|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue June 08, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100608 |
934.00 |
937.50 |
926.00 |
931.00 |
-4.00 |
78,812 |
200,117 |
-2,000 |
| Aug10 |
100608 |
915.00 |
919.25 |
907.00 |
912.25 |
-5.50 |
7,049 |
21,195 |
+341 |
| Sep10 |
100608 |
900.00 |
905.75 |
893.00 |
898.25 |
-6.00 |
2,141 |
12,126 |
-1 |
| Nov10 |
100608 |
897.00 |
900.75 |
887.25 |
894.25 |
-5.75 |
38,020 |
175,264 |
+2,634 |
| Jan11 |
100608 |
907.75 |
910.50 |
898.00 |
903.25 |
-7.25 |
4,000 |
21,537 |
+1,308 |
| Mar11 |
100608 |
914.75 |
916.50 |
909.25 |
911.00 |
-6.00 |
1,374 |
6,826 |
-57 |
| May11 |
100608 |
918.00 |
920.50 |
910.00 |
914.50 |
-6.00 |
811 |
6,277 |
+3 |
| Total Volume and Open Interest |
136,255 |
471,614 |
+3,138 |
| Soybean Meal(CBOT) |
| Jul10 |
100608 |
278.30 |
279.70 |
276.00 |
276.80 |
-1.90 |
31,045 |
77,675 |
-2,023 |
| Aug10 |
100608 |
269.60 |
270.00 |
265.10 |
266.30 |
-3.40 |
6,855 |
19,005 |
+62 |
| Sep10 |
100608 |
263.10 |
263.50 |
257.90 |
259.10 |
-3.90 |
2,791 |
12,933 |
+418 |
| Oct10 |
100608 |
255.90 |
255.90 |
251.10 |
251.60 |
-4.40 |
1,321 |
8,725 |
+323 |
| Dec10 |
100608 |
252.90 |
254.10 |
249.00 |
250.30 |
-4.00 |
9,005 |
40,665 |
+347 |
| Jan11 |
100608 |
254.30 |
255.00 |
250.60 |
250.90 |
-4.10 |
1,071 |
4,484 |
-52 |
| Mar11 |
100608 |
254.30 |
256.30 |
252.00 |
252.10 |
-4.20 |
428 |
4,391 |
-14 |
| May11 |
100608 |
254.00 |
254.00 |
252.10 |
252.10 |
-4.20 |
381 |
2,136 |
+68 |
| Total Volume and Open Interest |
54,127 |
174,700 |
-503 |
| Soybean Oil(CBOT) |
| Jul10 |
100608 |
36.51 |
36.92 |
36.47 |
36.67 |
+0.20 |
49,013 |
175,633 |
+1,977 |
| Aug10 |
100608 |
36.70 |
37.12 |
36.69 |
36.89 |
+0.20 |
14,600 |
30,673 |
+1,373 |
| Sep10 |
100608 |
37.05 |
37.33 |
36.89 |
37.13 |
+0.21 |
4,454 |
20,446 |
+1,131 |
| Oct10 |
100608 |
37.14 |
37.54 |
37.14 |
37.33 |
+0.21 |
1,155 |
12,243 |
+140 |
| Dec10 |
100608 |
37.52 |
38.00 |
37.52 |
37.77 |
+0.20 |
12,340 |
82,870 |
+2,862 |
| Jan11 |
100608 |
38.08 |
38.26 |
37.88 |
38.09 |
+0.21 |
561 |
4,668 |
-52 |
| Mar11 |
100608 |
38.59 |
38.60 |
38.35 |
38.42 |
+0.22 |
513 |
2,354 |
+285 |
| May11 |
100608 |
38.74 |
38.80 |
38.72 |
38.72 |
+0.22 |
365 |
1,441 |
+46 |
| Total Volume and Open Interest |
83,733 |
334,136 |
+8,007 |
| Canola(WCE) |
| Jul10 |
100608 |
379.5 |
387.7 |
379.5 |
386.9 |
+4.9 |
8,287 |
82,494 |
-3,802 |
| Nov10 |
100608 |
386.2 |
393.0 |
385.0 |
392.3 |
+5.0 |
8,031 |
61,315 |
+2,255 |
| Jan11 |
100608 |
391.5 |
399.0 |
391.4 |
398.0 |
+5.1 |
941 |
4,583 |
+126 |
| Mar11 |
100608 |
396.0 |
402.1 |
396.0 |
401.6 |
+4.1 |
352 |
3,183 |
+202 |
| May11 |
100608 |
399.9 |
404.8 |
399.9 |
404.3 |
+2.6 |
207 |
1,203 |
+0 |
| Total Volume and Open Interest |
18,263 |
154,089 |
-1,060 |
| Corn(CBOT) |
| Jul10 |
100608 |
336.50 |
340.25 |
335.00 |
337.25 |
+1.50 |
139,239 |
455,246 |
-2,220 |
| Sep10 |
100608 |
345.00 |
348.50 |
344.00 |
346.00 |
+1.00 |
46,070 |
215,375 |
+3,517 |
| Dec10 |
100608 |
355.00 |
359.00 |
345.00 |
356.50 |
+1.50 |
54,252 |
390,521 |
+2,497 |
| Mar11 |
100608 |
368.25 |
372.25 |
367.00 |
369.75 |
+1.00 |
3,498 |
58,417 |
+309 |
| May11 |
100608 |
378.00 |
381.00 |
376.75 |
379.00 |
+1.00 |
682 |
9,404 |
-105 |
| Jul11 |
100608 |
386.25 |
390.00 |
384.75 |
388.00 |
+1.75 |
4,754 |
37,215 |
+1,276 |
| Total Volume and Open Interest |
253,339 |
1,240,763 |
+6,649 |
| Wheat(CBOT) |
| Jul10 |
100608 |
432.25 |
436.50 |
431.25 |
432.25 |
unch |
54,534 |
204,800 |
-6,348 |
| Sep10 |
100608 |
449.00 |
453.00 |
448.00 |
449.00 |
-0.25 |
27,640 |
120,342 |
-758 |
| Dec10 |
100608 |
480.00 |
483.50 |
478.25 |
479.50 |
-0.50 |
14,625 |
79,405 |
+797 |
| Mar11 |
100608 |
511.50 |
514.25 |
510.50 |
511.50 |
-0.25 |
2,032 |
27,706 |
+12 |
| May11 |
100608 |
530.50 |
532.00 |
529.50 |
530.00 |
+0.25 |
610 |
9,035 |
+19 |
| Total Volume and Open Interest |
109,147 |
501,162 |
-3,096 |
| Wheat(KCBT) |
| Jul10 |
100608 |
462.00 |
465.50 |
461.00 |
462.00 |
unch |
10,179 |
54,099 |
+39 |
| Sep10 |
100608 |
474.00 |
477.00 |
473.25 |
473.75 |
-0.25 |
2,271 |
28,599 |
+711 |
| Dec10 |
100608 |
491.25 |
494.75 |
490.75 |
491.50 |
+0.25 |
2,328 |
41,779 |
+50 |
| Mar11 |
100608 |
509.25 |
514.00 |
508.75 |
509.25 |
+0.25 |
1,443 |
14,939 |
-90 |
| May11 |
100608 |
524.25 |
524.75 |
521.75 |
521.75 |
+0.25 |
78 |
7,094 |
+34 |
| Total Volume and Open Interest |
19,115 |
172,953 |
+2,413 |
| Wheat(MGE) |
| Jul10 |
100608 |
487.00 |
493.50 |
486.00 |
489.50 |
+2.75 |
4,025 |
13,894 |
-604 |
| Sep10 |
100608 |
498.75 |
504.75 |
498.75 |
500.50 |
+1.75 |
1,629 |
10,026 |
-359 |
| Dec10 |
100608 |
517.25 |
521.50 |
515.25 |
516.00 |
-0.50 |
493 |
10,196 |
-235 |
| Mar11 |
100608 |
534.00 |
539.00 |
533.75 |
535.50 |
+1.25 |
174 |
3,685 |
-58 |
| May11 |
100608 |
547.75 |
551.00 |
546.50 |
547.25 |
+3.00 |
36 |
1,540 |
-89 |
| Total Volume and Open Interest |
7,524 |
45,059 |
-1,405 |
| Oats(CBOT) |
| Jul10 |
100608 |
195.75 |
197.75 |
195.00 |
196.25 |
+2.25 |
887 |
9,666 |
-183 |
| Sep10 |
100608 |
200.50 |
202.50 |
200.25 |
200.75 |
+1.50 |
542 |
4,189 |
+88 |
| Dec10 |
100608 |
210.50 |
211.75 |
207.00 |
207.25 |
-1.25 |
338 |
4,747 |
+126 |
| Mar11 |
100608 |
216.25 |
217.50 |
216.25 |
216.25 |
-1.25 |
0 |
565 |
+0 |
| Total Volume and Open Interest |
1,767 |
19,167 |
+31 |
| Rough Rice(CBOT) |
| Jul10 |
100608 |
10.95 |
10.95 |
10.73 |
10.83 |
-0.14 |
505 |
7,000 |
-73 |
| Sep10 |
100608 |
10.96 |
11.00 |
10.78 |
10.86 |
-0.16 |
442 |
5,093 |
+47 |
| Nov10 |
100608 |
11.10 |
11.18 |
10.97 |
11.01 |
-0.18 |
184 |
2,035 |
-78 |
| Jan11 |
100608 |
11.25 |
11.34 |
11.25 |
11.27 |
-0.18 |
0 |
448 |
+0 |
| Total Volume and Open Interest |
1,180 |
15,691 |
-58 |
| Live Cattle(CME) |
| Jun10 |
100608 |
89.650 |
90.300 |
89.550 |
89.950 |
+0.150 |
16,964 |
22,965 |
-9,190 |
| Aug10 |
100608 |
87.800 |
88.300 |
87.635 |
87.830 |
+0.100 |
23,978 |
144,056 |
-3,386 |
| Oct10 |
100608 |
88.700 |
89.480 |
88.680 |
89.000 |
unch |
8,148 |
86,770 |
+728 |
| Dec10 |
100608 |
90.850 |
91.580 |
90.850 |
91.250 |
-0.035 |
2,788 |
43,906 |
+529 |
| Feb11 |
100608 |
92.230 |
92.730 |
92.035 |
92.250 |
-0.100 |
616 |
19,299 |
+177 |
| Apr11 |
100608 |
94.285 |
94.600 |
94.000 |
94.180 |
-0.020 |
344 |
9,748 |
+19 |
| Total Volume and Open Interest |
52,884 |
330,558 |
-11,085 |
| Feeder Cattle(CME) |
| Aug10 |
100608 |
108.200 |
109.330 |
108.180 |
108.850 |
+0.450 |
2,368 |
21,729 |
+8 |
| Sep10 |
100608 |
108.150 |
109.250 |
108.150 |
108.650 |
+0.365 |
531 |
5,255 |
+84 |
| Oct10 |
100608 |
107.580 |
108.800 |
107.580 |
108.600 |
+0.550 |
239 |
3,686 |
+68 |
| Nov10 |
100608 |
107.900 |
108.750 |
107.900 |
108.400 |
+0.350 |
75 |
1,331 |
+11 |
| Jan11 |
100608 |
107.000 |
107.350 |
107.000 |
107.000 |
-0.100 |
20 |
483 |
+12 |
| Mar11 |
100608 |
106.500 |
106.635 |
106.050 |
106.050 |
+0.050 |
0 |
62 |
+0 |
| Apr11 |
100608 |
106.500 |
106.550 |
106.500 |
106.550 |
+0.050 |
3 |
14 |
-1 |
| Total Volume and Open Interest |
3,236 |
32,560 |
+182 |
| Lean Hogs(CME) |
| Jun10 |
100608 |
77.550 |
77.850 |
77.285 |
77.635 |
-0.150 |
8,657 |
13,338 |
-2,270 |
| Jul10 |
100608 |
77.535 |
78.550 |
77.535 |
78.200 |
+0.165 |
18,880 |
58,872 |
-1,441 |
| Aug10 |
100608 |
78.635 |
79.475 |
78.430 |
79.330 |
+0.530 |
12,453 |
43,656 |
-1,066 |
| Oct10 |
100608 |
71.680 |
72.475 |
71.400 |
72.135 |
+0.335 |
4,576 |
42,174 |
+1,009 |
| Dec10 |
100608 |
69.100 |
70.050 |
68.830 |
69.950 |
+0.500 |
1,390 |
25,355 |
-11 |
| Feb11 |
100608 |
69.550 |
70.300 |
69.180 |
70.135 |
+0.435 |
632 |
8,202 |
+345 |
| Apr11 |
100608 |
70.050 |
70.975 |
70.000 |
70.800 |
+0.700 |
78 |
3,826 |
+40 |
| May11 |
100608 |
74.400 |
75.600 |
74.385 |
75.600 |
+0.600 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
46,666 |
196,578 |
-3,395 |
| Pork Bellies(CME) |
| Jul10 |
100608 |
97.800 |
98.300 |
94.800 |
94.800 |
-3.000 |
20 |
134 |
-4 |
| Aug10 |
100608 |
96.500 |
97.250 |
94.250 |
94.250 |
-3.000 |
7 |
26 |
+0 |
| Feb11 |
100608 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
| Mar11 |
100608 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100608 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
27 |
165 |
-4 |
| Class III Milk(CME) |
| Jun10 |
100608 |
13.51 |
13.51 |
13.49 |
13.49 |
unch |
61 |
4,377 |
+28 |
| Jul10 |
100608 |
13.25 |
13.29 |
13.17 |
13.26 |
+0.02 |
150 |
4,614 |
-17 |
| Aug10 |
100608 |
13.70 |
13.76 |
13.66 |
13.74 |
-0.01 |
139 |
4,074 |
+35 |
| Sep10 |
100608 |
14.40 |
14.44 |
14.35 |
14.40 |
-0.02 |
94 |
3,768 |
+66 |
| Oct10 |
100608 |
14.50 |
14.59 |
14.50 |
14.59 |
+0.02 |
10 |
3,386 |
+3 |
| Total Volume and Open Interest |
540 |
27,557 |
-4,387 |
| Cocoa(ICE) |
| Jul10 |
100608 |
2939 |
2969 |
2932 |
2962 |
+35 |
15,710 |
31,562 |
-4,569 |
| Sep10 |
100608 |
2956 |
2984 |
2949 |
2981 |
+37 |
12,222 |
44,535 |
+3,866 |
| Dec10 |
100608 |
2970 |
3010 |
2970 |
3007 |
+39 |
1,918 |
17,914 |
+749 |
| Mar11 |
100608 |
3009 |
3034 |
3009 |
3034 |
+37 |
980 |
15,911 |
-354 |
| May11 |
100608 |
3042 |
3042 |
3042 |
3042 |
+36 |
57 |
6,546 |
-11 |
| Jul11 |
100608 |
3025 |
3048 |
3025 |
3048 |
+33 |
43 |
3,207 |
-3 |
| Sep11 |
100608 |
3054 |
3054 |
3054 |
3054 |
+29 |
46 |
1,275 |
+38 |
| Total Volume and Open Interest |
31,458 |
126,055 |
+126 |
| Coffee "C"(ICE) |
| Jul10 |
100608 |
133.10 |
134.10 |
132.80 |
133.55 |
+0.45 |
13,923 |
55,833 |
-667 |
| Sep10 |
100608 |
134.70 |
135.50 |
134.30 |
135.10 |
+0.50 |
8,551 |
41,195 |
+856 |
| Dec10 |
100608 |
136.35 |
136.90 |
136.00 |
136.60 |
+0.55 |
3,820 |
23,243 |
+344 |
| Mar11 |
100608 |
137.25 |
137.50 |
136.85 |
137.25 |
+0.45 |
1,216 |
10,021 |
+643 |
| May11 |
100608 |
136.80 |
137.50 |
136.80 |
137.05 |
+0.25 |
143 |
4,552 |
-84 |
| Jul11 |
100608 |
137.15 |
137.20 |
137.10 |
137.10 |
-0.05 |
62 |
2,489 |
-10 |
| Total Volume and Open Interest |
27,729 |
138,232 |
+1,084 |
| Orange Juice(ICE) |
| Jul10 |
100608 |
135.45 |
139.95 |
135.45 |
138.30 |
+1.55 |
1,329 |
14,247 |
-403 |
| Sep10 |
100608 |
138.35 |
141.65 |
137.90 |
140.20 |
+1.85 |
588 |
10,672 |
+394 |
| Nov10 |
100608 |
139.50 |
142.00 |
139.50 |
141.20 |
+1.60 |
153 |
3,197 |
-51 |
| Jan11 |
100608 |
141.20 |
141.20 |
141.20 |
141.20 |
+1.65 |
15 |
983 |
+7 |
| Mar11 |
100608 |
140.05 |
141.30 |
140.05 |
141.30 |
+1.25 |
0 |
170 |
+0 |
| May11 |
100608 |
141.20 |
141.20 |
141.20 |
141.20 |
+1.25 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
2,085 |
29,622 |
-53 |
| Sugar #11(ICE) |
| Jul10 |
100608 |
14.38 |
15.03 |
14.31 |
14.88 |
+0.55 |
65,756 |
226,088 |
-12,208 |
| Oct10 |
100608 |
14.70 |
15.28 |
14.66 |
15.09 |
+0.41 |
41,441 |
204,650 |
+4,604 |
| Mar11 |
100608 |
15.77 |
16.20 |
15.76 |
16.12 |
+0.40 |
15,985 |
101,204 |
+4,225 |
| May11 |
100608 |
15.95 |
16.37 |
15.91 |
16.33 |
+0.38 |
2,067 |
25,469 |
-108 |
| Jul11 |
100608 |
16.15 |
16.56 |
16.15 |
16.55 |
+0.32 |
10,411 |
43,747 |
+2,528 |
| Total Volume and Open Interest |
138,955 |
673,681 |
-261 |
| London Cocoa(LCE) |
| Jul10 |
100601 |
2409 |
2446 |
2390 |
2444 |
+188 |
21,988 |
63,577 |
+3,834 |
| Sep10 |
100608 |
2338 |
2385 |
2338 |
2380 |
+36 |
6,429 |
34,777 |
-893 |
| Dec10 |
100608 |
2285 |
2326 |
2280 |
2320 |
+43 |
1,352 |
26,380 |
-405 |
| Mar11 |
100608 |
2245 |
2282 |
2244 |
2280 |
+45 |
1,024 |
22,005 |
+165 |
| May11 |
100608 |
2275 |
2275 |
2272 |
2273 |
+38 |
9 |
5,515 |
+1 |
| Jul11 |
100608 |
2277 |
2277 |
2274 |
2274 |
+38 |
9 |
940 |
+0 |
| Sep11 |
100608 |
2277 |
2277 |
2275 |
2275 |
+38 |
0 |
1,984 |
+0 |
| Total Volume and Open Interest |
15,937 |
154,961 |
-3,666 |
| London Sugar(LCE) |
| Aug10 |
100608 |
471.80 |
488.00 |
470.70 |
487.20 |
+17.20 |
2,368 |
30,793 |
-152 |
| Oct10 |
100608 |
432.10 |
443.30 |
432.10 |
442.10 |
+12.60 |
1,485 |
18,231 |
+266 |
| Dec10 |
100608 |
428.30 |
433.50 |
428.30 |
433.00 |
+10.50 |
382 |
6,809 |
+261 |
| Mar11 |
100608 |
437.60 |
442.20 |
437.60 |
442.00 |
+10.60 |
294 |
4,278 |
-21 |
| May11 |
100608 |
442.00 |
446.10 |
442.00 |
445.50 |
+10.10 |
149 |
1,728 |
-125 |
| Total Volume and Open Interest |
4,696 |
62,660 |
+238 |
| Cotton(ICE) |
| Jul10 |
100608 |
77.36 |
78.45 |
76.98 |
78.32 |
+1.10 |
16,993 |
74,086 |
-4,243 |
| Oct10 |
100608 |
75.09 |
75.90 |
74.95 |
75.81 |
+0.99 |
346 |
1,518 |
-64 |
| Dec10 |
100608 |
75.51 |
76.55 |
75.39 |
76.41 |
+0.90 |
8,932 |
80,804 |
+879 |
| Mar11 |
100608 |
77.00 |
78.10 |
77.00 |
78.10 |
+0.94 |
802 |
12,798 |
+508 |
| May11 |
100608 |
77.87 |
78.71 |
77.87 |
78.54 |
+0.57 |
73 |
623 |
-18 |
| Jul11 |
100608 |
78.85 |
79.21 |
78.85 |
79.04 |
+0.54 |
329 |
4,921 |
+172 |
| Total Volume and Open Interest |
27,518 |
176,365 |
-2,724 |
| Lumber(CME) |
| Jul10 |
100608 |
216.4 |
219.0 |
208.0 |
214.1 |
-3.9 |
544 |
4,221 |
+29 |
| Sep10 |
100608 |
225.6 |
230.3 |
218.0 |
226.0 |
-0.1 |
416 |
4,318 |
+45 |
| Nov10 |
100608 |
222.9 |
226.3 |
218.0 |
218.0 |
-3.2 |
48 |
972 |
+10 |
| Jan11 |
100608 |
243.0 |
248.0 |
237.5 |
248.0 |
+5.0 |
9 |
79 |
-2 |
| Total Volume and Open Interest |
1,019 |
9,599 |
+83 |
| Crude Oil(NYM) |
| Jul10 |
100608 |
71.16 |
72.60 |
70.75 |
71.99 |
+0.55 |
448,494 |
343,960 |
+555 |
| Aug10 |
100608 |
72.45 |
73.56 |
71.99 |
73.06 |
+0.29 |
143,751 |
135,265 |
-8,117 |
| Sep10 |
100608 |
73.25 |
74.41 |
73.00 |
73.98 |
+0.13 |
63,654 |
104,730 |
-1,821 |
| Oct10 |
100608 |
74.25 |
75.19 |
73.93 |
74.78 |
unch |
22,354 |
48,694 |
+1,850 |
| Nov10 |
100608 |
75.45 |
75.94 |
74.66 |
75.53 |
-0.07 |
10,966 |
34,951 |
-769 |
| Dec10 |
100608 |
75.86 |
76.74 |
75.30 |
76.22 |
-0.13 |
62,513 |
198,198 |
-2,060 |
| Jan11 |
100608 |
77.20 |
77.20 |
76.07 |
76.77 |
-0.16 |
5,171 |
37,011 |
+995 |
| Feb11 |
100608 |
77.35 |
77.58 |
77.17 |
77.29 |
-0.20 |
1,734 |
17,087 |
+137 |
| Mar11 |
100608 |
77.22 |
78.03 |
77.22 |
77.79 |
-0.22 |
1,683 |
18,810 |
+78 |
| Apr11 |
100608 |
77.90 |
78.39 |
77.52 |
78.27 |
-0.23 |
846 |
11,822 |
-93 |
| May11 |
100608 |
78.59 |
78.72 |
78.59 |
78.72 |
-0.24 |
943 |
6,950 |
-87 |
| Jun11 |
100608 |
79.23 |
79.30 |
78.34 |
79.12 |
-0.26 |
13,056 |
42,022 |
+641 |
| Jul11 |
100608 |
79.65 |
79.65 |
79.48 |
79.48 |
-0.28 |
9,080 |
20,214 |
+4,675 |
| Aug11 |
100608 |
79.73 |
79.73 |
79.73 |
79.73 |
-0.29 |
1,171 |
6,400 |
+153 |
| Sep11 |
100608 |
79.93 |
79.93 |
79.93 |
79.93 |
-0.29 |
1,333 |
7,909 |
+53 |
| Oct11 |
100608 |
80.11 |
80.11 |
80.11 |
80.11 |
-0.30 |
807 |
5,145 |
+466 |
| Total Volume and Open Interest |
809,309 |
1,350,312 |
-2,545 |
| e-miNY Crude Oil(NYM) |
| Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
| Jul10 |
100608 |
71.150 |
72.625 |
70.725 |
72.000 |
+0.550 |
20,482 |
4,148 |
-665 |
| Aug10 |
100608 |
72.225 |
73.550 |
72.050 |
73.050 |
+0.275 |
1,096 |
842 |
-43 |
| Sep10 |
100608 |
73.900 |
74.350 |
73.050 |
73.975 |
+0.125 |
161 |
282 |
+17 |
| Oct10 |
100608 |
74.000 |
74.775 |
74.000 |
74.775 |
unch |
7 |
131 |
-1 |
| Nov10 |
100608 |
75.525 |
75.525 |
75.525 |
75.525 |
-0.075 |
3 |
15 |
+3 |
| Dec10 |
100608 |
76.450 |
76.450 |
75.875 |
76.225 |
-0.125 |
9 |
86 |
-2 |
| Jan11 |
100608 |
76.775 |
76.775 |
76.775 |
76.775 |
-0.150 |
0 |
2 |
+0 |
| Feb11 |
100608 |
77.300 |
77.300 |
77.300 |
77.300 |
-0.200 |
|
|
|
| Mar11 |
100608 |
77.800 |
77.800 |
77.800 |
77.800 |
-0.200 |
|
|
|
| Total Volume and Open Interest |
21,766 |
5,564 |
-689 |
| Heating Oil(NYM) |
| Jul10 |
100608 |
196.46 |
198.35 |
195.00 |
196.53 |
-0.30 |
47,359 |
77,948 |
+339 |
| Aug10 |
100608 |
196.97 |
200.14 |
196.96 |
198.47 |
-0.34 |
17,721 |
50,348 |
+282 |
| Sep10 |
100608 |
202.39 |
202.39 |
199.40 |
200.96 |
-0.36 |
9,419 |
32,905 |
-24 |
| Oct10 |
100608 |
203.43 |
204.78 |
202.29 |
203.47 |
-0.44 |
4,931 |
21,735 |
+520 |
| Nov10 |
100608 |
206.32 |
207.16 |
204.53 |
206.06 |
-0.44 |
2,389 |
12,994 |
+293 |
| Dec10 |
100608 |
208.89 |
210.14 |
207.12 |
208.58 |
-0.47 |
8,305 |
37,152 |
-707 |
| Jan11 |
100608 |
210.83 |
211.77 |
210.02 |
211.18 |
-0.48 |
1,881 |
16,867 |
-45 |
| Feb11 |
100608 |
211.50 |
213.61 |
211.50 |
213.06 |
-0.49 |
476 |
8,075 |
+192 |
| Mar11 |
100608 |
212.62 |
215.13 |
212.62 |
213.93 |
-0.57 |
500 |
7,653 |
+104 |
| Apr11 |
100608 |
213.84 |
214.07 |
212.99 |
213.85 |
-0.67 |
162 |
4,039 |
+45 |
| May11 |
100608 |
212.99 |
213.87 |
212.99 |
213.87 |
-0.81 |
373 |
3,454 |
+249 |
| Jun11 |
100608 |
215.00 |
215.26 |
213.69 |
214.05 |
-0.95 |
1,339 |
17,558 |
+170 |
| Total Volume and Open Interest |
95,972 |
307,937 |
+1,594 |
| Gasoline(NYMEX) |
| Jul10 |
100608 |
197.80 |
201.36 |
197.48 |
198.91 |
-0.58 |
49,613 |
86,499 |
-1,351 |
| Aug10 |
100608 |
197.64 |
201.15 |
197.47 |
198.68 |
-0.64 |
18,053 |
44,721 |
+125 |
| Sep10 |
100608 |
200.37 |
200.37 |
197.25 |
198.51 |
-0.70 |
10,263 |
38,688 |
-555 |
| Oct10 |
100608 |
188.97 |
189.78 |
187.55 |
188.72 |
-0.77 |
5,003 |
19,743 |
+184 |
| Nov10 |
100608 |
188.90 |
188.94 |
187.92 |
188.32 |
-0.86 |
2,667 |
18,821 |
+236 |
| Dec10 |
100608 |
189.93 |
191.29 |
187.42 |
189.10 |
-0.83 |
3,994 |
14,050 |
-110 |
| Jan11 |
100608 |
190.95 |
190.95 |
190.95 |
190.95 |
-0.80 |
175 |
5,201 |
-12 |
| Feb11 |
100608 |
193.00 |
193.22 |
193.00 |
193.22 |
-0.74 |
12 |
2,118 |
+0 |
| Mar11 |
100608 |
195.49 |
195.49 |
195.49 |
195.49 |
-0.71 |
28 |
1,891 |
+4 |
| Apr11 |
100608 |
208.19 |
208.19 |
208.19 |
208.19 |
-0.71 |
30 |
3,266 |
+0 |
| Total Volume and Open Interest |
89,991 |
246,987 |
-1,384 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100608 |
198.90 |
198.91 |
198.90 |
198.90 |
-0.60 |
0 |
3 |
+0 |
| Aug10 |
100608 |
198.70 |
198.70 |
198.68 |
198.70 |
-0.60 |
0 |
2 |
+0 |
| Sep10 |
100608 |
198.50 |
198.51 |
198.50 |
198.50 |
-0.70 |
|
|
|
| Oct10 |
100608 |
188.70 |
188.72 |
188.70 |
188.70 |
-0.80 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
12 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100608 |
4.969 |
4.995 |
4.747 |
4.808 |
-0.108 |
164,532 |
195,625 |
-3,127 |
| Aug10 |
100608 |
5.030 |
5.044 |
4.804 |
4.865 |
-0.103 |
47,198 |
67,414 |
-1,317 |
| Sep10 |
100608 |
5.050 |
5.082 |
4.849 |
4.917 |
-0.089 |
44,367 |
78,689 |
+1,209 |
| Oct10 |
100608 |
5.130 |
5.147 |
4.934 |
5.000 |
-0.084 |
44,905 |
89,956 |
+2,560 |
| Nov10 |
100608 |
5.332 |
5.380 |
5.195 |
5.246 |
-0.090 |
11,809 |
25,269 |
+810 |
| Dec10 |
100608 |
5.640 |
5.655 |
5.474 |
5.521 |
-0.084 |
12,518 |
37,191 |
+96 |
| Jan11 |
100608 |
5.822 |
5.822 |
5.653 |
5.699 |
-0.082 |
20,716 |
50,308 |
-713 |
| Feb11 |
100608 |
5.762 |
5.762 |
5.612 |
5.655 |
-0.081 |
4,115 |
16,965 |
-563 |
| Mar11 |
100608 |
5.645 |
5.645 |
5.487 |
5.530 |
-0.079 |
7,973 |
47,443 |
+1,081 |
| Apr11 |
100608 |
5.393 |
5.393 |
5.253 |
5.292 |
-0.077 |
8,236 |
38,491 |
-581 |
| May11 |
100608 |
5.406 |
5.410 |
5.279 |
5.307 |
-0.077 |
1,746 |
21,850 |
-132 |
| Jun11 |
100608 |
5.497 |
5.497 |
5.310 |
5.352 |
-0.079 |
993 |
8,088 |
-113 |
| Jul11 |
100608 |
5.482 |
5.482 |
5.385 |
5.405 |
-0.080 |
382 |
5,046 |
+98 |
| Aug11 |
100608 |
5.450 |
5.450 |
5.420 |
5.450 |
-0.080 |
140 |
5,324 |
+4 |
| Sep11 |
100608 |
5.540 |
5.540 |
5.468 |
5.478 |
-0.080 |
256 |
5,147 |
-4 |
| Oct11 |
100608 |
5.643 |
5.643 |
5.544 |
5.564 |
-0.080 |
1,133 |
18,989 |
-13 |
| Total Volume and Open Interest |
372,376 |
819,843 |
-962 |
| Brent Crude Oil(ICE) |
| Jul10 |
100608 |
71.51 |
72.70 |
71.26 |
72.30 |
+0.18 |
172,011 |
146,782 |
-2,232 |
| Aug10 |
100608 |
72.25 |
73.45 |
72.02 |
73.00 |
+0.12 |
94,799 |
166,771 |
-5,713 |
| Sep10 |
100608 |
73.00 |
74.05 |
72.70 |
73.64 |
+0.05 |
44,916 |
85,977 |
+6,664 |
| Oct10 |
100608 |
74.33 |
74.76 |
73.46 |
74.28 |
-0.04 |
17,659 |
45,131 |
-121 |
| Nov10 |
100608 |
75.44 |
75.44 |
74.18 |
74.91 |
-0.11 |
11,770 |
23,499 |
+733 |
| Dec10 |
100608 |
75.66 |
76.11 |
74.67 |
75.55 |
-0.17 |
30,275 |
97,268 |
+313 |
| Jan11 |
100608 |
76.33 |
76.39 |
75.38 |
76.17 |
-0.21 |
3,306 |
25,086 |
-4 |
| Feb11 |
100608 |
76.96 |
77.02 |
75.98 |
76.78 |
-0.22 |
1,603 |
12,414 |
-320 |
| Mar11 |
100608 |
77.63 |
77.63 |
76.59 |
77.36 |
-0.23 |
934 |
8,590 |
+45 |
| Apr11 |
100608 |
77.65 |
77.90 |
77.65 |
77.90 |
-0.24 |
663 |
5,555 |
-67 |
| May11 |
100608 |
78.55 |
78.55 |
78.39 |
78.39 |
-0.26 |
793 |
14,532 |
+153 |
| Jun11 |
100608 |
79.10 |
79.18 |
78.05 |
78.83 |
-0.27 |
3,898 |
21,416 |
+881 |
| Jul11 |
100608 |
79.24 |
79.24 |
79.24 |
79.24 |
-0.27 |
354 |
4,616 |
+645 |
| Aug11 |
100608 |
79.58 |
79.58 |
79.58 |
79.58 |
-0.28 |
85 |
3,579 |
+41 |
| Total Volume and Open Interest |
388,918 |
763,067 |
+704 |
| Gas Oil(ICE) |
| Jun10 |
100608 |
622.75 |
631.75 |
621.50 |
625.00 |
+4.00 |
35,185 |
54,309 |
-7,521 |
| Jul10 |
100608 |
624.50 |
633.25 |
622.50 |
626.25 |
+3.50 |
60,038 |
94,057 |
+4,481 |
| Aug10 |
100608 |
633.00 |
636.75 |
626.00 |
629.75 |
+3.00 |
19,097 |
54,735 |
+591 |
| Sep10 |
100608 |
636.00 |
640.50 |
630.00 |
634.25 |
+2.50 |
13,805 |
48,308 |
+2,375 |
| Oct10 |
100608 |
644.25 |
644.25 |
635.50 |
638.75 |
+2.25 |
7,563 |
36,708 |
+2,415 |
| Nov10 |
100608 |
645.50 |
648.50 |
639.25 |
643.25 |
+2.25 |
3,948 |
24,798 |
+311 |
| Dec10 |
100608 |
654.75 |
654.75 |
643.75 |
647.75 |
+2.00 |
12,171 |
93,752 |
+1,236 |
| Jan11 |
100608 |
655.25 |
659.25 |
650.25 |
652.75 |
+2.00 |
1,579 |
29,216 |
-134 |
| Feb11 |
100608 |
660.00 |
660.00 |
654.75 |
657.25 |
+1.75 |
1,037 |
14,240 |
+135 |
| Mar11 |
100608 |
664.75 |
665.00 |
659.00 |
661.50 |
+1.50 |
1,165 |
12,012 |
+260 |
| Total Volume and Open Interest |
161,997 |
569,269 |
+5,353 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100608 |
1.560 |
1.565 |
1.557 |
1.559 |
+0.001 |
120 |
1,062 |
-6 |
| Aug10 |
100608 |
1.557 |
1.562 |
1.557 |
1.561 |
-0.001 |
52 |
1,167 |
-3 |
| Sep10 |
100608 |
1.550 |
1.550 |
1.544 |
1.545 |
+0.001 |
26 |
1,068 |
+23 |
| Oct10 |
100608 |
1.542 |
1.546 |
1.542 |
1.545 |
-0.003 |
28 |
992 |
-15 |
| Nov10 |
100608 |
1.549 |
1.549 |
1.547 |
1.547 |
-0.007 |
8 |
815 |
+0 |
| Dec10 |
100608 |
1.550 |
1.570 |
1.546 |
1.550 |
unch |
88 |
1,602 |
-15 |
| Jan11 |
100608 |
1.561 |
1.561 |
1.540 |
1.552 |
-0.001 |
40 |
1,100 |
+31 |
| Total Volume and Open Interest |
496 |
10,761 |
+110 |
| US Dollar Index(ICE) |
| Jun10 |
100608 |
88.545 |
88.650 |
88.020 |
88.473 |
+0.010 |
36,966 |
33,893 |
-947 |
| Sep10 |
100608 |
88.950 |
89.100 |
88.495 |
88.945 |
+0.018 |
3,341 |
3,917 |
+736 |
| Dec10 |
100608 |
89.115 |
89.115 |
89.115 |
89.115 |
+0.017 |
1 |
17 |
-1 |
| Total Volume and Open Interest |
40,308 |
37,827 |
-212 |
| Australian Dollar(CME) |
| Jun10 |
100608 |
80.91 |
82.85 |
80.83 |
82.08 |
+0.74 |
131,028 |
98,324 |
-660 |
| Sep10 |
100608 |
80.05 |
81.92 |
80.00 |
81.21 |
+0.72 |
6,309 |
8,281 |
+2,073 |
| Dec10 |
100608 |
80.39 |
80.39 |
79.68 |
80.39 |
+0.71 |
0 |
366 |
+0 |
| Total Volume and Open Interest |
137,337 |
106,980 |
+1,413 |
| British Pound(CME) |
| Jun10 |
100608 |
144.70 |
145.30 |
143.46 |
143.81 |
-0.89 |
132,596 |
140,526 |
-844 |
| Sep10 |
100608 |
144.68 |
145.32 |
143.49 |
143.83 |
-0.89 |
8,699 |
16,163 |
+3,572 |
| Dec10 |
100608 |
143.86 |
144.75 |
143.86 |
143.86 |
-0.89 |
0 |
43 |
+0 |
| Total Volume and Open Interest |
141,295 |
156,732 |
+2,728 |
| Canadian Dollar(CME) |
| Jun10 |
100608 |
94.24 |
95.51 |
94.22 |
95.09 |
+0.50 |
128,610 |
105,938 |
+3,275 |
| Sep10 |
100608 |
94.16 |
95.45 |
94.16 |
95.04 |
+0.50 |
8,713 |
16,297 |
+3,757 |
| Dec10 |
100608 |
94.17 |
95.25 |
94.17 |
94.96 |
+0.50 |
433 |
2,319 |
+260 |
| Mar11 |
100608 |
94.82 |
94.82 |
94.32 |
94.82 |
+0.50 |
21 |
333 |
+0 |
| Total Volume and Open Interest |
137,778 |
124,978 |
+7,293 |
| Japanese Yen(CME) |
| Jun10 |
100608 |
109.35 |
110.09 |
108.78 |
109.53 |
+0.48 |
178,406 |
122,376 |
-3,833 |
| Sep10 |
100608 |
109.50 |
110.25 |
108.96 |
109.70 |
+0.48 |
12,100 |
11,488 |
+4,964 |
| Dec10 |
100608 |
109.11 |
109.91 |
109.11 |
109.91 |
+0.47 |
6 |
131 |
+4 |
| Total Volume and Open Interest |
190,512 |
133,997 |
+1,135 |
| Swiss Franc(CME) |
| Jun10 |
100608 |
85.99 |
87.08 |
85.91 |
86.63 |
+0.53 |
74,414 |
49,551 |
+1,010 |
| Sep10 |
100608 |
86.21 |
87.27 |
86.16 |
86.82 |
+0.52 |
5,092 |
5,215 |
+1,344 |
| Dec10 |
100608 |
87.07 |
87.07 |
86.55 |
87.07 |
+0.52 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
79,506 |
54,779 |
+2,354 |
| EuroFX(CME) |
| Jun10 |
100608 |
119.19 |
120.10 |
119.02 |
119.24 |
-0.12 |
516,180 |
226,990 |
-21,454 |
| Sep10 |
100608 |
119.30 |
120.20 |
119.13 |
119.34 |
-0.13 |
33,477 |
49,173 |
+17,093 |
| Dec10 |
100608 |
119.22 |
120.30 |
119.22 |
119.47 |
-0.12 |
39 |
528 |
-4 |
| Total Volume and Open Interest |
549,696 |
276,740 |
-4,365 |
| Mexican Peso(CME) |
| Jun10 |
100608 |
768.8 |
776.5 |
768.5 |
772.8 |
+0.8 |
41,088 |
69,862 |
-6,924 |
| Jul10 |
100608 |
771.2 |
771.2 |
770.5 |
771.2 |
+0.8 |
|
|
|
| Total Volume and Open Interest |
55,427 |
85,935 |
+5,373 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100607 |
124~290 |
124~290 |
124~290 |
124~290 |
unch |
|
|
|
| Sep10 |
100608 |
124~270 |
124~310 |
124~040 |
124~190 |
+0~100 |
352,807 |
651,349 |
+7,700 |
| Dec10 |
100608 |
123~150 |
123~150 |
122~290 |
123~090 |
+0~120 |
15 |
92 |
+5 |
| Total Volume and Open Interest |
366,408 |
699,781 |
-65 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100608 |
121~275 |
121~310 |
121~170 |
121~260 |
+0~050 |
83,088 |
151,110 |
-26,226 |
| Sep10 |
100608 |
121~050 |
121~065 |
120~230 |
121~010 |
+0~055 |
1,426,845 |
1,682,844 |
+24,997 |
| Dec10 |
100608 |
119~275 |
119~275 |
119~205 |
119~275 |
+0~070 |
46 |
81 |
+26 |
| Total Volume and Open Interest |
1,509,979 |
1,834,056 |
-1,203 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100607 |
58~126 |
58~126 |
58~126 |
58~126 |
unch |
|
|
|
| Sep10 |
100608 |
117~054 |
117~058 |
117~019 |
117~040 |
+0~008 |
667,101 |
865,221 |
+1,035 |
| Dec10 |
100608 |
116~031 |
116~031 |
116~023 |
116~031 |
+0~008 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
696,824 |
938,555 |
-5,348 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100607 |
54~089 |
54~089 |
54~089 |
54~089 |
unch |
|
|
|
| Sep10 |
100608 |
109~015 |
109~019 |
109~005 |
109~012 |
+0~002 |
295,419 |
864,724 |
+21,850 |
| Dec10 |
100608 |
108~108 |
108~109 |
108~106 |
108~108 |
+0~002 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
352,044 |
900,697 |
-8,345 |
| Eurodollars(CME) |
| Jun10 |
100608 |
99.438 |
99.460 |
99.435 |
99.455 |
+0.018 |
159,644 |
1,046,294 |
-12,624 |
| Sep10 |
100608 |
99.210 |
99.275 |
99.205 |
99.265 |
+0.045 |
387,882 |
981,561 |
-9,218 |
| Dec10 |
100608 |
99.065 |
99.135 |
99.055 |
99.120 |
+0.050 |
356,630 |
1,092,124 |
+39,941 |
| Mar11 |
100608 |
98.955 |
99.000 |
98.930 |
98.985 |
+0.035 |
311,404 |
788,993 |
+24,636 |
| Jun11 |
100608 |
98.765 |
98.815 |
98.740 |
98.795 |
+0.030 |
412,537 |
832,722 |
+27,614 |
| Sep11 |
100608 |
98.555 |
98.600 |
98.530 |
98.575 |
+0.020 |
256,894 |
723,944 |
+1,425 |
| Dec11 |
100608 |
98.325 |
98.360 |
98.285 |
98.325 |
+0.010 |
186,050 |
553,166 |
-3,531 |
| Mar12 |
100608 |
98.165 |
98.165 |
98.070 |
98.100 |
-0.005 |
140,419 |
403,991 |
+4,084 |
| Jun12 |
100608 |
97.885 |
97.910 |
97.840 |
97.865 |
-0.010 |
102,365 |
260,976 |
+5,383 |
| Sep12 |
100608 |
97.670 |
97.685 |
97.610 |
97.640 |
-0.010 |
74,512 |
191,425 |
+5,451 |
| Dec12 |
100608 |
97.435 |
97.455 |
97.380 |
97.405 |
-0.010 |
56,018 |
150,706 |
+3,716 |
| Mar13 |
100608 |
97.245 |
97.250 |
97.180 |
97.205 |
-0.010 |
49,703 |
133,490 |
-425 |
| Jun13 |
100608 |
97.020 |
97.035 |
96.960 |
96.990 |
-0.010 |
20,187 |
81,978 |
-806 |
| Sep13 |
100608 |
96.840 |
96.840 |
96.765 |
96.795 |
-0.005 |
16,972 |
74,569 |
+715 |
| Dec13 |
100608 |
96.645 |
96.645 |
96.565 |
96.595 |
-0.005 |
13,893 |
40,284 |
+614 |
| Mar14 |
100608 |
96.420 |
96.465 |
96.405 |
96.440 |
unch |
13,771 |
39,646 |
+24 |
| Jun14 |
100608 |
96.265 |
96.295 |
96.245 |
96.275 |
unch |
9,111 |
32,341 |
+158 |
| Sep14 |
100608 |
96.130 |
96.150 |
96.100 |
96.130 |
unch |
7,855 |
23,469 |
+442 |
| Total Volume and Open Interest |
2,597,432 |
7,611,179 |
+89,777 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100608 |
99.798 |
99.802 |
99.793 |
99.798 |
+0.005 |
4,133 |
68,128 |
-1,007 |
| Jul10 |
100608 |
99.785 |
99.790 |
99.780 |
99.785 |
+0.005 |
5,135 |
50,737 |
+1,903 |
| Aug10 |
100608 |
99.775 |
99.780 |
99.770 |
99.775 |
+0.005 |
4,370 |
75,888 |
+295 |
| Sep10 |
100608 |
99.765 |
99.770 |
99.760 |
99.765 |
+0.005 |
5,833 |
48,456 |
-1,642 |
| Oct10 |
100608 |
99.750 |
99.750 |
99.745 |
99.745 |
unch |
7,412 |
71,363 |
-1,719 |
| Nov10 |
100608 |
99.720 |
99.725 |
99.715 |
99.720 |
unch |
8,870 |
82,562 |
-302 |
| Total Volume and Open Interest |
61,388 |
625,858 |
-927 |
| 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 |
100608 |
99.613 |
99.618 |
99.613 |
99.618 |
+0.005 |
0 |
2,152 |
-200 |
| Sep10 |
100608 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.007 |
0 |
1,031 |
+0 |
| Dec10 |
100608 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
342 |
+0 |
| Mar11 |
100608 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
167 |
+0 |
| Jun11 |
100608 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
|
|
|
| Sep11 |
100608 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Dec11 |
100608 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
| Mar12 |
100608 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Jun12 |
100608 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Sep12 |
100608 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
3,692 |
-200 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100608 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
3,346 |
+0 |
| Dec10 |
100608 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,411 |
-50 |
| Mar11 |
100608 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
100 |
1,993 |
+0 |
| Jun11 |
100608 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
102 |
+0 |
| Sep11 |
100608 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
53 |
+0 |
| Dec11 |
100608 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
102 |
+0 |
| Mar12 |
100608 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
305 |
+0 |
| Jun12 |
100608 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
300 |
12,383 |
+31 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100608 |
140.56 |
140.69 |
140.46 |
140.65 |
+0.07 |
7,837 |
11,713 |
+2,562 |
| Dec10 |
100608 |
138.56 |
138.56 |
138.56 |
138.56 |
+0.07 |
|
|
|
| Mar11 |
100608 |
136.47 |
136.47 |
136.47 |
136.47 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
18,382 |
25,866 |
-718 |
| Euro-Bund(EUREX) |
| Jun10 |
100608 |
129.64 |
130.37 |
129.64 |
130.16 |
+0.42 |
1,362,022 |
267,956 |
-256,851 |
| Sep10 |
100608 |
129.20 |
129.93 |
129.12 |
129.80 |
+0.49 |
806,923 |
777,298 |
+275,087 |
| Dec10 |
100608 |
127.78 |
128.29 |
127.78 |
128.29 |
+0.53 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
2,168,945 |
1,045,259 |
+18,236 |
| Euro-Bobl(EUREX) |
| Jun10 |
100608 |
121.32 |
121.74 |
121.32 |
121.62 |
+0.30 |
960,595 |
190,624 |
-205,522 |
| Sep10 |
100608 |
120.77 |
121.16 |
120.72 |
121.06 |
+0.29 |
646,679 |
639,558 |
+198,124 |
| Dec10 |
100608 |
120.07 |
120.07 |
119.74 |
119.74 |
-0.92 |
|
|
|
| Total Volume and Open Interest |
1,607,274 |
830,182 |
-7,398 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100608 |
99.270 |
99.280 |
99.270 |
99.275 |
+0.005 |
1,104 |
6,492 |
-481 |
| Sep10 |
100608 |
99.115 |
99.165 |
99.115 |
99.160 |
+0.050 |
612 |
3,237 |
-3 |
| Dec10 |
100608 |
99.065 |
99.110 |
99.065 |
99.110 |
+0.060 |
563 |
2,510 |
-129 |
| Total Volume and Open Interest |
2,293 |
18,032 |
-713 |
| Long Gilt(LIFFE) |
| Jun10 |
100608 |
120~26 |
121~08 |
120~24 |
121~02 |
+0~08 |
1,575 |
21,573 |
-603 |
| Sep10 |
100608 |
119~14 |
119~28 |
119~09 |
119~22 |
+0~09 |
95,584 |
279,794 |
-1,451 |
| Total Volume and Open Interest |
97,159 |
301,367 |
-2,054 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100608 |
99.25 |
99.27 |
99.24 |
99.27 |
+0.03 |
17,115 |
334,880 |
-3,876 |
| Sep10 |
100608 |
99.07 |
99.13 |
99.06 |
99.12 |
+0.07 |
54,553 |
346,862 |
-8,278 |
| Dec10 |
100608 |
98.92 |
98.99 |
98.91 |
98.97 |
+0.08 |
84,479 |
357,736 |
-11,392 |
| Mar11 |
100608 |
98.82 |
98.89 |
98.81 |
98.86 |
+0.07 |
64,359 |
235,815 |
-13,256 |
| Jun11 |
100608 |
98.67 |
98.73 |
98.66 |
98.71 |
+0.06 |
64,734 |
294,864 |
-4,805 |
| Sep11 |
100608 |
98.50 |
98.57 |
98.49 |
98.54 |
+0.06 |
56,277 |
259,820 |
+3,530 |
| Total Volume and Open Interest |
433,635 |
2,418,166 |
-28,418 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100608 |
99.270 |
99.280 |
99.265 |
99.275 |
+0.005 |
65,873 |
860,289 |
+11,405 |
| Sep10 |
100608 |
99.115 |
99.175 |
99.110 |
99.160 |
+0.050 |
153,918 |
609,194 |
-4,270 |
| Dec10 |
100608 |
99.065 |
99.125 |
99.045 |
99.110 |
+0.060 |
140,089 |
496,205 |
+10,946 |
| Total Volume and Open Interest |
968,459 |
3,976,153 |
+57,199 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100608 |
95.17 |
95.17 |
95.12 |
95.13 |
-0.04 |
17,363 |
217,869 |
-10,369 |
| Sep10 |
100608 |
95.22 |
95.26 |
95.17 |
95.21 |
-0.02 |
28,918 |
258,207 |
+3,326 |
| Dec10 |
100608 |
95.17 |
95.21 |
95.12 |
95.14 |
-0.03 |
13,616 |
134,418 |
+541 |
| Mar11 |
100608 |
95.07 |
95.13 |
95.03 |
95.05 |
-0.03 |
7,059 |
66,193 |
+2,770 |
| Jun11 |
100608 |
94.94 |
95.00 |
94.92 |
94.93 |
-0.03 |
3,592 |
45,244 |
+1,451 |
| Sep11 |
100608 |
94.82 |
94.89 |
94.80 |
94.82 |
-0.03 |
2,196 |
32,994 |
+700 |
| Dec11 |
100608 |
94.75 |
94.80 |
94.72 |
94.74 |
-0.02 |
1,474 |
24,929 |
+164 |
| Mar12 |
100608 |
94.71 |
94.71 |
94.66 |
94.68 |
-0.03 |
892 |
18,973 |
+353 |
| Jun12 |
100608 |
94.68 |
94.71 |
94.64 |
94.66 |
-0.02 |
204 |
4,327 |
-204 |
| Sep12 |
100608 |
94.66 |
94.67 |
94.66 |
94.67 |
-0.01 |
2 |
3,036 |
+0 |
| Total Volume and Open Interest |
75,326 |
808,035 |
-1,258 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100608 |
94.71 |
94.76 |
94.66 |
94.68 |
-0.04 |
34,649 |
420,643 |
-8,591 |
| Sep10 |
100608 |
94.68 |
94.70 |
94.64 |
94.65 |
-0.04 |
557 |
753 |
+493 |
| Total Volume and Open Interest |
35,206 |
421,396 |
-8,098 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100608 |
95.29 |
95.35 |
95.24 |
95.27 |
-0.04 |
149,934 |
936,974 |
-39,703 |
| Sep10 |
100608 |
95.21 |
95.25 |
95.17 |
95.19 |
-0.02 |
949 |
2,615 |
+689 |
| Total Volume and Open Interest |
150,883 |
939,589 |
-39,014 |
| Gold(CMX) |
| Jun10 |
100608 |
1241.5 |
1252.1 |
1234.1 |
1244.0 |
+4.7 |
1,070 |
2,985 |
-570 |
| Aug10 |
100608 |
1242.6 |
1254.5 |
1235.0 |
1245.6 |
+4.8 |
139,929 |
348,562 |
+7,509 |
| Oct10 |
100608 |
1243.5 |
1255.5 |
1237.6 |
1247.8 |
+4.9 |
1,692 |
22,053 |
+495 |
| Dec10 |
100608 |
1247.1 |
1259.0 |
1239.7 |
1250.0 |
+4.8 |
3,929 |
66,933 |
+89 |
| Feb11 |
100608 |
1253.8 |
1256.1 |
1242.8 |
1252.4 |
+4.8 |
359 |
19,484 |
+117 |
| Apr11 |
100608 |
1250.4 |
1257.1 |
1247.9 |
1254.8 |
+4.7 |
190 |
15,317 |
+138 |
| Jun11 |
100608 |
598.3 |
606.6 |
593.0 |
602.0 |
+4.7 |
63 |
12,796 |
-5 |
| Aug11 |
100608 |
1261.6 |
1261.6 |
1260.2 |
1260.2 |
+4.6 |
15 |
4,096 |
-3 |
| Oct11 |
100608 |
1263.4 |
1263.4 |
1263.4 |
1263.4 |
+4.5 |
0 |
7,135 |
+0 |
| Dec11 |
100608 |
1269.2 |
1273.5 |
1265.0 |
1266.8 |
+4.5 |
291 |
16,774 |
+47 |
| Feb12 |
100608 |
1270.6 |
1270.6 |
1270.6 |
1270.6 |
+4.3 |
100 |
4,057 |
+100 |
| Apr12 |
100608 |
1279.8 |
1280.1 |
1274.7 |
1274.7 |
+4.3 |
300 |
175 |
+175 |
| Total Volume and Open Interest |
149,117 |
556,961 |
+8,347 |
| Silver(CMX) |
| Jul10 |
100608 |
1815.0 |
1849.0 |
1808.5 |
1847.7 |
+31.5 |
41,852 |
65,422 |
-2,521 |
| Sep10 |
100608 |
1824.0 |
1853.5 |
1814.0 |
1852.0 |
+31.7 |
2,420 |
19,318 |
+1,008 |
| Dec10 |
100608 |
1826.0 |
1858.0 |
1821.0 |
1857.8 |
+31.9 |
2,590 |
15,250 |
-199 |
| Mar11 |
100608 |
1847.0 |
1861.8 |
1847.0 |
1861.8 |
+31.9 |
1,659 |
9,019 |
-819 |
| May11 |
100608 |
1864.2 |
1864.2 |
1864.2 |
1864.2 |
+31.9 |
356 |
3,027 |
+304 |
| Jul11 |
100608 |
1858.0 |
1866.6 |
1857.0 |
1866.6 |
+31.9 |
1,034 |
2,319 |
+607 |
| Sep11 |
100608 |
1869.2 |
1869.2 |
1869.2 |
1869.2 |
+31.9 |
6 |
282 |
+2 |
| Total Volume and Open Interest |
50,033 |
121,123 |
-1,548 |
| Platinum(NYMEX) |
| Jul10 |
100608 |
1515.0 |
1532.4 |
1511.5 |
1528.8 |
+11.5 |
4,506 |
25,709 |
+211 |
| Oct10 |
100608 |
1521.3 |
1535.5 |
1521.3 |
1534.7 |
+11.5 |
169 |
3,875 |
+94 |
| Jan11 |
100608 |
1524.9 |
1536.3 |
1524.9 |
1536.3 |
+11.8 |
10 |
374 |
+8 |
| Apr11 |
100608 |
1536.3 |
1536.3 |
1536.3 |
1536.3 |
+11.8 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,736 |
29,960 |
+312 |
| Palladium(NYMEX) |
| Jun10 |
100608 |
434.70 |
443.35 |
434.70 |
441.45 |
+12.60 |
195 |
154 |
-80 |
| Sep10 |
100608 |
435.90 |
443.95 |
427.10 |
442.15 |
+11.80 |
3,232 |
20,149 |
-567 |
| Dec10 |
100608 |
442.10 |
442.90 |
442.10 |
442.90 |
+11.60 |
19 |
362 |
-4 |
| Total Volume and Open Interest |
3,450 |
20,740 |
-653 |
| Copper(CMX) |
| Jul10 |
100608 |
275.45 |
280.90 |
273.00 |
277.95 |
+1.35 |
41,912 |
68,821 |
-509 |
| Sep10 |
100608 |
276.60 |
282.80 |
275.00 |
279.95 |
+1.40 |
6,149 |
32,594 |
+1,991 |
| Dec10 |
100608 |
281.10 |
284.65 |
278.15 |
282.35 |
+1.45 |
1,470 |
11,554 |
+197 |
| Mar11 |
100608 |
282.75 |
285.25 |
279.25 |
283.85 |
+1.45 |
577 |
7,020 |
+396 |
| May11 |
100608 |
281.00 |
287.00 |
280.50 |
284.65 |
+1.45 |
82 |
1,326 |
-12 |
| Total Volume and Open Interest |
51,704 |
133,526 |
+2,867 |
| DJIA Index(CBOT) |
| Jun10 |
100608 |
9700 |
9940 |
9700 |
9914 |
+120 |
513 |
12,549 |
-95 |
| Sep10 |
100608 |
9670 |
9860 |
9670 |
9855 |
+119 |
24 |
262 |
+16 |
| Dec10 |
100608 |
9799 |
9799 |
9679 |
9799 |
+120 |
0 |
2 |
+0 |
| Mar11 |
100608 |
9746 |
9746 |
9626 |
9746 |
+120 |
|
|
|
| Total Volume and Open Interest |
537 |
12,813 |
-79 |
| S & P 500(CME) |
| Jun10 |
100608 |
1048.60 |
1063.30 |
1041.20 |
1059.20 |
+11.20 |
39,893 |
305,345 |
+16,916 |
| Sep10 |
100608 |
1046.50 |
1058.50 |
1037.50 |
1054.90 |
+11.20 |
5,704 |
47,478 |
+2,310 |
| Dec10 |
100608 |
1050.50 |
1053.30 |
1033.30 |
1050.50 |
+11.20 |
0 |
4,380 |
+0 |
| Mar11 |
100608 |
1046.90 |
1049.70 |
1029.70 |
1046.90 |
+11.20 |
0 |
476 |
+0 |
| Total Volume and Open Interest |
45,597 |
357,724 |
+19,226 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100608 |
1048.25 |
1063.25 |
1041.25 |
1059.25 |
+11.25 |
3,211,493 |
2,750,025 |
+92,095 |
| Sep10 |
100608 |
1043.25 |
1059.00 |
1037.00 |
1055.00 |
+11.25 |
62,763 |
181,201 |
+20,414 |
| Total Volume and Open Interest |
3,274,291 |
2,934,309 |
+112,486 |
| NASDAQ 100(CME) |
| Jun10 |
100608 |
1796.50 |
1817.50 |
1770.00 |
1791.50 |
-4.30 |
1,955 |
24,160 |
+835 |
| Sep10 |
100608 |
1798.50 |
1802.00 |
1770.00 |
1789.80 |
-4.20 |
0 |
1,103 |
+0 |
| Dec10 |
100608 |
1787.00 |
1787.80 |
1787.00 |
1787.00 |
-4.30 |
|
|
|
| Total Volume and Open Interest |
1,955 |
25,263 |
+835 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100608 |
1795.00 |
1817.80 |
1770.00 |
1791.50 |
-4.30 |
426,018 |
358,630 |
+9,169 |
| Sep10 |
100608 |
1794.80 |
1815.80 |
1768.50 |
1789.80 |
-4.20 |
1,613 |
4,303 |
+415 |
| Total Volume and Open Interest |
427,632 |
362,976 |
+9,584 |
| S & P Midcap 400(CME) |
| Jun10 |
100608 |
725.35 |
727.25 |
710.00 |
722.30 |
+3.10 |
10 |
3,664 |
+6 |
| Sep10 |
100608 |
720.20 |
720.70 |
720.20 |
720.20 |
+3.00 |
|
|
|
| Dec10 |
100608 |
718.20 |
718.70 |
718.20 |
718.20 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
10 |
3,664 |
+6 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100608 |
9410 |
9585 |
9370 |
9510 |
+110 |
17,718 |
46,553 |
+3,083 |
| Sep10 |
100608 |
9525 |
9600 |
9420 |
9565 |
+115 |
325 |
887 |
+165 |
| Total Volume and Open Interest |
18,043 |
47,440 |
+3,248 |
| Nikkei 225(SGX) |
| Jun10 |
100608 |
9540 |
9605 |
9420 |
9515 |
+5 |
91,812 |
197,953 |
+12,007 |
| Sep10 |
100608 |
9540 |
9600 |
9420 |
9510 |
+5 |
2,563 |
28,556 |
+16,263 |
| Dec10 |
100608 |
9460 |
9460 |
9460 |
9460 |
unch |
0 |
1,717 |
+20 |
| Total Volume and Open Interest |
94,375 |
234,933 |
+28,310 |
| CAC 40(EURONEXT) |
| Jun10 |
100608 |
3400.0 |
3427.5 |
3331.5 |
3370.0 |
-31.5 |
191,827 |
551,748 |
+24,379 |
| Jul10 |
100608 |
3400.0 |
3410.5 |
3335.5 |
3366.0 |
-31.0 |
208 |
6,902 |
+92 |
| Aug10 |
100608 |
3363.5 |
3366.5 |
3360.5 |
3366.5 |
-30.0 |
160 |
499 |
+160 |
| Total Volume and Open Interest |
192,276 |
560,844 |
+24,623 |
| Hang Seng Index(HKFE) |
| Jun10 |
100608 |
19499 |
19512 |
19308 |
19498 |
+163 |
56,299 |
81,368 |
+4,548 |
| Jul10 |
100608 |
19480 |
19480 |
19275 |
19442 |
+157 |
436 |
2,046 |
+829 |
| Total Volume and Open Interest |
56,981 |
85,460 |
+5,398 |
| DAX(EUREX) |
| Jun10 |
100608 |
5898.5 |
5932.0 |
5798.5 |
5855.0 |
-35.5 |
183,352 |
187,690 |
-929 |
| Sep10 |
100608 |
5903.0 |
5935.0 |
5807.0 |
5860.0 |
-35.0 |
1,028 |
10,851 |
+33 |
| Dec10 |
100608 |
5920.0 |
5940.5 |
5814.5 |
5866.0 |
-36.5 |
359 |
3,874 |
+121 |
| Total Volume and Open Interest |
184,739 |
202,415 |
-775 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100608 |
5076.50 |
5082.50 |
4983.50 |
5027.00 |
-38.00 |
135,859 |
684,258 |
+3,955 |
| Sep10 |
100608 |
5050.00 |
5050.00 |
4950.00 |
4989.50 |
-37.00 |
4,158 |
19,582 |
+3,220 |
| Dec10 |
100608 |
5009.00 |
5010.50 |
4940.00 |
4963.00 |
-39.00 |
23 |
3,290 |
-3 |
| Total Volume and Open Interest |
140,040 |
707,737 |
+7,172 |
| SPI 200(SFE) |
| Jun10 |
100608 |
4338.0 |
4397.0 |
4294.0 |
4394.0 |
+56.0 |
50,265 |
246,849 |
+10,800 |
| Sep10 |
100608 |
4328.0 |
4383.0 |
4280.0 |
4383.0 |
+59.0 |
272 |
4,442 |
+198 |
| Dec10 |
100608 |
4355.0 |
4402.0 |
4343.0 |
4402.0 |
+61.0 |
0 |
2,873 |
+0 |
| Total Volume and Open Interest |
50,672 |
255,618 |
+11,114 |
| GSCI(CME) |
| Jun10 |
100608 |
473.70 |
478.00 |
473.00 |
476.40 |
+1.40 |
240 |
16,860 |
-4 |
| Jul10 |
100608 |
478.50 |
483.00 |
478.50 |
481.00 |
+0.60 |
7 |
234 |
+1 |
| Aug10 |
100608 |
482.25 |
486.00 |
482.25 |
484.00 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
247 |
17,094 |
-3 |
| 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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