|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu June 10, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100610 |
942.75 |
952.00 |
930.50 |
935.00 |
-8.50 |
77,801 |
180,828 |
-8,658 |
Aug10 |
100610 |
920.50 |
929.50 |
912.00 |
915.50 |
-5.00 |
8,121 |
24,850 |
+1,383 |
Sep10 |
100610 |
902.50 |
912.50 |
896.75 |
899.75 |
-3.50 |
4,430 |
11,416 |
-704 |
Nov10 |
100610 |
895.75 |
906.00 |
890.00 |
894.75 |
-1.75 |
51,371 |
191,634 |
+7,760 |
Jan11 |
100610 |
906.25 |
915.00 |
900.25 |
905.00 |
unch |
5,549 |
24,395 |
+916 |
Mar11 |
100610 |
919.50 |
919.50 |
908.50 |
911.75 |
-0.75 |
355 |
7,145 |
-104 |
May11 |
100610 |
915.50 |
923.00 |
910.75 |
914.75 |
-1.25 |
704 |
6,539 |
+261 |
Total Volume and Open Interest |
149,227 |
475,862 |
+1,042 |
Soybean Meal(CBOT) |
Jul10 |
100610 |
284.80 |
288.80 |
280.60 |
282.30 |
-3.20 |
29,510 |
70,331 |
-3,027 |
Aug10 |
100610 |
272.50 |
276.10 |
269.00 |
269.80 |
-2.80 |
8,579 |
19,840 |
+27 |
Sep10 |
100610 |
264.00 |
267.20 |
260.80 |
260.80 |
-3.20 |
2,945 |
13,852 |
+684 |
Oct10 |
100610 |
256.80 |
259.80 |
252.10 |
252.10 |
-3.20 |
1,570 |
8,775 |
+136 |
Dec10 |
100610 |
253.10 |
256.10 |
250.00 |
250.00 |
-3.20 |
11,497 |
45,192 |
+1,480 |
Jan11 |
100610 |
253.80 |
255.90 |
250.70 |
250.70 |
-3.10 |
835 |
5,202 |
+280 |
Mar11 |
100610 |
256.30 |
256.60 |
251.80 |
251.80 |
-2.80 |
122 |
4,450 |
+6 |
May11 |
100610 |
256.10 |
256.10 |
251.70 |
251.70 |
-2.90 |
134 |
2,157 |
+43 |
Total Volume and Open Interest |
55,811 |
174,770 |
-90 |
Soybean Oil(CBOT) |
Jul10 |
100610 |
36.75 |
37.12 |
36.63 |
36.75 |
unch |
49,884 |
158,631 |
-7,403 |
Aug10 |
100610 |
36.91 |
37.30 |
36.80 |
36.93 |
-0.01 |
11,455 |
33,207 |
+1,976 |
Sep10 |
100610 |
37.13 |
37.47 |
37.04 |
37.13 |
-0.03 |
5,701 |
24,718 |
+2,121 |
Oct10 |
100610 |
37.26 |
37.63 |
37.24 |
37.35 |
-0.01 |
1,820 |
12,724 |
+232 |
Dec10 |
100610 |
37.76 |
38.25 |
37.60 |
37.79 |
-0.01 |
25,885 |
94,380 |
+4,660 |
Jan11 |
100610 |
38.34 |
38.35 |
38.02 |
38.12 |
-0.01 |
619 |
4,884 |
-73 |
Mar11 |
100610 |
38.63 |
38.63 |
38.42 |
38.47 |
-0.01 |
86 |
2,423 |
+10 |
May11 |
100610 |
38.72 |
39.04 |
38.72 |
38.79 |
+0.01 |
79 |
1,483 |
+33 |
Total Volume and Open Interest |
95,887 |
336,474 |
+1,629 |
Canola(WCE) |
Jul10 |
100610 |
390.4 |
397.0 |
389.6 |
394.0 |
+2.9 |
11,551 |
71,755 |
-6,985 |
Nov10 |
100610 |
395.5 |
401.0 |
394.2 |
398.0 |
+2.9 |
22,343 |
75,933 |
+11,715 |
Jan11 |
100610 |
400.0 |
406.4 |
400.0 |
403.2 |
+2.9 |
2,108 |
5,582 |
+541 |
Mar11 |
100610 |
402.8 |
409.8 |
402.8 |
406.1 |
+2.4 |
944 |
3,555 |
+455 |
May11 |
100610 |
403.8 |
412.5 |
403.8 |
408.1 |
+2.4 |
73 |
1,511 |
+43 |
Total Volume and Open Interest |
37,080 |
159,760 |
+5,766 |
Corn(CBOT) |
Jul10 |
100610 |
338.00 |
348.00 |
336.00 |
343.25 |
+5.00 |
171,038 |
407,568 |
-23,498 |
Sep10 |
100610 |
346.75 |
356.50 |
344.75 |
352.50 |
+5.50 |
101,925 |
242,575 |
+12,778 |
Dec10 |
100610 |
358.00 |
368.00 |
356.00 |
364.50 |
+6.00 |
69,439 |
405,733 |
+5,386 |
Mar11 |
100610 |
371.25 |
380.75 |
369.00 |
377.50 |
+5.50 |
6,064 |
60,348 |
+653 |
May11 |
100610 |
379.50 |
388.75 |
378.50 |
386.50 |
+5.25 |
382 |
9,433 |
+43 |
Jul11 |
100610 |
388.75 |
398.00 |
386.75 |
395.50 |
+5.50 |
2,821 |
38,367 |
+232 |
Total Volume and Open Interest |
357,901 |
1,239,243 |
-4,545 |
Wheat(CBOT) |
Jul10 |
100610 |
428.00 |
437.50 |
426.75 |
433.25 |
+5.25 |
57,042 |
179,246 |
-14,373 |
Sep10 |
100610 |
445.00 |
454.00 |
443.50 |
450.00 |
+5.25 |
35,615 |
132,319 |
+6,374 |
Dec10 |
100610 |
475.50 |
484.00 |
474.25 |
479.75 |
+4.75 |
16,014 |
84,187 |
+1,588 |
Mar11 |
100610 |
506.00 |
515.50 |
506.00 |
511.75 |
+4.50 |
2,503 |
28,836 |
+304 |
May11 |
100610 |
531.00 |
531.50 |
527.50 |
529.00 |
+3.25 |
292 |
9,199 |
+40 |
Total Volume and Open Interest |
125,171 |
502,832 |
-729 |
Wheat(KCBT) |
Jul10 |
100610 |
457.75 |
466.50 |
457.50 |
462.50 |
+4.50 |
13,153 |
49,562 |
-3,348 |
Sep10 |
100610 |
470.00 |
478.00 |
469.25 |
474.50 |
+4.50 |
6,248 |
31,913 |
+2,517 |
Dec10 |
100610 |
487.00 |
496.25 |
486.75 |
492.25 |
+4.50 |
3,229 |
44,942 |
+1,219 |
Mar11 |
100610 |
504.75 |
513.75 |
504.75 |
509.75 |
+4.50 |
1,870 |
15,542 |
+399 |
May11 |
100610 |
517.00 |
525.50 |
517.00 |
522.25 |
+4.50 |
950 |
7,575 |
+428 |
Total Volume and Open Interest |
28,324 |
179,137 |
+2,993 |
Wheat(MGE) |
Jul10 |
100610 |
485.50 |
494.50 |
485.00 |
490.25 |
+4.00 |
5,414 |
13,199 |
-287 |
Sep10 |
100610 |
498.25 |
506.25 |
497.50 |
502.00 |
+3.75 |
1,400 |
10,482 |
+259 |
Dec10 |
100610 |
515.00 |
523.25 |
514.00 |
519.75 |
+4.75 |
1,719 |
10,301 |
-118 |
Mar11 |
100610 |
532.75 |
540.75 |
532.75 |
536.75 |
+3.75 |
625 |
3,776 |
+107 |
May11 |
100610 |
550.50 |
551.00 |
546.50 |
547.50 |
+3.75 |
523 |
1,737 |
+177 |
Total Volume and Open Interest |
12,713 |
47,894 |
+2,460 |
Oats(CBOT) |
Jul10 |
100610 |
205.00 |
216.25 |
205.00 |
214.50 |
+10.50 |
1,115 |
9,326 |
-223 |
Sep10 |
100610 |
210.00 |
219.50 |
210.00 |
218.00 |
+9.50 |
532 |
4,292 |
+105 |
Dec10 |
100610 |
215.75 |
224.00 |
215.00 |
222.25 |
+9.25 |
383 |
4,897 |
+139 |
Mar11 |
100610 |
225.00 |
230.75 |
222.00 |
230.75 |
+8.75 |
6 |
567 |
+0 |
Total Volume and Open Interest |
2,036 |
19,082 |
+21 |
Rough Rice(CBOT) |
Jul10 |
100610 |
10.56 |
10.90 |
10.35 |
10.90 |
+0.32 |
609 |
6,802 |
-114 |
Sep10 |
100610 |
10.66 |
10.86 |
10.47 |
10.86 |
+0.20 |
566 |
5,332 |
+187 |
Nov10 |
100610 |
10.84 |
11.00 |
10.67 |
11.00 |
+0.16 |
80 |
2,035 |
+3 |
Jan11 |
100610 |
11.01 |
11.27 |
11.01 |
11.27 |
+0.15 |
2 |
446 |
-2 |
Total Volume and Open Interest |
1,257 |
15,730 |
+74 |
Live Cattle(CME) |
Jun10 |
100610 |
89.980 |
90.450 |
89.700 |
90.080 |
+0.430 |
4,700 |
20,495 |
-1,460 |
Aug10 |
100610 |
87.750 |
88.400 |
87.500 |
87.785 |
+0.305 |
14,391 |
143,643 |
-590 |
Oct10 |
100610 |
88.900 |
89.635 |
88.750 |
89.100 |
+0.350 |
6,179 |
88,310 |
-108 |
Dec10 |
100610 |
91.150 |
91.980 |
91.035 |
91.730 |
+0.630 |
3,005 |
44,561 |
-3 |
Feb11 |
100610 |
92.135 |
93.000 |
92.135 |
92.850 |
+0.650 |
967 |
19,509 |
-30 |
Apr11 |
100610 |
94.135 |
94.800 |
94.080 |
94.700 |
+0.700 |
515 |
10,424 |
+231 |
Total Volume and Open Interest |
29,797 |
330,824 |
-1,947 |
Feeder Cattle(CME) |
Aug10 |
100610 |
109.385 |
111.000 |
108.800 |
110.230 |
+1.000 |
1,857 |
21,426 |
-232 |
Sep10 |
100610 |
108.950 |
110.800 |
108.650 |
110.035 |
+0.955 |
407 |
5,382 |
+129 |
Oct10 |
100610 |
108.800 |
110.450 |
108.350 |
110.150 |
+1.200 |
199 |
3,759 |
+29 |
Nov10 |
100610 |
108.900 |
110.285 |
108.450 |
109.700 |
+0.900 |
118 |
1,388 |
+41 |
Jan11 |
100610 |
107.930 |
109.000 |
107.300 |
108.500 |
+0.700 |
15 |
500 |
+5 |
Mar11 |
100610 |
107.000 |
108.000 |
107.000 |
107.200 |
-0.050 |
9 |
70 |
+8 |
Apr11 |
100610 |
106.550 |
106.550 |
106.550 |
106.550 |
unch |
1 |
14 |
+0 |
Total Volume and Open Interest |
2,606 |
32,539 |
-20 |
Lean Hogs(CME) |
Jun10 |
100610 |
77.350 |
77.580 |
77.100 |
77.285 |
-0.165 |
3,191 |
9,902 |
-1,102 |
Jul10 |
100610 |
78.135 |
78.700 |
77.430 |
77.700 |
-0.775 |
18,239 |
46,498 |
-4,534 |
Aug10 |
100610 |
79.550 |
80.450 |
79.550 |
80.050 |
-0.235 |
10,558 |
46,844 |
+1,392 |
Oct10 |
100610 |
72.650 |
73.680 |
72.650 |
73.450 |
+0.500 |
5,061 |
40,252 |
-789 |
Dec10 |
100610 |
70.475 |
71.850 |
70.300 |
71.750 |
+0.700 |
3,530 |
26,754 |
+887 |
Feb11 |
100610 |
70.800 |
72.350 |
70.800 |
72.200 |
+1.150 |
613 |
8,705 |
+80 |
Apr11 |
100610 |
71.800 |
72.900 |
71.800 |
72.800 |
+0.500 |
285 |
4,100 |
+93 |
May11 |
100610 |
75.900 |
75.900 |
75.900 |
75.900 |
+0.300 |
12 |
164 |
+10 |
Total Volume and Open Interest |
41,494 |
184,250 |
-3,961 |
Pork Bellies(CME) |
Jul10 |
100610 |
96.500 |
96.500 |
95.000 |
95.750 |
-0.750 |
51 |
104 |
-28 |
Aug10 |
100610 |
94.000 |
94.000 |
94.000 |
94.000 |
-0.250 |
6 |
27 |
+1 |
Feb11 |
100610 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
Mar11 |
100610 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
May11 |
100610 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
57 |
136 |
-27 |
Class III Milk(CME) |
Jun10 |
100610 |
13.42 |
13.61 |
13.41 |
13.50 |
+0.05 |
22 |
4,349 |
-26 |
Jul10 |
100610 |
13.16 |
13.49 |
13.06 |
13.40 |
+0.20 |
109 |
4,589 |
-23 |
Aug10 |
100610 |
13.61 |
13.97 |
13.60 |
13.92 |
+0.17 |
179 |
4,155 |
+55 |
Sep10 |
100610 |
14.28 |
14.60 |
14.20 |
14.51 |
+0.11 |
54 |
3,828 |
+24 |
Oct10 |
100610 |
14.45 |
14.70 |
14.40 |
14.66 |
+0.12 |
24 |
3,400 |
+12 |
Total Volume and Open Interest |
474 |
27,761 |
+96 |
Cocoa(ICE) |
Jul10 |
100610 |
2970 |
3004 |
2890 |
2919 |
-53 |
8,075 |
23,193 |
-4,908 |
Sep10 |
100610 |
2993 |
3022 |
2911 |
2941 |
-51 |
7,200 |
51,112 |
+4,830 |
Dec10 |
100610 |
3020 |
3049 |
2940 |
2970 |
-50 |
2,130 |
19,040 |
+1,177 |
Mar11 |
100610 |
3050 |
3068 |
2977 |
2996 |
-50 |
257 |
16,072 |
-107 |
May11 |
100610 |
3066 |
3075 |
3004 |
3004 |
-50 |
12 |
6,652 |
+4 |
Jul11 |
100610 |
3072 |
3081 |
3010 |
3010 |
-50 |
104 |
3,304 |
+75 |
Sep11 |
100610 |
3076 |
3076 |
3020 |
3020 |
-44 |
45 |
1,230 |
-45 |
Total Volume and Open Interest |
17,870 |
125,708 |
+1,026 |
Coffee "C"(ICE) |
Jul10 |
100610 |
134.55 |
137.70 |
133.80 |
137.00 |
+2.55 |
14,931 |
46,358 |
-5,139 |
Sep10 |
100610 |
135.90 |
139.30 |
135.40 |
138.55 |
+2.50 |
10,781 |
49,287 |
+4,858 |
Dec10 |
100610 |
137.55 |
140.65 |
137.00 |
139.95 |
+2.40 |
2,596 |
25,785 |
+1,352 |
Mar11 |
100610 |
139.80 |
141.10 |
139.80 |
140.45 |
+2.20 |
702 |
10,544 |
+487 |
May11 |
100610 |
139.60 |
140.85 |
139.60 |
140.45 |
+2.40 |
94 |
4,612 |
+54 |
Jul11 |
100610 |
140.35 |
140.35 |
140.35 |
140.35 |
+2.40 |
62 |
2,486 |
-54 |
Total Volume and Open Interest |
29,215 |
139,955 |
+1,577 |
Orange Juice(ICE) |
Jul10 |
100610 |
137.90 |
141.00 |
136.90 |
140.25 |
+2.40 |
2,043 |
12,717 |
-1,103 |
Sep10 |
100610 |
139.30 |
142.95 |
139.00 |
142.15 |
+2.25 |
1,627 |
12,012 |
+1,115 |
Nov10 |
100610 |
140.15 |
143.05 |
140.00 |
142.45 |
+1.70 |
104 |
3,190 |
-37 |
Jan11 |
100610 |
140.30 |
142.60 |
140.00 |
142.45 |
+1.60 |
41 |
1,035 |
+38 |
Mar11 |
100610 |
143.15 |
143.15 |
142.90 |
142.90 |
+1.80 |
1 |
174 |
+1 |
May11 |
100610 |
142.80 |
142.80 |
142.80 |
142.80 |
+1.80 |
0 |
154 |
+0 |
Total Volume and Open Interest |
3,816 |
29,481 |
+14 |
Sugar #11(ICE) |
Jul10 |
100610 |
15.11 |
15.60 |
14.96 |
15.36 |
+0.20 |
67,933 |
208,866 |
-10,035 |
Oct10 |
100610 |
15.37 |
15.79 |
15.18 |
15.51 |
+0.13 |
50,373 |
221,790 |
+2,910 |
Mar11 |
100610 |
16.37 |
16.67 |
16.18 |
16.48 |
+0.11 |
12,593 |
106,151 |
+2,673 |
May11 |
100610 |
16.41 |
16.77 |
16.41 |
16.58 |
+0.01 |
3,172 |
27,201 |
+598 |
Jul11 |
100610 |
16.50 |
16.80 |
16.50 |
16.67 |
unch |
10,565 |
57,130 |
+6,868 |
Total Volume and Open Interest |
152,297 |
696,523 |
+5,011 |
London Cocoa(LCE) |
Jul10 |
100610 |
2554 |
2584 |
2493 |
2496 |
-64 |
3,096 |
56,698 |
-7,476 |
Sep10 |
100610 |
2368 |
2395 |
2338 |
2341 |
-31 |
3,521 |
36,427 |
+1,051 |
Dec10 |
100610 |
2314 |
2330 |
2272 |
2276 |
-42 |
3,706 |
26,172 |
+1,126 |
Mar11 |
100610 |
2291 |
2291 |
2235 |
2239 |
-40 |
1,301 |
23,495 |
+663 |
May11 |
100610 |
2274 |
2277 |
2227 |
2235 |
-39 |
41 |
5,573 |
+9 |
Jul11 |
100610 |
2264 |
2264 |
2238 |
2238 |
-38 |
9 |
928 |
-7 |
Sep11 |
100610 |
2241 |
2241 |
2241 |
2241 |
-38 |
9 |
1,993 |
+9 |
Total Volume and Open Interest |
11,683 |
157,020 |
+2,732 |
London Sugar(LCE) |
Aug10 |
100610 |
497.00 |
509.40 |
494.60 |
508.60 |
+7.70 |
3,707 |
30,924 |
+387 |
Oct10 |
100610 |
446.20 |
458.00 |
445.20 |
457.00 |
+5.50 |
1,544 |
18,314 |
+118 |
Dec10 |
100610 |
442.20 |
446.20 |
438.50 |
445.00 |
+5.50 |
391 |
7,148 |
-13 |
Mar11 |
100610 |
449.90 |
453.40 |
448.50 |
452.30 |
+5.20 |
229 |
4,103 |
-89 |
May11 |
100610 |
452.50 |
455.50 |
451.60 |
454.90 |
+4.00 |
58 |
1,794 |
+25 |
Total Volume and Open Interest |
5,929 |
63,106 |
+428 |
Cotton(ICE) |
Jul10 |
100610 |
82.05 |
83.99 |
81.66 |
82.51 |
+1.19 |
17,686 |
61,906 |
-7,909 |
Oct10 |
100610 |
77.70 |
79.07 |
77.50 |
78.64 |
+1.38 |
169 |
1,517 |
+60 |
Dec10 |
100610 |
77.83 |
79.18 |
77.14 |
79.07 |
+1.44 |
14,732 |
89,305 |
+5,814 |
Mar11 |
100610 |
78.95 |
80.52 |
78.82 |
80.52 |
+1.57 |
2,020 |
15,916 |
+1,696 |
May11 |
100610 |
80.03 |
80.82 |
80.03 |
80.82 |
+1.54 |
42 |
607 |
-32 |
Jul11 |
100610 |
79.95 |
80.82 |
79.95 |
80.82 |
+1.27 |
146 |
5,347 |
+108 |
Total Volume and Open Interest |
34,795 |
176,221 |
-263 |
Lumber(CME) |
Jul10 |
100610 |
206.0 |
213.0 |
205.3 |
209.2 |
+3.2 |
712 |
3,854 |
-190 |
Sep10 |
100610 |
218.0 |
224.5 |
215.9 |
218.0 |
-1.0 |
775 |
4,516 |
+148 |
Nov10 |
100610 |
215.8 |
225.1 |
215.8 |
217.1 |
+1.0 |
154 |
1,182 |
+146 |
Jan11 |
100610 |
238.1 |
241.1 |
238.1 |
239.0 |
-0.9 |
31 |
95 |
+13 |
Total Volume and Open Interest |
1,673 |
9,656 |
+117 |
Crude Oil(NYM) |
Jul10 |
100610 |
73.87 |
76.30 |
73.72 |
75.48 |
+1.10 |
421,966 |
274,957 |
-39,304 |
Aug10 |
100610 |
74.90 |
77.35 |
74.79 |
76.68 |
+1.24 |
177,977 |
160,620 |
+11,899 |
Sep10 |
100610 |
76.20 |
78.17 |
75.86 |
77.60 |
+1.27 |
78,048 |
110,771 |
+1,366 |
Oct10 |
100610 |
76.91 |
78.85 |
76.59 |
78.32 |
+1.29 |
30,411 |
52,672 |
+2,298 |
Nov10 |
100610 |
77.45 |
79.42 |
77.20 |
78.97 |
+1.32 |
15,792 |
35,488 |
+803 |
Dec10 |
100610 |
77.90 |
80.03 |
77.73 |
79.55 |
+1.34 |
52,048 |
199,268 |
-1,090 |
Jan11 |
100610 |
79.50 |
80.30 |
79.25 |
79.99 |
+1.32 |
4,477 |
37,143 |
+1 |
Feb11 |
100610 |
80.80 |
80.80 |
79.64 |
80.41 |
+1.28 |
3,129 |
16,326 |
-631 |
Mar11 |
100610 |
79.61 |
81.14 |
79.61 |
80.86 |
+1.28 |
2,494 |
18,435 |
-88 |
Apr11 |
100610 |
81.27 |
81.27 |
81.27 |
81.27 |
+1.26 |
1,025 |
11,506 |
+3 |
May11 |
100610 |
81.65 |
81.65 |
81.65 |
81.65 |
+1.22 |
1,270 |
7,671 |
-73 |
Jun11 |
100610 |
80.81 |
82.29 |
80.81 |
82.01 |
+1.20 |
12,211 |
42,419 |
-424 |
Jul11 |
100610 |
81.29 |
82.66 |
80.86 |
82.33 |
+1.19 |
9,422 |
24,133 |
+1,575 |
Aug11 |
100610 |
82.55 |
82.55 |
82.55 |
82.55 |
+1.19 |
1,794 |
6,613 |
+168 |
Sep11 |
100610 |
82.72 |
82.72 |
82.72 |
82.72 |
+1.18 |
1,580 |
8,013 |
-14 |
Oct11 |
100610 |
82.87 |
82.87 |
82.87 |
82.87 |
+1.17 |
990 |
5,279 |
+40 |
Total Volume and Open Interest |
844,996 |
1,322,308 |
-19,363 |
e-miNY Crude Oil(NYM) |
Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
Jul10 |
100610 |
73.750 |
76.275 |
73.725 |
75.475 |
+1.100 |
13,550 |
3,923 |
-92 |
Aug10 |
100610 |
74.850 |
77.300 |
74.850 |
76.675 |
+1.225 |
554 |
788 |
-56 |
Sep10 |
100610 |
75.950 |
78.150 |
75.950 |
77.600 |
+1.275 |
87 |
287 |
+7 |
Oct10 |
100610 |
76.650 |
78.500 |
76.650 |
78.325 |
+1.300 |
1 |
133 |
+0 |
Nov10 |
100610 |
79.100 |
79.300 |
78.975 |
78.975 |
+1.325 |
0 |
15 |
+0 |
Dec10 |
100610 |
79.900 |
79.900 |
79.550 |
79.550 |
+1.350 |
4 |
87 |
+1 |
Jan11 |
100610 |
80.000 |
80.000 |
80.000 |
80.000 |
+1.325 |
0 |
2 |
+0 |
Feb11 |
100610 |
80.400 |
80.400 |
80.400 |
80.400 |
+1.275 |
|
|
|
Mar11 |
100610 |
80.850 |
80.850 |
80.850 |
80.850 |
+1.275 |
|
|
|
Total Volume and Open Interest |
14,196 |
5,293 |
-140 |
Heating Oil(NYM) |
Jul10 |
100610 |
199.60 |
205.34 |
199.44 |
203.28 |
+2.32 |
46,903 |
72,325 |
-2,711 |
Aug10 |
100610 |
202.23 |
207.23 |
201.47 |
205.27 |
+2.34 |
19,393 |
55,684 |
+1,997 |
Sep10 |
100610 |
205.40 |
209.57 |
205.06 |
207.71 |
+2.37 |
8,743 |
36,925 |
+1,097 |
Oct10 |
100610 |
208.71 |
211.88 |
208.28 |
210.26 |
+2.42 |
3,974 |
22,627 |
+622 |
Nov10 |
100610 |
211.40 |
214.49 |
211.40 |
212.88 |
+2.48 |
1,732 |
13,688 |
+292 |
Dec10 |
100610 |
212.10 |
217.11 |
211.74 |
215.36 |
+2.45 |
7,127 |
37,362 |
+588 |
Jan11 |
100610 |
216.00 |
218.95 |
216.00 |
217.81 |
+2.43 |
1,439 |
16,772 |
-408 |
Feb11 |
100610 |
219.71 |
220.05 |
218.81 |
219.56 |
+2.38 |
553 |
8,267 |
-102 |
Mar11 |
100610 |
220.65 |
221.83 |
220.46 |
220.46 |
+2.38 |
1,233 |
7,996 |
+182 |
Apr11 |
100610 |
220.80 |
220.80 |
220.29 |
220.29 |
+2.36 |
298 |
4,168 |
+69 |
May11 |
100610 |
220.24 |
220.24 |
220.24 |
220.24 |
+2.34 |
498 |
3,696 |
+143 |
Jun11 |
100610 |
218.29 |
221.62 |
218.29 |
220.49 |
+2.40 |
1,676 |
17,095 |
-268 |
Total Volume and Open Interest |
95,054 |
313,863 |
+1,612 |
Gasoline(NYMEX) |
Jul10 |
100610 |
203.05 |
208.85 |
202.30 |
207.05 |
+3.08 |
50,043 |
78,656 |
-2,964 |
Aug10 |
100610 |
202.40 |
208.46 |
202.16 |
206.75 |
+3.06 |
24,311 |
50,110 |
+1,821 |
Sep10 |
100610 |
202.70 |
207.15 |
202.39 |
206.51 |
+3.07 |
14,982 |
40,826 |
+1,879 |
Oct10 |
100610 |
192.80 |
197.76 |
192.80 |
196.61 |
+3.07 |
5,155 |
19,264 |
-247 |
Nov10 |
100610 |
193.21 |
196.29 |
193.21 |
196.19 |
+3.07 |
2,589 |
19,584 |
+451 |
Dec10 |
100610 |
194.30 |
197.52 |
193.84 |
196.87 |
+3.07 |
4,718 |
15,189 |
+475 |
Jan11 |
100610 |
196.67 |
198.83 |
196.67 |
198.74 |
+3.08 |
266 |
5,256 |
-16 |
Feb11 |
100610 |
201.08 |
201.08 |
201.00 |
201.00 |
+3.06 |
56 |
2,238 |
+0 |
Mar11 |
100610 |
203.55 |
203.55 |
203.25 |
203.25 |
+3.03 |
453 |
2,607 |
+252 |
Apr11 |
100610 |
215.90 |
216.20 |
215.85 |
215.85 |
+2.98 |
50 |
3,264 |
+3 |
Total Volume and Open Interest |
103,271 |
249,413 |
+2,068 |
e-miNY RBOB Gasoline(NYM) |
Jul10 |
100610 |
207.10 |
207.10 |
207.05 |
207.10 |
+3.10 |
0 |
3 |
+0 |
Aug10 |
100610 |
206.80 |
206.80 |
206.75 |
206.80 |
+3.10 |
0 |
2 |
+0 |
Sep10 |
100610 |
206.50 |
206.51 |
206.50 |
206.50 |
+3.10 |
|
|
|
Oct10 |
100610 |
196.60 |
196.61 |
196.60 |
196.60 |
+3.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
12 |
+0 |
Natural Gas(NYM) |
Jul10 |
100610 |
4.675 |
4.808 |
4.628 |
4.647 |
-0.030 |
151,091 |
180,702 |
-11,739 |
Aug10 |
100610 |
4.734 |
4.860 |
4.687 |
4.706 |
-0.030 |
60,640 |
70,244 |
+2,295 |
Sep10 |
100610 |
4.823 |
4.910 |
4.744 |
4.761 |
-0.031 |
56,815 |
91,230 |
+8,204 |
Oct10 |
100610 |
4.870 |
4.989 |
4.828 |
4.841 |
-0.034 |
33,851 |
92,595 |
+270 |
Nov10 |
100610 |
5.173 |
5.271 |
5.120 |
5.136 |
-0.028 |
11,589 |
28,898 |
+1,329 |
Dec10 |
100610 |
5.481 |
5.550 |
5.400 |
5.446 |
-0.028 |
8,050 |
38,696 |
+603 |
Jan11 |
100610 |
5.690 |
5.743 |
5.590 |
5.626 |
-0.029 |
11,410 |
50,973 |
+220 |
Feb11 |
100610 |
5.613 |
5.679 |
5.565 |
5.581 |
-0.031 |
2,254 |
16,597 |
-477 |
Mar11 |
100610 |
5.486 |
5.580 |
5.430 |
5.466 |
-0.028 |
6,600 |
47,113 |
-1,116 |
Apr11 |
100610 |
5.295 |
5.348 |
5.218 |
5.239 |
-0.030 |
7,062 |
39,198 |
+9 |
May11 |
100610 |
5.285 |
5.325 |
5.243 |
5.255 |
-0.030 |
898 |
21,290 |
-310 |
Jun11 |
100610 |
5.350 |
5.387 |
5.290 |
5.297 |
-0.032 |
688 |
8,491 |
+116 |
Jul11 |
100610 |
5.420 |
5.420 |
5.338 |
5.352 |
-0.032 |
702 |
5,136 |
+10 |
Aug11 |
100610 |
5.428 |
5.441 |
5.395 |
5.395 |
-0.033 |
67 |
5,358 |
+7 |
Sep11 |
100610 |
5.485 |
5.514 |
5.424 |
5.424 |
-0.033 |
65 |
5,201 |
+5 |
Oct11 |
100610 |
5.565 |
5.617 |
5.502 |
5.511 |
-0.033 |
2,091 |
19,389 |
-292 |
Total Volume and Open Interest |
357,774 |
828,729 |
-1,442 |
Brent Crude Oil(ICE) |
Jul10 |
100610 |
73.92 |
75.88 |
73.68 |
75.29 |
+1.02 |
147,343 |
134,408 |
-9,889 |
Aug10 |
100610 |
74.57 |
76.53 |
74.36 |
76.06 |
+1.11 |
96,909 |
170,045 |
+845 |
Sep10 |
100610 |
75.13 |
77.11 |
74.94 |
76.68 |
+1.16 |
47,217 |
86,106 |
+1,648 |
Oct10 |
100610 |
75.69 |
77.64 |
75.60 |
77.27 |
+1.19 |
17,666 |
43,829 |
-271 |
Nov10 |
100610 |
76.51 |
78.16 |
76.13 |
77.83 |
+1.20 |
7,296 |
24,220 |
-73 |
Dec10 |
100610 |
77.04 |
78.80 |
76.64 |
78.39 |
+1.22 |
28,157 |
99,443 |
+1,140 |
Jan11 |
100610 |
77.49 |
79.08 |
77.25 |
78.93 |
+1.21 |
4,313 |
24,505 |
-377 |
Feb11 |
100610 |
78.02 |
79.60 |
78.02 |
79.45 |
+1.18 |
2,434 |
12,531 |
+591 |
Mar11 |
100610 |
78.56 |
80.00 |
78.56 |
79.97 |
+1.15 |
1,697 |
8,958 |
-124 |
Apr11 |
100610 |
80.45 |
80.45 |
80.45 |
80.45 |
+1.13 |
1,182 |
5,610 |
+115 |
May11 |
100610 |
80.90 |
80.90 |
80.90 |
80.90 |
+1.12 |
938 |
14,934 |
+498 |
Jun11 |
100610 |
80.06 |
81.39 |
79.84 |
81.31 |
+1.11 |
4,647 |
23,479 |
+586 |
Jul11 |
100610 |
81.69 |
81.69 |
81.69 |
81.69 |
+1.09 |
1,460 |
6,528 |
+1,209 |
Aug11 |
100610 |
82.01 |
82.01 |
82.01 |
82.01 |
+1.09 |
499 |
3,843 |
+113 |
Total Volume and Open Interest |
372,728 |
763,922 |
-2,166 |
Gas Oil(ICE) |
Jun10 |
100610 |
636.50 |
641.50 |
634.25 |
639.75 |
unch |
38,730 |
23,385 |
-15,614 |
Jul10 |
100610 |
637.75 |
654.75 |
635.25 |
648.50 |
+6.50 |
98,662 |
114,088 |
+10,662 |
Aug10 |
100610 |
640.00 |
657.25 |
639.00 |
651.50 |
+5.75 |
39,847 |
67,682 |
+6,968 |
Sep10 |
100610 |
647.75 |
661.25 |
644.00 |
655.50 |
+5.00 |
18,078 |
52,591 |
+3,172 |
Oct10 |
100610 |
652.50 |
665.75 |
649.00 |
659.75 |
+4.75 |
9,690 |
34,562 |
-777 |
Nov10 |
100610 |
658.25 |
668.75 |
658.25 |
664.00 |
+4.50 |
9,562 |
25,498 |
+1,337 |
Dec10 |
100610 |
657.50 |
674.00 |
657.50 |
668.25 |
+4.25 |
22,317 |
94,998 |
+1,446 |
Jan11 |
100610 |
667.25 |
675.00 |
667.00 |
673.00 |
+4.25 |
4,353 |
28,065 |
+8 |
Feb11 |
100610 |
671.00 |
679.50 |
671.00 |
677.50 |
+4.25 |
1,808 |
14,767 |
+376 |
Mar11 |
100610 |
675.25 |
685.00 |
675.25 |
681.75 |
+4.25 |
1,788 |
12,640 |
+371 |
Total Volume and Open Interest |
251,871 |
579,359 |
+10,721 |
Ethanol(CBOT) |
Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
Jul10 |
100610 |
1.580 |
1.580 |
1.565 |
1.576 |
+0.015 |
230 |
976 |
-54 |
Aug10 |
100610 |
1.566 |
1.575 |
1.561 |
1.573 |
+0.014 |
43 |
1,185 |
+7 |
Sep10 |
100610 |
1.550 |
1.558 |
1.550 |
1.553 |
+0.011 |
37 |
1,112 |
+20 |
Oct10 |
100610 |
1.555 |
1.558 |
1.548 |
1.551 |
+0.010 |
35 |
1,049 |
+25 |
Nov10 |
100610 |
1.571 |
1.571 |
1.549 |
1.558 |
+0.016 |
28 |
817 |
+3 |
Dec10 |
100610 |
1.559 |
1.564 |
1.558 |
1.558 |
+0.015 |
38 |
1,610 |
+7 |
Jan11 |
100610 |
1.560 |
1.560 |
1.556 |
1.558 |
+0.017 |
34 |
1,152 |
+27 |
Total Volume and Open Interest |
608 |
11,053 |
+137 |
US Dollar Index(ICE) |
Jun10 |
100610 |
87.940 |
88.080 |
86.770 |
87.165 |
-0.770 |
34,754 |
30,065 |
-2,484 |
Sep10 |
100610 |
88.410 |
88.570 |
87.090 |
87.650 |
-0.765 |
5,144 |
8,166 |
+3,032 |
Dec10 |
100610 |
87.925 |
87.925 |
87.925 |
87.925 |
-0.765 |
0 |
17 |
+0 |
Total Volume and Open Interest |
39,898 |
38,248 |
+548 |
Australian Dollar(CME) |
Jun10 |
100610 |
82.76 |
85.08 |
82.66 |
84.85 |
+2.15 |
150,230 |
82,786 |
-8,563 |
Sep10 |
100610 |
81.87 |
84.18 |
81.82 |
83.95 |
+2.13 |
32,828 |
25,794 |
+11,425 |
Dec10 |
100610 |
83.07 |
83.07 |
80.98 |
83.07 |
+2.09 |
0 |
366 |
+0 |
Total Volume and Open Interest |
183,058 |
108,956 |
+2,862 |
British Pound(CME) |
Jun10 |
100610 |
145.41 |
147.22 |
145.08 |
147.02 |
+1.74 |
151,769 |
100,822 |
-20,284 |
Sep10 |
100610 |
145.34 |
147.22 |
145.08 |
147.02 |
+1.72 |
42,845 |
66,204 |
+27,510 |
Dec10 |
100610 |
146.75 |
147.06 |
145.32 |
147.06 |
+1.74 |
10 |
50 |
+10 |
Total Volume and Open Interest |
194,624 |
167,076 |
+7,236 |
Canadian Dollar(CME) |
Jun10 |
100610 |
95.77 |
97.21 |
95.65 |
96.94 |
+1.19 |
108,232 |
72,057 |
-12,727 |
Sep10 |
100610 |
95.70 |
97.15 |
95.60 |
96.88 |
+1.19 |
25,474 |
46,600 |
+11,578 |
Dec10 |
100610 |
95.70 |
97.00 |
95.59 |
96.78 |
+1.19 |
42 |
2,357 |
+15 |
Mar11 |
100610 |
96.60 |
96.60 |
95.43 |
96.60 |
+1.17 |
0 |
333 |
+0 |
Total Volume and Open Interest |
133,748 |
121,438 |
-1,134 |
Japanese Yen(CME) |
Jun10 |
100610 |
109.52 |
110.07 |
109.31 |
109.61 |
-0.14 |
173,336 |
96,738 |
-12,359 |
Sep10 |
100610 |
109.68 |
110.22 |
109.46 |
109.77 |
-0.14 |
26,492 |
36,130 |
+8,687 |
Dec10 |
100610 |
109.58 |
110.11 |
109.58 |
109.97 |
-0.14 |
19 |
140 |
+8 |
Total Volume and Open Interest |
199,847 |
133,010 |
-3,664 |
Swiss Franc(CME) |
Jun10 |
100610 |
87.07 |
87.74 |
86.92 |
87.33 |
+0.25 |
67,309 |
36,674 |
-7,337 |
Sep10 |
100610 |
87.27 |
87.91 |
87.10 |
87.50 |
+0.24 |
19,031 |
22,935 |
+12,416 |
Dec10 |
100610 |
87.73 |
87.73 |
87.49 |
87.73 |
+0.24 |
0 |
13 |
+0 |
Total Volume and Open Interest |
86,340 |
59,622 |
+5,079 |
EuroFX(CME) |
Jun10 |
100610 |
119.83 |
121.44 |
119.57 |
120.96 |
+1.11 |
420,693 |
186,117 |
-25,849 |
Sep10 |
100610 |
119.90 |
121.52 |
119.66 |
121.05 |
+1.11 |
82,858 |
118,458 |
+40,784 |
Dec10 |
100610 |
120.87 |
121.50 |
120.05 |
121.16 |
+1.11 |
70 |
432 |
-8 |
Total Volume and Open Interest |
503,624 |
305,060 |
+14,929 |
Mexican Peso(CME) |
Jun10 |
100610 |
777.2 |
788.2 |
776.2 |
786.8 |
+9.0 |
22,320 |
55,772 |
-3,425 |
Jul10 |
100610 |
785.5 |
785.5 |
776.5 |
785.5 |
+9.0 |
|
|
|
Total Volume and Open Interest |
31,010 |
88,262 |
+886 |
30-Year T-Bonds(CBOT) |
Jun10 |
100610 |
123~030 |
123~030 |
123~030 |
123~030 |
-1~250 |
|
|
|
Sep10 |
100610 |
124~150 |
124~170 |
122~170 |
122~180 |
-1~260 |
253,457 |
641,789 |
-8,263 |
Dec10 |
100610 |
123~030 |
123~030 |
121~060 |
121~060 |
-1~270 |
118 |
173 |
+83 |
Total Volume and Open Interest |
265,123 |
677,581 |
-12,830 |
10-Year T-Notes(CBOT) |
Jun10 |
100610 |
121~225 |
121~225 |
120~190 |
120~200 |
-1~005 |
88,265 |
104,016 |
-12,408 |
Sep10 |
100610 |
120~290 |
120~300 |
119~255 |
119~270 |
-1~005 |
1,082,522 |
1,703,268 |
+17,482 |
Dec10 |
100610 |
118~225 |
119~230 |
118~225 |
118~225 |
-1~005 |
0 |
91 |
+0 |
Total Volume and Open Interest |
1,170,787 |
1,807,396 |
+5,074 |
5-Year T-Notes(CBOT) |
Jun10 |
100610 |
117~113 |
118~002 |
117~057 |
117~059 |
+58~058 |
|
|
|
Sep10 |
100610 |
117~042 |
117~044 |
116~081 |
116~087 |
-0~076 |
386,226 |
871,011 |
+3,698 |
Dec10 |
100610 |
115~079 |
116~027 |
115~079 |
115~079 |
-0~076 |
0 |
2 |
+0 |
Total Volume and Open Interest |
399,574 |
928,465 |
-1,729 |
2 Year T-Notes(CBOT) |
Jun10 |
100610 |
54~085 |
54~085 |
54~080 |
54~080 |
-0~006 |
|
|
|
Sep10 |
100610 |
109~017 |
109~017 |
108~127 |
109~000 |
-0~014 |
185,111 |
868,977 |
+6,749 |
Dec10 |
100610 |
108~092 |
108~105 |
108~092 |
108~092 |
-0~013 |
0 |
1 |
+0 |
Total Volume and Open Interest |
199,046 |
887,452 |
+214 |
Eurodollars(CME) |
Jun10 |
100610 |
99.460 |
99.465 |
99.455 |
99.460 |
unch |
114,019 |
1,019,932 |
-16,267 |
Sep10 |
100610 |
99.290 |
99.325 |
99.285 |
99.315 |
+0.010 |
293,633 |
952,296 |
-17,716 |
Dec10 |
100610 |
99.160 |
99.205 |
99.155 |
99.190 |
unch |
304,262 |
1,066,493 |
-24,042 |
Mar11 |
100610 |
99.035 |
99.070 |
99.030 |
99.045 |
-0.015 |
199,169 |
810,002 |
+15,749 |
Jun11 |
100610 |
98.840 |
98.855 |
98.820 |
98.825 |
-0.030 |
227,262 |
838,354 |
+5,708 |
Sep11 |
100610 |
98.620 |
98.625 |
98.570 |
98.580 |
-0.045 |
199,142 |
727,071 |
+4,855 |
Dec11 |
100610 |
98.360 |
98.370 |
98.290 |
98.300 |
-0.065 |
178,305 |
561,933 |
+2,445 |
Mar12 |
100610 |
98.140 |
98.140 |
98.040 |
98.050 |
-0.080 |
130,171 |
415,736 |
+7,457 |
Jun12 |
100610 |
97.890 |
97.900 |
97.790 |
97.795 |
-0.095 |
83,718 |
271,009 |
+7,320 |
Sep12 |
100610 |
97.665 |
97.670 |
97.545 |
97.550 |
-0.105 |
55,871 |
197,502 |
+1,547 |
Dec12 |
100610 |
97.415 |
97.420 |
97.300 |
97.305 |
-0.115 |
48,681 |
156,022 |
+357 |
Mar13 |
100610 |
97.225 |
97.230 |
97.085 |
97.095 |
-0.120 |
44,943 |
135,061 |
-450 |
Jun13 |
100610 |
97.005 |
97.005 |
96.865 |
96.875 |
-0.125 |
22,252 |
90,897 |
+5,453 |
Sep13 |
100610 |
96.810 |
96.820 |
96.645 |
96.670 |
-0.130 |
18,998 |
76,785 |
-506 |
Dec13 |
100610 |
96.600 |
96.600 |
96.445 |
96.460 |
-0.135 |
10,031 |
40,360 |
-66 |
Mar14 |
100610 |
96.430 |
96.430 |
96.265 |
96.295 |
-0.140 |
8,953 |
41,259 |
+736 |
Jun14 |
100610 |
96.260 |
96.260 |
96.095 |
96.125 |
-0.145 |
4,272 |
32,360 |
-203 |
Sep14 |
100610 |
96.130 |
96.130 |
95.945 |
95.970 |
-0.150 |
4,281 |
24,015 |
+270 |
Total Volume and Open Interest |
1,961,644 |
7,620,858 |
-4,589 |
30 Day Federal Funds(CBOT) |
Jun10 |
100610 |
99.805 |
99.817 |
99.802 |
99.810 |
+0.007 |
5,726 |
66,647 |
-417 |
Jul10 |
100610 |
99.790 |
99.795 |
99.785 |
99.790 |
+0.005 |
4,396 |
52,266 |
+844 |
Aug10 |
100610 |
99.780 |
99.785 |
99.775 |
99.780 |
+0.005 |
2,377 |
75,747 |
-347 |
Sep10 |
100610 |
99.770 |
99.775 |
99.760 |
99.765 |
unch |
3,279 |
48,737 |
+17 |
Oct10 |
100610 |
99.750 |
99.760 |
99.745 |
99.750 |
+0.005 |
994 |
70,629 |
-1,717 |
Nov10 |
100610 |
99.725 |
99.735 |
99.720 |
99.725 |
+0.005 |
1,955 |
82,097 |
-420 |
Total Volume and Open Interest |
31,421 |
631,023 |
+1,221 |
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 |
100610 |
99.618 |
99.618 |
99.618 |
99.618 |
-0.003 |
805 |
2,807 |
+654 |
Sep10 |
100610 |
99.650 |
99.650 |
99.645 |
99.645 |
+0.005 |
50 |
1,082 |
+50 |
Dec10 |
100610 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
0 |
342 |
+0 |
Mar11 |
100610 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.005 |
0 |
167 |
+0 |
Jun11 |
100610 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
|
|
|
Sep11 |
100610 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.005 |
|
|
|
Dec11 |
100610 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.005 |
|
|
|
Mar12 |
100610 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.005 |
|
|
|
Jun12 |
100610 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
|
|
|
Sep12 |
100610 |
99.690 |
99.690 |
99.690 |
99.690 |
+0.005 |
|
|
|
Total Volume and Open Interest |
855 |
4,398 |
+704 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100610 |
99.65 |
99.65 |
99.64 |
99.64 |
+0.00 |
12 |
3,306 |
-50 |
Dec10 |
100610 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
1,411 |
+0 |
Mar11 |
100610 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
1,993 |
+0 |
Jun11 |
100610 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
102 |
+0 |
Sep11 |
100610 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
53 |
+0 |
Dec11 |
100610 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
103 |
+1 |
Mar12 |
100610 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
305 |
+0 |
Jun12 |
100610 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
754 |
+0 |
Total Volume and Open Interest |
324 |
12,722 |
+391 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100610 |
140.74 |
140.85 |
140.49 |
140.50 |
-0.29 |
8,954 |
20,341 |
+2,389 |
Dec10 |
100610 |
138.41 |
138.41 |
138.41 |
138.41 |
-0.29 |
|
|
|
Mar11 |
100610 |
136.32 |
136.32 |
136.32 |
136.32 |
-0.29 |
|
|
|
Total Volume and Open Interest |
17,481 |
20,341 |
-6,543 |
Euro-Bund(EUREX) |
Jun10 |
100608 |
129.64 |
130.37 |
129.64 |
130.16 |
+0.42 |
1,362,022 |
267,956 |
-256,851 |
Sep10 |
100610 |
129.27 |
129.39 |
128.38 |
128.68 |
-0.52 |
870,275 |
886,741 |
+23,393 |
Dec10 |
100610 |
127.55 |
127.57 |
126.86 |
127.17 |
-0.52 |
16 |
14 |
+6 |
Total Volume and Open Interest |
904,737 |
886,755 |
+4,499 |
Euro-Bobl(EUREX) |
Jun10 |
100608 |
121.32 |
121.74 |
121.32 |
121.62 |
+0.30 |
960,595 |
190,624 |
-205,522 |
Sep10 |
100610 |
120.82 |
120.85 |
120.33 |
120.50 |
-0.29 |
533,973 |
711,471 |
+5,282 |
Dec10 |
100610 |
119.12 |
119.12 |
119.12 |
119.12 |
-0.29 |
1 |
4 |
+1 |
Total Volume and Open Interest |
559,012 |
711,475 |
-2,050 |
3-Mth Euribor(EUREX) |
Jun10 |
100610 |
99.275 |
99.280 |
99.275 |
99.275 |
unch |
38 |
6,496 |
-1 |
Sep10 |
100610 |
99.170 |
99.180 |
99.160 |
99.175 |
+0.005 |
115 |
4,206 |
-53 |
Dec10 |
100610 |
99.105 |
99.105 |
99.070 |
99.100 |
-0.020 |
117 |
2,510 |
-2 |
Total Volume and Open Interest |
371 |
19,040 |
-56 |
Long Gilt(LIFFE) |
Jun10 |
100610 |
120~24 |
120~24 |
120~00 |
120~05 |
-0~11 |
2,138 |
19,452 |
-1,706 |
Sep10 |
100610 |
119~07 |
119~14 |
118~20 |
118~25 |
-0~12 |
89,855 |
271,006 |
-4,370 |
Total Volume and Open Interest |
91,993 |
290,458 |
-6,076 |
3-Mth Short Sterling(LIFFE) |
Jun10 |
100610 |
99.26 |
99.27 |
99.25 |
99.26 |
unch |
52,175 |
340,829 |
+5,670 |
Sep10 |
100610 |
99.14 |
99.17 |
99.13 |
99.15 |
+0.01 |
68,332 |
352,421 |
+908 |
Dec10 |
100610 |
98.99 |
99.02 |
98.97 |
98.99 |
+0.01 |
87,704 |
359,142 |
+2,018 |
Mar11 |
100610 |
98.86 |
98.90 |
98.84 |
98.85 |
unch |
64,697 |
237,757 |
+1,542 |
Jun11 |
100610 |
98.69 |
98.73 |
98.67 |
98.67 |
-0.02 |
73,734 |
312,497 |
+14,897 |
Sep11 |
100610 |
98.52 |
98.55 |
98.47 |
98.47 |
-0.04 |
56,403 |
269,512 |
+6,006 |
Total Volume and Open Interest |
496,527 |
2,466,637 |
+34,870 |
3-Mth Euribor(LIFFE) |
Jun10 |
100610 |
99.280 |
99.290 |
99.270 |
99.275 |
unch |
66,882 |
873,378 |
+3,439 |
Sep10 |
100610 |
99.170 |
99.190 |
99.135 |
99.175 |
+0.005 |
276,985 |
584,512 |
-26,010 |
Dec10 |
100610 |
99.120 |
99.130 |
99.070 |
99.100 |
-0.020 |
220,684 |
551,119 |
+35,984 |
Total Volume and Open Interest |
1,348,765 |
4,096,222 |
+24,447 |
3-Mth Aus T-Bills(SFE) |
Jun10 |
100610 |
95.11 |
95.13 |
95.09 |
95.13 |
+0.01 |
31,847 |
63,412 |
-16,577 |
Sep10 |
100610 |
95.20 |
95.22 |
95.09 |
95.12 |
-0.08 |
25,727 |
252,881 |
-5,120 |
Dec10 |
100610 |
95.15 |
95.18 |
95.05 |
95.06 |
-0.10 |
14,457 |
138,182 |
+3,681 |
Mar11 |
100610 |
95.07 |
95.10 |
94.97 |
94.98 |
-0.09 |
5,549 |
68,870 |
+1,576 |
Jun11 |
100610 |
94.94 |
94.97 |
94.87 |
94.88 |
-0.08 |
1,966 |
45,657 |
-52 |
Sep11 |
100610 |
94.84 |
94.85 |
94.78 |
94.78 |
-0.06 |
1,123 |
33,032 |
+160 |
Dec11 |
100610 |
94.71 |
94.76 |
94.70 |
94.71 |
-0.05 |
1,368 |
26,247 |
+639 |
Mar12 |
100610 |
94.66 |
94.71 |
94.65 |
94.66 |
-0.04 |
477 |
19,422 |
+284 |
Jun12 |
100610 |
94.67 |
94.68 |
94.63 |
94.63 |
-0.04 |
20 |
4,493 |
+0 |
Sep12 |
100610 |
94.64 |
94.64 |
94.64 |
94.64 |
-0.04 |
27 |
3,080 |
+27 |
Total Volume and Open Interest |
82,586 |
657,166 |
-15,357 |
10-Year Aus T-Bonds(SFE) |
Jun10 |
100610 |
94.69 |
94.71 |
94.64 |
94.66 |
-0.04 |
107,427 |
386,232 |
+54,175 |
Sep10 |
100610 |
94.67 |
94.69 |
94.63 |
94.64 |
-0.04 |
77,490 |
80,457 |
+73,531 |
Total Volume and Open Interest |
184,917 |
466,689 |
+127,706 |
3-Year Aus T-Bonds(SFE) |
Jun10 |
100610 |
95.27 |
95.29 |
95.21 |
95.22 |
-0.06 |
136,494 |
567,249 |
+37,260 |
Sep10 |
100610 |
95.18 |
95.20 |
95.12 |
95.14 |
-0.05 |
35,905 |
48,884 |
+33,631 |
Total Volume and Open Interest |
172,399 |
616,133 |
+70,891 |
Gold(CMX) |
Jun10 |
100610 |
1232.8 |
1233.5 |
1215.1 |
1220.8 |
-7.7 |
763 |
2,361 |
-259 |
Aug10 |
100610 |
1234.4 |
1236.0 |
1216.2 |
1222.2 |
-7.7 |
143,916 |
351,681 |
-4,224 |
Oct10 |
100610 |
1235.1 |
1236.0 |
1219.3 |
1224.2 |
-7.7 |
1,920 |
22,932 |
+716 |
Dec10 |
100610 |
1238.4 |
1239.6 |
1220.5 |
1226.3 |
-7.7 |
6,019 |
69,878 |
+1,679 |
Feb11 |
100610 |
1240.4 |
1240.4 |
1225.5 |
1228.6 |
-7.7 |
143 |
19,854 |
-84 |
Apr11 |
100610 |
1234.3 |
1234.3 |
1226.9 |
1230.9 |
-7.7 |
86 |
15,305 |
-11 |
Jun11 |
100610 |
588.3 |
589.3 |
576.2 |
577.9 |
-7.8 |
198 |
12,876 |
+68 |
Aug11 |
100610 |
1236.0 |
1236.0 |
1236.0 |
1236.0 |
-7.9 |
13 |
4,136 |
+0 |
Oct11 |
100610 |
1238.5 |
1239.1 |
1238.5 |
1239.1 |
-7.9 |
0 |
7,236 |
+0 |
Dec11 |
100610 |
1242.2 |
1247.6 |
1242.2 |
1242.3 |
-7.9 |
640 |
16,500 |
+43 |
Feb12 |
100610 |
1246.0 |
1246.0 |
1246.0 |
1246.0 |
-7.8 |
0 |
3,817 |
+0 |
Apr12 |
100610 |
1250.1 |
1250.1 |
1250.1 |
1250.1 |
-7.7 |
1,884 |
2,395 |
+1,705 |
Total Volume and Open Interest |
165,806 |
564,792 |
-1,149 |
Silver(CMX) |
Jul10 |
100610 |
1813.0 |
1844.5 |
1790.5 |
1835.1 |
+16.2 |
36,706 |
59,078 |
-2,640 |
Sep10 |
100610 |
1823.5 |
1846.5 |
1796.0 |
1839.4 |
+16.2 |
8,625 |
24,830 |
+2,674 |
Dec10 |
100610 |
1827.5 |
1851.5 |
1808.5 |
1845.4 |
+16.4 |
2,385 |
15,789 |
+399 |
Mar11 |
100610 |
1818.0 |
1850.0 |
1818.0 |
1849.4 |
+16.6 |
87 |
9,442 |
-18 |
May11 |
100610 |
1851.6 |
1851.6 |
1851.6 |
1851.6 |
+16.6 |
50 |
4,220 |
-59 |
Jul11 |
100610 |
1845.0 |
1859.0 |
1845.0 |
1853.7 |
+16.6 |
60 |
2,416 |
+54 |
Sep11 |
100610 |
1856.2 |
1856.2 |
1856.2 |
1856.2 |
+16.7 |
0 |
279 |
+0 |
Total Volume and Open Interest |
47,947 |
122,536 |
+399 |
Platinum(NYMEX) |
Jul10 |
100610 |
1525.0 |
1550.0 |
1521.1 |
1536.2 |
+2.2 |
3,257 |
24,789 |
-428 |
Oct10 |
100610 |
1539.0 |
1552.0 |
1530.0 |
1542.7 |
+2.5 |
416 |
4,555 |
+311 |
Jan11 |
100610 |
1544.3 |
1544.3 |
1544.3 |
1544.3 |
+2.5 |
3 |
380 |
+3 |
Apr11 |
100610 |
1544.3 |
1544.3 |
1544.3 |
1544.3 |
+2.5 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,676 |
29,728 |
-114 |
Palladium(NYMEX) |
Jun10 |
100610 |
449.00 |
455.00 |
446.10 |
448.80 |
-6.15 |
65 |
147 |
-2 |
Sep10 |
100610 |
447.50 |
457.60 |
446.30 |
449.30 |
-5.95 |
2,074 |
20,556 |
+361 |
Dec10 |
100610 |
450.85 |
450.85 |
450.00 |
450.00 |
-6.00 |
1 |
368 |
+0 |
Total Volume and Open Interest |
2,141 |
21,145 |
+358 |
Copper(CMX) |
Jul10 |
100610 |
282.00 |
290.50 |
280.15 |
286.25 |
+1.25 |
39,858 |
59,546 |
-4,208 |
Sep10 |
100610 |
283.85 |
292.20 |
282.00 |
288.10 |
+1.25 |
9,716 |
38,502 |
+3,641 |
Dec10 |
100610 |
287.05 |
294.45 |
284.45 |
290.50 |
+1.25 |
2,266 |
12,753 |
+563 |
Mar11 |
100610 |
291.95 |
295.10 |
291.95 |
291.95 |
+1.25 |
362 |
7,465 |
+184 |
May11 |
100610 |
292.75 |
292.75 |
292.75 |
292.75 |
+1.25 |
42 |
1,317 |
+1 |
Total Volume and Open Interest |
52,996 |
131,799 |
+126 |
DJIA Index(CBOT) |
Jun10 |
100610 |
9884 |
10170 |
9875 |
10146 |
+243 |
380 |
12,635 |
+90 |
Sep10 |
100610 |
9850 |
10118 |
9850 |
10087 |
+243 |
37 |
289 |
+9 |
Dec10 |
100610 |
10036 |
10036 |
9788 |
10036 |
+248 |
0 |
2 |
+0 |
Mar11 |
100610 |
9978 |
9978 |
9735 |
9978 |
+243 |
|
|
|
Total Volume and Open Interest |
417 |
12,926 |
+99 |
S & P 500(CME) |
Jun10 |
100610 |
1054.80 |
1088.00 |
1052.20 |
1083.80 |
+28.30 |
34,046 |
308,165 |
+1,895 |
Sep10 |
100610 |
1069.00 |
1083.50 |
1067.50 |
1079.50 |
+28.30 |
11,719 |
64,176 |
+8,980 |
Dec10 |
100610 |
1075.00 |
1078.80 |
1075.00 |
1075.00 |
+28.20 |
75 |
4,380 |
+0 |
Mar11 |
100610 |
1071.20 |
1075.20 |
1071.20 |
1071.20 |
+28.00 |
0 |
476 |
+0 |
Total Volume and Open Interest |
45,840 |
377,242 |
+10,875 |
S & P 500 E-Mini(Globex) |
Jun10 |
100610 |
1055.00 |
1087.75 |
1052.25 |
1083.75 |
+28.25 |
3,401,030 |
2,736,063 |
-35,186 |
Sep10 |
100610 |
1050.75 |
1083.50 |
1047.75 |
1079.50 |
+28.25 |
139,432 |
307,123 |
+83,241 |
Total Volume and Open Interest |
3,540,520 |
3,046,422 |
+48,070 |
NASDAQ 100(CME) |
Jun10 |
100610 |
1781.50 |
1830.00 |
1775.30 |
1822.50 |
+40.20 |
550 |
24,663 |
-275 |
Sep10 |
100610 |
1800.00 |
1831.00 |
1796.00 |
1821.00 |
+40.50 |
97 |
1,124 |
+11 |
Dec10 |
100610 |
1818.30 |
1820.80 |
1818.30 |
1818.30 |
+40.50 |
|
|
|
Total Volume and Open Interest |
647 |
25,787 |
-264 |
NASDAQ 100 E-Mini(Globex) |
Jun10 |
100610 |
1780.50 |
1831.80 |
1775.30 |
1822.50 |
+40.20 |
409,445 |
360,771 |
+1,521 |
Sep10 |
100610 |
1779.50 |
1830.30 |
1774.00 |
1821.00 |
+40.50 |
9,226 |
7,369 |
+1,834 |
Total Volume and Open Interest |
418,675 |
368,180 |
+3,354 |
S & P Midcap 400(CME) |
Jun10 |
100610 |
743.00 |
749.00 |
727.10 |
746.80 |
+18.80 |
794 |
4,308 |
+551 |
Sep10 |
100610 |
742.50 |
748.00 |
737.00 |
745.00 |
+19.00 |
|
|
|
Dec10 |
100610 |
743.00 |
743.00 |
743.00 |
743.00 |
+19.00 |
|
|
|
Total Volume and Open Interest |
794 |
4,308 |
+551 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun10 |
100610 |
9500 |
9720 |
9445 |
9695 |
+205 |
19,820 |
39,162 |
-7,355 |
Sep10 |
100610 |
9545 |
9770 |
9505 |
9750 |
+205 |
9,555 |
15,512 |
+7,140 |
Total Volume and Open Interest |
29,375 |
54,674 |
-215 |
Nikkei 225(SGX) |
Sep10 |
100610 |
9515 |
9610 |
9430 |
9505 |
+30 |
43,434 |
103,379 |
+44,259 |
Dec10 |
100610 |
9455 |
9455 |
9455 |
9455 |
+30 |
20 |
1,717 |
-20 |
Mar11 |
100610 |
9450 |
9450 |
9450 |
9450 |
+30 |
0 |
41 |
+0 |
Total Volume and Open Interest |
213,881 |
298,944 |
+42,424 |
CAC 40(EURONEXT) |
Jun10 |
100610 |
3406.5 |
3530.5 |
3396.5 |
3507.5 |
+67.5 |
160,882 |
529,618 |
+13,056 |
Jul10 |
100610 |
3403.0 |
3525.5 |
3396.0 |
3503.0 |
+67.0 |
463 |
7,456 |
+399 |
Aug10 |
100610 |
3400.0 |
3503.5 |
3395.0 |
3503.5 |
+67.0 |
20 |
524 |
+17 |
Total Volume and Open Interest |
161,440 |
539,371 |
+13,547 |
Hang Seng Index(HKFE) |
Jun10 |
100610 |
19490 |
19724 |
19463 |
19687 |
+143 |
65,211 |
81,802 |
-2,009 |
Jul10 |
100610 |
19446 |
19663 |
19414 |
19630 |
+138 |
714 |
2,038 |
-158 |
Total Volume and Open Interest |
66,369 |
86,299 |
-2,006 |
DAX(EUREX) |
Jun10 |
100610 |
5951.0 |
6090.0 |
5924.0 |
6054.5 |
+62.5 |
200,638 |
189,034 |
+889 |
Sep10 |
100610 |
5955.5 |
6093.5 |
5931.0 |
6059.0 |
+62.5 |
1,606 |
11,119 |
+93 |
Dec10 |
100610 |
5960.5 |
6098.0 |
5937.0 |
6065.0 |
+62.0 |
1,097 |
4,978 |
+93 |
Total Volume and Open Interest |
203,341 |
205,131 |
+1,075 |
FT-SE 100(EURONEXT) |
Jun10 |
100610 |
5016.00 |
5151.50 |
5015.50 |
5122.00 |
+38.50 |
155,435 |
675,610 |
-17,381 |
Sep10 |
100610 |
4999.00 |
5112.00 |
4981.00 |
5085.00 |
+38.50 |
29,935 |
46,415 |
+26,023 |
Dec10 |
100610 |
4962.50 |
5061.50 |
4962.50 |
5061.50 |
+38.50 |
212 |
3,263 |
-25 |
Total Volume and Open Interest |
185,598 |
725,905 |
+8,627 |
SPI 200(SFE) |
Jun10 |
100610 |
4400.0 |
4465.0 |
4372.0 |
4441.0 |
+39.0 |
35,225 |
242,648 |
+1,926 |
Sep10 |
100610 |
4393.0 |
4448.0 |
4365.0 |
4432.0 |
+41.0 |
800 |
5,515 |
+648 |
Dec10 |
100610 |
4423.0 |
4450.0 |
4423.0 |
4450.0 |
+41.0 |
7 |
2,876 |
+3 |
Total Volume and Open Interest |
36,032 |
252,493 |
+2,577 |
GSCI(CME) |
Jun10 |
100610 |
493.10 |
494.60 |
485.95 |
492.00 |
+6.00 |
3,276 |
11,991 |
-2,351 |
Jul10 |
100610 |
497.40 |
498.80 |
490.40 |
497.00 |
+6.55 |
3,752 |
6,770 |
+3,359 |
Aug10 |
100610 |
500.50 |
501.00 |
493.45 |
500.00 |
+6.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
7,030 |
18,761 |
+1,008 |
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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