|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri June 05, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090605 |
1231.00 |
1236.50 |
1211.50 |
1225.50 |
-4.50 |
84,924 |
182,655 |
-7,577 |
| Aug09 |
090605 |
1178.00 |
1184.00 |
1161.00 |
1171.50 |
-6.50 |
10,182 |
30,766 |
+503 |
| Sep09 |
090605 |
1117.75 |
1120.00 |
1094.00 |
1101.00 |
-14.50 |
2,367 |
12,661 |
+384 |
| Nov09 |
090605 |
1081.00 |
1084.50 |
1057.00 |
1061.75 |
-19.75 |
39,306 |
155,772 |
+4,814 |
| Jan10 |
090605 |
1086.00 |
1088.00 |
1064.00 |
1067.25 |
-19.50 |
1,641 |
16,509 |
+198 |
| Mar10 |
090605 |
1079.00 |
1079.00 |
1058.00 |
1062.75 |
-18.75 |
1,505 |
15,409 |
+67 |
| May10 |
090605 |
1066.00 |
1072.00 |
1043.00 |
1044.25 |
-22.25 |
1,250 |
6,100 |
+54 |
| Total Volume and Open Interest |
146,014 |
444,115 |
-1,087 |
| Soybean Meal(CBOT) |
| Jul09 |
090605 |
398.60 |
399.80 |
392.50 |
396.00 |
-3.00 |
32,489 |
76,271 |
-2,564 |
| Aug09 |
090605 |
373.60 |
374.60 |
368.00 |
371.00 |
-3.20 |
6,757 |
21,543 |
-433 |
| Sep09 |
090605 |
352.90 |
352.90 |
346.50 |
347.50 |
-6.20 |
2,842 |
16,361 |
+309 |
| Oct09 |
090605 |
334.10 |
334.10 |
326.50 |
327.00 |
-8.30 |
2,435 |
15,399 |
+151 |
| Dec09 |
090605 |
323.70 |
324.90 |
316.50 |
317.00 |
-8.50 |
13,495 |
42,233 |
+2,257 |
| Jan10 |
090605 |
315.60 |
321.60 |
312.70 |
312.70 |
-8.90 |
245 |
3,912 |
-26 |
| Mar10 |
090605 |
311.50 |
317.30 |
308.20 |
308.20 |
-9.10 |
388 |
2,811 |
+62 |
| May10 |
090605 |
305.00 |
307.00 |
300.20 |
300.20 |
-11.10 |
948 |
4,200 |
-21 |
| Total Volume and Open Interest |
60,292 |
186,075 |
+16 |
| Soybean Oil(CBOT) |
| Jul09 |
090605 |
40.20 |
40.34 |
39.50 |
39.73 |
-0.61 |
41,969 |
112,950 |
-6,106 |
| Aug09 |
090605 |
40.44 |
40.45 |
39.66 |
39.87 |
-0.63 |
6,310 |
27,210 |
+296 |
| Sep09 |
090605 |
40.61 |
40.62 |
39.91 |
40.04 |
-0.64 |
6,718 |
19,599 |
+866 |
| Oct09 |
090605 |
40.21 |
40.56 |
40.11 |
40.22 |
-0.64 |
1,507 |
11,666 |
+126 |
| Dec09 |
090605 |
41.00 |
41.21 |
40.40 |
40.60 |
-0.63 |
15,991 |
49,747 |
+4,382 |
| Jan10 |
090605 |
40.82 |
41.16 |
40.82 |
40.87 |
-0.63 |
190 |
4,700 |
+120 |
| Mar10 |
090605 |
41.21 |
41.42 |
41.00 |
41.12 |
-0.63 |
305 |
1,774 |
+69 |
| May10 |
090605 |
41.30 |
41.47 |
41.05 |
41.20 |
-0.63 |
799 |
2,516 |
+180 |
| Total Volume and Open Interest |
74,159 |
237,285 |
+133 |
| Canola(WCE) |
| Jul09 |
090605 |
474.2 |
477.1 |
469.9 |
475.3 |
unch |
6,886 |
32,787 |
+235 |
| Nov09 |
090605 |
481.8 |
484.7 |
478.6 |
481.0 |
-2.7 |
10,021 |
66,207 |
+3,794 |
| Jan10 |
090605 |
483.4 |
487.0 |
483.4 |
486.3 |
-2.7 |
329 |
5,151 |
+45 |
| Mar10 |
090605 |
487.8 |
489.4 |
487.6 |
489.4 |
-3.0 |
1 |
1,429 |
+1 |
| May10 |
090605 |
491.1 |
491.1 |
488.8 |
490.4 |
-3.0 |
1 |
432 |
+0 |
| Total Volume and Open Interest |
17,239 |
106,580 |
+4,076 |
| Corn(CBOT) |
| Jul09 |
090605 |
447.50 |
448.50 |
440.00 |
444.00 |
-4.50 |
154,837 |
350,358 |
-5,421 |
| Sep09 |
090605 |
456.50 |
458.00 |
450.00 |
454.00 |
-4.25 |
40,397 |
159,492 |
+2,519 |
| Dec09 |
090605 |
470.00 |
471.25 |
463.00 |
467.50 |
-4.00 |
68,080 |
327,565 |
+4,339 |
| Mar10 |
090605 |
481.00 |
481.75 |
473.75 |
478.25 |
-3.50 |
8,248 |
52,165 |
+139 |
| May10 |
090605 |
488.25 |
489.25 |
482.00 |
485.50 |
-3.75 |
2,540 |
9,593 |
+231 |
| Jul10 |
090605 |
495.00 |
496.00 |
489.25 |
492.50 |
-4.00 |
6,185 |
29,330 |
+644 |
| Total Volume and Open Interest |
289,540 |
984,701 |
+5,241 |
| Wheat(CBOT) |
| Jul09 |
090605 |
639.25 |
639.50 |
621.00 |
623.00 |
-12.25 |
92,739 |
158,625 |
-8,197 |
| Sep09 |
090605 |
664.25 |
666.00 |
647.00 |
651.00 |
-12.25 |
26,809 |
70,933 |
+3,420 |
| Dec09 |
090605 |
687.75 |
689.00 |
673.25 |
676.00 |
-11.75 |
29,533 |
80,081 |
-228 |
| Mar10 |
090605 |
702.50 |
704.25 |
693.00 |
693.75 |
-10.50 |
2,821 |
7,954 |
+1,205 |
| May10 |
090605 |
707.50 |
715.00 |
704.50 |
704.50 |
-10.50 |
61 |
1,055 |
+6 |
| Total Volume and Open Interest |
167,557 |
347,236 |
+1,266 |
| Wheat(KCBT) |
| Jul09 |
090605 |
693.50 |
693.50 |
675.00 |
675.00 |
-15.00 |
13,817 |
39,265 |
-13 |
| Sep09 |
090605 |
700.75 |
701.50 |
685.75 |
686.00 |
-14.75 |
2,307 |
13,279 |
+431 |
| Dec09 |
090605 |
718.50 |
719.50 |
702.25 |
702.25 |
-15.00 |
2,650 |
27,994 |
-277 |
| Mar10 |
090605 |
722.75 |
725.25 |
716.75 |
716.75 |
-15.25 |
814 |
1,567 |
-275 |
| May10 |
090605 |
732.00 |
733.25 |
724.25 |
724.25 |
-15.75 |
67 |
161 |
+34 |
| Total Volume and Open Interest |
23,009 |
88,671 |
+1,649 |
| Wheat(MGE) |
| Jul09 |
090605 |
762.50 |
763.00 |
740.50 |
743.50 |
-17.75 |
4,739 |
11,758 |
-1,233 |
| Sep09 |
090605 |
760.00 |
764.00 |
745.00 |
746.25 |
-16.75 |
1,361 |
10,469 |
-110 |
| Dec09 |
090605 |
775.00 |
776.50 |
756.50 |
759.00 |
-16.50 |
1,965 |
7,443 |
-168 |
| Mar10 |
090605 |
778.00 |
782.25 |
767.25 |
770.25 |
-18.50 |
457 |
1,234 |
+85 |
| May10 |
090605 |
785.75 |
788.25 |
773.75 |
777.25 |
-17.50 |
388 |
520 |
+79 |
| Total Volume and Open Interest |
11,380 |
34,589 |
-19 |
| Oats(CBOT) |
| Jul09 |
090605 |
263.25 |
263.25 |
251.25 |
256.00 |
-7.50 |
996 |
6,390 |
-149 |
| Sep09 |
090605 |
262.00 |
267.50 |
260.75 |
265.50 |
-7.25 |
153 |
2,144 |
-38 |
| Dec09 |
090605 |
283.25 |
284.75 |
275.00 |
278.00 |
-6.75 |
369 |
6,493 |
+79 |
| Mar10 |
090605 |
290.50 |
296.25 |
290.50 |
290.50 |
-5.75 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
1,518 |
15,086 |
-108 |
| Rough Rice(CBOT) |
| Jul09 |
090605 |
12.72 |
12.86 |
12.50 |
12.61 |
-0.15 |
375 |
3,351 |
-84 |
| Sep09 |
090605 |
12.87 |
12.90 |
12.62 |
12.70 |
-0.17 |
241 |
3,435 |
-62 |
| Nov09 |
090605 |
12.91 |
12.94 |
12.65 |
12.73 |
-0.18 |
170 |
1,757 |
+51 |
| Jan10 |
090605 |
12.80 |
13.00 |
12.70 |
12.80 |
-0.20 |
0 |
227 |
+0 |
| Total Volume and Open Interest |
801 |
9,097 |
-95 |
| Live Cattle(CME) |
| Jun09 |
090605 |
80.385 |
80.550 |
79.700 |
80.150 |
+0.115 |
6,473 |
18,149 |
-1,632 |
| Aug09 |
090605 |
81.300 |
81.680 |
80.850 |
81.150 |
+0.150 |
15,225 |
105,995 |
+1,958 |
| Oct09 |
090605 |
86.700 |
87.050 |
86.300 |
86.600 |
+0.100 |
7,545 |
51,252 |
+508 |
| Dec09 |
090605 |
88.430 |
89.000 |
88.180 |
88.930 |
+0.600 |
2,407 |
20,103 |
+436 |
| Feb10 |
090605 |
90.500 |
90.900 |
90.150 |
90.885 |
+0.585 |
613 |
9,689 |
-4 |
| Apr10 |
090605 |
92.500 |
92.800 |
91.930 |
92.800 |
+0.400 |
362 |
3,171 |
-75 |
| Total Volume and Open Interest |
32,670 |
209,061 |
+1,213 |
| Feeder Cattle(CME) |
| Aug09 |
090605 |
96.600 |
97.550 |
96.150 |
96.635 |
+0.035 |
4,450 |
14,863 |
-699 |
| Sep09 |
090605 |
97.830 |
97.830 |
96.450 |
96.930 |
+0.100 |
377 |
2,145 |
-35 |
| Oct09 |
090605 |
97.500 |
98.250 |
96.900 |
97.580 |
+0.230 |
810 |
3,793 |
+170 |
| Nov09 |
090605 |
98.450 |
98.450 |
97.135 |
97.650 |
+0.150 |
143 |
845 |
+30 |
| Jan10 |
090605 |
96.480 |
96.850 |
96.100 |
96.150 |
+0.050 |
51 |
260 |
+76 |
| Mar10 |
090605 |
95.500 |
95.550 |
95.500 |
95.550 |
+0.050 |
3 |
45 |
+0 |
| Apr10 |
090605 |
95.500 |
95.500 |
95.500 |
95.500 |
unch |
0 |
4 |
+1 |
| Total Volume and Open Interest |
5,834 |
21,957 |
-457 |
| Lean Hogs(CME) |
| Jun09 |
090605 |
58.150 |
58.630 |
56.600 |
57.180 |
-0.105 |
11,652 |
13,611 |
-3,037 |
| Jul09 |
090605 |
61.180 |
61.700 |
59.330 |
60.080 |
-0.500 |
14,035 |
49,486 |
-55 |
| Aug09 |
090605 |
62.900 |
63.485 |
61.630 |
62.535 |
+0.085 |
11,547 |
34,720 |
+485 |
| Oct09 |
090605 |
61.680 |
62.200 |
60.950 |
61.080 |
-0.155 |
6,401 |
27,563 |
+1,434 |
| Dec09 |
090605 |
64.250 |
64.680 |
63.200 |
64.285 |
+0.105 |
4,816 |
10,632 |
+372 |
| Feb10 |
090605 |
68.650 |
68.800 |
67.930 |
68.500 |
-0.285 |
1,050 |
2,579 |
+663 |
| Apr10 |
090605 |
71.900 |
72.000 |
71.400 |
71.900 |
-0.200 |
196 |
1,061 |
+75 |
| May10 |
090605 |
76.400 |
76.950 |
76.000 |
76.950 |
-0.050 |
11 |
93 |
+11 |
| Total Volume and Open Interest |
49,898 |
140,563 |
+71 |
| Pork Bellies(CME) |
| Jul09 |
090605 |
62.950 |
64.500 |
62.500 |
62.700 |
-0.250 |
97 |
641 |
+4 |
| Aug09 |
090605 |
64.000 |
65.100 |
63.235 |
63.235 |
-0.345 |
25 |
178 |
+13 |
| Feb10 |
090605 |
91.950 |
92.000 |
91.000 |
92.000 |
+3.000 |
6 |
24 |
+5 |
| Mar10 |
090605 |
92.500 |
92.500 |
92.000 |
92.500 |
+3.000 |
0 |
5 |
+0 |
| May10 |
090605 |
93.000 |
93.000 |
93.000 |
93.000 |
+1.700 |
|
|
|
| Total Volume and Open Interest |
128 |
848 |
+22 |
| Class III Milk(CME) |
| Jun09 |
090605 |
9.99 |
9.99 |
9.87 |
9.89 |
-0.06 |
349 |
5,319 |
+144 |
| Jul09 |
090605 |
10.75 |
10.80 |
10.65 |
10.65 |
-0.08 |
516 |
4,144 |
+105 |
| Aug09 |
090605 |
11.80 |
11.88 |
11.55 |
11.57 |
-0.23 |
405 |
3,559 |
+107 |
| Sep09 |
090605 |
13.20 |
13.22 |
12.83 |
12.85 |
-0.35 |
206 |
3,119 |
+61 |
| Oct09 |
090605 |
14.02 |
14.12 |
13.56 |
13.60 |
-0.42 |
92 |
2,815 |
+12 |
| Total Volume and Open Interest |
1,940 |
31,476 |
+568 |
| Cocoa(ICE) |
| Jul09 |
090605 |
2708 |
2766 |
2687 |
2707 |
-1 |
13,830 |
30,180 |
-3,681 |
| Sep09 |
090605 |
2720 |
2786 |
2704 |
2725 |
-7 |
9,211 |
43,233 |
+3,768 |
| Dec09 |
090605 |
2740 |
2794 |
2710 |
2734 |
-9 |
1,694 |
22,226 |
+327 |
| Mar10 |
090605 |
2749 |
2784 |
2725 |
2732 |
-13 |
320 |
12,287 |
+106 |
| May10 |
090605 |
2742 |
2791 |
2723 |
2727 |
-18 |
291 |
3,239 |
+156 |
| Jul10 |
090605 |
2754 |
2779 |
2713 |
2732 |
-15 |
93 |
3,333 |
+88 |
| Sep10 |
090605 |
2752 |
2793 |
2714 |
2734 |
-9 |
107 |
2,059 |
+104 |
| Total Volume and Open Interest |
25,721 |
120,452 |
+1,043 |
| Coffee "C"(ICE) |
| Jul09 |
090605 |
139.15 |
139.50 |
133.55 |
133.85 |
-5.35 |
11,910 |
61,324 |
-2,719 |
| Sep09 |
090605 |
140.80 |
141.50 |
135.55 |
135.85 |
-5.30 |
5,186 |
42,073 |
+853 |
| Dec09 |
090605 |
143.05 |
143.50 |
138.00 |
138.30 |
-5.05 |
1,860 |
21,315 |
+584 |
| Mar10 |
090605 |
144.75 |
144.75 |
140.25 |
140.45 |
-5.00 |
241 |
12,168 |
+23 |
| May10 |
090605 |
143.00 |
143.75 |
142.00 |
142.05 |
-5.00 |
26 |
3,076 |
-3 |
| Jul10 |
090605 |
144.90 |
144.90 |
143.55 |
143.65 |
-5.00 |
15 |
1,259 |
-2 |
| Total Volume and Open Interest |
19,324 |
143,425 |
-1,209 |
| Orange Juice(ICE) |
| Jul09 |
090605 |
91.60 |
91.95 |
89.55 |
90.40 |
-1.15 |
1,132 |
19,237 |
-749 |
| Sep09 |
090605 |
94.50 |
94.80 |
92.80 |
93.45 |
-1.15 |
825 |
8,844 |
+669 |
| Nov09 |
090605 |
97.50 |
97.50 |
95.85 |
96.35 |
-1.20 |
93 |
3,494 |
+32 |
| Jan10 |
090605 |
99.50 |
99.50 |
98.30 |
99.05 |
-1.35 |
5 |
220 |
+3 |
| Mar10 |
090605 |
102.15 |
102.15 |
102.15 |
102.15 |
-1.35 |
0 |
106 |
+0 |
| May10 |
090605 |
104.90 |
104.90 |
104.90 |
104.90 |
-1.35 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,055 |
32,132 |
-45 |
| Sugar #11(ICE) |
| Jul09 |
090605 |
15.12 |
15.72 |
15.06 |
15.53 |
+0.29 |
122,216 |
273,351 |
-22,545 |
| Oct09 |
090605 |
16.44 |
16.80 |
16.25 |
16.68 |
+0.22 |
62,756 |
200,475 |
+4,971 |
| Mar10 |
090605 |
17.41 |
17.66 |
17.21 |
17.60 |
+0.15 |
32,863 |
126,217 |
+681 |
| May10 |
090605 |
17.13 |
17.43 |
17.03 |
17.41 |
+0.17 |
12,457 |
31,475 |
+2,174 |
| Jul10 |
090605 |
16.85 |
17.22 |
16.79 |
17.21 |
+0.19 |
26,947 |
39,145 |
+9,462 |
| Total Volume and Open Interest |
262,724 |
769,256 |
-3,565 |
| Sugar #14(ICE) |
| Jul09 |
090605 |
21.40 |
21.50 |
21.35 |
21.35 |
-0.05 |
2 |
981 |
-30 |
| Sep09 |
090605 |
22.05 |
22.05 |
22.00 |
22.00 |
-0.01 |
118 |
2,569 |
+18 |
| Total Volume and Open Interest |
120 |
3,550 |
-12 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090605 |
1757 |
1789 |
1747 |
1767 |
+13 |
4,434 |
36,514 |
+469 |
| Dec09 |
090605 |
1742 |
1778 |
1740 |
1760 |
+16 |
1,617 |
28,572 |
-177 |
| Mar10 |
090605 |
1747 |
1772 |
1745 |
1750 |
+12 |
1,215 |
24,727 |
+273 |
| May10 |
090605 |
1748 |
1764 |
1744 |
1746 |
+11 |
946 |
13,869 |
+159 |
| Jul10 |
090605 |
1760 |
1764 |
1737 |
1748 |
+11 |
539 |
2,978 |
+290 |
| Sep10 |
090605 |
1762 |
1767 |
1737 |
1749 |
+10 |
179 |
1,666 |
+90 |
| Total Volume and Open Interest |
14,962 |
169,711 |
-298 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090605 |
442.20 |
449.00 |
440.90 |
446.90 |
+4.20 |
4,798 |
40,275 |
-3,476 |
| Oct09 |
090605 |
452.40 |
457.70 |
449.50 |
454.90 |
+3.50 |
1,654 |
26,151 |
-219 |
| Dec09 |
090605 |
455.00 |
460.00 |
455.00 |
458.30 |
+3.20 |
385 |
8,327 |
-8 |
| Mar10 |
090605 |
460.00 |
464.00 |
456.40 |
461.70 |
+3.20 |
234 |
8,079 |
+80 |
| May10 |
090605 |
457.70 |
459.00 |
457.50 |
457.50 |
+2.00 |
12 |
1,099 |
+0 |
| Total Volume and Open Interest |
7,168 |
86,102 |
-3,657 |
| Cotton(ICE) |
| Jul09 |
090605 |
56.75 |
56.89 |
54.85 |
55.11 |
-1.77 |
14,405 |
70,994 |
-2,147 |
| Oct09 |
090605 |
59.00 |
59.00 |
57.41 |
57.61 |
-1.54 |
667 |
2,434 |
-477 |
| Dec09 |
090605 |
61.09 |
61.09 |
59.29 |
59.57 |
-1.52 |
7,030 |
49,243 |
+1,990 |
| Mar10 |
090605 |
62.00 |
62.18 |
61.51 |
61.73 |
-1.46 |
295 |
8,733 |
+200 |
| May10 |
090605 |
63.03 |
63.03 |
63.03 |
63.03 |
-1.40 |
26 |
287 |
-5 |
| Jul10 |
090605 |
64.21 |
64.25 |
64.21 |
64.25 |
-1.45 |
11 |
1,225 |
+2 |
| Total Volume and Open Interest |
22,436 |
134,997 |
-436 |
| Lumber(CME) |
| Jul09 |
090605 |
208.7 |
215.0 |
207.5 |
213.7 |
+2.7 |
1,074 |
3,973 |
-174 |
| Sep09 |
090605 |
220.0 |
224.5 |
218.0 |
221.1 |
+1.3 |
800 |
4,143 |
+38 |
| Nov09 |
090605 |
210.1 |
213.5 |
209.0 |
212.6 |
-2.4 |
299 |
585 |
+9 |
| Jan10 |
090605 |
230.0 |
232.2 |
228.0 |
232.2 |
-2.8 |
268 |
300 |
+2 |
| Total Volume and Open Interest |
2,449 |
9,042 |
-117 |
| Crude Oil(NYM) |
| Jul09 |
090605 |
68.73 |
70.32 |
67.54 |
68.44 |
-0.37 |
322,365 |
348,323 |
+5,402 |
| Aug09 |
090605 |
69.69 |
71.12 |
68.42 |
69.35 |
-0.34 |
108,348 |
133,797 |
+8,673 |
| Sep09 |
090605 |
70.43 |
71.90 |
69.20 |
70.24 |
-0.28 |
58,140 |
82,753 |
+6,801 |
| Oct09 |
090605 |
71.45 |
72.60 |
70.30 |
71.07 |
-0.22 |
24,671 |
44,027 |
+3,109 |
| Nov09 |
090605 |
72.50 |
72.50 |
71.08 |
71.90 |
-0.16 |
17,588 |
27,090 |
+3,225 |
| Dec09 |
090605 |
72.80 |
74.00 |
71.59 |
72.72 |
-0.12 |
58,009 |
138,835 |
+3,870 |
| Jan10 |
090605 |
73.12 |
73.63 |
72.50 |
73.36 |
-0.10 |
4,709 |
26,831 |
-625 |
| Feb10 |
090605 |
73.10 |
74.05 |
73.10 |
73.87 |
-0.08 |
3,268 |
18,573 |
-194 |
| Mar10 |
090605 |
73.73 |
74.69 |
73.40 |
74.36 |
-0.05 |
4,726 |
17,009 |
-115 |
| Apr10 |
090605 |
74.30 |
74.86 |
74.30 |
74.86 |
-0.02 |
1,592 |
8,090 |
-276 |
| May10 |
090605 |
75.15 |
75.36 |
74.84 |
75.36 |
+0.02 |
2,043 |
6,593 |
-365 |
| Jun10 |
090605 |
76.16 |
76.59 |
74.83 |
75.84 |
+0.05 |
13,903 |
39,016 |
+2,300 |
| Jul10 |
090605 |
76.29 |
76.58 |
75.37 |
76.28 |
+0.06 |
17,129 |
20,410 |
+5,567 |
| Aug10 |
090605 |
76.55 |
76.55 |
76.55 |
76.55 |
+0.04 |
1,815 |
5,210 |
-237 |
| Sep10 |
090605 |
76.76 |
76.76 |
76.76 |
76.76 |
+0.07 |
2,189 |
8,625 |
-274 |
| Oct10 |
090605 |
76.98 |
76.98 |
76.98 |
76.98 |
+0.13 |
622 |
4,179 |
+14 |
| Total Volume and Open Interest |
667,283 |
1,229,810 |
+38,172 |
| 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 |
090605 |
69.700 |
71.000 |
68.425 |
69.350 |
-0.350 |
606 |
900 |
+29 |
| Sep09 |
090605 |
70.875 |
71.350 |
69.475 |
70.250 |
-0.275 |
179 |
182 |
+21 |
| Oct09 |
090605 |
71.000 |
72.000 |
70.750 |
71.075 |
-0.225 |
2 |
111 |
-1 |
| Nov09 |
090605 |
71.725 |
71.900 |
71.725 |
71.900 |
-0.150 |
1 |
25 |
+1 |
| Dec09 |
090605 |
72.850 |
73.725 |
72.475 |
72.725 |
-0.125 |
22 |
108 |
+13 |
| Jan10 |
090605 |
73.350 |
73.350 |
73.350 |
73.350 |
-0.100 |
|
|
|
| Feb10 |
090605 |
73.875 |
73.875 |
73.875 |
73.875 |
-0.075 |
|
|
|
| Mar10 |
090605 |
74.350 |
74.350 |
74.350 |
74.350 |
-0.050 |
|
|
|
| Total Volume and Open Interest |
14,195 |
6,902 |
+637 |
| Heating Oil(NYM) |
| Jul09 |
090605 |
178.40 |
181.39 |
175.46 |
177.01 |
-1.39 |
44,067 |
67,298 |
-694 |
| Aug09 |
090605 |
183.37 |
184.42 |
178.80 |
180.32 |
-1.40 |
18,659 |
32,720 |
+2,399 |
| Sep09 |
090605 |
185.82 |
188.00 |
182.64 |
184.10 |
-1.26 |
12,581 |
26,447 |
+2,087 |
| Oct09 |
090605 |
190.04 |
191.34 |
187.13 |
187.95 |
-1.14 |
4,370 |
16,519 |
+666 |
| Nov09 |
090605 |
192.10 |
192.88 |
190.52 |
191.23 |
-0.89 |
3,438 |
13,880 |
-74 |
| Dec09 |
090605 |
194.35 |
197.37 |
192.61 |
194.42 |
-0.73 |
9,438 |
31,024 |
+792 |
| Jan10 |
090605 |
197.52 |
198.47 |
197.52 |
197.52 |
-0.56 |
2,553 |
12,961 |
+834 |
| Feb10 |
090605 |
199.69 |
200.85 |
198.95 |
199.72 |
-0.46 |
1,906 |
8,717 |
+491 |
| Mar10 |
090605 |
203.74 |
203.74 |
199.75 |
201.02 |
-0.36 |
1,642 |
5,948 |
+209 |
| Apr10 |
090605 |
204.54 |
204.54 |
201.42 |
201.42 |
-0.26 |
1,231 |
3,956 |
+132 |
| May10 |
090605 |
202.55 |
203.11 |
202.27 |
202.27 |
-0.21 |
687 |
4,812 |
+213 |
| Jun10 |
090605 |
202.85 |
204.60 |
202.68 |
203.52 |
-0.21 |
1,078 |
14,527 |
+312 |
| Total Volume and Open Interest |
104,190 |
275,025 |
+7,255 |
| Gasoline(NYMEX) |
| Jul09 |
090605 |
196.80 |
199.45 |
193.35 |
195.46 |
-0.75 |
52,857 |
92,399 |
-728 |
| Aug09 |
090605 |
195.40 |
197.81 |
191.75 |
193.78 |
-1.19 |
19,552 |
38,813 |
-477 |
| Sep09 |
090605 |
195.00 |
195.22 |
191.12 |
192.55 |
-1.34 |
11,248 |
29,395 |
+2,480 |
| Oct09 |
090605 |
183.50 |
183.95 |
180.12 |
181.78 |
-1.23 |
5,420 |
15,601 |
+632 |
| Nov09 |
090605 |
182.25 |
184.25 |
179.34 |
180.81 |
-1.11 |
3,444 |
8,068 |
+415 |
| Dec09 |
090605 |
181.50 |
184.00 |
179.34 |
181.36 |
-1.04 |
3,528 |
12,881 |
+283 |
| Jan10 |
090605 |
183.95 |
184.26 |
182.25 |
183.61 |
-1.04 |
305 |
3,647 |
+56 |
| Feb10 |
090605 |
186.18 |
186.18 |
185.69 |
186.01 |
-1.04 |
162 |
988 |
+98 |
| Mar10 |
090605 |
188.61 |
188.61 |
188.61 |
188.61 |
-1.04 |
27 |
1,773 |
-25 |
| Apr10 |
090605 |
202.41 |
202.41 |
202.41 |
202.41 |
-1.04 |
162 |
2,030 |
+10 |
| Total Volume and Open Interest |
96,965 |
213,288 |
+2,878 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090605 |
1.96 |
1.96 |
1.96 |
1.95 |
-0.01 |
0 |
3 |
+1 |
| Aug09 |
090605 |
193.78 |
193.78 |
193.78 |
193.78 |
-1.19 |
|
|
|
| Sep09 |
090605 |
192.55 |
192.55 |
192.55 |
192.55 |
-1.34 |
|
|
|
| Oct09 |
090605 |
181.78 |
181.78 |
181.78 |
181.78 |
-1.23 |
|
|
|
| Total Volume and Open Interest |
1 |
5 |
+1 |
| Natural Gas(NYM) |
| Jul09 |
090605 |
3.840 |
3.986 |
3.714 |
3.868 |
+0.058 |
115,358 |
134,366 |
+3,686 |
| Aug09 |
090605 |
3.985 |
4.143 |
3.884 |
4.042 |
+0.072 |
24,941 |
54,699 |
-72 |
| Sep09 |
090605 |
4.119 |
4.270 |
4.025 |
4.185 |
+0.084 |
16,320 |
52,702 |
+272 |
| Oct09 |
090605 |
4.315 |
4.479 |
4.243 |
4.395 |
+0.099 |
13,568 |
63,186 |
+765 |
| Nov09 |
090605 |
4.993 |
5.184 |
4.972 |
5.118 |
+0.125 |
3,659 |
30,334 |
+668 |
| Dec09 |
090605 |
5.735 |
5.922 |
5.725 |
5.864 |
+0.126 |
3,878 |
41,242 |
+705 |
| Jan10 |
090605 |
6.064 |
6.265 |
6.064 |
6.197 |
+0.129 |
5,234 |
34,642 |
+801 |
| Feb10 |
090605 |
6.171 |
6.310 |
6.100 |
6.233 |
+0.123 |
1,314 |
18,867 |
+505 |
| Mar10 |
090605 |
6.144 |
6.260 |
6.054 |
6.177 |
+0.117 |
3,555 |
36,181 |
-605 |
| Apr10 |
090605 |
6.050 |
6.098 |
5.929 |
6.042 |
+0.112 |
4,339 |
35,429 |
+194 |
| May10 |
090605 |
6.100 |
6.125 |
5.999 |
6.090 |
+0.112 |
365 |
13,081 |
+0 |
| Jun10 |
090605 |
6.110 |
6.228 |
6.110 |
6.199 |
+0.112 |
420 |
8,672 |
+224 |
| Jul10 |
090605 |
6.221 |
6.350 |
6.221 |
6.317 |
+0.112 |
88 |
7,418 |
-22 |
| Aug10 |
090605 |
6.316 |
6.448 |
6.312 |
6.410 |
+0.112 |
111 |
9,061 |
-5 |
| Sep10 |
090605 |
6.388 |
6.496 |
6.365 |
6.462 |
+0.112 |
133 |
6,620 |
+29 |
| Oct10 |
090605 |
6.500 |
6.600 |
6.470 |
6.562 |
+0.112 |
497 |
15,567 |
+179 |
| Total Volume and Open Interest |
194,680 |
690,200 |
+7,385 |
| Brent Crude Oil(ICE) |
| Jul09 |
090605 |
68.66 |
69.91 |
67.35 |
68.34 |
-0.37 |
125,057 |
120,741 |
-16,924 |
| Aug09 |
090605 |
69.89 |
70.64 |
68.12 |
69.06 |
-0.39 |
78,010 |
145,897 |
+14,006 |
| Sep09 |
090605 |
70.02 |
71.32 |
68.87 |
69.77 |
-0.40 |
43,478 |
86,300 |
+7,851 |
| Oct09 |
090605 |
71.24 |
71.99 |
69.59 |
70.49 |
-0.39 |
19,951 |
57,819 |
+9,252 |
| Nov09 |
090605 |
71.97 |
72.69 |
70.33 |
71.25 |
-0.39 |
11,922 |
20,822 |
-368 |
| Dec09 |
090605 |
72.68 |
73.38 |
71.05 |
72.00 |
-0.38 |
23,902 |
77,309 |
-128 |
| Jan10 |
090605 |
73.32 |
73.70 |
71.89 |
72.65 |
-0.39 |
3,696 |
22,860 |
+573 |
| Feb10 |
090605 |
73.82 |
73.92 |
72.41 |
73.20 |
-0.37 |
1,948 |
12,388 |
-70 |
| Mar10 |
090605 |
74.30 |
74.30 |
73.25 |
73.73 |
-0.36 |
965 |
8,556 |
-132 |
| Apr10 |
090605 |
74.24 |
74.24 |
74.24 |
74.24 |
-0.32 |
604 |
4,685 |
+46 |
| May10 |
090605 |
74.70 |
74.74 |
74.70 |
74.74 |
-0.25 |
571 |
4,060 |
-137 |
| Jun10 |
090605 |
75.50 |
75.60 |
74.55 |
75.15 |
-0.23 |
3,125 |
29,881 |
+667 |
| Jul10 |
090605 |
75.57 |
75.57 |
75.57 |
75.57 |
-0.21 |
726 |
6,737 |
+438 |
| Aug10 |
090605 |
75.88 |
75.88 |
75.88 |
75.88 |
-0.22 |
78 |
5,964 |
+29 |
| Total Volume and Open Interest |
325,442 |
739,929 |
+15,936 |
| Gas Oil(ICE) |
| Jun09 |
090605 |
556.00 |
560.50 |
544.25 |
549.25 |
-5.00 |
30,099 |
63,231 |
-2,353 |
| Jul09 |
090605 |
564.25 |
575.75 |
557.25 |
562.50 |
-4.25 |
59,833 |
108,660 |
+3,228 |
| Aug09 |
090605 |
580.00 |
585.50 |
569.75 |
575.25 |
-3.25 |
23,448 |
50,545 |
+459 |
| Sep09 |
090605 |
592.75 |
597.00 |
582.50 |
587.50 |
-2.50 |
11,787 |
41,824 |
+970 |
| Oct09 |
090605 |
601.75 |
607.75 |
592.00 |
598.00 |
-2.25 |
5,805 |
31,800 |
-90 |
| Nov09 |
090605 |
610.50 |
616.75 |
602.25 |
607.25 |
-2.00 |
4,470 |
17,823 |
-395 |
| Dec09 |
090605 |
618.75 |
625.25 |
610.00 |
615.50 |
-1.75 |
10,735 |
63,226 |
+1,471 |
| Jan10 |
090605 |
624.75 |
633.75 |
621.00 |
624.50 |
-1.75 |
4,262 |
22,817 |
-1,286 |
| Feb10 |
090605 |
628.50 |
632.50 |
628.25 |
632.00 |
-1.75 |
1,301 |
12,522 |
-263 |
| Mar10 |
090605 |
640.25 |
641.25 |
634.50 |
638.50 |
-1.75 |
2,643 |
15,504 |
+829 |
| Total Volume and Open Interest |
157,408 |
529,213 |
+2,653 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090605 |
1.765 |
1.775 |
1.765 |
1.765 |
-0.026 |
54 |
940 |
+12 |
| Aug09 |
090605 |
1.770 |
1.775 |
1.760 |
1.767 |
-0.022 |
10 |
413 |
+5 |
| Sep09 |
090605 |
1.775 |
1.775 |
1.775 |
1.775 |
-0.017 |
5 |
265 |
+5 |
| Oct09 |
090605 |
1.780 |
1.780 |
1.780 |
1.780 |
-0.015 |
10 |
222 |
+3 |
| Nov09 |
090605 |
1.780 |
1.780 |
1.770 |
1.770 |
-0.010 |
5 |
356 |
+5 |
| Dec09 |
090605 |
1.790 |
1.795 |
1.770 |
1.770 |
-0.032 |
15 |
405 |
+15 |
| Jan10 |
090605 |
1.790 |
1.790 |
1.781 |
1.786 |
-0.014 |
4 |
440 |
+4 |
| Total Volume and Open Interest |
118 |
4,102 |
-29 |
| US Dollar Index(ICE) |
| Jun09 |
090605 |
79.505 |
80.885 |
79.185 |
80.730 |
+1.280 |
8,018 |
35,726 |
-792 |
| Sep09 |
090605 |
80.000 |
81.375 |
79.700 |
81.220 |
+1.255 |
703 |
3,506 |
+32 |
| Dec09 |
090605 |
81.215 |
81.520 |
81.215 |
81.520 |
+1.205 |
9 |
46 |
+8 |
| Total Volume and Open Interest |
8,730 |
39,278 |
-752 |
| Australian Dollar(CME) |
| Jun09 |
090605 |
80.18 |
81.20 |
79.12 |
79.45 |
-0.73 |
88,628 |
85,677 |
-1,885 |
| Sep09 |
090605 |
79.54 |
80.66 |
78.61 |
78.93 |
-0.72 |
2,161 |
5,743 |
+650 |
| Dec09 |
090605 |
79.49 |
79.50 |
78.45 |
78.45 |
-0.70 |
10 |
216 |
+2 |
| Total Volume and Open Interest |
90,799 |
91,651 |
-1,233 |
| British Pound(CME) |
| Jun09 |
090605 |
161.42 |
162.44 |
159.35 |
159.75 |
-2.18 |
134,073 |
78,608 |
-756 |
| Sep09 |
090605 |
161.10 |
162.38 |
159.34 |
159.70 |
-2.18 |
9,844 |
24,129 |
+5,344 |
| Dec09 |
090605 |
160.65 |
162.10 |
159.57 |
159.65 |
-2.18 |
11 |
191 |
+0 |
| Total Volume and Open Interest |
143,928 |
102,930 |
+4,588 |
| Canadian Dollar(CME) |
| Jun09 |
090605 |
91.05 |
91.23 |
89.25 |
89.42 |
-1.75 |
77,574 |
75,787 |
-2,132 |
| Sep09 |
090605 |
91.16 |
91.27 |
89.32 |
89.48 |
-1.74 |
4,831 |
11,290 |
+765 |
| Dec09 |
090605 |
90.55 |
91.26 |
89.29 |
89.58 |
-1.71 |
163 |
1,568 |
+49 |
| Mar10 |
090605 |
90.66 |
91.35 |
89.61 |
89.71 |
-1.64 |
46 |
453 |
+14 |
| Total Volume and Open Interest |
82,621 |
89,312 |
-1,301 |
| Japanese Yen(CME) |
| Jun09 |
090605 |
103.44 |
103.56 |
101.12 |
101.67 |
-1.57 |
82,503 |
88,058 |
-554 |
| Sep09 |
090605 |
103.54 |
103.66 |
101.25 |
101.78 |
-1.56 |
3,122 |
8,935 |
+732 |
| Dec09 |
090605 |
103.26 |
103.63 |
101.64 |
101.95 |
-1.54 |
0 |
130 |
+0 |
| Total Volume and Open Interest |
85,625 |
97,136 |
+178 |
| Swiss Franc(CME) |
| Jun09 |
090605 |
93.54 |
93.77 |
91.68 |
92.07 |
-1.43 |
43,905 |
40,461 |
-420 |
| Sep09 |
090605 |
93.60 |
93.86 |
91.80 |
92.18 |
-1.43 |
666 |
1,665 |
+126 |
| Dec09 |
090605 |
92.35 |
93.77 |
92.22 |
92.33 |
-1.42 |
2 |
8 |
-1 |
| Total Volume and Open Interest |
44,573 |
42,134 |
-295 |
| EuroFX(CME) |
| Jun09 |
090605 |
141.77 |
142.67 |
139.31 |
139.61 |
-2.17 |
264,799 |
133,047 |
-3,347 |
| Sep09 |
090605 |
141.65 |
142.53 |
139.18 |
139.48 |
-2.16 |
13,843 |
18,223 |
+3,938 |
| Dec09 |
090605 |
141.58 |
142.24 |
139.33 |
139.41 |
-2.13 |
254 |
353 |
+223 |
| Total Volume and Open Interest |
278,896 |
151,627 |
+814 |
| Mexican Peso(CME) |
| Jun09 |
090605 |
756.5 |
762.0 |
749.5 |
751.2 |
-4.0 |
15,535 |
42,259 |
-2,598 |
| Jul09 |
090605 |
750.2 |
754.0 |
750.2 |
750.2 |
-3.8 |
|
|
|
| Total Volume and Open Interest |
16,116 |
48,441 |
-2,382 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090605 |
116~025 |
116~035 |
114~160 |
114~215 |
-1~070 |
28,494 |
49,635 |
-20,010 |
| Sep09 |
090605 |
114~150 |
114~215 |
112~310 |
113~070 |
-1~070 |
236,179 |
690,762 |
+5,498 |
| Dec09 |
090605 |
113~135 |
113~135 |
111~275 |
111~280 |
-1~070 |
31 |
273 |
+1 |
| Total Volume and Open Interest |
264,704 |
740,722 |
-14,511 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090605 |
116~230 |
116~230 |
115~020 |
115~040 |
-1~185 |
63,957 |
64,451 |
-22,173 |
| Sep09 |
090605 |
114~300 |
115~025 |
113~100 |
113~130 |
-1~195 |
880,703 |
1,046,944 |
-26,145 |
| Dec09 |
090605 |
112~020 |
113~235 |
112~020 |
112~020 |
-1~215 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
944,660 |
1,111,401 |
-48,318 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090605 |
115~076 |
115~077 |
114~040 |
114~040 |
-1~035 |
48,736 |
87,266 |
-28,582 |
| Sep09 |
090605 |
114~044 |
115~022 |
112~123 |
112~126 |
-1~053 |
408,539 |
662,046 |
+20,670 |
| Dec09 |
090605 |
50~038 |
51~091 |
50~038 |
50~038 |
-1~053 |
|
|
|
| Total Volume and Open Interest |
457,275 |
749,312 |
-7,912 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090605 |
108~119 |
108~120 |
108~066 |
108~028 |
-0~091 |
2,879 |
22,164 |
-6,170 |
| Sep09 |
090605 |
108~036 |
108~045 |
107~065 |
107~066 |
-0~105 |
142,237 |
471,502 |
-3,973 |
| Dec09 |
090605 |
107~007 |
107~112 |
107~007 |
107~007 |
-0~105 |
|
|
|
| Total Volume and Open Interest |
155,122 |
493,666 |
-10,143 |
| Eurodollars(CME) |
| Jun09 |
090605 |
99.360 |
99.365 |
99.283 |
99.302 |
-0.058 |
176,660 |
843,191 |
-19,575 |
| Sep09 |
090605 |
99.250 |
99.270 |
98.985 |
99.055 |
-0.195 |
221,185 |
1,052,476 |
-7,651 |
| Dec09 |
090605 |
98.990 |
99.015 |
98.580 |
98.635 |
-0.360 |
232,573 |
903,477 |
+17,386 |
| Mar10 |
090605 |
98.820 |
98.830 |
98.290 |
98.330 |
-0.485 |
214,023 |
777,289 |
+7,184 |
| Jun10 |
090605 |
98.505 |
98.530 |
97.930 |
97.985 |
-0.530 |
238,935 |
526,698 |
+12,583 |
| Sep10 |
090605 |
98.185 |
98.210 |
97.590 |
97.655 |
-0.540 |
228,510 |
477,081 |
+7,393 |
| Dec10 |
090605 |
97.780 |
97.820 |
97.235 |
97.305 |
-0.510 |
180,129 |
548,437 |
+8,216 |
| Mar11 |
090605 |
97.465 |
97.475 |
96.930 |
97.000 |
-0.480 |
124,075 |
317,248 |
+514 |
| Jun11 |
090605 |
97.090 |
97.095 |
96.590 |
96.655 |
-0.445 |
89,571 |
300,123 |
-2,999 |
| Sep11 |
090605 |
96.705 |
96.710 |
96.265 |
96.330 |
-0.410 |
70,333 |
212,594 |
-1,666 |
| Dec11 |
090605 |
96.360 |
96.360 |
95.935 |
95.995 |
-0.375 |
58,426 |
139,129 |
-36 |
| Mar12 |
090605 |
96.060 |
96.070 |
95.710 |
95.765 |
-0.330 |
41,408 |
107,747 |
-2,032 |
| Jun12 |
090605 |
95.805 |
95.825 |
95.505 |
95.550 |
-0.285 |
20,444 |
103,497 |
+3,108 |
| Sep12 |
090605 |
95.600 |
95.605 |
95.305 |
95.370 |
-0.250 |
18,329 |
67,493 |
+957 |
| Dec12 |
090605 |
95.410 |
95.410 |
95.120 |
95.200 |
-0.220 |
13,858 |
56,062 |
+87 |
| Mar13 |
090605 |
95.265 |
95.285 |
95.015 |
95.100 |
-0.200 |
12,774 |
61,212 |
+86 |
| Jun13 |
090605 |
95.130 |
95.130 |
94.895 |
94.980 |
-0.185 |
8,721 |
24,460 |
-828 |
| Sep13 |
090605 |
95.015 |
95.015 |
94.775 |
94.875 |
-0.170 |
8,062 |
39,156 |
-1,646 |
| Total Volume and Open Interest |
1,995,007 |
6,767,258 |
+25,232 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090605 |
99.793 |
99.793 |
99.785 |
99.790 |
unch |
4,475 |
55,250 |
-734 |
| Jul09 |
090605 |
99.795 |
99.795 |
99.770 |
99.780 |
-0.015 |
7,224 |
43,456 |
-1,222 |
| Aug09 |
090605 |
99.770 |
99.775 |
99.725 |
99.730 |
-0.045 |
2,548 |
39,839 |
+545 |
| Sep09 |
090605 |
99.760 |
99.765 |
99.680 |
99.690 |
-0.075 |
1,410 |
30,029 |
-19 |
| Oct09 |
090605 |
99.745 |
99.745 |
99.580 |
99.620 |
-0.125 |
807 |
31,975 |
-137 |
| Nov09 |
090605 |
99.695 |
99.695 |
99.480 |
99.515 |
-0.190 |
1,049 |
48,642 |
-7 |
| Total Volume and Open Interest |
32,150 |
375,486 |
+1,440 |
| 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 |
090605 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Sep09 |
090605 |
99.52 |
99.52 |
99.51 |
99.51 |
-0.01 |
|
|
|
| Dec09 |
090605 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Mar10 |
090605 |
99.54 |
99.54 |
99.53 |
99.53 |
-0.01 |
|
|
|
| Jun10 |
090605 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Sep10 |
090605 |
99.45 |
99.45 |
99.44 |
99.44 |
-0.01 |
|
|
|
| Dec10 |
090605 |
99.42 |
99.42 |
99.39 |
99.39 |
-0.03 |
|
|
|
| Mar11 |
090605 |
99.33 |
99.33 |
99.31 |
99.31 |
-0.02 |
|
|
|
| Jun11 |
090605 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Sep11 |
090605 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090605 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.00 |
505 |
13,269 |
+104 |
| Sep09 |
090605 |
99.52 |
99.52 |
99.51 |
99.51 |
0.00 |
964 |
5,677 |
+726 |
| Dec09 |
090605 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
100 |
2,683 |
+15 |
| Mar10 |
090605 |
99.53 |
99.53 |
99.53 |
99.53 |
0.00 |
2 |
2,412 |
+2 |
| Jun10 |
090605 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
0 |
800 |
+0 |
| Sep10 |
090605 |
99.46 |
99.46 |
99.44 |
99.44 |
0.00 |
0 |
281 |
+0 |
| Dec10 |
090605 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
0 |
252 |
+0 |
| Mar11 |
090605 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.01 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
1,571 |
28,025 |
+664 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090605 |
136.67 |
136.86 |
136.50 |
136.81 |
unch |
1,751 |
17,035 |
-572 |
| Sep09 |
090605 |
136.00 |
136.27 |
135.92 |
136.21 |
+0.05 |
1,144 |
3,120 |
+485 |
| Dec09 |
090605 |
136.21 |
136.21 |
136.21 |
136.21 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
2,895 |
21,194 |
+1,039 |
| Euro-Bund(EUREX) |
| Jun09 |
090605 |
119.09 |
119.32 |
118.21 |
118.34 |
-0.90 |
1,292,785 |
536,514 |
-266,566 |
| Sep09 |
090605 |
118.40 |
118.65 |
117.56 |
117.66 |
-0.88 |
480,892 |
488,014 |
+213,576 |
| Dec09 |
090605 |
117.44 |
117.44 |
116.37 |
116.37 |
-1.12 |
159 |
14 |
+0 |
| Total Volume and Open Interest |
1,773,836 |
1,024,542 |
-52,990 |
| Euro-Bobl(EUREX) |
| Jun09 |
090521 |
115.34 |
115.95 |
115.27 |
115.79 |
-0.15 |
492,831 |
742,996 |
+17,017 |
| Sep09 |
090605 |
114.19 |
114.22 |
113.25 |
113.47 |
-0.80 |
266,533 |
353,873 |
+113,659 |
| Dec09 |
090605 |
112.23 |
112.23 |
112.23 |
112.23 |
-0.80 |
25 |
25 |
+25 |
| Total Volume and Open Interest |
934,284 |
747,444 |
-61,351 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090605 |
98.730 |
98.735 |
98.700 |
98.705 |
-0.075 |
3,018 |
10,400 |
+2,052 |
| Dec09 |
090605 |
98.600 |
98.600 |
98.495 |
98.495 |
-0.165 |
209 |
4,572 |
+57 |
| Total Volume and Open Interest |
4,687 |
37,746 |
+2,159 |
| Long Gilt(LIFFE) |
| Jun09 |
090605 |
117~20 |
117~31 |
117~07 |
117~09 |
-1~09 |
8,064 |
45,231 |
-4,183 |
| Sep09 |
090605 |
116~07 |
116~15 |
115~15 |
115~23 |
-0~21 |
112,699 |
214,611 |
-5,045 |
| Total Volume and Open Interest |
117,931 |
257,962 |
-6,925 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090605 |
98.77 |
98.77 |
98.72 |
98.75 |
-0.02 |
39,309 |
296,004 |
-2,094 |
| Sep09 |
090605 |
98.79 |
98.79 |
98.62 |
98.70 |
-0.11 |
44,468 |
286,891 |
+2,954 |
| Dec09 |
090605 |
98.56 |
98.59 |
98.33 |
98.40 |
-0.21 |
32,396 |
309,573 |
+909 |
| Mar10 |
090605 |
98.38 |
98.40 |
98.07 |
98.15 |
-0.27 |
47,432 |
361,139 |
+78 |
| Jun10 |
090605 |
98.04 |
98.04 |
97.71 |
97.78 |
-0.29 |
42,363 |
267,080 |
+2,250 |
| Sep10 |
090605 |
97.63 |
97.65 |
97.33 |
97.39 |
-0.29 |
42,725 |
250,859 |
+194 |
| Total Volume and Open Interest |
311,989 |
2,300,730 |
+4,352 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090605 |
98.710 |
98.730 |
98.685 |
98.695 |
-0.030 |
123,638 |
598,543 |
-16,088 |
| Sep09 |
090605 |
98.730 |
98.760 |
98.680 |
98.695 |
-0.085 |
169,528 |
599,847 |
+9,150 |
| Dec09 |
090605 |
98.615 |
98.630 |
98.470 |
98.490 |
-0.170 |
119,719 |
520,548 |
-7,520 |
| Total Volume and Open Interest |
795,376 |
3,582,734 |
-12,157 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090605 |
96.74 |
96.75 |
96.71 |
96.74 |
unch |
11,450 |
117,853 |
-6,976 |
| Sep09 |
090605 |
96.90 |
96.92 |
96.84 |
96.86 |
-0.04 |
23,545 |
283,062 |
+4,962 |
| Dec09 |
090605 |
96.88 |
96.91 |
96.81 |
96.83 |
-0.06 |
21,750 |
175,487 |
+5,676 |
| Mar10 |
090605 |
96.66 |
96.68 |
96.58 |
96.59 |
-0.07 |
6,265 |
101,760 |
+336 |
| Jun10 |
090605 |
96.27 |
96.29 |
96.17 |
96.20 |
-0.07 |
2,987 |
73,747 |
-395 |
| Sep10 |
090605 |
95.85 |
95.85 |
95.72 |
95.74 |
-0.09 |
1,371 |
41,407 |
-411 |
| Dec10 |
090605 |
95.39 |
95.39 |
95.26 |
95.26 |
-0.12 |
480 |
23,999 |
-568 |
| Mar11 |
090605 |
94.91 |
94.92 |
94.82 |
94.84 |
-0.13 |
339 |
14,823 |
-156 |
| Jun11 |
090605 |
94.52 |
94.52 |
94.47 |
94.52 |
-0.09 |
0 |
2,310 |
+0 |
| Sep11 |
090605 |
94.19 |
94.19 |
94.18 |
94.18 |
-0.11 |
0 |
719 |
+0 |
| Total Volume and Open Interest |
68,187 |
836,325 |
+2,468 |
| 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 |
090605 |
94.55 |
94.57 |
94.38 |
94.39 |
-0.17 |
379 |
9,685 |
+346 |
| Total Volume and Open Interest |
30,085 |
361,283 |
-7,757 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090605 |
95.94 |
95.96 |
95.80 |
95.83 |
-0.13 |
72,908 |
622,543 |
-22,892 |
| Sep09 |
090605 |
95.67 |
95.67 |
95.56 |
95.57 |
-0.12 |
1,701 |
26,261 |
-2,487 |
| Total Volume and Open Interest |
74,609 |
648,804 |
-25,379 |
| Gold(CMX) |
| Jun09 |
090605 |
981.4 |
983.0 |
954.0 |
961.7 |
-19.5 |
1,187 |
3,454 |
-281 |
| Aug09 |
090605 |
981.4 |
985.0 |
953.8 |
962.6 |
-19.7 |
127,898 |
253,578 |
+3,975 |
| Oct09 |
090605 |
984.0 |
985.5 |
956.2 |
964.0 |
-19.6 |
1,084 |
11,678 |
+46 |
| Dec09 |
090605 |
984.1 |
987.0 |
956.7 |
965.5 |
-19.5 |
2,012 |
44,568 |
+343 |
| Feb10 |
090605 |
984.8 |
984.9 |
960.0 |
967.3 |
-19.1 |
281 |
13,463 |
+8 |
| Apr10 |
090605 |
985.3 |
988.1 |
960.9 |
969.1 |
-18.6 |
1,425 |
15,555 |
+243 |
| Jun10 |
090605 |
971.2 |
971.2 |
971.2 |
971.2 |
-18.1 |
15 |
11,044 |
-16 |
| Aug10 |
090605 |
973.7 |
973.7 |
973.7 |
973.7 |
-17.4 |
70 |
537 |
-15 |
| Oct10 |
090605 |
976.6 |
976.6 |
976.6 |
976.6 |
-16.6 |
50 |
502 |
+0 |
| Dec10 |
090605 |
979.8 |
979.8 |
979.8 |
979.8 |
-15.8 |
124 |
12,585 |
+46 |
| Feb11 |
090605 |
983.3 |
983.3 |
983.3 |
983.3 |
-15.2 |
0 |
12 |
+0 |
| Apr11 |
090605 |
987.0 |
987.0 |
987.0 |
987.0 |
-14.6 |
|
|
|
| Total Volume and Open Interest |
135,432 |
395,923 |
+4,866 |
| Silver(CMX) |
| Jul09 |
090605 |
1592.5 |
1598.0 |
1516.0 |
1538.8 |
-50.7 |
37,600 |
57,953 |
-550 |
| Sep09 |
090605 |
1595.0 |
1598.0 |
1520.0 |
1542.2 |
-50.5 |
4,491 |
13,079 |
+1,278 |
| Dec09 |
090605 |
1596.0 |
1605.0 |
1524.0 |
1546.0 |
-50.0 |
2,448 |
17,131 |
+389 |
| Mar10 |
090605 |
1538.5 |
1548.8 |
1538.5 |
1548.8 |
-49.4 |
313 |
5,750 |
+41 |
| May10 |
090605 |
1599.5 |
1599.5 |
1550.8 |
1550.8 |
-49.0 |
0 |
2,569 |
+0 |
| Jul10 |
090605 |
1601.5 |
1601.5 |
1533.0 |
1552.8 |
-48.6 |
15 |
2,554 |
-1 |
| Sep10 |
090605 |
1551.5 |
1555.3 |
1550.0 |
1555.3 |
-47.8 |
6 |
63 |
+4 |
| Total Volume and Open Interest |
44,969 |
106,173 |
+1,187 |
| Platinum(NYMEX) |
| Jul09 |
090605 |
1294.4 |
1299.5 |
1259.9 |
1286.2 |
-7.1 |
5,392 |
19,892 |
-389 |
| Oct09 |
090605 |
1289.6 |
1303.2 |
1266.4 |
1292.2 |
-6.7 |
784 |
3,502 |
+638 |
| Jan10 |
090605 |
1281.0 |
1296.3 |
1281.0 |
1296.3 |
-6.7 |
7 |
24 |
+7 |
| Total Volume and Open Interest |
6,183 |
23,418 |
+256 |
| Palladium(NYMEX) |
| Jun09 |
090605 |
257.50 |
259.05 |
253.60 |
259.05 |
+4.65 |
17 |
447 |
-25 |
| Sep09 |
090605 |
255.70 |
266.85 |
252.80 |
259.80 |
+4.40 |
1,728 |
15,268 |
-70 |
| Dec09 |
090605 |
255.00 |
263.45 |
255.00 |
261.00 |
+4.40 |
11 |
302 |
-17 |
| Total Volume and Open Interest |
1,756 |
16,017 |
-112 |
| Copper(CMX) |
| Jul09 |
090605 |
230.10 |
233.40 |
223.20 |
228.40 |
-1.70 |
24,163 |
70,156 |
-1,046 |
| Sep09 |
090605 |
231.55 |
234.30 |
224.50 |
229.60 |
-1.60 |
6,774 |
28,216 |
+3,466 |
| Dec09 |
090605 |
234.90 |
234.90 |
224.85 |
230.35 |
-1.35 |
286 |
7,097 |
+136 |
| Mar10 |
090605 |
228.50 |
230.60 |
228.50 |
230.60 |
-1.20 |
35 |
1,940 |
-1 |
| May10 |
090605 |
230.70 |
230.70 |
230.70 |
230.70 |
-1.10 |
0 |
411 |
+0 |
| Total Volume and Open Interest |
32,017 |
114,127 |
+2,770 |
| Aluminum(CMX) |
| Jun09 |
090605 |
0.72 |
0.72 |
0.72 |
0.72 |
unch |
|
|
|
| Jul09 |
090605 |
0.73 |
0.73 |
0.73 |
0.73 |
unch |
|
|
|
| Aug09 |
090605 |
0.73 |
0.73 |
0.73 |
0.73 |
unch |
|
|
|
| Sep09 |
090605 |
0.74 |
0.74 |
0.74 |
0.74 |
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 |
090605 |
8725 |
8868 |
8695 |
8762 |
+32 |
1,689 |
23,413 |
-34 |
| Sep09 |
090605 |
8670 |
8795 |
8640 |
8705 |
+31 |
826 |
2,404 |
+853 |
| Dec09 |
090605 |
8697 |
8697 |
8622 |
8655 |
+33 |
0 |
3 |
+0 |
| Mar10 |
090605 |
8612 |
8612 |
8580 |
8612 |
+32 |
|
|
|
| Total Volume and Open Interest |
2,515 |
25,820 |
+819 |
| S & P 500(CME) |
| Jun09 |
090605 |
941.00 |
957.20 |
933.00 |
940.50 |
unch |
34,342 |
424,256 |
-5,374 |
| Sep09 |
090605 |
946.00 |
947.20 |
929.00 |
936.10 |
+0.10 |
12,680 |
49,448 |
+5,384 |
| Dec09 |
090605 |
933.00 |
941.60 |
925.60 |
932.20 |
+0.60 |
156 |
5,198 |
+0 |
| Mar10 |
090605 |
930.00 |
937.90 |
921.90 |
929.40 |
+1.50 |
50 |
3,139 |
-50 |
| Total Volume and Open Interest |
47,228 |
482,043 |
-40 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090605 |
941.00 |
957.50 |
933.25 |
940.50 |
unch |
1,975,454 |
2,606,183 |
+2,130 |
| Sep09 |
090605 |
936.25 |
953.00 |
928.75 |
936.00 |
unch |
55,624 |
170,883 |
+18,451 |
| Total Volume and Open Interest |
2,031,197 |
2,777,836 |
+20,676 |
| NASDAQ 100(CME) |
| Jun09 |
090605 |
1491.80 |
1510.50 |
1478.00 |
1495.00 |
+2.00 |
1,946 |
26,789 |
+441 |
| Sep09 |
090605 |
1500.50 |
1500.50 |
1485.00 |
1493.80 |
+2.30 |
181 |
279 |
+209 |
| Dec09 |
090605 |
1496.80 |
1496.80 |
1494.50 |
1496.80 |
+2.30 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,127 |
27,070 |
+650 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090605 |
1492.80 |
1513.00 |
1478.50 |
1495.00 |
+2.00 |
242,330 |
282,714 |
+2,831 |
| Sep09 |
090605 |
1491.50 |
1510.80 |
1477.50 |
1493.80 |
+2.30 |
2,668 |
3,134 |
+1,242 |
| Total Volume and Open Interest |
244,998 |
285,865 |
+4,073 |
| S & P Midcap 400(CME) |
| Jun09 |
090605 |
603.00 |
603.80 |
589.50 |
595.20 |
-1.60 |
18 |
4,455 |
+7 |
| Sep09 |
090605 |
592.90 |
593.70 |
592.90 |
592.90 |
-1.80 |
|
|
|
| Dec09 |
090605 |
590.90 |
591.70 |
590.90 |
590.90 |
-1.80 |
|
|
|
| Total Volume and Open Interest |
18 |
4,455 |
+7 |
| Russell 2000(CME) |
| Jun09 |
090605 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
1,738 |
5,161 |
+7 |
| Sep09 |
090605 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
1,744 |
3,456 |
+3 |
| Dec09 |
090605 |
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 |
090605 |
9755 |
9785 |
9720 |
9780 |
+80 |
81,917 |
194,663 |
-693 |
| Sep09 |
090605 |
9775 |
9785 |
9730 |
9785 |
+80 |
6,324 |
11,320 |
+4,980 |
| Total Volume and Open Interest |
88,566 |
209,832 |
+1,515 |
| Nikkei 225(SGX) |
| Jun09 |
090605 |
9755 |
9785 |
9720 |
9780 |
+80 |
81,917 |
194,663 |
-693 |
| Sep09 |
090605 |
9775 |
9785 |
9730 |
9785 |
+80 |
6,324 |
11,320 |
+4,980 |
| Dec09 |
090605 |
9740 |
9740 |
9740 |
9740 |
+80 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
88,566 |
209,832 |
+1,515 |
| CAC 40(EURONEXT) |
| Jun09 |
090605 |
3326.0 |
3389.5 |
3313.0 |
3337.0 |
+26.0 |
101,324 |
460,713 |
+15,365 |
| Jul09 |
090605 |
3334.0 |
3381.0 |
3311.0 |
3332.5 |
+26.0 |
1,213 |
10,274 |
+1,108 |
| Aug09 |
090605 |
3333.0 |
3333.0 |
3333.0 |
3333.0 |
+25.0 |
0 |
73 |
-28 |
| Total Volume and Open Interest |
103,236 |
475,925 |
+17,075 |
| Hang Seng Index(HKFE) |
| Jun09 |
090605 |
18497 |
18666 |
18332 |
18646 |
+303 |
91,463 |
90,680 |
-494 |
| Jul09 |
090605 |
18546 |
18652 |
18340 |
18640 |
+290 |
718 |
908 |
+264 |
| Total Volume and Open Interest |
92,449 |
93,922 |
-222 |
| DAX(EUREX) |
| Jun09 |
090605 |
5096.0 |
5165.0 |
5046.5 |
5082.0 |
+6.5 |
131,050 |
161,644 |
-1,271 |
| Sep09 |
090605 |
5104.5 |
5168.5 |
5056.0 |
5089.0 |
+7.0 |
910 |
9,449 |
+188 |
| Dec09 |
090605 |
5112.0 |
5174.0 |
5068.0 |
5097.0 |
+7.5 |
419 |
3,088 |
+57 |
| Total Volume and Open Interest |
132,379 |
174,181 |
-1,026 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090605 |
4428.00 |
4497.00 |
4411.00 |
4434.00 |
+43.00 |
101,447 |
730,391 |
-11,856 |
| Sep09 |
090605 |
4393.50 |
4456.00 |
4381.00 |
4400.00 |
+44.00 |
218 |
7,296 |
+59 |
| Dec09 |
090605 |
4378.50 |
4426.00 |
4355.50 |
4372.00 |
+44.00 |
0 |
3,426 |
+0 |
| Total Volume and Open Interest |
101,665 |
741,113 |
-11,797 |
| SPI 200(SFE) |
| Jun09 |
090605 |
3954.0 |
4025.0 |
3911.0 |
3946.0 |
-3.0 |
37,697 |
310,833 |
+650 |
| Sep09 |
090605 |
3937.0 |
3987.0 |
3900.0 |
3922.0 |
-3.0 |
885 |
3,970 |
+395 |
| Dec09 |
090605 |
3928.0 |
3928.0 |
3928.0 |
3928.0 |
unch |
0 |
3,665 |
-153 |
| Total Volume and Open Interest |
38,582 |
321,650 |
+892 |
| GSCI(CME) |
| Jun09 |
090605 |
457.00 |
460.25 |
450.00 |
454.00 |
-2.60 |
969 |
16,208 |
+134 |
| Jul09 |
090605 |
464.00 |
466.50 |
455.50 |
459.30 |
-2.60 |
69 |
155 |
+52 |
| Aug09 |
090605 |
467.00 |
469.00 |
461.00 |
464.50 |
-2.20 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
1,040 |
16,363 |
+186 |
| 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. |
|
|