|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue June 15, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100615 |
949.75 |
961.75 |
947.25 |
949.50 |
-2.00 |
65,189 |
137,601 |
-10,525 |
| Aug10 |
100615 |
935.25 |
946.75 |
933.25 |
935.50 |
-0.75 |
9,420 |
29,002 |
+2,144 |
| Sep10 |
100615 |
918.50 |
931.00 |
918.00 |
920.00 |
-0.25 |
2,714 |
12,211 |
-231 |
| Nov10 |
100615 |
913.00 |
926.25 |
912.25 |
915.50 |
-0.75 |
37,968 |
216,506 |
+6,654 |
| Jan11 |
100615 |
924.00 |
936.50 |
922.75 |
925.25 |
-1.25 |
2,137 |
27,549 |
+862 |
| Mar11 |
100615 |
935.00 |
941.00 |
929.00 |
931.00 |
-1.50 |
558 |
7,509 |
+40 |
| May11 |
100615 |
934.25 |
942.00 |
932.75 |
932.75 |
-1.25 |
684 |
6,902 |
+201 |
| Total Volume and Open Interest |
119,741 |
468,136 |
-674 |
| Soybean Meal(CBOT) |
| Jul10 |
100615 |
290.10 |
292.40 |
285.50 |
285.70 |
-4.30 |
23,407 |
69,988 |
-105 |
| Aug10 |
100615 |
277.80 |
281.70 |
274.90 |
274.90 |
-3.00 |
6,706 |
25,738 |
+979 |
| Sep10 |
100615 |
267.40 |
272.00 |
265.70 |
265.70 |
-2.10 |
3,805 |
15,860 |
-623 |
| Oct10 |
100615 |
260.50 |
262.50 |
256.70 |
256.70 |
-2.60 |
1,119 |
9,977 |
-50 |
| Dec10 |
100615 |
257.50 |
261.50 |
255.10 |
255.20 |
-2.60 |
10,088 |
51,090 |
+1,425 |
| Jan11 |
100615 |
260.70 |
261.90 |
255.80 |
255.80 |
-2.70 |
304 |
6,138 |
-1 |
| Mar11 |
100615 |
261.20 |
261.40 |
256.50 |
256.50 |
-2.80 |
114 |
4,970 |
-2 |
| May11 |
100615 |
262.00 |
262.00 |
256.00 |
256.00 |
-2.80 |
75 |
2,189 |
-19 |
| Total Volume and Open Interest |
45,965 |
191,237 |
+1,739 |
| Soybean Oil(CBOT) |
| Jul10 |
100615 |
37.29 |
37.90 |
37.26 |
37.81 |
+0.42 |
47,685 |
123,440 |
-8,969 |
| Aug10 |
100615 |
37.50 |
38.09 |
37.44 |
38.01 |
+0.44 |
11,735 |
41,162 |
+1,712 |
| Sep10 |
100615 |
37.72 |
38.30 |
37.68 |
38.22 |
+0.43 |
3,217 |
25,320 |
+431 |
| Oct10 |
100615 |
37.93 |
38.52 |
37.93 |
38.43 |
+0.42 |
1,438 |
13,181 |
+117 |
| Dec10 |
100615 |
38.31 |
38.97 |
38.31 |
38.89 |
+0.43 |
22,999 |
116,217 |
+6,244 |
| Jan11 |
100615 |
38.89 |
39.20 |
38.89 |
39.20 |
+0.42 |
460 |
5,470 |
+187 |
| Mar11 |
100615 |
39.49 |
39.55 |
39.41 |
39.54 |
+0.40 |
151 |
3,512 |
+7 |
| May11 |
100615 |
39.61 |
39.92 |
39.61 |
39.83 |
+0.37 |
88 |
1,595 |
+41 |
| Total Volume and Open Interest |
88,107 |
334,391 |
-130 |
| Canola(WCE) |
| Jul10 |
100615 |
402.0 |
417.6 |
402.0 |
416.2 |
+14.2 |
8,213 |
52,672 |
-4,427 |
| Nov10 |
100615 |
407.4 |
420.4 |
406.7 |
417.6 |
+11.0 |
15,355 |
97,225 |
+6,256 |
| Jan11 |
100615 |
409.2 |
422.3 |
409.2 |
420.5 |
+9.6 |
1,168 |
9,341 |
+155 |
| Mar11 |
100615 |
408.4 |
420.3 |
408.4 |
419.0 |
+8.1 |
802 |
4,297 |
+73 |
| May11 |
100615 |
413.8 |
414.8 |
410.7 |
414.5 |
+3.6 |
22 |
1,556 |
+4 |
| Total Volume and Open Interest |
25,586 |
166,654 |
+2,079 |
| Corn(CBOT) |
| Jul10 |
100615 |
352.00 |
355.00 |
350.75 |
353.75 |
unch |
106,329 |
327,600 |
-25,685 |
| Sep10 |
100615 |
361.25 |
364.00 |
359.75 |
363.00 |
unch |
61,332 |
295,021 |
+13,890 |
| Dec10 |
100615 |
373.50 |
376.00 |
371.50 |
375.00 |
unch |
46,038 |
422,556 |
+3,503 |
| Mar11 |
100615 |
387.25 |
389.00 |
384.50 |
388.00 |
-0.25 |
3,568 |
62,224 |
+776 |
| May11 |
100615 |
397.00 |
397.50 |
394.00 |
397.00 |
-0.25 |
1,126 |
10,483 |
+570 |
| Jul11 |
100615 |
405.00 |
405.50 |
402.00 |
405.00 |
-0.25 |
1,326 |
39,138 |
+257 |
| Total Volume and Open Interest |
224,099 |
1,234,200 |
-5,534 |
| Wheat(CBOT) |
| Jul10 |
100615 |
451.00 |
456.25 |
445.25 |
451.75 |
+0.25 |
92,624 |
137,836 |
-12,829 |
| Sep10 |
100615 |
467.00 |
471.75 |
461.50 |
467.50 |
unch |
57,130 |
170,800 |
+17,274 |
| Dec10 |
100615 |
493.25 |
497.50 |
488.00 |
494.00 |
unch |
23,088 |
92,025 |
+3,592 |
| Mar11 |
100615 |
522.75 |
525.50 |
516.75 |
521.75 |
-1.00 |
5,217 |
30,896 |
+1,263 |
| May11 |
100615 |
537.50 |
543.00 |
535.75 |
538.00 |
-2.00 |
578 |
9,347 |
+138 |
| Total Volume and Open Interest |
185,632 |
512,790 |
+11,465 |
| Wheat(KCBT) |
| Jul10 |
100615 |
477.50 |
483.00 |
472.75 |
478.25 |
-1.25 |
16,065 |
44,916 |
-403 |
| Sep10 |
100615 |
491.00 |
494.50 |
486.00 |
490.00 |
-1.00 |
6,691 |
39,817 |
+2,761 |
| Dec10 |
100615 |
508.75 |
512.00 |
502.25 |
507.50 |
-1.50 |
4,530 |
45,435 |
+261 |
| Mar11 |
100615 |
526.50 |
529.50 |
522.50 |
525.00 |
-1.50 |
735 |
15,973 |
+77 |
| May11 |
100615 |
539.00 |
541.50 |
535.25 |
537.25 |
-1.50 |
461 |
7,839 |
+143 |
| Total Volume and Open Interest |
30,048 |
186,276 |
+2,987 |
| Wheat(MGE) |
| Jul10 |
100615 |
521.25 |
527.00 |
517.25 |
523.00 |
-0.25 |
5,398 |
11,497 |
+267 |
| Sep10 |
100615 |
533.25 |
537.00 |
528.50 |
533.50 |
unch |
3,469 |
12,706 |
+959 |
| Dec10 |
100615 |
546.75 |
552.50 |
542.75 |
548.75 |
+2.00 |
1,216 |
10,816 |
+415 |
| Mar11 |
100615 |
563.50 |
569.00 |
559.75 |
565.25 |
+1.75 |
919 |
3,990 |
+297 |
| May11 |
100615 |
574.00 |
578.50 |
569.50 |
574.75 |
+1.50 |
188 |
1,594 |
-39 |
| Total Volume and Open Interest |
11,903 |
48,316 |
+1,957 |
| Oats(CBOT) |
| Jul10 |
100615 |
254.25 |
277.00 |
254.00 |
274.00 |
+27.00 |
1,421 |
6,785 |
-562 |
| Sep10 |
100615 |
251.00 |
270.00 |
251.00 |
267.00 |
+17.00 |
392 |
4,316 |
-121 |
| Dec10 |
100615 |
249.25 |
269.50 |
245.25 |
267.00 |
+19.00 |
1,067 |
5,621 |
+223 |
| Mar11 |
100615 |
253.00 |
276.50 |
253.00 |
270.00 |
+17.00 |
2 |
600 |
+0 |
| Total Volume and Open Interest |
2,883 |
17,323 |
-459 |
| Rough Rice(CBOT) |
| Jul10 |
100615 |
11.19 |
11.23 |
10.82 |
10.99 |
-0.18 |
768 |
6,039 |
-262 |
| Sep10 |
100615 |
11.08 |
11.13 |
10.88 |
11.01 |
-0.09 |
462 |
5,705 |
+148 |
| Nov10 |
100615 |
11.18 |
11.24 |
11.00 |
11.15 |
-0.05 |
160 |
1,992 |
-55 |
| Jan11 |
100615 |
11.44 |
11.47 |
11.44 |
11.44 |
-0.03 |
26 |
443 |
-3 |
| Total Volume and Open Interest |
1,437 |
15,365 |
-162 |
| Live Cattle(CME) |
| Jun10 |
100615 |
89.830 |
90.480 |
89.250 |
90.050 |
+0.265 |
3,041 |
16,478 |
-1,591 |
| Aug10 |
100615 |
88.135 |
89.100 |
87.830 |
88.600 |
+0.465 |
15,289 |
141,209 |
-2,176 |
| Oct10 |
100615 |
89.550 |
90.500 |
89.250 |
90.135 |
+0.535 |
5,712 |
87,202 |
-1,091 |
| Dec10 |
100615 |
91.750 |
92.700 |
91.635 |
92.430 |
+0.500 |
4,669 |
46,944 |
+2,090 |
| Feb11 |
100615 |
93.350 |
94.000 |
93.100 |
93.800 |
+0.415 |
961 |
19,905 |
-90 |
| Apr11 |
100615 |
94.930 |
95.480 |
94.635 |
95.250 |
+0.320 |
646 |
11,206 |
+106 |
| Total Volume and Open Interest |
30,456 |
327,016 |
-2,653 |
| Feeder Cattle(CME) |
| Aug10 |
100615 |
110.750 |
111.350 |
110.385 |
110.980 |
+0.550 |
1,534 |
21,223 |
+6 |
| Sep10 |
100615 |
110.750 |
111.350 |
110.430 |
110.980 |
+0.550 |
470 |
5,415 |
-55 |
| Oct10 |
100615 |
110.600 |
111.150 |
110.200 |
111.000 |
+0.615 |
442 |
4,042 |
+144 |
| Nov10 |
100615 |
110.000 |
110.550 |
109.500 |
110.300 |
+0.600 |
200 |
1,413 |
-15 |
| Jan11 |
100615 |
109.000 |
109.500 |
108.350 |
109.350 |
+0.650 |
35 |
526 |
+11 |
| Mar11 |
100615 |
108.000 |
108.430 |
108.000 |
108.400 |
+0.700 |
6 |
82 |
+2 |
| Apr11 |
100615 |
108.000 |
108.000 |
108.000 |
108.000 |
+0.750 |
3 |
13 |
+0 |
| Total Volume and Open Interest |
2,690 |
32,714 |
+93 |
| Lean Hogs(CME) |
| Jul10 |
100615 |
79.550 |
80.350 |
79.000 |
80.135 |
+0.085 |
17,279 |
32,032 |
-4,642 |
| Aug10 |
100615 |
81.700 |
82.450 |
81.000 |
82.385 |
+0.600 |
13,732 |
62,447 |
+5,936 |
| Oct10 |
100615 |
74.100 |
75.400 |
73.900 |
75.180 |
+0.380 |
4,047 |
38,892 |
-949 |
| Dec10 |
100615 |
72.100 |
72.600 |
71.550 |
72.285 |
-0.165 |
3,562 |
29,997 |
+813 |
| Feb11 |
100615 |
72.975 |
73.400 |
72.300 |
73.225 |
-0.125 |
713 |
9,241 |
+53 |
| Apr11 |
100615 |
73.700 |
73.700 |
72.900 |
73.650 |
-0.250 |
254 |
4,118 |
-25 |
| May11 |
100615 |
76.250 |
76.250 |
76.250 |
76.250 |
unch |
1 |
165 |
+1 |
| Jun11 |
100615 |
79.950 |
80.000 |
79.200 |
79.950 |
unch |
128 |
814 |
+109 |
| Total Volume and Open Interest |
41,958 |
185,463 |
+213 |
| Pork Bellies(CME) |
| Jul10 |
100615 |
96.500 |
98.000 |
94.750 |
98.000 |
+0.750 |
12 |
87 |
-4 |
| Aug10 |
100615 |
95.000 |
95.000 |
94.250 |
95.000 |
unch |
1 |
26 |
+0 |
| Feb11 |
100615 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
| Mar11 |
100615 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100615 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
13 |
118 |
-4 |
| Class III Milk(CME) |
| Jun10 |
100615 |
13.58 |
13.61 |
13.56 |
13.60 |
+0.04 |
66 |
4,429 |
-17 |
| Jul10 |
100615 |
13.45 |
13.60 |
13.40 |
13.58 |
+0.13 |
352 |
4,407 |
+8 |
| Aug10 |
100615 |
13.91 |
14.09 |
13.85 |
14.05 |
+0.14 |
186 |
4,272 |
+70 |
| Sep10 |
100615 |
14.40 |
14.70 |
14.40 |
14.63 |
+0.13 |
71 |
3,875 |
+19 |
| Oct10 |
100615 |
14.66 |
14.79 |
14.66 |
14.75 |
+0.04 |
54 |
3,442 |
-3 |
| Total Volume and Open Interest |
813 |
27,992 |
+78 |
| Cocoa(ICE) |
| Jul10 |
100615 |
2953 |
2966 |
2905 |
2933 |
-20 |
5,659 |
10,594 |
-3,525 |
| Sep10 |
100615 |
2973 |
2995 |
2945 |
2969 |
-4 |
9,475 |
53,923 |
+342 |
| Dec10 |
100615 |
3000 |
3015 |
2970 |
2991 |
-4 |
1,746 |
21,050 |
+350 |
| Mar11 |
100615 |
3019 |
3038 |
3004 |
3013 |
-6 |
187 |
15,975 |
+49 |
| May11 |
100615 |
3021 |
3021 |
3021 |
3021 |
-5 |
25 |
7,140 |
+474 |
| Jul11 |
100615 |
3028 |
3028 |
3028 |
3028 |
-7 |
90 |
3,495 |
-13 |
| Sep11 |
100615 |
3038 |
3038 |
3038 |
3038 |
-6 |
56 |
1,389 |
+31 |
| Total Volume and Open Interest |
17,277 |
118,695 |
-2,278 |
| Coffee "C"(ICE) |
| Jul10 |
100615 |
150.55 |
160.70 |
148.00 |
159.35 |
+8.40 |
42,726 |
27,985 |
-5,855 |
| Sep10 |
100615 |
151.00 |
161.05 |
148.15 |
159.95 |
+8.35 |
40,398 |
69,645 |
+11,219 |
| Dec10 |
100615 |
149.45 |
159.70 |
147.75 |
159.20 |
+7.75 |
16,612 |
35,009 |
+6,005 |
| Mar11 |
100615 |
148.50 |
157.85 |
147.25 |
157.70 |
+7.25 |
2,388 |
12,311 |
+902 |
| May11 |
100615 |
147.90 |
156.95 |
146.80 |
156.25 |
+7.15 |
697 |
4,991 |
+238 |
| Jul11 |
100615 |
147.45 |
155.75 |
145.45 |
155.75 |
+7.00 |
260 |
2,508 |
+19 |
| Total Volume and Open Interest |
103,131 |
153,360 |
+12,551 |
| Orange Juice(ICE) |
| Jul10 |
100615 |
143.60 |
143.80 |
142.00 |
143.15 |
-0.50 |
1,789 |
10,338 |
-615 |
| Sep10 |
100615 |
145.40 |
145.40 |
143.70 |
144.40 |
-1.05 |
1,141 |
13,921 |
+612 |
| Nov10 |
100615 |
144.70 |
145.60 |
144.70 |
145.10 |
-0.80 |
186 |
3,288 |
+73 |
| Jan11 |
100615 |
145.25 |
145.65 |
145.25 |
145.40 |
-0.75 |
201 |
1,215 |
+96 |
| Mar11 |
100615 |
146.45 |
146.45 |
146.20 |
146.20 |
-0.65 |
0 |
185 |
+0 |
| May11 |
100615 |
146.20 |
146.20 |
146.20 |
146.20 |
-0.65 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
3,317 |
29,300 |
+166 |
| Sugar #11(ICE) |
| Jul10 |
100615 |
16.06 |
16.30 |
15.87 |
16.18 |
+0.13 |
68,149 |
153,400 |
-11,989 |
| Oct10 |
100615 |
16.01 |
16.13 |
15.65 |
15.95 |
-0.04 |
69,362 |
243,170 |
+7,891 |
| Mar11 |
100615 |
16.72 |
16.85 |
16.44 |
16.70 |
unch |
22,804 |
119,584 |
+4,377 |
| May11 |
100615 |
16.75 |
16.82 |
16.49 |
16.67 |
-0.06 |
4,257 |
28,268 |
+288 |
| Jul11 |
100615 |
16.73 |
16.80 |
16.53 |
16.68 |
-0.02 |
8,856 |
57,068 |
+762 |
| Total Volume and Open Interest |
175,968 |
678,068 |
+1,609 |
| London Cocoa(LCE) |
| Jul10 |
100615 |
2492 |
2493 |
2460 |
2464 |
-21 |
4,921 |
54,925 |
-458 |
| Sep10 |
100615 |
2360 |
2366 |
2338 |
2348 |
-3 |
4,886 |
37,479 |
+143 |
| Dec10 |
100615 |
2283 |
2289 |
2258 |
2270 |
-7 |
3,412 |
26,322 |
+690 |
| Mar11 |
100615 |
2241 |
2248 |
2224 |
2231 |
-4 |
1,931 |
24,266 |
-53 |
| May11 |
100615 |
2215 |
2225 |
2215 |
2225 |
-4 |
86 |
5,629 |
+49 |
| Jul11 |
100615 |
2223 |
2223 |
2223 |
2223 |
-3 |
122 |
936 |
+8 |
| Sep11 |
100615 |
2223 |
2223 |
2223 |
2223 |
-4 |
0 |
1,993 |
+0 |
| Total Volume and Open Interest |
15,358 |
157,284 |
+379 |
| London Sugar(LCE) |
| Aug10 |
100615 |
527.00 |
531.80 |
524.30 |
528.00 |
+1.50 |
7,938 |
27,874 |
-598 |
| Oct10 |
100615 |
470.00 |
478.00 |
468.80 |
471.20 |
+1.40 |
2,530 |
21,323 |
+1,002 |
| Dec10 |
100615 |
452.50 |
458.20 |
449.80 |
453.70 |
+0.40 |
348 |
7,684 |
+144 |
| Mar11 |
100615 |
457.80 |
462.40 |
454.60 |
458.70 |
+0.20 |
288 |
4,464 |
+142 |
| May11 |
100615 |
461.50 |
463.20 |
457.40 |
460.50 |
-0.10 |
290 |
2,147 |
+153 |
| Total Volume and Open Interest |
11,516 |
64,565 |
+858 |
| Cotton(ICE) |
| Jul10 |
100615 |
82.74 |
82.84 |
81.69 |
81.97 |
-0.59 |
15,386 |
33,622 |
-12,984 |
| Oct10 |
100615 |
79.50 |
79.75 |
78.86 |
79.32 |
+0.17 |
362 |
1,613 |
+57 |
| Dec10 |
100615 |
79.47 |
79.70 |
78.82 |
79.62 |
+0.15 |
15,137 |
109,968 |
+7,525 |
| Mar11 |
100615 |
80.58 |
80.86 |
80.02 |
80.85 |
+0.19 |
898 |
19,231 |
+683 |
| May11 |
100615 |
80.61 |
80.95 |
80.02 |
80.95 |
+0.16 |
21 |
715 |
-21 |
| Jul11 |
100615 |
80.79 |
80.82 |
80.65 |
80.82 |
+0.02 |
10 |
5,440 |
-48 |
| Total Volume and Open Interest |
31,814 |
172,219 |
-4,788 |
| Lumber(CME) |
| Jul10 |
100615 |
206.3 |
210.1 |
202.0 |
203.0 |
-3.1 |
360 |
3,121 |
-109 |
| Sep10 |
100615 |
214.0 |
218.0 |
210.5 |
211.1 |
-2.1 |
456 |
4,815 |
-13 |
| Nov10 |
100615 |
220.0 |
220.0 |
214.2 |
214.6 |
-1.4 |
61 |
1,283 |
-13 |
| Jan11 |
100615 |
237.1 |
237.1 |
234.0 |
236.5 |
-3.5 |
3 |
104 |
+0 |
| Total Volume and Open Interest |
880 |
9,334 |
-135 |
| Crude Oil(NYM) |
| Jul10 |
100615 |
74.77 |
77.16 |
74.62 |
76.94 |
+1.82 |
421,739 |
156,818 |
-41,285 |
| Aug10 |
100615 |
75.87 |
78.07 |
75.71 |
77.91 |
+1.63 |
212,352 |
264,158 |
+32,698 |
| Sep10 |
100615 |
76.78 |
78.86 |
76.60 |
78.71 |
+1.55 |
78,902 |
133,853 |
+7,854 |
| Oct10 |
100615 |
77.62 |
79.55 |
77.31 |
79.42 |
+1.49 |
23,625 |
53,293 |
+430 |
| Nov10 |
100615 |
78.29 |
80.20 |
78.04 |
80.04 |
+1.45 |
15,194 |
35,772 |
-864 |
| Dec10 |
100615 |
78.58 |
80.73 |
78.51 |
80.56 |
+1.40 |
38,739 |
203,274 |
-553 |
| Jan11 |
100615 |
79.93 |
81.00 |
79.93 |
80.93 |
+1.35 |
4,449 |
34,746 |
+221 |
| Feb11 |
100615 |
80.20 |
81.29 |
80.20 |
81.29 |
+1.30 |
4,306 |
15,037 |
-669 |
| Mar11 |
100615 |
80.07 |
81.75 |
80.07 |
81.65 |
+1.25 |
4,332 |
21,287 |
-327 |
| Apr11 |
100615 |
81.52 |
82.01 |
81.52 |
82.01 |
+1.21 |
767 |
11,216 |
+12 |
| May11 |
100615 |
82.12 |
82.37 |
82.12 |
82.37 |
+1.18 |
1,228 |
7,875 |
-81 |
| Jun11 |
100615 |
81.64 |
82.80 |
81.60 |
82.71 |
+1.15 |
4,340 |
42,971 |
+526 |
| Jul11 |
100615 |
82.11 |
83.01 |
81.97 |
83.01 |
+1.12 |
1,193 |
23,853 |
-48 |
| Aug11 |
100615 |
83.19 |
83.19 |
83.19 |
83.19 |
+1.08 |
217 |
6,794 |
+67 |
| Sep11 |
100615 |
83.34 |
83.34 |
83.34 |
83.34 |
+1.07 |
872 |
7,706 |
-158 |
| Oct11 |
100615 |
83.48 |
83.48 |
83.48 |
83.48 |
+1.06 |
51 |
4,730 |
-8 |
| Total Volume and Open Interest |
828,323 |
1,339,216 |
+98 |
| e-miNY Crude Oil(NYM) |
| Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
| Jul10 |
100615 |
74.700 |
77.150 |
74.600 |
76.950 |
+1.825 |
13,619 |
3,562 |
-202 |
| Aug10 |
100615 |
75.975 |
78.075 |
75.725 |
77.900 |
+1.625 |
1,084 |
929 |
-34 |
| Sep10 |
100615 |
77.225 |
78.850 |
76.850 |
78.700 |
+1.550 |
148 |
342 |
+51 |
| Oct10 |
100615 |
78.700 |
79.425 |
78.650 |
79.425 |
+1.500 |
4 |
135 |
+0 |
| Nov10 |
100615 |
79.650 |
80.050 |
79.650 |
80.050 |
+1.450 |
8 |
18 |
-1 |
| Dec10 |
100615 |
78.925 |
80.550 |
78.900 |
80.550 |
+1.400 |
18 |
105 |
+10 |
| Jan11 |
100615 |
80.925 |
80.925 |
80.925 |
80.925 |
+1.350 |
1 |
2 |
+0 |
| Feb11 |
100615 |
81.300 |
81.300 |
81.300 |
81.300 |
+1.300 |
0 |
1 |
+0 |
| Mar11 |
100615 |
81.650 |
81.650 |
81.650 |
81.650 |
+1.250 |
|
|
|
| Total Volume and Open Interest |
14,882 |
5,150 |
-176 |
| Heating Oil(NYM) |
| Jul10 |
100615 |
201.45 |
207.79 |
200.89 |
206.85 |
+4.26 |
47,671 |
59,001 |
-3,403 |
| Aug10 |
100615 |
203.47 |
209.61 |
202.80 |
208.68 |
+4.20 |
22,989 |
65,575 |
+4,889 |
| Sep10 |
100615 |
206.72 |
211.89 |
205.50 |
211.03 |
+4.11 |
13,113 |
38,134 |
+2,063 |
| Oct10 |
100615 |
210.99 |
214.18 |
210.35 |
213.51 |
+4.00 |
4,176 |
23,854 |
+316 |
| Nov10 |
100615 |
213.20 |
216.64 |
212.79 |
215.99 |
+3.91 |
2,894 |
16,478 |
+711 |
| Dec10 |
100615 |
213.39 |
219.15 |
213.35 |
218.39 |
+3.83 |
10,293 |
39,007 |
+1,625 |
| Jan11 |
100615 |
218.07 |
221.07 |
217.78 |
220.70 |
+3.71 |
3,467 |
19,272 |
+1,112 |
| Feb11 |
100615 |
219.79 |
222.75 |
219.79 |
222.35 |
+3.66 |
586 |
8,981 |
+106 |
| Mar11 |
100615 |
222.65 |
223.26 |
222.16 |
223.13 |
+3.56 |
745 |
8,443 |
+41 |
| Apr11 |
100615 |
221.73 |
222.85 |
221.73 |
222.72 |
+3.41 |
707 |
4,426 |
+28 |
| May11 |
100615 |
222.32 |
222.55 |
222.32 |
222.55 |
+3.29 |
194 |
3,932 |
-88 |
| Jun11 |
100615 |
219.16 |
222.95 |
218.94 |
222.78 |
+3.22 |
861 |
17,838 |
+286 |
| Total Volume and Open Interest |
108,490 |
322,715 |
+7,911 |
| Gasoline(NYMEX) |
| Jul10 |
100615 |
206.71 |
212.77 |
206.05 |
212.15 |
+4.51 |
46,192 |
65,518 |
-3,151 |
| Aug10 |
100615 |
206.53 |
211.94 |
205.86 |
211.30 |
+4.30 |
20,885 |
59,519 |
+1,719 |
| Sep10 |
100615 |
206.00 |
211.10 |
205.15 |
210.61 |
+4.22 |
12,371 |
46,051 |
+1,945 |
| Oct10 |
100615 |
196.95 |
200.18 |
196.65 |
199.99 |
+3.89 |
3,540 |
20,852 |
+516 |
| Nov10 |
100615 |
196.30 |
199.33 |
196.30 |
199.31 |
+3.71 |
2,819 |
20,414 |
+223 |
| Dec10 |
100615 |
196.54 |
200.29 |
196.05 |
199.95 |
+3.65 |
3,653 |
16,983 |
+436 |
| Jan11 |
100615 |
199.12 |
202.17 |
199.10 |
201.78 |
+3.59 |
101 |
5,836 |
+3 |
| Feb11 |
100615 |
203.93 |
203.93 |
203.93 |
203.93 |
+3.48 |
339 |
2,066 |
-69 |
| Mar11 |
100615 |
206.10 |
206.10 |
206.10 |
206.10 |
+3.40 |
215 |
2,967 |
+64 |
| Apr11 |
100615 |
218.73 |
218.73 |
218.40 |
218.40 |
+3.25 |
199 |
3,374 |
+110 |
| Total Volume and Open Interest |
90,425 |
256,093 |
+1,801 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100615 |
212.20 |
212.20 |
212.15 |
212.20 |
+4.60 |
0 |
3 |
+0 |
| Aug10 |
100615 |
211.30 |
211.30 |
211.30 |
211.30 |
+4.30 |
0 |
2 |
+0 |
| Sep10 |
100615 |
210.60 |
210.61 |
210.60 |
210.60 |
+4.20 |
|
|
|
| Oct10 |
100615 |
200.00 |
200.00 |
199.99 |
200.00 |
+3.90 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
12 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100615 |
5.084 |
5.194 |
5.024 |
5.189 |
+0.183 |
100,403 |
135,765 |
-3,993 |
| Aug10 |
100615 |
5.117 |
5.245 |
5.076 |
5.240 |
+0.180 |
41,272 |
88,047 |
+4,657 |
| Sep10 |
100615 |
5.165 |
5.278 |
5.114 |
5.273 |
+0.173 |
44,595 |
123,333 |
+12,509 |
| Oct10 |
100615 |
5.220 |
5.339 |
5.179 |
5.335 |
+0.168 |
20,382 |
93,579 |
+1,576 |
| Nov10 |
100615 |
5.422 |
5.534 |
5.414 |
5.527 |
+0.146 |
6,848 |
32,158 |
+1,164 |
| Dec10 |
100615 |
5.659 |
5.755 |
5.641 |
5.752 |
+0.121 |
5,250 |
38,320 |
-273 |
| Jan11 |
100615 |
5.850 |
5.924 |
5.817 |
5.920 |
+0.121 |
7,993 |
49,589 |
+412 |
| Feb11 |
100615 |
5.745 |
5.861 |
5.745 |
5.859 |
+0.117 |
877 |
17,359 |
-25 |
| Mar11 |
100615 |
5.620 |
5.734 |
5.620 |
5.734 |
+0.118 |
4,857 |
47,267 |
-245 |
| Apr11 |
100615 |
5.280 |
5.305 |
5.236 |
5.301 |
+0.030 |
4,068 |
39,574 |
+258 |
| May11 |
100615 |
5.290 |
5.314 |
5.275 |
5.314 |
+0.030 |
951 |
20,738 |
-160 |
| Jun11 |
100615 |
5.324 |
5.353 |
5.300 |
5.353 |
+0.029 |
981 |
9,215 |
+163 |
| Jul11 |
100615 |
5.390 |
5.403 |
5.349 |
5.403 |
+0.029 |
401 |
5,191 |
-2 |
| Aug11 |
100615 |
5.418 |
5.443 |
5.400 |
5.443 |
+0.029 |
66 |
5,395 |
+11 |
| Sep11 |
100615 |
5.439 |
5.471 |
5.430 |
5.471 |
+0.029 |
59 |
5,226 |
+17 |
| Oct11 |
100615 |
5.506 |
5.549 |
5.502 |
5.549 |
+0.029 |
1,102 |
19,748 |
-42 |
| Total Volume and Open Interest |
241,132 |
838,163 |
+16,052 |
| Brent Crude Oil(ICE) |
| Jul10 |
100615 |
75.11 |
76.34 |
74.79 |
76.20 |
+1.00 |
149,998 |
91,691 |
-16,090 |
| Aug10 |
100615 |
75.23 |
77.35 |
75.06 |
77.10 |
+1.44 |
147,001 |
193,826 |
+25,652 |
| Sep10 |
100615 |
75.81 |
77.83 |
75.66 |
77.62 |
+1.39 |
44,767 |
104,659 |
+7,044 |
| Oct10 |
100615 |
76.41 |
78.34 |
76.20 |
78.15 |
+1.34 |
15,861 |
45,709 |
+496 |
| Nov10 |
100615 |
76.99 |
78.90 |
76.76 |
78.69 |
+1.31 |
9,290 |
22,799 |
-722 |
| Dec10 |
100615 |
77.54 |
79.42 |
77.30 |
79.21 |
+1.29 |
22,801 |
102,647 |
+1,457 |
| Jan11 |
100615 |
78.22 |
79.88 |
78.22 |
79.67 |
+1.25 |
3,446 |
22,699 |
-328 |
| Feb11 |
100615 |
79.43 |
80.13 |
79.43 |
80.13 |
+1.20 |
2,329 |
14,461 |
+1,932 |
| Mar11 |
100615 |
79.92 |
80.59 |
79.92 |
80.59 |
+1.15 |
1,416 |
10,296 |
-102 |
| Apr11 |
100615 |
81.20 |
81.20 |
81.03 |
81.03 |
+1.09 |
972 |
6,308 |
+120 |
| May11 |
100615 |
81.44 |
81.44 |
81.44 |
81.44 |
+1.05 |
1,135 |
15,324 |
-48 |
| Jun11 |
100615 |
80.41 |
82.03 |
80.41 |
81.83 |
+1.02 |
2,979 |
23,865 |
-213 |
| Jul11 |
100615 |
82.18 |
82.18 |
82.18 |
82.18 |
+0.99 |
440 |
7,817 |
+235 |
| Aug11 |
100615 |
82.46 |
82.46 |
82.46 |
82.46 |
+0.97 |
226 |
3,781 |
-15 |
| Total Volume and Open Interest |
407,857 |
771,280 |
+18,846 |
| Gas Oil(ICE) |
| Jul10 |
100615 |
643.50 |
662.00 |
640.25 |
655.00 |
+2.25 |
67,026 |
124,691 |
+236 |
| Aug10 |
100615 |
647.50 |
664.25 |
643.50 |
657.50 |
+1.75 |
52,820 |
82,069 |
+3,724 |
| Sep10 |
100615 |
652.50 |
667.50 |
647.50 |
661.00 |
+1.25 |
21,006 |
59,067 |
+944 |
| Oct10 |
100615 |
652.50 |
670.25 |
652.00 |
664.50 |
+0.75 |
8,507 |
36,260 |
+652 |
| Nov10 |
100615 |
656.25 |
673.00 |
655.25 |
668.25 |
+0.25 |
3,534 |
27,799 |
+516 |
| Dec10 |
100615 |
660.25 |
678.00 |
659.25 |
672.00 |
-0.25 |
16,065 |
96,014 |
+447 |
| Jan11 |
100615 |
668.50 |
681.25 |
668.50 |
676.00 |
-1.00 |
2,328 |
29,047 |
-143 |
| Feb11 |
100615 |
672.50 |
680.25 |
672.50 |
680.00 |
-1.50 |
872 |
15,128 |
+366 |
| Mar11 |
100615 |
676.75 |
687.25 |
676.75 |
683.75 |
-1.75 |
1,167 |
12,871 |
+195 |
| Apr11 |
100615 |
680.00 |
690.50 |
680.00 |
687.00 |
-2.00 |
1,193 |
13,167 |
+269 |
| Total Volume and Open Interest |
181,233 |
597,951 |
+8,070 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100615 |
1.600 |
1.608 |
1.593 |
1.605 |
+0.008 |
200 |
918 |
+7 |
| Aug10 |
100615 |
1.595 |
1.605 |
1.595 |
1.604 |
+0.010 |
111 |
1,273 |
+44 |
| Sep10 |
100615 |
1.577 |
1.585 |
1.577 |
1.580 |
+0.008 |
260 |
959 |
-197 |
| Oct10 |
100615 |
1.600 |
1.600 |
1.579 |
1.580 |
+0.010 |
142 |
975 |
-72 |
| Nov10 |
100615 |
1.583 |
1.591 |
1.583 |
1.585 |
+0.010 |
61 |
831 |
-2 |
| Dec10 |
100615 |
1.590 |
1.590 |
1.587 |
1.588 |
+0.010 |
53 |
1,665 |
+17 |
| Jan11 |
100615 |
1.590 |
1.598 |
1.590 |
1.593 |
+0.013 |
60 |
1,240 |
+50 |
| Total Volume and Open Interest |
992 |
11,275 |
-73 |
| US Dollar Index(ICE) |
| Sep10 |
100615 |
87.000 |
87.175 |
86.190 |
86.290 |
-0.505 |
34,418 |
36,269 |
+8,044 |
| Dec10 |
100615 |
86.640 |
86.640 |
86.640 |
86.640 |
-0.445 |
1 |
517 |
+0 |
| Mar11 |
100615 |
86.930 |
86.930 |
86.930 |
86.930 |
-0.355 |
|
|
|
| Total Volume and Open Interest |
49,122 |
47,486 |
+1,909 |
| Australian Dollar(CME) |
| Jun10 |
100614 |
85.14 |
86.46 |
85.11 |
86.36 |
+1.51 |
93,215 |
55,281 |
-14,630 |
| Sep10 |
100615 |
84.94 |
85.70 |
84.16 |
85.50 |
+0.28 |
85,868 |
53,150 |
+6,540 |
| Dec10 |
100615 |
83.64 |
84.62 |
83.35 |
84.62 |
+0.28 |
2 |
363 |
+2 |
| Total Volume and Open Interest |
108,848 |
103,998 |
+1,736 |
| British Pound(CME) |
| Jun10 |
100614 |
145.58 |
147.88 |
145.10 |
147.55 |
+2.45 |
117,039 |
49,910 |
-29,812 |
| Sep10 |
100615 |
147.40 |
148.40 |
146.85 |
148.16 |
+0.43 |
139,426 |
121,187 |
+10,036 |
| Dec10 |
100615 |
147.75 |
148.42 |
147.17 |
148.18 |
+0.43 |
25 |
73 |
+12 |
| Total Volume and Open Interest |
182,251 |
156,801 |
-4,324 |
| Canadian Dollar(CME) |
| Jun10 |
100615 |
96.82 |
97.41 |
96.65 |
97.09 |
+0.02 |
23,635 |
46,789 |
-5,272 |
| Sep10 |
100615 |
96.67 |
97.57 |
96.45 |
97.39 |
+0.38 |
80,297 |
71,919 |
+5,558 |
| Dec10 |
100615 |
96.71 |
97.45 |
96.45 |
97.28 |
+0.39 |
293 |
2,605 |
+129 |
| Mar11 |
100615 |
96.80 |
97.07 |
96.68 |
97.07 |
+0.39 |
2 |
336 |
-2 |
| Total Volume and Open Interest |
104,229 |
121,800 |
+403 |
| Japanese Yen(CME) |
| Jun10 |
100614 |
108.98 |
109.20 |
108.59 |
108.78 |
-0.42 |
110,495 |
56,396 |
-19,893 |
| Sep10 |
100615 |
109.29 |
109.96 |
109.22 |
109.63 |
+0.22 |
125,770 |
81,178 |
+3,875 |
| Dec10 |
100615 |
110.00 |
110.00 |
109.61 |
109.83 |
+0.22 |
0 |
141 |
+0 |
| Total Volume and Open Interest |
155,548 |
129,723 |
-4,119 |
| Swiss Franc(CME) |
| Jun10 |
100614 |
87.05 |
88.10 |
86.94 |
87.90 |
+0.96 |
39,931 |
21,775 |
-7,074 |
| Sep10 |
100615 |
87.67 |
88.73 |
87.27 |
88.41 |
+0.61 |
50,353 |
48,148 |
+8,803 |
| Dec10 |
100615 |
88.63 |
88.63 |
88.02 |
88.63 |
+0.61 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
62,113 |
67,996 |
+6,861 |
| EuroFX(CME) |
| Jun10 |
100614 |
121.22 |
122.70 |
121.16 |
122.44 |
+1.69 |
285,964 |
106,056 |
-40,187 |
| Sep10 |
100615 |
122.21 |
123.60 |
121.77 |
123.43 |
+0.92 |
266,377 |
231,208 |
+23,562 |
| Dec10 |
100615 |
122.23 |
123.70 |
122.20 |
123.54 |
+0.93 |
21 |
462 |
+4 |
| Total Volume and Open Interest |
358,632 |
311,524 |
-2,689 |
| Mexican Peso(CME) |
| Jun10 |
100614 |
790.8 |
794.2 |
787.0 |
794.0 |
+7.0 |
12,393 |
50,521 |
-2,534 |
| Jul10 |
100615 |
792.8 |
792.8 |
786.8 |
792.8 |
+6.0 |
|
|
|
| Total Volume and Open Interest |
26,735 |
94,309 |
+1,419 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100615 |
123~290 |
124~130 |
123~030 |
123~100 |
+0~070 |
|
|
|
| Sep10 |
100615 |
123~160 |
124~020 |
122~150 |
122~230 |
-0~180 |
252,066 |
655,365 |
+10,160 |
| Dec10 |
100615 |
122~120 |
122~150 |
121~110 |
121~110 |
-0~180 |
12 |
387 |
+12 |
| Total Volume and Open Interest |
254,665 |
678,646 |
+8,995 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100615 |
121~020 |
121~075 |
120~210 |
120~230 |
-0~075 |
29,209 |
53,641 |
-12,163 |
| Sep10 |
100615 |
120~100 |
120~185 |
119~255 |
119~285 |
-0~095 |
978,226 |
1,720,056 |
+14,860 |
| Dec10 |
100615 |
119~070 |
119~070 |
118~255 |
118~255 |
-0~095 |
26 |
115 |
+24 |
| Total Volume and Open Interest |
1,007,461 |
1,773,833 |
+2,721 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100615 |
58~113 |
58~113 |
58~113 |
58~113 |
-58~074 |
8,213 |
55,506 |
+55,506 |
| Sep10 |
100615 |
117~006 |
117~124 |
116~097 |
116~107 |
-0~020 |
429,726 |
881,284 |
+7,036 |
| Dec10 |
100615 |
115~099 |
115~119 |
115~099 |
115~099 |
-0~020 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
441,584 |
931,360 |
+4,702 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100615 |
54~087 |
54~087 |
54~087 |
54~087 |
-54~087 |
5,809 |
11,110 |
-3,609 |
| Sep10 |
100615 |
109~015 |
109~019 |
109~004 |
109~008 |
-0~004 |
135,186 |
873,328 |
+3,830 |
| Dec10 |
100615 |
108~099 |
108~106 |
108~099 |
108~099 |
-0~007 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
140,995 |
884,464 |
+221 |
| Eurodollars(CME) |
| Sep10 |
100615 |
99.305 |
99.310 |
99.245 |
99.290 |
-0.015 |
225,412 |
978,832 |
+22,026 |
| Dec10 |
100615 |
99.180 |
99.185 |
99.125 |
99.175 |
-0.005 |
161,099 |
1,078,117 |
+3,564 |
| Mar11 |
100615 |
99.065 |
99.065 |
99.015 |
99.060 |
+0.005 |
191,660 |
874,719 |
+6,125 |
| Jun11 |
100615 |
98.875 |
98.890 |
98.845 |
98.885 |
+0.015 |
329,136 |
827,957 |
-24,372 |
| Sep11 |
100615 |
98.660 |
98.680 |
98.625 |
98.670 |
+0.015 |
301,673 |
806,316 |
+44,666 |
| Dec11 |
100615 |
98.400 |
98.420 |
98.365 |
98.405 |
+0.015 |
243,615 |
571,967 |
+1,998 |
| Mar12 |
100615 |
98.160 |
98.175 |
98.120 |
98.155 |
+0.010 |
209,871 |
446,586 |
+22,435 |
| Jun12 |
100615 |
97.900 |
97.925 |
97.855 |
97.885 |
+0.005 |
124,253 |
276,764 |
+2,777 |
| Sep12 |
100615 |
97.640 |
97.675 |
97.605 |
97.625 |
-0.005 |
59,413 |
196,167 |
-503 |
| Dec12 |
100615 |
97.400 |
97.430 |
97.350 |
97.370 |
-0.010 |
41,890 |
152,871 |
-466 |
| Mar13 |
100615 |
97.185 |
97.220 |
97.135 |
97.150 |
-0.020 |
39,367 |
141,378 |
+2,369 |
| Jun13 |
100615 |
96.945 |
96.995 |
96.910 |
96.920 |
-0.025 |
21,075 |
89,110 |
+1,374 |
| Sep13 |
100615 |
96.740 |
96.790 |
96.705 |
96.710 |
-0.025 |
19,054 |
77,840 |
+1,356 |
| Dec13 |
100615 |
96.535 |
96.580 |
96.490 |
96.500 |
-0.025 |
12,143 |
40,090 |
-398 |
| Mar14 |
100615 |
96.380 |
96.415 |
96.330 |
96.335 |
-0.025 |
10,546 |
43,398 |
+1,034 |
| Jun14 |
100615 |
96.220 |
96.225 |
96.155 |
96.165 |
-0.025 |
9,257 |
33,511 |
+234 |
| Sep14 |
100615 |
96.055 |
96.070 |
96.000 |
96.010 |
-0.025 |
6,501 |
23,468 |
-991 |
| Dec14 |
100615 |
95.895 |
95.915 |
95.845 |
95.855 |
-0.025 |
4,583 |
40,894 |
+1,052 |
| Total Volume and Open Interest |
2,158,654 |
7,842,051 |
+82,431 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100615 |
99.810 |
99.812 |
99.808 |
99.810 |
unch |
3,579 |
68,787 |
-538 |
| Jul10 |
100615 |
99.790 |
99.795 |
99.785 |
99.790 |
unch |
2,609 |
52,959 |
+133 |
| Aug10 |
100615 |
99.775 |
99.780 |
99.770 |
99.780 |
unch |
3,803 |
77,872 |
-342 |
| Sep10 |
100615 |
99.770 |
99.770 |
99.760 |
99.770 |
unch |
4,253 |
48,183 |
-777 |
| Oct10 |
100615 |
99.755 |
99.755 |
99.750 |
99.755 |
unch |
4,931 |
67,508 |
+246 |
| Nov10 |
100615 |
99.730 |
99.735 |
99.725 |
99.730 |
unch |
6,085 |
83,412 |
-549 |
| Total Volume and Open Interest |
36,828 |
640,113 |
+287 |
| 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) |
| Sep10 |
100615 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
0 |
1,031 |
-100 |
| Dec10 |
100615 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
342 |
+0 |
| Mar11 |
100615 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
0 |
167 |
+0 |
| Jun11 |
100615 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.005 |
|
|
|
| Sep11 |
100615 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.005 |
|
|
|
| Dec11 |
100615 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.005 |
|
|
|
| Mar12 |
100615 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.005 |
|
|
|
| Jun12 |
100615 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
|
|
|
| Sep12 |
100615 |
99.700 |
99.700 |
99.700 |
99.700 |
-0.005 |
|
|
|
| Dec12 |
100615 |
99.395 |
99.395 |
99.395 |
99.395 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
2,947 |
-100 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100615 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
4,302 |
+655 |
| Dec10 |
100615 |
99.65 |
99.65 |
99.64 |
99.64 |
unch |
0 |
1,545 |
+134 |
| Mar11 |
100615 |
99.64 |
99.65 |
99.64 |
99.65 |
0.00 |
0 |
2,110 |
+117 |
| Jun11 |
100615 |
99.64 |
99.64 |
99.63 |
99.63 |
-0.01 |
100 |
300 |
+100 |
| Sep11 |
100615 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
53 |
+0 |
| Dec11 |
100615 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
103 |
+0 |
| Mar12 |
100615 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.01 |
0 |
305 |
+0 |
| Jun12 |
100615 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
760 |
9,784 |
-2,675 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100614 |
140.36 |
140.41 |
140.24 |
140.36 |
+0.05 |
1,098 |
20,316 |
-25 |
| Dec10 |
100615 |
138.34 |
138.34 |
138.34 |
138.34 |
+0.07 |
|
|
|
| Mar11 |
100615 |
136.25 |
136.25 |
136.25 |
136.25 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
1,969 |
19,974 |
-342 |
| Euro-Bund(EUREX) |
| Sep10 |
100615 |
128.91 |
129.14 |
128.03 |
128.30 |
-0.23 |
799,418 |
931,630 |
+28,094 |
| Dec10 |
100615 |
127.40 |
127.54 |
126.55 |
126.78 |
-0.24 |
12 |
28 |
+0 |
| Mar11 |
100615 |
126.80 |
126.80 |
126.80 |
126.80 |
-0.23 |
|
|
|
| Total Volume and Open Interest |
799,430 |
931,658 |
+28,094 |
| Euro-Bobl(EUREX) |
| Sep10 |
100615 |
120.71 |
120.84 |
120.28 |
120.45 |
-0.07 |
397,287 |
713,528 |
+10,417 |
| Dec10 |
100615 |
119.02 |
119.02 |
119.02 |
119.02 |
-0.11 |
10 |
10 |
+6 |
| Mar11 |
100615 |
118.15 |
118.15 |
118.15 |
118.15 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
397,297 |
713,538 |
+10,423 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
| Sep10 |
100615 |
99.155 |
99.155 |
99.130 |
99.130 |
-0.025 |
111 |
4,674 |
+25 |
| Dec10 |
100615 |
99.060 |
99.060 |
99.040 |
99.040 |
-0.030 |
38 |
2,945 |
+28 |
| Total Volume and Open Interest |
202 |
19,025 |
+31 |
| Long Gilt(LIFFE) |
| Jun10 |
100615 |
120~20 |
120~20 |
120~04 |
120~07 |
+0~01 |
4,903 |
17,438 |
-1,184 |
| Sep10 |
100615 |
119~12 |
119~13 |
118~16 |
118~27 |
+0~01 |
77,224 |
278,786 |
+8,214 |
| Total Volume and Open Interest |
82,127 |
296,224 |
+7,905 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100615 |
99.27 |
99.27 |
99.26 |
99.27 |
+0.01 |
13,138 |
332,619 |
-94 |
| Sep10 |
100615 |
99.10 |
99.14 |
99.07 |
99.11 |
+0.01 |
42,840 |
373,412 |
+4,626 |
| Dec10 |
100615 |
98.92 |
98.96 |
98.91 |
98.94 |
+0.02 |
36,113 |
370,469 |
+2,951 |
| Mar11 |
100615 |
98.78 |
98.83 |
98.77 |
98.81 |
+0.03 |
42,010 |
239,175 |
-1,691 |
| Jun11 |
100615 |
98.62 |
98.65 |
98.59 |
98.64 |
+0.04 |
58,277 |
315,411 |
-540 |
| Sep11 |
100615 |
98.40 |
98.47 |
98.39 |
98.45 |
+0.06 |
59,274 |
259,917 |
-1,432 |
| Total Volume and Open Interest |
340,121 |
2,491,333 |
+5,451 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100615 |
99.145 |
99.155 |
99.130 |
99.130 |
-0.025 |
99,274 |
586,944 |
+3,247 |
| Dec10 |
100615 |
99.065 |
99.080 |
99.035 |
99.040 |
-0.030 |
78,515 |
557,644 |
+3,303 |
| Mar11 |
100615 |
99.020 |
99.035 |
98.980 |
98.990 |
-0.025 |
134,227 |
522,309 |
-1,259 |
| Total Volume and Open Interest |
740,057 |
4,122,811 |
+27,825 |
| 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 |
100615 |
95.09 |
95.12 |
95.06 |
95.12 |
+0.02 |
18,670 |
267,738 |
-1,421 |
| Dec10 |
100615 |
95.02 |
95.06 |
94.98 |
95.06 |
+0.03 |
19,541 |
149,810 |
-748 |
| Mar11 |
100615 |
94.93 |
94.98 |
94.89 |
94.97 |
+0.03 |
6,078 |
70,786 |
+1,146 |
| Jun11 |
100615 |
94.82 |
94.90 |
94.80 |
94.89 |
+0.05 |
4,769 |
47,662 |
+1,361 |
| Sep11 |
100615 |
94.71 |
94.79 |
94.71 |
94.79 |
+0.05 |
3,819 |
34,871 |
+846 |
| Dec11 |
100615 |
94.63 |
94.71 |
94.63 |
94.71 |
+0.06 |
2,508 |
24,540 |
-1,685 |
| Mar12 |
100615 |
94.61 |
94.65 |
94.58 |
94.65 |
+0.06 |
4,174 |
21,152 |
+1,066 |
| Jun12 |
100615 |
94.55 |
94.62 |
94.55 |
94.61 |
+0.05 |
798 |
4,963 |
+367 |
| Sep12 |
100615 |
94.60 |
94.60 |
94.60 |
94.60 |
+0.05 |
33 |
3,098 |
+18 |
| Total Volume and Open Interest |
60,491 |
626,596 |
-2,382 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100615 |
94.62 |
94.67 |
94.57 |
94.64 |
+0.03 |
195,849 |
271,751 |
-105,643 |
| Sep10 |
100615 |
94.61 |
94.65 |
94.56 |
94.63 |
+0.05 |
193,150 |
294,280 |
+121,587 |
| Total Volume and Open Interest |
388,999 |
566,031 |
+15,944 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100615 |
95.18 |
95.21 |
95.14 |
95.18 |
+0.02 |
228,932 |
375,337 |
-246,807 |
| Sep10 |
100615 |
95.08 |
95.15 |
95.04 |
95.15 |
+0.08 |
187,087 |
340,811 |
+132,685 |
| Total Volume and Open Interest |
416,019 |
716,148 |
-114,122 |
| Gold(CMX) |
| Jun10 |
100615 |
1222.6 |
1236.0 |
1222.4 |
1233.2 |
+9.9 |
481 |
1,613 |
-363 |
| Aug10 |
100615 |
1223.0 |
1238.5 |
1221.1 |
1234.4 |
+9.9 |
80,168 |
345,892 |
-196 |
| Oct10 |
100615 |
1224.1 |
1239.0 |
1224.1 |
1236.5 |
+9.9 |
941 |
23,710 |
-13 |
| Dec10 |
100615 |
1228.0 |
1242.3 |
1226.1 |
1238.6 |
+10.0 |
5,175 |
71,868 |
-8 |
| Feb11 |
100615 |
1233.8 |
1242.5 |
1230.8 |
1240.8 |
+10.0 |
601 |
20,076 |
+421 |
| Apr11 |
100615 |
1230.9 |
1244.1 |
1230.9 |
1243.0 |
+10.0 |
608 |
15,758 |
+353 |
| Jun11 |
100615 |
579.0 |
591.8 |
579.0 |
590.0 |
+9.9 |
159 |
13,007 |
+18 |
| Aug11 |
100615 |
1239.0 |
1248.1 |
1239.0 |
1248.1 |
+9.9 |
173 |
4,345 |
+150 |
| Oct11 |
100615 |
1251.2 |
1251.2 |
1251.2 |
1251.2 |
+9.9 |
30 |
7,253 |
+29 |
| Dec11 |
100615 |
1244.0 |
1255.1 |
1244.0 |
1254.5 |
+9.9 |
145 |
16,762 |
+6 |
| Feb12 |
100615 |
1258.3 |
1258.3 |
1258.3 |
1258.3 |
+10.0 |
0 |
3,817 |
+0 |
| Apr12 |
100615 |
1262.5 |
1262.5 |
1262.5 |
1262.5 |
+10.1 |
329 |
3,730 |
+229 |
| Total Volume and Open Interest |
89,767 |
564,258 |
+962 |
| Silver(CMX) |
| Jul10 |
100615 |
1823.0 |
1868.5 |
1822.0 |
1857.8 |
+16.7 |
34,038 |
51,297 |
-3,513 |
| Sep10 |
100615 |
1826.0 |
1872.0 |
1826.0 |
1862.3 |
+16.8 |
11,608 |
32,277 |
+3,045 |
| Dec10 |
100615 |
1840.0 |
1873.0 |
1838.5 |
1868.9 |
+17.0 |
4,645 |
17,268 |
+653 |
| Mar11 |
100615 |
1859.0 |
1875.0 |
1859.0 |
1873.2 |
+17.1 |
136 |
9,187 |
+0 |
| May11 |
100615 |
1875.5 |
1875.5 |
1875.5 |
1875.5 |
+17.2 |
1,195 |
6,347 |
+1,194 |
| Jul11 |
100615 |
1878.0 |
1878.0 |
1877.8 |
1877.8 |
+17.3 |
850 |
4,477 |
+850 |
| Sep11 |
100615 |
1866.0 |
1880.0 |
1860.5 |
1880.0 |
+17.1 |
300 |
579 |
+300 |
| Total Volume and Open Interest |
52,784 |
127,912 |
+2,531 |
| Platinum(NYMEX) |
| Jul10 |
100615 |
1563.7 |
1580.0 |
1551.0 |
1578.0 |
+14.6 |
6,089 |
19,822 |
-2,854 |
| Oct10 |
100615 |
1563.0 |
1588.9 |
1559.2 |
1587.0 |
+15.4 |
3,707 |
10,253 |
+3,402 |
| Jan11 |
100615 |
1590.0 |
1590.0 |
1590.0 |
1590.0 |
+15.9 |
18 |
396 |
+9 |
| Apr11 |
100615 |
1590.0 |
1590.0 |
1590.0 |
1590.0 |
+15.9 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
9,857 |
30,475 |
+557 |
| Palladium(NYMEX) |
| Jun10 |
100615 |
461.95 |
475.25 |
461.95 |
475.25 |
+14.90 |
1 |
119 |
-4 |
| Sep10 |
100615 |
459.30 |
479.00 |
456.95 |
475.55 |
+12.95 |
1,468 |
20,903 |
+282 |
| Dec10 |
100615 |
462.25 |
476.65 |
462.25 |
476.65 |
+13.05 |
1 |
362 |
+0 |
| Total Volume and Open Interest |
1,470 |
21,458 |
+278 |
| Copper(CMX) |
| Jul10 |
100615 |
297.00 |
303.00 |
294.95 |
300.45 |
+1.25 |
41,735 |
42,688 |
-4,537 |
| Sep10 |
100615 |
299.15 |
304.65 |
296.95 |
302.40 |
+1.15 |
17,122 |
53,596 |
+6,539 |
| Dec10 |
100615 |
301.95 |
306.75 |
300.70 |
304.80 |
+1.10 |
1,887 |
15,995 |
+1,210 |
| Mar11 |
100615 |
306.00 |
306.15 |
306.00 |
306.15 |
+1.00 |
90 |
8,292 |
+35 |
| May11 |
100615 |
306.85 |
306.85 |
306.85 |
306.85 |
+0.90 |
9 |
1,315 |
+2 |
| Total Volume and Open Interest |
62,078 |
134,486 |
+3,805 |
| DJIA Index(CBOT) |
| Jun10 |
100615 |
10265 |
10400 |
10200 |
10391 |
+190 |
1,249 |
13,147 |
-539 |
| Sep10 |
100615 |
10138 |
10350 |
10136 |
10332 |
+191 |
1,347 |
2,078 |
+753 |
| Dec10 |
100615 |
10256 |
10281 |
10256 |
10281 |
+190 |
1 |
3 |
+1 |
| Mar11 |
100615 |
10223 |
10223 |
10033 |
10223 |
+190 |
|
|
|
| Total Volume and Open Interest |
2,597 |
15,228 |
+215 |
| S & P 500(CME) |
| Jun10 |
100615 |
1097.00 |
1115.30 |
1096.00 |
1113.50 |
+23.00 |
50,656 |
235,302 |
-24,321 |
| Sep10 |
100615 |
1085.40 |
1111.50 |
1084.20 |
1109.20 |
+23.00 |
53,985 |
171,897 |
+24,751 |
| Dec10 |
100615 |
1093.30 |
1105.70 |
1093.30 |
1104.70 |
+23.00 |
0 |
4,380 |
+0 |
| Mar11 |
100615 |
1100.90 |
1101.90 |
1100.90 |
1100.90 |
+23.00 |
0 |
476 |
+0 |
| Total Volume and Open Interest |
104,641 |
412,100 |
+430 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100615 |
1090.25 |
1115.75 |
1088.50 |
1113.50 |
+23.00 |
1,182,031 |
1,825,074 |
-237,547 |
| Sep10 |
100615 |
1085.75 |
1111.50 |
1084.25 |
1109.25 |
+23.00 |
2,234,724 |
1,435,415 |
+319,388 |
| Total Volume and Open Interest |
3,416,876 |
3,263,841 |
+81,923 |
| NASDAQ 100(CME) |
| Jun10 |
100615 |
1860.00 |
1898.00 |
1860.00 |
1894.50 |
+46.70 |
1,497 |
25,133 |
-692 |
| Sep10 |
100615 |
1846.00 |
1898.00 |
1845.50 |
1893.30 |
+46.80 |
1,988 |
3,202 |
+653 |
| Dec10 |
100615 |
1890.50 |
1890.80 |
1890.50 |
1890.50 |
+46.70 |
|
|
|
| Total Volume and Open Interest |
3,485 |
28,335 |
-39 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100615 |
1847.30 |
1899.00 |
1846.30 |
1894.50 |
+46.70 |
101,875 |
299,836 |
-19,357 |
| Sep10 |
100615 |
1845.50 |
1898.30 |
1844.80 |
1893.30 |
+46.80 |
257,887 |
99,682 |
+15,124 |
| Total Volume and Open Interest |
359,762 |
399,558 |
-4,233 |
| S & P Midcap 400(CME) |
| Jun10 |
100615 |
765.00 |
780.00 |
765.00 |
778.70 |
+16.70 |
436 |
4,537 |
-110 |
| Sep10 |
100615 |
766.00 |
778.50 |
764.50 |
776.60 |
+16.60 |
435 |
383 |
+321 |
| Dec10 |
100615 |
774.60 |
774.60 |
773.00 |
774.60 |
+16.60 |
|
|
|
| Total Volume and Open Interest |
871 |
4,920 |
+211 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100615 |
9880 |
10100 |
9855 |
10080 |
+230 |
13,256 |
30,429 |
+2,784 |
| Dec10 |
100615 |
10080 |
10080 |
10040 |
10080 |
+190 |
|
|
|
| Total Volume and Open Interest |
9,738 |
29,964 |
-36,376 |
| Nikkei 225(SGX) |
| Sep10 |
100615 |
9865 |
9930 |
9820 |
9835 |
-30 |
98,350 |
127,573 |
-1,468 |
| Dec10 |
100615 |
9865 |
9870 |
9785 |
9785 |
-35 |
0 |
1,727 |
+0 |
| Mar11 |
100615 |
9780 |
9780 |
9780 |
9780 |
-35 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
98,350 |
141,688 |
-1,217 |
| CAC 40(EURONEXT) |
| Jun10 |
100615 |
3607.0 |
3706.5 |
3583.5 |
3659.0 |
+35.5 |
136,547 |
490,822 |
-33,876 |
| Jul10 |
100615 |
3607.0 |
3700.5 |
3582.0 |
3654.5 |
+35.5 |
901 |
13,841 |
+644 |
| Aug10 |
100615 |
3639.5 |
3654.5 |
3639.5 |
3654.5 |
+35.0 |
38 |
728 |
+16 |
| Total Volume and Open Interest |
141,934 |
511,785 |
-28,868 |
| Hang Seng Index(HKFE) |
| Jun10 |
100615 |
19989 |
20159 |
19967 |
20145 |
+56 |
56,096 |
79,196 |
+3 |
| Jul10 |
100615 |
19939 |
20099 |
19918 |
20090 |
+50 |
596 |
2,018 |
+92 |
| Total Volume and Open Interest |
56,862 |
83,714 |
+121 |
| DAX(EUREX) |
| Jun10 |
100615 |
6103.0 |
6224.0 |
6078.0 |
6175.0 |
+56.5 |
173,815 |
187,745 |
-3,957 |
| Sep10 |
100615 |
6114.0 |
6228.0 |
6083.0 |
6179.5 |
+56.5 |
21,499 |
21,109 |
+8,307 |
| Dec10 |
100615 |
6115.5 |
6234.5 |
6089.5 |
6186.0 |
+56.5 |
2,043 |
6,587 |
+39 |
| Total Volume and Open Interest |
197,357 |
215,441 |
+4,389 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100615 |
5145.00 |
5280.50 |
5145.00 |
5215.00 |
+17.50 |
147,073 |
590,109 |
-43,529 |
| Sep10 |
100615 |
5124.50 |
5244.50 |
5113.50 |
5181.00 |
+18.00 |
47,397 |
160,909 |
+59,099 |
| Dec10 |
100615 |
5120.00 |
5170.00 |
5112.50 |
5156.50 |
+17.00 |
790 |
3,374 |
+262 |
| Total Volume and Open Interest |
195,310 |
755,239 |
+15,832 |
| SPI 200(SFE) |
| Jun10 |
100615 |
4547.0 |
4572.0 |
4492.0 |
4522.0 |
+7.0 |
59,195 |
251,818 |
+5,995 |
| Sep10 |
100615 |
4540.0 |
4564.0 |
4485.0 |
4513.0 |
+5.0 |
21,522 |
30,230 |
+20,455 |
| Dec10 |
100615 |
4565.0 |
4565.0 |
4510.0 |
4528.0 |
+2.0 |
6 |
2,998 |
+0 |
| Total Volume and Open Interest |
80,834 |
286,715 |
+26,556 |
| GSCI(CME) |
| Jul10 |
100615 |
503.00 |
509.00 |
501.75 |
507.50 |
+8.50 |
3,255 |
15,973 |
+2,879 |
| Aug10 |
100615 |
506.00 |
510.50 |
505.00 |
509.50 |
+7.50 |
2 |
0 |
+0 |
| Sep10 |
100615 |
513.00 |
513.00 |
513.00 |
513.00 |
|
|
|
|
| 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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