|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed June 09, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100609 |
929.75 |
951.75 |
926.25 |
943.50 |
+12.50 |
71,789 |
189,486 |
-10,631 |
| Aug10 |
100609 |
909.50 |
929.00 |
908.00 |
920.50 |
+8.25 |
9,789 |
23,467 |
+2,272 |
| Sep10 |
100609 |
894.75 |
910.25 |
893.25 |
903.25 |
+5.00 |
2,864 |
12,120 |
-6 |
| Nov10 |
100609 |
891.00 |
904.00 |
886.75 |
896.50 |
+2.25 |
47,989 |
183,874 |
+8,610 |
| Jan11 |
100609 |
900.00 |
913.00 |
897.25 |
905.00 |
+1.75 |
4,422 |
23,479 |
+1,942 |
| Mar11 |
100609 |
906.75 |
919.25 |
906.75 |
912.50 |
+1.50 |
1,213 |
7,249 |
+423 |
| May11 |
100609 |
919.50 |
921.75 |
915.50 |
916.00 |
+1.50 |
374 |
6,278 |
+1 |
| Total Volume and Open Interest |
140,059 |
474,820 |
+3,206 |
| Soybean Meal(CBOT) |
| Jul10 |
100609 |
277.00 |
287.60 |
276.20 |
285.50 |
+8.70 |
24,315 |
73,358 |
-4,317 |
| Aug10 |
100609 |
266.20 |
275.10 |
265.80 |
272.60 |
+6.30 |
5,828 |
19,813 |
+808 |
| Sep10 |
100609 |
258.50 |
266.70 |
258.00 |
264.00 |
+4.90 |
2,902 |
13,168 |
+235 |
| Oct10 |
100609 |
251.50 |
257.90 |
251.00 |
255.30 |
+3.70 |
1,172 |
8,639 |
-86 |
| Dec10 |
100609 |
249.70 |
255.30 |
248.50 |
253.20 |
+2.90 |
11,505 |
43,712 |
+3,047 |
| Jan11 |
100609 |
250.00 |
255.10 |
250.00 |
253.80 |
+2.90 |
986 |
4,922 |
+438 |
| Mar11 |
100609 |
253.30 |
256.20 |
253.30 |
254.60 |
+2.50 |
147 |
4,444 |
+53 |
| May11 |
100609 |
254.00 |
255.80 |
252.10 |
254.60 |
+2.50 |
37 |
2,114 |
-22 |
| Total Volume and Open Interest |
46,955 |
174,860 |
+160 |
| Soybean Oil(CBOT) |
| Jul10 |
100609 |
36.76 |
37.20 |
36.53 |
36.75 |
+0.08 |
49,957 |
166,034 |
-9,599 |
| Aug10 |
100609 |
36.93 |
37.40 |
36.75 |
36.94 |
+0.05 |
6,946 |
31,231 |
+558 |
| Sep10 |
100609 |
37.16 |
37.72 |
37.10 |
37.16 |
+0.03 |
5,334 |
22,597 |
+2,151 |
| Oct10 |
100609 |
37.17 |
37.83 |
37.17 |
37.36 |
+0.03 |
1,471 |
12,492 |
+249 |
| Dec10 |
100609 |
37.83 |
38.26 |
37.59 |
37.80 |
+0.03 |
26,804 |
89,720 |
+6,850 |
| Jan11 |
100609 |
38.10 |
38.58 |
38.10 |
38.13 |
+0.04 |
868 |
4,957 |
+289 |
| Mar11 |
100609 |
38.86 |
38.88 |
38.48 |
38.48 |
+0.06 |
155 |
2,413 |
+59 |
| May11 |
100609 |
39.06 |
39.11 |
38.77 |
38.78 |
+0.06 |
30 |
1,450 |
+9 |
| Total Volume and Open Interest |
91,767 |
334,845 |
+709 |
| Canola(WCE) |
| Jul10 |
100609 |
387.3 |
394.9 |
385.6 |
391.1 |
+4.2 |
9,463 |
78,740 |
-3,754 |
| Nov10 |
100609 |
392.5 |
399.6 |
390.5 |
395.1 |
+2.8 |
8,061 |
64,218 |
+2,903 |
| Jan11 |
100609 |
398.0 |
405.8 |
396.7 |
400.3 |
+2.3 |
1,949 |
5,041 |
+458 |
| Mar11 |
100609 |
400.0 |
409.3 |
400.0 |
403.7 |
+2.1 |
863 |
3,100 |
-83 |
| May11 |
100609 |
404.6 |
410.8 |
404.5 |
405.7 |
+1.4 |
420 |
1,468 |
+265 |
| Total Volume and Open Interest |
20,999 |
153,994 |
-95 |
| Corn(CBOT) |
| Jul10 |
100609 |
338.00 |
341.25 |
336.50 |
338.25 |
+1.00 |
140,946 |
431,066 |
-24,180 |
| Sep10 |
100609 |
346.00 |
349.75 |
345.00 |
347.00 |
+1.00 |
69,798 |
229,797 |
+14,422 |
| Dec10 |
100609 |
356.50 |
361.00 |
355.50 |
358.50 |
+2.00 |
63,510 |
400,347 |
+9,826 |
| Mar11 |
100609 |
369.75 |
374.25 |
369.00 |
372.00 |
+2.25 |
5,024 |
59,695 |
+1,278 |
| May11 |
100609 |
378.50 |
383.00 |
378.50 |
381.25 |
+2.25 |
1,373 |
9,390 |
-14 |
| Jul11 |
100609 |
387.50 |
391.50 |
387.50 |
390.00 |
+2.00 |
4,529 |
38,135 |
+920 |
| Total Volume and Open Interest |
291,327 |
1,243,788 |
+3,025 |
| Wheat(CBOT) |
| Jul10 |
100609 |
432.75 |
436.00 |
425.50 |
428.00 |
-4.25 |
47,975 |
193,619 |
-11,181 |
| Sep10 |
100609 |
449.00 |
452.75 |
442.50 |
444.75 |
-4.25 |
27,285 |
125,945 |
+5,603 |
| Dec10 |
100609 |
480.00 |
482.75 |
472.75 |
475.00 |
-4.50 |
16,198 |
82,599 |
+3,194 |
| Mar11 |
100609 |
511.50 |
514.00 |
505.25 |
507.25 |
-4.25 |
2,073 |
28,532 |
+826 |
| May11 |
100609 |
530.00 |
532.00 |
523.00 |
525.75 |
-4.25 |
263 |
9,159 |
+124 |
| Total Volume and Open Interest |
102,543 |
503,561 |
+2,399 |
| Wheat(KCBT) |
| Jul10 |
100609 |
461.50 |
464.75 |
456.25 |
458.00 |
-4.00 |
10,180 |
52,910 |
-1,189 |
| Sep10 |
100609 |
473.25 |
476.75 |
468.00 |
470.00 |
-3.75 |
5,021 |
29,396 |
+797 |
| Dec10 |
100609 |
491.50 |
494.50 |
485.75 |
487.75 |
-3.75 |
3,702 |
43,723 |
+1,944 |
| Mar11 |
100609 |
510.00 |
512.25 |
504.00 |
505.25 |
-4.00 |
702 |
15,143 |
+204 |
| May11 |
100609 |
523.00 |
524.00 |
516.25 |
517.75 |
-4.00 |
112 |
7,147 |
+53 |
| Total Volume and Open Interest |
21,912 |
176,144 |
+3,191 |
| Wheat(MGE) |
| Jul10 |
100609 |
489.00 |
493.00 |
485.25 |
486.25 |
-3.25 |
3,476 |
13,486 |
-408 |
| Sep10 |
100609 |
500.00 |
504.75 |
497.00 |
498.25 |
-2.25 |
1,306 |
10,223 |
+197 |
| Dec10 |
100609 |
517.00 |
521.50 |
514.50 |
515.00 |
-1.00 |
670 |
10,419 |
+223 |
| Mar11 |
100609 |
538.50 |
539.00 |
532.25 |
533.00 |
-2.50 |
284 |
3,669 |
-16 |
| May11 |
100609 |
547.75 |
547.75 |
543.25 |
543.75 |
-3.50 |
57 |
1,560 |
+20 |
| Total Volume and Open Interest |
6,950 |
45,434 |
+375 |
| Oats(CBOT) |
| Jul10 |
100609 |
197.75 |
206.75 |
196.25 |
204.00 |
+7.75 |
511 |
9,549 |
-117 |
| Sep10 |
100609 |
203.00 |
212.00 |
203.00 |
208.50 |
+7.75 |
189 |
4,187 |
-2 |
| Dec10 |
100609 |
208.50 |
217.00 |
207.25 |
213.00 |
+5.75 |
124 |
4,758 |
+11 |
| Mar11 |
100609 |
222.00 |
222.00 |
216.25 |
222.00 |
+5.75 |
4 |
567 |
+2 |
| Total Volume and Open Interest |
828 |
19,061 |
-106 |
| Rough Rice(CBOT) |
| Jul10 |
100609 |
10.80 |
10.90 |
10.56 |
10.58 |
-0.25 |
236 |
6,916 |
-84 |
| Sep10 |
100609 |
10.83 |
10.94 |
10.65 |
10.66 |
-0.20 |
215 |
5,145 |
+52 |
| Nov10 |
100609 |
11.00 |
11.00 |
10.84 |
10.84 |
-0.16 |
49 |
2,032 |
-3 |
| Jan11 |
100609 |
11.20 |
11.20 |
11.12 |
11.12 |
-0.15 |
0 |
448 |
+0 |
| Total Volume and Open Interest |
501 |
15,656 |
-35 |
| Live Cattle(CME) |
| Jun10 |
100609 |
90.080 |
90.700 |
89.600 |
89.650 |
-0.300 |
7,719 |
21,955 |
-1,010 |
| Aug10 |
100609 |
87.830 |
88.900 |
87.400 |
87.480 |
-0.350 |
25,096 |
144,233 |
+177 |
| Oct10 |
100609 |
89.100 |
89.930 |
88.650 |
88.750 |
-0.250 |
13,183 |
88,418 |
+1,648 |
| Dec10 |
100609 |
91.250 |
92.000 |
90.850 |
91.100 |
-0.150 |
3,919 |
44,564 |
+658 |
| Feb11 |
100609 |
92.250 |
93.035 |
91.950 |
92.200 |
-0.050 |
1,492 |
19,539 |
+240 |
| Apr11 |
100609 |
94.250 |
95.000 |
93.900 |
94.000 |
-0.180 |
2,034 |
10,193 |
+445 |
| Total Volume and Open Interest |
53,584 |
332,771 |
+2,213 |
| Feeder Cattle(CME) |
| Aug10 |
100609 |
108.885 |
109.885 |
108.885 |
109.230 |
+0.380 |
2,570 |
21,658 |
-71 |
| Sep10 |
100609 |
108.750 |
109.730 |
108.680 |
109.080 |
+0.430 |
502 |
5,253 |
-2 |
| Oct10 |
100609 |
108.650 |
109.400 |
108.430 |
108.950 |
+0.350 |
398 |
3,730 |
+44 |
| Nov10 |
100609 |
108.800 |
109.400 |
108.450 |
108.800 |
+0.400 |
79 |
1,347 |
+16 |
| Jan11 |
100609 |
108.000 |
108.250 |
107.250 |
107.800 |
+0.800 |
26 |
495 |
+12 |
| Mar11 |
100609 |
107.000 |
107.450 |
106.785 |
107.250 |
+1.200 |
0 |
62 |
+0 |
| Apr11 |
100609 |
107.100 |
107.100 |
106.550 |
106.550 |
unch |
0 |
14 |
+0 |
| Total Volume and Open Interest |
3,575 |
32,559 |
-1 |
| Lean Hogs(CME) |
| Jun10 |
100609 |
77.600 |
78.000 |
77.350 |
77.450 |
-0.185 |
6,311 |
11,004 |
-2,334 |
| Jul10 |
100609 |
78.250 |
79.400 |
78.100 |
78.475 |
+0.275 |
26,318 |
51,032 |
-7,840 |
| Aug10 |
100609 |
79.385 |
80.400 |
79.225 |
80.285 |
+0.955 |
22,026 |
45,452 |
+1,796 |
| Oct10 |
100609 |
72.000 |
73.300 |
72.000 |
72.950 |
+0.815 |
7,301 |
41,041 |
-1,133 |
| Dec10 |
100609 |
69.850 |
71.150 |
69.800 |
71.050 |
+1.100 |
3,452 |
25,867 |
+512 |
| Feb11 |
100609 |
70.450 |
71.285 |
70.450 |
71.050 |
+0.915 |
1,082 |
8,625 |
+423 |
| Apr11 |
100609 |
71.150 |
72.300 |
71.150 |
72.300 |
+1.500 |
338 |
4,007 |
+181 |
| May11 |
100609 |
75.600 |
75.600 |
75.600 |
75.600 |
unch |
6 |
154 |
+2 |
| Total Volume and Open Interest |
66,915 |
188,211 |
-8,367 |
| Pork Bellies(CME) |
| Jul10 |
100609 |
95.000 |
97.000 |
95.000 |
96.500 |
+1.700 |
26 |
132 |
-2 |
| Aug10 |
100609 |
94.250 |
94.250 |
94.250 |
94.250 |
unch |
0 |
26 |
+0 |
| Feb11 |
100609 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
| Mar11 |
100609 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100609 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
26 |
163 |
-2 |
| Class III Milk(CME) |
| Jun10 |
100609 |
13.49 |
13.49 |
13.43 |
13.45 |
-0.04 |
28 |
4,375 |
-2 |
| Jul10 |
100609 |
13.20 |
13.30 |
13.19 |
13.20 |
-0.06 |
130 |
4,612 |
-2 |
| Aug10 |
100609 |
13.70 |
13.77 |
13.65 |
13.75 |
+0.01 |
131 |
4,100 |
+26 |
| Sep10 |
100609 |
14.36 |
14.42 |
14.30 |
14.40 |
unch |
84 |
3,804 |
+36 |
| Oct10 |
100609 |
14.54 |
14.59 |
14.50 |
14.54 |
-0.05 |
32 |
3,388 |
+2 |
| Total Volume and Open Interest |
488 |
27,665 |
+108 |
| Cocoa(ICE) |
| Jul10 |
100609 |
2967 |
2991 |
2942 |
2972 |
+10 |
10,094 |
28,101 |
-3,461 |
| Sep10 |
100609 |
2972 |
3010 |
2961 |
2992 |
+11 |
7,321 |
46,282 |
+1,747 |
| Dec10 |
100609 |
3008 |
3039 |
2997 |
3020 |
+13 |
759 |
17,863 |
-51 |
| Mar11 |
100609 |
3037 |
3056 |
3020 |
3046 |
+12 |
538 |
16,179 |
+268 |
| May11 |
100609 |
3054 |
3057 |
3054 |
3054 |
+12 |
104 |
6,648 |
+102 |
| Jul11 |
100609 |
3056 |
3060 |
3051 |
3060 |
+12 |
27 |
3,229 |
+22 |
| Sep11 |
100609 |
3066 |
3066 |
3064 |
3064 |
+10 |
0 |
1,275 |
+0 |
| Total Volume and Open Interest |
18,843 |
124,682 |
-1,373 |
| Coffee "C"(ICE) |
| Jul10 |
100609 |
134.00 |
134.65 |
133.25 |
134.45 |
+0.90 |
11,931 |
51,497 |
-4,336 |
| Sep10 |
100609 |
135.10 |
136.20 |
134.75 |
136.05 |
+0.95 |
10,114 |
44,429 |
+3,234 |
| Dec10 |
100609 |
136.85 |
137.70 |
136.40 |
137.55 |
+0.95 |
3,314 |
24,433 |
+1,190 |
| Mar11 |
100609 |
137.50 |
138.25 |
137.10 |
138.25 |
+1.00 |
259 |
10,057 |
+36 |
| May11 |
100609 |
138.05 |
138.05 |
138.05 |
138.05 |
+1.00 |
49 |
4,558 |
+6 |
| Jul11 |
100609 |
137.95 |
137.95 |
137.95 |
137.95 |
+0.85 |
72 |
2,540 |
+51 |
| Total Volume and Open Interest |
25,800 |
138,378 |
+146 |
| Orange Juice(ICE) |
| Jul10 |
100609 |
138.30 |
138.70 |
137.60 |
137.85 |
-0.45 |
1,841 |
13,820 |
-427 |
| Sep10 |
100609 |
140.40 |
140.40 |
139.70 |
139.90 |
-0.30 |
480 |
10,897 |
+225 |
| Nov10 |
100609 |
141.30 |
141.30 |
140.60 |
140.75 |
-0.45 |
147 |
3,227 |
+30 |
| Jan11 |
100609 |
141.25 |
141.25 |
140.85 |
140.85 |
-0.35 |
18 |
997 |
+14 |
| Mar11 |
100609 |
141.55 |
141.55 |
141.10 |
141.10 |
-0.20 |
3 |
173 |
+3 |
| May11 |
100609 |
141.00 |
141.00 |
141.00 |
141.00 |
-0.20 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
2,489 |
29,467 |
-155 |
| Sugar #11(ICE) |
| Jul10 |
100609 |
15.00 |
15.41 |
15.00 |
15.16 |
+0.28 |
56,102 |
218,901 |
-7,187 |
| Oct10 |
100609 |
15.11 |
15.60 |
15.11 |
15.38 |
+0.29 |
39,333 |
218,880 |
+14,230 |
| Mar11 |
100609 |
16.15 |
16.48 |
16.15 |
16.37 |
+0.25 |
14,964 |
103,478 |
+2,274 |
| May11 |
100609 |
16.34 |
16.65 |
16.34 |
16.57 |
+0.24 |
5,143 |
26,603 |
+1,134 |
| Jul11 |
100609 |
16.56 |
16.77 |
16.56 |
16.67 |
+0.12 |
12,065 |
50,262 |
+6,515 |
| Total Volume and Open Interest |
131,199 |
691,512 |
+17,831 |
| London Cocoa(LCE) |
| Jul10 |
100609 |
2585 |
2608 |
2540 |
2560 |
+116 |
6,686 |
64,174 |
+597 |
| Sep10 |
100609 |
2370 |
2391 |
2364 |
2372 |
-8 |
3,924 |
35,376 |
+599 |
| Dec10 |
100609 |
2312 |
2331 |
2307 |
2318 |
-2 |
3,772 |
25,046 |
-1,334 |
| Mar11 |
100609 |
2272 |
2293 |
2267 |
2279 |
-1 |
1,923 |
22,832 |
+827 |
| May11 |
100609 |
2285 |
2288 |
2274 |
2274 |
+1 |
159 |
5,564 |
+49 |
| Jul11 |
100609 |
2274 |
2276 |
2274 |
2276 |
+2 |
5 |
935 |
-5 |
| Sep11 |
100609 |
2279 |
2279 |
2279 |
2279 |
+4 |
0 |
1,984 |
+0 |
| Total Volume and Open Interest |
14,010 |
154,288 |
-673 |
| London Sugar(LCE) |
| Aug10 |
100609 |
493.00 |
503.40 |
492.50 |
500.90 |
+13.70 |
3,317 |
30,537 |
-256 |
| Oct10 |
100609 |
447.90 |
453.90 |
445.90 |
451.50 |
+9.40 |
1,482 |
18,196 |
-35 |
| Dec10 |
100609 |
436.00 |
442.60 |
435.60 |
439.50 |
+6.50 |
576 |
7,161 |
+352 |
| Mar11 |
100609 |
448.80 |
450.10 |
444.50 |
447.10 |
+5.10 |
253 |
4,192 |
-86 |
| May11 |
100609 |
450.10 |
450.90 |
448.50 |
450.90 |
+5.40 |
130 |
1,769 |
+41 |
| Total Volume and Open Interest |
5,760 |
62,678 |
+18 |
| Cotton(ICE) |
| Jul10 |
100609 |
78.46 |
81.32 |
78.42 |
81.32 |
+3.00 |
14,706 |
69,815 |
-4,271 |
| Oct10 |
100609 |
76.00 |
78.00 |
76.00 |
77.26 |
+1.45 |
169 |
1,457 |
-61 |
| Dec10 |
100609 |
76.41 |
77.83 |
76.41 |
77.63 |
+1.22 |
13,486 |
83,491 |
+2,687 |
| Mar11 |
100609 |
78.30 |
79.13 |
78.30 |
78.95 |
+0.85 |
1,714 |
14,220 |
+1,422 |
| May11 |
100609 |
79.65 |
79.65 |
79.10 |
79.28 |
+0.74 |
191 |
639 |
+16 |
| Jul11 |
100609 |
79.49 |
79.85 |
79.49 |
79.55 |
+0.51 |
418 |
5,239 |
+318 |
| Total Volume and Open Interest |
30,693 |
176,484 |
+119 |
| Lumber(CME) |
| Jul10 |
100609 |
215.2 |
215.2 |
206.0 |
206.0 |
-8.1 |
732 |
4,044 |
-177 |
| Sep10 |
100609 |
223.0 |
225.8 |
218.0 |
219.0 |
-7.0 |
383 |
4,368 |
+50 |
| Nov10 |
100609 |
220.1 |
220.7 |
216.1 |
216.1 |
-1.9 |
72 |
1,036 |
+64 |
| Jan11 |
100609 |
241.3 |
241.3 |
238.5 |
239.9 |
-8.1 |
6 |
82 |
+3 |
| Total Volume and Open Interest |
1,196 |
9,539 |
-60 |
| Crude Oil(NYM) |
| Jul10 |
100609 |
72.51 |
74.96 |
72.03 |
74.38 |
+2.39 |
417,308 |
314,261 |
-29,699 |
| Aug10 |
100609 |
73.33 |
75.85 |
72.97 |
75.44 |
+2.38 |
157,835 |
148,721 |
+13,456 |
| Sep10 |
100609 |
74.25 |
76.56 |
73.88 |
76.33 |
+2.35 |
73,862 |
109,405 |
+4,675 |
| Oct10 |
100609 |
74.99 |
77.25 |
74.81 |
77.03 |
+2.25 |
20,520 |
50,374 |
+1,680 |
| Nov10 |
100609 |
75.75 |
77.85 |
75.44 |
77.65 |
+2.12 |
11,804 |
34,685 |
-266 |
| Dec10 |
100609 |
76.38 |
78.46 |
75.89 |
78.21 |
+1.99 |
46,641 |
200,358 |
+2,160 |
| Jan11 |
100609 |
77.01 |
78.83 |
76.51 |
78.67 |
+1.90 |
6,815 |
37,142 |
+131 |
| Feb11 |
100609 |
77.50 |
79.27 |
77.50 |
79.13 |
+1.84 |
3,426 |
16,957 |
-130 |
| Mar11 |
100609 |
78.39 |
79.85 |
78.39 |
79.58 |
+1.79 |
2,538 |
18,523 |
-287 |
| Apr11 |
100609 |
79.21 |
80.01 |
79.19 |
80.01 |
+1.74 |
2,499 |
11,503 |
-319 |
| May11 |
100609 |
79.97 |
80.43 |
79.97 |
80.43 |
+1.71 |
3,045 |
7,744 |
+794 |
| Jun11 |
100609 |
79.50 |
80.81 |
79.50 |
80.81 |
+1.69 |
13,576 |
42,843 |
+821 |
| Jul11 |
100609 |
81.00 |
81.39 |
80.49 |
81.14 |
+1.66 |
10,385 |
22,558 |
+2,344 |
| Aug11 |
100609 |
81.36 |
81.36 |
81.36 |
81.36 |
+1.63 |
2,538 |
6,445 |
+45 |
| Sep11 |
100609 |
81.54 |
81.54 |
81.54 |
81.54 |
+1.61 |
3,018 |
8,027 |
+118 |
| Oct11 |
100609 |
81.70 |
81.70 |
81.70 |
81.70 |
+1.59 |
362 |
5,239 |
+94 |
| Total Volume and Open Interest |
805,322 |
1,341,671 |
-8,641 |
| e-miNY Crude Oil(NYM) |
| Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
| Jul10 |
100609 |
72.500 |
74.950 |
71.975 |
74.375 |
+2.375 |
12,104 |
4,015 |
-133 |
| Aug10 |
100609 |
73.450 |
75.825 |
72.975 |
75.450 |
+2.400 |
563 |
844 |
+2 |
| Sep10 |
100609 |
74.375 |
76.450 |
74.200 |
76.325 |
+2.350 |
80 |
280 |
-2 |
| Oct10 |
100609 |
77.000 |
77.025 |
77.000 |
77.025 |
+2.250 |
2 |
133 |
+2 |
| Nov10 |
100609 |
75.775 |
77.650 |
75.775 |
77.650 |
+2.125 |
0 |
15 |
+0 |
| Dec10 |
100609 |
78.000 |
78.425 |
78.000 |
78.200 |
+1.975 |
0 |
86 |
+0 |
| Jan11 |
100609 |
78.675 |
78.675 |
78.675 |
78.675 |
+1.900 |
0 |
2 |
+0 |
| Feb11 |
100609 |
79.450 |
79.450 |
79.125 |
79.125 |
+1.825 |
|
|
|
| Mar11 |
100609 |
79.575 |
79.575 |
79.575 |
79.575 |
+1.775 |
|
|
|
| Total Volume and Open Interest |
12,749 |
5,433 |
-131 |
| Heating Oil(NYM) |
| Jul10 |
100609 |
196.43 |
202.20 |
195.41 |
200.96 |
+4.43 |
42,277 |
75,036 |
-2,912 |
| Aug10 |
100609 |
198.75 |
204.02 |
197.97 |
202.93 |
+4.46 |
17,296 |
53,687 |
+3,339 |
| Sep10 |
100609 |
200.76 |
206.39 |
200.74 |
205.34 |
+4.38 |
10,940 |
35,828 |
+2,923 |
| Oct10 |
100609 |
205.20 |
208.71 |
205.20 |
207.84 |
+4.37 |
3,032 |
22,005 |
+270 |
| Nov10 |
100609 |
205.30 |
211.25 |
205.30 |
210.40 |
+4.34 |
1,886 |
13,396 |
+402 |
| Dec10 |
100609 |
208.72 |
213.74 |
208.67 |
212.91 |
+4.33 |
6,922 |
36,774 |
-378 |
| Jan11 |
100609 |
211.30 |
216.34 |
211.30 |
215.38 |
+4.20 |
1,762 |
17,180 |
+313 |
| Feb11 |
100609 |
214.85 |
218.15 |
214.85 |
217.18 |
+4.12 |
798 |
8,369 |
+294 |
| Mar11 |
100609 |
214.14 |
218.90 |
213.98 |
218.08 |
+4.15 |
708 |
7,814 |
+161 |
| Apr11 |
100609 |
218.70 |
218.70 |
217.93 |
217.93 |
+4.08 |
226 |
4,099 |
+60 |
| May11 |
100609 |
218.60 |
218.65 |
217.90 |
217.90 |
+4.03 |
289 |
3,553 |
+99 |
| Jun11 |
100609 |
214.25 |
218.80 |
214.25 |
218.09 |
+4.04 |
1,448 |
17,363 |
-195 |
| Total Volume and Open Interest |
88,585 |
312,251 |
+4,314 |
| Gasoline(NYMEX) |
| Jul10 |
100609 |
199.15 |
205.00 |
197.82 |
203.97 |
+5.06 |
46,316 |
81,620 |
-4,879 |
| Aug10 |
100609 |
198.68 |
204.55 |
197.78 |
203.69 |
+5.01 |
18,095 |
48,289 |
+3,568 |
| Sep10 |
100609 |
199.00 |
204.27 |
198.90 |
203.44 |
+4.93 |
12,210 |
38,947 |
+259 |
| Oct10 |
100609 |
188.53 |
194.27 |
188.53 |
193.54 |
+4.82 |
5,122 |
19,511 |
-232 |
| Nov10 |
100609 |
191.21 |
193.50 |
191.01 |
193.12 |
+4.80 |
3,421 |
19,133 |
+312 |
| Dec10 |
100609 |
189.10 |
194.50 |
188.80 |
193.80 |
+4.70 |
5,600 |
14,714 |
+664 |
| Jan11 |
100609 |
194.96 |
195.66 |
194.96 |
195.66 |
+4.71 |
873 |
5,272 |
+71 |
| Feb11 |
100609 |
197.94 |
197.94 |
197.94 |
197.94 |
+4.72 |
422 |
2,238 |
+120 |
| Mar11 |
100609 |
200.22 |
200.22 |
200.22 |
200.22 |
+4.73 |
1,201 |
2,355 |
+464 |
| Apr11 |
100609 |
212.87 |
212.87 |
212.87 |
212.87 |
+4.68 |
35 |
3,261 |
-5 |
| Total Volume and Open Interest |
93,623 |
247,345 |
+358 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100609 |
204.00 |
204.00 |
203.97 |
204.00 |
+5.10 |
0 |
3 |
+0 |
| Aug10 |
100609 |
203.70 |
203.70 |
203.69 |
203.70 |
+5.00 |
0 |
2 |
+0 |
| Sep10 |
100609 |
203.40 |
203.44 |
203.40 |
203.40 |
+4.90 |
|
|
|
| Oct10 |
100609 |
193.50 |
193.54 |
193.50 |
193.50 |
+4.80 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
12 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100609 |
4.786 |
4.836 |
4.667 |
4.677 |
-0.131 |
149,432 |
192,441 |
-3,184 |
| Aug10 |
100609 |
4.844 |
4.890 |
4.728 |
4.736 |
-0.129 |
51,951 |
67,949 |
+535 |
| Sep10 |
100609 |
4.895 |
4.939 |
4.783 |
4.792 |
-0.125 |
48,720 |
83,026 |
+4,337 |
| Oct10 |
100609 |
4.981 |
5.023 |
4.863 |
4.875 |
-0.125 |
31,880 |
92,325 |
+2,369 |
| Nov10 |
100609 |
5.178 |
5.265 |
5.146 |
5.164 |
-0.082 |
12,536 |
27,569 |
+2,300 |
| Dec10 |
100609 |
5.508 |
5.552 |
5.455 |
5.474 |
-0.047 |
7,592 |
38,093 |
+902 |
| Jan11 |
100609 |
5.656 |
5.733 |
5.634 |
5.655 |
-0.044 |
10,789 |
50,753 |
+445 |
| Feb11 |
100609 |
5.641 |
5.677 |
5.590 |
5.612 |
-0.043 |
1,763 |
17,074 |
+109 |
| Mar11 |
100609 |
5.520 |
5.533 |
5.469 |
5.494 |
-0.036 |
6,495 |
48,229 |
+786 |
| Apr11 |
100609 |
5.285 |
5.300 |
5.220 |
5.269 |
-0.023 |
5,377 |
39,189 |
+698 |
| May11 |
100609 |
5.304 |
5.304 |
5.250 |
5.285 |
-0.022 |
1,348 |
21,600 |
-250 |
| Jun11 |
100609 |
5.367 |
5.371 |
5.305 |
5.329 |
-0.023 |
792 |
8,375 |
+287 |
| Jul11 |
100609 |
5.339 |
5.390 |
5.337 |
5.384 |
-0.021 |
273 |
5,126 |
+80 |
| Aug11 |
100609 |
5.440 |
5.440 |
5.428 |
5.428 |
-0.022 |
192 |
5,351 |
+27 |
| Sep11 |
100609 |
5.453 |
5.459 |
5.451 |
5.457 |
-0.021 |
251 |
5,196 |
+49 |
| Oct11 |
100609 |
5.550 |
5.555 |
5.492 |
5.544 |
-0.020 |
1,845 |
19,681 |
+692 |
| Total Volume and Open Interest |
332,046 |
830,171 |
+10,328 |
| Brent Crude Oil(ICE) |
| Jul10 |
100609 |
72.50 |
74.75 |
72.01 |
74.27 |
+1.97 |
137,005 |
144,297 |
-2,485 |
| Aug10 |
100609 |
73.20 |
75.42 |
72.72 |
74.95 |
+1.95 |
71,869 |
169,200 |
+2,429 |
| Sep10 |
100609 |
73.89 |
75.94 |
73.34 |
75.52 |
+1.88 |
42,200 |
84,458 |
-1,519 |
| Oct10 |
100609 |
74.41 |
76.50 |
74.20 |
76.08 |
+1.80 |
18,319 |
44,100 |
-1,031 |
| Nov10 |
100609 |
75.06 |
77.04 |
74.80 |
76.63 |
+1.72 |
11,199 |
24,293 |
+794 |
| Dec10 |
100609 |
75.23 |
77.58 |
75.23 |
77.17 |
+1.62 |
31,115 |
98,303 |
+1,035 |
| Jan11 |
100609 |
76.27 |
77.95 |
76.27 |
77.72 |
+1.55 |
3,396 |
24,882 |
-204 |
| Feb11 |
100609 |
77.40 |
78.51 |
77.40 |
78.27 |
+1.49 |
1,746 |
11,940 |
-474 |
| Mar11 |
100609 |
77.95 |
79.05 |
77.94 |
78.82 |
+1.46 |
1,133 |
9,082 |
+492 |
| Apr11 |
100609 |
79.32 |
79.32 |
79.32 |
79.32 |
+1.42 |
672 |
5,495 |
-60 |
| May11 |
100609 |
79.78 |
79.78 |
79.78 |
79.78 |
+1.39 |
652 |
14,436 |
-96 |
| Jun11 |
100609 |
78.89 |
80.42 |
78.89 |
80.20 |
+1.37 |
4,565 |
22,893 |
+1,477 |
| Jul11 |
100609 |
80.60 |
80.60 |
80.60 |
80.60 |
+1.36 |
1,065 |
5,319 |
+703 |
| Aug11 |
100609 |
80.92 |
80.92 |
80.92 |
80.92 |
+1.34 |
470 |
3,730 |
+151 |
| Total Volume and Open Interest |
336,749 |
766,088 |
+3,021 |
| Gas Oil(ICE) |
| Jun10 |
100609 |
626.25 |
641.25 |
623.00 |
639.75 |
+14.75 |
46,675 |
38,999 |
-15,310 |
| Jul10 |
100609 |
623.25 |
643.00 |
623.25 |
642.00 |
+15.75 |
89,330 |
103,426 |
+9,369 |
| Aug10 |
100609 |
633.00 |
646.75 |
628.50 |
645.75 |
+16.00 |
37,295 |
60,714 |
+5,979 |
| Sep10 |
100609 |
633.50 |
651.25 |
633.50 |
650.50 |
+16.25 |
16,245 |
49,419 |
+1,111 |
| Oct10 |
100609 |
643.00 |
655.00 |
640.75 |
655.00 |
+16.25 |
10,821 |
35,339 |
-1,369 |
| Nov10 |
100609 |
647.75 |
659.50 |
643.75 |
659.50 |
+16.25 |
4,426 |
24,161 |
-637 |
| Dec10 |
100609 |
651.00 |
664.75 |
649.00 |
664.00 |
+16.25 |
14,315 |
93,552 |
-200 |
| Jan11 |
100609 |
666.75 |
669.00 |
663.50 |
668.75 |
+16.00 |
3,442 |
28,057 |
-1,159 |
| Feb11 |
100609 |
669.75 |
673.25 |
669.75 |
673.25 |
+16.00 |
1,013 |
14,391 |
+151 |
| Mar11 |
100609 |
663.75 |
677.75 |
663.50 |
677.50 |
+16.00 |
747 |
12,269 |
+257 |
| Total Volume and Open Interest |
229,467 |
568,638 |
-631 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100609 |
1.565 |
1.565 |
1.552 |
1.561 |
+0.002 |
97 |
1,030 |
-32 |
| Aug10 |
100609 |
1.565 |
1.565 |
1.555 |
1.559 |
-0.002 |
131 |
1,178 |
+11 |
| Sep10 |
100609 |
1.552 |
1.552 |
1.537 |
1.542 |
-0.003 |
43 |
1,092 |
+24 |
| Oct10 |
100609 |
1.549 |
1.550 |
1.536 |
1.541 |
-0.004 |
40 |
1,024 |
+32 |
| Nov10 |
100609 |
1.545 |
1.545 |
1.535 |
1.542 |
-0.005 |
39 |
814 |
-1 |
| Dec10 |
100609 |
1.563 |
1.563 |
1.536 |
1.543 |
-0.007 |
58 |
1,603 |
+1 |
| Jan11 |
100609 |
1.551 |
1.551 |
1.541 |
1.541 |
-0.011 |
35 |
1,125 |
+25 |
| Total Volume and Open Interest |
578 |
10,916 |
+155 |
| US Dollar Index(ICE) |
| Jun10 |
100609 |
88.185 |
88.425 |
87.445 |
87.935 |
-0.538 |
19,602 |
32,549 |
-1,344 |
| Sep10 |
100609 |
88.655 |
88.905 |
87.915 |
88.415 |
-0.530 |
4,009 |
5,134 |
+1,217 |
| Dec10 |
100609 |
88.690 |
88.690 |
88.690 |
88.690 |
-0.425 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
23,611 |
37,700 |
-127 |
| Australian Dollar(CME) |
| Jun10 |
100609 |
82.66 |
83.54 |
81.91 |
82.70 |
+0.62 |
130,463 |
91,349 |
-6,975 |
| Sep10 |
100609 |
81.76 |
82.68 |
81.04 |
81.82 |
+0.61 |
13,593 |
14,369 |
+6,088 |
| Dec10 |
100609 |
80.98 |
80.98 |
80.39 |
80.98 |
+0.59 |
0 |
366 |
+0 |
| Total Volume and Open Interest |
144,057 |
106,094 |
-886 |
| British Pound(CME) |
| Jun10 |
100609 |
144.55 |
146.09 |
143.94 |
145.28 |
+1.47 |
133,300 |
121,106 |
-19,420 |
| Sep10 |
100609 |
144.63 |
146.10 |
143.83 |
145.30 |
+1.47 |
28,858 |
38,694 |
+22,531 |
| Dec10 |
100609 |
145.45 |
145.45 |
143.86 |
145.32 |
+1.46 |
6 |
40 |
-3 |
| Total Volume and Open Interest |
162,164 |
159,840 |
+3,108 |
| Canadian Dollar(CME) |
| Jun10 |
100609 |
95.44 |
96.48 |
95.07 |
95.75 |
+0.66 |
108,473 |
84,784 |
-21,154 |
| Sep10 |
100609 |
95.38 |
96.42 |
95.03 |
95.69 |
+0.65 |
29,888 |
35,022 |
+18,725 |
| Dec10 |
100609 |
95.26 |
96.22 |
94.96 |
95.59 |
+0.63 |
100 |
2,342 |
+23 |
| Mar11 |
100609 |
95.43 |
95.43 |
94.82 |
95.43 |
+0.61 |
0 |
333 |
+0 |
| Total Volume and Open Interest |
138,461 |
122,572 |
-2,406 |
| Japanese Yen(CME) |
| Jun10 |
100609 |
109.24 |
109.83 |
109.09 |
109.75 |
+0.22 |
169,681 |
109,097 |
-13,279 |
| Sep10 |
100609 |
109.39 |
109.98 |
109.25 |
109.91 |
+0.21 |
29,382 |
27,443 |
+15,955 |
| Dec10 |
100609 |
109.99 |
110.11 |
109.90 |
110.11 |
+0.20 |
1 |
132 |
+1 |
| Total Volume and Open Interest |
199,064 |
136,674 |
+2,677 |
| Swiss Franc(CME) |
| Jun10 |
100609 |
86.69 |
87.61 |
86.55 |
87.08 |
+0.45 |
48,950 |
44,011 |
-5,540 |
| Sep10 |
100609 |
86.94 |
87.79 |
86.75 |
87.26 |
+0.44 |
6,675 |
10,519 |
+5,304 |
| Dec10 |
100609 |
87.49 |
87.49 |
87.07 |
87.49 |
+0.42 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
55,625 |
54,543 |
-236 |
| EuroFX(CME) |
| Jun10 |
100609 |
119.64 |
120.74 |
119.24 |
119.85 |
+0.61 |
373,148 |
211,966 |
-15,024 |
| Sep10 |
100609 |
119.72 |
120.83 |
119.33 |
119.94 |
+0.60 |
50,184 |
77,674 |
+28,501 |
| Dec10 |
100609 |
120.40 |
121.00 |
119.47 |
120.05 |
+0.58 |
225 |
440 |
-88 |
| Total Volume and Open Interest |
423,561 |
290,131 |
+13,391 |
| Mexican Peso(CME) |
| Jun10 |
100609 |
777.0 |
782.0 |
772.8 |
777.8 |
+5.0 |
33,029 |
59,197 |
-10,665 |
| Jul10 |
100609 |
776.5 |
776.5 |
771.2 |
776.5 |
+5.2 |
|
|
|
| Total Volume and Open Interest |
46,738 |
87,376 |
+1,441 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100609 |
124~280 |
124~280 |
124~280 |
124~280 |
-0~010 |
|
|
|
| Sep10 |
100609 |
124~120 |
124~170 |
123~200 |
124~120 |
-0~070 |
249,496 |
650,052 |
-1,297 |
| Dec10 |
100609 |
122~170 |
123~090 |
122~170 |
123~010 |
-0~080 |
5 |
90 |
-2 |
| Total Volume and Open Interest |
261,463 |
690,411 |
-9,370 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100609 |
121~200 |
121~260 |
121~085 |
121~205 |
-0~055 |
60,642 |
116,424 |
-34,686 |
| Sep10 |
100609 |
120~275 |
121~005 |
120~145 |
120~275 |
-0~055 |
952,271 |
1,685,786 |
+2,942 |
| Dec10 |
100609 |
119~230 |
119~275 |
119~230 |
119~230 |
-0~045 |
37 |
91 |
+10 |
| Total Volume and Open Interest |
1,012,950 |
1,802,322 |
-31,734 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100609 |
59~001 |
59~001 |
59~001 |
59~001 |
+0~003 |
|
|
|
| Sep10 |
100609 |
117~028 |
117~041 |
117~002 |
117~035 |
-0~005 |
398,913 |
867,313 |
+2,092 |
| Dec10 |
100609 |
116~027 |
116~031 |
116~027 |
116~027 |
-0~004 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
418,533 |
930,194 |
-8,361 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100609 |
54~083 |
54~086 |
54~083 |
54~086 |
-0~003 |
|
|
|
| Sep10 |
100609 |
109~011 |
109~017 |
109~004 |
109~014 |
+0~002 |
169,717 |
862,228 |
-2,496 |
| Dec10 |
100609 |
108~104 |
108~111 |
108~104 |
108~105 |
-0~003 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
193,949 |
887,238 |
-13,459 |
| Eurodollars(CME) |
| Jun10 |
100609 |
99.452 |
99.463 |
99.452 |
99.460 |
+0.005 |
113,080 |
1,036,199 |
-10,095 |
| Sep10 |
100609 |
99.275 |
99.310 |
99.245 |
99.305 |
+0.040 |
237,048 |
970,012 |
-11,549 |
| Dec10 |
100609 |
99.135 |
99.195 |
99.115 |
99.190 |
+0.070 |
176,006 |
1,090,535 |
-1,589 |
| Mar11 |
100609 |
99.000 |
99.070 |
98.975 |
99.060 |
+0.075 |
153,660 |
794,253 |
+5,260 |
| Jun11 |
100609 |
98.795 |
98.860 |
98.775 |
98.855 |
+0.060 |
178,552 |
832,646 |
-76 |
| Sep11 |
100609 |
98.580 |
98.630 |
98.545 |
98.625 |
+0.050 |
143,003 |
722,216 |
-1,728 |
| Dec11 |
100609 |
98.320 |
98.370 |
98.290 |
98.365 |
+0.040 |
114,627 |
559,488 |
+6,322 |
| Mar12 |
100609 |
98.080 |
98.135 |
98.060 |
98.130 |
+0.030 |
99,296 |
408,279 |
+4,288 |
| Jun12 |
100609 |
97.855 |
97.895 |
97.815 |
97.890 |
+0.025 |
66,639 |
263,689 |
+2,713 |
| Sep12 |
100609 |
97.630 |
97.665 |
97.585 |
97.655 |
+0.015 |
52,042 |
195,955 |
+4,530 |
| Dec12 |
100609 |
97.385 |
97.430 |
97.350 |
97.420 |
+0.015 |
46,206 |
155,665 |
+4,959 |
| Mar13 |
100609 |
97.185 |
97.230 |
97.145 |
97.215 |
+0.010 |
39,110 |
135,511 |
+2,021 |
| Jun13 |
100609 |
96.975 |
97.010 |
96.935 |
97.000 |
+0.010 |
14,166 |
85,444 |
+3,466 |
| Sep13 |
100609 |
96.770 |
96.810 |
96.735 |
96.800 |
+0.005 |
11,950 |
77,291 |
+2,722 |
| Dec13 |
100609 |
96.580 |
96.610 |
96.535 |
96.595 |
unch |
6,146 |
40,426 |
+142 |
| Mar14 |
100609 |
96.415 |
96.455 |
96.375 |
96.435 |
-0.005 |
5,740 |
40,523 |
+877 |
| Jun14 |
100609 |
96.260 |
96.285 |
96.205 |
96.270 |
-0.005 |
3,133 |
32,563 |
+222 |
| Sep14 |
100609 |
96.115 |
96.140 |
96.060 |
96.120 |
-0.010 |
2,794 |
23,745 |
+276 |
| Total Volume and Open Interest |
1,474,110 |
7,625,447 |
+14,268 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100609 |
99.800 |
99.805 |
99.798 |
99.802 |
+0.005 |
3,356 |
67,064 |
-1,064 |
| Jul10 |
100609 |
99.785 |
99.790 |
99.785 |
99.785 |
unch |
5,617 |
51,422 |
+685 |
| Aug10 |
100609 |
99.775 |
99.780 |
99.775 |
99.775 |
unch |
5,109 |
76,094 |
+206 |
| Sep10 |
100609 |
99.760 |
99.770 |
99.760 |
99.765 |
unch |
4,177 |
48,720 |
+264 |
| Oct10 |
100609 |
99.745 |
99.750 |
99.740 |
99.745 |
unch |
3,375 |
72,346 |
+983 |
| Nov10 |
100609 |
99.715 |
99.725 |
99.715 |
99.720 |
unch |
2,592 |
82,517 |
-45 |
| Total Volume and Open Interest |
32,769 |
629,802 |
+3,944 |
| 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 |
100609 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.003 |
1 |
2,153 |
+1 |
| Sep10 |
100609 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.015 |
1 |
1,032 |
+1 |
| Dec10 |
100609 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
342 |
+0 |
| Mar11 |
100609 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
167 |
+0 |
| Jun11 |
100609 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.020 |
|
|
|
| Sep11 |
100609 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Dec11 |
100609 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
| Mar12 |
100609 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Jun12 |
100609 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Sep12 |
100609 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
| Total Volume and Open Interest |
2 |
3,694 |
+2 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100609 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
250 |
3,356 |
+10 |
| Dec10 |
100609 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,411 |
+0 |
| Mar11 |
100609 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,993 |
+0 |
| Jun11 |
100609 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
102 |
+0 |
| Sep11 |
100609 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
53 |
+0 |
| Dec11 |
100609 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
102 |
+0 |
| Mar12 |
100609 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
305 |
+0 |
| Jun12 |
100609 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
500 |
12,331 |
-52 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100609 |
140.60 |
140.86 |
140.50 |
140.79 |
+0.14 |
7,134 |
17,952 |
+6,239 |
| Dec10 |
100609 |
138.70 |
138.70 |
138.70 |
138.70 |
+0.14 |
|
|
|
| Mar11 |
100609 |
136.61 |
136.61 |
136.61 |
136.61 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
15,000 |
26,884 |
+1,018 |
| Euro-Bund(EUREX) |
| Jun10 |
100608 |
129.64 |
130.37 |
129.64 |
130.16 |
+0.42 |
1,362,022 |
267,956 |
-256,851 |
| Sep10 |
100609 |
129.62 |
129.72 |
129.08 |
129.20 |
-0.60 |
863,310 |
863,348 |
+86,050 |
| Dec10 |
100609 |
127.96 |
128.13 |
127.68 |
127.69 |
-0.60 |
142 |
8 |
+3 |
| Total Volume and Open Interest |
1,359,453 |
882,256 |
-163,003 |
| Euro-Bobl(EUREX) |
| Jun10 |
100608 |
121.32 |
121.74 |
121.32 |
121.62 |
+0.30 |
960,595 |
190,624 |
-205,522 |
| Sep10 |
100609 |
120.98 |
121.02 |
120.73 |
120.79 |
-0.27 |
604,922 |
706,189 |
+66,631 |
| Dec10 |
100609 |
119.41 |
119.41 |
119.41 |
119.41 |
-0.33 |
3 |
3 |
+3 |
| Total Volume and Open Interest |
941,114 |
713,525 |
-116,657 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100609 |
99.270 |
99.275 |
99.270 |
99.275 |
unch |
996 |
6,497 |
+5 |
| Sep10 |
100609 |
99.170 |
99.175 |
99.160 |
99.170 |
+0.010 |
1,100 |
4,259 |
+1,022 |
| Dec10 |
100609 |
99.115 |
99.120 |
99.115 |
99.120 |
+0.010 |
101 |
2,512 |
+2 |
| Total Volume and Open Interest |
2,793 |
19,096 |
+1,064 |
| Long Gilt(LIFFE) |
| Jun10 |
100609 |
120~29 |
120~29 |
120~13 |
120~16 |
-0~18 |
1,143 |
21,158 |
-415 |
| Sep10 |
100609 |
119~16 |
119~18 |
119~00 |
119~04 |
-0~18 |
61,427 |
275,376 |
-4,418 |
| Total Volume and Open Interest |
62,570 |
296,534 |
-4,833 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100609 |
99.26 |
99.28 |
99.25 |
99.26 |
-0.01 |
22,821 |
335,159 |
+279 |
| Sep10 |
100609 |
99.12 |
99.15 |
99.11 |
99.14 |
+0.02 |
41,689 |
351,513 |
+4,651 |
| Dec10 |
100609 |
98.96 |
98.99 |
98.95 |
98.98 |
+0.01 |
46,298 |
357,124 |
-612 |
| Mar11 |
100609 |
98.84 |
98.87 |
98.83 |
98.85 |
-0.01 |
27,439 |
236,215 |
+400 |
| Jun11 |
100609 |
98.70 |
98.72 |
98.67 |
98.69 |
-0.02 |
32,535 |
297,600 |
+2,736 |
| Sep11 |
100609 |
98.52 |
98.54 |
98.49 |
98.51 |
-0.03 |
32,935 |
263,506 |
+3,686 |
| Total Volume and Open Interest |
261,206 |
2,431,767 |
+13,601 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100609 |
99.275 |
99.280 |
99.275 |
99.275 |
unch |
76,003 |
869,939 |
+9,650 |
| Sep10 |
100609 |
99.165 |
99.185 |
99.155 |
99.170 |
+0.010 |
179,057 |
610,522 |
+1,328 |
| Dec10 |
100609 |
99.130 |
99.140 |
99.105 |
99.120 |
+0.010 |
112,953 |
515,135 |
+18,930 |
| Total Volume and Open Interest |
939,843 |
4,071,775 |
+95,622 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100609 |
95.13 |
95.13 |
95.11 |
95.12 |
-0.01 |
25,629 |
79,989 |
-137,880 |
| Sep10 |
100609 |
95.19 |
95.22 |
95.18 |
95.20 |
-0.01 |
32,474 |
258,001 |
-206 |
| Dec10 |
100609 |
95.14 |
95.18 |
95.11 |
95.16 |
+0.02 |
12,200 |
134,501 |
+83 |
| Mar11 |
100609 |
95.06 |
95.09 |
95.00 |
95.07 |
+0.02 |
5,361 |
67,294 |
+1,101 |
| Jun11 |
100609 |
94.96 |
94.97 |
94.89 |
94.96 |
+0.03 |
1,628 |
45,709 |
+465 |
| Sep11 |
100609 |
94.85 |
94.86 |
94.78 |
94.84 |
+0.02 |
2,116 |
32,872 |
-122 |
| Dec11 |
100609 |
94.72 |
94.78 |
94.71 |
94.76 |
+0.02 |
2,099 |
25,608 |
+679 |
| Mar12 |
100609 |
94.73 |
94.76 |
94.67 |
94.70 |
+0.02 |
812 |
19,138 |
+165 |
| Jun12 |
100609 |
94.68 |
94.68 |
94.67 |
94.67 |
+0.01 |
485 |
4,493 |
+166 |
| Sep12 |
100609 |
94.69 |
94.69 |
94.68 |
94.68 |
+0.01 |
17 |
3,053 |
+17 |
| Total Volume and Open Interest |
82,846 |
672,523 |
-135,512 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100609 |
94.68 |
94.73 |
94.65 |
94.70 |
+0.02 |
36,222 |
332,057 |
-88,586 |
| Sep10 |
100609 |
94.67 |
94.70 |
94.63 |
94.68 |
+0.03 |
6,327 |
6,926 |
+6,173 |
| Total Volume and Open Interest |
42,549 |
338,983 |
-82,413 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100609 |
95.28 |
95.31 |
95.23 |
95.28 |
+0.01 |
124,984 |
529,989 |
-406,985 |
| Sep10 |
100609 |
95.18 |
95.22 |
95.14 |
95.19 |
unch |
14,225 |
15,253 |
+12,638 |
| Total Volume and Open Interest |
139,209 |
545,242 |
-394,347 |
| Gold(CMX) |
| Jun10 |
100609 |
1237.0 |
1238.2 |
1222.0 |
1228.5 |
-15.5 |
859 |
2,620 |
-365 |
| Aug10 |
100609 |
1237.1 |
1242.6 |
1223.1 |
1229.9 |
-15.7 |
154,985 |
355,905 |
+7,343 |
| Oct10 |
100609 |
1244.0 |
1244.0 |
1225.7 |
1231.9 |
-15.9 |
1,723 |
22,216 |
+163 |
| Dec10 |
100609 |
1243.4 |
1246.5 |
1227.3 |
1234.0 |
-16.0 |
5,306 |
68,199 |
+1,266 |
| Feb11 |
100609 |
1240.0 |
1243.0 |
1234.6 |
1236.3 |
-16.1 |
551 |
19,938 |
+454 |
| Apr11 |
100609 |
1243.9 |
1244.3 |
1238.6 |
1238.6 |
-16.2 |
172 |
15,316 |
-1 |
| Jun11 |
100609 |
594.6 |
594.6 |
583.2 |
585.7 |
-16.3 |
355 |
12,808 |
+12 |
| Aug11 |
100609 |
1242.3 |
1243.9 |
1242.3 |
1243.9 |
-16.3 |
60 |
4,136 |
+40 |
| Oct11 |
100609 |
1247.0 |
1247.0 |
1247.0 |
1247.0 |
-16.4 |
103 |
7,236 |
+101 |
| Dec11 |
100609 |
1255.2 |
1257.7 |
1246.7 |
1250.2 |
-16.6 |
1,096 |
16,457 |
-317 |
| Feb12 |
100609 |
1253.8 |
1253.8 |
1253.8 |
1253.8 |
-16.8 |
440 |
3,817 |
-240 |
| Apr12 |
100609 |
1257.8 |
1257.8 |
1257.8 |
1257.8 |
-16.9 |
1,040 |
690 |
+515 |
| Total Volume and Open Interest |
167,737 |
565,941 |
+8,980 |
| Silver(CMX) |
| Jul10 |
100609 |
1832.5 |
1837.5 |
1809.5 |
1818.9 |
-28.8 |
47,701 |
61,718 |
-3,704 |
| Sep10 |
100609 |
1835.0 |
1841.0 |
1815.0 |
1823.2 |
-28.8 |
9,701 |
22,156 |
+2,838 |
| Dec10 |
100609 |
1840.0 |
1845.5 |
1819.0 |
1829.0 |
-28.8 |
3,554 |
15,390 |
+140 |
| Mar11 |
100609 |
1832.5 |
1832.8 |
1832.5 |
1832.8 |
-29.0 |
841 |
9,460 |
+441 |
| May11 |
100609 |
1835.0 |
1835.0 |
1835.0 |
1835.0 |
-29.2 |
1,475 |
4,279 |
+1,252 |
| Jul11 |
100609 |
1837.1 |
1837.1 |
1837.1 |
1837.1 |
-29.5 |
123 |
2,362 |
+43 |
| Sep11 |
100609 |
1839.5 |
1839.5 |
1839.5 |
1839.5 |
-29.7 |
24 |
279 |
-3 |
| Total Volume and Open Interest |
63,595 |
122,137 |
+1,014 |
| Platinum(NYMEX) |
| Jul10 |
100609 |
1529.6 |
1542.0 |
1521.1 |
1534.0 |
+5.2 |
4,815 |
25,217 |
-492 |
| Oct10 |
100609 |
1530.0 |
1546.1 |
1526.0 |
1540.2 |
+5.5 |
395 |
4,244 |
+369 |
| Jan11 |
100609 |
1530.0 |
1542.5 |
1530.0 |
1541.8 |
+5.5 |
6 |
377 |
+3 |
| Apr11 |
100609 |
1541.8 |
1541.8 |
1541.8 |
1541.8 |
+5.5 |
2 |
3 |
+2 |
| Total Volume and Open Interest |
5,218 |
29,842 |
-118 |
| Palladium(NYMEX) |
| Jun10 |
100609 |
453.90 |
454.95 |
449.45 |
454.95 |
+13.50 |
7 |
149 |
-5 |
| Sep10 |
100609 |
441.80 |
458.90 |
440.90 |
455.25 |
+13.10 |
2,133 |
20,195 |
+46 |
| Dec10 |
100609 |
449.40 |
456.00 |
449.40 |
456.00 |
+13.10 |
13 |
368 |
+6 |
| Total Volume and Open Interest |
2,153 |
20,787 |
+47 |
| Copper(CMX) |
| Jul10 |
100609 |
280.00 |
287.90 |
275.55 |
285.00 |
+7.05 |
36,917 |
63,754 |
-5,067 |
| Sep10 |
100609 |
281.60 |
289.65 |
277.80 |
286.85 |
+6.90 |
10,592 |
34,861 |
+2,267 |
| Dec10 |
100609 |
282.10 |
292.00 |
282.10 |
289.25 |
+6.90 |
2,321 |
12,190 |
+636 |
| Mar11 |
100609 |
292.10 |
292.10 |
289.20 |
290.70 |
+6.85 |
451 |
7,281 |
+261 |
| May11 |
100609 |
293.10 |
293.10 |
290.00 |
291.50 |
+6.85 |
43 |
1,316 |
-10 |
| Total Volume and Open Interest |
51,187 |
131,673 |
-1,853 |
| DJIA Index(CBOT) |
| Jun10 |
100609 |
9919 |
10060 |
9864 |
9903 |
-11 |
491 |
12,545 |
-4 |
| Sep10 |
100609 |
9821 |
9995 |
9821 |
9844 |
-11 |
44 |
280 |
+18 |
| Dec10 |
100609 |
9788 |
9799 |
9788 |
9788 |
-11 |
0 |
2 |
+0 |
| Mar11 |
100609 |
9735 |
9746 |
9735 |
9735 |
-11 |
|
|
|
| Total Volume and Open Interest |
535 |
12,827 |
+14 |
| S & P 500(CME) |
| Jun10 |
100609 |
1060.20 |
1077.20 |
1051.70 |
1055.50 |
-3.70 |
32,526 |
306,270 |
+925 |
| Sep10 |
100609 |
1063.00 |
1073.00 |
1047.50 |
1051.20 |
-3.70 |
11,631 |
55,196 |
+7,718 |
| Dec10 |
100609 |
1046.80 |
1067.50 |
1043.50 |
1046.80 |
-3.70 |
0 |
4,380 |
+0 |
| Mar11 |
100609 |
1043.20 |
1063.90 |
1039.90 |
1043.20 |
-3.70 |
0 |
476 |
+0 |
| Total Volume and Open Interest |
44,157 |
366,367 |
+8,643 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100609 |
1059.00 |
1077.75 |
1051.25 |
1055.50 |
-3.75 |
2,390,986 |
2,771,249 |
+21,224 |
| Sep10 |
100609 |
1055.50 |
1073.00 |
1047.25 |
1051.25 |
-3.75 |
86,084 |
223,882 |
+42,681 |
| Total Volume and Open Interest |
2,477,267 |
2,998,352 |
+64,043 |
| NASDAQ 100(CME) |
| Jun10 |
100609 |
1794.30 |
1824.00 |
1773.00 |
1782.30 |
-9.20 |
1,402 |
24,938 |
+778 |
| Sep10 |
100609 |
1803.50 |
1821.00 |
1774.00 |
1780.50 |
-9.30 |
21 |
1,113 |
+10 |
| Dec10 |
100609 |
1777.80 |
1777.80 |
1777.00 |
1777.80 |
-9.20 |
|
|
|
| Total Volume and Open Interest |
1,423 |
26,051 |
+788 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100609 |
1791.80 |
1823.50 |
1773.80 |
1782.30 |
-9.20 |
334,305 |
359,250 |
+620 |
| Sep10 |
100609 |
1792.80 |
1821.50 |
1772.30 |
1780.50 |
-9.30 |
5,454 |
5,535 |
+1,232 |
| Total Volume and Open Interest |
339,765 |
364,826 |
+1,850 |
| S & P Midcap 400(CME) |
| Jun10 |
100609 |
728.00 |
742.00 |
719.00 |
728.00 |
+5.70 |
94 |
3,757 |
+93 |
| Sep10 |
100609 |
726.00 |
739.00 |
725.50 |
726.00 |
+5.80 |
|
|
|
| Dec10 |
100609 |
724.00 |
724.00 |
723.20 |
724.00 |
+5.80 |
|
|
|
| Total Volume and Open Interest |
94 |
3,757 |
+93 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100609 |
9500 |
9615 |
9385 |
9490 |
-20 |
21,518 |
46,517 |
-36 |
| Sep10 |
100609 |
9500 |
9675 |
9440 |
9545 |
-20 |
8,534 |
8,372 |
+7,485 |
| Total Volume and Open Interest |
30,052 |
54,889 |
+7,449 |
| Nikkei 225(SGX) |
| Jun10 |
100609 |
9505 |
9530 |
9370 |
9480 |
-35 |
165,495 |
185,706 |
-12,247 |
| Sep10 |
100609 |
9505 |
9525 |
9365 |
9475 |
-35 |
21,211 |
59,120 |
+30,564 |
| Dec10 |
100609 |
9425 |
9425 |
9425 |
9425 |
-35 |
20 |
1,737 |
+20 |
| Total Volume and Open Interest |
186,797 |
256,520 |
+21,587 |
| CAC 40(EURONEXT) |
| Jun10 |
100609 |
3395.5 |
3442.5 |
3355.5 |
3440.0 |
+70.0 |
151,817 |
516,562 |
-35,186 |
| Jul10 |
100609 |
3392.0 |
3436.0 |
3367.0 |
3436.0 |
+70.0 |
209 |
7,057 |
+155 |
| Aug10 |
100609 |
3436.5 |
3436.5 |
3425.0 |
3436.5 |
+70.0 |
8 |
507 |
+8 |
| Total Volume and Open Interest |
152,036 |
525,824 |
-35,020 |
| Hang Seng Index(HKFE) |
| Jun10 |
100609 |
19500 |
19815 |
19357 |
19544 |
+46 |
66,605 |
83,811 |
+2,443 |
| Jul10 |
100609 |
19451 |
19760 |
19309 |
19492 |
+50 |
1,261 |
2,196 |
+150 |
| Total Volume and Open Interest |
68,012 |
88,305 |
+2,845 |
| DAX(EUREX) |
| Jun10 |
100609 |
5889.0 |
5995.0 |
5833.0 |
5992.0 |
+137.0 |
160,446 |
188,145 |
+455 |
| Sep10 |
100609 |
5892.5 |
5999.0 |
5840.5 |
5996.5 |
+136.5 |
4,885 |
11,026 |
+175 |
| Dec10 |
100609 |
5896.5 |
6004.5 |
5850.0 |
6003.0 |
+137.0 |
1,547 |
4,885 |
+1,011 |
| Total Volume and Open Interest |
166,878 |
204,056 |
+1,641 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100609 |
5057.00 |
5093.00 |
4970.00 |
5083.50 |
+56.50 |
123,659 |
692,991 |
+8,733 |
| Sep10 |
100609 |
5020.50 |
5050.50 |
4935.00 |
5046.50 |
+57.00 |
1,414 |
20,392 |
+810 |
| Dec10 |
100609 |
4987.50 |
5023.00 |
4946.50 |
5023.00 |
+60.00 |
33 |
3,288 |
-2 |
| Total Volume and Open Interest |
125,111 |
717,278 |
+9,541 |
| SPI 200(SFE) |
| Jun10 |
100609 |
4396.0 |
4413.0 |
4335.0 |
4402.0 |
+8.0 |
48,944 |
240,722 |
-6,127 |
| Sep10 |
100609 |
4378.0 |
4400.0 |
4330.0 |
4391.0 |
+8.0 |
1,115 |
4,867 |
+425 |
| Dec10 |
100609 |
4411.0 |
4411.0 |
4377.0 |
4409.0 |
+7.0 |
171 |
2,873 |
+0 |
| Total Volume and Open Interest |
50,230 |
249,916 |
-5,702 |
| GSCI(CME) |
| Jun10 |
100609 |
486.00 |
486.00 |
486.00 |
486.00 |
+9.60 |
3,781 |
14,342 |
-2,518 |
| Jul10 |
100609 |
490.45 |
490.45 |
490.45 |
490.45 |
+9.45 |
3,242 |
3,411 |
+3,177 |
| Aug10 |
100609 |
493.50 |
493.50 |
493.50 |
493.50 |
+9.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
7,025 |
17,753 |
+659 |
| 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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