|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed June 10, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090610 |
1240.00 |
1255.50 |
1237.50 |
1246.00 |
+2.50 |
87,744 |
164,735 |
-9,322 |
| Aug09 |
090610 |
1174.50 |
1186.75 |
1168.00 |
1175.25 |
-2.00 |
16,324 |
38,144 |
+2,089 |
| Sep09 |
090610 |
1111.00 |
1120.75 |
1102.25 |
1112.25 |
+2.25 |
3,746 |
14,401 |
+980 |
| Nov09 |
090610 |
1072.00 |
1081.50 |
1067.00 |
1079.25 |
+6.75 |
45,012 |
172,991 |
+3,435 |
| Jan10 |
090610 |
1077.75 |
1086.75 |
1073.50 |
1086.00 |
+6.75 |
3,162 |
18,251 |
+923 |
| Mar10 |
090610 |
1077.75 |
1085.00 |
1072.00 |
1084.25 |
+6.25 |
2,060 |
16,770 |
+558 |
| May10 |
090610 |
1060.00 |
1068.00 |
1053.75 |
1066.50 |
+4.00 |
510 |
6,770 |
+147 |
| Total Volume and Open Interest |
161,631 |
456,600 |
-1,546 |
| Soybean Meal(CBOT) |
| Jul09 |
090610 |
406.80 |
414.90 |
405.30 |
413.40 |
+5.60 |
27,902 |
72,927 |
-2,498 |
| Aug09 |
090610 |
375.50 |
381.30 |
374.30 |
379.20 |
+2.60 |
9,035 |
23,829 |
-42 |
| Sep09 |
090610 |
353.50 |
358.00 |
351.30 |
356.00 |
+2.70 |
3,556 |
18,061 |
+430 |
| Oct09 |
090610 |
334.30 |
339.50 |
332.00 |
338.40 |
+4.10 |
2,494 |
16,537 |
+535 |
| Dec09 |
090610 |
326.50 |
331.50 |
322.80 |
330.40 |
+4.60 |
11,627 |
47,618 |
+1,948 |
| Jan10 |
090610 |
322.60 |
326.70 |
320.20 |
326.70 |
+5.10 |
285 |
4,171 |
-32 |
| Mar10 |
090610 |
318.20 |
324.00 |
315.40 |
322.90 |
+5.80 |
315 |
2,953 |
+47 |
| May10 |
090610 |
311.00 |
315.10 |
307.90 |
315.10 |
+5.70 |
105 |
4,330 |
+10 |
| Total Volume and Open Interest |
55,420 |
193,923 |
+395 |
| Soybean Oil(CBOT) |
| Jul09 |
090610 |
39.41 |
39.85 |
38.18 |
38.61 |
-0.84 |
42,542 |
101,401 |
-4,664 |
| Aug09 |
090610 |
39.58 |
39.95 |
38.33 |
38.76 |
-0.82 |
12,912 |
31,257 |
+1,002 |
| Sep09 |
090610 |
39.78 |
40.10 |
38.50 |
38.92 |
-0.82 |
9,325 |
23,902 |
+1,436 |
| Oct09 |
090610 |
40.02 |
40.21 |
38.72 |
39.10 |
-0.81 |
3,956 |
13,395 |
+417 |
| Dec09 |
090610 |
40.28 |
40.75 |
39.01 |
39.47 |
-0.81 |
21,060 |
61,399 |
+5,182 |
| Jan10 |
090610 |
40.84 |
40.86 |
39.34 |
39.77 |
-0.81 |
288 |
5,250 |
-60 |
| Mar10 |
090610 |
40.66 |
41.17 |
40.02 |
40.02 |
-0.81 |
264 |
2,067 |
+88 |
| May10 |
090610 |
41.26 |
41.26 |
40.14 |
40.14 |
-0.81 |
504 |
2,638 |
+224 |
| Total Volume and Open Interest |
91,025 |
249,097 |
+3,613 |
| Canola(WCE) |
| Jul09 |
090610 |
475.9 |
478.1 |
473.0 |
474.0 |
-0.8 |
6,715 |
33,604 |
+2,019 |
| Nov09 |
090610 |
478.0 |
480.9 |
475.5 |
476.7 |
-1.0 |
7,824 |
74,213 |
+2,568 |
| Jan10 |
090610 |
485.0 |
485.0 |
479.7 |
480.0 |
-1.9 |
130 |
5,295 |
+22 |
| Mar10 |
090610 |
485.5 |
485.6 |
483.4 |
483.4 |
-1.6 |
1 |
1,481 |
+1 |
| May10 |
090610 |
488.3 |
488.3 |
488.3 |
488.3 |
-1.6 |
62 |
482 |
+42 |
| Total Volume and Open Interest |
14,734 |
115,671 |
+4,654 |
| Corn(CBOT) |
| Jul09 |
090610 |
442.75 |
449.75 |
434.75 |
435.75 |
-8.25 |
132,762 |
313,871 |
-22,734 |
| Sep09 |
090610 |
452.25 |
458.50 |
443.75 |
444.75 |
-8.50 |
57,624 |
179,785 |
+10,375 |
| Dec09 |
090610 |
465.00 |
471.75 |
457.00 |
458.00 |
-8.25 |
45,740 |
338,526 |
+1,833 |
| Mar10 |
090610 |
475.25 |
482.50 |
467.50 |
469.00 |
-8.50 |
3,706 |
54,021 |
+606 |
| May10 |
090610 |
483.25 |
490.00 |
474.75 |
476.00 |
-8.75 |
396 |
10,106 |
+25 |
| Jul10 |
090610 |
489.75 |
496.25 |
481.75 |
483.00 |
-8.50 |
3,591 |
30,596 |
+1,347 |
| Total Volume and Open Interest |
246,369 |
984,629 |
-8,203 |
| Wheat(CBOT) |
| Jul09 |
090610 |
613.50 |
617.25 |
592.00 |
596.00 |
-17.75 |
68,325 |
121,624 |
-20,688 |
| Sep09 |
090610 |
641.00 |
645.25 |
620.25 |
624.50 |
-17.50 |
23,346 |
86,995 |
+5,717 |
| Dec09 |
090610 |
667.25 |
670.75 |
646.25 |
650.50 |
-16.75 |
23,088 |
78,885 |
-2,089 |
| Mar10 |
090610 |
681.25 |
686.25 |
664.00 |
667.50 |
-16.50 |
894 |
9,465 |
-100 |
| May10 |
090610 |
677.00 |
678.00 |
677.00 |
677.25 |
-17.25 |
5 |
1,059 |
+0 |
| Total Volume and Open Interest |
128,546 |
338,811 |
-12,618 |
| Wheat(KCBT) |
| Jul09 |
090610 |
665.50 |
666.50 |
644.00 |
648.00 |
-17.50 |
10,917 |
36,966 |
-1,583 |
| Sep09 |
090610 |
674.00 |
676.75 |
654.50 |
658.50 |
-17.50 |
3,697 |
16,180 |
+1,656 |
| Dec09 |
090610 |
691.50 |
693.25 |
671.25 |
674.50 |
-18.00 |
4,112 |
28,657 |
-525 |
| Mar10 |
090610 |
703.50 |
707.50 |
686.50 |
689.25 |
-17.50 |
90 |
1,642 |
+3 |
| May10 |
090610 |
693.50 |
712.75 |
692.50 |
693.25 |
-18.50 |
4 |
176 |
+2 |
| Total Volume and Open Interest |
20,871 |
92,603 |
+230 |
| Wheat(MGE) |
| Jul09 |
090610 |
743.00 |
746.25 |
725.00 |
726.50 |
-16.50 |
3,653 |
8,909 |
-1,020 |
| Sep09 |
090610 |
739.75 |
744.00 |
720.50 |
723.25 |
-17.00 |
1,288 |
10,311 |
+92 |
| Dec09 |
090610 |
750.25 |
752.00 |
730.00 |
731.50 |
-18.75 |
921 |
7,586 |
+41 |
| Mar10 |
090610 |
760.00 |
762.00 |
741.50 |
742.00 |
-20.00 |
167 |
1,472 |
-87 |
| May10 |
090610 |
764.50 |
767.00 |
745.50 |
746.00 |
-20.75 |
114 |
413 |
-18 |
| Total Volume and Open Interest |
7,073 |
33,508 |
-272 |
| Oats(CBOT) |
| Jul09 |
090610 |
242.50 |
249.00 |
238.00 |
241.50 |
-4.50 |
1,251 |
5,919 |
-206 |
| Sep09 |
090610 |
254.00 |
256.50 |
247.75 |
251.00 |
-4.50 |
505 |
2,326 |
+160 |
| Dec09 |
090610 |
267.00 |
271.75 |
261.75 |
265.00 |
-4.00 |
413 |
6,727 |
+189 |
| Mar10 |
090610 |
277.00 |
282.00 |
275.00 |
278.00 |
-4.00 |
0 |
63 |
+0 |
| Total Volume and Open Interest |
2,169 |
15,035 |
+143 |
| Rough Rice(CBOT) |
| Jul09 |
090610 |
12.94 |
13.03 |
12.66 |
12.77 |
-0.18 |
158 |
3,109 |
-93 |
| Sep09 |
090610 |
12.94 |
13.00 |
12.67 |
12.77 |
-0.12 |
102 |
3,413 |
+19 |
| Nov09 |
090610 |
12.90 |
13.00 |
12.74 |
12.78 |
-0.11 |
76 |
1,837 |
+31 |
| Jan10 |
090610 |
13.05 |
13.05 |
12.93 |
12.93 |
-0.01 |
2 |
258 |
+0 |
| Total Volume and Open Interest |
375 |
8,969 |
-35 |
| Live Cattle(CME) |
| Jun09 |
090610 |
80.350 |
80.535 |
79.600 |
79.750 |
-0.430 |
6,238 |
12,126 |
-104 |
| Aug09 |
090610 |
81.900 |
82.050 |
80.550 |
80.830 |
-0.895 |
9,523 |
109,664 |
+317 |
| Oct09 |
090610 |
87.330 |
87.450 |
86.230 |
86.400 |
-0.635 |
4,809 |
52,674 |
-309 |
| Dec09 |
090610 |
89.250 |
89.480 |
88.200 |
88.400 |
-0.680 |
3,348 |
22,177 |
+1,223 |
| Feb10 |
090610 |
91.000 |
91.050 |
90.035 |
90.550 |
-0.200 |
1,069 |
9,900 |
-2 |
| Apr10 |
090610 |
92.700 |
92.700 |
91.785 |
92.200 |
-0.350 |
133 |
3,321 |
+61 |
| Total Volume and Open Interest |
25,149 |
210,634 |
+1,196 |
| Feeder Cattle(CME) |
| Aug09 |
090610 |
96.500 |
96.785 |
95.580 |
96.180 |
-0.150 |
2,813 |
14,553 |
+187 |
| Sep09 |
090610 |
96.930 |
97.250 |
96.050 |
96.350 |
-0.600 |
321 |
1,998 |
-84 |
| Oct09 |
090610 |
97.250 |
97.680 |
96.400 |
96.930 |
-0.570 |
383 |
3,919 |
+52 |
| Nov09 |
090610 |
97.850 |
97.850 |
96.900 |
97.635 |
+0.085 |
270 |
910 |
+34 |
| Jan10 |
090610 |
96.980 |
97.000 |
96.300 |
96.500 |
-0.300 |
163 |
321 |
+92 |
| Mar10 |
090610 |
95.700 |
96.100 |
95.700 |
95.800 |
+0.100 |
1 |
46 |
+1 |
| Apr10 |
090610 |
95.000 |
95.350 |
95.000 |
95.250 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
3,953 |
21,754 |
+284 |
| Lean Hogs(CME) |
| Jun09 |
090610 |
57.500 |
57.630 |
56.800 |
57.080 |
-0.270 |
4,407 |
9,872 |
-1,465 |
| Jul09 |
090610 |
58.950 |
59.600 |
57.800 |
58.350 |
-0.400 |
12,560 |
42,977 |
-2,997 |
| Aug09 |
090610 |
60.650 |
61.200 |
58.900 |
59.285 |
-1.250 |
11,869 |
40,463 |
+2,837 |
| Oct09 |
090610 |
60.035 |
60.350 |
57.500 |
57.630 |
-2.155 |
4,038 |
28,687 |
+319 |
| Dec09 |
090610 |
62.600 |
62.950 |
60.600 |
61.100 |
-1.400 |
3,121 |
13,699 |
+1,055 |
| Feb10 |
090610 |
67.700 |
67.700 |
66.135 |
66.500 |
-0.950 |
163 |
2,914 |
+96 |
| Apr10 |
090610 |
71.250 |
71.330 |
69.900 |
70.400 |
-0.680 |
30 |
1,289 |
-1 |
| May10 |
090610 |
76.200 |
76.250 |
74.800 |
75.900 |
-0.800 |
2 |
100 |
+2 |
| Total Volume and Open Interest |
36,218 |
140,931 |
-139 |
| Pork Bellies(CME) |
| Jul09 |
090610 |
59.130 |
59.130 |
55.900 |
55.900 |
-3.000 |
137 |
542 |
-65 |
| Aug09 |
090610 |
59.580 |
60.200 |
56.100 |
56.100 |
-2.950 |
69 |
255 |
+35 |
| Feb10 |
090610 |
91.850 |
92.100 |
91.800 |
91.850 |
-1.650 |
46 |
71 |
+21 |
| Mar10 |
090610 |
91.800 |
93.500 |
91.800 |
91.800 |
-2.200 |
3 |
5 |
+0 |
| May10 |
090610 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
255 |
873 |
-9 |
| Class III Milk(CME) |
| Jun09 |
090610 |
9.91 |
9.93 |
9.87 |
9.89 |
-0.02 |
14 |
5,115 |
+17 |
| Jul09 |
090610 |
10.80 |
10.80 |
10.56 |
10.59 |
-0.15 |
74 |
4,265 |
+1 |
| Aug09 |
090610 |
11.79 |
11.80 |
11.50 |
11.56 |
-0.15 |
109 |
3,608 |
+49 |
| Sep09 |
090610 |
12.94 |
12.97 |
12.60 |
12.73 |
-0.19 |
141 |
3,037 |
-3 |
| Oct09 |
090610 |
13.59 |
13.59 |
13.39 |
13.47 |
-0.07 |
92 |
2,867 |
+28 |
| Total Volume and Open Interest |
669 |
26,842 |
+156 |
| Cocoa(ICE) |
| Jul09 |
090610 |
2741 |
2800 |
2734 |
2763 |
-5 |
5,724 |
23,316 |
-3,457 |
| Sep09 |
090610 |
2782 |
2822 |
2754 |
2788 |
unch |
6,491 |
48,639 |
+2,449 |
| Dec09 |
090610 |
2800 |
2830 |
2767 |
2801 |
+3 |
811 |
24,220 |
+389 |
| Mar10 |
090610 |
2800 |
2809 |
2800 |
2809 |
+7 |
403 |
12,663 |
+219 |
| May10 |
090610 |
2810 |
2810 |
2810 |
2810 |
+12 |
55 |
3,427 |
-25 |
| Jul10 |
090610 |
2814 |
2814 |
2814 |
2814 |
+10 |
89 |
3,435 |
+69 |
| Sep10 |
090610 |
2815 |
2815 |
2815 |
2815 |
+9 |
79 |
2,254 |
+48 |
| Total Volume and Open Interest |
13,692 |
121,889 |
-268 |
| Coffee "C"(ICE) |
| Jul09 |
090610 |
132.00 |
132.00 |
127.95 |
130.30 |
-0.85 |
18,465 |
45,970 |
-9,221 |
| Sep09 |
090610 |
133.15 |
134.00 |
130.10 |
132.45 |
-0.80 |
9,706 |
51,211 |
+4,854 |
| Dec09 |
090610 |
136.30 |
136.45 |
132.70 |
135.05 |
-0.65 |
1,985 |
22,413 |
+371 |
| Mar10 |
090610 |
139.50 |
139.50 |
136.00 |
137.45 |
-0.70 |
347 |
12,151 |
-161 |
| May10 |
090610 |
137.35 |
140.25 |
137.35 |
139.35 |
-0.50 |
50 |
3,115 |
+39 |
| Jul10 |
090610 |
142.00 |
142.00 |
141.00 |
141.15 |
-0.30 |
28 |
1,266 |
+0 |
| Total Volume and Open Interest |
30,582 |
138,479 |
-4,007 |
| Orange Juice(ICE) |
| Jul09 |
090610 |
86.30 |
87.40 |
84.85 |
85.05 |
-1.45 |
2,170 |
16,346 |
-818 |
| Sep09 |
090610 |
89.70 |
90.20 |
88.00 |
88.30 |
-1.40 |
688 |
11,396 |
+559 |
| Nov09 |
090610 |
92.50 |
92.50 |
91.30 |
91.30 |
-1.45 |
40 |
3,599 |
+39 |
| Jan10 |
090610 |
95.40 |
95.40 |
94.30 |
94.30 |
-1.45 |
26 |
279 |
+19 |
| Mar10 |
090610 |
97.85 |
97.85 |
97.50 |
97.80 |
-1.25 |
0 |
127 |
+0 |
| May10 |
090610 |
100.60 |
100.60 |
100.60 |
100.60 |
-1.25 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
2,924 |
31,982 |
-201 |
| Sugar #11(ICE) |
| Jul09 |
090610 |
15.51 |
15.67 |
15.32 |
15.38 |
-0.18 |
64,542 |
215,225 |
-22,109 |
| Oct09 |
090610 |
16.60 |
16.65 |
16.39 |
16.42 |
-0.18 |
41,633 |
231,109 |
+7,643 |
| Mar10 |
090610 |
17.58 |
17.62 |
17.34 |
17.44 |
-0.14 |
17,705 |
131,423 |
+2,005 |
| May10 |
090610 |
17.43 |
17.44 |
17.18 |
17.31 |
-0.12 |
7,363 |
31,423 |
+1,143 |
| Jul10 |
090610 |
17.20 |
17.20 |
16.98 |
17.06 |
-0.14 |
15,395 |
63,878 |
+8,775 |
| Total Volume and Open Interest |
150,106 |
774,831 |
-2,003 |
| Sugar #14(ICE) |
| Sep09 |
090610 |
22.50 |
22.75 |
22.50 |
22.75 |
+0.25 |
26 |
2,632 |
+0 |
| Total Volume and Open Interest |
26 |
2,632 |
-209 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090610 |
1794 |
1801 |
1762 |
1787 |
+5 |
3,987 |
36,920 |
-529 |
| Dec09 |
090610 |
1784 |
1790 |
1755 |
1780 |
+5 |
656 |
27,721 |
-224 |
| Mar10 |
090610 |
1770 |
1772 |
1743 |
1767 |
+2 |
306 |
24,820 |
-77 |
| May10 |
090610 |
1768 |
1768 |
1740 |
1762 |
+2 |
189 |
13,856 |
+17 |
| Jul10 |
090610 |
1744 |
1760 |
1740 |
1760 |
+1 |
215 |
3,547 |
+127 |
| Sep10 |
090610 |
1770 |
1770 |
1741 |
1762 |
+1 |
89 |
1,847 |
+50 |
| Total Volume and Open Interest |
8,936 |
168,223 |
-1,845 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090610 |
446.40 |
447.50 |
440.50 |
441.50 |
-3.40 |
2,938 |
37,016 |
-1,170 |
| Oct09 |
090610 |
454.80 |
454.80 |
449.40 |
450.60 |
-2.80 |
321 |
26,713 |
+75 |
| Dec09 |
090610 |
459.50 |
459.50 |
456.00 |
456.60 |
-2.80 |
90 |
8,297 |
+19 |
| Mar10 |
090610 |
464.00 |
464.00 |
459.70 |
461.30 |
-2.10 |
353 |
8,351 |
+296 |
| May10 |
090610 |
458.40 |
458.40 |
458.40 |
458.40 |
-2.10 |
0 |
1,102 |
+0 |
| Total Volume and Open Interest |
3,702 |
83,690 |
-780 |
| Cotton(ICE) |
| Jul09 |
090610 |
55.10 |
56.20 |
54.45 |
54.63 |
-0.23 |
11,328 |
57,553 |
-6,007 |
| Oct09 |
090610 |
58.36 |
58.54 |
57.19 |
57.38 |
-0.22 |
124 |
2,102 |
-32 |
| Dec09 |
090610 |
59.40 |
60.87 |
59.11 |
59.35 |
-0.17 |
7,921 |
59,512 |
+4,672 |
| Mar10 |
090610 |
62.05 |
62.05 |
61.50 |
61.65 |
-0.18 |
523 |
9,406 |
+494 |
| May10 |
090610 |
62.93 |
62.96 |
62.93 |
62.96 |
-0.22 |
0 |
334 |
+0 |
| Jul10 |
090610 |
64.20 |
64.20 |
64.20 |
64.20 |
-0.24 |
1 |
1,415 |
+1 |
| Total Volume and Open Interest |
19,912 |
132,391 |
-884 |
| Lumber(CME) |
| Jul09 |
090610 |
201.9 |
203.0 |
196.0 |
196.3 |
-1.5 |
555 |
3,659 |
-32 |
| Sep09 |
090610 |
219.0 |
221.0 |
214.3 |
214.7 |
-3.4 |
817 |
4,523 |
-84 |
| Nov09 |
090610 |
210.8 |
212.0 |
206.5 |
207.9 |
-1.1 |
329 |
732 |
+31 |
| Jan10 |
090610 |
229.0 |
231.0 |
224.5 |
227.8 |
-3.2 |
67 |
402 |
+36 |
| Total Volume and Open Interest |
1,768 |
9,359 |
-49 |
| Crude Oil(NYM) |
| Jul09 |
090610 |
70.51 |
71.79 |
70.43 |
71.33 |
+1.32 |
289,278 |
262,530 |
-38,409 |
| Aug09 |
090610 |
71.27 |
72.43 |
71.14 |
72.03 |
+1.29 |
127,876 |
161,536 |
+13,969 |
| Sep09 |
090610 |
72.20 |
73.20 |
71.94 |
72.89 |
+1.24 |
46,508 |
95,687 |
+4,886 |
| Oct09 |
090610 |
72.88 |
73.84 |
72.75 |
73.60 |
+1.15 |
16,216 |
44,142 |
-197 |
| Nov09 |
090610 |
73.76 |
74.47 |
73.45 |
74.24 |
+1.03 |
11,688 |
25,559 |
-1,385 |
| Dec09 |
090610 |
74.20 |
75.19 |
73.95 |
74.85 |
+0.90 |
30,616 |
139,488 |
-1,982 |
| Jan10 |
090610 |
74.82 |
75.45 |
74.82 |
75.38 |
+0.82 |
3,541 |
26,989 |
+662 |
| Feb10 |
090610 |
75.45 |
75.83 |
75.33 |
75.83 |
+0.76 |
2,063 |
17,698 |
-406 |
| Mar10 |
090610 |
75.70 |
76.26 |
75.67 |
76.26 |
+0.69 |
2,405 |
17,312 |
+357 |
| Apr10 |
090610 |
76.32 |
76.69 |
76.25 |
76.69 |
+0.62 |
1,357 |
8,016 |
-145 |
| May10 |
090610 |
77.18 |
77.18 |
76.81 |
77.12 |
+0.54 |
1,653 |
7,082 |
+30 |
| Jun10 |
090610 |
77.30 |
77.88 |
76.81 |
77.55 |
+0.46 |
12,544 |
42,363 |
+2,248 |
| Jul10 |
090610 |
77.90 |
78.33 |
77.30 |
77.93 |
+0.41 |
11,529 |
40,924 |
+5,836 |
| Aug10 |
090610 |
77.72 |
78.17 |
77.72 |
78.17 |
+0.38 |
1,266 |
6,680 |
+172 |
| Sep10 |
090610 |
78.29 |
78.37 |
78.29 |
78.37 |
+0.37 |
783 |
8,255 |
-235 |
| Oct10 |
090610 |
78.57 |
78.57 |
78.57 |
78.57 |
+0.37 |
571 |
4,331 |
-182 |
| Total Volume and Open Interest |
577,894 |
1,206,717 |
-14,683 |
| 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 |
090610 |
71.350 |
72.400 |
71.150 |
72.025 |
+1.275 |
647 |
1,171 |
+132 |
| Sep09 |
090610 |
71.875 |
73.000 |
71.875 |
72.900 |
+1.250 |
44 |
209 |
+4 |
| Oct09 |
090610 |
72.800 |
73.700 |
72.800 |
73.600 |
+1.150 |
2 |
88 |
+0 |
| Nov09 |
090610 |
74.275 |
74.275 |
74.250 |
74.250 |
+1.050 |
0 |
21 |
+0 |
| Dec09 |
090610 |
74.025 |
75.025 |
74.025 |
74.850 |
+0.900 |
1 |
85 |
-1 |
| Jan10 |
090610 |
75.375 |
75.375 |
75.375 |
75.375 |
+0.825 |
|
|
|
| Feb10 |
090610 |
75.825 |
75.825 |
75.825 |
75.825 |
+0.750 |
|
|
|
| Mar10 |
090610 |
76.325 |
76.325 |
76.250 |
76.250 |
+0.675 |
|
|
|
| Total Volume and Open Interest |
9,805 |
6,525 |
+96 |
| Heating Oil(NYM) |
| Jul09 |
090610 |
181.30 |
184.82 |
181.09 |
183.26 |
+2.50 |
34,907 |
59,139 |
-3,093 |
| Aug09 |
090610 |
184.95 |
187.75 |
184.32 |
186.43 |
+2.47 |
16,040 |
37,459 |
+2,863 |
| Sep09 |
090610 |
188.68 |
191.41 |
188.40 |
190.27 |
+2.54 |
8,850 |
30,269 |
+1,443 |
| Oct09 |
090610 |
193.00 |
194.90 |
191.95 |
194.14 |
+2.58 |
3,335 |
17,948 |
+179 |
| Nov09 |
090610 |
196.02 |
198.22 |
195.89 |
197.28 |
+2.43 |
1,990 |
14,218 |
+100 |
| Dec09 |
090610 |
199.44 |
201.30 |
198.51 |
200.28 |
+2.24 |
4,538 |
31,740 |
+326 |
| Jan10 |
090610 |
201.95 |
203.65 |
201.95 |
203.28 |
+2.14 |
600 |
13,417 |
+37 |
| Feb10 |
090610 |
203.55 |
205.55 |
203.55 |
205.28 |
+2.04 |
420 |
8,579 |
+8 |
| Mar10 |
090610 |
205.86 |
206.38 |
205.22 |
206.38 |
+1.89 |
484 |
6,124 |
+154 |
| Apr10 |
090610 |
207.25 |
207.25 |
206.05 |
206.63 |
+1.74 |
218 |
4,714 |
+28 |
| May10 |
090610 |
206.47 |
208.47 |
205.60 |
207.33 |
+1.59 |
167 |
4,925 |
+1 |
| Jun10 |
090610 |
208.89 |
208.89 |
206.80 |
208.38 |
+1.39 |
498 |
14,731 |
+67 |
| Total Volume and Open Interest |
73,814 |
280,029 |
+2,574 |
| Gasoline(NYMEX) |
| Jul09 |
090610 |
198.03 |
202.00 |
196.37 |
201.53 |
+4.86 |
38,048 |
78,001 |
-6,855 |
| Aug09 |
090610 |
196.00 |
199.95 |
195.05 |
199.89 |
+4.57 |
23,501 |
47,721 |
+3,349 |
| Sep09 |
090610 |
194.96 |
198.65 |
194.30 |
198.50 |
+4.17 |
10,451 |
32,085 |
+206 |
| Oct09 |
090610 |
185.26 |
187.13 |
184.09 |
187.13 |
+3.16 |
3,019 |
16,507 |
+486 |
| Nov09 |
090610 |
185.00 |
185.94 |
184.10 |
185.94 |
+2.80 |
1,956 |
8,051 |
+71 |
| Dec09 |
090610 |
185.72 |
186.50 |
183.45 |
186.28 |
+2.51 |
2,211 |
12,592 |
-125 |
| Jan10 |
090610 |
188.43 |
188.43 |
188.43 |
188.43 |
+2.31 |
919 |
3,925 |
+274 |
| Feb10 |
090610 |
190.73 |
190.73 |
190.73 |
190.73 |
+2.16 |
278 |
1,342 |
-68 |
| Mar10 |
090610 |
193.38 |
193.38 |
193.38 |
193.38 |
+2.11 |
599 |
2,001 |
+206 |
| Apr10 |
090610 |
207.18 |
207.18 |
207.18 |
207.18 |
+2.01 |
40 |
2,034 |
-2 |
| Total Volume and Open Interest |
81,117 |
211,941 |
-2,487 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090610 |
201.53 |
201.53 |
201.53 |
201.53 |
+199.56 |
0 |
3 |
+0 |
| Aug09 |
090610 |
199.89 |
199.89 |
199.89 |
199.89 |
+4.57 |
|
|
|
| Sep09 |
090610 |
198.50 |
198.50 |
198.50 |
198.50 |
+4.17 |
|
|
|
| Oct09 |
090610 |
187.13 |
187.13 |
187.13 |
187.13 |
+3.16 |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090610 |
3.777 |
3.860 |
3.665 |
3.708 |
-0.023 |
101,495 |
127,902 |
+949 |
| Aug09 |
090610 |
3.985 |
4.071 |
3.856 |
3.898 |
-0.035 |
30,281 |
59,681 |
+3,524 |
| Sep09 |
090610 |
4.141 |
4.240 |
4.025 |
4.071 |
-0.034 |
27,959 |
64,260 |
+5,538 |
| Oct09 |
090610 |
4.373 |
4.478 |
4.266 |
4.312 |
-0.035 |
17,292 |
68,523 |
+3,387 |
| Nov09 |
090610 |
5.090 |
5.120 |
4.968 |
5.012 |
-0.058 |
3,275 |
30,585 |
+384 |
| Dec09 |
090610 |
5.830 |
5.891 |
5.700 |
5.727 |
-0.075 |
2,845 |
42,693 |
+0 |
| Jan10 |
090610 |
6.180 |
6.190 |
6.022 |
6.049 |
-0.076 |
4,758 |
35,607 |
-284 |
| Feb10 |
090610 |
6.180 |
6.221 |
6.065 |
6.082 |
-0.078 |
585 |
19,321 |
+22 |
| Mar10 |
090610 |
6.125 |
6.150 |
6.000 |
6.024 |
-0.079 |
1,558 |
36,427 |
+11 |
| Apr10 |
090610 |
5.962 |
5.962 |
5.873 |
5.889 |
-0.079 |
1,571 |
35,462 |
+288 |
| May10 |
090610 |
5.975 |
5.975 |
5.920 |
5.937 |
-0.078 |
345 |
14,114 |
-3 |
| Jun10 |
090610 |
6.164 |
6.164 |
6.037 |
6.047 |
-0.078 |
235 |
8,821 |
+77 |
| Jul10 |
090610 |
6.220 |
6.220 |
6.151 |
6.167 |
-0.078 |
83 |
7,827 |
+30 |
| Aug10 |
090610 |
6.286 |
6.288 |
6.245 |
6.260 |
-0.078 |
202 |
8,894 |
-46 |
| Sep10 |
090610 |
6.316 |
6.342 |
6.296 |
6.313 |
-0.077 |
76 |
6,663 |
+18 |
| Oct10 |
090610 |
6.436 |
6.444 |
6.406 |
6.419 |
-0.074 |
532 |
15,603 |
+168 |
| Total Volume and Open Interest |
193,534 |
710,569 |
+14,204 |
| Brent Crude Oil(ICE) |
| Jul09 |
090610 |
70.00 |
71.20 |
69.92 |
70.80 |
+1.18 |
93,480 |
91,342 |
-12,205 |
| Aug09 |
090610 |
70.66 |
71.80 |
70.66 |
71.45 |
+1.15 |
65,370 |
161,069 |
+3,383 |
| Sep09 |
090610 |
71.68 |
72.44 |
71.33 |
72.12 |
+1.13 |
28,626 |
100,390 |
+5,648 |
| Oct09 |
090610 |
72.27 |
73.10 |
72.00 |
72.78 |
+1.09 |
10,344 |
58,769 |
-188 |
| Nov09 |
090610 |
72.95 |
73.78 |
72.69 |
73.47 |
+1.05 |
5,334 |
19,290 |
-133 |
| Dec09 |
090610 |
73.61 |
74.45 |
73.36 |
74.14 |
+1.01 |
14,295 |
77,142 |
-1,230 |
| Jan10 |
090610 |
74.64 |
74.71 |
74.00 |
74.71 |
+0.96 |
2,329 |
22,523 |
-156 |
| Feb10 |
090610 |
75.12 |
75.20 |
74.96 |
75.20 |
+0.90 |
2,383 |
14,157 |
+734 |
| Mar10 |
090610 |
75.46 |
75.68 |
75.46 |
75.68 |
+0.83 |
1,234 |
8,177 |
-88 |
| Apr10 |
090610 |
76.13 |
76.13 |
76.13 |
76.13 |
+0.75 |
931 |
5,010 |
+44 |
| May10 |
090610 |
76.56 |
76.56 |
76.56 |
76.56 |
+0.67 |
836 |
4,297 |
+107 |
| Jun10 |
090610 |
77.00 |
77.03 |
76.36 |
76.96 |
+0.59 |
3,266 |
31,514 |
+711 |
| Jul10 |
090610 |
77.36 |
77.36 |
77.36 |
77.36 |
+0.58 |
311 |
8,378 |
-1 |
| Aug10 |
090610 |
77.67 |
77.67 |
77.67 |
77.67 |
+0.57 |
40 |
6,015 |
-4 |
| Total Volume and Open Interest |
236,463 |
744,429 |
-3,106 |
| Gas Oil(ICE) |
| Jun09 |
090610 |
561.00 |
571.00 |
561.00 |
564.50 |
+9.25 |
25,087 |
33,255 |
-14,096 |
| Jul09 |
090610 |
574.50 |
585.00 |
574.50 |
578.50 |
+9.50 |
54,288 |
110,843 |
+4,338 |
| Aug09 |
090610 |
588.00 |
597.00 |
587.00 |
590.75 |
+9.25 |
24,810 |
54,090 |
+1,645 |
| Sep09 |
090610 |
601.25 |
608.00 |
598.75 |
602.00 |
+8.75 |
11,425 |
42,386 |
-1,093 |
| Oct09 |
090610 |
611.50 |
618.00 |
609.50 |
612.00 |
+8.50 |
4,535 |
31,776 |
+385 |
| Nov09 |
090610 |
620.75 |
627.00 |
619.25 |
621.00 |
+8.00 |
1,711 |
18,267 |
-162 |
| Dec09 |
090610 |
629.25 |
635.25 |
627.00 |
629.25 |
+7.75 |
6,234 |
62,987 |
+632 |
| Jan10 |
090610 |
640.25 |
641.50 |
637.00 |
638.25 |
+7.50 |
1,087 |
24,380 |
-126 |
| Feb10 |
090610 |
649.00 |
649.00 |
644.50 |
645.75 |
+7.25 |
252 |
12,440 |
-142 |
| Mar10 |
090610 |
653.25 |
655.50 |
649.50 |
652.25 |
+7.00 |
374 |
16,430 |
+252 |
| Total Volume and Open Interest |
132,527 |
508,762 |
-7,741 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090610 |
1.765 |
1.775 |
1.751 |
1.766 |
-0.007 |
20 |
732 |
-179 |
| Aug09 |
090610 |
1.775 |
1.775 |
1.765 |
1.765 |
-0.009 |
5 |
433 |
+5 |
| Sep09 |
090610 |
1.770 |
1.770 |
1.770 |
1.770 |
-0.010 |
10 |
285 |
+5 |
| Oct09 |
090610 |
1.770 |
1.770 |
1.760 |
1.767 |
-0.013 |
6 |
235 |
+3 |
| Nov09 |
090610 |
1.770 |
1.770 |
1.760 |
1.765 |
-0.014 |
21 |
341 |
-5 |
| Dec09 |
090610 |
1.790 |
1.790 |
1.760 |
1.763 |
-0.020 |
5 |
413 |
+5 |
| Jan10 |
090610 |
1.800 |
1.800 |
1.780 |
1.780 |
-0.015 |
20 |
440 |
+14 |
| Total Volume and Open Interest |
154 |
4,007 |
-98 |
| US Dollar Index(ICE) |
| Jun09 |
090610 |
79.880 |
80.670 |
79.480 |
80.340 |
+0.515 |
13,106 |
33,284 |
-2,330 |
| Sep09 |
090610 |
80.310 |
81.110 |
79.910 |
80.780 |
+0.500 |
9,279 |
7,455 |
+3,423 |
| Dec09 |
090610 |
80.245 |
81.200 |
80.245 |
81.200 |
+0.500 |
2,355 |
2,037 |
+1,990 |
| Total Volume and Open Interest |
24,740 |
42,776 |
+3,083 |
| Australian Dollar(CME) |
| Jun09 |
090610 |
80.11 |
81.32 |
79.64 |
80.06 |
-0.12 |
64,091 |
72,416 |
-7,896 |
| Sep09 |
090610 |
79.57 |
80.79 |
79.12 |
79.53 |
-0.12 |
15,059 |
23,727 |
+9,114 |
| Dec09 |
090610 |
79.75 |
79.77 |
79.02 |
79.02 |
-0.13 |
13 |
225 |
+12 |
| Total Volume and Open Interest |
79,163 |
96,384 |
+1,230 |
| British Pound(CME) |
| Jun09 |
090610 |
163.15 |
164.76 |
162.40 |
163.08 |
-0.26 |
110,731 |
57,127 |
-8,929 |
| Sep09 |
090610 |
163.17 |
164.74 |
162.36 |
163.03 |
-0.27 |
21,600 |
42,781 |
+9,573 |
| Dec09 |
090610 |
162.83 |
164.42 |
162.59 |
163.01 |
-0.25 |
6 |
199 |
+3 |
| Total Volume and Open Interest |
132,337 |
100,109 |
+647 |
| Canadian Dollar(CME) |
| Jun09 |
090610 |
90.59 |
91.39 |
89.57 |
90.13 |
-0.78 |
65,893 |
73,400 |
-844 |
| Sep09 |
090610 |
90.62 |
91.44 |
89.61 |
90.18 |
-0.79 |
12,161 |
18,626 |
+4,744 |
| Dec09 |
090610 |
90.50 |
91.31 |
89.73 |
90.27 |
-0.78 |
286 |
1,829 |
+79 |
| Mar10 |
090610 |
89.90 |
91.30 |
89.86 |
90.39 |
-0.79 |
45 |
494 |
-6 |
| Total Volume and Open Interest |
78,389 |
94,566 |
+3,973 |
| Japanese Yen(CME) |
| Jun09 |
090610 |
102.68 |
103.00 |
101.58 |
101.83 |
-0.81 |
78,226 |
75,498 |
-7,002 |
| Sep09 |
090610 |
102.75 |
103.08 |
101.67 |
101.93 |
-0.81 |
15,611 |
18,979 |
+7,324 |
| Dec09 |
090610 |
102.10 |
103.02 |
102.10 |
102.10 |
-0.81 |
1 |
125 |
+0 |
| Total Volume and Open Interest |
93,838 |
94,616 |
+322 |
| Swiss Franc(CME) |
| Jun09 |
090610 |
92.74 |
93.28 |
92.09 |
92.43 |
-0.32 |
51,163 |
35,586 |
-3,007 |
| Sep09 |
090610 |
92.90 |
93.39 |
92.19 |
92.53 |
-0.33 |
6,710 |
7,472 |
+4,023 |
| Dec09 |
090610 |
92.67 |
93.30 |
92.63 |
92.67 |
-0.35 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
57,873 |
43,065 |
+1,016 |
| EuroFX(CME) |
| Jun09 |
090610 |
140.71 |
141.44 |
139.13 |
139.68 |
-1.09 |
217,966 |
118,886 |
-9,275 |
| Sep09 |
090610 |
140.58 |
141.29 |
139.01 |
139.55 |
-1.08 |
29,048 |
30,761 |
+8,272 |
| Dec09 |
090610 |
141.28 |
141.28 |
139.00 |
139.45 |
-1.10 |
3 |
349 |
+0 |
| Total Volume and Open Interest |
247,097 |
150,320 |
-923 |
| Mexican Peso(CME) |
| Jun09 |
090610 |
734.2 |
739.2 |
728.8 |
734.8 |
-1.2 |
18,366 |
34,688 |
-4,548 |
| Jul09 |
090610 |
733.8 |
735.0 |
733.8 |
733.8 |
-1.2 |
|
|
|
| Total Volume and Open Interest |
25,859 |
53,725 |
-849 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090610 |
114~260 |
115~025 |
113~155 |
114~040 |
-0~305 |
10,411 |
25,747 |
-5,576 |
| Sep09 |
090610 |
113~190 |
113~210 |
112~000 |
112~220 |
-0~305 |
184,368 |
688,401 |
+8,042 |
| Dec09 |
090610 |
111~220 |
112~105 |
111~055 |
111~115 |
-0~310 |
19 |
276 |
+4 |
| Total Volume and Open Interest |
194,798 |
714,476 |
+2,470 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090610 |
115~100 |
115~130 |
114~195 |
115~025 |
-0~100 |
11,979 |
44,185 |
-2,981 |
| Sep09 |
090610 |
113~215 |
113~225 |
112~275 |
113~120 |
-0~100 |
614,682 |
1,030,123 |
-40,668 |
| Dec09 |
090610 |
112~010 |
112~110 |
112~010 |
112~010 |
-0~100 |
4 |
8 |
+2 |
| Total Volume and Open Interest |
626,665 |
1,074,316 |
-43,647 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090610 |
114~030 |
114~046 |
113~119 |
114~010 |
-0~036 |
21,312 |
46,675 |
-13,748 |
| Sep09 |
090610 |
113~002 |
113~003 |
112~065 |
112~096 |
-0~035 |
395,126 |
711,605 |
+39,079 |
| Dec09 |
090610 |
49~004 |
49~039 |
49~004 |
49~004 |
-0~035 |
|
|
|
| Total Volume and Open Interest |
416,438 |
758,280 |
+25,331 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090610 |
108~035 |
108~038 |
108~019 |
108~023 |
-0~013 |
2,781 |
12,333 |
-4,125 |
| Sep09 |
090610 |
107~067 |
107~068 |
107~038 |
107~053 |
-0~014 |
226,238 |
540,956 |
+7,918 |
| Dec09 |
090610 |
106~122 |
107~008 |
106~122 |
106~122 |
-0~014 |
|
|
|
| Total Volume and Open Interest |
231,019 |
553,289 |
+3,793 |
| Eurodollars(CME) |
| Jun09 |
090610 |
99.345 |
99.363 |
99.340 |
99.355 |
+0.007 |
136,517 |
842,215 |
-13,714 |
| Sep09 |
090610 |
99.185 |
99.225 |
99.175 |
99.210 |
+0.005 |
355,672 |
1,070,858 |
-20,474 |
| Dec09 |
090610 |
98.780 |
98.830 |
98.745 |
98.790 |
-0.015 |
466,369 |
872,755 |
+780 |
| Mar10 |
090610 |
98.440 |
98.495 |
98.360 |
98.420 |
-0.050 |
491,990 |
749,737 |
-23,967 |
| Jun10 |
090610 |
98.035 |
98.085 |
97.925 |
97.985 |
-0.085 |
466,075 |
553,526 |
+21,680 |
| Sep10 |
090610 |
97.655 |
97.700 |
97.520 |
97.585 |
-0.105 |
407,333 |
465,796 |
+13,030 |
| Dec10 |
090610 |
97.265 |
97.300 |
97.120 |
97.185 |
-0.120 |
285,560 |
567,613 |
-1,818 |
| Mar11 |
090610 |
96.930 |
96.955 |
96.775 |
96.845 |
-0.125 |
212,942 |
323,101 |
+4,384 |
| Jun11 |
090610 |
96.560 |
96.580 |
96.405 |
96.480 |
-0.120 |
93,703 |
299,051 |
+2,680 |
| Sep11 |
090610 |
96.220 |
96.240 |
96.065 |
96.140 |
-0.120 |
71,015 |
219,836 |
-364 |
| Dec11 |
090610 |
95.880 |
95.910 |
95.725 |
95.815 |
-0.110 |
72,586 |
144,228 |
+2,113 |
| Mar12 |
090610 |
95.645 |
95.685 |
95.495 |
95.590 |
-0.100 |
59,781 |
117,118 |
-1,314 |
| Jun12 |
090610 |
95.445 |
95.460 |
95.285 |
95.385 |
-0.090 |
40,305 |
112,729 |
+4,474 |
| Sep12 |
090610 |
95.245 |
95.285 |
95.115 |
95.215 |
-0.085 |
30,472 |
69,290 |
-567 |
| Dec12 |
090610 |
95.085 |
95.125 |
94.955 |
95.055 |
-0.080 |
28,969 |
56,501 |
-2,020 |
| Mar13 |
090610 |
95.010 |
95.030 |
94.850 |
94.965 |
-0.075 |
19,910 |
63,145 |
+802 |
| Jun13 |
090610 |
94.900 |
94.920 |
94.750 |
94.860 |
-0.070 |
12,428 |
23,333 |
+345 |
| Sep13 |
090610 |
94.780 |
94.830 |
94.655 |
94.770 |
-0.065 |
9,011 |
39,575 |
-79 |
| Total Volume and Open Interest |
3,304,795 |
6,800,822 |
-14,415 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090610 |
99.795 |
99.802 |
99.787 |
99.793 |
+0.005 |
6,220 |
55,758 |
+820 |
| Jul09 |
090610 |
99.795 |
99.805 |
99.790 |
99.790 |
unch |
7,289 |
44,968 |
+2,201 |
| Aug09 |
090610 |
99.760 |
99.775 |
99.760 |
99.765 |
+0.005 |
3,126 |
38,392 |
-185 |
| Sep09 |
090610 |
99.735 |
99.755 |
99.735 |
99.740 |
unch |
4,065 |
27,970 |
-60 |
| Oct09 |
090610 |
99.700 |
99.725 |
99.700 |
99.715 |
+0.005 |
5,353 |
33,775 |
+1,294 |
| Nov09 |
090610 |
99.630 |
99.660 |
99.630 |
99.645 |
+0.005 |
12,624 |
54,410 |
+2,147 |
| Total Volume and Open Interest |
80,985 |
397,280 |
+9,154 |
| 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 |
090610 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Sep09 |
090610 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090610 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
| Mar10 |
090610 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Jun10 |
090610 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
| Sep10 |
090610 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
| Dec10 |
090610 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
| Mar11 |
090610 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090610 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Sep11 |
090610 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090610 |
99.51 |
99.51 |
99.50 |
99.51 |
unch |
75 |
5,896 |
-25 |
| Dec09 |
090610 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
2,566 |
-100 |
| Mar10 |
090610 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
43 |
2,410 |
-2 |
| Jun10 |
090610 |
99.47 |
99.50 |
99.47 |
99.50 |
unch |
0 |
800 |
+0 |
| Sep10 |
090610 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
0 |
281 |
+0 |
| Dec10 |
090610 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
252 |
+0 |
| Mar11 |
090610 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
412 |
+0 |
| Jun11 |
090610 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
52 |
+0 |
| Total Volume and Open Interest |
203 |
29,309 |
-107 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090609 |
135.77 |
135.95 |
135.67 |
135.95 |
+0.18 |
3,026 |
3,492 |
-266 |
| Dec09 |
090610 |
135.65 |
135.65 |
135.65 |
135.65 |
-0.30 |
|
|
|
| Mar10 |
090610 |
135.42 |
135.42 |
135.42 |
135.42 |
-0.30 |
|
|
|
| Total Volume and Open Interest |
20,646 |
21,063 |
+1,293 |
| Euro-Bund(EUREX) |
| Jun09 |
090608 |
118.16 |
118.60 |
118.13 |
118.50 |
+0.16 |
1,241,057 |
261,691 |
-274,823 |
| Sep09 |
090610 |
118.30 |
118.41 |
117.78 |
118.20 |
-0.39 |
507,334 |
873,187 |
-34,328 |
| Dec09 |
090610 |
116.96 |
117.10 |
116.96 |
116.96 |
-0.37 |
2 |
109 |
+0 |
| Total Volume and Open Interest |
538,327 |
873,296 |
-89,431 |
| Euro-Bobl(EUREX) |
| Jun09 |
090521 |
115.34 |
115.95 |
115.27 |
115.79 |
-0.15 |
492,831 |
742,996 |
+17,017 |
| Sep09 |
090610 |
113.50 |
113.73 |
113.44 |
113.67 |
+0.12 |
594,762 |
676,350 |
+146,909 |
| Dec09 |
090610 |
112.33 |
112.42 |
112.33 |
112.42 |
-0.06 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
398,131 |
668,156 |
-58,803 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090610 |
98.715 |
98.740 |
98.715 |
98.735 |
+0.025 |
2,778 |
13,034 |
+2,505 |
| Dec09 |
090610 |
98.540 |
98.560 |
98.540 |
98.555 |
+0.020 |
35 |
4,601 |
-48 |
| Total Volume and Open Interest |
4,649 |
38,794 |
+394 |
| Long Gilt(LIFFE) |
| Jun09 |
090610 |
117~25 |
117~25 |
117~12 |
117~13 |
-0~19 |
3,251 |
39,414 |
-2,040 |
| Sep09 |
090610 |
116~06 |
116~08 |
115~17 |
115~27 |
-0~19 |
82,016 |
202,776 |
-10,564 |
| Total Volume and Open Interest |
85,267 |
242,190 |
-12,604 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090610 |
98.76 |
98.79 |
98.76 |
98.77 |
+0.01 |
35,807 |
275,735 |
-6,052 |
| Sep09 |
090610 |
98.72 |
98.79 |
98.70 |
98.77 |
+0.04 |
83,684 |
270,340 |
-10,503 |
| Dec09 |
090610 |
98.33 |
98.48 |
98.31 |
98.44 |
+0.07 |
118,535 |
283,749 |
-13,421 |
| Mar10 |
090610 |
97.97 |
98.15 |
97.96 |
98.09 |
+0.06 |
193,542 |
347,268 |
-15,848 |
| Jun10 |
090610 |
97.53 |
97.70 |
97.53 |
97.63 |
+0.03 |
164,976 |
238,629 |
-18,074 |
| Sep10 |
090610 |
97.11 |
97.26 |
97.10 |
97.17 |
-0.01 |
167,131 |
223,012 |
-25,270 |
| Total Volume and Open Interest |
950,632 |
2,144,366 |
-97,254 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090610 |
98.695 |
98.725 |
98.695 |
98.710 |
+0.010 |
70,845 |
552,543 |
-9,382 |
| Sep09 |
090610 |
98.710 |
98.750 |
98.695 |
98.735 |
+0.025 |
168,247 |
570,606 |
-9,846 |
| Dec09 |
090610 |
98.535 |
98.570 |
98.505 |
98.555 |
+0.020 |
161,206 |
479,256 |
-8,364 |
| Total Volume and Open Interest |
1,348,525 |
3,341,354 |
-74,837 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090610 |
96.71 |
96.76 |
96.70 |
96.75 |
+0.04 |
15,772 |
72,889 |
-42,486 |
| Sep09 |
090610 |
96.75 |
96.81 |
96.75 |
96.76 |
unch |
39,769 |
292,435 |
+2,440 |
| Dec09 |
090610 |
96.63 |
96.69 |
96.60 |
96.62 |
-0.02 |
20,523 |
180,028 |
+571 |
| Mar10 |
090610 |
96.32 |
96.38 |
96.26 |
96.28 |
-0.05 |
8,283 |
101,351 |
-497 |
| Jun10 |
090610 |
95.92 |
95.96 |
95.83 |
95.84 |
-0.08 |
4,678 |
75,318 |
+464 |
| Sep10 |
090610 |
95.51 |
95.54 |
95.41 |
95.42 |
-0.08 |
2,353 |
42,962 |
+183 |
| Dec10 |
090610 |
95.05 |
95.08 |
94.99 |
94.99 |
-0.05 |
1,138 |
24,456 |
+223 |
| Mar11 |
090610 |
94.65 |
94.68 |
94.59 |
94.60 |
-0.02 |
986 |
14,468 |
-339 |
| Jun11 |
090610 |
94.27 |
94.30 |
94.21 |
94.23 |
-0.03 |
649 |
3,245 |
+658 |
| Sep11 |
090610 |
93.96 |
93.96 |
93.88 |
93.88 |
-0.05 |
131 |
829 |
+110 |
| Total Volume and Open Interest |
94,309 |
809,176 |
-38,646 |
| 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 |
090610 |
94.42 |
94.46 |
94.38 |
94.39 |
-0.03 |
14,635 |
24,242 |
+10,543 |
| Total Volume and Open Interest |
49,671 |
370,292 |
-4,407 |
| 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 |
090610 |
95.40 |
95.42 |
95.36 |
95.36 |
-0.02 |
16,860 |
52,626 |
+17,445 |
| Total Volume and Open Interest |
113,521 |
677,830 |
+15,179 |
| Gold(CMX) |
| Jun09 |
090610 |
956.0 |
966.0 |
949.2 |
954.0 |
unch |
580 |
2,332 |
-248 |
| Aug09 |
090610 |
955.8 |
966.7 |
947.5 |
954.7 |
unch |
95,712 |
251,367 |
+2,679 |
| Oct09 |
090610 |
960.3 |
967.0 |
949.5 |
956.1 |
unch |
1,636 |
12,572 |
+92 |
| Dec09 |
090610 |
961.1 |
968.9 |
951.1 |
957.6 |
unch |
4,560 |
44,613 |
-203 |
| Feb10 |
090610 |
963.9 |
971.0 |
956.1 |
959.4 |
unch |
292 |
15,344 |
+46 |
| Apr10 |
090610 |
966.0 |
972.4 |
954.6 |
961.2 |
unch |
1,610 |
15,594 |
+106 |
| Jun10 |
090610 |
965.4 |
965.4 |
962.7 |
963.4 |
-0.1 |
82 |
10,190 |
-11 |
| Aug10 |
090610 |
963.0 |
966.1 |
963.0 |
966.1 |
-0.1 |
100 |
460 |
+50 |
| Oct10 |
090610 |
969.4 |
969.4 |
969.4 |
969.4 |
+0.1 |
0 |
357 |
+0 |
| Dec10 |
090610 |
980.0 |
980.0 |
967.6 |
972.9 |
+0.1 |
521 |
13,843 |
+245 |
| Feb11 |
090610 |
976.7 |
976.7 |
976.7 |
976.7 |
+0.1 |
0 |
12 |
+0 |
| Apr11 |
090610 |
980.7 |
980.7 |
980.7 |
980.7 |
+0.1 |
|
|
|
| Total Volume and Open Interest |
106,240 |
394,900 |
+2,940 |
| Silver(CMX) |
| Jul09 |
090610 |
1523.5 |
1550.0 |
1502.5 |
1522.5 |
+8.5 |
30,030 |
51,224 |
-2,631 |
| Sep09 |
090610 |
1524.0 |
1551.5 |
1506.0 |
1526.1 |
+8.6 |
4,841 |
17,377 |
+2,062 |
| Dec09 |
090610 |
1538.5 |
1555.0 |
1516.0 |
1530.2 |
+8.7 |
2,135 |
18,899 |
+1,000 |
| Mar10 |
090610 |
1533.5 |
1533.5 |
1533.5 |
1533.5 |
+8.8 |
138 |
5,853 |
+59 |
| May10 |
090610 |
1523.0 |
1536.0 |
1523.0 |
1536.0 |
+8.9 |
0 |
2,569 |
+0 |
| Jul10 |
090610 |
1538.0 |
1538.5 |
1525.5 |
1538.5 |
+9.0 |
32 |
2,858 |
+6 |
| Sep10 |
090610 |
1541.2 |
1541.2 |
1541.2 |
1541.2 |
+9.0 |
6 |
59 |
+0 |
| Total Volume and Open Interest |
37,362 |
106,225 |
+434 |
| Platinum(NYMEX) |
| Jul09 |
090610 |
1253.5 |
1274.8 |
1253.2 |
1273.2 |
+15.3 |
2,933 |
18,695 |
-96 |
| Oct09 |
090610 |
1265.8 |
1280.6 |
1265.8 |
1279.7 |
+15.2 |
680 |
5,595 |
+251 |
| Jan10 |
090610 |
1284.2 |
1284.2 |
1284.2 |
1284.2 |
+15.2 |
1 |
26 |
+1 |
| Total Volume and Open Interest |
3,614 |
24,316 |
+156 |
| Palladium(NYMEX) |
| Jun09 |
090610 |
255.35 |
264.00 |
252.55 |
257.70 |
+1.25 |
5 |
334 |
+0 |
| Sep09 |
090610 |
256.00 |
265.90 |
252.80 |
258.75 |
+1.70 |
1,307 |
15,389 |
-57 |
| Dec09 |
090610 |
261.00 |
262.00 |
259.95 |
259.95 |
+1.75 |
66 |
256 |
-38 |
| Total Volume and Open Interest |
1,378 |
15,979 |
-95 |
| Copper(CMX) |
| Jul09 |
090610 |
236.15 |
239.55 |
233.80 |
236.70 |
+0.15 |
21,538 |
55,659 |
-5,282 |
| Sep09 |
090610 |
237.00 |
240.30 |
234.85 |
237.65 |
-0.05 |
10,323 |
37,883 |
+4,502 |
| Dec09 |
090610 |
240.00 |
240.95 |
235.90 |
238.30 |
-0.10 |
1,585 |
8,997 |
+471 |
| Mar10 |
090610 |
237.75 |
238.30 |
236.90 |
238.30 |
-0.25 |
330 |
2,161 |
+174 |
| May10 |
090610 |
238.80 |
238.90 |
237.60 |
238.30 |
-0.25 |
22 |
431 |
+22 |
| Total Volume and Open Interest |
34,759 |
112,070 |
+304 |
| Aluminum(CMX) |
| Jun09 |
090610 |
0.75 |
0.75 |
0.75 |
0.75 |
-0.01 |
|
|
|
| Jul09 |
090610 |
0.76 |
0.76 |
0.76 |
0.76 |
-0.01 |
|
|
|
| Aug09 |
090610 |
0.76 |
0.76 |
0.76 |
0.76 |
-0.01 |
|
|
|
| Sep09 |
090610 |
0.77 |
0.77 |
0.77 |
0.77 |
-0.01 |
|
|
|
| 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 |
090610 |
8740 |
8860 |
8640 |
8754 |
+12 |
1,228 |
22,598 |
-90 |
| Sep09 |
090610 |
8699 |
8780 |
8608 |
8700 |
+14 |
117 |
1,897 |
+35 |
| Dec09 |
090610 |
8750 |
8750 |
8655 |
8655 |
+26 |
0 |
4 |
+0 |
| Mar10 |
090610 |
8609 |
8609 |
8592 |
8609 |
+17 |
|
|
|
| Total Volume and Open Interest |
1,345 |
24,499 |
-55 |
| S & P 500(CME) |
| Jun09 |
090610 |
939.40 |
954.90 |
927.50 |
940.50 |
+0.90 |
46,739 |
405,116 |
-7,193 |
| Sep09 |
090610 |
940.00 |
946.00 |
923.00 |
936.40 |
+0.90 |
27,026 |
83,986 |
+19,239 |
| Dec09 |
090610 |
932.20 |
941.30 |
921.30 |
932.20 |
+0.90 |
35 |
6,056 |
+35 |
| Mar10 |
090610 |
929.20 |
938.30 |
918.30 |
929.20 |
+0.90 |
0 |
3,175 |
-25 |
| Total Volume and Open Interest |
73,800 |
498,335 |
+12,056 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090610 |
939.25 |
955.00 |
927.00 |
940.50 |
+1.00 |
1,980,655 |
2,515,640 |
-60,241 |
| Sep09 |
090610 |
934.50 |
950.75 |
923.00 |
936.50 |
+1.00 |
77,276 |
252,926 |
+46,732 |
| Total Volume and Open Interest |
2,057,965 |
2,769,660 |
-13,491 |
| NASDAQ 100(CME) |
| Jun09 |
090610 |
1499.80 |
1517.30 |
1474.00 |
1495.80 |
-5.00 |
786 |
25,974 |
-185 |
| Sep09 |
090610 |
1509.00 |
1509.00 |
1472.00 |
1494.50 |
-5.00 |
147 |
503 |
-38 |
| Dec09 |
090610 |
1497.50 |
1497.50 |
1495.00 |
1497.50 |
-5.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
933 |
26,479 |
-223 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090610 |
1500.30 |
1517.80 |
1473.30 |
1495.80 |
-5.00 |
260,179 |
275,801 |
-2,246 |
| Sep09 |
090610 |
1510.00 |
1516.00 |
1472.50 |
1494.50 |
-5.00 |
3,793 |
4,301 |
+1,017 |
| Total Volume and Open Interest |
263,974 |
280,120 |
-1,228 |
| S & P Midcap 400(CME) |
| Jun09 |
090610 |
603.00 |
604.00 |
586.50 |
597.30 |
+0.60 |
199 |
4,388 |
-102 |
| Sep09 |
090610 |
594.50 |
595.30 |
590.00 |
595.30 |
+0.50 |
1 |
1 |
+1 |
| Dec09 |
090610 |
593.30 |
593.30 |
591.90 |
593.30 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
200 |
4,389 |
-101 |
| Russell 2000(CME) |
| Jun09 |
090610 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,780 |
-16 |
| Sep09 |
090610 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,365 |
+32 |
| Dec09 |
090610 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,264 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090610 |
9825 |
9995 |
9815 |
9990 |
+210 |
92,289 |
190,099 |
+6,377 |
| Sep09 |
090610 |
9835 |
10005 |
9825 |
9995 |
+210 |
13,830 |
41,509 |
+17,532 |
| Total Volume and Open Interest |
138,023 |
270,705 |
+60,632 |
| Nikkei 225(SGX) |
| Jun09 |
090610 |
9825 |
9995 |
9815 |
9990 |
+210 |
92,289 |
190,099 |
+6,377 |
| Sep09 |
090610 |
9835 |
10005 |
9825 |
9995 |
+210 |
13,830 |
41,509 |
+17,532 |
| Dec09 |
090610 |
9955 |
9955 |
9955 |
9955 |
+210 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
138,023 |
270,705 |
+60,632 |
| CAC 40(EURONEXT) |
| Jun09 |
090610 |
3320.5 |
3371.0 |
3301.5 |
3316.5 |
+22.0 |
96,467 |
447,062 |
-20,783 |
| Jul09 |
090610 |
3317.5 |
3365.0 |
3301.0 |
3312.5 |
+22.0 |
159 |
12,180 |
-342 |
| Aug09 |
090610 |
3312.5 |
3312.5 |
3312.5 |
3312.5 |
+22.0 |
36 |
122 |
+12 |
| Total Volume and Open Interest |
96,912 |
464,692 |
-20,891 |
| Hang Seng Index(HKFE) |
| Jun09 |
090610 |
18165 |
18758 |
18165 |
18655 |
+725 |
88,122 |
88,070 |
+58 |
| Jul09 |
090610 |
18161 |
18750 |
18161 |
18650 |
+735 |
679 |
1,635 |
+199 |
| Total Volume and Open Interest |
88,915 |
92,132 |
+305 |
| DAX(EUREX) |
| Jun09 |
090610 |
5041.5 |
5136.0 |
5009.0 |
5046.0 |
+47.0 |
129,741 |
161,604 |
-1,486 |
| Sep09 |
090610 |
5041.5 |
5140.0 |
5017.5 |
5052.5 |
+46.5 |
2,118 |
11,091 |
+957 |
| Dec09 |
090610 |
5068.5 |
5148.0 |
5025.5 |
5060.5 |
+47.0 |
722 |
3,698 |
-47 |
| Total Volume and Open Interest |
132,581 |
176,393 |
-576 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090610 |
4447.00 |
4507.50 |
4392.50 |
4429.50 |
+33.50 |
106,253 |
712,271 |
-9,298 |
| Sep09 |
090610 |
4410.00 |
4471.50 |
4360.00 |
4395.50 |
+33.50 |
6,300 |
15,223 |
+88 |
| Dec09 |
090610 |
4411.50 |
4416.50 |
4351.50 |
4368.00 |
+33.50 |
426 |
3,726 |
+112 |
| Total Volume and Open Interest |
112,979 |
731,220 |
-9,098 |
| SPI 200(SFE) |
| Jun09 |
090610 |
3962.0 |
4028.0 |
3933.0 |
4020.0 |
+76.0 |
37,023 |
307,693 |
-2,081 |
| Sep09 |
090610 |
3913.0 |
4007.0 |
3912.0 |
3998.0 |
+78.0 |
1,452 |
5,156 |
+1,137 |
| Dec09 |
090610 |
4003.0 |
4003.0 |
4003.0 |
4003.0 |
+75.0 |
0 |
3,662 |
-3 |
| Total Volume and Open Interest |
38,475 |
319,694 |
-947 |
| GSCI(CME) |
| Jun09 |
090610 |
465.00 |
467.00 |
463.00 |
464.75 |
+3.75 |
2,903 |
11,197 |
-2,916 |
| Jul09 |
090610 |
470.25 |
472.00 |
467.00 |
469.30 |
+3.30 |
2,696 |
6,402 |
+2,676 |
| Aug09 |
090610 |
473.50 |
476.00 |
470.45 |
473.50 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
5,599 |
17,599 |
-240 |
| 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. |
|
|