|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon June 29, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090629 |
1200.00 |
1225.25 |
1196.00 |
1215.00 |
+14.00 |
49,306 |
53,000 |
-6,888 |
| Aug09 |
090629 |
1124.25 |
1137.25 |
1120.00 |
1122.00 |
-6.00 |
29,605 |
61,548 |
+82 |
| Sep09 |
090629 |
1040.75 |
1052.75 |
1033.50 |
1036.00 |
-10.00 |
5,125 |
19,176 |
+86 |
| Nov09 |
090629 |
985.00 |
997.75 |
980.00 |
983.50 |
-7.50 |
64,492 |
242,203 |
+8,116 |
| Jan10 |
090629 |
991.00 |
997.50 |
983.50 |
986.50 |
-5.50 |
3,296 |
25,020 |
+400 |
| Mar10 |
090629 |
983.00 |
992.75 |
978.25 |
979.50 |
-7.00 |
1,546 |
17,552 |
+56 |
| May10 |
090629 |
965.50 |
978.00 |
962.25 |
964.50 |
-3.50 |
1,882 |
9,712 |
+415 |
| Total Volume and Open Interest |
159,212 |
460,388 |
+3,184 |
| Soybean Meal(CBOT) |
| Jul09 |
090629 |
405.00 |
414.00 |
403.10 |
411.40 |
+6.40 |
25,090 |
21,573 |
-2,532 |
| Aug09 |
090629 |
370.80 |
373.50 |
368.00 |
371.40 |
+0.40 |
14,522 |
29,833 |
+1,814 |
| Sep09 |
090629 |
337.30 |
339.50 |
333.90 |
336.40 |
-1.60 |
4,448 |
23,409 |
+515 |
| Oct09 |
090629 |
315.10 |
315.70 |
310.80 |
312.40 |
-1.80 |
4,052 |
17,216 |
+402 |
| Dec09 |
090629 |
304.40 |
307.60 |
302.00 |
304.40 |
-1.60 |
16,228 |
75,391 |
+1,556 |
| Jan10 |
090629 |
299.90 |
300.20 |
295.90 |
297.70 |
-1.30 |
647 |
5,355 |
+69 |
| Mar10 |
090629 |
290.00 |
293.50 |
290.00 |
291.70 |
-1.00 |
632 |
4,450 |
-7 |
| May10 |
090629 |
284.00 |
284.90 |
282.10 |
284.20 |
-0.20 |
905 |
6,075 |
+149 |
| Total Volume and Open Interest |
68,379 |
188,373 |
+2,196 |
| Soybean Oil(CBOT) |
| Jul09 |
090629 |
35.93 |
36.38 |
35.73 |
35.78 |
-0.30 |
31,188 |
41,627 |
-931 |
| Aug09 |
090629 |
36.03 |
36.54 |
35.90 |
35.95 |
-0.29 |
10,557 |
39,062 |
+305 |
| Sep09 |
090629 |
36.39 |
36.70 |
36.06 |
36.10 |
-0.29 |
5,629 |
31,163 |
+657 |
| Oct09 |
090629 |
36.56 |
36.66 |
36.20 |
36.25 |
-0.29 |
3,534 |
16,409 |
+647 |
| Dec09 |
090629 |
36.72 |
37.19 |
36.54 |
36.60 |
-0.29 |
23,563 |
99,209 |
+3,353 |
| Jan10 |
090629 |
37.00 |
37.21 |
36.94 |
36.94 |
-0.29 |
647 |
8,213 |
+84 |
| Mar10 |
090629 |
37.50 |
37.50 |
37.19 |
37.19 |
-0.29 |
758 |
3,770 |
+397 |
| May10 |
090629 |
37.50 |
37.62 |
37.27 |
37.32 |
-0.28 |
351 |
4,294 |
+119 |
| Total Volume and Open Interest |
76,888 |
253,564 |
+4,808 |
| Canola(WCE) |
| Jul09 |
090629 |
459.0 |
468.4 |
452.5 |
455.0 |
-5.2 |
2,969 |
7,642 |
-951 |
| Nov09 |
090629 |
456.0 |
461.5 |
451.0 |
452.0 |
-4.3 |
4,993 |
85,434 |
+1,395 |
| Jan10 |
090629 |
461.0 |
462.1 |
455.2 |
456.2 |
-4.1 |
769 |
8,617 |
-340 |
| Mar10 |
090629 |
462.9 |
462.9 |
460.5 |
460.5 |
-4.1 |
541 |
1,752 |
+290 |
| May10 |
090629 |
462.0 |
466.1 |
462.0 |
462.0 |
-4.1 |
0 |
498 |
+0 |
| Total Volume and Open Interest |
9,272 |
104,540 |
+394 |
| Corn(CBOT) |
| Jul09 |
090629 |
383.00 |
384.50 |
375.75 |
377.00 |
-7.25 |
95,144 |
113,250 |
-14,818 |
| Sep09 |
090629 |
390.50 |
391.75 |
383.25 |
384.50 |
-7.25 |
65,304 |
280,635 |
+9,163 |
| Dec09 |
090629 |
403.50 |
404.00 |
395.50 |
397.25 |
-7.00 |
99,873 |
394,766 |
+7,159 |
| Mar10 |
090629 |
415.50 |
416.00 |
407.75 |
409.50 |
-6.50 |
5,975 |
62,805 |
-245 |
| May10 |
090629 |
422.50 |
423.75 |
416.75 |
418.00 |
-6.50 |
2,374 |
14,583 |
+416 |
| Jul10 |
090629 |
431.00 |
431.00 |
424.00 |
425.00 |
-6.25 |
5,212 |
37,512 |
+408 |
| Total Volume and Open Interest |
279,078 |
975,893 |
+2,099 |
| Wheat(CBOT) |
| Jul09 |
090629 |
534.25 |
540.00 |
525.50 |
528.50 |
-5.75 |
38,134 |
44,325 |
-4,789 |
| Sep09 |
090629 |
562.00 |
568.25 |
554.00 |
557.75 |
-5.25 |
29,685 |
134,737 |
+5,197 |
| Dec09 |
090629 |
586.75 |
592.50 |
579.50 |
583.00 |
-4.25 |
13,429 |
90,747 |
+812 |
| Mar10 |
090629 |
603.00 |
608.50 |
597.00 |
600.00 |
-3.75 |
1,109 |
11,376 |
+256 |
| May10 |
090629 |
619.25 |
619.25 |
608.75 |
611.75 |
-4.00 |
31 |
1,146 |
+12 |
| Total Volume and Open Interest |
83,901 |
326,011 |
+1,663 |
| Wheat(KCBT) |
| Jul09 |
090629 |
589.25 |
594.00 |
580.00 |
581.50 |
-8.00 |
6,929 |
12,409 |
-2,875 |
| Sep09 |
090629 |
599.50 |
604.00 |
590.00 |
592.00 |
-8.00 |
7,955 |
34,066 |
+739 |
| Dec09 |
090629 |
616.00 |
620.75 |
607.50 |
608.75 |
-7.75 |
3,016 |
28,853 |
+344 |
| Mar10 |
090629 |
635.00 |
635.00 |
624.50 |
624.50 |
-7.50 |
356 |
3,131 |
+31 |
| May10 |
090629 |
645.00 |
645.25 |
634.25 |
634.50 |
-5.75 |
104 |
724 |
+102 |
| Total Volume and Open Interest |
18,950 |
89,898 |
-1,463 |
| Wheat(MGE) |
| Jul09 |
090629 |
670.00 |
670.00 |
651.75 |
651.75 |
-15.50 |
789 |
2,064 |
-210 |
| Sep09 |
090629 |
667.00 |
671.75 |
655.25 |
656.50 |
-10.75 |
1,939 |
12,487 |
+319 |
| Dec09 |
090629 |
678.00 |
682.75 |
666.50 |
668.25 |
-10.50 |
853 |
9,771 |
+399 |
| Mar10 |
090629 |
688.50 |
691.25 |
677.25 |
678.75 |
-10.50 |
224 |
2,611 |
+10 |
| May10 |
090629 |
695.75 |
696.50 |
683.00 |
686.25 |
-8.50 |
176 |
979 |
+22 |
| Total Volume and Open Interest |
4,178 |
33,412 |
+218 |
| Oats(CBOT) |
| Jul09 |
090629 |
209.75 |
213.50 |
204.00 |
213.50 |
+4.25 |
799 |
1,617 |
-579 |
| Sep09 |
090629 |
214.75 |
223.00 |
213.50 |
223.00 |
+4.25 |
233 |
2,992 |
+116 |
| Dec09 |
090629 |
232.00 |
236.25 |
226.50 |
236.25 |
+4.25 |
437 |
8,014 |
+234 |
| Mar10 |
090629 |
241.75 |
248.25 |
240.00 |
248.25 |
+4.25 |
58 |
1,298 |
+23 |
| Total Volume and Open Interest |
1,527 |
14,009 |
-206 |
| Rough Rice(CBOT) |
| Jul09 |
090629 |
12.15 |
12.23 |
11.93 |
11.94 |
-0.19 |
146 |
1,157 |
-43 |
| Sep09 |
090629 |
12.17 |
12.34 |
12.09 |
12.11 |
-0.12 |
223 |
4,394 |
+47 |
| Nov09 |
090629 |
12.32 |
12.35 |
12.18 |
12.20 |
-0.11 |
63 |
2,048 |
+2 |
| Jan10 |
090629 |
12.40 |
12.52 |
12.40 |
12.40 |
-0.12 |
0 |
262 |
+0 |
| Total Volume and Open Interest |
442 |
8,322 |
+13 |
| Live Cattle(CME) |
| Jun09 |
090629 |
82.500 |
84.700 |
82.450 |
84.635 |
+2.155 |
921 |
1,865 |
-622 |
| Aug09 |
090629 |
82.800 |
85.400 |
82.535 |
85.400 |
+3.000 |
7,923 |
106,220 |
-399 |
| Oct09 |
090629 |
88.135 |
90.500 |
88.035 |
90.400 |
+2.265 |
4,723 |
59,601 |
+523 |
| Dec09 |
090629 |
88.650 |
90.350 |
88.550 |
90.250 |
+1.570 |
1,788 |
27,460 |
+263 |
| Feb10 |
090629 |
89.000 |
90.400 |
88.750 |
90.050 |
+1.250 |
383 |
11,069 |
+125 |
| Apr10 |
090629 |
90.385 |
91.300 |
89.800 |
91.300 |
+1.300 |
231 |
5,348 |
+56 |
| Total Volume and Open Interest |
16,067 |
213,424 |
-56 |
| Feeder Cattle(CME) |
| Aug09 |
090629 |
98.950 |
101.980 |
98.830 |
101.730 |
+2.750 |
709 |
14,575 |
-13 |
| Sep09 |
090629 |
98.885 |
101.800 |
98.830 |
101.700 |
+2.720 |
149 |
2,820 |
+4 |
| Oct09 |
090629 |
98.680 |
101.400 |
98.500 |
101.330 |
+2.750 |
135 |
4,865 |
+35 |
| Nov09 |
090629 |
99.000 |
101.350 |
98.580 |
101.350 |
+2.650 |
53 |
1,134 |
-3 |
| Jan10 |
090629 |
98.535 |
100.400 |
97.800 |
100.200 |
+2.200 |
17 |
329 |
-13 |
| Mar10 |
090629 |
98.000 |
99.300 |
97.200 |
99.300 |
+2.300 |
0 |
52 |
+0 |
| Apr10 |
090629 |
98.300 |
98.300 |
98.000 |
98.300 |
+1.300 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
1,063 |
23,799 |
+10 |
| Lean Hogs(CME) |
| Jul09 |
090629 |
57.285 |
58.735 |
56.900 |
58.035 |
+1.335 |
4,855 |
12,426 |
-274 |
| Aug09 |
090629 |
57.900 |
59.285 |
57.330 |
58.630 |
+0.930 |
8,792 |
62,201 |
-1,625 |
| Oct09 |
090629 |
54.880 |
55.700 |
53.950 |
55.100 |
+0.315 |
3,529 |
27,256 |
-85 |
| Dec09 |
090629 |
55.650 |
56.130 |
54.350 |
55.330 |
-0.520 |
2,439 |
18,086 |
-152 |
| Feb10 |
090629 |
61.500 |
61.500 |
60.100 |
61.250 |
-0.500 |
644 |
4,475 |
+51 |
| Apr10 |
090629 |
67.000 |
67.250 |
65.500 |
66.475 |
-1.125 |
982 |
2,633 |
+305 |
| May10 |
090629 |
72.500 |
73.700 |
72.000 |
73.700 |
+0.250 |
31 |
211 |
+28 |
| Jun10 |
090629 |
74.900 |
76.200 |
74.900 |
75.750 |
-0.650 |
384 |
1,310 |
+180 |
| Total Volume and Open Interest |
21,782 |
129,206 |
-1,465 |
| Pork Bellies(CME) |
| Jul09 |
090629 |
56.600 |
58.600 |
56.000 |
56.000 |
-2.400 |
28 |
159 |
-17 |
| Aug09 |
090629 |
59.000 |
59.400 |
56.650 |
57.450 |
-2.200 |
44 |
481 |
+8 |
| Feb10 |
090629 |
88.000 |
89.250 |
87.285 |
87.285 |
-3.000 |
0 |
118 |
+0 |
| Mar10 |
090629 |
85.900 |
88.785 |
85.900 |
85.900 |
-3.000 |
0 |
42 |
+0 |
| May10 |
090629 |
91.500 |
92.500 |
91.500 |
91.500 |
-1.500 |
|
|
|
| Total Volume and Open Interest |
72 |
800 |
-9 |
| Class III Milk(CME) |
| Jun09 |
090629 |
9.96 |
9.97 |
9.93 |
9.93 |
-0.02 |
82 |
5,450 |
+126 |
| Jul09 |
090629 |
10.12 |
10.16 |
10.07 |
10.07 |
-0.06 |
146 |
4,240 |
+29 |
| Aug09 |
090629 |
10.94 |
10.97 |
10.78 |
10.78 |
-0.21 |
428 |
3,888 |
+62 |
| Sep09 |
090629 |
11.95 |
11.97 |
11.75 |
11.75 |
-0.19 |
349 |
3,557 |
+94 |
| Oct09 |
090629 |
12.74 |
12.76 |
12.58 |
12.58 |
-0.18 |
227 |
3,135 |
+53 |
| Total Volume and Open Interest |
1,818 |
29,958 |
+486 |
| Cocoa(ICE) |
| Jul09 |
090629 |
2552 |
2552 |
2525 |
2525 |
unch |
7 |
29 |
+0 |
| Sep09 |
090629 |
2560 |
2590 |
2524 |
2553 |
unch |
10,626 |
50,560 |
-78 |
| Dec09 |
090629 |
2594 |
2604 |
2551 |
2577 |
-1 |
1,452 |
27,011 |
+219 |
| Mar10 |
090629 |
2613 |
2613 |
2559 |
2589 |
-1 |
721 |
16,326 |
+407 |
| May10 |
090629 |
2598 |
2611 |
2597 |
2597 |
-2 |
147 |
3,889 |
+4 |
| Jul10 |
090629 |
2606 |
2606 |
2606 |
2606 |
-3 |
57 |
3,529 |
-52 |
| Sep10 |
090629 |
2607 |
2612 |
2607 |
2607 |
-5 |
0 |
2,307 |
+0 |
| Total Volume and Open Interest |
13,010 |
107,658 |
+500 |
| Coffee "C"(ICE) |
| Jul09 |
090629 |
116.65 |
118.80 |
116.65 |
117.85 |
+1.10 |
63 |
155 |
-160 |
| Sep09 |
090629 |
119.00 |
121.70 |
118.50 |
120.25 |
+1.05 |
7,316 |
68,924 |
+219 |
| Dec09 |
090629 |
121.75 |
124.20 |
121.60 |
123.10 |
+1.10 |
912 |
25,639 |
+273 |
| Mar10 |
090629 |
124.30 |
126.80 |
124.30 |
125.90 |
+1.10 |
258 |
11,306 |
-119 |
| May10 |
090629 |
127.45 |
127.75 |
127.45 |
127.75 |
+1.05 |
97 |
3,119 |
+16 |
| Jul10 |
090629 |
129.60 |
129.60 |
129.60 |
129.60 |
+1.00 |
85 |
1,303 |
+4 |
| Total Volume and Open Interest |
8,821 |
113,057 |
+290 |
| Orange Juice(ICE) |
| Jul09 |
090629 |
74.90 |
75.10 |
73.55 |
74.35 |
+0.10 |
806 |
3,990 |
-705 |
| Sep09 |
090629 |
76.40 |
76.55 |
75.65 |
76.35 |
-0.05 |
1,107 |
19,968 |
+496 |
| Nov09 |
090629 |
79.50 |
79.80 |
79.00 |
79.60 |
-0.15 |
277 |
5,099 |
+246 |
| Jan10 |
090629 |
82.50 |
83.05 |
82.25 |
82.80 |
-0.15 |
86 |
1,262 |
+59 |
| Mar10 |
090629 |
86.00 |
86.15 |
85.75 |
86.15 |
-0.10 |
30 |
892 |
+27 |
| May10 |
090629 |
89.45 |
89.45 |
89.45 |
89.45 |
+0.05 |
1 |
116 |
+1 |
| Total Volume and Open Interest |
2,307 |
31,562 |
+124 |
| Sugar #11(ICE) |
| Jul09 |
090629 |
16.36 |
17.00 |
16.26 |
16.93 |
+0.67 |
23,201 |
52,580 |
-7,395 |
| Oct09 |
090629 |
17.27 |
17.97 |
17.27 |
17.90 |
+0.59 |
73,549 |
334,152 |
+4,170 |
| Mar10 |
090629 |
18.33 |
18.85 |
18.26 |
18.80 |
+0.55 |
24,265 |
154,025 |
+3,111 |
| May10 |
090629 |
17.80 |
18.36 |
17.80 |
18.33 |
+0.52 |
5,088 |
36,911 |
+1,074 |
| Jul10 |
090629 |
17.40 |
17.94 |
17.40 |
17.90 |
+0.49 |
4,375 |
66,443 |
+183 |
| Total Volume and Open Interest |
143,833 |
754,910 |
+1,651 |
| Sugar #14(ICE) |
| Sep09 |
090629 |
22.70 |
22.70 |
22.50 |
22.50 |
-0.30 |
215 |
2,487 |
+12 |
| Total Volume and Open Interest |
215 |
2,487 |
+12 |
| London Cocoa(LCE) |
| Jul09 |
090629 |
1620 |
1635 |
1574 |
1591 |
-14 |
2,550 |
44,481 |
-517 |
| Sep09 |
090629 |
1644 |
1656 |
1603 |
1620 |
-11 |
8,500 |
38,225 |
-275 |
| Dec09 |
090629 |
1648 |
1658 |
1611 |
1626 |
-11 |
2,478 |
28,721 |
+119 |
| Mar10 |
090629 |
1657 |
1657 |
1608 |
1623 |
-13 |
1,030 |
27,924 |
+381 |
| May10 |
090629 |
1655 |
1655 |
1618 |
1618 |
-19 |
474 |
14,845 |
+332 |
| Jul10 |
090629 |
1622 |
1622 |
1622 |
1622 |
-18 |
291 |
4,412 |
+102 |
| Sep10 |
090629 |
1620 |
1620 |
1620 |
1620 |
-14 |
48 |
2,730 |
-14 |
| Total Volume and Open Interest |
15,371 |
164,404 |
+128 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090629 |
445.20 |
456.00 |
445.20 |
454.40 |
+7.30 |
3,780 |
29,008 |
-463 |
| Oct09 |
090629 |
460.90 |
468.10 |
460.00 |
467.10 |
+7.80 |
4,192 |
34,356 |
+2,036 |
| Dec09 |
090629 |
471.00 |
474.50 |
471.00 |
473.20 |
+6.80 |
623 |
8,406 |
+94 |
| Mar10 |
090629 |
480.30 |
483.80 |
480.30 |
482.60 |
+7.60 |
1,008 |
9,996 |
+749 |
| May10 |
090629 |
472.90 |
475.50 |
472.90 |
475.10 |
+6.90 |
306 |
1,483 |
+13 |
| Total Volume and Open Interest |
9,960 |
85,654 |
+2,480 |
| Cotton(ICE) |
| Jul09 |
090629 |
53.51 |
53.66 |
52.86 |
52.86 |
+0.32 |
18 |
383 |
-313 |
| Oct09 |
090629 |
54.82 |
55.60 |
54.67 |
55.00 |
+0.11 |
96 |
2,744 |
-7 |
| Dec09 |
090629 |
56.84 |
57.68 |
56.66 |
56.97 |
+0.13 |
5,379 |
88,233 |
+1,181 |
| Mar10 |
090629 |
59.69 |
59.69 |
59.20 |
59.41 |
+0.04 |
366 |
11,198 |
+217 |
| May10 |
090629 |
60.73 |
60.79 |
60.73 |
60.73 |
-0.06 |
11 |
622 |
+0 |
| Jul10 |
090629 |
61.99 |
61.99 |
61.80 |
61.89 |
-0.10 |
1 |
1,829 |
+1 |
| Total Volume and Open Interest |
5,871 |
107,048 |
+1,079 |
| Lumber(CME) |
| Jul09 |
090629 |
202.3 |
202.8 |
195.3 |
195.8 |
-7.0 |
373 |
1,500 |
-147 |
| Sep09 |
090629 |
226.5 |
227.0 |
217.7 |
217.8 |
-9.9 |
461 |
5,385 |
+59 |
| Nov09 |
090629 |
219.5 |
222.0 |
213.5 |
217.0 |
-5.1 |
130 |
1,161 |
-1 |
| Jan10 |
090629 |
233.1 |
239.0 |
233.0 |
238.5 |
-2.6 |
14 |
713 |
+10 |
| Total Volume and Open Interest |
978 |
8,805 |
-79 |
| Crude Oil(NYM) |
| Aug09 |
090629 |
69.25 |
71.92 |
68.36 |
71.49 |
+2.33 |
254,942 |
268,610 |
+6,337 |
| Sep09 |
090629 |
70.14 |
72.78 |
69.29 |
72.38 |
+2.36 |
61,989 |
138,431 |
+5,007 |
| Oct09 |
090629 |
70.63 |
73.47 |
70.10 |
73.09 |
+2.33 |
22,334 |
53,328 |
+3,496 |
| Nov09 |
090629 |
71.22 |
74.02 |
70.74 |
73.65 |
+2.27 |
8,359 |
29,630 |
+809 |
| Dec09 |
090629 |
71.87 |
74.50 |
71.30 |
74.12 |
+2.20 |
45,751 |
157,064 |
+3,170 |
| Jan10 |
090629 |
73.02 |
74.71 |
73.02 |
74.51 |
+2.14 |
9,176 |
29,701 |
+2,008 |
| Feb10 |
090629 |
74.40 |
74.85 |
74.21 |
74.85 |
+2.12 |
7,111 |
22,817 |
+2,316 |
| Mar10 |
090629 |
74.50 |
75.25 |
74.50 |
75.16 |
+2.08 |
5,200 |
19,746 |
+1,100 |
| Apr10 |
090629 |
74.71 |
75.54 |
74.71 |
75.46 |
+2.04 |
2,936 |
10,837 |
+1,059 |
| May10 |
090629 |
75.17 |
75.76 |
75.17 |
75.76 |
+2.01 |
2,749 |
9,942 |
+282 |
| Jun10 |
090629 |
74.47 |
76.12 |
74.47 |
76.07 |
+1.99 |
7,237 |
45,664 |
-195 |
| Jul10 |
090629 |
74.97 |
76.71 |
74.87 |
76.38 |
+1.97 |
2,021 |
37,963 |
+586 |
| Aug10 |
090629 |
76.64 |
76.64 |
76.64 |
76.64 |
+1.94 |
1,024 |
5,923 |
+186 |
| Sep10 |
090629 |
76.91 |
76.91 |
76.91 |
76.91 |
+1.90 |
2,690 |
11,791 |
+325 |
| Oct10 |
090629 |
75.85 |
77.21 |
75.85 |
77.21 |
+1.86 |
352 |
5,088 |
+69 |
| Nov10 |
090629 |
77.54 |
77.54 |
77.54 |
77.54 |
+1.83 |
1,002 |
7,920 |
+597 |
| Total Volume and Open Interest |
457,816 |
1,151,473 |
+28,219 |
| 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 |
090629 |
69.550 |
71.950 |
68.400 |
71.500 |
+2.350 |
10,658 |
3,075 |
+233 |
| Sep09 |
090629 |
70.050 |
72.750 |
69.350 |
72.375 |
+2.350 |
181 |
483 |
+9 |
| Oct09 |
090629 |
70.500 |
73.300 |
70.150 |
73.100 |
+2.350 |
18 |
147 |
+4 |
| Nov09 |
090629 |
72.375 |
73.650 |
72.350 |
73.650 |
+2.275 |
1 |
21 |
+0 |
| Dec09 |
090629 |
72.150 |
74.300 |
72.150 |
74.125 |
+2.200 |
10 |
117 |
-1 |
| Jan10 |
090629 |
74.500 |
74.500 |
74.500 |
74.500 |
+2.125 |
1 |
0 |
-1 |
| Feb10 |
090629 |
74.850 |
74.850 |
74.850 |
74.850 |
+2.125 |
|
|
|
| Mar10 |
090629 |
75.150 |
75.150 |
75.150 |
75.150 |
+2.075 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,869 |
3,902 |
+244 |
| Heating Oil(NYM) |
| Jul09 |
090629 |
173.00 |
180.00 |
171.50 |
178.35 |
+5.32 |
18,389 |
15,708 |
-4,547 |
| Aug09 |
090629 |
178.10 |
184.85 |
176.13 |
183.37 |
+5.27 |
39,598 |
65,466 |
+5,988 |
| Sep09 |
090629 |
182.68 |
189.58 |
181.88 |
188.22 |
+5.21 |
8,276 |
36,635 |
+88 |
| Oct09 |
090629 |
189.00 |
193.52 |
188.48 |
192.59 |
+5.26 |
2,928 |
25,238 |
+550 |
| Nov09 |
090629 |
191.97 |
196.62 |
191.42 |
195.73 |
+5.21 |
2,265 |
15,527 |
+300 |
| Dec09 |
090629 |
193.00 |
199.74 |
193.00 |
198.56 |
+5.14 |
6,368 |
33,915 |
+48 |
| Jan10 |
090629 |
197.59 |
202.14 |
195.79 |
201.45 |
+5.08 |
3,059 |
15,700 |
-303 |
| Feb10 |
090629 |
199.95 |
203.40 |
199.95 |
203.40 |
+5.03 |
2,220 |
9,905 |
+641 |
| Mar10 |
090629 |
203.81 |
204.67 |
203.43 |
204.35 |
+4.98 |
1,567 |
6,967 |
-132 |
| Apr10 |
090629 |
203.94 |
204.55 |
203.75 |
204.55 |
+4.98 |
808 |
6,252 |
+505 |
| May10 |
090629 |
204.62 |
205.75 |
204.62 |
205.20 |
+5.03 |
265 |
6,067 |
+78 |
| Jun10 |
090629 |
201.19 |
205.95 |
201.19 |
205.95 |
+5.13 |
381 |
15,946 |
+37 |
| Total Volume and Open Interest |
86,971 |
291,161 |
+3,336 |
| Gasoline(NYMEX) |
| Jul09 |
090629 |
186.96 |
195.95 |
186.75 |
193.58 |
+6.17 |
20,807 |
16,917 |
-2,596 |
| Aug09 |
090629 |
187.50 |
195.50 |
186.06 |
193.54 |
+6.35 |
40,340 |
79,780 |
+4,031 |
| Sep09 |
090629 |
187.70 |
194.51 |
187.19 |
192.99 |
+6.14 |
15,323 |
43,443 |
+294 |
| Oct09 |
090629 |
179.44 |
184.65 |
179.35 |
183.50 |
+6.14 |
7,514 |
25,263 |
+2,030 |
| Nov09 |
090629 |
178.47 |
183.85 |
178.47 |
182.65 |
+5.97 |
3,204 |
10,700 |
+221 |
| Dec09 |
090629 |
179.30 |
184.29 |
179.30 |
183.28 |
+5.78 |
2,768 |
13,666 |
+50 |
| Jan10 |
090629 |
182.10 |
186.00 |
182.10 |
185.29 |
+5.74 |
667 |
6,536 |
-38 |
| Feb10 |
090629 |
187.00 |
187.80 |
187.00 |
187.64 |
+5.69 |
229 |
2,401 |
-11 |
| Mar10 |
090629 |
189.70 |
190.60 |
189.70 |
190.29 |
+5.64 |
87 |
3,192 |
-13 |
| Apr10 |
090629 |
203.99 |
203.99 |
203.99 |
203.99 |
+5.59 |
216 |
3,079 |
+200 |
| Total Volume and Open Interest |
91,519 |
213,777 |
+4,188 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090629 |
193.58 |
193.58 |
193.58 |
193.58 |
+191.71 |
0 |
1 |
+0 |
| Aug09 |
090629 |
193.54 |
193.54 |
193.54 |
193.54 |
+6.35 |
0 |
2 |
+0 |
| Sep09 |
090629 |
192.99 |
192.99 |
192.99 |
192.99 |
+6.14 |
|
|
|
| Oct09 |
090629 |
183.50 |
183.50 |
183.50 |
183.50 |
+6.14 |
|
|
|
| Total Volume and Open Interest |
1 |
5 |
+0 |
| Natural Gas(NYM) |
| Aug09 |
090629 |
4.049 |
4.090 |
3.929 |
3.944 |
-0.161 |
90,702 |
124,296 |
+2,980 |
| Sep09 |
090629 |
4.182 |
4.229 |
4.090 |
4.103 |
-0.134 |
14,393 |
88,675 |
+1,081 |
| Oct09 |
090629 |
4.383 |
4.437 |
4.317 |
4.332 |
-0.119 |
10,151 |
77,692 |
+815 |
| Nov09 |
090629 |
5.069 |
5.069 |
4.960 |
4.977 |
-0.101 |
3,175 |
34,095 |
+610 |
| Dec09 |
090629 |
5.690 |
5.730 |
5.629 |
5.648 |
-0.100 |
2,987 |
43,150 |
+114 |
| Jan10 |
090629 |
5.998 |
6.040 |
5.940 |
5.956 |
-0.099 |
3,311 |
36,884 |
-259 |
| Feb10 |
090629 |
6.015 |
6.032 |
5.970 |
5.990 |
-0.097 |
796 |
19,734 |
+33 |
| Mar10 |
090629 |
5.955 |
5.962 |
5.907 |
5.926 |
-0.093 |
1,420 |
37,426 |
+250 |
| Apr10 |
090629 |
5.820 |
5.842 |
5.790 |
5.811 |
-0.085 |
1,858 |
34,510 |
-250 |
| May10 |
090629 |
5.895 |
5.895 |
5.839 |
5.855 |
-0.083 |
212 |
15,243 |
+2 |
| Jun10 |
090629 |
5.987 |
5.987 |
5.945 |
5.950 |
-0.083 |
180 |
8,751 |
+29 |
| Jul10 |
090629 |
6.087 |
6.100 |
6.060 |
6.065 |
-0.083 |
106 |
8,019 |
+25 |
| Aug10 |
090629 |
6.175 |
6.184 |
6.150 |
6.155 |
-0.083 |
123 |
9,359 |
-6 |
| Sep10 |
090629 |
6.245 |
6.245 |
6.210 |
6.218 |
-0.080 |
196 |
7,059 |
+89 |
| Oct10 |
090629 |
6.331 |
6.360 |
6.320 |
6.331 |
-0.080 |
618 |
16,430 |
-37 |
| Nov10 |
090629 |
6.705 |
6.705 |
6.660 |
6.666 |
-0.080 |
17 |
5,910 |
-4 |
| Total Volume and Open Interest |
210,857 |
703,331 |
-6,315 |
| Brent Crude Oil(ICE) |
| Aug09 |
090629 |
68.95 |
71.42 |
68.10 |
70.99 |
+2.07 |
123,557 |
151,734 |
+2,709 |
| Sep09 |
090629 |
69.24 |
72.03 |
68.73 |
71.62 |
+2.09 |
49,295 |
125,981 |
+2,768 |
| Oct09 |
090629 |
69.92 |
72.66 |
69.49 |
72.27 |
+2.08 |
24,613 |
59,871 |
-667 |
| Nov09 |
090629 |
70.60 |
73.32 |
70.60 |
72.95 |
+2.07 |
13,503 |
25,196 |
+1,280 |
| Dec09 |
090629 |
71.34 |
73.90 |
71.34 |
73.53 |
+2.03 |
22,742 |
79,437 |
+519 |
| Jan10 |
090629 |
72.25 |
74.29 |
72.09 |
74.02 |
+1.99 |
5,457 |
23,257 |
+539 |
| Feb10 |
090629 |
72.85 |
74.71 |
72.74 |
74.47 |
+1.96 |
2,189 |
14,829 |
+528 |
| Mar10 |
090629 |
73.25 |
75.11 |
73.17 |
74.88 |
+1.93 |
1,648 |
10,981 |
+368 |
| Apr10 |
090629 |
73.67 |
75.50 |
73.59 |
75.29 |
+1.91 |
1,349 |
5,097 |
+66 |
| May10 |
090629 |
75.55 |
75.66 |
75.55 |
75.66 |
+1.88 |
955 |
4,218 |
+19 |
| Jun10 |
090629 |
74.42 |
76.00 |
74.38 |
76.00 |
+1.85 |
2,455 |
28,840 |
-494 |
| Jul10 |
090629 |
76.33 |
76.33 |
74.51 |
76.33 |
+1.82 |
419 |
8,613 |
+190 |
| Aug10 |
090629 |
76.63 |
76.63 |
74.84 |
76.63 |
+1.79 |
165 |
5,905 |
-88 |
| Sep10 |
090629 |
76.93 |
76.93 |
75.18 |
76.93 |
+1.75 |
10 |
2,362 |
+0 |
| Total Volume and Open Interest |
257,537 |
685,831 |
+8,163 |
| Gas Oil(ICE) |
| Jul09 |
090629 |
556.00 |
576.00 |
552.25 |
569.75 |
+12.25 |
48,043 |
92,564 |
-2,395 |
| Aug09 |
090629 |
567.25 |
587.25 |
562.75 |
581.25 |
+12.50 |
60,017 |
79,944 |
+4,279 |
| Sep09 |
090629 |
575.00 |
598.25 |
575.00 |
592.25 |
+12.75 |
23,520 |
48,455 |
-152 |
| Oct09 |
090629 |
586.00 |
606.25 |
586.00 |
602.50 |
+12.75 |
7,679 |
33,154 |
-134 |
| Nov09 |
090629 |
595.50 |
616.75 |
595.50 |
611.75 |
+12.50 |
4,836 |
24,300 |
+263 |
| Dec09 |
090629 |
607.00 |
626.00 |
606.00 |
620.25 |
+12.25 |
11,715 |
63,081 |
+809 |
| Jan10 |
090629 |
616.75 |
632.50 |
616.50 |
629.00 |
+11.75 |
1,252 |
28,187 |
+170 |
| Feb10 |
090629 |
626.75 |
636.50 |
626.75 |
636.50 |
+11.50 |
569 |
14,145 |
-225 |
| Mar10 |
090629 |
633.00 |
642.50 |
633.00 |
642.50 |
+11.25 |
299 |
16,048 |
+7 |
| Apr10 |
090629 |
639.00 |
648.50 |
639.00 |
648.50 |
+11.25 |
485 |
8,304 |
-36 |
| Total Volume and Open Interest |
163,943 |
507,132 |
+3,016 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090629 |
1.680 |
1.701 |
1.680 |
1.693 |
+0.015 |
76 |
339 |
-46 |
| Aug09 |
090629 |
1.670 |
1.670 |
1.650 |
1.659 |
unch |
28 |
604 |
+11 |
| Sep09 |
090629 |
1.650 |
1.650 |
1.645 |
1.646 |
-0.002 |
51 |
440 |
+50 |
| Oct09 |
090629 |
1.635 |
1.635 |
1.635 |
1.635 |
-0.017 |
10 |
290 |
+0 |
| Nov09 |
090629 |
1.635 |
1.635 |
1.635 |
1.635 |
+0.002 |
10 |
317 |
-5 |
| Dec09 |
090629 |
1.640 |
1.640 |
1.635 |
1.638 |
-0.002 |
59 |
361 |
-41 |
| Jan10 |
090629 |
1.635 |
1.640 |
1.635 |
1.638 |
+0.006 |
37 |
413 |
-15 |
| Total Volume and Open Interest |
296 |
4,137 |
-33 |
| US Dollar Index(ICE) |
| Sep09 |
090629 |
80.050 |
80.595 |
80.030 |
80.115 |
+0.010 |
5,522 |
18,007 |
-532 |
| Dec09 |
090629 |
80.435 |
80.555 |
80.435 |
80.490 |
+0.015 |
20 |
2,064 |
-6 |
| Mar10 |
090629 |
80.680 |
80.770 |
80.680 |
80.680 |
-0.090 |
|
|
|
| Total Volume and Open Interest |
5,542 |
20,071 |
-538 |
| Australian Dollar(CME) |
| Sep09 |
090629 |
80.23 |
80.53 |
79.38 |
80.35 |
+0.01 |
70,356 |
87,525 |
+6,222 |
| Dec09 |
090629 |
79.13 |
79.95 |
78.90 |
79.81 |
+0.01 |
29 |
276 |
+20 |
| Mar10 |
090629 |
79.28 |
79.28 |
79.27 |
79.28 |
+0.01 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
70,385 |
87,817 |
+6,242 |
| British Pound(CME) |
| Sep09 |
090629 |
165.07 |
165.87 |
164.25 |
165.72 |
+0.45 |
109,251 |
85,928 |
-986 |
| Dec09 |
090629 |
164.51 |
165.78 |
164.28 |
165.68 |
+0.45 |
89 |
259 |
-23 |
| Mar10 |
090629 |
165.64 |
165.64 |
164.50 |
165.64 |
+0.44 |
|
|
|
| Total Volume and Open Interest |
109,340 |
86,189 |
-1,009 |
| Canadian Dollar(CME) |
| Sep09 |
090629 |
86.81 |
86.94 |
86.24 |
86.50 |
-0.31 |
70,653 |
75,585 |
+3,213 |
| Dec09 |
090629 |
86.90 |
86.95 |
86.31 |
86.54 |
-0.32 |
146 |
2,096 |
-6 |
| Mar10 |
090629 |
86.60 |
87.00 |
86.38 |
86.60 |
-0.31 |
5 |
472 |
+3 |
| Jun10 |
090629 |
86.65 |
87.02 |
86.49 |
86.65 |
-0.31 |
13 |
117 |
+12 |
| Total Volume and Open Interest |
70,837 |
78,421 |
+3,237 |
| Japanese Yen(CME) |
| Sep09 |
090629 |
105.03 |
105.18 |
104.07 |
104.25 |
-0.90 |
79,589 |
72,617 |
-1,046 |
| Dec09 |
090629 |
105.09 |
105.28 |
104.24 |
104.38 |
-0.90 |
13 |
173 |
+7 |
| Mar10 |
090629 |
104.59 |
105.49 |
104.59 |
104.59 |
-0.90 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
79,602 |
72,805 |
-1,039 |
| Swiss Franc(CME) |
| Sep09 |
090629 |
92.46 |
92.62 |
91.73 |
92.53 |
-0.03 |
47,399 |
32,516 |
-3,114 |
| Dec09 |
090629 |
92.39 |
92.72 |
91.93 |
92.67 |
-0.03 |
6 |
97 |
-3 |
| Mar10 |
090629 |
92.84 |
92.87 |
92.32 |
92.84 |
-0.03 |
3 |
0 |
+0 |
| Total Volume and Open Interest |
47,408 |
32,613 |
-3,117 |
| EuroFX(CME) |
| Sep09 |
090629 |
140.58 |
141.01 |
139.79 |
140.81 |
+0.06 |
236,598 |
109,991 |
-3,120 |
| Dec09 |
090629 |
140.20 |
140.95 |
139.79 |
140.78 |
+0.06 |
269 |
627 |
-2 |
| Mar10 |
090629 |
140.97 |
141.05 |
140.03 |
140.80 |
+0.06 |
53 |
322 |
-1 |
| Total Volume and Open Interest |
236,920 |
110,943 |
-3,123 |
| Mexican Peso(CME) |
| Jul09 |
090629 |
759.8 |
759.8 |
757.2 |
759.8 |
+2.5 |
|
|
|
| Aug09 |
090629 |
755.8 |
755.8 |
753.2 |
755.8 |
+2.5 |
|
|
|
| Total Volume and Open Interest |
14,472 |
45,238 |
+2,776 |
| 30-Year T-Bonds(CBOT) |
| Sep09 |
090629 |
118~100 |
119~045 |
118~010 |
118~180 |
+0~010 |
238,772 |
696,321 |
-545 |
| Dec09 |
090629 |
117~110 |
117~145 |
117~050 |
117~080 |
+0~015 |
77 |
418 |
+9 |
| Mar10 |
090629 |
116~090 |
116~090 |
116~080 |
116~090 |
+0~010 |
0 |
43 |
+0 |
| Total Volume and Open Interest |
238,849 |
696,785 |
-536 |
| 10-Year T-Notes(CBOT) |
| Sep09 |
090629 |
116~095 |
116~230 |
116~035 |
116~145 |
+0~015 |
905,455 |
1,041,952 |
+15,954 |
| Dec09 |
090629 |
115~040 |
115~070 |
114~315 |
115~015 |
+0~020 |
2 |
30 |
+1 |
| Mar10 |
090629 |
114~015 |
114~015 |
113~315 |
114~015 |
+0~020 |
|
|
|
| Total Volume and Open Interest |
905,457 |
1,041,982 |
+15,955 |
| 5-Year T-Notes(CBOT) |
| Sep09 |
090629 |
114~102 |
115~004 |
114~081 |
114~112 |
+0~005 |
328,580 |
769,229 |
+1,920 |
| Dec09 |
090629 |
113~068 |
113~068 |
113~063 |
113~068 |
+0~005 |
4 |
501 |
+0 |
| Mar10 |
090629 |
113~068 |
113~068 |
113~063 |
113~068 |
+0~005 |
|
|
|
| Total Volume and Open Interest |
329,662 |
787,001 |
+741 |
| 2 Year T-Notes(CBOT) |
| Sep09 |
090629 |
108~013 |
108~021 |
108~011 |
108~016 |
unch |
134,060 |
561,174 |
+4,951 |
| Dec09 |
090629 |
107~085 |
107~085 |
107~085 |
107~085 |
unch |
0 |
1 |
+0 |
| Mar10 |
090629 |
107~085 |
107~085 |
107~085 |
107~085 |
unch |
|
|
|
| Total Volume and Open Interest |
134,184 |
562,989 |
+4,791 |
| Eurodollars(CME) |
| Sep09 |
090629 |
99.330 |
99.345 |
99.320 |
99.335 |
+0.010 |
227,430 |
1,081,414 |
+2,899 |
| Dec09 |
090629 |
99.105 |
99.120 |
99.075 |
99.095 |
-0.010 |
274,592 |
902,234 |
-11,378 |
| Mar10 |
090629 |
98.855 |
98.890 |
98.835 |
98.855 |
-0.030 |
286,341 |
800,711 |
+5,771 |
| Jun10 |
090629 |
98.520 |
98.560 |
98.480 |
98.510 |
-0.040 |
273,430 |
552,609 |
+2,289 |
| Sep10 |
090629 |
98.165 |
98.205 |
98.115 |
98.150 |
-0.045 |
298,530 |
470,934 |
+5,759 |
| Dec10 |
090629 |
97.760 |
97.810 |
97.740 |
97.770 |
-0.035 |
202,092 |
603,141 |
+6,578 |
| Mar11 |
090629 |
97.445 |
97.475 |
97.400 |
97.435 |
-0.025 |
157,056 |
340,347 |
+1,009 |
| Jun11 |
090629 |
97.095 |
97.135 |
97.060 |
97.100 |
-0.015 |
113,887 |
323,468 |
-411 |
| Sep11 |
090629 |
96.790 |
96.835 |
96.755 |
96.800 |
-0.005 |
53,292 |
216,236 |
-26 |
| Dec11 |
090629 |
96.495 |
96.550 |
96.475 |
96.515 |
+0.005 |
46,621 |
146,855 |
-351 |
| Mar12 |
090629 |
96.295 |
96.350 |
96.275 |
96.315 |
+0.010 |
44,549 |
106,225 |
-733 |
| Jun12 |
090629 |
96.090 |
96.160 |
96.085 |
96.125 |
+0.015 |
33,812 |
111,525 |
+870 |
| Sep12 |
090629 |
95.935 |
96.010 |
95.935 |
95.975 |
+0.020 |
11,649 |
67,026 |
-997 |
| Dec12 |
090629 |
95.800 |
95.870 |
95.800 |
95.830 |
+0.025 |
8,622 |
58,136 |
-234 |
| Mar13 |
090629 |
95.700 |
95.785 |
95.700 |
95.750 |
+0.030 |
8,154 |
65,074 |
-426 |
| Jun13 |
090629 |
95.595 |
95.685 |
95.595 |
95.645 |
+0.030 |
6,267 |
32,806 |
+476 |
| Sep13 |
090629 |
95.545 |
95.590 |
95.530 |
95.560 |
+0.035 |
4,212 |
40,917 |
-119 |
| Dec13 |
090629 |
95.460 |
95.485 |
95.415 |
95.450 |
+0.035 |
3,556 |
29,447 |
+480 |
| Total Volume and Open Interest |
2,085,728 |
6,196,657 |
+10,914 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090629 |
99.795 |
99.795 |
99.793 |
99.795 |
unch |
2,322 |
53,406 |
-2,002 |
| Jul09 |
090629 |
99.795 |
99.800 |
99.790 |
99.795 |
unch |
5,379 |
52,658 |
-577 |
| Aug09 |
090629 |
99.785 |
99.785 |
99.775 |
99.785 |
unch |
2,416 |
44,563 |
+1,426 |
| Sep09 |
090629 |
99.760 |
99.765 |
99.745 |
99.755 |
-0.005 |
3,568 |
33,506 |
+46 |
| Oct09 |
090629 |
99.750 |
99.750 |
99.725 |
99.730 |
-0.010 |
3,411 |
34,565 |
-728 |
| Nov09 |
090629 |
99.710 |
99.710 |
99.680 |
99.690 |
-0.010 |
6,232 |
61,719 |
+272 |
| Total Volume and Open Interest |
42,182 |
431,583 |
-2,936 |
| 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 |
090629 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Dec09 |
090629 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Mar10 |
090629 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Jun10 |
090629 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
| Sep10 |
090629 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
| Dec10 |
090629 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
| Mar11 |
090629 |
99.30 |
99.30 |
99.30 |
99.30 |
unch |
|
|
|
| Jun11 |
090629 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
| Sep11 |
090629 |
99.25 |
99.25 |
99.24 |
99.24 |
-0.01 |
|
|
|
| Dec11 |
090629 |
99.05 |
99.05 |
99.04 |
99.04 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090629 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
23 |
9,633 |
-23 |
| Dec09 |
090629 |
99.52 |
99.52 |
99.51 |
99.51 |
0.00 |
0 |
2,694 |
+0 |
| Mar10 |
090629 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
20 |
2,475 |
+0 |
| Jun10 |
090629 |
99.49 |
99.49 |
99.49 |
99.49 |
0.00 |
0 |
1,043 |
+0 |
| Sep10 |
090629 |
99.43 |
99.43 |
99.43 |
99.43 |
0.00 |
0 |
281 |
+0 |
| Dec10 |
090629 |
99.39 |
99.39 |
99.39 |
99.39 |
0.00 |
0 |
252 |
+0 |
| Mar11 |
090629 |
99.30 |
99.30 |
99.30 |
99.30 |
0.00 |
0 |
412 |
+0 |
| Jun11 |
090629 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.01 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
43 |
18,698 |
+333 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090623 |
137.21 |
137.45 |
137.21 |
137.37 |
+0.22 |
1,532 |
15,806 |
-800 |
| Dec09 |
090629 |
137.56 |
137.56 |
137.56 |
137.56 |
+0.29 |
|
|
|
| Mar10 |
090629 |
137.33 |
137.33 |
137.33 |
137.33 |
+0.29 |
|
|
|
| Total Volume and Open Interest |
2,034 |
13,773 |
-777 |
| Euro-Bund(EUREX) |
| Sep09 |
090629 |
121.06 |
121.29 |
120.90 |
121.15 |
+0.19 |
682,725 |
856,828 |
-16,894 |
| Dec09 |
090629 |
119.66 |
119.90 |
119.65 |
119.83 |
+0.19 |
94 |
57 |
+4 |
| Mar10 |
090629 |
119.79 |
119.79 |
119.79 |
119.79 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
682,819 |
856,885 |
-16,890 |
| Euro-Bobl(EUREX) |
| Sep09 |
090622 |
114.82 |
114.97 |
114.67 |
114.95 |
+0.30 |
306,661 |
639,977 |
+6,307 |
| Dec09 |
090629 |
114.33 |
114.33 |
114.03 |
114.16 |
-0.04 |
14 |
78 |
+0 |
| Mar10 |
090629 |
113.88 |
113.88 |
113.88 |
113.88 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
409,451 |
674,254 |
+22,847 |
| 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 |
090629 |
98.850 |
98.850 |
98.820 |
98.820 |
-0.045 |
1,254 |
5,321 |
+486 |
| Total Volume and Open Interest |
2,425 |
33,438 |
-165 |
| Long Gilt(LIFFE) |
| Sep09 |
090629 |
118~02 |
118~28 |
118~02 |
118~24 |
+0~20 |
71,825 |
219,335 |
-1,488 |
| Dec09 |
090629 |
118~31 |
118~31 |
118~31 |
118~31 |
+0~20 |
|
|
|
| Total Volume and Open Interest |
72,345 |
227,381 |
-1,672 |
| 3-Mth Short Sterling(LIFFE) |
| Sep09 |
090629 |
98.89 |
98.90 |
98.86 |
98.87 |
-0.02 |
45,939 |
272,504 |
-1,508 |
| Dec09 |
090629 |
98.72 |
98.73 |
98.64 |
98.66 |
-0.06 |
58,402 |
271,749 |
+1,045 |
| Mar10 |
090629 |
98.48 |
98.49 |
98.36 |
98.39 |
-0.09 |
53,359 |
363,441 |
+4,116 |
| Jun10 |
090629 |
98.04 |
98.06 |
97.89 |
97.92 |
-0.12 |
51,815 |
276,434 |
+4,348 |
| Sep10 |
090629 |
97.57 |
97.58 |
97.39 |
97.43 |
-0.14 |
52,718 |
244,015 |
+11,077 |
| Dec10 |
090629 |
97.04 |
97.08 |
96.85 |
96.91 |
-0.14 |
36,027 |
198,980 |
+150 |
| Total Volume and Open Interest |
371,247 |
2,006,884 |
+23,602 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090629 |
98.975 |
98.975 |
98.955 |
98.960 |
-0.010 |
168,819 |
679,056 |
+23,536 |
| Dec09 |
090629 |
98.865 |
98.875 |
98.815 |
98.820 |
-0.045 |
125,946 |
534,176 |
+907 |
| Mar10 |
090629 |
98.750 |
98.760 |
98.690 |
98.695 |
-0.055 |
153,777 |
491,510 |
+11,655 |
| Total Volume and Open Interest |
854,759 |
3,178,484 |
+48,376 |
| 3-Mth Aus T-Bills(SFE) |
| Sep09 |
090629 |
96.75 |
96.79 |
96.74 |
96.79 |
+0.02 |
7,292 |
287,269 |
+1,133 |
| Dec09 |
090629 |
96.59 |
96.65 |
96.56 |
96.64 |
+0.03 |
8,667 |
198,821 |
+340 |
| Mar10 |
090629 |
96.22 |
96.30 |
96.21 |
96.30 |
+0.06 |
4,624 |
118,752 |
-605 |
| Jun10 |
090629 |
95.73 |
95.86 |
95.73 |
95.86 |
+0.09 |
1,909 |
75,976 |
-529 |
| Sep10 |
090629 |
95.29 |
95.41 |
95.29 |
95.41 |
+0.12 |
1,110 |
45,785 |
-140 |
| Dec10 |
090629 |
94.88 |
95.02 |
94.88 |
95.02 |
+0.14 |
907 |
30,464 |
+12 |
| Mar11 |
090629 |
94.54 |
94.69 |
94.54 |
94.69 |
+0.17 |
652 |
16,938 |
-201 |
| Jun11 |
090629 |
94.25 |
94.36 |
94.25 |
94.36 |
+0.18 |
525 |
10,410 |
-676 |
| Sep11 |
090629 |
94.04 |
94.06 |
94.04 |
94.06 |
+0.18 |
107 |
3,070 |
-93 |
| Dec11 |
090629 |
93.80 |
93.80 |
93.77 |
93.77 |
+0.18 |
100 |
800 |
-91 |
| Total Volume and Open Interest |
25,893 |
789,071 |
-850 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090626 |
94.35 |
94.45 |
94.34 |
94.41 |
+0.01 |
18,597 |
303,328 |
-208 |
| Dec09 |
090629 |
94.48 |
94.48 |
94.48 |
94.48 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
25,303 |
301,360 |
-3,804 |
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090629 |
95.14 |
95.30 |
95.14 |
95.28 |
-0.15 |
110,942 |
317,419 |
+42,791 |
| Dec09 |
090629 |
95.18 |
95.18 |
95.18 |
95.18 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
96,688 |
442,373 |
-10,464 |
| Gold(CMX) |
| Aug09 |
090629 |
940.7 |
943.2 |
933.6 |
940.7 |
-0.3 |
76,944 |
231,809 |
+921 |
| Oct09 |
090629 |
936.0 |
944.0 |
935.7 |
942.1 |
-0.3 |
1,202 |
12,631 |
+379 |
| Dec09 |
090629 |
939.0 |
945.7 |
938.0 |
943.4 |
-0.3 |
2,781 |
49,665 |
+717 |
| Feb10 |
090629 |
940.2 |
946.5 |
940.2 |
944.6 |
-0.3 |
271 |
16,228 |
-18 |
| Apr10 |
090629 |
944.3 |
947.9 |
941.0 |
945.8 |
-0.3 |
152 |
16,383 |
-111 |
| Jun10 |
090629 |
949.0 |
949.0 |
945.2 |
947.3 |
-0.3 |
734 |
8,745 |
-33 |
| Aug10 |
090629 |
949.0 |
949.0 |
949.0 |
949.0 |
-0.2 |
10 |
3,526 |
-5 |
| Oct10 |
090629 |
951.1 |
951.1 |
951.1 |
951.1 |
-0.1 |
0 |
1,237 |
+0 |
| Dec10 |
090629 |
950.5 |
953.5 |
950.5 |
953.5 |
-0.1 |
6 |
13,339 |
+2 |
| Feb11 |
090629 |
956.3 |
956.3 |
956.3 |
956.3 |
-0.1 |
0 |
12 |
+0 |
| Apr11 |
090629 |
959.4 |
959.4 |
959.4 |
959.4 |
unch |
|
|
|
| Jun11 |
090629 |
307.4 |
307.4 |
307.4 |
307.4 |
unch |
150 |
9,125 |
-150 |
| Total Volume and Open Interest |
82,790 |
380,283 |
+1,585 |
| Silver(CMX) |
| Jul09 |
090629 |
1408.0 |
1411.0 |
1381.0 |
1394.7 |
-18.1 |
25,339 |
16,136 |
-3,865 |
| Sep09 |
090629 |
1410.0 |
1413.0 |
1384.0 |
1397.5 |
-18.1 |
12,178 |
46,313 |
+2,958 |
| Dec09 |
090629 |
1410.0 |
1413.0 |
1390.0 |
1401.6 |
-18.1 |
1,475 |
20,578 |
-344 |
| Mar10 |
090629 |
1404.0 |
1404.2 |
1396.0 |
1404.2 |
-18.1 |
15 |
6,481 |
+4 |
| May10 |
090629 |
1405.8 |
1405.8 |
1405.8 |
1405.8 |
-18.1 |
0 |
2,562 |
+0 |
| Jul10 |
090629 |
1418.5 |
1418.5 |
1403.0 |
1407.2 |
-18.1 |
70 |
2,984 |
+16 |
| Sep10 |
090629 |
1409.1 |
1409.1 |
1409.1 |
1409.1 |
-18.1 |
0 |
161 |
+0 |
| Total Volume and Open Interest |
39,284 |
103,642 |
-1,085 |
| Platinum(NYMEX) |
| Jul09 |
090629 |
1199.8 |
1199.8 |
1180.7 |
1184.2 |
-18.8 |
4,297 |
4,448 |
-1,843 |
| Oct09 |
090629 |
1208.1 |
1208.1 |
1188.0 |
1193.2 |
-17.5 |
3,790 |
18,392 |
+1,959 |
| Jan10 |
090629 |
1195.5 |
1196.2 |
1195.5 |
1196.2 |
-17.5 |
24 |
217 |
-10 |
| Total Volume and Open Interest |
8,111 |
23,057 |
+106 |
| Palladium(NYMEX) |
| Sep09 |
090629 |
247.20 |
252.70 |
245.70 |
251.35 |
+4.15 |
1,421 |
15,914 |
+454 |
| Dec09 |
090629 |
253.00 |
253.75 |
252.45 |
252.45 |
+4.15 |
4 |
297 |
+0 |
| Mar10 |
090629 |
255.60 |
255.60 |
253.95 |
253.95 |
+5.65 |
|
|
|
| Total Volume and Open Interest |
1,490 |
16,411 |
-430 |
| Copper(CMX) |
| Jul09 |
090629 |
227.05 |
233.95 |
224.00 |
231.25 |
+1.90 |
16,699 |
15,625 |
-1,143 |
| Sep09 |
090629 |
229.60 |
235.70 |
225.55 |
232.60 |
+1.70 |
12,090 |
69,481 |
+1,073 |
| Dec09 |
090629 |
227.00 |
236.10 |
227.00 |
233.40 |
+1.75 |
799 |
12,374 |
-5 |
| Mar10 |
090629 |
235.10 |
235.10 |
233.15 |
233.60 |
+1.70 |
142 |
2,302 |
+36 |
| May10 |
090629 |
236.50 |
236.50 |
233.70 |
233.70 |
+1.70 |
12 |
618 |
+0 |
| Total Volume and Open Interest |
30,747 |
110,174 |
-70 |
| Aluminum(CMX) |
| Jul09 |
090629 |
75.25 |
75.25 |
75.25 |
75.25 |
-0.25 |
|
|
|
| Aug09 |
090629 |
75.75 |
75.75 |
75.75 |
75.75 |
-0.25 |
|
|
|
| Sep09 |
090629 |
76.25 |
76.25 |
76.25 |
76.25 |
-0.25 |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Dec09 |
080724 |
1.17 |
1.17 |
1.17 |
1.17 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Sep09 |
090629 |
8360 |
8478 |
8324 |
8458 |
+85 |
958 |
8,280 |
+102 |
| Dec09 |
090629 |
8400 |
8400 |
8315 |
8400 |
+85 |
23 |
38 |
+7 |
| Mar10 |
090629 |
8356 |
8356 |
8271 |
8356 |
+85 |
0 |
1 |
+0 |
| Jun10 |
090629 |
8308 |
8308 |
8223 |
8308 |
+85 |
|
|
|
| Total Volume and Open Interest |
981 |
8,319 |
+109 |
| S & P 500(CME) |
| Sep09 |
090629 |
912.80 |
924.00 |
907.40 |
921.20 |
+7.30 |
32,866 |
378,864 |
-4,801 |
| Dec09 |
090629 |
912.20 |
917.20 |
907.20 |
917.00 |
+7.30 |
0 |
6,669 |
-59 |
| Mar10 |
090629 |
908.60 |
913.60 |
903.60 |
913.00 |
+6.90 |
0 |
3,174 |
+0 |
| Jun10 |
090629 |
906.60 |
911.60 |
901.60 |
911.00 |
+6.90 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
32,866 |
388,709 |
-4,860 |
| S & P 500 E-Mini(Globex) |
| Sep09 |
090629 |
913.00 |
924.00 |
907.25 |
921.25 |
+7.25 |
2,278,262 |
2,353,370 |
+37,687 |
| Dec09 |
090629 |
908.50 |
920.00 |
903.00 |
917.00 |
+7.25 |
3,319 |
7,717 |
+1,419 |
| Total Volume and Open Interest |
2,281,581 |
2,361,126 |
+39,106 |
| NASDAQ 100(CME) |
| Sep09 |
090629 |
1474.50 |
1493.00 |
1466.00 |
1481.50 |
+4.70 |
2,396 |
13,990 |
+457 |
| Dec09 |
090629 |
1480.00 |
1480.00 |
1478.80 |
1480.00 |
+4.70 |
0 |
12 |
+0 |
| Mar10 |
090629 |
1479.00 |
1479.00 |
1477.80 |
1479.00 |
+4.70 |
|
|
|
| Total Volume and Open Interest |
2,396 |
14,002 |
+457 |
| NASDAQ 100 E-Mini(Globex) |
| Sep09 |
090629 |
1476.00 |
1492.50 |
1466.80 |
1481.50 |
+4.70 |
313,194 |
251,686 |
+12,704 |
| Dec09 |
090629 |
1471.50 |
1490.50 |
1466.00 |
1480.00 |
+4.70 |
100 |
133 |
+67 |
| Total Volume and Open Interest |
313,295 |
251,828 |
+12,771 |
| S & P Midcap 400(CME) |
| Sep09 |
090629 |
575.00 |
581.00 |
570.00 |
578.70 |
+5.00 |
3 |
2,391 |
-1 |
| Dec09 |
090629 |
576.70 |
576.70 |
575.70 |
576.70 |
+5.00 |
|
|
|
| Mar10 |
090629 |
574.70 |
574.70 |
573.70 |
574.70 |
+5.00 |
|
|
|
| Total Volume and Open Interest |
3 |
2,391 |
-1 |
| Russell 2000(CME) |
| Sep09 |
090629 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
64 |
6,050 |
+66 |
| Dec09 |
090629 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,275 |
+0 |
| Mar10 |
090629 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,801 |
+120 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090629 |
9885 |
9950 |
9755 |
9820 |
-90 |
141,371 |
160,516 |
+9,834 |
| Dec09 |
090629 |
9780 |
9780 |
9780 |
9780 |
-90 |
2 |
961 |
+1 |
| Total Volume and Open Interest |
141,563 |
159,502 |
-5,272 |
| Nikkei 225(SGX) |
| Sep09 |
090629 |
9885 |
9950 |
9755 |
9820 |
-90 |
141,371 |
160,516 |
+9,834 |
| Dec09 |
090629 |
9780 |
9780 |
9780 |
9780 |
-90 |
2 |
961 |
+1 |
| Mar10 |
090629 |
9795 |
9795 |
9795 |
9795 |
-90 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
141,563 |
159,502 |
-5,272 |
| CAC 40(EURONEXT) |
| Jul09 |
090629 |
3110.0 |
3204.5 |
3104.0 |
3187.5 |
+61.5 |
123,605 |
388,726 |
+10,104 |
| Aug09 |
090629 |
3111.0 |
3200.0 |
3106.5 |
3188.5 |
+61.5 |
101 |
510 |
-4 |
| Sep09 |
090629 |
3101.5 |
3197.5 |
3101.5 |
3183.5 |
+61.0 |
1,231 |
39,660 |
+750 |
| Total Volume and Open Interest |
124,937 |
431,514 |
+10,850 |
| Hang Seng Index(HKFE) |
| Jun09 |
090629 |
18550 |
18684 |
18478 |
18572 |
+30 |
115,188 |
44,899 |
-14,267 |
| Jul09 |
090629 |
18525 |
18691 |
18424 |
18574 |
+36 |
47,561 |
68,497 |
+19,231 |
| Total Volume and Open Interest |
162,967 |
116,275 |
+4,964 |
| DAX(EUREX) |
| Sep09 |
090629 |
4748.0 |
4905.5 |
4741.0 |
4884.5 |
+106.5 |
152,706 |
121,236 |
-2,834 |
| Dec09 |
090629 |
4751.0 |
4904.5 |
4750.0 |
4888.0 |
+106.0 |
483 |
7,973 |
+328 |
| Mar10 |
090629 |
4913.0 |
4913.0 |
4891.0 |
4899.0 |
+106.0 |
152 |
317 |
+146 |
| Total Volume and Open Interest |
153,341 |
129,526 |
-2,360 |
| FT-SE 100(EURONEXT) |
| Sep09 |
090629 |
4196.00 |
4273.00 |
4195.50 |
4257.00 |
+50.50 |
94,147 |
620,887 |
+2,546 |
| Dec09 |
090629 |
4178.50 |
4237.50 |
4178.50 |
4229.00 |
+50.50 |
153 |
4,448 |
-6 |
| Mar10 |
090629 |
4204.00 |
4204.00 |
4204.00 |
4204.00 |
+50.50 |
|
|
|
| Total Volume and Open Interest |
94,300 |
625,335 |
+2,540 |
| SPI 200(SFE) |
| Jun09 |
090618 |
3898.0 |
3923.0 |
3853.0 |
3922.0 |
+25.0 |
83,915 |
210,038 |
-62,039 |
| Sep09 |
090629 |
3885.0 |
3902.0 |
3846.0 |
3852.0 |
-27.0 |
23,172 |
246,923 |
+1,547 |
| Dec09 |
090629 |
3875.0 |
3875.0 |
3860.0 |
3860.0 |
-26.0 |
3 |
3,495 |
-2 |
| Total Volume and Open Interest |
23,304 |
254,995 |
+1,570 |
| GSCI(CME) |
| Jul09 |
090629 |
453.00 |
462.50 |
452.50 |
461.00 |
+9.50 |
529 |
15,810 |
+53 |
| Aug09 |
090629 |
465.50 |
466.50 |
455.95 |
465.50 |
+9.50 |
2 |
0 |
+0 |
| Sep09 |
090629 |
470.00 |
471.50 |
459.95 |
470.00 |
+10.00 |
2 |
2 |
+2 |
| Total Volume and Open Interest |
533 |
15,812 |
+55 |
| 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. |
|
|