|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon June 28, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100628 |
958.25 |
961.00 |
953.25 |
955.00 |
-2.00 |
36,751 |
69,574 |
-6,085 |
| Aug10 |
100628 |
941.00 |
946.75 |
937.50 |
940.50 |
-0.50 |
20,160 |
52,065 |
+4,702 |
| Sep10 |
100628 |
920.50 |
931.75 |
917.25 |
926.50 |
+5.50 |
4,480 |
14,565 |
+10 |
| Nov10 |
100628 |
912.75 |
924.75 |
908.25 |
918.50 |
+6.50 |
66,097 |
255,251 |
+8,435 |
| Jan11 |
100628 |
921.00 |
934.25 |
918.75 |
928.50 |
+6.75 |
1,083 |
29,425 |
+68 |
| Mar11 |
100628 |
929.25 |
938.50 |
925.25 |
933.50 |
+5.75 |
200 |
8,897 |
-43 |
| May11 |
100628 |
932.00 |
940.00 |
928.00 |
937.25 |
+7.25 |
397 |
9,961 |
-50 |
| Total Volume and Open Interest |
130,513 |
471,797 |
+7,256 |
| Soybean Meal(CBOT) |
| Jul10 |
100628 |
289.50 |
294.00 |
287.10 |
292.30 |
+2.70 |
24,615 |
31,335 |
-5,194 |
| Aug10 |
100628 |
280.00 |
284.30 |
277.50 |
283.30 |
+3.00 |
14,744 |
35,990 |
+889 |
| Sep10 |
100628 |
269.30 |
276.00 |
268.00 |
274.90 |
+4.60 |
6,455 |
18,979 |
-843 |
| Oct10 |
100628 |
260.70 |
267.80 |
259.80 |
267.80 |
+6.30 |
4,300 |
11,617 |
+653 |
| Dec10 |
100628 |
261.10 |
267.80 |
259.50 |
267.50 |
+6.40 |
23,697 |
77,820 |
+3,320 |
| Jan11 |
100628 |
260.40 |
267.50 |
259.90 |
267.40 |
+5.90 |
455 |
6,513 |
-50 |
| Mar11 |
100628 |
262.90 |
268.60 |
261.10 |
268.60 |
+6.30 |
162 |
5,280 |
-44 |
| May11 |
100628 |
261.00 |
268.00 |
261.00 |
268.00 |
+6.50 |
225 |
4,179 |
+5 |
| Total Volume and Open Interest |
74,882 |
198,181 |
-1,237 |
| Soybean Oil(CBOT) |
| Jul10 |
100628 |
37.20 |
37.43 |
36.79 |
36.94 |
-0.22 |
37,930 |
43,515 |
-5,453 |
| Aug10 |
100628 |
37.40 |
37.60 |
36.96 |
37.11 |
-0.22 |
24,653 |
60,774 |
+1,029 |
| Sep10 |
100628 |
37.48 |
37.74 |
37.13 |
37.27 |
-0.21 |
6,720 |
26,700 |
+130 |
| Oct10 |
100628 |
37.69 |
37.90 |
37.27 |
37.43 |
-0.21 |
3,596 |
12,733 |
-258 |
| Dec10 |
100628 |
38.04 |
38.30 |
37.64 |
37.80 |
-0.23 |
35,589 |
140,357 |
+4,841 |
| Jan11 |
100628 |
38.33 |
38.60 |
37.93 |
38.10 |
-0.23 |
1,218 |
7,712 |
-467 |
| Mar11 |
100628 |
38.66 |
38.66 |
38.24 |
38.41 |
-0.23 |
399 |
4,323 |
+26 |
| May11 |
100628 |
38.75 |
38.91 |
38.50 |
38.68 |
-0.23 |
22 |
2,928 |
+9 |
| Total Volume and Open Interest |
110,264 |
304,225 |
-111 |
| Canola(WCE) |
| Jul10 |
100628 |
432.7 |
435.3 |
429.0 |
434.9 |
-2.7 |
3,428 |
9,336 |
-2,585 |
| Nov10 |
100628 |
419.6 |
419.9 |
413.0 |
418.9 |
-0.1 |
16,499 |
128,075 |
-609 |
| Jan11 |
100628 |
412.5 |
419.7 |
412.5 |
419.0 |
+0.3 |
445 |
10,397 |
+53 |
| Mar11 |
100628 |
412.7 |
417.5 |
412.7 |
417.5 |
+0.5 |
433 |
5,195 |
+42 |
| May11 |
100628 |
416.9 |
416.9 |
416.9 |
416.9 |
+0.5 |
77 |
1,683 |
-4 |
| Total Volume and Open Interest |
21,259 |
157,228 |
-2,832 |
| Corn(CBOT) |
| Jul10 |
100628 |
339.50 |
339.75 |
332.00 |
333.75 |
-6.75 |
125,609 |
159,949 |
-28,508 |
| Sep10 |
100628 |
348.25 |
348.50 |
340.75 |
342.25 |
-7.25 |
74,987 |
357,422 |
+4,632 |
| Dec10 |
100628 |
359.00 |
359.50 |
351.25 |
352.75 |
-7.75 |
90,462 |
468,524 |
+16,961 |
| Mar11 |
100628 |
372.00 |
372.50 |
364.75 |
366.00 |
-7.50 |
5,080 |
70,126 |
+2,012 |
| May11 |
100628 |
380.00 |
380.00 |
374.00 |
375.00 |
-7.75 |
1,600 |
15,362 |
+440 |
| Jul11 |
100628 |
387.00 |
389.25 |
382.50 |
383.50 |
-7.75 |
2,799 |
44,158 |
+500 |
| Total Volume and Open Interest |
304,231 |
1,196,305 |
-3,468 |
| Wheat(CBOT) |
| Jul10 |
100628 |
455.50 |
455.50 |
444.00 |
449.50 |
-6.75 |
32,322 |
44,255 |
-9,298 |
| Sep10 |
100628 |
470.75 |
470.75 |
459.50 |
465.00 |
-6.00 |
40,169 |
203,504 |
+1,920 |
| Dec10 |
100628 |
496.50 |
496.75 |
487.00 |
493.75 |
-3.75 |
19,777 |
110,973 |
+2,816 |
| Mar11 |
100628 |
525.00 |
525.00 |
516.00 |
523.00 |
-2.75 |
4,419 |
31,104 |
+708 |
| May11 |
100628 |
537.00 |
542.00 |
533.00 |
539.50 |
-2.50 |
392 |
7,826 |
-132 |
| Total Volume and Open Interest |
101,758 |
473,323 |
-3,029 |
| Wheat(KCBT) |
| Jul10 |
100628 |
483.00 |
483.50 |
474.50 |
479.00 |
-4.75 |
13,363 |
13,725 |
-6,891 |
| Sep10 |
100628 |
493.00 |
494.25 |
485.25 |
489.75 |
-5.00 |
9,798 |
48,444 |
+1,257 |
| Dec10 |
100628 |
509.00 |
510.75 |
501.25 |
506.00 |
-4.75 |
3,923 |
45,570 |
-247 |
| Mar11 |
100628 |
525.00 |
525.75 |
518.75 |
522.25 |
-4.75 |
829 |
16,515 |
-48 |
| May11 |
100628 |
534.50 |
534.50 |
529.50 |
533.25 |
-4.25 |
346 |
4,791 |
-112 |
| Total Volume and Open Interest |
30,232 |
161,570 |
-6,243 |
| Wheat(MGE) |
| Jul10 |
100628 |
509.00 |
510.00 |
500.00 |
501.50 |
-10.75 |
3,093 |
5,088 |
-1,134 |
| Sep10 |
100628 |
521.75 |
522.75 |
511.75 |
513.50 |
-10.25 |
2,983 |
14,949 |
+356 |
| Dec10 |
100628 |
537.75 |
538.75 |
528.50 |
530.25 |
-9.00 |
1,170 |
14,449 |
+344 |
| Mar11 |
100628 |
555.00 |
555.00 |
546.00 |
548.25 |
-9.00 |
265 |
4,936 |
-88 |
| May11 |
100628 |
565.25 |
565.25 |
556.00 |
558.00 |
-8.75 |
83 |
1,400 |
+14 |
| Total Volume and Open Interest |
7,813 |
48,802 |
-485 |
| Oats(CBOT) |
| Jul10 |
100628 |
264.00 |
264.00 |
249.50 |
261.50 |
-2.50 |
368 |
3,917 |
-100 |
| Sep10 |
100628 |
266.25 |
266.25 |
251.00 |
264.00 |
-1.50 |
307 |
4,802 |
+41 |
| Dec10 |
100628 |
261.75 |
266.00 |
255.00 |
262.50 |
-0.50 |
380 |
6,349 |
+123 |
| Mar11 |
100628 |
270.00 |
270.00 |
264.50 |
268.50 |
-0.50 |
15 |
693 |
+3 |
| Total Volume and Open Interest |
1,070 |
15,763 |
+67 |
| Rough Rice(CBOT) |
| Jul10 |
100628 |
10.03 |
10.09 |
9.87 |
9.97 |
-0.10 |
1,129 |
3,283 |
-360 |
| Sep10 |
100628 |
10.23 |
10.24 |
10.13 |
10.21 |
unch |
1,359 |
7,685 |
+441 |
| Nov10 |
100628 |
10.45 |
10.49 |
10.40 |
10.44 |
-0.01 |
402 |
2,207 |
+77 |
| Jan11 |
100628 |
10.73 |
10.73 |
10.73 |
10.73 |
unch |
28 |
485 |
+6 |
| Total Volume and Open Interest |
3,076 |
15,092 |
+256 |
| Live Cattle(CME) |
| Jun10 |
100628 |
91.000 |
91.350 |
90.750 |
91.200 |
+0.250 |
1,626 |
4,207 |
-1,084 |
| Aug10 |
100628 |
89.500 |
89.850 |
88.850 |
89.680 |
+0.295 |
13,405 |
134,579 |
+95 |
| Oct10 |
100628 |
91.050 |
91.385 |
90.580 |
91.300 |
+0.220 |
4,671 |
95,320 |
+972 |
| Dec10 |
100628 |
93.150 |
93.500 |
92.830 |
93.385 |
+0.135 |
2,805 |
48,741 |
+441 |
| Feb11 |
100628 |
94.700 |
95.200 |
94.500 |
95.180 |
+0.330 |
866 |
21,258 |
+110 |
| Apr11 |
100628 |
96.480 |
96.750 |
96.200 |
96.650 |
+0.115 |
812 |
12,136 |
+102 |
| Total Volume and Open Interest |
24,401 |
321,939 |
+718 |
| Feeder Cattle(CME) |
| Aug10 |
100628 |
113.330 |
114.350 |
113.250 |
113.980 |
+0.780 |
1,442 |
22,615 |
+180 |
| Sep10 |
100628 |
113.250 |
114.200 |
113.230 |
114.080 |
+0.750 |
391 |
5,707 |
+74 |
| Oct10 |
100628 |
113.250 |
113.980 |
113.100 |
113.850 |
+0.650 |
205 |
4,764 |
+146 |
| Nov10 |
100628 |
112.550 |
113.500 |
112.550 |
113.300 |
+0.650 |
154 |
1,691 |
+72 |
| Jan11 |
100628 |
111.000 |
111.600 |
110.800 |
111.600 |
+0.620 |
46 |
614 |
+10 |
| Mar11 |
100628 |
110.900 |
111.300 |
110.850 |
111.300 |
+1.300 |
13 |
98 |
+8 |
| Apr11 |
100628 |
110.900 |
110.900 |
110.900 |
110.900 |
+1.400 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
2,256 |
35,518 |
+494 |
| Lean Hogs(CME) |
| Jul10 |
100628 |
80.950 |
81.050 |
79.200 |
79.535 |
-1.190 |
6,747 |
21,255 |
-1,796 |
| Aug10 |
100628 |
84.180 |
84.230 |
81.900 |
82.180 |
-1.750 |
12,601 |
77,609 |
-326 |
| Oct10 |
100628 |
76.950 |
77.250 |
75.475 |
75.950 |
-0.700 |
6,047 |
45,011 |
+1,473 |
| Dec10 |
100628 |
73.200 |
73.650 |
72.150 |
72.650 |
-0.550 |
5,189 |
28,047 |
-320 |
| Feb11 |
100628 |
74.400 |
74.500 |
73.550 |
73.900 |
-0.500 |
2,329 |
11,204 |
+322 |
| Apr11 |
100628 |
75.000 |
75.400 |
74.400 |
75.300 |
-0.030 |
2,680 |
6,565 |
+1,352 |
| May11 |
100628 |
78.350 |
78.550 |
78.000 |
78.000 |
-0.500 |
46 |
226 |
+42 |
| Jun11 |
100628 |
81.500 |
81.550 |
80.500 |
81.200 |
-0.300 |
735 |
2,097 |
+398 |
| Total Volume and Open Interest |
36,530 |
192,577 |
+1,252 |
| Pork Bellies(CME) |
| Jul10 |
100628 |
99.400 |
101.200 |
99.000 |
101.200 |
+0.200 |
10 |
73 |
-1 |
| Aug10 |
100628 |
96.400 |
96.950 |
96.400 |
96.950 |
+0.150 |
0 |
27 |
+0 |
| Feb11 |
100628 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
5 |
+0 |
| Mar11 |
100628 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100628 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
10 |
106 |
-1 |
| Class III Milk(CME) |
| Jun10 |
100628 |
13.63 |
13.63 |
13.60 |
13.61 |
-0.02 |
2 |
4,370 |
-2 |
| Jul10 |
100628 |
13.50 |
13.57 |
13.36 |
13.38 |
-0.17 |
50 |
4,329 |
-38 |
| Aug10 |
100628 |
13.80 |
13.86 |
13.60 |
13.66 |
-0.19 |
71 |
4,628 |
+6 |
| Sep10 |
100628 |
14.56 |
14.64 |
14.40 |
14.45 |
-0.19 |
38 |
4,043 |
-2 |
| Oct10 |
100628 |
14.59 |
14.68 |
14.55 |
14.65 |
-0.03 |
25 |
3,579 |
+7 |
| Total Volume and Open Interest |
323 |
28,971 |
+39 |
| Cocoa(ICE) |
| Jul10 |
100628 |
3110 |
3110 |
3103 |
3103 |
+11 |
6 |
243 |
-5 |
| Sep10 |
100628 |
3118 |
3144 |
3106 |
3138 |
+25 |
8,403 |
58,211 |
-283 |
| Dec10 |
100628 |
3130 |
3147 |
3119 |
3143 |
+23 |
2,478 |
22,046 |
+467 |
| Mar11 |
100628 |
3133 |
3154 |
3120 |
3149 |
+21 |
1,158 |
16,533 |
-315 |
| May11 |
100628 |
3144 |
3159 |
3139 |
3154 |
+17 |
250 |
7,539 |
-92 |
| Jul11 |
100628 |
3150 |
3165 |
3145 |
3160 |
+15 |
140 |
3,821 |
-16 |
| Sep11 |
100628 |
3168 |
3169 |
3168 |
3169 |
+18 |
92 |
1,426 |
+6 |
| Total Volume and Open Interest |
12,610 |
114,965 |
-220 |
| Coffee "C"(ICE) |
| Jul10 |
100628 |
166.45 |
168.00 |
166.00 |
166.30 |
-0.70 |
764 |
1,134 |
+405 |
| Sep10 |
100628 |
168.00 |
170.65 |
167.40 |
168.10 |
-0.80 |
19,529 |
93,688 |
+326 |
| Dec10 |
100628 |
168.40 |
170.50 |
167.60 |
168.20 |
-0.70 |
4,878 |
43,112 |
+705 |
| Mar11 |
100628 |
167.90 |
169.40 |
166.90 |
167.45 |
-0.60 |
915 |
17,178 |
+151 |
| May11 |
100628 |
166.50 |
168.00 |
166.00 |
166.55 |
-0.15 |
283 |
5,812 |
+173 |
| Jul11 |
100628 |
166.60 |
166.60 |
165.00 |
165.55 |
-0.10 |
98 |
2,779 |
+36 |
| Total Volume and Open Interest |
26,531 |
164,975 |
+1,835 |
| Orange Juice(ICE) |
| Jul10 |
100628 |
143.30 |
143.90 |
141.05 |
142.50 |
-0.40 |
727 |
2,036 |
-563 |
| Sep10 |
100628 |
143.35 |
143.45 |
141.15 |
142.95 |
+0.50 |
1,487 |
20,497 |
-130 |
| Nov10 |
100628 |
143.35 |
143.65 |
142.00 |
143.30 |
+0.50 |
104 |
3,780 |
+4 |
| Jan11 |
100628 |
144.00 |
144.00 |
143.65 |
143.65 |
+0.30 |
8 |
1,307 |
+6 |
| Mar11 |
100628 |
144.45 |
144.45 |
144.45 |
144.45 |
+0.35 |
0 |
191 |
+0 |
| May11 |
100628 |
144.65 |
144.65 |
144.65 |
144.65 |
+0.30 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
2,326 |
28,164 |
-683 |
| Sugar #11(ICE) |
| Jul10 |
100628 |
17.29 |
18.40 |
16.95 |
17.19 |
-0.10 |
22,218 |
36,149 |
-10,730 |
| Oct10 |
100628 |
16.32 |
16.68 |
15.72 |
15.82 |
-0.57 |
54,992 |
256,356 |
+1,628 |
| Mar11 |
100628 |
16.84 |
17.07 |
16.27 |
16.35 |
-0.49 |
19,091 |
126,085 |
+1,742 |
| May11 |
100628 |
16.70 |
16.70 |
16.12 |
16.14 |
-0.45 |
3,650 |
27,732 |
-289 |
| Jul11 |
100628 |
16.55 |
16.56 |
15.95 |
15.99 |
-0.41 |
4,173 |
60,105 |
-232 |
| Total Volume and Open Interest |
106,515 |
586,081 |
-7,672 |
| London Cocoa(LCE) |
| Jul10 |
100628 |
2554 |
2577 |
2548 |
2574 |
+20 |
2,455 |
54,333 |
+1,279 |
| Sep10 |
100628 |
2450 |
2459 |
2440 |
2447 |
-3 |
6,363 |
36,261 |
+600 |
| Dec10 |
100628 |
2276 |
2278 |
2268 |
2274 |
-3 |
2,002 |
30,198 |
-40 |
| Mar11 |
100628 |
2231 |
2235 |
2228 |
2233 |
-5 |
1,549 |
26,735 |
+670 |
| May11 |
100628 |
2227 |
2227 |
2226 |
2226 |
-5 |
1,517 |
9,178 |
+879 |
| Jul11 |
100628 |
2226 |
2229 |
2226 |
2229 |
-5 |
140 |
1,375 |
+113 |
| Sep11 |
100628 |
2233 |
2233 |
2233 |
2233 |
-4 |
15 |
2,408 |
+15 |
| Total Volume and Open Interest |
14,112 |
166,281 |
+3,574 |
| London Sugar(LCE) |
| Aug10 |
100628 |
548.10 |
557.80 |
537.50 |
538.50 |
-5.60 |
2,437 |
21,803 |
-1,105 |
| Oct10 |
100628 |
486.20 |
495.00 |
478.20 |
479.40 |
-5.10 |
2,083 |
26,854 |
+840 |
| Dec10 |
100628 |
463.00 |
468.40 |
453.80 |
455.20 |
-5.80 |
908 |
9,213 |
+139 |
| Mar11 |
100628 |
464.30 |
468.30 |
455.30 |
456.60 |
-4.40 |
1,041 |
5,947 |
+200 |
| May11 |
100628 |
464.50 |
464.50 |
455.60 |
455.60 |
-3.40 |
143 |
2,357 |
+44 |
| Total Volume and Open Interest |
6,726 |
67,406 |
+216 |
| Cotton(ICE) |
| Jul10 |
100628 |
84.85 |
84.94 |
84.41 |
84.49 |
-0.23 |
204 |
1,737 |
-640 |
| Oct10 |
100628 |
80.59 |
80.59 |
79.23 |
79.66 |
-0.55 |
101 |
1,632 |
-23 |
| Dec10 |
100628 |
79.00 |
79.30 |
77.67 |
78.45 |
-0.46 |
7,816 |
129,571 |
+746 |
| Mar11 |
100628 |
80.10 |
80.10 |
78.91 |
79.75 |
-0.29 |
1,066 |
22,362 |
+414 |
| May11 |
100628 |
79.54 |
80.31 |
79.54 |
80.31 |
+0.04 |
78 |
835 |
+52 |
| Jul11 |
100628 |
79.55 |
80.32 |
79.55 |
80.32 |
-0.05 |
23 |
6,093 |
+0 |
| Total Volume and Open Interest |
9,288 |
163,898 |
+549 |
| Lumber(CME) |
| Jul10 |
100628 |
190.0 |
191.3 |
185.0 |
188.6 |
-0.3 |
184 |
2,062 |
-40 |
| Sep10 |
100628 |
200.0 |
200.5 |
195.0 |
197.0 |
-1.5 |
430 |
5,477 |
-43 |
| Nov10 |
100628 |
201.6 |
202.3 |
198.2 |
198.9 |
-4.6 |
217 |
1,951 |
+24 |
| Jan11 |
100628 |
221.4 |
221.9 |
218.6 |
221.9 |
-0.8 |
7 |
161 |
+3 |
| Total Volume and Open Interest |
839 |
9,663 |
-57 |
| Crude Oil(NYM) |
| Aug10 |
100628 |
79.00 |
79.38 |
77.72 |
78.25 |
-0.61 |
260,401 |
312,805 |
-5,030 |
| Sep10 |
100628 |
79.61 |
79.97 |
78.38 |
78.90 |
-0.53 |
58,471 |
148,147 |
+1,411 |
| Oct10 |
100628 |
79.81 |
80.40 |
78.91 |
79.48 |
-0.42 |
20,747 |
56,657 |
-943 |
| Nov10 |
100628 |
80.49 |
80.85 |
79.57 |
80.04 |
-0.34 |
12,706 |
40,928 |
-844 |
| Dec10 |
100628 |
80.72 |
81.28 |
79.94 |
80.55 |
-0.29 |
37,225 |
202,030 |
-838 |
| Jan11 |
100628 |
80.90 |
80.93 |
80.54 |
80.93 |
-0.28 |
3,722 |
37,044 |
+171 |
| Feb11 |
100628 |
80.90 |
81.26 |
80.79 |
81.26 |
-0.27 |
1,900 |
15,121 |
+75 |
| Mar11 |
100628 |
81.16 |
81.59 |
81.16 |
81.59 |
-0.26 |
2,436 |
21,829 |
-70 |
| Apr11 |
100628 |
82.06 |
82.12 |
81.30 |
81.91 |
-0.26 |
842 |
11,219 |
-80 |
| May11 |
100628 |
81.71 |
82.22 |
81.69 |
82.22 |
-0.25 |
948 |
7,477 |
-167 |
| Jun11 |
100628 |
82.69 |
82.69 |
81.93 |
82.52 |
-0.25 |
6,496 |
42,304 |
-696 |
| Jul11 |
100628 |
82.78 |
82.78 |
82.78 |
82.78 |
-0.25 |
916 |
23,742 |
+220 |
| Aug11 |
100628 |
82.92 |
82.92 |
82.92 |
82.92 |
-0.24 |
256 |
7,366 |
+12 |
| Sep11 |
100628 |
83.04 |
83.04 |
83.04 |
83.04 |
-0.23 |
172 |
7,661 |
-30 |
| Oct11 |
100628 |
83.17 |
83.17 |
83.17 |
83.17 |
-0.22 |
225 |
5,317 |
+16 |
| Nov11 |
100628 |
83.32 |
83.32 |
83.32 |
83.32 |
-0.21 |
219 |
9,884 |
+56 |
| Total Volume and Open Interest |
420,805 |
1,254,722 |
-6,255 |
| 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 |
100625 |
76.550 |
79.200 |
75.900 |
78.850 |
+2.350 |
15,566 |
2,740 |
+743 |
| Sep10 |
100628 |
79.625 |
79.950 |
78.400 |
78.900 |
-0.525 |
378 |
874 |
+9 |
| Oct10 |
100628 |
79.725 |
79.725 |
79.100 |
79.475 |
-0.425 |
44 |
182 |
-11 |
| Nov10 |
100628 |
80.050 |
80.050 |
80.050 |
80.050 |
-0.325 |
0 |
20 |
+0 |
| Dec10 |
100628 |
80.550 |
80.550 |
80.550 |
80.550 |
-0.300 |
0 |
105 |
+0 |
| Jan11 |
100628 |
80.925 |
80.925 |
80.925 |
80.925 |
-0.275 |
0 |
1 |
+0 |
| Feb11 |
100628 |
81.250 |
81.250 |
81.250 |
81.250 |
-0.275 |
3 |
1 |
+0 |
| Mar11 |
100628 |
81.600 |
81.600 |
81.600 |
81.600 |
-0.250 |
|
|
|
| Total Volume and Open Interest |
11,207 |
3,473 |
-509 |
| Heating Oil(NYM) |
| Jul10 |
100628 |
211.00 |
211.48 |
208.01 |
209.33 |
-1.89 |
29,411 |
23,444 |
-4,430 |
| Aug10 |
100628 |
213.86 |
213.86 |
210.34 |
211.71 |
-1.63 |
42,754 |
78,667 |
+2,894 |
| Sep10 |
100628 |
215.78 |
215.97 |
212.93 |
214.25 |
-1.37 |
11,062 |
44,783 |
+545 |
| Oct10 |
100628 |
218.26 |
218.26 |
215.62 |
216.80 |
-1.24 |
5,779 |
23,607 |
-345 |
| Nov10 |
100628 |
218.58 |
219.51 |
218.12 |
219.30 |
-1.18 |
1,379 |
18,926 |
+135 |
| Dec10 |
100628 |
223.12 |
223.36 |
220.39 |
221.70 |
-1.09 |
7,097 |
36,826 |
+61 |
| Jan11 |
100628 |
223.25 |
224.22 |
223.24 |
224.03 |
-1.07 |
1,499 |
20,910 |
+128 |
| Feb11 |
100628 |
224.68 |
225.66 |
224.68 |
225.43 |
-1.07 |
742 |
9,389 |
-153 |
| Mar11 |
100628 |
225.75 |
226.03 |
225.75 |
225.75 |
-1.12 |
271 |
8,872 |
+33 |
| Apr11 |
100628 |
224.14 |
224.91 |
224.14 |
224.91 |
-1.10 |
260 |
5,160 |
+84 |
| May11 |
100628 |
224.37 |
224.37 |
224.37 |
224.37 |
-1.09 |
142 |
4,317 |
+78 |
| Jun11 |
100628 |
224.65 |
224.65 |
223.52 |
224.37 |
-1.09 |
388 |
19,670 |
+188 |
| Total Volume and Open Interest |
101,733 |
314,895 |
-820 |
| Gasoline(NYMEX) |
| Jul10 |
100628 |
216.38 |
217.00 |
212.99 |
213.76 |
-3.02 |
22,398 |
28,745 |
-3,760 |
| Aug10 |
100628 |
215.59 |
216.25 |
212.30 |
213.02 |
-2.86 |
29,764 |
74,445 |
+215 |
| Sep10 |
100628 |
214.71 |
214.76 |
211.48 |
212.08 |
-2.45 |
9,182 |
53,321 |
-76 |
| Oct10 |
100628 |
203.00 |
203.00 |
200.00 |
200.81 |
-1.95 |
3,372 |
23,581 |
+582 |
| Nov10 |
100628 |
199.50 |
200.15 |
199.08 |
199.67 |
-1.65 |
1,405 |
21,207 |
-133 |
| Dec10 |
100628 |
202.14 |
202.14 |
199.24 |
200.06 |
-1.46 |
2,066 |
16,255 |
+343 |
| Jan11 |
100628 |
201.79 |
201.96 |
201.76 |
201.83 |
-1.44 |
314 |
6,785 |
+76 |
| Feb11 |
100628 |
203.81 |
203.84 |
203.81 |
203.84 |
-1.38 |
145 |
1,961 |
-2 |
| Mar11 |
100628 |
205.59 |
205.81 |
205.59 |
205.81 |
-1.51 |
73 |
2,701 |
-9 |
| Apr11 |
100628 |
217.91 |
217.91 |
217.91 |
217.91 |
-1.46 |
61 |
3,442 |
+10 |
| Total Volume and Open Interest |
68,927 |
246,242 |
-2,852 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100628 |
213.80 |
213.80 |
213.76 |
213.80 |
-3.00 |
0 |
2 |
+0 |
| Aug10 |
100628 |
213.00 |
213.02 |
213.00 |
213.00 |
-2.90 |
0 |
2 |
+0 |
| Sep10 |
100628 |
212.10 |
212.10 |
212.08 |
212.10 |
-2.40 |
|
|
|
| Oct10 |
100628 |
200.80 |
200.81 |
200.80 |
200.80 |
-2.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
11 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100628 |
4.829 |
4.841 |
4.695 |
4.717 |
-0.144 |
72,922 |
29,231 |
-3,466 |
| Aug10 |
100628 |
4.851 |
4.882 |
4.728 |
4.733 |
-0.175 |
43,504 |
129,945 |
+779 |
| Sep10 |
100628 |
4.872 |
4.917 |
4.767 |
4.772 |
-0.171 |
13,253 |
139,872 |
+1,061 |
| Oct10 |
100628 |
4.950 |
4.986 |
4.844 |
4.850 |
-0.163 |
15,278 |
95,532 |
+19 |
| Nov10 |
100628 |
5.210 |
5.245 |
5.120 |
5.129 |
-0.144 |
6,067 |
35,669 |
-854 |
| Dec10 |
100628 |
5.495 |
5.535 |
5.416 |
5.426 |
-0.136 |
4,502 |
38,992 |
-501 |
| Jan11 |
100628 |
5.694 |
5.705 |
5.600 |
5.609 |
-0.134 |
8,182 |
54,436 |
+634 |
| Feb11 |
100628 |
5.630 |
5.639 |
5.542 |
5.554 |
-0.126 |
1,556 |
19,406 |
-554 |
| Mar11 |
100628 |
5.539 |
5.546 |
5.441 |
5.454 |
-0.122 |
2,867 |
53,410 |
-177 |
| Apr11 |
100628 |
5.245 |
5.253 |
5.190 |
5.198 |
-0.100 |
2,314 |
40,850 |
-86 |
| May11 |
100628 |
5.237 |
5.260 |
5.205 |
5.212 |
-0.096 |
582 |
19,261 |
+104 |
| Jun11 |
100628 |
5.300 |
5.310 |
5.260 |
5.262 |
-0.093 |
300 |
8,473 |
-68 |
| Jul11 |
100628 |
5.346 |
5.362 |
5.318 |
5.318 |
-0.093 |
195 |
5,872 |
+38 |
| Aug11 |
100628 |
5.405 |
5.405 |
5.363 |
5.363 |
-0.092 |
72 |
5,447 |
-14 |
| Sep11 |
100628 |
5.433 |
5.433 |
5.397 |
5.397 |
-0.091 |
90 |
5,549 |
-25 |
| Oct11 |
100628 |
5.540 |
5.550 |
5.482 |
5.482 |
-0.090 |
420 |
18,983 |
-27 |
| Total Volume and Open Interest |
173,054 |
807,883 |
-3,154 |
| Brent Crude Oil(ICE) |
| Aug10 |
100628 |
78.14 |
78.66 |
77.06 |
77.59 |
-0.53 |
135,750 |
198,035 |
-7,351 |
| Sep10 |
100628 |
78.50 |
79.06 |
77.50 |
78.01 |
-0.51 |
68,158 |
133,350 |
+5,345 |
| Oct10 |
100628 |
79.14 |
79.48 |
78.00 |
78.55 |
-0.46 |
20,889 |
53,634 |
+4,261 |
| Nov10 |
100628 |
79.80 |
79.94 |
78.50 |
79.08 |
-0.41 |
9,789 |
23,352 |
+1,169 |
| Dec10 |
100628 |
80.24 |
80.38 |
78.95 |
79.57 |
-0.37 |
27,913 |
108,529 |
-3,014 |
| Jan11 |
100628 |
80.07 |
80.07 |
79.55 |
80.02 |
-0.36 |
4,764 |
24,559 |
-217 |
| Feb11 |
100628 |
80.49 |
80.49 |
80.13 |
80.47 |
-0.35 |
2,884 |
15,437 |
+75 |
| Mar11 |
100628 |
80.91 |
80.91 |
80.74 |
80.89 |
-0.34 |
1,483 |
10,958 |
+118 |
| Apr11 |
100628 |
81.30 |
81.30 |
81.14 |
81.28 |
-0.35 |
1,315 |
7,658 |
+254 |
| May11 |
100628 |
81.60 |
81.65 |
81.60 |
81.65 |
-0.34 |
1,088 |
14,527 |
+122 |
| Jun11 |
100628 |
81.97 |
81.99 |
81.67 |
81.99 |
-0.32 |
4,453 |
23,232 |
+160 |
| Jul11 |
100628 |
82.31 |
82.31 |
82.31 |
82.31 |
-0.31 |
1,330 |
7,674 |
+392 |
| Aug11 |
100628 |
82.57 |
82.57 |
82.57 |
82.57 |
-0.29 |
312 |
3,681 |
+80 |
| Sep11 |
100628 |
82.78 |
82.78 |
82.78 |
82.78 |
-0.28 |
106 |
3,458 |
+40 |
| Total Volume and Open Interest |
288,162 |
738,398 |
+3,540 |
| Gas Oil(ICE) |
| Jul10 |
100628 |
676.00 |
678.25 |
667.75 |
670.50 |
+5.25 |
39,799 |
92,833 |
-7,181 |
| Aug10 |
100628 |
671.25 |
680.00 |
669.25 |
672.50 |
+5.75 |
62,602 |
103,937 |
+6,177 |
| Sep10 |
100628 |
679.00 |
679.00 |
673.00 |
676.25 |
+6.25 |
27,157 |
65,073 |
+2,643 |
| Oct10 |
100628 |
680.00 |
681.50 |
676.25 |
680.00 |
+6.75 |
11,458 |
37,463 |
+0 |
| Nov10 |
100628 |
682.75 |
683.00 |
681.50 |
683.00 |
+6.75 |
5,570 |
32,019 |
-249 |
| Dec10 |
100628 |
684.00 |
688.25 |
682.00 |
686.00 |
+6.75 |
16,982 |
98,969 |
-265 |
| Jan11 |
100628 |
690.00 |
692.00 |
689.00 |
690.00 |
+7.00 |
2,743 |
30,964 |
-4 |
| Feb11 |
100628 |
691.75 |
694.25 |
691.00 |
693.25 |
+7.00 |
1,665 |
17,578 |
+90 |
| Mar11 |
100628 |
694.75 |
696.50 |
694.25 |
696.25 |
+7.00 |
1,506 |
13,028 |
+88 |
| Apr11 |
100628 |
697.75 |
699.25 |
697.75 |
699.25 |
+7.25 |
1,454 |
13,782 |
-315 |
| Total Volume and Open Interest |
177,563 |
624,969 |
+2,811 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100628 |
1.510 |
1.510 |
1.496 |
1.500 |
-0.036 |
95 |
362 |
-39 |
| Aug10 |
100628 |
1.505 |
1.505 |
1.495 |
1.500 |
-0.033 |
168 |
1,473 |
-77 |
| Sep10 |
100628 |
1.490 |
1.496 |
1.482 |
1.485 |
-0.033 |
22 |
828 |
+8 |
| Oct10 |
100628 |
1.490 |
1.495 |
1.485 |
1.489 |
-0.030 |
57 |
907 |
+14 |
| Nov10 |
100628 |
1.519 |
1.519 |
1.491 |
1.495 |
-0.025 |
78 |
722 |
+17 |
| Dec10 |
100628 |
1.519 |
1.519 |
1.499 |
1.500 |
-0.028 |
88 |
1,827 |
-41 |
| Jan11 |
100628 |
1.520 |
1.529 |
1.501 |
1.516 |
-0.016 |
86 |
1,341 |
-31 |
| Total Volume and Open Interest |
1,631 |
11,052 |
-633 |
| WTI Crude Oil(ICE |
| Aug10 |
100628 |
78.88 |
79.37 |
77.73 |
78.25 |
-0.61 |
62,776 |
97,365 |
-3,902 |
| Sep10 |
100628 |
79.35 |
79.95 |
78.37 |
78.90 |
-0.53 |
25,491 |
62,909 |
+792 |
| Oct10 |
100628 |
80.16 |
80.16 |
78.91 |
79.48 |
-0.42 |
8,958 |
29,247 |
+497 |
| Nov10 |
100628 |
79.96 |
80.04 |
79.60 |
80.04 |
-0.34 |
3,304 |
18,021 |
-499 |
| Dec10 |
100628 |
80.91 |
80.91 |
79.93 |
80.55 |
-0.29 |
12,178 |
81,988 |
-946 |
| Jan11 |
100628 |
80.55 |
80.93 |
80.55 |
80.93 |
-0.28 |
1,335 |
17,131 |
+16 |
| Feb11 |
100628 |
80.86 |
81.26 |
80.86 |
81.26 |
-0.27 |
960 |
11,033 |
+195 |
| Mar11 |
100628 |
81.54 |
81.59 |
80.93 |
81.59 |
-0.26 |
577 |
9,329 |
+12 |
| Apr11 |
100628 |
81.85 |
81.91 |
81.25 |
81.91 |
-0.26 |
345 |
5,754 |
+27 |
| May11 |
100628 |
81.67 |
82.22 |
81.67 |
82.22 |
-0.25 |
371 |
4,514 |
+11 |
| Jun11 |
100628 |
82.46 |
82.52 |
82.03 |
82.52 |
-0.25 |
1,298 |
16,953 |
+301 |
| Jul11 |
100628 |
82.78 |
82.78 |
82.78 |
82.78 |
-0.25 |
47 |
7,933 |
+3 |
| Aug11 |
100628 |
82.92 |
82.92 |
82.92 |
82.92 |
-0.24 |
55 |
2,246 |
+18 |
| Sep11 |
100628 |
83.04 |
83.04 |
83.04 |
83.04 |
-0.23 |
32 |
2,757 |
+4 |
| Oct11 |
100628 |
83.17 |
83.17 |
83.17 |
83.17 |
-0.22 |
28 |
2,066 |
+0 |
| Nov11 |
100628 |
83.32 |
83.32 |
83.32 |
83.32 |
-0.21 |
20 |
7,797 |
+0 |
| Total Volume and Open Interest |
122,554 |
486,056 |
-1,806 |
| US Dollar Index(ICE) |
| Sep10 |
100628 |
85.580 |
86.065 |
85.475 |
85.923 |
+0.342 |
18,669 |
30,338 |
-182 |
| Dec10 |
100628 |
86.200 |
86.247 |
86.200 |
86.247 |
+0.347 |
5 |
653 |
+0 |
| Mar11 |
100628 |
86.537 |
86.537 |
86.537 |
86.537 |
+0.347 |
|
|
|
| Total Volume and Open Interest |
18,674 |
30,991 |
-182 |
| Australian Dollar(CME) |
| Sep10 |
100628 |
86.67 |
87.00 |
86.29 |
86.52 |
-0.16 |
93,783 |
59,338 |
+507 |
| Dec10 |
100628 |
85.79 |
85.94 |
85.48 |
85.62 |
-0.15 |
57 |
423 |
+21 |
| Mar11 |
100628 |
84.75 |
84.90 |
84.75 |
84.75 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
93,840 |
59,771 |
+528 |
| British Pound(CME) |
| Sep10 |
100628 |
150.56 |
151.30 |
150.17 |
151.08 |
+0.70 |
110,175 |
121,793 |
-902 |
| Dec10 |
100628 |
150.33 |
151.25 |
150.17 |
151.07 |
+0.69 |
215 |
145 |
+25 |
| Mar11 |
100628 |
151.06 |
151.06 |
150.39 |
151.06 |
+0.67 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
110,390 |
121,941 |
-877 |
| Canadian Dollar(CME) |
| Sep10 |
100628 |
96.51 |
96.84 |
96.36 |
96.61 |
+0.11 |
83,345 |
82,791 |
-1,938 |
| Dec10 |
100628 |
96.40 |
96.70 |
96.36 |
96.51 |
+0.10 |
238 |
3,058 |
+85 |
| Mar11 |
100628 |
96.36 |
96.36 |
96.26 |
96.36 |
+0.10 |
1 |
319 |
+1 |
| Jun11 |
100628 |
96.20 |
96.20 |
96.10 |
96.20 |
+0.10 |
0 |
215 |
+0 |
| Total Volume and Open Interest |
83,584 |
86,407 |
-1,852 |
| Japanese Yen(CME) |
| Sep10 |
100628 |
112.08 |
112.43 |
111.90 |
112.01 |
unch |
133,882 |
103,774 |
+6,755 |
| Dec10 |
100628 |
112.19 |
112.37 |
112.19 |
112.21 |
unch |
36 |
259 |
+13 |
| Mar11 |
100628 |
112.44 |
112.46 |
112.44 |
112.44 |
-0.02 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
133,918 |
104,035 |
+6,768 |
| Swiss Franc(CME) |
| Sep10 |
100628 |
91.59 |
92.60 |
91.54 |
92.07 |
+0.52 |
37,186 |
43,083 |
-1,353 |
| Dec10 |
100628 |
91.90 |
92.60 |
91.77 |
92.28 |
+0.51 |
15 |
40 |
+11 |
| Mar11 |
100628 |
92.50 |
92.50 |
92.00 |
92.50 |
+0.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
37,201 |
43,126 |
-1,342 |
| EuroFX(CME) |
| Sep10 |
100628 |
123.84 |
124.04 |
122.70 |
122.92 |
-1.01 |
343,129 |
222,983 |
-4,789 |
| Dec10 |
100628 |
123.90 |
124.05 |
122.83 |
123.00 |
-1.01 |
123 |
719 |
+10 |
| Mar11 |
100628 |
123.06 |
124.09 |
123.06 |
123.06 |
-1.03 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
343,254 |
223,764 |
-4,777 |
| Mexican Peso(CME) |
| Jul10 |
100628 |
787.8 |
789.5 |
787.8 |
787.8 |
-1.8 |
|
|
|
| Aug10 |
100628 |
784.8 |
786.5 |
784.8 |
784.8 |
-1.8 |
|
|
|
| Total Volume and Open Interest |
21,119 |
63,787 |
+1,840 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100625 |
125~010 |
125~210 |
125~010 |
125~110 |
+0~100 |
|
|
|
| Dec10 |
100628 |
124~160 |
125~040 |
123~300 |
124~280 |
+0~300 |
173 |
820 |
+74 |
| Mar11 |
100628 |
123~080 |
123~160 |
122~170 |
123~160 |
+0~310 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
274,353 |
636,622 |
+7,112 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100628 |
121~195 |
122~085 |
121~160 |
122~045 |
+0~210 |
1,256,776 |
1,701,954 |
+1,044 |
| Dec10 |
100628 |
120~240 |
121~050 |
120~155 |
121~050 |
+0~215 |
199 |
354 |
+132 |
| Mar11 |
100628 |
118~160 |
118~310 |
118~110 |
118~310 |
+0~200 |
8 |
28 |
+8 |
| Total Volume and Open Interest |
1,256,987 |
1,702,342 |
+1,188 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100628 |
117~122 |
118~036 |
117~111 |
118~028 |
+0~045 |
478,383 |
901,489 |
-10,651 |
| Dec10 |
100628 |
117~030 |
117~030 |
116~106 |
117~030 |
+0~052 |
0 |
2 |
+0 |
| Mar11 |
100628 |
116~032 |
116~032 |
115~101 |
116~032 |
+0~059 |
|
|
|
| Total Volume and Open Interest |
479,160 |
930,135 |
-11,060 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100628 |
109~044 |
109~051 |
109~039 |
109~048 |
+0~007 |
215,672 |
907,507 |
+3,495 |
| Dec10 |
100628 |
109~014 |
109~014 |
109~004 |
109~014 |
+0~010 |
25 |
25 |
-1 |
| Mar11 |
100628 |
108~108 |
108~108 |
108~095 |
108~108 |
+0~013 |
|
|
|
| Total Volume and Open Interest |
216,493 |
912,363 |
+2,869 |
| Eurodollars(CME) |
| Sep10 |
100628 |
99.315 |
99.355 |
99.305 |
99.350 |
+0.045 |
180,363 |
1,034,307 |
-13,320 |
| Dec10 |
100628 |
99.195 |
99.230 |
99.185 |
99.225 |
+0.040 |
229,398 |
1,048,116 |
+470 |
| Mar11 |
100628 |
99.135 |
99.155 |
99.120 |
99.150 |
+0.025 |
180,182 |
824,621 |
-13,147 |
| Jun11 |
100628 |
99.030 |
99.060 |
99.005 |
99.045 |
+0.035 |
175,585 |
843,833 |
-12,677 |
| Sep11 |
100628 |
98.850 |
98.920 |
98.845 |
98.905 |
+0.055 |
187,996 |
903,972 |
+6,548 |
| Dec11 |
100628 |
98.625 |
98.715 |
98.620 |
98.700 |
+0.075 |
159,919 |
602,403 |
+3,964 |
| Mar12 |
100628 |
98.415 |
98.510 |
98.405 |
98.495 |
+0.085 |
135,274 |
427,152 |
-5,962 |
| Jun12 |
100628 |
98.175 |
98.280 |
98.170 |
98.260 |
+0.090 |
107,909 |
309,984 |
+2,733 |
| Sep12 |
100628 |
97.955 |
98.035 |
97.930 |
98.020 |
+0.090 |
63,957 |
211,661 |
+1,382 |
| Dec12 |
100628 |
97.705 |
97.780 |
97.680 |
97.770 |
+0.090 |
51,403 |
169,888 |
+4,429 |
| Mar13 |
100628 |
97.495 |
97.570 |
97.465 |
97.560 |
+0.100 |
52,892 |
147,309 |
+5,781 |
| Jun13 |
100628 |
97.255 |
97.350 |
97.245 |
97.335 |
+0.105 |
33,480 |
97,614 |
+2,333 |
| Sep13 |
100628 |
97.035 |
97.140 |
97.025 |
97.120 |
+0.110 |
19,013 |
77,877 |
-167 |
| Dec13 |
100628 |
96.820 |
96.930 |
96.805 |
96.900 |
+0.115 |
12,595 |
40,609 |
-503 |
| Mar14 |
100628 |
96.635 |
96.760 |
96.630 |
96.730 |
+0.125 |
16,105 |
47,074 |
+2,625 |
| Jun14 |
100628 |
96.450 |
96.590 |
96.445 |
96.555 |
+0.130 |
9,015 |
34,057 |
+565 |
| Sep14 |
100628 |
96.295 |
96.435 |
96.280 |
96.395 |
+0.135 |
5,061 |
24,528 |
-153 |
| Dec14 |
100628 |
96.130 |
96.275 |
96.115 |
96.230 |
+0.135 |
4,187 |
42,716 |
-485 |
| Total Volume and Open Interest |
1,657,123 |
7,069,149 |
-12,573 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100628 |
99.823 |
99.823 |
99.820 |
99.820 |
unch |
2,916 |
70,012 |
+830 |
| Jul10 |
100628 |
99.805 |
99.815 |
99.805 |
99.805 |
unch |
4,464 |
54,556 |
-633 |
| Aug10 |
100628 |
99.800 |
99.805 |
99.795 |
99.800 |
+0.005 |
2,244 |
80,863 |
-528 |
| Sep10 |
100628 |
99.795 |
99.800 |
99.790 |
99.795 |
+0.005 |
4,254 |
49,011 |
-102 |
| Oct10 |
100628 |
99.780 |
99.790 |
99.780 |
99.785 |
+0.005 |
2,757 |
60,874 |
-1,092 |
| Nov10 |
100628 |
99.765 |
99.780 |
99.765 |
99.775 |
+0.010 |
5,092 |
82,014 |
-491 |
| Total Volume and Open Interest |
36,717 |
655,504 |
-2,902 |
| 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 |
100628 |
99.628 |
99.628 |
99.628 |
99.628 |
-0.007 |
0 |
939 |
+0 |
| Dec10 |
100628 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.003 |
0 |
342 |
+0 |
| Mar11 |
100628 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.003 |
0 |
167 |
+0 |
| Jun11 |
100628 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.003 |
|
|
|
| Sep11 |
100628 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
| Dec11 |
100628 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
| Mar12 |
100628 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Jun12 |
100628 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
| Sep12 |
100628 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
| Dec12 |
100628 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,448 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100628 |
99.63 |
99.63 |
99.63 |
99.63 |
0.00 |
200 |
4,033 |
+0 |
| Dec10 |
100628 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,372 |
+0 |
| Mar11 |
100628 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,906 |
+0 |
| Jun11 |
100628 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
469 |
+0 |
| Sep11 |
100628 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
108 |
+0 |
| Dec11 |
100628 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
103 |
+0 |
| Mar12 |
100628 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
305 |
+0 |
| Jun12 |
100628 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
754 |
+0 |
| Total Volume and Open Interest |
200 |
9,362 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100628 |
141.10 |
141.18 |
141.02 |
141.02 |
-0.10 |
1,853 |
20,368 |
+167 |
| Dec10 |
100628 |
140.14 |
140.14 |
140.14 |
140.14 |
-0.06 |
0 |
1 |
+0 |
| Mar11 |
100628 |
138.05 |
138.05 |
138.05 |
138.05 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
1,853 |
20,369 |
-238 |
| Euro-Bund(EUREX) |
| Sep10 |
100624 |
128.42 |
129.16 |
128.40 |
129.14 |
+1.04 |
644,907 |
843,046 |
-26,840 |
| Dec10 |
100628 |
127.70 |
127.87 |
127.70 |
127.74 |
+0.25 |
48 |
1,329 |
+12 |
| Mar11 |
100628 |
127.70 |
127.70 |
127.70 |
127.70 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
712,857 |
856,916 |
-652 |
| Euro-Bobl(EUREX) |
| Sep10 |
100625 |
120.63 |
120.78 |
120.56 |
120.61 |
+0.59 |
576,317 |
700,482 |
-18,977 |
| Dec10 |
100628 |
119.36 |
119.36 |
119.36 |
119.36 |
+0.18 |
439 |
2,401 |
+110 |
| Mar11 |
100628 |
118.49 |
118.49 |
118.49 |
118.49 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
429,233 |
689,548 |
+7,687 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
| Sep10 |
100628 |
99.090 |
99.095 |
99.090 |
99.095 |
+0.010 |
36 |
4,845 |
-1 |
| Dec10 |
100628 |
98.960 |
98.960 |
98.960 |
98.960 |
+0.010 |
17 |
2,638 |
-15 |
| Total Volume and Open Interest |
255 |
13,703 |
-167 |
| Long Gilt(LIFFE) |
| Jun10 |
100628 |
121~25 |
121~31 |
121~24 |
121~28 |
-0~01 |
575 |
4,596 |
-550 |
| Sep10 |
100628 |
120~24 |
120~31 |
120~16 |
120~25 |
+0~00 |
83,730 |
273,650 |
-1,580 |
| Total Volume and Open Interest |
84,305 |
278,246 |
-2,130 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100628 |
99.15 |
99.16 |
99.14 |
99.15 |
-0.01 |
34,077 |
371,601 |
-8,299 |
| Dec10 |
100628 |
99.01 |
99.05 |
99.01 |
99.03 |
+0.01 |
85,325 |
357,133 |
-8,024 |
| Mar11 |
100628 |
98.93 |
98.97 |
98.91 |
98.95 |
+0.02 |
65,071 |
305,853 |
+11,787 |
| Jun11 |
100628 |
98.78 |
98.84 |
98.77 |
98.81 |
+0.02 |
74,675 |
301,471 |
+4,812 |
| Sep11 |
100628 |
98.61 |
98.67 |
98.60 |
98.64 |
+0.02 |
82,288 |
297,986 |
-4,952 |
| Dec11 |
100628 |
98.38 |
98.43 |
98.36 |
98.40 |
+0.01 |
56,776 |
233,492 |
+3,077 |
| Total Volume and Open Interest |
462,283 |
2,279,576 |
+1,207 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100628 |
99.085 |
99.105 |
99.070 |
99.095 |
+0.010 |
98,463 |
588,704 |
+9,822 |
| Dec10 |
100628 |
98.935 |
98.990 |
98.935 |
98.955 |
+0.005 |
80,801 |
453,685 |
-3,862 |
| Mar11 |
100628 |
98.910 |
98.925 |
98.885 |
98.910 |
unch |
72,296 |
497,895 |
-3,393 |
| Total Volume and Open Interest |
680,296 |
3,153,578 |
+17,262 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100628 |
95.11 |
95.11 |
95.08 |
95.10 |
unch |
11,402 |
250,228 |
-684 |
| Dec10 |
100628 |
95.04 |
95.06 |
95.01 |
95.05 |
+0.01 |
18,335 |
159,674 |
+2,335 |
| Mar11 |
100628 |
94.98 |
95.02 |
94.95 |
95.00 |
+0.02 |
6,152 |
71,388 |
+1,428 |
| Jun11 |
100628 |
94.92 |
94.96 |
94.89 |
94.96 |
+0.03 |
5,419 |
51,850 |
+1,899 |
| Sep11 |
100628 |
94.85 |
94.91 |
94.81 |
94.91 |
+0.05 |
2,322 |
34,019 |
+646 |
| Dec11 |
100628 |
94.78 |
94.83 |
94.74 |
94.83 |
+0.05 |
1,504 |
24,785 |
-14 |
| Mar12 |
100628 |
94.68 |
94.77 |
94.67 |
94.77 |
+0.06 |
650 |
22,945 |
+322 |
| Jun12 |
100628 |
94.68 |
94.75 |
94.68 |
94.75 |
+0.06 |
746 |
6,360 |
+117 |
| Sep12 |
100628 |
94.65 |
94.75 |
94.65 |
94.75 |
+0.06 |
100 |
3,182 |
+0 |
| Dec12 |
100628 |
94.64 |
94.73 |
94.64 |
94.73 |
+0.06 |
158 |
1,191 |
+6 |
| Total Volume and Open Interest |
46,792 |
626,489 |
+6,059 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100628 |
94.73 |
94.76 |
94.70 |
94.76 |
+0.03 |
31,444 |
328,278 |
+6,245 |
| Dec10 |
100628 |
94.75 |
94.75 |
94.75 |
94.75 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
31,444 |
328,278 |
+6,245 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100628 |
95.24 |
95.29 |
95.23 |
95.29 |
+0.04 |
128,092 |
478,473 |
+1,420 |
| Dec10 |
100628 |
95.24 |
95.24 |
95.24 |
95.24 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
128,092 |
478,473 |
+1,420 |
| Gold(CMX) |
| Jun10 |
100628 |
1254.5 |
1262.0 |
1238.0 |
1238.2 |
-17.6 |
253 |
267 |
+23 |
| Aug10 |
100628 |
1255.8 |
1263.7 |
1235.9 |
1238.6 |
-17.6 |
130,027 |
366,393 |
+5,266 |
| Oct10 |
100628 |
1257.1 |
1265.5 |
1238.0 |
1240.6 |
-17.6 |
3,575 |
25,459 |
+656 |
| Dec10 |
100628 |
1259.6 |
1267.5 |
1240.0 |
1242.6 |
-17.7 |
4,761 |
77,813 |
-657 |
| Feb11 |
100628 |
1264.4 |
1264.4 |
1244.2 |
1244.6 |
-17.8 |
2,063 |
24,252 |
-1,039 |
| Apr11 |
100628 |
1264.0 |
1264.2 |
1245.0 |
1246.5 |
-17.9 |
1,325 |
19,469 |
+1,099 |
| Jun11 |
100628 |
611.0 |
617.1 |
592.6 |
593.3 |
-18.0 |
971 |
13,652 |
-272 |
| Aug11 |
100628 |
1251.8 |
1251.8 |
1251.0 |
1251.0 |
-18.2 |
30 |
7,797 |
+5 |
| Oct11 |
100628 |
1253.4 |
1253.4 |
1253.4 |
1253.4 |
-18.4 |
10 |
7,230 |
+3 |
| Dec11 |
100628 |
1257.2 |
1258.4 |
1254.0 |
1256.1 |
-18.5 |
235 |
14,279 |
+189 |
| Feb12 |
100628 |
1259.1 |
1259.1 |
1259.1 |
1259.1 |
-18.7 |
0 |
3,753 |
+0 |
| Apr12 |
100628 |
1262.3 |
1262.3 |
1262.3 |
1262.3 |
-18.9 |
0 |
4,829 |
+0 |
| Total Volume and Open Interest |
145,829 |
599,460 |
+6,228 |
| Silver(CMX) |
| Jul10 |
100628 |
1908.5 |
1923.0 |
1862.5 |
1867.8 |
-43.2 |
45,429 |
24,409 |
-5,420 |
| Sep10 |
100628 |
1913.5 |
1927.0 |
1866.5 |
1871.8 |
-43.4 |
21,754 |
60,736 |
+3,558 |
| Dec10 |
100628 |
1922.5 |
1933.5 |
1874.0 |
1878.1 |
-43.5 |
1,370 |
20,007 |
+253 |
| Mar11 |
100628 |
1929.0 |
1937.5 |
1878.5 |
1882.2 |
-43.6 |
91 |
10,360 |
+55 |
| May11 |
100628 |
1884.2 |
1884.2 |
1884.2 |
1884.2 |
-43.7 |
8 |
7,508 |
+0 |
| Jul11 |
100628 |
1920.5 |
1924.0 |
1886.0 |
1886.0 |
-43.9 |
30 |
5,388 |
-3 |
| Sep11 |
100628 |
1887.8 |
1887.8 |
1887.8 |
1887.8 |
-44.0 |
4 |
412 |
+4 |
| Total Volume and Open Interest |
68,916 |
135,634 |
-1,511 |
| Platinum(NYMEX) |
| Jul10 |
100628 |
1575.9 |
1592.3 |
1564.6 |
1565.6 |
-4.8 |
5,780 |
7,602 |
-1,710 |
| Oct10 |
100628 |
1579.8 |
1595.2 |
1568.1 |
1570.4 |
-4.1 |
3,997 |
23,606 |
+2,401 |
| Jan11 |
100628 |
1588.0 |
1588.0 |
1574.9 |
1574.9 |
-4.2 |
111 |
599 |
+99 |
| Apr11 |
100628 |
1574.9 |
1574.9 |
1574.9 |
1574.9 |
-4.2 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
9,890 |
31,901 |
+790 |
| Palladium(NYMEX) |
| Sep10 |
100628 |
478.10 |
484.20 |
466.20 |
472.45 |
-5.45 |
1,737 |
20,723 |
-287 |
| Dec10 |
100628 |
480.50 |
483.85 |
473.45 |
473.45 |
-5.35 |
10 |
438 |
+6 |
| Mar11 |
100628 |
483.60 |
483.70 |
473.95 |
473.95 |
-5.35 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
1,747 |
21,278 |
-281 |
| Copper(CMX) |
| Jul10 |
100628 |
307.55 |
310.60 |
305.25 |
307.15 |
-2.40 |
30,652 |
20,568 |
-1,755 |
| Sep10 |
100628 |
308.50 |
312.30 |
306.85 |
308.95 |
-2.15 |
13,019 |
73,807 |
+220 |
| Dec10 |
100628 |
311.25 |
314.00 |
309.00 |
311.00 |
-2.20 |
1,889 |
19,363 |
+474 |
| Mar11 |
100628 |
310.75 |
313.90 |
310.35 |
312.20 |
-2.20 |
664 |
9,783 |
+219 |
| May11 |
100628 |
312.85 |
312.85 |
312.85 |
312.85 |
-2.20 |
169 |
1,337 |
+3 |
| Total Volume and Open Interest |
47,002 |
139,236 |
-656 |
| DJIA Index(CBOT) |
| Sep10 |
100628 |
10110 |
10141 |
10050 |
10088 |
-16 |
374 |
5,997 |
+70 |
| Dec10 |
100628 |
10031 |
10047 |
10031 |
10031 |
-16 |
0 |
4 |
+0 |
| Mar11 |
100628 |
10065 |
10065 |
9980 |
9980 |
-16 |
|
|
|
| Jun11 |
100628 |
9922 |
9938 |
9922 |
9922 |
-16 |
|
|
|
| Total Volume and Open Interest |
374 |
6,001 |
+70 |
| S & P 500(CME) |
| Sep10 |
100628 |
1074.80 |
1079.40 |
1067.00 |
1070.90 |
-3.80 |
23,482 |
293,460 |
-310 |
| Dec10 |
100628 |
1066.50 |
1072.40 |
1062.90 |
1066.50 |
-3.90 |
315 |
4,556 |
+115 |
| Mar11 |
100628 |
1062.60 |
1068.50 |
1059.00 |
1062.60 |
-3.90 |
0 |
475 |
-2 |
| Jun11 |
100628 |
1059.60 |
1065.50 |
1056.00 |
1059.60 |
-3.90 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
23,797 |
298,536 |
-197 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100628 |
1074.25 |
1079.75 |
1066.50 |
1071.00 |
-3.75 |
2,551,855 |
2,657,033 |
+64,375 |
| Dec10 |
100628 |
1071.75 |
1074.00 |
1062.75 |
1066.50 |
-4.00 |
1,462 |
5,962 |
+459 |
| Total Volume and Open Interest |
2,553,335 |
2,663,040 |
+64,838 |
| NASDAQ 100(CME) |
| Sep10 |
100628 |
1840.00 |
1851.00 |
1820.00 |
1836.00 |
-3.30 |
1,214 |
8,718 |
+98 |
| Dec10 |
100628 |
1834.00 |
1842.00 |
1830.00 |
1834.00 |
-3.30 |
0 |
1 |
+0 |
| Mar11 |
100628 |
1831.50 |
1831.50 |
1831.30 |
1831.50 |
-3.30 |
|
|
|
| Total Volume and Open Interest |
1,214 |
8,719 |
+98 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100628 |
1839.00 |
1851.50 |
1821.30 |
1836.00 |
-3.30 |
339,934 |
295,006 |
-2,744 |
| Dec10 |
100628 |
1842.50 |
1848.50 |
1820.00 |
1834.00 |
-3.30 |
152 |
120 |
+5 |
| Total Volume and Open Interest |
340,086 |
295,128 |
-2,739 |
| S & P Midcap 400(CME) |
| Sep10 |
100628 |
745.00 |
747.50 |
737.50 |
742.10 |
-3.30 |
290 |
1,722 |
+227 |
| Dec10 |
100628 |
740.10 |
740.10 |
740.10 |
740.10 |
-3.30 |
|
|
|
| Mar11 |
100628 |
738.10 |
738.10 |
738.10 |
738.10 |
-3.30 |
|
|
|
| Total Volume and Open Interest |
290 |
1,722 |
+227 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100625 |
9790 |
9835 |
9700 |
9790 |
-5 |
9,712 |
31,016 |
+176 |
| Dec10 |
100628 |
9705 |
9710 |
9705 |
9705 |
-85 |
|
|
|
| Total Volume and Open Interest |
11,211 |
30,570 |
-446 |
| Nikkei 225(SGX) |
| Sep10 |
100628 |
9755 |
9790 |
9665 |
9685 |
-65 |
83,584 |
149,578 |
+5,340 |
| Dec10 |
100628 |
9690 |
9690 |
9640 |
9640 |
-65 |
99 |
1,799 |
-15 |
| Mar11 |
100628 |
9630 |
9630 |
9630 |
9630 |
-70 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
83,863 |
165,303 |
+5,375 |
| CAC 40(EURONEXT) |
| Jul10 |
100628 |
3538.5 |
3583.5 |
3503.0 |
3572.5 |
+54.0 |
168,506 |
421,375 |
-14,864 |
| Aug10 |
100628 |
3548.0 |
3576.0 |
3548.0 |
3572.5 |
+53.5 |
47 |
799 |
+25 |
| Sep10 |
100628 |
3529.5 |
3577.0 |
3504.0 |
3568.0 |
+53.0 |
884 |
35,760 |
+181 |
| Total Volume and Open Interest |
169,445 |
459,192 |
-14,650 |
| Hang Seng Index(HKFE) |
| Jun10 |
100628 |
20715 |
20894 |
20704 |
20773 |
+57 |
71,341 |
57,252 |
-12,382 |
| Jul10 |
100628 |
20700 |
20853 |
20667 |
20742 |
+71 |
13,474 |
45,930 |
+25,504 |
| Total Volume and Open Interest |
85,659 |
106,880 |
+13,378 |
| DAX(EUREX) |
| Jun10 |
100618 |
6232.5 |
6258.0 |
6188.5 |
6223.5 |
+5.0 |
193,412 |
98,765 |
-39,457 |
| Sep10 |
100628 |
6100.0 |
6177.0 |
6065.0 |
6161.0 |
+81.0 |
158,233 |
143,251 |
-10,919 |
| Dec10 |
100628 |
6112.5 |
6183.5 |
6082.0 |
6168.5 |
+81.0 |
390 |
10,410 |
+264 |
| Total Volume and Open Interest |
158,647 |
153,843 |
-10,639 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100628 |
5043.00 |
5053.50 |
4990.50 |
5038.00 |
+14.50 |
108,748 |
650,242 |
+393 |
| Dec10 |
100628 |
5019.00 |
5021.00 |
4970.00 |
5016.00 |
+16.00 |
78 |
7,049 |
-48 |
| Mar11 |
100628 |
4964.50 |
4976.50 |
4964.50 |
4976.50 |
+16.00 |
1 |
1,060 |
+0 |
| Total Volume and Open Interest |
108,827 |
658,351 |
+345 |
| SPI 200(SFE) |
| Jun10 |
100617 |
4556.0 |
4579.0 |
4534.0 |
4553.0 |
-7.0 |
96,984 |
152,759 |
-89,413 |
| Sep10 |
100628 |
4427.0 |
4429.0 |
4360.0 |
4377.0 |
-40.0 |
23,606 |
207,829 |
+547 |
| Dec10 |
100628 |
4407.0 |
4425.0 |
4395.0 |
4398.0 |
-40.0 |
162 |
3,254 |
+106 |
| Total Volume and Open Interest |
23,775 |
212,973 |
+653 |
| GSCI(CME) |
| Jul10 |
100628 |
509.00 |
510.00 |
506.50 |
507.00 |
-6.00 |
367 |
16,260 |
-113 |
| Aug10 |
100628 |
510.90 |
512.25 |
508.50 |
509.50 |
-4.50 |
0 |
10 |
+0 |
| Sep10 |
100628 |
513.50 |
513.80 |
511.50 |
513.00 |
-3.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
369 |
16,270 |
-113 |
| 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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