|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri June 04, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100604 |
955.00 |
958.25 |
931.50 |
935.00 |
-20.00 |
47,760 |
209,165 |
-1,543 |
Aug10 |
100604 |
938.00 |
941.00 |
916.00 |
918.50 |
-19.25 |
6,652 |
19,418 |
+1,402 |
Sep10 |
100604 |
925.50 |
926.50 |
903.50 |
905.75 |
-20.00 |
2,282 |
11,792 |
-490 |
Nov10 |
100604 |
919.25 |
921.00 |
895.25 |
900.00 |
-19.75 |
26,996 |
166,065 |
+2,760 |
Jan11 |
100604 |
930.00 |
931.00 |
906.50 |
910.50 |
-19.75 |
3,541 |
18,795 |
+1,714 |
Mar11 |
100604 |
934.00 |
934.00 |
914.00 |
918.00 |
-20.50 |
472 |
6,400 |
+104 |
May11 |
100604 |
935.50 |
943.75 |
917.25 |
920.50 |
-23.25 |
112 |
6,241 |
+37 |
Total Volume and Open Interest |
88,759 |
464,001 |
+4,197 |
Soybean Meal(CBOT) |
Jul10 |
100604 |
282.00 |
282.90 |
275.40 |
277.20 |
-6.80 |
21,130 |
74,788 |
-1,952 |
Aug10 |
100604 |
273.10 |
274.00 |
267.20 |
268.80 |
-6.40 |
3,997 |
18,264 |
-226 |
Sep10 |
100604 |
267.30 |
267.40 |
260.60 |
262.30 |
-6.30 |
1,222 |
11,997 |
+366 |
Oct10 |
100604 |
259.60 |
259.70 |
252.90 |
255.00 |
-6.00 |
232 |
8,029 |
-65 |
Dec10 |
100604 |
257.90 |
258.00 |
250.90 |
253.10 |
-6.20 |
6,204 |
40,022 |
+1,511 |
Jan11 |
100604 |
256.50 |
260.00 |
252.90 |
253.90 |
-6.10 |
119 |
4,550 |
+21 |
Mar11 |
100604 |
259.00 |
261.50 |
255.00 |
255.10 |
-6.40 |
87 |
4,243 |
-13 |
May11 |
100604 |
258.00 |
259.70 |
254.00 |
255.10 |
-7.10 |
62 |
1,975 |
-12 |
Total Volume and Open Interest |
33,483 |
167,698 |
-58 |
Soybean Oil(CBOT) |
Jul10 |
100604 |
37.58 |
37.75 |
36.70 |
36.78 |
-0.88 |
32,792 |
175,816 |
-440 |
Aug10 |
100604 |
37.86 |
37.95 |
36.97 |
36.99 |
-0.89 |
9,523 |
27,790 |
+382 |
Sep10 |
100604 |
38.03 |
38.15 |
37.20 |
37.22 |
-0.89 |
1,887 |
19,446 |
+322 |
Oct10 |
100604 |
38.22 |
38.36 |
37.30 |
37.42 |
-0.89 |
2,987 |
11,972 |
-393 |
Dec10 |
100604 |
38.65 |
38.81 |
37.80 |
37.88 |
-0.88 |
11,378 |
80,631 |
+1,952 |
Jan11 |
100604 |
38.95 |
38.95 |
38.18 |
38.18 |
-0.88 |
583 |
4,663 |
-16 |
Mar11 |
100604 |
39.13 |
39.68 |
38.50 |
38.50 |
-0.88 |
145 |
2,036 |
+109 |
May11 |
100604 |
39.21 |
39.21 |
38.80 |
38.80 |
-0.88 |
245 |
1,426 |
-56 |
Total Volume and Open Interest |
59,642 |
327,281 |
+1,887 |
Canola(WCE) |
Jul10 |
100604 |
378.8 |
378.8 |
374.7 |
375.9 |
-2.9 |
13,129 |
88,112 |
-61 |
Nov10 |
100604 |
380.1 |
382.8 |
379.8 |
381.1 |
-2.7 |
8,369 |
58,003 |
+5,584 |
Jan11 |
100604 |
384.5 |
388.2 |
384.4 |
386.1 |
-2.5 |
347 |
4,182 |
-18 |
Mar11 |
100604 |
388.5 |
391.8 |
388.5 |
391.3 |
-1.8 |
95 |
2,864 |
+30 |
May11 |
100604 |
393.2 |
395.9 |
393.2 |
395.2 |
-1.4 |
31 |
1,174 |
+20 |
Total Volume and Open Interest |
22,014 |
155,433 |
+5,563 |
Corn(CBOT) |
Jul10 |
100604 |
349.75 |
350.75 |
339.75 |
340.00 |
-9.50 |
127,867 |
458,688 |
-3,403 |
Sep10 |
100604 |
359.75 |
360.50 |
349.00 |
349.25 |
-10.25 |
38,141 |
204,829 |
+4,049 |
Dec10 |
100604 |
370.50 |
371.50 |
359.50 |
359.50 |
-10.75 |
43,622 |
382,093 |
+2,178 |
Mar11 |
100604 |
383.75 |
384.50 |
372.50 |
372.50 |
-11.00 |
3,634 |
57,344 |
-27 |
May11 |
100604 |
392.75 |
393.00 |
381.50 |
381.50 |
-11.25 |
956 |
9,319 |
+32 |
Jul11 |
100604 |
401.25 |
401.25 |
390.25 |
390.75 |
-10.50 |
6,338 |
35,320 |
+1,030 |
Total Volume and Open Interest |
225,888 |
1,220,439 |
+4,409 |
Wheat(CBOT) |
Jul10 |
100604 |
442.50 |
444.25 |
435.00 |
435.75 |
-6.00 |
61,748 |
217,083 |
-10,709 |
Sep10 |
100604 |
460.00 |
461.50 |
451.50 |
452.25 |
-7.00 |
24,737 |
117,913 |
+5,945 |
Dec10 |
100604 |
491.00 |
492.25 |
482.75 |
483.50 |
-7.25 |
17,198 |
78,103 |
+3,140 |
Mar11 |
100604 |
521.00 |
523.00 |
515.00 |
515.00 |
-6.25 |
2,449 |
27,692 |
-167 |
May11 |
100604 |
538.00 |
538.00 |
533.00 |
533.00 |
-6.25 |
606 |
8,946 |
+141 |
Total Volume and Open Interest |
122,380 |
502,932 |
+2,290 |
Wheat(KCBT) |
Jul10 |
100604 |
472.50 |
473.75 |
465.00 |
465.00 |
-6.50 |
15,623 |
55,870 |
-1,528 |
Sep10 |
100604 |
484.00 |
485.25 |
476.75 |
476.75 |
-6.75 |
6,527 |
27,205 |
+2,474 |
Dec10 |
100604 |
502.50 |
503.00 |
494.50 |
494.50 |
-6.75 |
4,770 |
41,755 |
+650 |
Mar11 |
100604 |
520.25 |
521.50 |
512.25 |
512.25 |
-6.75 |
1,565 |
14,907 |
-266 |
May11 |
100604 |
528.00 |
530.00 |
524.75 |
524.75 |
-6.50 |
398 |
6,902 |
+205 |
Total Volume and Open Interest |
34,929 |
168,350 |
+4,218 |
Wheat(MGE) |
Jul10 |
100604 |
498.75 |
499.00 |
491.00 |
492.75 |
-5.00 |
5,443 |
15,113 |
-1,111 |
Sep10 |
100604 |
510.25 |
512.00 |
503.50 |
505.00 |
-4.75 |
1,891 |
10,528 |
+416 |
Dec10 |
100604 |
529.75 |
529.75 |
521.00 |
521.50 |
-7.25 |
2,403 |
10,659 |
+439 |
Mar11 |
100604 |
543.00 |
544.00 |
539.00 |
539.50 |
-4.25 |
563 |
3,776 |
+270 |
May11 |
100604 |
554.00 |
554.50 |
551.25 |
551.25 |
-4.75 |
189 |
1,647 |
+107 |
Total Volume and Open Interest |
12,081 |
47,339 |
+265 |
Oats(CBOT) |
Jul10 |
100604 |
196.25 |
198.75 |
193.00 |
194.00 |
-2.00 |
1,434 |
9,954 |
-303 |
Sep10 |
100604 |
203.75 |
205.00 |
198.25 |
199.25 |
-4.50 |
1,085 |
4,118 |
+967 |
Dec10 |
100604 |
214.75 |
215.50 |
207.50 |
208.50 |
-6.00 |
291 |
4,579 |
-96 |
Mar11 |
100604 |
217.50 |
224.50 |
217.50 |
217.50 |
-7.00 |
0 |
565 |
+0 |
Total Volume and Open Interest |
2,810 |
19,216 |
+568 |
Rough Rice(CBOT) |
Jul10 |
100604 |
10.98 |
11.08 |
10.74 |
10.84 |
-0.12 |
1,014 |
7,318 |
+11 |
Sep10 |
100604 |
11.04 |
11.10 |
10.72 |
10.78 |
-0.22 |
549 |
4,861 |
+270 |
Nov10 |
100604 |
11.18 |
11.25 |
10.94 |
10.95 |
-0.20 |
134 |
2,151 |
-5 |
Jan11 |
100604 |
11.40 |
11.44 |
11.24 |
11.24 |
-0.20 |
9 |
448 |
-4 |
Total Volume and Open Interest |
1,786 |
15,762 |
+345 |
Live Cattle(CME) |
Jun10 |
100604 |
92.400 |
92.430 |
90.600 |
90.950 |
-1.150 |
13,532 |
35,188 |
-3,551 |
Aug10 |
100604 |
90.480 |
90.480 |
88.350 |
88.635 |
-1.500 |
19,847 |
146,421 |
+541 |
Oct10 |
100604 |
91.800 |
91.850 |
89.800 |
89.980 |
-1.470 |
7,767 |
84,881 |
+1,889 |
Dec10 |
100604 |
93.000 |
93.230 |
91.500 |
91.750 |
-1.200 |
2,560 |
42,337 |
-209 |
Feb11 |
100604 |
94.250 |
94.250 |
92.700 |
92.950 |
-1.230 |
428 |
18,958 |
-35 |
Apr11 |
100604 |
95.480 |
95.480 |
94.150 |
94.385 |
-1.065 |
651 |
9,656 |
+237 |
Total Volume and Open Interest |
44,902 |
341,186 |
-1,055 |
Feeder Cattle(CME) |
Aug10 |
100604 |
109.900 |
110.150 |
108.500 |
108.885 |
-0.795 |
2,432 |
21,895 |
-246 |
Sep10 |
100604 |
109.885 |
110.000 |
108.535 |
108.900 |
-0.700 |
333 |
5,113 |
+30 |
Oct10 |
100604 |
109.500 |
109.500 |
108.250 |
108.800 |
-0.650 |
487 |
3,583 |
+123 |
Nov10 |
100604 |
109.480 |
109.480 |
108.100 |
108.500 |
-0.900 |
225 |
1,325 |
+56 |
Jan11 |
100604 |
107.600 |
107.600 |
106.850 |
107.400 |
-0.635 |
13 |
467 |
-3 |
Mar11 |
100604 |
106.800 |
106.800 |
106.800 |
106.800 |
-0.250 |
1 |
62 |
+0 |
Apr11 |
100604 |
107.100 |
107.100 |
107.000 |
107.050 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
3,491 |
32,460 |
-40 |
Lean Hogs(CME) |
Jun10 |
100604 |
80.650 |
80.650 |
78.950 |
79.050 |
-1.400 |
8,264 |
16,664 |
-2,594 |
Jul10 |
100604 |
81.800 |
81.800 |
79.600 |
79.725 |
-1.910 |
17,103 |
62,443 |
-2,543 |
Aug10 |
100604 |
82.830 |
83.000 |
80.535 |
80.785 |
-2.145 |
7,900 |
45,154 |
+603 |
Oct10 |
100604 |
75.600 |
75.600 |
73.900 |
74.080 |
-1.570 |
3,342 |
40,281 |
+589 |
Dec10 |
100604 |
72.600 |
72.600 |
70.680 |
70.950 |
-1.630 |
1,838 |
25,054 |
+469 |
Feb11 |
100604 |
72.885 |
72.885 |
70.900 |
71.350 |
-1.535 |
830 |
7,741 |
+450 |
Apr11 |
100604 |
73.350 |
73.350 |
71.535 |
72.050 |
-1.300 |
56 |
3,707 |
+40 |
May11 |
100604 |
76.000 |
76.000 |
76.000 |
76.000 |
-0.200 |
0 |
146 |
+0 |
Total Volume and Open Interest |
39,375 |
202,169 |
-2,945 |
Pork Bellies(CME) |
Jul10 |
100604 |
99.800 |
100.300 |
97.100 |
98.950 |
-1.050 |
3 |
140 |
+0 |
Aug10 |
100604 |
97.500 |
98.500 |
97.500 |
98.500 |
-2.000 |
0 |
26 |
+0 |
Feb11 |
100604 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
Mar11 |
100604 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
May11 |
100604 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
3 |
171 |
+0 |
Class III Milk(CME) |
Jun10 |
100604 |
13.53 |
13.54 |
13.49 |
13.50 |
-0.02 |
83 |
4,338 |
+43 |
Jul10 |
100604 |
13.28 |
13.35 |
13.18 |
13.25 |
-0.03 |
281 |
4,738 |
+10 |
Aug10 |
100604 |
13.82 |
13.91 |
13.72 |
13.86 |
-0.01 |
263 |
3,978 |
+107 |
Sep10 |
100604 |
14.50 |
14.61 |
14.45 |
14.53 |
+0.01 |
82 |
3,656 |
+18 |
Oct10 |
100604 |
14.62 |
14.72 |
14.60 |
14.65 |
+0.01 |
46 |
3,381 |
+0 |
Total Volume and Open Interest |
863 |
31,884 |
+203 |
Cocoa(ICE) |
Jul10 |
100604 |
3048 |
3067 |
2894 |
2919 |
-129 |
11,454 |
40,308 |
-4,368 |
Sep10 |
100604 |
3070 |
3088 |
2915 |
2940 |
-131 |
7,060 |
36,914 |
+3,100 |
Dec10 |
100604 |
3088 |
3100 |
2938 |
2964 |
-130 |
856 |
17,073 |
+181 |
Mar11 |
100604 |
3121 |
3125 |
2969 |
2993 |
-125 |
100 |
16,225 |
-127 |
May11 |
100604 |
3087 |
3090 |
2984 |
3004 |
-128 |
26 |
6,557 |
+2 |
Jul11 |
100604 |
3120 |
3120 |
2998 |
3018 |
-122 |
9 |
3,194 |
+0 |
Sep11 |
100604 |
3120 |
3120 |
3012 |
3026 |
-117 |
31 |
1,237 |
+23 |
Total Volume and Open Interest |
19,581 |
126,203 |
-1,179 |
Coffee "C"(ICE) |
Jul10 |
100604 |
136.10 |
136.15 |
133.40 |
133.75 |
-1.85 |
15,163 |
58,691 |
-3,582 |
Sep10 |
100604 |
137.65 |
137.65 |
134.95 |
135.30 |
-1.75 |
6,232 |
38,855 |
+152 |
Dec10 |
100604 |
139.00 |
139.25 |
136.45 |
136.80 |
-1.95 |
4,509 |
22,202 |
+803 |
Mar11 |
100604 |
140.00 |
140.25 |
137.05 |
137.55 |
-2.15 |
2,412 |
8,577 |
+1,203 |
May11 |
100604 |
140.45 |
140.45 |
137.55 |
137.55 |
-2.35 |
145 |
4,546 |
+112 |
Jul11 |
100604 |
140.95 |
140.95 |
137.95 |
137.95 |
-2.30 |
3 |
2,499 |
+0 |
Total Volume and Open Interest |
28,465 |
136,232 |
-1,311 |
Orange Juice(ICE) |
Jul10 |
100604 |
138.85 |
138.95 |
135.90 |
136.20 |
-3.25 |
1,347 |
15,283 |
-1,280 |
Sep10 |
100604 |
140.50 |
140.50 |
137.50 |
137.85 |
-3.00 |
564 |
10,081 |
+677 |
Nov10 |
100604 |
142.00 |
142.00 |
139.00 |
139.25 |
-3.05 |
588 |
2,929 |
+502 |
Jan11 |
100604 |
141.00 |
141.00 |
138.85 |
138.85 |
-2.80 |
159 |
909 |
+88 |
Mar11 |
100604 |
139.00 |
139.00 |
139.00 |
139.00 |
-3.05 |
0 |
169 |
+0 |
May11 |
100604 |
139.15 |
139.15 |
139.15 |
139.15 |
-3.05 |
0 |
154 |
+0 |
Total Volume and Open Interest |
2,658 |
29,724 |
-13 |
Sugar #11(ICE) |
Jul10 |
100604 |
14.06 |
14.74 |
14.00 |
14.52 |
+0.53 |
58,038 |
250,471 |
-12,339 |
Oct10 |
100604 |
14.50 |
15.05 |
14.37 |
14.87 |
+0.42 |
39,612 |
198,316 |
+2,240 |
Mar11 |
100604 |
15.55 |
15.98 |
15.39 |
15.77 |
+0.23 |
15,127 |
95,497 |
+883 |
May11 |
100604 |
15.70 |
16.07 |
15.55 |
15.94 |
+0.25 |
6,128 |
25,314 |
+738 |
Jul11 |
100604 |
15.75 |
16.12 |
15.71 |
16.07 |
+0.27 |
11,901 |
38,344 |
+2,984 |
Total Volume and Open Interest |
136,020 |
679,268 |
-5,518 |
London Cocoa(LCE) |
Jul10 |
100601 |
2409 |
2446 |
2390 |
2444 |
+188 |
21,988 |
63,577 |
+3,834 |
Sep10 |
100604 |
2409 |
2421 |
2342 |
2347 |
-53 |
5,666 |
35,634 |
-181 |
Dec10 |
100604 |
2349 |
2360 |
2277 |
2286 |
-55 |
1,073 |
26,566 |
+51 |
Mar11 |
100604 |
2313 |
2322 |
2238 |
2238 |
-60 |
609 |
21,683 |
+101 |
May11 |
100604 |
2284 |
2284 |
2237 |
2237 |
-57 |
343 |
5,471 |
+318 |
Jul11 |
100604 |
2274 |
2274 |
2239 |
2239 |
-58 |
0 |
940 |
+0 |
Sep11 |
100604 |
2240 |
2240 |
2240 |
2240 |
-60 |
0 |
1,984 |
+0 |
Total Volume and Open Interest |
14,342 |
159,528 |
-1,723 |
London Sugar(LCE) |
Aug10 |
100604 |
460.00 |
469.00 |
455.00 |
468.20 |
+9.10 |
4,666 |
31,162 |
-301 |
Oct10 |
100604 |
419.90 |
430.00 |
415.20 |
428.80 |
+8.00 |
2,073 |
17,983 |
+353 |
Dec10 |
100604 |
411.50 |
423.90 |
408.80 |
422.80 |
+8.20 |
180 |
6,298 |
+112 |
Mar11 |
100604 |
424.60 |
435.20 |
422.00 |
435.20 |
+7.70 |
77 |
3,998 |
+56 |
May11 |
100604 |
431.30 |
440.20 |
428.50 |
440.20 |
+6.70 |
60 |
1,838 |
+7 |
Total Volume and Open Interest |
7,064 |
62,090 |
+235 |
Cotton(ICE) |
Jul10 |
100604 |
78.30 |
78.49 |
76.56 |
77.06 |
-1.15 |
16,851 |
80,836 |
-6,476 |
Oct10 |
100604 |
76.00 |
76.00 |
74.20 |
74.69 |
-1.17 |
329 |
1,614 |
-31 |
Dec10 |
100604 |
76.45 |
76.68 |
74.77 |
75.28 |
-1.12 |
9,458 |
80,194 |
+1,160 |
Mar11 |
100604 |
78.00 |
78.00 |
76.26 |
76.78 |
-1.12 |
892 |
11,374 |
+212 |
May11 |
100604 |
77.53 |
77.53 |
77.53 |
77.53 |
-1.16 |
13 |
639 |
+0 |
Jul11 |
100604 |
78.71 |
78.71 |
77.55 |
77.88 |
-1.31 |
156 |
4,228 |
+131 |
Total Volume and Open Interest |
27,700 |
180,457 |
-5,003 |
Lumber(CME) |
Jul10 |
100604 |
230.8 |
235.3 |
226.2 |
228.0 |
-4.0 |
1,211 |
4,283 |
-82 |
Sep10 |
100604 |
243.0 |
248.0 |
236.0 |
236.0 |
-6.0 |
1,275 |
4,219 |
+593 |
Nov10 |
100604 |
237.9 |
240.1 |
231.0 |
231.0 |
-7.0 |
22 |
920 |
-29 |
Jan11 |
100604 |
248.0 |
252.0 |
248.0 |
252.0 |
-1.3 |
2 |
40 |
+0 |
Total Volume and Open Interest |
2,510 |
9,470 |
+482 |
Crude Oil(NYM) |
Jul10 |
100604 |
74.61 |
75.42 |
70.73 |
71.51 |
-3.10 |
391,034 |
348,406 |
-22,054 |
Aug10 |
100604 |
75.82 |
76.80 |
72.09 |
72.80 |
-3.25 |
123,632 |
132,907 |
-1,046 |
Sep10 |
100604 |
76.69 |
77.84 |
73.16 |
73.77 |
-3.34 |
60,081 |
104,700 |
-159 |
Oct10 |
100604 |
77.71 |
78.54 |
74.07 |
74.64 |
-3.35 |
20,888 |
45,682 |
-983 |
Nov10 |
100604 |
78.62 |
79.20 |
74.90 |
75.43 |
-3.37 |
11,866 |
36,653 |
-1,001 |
Dec10 |
100604 |
79.33 |
80.18 |
75.66 |
76.17 |
-3.37 |
55,333 |
200,681 |
-76 |
Jan11 |
100604 |
80.36 |
80.36 |
76.45 |
76.71 |
-3.38 |
4,074 |
35,982 |
-865 |
Feb11 |
100604 |
79.00 |
79.10 |
77.10 |
77.23 |
-3.37 |
2,674 |
17,254 |
-377 |
Mar11 |
100604 |
81.10 |
81.24 |
77.55 |
77.72 |
-3.36 |
1,500 |
18,911 |
+162 |
Apr11 |
100604 |
80.11 |
80.11 |
77.86 |
78.18 |
-3.34 |
1,466 |
11,370 |
-6 |
May11 |
100604 |
78.53 |
78.60 |
78.53 |
78.60 |
-3.32 |
1,937 |
6,926 |
-335 |
Jun11 |
100604 |
82.25 |
82.25 |
78.77 |
78.99 |
-3.30 |
12,648 |
41,263 |
+1,144 |
Jul11 |
100604 |
79.25 |
79.34 |
79.25 |
79.34 |
-3.28 |
9,400 |
12,946 |
+4,679 |
Aug11 |
100604 |
79.60 |
79.60 |
79.60 |
79.60 |
-3.25 |
927 |
6,593 |
+61 |
Sep11 |
100604 |
79.80 |
79.80 |
79.80 |
79.80 |
-3.23 |
776 |
7,488 |
-112 |
Oct11 |
100604 |
79.99 |
79.99 |
79.99 |
79.99 |
-3.21 |
234 |
4,557 |
+45 |
Total Volume and Open Interest |
726,073 |
1,344,865 |
-22,155 |
e-miNY Crude Oil(NYM) |
Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
Jul10 |
100604 |
74.525 |
75.400 |
70.725 |
71.500 |
-3.100 |
16,978 |
4,080 |
-367 |
Aug10 |
100604 |
75.900 |
76.725 |
72.075 |
72.800 |
-3.250 |
663 |
925 |
+68 |
Sep10 |
100604 |
77.000 |
77.700 |
73.200 |
73.775 |
-3.325 |
64 |
223 |
+10 |
Oct10 |
100604 |
76.825 |
76.825 |
74.100 |
74.650 |
-3.350 |
0 |
21 |
+0 |
Nov10 |
100604 |
79.000 |
79.000 |
75.425 |
75.425 |
-3.375 |
1 |
12 |
-2 |
Dec10 |
100604 |
80.000 |
80.000 |
75.750 |
76.175 |
-3.375 |
6 |
89 |
-3 |
Jan11 |
100604 |
76.700 |
76.700 |
76.700 |
76.700 |
-3.400 |
0 |
2 |
+0 |
Feb11 |
100604 |
77.225 |
77.225 |
77.225 |
77.225 |
-3.375 |
|
|
|
Mar11 |
100604 |
77.725 |
77.725 |
77.725 |
77.725 |
-3.350 |
|
|
|
Total Volume and Open Interest |
17,713 |
5,408 |
-293 |
Heating Oil(NYM) |
Jul10 |
100604 |
203.91 |
205.79 |
194.41 |
195.77 |
-8.14 |
42,845 |
75,116 |
+1,157 |
Aug10 |
100604 |
204.85 |
207.56 |
196.35 |
197.65 |
-8.15 |
16,954 |
47,080 |
+1,393 |
Sep10 |
100604 |
208.20 |
208.21 |
199.07 |
200.10 |
-8.11 |
7,921 |
32,158 |
+997 |
Oct10 |
100604 |
209.80 |
210.99 |
201.62 |
202.70 |
-7.99 |
2,936 |
19,927 |
+531 |
Nov10 |
100604 |
212.60 |
212.68 |
204.34 |
205.36 |
-8.02 |
1,460 |
12,602 |
-86 |
Dec10 |
100604 |
215.10 |
216.39 |
206.83 |
208.05 |
-7.99 |
7,892 |
38,800 |
-1,063 |
Jan11 |
100604 |
215.00 |
215.00 |
209.89 |
210.76 |
-8.01 |
1,369 |
16,693 |
-153 |
Feb11 |
100604 |
216.75 |
217.11 |
211.71 |
212.66 |
-8.00 |
1,112 |
7,807 |
+360 |
Mar11 |
100604 |
219.00 |
219.00 |
212.90 |
213.65 |
-7.99 |
1,661 |
7,175 |
+566 |
Apr11 |
100604 |
218.00 |
218.00 |
213.13 |
213.73 |
-7.99 |
620 |
4,051 |
+287 |
May11 |
100604 |
215.85 |
215.85 |
213.98 |
213.98 |
-7.99 |
255 |
3,158 |
+20 |
Jun11 |
100604 |
222.74 |
222.74 |
213.26 |
214.35 |
-7.99 |
882 |
17,394 |
+226 |
Total Volume and Open Interest |
86,950 |
298,959 |
+4,440 |
Gasoline(NYMEX) |
Jul10 |
100604 |
208.09 |
209.77 |
198.26 |
199.53 |
-8.59 |
59,316 |
89,144 |
-868 |
Aug10 |
100604 |
207.25 |
209.17 |
198.00 |
199.15 |
-8.54 |
21,509 |
43,757 |
-168 |
Sep10 |
100604 |
207.01 |
208.00 |
198.16 |
198.90 |
-8.54 |
14,518 |
37,796 |
+363 |
Oct10 |
100604 |
197.05 |
198.70 |
188.89 |
189.15 |
-8.45 |
4,739 |
19,217 |
-529 |
Nov10 |
100604 |
197.47 |
197.47 |
188.46 |
188.78 |
-8.35 |
3,323 |
18,503 |
+303 |
Dec10 |
100604 |
197.53 |
198.75 |
189.27 |
189.55 |
-8.24 |
4,676 |
14,383 |
+837 |
Jan11 |
100604 |
196.19 |
196.30 |
191.32 |
191.32 |
-8.19 |
359 |
5,064 |
+6 |
Feb11 |
100604 |
193.48 |
193.48 |
193.48 |
193.48 |
-8.19 |
114 |
2,088 |
+85 |
Mar11 |
100604 |
200.97 |
200.97 |
195.65 |
195.65 |
-8.19 |
108 |
1,905 |
+69 |
Apr11 |
100604 |
208.25 |
208.25 |
208.25 |
208.25 |
-8.19 |
21 |
3,241 |
+8 |
Total Volume and Open Interest |
108,827 |
246,797 |
+128 |
e-miNY RBOB Gasoline(NYM) |
Jul10 |
100604 |
199.50 |
199.53 |
199.50 |
199.50 |
-8.60 |
1 |
3 |
+0 |
Aug10 |
100604 |
199.20 |
199.20 |
199.15 |
199.20 |
-8.50 |
1 |
2 |
+0 |
Sep10 |
100604 |
198.90 |
198.90 |
198.90 |
198.90 |
-8.50 |
|
|
|
Oct10 |
100604 |
189.20 |
189.20 |
189.15 |
189.20 |
-8.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2 |
12 |
+0 |
Natural Gas(NYM) |
Jul10 |
100604 |
4.699 |
4.977 |
4.609 |
4.797 |
+0.107 |
111,384 |
209,069 |
-11,153 |
Aug10 |
100604 |
4.737 |
5.017 |
4.659 |
4.842 |
+0.107 |
26,410 |
70,776 |
-1,700 |
Sep10 |
100604 |
4.765 |
5.027 |
4.695 |
4.863 |
+0.098 |
27,902 |
78,751 |
-1,857 |
Oct10 |
100604 |
4.840 |
5.089 |
4.773 |
4.940 |
+0.099 |
28,602 |
85,235 |
+2,045 |
Nov10 |
100604 |
5.134 |
5.330 |
5.075 |
5.202 |
+0.064 |
5,925 |
24,063 |
+331 |
Dec10 |
100604 |
5.430 |
5.582 |
5.394 |
5.490 |
+0.043 |
7,863 |
36,872 |
+192 |
Jan11 |
100604 |
5.586 |
5.750 |
5.582 |
5.664 |
+0.025 |
10,833 |
52,469 |
-1,166 |
Feb11 |
100604 |
5.541 |
5.704 |
5.541 |
5.618 |
+0.014 |
847 |
17,455 |
+102 |
Mar11 |
100604 |
5.463 |
5.570 |
5.425 |
5.491 |
+0.002 |
3,849 |
45,547 |
+1,020 |
Apr11 |
100604 |
5.281 |
5.330 |
5.212 |
5.264 |
-0.017 |
2,707 |
38,257 |
+534 |
May11 |
100604 |
5.288 |
5.341 |
5.274 |
5.282 |
-0.014 |
1,093 |
22,236 |
-89 |
Jun11 |
100604 |
5.309 |
5.384 |
5.309 |
5.329 |
-0.017 |
605 |
8,132 |
+111 |
Jul11 |
100604 |
5.406 |
5.449 |
5.333 |
5.384 |
-0.019 |
335 |
4,941 |
-7 |
Aug11 |
100604 |
5.435 |
5.483 |
5.401 |
5.430 |
-0.019 |
132 |
5,316 |
-35 |
Sep11 |
100604 |
5.482 |
5.527 |
5.431 |
5.457 |
-0.018 |
204 |
5,140 |
-49 |
Oct11 |
100604 |
5.580 |
5.580 |
5.500 |
5.544 |
-0.022 |
1,346 |
19,077 |
+414 |
Total Volume and Open Interest |
232,268 |
831,579 |
-10,432 |
Brent Crude Oil(ICE) |
Jul10 |
100604 |
75.25 |
76.55 |
71.48 |
72.09 |
-3.32 |
161,071 |
164,201 |
-22,843 |
Aug10 |
100604 |
76.02 |
77.28 |
72.24 |
72.84 |
-3.35 |
88,419 |
154,546 |
+12,677 |
Sep10 |
100604 |
76.66 |
77.88 |
73.00 |
73.52 |
-3.33 |
41,800 |
76,680 |
+5,480 |
Oct10 |
100604 |
77.17 |
78.39 |
73.71 |
74.21 |
-3.31 |
15,291 |
44,430 |
+1,099 |
Nov10 |
100604 |
78.01 |
79.00 |
74.41 |
74.90 |
-3.29 |
8,531 |
22,671 |
+489 |
Dec10 |
100604 |
78.51 |
79.72 |
75.07 |
75.58 |
-3.28 |
26,160 |
100,216 |
-1,211 |
Jan11 |
100604 |
79.54 |
79.80 |
75.90 |
76.23 |
-3.28 |
3,782 |
24,351 |
+336 |
Feb11 |
100604 |
80.15 |
80.69 |
76.83 |
76.83 |
-3.29 |
1,687 |
12,185 |
+15 |
Mar11 |
100604 |
80.40 |
81.23 |
77.39 |
77.39 |
-3.29 |
915 |
8,643 |
-18 |
Apr11 |
100604 |
77.91 |
77.91 |
77.91 |
77.91 |
-3.28 |
445 |
5,448 |
-135 |
May11 |
100604 |
78.30 |
78.39 |
78.30 |
78.39 |
-3.27 |
473 |
14,069 |
+178 |
Jun11 |
100604 |
81.76 |
82.56 |
78.74 |
78.82 |
-3.26 |
2,456 |
19,644 |
-80 |
Jul11 |
100604 |
79.21 |
79.21 |
79.21 |
79.21 |
-3.24 |
407 |
3,663 |
+25 |
Aug11 |
100604 |
79.53 |
79.53 |
79.53 |
79.53 |
-3.24 |
154 |
3,456 |
+72 |
Total Volume and Open Interest |
358,127 |
757,380 |
-3,938 |
Gas Oil(ICE) |
Jun10 |
100604 |
645.00 |
652.25 |
618.00 |
626.50 |
-12.00 |
38,265 |
67,446 |
-4,470 |
Jul10 |
100604 |
647.25 |
655.00 |
620.50 |
629.25 |
-11.75 |
60,803 |
89,303 |
+2,976 |
Aug10 |
100604 |
652.25 |
659.25 |
625.00 |
633.75 |
-12.00 |
20,366 |
48,870 |
+1,724 |
Sep10 |
100604 |
657.25 |
663.50 |
631.50 |
638.75 |
-12.25 |
8,400 |
44,629 |
-369 |
Oct10 |
100604 |
664.50 |
667.00 |
637.50 |
644.00 |
-12.50 |
5,258 |
34,920 |
-211 |
Nov10 |
100604 |
669.25 |
672.25 |
643.75 |
648.50 |
-12.75 |
3,608 |
24,588 |
-661 |
Dec10 |
100604 |
672.25 |
678.50 |
645.00 |
653.00 |
-13.00 |
16,205 |
92,759 |
+885 |
Jan11 |
100604 |
677.25 |
677.50 |
658.25 |
658.25 |
-13.25 |
1,299 |
29,145 |
+510 |
Feb11 |
100604 |
684.00 |
684.00 |
663.00 |
663.00 |
-13.25 |
1,012 |
13,928 |
-247 |
Mar11 |
100604 |
688.50 |
688.50 |
662.75 |
667.50 |
-13.25 |
860 |
11,503 |
+235 |
Total Volume and Open Interest |
160,923 |
561,884 |
+1,607 |
Ethanol(CBOT) |
Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
Jul10 |
100604 |
1.568 |
1.580 |
1.568 |
1.570 |
-0.025 |
105 |
1,105 |
-38 |
Aug10 |
100604 |
1.588 |
1.588 |
1.571 |
1.576 |
-0.027 |
158 |
1,139 |
+1 |
Sep10 |
100604 |
1.561 |
1.561 |
1.559 |
1.561 |
-0.030 |
22 |
1,000 |
+18 |
Oct10 |
100604 |
1.561 |
1.561 |
1.559 |
1.560 |
-0.030 |
20 |
1,002 |
+20 |
Nov10 |
100604 |
1.560 |
1.560 |
1.558 |
1.559 |
-0.029 |
60 |
775 |
-5 |
Dec10 |
100604 |
1.589 |
1.589 |
1.560 |
1.564 |
-0.028 |
132 |
1,611 |
+12 |
Jan11 |
100604 |
1.572 |
1.572 |
1.562 |
1.565 |
-0.028 |
30 |
1,036 |
+29 |
Total Volume and Open Interest |
683 |
10,491 |
+106 |
US Dollar Index(ICE) |
Jun10 |
100604 |
87.190 |
88.405 |
86.975 |
88.315 |
+1.100 |
16,985 |
34,365 |
+863 |
Sep10 |
100604 |
87.550 |
88.875 |
87.365 |
88.795 |
+1.210 |
534 |
3,064 |
+307 |
Dec10 |
100604 |
88.700 |
88.965 |
88.700 |
88.965 |
+1.120 |
0 |
18 |
+0 |
Total Volume and Open Interest |
17,519 |
37,447 |
+1,170 |
Australian Dollar(CME) |
Jun10 |
100604 |
84.17 |
84.69 |
82.03 |
82.05 |
-2.16 |
106,791 |
100,680 |
-3,471 |
Sep10 |
100604 |
83.30 |
83.80 |
81.11 |
81.18 |
-2.15 |
1,549 |
6,209 |
-38 |
Dec10 |
100604 |
80.37 |
82.49 |
80.37 |
80.37 |
-2.12 |
0 |
365 |
+0 |
Total Volume and Open Interest |
108,340 |
107,263 |
-3,509 |
British Pound(CME) |
Jun10 |
100604 |
146.16 |
146.82 |
144.50 |
144.59 |
-1.78 |
133,683 |
141,204 |
+3,005 |
Sep10 |
100604 |
146.24 |
146.81 |
144.53 |
144.61 |
-1.78 |
2,657 |
11,296 |
+322 |
Dec10 |
100604 |
144.64 |
146.42 |
144.64 |
144.64 |
-1.78 |
0 |
43 |
+0 |
Total Volume and Open Interest |
136,340 |
152,543 |
+3,327 |
Canadian Dollar(CME) |
Jun10 |
100604 |
96.08 |
96.57 |
94.06 |
94.35 |
-1.65 |
89,861 |
105,030 |
-153 |
Sep10 |
100604 |
96.00 |
96.51 |
94.02 |
94.30 |
-1.64 |
2,523 |
10,110 |
+148 |
Dec10 |
100604 |
96.10 |
96.10 |
94.00 |
94.22 |
-1.62 |
24 |
1,911 |
+4 |
Mar11 |
100604 |
94.08 |
95.70 |
94.08 |
94.08 |
-1.62 |
52 |
335 |
+25 |
Total Volume and Open Interest |
92,462 |
117,475 |
+25 |
Japanese Yen(CME) |
Jun10 |
100604 |
108.00 |
109.42 |
107.67 |
109.38 |
+1.48 |
131,956 |
126,556 |
-775 |
Sep10 |
100604 |
108.16 |
109.60 |
107.85 |
109.55 |
+1.50 |
1,482 |
5,982 |
+78 |
Dec10 |
100604 |
109.00 |
109.77 |
108.27 |
109.77 |
+1.50 |
1 |
127 |
+0 |
Total Volume and Open Interest |
133,441 |
132,667 |
-698 |
Swiss Franc(CME) |
Jun10 |
100604 |
86.47 |
87.67 |
85.89 |
86.10 |
-0.49 |
32,807 |
45,966 |
-484 |
Sep10 |
100604 |
86.71 |
87.82 |
86.12 |
86.32 |
-0.49 |
321 |
3,630 |
+134 |
Dec10 |
100604 |
86.56 |
87.05 |
86.56 |
86.56 |
-0.49 |
0 |
13 |
+0 |
Total Volume and Open Interest |
33,128 |
49,609 |
-350 |
EuroFX(CME) |
Jun10 |
100604 |
121.65 |
122.17 |
119.55 |
119.66 |
-2.12 |
333,002 |
245,843 |
-9,577 |
Sep10 |
100604 |
121.75 |
122.27 |
119.66 |
119.77 |
-2.12 |
8,687 |
21,437 |
+2,102 |
Dec10 |
100604 |
121.90 |
122.30 |
119.88 |
119.88 |
-2.11 |
105 |
533 |
+71 |
Total Volume and Open Interest |
341,794 |
267,862 |
-7,404 |
Mexican Peso(CME) |
Jun10 |
100604 |
783.8 |
784.8 |
767.8 |
769.0 |
-13.2 |
22,450 |
78,119 |
+60 |
Jul10 |
100604 |
767.5 |
780.8 |
767.5 |
767.5 |
-13.2 |
|
|
|
Total Volume and Open Interest |
22,685 |
79,348 |
+234 |
30-Year T-Bonds(CBOT) |
Jun10 |
100604 |
124~290 |
124~290 |
124~290 |
124~290 |
+2~130 |
|
|
|
Sep10 |
100604 |
122~000 |
124~140 |
121~290 |
124~120 |
+2~170 |
267,328 |
640,283 |
+6,099 |
Dec10 |
100604 |
120~310 |
123~000 |
120~160 |
123~000 |
+2~160 |
3 |
87 |
+0 |
Total Volume and Open Interest |
296,772 |
708,042 |
-4,236 |
10-Year T-Notes(CBOT) |
Jun10 |
100604 |
120~080 |
121~190 |
120~045 |
121~175 |
+1~115 |
127,566 |
208,663 |
-36,102 |
Sep10 |
100604 |
119~125 |
120~250 |
119~085 |
120~235 |
+1~130 |
1,046,442 |
1,649,738 |
-5,228 |
Dec10 |
100604 |
119~050 |
119~170 |
118~030 |
119~160 |
+1~130 |
0 |
56 |
+0 |
Total Volume and Open Interest |
1,174,008 |
1,858,478 |
-41,330 |
5-Year T-Notes(CBOT) |
Jun10 |
100604 |
58~126 |
58~126 |
58~126 |
58~126 |
-58~020 |
74,764 |
91,310 |
+91,310 |
Sep10 |
100604 |
116~047 |
117~034 |
116~043 |
117~030 |
+0~113 |
442,302 |
849,982 |
+40,336 |
Dec10 |
100604 |
116~021 |
116~021 |
115~036 |
116~021 |
+0~113 |
0 |
2 |
+0 |
Total Volume and Open Interest |
517,066 |
941,294 |
+15,031 |
2 Year T-Notes(CBOT) |
Jun10 |
100604 |
54~089 |
54~089 |
54~089 |
54~089 |
+0~011 |
|
|
|
Sep10 |
100604 |
108~119 |
109~018 |
108~116 |
109~016 |
+0~026 |
223,861 |
827,038 |
+5,481 |
Dec10 |
100604 |
108~110 |
108~110 |
108~080 |
108~110 |
+0~030 |
1 |
1 |
+0 |
Total Volume and Open Interest |
258,651 |
913,853 |
-14,301 |
Eurodollars(CME) |
Jun10 |
100604 |
99.445 |
99.450 |
99.423 |
99.425 |
-0.017 |
127,196 |
1,076,674 |
-10,740 |
Sep10 |
100604 |
99.255 |
99.270 |
99.185 |
99.200 |
-0.045 |
215,887 |
1,025,661 |
+4,258 |
Dec10 |
100604 |
99.075 |
99.110 |
99.025 |
99.050 |
-0.015 |
162,835 |
1,042,197 |
+10,097 |
Mar11 |
100604 |
98.895 |
98.980 |
98.865 |
98.940 |
+0.050 |
165,604 |
750,258 |
+1,451 |
Jun11 |
100604 |
98.670 |
98.780 |
98.650 |
98.760 |
+0.100 |
178,087 |
801,977 |
-15,005 |
Sep11 |
100604 |
98.440 |
98.560 |
98.415 |
98.550 |
+0.130 |
140,434 |
722,619 |
-7,797 |
Dec11 |
100604 |
98.180 |
98.315 |
98.155 |
98.305 |
+0.145 |
132,043 |
552,024 |
+17,035 |
Mar12 |
100604 |
97.945 |
98.100 |
97.930 |
98.090 |
+0.160 |
92,698 |
403,744 |
+7,425 |
Jun12 |
100604 |
97.710 |
97.865 |
97.685 |
97.855 |
+0.170 |
67,401 |
246,606 |
+1,045 |
Sep12 |
100604 |
97.465 |
97.630 |
97.445 |
97.620 |
+0.180 |
35,283 |
181,111 |
-497 |
Dec12 |
100604 |
97.210 |
97.390 |
97.190 |
97.380 |
+0.190 |
31,695 |
141,252 |
-349 |
Mar13 |
100604 |
96.995 |
97.185 |
96.980 |
97.175 |
+0.195 |
22,362 |
133,680 |
-355 |
Jun13 |
100604 |
96.780 |
96.970 |
96.765 |
96.960 |
+0.200 |
8,131 |
81,653 |
-587 |
Sep13 |
100604 |
96.585 |
96.775 |
96.560 |
96.760 |
+0.200 |
5,724 |
72,812 |
+641 |
Dec13 |
100604 |
96.360 |
96.575 |
96.355 |
96.560 |
+0.205 |
4,375 |
38,676 |
+231 |
Mar14 |
100604 |
96.215 |
96.415 |
96.195 |
96.400 |
+0.205 |
3,938 |
39,337 |
+122 |
Jun14 |
100604 |
96.055 |
96.250 |
96.040 |
96.235 |
+0.205 |
2,839 |
32,348 |
+37 |
Sep14 |
100604 |
95.900 |
96.105 |
95.885 |
96.090 |
+0.205 |
2,248 |
22,761 |
+192 |
Total Volume and Open Interest |
1,405,151 |
7,519,896 |
+8,186 |
30 Day Federal Funds(CBOT) |
Jun10 |
100604 |
99.785 |
99.795 |
99.785 |
99.793 |
+0.007 |
9,467 |
68,342 |
+349 |
Jul10 |
100604 |
99.770 |
99.780 |
99.770 |
99.775 |
+0.005 |
4,985 |
51,265 |
+748 |
Aug10 |
100604 |
99.760 |
99.770 |
99.760 |
99.765 |
+0.005 |
2,398 |
76,251 |
-179 |
Sep10 |
100604 |
99.750 |
99.760 |
99.745 |
99.755 |
+0.005 |
5,167 |
48,884 |
+19 |
Oct10 |
100604 |
99.730 |
99.745 |
99.725 |
99.740 |
+0.010 |
2,611 |
70,865 |
+670 |
Nov10 |
100604 |
99.700 |
99.715 |
99.685 |
99.715 |
+0.020 |
3,832 |
81,322 |
+772 |
Total Volume and Open Interest |
52,770 |
618,102 |
+9,458 |
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 |
100604 |
99.613 |
99.613 |
99.613 |
99.613 |
-0.005 |
2 |
2,355 |
-17 |
Sep10 |
100604 |
99.637 |
99.637 |
99.637 |
99.637 |
+0.002 |
0 |
1,031 |
+0 |
Dec10 |
100604 |
99.643 |
99.643 |
99.643 |
99.643 |
+0.003 |
0 |
342 |
+0 |
Mar11 |
100604 |
99.652 |
99.652 |
99.652 |
99.652 |
+0.002 |
0 |
167 |
+0 |
Jun11 |
100604 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep11 |
100604 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec11 |
100604 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Mar12 |
100604 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Jun12 |
100604 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Sep12 |
100604 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Total Volume and Open Interest |
2 |
3,895 |
-17 |
3-Mth Euro-Yen(SGX) |
Jun10 |
100604 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
4,153 |
-1,083 |
Sep10 |
100604 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
2 |
3,346 |
+186 |
Dec10 |
100604 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
1,461 |
+0 |
Mar11 |
100604 |
99.64 |
99.65 |
99.64 |
99.65 |
+0.00 |
101 |
1,893 |
+0 |
Jun11 |
100604 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
102 |
+0 |
Sep11 |
100604 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
53 |
+0 |
Dec11 |
100604 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
102 |
+0 |
Mar12 |
100604 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
305 |
+0 |
Total Volume and Open Interest |
103 |
12,481 |
-897 |
Japanese Gov't Bonds(SGX) |
Jun10 |
100604 |
140.37 |
140.75 |
140.11 |
140.75 |
+0.16 |
2,345 |
19,440 |
-1,955 |
Sep10 |
100604 |
139.97 |
140.32 |
139.91 |
140.31 |
+0.35 |
1,500 |
3,557 |
+2,105 |
Dec10 |
100604 |
138.22 |
138.22 |
138.22 |
138.22 |
+0.35 |
|
|
|
Total Volume and Open Interest |
4,755 |
22,272 |
+1,380 |
Euro-Bund(EUREX) |
Jun10 |
100604 |
128.79 |
129.63 |
128.54 |
129.39 |
+0.59 |
1,051,001 |
813,676 |
-114,345 |
Sep10 |
100604 |
128.31 |
129.30 |
128.13 |
129.05 |
+0.73 |
137,379 |
141,673 |
+68,656 |
Dec10 |
100604 |
127.18 |
127.18 |
127.18 |
127.18 |
+0.80 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,188,380 |
955,354 |
-45,689 |
Euro-Bobl(EUREX) |
Jun10 |
100604 |
120.71 |
121.36 |
120.61 |
121.16 |
+0.48 |
579,803 |
631,912 |
-26,250 |
Sep10 |
100604 |
120.25 |
120.92 |
120.13 |
120.70 |
+0.59 |
191,183 |
249,068 |
+122,155 |
Dec10 |
100604 |
120.50 |
120.50 |
120.50 |
120.50 |
+0.49 |
89 |
0 |
+0 |
Total Volume and Open Interest |
771,075 |
880,980 |
+95,905 |
3-Mth Euribor(EUREX) |
Jun10 |
100604 |
99.265 |
99.275 |
99.265 |
99.270 |
+0.005 |
75 |
6,924 |
+44 |
Sep10 |
100604 |
99.090 |
99.110 |
99.090 |
99.095 |
+0.015 |
638 |
3,227 |
-166 |
Dec10 |
100604 |
98.975 |
99.015 |
98.975 |
99.015 |
+0.050 |
1,397 |
2,550 |
+428 |
Total Volume and Open Interest |
3,100 |
18,529 |
+275 |
Long Gilt(LIFFE) |
Jun10 |
100604 |
119~30 |
120~22 |
119~21 |
120~18 |
+0~23 |
3,498 |
23,857 |
-1,217 |
Sep10 |
100604 |
118~20 |
119~13 |
118~06 |
119~06 |
+0~24 |
96,983 |
278,259 |
+972 |
Total Volume and Open Interest |
100,481 |
302,116 |
-245 |
3-Mth Short Sterling(LIFFE) |
Jun10 |
100604 |
99.24 |
99.24 |
99.23 |
99.24 |
unch |
20,085 |
346,457 |
+1,078 |
Sep10 |
100604 |
99.05 |
99.06 |
99.01 |
99.03 |
-0.02 |
59,624 |
376,396 |
-1,702 |
Dec10 |
100604 |
98.88 |
98.89 |
98.82 |
98.86 |
-0.02 |
65,799 |
367,613 |
+4,668 |
Mar11 |
100604 |
98.78 |
98.79 |
98.71 |
98.76 |
-0.01 |
54,734 |
246,059 |
+2,255 |
Jun11 |
100604 |
98.62 |
98.64 |
98.55 |
98.62 |
+0.01 |
70,757 |
298,763 |
-5,421 |
Sep11 |
100604 |
98.43 |
98.48 |
98.37 |
98.45 |
+0.03 |
56,604 |
251,878 |
-7,690 |
Total Volume and Open Interest |
448,064 |
2,442,079 |
+4,179 |
3-Mth Euribor(LIFFE) |
Jun10 |
100604 |
99.270 |
99.275 |
99.265 |
99.270 |
unch |
65,760 |
854,530 |
-4,960 |
Sep10 |
100604 |
99.095 |
99.120 |
99.080 |
99.095 |
+0.005 |
119,130 |
614,338 |
+1,422 |
Dec10 |
100604 |
98.975 |
99.030 |
98.970 |
99.010 |
+0.035 |
105,253 |
489,316 |
-9,748 |
Total Volume and Open Interest |
897,366 |
3,916,929 |
-3,074 |
3-Mth Aus T-Bills(SFE) |
Jun10 |
100604 |
95.18 |
95.19 |
95.16 |
95.17 |
-0.02 |
12,672 |
227,758 |
-318 |
Sep10 |
100604 |
95.19 |
95.20 |
95.16 |
95.19 |
unch |
30,218 |
250,717 |
+4,194 |
Dec10 |
100604 |
95.07 |
95.11 |
95.05 |
95.08 |
unch |
12,277 |
132,836 |
+892 |
Mar11 |
100604 |
94.95 |
94.99 |
94.94 |
94.97 |
unch |
5,758 |
63,891 |
-1,070 |
Jun11 |
100604 |
94.82 |
94.86 |
94.82 |
94.84 |
+0.01 |
2,302 |
45,393 |
+223 |
Sep11 |
100604 |
94.73 |
94.75 |
94.71 |
94.73 |
+0.01 |
1,280 |
32,773 |
+521 |
Dec11 |
100604 |
94.65 |
94.68 |
94.63 |
94.65 |
+0.01 |
2,073 |
24,999 |
+457 |
Mar12 |
100604 |
94.61 |
94.64 |
94.59 |
94.60 |
+0.02 |
1,866 |
18,636 |
+1,072 |
Jun12 |
100604 |
94.59 |
94.59 |
94.56 |
94.56 |
+0.02 |
367 |
4,548 |
-100 |
Sep12 |
100604 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.03 |
10 |
3,036 |
+0 |
Total Volume and Open Interest |
68,843 |
806,422 |
+5,881 |
10-Year Aus T-Bonds(SFE) |
Jun10 |
100604 |
94.56 |
94.62 |
94.55 |
94.59 |
+0.01 |
33,763 |
425,307 |
-4,425 |
Sep10 |
100604 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.02 |
70 |
310 |
+1 |
Total Volume and Open Interest |
33,833 |
425,617 |
-4,424 |
3-Year Aus T-Bonds(SFE) |
Jun10 |
100604 |
95.15 |
95.17 |
95.12 |
95.16 |
+0.01 |
135,896 |
947,257 |
+10,943 |
Sep10 |
100604 |
95.00 |
95.05 |
95.00 |
95.05 |
+0.02 |
382 |
1,916 |
+282 |
Total Volume and Open Interest |
136,278 |
949,173 |
+11,225 |
Gold(CMX) |
Jun10 |
100604 |
1207.6 |
1220.4 |
1196.9 |
1216.2 |
+7.9 |
2,799 |
4,254 |
-308 |
Aug10 |
100604 |
1208.5 |
1221.7 |
1198.1 |
1217.7 |
+7.7 |
90,250 |
345,784 |
-1,764 |
Oct10 |
100604 |
1211.2 |
1223.7 |
1200.0 |
1219.7 |
+7.7 |
497 |
21,179 |
+115 |
Dec10 |
100604 |
1211.5 |
1226.0 |
1202.0 |
1221.8 |
+7.8 |
1,731 |
67,219 |
+536 |
Feb11 |
100604 |
1210.0 |
1226.4 |
1205.0 |
1224.0 |
+7.7 |
50 |
19,328 |
-6 |
Apr11 |
100604 |
1211.9 |
1230.8 |
1210.5 |
1226.4 |
+7.7 |
250 |
15,125 |
+45 |
Jun11 |
100604 |
563.3 |
577.6 |
563.3 |
573.5 |
+7.6 |
91 |
12,791 |
-28 |
Aug11 |
100604 |
1222.2 |
1234.9 |
1222.2 |
1231.7 |
+7.5 |
3 |
3,989 |
-4 |
Oct11 |
100604 |
1234.8 |
1234.8 |
1234.8 |
1234.8 |
+7.4 |
0 |
6,982 |
+0 |
Dec11 |
100604 |
1228.2 |
1239.7 |
1219.5 |
1238.1 |
+7.3 |
399 |
16,225 |
+265 |
Feb12 |
100604 |
1241.9 |
1241.9 |
1241.9 |
1241.9 |
+6.7 |
3 |
3,957 |
-3 |
Apr12 |
100604 |
1245.9 |
1245.9 |
1245.9 |
1245.9 |
+6.2 |
|
|
|
Total Volume and Open Interest |
97,762 |
552,857 |
-1,093 |
Silver(CMX) |
Jul10 |
100604 |
1796.5 |
1803.5 |
1728.5 |
1729.9 |
-63.2 |
26,784 |
69,391 |
-417 |
Sep10 |
100604 |
1796.0 |
1800.5 |
1732.5 |
1733.8 |
-63.2 |
2,492 |
17,030 |
+608 |
Dec10 |
100604 |
1807.5 |
1807.5 |
1737.0 |
1738.8 |
-63.2 |
1,642 |
17,049 |
-345 |
Mar11 |
100604 |
1777.5 |
1777.5 |
1742.4 |
1742.4 |
-63.4 |
332 |
7,576 |
+270 |
May11 |
100604 |
1744.5 |
1744.5 |
1744.5 |
1744.5 |
-63.7 |
26 |
2,720 |
+22 |
Jul11 |
100604 |
1776.5 |
1777.0 |
1746.7 |
1746.7 |
-64.0 |
22 |
1,673 |
-2 |
Sep11 |
100604 |
1749.2 |
1749.2 |
1749.2 |
1749.2 |
-64.3 |
0 |
255 |
+0 |
Total Volume and Open Interest |
31,938 |
122,309 |
-59 |
Platinum(NYMEX) |
Jul10 |
100604 |
1546.0 |
1553.9 |
1509.5 |
1525.3 |
-17.6 |
4,105 |
26,261 |
-682 |
Oct10 |
100604 |
1560.0 |
1560.0 |
1518.8 |
1531.3 |
-18.0 |
478 |
3,392 |
+391 |
Jan11 |
100604 |
1532.1 |
1532.8 |
1532.1 |
1532.8 |
-17.8 |
16 |
356 |
+10 |
Apr11 |
100604 |
1532.8 |
1532.8 |
1532.8 |
1532.8 |
-17.8 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,599 |
30,012 |
-281 |
Palladium(NYMEX) |
Jun10 |
100604 |
444.95 |
446.10 |
427.20 |
429.80 |
-19.80 |
144 |
237 |
+40 |
Sep10 |
100604 |
451.25 |
454.00 |
425.50 |
431.00 |
-19.80 |
2,451 |
20,464 |
-188 |
Dec10 |
100604 |
441.55 |
441.55 |
431.10 |
431.70 |
-20.00 |
7 |
346 |
-1 |
Total Volume and Open Interest |
2,607 |
21,124 |
-147 |
Copper(CMX) |
Jul10 |
100604 |
295.05 |
299.20 |
279.00 |
281.95 |
-12.70 |
30,064 |
69,091 |
-130 |
Sep10 |
100604 |
297.70 |
301.00 |
280.90 |
283.85 |
-12.75 |
3,801 |
29,477 |
-337 |
Dec10 |
100604 |
300.30 |
300.90 |
283.40 |
286.05 |
-12.65 |
1,330 |
11,522 |
+49 |
Mar11 |
100604 |
298.10 |
298.10 |
285.50 |
287.45 |
-12.50 |
129 |
6,280 |
+89 |
May11 |
100604 |
300.00 |
300.00 |
286.50 |
288.25 |
-12.30 |
222 |
1,332 |
+219 |
Total Volume and Open Interest |
38,098 |
128,477 |
+1,459 |
DJIA Index(CBOT) |
Jun10 |
100604 |
10255 |
10284 |
9880 |
9946 |
-312 |
668 |
12,657 |
+134 |
Sep10 |
100604 |
10005 |
10025 |
9840 |
9888 |
-312 |
11 |
245 |
+8 |
Dec10 |
100604 |
9831 |
10143 |
9831 |
9831 |
-312 |
0 |
2 |
+0 |
Mar11 |
100604 |
9778 |
10090 |
9778 |
9778 |
-312 |
|
|
|
Total Volume and Open Interest |
679 |
12,904 |
+142 |
S & P 500(CME) |
Jun10 |
100604 |
1103.50 |
1107.50 |
1059.50 |
1066.10 |
-37.50 |
22,924 |
291,101 |
-1,776 |
Sep10 |
100604 |
1076.50 |
1083.00 |
1055.50 |
1061.80 |
-37.50 |
3,943 |
35,888 |
+2,015 |
Dec10 |
100604 |
1057.50 |
1057.50 |
1051.00 |
1057.50 |
-37.50 |
0 |
4,380 |
+0 |
Mar11 |
100604 |
1054.10 |
1054.10 |
1047.60 |
1054.10 |
-37.50 |
0 |
476 |
+0 |
Total Volume and Open Interest |
26,867 |
331,890 |
+239 |
S & P 500 E-Mini(Globex) |
Jun10 |
100604 |
1104.00 |
1107.75 |
1059.25 |
1066.00 |
-37.50 |
2,214,865 |
2,694,730 |
-19,022 |
Sep10 |
100604 |
1099.25 |
1102.75 |
1055.25 |
1061.75 |
-37.50 |
20,788 |
109,561 |
+6,298 |
Total Volume and Open Interest |
2,235,707 |
2,807,393 |
-12,726 |
NASDAQ 100(CME) |
Jun10 |
100604 |
1897.50 |
1904.30 |
1823.00 |
1834.30 |
-63.50 |
2,690 |
22,608 |
-156 |
Sep10 |
100604 |
1832.50 |
1833.00 |
1829.00 |
1832.50 |
-63.50 |
3 |
1,103 |
-176 |
Dec10 |
100604 |
1829.80 |
1829.80 |
1829.30 |
1829.80 |
-63.50 |
|
|
|
Total Volume and Open Interest |
2,693 |
23,711 |
-332 |
NASDAQ 100 E-Mini(Globex) |
Jun10 |
100604 |
1897.50 |
1904.50 |
1824.30 |
1834.30 |
-63.50 |
307,154 |
344,028 |
-37 |
Sep10 |
100604 |
1893.30 |
1902.00 |
1823.00 |
1832.50 |
-63.50 |
908 |
3,721 |
+406 |
Total Volume and Open Interest |
308,068 |
347,792 |
+368 |
S & P Midcap 400(CME) |
Jun10 |
100604 |
752.00 |
769.65 |
734.00 |
738.60 |
-30.20 |
29 |
3,659 |
+17 |
Sep10 |
100604 |
736.60 |
736.60 |
735.80 |
736.60 |
-30.20 |
|
|
|
Dec10 |
100604 |
734.60 |
734.60 |
733.80 |
734.60 |
-30.20 |
|
|
|
Total Volume and Open Interest |
29 |
3,659 |
+17 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun10 |
100604 |
9965 |
9970 |
9555 |
9615 |
-305 |
11,154 |
43,308 |
+1,058 |
Sep10 |
100604 |
9965 |
10025 |
9625 |
9675 |
-305 |
458 |
669 |
+416 |
Total Volume and Open Interest |
11,612 |
43,977 |
+1,474 |
Nikkei 225(SGX) |
Jun10 |
100604 |
9950 |
9995 |
9845 |
9915 |
-10 |
140,477 |
186,865 |
-9,511 |
Sep10 |
100604 |
9925 |
9990 |
9845 |
9910 |
-10 |
730 |
10,560 |
+1,685 |
Dec10 |
100604 |
9865 |
9865 |
9865 |
9865 |
-10 |
0 |
1,697 |
+200 |
Total Volume and Open Interest |
141,697 |
205,809 |
-5,626 |
CAC 40(EURONEXT) |
Jun10 |
100604 |
3547.5 |
3582.5 |
3379.5 |
3443.0 |
-102.5 |
131,590 |
510,729 |
-8,353 |
Jul10 |
100604 |
3569.5 |
3569.5 |
3380.0 |
3438.5 |
-103.0 |
45 |
778 |
+35 |
Aug10 |
100604 |
3575.5 |
3577.0 |
3438.5 |
3438.5 |
-103.5 |
0 |
83 |
+0 |
Total Volume and Open Interest |
131,655 |
513,273 |
-8,318 |
Hang Seng Index(HKFE) |
Jun10 |
100604 |
19770 |
19823 |
19639 |
19814 |
+15 |
89,722 |
78,181 |
-1,161 |
Jul10 |
100604 |
19686 |
19755 |
19600 |
19752 |
+8 |
756 |
1,102 |
-18 |
Total Volume and Open Interest |
90,647 |
81,367 |
-1,217 |
DAX(EUREX) |
Jun10 |
100604 |
6055.5 |
6115.5 |
5865.0 |
5930.5 |
-53.0 |
193,918 |
187,719 |
+3,943 |
Sep10 |
100604 |
6066.0 |
6116.0 |
5870.0 |
5935.5 |
-53.0 |
880 |
11,084 |
-192 |
Dec10 |
100604 |
6073.5 |
6120.0 |
5877.5 |
5942.5 |
-53.5 |
364 |
2,570 |
+53 |
Total Volume and Open Interest |
195,162 |
201,373 |
+3,804 |
FT-SE 100(EURONEXT) |
Jun10 |
100604 |
5216.50 |
5264.00 |
5043.00 |
5125.50 |
-77.50 |
134,322 |
691,600 |
+567 |
Sep10 |
100604 |
5185.50 |
5221.00 |
5018.00 |
5086.50 |
-78.00 |
12,437 |
12,826 |
+10,524 |
Dec10 |
100604 |
5166.50 |
5184.00 |
4985.00 |
5061.50 |
-78.50 |
12 |
3,223 |
+5 |
Total Volume and Open Interest |
146,831 |
708,231 |
+11,136 |
SPI 200(SFE) |
Jun10 |
100604 |
4497.0 |
4507.0 |
4437.0 |
4467.0 |
-19.0 |
34,796 |
230,991 |
-1,681 |
Sep10 |
100604 |
4487.0 |
4491.0 |
4429.0 |
4455.0 |
-19.0 |
96 |
4,192 |
+55 |
Dec10 |
100604 |
4505.0 |
4505.0 |
4472.0 |
4472.0 |
-20.0 |
279 |
2,871 |
+126 |
Total Volume and Open Interest |
35,171 |
239,392 |
-1,500 |
GSCI(CME) |
Jun10 |
100604 |
480.00 |
484.10 |
472.60 |
472.75 |
-18.25 |
321 |
16,995 |
-81 |
Jul10 |
100604 |
486.00 |
490.00 |
478.25 |
478.25 |
-18.55 |
52 |
158 |
+75 |
Aug10 |
100604 |
481.50 |
481.50 |
481.50 |
481.50 |
-18.50 |
|
|
|
Total Volume and Open Interest |
373 |
17,153 |
-6 |
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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