|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue June 29, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100629 |
957.50 |
961.00 |
946.00 |
947.25 |
-7.75 |
33,554 |
49,822 |
-19,752 |
| Aug10 |
100629 |
942.25 |
946.25 |
930.00 |
931.50 |
-9.00 |
16,198 |
57,214 |
+5,149 |
| Sep10 |
100629 |
928.50 |
931.00 |
914.00 |
919.00 |
-7.50 |
2,915 |
15,025 |
+460 |
| Nov10 |
100629 |
921.00 |
924.00 |
906.75 |
912.00 |
-6.50 |
44,579 |
256,658 |
+1,407 |
| Jan11 |
100629 |
932.25 |
933.75 |
918.00 |
922.00 |
-6.50 |
3,165 |
30,250 |
+825 |
| Mar11 |
100629 |
934.25 |
937.50 |
925.00 |
927.00 |
-6.50 |
606 |
8,996 |
+99 |
| May11 |
100629 |
936.00 |
941.50 |
929.25 |
930.00 |
-7.25 |
738 |
10,259 |
+298 |
| Total Volume and Open Interest |
103,236 |
460,359 |
-11,438 |
| Soybean Meal(CBOT) |
| Jul10 |
100629 |
292.80 |
294.80 |
288.80 |
289.80 |
-2.50 |
20,809 |
22,740 |
-8,595 |
| Aug10 |
100629 |
283.70 |
289.50 |
279.00 |
280.80 |
-2.50 |
11,329 |
37,082 |
+1,092 |
| Sep10 |
100629 |
274.00 |
278.00 |
271.20 |
272.20 |
-2.70 |
2,967 |
19,416 |
+437 |
| Oct10 |
100629 |
267.80 |
271.60 |
264.30 |
266.00 |
-1.80 |
1,480 |
11,850 |
+233 |
| Dec10 |
100629 |
267.50 |
271.70 |
262.70 |
265.80 |
-1.70 |
16,337 |
81,386 |
+3,566 |
| Jan11 |
100629 |
266.40 |
271.20 |
263.70 |
265.60 |
-1.80 |
1,841 |
6,634 |
+121 |
| Mar11 |
100629 |
267.00 |
272.30 |
265.00 |
266.60 |
-2.00 |
458 |
5,370 |
+90 |
| May11 |
100629 |
267.90 |
271.90 |
266.30 |
266.30 |
-1.70 |
357 |
4,189 |
+10 |
| Total Volume and Open Interest |
56,486 |
195,350 |
-2,831 |
| Soybean Oil(CBOT) |
| Jul10 |
100629 |
36.88 |
37.00 |
35.93 |
35.93 |
-1.01 |
40,972 |
36,331 |
-7,184 |
| Aug10 |
100629 |
37.05 |
37.60 |
36.10 |
36.10 |
-1.01 |
26,689 |
67,059 |
+6,285 |
| Sep10 |
100629 |
37.21 |
37.26 |
36.25 |
36.25 |
-1.02 |
4,654 |
27,381 |
+681 |
| Oct10 |
100629 |
37.31 |
37.31 |
36.41 |
36.41 |
-1.02 |
1,862 |
12,878 |
+145 |
| Dec10 |
100629 |
37.71 |
37.88 |
36.81 |
36.81 |
-0.99 |
31,148 |
141,994 |
+1,637 |
| Jan11 |
100629 |
38.02 |
38.10 |
37.11 |
37.11 |
-0.99 |
1,644 |
7,578 |
-134 |
| Mar11 |
100629 |
38.33 |
38.33 |
37.44 |
37.44 |
-0.97 |
202 |
4,439 |
+116 |
| May11 |
100629 |
38.05 |
38.05 |
37.73 |
37.73 |
-0.95 |
66 |
2,986 |
+58 |
| Total Volume and Open Interest |
107,369 |
305,812 |
+1,587 |
| Canola(WCE) |
| Jul10 |
100629 |
429.0 |
431.5 |
429.0 |
431.4 |
-3.5 |
3,837 |
6,116 |
-3,220 |
| Nov10 |
100629 |
419.0 |
419.0 |
412.0 |
414.3 |
-4.6 |
12,930 |
127,524 |
-551 |
| Jan11 |
100629 |
417.0 |
417.4 |
413.0 |
415.7 |
-3.3 |
984 |
10,837 |
+440 |
| Mar11 |
100629 |
414.6 |
414.6 |
411.2 |
413.6 |
-3.9 |
525 |
5,260 |
+65 |
| May11 |
100629 |
411.7 |
413.7 |
411.7 |
413.0 |
-3.9 |
151 |
1,685 |
+2 |
| Total Volume and Open Interest |
18,916 |
154,394 |
-2,834 |
| Corn(CBOT) |
| Jul10 |
100629 |
333.50 |
334.50 |
324.50 |
325.00 |
-8.75 |
102,191 |
98,354 |
-61,595 |
| Sep10 |
100629 |
342.25 |
343.00 |
332.75 |
333.25 |
-9.00 |
64,732 |
363,987 |
+6,565 |
| Dec10 |
100629 |
352.75 |
353.50 |
343.25 |
344.00 |
-8.75 |
51,543 |
474,795 |
+6,271 |
| Mar11 |
100629 |
366.00 |
366.25 |
356.75 |
357.50 |
-8.50 |
2,351 |
70,793 |
+667 |
| May11 |
100629 |
375.00 |
375.25 |
366.50 |
367.00 |
-8.00 |
760 |
15,554 |
+192 |
| Jul11 |
100629 |
383.00 |
384.25 |
375.00 |
375.25 |
-8.25 |
1,469 |
44,403 |
+245 |
| Total Volume and Open Interest |
226,537 |
1,149,104 |
-47,201 |
| Wheat(CBOT) |
| Jul10 |
100629 |
448.25 |
448.50 |
440.00 |
442.00 |
-7.50 |
24,162 |
34,309 |
-9,946 |
| Sep10 |
100629 |
464.75 |
464.75 |
455.00 |
457.00 |
-8.00 |
29,610 |
205,752 |
+2,248 |
| Dec10 |
100629 |
492.25 |
492.25 |
483.50 |
485.25 |
-8.50 |
13,616 |
111,769 |
+796 |
| Mar11 |
100629 |
520.25 |
521.25 |
512.75 |
514.50 |
-8.50 |
1,649 |
31,242 |
+138 |
| May11 |
100629 |
537.50 |
539.50 |
530.25 |
531.25 |
-8.25 |
293 |
7,834 |
+8 |
| Total Volume and Open Interest |
71,213 |
466,607 |
-6,716 |
| Wheat(KCBT) |
| Jul10 |
100629 |
479.00 |
479.00 |
468.25 |
468.25 |
-10.75 |
7,398 |
12,378 |
-1,347 |
| Sep10 |
100629 |
489.75 |
489.75 |
479.00 |
479.00 |
-10.75 |
7,848 |
49,227 |
+783 |
| Dec10 |
100629 |
505.00 |
506.00 |
495.00 |
495.00 |
-11.00 |
3,846 |
45,614 |
+44 |
| Mar11 |
100629 |
521.50 |
521.50 |
512.25 |
512.25 |
-10.00 |
489 |
16,438 |
-77 |
| May11 |
100629 |
528.00 |
528.50 |
523.25 |
523.25 |
-10.00 |
187 |
4,792 |
+1 |
| Total Volume and Open Interest |
20,222 |
160,969 |
-601 |
| Wheat(MGE) |
| Jul10 |
100629 |
501.00 |
501.00 |
491.75 |
492.50 |
-9.00 |
2,060 |
4,157 |
-931 |
| Sep10 |
100629 |
513.50 |
513.50 |
503.50 |
504.75 |
-8.75 |
4,573 |
15,258 |
+309 |
| Dec10 |
100629 |
529.75 |
530.00 |
520.00 |
522.00 |
-8.25 |
1,754 |
14,517 |
+68 |
| Mar11 |
100629 |
547.25 |
547.25 |
538.75 |
539.00 |
-9.25 |
1,003 |
5,166 |
+230 |
| May11 |
100629 |
559.50 |
559.50 |
549.00 |
549.25 |
-8.75 |
275 |
1,446 |
+46 |
| Total Volume and Open Interest |
10,121 |
48,736 |
-66 |
| Oats(CBOT) |
| Jul10 |
100629 |
259.00 |
268.50 |
247.00 |
248.50 |
-13.00 |
399 |
3,678 |
-239 |
| Sep10 |
100629 |
265.00 |
269.00 |
250.00 |
250.00 |
-14.00 |
1,203 |
4,440 |
-362 |
| Dec10 |
100629 |
263.75 |
266.75 |
252.75 |
253.00 |
-9.50 |
469 |
6,354 |
+5 |
| Mar11 |
100629 |
260.50 |
268.50 |
259.00 |
259.00 |
-9.50 |
3 |
692 |
-1 |
| Total Volume and Open Interest |
2,074 |
15,166 |
-597 |
| Rough Rice(CBOT) |
| Jul10 |
100629 |
9.90 |
9.92 |
9.60 |
9.75 |
-0.22 |
1,089 |
2,809 |
-474 |
| Sep10 |
100629 |
10.15 |
10.16 |
9.85 |
9.99 |
-0.22 |
1,100 |
8,183 |
+498 |
| Nov10 |
100629 |
10.39 |
10.40 |
10.10 |
10.23 |
-0.20 |
194 |
2,270 |
+63 |
| Jan11 |
100629 |
10.68 |
10.68 |
10.44 |
10.52 |
-0.21 |
127 |
479 |
-6 |
| Total Volume and Open Interest |
2,845 |
15,286 |
+194 |
| Live Cattle(CME) |
| Jun10 |
100629 |
91.150 |
91.385 |
90.035 |
90.680 |
-0.520 |
1,234 |
3,267 |
-940 |
| Aug10 |
100629 |
89.650 |
89.750 |
87.900 |
88.750 |
-0.930 |
12,943 |
132,595 |
-1,984 |
| Oct10 |
100629 |
91.230 |
91.300 |
89.500 |
90.350 |
-0.950 |
5,247 |
95,754 |
+434 |
| Dec10 |
100629 |
93.350 |
93.385 |
91.700 |
92.385 |
-1.000 |
2,090 |
48,216 |
-525 |
| Feb11 |
100629 |
95.080 |
95.080 |
93.350 |
94.050 |
-1.130 |
760 |
21,313 |
+55 |
| Apr11 |
100629 |
96.800 |
96.800 |
94.900 |
95.550 |
-1.100 |
548 |
12,184 |
+48 |
| Total Volume and Open Interest |
23,003 |
319,122 |
-2,817 |
| Feeder Cattle(CME) |
| Aug10 |
100629 |
114.035 |
114.330 |
112.480 |
112.885 |
-1.095 |
1,720 |
22,630 |
+15 |
| Sep10 |
100629 |
114.035 |
114.035 |
112.480 |
113.100 |
-0.980 |
497 |
5,849 |
+142 |
| Oct10 |
100629 |
113.800 |
114.000 |
112.080 |
112.750 |
-1.100 |
368 |
4,830 |
+66 |
| Nov10 |
100629 |
113.300 |
113.300 |
111.580 |
112.385 |
-0.915 |
201 |
1,705 |
+14 |
| Jan11 |
100629 |
111.250 |
111.330 |
110.150 |
110.800 |
-0.800 |
45 |
642 |
+28 |
| Mar11 |
100629 |
110.080 |
110.500 |
109.750 |
110.500 |
-0.800 |
8 |
102 |
+4 |
| Apr11 |
100629 |
110.250 |
110.250 |
110.250 |
110.250 |
-0.650 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
2,840 |
35,787 |
+269 |
| Lean Hogs(CME) |
| Jul10 |
100629 |
79.430 |
79.430 |
78.300 |
78.750 |
-0.785 |
4,526 |
20,321 |
-934 |
| Aug10 |
100629 |
82.180 |
82.230 |
80.650 |
80.950 |
-1.230 |
14,422 |
80,048 |
+2,439 |
| Oct10 |
100629 |
75.550 |
75.635 |
74.180 |
74.975 |
-0.975 |
6,179 |
46,159 |
+1,148 |
| Dec10 |
100629 |
72.200 |
72.285 |
70.700 |
71.550 |
-1.100 |
3,981 |
28,547 |
+500 |
| Feb11 |
100629 |
73.100 |
73.150 |
72.000 |
72.930 |
-0.970 |
2,329 |
11,726 |
+522 |
| Apr11 |
100629 |
74.850 |
75.050 |
73.800 |
74.975 |
-0.325 |
2,653 |
7,700 |
+1,135 |
| May11 |
100629 |
78.000 |
78.000 |
77.000 |
77.750 |
-0.250 |
59 |
272 |
+46 |
| Jun11 |
100629 |
81.000 |
81.250 |
80.135 |
81.100 |
-0.100 |
703 |
2,517 |
+420 |
| Total Volume and Open Interest |
35,084 |
198,062 |
+5,485 |
| Pork Bellies(CME) |
| Jul10 |
100629 |
100.000 |
101.200 |
98.900 |
101.200 |
unch |
3 |
73 |
+0 |
| Aug10 |
100629 |
96.650 |
97.400 |
96.600 |
96.750 |
-0.200 |
0 |
27 |
+0 |
| Feb11 |
100629 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
5 |
+0 |
| Mar11 |
100629 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100629 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
3 |
106 |
+0 |
| Class III Milk(CME) |
| Jun10 |
100629 |
13.63 |
13.63 |
13.61 |
13.62 |
+0.01 |
97 |
4,385 |
+15 |
| Jul10 |
100629 |
13.40 |
13.49 |
13.35 |
13.41 |
+0.03 |
240 |
4,300 |
-29 |
| Aug10 |
100629 |
13.71 |
13.91 |
13.66 |
13.87 |
+0.21 |
236 |
4,624 |
-4 |
| Sep10 |
100629 |
14.48 |
14.60 |
14.45 |
14.60 |
+0.15 |
146 |
4,011 |
-32 |
| Oct10 |
100629 |
14.64 |
14.75 |
14.64 |
14.70 |
+0.05 |
39 |
3,571 |
-8 |
| Total Volume and Open Interest |
1,147 |
29,124 |
+153 |
| Cocoa(ICE) |
| Jul10 |
100629 |
3075 |
3075 |
2921 |
2948 |
-155 |
11 |
208 |
-35 |
| Sep10 |
100629 |
3113 |
3135 |
2924 |
2979 |
-159 |
6,241 |
59,130 |
+919 |
| Dec10 |
100629 |
3111 |
3145 |
2940 |
2993 |
-150 |
1,224 |
22,627 |
+581 |
| Mar11 |
100629 |
3105 |
3149 |
2996 |
3011 |
-138 |
878 |
16,572 |
+39 |
| May11 |
100629 |
3105 |
3132 |
3005 |
3015 |
-139 |
371 |
7,709 |
+170 |
| Jul11 |
100629 |
3012 |
3066 |
3011 |
3022 |
-138 |
122 |
3,939 |
+118 |
| Sep11 |
100629 |
3127 |
3147 |
3024 |
3024 |
-145 |
89 |
1,382 |
-44 |
| Total Volume and Open Interest |
9,398 |
116,864 |
+1,899 |
| Coffee "C"(ICE) |
| Jul10 |
100629 |
166.10 |
166.10 |
158.85 |
161.50 |
-4.80 |
146 |
769 |
-365 |
| Sep10 |
100629 |
167.50 |
168.00 |
160.10 |
163.15 |
-4.95 |
10,904 |
93,356 |
-332 |
| Dec10 |
100629 |
167.70 |
168.00 |
160.35 |
163.40 |
-4.80 |
2,217 |
42,753 |
-359 |
| Mar11 |
100629 |
166.40 |
166.95 |
160.10 |
163.00 |
-4.45 |
483 |
17,278 |
+100 |
| May11 |
100629 |
163.15 |
163.15 |
160.20 |
162.40 |
-4.15 |
128 |
5,847 |
+35 |
| Jul11 |
100629 |
161.10 |
162.20 |
161.10 |
161.65 |
-3.90 |
94 |
2,799 |
+20 |
| Total Volume and Open Interest |
14,018 |
164,101 |
-874 |
| Orange Juice(ICE) |
| Jul10 |
100629 |
142.70 |
144.50 |
141.10 |
143.50 |
+1.00 |
689 |
1,606 |
-430 |
| Sep10 |
100629 |
142.25 |
144.30 |
140.90 |
142.90 |
-0.05 |
1,099 |
20,846 |
+349 |
| Nov10 |
100629 |
143.65 |
144.50 |
142.15 |
143.45 |
+0.15 |
133 |
3,845 |
+65 |
| Jan11 |
100629 |
144.00 |
144.00 |
142.55 |
143.70 |
+0.05 |
19 |
1,316 |
+9 |
| Mar11 |
100629 |
143.35 |
144.70 |
143.35 |
144.70 |
+0.25 |
2 |
193 |
+2 |
| May11 |
100629 |
144.90 |
144.90 |
144.90 |
144.90 |
+0.25 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
1,942 |
28,159 |
-5 |
| Sugar #11(ICE) |
| Jul10 |
100629 |
17.05 |
18.07 |
16.82 |
17.58 |
+0.39 |
26,187 |
26,527 |
-9,622 |
| Oct10 |
100629 |
15.76 |
15.87 |
15.12 |
15.28 |
-0.54 |
49,548 |
260,502 |
+4,146 |
| Mar11 |
100629 |
16.28 |
16.45 |
15.80 |
15.87 |
-0.48 |
13,292 |
126,745 |
+660 |
| May11 |
100629 |
15.93 |
16.26 |
15.66 |
15.68 |
-0.46 |
2,270 |
27,562 |
-170 |
| Jul11 |
100629 |
15.95 |
16.14 |
15.53 |
15.56 |
-0.43 |
2,632 |
60,144 |
+39 |
| Total Volume and Open Interest |
95,654 |
580,817 |
-5,264 |
| London Cocoa(LCE) |
| Jul10 |
100629 |
2564 |
2590 |
2529 |
2540 |
-34 |
2,867 |
54,132 |
-201 |
| Sep10 |
100629 |
2437 |
2443 |
2378 |
2379 |
-68 |
4,165 |
35,641 |
-620 |
| Dec10 |
100629 |
2268 |
2282 |
2208 |
2212 |
-62 |
2,520 |
30,607 |
+409 |
| Mar11 |
100629 |
2229 |
2239 |
2173 |
2180 |
-53 |
1,976 |
27,237 |
+502 |
| May11 |
100629 |
2222 |
2229 |
2173 |
2173 |
-53 |
249 |
9,250 |
+72 |
| Jul11 |
100629 |
2225 |
2226 |
2173 |
2173 |
-56 |
158 |
1,423 |
+48 |
| Sep11 |
100629 |
2218 |
2218 |
2173 |
2173 |
-60 |
50 |
2,408 |
+0 |
| Total Volume and Open Interest |
12,707 |
166,642 |
+361 |
| London Sugar(LCE) |
| Aug10 |
100629 |
530.90 |
532.20 |
513.10 |
517.00 |
-21.50 |
3,117 |
21,345 |
-458 |
| Oct10 |
100629 |
470.90 |
473.70 |
455.00 |
457.80 |
-21.60 |
3,377 |
27,929 |
+1,075 |
| Dec10 |
100629 |
445.60 |
451.00 |
435.20 |
437.10 |
-18.10 |
419 |
9,182 |
-31 |
| Mar11 |
100629 |
448.60 |
455.00 |
441.50 |
443.20 |
-13.40 |
543 |
6,121 |
+174 |
| May11 |
100629 |
446.20 |
454.10 |
440.80 |
442.20 |
-13.40 |
438 |
2,666 |
+309 |
| Total Volume and Open Interest |
8,074 |
68,640 |
+1,234 |
| Cotton(ICE) |
| Jul10 |
100629 |
84.42 |
84.45 |
83.05 |
83.68 |
-0.81 |
103 |
1,635 |
-102 |
| Oct10 |
100629 |
79.50 |
79.88 |
78.66 |
79.30 |
-0.36 |
85 |
1,645 |
+13 |
| Dec10 |
100629 |
78.25 |
78.58 |
77.04 |
78.13 |
-0.32 |
4,733 |
129,962 |
+391 |
| Mar11 |
100629 |
79.80 |
79.80 |
78.55 |
79.38 |
-0.37 |
449 |
22,551 |
+189 |
| May11 |
100629 |
80.00 |
80.15 |
79.99 |
80.15 |
-0.16 |
4 |
835 |
+0 |
| Jul11 |
100629 |
79.14 |
80.32 |
79.14 |
80.32 |
unch |
3 |
6,095 |
+2 |
| Total Volume and Open Interest |
5,384 |
164,397 |
+499 |
| Lumber(CME) |
| Jul10 |
100629 |
187.9 |
191.4 |
181.7 |
185.0 |
-3.6 |
281 |
1,947 |
-115 |
| Sep10 |
100629 |
197.9 |
205.0 |
191.5 |
204.0 |
+7.0 |
378 |
5,410 |
-67 |
| Nov10 |
100629 |
200.5 |
202.7 |
195.6 |
197.7 |
-1.2 |
269 |
1,967 |
+16 |
| Jan11 |
100629 |
220.0 |
220.0 |
217.5 |
217.5 |
-4.4 |
21 |
172 |
+11 |
| Total Volume and Open Interest |
949 |
9,508 |
-155 |
| Crude Oil(NYM) |
| Aug10 |
100629 |
78.15 |
78.32 |
75.21 |
75.94 |
-2.31 |
316,456 |
309,630 |
-3,175 |
| Sep10 |
100629 |
78.71 |
78.95 |
75.84 |
76.57 |
-2.33 |
69,179 |
151,097 |
+2,950 |
| Oct10 |
100629 |
79.34 |
79.52 |
76.38 |
77.10 |
-2.38 |
22,662 |
55,568 |
-1,089 |
| Nov10 |
100629 |
80.04 |
80.04 |
76.90 |
77.61 |
-2.43 |
13,123 |
40,267 |
-661 |
| Dec10 |
100629 |
80.39 |
80.55 |
77.35 |
78.08 |
-2.47 |
39,799 |
201,686 |
-344 |
| Jan11 |
100629 |
80.76 |
80.76 |
78.03 |
78.46 |
-2.47 |
6,692 |
37,309 |
+265 |
| Feb11 |
100629 |
78.56 |
78.79 |
78.20 |
78.79 |
-2.47 |
2,758 |
15,066 |
-55 |
| Mar11 |
100629 |
80.30 |
80.30 |
78.53 |
79.11 |
-2.48 |
2,350 |
22,335 |
+506 |
| Apr11 |
100629 |
79.35 |
79.44 |
79.35 |
79.44 |
-2.47 |
1,119 |
10,963 |
-256 |
| May11 |
100629 |
79.35 |
79.77 |
79.35 |
79.77 |
-2.45 |
1,239 |
7,566 |
+89 |
| Jun11 |
100629 |
80.98 |
80.98 |
79.60 |
80.09 |
-2.43 |
3,981 |
42,157 |
-147 |
| Jul11 |
100629 |
80.35 |
80.37 |
79.82 |
80.37 |
-2.41 |
460 |
23,792 |
+50 |
| Aug11 |
100629 |
80.54 |
80.54 |
80.54 |
80.54 |
-2.38 |
386 |
7,550 |
+184 |
| Sep11 |
100629 |
80.68 |
80.68 |
80.68 |
80.68 |
-2.36 |
344 |
7,548 |
-113 |
| Oct11 |
100629 |
80.83 |
80.83 |
80.83 |
80.83 |
-2.34 |
99 |
5,283 |
-34 |
| Nov11 |
100629 |
81.00 |
81.00 |
81.00 |
81.00 |
-2.32 |
93 |
9,726 |
-158 |
| Total Volume and Open Interest |
497,341 |
1,253,437 |
-1,285 |
| 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 |
100629 |
78.800 |
78.950 |
75.950 |
76.575 |
-2.325 |
320 |
869 |
-5 |
| Oct10 |
100629 |
79.450 |
79.450 |
76.600 |
77.100 |
-2.375 |
50 |
169 |
-13 |
| Nov10 |
100629 |
77.600 |
77.600 |
77.600 |
77.600 |
-2.450 |
0 |
20 |
+0 |
| Dec10 |
100629 |
78.800 |
78.800 |
77.800 |
78.075 |
-2.475 |
9 |
108 |
+3 |
| Jan11 |
100629 |
78.450 |
78.450 |
78.450 |
78.450 |
-2.475 |
0 |
1 |
+0 |
| Feb11 |
100629 |
78.800 |
78.800 |
78.800 |
78.800 |
-2.450 |
1 |
1 |
+0 |
| Mar11 |
100629 |
79.100 |
79.100 |
79.100 |
79.100 |
-2.500 |
|
|
|
| Total Volume and Open Interest |
13,442 |
3,486 |
+13 |
| Heating Oil(NYM) |
| Jul10 |
100629 |
209.30 |
209.35 |
200.31 |
202.13 |
-7.20 |
25,946 |
18,465 |
-4,979 |
| Aug10 |
100629 |
211.71 |
211.86 |
203.09 |
204.98 |
-6.73 |
51,786 |
79,759 |
+1,092 |
| Sep10 |
100629 |
214.18 |
214.20 |
205.90 |
207.72 |
-6.53 |
18,374 |
43,172 |
-1,611 |
| Oct10 |
100629 |
216.75 |
216.75 |
208.65 |
210.42 |
-6.38 |
8,568 |
24,097 |
+490 |
| Nov10 |
100629 |
214.45 |
214.45 |
211.38 |
213.01 |
-6.29 |
5,318 |
18,319 |
-607 |
| Dec10 |
100629 |
221.95 |
222.15 |
213.70 |
215.47 |
-6.23 |
9,229 |
36,291 |
-535 |
| Jan11 |
100629 |
220.41 |
220.44 |
216.96 |
217.89 |
-6.14 |
2,606 |
21,077 |
+167 |
| Feb11 |
100629 |
220.76 |
220.76 |
218.44 |
219.35 |
-6.08 |
1,300 |
9,261 |
-128 |
| Mar11 |
100629 |
219.44 |
220.03 |
219.09 |
219.72 |
-6.03 |
502 |
8,727 |
-145 |
| Apr11 |
100629 |
218.72 |
218.92 |
218.63 |
218.92 |
-5.99 |
221 |
5,173 |
+13 |
| May11 |
100629 |
218.42 |
218.42 |
216.96 |
218.42 |
-5.95 |
552 |
4,515 |
+198 |
| Jun11 |
100629 |
224.15 |
224.15 |
217.00 |
218.47 |
-5.90 |
537 |
19,734 |
+64 |
| Total Volume and Open Interest |
125,957 |
309,089 |
-5,806 |
| Gasoline(NYMEX) |
| Jul10 |
100629 |
213.25 |
213.37 |
205.48 |
207.20 |
-6.56 |
29,700 |
22,955 |
-5,790 |
| Aug10 |
100629 |
212.80 |
212.80 |
204.40 |
206.51 |
-6.51 |
49,023 |
76,175 |
+1,730 |
| Sep10 |
100629 |
211.76 |
211.78 |
203.72 |
205.95 |
-6.13 |
23,248 |
53,354 |
+33 |
| Oct10 |
100629 |
200.18 |
200.18 |
192.82 |
194.90 |
-5.91 |
9,489 |
23,363 |
-218 |
| Nov10 |
100629 |
195.80 |
195.80 |
192.01 |
193.87 |
-5.80 |
4,527 |
21,258 |
+51 |
| Dec10 |
100629 |
199.60 |
199.60 |
192.24 |
194.30 |
-5.76 |
6,650 |
15,234 |
-1,021 |
| Jan11 |
100629 |
196.06 |
196.06 |
196.06 |
196.06 |
-5.77 |
1,244 |
7,120 |
+335 |
| Feb11 |
100629 |
198.08 |
198.08 |
196.69 |
198.08 |
-5.76 |
316 |
2,008 |
+47 |
| Mar11 |
100629 |
200.10 |
200.10 |
200.10 |
200.10 |
-5.71 |
195 |
2,792 |
+91 |
| Apr11 |
100629 |
212.18 |
212.18 |
212.18 |
212.18 |
-5.73 |
40 |
3,448 |
+6 |
| Total Volume and Open Interest |
124,957 |
241,137 |
-5,105 |
| e-miNY RBOB Gasoline(NYM) |
| Jul10 |
100629 |
207.20 |
207.20 |
207.20 |
207.20 |
-6.60 |
0 |
2 |
+0 |
| Aug10 |
100629 |
206.50 |
206.51 |
206.50 |
206.50 |
-6.50 |
0 |
2 |
+0 |
| Sep10 |
100629 |
206.00 |
206.00 |
205.95 |
206.00 |
-6.10 |
|
|
|
| Oct10 |
100629 |
194.90 |
194.90 |
194.90 |
194.90 |
-5.90 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
11 |
+0 |
| Natural Gas(NYM) |
| Aug10 |
100629 |
4.730 |
4.756 |
4.525 |
4.548 |
-0.185 |
58,370 |
120,398 |
-9,547 |
| Sep10 |
100629 |
4.784 |
4.792 |
4.566 |
4.587 |
-0.185 |
14,659 |
140,491 |
+619 |
| Oct10 |
100629 |
4.870 |
4.870 |
4.655 |
4.673 |
-0.177 |
13,046 |
84,534 |
-10,998 |
| Nov10 |
100629 |
5.091 |
5.091 |
4.933 |
4.944 |
-0.185 |
4,567 |
35,283 |
-386 |
| Dec10 |
100629 |
5.423 |
5.423 |
5.227 |
5.239 |
-0.187 |
2,972 |
39,182 |
+190 |
| Jan11 |
100629 |
5.624 |
5.624 |
5.418 |
5.427 |
-0.182 |
7,315 |
53,620 |
-816 |
| Feb11 |
100629 |
5.500 |
5.500 |
5.379 |
5.384 |
-0.170 |
1,151 |
17,949 |
-1,457 |
| Mar11 |
100629 |
5.400 |
5.407 |
5.285 |
5.291 |
-0.163 |
2,556 |
53,398 |
-12 |
| Apr11 |
100629 |
5.165 |
5.169 |
5.060 |
5.074 |
-0.124 |
1,907 |
41,121 |
+271 |
| May11 |
100629 |
5.185 |
5.189 |
5.090 |
5.093 |
-0.119 |
369 |
19,310 |
+49 |
| Jun11 |
100629 |
5.240 |
5.240 |
5.144 |
5.144 |
-0.118 |
310 |
8,474 |
+1 |
| Jul11 |
100629 |
5.300 |
5.300 |
5.203 |
5.206 |
-0.112 |
153 |
5,264 |
-608 |
| Aug11 |
100629 |
5.320 |
5.335 |
5.245 |
5.253 |
-0.110 |
55 |
5,286 |
-161 |
| Sep11 |
100629 |
5.355 |
5.365 |
5.280 |
5.286 |
-0.111 |
91 |
5,170 |
-379 |
| Oct11 |
100629 |
5.440 |
5.454 |
5.370 |
5.371 |
-0.111 |
192 |
19,000 |
+17 |
| Nov11 |
100629 |
5.670 |
5.686 |
5.606 |
5.606 |
-0.104 |
60 |
4,422 |
-850 |
| Total Volume and Open Interest |
174,373 |
763,969 |
-43,914 |
| Brent Crude Oil(ICE) |
| Aug10 |
100629 |
77.75 |
77.75 |
74.82 |
75.44 |
-2.15 |
152,570 |
201,663 |
+3,628 |
| Sep10 |
100629 |
77.90 |
78.10 |
75.16 |
75.78 |
-2.23 |
58,804 |
137,023 |
+3,673 |
| Oct10 |
100629 |
78.45 |
78.66 |
75.69 |
76.27 |
-2.28 |
28,010 |
52,959 |
-675 |
| Nov10 |
100629 |
78.51 |
78.51 |
76.18 |
76.78 |
-2.30 |
12,208 |
23,926 |
+574 |
| Dec10 |
100629 |
79.01 |
79.01 |
76.67 |
77.27 |
-2.30 |
28,268 |
109,252 |
+723 |
| Jan11 |
100629 |
78.68 |
78.68 |
77.36 |
77.73 |
-2.29 |
4,538 |
24,002 |
-557 |
| Feb11 |
100629 |
79.13 |
79.13 |
77.79 |
78.19 |
-2.28 |
3,885 |
15,371 |
-66 |
| Mar11 |
100629 |
79.56 |
79.56 |
78.26 |
78.61 |
-2.28 |
1,730 |
10,953 |
-5 |
| Apr11 |
100629 |
81.35 |
81.35 |
78.54 |
79.00 |
-2.28 |
1,581 |
7,701 |
+43 |
| May11 |
100629 |
79.26 |
79.37 |
79.26 |
79.37 |
-2.28 |
825 |
14,623 |
+96 |
| Jun11 |
100629 |
82.03 |
82.03 |
79.25 |
79.72 |
-2.27 |
2,215 |
23,456 |
+224 |
| Jul11 |
100629 |
80.04 |
80.04 |
80.04 |
80.04 |
-2.27 |
455 |
7,533 |
-141 |
| Aug11 |
100629 |
80.30 |
80.30 |
80.30 |
80.30 |
-2.27 |
118 |
3,678 |
-3 |
| Sep11 |
100629 |
80.52 |
80.52 |
80.52 |
80.52 |
-2.26 |
65 |
3,461 |
+3 |
| Total Volume and Open Interest |
301,236 |
747,432 |
+9,034 |
| Gas Oil(ICE) |
| Jul10 |
100629 |
671.25 |
671.25 |
647.25 |
650.75 |
-19.75 |
37,929 |
88,078 |
-4,755 |
| Aug10 |
100629 |
673.75 |
673.75 |
649.00 |
652.50 |
-20.00 |
59,177 |
109,936 |
+5,999 |
| Sep10 |
100629 |
677.50 |
677.50 |
653.75 |
656.25 |
-20.00 |
22,657 |
62,874 |
-2,199 |
| Oct10 |
100629 |
669.50 |
670.00 |
658.00 |
660.25 |
-19.75 |
11,239 |
35,705 |
-1,758 |
| Nov10 |
100629 |
671.50 |
672.25 |
661.25 |
663.75 |
-19.25 |
9,717 |
32,275 |
+256 |
| Dec10 |
100629 |
687.50 |
687.50 |
663.25 |
667.00 |
-19.00 |
16,394 |
100,435 |
+1,466 |
| Jan11 |
100629 |
679.00 |
679.25 |
668.50 |
671.00 |
-19.00 |
2,720 |
31,481 |
+517 |
| Feb11 |
100629 |
676.75 |
676.75 |
672.00 |
674.50 |
-18.75 |
719 |
17,345 |
-233 |
| Mar11 |
100629 |
679.75 |
679.75 |
675.00 |
677.50 |
-18.75 |
430 |
12,880 |
-148 |
| Apr11 |
100629 |
685.75 |
685.75 |
679.00 |
680.50 |
-18.75 |
463 |
13,800 |
+18 |
| Total Volume and Open Interest |
164,696 |
625,268 |
+299 |
| Ethanol(CBOT) |
| Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
| Jul10 |
100629 |
1.496 |
1.496 |
1.465 |
1.469 |
-0.031 |
125 |
290 |
-72 |
| Aug10 |
100629 |
1.465 |
1.472 |
1.460 |
1.465 |
-0.035 |
68 |
1,462 |
-11 |
| Sep10 |
100629 |
1.465 |
1.465 |
1.445 |
1.455 |
-0.030 |
25 |
835 |
+7 |
| Oct10 |
100629 |
1.460 |
1.464 |
1.450 |
1.451 |
-0.038 |
33 |
931 |
+24 |
| Nov10 |
100629 |
1.490 |
1.490 |
1.457 |
1.460 |
-0.035 |
40 |
757 |
+35 |
| Dec10 |
100629 |
1.481 |
1.481 |
1.462 |
1.466 |
-0.034 |
86 |
1,843 |
+16 |
| Jan11 |
100629 |
1.519 |
1.519 |
1.474 |
1.481 |
-0.035 |
115 |
1,410 |
+69 |
| Total Volume and Open Interest |
648 |
11,228 |
+176 |
| WTI Crude Oil(ICE |
| Aug10 |
100629 |
78.15 |
78.32 |
75.15 |
75.94 |
-2.31 |
82,367 |
96,011 |
-1,354 |
| Sep10 |
100629 |
78.75 |
78.90 |
75.80 |
76.57 |
-2.33 |
21,766 |
61,668 |
-1,241 |
| Oct10 |
100629 |
79.30 |
79.39 |
76.38 |
77.10 |
-2.38 |
8,325 |
28,705 |
-542 |
| Nov10 |
100629 |
78.27 |
78.65 |
77.06 |
77.61 |
-2.43 |
3,702 |
17,073 |
-948 |
| Dec10 |
100629 |
79.45 |
79.45 |
77.35 |
78.08 |
-2.47 |
15,170 |
83,007 |
+1,019 |
| Jan11 |
100629 |
78.90 |
78.90 |
77.78 |
78.46 |
-2.47 |
1,395 |
17,491 |
+360 |
| Feb11 |
100629 |
78.75 |
78.79 |
78.10 |
78.79 |
-2.47 |
689 |
10,811 |
-222 |
| Mar11 |
100629 |
79.05 |
79.11 |
78.73 |
79.11 |
-2.48 |
338 |
9,360 |
+31 |
| Apr11 |
100629 |
79.25 |
79.44 |
79.24 |
79.44 |
-2.47 |
952 |
5,309 |
-445 |
| May11 |
100629 |
79.77 |
79.77 |
79.77 |
79.77 |
-2.45 |
903 |
4,562 |
+48 |
| Jun11 |
100629 |
80.98 |
80.98 |
79.40 |
80.09 |
-2.43 |
1,017 |
17,190 |
+237 |
| Jul11 |
100629 |
80.37 |
80.37 |
80.37 |
80.37 |
-2.41 |
24 |
7,933 |
+0 |
| Aug11 |
100629 |
80.54 |
80.54 |
80.54 |
80.54 |
-2.38 |
23 |
2,253 |
+7 |
| Sep11 |
100629 |
80.68 |
80.68 |
80.68 |
80.68 |
-2.36 |
54 |
2,727 |
-30 |
| Oct11 |
100629 |
80.83 |
80.83 |
80.83 |
80.83 |
-2.34 |
27 |
2,066 |
+0 |
| Nov11 |
100629 |
81.00 |
81.00 |
81.00 |
81.00 |
-2.32 |
26 |
7,797 |
+0 |
| Total Volume and Open Interest |
139,953 |
483,033 |
-3,023 |
| US Dollar Index(ICE) |
| Sep10 |
100629 |
85.910 |
86.600 |
85.910 |
86.340 |
+0.417 |
18,523 |
29,443 |
-895 |
| Dec10 |
100629 |
86.275 |
86.810 |
86.275 |
86.675 |
+0.428 |
30 |
652 |
-1 |
| Mar11 |
100629 |
87.035 |
87.035 |
87.035 |
87.035 |
+0.498 |
|
|
|
| Total Volume and Open Interest |
18,553 |
30,095 |
-896 |
| Australian Dollar(CME) |
| Sep10 |
100629 |
86.40 |
86.43 |
83.93 |
84.35 |
-2.17 |
103,509 |
57,265 |
-2,073 |
| Dec10 |
100629 |
85.46 |
85.62 |
83.04 |
83.46 |
-2.16 |
55 |
422 |
-1 |
| Mar11 |
100629 |
82.63 |
84.75 |
82.63 |
82.63 |
-2.12 |
|
|
|
| Total Volume and Open Interest |
103,564 |
57,697 |
-2,074 |
| British Pound(CME) |
| Sep10 |
100629 |
150.98 |
151.20 |
150.12 |
150.80 |
-0.28 |
114,887 |
120,234 |
-1,559 |
| Dec10 |
100629 |
150.95 |
151.07 |
150.16 |
150.79 |
-0.28 |
48 |
157 |
+12 |
| Mar11 |
100629 |
150.79 |
151.06 |
150.79 |
150.79 |
-0.27 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
114,935 |
120,394 |
-1,547 |
| Canadian Dollar(CME) |
| Sep10 |
100629 |
96.51 |
96.64 |
94.50 |
94.76 |
-1.85 |
75,907 |
83,577 |
+786 |
| Dec10 |
100629 |
96.31 |
96.51 |
94.48 |
94.67 |
-1.84 |
92 |
3,053 |
-5 |
| Mar11 |
100629 |
95.00 |
96.36 |
94.30 |
94.54 |
-1.82 |
16 |
328 |
+9 |
| Jun11 |
100629 |
94.39 |
96.20 |
94.39 |
94.39 |
-1.81 |
10 |
221 |
+6 |
| Total Volume and Open Interest |
76,045 |
87,204 |
+797 |
| Japanese Yen(CME) |
| Sep10 |
100629 |
112.01 |
113.41 |
111.96 |
113.13 |
+1.12 |
113,865 |
107,294 |
+3,520 |
| Dec10 |
100629 |
112.57 |
113.47 |
112.21 |
113.34 |
+1.13 |
8 |
257 |
-2 |
| Mar11 |
100629 |
113.43 |
113.77 |
112.44 |
113.57 |
+1.13 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
113,873 |
107,553 |
+3,518 |
| Swiss Franc(CME) |
| Sep10 |
100629 |
92.15 |
92.71 |
91.86 |
92.65 |
+0.58 |
38,745 |
43,692 |
+609 |
| Dec10 |
100629 |
92.55 |
92.86 |
92.25 |
92.86 |
+0.58 |
11 |
40 |
+0 |
| Mar11 |
100629 |
93.08 |
93.08 |
92.50 |
93.08 |
+0.58 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
38,756 |
43,735 |
+609 |
| EuroFX(CME) |
| Sep10 |
100629 |
122.86 |
122.96 |
121.57 |
122.14 |
-0.78 |
299,215 |
222,059 |
-924 |
| Dec10 |
100629 |
122.86 |
122.86 |
121.70 |
122.22 |
-0.78 |
286 |
748 |
+29 |
| Mar11 |
100629 |
122.00 |
123.06 |
122.00 |
122.28 |
-0.78 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
299,503 |
222,871 |
-893 |
| Mexican Peso(CME) |
| Jul10 |
100629 |
776.5 |
787.8 |
776.5 |
776.5 |
-11.2 |
|
|
|
| Aug10 |
100629 |
773.5 |
784.8 |
773.5 |
773.5 |
-11.2 |
|
|
|
| Total Volume and Open Interest |
16,302 |
67,753 |
+3,966 |
| 30-Year T-Bonds(CBOT) |
| Sep10 |
100629 |
125~010 |
125~210 |
125~010 |
125~110 |
unch |
|
|
|
| Dec10 |
100629 |
125~160 |
125~300 |
124~280 |
125~230 |
+0~270 |
167 |
769 |
-51 |
| Mar11 |
100629 |
124~110 |
124~110 |
123~160 |
124~110 |
+0~270 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
239,509 |
635,681 |
-941 |
| 10-Year T-Notes(CBOT) |
| Sep10 |
100629 |
122~075 |
122~225 |
122~035 |
122~170 |
+0~125 |
1,095,906 |
1,685,609 |
-16,345 |
| Dec10 |
100629 |
121~075 |
121~245 |
121~050 |
121~180 |
+0~130 |
49 |
383 |
+29 |
| Mar11 |
100629 |
118~310 |
119~270 |
118~310 |
119~270 |
+0~280 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
1,095,955 |
1,686,026 |
-16,316 |
| 5-Year T-Notes(CBOT) |
| Sep10 |
100629 |
118~032 |
118~070 |
118~023 |
118~055 |
+0~027 |
420,030 |
886,192 |
-15,297 |
| Dec10 |
100629 |
117~057 |
117~057 |
117~030 |
117~057 |
+0~027 |
0 |
2 |
+0 |
| Mar11 |
100629 |
116~059 |
116~059 |
116~032 |
116~059 |
+0~027 |
|
|
|
| Total Volume and Open Interest |
422,905 |
913,722 |
-16,413 |
| 2 Year T-Notes(CBOT) |
| Sep10 |
100629 |
109~050 |
109~060 |
109~047 |
109~056 |
+0~008 |
161,321 |
898,115 |
-9,392 |
| Dec10 |
100629 |
109~022 |
109~022 |
109~014 |
109~022 |
+0~008 |
6 |
28 |
+3 |
| Mar11 |
100629 |
108~116 |
108~116 |
108~108 |
108~116 |
+0~008 |
|
|
|
| Total Volume and Open Interest |
161,856 |
902,546 |
-9,817 |
| Eurodollars(CME) |
| Sep10 |
100629 |
99.345 |
99.360 |
99.315 |
99.335 |
-0.015 |
159,026 |
1,030,034 |
-4,273 |
| Dec10 |
100629 |
99.225 |
99.235 |
99.190 |
99.225 |
unch |
175,413 |
1,058,274 |
+10,158 |
| Mar11 |
100629 |
99.150 |
99.170 |
99.130 |
99.160 |
+0.010 |
164,979 |
850,637 |
+26,016 |
| Jun11 |
100629 |
99.050 |
99.080 |
99.040 |
99.065 |
+0.020 |
126,501 |
842,202 |
-1,631 |
| Sep11 |
100629 |
98.920 |
98.950 |
98.905 |
98.935 |
+0.030 |
133,974 |
912,651 |
+8,679 |
| Dec11 |
100629 |
98.710 |
98.755 |
98.705 |
98.740 |
+0.040 |
133,982 |
605,323 |
+2,920 |
| Mar12 |
100629 |
98.545 |
98.560 |
98.495 |
98.545 |
+0.050 |
95,898 |
431,127 |
+3,975 |
| Jun12 |
100629 |
98.260 |
98.335 |
98.260 |
98.315 |
+0.055 |
79,592 |
307,330 |
-2,654 |
| Sep12 |
100629 |
98.020 |
98.105 |
98.020 |
98.075 |
+0.055 |
56,389 |
210,187 |
-1,474 |
| Dec12 |
100629 |
97.775 |
97.865 |
97.775 |
97.830 |
+0.060 |
31,504 |
169,431 |
-457 |
| Mar13 |
100629 |
97.560 |
97.655 |
97.555 |
97.620 |
+0.060 |
36,652 |
149,541 |
+2,232 |
| Jun13 |
100629 |
97.355 |
97.440 |
97.355 |
97.400 |
+0.065 |
28,486 |
99,577 |
+1,963 |
| Sep13 |
100629 |
97.150 |
97.230 |
97.150 |
97.190 |
+0.070 |
13,456 |
77,734 |
-143 |
| Dec13 |
100629 |
96.935 |
97.020 |
96.935 |
96.975 |
+0.075 |
9,130 |
39,984 |
-625 |
| Mar14 |
100629 |
96.750 |
96.850 |
96.735 |
96.805 |
+0.075 |
6,339 |
46,598 |
-476 |
| Jun14 |
100629 |
96.575 |
96.670 |
96.575 |
96.630 |
+0.075 |
5,613 |
33,385 |
-672 |
| Sep14 |
100629 |
96.425 |
96.520 |
96.415 |
96.475 |
+0.080 |
2,803 |
24,531 |
+3 |
| Dec14 |
100629 |
96.245 |
96.360 |
96.240 |
96.310 |
+0.080 |
2,284 |
42,514 |
-202 |
| Total Volume and Open Interest |
1,284,727 |
7,113,087 |
+43,938 |
| 30 Day Federal Funds(CBOT) |
| Jun10 |
100629 |
99.823 |
99.823 |
99.820 |
99.820 |
unch |
3,123 |
69,967 |
-45 |
| Jul10 |
100629 |
99.810 |
99.810 |
99.805 |
99.805 |
unch |
3,366 |
54,979 |
+423 |
| Aug10 |
100629 |
99.805 |
99.805 |
99.790 |
99.795 |
-0.005 |
2,084 |
81,087 |
+224 |
| Sep10 |
100629 |
99.795 |
99.795 |
99.785 |
99.790 |
-0.005 |
2,183 |
49,074 |
+63 |
| Oct10 |
100629 |
99.790 |
99.790 |
99.775 |
99.780 |
-0.005 |
1,820 |
60,753 |
-121 |
| Nov10 |
100629 |
99.780 |
99.780 |
99.765 |
99.770 |
-0.005 |
2,037 |
82,170 |
+156 |
| Total Volume and Open Interest |
23,799 |
656,402 |
+898 |
| 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 |
100629 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.007 |
20 |
959 |
+20 |
| Dec10 |
100629 |
99.647 |
99.647 |
99.647 |
99.647 |
+0.007 |
0 |
342 |
+0 |
| Mar11 |
100629 |
99.652 |
99.652 |
99.652 |
99.652 |
+0.007 |
0 |
167 |
+0 |
| Jun11 |
100629 |
99.647 |
99.647 |
99.647 |
99.647 |
+0.007 |
|
|
|
| Sep11 |
100629 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
|
|
|
| Dec11 |
100629 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
|
|
|
| Mar12 |
100629 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.005 |
|
|
|
| Jun12 |
100629 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.005 |
|
|
|
| Sep12 |
100629 |
99.715 |
99.715 |
99.715 |
99.715 |
+0.005 |
|
|
|
| Dec12 |
100629 |
99.410 |
99.410 |
99.410 |
99.410 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
20 |
1,468 |
+20 |
| 3-Mth Euro-Yen(SGX) |
| Sep10 |
100629 |
99.63 |
99.64 |
99.63 |
99.64 |
+0.01 |
0 |
4,013 |
-20 |
| Dec10 |
100629 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
1,372 |
+0 |
| Mar11 |
100629 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
1,906 |
+0 |
| Jun11 |
100629 |
99.64 |
99.65 |
99.64 |
99.65 |
+0.01 |
0 |
469 |
+0 |
| Sep11 |
100629 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
108 |
+0 |
| Dec11 |
100629 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
103 |
+0 |
| Mar12 |
100629 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
305 |
+0 |
| Jun12 |
100629 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
0 |
9,342 |
-20 |
| Japanese Gov't Bonds(SGX) |
| Sep10 |
100629 |
141.01 |
141.66 |
141.01 |
141.57 |
+0.55 |
817 |
20,630 |
+262 |
| Dec10 |
100629 |
140.75 |
140.75 |
140.69 |
140.69 |
+0.55 |
0 |
1 |
+0 |
| Mar11 |
100629 |
138.60 |
138.60 |
138.60 |
138.60 |
+0.55 |
|
|
|
| Total Volume and Open Interest |
817 |
20,631 |
+262 |
| Euro-Bund(EUREX) |
| Sep10 |
100624 |
128.42 |
129.16 |
128.40 |
129.14 |
+1.04 |
644,907 |
843,046 |
-26,840 |
| Dec10 |
100629 |
128.07 |
128.29 |
127.95 |
127.95 |
+0.21 |
63 |
1,346 |
+17 |
| Mar11 |
100629 |
127.93 |
127.93 |
127.93 |
127.93 |
+0.23 |
|
|
|
| Total Volume and Open Interest |
574,792 |
872,120 |
+15,204 |
| Euro-Bobl(EUREX) |
| Sep10 |
100625 |
120.63 |
120.78 |
120.56 |
120.61 |
+0.59 |
576,317 |
700,482 |
-18,977 |
| Dec10 |
100629 |
119.60 |
119.60 |
119.49 |
119.49 |
+0.13 |
600 |
2,676 |
+275 |
| Mar11 |
100629 |
118.63 |
118.63 |
118.63 |
118.63 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
290,723 |
693,588 |
+4,040 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
| Sep10 |
100629 |
99.110 |
99.115 |
99.110 |
99.115 |
+0.020 |
25 |
4,330 |
-515 |
| Dec10 |
100629 |
98.975 |
98.995 |
98.970 |
98.990 |
+0.030 |
59 |
2,375 |
-263 |
| Total Volume and Open Interest |
156 |
12,209 |
-1,494 |
| Long Gilt(LIFFE) |
| Sep10 |
100629 |
121~06 |
121~14 |
120~17 |
120~22 |
-0~04 |
70,911 |
275,955 |
+2,305 |
| Dec10 |
100629 |
123~24 |
123~24 |
123~24 |
123~24 |
-0~04 |
|
|
|
| Total Volume and Open Interest |
71,152 |
280,198 |
+1,952 |
| 3-Mth Short Sterling(LIFFE) |
| Sep10 |
100629 |
99.16 |
99.17 |
99.14 |
99.15 |
unch |
18,982 |
368,719 |
-2,882 |
| Dec10 |
100629 |
99.04 |
99.07 |
99.03 |
99.04 |
+0.01 |
31,676 |
361,816 |
+4,683 |
| Mar11 |
100629 |
98.96 |
99.01 |
98.96 |
98.97 |
+0.02 |
26,285 |
309,627 |
+3,774 |
| Jun11 |
100629 |
98.84 |
98.88 |
98.81 |
98.84 |
+0.03 |
32,866 |
306,637 |
+5,166 |
| Sep11 |
100629 |
98.66 |
98.71 |
98.63 |
98.67 |
+0.03 |
41,537 |
304,502 |
+6,516 |
| Dec11 |
100629 |
98.43 |
98.47 |
98.42 |
98.43 |
+0.03 |
42,377 |
242,816 |
+9,324 |
| Total Volume and Open Interest |
247,397 |
2,307,095 |
+27,519 |
| 3-Mth Euribor(LIFFE) |
| Sep10 |
100629 |
99.105 |
99.120 |
99.095 |
99.115 |
+0.020 |
103,840 |
603,785 |
+15,081 |
| Dec10 |
100629 |
98.965 |
99.000 |
98.960 |
98.990 |
+0.035 |
113,252 |
460,777 |
+7,092 |
| Mar11 |
100629 |
98.920 |
98.955 |
98.920 |
98.940 |
+0.030 |
86,100 |
498,239 |
+344 |
| Total Volume and Open Interest |
660,196 |
3,182,221 |
+28,643 |
| 3-Mth Aus T-Bills(SFE) |
| Sep10 |
100629 |
95.09 |
95.15 |
95.09 |
95.14 |
+0.04 |
8,186 |
252,106 |
+1,878 |
| Dec10 |
100629 |
95.04 |
95.15 |
95.04 |
95.14 |
+0.09 |
9,795 |
161,523 |
+1,849 |
| Mar11 |
100629 |
94.99 |
95.11 |
94.99 |
95.10 |
+0.10 |
4,405 |
71,491 |
+103 |
| Jun11 |
100629 |
95.01 |
95.07 |
94.96 |
95.06 |
+0.10 |
4,657 |
53,162 |
+1,312 |
| Sep11 |
100629 |
94.93 |
95.00 |
94.93 |
95.00 |
+0.09 |
2,619 |
35,446 |
+1,427 |
| Dec11 |
100629 |
94.85 |
94.93 |
94.85 |
94.93 |
+0.10 |
2,908 |
25,903 |
+1,118 |
| Mar12 |
100629 |
94.76 |
94.88 |
94.76 |
94.88 |
+0.11 |
1,392 |
23,413 |
+468 |
| Jun12 |
100629 |
94.78 |
94.86 |
94.78 |
94.86 |
+0.11 |
230 |
6,483 |
+123 |
| Sep12 |
100629 |
94.79 |
94.85 |
94.79 |
94.85 |
+0.10 |
15 |
3,187 |
+5 |
| Dec12 |
100629 |
94.77 |
94.84 |
94.77 |
94.84 |
+0.11 |
5 |
1,191 |
+0 |
| Total Volume and Open Interest |
34,212 |
634,772 |
+8,283 |
| 10-Year Aus T-Bonds(SFE) |
| Sep10 |
100629 |
94.76 |
94.85 |
94.74 |
94.85 |
+0.09 |
21,963 |
325,860 |
-2,418 |
| Dec10 |
100629 |
94.84 |
94.84 |
94.84 |
94.84 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
21,963 |
325,860 |
-2,418 |
| 3-Year Aus T-Bonds(SFE) |
| Sep10 |
100629 |
95.28 |
95.37 |
95.28 |
95.36 |
+0.07 |
96,223 |
493,397 |
+14,924 |
| Dec10 |
100629 |
95.31 |
95.31 |
95.31 |
95.31 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
96,223 |
493,397 |
+14,924 |
| Gold(CMX) |
| Aug10 |
100629 |
1239.0 |
1246.0 |
1227.6 |
1242.4 |
+3.8 |
91,013 |
370,356 |
+3,963 |
| Oct10 |
100629 |
1242.3 |
1247.8 |
1230.0 |
1244.4 |
+3.8 |
1,397 |
25,354 |
-105 |
| Dec10 |
100629 |
1244.5 |
1250.0 |
1231.7 |
1246.4 |
+3.8 |
2,394 |
78,575 |
+762 |
| Feb11 |
100629 |
1244.4 |
1250.2 |
1240.5 |
1248.5 |
+3.9 |
584 |
23,745 |
-507 |
| Apr11 |
100629 |
1246.2 |
1252.2 |
1245.7 |
1250.5 |
+4.0 |
13 |
19,468 |
-1 |
| Jun11 |
100629 |
594.9 |
597.3 |
582.6 |
597.3 |
+4.0 |
70 |
13,671 |
+19 |
| Aug11 |
100629 |
1253.7 |
1254.9 |
1253.3 |
1254.9 |
+3.9 |
35 |
7,797 |
+0 |
| Oct11 |
100629 |
1257.3 |
1257.3 |
1257.3 |
1257.3 |
+3.9 |
0 |
7,230 |
+0 |
| Dec11 |
100629 |
1248.0 |
1262.5 |
1248.0 |
1259.9 |
+3.8 |
235 |
14,152 |
-127 |
| Feb12 |
100629 |
1262.9 |
1262.9 |
1262.9 |
1262.9 |
+3.8 |
0 |
3,753 |
+0 |
| Apr12 |
100629 |
1266.1 |
1266.1 |
1266.1 |
1266.1 |
+3.8 |
0 |
4,829 |
+0 |
| Jun12 |
100629 |
1269.6 |
1269.6 |
1269.6 |
1269.6 |
+3.8 |
1,165 |
7,474 |
+184 |
| Total Volume and Open Interest |
99,291 |
603,688 |
+4,228 |
| Silver(CMX) |
| Jul10 |
100629 |
1873.0 |
1877.5 |
1837.0 |
1859.4 |
-8.4 |
45,714 |
15,311 |
-9,098 |
| Sep10 |
100629 |
1877.0 |
1882.0 |
1841.0 |
1863.5 |
-8.3 |
32,911 |
66,416 |
+5,680 |
| Dec10 |
100629 |
1880.0 |
1880.0 |
1849.5 |
1869.8 |
-8.3 |
1,474 |
20,582 |
+575 |
| Mar11 |
100629 |
1875.5 |
1882.0 |
1855.0 |
1873.9 |
-8.3 |
1,037 |
10,297 |
-63 |
| May11 |
100629 |
1879.5 |
1882.5 |
1860.5 |
1875.9 |
-8.3 |
1 |
7,509 |
+1 |
| Jul11 |
100629 |
1883.0 |
1886.0 |
1861.5 |
1877.8 |
-8.2 |
20 |
5,388 |
+0 |
| Sep11 |
100629 |
1879.4 |
1879.4 |
1879.4 |
1879.4 |
-8.4 |
7 |
412 |
+0 |
| Total Volume and Open Interest |
81,399 |
132,798 |
-2,836 |
| Platinum(NYMEX) |
| Jul10 |
100629 |
1568.9 |
1569.7 |
1532.5 |
1548.1 |
-17.5 |
4,645 |
4,506 |
-3,096 |
| Oct10 |
100629 |
1573.0 |
1574.3 |
1537.0 |
1555.1 |
-15.3 |
3,828 |
25,021 |
+1,415 |
| Jan11 |
100629 |
1576.4 |
1576.4 |
1546.5 |
1559.5 |
-15.4 |
5 |
600 |
+1 |
| Apr11 |
100629 |
1560.0 |
1560.0 |
1555.6 |
1560.0 |
-14.9 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
8,483 |
30,221 |
-1,680 |
| Palladium(NYMEX) |
| Sep10 |
100629 |
469.55 |
470.55 |
448.00 |
454.40 |
-18.05 |
1,801 |
20,808 |
+85 |
| Dec10 |
100629 |
463.90 |
464.65 |
449.50 |
455.60 |
-17.85 |
36 |
474 |
+36 |
| Mar11 |
100629 |
456.10 |
456.10 |
456.10 |
456.10 |
-17.85 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
1,843 |
21,396 |
+118 |
| Copper(CMX) |
| Jul10 |
100629 |
307.55 |
307.85 |
291.00 |
291.55 |
-15.60 |
38,537 |
12,258 |
-8,310 |
| Sep10 |
100629 |
309.15 |
309.80 |
292.35 |
293.05 |
-15.90 |
23,757 |
76,266 |
+2,459 |
| Dec10 |
100629 |
308.80 |
308.80 |
295.10 |
295.25 |
-15.75 |
2,163 |
20,149 |
+786 |
| Mar11 |
100629 |
305.00 |
305.00 |
296.60 |
296.60 |
-15.60 |
469 |
9,984 |
+201 |
| May11 |
100629 |
297.35 |
297.35 |
297.35 |
297.35 |
-15.50 |
48 |
1,349 |
+12 |
| Total Volume and Open Interest |
66,733 |
135,157 |
-4,079 |
| DJIA Index(CBOT) |
| Sep10 |
100629 |
10076 |
10114 |
9755 |
9797 |
-291 |
208 |
6,034 |
+37 |
| Dec10 |
100629 |
9737 |
10031 |
9737 |
9737 |
-294 |
0 |
4 |
+0 |
| Mar11 |
100629 |
9686 |
9980 |
9686 |
9686 |
-294 |
|
|
|
| Jun11 |
100629 |
9628 |
9922 |
9628 |
9628 |
-294 |
|
|
|
| Total Volume and Open Interest |
208 |
6,038 |
+37 |
| S & P 500(CME) |
| Sep10 |
100629 |
1070.40 |
1074.50 |
1030.50 |
1035.30 |
-35.60 |
16,267 |
293,803 |
+343 |
| Dec10 |
100629 |
1028.00 |
1035.00 |
1025.50 |
1030.90 |
-35.60 |
1 |
4,556 |
+0 |
| Mar11 |
100629 |
1027.00 |
1027.60 |
1021.60 |
1027.00 |
-35.60 |
0 |
475 |
+0 |
| Jun11 |
100629 |
1024.00 |
1024.60 |
1018.60 |
1024.00 |
-35.60 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
16,268 |
298,879 |
+343 |
| S & P 500 E-Mini(Globex) |
| Sep10 |
100629 |
1070.50 |
1074.75 |
1030.25 |
1035.25 |
-35.75 |
2,454,671 |
2,687,382 |
+30,349 |
| Dec10 |
100629 |
1065.25 |
1068.75 |
1026.50 |
1031.00 |
-35.50 |
1,490 |
6,322 |
+360 |
| Total Volume and Open Interest |
2,456,162 |
2,693,749 |
+30,709 |
| NASDAQ 100(CME) |
| Sep10 |
100629 |
1833.30 |
1838.80 |
1749.00 |
1763.50 |
-72.50 |
738 |
8,776 |
+58 |
| Dec10 |
100629 |
1761.50 |
1761.50 |
1758.00 |
1761.50 |
-72.50 |
0 |
1 |
+0 |
| Mar11 |
100629 |
1759.00 |
1760.50 |
1759.00 |
1759.00 |
-72.50 |
|
|
|
| Total Volume and Open Interest |
738 |
8,777 |
+58 |
| NASDAQ 100 E-Mini(Globex) |
| Sep10 |
100629 |
1835.50 |
1839.50 |
1748.00 |
1763.50 |
-72.50 |
323,580 |
297,597 |
+2,591 |
| Dec10 |
100629 |
1826.80 |
1826.80 |
1748.00 |
1761.50 |
-72.50 |
64 |
124 |
+4 |
| Total Volume and Open Interest |
323,644 |
297,723 |
+2,595 |
| S & P Midcap 400(CME) |
| Sep10 |
100629 |
730.50 |
743.85 |
712.00 |
713.60 |
-28.50 |
11 |
1,723 |
+1 |
| Dec10 |
100629 |
711.60 |
711.60 |
711.60 |
711.60 |
-28.50 |
|
|
|
| Mar11 |
100629 |
709.60 |
709.60 |
709.60 |
709.60 |
-28.50 |
|
|
|
| Total Volume and Open Interest |
11 |
1,723 |
+1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep10 |
100629 |
9790 |
9790 |
9730 |
9790 |
unch |
11,211 |
30,570 |
-446 |
| Dec10 |
100629 |
9375 |
9375 |
9360 |
9375 |
-330 |
|
|
|
| Total Volume and Open Interest |
9,557 |
30,946 |
+376 |
| Nikkei 225(SGX) |
| Sep10 |
100629 |
9680 |
9765 |
9540 |
9545 |
-140 |
111,388 |
146,784 |
-2,794 |
| Dec10 |
100629 |
9650 |
9705 |
9500 |
9500 |
-140 |
82 |
1,781 |
-18 |
| Mar11 |
100629 |
9495 |
9495 |
9495 |
9495 |
-135 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
111,520 |
162,981 |
-2,322 |
| CAC 40(EURONEXT) |
| Jul10 |
100629 |
3523.5 |
3523.5 |
3402.5 |
3430.5 |
-142.0 |
143,738 |
414,587 |
-6,788 |
| Aug10 |
100629 |
3505.0 |
3505.0 |
3407.5 |
3431.0 |
-141.5 |
22 |
799 |
+0 |
| Sep10 |
100629 |
3511.0 |
3513.0 |
3400.0 |
3426.0 |
-142.0 |
1,274 |
35,838 |
+78 |
| Total Volume and Open Interest |
145,034 |
452,482 |
-6,710 |
| Hang Seng Index(HKFE) |
| Jun10 |
100629 |
20748 |
20757 |
20411 |
20427 |
-346 |
104,620 |
37,949 |
-19,303 |
| Jul10 |
100629 |
20682 |
20732 |
20142 |
20187 |
-555 |
40,425 |
64,690 |
+18,760 |
| Total Volume and Open Interest |
145,554 |
106,528 |
-352 |
| DAX(EUREX) |
| Jun10 |
100618 |
6232.5 |
6258.0 |
6188.5 |
6223.5 |
+5.0 |
193,412 |
98,765 |
-39,457 |
| Sep10 |
100629 |
6089.0 |
6089.0 |
5932.5 |
5971.5 |
-189.5 |
153,175 |
145,310 |
+2,059 |
| Dec10 |
100629 |
6090.0 |
6090.0 |
5960.0 |
5979.5 |
-189.0 |
269 |
10,518 |
+108 |
| Total Volume and Open Interest |
153,470 |
156,031 |
+2,188 |
| FT-SE 100(EURONEXT) |
| Sep10 |
100629 |
4974.50 |
4982.50 |
4840.00 |
4897.50 |
-140.50 |
105,788 |
651,224 |
+982 |
| Dec10 |
100629 |
4950.00 |
4957.00 |
4822.50 |
4874.50 |
-141.50 |
93 |
6,996 |
-53 |
| Mar11 |
100629 |
4873.00 |
4873.00 |
4833.50 |
4833.50 |
-143.00 |
6 |
1,064 |
+4 |
| Total Volume and Open Interest |
105,887 |
659,284 |
+933 |
| SPI 200(SFE) |
| Jun10 |
100617 |
4556.0 |
4579.0 |
4534.0 |
4553.0 |
-7.0 |
96,984 |
152,759 |
-89,413 |
| Sep10 |
100629 |
4378.0 |
4406.0 |
4323.0 |
4338.0 |
-39.0 |
29,492 |
212,789 |
+4,960 |
| Dec10 |
100629 |
4412.0 |
4412.0 |
4353.0 |
4359.0 |
-39.0 |
20 |
3,260 |
+6 |
| Total Volume and Open Interest |
29,513 |
217,938 |
+4,965 |
| GSCI(CME) |
| Jul10 |
100629 |
497.00 |
497.50 |
491.25 |
493.30 |
-13.70 |
153 |
16,244 |
-16 |
| Aug10 |
100629 |
499.50 |
500.00 |
493.50 |
495.70 |
-13.80 |
64 |
60 |
+50 |
| Sep10 |
100629 |
503.00 |
503.00 |
497.00 |
498.70 |
-14.30 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
219 |
16,304 |
+34 |
| 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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