|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon June 15, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090615 |
1244.00 |
1254.50 |
1197.00 |
1197.00 |
-48.50 |
114,543 |
122,168 |
-14,799 |
| Aug09 |
090615 |
1170.75 |
1178.75 |
1126.75 |
1127.50 |
-43.75 |
24,924 |
48,085 |
+2,379 |
| Sep09 |
090615 |
1109.50 |
1109.50 |
1059.75 |
1059.75 |
-48.75 |
5,904 |
15,678 |
+786 |
| Nov09 |
090615 |
1075.75 |
1081.00 |
1023.00 |
1024.75 |
-51.75 |
66,159 |
204,907 |
+10,281 |
| Jan10 |
090615 |
1080.00 |
1080.00 |
1030.00 |
1031.75 |
-51.25 |
3,648 |
21,327 |
+740 |
| Mar10 |
090615 |
1080.00 |
1080.00 |
1028.50 |
1029.25 |
-50.25 |
1,832 |
16,711 |
+389 |
| May10 |
090615 |
1053.00 |
1053.00 |
1015.00 |
1016.25 |
-47.25 |
1,364 |
7,889 |
+426 |
| Total Volume and Open Interest |
221,774 |
462,861 |
+861 |
| Soybean Meal(CBOT) |
| Jul09 |
090615 |
422.40 |
426.90 |
404.00 |
405.30 |
-17.40 |
42,455 |
62,405 |
-4,260 |
| Aug09 |
090615 |
384.90 |
389.00 |
370.50 |
371.80 |
-13.90 |
20,476 |
25,283 |
-181 |
| Sep09 |
090615 |
365.30 |
365.30 |
345.00 |
345.50 |
-17.30 |
5,730 |
18,882 |
+214 |
| Oct09 |
090615 |
336.90 |
341.90 |
325.50 |
326.50 |
-19.00 |
3,216 |
16,754 |
-303 |
| Dec09 |
090615 |
337.00 |
339.40 |
316.70 |
318.40 |
-18.30 |
23,513 |
56,637 |
+3,903 |
| Jan10 |
090615 |
330.00 |
333.10 |
314.00 |
315.50 |
-17.60 |
291 |
4,524 |
+69 |
| Mar10 |
090615 |
317.00 |
328.90 |
310.50 |
311.80 |
-17.10 |
354 |
3,178 |
-9 |
| May10 |
090615 |
310.00 |
310.00 |
303.00 |
305.80 |
-15.50 |
246 |
4,596 |
+20 |
| Total Volume and Open Interest |
96,483 |
195,927 |
-488 |
| Soybean Oil(CBOT) |
| Jul09 |
090615 |
37.14 |
37.70 |
36.55 |
36.62 |
-0.54 |
74,088 |
78,581 |
-10,274 |
| Aug09 |
090615 |
37.30 |
37.85 |
36.71 |
36.77 |
-0.56 |
21,684 |
36,576 |
+2,141 |
| Sep09 |
090615 |
37.64 |
37.65 |
36.87 |
36.93 |
-0.57 |
11,288 |
27,615 |
+1,946 |
| Oct09 |
090615 |
37.69 |
37.69 |
37.08 |
37.11 |
-0.56 |
5,645 |
13,697 |
-638 |
| Dec09 |
090615 |
37.95 |
38.59 |
37.43 |
37.50 |
-0.55 |
32,124 |
81,061 |
+7,561 |
| Jan10 |
090615 |
38.00 |
38.00 |
37.82 |
37.82 |
-0.53 |
1,521 |
5,895 |
+226 |
| Mar10 |
090615 |
38.83 |
38.84 |
38.00 |
38.07 |
-0.55 |
162 |
2,473 |
+45 |
| May10 |
090615 |
38.48 |
38.48 |
38.13 |
38.20 |
-0.55 |
171 |
2,889 |
-47 |
| Total Volume and Open Interest |
147,070 |
257,151 |
+1,104 |
| Canola(WCE) |
| Jul09 |
090615 |
475.0 |
475.0 |
460.0 |
461.1 |
-11.9 |
4,722 |
29,605 |
-1,583 |
| Nov09 |
090615 |
472.0 |
472.6 |
458.4 |
459.6 |
-14.0 |
6,678 |
80,364 |
+1,084 |
| Jan10 |
090615 |
471.9 |
471.9 |
463.2 |
464.1 |
-13.6 |
1,851 |
8,244 |
+1,459 |
| Mar10 |
090615 |
467.9 |
467.9 |
467.9 |
467.9 |
-13.7 |
0 |
1,469 |
+0 |
| May10 |
090615 |
470.9 |
470.9 |
470.9 |
470.9 |
-13.7 |
2 |
484 |
+2 |
| Total Volume and Open Interest |
13,254 |
120,763 |
+962 |
| Corn(CBOT) |
| Jul09 |
090615 |
422.50 |
424.75 |
405.50 |
406.00 |
-19.50 |
144,658 |
258,233 |
-20,315 |
| Sep09 |
090615 |
433.25 |
433.50 |
414.00 |
414.75 |
-19.75 |
57,906 |
217,438 |
+12,804 |
| Dec09 |
090615 |
444.75 |
447.00 |
427.25 |
427.75 |
-20.00 |
61,477 |
345,649 |
-103 |
| Mar10 |
090615 |
457.75 |
457.75 |
439.25 |
439.75 |
-19.75 |
7,289 |
56,166 |
+752 |
| May10 |
090615 |
460.00 |
465.00 |
447.50 |
448.00 |
-19.00 |
711 |
10,665 |
+215 |
| Jul10 |
090615 |
474.00 |
474.00 |
455.00 |
455.50 |
-19.00 |
1,705 |
32,858 |
+985 |
| Total Volume and Open Interest |
275,689 |
980,828 |
-5,107 |
| Wheat(CBOT) |
| Jul09 |
090615 |
587.00 |
587.25 |
568.00 |
575.25 |
-9.50 |
48,998 |
97,659 |
-6,238 |
| Sep09 |
090615 |
614.00 |
614.75 |
596.50 |
603.50 |
-9.75 |
25,511 |
109,778 |
+2,140 |
| Dec09 |
090615 |
637.75 |
640.00 |
623.00 |
630.25 |
-10.00 |
16,744 |
77,460 |
+1,309 |
| Mar10 |
090615 |
657.00 |
657.00 |
640.75 |
647.50 |
-10.25 |
671 |
9,465 |
-77 |
| May10 |
090615 |
659.00 |
668.50 |
655.50 |
658.25 |
-10.25 |
13 |
1,092 |
+0 |
| Total Volume and Open Interest |
94,246 |
337,431 |
-2,213 |
| Wheat(KCBT) |
| Jul09 |
090615 |
638.75 |
640.00 |
620.25 |
631.75 |
-5.25 |
9,251 |
30,752 |
-2,140 |
| Sep09 |
090615 |
649.50 |
650.00 |
630.75 |
642.25 |
-5.00 |
4,734 |
24,833 |
+1,916 |
| Dec09 |
090615 |
658.00 |
659.75 |
648.00 |
659.00 |
-4.50 |
2,223 |
30,382 |
-25 |
| Mar10 |
090615 |
663.50 |
674.75 |
663.50 |
674.25 |
-4.25 |
254 |
2,055 |
+88 |
| May10 |
090615 |
677.00 |
678.25 |
674.00 |
677.25 |
-5.00 |
0 |
207 |
+0 |
| Total Volume and Open Interest |
17,134 |
98,338 |
+158 |
| Wheat(MGE) |
| Jul09 |
090615 |
730.25 |
734.00 |
719.50 |
722.00 |
-10.50 |
2,133 |
6,933 |
-58 |
| Sep09 |
090615 |
727.25 |
727.25 |
714.25 |
716.75 |
-9.50 |
1,869 |
11,425 |
+889 |
| Dec09 |
090615 |
735.00 |
735.00 |
722.25 |
726.00 |
-10.50 |
1,054 |
8,016 |
+224 |
| Mar10 |
090615 |
739.00 |
744.00 |
735.50 |
736.25 |
-10.25 |
559 |
2,014 |
+164 |
| May10 |
090615 |
751.75 |
752.50 |
739.50 |
739.75 |
-11.25 |
131 |
557 |
+70 |
| Total Volume and Open Interest |
7,225 |
34,776 |
+2,188 |
| Oats(CBOT) |
| Jul09 |
090615 |
239.50 |
240.00 |
218.50 |
218.50 |
-20.00 |
420 |
5,630 |
-21 |
| Sep09 |
090615 |
244.75 |
244.75 |
228.00 |
228.00 |
-20.00 |
49 |
2,346 |
+6 |
| Dec09 |
090615 |
264.50 |
264.50 |
241.50 |
241.50 |
-20.00 |
939 |
6,511 |
-352 |
| Mar10 |
090615 |
254.50 |
274.50 |
254.50 |
254.50 |
-20.00 |
0 |
145 |
-25 |
| Total Volume and Open Interest |
1,408 |
14,632 |
-392 |
| Rough Rice(CBOT) |
| Jul09 |
090615 |
12.95 |
12.95 |
12.50 |
12.52 |
-0.40 |
401 |
2,342 |
-175 |
| Sep09 |
090615 |
12.85 |
12.86 |
12.43 |
12.46 |
-0.39 |
289 |
3,768 |
+171 |
| Nov09 |
090615 |
12.80 |
12.88 |
12.51 |
12.53 |
-0.34 |
85 |
1,970 |
-7 |
| Jan10 |
090615 |
12.73 |
13.02 |
12.73 |
12.73 |
-0.30 |
0 |
263 |
+0 |
| Total Volume and Open Interest |
775 |
8,680 |
-11 |
| Live Cattle(CME) |
| Jun09 |
090615 |
80.385 |
80.400 |
79.535 |
79.900 |
-0.575 |
1,449 |
9,771 |
-433 |
| Aug09 |
090615 |
81.500 |
81.750 |
80.650 |
80.830 |
-0.770 |
10,575 |
109,532 |
+199 |
| Oct09 |
090615 |
86.850 |
86.950 |
86.285 |
86.450 |
-0.650 |
4,909 |
54,115 |
-110 |
| Dec09 |
090615 |
88.680 |
88.750 |
87.750 |
87.830 |
-1.000 |
3,243 |
24,907 |
+1,002 |
| Feb10 |
090615 |
90.000 |
90.100 |
89.050 |
89.135 |
-1.150 |
888 |
10,321 |
+57 |
| Apr10 |
090615 |
91.450 |
91.500 |
90.700 |
90.800 |
-1.400 |
401 |
3,362 |
+7 |
| Total Volume and Open Interest |
21,509 |
212,883 |
+734 |
| Feeder Cattle(CME) |
| Aug09 |
090615 |
97.500 |
97.580 |
96.800 |
97.200 |
-0.435 |
2,041 |
14,508 |
+139 |
| Sep09 |
090615 |
97.450 |
98.000 |
97.035 |
97.400 |
-0.180 |
329 |
2,004 |
-11 |
| Oct09 |
090615 |
98.300 |
98.500 |
97.550 |
97.830 |
-0.805 |
621 |
4,001 |
+16 |
| Nov09 |
090615 |
98.600 |
98.600 |
97.830 |
98.100 |
-0.230 |
158 |
931 |
-22 |
| Jan10 |
090615 |
97.180 |
97.885 |
97.180 |
97.350 |
-0.650 |
2 |
334 |
+9 |
| Mar10 |
090615 |
96.000 |
96.100 |
96.000 |
96.000 |
unch |
4 |
48 |
+2 |
| Apr10 |
090615 |
95.250 |
95.600 |
95.250 |
95.250 |
unch |
5 |
11 |
+2 |
| Total Volume and Open Interest |
3,160 |
21,841 |
+135 |
| Lean Hogs(CME) |
| Jul09 |
090615 |
60.080 |
60.080 |
58.000 |
58.400 |
-1.400 |
21,259 |
26,843 |
-6,727 |
| Aug09 |
090615 |
60.330 |
60.330 |
57.830 |
58.400 |
-1.680 |
17,036 |
54,132 |
+5,885 |
| Oct09 |
090615 |
57.000 |
57.150 |
55.450 |
55.750 |
-1.080 |
7,845 |
28,650 |
-337 |
| Dec09 |
090615 |
59.330 |
59.680 |
57.150 |
57.485 |
-1.845 |
5,580 |
17,049 |
+899 |
| Feb10 |
090615 |
65.350 |
65.350 |
62.700 |
63.300 |
-2.175 |
261 |
3,338 |
+119 |
| Apr10 |
090615 |
68.500 |
68.800 |
66.535 |
67.100 |
-2.000 |
331 |
1,523 |
+53 |
| May10 |
090615 |
74.250 |
74.500 |
72.900 |
73.950 |
-1.950 |
0 |
106 |
+0 |
| Jun10 |
090615 |
76.000 |
76.500 |
74.000 |
74.200 |
-1.750 |
42 |
709 |
+18 |
| Total Volume and Open Interest |
53,660 |
140,095 |
-708 |
| Pork Bellies(CME) |
| Jul09 |
090615 |
58.700 |
61.150 |
58.300 |
58.900 |
+0.450 |
90 |
521 |
+5 |
| Aug09 |
090615 |
59.880 |
61.000 |
58.750 |
58.750 |
-0.400 |
18 |
330 |
+2 |
| Feb10 |
090615 |
91.250 |
91.500 |
91.250 |
91.250 |
-0.400 |
18 |
99 |
+7 |
| Mar10 |
090615 |
91.250 |
91.500 |
91.250 |
91.250 |
-0.400 |
0 |
41 |
+0 |
| May10 |
090615 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
126 |
991 |
+14 |
| Class III Milk(CME) |
| Jun09 |
090615 |
9.91 |
9.97 |
9.91 |
9.91 |
unch |
59 |
4,930 |
-174 |
| Jul09 |
090615 |
10.41 |
10.42 |
10.35 |
10.35 |
-0.10 |
208 |
4,226 |
+31 |
| Aug09 |
090615 |
11.30 |
11.30 |
11.11 |
11.20 |
-0.10 |
330 |
3,732 |
+56 |
| Sep09 |
090615 |
12.43 |
12.45 |
12.26 |
12.30 |
-0.13 |
243 |
3,174 |
+10 |
| Oct09 |
090615 |
13.27 |
13.34 |
13.21 |
13.22 |
-0.09 |
106 |
2,885 |
-21 |
| Total Volume and Open Interest |
1,475 |
27,195 |
+7 |
| Cocoa(ICE) |
| Jul09 |
090615 |
2746 |
2747 |
2588 |
2601 |
-160 |
6,490 |
7,948 |
-4,736 |
| Sep09 |
090615 |
2784 |
2784 |
2632 |
2645 |
-153 |
13,049 |
56,221 |
+2,337 |
| Dec09 |
090615 |
2776 |
2776 |
2648 |
2662 |
-155 |
3,441 |
26,255 |
+1,257 |
| Mar10 |
090615 |
2756 |
2756 |
2650 |
2664 |
-154 |
860 |
13,359 |
+363 |
| May10 |
090615 |
2694 |
2713 |
2653 |
2665 |
-153 |
237 |
3,558 |
+59 |
| Jul10 |
090615 |
2692 |
2695 |
2667 |
2667 |
-154 |
31 |
3,457 |
+23 |
| Sep10 |
090615 |
2666 |
2666 |
2666 |
2666 |
-156 |
21 |
2,212 |
-24 |
| Total Volume and Open Interest |
24,129 |
116,946 |
-721 |
| Coffee "C"(ICE) |
| Jul09 |
090615 |
128.90 |
129.05 |
121.15 |
121.35 |
-8.20 |
10,741 |
28,628 |
-4,873 |
| Sep09 |
090615 |
131.15 |
131.15 |
123.20 |
123.40 |
-8.25 |
7,830 |
65,701 |
+5,590 |
| Dec09 |
090615 |
133.20 |
133.20 |
126.15 |
126.20 |
-8.10 |
2,819 |
22,930 |
-136 |
| Mar10 |
090615 |
134.60 |
134.60 |
128.80 |
128.80 |
-7.90 |
232 |
12,614 |
+109 |
| May10 |
090615 |
136.50 |
136.50 |
130.70 |
130.70 |
-7.90 |
41 |
3,145 |
-25 |
| Jul10 |
090615 |
135.50 |
135.50 |
132.45 |
132.45 |
-7.85 |
5 |
1,243 |
+0 |
| Total Volume and Open Interest |
21,713 |
136,635 |
+702 |
| Orange Juice(ICE) |
| Jul09 |
090615 |
82.15 |
82.15 |
77.25 |
78.15 |
-4.35 |
2,818 |
12,443 |
-1,474 |
| Sep09 |
090615 |
84.25 |
84.35 |
80.50 |
81.45 |
-4.35 |
1,830 |
14,925 |
+1,120 |
| Nov09 |
090615 |
87.50 |
87.50 |
83.90 |
84.60 |
-4.45 |
90 |
3,711 |
+42 |
| Jan10 |
090615 |
90.20 |
90.20 |
87.10 |
87.90 |
-4.30 |
161 |
529 |
+69 |
| Mar10 |
090615 |
93.40 |
93.40 |
90.75 |
91.30 |
-4.30 |
128 |
281 |
+128 |
| May10 |
090615 |
94.00 |
94.05 |
94.00 |
94.05 |
-4.80 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
5,027 |
32,139 |
-115 |
| Sugar #11(ICE) |
| Jul09 |
090615 |
15.20 |
15.20 |
14.79 |
14.86 |
-0.34 |
55,833 |
172,233 |
-12,743 |
| Oct09 |
090615 |
16.30 |
16.30 |
15.80 |
15.90 |
-0.42 |
49,215 |
277,900 |
+19,189 |
| Mar10 |
090615 |
17.35 |
17.35 |
16.90 |
16.97 |
-0.46 |
13,207 |
137,208 |
+2,488 |
| May10 |
090615 |
17.08 |
17.10 |
16.72 |
16.80 |
-0.47 |
3,324 |
32,851 |
+708 |
| Jul10 |
090615 |
16.90 |
16.90 |
16.51 |
16.56 |
-0.49 |
3,909 |
65,576 |
+1,232 |
| Total Volume and Open Interest |
131,142 |
789,632 |
+10,464 |
| Sugar #14(ICE) |
| Sep09 |
090615 |
22.50 |
22.75 |
22.50 |
22.75 |
+0.05 |
1 |
2,643 |
+1 |
| Total Volume and Open Interest |
1 |
2,643 |
+1 |
| London Cocoa(LCE) |
| Jul09 |
090615 |
1729 |
1730 |
1661 |
1680 |
+102 |
12,698 |
0 |
+0 |
| Sep09 |
090615 |
1736 |
1744 |
1676 |
1695 |
-65 |
6,433 |
40,946 |
+2,431 |
| Dec09 |
090615 |
1737 |
1739 |
1678 |
1697 |
-63 |
1,987 |
28,476 |
-165 |
| Mar10 |
090615 |
1728 |
1728 |
1671 |
1691 |
-58 |
354 |
25,262 |
-24 |
| May10 |
090615 |
1718 |
1719 |
1669 |
1688 |
-59 |
132 |
13,840 |
-8 |
| Jul10 |
090615 |
1701 |
1701 |
1667 |
1688 |
-59 |
22 |
3,998 |
+14 |
| Sep10 |
090615 |
1681 |
1690 |
1677 |
1687 |
-59 |
0 |
2,297 |
+0 |
| Total Volume and Open Interest |
13,377 |
169,980 |
-333 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090615 |
430.10 |
431.30 |
427.50 |
428.10 |
-3.10 |
3,924 |
34,766 |
-1,416 |
| Oct09 |
090615 |
440.50 |
441.50 |
437.40 |
438.30 |
-3.70 |
2,053 |
29,553 |
+1,359 |
| Dec09 |
090615 |
447.30 |
447.30 |
444.70 |
445.30 |
-3.60 |
107 |
8,462 |
+51 |
| Mar10 |
090615 |
452.30 |
453.70 |
451.70 |
452.30 |
-2.90 |
216 |
8,831 |
-34 |
| May10 |
090615 |
452.00 |
452.60 |
450.80 |
451.50 |
-3.00 |
100 |
1,249 |
+100 |
| Total Volume and Open Interest |
6,410 |
85,106 |
+70 |
| Cotton(ICE) |
| Jul09 |
090615 |
56.20 |
56.22 |
53.10 |
53.10 |
-3.00 |
12,284 |
41,868 |
-6,177 |
| Oct09 |
090615 |
59.10 |
59.10 |
56.15 |
56.15 |
-3.00 |
420 |
1,721 |
-171 |
| Dec09 |
090615 |
61.22 |
61.22 |
58.22 |
58.22 |
-3.00 |
11,222 |
75,205 |
+7,158 |
| Mar10 |
090615 |
62.30 |
62.30 |
60.71 |
60.71 |
-3.00 |
433 |
10,096 |
+181 |
| May10 |
090615 |
62.02 |
62.02 |
62.02 |
62.02 |
-3.00 |
2 |
375 |
+0 |
| Jul10 |
090615 |
63.22 |
63.22 |
63.22 |
63.22 |
-3.00 |
48 |
1,623 |
+44 |
| Total Volume and Open Interest |
24,415 |
132,959 |
+1,037 |
| Lumber(CME) |
| Jul09 |
090615 |
206.4 |
207.7 |
199.9 |
203.2 |
-3.1 |
375 |
2,678 |
-144 |
| Sep09 |
090615 |
225.0 |
225.0 |
218.5 |
219.6 |
-5.2 |
388 |
4,957 |
-4 |
| Nov09 |
090615 |
215.4 |
215.4 |
211.8 |
214.5 |
-2.6 |
128 |
831 |
+39 |
| Jan10 |
090615 |
232.0 |
234.5 |
229.8 |
234.5 |
-2.3 |
42 |
472 |
+31 |
| Total Volume and Open Interest |
933 |
8,981 |
-78 |
| Crude Oil(NYM) |
| Jul09 |
090615 |
72.20 |
72.35 |
69.58 |
70.62 |
-1.42 |
314,790 |
152,156 |
-28,383 |
| Aug09 |
090615 |
72.89 |
72.93 |
70.30 |
71.31 |
-1.44 |
150,971 |
244,766 |
+22,329 |
| Sep09 |
090615 |
73.58 |
73.58 |
71.12 |
72.15 |
-1.41 |
64,259 |
124,606 |
+11,115 |
| Oct09 |
090615 |
73.15 |
73.80 |
71.88 |
72.86 |
-1.38 |
17,423 |
43,052 |
-1,294 |
| Nov09 |
090615 |
73.89 |
74.51 |
72.57 |
73.54 |
-1.35 |
8,629 |
27,433 |
-20 |
| Dec09 |
090615 |
75.55 |
75.56 |
73.10 |
74.15 |
-1.32 |
41,379 |
147,934 |
+8,265 |
| Jan10 |
090615 |
75.28 |
75.51 |
73.68 |
74.62 |
-1.31 |
2,577 |
25,407 |
-519 |
| Feb10 |
090615 |
75.72 |
75.72 |
74.07 |
75.01 |
-1.28 |
1,794 |
18,764 |
+318 |
| Mar10 |
090615 |
75.60 |
75.60 |
74.60 |
75.39 |
-1.23 |
1,595 |
17,309 |
+216 |
| Apr10 |
090615 |
76.52 |
76.54 |
74.97 |
75.76 |
-1.19 |
727 |
7,952 |
-112 |
| May10 |
090615 |
76.25 |
76.25 |
75.28 |
76.13 |
-1.15 |
774 |
8,683 |
+66 |
| Jun10 |
090615 |
77.18 |
77.22 |
75.69 |
76.50 |
-1.11 |
6,756 |
43,177 |
+1,234 |
| Jul10 |
090615 |
77.01 |
77.88 |
75.88 |
76.86 |
-1.07 |
2,778 |
38,751 |
-364 |
| Aug10 |
090615 |
77.14 |
77.14 |
77.14 |
77.14 |
-1.02 |
909 |
6,499 |
+116 |
| Sep10 |
090615 |
77.42 |
77.42 |
77.42 |
77.42 |
-0.97 |
826 |
8,378 |
-80 |
| Oct10 |
090615 |
77.70 |
77.70 |
77.70 |
77.70 |
-0.92 |
428 |
4,713 |
+230 |
| Total Volume and Open Interest |
651,848 |
1,227,918 |
+19,147 |
| 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 |
090615 |
73.000 |
73.000 |
70.300 |
71.300 |
-1.450 |
1,009 |
1,229 |
-41 |
| Sep09 |
090615 |
73.400 |
73.400 |
71.175 |
72.150 |
-1.400 |
160 |
194 |
-34 |
| Oct09 |
090615 |
74.000 |
74.000 |
72.175 |
72.850 |
-1.400 |
9 |
93 |
+1 |
| Nov09 |
090615 |
73.550 |
73.550 |
73.550 |
73.550 |
-1.350 |
0 |
21 |
+0 |
| Dec09 |
090615 |
75.300 |
75.300 |
73.550 |
74.150 |
-1.325 |
25 |
100 |
+12 |
| Jan10 |
090615 |
74.625 |
74.625 |
74.625 |
74.625 |
-1.300 |
|
|
|
| Feb10 |
090615 |
75.000 |
75.000 |
75.000 |
75.000 |
-1.300 |
|
|
|
| Mar10 |
090615 |
75.400 |
75.400 |
75.400 |
75.400 |
-1.225 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,606 |
6,751 |
+113 |
| Heating Oil(NYM) |
| Jul09 |
090615 |
184.11 |
184.61 |
178.77 |
181.56 |
-2.19 |
37,433 |
49,206 |
-2,895 |
| Aug09 |
090615 |
187.65 |
188.27 |
182.53 |
185.22 |
-2.28 |
22,100 |
42,805 |
+3,055 |
| Sep09 |
090615 |
190.28 |
192.16 |
186.48 |
189.16 |
-2.47 |
11,550 |
32,521 |
+939 |
| Oct09 |
090615 |
193.40 |
193.46 |
190.31 |
192.84 |
-2.62 |
4,729 |
21,322 |
+750 |
| Nov09 |
090615 |
197.30 |
197.30 |
194.00 |
195.87 |
-2.72 |
2,879 |
14,225 |
-120 |
| Dec09 |
090615 |
199.95 |
201.90 |
196.24 |
198.83 |
-2.80 |
4,678 |
32,616 |
+547 |
| Jan10 |
090615 |
203.76 |
203.76 |
199.45 |
201.83 |
-2.80 |
2,037 |
13,738 |
+179 |
| Feb10 |
090615 |
205.17 |
205.17 |
201.30 |
203.68 |
-2.80 |
961 |
8,966 |
+68 |
| Mar10 |
090615 |
206.00 |
206.00 |
201.50 |
204.58 |
-2.80 |
908 |
6,432 |
+98 |
| Apr10 |
090615 |
204.20 |
204.78 |
202.90 |
204.78 |
-2.75 |
801 |
4,953 |
-16 |
| May10 |
090615 |
204.71 |
205.33 |
204.71 |
205.33 |
-2.70 |
558 |
5,376 |
+160 |
| Jun10 |
090615 |
208.83 |
208.83 |
204.43 |
206.13 |
-2.70 |
920 |
14,986 |
+11 |
| Total Volume and Open Interest |
92,001 |
284,212 |
+3,107 |
| Gasoline(NYMEX) |
| Jul09 |
090615 |
204.60 |
206.20 |
200.40 |
205.30 |
+0.99 |
48,471 |
63,573 |
-4,718 |
| Aug09 |
090615 |
202.50 |
203.78 |
198.43 |
203.06 |
+0.59 |
29,328 |
59,539 |
+1,883 |
| Sep09 |
090615 |
200.30 |
201.45 |
196.73 |
201.09 |
+0.04 |
18,212 |
40,178 |
+3,094 |
| Oct09 |
090615 |
187.25 |
189.26 |
184.80 |
188.96 |
-0.56 |
9,188 |
20,765 |
+2,154 |
| Nov09 |
090615 |
185.28 |
187.68 |
183.15 |
187.10 |
-1.00 |
3,211 |
8,273 |
+336 |
| Dec09 |
090615 |
188.48 |
188.50 |
183.38 |
187.04 |
-1.22 |
3,417 |
12,205 |
+328 |
| Jan10 |
090615 |
187.50 |
189.09 |
187.50 |
189.09 |
-1.22 |
647 |
4,370 |
+124 |
| Feb10 |
090615 |
191.29 |
191.29 |
191.29 |
191.29 |
-1.22 |
478 |
1,794 |
+195 |
| Mar10 |
090615 |
193.74 |
193.74 |
193.74 |
193.74 |
-1.22 |
180 |
2,304 |
-21 |
| Apr10 |
090615 |
207.34 |
207.34 |
207.34 |
207.34 |
-1.22 |
163 |
2,567 |
+60 |
| Total Volume and Open Interest |
113,439 |
223,759 |
+3,402 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090615 |
205.30 |
205.30 |
205.30 |
205.30 |
+0.99 |
0 |
1 |
+0 |
| Aug09 |
090615 |
203.06 |
203.06 |
203.06 |
203.06 |
+0.59 |
|
|
|
| Sep09 |
090615 |
201.09 |
201.09 |
201.09 |
201.09 |
+0.04 |
|
|
|
| Oct09 |
090615 |
188.96 |
188.96 |
188.96 |
188.96 |
-0.56 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090615 |
3.859 |
4.198 |
3.825 |
4.182 |
+0.325 |
193,507 |
94,698 |
-21,610 |
| Aug09 |
090615 |
4.095 |
4.393 |
4.030 |
4.382 |
+0.311 |
84,413 |
89,132 |
+19,152 |
| Sep09 |
090615 |
4.245 |
4.541 |
4.202 |
4.533 |
+0.290 |
36,673 |
81,418 |
+6,999 |
| Oct09 |
090615 |
4.520 |
4.780 |
4.456 |
4.768 |
+0.275 |
23,815 |
76,828 |
+3,531 |
| Nov09 |
090615 |
5.189 |
5.410 |
5.180 |
5.390 |
+0.221 |
6,705 |
32,319 |
+674 |
| Dec09 |
090615 |
5.893 |
6.072 |
5.820 |
6.047 |
+0.187 |
4,694 |
42,760 |
-193 |
| Jan10 |
090615 |
6.149 |
6.376 |
6.149 |
6.357 |
+0.192 |
7,927 |
36,185 |
+671 |
| Feb10 |
090615 |
6.220 |
6.390 |
6.202 |
6.384 |
+0.188 |
1,174 |
19,394 |
+192 |
| Mar10 |
090615 |
6.126 |
6.325 |
6.126 |
6.312 |
+0.174 |
2,329 |
36,554 |
+51 |
| Apr10 |
090615 |
5.989 |
6.178 |
5.989 |
6.162 |
+0.164 |
2,632 |
36,072 |
-136 |
| May10 |
090615 |
6.060 |
6.207 |
6.057 |
6.207 |
+0.162 |
1,386 |
15,019 |
+621 |
| Jun10 |
090615 |
6.173 |
6.307 |
6.164 |
6.307 |
+0.155 |
123 |
8,889 |
+21 |
| Jul10 |
090615 |
6.291 |
6.419 |
6.291 |
6.419 |
+0.149 |
359 |
7,992 |
+99 |
| Aug10 |
090615 |
6.384 |
6.512 |
6.384 |
6.507 |
+0.146 |
474 |
9,094 |
+130 |
| Sep10 |
090615 |
6.439 |
6.560 |
6.439 |
6.560 |
+0.144 |
267 |
6,830 |
+136 |
| Oct10 |
090615 |
6.539 |
6.667 |
6.539 |
6.667 |
+0.146 |
753 |
15,957 |
+289 |
| Total Volume and Open Interest |
368,263 |
738,063 |
+10,721 |
| Brent Crude Oil(ICE) |
| Jul09 |
090615 |
70.93 |
70.93 |
68.56 |
69.44 |
-1.48 |
90,318 |
42,997 |
-20,039 |
| Aug09 |
090615 |
71.76 |
71.97 |
69.30 |
70.24 |
-1.56 |
91,042 |
168,908 |
+3,464 |
| Sep09 |
090615 |
72.34 |
72.37 |
70.07 |
71.01 |
-1.51 |
50,125 |
114,213 |
+7,166 |
| Oct09 |
090615 |
72.34 |
73.08 |
70.85 |
71.77 |
-1.48 |
25,662 |
54,472 |
-4,002 |
| Nov09 |
090615 |
73.08 |
73.82 |
71.61 |
72.53 |
-1.44 |
16,751 |
21,258 |
+1,330 |
| Dec09 |
090615 |
73.91 |
74.52 |
72.28 |
73.21 |
-1.42 |
23,709 |
83,963 |
+1,674 |
| Jan10 |
090615 |
74.29 |
74.65 |
72.97 |
73.76 |
-1.42 |
5,256 |
22,675 |
+471 |
| Feb10 |
090615 |
74.75 |
75.07 |
74.23 |
74.23 |
-1.40 |
1,980 |
14,747 |
+142 |
| Mar10 |
090615 |
75.20 |
75.50 |
74.69 |
74.69 |
-1.37 |
999 |
8,394 |
-20 |
| Apr10 |
090615 |
75.05 |
75.12 |
75.05 |
75.12 |
-1.33 |
783 |
4,982 |
-150 |
| May10 |
090615 |
75.52 |
75.52 |
75.52 |
75.52 |
-1.29 |
979 |
4,237 |
-120 |
| Jun10 |
090615 |
76.32 |
76.36 |
75.17 |
75.88 |
-1.28 |
3,115 |
30,849 |
-687 |
| Jul10 |
090615 |
76.22 |
76.22 |
76.22 |
76.22 |
-1.27 |
351 |
8,546 |
+92 |
| Aug10 |
090615 |
76.52 |
76.52 |
76.52 |
76.52 |
-1.24 |
190 |
5,997 |
-52 |
| Total Volume and Open Interest |
327,452 |
723,473 |
-10,836 |
| Gas Oil(ICE) |
| Jul09 |
090615 |
581.00 |
585.00 |
567.50 |
570.50 |
-11.50 |
55,284 |
112,026 |
-2,669 |
| Aug09 |
090615 |
594.00 |
598.00 |
578.75 |
582.00 |
-11.75 |
34,028 |
61,372 |
+5,218 |
| Sep09 |
090615 |
600.00 |
607.00 |
589.75 |
593.00 |
-11.75 |
10,086 |
43,641 |
+1,797 |
| Oct09 |
090615 |
612.25 |
616.50 |
600.00 |
602.75 |
-12.00 |
3,592 |
32,307 |
+347 |
| Nov09 |
090615 |
619.50 |
624.00 |
609.00 |
611.75 |
-12.00 |
1,701 |
19,967 |
+1,324 |
| Dec09 |
090615 |
629.50 |
633.75 |
616.75 |
620.00 |
-12.25 |
6,995 |
60,014 |
-3,550 |
| Jan10 |
090615 |
639.75 |
639.75 |
628.00 |
629.00 |
-12.25 |
2,815 |
27,247 |
+1,356 |
| Feb10 |
090615 |
647.00 |
647.00 |
635.25 |
636.25 |
-12.50 |
645 |
12,701 |
+146 |
| Mar10 |
090615 |
653.00 |
653.00 |
641.50 |
642.25 |
-12.50 |
491 |
16,038 |
-264 |
| Apr10 |
090615 |
659.25 |
659.25 |
648.25 |
648.25 |
-12.75 |
296 |
7,944 |
+19 |
| Total Volume and Open Interest |
119,633 |
489,435 |
-9,766 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090615 |
1.740 |
1.740 |
1.722 |
1.727 |
-0.041 |
33 |
638 |
-11 |
| Aug09 |
090615 |
1.730 |
1.730 |
1.720 |
1.728 |
-0.031 |
10 |
454 |
+10 |
| Sep09 |
090615 |
1.740 |
1.740 |
1.720 |
1.725 |
-0.034 |
20 |
313 |
+15 |
| Oct09 |
090615 |
1.720 |
1.725 |
1.720 |
1.725 |
-0.040 |
8 |
258 |
+7 |
| Nov09 |
090615 |
1.735 |
1.735 |
1.710 |
1.710 |
-0.040 |
5 |
356 |
+3 |
| Dec09 |
090615 |
1.740 |
1.740 |
1.710 |
1.710 |
-0.042 |
27 |
442 |
+16 |
| Jan10 |
090615 |
1.720 |
1.720 |
1.710 |
1.710 |
-0.050 |
15 |
436 |
+6 |
| Total Volume and Open Interest |
157 |
4,100 |
+76 |
| US Dollar Index(ICE) |
| Jun09 |
090615 |
80.525 |
80.925 |
80.525 |
80.860 |
+0.685 |
12,491 |
22,410 |
-4,549 |
| Sep09 |
090615 |
80.780 |
81.780 |
80.600 |
81.555 |
+0.965 |
14,121 |
20,103 |
+4,657 |
| Dec09 |
090615 |
81.790 |
82.220 |
81.765 |
81.935 |
+0.950 |
1 |
2,042 |
-1 |
| Total Volume and Open Interest |
26,613 |
44,555 |
+107 |
| Australian Dollar(CME) |
| Jun09 |
090615 |
80.89 |
81.28 |
79.35 |
79.91 |
-1.37 |
39,258 |
68,331 |
+2,128 |
| Sep09 |
090615 |
80.35 |
80.74 |
78.49 |
78.65 |
-2.09 |
62,629 |
63,949 |
+10,923 |
| Dec09 |
090615 |
80.00 |
80.20 |
78.00 |
78.14 |
-2.06 |
1 |
223 |
+0 |
| Total Volume and Open Interest |
101,888 |
132,519 |
+13,051 |
| British Pound(CME) |
| Jun09 |
090615 |
164.12 |
164.53 |
163.05 |
163.62 |
-0.91 |
67,194 |
33,433 |
-9,255 |
| Sep09 |
090615 |
164.15 |
164.42 |
162.37 |
162.90 |
-1.58 |
85,678 |
72,352 |
+14,288 |
| Dec09 |
090615 |
163.77 |
164.44 |
162.35 |
162.86 |
-1.58 |
3 |
197 |
-1 |
| Total Volume and Open Interest |
152,875 |
105,984 |
+5,032 |
| Canadian Dollar(CME) |
| Jun09 |
090615 |
89.33 |
89.41 |
87.90 |
88.18 |
-1.21 |
48,610 |
50,719 |
-12,013 |
| Sep09 |
090615 |
89.32 |
89.49 |
87.92 |
88.23 |
-1.21 |
74,150 |
64,447 |
+19,094 |
| Dec09 |
090615 |
88.50 |
88.82 |
88.00 |
88.32 |
-1.22 |
104 |
1,956 |
+38 |
| Mar10 |
090615 |
88.80 |
89.67 |
88.13 |
88.44 |
-1.23 |
4 |
469 |
-2 |
| Total Volume and Open Interest |
122,871 |
117,811 |
+7,117 |
| Japanese Yen(CME) |
| Jun09 |
090615 |
101.60 |
102.28 |
101.46 |
102.12 |
+0.31 |
50,169 |
45,610 |
-9,545 |
| Sep09 |
090615 |
101.79 |
102.57 |
101.54 |
102.50 |
+0.60 |
53,915 |
49,083 |
+10,122 |
| Dec09 |
090615 |
102.10 |
102.66 |
101.91 |
102.63 |
+0.60 |
7 |
121 |
-4 |
| Total Volume and Open Interest |
104,091 |
94,828 |
+573 |
| Swiss Franc(CME) |
| Jun09 |
090615 |
92.42 |
92.72 |
91.58 |
91.73 |
-0.93 |
25,343 |
30,251 |
-2,564 |
| Sep09 |
090615 |
92.56 |
92.88 |
91.40 |
91.61 |
-1.14 |
36,421 |
31,308 |
+6,540 |
| Dec09 |
090615 |
91.69 |
92.88 |
91.57 |
91.74 |
-1.14 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
61,764 |
61,566 |
+3,976 |
| EuroFX(CME) |
| Jun09 |
090615 |
139.91 |
140.00 |
138.25 |
138.50 |
-1.61 |
130,870 |
64,455 |
-21,086 |
| Sep09 |
090615 |
139.78 |
139.89 |
137.42 |
137.75 |
-2.23 |
133,092 |
95,166 |
+19,593 |
| Dec09 |
090615 |
138.08 |
139.88 |
137.38 |
137.67 |
-2.21 |
6 |
356 |
+1 |
| Total Volume and Open Interest |
263,969 |
160,301 |
-1,492 |
| Mexican Peso(CME) |
| Jun09 |
090615 |
741.0 |
746.2 |
738.2 |
741.2 |
-5.0 |
9,962 |
22,737 |
-2,107 |
| Jul09 |
090615 |
745.2 |
745.2 |
745.2 |
745.2 |
unch |
|
|
|
| Total Volume and Open Interest |
23,540 |
59,250 |
-1,443 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090615 |
115~300 |
116~230 |
115~290 |
116~200 |
+0~270 |
7,950 |
12,999 |
-4,143 |
| Sep09 |
090615 |
114~085 |
115~090 |
114~080 |
115~050 |
+0~270 |
299,012 |
686,019 |
+2,227 |
| Dec09 |
090615 |
113~200 |
113~305 |
112~315 |
113~265 |
+0~270 |
26 |
296 |
-1 |
| Total Volume and Open Interest |
306,988 |
699,366 |
-1,917 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090615 |
116~040 |
116~165 |
116~010 |
116~145 |
+0~135 |
5,737 |
36,964 |
-2,251 |
| Sep09 |
090615 |
114~085 |
114~290 |
114~085 |
114~260 |
+0~150 |
872,250 |
1,065,739 |
+10,201 |
| Dec09 |
090615 |
113~150 |
113~150 |
113~000 |
113~150 |
+0~150 |
1 |
8 |
+0 |
| Total Volume and Open Interest |
877,988 |
1,102,711 |
+7,950 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090615 |
114~108 |
114~113 |
114~078 |
114~102 |
+0~024 |
5,856 |
37,590 |
-1,497 |
| Sep09 |
090615 |
113~052 |
113~096 |
113~052 |
113~082 |
+0~026 |
431,785 |
732,935 |
+6,142 |
| Dec09 |
090615 |
112~038 |
112~038 |
112~012 |
112~038 |
+0~026 |
|
|
|
| Total Volume and Open Interest |
437,641 |
770,525 |
+4,645 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090615 |
108~064 |
108~066 |
108~049 |
108~063 |
+0~014 |
3,399 |
6,876 |
-823 |
| Sep09 |
090615 |
107~082 |
107~095 |
107~082 |
107~090 |
+0~014 |
201,457 |
528,088 |
-12,498 |
| Dec09 |
090615 |
107~031 |
107~031 |
107~017 |
107~031 |
+0~014 |
|
|
|
| Total Volume and Open Interest |
204,856 |
534,964 |
-13,321 |
| Eurodollars(CME) |
| Jun09 |
090615 |
99.378 |
99.378 |
99.378 |
99.385 |
+0.007 |
142,098 |
802,578 |
-20,087 |
| Sep09 |
090615 |
99.265 |
99.295 |
99.245 |
99.265 |
unch |
270,465 |
1,053,049 |
-4,434 |
| Dec09 |
090615 |
98.905 |
98.960 |
98.895 |
98.930 |
+0.030 |
355,612 |
862,941 |
+11,572 |
| Mar10 |
090615 |
98.555 |
98.650 |
98.550 |
98.620 |
+0.065 |
343,701 |
733,359 |
-4,475 |
| Jun10 |
090615 |
98.165 |
98.280 |
98.165 |
98.250 |
+0.090 |
349,428 |
514,216 |
-5,797 |
| Sep10 |
090615 |
97.805 |
97.915 |
97.800 |
97.890 |
+0.105 |
343,681 |
463,739 |
-6,176 |
| Dec10 |
090615 |
97.420 |
97.540 |
97.410 |
97.515 |
+0.110 |
267,613 |
593,413 |
+18,455 |
| Mar11 |
090615 |
97.095 |
97.210 |
97.090 |
97.185 |
+0.110 |
183,693 |
334,654 |
+1,508 |
| Jun11 |
090615 |
96.740 |
96.860 |
96.735 |
96.830 |
+0.115 |
115,411 |
296,201 |
-1,940 |
| Sep11 |
090615 |
96.445 |
96.540 |
96.430 |
96.515 |
+0.125 |
112,848 |
236,437 |
+16,252 |
| Dec11 |
090615 |
96.135 |
96.235 |
96.120 |
96.215 |
+0.135 |
58,623 |
146,242 |
+517 |
| Mar12 |
090615 |
95.915 |
96.025 |
95.900 |
96.010 |
+0.145 |
47,351 |
111,530 |
-1,710 |
| Jun12 |
090615 |
95.705 |
95.830 |
95.695 |
95.820 |
+0.155 |
26,759 |
109,427 |
-1,443 |
| Sep12 |
090615 |
95.500 |
95.660 |
95.500 |
95.660 |
+0.165 |
21,558 |
68,698 |
+66 |
| Dec12 |
090615 |
95.365 |
95.510 |
95.365 |
95.505 |
+0.170 |
16,501 |
55,059 |
-637 |
| Mar13 |
090615 |
95.350 |
95.420 |
95.285 |
95.420 |
+0.170 |
13,107 |
61,904 |
+363 |
| Jun13 |
090615 |
95.250 |
95.315 |
95.180 |
95.315 |
+0.170 |
8,407 |
27,096 |
+1,412 |
| Sep13 |
090615 |
95.095 |
95.230 |
95.095 |
95.225 |
+0.165 |
6,502 |
38,827 |
-1,020 |
| Total Volume and Open Interest |
2,714,467 |
6,722,561 |
+4,147 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090615 |
99.810 |
99.810 |
99.805 |
99.808 |
unch |
2,221 |
56,863 |
+23 |
| Jul09 |
090615 |
99.800 |
99.805 |
99.790 |
99.795 |
unch |
3,535 |
43,408 |
+224 |
| Aug09 |
090615 |
99.780 |
99.800 |
99.775 |
99.785 |
+0.010 |
3,749 |
40,878 |
+720 |
| Sep09 |
090615 |
99.750 |
99.770 |
99.750 |
99.760 |
+0.010 |
4,795 |
29,595 |
+156 |
| Oct09 |
090615 |
99.735 |
99.745 |
99.725 |
99.735 |
+0.010 |
4,188 |
29,771 |
-107 |
| Nov09 |
090615 |
99.675 |
99.690 |
99.665 |
99.685 |
+0.020 |
7,566 |
50,837 |
-784 |
| Total Volume and Open Interest |
46,498 |
392,503 |
+930 |
| 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 |
090615 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Sep09 |
090615 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
|
|
|
| Dec09 |
090615 |
99.53 |
99.53 |
99.51 |
99.51 |
-0.02 |
|
|
|
| Mar10 |
090615 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
|
|
|
| Jun10 |
090615 |
99.49 |
99.49 |
99.47 |
99.47 |
-0.02 |
|
|
|
| Sep10 |
090615 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
| Dec10 |
090615 |
99.37 |
99.38 |
99.37 |
99.38 |
+0.01 |
|
|
|
| Mar11 |
090615 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090615 |
99.24 |
99.24 |
99.23 |
99.23 |
-0.01 |
|
|
|
| Sep11 |
090615 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090615 |
99.50 |
99.51 |
99.50 |
99.51 |
unch |
877 |
6,287 |
+331 |
| Dec09 |
090615 |
99.51 |
99.52 |
99.51 |
99.52 |
unch |
371 |
3,062 |
+371 |
| Mar10 |
090615 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
2,497 |
+0 |
| Jun10 |
090615 |
99.50 |
99.50 |
99.49 |
99.49 |
+0.00 |
0 |
840 |
+0 |
| Sep10 |
090615 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.00 |
0 |
281 |
+0 |
| Dec10 |
090615 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
0 |
252 |
+0 |
| Mar11 |
090615 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
0 |
412 |
+0 |
| Jun11 |
090615 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.00 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
2,091 |
30,328 |
+1,114 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090615 |
136.09 |
136.25 |
135.98 |
136.22 |
+0.58 |
3,534 |
18,218 |
+9,497 |
| Dec09 |
090615 |
135.83 |
135.83 |
135.83 |
135.83 |
+0.12 |
|
|
|
| Mar10 |
090615 |
135.60 |
135.60 |
135.60 |
135.60 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
1,501 |
16,779 |
-1,439 |
| Euro-Bund(EUREX) |
| Sep09 |
090615 |
118.65 |
119.60 |
118.61 |
119.48 |
+0.96 |
0 |
874,358 |
+28,958 |
| Dec09 |
090615 |
117.52 |
118.17 |
117.52 |
118.17 |
+0.95 |
0 |
56 |
+23 |
| Mar10 |
090615 |
117.88 |
117.88 |
117.88 |
117.88 |
+0.96 |
|
|
|
| Total Volume and Open Interest |
585,144 |
874,414 |
+28,981 |
| Euro-Bobl(EUREX) |
| Sep09 |
090615 |
113.78 |
114.37 |
113.77 |
114.30 |
+0.59 |
344,598 |
626,898 |
-22,915 |
| Dec09 |
090615 |
112.94 |
113.01 |
112.79 |
113.01 |
+0.58 |
25 |
75 |
+0 |
| Mar10 |
090615 |
112.70 |
112.70 |
112.70 |
112.70 |
+0.59 |
|
|
|
| Total Volume and Open Interest |
344,598 |
626,973 |
-10,844 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090615 |
98.785 |
98.820 |
98.780 |
98.810 |
+0.035 |
0 |
14,453 |
-137 |
| Dec09 |
090615 |
98.640 |
98.660 |
98.640 |
98.655 |
+0.075 |
0 |
4,645 |
+47 |
| Total Volume and Open Interest |
2,206 |
38,765 |
-737 |
| Long Gilt(LIFFE) |
| Jun09 |
090615 |
117~14 |
117~27 |
117~04 |
117~27 |
+0~31 |
332 |
39,222 |
-222 |
| Sep09 |
090615 |
115~27 |
116~12 |
115~17 |
116~10 |
+0~31 |
101,748 |
204,175 |
+1,647 |
| Total Volume and Open Interest |
102,080 |
243,397 |
+1,425 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090615 |
98.76 |
98.77 |
98.75 |
98.76 |
unch |
30,288 |
273,553 |
-1,600 |
| Sep09 |
090615 |
98.79 |
98.81 |
98.76 |
98.78 |
unch |
58,952 |
265,442 |
-711 |
| Dec09 |
090615 |
98.47 |
98.51 |
98.46 |
98.50 |
+0.04 |
108,797 |
258,502 |
-9,042 |
| Mar10 |
090615 |
98.09 |
98.19 |
98.08 |
98.17 |
+0.09 |
153,342 |
340,887 |
-3,907 |
| Jun10 |
090615 |
97.60 |
97.73 |
97.59 |
97.71 |
+0.12 |
161,273 |
243,849 |
+5,590 |
| Sep10 |
090615 |
97.15 |
97.26 |
97.12 |
97.24 |
+0.12 |
150,637 |
216,728 |
-6,006 |
| Total Volume and Open Interest |
916,019 |
2,080,841 |
-36,085 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090615 |
98.735 |
98.750 |
98.730 |
98.740 |
+0.005 |
106,620 |
534,177 |
-8,641 |
| Sep09 |
090615 |
98.785 |
98.820 |
98.775 |
98.810 |
+0.035 |
146,369 |
584,393 |
+21,342 |
| Dec09 |
090615 |
98.600 |
98.685 |
98.590 |
98.655 |
+0.075 |
124,825 |
472,452 |
+9,540 |
| Total Volume and Open Interest |
1,080,873 |
3,342,632 |
+60,037 |
| 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 |
090615 |
96.74 |
96.81 |
96.74 |
96.81 |
+0.06 |
15,749 |
290,595 |
-3,647 |
| Dec09 |
090615 |
96.55 |
96.62 |
96.55 |
96.62 |
+0.07 |
20,808 |
186,070 |
-3,905 |
| Mar10 |
090615 |
96.17 |
96.26 |
96.17 |
96.25 |
+0.07 |
12,221 |
107,278 |
+45 |
| Jun10 |
090615 |
95.73 |
95.81 |
95.73 |
95.80 |
+0.08 |
5,459 |
76,951 |
-2,743 |
| Sep10 |
090615 |
95.32 |
95.38 |
95.31 |
95.37 |
+0.08 |
5,157 |
44,532 |
-580 |
| Dec10 |
090615 |
94.95 |
95.01 |
94.95 |
95.01 |
+0.09 |
2,776 |
27,363 |
+1,027 |
| Mar11 |
090615 |
94.59 |
94.68 |
94.59 |
94.67 |
+0.09 |
2,977 |
17,246 |
+534 |
| Jun11 |
090615 |
94.24 |
94.35 |
94.24 |
94.35 |
+0.10 |
4,090 |
6,614 |
+1,803 |
| Sep11 |
090615 |
94.04 |
94.04 |
94.04 |
94.04 |
+0.10 |
900 |
2,122 |
+700 |
| Total Volume and Open Interest |
71,357 |
760,126 |
-7,827 |
| 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 |
090615 |
94.45 |
94.50 |
94.43 |
94.49 |
+0.05 |
56,890 |
270,620 |
+33,315 |
| Total Volume and Open Interest |
113,530 |
402,263 |
-39,356 |
| 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 |
090615 |
95.33 |
95.44 |
95.33 |
95.43 |
+0.10 |
92,166 |
274,628 |
+58,123 |
| Total Volume and Open Interest |
218,115 |
537,269 |
-26,600 |
| Gold(CMX) |
| Jun09 |
090615 |
938.5 |
938.5 |
926.9 |
926.9 |
-13.2 |
583 |
1,473 |
-327 |
| Aug09 |
090615 |
940.3 |
940.3 |
926.5 |
927.5 |
-13.2 |
111,280 |
244,696 |
-1,361 |
| Oct09 |
090615 |
937.6 |
941.0 |
927.8 |
928.8 |
-13.3 |
2,626 |
10,956 |
+263 |
| Dec09 |
090615 |
940.1 |
941.8 |
929.2 |
930.1 |
-13.4 |
2,916 |
45,506 |
+484 |
| Feb10 |
090615 |
942.6 |
942.8 |
931.5 |
931.5 |
-13.5 |
864 |
13,890 |
-385 |
| Apr10 |
090615 |
939.7 |
944.0 |
932.0 |
932.9 |
-13.6 |
1,056 |
15,692 |
+84 |
| Jun10 |
090615 |
941.5 |
941.5 |
934.8 |
934.8 |
-13.7 |
324 |
10,326 |
+246 |
| Aug10 |
090615 |
937.0 |
937.0 |
937.0 |
937.0 |
-13.9 |
316 |
2,747 |
+102 |
| Oct10 |
090615 |
939.6 |
939.6 |
939.6 |
939.6 |
-14.1 |
300 |
1,237 |
+150 |
| Dec10 |
090615 |
951.9 |
951.9 |
942.5 |
942.5 |
-14.4 |
546 |
12,945 |
+267 |
| Feb11 |
090615 |
945.7 |
945.7 |
945.7 |
945.7 |
-14.7 |
0 |
12 |
+0 |
| Apr11 |
090615 |
949.1 |
949.1 |
949.1 |
949.1 |
-14.9 |
|
|
|
| Total Volume and Open Interest |
122,831 |
388,339 |
-35 |
| Silver(CMX) |
| Jul09 |
090615 |
1485.0 |
1487.5 |
1403.0 |
1403.0 |
-84.5 |
35,827 |
44,926 |
-2,745 |
| Sep09 |
090615 |
1480.0 |
1480.0 |
1406.0 |
1406.4 |
-84.6 |
10,571 |
25,772 |
+4,513 |
| Dec09 |
090615 |
1487.0 |
1487.0 |
1410.0 |
1410.5 |
-84.7 |
926 |
19,415 |
+50 |
| Mar10 |
090615 |
1447.5 |
1447.5 |
1413.1 |
1413.1 |
-85.1 |
19 |
5,945 |
+5 |
| May10 |
090615 |
1468.0 |
1468.0 |
1415.2 |
1415.2 |
-85.2 |
4 |
2,571 |
+2 |
| Jul10 |
090615 |
1450.0 |
1456.5 |
1417.2 |
1417.2 |
-85.4 |
26 |
2,899 |
+25 |
| Sep10 |
090615 |
1419.3 |
1419.3 |
1419.3 |
1419.3 |
-85.7 |
2 |
65 |
+0 |
| Total Volume and Open Interest |
47,428 |
109,036 |
+1,879 |
| Platinum(NYMEX) |
| Jul09 |
090615 |
1255.0 |
1255.9 |
1206.1 |
1213.7 |
-45.0 |
2,169 |
17,603 |
-202 |
| Oct09 |
090615 |
1247.8 |
1255.0 |
1213.6 |
1219.8 |
-45.7 |
855 |
6,965 |
+452 |
| Jan10 |
090615 |
1224.0 |
1224.0 |
1223.8 |
1223.8 |
-45.7 |
289 |
226 |
+198 |
| Total Volume and Open Interest |
3,313 |
24,794 |
+448 |
| Palladium(NYMEX) |
| Jun09 |
090615 |
244.95 |
244.95 |
244.95 |
244.95 |
-8.10 |
1 |
271 |
+0 |
| Sep09 |
090615 |
252.00 |
253.25 |
243.00 |
246.00 |
-8.10 |
936 |
16,377 |
+276 |
| Dec09 |
090615 |
247.00 |
252.20 |
245.90 |
247.20 |
-8.10 |
5 |
256 |
+2 |
| Total Volume and Open Interest |
942 |
16,904 |
+278 |
| Copper(CMX) |
| Jul09 |
090615 |
238.20 |
239.45 |
226.90 |
228.50 |
-8.85 |
23,894 |
43,412 |
-3,767 |
| Sep09 |
090615 |
239.80 |
240.00 |
228.05 |
229.65 |
-8.65 |
11,335 |
49,329 |
+4,431 |
| Dec09 |
090615 |
234.45 |
234.45 |
228.80 |
230.55 |
-8.55 |
1,995 |
11,280 |
+903 |
| Mar10 |
090615 |
231.75 |
231.75 |
230.00 |
230.85 |
-8.45 |
165 |
2,299 |
+27 |
| May10 |
090615 |
232.00 |
232.00 |
230.85 |
230.85 |
-8.45 |
19 |
502 |
+1 |
| Total Volume and Open Interest |
38,103 |
115,130 |
+1,784 |
| Aluminum(CMX) |
| Jun09 |
090615 |
0.74 |
0.74 |
0.74 |
0.74 |
-0.01 |
|
|
|
| Jul09 |
090615 |
0.74 |
0.74 |
0.74 |
0.74 |
-0.02 |
|
|
|
| Aug09 |
090615 |
0.75 |
0.75 |
0.75 |
0.75 |
-0.01 |
|
|
|
| Sep09 |
090615 |
0.75 |
0.75 |
0.75 |
0.75 |
-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 |
090615 |
8746 |
8751 |
8580 |
8619 |
-171 |
2,027 |
24,884 |
+1,566 |
| Sep09 |
090615 |
8704 |
8712 |
8520 |
8564 |
-174 |
526 |
2,224 |
+199 |
| Dec09 |
090615 |
8555 |
8693 |
8555 |
8555 |
-138 |
0 |
6 |
+0 |
| Mar10 |
090615 |
8509 |
8645 |
8509 |
8509 |
-136 |
|
|
|
| Total Volume and Open Interest |
2,553 |
27,114 |
+1,765 |
| S & P 500(CME) |
| Jun09 |
090615 |
935.00 |
935.00 |
919.30 |
923.60 |
-21.10 |
104,184 |
281,247 |
-52,245 |
| Sep09 |
090615 |
938.10 |
938.40 |
915.00 |
919.40 |
-21.30 |
102,831 |
217,073 |
+58,659 |
| Dec09 |
090615 |
915.20 |
921.50 |
912.50 |
915.20 |
-21.30 |
100 |
6,247 |
+13 |
| Mar10 |
090615 |
912.00 |
918.50 |
909.50 |
912.00 |
-21.50 |
0 |
3,175 |
+0 |
| Total Volume and Open Interest |
207,115 |
508,244 |
+6,925 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090615 |
942.75 |
942.75 |
919.25 |
923.50 |
-21.25 |
1,574,555 |
1,914,748 |
-392,876 |
| Sep09 |
090615 |
938.50 |
938.75 |
915.25 |
919.50 |
-21.25 |
1,874,660 |
1,164,112 |
+547,613 |
| Total Volume and Open Interest |
3,449,679 |
3,080,539 |
+155,165 |
| NASDAQ 100(CME) |
| Jun09 |
090615 |
1471.50 |
1472.50 |
1444.00 |
1458.50 |
-28.00 |
3,621 |
25,308 |
-1,845 |
| Sep09 |
090615 |
1481.50 |
1482.30 |
1443.00 |
1457.30 |
-28.20 |
2,905 |
3,149 |
+2,082 |
| Dec09 |
090615 |
1460.30 |
1460.30 |
1458.50 |
1460.30 |
-28.20 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
6,526 |
28,460 |
+237 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090615 |
1482.80 |
1483.00 |
1444.80 |
1458.50 |
-28.00 |
191,213 |
239,177 |
-40,919 |
| Sep09 |
090615 |
1483.00 |
1483.00 |
1443.50 |
1457.30 |
-28.20 |
245,210 |
77,516 |
+57,376 |
| Total Volume and Open Interest |
436,425 |
316,711 |
+16,458 |
| S & P Midcap 400(CME) |
| Jun09 |
090615 |
588.50 |
588.50 |
578.00 |
583.30 |
-11.30 |
1,094 |
4,078 |
-49 |
| Sep09 |
090615 |
587.00 |
587.50 |
575.00 |
581.30 |
-11.30 |
1,054 |
932 |
+707 |
| Dec09 |
090615 |
579.30 |
579.30 |
579.10 |
579.30 |
-11.30 |
|
|
|
| Total Volume and Open Interest |
2,148 |
5,010 |
+658 |
| Russell 2000(CME) |
| Jun09 |
090615 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,564 |
-177 |
| Sep09 |
090615 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,535 |
+6 |
| Dec09 |
090615 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,267 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090615 |
10140 |
10145 |
10035 |
10045 |
-75 |
50,478 |
134,726 |
+14,342 |
| Dec09 |
090615 |
10005 |
10005 |
10005 |
10005 |
-75 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
171,364 |
146,642 |
+23,687 |
| Nikkei 225(SGX) |
| Sep09 |
090615 |
10140 |
10145 |
10035 |
10045 |
-75 |
50,478 |
134,726 |
+14,342 |
| Dec09 |
090615 |
10005 |
10005 |
10005 |
10005 |
-75 |
0 |
777 |
+0 |
| Mar10 |
090615 |
10025 |
10025 |
10025 |
10025 |
-75 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
171,364 |
146,642 |
+23,687 |
| CAC 40(EURONEXT) |
| Jun09 |
090615 |
3318.0 |
3321.0 |
3213.0 |
3219.0 |
-106.0 |
108,742 |
459,533 |
+6,706 |
| Jul09 |
090615 |
3313.5 |
3313.5 |
3209.5 |
3215.0 |
-106.0 |
516 |
14,367 |
+460 |
| Aug09 |
090615 |
3259.5 |
3270.5 |
3212.0 |
3215.0 |
-106.0 |
63 |
171 |
+63 |
| Total Volume and Open Interest |
109,398 |
479,537 |
+7,254 |
| Hang Seng Index(HKFE) |
| Jun09 |
090615 |
18714 |
18824 |
18350 |
18420 |
-416 |
86,577 |
85,889 |
-220 |
| Jul09 |
090615 |
18623 |
18815 |
18348 |
18420 |
-410 |
852 |
2,317 |
+219 |
| Total Volume and Open Interest |
87,560 |
90,606 |
-37 |
| DAX(EUREX) |
| Jun09 |
090615 |
5060.0 |
5060.0 |
4881.0 |
4898.5 |
-169.5 |
0 |
154,480 |
-3,838 |
| Sep09 |
090615 |
5060.5 |
5062.5 |
4887.0 |
4904.0 |
-170.0 |
0 |
17,943 |
+4,491 |
| Dec09 |
090615 |
5070.0 |
5070.0 |
4894.5 |
4910.5 |
-170.0 |
0 |
4,697 |
+238 |
| Total Volume and Open Interest |
127,668 |
177,120 |
+891 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090615 |
4410.50 |
4418.00 |
4315.50 |
4329.00 |
-105.50 |
113,353 |
684,155 |
-14,273 |
| Sep09 |
090615 |
4386.50 |
4386.50 |
4285.00 |
4298.00 |
-104.00 |
20,407 |
51,633 |
+17,964 |
| Dec09 |
090615 |
4350.00 |
4350.00 |
4268.50 |
4268.50 |
-104.50 |
61 |
3,799 |
+9 |
| Total Volume and Open Interest |
133,821 |
739,587 |
+3,700 |
| SPI 200(SFE) |
| Jun09 |
090615 |
4049.0 |
4062.0 |
4018.0 |
4031.0 |
-29.0 |
36,785 |
297,922 |
-2,583 |
| Sep09 |
090615 |
4039.0 |
4043.0 |
4001.0 |
4013.0 |
-26.0 |
10,125 |
19,525 |
+9,337 |
| Dec09 |
090615 |
4042.0 |
4042.0 |
4020.0 |
4020.0 |
-26.0 |
119 |
3,625 |
-37 |
| Total Volume and Open Interest |
47,031 |
324,524 |
+6,717 |
| GSCI(CME) |
| Jul09 |
090615 |
468.00 |
472.75 |
459.00 |
463.20 |
-9.50 |
3,417 |
15,043 |
+2,429 |
| Aug09 |
090615 |
467.50 |
477.05 |
464.00 |
467.50 |
-9.50 |
2 |
0 |
+0 |
| Sep09 |
090615 |
472.50 |
472.50 |
472.50 |
472.50 |
|
|
|
|
| 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. |
|
|