|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri June 12, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090612 |
1268.00 |
1281.75 |
1235.50 |
1245.50 |
-21.50 |
99,293 |
136,967 |
-9,802 |
| Aug09 |
090612 |
1184.75 |
1201.50 |
1161.25 |
1171.25 |
-14.25 |
15,261 |
45,706 |
+1,758 |
| Sep09 |
090612 |
1124.75 |
1132.75 |
1101.00 |
1108.50 |
-16.25 |
5,773 |
14,892 |
+360 |
| Nov09 |
090612 |
1088.00 |
1099.50 |
1067.00 |
1076.50 |
-13.25 |
62,560 |
194,626 |
+9,297 |
| Jan10 |
090612 |
1095.00 |
1105.00 |
1073.50 |
1083.00 |
-13.00 |
4,111 |
20,587 |
+1,418 |
| Mar10 |
090612 |
1099.00 |
1100.00 |
1071.50 |
1079.50 |
-13.25 |
2,298 |
16,322 |
-538 |
| May10 |
090612 |
1073.00 |
1075.00 |
1053.00 |
1063.50 |
-11.25 |
928 |
7,463 |
+291 |
| Total Volume and Open Interest |
193,033 |
462,000 |
+3,421 |
| Soybean Meal(CBOT) |
| Jul09 |
090612 |
428.00 |
432.30 |
418.70 |
422.70 |
-5.30 |
31,320 |
66,665 |
-1,120 |
| Aug09 |
090612 |
390.00 |
393.50 |
382.00 |
385.70 |
-4.30 |
7,185 |
25,464 |
+588 |
| Sep09 |
090612 |
369.10 |
369.10 |
358.90 |
362.80 |
-3.20 |
3,929 |
18,668 |
+205 |
| Oct09 |
090612 |
346.50 |
349.20 |
341.00 |
345.50 |
-2.50 |
3,275 |
17,057 |
+45 |
| Dec09 |
090612 |
336.70 |
341.60 |
331.50 |
336.70 |
-2.30 |
13,479 |
52,734 |
+1,241 |
| Jan10 |
090612 |
331.80 |
336.00 |
329.90 |
333.10 |
-2.10 |
478 |
4,455 |
+160 |
| Mar10 |
090612 |
329.60 |
331.60 |
326.50 |
328.90 |
-2.30 |
353 |
3,187 |
+17 |
| May10 |
090612 |
323.00 |
324.90 |
316.50 |
321.30 |
-2.20 |
513 |
4,576 |
+127 |
| Total Volume and Open Interest |
60,724 |
196,415 |
+1,325 |
| Soybean Oil(CBOT) |
| Jul09 |
090612 |
38.14 |
38.71 |
36.58 |
37.16 |
-1.04 |
56,724 |
88,855 |
-4,732 |
| Aug09 |
090612 |
38.30 |
38.86 |
36.75 |
37.33 |
-1.03 |
13,808 |
34,435 |
+3,045 |
| Sep09 |
090612 |
38.53 |
39.00 |
36.95 |
37.50 |
-1.04 |
7,358 |
25,669 |
+794 |
| Oct09 |
090612 |
38.72 |
39.11 |
37.12 |
37.67 |
-1.05 |
4,162 |
14,335 |
+504 |
| Dec09 |
090612 |
39.00 |
39.83 |
37.47 |
38.05 |
-1.07 |
24,059 |
73,500 |
+7,836 |
| Jan10 |
090612 |
39.00 |
39.00 |
38.00 |
38.35 |
-1.04 |
854 |
5,669 |
+186 |
| Mar10 |
090612 |
39.89 |
40.22 |
38.15 |
38.62 |
-1.02 |
264 |
2,428 |
+34 |
| May10 |
090612 |
39.37 |
39.43 |
38.26 |
38.75 |
-1.01 |
521 |
2,936 |
+266 |
| Total Volume and Open Interest |
108,242 |
256,047 |
+8,141 |
| Canola(WCE) |
| Jul09 |
090612 |
477.0 |
477.7 |
471.0 |
473.0 |
-3.0 |
4,815 |
31,188 |
-1,806 |
| Nov09 |
090612 |
478.6 |
480.2 |
472.4 |
473.6 |
-4.9 |
8,518 |
79,280 |
+3,226 |
| Jan10 |
090612 |
479.9 |
482.2 |
477.7 |
477.7 |
-4.5 |
1,796 |
6,785 |
+1,481 |
| Mar10 |
090612 |
484.5 |
484.5 |
480.9 |
481.6 |
-3.7 |
31 |
1,469 |
-12 |
| May10 |
090612 |
487.5 |
487.5 |
484.6 |
484.6 |
-3.7 |
0 |
482 |
+0 |
| Total Volume and Open Interest |
15,161 |
119,801 |
+2,890 |
| Corn(CBOT) |
| Jul09 |
090612 |
439.50 |
442.75 |
420.75 |
425.50 |
-15.50 |
154,056 |
278,548 |
-11,111 |
| Sep09 |
090612 |
449.00 |
451.75 |
429.75 |
434.50 |
-15.50 |
56,588 |
204,634 |
+13,599 |
| Dec09 |
090612 |
462.00 |
465.00 |
440.00 |
447.75 |
-15.50 |
63,286 |
345,752 |
+3,618 |
| Mar10 |
090612 |
474.00 |
476.00 |
455.00 |
459.50 |
-14.75 |
4,943 |
55,414 |
+104 |
| May10 |
090612 |
480.75 |
482.00 |
463.25 |
467.00 |
-14.75 |
1,853 |
10,450 |
+652 |
| Jul10 |
090612 |
489.00 |
490.00 |
464.00 |
474.50 |
-14.50 |
3,026 |
31,873 |
+341 |
| Total Volume and Open Interest |
288,694 |
985,935 |
+7,883 |
| Wheat(CBOT) |
| Jul09 |
090612 |
592.00 |
598.00 |
577.00 |
584.75 |
-10.00 |
64,856 |
103,897 |
-9,506 |
| Sep09 |
090612 |
621.50 |
626.50 |
605.25 |
613.25 |
-10.00 |
34,159 |
107,638 |
+12,376 |
| Dec09 |
090612 |
649.25 |
652.75 |
632.00 |
640.25 |
-9.50 |
17,434 |
76,151 |
-1,812 |
| Mar10 |
090612 |
666.50 |
666.50 |
649.25 |
657.75 |
-8.50 |
822 |
9,542 |
+73 |
| May10 |
090612 |
660.00 |
677.00 |
660.00 |
668.50 |
-8.50 |
12 |
1,092 |
+12 |
| Total Volume and Open Interest |
119,783 |
339,644 |
+1,049 |
| Wheat(KCBT) |
| Jul09 |
090612 |
641.25 |
647.75 |
628.00 |
637.00 |
-7.50 |
12,370 |
32,892 |
-2,677 |
| Sep09 |
090612 |
654.75 |
657.00 |
638.25 |
647.25 |
-7.50 |
6,735 |
22,917 |
+3,480 |
| Dec09 |
090612 |
667.50 |
670.50 |
654.75 |
663.50 |
-7.50 |
3,755 |
30,407 |
+205 |
| Mar10 |
090612 |
680.00 |
681.75 |
670.75 |
678.50 |
-7.50 |
526 |
1,967 |
+204 |
| May10 |
090612 |
682.50 |
687.50 |
679.00 |
682.25 |
-7.75 |
5 |
207 |
+4 |
| Total Volume and Open Interest |
24,497 |
98,180 |
+1,521 |
| Wheat(MGE) |
| Jul09 |
090612 |
733.75 |
736.00 |
719.50 |
732.50 |
-1.50 |
1,365 |
6,991 |
-937 |
| Sep09 |
090612 |
727.00 |
731.25 |
714.00 |
726.25 |
-2.00 |
1,270 |
10,536 |
+1 |
| Dec09 |
090612 |
738.50 |
740.00 |
725.00 |
736.50 |
-1.25 |
813 |
7,792 |
+256 |
| Mar10 |
090612 |
745.00 |
748.25 |
736.00 |
746.50 |
-1.50 |
509 |
1,850 |
+244 |
| May10 |
090612 |
745.00 |
751.25 |
741.25 |
751.00 |
-2.50 |
74 |
487 |
-26 |
| Total Volume and Open Interest |
4,367 |
32,588 |
-495 |
| Oats(CBOT) |
| Jul09 |
090612 |
244.50 |
247.00 |
235.25 |
238.50 |
-6.00 |
459 |
5,651 |
-115 |
| Sep09 |
090612 |
256.00 |
256.00 |
244.50 |
248.00 |
-6.00 |
164 |
2,340 |
-67 |
| Dec09 |
090612 |
267.75 |
268.25 |
257.75 |
261.50 |
-6.00 |
350 |
6,863 |
+89 |
| Mar10 |
090612 |
276.00 |
280.50 |
274.50 |
274.50 |
-6.00 |
83 |
170 |
+56 |
| Total Volume and Open Interest |
1,056 |
15,024 |
-37 |
| Rough Rice(CBOT) |
| Jul09 |
090612 |
12.98 |
12.98 |
12.82 |
12.93 |
-0.03 |
769 |
2,517 |
-387 |
| Sep09 |
090612 |
12.98 |
12.98 |
12.78 |
12.85 |
-0.08 |
380 |
3,597 |
+55 |
| Nov09 |
090612 |
12.99 |
12.99 |
12.76 |
12.88 |
-0.07 |
200 |
1,977 |
+63 |
| Jan10 |
090612 |
13.02 |
13.02 |
13.02 |
13.02 |
unch |
12 |
263 |
+6 |
| Total Volume and Open Interest |
1,370 |
8,691 |
-267 |
| Live Cattle(CME) |
| Jun09 |
090612 |
80.100 |
80.750 |
79.700 |
80.475 |
+0.375 |
2,316 |
10,204 |
-699 |
| Aug09 |
090612 |
81.580 |
82.135 |
81.050 |
81.600 |
+0.150 |
9,236 |
109,333 |
+445 |
| Oct09 |
090612 |
87.050 |
87.385 |
86.500 |
87.100 |
+0.150 |
5,400 |
54,225 |
+958 |
| Dec09 |
090612 |
89.050 |
89.200 |
88.550 |
88.830 |
-0.070 |
2,272 |
23,905 |
+734 |
| Feb10 |
090612 |
90.635 |
90.900 |
90.250 |
90.285 |
-0.515 |
661 |
10,264 |
+117 |
| Apr10 |
090612 |
92.150 |
92.250 |
91.635 |
92.200 |
-0.380 |
106 |
3,355 |
+20 |
| Total Volume and Open Interest |
20,034 |
212,149 |
+1,591 |
| Feeder Cattle(CME) |
| Aug09 |
090612 |
96.230 |
97.830 |
95.800 |
97.635 |
+1.250 |
1,786 |
14,369 |
+100 |
| Sep09 |
090612 |
96.500 |
97.930 |
96.035 |
97.580 |
+0.980 |
529 |
2,015 |
+18 |
| Oct09 |
090612 |
97.285 |
98.750 |
96.550 |
98.635 |
+1.435 |
719 |
3,985 |
+17 |
| Nov09 |
090612 |
97.450 |
98.930 |
97.050 |
98.330 |
+0.445 |
184 |
953 |
+43 |
| Jan10 |
090612 |
96.750 |
98.000 |
96.535 |
98.000 |
+1.500 |
14 |
325 |
+3 |
| Mar10 |
090612 |
96.000 |
96.000 |
96.000 |
96.000 |
+0.100 |
3 |
46 |
+0 |
| Apr10 |
090612 |
95.250 |
95.600 |
95.250 |
95.250 |
unch |
6 |
9 |
+6 |
| Total Volume and Open Interest |
3,241 |
21,706 |
+187 |
| Lean Hogs(CME) |
| Jun09 |
090612 |
57.000 |
57.200 |
56.900 |
57.035 |
+0.035 |
2,104 |
8,052 |
-936 |
| Jul09 |
090612 |
60.100 |
60.550 |
59.450 |
59.800 |
-0.200 |
17,504 |
33,570 |
-4,325 |
| Aug09 |
090612 |
60.600 |
60.800 |
59.450 |
60.080 |
-0.320 |
14,481 |
48,247 |
+5,375 |
| Oct09 |
090612 |
58.130 |
58.400 |
56.500 |
56.830 |
-1.405 |
4,986 |
28,987 |
-52 |
| Dec09 |
090612 |
61.400 |
61.580 |
59.200 |
59.330 |
-2.170 |
4,519 |
16,150 |
+973 |
| Feb10 |
090612 |
67.000 |
67.300 |
64.975 |
65.475 |
-1.475 |
554 |
3,219 |
+205 |
| Apr10 |
090612 |
70.900 |
70.900 |
68.950 |
69.100 |
-1.500 |
195 |
1,470 |
+94 |
| May10 |
090612 |
74.535 |
75.900 |
74.535 |
75.900 |
-0.075 |
11 |
106 |
+6 |
| Total Volume and Open Interest |
44,416 |
140,803 |
+1,387 |
| Pork Bellies(CME) |
| Jul09 |
090612 |
56.000 |
58.550 |
55.500 |
58.450 |
+2.900 |
153 |
516 |
-8 |
| Aug09 |
090612 |
57.000 |
59.150 |
56.100 |
59.150 |
+3.000 |
76 |
328 |
+27 |
| Feb10 |
090612 |
91.650 |
91.680 |
91.650 |
91.650 |
-0.050 |
14 |
92 |
+8 |
| Mar10 |
090612 |
91.650 |
91.650 |
91.650 |
91.650 |
unch |
0 |
41 |
+0 |
| May10 |
090612 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
243 |
977 |
+27 |
| Class III Milk(CME) |
| Jun09 |
090612 |
9.92 |
10.04 |
9.88 |
9.91 |
+0.03 |
121 |
5,104 |
-96 |
| Jul09 |
090612 |
10.45 |
10.51 |
10.45 |
10.45 |
-0.06 |
236 |
4,195 |
-34 |
| Aug09 |
090612 |
11.34 |
11.45 |
11.27 |
11.30 |
-0.06 |
195 |
3,676 |
+43 |
| Sep09 |
090612 |
12.54 |
12.58 |
12.39 |
12.43 |
-0.12 |
202 |
3,164 |
+78 |
| Oct09 |
090612 |
13.29 |
13.36 |
13.28 |
13.31 |
-0.02 |
65 |
2,906 |
+15 |
| Total Volume and Open Interest |
1,144 |
27,188 |
+155 |
| Cocoa(ICE) |
| Jul09 |
090612 |
2801 |
2805 |
2743 |
2761 |
-52 |
6,426 |
12,684 |
-5,390 |
| Sep09 |
090612 |
2830 |
2842 |
2782 |
2798 |
-45 |
8,441 |
53,884 |
+1,793 |
| Dec09 |
090612 |
2856 |
2858 |
2801 |
2817 |
-45 |
1,456 |
24,998 |
+548 |
| Mar10 |
090612 |
2851 |
2855 |
2805 |
2818 |
-48 |
112 |
12,996 |
-13 |
| May10 |
090612 |
2837 |
2837 |
2803 |
2818 |
-45 |
50 |
3,499 |
+40 |
| Jul10 |
090612 |
2838 |
2838 |
2815 |
2821 |
-46 |
10 |
3,434 |
+7 |
| Sep10 |
090612 |
2838 |
2838 |
2819 |
2822 |
-44 |
32 |
2,236 |
-18 |
| Total Volume and Open Interest |
16,527 |
117,667 |
-3,033 |
| Coffee "C"(ICE) |
| Jul09 |
090612 |
131.35 |
131.35 |
128.25 |
129.55 |
-2.05 |
14,251 |
33,501 |
-4,972 |
| Sep09 |
090612 |
133.45 |
133.45 |
130.30 |
131.65 |
-2.05 |
9,809 |
60,111 |
+4,107 |
| Dec09 |
090612 |
135.35 |
135.50 |
133.00 |
134.30 |
-2.00 |
2,878 |
23,066 |
+190 |
| Mar10 |
090612 |
136.40 |
136.70 |
136.40 |
136.70 |
-2.05 |
306 |
12,505 |
+143 |
| May10 |
090612 |
138.55 |
138.60 |
138.50 |
138.60 |
-2.05 |
66 |
3,170 |
+51 |
| Jul10 |
090612 |
140.15 |
140.30 |
140.15 |
140.30 |
-2.05 |
5 |
1,243 |
-4 |
| Total Volume and Open Interest |
27,384 |
135,933 |
-504 |
| Orange Juice(ICE) |
| Jul09 |
090612 |
84.25 |
84.90 |
81.00 |
82.50 |
-2.10 |
1,703 |
13,917 |
-683 |
| Sep09 |
090612 |
87.50 |
87.90 |
84.35 |
85.80 |
-2.10 |
1,184 |
13,805 |
+672 |
| Nov09 |
090612 |
90.25 |
90.25 |
87.75 |
89.05 |
-2.05 |
48 |
3,669 |
-2 |
| Jan10 |
090612 |
93.00 |
93.05 |
91.10 |
92.20 |
-2.00 |
63 |
460 |
+60 |
| Mar10 |
090612 |
97.00 |
97.00 |
95.00 |
95.60 |
-2.00 |
5 |
153 |
+5 |
| May10 |
090612 |
98.85 |
98.85 |
98.85 |
98.85 |
-1.95 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
3,003 |
32,254 |
+52 |
| Sugar #11(ICE) |
| Jul09 |
090612 |
15.45 |
15.45 |
15.11 |
15.20 |
-0.15 |
56,817 |
184,976 |
-18,318 |
| Oct09 |
090612 |
16.47 |
16.50 |
16.18 |
16.32 |
-0.15 |
51,832 |
258,711 |
+16,432 |
| Mar10 |
090612 |
17.50 |
17.53 |
17.25 |
17.43 |
-0.08 |
12,733 |
134,720 |
+410 |
| May10 |
090612 |
17.36 |
17.37 |
17.10 |
17.27 |
-0.09 |
3,138 |
32,143 |
+97 |
| Jul10 |
090612 |
17.10 |
17.10 |
16.97 |
17.05 |
-0.08 |
1,438 |
64,344 |
-157 |
| Total Volume and Open Interest |
130,947 |
779,168 |
-420 |
| Sugar #14(ICE) |
| Sep09 |
090612 |
22.70 |
22.70 |
22.70 |
22.70 |
-0.04 |
66 |
2,642 |
+25 |
| Total Volume and Open Interest |
66 |
2,642 |
+25 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090612 |
1779 |
1789 |
1752 |
1760 |
-26 |
5,189 |
38,515 |
+944 |
| Dec09 |
090612 |
1773 |
1783 |
1752 |
1760 |
-22 |
2,261 |
28,641 |
+708 |
| Mar10 |
090612 |
1769 |
1772 |
1743 |
1749 |
-23 |
1,234 |
25,286 |
-93 |
| May10 |
090612 |
1757 |
1769 |
1747 |
1747 |
-25 |
24 |
13,848 |
+10 |
| Jul10 |
090612 |
1761 |
1766 |
1747 |
1747 |
-25 |
610 |
3,984 |
+427 |
| Sep10 |
090612 |
1763 |
1766 |
1733 |
1746 |
-25 |
509 |
2,297 |
+450 |
| Total Volume and Open Interest |
14,423 |
170,313 |
+714 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090612 |
436.70 |
437.30 |
431.10 |
431.20 |
-6.30 |
2,140 |
36,182 |
-475 |
| Oct09 |
090612 |
447.30 |
447.80 |
442.00 |
442.00 |
-5.50 |
1,810 |
28,194 |
+1,043 |
| Dec09 |
090612 |
454.30 |
454.30 |
448.80 |
448.90 |
-5.60 |
37 |
8,411 |
+113 |
| Mar10 |
090612 |
460.30 |
460.30 |
454.50 |
455.20 |
-4.10 |
158 |
8,865 |
+137 |
| May10 |
090612 |
456.90 |
458.10 |
454.50 |
454.50 |
-3.80 |
0 |
1,149 |
+0 |
| Total Volume and Open Interest |
4,150 |
85,036 |
+819 |
| Cotton(ICE) |
| Jul09 |
090612 |
56.33 |
56.82 |
55.50 |
56.10 |
-0.20 |
10,170 |
48,045 |
-6,007 |
| Oct09 |
090612 |
59.32 |
59.50 |
58.41 |
59.15 |
-0.03 |
168 |
1,892 |
-119 |
| Dec09 |
090612 |
60.99 |
61.69 |
60.33 |
61.22 |
-0.04 |
8,444 |
68,047 |
+4,921 |
| Mar10 |
090612 |
63.80 |
63.87 |
62.99 |
63.71 |
+0.05 |
420 |
9,915 |
+196 |
| May10 |
090612 |
64.66 |
65.10 |
64.66 |
65.02 |
+0.05 |
49 |
375 |
+41 |
| Jul10 |
090612 |
65.87 |
66.31 |
65.87 |
66.22 |
-0.28 |
0 |
1,579 |
+0 |
| Total Volume and Open Interest |
19,251 |
131,922 |
-968 |
| Lumber(CME) |
| Jul09 |
090612 |
197.0 |
206.3 |
197.0 |
206.3 |
+10.0 |
687 |
2,822 |
-215 |
| Sep09 |
090612 |
215.0 |
224.8 |
215.0 |
224.8 |
+10.0 |
560 |
4,961 |
+165 |
| Nov09 |
090612 |
211.5 |
218.3 |
210.2 |
217.1 |
+8.6 |
45 |
792 |
-8 |
| Jan10 |
090612 |
229.0 |
237.0 |
229.0 |
236.8 |
+8.1 |
57 |
441 |
+37 |
| Total Volume and Open Interest |
1,349 |
9,059 |
-21 |
| Crude Oil(NYM) |
| Jul09 |
090612 |
72.43 |
72.63 |
70.80 |
72.04 |
-0.64 |
346,248 |
180,539 |
-41,156 |
| Aug09 |
090612 |
73.16 |
73.40 |
71.60 |
72.75 |
-0.73 |
165,200 |
222,437 |
+29,350 |
| Sep09 |
090612 |
73.91 |
74.21 |
72.44 |
73.56 |
-0.75 |
67,476 |
113,491 |
+8,857 |
| Oct09 |
090612 |
74.55 |
74.76 |
73.48 |
74.24 |
-0.71 |
18,068 |
44,346 |
-475 |
| Nov09 |
090612 |
75.00 |
75.09 |
74.30 |
74.89 |
-0.66 |
10,224 |
27,453 |
+1,211 |
| Dec09 |
090612 |
75.65 |
75.96 |
74.39 |
75.47 |
-0.65 |
42,900 |
139,669 |
-170 |
| Jan10 |
090612 |
75.27 |
76.08 |
75.27 |
75.93 |
-0.65 |
5,176 |
25,926 |
-742 |
| Feb10 |
090612 |
76.29 |
76.45 |
76.10 |
76.29 |
-0.65 |
3,153 |
18,446 |
+1,240 |
| Mar10 |
090612 |
76.22 |
76.75 |
76.22 |
76.62 |
-0.67 |
1,580 |
17,093 |
+100 |
| Apr10 |
090612 |
76.72 |
77.00 |
76.72 |
76.95 |
-0.70 |
927 |
8,064 |
+233 |
| May10 |
090612 |
77.17 |
77.36 |
77.17 |
77.28 |
-0.73 |
2,388 |
8,617 |
+1,589 |
| Jun10 |
090612 |
77.77 |
77.81 |
77.18 |
77.61 |
-0.76 |
8,765 |
41,943 |
-1,043 |
| Jul10 |
090612 |
77.47 |
78.23 |
77.21 |
77.93 |
-0.76 |
4,013 |
39,115 |
-303 |
| Aug10 |
090612 |
78.04 |
78.16 |
77.97 |
78.16 |
-0.74 |
1,081 |
6,383 |
+7 |
| Sep10 |
090612 |
78.18 |
78.39 |
78.18 |
78.39 |
-0.71 |
1,135 |
8,458 |
+135 |
| Oct10 |
090612 |
78.62 |
78.62 |
78.62 |
78.62 |
-0.68 |
535 |
4,483 |
+144 |
| Total Volume and Open Interest |
709,509 |
1,208,771 |
+5,092 |
| 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 |
090612 |
73.125 |
73.350 |
71.625 |
72.750 |
-0.725 |
771 |
1,270 |
+148 |
| Sep09 |
090612 |
73.900 |
74.075 |
72.550 |
73.550 |
-0.750 |
86 |
228 |
+13 |
| Oct09 |
090612 |
74.200 |
74.375 |
74.175 |
74.250 |
-0.700 |
8 |
92 |
+1 |
| Nov09 |
090612 |
74.850 |
74.900 |
74.850 |
74.900 |
-0.650 |
3 |
21 |
+0 |
| Dec09 |
090612 |
75.050 |
75.475 |
74.700 |
75.475 |
-0.650 |
11 |
88 |
+4 |
| Jan10 |
090612 |
75.925 |
75.925 |
75.925 |
75.925 |
-0.650 |
|
|
|
| Feb10 |
090612 |
76.300 |
76.300 |
76.300 |
76.300 |
-0.650 |
|
|
|
| Mar10 |
090612 |
76.625 |
76.625 |
76.625 |
76.625 |
-0.675 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
12,548 |
6,638 |
+229 |
| Heating Oil(NYM) |
| Jul09 |
090612 |
185.17 |
185.17 |
181.25 |
183.75 |
-1.59 |
39,029 |
52,101 |
-3,348 |
| Aug09 |
090612 |
188.37 |
188.52 |
184.91 |
187.50 |
-1.40 |
19,113 |
39,750 |
+816 |
| Sep09 |
090612 |
191.68 |
192.50 |
189.00 |
191.63 |
-1.26 |
9,760 |
31,582 |
+92 |
| Oct09 |
090612 |
194.00 |
195.57 |
194.00 |
195.46 |
-1.21 |
5,839 |
20,572 |
+1,774 |
| Nov09 |
090612 |
197.34 |
198.91 |
197.34 |
198.59 |
-1.14 |
3,176 |
14,345 |
+177 |
| Dec09 |
090612 |
200.85 |
201.96 |
199.04 |
201.63 |
-1.02 |
7,726 |
32,069 |
-357 |
| Jan10 |
090612 |
203.27 |
204.67 |
202.60 |
204.63 |
-0.92 |
2,149 |
13,559 |
-20 |
| Feb10 |
090612 |
205.25 |
206.95 |
205.15 |
206.48 |
-0.97 |
1,825 |
8,898 |
-24 |
| Mar10 |
090612 |
206.67 |
207.75 |
205.95 |
207.38 |
-1.02 |
1,464 |
6,334 |
+91 |
| Apr10 |
090612 |
205.75 |
207.66 |
205.75 |
207.53 |
-1.02 |
1,297 |
4,969 |
-12 |
| May10 |
090612 |
207.40 |
208.03 |
207.40 |
208.03 |
-1.07 |
1,395 |
5,216 |
+310 |
| Jun10 |
090612 |
207.95 |
208.90 |
207.87 |
208.83 |
-1.12 |
1,295 |
14,975 |
+210 |
| Total Volume and Open Interest |
97,480 |
281,105 |
-474 |
| Gasoline(NYMEX) |
| Jul09 |
090612 |
205.93 |
206.36 |
201.92 |
204.31 |
-2.18 |
49,719 |
68,291 |
-3,845 |
| Aug09 |
090612 |
203.50 |
203.95 |
199.89 |
202.47 |
-1.89 |
25,557 |
57,656 |
+4,673 |
| Sep09 |
090612 |
201.50 |
202.30 |
198.50 |
201.05 |
-1.60 |
17,656 |
37,084 |
+2,289 |
| Oct09 |
090612 |
187.50 |
190.32 |
187.46 |
189.52 |
-1.31 |
7,625 |
18,611 |
+1,648 |
| Nov09 |
090612 |
188.09 |
188.34 |
187.61 |
188.10 |
-1.44 |
4,326 |
7,937 |
+61 |
| Dec09 |
090612 |
188.05 |
189.17 |
186.85 |
188.26 |
-1.58 |
6,335 |
11,877 |
-22 |
| Jan10 |
090612 |
190.31 |
190.31 |
190.31 |
190.31 |
-1.63 |
1,212 |
4,246 |
+124 |
| Feb10 |
090612 |
192.75 |
192.75 |
192.51 |
192.51 |
-1.68 |
786 |
1,599 |
+218 |
| Mar10 |
090612 |
194.96 |
194.96 |
194.96 |
194.96 |
-1.73 |
548 |
2,325 |
+113 |
| Apr10 |
090612 |
208.56 |
208.56 |
208.56 |
208.56 |
-1.73 |
157 |
2,507 |
-10 |
| Total Volume and Open Interest |
115,140 |
220,357 |
+5,728 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090612 |
204.31 |
204.31 |
204.31 |
204.31 |
-2.18 |
0 |
1 |
+0 |
| Aug09 |
090612 |
202.47 |
202.47 |
202.47 |
202.47 |
-1.89 |
|
|
|
| Sep09 |
090612 |
201.05 |
201.05 |
201.05 |
201.05 |
-1.60 |
|
|
|
| Oct09 |
090612 |
189.52 |
189.52 |
189.52 |
189.52 |
-1.31 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090612 |
3.911 |
3.973 |
3.741 |
3.857 |
-0.076 |
109,998 |
116,308 |
-2,792 |
| Aug09 |
090612 |
4.170 |
4.176 |
3.967 |
4.071 |
-0.076 |
48,012 |
69,980 |
+6,500 |
| Sep09 |
090612 |
4.320 |
4.347 |
4.148 |
4.243 |
-0.077 |
27,305 |
74,419 |
+5,346 |
| Oct09 |
090612 |
4.565 |
4.592 |
4.400 |
4.493 |
-0.070 |
14,316 |
73,297 |
+3,105 |
| Nov09 |
090612 |
5.250 |
5.254 |
5.086 |
5.169 |
-0.071 |
3,867 |
31,645 |
+482 |
| Dec09 |
090612 |
5.958 |
5.985 |
5.790 |
5.860 |
-0.064 |
3,728 |
42,953 |
+265 |
| Jan10 |
090612 |
6.222 |
6.230 |
6.096 |
6.165 |
-0.066 |
5,643 |
35,514 |
+175 |
| Feb10 |
090612 |
6.145 |
6.252 |
6.128 |
6.196 |
-0.063 |
930 |
19,202 |
-35 |
| Mar10 |
090612 |
6.080 |
6.199 |
6.070 |
6.138 |
-0.056 |
1,945 |
36,503 |
-68 |
| Apr10 |
090612 |
6.030 |
6.050 |
5.935 |
5.998 |
-0.051 |
1,332 |
36,208 |
+451 |
| May10 |
090612 |
5.985 |
6.087 |
5.985 |
6.045 |
-0.051 |
236 |
14,398 |
+41 |
| Jun10 |
090612 |
6.179 |
6.201 |
6.106 |
6.152 |
-0.051 |
70 |
8,868 |
+21 |
| Jul10 |
090612 |
6.330 |
6.330 |
6.220 |
6.270 |
-0.049 |
79 |
7,893 |
+18 |
| Aug10 |
090612 |
6.320 |
6.413 |
6.320 |
6.361 |
-0.049 |
49 |
8,964 |
+10 |
| Sep10 |
090612 |
6.385 |
6.464 |
6.382 |
6.416 |
-0.046 |
67 |
6,694 |
+24 |
| Oct10 |
090612 |
6.565 |
6.565 |
6.473 |
6.521 |
-0.046 |
209 |
15,668 |
-3 |
| Total Volume and Open Interest |
218,785 |
727,342 |
+14,032 |
| Brent Crude Oil(ICE) |
| Jul09 |
090612 |
71.64 |
71.64 |
69.99 |
70.92 |
-0.87 |
87,345 |
63,036 |
-15,957 |
| Aug09 |
090612 |
72.23 |
72.35 |
70.76 |
71.80 |
-0.75 |
76,798 |
165,444 |
-3,141 |
| Sep09 |
090612 |
73.02 |
73.05 |
71.50 |
72.52 |
-0.75 |
41,001 |
107,047 |
+2,936 |
| Oct09 |
090612 |
73.28 |
73.55 |
72.26 |
73.25 |
-0.71 |
18,732 |
58,474 |
-3,235 |
| Nov09 |
090612 |
74.00 |
74.26 |
73.01 |
73.97 |
-0.69 |
12,795 |
19,928 |
+935 |
| Dec09 |
090612 |
74.92 |
74.93 |
73.70 |
74.63 |
-0.70 |
20,441 |
82,289 |
+1,236 |
| Jan10 |
090612 |
75.31 |
75.42 |
74.48 |
75.18 |
-0.70 |
3,716 |
22,204 |
-457 |
| Feb10 |
090612 |
75.75 |
75.86 |
75.12 |
75.63 |
-0.69 |
1,989 |
14,605 |
+69 |
| Mar10 |
090612 |
76.17 |
76.30 |
75.57 |
76.06 |
-0.70 |
993 |
8,414 |
+98 |
| Apr10 |
090612 |
75.91 |
76.45 |
75.91 |
76.45 |
-0.71 |
596 |
5,132 |
+69 |
| May10 |
090612 |
76.25 |
76.81 |
76.25 |
76.81 |
-0.73 |
545 |
4,357 |
+9 |
| Jun10 |
090612 |
77.22 |
77.49 |
76.39 |
77.16 |
-0.75 |
1,519 |
31,536 |
+128 |
| Jul10 |
090612 |
77.00 |
77.49 |
77.00 |
77.49 |
-0.77 |
97 |
8,454 |
+57 |
| Aug10 |
090612 |
77.76 |
77.76 |
77.76 |
77.76 |
-0.76 |
17 |
6,049 |
+17 |
| Total Volume and Open Interest |
277,055 |
734,309 |
-15,894 |
| Gas Oil(ICE) |
| Jul09 |
090612 |
586.75 |
587.50 |
575.25 |
582.00 |
-6.75 |
67,056 |
114,695 |
-1,077 |
| Aug09 |
090612 |
599.75 |
599.75 |
587.75 |
593.75 |
-7.25 |
29,720 |
56,154 |
-213 |
| Sep09 |
090612 |
610.75 |
610.75 |
599.00 |
604.75 |
-7.50 |
13,695 |
41,844 |
+1,632 |
| Oct09 |
090612 |
616.50 |
617.50 |
611.00 |
614.75 |
-7.50 |
6,632 |
31,960 |
-478 |
| Nov09 |
090612 |
625.50 |
627.25 |
619.50 |
623.75 |
-7.50 |
5,808 |
18,643 |
+64 |
| Dec09 |
090612 |
633.75 |
635.50 |
626.50 |
632.25 |
-7.25 |
13,469 |
63,564 |
-648 |
| Jan10 |
090612 |
640.00 |
643.00 |
636.75 |
641.25 |
-7.25 |
2,897 |
25,891 |
+603 |
| Feb10 |
090612 |
648.75 |
650.00 |
648.75 |
648.75 |
-7.25 |
560 |
12,555 |
-3 |
| Mar10 |
090612 |
654.75 |
654.75 |
654.75 |
654.75 |
-7.50 |
740 |
16,302 |
-3 |
| Apr10 |
090612 |
660.75 |
661.00 |
660.75 |
661.00 |
-7.50 |
571 |
7,925 |
+88 |
| Total Volume and Open Interest |
170,468 |
499,201 |
-16,994 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090612 |
1.785 |
1.785 |
1.760 |
1.768 |
-0.017 |
52 |
649 |
-5 |
| Aug09 |
090612 |
1.760 |
1.760 |
1.750 |
1.759 |
-0.039 |
15 |
444 |
+10 |
| Sep09 |
090612 |
1.760 |
1.760 |
1.759 |
1.759 |
-0.036 |
10 |
298 |
+10 |
| Oct09 |
090612 |
1.765 |
1.765 |
1.765 |
1.765 |
-0.033 |
15 |
251 |
+15 |
| Nov09 |
090612 |
1.755 |
1.775 |
1.750 |
1.750 |
-0.038 |
10 |
353 |
+10 |
| Dec09 |
090612 |
1.770 |
1.770 |
1.741 |
1.752 |
-0.043 |
17 |
426 |
+14 |
| Jan10 |
090612 |
1.780 |
1.780 |
1.760 |
1.760 |
-0.050 |
20 |
430 |
-10 |
| Total Volume and Open Interest |
190 |
4,024 |
+77 |
| US Dollar Index(ICE) |
| Jun09 |
090612 |
79.475 |
80.540 |
79.470 |
80.175 |
+0.745 |
18,483 |
26,959 |
-4,944 |
| Sep09 |
090612 |
79.875 |
80.945 |
79.800 |
80.590 |
+0.760 |
14,900 |
15,446 |
+7,163 |
| Dec09 |
090612 |
80.770 |
80.985 |
80.770 |
80.985 |
+0.725 |
2 |
2,043 |
+0 |
| Total Volume and Open Interest |
33,385 |
44,448 |
+2,219 |
| Australian Dollar(CME) |
| Jun09 |
090612 |
81.94 |
82.14 |
80.58 |
81.28 |
-0.93 |
68,672 |
66,203 |
-4,819 |
| Sep09 |
090612 |
81.36 |
81.58 |
80.03 |
80.74 |
-0.92 |
38,708 |
53,026 |
+16,653 |
| Dec09 |
090612 |
80.20 |
81.12 |
80.20 |
80.20 |
-0.92 |
28 |
223 |
-3 |
| Total Volume and Open Interest |
107,408 |
119,468 |
+11,831 |
| British Pound(CME) |
| Jun09 |
090612 |
165.78 |
165.99 |
163.28 |
164.53 |
-1.37 |
111,786 |
42,688 |
-6,639 |
| Sep09 |
090612 |
165.71 |
165.97 |
163.22 |
164.48 |
-1.37 |
53,153 |
58,064 |
+6,404 |
| Dec09 |
090612 |
165.28 |
165.81 |
163.44 |
164.44 |
+162.78 |
0 |
198 |
+1 |
| Total Volume and Open Interest |
164,944 |
100,952 |
-234 |
| Canadian Dollar(CME) |
| Jun09 |
090612 |
90.71 |
90.84 |
88.89 |
89.39 |
-1.72 |
83,010 |
62,732 |
-5,886 |
| Sep09 |
090612 |
90.71 |
91.16 |
88.95 |
89.44 |
-1.72 |
57,706 |
45,353 |
+18,612 |
| Dec09 |
090612 |
90.50 |
91.24 |
89.08 |
89.54 |
-1.70 |
163 |
1,918 |
+48 |
| Mar10 |
090612 |
89.70 |
91.37 |
89.22 |
89.67 |
-1.70 |
9 |
471 |
+2 |
| Total Volume and Open Interest |
140,892 |
110,694 |
+12,779 |
| Japanese Yen(CME) |
| Jun09 |
090612 |
102.34 |
102.59 |
101.57 |
101.81 |
-0.72 |
88,693 |
55,155 |
-13,620 |
| Sep09 |
090612 |
102.45 |
102.68 |
101.66 |
101.90 |
-0.72 |
42,843 |
38,961 |
+14,369 |
| Dec09 |
090612 |
101.86 |
102.77 |
101.86 |
102.03 |
-0.74 |
5 |
125 |
+0 |
| Total Volume and Open Interest |
131,541 |
94,255 |
+749 |
| Swiss Franc(CME) |
| Jun09 |
090612 |
93.52 |
93.55 |
92.19 |
92.66 |
-0.87 |
40,920 |
32,815 |
-1,870 |
| Sep09 |
090612 |
93.47 |
93.66 |
92.28 |
92.75 |
-0.88 |
23,115 |
24,768 |
+10,780 |
| Dec09 |
090612 |
93.12 |
93.77 |
92.59 |
92.88 |
-0.89 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
64,035 |
57,590 |
+8,910 |
| EuroFX(CME) |
| Jun09 |
090612 |
140.94 |
141.29 |
139.30 |
140.11 |
-1.17 |
254,515 |
85,541 |
-23,746 |
| Sep09 |
090612 |
140.85 |
141.16 |
139.22 |
139.98 |
-1.17 |
100,050 |
75,573 |
+33,890 |
| Dec09 |
090612 |
140.23 |
141.05 |
139.41 |
139.88 |
-1.17 |
10 |
355 |
+5 |
| Total Volume and Open Interest |
354,575 |
161,793 |
+10,149 |
| Mexican Peso(CME) |
| Jun09 |
090612 |
747.5 |
749.0 |
743.0 |
746.2 |
-2.8 |
16,752 |
24,844 |
-4,890 |
| Jul09 |
090612 |
745.2 |
748.0 |
745.2 |
745.2 |
-2.8 |
|
|
|
| Total Volume and Open Interest |
33,039 |
60,693 |
+2,406 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090612 |
115~005 |
116~090 |
115~000 |
115~250 |
+0~250 |
12,377 |
17,142 |
-5,717 |
| Sep09 |
090612 |
113~190 |
114~260 |
113~170 |
114~100 |
+0~240 |
268,578 |
683,792 |
+3,971 |
| Dec09 |
090612 |
112~150 |
113~000 |
112~075 |
112~315 |
+0~240 |
12 |
297 |
+9 |
| Total Volume and Open Interest |
280,967 |
701,283 |
-1,737 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090612 |
115~250 |
116~100 |
115~220 |
116~010 |
+0~100 |
7,485 |
39,215 |
-2,689 |
| Sep09 |
090612 |
114~020 |
114~200 |
114~000 |
114~110 |
+0~100 |
791,808 |
1,055,538 |
+23,694 |
| Dec09 |
090612 |
113~000 |
113~000 |
112~220 |
113~000 |
+0~100 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
799,293 |
1,094,761 |
+21,005 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090612 |
114~088 |
114~088 |
114~051 |
114~078 |
+0~022 |
5,893 |
39,087 |
-3,091 |
| Sep09 |
090612 |
113~022 |
113~070 |
113~013 |
113~056 |
+0~038 |
306,936 |
726,793 |
+14,029 |
| Dec09 |
090612 |
49~092 |
49~092 |
49~054 |
49~092 |
+0~038 |
|
|
|
| Total Volume and Open Interest |
312,829 |
765,880 |
+10,938 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090612 |
108~049 |
108~052 |
108~033 |
108~049 |
+0~017 |
1,046 |
7,699 |
-819 |
| Sep09 |
090612 |
107~059 |
107~084 |
107~056 |
107~076 |
+0~016 |
142,839 |
540,586 |
+3,912 |
| Dec09 |
090612 |
107~017 |
107~017 |
107~001 |
107~017 |
+0~016 |
|
|
|
| Total Volume and Open Interest |
144,253 |
548,285 |
+3,093 |
| Eurodollars(CME) |
| Jun09 |
090612 |
99.363 |
99.382 |
99.363 |
99.378 |
+0.013 |
118,179 |
822,665 |
-15,531 |
| Sep09 |
090612 |
99.230 |
99.280 |
99.230 |
99.265 |
+0.025 |
248,379 |
1,057,483 |
-15,445 |
| Dec09 |
090612 |
98.835 |
98.920 |
98.830 |
98.900 |
+0.050 |
296,713 |
851,369 |
-12,644 |
| Mar10 |
090612 |
98.460 |
98.585 |
98.445 |
98.555 |
+0.075 |
340,437 |
737,834 |
+6,206 |
| Jun10 |
090612 |
98.040 |
98.200 |
98.020 |
98.160 |
+0.110 |
328,032 |
520,013 |
-5,672 |
| Sep10 |
090612 |
97.630 |
97.830 |
97.620 |
97.785 |
+0.135 |
342,897 |
469,915 |
-1,224 |
| Dec10 |
090612 |
97.220 |
97.450 |
97.210 |
97.405 |
+0.160 |
206,467 |
574,958 |
+579 |
| Mar11 |
090612 |
96.865 |
97.115 |
96.865 |
97.075 |
+0.180 |
176,956 |
333,146 |
+8,713 |
| Jun11 |
090612 |
96.500 |
96.755 |
96.495 |
96.715 |
+0.185 |
86,850 |
298,141 |
-1,472 |
| Sep11 |
090612 |
96.200 |
96.430 |
96.200 |
96.390 |
+0.185 |
83,799 |
220,185 |
+644 |
| Dec11 |
090612 |
95.920 |
96.120 |
95.915 |
96.080 |
+0.185 |
59,505 |
145,725 |
-556 |
| Mar12 |
090612 |
95.690 |
95.905 |
95.690 |
95.865 |
+0.180 |
49,733 |
113,240 |
-2,974 |
| Jun12 |
090612 |
95.520 |
95.710 |
95.520 |
95.665 |
+0.175 |
22,744 |
110,870 |
-1,923 |
| Sep12 |
090612 |
95.350 |
95.545 |
95.350 |
95.495 |
+0.170 |
17,995 |
68,632 |
-1,560 |
| Dec12 |
090612 |
95.205 |
95.385 |
95.205 |
95.335 |
+0.165 |
9,845 |
55,696 |
+491 |
| Mar13 |
090612 |
95.175 |
95.300 |
95.130 |
95.250 |
+0.165 |
10,433 |
61,541 |
+32 |
| Jun13 |
090612 |
95.055 |
95.195 |
95.030 |
95.145 |
+0.160 |
8,642 |
25,684 |
+1,563 |
| Sep13 |
090612 |
95.000 |
95.110 |
94.950 |
95.060 |
+0.160 |
8,652 |
39,847 |
+1,208 |
| Total Volume and Open Interest |
2,450,236 |
6,718,414 |
-34,879 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090612 |
99.802 |
99.812 |
99.800 |
99.808 |
+0.007 |
4,600 |
56,840 |
+455 |
| Jul09 |
090612 |
99.805 |
99.805 |
99.795 |
99.795 |
unch |
4,363 |
43,184 |
-726 |
| Aug09 |
090612 |
99.780 |
99.780 |
99.765 |
99.775 |
+0.010 |
4,158 |
40,158 |
+1,363 |
| Sep09 |
090612 |
99.760 |
99.765 |
99.750 |
99.750 |
unch |
2,900 |
29,439 |
+184 |
| Oct09 |
090612 |
99.735 |
99.740 |
99.725 |
99.725 |
-0.005 |
2,515 |
29,878 |
-1,055 |
| Nov09 |
090612 |
99.670 |
99.680 |
99.655 |
99.665 |
+0.005 |
7,925 |
51,621 |
-1,591 |
| Total Volume and Open Interest |
46,484 |
391,573 |
-3,512 |
| 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 |
090612 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Sep09 |
090612 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Dec09 |
090612 |
99.52 |
99.53 |
99.52 |
99.53 |
+0.01 |
|
|
|
| Mar10 |
090612 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Jun10 |
090612 |
99.48 |
99.49 |
99.48 |
99.49 |
+0.01 |
|
|
|
| Sep10 |
090612 |
99.43 |
99.43 |
99.42 |
99.42 |
-0.01 |
|
|
|
| Dec10 |
090612 |
99.38 |
99.38 |
99.37 |
99.37 |
-0.01 |
|
|
|
| Mar11 |
090612 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090612 |
99.22 |
99.24 |
99.22 |
99.24 |
+0.02 |
|
|
|
| Sep11 |
090612 |
99.22 |
99.24 |
99.22 |
99.24 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090612 |
99.51 |
99.51 |
99.50 |
99.51 |
+0.01 |
63 |
5,956 |
-40 |
| Dec09 |
090612 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
0 |
2,691 |
+0 |
| Mar10 |
090612 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
0 |
2,497 |
+0 |
| Jun10 |
090612 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.02 |
40 |
840 |
+40 |
| Sep10 |
090612 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.01 |
0 |
281 |
+0 |
| Dec10 |
090612 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.01 |
0 |
252 |
+0 |
| Mar11 |
090612 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
412 |
+0 |
| Jun11 |
090612 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.01 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
294 |
29,214 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090611 |
135.47 |
135.71 |
135.47 |
135.64 |
-0.31 |
10,752 |
8,721 |
+5,229 |
| Dec09 |
090612 |
135.71 |
135.71 |
135.71 |
135.71 |
+0.46 |
|
|
|
| Mar10 |
090612 |
135.48 |
135.48 |
135.48 |
135.48 |
+0.46 |
|
|
|
| Total Volume and Open Interest |
4,483 |
18,218 |
-2,961 |
| Euro-Bund(EUREX) |
| Sep09 |
090612 |
118.34 |
118.80 |
118.32 |
118.52 |
+0.32 |
600,590 |
845,400 |
-27,787 |
| Dec09 |
090612 |
117.09 |
117.40 |
117.09 |
117.22 |
+0.26 |
83 |
33 |
-76 |
| Mar10 |
090612 |
116.92 |
116.92 |
116.92 |
116.92 |
+0.32 |
|
|
|
| Total Volume and Open Interest |
600,673 |
845,433 |
-27,863 |
| Euro-Bobl(EUREX) |
| Sep09 |
090612 |
113.67 |
113.85 |
113.62 |
113.71 |
+0.04 |
375,811 |
649,813 |
-26,537 |
| Dec09 |
090612 |
112.43 |
112.43 |
112.43 |
112.43 |
+0.24 |
25 |
75 |
+25 |
| Mar10 |
090612 |
112.11 |
112.11 |
112.11 |
112.11 |
+0.27 |
|
|
|
| Total Volume and Open Interest |
426,863 |
637,817 |
-12,046 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090612 |
98.750 |
98.775 |
98.750 |
98.775 |
+0.040 |
1,780 |
14,590 |
+1,556 |
| Dec09 |
090612 |
98.595 |
98.595 |
98.580 |
98.580 |
+0.025 |
15 |
4,598 |
-3 |
| Total Volume and Open Interest |
3,576 |
39,502 |
+708 |
| Long Gilt(LIFFE) |
| Jun09 |
090612 |
116~30 |
116~32 |
116~24 |
116~28 |
+0~15 |
1,951 |
39,444 |
+19 |
| Sep09 |
090612 |
115~14 |
115~19 |
115~01 |
115~11 |
+0~16 |
73,440 |
202,528 |
-5,143 |
| Total Volume and Open Interest |
75,391 |
241,972 |
-5,124 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090612 |
98.77 |
98.78 |
98.76 |
98.76 |
-0.01 |
13,714 |
275,153 |
-2,418 |
| Sep09 |
090612 |
98.76 |
98.80 |
98.76 |
98.78 |
+0.01 |
65,109 |
266,153 |
-3,492 |
| Dec09 |
090612 |
98.43 |
98.49 |
98.41 |
98.46 |
+0.04 |
102,413 |
267,544 |
-11,356 |
| Mar10 |
090612 |
98.05 |
98.12 |
98.03 |
98.08 |
+0.06 |
141,138 |
344,794 |
+9,163 |
| Jun10 |
090612 |
97.55 |
97.65 |
97.51 |
97.59 |
+0.09 |
107,290 |
238,259 |
+2,500 |
| Sep10 |
090612 |
97.01 |
97.19 |
97.01 |
97.12 |
+0.12 |
114,878 |
222,734 |
+7,976 |
| Total Volume and Open Interest |
753,566 |
2,116,926 |
+2,348 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090612 |
98.725 |
98.740 |
98.720 |
98.735 |
+0.015 |
86,803 |
542,818 |
-9,396 |
| Sep09 |
090612 |
98.730 |
98.785 |
98.730 |
98.775 |
+0.035 |
102,150 |
563,051 |
-8,119 |
| Dec09 |
090612 |
98.550 |
98.600 |
98.550 |
98.580 |
+0.020 |
113,952 |
462,912 |
-11,792 |
| Total Volume and Open Interest |
767,659 |
3,282,595 |
-16,158 |
| 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 |
090612 |
96.70 |
96.75 |
96.69 |
96.75 |
+0.04 |
37,620 |
294,242 |
-1,531 |
| Dec09 |
090612 |
96.46 |
96.57 |
96.41 |
96.55 |
+0.09 |
35,662 |
189,975 |
+5,579 |
| Mar10 |
090612 |
96.09 |
96.19 |
96.01 |
96.18 |
+0.10 |
15,221 |
107,233 |
+2,911 |
| Jun10 |
090612 |
95.64 |
95.74 |
95.57 |
95.72 |
+0.07 |
10,236 |
79,694 |
+3,270 |
| Sep10 |
090612 |
95.24 |
95.31 |
95.16 |
95.29 |
+0.05 |
9,074 |
45,112 |
+1,108 |
| Dec10 |
090612 |
94.83 |
94.93 |
94.79 |
94.92 |
+0.07 |
2,245 |
26,336 |
+1,164 |
| Mar11 |
090612 |
94.52 |
94.60 |
94.52 |
94.58 |
+0.10 |
2,334 |
16,712 |
+1,291 |
| Jun11 |
090612 |
94.15 |
94.25 |
94.15 |
94.25 |
+0.14 |
1,739 |
4,811 |
+678 |
| Sep11 |
090612 |
93.83 |
93.94 |
93.83 |
93.94 |
+0.17 |
614 |
1,422 |
+204 |
| Total Volume and Open Interest |
126,299 |
767,953 |
-27,796 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090612 |
94.42 |
94.49 |
94.37 |
94.48 |
+0.07 |
143,933 |
204,314 |
-145,868 |
| Sep09 |
090612 |
94.36 |
94.45 |
94.33 |
94.44 |
+0.07 |
138,558 |
237,305 |
+104,294 |
| Total Volume and Open Interest |
282,491 |
441,619 |
+61,316 |
| 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 |
090612 |
95.22 |
95.33 |
95.17 |
95.33 |
+0.11 |
142,563 |
216,505 |
+103,215 |
| Total Volume and Open Interest |
379,996 |
563,869 |
+62,584 |
| Gold(CMX) |
| Jun09 |
090612 |
955.9 |
956.5 |
935.8 |
940.1 |
-21.2 |
698 |
1,800 |
-262 |
| Aug09 |
090612 |
956.3 |
959.2 |
936.2 |
940.7 |
-21.3 |
107,065 |
246,057 |
+133 |
| Oct09 |
090612 |
958.3 |
960.0 |
939.1 |
942.1 |
-21.3 |
1,686 |
10,693 |
-774 |
| Dec09 |
090612 |
959.2 |
960.0 |
938.9 |
943.5 |
-21.4 |
3,147 |
45,022 |
+214 |
| Feb10 |
090612 |
959.0 |
959.0 |
943.1 |
945.0 |
-21.6 |
2,122 |
14,275 |
-411 |
| Apr10 |
090612 |
959.5 |
959.5 |
942.9 |
946.5 |
-21.8 |
1,756 |
15,608 |
+34 |
| Jun10 |
090612 |
965.9 |
965.9 |
948.5 |
948.5 |
-22.0 |
2,280 |
10,080 |
-39 |
| Aug10 |
090612 |
950.9 |
950.9 |
950.9 |
950.9 |
-22.2 |
2,656 |
2,645 |
+2,165 |
| Oct10 |
090612 |
953.7 |
953.7 |
953.7 |
953.7 |
-22.4 |
1,100 |
1,087 |
+730 |
| Dec10 |
090612 |
960.0 |
961.0 |
954.7 |
956.9 |
-22.7 |
1,706 |
12,678 |
-772 |
| Feb11 |
090612 |
960.4 |
960.4 |
960.4 |
960.4 |
-23.0 |
0 |
12 |
+0 |
| Apr11 |
090612 |
964.0 |
964.0 |
964.0 |
964.0 |
-23.4 |
|
|
|
| Total Volume and Open Interest |
126,122 |
388,374 |
+1,193 |
| Silver(CMX) |
| Jul09 |
090612 |
1540.5 |
1543.5 |
1478.0 |
1487.5 |
-61.8 |
30,774 |
47,671 |
-1,669 |
| Sep09 |
090612 |
1543.0 |
1544.0 |
1484.0 |
1491.0 |
-62.0 |
6,651 |
21,259 |
+2,127 |
| Dec09 |
090612 |
1549.0 |
1549.0 |
1486.0 |
1495.2 |
-62.2 |
1,157 |
19,365 |
-50 |
| Mar10 |
090612 |
1495.5 |
1503.5 |
1495.5 |
1498.2 |
-62.5 |
52 |
5,940 |
+52 |
| May10 |
090612 |
1500.4 |
1500.4 |
1500.4 |
1500.4 |
-62.8 |
4 |
2,569 |
+0 |
| Jul10 |
090612 |
1502.6 |
1502.6 |
1502.6 |
1502.6 |
-63.1 |
33 |
2,874 |
+17 |
| Sep10 |
090612 |
1505.0 |
1505.0 |
1505.0 |
1505.0 |
-63.2 |
6 |
65 |
+6 |
| Total Volume and Open Interest |
38,992 |
107,157 |
+710 |
| Platinum(NYMEX) |
| Jul09 |
090612 |
1270.0 |
1276.4 |
1237.6 |
1258.7 |
-14.4 |
2,165 |
17,805 |
-185 |
| Oct09 |
090612 |
1279.1 |
1279.1 |
1245.0 |
1265.5 |
-14.5 |
442 |
6,513 |
+296 |
| Jan10 |
090612 |
1269.0 |
1270.5 |
1265.8 |
1269.5 |
-14.4 |
2 |
28 |
+2 |
| Total Volume and Open Interest |
2,609 |
24,346 |
+113 |
| Palladium(NYMEX) |
| Jun09 |
090612 |
253.05 |
253.05 |
253.05 |
253.05 |
-1.90 |
100 |
271 |
-10 |
| Sep09 |
090612 |
256.75 |
259.35 |
250.10 |
254.10 |
-1.90 |
1,480 |
16,101 |
+452 |
| Dec09 |
090612 |
258.65 |
258.65 |
255.20 |
255.30 |
-1.90 |
3 |
254 |
+2 |
| Total Volume and Open Interest |
1,583 |
16,626 |
+444 |
| Copper(CMX) |
| Jul09 |
090612 |
243.65 |
244.00 |
236.00 |
237.35 |
-7.15 |
20,899 |
47,179 |
-2,268 |
| Sep09 |
090612 |
244.50 |
244.50 |
236.95 |
238.30 |
-7.10 |
9,002 |
44,898 |
+4,631 |
| Dec09 |
090612 |
243.30 |
243.80 |
237.70 |
239.10 |
-6.90 |
1,164 |
10,377 |
+615 |
| Mar10 |
090612 |
242.50 |
242.50 |
238.50 |
239.30 |
-6.70 |
141 |
2,272 |
+19 |
| May10 |
090612 |
241.60 |
241.60 |
239.30 |
239.30 |
-6.70 |
44 |
501 |
+10 |
| Total Volume and Open Interest |
32,077 |
113,346 |
+3,526 |
| Aluminum(CMX) |
| Jun09 |
090612 |
0.75 |
0.75 |
0.75 |
0.75 |
-0.02 |
|
|
|
| Jul09 |
090612 |
0.76 |
0.76 |
0.76 |
0.76 |
-0.02 |
|
|
|
| Aug09 |
090612 |
0.76 |
0.76 |
0.76 |
0.76 |
-0.02 |
|
|
|
| Sep09 |
090612 |
0.77 |
0.77 |
0.77 |
0.77 |
-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 |
090612 |
8742 |
8810 |
8705 |
8790 |
+39 |
741 |
23,318 |
-205 |
| Sep09 |
090612 |
8698 |
8752 |
8665 |
8738 |
+39 |
347 |
2,025 |
-41 |
| Dec09 |
090612 |
8693 |
8693 |
8653 |
8693 |
+40 |
2 |
6 |
+2 |
| Mar10 |
090612 |
8645 |
8645 |
8606 |
8645 |
+39 |
|
|
|
| Total Volume and Open Interest |
1,090 |
25,349 |
-244 |
| S & P 500(CME) |
| Jun09 |
090612 |
938.80 |
946.80 |
935.50 |
944.70 |
+2.60 |
99,498 |
333,492 |
-43,426 |
| Sep09 |
090612 |
938.20 |
942.50 |
931.50 |
940.70 |
+2.50 |
72,762 |
158,414 |
+47,014 |
| Dec09 |
090612 |
936.50 |
937.50 |
929.00 |
936.50 |
+2.50 |
18 |
6,234 |
+98 |
| Mar10 |
090612 |
933.50 |
934.30 |
925.80 |
933.50 |
+2.70 |
20 |
3,175 |
+0 |
| Total Volume and Open Interest |
172,298 |
501,319 |
+3,688 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090612 |
941.00 |
946.75 |
935.25 |
944.75 |
+2.75 |
928,997 |
2,307,624 |
-156,489 |
| Sep09 |
090612 |
937.50 |
942.75 |
931.25 |
940.75 |
+2.50 |
399,761 |
616,499 |
+265,538 |
| Total Volume and Open Interest |
3,036,773 |
2,925,374 |
+109,211 |
| NASDAQ 100(CME) |
| Jun09 |
090612 |
1489.00 |
1489.00 |
1470.00 |
1486.50 |
-5.50 |
2,799 |
27,153 |
+1,115 |
| Sep09 |
090612 |
1488.50 |
1496.80 |
1468.00 |
1485.50 |
-5.50 |
638 |
1,067 |
+411 |
| Dec09 |
090612 |
1488.50 |
1489.00 |
1488.50 |
1488.50 |
-5.50 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
3,437 |
28,223 |
+1,526 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090612 |
1489.30 |
1497.50 |
1469.80 |
1486.50 |
-5.50 |
326,638 |
280,096 |
+5,644 |
| Sep09 |
090612 |
1488.80 |
1496.50 |
1468.50 |
1485.50 |
-5.50 |
20,203 |
20,140 |
+12,644 |
| Total Volume and Open Interest |
346,841 |
300,253 |
+18,288 |
| S & P Midcap 400(CME) |
| Jun09 |
090612 |
590.50 |
597.00 |
588.50 |
594.60 |
-1.90 |
270 |
4,127 |
-291 |
| Sep09 |
090612 |
591.00 |
595.50 |
586.00 |
592.60 |
-2.00 |
261 |
225 |
+0 |
| Dec09 |
090612 |
590.60 |
591.10 |
590.60 |
590.60 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
531 |
4,352 |
-291 |
| 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) |
| Sep09 |
090612 |
10025 |
10180 |
10025 |
10120 |
+95 |
64,719 |
120,384 |
+42,863 |
| Dec09 |
090612 |
10080 |
10080 |
10080 |
10080 |
+90 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
215,725 |
122,955 |
-196,485 |
| Nikkei 225(SGX) |
| Sep09 |
090612 |
10025 |
10180 |
10025 |
10120 |
+95 |
64,719 |
120,384 |
+42,863 |
| Dec09 |
090612 |
10080 |
10080 |
10080 |
10080 |
+90 |
0 |
777 |
+0 |
| Mar10 |
090612 |
10100 |
10100 |
10100 |
10100 |
+90 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
215,725 |
122,955 |
-196,485 |
| CAC 40(EURONEXT) |
| Jun09 |
090612 |
3321.0 |
3340.0 |
3309.0 |
3325.0 |
-9.0 |
109,088 |
452,827 |
+9,520 |
| Jul09 |
090612 |
3324.5 |
3336.5 |
3308.0 |
3321.0 |
-9.0 |
1,567 |
13,907 |
+1,548 |
| Aug09 |
090612 |
3314.0 |
3321.0 |
3314.0 |
3321.0 |
-9.0 |
0 |
108 |
+0 |
| Total Volume and Open Interest |
110,682 |
472,283 |
+10,948 |
| Hang Seng Index(HKFE) |
| Jun09 |
090612 |
18950 |
19100 |
18608 |
18836 |
+46 |
84,811 |
86,109 |
-3,489 |
| Jul09 |
090612 |
18927 |
19091 |
18610 |
18830 |
+49 |
939 |
2,098 |
+246 |
| Total Volume and Open Interest |
85,820 |
90,643 |
-3,245 |
| DAX(EUREX) |
| Jun09 |
090612 |
5092.5 |
5107.5 |
5044.0 |
5068.0 |
+22.0 |
138,872 |
158,318 |
-3,286 |
| Sep09 |
090612 |
5093.0 |
5112.5 |
5050.0 |
5074.0 |
+21.5 |
4,209 |
13,452 |
+2,361 |
| Dec09 |
090612 |
5108.5 |
5118.0 |
5059.5 |
5080.5 |
+20.0 |
1,918 |
4,459 |
+761 |
| Total Volume and Open Interest |
144,999 |
176,229 |
-164 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090612 |
4456.50 |
4469.00 |
4422.00 |
4434.50 |
-31.50 |
114,330 |
698,428 |
-14,512 |
| Sep09 |
090612 |
4417.00 |
4433.50 |
4389.50 |
4402.00 |
-29.50 |
11,799 |
33,669 |
+12,021 |
| Dec09 |
090612 |
4399.50 |
4399.50 |
4373.00 |
4373.00 |
-31.00 |
42 |
3,790 |
+37 |
| Total Volume and Open Interest |
126,171 |
735,887 |
-2,454 |
| SPI 200(SFE) |
| Jun09 |
090612 |
4054.0 |
4094.0 |
4038.0 |
4060.0 |
+6.0 |
35,197 |
300,505 |
-23,681 |
| Sep09 |
090612 |
4044.0 |
4064.0 |
4019.0 |
4039.0 |
+8.0 |
3,613 |
10,188 |
+2,510 |
| Dec09 |
090612 |
4046.0 |
4046.0 |
4046.0 |
4046.0 |
+6.0 |
0 |
3,662 |
+0 |
| Total Volume and Open Interest |
39,080 |
317,807 |
-20,901 |
| GSCI(CME) |
| Jun09 |
090612 |
467.00 |
473.20 |
464.50 |
467.80 |
-5.35 |
3,686 |
4,365 |
-3,847 |
| Jul09 |
090612 |
469.80 |
474.25 |
469.20 |
472.70 |
-5.30 |
3,577 |
12,614 |
+3,257 |
| Aug09 |
090612 |
476.00 |
482.55 |
475.00 |
477.00 |
-5.50 |
|
|
|
| Total Volume and Open Interest |
7,263 |
16,979 |
-590 |
| 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. |
|
|