|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu June 03, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100603 |
934.00 |
958.00 |
933.50 |
955.00 |
+22.50 |
57,229 |
210,708 |
-4,700 |
| Aug10 |
100603 |
924.00 |
940.00 |
923.50 |
937.75 |
+17.50 |
5,224 |
18,016 |
+560 |
| Sep10 |
100603 |
912.50 |
927.00 |
911.00 |
925.75 |
+16.75 |
2,094 |
12,282 |
-347 |
| Nov10 |
100603 |
905.00 |
922.00 |
904.25 |
919.75 |
+16.25 |
26,703 |
163,305 |
+910 |
| Jan11 |
100603 |
913.25 |
931.00 |
913.25 |
930.25 |
+16.75 |
2,157 |
17,081 |
+907 |
| Mar11 |
100603 |
927.50 |
939.00 |
922.25 |
938.50 |
+16.25 |
431 |
6,296 |
+95 |
| May11 |
100603 |
931.25 |
943.75 |
930.00 |
943.75 |
+16.00 |
377 |
6,204 |
+198 |
| Total Volume and Open Interest |
95,377 |
459,804 |
-2,358 |
| Soybean Meal(CBOT) |
| Jul10 |
100603 |
271.40 |
284.00 |
271.40 |
284.00 |
+12.60 |
27,057 |
76,740 |
-2,551 |
| Aug10 |
100603 |
265.30 |
275.20 |
265.20 |
275.20 |
+10.50 |
3,016 |
18,490 |
+39 |
| Sep10 |
100603 |
259.90 |
268.60 |
259.80 |
268.60 |
+9.10 |
1,179 |
11,631 |
+0 |
| Oct10 |
100603 |
253.60 |
261.00 |
253.20 |
261.00 |
+8.30 |
977 |
8,094 |
+71 |
| Dec10 |
100603 |
250.90 |
259.30 |
250.80 |
259.30 |
+8.10 |
4,210 |
38,511 |
+792 |
| Jan11 |
100603 |
252.20 |
260.00 |
251.70 |
260.00 |
+8.30 |
445 |
4,529 |
+62 |
| Mar11 |
100603 |
254.40 |
261.50 |
254.10 |
261.50 |
+8.20 |
122 |
4,256 |
-73 |
| May11 |
100603 |
255.00 |
262.20 |
255.00 |
262.20 |
+8.00 |
82 |
1,987 |
+9 |
| Total Volume and Open Interest |
37,316 |
167,756 |
-1,590 |
| Soybean Oil(CBOT) |
| Jul10 |
100603 |
37.52 |
37.68 |
37.35 |
37.66 |
+0.24 |
32,339 |
176,256 |
-3,030 |
| Aug10 |
100603 |
37.74 |
37.89 |
37.58 |
37.88 |
+0.24 |
5,287 |
27,408 |
-395 |
| Sep10 |
100603 |
38.02 |
38.15 |
37.81 |
38.11 |
+0.24 |
1,715 |
19,124 |
+314 |
| Oct10 |
100603 |
38.22 |
38.32 |
38.10 |
38.31 |
+0.22 |
1,203 |
12,365 |
-93 |
| Dec10 |
100603 |
38.43 |
38.79 |
38.36 |
38.76 |
+0.22 |
9,045 |
78,679 |
+2,642 |
| Jan11 |
100603 |
38.88 |
39.06 |
38.84 |
39.06 |
+0.22 |
34 |
4,679 |
+12 |
| Mar11 |
100603 |
39.34 |
39.38 |
39.12 |
39.38 |
+0.22 |
0 |
1,927 |
+0 |
| May11 |
100603 |
39.66 |
39.68 |
39.60 |
39.68 |
+0.24 |
1 |
1,482 |
+0 |
| Total Volume and Open Interest |
49,627 |
325,394 |
-553 |
| Canola(WCE) |
| Jul10 |
100603 |
372.6 |
379.5 |
372.6 |
378.8 |
+6.3 |
10,607 |
88,173 |
+1,157 |
| Nov10 |
100603 |
377.1 |
384.5 |
377.0 |
383.8 |
+5.9 |
7,053 |
52,419 |
+4,833 |
| Jan11 |
100603 |
382.9 |
389.2 |
381.0 |
388.6 |
+5.7 |
196 |
4,200 |
+119 |
| Mar11 |
100603 |
387.7 |
393.5 |
387.7 |
393.1 |
+5.2 |
80 |
2,834 |
-40 |
| May11 |
100603 |
393.5 |
396.9 |
393.5 |
396.6 |
+4.2 |
0 |
1,154 |
+0 |
| Total Volume and Open Interest |
17,936 |
149,870 |
+6,069 |
| Corn(CBOT) |
| Jul10 |
100603 |
349.00 |
351.50 |
344.50 |
349.50 |
+1.00 |
137,372 |
462,091 |
-6,488 |
| Sep10 |
100603 |
359.00 |
361.25 |
354.50 |
359.50 |
+0.75 |
41,990 |
200,780 |
+2,358 |
| Dec10 |
100603 |
370.00 |
372.00 |
365.00 |
370.25 |
+0.50 |
50,757 |
379,915 |
+3,668 |
| Mar11 |
100603 |
383.25 |
385.25 |
378.25 |
383.50 |
+0.25 |
3,101 |
57,371 |
-37 |
| May11 |
100603 |
392.00 |
394.00 |
388.00 |
392.75 |
+0.50 |
841 |
9,287 |
-24 |
| Jul11 |
100603 |
400.50 |
402.50 |
397.00 |
401.25 |
+0.50 |
3,164 |
34,290 |
+935 |
| Total Volume and Open Interest |
242,020 |
1,216,030 |
-756 |
| Wheat(CBOT) |
| Jul10 |
100603 |
443.50 |
448.00 |
440.50 |
441.75 |
-0.75 |
47,763 |
227,792 |
-6,299 |
| Sep10 |
100603 |
461.50 |
465.75 |
458.00 |
459.25 |
-1.00 |
16,239 |
111,968 |
+4,427 |
| Dec10 |
100603 |
493.75 |
496.50 |
489.75 |
490.75 |
-0.75 |
13,947 |
74,963 |
+1,397 |
| Mar11 |
100603 |
523.75 |
542.75 |
520.50 |
521.25 |
-0.75 |
1,854 |
27,859 |
-245 |
| May11 |
100603 |
541.75 |
543.50 |
538.50 |
539.25 |
-1.00 |
362 |
8,805 |
+56 |
| Total Volume and Open Interest |
84,226 |
500,642 |
-165 |
| Wheat(KCBT) |
| Jul10 |
100603 |
474.00 |
477.50 |
470.25 |
471.50 |
-2.25 |
11,008 |
57,398 |
-1,586 |
| Sep10 |
100603 |
486.25 |
488.75 |
482.75 |
483.50 |
-2.25 |
2,529 |
24,731 |
+1,286 |
| Dec10 |
100603 |
504.50 |
506.50 |
500.00 |
501.25 |
-2.25 |
2,830 |
41,105 |
-234 |
| Mar11 |
100603 |
524.00 |
524.00 |
519.00 |
519.00 |
-2.00 |
860 |
15,173 |
-138 |
| May11 |
100603 |
534.50 |
535.75 |
530.50 |
531.25 |
-2.25 |
252 |
6,697 |
+153 |
| Total Volume and Open Interest |
18,773 |
164,132 |
-518 |
| Wheat(MGE) |
| Jul10 |
100603 |
498.00 |
505.00 |
495.75 |
497.75 |
+0.50 |
4,663 |
16,224 |
-999 |
| Sep10 |
100603 |
510.25 |
517.75 |
508.25 |
509.75 |
-0.25 |
927 |
10,112 |
+115 |
| Dec10 |
100603 |
529.00 |
535.25 |
526.25 |
528.75 |
+0.75 |
669 |
10,220 |
-66 |
| Mar11 |
100603 |
546.50 |
552.75 |
543.25 |
543.75 |
-1.00 |
255 |
3,506 |
+177 |
| May11 |
100603 |
557.50 |
563.50 |
556.00 |
556.00 |
-0.25 |
33 |
1,540 |
-16 |
| Total Volume and Open Interest |
7,339 |
47,074 |
-462 |
| Oats(CBOT) |
| Jul10 |
100603 |
194.00 |
196.75 |
192.25 |
196.00 |
+4.00 |
1,732 |
10,257 |
-634 |
| Sep10 |
100603 |
201.00 |
203.75 |
200.25 |
203.75 |
+3.50 |
1,169 |
3,151 |
+765 |
| Dec10 |
100603 |
213.00 |
215.25 |
211.25 |
214.50 |
+3.50 |
170 |
4,675 |
+95 |
| Mar11 |
100603 |
221.00 |
224.50 |
221.00 |
224.50 |
+3.50 |
0 |
565 |
+0 |
| Total Volume and Open Interest |
3,071 |
18,648 |
+226 |
| Rough Rice(CBOT) |
| Jul10 |
100603 |
11.15 |
11.35 |
10.83 |
10.95 |
-0.15 |
912 |
7,307 |
-280 |
| Sep10 |
100603 |
11.20 |
11.32 |
10.90 |
11.01 |
-0.18 |
618 |
4,591 |
+272 |
| Nov10 |
100603 |
11.34 |
11.45 |
11.04 |
11.16 |
-0.18 |
66 |
2,156 |
+14 |
| Jan11 |
100603 |
11.60 |
11.62 |
11.44 |
11.44 |
-0.18 |
3 |
452 |
-1 |
| Total Volume and Open Interest |
1,624 |
15,417 |
-8 |
| Live Cattle(CME) |
| Jun10 |
100603 |
92.050 |
92.700 |
91.800 |
92.100 |
+0.050 |
7,319 |
38,739 |
-3,149 |
| Aug10 |
100603 |
90.730 |
91.050 |
89.950 |
90.135 |
-0.615 |
15,596 |
145,880 |
+1,020 |
| Oct10 |
100603 |
92.150 |
92.430 |
91.230 |
91.450 |
-0.685 |
5,545 |
82,992 |
+928 |
| Dec10 |
100603 |
93.535 |
93.785 |
92.750 |
92.950 |
-0.550 |
2,571 |
42,546 |
+97 |
| Feb11 |
100603 |
94.600 |
94.950 |
94.000 |
94.180 |
-0.650 |
393 |
18,993 |
-59 |
| Apr11 |
100603 |
96.000 |
96.000 |
95.300 |
95.450 |
-0.630 |
254 |
9,419 |
+91 |
| Total Volume and Open Interest |
31,780 |
342,241 |
-1,035 |
| Feeder Cattle(CME) |
| Aug10 |
100603 |
110.050 |
110.450 |
109.385 |
109.680 |
+0.030 |
2,277 |
22,141 |
-228 |
| Sep10 |
100603 |
110.000 |
110.330 |
109.400 |
109.600 |
+0.065 |
401 |
5,083 |
-31 |
| Oct10 |
100603 |
109.750 |
109.900 |
109.080 |
109.450 |
+0.120 |
412 |
3,460 |
+128 |
| Nov10 |
100603 |
109.650 |
109.785 |
108.950 |
109.400 |
+0.100 |
56 |
1,269 |
+16 |
| Jan11 |
100603 |
108.000 |
108.050 |
107.700 |
108.035 |
+0.035 |
13 |
470 |
+9 |
| Mar11 |
100603 |
107.000 |
107.050 |
107.000 |
107.050 |
+0.300 |
0 |
62 |
+0 |
| Apr11 |
100603 |
107.050 |
107.050 |
107.050 |
107.050 |
+0.050 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
3,159 |
32,500 |
-106 |
| Lean Hogs(CME) |
| Jun10 |
100603 |
81.200 |
81.930 |
80.400 |
80.450 |
-0.880 |
6,879 |
19,258 |
-1,531 |
| Jul10 |
100603 |
82.180 |
82.850 |
81.500 |
81.635 |
-0.545 |
11,136 |
64,986 |
-116 |
| Aug10 |
100603 |
83.050 |
83.680 |
82.600 |
82.930 |
-0.105 |
5,995 |
44,551 |
-463 |
| Oct10 |
100603 |
75.550 |
76.285 |
75.330 |
75.650 |
+0.050 |
3,183 |
39,692 |
+704 |
| Dec10 |
100603 |
72.650 |
73.000 |
72.300 |
72.580 |
-0.020 |
1,582 |
24,585 |
+626 |
| Feb11 |
100603 |
72.800 |
73.285 |
72.400 |
72.885 |
unch |
172 |
7,291 |
+121 |
| Apr11 |
100603 |
73.500 |
73.750 |
73.225 |
73.350 |
-0.150 |
189 |
3,667 |
+106 |
| May11 |
100603 |
76.900 |
76.900 |
76.200 |
76.200 |
unch |
8 |
146 |
+0 |
| Total Volume and Open Interest |
29,208 |
205,114 |
-524 |
| Pork Bellies(CME) |
| Jul10 |
100603 |
101.500 |
101.500 |
99.550 |
100.000 |
-2.500 |
13 |
140 |
-1 |
| Aug10 |
100603 |
99.000 |
100.500 |
99.000 |
100.500 |
unch |
1 |
26 |
+1 |
| Feb11 |
100603 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
1 |
4 |
+1 |
| Mar11 |
100603 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100603 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
15 |
171 |
+1 |
| Class III Milk(CME) |
| Jun10 |
100603 |
13.60 |
13.60 |
13.52 |
13.52 |
-0.04 |
282 |
4,295 |
-59 |
| Jul10 |
100603 |
13.40 |
13.46 |
13.25 |
13.28 |
-0.18 |
496 |
4,728 |
+90 |
| Aug10 |
100603 |
14.00 |
14.05 |
13.83 |
13.87 |
-0.18 |
184 |
3,871 |
+99 |
| Sep10 |
100603 |
14.65 |
14.67 |
14.50 |
14.52 |
-0.13 |
125 |
3,638 |
+42 |
| Oct10 |
100603 |
14.75 |
14.79 |
14.63 |
14.64 |
-0.15 |
111 |
3,381 |
+38 |
| Total Volume and Open Interest |
1,456 |
31,681 |
+334 |
| Cocoa(ICE) |
| Jul10 |
100603 |
3049 |
3065 |
3039 |
3048 |
+6 |
7,694 |
44,676 |
-1,204 |
| Sep10 |
100603 |
3070 |
3092 |
3062 |
3071 |
+2 |
4,045 |
33,814 |
+1,959 |
| Dec10 |
100603 |
3097 |
3116 |
3088 |
3094 |
+1 |
517 |
16,892 |
+211 |
| Mar11 |
100603 |
3118 |
3118 |
3118 |
3118 |
-2 |
63 |
16,352 |
+129 |
| May11 |
100603 |
3132 |
3132 |
3132 |
3132 |
-1 |
13 |
6,555 |
-6 |
| Jul11 |
100603 |
3140 |
3140 |
3140 |
3140 |
-1 |
26 |
3,194 |
+1 |
| Sep11 |
100603 |
3143 |
3143 |
3143 |
3143 |
-3 |
2 |
1,214 |
+0 |
| Total Volume and Open Interest |
12,364 |
127,382 |
+1,090 |
| Coffee "C"(ICE) |
| Jul10 |
100603 |
135.85 |
136.30 |
135.00 |
135.60 |
+0.20 |
20,732 |
62,273 |
-1,827 |
| Sep10 |
100603 |
137.20 |
137.70 |
136.50 |
137.05 |
+0.15 |
9,564 |
38,703 |
+2,252 |
| Dec10 |
100603 |
138.55 |
139.35 |
138.50 |
138.75 |
+0.05 |
3,152 |
21,399 |
+1,148 |
| Mar11 |
100603 |
140.00 |
140.25 |
139.55 |
139.70 |
+0.15 |
1,007 |
7,374 |
-264 |
| May11 |
100603 |
139.55 |
139.90 |
139.55 |
139.90 |
+0.15 |
100 |
4,434 |
+65 |
| Jul11 |
100603 |
140.25 |
140.25 |
140.25 |
140.25 |
+0.05 |
13 |
2,499 |
+11 |
| Total Volume and Open Interest |
34,583 |
137,543 |
+1,391 |
| Orange Juice(ICE) |
| Jul10 |
100603 |
139.55 |
140.60 |
138.55 |
139.45 |
-0.10 |
2,598 |
16,563 |
-780 |
| Sep10 |
100603 |
140.75 |
142.00 |
140.10 |
140.85 |
-0.15 |
770 |
9,404 |
+776 |
| Nov10 |
100603 |
142.00 |
142.45 |
141.65 |
142.30 |
+0.20 |
236 |
2,427 |
+193 |
| Jan11 |
100603 |
140.90 |
141.65 |
140.90 |
141.65 |
+0.30 |
45 |
821 |
+5 |
| Mar11 |
100603 |
142.05 |
142.05 |
142.05 |
142.05 |
+0.25 |
1 |
169 |
+0 |
| May11 |
100603 |
142.20 |
142.20 |
142.20 |
142.20 |
+0.25 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
3,650 |
29,737 |
+194 |
| Sugar #11(ICE) |
| Jul10 |
100603 |
14.05 |
14.34 |
13.96 |
13.99 |
+0.05 |
38,915 |
262,810 |
-5,644 |
| Oct10 |
100603 |
14.54 |
14.81 |
14.41 |
14.45 |
-0.02 |
23,568 |
196,076 |
+5,694 |
| Mar11 |
100603 |
15.65 |
15.87 |
15.39 |
15.54 |
-0.01 |
7,307 |
94,614 |
+1,359 |
| May11 |
100603 |
15.79 |
15.98 |
15.56 |
15.69 |
-0.05 |
2,290 |
24,576 |
-262 |
| Jul11 |
100603 |
15.99 |
16.16 |
15.71 |
15.80 |
-0.17 |
2,792 |
35,360 |
+360 |
| Total Volume and Open Interest |
77,719 |
684,786 |
+1,631 |
| London Cocoa(LCE) |
| Jul10 |
100601 |
2409 |
2446 |
2390 |
2444 |
+188 |
21,988 |
63,577 |
+3,834 |
| Sep10 |
100603 |
2390 |
2416 |
2383 |
2400 |
+7 |
1,825 |
35,815 |
+572 |
| Dec10 |
100603 |
2339 |
2351 |
2334 |
2341 |
+7 |
1,887 |
26,515 |
+718 |
| Mar11 |
100603 |
2298 |
2311 |
2292 |
2298 |
+7 |
130 |
21,582 |
-44 |
| May11 |
100603 |
2303 |
2303 |
2294 |
2294 |
+7 |
208 |
5,153 |
+205 |
| Jul11 |
100603 |
2297 |
2297 |
2297 |
2297 |
+7 |
0 |
940 |
+0 |
| Sep11 |
100603 |
2300 |
2300 |
2300 |
2300 |
+1 |
4 |
1,984 |
+0 |
| Total Volume and Open Interest |
7,814 |
161,251 |
+805 |
| London Sugar(LCE) |
| Aug10 |
100603 |
460.00 |
465.40 |
456.00 |
459.10 |
+2.30 |
2,898 |
31,463 |
-65 |
| Oct10 |
100603 |
420.70 |
425.10 |
415.40 |
420.80 |
+3.30 |
1,069 |
17,630 |
+391 |
| Dec10 |
100603 |
416.00 |
416.00 |
409.40 |
414.60 |
+4.20 |
105 |
6,186 |
+57 |
| Mar11 |
100603 |
430.00 |
430.80 |
424.30 |
427.50 |
+4.80 |
28 |
3,942 |
+20 |
| May11 |
100603 |
431.20 |
434.20 |
431.20 |
433.50 |
+6.80 |
15 |
1,831 |
+4 |
| Total Volume and Open Interest |
4,115 |
61,855 |
+407 |
| Cotton(ICE) |
| Jul10 |
100603 |
78.40 |
79.27 |
78.09 |
78.21 |
-0.19 |
19,284 |
87,312 |
-6,458 |
| Oct10 |
100603 |
76.70 |
76.70 |
75.70 |
75.86 |
-0.47 |
70 |
1,645 |
-1 |
| Dec10 |
100603 |
76.65 |
77.12 |
76.24 |
76.40 |
-0.25 |
6,584 |
79,034 |
+1,210 |
| Mar11 |
100603 |
78.03 |
78.08 |
77.63 |
77.90 |
-0.08 |
1,298 |
11,162 |
+564 |
| May11 |
100603 |
78.69 |
78.69 |
78.69 |
78.69 |
+0.11 |
93 |
639 |
-2 |
| Jul11 |
100603 |
79.00 |
79.19 |
79.00 |
79.19 |
+0.44 |
300 |
4,097 |
+240 |
| Total Volume and Open Interest |
27,635 |
185,460 |
-4,441 |
| Lumber(CME) |
| Jul10 |
100603 |
223.3 |
233.0 |
223.3 |
232.0 |
+9.0 |
1,739 |
4,365 |
-159 |
| Sep10 |
100603 |
235.3 |
246.8 |
235.3 |
242.0 |
+5.2 |
1,294 |
3,626 |
+633 |
| Nov10 |
100603 |
235.0 |
239.2 |
235.0 |
238.0 |
+8.8 |
519 |
949 |
+255 |
| Jan11 |
100603 |
249.7 |
253.3 |
249.7 |
253.3 |
+9.3 |
4 |
40 |
+1 |
| Total Volume and Open Interest |
3,556 |
8,988 |
+730 |
| Crude Oil(NYM) |
| Jul10 |
100603 |
73.70 |
74.95 |
72.32 |
74.61 |
+1.75 |
438,588 |
370,460 |
-4,388 |
| Aug10 |
100603 |
75.35 |
76.29 |
74.10 |
76.05 |
+1.55 |
110,776 |
133,953 |
+4,141 |
| Sep10 |
100603 |
76.46 |
77.29 |
75.42 |
77.11 |
+1.35 |
44,421 |
104,859 |
+1,298 |
| Oct10 |
100603 |
77.57 |
78.18 |
76.45 |
77.99 |
+1.32 |
18,133 |
46,665 |
+1,431 |
| Nov10 |
100603 |
78.05 |
78.91 |
77.40 |
78.80 |
+1.35 |
10,029 |
37,654 |
-401 |
| Dec10 |
100603 |
78.84 |
79.70 |
77.92 |
79.54 |
+1.38 |
43,617 |
200,757 |
-613 |
| Jan11 |
100603 |
80.00 |
80.09 |
78.88 |
80.09 |
+1.41 |
3,648 |
36,847 |
-118 |
| Feb11 |
100603 |
79.81 |
80.60 |
79.70 |
80.60 |
+1.43 |
1,730 |
17,631 |
-137 |
| Mar11 |
100603 |
80.60 |
81.11 |
80.25 |
81.08 |
+1.45 |
1,815 |
18,749 |
+650 |
| Apr11 |
100603 |
80.59 |
81.52 |
80.47 |
81.52 |
+1.47 |
822 |
11,376 |
+199 |
| May11 |
100603 |
80.86 |
81.92 |
80.68 |
81.92 |
+1.47 |
892 |
7,261 |
-103 |
| Jun11 |
100603 |
80.85 |
82.31 |
80.85 |
82.29 |
+1.48 |
7,947 |
40,119 |
-25 |
| Jul11 |
100603 |
81.71 |
82.70 |
81.55 |
82.62 |
+1.49 |
3,069 |
8,267 |
+1,395 |
| Aug11 |
100603 |
82.85 |
82.85 |
82.84 |
82.85 |
+1.46 |
503 |
6,532 |
+117 |
| Sep11 |
100603 |
83.03 |
83.03 |
83.02 |
83.03 |
+1.42 |
341 |
7,600 |
-40 |
| Oct11 |
100603 |
83.20 |
83.20 |
83.20 |
83.20 |
+1.38 |
192 |
4,512 |
+43 |
| Total Volume and Open Interest |
704,009 |
1,367,020 |
+5,077 |
| e-miNY Crude Oil(NYM) |
| Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
| Jul10 |
100603 |
73.775 |
74.900 |
72.325 |
74.600 |
+1.750 |
22,669 |
4,447 |
+209 |
| Aug10 |
100603 |
75.350 |
76.225 |
74.200 |
76.050 |
+1.550 |
753 |
857 |
+112 |
| Sep10 |
100603 |
76.700 |
77.250 |
75.675 |
77.100 |
+1.350 |
79 |
213 |
+3 |
| Oct10 |
100603 |
76.675 |
78.000 |
76.650 |
78.000 |
+1.325 |
3 |
21 |
+1 |
| Nov10 |
100603 |
78.800 |
78.800 |
78.800 |
78.800 |
+1.350 |
2 |
14 |
+0 |
| Dec10 |
100603 |
78.425 |
79.550 |
78.275 |
79.550 |
+1.400 |
11 |
92 |
+5 |
| Jan11 |
100603 |
80.100 |
80.100 |
80.075 |
80.100 |
+1.425 |
0 |
2 |
+0 |
| Feb11 |
100603 |
80.600 |
80.600 |
80.600 |
80.600 |
+1.425 |
|
|
|
| Mar11 |
100603 |
81.075 |
81.075 |
81.075 |
81.075 |
+1.450 |
|
|
|
| Total Volume and Open Interest |
23,519 |
5,701 |
+330 |
| Heating Oil(NYM) |
| Jul10 |
100603 |
201.92 |
204.28 |
200.00 |
203.91 |
+3.32 |
50,604 |
73,959 |
-2,283 |
| Aug10 |
100603 |
203.89 |
206.09 |
201.95 |
205.80 |
+3.28 |
16,659 |
45,687 |
+2,383 |
| Sep10 |
100603 |
206.89 |
208.47 |
204.48 |
208.21 |
+3.20 |
8,041 |
31,161 |
+577 |
| Oct10 |
100603 |
208.81 |
210.90 |
206.90 |
210.69 |
+3.15 |
2,261 |
19,396 |
+312 |
| Nov10 |
100603 |
211.38 |
213.49 |
210.01 |
213.38 |
+3.16 |
867 |
12,688 |
-24 |
| Dec10 |
100603 |
214.89 |
216.26 |
212.40 |
216.04 |
+3.13 |
5,499 |
39,863 |
+76 |
| Jan11 |
100603 |
217.50 |
218.77 |
215.70 |
218.77 |
+3.06 |
1,216 |
16,846 |
-345 |
| Feb11 |
100603 |
219.59 |
220.66 |
217.03 |
220.66 |
+3.07 |
855 |
7,447 |
-277 |
| Mar11 |
100603 |
219.59 |
221.64 |
219.53 |
221.64 |
+3.08 |
627 |
6,609 |
+175 |
| Apr11 |
100603 |
219.47 |
221.72 |
219.47 |
221.72 |
+3.11 |
313 |
3,764 |
-91 |
| May11 |
100603 |
219.72 |
221.97 |
219.72 |
221.97 |
+3.16 |
268 |
3,138 |
+76 |
| Jun11 |
100603 |
220.76 |
222.39 |
220.08 |
222.34 |
+3.18 |
665 |
17,168 |
+106 |
| Total Volume and Open Interest |
88,100 |
294,519 |
+651 |
| Gasoline(NYMEX) |
| Jul10 |
100603 |
204.40 |
208.53 |
202.54 |
208.12 |
+5.51 |
55,422 |
90,012 |
-1,261 |
| Aug10 |
100603 |
204.90 |
208.05 |
202.79 |
207.69 |
+4.90 |
20,467 |
43,925 |
+1,855 |
| Sep10 |
100603 |
205.34 |
207.66 |
203.23 |
207.44 |
+4.59 |
13,421 |
37,433 |
+1,066 |
| Oct10 |
100603 |
193.74 |
197.76 |
193.65 |
197.60 |
+4.44 |
5,750 |
19,746 |
+535 |
| Nov10 |
100603 |
194.97 |
197.13 |
193.28 |
197.13 |
+4.25 |
3,852 |
18,200 |
-140 |
| Dec10 |
100603 |
195.76 |
197.86 |
193.85 |
197.79 |
+4.05 |
6,748 |
13,546 |
+246 |
| Jan11 |
100603 |
196.50 |
199.51 |
196.00 |
199.51 |
+4.01 |
325 |
5,058 |
+216 |
| Feb11 |
100603 |
201.67 |
201.67 |
201.67 |
201.67 |
+3.99 |
61 |
2,003 |
+7 |
| Mar11 |
100603 |
201.21 |
203.84 |
201.21 |
203.84 |
+3.97 |
80 |
1,836 |
-1 |
| Apr11 |
100603 |
216.44 |
216.44 |
216.44 |
216.44 |
+3.97 |
36 |
3,233 |
+1 |
| Total Volume and Open Interest |
106,544 |
246,669 |
+2,793 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100603 |
208.10 |
208.12 |
208.10 |
208.10 |
+5.50 |
0 |
3 |
+0 |
| Aug10 |
100603 |
207.70 |
207.70 |
207.69 |
207.70 |
+4.90 |
0 |
2 |
+0 |
| Sep10 |
100603 |
207.40 |
207.44 |
207.40 |
207.40 |
+4.50 |
|
|
|
| Oct10 |
100603 |
197.60 |
197.60 |
197.60 |
197.60 |
+4.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
12 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100603 |
4.437 |
4.703 |
4.379 |
4.690 |
+0.266 |
98,911 |
220,222 |
-311 |
| Aug10 |
100603 |
4.499 |
4.750 |
4.440 |
4.735 |
+0.251 |
18,063 |
72,476 |
+3,274 |
| Sep10 |
100603 |
4.555 |
4.780 |
4.491 |
4.765 |
+0.234 |
18,870 |
80,608 |
+1,357 |
| Oct10 |
100603 |
4.659 |
4.850 |
4.592 |
4.841 |
+0.210 |
18,686 |
83,190 |
+873 |
| Nov10 |
100603 |
4.969 |
5.148 |
4.926 |
5.138 |
+0.170 |
4,152 |
23,732 |
+118 |
| Dec10 |
100603 |
5.310 |
5.458 |
5.270 |
5.447 |
+0.135 |
9,235 |
36,680 |
+2,495 |
| Jan11 |
100603 |
5.503 |
5.647 |
5.460 |
5.639 |
+0.133 |
8,037 |
53,635 |
-473 |
| Feb11 |
100603 |
5.483 |
5.605 |
5.428 |
5.604 |
+0.133 |
640 |
17,353 |
-36 |
| Mar11 |
100603 |
5.363 |
5.490 |
5.322 |
5.489 |
+0.123 |
4,343 |
44,527 |
-1,168 |
| Apr11 |
100603 |
5.147 |
5.281 |
5.134 |
5.281 |
+0.113 |
3,102 |
37,723 |
-560 |
| May11 |
100603 |
5.185 |
5.296 |
5.185 |
5.296 |
+0.112 |
1,005 |
22,325 |
-483 |
| Jun11 |
100603 |
5.235 |
5.350 |
5.225 |
5.346 |
+0.111 |
932 |
8,021 |
+279 |
| Jul11 |
100603 |
5.356 |
5.403 |
5.330 |
5.403 |
+0.110 |
586 |
4,948 |
+24 |
| Aug11 |
100603 |
5.355 |
5.449 |
5.337 |
5.449 |
+0.108 |
460 |
5,351 |
+82 |
| Sep11 |
100603 |
5.371 |
5.475 |
5.365 |
5.475 |
+0.107 |
243 |
5,189 |
-48 |
| Oct11 |
100603 |
5.449 |
5.566 |
5.449 |
5.566 |
+0.106 |
1,206 |
18,663 |
+120 |
| Total Volume and Open Interest |
192,933 |
842,011 |
+8,204 |
| Brent Crude Oil(ICE) |
| Jul10 |
100603 |
74.50 |
75.58 |
73.79 |
75.41 |
+1.66 |
198,355 |
187,044 |
-14,738 |
| Aug10 |
100603 |
75.35 |
76.35 |
74.59 |
76.19 |
+1.60 |
87,728 |
141,869 |
+5,521 |
| Sep10 |
100603 |
76.14 |
77.00 |
75.43 |
76.85 |
+1.52 |
34,726 |
71,200 |
-2,524 |
| Oct10 |
100603 |
77.08 |
77.58 |
76.18 |
77.52 |
+1.45 |
15,896 |
43,331 |
+2,616 |
| Nov10 |
100603 |
77.79 |
78.30 |
76.84 |
78.19 |
+1.41 |
9,804 |
22,182 |
+954 |
| Dec10 |
100603 |
78.50 |
78.98 |
77.44 |
78.86 |
+1.38 |
24,999 |
101,427 |
-390 |
| Jan11 |
100603 |
79.16 |
79.54 |
78.10 |
79.51 |
+1.36 |
2,862 |
24,015 |
+550 |
| Feb11 |
100603 |
78.81 |
80.12 |
78.81 |
80.12 |
+1.36 |
1,944 |
12,170 |
+314 |
| Mar11 |
100603 |
79.58 |
80.68 |
79.58 |
80.68 |
+1.38 |
2,290 |
8,661 |
+79 |
| Apr11 |
100603 |
81.01 |
81.19 |
81.01 |
81.19 |
+1.38 |
1,563 |
5,583 |
-98 |
| May11 |
100603 |
81.60 |
81.66 |
81.60 |
81.66 |
+1.39 |
1,073 |
13,891 |
-237 |
| Jun11 |
100603 |
81.58 |
82.16 |
80.91 |
82.08 |
+1.38 |
3,512 |
19,724 |
+380 |
| Jul11 |
100603 |
82.45 |
82.45 |
82.45 |
82.45 |
+1.38 |
639 |
3,638 |
+74 |
| Aug11 |
100603 |
82.77 |
82.77 |
82.77 |
82.77 |
+1.38 |
394 |
3,384 |
+20 |
| Total Volume and Open Interest |
392,523 |
761,318 |
-7,409 |
| Gas Oil(ICE) |
| Jun10 |
100603 |
642.25 |
646.50 |
634.25 |
638.50 |
+1.50 |
44,226 |
71,916 |
-4,442 |
| Jul10 |
100603 |
645.00 |
649.25 |
636.75 |
641.00 |
+1.25 |
74,758 |
86,327 |
-399 |
| Aug10 |
100603 |
650.75 |
653.75 |
641.25 |
645.75 |
+1.50 |
21,958 |
47,146 |
+2,887 |
| Sep10 |
100603 |
657.00 |
659.00 |
646.50 |
651.00 |
+1.50 |
11,003 |
44,998 |
+545 |
| Oct10 |
100603 |
660.50 |
664.25 |
653.50 |
656.50 |
+1.50 |
3,297 |
35,131 |
-14 |
| Nov10 |
100603 |
665.25 |
669.25 |
658.25 |
661.25 |
+1.50 |
1,297 |
25,249 |
+156 |
| Dec10 |
100603 |
670.00 |
673.75 |
661.25 |
666.00 |
+1.50 |
11,909 |
91,874 |
-266 |
| Jan11 |
100603 |
675.25 |
675.25 |
667.25 |
671.50 |
+1.50 |
1,760 |
28,635 |
-63 |
| Feb11 |
100603 |
676.50 |
676.50 |
675.75 |
676.25 |
+1.25 |
1,599 |
14,175 |
+229 |
| Mar11 |
100603 |
678.25 |
685.75 |
678.25 |
680.75 |
+1.25 |
1,792 |
11,268 |
+522 |
| Total Volume and Open Interest |
180,160 |
560,277 |
+586 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100603 |
1.585 |
1.596 |
1.580 |
1.595 |
+0.008 |
385 |
1,143 |
-180 |
| Aug10 |
100603 |
1.591 |
1.604 |
1.585 |
1.603 |
+0.009 |
41 |
1,138 |
+36 |
| Sep10 |
100603 |
1.590 |
1.594 |
1.580 |
1.591 |
+0.006 |
40 |
982 |
+25 |
| Oct10 |
100603 |
1.580 |
1.590 |
1.580 |
1.590 |
+0.008 |
178 |
982 |
+16 |
| Nov10 |
100603 |
1.584 |
1.592 |
1.584 |
1.588 |
+0.004 |
28 |
780 |
+7 |
| Dec10 |
100603 |
1.590 |
1.595 |
1.590 |
1.592 |
+0.001 |
22 |
1,599 |
+17 |
| Jan11 |
100603 |
1.590 |
1.595 |
1.590 |
1.593 |
+0.004 |
207 |
1,007 |
-113 |
| Total Volume and Open Interest |
1,160 |
10,385 |
-146 |
| US Dollar Index(ICE) |
| Jun10 |
100603 |
86.770 |
87.350 |
86.385 |
87.215 |
+0.337 |
27,903 |
33,502 |
-370 |
| Sep10 |
100603 |
87.005 |
87.700 |
86.755 |
87.585 |
+0.327 |
307 |
2,757 |
+38 |
| Dec10 |
100603 |
87.845 |
87.845 |
87.845 |
87.845 |
+0.327 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
28,210 |
36,277 |
-332 |
| Australian Dollar(CME) |
| Jun10 |
100603 |
84.10 |
85.15 |
83.55 |
84.21 |
+0.67 |
159,465 |
104,151 |
+89 |
| Sep10 |
100603 |
83.20 |
84.20 |
82.68 |
83.33 |
+0.65 |
3,595 |
6,247 |
+361 |
| Dec10 |
100603 |
83.00 |
83.00 |
81.86 |
82.49 |
+0.63 |
0 |
365 |
+0 |
| Total Volume and Open Interest |
163,060 |
110,772 |
+450 |
| British Pound(CME) |
| Jun10 |
100603 |
146.58 |
147.44 |
145.87 |
146.37 |
-0.06 |
175,719 |
138,199 |
-1,520 |
| Sep10 |
100603 |
146.61 |
147.45 |
145.90 |
146.39 |
-0.07 |
3,101 |
10,974 |
+309 |
| Dec10 |
100603 |
146.42 |
146.50 |
146.42 |
146.42 |
-0.08 |
12 |
43 |
+11 |
| Total Volume and Open Interest |
178,832 |
149,216 |
-1,200 |
| Canadian Dollar(CME) |
| Jun10 |
100603 |
96.24 |
96.76 |
95.56 |
96.00 |
-0.15 |
123,809 |
105,183 |
+1,150 |
| Sep10 |
100603 |
96.20 |
96.69 |
95.51 |
95.94 |
-0.16 |
4,592 |
9,962 |
+405 |
| Dec10 |
100603 |
95.78 |
96.02 |
95.48 |
95.84 |
-0.18 |
174 |
1,907 |
-54 |
| Mar11 |
100603 |
95.54 |
95.90 |
95.42 |
95.70 |
-0.20 |
0 |
310 |
+0 |
| Total Volume and Open Interest |
128,580 |
117,450 |
+1,506 |
| Japanese Yen(CME) |
| Jun10 |
100603 |
108.49 |
108.67 |
107.75 |
107.90 |
-0.59 |
171,285 |
127,331 |
+884 |
| Sep10 |
100603 |
108.62 |
108.81 |
107.94 |
108.05 |
-0.61 |
1,800 |
5,904 |
+142 |
| Dec10 |
100603 |
108.27 |
108.90 |
108.27 |
108.27 |
-0.63 |
0 |
127 |
+0 |
| Total Volume and Open Interest |
173,085 |
133,365 |
+1,026 |
| Swiss Franc(CME) |
| Jun10 |
100603 |
86.61 |
86.99 |
86.41 |
86.59 |
+0.04 |
74,871 |
46,450 |
+828 |
| Sep10 |
100603 |
86.82 |
87.20 |
86.64 |
86.81 |
+0.02 |
1,810 |
3,496 |
+392 |
| Dec10 |
100603 |
87.05 |
87.05 |
87.05 |
87.05 |
unch |
0 |
13 |
+0 |
| Total Volume and Open Interest |
76,681 |
49,959 |
+1,220 |
| EuroFX(CME) |
| Jun10 |
100603 |
122.50 |
123.28 |
121.52 |
121.78 |
-0.62 |
530,192 |
255,420 |
-8,161 |
| Sep10 |
100603 |
122.64 |
123.39 |
121.65 |
121.89 |
-0.64 |
11,850 |
19,335 |
+2,760 |
| Dec10 |
100603 |
122.45 |
122.64 |
121.69 |
121.99 |
-0.65 |
70 |
462 |
+31 |
| Total Volume and Open Interest |
542,112 |
275,266 |
-5,370 |
| Mexican Peso(CME) |
| Jun10 |
100603 |
781.5 |
785.5 |
776.2 |
782.2 |
+2.2 |
24,285 |
78,059 |
-1,130 |
| Jul10 |
100603 |
780.8 |
780.8 |
778.5 |
780.8 |
+2.2 |
|
|
|
| Total Volume and Open Interest |
24,492 |
79,114 |
-1,147 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100603 |
122~090 |
122~160 |
122~090 |
122~160 |
-0~130 |
|
|
|
| Sep10 |
100603 |
122~090 |
122~170 |
121~060 |
121~270 |
-0~150 |
301,529 |
634,184 |
+6,214 |
| Dec10 |
100603 |
120~040 |
120~310 |
120~040 |
120~160 |
-0~150 |
1 |
87 |
-1 |
| Total Volume and Open Interest |
351,209 |
712,278 |
-18,337 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100603 |
120~120 |
120~145 |
119~220 |
120~060 |
-0~060 |
220,220 |
244,765 |
-47,115 |
| Sep10 |
100603 |
119~155 |
119~300 |
118~260 |
119~105 |
-0~070 |
1,235,017 |
1,654,966 |
+5,259 |
| Dec10 |
100603 |
118~100 |
118~100 |
118~030 |
118~030 |
-0~070 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
1,455,238 |
1,899,808 |
-41,855 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100603 |
117~025 |
117~041 |
116~111 |
117~018 |
+58~067 |
|
|
|
| Sep10 |
100603 |
116~059 |
116~070 |
116~007 |
116~045 |
-0~016 |
520,400 |
809,646 |
+1,411 |
| Dec10 |
100603 |
115~036 |
115~052 |
115~036 |
115~036 |
-0~016 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
604,030 |
926,263 |
-33,550 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100603 |
54~078 |
54~078 |
54~078 |
54~078 |
-0~002 |
|
|
|
| Sep10 |
100603 |
108~123 |
108~126 |
108~110 |
108~118 |
-0~005 |
281,377 |
821,557 |
+1,658 |
| Dec10 |
100603 |
108~080 |
108~086 |
108~080 |
108~080 |
-0~006 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
318,950 |
928,154 |
-15,005 |
| Eurodollars(CME) |
| Jun10 |
100603 |
99.433 |
99.450 |
99.433 |
99.442 |
+0.010 |
177,890 |
1,087,414 |
-11,609 |
| Sep10 |
100603 |
99.205 |
99.255 |
99.200 |
99.245 |
+0.045 |
293,083 |
1,021,403 |
-9,420 |
| Dec10 |
100603 |
99.035 |
99.080 |
99.025 |
99.065 |
+0.030 |
234,661 |
1,032,100 |
-12,630 |
| Mar11 |
100603 |
98.880 |
98.915 |
98.845 |
98.890 |
+0.015 |
217,197 |
748,807 |
-9,699 |
| Jun11 |
100603 |
98.675 |
98.700 |
98.625 |
98.660 |
-0.005 |
211,424 |
816,982 |
+2,072 |
| Sep11 |
100603 |
98.450 |
98.470 |
98.395 |
98.420 |
-0.025 |
171,930 |
730,416 |
-582 |
| Dec11 |
100603 |
98.200 |
98.220 |
98.135 |
98.160 |
-0.040 |
125,412 |
534,989 |
+1,047 |
| Mar12 |
100603 |
97.980 |
97.995 |
97.905 |
97.930 |
-0.045 |
104,866 |
396,319 |
+324 |
| Jun12 |
100603 |
97.735 |
97.745 |
97.650 |
97.685 |
-0.045 |
75,978 |
245,561 |
+7,088 |
| Sep12 |
100603 |
97.490 |
97.500 |
97.405 |
97.440 |
-0.045 |
41,704 |
181,608 |
-567 |
| Dec12 |
100603 |
97.245 |
97.245 |
97.145 |
97.190 |
-0.040 |
32,297 |
141,601 |
-905 |
| Mar13 |
100603 |
97.015 |
97.030 |
96.940 |
96.980 |
-0.040 |
27,248 |
134,035 |
-338 |
| Jun13 |
100603 |
96.810 |
96.815 |
96.720 |
96.760 |
-0.045 |
13,024 |
82,240 |
+537 |
| Sep13 |
100603 |
96.610 |
96.610 |
96.515 |
96.560 |
-0.045 |
8,227 |
72,171 |
-486 |
| Dec13 |
100603 |
96.405 |
96.405 |
96.310 |
96.355 |
-0.050 |
5,832 |
38,445 |
+28 |
| Mar14 |
100603 |
96.245 |
96.245 |
96.150 |
96.195 |
-0.050 |
5,899 |
39,215 |
-102 |
| Jun14 |
100603 |
96.055 |
96.070 |
95.985 |
96.030 |
-0.055 |
4,184 |
32,311 |
+806 |
| Sep14 |
100603 |
95.910 |
95.925 |
95.840 |
95.885 |
-0.055 |
2,442 |
22,569 |
+54 |
| Total Volume and Open Interest |
1,764,483 |
7,511,710 |
-36,118 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100603 |
99.787 |
99.787 |
99.785 |
99.785 |
unch |
7,009 |
67,993 |
+567 |
| Jul10 |
100603 |
99.770 |
99.775 |
99.765 |
99.770 |
unch |
3,256 |
50,517 |
+1,187 |
| Aug10 |
100603 |
99.760 |
99.765 |
99.755 |
99.760 |
-0.005 |
6,443 |
76,430 |
+399 |
| Sep10 |
100603 |
99.750 |
99.750 |
99.745 |
99.750 |
unch |
5,349 |
48,865 |
+352 |
| Oct10 |
100603 |
99.735 |
99.735 |
99.725 |
99.730 |
-0.005 |
3,104 |
70,195 |
-484 |
| Nov10 |
100603 |
99.700 |
99.705 |
99.690 |
99.695 |
-0.010 |
3,091 |
80,550 |
+22 |
| Total Volume and Open Interest |
40,206 |
608,644 |
-56,854 |
| 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 |
100603 |
99.618 |
99.618 |
99.610 |
99.618 |
+0.007 |
0 |
2,372 |
-1 |
| Sep10 |
100603 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
0 |
1,031 |
+0 |
| Dec10 |
100603 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.015 |
0 |
342 |
+0 |
| Mar11 |
100603 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.015 |
0 |
167 |
+0 |
| Jun11 |
100603 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.015 |
|
|
|
| Sep11 |
100603 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.015 |
|
|
|
| Dec11 |
100603 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.095 |
|
|
|
| Mar12 |
100603 |
99.575 |
99.575 |
99.575 |
99.575 |
+0.095 |
|
|
|
| Jun12 |
100603 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.015 |
|
|
|
| Sep12 |
100603 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.015 |
|
|
|
| Total Volume and Open Interest |
0 |
3,912 |
-1 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100603 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
5,236 |
+0 |
| Sep10 |
100603 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
16 |
3,160 |
-1 |
| Dec10 |
100603 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1,461 |
+0 |
| Mar11 |
100603 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
1,893 |
+101 |
| Jun11 |
100603 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
102 |
+0 |
| Sep11 |
100603 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
53 |
+0 |
| Dec11 |
100603 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
102 |
+0 |
| Mar12 |
100603 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
16 |
13,378 |
+100 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100602 |
140.61 |
140.67 |
140.42 |
140.59 |
-0.03 |
1,109 |
21,395 |
+521 |
| Sep10 |
100603 |
140.08 |
140.17 |
139.96 |
139.96 |
-0.23 |
53 |
1,452 |
+1,186 |
| Dec10 |
100603 |
137.87 |
137.87 |
137.87 |
137.87 |
-0.23 |
|
|
|
| Total Volume and Open Interest |
2,398 |
20,892 |
-769 |
| 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 |
100603 |
120.49 |
120.72 |
120.29 |
120.68 |
+0.08 |
574,806 |
658,162 |
-81,335 |
| Sep10 |
100603 |
120.01 |
120.24 |
119.78 |
120.11 |
+0.03 |
99,929 |
126,913 |
+58,898 |
| Dec10 |
100603 |
120.01 |
120.01 |
120.01 |
120.01 |
+0.01 |
51 |
0 |
+0 |
| Total Volume and Open Interest |
674,786 |
785,075 |
-22,437 |
| 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 |
100603 |
119~26 |
120~00 |
119~18 |
119~27 |
-0~12 |
43,461 |
25,074 |
-12,703 |
| Sep10 |
100603 |
118~13 |
118~21 |
118~05 |
118~14 |
-0~13 |
115,860 |
277,287 |
-5,177 |
| Total Volume and Open Interest |
159,321 |
302,361 |
-17,880 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100603 |
99.24 |
99.25 |
99.23 |
99.24 |
unch |
26,018 |
345,379 |
+3,473 |
| Sep10 |
100603 |
99.04 |
99.05 |
99.02 |
99.05 |
unch |
78,944 |
378,098 |
-5,684 |
| Dec10 |
100603 |
98.87 |
98.90 |
98.85 |
98.88 |
-0.01 |
75,928 |
362,945 |
+3,227 |
| Mar11 |
100603 |
98.78 |
98.80 |
98.75 |
98.77 |
-0.02 |
61,468 |
243,804 |
+3,678 |
| Jun11 |
100603 |
98.61 |
98.65 |
98.58 |
98.61 |
-0.02 |
65,408 |
304,184 |
+3,937 |
| Sep11 |
100603 |
98.43 |
98.46 |
98.39 |
98.42 |
-0.02 |
45,017 |
259,568 |
+5,055 |
| Total Volume and Open Interest |
440,418 |
2,437,900 |
+18,237 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100603 |
99.265 |
99.275 |
99.260 |
99.270 |
+0.005 |
116,338 |
859,490 |
+11,256 |
| Sep10 |
100603 |
99.070 |
99.100 |
99.065 |
99.090 |
+0.010 |
175,032 |
612,916 |
-7,134 |
| Dec10 |
100603 |
98.955 |
98.990 |
98.940 |
98.975 |
+0.010 |
151,506 |
499,064 |
-17,492 |
| Total Volume and Open Interest |
958,662 |
3,920,003 |
-8,441 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100603 |
95.19 |
95.20 |
95.17 |
95.19 |
-0.01 |
16,478 |
228,076 |
-2,061 |
| Sep10 |
100603 |
95.24 |
95.27 |
95.18 |
95.19 |
-0.07 |
29,271 |
246,523 |
-3,682 |
| Dec10 |
100603 |
95.15 |
95.19 |
95.07 |
95.08 |
-0.09 |
19,506 |
131,944 |
+2,712 |
| Mar11 |
100603 |
95.05 |
95.09 |
94.95 |
94.97 |
-0.09 |
5,828 |
64,961 |
+2,529 |
| Jun11 |
100603 |
94.92 |
94.95 |
94.83 |
94.83 |
-0.10 |
3,114 |
45,170 |
+623 |
| Sep11 |
100603 |
94.82 |
94.86 |
94.72 |
94.72 |
-0.10 |
1,678 |
32,252 |
+626 |
| Dec11 |
100603 |
94.72 |
94.78 |
94.63 |
94.64 |
-0.09 |
1,472 |
24,542 |
+247 |
| Mar12 |
100603 |
94.72 |
94.72 |
94.58 |
94.58 |
-0.11 |
108 |
17,564 |
-24 |
| Jun12 |
100603 |
94.55 |
94.55 |
94.54 |
94.54 |
-0.13 |
0 |
4,648 |
+0 |
| Sep12 |
100603 |
94.61 |
94.61 |
94.53 |
94.53 |
-0.14 |
10 |
3,036 |
+10 |
| Total Volume and Open Interest |
77,465 |
800,541 |
+980 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100603 |
94.66 |
94.70 |
94.56 |
94.58 |
-0.10 |
51,102 |
429,732 |
+11,410 |
| Sep10 |
100603 |
94.63 |
94.63 |
94.54 |
94.54 |
-0.11 |
119 |
309 |
+117 |
| Total Volume and Open Interest |
51,221 |
430,041 |
+11,527 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100603 |
95.26 |
95.28 |
95.13 |
95.15 |
-0.12 |
158,159 |
936,314 |
+30,276 |
| Sep10 |
100603 |
95.15 |
95.17 |
95.03 |
95.03 |
-0.13 |
4 |
1,634 |
-2 |
| Total Volume and Open Interest |
158,163 |
937,948 |
+30,274 |
| Gold(CMX) |
| Jun10 |
100603 |
1223.7 |
1224.0 |
1201.0 |
1208.3 |
-12.3 |
4,547 |
4,562 |
-1,935 |
| Aug10 |
100603 |
1225.2 |
1226.5 |
1202.4 |
1210.0 |
-12.6 |
107,409 |
347,548 |
+7,752 |
| Oct10 |
100603 |
1227.6 |
1227.9 |
1204.8 |
1212.0 |
-12.7 |
799 |
21,064 |
+215 |
| Dec10 |
100603 |
1228.7 |
1229.1 |
1207.0 |
1214.0 |
-12.8 |
1,910 |
66,683 |
+273 |
| Feb11 |
100603 |
1231.0 |
1231.0 |
1210.0 |
1216.3 |
-12.9 |
216 |
19,334 |
+196 |
| Apr11 |
100603 |
1231.9 |
1233.7 |
1217.8 |
1218.7 |
-12.9 |
229 |
15,080 |
+167 |
| Jun11 |
100603 |
582.0 |
582.0 |
564.7 |
565.9 |
-13.0 |
264 |
12,819 |
-113 |
| Aug11 |
100603 |
1224.2 |
1224.2 |
1224.2 |
1224.2 |
-13.1 |
176 |
3,993 |
+14 |
| Oct11 |
100603 |
1227.4 |
1227.4 |
1227.4 |
1227.4 |
-13.1 |
61 |
6,982 |
+61 |
| Dec11 |
100603 |
1239.6 |
1239.6 |
1224.8 |
1230.8 |
-13.2 |
94 |
15,960 |
+56 |
| Feb12 |
100603 |
1235.2 |
1235.2 |
1235.2 |
1235.2 |
-13.1 |
0 |
3,960 |
+0 |
| Apr12 |
100603 |
1239.7 |
1239.7 |
1239.7 |
1239.7 |
-13.0 |
|
|
|
| Total Volume and Open Interest |
116,766 |
553,950 |
+6,425 |
| Silver(CMX) |
| Jul10 |
100603 |
1836.5 |
1847.5 |
1782.5 |
1793.1 |
-38.4 |
30,096 |
69,808 |
+774 |
| Sep10 |
100603 |
1845.0 |
1847.0 |
1787.0 |
1797.0 |
-38.5 |
4,150 |
16,422 |
+570 |
| Dec10 |
100603 |
1852.0 |
1852.0 |
1794.0 |
1802.0 |
-38.6 |
1,067 |
17,394 |
-143 |
| Mar11 |
100603 |
1852.5 |
1852.5 |
1801.0 |
1805.8 |
-38.8 |
88 |
7,306 |
+72 |
| May11 |
100603 |
1810.0 |
1810.0 |
1808.2 |
1808.2 |
-38.9 |
9 |
2,698 |
+0 |
| Jul11 |
100603 |
1810.7 |
1810.7 |
1810.7 |
1810.7 |
-38.9 |
13 |
1,675 |
-2 |
| Sep11 |
100603 |
1813.5 |
1813.5 |
1813.5 |
1813.5 |
-38.8 |
0 |
255 |
+0 |
| Total Volume and Open Interest |
35,717 |
122,368 |
+1,417 |
| Platinum(NYMEX) |
| Jul10 |
100603 |
1556.9 |
1568.1 |
1541.2 |
1542.9 |
-7.5 |
4,836 |
26,943 |
-211 |
| Oct10 |
100603 |
1569.5 |
1572.0 |
1548.8 |
1549.3 |
-7.4 |
422 |
3,001 |
+329 |
| Jan11 |
100603 |
1550.6 |
1550.6 |
1550.6 |
1550.6 |
-7.1 |
15 |
346 |
+10 |
| Apr11 |
100603 |
1550.6 |
1550.6 |
1550.6 |
1550.6 |
-7.1 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,273 |
30,293 |
+128 |
| Palladium(NYMEX) |
| Jun10 |
100603 |
459.00 |
459.00 |
449.60 |
449.60 |
-1.80 |
880 |
197 |
-384 |
| Sep10 |
100603 |
456.05 |
464.95 |
447.00 |
450.80 |
-2.50 |
2,864 |
20,652 |
+89 |
| Dec10 |
100603 |
451.70 |
451.70 |
451.70 |
451.70 |
-2.60 |
0 |
347 |
+0 |
| Total Volume and Open Interest |
3,747 |
21,271 |
-295 |
| Copper(CMX) |
| Jul10 |
100603 |
306.20 |
308.45 |
292.55 |
294.65 |
-9.40 |
27,853 |
69,221 |
+343 |
| Sep10 |
100603 |
308.95 |
310.30 |
294.65 |
296.60 |
-9.40 |
5,298 |
29,814 |
-538 |
| Dec10 |
100603 |
312.00 |
312.00 |
296.70 |
298.70 |
-9.40 |
1,591 |
11,473 |
-338 |
| Mar11 |
100603 |
310.10 |
310.10 |
299.95 |
299.95 |
-9.35 |
247 |
6,191 |
+168 |
| May11 |
100603 |
301.00 |
302.00 |
300.00 |
300.55 |
-9.25 |
0 |
1,113 |
+0 |
| Total Volume and Open Interest |
37,481 |
127,018 |
+911 |
| DJIA Index(CBOT) |
| Jun10 |
100603 |
10230 |
10310 |
10175 |
10258 |
+26 |
1,347 |
12,523 |
-76 |
| Sep10 |
100603 |
10225 |
10225 |
10200 |
10200 |
+26 |
12 |
237 |
+9 |
| Dec10 |
100603 |
10143 |
10143 |
10117 |
10143 |
+26 |
0 |
2 |
+0 |
| Mar11 |
100603 |
10090 |
10090 |
10064 |
10090 |
+26 |
|
|
|
| Total Volume and Open Interest |
1,359 |
12,762 |
-67 |
| S & P 500(CME) |
| Jun10 |
100603 |
1097.00 |
1105.00 |
1091.00 |
1103.60 |
+6.90 |
30,768 |
292,877 |
+2,720 |
| Sep10 |
100603 |
1096.50 |
1100.00 |
1086.40 |
1099.30 |
+6.90 |
2,447 |
33,873 |
+2,119 |
| Dec10 |
100603 |
1095.00 |
1095.00 |
1082.10 |
1095.00 |
+6.90 |
2 |
4,380 |
-27 |
| Mar11 |
100603 |
1091.60 |
1091.60 |
1078.70 |
1091.60 |
+6.90 |
0 |
476 |
+0 |
| Total Volume and Open Interest |
33,217 |
331,651 |
+4,812 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100603 |
1097.00 |
1105.25 |
1090.75 |
1103.50 |
+6.75 |
2,593,945 |
2,713,752 |
+71,484 |
| Sep10 |
100603 |
1093.75 |
1100.75 |
1086.75 |
1099.25 |
+6.75 |
18,177 |
103,263 |
+2,973 |
| Total Volume and Open Interest |
2,612,159 |
2,820,119 |
+74,474 |
| NASDAQ 100(CME) |
| Jun10 |
100603 |
1877.00 |
1900.00 |
1872.00 |
1897.80 |
+18.80 |
2,867 |
22,764 |
+922 |
| Sep10 |
100603 |
1896.00 |
1896.00 |
1871.00 |
1896.00 |
+18.70 |
175 |
1,279 |
+314 |
| Dec10 |
100603 |
1893.30 |
1893.30 |
1892.50 |
1893.30 |
+18.80 |
|
|
|
| Total Volume and Open Interest |
3,042 |
24,043 |
+1,236 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100603 |
1877.00 |
1899.30 |
1871.00 |
1897.80 |
+18.80 |
368,555 |
344,065 |
+8,933 |
| Sep10 |
100603 |
1875.80 |
1897.00 |
1870.30 |
1896.00 |
+18.70 |
2,833 |
3,315 |
+1,173 |
| Total Volume and Open Interest |
371,410 |
347,424 |
+10,096 |
| S & P Midcap 400(CME) |
| Jun10 |
100603 |
762.50 |
768.80 |
758.75 |
768.80 |
+8.80 |
150 |
3,642 |
-3 |
| Sep10 |
100603 |
766.80 |
766.90 |
766.80 |
766.80 |
+8.40 |
|
|
|
| Dec10 |
100603 |
764.80 |
764.90 |
764.80 |
764.80 |
+8.40 |
|
|
|
| Total Volume and Open Interest |
150 |
3,642 |
-3 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100603 |
9815 |
10000 |
9795 |
9920 |
+105 |
11,415 |
42,250 |
-568 |
| Sep10 |
100603 |
9880 |
10050 |
9880 |
9980 |
+105 |
226 |
253 |
+204 |
| Total Volume and Open Interest |
11,641 |
42,503 |
-364 |
| Nikkei 225(SGX) |
| Jun10 |
100603 |
9645 |
9950 |
9590 |
9925 |
+325 |
94,867 |
196,376 |
+6,254 |
| Sep10 |
100603 |
9635 |
9950 |
9630 |
9920 |
+325 |
2,052 |
8,875 |
+299 |
| Dec10 |
100603 |
9875 |
9875 |
9875 |
9875 |
+325 |
0 |
1,497 |
+0 |
| Total Volume and Open Interest |
98,819 |
211,435 |
+7,043 |
| CAC 40(EURONEXT) |
| Jun10 |
100603 |
3564.0 |
3588.0 |
3518.5 |
3545.5 |
+57.0 |
167,259 |
519,082 |
+34,415 |
| Jul10 |
100603 |
3563.5 |
3580.0 |
3527.5 |
3541.5 |
+57.5 |
76 |
743 |
+15 |
| Aug10 |
100603 |
3562.0 |
3566.0 |
3536.0 |
3542.0 |
+59.0 |
0 |
83 |
+0 |
| Total Volume and Open Interest |
167,336 |
521,591 |
+34,421 |
| Hang Seng Index(HKFE) |
| Jun10 |
100603 |
19799 |
19894 |
19715 |
19799 |
+315 |
87,611 |
79,342 |
+2,365 |
| Jul10 |
100603 |
19775 |
19794 |
19668 |
19744 |
+314 |
792 |
1,120 |
+240 |
| Total Volume and Open Interest |
88,570 |
82,584 |
+2,644 |
| 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 |
100603 |
5236.50 |
5262.50 |
5168.50 |
5203.00 |
+58.00 |
162,294 |
691,033 |
+9,033 |
| Sep10 |
100603 |
5193.50 |
5220.50 |
5139.00 |
5164.50 |
+59.50 |
243 |
2,302 |
+50 |
| Dec10 |
100603 |
5168.00 |
5188.00 |
5140.00 |
5140.00 |
+61.00 |
92 |
3,218 |
+54 |
| Total Volume and Open Interest |
162,634 |
697,095 |
+9,137 |
| SPI 200(SFE) |
| Jun10 |
100603 |
4387.0 |
4496.0 |
4379.0 |
4486.0 |
+99.0 |
47,658 |
232,672 |
-112 |
| Sep10 |
100603 |
4384.0 |
4477.0 |
4383.0 |
4474.0 |
+100.0 |
301 |
4,137 |
+217 |
| Dec10 |
100603 |
4460.0 |
4492.0 |
4460.0 |
4492.0 |
+100.0 |
21 |
2,745 |
+0 |
| Total Volume and Open Interest |
48,009 |
240,892 |
+134 |
| GSCI(CME) |
| Jun10 |
100603 |
485.00 |
491.00 |
481.50 |
491.00 |
+8.00 |
582 |
17,076 |
-22 |
| Jul10 |
100603 |
491.70 |
496.80 |
488.00 |
496.80 |
+7.05 |
14 |
83 |
+0 |
| Aug10 |
100603 |
500.00 |
500.00 |
492.50 |
500.00 |
+6.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
598 |
17,159 |
-22 |
| Reuters CCI(ICE) |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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