|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon June 14, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100614 |
945.00 |
958.75 |
944.75 |
951.50 |
+5.25 |
93,353 |
148,126 |
-13,908 |
| Aug10 |
100614 |
929.00 |
941.50 |
929.00 |
936.25 |
+7.00 |
11,458 |
26,858 |
+1,502 |
| Sep10 |
100614 |
912.50 |
925.75 |
910.75 |
920.25 |
+9.50 |
3,744 |
12,442 |
+536 |
| Nov10 |
100614 |
909.25 |
922.00 |
908.00 |
916.25 |
+7.00 |
57,033 |
209,852 |
+12,723 |
| Jan11 |
100614 |
919.75 |
931.75 |
919.75 |
926.50 |
+7.00 |
3,151 |
26,687 |
+1,104 |
| Mar11 |
100614 |
928.00 |
938.25 |
925.50 |
932.50 |
+7.00 |
246 |
7,469 |
+8 |
| May11 |
100614 |
927.00 |
938.50 |
927.00 |
934.00 |
+6.00 |
627 |
6,701 |
+27 |
| Total Volume and Open Interest |
172,002 |
468,810 |
+2,902 |
| Soybean Meal(CBOT) |
| Jul10 |
100614 |
288.80 |
292.90 |
288.40 |
290.00 |
+0.30 |
33,831 |
70,093 |
-1,865 |
| Aug10 |
100614 |
275.60 |
279.80 |
275.50 |
277.90 |
+1.40 |
9,753 |
24,759 |
+1,901 |
| Sep10 |
100614 |
265.70 |
270.00 |
265.60 |
267.80 |
+1.30 |
3,861 |
16,483 |
+971 |
| Oct10 |
100614 |
257.10 |
261.40 |
257.10 |
259.30 |
+1.60 |
2,214 |
10,027 |
+767 |
| Dec10 |
100614 |
255.80 |
261.00 |
254.00 |
257.80 |
+1.90 |
12,379 |
49,665 |
+1,855 |
| Jan11 |
100614 |
259.00 |
259.30 |
256.60 |
258.50 |
+1.90 |
987 |
6,139 |
+286 |
| Mar11 |
100614 |
259.70 |
260.30 |
257.50 |
259.30 |
+1.80 |
129 |
4,972 |
-5 |
| May11 |
100614 |
259.00 |
260.00 |
257.80 |
258.80 |
+1.50 |
266 |
2,208 |
-4 |
| Total Volume and Open Interest |
64,288 |
189,498 |
+4,125 |
| Soybean Oil(CBOT) |
| Jul10 |
100614 |
37.07 |
37.59 |
37.02 |
37.39 |
+0.49 |
54,921 |
132,409 |
-5,527 |
| Aug10 |
100614 |
37.27 |
37.80 |
37.20 |
37.57 |
+0.49 |
15,396 |
39,450 |
+2,344 |
| Sep10 |
100614 |
37.49 |
37.99 |
37.44 |
37.79 |
+0.49 |
6,623 |
24,889 |
-86 |
| Oct10 |
100614 |
37.71 |
38.20 |
37.52 |
38.01 |
+0.49 |
2,358 |
13,064 |
+284 |
| Dec10 |
100614 |
38.22 |
39.60 |
38.09 |
38.46 |
+0.50 |
27,527 |
109,973 |
+7,760 |
| Jan11 |
100614 |
38.81 |
38.95 |
38.29 |
38.78 |
+0.49 |
722 |
5,283 |
+301 |
| Mar11 |
100614 |
39.13 |
39.27 |
39.10 |
39.14 |
+0.48 |
46 |
3,505 |
+43 |
| May11 |
100614 |
39.48 |
39.58 |
39.44 |
39.46 |
+0.47 |
42 |
1,554 |
+10 |
| Total Volume and Open Interest |
108,102 |
334,521 |
+5,171 |
| Canola(WCE) |
| Jul10 |
100614 |
395.0 |
404.1 |
395.0 |
402.0 |
+6.6 |
11,734 |
57,099 |
-6,157 |
| Nov10 |
100614 |
401.0 |
408.9 |
401.0 |
406.6 |
+6.1 |
13,915 |
90,969 |
+5,058 |
| Jan11 |
100614 |
405.5 |
411.9 |
405.5 |
410.9 |
+6.0 |
1,549 |
9,186 |
+207 |
| Mar11 |
100614 |
405.8 |
412.0 |
405.8 |
410.9 |
+3.5 |
354 |
4,224 |
+54 |
| May11 |
100614 |
410.0 |
413.6 |
409.8 |
410.9 |
+2.1 |
48 |
1,552 |
+17 |
| Total Volume and Open Interest |
27,669 |
164,575 |
-763 |
| Corn(CBOT) |
| Jul10 |
100614 |
349.00 |
354.50 |
348.50 |
353.75 |
+4.25 |
161,773 |
353,285 |
-16,988 |
| Sep10 |
100614 |
358.25 |
363.25 |
357.75 |
363.00 |
+4.00 |
82,096 |
281,131 |
+17,498 |
| Dec10 |
100614 |
370.25 |
375.25 |
369.75 |
375.00 |
+4.00 |
76,370 |
419,053 |
+4,722 |
| Mar11 |
100614 |
383.00 |
388.25 |
383.00 |
388.25 |
+4.00 |
9,057 |
61,448 |
-271 |
| May11 |
100614 |
393.25 |
397.50 |
393.25 |
397.25 |
+4.00 |
2,054 |
9,913 |
+308 |
| Jul11 |
100614 |
400.00 |
405.25 |
400.00 |
405.25 |
+4.00 |
2,525 |
38,881 |
+279 |
| Total Volume and Open Interest |
341,239 |
1,239,734 |
+5,971 |
| Wheat(CBOT) |
| Jul10 |
100614 |
442.75 |
454.75 |
441.75 |
451.50 |
+10.75 |
62,662 |
150,665 |
-16,810 |
| Sep10 |
100614 |
459.00 |
470.00 |
457.00 |
467.50 |
+10.50 |
43,237 |
153,526 |
+12,176 |
| Dec10 |
100614 |
488.00 |
495.75 |
486.50 |
494.00 |
+8.50 |
16,580 |
88,433 |
+2,431 |
| Mar11 |
100614 |
520.75 |
525.00 |
518.25 |
522.75 |
+5.75 |
2,640 |
29,633 |
+587 |
| May11 |
100614 |
538.25 |
541.75 |
534.25 |
540.00 |
+5.75 |
233 |
9,209 |
+15 |
| Total Volume and Open Interest |
129,449 |
501,325 |
-1,387 |
| Wheat(KCBT) |
| Jul10 |
100614 |
468.00 |
480.50 |
467.75 |
479.50 |
+12.50 |
14,454 |
45,319 |
-3,510 |
| Sep10 |
100614 |
479.25 |
492.00 |
479.25 |
491.00 |
+12.00 |
6,895 |
37,056 |
+2,714 |
| Dec10 |
100614 |
497.00 |
510.00 |
497.00 |
509.00 |
+12.25 |
5,485 |
45,174 |
-509 |
| Mar11 |
100614 |
516.50 |
528.00 |
516.50 |
526.50 |
+12.00 |
840 |
15,896 |
+36 |
| May11 |
100614 |
532.00 |
539.75 |
531.50 |
538.75 |
+11.75 |
304 |
7,696 |
+41 |
| Total Volume and Open Interest |
29,918 |
183,289 |
-585 |
| Wheat(MGE) |
| Jul10 |
100614 |
502.75 |
527.00 |
502.75 |
523.25 |
+21.50 |
2,615 |
11,230 |
-1,148 |
| Sep10 |
100614 |
513.25 |
537.00 |
513.25 |
533.50 |
+21.25 |
1,507 |
11,747 |
+537 |
| Dec10 |
100614 |
531.75 |
550.00 |
531.75 |
546.75 |
+17.75 |
1,047 |
10,401 |
+4 |
| Mar11 |
100614 |
552.00 |
566.25 |
552.00 |
563.50 |
+17.00 |
457 |
3,693 |
+74 |
| May11 |
100614 |
568.00 |
575.25 |
568.00 |
573.25 |
+16.75 |
176 |
1,633 |
-30 |
| Total Volume and Open Interest |
6,771 |
46,359 |
-1,032 |
| Oats(CBOT) |
| Jul10 |
100614 |
232.00 |
247.00 |
231.75 |
247.00 |
+20.00 |
2,775 |
7,347 |
-1,349 |
| Sep10 |
100614 |
236.00 |
250.00 |
233.75 |
250.00 |
+20.00 |
1,049 |
4,437 |
+74 |
| Dec10 |
100614 |
233.50 |
248.00 |
233.00 |
248.00 |
+20.00 |
1,099 |
5,398 |
+252 |
| Mar11 |
100614 |
253.00 |
253.00 |
233.00 |
253.00 |
+20.00 |
58 |
600 |
+33 |
| Total Volume and Open Interest |
4,981 |
17,782 |
-990 |
| Rough Rice(CBOT) |
| Jul10 |
100614 |
11.05 |
11.20 |
10.90 |
11.17 |
+0.16 |
806 |
6,301 |
-398 |
| Sep10 |
100614 |
10.97 |
11.09 |
10.87 |
11.09 |
+0.15 |
619 |
5,557 |
+44 |
| Nov10 |
100614 |
11.20 |
11.23 |
11.06 |
11.20 |
+0.11 |
131 |
2,047 |
+10 |
| Jan11 |
100614 |
11.42 |
11.47 |
11.42 |
11.47 |
+0.11 |
3 |
446 |
+0 |
| Total Volume and Open Interest |
1,660 |
15,527 |
-303 |
| Live Cattle(CME) |
| Jun10 |
100614 |
89.980 |
90.330 |
89.535 |
89.785 |
+0.285 |
3,241 |
18,069 |
-1,095 |
| Aug10 |
100614 |
87.500 |
88.400 |
87.450 |
88.135 |
+0.850 |
14,639 |
143,385 |
-1,156 |
| Oct10 |
100614 |
88.885 |
89.730 |
88.850 |
89.600 |
+0.950 |
5,373 |
88,293 |
+7 |
| Dec10 |
100614 |
91.635 |
92.000 |
91.500 |
91.930 |
+0.600 |
3,927 |
44,854 |
+173 |
| Feb11 |
100614 |
93.050 |
93.450 |
93.050 |
93.385 |
+0.635 |
1,059 |
19,995 |
+154 |
| Apr11 |
100614 |
94.900 |
95.000 |
94.700 |
94.930 |
+0.430 |
722 |
11,100 |
+111 |
| Total Volume and Open Interest |
29,070 |
329,669 |
-1,725 |
| Feeder Cattle(CME) |
| Aug10 |
100614 |
110.150 |
110.750 |
110.150 |
110.430 |
+0.350 |
2,840 |
21,217 |
-140 |
| Sep10 |
100614 |
110.400 |
110.750 |
109.900 |
110.430 |
+0.580 |
469 |
5,470 |
+44 |
| Oct10 |
100614 |
109.980 |
110.500 |
109.900 |
110.385 |
+0.405 |
285 |
3,898 |
+91 |
| Nov10 |
100614 |
109.400 |
109.885 |
109.350 |
109.700 |
+0.400 |
207 |
1,428 |
+38 |
| Jan11 |
100614 |
108.200 |
108.950 |
108.200 |
108.700 |
+0.200 |
63 |
515 |
+0 |
| Mar11 |
100614 |
107.700 |
107.700 |
107.700 |
107.700 |
+0.200 |
5 |
80 |
+5 |
| Apr11 |
100614 |
107.250 |
107.250 |
107.250 |
107.250 |
unch |
0 |
13 |
+0 |
| Total Volume and Open Interest |
3,869 |
32,621 |
+38 |
| Lean Hogs(CME) |
| Jun10 |
100614 |
77.830 |
78.100 |
77.800 |
77.930 |
+0.145 |
2,768 |
8,489 |
-421 |
| Jul10 |
100614 |
78.950 |
80.700 |
78.900 |
80.050 |
+1.500 |
22,864 |
36,674 |
-4,478 |
| Aug10 |
100614 |
80.680 |
82.000 |
80.600 |
81.785 |
+1.435 |
15,566 |
56,511 |
+4,419 |
| Oct10 |
100614 |
73.930 |
74.950 |
73.750 |
74.800 |
+1.300 |
4,580 |
39,841 |
+165 |
| Dec10 |
100614 |
72.135 |
72.700 |
71.930 |
72.450 |
+0.450 |
3,305 |
29,184 |
+1,369 |
| Feb11 |
100614 |
72.850 |
73.400 |
72.850 |
73.350 |
+0.250 |
564 |
9,188 |
+271 |
| Apr11 |
100614 |
73.450 |
74.000 |
73.450 |
73.900 |
+0.100 |
76 |
4,143 |
+17 |
| May11 |
100614 |
76.900 |
76.900 |
76.250 |
76.250 |
+0.250 |
0 |
164 |
+0 |
| Total Volume and Open Interest |
49,757 |
185,250 |
+1,367 |
| Pork Bellies(CME) |
| Jul10 |
100614 |
96.550 |
97.400 |
96.500 |
97.250 |
+1.300 |
13 |
91 |
-2 |
| Aug10 |
100614 |
95.000 |
95.000 |
95.000 |
95.000 |
+0.900 |
0 |
26 |
+0 |
| Feb11 |
100614 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
| Mar11 |
100614 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100614 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
13 |
122 |
-2 |
| Class III Milk(CME) |
| Jun10 |
100614 |
13.55 |
13.57 |
13.55 |
13.56 |
+0.01 |
79 |
4,446 |
+32 |
| Jul10 |
100614 |
13.45 |
13.52 |
13.37 |
13.45 |
-0.03 |
288 |
4,399 |
-85 |
| Aug10 |
100614 |
14.03 |
14.03 |
13.83 |
13.91 |
-0.04 |
155 |
4,202 |
+25 |
| Sep10 |
100614 |
14.68 |
14.69 |
14.48 |
14.50 |
-0.06 |
148 |
3,856 |
+11 |
| Oct10 |
100614 |
14.77 |
14.77 |
14.67 |
14.71 |
-0.01 |
74 |
3,445 |
+29 |
| Total Volume and Open Interest |
914 |
27,914 |
+99 |
| Cocoa(ICE) |
| Jul10 |
100614 |
2957 |
2983 |
2933 |
2953 |
+34 |
7,763 |
14,119 |
-3,202 |
| Sep10 |
100614 |
2954 |
3002 |
2952 |
2973 |
+36 |
11,144 |
53,581 |
+3,024 |
| Dec10 |
100614 |
2998 |
3024 |
2980 |
2995 |
+31 |
1,622 |
20,700 |
+745 |
| Mar11 |
100614 |
3033 |
3052 |
3007 |
3019 |
+29 |
422 |
15,926 |
-99 |
| May11 |
100614 |
3042 |
3053 |
3026 |
3026 |
+26 |
46 |
6,666 |
+1 |
| Jul11 |
100614 |
3050 |
3059 |
3035 |
3035 |
+26 |
103 |
3,508 |
+72 |
| Sep11 |
100614 |
3063 |
3063 |
3036 |
3044 |
+31 |
26 |
1,358 |
+25 |
| Total Volume and Open Interest |
21,129 |
120,973 |
+566 |
| Coffee "C"(ICE) |
| Jul10 |
100614 |
144.65 |
152.45 |
144.65 |
150.95 |
+6.00 |
22,081 |
33,840 |
-7,102 |
| Sep10 |
100614 |
146.10 |
152.30 |
145.15 |
151.60 |
+5.50 |
16,073 |
58,426 |
+4,876 |
| Dec10 |
100614 |
146.20 |
152.00 |
145.45 |
151.45 |
+4.25 |
3,019 |
29,004 |
+976 |
| Mar11 |
100614 |
146.00 |
150.90 |
145.10 |
150.45 |
+3.55 |
666 |
11,409 |
+30 |
| May11 |
100614 |
145.55 |
150.00 |
145.55 |
149.10 |
+2.85 |
168 |
4,753 |
+138 |
| Jul11 |
100614 |
147.70 |
149.65 |
146.45 |
148.75 |
+2.60 |
3 |
2,489 |
+3 |
| Total Volume and Open Interest |
42,016 |
140,809 |
-1,077 |
| Orange Juice(ICE) |
| Jul10 |
100614 |
142.40 |
145.10 |
141.75 |
143.65 |
+2.00 |
1,948 |
10,953 |
-793 |
| Sep10 |
100614 |
144.20 |
146.95 |
144.20 |
145.45 |
+2.00 |
614 |
13,309 |
+364 |
| Nov10 |
100614 |
145.80 |
147.30 |
145.10 |
145.90 |
+1.80 |
189 |
3,215 |
+12 |
| Jan11 |
100614 |
145.35 |
146.15 |
145.35 |
146.15 |
+1.90 |
87 |
1,119 |
+82 |
| Mar11 |
100614 |
146.75 |
146.85 |
146.75 |
146.85 |
+2.40 |
15 |
185 |
+10 |
| May11 |
100614 |
146.85 |
146.85 |
146.85 |
146.85 |
+2.40 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
2,853 |
29,134 |
-325 |
| Sugar #11(ICE) |
| Jul10 |
100614 |
15.85 |
16.16 |
15.78 |
16.05 |
+0.22 |
70,005 |
165,389 |
-23,129 |
| Oct10 |
100614 |
15.88 |
16.10 |
15.79 |
15.99 |
+0.15 |
66,894 |
235,279 |
+12,011 |
| Mar11 |
100614 |
16.65 |
16.86 |
16.55 |
16.70 |
+0.06 |
17,259 |
115,207 |
+3,662 |
| May11 |
100614 |
16.75 |
16.85 |
16.61 |
16.73 |
+0.02 |
3,882 |
27,980 |
+634 |
| Jul11 |
100614 |
16.69 |
16.81 |
16.64 |
16.70 |
+0.04 |
2,349 |
56,306 |
-514 |
| Total Volume and Open Interest |
162,019 |
676,459 |
-6,870 |
| London Cocoa(LCE) |
| Jul10 |
100614 |
2468 |
2510 |
2464 |
2485 |
+27 |
5,968 |
55,383 |
-820 |
| Sep10 |
100614 |
2354 |
2378 |
2341 |
2351 |
+7 |
5,466 |
37,336 |
+1,011 |
| Dec10 |
100614 |
2286 |
2305 |
2270 |
2277 |
-1 |
2,578 |
25,632 |
-146 |
| Mar11 |
100614 |
2255 |
2264 |
2230 |
2235 |
-9 |
1,095 |
24,319 |
+507 |
| May11 |
100614 |
2252 |
2252 |
2227 |
2229 |
-12 |
25 |
5,580 |
-3 |
| Jul11 |
100614 |
2233 |
2233 |
2226 |
2226 |
-14 |
3 |
928 |
+0 |
| Sep11 |
100614 |
2227 |
2227 |
2227 |
2227 |
-16 |
0 |
1,993 |
+0 |
| Total Volume and Open Interest |
15,135 |
156,905 |
+549 |
| London Sugar(LCE) |
| Aug10 |
100614 |
524.10 |
527.50 |
520.10 |
526.50 |
+2.50 |
5,570 |
28,472 |
-325 |
| Oct10 |
100614 |
468.20 |
471.40 |
466.20 |
469.80 |
+1.60 |
2,036 |
20,321 |
+1,042 |
| Dec10 |
100614 |
451.50 |
454.40 |
447.70 |
453.30 |
+1.30 |
446 |
7,540 |
+294 |
| Mar11 |
100614 |
460.10 |
460.80 |
453.90 |
458.50 |
-0.30 |
134 |
4,322 |
+49 |
| May11 |
100614 |
459.30 |
463.20 |
454.40 |
460.60 |
-0.50 |
120 |
1,994 |
+40 |
| Total Volume and Open Interest |
8,387 |
63,707 |
+1,165 |
| Cotton(ICE) |
| Jul10 |
100614 |
81.70 |
83.04 |
81.38 |
82.56 |
+1.02 |
25,583 |
46,606 |
-10,117 |
| Oct10 |
100614 |
78.53 |
79.66 |
78.53 |
79.15 |
+0.62 |
188 |
1,556 |
+11 |
| Dec10 |
100614 |
78.96 |
79.64 |
78.79 |
79.47 |
+0.53 |
25,973 |
102,443 |
+10,062 |
| Mar11 |
100614 |
80.29 |
80.72 |
80.09 |
80.66 |
+0.37 |
3,325 |
18,548 |
+1,889 |
| May11 |
100614 |
80.67 |
80.80 |
80.67 |
80.79 |
+0.47 |
73 |
736 |
+59 |
| Jul11 |
100614 |
80.50 |
80.80 |
80.43 |
80.80 |
+0.47 |
170 |
5,488 |
+103 |
| Total Volume and Open Interest |
55,314 |
177,007 |
+2,009 |
| Lumber(CME) |
| Jul10 |
100614 |
204.7 |
211.4 |
204.7 |
206.1 |
+2.1 |
426 |
3,230 |
-250 |
| Sep10 |
100614 |
214.7 |
219.7 |
212.8 |
213.2 |
+0.2 |
696 |
4,828 |
+228 |
| Nov10 |
100614 |
220.3 |
221.0 |
216.0 |
216.0 |
+0.7 |
137 |
1,296 |
+121 |
| Jan11 |
100614 |
237.0 |
241.3 |
237.0 |
240.0 |
+3.1 |
5 |
104 |
+2 |
| Total Volume and Open Interest |
1,264 |
9,469 |
+101 |
| Crude Oil(NYM) |
| Jul10 |
100614 |
74.06 |
75.99 |
74.04 |
75.12 |
+1.34 |
430,042 |
198,103 |
-37,417 |
| Aug10 |
100614 |
75.59 |
77.33 |
75.40 |
76.28 |
+0.94 |
184,974 |
231,460 |
+33,751 |
| Sep10 |
100614 |
76.72 |
78.30 |
76.32 |
77.16 |
+0.65 |
69,212 |
125,999 |
+6,257 |
| Oct10 |
100614 |
77.91 |
79.03 |
77.09 |
77.93 |
+0.57 |
19,093 |
52,863 |
+29 |
| Nov10 |
100614 |
78.20 |
79.69 |
77.78 |
78.59 |
+0.54 |
10,480 |
36,636 |
+591 |
| Dec10 |
100614 |
78.76 |
80.27 |
78.33 |
79.16 |
+0.52 |
42,894 |
203,827 |
+2,894 |
| Jan11 |
100614 |
80.20 |
80.60 |
79.17 |
79.58 |
+0.49 |
5,290 |
34,525 |
-1,168 |
| Feb11 |
100614 |
81.00 |
81.00 |
79.67 |
79.99 |
+0.45 |
5,484 |
15,706 |
-247 |
| Mar11 |
100614 |
80.89 |
81.31 |
80.00 |
80.40 |
+0.41 |
5,693 |
21,614 |
+2,138 |
| Apr11 |
100614 |
81.60 |
81.60 |
80.80 |
80.80 |
+0.37 |
1,811 |
11,204 |
-144 |
| May11 |
100614 |
81.07 |
81.19 |
81.07 |
81.19 |
+0.34 |
1,417 |
7,956 |
-143 |
| Jun11 |
100614 |
81.91 |
82.67 |
80.90 |
81.56 |
+0.31 |
5,443 |
42,445 |
-745 |
| Jul11 |
100614 |
82.76 |
83.02 |
81.65 |
81.89 |
+0.29 |
3,016 |
23,901 |
-591 |
| Aug11 |
100614 |
82.11 |
82.11 |
82.11 |
82.11 |
+0.27 |
784 |
6,727 |
+122 |
| Sep11 |
100614 |
82.27 |
82.27 |
82.27 |
82.27 |
+0.24 |
569 |
7,864 |
-28 |
| Oct11 |
100614 |
82.42 |
82.42 |
82.42 |
82.42 |
+0.23 |
345 |
4,738 |
-103 |
| Total Volume and Open Interest |
812,483 |
1,339,118 |
+6,027 |
| e-miNY Crude Oil(NYM) |
| Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
| Jul10 |
100614 |
74.200 |
75.975 |
74.175 |
75.125 |
+1.350 |
14,422 |
3,764 |
-239 |
| Aug10 |
100614 |
75.950 |
77.300 |
75.400 |
76.275 |
+0.925 |
847 |
963 |
+127 |
| Sep10 |
100614 |
77.425 |
78.225 |
76.700 |
77.150 |
+0.650 |
103 |
291 |
-30 |
| Oct10 |
100614 |
78.250 |
78.900 |
77.550 |
77.925 |
+0.575 |
16 |
135 |
+2 |
| Nov10 |
100614 |
78.600 |
78.600 |
78.600 |
78.600 |
+0.550 |
6 |
19 |
+4 |
| Dec10 |
100614 |
79.775 |
80.250 |
79.150 |
79.150 |
+0.500 |
21 |
95 |
+7 |
| Jan11 |
100614 |
79.575 |
79.575 |
79.575 |
79.575 |
+0.475 |
0 |
2 |
+0 |
| Feb11 |
100614 |
80.000 |
80.000 |
80.000 |
80.000 |
+0.450 |
0 |
1 |
+0 |
| Mar11 |
100614 |
80.400 |
80.400 |
80.400 |
80.400 |
+0.400 |
|
|
|
| Total Volume and Open Interest |
15,415 |
5,326 |
-129 |
| Heating Oil(NYM) |
| Jul10 |
100614 |
200.85 |
206.09 |
200.60 |
202.59 |
+2.06 |
49,433 |
62,404 |
-2,273 |
| Aug10 |
100614 |
202.58 |
207.85 |
202.53 |
204.48 |
+1.90 |
24,809 |
60,686 |
+2,649 |
| Sep10 |
100614 |
205.45 |
210.17 |
204.96 |
206.92 |
+1.78 |
12,489 |
36,071 |
-163 |
| Oct10 |
100614 |
211.78 |
212.60 |
207.53 |
209.51 |
+1.73 |
5,826 |
23,538 |
+1,001 |
| Nov10 |
100614 |
213.12 |
215.20 |
210.78 |
212.08 |
+1.61 |
4,475 |
15,767 |
+1,278 |
| Dec10 |
100614 |
213.35 |
217.69 |
212.58 |
214.56 |
+1.50 |
11,255 |
37,382 |
-162 |
| Jan11 |
100614 |
218.50 |
219.50 |
215.30 |
216.99 |
+1.43 |
3,397 |
18,160 |
+146 |
| Feb11 |
100614 |
220.90 |
220.90 |
218.10 |
218.69 |
+1.41 |
1,691 |
8,875 |
+251 |
| Mar11 |
100614 |
221.55 |
221.56 |
218.51 |
219.57 |
+1.39 |
1,864 |
8,402 |
+292 |
| Apr11 |
100614 |
221.15 |
221.15 |
219.31 |
219.31 |
+1.33 |
782 |
4,398 |
+232 |
| May11 |
100614 |
221.80 |
221.80 |
219.26 |
219.26 |
+1.27 |
775 |
4,020 |
+202 |
| Jun11 |
100614 |
220.70 |
222.61 |
218.80 |
219.56 |
+1.25 |
1,293 |
17,552 |
+397 |
| Total Volume and Open Interest |
120,413 |
314,804 |
+4,066 |
| Gasoline(NYMEX) |
| Jul10 |
100614 |
205.53 |
210.87 |
205.47 |
207.64 |
+2.67 |
43,089 |
68,669 |
-4,641 |
| Aug10 |
100614 |
205.71 |
210.25 |
204.83 |
207.00 |
+2.39 |
21,989 |
57,800 |
+3,999 |
| Sep10 |
100614 |
204.96 |
209.61 |
204.96 |
206.39 |
+2.06 |
12,964 |
44,106 |
+1,541 |
| Oct10 |
100614 |
195.42 |
199.13 |
194.70 |
196.10 |
+1.66 |
4,746 |
20,336 |
+282 |
| Nov10 |
100614 |
197.55 |
197.96 |
195.55 |
195.60 |
+1.57 |
3,478 |
20,191 |
+412 |
| Dec10 |
100614 |
195.05 |
199.10 |
195.00 |
196.30 |
+1.56 |
4,241 |
16,547 |
+792 |
| Jan11 |
100614 |
199.94 |
200.99 |
196.78 |
198.19 |
+1.55 |
629 |
5,833 |
+360 |
| Feb11 |
100614 |
200.45 |
200.45 |
200.45 |
200.45 |
+1.52 |
161 |
2,135 |
-52 |
| Mar11 |
100614 |
202.70 |
202.70 |
202.70 |
202.70 |
+1.50 |
21 |
2,903 |
+5 |
| Apr11 |
100614 |
215.15 |
215.15 |
215.15 |
215.15 |
+1.31 |
3 |
3,264 |
+0 |
| Total Volume and Open Interest |
91,524 |
254,292 |
+2,612 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100614 |
207.60 |
207.64 |
207.60 |
207.60 |
+2.60 |
0 |
3 |
+0 |
| Aug10 |
100614 |
207.00 |
207.00 |
207.00 |
207.00 |
+2.40 |
0 |
2 |
+0 |
| Sep10 |
100614 |
206.40 |
206.40 |
206.39 |
206.40 |
+2.10 |
|
|
|
| Oct10 |
100614 |
196.10 |
196.10 |
196.10 |
196.10 |
+1.70 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
12 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100614 |
4.861 |
5.042 |
4.861 |
5.006 |
+0.225 |
146,720 |
139,758 |
-21,477 |
| Aug10 |
100614 |
4.925 |
5.120 |
4.918 |
5.060 |
+0.227 |
46,319 |
83,390 |
+6,277 |
| Sep10 |
100614 |
4.950 |
5.150 |
4.950 |
5.100 |
+0.216 |
48,671 |
110,824 |
+10,204 |
| Oct10 |
100614 |
5.039 |
5.193 |
5.033 |
5.167 |
+0.207 |
28,028 |
92,003 |
-877 |
| Nov10 |
100614 |
5.303 |
5.395 |
5.276 |
5.381 |
+0.153 |
10,087 |
30,994 |
+1,305 |
| Dec10 |
100614 |
5.575 |
5.680 |
5.545 |
5.631 |
+0.119 |
7,077 |
38,593 |
-463 |
| Jan11 |
100614 |
5.755 |
5.820 |
5.703 |
5.799 |
+0.113 |
14,389 |
49,177 |
-461 |
| Feb11 |
100614 |
5.714 |
5.759 |
5.650 |
5.742 |
+0.108 |
2,642 |
17,384 |
-710 |
| Mar11 |
100614 |
5.580 |
5.633 |
5.527 |
5.616 |
+0.104 |
5,936 |
47,512 |
+149 |
| Apr11 |
100614 |
5.315 |
5.321 |
5.240 |
5.271 |
+0.007 |
4,841 |
39,316 |
-471 |
| May11 |
100614 |
5.321 |
5.322 |
5.262 |
5.284 |
+0.006 |
1,580 |
20,898 |
-480 |
| Jun11 |
100614 |
5.382 |
5.382 |
5.306 |
5.324 |
+0.004 |
1,151 |
9,052 |
+223 |
| Jul11 |
100614 |
5.379 |
5.397 |
5.350 |
5.374 |
+0.002 |
192 |
5,193 |
-1 |
| Aug11 |
100614 |
5.420 |
5.420 |
5.390 |
5.414 |
unch |
41 |
5,384 |
+14 |
| Sep11 |
100614 |
5.467 |
5.467 |
5.420 |
5.442 |
-0.001 |
74 |
5,209 |
+19 |
| Oct11 |
100614 |
5.590 |
5.590 |
5.500 |
5.520 |
-0.009 |
421 |
19,790 |
+27 |
| Total Volume and Open Interest |
318,669 |
822,111 |
-6,925 |
| Brent Crude Oil(ICE) |
| Jul10 |
100614 |
74.51 |
76.33 |
74.44 |
75.20 |
+0.85 |
153,942 |
107,781 |
-18,575 |
| Aug10 |
100614 |
75.27 |
76.87 |
74.80 |
75.66 |
+0.52 |
133,878 |
168,174 |
+3,704 |
| Sep10 |
100614 |
76.03 |
77.48 |
75.39 |
76.23 |
+0.43 |
57,584 |
97,615 |
+5,082 |
| Oct10 |
100614 |
76.52 |
77.99 |
76.20 |
76.81 |
+0.42 |
15,873 |
45,213 |
+116 |
| Nov10 |
100614 |
77.15 |
78.54 |
76.77 |
77.38 |
+0.42 |
10,914 |
23,521 |
+745 |
| Dec10 |
100614 |
77.67 |
79.08 |
77.08 |
77.92 |
+0.39 |
29,554 |
101,190 |
+330 |
| Jan11 |
100614 |
78.19 |
79.54 |
78.19 |
78.42 |
+0.35 |
3,522 |
23,027 |
-680 |
| Feb11 |
100614 |
79.15 |
80.06 |
78.93 |
78.93 |
+0.32 |
3,568 |
12,529 |
-149 |
| Mar11 |
100614 |
79.70 |
80.59 |
79.10 |
79.44 |
+0.30 |
3,582 |
10,398 |
+726 |
| Apr11 |
100614 |
79.94 |
79.94 |
79.94 |
79.94 |
+0.29 |
1,976 |
6,188 |
+13 |
| May11 |
100614 |
80.39 |
80.39 |
80.39 |
80.39 |
+0.27 |
1,750 |
15,372 |
-54 |
| Jun11 |
100614 |
81.14 |
81.99 |
80.48 |
80.81 |
+0.26 |
4,765 |
24,078 |
-303 |
| Jul11 |
100614 |
81.19 |
81.19 |
81.19 |
81.19 |
+0.25 |
481 |
7,582 |
+275 |
| Aug11 |
100614 |
81.49 |
81.49 |
81.49 |
81.49 |
+0.23 |
244 |
3,796 |
-5 |
| Total Volume and Open Interest |
428,475 |
752,434 |
-8,478 |
| Gas Oil(ICE) |
| Jul10 |
100614 |
639.75 |
656.00 |
639.75 |
652.75 |
+13.00 |
82,276 |
124,455 |
+5,897 |
| Aug10 |
100614 |
646.25 |
659.00 |
642.75 |
655.75 |
+12.75 |
59,370 |
78,345 |
+6,701 |
| Sep10 |
100614 |
648.50 |
663.00 |
647.25 |
659.75 |
+12.25 |
30,683 |
58,123 |
+2,202 |
| Oct10 |
100614 |
661.00 |
666.00 |
653.00 |
663.75 |
+12.00 |
19,738 |
35,608 |
-448 |
| Nov10 |
100614 |
665.25 |
671.25 |
658.75 |
668.00 |
+11.75 |
11,913 |
27,283 |
+2,135 |
| Dec10 |
100614 |
662.25 |
675.50 |
659.25 |
672.25 |
+11.50 |
22,728 |
95,567 |
+719 |
| Jan11 |
100614 |
678.50 |
679.00 |
668.00 |
677.00 |
+11.50 |
2,849 |
29,190 |
+749 |
| Feb11 |
100614 |
683.00 |
683.00 |
678.75 |
681.50 |
+11.50 |
2,039 |
14,762 |
-166 |
| Mar11 |
100614 |
680.00 |
687.00 |
676.75 |
685.50 |
+11.25 |
2,157 |
12,676 |
-71 |
| Apr11 |
100614 |
683.75 |
691.00 |
683.75 |
689.00 |
+11.00 |
1,640 |
12,898 |
-321 |
| Total Volume and Open Interest |
244,483 |
589,881 |
+9,769 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100614 |
1.599 |
1.599 |
1.592 |
1.597 |
+0.011 |
137 |
911 |
-66 |
| Aug10 |
100614 |
1.580 |
1.595 |
1.580 |
1.594 |
+0.014 |
54 |
1,229 |
+21 |
| Sep10 |
100614 |
1.563 |
1.577 |
1.563 |
1.572 |
+0.011 |
66 |
1,156 |
+41 |
| Oct10 |
100614 |
1.575 |
1.577 |
1.570 |
1.570 |
+0.012 |
92 |
1,047 |
-39 |
| Nov10 |
100614 |
1.583 |
1.583 |
1.575 |
1.575 |
+0.009 |
36 |
833 |
-1 |
| Dec10 |
100614 |
1.589 |
1.589 |
1.577 |
1.578 |
+0.009 |
69 |
1,648 |
+19 |
| Jan11 |
100614 |
1.583 |
1.583 |
1.578 |
1.580 |
+0.011 |
31 |
1,190 |
+26 |
| Total Volume and Open Interest |
607 |
11,348 |
+101 |
| US Dollar Index(ICE) |
| Jun10 |
100614 |
87.400 |
87.400 |
86.380 |
86.505 |
-1.013 |
30,435 |
16,835 |
-6,272 |
| Sep10 |
100614 |
87.620 |
87.695 |
86.465 |
86.795 |
-1.125 |
25,323 |
28,225 |
+14,696 |
| Dec10 |
100614 |
87.250 |
87.350 |
87.050 |
87.085 |
-1.125 |
0 |
517 |
+0 |
| Total Volume and Open Interest |
55,758 |
45,577 |
+8,424 |
| Australian Dollar(CME) |
| Jun10 |
100614 |
85.14 |
86.46 |
85.11 |
86.36 |
+1.51 |
93,215 |
55,281 |
-14,630 |
| Sep10 |
100614 |
84.27 |
85.75 |
84.20 |
85.22 |
+1.27 |
89,156 |
46,610 |
+15,789 |
| Dec10 |
100614 |
84.80 |
84.80 |
83.07 |
84.34 |
+1.27 |
0 |
361 |
+0 |
| Total Volume and Open Interest |
182,371 |
102,262 |
+1,159 |
| British Pound(CME) |
| Jun10 |
100614 |
145.58 |
147.88 |
145.10 |
147.55 |
+2.45 |
117,039 |
49,910 |
-29,812 |
| Sep10 |
100614 |
145.55 |
148.11 |
145.52 |
147.73 |
+2.61 |
103,828 |
111,151 |
+30,432 |
| Dec10 |
100614 |
145.85 |
147.91 |
145.15 |
147.75 |
+2.60 |
5 |
61 |
+2 |
| Total Volume and Open Interest |
220,875 |
161,125 |
+625 |
| Canadian Dollar(CME) |
| Jun10 |
100614 |
96.68 |
97.81 |
96.68 |
97.07 |
+0.67 |
69,150 |
52,061 |
-12,157 |
| Sep10 |
100614 |
96.63 |
97.75 |
96.35 |
97.01 |
+0.66 |
53,498 |
66,361 |
+9,061 |
| Dec10 |
100614 |
96.75 |
97.59 |
96.24 |
96.89 |
+0.65 |
84 |
2,476 |
+11 |
| Mar11 |
100614 |
97.00 |
97.30 |
96.01 |
96.68 |
+0.67 |
5 |
338 |
+5 |
| Total Volume and Open Interest |
122,817 |
121,397 |
-3,010 |
| Japanese Yen(CME) |
| Jun10 |
100614 |
108.98 |
109.20 |
108.59 |
108.78 |
-0.42 |
110,495 |
56,396 |
-19,893 |
| Sep10 |
100614 |
109.15 |
109.56 |
108.72 |
109.41 |
+0.05 |
94,049 |
77,303 |
+25,007 |
| Dec10 |
100614 |
109.09 |
109.61 |
109.09 |
109.61 |
+0.05 |
2 |
141 |
+0 |
| Total Volume and Open Interest |
204,546 |
133,842 |
+5,114 |
| Swiss Franc(CME) |
| Jun10 |
100614 |
87.05 |
88.10 |
86.94 |
87.90 |
+0.96 |
39,931 |
21,775 |
-7,074 |
| Sep10 |
100614 |
87.27 |
88.28 |
87.19 |
87.80 |
+0.70 |
38,139 |
39,345 |
+11,181 |
| Dec10 |
100614 |
88.50 |
88.50 |
87.33 |
88.02 |
+0.69 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
78,072 |
61,135 |
+4,109 |
| EuroFX(CME) |
| Jun10 |
100614 |
121.22 |
122.70 |
121.16 |
122.44 |
+1.69 |
285,964 |
106,056 |
-40,187 |
| Sep10 |
100614 |
121.28 |
123.09 |
121.24 |
122.51 |
+1.67 |
234,182 |
207,646 |
+52,801 |
| Dec10 |
100614 |
121.78 |
123.15 |
120.95 |
122.61 |
+1.66 |
122 |
458 |
+15 |
| Total Volume and Open Interest |
520,268 |
314,213 |
+12,629 |
| Mexican Peso(CME) |
| Jun10 |
100614 |
790.8 |
794.2 |
787.0 |
794.0 |
+7.0 |
12,393 |
50,521 |
-2,534 |
| Jul10 |
100614 |
786.8 |
786.8 |
785.8 |
786.8 |
+1.0 |
|
|
|
| Total Volume and Open Interest |
28,690 |
92,890 |
+3,739 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100610 |
123~030 |
123~030 |
123~030 |
123~030 |
-1~250 |
|
|
|
| Sep10 |
100614 |
123~270 |
123~300 |
122~220 |
123~090 |
-0~300 |
309,828 |
645,205 |
+1,407 |
| Dec10 |
100614 |
123~050 |
123~050 |
121~240 |
121~290 |
-0~300 |
48 |
375 |
+32 |
| Total Volume and Open Interest |
319,097 |
669,651 |
-2,888 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100614 |
121~000 |
121~035 |
120~165 |
120~305 |
-0~140 |
23,257 |
65,804 |
-8,922 |
| Sep10 |
100614 |
120~130 |
120~140 |
119~235 |
120~060 |
-0~150 |
1,165,296 |
1,705,196 |
-13,058 |
| Dec10 |
100614 |
119~045 |
119~180 |
119~030 |
119~030 |
-0~150 |
2 |
91 |
+0 |
| Total Volume and Open Interest |
1,188,555 |
1,771,112 |
-21,980 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100610 |
117~113 |
118~002 |
117~057 |
117~059 |
+58~058 |
|
|
|
| Sep10 |
100614 |
117~000 |
117~019 |
116~084 |
116~127 |
-0~020 |
495,549 |
874,248 |
-640 |
| Dec10 |
100614 |
115~119 |
116~011 |
115~119 |
115~119 |
-0~020 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
501,169 |
926,658 |
-3,738 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100614 |
109~042 |
109~050 |
109~038 |
109~046 |
-0~004 |
1,616 |
14,719 |
+14,719 |
| Sep10 |
100614 |
109~013 |
109~017 |
109~003 |
109~012 |
-0~005 |
166,534 |
869,498 |
-10,943 |
| Dec10 |
100614 |
108~100 |
108~113 |
108~100 |
108~106 |
-0~007 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
168,150 |
884,243 |
-11,393 |
| Eurodollars(CME) |
| Jun10 |
100614 |
99.463 |
99.465 |
99.460 |
99.463 |
+0.003 |
126,468 |
1,007,936 |
+3,589 |
| Sep10 |
100614 |
99.295 |
99.310 |
99.275 |
99.305 |
unch |
181,295 |
956,806 |
+9,107 |
| Dec10 |
100614 |
99.190 |
99.190 |
99.155 |
99.180 |
-0.010 |
204,891 |
1,074,553 |
+8,332 |
| Mar11 |
100614 |
99.055 |
99.065 |
99.025 |
99.055 |
-0.015 |
167,758 |
868,594 |
+14,774 |
| Jun11 |
100614 |
98.860 |
98.880 |
98.830 |
98.870 |
-0.010 |
170,930 |
852,329 |
+2,643 |
| Sep11 |
100614 |
98.655 |
98.665 |
98.600 |
98.655 |
-0.005 |
159,188 |
761,650 |
+17,904 |
| Dec11 |
100614 |
98.400 |
98.405 |
98.325 |
98.390 |
-0.005 |
135,046 |
569,969 |
+17,394 |
| Mar12 |
100614 |
98.120 |
98.165 |
98.080 |
98.145 |
-0.010 |
123,558 |
424,151 |
+6,644 |
| Jun12 |
100614 |
97.880 |
97.900 |
97.810 |
97.880 |
-0.020 |
60,946 |
273,987 |
-1,193 |
| Sep12 |
100614 |
97.605 |
97.650 |
97.550 |
97.630 |
-0.025 |
44,046 |
196,670 |
+1,226 |
| Dec12 |
100614 |
97.365 |
97.405 |
97.295 |
97.380 |
-0.030 |
36,494 |
153,337 |
-819 |
| Mar13 |
100614 |
97.140 |
97.195 |
97.085 |
97.170 |
-0.025 |
40,810 |
139,009 |
+2,886 |
| Jun13 |
100614 |
96.910 |
96.975 |
96.860 |
96.945 |
-0.025 |
18,462 |
87,736 |
-1,516 |
| Sep13 |
100614 |
96.695 |
96.770 |
96.650 |
96.735 |
-0.030 |
16,383 |
76,484 |
+334 |
| Dec13 |
100614 |
96.505 |
96.560 |
96.440 |
96.525 |
-0.030 |
12,043 |
40,488 |
+333 |
| Mar14 |
100614 |
96.340 |
96.395 |
96.290 |
96.360 |
-0.030 |
12,266 |
42,364 |
+668 |
| Jun14 |
100614 |
96.180 |
96.220 |
96.120 |
96.190 |
-0.030 |
6,204 |
33,277 |
+675 |
| Sep14 |
100614 |
96.020 |
96.070 |
95.965 |
96.035 |
-0.030 |
5,043 |
24,459 |
+491 |
| Total Volume and Open Interest |
1,544,069 |
7,759,620 |
+89,527 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100614 |
99.810 |
99.812 |
99.805 |
99.810 |
unch |
11,872 |
69,325 |
+3,433 |
| Jul10 |
100614 |
99.790 |
99.795 |
99.790 |
99.790 |
unch |
4,129 |
52,826 |
-285 |
| Aug10 |
100614 |
99.780 |
99.780 |
99.775 |
99.780 |
unch |
3,748 |
78,214 |
+1,607 |
| Sep10 |
100614 |
99.765 |
99.770 |
99.765 |
99.770 |
unch |
8,207 |
48,960 |
-453 |
| Oct10 |
100614 |
99.750 |
99.755 |
99.745 |
99.755 |
unch |
8,463 |
67,262 |
-2,473 |
| Nov10 |
100614 |
99.725 |
99.730 |
99.720 |
99.730 |
unch |
6,093 |
83,961 |
+1,215 |
| Total Volume and Open Interest |
54,990 |
639,826 |
+4,380 |
| 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 |
100614 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.002 |
0 |
1,407 |
-1,961 |
| Sep10 |
100614 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
100 |
1,131 |
+100 |
| Dec10 |
100614 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
342 |
+0 |
| Mar11 |
100614 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
167 |
+0 |
| Jun11 |
100614 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.020 |
|
|
|
| Sep11 |
100614 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.020 |
|
|
|
| Dec11 |
100614 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.020 |
|
|
|
| Mar12 |
100614 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.020 |
|
|
|
| Jun12 |
100614 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.020 |
|
|
|
| Sep12 |
100614 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.020 |
|
|
|
| Total Volume and Open Interest |
100 |
3,047 |
-1,861 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100614 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
560 |
3,647 |
-100 |
| Dec10 |
100614 |
99.65 |
99.65 |
99.64 |
99.64 |
unch |
0 |
1,411 |
+0 |
| Mar11 |
100614 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,993 |
+0 |
| Jun11 |
100614 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.02 |
0 |
200 |
+98 |
| Sep11 |
100614 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.02 |
0 |
53 |
+0 |
| Dec11 |
100614 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.02 |
0 |
103 |
+0 |
| Mar12 |
100614 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.02 |
0 |
305 |
+0 |
| Jun12 |
100614 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.02 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
696 |
12,459 |
+187 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100614 |
140.36 |
140.41 |
140.24 |
140.36 |
+0.05 |
1,098 |
20,316 |
-25 |
| Dec10 |
100614 |
138.27 |
138.27 |
138.27 |
138.27 |
+0.05 |
|
|
|
| Mar11 |
100614 |
136.18 |
136.18 |
136.18 |
136.18 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
1,098 |
20,316 |
+175 |
| Euro-Bund(EUREX) |
| Sep10 |
100614 |
128.98 |
129.02 |
128.41 |
128.53 |
-0.72 |
946,258 |
903,536 |
+6,047 |
| Dec10 |
100614 |
127.50 |
127.50 |
127.00 |
127.02 |
-0.68 |
46 |
28 |
+11 |
| Mar11 |
100614 |
127.03 |
127.03 |
127.03 |
127.03 |
-0.72 |
|
|
|
| Total Volume and Open Interest |
946,304 |
903,564 |
+6,058 |
| Euro-Bobl(EUREX) |
| Sep10 |
100614 |
120.66 |
120.72 |
120.42 |
120.52 |
-0.29 |
486,374 |
703,111 |
+1,642 |
| Dec10 |
100614 |
119.13 |
119.13 |
119.13 |
119.13 |
-0.30 |
500 |
4 |
+0 |
| Mar11 |
100614 |
118.22 |
118.22 |
118.22 |
118.22 |
-0.29 |
|
|
|
| Total Volume and Open Interest |
486,874 |
703,115 |
+1,642 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
| Sep10 |
100614 |
99.170 |
99.170 |
99.150 |
99.155 |
-0.010 |
165 |
4,649 |
+69 |
| Dec10 |
100614 |
99.085 |
99.085 |
99.065 |
99.070 |
-0.035 |
15 |
2,917 |
+3 |
| Total Volume and Open Interest |
619 |
18,994 |
+36 |
| Long Gilt(LIFFE) |
| Jun10 |
100614 |
120~25 |
120~25 |
120~06 |
120~06 |
+0~01 |
1,061 |
18,622 |
-830 |
| Sep10 |
100614 |
119~09 |
119~14 |
118~24 |
118~26 |
-0~29 |
103,254 |
270,572 |
-2,755 |
| Total Volume and Open Interest |
104,180 |
288,319 |
-3,630 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100614 |
99.26 |
99.27 |
99.26 |
99.26 |
unch |
12,763 |
332,713 |
-1,865 |
| Sep10 |
100614 |
99.11 |
99.13 |
99.09 |
99.10 |
-0.05 |
52,475 |
368,786 |
+11,252 |
| Dec10 |
100614 |
98.95 |
98.98 |
98.90 |
98.92 |
-0.07 |
59,744 |
367,518 |
+2,142 |
| Mar11 |
100614 |
98.80 |
98.84 |
98.76 |
98.78 |
-0.08 |
45,968 |
240,866 |
+3,518 |
| Jun11 |
100614 |
98.66 |
98.69 |
98.58 |
98.60 |
-0.10 |
55,706 |
315,951 |
+7,017 |
| Sep11 |
100614 |
98.47 |
98.50 |
98.37 |
98.39 |
-0.13 |
41,639 |
261,349 |
-8,363 |
| Total Volume and Open Interest |
343,873 |
2,485,882 |
+14,456 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100614 |
99.280 |
99.280 |
99.275 |
99.280 |
unch |
187,847 |
873,745 |
+708 |
| Sep10 |
100614 |
99.175 |
99.180 |
99.140 |
99.155 |
-0.010 |
284,151 |
583,697 |
+1,119 |
| Dec10 |
100614 |
99.105 |
99.110 |
99.060 |
99.070 |
-0.035 |
195,051 |
554,341 |
-507 |
| Total Volume and Open Interest |
1,165,562 |
4,094,986 |
-12,045 |
| 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 |
100611 |
95.11 |
95.13 |
95.08 |
95.10 |
-0.02 |
45,837 |
269,159 |
+16,278 |
| Dec10 |
100611 |
95.06 |
95.08 |
95.00 |
95.03 |
-0.03 |
28,625 |
150,558 |
+12,376 |
| Mar11 |
100611 |
94.98 |
95.00 |
94.91 |
94.94 |
-0.04 |
8,918 |
69,640 |
+770 |
| Jun11 |
100611 |
94.90 |
94.90 |
94.80 |
94.84 |
-0.04 |
4,357 |
46,301 |
+644 |
| Sep11 |
100611 |
94.76 |
94.77 |
94.69 |
94.74 |
-0.04 |
3,011 |
34,025 |
+993 |
| Dec11 |
100611 |
94.68 |
94.68 |
94.61 |
94.65 |
-0.06 |
1,550 |
26,225 |
-22 |
| Mar12 |
100611 |
94.62 |
94.64 |
94.58 |
94.59 |
-0.07 |
1,431 |
20,086 |
+664 |
| Jun12 |
100611 |
94.60 |
94.61 |
94.55 |
94.56 |
-0.07 |
303 |
4,596 |
+103 |
| Sep12 |
100611 |
94.62 |
94.62 |
94.55 |
94.55 |
-0.09 |
0 |
3,080 |
+0 |
| Total Volume and Open Interest |
109,463 |
628,978 |
-28,188 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100611 |
94.65 |
94.66 |
94.58 |
94.61 |
-0.05 |
152,683 |
377,394 |
-8,838 |
| Sep10 |
100611 |
94.64 |
94.64 |
94.56 |
94.58 |
-0.06 |
139,105 |
172,693 |
+92,236 |
| Total Volume and Open Interest |
291,788 |
550,087 |
+83,398 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100611 |
95.22 |
95.22 |
95.13 |
95.16 |
-0.06 |
261,355 |
622,144 |
+54,895 |
| Sep10 |
100611 |
95.14 |
95.14 |
95.04 |
95.07 |
-0.07 |
177,331 |
208,126 |
+159,242 |
| Total Volume and Open Interest |
438,686 |
830,270 |
+214,137 |
| Gold(CMX) |
| Jun10 |
100614 |
1230.2 |
1232.7 |
1217.7 |
1223.3 |
-5.6 |
488 |
1,976 |
-249 |
| Aug10 |
100614 |
1229.3 |
1235.9 |
1217.5 |
1224.5 |
-5.7 |
118,687 |
346,088 |
-2,547 |
| Oct10 |
100614 |
1235.5 |
1236.8 |
1220.0 |
1226.6 |
-5.7 |
4,861 |
23,723 |
-217 |
| Dec10 |
100614 |
1236.7 |
1239.7 |
1222.0 |
1228.6 |
-5.8 |
4,378 |
71,876 |
+718 |
| Feb11 |
100614 |
1236.2 |
1236.2 |
1227.0 |
1230.8 |
-5.8 |
98 |
19,655 |
+51 |
| Apr11 |
100614 |
1240.4 |
1240.4 |
1228.4 |
1233.0 |
-5.9 |
39 |
15,405 |
+5 |
| Jun11 |
100614 |
578.6 |
580.1 |
578.6 |
580.1 |
-5.8 |
195 |
12,989 |
-64 |
| Aug11 |
100614 |
1233.2 |
1238.2 |
1233.2 |
1238.2 |
-5.8 |
51 |
4,195 |
+49 |
| Oct11 |
100614 |
1241.3 |
1241.3 |
1241.3 |
1241.3 |
-5.8 |
12 |
7,224 |
-12 |
| Dec11 |
100614 |
1240.3 |
1244.6 |
1240.2 |
1244.6 |
-5.8 |
500 |
16,756 |
+232 |
| Feb12 |
100614 |
1248.3 |
1248.3 |
1248.3 |
1248.3 |
-5.8 |
0 |
3,817 |
+0 |
| Apr12 |
100614 |
1252.4 |
1252.4 |
1252.4 |
1252.4 |
-5.8 |
751 |
3,501 |
+750 |
| Total Volume and Open Interest |
130,820 |
563,296 |
-1,268 |
| Silver(CMX) |
| Jul10 |
100614 |
1825.0 |
1857.0 |
1820.0 |
1841.1 |
+18.0 |
32,650 |
54,810 |
-1,460 |
| Sep10 |
100614 |
1832.5 |
1861.5 |
1825.0 |
1845.5 |
+18.0 |
7,419 |
29,232 |
+750 |
| Dec10 |
100614 |
1844.0 |
1860.0 |
1834.0 |
1851.9 |
+18.2 |
4,461 |
16,615 |
+552 |
| Mar11 |
100614 |
1857.5 |
1859.0 |
1856.1 |
1856.1 |
+18.3 |
1,886 |
9,187 |
-489 |
| May11 |
100614 |
1858.3 |
1858.3 |
1858.3 |
1858.3 |
+18.4 |
83 |
5,153 |
+31 |
| Jul11 |
100614 |
1866.0 |
1866.0 |
1860.5 |
1860.5 |
+18.5 |
1,182 |
3,627 |
+1,162 |
| Sep11 |
100614 |
1862.9 |
1862.9 |
1862.9 |
1862.9 |
+18.6 |
0 |
279 |
+0 |
| Total Volume and Open Interest |
47,719 |
125,381 |
+538 |
| Platinum(NYMEX) |
| Jul10 |
100614 |
1538.9 |
1567.7 |
1538.9 |
1563.4 |
+28.4 |
4,642 |
22,676 |
-1,395 |
| Oct10 |
100614 |
1560.0 |
1575.0 |
1560.0 |
1571.6 |
+28.6 |
1,728 |
6,851 |
+1,497 |
| Jan11 |
100614 |
1574.1 |
1574.1 |
1574.1 |
1574.1 |
+29.3 |
7 |
387 |
+7 |
| Apr11 |
100614 |
1574.1 |
1574.1 |
1574.1 |
1574.1 |
+29.3 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
6,377 |
29,918 |
+109 |
| Palladium(NYMEX) |
| Jun10 |
100614 |
455.30 |
460.35 |
455.25 |
460.35 |
+12.10 |
51 |
123 |
-17 |
| Sep10 |
100614 |
451.25 |
463.10 |
451.25 |
462.60 |
+14.05 |
1,883 |
20,621 |
+283 |
| Dec10 |
100614 |
454.35 |
463.60 |
454.35 |
463.60 |
+14.10 |
7 |
362 |
-3 |
| Total Volume and Open Interest |
1,941 |
21,180 |
+263 |
| Copper(CMX) |
| Jul10 |
100614 |
292.75 |
302.30 |
292.25 |
299.20 |
+8.80 |
35,294 |
47,225 |
-5,584 |
| Sep10 |
100614 |
294.45 |
304.05 |
294.45 |
301.25 |
+8.85 |
13,413 |
47,057 |
+4,499 |
| Dec10 |
100614 |
300.35 |
306.00 |
300.35 |
303.70 |
+8.80 |
1,810 |
14,785 |
+805 |
| Mar11 |
100614 |
306.25 |
306.25 |
305.15 |
305.15 |
+8.75 |
289 |
8,257 |
+226 |
| May11 |
100614 |
305.95 |
305.95 |
305.95 |
305.95 |
+8.75 |
19 |
1,313 |
-5 |
| Total Volume and Open Interest |
51,807 |
130,681 |
-2 |
| DJIA Index(CBOT) |
| Jun10 |
100614 |
10255 |
10320 |
10189 |
10201 |
+4 |
1,092 |
13,686 |
-402 |
| Sep10 |
100614 |
10182 |
10262 |
10130 |
10141 |
+3 |
1,257 |
1,325 |
+861 |
| Dec10 |
100614 |
10091 |
10091 |
10087 |
10091 |
+4 |
0 |
2 |
+0 |
| Mar11 |
100614 |
10033 |
10033 |
10029 |
10033 |
+4 |
|
|
|
| Total Volume and Open Interest |
2,349 |
15,013 |
+459 |
| S & P 500(CME) |
| Jun10 |
100614 |
1099.50 |
1105.70 |
1089.00 |
1090.50 |
+1.30 |
76,716 |
259,623 |
-24,031 |
| Sep10 |
100614 |
1085.00 |
1101.50 |
1084.20 |
1086.20 |
+1.20 |
58,640 |
147,146 |
+47,653 |
| Dec10 |
100614 |
1081.70 |
1095.50 |
1080.50 |
1081.70 |
+1.20 |
0 |
4,380 |
+0 |
| Mar11 |
100614 |
1077.90 |
1091.70 |
1076.70 |
1077.90 |
+1.20 |
0 |
476 |
+0 |
| Total Volume and Open Interest |
135,356 |
411,670 |
+23,622 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100614 |
1090.50 |
1106.00 |
1088.75 |
1090.50 |
+1.25 |
2,421,258 |
2,062,621 |
-499,020 |
| Sep10 |
100614 |
1087.50 |
1101.75 |
1084.25 |
1086.25 |
+1.25 |
1,928,796 |
1,116,027 |
+565,819 |
| Total Volume and Open Interest |
4,350,097 |
3,181,918 |
+66,805 |
| NASDAQ 100(CME) |
| Jun10 |
100614 |
1864.00 |
1877.50 |
1844.00 |
1847.80 |
+3.80 |
2,017 |
25,825 |
-1 |
| Sep10 |
100614 |
1851.50 |
1875.50 |
1842.00 |
1846.50 |
+4.00 |
1,306 |
2,549 |
+986 |
| Dec10 |
100614 |
1862.00 |
1862.00 |
1843.80 |
1843.80 |
+4.00 |
|
|
|
| Total Volume and Open Interest |
3,323 |
28,374 |
+985 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100614 |
1848.00 |
1877.80 |
1844.00 |
1847.80 |
+3.80 |
231,353 |
319,193 |
-38,986 |
| Sep10 |
100614 |
1848.30 |
1876.00 |
1842.50 |
1846.50 |
+4.00 |
214,056 |
84,558 |
+59,188 |
| Total Volume and Open Interest |
445,412 |
403,791 |
+20,202 |
| S & P Midcap 400(CME) |
| Jun10 |
100614 |
760.50 |
772.50 |
756.00 |
762.00 |
+4.30 |
330 |
4,647 |
-28 |
| Sep10 |
100614 |
763.50 |
770.50 |
758.00 |
760.00 |
+4.30 |
48 |
62 |
+52 |
| Dec10 |
100614 |
758.00 |
758.00 |
758.00 |
758.00 |
+4.30 |
|
|
|
| Total Volume and Open Interest |
378 |
4,709 |
+24 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100611 |
9760 |
9855 |
9675 |
9850 |
+100 |
16,108 |
27,645 |
+12,133 |
| Dec10 |
100614 |
9890 |
9890 |
9885 |
9890 |
+40 |
|
|
|
| Total Volume and Open Interest |
23,690 |
66,340 |
-226 |
| Nikkei 225(SGX) |
| Sep10 |
100614 |
9695 |
9890 |
9625 |
9865 |
+170 |
95,168 |
129,041 |
+3,983 |
| Dec10 |
100614 |
9820 |
9820 |
9820 |
9820 |
+170 |
10 |
1,727 |
+0 |
| Mar11 |
100614 |
9815 |
9815 |
9815 |
9815 |
+170 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
217,385 |
142,905 |
-172,930 |
| CAC 40(EURONEXT) |
| Jun10 |
100614 |
3577.5 |
3631.0 |
3577.5 |
3623.5 |
+77.5 |
174,227 |
524,698 |
+15,790 |
| Jul10 |
100614 |
3573.5 |
3626.5 |
3573.0 |
3619.0 |
+77.5 |
5,634 |
13,197 |
+5,154 |
| Aug10 |
100614 |
3602.0 |
3620.5 |
3590.0 |
3619.5 |
+78.0 |
193 |
712 |
+186 |
| Total Volume and Open Interest |
180,325 |
540,653 |
+21,360 |
| Hang Seng Index(HKFE) |
| Jun10 |
100614 |
20084 |
20123 |
20022 |
20089 |
+241 |
58,573 |
79,193 |
-769 |
| Jul10 |
100614 |
20015 |
20067 |
19977 |
20040 |
+241 |
499 |
1,926 |
-55 |
| Total Volume and Open Interest |
59,216 |
83,593 |
-796 |
| DAX(EUREX) |
| Jun10 |
100614 |
6105.0 |
6138.5 |
6071.0 |
6118.5 |
+75.0 |
179,252 |
191,702 |
+380 |
| Sep10 |
100614 |
6114.0 |
6142.0 |
6079.0 |
6123.0 |
+75.5 |
5,453 |
12,802 |
+734 |
| Dec10 |
100614 |
6114.5 |
6148.5 |
6085.0 |
6129.5 |
+75.5 |
3,129 |
6,548 |
+541 |
| Total Volume and Open Interest |
187,834 |
211,052 |
+1,655 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100614 |
5211.50 |
5217.50 |
5142.00 |
5197.50 |
+36.00 |
163,057 |
633,638 |
-30,892 |
| Sep10 |
100614 |
5171.00 |
5182.00 |
5107.50 |
5163.00 |
+37.50 |
42,075 |
101,810 |
+30,226 |
| Dec10 |
100614 |
5135.50 |
5143.50 |
5110.50 |
5139.50 |
+37.50 |
270 |
3,112 |
-86 |
| Total Volume and Open Interest |
205,427 |
739,407 |
-742 |
| SPI 200(SFE) |
| Jun10 |
100611 |
4446.0 |
4524.0 |
4434.0 |
4515.0 |
+74.0 |
43,856 |
245,823 |
+3,175 |
| Sep10 |
100611 |
4440.0 |
4511.0 |
4434.0 |
4508.0 |
+76.0 |
4,955 |
9,775 |
+4,260 |
| Dec10 |
100611 |
4495.0 |
4526.0 |
4492.0 |
4526.0 |
+76.0 |
125 |
2,998 |
+122 |
| Total Volume and Open Interest |
49,229 |
260,159 |
+7,666 |
| GSCI(CME) |
| Jun10 |
100614 |
497.00 |
499.50 |
492.00 |
494.50 |
+7.20 |
3,973 |
6,128 |
-3,317 |
| Jul10 |
100614 |
502.20 |
504.30 |
497.00 |
499.00 |
+6.00 |
4,027 |
13,094 |
+3,341 |
| Aug10 |
100614 |
506.20 |
506.50 |
500.50 |
502.00 |
+5.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
8,002 |
19,222 |
+24 |
| 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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