|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu June 11, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090611 |
1249.25 |
1291.25 |
1248.25 |
1267.00 |
+21.00 |
90,915 |
146,769 |
-17,966 |
| Aug09 |
090611 |
1177.00 |
1206.50 |
1177.00 |
1185.50 |
+10.25 |
18,848 |
43,948 |
+5,804 |
| Sep09 |
090611 |
1114.00 |
1135.50 |
1113.00 |
1124.75 |
+12.50 |
4,079 |
14,532 |
+131 |
| Nov09 |
090611 |
1078.00 |
1099.50 |
1076.25 |
1089.75 |
+10.50 |
54,226 |
185,329 |
+12,338 |
| Jan10 |
090611 |
1086.00 |
1105.00 |
1084.50 |
1096.00 |
+10.00 |
3,546 |
19,169 |
+918 |
| Mar10 |
090611 |
1084.50 |
1100.00 |
1082.50 |
1092.75 |
+8.50 |
2,230 |
16,860 |
+90 |
| May10 |
090611 |
1065.00 |
1083.50 |
1065.00 |
1074.75 |
+8.25 |
1,328 |
7,172 |
+402 |
| Total Volume and Open Interest |
177,977 |
458,579 |
+1,979 |
| Soybean Meal(CBOT) |
| Jul09 |
090611 |
413.80 |
433.40 |
413.80 |
428.00 |
+14.60 |
29,677 |
67,785 |
-5,142 |
| Aug09 |
090611 |
379.40 |
397.00 |
379.40 |
390.00 |
+10.80 |
9,148 |
24,876 |
+1,047 |
| Sep09 |
090611 |
356.30 |
371.00 |
356.30 |
366.00 |
+10.00 |
3,442 |
18,463 |
+402 |
| Oct09 |
090611 |
341.30 |
350.00 |
341.00 |
348.00 |
+9.60 |
2,338 |
17,012 |
+475 |
| Dec09 |
090611 |
330.00 |
341.80 |
329.30 |
339.00 |
+8.60 |
13,065 |
51,493 |
+3,875 |
| Jan10 |
090611 |
331.10 |
337.50 |
331.10 |
335.20 |
+8.50 |
410 |
4,295 |
+124 |
| Mar10 |
090611 |
325.20 |
333.40 |
325.20 |
331.20 |
+8.30 |
566 |
3,170 |
+217 |
| May10 |
090611 |
318.00 |
331.00 |
318.00 |
323.50 |
+8.40 |
404 |
4,449 |
+119 |
| Total Volume and Open Interest |
59,283 |
195,090 |
+1,167 |
| Soybean Oil(CBOT) |
| Jul09 |
090611 |
38.68 |
39.02 |
38.04 |
38.20 |
-0.41 |
43,584 |
93,587 |
-7,814 |
| Aug09 |
090611 |
39.00 |
39.16 |
38.21 |
38.36 |
-0.40 |
13,737 |
31,390 |
+133 |
| Sep09 |
090611 |
39.00 |
39.29 |
38.39 |
38.54 |
-0.38 |
6,894 |
24,875 |
+973 |
| Oct09 |
090611 |
39.01 |
39.03 |
38.63 |
38.72 |
-0.38 |
2,207 |
13,831 |
+436 |
| Dec09 |
090611 |
39.67 |
39.87 |
38.94 |
39.12 |
-0.35 |
20,021 |
65,664 |
+4,265 |
| Jan10 |
090611 |
39.71 |
39.71 |
39.27 |
39.39 |
-0.38 |
974 |
5,483 |
+233 |
| Mar10 |
090611 |
39.92 |
39.93 |
39.51 |
39.64 |
-0.38 |
998 |
2,394 |
+327 |
| May10 |
090611 |
40.32 |
40.32 |
39.63 |
39.76 |
-0.38 |
534 |
2,670 |
+32 |
| Total Volume and Open Interest |
89,386 |
247,906 |
-1,191 |
| Canola(WCE) |
| Jul09 |
090611 |
477.0 |
479.0 |
474.4 |
476.0 |
+2.0 |
6,055 |
32,994 |
-610 |
| Nov09 |
090611 |
482.6 |
483.7 |
476.7 |
478.5 |
+1.8 |
8,364 |
76,054 |
+1,841 |
| Jan10 |
090611 |
483.7 |
483.8 |
482.2 |
482.2 |
+2.2 |
42 |
5,304 |
+9 |
| Mar10 |
090611 |
485.3 |
485.3 |
485.3 |
485.3 |
+1.9 |
0 |
1,481 |
+0 |
| May10 |
090611 |
484.3 |
488.3 |
484.3 |
488.3 |
unch |
0 |
482 |
+0 |
| Total Volume and Open Interest |
14,461 |
116,911 |
+1,240 |
| Corn(CBOT) |
| Jul09 |
090611 |
437.25 |
447.50 |
436.00 |
441.00 |
+5.25 |
145,124 |
289,659 |
-24,212 |
| Sep09 |
090611 |
445.25 |
456.50 |
445.00 |
450.00 |
+5.25 |
70,589 |
191,035 |
+11,250 |
| Dec09 |
090611 |
459.00 |
469.50 |
458.00 |
463.25 |
+5.25 |
60,740 |
342,134 |
+3,608 |
| Mar10 |
090611 |
470.00 |
480.00 |
469.00 |
474.25 |
+5.25 |
6,364 |
55,310 |
+1,289 |
| May10 |
090611 |
476.00 |
487.25 |
472.00 |
481.75 |
+5.75 |
923 |
9,798 |
-308 |
| Jul10 |
090611 |
483.00 |
493.25 |
483.00 |
489.00 |
+6.00 |
2,776 |
31,532 |
+936 |
| Total Volume and Open Interest |
290,478 |
978,052 |
-6,577 |
| Wheat(CBOT) |
| Jul09 |
090611 |
596.50 |
607.50 |
589.00 |
594.75 |
-1.25 |
61,482 |
113,403 |
-8,221 |
| Sep09 |
090611 |
626.00 |
636.00 |
617.50 |
623.25 |
-1.25 |
38,200 |
95,262 |
+8,267 |
| Dec09 |
090611 |
651.25 |
662.00 |
644.00 |
649.75 |
-0.75 |
19,154 |
77,963 |
-922 |
| Mar10 |
090611 |
668.50 |
677.00 |
664.00 |
666.25 |
-1.25 |
1,027 |
9,469 |
+4 |
| May10 |
090611 |
679.50 |
679.50 |
677.00 |
677.00 |
-0.25 |
64 |
1,080 |
+21 |
| Total Volume and Open Interest |
123,322 |
338,595 |
-216 |
| Wheat(KCBT) |
| Jul09 |
090611 |
649.50 |
658.00 |
640.25 |
644.50 |
-3.50 |
12,719 |
35,569 |
-1,397 |
| Sep09 |
090611 |
660.00 |
668.00 |
650.25 |
654.75 |
-3.75 |
6,393 |
19,437 |
+3,257 |
| Dec09 |
090611 |
677.25 |
684.25 |
666.75 |
671.00 |
-3.50 |
4,328 |
30,202 |
+1,545 |
| Mar10 |
090611 |
697.00 |
698.50 |
682.00 |
686.00 |
-3.25 |
339 |
1,763 |
+121 |
| May10 |
090611 |
690.00 |
704.25 |
690.00 |
690.00 |
-3.25 |
48 |
203 |
+27 |
| Total Volume and Open Interest |
25,428 |
96,659 |
+4,056 |
| Wheat(MGE) |
| Jul09 |
090611 |
726.75 |
739.00 |
726.75 |
734.00 |
+7.50 |
2,702 |
7,928 |
-981 |
| Sep09 |
090611 |
723.25 |
732.25 |
723.25 |
728.25 |
+5.00 |
1,896 |
10,535 |
+224 |
| Dec09 |
090611 |
736.00 |
742.25 |
734.00 |
737.75 |
+6.25 |
745 |
7,536 |
-50 |
| Mar10 |
090611 |
750.00 |
754.00 |
745.25 |
748.00 |
+6.00 |
327 |
1,606 |
+134 |
| May10 |
090611 |
750.00 |
760.00 |
749.25 |
753.50 |
+7.50 |
313 |
513 |
+100 |
| Total Volume and Open Interest |
6,611 |
33,083 |
-425 |
| Oats(CBOT) |
| Jul09 |
090611 |
242.00 |
247.00 |
238.25 |
244.50 |
+3.00 |
768 |
5,766 |
-153 |
| Sep09 |
090611 |
252.75 |
256.50 |
251.00 |
254.00 |
+3.00 |
177 |
2,407 |
+81 |
| Dec09 |
090611 |
267.00 |
270.75 |
264.50 |
267.50 |
+2.50 |
249 |
6,774 |
+47 |
| Mar10 |
090611 |
280.50 |
280.50 |
278.00 |
280.50 |
+2.50 |
90 |
114 |
+51 |
| Total Volume and Open Interest |
1,284 |
15,061 |
+26 |
| Rough Rice(CBOT) |
| Jul09 |
090611 |
12.66 |
12.97 |
12.65 |
12.96 |
+0.19 |
680 |
2,904 |
-205 |
| Sep09 |
090611 |
12.70 |
12.94 |
12.70 |
12.93 |
+0.16 |
506 |
3,542 |
+129 |
| Nov09 |
090611 |
12.73 |
12.95 |
12.70 |
12.94 |
+0.16 |
298 |
1,914 |
+77 |
| Jan10 |
090611 |
13.02 |
13.02 |
12.93 |
13.02 |
+0.09 |
5 |
257 |
-1 |
| Total Volume and Open Interest |
1,502 |
8,958 |
-11 |
| Live Cattle(CME) |
| Jun09 |
090611 |
79.750 |
80.535 |
79.500 |
80.100 |
+0.350 |
2,933 |
10,903 |
-1,223 |
| Aug09 |
090611 |
80.830 |
82.080 |
80.635 |
81.450 |
+0.620 |
13,621 |
108,888 |
-776 |
| Oct09 |
090611 |
86.500 |
87.450 |
86.200 |
86.950 |
+0.550 |
5,038 |
53,267 |
+593 |
| Dec09 |
090611 |
88.330 |
89.550 |
88.230 |
88.900 |
+0.500 |
3,039 |
23,171 |
+994 |
| Feb10 |
090611 |
90.400 |
91.100 |
90.285 |
90.800 |
+0.250 |
989 |
10,147 |
+247 |
| Apr10 |
090611 |
92.050 |
92.600 |
91.950 |
92.580 |
+0.380 |
193 |
3,335 |
+14 |
| Total Volume and Open Interest |
25,919 |
210,558 |
-76 |
| Feeder Cattle(CME) |
| Aug09 |
090611 |
95.700 |
96.480 |
94.600 |
96.385 |
+0.205 |
2,334 |
14,269 |
-284 |
| Sep09 |
090611 |
96.150 |
96.850 |
95.000 |
96.600 |
+0.250 |
408 |
1,997 |
-1 |
| Oct09 |
090611 |
96.500 |
97.300 |
96.000 |
97.200 |
+0.270 |
611 |
3,968 |
+49 |
| Nov09 |
090611 |
96.700 |
98.000 |
96.700 |
97.885 |
+0.250 |
169 |
910 |
+0 |
| Jan10 |
090611 |
96.950 |
97.150 |
96.100 |
96.500 |
unch |
31 |
322 |
+1 |
| Mar10 |
090611 |
96.000 |
96.000 |
95.900 |
95.900 |
+0.100 |
0 |
46 |
+0 |
| Apr10 |
090611 |
95.000 |
95.600 |
95.000 |
95.250 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
3,553 |
21,519 |
-235 |
| Lean Hogs(CME) |
| Jun09 |
090611 |
57.300 |
57.485 |
56.950 |
57.000 |
-0.080 |
1,865 |
8,988 |
-884 |
| Jul09 |
090611 |
58.650 |
60.600 |
58.400 |
60.000 |
+1.650 |
14,661 |
37,895 |
-5,082 |
| Aug09 |
090611 |
59.550 |
60.750 |
59.350 |
60.400 |
+1.115 |
12,966 |
42,872 |
+2,409 |
| Oct09 |
090611 |
58.200 |
58.550 |
57.650 |
58.235 |
+0.605 |
5,262 |
29,039 |
+352 |
| Dec09 |
090611 |
61.150 |
61.750 |
60.600 |
61.500 |
+0.400 |
4,244 |
15,177 |
+1,478 |
| Feb10 |
090611 |
66.550 |
67.150 |
66.400 |
66.950 |
+0.450 |
406 |
3,014 |
+100 |
| Apr10 |
090611 |
70.500 |
71.000 |
70.200 |
70.600 |
+0.200 |
272 |
1,376 |
+87 |
| May10 |
090611 |
75.975 |
75.975 |
75.830 |
75.975 |
+0.075 |
1 |
100 |
+0 |
| Total Volume and Open Interest |
39,731 |
139,416 |
-1,515 |
| Pork Bellies(CME) |
| Jul09 |
090611 |
55.900 |
56.900 |
54.900 |
55.550 |
-0.350 |
126 |
524 |
-18 |
| Aug09 |
090611 |
57.000 |
57.485 |
56.100 |
56.150 |
+0.050 |
68 |
301 |
+46 |
| Feb10 |
090611 |
91.800 |
91.800 |
91.700 |
91.700 |
-0.150 |
36 |
84 |
+13 |
| Mar10 |
090611 |
91.650 |
91.650 |
91.650 |
91.650 |
-0.150 |
45 |
41 |
+36 |
| May10 |
090611 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
275 |
950 |
+77 |
| Class III Milk(CME) |
| Jun09 |
090611 |
9.88 |
9.94 |
9.87 |
9.88 |
-0.01 |
193 |
5,200 |
+85 |
| Jul09 |
090611 |
10.58 |
10.59 |
10.40 |
10.51 |
-0.08 |
339 |
4,229 |
-36 |
| Aug09 |
090611 |
11.48 |
11.48 |
11.26 |
11.36 |
-0.20 |
195 |
3,633 |
+25 |
| Sep09 |
090611 |
12.60 |
12.68 |
12.50 |
12.55 |
-0.18 |
107 |
3,086 |
+49 |
| Oct09 |
090611 |
13.39 |
13.47 |
13.30 |
13.33 |
-0.14 |
46 |
2,891 |
+24 |
| Total Volume and Open Interest |
1,041 |
27,033 |
+191 |
| Cocoa(ICE) |
| Jul09 |
090611 |
2758 |
2823 |
2758 |
2813 |
+50 |
7,895 |
18,074 |
-5,242 |
| Sep09 |
090611 |
2788 |
2858 |
2780 |
2843 |
+55 |
10,921 |
52,091 |
+3,452 |
| Dec09 |
090611 |
2805 |
2878 |
2793 |
2862 |
+61 |
1,247 |
24,450 |
+230 |
| Mar10 |
090611 |
2803 |
2880 |
2803 |
2866 |
+57 |
403 |
13,009 |
+346 |
| May10 |
090611 |
2800 |
2865 |
2800 |
2863 |
+53 |
92 |
3,459 |
+32 |
| Jul10 |
090611 |
2829 |
2867 |
2829 |
2867 |
+53 |
15 |
3,427 |
-8 |
| Sep10 |
090611 |
2828 |
2866 |
2828 |
2866 |
+51 |
11 |
2,254 |
+0 |
| Total Volume and Open Interest |
20,585 |
120,700 |
-1,189 |
| Coffee "C"(ICE) |
| Jul09 |
090611 |
130.80 |
131.90 |
129.15 |
131.60 |
+1.30 |
11,872 |
38,473 |
-7,497 |
| Sep09 |
090611 |
132.50 |
134.00 |
131.30 |
133.70 |
+1.25 |
8,432 |
56,004 |
+4,793 |
| Dec09 |
090611 |
135.10 |
136.55 |
133.90 |
136.30 |
+1.25 |
2,593 |
22,876 |
+463 |
| Mar10 |
090611 |
136.95 |
138.75 |
136.65 |
138.75 |
+1.30 |
295 |
12,362 |
+211 |
| May10 |
090611 |
139.55 |
140.65 |
139.55 |
140.65 |
+1.30 |
11 |
3,119 |
+4 |
| Jul10 |
090611 |
141.05 |
142.35 |
141.05 |
142.35 |
+1.20 |
22 |
1,247 |
-19 |
| Total Volume and Open Interest |
23,347 |
136,437 |
-2,042 |
| Orange Juice(ICE) |
| Jul09 |
090611 |
85.40 |
85.55 |
83.65 |
84.60 |
-0.45 |
3,829 |
14,600 |
-1,746 |
| Sep09 |
090611 |
88.30 |
88.85 |
87.00 |
87.90 |
-0.40 |
2,301 |
13,133 |
+1,737 |
| Nov09 |
090611 |
91.40 |
91.40 |
90.15 |
91.10 |
-0.20 |
179 |
3,671 |
+72 |
| Jan10 |
090611 |
94.30 |
94.30 |
93.30 |
94.20 |
-0.10 |
124 |
400 |
+121 |
| Mar10 |
090611 |
97.70 |
97.70 |
97.00 |
97.60 |
-0.20 |
21 |
148 |
+21 |
| May10 |
090611 |
100.80 |
100.80 |
100.80 |
100.80 |
+0.20 |
15 |
21 |
+15 |
| Total Volume and Open Interest |
6,469 |
32,202 |
+220 |
| Sugar #11(ICE) |
| Jul09 |
090611 |
15.40 |
15.50 |
15.20 |
15.35 |
-0.03 |
56,888 |
203,294 |
-11,931 |
| Oct09 |
090611 |
16.44 |
16.55 |
16.24 |
16.47 |
+0.05 |
52,513 |
242,279 |
+11,170 |
| Mar10 |
090611 |
17.50 |
17.54 |
17.25 |
17.51 |
+0.07 |
13,519 |
134,310 |
+2,887 |
| May10 |
090611 |
17.34 |
17.39 |
17.11 |
17.36 |
+0.05 |
3,298 |
32,046 |
+623 |
| Jul10 |
090611 |
17.12 |
17.19 |
16.87 |
17.13 |
+0.07 |
2,705 |
64,501 |
+623 |
| Total Volume and Open Interest |
133,982 |
779,588 |
+4,757 |
| Sugar #14(ICE) |
| Sep09 |
090611 |
22.74 |
22.74 |
22.74 |
22.74 |
-0.01 |
74 |
2,617 |
-15 |
| Total Volume and Open Interest |
74 |
2,617 |
-15 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090611 |
1786 |
1795 |
1772 |
1786 |
-1 |
3,955 |
37,571 |
+651 |
| Dec09 |
090611 |
1780 |
1789 |
1766 |
1782 |
+2 |
1,775 |
27,933 |
+212 |
| Mar10 |
090611 |
1769 |
1772 |
1755 |
1772 |
+5 |
879 |
25,379 |
+559 |
| May10 |
090611 |
1762 |
1772 |
1753 |
1772 |
+10 |
157 |
13,838 |
-18 |
| Jul10 |
090611 |
1759 |
1772 |
1758 |
1772 |
+12 |
17 |
3,557 |
+10 |
| Sep10 |
090611 |
1771 |
1771 |
1771 |
1771 |
+9 |
0 |
1,847 |
+0 |
| Total Volume and Open Interest |
8,284 |
169,599 |
+1,376 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090611 |
441.30 |
441.50 |
432.00 |
437.50 |
-4.00 |
1,302 |
36,657 |
-359 |
| Oct09 |
090611 |
450.60 |
450.80 |
442.00 |
447.50 |
-3.10 |
1,471 |
27,151 |
+438 |
| Dec09 |
090611 |
456.10 |
457.30 |
450.30 |
454.50 |
-2.10 |
339 |
8,298 |
+1 |
| Mar10 |
090611 |
460.50 |
460.50 |
455.00 |
459.30 |
-2.00 |
652 |
8,728 |
+377 |
| May10 |
090611 |
456.00 |
460.30 |
455.60 |
458.30 |
-0.10 |
47 |
1,149 |
+47 |
| Total Volume and Open Interest |
3,872 |
84,217 |
+527 |
| Cotton(ICE) |
| Jul09 |
090611 |
54.68 |
56.54 |
54.55 |
56.30 |
+1.67 |
9,106 |
54,052 |
-3,501 |
| Oct09 |
090611 |
57.40 |
59.42 |
57.38 |
59.18 |
+1.80 |
151 |
2,011 |
-91 |
| Dec09 |
090611 |
59.37 |
61.40 |
59.24 |
61.26 |
+1.91 |
7,043 |
63,126 |
+3,614 |
| Mar10 |
090611 |
62.45 |
63.80 |
62.13 |
63.66 |
+2.01 |
445 |
9,719 |
+313 |
| May10 |
090611 |
64.97 |
64.97 |
64.97 |
64.97 |
+2.01 |
3 |
334 |
+0 |
| Jul10 |
090611 |
66.50 |
66.50 |
66.50 |
66.50 |
+2.30 |
167 |
1,579 |
+164 |
| Total Volume and Open Interest |
16,921 |
132,890 |
+499 |
| Lumber(CME) |
| Jul09 |
090611 |
197.5 |
201.9 |
196.3 |
196.3 |
unch |
2,006 |
3,037 |
-622 |
| Sep09 |
090611 |
217.9 |
220.1 |
214.5 |
214.8 |
+0.1 |
2,037 |
4,796 |
+273 |
| Nov09 |
090611 |
209.4 |
212.5 |
206.8 |
208.5 |
+0.6 |
317 |
800 |
+68 |
| Jan10 |
090611 |
229.0 |
230.8 |
225.6 |
228.7 |
+0.9 |
42 |
404 |
+2 |
| Total Volume and Open Interest |
4,402 |
9,080 |
-279 |
| Crude Oil(NYM) |
| Jul09 |
090611 |
71.46 |
73.23 |
71.32 |
72.68 |
+1.35 |
316,884 |
221,695 |
-40,835 |
| Aug09 |
090611 |
72.18 |
73.90 |
72.05 |
73.48 |
+1.45 |
160,956 |
193,087 |
+31,551 |
| Sep09 |
090611 |
72.93 |
74.66 |
72.90 |
74.31 |
+1.42 |
59,407 |
104,634 |
+8,947 |
| Oct09 |
090611 |
74.05 |
75.27 |
73.55 |
74.95 |
+1.35 |
11,102 |
44,821 |
+679 |
| Nov09 |
090611 |
74.47 |
75.83 |
74.46 |
75.55 |
+1.31 |
7,680 |
26,242 |
+683 |
| Dec09 |
090611 |
74.86 |
76.50 |
74.75 |
76.12 |
+1.27 |
29,857 |
139,839 |
+351 |
| Jan10 |
090611 |
75.90 |
76.74 |
75.82 |
76.58 |
+1.20 |
3,095 |
26,668 |
-321 |
| Feb10 |
090611 |
76.47 |
77.20 |
76.45 |
76.94 |
+1.11 |
1,730 |
17,206 |
-492 |
| Mar10 |
090611 |
76.80 |
77.42 |
76.80 |
77.29 |
+1.03 |
1,433 |
16,993 |
-319 |
| Apr10 |
090611 |
77.21 |
77.65 |
77.21 |
77.65 |
+0.96 |
934 |
7,831 |
-185 |
| May10 |
090611 |
77.58 |
78.20 |
77.58 |
78.01 |
+0.89 |
1,148 |
7,028 |
-54 |
| Jun10 |
090611 |
77.70 |
78.70 |
77.40 |
78.37 |
+0.82 |
7,964 |
42,986 |
+623 |
| Jul10 |
090611 |
78.09 |
79.08 |
77.92 |
78.69 |
+0.76 |
5,765 |
39,418 |
-1,506 |
| Aug10 |
090611 |
78.90 |
78.90 |
78.90 |
78.90 |
+0.73 |
1,095 |
6,376 |
-304 |
| Sep10 |
090611 |
78.97 |
79.42 |
78.90 |
79.10 |
+0.73 |
860 |
8,323 |
+68 |
| Oct10 |
090611 |
79.30 |
79.30 |
79.30 |
79.30 |
+0.73 |
653 |
4,339 |
+8 |
| Total Volume and Open Interest |
632,253 |
1,203,679 |
-3,038 |
| 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 |
090611 |
72.200 |
73.900 |
72.100 |
73.475 |
+1.450 |
533 |
1,122 |
-49 |
| Sep09 |
090611 |
72.975 |
74.625 |
72.900 |
74.300 |
+1.400 |
43 |
215 |
+6 |
| Oct09 |
090611 |
73.600 |
74.950 |
73.600 |
74.950 |
+1.350 |
14 |
91 |
+3 |
| Nov09 |
090611 |
75.550 |
75.550 |
75.550 |
75.550 |
+1.300 |
10 |
21 |
+0 |
| Dec09 |
090611 |
75.300 |
76.275 |
75.100 |
76.125 |
+1.275 |
2 |
84 |
-1 |
| Jan10 |
090611 |
76.575 |
76.575 |
76.575 |
76.575 |
+1.200 |
|
|
|
| Feb10 |
090611 |
76.950 |
76.950 |
76.950 |
76.950 |
+1.125 |
|
|
|
| Mar10 |
090611 |
77.300 |
77.300 |
77.300 |
77.300 |
+1.050 |
|
|
|
| Total Volume and Open Interest |
10,269 |
6,409 |
-116 |
| Heating Oil(NYM) |
| Jul09 |
090611 |
183.26 |
187.06 |
179.50 |
185.34 |
+2.08 |
35,338 |
55,449 |
-3,690 |
| Aug09 |
090611 |
186.40 |
190.31 |
186.40 |
188.90 |
+2.47 |
16,674 |
38,934 |
+1,475 |
| Sep09 |
090611 |
191.08 |
194.19 |
191.08 |
192.89 |
+2.62 |
11,672 |
31,490 |
+1,221 |
| Oct09 |
090611 |
195.50 |
197.44 |
195.28 |
196.67 |
+2.53 |
4,477 |
18,798 |
+850 |
| Nov09 |
090611 |
198.71 |
199.95 |
198.71 |
199.73 |
+2.45 |
1,968 |
14,168 |
-50 |
| Dec09 |
090611 |
201.93 |
203.90 |
200.33 |
202.65 |
+2.37 |
5,529 |
32,426 |
+686 |
| Jan10 |
090611 |
205.63 |
206.69 |
204.96 |
205.55 |
+2.27 |
1,272 |
13,579 |
+162 |
| Feb10 |
090611 |
206.94 |
208.10 |
205.28 |
207.45 |
+2.17 |
1,448 |
8,922 |
+343 |
| Mar10 |
090611 |
207.70 |
209.67 |
207.65 |
208.40 |
+2.02 |
1,059 |
6,243 |
+119 |
| Apr10 |
090611 |
209.09 |
209.30 |
208.55 |
208.55 |
+1.92 |
616 |
4,981 |
+267 |
| May10 |
090611 |
208.22 |
209.76 |
207.74 |
209.10 |
+1.77 |
335 |
4,906 |
-19 |
| Jun10 |
090611 |
210.00 |
211.31 |
209.66 |
209.95 |
+1.57 |
500 |
14,765 |
+34 |
| Total Volume and Open Interest |
82,512 |
281,579 |
+1,550 |
| Gasoline(NYMEX) |
| Jul09 |
090611 |
201.70 |
207.63 |
201.70 |
206.49 |
+4.96 |
46,708 |
72,136 |
-5,865 |
| Aug09 |
090611 |
200.25 |
205.16 |
200.25 |
204.36 |
+4.47 |
22,257 |
52,983 |
+5,262 |
| Sep09 |
090611 |
199.70 |
203.50 |
198.89 |
202.65 |
+4.15 |
12,852 |
34,795 |
+2,710 |
| Oct09 |
090611 |
187.91 |
191.36 |
187.91 |
190.83 |
+3.70 |
3,583 |
16,963 |
+456 |
| Nov09 |
090611 |
186.31 |
190.07 |
186.31 |
189.54 |
+3.60 |
2,511 |
7,876 |
-175 |
| Dec09 |
090611 |
187.98 |
190.56 |
187.40 |
189.84 |
+3.56 |
3,595 |
11,899 |
-693 |
| Jan10 |
090611 |
189.75 |
191.94 |
189.75 |
191.94 |
+3.51 |
759 |
4,122 |
+197 |
| Feb10 |
090611 |
194.19 |
194.19 |
194.19 |
194.19 |
+3.46 |
294 |
1,381 |
+39 |
| Mar10 |
090611 |
196.69 |
196.69 |
196.69 |
196.69 |
+3.31 |
527 |
2,212 |
+211 |
| Apr10 |
090611 |
210.25 |
210.29 |
210.00 |
210.29 |
+3.11 |
707 |
2,517 |
+483 |
| Total Volume and Open Interest |
93,886 |
214,629 |
+2,688 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090611 |
206.49 |
206.49 |
206.49 |
206.49 |
+4.96 |
2 |
1 |
-2 |
| Aug09 |
090611 |
204.36 |
204.36 |
204.36 |
204.36 |
+4.47 |
|
|
|
| Sep09 |
090611 |
202.65 |
202.65 |
202.65 |
202.65 |
+4.15 |
|
|
|
| Oct09 |
090611 |
190.83 |
190.83 |
190.83 |
190.83 |
+3.70 |
|
|
|
| Total Volume and Open Interest |
2 |
3 |
-2 |
| Natural Gas(NYM) |
| Jul09 |
090611 |
3.687 |
4.067 |
3.663 |
3.933 |
+0.225 |
100,485 |
119,100 |
-8,802 |
| Aug09 |
090611 |
3.876 |
4.247 |
3.855 |
4.147 |
+0.249 |
39,173 |
63,480 |
+3,799 |
| Sep09 |
090611 |
4.085 |
4.405 |
4.032 |
4.320 |
+0.249 |
24,920 |
69,073 |
+4,813 |
| Oct09 |
090611 |
4.329 |
4.642 |
4.282 |
4.563 |
+0.251 |
11,737 |
70,192 |
+1,669 |
| Nov09 |
090611 |
5.055 |
5.278 |
4.974 |
5.240 |
+0.228 |
3,867 |
31,163 |
+578 |
| Dec09 |
090611 |
5.750 |
5.950 |
5.701 |
5.924 |
+0.197 |
2,475 |
42,688 |
-5 |
| Jan10 |
090611 |
6.110 |
6.270 |
6.022 |
6.231 |
+0.182 |
3,091 |
35,339 |
-268 |
| Feb10 |
090611 |
6.060 |
6.290 |
6.060 |
6.259 |
+0.177 |
860 |
19,237 |
-84 |
| Mar10 |
090611 |
6.025 |
6.227 |
5.999 |
6.194 |
+0.170 |
1,438 |
36,571 |
+144 |
| Apr10 |
090611 |
5.885 |
6.074 |
5.870 |
6.049 |
+0.160 |
1,448 |
35,757 |
+295 |
| May10 |
090611 |
5.935 |
6.112 |
5.920 |
6.096 |
+0.159 |
792 |
14,357 |
+243 |
| Jun10 |
090611 |
6.045 |
6.221 |
6.023 |
6.203 |
+0.156 |
196 |
8,847 |
+26 |
| Jul10 |
090611 |
6.170 |
6.319 |
6.150 |
6.319 |
+0.152 |
147 |
7,875 |
+48 |
| Aug10 |
090611 |
6.261 |
6.410 |
6.250 |
6.410 |
+0.150 |
146 |
8,954 |
+60 |
| Sep10 |
090611 |
6.316 |
6.475 |
6.298 |
6.462 |
+0.149 |
25 |
6,670 |
+7 |
| Oct10 |
090611 |
6.406 |
6.567 |
6.400 |
6.567 |
+0.148 |
320 |
15,671 |
+68 |
| Total Volume and Open Interest |
191,608 |
713,310 |
+2,741 |
| Brent Crude Oil(ICE) |
| Jul09 |
090611 |
70.87 |
72.27 |
70.63 |
71.79 |
+0.99 |
94,340 |
78,993 |
-12,349 |
| Aug09 |
090611 |
71.60 |
73.00 |
71.30 |
72.55 |
+1.10 |
80,607 |
168,585 |
+7,516 |
| Sep09 |
090611 |
72.56 |
73.65 |
71.99 |
73.27 |
+1.15 |
43,360 |
104,111 |
+3,721 |
| Oct09 |
090611 |
73.19 |
74.22 |
72.78 |
73.96 |
+1.18 |
16,130 |
61,709 |
+2,940 |
| Nov09 |
090611 |
74.06 |
75.00 |
73.46 |
74.66 |
+1.19 |
8,006 |
18,993 |
-297 |
| Dec09 |
090611 |
74.70 |
75.71 |
74.13 |
75.33 |
+1.19 |
16,121 |
81,053 |
+3,911 |
| Jan10 |
090611 |
75.02 |
76.08 |
74.90 |
75.88 |
+1.17 |
2,777 |
22,661 |
+138 |
| Feb10 |
090611 |
75.50 |
76.54 |
75.38 |
76.32 |
+1.12 |
1,488 |
14,536 |
+379 |
| Mar10 |
090611 |
75.97 |
76.98 |
75.85 |
76.76 |
+1.08 |
571 |
8,316 |
+139 |
| Apr10 |
090611 |
77.10 |
77.16 |
77.10 |
77.16 |
+1.03 |
337 |
5,063 |
+53 |
| May10 |
090611 |
77.54 |
77.54 |
77.54 |
77.54 |
+0.98 |
349 |
4,348 |
+51 |
| Jun10 |
090611 |
77.30 |
78.25 |
76.90 |
77.91 |
+0.95 |
1,039 |
31,408 |
-106 |
| Jul10 |
090611 |
78.26 |
78.26 |
78.26 |
78.26 |
+0.90 |
91 |
8,397 |
+19 |
| Aug10 |
090611 |
78.52 |
78.52 |
78.52 |
78.52 |
+0.85 |
56 |
6,032 |
+17 |
| Total Volume and Open Interest |
271,969 |
750,203 |
+5,774 |
| Gas Oil(ICE) |
| Jul09 |
090611 |
582.50 |
592.50 |
580.00 |
588.75 |
+10.25 |
66,671 |
115,772 |
+4,929 |
| Aug09 |
090611 |
595.25 |
604.50 |
592.00 |
601.00 |
+10.25 |
38,752 |
56,367 |
+2,277 |
| Sep09 |
090611 |
608.25 |
615.00 |
604.00 |
612.25 |
+10.25 |
18,007 |
40,212 |
-2,174 |
| Oct09 |
090611 |
618.25 |
624.25 |
615.00 |
622.25 |
+10.25 |
9,676 |
32,438 |
+662 |
| Nov09 |
090611 |
627.25 |
633.50 |
624.00 |
631.25 |
+10.25 |
5,752 |
18,579 |
+312 |
| Dec09 |
090611 |
636.00 |
641.75 |
630.25 |
639.50 |
+10.25 |
12,295 |
64,212 |
+1,225 |
| Jan10 |
090611 |
644.75 |
650.75 |
643.25 |
648.50 |
+10.25 |
3,477 |
25,288 |
+908 |
| Feb10 |
090611 |
650.75 |
656.00 |
650.75 |
656.00 |
+10.25 |
1,014 |
12,558 |
+118 |
| Mar10 |
090611 |
657.00 |
662.25 |
657.00 |
662.25 |
+10.00 |
1,135 |
16,305 |
-125 |
| Apr10 |
090611 |
663.25 |
668.50 |
663.25 |
668.50 |
+9.75 |
431 |
7,837 |
-57 |
| Total Volume and Open Interest |
186,837 |
516,195 |
+7,433 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090611 |
1.775 |
1.803 |
1.775 |
1.785 |
+0.019 |
90 |
654 |
-78 |
| Aug09 |
090611 |
1.794 |
1.798 |
1.794 |
1.798 |
+0.033 |
7 |
434 |
+1 |
| Sep09 |
090611 |
1.785 |
1.795 |
1.780 |
1.795 |
+0.025 |
18 |
288 |
+3 |
| Oct09 |
090611 |
1.785 |
1.800 |
1.785 |
1.798 |
+0.031 |
1 |
236 |
+1 |
| Nov09 |
090611 |
1.800 |
1.800 |
1.780 |
1.788 |
+0.023 |
12 |
343 |
+2 |
| Dec09 |
090611 |
1.810 |
1.810 |
1.780 |
1.795 |
+0.032 |
14 |
412 |
-1 |
| Jan10 |
090611 |
1.820 |
1.820 |
1.810 |
1.810 |
+0.030 |
5 |
440 |
+0 |
| Total Volume and Open Interest |
195 |
3,947 |
-60 |
| US Dollar Index(ICE) |
| Jun09 |
090611 |
80.275 |
80.415 |
79.200 |
79.430 |
-0.910 |
8,410 |
31,903 |
-1,381 |
| Sep09 |
090611 |
80.655 |
80.835 |
79.620 |
79.830 |
-0.950 |
4,698 |
8,283 |
+828 |
| Dec09 |
090611 |
80.300 |
80.300 |
80.260 |
80.260 |
-0.940 |
15 |
2,043 |
+6 |
| Total Volume and Open Interest |
13,123 |
42,229 |
-547 |
| Australian Dollar(CME) |
| Jun09 |
090611 |
80.18 |
82.37 |
80.14 |
82.21 |
+2.15 |
68,403 |
71,022 |
-1,394 |
| Sep09 |
090611 |
79.64 |
81.82 |
79.62 |
81.66 |
+2.13 |
21,018 |
36,373 |
+12,646 |
| Dec09 |
090611 |
81.12 |
81.12 |
79.02 |
81.12 |
+2.10 |
1 |
226 |
+1 |
| Total Volume and Open Interest |
89,422 |
107,637 |
+11,253 |
| British Pound(CME) |
| Jun09 |
090611 |
163.49 |
166.24 |
163.40 |
165.90 |
+2.82 |
109,962 |
49,327 |
-7,800 |
| Sep09 |
090611 |
163.43 |
166.20 |
163.34 |
165.85 |
+2.82 |
26,855 |
51,660 |
+8,879 |
| Dec09 |
090611 |
1.63 |
1.63 |
1.63 |
1.66 |
-161.35 |
4 |
197 |
-2 |
| Total Volume and Open Interest |
136,821 |
101,186 |
+1,077 |
| Canadian Dollar(CME) |
| Jun09 |
090611 |
90.19 |
91.34 |
90.13 |
91.11 |
+0.98 |
73,000 |
68,618 |
-4,782 |
| Sep09 |
090611 |
90.25 |
91.40 |
90.21 |
91.16 |
+0.98 |
21,838 |
26,741 |
+8,115 |
| Dec09 |
090611 |
90.80 |
91.47 |
90.46 |
91.24 |
+0.97 |
84 |
1,870 |
+41 |
| Mar10 |
090611 |
90.60 |
91.53 |
90.39 |
91.37 |
+0.98 |
33 |
469 |
-25 |
| Total Volume and Open Interest |
94,955 |
97,915 |
+3,349 |
| Japanese Yen(CME) |
| Jun09 |
090611 |
101.78 |
102.81 |
101.44 |
102.53 |
+0.70 |
86,537 |
68,775 |
-6,723 |
| Sep09 |
090611 |
101.90 |
102.90 |
101.50 |
102.62 |
+0.69 |
16,274 |
24,592 |
+5,613 |
| Dec09 |
090611 |
102.15 |
102.79 |
102.02 |
102.77 |
+0.67 |
8 |
125 |
+0 |
| Total Volume and Open Interest |
102,819 |
93,506 |
-1,110 |
| Swiss Franc(CME) |
| Jun09 |
090611 |
92.43 |
93.91 |
92.23 |
93.53 |
+1.10 |
46,270 |
34,685 |
-901 |
| Sep09 |
090611 |
92.54 |
94.02 |
92.34 |
93.63 |
+1.10 |
10,677 |
13,988 |
+6,516 |
| Dec09 |
090611 |
93.77 |
93.87 |
92.67 |
93.77 |
+1.10 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
56,947 |
48,680 |
+5,615 |
| EuroFX(CME) |
| Jun09 |
090611 |
139.70 |
141.78 |
139.42 |
141.28 |
+1.60 |
234,735 |
109,287 |
-9,599 |
| Sep09 |
090611 |
139.56 |
141.66 |
139.29 |
141.15 |
+1.60 |
53,733 |
41,683 |
+10,922 |
| Dec09 |
090611 |
140.05 |
141.60 |
139.43 |
141.05 |
+1.60 |
1 |
350 |
+1 |
| Total Volume and Open Interest |
288,469 |
151,644 |
+1,324 |
| Mexican Peso(CME) |
| Jun09 |
090611 |
736.0 |
749.8 |
730.2 |
749.0 |
+14.2 |
18,087 |
29,734 |
-4,954 |
| Jul09 |
090611 |
748.0 |
748.0 |
733.8 |
748.0 |
+14.2 |
|
|
|
| Total Volume and Open Interest |
35,618 |
58,287 |
+4,562 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090611 |
114~075 |
115~180 |
113~040 |
115~000 |
+0~280 |
3,950 |
22,859 |
-2,888 |
| Sep09 |
090611 |
112~195 |
114~040 |
111~215 |
113~180 |
+0~280 |
192,105 |
679,821 |
-8,580 |
| Dec09 |
090611 |
110~145 |
112~160 |
110~080 |
112~075 |
+0~280 |
37 |
288 |
+12 |
| Total Volume and Open Interest |
196,092 |
703,020 |
-11,456 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090611 |
115~025 |
116~010 |
114~160 |
115~230 |
+0~205 |
6,315 |
41,904 |
-2,281 |
| Sep09 |
090611 |
113~095 |
114~110 |
112~255 |
114~010 |
+0~210 |
581,536 |
1,031,844 |
+1,721 |
| Dec09 |
090611 |
112~160 |
112~220 |
112~010 |
112~220 |
+0~210 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
587,851 |
1,073,756 |
-560 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090611 |
114~024 |
114~074 |
113~107 |
114~056 |
+0~046 |
14,302 |
42,178 |
-4,497 |
| Sep09 |
090611 |
112~095 |
113~042 |
112~052 |
113~018 |
+0~050 |
372,207 |
712,764 |
+1,159 |
| Dec09 |
090611 |
49~054 |
49~054 |
49~004 |
49~054 |
+0~050 |
|
|
|
| Total Volume and Open Interest |
386,509 |
754,942 |
-3,338 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090611 |
108~023 |
108~036 |
108~012 |
108~032 |
+0~009 |
90 |
8,518 |
-3,815 |
| Sep09 |
090611 |
107~052 |
107~064 |
107~033 |
107~060 |
+0~007 |
213,589 |
536,674 |
-4,282 |
| Dec09 |
090611 |
107~001 |
107~001 |
106~122 |
107~001 |
+0~007 |
|
|
|
| Total Volume and Open Interest |
219,011 |
545,192 |
-8,097 |
| Eurodollars(CME) |
| Jun09 |
090611 |
99.355 |
99.370 |
99.353 |
99.365 |
+0.010 |
170,880 |
838,196 |
-4,019 |
| Sep09 |
090611 |
99.195 |
99.255 |
99.170 |
99.240 |
+0.030 |
362,536 |
1,072,928 |
+2,070 |
| Dec09 |
090611 |
98.775 |
98.880 |
98.715 |
98.850 |
+0.060 |
414,379 |
864,013 |
-8,742 |
| Mar10 |
090611 |
98.410 |
98.520 |
98.315 |
98.480 |
+0.060 |
434,898 |
731,628 |
-18,109 |
| Jun10 |
090611 |
97.985 |
98.095 |
97.860 |
98.050 |
+0.065 |
429,081 |
525,685 |
-27,841 |
| Sep10 |
090611 |
97.580 |
97.695 |
97.445 |
97.650 |
+0.065 |
393,888 |
471,139 |
+5,343 |
| Dec10 |
090611 |
97.175 |
97.295 |
97.040 |
97.245 |
+0.060 |
253,588 |
574,379 |
+6,766 |
| Mar11 |
090611 |
96.840 |
96.945 |
96.690 |
96.895 |
+0.050 |
189,511 |
324,433 |
+1,332 |
| Jun11 |
090611 |
96.465 |
96.575 |
96.320 |
96.530 |
+0.050 |
110,492 |
299,613 |
+562 |
| Sep11 |
090611 |
96.135 |
96.250 |
95.990 |
96.205 |
+0.065 |
85,456 |
219,541 |
-295 |
| Dec11 |
090611 |
95.810 |
95.945 |
95.670 |
95.895 |
+0.080 |
72,292 |
146,281 |
+2,053 |
| Mar12 |
090611 |
95.590 |
95.735 |
95.460 |
95.685 |
+0.095 |
60,333 |
116,214 |
-904 |
| Jun12 |
090611 |
95.400 |
95.550 |
95.265 |
95.490 |
+0.105 |
35,484 |
112,793 |
+64 |
| Sep12 |
090611 |
95.225 |
95.395 |
95.100 |
95.325 |
+0.110 |
30,146 |
70,192 |
+902 |
| Dec12 |
090611 |
95.060 |
95.255 |
94.950 |
95.170 |
+0.115 |
21,634 |
55,205 |
-1,296 |
| Mar13 |
090611 |
94.920 |
95.175 |
94.855 |
95.085 |
+0.120 |
18,639 |
61,509 |
-1,636 |
| Jun13 |
090611 |
94.805 |
95.075 |
94.745 |
94.985 |
+0.125 |
10,841 |
24,121 |
+788 |
| Sep13 |
090611 |
94.715 |
95.000 |
94.675 |
94.900 |
+0.130 |
14,324 |
38,639 |
-936 |
| Total Volume and Open Interest |
3,147,273 |
6,753,293 |
-47,529 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090611 |
99.800 |
99.802 |
99.793 |
99.800 |
+0.007 |
5,723 |
56,385 |
+627 |
| Jul09 |
090611 |
99.790 |
99.800 |
99.790 |
99.795 |
+0.005 |
4,276 |
43,910 |
-1,058 |
| Aug09 |
090611 |
99.765 |
99.775 |
99.760 |
99.765 |
unch |
4,303 |
38,795 |
+403 |
| Sep09 |
090611 |
99.745 |
99.755 |
99.730 |
99.750 |
+0.010 |
4,181 |
29,255 |
+1,285 |
| Oct09 |
090611 |
99.710 |
99.735 |
99.700 |
99.730 |
+0.015 |
7,172 |
30,933 |
-2,842 |
| Nov09 |
090611 |
99.640 |
99.670 |
99.620 |
99.660 |
+0.015 |
7,783 |
53,212 |
-1,198 |
| Total Volume and Open Interest |
72,249 |
395,085 |
-2,195 |
| 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 |
090611 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Sep09 |
090611 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
|
|
|
| Dec09 |
090611 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
| Mar10 |
090611 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Jun10 |
090611 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
| Sep10 |
090611 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
| Dec10 |
090611 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
| Mar11 |
090611 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090611 |
99.25 |
99.25 |
99.22 |
99.22 |
-0.03 |
|
|
|
| Sep11 |
090611 |
99.25 |
99.25 |
99.22 |
99.22 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090611 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
301 |
5,996 |
+100 |
| Dec09 |
090611 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.03 |
125 |
2,691 |
+125 |
| Mar10 |
090611 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.03 |
250 |
2,497 |
+87 |
| Jun10 |
090611 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.03 |
0 |
800 |
+0 |
| Sep10 |
090611 |
99.41 |
99.41 |
99.41 |
99.41 |
-0.03 |
0 |
281 |
+0 |
| Dec10 |
090611 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.03 |
0 |
252 |
+0 |
| Mar11 |
090611 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.03 |
0 |
412 |
+0 |
| Jun11 |
090611 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.03 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
1,460 |
29,214 |
-95 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090611 |
135.47 |
135.71 |
135.47 |
135.64 |
-0.31 |
10,752 |
8,721 |
+5,229 |
| Dec09 |
090611 |
135.25 |
135.25 |
135.25 |
135.25 |
-0.40 |
|
|
|
| Mar10 |
090611 |
135.02 |
135.02 |
135.02 |
135.02 |
-0.40 |
|
|
|
| Total Volume and Open Interest |
19,542 |
21,179 |
+116 |
| Euro-Bund(EUREX) |
| 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 |
| Mar10 |
090610 |
116.60 |
116.60 |
116.60 |
116.60 |
-0.39 |
|
|
|
| Total Volume and Open Interest |
538,327 |
873,296 |
|
| Euro-Bobl(EUREX) |
| Sep09 |
090610 |
113.50 |
113.73 |
113.44 |
113.67 |
+0.12 |
594,762 |
676,350 |
+146,909 |
| Dec09 |
090611 |
112.19 |
112.19 |
112.19 |
112.19 |
-0.23 |
0 |
50 |
+0 |
| Mar10 |
090611 |
111.84 |
111.84 |
111.84 |
111.84 |
-0.23 |
|
|
|
| Total Volume and Open Interest |
375,811 |
649,863 |
-18,293 |
| 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 |
090611 |
116~29 |
116~29 |
116~02 |
116~13 |
-1~00 |
98 |
39,425 |
+11 |
| Sep09 |
090611 |
115~21 |
115~23 |
114~08 |
114~27 |
-1~00 |
66,294 |
207,671 |
+4,895 |
| Total Volume and Open Interest |
66,392 |
247,096 |
+4,906 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090611 |
98.77 |
98.79 |
98.76 |
98.77 |
unch |
30,984 |
277,571 |
+1,836 |
| Sep09 |
090611 |
98.75 |
98.79 |
98.73 |
98.77 |
unch |
71,710 |
269,645 |
-695 |
| Dec09 |
090611 |
98.40 |
98.44 |
98.34 |
98.42 |
-0.02 |
98,793 |
278,900 |
-4,849 |
| Mar10 |
090611 |
98.04 |
98.08 |
97.91 |
98.02 |
-0.07 |
132,475 |
335,631 |
-11,637 |
| Jun10 |
090611 |
97.59 |
97.60 |
97.38 |
97.50 |
-0.13 |
84,835 |
235,759 |
-2,870 |
| Sep10 |
090611 |
97.12 |
97.13 |
96.89 |
97.00 |
-0.17 |
74,229 |
214,758 |
-8,254 |
| Total Volume and Open Interest |
587,056 |
2,114,578 |
-29,788 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090611 |
98.710 |
98.730 |
98.710 |
98.720 |
+0.010 |
82,261 |
552,214 |
-329 |
| Sep09 |
090611 |
98.735 |
98.760 |
98.725 |
98.740 |
+0.005 |
156,471 |
571,170 |
+564 |
| Dec09 |
090611 |
98.540 |
98.575 |
98.515 |
98.560 |
+0.005 |
173,117 |
474,704 |
-4,552 |
| Total Volume and Open Interest |
1,077,360 |
3,298,753 |
-42,601 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090611 |
96.75 |
96.77 |
96.70 |
96.74 |
-0.01 |
26,839 |
43,691 |
-29,198 |
| Sep09 |
090611 |
96.76 |
96.79 |
96.69 |
96.71 |
-0.05 |
31,181 |
295,773 |
+3,338 |
| Dec09 |
090611 |
96.61 |
96.63 |
96.46 |
96.46 |
-0.16 |
23,759 |
184,396 |
+4,368 |
| Mar10 |
090611 |
96.27 |
96.29 |
96.06 |
96.08 |
-0.20 |
10,006 |
104,322 |
+2,971 |
| Jun10 |
090611 |
95.83 |
95.87 |
95.61 |
95.65 |
-0.19 |
5,252 |
76,424 |
+1,106 |
| Sep10 |
090611 |
95.44 |
95.44 |
95.20 |
95.24 |
-0.18 |
2,892 |
44,004 |
+1,042 |
| Dec10 |
090611 |
94.99 |
94.99 |
94.80 |
94.85 |
-0.14 |
1,188 |
25,172 |
+716 |
| Mar11 |
090611 |
94.55 |
94.56 |
94.42 |
94.48 |
-0.12 |
1,838 |
15,421 |
+953 |
| Jun11 |
090611 |
94.19 |
94.19 |
94.04 |
94.11 |
-0.12 |
2,352 |
4,133 |
+888 |
| Sep11 |
090611 |
93.84 |
93.84 |
93.77 |
93.77 |
-0.11 |
606 |
1,218 |
+389 |
| Total Volume and Open Interest |
105,913 |
795,749 |
-13,427 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090611 |
94.44 |
94.45 |
94.38 |
94.41 |
-0.14 |
39,329 |
350,182 |
-6,969 |
| Sep09 |
090611 |
94.39 |
94.40 |
94.33 |
94.37 |
-0.02 |
125,701 |
133,011 |
+108,769 |
| Total Volume and Open Interest |
271,222 |
380,303 |
+10,011 |
| 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 |
090611 |
95.35 |
95.36 |
95.18 |
95.22 |
-0.13 |
64,547 |
113,290 |
+60,664 |
| Total Volume and Open Interest |
214,043 |
501,285 |
-176,545 |
| Gold(CMX) |
| Jun09 |
090611 |
954.3 |
961.9 |
943.1 |
961.3 |
+7.3 |
684 |
2,062 |
-270 |
| Aug09 |
090611 |
955.6 |
963.2 |
942.5 |
962.0 |
+7.3 |
88,840 |
245,924 |
-5,443 |
| Oct09 |
090611 |
956.3 |
964.6 |
945.3 |
963.4 |
+7.3 |
2,346 |
11,467 |
-1,105 |
| Dec09 |
090611 |
959.8 |
966.0 |
946.9 |
964.9 |
+7.3 |
3,595 |
44,808 |
+195 |
| Feb10 |
090611 |
960.0 |
966.6 |
951.5 |
966.6 |
+7.2 |
1,431 |
14,686 |
-658 |
| Apr10 |
090611 |
961.0 |
969.0 |
949.9 |
968.3 |
+7.1 |
1,497 |
15,574 |
-20 |
| Jun10 |
090611 |
958.3 |
970.5 |
958.3 |
970.5 |
+7.1 |
347 |
10,119 |
-71 |
| Aug10 |
090611 |
967.5 |
973.1 |
967.5 |
973.1 |
+7.0 |
30 |
480 |
+20 |
| Oct10 |
090611 |
976.1 |
976.1 |
976.1 |
976.1 |
+6.7 |
0 |
357 |
+0 |
| Dec10 |
090611 |
975.3 |
979.6 |
961.5 |
979.6 |
+6.7 |
1,178 |
13,450 |
-393 |
| Feb11 |
090611 |
983.4 |
983.4 |
983.4 |
983.4 |
+6.7 |
0 |
12 |
+0 |
| Apr11 |
090611 |
987.4 |
987.4 |
987.4 |
987.4 |
+6.7 |
|
|
|
| Total Volume and Open Interest |
100,535 |
387,181 |
-7,719 |
| Silver(CMX) |
| Jul09 |
090611 |
1517.0 |
1554.0 |
1492.5 |
1549.3 |
+26.8 |
26,100 |
49,340 |
-1,884 |
| Sep09 |
090611 |
1524.0 |
1557.5 |
1499.5 |
1553.0 |
+26.9 |
5,152 |
19,132 |
+1,755 |
| Dec09 |
090611 |
1526.0 |
1558.5 |
1507.5 |
1557.4 |
+27.2 |
2,323 |
19,415 |
+516 |
| Mar10 |
090611 |
1517.0 |
1560.7 |
1517.0 |
1560.7 |
+27.2 |
40 |
5,888 |
+35 |
| May10 |
090611 |
1563.0 |
1563.2 |
1563.0 |
1563.2 |
+27.2 |
7 |
2,569 |
+0 |
| Jul10 |
090611 |
1527.0 |
1565.7 |
1527.0 |
1565.7 |
+27.2 |
6 |
2,857 |
-1 |
| Sep10 |
090611 |
1568.2 |
1568.2 |
1568.2 |
1568.2 |
+27.0 |
1 |
59 |
+0 |
| Total Volume and Open Interest |
33,819 |
106,447 |
+222 |
| Platinum(NYMEX) |
| Jul09 |
090611 |
1272.4 |
1277.9 |
1255.7 |
1273.1 |
-0.1 |
2,595 |
17,990 |
-705 |
| Oct09 |
090611 |
1273.0 |
1281.8 |
1263.7 |
1280.0 |
+0.3 |
827 |
6,217 |
+622 |
| Jan10 |
090611 |
1272.0 |
1283.9 |
1272.0 |
1283.9 |
-0.3 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
3,422 |
24,233 |
-83 |
| Palladium(NYMEX) |
| Jun09 |
090611 |
253.10 |
254.95 |
253.10 |
254.95 |
-2.75 |
20 |
281 |
-53 |
| Sep09 |
090611 |
256.00 |
262.50 |
253.10 |
256.00 |
-2.75 |
581 |
15,649 |
+260 |
| Dec09 |
090611 |
258.80 |
258.80 |
255.90 |
257.20 |
-2.75 |
2 |
252 |
-4 |
| Total Volume and Open Interest |
603 |
16,182 |
+203 |
| Copper(CMX) |
| Jul09 |
090611 |
236.85 |
245.75 |
234.75 |
244.50 |
+7.80 |
25,997 |
49,447 |
-6,212 |
| Sep09 |
090611 |
237.75 |
246.30 |
236.00 |
245.40 |
+7.75 |
11,096 |
40,267 |
+2,384 |
| Dec09 |
090611 |
237.20 |
246.80 |
237.20 |
246.00 |
+7.70 |
1,749 |
9,762 |
+765 |
| Mar10 |
090611 |
242.20 |
246.60 |
242.20 |
246.00 |
+7.70 |
202 |
2,253 |
+92 |
| May10 |
090611 |
241.00 |
246.00 |
241.00 |
246.00 |
+7.70 |
64 |
491 |
+60 |
| Total Volume and Open Interest |
40,351 |
109,820 |
-2,250 |
| Aluminum(CMX) |
| Jun09 |
090611 |
0.77 |
0.77 |
0.77 |
0.77 |
+0.02 |
|
|
|
| Jul09 |
090611 |
0.78 |
0.78 |
0.78 |
0.78 |
+0.02 |
|
|
|
| Aug09 |
090611 |
0.78 |
0.78 |
0.78 |
0.78 |
+0.02 |
|
|
|
| Sep09 |
090611 |
0.79 |
0.79 |
0.79 |
0.79 |
+0.02 |
|
|
|
| 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 |
090611 |
8750 |
8880 |
8728 |
8751 |
-3 |
2,037 |
23,523 |
+925 |
| Sep09 |
090611 |
8728 |
8822 |
8680 |
8699 |
-1 |
198 |
2,066 |
+169 |
| Dec09 |
090611 |
8653 |
8655 |
8653 |
8653 |
-2 |
0 |
4 |
+0 |
| Mar10 |
090611 |
8606 |
8609 |
8606 |
8606 |
-3 |
|
|
|
| Total Volume and Open Interest |
2,235 |
25,593 |
+1,094 |
| S & P 500(CME) |
| Jun09 |
090611 |
939.70 |
956.50 |
936.90 |
942.10 |
+1.60 |
66,263 |
376,918 |
-28,198 |
| Sep09 |
090611 |
937.00 |
952.50 |
937.00 |
938.20 |
+1.80 |
39,775 |
111,400 |
+27,414 |
| Dec09 |
090611 |
934.00 |
945.20 |
934.00 |
934.00 |
+1.80 |
151 |
6,136 |
+80 |
| Mar10 |
090611 |
930.80 |
942.20 |
930.80 |
930.80 |
+1.60 |
0 |
3,175 |
+0 |
| Total Volume and Open Interest |
106,189 |
497,631 |
-704 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090611 |
939.75 |
956.50 |
936.75 |
942.00 |
+1.50 |
1,928,047 |
2,464,113 |
-51,527 |
| Sep09 |
090611 |
936.00 |
952.75 |
932.75 |
938.25 |
+1.75 |
177,889 |
350,961 |
+98,035 |
| Total Volume and Open Interest |
2,105,946 |
2,816,163 |
+46,503 |
| NASDAQ 100(CME) |
| Jun09 |
090611 |
1497.00 |
1511.50 |
1488.80 |
1492.00 |
-3.80 |
957 |
26,038 |
+64 |
| Sep09 |
090611 |
1495.00 |
1512.00 |
1488.00 |
1491.00 |
-3.50 |
218 |
656 |
+153 |
| Dec09 |
090611 |
1494.00 |
1494.00 |
1493.50 |
1494.00 |
-3.50 |
2 |
3 |
+1 |
| Total Volume and Open Interest |
1,177 |
26,697 |
+218 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090611 |
1494.50 |
1512.00 |
1488.30 |
1492.00 |
-3.80 |
241,128 |
274,452 |
-1,349 |
| Sep09 |
090611 |
1495.30 |
1511.30 |
1487.50 |
1491.00 |
-3.50 |
6,472 |
7,496 |
+3,195 |
| Total Volume and Open Interest |
247,601 |
281,965 |
+1,845 |
| S & P Midcap 400(CME) |
| Jun09 |
090611 |
596.50 |
603.00 |
596.50 |
596.50 |
-0.80 |
380 |
4,418 |
+30 |
| Sep09 |
090611 |
597.00 |
602.00 |
594.60 |
594.60 |
-0.70 |
219 |
225 |
+224 |
| Dec09 |
090611 |
592.60 |
593.00 |
592.60 |
592.60 |
-0.70 |
|
|
|
| Total Volume and Open Interest |
599 |
4,643 |
+254 |
| Russell 2000(CME) |
| Jun09 |
090611 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,707 |
-73 |
| Sep09 |
090611 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
2 |
4,422 |
+57 |
| Dec09 |
090611 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,267 |
+3 |
| 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 |
090611 |
10000 |
10030 |
9965 |
10025 |
+30 |
48,679 |
77,521 |
+36,012 |
| Total Volume and Open Interest |
186,333 |
319,440 |
+48,735 |
| Nikkei 225(SGX) |
| Sep09 |
090611 |
10000 |
10030 |
9965 |
10025 |
+30 |
48,679 |
77,521 |
+36,012 |
| Dec09 |
090611 |
9990 |
9990 |
9990 |
9990 |
+35 |
0 |
777 |
+0 |
| Mar10 |
090611 |
10010 |
10010 |
10010 |
10010 |
+35 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
186,333 |
319,440 |
+48,735 |
| CAC 40(EURONEXT) |
| Jun09 |
090611 |
3316.5 |
3344.0 |
3292.0 |
3334.0 |
+17.5 |
92,163 |
443,307 |
-3,755 |
| Jul09 |
090611 |
3313.5 |
3338.0 |
3301.5 |
3330.0 |
+17.5 |
302 |
12,359 |
+179 |
| Aug09 |
090611 |
3318.0 |
3338.0 |
3300.5 |
3330.0 |
+17.5 |
0 |
108 |
-14 |
| Total Volume and Open Interest |
92,782 |
461,335 |
-3,357 |
| Hang Seng Index(HKFE) |
| Jun09 |
090611 |
18480 |
18830 |
18427 |
18790 |
+135 |
105,775 |
89,598 |
+1,528 |
| Jul09 |
090611 |
18500 |
18820 |
18440 |
18781 |
+131 |
1,864 |
1,852 |
+217 |
| Total Volume and Open Interest |
107,947 |
93,888 |
+1,756 |
| 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 |
090611 |
4420.00 |
4487.00 |
4405.00 |
4466.00 |
+36.50 |
97,621 |
712,940 |
+669 |
| Sep09 |
090611 |
4395.50 |
4450.00 |
4371.00 |
4431.50 |
+36.00 |
8,964 |
21,648 |
+6,425 |
| Dec09 |
090611 |
4364.50 |
4419.50 |
4353.00 |
4404.00 |
+36.00 |
52 |
3,753 |
+27 |
| Total Volume and Open Interest |
106,637 |
738,341 |
+7,121 |
| SPI 200(SFE) |
| Jun09 |
090611 |
4049.0 |
4056.0 |
3995.0 |
4054.0 |
+34.0 |
51,275 |
324,186 |
+16,493 |
| Sep09 |
090611 |
4013.0 |
4033.0 |
3986.0 |
4031.0 |
+33.0 |
3,174 |
7,678 |
+2,522 |
| Dec09 |
090611 |
4040.0 |
4040.0 |
4040.0 |
4040.0 |
+37.0 |
4 |
3,662 |
+0 |
| Total Volume and Open Interest |
54,487 |
338,708 |
+19,014 |
| GSCI(CME) |
| Jun09 |
090611 |
467.50 |
476.50 |
464.70 |
473.15 |
+8.40 |
3,220 |
8,212 |
-2,985 |
| Jul09 |
090611 |
472.00 |
481.25 |
469.00 |
478.00 |
+8.70 |
3,130 |
9,357 |
+2,955 |
| Aug09 |
090611 |
478.00 |
485.00 |
473.40 |
482.50 |
+9.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
6,352 |
17,569 |
-30 |
| 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. |
|
|