|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue June 16, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090616 |
1202.00 |
1219.00 |
1187.50 |
1201.25 |
+4.25 |
82,868 |
110,708 |
-11,460 |
| Aug09 |
090616 |
1129.00 |
1147.50 |
1119.00 |
1128.50 |
+1.00 |
21,784 |
50,945 |
+2,860 |
| Sep09 |
090616 |
1062.75 |
1081.00 |
1055.50 |
1063.00 |
+3.25 |
3,920 |
15,924 |
+246 |
| Nov09 |
090616 |
1026.00 |
1045.00 |
1020.50 |
1028.50 |
+3.75 |
48,438 |
210,098 |
+5,191 |
| Jan10 |
090616 |
1030.00 |
1050.75 |
1028.50 |
1036.25 |
+4.50 |
2,485 |
22,388 |
+1,061 |
| Mar10 |
090616 |
1034.50 |
1055.00 |
1029.00 |
1034.50 |
+5.25 |
1,071 |
17,030 |
+319 |
| May10 |
090616 |
1029.25 |
1035.75 |
1017.00 |
1024.25 |
+8.00 |
996 |
8,035 |
+146 |
| Total Volume and Open Interest |
164,000 |
462,174 |
-687 |
| Soybean Meal(CBOT) |
| Jul09 |
090616 |
406.10 |
411.00 |
396.80 |
404.30 |
-1.00 |
26,726 |
60,256 |
-2,149 |
| Aug09 |
090616 |
372.50 |
376.90 |
359.50 |
371.80 |
unch |
10,324 |
25,572 |
+289 |
| Sep09 |
090616 |
345.30 |
349.00 |
341.20 |
345.30 |
-0.20 |
4,381 |
19,438 |
+556 |
| Oct09 |
090616 |
327.60 |
330.50 |
322.40 |
326.80 |
+0.30 |
2,316 |
17,003 |
+249 |
| Dec09 |
090616 |
318.00 |
322.60 |
314.20 |
319.30 |
+0.90 |
10,654 |
57,356 |
+719 |
| Jan10 |
090616 |
318.00 |
319.50 |
312.30 |
316.80 |
+1.30 |
296 |
4,469 |
-55 |
| Mar10 |
090616 |
314.20 |
314.20 |
309.00 |
313.80 |
+2.00 |
320 |
3,275 |
+97 |
| May10 |
090616 |
309.50 |
309.80 |
304.40 |
308.30 |
+2.50 |
470 |
4,582 |
-14 |
| Total Volume and Open Interest |
55,910 |
195,793 |
-134 |
| Soybean Oil(CBOT) |
| Jul09 |
090616 |
36.62 |
37.50 |
36.62 |
36.96 |
+0.34 |
63,431 |
66,414 |
-12,167 |
| Aug09 |
090616 |
36.77 |
37.65 |
36.77 |
37.10 |
+0.33 |
23,323 |
34,118 |
-2,458 |
| Sep09 |
090616 |
37.17 |
37.73 |
37.04 |
37.26 |
+0.33 |
15,268 |
27,590 |
-25 |
| Oct09 |
090616 |
37.11 |
37.85 |
37.11 |
37.44 |
+0.33 |
6,190 |
14,433 |
+736 |
| Dec09 |
090616 |
37.50 |
38.88 |
37.50 |
37.81 |
+0.31 |
34,931 |
82,681 |
+1,620 |
| Jan10 |
090616 |
38.35 |
38.63 |
37.89 |
38.10 |
+0.28 |
781 |
6,290 |
+395 |
| Mar10 |
090616 |
38.77 |
38.77 |
38.19 |
38.36 |
+0.29 |
549 |
2,754 |
+281 |
| May10 |
090616 |
38.77 |
38.85 |
38.30 |
38.49 |
+0.29 |
320 |
2,931 |
+42 |
| Total Volume and Open Interest |
145,265 |
245,791 |
-11,360 |
| Canola(WCE) |
| Jul09 |
090616 |
464.3 |
467.5 |
454.3 |
457.0 |
-4.1 |
8,254 |
26,284 |
-3,321 |
| Nov09 |
090616 |
461.3 |
464.0 |
447.5 |
450.9 |
-8.7 |
6,570 |
80,656 |
+292 |
| Jan10 |
090616 |
466.1 |
466.1 |
456.6 |
456.7 |
-7.4 |
136 |
8,230 |
-14 |
| Mar10 |
090616 |
460.5 |
460.5 |
460.5 |
460.5 |
-7.4 |
16 |
1,467 |
-2 |
| May10 |
090616 |
463.5 |
463.5 |
463.5 |
463.5 |
-7.4 |
15 |
484 |
+0 |
| Total Volume and Open Interest |
14,991 |
117,718 |
-3,045 |
| Corn(CBOT) |
| Jul09 |
090616 |
406.75 |
411.00 |
403.00 |
404.00 |
-2.00 |
146,802 |
254,854 |
-3,379 |
| Sep09 |
090616 |
415.00 |
419.75 |
411.50 |
412.75 |
-2.00 |
48,574 |
224,115 |
+6,677 |
| Dec09 |
090616 |
428.50 |
432.75 |
424.00 |
425.25 |
-2.50 |
79,134 |
348,585 |
+2,936 |
| Mar10 |
090616 |
440.00 |
444.50 |
435.75 |
437.00 |
-2.75 |
8,125 |
56,274 |
+108 |
| May10 |
090616 |
448.00 |
452.00 |
443.75 |
445.00 |
-3.00 |
1,723 |
10,620 |
-45 |
| Jul10 |
090616 |
458.00 |
458.00 |
451.00 |
452.25 |
-3.25 |
4,838 |
34,190 |
+1,332 |
| Total Volume and Open Interest |
297,677 |
991,287 |
+10,459 |
| Wheat(CBOT) |
| Jul09 |
090616 |
576.75 |
583.50 |
564.75 |
565.75 |
-9.50 |
38,835 |
93,503 |
-4,156 |
| Sep09 |
090616 |
604.25 |
612.00 |
593.25 |
594.25 |
-9.25 |
16,526 |
112,492 |
+2,714 |
| Dec09 |
090616 |
631.00 |
638.50 |
619.75 |
621.00 |
-9.25 |
16,219 |
79,156 |
+1,696 |
| Mar10 |
090616 |
653.00 |
653.75 |
636.75 |
637.00 |
-10.50 |
1,035 |
9,611 |
+146 |
| May10 |
090616 |
662.00 |
662.00 |
648.00 |
648.00 |
-10.25 |
114 |
1,115 |
+23 |
| Total Volume and Open Interest |
73,536 |
337,867 |
+436 |
| Wheat(KCBT) |
| Jul09 |
090616 |
632.50 |
638.00 |
621.00 |
623.00 |
-8.75 |
9,606 |
28,972 |
-1,780 |
| Sep09 |
090616 |
642.00 |
648.00 |
631.75 |
634.00 |
-8.25 |
5,068 |
26,301 |
+1,468 |
| Dec09 |
090616 |
655.25 |
665.00 |
648.50 |
650.00 |
-9.00 |
3,044 |
30,738 |
+356 |
| Mar10 |
090616 |
675.75 |
679.50 |
664.75 |
665.50 |
-8.75 |
393 |
2,210 |
+155 |
| May10 |
090616 |
682.75 |
682.75 |
669.50 |
669.50 |
-7.75 |
181 |
288 |
+81 |
| Total Volume and Open Interest |
18,646 |
98,729 |
+391 |
| Wheat(MGE) |
| Jul09 |
090616 |
722.00 |
730.25 |
706.75 |
711.75 |
-10.25 |
1,610 |
6,589 |
-344 |
| Sep09 |
090616 |
717.00 |
725.25 |
701.50 |
706.00 |
-10.75 |
2,237 |
12,462 |
+1,037 |
| Dec09 |
090616 |
729.00 |
736.00 |
712.25 |
716.25 |
-9.75 |
1,046 |
8,442 |
+426 |
| Mar10 |
090616 |
744.25 |
745.25 |
722.25 |
726.75 |
-9.50 |
589 |
2,410 |
+396 |
| May10 |
090616 |
746.00 |
747.75 |
725.25 |
730.75 |
-9.00 |
137 |
574 |
+17 |
| Total Volume and Open Interest |
5,818 |
36,286 |
+1,510 |
| Oats(CBOT) |
| Jul09 |
090616 |
218.25 |
224.50 |
209.50 |
213.00 |
-5.50 |
643 |
5,452 |
-178 |
| Sep09 |
090616 |
228.00 |
233.50 |
219.00 |
222.00 |
-6.00 |
84 |
2,365 |
+19 |
| Dec09 |
090616 |
241.75 |
246.50 |
233.00 |
235.50 |
-6.00 |
241 |
6,603 |
+92 |
| Mar10 |
090616 |
248.50 |
254.50 |
248.50 |
248.50 |
-6.00 |
1 |
145 |
+0 |
| Total Volume and Open Interest |
969 |
14,565 |
-67 |
| Rough Rice(CBOT) |
| Jul09 |
090616 |
12.48 |
12.48 |
12.15 |
12.31 |
-0.21 |
172 |
2,327 |
-15 |
| Sep09 |
090616 |
12.65 |
12.65 |
12.20 |
12.31 |
-0.15 |
123 |
3,773 |
+5 |
| Nov09 |
090616 |
12.51 |
12.51 |
12.30 |
12.40 |
-0.14 |
51 |
1,993 |
+23 |
| Jan10 |
090616 |
12.61 |
12.73 |
12.61 |
12.61 |
-0.12 |
3 |
261 |
-2 |
| Total Volume and Open Interest |
354 |
8,696 |
+16 |
| Live Cattle(CME) |
| Jun09 |
090616 |
79.950 |
80.550 |
79.500 |
79.600 |
-0.300 |
1,794 |
9,208 |
-563 |
| Aug09 |
090616 |
80.900 |
81.500 |
80.330 |
80.385 |
-0.445 |
8,001 |
108,673 |
-859 |
| Oct09 |
090616 |
86.500 |
86.950 |
85.680 |
85.785 |
-0.665 |
3,707 |
54,229 |
+114 |
| Dec09 |
090616 |
87.900 |
88.300 |
87.150 |
87.350 |
-0.480 |
1,582 |
25,193 |
+286 |
| Feb10 |
090616 |
89.450 |
89.600 |
88.550 |
88.550 |
-0.585 |
504 |
10,332 |
+11 |
| Apr10 |
090616 |
91.000 |
91.250 |
90.400 |
90.800 |
unch |
288 |
3,353 |
-9 |
| Total Volume and Open Interest |
15,924 |
211,886 |
-997 |
| Feeder Cattle(CME) |
| Aug09 |
090616 |
97.080 |
98.000 |
95.950 |
96.550 |
-0.650 |
2,336 |
14,504 |
-4 |
| Sep09 |
090616 |
97.450 |
98.300 |
96.350 |
97.080 |
-0.320 |
237 |
2,022 |
+18 |
| Oct09 |
090616 |
97.750 |
98.500 |
96.650 |
97.200 |
-0.630 |
519 |
4,048 |
+47 |
| Nov09 |
090616 |
97.950 |
98.750 |
97.150 |
97.650 |
-0.450 |
202 |
933 |
+2 |
| Jan10 |
090616 |
97.700 |
98.035 |
96.850 |
96.900 |
-0.450 |
24 |
333 |
-1 |
| Mar10 |
090616 |
96.000 |
97.000 |
96.000 |
96.000 |
unch |
0 |
48 |
+0 |
| Apr10 |
090616 |
95.750 |
96.000 |
95.600 |
95.750 |
+0.500 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
3,318 |
21,903 |
+62 |
| Lean Hogs(CME) |
| Jul09 |
090616 |
58.300 |
58.900 |
58.050 |
58.285 |
-0.115 |
11,468 |
22,835 |
-4,008 |
| Aug09 |
090616 |
58.300 |
58.750 |
57.630 |
58.100 |
-0.300 |
11,732 |
56,718 |
+2,586 |
| Oct09 |
090616 |
55.650 |
56.380 |
55.550 |
55.950 |
+0.200 |
5,978 |
27,916 |
-734 |
| Dec09 |
090616 |
57.535 |
58.150 |
57.100 |
57.400 |
-0.085 |
2,698 |
17,031 |
-18 |
| Feb10 |
090616 |
63.300 |
63.800 |
62.500 |
62.900 |
-0.400 |
406 |
3,465 |
+127 |
| Apr10 |
090616 |
67.300 |
67.550 |
66.535 |
66.850 |
-0.250 |
106 |
1,535 |
+12 |
| May10 |
090616 |
73.400 |
73.800 |
73.200 |
73.600 |
-0.350 |
1 |
106 |
+0 |
| Jun10 |
090616 |
74.285 |
75.450 |
73.900 |
73.900 |
-0.300 |
27 |
730 |
+21 |
| Total Volume and Open Interest |
32,438 |
130,677 |
-9,418 |
| Pork Bellies(CME) |
| Jul09 |
090616 |
59.850 |
61.380 |
59.000 |
59.150 |
+0.250 |
72 |
484 |
-37 |
| Aug09 |
090616 |
60.235 |
61.100 |
58.300 |
58.300 |
-0.450 |
53 |
343 |
+13 |
| Feb10 |
090616 |
90.900 |
92.000 |
90.900 |
91.250 |
unch |
3 |
101 |
+2 |
| Mar10 |
090616 |
91.000 |
91.000 |
91.000 |
91.000 |
-0.250 |
0 |
41 |
+0 |
| May10 |
090616 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
128 |
969 |
-22 |
| Class III Milk(CME) |
| Jun09 |
090616 |
9.93 |
9.93 |
9.88 |
9.89 |
-0.02 |
67 |
5,049 |
+119 |
| Jul09 |
090616 |
10.36 |
10.44 |
10.26 |
10.28 |
-0.07 |
131 |
4,214 |
-12 |
| Aug09 |
090616 |
11.18 |
11.20 |
10.95 |
10.97 |
-0.23 |
144 |
3,704 |
-28 |
| Sep09 |
090616 |
12.28 |
12.36 |
12.15 |
12.17 |
-0.13 |
205 |
3,213 |
+39 |
| Oct09 |
090616 |
13.25 |
13.30 |
13.16 |
13.17 |
-0.05 |
69 |
2,901 |
+16 |
| Total Volume and Open Interest |
861 |
27,418 |
+223 |
| Cocoa(ICE) |
| Jul09 |
090616 |
2604 |
2650 |
2604 |
2623 |
+22 |
3,789 |
5,918 |
-2,030 |
| Sep09 |
090616 |
2666 |
2694 |
2648 |
2656 |
+11 |
7,867 |
58,259 |
+2,038 |
| Dec09 |
090616 |
2671 |
2709 |
2665 |
2671 |
+9 |
1,561 |
26,588 |
+333 |
| Mar10 |
090616 |
2703 |
2703 |
2668 |
2671 |
+7 |
1,177 |
14,134 |
+775 |
| May10 |
090616 |
2671 |
2671 |
2671 |
2671 |
+6 |
396 |
3,620 |
+62 |
| Jul10 |
090616 |
2683 |
2703 |
2675 |
2675 |
+8 |
114 |
3,556 |
+99 |
| Sep10 |
090616 |
2674 |
2674 |
2674 |
2674 |
+8 |
33 |
2,245 |
+33 |
| Total Volume and Open Interest |
15,017 |
118,336 |
+1,390 |
| Coffee "C"(ICE) |
| Jul09 |
090616 |
122.10 |
123.45 |
121.50 |
122.40 |
+1.05 |
7,656 |
24,463 |
-4,165 |
| Sep09 |
090616 |
123.90 |
125.50 |
123.60 |
124.55 |
+1.15 |
4,500 |
67,414 |
+1,713 |
| Dec09 |
090616 |
126.50 |
128.25 |
126.45 |
127.35 |
+1.15 |
862 |
23,236 |
+306 |
| Mar10 |
090616 |
129.75 |
130.90 |
129.30 |
130.05 |
+1.25 |
19 |
12,631 |
+17 |
| May10 |
090616 |
131.85 |
132.80 |
131.25 |
131.95 |
+1.25 |
3 |
3,182 |
+37 |
| Jul10 |
090616 |
134.00 |
134.00 |
132.95 |
133.65 |
+1.20 |
2 |
1,243 |
+0 |
| Total Volume and Open Interest |
13,047 |
134,545 |
-2,090 |
| Orange Juice(ICE) |
| Jul09 |
090616 |
78.15 |
79.20 |
76.40 |
77.65 |
-0.50 |
2,514 |
10,676 |
-1,767 |
| Sep09 |
090616 |
81.35 |
82.45 |
79.80 |
80.95 |
-0.50 |
1,053 |
15,054 |
+129 |
| Nov09 |
090616 |
83.65 |
85.50 |
83.50 |
84.25 |
-0.35 |
193 |
3,787 |
+76 |
| Jan10 |
090616 |
87.10 |
88.60 |
87.05 |
87.55 |
-0.35 |
207 |
721 |
+192 |
| Mar10 |
090616 |
89.75 |
92.00 |
89.75 |
91.05 |
-0.25 |
172 |
453 |
+172 |
| May10 |
090616 |
93.45 |
93.45 |
93.45 |
93.45 |
-0.60 |
61 |
82 |
+61 |
| Total Volume and Open Interest |
4,200 |
31,002 |
-1,137 |
| Sugar #11(ICE) |
| Jul09 |
090616 |
14.96 |
15.14 |
14.76 |
14.80 |
-0.06 |
38,823 |
163,261 |
-8,972 |
| Oct09 |
090616 |
15.90 |
16.15 |
15.74 |
15.78 |
-0.12 |
31,581 |
280,227 |
+2,327 |
| Mar10 |
090616 |
16.99 |
17.20 |
16.80 |
16.87 |
-0.10 |
13,783 |
140,577 |
+3,369 |
| May10 |
090616 |
16.85 |
16.99 |
16.63 |
16.67 |
-0.13 |
1,931 |
33,400 |
+549 |
| Jul10 |
090616 |
16.57 |
16.70 |
16.38 |
16.41 |
-0.15 |
2,356 |
65,904 |
+328 |
| Total Volume and Open Interest |
91,617 |
788,032 |
-1,600 |
| Sugar #14(ICE) |
| Sep09 |
090616 |
22.45 |
22.45 |
22.30 |
22.32 |
-0.43 |
1 |
2,643 |
+0 |
| Total Volume and Open Interest |
1 |
2,643 |
+0 |
| London Cocoa(LCE) |
| Jul09 |
090615 |
1729 |
1730 |
1661 |
1680 |
+102 |
12,698 |
0 |
+0 |
| Sep09 |
090616 |
1704 |
1705 |
1678 |
1683 |
-12 |
4,382 |
40,888 |
-58 |
| Dec09 |
090616 |
1706 |
1706 |
1679 |
1683 |
-14 |
2,312 |
28,765 |
+289 |
| Mar10 |
090616 |
1696 |
1696 |
1674 |
1677 |
-14 |
831 |
25,326 |
+64 |
| May10 |
090616 |
1684 |
1684 |
1674 |
1674 |
-14 |
302 |
14,058 |
+218 |
| Jul10 |
090616 |
1690 |
1690 |
1665 |
1669 |
-19 |
287 |
4,257 |
+259 |
| Sep10 |
090616 |
1680 |
1680 |
1668 |
1668 |
-19 |
136 |
2,410 |
+113 |
| Total Volume and Open Interest |
10,909 |
169,728 |
-252 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090616 |
430.70 |
432.40 |
423.50 |
426.90 |
-1.20 |
2,288 |
33,648 |
-1,118 |
| Oct09 |
090616 |
439.20 |
442.30 |
433.60 |
436.40 |
-1.90 |
945 |
29,621 |
+68 |
| Dec09 |
090616 |
446.90 |
448.50 |
442.20 |
443.40 |
-1.90 |
395 |
8,451 |
-11 |
| Mar10 |
090616 |
452.70 |
454.30 |
449.00 |
450.40 |
-1.90 |
285 |
8,946 |
+115 |
| May10 |
090616 |
448.00 |
448.00 |
448.00 |
448.00 |
-3.50 |
120 |
1,369 |
+120 |
| Total Volume and Open Interest |
4,033 |
84,280 |
-826 |
| Cotton(ICE) |
| Jul09 |
090616 |
53.08 |
53.97 |
52.29 |
52.43 |
-0.67 |
8,718 |
33,663 |
-8,205 |
| Oct09 |
090616 |
56.10 |
56.96 |
55.42 |
55.60 |
-0.55 |
415 |
1,763 |
+42 |
| Dec09 |
090616 |
58.17 |
59.08 |
57.40 |
57.74 |
-0.48 |
7,838 |
79,370 |
+4,165 |
| Mar10 |
090616 |
61.19 |
61.30 |
60.05 |
60.21 |
-0.50 |
327 |
10,305 |
+209 |
| May10 |
090616 |
61.70 |
61.70 |
61.47 |
61.47 |
-0.55 |
21 |
392 |
+17 |
| Jul10 |
090616 |
62.95 |
62.95 |
62.56 |
62.56 |
-0.66 |
70 |
1,654 |
+31 |
| Total Volume and Open Interest |
17,485 |
129,202 |
-3,757 |
| Lumber(CME) |
| Jul09 |
090616 |
203.5 |
213.2 |
203.5 |
213.2 |
+10.0 |
625 |
2,529 |
-149 |
| Sep09 |
090616 |
220.0 |
229.6 |
220.0 |
228.8 |
+9.2 |
390 |
5,039 |
+82 |
| Nov09 |
090616 |
214.9 |
224.5 |
214.9 |
221.7 |
+7.2 |
352 |
918 |
+87 |
| Jan10 |
090616 |
233.9 |
241.0 |
233.9 |
239.7 |
+5.2 |
355 |
553 |
+81 |
| Total Volume and Open Interest |
1,722 |
9,082 |
+101 |
| Crude Oil(NYM) |
| Jul09 |
090616 |
70.31 |
72.77 |
69.80 |
70.47 |
-0.15 |
224,601 |
134,388 |
-17,768 |
| Aug09 |
090616 |
71.00 |
73.42 |
70.51 |
71.16 |
-0.15 |
83,499 |
242,837 |
-1,929 |
| Sep09 |
090616 |
71.82 |
74.22 |
71.32 |
71.96 |
-0.19 |
37,541 |
126,546 |
+1,940 |
| Oct09 |
090616 |
72.45 |
74.84 |
72.00 |
72.64 |
-0.22 |
11,416 |
42,675 |
-377 |
| Nov09 |
090616 |
74.50 |
75.49 |
72.98 |
73.25 |
-0.29 |
7,451 |
26,012 |
-1,421 |
| Dec09 |
090616 |
73.76 |
76.02 |
73.21 |
73.80 |
-0.35 |
30,839 |
146,156 |
-1,778 |
| Jan10 |
090616 |
74.52 |
76.41 |
74.05 |
74.23 |
-0.39 |
2,206 |
24,851 |
-556 |
| Feb10 |
090616 |
76.24 |
76.28 |
74.61 |
74.61 |
-0.40 |
1,680 |
18,350 |
-414 |
| Mar10 |
090616 |
76.37 |
76.37 |
74.97 |
74.99 |
-0.40 |
3,069 |
17,824 |
+515 |
| Apr10 |
090616 |
76.49 |
76.90 |
75.37 |
75.37 |
-0.39 |
1,213 |
8,015 |
+63 |
| May10 |
090616 |
75.76 |
75.76 |
75.76 |
75.76 |
-0.37 |
1,418 |
8,820 |
+137 |
| Jun10 |
090616 |
76.50 |
77.94 |
75.85 |
76.14 |
-0.36 |
9,349 |
42,845 |
-332 |
| Jul10 |
090616 |
78.24 |
78.53 |
76.08 |
76.49 |
-0.37 |
2,670 |
38,073 |
-678 |
| Aug10 |
090616 |
77.93 |
77.93 |
76.77 |
76.77 |
-0.37 |
1,362 |
6,725 |
+226 |
| Sep10 |
090616 |
77.05 |
77.05 |
77.05 |
77.05 |
-0.37 |
517 |
8,213 |
-165 |
| Oct10 |
090616 |
77.33 |
77.33 |
77.33 |
77.33 |
-0.37 |
397 |
4,658 |
-55 |
| Total Volume and Open Interest |
441,036 |
1,206,264 |
-21,654 |
| 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 |
090616 |
70.800 |
73.425 |
70.525 |
71.150 |
-0.150 |
910 |
1,211 |
-18 |
| Sep09 |
090616 |
71.675 |
74.175 |
71.350 |
71.950 |
-0.200 |
98 |
206 |
+12 |
| Oct09 |
090616 |
72.800 |
74.425 |
72.200 |
72.650 |
-0.200 |
13 |
103 |
+10 |
| Nov09 |
090616 |
73.250 |
73.250 |
73.250 |
73.250 |
-0.300 |
1 |
22 |
+1 |
| Dec09 |
090616 |
74.300 |
75.475 |
73.800 |
73.800 |
-0.350 |
4 |
93 |
-7 |
| Jan10 |
090616 |
74.225 |
74.225 |
74.225 |
74.225 |
-0.400 |
|
|
|
| Feb10 |
090616 |
74.600 |
74.600 |
74.600 |
74.600 |
-0.400 |
|
|
|
| Mar10 |
090616 |
75.000 |
75.000 |
75.000 |
75.000 |
-0.400 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
9,773 |
6,061 |
-690 |
| Heating Oil(NYM) |
| Jul09 |
090616 |
181.40 |
188.05 |
180.46 |
182.50 |
+0.94 |
30,219 |
46,171 |
-3,035 |
| Aug09 |
090616 |
185.22 |
191.38 |
184.02 |
185.97 |
+0.75 |
12,222 |
43,145 |
+340 |
| Sep09 |
090616 |
189.81 |
195.00 |
187.88 |
189.72 |
+0.56 |
7,354 |
33,555 |
+1,034 |
| Oct09 |
090616 |
197.02 |
197.54 |
192.81 |
193.28 |
+0.44 |
2,400 |
21,284 |
-38 |
| Nov09 |
090616 |
197.10 |
200.05 |
194.96 |
196.19 |
+0.32 |
1,141 |
14,322 |
+97 |
| Dec09 |
090616 |
198.80 |
204.07 |
197.27 |
199.02 |
+0.19 |
4,337 |
33,566 |
+950 |
| Jan10 |
090616 |
205.65 |
205.65 |
201.92 |
201.92 |
+0.09 |
2,195 |
14,383 |
+645 |
| Feb10 |
090616 |
207.02 |
207.02 |
203.67 |
203.67 |
-0.01 |
680 |
9,128 |
+162 |
| Mar10 |
090616 |
207.69 |
207.69 |
204.47 |
204.47 |
-0.11 |
959 |
6,675 |
+243 |
| Apr10 |
090616 |
207.82 |
208.14 |
204.62 |
204.62 |
-0.16 |
754 |
5,026 |
+73 |
| May10 |
090616 |
208.49 |
208.49 |
205.12 |
205.12 |
-0.21 |
510 |
5,614 |
+238 |
| Jun10 |
090616 |
206.14 |
210.20 |
205.92 |
205.92 |
-0.21 |
1,002 |
15,329 |
+343 |
| Total Volume and Open Interest |
65,324 |
285,526 |
+1,314 |
| Gasoline(NYMEX) |
| Jul09 |
090616 |
205.59 |
211.24 |
204.61 |
207.11 |
+1.81 |
31,703 |
62,262 |
-1,311 |
| Aug09 |
090616 |
200.90 |
208.44 |
200.90 |
204.35 |
+1.29 |
15,134 |
59,411 |
-128 |
| Sep09 |
090616 |
200.10 |
205.85 |
200.00 |
201.82 |
+0.73 |
9,373 |
39,886 |
-292 |
| Oct09 |
090616 |
192.70 |
193.00 |
187.85 |
189.23 |
+0.27 |
3,612 |
21,031 |
+266 |
| Nov09 |
090616 |
191.56 |
191.56 |
186.01 |
186.99 |
-0.11 |
2,114 |
8,320 |
+47 |
| Dec09 |
090616 |
190.80 |
190.95 |
184.88 |
186.64 |
-0.40 |
2,122 |
11,993 |
-212 |
| Jan10 |
090616 |
192.05 |
192.22 |
188.59 |
188.59 |
-0.50 |
616 |
4,264 |
-106 |
| Feb10 |
090616 |
190.74 |
190.74 |
190.74 |
190.74 |
-0.55 |
330 |
1,839 |
+45 |
| Mar10 |
090616 |
193.19 |
193.19 |
193.19 |
193.19 |
-0.55 |
151 |
2,329 |
+25 |
| Apr10 |
090616 |
206.79 |
206.79 |
206.79 |
206.79 |
-0.55 |
55 |
2,592 |
+25 |
| Total Volume and Open Interest |
65,217 |
222,122 |
-1,637 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090616 |
207.11 |
207.11 |
207.11 |
207.11 |
+1.81 |
0 |
1 |
+0 |
| Aug09 |
090616 |
204.35 |
204.35 |
204.35 |
204.35 |
+1.29 |
|
|
|
| Sep09 |
090616 |
201.82 |
201.82 |
201.82 |
201.82 |
+0.73 |
|
|
|
| Oct09 |
090616 |
189.23 |
189.23 |
189.23 |
189.23 |
+0.27 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090616 |
4.191 |
4.387 |
4.065 |
4.129 |
-0.053 |
129,468 |
77,138 |
-17,560 |
| Aug09 |
090616 |
4.382 |
4.574 |
4.250 |
4.312 |
-0.070 |
62,818 |
96,402 |
+7,270 |
| Sep09 |
090616 |
4.515 |
4.716 |
4.389 |
4.448 |
-0.085 |
20,498 |
83,500 |
+2,082 |
| Oct09 |
090616 |
4.760 |
4.933 |
4.611 |
4.670 |
-0.098 |
13,263 |
77,384 |
+556 |
| Nov09 |
090616 |
5.455 |
5.511 |
5.236 |
5.285 |
-0.105 |
3,478 |
32,210 |
-109 |
| Dec09 |
090616 |
6.047 |
6.170 |
5.888 |
5.943 |
-0.104 |
3,046 |
42,386 |
-374 |
| Jan10 |
090616 |
6.344 |
6.462 |
6.200 |
6.250 |
-0.107 |
5,221 |
36,145 |
-40 |
| Feb10 |
090616 |
6.466 |
6.487 |
6.233 |
6.275 |
-0.109 |
1,365 |
19,053 |
-341 |
| Mar10 |
090616 |
6.301 |
6.410 |
6.163 |
6.208 |
-0.104 |
1,848 |
36,753 |
+199 |
| Apr10 |
090616 |
6.247 |
6.255 |
6.029 |
6.073 |
-0.089 |
1,220 |
35,842 |
-230 |
| May10 |
090616 |
6.292 |
6.300 |
6.079 |
6.118 |
-0.089 |
252 |
14,953 |
-66 |
| Jun10 |
090616 |
6.342 |
6.410 |
6.160 |
6.218 |
-0.089 |
171 |
8,885 |
-4 |
| Jul10 |
090616 |
6.473 |
6.491 |
6.295 |
6.330 |
-0.089 |
192 |
8,000 |
+8 |
| Aug10 |
090616 |
6.594 |
6.600 |
6.370 |
6.418 |
-0.089 |
95 |
9,116 |
+22 |
| Sep10 |
090616 |
6.646 |
6.646 |
6.445 |
6.471 |
-0.089 |
89 |
6,828 |
-2 |
| Oct10 |
090616 |
6.702 |
6.733 |
6.535 |
6.578 |
-0.089 |
441 |
15,965 |
+8 |
| Total Volume and Open Interest |
244,267 |
729,616 |
-8,447 |
| Brent Crude Oil(ICE) |
| Aug09 |
090616 |
69.89 |
72.40 |
69.55 |
70.24 |
unch |
101,337 |
172,133 |
+3,225 |
| Sep09 |
090616 |
70.64 |
73.13 |
70.30 |
70.98 |
-0.03 |
33,225 |
112,910 |
-1,303 |
| Oct09 |
090616 |
71.36 |
73.84 |
71.11 |
71.70 |
-0.07 |
12,045 |
56,647 |
+2,175 |
| Nov09 |
090616 |
72.61 |
74.41 |
71.87 |
72.44 |
-0.09 |
7,606 |
22,279 |
+1,021 |
| Dec09 |
090616 |
73.10 |
75.21 |
72.56 |
73.11 |
-0.10 |
15,473 |
83,172 |
-791 |
| Jan10 |
090616 |
74.01 |
75.33 |
73.56 |
73.67 |
-0.09 |
5,222 |
22,971 |
+296 |
| Feb10 |
090616 |
74.89 |
75.48 |
74.13 |
74.13 |
-0.10 |
3,594 |
15,025 |
+278 |
| Mar10 |
090616 |
74.95 |
75.89 |
74.57 |
74.57 |
-0.12 |
2,111 |
8,510 |
+116 |
| Apr10 |
090616 |
75.08 |
75.08 |
75.02 |
75.02 |
-0.10 |
949 |
5,005 |
+23 |
| May10 |
090616 |
75.43 |
75.43 |
75.43 |
75.43 |
-0.09 |
619 |
4,243 |
+6 |
| Jun10 |
090616 |
76.16 |
77.70 |
75.40 |
75.81 |
-0.07 |
1,642 |
30,974 |
+125 |
| Jul10 |
090616 |
76.16 |
76.16 |
76.16 |
76.16 |
-0.06 |
174 |
8,668 |
+122 |
| Aug10 |
090616 |
76.46 |
76.46 |
76.46 |
76.46 |
-0.06 |
3 |
5,997 |
+0 |
| Sep10 |
090616 |
76.75 |
76.75 |
76.75 |
76.75 |
-0.07 |
0 |
2,435 |
+0 |
| Total Volume and Open Interest |
261,922 |
707,585 |
-15,888 |
| Gas Oil(ICE) |
| Jul09 |
090616 |
572.50 |
595.50 |
572.50 |
589.00 |
+18.50 |
50,560 |
113,359 |
+1,333 |
| Aug09 |
090616 |
585.50 |
606.50 |
583.00 |
600.00 |
+18.00 |
37,643 |
60,671 |
-701 |
| Sep09 |
090616 |
599.00 |
617.00 |
594.50 |
610.50 |
+17.50 |
13,265 |
44,326 |
+685 |
| Oct09 |
090616 |
609.25 |
624.75 |
609.00 |
620.00 |
+17.25 |
4,508 |
32,918 |
+611 |
| Nov09 |
090616 |
623.50 |
633.75 |
618.50 |
629.00 |
+17.25 |
2,719 |
19,418 |
-549 |
| Dec09 |
090616 |
626.75 |
643.25 |
621.00 |
637.00 |
+17.00 |
5,537 |
61,544 |
+1,530 |
| Jan10 |
090616 |
635.50 |
648.25 |
635.50 |
645.75 |
+16.75 |
1,968 |
28,394 |
+1,147 |
| Feb10 |
090616 |
642.75 |
655.25 |
642.75 |
652.75 |
+16.50 |
351 |
12,887 |
+186 |
| Mar10 |
090616 |
648.50 |
661.25 |
648.50 |
659.00 |
+16.75 |
392 |
15,936 |
-102 |
| Apr10 |
090616 |
654.25 |
665.50 |
654.25 |
664.75 |
+16.50 |
202 |
7,894 |
-50 |
| Total Volume and Open Interest |
118,461 |
493,603 |
+4,168 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090616 |
1.730 |
1.739 |
1.725 |
1.739 |
+0.012 |
38 |
632 |
-6 |
| Aug09 |
090616 |
1.720 |
1.720 |
1.720 |
1.720 |
-0.008 |
14 |
467 |
+13 |
| Sep09 |
090616 |
1.737 |
1.737 |
1.710 |
1.710 |
-0.015 |
7 |
320 |
+7 |
| Oct09 |
090616 |
1.718 |
1.718 |
1.705 |
1.709 |
-0.016 |
1 |
257 |
-1 |
| Nov09 |
090616 |
1.700 |
1.700 |
1.700 |
1.700 |
-0.010 |
18 |
367 |
+11 |
| Dec09 |
090616 |
1.710 |
1.710 |
1.700 |
1.701 |
-0.009 |
35 |
461 |
+19 |
| Jan10 |
090616 |
1.720 |
1.720 |
1.700 |
1.700 |
-0.010 |
65 |
434 |
-2 |
| Total Volume and Open Interest |
226 |
4,173 |
+73 |
| US Dollar Index(ICE) |
| Sep09 |
090616 |
81.575 |
81.795 |
80.705 |
81.130 |
-0.425 |
8,198 |
20,155 |
+52 |
| Dec09 |
090616 |
81.190 |
81.525 |
81.150 |
81.525 |
-0.410 |
20 |
2,062 |
+20 |
| Mar10 |
090616 |
81.525 |
81.525 |
81.525 |
81.525 |
-0.410 |
|
|
|
| Total Volume and Open Interest |
11,481 |
43,314 |
-1,241 |
| Australian Dollar(CME) |
| Jun09 |
090615 |
80.89 |
81.28 |
79.35 |
79.91 |
-1.37 |
39,258 |
68,331 |
+2,128 |
| Sep09 |
090616 |
78.95 |
80.16 |
78.05 |
79.08 |
+0.43 |
59,205 |
72,239 |
+8,290 |
| Dec09 |
090616 |
78.27 |
79.61 |
77.79 |
78.57 |
+0.43 |
0 |
223 |
+0 |
| Total Volume and Open Interest |
77,654 |
137,658 |
+5,139 |
| British Pound(CME) |
| Jun09 |
090615 |
164.12 |
164.53 |
163.05 |
163.62 |
-0.91 |
67,194 |
33,433 |
-9,255 |
| Sep09 |
090616 |
163.02 |
165.08 |
162.10 |
164.33 |
+1.43 |
85,432 |
73,558 |
+1,206 |
| Dec09 |
090616 |
163.86 |
164.98 |
162.15 |
164.29 |
+1.43 |
16 |
212 |
+15 |
| Total Volume and Open Interest |
110,599 |
102,805 |
-3,179 |
| Canadian Dollar(CME) |
| Jun09 |
090616 |
88.49 |
89.10 |
87.94 |
88.34 |
+0.16 |
13,705 |
46,885 |
-3,834 |
| Sep09 |
090616 |
88.35 |
89.16 |
87.93 |
88.16 |
-0.07 |
67,281 |
69,327 |
+4,880 |
| Dec09 |
090616 |
88.99 |
89.20 |
88.08 |
88.23 |
-0.09 |
174 |
2,050 |
+94 |
| Mar10 |
090616 |
88.33 |
89.20 |
88.30 |
88.33 |
-0.11 |
11 |
466 |
-3 |
| Total Volume and Open Interest |
81,173 |
118,948 |
+1,137 |
| Japanese Yen(CME) |
| Jun09 |
090615 |
101.60 |
102.28 |
101.46 |
102.12 |
+0.31 |
50,169 |
45,610 |
-9,545 |
| Sep09 |
090616 |
102.33 |
104.18 |
102.29 |
103.69 |
+1.19 |
63,869 |
59,855 |
+10,772 |
| Dec09 |
090616 |
103.35 |
104.14 |
102.46 |
103.83 |
+1.20 |
1 |
122 |
+1 |
| Total Volume and Open Interest |
84,037 |
98,993 |
+4,165 |
| Swiss Franc(CME) |
| Jun09 |
090615 |
92.42 |
92.72 |
91.58 |
91.73 |
-0.93 |
25,343 |
30,251 |
-2,564 |
| Sep09 |
090616 |
91.64 |
92.52 |
91.35 |
91.98 |
+0.37 |
41,378 |
32,238 |
+930 |
| Dec09 |
090616 |
92.11 |
92.62 |
91.55 |
92.11 |
+0.37 |
2 |
8 |
+1 |
| Total Volume and Open Interest |
50,217 |
58,804 |
-2,762 |
| EuroFX(CME) |
| Jun09 |
090615 |
139.91 |
140.00 |
138.25 |
138.50 |
-1.61 |
130,870 |
64,455 |
-21,086 |
| Sep09 |
090616 |
137.77 |
139.22 |
137.36 |
138.34 |
+0.59 |
169,516 |
110,351 |
+15,185 |
| Dec09 |
090616 |
137.56 |
139.14 |
137.35 |
138.27 |
+0.60 |
24 |
371 |
+15 |
| Total Volume and Open Interest |
232,324 |
160,759 |
+458 |
| Mexican Peso(CME) |
| Jun09 |
090615 |
741.0 |
746.2 |
738.2 |
741.2 |
-5.0 |
9,962 |
22,737 |
-2,107 |
| Jul09 |
090616 |
743.8 |
745.2 |
743.8 |
743.8 |
-1.5 |
|
|
|
| Total Volume and Open Interest |
15,534 |
57,237 |
-2,013 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090616 |
117~015 |
117~015 |
117~015 |
117~050 |
+0~170 |
4,075 |
10,444 |
-2,555 |
| Sep09 |
090616 |
114~315 |
116~080 |
114~190 |
115~220 |
+0~170 |
188,591 |
681,303 |
-4,716 |
| Dec09 |
090616 |
114~000 |
114~130 |
113~265 |
114~115 |
+0~170 |
19 |
291 |
-5 |
| Total Volume and Open Interest |
192,685 |
692,090 |
-7,276 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090616 |
116~160 |
116~290 |
116~020 |
116~240 |
+0~095 |
5,810 |
34,786 |
-2,178 |
| Sep09 |
090616 |
114~240 |
115~095 |
114~095 |
115~025 |
+0~085 |
574,693 |
1,029,350 |
-36,389 |
| Dec09 |
090616 |
113~090 |
113~235 |
112~260 |
113~235 |
+0~085 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
580,503 |
1,064,144 |
-38,567 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090616 |
114~096 |
114~123 |
114~068 |
114~122 |
+0~020 |
23,667 |
32,600 |
-4,990 |
| Sep09 |
090616 |
113~080 |
113~126 |
113~039 |
113~109 |
+0~027 |
283,121 |
728,911 |
-4,024 |
| Dec09 |
090616 |
112~065 |
112~065 |
112~038 |
112~065 |
+0~027 |
|
|
|
| Total Volume and Open Interest |
306,788 |
761,511 |
-9,014 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090616 |
108~072 |
108~073 |
108~063 |
108~070 |
+0~007 |
566 |
7,073 |
+197 |
| Sep09 |
090616 |
107~090 |
107~106 |
107~076 |
107~097 |
+0~007 |
152,833 |
538,983 |
+10,895 |
| Dec09 |
090616 |
107~038 |
107~038 |
107~031 |
107~038 |
+0~007 |
|
|
|
| Total Volume and Open Interest |
153,399 |
546,056 |
+11,092 |
| Eurodollars(CME) |
| Sep09 |
090616 |
99.265 |
99.280 |
99.230 |
99.260 |
-0.005 |
200,893 |
1,056,486 |
+3,437 |
| Dec09 |
090616 |
98.935 |
98.960 |
98.885 |
98.935 |
+0.005 |
217,317 |
865,808 |
+2,867 |
| Mar10 |
090616 |
98.625 |
98.665 |
98.560 |
98.635 |
+0.015 |
282,040 |
723,753 |
-9,606 |
| Jun10 |
090616 |
98.260 |
98.310 |
98.180 |
98.265 |
+0.015 |
357,776 |
508,175 |
-6,041 |
| Sep10 |
090616 |
97.905 |
97.955 |
97.805 |
97.905 |
+0.015 |
258,823 |
470,460 |
+6,721 |
| Dec10 |
090616 |
97.530 |
97.580 |
97.415 |
97.525 |
+0.010 |
182,810 |
579,717 |
-13,696 |
| Mar11 |
090616 |
97.195 |
97.255 |
97.075 |
97.200 |
+0.015 |
142,035 |
329,781 |
-4,873 |
| Jun11 |
090616 |
96.840 |
96.915 |
96.715 |
96.860 |
+0.030 |
78,585 |
293,610 |
-2,591 |
| Sep11 |
090616 |
96.540 |
96.610 |
96.405 |
96.560 |
+0.045 |
62,605 |
238,237 |
+1,800 |
| Dec11 |
090616 |
96.245 |
96.320 |
96.115 |
96.270 |
+0.055 |
46,370 |
145,716 |
-526 |
| Mar12 |
090616 |
96.045 |
96.125 |
95.915 |
96.070 |
+0.060 |
45,907 |
110,992 |
-538 |
| Jun12 |
090616 |
95.820 |
95.935 |
95.730 |
95.880 |
+0.060 |
19,614 |
109,789 |
+362 |
| Sep12 |
090616 |
95.675 |
95.785 |
95.575 |
95.725 |
+0.065 |
11,668 |
67,589 |
-1,109 |
| Dec12 |
090616 |
95.525 |
95.625 |
95.420 |
95.570 |
+0.065 |
10,335 |
55,765 |
+706 |
| Mar13 |
090616 |
95.440 |
95.540 |
95.325 |
95.480 |
+0.060 |
10,082 |
62,055 |
+151 |
| Jun13 |
090616 |
95.305 |
95.430 |
95.215 |
95.375 |
+0.060 |
6,785 |
27,853 |
+757 |
| Sep13 |
090616 |
95.205 |
95.345 |
95.120 |
95.285 |
+0.060 |
7,016 |
40,283 |
+1,456 |
| Dec13 |
090616 |
95.105 |
95.240 |
95.010 |
95.180 |
+0.060 |
5,377 |
28,902 |
+561 |
| Total Volume and Open Interest |
2,111,462 |
6,676,509 |
-46,052 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090616 |
99.802 |
99.808 |
99.800 |
99.802 |
-0.005 |
4,859 |
57,306 |
+443 |
| Jul09 |
090616 |
99.785 |
99.795 |
99.785 |
99.795 |
unch |
3,085 |
43,309 |
-99 |
| Aug09 |
090616 |
99.780 |
99.785 |
99.775 |
99.780 |
-0.005 |
3,073 |
40,773 |
-105 |
| Sep09 |
090616 |
99.755 |
99.765 |
99.745 |
99.760 |
unch |
3,124 |
29,460 |
-135 |
| Oct09 |
090616 |
99.730 |
99.735 |
99.715 |
99.730 |
-0.005 |
3,907 |
29,715 |
-56 |
| Nov09 |
090616 |
99.680 |
99.685 |
99.660 |
99.675 |
-0.010 |
5,433 |
51,825 |
+988 |
| Total Volume and Open Interest |
29,486 |
394,371 |
+1,868 |
| 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) |
| Sep09 |
090616 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090616 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Mar10 |
090616 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Jun10 |
090616 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Sep10 |
090616 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
| Dec10 |
090616 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
| Mar11 |
090616 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090616 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
|
|
|
| Sep11 |
090616 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
| Dec11 |
090616 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090616 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
1,626 |
6,666 |
+379 |
| Dec09 |
090616 |
99.51 |
99.51 |
99.51 |
99.51 |
0.00 |
0 |
3,062 |
+0 |
| Mar10 |
090616 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
1 |
2,497 |
+0 |
| Jun10 |
090616 |
99.49 |
99.49 |
99.48 |
99.48 |
0.00 |
0 |
840 |
+0 |
| Sep10 |
090616 |
99.43 |
99.43 |
99.43 |
99.43 |
0.00 |
0 |
281 |
+0 |
| Dec10 |
090616 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
0 |
252 |
+0 |
| Mar11 |
090616 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.01 |
0 |
412 |
+0 |
| Jun11 |
090616 |
99.24 |
99.24 |
99.24 |
99.24 |
0.00 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
3,427 |
32,185 |
+1,857 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090615 |
136.09 |
136.25 |
135.98 |
136.22 |
+0.58 |
3,534 |
18,218 |
+9,497 |
| Dec09 |
090616 |
136.03 |
136.03 |
136.03 |
136.03 |
+0.20 |
|
|
|
| Mar10 |
090616 |
135.80 |
135.80 |
135.80 |
135.80 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
3,060 |
16,318 |
-461 |
| Euro-Bund(EUREX) |
| Sep09 |
090616 |
119.56 |
119.68 |
119.26 |
119.38 |
-0.10 |
492,506 |
870,736 |
-3,622 |
| Dec09 |
090616 |
118.22 |
118.37 |
118.01 |
118.08 |
-0.09 |
156 |
52 |
-4 |
| Mar10 |
090616 |
117.78 |
117.78 |
117.78 |
117.78 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
492,662 |
870,788 |
-3,626 |
| Euro-Bobl(EUREX) |
| Sep09 |
090615 |
113.78 |
114.37 |
113.77 |
114.30 |
+0.59 |
344,598 |
626,898 |
-22,915 |
| Dec09 |
090616 |
113.03 |
113.11 |
112.89 |
113.02 |
+0.01 |
0 |
75 |
+0 |
| Mar10 |
090616 |
112.71 |
112.71 |
112.71 |
112.71 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
289,822 |
633,745 |
+6,772 |
| 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 |
090616 |
98.675 |
98.675 |
98.655 |
98.670 |
+0.015 |
212 |
4,605 |
-40 |
| Total Volume and Open Interest |
3,314 |
38,419 |
-346 |
| Long Gilt(LIFFE) |
| Jun09 |
090615 |
117~14 |
117~27 |
117~04 |
117~27 |
+0~31 |
332 |
39,222 |
-222 |
| Sep09 |
090616 |
116~09 |
116~23 |
115~30 |
116~01 |
-0~08 |
56,260 |
215,255 |
+11,080 |
| Total Volume and Open Interest |
57,403 |
254,391 |
+10,994 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090616 |
98.76 |
98.76 |
98.75 |
98.76 |
unch |
21,787 |
267,541 |
-6,012 |
| Sep09 |
090616 |
98.77 |
98.79 |
98.74 |
98.78 |
unch |
37,974 |
265,807 |
+365 |
| Dec09 |
090616 |
98.50 |
98.54 |
98.42 |
98.51 |
+0.01 |
42,362 |
257,513 |
-989 |
| Mar10 |
090616 |
98.16 |
98.22 |
98.07 |
98.19 |
+0.02 |
65,218 |
342,547 |
+1,660 |
| Jun10 |
090616 |
97.70 |
97.74 |
97.59 |
97.71 |
unch |
73,221 |
240,986 |
-2,863 |
| Sep10 |
090616 |
97.24 |
97.25 |
97.11 |
97.22 |
-0.02 |
79,096 |
226,028 |
+9,300 |
| Total Volume and Open Interest |
454,987 |
2,096,980 |
+16,139 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090616 |
98.820 |
98.835 |
98.790 |
98.820 |
+0.010 |
136,516 |
593,258 |
+8,865 |
| Dec09 |
090616 |
98.680 |
98.695 |
98.640 |
98.670 |
+0.015 |
115,191 |
482,161 |
+9,709 |
| Mar10 |
090616 |
98.490 |
98.505 |
98.440 |
98.475 |
+0.020 |
203,564 |
457,368 |
+455 |
| Total Volume and Open Interest |
941,654 |
3,373,812 |
+31,180 |
| 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 |
090616 |
96.81 |
96.86 |
96.81 |
96.84 |
+0.03 |
18,251 |
284,318 |
-6,277 |
| Dec09 |
090616 |
96.62 |
96.70 |
96.62 |
96.67 |
+0.05 |
15,057 |
183,967 |
-2,103 |
| Mar10 |
090616 |
96.25 |
96.34 |
96.25 |
96.31 |
+0.06 |
7,213 |
107,197 |
-81 |
| Jun10 |
090616 |
95.81 |
95.90 |
95.81 |
95.87 |
+0.07 |
3,967 |
76,146 |
-805 |
| Sep10 |
090616 |
95.40 |
95.46 |
95.39 |
95.44 |
+0.07 |
2,712 |
45,352 |
+820 |
| Dec10 |
090616 |
95.03 |
95.09 |
95.01 |
95.06 |
+0.05 |
1,569 |
27,831 |
+468 |
| Mar11 |
090616 |
94.70 |
94.77 |
94.69 |
94.74 |
+0.07 |
721 |
16,444 |
-802 |
| Jun11 |
090616 |
94.38 |
94.46 |
94.38 |
94.44 |
+0.09 |
2,670 |
8,301 |
+1,687 |
| Sep11 |
090616 |
94.16 |
94.16 |
94.16 |
94.16 |
+0.12 |
0 |
2,122 |
+0 |
| Total Volume and Open Interest |
52,160 |
753,033 |
-7,093 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090616 |
94.50 |
94.58 |
94.50 |
94.56 |
+0.07 |
57,798 |
273,287 |
+2,667 |
| Dec09 |
090616 |
94.51 |
94.51 |
94.51 |
94.51 |
|
|
|
|
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090615 |
95.33 |
95.44 |
95.33 |
95.43 |
+0.10 |
92,166 |
274,628 |
+58,123 |
| Dec09 |
090616 |
95.41 |
95.41 |
95.41 |
95.41 |
|
|
|
|
| Gold(CMX) |
| Jun09 |
090616 |
930.9 |
938.6 |
930.9 |
931.6 |
+4.7 |
166 |
1,304 |
-169 |
| Aug09 |
090616 |
928.8 |
940.6 |
927.7 |
932.2 |
+4.7 |
103,112 |
238,537 |
-6,159 |
| Oct09 |
090616 |
932.0 |
940.4 |
932.0 |
933.6 |
+4.8 |
1,956 |
11,818 |
+862 |
| Dec09 |
090616 |
931.5 |
942.2 |
931.5 |
934.9 |
+4.8 |
2,727 |
46,947 |
+1,441 |
| Feb10 |
090616 |
935.5 |
941.9 |
935.5 |
936.3 |
+4.8 |
1,637 |
13,357 |
-533 |
| Apr10 |
090616 |
936.5 |
946.2 |
936.5 |
937.8 |
+4.9 |
1,378 |
15,660 |
-32 |
| Jun10 |
090616 |
945.6 |
945.6 |
939.7 |
939.7 |
+4.9 |
173 |
10,362 |
+36 |
| Aug10 |
090616 |
941.9 |
941.9 |
941.9 |
941.9 |
+4.9 |
15 |
2,750 |
+3 |
| Oct10 |
090616 |
944.5 |
944.5 |
944.5 |
944.5 |
+4.9 |
0 |
1,237 |
+0 |
| Dec10 |
090616 |
945.3 |
953.3 |
945.3 |
947.4 |
+4.9 |
128 |
13,016 |
+71 |
| Feb11 |
090616 |
950.6 |
950.6 |
950.6 |
950.6 |
+4.9 |
0 |
12 |
+0 |
| Apr11 |
090616 |
954.0 |
954.0 |
954.0 |
954.0 |
+4.9 |
|
|
|
| Total Volume and Open Interest |
111,839 |
383,603 |
-4,736 |
| Silver(CMX) |
| Jul09 |
090616 |
1405.0 |
1440.5 |
1405.0 |
1413.0 |
+10.0 |
29,163 |
42,515 |
-2,411 |
| Sep09 |
090616 |
1410.0 |
1441.5 |
1410.0 |
1416.4 |
+10.0 |
4,443 |
27,973 |
+2,201 |
| Dec09 |
090616 |
1414.5 |
1445.5 |
1414.5 |
1420.6 |
+10.1 |
720 |
19,526 |
+111 |
| Mar10 |
090616 |
1423.2 |
1423.2 |
1423.2 |
1423.2 |
+10.1 |
264 |
6,169 |
+224 |
| May10 |
090616 |
1429.5 |
1429.5 |
1425.2 |
1425.2 |
+10.0 |
7 |
2,569 |
-2 |
| Jul10 |
090616 |
1427.0 |
1427.0 |
1427.0 |
1427.0 |
+9.8 |
4 |
2,903 |
+4 |
| Sep10 |
090616 |
1429.1 |
1429.1 |
1429.1 |
1429.1 |
+9.8 |
0 |
63 |
-2 |
| Total Volume and Open Interest |
34,681 |
109,232 |
+196 |
| Platinum(NYMEX) |
| Jul09 |
090616 |
1213.0 |
1234.4 |
1206.2 |
1220.9 |
+7.2 |
3,026 |
17,388 |
-215 |
| Oct09 |
090616 |
1214.4 |
1239.9 |
1214.4 |
1226.9 |
+7.1 |
937 |
7,340 |
+375 |
| Jan10 |
090616 |
1229.4 |
1230.1 |
1229.4 |
1230.1 |
+6.3 |
75 |
227 |
+1 |
| Total Volume and Open Interest |
4,038 |
24,955 |
+161 |
| Palladium(NYMEX) |
| Jun09 |
090616 |
243.50 |
243.50 |
241.75 |
241.75 |
-3.20 |
0 |
271 |
+0 |
| Sep09 |
090616 |
244.95 |
250.30 |
237.70 |
242.80 |
-3.20 |
648 |
16,316 |
-61 |
| Dec09 |
090616 |
250.90 |
250.95 |
238.75 |
244.00 |
-3.20 |
5 |
261 |
+5 |
| Total Volume and Open Interest |
653 |
16,848 |
-56 |
| Copper(CMX) |
| Jul09 |
090616 |
229.10 |
231.70 |
223.30 |
225.55 |
-2.95 |
20,985 |
39,108 |
-4,304 |
| Sep09 |
090616 |
229.55 |
232.75 |
224.30 |
226.50 |
-3.15 |
9,759 |
52,225 |
+2,896 |
| Dec09 |
090616 |
231.05 |
233.45 |
225.20 |
227.35 |
-3.20 |
1,543 |
10,861 |
-419 |
| Mar10 |
090616 |
231.25 |
231.25 |
226.15 |
227.65 |
-3.20 |
354 |
2,281 |
-18 |
| May10 |
090616 |
230.00 |
233.00 |
227.65 |
227.65 |
-3.20 |
4 |
502 |
+0 |
| Total Volume and Open Interest |
33,297 |
113,509 |
-1,621 |
| Aluminum(CMX) |
| Jun09 |
090616 |
73.25 |
73.25 |
73.25 |
73.25 |
-0.50 |
|
|
|
| Jul09 |
090616 |
73.75 |
73.75 |
73.75 |
73.75 |
-0.50 |
|
|
|
| Aug09 |
090616 |
74.25 |
74.25 |
74.25 |
74.25 |
-0.50 |
|
|
|
| Sep09 |
090616 |
74.75 |
74.75 |
74.75 |
74.75 |
-0.50 |
|
|
|
| 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 |
090616 |
8613 |
8655 |
8500 |
8514 |
-105 |
2,732 |
24,323 |
-561 |
| Sep09 |
090616 |
8555 |
8602 |
8445 |
8459 |
-105 |
1,587 |
3,567 |
+1,343 |
| Dec09 |
090616 |
8414 |
8555 |
8414 |
8414 |
-141 |
0 |
6 |
+0 |
| Mar10 |
090616 |
8369 |
8509 |
8369 |
8369 |
-140 |
|
|
|
| Total Volume and Open Interest |
4,319 |
27,896 |
+782 |
| S & P 500(CME) |
| Jun09 |
090616 |
927.00 |
928.20 |
911.00 |
912.00 |
-11.60 |
73,138 |
248,062 |
-33,185 |
| Sep09 |
090616 |
919.80 |
924.80 |
906.70 |
907.80 |
-11.60 |
82,463 |
258,135 |
+41,062 |
| Dec09 |
090616 |
903.70 |
921.20 |
903.20 |
903.70 |
-11.50 |
101 |
6,350 |
+103 |
| Mar10 |
090616 |
900.50 |
918.00 |
900.00 |
900.50 |
-11.50 |
0 |
3,185 |
+10 |
| Total Volume and Open Interest |
155,702 |
516,234 |
+7,990 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090616 |
923.75 |
928.75 |
910.75 |
912.00 |
-11.50 |
761,323 |
1,681,701 |
-233,047 |
| Sep09 |
090616 |
919.75 |
924.75 |
906.50 |
907.75 |
-11.75 |
1,690,111 |
1,450,895 |
+286,783 |
| Total Volume and Open Interest |
2,451,874 |
3,134,697 |
+54,158 |
| NASDAQ 100(CME) |
| Jun09 |
090616 |
1465.00 |
1468.50 |
1444.00 |
1445.80 |
-12.70 |
2,901 |
24,565 |
-743 |
| Sep09 |
090616 |
1457.30 |
1469.00 |
1441.00 |
1444.30 |
-13.00 |
2,141 |
3,743 |
+594 |
| Dec09 |
090616 |
1447.30 |
1449.30 |
1447.30 |
1447.30 |
-13.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
5,042 |
28,311 |
-149 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090616 |
1459.30 |
1469.50 |
1442.50 |
1445.80 |
-12.70 |
94,492 |
217,139 |
-22,038 |
| Sep09 |
090616 |
1456.80 |
1468.30 |
1441.30 |
1444.30 |
-13.00 |
252,653 |
109,889 |
+32,373 |
| Total Volume and Open Interest |
347,146 |
327,046 |
+10,335 |
| S & P Midcap 400(CME) |
| Jun09 |
090616 |
571.60 |
587.00 |
571.60 |
571.60 |
-11.70 |
257 |
3,938 |
-140 |
| Sep09 |
090616 |
585.00 |
585.00 |
569.70 |
569.70 |
-11.60 |
264 |
1,162 |
+230 |
| Dec09 |
090616 |
567.70 |
568.30 |
567.70 |
567.70 |
-11.60 |
|
|
|
| Total Volume and Open Interest |
521 |
5,100 |
+90 |
| Russell 2000(CME) |
| Jun09 |
090615 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,564 |
-177 |
| Sep09 |
090616 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,737 |
+202 |
| Dec09 |
090616 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,275 |
+8 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090616 |
9820 |
9920 |
9755 |
9775 |
-270 |
106,104 |
143,100 |
+8,374 |
| Dec09 |
090616 |
9885 |
9885 |
9740 |
9740 |
-265 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
106,161 |
145,821 |
-821 |
| Nikkei 225(SGX) |
| Sep09 |
090616 |
9820 |
9920 |
9755 |
9775 |
-270 |
106,104 |
143,100 |
+8,374 |
| Dec09 |
090616 |
9885 |
9885 |
9740 |
9740 |
-265 |
0 |
777 |
+0 |
| Mar10 |
090616 |
9755 |
9755 |
9755 |
9755 |
-270 |
24 |
75 |
+0 |
| Total Volume and Open Interest |
106,161 |
145,821 |
-821 |
| CAC 40(EURONEXT) |
| Jun09 |
090616 |
3218.5 |
3249.0 |
3194.0 |
3215.5 |
-3.5 |
99,601 |
433,876 |
-25,657 |
| Jul09 |
090616 |
3219.0 |
3245.0 |
3192.5 |
3212.5 |
-2.5 |
4,311 |
18,593 |
+4,226 |
| Aug09 |
090616 |
3221.0 |
3242.5 |
3199.5 |
3212.5 |
-2.5 |
3 |
169 |
-2 |
| Total Volume and Open Interest |
111,245 |
464,360 |
-15,177 |
| Hang Seng Index(HKFE) |
| Jun09 |
090616 |
18243 |
18250 |
17763 |
18037 |
-383 |
80,462 |
83,926 |
-1,963 |
| Jul09 |
090616 |
18090 |
18235 |
17760 |
18037 |
-383 |
967 |
2,740 |
+423 |
| Total Volume and Open Interest |
81,556 |
89,072 |
-1,534 |
| DAX(EUREX) |
| Jun09 |
090616 |
4890.0 |
4934.5 |
4844.0 |
4900.5 |
+2.0 |
107,499 |
148,588 |
-5,892 |
| Sep09 |
090616 |
4893.5 |
4939.0 |
4850.0 |
4906.5 |
+2.5 |
8,467 |
20,822 |
+2,879 |
| Dec09 |
090616 |
4905.0 |
4945.5 |
4857.5 |
4912.5 |
+2.0 |
2,589 |
5,628 |
+931 |
| Total Volume and Open Interest |
118,555 |
175,038 |
-2,082 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090616 |
4335.00 |
4372.00 |
4281.00 |
4331.50 |
+2.50 |
132,314 |
641,392 |
-42,763 |
| Sep09 |
090616 |
4310.00 |
4340.50 |
4251.50 |
4301.50 |
+3.50 |
64,159 |
110,432 |
+58,799 |
| Dec09 |
090616 |
4289.00 |
4300.50 |
4248.00 |
4272.00 |
+3.50 |
27 |
3,822 |
+23 |
| Total Volume and Open Interest |
196,500 |
755,646 |
+16,059 |
| SPI 200(SFE) |
| Jun09 |
090616 |
4022.0 |
4023.0 |
3945.0 |
3962.0 |
-69.0 |
121,319 |
298,423 |
+501 |
| Sep09 |
090616 |
4004.0 |
4004.0 |
3924.0 |
3941.0 |
-72.0 |
83,773 |
97,828 |
+78,303 |
| Dec09 |
090616 |
3948.0 |
3948.0 |
3948.0 |
3948.0 |
-72.0 |
158 |
3,696 |
+71 |
| Total Volume and Open Interest |
205,250 |
403,399 |
+78,875 |
| GSCI(CME) |
| Jul09 |
090616 |
473.20 |
475.50 |
460.50 |
463.20 |
unch |
459 |
15,371 |
+328 |
| Aug09 |
090616 |
479.00 |
480.00 |
465.00 |
467.50 |
unch |
2 |
0 |
+0 |
| Sep09 |
090616 |
482.00 |
483.00 |
469.50 |
472.00 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
815 |
17,116 |
|
| 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. |
|
|