|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu June 25, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090625 |
1182.75 |
1202.00 |
1180.00 |
1196.00 |
+11.00 |
41,210 |
69,378 |
-5,844 |
| Aug09 |
090625 |
1121.00 |
1134.50 |
1117.50 |
1127.00 |
+4.50 |
16,402 |
59,285 |
+1,056 |
| Sep09 |
090625 |
1054.75 |
1063.25 |
1049.00 |
1052.00 |
-3.00 |
3,357 |
18,771 |
+259 |
| Nov09 |
090625 |
1005.50 |
1014.25 |
992.25 |
1002.00 |
-6.00 |
51,838 |
231,561 |
+1,650 |
| Jan10 |
090625 |
1012.25 |
1017.50 |
997.25 |
1005.25 |
-8.75 |
2,059 |
24,675 |
+104 |
| Mar10 |
090625 |
1006.50 |
1012.75 |
992.50 |
999.25 |
-10.75 |
1,516 |
16,786 |
-16 |
| May10 |
090625 |
996.00 |
1003.00 |
976.00 |
985.50 |
-10.50 |
1,117 |
8,964 |
+313 |
| Total Volume and Open Interest |
119,029 |
460,077 |
-2,374 |
| Soybean Meal(CBOT) |
| Jul09 |
090625 |
393.30 |
401.10 |
392.10 |
397.30 |
+4.80 |
22,670 |
27,911 |
-2,453 |
| Aug09 |
090625 |
366.00 |
371.00 |
365.00 |
366.80 |
+0.80 |
10,749 |
27,212 |
-1,209 |
| Sep09 |
090625 |
337.00 |
341.90 |
336.60 |
337.30 |
-1.20 |
3,208 |
21,895 |
+53 |
| Oct09 |
090625 |
317.20 |
318.80 |
311.00 |
313.80 |
-2.70 |
4,010 |
16,334 |
-941 |
| Dec09 |
090625 |
310.40 |
311.30 |
303.70 |
305.80 |
-4.20 |
15,013 |
73,295 |
+1,175 |
| Jan10 |
090625 |
302.50 |
304.90 |
298.10 |
299.70 |
-4.70 |
997 |
5,055 |
+112 |
| Mar10 |
090625 |
299.70 |
299.90 |
294.10 |
294.40 |
-5.50 |
133 |
4,244 |
+3 |
| May10 |
090625 |
292.90 |
293.80 |
285.90 |
287.80 |
-6.10 |
206 |
5,686 |
+1 |
| Total Volume and Open Interest |
57,466 |
185,989 |
-3,225 |
| Soybean Oil(CBOT) |
| Jul09 |
090625 |
36.44 |
37.05 |
36.29 |
36.54 |
+0.10 |
34,876 |
45,135 |
-4,947 |
| Aug09 |
090625 |
36.58 |
37.14 |
36.45 |
36.70 |
+0.10 |
16,864 |
35,794 |
+160 |
| Sep09 |
090625 |
36.75 |
37.22 |
36.60 |
36.87 |
+0.11 |
4,300 |
29,249 |
+721 |
| Oct09 |
090625 |
37.38 |
37.40 |
36.90 |
37.02 |
+0.11 |
1,189 |
15,333 |
+91 |
| Dec09 |
090625 |
37.26 |
37.90 |
37.12 |
37.39 |
+0.12 |
19,611 |
95,045 |
+1,788 |
| Jan10 |
090625 |
38.09 |
38.09 |
37.65 |
37.73 |
+0.12 |
1,524 |
7,920 |
+507 |
| Mar10 |
090625 |
37.95 |
38.09 |
37.95 |
37.98 |
+0.13 |
178 |
3,077 |
-17 |
| May10 |
090625 |
38.32 |
38.32 |
37.94 |
38.10 |
+0.13 |
358 |
4,078 |
+154 |
| Total Volume and Open Interest |
79,219 |
245,154 |
-1,401 |
| Canola(WCE) |
| Jul09 |
090625 |
468.6 |
469.0 |
463.7 |
464.5 |
-1.2 |
2,001 |
10,729 |
-4,525 |
| Nov09 |
090625 |
455.2 |
461.6 |
455.2 |
460.2 |
+2.0 |
3,711 |
83,390 |
-479 |
| Jan10 |
090625 |
463.2 |
465.0 |
460.9 |
463.7 |
+1.3 |
100 |
8,906 |
+83 |
| Mar10 |
090625 |
463.4 |
467.9 |
463.4 |
465.7 |
-1.0 |
0 |
1,462 |
+0 |
| May10 |
090625 |
467.2 |
467.2 |
467.2 |
467.2 |
-0.6 |
0 |
498 |
+0 |
| Total Volume and Open Interest |
5,812 |
105,582 |
-4,921 |
| Corn(CBOT) |
| Jul09 |
090625 |
386.75 |
389.00 |
381.00 |
382.50 |
-4.00 |
91,428 |
144,382 |
-16,613 |
| Sep09 |
090625 |
395.00 |
396.50 |
388.75 |
390.00 |
-5.00 |
64,197 |
267,226 |
+7,271 |
| Dec09 |
090625 |
407.25 |
408.50 |
400.25 |
401.50 |
-5.75 |
105,379 |
374,351 |
+7,405 |
| Mar10 |
090625 |
419.50 |
420.00 |
413.00 |
413.75 |
-5.75 |
12,638 |
61,689 |
+725 |
| May10 |
090625 |
427.25 |
428.50 |
420.75 |
421.50 |
-6.50 |
2,900 |
14,029 |
+1,271 |
| Jul10 |
090625 |
434.00 |
435.25 |
428.75 |
429.50 |
-5.75 |
4,669 |
36,942 |
+519 |
| Total Volume and Open Interest |
285,818 |
970,179 |
+57 |
| Wheat(CBOT) |
| Jul09 |
090625 |
539.50 |
541.50 |
528.00 |
533.00 |
-6.75 |
48,684 |
56,243 |
-5,935 |
| Sep09 |
090625 |
566.25 |
569.50 |
555.75 |
561.50 |
-6.25 |
41,541 |
133,634 |
+2,168 |
| Dec09 |
090625 |
592.00 |
594.50 |
581.00 |
586.25 |
-6.00 |
31,084 |
88,572 |
+137 |
| Mar10 |
090625 |
609.00 |
609.25 |
599.00 |
603.00 |
-6.25 |
1,986 |
10,712 |
-307 |
| May10 |
090625 |
617.25 |
620.25 |
610.75 |
614.25 |
-6.00 |
86 |
1,104 |
-6 |
| Total Volume and Open Interest |
127,935 |
333,496 |
-3,472 |
| Wheat(KCBT) |
| Jul09 |
090625 |
597.50 |
598.75 |
586.75 |
592.25 |
-5.25 |
12,267 |
16,578 |
-4,527 |
| Sep09 |
090625 |
608.00 |
609.00 |
597.00 |
602.50 |
-5.25 |
7,173 |
32,397 |
+2,010 |
| Dec09 |
090625 |
623.75 |
625.50 |
613.50 |
618.75 |
-5.00 |
3,464 |
28,205 |
-453 |
| Mar10 |
090625 |
635.00 |
639.00 |
629.25 |
634.25 |
-5.00 |
390 |
2,958 |
+48 |
| May10 |
090625 |
645.00 |
647.75 |
638.75 |
642.50 |
-5.00 |
147 |
627 |
+80 |
| Total Volume and Open Interest |
23,725 |
91,426 |
-2,924 |
| Wheat(MGE) |
| Jul09 |
090625 |
688.50 |
691.00 |
675.25 |
678.50 |
-14.50 |
1,244 |
2,727 |
-439 |
| Sep09 |
090625 |
686.00 |
686.75 |
672.75 |
673.00 |
-13.75 |
1,872 |
12,492 |
-182 |
| Dec09 |
090625 |
697.00 |
698.50 |
682.50 |
684.00 |
-13.50 |
939 |
9,540 |
+195 |
| Mar10 |
090625 |
708.50 |
708.50 |
694.25 |
694.25 |
-12.25 |
209 |
2,547 |
-16 |
| May10 |
090625 |
707.25 |
707.75 |
699.25 |
699.25 |
-11.50 |
66 |
881 |
-16 |
| Total Volume and Open Interest |
4,461 |
33,765 |
-468 |
| Oats(CBOT) |
| Jul09 |
090625 |
206.00 |
206.25 |
200.00 |
203.00 |
-3.00 |
465 |
2,322 |
-103 |
| Sep09 |
090625 |
215.50 |
215.50 |
209.00 |
212.50 |
-2.75 |
160 |
2,831 |
+64 |
| Dec09 |
090625 |
228.50 |
228.75 |
221.50 |
225.25 |
-3.25 |
541 |
7,694 |
+147 |
| Mar10 |
090625 |
238.25 |
238.25 |
235.50 |
237.75 |
-3.75 |
446 |
1,330 |
-69 |
| Total Volume and Open Interest |
1,612 |
14,265 |
+39 |
| Rough Rice(CBOT) |
| Jul09 |
090625 |
12.45 |
12.45 |
12.23 |
12.33 |
-0.17 |
118 |
1,358 |
-48 |
| Sep09 |
090625 |
12.27 |
12.47 |
12.15 |
12.32 |
-0.08 |
178 |
4,314 |
+57 |
| Nov09 |
090625 |
12.45 |
12.48 |
12.22 |
12.36 |
-0.05 |
41 |
2,009 |
+15 |
| Jan10 |
090625 |
12.59 |
12.63 |
12.59 |
12.59 |
-0.05 |
5 |
262 |
+0 |
| Total Volume and Open Interest |
347 |
8,377 |
+24 |
| Live Cattle(CME) |
| Jun09 |
090625 |
81.580 |
82.000 |
81.430 |
81.950 |
+0.300 |
2,262 |
3,699 |
-1,343 |
| Aug09 |
090625 |
82.480 |
82.800 |
82.200 |
82.550 |
+0.070 |
16,271 |
106,571 |
-746 |
| Oct09 |
090625 |
88.050 |
88.300 |
87.800 |
88.250 |
+0.070 |
7,530 |
58,564 |
-477 |
| Dec09 |
090625 |
88.730 |
89.050 |
88.650 |
88.950 |
-0.030 |
3,761 |
26,294 |
-74 |
| Feb10 |
090625 |
89.500 |
89.700 |
89.200 |
89.635 |
-0.015 |
1,942 |
10,596 |
+600 |
| Apr10 |
090625 |
90.550 |
90.850 |
90.450 |
90.650 |
-0.050 |
261 |
5,254 |
+95 |
| Total Volume and Open Interest |
32,131 |
212,818 |
-1,882 |
| Feeder Cattle(CME) |
| Aug09 |
090625 |
98.700 |
99.400 |
98.680 |
98.950 |
unch |
2,824 |
14,760 |
-53 |
| Sep09 |
090625 |
98.400 |
98.950 |
98.400 |
98.885 |
+0.335 |
566 |
2,613 |
+262 |
| Oct09 |
090625 |
98.500 |
98.800 |
98.230 |
98.750 |
+0.215 |
509 |
4,753 |
+81 |
| Nov09 |
090625 |
98.430 |
98.930 |
98.330 |
98.730 |
+0.180 |
215 |
1,107 |
+45 |
| Jan10 |
090625 |
98.000 |
98.500 |
97.500 |
98.150 |
+0.150 |
46 |
338 |
-7 |
| Mar10 |
090625 |
97.100 |
97.100 |
96.680 |
97.100 |
+0.500 |
1 |
52 |
+0 |
| Apr10 |
090625 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
20 |
+0 |
| Total Volume and Open Interest |
4,161 |
23,647 |
+328 |
| Lean Hogs(CME) |
| Jul09 |
090625 |
57.080 |
57.900 |
56.600 |
57.080 |
-0.220 |
3,841 |
14,436 |
-817 |
| Aug09 |
090625 |
58.500 |
59.550 |
57.950 |
58.800 |
-0.030 |
9,741 |
65,035 |
-24 |
| Oct09 |
090625 |
55.580 |
56.600 |
55.300 |
55.800 |
-0.050 |
3,842 |
28,099 |
+159 |
| Dec09 |
090625 |
57.285 |
58.180 |
56.850 |
57.080 |
-0.370 |
3,602 |
18,323 |
-405 |
| Feb10 |
090625 |
63.930 |
64.150 |
63.130 |
63.785 |
+0.085 |
780 |
4,584 |
+331 |
| Apr10 |
090625 |
69.250 |
69.885 |
68.900 |
69.330 |
-0.270 |
976 |
2,121 |
+305 |
| May10 |
090625 |
75.000 |
75.000 |
74.100 |
74.850 |
-0.600 |
8 |
179 |
+6 |
| Jun10 |
090625 |
77.300 |
78.200 |
77.000 |
77.150 |
-0.150 |
60 |
1,062 |
+39 |
| Total Volume and Open Interest |
22,852 |
134,329 |
-409 |
| Pork Bellies(CME) |
| Jul09 |
090625 |
60.200 |
60.200 |
57.800 |
58.800 |
-1.400 |
92 |
217 |
-25 |
| Aug09 |
090625 |
60.000 |
60.300 |
58.900 |
60.050 |
-1.250 |
143 |
466 |
+36 |
| Feb10 |
090625 |
90.285 |
90.285 |
89.950 |
90.285 |
-0.015 |
8 |
118 |
-1 |
| Mar10 |
090625 |
89.100 |
89.100 |
89.100 |
89.100 |
-0.300 |
1 |
42 |
+1 |
| May10 |
090625 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
244 |
843 |
+11 |
| Class III Milk(CME) |
| Jun09 |
090625 |
9.94 |
9.94 |
9.91 |
9.92 |
+0.01 |
41 |
5,211 |
+36 |
| Jul09 |
090625 |
10.06 |
10.23 |
10.06 |
10.15 |
+0.10 |
134 |
4,187 |
+21 |
| Aug09 |
090625 |
10.75 |
11.11 |
10.71 |
10.98 |
+0.23 |
97 |
3,805 |
+29 |
| Sep09 |
090625 |
11.64 |
12.00 |
11.61 |
11.95 |
+0.31 |
172 |
3,463 |
-25 |
| Oct09 |
090625 |
12.41 |
12.77 |
12.40 |
12.74 |
+0.34 |
136 |
3,090 |
+26 |
| Total Volume and Open Interest |
1,004 |
29,167 |
+238 |
| Cocoa(ICE) |
| Jul09 |
090625 |
2443 |
2526 |
2421 |
2526 |
+40 |
23 |
77 |
-7 |
| Sep09 |
090625 |
2512 |
2565 |
2426 |
2556 |
+52 |
5,213 |
52,251 |
-1,472 |
| Dec09 |
090625 |
2521 |
2586 |
2450 |
2578 |
+51 |
960 |
27,102 |
-232 |
| Mar10 |
090625 |
2512 |
2594 |
2466 |
2590 |
+54 |
458 |
15,910 |
-227 |
| May10 |
090625 |
2500 |
2600 |
2475 |
2598 |
+56 |
61 |
3,869 |
+8 |
| Jul10 |
090625 |
2483 |
2607 |
2483 |
2607 |
+60 |
20 |
3,581 |
+6 |
| Sep10 |
090625 |
2608 |
2608 |
2608 |
2608 |
+63 |
10 |
2,316 |
+10 |
| Total Volume and Open Interest |
6,746 |
109,122 |
-1,914 |
| Coffee "C"(ICE) |
| Jul09 |
090625 |
116.70 |
118.00 |
115.00 |
117.55 |
+1.40 |
264 |
260 |
-361 |
| Sep09 |
090625 |
119.00 |
120.80 |
117.55 |
120.25 |
+1.10 |
9,395 |
68,455 |
-321 |
| Dec09 |
090625 |
122.10 |
123.50 |
120.50 |
123.05 |
+1.05 |
2,000 |
25,342 |
+1,800 |
| Mar10 |
090625 |
124.65 |
126.00 |
123.50 |
125.85 |
+1.10 |
393 |
11,498 |
-28 |
| May10 |
090625 |
127.00 |
127.90 |
127.00 |
127.70 |
+1.00 |
38 |
3,099 |
+8 |
| Jul10 |
090625 |
128.90 |
129.70 |
128.75 |
129.45 |
+0.95 |
0 |
1,261 |
+0 |
| Total Volume and Open Interest |
12,136 |
112,453 |
+1,139 |
| Orange Juice(ICE) |
| Jul09 |
090625 |
74.90 |
75.00 |
73.60 |
73.90 |
-1.20 |
1,019 |
4,922 |
-854 |
| Sep09 |
090625 |
77.45 |
77.70 |
76.15 |
76.80 |
-0.60 |
2,154 |
19,198 |
+811 |
| Nov09 |
090625 |
80.00 |
80.45 |
79.50 |
80.10 |
-0.70 |
405 |
4,787 |
+165 |
| Jan10 |
090625 |
83.90 |
83.90 |
82.75 |
83.40 |
-0.65 |
150 |
1,203 |
+121 |
| Mar10 |
090625 |
86.40 |
86.70 |
86.00 |
86.70 |
-0.70 |
59 |
852 |
+46 |
| May10 |
090625 |
90.25 |
90.25 |
90.00 |
90.00 |
-0.75 |
22 |
115 |
+22 |
| Total Volume and Open Interest |
3,839 |
31,312 |
+311 |
| Sugar #11(ICE) |
| Jul09 |
090625 |
16.00 |
16.67 |
15.90 |
16.65 |
+0.71 |
44,838 |
80,357 |
-9,984 |
| Oct09 |
090625 |
17.03 |
17.73 |
17.02 |
17.70 |
+0.57 |
110,037 |
321,155 |
+11,773 |
| Mar10 |
090625 |
18.02 |
18.68 |
17.90 |
18.65 |
+0.61 |
38,929 |
149,668 |
+5,780 |
| May10 |
090625 |
17.55 |
18.24 |
17.55 |
18.23 |
+0.55 |
7,834 |
35,656 |
+1,599 |
| Jul10 |
090625 |
17.25 |
17.94 |
17.22 |
17.89 |
+0.51 |
9,867 |
66,164 |
-549 |
| Total Volume and Open Interest |
219,508 |
760,753 |
+10,299 |
| Sugar #14(ICE) |
| Sep09 |
090625 |
22.60 |
22.83 |
22.60 |
22.83 |
+0.27 |
40 |
2,485 |
-5 |
| Total Volume and Open Interest |
40 |
2,485 |
-5 |
| London Cocoa(LCE) |
| Jul09 |
090625 |
1562 |
1628 |
1545 |
1622 |
+60 |
1,331 |
45,787 |
-498 |
| Sep09 |
090625 |
1594 |
1654 |
1573 |
1649 |
+59 |
3,806 |
38,042 |
-603 |
| Dec09 |
090625 |
1600 |
1658 |
1581 |
1654 |
+57 |
2,617 |
28,543 |
-77 |
| Mar10 |
090625 |
1590 |
1652 |
1580 |
1650 |
+55 |
539 |
27,449 |
+112 |
| May10 |
090625 |
1596 |
1653 |
1585 |
1652 |
+59 |
151 |
14,510 |
+91 |
| Jul10 |
090625 |
1598 |
1656 |
1588 |
1655 |
+59 |
21 |
4,312 |
+12 |
| Sep10 |
090625 |
1589 |
1649 |
1580 |
1649 |
+57 |
4 |
2,744 |
+0 |
| Total Volume and Open Interest |
8,469 |
164,451 |
-963 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090625 |
444.60 |
451.90 |
441.40 |
451.90 |
+4.10 |
4,564 |
30,327 |
-698 |
| Oct09 |
090625 |
456.70 |
465.10 |
452.90 |
465.00 |
+4.20 |
3,873 |
30,630 |
+150 |
| Dec09 |
090625 |
461.30 |
471.10 |
460.50 |
471.10 |
+4.90 |
189 |
8,412 |
-3 |
| Mar10 |
090625 |
469.80 |
480.30 |
469.80 |
479.40 |
+4.70 |
494 |
8,999 |
+292 |
| May10 |
090625 |
465.40 |
474.00 |
465.40 |
472.80 |
+5.10 |
78 |
1,398 |
+2 |
| Total Volume and Open Interest |
9,230 |
82,072 |
-227 |
| Cotton(ICE) |
| Jul09 |
090625 |
52.29 |
53.22 |
52.13 |
53.02 |
+0.73 |
1,899 |
1,673 |
-1,503 |
| Oct09 |
090625 |
54.56 |
55.79 |
54.40 |
55.49 |
+0.64 |
467 |
2,759 |
+96 |
| Dec09 |
090625 |
56.55 |
57.88 |
56.32 |
57.49 |
+0.67 |
6,649 |
86,453 |
+301 |
| Mar10 |
090625 |
59.42 |
60.48 |
59.42 |
60.09 |
+0.67 |
75 |
10,825 |
-2 |
| May10 |
090625 |
61.48 |
61.48 |
61.48 |
61.48 |
+0.66 |
61 |
618 |
-45 |
| Jul10 |
090625 |
62.90 |
62.90 |
62.79 |
62.79 |
+0.81 |
57 |
1,826 |
+21 |
| Total Volume and Open Interest |
9,209 |
106,194 |
-1,132 |
| Lumber(CME) |
| Jul09 |
090625 |
196.1 |
200.0 |
194.0 |
198.0 |
+1.0 |
544 |
1,707 |
-107 |
| Sep09 |
090625 |
219.8 |
223.1 |
218.7 |
221.3 |
+1.1 |
985 |
5,391 |
-115 |
| Nov09 |
090625 |
216.2 |
220.7 |
212.5 |
218.5 |
+1.0 |
58 |
1,140 |
+13 |
| Jan10 |
090625 |
232.4 |
237.5 |
231.0 |
237.5 |
+1.5 |
15 |
702 |
-2 |
| Total Volume and Open Interest |
1,603 |
8,987 |
-211 |
| Crude Oil(NYM) |
| Aug09 |
090625 |
68.29 |
70.93 |
68.11 |
70.23 |
+1.56 |
279,901 |
261,196 |
-9,550 |
| Sep09 |
090625 |
69.25 |
71.72 |
68.97 |
71.08 |
+1.58 |
45,920 |
128,487 |
-5,073 |
| Oct09 |
090625 |
70.00 |
72.38 |
70.00 |
71.81 |
+1.60 |
13,665 |
48,835 |
-1,394 |
| Nov09 |
090625 |
70.93 |
72.86 |
70.93 |
72.44 |
+1.58 |
5,560 |
27,127 |
-2,410 |
| Dec09 |
090625 |
71.25 |
73.45 |
71.25 |
72.98 |
+1.54 |
25,297 |
152,134 |
-274 |
| Jan10 |
090625 |
72.31 |
73.71 |
72.29 |
73.40 |
+1.50 |
2,089 |
27,722 |
-1,040 |
| Feb10 |
090625 |
73.22 |
73.90 |
72.94 |
73.75 |
+1.45 |
1,771 |
20,042 |
-346 |
| Mar10 |
090625 |
73.45 |
74.11 |
73.45 |
74.09 |
+1.38 |
1,756 |
17,603 |
-633 |
| Apr10 |
090625 |
73.78 |
74.75 |
73.78 |
74.43 |
+1.31 |
1,039 |
9,541 |
-269 |
| May10 |
090625 |
74.77 |
74.77 |
74.77 |
74.77 |
+1.24 |
1,027 |
9,236 |
-268 |
| Jun10 |
090625 |
74.28 |
75.35 |
74.28 |
75.11 |
+1.17 |
3,766 |
45,400 |
-123 |
| Jul10 |
090625 |
75.02 |
75.63 |
74.71 |
75.43 |
+1.12 |
2,360 |
37,567 |
-383 |
| Aug10 |
090625 |
75.71 |
75.71 |
75.71 |
75.71 |
+1.08 |
1,561 |
5,394 |
-595 |
| Sep10 |
090625 |
75.85 |
76.00 |
75.85 |
76.00 |
+1.05 |
1,255 |
10,141 |
+253 |
| Oct10 |
090625 |
76.30 |
76.30 |
76.30 |
76.30 |
+1.03 |
535 |
4,946 |
-35 |
| Nov10 |
090625 |
76.63 |
76.63 |
76.63 |
76.63 |
+1.02 |
527 |
7,101 |
-78 |
| Total Volume and Open Interest |
406,458 |
1,109,276 |
-24,198 |
| 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 |
090625 |
68.475 |
70.925 |
68.175 |
70.225 |
+1.550 |
11,905 |
2,058 |
-1,303 |
| Sep09 |
090625 |
69.250 |
71.600 |
69.250 |
71.075 |
+1.575 |
319 |
460 |
+12 |
| Oct09 |
090625 |
70.375 |
72.275 |
70.375 |
71.800 |
+1.600 |
11 |
109 |
+0 |
| Nov09 |
090625 |
72.450 |
72.450 |
72.450 |
72.450 |
+1.600 |
1 |
22 |
+0 |
| Dec09 |
090625 |
71.800 |
73.175 |
71.800 |
72.975 |
+1.525 |
2 |
112 |
-1 |
| Jan10 |
090625 |
73.025 |
73.400 |
73.025 |
73.400 |
+1.500 |
1 |
1 |
+0 |
| Feb10 |
090625 |
73.750 |
73.750 |
73.750 |
73.750 |
+1.450 |
|
|
|
| Mar10 |
090625 |
74.100 |
74.100 |
74.100 |
74.100 |
+1.400 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,239 |
2,821 |
-1,292 |
| Heating Oil(NYM) |
| Jul09 |
090625 |
173.73 |
179.82 |
173.36 |
177.63 |
+3.82 |
27,435 |
23,709 |
-6,000 |
| Aug09 |
090625 |
178.26 |
184.47 |
178.00 |
182.36 |
+4.09 |
35,818 |
58,140 |
+4,831 |
| Sep09 |
090625 |
182.50 |
188.83 |
182.39 |
186.86 |
+4.23 |
8,155 |
36,054 |
+980 |
| Oct09 |
090625 |
188.79 |
192.64 |
188.31 |
190.80 |
+4.27 |
3,266 |
24,263 |
+464 |
| Nov09 |
090625 |
192.95 |
195.68 |
191.16 |
193.81 |
+4.20 |
2,735 |
15,180 |
+94 |
| Dec09 |
090625 |
193.87 |
198.45 |
193.87 |
196.61 |
+4.06 |
8,675 |
33,588 |
-757 |
| Jan10 |
090625 |
198.00 |
200.74 |
197.06 |
199.46 |
+3.96 |
1,358 |
15,689 |
+56 |
| Feb10 |
090625 |
199.85 |
203.00 |
199.85 |
201.36 |
+3.86 |
1,436 |
9,107 |
+3 |
| Mar10 |
090625 |
198.55 |
203.63 |
198.55 |
202.31 |
+3.76 |
1,073 |
6,906 |
+4 |
| Apr10 |
090625 |
202.27 |
203.67 |
202.27 |
202.46 |
+3.76 |
442 |
5,695 |
+248 |
| May10 |
090625 |
202.88 |
203.45 |
202.74 |
203.06 |
+3.76 |
194 |
5,850 |
+21 |
| Jun10 |
090625 |
201.70 |
204.98 |
201.70 |
203.76 |
+3.66 |
538 |
15,680 |
+71 |
| Total Volume and Open Interest |
91,588 |
287,587 |
-63 |
| Gasoline(NYMEX) |
| Jul09 |
090625 |
184.41 |
192.43 |
184.00 |
189.83 |
+5.58 |
25,270 |
26,291 |
-3,686 |
| Aug09 |
090625 |
185.29 |
192.77 |
184.71 |
190.16 |
+5.16 |
36,871 |
75,255 |
+1,435 |
| Sep09 |
090625 |
186.00 |
192.50 |
185.43 |
189.96 |
+4.72 |
15,802 |
43,633 |
-967 |
| Oct09 |
090625 |
175.90 |
182.52 |
175.90 |
180.40 |
+4.48 |
10,200 |
22,530 |
-53 |
| Nov09 |
090625 |
176.72 |
180.84 |
176.72 |
179.65 |
+4.23 |
3,329 |
10,750 |
-18 |
| Dec09 |
090625 |
178.00 |
182.28 |
177.60 |
180.43 |
+3.94 |
4,692 |
13,728 |
+561 |
| Jan10 |
090625 |
182.50 |
183.87 |
181.82 |
182.48 |
+3.81 |
750 |
6,452 |
-33 |
| Feb10 |
090625 |
185.07 |
186.05 |
184.88 |
184.88 |
+3.71 |
257 |
2,164 |
+38 |
| Mar10 |
090625 |
187.90 |
189.00 |
187.58 |
187.58 |
+3.61 |
178 |
3,106 |
-11 |
| Apr10 |
090625 |
201.33 |
201.33 |
201.33 |
201.33 |
+3.51 |
75 |
2,881 |
+16 |
| Total Volume and Open Interest |
98,654 |
215,238 |
-2,667 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090625 |
1.84 |
1.84 |
1.84 |
1.90 |
+0.06 |
0 |
1 |
+0 |
| Aug09 |
090625 |
190.16 |
190.16 |
190.16 |
190.16 |
+5.16 |
0 |
2 |
+0 |
| Sep09 |
090625 |
189.96 |
189.96 |
189.96 |
189.96 |
+4.72 |
|
|
|
| Oct09 |
090625 |
180.40 |
180.40 |
180.40 |
180.40 |
+4.48 |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090625 |
3.779 |
3.950 |
3.743 |
3.844 |
+0.083 |
84,044 |
28,527 |
-10,481 |
| Aug09 |
090625 |
3.919 |
4.104 |
3.888 |
3.989 |
+0.083 |
60,223 |
109,077 |
+1,026 |
| Sep09 |
090625 |
4.046 |
4.228 |
4.026 |
4.121 |
+0.075 |
13,111 |
88,179 |
+426 |
| Oct09 |
090625 |
4.271 |
4.410 |
4.258 |
4.331 |
+0.068 |
12,996 |
75,555 |
-672 |
| Nov09 |
090625 |
4.900 |
5.000 |
4.885 |
4.957 |
+0.067 |
3,002 |
32,575 |
-153 |
| Dec09 |
090625 |
5.555 |
5.665 |
5.546 |
5.623 |
+0.069 |
4,998 |
42,643 |
-742 |
| Jan10 |
090625 |
5.900 |
5.960 |
5.864 |
5.929 |
+0.065 |
5,674 |
35,811 |
+181 |
| Feb10 |
090625 |
5.906 |
5.976 |
5.900 |
5.963 |
+0.064 |
594 |
19,680 |
-47 |
| Mar10 |
090625 |
5.829 |
5.918 |
5.829 |
5.895 |
+0.066 |
1,562 |
37,558 |
+114 |
| Apr10 |
090625 |
5.717 |
5.815 |
5.710 |
5.777 |
+0.070 |
1,525 |
34,934 |
-121 |
| May10 |
090625 |
5.820 |
5.839 |
5.796 |
5.822 |
+0.070 |
300 |
15,449 |
+45 |
| Jun10 |
090625 |
5.860 |
5.939 |
5.829 |
5.917 |
+0.070 |
219 |
8,702 |
-12 |
| Jul10 |
090625 |
5.970 |
6.063 |
5.970 |
6.032 |
+0.070 |
395 |
7,954 |
+8 |
| Aug10 |
090625 |
6.085 |
6.129 |
6.085 |
6.122 |
+0.070 |
380 |
9,387 |
-111 |
| Sep10 |
090625 |
6.161 |
6.191 |
6.146 |
6.182 |
+0.070 |
330 |
6,928 |
+141 |
| Oct10 |
090625 |
6.270 |
6.306 |
6.237 |
6.297 |
+0.070 |
1,626 |
16,395 |
+328 |
| Total Volume and Open Interest |
191,876 |
699,295 |
-10,146 |
| Brent Crude Oil(ICE) |
| Aug09 |
090625 |
68.11 |
70.51 |
68.05 |
69.78 |
+1.45 |
132,938 |
146,368 |
-3,020 |
| Sep09 |
090625 |
68.66 |
71.10 |
68.65 |
70.41 |
+1.46 |
50,252 |
120,374 |
+1,428 |
| Oct09 |
090625 |
69.34 |
71.70 |
69.34 |
71.06 |
+1.46 |
27,502 |
57,599 |
+748 |
| Nov09 |
090625 |
70.69 |
72.35 |
70.49 |
71.77 |
+1.46 |
13,569 |
25,107 |
+555 |
| Dec09 |
090625 |
71.35 |
73.01 |
70.93 |
72.41 |
+1.43 |
20,483 |
80,513 |
-971 |
| Jan10 |
090625 |
71.89 |
73.37 |
71.89 |
72.95 |
+1.40 |
4,739 |
22,942 |
-222 |
| Feb10 |
090625 |
72.49 |
73.82 |
72.49 |
73.41 |
+1.34 |
2,953 |
14,202 |
-850 |
| Mar10 |
090625 |
72.97 |
74.10 |
72.97 |
73.84 |
+1.28 |
2,157 |
10,516 |
+382 |
| Apr10 |
090625 |
74.52 |
74.52 |
74.26 |
74.26 |
+1.22 |
1,278 |
5,009 |
-217 |
| May10 |
090625 |
74.60 |
74.65 |
74.60 |
74.65 |
+1.16 |
1,032 |
4,188 |
-314 |
| Jun10 |
090625 |
74.20 |
75.39 |
74.20 |
75.01 |
+1.10 |
1,242 |
29,467 |
-259 |
| Jul10 |
090625 |
75.36 |
75.36 |
75.36 |
75.36 |
+1.05 |
126 |
8,431 |
-24 |
| Aug10 |
090625 |
75.35 |
75.67 |
75.35 |
75.67 |
+1.01 |
86 |
6,026 |
+14 |
| Sep10 |
090625 |
75.98 |
75.98 |
75.98 |
75.98 |
+0.97 |
69 |
2,351 |
+1 |
| Total Volume and Open Interest |
268,431 |
673,058 |
-674 |
| Gas Oil(ICE) |
| Jul09 |
090625 |
559.25 |
575.75 |
556.00 |
568.00 |
+3.50 |
52,635 |
94,253 |
-3,342 |
| Aug09 |
090625 |
565.50 |
585.50 |
565.50 |
577.75 |
+3.00 |
52,368 |
75,361 |
+2,063 |
| Sep09 |
090625 |
576.25 |
595.50 |
576.25 |
587.75 |
+2.25 |
15,531 |
46,124 |
-329 |
| Oct09 |
090625 |
589.25 |
605.00 |
589.25 |
597.25 |
+1.75 |
5,928 |
33,385 |
-271 |
| Nov09 |
090625 |
598.75 |
614.00 |
597.75 |
606.00 |
+1.75 |
3,557 |
22,792 |
+361 |
| Dec09 |
090625 |
604.75 |
621.25 |
604.75 |
614.50 |
+1.75 |
10,766 |
62,842 |
-291 |
| Jan10 |
090625 |
615.25 |
625.50 |
614.75 |
623.25 |
+1.50 |
1,546 |
27,345 |
-44 |
| Feb10 |
090625 |
622.75 |
633.00 |
622.25 |
630.75 |
+1.25 |
651 |
14,396 |
+22 |
| Mar10 |
090625 |
632.75 |
639.50 |
632.75 |
637.25 |
+1.00 |
393 |
15,906 |
+110 |
| Apr10 |
090625 |
638.75 |
645.50 |
638.75 |
643.00 |
+0.50 |
201 |
8,218 |
+8 |
| Total Volume and Open Interest |
147,597 |
498,273 |
-835 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090625 |
1.680 |
1.680 |
1.665 |
1.669 |
-0.008 |
62 |
497 |
-45 |
| Aug09 |
090625 |
1.670 |
1.670 |
1.650 |
1.655 |
-0.005 |
15 |
583 |
+9 |
| Sep09 |
090625 |
1.650 |
1.650 |
1.640 |
1.640 |
+0.006 |
10 |
374 |
+5 |
| Oct09 |
090625 |
1.640 |
1.640 |
1.640 |
1.640 |
+0.002 |
6 |
289 |
+6 |
| Nov09 |
090625 |
1.650 |
1.650 |
1.630 |
1.630 |
-0.007 |
11 |
323 |
+0 |
| Dec09 |
090625 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.005 |
8 |
435 |
+4 |
| Jan10 |
090625 |
1.655 |
1.655 |
1.630 |
1.630 |
-0.013 |
17 |
419 |
-3 |
| Total Volume and Open Interest |
160 |
4,271 |
+2 |
| US Dollar Index(ICE) |
| Sep09 |
090625 |
80.850 |
81.255 |
80.570 |
80.690 |
-0.190 |
8,566 |
18,462 |
+680 |
| Dec09 |
090625 |
81.245 |
81.625 |
81.050 |
81.050 |
-0.230 |
8 |
2,070 |
-2 |
| Mar10 |
090625 |
81.310 |
81.310 |
81.310 |
81.310 |
-0.230 |
|
|
|
| Total Volume and Open Interest |
8,574 |
20,532 |
+678 |
| Australian Dollar(CME) |
| Sep09 |
090625 |
79.21 |
79.94 |
78.88 |
79.74 |
+0.63 |
88,055 |
77,087 |
-1,083 |
| Dec09 |
090625 |
78.57 |
79.37 |
78.39 |
79.21 |
+0.62 |
10 |
251 |
+3 |
| Mar10 |
090625 |
78.69 |
78.69 |
78.08 |
78.69 |
+0.61 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
88,065 |
77,354 |
-1,080 |
| British Pound(CME) |
| Sep09 |
090625 |
164.10 |
164.70 |
162.28 |
163.70 |
-0.40 |
108,692 |
83,869 |
+1,021 |
| Dec09 |
090625 |
163.30 |
164.54 |
162.29 |
163.66 |
-0.41 |
126 |
311 |
+18 |
| Mar10 |
090625 |
163.64 |
164.38 |
162.48 |
163.64 |
-0.41 |
|
|
|
| Total Volume and Open Interest |
108,818 |
84,182 |
+1,039 |
| Canadian Dollar(CME) |
| Sep09 |
090625 |
86.54 |
86.80 |
85.96 |
86.42 |
-0.42 |
73,003 |
71,551 |
-1,139 |
| Dec09 |
090625 |
86.67 |
87.28 |
86.05 |
86.47 |
-0.43 |
79 |
2,094 |
+9 |
| Mar10 |
090625 |
86.46 |
86.96 |
86.18 |
86.52 |
-0.44 |
3 |
469 |
+2 |
| Jun10 |
090625 |
86.60 |
87.04 |
86.26 |
86.61 |
-0.43 |
2 |
102 |
+1 |
| Total Volume and Open Interest |
73,087 |
74,350 |
-1,127 |
| Japanese Yen(CME) |
| Sep09 |
090625 |
104.57 |
104.69 |
103.62 |
104.38 |
-0.20 |
105,501 |
73,635 |
+4,835 |
| Dec09 |
090625 |
104.02 |
104.79 |
103.81 |
104.51 |
-0.21 |
26 |
166 |
+9 |
| Mar10 |
090625 |
104.72 |
104.95 |
104.24 |
104.72 |
-0.23 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
105,527 |
73,816 |
+4,844 |
| Swiss Franc(CME) |
| Sep09 |
090625 |
91.14 |
91.66 |
90.83 |
91.46 |
+0.40 |
60,550 |
39,735 |
+6,478 |
| Dec09 |
090625 |
91.42 |
91.75 |
91.05 |
91.60 |
+0.39 |
60 |
100 |
+60 |
| Mar10 |
090625 |
91.63 |
91.77 |
91.40 |
91.77 |
+0.37 |
|
|
|
| Total Volume and Open Interest |
60,610 |
39,835 |
+6,538 |
| EuroFX(CME) |
| Sep09 |
090625 |
139.27 |
140.12 |
138.86 |
139.85 |
+0.66 |
277,272 |
117,161 |
+6,790 |
| Dec09 |
090625 |
139.60 |
140.08 |
138.88 |
139.84 |
+0.66 |
381 |
614 |
+195 |
| Mar10 |
090625 |
139.40 |
139.84 |
139.15 |
139.84 |
+0.65 |
0 |
324 |
+0 |
| Total Volume and Open Interest |
277,653 |
118,102 |
+6,985 |
| Mexican Peso(CME) |
| Jul09 |
090625 |
758.5 |
758.5 |
752.2 |
758.5 |
+6.2 |
|
|
|
| Aug09 |
090625 |
754.5 |
754.5 |
748.2 |
754.5 |
+6.2 |
|
|
|
| Total Volume and Open Interest |
10,300 |
40,150 |
+679 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090625 |
116~200 |
118~095 |
116~065 |
118~005 |
+1~145 |
202,964 |
697,972 |
+11,395 |
| Dec09 |
090625 |
115~000 |
116~270 |
114~310 |
116~220 |
+1~145 |
40 |
404 |
+11 |
| Mar10 |
090625 |
115~245 |
115~245 |
114~100 |
115~245 |
+1~145 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
203,004 |
698,430 |
+11,406 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090625 |
115~055 |
116~110 |
114~265 |
116~065 |
+1~005 |
701,532 |
1,015,550 |
-3,661 |
| Dec09 |
090625 |
114~250 |
114~250 |
113~240 |
114~245 |
+1~005 |
12 |
18 |
+5 |
| Mar10 |
090625 |
113~245 |
113~245 |
112~240 |
113~245 |
+1~005 |
|
|
|
| Total Volume and Open Interest |
701,544 |
1,015,568 |
-3,656 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090625 |
113~115 |
114~088 |
113~088 |
114~076 |
+0~080 |
296,979 |
765,290 |
+36 |
| Dec09 |
090625 |
112~124 |
113~032 |
112~080 |
113~032 |
+0~080 |
0 |
500 |
+0 |
| Mar10 |
090625 |
113~032 |
113~032 |
112~080 |
113~032 |
+0~080 |
|
|
|
| Total Volume and Open Interest |
300,711 |
787,547 |
-733 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090625 |
107~112 |
108~012 |
107~105 |
108~008 |
+0~020 |
135,297 |
548,320 |
+17,712 |
| Dec09 |
090625 |
107~077 |
107~077 |
107~057 |
107~077 |
+0~020 |
1 |
1 |
+1 |
| Mar10 |
090625 |
107~077 |
107~077 |
107~057 |
107~077 |
+0~020 |
|
|
|
| Total Volume and Open Interest |
135,470 |
550,369 |
+17,708 |
| Eurodollars(CME) |
| Sep09 |
090625 |
99.290 |
99.345 |
99.270 |
99.340 |
+0.060 |
192,877 |
1,078,358 |
+20,638 |
| Dec09 |
090625 |
99.060 |
99.155 |
99.030 |
99.145 |
+0.095 |
224,404 |
895,830 |
+14,550 |
| Mar10 |
090625 |
98.770 |
98.915 |
98.735 |
98.905 |
+0.130 |
246,552 |
753,742 |
+21,936 |
| Jun10 |
090625 |
98.370 |
98.535 |
98.330 |
98.525 |
+0.145 |
227,466 |
536,960 |
-509 |
| Sep10 |
090625 |
97.960 |
98.150 |
97.915 |
98.135 |
+0.160 |
256,990 |
450,526 |
+550 |
| Dec10 |
090625 |
97.540 |
97.740 |
97.485 |
97.720 |
+0.170 |
190,047 |
588,582 |
+15,723 |
| Mar11 |
090625 |
97.165 |
97.375 |
97.120 |
97.360 |
+0.180 |
142,569 |
332,375 |
+4,589 |
| Jun11 |
090625 |
96.800 |
97.020 |
96.760 |
97.000 |
+0.185 |
102,565 |
316,474 |
-2,285 |
| Sep11 |
090625 |
96.480 |
96.710 |
96.450 |
96.685 |
+0.185 |
52,349 |
218,972 |
+1,500 |
| Dec11 |
090625 |
96.190 |
96.425 |
96.160 |
96.395 |
+0.190 |
51,245 |
148,104 |
+1,046 |
| Mar12 |
090625 |
95.985 |
96.230 |
95.955 |
96.190 |
+0.190 |
41,565 |
109,400 |
+1,374 |
| Jun12 |
090625 |
95.795 |
96.050 |
95.765 |
96.000 |
+0.190 |
44,350 |
110,805 |
-1,099 |
| Sep12 |
090625 |
95.615 |
95.900 |
95.610 |
95.850 |
+0.190 |
13,446 |
66,882 |
-766 |
| Dec12 |
090625 |
95.495 |
95.760 |
95.460 |
95.705 |
+0.190 |
9,732 |
57,391 |
-885 |
| Mar13 |
090625 |
95.415 |
95.680 |
95.380 |
95.625 |
+0.195 |
7,606 |
63,034 |
-228 |
| Jun13 |
090625 |
95.320 |
95.595 |
95.285 |
95.525 |
+0.200 |
13,038 |
30,885 |
+1,314 |
| Sep13 |
090625 |
95.230 |
95.505 |
95.195 |
95.435 |
+0.200 |
5,319 |
40,209 |
+173 |
| Dec13 |
090625 |
95.115 |
95.405 |
95.095 |
95.330 |
+0.200 |
4,497 |
27,811 |
-168 |
| Total Volume and Open Interest |
1,865,535 |
6,069,197 |
+82,453 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090625 |
99.790 |
99.798 |
99.785 |
99.795 |
+0.010 |
796 |
55,522 |
+57 |
| Jul09 |
090625 |
99.785 |
99.800 |
99.780 |
99.795 |
+0.015 |
2,003 |
50,542 |
-319 |
| Aug09 |
090625 |
99.765 |
99.785 |
99.765 |
99.780 |
+0.015 |
1,692 |
41,684 |
-843 |
| Sep09 |
090625 |
99.740 |
99.765 |
99.740 |
99.755 |
+0.015 |
4,884 |
31,907 |
+367 |
| Oct09 |
090625 |
99.725 |
99.750 |
99.720 |
99.740 |
+0.020 |
6,821 |
34,446 |
+1,203 |
| Nov09 |
090625 |
99.680 |
99.710 |
99.680 |
99.705 |
+0.025 |
14,310 |
60,645 |
+1,237 |
| Total Volume and Open Interest |
65,880 |
428,299 |
+4,524 |
| 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 |
090625 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090625 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
|
|
|
| Mar10 |
090625 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Jun10 |
090625 |
99.47 |
99.48 |
99.47 |
99.48 |
+0.01 |
|
|
|
| Sep10 |
090625 |
99.42 |
99.43 |
99.42 |
99.43 |
+0.01 |
|
|
|
| Dec10 |
090625 |
99.37 |
99.38 |
99.37 |
99.38 |
+0.01 |
|
|
|
| Mar11 |
090625 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090625 |
99.22 |
99.24 |
99.22 |
99.24 |
+0.02 |
|
|
|
| Sep11 |
090625 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
| Dec11 |
090625 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090625 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
17 |
9,468 |
-16 |
| Dec09 |
090625 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
2,694 |
+0 |
| Mar10 |
090625 |
99.51 |
99.51 |
99.50 |
99.50 |
unch |
3 |
2,475 |
-23 |
| Jun10 |
090625 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
1,023 |
+0 |
| Sep10 |
090625 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
0 |
281 |
+0 |
| Dec10 |
090625 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
252 |
+0 |
| Mar11 |
090625 |
99.30 |
99.30 |
99.30 |
99.30 |
unch |
0 |
412 |
+0 |
| Jun11 |
090625 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
0 |
52 |
+0 |
| Total Volume and Open Interest |
20 |
18,388 |
+208 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090623 |
137.21 |
137.45 |
137.21 |
137.37 |
+0.22 |
1,532 |
15,806 |
-800 |
| Dec09 |
090625 |
137.28 |
137.28 |
137.28 |
137.28 |
-0.13 |
|
|
|
| Mar10 |
090625 |
137.05 |
137.05 |
137.05 |
137.05 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
2,332 |
14,753 |
-128 |
| Euro-Bund(EUREX) |
| Sep09 |
090624 |
120.15 |
120.48 |
120.06 |
120.33 |
+0.10 |
551,917 |
852,211 |
+945 |
| Dec09 |
090624 |
119.07 |
119.09 |
118.83 |
119.03 |
+0.10 |
6 |
53 |
+0 |
| Mar10 |
090624 |
118.76 |
118.76 |
118.76 |
118.76 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
551,923 |
852,264 |
+945 |
| Euro-Bobl(EUREX) |
| Sep09 |
090622 |
114.82 |
114.97 |
114.67 |
114.95 |
+0.30 |
306,661 |
639,977 |
+6,307 |
| Dec09 |
090625 |
113.71 |
114.09 |
113.70 |
114.09 |
+0.19 |
0 |
78 |
+0 |
| Mar10 |
090625 |
113.89 |
113.89 |
113.89 |
113.89 |
+0.30 |
|
|
|
| Total Volume and Open Interest |
350,852 |
665,080 |
+5,309 |
| 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 |
090624 |
98.790 |
98.840 |
98.790 |
98.840 |
+0.070 |
39 |
4,840 |
+13 |
| Total Volume and Open Interest |
430 |
32,816 |
+221 |
| Long Gilt(LIFFE) |
| Jun09 |
090625 |
119~14 |
119~20 |
119~12 |
119~19 |
+0~02 |
1,377 |
8,492 |
+116 |
| Sep09 |
090625 |
117~22 |
118~07 |
117~21 |
118~02 |
+0~02 |
79,892 |
219,615 |
+3,757 |
| Total Volume and Open Interest |
81,269 |
228,107 |
+3,873 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090625 |
98.85 |
98.90 |
98.84 |
98.89 |
+0.04 |
49,980 |
275,738 |
+2,584 |
| Dec09 |
090625 |
98.64 |
98.74 |
98.64 |
98.72 |
+0.06 |
53,066 |
259,896 |
+2,912 |
| Mar10 |
090625 |
98.40 |
98.48 |
98.38 |
98.45 |
+0.04 |
58,999 |
364,604 |
+779 |
| Jun10 |
090625 |
97.93 |
98.01 |
97.92 |
97.99 |
+0.03 |
74,529 |
275,631 |
-334 |
| Sep10 |
090625 |
97.44 |
97.51 |
97.42 |
97.50 |
+0.03 |
79,286 |
238,816 |
-700 |
| Dec10 |
090625 |
96.94 |
96.99 |
96.89 |
96.98 |
+0.03 |
39,076 |
196,274 |
+2,103 |
| Total Volume and Open Interest |
476,201 |
1,981,500 |
+12,581 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090625 |
98.940 |
98.990 |
98.940 |
98.970 |
+0.025 |
134,003 |
648,987 |
-8,040 |
| Dec09 |
090625 |
98.830 |
98.890 |
98.825 |
98.870 |
+0.030 |
126,261 |
519,353 |
-834 |
| Mar10 |
090625 |
98.690 |
98.770 |
98.675 |
98.745 |
+0.045 |
167,596 |
481,465 |
-13,663 |
| Total Volume and Open Interest |
942,422 |
3,133,576 |
-20,422 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090625 |
96.78 |
96.80 |
96.71 |
96.75 |
-0.04 |
12,500 |
289,016 |
+321 |
| Dec09 |
090625 |
96.64 |
96.66 |
96.56 |
96.58 |
-0.07 |
8,954 |
199,743 |
-2,093 |
| Mar10 |
090625 |
96.27 |
96.30 |
96.16 |
96.19 |
-0.09 |
5,605 |
117,636 |
-1,239 |
| Jun10 |
090625 |
95.78 |
95.82 |
95.67 |
95.70 |
-0.09 |
2,210 |
75,924 |
-1,470 |
| Sep10 |
090625 |
95.32 |
95.32 |
95.18 |
95.21 |
-0.10 |
1,873 |
46,523 |
-1,024 |
| Dec10 |
090625 |
94.84 |
94.84 |
94.76 |
94.80 |
-0.10 |
1,525 |
30,600 |
-3 |
| Mar11 |
090625 |
94.47 |
94.47 |
94.41 |
94.44 |
-0.10 |
1,068 |
16,876 |
+265 |
| Jun11 |
090625 |
94.08 |
94.09 |
94.08 |
94.09 |
-0.11 |
671 |
10,856 |
+358 |
| Sep11 |
090625 |
93.78 |
93.79 |
93.78 |
93.79 |
-0.11 |
211 |
3,163 |
+164 |
| Dec11 |
090625 |
93.50 |
93.50 |
93.50 |
93.50 |
-0.11 |
0 |
891 |
+0 |
| Total Volume and Open Interest |
34,668 |
792,014 |
-4,670 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090624 |
94.42 |
94.46 |
94.36 |
94.40 |
-0.03 |
34,460 |
303,536 |
+21,874 |
| Dec09 |
090625 |
94.28 |
94.28 |
94.28 |
94.28 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
18,597 |
303,328 |
-208 |
| 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 |
090625 |
94.99 |
94.99 |
94.99 |
94.99 |
-0.14 |
|
|
|
| Total Volume and Open Interest |
81,204 |
413,673 |
+3,791 |
| Gold(CMX) |
| Jun09 |
090625 |
932.3 |
939.1 |
932.3 |
939.1 |
+5.0 |
181 |
328 |
-211 |
| Aug09 |
090625 |
932.0 |
940.4 |
930.3 |
939.5 |
+5.1 |
91,901 |
225,733 |
-3,931 |
| Oct09 |
090625 |
935.0 |
941.5 |
932.2 |
940.9 |
+5.1 |
2,917 |
11,433 |
-589 |
| Dec09 |
090625 |
934.7 |
942.9 |
934.7 |
942.2 |
+5.0 |
5,330 |
48,639 |
-211 |
| Feb10 |
090625 |
939.0 |
944.0 |
939.0 |
943.3 |
+4.9 |
967 |
15,185 |
+624 |
| Apr10 |
090625 |
944.0 |
945.2 |
940.1 |
944.5 |
+4.8 |
1,055 |
16,327 |
+99 |
| Jun10 |
090625 |
942.0 |
946.7 |
942.0 |
946.1 |
+4.7 |
28 |
8,741 |
-29 |
| Aug10 |
090625 |
947.9 |
947.9 |
947.9 |
947.9 |
+4.6 |
1 |
3,058 |
+0 |
| Oct10 |
090625 |
950.0 |
950.0 |
950.0 |
950.0 |
+4.5 |
0 |
1,237 |
+0 |
| Dec10 |
090625 |
952.5 |
952.5 |
952.5 |
952.5 |
+4.4 |
336 |
12,965 |
-292 |
| Feb11 |
090625 |
955.4 |
955.4 |
955.4 |
955.4 |
+4.3 |
0 |
12 |
+0 |
| Apr11 |
090625 |
958.5 |
958.5 |
958.5 |
958.5 |
+4.1 |
|
|
|
| Total Volume and Open Interest |
103,165 |
370,347 |
-4,623 |
| Silver(CMX) |
| Jul09 |
090625 |
1383.0 |
1405.0 |
1379.5 |
1400.5 |
+9.5 |
29,289 |
29,027 |
-3,581 |
| Sep09 |
090625 |
1387.0 |
1407.5 |
1383.5 |
1403.2 |
+9.0 |
12,947 |
35,569 |
+1,809 |
| Dec09 |
090625 |
1387.0 |
1408.5 |
1387.0 |
1407.3 |
+8.9 |
1,280 |
20,896 |
+400 |
| Mar10 |
090625 |
1409.9 |
1409.9 |
1409.9 |
1409.9 |
+8.8 |
57 |
6,435 |
+20 |
| May10 |
090625 |
1411.5 |
1411.5 |
1411.5 |
1411.5 |
+8.7 |
30 |
2,562 |
-11 |
| Jul10 |
090625 |
1412.5 |
1412.9 |
1411.0 |
1412.9 |
+8.5 |
1,523 |
2,964 |
+213 |
| Sep10 |
090625 |
1414.8 |
1414.8 |
1414.8 |
1414.8 |
+8.4 |
0 |
63 |
+0 |
| Total Volume and Open Interest |
45,190 |
105,699 |
-1,145 |
| Platinum(NYMEX) |
| Jul09 |
090625 |
1161.9 |
1196.4 |
1161.0 |
1191.0 |
+23.1 |
4,765 |
8,480 |
-2,430 |
| Oct09 |
090625 |
1170.9 |
1202.4 |
1167.5 |
1197.0 |
+21.8 |
3,065 |
14,569 |
+2,145 |
| Jan10 |
090625 |
1190.5 |
1200.5 |
1187.0 |
1200.0 |
+21.2 |
3 |
227 |
+0 |
| Total Volume and Open Interest |
7,833 |
23,276 |
-285 |
| Palladium(NYMEX) |
| Jun09 |
090625 |
237.90 |
244.25 |
237.90 |
244.25 |
+7.50 |
15 |
262 |
-2 |
| Sep09 |
090625 |
232.25 |
247.50 |
232.25 |
244.45 |
+7.00 |
689 |
15,475 |
-104 |
| Dec09 |
090625 |
246.80 |
248.15 |
245.65 |
245.65 |
+7.00 |
6 |
298 |
+2 |
| Total Volume and Open Interest |
710 |
16,035 |
-104 |
| Copper(CMX) |
| Jul09 |
090625 |
225.90 |
233.10 |
223.10 |
230.15 |
+3.40 |
18,052 |
16,971 |
-4,356 |
| Sep09 |
090625 |
227.00 |
234.65 |
224.50 |
231.60 |
+3.50 |
10,206 |
67,491 |
+604 |
| Dec09 |
090625 |
227.80 |
235.10 |
226.65 |
232.20 |
+3.35 |
457 |
12,268 |
-35 |
| Mar10 |
090625 |
232.20 |
232.35 |
232.20 |
232.35 |
+3.20 |
43 |
2,293 |
+13 |
| May10 |
090625 |
234.65 |
234.65 |
232.00 |
232.45 |
+3.15 |
2 |
603 |
+2 |
| Total Volume and Open Interest |
29,496 |
109,536 |
-3,830 |
| Aluminum(CMX) |
| Jun09 |
090625 |
76.50 |
76.50 |
76.50 |
76.50 |
+1.25 |
|
|
|
| Jul09 |
090625 |
77.00 |
77.00 |
77.00 |
77.00 |
+1.25 |
|
|
|
| Aug09 |
090625 |
77.50 |
77.50 |
77.50 |
77.50 |
+1.25 |
|
|
|
| Sep09 |
090625 |
78.00 |
78.00 |
78.00 |
78.00 |
+1.25 |
|
|
|
| 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 |
090625 |
8256 |
8430 |
8201 |
8414 |
+158 |
734 |
8,151 |
-47 |
| Dec09 |
090625 |
8142 |
8365 |
8142 |
8356 |
+158 |
28 |
27 |
-10 |
| Mar10 |
090625 |
8314 |
8314 |
8156 |
8314 |
+158 |
0 |
1 |
+0 |
| Jun10 |
090625 |
8264 |
8264 |
8106 |
8264 |
+158 |
|
|
|
| Total Volume and Open Interest |
762 |
8,179 |
-57 |
| S & P 500(CME) |
| Sep09 |
090625 |
897.70 |
917.50 |
890.90 |
916.60 |
+18.60 |
18,961 |
384,872 |
+1,018 |
| Dec09 |
090625 |
912.40 |
913.80 |
887.80 |
912.40 |
+18.60 |
0 |
6,722 |
-49 |
| Mar10 |
090625 |
908.80 |
910.20 |
884.20 |
908.80 |
+18.60 |
0 |
3,174 |
+0 |
| Jun10 |
090625 |
906.80 |
908.20 |
882.20 |
906.80 |
+18.60 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
18,961 |
394,770 |
+969 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090625 |
898.00 |
917.75 |
891.00 |
917.00 |
+19.00 |
1,834,657 |
2,293,093 |
-6,405 |
| Dec09 |
090625 |
893.25 |
913.25 |
886.50 |
912.50 |
+18.75 |
1,164 |
5,267 |
+426 |
| Total Volume and Open Interest |
1,835,964 |
2,298,399 |
-5,960 |
| NASDAQ 100(CME) |
| Sep09 |
090625 |
1446.50 |
1477.00 |
1432.00 |
1473.00 |
+25.70 |
3,449 |
13,323 |
+1,846 |
| Dec09 |
090625 |
1471.50 |
1472.00 |
1471.50 |
1471.50 |
+25.20 |
0 |
12 |
+0 |
| Mar10 |
090625 |
1470.50 |
1471.00 |
1470.50 |
1470.50 |
+25.20 |
|
|
|
| Total Volume and Open Interest |
3,449 |
13,335 |
+1,846 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090625 |
1446.30 |
1476.80 |
1432.80 |
1473.00 |
+25.70 |
259,634 |
233,350 |
-6,804 |
| Dec09 |
090625 |
1456.30 |
1474.80 |
1432.30 |
1471.50 |
+25.20 |
71 |
57 |
+3 |
| Total Volume and Open Interest |
259,713 |
233,416 |
-6,793 |
| S & P Midcap 400(CME) |
| Sep09 |
090625 |
557.00 |
574.00 |
556.50 |
573.00 |
+12.30 |
9 |
2,418 |
-7 |
| Dec09 |
090625 |
571.00 |
571.00 |
571.00 |
571.00 |
+12.30 |
|
|
|
| Mar10 |
090625 |
569.00 |
569.00 |
569.00 |
569.00 |
+12.30 |
|
|
|
| Total Volume and Open Interest |
9 |
2,418 |
-7 |
| Russell 2000(CME) |
| Sep09 |
090625 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
352 |
5,722 |
-22 |
| Dec09 |
090625 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,275 |
+0 |
| Mar10 |
090625 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,681 |
+307 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090625 |
9630 |
9885 |
9620 |
9775 |
+205 |
117,956 |
155,187 |
+10,936 |
| Dec09 |
090625 |
9685 |
9745 |
9685 |
9745 |
+215 |
0 |
959 |
+0 |
| Total Volume and Open Interest |
117,957 |
154,885 |
-4,704 |
| Nikkei 225(SGX) |
| Sep09 |
090625 |
9630 |
9885 |
9620 |
9775 |
+205 |
117,956 |
155,187 |
+10,936 |
| Dec09 |
090625 |
9685 |
9745 |
9685 |
9745 |
+215 |
0 |
959 |
+0 |
| Mar10 |
090625 |
9755 |
9755 |
9755 |
9755 |
+205 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
117,957 |
154,885 |
-4,704 |
| CAC 40(EURONEXT) |
| Jul09 |
090625 |
3179.5 |
3186.5 |
3106.0 |
3163.5 |
-19.0 |
120,203 |
380,003 |
-4,784 |
| Aug09 |
090625 |
3178.0 |
3178.0 |
3107.5 |
3164.0 |
-19.0 |
69 |
365 |
+27 |
| Sep09 |
090625 |
3175.5 |
3179.5 |
3104.0 |
3159.5 |
-20.0 |
531 |
38,834 |
+223 |
| Total Volume and Open Interest |
120,803 |
421,820 |
-4,534 |
| Hang Seng Index(HKFE) |
| Jun09 |
090625 |
18005 |
18362 |
18005 |
18319 |
+369 |
87,737 |
72,869 |
-5,838 |
| Jul09 |
090625 |
17984 |
18355 |
17984 |
18310 |
+362 |
7,776 |
21,213 |
+11,318 |
| Total Volume and Open Interest |
95,924 |
96,932 |
+5,690 |
| DAX(EUREX) |
| Sep09 |
090624 |
4724.0 |
4844.0 |
4700.0 |
4836.0 |
+128.5 |
137,030 |
125,310 |
+16,197 |
| Dec09 |
090624 |
4731.0 |
4847.0 |
4715.5 |
4841.0 |
+128.5 |
530 |
7,734 |
-353 |
| Mar10 |
090624 |
4728.0 |
4852.5 |
4728.0 |
4852.5 |
+128.5 |
60 |
60 |
|
| Total Volume and Open Interest |
137,620 |
133,104 |
|
| FT-SE 100(EURONEXT) |
| Sep09 |
090625 |
4237.00 |
4265.00 |
4178.50 |
4220.50 |
-28.50 |
87,502 |
622,470 |
-3,971 |
| Dec09 |
090625 |
4218.00 |
4232.00 |
4157.50 |
4192.50 |
-29.00 |
26 |
4,365 |
-6 |
| Mar10 |
090625 |
4167.50 |
4167.50 |
4167.50 |
4167.50 |
-28.50 |
|
|
|
| Total Volume and Open Interest |
87,528 |
626,835 |
-3,977 |
| SPI 200(SFE) |
| Jun09 |
090618 |
3898.0 |
3923.0 |
3853.0 |
3922.0 |
+25.0 |
83,915 |
210,038 |
-62,039 |
| Sep09 |
090625 |
3770.0 |
3834.0 |
3761.0 |
3830.0 |
+62.0 |
28,588 |
248,321 |
-179 |
| Dec09 |
090625 |
3800.0 |
3839.0 |
3800.0 |
3839.0 |
+64.0 |
1 |
3,493 |
+0 |
| Total Volume and Open Interest |
28,631 |
255,814 |
-186 |
| GSCI(CME) |
| Jul09 |
090625 |
452.00 |
459.00 |
447.95 |
456.00 |
+8.00 |
262 |
15,727 |
-19 |
| Aug09 |
090625 |
457.00 |
463.00 |
452.95 |
461.00 |
+8.00 |
|
|
|
| Sep09 |
090625 |
457.00 |
467.00 |
457.00 |
465.00 |
+8.00 |
|
|
|
| Total Volume and Open Interest |
262 |
15,727 |
-19 |
| 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. |
|
|