|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue June 01, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100601 |
939.25 |
943.75 |
930.50 |
932.00 |
-5.75 |
65,148 |
211,687 |
-4,816 |
| Aug10 |
100601 |
929.25 |
933.50 |
920.00 |
920.75 |
-7.00 |
5,378 |
16,569 |
+247 |
| Sep10 |
100601 |
918.50 |
918.75 |
907.50 |
908.50 |
-6.25 |
1,706 |
12,336 |
-134 |
| Nov10 |
100601 |
909.00 |
912.75 |
899.25 |
902.75 |
-5.00 |
27,016 |
160,120 |
+2,404 |
| Jan11 |
100601 |
915.00 |
918.00 |
909.25 |
912.50 |
-4.75 |
1,772 |
14,965 |
+735 |
| Mar11 |
100601 |
922.50 |
925.50 |
917.50 |
921.25 |
-4.25 |
454 |
6,165 |
+45 |
| May11 |
100601 |
927.50 |
931.25 |
925.75 |
926.75 |
-4.25 |
352 |
5,875 |
+178 |
| Total Volume and Open Interest |
102,686 |
452,273 |
-1,160 |
| Soybean Meal(CBOT) |
| Jul10 |
100601 |
274.00 |
275.20 |
269.00 |
269.40 |
-4.10 |
30,928 |
81,567 |
-3,443 |
| Aug10 |
100601 |
267.80 |
268.90 |
263.10 |
263.10 |
-4.40 |
3,703 |
17,907 |
+461 |
| Sep10 |
100601 |
260.30 |
261.40 |
257.40 |
257.40 |
-4.10 |
2,485 |
11,668 |
+48 |
| Oct10 |
100601 |
254.60 |
254.70 |
250.80 |
250.80 |
-3.30 |
1,005 |
7,973 |
+75 |
| Dec10 |
100601 |
252.40 |
253.40 |
249.10 |
249.20 |
-3.20 |
7,134 |
37,170 |
+533 |
| Jan11 |
100601 |
250.00 |
252.40 |
249.70 |
249.70 |
-3.20 |
104 |
4,417 |
+22 |
| Mar11 |
100601 |
252.80 |
253.20 |
251.20 |
251.20 |
-3.40 |
312 |
4,176 |
+162 |
| May11 |
100601 |
253.00 |
254.60 |
252.10 |
252.10 |
-3.40 |
407 |
1,957 |
+217 |
| Total Volume and Open Interest |
46,465 |
170,249 |
-1,810 |
| Soybean Oil(CBOT) |
| Jul10 |
100601 |
37.70 |
37.81 |
37.42 |
37.52 |
-0.09 |
54,067 |
179,820 |
-3,101 |
| Aug10 |
100601 |
37.89 |
38.03 |
37.65 |
37.74 |
-0.10 |
11,934 |
28,705 |
+2,221 |
| Sep10 |
100601 |
38.00 |
38.22 |
37.89 |
37.96 |
-0.11 |
4,858 |
16,575 |
+1,427 |
| Oct10 |
100601 |
38.33 |
38.40 |
38.16 |
38.16 |
-0.09 |
2,082 |
12,326 |
+219 |
| Dec10 |
100601 |
38.74 |
38.88 |
38.49 |
38.62 |
-0.06 |
10,080 |
73,699 |
+431 |
| Jan11 |
100601 |
38.90 |
39.10 |
38.88 |
38.92 |
-0.06 |
178 |
4,573 |
+34 |
| Mar11 |
100601 |
39.35 |
39.35 |
39.24 |
39.24 |
-0.06 |
175 |
1,847 |
+90 |
| May11 |
100601 |
39.63 |
39.63 |
39.52 |
39.52 |
-0.08 |
40 |
1,480 |
-10 |
| Total Volume and Open Interest |
83,639 |
322,496 |
+1,429 |
| Canola(WCE) |
| Jul10 |
100601 |
373.5 |
375.0 |
372.5 |
373.2 |
-2.1 |
4,969 |
88,837 |
-1,106 |
| Nov10 |
100601 |
379.0 |
380.4 |
377.9 |
378.2 |
-4.3 |
4,858 |
46,436 |
+1,750 |
| Jan11 |
100601 |
383.5 |
383.5 |
383.3 |
383.3 |
-4.3 |
270 |
4,565 |
+80 |
| Mar11 |
100601 |
388.3 |
388.3 |
388.3 |
388.3 |
-4.1 |
169 |
2,445 |
-5 |
| May11 |
100601 |
392.9 |
392.9 |
392.9 |
392.9 |
-3.3 |
15 |
1,111 |
+4 |
| Total Volume and Open Interest |
10,316 |
144,369 |
+747 |
| Corn(CBOT) |
| Jul10 |
100601 |
358.75 |
361.00 |
353.00 |
354.00 |
-5.00 |
97,272 |
478,609 |
-4,547 |
| Sep10 |
100601 |
368.75 |
371.00 |
363.00 |
364.00 |
-5.00 |
28,295 |
189,051 |
+5,063 |
| Dec10 |
100601 |
379.25 |
382.25 |
374.00 |
375.25 |
-4.75 |
44,363 |
377,931 |
+2,424 |
| Mar11 |
100601 |
393.00 |
399.75 |
384.00 |
388.25 |
-4.50 |
3,587 |
57,042 |
+912 |
| May11 |
100601 |
401.00 |
402.25 |
397.00 |
397.00 |
-4.25 |
1,184 |
9,272 |
+132 |
| Jul11 |
100601 |
409.00 |
409.25 |
402.00 |
405.25 |
-4.00 |
2,617 |
33,116 |
+640 |
| Total Volume and Open Interest |
179,546 |
1,216,757 |
+5,603 |
| Wheat(CBOT) |
| Jul10 |
100601 |
457.75 |
461.25 |
448.75 |
450.75 |
-7.00 |
30,745 |
240,199 |
-1,958 |
| Sep10 |
100601 |
475.25 |
478.50 |
466.25 |
468.25 |
-7.00 |
8,279 |
98,541 |
+2,803 |
| Dec10 |
100601 |
506.00 |
509.00 |
496.50 |
498.75 |
-6.75 |
7,917 |
72,858 |
+749 |
| Mar11 |
100601 |
536.25 |
538.25 |
525.50 |
528.25 |
-6.75 |
1,516 |
28,263 |
+211 |
| May11 |
100601 |
553.00 |
553.00 |
545.00 |
545.75 |
-5.75 |
298 |
8,667 |
-8 |
| Total Volume and Open Interest |
51,067 |
496,092 |
+2,498 |
| Wheat(KCBT) |
| Jul10 |
100601 |
481.50 |
488.75 |
474.00 |
478.00 |
-3.50 |
7,947 |
60,109 |
-1,713 |
| Sep10 |
100601 |
493.50 |
500.25 |
486.00 |
490.00 |
-3.50 |
1,663 |
21,982 |
+752 |
| Dec10 |
100601 |
511.75 |
518.00 |
504.00 |
507.50 |
-3.25 |
2,355 |
41,010 |
+205 |
| Mar11 |
100601 |
530.25 |
535.25 |
523.50 |
525.00 |
-3.25 |
476 |
15,652 |
-106 |
| May11 |
100601 |
534.75 |
540.50 |
534.75 |
537.25 |
-3.00 |
35 |
6,452 |
+14 |
| Total Volume and Open Interest |
12,990 |
163,460 |
-520 |
| Wheat(MGE) |
| Jul10 |
100601 |
505.25 |
512.25 |
499.25 |
501.00 |
-5.00 |
1,977 |
16,845 |
-463 |
| Sep10 |
100601 |
515.50 |
524.25 |
512.00 |
514.50 |
-4.25 |
513 |
9,879 |
+224 |
| Dec10 |
100601 |
532.75 |
542.00 |
529.25 |
531.50 |
-4.00 |
178 |
10,055 |
-78 |
| Mar11 |
100601 |
549.00 |
559.50 |
548.25 |
551.25 |
-2.50 |
32 |
3,179 |
-141 |
| May11 |
100601 |
560.50 |
570.75 |
560.00 |
562.00 |
-3.25 |
11 |
1,484 |
+1 |
| Total Volume and Open Interest |
2,905 |
46,386 |
-531 |
| Oats(CBOT) |
| Jul10 |
100601 |
193.00 |
197.00 |
190.50 |
194.25 |
+3.25 |
579 |
11,513 |
+29 |
| Sep10 |
100601 |
203.75 |
204.00 |
199.25 |
202.50 |
+3.25 |
92 |
1,476 |
+44 |
| Dec10 |
100601 |
214.25 |
215.50 |
210.50 |
213.25 |
+2.75 |
186 |
4,533 |
+21 |
| Mar11 |
100601 |
223.25 |
223.25 |
220.50 |
223.25 |
+2.75 |
2 |
564 |
-1 |
| Total Volume and Open Interest |
859 |
18,086 |
+93 |
| Rough Rice(CBOT) |
| Jul10 |
100601 |
11.64 |
11.73 |
11.35 |
11.56 |
-0.07 |
569 |
7,893 |
-164 |
| Sep10 |
100601 |
11.69 |
11.69 |
11.45 |
11.61 |
-0.06 |
362 |
4,015 |
+82 |
| Nov10 |
100601 |
11.74 |
11.77 |
11.58 |
11.72 |
-0.05 |
140 |
2,097 |
+14 |
| Jan11 |
100601 |
11.94 |
12.04 |
11.94 |
12.01 |
-0.03 |
4 |
451 |
-1 |
| Total Volume and Open Interest |
1,076 |
15,370 |
-70 |
| Live Cattle(CME) |
| Jun10 |
100601 |
90.350 |
91.180 |
90.000 |
90.800 |
+0.265 |
12,597 |
44,411 |
-3,024 |
| Aug10 |
100601 |
89.200 |
90.035 |
89.000 |
89.635 |
+0.385 |
16,108 |
146,038 |
+1,087 |
| Oct10 |
100601 |
90.785 |
91.500 |
90.550 |
91.150 |
+0.365 |
7,627 |
80,041 |
+988 |
| Dec10 |
100601 |
92.385 |
92.750 |
91.850 |
92.700 |
+0.400 |
3,722 |
42,352 |
+662 |
| Feb11 |
100601 |
93.700 |
94.135 |
93.285 |
94.100 |
+0.300 |
1,038 |
18,624 |
+165 |
| Apr11 |
100601 |
95.000 |
95.285 |
94.650 |
95.230 |
+0.230 |
246 |
9,278 |
+2 |
| Total Volume and Open Interest |
41,815 |
344,370 |
+150 |
| Feeder Cattle(CME) |
| Aug10 |
100601 |
108.230 |
109.500 |
107.635 |
109.480 |
+1.050 |
2,074 |
22,417 |
-53 |
| Sep10 |
100601 |
108.150 |
109.000 |
107.785 |
108.900 |
+0.400 |
418 |
5,114 |
+60 |
| Oct10 |
100601 |
107.950 |
108.500 |
107.385 |
108.400 |
+0.250 |
672 |
3,273 |
+361 |
| Nov10 |
100601 |
107.300 |
108.150 |
107.200 |
108.150 |
+0.300 |
180 |
1,253 |
-21 |
| Jan11 |
100601 |
106.000 |
107.000 |
106.000 |
107.000 |
+1.000 |
17 |
461 |
+0 |
| Mar11 |
100601 |
105.800 |
105.800 |
105.800 |
105.800 |
unch |
3 |
58 |
+2 |
| Apr11 |
100601 |
106.800 |
106.800 |
106.800 |
106.800 |
-0.100 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
3,804 |
34,478 |
+316 |
| Lean Hogs(CME) |
| Jun10 |
100601 |
81.535 |
81.750 |
80.430 |
81.400 |
-0.450 |
6,205 |
21,345 |
-1,187 |
| Jul10 |
100601 |
82.230 |
83.300 |
81.580 |
82.750 |
+0.150 |
8,527 |
66,545 |
-165 |
| Aug10 |
100601 |
82.500 |
83.730 |
81.950 |
83.650 |
+0.850 |
6,265 |
44,908 |
+1,107 |
| Oct10 |
100601 |
74.580 |
76.200 |
74.450 |
75.885 |
+0.635 |
2,585 |
38,257 |
-332 |
| Dec10 |
100601 |
71.430 |
72.900 |
71.385 |
72.800 |
+0.870 |
2,311 |
23,969 |
+883 |
| Feb11 |
100601 |
72.135 |
73.100 |
72.050 |
73.100 |
+0.700 |
132 |
7,154 |
+29 |
| Apr11 |
100601 |
72.475 |
73.550 |
72.400 |
73.550 |
+0.850 |
55 |
3,544 |
+37 |
| May11 |
100601 |
76.450 |
76.450 |
76.135 |
76.200 |
+0.550 |
1 |
146 |
+0 |
| Total Volume and Open Interest |
26,103 |
206,750 |
+386 |
| Pork Bellies(CME) |
| Jul10 |
100601 |
103.200 |
103.200 |
102.050 |
102.050 |
-0.850 |
7 |
141 |
-1 |
| Aug10 |
100601 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
25 |
+0 |
| Feb11 |
100601 |
100.000 |
100.500 |
100.000 |
100.500 |
unch |
0 |
3 |
+0 |
| Mar11 |
100601 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100601 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
7 |
170 |
-1 |
| Class III Milk(CME) |
| Jun10 |
100601 |
13.60 |
13.60 |
13.47 |
13.54 |
-0.06 |
229 |
4,380 |
-76 |
| Jul10 |
100601 |
13.46 |
13.70 |
13.05 |
13.30 |
-0.20 |
405 |
4,505 |
-8 |
| Aug10 |
100601 |
14.04 |
14.04 |
13.70 |
13.84 |
-0.16 |
237 |
3,728 |
-2 |
| Sep10 |
100601 |
14.49 |
14.49 |
14.25 |
14.45 |
-0.04 |
105 |
3,553 |
+14 |
| Oct10 |
100601 |
14.50 |
14.62 |
14.41 |
14.57 |
unch |
139 |
3,284 |
-2 |
| Total Volume and Open Interest |
1,375 |
31,012 |
+17 |
| Cocoa(ICE) |
| Jul10 |
100601 |
2959 |
3000 |
2889 |
2990 |
+25 |
8,326 |
48,504 |
-1,902 |
| Sep10 |
100601 |
2980 |
3027 |
2921 |
3018 |
+25 |
3,452 |
30,580 |
+266 |
| Dec10 |
100601 |
3002 |
3050 |
2959 |
3043 |
+26 |
831 |
16,526 |
+212 |
| Mar11 |
100601 |
3039 |
3075 |
3039 |
3070 |
+25 |
379 |
15,994 |
-196 |
| May11 |
100601 |
3050 |
3085 |
3050 |
3081 |
+25 |
17 |
6,558 |
+7 |
| Jul11 |
100601 |
3058 |
3086 |
3058 |
3086 |
+25 |
125 |
3,191 |
+106 |
| Sep11 |
100601 |
3065 |
3091 |
3065 |
3091 |
+24 |
120 |
1,211 |
+41 |
| Total Volume and Open Interest |
13,447 |
127,222 |
-1,396 |
| Coffee "C"(ICE) |
| Jul10 |
100601 |
134.00 |
137.60 |
133.15 |
136.55 |
+2.30 |
11,173 |
66,403 |
-2,163 |
| Sep10 |
100601 |
135.55 |
139.00 |
134.70 |
138.05 |
+2.25 |
4,652 |
34,836 |
+718 |
| Dec10 |
100601 |
137.90 |
140.65 |
136.65 |
139.70 |
+2.30 |
3,529 |
19,895 |
-430 |
| Mar11 |
100601 |
138.00 |
141.65 |
137.60 |
140.80 |
+2.35 |
437 |
7,631 |
-22 |
| May11 |
100601 |
138.85 |
141.20 |
138.85 |
141.20 |
+2.75 |
145 |
4,390 |
+32 |
| Jul11 |
100601 |
141.35 |
141.65 |
141.35 |
141.65 |
+2.95 |
31 |
2,483 |
-23 |
| Total Volume and Open Interest |
19,995 |
136,493 |
-1,862 |
| Orange Juice(ICE) |
| Jul10 |
100601 |
142.00 |
142.00 |
136.75 |
138.95 |
-3.95 |
983 |
17,869 |
-387 |
| Sep10 |
100601 |
143.80 |
143.80 |
138.00 |
140.30 |
-3.70 |
209 |
7,955 |
+104 |
| Nov10 |
100601 |
141.15 |
141.25 |
138.60 |
140.80 |
-3.20 |
114 |
2,147 |
+59 |
| Jan11 |
100601 |
141.00 |
141.00 |
138.35 |
140.25 |
-3.70 |
10 |
814 |
+1 |
| Mar11 |
100601 |
140.60 |
140.70 |
140.60 |
140.70 |
-3.60 |
0 |
169 |
+0 |
| May11 |
100601 |
140.85 |
140.85 |
140.85 |
140.85 |
-3.60 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
1,316 |
29,307 |
-223 |
| Sugar #11(ICE) |
| Jul10 |
100601 |
14.19 |
14.60 |
14.09 |
14.40 |
+0.21 |
39,667 |
266,718 |
-5,839 |
| Oct10 |
100601 |
14.80 |
15.03 |
14.59 |
14.90 |
+0.21 |
25,120 |
183,787 |
+150 |
| Mar11 |
100601 |
15.66 |
16.00 |
15.60 |
15.89 |
+0.24 |
6,672 |
91,486 |
+348 |
| May11 |
100601 |
15.78 |
16.06 |
15.69 |
15.95 |
+0.28 |
1,467 |
24,804 |
-96 |
| Jul11 |
100601 |
15.70 |
16.19 |
15.50 |
16.10 |
+0.30 |
2,571 |
33,604 |
+642 |
| Total Volume and Open Interest |
78,773 |
671,823 |
-4,091 |
| London Cocoa(LCE) |
| Jul10 |
100601 |
2409 |
2446 |
2390 |
2444 |
+188 |
21,988 |
63,577 |
+3,834 |
| Sep10 |
100601 |
2330 |
2346 |
2307 |
2345 |
+4 |
2,695 |
34,470 |
+357 |
| Dec10 |
100601 |
2272 |
2293 |
2250 |
2291 |
+8 |
711 |
25,553 |
+66 |
| Mar11 |
100601 |
2240 |
2257 |
2240 |
2257 |
+4 |
297 |
21,550 |
-54 |
| May11 |
100601 |
2226 |
2252 |
2226 |
2250 |
+4 |
112 |
4,966 |
+13 |
| Jul11 |
100601 |
2252 |
2252 |
2252 |
2252 |
+6 |
7 |
940 |
-5 |
| Sep11 |
100601 |
2250 |
2256 |
2250 |
2256 |
+6 |
0 |
1,843 |
+0 |
| Total Volume and Open Interest |
9,930 |
160,106 |
+2,824 |
| London Sugar(LCE) |
| Aug10 |
100601 |
472.20 |
474.40 |
465.80 |
471.90 |
+3.30 |
4,457 |
31,871 |
+372 |
| Oct10 |
100601 |
431.40 |
434.70 |
425.70 |
431.90 |
+2.80 |
3,465 |
17,128 |
+324 |
| Dec10 |
100601 |
420.80 |
423.80 |
416.00 |
422.90 |
+5.00 |
529 |
5,522 |
+352 |
| Mar11 |
100601 |
429.30 |
432.10 |
425.40 |
431.90 |
+5.10 |
21 |
3,921 |
+9 |
| May11 |
100601 |
433.00 |
436.00 |
433.00 |
434.90 |
+6.10 |
8 |
1,816 |
+3 |
| Total Volume and Open Interest |
8,480 |
61,061 |
+1,060 |
| Cotton(ICE) |
| Jul10 |
100601 |
80.33 |
80.33 |
79.01 |
79.07 |
-0.98 |
9,478 |
98,561 |
-2,983 |
| Oct10 |
100601 |
78.01 |
78.05 |
77.10 |
77.12 |
-0.94 |
146 |
1,669 |
+5 |
| Dec10 |
100601 |
78.43 |
78.61 |
77.47 |
77.61 |
-1.00 |
7,709 |
76,473 |
+1,867 |
| Mar11 |
100601 |
79.05 |
79.15 |
78.76 |
78.80 |
-1.01 |
505 |
10,418 |
+66 |
| May11 |
100601 |
79.27 |
79.28 |
79.27 |
79.28 |
-1.12 |
255 |
473 |
+156 |
| Jul11 |
100601 |
79.52 |
79.87 |
79.52 |
79.69 |
-0.82 |
290 |
3,699 |
+139 |
| Total Volume and Open Interest |
18,389 |
192,768 |
-750 |
| Lumber(CME) |
| Jul10 |
100601 |
230.0 |
232.7 |
220.2 |
228.9 |
+3.4 |
755 |
4,632 |
-4 |
| Sep10 |
100601 |
241.9 |
242.0 |
232.0 |
237.0 |
-5.0 |
429 |
2,403 |
-2 |
| Nov10 |
100601 |
229.2 |
235.0 |
227.3 |
230.0 |
-1.8 |
24 |
694 |
+1 |
| Jan11 |
100601 |
248.9 |
248.9 |
246.0 |
246.0 |
-2.0 |
1 |
37 |
+0 |
| Total Volume and Open Interest |
1,209 |
7,774 |
-5 |
| Crude Oil(NYM) |
| Jul10 |
100601 |
73.97 |
75.33 |
71.64 |
72.58 |
-1.39 |
401,812 |
381,461 |
-9,957 |
| Aug10 |
100601 |
75.16 |
76.59 |
72.80 |
73.90 |
-1.26 |
117,594 |
127,796 |
+5,884 |
| Sep10 |
100601 |
76.03 |
77.54 |
73.80 |
74.90 |
-1.22 |
46,855 |
101,748 |
+2,383 |
| Oct10 |
100601 |
77.23 |
78.28 |
74.60 |
75.71 |
-1.17 |
17,085 |
44,746 |
+582 |
| Nov10 |
100601 |
77.74 |
78.76 |
75.70 |
76.45 |
-1.13 |
10,837 |
37,990 |
+422 |
| Dec10 |
100601 |
78.20 |
79.58 |
75.92 |
77.15 |
-1.09 |
51,046 |
200,634 |
+1,402 |
| Jan11 |
100601 |
79.00 |
80.00 |
76.98 |
77.65 |
-1.04 |
3,656 |
36,486 |
-23 |
| Feb11 |
100601 |
78.53 |
78.53 |
78.10 |
78.10 |
-1.00 |
1,256 |
17,506 |
-102 |
| Mar11 |
100601 |
80.01 |
80.01 |
77.77 |
78.52 |
-0.96 |
1,842 |
17,851 |
-301 |
| Apr11 |
100601 |
78.88 |
78.91 |
78.88 |
78.91 |
-0.92 |
1,117 |
11,046 |
-116 |
| May11 |
100601 |
80.73 |
80.73 |
79.27 |
79.27 |
-0.88 |
1,117 |
7,080 |
-45 |
| Jun11 |
100601 |
81.00 |
81.59 |
79.12 |
79.60 |
-0.84 |
5,298 |
40,540 |
+610 |
| Jul11 |
100601 |
80.22 |
81.68 |
79.66 |
79.89 |
-0.80 |
419 |
6,395 |
+49 |
| Aug11 |
100601 |
80.14 |
80.14 |
80.14 |
80.14 |
-0.77 |
377 |
6,041 |
+25 |
| Sep11 |
100601 |
80.36 |
80.36 |
80.36 |
80.36 |
-0.75 |
59 |
7,641 |
+3 |
| Oct11 |
100601 |
80.58 |
80.58 |
80.58 |
80.58 |
-0.74 |
16 |
4,351 |
-3 |
| Total Volume and Open Interest |
691,648 |
1,361,036 |
-24 |
| e-miNY Crude Oil(NYM) |
| Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
| Jul10 |
100601 |
73.950 |
75.350 |
71.650 |
72.575 |
-1.400 |
15,293 |
4,612 |
+120 |
| Aug10 |
100601 |
75.000 |
76.525 |
72.900 |
73.900 |
-1.250 |
781 |
784 |
+180 |
| Sep10 |
100601 |
76.725 |
77.500 |
73.950 |
74.900 |
-1.225 |
61 |
216 |
+8 |
| Oct10 |
100601 |
74.950 |
77.075 |
74.950 |
75.700 |
-1.175 |
6 |
21 |
+1 |
| Nov10 |
100601 |
75.850 |
76.500 |
75.850 |
76.450 |
-1.125 |
7 |
9 |
+4 |
| Dec10 |
100601 |
77.075 |
79.200 |
76.175 |
77.150 |
-1.100 |
14 |
90 |
+1 |
| Jan11 |
100601 |
77.650 |
77.650 |
77.650 |
77.650 |
-1.050 |
0 |
2 |
+0 |
| Feb11 |
100601 |
78.100 |
78.100 |
78.100 |
78.100 |
-1.000 |
|
|
|
| Mar11 |
100601 |
78.525 |
78.525 |
78.525 |
78.525 |
-0.950 |
|
|
|
| Total Volume and Open Interest |
16,162 |
5,789 |
+314 |
| Heating Oil(NYM) |
| Jul10 |
100601 |
200.46 |
203.92 |
194.75 |
197.04 |
-3.41 |
56,215 |
80,013 |
+2,086 |
| Aug10 |
100601 |
202.35 |
205.83 |
196.74 |
199.12 |
-3.26 |
12,907 |
42,918 |
+1,985 |
| Sep10 |
100601 |
206.40 |
208.27 |
200.76 |
201.75 |
-3.13 |
11,354 |
30,046 |
+1,787 |
| Oct10 |
100601 |
208.39 |
210.52 |
203.96 |
204.31 |
-3.04 |
3,618 |
18,968 |
+872 |
| Nov10 |
100601 |
210.88 |
213.02 |
206.00 |
206.92 |
-2.94 |
1,984 |
12,409 |
-134 |
| Dec10 |
100601 |
212.66 |
214.97 |
208.26 |
209.58 |
-2.83 |
8,922 |
40,215 |
-30 |
| Jan11 |
100601 |
214.97 |
218.22 |
212.09 |
212.35 |
-2.76 |
1,615 |
17,395 |
-18 |
| Feb11 |
100601 |
216.05 |
217.43 |
213.95 |
214.20 |
-2.68 |
1,360 |
7,827 |
+151 |
| Mar11 |
100601 |
213.77 |
218.35 |
213.77 |
215.13 |
-2.60 |
796 |
6,441 |
-65 |
| Apr11 |
100601 |
219.93 |
219.93 |
214.50 |
215.10 |
-2.51 |
343 |
3,831 |
-23 |
| May11 |
100601 |
212.75 |
215.20 |
212.71 |
215.20 |
-2.39 |
259 |
3,053 |
+5 |
| Jun11 |
100601 |
218.89 |
220.38 |
213.04 |
215.52 |
-2.29 |
658 |
17,096 |
+8 |
| Total Volume and Open Interest |
125,200 |
303,529 |
-1,580 |
| Gasoline(NYMEX) |
| Jul10 |
100601 |
202.25 |
205.37 |
197.07 |
198.25 |
-4.41 |
45,704 |
90,267 |
+3,548 |
| Aug10 |
100601 |
203.22 |
205.63 |
197.33 |
198.73 |
-4.19 |
16,994 |
40,304 |
+1,899 |
| Sep10 |
100601 |
203.70 |
205.75 |
198.65 |
199.01 |
-4.02 |
10,267 |
35,519 |
+279 |
| Oct10 |
100601 |
193.40 |
195.59 |
189.19 |
189.58 |
-3.80 |
3,822 |
19,273 |
-144 |
| Nov10 |
100601 |
194.03 |
194.30 |
188.24 |
189.59 |
-3.64 |
2,707 |
18,206 |
+66 |
| Dec10 |
100601 |
195.56 |
196.90 |
189.26 |
190.66 |
-3.55 |
4,232 |
13,695 |
+17 |
| Jan11 |
100601 |
192.46 |
192.46 |
192.46 |
192.46 |
-3.54 |
940 |
4,010 |
-53 |
| Feb11 |
100601 |
194.62 |
194.62 |
194.62 |
194.62 |
-3.54 |
374 |
1,994 |
+42 |
| Mar11 |
100601 |
196.81 |
196.81 |
196.81 |
196.81 |
-3.54 |
118 |
1,882 |
+91 |
| Apr11 |
100601 |
209.41 |
209.41 |
209.41 |
209.41 |
-3.54 |
0 |
3,174 |
+0 |
| Total Volume and Open Interest |
108,407 |
246,094 |
-3,670 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100601 |
198.30 |
198.30 |
198.25 |
198.30 |
-4.40 |
0 |
2 |
+0 |
| Aug10 |
100601 |
198.70 |
198.73 |
198.70 |
198.70 |
-4.20 |
1 |
2 |
-1 |
| Sep10 |
100601 |
199.00 |
199.01 |
199.00 |
199.00 |
-4.00 |
|
|
|
| Oct10 |
100601 |
189.60 |
189.60 |
189.58 |
189.60 |
-3.80 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2 |
11 |
-5 |
| Natural Gas(NYM) |
| Jul10 |
100601 |
4.350 |
4.431 |
4.227 |
4.248 |
-0.093 |
92,962 |
228,221 |
+3,529 |
| Aug10 |
100601 |
4.448 |
4.494 |
4.288 |
4.316 |
-0.093 |
20,807 |
70,126 |
-1,174 |
| Sep10 |
100601 |
4.490 |
4.550 |
4.352 |
4.371 |
-0.093 |
13,589 |
77,833 |
+1,579 |
| Oct10 |
100601 |
4.596 |
4.649 |
4.458 |
4.476 |
-0.096 |
20,408 |
81,140 |
+1,568 |
| Nov10 |
100601 |
4.952 |
4.983 |
4.807 |
4.817 |
-0.098 |
5,396 |
23,234 |
+547 |
| Dec10 |
100601 |
5.300 |
5.327 |
5.140 |
5.161 |
-0.096 |
4,973 |
34,464 |
-462 |
| Jan11 |
100601 |
5.504 |
5.531 |
5.340 |
5.367 |
-0.100 |
12,286 |
53,663 |
-537 |
| Feb11 |
100601 |
5.463 |
5.501 |
5.325 |
5.335 |
-0.103 |
1,481 |
17,466 |
-506 |
| Mar11 |
100601 |
5.371 |
5.401 |
5.220 |
5.232 |
-0.104 |
2,991 |
45,428 |
-215 |
| Apr11 |
100601 |
5.160 |
5.219 |
5.038 |
5.042 |
-0.109 |
2,810 |
38,161 |
-128 |
| May11 |
100601 |
5.229 |
5.229 |
5.056 |
5.063 |
-0.109 |
532 |
22,907 |
+59 |
| Jun11 |
100601 |
5.220 |
5.276 |
5.110 |
5.115 |
-0.111 |
321 |
7,708 |
+162 |
| Jul11 |
100601 |
5.291 |
5.300 |
5.174 |
5.174 |
-0.113 |
205 |
5,135 |
+21 |
| Aug11 |
100601 |
5.255 |
5.255 |
5.222 |
5.222 |
-0.115 |
37 |
5,271 |
+10 |
| Sep11 |
100601 |
5.382 |
5.382 |
5.249 |
5.249 |
-0.118 |
50 |
5,236 |
+2 |
| Oct11 |
100601 |
5.464 |
5.466 |
5.341 |
5.341 |
-0.120 |
395 |
18,391 |
+75 |
| Total Volume and Open Interest |
183,173 |
839,576 |
+3,665 |
| Brent Crude Oil(ICE) |
| Jul10 |
100601 |
74.82 |
75.39 |
71.51 |
72.71 |
-1.31 |
162,476 |
207,329 |
-1,509 |
| Aug10 |
100601 |
75.61 |
76.20 |
72.36 |
73.55 |
-1.25 |
70,099 |
128,292 |
+7,264 |
| Sep10 |
100601 |
76.22 |
76.86 |
73.10 |
74.31 |
-1.20 |
33,704 |
74,515 |
-2,497 |
| Oct10 |
100601 |
76.55 |
77.49 |
73.97 |
75.05 |
-1.17 |
15,605 |
38,948 |
+1,023 |
| Nov10 |
100601 |
77.23 |
78.16 |
74.68 |
75.77 |
-1.13 |
8,042 |
21,534 |
-287 |
| Dec10 |
100601 |
77.90 |
78.92 |
75.39 |
76.47 |
-1.09 |
27,050 |
100,251 |
+1,707 |
| Jan11 |
100601 |
77.15 |
78.55 |
76.34 |
77.11 |
-1.07 |
6,004 |
22,673 |
+862 |
| Feb11 |
100601 |
77.19 |
79.10 |
76.86 |
77.68 |
-1.03 |
4,195 |
11,953 |
+392 |
| Mar11 |
100601 |
77.64 |
79.60 |
77.37 |
78.20 |
-0.99 |
2,845 |
8,461 |
+198 |
| Apr11 |
100601 |
78.69 |
78.69 |
78.69 |
78.69 |
-0.94 |
1,621 |
5,605 |
-119 |
| May11 |
100601 |
79.13 |
79.13 |
79.13 |
79.13 |
-0.89 |
1,596 |
14,029 |
+476 |
| Jun11 |
100601 |
79.39 |
81.01 |
78.41 |
79.53 |
-0.83 |
2,781 |
19,525 |
+87 |
| Jul11 |
100601 |
79.88 |
79.88 |
79.88 |
79.88 |
-0.79 |
383 |
3,495 |
+120 |
| Aug11 |
100601 |
80.18 |
80.18 |
80.18 |
80.18 |
-0.76 |
151 |
3,329 |
+52 |
| Total Volume and Open Interest |
345,957 |
763,122 |
+8,105 |
| Gas Oil(ICE) |
| Jun10 |
100601 |
640.00 |
646.00 |
617.75 |
639.75 |
+3.75 |
37,594 |
76,082 |
-512 |
| Jul10 |
100601 |
642.00 |
649.00 |
620.50 |
642.50 |
+3.50 |
53,708 |
83,602 |
+3,342 |
| Aug10 |
100601 |
646.00 |
652.50 |
624.25 |
646.50 |
+3.50 |
18,176 |
44,108 |
+1,185 |
| Sep10 |
100601 |
651.00 |
655.75 |
630.75 |
651.50 |
+3.50 |
12,101 |
43,857 |
+2,469 |
| Oct10 |
100601 |
652.00 |
656.50 |
635.75 |
656.50 |
+3.50 |
7,824 |
35,337 |
-374 |
| Nov10 |
100601 |
657.25 |
661.00 |
644.75 |
661.00 |
+3.50 |
4,363 |
24,126 |
-53 |
| Dec10 |
100601 |
661.25 |
671.25 |
645.00 |
665.50 |
+3.50 |
14,584 |
92,243 |
+345 |
| Jan11 |
100601 |
667.00 |
674.00 |
652.75 |
670.75 |
+3.75 |
1,604 |
27,826 |
+17 |
| Feb11 |
100601 |
660.00 |
678.75 |
660.00 |
675.50 |
+4.00 |
1,152 |
13,954 |
+5 |
| Mar11 |
100601 |
662.25 |
679.75 |
662.00 |
679.75 |
+4.25 |
1,281 |
10,593 |
+113 |
| Total Volume and Open Interest |
158,076 |
551,604 |
+7,231 |
| Ethanol(CBOT) |
| Jun10 |
100601 |
1.592 |
1.604 |
1.592 |
1.602 |
+0.002 |
154 |
269 |
-98 |
| Jul10 |
100601 |
1.590 |
1.603 |
1.590 |
1.599 |
+0.005 |
110 |
1,337 |
-20 |
| Aug10 |
100601 |
1.600 |
1.604 |
1.600 |
1.604 |
unch |
25 |
1,070 |
+5 |
| Sep10 |
100601 |
1.596 |
1.600 |
1.590 |
1.591 |
-0.009 |
32 |
942 |
+20 |
| Oct10 |
100601 |
1.598 |
1.600 |
1.587 |
1.590 |
-0.011 |
31 |
957 |
+18 |
| Nov10 |
100601 |
1.614 |
1.614 |
1.588 |
1.588 |
-0.009 |
23 |
841 |
+2 |
| Dec10 |
100601 |
1.620 |
1.620 |
1.598 |
1.598 |
-0.010 |
20 |
1,559 |
-5 |
| Jan11 |
100601 |
1.608 |
1.608 |
1.597 |
1.597 |
-0.010 |
26 |
1,084 |
+26 |
| Total Volume and Open Interest |
560 |
10,443 |
+51 |
| US Dollar Index(ICE) |
| Jun10 |
100601 |
86.725 |
87.580 |
86.220 |
86.725 |
+0.143 |
30,115 |
35,787 |
-339 |
| Sep10 |
100601 |
87.030 |
87.875 |
86.595 |
87.085 |
+0.162 |
254 |
2,652 |
+126 |
| Dec10 |
100601 |
87.345 |
87.345 |
87.345 |
87.345 |
+0.022 |
1 |
18 |
+0 |
| Total Volume and Open Interest |
30,370 |
38,457 |
-213 |
| Australian Dollar(CME) |
| Jun10 |
100601 |
84.44 |
85.02 |
82.69 |
83.68 |
-0.77 |
146,026 |
104,719 |
-90 |
| Sep10 |
100601 |
83.39 |
84.12 |
81.87 |
82.81 |
-0.76 |
2,671 |
5,681 |
+1,122 |
| Dec10 |
100601 |
81.99 |
82.73 |
81.99 |
81.99 |
-0.74 |
0 |
365 |
+0 |
| Total Volume and Open Interest |
148,702 |
110,774 |
+1,032 |
| British Pound(CME) |
| Jun10 |
100601 |
144.42 |
147.24 |
144.25 |
146.63 |
+1.75 |
138,585 |
133,457 |
-2,066 |
| Sep10 |
100601 |
144.50 |
147.25 |
144.35 |
146.66 |
+1.74 |
1,600 |
10,696 |
-262 |
| Dec10 |
100601 |
145.20 |
146.71 |
144.97 |
146.71 |
+1.74 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
140,185 |
144,185 |
-2,328 |
| Canadian Dollar(CME) |
| Jun10 |
100601 |
95.07 |
96.01 |
94.66 |
95.21 |
+0.08 |
100,576 |
105,900 |
-4,093 |
| Sep10 |
100601 |
94.80 |
95.98 |
94.61 |
95.16 |
+0.07 |
2,952 |
9,360 |
+556 |
| Dec10 |
100601 |
95.83 |
95.83 |
94.78 |
95.08 |
+0.07 |
74 |
1,953 |
-24 |
| Mar11 |
100601 |
94.96 |
94.96 |
94.89 |
94.96 |
+0.07 |
27 |
309 |
+7 |
| Total Volume and Open Interest |
103,629 |
117,606 |
-3,554 |
| Japanese Yen(CME) |
| Jun10 |
100601 |
109.99 |
110.47 |
109.16 |
109.63 |
-0.54 |
140,891 |
127,159 |
-5,307 |
| Sep10 |
100601 |
110.04 |
110.61 |
109.33 |
109.80 |
-0.53 |
1,470 |
5,782 |
+424 |
| Dec10 |
100601 |
110.04 |
110.57 |
110.04 |
110.04 |
-0.53 |
0 |
127 |
+0 |
| Total Volume and Open Interest |
142,361 |
133,071 |
-4,883 |
| Swiss Franc(CME) |
| Jun10 |
100601 |
86.46 |
87.22 |
85.27 |
86.58 |
+0.10 |
58,182 |
45,080 |
-1,938 |
| Sep10 |
100601 |
86.85 |
87.41 |
85.57 |
86.83 |
+0.11 |
1,557 |
2,893 |
+945 |
| Dec10 |
100601 |
87.09 |
87.09 |
86.98 |
87.09 |
+0.11 |
2 |
13 |
+0 |
| Total Volume and Open Interest |
59,741 |
47,986 |
-993 |
| EuroFX(CME) |
| Jun10 |
100601 |
122.83 |
123.57 |
121.12 |
122.58 |
-0.66 |
479,857 |
266,649 |
-1,502 |
| Sep10 |
100601 |
122.93 |
123.68 |
121.24 |
122.71 |
-0.65 |
9,475 |
15,451 |
+1,026 |
| Dec10 |
100601 |
122.89 |
123.48 |
121.23 |
122.82 |
-0.66 |
6 |
430 |
+3 |
| Total Volume and Open Interest |
489,338 |
282,579 |
-473 |
| Mexican Peso(CME) |
| Jun10 |
100601 |
772.5 |
777.8 |
764.8 |
773.0 |
-1.2 |
32,054 |
79,966 |
-3,425 |
| Jul10 |
100601 |
771.2 |
772.5 |
771.2 |
771.2 |
-1.2 |
|
|
|
| Total Volume and Open Interest |
32,171 |
80,968 |
-3,506 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100601 |
123~250 |
123~250 |
123~110 |
123~110 |
+0~100 |
|
|
|
| Sep10 |
100601 |
122~200 |
123~250 |
122~100 |
122~250 |
+0~040 |
321,306 |
618,840 |
+127,306 |
| Dec10 |
100601 |
121~080 |
121~140 |
121~080 |
121~140 |
+0~040 |
5 |
88 |
+3 |
| Total Volume and Open Interest |
864,550 |
747,850 |
-25,508 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100601 |
120~185 |
121~100 |
120~005 |
120~215 |
unch |
1,987,347 |
382,848 |
-391,590 |
| Sep10 |
100601 |
119~260 |
120~170 |
119~185 |
119~285 |
+0~005 |
1,083,165 |
1,579,749 |
+381,409 |
| Dec10 |
100601 |
118~210 |
118~210 |
118~205 |
118~210 |
+0~005 |
3 |
89 |
-1 |
| Total Volume and Open Interest |
3,070,515 |
1,962,706 |
-10,182 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100601 |
58~092 |
58~092 |
58~092 |
58~092 |
+0~002 |
|
|
|
| Sep10 |
100601 |
116~081 |
117~006 |
116~062 |
116~088 |
+0~002 |
469,366 |
752,935 |
+192,880 |
| Dec10 |
100601 |
115~079 |
115~079 |
115~077 |
115~079 |
+0~002 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,313,463 |
991,473 |
-47,907 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100601 |
54~084 |
54~084 |
54~084 |
54~084 |
+0~004 |
|
|
|
| Sep10 |
100601 |
109~009 |
109~020 |
109~000 |
109~003 |
-0~006 |
377,447 |
782,241 |
+166,792 |
| Dec10 |
100601 |
108~094 |
108~101 |
108~094 |
108~094 |
-0~007 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
902,393 |
962,353 |
-23,412 |
| Eurodollars(CME) |
| Jun10 |
100601 |
99.400 |
99.438 |
99.380 |
99.425 |
+0.025 |
274,486 |
1,099,603 |
-6,705 |
| Sep10 |
100601 |
99.170 |
99.210 |
99.100 |
99.190 |
+0.035 |
438,955 |
1,036,550 |
-36,279 |
| Dec10 |
100601 |
99.005 |
99.045 |
98.950 |
99.025 |
+0.020 |
312,687 |
1,049,228 |
-10,880 |
| Mar11 |
100601 |
98.885 |
98.900 |
98.830 |
98.875 |
unch |
291,525 |
745,242 |
-5,229 |
| Jun11 |
100601 |
98.720 |
98.740 |
98.670 |
98.680 |
-0.025 |
295,967 |
811,532 |
-16,184 |
| Sep11 |
100601 |
98.505 |
98.545 |
98.460 |
98.470 |
-0.025 |
237,449 |
735,871 |
-8,654 |
| Dec11 |
100601 |
98.290 |
98.310 |
98.205 |
98.230 |
-0.015 |
203,169 |
535,074 |
+1,375 |
| Mar12 |
100601 |
98.010 |
98.085 |
97.970 |
98.010 |
unch |
159,608 |
390,155 |
+1,289 |
| Jun12 |
100601 |
97.760 |
97.845 |
97.715 |
97.765 |
+0.005 |
101,046 |
237,929 |
+1,869 |
| Sep12 |
100601 |
97.500 |
97.600 |
97.465 |
97.520 |
+0.010 |
76,941 |
182,400 |
+787 |
| Dec12 |
100601 |
97.245 |
97.355 |
97.205 |
97.270 |
+0.010 |
62,635 |
142,613 |
+453 |
| Mar13 |
100601 |
97.050 |
97.160 |
97.000 |
97.065 |
+0.010 |
61,445 |
134,008 |
+1,503 |
| Jun13 |
100601 |
96.835 |
96.940 |
96.785 |
96.850 |
+0.005 |
27,937 |
80,516 |
-1,673 |
| Sep13 |
100601 |
96.640 |
96.740 |
96.585 |
96.650 |
unch |
21,884 |
72,722 |
+4 |
| Dec13 |
100601 |
96.405 |
96.540 |
96.405 |
96.450 |
unch |
22,388 |
38,649 |
-594 |
| Mar14 |
100601 |
96.270 |
96.395 |
96.270 |
96.290 |
unch |
21,081 |
39,272 |
+1,545 |
| Jun14 |
100601 |
96.085 |
96.220 |
96.085 |
96.130 |
unch |
14,689 |
31,563 |
+1,095 |
| Sep14 |
100601 |
95.960 |
96.070 |
95.960 |
95.985 |
unch |
8,575 |
22,525 |
-309 |
| Total Volume and Open Interest |
2,661,949 |
7,540,426 |
-74,026 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100601 |
99.780 |
99.787 |
99.780 |
99.780 |
unch |
5,119 |
67,668 |
-1,218 |
| Jul10 |
100601 |
99.770 |
99.780 |
99.765 |
99.770 |
unch |
6,004 |
48,474 |
-2,223 |
| Aug10 |
100601 |
99.765 |
99.775 |
99.755 |
99.765 |
+0.005 |
7,150 |
75,906 |
-2,861 |
| Sep10 |
100601 |
99.750 |
99.765 |
99.745 |
99.755 |
+0.005 |
5,300 |
48,272 |
-608 |
| Oct10 |
100601 |
99.735 |
99.750 |
99.735 |
99.740 |
+0.005 |
5,905 |
70,582 |
-157 |
| Nov10 |
100601 |
99.705 |
99.720 |
99.705 |
99.710 |
+0.005 |
6,392 |
80,576 |
-1,230 |
| Total Volume and Open Interest |
53,107 |
661,770 |
-6,735 |
| 30 Day Fed Funds(e-CBOT) |
| Jun10 |
090519 |
99.210 |
99.210 |
99.200 |
99.200 |
unch |
98 |
1,033 |
|
| Jul10 |
090519 |
99.085 |
99.085 |
99.085 |
99.085 |
unch |
0 |
2,211 |
|
| Aug10 |
090519 |
98.995 |
98.995 |
98.995 |
98.995 |
unch |
0 |
1,623 |
|
| Sep10 |
090519 |
98.885 |
98.900 |
98.880 |
98.885 |
unch |
50 |
2,134 |
|
| Oct10 |
090519 |
98.820 |
98.820 |
98.810 |
98.820 |
unch |
0 |
454 |
|
| Nov10 |
090519 |
98.660 |
98.660 |
98.660 |
98.660 |
unch |
0 |
1,342 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Jun10 |
100601 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
426 |
2,498 |
+20 |
| Sep10 |
100601 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.003 |
0 |
1,031 |
+0 |
| Dec10 |
100601 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
0 |
342 |
+0 |
| Mar11 |
100601 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.015 |
0 |
167 |
+0 |
| Jun11 |
100601 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.010 |
|
|
|
| Sep11 |
100601 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.010 |
|
|
|
| Dec11 |
100601 |
99.510 |
99.510 |
99.510 |
99.510 |
+0.010 |
|
|
|
| Mar12 |
100601 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.010 |
|
|
|
| Jun12 |
100601 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.010 |
|
|
|
| Sep12 |
100601 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
426 |
4,038 |
+20 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100601 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
210 |
5,237 |
-43 |
| Sep10 |
100601 |
99.63 |
99.63 |
99.62 |
99.62 |
unch |
150 |
3,156 |
-12 |
| Dec10 |
100601 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,461 |
+0 |
| Mar11 |
100601 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.01 |
5 |
1,692 |
+0 |
| Jun11 |
100601 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
102 |
+0 |
| Sep11 |
100601 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
53 |
+0 |
| Dec11 |
100601 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
0 |
102 |
+0 |
| Mar12 |
100601 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
365 |
13,174 |
-55 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100601 |
140.39 |
140.62 |
140.39 |
140.62 |
+0.28 |
2,256 |
20,874 |
+0 |
| Sep10 |
100601 |
140.06 |
140.21 |
140.01 |
140.21 |
+0.10 |
31 |
243 |
+9 |
| Dec10 |
100601 |
138.12 |
138.12 |
138.12 |
138.12 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
1,827 |
21,864 |
-346 |
| Euro-Bund(EUREX) |
| Jun10 |
100601 |
128.65 |
129.43 |
128.34 |
128.66 |
+0.33 |
1,136,668 |
1,032,280 |
+41,638 |
| Sep10 |
100601 |
128.12 |
128.88 |
127.83 |
128.16 |
+0.20 |
19,431 |
48,612 |
+4,408 |
| Dec10 |
100601 |
126.29 |
126.29 |
126.29 |
126.29 |
+0.21 |
40 |
5 |
-1 |
| Total Volume and Open Interest |
1,026,072 |
1,116,332 |
+39,842 |
| Euro-Bobl(EUREX) |
| Jun10 |
100601 |
120.51 |
120.99 |
120.41 |
120.61 |
+0.12 |
591,807 |
802,546 |
+43,908 |
| Sep10 |
100601 |
120.02 |
120.51 |
119.94 |
120.13 |
+0.13 |
21,019 |
53,214 |
+8,602 |
| Dec10 |
100601 |
120.01 |
120.01 |
120.01 |
120.01 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
612,826 |
855,760 |
+32,746 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100601 |
99.265 |
99.270 |
99.250 |
99.265 |
unch |
111 |
6,897 |
+14 |
| Sep10 |
100601 |
99.055 |
99.075 |
99.045 |
99.070 |
-0.025 |
544 |
3,375 |
+324 |
| Dec10 |
100601 |
98.970 |
98.975 |
98.950 |
98.955 |
-0.030 |
31 |
2,100 |
+16 |
| Total Volume and Open Interest |
901 |
18,230 |
+303 |
| Long Gilt(LIFFE) |
| Jun10 |
100601 |
120~04 |
120~12 |
119~20 |
119~28 |
+0~03 |
97,529 |
48,654 |
-20,005 |
| Sep10 |
100601 |
118~23 |
119~01 |
118~07 |
118~16 |
+0~03 |
114,752 |
263,801 |
+12,957 |
| Total Volume and Open Interest |
212,281 |
312,455 |
-7,048 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100601 |
99.26 |
99.26 |
99.24 |
99.25 |
-0.01 |
31,403 |
357,393 |
+5,976 |
| Sep10 |
100601 |
99.09 |
99.10 |
99.04 |
99.08 |
-0.03 |
74,909 |
391,735 |
-9,824 |
| Dec10 |
100601 |
98.96 |
98.98 |
98.90 |
98.91 |
-0.05 |
74,685 |
343,871 |
+1,780 |
| Mar11 |
100601 |
98.84 |
98.90 |
98.78 |
98.80 |
-0.04 |
68,200 |
243,629 |
+3,674 |
| Jun11 |
100601 |
98.67 |
98.75 |
98.60 |
98.63 |
-0.04 |
67,098 |
307,457 |
+6,763 |
| Sep11 |
100601 |
98.50 |
98.56 |
98.39 |
98.43 |
-0.03 |
56,584 |
248,148 |
-3,063 |
| Total Volume and Open Interest |
499,404 |
2,425,596 |
-5,178 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100601 |
99.270 |
99.275 |
99.250 |
99.265 |
unch |
101,459 |
854,224 |
-4,280 |
| Sep10 |
100601 |
99.085 |
99.100 |
99.040 |
99.070 |
-0.025 |
189,222 |
627,495 |
+3,872 |
| Dec10 |
100601 |
98.985 |
99.010 |
98.940 |
98.955 |
-0.030 |
204,267 |
510,370 |
+8,037 |
| Total Volume and Open Interest |
1,136,729 |
3,972,151 |
+3,795 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100601 |
95.23 |
95.25 |
95.22 |
95.24 |
+0.01 |
13,265 |
252,037 |
+2,305 |
| Sep10 |
100601 |
95.27 |
95.30 |
95.24 |
95.27 |
+0.01 |
26,280 |
259,824 |
+6,007 |
| Dec10 |
100601 |
95.16 |
95.20 |
95.15 |
95.16 |
+0.04 |
9,892 |
132,852 |
-642 |
| Mar11 |
100601 |
95.03 |
95.08 |
95.03 |
95.04 |
+0.05 |
4,993 |
61,602 |
-1,661 |
| Jun11 |
100601 |
94.88 |
94.94 |
94.87 |
94.90 |
+0.06 |
2,396 |
45,119 |
-165 |
| Sep11 |
100601 |
94.80 |
94.83 |
94.74 |
94.79 |
+0.07 |
1,809 |
31,419 |
-391 |
| Dec11 |
100601 |
94.73 |
94.75 |
94.64 |
94.70 |
+0.07 |
2,315 |
25,348 |
+361 |
| Mar12 |
100601 |
94.68 |
94.71 |
94.57 |
94.65 |
+0.09 |
377 |
17,600 |
-181 |
| Jun12 |
100601 |
94.62 |
94.62 |
94.62 |
94.62 |
+0.10 |
16 |
4,854 |
+5 |
| Sep12 |
100601 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.10 |
15 |
3,026 |
+12 |
| Total Volume and Open Interest |
61,371 |
835,499 |
+5,663 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100601 |
94.64 |
94.69 |
94.63 |
94.67 |
+0.08 |
47,977 |
431,174 |
+10,190 |
| Sep10 |
100601 |
94.62 |
94.64 |
94.62 |
94.63 |
+0.07 |
132 |
138 |
+132 |
| Total Volume and Open Interest |
48,109 |
431,312 |
+10,322 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100601 |
95.22 |
95.28 |
95.22 |
95.24 |
+0.08 |
127,570 |
924,389 |
+26,894 |
| Sep10 |
100601 |
95.12 |
95.16 |
95.12 |
95.13 |
+0.08 |
100 |
1,500 |
+100 |
| Total Volume and Open Interest |
127,670 |
925,889 |
+26,994 |
| Gold(CMX) |
| Jun10 |
100601 |
1217.0 |
1228.2 |
1209.3 |
1224.8 |
+12.6 |
109,434 |
11,356 |
-49,751 |
| Aug10 |
100601 |
1216.7 |
1230.6 |
1211.6 |
1226.9 |
+11.9 |
138,265 |
343,246 |
+39,642 |
| Oct10 |
100601 |
1216.2 |
1232.6 |
1215.7 |
1229.0 |
+12.0 |
3,779 |
20,903 |
-1,016 |
| Dec10 |
100601 |
1220.0 |
1234.2 |
1216.2 |
1231.1 |
+12.1 |
5,422 |
66,797 |
+722 |
| Feb11 |
100601 |
1225.0 |
1235.3 |
1225.0 |
1233.5 |
+12.2 |
445 |
19,007 |
+205 |
| Apr11 |
100601 |
1226.7 |
1237.3 |
1226.7 |
1235.8 |
+12.2 |
291 |
15,005 |
+115 |
| Jun11 |
100601 |
575.1 |
584.6 |
575.1 |
583.1 |
+12.2 |
334 |
13,296 |
+41 |
| Aug11 |
100601 |
1241.5 |
1241.5 |
1241.5 |
1241.5 |
+12.2 |
254 |
3,953 |
+104 |
| Oct11 |
100601 |
1244.7 |
1244.7 |
1244.7 |
1244.7 |
+12.4 |
65 |
6,928 |
+19 |
| Dec11 |
100601 |
1236.4 |
1248.1 |
1236.4 |
1248.1 |
+12.5 |
641 |
15,577 |
+128 |
| Feb12 |
100601 |
1252.3 |
1252.3 |
1252.3 |
1252.3 |
+12.5 |
0 |
3,960 |
+0 |
| Apr12 |
100601 |
1256.6 |
1256.6 |
1256.6 |
1256.6 |
+12.5 |
|
|
|
| Total Volume and Open Interest |
260,905 |
555,653 |
-8,760 |
| Silver(CMX) |
| Jul10 |
100601 |
1841.0 |
1873.5 |
1826.5 |
1855.1 |
+12.9 |
27,464 |
70,554 |
-1,167 |
| Sep10 |
100601 |
1847.0 |
1877.5 |
1832.0 |
1859.1 |
+13.0 |
2,293 |
14,515 |
+521 |
| Dec10 |
100601 |
1847.5 |
1880.5 |
1839.0 |
1864.2 |
+13.1 |
1,488 |
17,194 |
-13 |
| Mar11 |
100601 |
1849.0 |
1868.3 |
1849.0 |
1868.3 |
+13.2 |
207 |
6,946 |
+205 |
| May11 |
100601 |
1870.8 |
1870.8 |
1870.8 |
1870.8 |
+13.2 |
3 |
2,700 |
+0 |
| Jul11 |
100601 |
1860.0 |
1873.3 |
1860.0 |
1873.3 |
+13.3 |
1 |
1,679 |
-1 |
| Sep11 |
100601 |
1875.8 |
1875.8 |
1875.8 |
1875.8 |
+13.4 |
0 |
255 |
+0 |
| Total Volume and Open Interest |
32,391 |
120,480 |
-902 |
| Platinum(NYMEX) |
| Jul10 |
100601 |
1542.5 |
1574.9 |
1542.5 |
1549.4 |
unch |
5,504 |
27,782 |
+813 |
| Oct10 |
100601 |
1563.0 |
1576.8 |
1549.8 |
1555.6 |
+0.1 |
467 |
2,370 |
+70 |
| Jan11 |
100601 |
1561.5 |
1564.0 |
1552.3 |
1556.8 |
+0.4 |
18 |
331 |
+9 |
| Apr11 |
100601 |
1556.8 |
1556.8 |
1556.8 |
1556.8 |
+0.4 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
6,002 |
30,486 |
+889 |
| Palladium(NYMEX) |
| Jun10 |
100601 |
464.00 |
466.30 |
453.55 |
460.75 |
-1.10 |
3,238 |
1,117 |
-1,752 |
| Sep10 |
100601 |
456.40 |
469.70 |
454.40 |
462.15 |
-1.30 |
4,989 |
20,280 |
+2,423 |
| Dec10 |
100601 |
463.00 |
463.00 |
463.00 |
463.00 |
-1.30 |
6 |
266 |
+6 |
| Total Volume and Open Interest |
8,243 |
21,739 |
+686 |
| Copper(CMX) |
| Jul10 |
100601 |
311.20 |
314.20 |
301.85 |
306.30 |
-4.15 |
26,106 |
70,110 |
-1,451 |
| Sep10 |
100601 |
313.80 |
316.00 |
304.00 |
308.25 |
-4.15 |
3,032 |
28,955 |
+1,000 |
| Dec10 |
100601 |
316.80 |
316.85 |
306.25 |
310.20 |
-4.10 |
1,072 |
11,585 |
-262 |
| Mar11 |
100601 |
311.30 |
311.35 |
311.30 |
311.35 |
-4.05 |
676 |
5,931 |
+124 |
| May11 |
100601 |
311.75 |
311.75 |
311.75 |
311.75 |
-4.15 |
220 |
1,113 |
+216 |
| Total Volume and Open Interest |
33,021 |
125,818 |
-1,022 |
| DJIA Index(CBOT) |
| Jun10 |
100601 |
10122 |
10210 |
9980 |
10019 |
-107 |
787 |
12,622 |
+239 |
| Sep10 |
100601 |
10119 |
10130 |
9962 |
9962 |
-107 |
5 |
228 |
+2 |
| Dec10 |
100601 |
9904 |
10011 |
9904 |
9904 |
-107 |
0 |
2 |
+0 |
| Mar11 |
100601 |
9851 |
9958 |
9851 |
9851 |
-107 |
|
|
|
| Total Volume and Open Interest |
792 |
12,852 |
+241 |
| S & P 500(CME) |
| Jun10 |
100601 |
1088.30 |
1095.70 |
1068.50 |
1069.50 |
-19.00 |
34,665 |
296,548 |
-1,907 |
| Sep10 |
100601 |
1074.20 |
1089.00 |
1065.00 |
1065.20 |
-19.00 |
2,364 |
31,961 |
+2,147 |
| Dec10 |
100601 |
1061.10 |
1085.10 |
1060.10 |
1061.10 |
-19.00 |
181 |
4,407 |
+81 |
| Mar11 |
100601 |
1057.70 |
1081.70 |
1056.70 |
1057.70 |
-19.00 |
150 |
476 |
-1 |
| Total Volume and Open Interest |
37,360 |
333,437 |
+320 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100601 |
1088.50 |
1096.00 |
1068.50 |
1069.50 |
-19.00 |
2,613,372 |
2,645,964 |
-46,159 |
| Sep10 |
100601 |
1088.00 |
1091.50 |
1064.25 |
1065.25 |
-19.00 |
37,691 |
96,776 |
+16,201 |
| Total Volume and Open Interest |
2,651,115 |
2,745,834 |
-29,939 |
| NASDAQ 100(CME) |
| Jun10 |
100601 |
1851.80 |
1878.00 |
1825.00 |
1831.00 |
-21.00 |
1,858 |
21,442 |
-1,053 |
| Sep10 |
100601 |
1841.50 |
1870.00 |
1829.30 |
1829.30 |
-21.20 |
4 |
967 |
+0 |
| Dec10 |
100601 |
1826.50 |
1828.80 |
1826.50 |
1826.50 |
-21.30 |
|
|
|
| Total Volume and Open Interest |
1,862 |
22,409 |
-1,053 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100601 |
1852.00 |
1878.00 |
1824.30 |
1831.00 |
-21.00 |
326,868 |
341,266 |
-16,184 |
| Sep10 |
100601 |
1859.30 |
1876.30 |
1824.80 |
1829.30 |
-21.20 |
692 |
2,074 |
+61 |
| Total Volume and Open Interest |
327,563 |
343,395 |
-16,120 |
| S & P Midcap 400(CME) |
| Jun10 |
100601 |
759.50 |
767.30 |
741.00 |
741.00 |
-21.20 |
7 |
3,646 |
-2 |
| Sep10 |
100601 |
739.40 |
741.70 |
739.40 |
739.40 |
-21.30 |
|
|
|
| Dec10 |
100601 |
737.40 |
739.70 |
737.40 |
737.40 |
-21.30 |
|
|
|
| Total Volume and Open Interest |
7 |
3,646 |
-2 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100601 |
9665 |
9825 |
9560 |
9630 |
-20 |
14,656 |
46,536 |
+230 |
| Sep10 |
100601 |
9790 |
9835 |
9675 |
9690 |
-20 |
34 |
33 |
+8 |
| Total Volume and Open Interest |
14,690 |
46,569 |
+238 |
| Nikkei 225(SGX) |
| Jun10 |
100601 |
9760 |
9770 |
9655 |
9740 |
-35 |
150,470 |
189,762 |
-247 |
| Sep10 |
100601 |
9690 |
9735 |
9670 |
9735 |
-35 |
964 |
8,240 |
+897 |
| Dec10 |
100601 |
9690 |
9690 |
9690 |
9690 |
-35 |
4 |
1,497 |
+0 |
| Total Volume and Open Interest |
151,638 |
201,778 |
+648 |
| CAC 40(EURONEXT) |
| Jun10 |
100601 |
3470.0 |
3512.0 |
3402.0 |
3490.5 |
-8.0 |
158,989 |
488,740 |
-8,930 |
| Jul10 |
100601 |
3477.0 |
3491.5 |
3426.0 |
3486.0 |
-8.5 |
53 |
533 |
+14 |
| Aug10 |
100601 |
3485.5 |
3485.5 |
3485.5 |
3485.5 |
-10.0 |
30 |
30 |
+30 |
| Total Volume and Open Interest |
159,083 |
490,982 |
-8,881 |
| Hang Seng Index(HKFE) |
| Jun10 |
100601 |
19555 |
19771 |
19430 |
19451 |
-265 |
58,476 |
73,234 |
+3,444 |
| Jul10 |
100601 |
19513 |
19710 |
19379 |
19405 |
|
|
|
|
| DAX(EUREX) |
| Jun10 |
100601 |
5934.0 |
6013.0 |
5832.0 |
5974.0 |
+31.5 |
211,678 |
184,144 |
-1,154 |
| Sep10 |
100601 |
5955.0 |
6015.0 |
5839.0 |
5978.5 |
+31.0 |
1,016 |
11,564 |
-272 |
| Dec10 |
100601 |
5951.0 |
6010.0 |
5855.0 |
5986.5 |
+32.0 |
425 |
2,488 |
-51 |
| Total Volume and Open Interest |
213,119 |
198,196 |
-1,477 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100601 |
5153.00 |
5168.00 |
5049.00 |
5147.50 |
-39.50 |
147,345 |
681,402 |
-13,927 |
| Sep10 |
100601 |
5069.00 |
5115.50 |
5013.50 |
5106.00 |
-39.50 |
367 |
2,358 |
+196 |
| Dec10 |
100601 |
5014.00 |
5097.00 |
4990.00 |
5081.50 |
-38.50 |
9 |
3,178 |
-14 |
| Total Volume and Open Interest |
147,721 |
687,480 |
-13,745 |
| SPI 200(SFE) |
| Jun10 |
100601 |
4438.0 |
4442.0 |
4385.0 |
4410.0 |
-56.0 |
39,219 |
275,312 |
-19,848 |
| Sep10 |
100601 |
4411.0 |
4411.0 |
4375.0 |
4396.0 |
-56.0 |
52 |
3,906 |
-96 |
| Dec10 |
100601 |
4414.0 |
4414.0 |
4414.0 |
4414.0 |
-53.0 |
5 |
2,758 |
-45 |
| Total Volume and Open Interest |
39,381 |
283,285 |
-19,965 |
| GSCI(CME) |
| Jun10 |
100601 |
480.50 |
493.20 |
480.40 |
481.75 |
-7.75 |
427 |
16,974 |
-201 |
| Jul10 |
100601 |
487.00 |
498.60 |
486.50 |
487.75 |
-6.75 |
12 |
77 |
+10 |
| Aug10 |
100601 |
490.60 |
501.30 |
490.00 |
490.65 |
-6.85 |
|
|
|
| Total Volume and Open Interest |
439 |
17,051 |
-191 |
| Reuters CCI(ICE) |
| Jun10 |
100601 |
252.50 |
252.50 |
252.50 |
252.50 |
-2.90 |
|
|
|
| Total Volume and Open Interest |
0 |
6 |
+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. |
|
|