|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu June 24, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100624 |
958.00 |
965.00 |
955.25 |
955.50 |
-2.50 |
37,116 |
80,091 |
-8,632 |
| Aug10 |
100624 |
945.75 |
951.75 |
939.75 |
939.75 |
-6.25 |
17,044 |
45,180 |
+3,255 |
| Sep10 |
100624 |
929.00 |
934.75 |
920.00 |
920.25 |
-9.75 |
3,681 |
14,041 |
-258 |
| Nov10 |
100624 |
922.50 |
927.75 |
910.75 |
912.00 |
-11.50 |
46,700 |
240,104 |
+2,250 |
| Jan11 |
100624 |
932.75 |
936.75 |
920.75 |
921.50 |
-11.25 |
1,165 |
29,033 |
+219 |
| Mar11 |
100624 |
938.00 |
942.00 |
926.25 |
926.50 |
-11.25 |
398 |
8,928 |
+37 |
| May11 |
100624 |
939.25 |
943.00 |
926.75 |
927.75 |
-11.00 |
393 |
9,971 |
+153 |
| Total Volume and Open Interest |
107,349 |
459,096 |
-2,821 |
| Soybean Meal(CBOT) |
| Jul10 |
100624 |
289.60 |
293.00 |
289.00 |
290.10 |
+0.80 |
24,338 |
40,110 |
-4,073 |
| Aug10 |
100624 |
280.10 |
281.90 |
278.50 |
279.80 |
+0.30 |
15,300 |
35,184 |
+2,234 |
| Sep10 |
100624 |
272.30 |
272.30 |
268.20 |
269.50 |
-1.00 |
3,071 |
19,881 |
+101 |
| Oct10 |
100624 |
264.60 |
264.60 |
259.60 |
260.90 |
-1.40 |
909 |
10,742 |
+19 |
| Dec10 |
100624 |
261.70 |
263.30 |
250.50 |
260.30 |
-1.20 |
16,311 |
73,241 |
+3,319 |
| Jan11 |
100624 |
263.10 |
263.10 |
259.80 |
260.90 |
-1.20 |
266 |
6,633 |
+23 |
| Mar11 |
100624 |
262.90 |
263.20 |
260.50 |
261.40 |
-1.20 |
69 |
5,239 |
+8 |
| May11 |
100624 |
262.10 |
263.30 |
259.70 |
260.30 |
-1.20 |
494 |
4,185 |
-25 |
| Total Volume and Open Interest |
61,453 |
201,431 |
+1,803 |
| Soybean Oil(CBOT) |
| Jul10 |
100624 |
37.65 |
37.77 |
37.07 |
37.17 |
-0.42 |
34,124 |
61,876 |
-6,726 |
| Aug10 |
100624 |
37.81 |
37.94 |
37.22 |
37.33 |
-0.42 |
21,043 |
51,023 |
+2,472 |
| Sep10 |
100624 |
38.01 |
38.13 |
37.42 |
37.50 |
-0.44 |
8,375 |
28,232 |
+1,964 |
| Oct10 |
100624 |
38.21 |
38.27 |
37.60 |
37.67 |
-0.46 |
860 |
13,219 |
+66 |
| Dec10 |
100624 |
38.60 |
38.73 |
37.97 |
38.08 |
-0.46 |
21,403 |
134,477 |
+2,175 |
| Jan11 |
100624 |
38.85 |
38.85 |
38.27 |
38.37 |
-0.46 |
338 |
7,124 |
-10 |
| Mar11 |
100624 |
39.23 |
39.23 |
38.68 |
38.68 |
-0.44 |
105 |
4,168 |
+14 |
| May11 |
100624 |
39.39 |
39.50 |
38.82 |
38.96 |
-0.43 |
132 |
2,865 |
+2 |
| Total Volume and Open Interest |
86,808 |
308,085 |
+45 |
| Canola(WCE) |
| Jul10 |
100624 |
433.8 |
435.8 |
425.0 |
426.4 |
-5.3 |
4,690 |
14,894 |
-4,238 |
| Nov10 |
100624 |
427.3 |
430.0 |
417.0 |
418.4 |
-8.5 |
10,826 |
126,776 |
+3,318 |
| Jan11 |
100624 |
430.0 |
430.9 |
417.2 |
418.3 |
-8.9 |
1,168 |
10,146 |
+539 |
| Mar11 |
100624 |
430.0 |
430.0 |
415.5 |
417.8 |
-8.8 |
140 |
4,833 |
+8 |
| May11 |
100624 |
428.5 |
428.5 |
414.0 |
416.1 |
-9.0 |
7 |
1,676 |
+5 |
| Total Volume and Open Interest |
16,878 |
160,538 |
-379 |
| Corn(CBOT) |
| Jul10 |
100624 |
346.50 |
348.75 |
342.25 |
344.75 |
-1.75 |
106,443 |
203,775 |
-17,445 |
| Sep10 |
100624 |
355.50 |
357.50 |
351.00 |
353.75 |
-1.75 |
48,210 |
347,798 |
+3,607 |
| Dec10 |
100624 |
365.50 |
368.50 |
361.50 |
364.50 |
-1.00 |
64,912 |
445,179 |
+548 |
| Mar11 |
100624 |
378.75 |
381.50 |
375.00 |
377.50 |
-1.00 |
3,180 |
67,123 |
+740 |
| May11 |
100624 |
388.50 |
390.50 |
386.00 |
386.50 |
-1.25 |
1,600 |
14,425 |
+1,019 |
| Jul11 |
100624 |
396.00 |
398.50 |
392.50 |
395.00 |
-1.25 |
3,971 |
43,196 |
+698 |
| Total Volume and Open Interest |
231,009 |
1,201,495 |
-11,094 |
| Wheat(CBOT) |
| Jul10 |
100624 |
461.25 |
470.00 |
461.00 |
463.00 |
+0.75 |
28,367 |
63,866 |
-5,598 |
| Sep10 |
100624 |
475.00 |
483.75 |
474.50 |
477.50 |
+1.75 |
23,373 |
196,401 |
+1,942 |
| Dec10 |
100624 |
501.25 |
509.75 |
501.25 |
504.25 |
+1.75 |
14,900 |
106,191 |
+371 |
| Mar11 |
100624 |
534.00 |
538.00 |
530.25 |
532.50 |
-0.50 |
2,839 |
29,715 |
+27 |
| May11 |
100624 |
551.50 |
553.50 |
546.50 |
549.00 |
-0.50 |
1,848 |
8,354 |
-520 |
| Total Volume and Open Interest |
74,598 |
479,135 |
-3,085 |
| Wheat(KCBT) |
| Jul10 |
100624 |
494.25 |
499.25 |
492.75 |
494.25 |
-0.75 |
9,669 |
23,230 |
-3,309 |
| Sep10 |
100624 |
505.00 |
510.00 |
503.75 |
505.00 |
-1.25 |
7,828 |
45,224 |
+1,357 |
| Dec10 |
100624 |
523.00 |
527.00 |
520.25 |
521.50 |
-1.75 |
4,657 |
45,777 |
-159 |
| Mar11 |
100624 |
538.75 |
542.75 |
536.75 |
537.75 |
-1.75 |
1,637 |
16,562 |
-33 |
| May11 |
100624 |
550.75 |
553.00 |
547.00 |
548.25 |
-2.25 |
1,405 |
5,182 |
-932 |
| Total Volume and Open Interest |
27,590 |
168,835 |
-2,983 |
| Wheat(MGE) |
| Jul10 |
100624 |
532.00 |
534.50 |
523.50 |
524.75 |
-7.50 |
2,263 |
6,996 |
-1,064 |
| Sep10 |
100624 |
542.50 |
545.00 |
535.00 |
536.25 |
-7.00 |
2,244 |
14,335 |
+145 |
| Dec10 |
100624 |
557.75 |
560.75 |
550.50 |
551.75 |
-7.25 |
1,148 |
13,558 |
+192 |
| Mar11 |
100624 |
575.00 |
577.00 |
567.25 |
568.25 |
-6.75 |
450 |
4,953 |
-4 |
| May11 |
100624 |
584.50 |
586.00 |
576.75 |
577.50 |
-7.50 |
212 |
1,344 |
+110 |
| Total Volume and Open Interest |
6,611 |
49,120 |
-572 |
| Oats(CBOT) |
| Jul10 |
100624 |
273.25 |
279.00 |
271.25 |
274.50 |
-0.50 |
739 |
4,075 |
-213 |
| Sep10 |
100624 |
278.00 |
283.25 |
275.25 |
278.50 |
-1.00 |
496 |
4,746 |
+48 |
| Dec10 |
100624 |
274.50 |
281.25 |
272.50 |
276.50 |
-0.50 |
550 |
6,158 |
+222 |
| Mar11 |
100624 |
287.50 |
288.25 |
279.00 |
282.50 |
-0.50 |
1 |
680 |
+0 |
| Total Volume and Open Interest |
1,786 |
15,660 |
+57 |
| Rough Rice(CBOT) |
| Jul10 |
100624 |
10.62 |
10.68 |
10.20 |
10.21 |
-0.35 |
706 |
3,963 |
-362 |
| Sep10 |
100624 |
10.53 |
10.69 |
10.31 |
10.34 |
-0.20 |
810 |
7,052 |
+261 |
| Nov10 |
100624 |
10.77 |
10.82 |
10.58 |
10.58 |
-0.18 |
376 |
2,152 |
+89 |
| Jan11 |
100624 |
11.03 |
11.05 |
10.86 |
10.86 |
-0.18 |
10 |
478 |
+2 |
| Total Volume and Open Interest |
1,908 |
14,982 |
-6 |
| Live Cattle(CME) |
| Jun10 |
100624 |
90.500 |
90.830 |
90.150 |
90.650 |
+0.400 |
2,956 |
6,868 |
-1,676 |
| Aug10 |
100624 |
88.550 |
89.480 |
88.250 |
89.150 |
+0.650 |
22,848 |
136,399 |
-2,513 |
| Oct10 |
100624 |
90.000 |
90.885 |
89.785 |
90.650 |
+0.515 |
10,378 |
93,013 |
+423 |
| Dec10 |
100624 |
92.300 |
93.080 |
92.200 |
92.800 |
+0.350 |
4,200 |
48,363 |
+858 |
| Feb11 |
100624 |
93.785 |
94.500 |
93.750 |
94.385 |
+0.435 |
2,417 |
20,984 |
-92 |
| Apr11 |
100624 |
95.500 |
96.200 |
95.480 |
95.950 |
+0.350 |
1,338 |
11,994 |
+241 |
| Total Volume and Open Interest |
44,397 |
323,193 |
-2,633 |
| Feeder Cattle(CME) |
| Aug10 |
100624 |
111.830 |
112.885 |
111.800 |
112.680 |
+0.780 |
2,763 |
22,592 |
+350 |
| Sep10 |
100624 |
111.800 |
112.885 |
111.800 |
112.600 |
+0.565 |
512 |
5,564 |
+68 |
| Oct10 |
100624 |
111.885 |
112.550 |
111.550 |
112.535 |
+0.750 |
397 |
4,613 |
+171 |
| Nov10 |
100624 |
111.385 |
112.000 |
111.035 |
112.000 |
+0.670 |
239 |
1,592 |
+52 |
| Jan11 |
100624 |
109.980 |
110.400 |
109.900 |
110.400 |
+0.365 |
72 |
609 |
+35 |
| Mar11 |
100624 |
109.900 |
110.000 |
109.750 |
109.750 |
+0.250 |
9 |
90 |
+8 |
| Apr11 |
100624 |
109.500 |
109.500 |
109.500 |
109.500 |
+0.300 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
3,992 |
35,085 |
+684 |
| Lean Hogs(CME) |
| Jul10 |
100624 |
81.100 |
81.600 |
80.000 |
80.080 |
-1.370 |
7,778 |
24,463 |
-842 |
| Aug10 |
100624 |
84.035 |
84.650 |
83.200 |
83.250 |
-0.980 |
10,858 |
77,646 |
+1,206 |
| Oct10 |
100624 |
76.725 |
77.385 |
76.225 |
76.475 |
-0.525 |
4,562 |
42,853 |
+1,301 |
| Dec10 |
100624 |
72.750 |
73.400 |
72.475 |
72.830 |
-0.100 |
2,784 |
27,738 |
+103 |
| Feb11 |
100624 |
73.800 |
74.000 |
73.300 |
73.750 |
+0.050 |
811 |
10,684 |
+202 |
| Apr11 |
100624 |
73.700 |
75.100 |
73.700 |
74.950 |
+1.050 |
859 |
5,019 |
+201 |
| May11 |
100624 |
77.180 |
78.000 |
77.180 |
77.350 |
+0.550 |
10 |
180 |
+4 |
| Jun11 |
100624 |
80.000 |
81.500 |
80.000 |
81.050 |
+0.850 |
370 |
1,537 |
+222 |
| Total Volume and Open Interest |
28,071 |
190,566 |
+2,425 |
| Pork Bellies(CME) |
| Jul10 |
100624 |
99.950 |
99.980 |
97.400 |
99.900 |
-0.080 |
8 |
77 |
-1 |
| Aug10 |
100624 |
96.750 |
96.750 |
96.750 |
96.750 |
unch |
1 |
27 |
+1 |
| Feb11 |
100624 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
2 |
5 |
+1 |
| Mar11 |
100624 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100624 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
11 |
110 |
+1 |
| Class III Milk(CME) |
| Jun10 |
100624 |
13.59 |
13.59 |
13.57 |
13.59 |
+0.02 |
32 |
4,425 |
-5 |
| Jul10 |
100624 |
13.27 |
13.34 |
13.25 |
13.30 |
+0.05 |
276 |
4,366 |
-63 |
| Aug10 |
100624 |
13.59 |
13.68 |
13.58 |
13.62 |
+0.03 |
197 |
4,545 |
+31 |
| Sep10 |
100624 |
14.26 |
14.40 |
14.26 |
14.35 |
+0.04 |
162 |
4,093 |
+55 |
| Oct10 |
100624 |
14.55 |
14.63 |
14.45 |
14.63 |
+0.05 |
126 |
3,586 |
+46 |
| Total Volume and Open Interest |
1,003 |
28,945 |
+181 |
| Cocoa(ICE) |
| Jul10 |
100624 |
3054 |
3084 |
3054 |
3084 |
+44 |
52 |
253 |
-21 |
| Sep10 |
100624 |
3060 |
3121 |
3051 |
3114 |
+51 |
12,146 |
58,423 |
+709 |
| Dec10 |
100624 |
3068 |
3132 |
3068 |
3125 |
+49 |
2,464 |
21,531 |
+516 |
| Mar11 |
100624 |
3085 |
3140 |
3080 |
3134 |
+45 |
851 |
16,814 |
-15 |
| May11 |
100624 |
3097 |
3144 |
3096 |
3144 |
+48 |
188 |
7,493 |
+141 |
| Jul11 |
100624 |
3110 |
3152 |
3110 |
3152 |
+47 |
127 |
3,856 |
+114 |
| Sep11 |
100624 |
3118 |
3156 |
3117 |
3154 |
+37 |
12 |
1,420 |
+2 |
| Total Volume and Open Interest |
15,847 |
114,918 |
+1,447 |
| Coffee "C"(ICE) |
| Jul10 |
100624 |
160.15 |
175.00 |
160.15 |
166.75 |
+8.15 |
504 |
916 |
-369 |
| Sep10 |
100624 |
160.50 |
176.50 |
160.50 |
168.75 |
+8.25 |
12,457 |
93,005 |
+746 |
| Dec10 |
100624 |
160.00 |
175.85 |
160.00 |
168.85 |
+8.30 |
2,956 |
41,371 |
+966 |
| Mar11 |
100624 |
159.25 |
173.85 |
159.25 |
167.90 |
+7.95 |
742 |
16,711 |
+497 |
| May11 |
100624 |
159.45 |
172.90 |
159.45 |
166.70 |
+7.60 |
90 |
5,631 |
+38 |
| Jul11 |
100624 |
158.70 |
171.90 |
158.70 |
166.20 |
+7.40 |
351 |
2,731 |
+13 |
| Total Volume and Open Interest |
17,123 |
161,586 |
+1,910 |
| Orange Juice(ICE) |
| Jul10 |
100624 |
140.75 |
142.00 |
139.75 |
141.60 |
+0.85 |
1,299 |
3,559 |
-1,072 |
| Sep10 |
100624 |
142.35 |
142.35 |
139.75 |
141.95 |
-0.40 |
1,765 |
20,249 |
+1,013 |
| Nov10 |
100624 |
141.05 |
142.95 |
141.00 |
142.95 |
+0.15 |
65 |
3,570 |
+30 |
| Jan11 |
100624 |
141.45 |
143.65 |
141.45 |
143.65 |
+0.25 |
3 |
1,289 |
+2 |
| Mar11 |
100624 |
144.40 |
144.40 |
144.40 |
144.40 |
+0.25 |
1 |
191 |
+1 |
| May11 |
100624 |
144.65 |
144.65 |
144.65 |
144.65 |
+0.30 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
3,133 |
29,211 |
-26 |
| Sugar #11(ICE) |
| Jul10 |
100624 |
16.23 |
16.86 |
16.14 |
16.82 |
+0.57 |
22,277 |
60,383 |
-14,122 |
| Oct10 |
100624 |
15.73 |
16.23 |
15.67 |
16.19 |
+0.38 |
45,897 |
258,304 |
+5,928 |
| Mar11 |
100624 |
16.37 |
16.70 |
16.28 |
16.67 |
+0.30 |
14,781 |
121,980 |
+1,393 |
| May11 |
100624 |
16.18 |
16.49 |
16.18 |
16.46 |
+0.24 |
3,772 |
27,931 |
+373 |
| Jul11 |
100624 |
16.10 |
16.35 |
16.05 |
16.34 |
+0.22 |
4,340 |
59,271 |
+169 |
| Total Volume and Open Interest |
93,070 |
606,050 |
-6,075 |
| London Cocoa(LCE) |
| Jul10 |
100624 |
2500 |
2548 |
2493 |
2541 |
+41 |
2,000 |
52,644 |
-375 |
| Sep10 |
100624 |
2395 |
2440 |
2386 |
2436 |
+36 |
5,374 |
36,435 |
+243 |
| Dec10 |
100624 |
2263 |
2287 |
2260 |
2275 |
+5 |
4,074 |
30,048 |
+1,924 |
| Mar11 |
100624 |
2230 |
2243 |
2219 |
2237 |
+3 |
2,076 |
25,517 |
+862 |
| May11 |
100624 |
2219 |
2230 |
2213 |
2230 |
+2 |
37 |
6,266 |
+13 |
| Jul11 |
100624 |
2225 |
2232 |
2225 |
2231 |
+6 |
58 |
1,262 |
+26 |
| Sep11 |
100624 |
2234 |
2236 |
2234 |
2236 |
+13 |
411 |
2,393 |
+400 |
| Total Volume and Open Interest |
14,030 |
160,300 |
+3,093 |
| London Sugar(LCE) |
| Aug10 |
100624 |
522.20 |
535.00 |
521.10 |
527.60 |
+5.00 |
1,944 |
23,437 |
-352 |
| Oct10 |
100624 |
464.30 |
476.00 |
463.80 |
468.10 |
+3.20 |
1,185 |
25,492 |
+567 |
| Dec10 |
100624 |
445.70 |
455.30 |
445.30 |
448.00 |
+2.00 |
163 |
9,033 |
+15 |
| Mar11 |
100624 |
451.20 |
457.60 |
449.70 |
451.10 |
+2.10 |
98 |
5,767 |
-28 |
| May11 |
100624 |
454.50 |
457.00 |
450.70 |
451.30 |
+0.80 |
28 |
2,307 |
+6 |
| Total Volume and Open Interest |
3,421 |
67,187 |
+207 |
| Cotton(ICE) |
| Jul10 |
100624 |
84.64 |
84.80 |
83.55 |
84.48 |
+0.03 |
3,014 |
5,084 |
-3,154 |
| Oct10 |
100624 |
78.76 |
80.45 |
78.76 |
80.01 |
+0.45 |
212 |
1,756 |
-6 |
| Dec10 |
100624 |
78.35 |
78.99 |
77.89 |
78.72 |
+0.56 |
6,776 |
128,396 |
+1,872 |
| Mar11 |
100624 |
79.44 |
79.95 |
78.99 |
79.81 |
+0.71 |
298 |
21,409 |
+50 |
| May11 |
100624 |
80.08 |
80.15 |
80.04 |
80.04 |
+0.56 |
2 |
764 |
+0 |
| Jul11 |
100624 |
80.00 |
80.29 |
80.00 |
80.25 |
+0.54 |
30 |
6,078 |
+10 |
| Total Volume and Open Interest |
10,332 |
165,148 |
-1,228 |
| Lumber(CME) |
| Jul10 |
100624 |
179.0 |
185.0 |
178.6 |
182.0 |
+4.1 |
616 |
2,234 |
-267 |
| Sep10 |
100624 |
187.0 |
193.7 |
186.7 |
192.8 |
+5.8 |
880 |
5,282 |
+107 |
| Nov10 |
100624 |
194.5 |
199.7 |
194.3 |
195.6 |
+3.5 |
631 |
1,762 |
+254 |
| Jan11 |
100624 |
217.2 |
220.0 |
215.5 |
220.0 |
+5.0 |
41 |
152 |
+15 |
| Total Volume and Open Interest |
2,168 |
9,442 |
+109 |
| Crude Oil(NYM) |
| Aug10 |
100624 |
76.00 |
76.57 |
75.32 |
76.51 |
+0.16 |
285,495 |
314,803 |
+4,255 |
| Sep10 |
100624 |
76.68 |
77.22 |
76.00 |
77.15 |
+0.12 |
69,402 |
145,958 |
+2,037 |
| Oct10 |
100624 |
77.19 |
77.73 |
76.57 |
77.66 |
+0.01 |
19,774 |
57,686 |
+877 |
| Nov10 |
100624 |
77.89 |
78.20 |
77.29 |
78.19 |
-0.09 |
11,743 |
41,315 |
+1,509 |
| Dec10 |
100624 |
78.50 |
78.80 |
77.60 |
78.68 |
-0.14 |
33,559 |
201,852 |
-682 |
| Jan11 |
100624 |
78.89 |
79.13 |
78.25 |
79.06 |
-0.16 |
3,402 |
37,227 |
-300 |
| Feb11 |
100624 |
79.38 |
79.40 |
78.91 |
79.40 |
-0.19 |
707 |
15,163 |
-42 |
| Mar11 |
100624 |
79.79 |
79.79 |
79.03 |
79.74 |
-0.22 |
1,780 |
21,801 |
+386 |
| Apr11 |
100624 |
79.70 |
80.07 |
79.40 |
80.07 |
-0.24 |
1,515 |
11,546 |
-785 |
| May11 |
100624 |
80.39 |
80.39 |
80.39 |
80.39 |
-0.27 |
1,976 |
7,548 |
-42 |
| Jun11 |
100624 |
80.62 |
80.73 |
79.96 |
80.70 |
-0.29 |
3,280 |
43,252 |
-484 |
| Jul11 |
100624 |
80.80 |
81.01 |
80.08 |
80.97 |
-0.32 |
1,142 |
23,462 |
+55 |
| Aug11 |
100624 |
80.73 |
81.48 |
80.73 |
81.12 |
-0.35 |
825 |
7,343 |
+79 |
| Sep11 |
100624 |
81.25 |
81.25 |
81.25 |
81.25 |
-0.38 |
466 |
8,045 |
-56 |
| Oct11 |
100624 |
81.38 |
81.38 |
81.38 |
81.38 |
-0.41 |
213 |
5,546 |
+115 |
| Nov11 |
100624 |
81.54 |
81.54 |
81.54 |
81.54 |
-0.44 |
81 |
9,767 |
+1 |
| Total Volume and Open Interest |
445,155 |
1,257,052 |
-14,762 |
| 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 |
100624 |
76.100 |
76.575 |
75.325 |
76.500 |
+0.150 |
10,818 |
1,997 |
+134 |
| Sep10 |
100624 |
76.825 |
77.200 |
76.025 |
77.150 |
+0.125 |
413 |
704 |
+185 |
| Oct10 |
100624 |
77.600 |
77.650 |
77.025 |
77.650 |
unch |
64 |
199 |
+41 |
| Nov10 |
100624 |
78.200 |
78.200 |
78.200 |
78.200 |
-0.075 |
1 |
20 |
+1 |
| Dec10 |
100624 |
78.675 |
78.675 |
78.675 |
78.675 |
-0.150 |
6 |
100 |
-4 |
| Jan11 |
100624 |
79.050 |
79.050 |
79.050 |
79.050 |
-0.175 |
0 |
1 |
+0 |
| Feb11 |
100624 |
79.000 |
79.400 |
78.575 |
79.400 |
-0.200 |
1 |
1 |
+1 |
| Mar11 |
100624 |
79.750 |
79.750 |
79.750 |
79.750 |
-0.200 |
|
|
|
| Total Volume and Open Interest |
11,304 |
3,079 |
+359 |
| Heating Oil(NYM) |
| Jul10 |
100624 |
206.10 |
207.40 |
203.59 |
205.72 |
-1.12 |
32,387 |
32,510 |
-6,595 |
| Aug10 |
100624 |
208.04 |
209.18 |
205.50 |
207.83 |
-0.82 |
46,199 |
71,686 |
+1,791 |
| Sep10 |
100624 |
210.10 |
211.46 |
207.92 |
210.35 |
-0.74 |
15,465 |
43,489 |
+1,488 |
| Oct10 |
100624 |
212.65 |
213.41 |
210.44 |
212.94 |
-0.65 |
6,472 |
23,853 |
-409 |
| Nov10 |
100624 |
215.10 |
215.43 |
212.93 |
215.40 |
-0.61 |
3,505 |
18,896 |
+380 |
| Dec10 |
100624 |
217.78 |
218.74 |
215.28 |
217.82 |
-0.60 |
12,685 |
37,035 |
-1,612 |
| Jan11 |
100624 |
219.95 |
220.25 |
218.75 |
220.24 |
-0.62 |
2,641 |
20,877 |
-300 |
| Feb11 |
100624 |
220.79 |
221.74 |
220.37 |
221.72 |
-0.59 |
1,125 |
9,803 |
+76 |
| Mar11 |
100624 |
220.42 |
222.18 |
220.42 |
222.15 |
-0.60 |
631 |
8,809 |
+46 |
| Apr11 |
100624 |
221.36 |
221.36 |
221.35 |
221.35 |
-0.66 |
604 |
5,100 |
+23 |
| May11 |
100624 |
220.85 |
220.85 |
220.85 |
220.85 |
-0.72 |
540 |
4,222 |
-47 |
| Jun11 |
100624 |
221.52 |
221.58 |
219.70 |
220.92 |
-0.81 |
1,376 |
19,340 |
+244 |
| Total Volume and Open Interest |
125,066 |
316,100 |
-4,781 |
| Gasoline(NYMEX) |
| Jul10 |
100624 |
208.04 |
209.52 |
205.78 |
209.35 |
+1.12 |
28,533 |
37,506 |
-2,637 |
| Aug10 |
100624 |
207.27 |
208.99 |
205.26 |
208.83 |
+1.09 |
32,126 |
70,151 |
+3,281 |
| Sep10 |
100624 |
206.66 |
208.25 |
204.73 |
208.13 |
+0.91 |
13,028 |
53,109 |
+1,710 |
| Oct10 |
100624 |
195.94 |
197.10 |
193.78 |
197.01 |
+0.64 |
3,730 |
23,419 |
+583 |
| Nov10 |
100624 |
195.44 |
196.02 |
193.56 |
196.02 |
+0.51 |
1,995 |
21,258 |
-204 |
| Dec10 |
100624 |
195.83 |
196.50 |
193.36 |
196.47 |
+0.42 |
3,443 |
15,504 |
+152 |
| Jan11 |
100624 |
197.13 |
198.27 |
196.18 |
198.27 |
+0.38 |
740 |
6,675 |
+394 |
| Feb11 |
100624 |
200.36 |
200.36 |
200.36 |
200.36 |
+0.35 |
68 |
1,965 |
-10 |
| Mar11 |
100624 |
202.56 |
202.56 |
202.56 |
202.56 |
+0.32 |
92 |
2,641 |
+17 |
| Apr11 |
100624 |
214.71 |
214.71 |
214.71 |
214.71 |
+0.37 |
139 |
3,417 |
+11 |
| Total Volume and Open Interest |
84,268 |
249,522 |
+3,348 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100624 |
209.40 |
209.40 |
209.35 |
209.40 |
+1.20 |
0 |
2 |
+0 |
| Aug10 |
100624 |
208.80 |
208.83 |
208.80 |
208.80 |
+1.10 |
0 |
2 |
+0 |
| Sep10 |
100624 |
208.10 |
208.13 |
208.10 |
208.10 |
+0.90 |
|
|
|
| Oct10 |
100624 |
197.00 |
197.01 |
197.00 |
197.00 |
+0.60 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
11 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100624 |
4.811 |
4.855 |
4.698 |
4.748 |
-0.056 |
109,470 |
45,036 |
-12,424 |
| Aug10 |
100624 |
4.851 |
4.900 |
4.745 |
4.793 |
-0.060 |
51,672 |
128,595 |
+629 |
| Sep10 |
100624 |
4.885 |
4.941 |
4.788 |
4.834 |
-0.061 |
24,736 |
136,338 |
+1,932 |
| Oct10 |
100624 |
4.953 |
5.008 |
4.872 |
4.913 |
-0.055 |
22,256 |
103,349 |
+1,118 |
| Nov10 |
100624 |
5.220 |
5.254 |
5.139 |
5.180 |
-0.040 |
7,786 |
35,075 |
+1,605 |
| Dec10 |
100624 |
5.491 |
5.542 |
5.440 |
5.479 |
-0.035 |
8,130 |
38,820 |
+212 |
| Jan11 |
100624 |
5.691 |
5.725 |
5.623 |
5.660 |
-0.031 |
9,902 |
53,048 |
-227 |
| Feb11 |
100624 |
5.642 |
5.660 |
5.570 |
5.602 |
-0.026 |
3,681 |
19,943 |
+414 |
| Mar11 |
100624 |
5.540 |
5.554 |
5.464 |
5.503 |
-0.021 |
6,186 |
53,886 |
-113 |
| Apr11 |
100624 |
5.210 |
5.287 |
5.204 |
5.245 |
-0.006 |
4,957 |
40,831 |
-395 |
| May11 |
100624 |
5.272 |
5.290 |
5.221 |
5.257 |
-0.004 |
733 |
19,107 |
+232 |
| Jun11 |
100624 |
5.287 |
5.333 |
5.273 |
5.304 |
-0.002 |
454 |
8,729 |
-39 |
| Jul11 |
100624 |
5.302 |
5.401 |
5.302 |
5.362 |
+0.001 |
351 |
5,994 |
+138 |
| Aug11 |
100624 |
5.420 |
5.431 |
5.383 |
5.408 |
+0.002 |
129 |
5,487 |
-9 |
| Sep11 |
100624 |
5.466 |
5.466 |
5.406 |
5.440 |
+0.002 |
119 |
5,553 |
-6 |
| Oct11 |
100624 |
5.556 |
5.561 |
5.483 |
5.525 |
+0.002 |
1,035 |
19,012 |
-51 |
| Total Volume and Open Interest |
254,723 |
825,786 |
-7,028 |
| Brent Crude Oil(ICE) |
| Aug10 |
100624 |
76.03 |
76.70 |
75.40 |
76.47 |
+0.20 |
118,822 |
207,883 |
-8,379 |
| Sep10 |
100624 |
76.50 |
77.02 |
75.74 |
76.80 |
+0.12 |
45,164 |
122,791 |
-2,599 |
| Oct10 |
100624 |
76.96 |
77.25 |
76.20 |
77.22 |
+0.08 |
16,896 |
47,622 |
-1,551 |
| Nov10 |
100624 |
77.54 |
77.71 |
76.67 |
77.66 |
+0.04 |
7,322 |
22,180 |
+22 |
| Dec10 |
100624 |
77.99 |
78.16 |
77.05 |
78.09 |
unch |
22,440 |
112,744 |
+290 |
| Jan11 |
100624 |
78.57 |
78.59 |
77.56 |
78.52 |
-0.03 |
2,909 |
24,697 |
+365 |
| Feb11 |
100624 |
78.56 |
78.96 |
78.34 |
78.96 |
-0.06 |
1,303 |
15,463 |
-189 |
| Mar11 |
100624 |
78.81 |
79.39 |
78.80 |
79.39 |
-0.09 |
1,983 |
10,525 |
-75 |
| Apr11 |
100624 |
79.87 |
79.89 |
78.85 |
79.80 |
-0.12 |
1,698 |
7,306 |
+386 |
| May11 |
100624 |
80.18 |
80.18 |
80.18 |
80.18 |
-0.15 |
921 |
14,350 |
-776 |
| Jun11 |
100624 |
80.60 |
80.60 |
79.64 |
80.53 |
-0.18 |
2,637 |
22,944 |
-1,565 |
| Jul11 |
100624 |
80.86 |
80.86 |
80.86 |
80.86 |
-0.19 |
308 |
7,160 |
-788 |
| Aug11 |
100624 |
81.12 |
81.12 |
81.12 |
81.12 |
-0.21 |
142 |
3,623 |
+13 |
| Sep11 |
100624 |
81.33 |
81.33 |
81.33 |
81.33 |
-0.22 |
130 |
3,387 |
+9 |
| Total Volume and Open Interest |
231,156 |
730,639 |
-13,525 |
| Gas Oil(ICE) |
| Jul10 |
100624 |
660.00 |
664.25 |
653.50 |
656.50 |
-2.00 |
53,543 |
102,415 |
-1,859 |
| Aug10 |
100624 |
662.00 |
666.00 |
655.00 |
658.00 |
-2.75 |
70,060 |
99,610 |
+7,577 |
| Sep10 |
100624 |
666.75 |
669.75 |
658.00 |
661.25 |
-3.25 |
36,259 |
62,914 |
+1,083 |
| Oct10 |
100624 |
670.50 |
672.75 |
662.25 |
664.25 |
-3.50 |
16,217 |
38,324 |
-1,335 |
| Nov10 |
100624 |
673.00 |
674.50 |
665.50 |
667.50 |
-3.50 |
6,729 |
31,052 |
+307 |
| Dec10 |
100624 |
678.00 |
678.50 |
667.50 |
670.75 |
-3.50 |
17,214 |
98,207 |
+1,398 |
| Jan11 |
100624 |
678.25 |
679.00 |
672.50 |
674.50 |
-3.75 |
2,063 |
30,905 |
-173 |
| Feb11 |
100624 |
681.75 |
682.25 |
677.50 |
678.00 |
-3.75 |
1,110 |
17,487 |
+250 |
| Mar11 |
100624 |
681.25 |
684.25 |
681.00 |
681.00 |
-4.00 |
1,451 |
12,826 |
-182 |
| Apr11 |
100624 |
684.25 |
684.25 |
684.00 |
684.00 |
-4.25 |
1,333 |
13,974 |
+20 |
| Total Volume and Open Interest |
215,971 |
623,694 |
+11,498 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100624 |
1.570 |
1.570 |
1.550 |
1.554 |
-0.014 |
280 |
563 |
-150 |
| Aug10 |
100624 |
1.555 |
1.560 |
1.542 |
1.548 |
-0.014 |
192 |
1,506 |
+82 |
| Sep10 |
100624 |
1.545 |
1.545 |
1.530 |
1.533 |
-0.012 |
40 |
809 |
+0 |
| Oct10 |
100624 |
1.540 |
1.540 |
1.530 |
1.532 |
-0.009 |
34 |
866 |
-37 |
| Nov10 |
100624 |
1.543 |
1.545 |
1.542 |
1.543 |
-0.007 |
20 |
761 |
-45 |
| Dec10 |
100624 |
1.558 |
1.560 |
1.550 |
1.550 |
-0.010 |
119 |
1,824 |
+64 |
| Jan11 |
100624 |
1.560 |
1.570 |
1.553 |
1.558 |
-0.009 |
54 |
1,327 |
+5 |
| Total Volume and Open Interest |
1,228 |
11,648 |
-294 |
| US Dollar Index(ICE) |
| Sep10 |
100624 |
86.130 |
86.280 |
85.685 |
86.018 |
-0.030 |
15,331 |
31,401 |
-269 |
| Dec10 |
100624 |
86.110 |
86.332 |
86.110 |
86.332 |
-0.025 |
1 |
652 |
+0 |
| Mar11 |
100624 |
86.622 |
86.622 |
86.622 |
86.622 |
-0.025 |
|
|
|
| Total Volume and Open Interest |
15,332 |
32,053 |
-269 |
| Australian Dollar(CME) |
| Sep10 |
100624 |
86.58 |
86.91 |
85.62 |
86.07 |
-0.47 |
101,162 |
59,941 |
+1,555 |
| Dec10 |
100624 |
85.92 |
85.92 |
84.80 |
85.16 |
-0.47 |
81 |
389 |
+6 |
| Mar11 |
100624 |
84.29 |
84.76 |
84.29 |
84.29 |
-0.47 |
|
|
|
| Total Volume and Open Interest |
101,243 |
60,340 |
+1,561 |
| British Pound(CME) |
| Sep10 |
100624 |
149.62 |
150.12 |
149.15 |
149.34 |
-0.30 |
143,731 |
125,345 |
+3,135 |
| Dec10 |
100624 |
149.67 |
150.02 |
149.19 |
149.35 |
-0.30 |
93 |
123 |
+27 |
| Mar11 |
100624 |
149.36 |
149.66 |
149.36 |
149.36 |
-0.30 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
143,824 |
125,471 |
+3,162 |
| Canadian Dollar(CME) |
| Sep10 |
100624 |
96.20 |
96.33 |
95.45 |
95.89 |
-0.33 |
73,852 |
83,029 |
-1,059 |
| Dec10 |
100624 |
96.10 |
96.13 |
95.40 |
95.81 |
-0.32 |
232 |
2,826 |
-55 |
| Mar11 |
100624 |
96.04 |
96.04 |
95.66 |
95.66 |
-0.32 |
2 |
316 |
+2 |
| Jun11 |
100624 |
95.50 |
95.82 |
95.50 |
95.50 |
-0.32 |
61 |
212 |
+35 |
| Total Volume and Open Interest |
74,147 |
86,397 |
-1,077 |
| Japanese Yen(CME) |
| Sep10 |
100624 |
111.35 |
112.23 |
111.28 |
111.83 |
+0.36 |
111,354 |
91,221 |
+7,249 |
| Dec10 |
100624 |
111.63 |
112.36 |
111.59 |
112.04 |
+0.36 |
27 |
192 |
+16 |
| Mar11 |
100624 |
112.30 |
112.30 |
111.92 |
112.30 |
+0.38 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
111,381 |
91,415 |
+7,265 |
| Swiss Franc(CME) |
| Sep10 |
100624 |
90.59 |
91.19 |
90.51 |
90.83 |
+0.06 |
36,873 |
43,530 |
-1,207 |
| Dec10 |
100624 |
90.91 |
91.13 |
90.91 |
91.05 |
+0.07 |
2 |
28 |
+0 |
| Mar11 |
100624 |
91.28 |
91.28 |
91.21 |
91.28 |
+0.07 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
36,875 |
43,561 |
-1,207 |
| EuroFX(CME) |
| Sep10 |
100624 |
123.17 |
123.95 |
122.68 |
123.38 |
+0.09 |
282,277 |
223,274 |
+2,487 |
| Dec10 |
100624 |
123.46 |
124.02 |
122.87 |
123.47 |
+0.09 |
214 |
716 |
+26 |
| Mar11 |
100624 |
123.58 |
123.58 |
123.47 |
123.58 |
+0.11 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
282,493 |
224,050 |
+2,513 |
| Mexican Peso(CME) |
| Jul10 |
100624 |
785.5 |
789.8 |
785.5 |
785.5 |
-4.2 |
|
|
|
| Aug10 |
100624 |
782.5 |
786.8 |
782.5 |
782.5 |
-4.2 |
|
|
|
| Total Volume and Open Interest |
19,711 |
60,656 |
+3,273 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100624 |
125~270 |
125~280 |
124~260 |
125~010 |
-0~100 |
|
|
|
| Dec10 |
100624 |
124~100 |
124~100 |
123~140 |
123~200 |
-0~100 |
38 |
707 |
+24 |
| Mar11 |
100624 |
122~070 |
122~170 |
122~070 |
122~070 |
-0~100 |
|
|
|
| Total Volume and Open Interest |
217,052 |
627,646 |
+5,391 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100624 |
121~100 |
121~250 |
121~050 |
121~105 |
-0~010 |
966,898 |
1,698,712 |
+26,840 |
| Dec10 |
100624 |
120~045 |
120~190 |
120~045 |
120~100 |
-0~010 |
39 |
203 |
+7 |
| Mar11 |
100624 |
117~310 |
118~065 |
117~310 |
118~055 |
-0~010 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
966,937 |
1,698,936 |
+26,847 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100624 |
117~087 |
117~127 |
117~081 |
117~095 |
+0~007 |
433,583 |
925,124 |
+17,354 |
| Dec10 |
100624 |
116~089 |
116~089 |
116~082 |
116~089 |
+0~007 |
0 |
2 |
+0 |
| Mar11 |
100624 |
115~083 |
115~083 |
115~076 |
115~083 |
+0~007 |
|
|
|
| Total Volume and Open Interest |
435,317 |
955,823 |
+16,511 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100624 |
109~040 |
109~048 |
109~033 |
109~035 |
-0~004 |
180,192 |
902,691 |
+203 |
| Dec10 |
100624 |
108~126 |
109~002 |
108~126 |
108~126 |
-0~004 |
0 |
26 |
+0 |
| Mar11 |
100624 |
108~089 |
108~093 |
108~089 |
108~089 |
-0~004 |
|
|
|
| Total Volume and Open Interest |
182,080 |
908,750 |
-399 |
| Eurodollars(CME) |
| Sep10 |
100624 |
99.275 |
99.305 |
99.260 |
99.270 |
-0.020 |
179,470 |
1,032,197 |
+947 |
| Dec10 |
100624 |
99.160 |
99.190 |
99.120 |
99.130 |
-0.040 |
206,922 |
1,067,095 |
-13,226 |
| Mar11 |
100624 |
99.105 |
99.130 |
99.055 |
99.060 |
-0.045 |
214,707 |
845,673 |
-28,789 |
| Jun11 |
100624 |
98.995 |
99.030 |
98.945 |
98.955 |
-0.045 |
212,008 |
840,335 |
+16,964 |
| Sep11 |
100624 |
98.845 |
98.885 |
98.805 |
98.815 |
-0.040 |
195,028 |
895,989 |
+7,867 |
| Dec11 |
100624 |
98.640 |
98.685 |
98.590 |
98.610 |
-0.040 |
175,019 |
597,653 |
+4,349 |
| Mar12 |
100624 |
98.435 |
98.485 |
98.390 |
98.405 |
-0.040 |
133,741 |
435,261 |
-2,723 |
| Jun12 |
100624 |
98.195 |
98.255 |
98.155 |
98.175 |
-0.030 |
123,879 |
302,871 |
-258 |
| Sep12 |
100624 |
97.950 |
98.010 |
97.915 |
97.935 |
-0.020 |
70,896 |
208,279 |
+4,517 |
| Dec12 |
100624 |
97.680 |
97.750 |
97.660 |
97.685 |
-0.005 |
47,761 |
162,284 |
+4,243 |
| Mar13 |
100624 |
97.450 |
97.515 |
97.435 |
97.460 |
+0.005 |
38,385 |
144,143 |
+306 |
| Jun13 |
100624 |
97.190 |
97.275 |
97.185 |
97.220 |
+0.010 |
28,987 |
94,486 |
+1,272 |
| Sep13 |
100624 |
96.970 |
97.050 |
96.960 |
96.995 |
+0.010 |
11,882 |
78,813 |
-529 |
| Dec13 |
100624 |
96.750 |
96.825 |
96.740 |
96.765 |
+0.005 |
9,096 |
40,103 |
-762 |
| Mar14 |
100624 |
96.565 |
96.645 |
96.560 |
96.585 |
+0.005 |
8,950 |
43,608 |
+781 |
| Jun14 |
100624 |
96.390 |
96.465 |
96.380 |
96.405 |
+0.005 |
6,835 |
35,677 |
-59 |
| Sep14 |
100624 |
96.245 |
96.305 |
96.215 |
96.240 |
+0.005 |
4,390 |
24,164 |
-22 |
| Dec14 |
100624 |
96.070 |
96.145 |
96.045 |
96.075 |
+0.005 |
4,006 |
42,938 |
+183 |
| Total Volume and Open Interest |
1,696,243 |
7,068,312 |
-3,631 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100624 |
99.817 |
99.820 |
99.815 |
99.817 |
+0.002 |
1,500 |
69,508 |
+631 |
| Jul10 |
100624 |
99.800 |
99.805 |
99.795 |
99.800 |
+0.005 |
3,883 |
57,486 |
+561 |
| Aug10 |
100624 |
99.790 |
99.795 |
99.785 |
99.790 |
+0.005 |
2,117 |
81,428 |
+359 |
| Sep10 |
100624 |
99.780 |
99.785 |
99.780 |
99.780 |
unch |
1,627 |
48,210 |
-363 |
| Oct10 |
100624 |
99.765 |
99.775 |
99.765 |
99.770 |
unch |
4,514 |
63,092 |
-97 |
| Nov10 |
100624 |
99.755 |
99.765 |
99.750 |
99.760 |
unch |
4,474 |
84,194 |
+532 |
| Total Volume and Open Interest |
35,369 |
664,629 |
+3,047 |
| 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 |
100624 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
52 |
1,041 |
+52 |
| Dec10 |
100624 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
342 |
+0 |
| Mar11 |
100624 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
167 |
+0 |
| Jun11 |
100624 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
| Sep11 |
100624 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Dec11 |
100624 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
| Mar12 |
100624 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Jun12 |
100624 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
| Sep12 |
100624 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
| Dec12 |
100624 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
| Total Volume and Open Interest |
52 |
1,550 |
+52 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100624 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
49 |
4,033 |
-52 |
| Dec10 |
100624 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,372 |
+0 |
| Mar11 |
100624 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
1,906 |
+0 |
| Jun11 |
100624 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
4 |
469 |
+3 |
| Sep11 |
100624 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
108 |
+0 |
| Dec11 |
100624 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
103 |
+0 |
| Mar12 |
100624 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
| Jun12 |
100624 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
4 |
9,362 |
+4,036 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100621 |
140.59 |
140.62 |
140.38 |
140.38 |
+0.04 |
2,072 |
20,138 |
+164 |
| Dec10 |
100624 |
139.04 |
139.04 |
139.04 |
139.04 |
+0.22 |
1 |
1 |
+1 |
| Mar11 |
100624 |
136.95 |
136.95 |
136.95 |
136.95 |
+0.22 |
|
|
|
| Total Volume and Open Interest |
76 |
20,713 |
+60 |
| Euro-Bund(EUREX) |
| Sep10 |
100624 |
128.42 |
129.16 |
128.40 |
129.14 |
+1.04 |
644,907 |
843,046 |
-26,840 |
| Dec10 |
100624 |
127.12 |
127.66 |
127.12 |
127.66 |
+0.52 |
262 |
1,312 |
+18 |
| Mar11 |
100624 |
127.65 |
127.65 |
127.65 |
127.65 |
+0.52 |
|
|
|
| Total Volume and Open Interest |
895,999 |
860,435 |
+16,095 |
| Euro-Bobl(EUREX) |
| Sep10 |
100618 |
120.46 |
120.50 |
119.96 |
120.02 |
-0.47 |
405,245 |
719,459 |
-578 |
| Dec10 |
100624 |
119.16 |
119.32 |
119.16 |
119.32 |
+0.38 |
2,164 |
2,671 |
+1,662 |
| Mar11 |
100624 |
118.47 |
118.47 |
118.47 |
118.47 |
+0.38 |
|
|
|
| Total Volume and Open Interest |
485,999 |
691,301 |
-5,919 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
| Sep10 |
100624 |
99.090 |
99.095 |
99.090 |
99.095 |
+0.015 |
371 |
4,774 |
+283 |
| Dec10 |
100624 |
98.970 |
98.990 |
98.970 |
98.980 |
+0.020 |
103 |
2,692 |
+81 |
| Total Volume and Open Interest |
935 |
13,551 |
+727 |
| Long Gilt(LIFFE) |
| Jun10 |
100624 |
121~24 |
121~28 |
121~24 |
121~28 |
+0~15 |
1,238 |
3,857 |
+374 |
| Sep10 |
100624 |
120~10 |
120~26 |
120~04 |
120~22 |
+0~17 |
107,031 |
274,602 |
+2,496 |
| Total Volume and Open Interest |
108,269 |
278,459 |
+2,870 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100624 |
99.15 |
99.17 |
99.12 |
99.13 |
-0.02 |
52,351 |
388,269 |
-5,868 |
| Dec10 |
100624 |
99.00 |
99.02 |
98.97 |
98.99 |
-0.01 |
96,270 |
372,421 |
+6,791 |
| Mar11 |
100624 |
98.88 |
98.92 |
98.86 |
98.89 |
+0.01 |
93,662 |
286,909 |
+9,019 |
| Jun11 |
100624 |
98.72 |
98.77 |
98.70 |
98.75 |
+0.03 |
90,416 |
297,802 |
+11,159 |
| Sep11 |
100624 |
98.54 |
98.61 |
98.52 |
98.58 |
+0.03 |
106,704 |
296,399 |
+18,438 |
| Dec11 |
100624 |
98.31 |
98.38 |
98.28 |
98.35 |
+0.04 |
59,080 |
234,426 |
+3,463 |
| Total Volume and Open Interest |
570,112 |
2,274,778 |
+48,824 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100624 |
99.080 |
99.110 |
99.080 |
99.095 |
+0.015 |
163,779 |
579,371 |
-26,386 |
| Dec10 |
100624 |
98.955 |
98.995 |
98.955 |
98.980 |
+0.020 |
126,034 |
448,352 |
+3,604 |
| Mar11 |
100624 |
98.920 |
98.960 |
98.920 |
98.950 |
+0.025 |
99,771 |
498,231 |
-383 |
| Total Volume and Open Interest |
774,477 |
3,094,589 |
-11,808 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100624 |
95.08 |
95.10 |
95.07 |
95.09 |
unch |
17,696 |
260,655 |
+1,863 |
| Dec10 |
100624 |
94.99 |
95.02 |
94.96 |
94.99 |
unch |
16,240 |
159,282 |
+1,872 |
| Mar11 |
100624 |
94.94 |
94.96 |
94.90 |
94.93 |
unch |
4,641 |
68,737 |
+794 |
| Jun11 |
100624 |
94.85 |
94.89 |
94.81 |
94.88 |
+0.02 |
3,363 |
48,105 |
-122 |
| Sep11 |
100624 |
94.77 |
94.83 |
94.75 |
94.80 |
+0.03 |
2,218 |
32,854 |
+66 |
| Dec11 |
100624 |
94.66 |
94.72 |
94.66 |
94.71 |
+0.03 |
782 |
24,335 |
+163 |
| Mar12 |
100624 |
94.61 |
94.68 |
94.60 |
94.65 |
+0.02 |
1,762 |
22,720 |
+891 |
| Jun12 |
100624 |
94.58 |
94.66 |
94.58 |
94.64 |
+0.04 |
191 |
6,326 |
+5 |
| Sep12 |
100624 |
94.62 |
94.62 |
94.62 |
94.62 |
+0.03 |
0 |
3,182 |
+0 |
| Dec12 |
100624 |
94.59 |
94.59 |
94.59 |
94.59 |
+0.02 |
0 |
1,185 |
+0 |
| Total Volume and Open Interest |
46,893 |
628,244 |
+5,532 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100624 |
94.65 |
94.69 |
94.63 |
94.68 |
+0.03 |
27,612 |
317,151 |
+28 |
| Dec10 |
100624 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
27,612 |
317,151 |
+28 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100624 |
95.15 |
95.18 |
95.11 |
95.16 |
+0.01 |
117,622 |
482,921 |
+30,135 |
| Dec10 |
100624 |
95.11 |
95.11 |
95.11 |
95.11 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
117,622 |
482,921 |
+30,135 |
| Gold(CMX) |
| Jun10 |
100624 |
1236.4 |
1248.1 |
1230.7 |
1245.5 |
+11.4 |
172 |
289 |
-137 |
| Aug10 |
100624 |
1237.6 |
1249.5 |
1228.0 |
1245.9 |
+11.1 |
122,705 |
371,985 |
+1,171 |
| Oct10 |
100624 |
1240.5 |
1251.4 |
1230.9 |
1247.9 |
+11.1 |
2,702 |
25,037 |
-1,499 |
| Dec10 |
100624 |
1242.1 |
1253.6 |
1233.8 |
1250.0 |
+11.2 |
12,354 |
77,424 |
+1,656 |
| Feb11 |
100624 |
1240.3 |
1255.0 |
1240.3 |
1252.2 |
+11.3 |
75 |
24,814 |
+15 |
| Apr11 |
100624 |
1252.4 |
1256.8 |
1250.0 |
1254.2 |
+11.4 |
62 |
17,731 |
+47 |
| Jun11 |
100624 |
593.6 |
601.7 |
593.6 |
601.2 |
+11.5 |
1,124 |
14,071 |
-72 |
| Aug11 |
100624 |
1247.8 |
1259.2 |
1247.8 |
1259.2 |
+11.7 |
741 |
8,193 |
+468 |
| Oct11 |
100624 |
1261.9 |
1261.9 |
1261.9 |
1261.9 |
+11.8 |
10 |
7,227 |
-5 |
| Dec11 |
100624 |
1264.9 |
1264.9 |
1264.9 |
1264.9 |
+12.0 |
421 |
14,112 |
+141 |
| Feb12 |
100624 |
1268.1 |
1268.1 |
1268.1 |
1268.1 |
+12.0 |
0 |
3,753 |
+0 |
| Apr12 |
100624 |
1271.5 |
1271.5 |
1271.5 |
1271.5 |
+11.9 |
350 |
4,829 |
-350 |
| Total Volume and Open Interest |
143,055 |
602,411 |
+1,516 |
| Silver(CMX) |
| Jul10 |
100624 |
1850.0 |
1881.0 |
1817.0 |
1873.6 |
+27.7 |
33,172 |
38,844 |
-2,653 |
| Sep10 |
100624 |
1853.0 |
1884.5 |
1821.0 |
1877.6 |
+27.2 |
11,257 |
51,182 |
+828 |
| Dec10 |
100624 |
1859.0 |
1890.0 |
1828.0 |
1884.0 |
+27.3 |
2,463 |
19,082 |
-627 |
| Mar11 |
100624 |
1872.5 |
1888.2 |
1845.0 |
1888.2 |
+27.5 |
594 |
10,151 |
+530 |
| May11 |
100624 |
1890.3 |
1890.3 |
1890.3 |
1890.3 |
+27.6 |
102 |
7,501 |
+101 |
| Jul11 |
100624 |
1890.0 |
1892.3 |
1890.0 |
1892.3 |
+27.7 |
75 |
5,157 |
+70 |
| Sep11 |
100624 |
1867.5 |
1894.2 |
1867.5 |
1894.2 |
+27.7 |
0 |
308 |
+0 |
| Total Volume and Open Interest |
47,879 |
139,019 |
-2,043 |
| Platinum(NYMEX) |
| Jul10 |
100624 |
1572.0 |
1573.0 |
1541.0 |
1561.5 |
-5.5 |
3,911 |
10,544 |
-1,148 |
| Oct10 |
100624 |
1577.7 |
1579.0 |
1548.3 |
1568.2 |
-6.5 |
1,992 |
19,521 |
+1,460 |
| Jan11 |
100624 |
1569.5 |
1579.5 |
1560.5 |
1573.0 |
-6.1 |
15 |
493 |
+11 |
| Apr11 |
100624 |
1573.0 |
1573.0 |
1573.0 |
1573.0 |
-6.1 |
3 |
6 |
+3 |
| Total Volume and Open Interest |
5,952 |
30,667 |
+326 |
| Palladium(NYMEX) |
| Jun10 |
100624 |
469.00 |
469.00 |
469.00 |
469.00 |
-4.35 |
6 |
65 |
-6 |
| Sep10 |
100624 |
474.35 |
479.00 |
461.90 |
470.00 |
-4.35 |
2,116 |
21,230 |
-146 |
| Dec10 |
100624 |
472.00 |
472.55 |
467.60 |
471.00 |
-4.25 |
45 |
431 |
+40 |
| Total Volume and Open Interest |
2,174 |
21,790 |
-115 |
| Copper(CMX) |
| Jul10 |
100624 |
294.65 |
301.30 |
294.00 |
300.55 |
+7.00 |
29,826 |
27,333 |
-1,157 |
| Sep10 |
100624 |
296.60 |
303.15 |
296.00 |
302.40 |
+6.95 |
13,488 |
68,234 |
-101 |
| Dec10 |
100624 |
299.00 |
304.95 |
299.00 |
304.65 |
+6.85 |
1,929 |
18,879 |
+992 |
| Mar11 |
100624 |
305.55 |
306.00 |
305.55 |
306.00 |
+6.70 |
188 |
9,317 |
+22 |
| May11 |
100624 |
306.75 |
306.75 |
306.75 |
306.75 |
+6.60 |
0 |
1,327 |
+0 |
| Total Volume and Open Interest |
46,690 |
139,932 |
-250 |
| DJIA Index(CBOT) |
| Sep10 |
100624 |
10225 |
10262 |
10070 |
10099 |
-140 |
371 |
5,856 |
+90 |
| Dec10 |
100624 |
10042 |
10183 |
10042 |
10042 |
-141 |
0 |
4 |
+0 |
| Mar11 |
100624 |
9991 |
10131 |
9991 |
9991 |
-140 |
|
|
|
| Jun11 |
100624 |
9933 |
10073 |
9933 |
9933 |
-140 |
|
|
|
| Total Volume and Open Interest |
371 |
5,860 |
+90 |
| S & P 500(CME) |
| Sep10 |
100624 |
1086.50 |
1090.70 |
1066.50 |
1070.50 |
-16.90 |
15,274 |
295,680 |
+497 |
| Dec10 |
100624 |
1066.30 |
1067.10 |
1064.10 |
1066.30 |
-16.80 |
1 |
4,441 |
-1 |
| Mar11 |
100624 |
1062.40 |
1063.20 |
1060.20 |
1062.40 |
-16.80 |
0 |
477 |
+0 |
| Jun11 |
100624 |
1059.40 |
1060.20 |
1057.20 |
1059.40 |
-16.80 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
15,275 |
300,643 |
+496 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100624 |
1086.50 |
1091.00 |
1066.50 |
1070.50 |
-17.00 |
2,286,571 |
2,601,822 |
+29,941 |
| Dec10 |
100624 |
1082.25 |
1086.50 |
1063.00 |
1066.25 |
-16.75 |
1,163 |
5,381 |
+585 |
| Total Volume and Open Interest |
2,287,746 |
2,607,245 |
+30,537 |
| NASDAQ 100(CME) |
| Sep10 |
100624 |
1869.30 |
1874.80 |
1837.00 |
1849.50 |
-24.30 |
1,369 |
8,603 |
+389 |
| Dec10 |
100624 |
1847.50 |
1847.50 |
1842.00 |
1847.50 |
-24.00 |
0 |
1 |
+0 |
| Mar11 |
100624 |
1845.00 |
1845.00 |
1844.00 |
1845.00 |
-24.00 |
|
|
|
| Total Volume and Open Interest |
1,369 |
8,604 |
+389 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100624 |
1870.00 |
1875.30 |
1837.30 |
1849.50 |
-24.30 |
335,379 |
289,118 |
+4,622 |
| Dec10 |
100624 |
1868.30 |
1872.00 |
1835.80 |
1847.50 |
-24.00 |
124 |
108 |
+26 |
| Total Volume and Open Interest |
335,503 |
289,227 |
+4,648 |
| S & P Midcap 400(CME) |
| Sep10 |
100624 |
743.00 |
745.50 |
734.50 |
736.40 |
-10.80 |
362 |
1,496 |
+362 |
| Dec10 |
100624 |
734.40 |
734.70 |
734.40 |
734.40 |
-10.80 |
|
|
|
| Mar11 |
100624 |
732.40 |
732.70 |
732.40 |
732.40 |
-10.80 |
|
|
|
| Total Volume and Open Interest |
362 |
1,496 |
+362 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100624 |
9905 |
10040 |
9730 |
9795 |
-130 |
11,574 |
30,840 |
+1,985 |
| Dec10 |
100624 |
9795 |
9795 |
9795 |
9795 |
-130 |
|
|
|
| Total Volume and Open Interest |
11,574 |
30,840 |
+1,985 |
| Nikkei 225(SGX) |
| Sep10 |
100624 |
9915 |
10010 |
9780 |
9920 |
+10 |
87,132 |
141,057 |
-519 |
| Dec10 |
100624 |
9880 |
9955 |
9875 |
9875 |
+10 |
11 |
1,764 |
+44 |
| Mar11 |
100624 |
9870 |
9870 |
9870 |
9870 |
+10 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
412 |
156,567 |
+141,101 |
| CAC 40(EURONEXT) |
| Jul10 |
100624 |
3660.0 |
3671.5 |
3539.0 |
3553.5 |
-85.0 |
147,366 |
418,746 |
+29,772 |
| Aug10 |
100624 |
3666.0 |
3666.0 |
3550.0 |
3554.0 |
-84.5 |
21 |
774 |
+14 |
| Sep10 |
100624 |
3655.5 |
3665.5 |
3544.5 |
3550.5 |
-83.5 |
265 |
35,470 |
-1,225 |
| Total Volume and Open Interest |
147,652 |
456,240 |
+28,561 |
| Hang Seng Index(HKFE) |
| Jun10 |
100624 |
20854 |
20938 |
20730 |
20733 |
-202 |
77,797 |
70,995 |
-1,803 |
| Jul10 |
100624 |
20820 |
20890 |
20685 |
20689 |
-191 |
4,306 |
10,373 |
+5,158 |
| Total Volume and Open Interest |
82,472 |
84,247 |
+3,563 |
| DAX(EUREX) |
| Jun10 |
100618 |
6232.5 |
6258.0 |
6188.5 |
6223.5 |
+5.0 |
193,412 |
98,765 |
-39,457 |
| Sep10 |
100624 |
6235.0 |
6252.0 |
6102.0 |
6123.0 |
-91.5 |
142,246 |
142,473 |
+4,075 |
| Dec10 |
100624 |
6248.5 |
6257.0 |
6123.5 |
6131.0 |
-91.5 |
572 |
10,136 |
+50 |
| Total Volume and Open Interest |
142,964 |
152,744 |
+4,260 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100624 |
5173.00 |
5175.00 |
5056.50 |
5066.50 |
-88.50 |
107,286 |
652,153 |
+1,484 |
| Dec10 |
100624 |
5133.50 |
5133.50 |
5043.00 |
5044.00 |
-89.50 |
70 |
7,071 |
-23 |
| Mar11 |
100624 |
5044.00 |
5044.00 |
5005.00 |
5005.00 |
-89.50 |
25 |
1,060 |
+0 |
| Total Volume and Open Interest |
107,381 |
660,284 |
+1,461 |
| SPI 200(SFE) |
| Jun10 |
100617 |
4556.0 |
4579.0 |
4534.0 |
4553.0 |
-7.0 |
96,984 |
152,759 |
-89,413 |
| Sep10 |
100624 |
4478.0 |
4517.0 |
4448.0 |
4487.0 |
+14.0 |
25,450 |
208,759 |
+915 |
| Dec10 |
100624 |
4501.0 |
4507.0 |
4501.0 |
4507.0 |
+12.0 |
2 |
3,148 |
-168 |
| Total Volume and Open Interest |
25,564 |
213,797 |
+819 |
| GSCI(CME) |
| Jul10 |
100624 |
500.50 |
502.00 |
497.00 |
501.50 |
unch |
139 |
16,412 |
+29 |
| Aug10 |
100624 |
504.00 |
504.05 |
499.00 |
504.00 |
unch |
2 |
10 |
+0 |
| Sep10 |
100624 |
505.50 |
507.05 |
502.00 |
507.00 |
unch |
2 |
0 |
+0 |
| Total Volume and Open Interest |
143 |
16,422 |
+29 |
| 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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