13,353 |
| Jun11 |
090604 |
97.240 |
97.255 |
97.070 |
97.100 |
-0.155 |
100,364 |
303,122 |
+3,643 |
| Sep11 |
090604 |
96.880 |
96.900 |
96.705 |
96.740 |
-0.165 |
71,345 |
214,260 |
+2,047 |
| Dec11 |
090604 |
96.530 |
96.535 |
96.335 |
96.370 |
-0.175 |
59,943 |
139,165 |
+2,685 |
| Mar12 |
090604 |
96.250 |
96.270 |
96.060 |
96.095 |
-0.180 |
50,641 |
109,779 |
+220 |
| Jun12 |
090604 |
96.000 |
96.025 |
95.800 |
95.835 |
-0.185 |
32,147 |
100,389 |
-490 |
| Sep12 |
090604 |
95.785 |
95.805 |
95.585 |
95.620 |
-0.190 |
21,393 |
66,536 |
-1,527 |
| Dec12 |
090604 |
95.580 |
95.610 |
95.385 |
95.420 |
-0.200 |
13,307 |
55,975 |
-494 |
| Mar13 |
090604 |
95.475 |
95.500 |
95.260 |
95.300 |
-0.205 |
12,840 |
61,126 |
-1,006 |
| Jun13 |
090604 |
95.350 |
95.380 |
95.120 |
95.165 |
-0.210 |
11,623 |
25,288 |
+754 |
| Sep13 |
090604 |
95.250 |
95.275 |
95.000 |
95.045 |
-0.215 |
11,343 |
40,802 |
+2,066 |
| Total Volume and Open Interest |
1,895,266 |
6,742,026 |
+13,634 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090604 |
99.795 |
99.802 |
99.787 |
99.790 |
-0.012 |
8,701 |
55,984 |
+3,647 |
| Jul09 |
090604 |
99.800 |
99.805 |
99.790 |
99.795 |
-0.010 |
3,787 |
44,678 |
+1,504 |
| Aug09 |
090604 |
99.780 |
99.780 |
99.765 |
99.775 |
-0.005 |
2,735 |
39,294 |
+427 |
| Sep09 |
090604 |
99.770 |
99.770 |
99.755 |
99.765 |
unch |
1,710 |
30,048 |
+47 |
| Oct09 |
090604 |
99.750 |
99.755 |
99.740 |
99.745 |
-0.005 |
2,382 |
32,112 |
+457 |
| Nov09 |
090604 |
99.715 |
99.715 |
99.700 |
99.705 |
-0.010 |
2,365 |
48,649 |
-143 |
| Total Volume and Open Interest |
30,016 |
374,046 |
+7,153 |
| 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 |
090604 |
99.45 |
99.45 |
99.44 |
99.44 |
-0.01 |
|
|
|
| Sep09 |
090604 |
99.54 |
99.54 |
99.52 |
99.52 |
-0.02 |
|
|
|
| Dec09 |
090604 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Mar10 |
090604 |
99.54 |
99.54 |
99.53 |
99.54 |
+0.01 |
|
|
|
| Jun10 |
090604 |
99.49 |
99.50 |
99.49 |
99.50 |
+0.01 |
|
|
|
| Sep10 |
090604 |
99.41 |
99.45 |
99.41 |
99.45 |
+0.04 |
|
|
|
| Dec10 |
090604 |
99.36 |
99.42 |
99.36 |
99.42 |
+0.06 |
|
|
|
| Mar11 |
090604 |
99.28 |
99.33 |
99.28 |
99.33 |
+0.05 |
|
|
|
| Jun11 |
090604 |
99.26 |
99.26 |
99.25 |
99.25 |
-0.01 |
|
|
|
| Sep11 |
090604 |
99.26 |
99.26 |
99.25 |
99.25 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090604 |
99.44 |
99.44 |
99.44 |
99.44 |
0.00 |
200 |
13,165 |
+38 |
| Sep09 |
090604 |
99.52 |
99.52 |
99.51 |
99.52 |
-0.01 |
26 |
4,951 |
-112 |
| Dec09 |
090604 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
2,668 |
+0 |
| Mar10 |
090604 |
99.55 |
99.55 |
99.53 |
99.53 |
-0.01 |
4 |
2,410 |
+0 |
| Jun10 |
090604 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
800 |
+0 |
| Sep10 |
090604 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.01 |
0 |
281 |
+0 |
| Dec10 |
090604 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.01 |
0 |
252 |
+0 |
| Mar11 |
090604 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
230 |
27,361 |
+847 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090604 |
136.44 |
136.99 |
136.44 |
136.81 |
+0.41 |
5,058 |
17,607 |
-730 |
| Sep09 |
090604 |
135.83 |
136.32 |
135.82 |
136.16 |
+0.41 |
4,017 |
2,635 |
+2,484 |
| Dec09 |
090604 |
136.16 |
136.16 |
136.16 |
136.16 |
+0.41 |
|
|
|
| Total Volume and Open Interest |
9,075 |
20,155 |
-87 |
| Euro-Bund(EUREX) |
| Jun09 |
090604 |
119.72 |
119.97 |
119.04 |
119.24 |
-0.59 |
831,470 |
803,080 |
-10,306 |
| Sep09 |
090604 |
119.02 |
119.30 |
118.33 |
118.54 |
-0.62 |
188,616 |
274,438 |
+123,370 |
| Dec09 |
090604 |
117.49 |
117.49 |
117.49 |
117.49 |
-0.59 |
394 |
14 |
-1 |
| Total Volume and Open Interest |
1,020,480 |
1,077,532 |
+113,063 |
| Euro-Bobl(EUREX) |
| Jun09 |
090521 |
115.34 |
115.95 |
115.27 |
115.79 |
-0.15 |
492,831 |
742,996 |
+17,017 |
| Sep09 |
090604 |
114.72 |
114.93 |
114.08 |
114.27 |
-0.54 |
138,726 |
240,214 |
+114,413 |
| Dec09 |
090604 |
113.39 |
113.40 |
113.03 |
113.03 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
611,386 |
808,795 |
+43,126 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090604 |
98.860 |
98.880 |
98.780 |
98.780 |
-0.105 |
1,059 |
8,348 |
-499 |
| Dec09 |
090604 |
98.775 |
98.775 |
98.660 |
98.660 |
-0.130 |
777 |
4,515 |
-178 |
| Total Volume and Open Interest |
3,603 |
35,587 |
-687 |
| Long Gilt(LIFFE) |
| Jun09 |
090603 |
117~29 |
118~22 |
117~12 |
118~19 |
+1~03 |
4,701 |
49,414 |
-2,249 |
| Sep09 |
090604 |
116~26 |
117~08 |
116~08 |
116~12 |
-0~19 |
83,563 |
219,656 |
+5,005 |
| Total Volume and Open Interest |
91,627 |
264,887 |
+822 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090604 |
98.79 |
98.81 |
98.77 |
98.77 |
-0.03 |
30,445 |
298,098 |
-5,043 |
| Sep09 |
090604 |
98.88 |
98.88 |
98.79 |
98.81 |
-0.07 |
59,809 |
283,937 |
-61 |
| Dec09 |
090604 |
98.70 |
98.71 |
98.58 |
98.61 |
-0.08 |
38,646 |
308,664 |
+6,052 |
| Mar10 |
090604 |
98.51 |
98.53 |
98.39 |
98.42 |
-0.09 |
62,032 |
361,061 |
-1,950 |
| Jun10 |
090604 |
98.17 |
98.18 |
98.04 |
98.07 |
-0.10 |
68,549 |
264,830 |
-3,816 |
| Sep10 |
090604 |
97.79 |
97.79 |
97.64 |
97.68 |
-0.11 |
67,955 |
250,665 |
+130 |
| Total Volume and Open Interest |
400,892 |
2,296,378 |
+3,287 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090604 |
98.785 |
98.795 |
98.690 |
98.725 |
-0.065 |
133,576 |
614,631 |
+16,831 |
| Sep09 |
090604 |
98.870 |
98.885 |
98.715 |
98.780 |
-0.105 |
144,709 |
590,697 |
+14,043 |
| Dec09 |
090604 |
98.790 |
98.790 |
98.590 |
98.660 |
-0.130 |
128,889 |
528,068 |
-5,442 |
| Total Volume and Open Interest |
832,635 |
3,594,891 |
+42,746 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090604 |
96.74 |
96.79 |
96.73 |
96.74 |
-0.01 |
18,243 |
124,829 |
-104,353 |
| Sep09 |
090604 |
96.88 |
96.95 |
96.87 |
96.90 |
+0.02 |
25,178 |
278,100 |
-2,038 |
| Dec09 |
090604 |
96.85 |
96.94 |
96.84 |
96.89 |
+0.03 |
13,741 |
169,811 |
+2,943 |
| Mar10 |
090604 |
96.60 |
96.70 |
96.58 |
96.66 |
+0.06 |
6,347 |
101,424 |
+86 |
| Jun10 |
090604 |
96.19 |
96.31 |
96.19 |
96.27 |
+0.08 |
2,503 |
74,142 |
-1,776 |
| Sep10 |
090604 |
95.78 |
95.88 |
95.78 |
95.83 |
+0.08 |
978 |
41,818 |
-1,028 |
| Dec10 |
090604 |
95.35 |
95.44 |
95.35 |
95.38 |
+0.08 |
806 |
24,567 |
+154 |
| Mar11 |
090604 |
94.95 |
95.00 |
94.95 |
94.97 |
+0.07 |
509 |
14,979 |
+171 |
| Jun11 |
090604 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.07 |
20 |
2,310 |
+20 |
| Sep11 |
090604 |
94.29 |
94.29 |
94.29 |
94.29 |
+0.07 |
20 |
719 |
-20 |
| Total Volume and Open Interest |
68,345 |
833,857 |
-105,841 |
| 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 |
090604 |
94.52 |
94.56 |
94.51 |
94.56 |
+0.08 |
1,500 |
9,339 |
+1,313 |
| Total Volume and Open Interest |
44,900 |
369,040 |
+10,832 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090604 |
95.87 |
95.97 |
95.87 |
95.96 |
+0.09 |
115,014 |
645,435 |
+22,661 |
| Sep09 |
090604 |
95.64 |
95.69 |
95.64 |
95.69 |
+0.09 |
19,237 |
28,748 |
+16,916 |
| Total Volume and Open Interest |
134,251 |
674,183 |
+39,577 |
| Gold(CMX) |
| Jun09 |
090604 |
963.6 |
982.0 |
960.9 |
981.2 |
+16.7 |
2,345 |
3,735 |
+14 |
| Aug09 |
090604 |
964.0 |
983.4 |
962.0 |
982.3 |
+16.7 |
88,676 |
249,603 |
+547 |
| Oct09 |
090604 |
967.1 |
984.4 |
964.6 |
983.6 |
+16.7 |
647 |
11,632 |
+312 |
| Dec09 |
090604 |
965.5 |
986.0 |
965.0 |
985.0 |
+16.8 |
2,444 |
44,225 |
+1,223 |
| Feb10 |
090604 |
969.9 |
986.7 |
968.5 |
986.4 |
+16.9 |
17 |
13,455 |
+1 |
| Apr10 |
090604 |
971.9 |
988.2 |
971.9 |
987.7 |
+16.9 |
511 |
15,312 |
+242 |
| Jun10 |
090604 |
976.2 |
989.5 |
972.8 |
989.3 |
+17.0 |
56 |
11,060 |
-13 |
| Aug10 |
090604 |
991.1 |
991.1 |
991.1 |
991.1 |
+17.2 |
0 |
552 |
+0 |
| Oct10 |
090604 |
993.2 |
993.2 |
993.2 |
993.2 |
+17.3 |
0 |
502 |
+0 |
| Dec10 |
090604 |
982.7 |
996.0 |
982.7 |
995.6 |
+17.6 |
225 |
12,539 |
-43 |
| Feb11 |
090604 |
998.5 |
998.5 |
998.5 |
998.5 |
+17.8 |
0 |
12 |
+0 |
| Apr11 |
090604 |
1001.6 |
1001.6 |
1001.6 |
1001.6 |
+18.0 |
|
|
|
| Total Volume and Open Interest |
96,287 |
391,057 |
+2,463 |
| Silver(CMX) |
| Jul09 |
090604 |
1534.5 |
1594.5 |
1506.5 |
1589.5 |
+58.5 |
31,356 |
58,503 |
-1,194 |
| Sep09 |
090604 |
1535.5 |
1597.0 |
1509.0 |
1592.7 |
+58.7 |
8,974 |
11,801 |
+1,529 |
| Dec09 |
090604 |
1546.0 |
1598.0 |
1516.0 |
1596.0 |
+58.9 |
6,461 |
16,742 |
+1,013 |
| Mar10 |
090604 |
1598.2 |
1598.2 |
1598.2 |
1598.2 |
+59.1 |
53 |
5,709 |
+19 |
| May10 |
090604 |
1599.8 |
1599.8 |
1599.8 |
1599.8 |
+59.1 |
8 |
2,569 |
+0 |
| Jul10 |
090604 |
1551.0 |
1601.4 |
1551.0 |
1601.4 |
+59.2 |
78 |
2,555 |
+49 |
| Sep10 |
090604 |
1603.1 |
1603.1 |
1603.1 |
1603.1 |
+59.3 |
2 |
59 |
-1 |
| Total Volume and Open Interest |
47,060 |
104,986 |
+1,487 |
| Platinum(NYMEX) |
| Jul09 |
090604 |
1239.3 |
1301.9 |
1235.7 |
1293.3 |
+48.8 |
3,101 |
20,281 |
+133 |
| Oct09 |
090604 |
1246.9 |
1304.0 |
1242.7 |
1298.9 |
+48.8 |
255 |
2,864 |
+180 |
| Jan10 |
090604 |
1305.3 |
1305.3 |
1303.0 |
1303.0 |
+48.8 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
3,356 |
23,162 |
+313 |
| Palladium(NYMEX) |
| Jun09 |
090604 |
240.65 |
254.40 |
239.80 |
254.40 |
+12.65 |
34 |
472 |
-46 |
| Sep09 |
090604 |
241.35 |
256.55 |
241.25 |
255.40 |
+12.80 |
2,068 |
15,338 |
+236 |
| Dec09 |
090604 |
249.90 |
256.60 |
249.90 |
256.60 |
+12.80 |
36 |
319 |
-10 |
| Total Volume and Open Interest |
2,138 |
16,129 |
+180 |
| Copper(CMX) |
| Jul09 |
090604 |
222.00 |
231.80 |
220.80 |
230.10 |
+8.90 |
17,297 |
71,202 |
-868 |
| Sep09 |
090604 |
223.15 |
232.70 |
222.20 |
231.20 |
+9.00 |
4,781 |
24,750 |
+1,538 |
| Dec09 |
090604 |
224.00 |
233.35 |
222.95 |
231.70 |
+8.90 |
485 |
6,961 |
+29 |
| Mar10 |
090604 |
231.80 |
231.80 |
231.80 |
231.80 |
+8.90 |
11 |
1,941 |
+0 |
| May10 |
090604 |
231.80 |
231.80 |
231.80 |
231.80 |
+8.90 |
2 |
411 |
+0 |
| Total Volume and Open Interest |
23,507 |
111,357 |
+813 |
| Aluminum(CMX) |
| Jun09 |
090604 |
0.72 |
0.72 |
0.72 |
0.72 |
+0.05 |
|
|
|
| Jul09 |
090604 |
0.73 |
0.73 |
0.73 |
0.73 |
+0.05 |
|
|
|
| Aug09 |
090604 |
0.73 |
0.73 |
0.73 |
0.73 |
+0.05 |
|
|
|
| Sep09 |
090604 |
0.74 |
0.74 |
0.74 |
0.74 |
+0.05 |
|
|
|
| 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 |
090604 |
8657 |
8743 |
8628 |
8730 |
+61 |
1,287 |
23,447 |
+143 |
| Sep09 |
090604 |
8609 |
8678 |
8604 |
8674 |
+61 |
225 |
1,551 |
-179 |
| Dec09 |
090604 |
8622 |
8622 |
8560 |
8622 |
+62 |
2 |
3 |
-1 |
| Mar10 |
090604 |
8580 |
8580 |
8519 |
8580 |
+61 |
|
|
|
| Total Volume and Open Interest |
1,514 |
25,001 |
-37 |
| S & P 500(CME) |
| Jun09 |
090604 |
930.90 |
942.00 |
928.20 |
940.50 |
+8.80 |
29,556 |
429,630 |
-4,879 |
| Sep09 |
090604 |
931.00 |
936.50 |
924.00 |
936.00 |
+8.80 |
4,875 |
44,064 |
+2,371 |
| Dec09 |
090604 |
930.50 |
931.80 |
920.80 |
931.60 |
+8.80 |
404 |
5,198 |
+150 |
| Mar10 |
090604 |
927.90 |
928.20 |
917.20 |
927.90 |
+8.70 |
0 |
3,189 |
+0 |
| Total Volume and Open Interest |
34,835 |
482,083 |
-2,358 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090604 |
931.00 |
942.00 |
928.00 |
940.50 |
+8.75 |
1,946,965 |
2,604,053 |
-67,475 |
| Sep09 |
090604 |
927.25 |
937.50 |
923.75 |
936.00 |
+8.75 |
31,706 |
152,432 |
+8,456 |
| Total Volume and Open Interest |
1,978,921 |
2,757,160 |
-58,772 |
| NASDAQ 100(CME) |
| Jun09 |
090604 |
1477.00 |
1494.00 |
1473.80 |
1493.00 |
+15.50 |
1,391 |
26,348 |
-90 |
| Sep09 |
090604 |
1480.00 |
1491.50 |
1480.00 |
1491.50 |
+15.50 |
42 |
70 |
+24 |
| Dec09 |
090604 |
1494.50 |
1494.50 |
1493.00 |
1494.50 |
+15.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,433 |
26,420 |
-66 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090604 |
1475.80 |
1493.80 |
1473.80 |
1493.00 |
+15.50 |
294,033 |
279,883 |
-2,371 |
| Sep09 |
090604 |
1476.00 |
1492.00 |
1473.00 |
1491.50 |
+15.50 |
425 |
1,892 |
+98 |
| Total Volume and Open Interest |
294,458 |
281,792 |
-2,273 |
| S & P Midcap 400(CME) |
| Jun09 |
090604 |
591.00 |
597.50 |
586.00 |
596.80 |
+7.40 |
28 |
4,448 |
+18 |
| Sep09 |
090604 |
594.70 |
594.70 |
593.80 |
594.70 |
+7.40 |
|
|
|
| Dec09 |
090604 |
592.70 |
592.70 |
591.80 |
592.70 |
+7.40 |
|
|
|
| Total Volume and Open Interest |
28 |
4,448 |
+18 |
| Russell 2000(CME) |
| Jun09 |
090604 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,154 |
+69 |
| Sep09 |
090604 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
8 |
3,453 |
+81 |
| Dec09 |
090604 |
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 |
090604 |
9640 |
9745 |
9620 |
9700 |
-55 |
96,730 |
195,356 |
+4,005 |
| Sep09 |
090604 |
9640 |
9745 |
9630 |
9705 |
-60 |
2,889 |
6,340 |
+1,557 |
| Total Volume and Open Interest |
99,619 |
208,317 |
+4,562 |
| Nikkei 225(SGX) |
| Jun09 |
090604 |
9640 |
9745 |
9620 |
9700 |
-55 |
96,730 |
195,356 |
+4,005 |
| Sep09 |
090604 |
9640 |
9745 |
9630 |
9705 |
-60 |
2,889 |
6,340 |
+1,557 |
| Dec09 |
090604 |
9660 |
9660 |
9660 |
9660 |
-60 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
99,619 |
208,317 |
+4,562 |
| CAC 40(EURONEXT) |
| Jun09 |
090604 |
3305.0 |
3350.0 |
3301.0 |
3311.0 |
+5.5 |
117,146 |
445,348 |
-27,409 |
| Jul09 |
090604 |
3300.0 |
3345.0 |
3300.0 |
3306.5 |
+5.5 |
2,089 |
9,166 |
+2,011 |
| Aug09 |
090604 |
3324.5 |
3327.0 |
3305.0 |
3308.0 |
+5.5 |
110 |
101 |
+46 |
| Total Volume and Open Interest |
119,875 |
458,850 |
-24,978 |
| Hang Seng Index(HKFE) |
| Jun09 |
090604 |
18390 |
18498 |
18053 |
18343 |
+6 |
85,318 |
91,174 |
+1,912 |
| Jul09 |
090604 |
18406 |
18485 |
18063 |
18350 |
+10 |
652 |
644 |
+81 |
| Total Volume and Open Interest |
86,330 |
94,144 |
+2,088 |
| DAX(EUREX) |
| Jun09 |
090604 |
5055.0 |
5123.5 |
5045.0 |
5075.5 |
+14.0 |
140,386 |
162,915 |
+931 |
| Sep09 |
090604 |
5053.0 |
5128.0 |
5053.0 |
5082.0 |
+14.0 |
739 |
9,261 |
+390 |
| Dec09 |
090604 |
5090.0 |
5134.0 |
5060.0 |
5089.5 |
+15.5 |
565 |
3,031 |
+48 |
| Total Volume and Open Interest |
141,690 |
175,207 |
+1,369 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090604 |
4393.50 |
4437.50 |
4356.00 |
4391.00 |
+5.00 |
117,607 |
742,247 |
+5,277 |
| Sep09 |
090604 |
4365.00 |
4396.50 |
4329.50 |
4356.00 |
+5.50 |
4,883 |
7,237 |
+4,987 |
| Dec09 |
090604 |
4336.00 |
4351.50 |
4309.00 |
4328.00 |
+5.50 |
10 |
3,426 |
+10 |
| Total Volume and Open Interest |
122,500 |
752,910 |
+10,274 |
| SPI 200(SFE) |
| Jun09 |
090604 |
4019.0 |
4023.0 |
3928.0 |
3949.0 |
-74.0 |
34,340 |
310,183 |
+5,621 |
| Sep09 |
090604 |
3980.0 |
3980.0 |
3908.0 |
3925.0 |
-72.0 |
496 |
3,575 |
+300 |
| Dec09 |
090604 |
3928.0 |
3928.0 |
3928.0 |
3928.0 |
-72.0 |
1,769 |
3,818 |
+1,464 |
| Total Volume and Open Interest |
36,605 |
320,758 |
+7,385 |
| GSCI(CME) |
| Jun09 |
090604 |
451.00 |
460.70 |
448.00 |
456.60 |
+14.60 |
583 |
16,074 |
+294 |
| Jul09 |
090604 |
458.00 |
465.00 |
453.50 |
461.90 |
+14.30 |
50 |
103 |
+50 |
| Aug09 |
090604 |
462.00 |
470.00 |
458.50 |
466.70 |
+14.70 |
|
|
|
| Total Volume and Open Interest |
633 |
16,177 |
+344 |
| 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. |
|
|