|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed June 23, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100623 |
964.25 |
966.25 |
956.50 |
958.00 |
-7.50 |
48,323 |
88,723 |
-8,672 |
| Aug10 |
100623 |
956.00 |
957.50 |
945.25 |
946.00 |
-12.00 |
16,697 |
41,925 |
+1,987 |
| Sep10 |
100623 |
940.00 |
941.00 |
929.00 |
930.00 |
-12.50 |
4,183 |
14,299 |
-55 |
| Nov10 |
100623 |
934.50 |
935.75 |
921.00 |
923.50 |
-12.50 |
60,128 |
237,854 |
+5,118 |
| Jan11 |
100623 |
939.75 |
944.50 |
931.75 |
932.75 |
-12.25 |
2,223 |
28,814 |
+316 |
| Mar11 |
100623 |
945.00 |
949.00 |
937.00 |
937.75 |
-11.25 |
927 |
8,891 |
+346 |
| May11 |
100623 |
945.00 |
945.00 |
937.25 |
938.75 |
-10.50 |
1,051 |
9,818 |
+477 |
| Total Volume and Open Interest |
135,831 |
461,917 |
-510 |
| Soybean Meal(CBOT) |
| Jul10 |
100623 |
290.50 |
299.50 |
287.90 |
289.30 |
-1.40 |
38,186 |
44,183 |
-6,594 |
| Aug10 |
100623 |
283.10 |
283.40 |
278.90 |
279.50 |
-4.40 |
16,090 |
32,950 |
+1,365 |
| Sep10 |
100623 |
275.10 |
275.40 |
270.50 |
270.50 |
-5.60 |
6,808 |
19,780 |
+1,195 |
| Oct10 |
100623 |
264.00 |
266.40 |
261.70 |
262.30 |
-5.60 |
2,462 |
10,723 |
-65 |
| Dec10 |
100623 |
265.80 |
266.60 |
261.30 |
261.50 |
-5.40 |
27,986 |
69,922 |
+9,328 |
| Jan11 |
100623 |
266.50 |
267.50 |
262.10 |
262.10 |
-5.40 |
564 |
6,610 |
+139 |
| Mar11 |
100623 |
267.70 |
267.70 |
262.60 |
262.60 |
-5.10 |
569 |
5,231 |
+122 |
| May11 |
100623 |
264.60 |
266.10 |
261.50 |
261.50 |
-4.80 |
191 |
4,210 |
+75 |
| Total Volume and Open Interest |
93,596 |
199,628 |
+5,520 |
| Soybean Oil(CBOT) |
| Jul10 |
100623 |
37.91 |
37.98 |
37.58 |
37.59 |
-0.34 |
43,571 |
68,602 |
-11,757 |
| Aug10 |
100623 |
38.06 |
38.16 |
37.60 |
37.75 |
-0.35 |
22,927 |
48,551 |
+2,028 |
| Sep10 |
100623 |
38.20 |
38.31 |
37.88 |
37.94 |
-0.35 |
6,099 |
26,268 |
-922 |
| Oct10 |
100623 |
38.42 |
38.47 |
38.13 |
38.13 |
-0.35 |
3,231 |
13,153 |
-630 |
| Dec10 |
100623 |
38.83 |
38.97 |
38.52 |
38.54 |
-0.36 |
32,335 |
132,302 |
+3,153 |
| Jan11 |
100623 |
39.18 |
39.18 |
38.83 |
38.83 |
-0.36 |
742 |
7,134 |
-112 |
| Mar11 |
100623 |
39.31 |
39.33 |
39.12 |
39.12 |
-0.36 |
478 |
4,154 |
+200 |
| May11 |
100623 |
39.53 |
39.60 |
39.39 |
39.39 |
-0.35 |
102 |
2,863 |
+51 |
| Total Volume and Open Interest |
109,803 |
308,040 |
-8,031 |
| Canola(WCE) |
| Jul10 |
100623 |
425.0 |
433.3 |
425.0 |
431.7 |
+5.0 |
5,875 |
19,132 |
-5,085 |
| Nov10 |
100623 |
425.9 |
430.0 |
423.4 |
426.9 |
+1.7 |
11,306 |
123,458 |
+449 |
| Jan11 |
100623 |
423.2 |
429.5 |
423.2 |
427.2 |
+2.6 |
621 |
9,607 |
+120 |
| Mar11 |
100623 |
423.0 |
429.2 |
423.0 |
426.6 |
+3.7 |
120 |
4,825 |
+3 |
| May11 |
100623 |
423.2 |
427.8 |
422.7 |
425.1 |
+2.4 |
214 |
1,671 |
+0 |
| Total Volume and Open Interest |
18,557 |
160,917 |
-4,166 |
| Corn(CBOT) |
| Jul10 |
100623 |
351.25 |
351.75 |
345.75 |
346.50 |
-5.00 |
149,983 |
221,220 |
-17,491 |
| Sep10 |
100623 |
361.00 |
361.25 |
354.75 |
355.50 |
-5.50 |
65,562 |
344,191 |
+3,180 |
| Dec10 |
100623 |
372.00 |
372.25 |
365.00 |
365.50 |
-6.50 |
92,027 |
444,631 |
+10,464 |
| Mar11 |
100623 |
384.00 |
385.00 |
378.00 |
378.50 |
-6.50 |
5,854 |
66,383 |
+742 |
| May11 |
100623 |
393.50 |
393.50 |
387.25 |
387.75 |
-6.00 |
1,140 |
13,406 |
+178 |
| Jul11 |
100623 |
401.00 |
401.75 |
396.25 |
396.25 |
-5.50 |
1,957 |
42,498 |
+281 |
| Total Volume and Open Interest |
321,273 |
1,212,589 |
-2,560 |
| Wheat(CBOT) |
| Jul10 |
100623 |
459.75 |
468.50 |
458.25 |
462.25 |
+1.50 |
42,360 |
69,464 |
-9,493 |
| Sep10 |
100623 |
474.25 |
482.00 |
473.00 |
475.75 |
unch |
34,330 |
194,459 |
+2,781 |
| Dec10 |
100623 |
502.50 |
509.00 |
501.25 |
502.50 |
-1.75 |
17,529 |
105,820 |
+544 |
| Mar11 |
100623 |
534.00 |
539.25 |
532.75 |
533.00 |
-2.50 |
2,580 |
29,688 |
-138 |
| May11 |
100623 |
551.25 |
555.75 |
549.50 |
549.50 |
-3.00 |
1,578 |
8,874 |
-563 |
| Total Volume and Open Interest |
102,205 |
482,220 |
-7,233 |
| Wheat(KCBT) |
| Jul10 |
100623 |
493.00 |
501.00 |
492.25 |
495.00 |
+1.00 |
10,412 |
26,539 |
-3,125 |
| Sep10 |
100623 |
504.75 |
512.00 |
503.75 |
506.25 |
+0.75 |
6,722 |
43,867 |
+841 |
| Dec10 |
100623 |
522.50 |
529.25 |
521.25 |
523.25 |
+0.25 |
4,409 |
45,936 |
-86 |
| Mar11 |
100623 |
539.25 |
545.50 |
539.25 |
539.50 |
-0.25 |
994 |
16,595 |
+20 |
| May11 |
100623 |
551.00 |
556.25 |
549.75 |
550.50 |
-0.25 |
861 |
6,114 |
-586 |
| Total Volume and Open Interest |
25,788 |
171,818 |
-3,218 |
| Wheat(MGE) |
| Jul10 |
100623 |
534.50 |
541.00 |
530.25 |
532.25 |
-2.50 |
2,660 |
8,060 |
+80 |
| Sep10 |
100623 |
544.00 |
552.00 |
541.50 |
543.25 |
-2.25 |
3,037 |
14,190 |
+24 |
| Dec10 |
100623 |
559.00 |
568.00 |
557.00 |
559.00 |
-2.00 |
1,003 |
13,366 |
-80 |
| Mar11 |
100623 |
579.50 |
583.50 |
574.50 |
575.00 |
-2.75 |
555 |
4,957 |
+217 |
| May11 |
100623 |
586.00 |
593.00 |
584.25 |
585.00 |
-2.00 |
50 |
1,234 |
-2 |
| Total Volume and Open Interest |
7,592 |
49,692 |
+175 |
| Oats(CBOT) |
| Jul10 |
100623 |
277.25 |
279.75 |
269.50 |
275.00 |
-3.00 |
834 |
4,288 |
-363 |
| Sep10 |
100623 |
282.00 |
285.25 |
275.00 |
279.50 |
-3.00 |
478 |
4,698 |
+95 |
| Dec10 |
100623 |
278.50 |
284.00 |
273.25 |
277.00 |
-2.00 |
937 |
5,936 |
-131 |
| Mar11 |
100623 |
285.00 |
285.00 |
281.00 |
283.00 |
-2.00 |
7 |
680 |
+3 |
| Total Volume and Open Interest |
2,256 |
15,603 |
-396 |
| Rough Rice(CBOT) |
| Jul10 |
100623 |
10.80 |
10.85 |
10.56 |
10.56 |
-0.28 |
417 |
4,325 |
-233 |
| Sep10 |
100623 |
10.78 |
10.84 |
10.53 |
10.54 |
-0.30 |
443 |
6,791 |
+178 |
| Nov10 |
100623 |
10.88 |
11.05 |
10.75 |
10.76 |
-0.27 |
216 |
2,063 |
+17 |
| Jan11 |
100623 |
11.30 |
11.31 |
11.05 |
11.05 |
-0.26 |
6 |
476 |
-1 |
| Total Volume and Open Interest |
1,220 |
14,988 |
+57 |
| Live Cattle(CME) |
| Jun10 |
100623 |
90.300 |
90.500 |
89.950 |
90.250 |
-0.050 |
2,720 |
8,544 |
-1,129 |
| Aug10 |
100623 |
88.800 |
89.035 |
88.385 |
88.500 |
-0.300 |
17,854 |
138,912 |
+536 |
| Oct10 |
100623 |
90.330 |
90.430 |
89.900 |
90.135 |
-0.265 |
9,325 |
92,590 |
+483 |
| Dec10 |
100623 |
92.500 |
92.680 |
92.150 |
92.450 |
-0.100 |
3,064 |
47,505 |
-117 |
| Feb11 |
100623 |
93.900 |
94.135 |
93.730 |
93.950 |
-0.250 |
1,472 |
21,076 |
+425 |
| Apr11 |
100623 |
95.700 |
95.800 |
95.350 |
95.600 |
-0.185 |
808 |
11,753 |
+103 |
| Total Volume and Open Interest |
35,588 |
325,826 |
+498 |
| Feeder Cattle(CME) |
| Aug10 |
100623 |
111.550 |
112.480 |
111.430 |
111.900 |
+0.070 |
2,108 |
22,242 |
+190 |
| Sep10 |
100623 |
111.500 |
112.400 |
111.385 |
112.035 |
+0.285 |
370 |
5,496 |
-13 |
| Oct10 |
100623 |
111.400 |
112.180 |
111.300 |
111.785 |
+0.055 |
312 |
4,442 |
+98 |
| Nov10 |
100623 |
110.850 |
111.635 |
110.700 |
111.330 |
+0.100 |
116 |
1,540 |
+73 |
| Jan11 |
100623 |
110.000 |
110.050 |
109.550 |
110.035 |
+0.035 |
31 |
574 |
+8 |
| Mar11 |
100623 |
109.500 |
109.500 |
109.500 |
109.500 |
unch |
1 |
82 |
+1 |
| Apr11 |
100623 |
109.200 |
109.200 |
109.200 |
109.200 |
unch |
7 |
19 |
+6 |
| Total Volume and Open Interest |
2,950 |
34,401 |
+366 |
| Lean Hogs(CME) |
| Jul10 |
100623 |
81.750 |
81.980 |
81.100 |
81.450 |
-0.500 |
9,386 |
25,305 |
-1,486 |
| Aug10 |
100623 |
84.500 |
84.900 |
83.700 |
84.230 |
-0.270 |
12,183 |
76,440 |
+1,913 |
| Oct10 |
100623 |
76.725 |
77.250 |
76.250 |
77.000 |
+0.050 |
3,741 |
41,552 |
+505 |
| Dec10 |
100623 |
72.830 |
73.250 |
72.285 |
72.930 |
+0.080 |
2,607 |
27,635 |
-1,125 |
| Feb11 |
100623 |
73.580 |
74.000 |
73.000 |
73.700 |
-0.250 |
690 |
10,482 |
+260 |
| Apr11 |
100623 |
74.150 |
74.150 |
73.330 |
73.900 |
-0.250 |
848 |
4,818 |
+193 |
| May11 |
100623 |
76.800 |
77.250 |
76.800 |
76.800 |
-0.300 |
0 |
176 |
+0 |
| Jun11 |
100623 |
80.475 |
80.475 |
79.635 |
80.200 |
+0.065 |
298 |
1,315 |
+179 |
| Total Volume and Open Interest |
29,768 |
188,141 |
+451 |
| Pork Bellies(CME) |
| Jul10 |
100623 |
101.000 |
101.000 |
99.400 |
99.980 |
-0.470 |
1 |
78 |
+0 |
| Aug10 |
100623 |
96.750 |
96.750 |
96.750 |
96.750 |
unch |
0 |
26 |
+0 |
| Feb11 |
100623 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
4 |
+0 |
| Mar11 |
100623 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100623 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
1 |
109 |
+0 |
| Class III Milk(CME) |
| Jun10 |
100623 |
13.60 |
13.60 |
13.56 |
13.57 |
+0.01 |
2 |
4,430 |
-1 |
| Jul10 |
100623 |
13.22 |
13.29 |
13.18 |
13.25 |
+0.07 |
208 |
4,429 |
-72 |
| Aug10 |
100623 |
13.56 |
13.63 |
13.55 |
13.59 |
+0.02 |
248 |
4,514 |
+56 |
| Sep10 |
100623 |
14.25 |
14.35 |
14.22 |
14.31 |
+0.06 |
222 |
4,038 |
+84 |
| Oct10 |
100623 |
14.53 |
14.65 |
14.45 |
14.58 |
+0.06 |
137 |
3,540 |
+55 |
| Total Volume and Open Interest |
984 |
28,764 |
+175 |
| Cocoa(ICE) |
| Jul10 |
100623 |
3010 |
3045 |
2992 |
3040 |
+8 |
30 |
274 |
-17 |
| Sep10 |
100623 |
3055 |
3070 |
3011 |
3063 |
+8 |
3,460 |
57,714 |
-349 |
| Dec10 |
100623 |
3062 |
3083 |
3030 |
3076 |
+5 |
728 |
21,015 |
+135 |
| Mar11 |
100623 |
3083 |
3098 |
3060 |
3089 |
+6 |
427 |
16,829 |
+549 |
| May11 |
100623 |
3092 |
3098 |
3070 |
3096 |
+3 |
83 |
7,352 |
+52 |
| Jul11 |
100623 |
3102 |
3105 |
3098 |
3105 |
+4 |
30 |
3,742 |
+30 |
| Sep11 |
100623 |
3117 |
3117 |
3117 |
3117 |
+8 |
0 |
1,418 |
+0 |
| Total Volume and Open Interest |
4,760 |
113,471 |
+400 |
| Coffee "C"(ICE) |
| Jul10 |
100623 |
159.35 |
159.85 |
157.50 |
158.60 |
-0.50 |
3,812 |
1,285 |
-3,762 |
| Sep10 |
100623 |
160.30 |
161.45 |
158.85 |
160.50 |
-0.25 |
18,337 |
92,259 |
+3,220 |
| Dec10 |
100623 |
160.40 |
161.40 |
159.20 |
160.55 |
-0.30 |
3,853 |
40,405 |
+262 |
| Mar11 |
100623 |
159.85 |
160.75 |
158.80 |
159.95 |
-0.30 |
1,063 |
16,214 |
+600 |
| May11 |
100623 |
159.00 |
160.00 |
158.15 |
159.10 |
-0.50 |
143 |
5,593 |
+2 |
| Jul11 |
100623 |
158.10 |
158.80 |
157.80 |
158.80 |
-0.25 |
50 |
2,718 |
+38 |
| Total Volume and Open Interest |
27,303 |
159,676 |
+394 |
| Orange Juice(ICE) |
| Jul10 |
100623 |
139.95 |
142.10 |
139.75 |
140.75 |
+0.80 |
1,488 |
4,631 |
-920 |
| Sep10 |
100623 |
142.10 |
143.95 |
141.45 |
142.35 |
+0.25 |
1,439 |
19,236 |
+588 |
| Nov10 |
100623 |
142.45 |
143.75 |
141.95 |
142.80 |
+0.20 |
112 |
3,540 |
+49 |
| Jan11 |
100623 |
142.95 |
143.40 |
142.95 |
143.40 |
+0.40 |
25 |
1,287 |
+12 |
| Mar11 |
100623 |
144.15 |
144.15 |
144.15 |
144.15 |
+0.40 |
1 |
190 |
+1 |
| May11 |
100623 |
144.35 |
144.35 |
144.35 |
144.35 |
+0.40 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
3,065 |
29,237 |
-270 |
| Sugar #11(ICE) |
| Jul10 |
100623 |
16.16 |
16.74 |
16.10 |
16.25 |
+0.04 |
18,354 |
74,505 |
-6,747 |
| Oct10 |
100623 |
15.76 |
16.35 |
15.63 |
15.81 |
-0.11 |
51,664 |
252,376 |
+2,466 |
| Mar11 |
100623 |
16.61 |
16.94 |
16.27 |
16.37 |
-0.24 |
14,253 |
120,587 |
+845 |
| May11 |
100623 |
16.38 |
16.72 |
16.14 |
16.22 |
-0.22 |
2,601 |
27,558 |
+162 |
| Jul11 |
100623 |
16.33 |
16.59 |
16.02 |
16.12 |
-0.28 |
2,762 |
59,102 |
+762 |
| Total Volume and Open Interest |
91,670 |
612,125 |
-2,226 |
| London Cocoa(LCE) |
| Jul10 |
100623 |
2511 |
2518 |
2486 |
2500 |
-16 |
2,381 |
53,019 |
+48 |
| Sep10 |
100623 |
2401 |
2408 |
2373 |
2400 |
-5 |
3,147 |
36,192 |
+117 |
| Dec10 |
100623 |
2285 |
2290 |
2257 |
2270 |
-15 |
2,671 |
28,124 |
+1,535 |
| Mar11 |
100623 |
2245 |
2247 |
2219 |
2234 |
-9 |
331 |
24,655 |
+151 |
| May11 |
100623 |
2229 |
2229 |
2219 |
2228 |
-12 |
0 |
6,253 |
+0 |
| Jul11 |
100623 |
2219 |
2225 |
2219 |
2225 |
-15 |
0 |
1,236 |
+0 |
| Sep11 |
100623 |
2223 |
2223 |
2223 |
2223 |
-15 |
0 |
1,993 |
+0 |
| Total Volume and Open Interest |
8,530 |
157,207 |
+1,851 |
| London Sugar(LCE) |
| Aug10 |
100623 |
524.90 |
534.10 |
520.60 |
522.60 |
-1.40 |
3,344 |
23,789 |
-91 |
| Oct10 |
100623 |
468.20 |
477.00 |
463.50 |
464.90 |
-2.50 |
1,646 |
24,925 |
+598 |
| Dec10 |
100623 |
448.20 |
457.00 |
445.90 |
446.00 |
-2.20 |
446 |
9,018 |
+183 |
| Mar11 |
100623 |
452.00 |
460.60 |
447.40 |
449.00 |
-3.70 |
494 |
5,795 |
+252 |
| May11 |
100623 |
454.40 |
461.90 |
450.50 |
450.50 |
-4.20 |
117 |
2,301 |
+48 |
| Total Volume and Open Interest |
6,185 |
66,980 |
+1,050 |
| Cotton(ICE) |
| Jul10 |
100623 |
82.61 |
84.45 |
82.21 |
84.45 |
+1.99 |
2,415 |
8,238 |
-1,585 |
| Oct10 |
100623 |
79.10 |
80.57 |
78.04 |
79.56 |
+0.17 |
270 |
1,762 |
+106 |
| Dec10 |
100623 |
79.16 |
79.57 |
77.48 |
78.16 |
-1.05 |
7,802 |
126,524 |
+282 |
| Mar11 |
100623 |
80.25 |
80.60 |
78.52 |
79.10 |
-1.18 |
693 |
21,359 |
+401 |
| May11 |
100623 |
80.77 |
80.79 |
79.19 |
79.48 |
-1.17 |
10 |
764 |
-2 |
| Jul11 |
100623 |
80.90 |
80.90 |
79.25 |
79.71 |
-1.15 |
70 |
6,068 |
+549 |
| Total Volume and Open Interest |
11,262 |
166,376 |
-248 |
| Lumber(CME) |
| Jul10 |
100623 |
180.8 |
181.7 |
175.2 |
177.9 |
-5.7 |
406 |
2,501 |
-93 |
| Sep10 |
100623 |
187.8 |
189.9 |
183.0 |
187.0 |
-5.0 |
624 |
5,175 |
+124 |
| Nov10 |
100623 |
194.2 |
196.5 |
187.2 |
192.1 |
-5.1 |
95 |
1,508 |
-8 |
| Jan11 |
100623 |
214.0 |
215.0 |
211.0 |
215.0 |
-6.0 |
8 |
137 |
+4 |
| Total Volume and Open Interest |
1,133 |
9,333 |
+27 |
| Crude Oil(NYM) |
| Aug10 |
100623 |
77.52 |
77.83 |
75.17 |
76.35 |
-1.50 |
285,720 |
310,548 |
+14,938 |
| Sep10 |
100623 |
78.41 |
78.70 |
76.00 |
77.03 |
-1.63 |
60,352 |
143,921 |
+888 |
| Oct10 |
100623 |
79.10 |
79.43 |
76.75 |
77.65 |
-1.71 |
19,807 |
56,809 |
+157 |
| Nov10 |
100623 |
79.50 |
79.99 |
77.50 |
78.28 |
-1.72 |
8,229 |
39,806 |
-344 |
| Dec10 |
100623 |
80.30 |
80.60 |
78.06 |
78.82 |
-1.73 |
30,164 |
202,534 |
+164 |
| Jan11 |
100623 |
80.50 |
80.90 |
78.45 |
79.22 |
-1.74 |
3,266 |
37,527 |
+365 |
| Feb11 |
100623 |
80.70 |
80.70 |
79.00 |
79.59 |
-1.75 |
1,324 |
15,205 |
+94 |
| Mar11 |
100623 |
81.53 |
81.53 |
79.12 |
79.96 |
-1.76 |
1,536 |
21,415 |
+95 |
| Apr11 |
100623 |
82.01 |
82.01 |
79.73 |
80.31 |
-1.78 |
1,597 |
12,331 |
+521 |
| May11 |
100623 |
80.77 |
80.77 |
80.48 |
80.66 |
-1.78 |
1,133 |
7,590 |
+54 |
| Jun11 |
100623 |
82.85 |
82.85 |
80.26 |
80.99 |
-1.79 |
2,987 |
43,736 |
-731 |
| Jul11 |
100623 |
82.94 |
82.94 |
81.29 |
81.29 |
-1.79 |
449 |
23,407 |
+160 |
| Aug11 |
100623 |
82.91 |
83.67 |
81.47 |
81.47 |
-1.78 |
289 |
7,264 |
-11 |
| Sep11 |
100623 |
81.63 |
81.63 |
81.63 |
81.63 |
-1.77 |
158 |
8,101 |
+13 |
| Oct11 |
100623 |
81.79 |
81.79 |
81.79 |
81.79 |
-1.77 |
68 |
5,431 |
-42 |
| Nov11 |
100623 |
81.98 |
81.98 |
81.98 |
81.98 |
-1.76 |
73 |
9,766 |
+13 |
| Total Volume and Open Interest |
551,377 |
1,271,814 |
-11,683 |
| e-miNY Crude Oil(NYM) |
| Jun10 |
100519 |
69.025 |
70.025 |
67.625 |
69.875 |
+0.475 |
9,007 |
3,745 |
-1,490 |
| Jul10 |
100621 |
77.900 |
78.900 |
76.925 |
77.825 |
+0.650 |
10,868 |
3,931 |
+130 |
| Aug10 |
100623 |
77.550 |
77.825 |
75.175 |
76.350 |
-1.500 |
7,981 |
1,863 |
+286 |
| Sep10 |
100623 |
78.500 |
78.625 |
76.150 |
77.025 |
-1.625 |
189 |
519 |
+20 |
| Oct10 |
100623 |
79.050 |
79.050 |
77.250 |
77.650 |
-1.700 |
10 |
158 |
+3 |
| Nov10 |
100623 |
79.525 |
79.525 |
78.275 |
78.275 |
-1.725 |
2 |
19 |
-1 |
| Dec10 |
100623 |
80.250 |
80.250 |
78.275 |
78.825 |
-1.725 |
6 |
104 |
+3 |
| Jan11 |
100623 |
79.225 |
79.225 |
79.225 |
79.225 |
-1.725 |
0 |
1 |
+0 |
| Feb11 |
100623 |
79.600 |
79.600 |
79.600 |
79.600 |
-1.750 |
|
|
|
| Mar11 |
100623 |
79.950 |
79.950 |
79.950 |
79.950 |
-1.775 |
|
|
|
| Total Volume and Open Interest |
8,188 |
2,720 |
-2,806 |
| Heating Oil(NYM) |
| Jul10 |
100623 |
212.00 |
212.00 |
205.01 |
206.84 |
-4.45 |
30,592 |
39,105 |
-3,905 |
| Aug10 |
100623 |
213.83 |
213.83 |
206.79 |
208.65 |
-4.42 |
31,620 |
69,895 |
+2,349 |
| Sep10 |
100623 |
214.55 |
215.84 |
209.23 |
211.09 |
-4.31 |
9,400 |
42,001 |
+393 |
| Oct10 |
100623 |
216.35 |
216.37 |
211.77 |
213.59 |
-4.31 |
3,234 |
24,262 |
+1 |
| Nov10 |
100623 |
220.20 |
220.20 |
214.35 |
216.01 |
-4.33 |
1,298 |
18,516 |
+12 |
| Dec10 |
100623 |
222.58 |
222.88 |
216.60 |
218.42 |
-4.32 |
7,631 |
38,647 |
+681 |
| Jan11 |
100623 |
219.45 |
221.78 |
219.24 |
220.86 |
-4.26 |
2,330 |
21,177 |
+286 |
| Feb11 |
100623 |
224.00 |
224.00 |
220.50 |
222.31 |
-4.20 |
916 |
9,727 |
+93 |
| Mar11 |
100623 |
221.94 |
224.00 |
221.25 |
222.75 |
-4.19 |
589 |
8,763 |
+94 |
| Apr11 |
100623 |
221.12 |
222.01 |
221.00 |
222.01 |
-4.18 |
237 |
5,077 |
+9 |
| May11 |
100623 |
221.57 |
221.57 |
221.57 |
221.57 |
-4.15 |
235 |
4,269 |
+92 |
| Jun11 |
100623 |
225.87 |
226.00 |
220.40 |
221.73 |
-4.14 |
1,004 |
19,096 |
+237 |
| Total Volume and Open Interest |
90,437 |
320,881 |
+427 |
| Gasoline(NYMEX) |
| Jul10 |
100623 |
212.80 |
213.29 |
206.66 |
208.23 |
-5.12 |
32,756 |
40,143 |
-5,221 |
| Aug10 |
100623 |
211.81 |
212.65 |
205.85 |
207.74 |
-4.88 |
35,127 |
66,870 |
+2,680 |
| Sep10 |
100623 |
211.29 |
211.69 |
205.52 |
207.22 |
-4.82 |
16,762 |
51,399 |
+971 |
| Oct10 |
100623 |
199.43 |
199.43 |
194.84 |
196.37 |
-4.79 |
6,453 |
22,836 |
+110 |
| Nov10 |
100623 |
199.43 |
199.45 |
194.00 |
195.51 |
-4.71 |
2,246 |
21,462 |
-320 |
| Dec10 |
100623 |
200.00 |
200.61 |
194.55 |
196.05 |
-4.66 |
3,382 |
15,352 |
-272 |
| Jan11 |
100623 |
197.89 |
198.16 |
197.69 |
197.89 |
-4.64 |
578 |
6,281 |
+52 |
| Feb11 |
100623 |
200.01 |
200.01 |
200.01 |
200.01 |
-4.63 |
70 |
1,975 |
-22 |
| Mar11 |
100623 |
202.24 |
202.84 |
202.24 |
202.24 |
-4.59 |
387 |
2,624 |
-61 |
| Apr11 |
100623 |
214.34 |
214.34 |
214.34 |
214.34 |
-4.64 |
374 |
3,406 |
+49 |
| Total Volume and Open Interest |
98,349 |
246,174 |
-1,963 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100623 |
208.20 |
208.23 |
208.20 |
208.20 |
-5.20 |
0 |
2 |
+0 |
| Aug10 |
100623 |
207.70 |
207.74 |
207.70 |
207.70 |
-4.90 |
0 |
2 |
+0 |
| Sep10 |
100623 |
207.20 |
207.22 |
207.20 |
207.20 |
-4.80 |
|
|
|
| Oct10 |
100623 |
196.40 |
196.40 |
196.37 |
196.40 |
-4.80 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
11 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100623 |
4.777 |
4.878 |
4.746 |
4.804 |
+0.048 |
126,783 |
57,460 |
-19,996 |
| Aug10 |
100623 |
4.810 |
4.923 |
4.791 |
4.853 |
+0.059 |
53,707 |
127,966 |
+3,847 |
| Sep10 |
100623 |
4.882 |
4.962 |
4.837 |
4.895 |
+0.058 |
19,296 |
134,406 |
+1,429 |
| Oct10 |
100623 |
4.956 |
5.025 |
4.915 |
4.968 |
+0.061 |
24,477 |
102,231 |
+2,350 |
| Nov10 |
100623 |
5.155 |
5.260 |
5.155 |
5.220 |
+0.074 |
6,239 |
33,470 |
+368 |
| Dec10 |
100623 |
5.422 |
5.532 |
5.422 |
5.514 |
+0.092 |
6,720 |
38,608 |
+561 |
| Jan11 |
100623 |
5.601 |
5.712 |
5.600 |
5.691 |
+0.092 |
12,983 |
53,275 |
+927 |
| Feb11 |
100623 |
5.538 |
5.651 |
5.538 |
5.628 |
+0.090 |
2,861 |
19,529 |
+193 |
| Mar11 |
100623 |
5.507 |
5.548 |
5.470 |
5.524 |
+0.089 |
8,082 |
53,999 |
-85 |
| Apr11 |
100623 |
5.222 |
5.274 |
5.205 |
5.251 |
+0.071 |
5,680 |
41,226 |
+129 |
| May11 |
100623 |
5.190 |
5.284 |
5.190 |
5.261 |
+0.070 |
699 |
18,875 |
+81 |
| Jun11 |
100623 |
5.229 |
5.340 |
5.220 |
5.306 |
+0.073 |
763 |
8,768 |
-36 |
| Jul11 |
100623 |
5.342 |
5.370 |
5.339 |
5.361 |
+0.073 |
610 |
5,856 |
+282 |
| Aug11 |
100623 |
5.400 |
5.415 |
5.396 |
5.406 |
+0.073 |
105 |
5,496 |
-1 |
| Sep11 |
100623 |
5.448 |
5.448 |
5.420 |
5.438 |
+0.073 |
98 |
5,559 |
-3 |
| Oct11 |
100623 |
5.490 |
5.560 |
5.477 |
5.523 |
+0.075 |
806 |
19,063 |
-206 |
| Total Volume and Open Interest |
270,631 |
832,814 |
-10,033 |
| Brent Crude Oil(ICE) |
| Aug10 |
100623 |
77.99 |
78.18 |
75.54 |
76.27 |
-1.77 |
137,853 |
216,262 |
-7,442 |
| Sep10 |
100623 |
78.24 |
78.60 |
76.00 |
76.68 |
-1.79 |
69,380 |
125,390 |
+10,604 |
| Oct10 |
100623 |
78.72 |
79.00 |
76.60 |
77.14 |
-1.79 |
26,497 |
49,173 |
+2,366 |
| Nov10 |
100623 |
79.38 |
79.46 |
77.07 |
77.62 |
-1.77 |
9,940 |
22,158 |
-1,259 |
| Dec10 |
100623 |
79.55 |
79.95 |
77.54 |
78.09 |
-1.76 |
20,827 |
112,454 |
+2,875 |
| Jan11 |
100623 |
80.25 |
80.25 |
78.37 |
78.55 |
-1.75 |
2,497 |
24,332 |
-254 |
| Feb11 |
100623 |
80.69 |
80.69 |
78.73 |
79.02 |
-1.73 |
1,358 |
15,652 |
+163 |
| Mar11 |
100623 |
81.16 |
81.16 |
79.12 |
79.48 |
-1.73 |
588 |
10,600 |
-110 |
| Apr11 |
100623 |
81.61 |
81.61 |
79.58 |
79.92 |
-1.72 |
534 |
6,920 |
+172 |
| May11 |
100623 |
80.33 |
80.33 |
80.33 |
80.33 |
-1.71 |
309 |
15,126 |
-55 |
| Jun11 |
100623 |
82.33 |
82.51 |
80.31 |
80.71 |
-1.71 |
2,607 |
24,509 |
+303 |
| Jul11 |
100623 |
81.05 |
81.05 |
81.05 |
81.05 |
-1.73 |
477 |
7,948 |
-40 |
| Aug11 |
100623 |
81.33 |
81.33 |
81.33 |
81.33 |
-1.74 |
181 |
3,610 |
+29 |
| Sep11 |
100623 |
81.55 |
81.55 |
81.55 |
81.55 |
-1.75 |
88 |
3,378 |
+5 |
| Total Volume and Open Interest |
277,733 |
744,164 |
+8,433 |
| Gas Oil(ICE) |
| Jul10 |
100623 |
673.00 |
677.25 |
656.25 |
658.50 |
-24.00 |
45,713 |
104,274 |
-5,607 |
| Aug10 |
100623 |
675.00 |
679.25 |
658.50 |
660.75 |
-24.00 |
54,314 |
92,033 |
+7,710 |
| Sep10 |
100623 |
679.75 |
681.75 |
661.75 |
664.50 |
-23.25 |
24,613 |
61,831 |
+1,565 |
| Oct10 |
100623 |
683.75 |
683.75 |
666.00 |
667.75 |
-23.00 |
6,794 |
39,659 |
-119 |
| Nov10 |
100623 |
684.50 |
685.75 |
669.50 |
671.00 |
-23.00 |
5,981 |
30,745 |
+1,371 |
| Dec10 |
100623 |
692.00 |
692.00 |
671.75 |
674.25 |
-23.00 |
13,263 |
96,809 |
-183 |
| Jan11 |
100623 |
685.75 |
685.75 |
676.50 |
678.25 |
-22.75 |
1,596 |
31,078 |
-114 |
| Feb11 |
100623 |
684.25 |
684.50 |
680.50 |
681.75 |
-22.75 |
2,104 |
17,237 |
-5 |
| Mar11 |
100623 |
687.00 |
687.00 |
685.00 |
685.00 |
-22.50 |
2,365 |
13,008 |
-117 |
| Apr11 |
100623 |
688.25 |
688.25 |
688.25 |
688.25 |
-22.00 |
1,493 |
13,954 |
+226 |
| Total Volume and Open Interest |
162,725 |
612,196 |
+5,492 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100623 |
1.580 |
1.580 |
1.567 |
1.568 |
-0.018 |
80 |
713 |
-31 |
| Aug10 |
100623 |
1.570 |
1.570 |
1.560 |
1.562 |
-0.022 |
86 |
1,424 |
+10 |
| Sep10 |
100623 |
1.555 |
1.555 |
1.542 |
1.545 |
-0.021 |
55 |
809 |
+2 |
| Oct10 |
100623 |
1.551 |
1.551 |
1.538 |
1.541 |
-0.022 |
36 |
903 |
+21 |
| Nov10 |
100623 |
1.561 |
1.570 |
1.550 |
1.550 |
-0.021 |
49 |
806 |
+18 |
| Dec10 |
100623 |
1.570 |
1.575 |
1.557 |
1.560 |
-0.019 |
55 |
1,760 |
+24 |
| Jan11 |
100623 |
1.575 |
1.581 |
1.565 |
1.567 |
-0.017 |
84 |
1,322 |
+84 |
| Total Volume and Open Interest |
553 |
11,942 |
+220 |
| US Dollar Index(ICE) |
| Sep10 |
100623 |
86.400 |
86.710 |
85.905 |
86.048 |
-0.360 |
18,978 |
31,670 |
+1,532 |
| Dec10 |
100623 |
87.000 |
87.000 |
86.357 |
86.357 |
-0.370 |
12 |
652 |
-2 |
| Mar11 |
100623 |
86.647 |
86.647 |
86.647 |
86.647 |
-0.370 |
|
|
|
| Total Volume and Open Interest |
18,990 |
32,322 |
+1,530 |
| Australian Dollar(CME) |
| Sep10 |
100623 |
86.35 |
86.99 |
85.79 |
86.54 |
+0.03 |
88,668 |
58,386 |
+820 |
| Dec10 |
100623 |
85.37 |
85.90 |
84.91 |
85.63 |
+0.06 |
94 |
383 |
+26 |
| Mar11 |
100623 |
84.76 |
84.76 |
84.66 |
84.76 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
88,762 |
58,779 |
+846 |
| British Pound(CME) |
| Sep10 |
100623 |
148.04 |
149.73 |
148.02 |
149.64 |
+1.52 |
80,443 |
122,210 |
+3,867 |
| Dec10 |
100623 |
148.39 |
149.65 |
148.13 |
149.65 |
+1.52 |
50 |
96 |
-3 |
| Mar11 |
100623 |
149.66 |
149.66 |
148.14 |
149.66 |
+1.52 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
80,493 |
122,309 |
+3,864 |
| Canadian Dollar(CME) |
| Sep10 |
100623 |
97.12 |
97.29 |
95.54 |
96.22 |
-0.93 |
80,897 |
84,088 |
+4,109 |
| Dec10 |
100623 |
96.93 |
97.02 |
95.47 |
96.13 |
-0.89 |
185 |
2,881 |
-11 |
| Mar11 |
100623 |
96.42 |
96.84 |
95.70 |
95.98 |
-0.86 |
2 |
314 |
+0 |
| Jun11 |
100623 |
95.35 |
96.62 |
95.35 |
95.82 |
-0.80 |
9 |
177 |
+8 |
| Total Volume and Open Interest |
81,093 |
87,474 |
+4,106 |
| Japanese Yen(CME) |
| Sep10 |
100623 |
110.65 |
111.60 |
110.53 |
111.47 |
+0.83 |
129,339 |
83,972 |
-4,687 |
| Dec10 |
100623 |
110.93 |
111.68 |
110.83 |
111.68 |
+0.85 |
90 |
176 |
+7 |
| Mar11 |
100623 |
111.92 |
111.92 |
111.06 |
111.92 |
+0.86 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
129,429 |
84,150 |
-4,680 |
| Swiss Franc(CME) |
| Sep10 |
100623 |
90.44 |
90.90 |
89.92 |
90.77 |
+0.33 |
32,914 |
44,737 |
+527 |
| Dec10 |
100623 |
90.43 |
90.98 |
90.43 |
90.98 |
+0.35 |
1 |
28 |
+1 |
| Mar11 |
100623 |
91.21 |
91.21 |
90.84 |
91.21 |
+0.37 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
32,915 |
44,768 |
+528 |
| EuroFX(CME) |
| Sep10 |
100623 |
122.78 |
123.52 |
122.16 |
123.29 |
+0.56 |
257,963 |
220,787 |
+2,623 |
| Dec10 |
100623 |
122.95 |
123.50 |
122.31 |
123.38 |
+0.56 |
282 |
690 |
+54 |
| Mar11 |
100623 |
123.47 |
123.47 |
122.89 |
123.47 |
+0.58 |
1 |
56 |
+0 |
| Total Volume and Open Interest |
258,246 |
221,537 |
+2,677 |
| Mexican Peso(CME) |
| Jul10 |
100623 |
789.8 |
794.2 |
789.8 |
789.8 |
-4.5 |
|
|
|
| Aug10 |
100623 |
786.8 |
791.2 |
786.8 |
786.8 |
-4.5 |
|
|
|
| Total Volume and Open Interest |
13,359 |
57,383 |
+2,391 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100623 |
124~160 |
125~240 |
124~160 |
125~110 |
+1~080 |
|
|
|
| Dec10 |
100623 |
123~100 |
124~020 |
123~100 |
123~300 |
+0~190 |
87 |
683 |
+30 |
| Mar11 |
100623 |
123~020 |
124~150 |
121~300 |
122~170 |
+0~190 |
|
|
|
| Total Volume and Open Interest |
266,901 |
622,255 |
-24,766 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100623 |
120~285 |
121~160 |
120~245 |
121~115 |
+0~145 |
924,787 |
1,671,872 |
-23,224 |
| Dec10 |
100623 |
119~290 |
120~110 |
119~250 |
120~110 |
+0~145 |
32 |
196 |
+28 |
| Mar11 |
100623 |
118~065 |
118~065 |
117~240 |
118~065 |
+0~145 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
924,819 |
1,672,089 |
-40,218 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100623 |
117~056 |
117~098 |
117~047 |
117~088 |
+0~031 |
438,221 |
907,770 |
-765 |
| Dec10 |
100623 |
116~082 |
116~082 |
116~051 |
116~082 |
+0~031 |
0 |
2 |
+0 |
| Mar11 |
100623 |
115~076 |
115~076 |
115~045 |
115~076 |
+0~031 |
|
|
|
| Total Volume and Open Interest |
442,979 |
939,312 |
-4,758 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100623 |
109~029 |
109~046 |
109~026 |
109~039 |
+0~011 |
157,202 |
902,488 |
-562 |
| Dec10 |
100623 |
109~002 |
109~002 |
108~119 |
109~002 |
+0~011 |
0 |
26 |
+0 |
| Mar11 |
100623 |
108~093 |
108~093 |
108~082 |
108~093 |
+0~011 |
|
|
|
| Total Volume and Open Interest |
158,107 |
909,149 |
-958 |
| Eurodollars(CME) |
| Sep10 |
100623 |
99.320 |
99.330 |
99.255 |
99.290 |
-0.030 |
163,166 |
1,031,250 |
-838 |
| Dec10 |
100623 |
99.205 |
99.215 |
99.135 |
99.170 |
-0.035 |
161,705 |
1,080,321 |
-2,823 |
| Mar11 |
100623 |
99.120 |
99.130 |
99.070 |
99.105 |
-0.015 |
187,174 |
874,462 |
-8,742 |
| Jun11 |
100623 |
98.995 |
99.010 |
98.960 |
99.000 |
+0.010 |
152,727 |
823,371 |
+539 |
| Sep11 |
100623 |
98.830 |
98.860 |
98.810 |
98.855 |
+0.030 |
167,319 |
888,122 |
+12,919 |
| Dec11 |
100623 |
98.620 |
98.660 |
98.590 |
98.650 |
+0.045 |
136,568 |
593,304 |
+3,006 |
| Mar12 |
100623 |
98.400 |
98.460 |
98.380 |
98.445 |
+0.055 |
106,551 |
437,984 |
-3,033 |
| Jun12 |
100623 |
98.165 |
98.220 |
98.135 |
98.205 |
+0.060 |
90,924 |
303,129 |
+2,875 |
| Sep12 |
100623 |
97.910 |
97.970 |
97.885 |
97.955 |
+0.055 |
59,282 |
203,762 |
+641 |
| Dec12 |
100623 |
97.650 |
97.705 |
97.615 |
97.690 |
+0.050 |
40,228 |
158,041 |
-591 |
| Mar13 |
100623 |
97.415 |
97.470 |
97.385 |
97.455 |
+0.045 |
28,482 |
143,837 |
-1,745 |
| Jun13 |
100623 |
97.175 |
97.225 |
97.145 |
97.210 |
+0.035 |
25,160 |
93,214 |
+385 |
| Sep13 |
100623 |
96.955 |
97.005 |
96.915 |
96.985 |
+0.030 |
11,957 |
79,342 |
+6 |
| Dec13 |
100623 |
96.750 |
96.780 |
96.695 |
96.760 |
+0.025 |
10,060 |
40,865 |
+59 |
| Mar14 |
100623 |
96.555 |
96.605 |
96.515 |
96.580 |
+0.020 |
8,971 |
42,827 |
+1,148 |
| Jun14 |
100623 |
96.370 |
96.430 |
96.335 |
96.400 |
+0.015 |
8,073 |
35,736 |
+1,022 |
| Sep14 |
100623 |
96.220 |
96.270 |
96.175 |
96.235 |
+0.010 |
3,852 |
24,186 |
+351 |
| Dec14 |
100623 |
96.050 |
96.110 |
96.010 |
96.070 |
+0.010 |
4,427 |
42,755 |
+272 |
| Total Volume and Open Interest |
1,393,981 |
7,071,943 |
+6,247 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100623 |
99.815 |
99.817 |
99.815 |
99.815 |
unch |
1,314 |
68,877 |
-655 |
| Jul10 |
100623 |
99.800 |
99.805 |
99.795 |
99.795 |
unch |
3,290 |
56,925 |
-414 |
| Aug10 |
100623 |
99.785 |
99.790 |
99.780 |
99.785 |
+0.005 |
1,024 |
81,069 |
-159 |
| Sep10 |
100623 |
99.775 |
99.785 |
99.770 |
99.780 |
+0.010 |
887 |
48,573 |
-41 |
| Oct10 |
100623 |
99.760 |
99.770 |
99.755 |
99.770 |
+0.015 |
1,905 |
63,189 |
-565 |
| Nov10 |
100623 |
99.745 |
99.760 |
99.740 |
99.760 |
+0.020 |
2,869 |
83,662 |
-211 |
| Total Volume and Open Interest |
21,035 |
661,582 |
-3,186 |
| 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 |
100623 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.003 |
50 |
989 |
+0 |
| Dec10 |
100623 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
342 |
+0 |
| Mar11 |
100623 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
167 |
+0 |
| Jun11 |
100623 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
| Sep11 |
100623 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Dec11 |
100623 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
| Mar12 |
100623 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Jun12 |
100623 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
| Sep12 |
100623 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
| Dec12 |
100623 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
| Total Volume and Open Interest |
50 |
1,498 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100623 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
4,085 |
-98 |
| Dec10 |
100623 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,372 |
+0 |
| Mar11 |
100623 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
99 |
1,906 |
+0 |
| Jun11 |
100623 |
99.65 |
99.65 |
99.64 |
99.64 |
unch |
0 |
466 |
+4 |
| Sep11 |
100623 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
108 |
+0 |
| Dec11 |
100623 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
103 |
+0 |
| Mar12 |
100623 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
| Jun12 |
100623 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
99 |
5,326 |
-4,179 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100621 |
140.59 |
140.62 |
140.38 |
140.38 |
+0.04 |
2,072 |
20,138 |
+164 |
| Dec10 |
100623 |
140.55 |
140.55 |
138.82 |
138.82 |
-1.73 |
|
|
|
| Mar11 |
100623 |
136.73 |
136.73 |
136.73 |
136.73 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
1,332 |
20,653 |
+452 |
| Euro-Bund(EUREX) |
| Sep10 |
100622 |
127.64 |
128.46 |
127.47 |
128.10 |
+0.43 |
1,007,382 |
869,886 |
-24,442 |
| Dec10 |
100623 |
127.02 |
127.15 |
126.99 |
127.14 |
+0.52 |
266 |
1,294 |
+2 |
| Mar11 |
100623 |
127.13 |
127.13 |
127.13 |
127.13 |
+0.52 |
|
|
|
| Total Volume and Open Interest |
645,173 |
844,340 |
-45,155 |
| Euro-Bobl(EUREX) |
| Sep10 |
100618 |
120.46 |
120.50 |
119.96 |
120.02 |
-0.47 |
405,245 |
719,459 |
-578 |
| Dec10 |
100623 |
118.94 |
118.94 |
118.94 |
118.94 |
+0.22 |
605 |
1,009 |
+605 |
| Mar11 |
100623 |
118.09 |
118.09 |
118.09 |
118.09 |
+0.25 |
|
|
|
| Total Volume and Open Interest |
431,264 |
697,220 |
+15,288 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
| Sep10 |
100623 |
99.085 |
99.085 |
99.075 |
99.080 |
-0.010 |
522 |
4,491 |
+275 |
| Dec10 |
100623 |
98.960 |
98.960 |
98.950 |
98.960 |
-0.005 |
214 |
2,611 |
-22 |
| Total Volume and Open Interest |
1,503 |
12,824 |
-84 |
| Long Gilt(LIFFE) |
| Jun10 |
100623 |
121~18 |
121~18 |
121~02 |
121~12 |
+0~06 |
1,142 |
3,483 |
-533 |
| Sep10 |
100623 |
120~17 |
120~18 |
119~25 |
120~05 |
+0~07 |
76,959 |
272,106 |
-1,724 |
| Total Volume and Open Interest |
78,101 |
275,589 |
-2,257 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100623 |
99.18 |
99.20 |
99.13 |
99.15 |
-0.01 |
29,091 |
394,137 |
+1,156 |
| Dec10 |
100623 |
99.06 |
99.07 |
98.96 |
99.00 |
-0.04 |
48,398 |
365,630 |
+3,380 |
| Mar11 |
100623 |
98.98 |
98.98 |
98.84 |
98.88 |
-0.06 |
65,401 |
277,890 |
+19,124 |
| Jun11 |
100623 |
98.81 |
98.84 |
98.69 |
98.72 |
-0.06 |
100,087 |
286,643 |
+19,570 |
| Sep11 |
100623 |
98.63 |
98.64 |
98.51 |
98.55 |
-0.04 |
71,852 |
277,961 |
-4,976 |
| Dec11 |
100623 |
98.36 |
98.38 |
98.26 |
98.31 |
-0.01 |
40,428 |
230,963 |
-8,898 |
| Total Volume and Open Interest |
420,129 |
2,225,954 |
+30,012 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100623 |
99.095 |
99.095 |
99.075 |
99.080 |
-0.015 |
152,910 |
605,757 |
+15,754 |
| Dec10 |
100623 |
98.965 |
98.970 |
98.945 |
98.960 |
-0.010 |
187,061 |
444,748 |
-31,249 |
| Mar11 |
100623 |
98.925 |
98.935 |
98.910 |
98.925 |
unch |
153,182 |
498,614 |
+13,354 |
| Total Volume and Open Interest |
910,004 |
3,106,397 |
-40,583 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100623 |
95.07 |
95.09 |
95.06 |
95.09 |
+0.02 |
11,214 |
258,792 |
-3,622 |
| Dec10 |
100623 |
94.95 |
94.99 |
94.94 |
94.99 |
+0.04 |
14,218 |
157,410 |
+1,040 |
| Mar11 |
100623 |
94.87 |
94.94 |
94.86 |
94.93 |
+0.06 |
5,334 |
67,943 |
+42 |
| Jun11 |
100623 |
94.78 |
94.86 |
94.77 |
94.86 |
+0.08 |
4,679 |
48,227 |
+1,117 |
| Sep11 |
100623 |
94.68 |
94.77 |
94.68 |
94.77 |
+0.09 |
1,821 |
32,788 |
+661 |
| Dec11 |
100623 |
94.63 |
94.68 |
94.63 |
94.68 |
+0.09 |
933 |
24,172 |
+230 |
| Mar12 |
100623 |
94.60 |
94.63 |
94.58 |
94.63 |
+0.09 |
783 |
21,829 |
+265 |
| Jun12 |
100623 |
94.59 |
94.60 |
94.59 |
94.60 |
+0.09 |
204 |
6,321 |
-145 |
| Sep12 |
100623 |
94.59 |
94.59 |
94.59 |
94.59 |
+0.08 |
77 |
3,182 |
+25 |
| Dec12 |
100623 |
94.57 |
94.57 |
94.57 |
94.57 |
+0.08 |
50 |
1,185 |
+50 |
| Total Volume and Open Interest |
39,313 |
622,712 |
-337 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100623 |
94.59 |
94.67 |
94.57 |
94.65 |
+0.06 |
28,508 |
317,123 |
+1,335 |
| Dec10 |
100623 |
94.64 |
94.64 |
94.64 |
94.64 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
28,508 |
317,123 |
+1,335 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100623 |
95.06 |
95.16 |
95.04 |
95.15 |
+0.09 |
104,394 |
452,786 |
+4,974 |
| Dec10 |
100623 |
95.10 |
95.10 |
95.10 |
95.10 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
104,394 |
452,786 |
+4,974 |
| Gold(CMX) |
| Jun10 |
100623 |
1240.2 |
1245.1 |
1226.9 |
1234.1 |
-5.8 |
219 |
426 |
-130 |
| Aug10 |
100623 |
1240.6 |
1247.4 |
1225.2 |
1234.8 |
-6.0 |
154,610 |
370,814 |
-3,435 |
| Oct10 |
100623 |
1244.2 |
1249.0 |
1228.0 |
1236.8 |
-6.0 |
4,453 |
26,536 |
-623 |
| Dec10 |
100623 |
1246.0 |
1251.0 |
1229.9 |
1238.8 |
-5.9 |
10,770 |
75,768 |
+2,059 |
| Feb11 |
100623 |
1248.2 |
1252.0 |
1232.4 |
1240.9 |
-5.8 |
291 |
24,799 |
+167 |
| Apr11 |
100623 |
1242.8 |
1242.8 |
1242.8 |
1242.8 |
-5.9 |
36 |
17,684 |
+0 |
| Jun11 |
100623 |
587.9 |
589.7 |
584.9 |
589.7 |
-5.7 |
168 |
14,143 |
-156 |
| Aug11 |
100623 |
1246.8 |
1247.5 |
1246.8 |
1247.5 |
-5.7 |
1,280 |
7,725 |
-1,220 |
| Oct11 |
100623 |
1250.1 |
1250.1 |
1250.1 |
1250.1 |
-5.8 |
0 |
7,232 |
+0 |
| Dec11 |
100623 |
1255.0 |
1255.0 |
1250.4 |
1252.9 |
-5.8 |
1,315 |
13,971 |
+821 |
| Feb12 |
100623 |
1256.1 |
1256.1 |
1256.1 |
1256.1 |
-6.0 |
1 |
3,753 |
+1 |
| Apr12 |
100623 |
1259.6 |
1259.6 |
1259.6 |
1259.6 |
-6.1 |
0 |
5,179 |
+0 |
| Total Volume and Open Interest |
176,156 |
600,895 |
-2,199 |
| Silver(CMX) |
| Jul10 |
100623 |
1880.5 |
1896.0 |
1831.0 |
1845.9 |
-44.3 |
42,481 |
41,497 |
-4,047 |
| Sep10 |
100623 |
1886.5 |
1901.0 |
1835.0 |
1850.4 |
-44.3 |
14,619 |
50,354 |
+4,741 |
| Dec10 |
100623 |
1890.5 |
1901.5 |
1842.5 |
1856.7 |
-44.3 |
2,364 |
19,709 |
+469 |
| Mar11 |
100623 |
1890.0 |
1890.5 |
1849.5 |
1860.7 |
-44.4 |
343 |
9,621 |
+132 |
| May11 |
100623 |
1866.5 |
1866.5 |
1862.7 |
1862.7 |
-44.5 |
29 |
7,400 |
+23 |
| Jul11 |
100623 |
1862.5 |
1868.0 |
1860.0 |
1864.6 |
-44.6 |
133 |
5,087 |
+115 |
| Sep11 |
100623 |
1866.5 |
1871.0 |
1866.5 |
1866.5 |
-44.7 |
35 |
308 |
+11 |
| Total Volume and Open Interest |
60,563 |
141,062 |
+1,852 |
| Platinum(NYMEX) |
| Jul10 |
100623 |
1585.7 |
1586.0 |
1553.7 |
1567.0 |
-26.0 |
5,745 |
11,692 |
-1,929 |
| Oct10 |
100623 |
1578.6 |
1594.3 |
1560.6 |
1574.7 |
-27.4 |
2,742 |
18,061 |
+2,045 |
| Jan11 |
100623 |
1594.0 |
1594.0 |
1573.0 |
1579.1 |
-27.4 |
6 |
482 |
+3 |
| Apr11 |
100623 |
1579.1 |
1579.1 |
1579.1 |
1579.1 |
-27.4 |
1 |
3 |
+0 |
| Total Volume and Open Interest |
8,496 |
30,341 |
+120 |
| Palladium(NYMEX) |
| Jun10 |
100623 |
473.35 |
473.35 |
473.35 |
473.35 |
-16.10 |
10 |
71 |
-8 |
| Sep10 |
100623 |
485.10 |
489.00 |
472.00 |
474.35 |
-15.60 |
2,334 |
21,376 |
+176 |
| Dec10 |
100623 |
475.00 |
475.90 |
473.00 |
475.25 |
-15.60 |
36 |
391 |
+11 |
| Total Volume and Open Interest |
2,380 |
21,905 |
+179 |
| Copper(CMX) |
| Jul10 |
100623 |
296.10 |
299.40 |
291.50 |
293.55 |
-5.65 |
27,759 |
28,490 |
-919 |
| Sep10 |
100623 |
297.50 |
301.20 |
293.45 |
295.45 |
-5.60 |
10,721 |
68,335 |
+2,291 |
| Dec10 |
100623 |
302.95 |
302.95 |
297.10 |
297.80 |
-5.60 |
600 |
17,887 |
+111 |
| Mar11 |
100623 |
304.85 |
304.85 |
297.85 |
299.30 |
-5.55 |
16 |
9,295 |
+15 |
| May11 |
100623 |
300.00 |
300.15 |
300.00 |
300.15 |
-5.55 |
0 |
1,327 |
+0 |
| Total Volume and Open Interest |
40,270 |
140,182 |
+2,127 |
| DJIA Index(CBOT) |
| Sep10 |
100623 |
10264 |
10306 |
10165 |
10239 |
+6 |
231 |
5,766 |
-505 |
| Dec10 |
100623 |
10183 |
10183 |
10175 |
10183 |
+8 |
0 |
4 |
+0 |
| Mar11 |
100623 |
10131 |
10131 |
10123 |
10131 |
+8 |
|
|
|
| Jun11 |
100623 |
10073 |
10073 |
10065 |
10073 |
+8 |
|
|
|
| Total Volume and Open Interest |
231 |
5,770 |
-505 |
| S & P 500(CME) |
| Sep10 |
100623 |
1092.00 |
1097.50 |
1080.20 |
1087.40 |
-3.10 |
12,641 |
295,183 |
+2,506 |
| Dec10 |
100623 |
1083.50 |
1091.20 |
1078.70 |
1083.10 |
-3.10 |
40 |
4,442 |
+3 |
| Mar11 |
100623 |
1079.20 |
1087.30 |
1074.80 |
1079.20 |
-3.10 |
30 |
477 |
+1 |
| Jun11 |
100623 |
1076.20 |
1084.30 |
1071.80 |
1076.20 |
-3.10 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
12,711 |
300,147 |
+2,510 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100623 |
1090.75 |
1097.75 |
1080.25 |
1087.50 |
-3.00 |
2,162,081 |
2,571,881 |
+2,571,881 |
| Dec10 |
100623 |
1087.75 |
1093.50 |
1076.00 |
1083.00 |
-3.25 |
732 |
4,796 |
+262 |
| Total Volume and Open Interest |
2,162,820 |
2,576,708 |
+39,118 |
| NASDAQ 100(CME) |
| Sep10 |
100623 |
1879.30 |
1890.00 |
1858.00 |
1873.80 |
-4.50 |
616 |
8,214 |
-2 |
| Dec10 |
100623 |
1871.50 |
1881.00 |
1863.00 |
1871.50 |
-4.50 |
0 |
1 |
+0 |
| Mar11 |
100623 |
1869.00 |
1869.00 |
1868.50 |
1869.00 |
-4.50 |
|
|
|
| Total Volume and Open Interest |
616 |
8,215 |
-2 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100623 |
1878.80 |
1890.00 |
1857.80 |
1873.80 |
-4.50 |
328,037 |
284,496 |
+2,451 |
| Dec10 |
100623 |
1881.50 |
1886.30 |
1858.00 |
1871.50 |
-4.50 |
113 |
82 |
+28 |
| Total Volume and Open Interest |
328,150 |
284,579 |
+2,479 |
| S & P Midcap 400(CME) |
| Sep10 |
100623 |
747.00 |
755.00 |
740.00 |
747.20 |
-1.80 |
1 |
1,134 |
+1 |
| Dec10 |
100623 |
745.20 |
745.20 |
745.00 |
745.20 |
-1.80 |
|
|
|
| Mar11 |
100623 |
743.20 |
743.20 |
743.00 |
743.20 |
-1.80 |
|
|
|
| Total Volume and Open Interest |
1 |
1,134 |
+1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100623 |
9960 |
10015 |
9820 |
9925 |
-55 |
8,631 |
28,855 |
-387 |
| Dec10 |
100623 |
9925 |
9930 |
9925 |
9925 |
-55 |
|
|
|
| Total Volume and Open Interest |
8,631 |
28,855 |
-387 |
| Nikkei 225(SGX) |
| Sep10 |
100623 |
10110 |
10135 |
9905 |
9910 |
-205 |
112,132 |
141,576 |
-2,009 |
| Dec10 |
100623 |
10055 |
10055 |
9865 |
9865 |
-190 |
168 |
1,720 |
+0 |
| Mar11 |
100623 |
9860 |
9860 |
9860 |
9860 |
-205 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
112,602 |
15,466 |
-143,185 |
| CAC 40(EURONEXT) |
| Jul10 |
100623 |
3663.0 |
3693.0 |
3621.5 |
3638.5 |
-63.5 |
119,699 |
388,974 |
+6,949 |
| Aug10 |
100623 |
3661.5 |
3691.0 |
3638.5 |
3638.5 |
-63.5 |
11 |
760 |
-2 |
| Sep10 |
100623 |
3654.5 |
3678.0 |
3620.0 |
3634.0 |
-63.0 |
848 |
36,695 |
-6,363 |
| Total Volume and Open Interest |
120,559 |
427,679 |
+584 |
| Hang Seng Index(HKFE) |
| Jun10 |
100623 |
20782 |
20935 |
20706 |
20935 |
+96 |
96,264 |
72,798 |
-10,775 |
| Jul10 |
100623 |
20770 |
20884 |
20663 |
20880 |
+90 |
2,144 |
5,215 |
+2,016 |
| Total Volume and Open Interest |
98,704 |
80,684 |
-8,707 |
| DAX(EUREX) |
| Jun10 |
100618 |
6232.5 |
6258.0 |
6188.5 |
6223.5 |
+5.0 |
193,412 |
98,765 |
-39,457 |
| Sep10 |
100623 |
6232.0 |
6279.0 |
6184.0 |
6214.5 |
-58.5 |
125,062 |
138,398 |
-743 |
| Dec10 |
100623 |
6231.0 |
6280.0 |
6200.0 |
6222.5 |
-58.0 |
854 |
10,086 |
+42 |
| Total Volume and Open Interest |
125,916 |
148,484 |
-701 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100623 |
5165.50 |
5215.00 |
5132.00 |
5155.00 |
-65.00 |
80,587 |
650,669 |
-8,568 |
| Dec10 |
100623 |
5145.50 |
5170.50 |
5120.00 |
5133.50 |
-64.50 |
120 |
7,094 |
+105 |
| Mar11 |
100623 |
5131.00 |
5135.50 |
5094.50 |
5094.50 |
-64.50 |
15 |
1,060 |
+0 |
| Total Volume and Open Interest |
80,722 |
658,823 |
-8,463 |
| SPI 200(SFE) |
| Jun10 |
100617 |
4556.0 |
4579.0 |
4534.0 |
4553.0 |
-7.0 |
96,984 |
152,759 |
-89,413 |
| Sep10 |
100623 |
4540.0 |
4563.0 |
4467.0 |
4473.0 |
-78.0 |
28,336 |
207,844 |
-4,103 |
| Dec10 |
100623 |
4556.0 |
4562.0 |
4495.0 |
4495.0 |
-77.0 |
3 |
3,316 |
+1 |
| Total Volume and Open Interest |
28,547 |
212,978 |
-3,954 |
| GSCI(CME) |
| Jul10 |
100623 |
503.50 |
503.50 |
501.50 |
501.50 |
-7.75 |
463 |
16,383 |
-96 |
| Aug10 |
100623 |
505.80 |
505.80 |
501.00 |
504.00 |
-8.00 |
63 |
10 |
+10 |
| Sep10 |
100623 |
509.20 |
509.20 |
506.00 |
507.00 |
-8.50 |
|
|
|
| Total Volume and Open Interest |
526 |
16,393 |
-86 |
| 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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