|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed June 02, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100602 |
931.50 |
936.75 |
930.50 |
932.50 |
+0.50 |
68,360 |
215,408 |
+3,721 |
| Aug10 |
100602 |
920.25 |
925.50 |
918.50 |
920.25 |
-0.50 |
4,879 |
17,456 |
+887 |
| Sep10 |
100602 |
908.50 |
913.50 |
907.00 |
909.00 |
+0.50 |
1,904 |
12,629 |
+293 |
| Nov10 |
100602 |
902.00 |
908.00 |
901.00 |
903.50 |
+0.75 |
27,719 |
162,395 |
+2,275 |
| Jan11 |
100602 |
911.00 |
917.50 |
911.00 |
913.50 |
+1.00 |
2,464 |
16,174 |
+1,209 |
| Mar11 |
100602 |
921.50 |
926.25 |
920.25 |
922.25 |
+1.00 |
276 |
6,201 |
+36 |
| May11 |
100602 |
927.00 |
932.00 |
926.25 |
927.75 |
+1.00 |
323 |
6,006 |
+131 |
| Total Volume and Open Interest |
108,073 |
462,162 |
+9,889 |
| Soybean Meal(CBOT) |
| Jul10 |
100602 |
269.60 |
272.20 |
269.50 |
271.40 |
+2.00 |
32,713 |
79,291 |
-2,276 |
| Aug10 |
100602 |
263.50 |
266.00 |
263.40 |
264.70 |
+1.60 |
3,972 |
18,451 |
+544 |
| Sep10 |
100602 |
258.00 |
260.40 |
258.00 |
259.50 |
+2.10 |
1,432 |
11,631 |
-37 |
| Oct10 |
100602 |
251.40 |
253.40 |
251.30 |
252.70 |
+1.90 |
479 |
8,023 |
+50 |
| Dec10 |
100602 |
250.00 |
252.30 |
249.30 |
251.20 |
+2.00 |
5,215 |
37,719 |
+549 |
| Jan11 |
100602 |
250.00 |
252.90 |
250.00 |
251.70 |
+2.00 |
281 |
4,467 |
+50 |
| Mar11 |
100602 |
254.00 |
254.50 |
252.80 |
253.30 |
+2.10 |
343 |
4,329 |
+153 |
| May11 |
100602 |
253.50 |
255.00 |
253.30 |
254.20 |
+2.10 |
115 |
1,978 |
+21 |
| Total Volume and Open Interest |
44,676 |
169,346 |
-903 |
| Soybean Oil(CBOT) |
| Jul10 |
100602 |
37.60 |
37.85 |
37.31 |
37.42 |
-0.10 |
43,530 |
179,286 |
-534 |
| Aug10 |
100602 |
37.82 |
38.07 |
37.55 |
37.64 |
-0.10 |
7,700 |
27,803 |
-902 |
| Sep10 |
100602 |
38.19 |
38.25 |
37.79 |
37.87 |
-0.09 |
4,560 |
18,810 |
+2,235 |
| Oct10 |
100602 |
38.32 |
38.45 |
38.02 |
38.09 |
-0.07 |
1,195 |
12,458 |
+132 |
| Dec10 |
100602 |
38.77 |
38.95 |
38.44 |
38.54 |
-0.08 |
12,820 |
76,037 |
+2,338 |
| Jan11 |
100602 |
39.00 |
39.20 |
38.77 |
38.84 |
-0.08 |
224 |
4,667 |
+94 |
| Mar11 |
100602 |
39.35 |
39.45 |
39.16 |
39.16 |
-0.08 |
202 |
1,927 |
+80 |
| May11 |
100602 |
39.71 |
39.75 |
39.44 |
39.44 |
-0.08 |
13 |
1,482 |
+2 |
| Total Volume and Open Interest |
70,271 |
325,947 |
+3,451 |
| Canola(WCE) |
| Jul10 |
100602 |
374.2 |
377.5 |
372.1 |
372.5 |
-0.7 |
634 |
87,016 |
-1,821 |
| Nov10 |
100602 |
380.8 |
381.9 |
377.1 |
377.9 |
-0.3 |
239 |
47,586 |
+1,150 |
| Jan11 |
100602 |
385.0 |
385.0 |
381.8 |
382.9 |
-0.4 |
60 |
4,081 |
-484 |
| Mar11 |
100602 |
388.6 |
390.4 |
387.9 |
387.9 |
-0.4 |
19 |
2,874 |
+429 |
| May11 |
100602 |
391.3 |
396.0 |
391.3 |
392.4 |
-0.5 |
15 |
1,154 |
+43 |
| Total Volume and Open Interest |
980 |
143,801 |
-568 |
| Corn(CBOT) |
| Jul10 |
100602 |
354.25 |
357.50 |
347.75 |
348.50 |
-5.50 |
150,749 |
468,579 |
-10,030 |
| Sep10 |
100602 |
364.00 |
367.75 |
357.75 |
358.75 |
-5.25 |
43,606 |
198,422 |
+9,371 |
| Dec10 |
100602 |
375.25 |
378.50 |
369.00 |
369.75 |
-5.50 |
44,124 |
376,247 |
-1,684 |
| Mar11 |
100602 |
388.00 |
391.25 |
382.00 |
383.25 |
-5.00 |
2,341 |
57,408 |
+366 |
| May11 |
100602 |
397.50 |
399.75 |
392.25 |
392.25 |
-4.75 |
755 |
9,311 |
+39 |
| Jul11 |
100602 |
404.50 |
408.00 |
400.75 |
400.75 |
-4.50 |
1,182 |
33,355 |
+239 |
| Total Volume and Open Interest |
246,034 |
1,216,786 |
+29 |
| Wheat(CBOT) |
| Jul10 |
100602 |
450.00 |
454.50 |
442.00 |
442.50 |
-8.25 |
66,816 |
234,091 |
-6,108 |
| Sep10 |
100602 |
468.00 |
471.75 |
459.75 |
460.25 |
-8.00 |
32,469 |
107,541 |
+9,000 |
| Dec10 |
100602 |
498.00 |
502.25 |
491.25 |
491.50 |
-7.25 |
12,728 |
73,566 |
+708 |
| Mar11 |
100602 |
528.25 |
531.25 |
521.75 |
522.00 |
-6.25 |
2,149 |
28,104 |
-159 |
| May11 |
100602 |
545.00 |
545.75 |
540.00 |
540.25 |
-5.50 |
334 |
8,749 |
+82 |
| Total Volume and Open Interest |
118,906 |
500,807 |
+4,715 |
| Wheat(KCBT) |
| Jul10 |
100602 |
478.00 |
481.50 |
472.50 |
473.75 |
-4.25 |
12,603 |
58,984 |
-1,125 |
| Sep10 |
100602 |
489.00 |
493.00 |
485.00 |
485.75 |
-4.25 |
3,472 |
23,445 |
+1,463 |
| Dec10 |
100602 |
508.00 |
511.00 |
502.25 |
503.50 |
-4.00 |
3,321 |
41,339 |
+329 |
| Mar11 |
100602 |
528.75 |
528.75 |
520.50 |
521.00 |
-4.00 |
1,354 |
15,311 |
-341 |
| May11 |
100602 |
539.50 |
540.75 |
532.00 |
533.50 |
-3.75 |
371 |
6,544 |
+92 |
| Total Volume and Open Interest |
23,791 |
164,650 |
+1,190 |
| Wheat(MGE) |
| Jul10 |
100602 |
501.25 |
507.25 |
496.25 |
497.25 |
-3.75 |
2,905 |
17,223 |
+378 |
| Sep10 |
100602 |
515.00 |
519.50 |
509.25 |
510.00 |
-4.50 |
580 |
9,997 |
+118 |
| Dec10 |
100602 |
533.00 |
537.25 |
527.00 |
528.00 |
-3.50 |
470 |
10,286 |
+231 |
| Mar11 |
100602 |
551.50 |
555.50 |
544.75 |
544.75 |
-6.50 |
401 |
3,329 |
+150 |
| May11 |
100602 |
562.25 |
566.25 |
556.00 |
556.25 |
-5.75 |
112 |
1,556 |
+72 |
| Total Volume and Open Interest |
5,628 |
47,536 |
+1,150 |
| Oats(CBOT) |
| Jul10 |
100602 |
195.50 |
197.75 |
192.00 |
192.00 |
-2.25 |
1,766 |
10,891 |
-622 |
| Sep10 |
100602 |
203.25 |
204.75 |
200.25 |
200.25 |
-2.25 |
1,174 |
2,386 |
+910 |
| Dec10 |
100602 |
215.00 |
216.50 |
211.00 |
211.00 |
-2.25 |
129 |
4,580 |
+47 |
| Mar11 |
100602 |
221.00 |
223.25 |
221.00 |
221.00 |
-2.25 |
2 |
565 |
+1 |
| Total Volume and Open Interest |
3,071 |
18,422 |
+336 |
| Rough Rice(CBOT) |
| Jul10 |
100602 |
11.57 |
11.57 |
11.06 |
11.10 |
-0.46 |
746 |
7,587 |
-306 |
| Sep10 |
100602 |
11.55 |
11.61 |
11.17 |
11.19 |
-0.42 |
481 |
4,319 |
+304 |
| Nov10 |
100602 |
11.65 |
11.71 |
11.31 |
11.34 |
-0.38 |
94 |
2,142 |
+45 |
| Jan11 |
100602 |
11.92 |
11.92 |
11.62 |
11.62 |
-0.39 |
18 |
453 |
+2 |
| Total Volume and Open Interest |
1,358 |
15,425 |
+55 |
| Live Cattle(CME) |
| Jun10 |
100602 |
90.900 |
92.200 |
90.650 |
92.050 |
+1.250 |
9,748 |
41,888 |
-2,523 |
| Aug10 |
100602 |
89.635 |
90.980 |
89.500 |
90.750 |
+1.115 |
20,481 |
144,860 |
-1,178 |
| Oct10 |
100602 |
91.100 |
92.400 |
90.950 |
92.135 |
+0.985 |
6,950 |
82,064 |
+2,023 |
| Dec10 |
100602 |
92.450 |
93.680 |
92.350 |
93.500 |
+0.800 |
2,561 |
42,449 |
+97 |
| Feb11 |
100602 |
94.000 |
94.900 |
94.000 |
94.830 |
+0.730 |
900 |
19,052 |
+428 |
| Apr11 |
100602 |
95.230 |
96.135 |
95.230 |
96.080 |
+0.850 |
155 |
9,328 |
+50 |
| Total Volume and Open Interest |
40,855 |
343,276 |
-1,094 |
| Feeder Cattle(CME) |
| Aug10 |
100602 |
109.285 |
110.080 |
108.750 |
109.650 |
+0.170 |
1,716 |
22,369 |
-48 |
| Sep10 |
100602 |
108.650 |
109.980 |
108.430 |
109.535 |
+0.635 |
322 |
5,114 |
+0 |
| Oct10 |
100602 |
108.250 |
109.550 |
108.250 |
109.330 |
+0.930 |
228 |
3,332 |
+59 |
| Nov10 |
100602 |
108.150 |
109.500 |
108.150 |
109.300 |
+1.150 |
74 |
1,253 |
+0 |
| Jan11 |
100602 |
107.250 |
108.000 |
107.250 |
108.000 |
+1.000 |
6 |
461 |
+0 |
| Mar11 |
100602 |
106.600 |
106.750 |
106.600 |
106.750 |
+0.950 |
4 |
62 |
+4 |
| Apr11 |
100602 |
107.000 |
107.000 |
107.000 |
107.000 |
+0.200 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
2,350 |
32,606 |
-1,872 |
| Lean Hogs(CME) |
| Jun10 |
100602 |
81.100 |
81.800 |
80.830 |
81.330 |
-0.070 |
4,612 |
20,789 |
-556 |
| Jul10 |
100602 |
82.385 |
83.000 |
82.000 |
82.180 |
-0.570 |
11,523 |
65,102 |
-1,443 |
| Aug10 |
100602 |
83.080 |
83.635 |
82.700 |
83.035 |
-0.615 |
4,799 |
45,014 |
+106 |
| Oct10 |
100602 |
75.535 |
76.135 |
75.250 |
75.600 |
-0.285 |
2,749 |
38,988 |
+731 |
| Dec10 |
100602 |
72.500 |
72.975 |
72.200 |
72.600 |
-0.200 |
1,666 |
23,959 |
-10 |
| Feb11 |
100602 |
72.850 |
73.135 |
72.550 |
72.885 |
-0.215 |
44 |
7,170 |
+16 |
| Apr11 |
100602 |
73.050 |
73.500 |
73.050 |
73.500 |
-0.050 |
52 |
3,561 |
+17 |
| May11 |
100602 |
76.200 |
76.200 |
76.200 |
76.200 |
unch |
0 |
146 |
+0 |
| Total Volume and Open Interest |
25,500 |
205,638 |
-1,112 |
| Pork Bellies(CME) |
| Jul10 |
100602 |
102.050 |
102.500 |
101.900 |
102.500 |
+0.450 |
4 |
141 |
+0 |
| Aug10 |
100602 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
25 |
+0 |
| Feb11 |
100602 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
3 |
+0 |
| Mar11 |
100602 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100602 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
4 |
170 |
+0 |
| Class III Milk(CME) |
| Jun10 |
100602 |
13.49 |
13.67 |
13.49 |
13.56 |
+0.02 |
205 |
4,354 |
-26 |
| Jul10 |
100602 |
13.37 |
13.46 |
13.20 |
13.46 |
+0.16 |
514 |
4,638 |
+133 |
| Aug10 |
100602 |
13.92 |
14.05 |
13.77 |
14.05 |
+0.21 |
195 |
3,772 |
+44 |
| Sep10 |
100602 |
14.46 |
14.70 |
14.45 |
14.65 |
+0.20 |
140 |
3,596 |
+43 |
| Oct10 |
100602 |
14.69 |
14.83 |
14.57 |
14.79 |
+0.22 |
129 |
3,343 |
+59 |
| Total Volume and Open Interest |
1,378 |
31,347 |
+335 |
| Cocoa(ICE) |
| Jul10 |
100602 |
2976 |
3050 |
2972 |
3042 |
+52 |
6,512 |
45,880 |
-2,624 |
| Sep10 |
100602 |
3010 |
3078 |
2999 |
3069 |
+51 |
3,012 |
31,855 |
+1,275 |
| Dec10 |
100602 |
3040 |
3099 |
3040 |
3093 |
+50 |
320 |
16,681 |
+155 |
| Mar11 |
100602 |
3088 |
3120 |
3088 |
3120 |
+50 |
249 |
16,223 |
+229 |
| May11 |
100602 |
3103 |
3133 |
3103 |
3133 |
+52 |
19 |
6,561 |
+3 |
| Jul11 |
100602 |
3141 |
3141 |
3141 |
3141 |
+55 |
7 |
3,193 |
+2 |
| Sep11 |
100602 |
3146 |
3146 |
3146 |
3146 |
+55 |
29 |
1,214 |
+3 |
| Total Volume and Open Interest |
10,187 |
126,292 |
-930 |
| Coffee "C"(ICE) |
| Jul10 |
100602 |
136.55 |
138.10 |
135.20 |
135.40 |
-1.15 |
8,297 |
64,100 |
-2,303 |
| Sep10 |
100602 |
137.70 |
139.55 |
136.75 |
136.90 |
-1.15 |
3,741 |
36,451 |
+1,615 |
| Dec10 |
100602 |
140.00 |
141.05 |
138.50 |
138.70 |
-1.00 |
1,124 |
20,251 |
+356 |
| Mar11 |
100602 |
141.20 |
142.15 |
139.55 |
139.55 |
-1.25 |
237 |
7,638 |
+7 |
| May11 |
100602 |
141.65 |
141.70 |
139.75 |
139.75 |
-1.45 |
78 |
4,369 |
-21 |
| Jul11 |
100602 |
140.20 |
140.20 |
140.20 |
140.20 |
-1.45 |
50 |
2,488 |
+5 |
| Total Volume and Open Interest |
13,527 |
136,152 |
-341 |
| Orange Juice(ICE) |
| Jul10 |
100602 |
139.50 |
141.00 |
138.05 |
139.55 |
+0.60 |
1,281 |
17,343 |
-526 |
| Sep10 |
100602 |
140.30 |
142.00 |
140.30 |
141.00 |
+0.70 |
674 |
8,628 |
+673 |
| Nov10 |
100602 |
141.10 |
143.00 |
141.10 |
142.10 |
+1.30 |
93 |
2,234 |
+87 |
| Jan11 |
100602 |
140.65 |
141.50 |
140.65 |
141.35 |
+1.10 |
12 |
816 |
+2 |
| Mar11 |
100602 |
141.80 |
141.80 |
141.80 |
141.80 |
+1.10 |
1 |
169 |
+0 |
| May11 |
100602 |
141.95 |
141.95 |
141.95 |
141.95 |
+1.10 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
2,061 |
29,543 |
+236 |
| Sugar #11(ICE) |
| Jul10 |
100602 |
14.40 |
14.46 |
13.82 |
13.94 |
-0.46 |
53,051 |
268,454 |
+1,736 |
| Oct10 |
100602 |
14.96 |
15.01 |
14.32 |
14.47 |
-0.43 |
36,822 |
190,382 |
+6,595 |
| Mar11 |
100602 |
15.88 |
15.95 |
15.36 |
15.55 |
-0.34 |
13,497 |
93,255 |
+1,769 |
| May11 |
100602 |
15.91 |
15.99 |
15.45 |
15.74 |
-0.21 |
4,310 |
24,838 |
+34 |
| Jul11 |
100602 |
16.03 |
16.10 |
15.88 |
15.97 |
-0.13 |
5,335 |
35,000 |
+1,396 |
| Total Volume and Open Interest |
117,283 |
683,155 |
+11,332 |
| London Cocoa(LCE) |
| Jul10 |
100601 |
2409 |
2446 |
2390 |
2444 |
+188 |
21,988 |
63,577 |
+3,834 |
| Sep10 |
100602 |
2345 |
2396 |
2342 |
2393 |
+48 |
4,021 |
35,243 |
+773 |
| Dec10 |
100602 |
2296 |
2342 |
2296 |
2334 |
+43 |
1,051 |
25,797 |
+244 |
| Mar11 |
100602 |
2260 |
2300 |
2260 |
2291 |
+34 |
241 |
21,626 |
+76 |
| May11 |
100602 |
2277 |
2294 |
2274 |
2287 |
+37 |
55 |
4,948 |
-18 |
| Jul11 |
100602 |
2290 |
2290 |
2290 |
2290 |
+38 |
36 |
940 |
+0 |
| Sep11 |
100602 |
2299 |
2299 |
2299 |
2299 |
+43 |
1,250 |
1,984 |
+141 |
| Total Volume and Open Interest |
13,340 |
160,446 |
+340 |
| London Sugar(LCE) |
| Aug10 |
100602 |
470.00 |
471.50 |
456.00 |
456.80 |
-15.10 |
3,424 |
31,528 |
-343 |
| Oct10 |
100602 |
429.60 |
431.20 |
415.00 |
417.50 |
-14.40 |
1,835 |
17,239 |
+111 |
| Dec10 |
100602 |
420.50 |
421.80 |
408.90 |
410.40 |
-12.50 |
703 |
6,129 |
+607 |
| Mar11 |
100602 |
431.30 |
432.30 |
422.70 |
422.70 |
-9.20 |
51 |
3,922 |
+1 |
| May11 |
100602 |
433.00 |
433.10 |
426.50 |
426.70 |
-8.20 |
175 |
1,827 |
+11 |
| Total Volume and Open Interest |
6,188 |
61,448 |
+387 |
| Cotton(ICE) |
| Jul10 |
100602 |
79.00 |
79.48 |
78.32 |
78.40 |
-0.67 |
16,486 |
93,770 |
-4,791 |
| Oct10 |
100602 |
77.00 |
77.00 |
76.11 |
76.33 |
-0.79 |
174 |
1,646 |
-23 |
| Dec10 |
100602 |
77.50 |
77.70 |
76.52 |
76.65 |
-0.96 |
8,176 |
77,824 |
+1,351 |
| Mar11 |
100602 |
78.62 |
78.62 |
77.82 |
77.98 |
-0.82 |
452 |
10,598 |
+180 |
| May11 |
100602 |
78.58 |
78.58 |
78.58 |
78.58 |
-0.70 |
248 |
641 |
+168 |
| Jul11 |
100602 |
79.60 |
79.60 |
78.75 |
78.75 |
-0.94 |
337 |
3,857 |
+158 |
| Total Volume and Open Interest |
26,014 |
189,901 |
-2,867 |
| Lumber(CME) |
| Jul10 |
100602 |
223.0 |
227.9 |
221.3 |
223.0 |
-5.9 |
910 |
4,524 |
-108 |
| Sep10 |
100602 |
233.7 |
240.0 |
232.6 |
236.8 |
-0.2 |
903 |
2,993 |
+590 |
| Nov10 |
100602 |
228.3 |
231.6 |
228.2 |
229.2 |
-0.8 |
12 |
694 |
+0 |
| Jan11 |
100602 |
244.0 |
244.0 |
244.0 |
244.0 |
-2.0 |
2 |
39 |
+2 |
| Total Volume and Open Interest |
1,827 |
8,258 |
+484 |
| Crude Oil(NYM) |
| Jul10 |
100602 |
71.94 |
73.93 |
71.68 |
72.86 |
+0.28 |
420,674 |
374,848 |
-6,613 |
| Aug10 |
100602 |
73.21 |
75.47 |
73.04 |
74.50 |
+0.60 |
89,138 |
129,812 |
+2,016 |
| Sep10 |
100602 |
74.14 |
76.66 |
74.07 |
75.76 |
+0.86 |
40,082 |
103,561 |
+1,813 |
| Oct10 |
100602 |
75.28 |
77.50 |
74.99 |
76.67 |
+0.96 |
15,017 |
45,234 |
+488 |
| Nov10 |
100602 |
76.24 |
78.28 |
75.98 |
77.45 |
+1.00 |
11,352 |
38,055 |
+65 |
| Dec10 |
100602 |
76.55 |
79.02 |
76.32 |
78.16 |
+1.01 |
41,005 |
201,370 |
+736 |
| Jan11 |
100602 |
77.55 |
79.20 |
77.55 |
78.68 |
+1.03 |
3,485 |
36,965 |
+479 |
| Feb11 |
100602 |
79.16 |
79.25 |
79.16 |
79.17 |
+1.07 |
2,286 |
17,768 |
+262 |
| Mar11 |
100602 |
78.47 |
80.22 |
78.34 |
79.63 |
+1.11 |
2,071 |
18,099 |
+248 |
| Apr11 |
100602 |
80.20 |
80.28 |
80.05 |
80.05 |
+1.14 |
1,867 |
11,177 |
+131 |
| May11 |
100602 |
80.36 |
80.45 |
80.36 |
80.45 |
+1.18 |
3,234 |
7,364 |
+284 |
| Jun11 |
100602 |
79.49 |
81.50 |
79.31 |
80.81 |
+1.21 |
4,669 |
40,144 |
-396 |
| Jul11 |
100602 |
81.13 |
81.13 |
81.13 |
81.13 |
+1.24 |
1,015 |
6,872 |
+477 |
| Aug11 |
100602 |
81.39 |
81.39 |
81.39 |
81.39 |
+1.25 |
555 |
6,415 |
+374 |
| Sep11 |
100602 |
81.61 |
81.61 |
81.61 |
81.61 |
+1.25 |
155 |
7,640 |
-1 |
| Oct11 |
100602 |
81.82 |
81.82 |
81.82 |
81.82 |
+1.24 |
319 |
4,469 |
+118 |
| Total Volume and Open Interest |
654,382 |
1,361,943 |
+907 |
| e-miNY Crude Oil(NYM) |
| Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
| Jul10 |
100602 |
72.050 |
73.925 |
71.700 |
72.850 |
+0.275 |
14,306 |
4,238 |
-374 |
| Aug10 |
100602 |
73.400 |
75.400 |
73.050 |
74.500 |
+0.600 |
469 |
745 |
-39 |
| Sep10 |
100602 |
74.825 |
76.200 |
74.200 |
75.750 |
+0.850 |
47 |
210 |
-6 |
| Oct10 |
100602 |
76.675 |
76.675 |
76.675 |
76.675 |
+0.975 |
4 |
20 |
-1 |
| Nov10 |
100602 |
77.450 |
77.450 |
77.450 |
77.450 |
+1.000 |
7 |
14 |
+5 |
| Dec10 |
100602 |
79.000 |
79.000 |
78.150 |
78.150 |
+1.000 |
3 |
87 |
-3 |
| Jan11 |
100602 |
78.675 |
78.675 |
78.675 |
78.675 |
+1.025 |
0 |
2 |
+0 |
| Feb11 |
100602 |
79.175 |
79.175 |
79.175 |
79.175 |
+1.075 |
|
|
|
| Mar11 |
100602 |
79.625 |
79.625 |
79.625 |
79.625 |
+1.100 |
|
|
|
| Total Volume and Open Interest |
14,836 |
5,371 |
-418 |
| Heating Oil(NYM) |
| Jul10 |
100602 |
196.00 |
202.31 |
195.21 |
200.59 |
+3.55 |
45,992 |
76,242 |
-3,771 |
| Aug10 |
100602 |
198.00 |
204.16 |
197.34 |
202.52 |
+3.40 |
17,743 |
43,304 |
+386 |
| Sep10 |
100602 |
200.95 |
206.40 |
200.01 |
205.01 |
+3.26 |
10,267 |
30,584 |
+538 |
| Oct10 |
100602 |
203.73 |
208.94 |
203.45 |
207.54 |
+3.23 |
4,123 |
19,084 |
+116 |
| Nov10 |
100602 |
206.40 |
211.70 |
206.31 |
210.22 |
+3.30 |
1,915 |
12,712 |
+303 |
| Dec10 |
100602 |
209.00 |
214.40 |
207.99 |
212.91 |
+3.33 |
7,778 |
39,787 |
-428 |
| Jan11 |
100602 |
211.85 |
217.31 |
211.77 |
215.71 |
+3.36 |
957 |
17,191 |
-204 |
| Feb11 |
100602 |
214.12 |
218.71 |
214.12 |
217.59 |
+3.39 |
664 |
7,724 |
-103 |
| Mar11 |
100602 |
214.46 |
218.95 |
214.46 |
218.56 |
+3.43 |
223 |
6,434 |
-7 |
| Apr11 |
100602 |
217.20 |
218.61 |
217.20 |
218.61 |
+3.51 |
154 |
3,855 |
+24 |
| May11 |
100602 |
216.60 |
218.81 |
216.60 |
218.81 |
+3.61 |
109 |
3,062 |
+9 |
| Jun11 |
100602 |
215.47 |
219.20 |
215.21 |
219.16 |
+3.64 |
831 |
17,062 |
-34 |
| Total Volume and Open Interest |
91,800 |
293,868 |
-9,661 |
| Gasoline(NYMEX) |
| Jul10 |
100602 |
197.08 |
204.50 |
196.68 |
202.61 |
+4.36 |
44,145 |
91,273 |
+1,006 |
| Aug10 |
100602 |
199.61 |
204.60 |
197.13 |
202.79 |
+4.06 |
18,897 |
42,070 |
+1,766 |
| Sep10 |
100602 |
198.70 |
204.66 |
197.65 |
202.85 |
+3.84 |
13,127 |
36,367 |
+848 |
| Oct10 |
100602 |
189.90 |
194.65 |
189.22 |
193.16 |
+3.58 |
4,786 |
19,211 |
-62 |
| Nov10 |
100602 |
188.90 |
194.31 |
188.00 |
192.88 |
+3.29 |
4,210 |
18,340 |
+134 |
| Dec10 |
100602 |
190.28 |
195.50 |
190.28 |
193.74 |
+3.08 |
6,032 |
13,300 |
-395 |
| Jan11 |
100602 |
196.75 |
196.75 |
195.50 |
195.50 |
+3.04 |
1,052 |
4,842 |
+832 |
| Feb11 |
100602 |
197.68 |
197.68 |
197.68 |
197.68 |
+3.06 |
293 |
1,996 |
+2 |
| Mar11 |
100602 |
199.87 |
200.92 |
199.87 |
199.87 |
+3.06 |
215 |
1,837 |
-45 |
| Apr11 |
100602 |
212.47 |
212.47 |
212.47 |
212.47 |
+3.06 |
107 |
3,232 |
+58 |
| Total Volume and Open Interest |
93,336 |
243,876 |
-2,218 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100602 |
202.60 |
202.61 |
202.60 |
202.60 |
+4.30 |
1 |
3 |
+1 |
| Aug10 |
100602 |
202.80 |
202.80 |
202.79 |
202.80 |
+4.10 |
0 |
2 |
+0 |
| Sep10 |
100602 |
202.90 |
202.90 |
202.85 |
202.90 |
+3.90 |
|
|
|
| Oct10 |
100602 |
193.20 |
193.20 |
193.16 |
193.20 |
+3.60 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1 |
12 |
+1 |
| Natural Gas(NYM) |
| Jul10 |
100602 |
4.217 |
4.440 |
4.217 |
4.424 |
+0.176 |
99,760 |
220,533 |
-7,688 |
| Aug10 |
100602 |
4.285 |
4.496 |
4.285 |
4.484 |
+0.168 |
26,547 |
69,202 |
-924 |
| Sep10 |
100602 |
4.385 |
4.540 |
4.362 |
4.531 |
+0.160 |
24,592 |
79,251 |
+1,418 |
| Oct10 |
100602 |
4.490 |
4.640 |
4.469 |
4.631 |
+0.155 |
20,883 |
82,317 |
+1,177 |
| Nov10 |
100602 |
4.853 |
4.977 |
4.825 |
4.968 |
+0.151 |
6,614 |
23,614 |
+380 |
| Dec10 |
100602 |
5.156 |
5.319 |
5.156 |
5.312 |
+0.151 |
5,632 |
34,185 |
-279 |
| Jan11 |
100602 |
5.392 |
5.510 |
5.365 |
5.506 |
+0.139 |
9,287 |
54,108 |
+445 |
| Feb11 |
100602 |
5.364 |
5.475 |
5.351 |
5.471 |
+0.136 |
632 |
17,389 |
-77 |
| Mar11 |
100602 |
5.260 |
5.370 |
5.247 |
5.366 |
+0.134 |
2,026 |
45,695 |
+267 |
| Apr11 |
100602 |
5.080 |
5.175 |
5.055 |
5.168 |
+0.126 |
1,492 |
38,283 |
+122 |
| May11 |
100602 |
5.095 |
5.195 |
5.075 |
5.184 |
+0.121 |
727 |
22,808 |
-99 |
| Jun11 |
100602 |
5.110 |
5.235 |
5.105 |
5.235 |
+0.120 |
747 |
7,742 |
+34 |
| Jul11 |
100602 |
5.191 |
5.299 |
5.191 |
5.293 |
+0.119 |
395 |
4,924 |
-211 |
| Aug11 |
100602 |
5.265 |
5.350 |
5.265 |
5.341 |
+0.119 |
44 |
5,269 |
-2 |
| Sep11 |
100602 |
5.295 |
5.380 |
5.266 |
5.368 |
+0.119 |
54 |
5,237 |
+1 |
| Oct11 |
100602 |
5.358 |
5.470 |
5.357 |
5.460 |
+0.119 |
578 |
18,543 |
+152 |
| Total Volume and Open Interest |
203,805 |
833,807 |
-5,769 |
| Brent Crude Oil(ICE) |
| Jul10 |
100602 |
72.32 |
74.63 |
71.97 |
73.75 |
+1.04 |
13,246 |
201,782 |
-5,547 |
| Aug10 |
100602 |
73.15 |
75.46 |
72.80 |
74.59 |
+1.04 |
5,759 |
136,348 |
+8,056 |
| Sep10 |
100602 |
73.76 |
76.20 |
73.56 |
75.33 |
+1.02 |
2,814 |
73,724 |
-791 |
| Oct10 |
100602 |
75.00 |
76.93 |
74.33 |
76.07 |
+1.02 |
908 |
40,715 |
+1,767 |
| Nov10 |
100602 |
75.28 |
77.65 |
75.05 |
76.78 |
+1.01 |
618 |
21,228 |
-306 |
| Dec10 |
100602 |
76.60 |
78.35 |
75.71 |
77.48 |
+1.01 |
1,592 |
101,817 |
+1,566 |
| Jan11 |
100602 |
76.45 |
78.80 |
76.45 |
78.15 |
+1.04 |
226 |
23,465 |
+792 |
| Feb11 |
100602 |
77.38 |
78.76 |
77.38 |
78.76 |
+1.08 |
54 |
11,856 |
-97 |
| Mar11 |
100602 |
77.90 |
79.30 |
77.65 |
79.30 |
+1.10 |
8 |
8,582 |
+121 |
| Apr11 |
100602 |
79.81 |
79.81 |
79.81 |
79.81 |
+1.12 |
5 |
5,681 |
+76 |
| May11 |
100602 |
80.30 |
80.30 |
80.27 |
80.27 |
+1.14 |
0 |
14,128 |
+99 |
| Jun11 |
100602 |
79.20 |
81.14 |
79.02 |
80.70 |
+1.17 |
226 |
19,344 |
-181 |
| Jul11 |
100602 |
81.07 |
81.07 |
81.07 |
81.07 |
+1.19 |
0 |
3,564 |
+69 |
| Aug11 |
100602 |
81.39 |
81.39 |
81.39 |
81.39 |
+1.21 |
0 |
3,364 |
+35 |
| Total Volume and Open Interest |
25,625 |
768,727 |
+5,605 |
| Gas Oil(ICE) |
| Jun10 |
100602 |
623.25 |
641.25 |
619.75 |
637.00 |
-2.75 |
7,372 |
76,358 |
+276 |
| Jul10 |
100602 |
626.00 |
644.00 |
622.75 |
639.75 |
-2.75 |
9,630 |
86,726 |
+3,124 |
| Aug10 |
100602 |
634.00 |
648.75 |
627.00 |
644.25 |
-2.25 |
3,517 |
44,259 |
+151 |
| Sep10 |
100602 |
636.75 |
653.25 |
632.50 |
649.50 |
-2.00 |
1,183 |
44,453 |
+596 |
| Oct10 |
100602 |
642.75 |
657.00 |
639.50 |
655.00 |
-1.50 |
1,007 |
35,145 |
-192 |
| Nov10 |
100602 |
642.50 |
662.50 |
642.50 |
659.75 |
-1.25 |
915 |
25,093 |
+967 |
| Dec10 |
100602 |
650.00 |
669.25 |
647.00 |
664.50 |
-1.00 |
1,331 |
92,140 |
-103 |
| Jan11 |
100602 |
657.75 |
673.00 |
656.50 |
670.00 |
-0.75 |
38 |
28,698 |
+872 |
| Feb11 |
100602 |
663.50 |
677.25 |
661.75 |
675.00 |
-0.50 |
9 |
13,946 |
-8 |
| Mar11 |
100602 |
664.75 |
679.50 |
664.75 |
679.50 |
-0.25 |
5 |
10,746 |
+153 |
| Total Volume and Open Interest |
25,024 |
559,691 |
+8,087 |
| Ethanol(CBOT) |
| Jun10 |
100602 |
1.609 |
1.609 |
1.600 |
1.600 |
-0.002 |
29 |
219 |
-50 |
| Jul10 |
100602 |
1.600 |
1.600 |
1.580 |
1.587 |
-0.012 |
155 |
1,323 |
-14 |
| Aug10 |
100602 |
1.600 |
1.600 |
1.590 |
1.594 |
-0.010 |
53 |
1,102 |
+32 |
| Sep10 |
100602 |
1.598 |
1.600 |
1.585 |
1.585 |
-0.006 |
24 |
957 |
+15 |
| Oct10 |
100602 |
1.582 |
1.582 |
1.582 |
1.582 |
-0.008 |
25 |
966 |
+9 |
| Nov10 |
100602 |
1.605 |
1.605 |
1.580 |
1.584 |
-0.004 |
185 |
773 |
-68 |
| Dec10 |
100602 |
1.620 |
1.620 |
1.591 |
1.591 |
-0.007 |
87 |
1,582 |
+23 |
| Jan11 |
100602 |
1.591 |
1.591 |
1.584 |
1.589 |
-0.008 |
36 |
1,120 |
+36 |
| Total Volume and Open Interest |
719 |
10,531 |
+88 |
| US Dollar Index(ICE) |
| Jun10 |
100602 |
86.810 |
87.265 |
86.695 |
86.878 |
+0.153 |
2,492 |
33,872 |
-1,915 |
| Sep10 |
100602 |
87.170 |
87.600 |
87.125 |
87.257 |
+0.173 |
25 |
2,719 |
+67 |
| Dec10 |
100602 |
87.518 |
87.518 |
87.518 |
87.518 |
+0.173 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
2,517 |
36,609 |
-1,848 |
| Australian Dollar(CME) |
| Jun10 |
100602 |
82.95 |
84.13 |
82.65 |
83.54 |
-0.14 |
117,731 |
104,062 |
-657 |
| Sep10 |
100602 |
82.13 |
83.23 |
81.89 |
82.68 |
-0.13 |
1,493 |
5,886 |
+205 |
| Dec10 |
100602 |
81.86 |
81.99 |
81.86 |
81.86 |
-0.13 |
0 |
365 |
+0 |
| Total Volume and Open Interest |
119,224 |
110,322 |
-452 |
| British Pound(CME) |
| Jun10 |
100602 |
146.46 |
147.72 |
145.54 |
146.43 |
-0.20 |
125,150 |
139,719 |
+6,262 |
| Sep10 |
100602 |
146.55 |
147.72 |
145.58 |
146.46 |
-0.20 |
1,089 |
10,665 |
-31 |
| Dec10 |
100602 |
146.50 |
146.71 |
146.50 |
146.50 |
-0.21 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
126,239 |
150,416 |
+6,231 |
| Canadian Dollar(CME) |
| Jun10 |
100602 |
94.82 |
96.41 |
94.57 |
96.15 |
+0.94 |
85,864 |
104,033 |
-1,867 |
| Sep10 |
100602 |
94.80 |
96.34 |
94.53 |
96.10 |
+0.94 |
1,706 |
9,557 |
+197 |
| Dec10 |
100602 |
95.35 |
96.11 |
95.33 |
96.02 |
+0.94 |
63 |
1,961 |
+8 |
| Mar11 |
100602 |
94.56 |
96.20 |
94.36 |
95.90 |
+0.94 |
12 |
310 |
+1 |
| Total Volume and Open Interest |
87,646 |
115,944 |
-1,662 |
| Japanese Yen(CME) |
| Jun10 |
100602 |
109.94 |
109.94 |
108.28 |
108.49 |
-1.14 |
125,796 |
126,447 |
-712 |
| Sep10 |
100602 |
109.96 |
110.06 |
108.47 |
108.66 |
-1.14 |
663 |
5,762 |
-20 |
| Dec10 |
100602 |
109.17 |
110.04 |
108.90 |
108.90 |
-1.14 |
0 |
127 |
+0 |
| Total Volume and Open Interest |
126,459 |
132,339 |
-732 |
| Swiss Franc(CME) |
| Jun10 |
100602 |
86.44 |
86.76 |
86.21 |
86.55 |
-0.03 |
48,335 |
45,622 |
+542 |
| Sep10 |
100602 |
86.86 |
86.93 |
86.49 |
86.79 |
-0.04 |
683 |
3,104 |
+211 |
| Dec10 |
100602 |
87.05 |
87.09 |
87.05 |
87.05 |
-0.04 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
49,018 |
48,739 |
+753 |
| EuroFX(CME) |
| Jun10 |
100602 |
122.16 |
122.76 |
121.75 |
122.40 |
-0.18 |
366,661 |
263,581 |
-3,068 |
| Sep10 |
100602 |
122.29 |
122.88 |
121.90 |
122.53 |
-0.18 |
9,779 |
16,575 |
+1,124 |
| Dec10 |
100602 |
122.50 |
122.82 |
122.00 |
122.64 |
-0.18 |
2 |
431 |
+1 |
| Total Volume and Open Interest |
376,442 |
280,636 |
-1,943 |
| Mexican Peso(CME) |
| Jun10 |
100602 |
770.8 |
781.8 |
768.5 |
780.0 |
+7.0 |
23,934 |
79,189 |
-777 |
| Jul10 |
100602 |
778.5 |
778.5 |
771.2 |
778.5 |
+7.2 |
|
|
|
| Total Volume and Open Interest |
24,168 |
80,261 |
-707 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100602 |
122~290 |
122~290 |
122~290 |
122~290 |
-0~140 |
|
|
|
| Sep10 |
100602 |
123~060 |
123~160 |
122~050 |
122~100 |
-0~150 |
251,746 |
627,970 |
+9,130 |
| Dec10 |
100602 |
122~020 |
122~020 |
120~310 |
120~310 |
-0~150 |
0 |
88 |
+0 |
| Total Volume and Open Interest |
356,633 |
730,615 |
-17,235 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100602 |
120~290 |
120~315 |
120~085 |
120~120 |
-0~095 |
439,517 |
291,880 |
-90,968 |
| Sep10 |
100602 |
120~055 |
120~060 |
119~140 |
119~175 |
-0~110 |
906,129 |
1,649,707 |
+69,958 |
| Dec10 |
100602 |
118~100 |
118~210 |
118~100 |
118~100 |
-0~110 |
33 |
56 |
-33 |
| Total Volume and Open Interest |
1,345,679 |
1,941,663 |
-21,043 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100602 |
58~079 |
58~079 |
58~079 |
58~079 |
-0~013 |
|
|
|
| Sep10 |
100602 |
116~112 |
116~115 |
116~053 |
116~061 |
-0~027 |
433,493 |
808,235 |
+55,300 |
| Dec10 |
100602 |
115~052 |
115~079 |
115~052 |
115~052 |
-0~027 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
652,942 |
959,813 |
-31,660 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100602 |
54~081 |
54~081 |
54~080 |
54~080 |
-0~004 |
|
|
|
| Sep10 |
100602 |
109~008 |
109~011 |
108~119 |
108~123 |
-0~008 |
309,265 |
819,899 |
+37,658 |
| Dec10 |
100602 |
108~086 |
108~094 |
108~086 |
108~086 |
-0~008 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
475,792 |
943,159 |
-19,194 |
| Eurodollars(CME) |
| Jun10 |
100602 |
99.415 |
99.440 |
99.412 |
99.433 |
+0.007 |
261,112 |
1,099,023 |
-580 |
| Sep10 |
100602 |
99.180 |
99.210 |
99.175 |
99.200 |
+0.010 |
387,767 |
1,030,823 |
-5,727 |
| Dec10 |
100602 |
99.025 |
99.055 |
99.010 |
99.035 |
+0.010 |
238,502 |
1,044,730 |
-4,498 |
| Mar11 |
100602 |
98.885 |
98.905 |
98.860 |
98.875 |
unch |
204,364 |
758,506 |
+13,264 |
| Jun11 |
100602 |
98.700 |
98.710 |
98.660 |
98.665 |
-0.015 |
240,884 |
814,910 |
+3,378 |
| Sep11 |
100602 |
98.495 |
98.500 |
98.435 |
98.445 |
-0.025 |
205,336 |
730,998 |
-4,873 |
| Dec11 |
100602 |
98.260 |
98.265 |
98.190 |
98.200 |
-0.030 |
152,690 |
533,942 |
-1,132 |
| Mar12 |
100602 |
98.045 |
98.050 |
97.970 |
97.975 |
-0.035 |
122,715 |
395,995 |
+5,840 |
| Jun12 |
100602 |
97.805 |
97.815 |
97.720 |
97.730 |
-0.035 |
71,766 |
238,473 |
+544 |
| Sep12 |
100602 |
97.565 |
97.570 |
97.475 |
97.485 |
-0.035 |
53,225 |
182,175 |
-225 |
| Dec12 |
100602 |
97.310 |
97.320 |
97.220 |
97.230 |
-0.040 |
38,815 |
142,506 |
-107 |
| Mar13 |
100602 |
97.090 |
97.110 |
97.010 |
97.020 |
-0.045 |
31,111 |
134,373 |
+365 |
| Jun13 |
100602 |
96.855 |
96.895 |
96.795 |
96.805 |
-0.045 |
18,583 |
81,703 |
+1,187 |
| Sep13 |
100602 |
96.655 |
96.695 |
96.590 |
96.605 |
-0.045 |
15,045 |
72,657 |
-65 |
| Dec13 |
100602 |
96.490 |
96.490 |
96.385 |
96.405 |
-0.045 |
8,839 |
38,417 |
-232 |
| Mar14 |
100602 |
96.330 |
96.330 |
96.225 |
96.245 |
-0.045 |
9,158 |
39,317 |
+45 |
| Jun14 |
100602 |
96.175 |
96.175 |
96.060 |
96.085 |
-0.045 |
4,967 |
31,505 |
-58 |
| Sep14 |
100602 |
96.010 |
96.035 |
95.920 |
95.940 |
-0.045 |
3,972 |
22,515 |
-10 |
| Total Volume and Open Interest |
2,080,911 |
7,547,828 |
+7,402 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100602 |
99.783 |
99.787 |
99.780 |
99.785 |
+0.005 |
6,286 |
67,426 |
-242 |
| Jul10 |
100602 |
99.770 |
99.775 |
99.770 |
99.770 |
unch |
2,644 |
49,330 |
+856 |
| Aug10 |
100602 |
99.765 |
99.770 |
99.760 |
99.765 |
unch |
3,029 |
76,031 |
+125 |
| Sep10 |
100602 |
99.755 |
99.755 |
99.745 |
99.750 |
-0.005 |
2,133 |
48,513 |
+241 |
| Oct10 |
100602 |
99.740 |
99.740 |
99.730 |
99.735 |
-0.005 |
1,820 |
70,679 |
+97 |
| Nov10 |
100602 |
99.715 |
99.715 |
99.700 |
99.705 |
-0.005 |
1,730 |
80,528 |
-48 |
| Total Volume and Open Interest |
29,430 |
665,498 |
+3,728 |
| 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 |
100602 |
99.610 |
99.618 |
99.610 |
99.610 |
unch |
0 |
2,373 |
-125 |
| Sep10 |
100602 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.015 |
0 |
1,031 |
+0 |
| Dec10 |
100602 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
342 |
+0 |
| Mar11 |
100602 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
0 |
167 |
+0 |
| Jun11 |
100602 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.005 |
|
|
|
| Sep11 |
100602 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.035 |
|
|
|
| Dec11 |
100602 |
99.515 |
99.515 |
99.515 |
99.515 |
+0.005 |
|
|
|
| Mar12 |
100602 |
99.480 |
99.480 |
99.480 |
99.480 |
+0.005 |
|
|
|
| Jun12 |
100602 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.085 |
|
|
|
| Sep12 |
100602 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.085 |
|
|
|
| Total Volume and Open Interest |
0 |
3,913 |
-125 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100602 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
5,236 |
-1 |
| Sep10 |
100602 |
99.67 |
99.67 |
99.62 |
99.62 |
unch |
1 |
3,161 |
+5 |
| Dec10 |
100602 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,461 |
+0 |
| Mar11 |
100602 |
99.63 |
99.64 |
99.63 |
99.64 |
+0.01 |
100 |
1,792 |
+100 |
| Jun11 |
100602 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.00 |
0 |
102 |
+0 |
| Sep11 |
100602 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.00 |
0 |
53 |
+0 |
| Dec11 |
100602 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.08 |
0 |
102 |
+0 |
| Mar12 |
100602 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.08 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
101 |
13,278 |
+104 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100602 |
140.61 |
140.67 |
140.42 |
140.59 |
-0.03 |
1,109 |
21,395 |
+521 |
| Sep10 |
100602 |
140.20 |
140.27 |
140.13 |
140.19 |
-0.02 |
205 |
266 |
+23 |
| Dec10 |
100602 |
138.10 |
138.10 |
138.10 |
138.10 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
1,314 |
21,661 |
-203 |
| Euro-Bund(EUREX) |
| Jun10 |
100602 |
128.71 |
129.17 |
128.62 |
128.80 |
+0.14 |
161,714 |
928,021 |
-104,259 |
| Sep10 |
100602 |
128.20 |
128.66 |
128.13 |
128.32 |
+0.16 |
18,537 |
73,017 |
+24,405 |
| Dec10 |
100602 |
126.38 |
126.38 |
126.38 |
126.38 |
+0.09 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
180,251 |
1,001,043 |
-115,289 |
| Euro-Bobl(EUREX) |
| Jun10 |
100602 |
120.57 |
120.77 |
120.52 |
120.60 |
-0.01 |
111,321 |
739,497 |
-63,049 |
| Sep10 |
100602 |
120.11 |
120.25 |
120.01 |
120.08 |
-0.05 |
14,068 |
68,015 |
+14,801 |
| Dec10 |
100602 |
120.00 |
120.00 |
120.00 |
120.00 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
125,389 |
807,512 |
-48,248 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100602 |
99.270 |
99.270 |
99.265 |
99.265 |
unch |
9 |
6,880 |
-17 |
| Sep10 |
100602 |
99.080 |
99.085 |
99.065 |
99.080 |
+0.010 |
2 |
3,393 |
+18 |
| Dec10 |
100602 |
98.960 |
98.965 |
98.940 |
98.965 |
+0.010 |
1 |
2,122 |
+22 |
| Total Volume and Open Interest |
22 |
18,254 |
+24 |
| Long Gilt(LIFFE) |
| Jun10 |
100602 |
119~31 |
120~17 |
119~25 |
120~07 |
+0~11 |
35,851 |
37,777 |
-10,877 |
| Sep10 |
100602 |
118~19 |
119~06 |
118~12 |
118~27 |
+0~11 |
109,384 |
282,464 |
+18,663 |
| Total Volume and Open Interest |
145,235 |
320,241 |
+7,786 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100602 |
99.25 |
99.26 |
99.24 |
99.24 |
-0.01 |
39,920 |
341,906 |
-15,487 |
| Sep10 |
100602 |
99.08 |
99.08 |
99.04 |
99.05 |
-0.03 |
77,055 |
383,782 |
-7,953 |
| Dec10 |
100602 |
98.91 |
98.93 |
98.87 |
98.89 |
-0.02 |
83,006 |
359,718 |
+15,847 |
| Mar11 |
100602 |
98.79 |
98.83 |
98.74 |
98.79 |
-0.01 |
81,059 |
240,126 |
-3,503 |
| Jun11 |
100602 |
98.62 |
98.67 |
98.57 |
98.63 |
unch |
71,407 |
300,247 |
-7,210 |
| Sep11 |
100602 |
98.41 |
98.48 |
98.38 |
98.44 |
+0.01 |
44,971 |
254,513 |
+6,365 |
| Total Volume and Open Interest |
512,988 |
2,419,663 |
-5,933 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100602 |
99.265 |
99.275 |
99.260 |
99.265 |
unch |
19,970 |
848,234 |
-5,990 |
| Sep10 |
100602 |
99.060 |
99.090 |
99.060 |
99.080 |
+0.010 |
28,090 |
620,050 |
-7,445 |
| Dec10 |
100602 |
98.940 |
98.975 |
98.930 |
98.965 |
+0.010 |
21,130 |
516,556 |
+6,186 |
| Total Volume and Open Interest |
137,555 |
3,928,444 |
-43,707 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100602 |
95.23 |
95.25 |
95.18 |
95.20 |
-0.04 |
10,357 |
230,137 |
-21,900 |
| Sep10 |
100602 |
95.27 |
95.30 |
95.24 |
95.26 |
-0.01 |
27,386 |
250,205 |
-9,619 |
| Dec10 |
100602 |
95.17 |
95.21 |
95.14 |
95.17 |
+0.01 |
10,754 |
129,232 |
-3,620 |
| Mar11 |
100602 |
95.04 |
95.14 |
95.01 |
95.06 |
+0.02 |
6,770 |
62,432 |
+830 |
| Jun11 |
100602 |
94.94 |
94.97 |
94.87 |
94.93 |
+0.03 |
1,984 |
44,547 |
-572 |
| Sep11 |
100602 |
94.84 |
94.86 |
94.77 |
94.82 |
+0.03 |
2,324 |
31,626 |
+207 |
| Dec11 |
100602 |
94.77 |
94.79 |
94.70 |
94.73 |
+0.03 |
1,175 |
24,295 |
-1,053 |
| Mar12 |
100602 |
94.70 |
94.72 |
94.65 |
94.69 |
+0.04 |
511 |
17,588 |
-12 |
| Jun12 |
100602 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.05 |
0 |
4,648 |
-206 |
| Sep12 |
100602 |
94.66 |
94.67 |
94.66 |
94.67 |
+0.06 |
0 |
3,026 |
+0 |
| Total Volume and Open Interest |
61,268 |
799,561 |
-35,938 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100602 |
94.69 |
94.74 |
94.63 |
94.68 |
+0.01 |
23,110 |
418,322 |
-12,852 |
| Sep10 |
100602 |
94.67 |
94.67 |
94.61 |
94.65 |
+0.02 |
54 |
192 |
+54 |
| Total Volume and Open Interest |
23,164 |
418,514 |
-12,798 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100602 |
95.26 |
95.32 |
95.22 |
95.27 |
+0.03 |
105,582 |
906,038 |
-18,351 |
| Sep10 |
100602 |
95.18 |
95.19 |
95.16 |
95.16 |
+0.03 |
191 |
1,636 |
+136 |
| Total Volume and Open Interest |
105,773 |
907,674 |
-18,215 |
| Gold(CMX) |
| Jun10 |
100602 |
1224.9 |
1225.8 |
1213.2 |
1220.6 |
-4.2 |
12,895 |
6,497 |
-4,859 |
| Aug10 |
100602 |
1227.7 |
1228.9 |
1215.0 |
1222.6 |
-4.3 |
96,000 |
339,796 |
-3,450 |
| Oct10 |
100602 |
1225.0 |
1227.9 |
1218.0 |
1224.7 |
-4.3 |
3,103 |
20,849 |
-54 |
| Dec10 |
100602 |
1232.2 |
1232.2 |
1219.2 |
1226.8 |
-4.3 |
5,592 |
66,410 |
-387 |
| Feb11 |
100602 |
1234.3 |
1234.3 |
1229.0 |
1229.2 |
-4.3 |
398 |
19,138 |
+131 |
| Apr11 |
100602 |
1231.6 |
1231.6 |
1231.6 |
1231.6 |
-4.2 |
277 |
14,913 |
-92 |
| Jun11 |
100602 |
581.1 |
582.3 |
578.6 |
578.9 |
-4.2 |
535 |
12,932 |
-364 |
| Aug11 |
100602 |
1243.4 |
1243.4 |
1237.3 |
1237.3 |
-4.2 |
66 |
3,979 |
+26 |
| Oct11 |
100602 |
1240.5 |
1240.5 |
1240.5 |
1240.5 |
-4.2 |
13 |
6,921 |
-7 |
| Dec11 |
100602 |
1244.0 |
1245.0 |
1243.6 |
1244.0 |
-4.1 |
1,150 |
15,904 |
+327 |
| Feb12 |
100602 |
1248.3 |
1248.3 |
1248.3 |
1248.3 |
-4.0 |
24 |
3,960 |
+0 |
| Apr12 |
100602 |
1252.7 |
1252.7 |
1252.7 |
1252.7 |
-3.9 |
|
|
|
| Total Volume and Open Interest |
122,331 |
547,525 |
-8,128 |
| Silver(CMX) |
| Jul10 |
100602 |
1844.0 |
1851.0 |
1809.0 |
1831.5 |
-23.6 |
25,591 |
69,034 |
-1,520 |
| Sep10 |
100602 |
1852.0 |
1852.5 |
1815.0 |
1835.5 |
-23.6 |
2,949 |
15,852 |
+1,337 |
| Dec10 |
100602 |
1853.5 |
1854.0 |
1819.0 |
1840.6 |
-23.6 |
1,556 |
17,537 |
+343 |
| Mar11 |
100602 |
1846.0 |
1846.0 |
1844.6 |
1844.6 |
-23.7 |
343 |
7,234 |
+288 |
| May11 |
100602 |
1847.1 |
1847.1 |
1847.1 |
1847.1 |
-23.7 |
7 |
2,698 |
-2 |
| Jul11 |
100602 |
1849.6 |
1849.6 |
1849.6 |
1849.6 |
-23.7 |
6 |
1,677 |
-2 |
| Sep11 |
100602 |
1852.3 |
1852.3 |
1852.3 |
1852.3 |
-23.5 |
0 |
255 |
+0 |
| Total Volume and Open Interest |
30,898 |
120,951 |
+471 |
| Platinum(NYMEX) |
| Jul10 |
100602 |
1548.9 |
1563.5 |
1536.1 |
1550.4 |
+1.0 |
4,148 |
27,154 |
-628 |
| Oct10 |
100602 |
1544.0 |
1557.3 |
1544.0 |
1556.7 |
+1.1 |
415 |
2,672 |
+302 |
| Jan11 |
100602 |
1558.5 |
1558.5 |
1548.3 |
1557.7 |
+0.9 |
5 |
336 |
+5 |
| Apr11 |
100602 |
1557.7 |
1557.7 |
1557.7 |
1557.7 |
+0.9 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,568 |
30,165 |
-321 |
| Palladium(NYMEX) |
| Jun10 |
100602 |
458.05 |
458.25 |
445.90 |
451.40 |
-9.35 |
593 |
581 |
-536 |
| Sep10 |
100602 |
457.50 |
463.95 |
446.25 |
453.30 |
-8.85 |
2,966 |
20,563 |
+283 |
| Dec10 |
100602 |
449.85 |
456.00 |
449.40 |
454.30 |
-8.70 |
83 |
347 |
+81 |
| Total Volume and Open Interest |
3,648 |
21,566 |
-173 |
| Copper(CMX) |
| Jul10 |
100602 |
304.00 |
306.50 |
297.05 |
304.05 |
-2.25 |
26,738 |
68,878 |
-1,232 |
| Sep10 |
100602 |
305.00 |
308.25 |
299.00 |
306.00 |
-2.25 |
4,538 |
30,352 |
+1,397 |
| Dec10 |
100602 |
310.00 |
310.00 |
301.00 |
308.10 |
-2.10 |
640 |
11,811 |
+226 |
| Mar11 |
100602 |
306.25 |
309.30 |
306.25 |
309.30 |
-2.05 |
114 |
6,023 |
+92 |
| May11 |
100602 |
306.75 |
309.80 |
306.75 |
309.80 |
-1.95 |
0 |
1,113 |
+0 |
| Total Volume and Open Interest |
32,840 |
126,107 |
+289 |
| DJIA Index(CBOT) |
| Jun10 |
100602 |
10016 |
10250 |
10010 |
10232 |
+213 |
279 |
12,599 |
-23 |
| Sep10 |
100602 |
10000 |
10174 |
9997 |
10174 |
+212 |
1 |
228 |
+0 |
| Dec10 |
100602 |
10117 |
10117 |
9904 |
10117 |
+213 |
0 |
2 |
+0 |
| Mar11 |
100602 |
10064 |
10064 |
9851 |
10064 |
+213 |
|
|
|
| Total Volume and Open Interest |
280 |
12,829 |
-23 |
| S & P 500(CME) |
| Jun10 |
100602 |
1069.00 |
1098.50 |
1067.10 |
1096.70 |
+27.20 |
21,849 |
290,157 |
-6,391 |
| Sep10 |
100602 |
1071.00 |
1094.00 |
1067.00 |
1092.40 |
+27.20 |
343 |
31,754 |
-207 |
| Dec10 |
100602 |
1088.10 |
1088.10 |
1087.10 |
1088.10 |
+27.00 |
0 |
4,407 |
+0 |
| Mar11 |
100602 |
1084.70 |
1084.70 |
1083.70 |
1084.70 |
+27.00 |
0 |
476 |
+0 |
| Total Volume and Open Interest |
22,192 |
326,839 |
-6,598 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100602 |
1069.25 |
1098.25 |
1067.25 |
1096.75 |
+27.25 |
2,368,730 |
2,642,268 |
-3,696 |
| Sep10 |
100602 |
1064.00 |
1094.00 |
1062.50 |
1092.50 |
+27.25 |
21,138 |
100,290 |
+3,514 |
| Total Volume and Open Interest |
2,389,895 |
2,745,645 |
-189 |
| NASDAQ 100(CME) |
| Jun10 |
100602 |
1830.80 |
1879.00 |
1829.00 |
1879.00 |
+48.00 |
1,224 |
21,842 |
+400 |
| Sep10 |
100602 |
1835.80 |
1877.30 |
1835.80 |
1877.30 |
+48.00 |
0 |
965 |
-2 |
| Dec10 |
100602 |
1874.50 |
1874.50 |
1870.50 |
1874.50 |
+48.00 |
|
|
|
| Total Volume and Open Interest |
1,224 |
22,807 |
+398 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100602 |
1832.00 |
1879.30 |
1828.50 |
1879.00 |
+48.00 |
315,745 |
335,132 |
-6,134 |
| Sep10 |
100602 |
1829.50 |
1877.50 |
1827.50 |
1877.30 |
+48.00 |
756 |
2,142 |
+68 |
| Total Volume and Open Interest |
316,503 |
337,328 |
-6,067 |
| S & P Midcap 400(CME) |
| Jun10 |
100602 |
748.00 |
762.50 |
741.50 |
760.00 |
+19.00 |
110 |
3,645 |
-1 |
| Sep10 |
100602 |
758.40 |
758.40 |
758.40 |
758.40 |
+19.00 |
|
|
|
| Dec10 |
100602 |
756.40 |
756.40 |
756.40 |
756.40 |
+19.00 |
|
|
|
| Total Volume and Open Interest |
110 |
3,645 |
-1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100602 |
9610 |
9835 |
9575 |
9815 |
+185 |
15,803 |
42,818 |
-3,718 |
| Sep10 |
100602 |
9735 |
9875 |
9665 |
9875 |
+185 |
20 |
49 |
+16 |
| Total Volume and Open Interest |
15,823 |
42,867 |
-3,702 |
| Nikkei 225(SGX) |
| Jun10 |
100602 |
9660 |
9785 |
9555 |
9600 |
-140 |
105,201 |
190,122 |
+360 |
| Sep10 |
100602 |
9675 |
9785 |
9570 |
9595 |
-140 |
755 |
8,576 |
+336 |
| Dec10 |
100602 |
9550 |
9550 |
9550 |
9550 |
-140 |
5 |
1,497 |
+0 |
| Total Volume and Open Interest |
105,979 |
204,392 |
+2,614 |
| CAC 40(EURONEXT) |
| Jun10 |
100602 |
3448.0 |
3542.5 |
3419.5 |
3488.5 |
-2.0 |
29,203 |
484,667 |
-4,073 |
| Jul10 |
100602 |
3461.0 |
3501.5 |
3423.5 |
3484.0 |
-2.0 |
15 |
728 |
+195 |
| Aug10 |
100602 |
3483.0 |
3483.0 |
3483.0 |
3483.0 |
-2.5 |
0 |
83 |
+53 |
| Total Volume and Open Interest |
29,246 |
487,170 |
-3,812 |
| Hang Seng Index(HKFE) |
| Jun10 |
100602 |
19577 |
19686 |
19345 |
19484 |
+33 |
62,614 |
76,977 |
+3,743 |
| Jul10 |
100602 |
19536 |
19617 |
19297 |
19430 |
+25 |
624 |
880 |
|
| Total Volume and Open Interest |
63,493 |
79,940 |
|
| DAX(EUREX) |
| Jun10 |
100602 |
5921.0 |
6040.0 |
5868.0 |
5983.5 |
+9.5 |
36,354 |
183,776 |
-368 |
| Sep10 |
100602 |
5924.0 |
6040.0 |
5880.5 |
5988.5 |
+10.0 |
246 |
11,276 |
-288 |
| Dec10 |
100602 |
5932.5 |
6035.0 |
5888.5 |
5996.0 |
+9.5 |
100 |
2,517 |
+29 |
| Total Volume and Open Interest |
36,700 |
197,569 |
-627 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100602 |
5082.50 |
5216.00 |
5070.50 |
5145.00 |
-2.50 |
135,618 |
682,000 |
+598 |
| Sep10 |
100602 |
5041.50 |
5172.00 |
5036.00 |
5105.00 |
-1.00 |
495 |
2,252 |
-106 |
| Dec10 |
100602 |
5042.50 |
5079.00 |
5011.50 |
5079.00 |
-2.50 |
12 |
3,164 |
-14 |
| Total Volume and Open Interest |
136,125 |
687,958 |
+478 |
| SPI 200(SFE) |
| Jun10 |
100602 |
4410.0 |
4432.0 |
4350.0 |
4387.0 |
-23.0 |
34,559 |
232,784 |
-42,528 |
| Sep10 |
100602 |
4355.0 |
4410.0 |
4355.0 |
4374.0 |
-22.0 |
114 |
3,920 |
+14 |
| Dec10 |
100602 |
4392.0 |
4392.0 |
4392.0 |
4392.0 |
-22.0 |
0 |
2,745 |
-13 |
| Total Volume and Open Interest |
34,673 |
240,758 |
-42,527 |
| GSCI(CME) |
| Jun10 |
100602 |
478.00 |
487.40 |
477.10 |
483.00 |
+1.25 |
779 |
17,098 |
+124 |
| Jul10 |
100602 |
484.50 |
493.50 |
483.30 |
489.75 |
+2.00 |
12 |
83 |
+6 |
| Aug10 |
100602 |
493.50 |
497.00 |
487.70 |
493.50 |
+2.85 |
|
|
|
| Total Volume and Open Interest |
791 |
17,181 |
+130 |
| Reuters CCI(ICE) |
| Jun10 |
100602 |
253.50 |
253.50 |
253.50 |
253.50 |
+1.00 |
|
|
|
| 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. |
|
|