|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri June 18, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100618 |
953.50 |
961.25 |
952.50 |
961.00 |
+9.00 |
47,071 |
110,869 |
-4,985 |
Aug10 |
100618 |
945.00 |
953.75 |
944.25 |
951.00 |
+6.75 |
12,577 |
34,689 |
+2,775 |
Sep10 |
100618 |
933.75 |
940.50 |
932.00 |
937.75 |
+6.50 |
2,670 |
12,683 |
+360 |
Nov10 |
100618 |
927.00 |
935.00 |
925.00 |
930.50 |
+5.50 |
38,211 |
228,273 |
+2,379 |
Jan11 |
100618 |
934.00 |
943.50 |
934.00 |
939.75 |
+5.75 |
2,782 |
27,442 |
-231 |
Mar11 |
100618 |
942.00 |
947.00 |
940.50 |
945.00 |
+5.75 |
701 |
7,943 |
+327 |
May11 |
100618 |
942.50 |
948.50 |
939.75 |
945.75 |
+6.00 |
1,442 |
8,833 |
+902 |
Total Volume and Open Interest |
107,057 |
462,262 |
+1,748 |
Soybean Meal(CBOT) |
Jul10 |
100618 |
286.00 |
289.50 |
280.30 |
289.40 |
+3.40 |
20,985 |
60,745 |
-2,856 |
Aug10 |
100618 |
278.60 |
281.60 |
278.20 |
281.60 |
+3.40 |
9,422 |
28,510 |
+1,818 |
Sep10 |
100618 |
271.00 |
274.40 |
271.00 |
274.40 |
+3.70 |
1,891 |
16,750 |
+133 |
Oct10 |
100618 |
262.60 |
266.10 |
262.20 |
266.10 |
+4.40 |
667 |
10,109 |
+62 |
Dec10 |
100618 |
260.00 |
264.60 |
260.00 |
264.60 |
+4.60 |
10,065 |
56,388 |
+2,426 |
Jan11 |
100618 |
261.40 |
265.10 |
260.50 |
265.10 |
+4.60 |
202 |
6,292 |
+21 |
Mar11 |
100618 |
263.30 |
265.50 |
261.30 |
265.50 |
+4.20 |
358 |
4,920 |
-40 |
May11 |
100618 |
260.50 |
264.30 |
260.40 |
264.30 |
+3.80 |
736 |
3,508 |
+324 |
Total Volume and Open Interest |
44,961 |
192,858 |
+2,083 |
Soybean Oil(CBOT) |
Jul10 |
100618 |
38.05 |
38.30 |
37.86 |
37.92 |
-0.13 |
38,049 |
99,207 |
-6,528 |
Aug10 |
100618 |
38.24 |
38.49 |
38.05 |
38.11 |
-0.13 |
13,223 |
45,176 |
+905 |
Sep10 |
100618 |
38.44 |
38.68 |
38.27 |
38.30 |
-0.15 |
5,858 |
26,443 |
-217 |
Oct10 |
100618 |
38.70 |
38.91 |
38.48 |
38.51 |
-0.16 |
2,071 |
13,703 |
-186 |
Dec10 |
100618 |
39.12 |
39.35 |
38.90 |
38.96 |
-0.16 |
16,278 |
124,344 |
+5,126 |
Jan11 |
100618 |
39.43 |
39.62 |
39.24 |
39.24 |
-0.16 |
871 |
6,204 |
+430 |
Mar11 |
100618 |
39.74 |
39.92 |
39.54 |
39.54 |
-0.16 |
177 |
3,740 |
+68 |
May11 |
100618 |
40.00 |
40.10 |
39.70 |
39.77 |
-0.16 |
397 |
2,122 |
+162 |
Total Volume and Open Interest |
77,364 |
326,097 |
-88 |
Canola(WCE) |
Jul10 |
100618 |
422.5 |
426.6 |
418.0 |
420.0 |
-8.4 |
13,723 |
32,994 |
-7,889 |
Nov10 |
100618 |
425.5 |
425.5 |
416.6 |
418.1 |
-8.3 |
19,014 |
116,673 |
+4,554 |
Jan11 |
100618 |
422.7 |
423.7 |
417.2 |
417.3 |
-8.1 |
988 |
9,475 |
-1 |
Mar11 |
100618 |
419.6 |
419.6 |
413.3 |
414.4 |
-8.0 |
403 |
4,859 |
-87 |
May11 |
100618 |
416.3 |
419.2 |
411.8 |
413.3 |
-7.0 |
152 |
1,634 |
+59 |
Total Volume and Open Interest |
34,893 |
167,307 |
-3,278 |
Corn(CBOT) |
Jul10 |
100618 |
356.75 |
364.25 |
355.75 |
360.75 |
+3.25 |
117,993 |
280,092 |
-15,277 |
Sep10 |
100618 |
366.50 |
373.50 |
364.00 |
370.00 |
+3.00 |
54,422 |
311,236 |
+9,265 |
Dec10 |
100618 |
377.50 |
384.75 |
376.25 |
380.50 |
+2.25 |
65,210 |
415,815 |
-4,647 |
Mar11 |
100618 |
391.00 |
397.50 |
389.50 |
393.50 |
+2.25 |
4,696 |
63,411 |
-85 |
May11 |
100618 |
399.25 |
406.00 |
398.50 |
402.50 |
+2.50 |
803 |
11,077 |
+50 |
Jul11 |
100618 |
407.00 |
413.50 |
406.00 |
410.00 |
+2.00 |
1,401 |
40,188 |
+475 |
Total Volume and Open Interest |
247,308 |
1,199,533 |
-10,077 |
Wheat(CBOT) |
Jul10 |
100618 |
462.50 |
470.00 |
458.75 |
461.75 |
-1.00 |
70,631 |
101,248 |
-16,825 |
Sep10 |
100618 |
478.00 |
486.00 |
475.00 |
477.75 |
-0.75 |
50,614 |
185,767 |
+6,730 |
Dec10 |
100618 |
508.00 |
517.00 |
506.00 |
508.75 |
unch |
26,006 |
99,114 |
+982 |
Mar11 |
100618 |
539.00 |
547.50 |
537.25 |
539.50 |
unch |
5,124 |
28,526 |
-271 |
May11 |
100618 |
555.75 |
562.75 |
552.50 |
555.50 |
-0.75 |
1,214 |
9,544 |
-219 |
Total Volume and Open Interest |
159,374 |
496,752 |
-10,303 |
Wheat(KCBT) |
Jul10 |
100618 |
495.00 |
508.00 |
493.75 |
497.25 |
+1.75 |
18,943 |
34,268 |
-4,475 |
Sep10 |
100618 |
504.75 |
519.25 |
504.75 |
508.50 |
+2.00 |
8,886 |
41,835 |
+2,059 |
Dec10 |
100618 |
524.50 |
536.75 |
523.00 |
526.00 |
+1.50 |
9,291 |
47,288 |
+1,257 |
Mar11 |
100618 |
541.00 |
553.75 |
541.00 |
543.25 |
+1.75 |
3,075 |
16,576 |
+311 |
May11 |
100618 |
553.00 |
565.25 |
552.75 |
555.00 |
+2.00 |
1,089 |
7,033 |
-742 |
Total Volume and Open Interest |
47,466 |
180,470 |
-680 |
Wheat(MGE) |
Jul10 |
100618 |
536.50 |
548.75 |
535.25 |
538.25 |
+0.25 |
3,317 |
9,107 |
-410 |
Sep10 |
100618 |
547.50 |
559.50 |
547.00 |
549.75 |
unch |
2,618 |
14,089 |
+175 |
Dec10 |
100618 |
564.00 |
575.00 |
562.50 |
564.75 |
+0.25 |
2,676 |
13,529 |
+939 |
Mar11 |
100618 |
580.00 |
590.00 |
580.00 |
581.75 |
+1.00 |
632 |
4,729 |
+151 |
May11 |
100618 |
591.75 |
600.75 |
590.75 |
591.00 |
+0.25 |
356 |
1,352 |
+169 |
Total Volume and Open Interest |
10,654 |
50,908 |
+1,449 |
Oats(CBOT) |
Jul10 |
100618 |
261.00 |
268.50 |
252.25 |
263.00 |
+1.75 |
1,748 |
4,914 |
-410 |
Sep10 |
100618 |
257.25 |
268.50 |
250.00 |
263.00 |
+4.50 |
609 |
4,635 |
+124 |
Dec10 |
100618 |
258.00 |
269.50 |
251.25 |
263.00 |
+4.50 |
734 |
5,971 |
+81 |
Mar11 |
100618 |
271.00 |
271.00 |
263.50 |
268.00 |
+4.50 |
22 |
644 |
+1 |
Total Volume and Open Interest |
3,113 |
16,165 |
-204 |
Rough Rice(CBOT) |
Jul10 |
100618 |
10.94 |
11.03 |
10.91 |
11.01 |
-0.03 |
475 |
5,141 |
-137 |
Sep10 |
100618 |
10.88 |
10.95 |
10.81 |
10.94 |
-0.01 |
357 |
6,265 |
+14 |
Nov10 |
100618 |
11.02 |
11.10 |
11.00 |
11.10 |
-0.02 |
50 |
1,987 |
+4 |
Jan11 |
100618 |
11.38 |
11.39 |
11.38 |
11.38 |
-0.01 |
48 |
481 |
+38 |
Total Volume and Open Interest |
942 |
15,078 |
-75 |
Live Cattle(CME) |
Jun10 |
100618 |
89.800 |
89.885 |
89.250 |
89.300 |
-0.300 |
2,322 |
13,136 |
-956 |
Aug10 |
100618 |
88.680 |
88.830 |
88.100 |
88.200 |
-0.435 |
14,626 |
140,629 |
-9 |
Oct10 |
100618 |
89.900 |
89.950 |
89.135 |
89.250 |
-0.650 |
8,365 |
89,443 |
+1,170 |
Dec10 |
100618 |
92.285 |
92.300 |
91.535 |
91.680 |
-0.570 |
1,990 |
46,367 |
+187 |
Feb11 |
100618 |
93.550 |
93.700 |
93.200 |
93.400 |
-0.280 |
911 |
20,214 |
+246 |
Apr11 |
100618 |
95.080 |
95.250 |
94.700 |
94.850 |
-0.150 |
548 |
11,226 |
-12 |
Total Volume and Open Interest |
29,195 |
326,032 |
+878 |
Feeder Cattle(CME) |
Aug10 |
100618 |
110.135 |
110.480 |
109.950 |
110.180 |
+0.030 |
1,936 |
21,913 |
+248 |
Sep10 |
100618 |
110.250 |
110.285 |
109.900 |
110.000 |
-0.200 |
566 |
5,529 |
+173 |
Oct10 |
100618 |
110.035 |
110.035 |
109.700 |
109.950 |
unch |
274 |
4,283 |
+5 |
Nov10 |
100618 |
109.580 |
109.580 |
109.200 |
109.400 |
-0.300 |
184 |
1,481 |
-36 |
Jan11 |
100618 |
108.250 |
108.550 |
108.250 |
108.550 |
-0.050 |
27 |
559 |
-14 |
Mar11 |
100618 |
108.000 |
108.000 |
108.000 |
108.000 |
unch |
5 |
81 |
-2 |
Apr11 |
100618 |
108.000 |
108.000 |
108.000 |
108.000 |
unch |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,992 |
33,859 |
+374 |
Lean Hogs(CME) |
Jul10 |
100618 |
80.600 |
81.000 |
80.250 |
80.885 |
+0.535 |
10,727 |
27,906 |
-78 |
Aug10 |
100618 |
82.350 |
83.000 |
82.150 |
82.650 |
+0.500 |
8,624 |
70,186 |
+877 |
Oct10 |
100618 |
74.850 |
75.150 |
74.250 |
74.900 |
+0.400 |
3,187 |
40,143 |
+1,096 |
Dec10 |
100618 |
71.475 |
71.900 |
70.600 |
71.180 |
unch |
1,486 |
30,254 |
-14 |
Feb11 |
100618 |
72.050 |
72.475 |
71.225 |
71.700 |
-0.350 |
435 |
9,753 |
+95 |
Apr11 |
100618 |
72.500 |
72.600 |
71.700 |
71.900 |
-0.500 |
294 |
4,365 |
+52 |
May11 |
100618 |
77.000 |
77.000 |
76.100 |
76.330 |
unch |
24 |
193 |
+23 |
Jun11 |
100618 |
79.000 |
79.000 |
78.100 |
78.800 |
-0.300 |
120 |
1,093 |
+77 |
Total Volume and Open Interest |
24,914 |
184,294 |
+2,143 |
Pork Bellies(CME) |
Jul10 |
100618 |
98.980 |
100.000 |
98.250 |
99.135 |
+1.135 |
7 |
79 |
+0 |
Aug10 |
100618 |
96.000 |
96.000 |
96.000 |
96.000 |
+1.000 |
1 |
26 |
+0 |
Feb11 |
100618 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
Mar11 |
100618 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
May11 |
100618 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
8 |
110 |
+0 |
Class III Milk(CME) |
Jun10 |
100618 |
13.61 |
13.62 |
13.58 |
13.58 |
-0.04 |
38 |
4,426 |
-6 |
Jul10 |
100618 |
13.45 |
13.58 |
13.20 |
13.39 |
-0.21 |
117 |
4,437 |
-34 |
Aug10 |
100618 |
13.94 |
13.95 |
13.60 |
13.84 |
-0.11 |
73 |
4,382 |
+46 |
Sep10 |
100618 |
14.48 |
14.56 |
14.33 |
14.50 |
-0.06 |
53 |
3,914 |
+12 |
Oct10 |
100618 |
14.66 |
14.70 |
14.40 |
14.70 |
unch |
8 |
3,450 |
+0 |
Total Volume and Open Interest |
320 |
28,285 |
+42 |
Cocoa(ICE) |
Jul10 |
100618 |
2920 |
2954 |
2901 |
2932 |
+18 |
3,683 |
619 |
-3,270 |
Sep10 |
100618 |
2954 |
2985 |
2921 |
2957 |
+3 |
5,744 |
58,273 |
+1,257 |
Dec10 |
100618 |
2975 |
3006 |
2946 |
2981 |
+4 |
781 |
21,093 |
+138 |
Mar11 |
100618 |
2987 |
3020 |
2987 |
2997 |
+1 |
280 |
16,235 |
+23 |
May11 |
100618 |
3008 |
3008 |
3007 |
3007 |
+2 |
169 |
7,280 |
+111 |
Jul11 |
100618 |
3014 |
3015 |
3014 |
3014 |
+1 |
49 |
3,552 |
+41 |
Sep11 |
100618 |
3027 |
3027 |
3027 |
3027 |
+5 |
0 |
1,418 |
+0 |
Total Volume and Open Interest |
10,706 |
113,596 |
-1,700 |
Coffee "C"(ICE) |
Jul10 |
100618 |
155.55 |
160.85 |
154.10 |
160.25 |
+3.90 |
5,200 |
9,652 |
-3,419 |
Sep10 |
100618 |
157.50 |
163.05 |
155.40 |
162.10 |
+4.30 |
23,792 |
82,601 |
+2,936 |
Dec10 |
100618 |
157.00 |
163.00 |
155.50 |
162.05 |
+4.35 |
5,332 |
38,076 |
+2,149 |
Mar11 |
100618 |
156.20 |
162.00 |
155.80 |
161.35 |
+4.25 |
1,000 |
14,107 |
+366 |
May11 |
100618 |
155.45 |
161.20 |
154.45 |
160.50 |
+4.20 |
216 |
5,285 |
+29 |
Jul11 |
100618 |
153.95 |
160.95 |
153.95 |
159.90 |
+4.20 |
54 |
2,652 |
+62 |
Total Volume and Open Interest |
35,692 |
153,380 |
+2,163 |
Orange Juice(ICE) |
Jul10 |
100618 |
142.15 |
144.95 |
142.10 |
142.50 |
+0.25 |
878 |
8,128 |
-571 |
Sep10 |
100618 |
144.10 |
146.50 |
143.70 |
144.25 |
+0.15 |
940 |
16,085 |
+764 |
Nov10 |
100618 |
144.40 |
146.50 |
144.40 |
144.85 |
+0.35 |
89 |
3,351 |
+48 |
Jan11 |
100618 |
145.50 |
145.50 |
145.05 |
145.15 |
+0.40 |
66 |
1,273 |
+39 |
Mar11 |
100618 |
146.15 |
146.15 |
146.00 |
146.00 |
+0.45 |
0 |
187 |
+0 |
May11 |
100618 |
146.00 |
146.00 |
146.00 |
146.00 |
+0.45 |
0 |
154 |
+0 |
Total Volume and Open Interest |
1,973 |
29,377 |
+280 |
Sugar #11(ICE) |
Jul10 |
100618 |
15.78 |
15.93 |
15.27 |
15.58 |
-0.21 |
27,400 |
99,104 |
-13,553 |
Oct10 |
100618 |
15.70 |
15.75 |
14.95 |
15.38 |
-0.22 |
34,373 |
246,239 |
+968 |
Mar11 |
100618 |
16.33 |
16.45 |
15.78 |
16.07 |
-0.28 |
8,125 |
122,905 |
+927 |
May11 |
100618 |
16.32 |
16.40 |
15.70 |
16.07 |
-0.25 |
2,361 |
27,599 |
-463 |
Jul11 |
100618 |
16.35 |
16.40 |
15.90 |
16.06 |
-0.29 |
2,578 |
58,051 |
+441 |
Total Volume and Open Interest |
76,545 |
630,539 |
-11,470 |
London Cocoa(LCE) |
Jul10 |
100618 |
2420 |
2465 |
2420 |
2456 |
+38 |
3,895 |
53,682 |
-1,392 |
Sep10 |
100618 |
2306 |
2348 |
2304 |
2345 |
+37 |
4,996 |
37,407 |
-748 |
Dec10 |
100618 |
2238 |
2264 |
2238 |
2259 |
+21 |
981 |
26,608 |
+481 |
Mar11 |
100618 |
2200 |
2229 |
2200 |
2226 |
+20 |
516 |
24,264 |
+102 |
May11 |
100618 |
2211 |
2222 |
2211 |
2222 |
+20 |
16 |
6,141 |
+16 |
Jul11 |
100618 |
2219 |
2219 |
2219 |
2219 |
+22 |
300 |
1,236 |
+300 |
Sep11 |
100618 |
2197 |
2218 |
2197 |
2218 |
+21 |
0 |
1,993 |
+0 |
Total Volume and Open Interest |
10,704 |
157,065 |
-300 |
London Sugar(LCE) |
Aug10 |
100618 |
515.70 |
520.50 |
495.60 |
510.40 |
-9.90 |
2,806 |
25,737 |
-1,289 |
Oct10 |
100618 |
458.30 |
463.20 |
439.10 |
454.40 |
-9.00 |
1,033 |
21,538 |
+73 |
Dec10 |
100618 |
443.90 |
445.40 |
419.90 |
436.60 |
-9.20 |
177 |
8,103 |
+178 |
Mar11 |
100618 |
448.40 |
449.40 |
427.90 |
442.40 |
-9.90 |
120 |
4,901 |
+76 |
May11 |
100618 |
445.70 |
447.70 |
433.10 |
446.00 |
-9.60 |
13 |
2,240 |
+6 |
Total Volume and Open Interest |
4,149 |
63,585 |
-956 |
Cotton(ICE) |
Jul10 |
100618 |
80.82 |
82.37 |
79.84 |
81.78 |
+0.98 |
4,240 |
20,056 |
-3,621 |
Oct10 |
100618 |
79.09 |
79.15 |
77.96 |
78.56 |
-0.60 |
228 |
1,749 |
-35 |
Dec10 |
100618 |
79.34 |
79.47 |
78.29 |
78.95 |
-0.47 |
9,232 |
122,749 |
+4,017 |
Mar11 |
100618 |
80.39 |
80.53 |
79.35 |
80.01 |
-0.52 |
658 |
20,388 |
+282 |
May11 |
100618 |
80.28 |
80.56 |
80.28 |
80.39 |
-0.46 |
41 |
760 |
+39 |
Jul11 |
100618 |
80.05 |
80.60 |
80.05 |
80.49 |
-0.26 |
40 |
5,491 |
+37 |
Total Volume and Open Interest |
14,439 |
172,847 |
+719 |
Lumber(CME) |
Jul10 |
100618 |
196.5 |
198.3 |
194.6 |
196.8 |
+2.6 |
420 |
2,703 |
-181 |
Sep10 |
100618 |
205.5 |
207.0 |
203.5 |
205.5 |
+0.5 |
624 |
4,934 |
-60 |
Nov10 |
100618 |
211.6 |
215.3 |
211.6 |
213.1 |
+3.6 |
129 |
1,416 |
+68 |
Jan11 |
100618 |
227.7 |
235.0 |
227.6 |
235.0 |
+7.0 |
46 |
123 |
+1 |
Total Volume and Open Interest |
1,221 |
9,188 |
-173 |
Crude Oil(NYM) |
Jul10 |
100618 |
76.55 |
77.45 |
75.56 |
77.18 |
+0.39 |
323,357 |
115,107 |
-16,902 |
Aug10 |
100618 |
77.89 |
78.55 |
76.86 |
78.26 |
+0.22 |
178,723 |
285,472 |
+4,820 |
Sep10 |
100618 |
78.86 |
79.56 |
77.97 |
79.18 |
+0.06 |
70,957 |
138,891 |
+4,206 |
Oct10 |
100618 |
79.73 |
80.35 |
78.86 |
79.92 |
-0.07 |
25,475 |
55,973 |
+1,206 |
Nov10 |
100618 |
80.42 |
81.09 |
79.59 |
80.58 |
-0.12 |
13,151 |
39,352 |
+877 |
Dec10 |
100618 |
81.11 |
81.67 |
80.16 |
81.15 |
-0.10 |
49,249 |
201,897 |
-2,666 |
Jan11 |
100618 |
81.55 |
82.02 |
80.90 |
81.53 |
-0.10 |
5,052 |
35,250 |
+248 |
Feb11 |
100618 |
81.88 |
82.20 |
81.88 |
81.89 |
-0.11 |
2,326 |
14,867 |
+615 |
Mar11 |
100618 |
82.11 |
82.57 |
82.09 |
82.25 |
-0.12 |
2,249 |
21,087 |
+288 |
Apr11 |
100618 |
82.58 |
82.93 |
82.58 |
82.60 |
-0.14 |
1,817 |
11,292 |
-174 |
May11 |
100618 |
83.25 |
83.25 |
82.94 |
82.94 |
-0.16 |
1,996 |
7,356 |
-403 |
Jun11 |
100618 |
83.53 |
83.74 |
82.66 |
83.26 |
-0.18 |
6,711 |
43,186 |
-425 |
Jul11 |
100618 |
83.09 |
83.72 |
83.09 |
83.53 |
-0.20 |
1,568 |
23,339 |
-316 |
Aug11 |
100618 |
83.68 |
83.68 |
83.68 |
83.68 |
-0.22 |
888 |
7,005 |
+214 |
Sep11 |
100618 |
83.80 |
83.80 |
83.80 |
83.80 |
-0.24 |
998 |
8,065 |
+185 |
Oct11 |
100618 |
83.93 |
83.93 |
83.93 |
83.93 |
-0.25 |
634 |
5,253 |
+144 |
Total Volume and Open Interest |
705,198 |
1,327,007 |
-9,526 |
e-miNY Crude Oil(NYM) |
Jun10 |
100519 |
69.025 |
70.025 |
67.625 |
69.875 |
+0.475 |
9,007 |
3,745 |
-1,490 |
Jul10 |
100618 |
76.500 |
77.450 |
75.450 |
77.175 |
+0.375 |
10,310 |
3,801 |
+284 |
Aug10 |
100618 |
77.850 |
78.525 |
76.850 |
78.250 |
+0.200 |
1,822 |
1,031 |
+47 |
Sep10 |
100618 |
78.925 |
79.500 |
78.000 |
79.175 |
+0.050 |
176 |
418 |
+47 |
Oct10 |
100618 |
79.400 |
79.975 |
79.400 |
79.925 |
-0.075 |
3 |
137 |
+0 |
Nov10 |
100618 |
80.575 |
80.575 |
80.575 |
80.575 |
-0.125 |
1 |
20 |
+1 |
Dec10 |
100618 |
81.275 |
81.275 |
81.150 |
81.150 |
-0.100 |
2 |
105 |
-1 |
Jan11 |
100618 |
81.100 |
81.525 |
81.100 |
81.525 |
-0.100 |
0 |
2 |
+0 |
Feb11 |
100618 |
81.900 |
81.900 |
81.900 |
81.900 |
-0.100 |
1 |
0 |
-1 |
Mar11 |
100618 |
82.250 |
82.250 |
82.250 |
82.250 |
-0.125 |
|
|
|
Total Volume and Open Interest |
12,315 |
5,570 |
+377 |
Heating Oil(NYM) |
Jul10 |
100618 |
214.80 |
214.91 |
211.39 |
212.89 |
-1.85 |
47,953 |
51,224 |
-2,915 |
Aug10 |
100618 |
215.67 |
216.25 |
212.80 |
214.42 |
-1.79 |
25,541 |
67,193 |
+168 |
Sep10 |
100618 |
218.08 |
218.10 |
214.76 |
216.33 |
-1.75 |
13,065 |
40,543 |
+1,001 |
Oct10 |
100618 |
220.04 |
220.07 |
216.91 |
218.58 |
-1.64 |
3,544 |
24,565 |
+503 |
Nov10 |
100618 |
220.30 |
222.24 |
219.32 |
220.90 |
-1.53 |
6,304 |
18,698 |
+1,574 |
Dec10 |
100618 |
224.26 |
224.72 |
221.52 |
223.13 |
-1.44 |
14,963 |
39,195 |
+333 |
Jan11 |
100618 |
223.90 |
226.55 |
223.90 |
225.38 |
-1.35 |
4,155 |
20,363 |
+812 |
Feb11 |
100618 |
225.96 |
227.62 |
225.12 |
226.80 |
-1.33 |
1,898 |
9,814 |
+894 |
Mar11 |
100618 |
226.55 |
228.18 |
226.55 |
227.23 |
-1.33 |
1,208 |
8,895 |
+72 |
Apr11 |
100618 |
225.05 |
226.51 |
225.05 |
226.51 |
-1.38 |
446 |
5,010 |
+8 |
May11 |
100618 |
225.42 |
226.32 |
225.42 |
226.11 |
-1.41 |
502 |
3,948 |
-67 |
Jun11 |
100618 |
227.74 |
227.74 |
225.42 |
226.26 |
-1.41 |
1,958 |
18,687 |
-58 |
Total Volume and Open Interest |
122,828 |
328,576 |
+2,682 |
Gasoline(NYMEX) |
Jul10 |
100618 |
216.40 |
216.79 |
213.72 |
214.76 |
-1.64 |
42,825 |
50,636 |
-3,473 |
Aug10 |
100618 |
215.40 |
215.90 |
212.97 |
214.00 |
-1.47 |
29,923 |
62,199 |
+2,250 |
Sep10 |
100618 |
214.59 |
215.08 |
212.19 |
213.46 |
-1.23 |
16,053 |
46,955 |
+1,194 |
Oct10 |
100618 |
203.20 |
203.76 |
200.94 |
202.48 |
-0.97 |
7,295 |
23,083 |
+792 |
Nov10 |
100618 |
202.08 |
202.36 |
201.42 |
201.68 |
-0.79 |
4,433 |
21,446 |
+412 |
Dec10 |
100618 |
202.53 |
203.20 |
200.85 |
202.30 |
-0.70 |
5,012 |
15,745 |
-145 |
Jan11 |
100618 |
204.30 |
204.30 |
204.18 |
204.18 |
-0.61 |
248 |
6,164 |
-74 |
Feb11 |
100618 |
206.90 |
206.90 |
206.30 |
206.30 |
-0.58 |
233 |
1,865 |
-113 |
Mar11 |
100618 |
208.50 |
208.50 |
208.50 |
208.50 |
-0.54 |
452 |
2,749 |
+7 |
Apr11 |
100618 |
220.60 |
220.60 |
220.60 |
220.60 |
-0.52 |
132 |
3,317 |
+14 |
Total Volume and Open Interest |
107,674 |
247,813 |
+1,333 |
e-miNY RBOB Gasoline(NYM) |
Jul10 |
100618 |
214.80 |
214.80 |
214.76 |
214.80 |
-1.60 |
0 |
3 |
+0 |
Aug10 |
100618 |
214.00 |
214.00 |
214.00 |
214.00 |
-1.50 |
0 |
2 |
+0 |
Sep10 |
100618 |
213.50 |
213.50 |
213.46 |
213.50 |
-1.20 |
|
|
|
Oct10 |
100618 |
202.50 |
202.50 |
202.48 |
202.50 |
-1.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
12 |
+0 |
Natural Gas(NYM) |
Jul10 |
100618 |
5.128 |
5.190 |
4.987 |
4.997 |
-0.165 |
118,021 |
91,870 |
-12,429 |
Aug10 |
100618 |
5.178 |
5.240 |
5.041 |
5.049 |
-0.163 |
57,373 |
110,318 |
+9,092 |
Sep10 |
100618 |
5.224 |
5.269 |
5.073 |
5.081 |
-0.160 |
18,406 |
130,920 |
+1,961 |
Oct10 |
100618 |
5.274 |
5.310 |
5.136 |
5.144 |
-0.155 |
23,831 |
96,328 |
+1,620 |
Nov10 |
100618 |
5.458 |
5.510 |
5.353 |
5.364 |
-0.136 |
7,829 |
33,535 |
+172 |
Dec10 |
100618 |
5.747 |
5.747 |
5.595 |
5.603 |
-0.124 |
5,994 |
38,232 |
+472 |
Jan11 |
100618 |
5.943 |
5.949 |
5.777 |
5.783 |
-0.114 |
15,803 |
50,940 |
+1,348 |
Feb11 |
100618 |
5.850 |
5.850 |
5.710 |
5.717 |
-0.110 |
2,556 |
18,715 |
+660 |
Mar11 |
100618 |
5.699 |
5.705 |
5.597 |
5.601 |
-0.108 |
8,581 |
53,952 |
+294 |
Apr11 |
100618 |
5.319 |
5.342 |
5.280 |
5.291 |
-0.038 |
7,652 |
38,912 |
+430 |
May11 |
100618 |
5.325 |
5.347 |
5.295 |
5.299 |
-0.040 |
1,435 |
19,998 |
-224 |
Jun11 |
100618 |
5.400 |
5.400 |
5.331 |
5.338 |
-0.038 |
655 |
9,048 |
-169 |
Jul11 |
100618 |
5.422 |
5.422 |
5.390 |
5.390 |
-0.036 |
349 |
5,520 |
+135 |
Aug11 |
100618 |
5.455 |
5.455 |
5.432 |
5.432 |
-0.036 |
126 |
5,508 |
+8 |
Sep11 |
100618 |
5.484 |
5.484 |
5.462 |
5.462 |
-0.036 |
111 |
5,455 |
+31 |
Oct11 |
100618 |
5.571 |
5.586 |
5.544 |
5.544 |
-0.033 |
1,238 |
19,395 |
+138 |
Total Volume and Open Interest |
273,537 |
836,311 |
+3,748 |
Brent Crude Oil(ICE) |
Aug10 |
100618 |
78.46 |
78.86 |
77.25 |
78.22 |
-0.46 |
156,444 |
226,333 |
+3,750 |
Sep10 |
100618 |
78.91 |
79.35 |
77.79 |
78.74 |
-0.40 |
59,920 |
114,137 |
+4,449 |
Oct10 |
100618 |
79.52 |
79.86 |
78.34 |
79.25 |
-0.39 |
24,067 |
46,099 |
+141 |
Nov10 |
100618 |
79.99 |
80.32 |
78.87 |
79.74 |
-0.36 |
11,057 |
22,454 |
+392 |
Dec10 |
100618 |
80.44 |
80.83 |
79.35 |
80.19 |
-0.35 |
32,585 |
109,222 |
+4,029 |
Jan11 |
100618 |
80.82 |
81.05 |
80.00 |
80.63 |
-0.35 |
4,734 |
24,162 |
+1,317 |
Feb11 |
100618 |
81.26 |
81.48 |
80.55 |
81.06 |
-0.35 |
2,214 |
15,062 |
+514 |
Mar11 |
100618 |
81.71 |
81.93 |
81.49 |
81.49 |
-0.36 |
1,146 |
10,295 |
+17 |
Apr11 |
100618 |
82.15 |
82.36 |
81.90 |
81.90 |
-0.38 |
1,079 |
6,748 |
+239 |
May11 |
100618 |
82.29 |
82.29 |
82.29 |
82.29 |
-0.39 |
755 |
15,122 |
-186 |
Jun11 |
100618 |
82.92 |
83.15 |
82.26 |
82.64 |
-0.40 |
2,470 |
24,548 |
+191 |
Jul11 |
100618 |
82.98 |
82.98 |
82.98 |
82.98 |
-0.41 |
441 |
7,695 |
+119 |
Aug11 |
100618 |
83.25 |
83.25 |
83.25 |
83.25 |
-0.40 |
167 |
3,607 |
-94 |
Sep11 |
100618 |
83.46 |
83.46 |
83.46 |
83.46 |
-0.37 |
150 |
3,006 |
-13 |
Total Volume and Open Interest |
305,764 |
733,969 |
+15,880 |
Gas Oil(ICE) |
Jul10 |
100618 |
684.50 |
686.00 |
673.50 |
681.00 |
-3.25 |
59,531 |
119,326 |
-1,665 |
Aug10 |
100618 |
685.75 |
686.50 |
674.75 |
682.25 |
-2.50 |
58,706 |
78,164 |
-2,365 |
Sep10 |
100618 |
688.25 |
689.00 |
677.50 |
684.75 |
-2.50 |
32,470 |
61,638 |
+2,156 |
Oct10 |
100618 |
690.50 |
691.25 |
680.25 |
687.50 |
-2.50 |
14,294 |
38,880 |
+2,230 |
Nov10 |
100618 |
693.25 |
693.75 |
685.25 |
690.25 |
-2.25 |
12,569 |
30,172 |
+2,050 |
Dec10 |
100618 |
695.25 |
697.00 |
685.75 |
693.25 |
-2.00 |
25,245 |
99,394 |
+1,494 |
Jan11 |
100618 |
699.25 |
699.75 |
689.00 |
696.50 |
-2.00 |
6,831 |
31,339 |
-219 |
Feb11 |
100618 |
702.50 |
703.00 |
692.50 |
699.75 |
-2.00 |
5,379 |
16,910 |
+1,198 |
Mar11 |
100618 |
705.50 |
705.50 |
698.25 |
702.75 |
-1.75 |
3,756 |
12,885 |
-69 |
Apr11 |
100618 |
708.25 |
708.25 |
701.00 |
705.75 |
-1.50 |
1,629 |
13,662 |
+586 |
Total Volume and Open Interest |
229,135 |
608,858 |
+6,743 |
Ethanol(CBOT) |
Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
Jul10 |
100618 |
1.624 |
1.630 |
1.620 |
1.624 |
+0.004 |
129 |
823 |
-55 |
Aug10 |
100618 |
1.622 |
1.624 |
1.616 |
1.619 |
+0.002 |
196 |
1,360 |
+97 |
Sep10 |
100618 |
1.610 |
1.610 |
1.596 |
1.599 |
+0.001 |
72 |
887 |
-42 |
Oct10 |
100618 |
1.610 |
1.610 |
1.599 |
1.600 |
+0.001 |
29 |
968 |
-8 |
Nov10 |
100618 |
1.605 |
1.605 |
1.605 |
1.605 |
unch |
24 |
844 |
+3 |
Dec10 |
100618 |
1.622 |
1.623 |
1.610 |
1.612 |
+0.004 |
86 |
1,733 |
+27 |
Jan11 |
100618 |
1.620 |
1.626 |
1.610 |
1.614 |
+0.004 |
62 |
1,342 |
+61 |
Total Volume and Open Interest |
835 |
11,794 |
+294 |
US Dollar Index(ICE) |
Sep10 |
100618 |
85.925 |
86.060 |
85.735 |
85.975 |
-0.007 |
15,333 |
31,558 |
-249 |
Dec10 |
100618 |
86.215 |
86.370 |
86.145 |
86.370 |
+0.070 |
2 |
524 |
+2 |
Mar11 |
100618 |
86.660 |
86.660 |
86.660 |
86.660 |
+0.070 |
|
|
|
Total Volume and Open Interest |
15,335 |
32,082 |
-247 |
Australian Dollar(CME) |
Sep10 |
100618 |
85.90 |
86.44 |
85.65 |
86.15 |
+0.36 |
77,672 |
57,896 |
+605 |
Dec10 |
100618 |
84.98 |
85.28 |
84.89 |
85.25 |
+0.36 |
6 |
353 |
+1 |
Mar11 |
100618 |
84.36 |
84.36 |
84.02 |
84.36 |
+0.34 |
|
|
|
Total Volume and Open Interest |
77,678 |
58,259 |
+606 |
British Pound(CME) |
Sep10 |
100618 |
148.20 |
148.90 |
147.73 |
147.96 |
-0.15 |
102,249 |
118,793 |
-426 |
Dec10 |
100618 |
148.18 |
148.90 |
147.98 |
147.98 |
-0.15 |
31 |
87 |
+8 |
Mar11 |
100618 |
147.97 |
148.13 |
147.97 |
147.97 |
-0.16 |
0 |
3 |
+0 |
Total Volume and Open Interest |
102,280 |
118,883 |
-418 |
Canadian Dollar(CME) |
Sep10 |
100618 |
97.28 |
97.94 |
96.89 |
97.78 |
+0.58 |
64,863 |
80,232 |
+1,225 |
Dec10 |
100618 |
97.24 |
97.80 |
97.08 |
97.67 |
+0.58 |
61 |
2,870 |
-14 |
Mar11 |
100618 |
97.40 |
97.49 |
96.91 |
97.49 |
+0.58 |
5 |
313 |
+1 |
Jun11 |
100618 |
97.27 |
97.27 |
96.69 |
97.27 |
+0.58 |
10 |
154 |
+9 |
Total Volume and Open Interest |
64,943 |
83,580 |
+1,223 |
Japanese Yen(CME) |
Sep10 |
100618 |
110.12 |
110.71 |
110.08 |
110.37 |
+0.08 |
112,696 |
82,980 |
+901 |
Dec10 |
100618 |
110.69 |
110.69 |
110.46 |
110.57 |
+0.08 |
42 |
162 |
+26 |
Mar11 |
100618 |
110.81 |
110.81 |
110.73 |
110.81 |
+0.08 |
0 |
2 |
+0 |
Total Volume and Open Interest |
112,738 |
83,144 |
+927 |
Swiss Franc(CME) |
Sep10 |
100618 |
90.09 |
90.39 |
89.99 |
90.26 |
+0.22 |
28,825 |
44,092 |
+16 |
Dec10 |
100618 |
90.29 |
90.46 |
90.26 |
90.46 |
+0.20 |
0 |
13 |
+0 |
Mar11 |
100618 |
90.68 |
90.68 |
90.50 |
90.68 |
+0.18 |
0 |
2 |
+0 |
Total Volume and Open Interest |
28,825 |
44,108 |
+16 |
EuroFX(CME) |
Sep10 |
100618 |
123.87 |
124.26 |
123.62 |
123.71 |
-0.16 |
256,776 |
224,444 |
-2,588 |
Dec10 |
100618 |
124.02 |
124.25 |
123.78 |
123.79 |
-0.18 |
95 |
563 |
+17 |
Mar11 |
100618 |
123.87 |
124.07 |
123.87 |
123.87 |
-0.20 |
8 |
56 |
+6 |
Total Volume and Open Interest |
256,879 |
225,067 |
-2,565 |
Mexican Peso(CME) |
Jul10 |
100618 |
795.8 |
795.8 |
792.8 |
795.8 |
+3.0 |
|
|
|
Aug10 |
100618 |
792.8 |
792.8 |
789.8 |
792.8 |
+3.0 |
|
|
|
Total Volume and Open Interest |
14,082 |
53,223 |
+547 |
30-Year T-Bonds(CBOT) |
Jun10 |
100618 |
124~270 |
125~060 |
124~130 |
124~150 |
-0~140 |
3,524 |
16,482 |
-1,937 |
Sep10 |
100618 |
124~120 |
124~230 |
123~270 |
123~300 |
-0~150 |
238,464 |
634,848 |
-9,047 |
Dec10 |
100618 |
122~300 |
123~010 |
122~180 |
122~180 |
-0~150 |
4 |
543 |
+0 |
Total Volume and Open Interest |
241,992 |
651,873 |
-10,984 |
10-Year T-Notes(CBOT) |
Jun10 |
100618 |
121~150 |
121~195 |
121~070 |
121~085 |
-0~090 |
18,562 |
28,765 |
-8,248 |
Sep10 |
100618 |
120~235 |
120~265 |
120~115 |
120~140 |
-0~090 |
865,182 |
1,697,549 |
-30,099 |
Dec10 |
100618 |
119~100 |
119~200 |
119~100 |
119~110 |
-0~090 |
7 |
118 |
+0 |
Total Volume and Open Interest |
883,751 |
1,726,453 |
-38,347 |
5-Year T-Notes(CBOT) |
Jun10 |
100618 |
118~006 |
118~011 |
117~117 |
117~119 |
+58~114 |
|
|
|
Sep10 |
100618 |
117~041 |
117~046 |
117~013 |
117~020 |
-0~020 |
360,359 |
896,280 |
-3,903 |
Dec10 |
100618 |
116~014 |
116~032 |
116~014 |
116~014 |
-0~018 |
0 |
2 |
+0 |
Total Volume and Open Interest |
365,959 |
933,272 |
-6,948 |
2 Year T-Notes(CBOT) |
Jun10 |
100618 |
54~092 |
54~092 |
54~092 |
54~092 |
unch |
|
|
|
Sep10 |
100618 |
109~024 |
109~027 |
109~020 |
109~021 |
-0~004 |
150,192 |
878,403 |
+2,410 |
Dec10 |
100618 |
108~112 |
108~115 |
108~112 |
108~112 |
-0~003 |
0 |
26 |
+0 |
Total Volume and Open Interest |
152,462 |
885,951 |
+1,495 |
Eurodollars(CME) |
Sep10 |
100618 |
99.290 |
99.315 |
99.285 |
99.305 |
+0.015 |
147,733 |
1,032,073 |
+6,943 |
Dec10 |
100618 |
99.190 |
99.215 |
99.185 |
99.195 |
+0.005 |
143,060 |
1,090,304 |
-3,505 |
Mar11 |
100618 |
99.105 |
99.125 |
99.095 |
99.110 |
+0.005 |
106,600 |
870,588 |
+4,651 |
Jun11 |
100618 |
98.960 |
98.975 |
98.935 |
98.970 |
+0.015 |
112,122 |
815,795 |
-6,431 |
Sep11 |
100618 |
98.770 |
98.795 |
98.740 |
98.785 |
+0.020 |
159,175 |
822,078 |
+3,692 |
Dec11 |
100618 |
98.525 |
98.550 |
98.485 |
98.540 |
+0.020 |
135,968 |
580,289 |
+1,763 |
Mar12 |
100618 |
98.290 |
98.315 |
98.250 |
98.305 |
+0.020 |
127,998 |
424,842 |
-2,810 |
Jun12 |
100618 |
98.030 |
98.065 |
97.995 |
98.050 |
+0.020 |
88,589 |
287,682 |
+3,960 |
Sep12 |
100618 |
97.770 |
97.815 |
97.745 |
97.800 |
+0.020 |
49,902 |
195,664 |
+742 |
Dec12 |
100618 |
97.515 |
97.555 |
97.495 |
97.540 |
+0.010 |
30,672 |
151,148 |
-586 |
Mar13 |
100618 |
97.305 |
97.330 |
97.280 |
97.315 |
+0.005 |
30,681 |
143,991 |
-962 |
Jun13 |
100618 |
97.070 |
97.100 |
97.050 |
97.080 |
unch |
21,965 |
90,636 |
-892 |
Sep13 |
100618 |
96.870 |
96.880 |
96.835 |
96.860 |
-0.010 |
10,624 |
78,213 |
+313 |
Dec13 |
100618 |
96.660 |
96.675 |
96.625 |
96.640 |
-0.020 |
6,568 |
38,508 |
-580 |
Mar14 |
100618 |
96.485 |
96.510 |
96.455 |
96.470 |
-0.025 |
5,241 |
42,168 |
-660 |
Jun14 |
100618 |
96.320 |
96.340 |
96.285 |
96.295 |
-0.030 |
5,073 |
33,523 |
+31 |
Sep14 |
100618 |
96.170 |
96.190 |
96.125 |
96.135 |
-0.040 |
2,387 |
23,375 |
+41 |
Dec14 |
100618 |
96.020 |
96.035 |
95.970 |
95.975 |
-0.045 |
2,498 |
42,251 |
+146 |
Total Volume and Open Interest |
1,211,964 |
6,930,473 |
+7,757 |
30 Day Federal Funds(CBOT) |
Jun10 |
100618 |
99.810 |
99.812 |
99.810 |
99.810 |
unch |
1,339 |
70,280 |
+259 |
Jul10 |
100618 |
99.790 |
99.795 |
99.785 |
99.790 |
unch |
2,999 |
54,953 |
+1,193 |
Aug10 |
100618 |
99.780 |
99.785 |
99.775 |
99.780 |
unch |
2,937 |
79,642 |
+1,368 |
Sep10 |
100618 |
99.770 |
99.775 |
99.765 |
99.770 |
unch |
2,344 |
48,377 |
+83 |
Oct10 |
100618 |
99.755 |
99.760 |
99.755 |
99.755 |
unch |
2,665 |
67,261 |
-828 |
Nov10 |
100618 |
99.740 |
99.745 |
99.735 |
99.740 |
+0.005 |
2,941 |
85,300 |
-27 |
Total Volume and Open Interest |
38,161 |
658,590 |
+9,266 |
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 |
100616 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.010 |
0 |
1,031 |
+0 |
Dec10 |
100618 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.002 |
0 |
342 |
+0 |
Mar11 |
100618 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.003 |
0 |
167 |
+0 |
Jun11 |
100618 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.003 |
|
|
|
Sep11 |
100618 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Dec11 |
100618 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Mar12 |
100618 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Jun12 |
100618 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep12 |
100618 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Dec12 |
100618 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,648 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100618 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
89 |
4,548 |
+135 |
Dec10 |
100618 |
99.65 |
99.65 |
99.64 |
99.64 |
+0.00 |
0 |
1,472 |
+0 |
Mar11 |
100618 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
11 |
2,010 |
+0 |
Jun11 |
100618 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
460 |
+0 |
Sep11 |
100618 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
108 |
+55 |
Dec11 |
100618 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
103 |
+0 |
Mar12 |
100618 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
Jun12 |
100618 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
754 |
+0 |
Total Volume and Open Interest |
100 |
10,072 |
+190 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100616 |
140.35 |
140.38 |
140.21 |
140.34 |
-0.02 |
1,969 |
19,974 |
-342 |
Dec10 |
100618 |
138.50 |
138.50 |
138.50 |
138.50 |
+0.22 |
|
|
|
Mar11 |
100618 |
136.41 |
136.41 |
136.41 |
136.41 |
+0.22 |
|
|
|
Total Volume and Open Interest |
1,138 |
20,312 |
+174 |
Euro-Bund(EUREX) |
Sep10 |
100618 |
128.27 |
128.41 |
127.54 |
127.67 |
-0.69 |
812,507 |
894,328 |
-15,214 |
Dec10 |
100618 |
126.53 |
126.65 |
126.15 |
126.17 |
-0.69 |
1,533 |
764 |
+724 |
Mar11 |
100618 |
126.17 |
126.17 |
126.17 |
126.17 |
-0.69 |
|
|
|
Total Volume and Open Interest |
814,040 |
895,092 |
-14,490 |
Euro-Bobl(EUREX) |
Sep10 |
100618 |
120.46 |
120.50 |
119.96 |
120.02 |
-0.47 |
405,245 |
719,459 |
-578 |
Dec10 |
100618 |
118.57 |
118.57 |
118.57 |
118.57 |
-0.50 |
0 |
10 |
+0 |
Mar11 |
100618 |
117.72 |
117.72 |
117.72 |
117.72 |
-0.47 |
|
|
|
Total Volume and Open Interest |
405,245 |
719,469 |
-578 |
3-Mth Euribor(EUREX) |
Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
Sep10 |
100618 |
99.105 |
99.105 |
99.085 |
99.085 |
-0.015 |
737 |
4,435 |
-446 |
Dec10 |
100618 |
99.020 |
99.020 |
98.970 |
98.970 |
-0.045 |
396 |
2,824 |
-205 |
Total Volume and Open Interest |
1,948 |
13,387 |
-500 |
Long Gilt(LIFFE) |
Jun10 |
100618 |
120~25 |
120~26 |
120~13 |
120~13 |
-0~16 |
295 |
6,334 |
-214 |
Sep10 |
100618 |
119~20 |
119~21 |
118~27 |
119~02 |
-0~15 |
77,024 |
272,449 |
-1,719 |
Total Volume and Open Interest |
77,319 |
278,783 |
-1,933 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100618 |
99.11 |
99.12 |
99.10 |
99.11 |
-0.01 |
70,212 |
390,905 |
+2,831 |
Dec10 |
100618 |
98.97 |
98.99 |
98.94 |
98.95 |
-0.03 |
51,096 |
365,362 |
-7,644 |
Mar11 |
100618 |
98.86 |
98.88 |
98.82 |
98.83 |
-0.03 |
39,679 |
250,226 |
+783 |
Jun11 |
100618 |
98.69 |
98.72 |
98.65 |
98.66 |
-0.04 |
60,438 |
263,995 |
-25,263 |
Sep11 |
100618 |
98.51 |
98.54 |
98.46 |
98.47 |
-0.04 |
52,270 |
270,307 |
+5,041 |
Dec11 |
100618 |
98.25 |
98.29 |
98.21 |
98.22 |
-0.05 |
48,243 |
236,317 |
+10,732 |
Total Volume and Open Interest |
370,992 |
2,164,168 |
-331,777 |
3-Mth Euribor(LIFFE) |
Sep10 |
100618 |
99.095 |
99.110 |
99.075 |
99.085 |
-0.015 |
93,848 |
611,297 |
-12,289 |
Dec10 |
100618 |
99.020 |
99.025 |
98.965 |
98.970 |
-0.045 |
94,050 |
506,122 |
-25,184 |
Mar11 |
100618 |
98.970 |
98.980 |
98.910 |
98.910 |
-0.060 |
78,307 |
501,600 |
-6,546 |
Total Volume and Open Interest |
559,146 |
3,231,428 |
-59,448 |
3-Mth Aus T-Bills(SFE) |
Sep10 |
100618 |
95.08 |
95.10 |
95.06 |
95.09 |
unch |
17,605 |
257,468 |
-1,041 |
Dec10 |
100618 |
95.03 |
95.05 |
94.98 |
95.00 |
-0.03 |
8,559 |
144,812 |
+86 |
Mar11 |
100618 |
94.97 |
94.97 |
94.91 |
94.94 |
-0.03 |
3,717 |
67,454 |
-799 |
Jun11 |
100618 |
94.87 |
94.87 |
94.81 |
94.84 |
-0.03 |
1,670 |
46,591 |
+609 |
Sep11 |
100618 |
94.74 |
94.77 |
94.73 |
94.74 |
-0.03 |
841 |
30,623 |
-418 |
Dec11 |
100618 |
94.67 |
94.69 |
94.63 |
94.65 |
-0.04 |
830 |
23,523 |
-86 |
Mar12 |
100618 |
94.63 |
94.63 |
94.58 |
94.59 |
-0.03 |
532 |
21,179 |
+55 |
Jun12 |
100618 |
94.60 |
94.61 |
94.56 |
94.56 |
-0.04 |
730 |
6,322 |
+211 |
Sep12 |
100618 |
94.60 |
94.60 |
94.56 |
94.56 |
-0.03 |
95 |
3,172 |
+15 |
Dec12 |
100618 |
94.57 |
94.57 |
94.55 |
94.55 |
-0.01 |
30 |
1,135 |
+25 |
Total Volume and Open Interest |
34,639 |
603,142 |
-1,333 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100618 |
94.62 |
94.66 |
94.57 |
94.62 |
unch |
29,224 |
304,228 |
+2,267 |
Dec10 |
100618 |
94.61 |
94.61 |
94.61 |
94.61 |
unch |
|
|
|
Total Volume and Open Interest |
29,224 |
304,228 |
+2,267 |
3-Year Aus T-Bonds(SFE) |
Sep10 |
100618 |
95.11 |
95.14 |
95.07 |
95.09 |
-0.03 |
87,952 |
409,715 |
+11,079 |
Dec10 |
100618 |
95.04 |
95.04 |
95.04 |
95.04 |
-0.03 |
|
|
|
Total Volume and Open Interest |
87,952 |
409,715 |
+11,079 |
Gold(CMX) |
Jun10 |
100618 |
1247.7 |
1261.5 |
1242.9 |
1257.2 |
+9.7 |
318 |
640 |
-137 |
Aug10 |
100618 |
1247.6 |
1263.7 |
1243.1 |
1258.3 |
+9.6 |
83,665 |
351,997 |
-843 |
Oct10 |
100618 |
1250.3 |
1265.8 |
1245.5 |
1260.3 |
+9.6 |
1,347 |
23,787 |
-53 |
Dec10 |
100618 |
1250.5 |
1267.7 |
1247.5 |
1262.4 |
+9.6 |
3,158 |
73,136 |
-130 |
Feb11 |
100618 |
1252.5 |
1267.2 |
1252.5 |
1264.4 |
+9.6 |
796 |
23,115 |
+553 |
Apr11 |
100618 |
1266.4 |
1266.4 |
1266.4 |
1266.4 |
+9.7 |
125 |
16,037 |
+24 |
Jun11 |
100618 |
603.0 |
618.6 |
599.1 |
613.3 |
+9.8 |
2,176 |
15,191 |
+1,724 |
Aug11 |
100618 |
1270.0 |
1271.2 |
1270.0 |
1271.2 |
+9.9 |
105 |
5,442 |
+50 |
Oct11 |
100618 |
1274.1 |
1274.1 |
1274.1 |
1274.1 |
+9.8 |
6 |
7,258 |
+5 |
Dec11 |
100618 |
1266.4 |
1277.1 |
1266.4 |
1277.1 |
+9.8 |
1,047 |
12,530 |
-357 |
Feb12 |
100618 |
1280.6 |
1280.6 |
1280.6 |
1280.6 |
+9.7 |
0 |
3,727 |
+0 |
Apr12 |
100618 |
1284.3 |
1284.3 |
1284.3 |
1284.3 |
+9.6 |
156 |
4,079 |
+153 |
Total Volume and Open Interest |
100,693 |
569,744 |
+540 |
Silver(CMX) |
Jul10 |
100618 |
1874.0 |
1927.5 |
1868.5 |
1918.4 |
+40.8 |
25,177 |
47,558 |
-2,458 |
Sep10 |
100618 |
1880.0 |
1931.5 |
1875.0 |
1923.1 |
+40.9 |
10,255 |
38,011 |
+3,024 |
Dec10 |
100618 |
1885.0 |
1940.0 |
1885.0 |
1929.7 |
+41.0 |
1,057 |
18,422 |
+283 |
Mar11 |
100618 |
1931.0 |
1934.0 |
1931.0 |
1934.0 |
+41.1 |
18 |
9,363 |
+0 |
May11 |
100618 |
1936.2 |
1936.2 |
1936.2 |
1936.2 |
+41.2 |
1 |
7,109 |
+0 |
Jul11 |
100618 |
1929.0 |
1944.5 |
1925.0 |
1938.3 |
+41.3 |
1 |
4,740 |
-1 |
Sep11 |
100618 |
1946.5 |
1946.5 |
1940.3 |
1940.3 |
+41.3 |
32 |
279 |
+0 |
Total Volume and Open Interest |
36,732 |
132,031 |
+961 |
Platinum(NYMEX) |
Jul10 |
100618 |
1577.9 |
1593.5 |
1562.5 |
1587.0 |
+15.0 |
3,929 |
16,228 |
-1,154 |
Oct10 |
100618 |
1581.0 |
1601.0 |
1576.5 |
1595.5 |
+14.9 |
1,498 |
14,102 |
+1,326 |
Jan11 |
100618 |
1599.2 |
1599.7 |
1599.2 |
1599.7 |
+14.7 |
1 |
397 |
+1 |
Apr11 |
100618 |
1599.7 |
1599.7 |
1599.7 |
1599.7 |
+14.7 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,453 |
30,832 |
+173 |
Palladium(NYMEX) |
Jun10 |
100618 |
491.00 |
491.00 |
490.90 |
490.90 |
+10.55 |
60 |
107 |
-4 |
Sep10 |
100618 |
482.00 |
495.90 |
475.00 |
491.40 |
+10.15 |
1,206 |
21,079 |
+131 |
Dec10 |
100618 |
485.10 |
493.90 |
484.20 |
492.30 |
+10.00 |
2 |
383 |
+1 |
Total Volume and Open Interest |
1,271 |
21,636 |
+127 |
Copper(CMX) |
Jul10 |
100618 |
292.65 |
292.90 |
284.45 |
288.40 |
-2.15 |
25,976 |
33,456 |
-3,654 |
Sep10 |
100618 |
294.60 |
294.65 |
286.30 |
290.15 |
-2.25 |
9,198 |
61,924 |
+2,544 |
Dec10 |
100618 |
293.10 |
294.80 |
288.95 |
292.45 |
-2.30 |
607 |
17,733 |
+87 |
Mar11 |
100618 |
297.00 |
297.00 |
292.00 |
293.90 |
-2.25 |
23 |
8,771 |
-1 |
May11 |
100618 |
294.50 |
294.75 |
294.50 |
294.75 |
-2.25 |
1 |
1,322 |
+0 |
Total Volume and Open Interest |
37,271 |
136,777 |
-488 |
DJIA Index(CBOT) |
Sep10 |
100618 |
10372 |
10410 |
10354 |
10373 |
-3 |
715 |
4,663 |
+133 |
Dec10 |
100618 |
10313 |
10318 |
10313 |
10313 |
-5 |
2 |
4 |
+1 |
Mar11 |
100618 |
10263 |
10267 |
10263 |
10263 |
-4 |
|
|
|
Jun11 |
100618 |
10205 |
10216 |
10205 |
10205 |
|
|
|
|
S & P 500(CME) |
Sep10 |
100618 |
1110.70 |
1116.50 |
1108.30 |
1110.20 |
-1.50 |
47,245 |
288,404 |
+23,473 |
Dec10 |
100618 |
1105.90 |
1111.80 |
1105.30 |
1105.90 |
-1.40 |
113 |
4,477 |
+98 |
Mar11 |
100618 |
1102.00 |
1107.90 |
1101.40 |
1102.00 |
-1.40 |
0 |
476 |
+0 |
Jun11 |
100618 |
1099.00 |
1104.90 |
1098.40 |
1099.00 |
-1.40 |
0 |
45 |
+0 |
Total Volume and Open Interest |
88,817 |
454,286 |
+7,264 |
S & P 500 E-Mini(Globex) |
Sep10 |
100618 |
1111.50 |
1116.75 |
1108.25 |
1110.25 |
-1.50 |
2,522,048 |
2,425,040 |
+225,958 |
Dec10 |
100618 |
1105.50 |
1111.75 |
1104.50 |
1106.00 |
-1.25 |
131 |
4,297 |
-3 |
Total Volume and Open Interest |
3,111,622 |
3,515,129 |
+88,693 |
NASDAQ 100(CME) |
Sep10 |
100618 |
1909.00 |
1925.00 |
1905.00 |
1909.50 |
unch |
2,896 |
7,224 |
+1,854 |
Dec10 |
100618 |
1907.80 |
1915.00 |
1906.50 |
1907.80 |
+1.30 |
0 |
1 |
+0 |
Mar11 |
100618 |
1905.30 |
1905.30 |
1904.00 |
1905.30 |
+1.30 |
|
|
|
Total Volume and Open Interest |
5,317 |
32,833 |
+2,705 |
NASDAQ 100 E-Mini(Globex) |
Sep10 |
100618 |
1910.00 |
1924.80 |
1905.00 |
1909.50 |
unch |
357,551 |
266,076 |
+54,693 |
Dec10 |
100618 |
1910.00 |
1925.00 |
1904.50 |
1907.80 |
+1.30 |
22 |
38 |
+0 |
Total Volume and Open Interest |
436,581 |
483,653 |
+25,158 |
S & P Midcap 400(CME) |
Sep10 |
100618 |
776.00 |
776.00 |
768.50 |
768.90 |
-5.70 |
55 |
1,088 |
-65 |
Dec10 |
100618 |
766.90 |
767.60 |
766.90 |
766.90 |
-5.70 |
|
|
|
Mar11 |
100618 |
764.90 |
765.60 |
764.90 |
764.90 |
-5.70 |
|
|
|
Total Volume and Open Interest |
470 |
5,322 |
-206 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100618 |
10050 |
10075 |
10005 |
10040 |
-40 |
7,195 |
29,662 |
-910 |
Dec10 |
100618 |
10040 |
10080 |
10040 |
10040 |
-40 |
|
|
|
Total Volume and Open Interest |
7,195 |
29,662 |
-910 |
Nikkei 225(SGX) |
Sep10 |
100618 |
9995 |
10100 |
9945 |
9990 |
-15 |
94,536 |
134,321 |
-2,913 |
Dec10 |
100618 |
9945 |
9945 |
9945 |
9945 |
-10 |
12 |
1,777 |
+0 |
Mar11 |
100618 |
9940 |
9940 |
9940 |
9940 |
-15 |
0 |
41 |
+0 |
Total Volume and Open Interest |
94,996 |
149,141 |
-2,663 |
CAC 40(EURONEXT) |
Jun10 |
100618 |
3694.0 |
3705.5 |
3663.0 |
3677.5 |
-6.0 |
280,705 |
437,531 |
-106,323 |
Jul10 |
100618 |
3692.5 |
3701.5 |
3658.5 |
3682.0 |
+2.5 |
150,752 |
276,885 |
+120,675 |
Aug10 |
100618 |
3682.0 |
3682.5 |
3660.0 |
3682.5 |
+2.5 |
44 |
725 |
-31 |
Total Volume and Open Interest |
440,593 |
753,612 |
+23,256 |
Hang Seng Index(HKFE) |
Jun10 |
100618 |
20173 |
20382 |
20128 |
20379 |
+187 |
54,917 |
77,861 |
-439 |
Jul10 |
100618 |
20070 |
20327 |
20070 |
20325 |
+190 |
782 |
2,308 |
+208 |
Total Volume and Open Interest |
55,986 |
82,733 |
-225 |
DAX(EUREX) |
Jun10 |
100618 |
6232.5 |
6258.0 |
6188.5 |
6223.5 |
+5.0 |
193,412 |
98,765 |
-39,457 |
Sep10 |
100618 |
6240.0 |
6263.5 |
6193.5 |
6222.5 |
-1.5 |
70,567 |
112,005 |
+35,803 |
Dec10 |
100618 |
6245.5 |
6270.0 |
6207.5 |
6229.5 |
-2.0 |
8,995 |
8,296 |
+1,182 |
Total Volume and Open Interest |
272,974 |
219,066 |
-2,472 |
FT-SE 100(EURONEXT) |
Jun10 |
100618 |
5261.50 |
5297.50 |
5255.00 |
5287.00 |
+38.50 |
319,309 |
165,544 |
-256,037 |
Sep10 |
100618 |
5223.00 |
5263.50 |
5202.00 |
5216.00 |
-1.00 |
221,525 |
592,272 |
+128,850 |
Dec10 |
100618 |
5215.00 |
5216.00 |
5194.00 |
5194.00 |
-1.00 |
2,627 |
6,712 |
+2,490 |
Total Volume and Open Interest |
543,471 |
765,425 |
-124,687 |
SPI 200(SFE) |
Jun10 |
100617 |
4556.0 |
4579.0 |
4534.0 |
4553.0 |
-7.0 |
96,984 |
152,759 |
-89,413 |
Sep10 |
100618 |
4528.0 |
4566.0 |
4511.0 |
4560.0 |
+28.0 |
31,241 |
199,138 |
+3,809 |
Dec10 |
100618 |
4580.0 |
4580.0 |
4580.0 |
4580.0 |
+27.0 |
28 |
3,014 |
+3 |
Total Volume and Open Interest |
42,205 |
280,539 |
-72,230 |
GSCI(CME) |
Jul10 |
100618 |
511.25 |
513.50 |
507.00 |
511.25 |
+0.45 |
433 |
16,630 |
+91 |
Aug10 |
100618 |
514.00 |
515.00 |
510.00 |
514.00 |
unch |
2 |
0 |
+0 |
Sep10 |
100618 |
517.00 |
518.00 |
514.00 |
517.00 |
unch |
2 |
0 |
+0 |
Total Volume and Open Interest |
437 |
16,630 |
+91 |
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. |
|
|