|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon June 22, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul09 |
090622 |
1184.00 |
1184.50 |
1150.50 |
1151.50 |
-27.50 |
57,248 |
85,443 |
-4,897 |
Aug09 |
090622 |
1121.50 |
1122.50 |
1088.75 |
1090.00 |
-30.00 |
17,731 |
56,185 |
+2,842 |
Sep09 |
090622 |
1050.00 |
1051.00 |
1017.25 |
1023.00 |
-27.50 |
5,574 |
17,124 |
+487 |
Nov09 |
090622 |
1008.00 |
1009.25 |
970.75 |
981.00 |
-25.00 |
38,394 |
221,650 |
+2,740 |
Jan10 |
090622 |
1013.00 |
1013.00 |
978.25 |
988.50 |
-24.50 |
2,890 |
24,451 |
+468 |
Mar10 |
090622 |
1005.25 |
1010.00 |
979.00 |
985.25 |
-25.25 |
1,584 |
17,531 |
-291 |
May10 |
090622 |
989.00 |
1004.00 |
972.00 |
973.00 |
-26.00 |
1,173 |
8,652 |
+164 |
Total Volume and Open Interest |
129,280 |
460,102 |
+2,452 |
Soybean Meal(CBOT) |
Jul09 |
090622 |
390.60 |
392.40 |
375.70 |
377.00 |
-13.00 |
23,503 |
45,141 |
-5,540 |
Aug09 |
090622 |
363.50 |
364.60 |
351.10 |
352.30 |
-11.90 |
8,856 |
25,874 |
+292 |
Sep09 |
090622 |
338.10 |
338.10 |
325.00 |
327.00 |
-11.00 |
4,193 |
20,482 |
+301 |
Oct09 |
090622 |
316.00 |
316.00 |
303.80 |
306.50 |
-9.50 |
1,947 |
17,294 |
+147 |
Dec09 |
090622 |
309.00 |
309.30 |
297.10 |
301.00 |
-7.50 |
11,564 |
64,834 |
+2,167 |
Jan10 |
090622 |
300.70 |
305.70 |
294.80 |
297.50 |
-8.20 |
330 |
4,873 |
-1 |
Mar10 |
090622 |
293.80 |
302.50 |
291.60 |
293.80 |
-8.70 |
436 |
4,227 |
+9 |
May10 |
090622 |
288.00 |
292.50 |
286.50 |
288.30 |
-8.70 |
325 |
5,510 |
-23 |
Total Volume and Open Interest |
51,983 |
192,529 |
-2,557 |
Soybean Oil(CBOT) |
Jul09 |
090622 |
36.66 |
36.75 |
35.68 |
35.93 |
-0.60 |
38,890 |
54,759 |
-1,931 |
Aug09 |
090622 |
36.70 |
36.91 |
35.83 |
36.07 |
-0.61 |
12,475 |
36,370 |
-53 |
Sep09 |
090622 |
36.90 |
36.96 |
36.00 |
36.23 |
-0.61 |
6,869 |
28,777 |
-45 |
Oct09 |
090622 |
37.03 |
37.03 |
36.18 |
36.37 |
-0.64 |
1,752 |
14,801 |
-106 |
Dec09 |
090622 |
37.40 |
37.60 |
36.51 |
36.73 |
-0.65 |
18,463 |
92,037 |
+3,593 |
Jan10 |
090622 |
37.36 |
37.36 |
36.81 |
37.04 |
-0.63 |
437 |
7,475 |
+84 |
Mar10 |
090622 |
37.64 |
37.64 |
37.09 |
37.28 |
-0.59 |
149 |
3,114 |
+111 |
May10 |
090622 |
37.40 |
37.41 |
37.20 |
37.41 |
-0.56 |
51 |
3,782 |
+7 |
Total Volume and Open Interest |
79,299 |
249,977 |
+1,551 |
Canola(WCE) |
Jul09 |
090622 |
457.6 |
463.7 |
457.5 |
458.1 |
-8.7 |
2,604 |
18,094 |
-1,741 |
Nov09 |
090622 |
460.0 |
462.4 |
451.1 |
454.1 |
-8.7 |
8,141 |
82,594 |
+2,115 |
Jan10 |
090622 |
460.0 |
460.8 |
453.3 |
458.8 |
-9.2 |
165 |
8,823 |
+40 |
Mar10 |
090622 |
466.5 |
466.5 |
463.1 |
463.1 |
-8.0 |
6 |
1,462 |
+6 |
May10 |
090622 |
474.9 |
474.9 |
464.2 |
464.2 |
-8.0 |
0 |
496 |
+2 |
Total Volume and Open Interest |
10,916 |
112,066 |
+422 |
Corn(CBOT) |
Jul09 |
090622 |
396.00 |
399.00 |
380.00 |
385.25 |
-14.00 |
75,335 |
182,882 |
-9,224 |
Sep09 |
090622 |
407.75 |
407.75 |
388.25 |
393.50 |
-13.75 |
26,939 |
245,212 |
+2,863 |
Dec09 |
090622 |
421.00 |
421.00 |
400.00 |
405.50 |
-14.00 |
70,452 |
355,175 |
+1,889 |
Mar10 |
090622 |
431.00 |
432.00 |
412.50 |
417.00 |
-14.00 |
4,358 |
59,438 |
+388 |
May10 |
090622 |
439.00 |
439.00 |
421.00 |
425.00 |
-14.50 |
1,989 |
11,719 |
+647 |
Jul10 |
090622 |
446.25 |
446.25 |
430.00 |
432.50 |
-15.50 |
3,767 |
35,670 |
+35 |
Total Volume and Open Interest |
189,439 |
957,775 |
-1,944 |
Wheat(CBOT) |
Jul09 |
090622 |
555.00 |
555.50 |
542.00 |
546.00 |
-9.25 |
31,956 |
68,205 |
-5,174 |
Sep09 |
090622 |
584.25 |
584.50 |
571.00 |
575.00 |
-9.50 |
18,138 |
126,249 |
+1,467 |
Dec09 |
090622 |
611.25 |
611.25 |
597.25 |
601.50 |
-9.25 |
12,138 |
85,811 |
+1,075 |
Mar10 |
090622 |
623.50 |
624.00 |
614.50 |
618.50 |
-8.75 |
1,112 |
10,551 |
+282 |
May10 |
090622 |
632.00 |
638.25 |
626.75 |
630.25 |
-8.00 |
66 |
1,119 |
+26 |
Total Volume and Open Interest |
64,720 |
334,473 |
-2,103 |
Wheat(KCBT) |
Jul09 |
090622 |
614.25 |
614.25 |
600.25 |
604.00 |
-10.75 |
5,540 |
23,545 |
-1,286 |
Sep09 |
090622 |
622.75 |
624.25 |
613.00 |
614.00 |
-11.25 |
3,130 |
29,691 |
+337 |
Dec09 |
090622 |
638.25 |
639.00 |
629.00 |
629.75 |
-11.00 |
3,207 |
28,978 |
-770 |
Mar10 |
090622 |
650.00 |
650.00 |
644.75 |
645.00 |
-11.00 |
358 |
2,524 |
+154 |
May10 |
090622 |
655.00 |
656.50 |
651.00 |
651.00 |
-11.00 |
1 |
462 |
-1 |
Total Volume and Open Interest |
12,417 |
95,760 |
-1,538 |
Wheat(MGE) |
Jul09 |
090622 |
695.50 |
695.50 |
687.50 |
693.50 |
-5.50 |
2,393 |
4,735 |
-168 |
Sep09 |
090622 |
695.75 |
695.75 |
684.75 |
689.75 |
-6.00 |
2,951 |
12,561 |
+496 |
Dec09 |
090622 |
707.00 |
708.00 |
697.00 |
701.50 |
-6.25 |
1,778 |
9,125 |
+801 |
Mar10 |
090622 |
710.00 |
716.25 |
708.50 |
713.25 |
-6.25 |
420 |
2,411 |
+169 |
May10 |
090622 |
715.75 |
722.00 |
715.00 |
719.00 |
-6.75 |
96 |
590 |
-16 |
Total Volume and Open Interest |
7,799 |
34,899 |
+1,273 |
Oats(CBOT) |
Jul09 |
090622 |
212.00 |
212.00 |
197.50 |
203.50 |
-8.50 |
376 |
2,691 |
-180 |
Sep09 |
090622 |
221.50 |
221.50 |
207.75 |
213.00 |
-8.50 |
133 |
2,483 |
+12 |
Dec09 |
090622 |
232.00 |
233.50 |
221.00 |
226.50 |
-8.50 |
459 |
7,364 |
+153 |
Mar10 |
090622 |
235.00 |
248.00 |
234.00 |
239.50 |
-8.50 |
0 |
145 |
+0 |
Total Volume and Open Interest |
968 |
12,684 |
-15 |
Rough Rice(CBOT) |
Jul09 |
090622 |
12.19 |
12.26 |
12.11 |
12.15 |
-0.15 |
243 |
1,588 |
-50 |
Sep09 |
090622 |
12.29 |
12.30 |
12.15 |
12.17 |
-0.22 |
438 |
4,360 |
+133 |
Nov09 |
090622 |
12.32 |
12.45 |
12.21 |
12.21 |
-0.24 |
104 |
1,976 |
+15 |
Jan10 |
090622 |
12.44 |
12.65 |
12.44 |
12.44 |
-0.21 |
3 |
262 |
+3 |
Total Volume and Open Interest |
800 |
8,584 |
+110 |
Live Cattle(CME) |
Jun09 |
090622 |
81.100 |
81.500 |
81.050 |
81.475 |
+0.545 |
1,422 |
6,738 |
-613 |
Aug09 |
090622 |
82.300 |
82.900 |
82.150 |
82.850 |
+0.715 |
8,959 |
108,550 |
+227 |
Oct09 |
090622 |
87.750 |
88.550 |
87.650 |
88.535 |
+0.785 |
5,472 |
55,898 |
+1,142 |
Dec09 |
090622 |
89.135 |
89.250 |
88.480 |
89.050 |
+0.165 |
2,780 |
25,873 |
+440 |
Feb10 |
090622 |
90.400 |
90.430 |
89.350 |
89.550 |
-0.550 |
2,252 |
10,088 |
-673 |
Apr10 |
090622 |
91.550 |
91.550 |
90.550 |
91.080 |
-0.370 |
1,249 |
4,551 |
+672 |
Total Volume and Open Interest |
22,282 |
213,421 |
+1,301 |
Feeder Cattle(CME) |
Aug09 |
090622 |
98.250 |
99.050 |
98.150 |
98.930 |
+0.830 |
1,398 |
14,891 |
-273 |
Sep09 |
090622 |
98.250 |
99.050 |
98.250 |
98.885 |
+0.635 |
389 |
2,144 |
+67 |
Oct09 |
090622 |
98.250 |
99.100 |
98.250 |
99.050 |
+0.650 |
488 |
4,536 |
+126 |
Nov09 |
090622 |
98.750 |
99.400 |
98.600 |
99.300 |
+0.700 |
217 |
1,048 |
+129 |
Jan10 |
090622 |
98.000 |
98.635 |
98.000 |
98.400 |
+0.700 |
2 |
342 |
+0 |
Mar10 |
090622 |
97.500 |
97.500 |
97.300 |
97.300 |
+0.050 |
0 |
48 |
+0 |
Apr10 |
090622 |
96.900 |
96.900 |
96.900 |
96.900 |
unch |
0 |
20 |
+0 |
Total Volume and Open Interest |
2,494 |
23,033 |
+49 |
Lean Hogs(CME) |
Jul09 |
090622 |
61.430 |
61.600 |
59.950 |
60.450 |
-0.980 |
7,886 |
17,542 |
-1,110 |
Aug09 |
090622 |
61.500 |
61.600 |
60.285 |
60.850 |
-0.950 |
9,192 |
62,300 |
+1,267 |
Oct09 |
090622 |
57.900 |
57.900 |
56.350 |
56.880 |
-1.070 |
3,008 |
27,368 |
-395 |
Dec09 |
090622 |
59.830 |
59.830 |
58.200 |
58.680 |
-1.250 |
1,294 |
18,301 |
-138 |
Feb10 |
090622 |
65.250 |
65.285 |
63.735 |
64.600 |
-0.850 |
476 |
4,022 |
+305 |
Apr10 |
090622 |
69.000 |
69.000 |
67.800 |
68.535 |
-0.465 |
63 |
1,718 |
+26 |
May10 |
090622 |
73.035 |
74.975 |
73.000 |
74.975 |
unch |
12 |
172 |
+12 |
Jun10 |
090622 |
75.785 |
76.450 |
75.600 |
76.450 |
-0.130 |
65 |
922 |
+48 |
Total Volume and Open Interest |
22,052 |
132,814 |
+61 |
Pork Bellies(CME) |
Jul09 |
090622 |
61.330 |
62.735 |
60.750 |
61.900 |
+1.750 |
51 |
320 |
-5 |
Aug09 |
090622 |
62.200 |
63.500 |
60.900 |
62.700 |
+1.900 |
60 |
392 |
+17 |
Feb10 |
090622 |
90.000 |
90.300 |
90.000 |
90.300 |
unch |
7 |
106 |
+5 |
Mar10 |
090622 |
89.400 |
90.000 |
89.400 |
89.400 |
unch |
0 |
41 |
+0 |
May10 |
090622 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
Total Volume and Open Interest |
118 |
859 |
+17 |
Class III Milk(CME) |
Jun09 |
090622 |
9.95 |
9.99 |
9.93 |
9.94 |
+0.01 |
198 |
5,151 |
+91 |
Jul09 |
090622 |
10.03 |
10.07 |
10.02 |
10.05 |
+0.04 |
267 |
4,137 |
+131 |
Aug09 |
090622 |
10.60 |
10.70 |
10.55 |
10.62 |
+0.07 |
159 |
3,808 |
+5 |
Sep09 |
090622 |
11.52 |
11.60 |
11.40 |
11.47 |
-0.03 |
381 |
3,401 |
+50 |
Oct09 |
090622 |
12.40 |
12.58 |
12.31 |
12.42 |
-0.03 |
105 |
3,058 |
+9 |
Total Volume and Open Interest |
1,634 |
28,477 |
+456 |
Cocoa(ICE) |
Jul09 |
090622 |
2481 |
2481 |
2453 |
2453 |
-52 |
130 |
507 |
-96 |
Sep09 |
090622 |
2510 |
2510 |
2475 |
2480 |
-40 |
4,588 |
57,193 |
-642 |
Dec09 |
090622 |
2527 |
2527 |
2499 |
2503 |
-39 |
626 |
26,991 |
-73 |
Mar10 |
090622 |
2544 |
2544 |
2506 |
2510 |
-39 |
1,257 |
15,372 |
+756 |
May10 |
090622 |
2525 |
2535 |
2516 |
2518 |
-36 |
164 |
3,693 |
+129 |
Jul10 |
090622 |
2538 |
2538 |
2525 |
2525 |
-35 |
9 |
3,570 |
+0 |
Sep10 |
090622 |
2540 |
2540 |
2527 |
2527 |
-34 |
4 |
2,242 |
+4 |
Total Volume and Open Interest |
6,778 |
113,584 |
+78 |
Coffee "C"(ICE) |
Jul09 |
090622 |
116.95 |
117.90 |
116.35 |
117.70 |
+1.00 |
5,195 |
10,026 |
-2,872 |
Sep09 |
090622 |
119.70 |
120.90 |
119.20 |
120.45 |
+0.75 |
11,138 |
69,093 |
-491 |
Dec09 |
090622 |
122.40 |
123.55 |
122.00 |
123.20 |
+0.65 |
2,074 |
22,876 |
+21 |
Mar10 |
090622 |
124.50 |
126.15 |
124.50 |
125.90 |
+0.65 |
108 |
12,125 |
-12 |
May10 |
090622 |
127.15 |
128.10 |
126.75 |
127.85 |
+0.70 |
17 |
3,162 |
+1 |
Jul10 |
090622 |
129.60 |
129.60 |
129.60 |
129.60 |
+0.65 |
0 |
1,256 |
+0 |
Total Volume and Open Interest |
18,567 |
120,925 |
-3,384 |
Orange Juice(ICE) |
Jul09 |
090622 |
77.30 |
78.00 |
75.00 |
75.05 |
-2.25 |
1,055 |
7,331 |
-123 |
Sep09 |
090622 |
80.30 |
81.15 |
78.05 |
78.40 |
-2.00 |
1,709 |
17,791 |
+441 |
Nov09 |
090622 |
83.70 |
83.70 |
81.40 |
81.60 |
-2.10 |
463 |
4,333 |
+354 |
Jan10 |
090622 |
86.75 |
86.75 |
84.65 |
84.95 |
-2.05 |
59 |
927 |
+41 |
Mar10 |
090622 |
89.55 |
89.55 |
88.20 |
88.20 |
-2.10 |
31 |
759 |
+31 |
May10 |
090622 |
91.40 |
91.40 |
91.40 |
91.40 |
-2.15 |
1 |
87 |
+1 |
Total Volume and Open Interest |
3,318 |
31,459 |
+745 |
Sugar #11(ICE) |
Jul09 |
090622 |
14.99 |
15.10 |
14.77 |
15.07 |
+0.07 |
24,662 |
114,766 |
-9,844 |
Oct09 |
090622 |
16.04 |
16.28 |
15.77 |
16.24 |
+0.17 |
35,389 |
284,077 |
-137 |
Mar10 |
090622 |
16.98 |
17.24 |
16.78 |
17.20 |
+0.16 |
4,999 |
143,490 |
+188 |
May10 |
090622 |
16.60 |
17.02 |
16.57 |
16.96 |
+0.14 |
725 |
34,169 |
+24 |
Jul10 |
090622 |
16.45 |
16.70 |
16.41 |
16.69 |
+0.11 |
1,545 |
66,650 |
+141 |
Total Volume and Open Interest |
69,043 |
748,982 |
-9,620 |
Sugar #14(ICE) |
Sep09 |
090622 |
22.45 |
22.50 |
22.45 |
22.49 |
+0.04 |
25 |
2,515 |
-25 |
Total Volume and Open Interest |
25 |
2,515 |
-25 |
London Cocoa(LCE) |
Jul09 |
090622 |
1563 |
1573 |
1550 |
1556 |
-14 |
2,178 |
47,584 |
-709 |
Sep09 |
090622 |
1596 |
1601 |
1578 |
1584 |
-17 |
2,924 |
41,129 |
-261 |
Dec09 |
090622 |
1600 |
1605 |
1580 |
1586 |
-21 |
1,121 |
29,782 |
+453 |
Mar10 |
090622 |
1597 |
1598 |
1580 |
1586 |
-17 |
808 |
26,425 |
+267 |
May10 |
090622 |
1596 |
1600 |
1585 |
1590 |
-11 |
147 |
14,033 |
-105 |
Jul10 |
090622 |
1589 |
1596 |
1585 |
1590 |
-11 |
0 |
4,303 |
+0 |
Sep10 |
090622 |
1593 |
1593 |
1579 |
1586 |
-13 |
0 |
2,453 |
+0 |
Total Volume and Open Interest |
7,178 |
168,747 |
-355 |
London Coffee(LCE) |
London Sugar(LCE) |
Aug09 |
090622 |
426.00 |
426.00 |
421.00 |
422.90 |
-3.20 |
2,666 |
31,858 |
-631 |
Oct09 |
090622 |
436.00 |
436.00 |
431.20 |
434.60 |
-2.30 |
1,710 |
29,680 |
+94 |
Dec09 |
090622 |
440.50 |
442.90 |
439.10 |
442.90 |
-1.20 |
26 |
8,403 |
+17 |
Mar10 |
090622 |
446.70 |
449.60 |
446.70 |
449.60 |
-1.50 |
29 |
8,765 |
-12 |
May10 |
090622 |
447.80 |
447.80 |
447.80 |
447.80 |
-0.90 |
5 |
1,396 |
+1 |
Total Volume and Open Interest |
4,524 |
82,378 |
-508 |
Cotton(ICE) |
Jul09 |
090622 |
51.58 |
51.80 |
50.15 |
50.51 |
-1.05 |
4,633 |
8,681 |
-3,783 |
Oct09 |
090622 |
54.30 |
54.59 |
52.91 |
53.41 |
-0.84 |
988 |
2,596 |
+375 |
Dec09 |
090622 |
56.32 |
56.65 |
54.77 |
55.49 |
-0.89 |
9,738 |
86,538 |
+1,785 |
Mar10 |
090622 |
59.00 |
59.00 |
57.40 |
58.09 |
-0.91 |
199 |
10,662 |
-8 |
May10 |
090622 |
59.07 |
59.39 |
58.75 |
59.39 |
-0.83 |
37 |
648 |
+33 |
Jul10 |
090622 |
61.06 |
61.06 |
60.00 |
60.64 |
-0.83 |
5 |
1,738 |
+0 |
Total Volume and Open Interest |
15,621 |
112,947 |
-1,593 |
Lumber(CME) |
Jul09 |
090622 |
215.3 |
216.0 |
209.2 |
210.9 |
-3.7 |
325 |
1,924 |
-72 |
Sep09 |
090622 |
232.8 |
234.6 |
229.2 |
232.8 |
-0.2 |
419 |
5,418 |
+42 |
Nov09 |
090622 |
225.8 |
227.2 |
222.6 |
227.2 |
-0.7 |
60 |
1,102 |
+6 |
Jan10 |
090622 |
241.0 |
244.9 |
238.0 |
244.9 |
-1.7 |
68 |
676 |
+6 |
Total Volume and Open Interest |
873 |
9,166 |
-18 |
Crude Oil(NYM) |
Jul09 |
090622 |
69.89 |
69.89 |
66.25 |
66.93 |
-2.62 |
178,851 |
53,282 |
-22,375 |
Aug09 |
090622 |
70.20 |
70.30 |
66.67 |
67.50 |
-2.52 |
150,454 |
268,886 |
+2,397 |
Sep09 |
090622 |
71.00 |
71.17 |
67.55 |
68.32 |
-2.56 |
44,965 |
128,422 |
-3,805 |
Oct09 |
090622 |
71.60 |
71.60 |
68.33 |
69.07 |
-2.57 |
12,659 |
45,925 |
+1,146 |
Nov09 |
090622 |
72.00 |
72.00 |
69.10 |
69.77 |
-2.56 |
6,405 |
27,166 |
+346 |
Dec09 |
090622 |
72.96 |
72.96 |
69.69 |
70.37 |
-2.52 |
27,721 |
152,887 |
+2,146 |
Jan10 |
090622 |
71.51 |
71.73 |
70.31 |
70.83 |
-2.49 |
1,434 |
26,307 |
+323 |
Feb10 |
090622 |
71.05 |
71.24 |
70.77 |
71.24 |
-2.44 |
910 |
19,021 |
+50 |
Mar10 |
090622 |
72.45 |
72.50 |
71.31 |
71.64 |
-2.40 |
1,393 |
17,868 |
+88 |
Apr10 |
090622 |
72.83 |
72.83 |
71.63 |
72.06 |
-2.35 |
882 |
9,153 |
+204 |
May10 |
090622 |
73.61 |
73.61 |
72.19 |
72.48 |
-2.31 |
574 |
9,116 |
+32 |
Jun10 |
090622 |
74.00 |
74.30 |
72.43 |
72.90 |
-2.27 |
5,334 |
43,982 |
-676 |
Jul10 |
090622 |
74.48 |
74.48 |
72.72 |
73.27 |
-2.23 |
3,888 |
37,689 |
-278 |
Aug10 |
090622 |
73.33 |
73.60 |
73.33 |
73.60 |
-2.20 |
2,244 |
5,404 |
-196 |
Sep10 |
090622 |
73.93 |
73.93 |
73.93 |
73.93 |
-2.17 |
2,646 |
8,367 |
-499 |
Oct10 |
090622 |
74.27 |
74.27 |
74.27 |
74.27 |
-2.13 |
1,022 |
4,816 |
+375 |
Total Volume and Open Interest |
455,568 |
1,164,861 |
-20,113 |
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 |
090622 |
70.150 |
70.325 |
66.675 |
67.500 |
-2.525 |
3,478 |
1,801 |
+243 |
Sep09 |
090622 |
71.250 |
71.250 |
67.550 |
68.325 |
-2.550 |
125 |
272 |
+37 |
Oct09 |
090622 |
71.275 |
71.275 |
68.800 |
69.075 |
-2.575 |
41 |
105 |
+40 |
Nov09 |
090622 |
69.775 |
69.775 |
69.775 |
69.775 |
-2.550 |
0 |
22 |
+0 |
Dec09 |
090622 |
71.725 |
71.725 |
70.100 |
70.375 |
-2.525 |
7 |
104 |
-1 |
Jan10 |
090622 |
72.375 |
72.375 |
70.825 |
70.825 |
-2.500 |
|
|
|
Feb10 |
090622 |
71.250 |
71.250 |
71.250 |
71.250 |
-2.425 |
|
|
|
Mar10 |
090622 |
71.650 |
71.650 |
71.650 |
71.650 |
-2.400 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12,518 |
5,799 |
-9 |
Heating Oil(NYM) |
Jul09 |
090622 |
179.25 |
180.58 |
171.32 |
172.75 |
-5.92 |
36,402 |
37,682 |
-2,627 |
Aug09 |
090622 |
182.69 |
184.17 |
175.29 |
176.83 |
-5.80 |
17,021 |
50,622 |
+2,145 |
Sep09 |
090622 |
186.28 |
187.18 |
179.48 |
180.99 |
-5.66 |
7,729 |
33,873 |
-428 |
Oct09 |
090622 |
190.18 |
190.18 |
183.45 |
184.77 |
-5.58 |
3,608 |
23,354 |
+480 |
Nov09 |
090622 |
190.51 |
190.51 |
186.62 |
187.83 |
-5.52 |
2,500 |
14,626 |
-361 |
Dec09 |
090622 |
196.00 |
196.00 |
189.53 |
190.80 |
-5.43 |
4,365 |
33,563 |
+69 |
Jan10 |
090622 |
195.12 |
195.64 |
192.54 |
193.80 |
-5.33 |
1,261 |
14,987 |
+20 |
Feb10 |
090622 |
196.23 |
196.23 |
194.50 |
195.75 |
-5.18 |
569 |
9,495 |
+87 |
Mar10 |
090622 |
197.20 |
197.20 |
195.80 |
196.70 |
-5.03 |
294 |
6,918 |
-17 |
Apr10 |
090622 |
196.22 |
197.30 |
195.88 |
196.90 |
-4.98 |
602 |
5,411 |
+219 |
May10 |
090622 |
196.85 |
197.75 |
196.85 |
197.50 |
-4.93 |
415 |
5,761 |
+64 |
Jun10 |
090622 |
200.18 |
200.18 |
197.00 |
198.35 |
-4.83 |
915 |
15,166 |
-269 |
Total Volume and Open Interest |
77,438 |
289,254 |
-238 |
Gasoline(NYMEX) |
Jul09 |
090622 |
192.40 |
193.84 |
182.67 |
185.97 |
-6.47 |
32,454 |
45,081 |
-1,372 |
Aug09 |
090622 |
191.72 |
192.60 |
182.50 |
185.55 |
-6.17 |
20,898 |
70,701 |
+1,243 |
Sep09 |
090622 |
190.20 |
190.43 |
182.09 |
184.86 |
-5.81 |
9,828 |
43,654 |
+404 |
Oct09 |
090622 |
180.52 |
180.52 |
171.63 |
174.32 |
-5.38 |
4,879 |
21,281 |
+786 |
Nov09 |
090622 |
174.55 |
174.55 |
170.50 |
173.00 |
-5.32 |
3,287 |
9,732 |
+676 |
Dec09 |
090622 |
176.00 |
176.70 |
171.41 |
173.58 |
-5.34 |
3,489 |
12,990 |
+431 |
Jan10 |
090622 |
174.93 |
175.83 |
174.90 |
175.83 |
-5.29 |
1,758 |
4,662 |
+262 |
Feb10 |
090622 |
178.33 |
178.33 |
178.33 |
178.33 |
-5.19 |
593 |
2,093 |
+95 |
Mar10 |
090622 |
180.71 |
181.13 |
180.71 |
181.13 |
-5.09 |
758 |
2,739 |
+591 |
Apr10 |
090622 |
193.95 |
194.98 |
193.95 |
194.98 |
-5.04 |
100 |
2,751 |
+65 |
Total Volume and Open Interest |
78,541 |
224,163 |
+3,392 |
e-miNY RBOB Gasoline(NYM) |
Jul09 |
090622 |
1.92 |
1.92 |
1.92 |
1.86 |
-0.06 |
0 |
1 |
+0 |
Aug09 |
090622 |
185.55 |
185.55 |
185.55 |
185.55 |
-6.17 |
|
|
|
Sep09 |
090622 |
184.86 |
184.86 |
184.86 |
184.86 |
-5.81 |
|
|
|
Oct09 |
090622 |
174.32 |
174.32 |
174.32 |
174.32 |
-5.38 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Jul09 |
090622 |
4.040 |
4.105 |
3.860 |
3.933 |
-0.099 |
101,294 |
58,608 |
-1,667 |
Aug09 |
090622 |
4.193 |
4.245 |
3.996 |
4.071 |
-0.122 |
45,558 |
101,187 |
+2,395 |
Sep09 |
090622 |
4.300 |
4.355 |
4.114 |
4.187 |
-0.130 |
15,597 |
86,625 |
+1,394 |
Oct09 |
090622 |
4.489 |
4.550 |
4.311 |
4.381 |
-0.133 |
15,685 |
74,776 |
-1,646 |
Nov09 |
090622 |
5.155 |
5.155 |
4.955 |
5.016 |
-0.135 |
4,760 |
32,142 |
-70 |
Dec09 |
090622 |
5.815 |
5.815 |
5.618 |
5.666 |
-0.146 |
3,899 |
42,490 |
+385 |
Jan10 |
090622 |
6.110 |
6.110 |
5.909 |
5.963 |
-0.146 |
5,585 |
35,514 |
-287 |
Feb10 |
090622 |
6.078 |
6.095 |
5.938 |
5.993 |
-0.143 |
996 |
19,171 |
-252 |
Mar10 |
090622 |
6.039 |
6.039 |
5.875 |
5.928 |
-0.141 |
1,880 |
37,211 |
+60 |
Apr10 |
090622 |
5.946 |
5.946 |
5.755 |
5.803 |
-0.136 |
1,782 |
35,232 |
-166 |
May10 |
090622 |
5.950 |
5.950 |
5.800 |
5.846 |
-0.133 |
156 |
15,255 |
+3 |
Jun10 |
090622 |
6.000 |
6.030 |
5.899 |
5.941 |
-0.133 |
122 |
8,819 |
-45 |
Jul10 |
090622 |
6.007 |
6.052 |
6.007 |
6.051 |
-0.133 |
395 |
7,963 |
-77 |
Aug10 |
090622 |
6.111 |
6.138 |
6.095 |
6.138 |
-0.133 |
254 |
9,492 |
-136 |
Sep10 |
090622 |
6.326 |
6.326 |
6.160 |
6.198 |
-0.128 |
74 |
6,803 |
+7 |
Oct10 |
090622 |
6.377 |
6.390 |
6.270 |
6.311 |
-0.125 |
716 |
16,271 |
+133 |
Total Volume and Open Interest |
199,260 |
716,962 |
-125 |
Brent Crude Oil(ICE) |
Aug09 |
090622 |
69.47 |
69.62 |
66.12 |
66.98 |
-2.21 |
101,337 |
172,433 |
-3,581 |
Sep09 |
090622 |
69.88 |
70.32 |
66.81 |
67.67 |
-2.25 |
35,006 |
110,151 |
-3,508 |
Oct09 |
090622 |
70.74 |
70.93 |
67.52 |
68.36 |
-2.26 |
17,275 |
56,902 |
+558 |
Nov09 |
090622 |
71.09 |
71.61 |
68.31 |
69.10 |
-2.28 |
9,045 |
24,668 |
+1,828 |
Dec09 |
090622 |
71.78 |
72.26 |
69.00 |
69.79 |
-2.28 |
16,035 |
89,355 |
+3,506 |
Jan10 |
090622 |
71.61 |
71.84 |
70.18 |
70.36 |
-2.27 |
3,742 |
22,878 |
-354 |
Feb10 |
090622 |
72.12 |
72.32 |
70.87 |
70.87 |
-2.24 |
1,857 |
15,384 |
+925 |
Mar10 |
090622 |
72.61 |
72.80 |
71.35 |
71.37 |
-2.22 |
1,634 |
8,860 |
-247 |
Apr10 |
090622 |
73.28 |
73.28 |
71.86 |
71.86 |
-2.21 |
1,873 |
5,473 |
+289 |
May10 |
090622 |
72.34 |
72.34 |
72.34 |
72.34 |
-2.17 |
1,532 |
4,812 |
+347 |
Jun10 |
090622 |
75.00 |
75.00 |
72.32 |
72.79 |
-2.12 |
1,694 |
30,046 |
+304 |
Jul10 |
090622 |
73.19 |
73.19 |
73.19 |
73.19 |
-2.09 |
145 |
8,762 |
-74 |
Aug10 |
090622 |
73.54 |
73.54 |
73.54 |
73.54 |
-2.06 |
51 |
5,906 |
-26 |
Sep10 |
090622 |
75.00 |
75.00 |
73.90 |
73.90 |
-2.00 |
43 |
2,398 |
-20 |
Total Volume and Open Interest |
195,442 |
698,538 |
-1,088 |
Gas Oil(ICE) |
Jul09 |
090622 |
568.25 |
568.25 |
544.75 |
548.00 |
-35.25 |
37,607 |
110,250 |
-2,969 |
Aug09 |
090622 |
583.00 |
583.00 |
555.75 |
559.00 |
-35.50 |
30,182 |
73,981 |
+2,698 |
Sep09 |
090622 |
585.75 |
589.00 |
567.00 |
570.25 |
-35.00 |
13,334 |
47,787 |
-1,149 |
Oct09 |
090622 |
595.25 |
599.00 |
577.50 |
580.50 |
-34.75 |
4,089 |
33,942 |
+281 |
Nov09 |
090622 |
605.00 |
607.50 |
587.75 |
590.25 |
-34.00 |
2,236 |
21,760 |
+323 |
Dec09 |
090622 |
613.25 |
616.75 |
596.25 |
598.75 |
-33.75 |
7,037 |
64,117 |
+880 |
Jan10 |
090622 |
624.75 |
624.75 |
606.50 |
608.00 |
-33.25 |
1,614 |
28,394 |
-18 |
Feb10 |
090622 |
617.50 |
617.50 |
615.50 |
615.50 |
-32.50 |
653 |
13,858 |
+285 |
Mar10 |
090622 |
621.75 |
621.75 |
621.75 |
621.75 |
-32.25 |
215 |
15,926 |
-165 |
Apr10 |
090622 |
628.00 |
628.00 |
628.00 |
628.00 |
-32.00 |
205 |
8,103 |
-162 |
Total Volume and Open Interest |
98,331 |
515,758 |
+244 |
Ethanol(CBOT) |
Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
Jul09 |
090622 |
1.680 |
1.680 |
1.670 |
1.680 |
-0.028 |
102 |
560 |
-30 |
Aug09 |
090622 |
1.670 |
1.670 |
1.660 |
1.668 |
-0.028 |
45 |
514 |
+25 |
Sep09 |
090622 |
1.660 |
1.660 |
1.640 |
1.656 |
-0.037 |
0 |
348 |
+0 |
Oct09 |
090622 |
1.660 |
1.660 |
1.640 |
1.654 |
-0.031 |
0 |
275 |
+0 |
Nov09 |
090622 |
1.650 |
1.650 |
1.632 |
1.650 |
-0.020 |
3 |
327 |
-7 |
Dec09 |
090622 |
1.650 |
1.655 |
1.640 |
1.650 |
-0.030 |
0 |
434 |
+0 |
Jan10 |
090622 |
1.640 |
1.665 |
1.640 |
1.655 |
-0.036 |
12 |
415 |
+5 |
Total Volume and Open Interest |
213 |
4,166 |
+8 |
US Dollar Index(ICE) |
Sep09 |
090622 |
80.620 |
81.300 |
80.620 |
81.140 |
+0.510 |
4,617 |
17,691 |
-297 |
Dec09 |
090622 |
81.520 |
81.575 |
81.510 |
81.510 |
+0.500 |
6 |
2,066 |
+6 |
Mar10 |
090622 |
81.710 |
81.710 |
81.710 |
81.710 |
+0.510 |
|
|
|
Total Volume and Open Interest |
4,623 |
19,757 |
-291 |
Australian Dollar(CME) |
Sep09 |
090622 |
80.00 |
80.10 |
77.50 |
78.36 |
-1.74 |
65,257 |
76,680 |
+3,857 |
Dec09 |
090622 |
78.75 |
79.60 |
77.34 |
77.86 |
-1.74 |
53 |
251 |
+10 |
Mar10 |
090622 |
77.35 |
79.09 |
77.35 |
77.35 |
-1.74 |
0 |
15 |
+0 |
Total Volume and Open Interest |
65,310 |
76,947 |
+3,867 |
British Pound(CME) |
Sep09 |
090622 |
164.98 |
165.13 |
163.17 |
163.42 |
-1.71 |
119,022 |
81,655 |
+1,028 |
Dec09 |
090622 |
164.52 |
165.09 |
163.17 |
163.38 |
-1.71 |
59 |
246 |
+1 |
Mar10 |
090622 |
163.39 |
165.10 |
163.39 |
163.39 |
-1.71 |
|
|
|
Total Volume and Open Interest |
119,081 |
81,903 |
+1,029 |
Canadian Dollar(CME) |
Sep09 |
090622 |
88.20 |
88.28 |
86.57 |
86.84 |
-1.35 |
60,417 |
72,636 |
+1,557 |
Dec09 |
090622 |
87.75 |
88.27 |
86.64 |
86.90 |
-1.36 |
116 |
2,036 |
-47 |
Mar10 |
090622 |
86.93 |
88.36 |
86.81 |
86.98 |
-1.38 |
0 |
470 |
+0 |
Jun10 |
090622 |
87.08 |
88.46 |
86.94 |
87.08 |
-1.38 |
11 |
95 |
+0 |
Total Volume and Open Interest |
60,544 |
75,371 |
+1,510 |
Japanese Yen(CME) |
Sep09 |
090622 |
103.99 |
104.58 |
103.93 |
104.37 |
+0.35 |
74,476 |
66,146 |
+1,199 |
Dec09 |
090622 |
104.36 |
104.70 |
104.16 |
104.52 |
+0.35 |
4 |
153 |
-3 |
Mar10 |
090622 |
104.78 |
104.78 |
104.43 |
104.78 |
+0.35 |
0 |
14 |
+0 |
Total Volume and Open Interest |
74,480 |
66,314 |
+1,196 |
Swiss Franc(CME) |
Sep09 |
090622 |
92.68 |
92.77 |
91.87 |
92.18 |
-0.54 |
55,131 |
31,429 |
-366 |
Dec09 |
090622 |
92.37 |
92.87 |
92.05 |
92.33 |
-0.54 |
4 |
39 |
+3 |
Mar10 |
090622 |
92.56 |
93.10 |
92.45 |
92.56 |
-0.54 |
|
|
|
Total Volume and Open Interest |
55,135 |
31,468 |
-363 |
EuroFX(CME) |
Sep09 |
090622 |
139.42 |
139.45 |
138.18 |
138.62 |
-0.86 |
202,615 |
110,102 |
+1,595 |
Dec09 |
090622 |
138.60 |
138.92 |
138.18 |
138.61 |
-0.86 |
56 |
425 |
+20 |
Mar10 |
090622 |
138.64 |
139.50 |
138.44 |
138.64 |
-0.86 |
4 |
324 |
+3 |
Total Volume and Open Interest |
202,675 |
110,854 |
+1,618 |
Mexican Peso(CME) |
Jul09 |
090622 |
747.8 |
748.0 |
747.8 |
747.8 |
-0.2 |
|
|
|
Aug09 |
090622 |
743.8 |
744.0 |
743.8 |
743.8 |
-0.2 |
|
|
|
Total Volume and Open Interest |
8,409 |
38,793 |
+311 |
30-Year T-Bonds(CBOT) |
Sep09 |
090622 |
114~310 |
116~130 |
114~235 |
116~115 |
+1~160 |
262,214 |
694,289 |
+1,675 |
Dec09 |
090622 |
115~000 |
115~010 |
113~170 |
115~010 |
+1~160 |
99 |
386 |
+40 |
Mar10 |
090622 |
114~045 |
114~045 |
112~205 |
114~045 |
+1~160 |
0 |
51 |
+0 |
Total Volume and Open Interest |
264,733 |
699,379 |
+1,626 |
10-Year T-Notes(CBOT) |
Sep09 |
090622 |
114~140 |
115~080 |
114~080 |
115~045 |
+0~245 |
922,654 |
1,074,891 |
+24,593 |
Dec09 |
090622 |
113~150 |
113~225 |
112~300 |
113~225 |
+0~245 |
4 |
14 |
+2 |
Mar10 |
090622 |
112~225 |
112~225 |
111~300 |
112~225 |
+0~245 |
|
|
|
Total Volume and Open Interest |
931,014 |
1,090,722 |
+19,820 |
5-Year T-Notes(CBOT) |
Sep09 |
090622 |
113~054 |
113~120 |
113~044 |
113~112 |
+0~059 |
478,051 |
799,826 |
+29,967 |
Dec09 |
090622 |
112~068 |
112~068 |
112~009 |
112~068 |
+0~059 |
0 |
500 |
+0 |
Mar10 |
090622 |
112~068 |
112~068 |
112~009 |
112~068 |
+0~059 |
|
|
|
Total Volume and Open Interest |
485,511 |
827,058 |
+29,810 |
2 Year T-Notes(CBOT) |
Sep09 |
090622 |
107~097 |
107~117 |
107~089 |
107~115 |
+0~024 |
258,189 |
520,665 |
+1,591 |
Dec09 |
090622 |
107~056 |
107~056 |
107~032 |
107~056 |
+0~024 |
|
|
|
Mar10 |
090622 |
107~056 |
107~056 |
107~032 |
107~056 |
+0~024 |
|
|
|
Total Volume and Open Interest |
259,962 |
523,730 |
+482 |
Eurodollars(CME) |
Sep09 |
090622 |
99.220 |
99.270 |
99.220 |
99.255 |
+0.040 |
422,300 |
1,077,371 |
+22,467 |
Dec09 |
090622 |
98.940 |
99.020 |
98.940 |
99.005 |
+0.070 |
385,735 |
886,961 |
-7,479 |
Mar10 |
090622 |
98.650 |
98.750 |
98.640 |
98.740 |
+0.110 |
413,647 |
730,096 |
-9,401 |
Jun10 |
090622 |
98.245 |
98.380 |
98.240 |
98.370 |
+0.145 |
345,595 |
537,615 |
-5,305 |
Sep10 |
090622 |
97.830 |
98.000 |
97.830 |
97.985 |
+0.165 |
386,552 |
460,179 |
+14,849 |
Dec10 |
090622 |
97.415 |
97.585 |
97.415 |
97.570 |
+0.160 |
294,602 |
587,132 |
+4,746 |
Mar11 |
090622 |
97.075 |
97.225 |
97.065 |
97.205 |
+0.150 |
227,746 |
327,555 |
+2,319 |
Jun11 |
090622 |
96.705 |
96.860 |
96.705 |
96.835 |
+0.135 |
174,976 |
314,713 |
+16,379 |
Sep11 |
090622 |
96.405 |
96.530 |
96.395 |
96.510 |
+0.125 |
78,500 |
234,674 |
+3,651 |
Dec11 |
090622 |
96.130 |
96.225 |
96.105 |
96.210 |
+0.115 |
68,393 |
149,212 |
+1,743 |
Mar12 |
090622 |
95.935 |
96.010 |
95.900 |
96.000 |
+0.105 |
52,936 |
112,109 |
+2,684 |
Jun12 |
090622 |
95.740 |
95.820 |
95.720 |
95.805 |
+0.095 |
43,667 |
109,108 |
+609 |
Sep12 |
090622 |
95.580 |
95.665 |
95.580 |
95.645 |
+0.090 |
19,961 |
68,424 |
+786 |
Dec12 |
090622 |
95.445 |
95.510 |
95.445 |
95.490 |
+0.090 |
19,542 |
58,798 |
+2,166 |
Mar13 |
090622 |
95.350 |
95.415 |
95.350 |
95.395 |
+0.090 |
16,522 |
62,887 |
+237 |
Jun13 |
090622 |
95.240 |
95.300 |
95.235 |
95.280 |
+0.090 |
17,893 |
28,602 |
-708 |
Sep13 |
090622 |
95.070 |
95.195 |
95.070 |
95.180 |
+0.090 |
7,566 |
40,312 |
+285 |
Dec13 |
090622 |
95.035 |
95.085 |
95.010 |
95.065 |
+0.090 |
9,464 |
27,959 |
-451 |
Total Volume and Open Interest |
3,062,568 |
6,049,279 |
+62,955 |
30 Day Federal Funds(CBOT) |
Jun09 |
090622 |
99.780 |
99.783 |
99.777 |
99.780 |
unch |
8,005 |
56,649 |
-1,511 |
Jul09 |
090622 |
99.775 |
99.780 |
99.770 |
99.780 |
unch |
5,150 |
48,535 |
+2,275 |
Aug09 |
090622 |
99.765 |
99.770 |
99.755 |
99.765 |
unch |
3,517 |
42,559 |
+1,060 |
Sep09 |
090622 |
99.740 |
99.745 |
99.735 |
99.740 |
+0.005 |
4,438 |
30,650 |
-999 |
Oct09 |
090622 |
99.720 |
99.725 |
99.710 |
99.720 |
+0.005 |
6,805 |
31,501 |
+1,383 |
Nov09 |
090622 |
99.680 |
99.690 |
99.665 |
99.680 |
+0.010 |
11,576 |
57,107 |
+2,198 |
Total Volume and Open Interest |
75,808 |
413,823 |
+4,848 |
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 |
090622 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Dec09 |
090622 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
|
|
|
Mar10 |
090622 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Jun10 |
090622 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Sep10 |
090622 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
Dec10 |
090622 |
99.38 |
99.38 |
99.37 |
99.37 |
-0.01 |
|
|
|
Mar11 |
090622 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
Jun11 |
090622 |
99.23 |
99.23 |
99.22 |
99.22 |
-0.01 |
|
|
|
Sep11 |
090622 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
Dec11 |
090622 |
99.03 |
99.03 |
99.03 |
99.03 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep09 |
090622 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
137 |
9,212 |
+2 |
Dec09 |
090622 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
211 |
3,074 |
+69 |
Mar10 |
090622 |
99.50 |
99.50 |
99.49 |
99.49 |
unch |
201 |
2,498 |
+1 |
Jun10 |
090622 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
1,023 |
+0 |
Sep10 |
090622 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
0 |
281 |
+0 |
Dec10 |
090622 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
252 |
+0 |
Mar11 |
090622 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
412 |
+0 |
Jun11 |
090622 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
0 |
52 |
+0 |
Total Volume and Open Interest |
549 |
18,493 |
+166 |
Japanese Gov't Bonds(SGX) |
Sep09 |
090622 |
137.03 |
137.15 |
136.94 |
137.15 |
+0.20 |
2,913 |
16,606 |
-699 |
Dec09 |
090622 |
136.76 |
136.76 |
136.76 |
136.76 |
+0.20 |
|
|
|
Mar10 |
090622 |
136.53 |
136.53 |
136.53 |
136.53 |
+0.20 |
|
|
|
Total Volume and Open Interest |
2,913 |
15,806 |
-800 |
Euro-Bund(EUREX) |
Sep09 |
090619 |
119.24 |
119.85 |
118.78 |
119.69 |
+0.41 |
634,234 |
854,359 |
-14,134 |
Dec09 |
090619 |
117.54 |
118.56 |
117.54 |
118.39 |
+0.42 |
11 |
53 |
-17 |
Mar10 |
090619 |
118.21 |
118.21 |
118.21 |
118.21 |
+0.53 |
|
|
|
Total Volume and Open Interest |
634,245 |
854,412 |
-14,151 |
Euro-Bobl(EUREX) |
Sep09 |
090622 |
114.82 |
114.97 |
114.67 |
114.95 |
+0.30 |
306,661 |
639,977 |
+6,307 |
Dec09 |
090622 |
113.40 |
113.72 |
113.40 |
113.71 |
+0.20 |
77 |
80 |
+2 |
Mar10 |
090622 |
113.30 |
113.30 |
113.30 |
113.30 |
+0.14 |
|
|
|
Total Volume and Open Interest |
407,377 |
653,721 |
+11,069 |
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 |
090619 |
98.730 |
98.780 |
98.730 |
98.780 |
+0.050 |
62 |
4,827 |
-50 |
Total Volume and Open Interest |
1,951 |
31,606 |
+885 |
Long Gilt(LIFFE) |
Jun09 |
090619 |
118~01 |
118~20 |
118~01 |
118~17 |
+0~10 |
663 |
38,980 |
+151 |
Sep09 |
090622 |
116~28 |
117~22 |
116~28 |
117~19 |
+0~21 |
85,550 |
220,114 |
+910 |
Total Volume and Open Interest |
85,927 |
258,845 |
+661 |
3-Mth Short Sterling(LIFFE) |
Sep09 |
090622 |
98.75 |
98.79 |
98.74 |
98.78 |
+0.03 |
58,130 |
266,329 |
+6,204 |
Dec09 |
090622 |
98.55 |
98.60 |
98.53 |
98.59 |
+0.04 |
71,390 |
250,676 |
-264 |
Mar10 |
090622 |
98.28 |
98.37 |
98.25 |
98.35 |
+0.08 |
99,489 |
356,345 |
+2,250 |
Jun10 |
090622 |
97.80 |
97.91 |
97.76 |
97.89 |
+0.09 |
98,247 |
272,899 |
-531 |
Sep10 |
090622 |
97.30 |
97.44 |
97.28 |
97.41 |
+0.10 |
105,256 |
246,703 |
+4,454 |
Dec10 |
090622 |
96.82 |
96.94 |
96.78 |
96.91 |
+0.10 |
86,605 |
190,698 |
+11,585 |
Total Volume and Open Interest |
675,706 |
1,942,208 |
+42,217 |
3-Mth Euribor(LIFFE) |
Sep09 |
090622 |
98.870 |
98.890 |
98.860 |
98.880 |
+0.010 |
155,017 |
649,428 |
+7,287 |
Dec09 |
090622 |
98.770 |
98.790 |
98.755 |
98.770 |
-0.010 |
154,591 |
516,428 |
+4,294 |
Mar10 |
090622 |
98.635 |
98.650 |
98.600 |
98.625 |
unch |
192,298 |
492,724 |
+7,714 |
Total Volume and Open Interest |
1,198,586 |
3,106,687 |
+70,109 |
3-Mth Aus T-Bills(SFE) |
Sep09 |
090622 |
96.71 |
96.79 |
96.71 |
96.78 |
+0.07 |
19,120 |
289,248 |
+2,943 |
Dec09 |
090622 |
96.49 |
96.64 |
96.49 |
96.61 |
+0.11 |
22,071 |
194,875 |
+9,461 |
Mar10 |
090622 |
96.13 |
96.30 |
96.13 |
96.22 |
+0.09 |
15,647 |
118,567 |
+8,769 |
Jun10 |
090622 |
95.67 |
95.82 |
95.66 |
95.72 |
+0.07 |
5,097 |
78,329 |
+1,721 |
Sep10 |
090622 |
95.20 |
95.34 |
95.18 |
95.24 |
+0.06 |
3,352 |
47,010 |
+684 |
Dec10 |
090622 |
94.77 |
94.92 |
94.77 |
94.83 |
+0.07 |
1,303 |
28,715 |
+808 |
Mar11 |
090622 |
94.42 |
94.59 |
94.42 |
94.46 |
+0.04 |
232 |
15,992 |
-11 |
Jun11 |
090622 |
94.16 |
94.25 |
94.12 |
94.13 |
+0.04 |
749 |
10,025 |
+107 |
Sep11 |
090622 |
93.87 |
93.87 |
93.83 |
93.83 |
+0.02 |
680 |
2,850 |
+529 |
Dec11 |
090622 |
93.61 |
93.61 |
93.53 |
93.53 |
-0.03 |
100 |
786 |
+92 |
Total Volume and Open Interest |
68,359 |
787,127 |
+25,103 |
10-Year Aus T-Bonds(SFE) |
Sep09 |
090617 |
94.54 |
94.63 |
94.51 |
94.52 |
-0.04 |
25,868 |
277,129 |
+3,842 |
Dec09 |
090622 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.14 |
|
|
|
Total Volume and Open Interest |
42,997 |
308,185 |
+11,544 |
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 |
090622 |
95.05 |
95.05 |
95.05 |
95.05 |
+0.03 |
|
|
|
Total Volume and Open Interest |
128,372 |
436,091 |
+66,015 |
Gold(CMX) |
Jun09 |
090622 |
925.0 |
926.2 |
919.0 |
920.6 |
-15.0 |
91 |
531 |
-9 |
Aug09 |
090622 |
935.1 |
935.6 |
918.3 |
921.0 |
-15.2 |
78,321 |
231,344 |
+649 |
Oct09 |
090622 |
935.8 |
935.8 |
919.8 |
922.4 |
-15.2 |
303 |
11,843 |
-451 |
Dec09 |
090622 |
937.0 |
937.9 |
916.1 |
923.7 |
-15.3 |
4,079 |
47,848 |
+512 |
Feb10 |
090622 |
938.4 |
938.4 |
924.6 |
925.0 |
-15.3 |
755 |
14,455 |
+413 |
Apr10 |
090622 |
939.2 |
939.2 |
923.9 |
926.3 |
-15.4 |
411 |
15,423 |
-181 |
Jun10 |
090622 |
941.4 |
941.4 |
926.9 |
928.2 |
-15.5 |
11 |
10,331 |
+4 |
Aug10 |
090622 |
930.2 |
930.2 |
930.2 |
930.2 |
-15.7 |
260 |
3,053 |
+135 |
Oct10 |
090622 |
932.4 |
932.4 |
932.4 |
932.4 |
-16.1 |
0 |
1,237 |
+0 |
Dec10 |
090622 |
949.7 |
949.7 |
935.0 |
935.0 |
-16.5 |
639 |
12,905 |
+38 |
Feb11 |
090622 |
938.0 |
938.0 |
938.0 |
938.0 |
-16.9 |
0 |
12 |
+0 |
Apr11 |
090622 |
941.3 |
941.3 |
941.3 |
941.3 |
-17.3 |
|
|
|
Total Volume and Open Interest |
85,231 |
377,013 |
+1,177 |
Silver(CMX) |
Jul09 |
090622 |
1419.0 |
1419.0 |
1368.0 |
1370.5 |
-49.5 |
18,747 |
36,989 |
-126 |
Sep09 |
090622 |
1421.5 |
1421.5 |
1371.0 |
1373.8 |
-49.6 |
3,888 |
30,282 |
-1,037 |
Dec09 |
090622 |
1421.0 |
1421.0 |
1375.0 |
1377.9 |
-49.7 |
416 |
20,335 |
+117 |
Mar10 |
090622 |
1380.6 |
1380.6 |
1380.6 |
1380.6 |
-49.9 |
222 |
6,453 |
+191 |
May10 |
090622 |
1382.1 |
1382.1 |
1382.1 |
1382.1 |
-50.2 |
26 |
2,572 |
+3 |
Jul10 |
090622 |
1395.0 |
1395.0 |
1383.5 |
1383.5 |
-50.5 |
16 |
2,911 |
+5 |
Sep10 |
090622 |
1385.4 |
1385.4 |
1385.4 |
1385.4 |
-50.6 |
0 |
62 |
+0 |
Total Volume and Open Interest |
23,899 |
107,740 |
-418 |
Platinum(NYMEX) |
Jul09 |
090622 |
1212.0 |
1213.7 |
1163.1 |
1169.1 |
-42.1 |
975 |
13,873 |
-115 |
Oct09 |
090622 |
1219.2 |
1219.2 |
1171.1 |
1177.1 |
-41.2 |
210 |
9,888 |
+89 |
Jan10 |
090622 |
1187.1 |
1187.1 |
1174.7 |
1180.6 |
-41.2 |
8 |
227 |
+0 |
Total Volume and Open Interest |
1,193 |
23,988 |
-26 |
Palladium(NYMEX) |
Jun09 |
090622 |
235.40 |
235.40 |
231.85 |
233.45 |
-12.05 |
1 |
268 |
-12 |
Sep09 |
090622 |
246.90 |
246.90 |
231.50 |
233.90 |
-12.25 |
267 |
15,604 |
-7 |
Dec09 |
090622 |
247.20 |
247.20 |
235.10 |
235.10 |
-12.25 |
8 |
290 |
+1 |
Total Volume and Open Interest |
276 |
16,162 |
-18 |
Copper(CMX) |
Jul09 |
090622 |
224.80 |
224.80 |
212.25 |
213.20 |
-11.85 |
15,726 |
28,566 |
-1,457 |
Sep09 |
090622 |
225.80 |
225.80 |
213.45 |
214.40 |
-11.75 |
6,625 |
60,976 |
+1,865 |
Dec09 |
090622 |
224.00 |
224.00 |
214.95 |
215.45 |
-11.55 |
421 |
11,560 |
+35 |
Mar10 |
090622 |
220.00 |
221.30 |
215.90 |
215.90 |
-11.30 |
68 |
2,271 |
+62 |
May10 |
090622 |
217.05 |
217.35 |
216.00 |
216.00 |
-11.30 |
0 |
614 |
+0 |
Total Volume and Open Interest |
23,836 |
113,747 |
+244 |
Aluminum(CMX) |
Jun09 |
090622 |
72.25 |
72.25 |
72.25 |
72.25 |
-4.00 |
|
|
|
Jul09 |
090622 |
72.75 |
72.75 |
72.75 |
72.75 |
-4.00 |
|
|
|
Aug09 |
090622 |
73.25 |
73.25 |
73.25 |
73.25 |
-4.00 |
|
|
|
Sep09 |
090622 |
73.75 |
73.75 |
73.75 |
73.75 |
-4.00 |
|
|
|
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) |
Sep09 |
090622 |
8476 |
8508 |
8277 |
8283 |
-193 |
992 |
6,889 |
+75 |
Dec09 |
090622 |
8230 |
8422 |
8230 |
8230 |
-192 |
15 |
18 |
+10 |
Mar10 |
090622 |
8183 |
8388 |
8183 |
8183 |
-205 |
|
|
|
Jun10 |
090622 |
8133 |
8326 |
8133 |
8133 |
-193 |
|
|
|
Total Volume and Open Interest |
1,007 |
6,907 |
|
S & P 500(CME) |
Sep09 |
090622 |
914.90 |
919.10 |
887.70 |
888.60 |
-27.10 |
41,313 |
376,915 |
+6,021 |
Dec09 |
090622 |
896.50 |
898.10 |
882.60 |
884.40 |
-27.20 |
59 |
6,622 |
+0 |
Mar10 |
090622 |
881.00 |
894.90 |
879.40 |
881.00 |
-27.40 |
0 |
3,194 |
+0 |
Jun10 |
090622 |
879.00 |
892.90 |
877.40 |
879.00 |
-27.40 |
0 |
13 |
+11 |
Total Volume and Open Interest |
41,372 |
386,744 |
-144,679 |
S & P 500 E-Mini(Globex) |
Sep09 |
090622 |
914.50 |
919.25 |
887.75 |
888.50 |
-27.25 |
1,888,281 |
2,258,850 |
+80,244 |
Dec09 |
090622 |
911.25 |
914.50 |
883.50 |
884.50 |
-27.00 |
71 |
2,181 |
+29 |
Total Volume and Open Interest |
1,888,353 |
2,261,051 |
-1,039,278 |
NASDAQ 100(CME) |
Sep09 |
090622 |
1464.50 |
1470.00 |
1421.00 |
1428.00 |
-36.00 |
2,564 |
10,892 |
-669 |
Dec09 |
090622 |
1427.00 |
1432.00 |
1427.00 |
1427.00 |
-40.00 |
9 |
12 |
+9 |
Mar10 |
090622 |
1426.00 |
1435.00 |
1426.00 |
1426.00 |
-44.00 |
|
|
|
Total Volume and Open Interest |
2,573 |
10,904 |
-20,449 |
NASDAQ 100 E-Mini(Globex) |
Sep09 |
090622 |
1463.80 |
1470.50 |
1421.30 |
1428.00 |
-36.00 |
316,590 |
231,612 |
+3,992 |
Dec09 |
090622 |
1466.00 |
1466.00 |
1421.30 |
1427.00 |
-40.00 |
0 |
18 |
+0 |
Total Volume and Open Interest |
316,590 |
231,631 |
-183,592 |
S & P Midcap 400(CME) |
Sep09 |
090622 |
571.00 |
571.00 |
554.00 |
557.10 |
-18.70 |
42 |
2,426 |
-2 |
Dec09 |
090622 |
555.10 |
555.10 |
553.00 |
555.10 |
-18.70 |
|
|
|
Mar10 |
090622 |
554.10 |
554.10 |
552.80 |
554.10 |
-18.70 |
|
|
|
Total Volume and Open Interest |
42 |
2,426 |
-2,487 |
Russell 2000(CME) |
Sep09 |
090622 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
308 |
4,881 |
-6 |
Dec09 |
090622 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,275 |
+0 |
Mar10 |
090622 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,374 |
+0 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep09 |
090622 |
9815 |
9895 |
9760 |
9820 |
+45 |
98,415 |
140,850 |
-3,009 |
Dec09 |
090622 |
9780 |
9780 |
9780 |
9780 |
+45 |
4 |
759 |
+0 |
Total Volume and Open Interest |
98,433 |
146,010 |
+1,313 |
Nikkei 225(SGX) |
Sep09 |
090622 |
9815 |
9895 |
9760 |
9820 |
+45 |
98,415 |
140,850 |
-3,009 |
Dec09 |
090622 |
9780 |
9780 |
9780 |
9780 |
+45 |
4 |
759 |
+0 |
Mar10 |
090622 |
9800 |
9800 |
9800 |
9800 |
+45 |
0 |
75 |
+0 |
Total Volume and Open Interest |
98,433 |
146,010 |
+1,313 |
CAC 40(EURONEXT) |
Jul09 |
090622 |
3217.0 |
3225.5 |
3111.5 |
3120.0 |
-97.0 |
61,390 |
341,454 |
+36,221 |
Aug09 |
090622 |
3182.0 |
3182.0 |
3115.0 |
3121.0 |
-97.0 |
53 |
240 |
+51 |
Sep09 |
090622 |
3213.5 |
3214.0 |
3111.0 |
3118.5 |
-96.5 |
1,098 |
38,643 |
+178 |
Total Volume and Open Interest |
198,667 |
683,563 |
-31,866 |
Hang Seng Index(HKFE) |
Jun09 |
090622 |
17854 |
18418 |
17814 |
18045 |
+130 |
102,057 |
82,328 |
+343 |
Jul09 |
090622 |
17888 |
18404 |
17820 |
18039 |
+149 |
1,977 |
4,733 |
+750 |
Total Volume and Open Interest |
104,176 |
89,697 |
+1,137 |
DAX(EUREX) |
Sep09 |
090619 |
4841.0 |
4884.0 |
4820.0 |
4861.0 |
+15.0 |
59,966 |
96,857 |
+32,653 |
Dec09 |
090619 |
4846.5 |
4885.0 |
4830.0 |
4866.5 |
+16.0 |
4,455 |
7,568 |
-53 |
Total Volume and Open Interest |
281,569 |
203,099 |
+13,050 |
FT-SE 100(EURONEXT) |
Sep09 |
090622 |
4314.00 |
4320.50 |
4180.00 |
4208.50 |
-108.00 |
133,347 |
626,138 |
+22,031 |
Dec09 |
090622 |
4282.00 |
4282.00 |
4161.50 |
4180.50 |
-108.00 |
581 |
4,367 |
-16 |
Mar10 |
090622 |
4155.50 |
4155.50 |
4155.50 |
4155.50 |
-106.50 |
|
|
|
Total Volume and Open Interest |
347,830 |
824,651 |
-31,336 |
SPI 200(SFE) |
Jun09 |
090618 |
3898.0 |
3923.0 |
3853.0 |
3922.0 |
+25.0 |
83,915 |
210,038 |
-62,039 |
Sep09 |
090622 |
3866.0 |
3904.0 |
3848.0 |
3889.0 |
+26.0 |
23,441 |
247,573 |
+4,268 |
Dec09 |
090622 |
3897.0 |
3897.0 |
3897.0 |
3897.0 |
+25.0 |
11 |
3,501 |
-246 |
Total Volume and Open Interest |
23,452 |
254,882 |
-73,228 |
GSCI(CME) |
Jul09 |
090622 |
448.00 |
449.50 |
439.00 |
441.00 |
-14.15 |
123 |
16,047 |
+36 |
Aug09 |
090622 |
446.50 |
460.05 |
444.00 |
446.50 |
-13.50 |
|
|
|
Sep09 |
090622 |
452.00 |
466.05 |
448.00 |
452.00 |
-14.00 |
|
|
|
Total Volume and Open Interest |
123 |
16,047 |
+35 |
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. |
|
|