|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed June 30, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100630 |
948.50 |
973.00 |
945.00 |
948.50 |
+1.25 |
48,179 |
27,030 |
-22,792 |
Aug10 |
100630 |
931.50 |
954.00 |
927.50 |
931.00 |
-0.50 |
27,104 |
60,142 |
+2,928 |
Sep10 |
100630 |
918.00 |
935.75 |
907.75 |
912.00 |
-7.00 |
5,540 |
14,277 |
-748 |
Nov10 |
100630 |
910.25 |
928.50 |
898.25 |
902.50 |
-9.50 |
67,357 |
263,396 |
+6,738 |
Jan11 |
100630 |
921.25 |
938.00 |
908.25 |
912.25 |
-9.75 |
4,236 |
31,407 |
+1,157 |
Mar11 |
100630 |
928.75 |
943.00 |
914.75 |
917.50 |
-9.50 |
835 |
9,138 |
+142 |
May11 |
100630 |
931.50 |
945.00 |
917.50 |
921.00 |
-9.00 |
1,174 |
10,084 |
-175 |
Total Volume and Open Interest |
157,861 |
447,785 |
-12,574 |
Soybean Meal(CBOT) |
Jul10 |
100630 |
290.70 |
299.00 |
289.00 |
289.40 |
-0.40 |
22,179 |
17,606 |
-5,134 |
Aug10 |
100630 |
282.00 |
290.30 |
278.70 |
278.90 |
-1.90 |
14,352 |
37,523 |
+441 |
Sep10 |
100630 |
273.00 |
280.30 |
268.50 |
268.90 |
-3.30 |
4,274 |
19,983 |
+567 |
Oct10 |
100630 |
266.40 |
273.00 |
260.00 |
260.30 |
-5.70 |
1,975 |
11,818 |
-32 |
Dec10 |
100630 |
265.80 |
272.50 |
259.20 |
259.40 |
-6.40 |
23,579 |
84,545 |
+3,159 |
Jan11 |
100630 |
272.00 |
272.00 |
259.50 |
259.50 |
-6.10 |
2,681 |
6,011 |
-623 |
Mar11 |
100630 |
267.00 |
273.00 |
260.60 |
260.60 |
-6.00 |
532 |
5,564 |
+194 |
May11 |
100630 |
272.40 |
272.40 |
260.20 |
260.20 |
-6.10 |
369 |
4,223 |
+34 |
Total Volume and Open Interest |
70,086 |
194,006 |
-1,344 |
Soybean Oil(CBOT) |
Jul10 |
100630 |
36.05 |
36.64 |
35.86 |
36.28 |
+0.35 |
35,380 |
21,679 |
-14,652 |
Aug10 |
100630 |
36.24 |
36.62 |
36.01 |
36.45 |
+0.35 |
27,228 |
72,734 |
+5,675 |
Sep10 |
100630 |
36.40 |
36.98 |
36.15 |
36.60 |
+0.35 |
3,496 |
27,456 |
+75 |
Oct10 |
100630 |
36.63 |
36.97 |
36.31 |
36.77 |
+0.36 |
1,283 |
12,835 |
-43 |
Dec10 |
100630 |
36.98 |
37.30 |
36.71 |
37.17 |
+0.36 |
34,073 |
145,242 |
+3,248 |
Jan11 |
100630 |
37.35 |
37.59 |
37.02 |
37.48 |
+0.37 |
2,303 |
7,001 |
-577 |
Mar11 |
100630 |
37.63 |
37.86 |
37.40 |
37.83 |
+0.39 |
222 |
4,450 |
+11 |
May11 |
100630 |
38.16 |
38.18 |
37.70 |
38.12 |
+0.39 |
169 |
3,008 |
+22 |
Total Volume and Open Interest |
104,216 |
299,544 |
-6,268 |
Canola(WCE) |
Jul10 |
100630 |
425.0 |
436.7 |
420.0 |
423.8 |
-7.6 |
2,341 |
4,125 |
-1,991 |
Nov10 |
100630 |
414.3 |
421.5 |
414.3 |
416.8 |
+2.5 |
6,117 |
129,462 |
+1,938 |
Jan11 |
100630 |
417.7 |
422.1 |
417.0 |
418.0 |
+2.3 |
391 |
10,792 |
-45 |
Mar11 |
100630 |
418.5 |
418.5 |
415.0 |
416.3 |
+2.7 |
248 |
5,324 |
+64 |
May11 |
100630 |
416.4 |
416.4 |
415.9 |
415.9 |
+2.9 |
0 |
1,685 |
+0 |
Total Volume and Open Interest |
9,097 |
154,360 |
-34 |
Corn(CBOT) |
Jul10 |
100630 |
325.25 |
358.00 |
325.00 |
354.25 |
+29.25 |
123,243 |
67,229 |
-31,125 |
Sep10 |
100630 |
333.25 |
363.25 |
333.25 |
362.75 |
+29.50 |
94,329 |
373,711 |
+9,724 |
Dec10 |
100630 |
344.00 |
374.00 |
343.75 |
373.50 |
+29.50 |
95,263 |
483,386 |
+8,591 |
Mar11 |
100630 |
357.00 |
387.50 |
357.00 |
386.50 |
+29.00 |
4,508 |
71,689 |
+896 |
May11 |
100630 |
367.00 |
397.00 |
367.00 |
394.75 |
+27.75 |
801 |
15,558 |
+4 |
Jul11 |
100630 |
374.50 |
405.00 |
374.50 |
402.00 |
+26.75 |
1,561 |
44,655 |
+252 |
Total Volume and Open Interest |
323,437 |
1,138,309 |
-10,795 |
Wheat(CBOT) |
Jul10 |
100630 |
441.50 |
477.25 |
441.50 |
464.75 |
+22.75 |
32,821 |
23,047 |
-11,262 |
Sep10 |
100630 |
456.50 |
492.75 |
456.50 |
480.25 |
+23.25 |
56,754 |
208,777 |
+3,025 |
Dec10 |
100630 |
485.00 |
519.75 |
485.00 |
506.50 |
+21.25 |
19,300 |
114,354 |
+2,585 |
Mar11 |
100630 |
514.50 |
545.50 |
514.50 |
533.50 |
+19.00 |
4,029 |
30,937 |
-305 |
May11 |
100630 |
532.75 |
561.25 |
532.75 |
549.00 |
+17.75 |
1,515 |
8,166 |
+332 |
Total Volume and Open Interest |
117,856 |
461,829 |
-4,778 |
Wheat(KCBT) |
Jul10 |
100630 |
468.50 |
497.00 |
468.50 |
486.00 |
+17.75 |
9,716 |
7,122 |
-5,256 |
Sep10 |
100630 |
478.75 |
513.25 |
478.75 |
496.00 |
+17.00 |
11,966 |
50,526 |
+1,299 |
Dec10 |
100630 |
495.50 |
524.25 |
495.50 |
513.25 |
+18.25 |
3,519 |
44,965 |
-649 |
Mar11 |
100630 |
514.50 |
538.50 |
514.50 |
530.25 |
+18.00 |
1,073 |
16,556 |
+118 |
May11 |
100630 |
527.75 |
552.25 |
527.25 |
541.00 |
+17.75 |
261 |
4,687 |
-105 |
Total Volume and Open Interest |
27,739 |
156,757 |
-4,212 |
Wheat(MGE) |
Jul10 |
100630 |
495.00 |
523.25 |
494.25 |
507.00 |
+14.50 |
2,246 |
2,934 |
-1,223 |
Sep10 |
100630 |
504.25 |
534.00 |
504.25 |
512.25 |
+7.50 |
4,959 |
16,460 |
+1,202 |
Dec10 |
100630 |
522.50 |
551.25 |
522.00 |
528.50 |
+6.50 |
1,813 |
14,445 |
-72 |
Mar11 |
100630 |
541.25 |
568.75 |
541.25 |
548.25 |
+9.25 |
899 |
5,267 |
+101 |
May11 |
100630 |
550.00 |
572.00 |
550.00 |
557.75 |
+8.50 |
240 |
1,507 |
+61 |
Total Volume and Open Interest |
10,406 |
48,841 |
+105 |
Oats(CBOT) |
Jul10 |
100630 |
248.50 |
268.00 |
248.00 |
255.00 |
+6.50 |
404 |
3,579 |
-99 |
Sep10 |
100630 |
253.00 |
270.00 |
252.50 |
253.00 |
+3.00 |
316 |
4,472 |
+32 |
Dec10 |
100630 |
255.00 |
269.00 |
253.00 |
253.00 |
unch |
515 |
6,286 |
-68 |
Mar11 |
100630 |
262.00 |
262.00 |
259.00 |
259.00 |
unch |
39 |
714 |
+22 |
Total Volume and Open Interest |
1,275 |
15,053 |
-113 |
Rough Rice(CBOT) |
Jul10 |
100630 |
9.84 |
9.92 |
9.30 |
9.43 |
-0.32 |
1,302 |
2,045 |
-764 |
Sep10 |
100630 |
10.03 |
10.20 |
9.55 |
9.69 |
-0.30 |
1,537 |
8,246 |
+63 |
Nov10 |
100630 |
10.23 |
10.44 |
9.83 |
9.93 |
-0.30 |
167 |
2,274 |
+4 |
Jan11 |
100630 |
10.23 |
10.38 |
10.17 |
10.20 |
-0.32 |
8 |
482 |
+3 |
Total Volume and Open Interest |
3,100 |
14,614 |
-672 |
Live Cattle(CME) |
Jun10 |
100630 |
90.980 |
92.750 |
90.730 |
91.250 |
+0.570 |
1,795 |
2,032 |
-1,235 |
Aug10 |
100630 |
88.850 |
90.500 |
88.800 |
90.035 |
+1.285 |
16,025 |
131,505 |
-1,090 |
Oct10 |
100630 |
90.285 |
91.480 |
90.285 |
91.250 |
+0.900 |
7,158 |
98,281 |
+2,527 |
Dec10 |
100630 |
92.330 |
93.550 |
92.300 |
93.150 |
+0.765 |
1,315 |
48,294 |
+78 |
Feb11 |
100630 |
94.050 |
95.200 |
93.980 |
95.035 |
+0.985 |
1,833 |
21,494 |
+181 |
Apr11 |
100630 |
95.600 |
96.800 |
95.580 |
96.750 |
+1.200 |
656 |
12,308 |
+124 |
Total Volume and Open Interest |
29,029 |
319,881 |
+759 |
Feeder Cattle(CME) |
Aug10 |
100630 |
112.930 |
113.800 |
112.035 |
113.050 |
+0.165 |
2,007 |
23,086 |
+456 |
Sep10 |
100630 |
112.930 |
113.730 |
112.100 |
113.285 |
+0.185 |
404 |
5,950 |
+101 |
Oct10 |
100630 |
112.700 |
113.250 |
111.730 |
113.200 |
+0.450 |
380 |
4,940 |
+110 |
Nov10 |
100630 |
112.300 |
112.800 |
111.230 |
112.680 |
+0.295 |
171 |
1,764 |
+59 |
Jan11 |
100630 |
110.850 |
111.385 |
109.700 |
111.050 |
+0.250 |
35 |
635 |
-7 |
Mar11 |
100630 |
110.000 |
110.850 |
110.000 |
110.600 |
+0.100 |
34 |
132 |
+30 |
Apr11 |
100630 |
110.400 |
110.400 |
110.050 |
110.400 |
+0.150 |
0 |
19 |
+0 |
Total Volume and Open Interest |
3,035 |
36,540 |
+753 |
Lean Hogs(CME) |
Jul10 |
100630 |
78.700 |
79.975 |
78.550 |
79.225 |
+0.475 |
6,359 |
19,159 |
-1,162 |
Aug10 |
100630 |
81.050 |
83.230 |
80.725 |
81.650 |
+0.700 |
19,010 |
76,748 |
-3,300 |
Oct10 |
100630 |
74.830 |
76.785 |
74.635 |
75.600 |
+0.625 |
7,010 |
46,535 |
+376 |
Dec10 |
100630 |
71.450 |
73.150 |
71.250 |
72.350 |
+0.800 |
3,024 |
28,843 |
+296 |
Feb11 |
100630 |
72.700 |
74.250 |
72.680 |
74.050 |
+1.120 |
728 |
11,873 |
+147 |
Apr11 |
100630 |
74.550 |
75.750 |
74.550 |
75.725 |
+0.750 |
1,343 |
8,188 |
+488 |
May11 |
100630 |
78.000 |
78.450 |
78.000 |
78.200 |
+0.450 |
1 |
273 |
+1 |
Jun11 |
100630 |
81.250 |
82.000 |
81.250 |
82.000 |
+0.900 |
112 |
2,604 |
+87 |
Total Volume and Open Interest |
37,604 |
194,998 |
-3,064 |
Pork Bellies(CME) |
Jul10 |
100630 |
100.450 |
101.000 |
99.000 |
99.500 |
-1.700 |
4 |
73 |
+0 |
Aug10 |
100630 |
96.400 |
96.800 |
95.250 |
95.250 |
-1.500 |
2 |
27 |
+0 |
Feb11 |
100630 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
5 |
+0 |
Mar11 |
100630 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
May11 |
100630 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
6 |
106 |
+0 |
Class III Milk(CME) |
Jun10 |
100630 |
13.63 |
13.63 |
13.61 |
13.61 |
-0.01 |
4 |
4,385 |
+0 |
Jul10 |
100630 |
13.46 |
13.52 |
13.36 |
13.50 |
+0.09 |
157 |
4,298 |
-2 |
Aug10 |
100630 |
13.90 |
14.20 |
13.90 |
14.13 |
+0.26 |
193 |
4,672 |
+48 |
Sep10 |
100630 |
14.60 |
14.84 |
14.58 |
14.76 |
+0.16 |
137 |
4,072 |
+61 |
Oct10 |
100630 |
14.75 |
14.80 |
14.70 |
14.78 |
+0.08 |
37 |
3,589 |
+18 |
Total Volume and Open Interest |
770 |
29,365 |
+241 |
Cocoa(ICE) |
Jul10 |
100630 |
2902 |
2911 |
2840 |
2894 |
-54 |
23 |
185 |
-23 |
Sep10 |
100630 |
2994 |
3010 |
2938 |
2944 |
-35 |
4,321 |
59,184 |
+54 |
Dec10 |
100630 |
2993 |
3010 |
2959 |
2964 |
-29 |
973 |
22,899 |
+272 |
Mar11 |
100630 |
3000 |
3023 |
2982 |
2983 |
-28 |
343 |
16,489 |
-83 |
May11 |
100630 |
3020 |
3023 |
2990 |
2993 |
-22 |
191 |
7,805 |
+96 |
Jul11 |
100630 |
3028 |
3030 |
3001 |
3001 |
-21 |
54 |
3,986 |
+47 |
Sep11 |
100630 |
3009 |
3009 |
3009 |
3009 |
-15 |
23 |
1,402 |
+20 |
Total Volume and Open Interest |
6,217 |
117,425 |
+561 |
Coffee "C"(ICE) |
Jul10 |
100630 |
162.25 |
164.70 |
160.00 |
164.20 |
+2.70 |
100 |
510 |
-259 |
Sep10 |
100630 |
163.15 |
166.60 |
160.55 |
165.85 |
+2.70 |
5,542 |
93,215 |
-141 |
Dec10 |
100630 |
163.40 |
166.80 |
160.95 |
166.05 |
+2.65 |
1,312 |
42,883 |
+130 |
Mar11 |
100630 |
163.00 |
166.10 |
161.60 |
165.70 |
+2.70 |
592 |
17,294 |
+16 |
May11 |
100630 |
163.00 |
165.45 |
161.00 |
165.05 |
+2.65 |
433 |
6,168 |
+321 |
Jul11 |
100630 |
162.70 |
165.00 |
161.50 |
164.70 |
+3.05 |
123 |
2,857 |
+58 |
Total Volume and Open Interest |
8,139 |
164,252 |
+151 |
Orange Juice(ICE) |
Jul10 |
100630 |
143.60 |
148.50 |
143.50 |
148.25 |
+4.75 |
357 |
1,375 |
-231 |
Sep10 |
100630 |
141.90 |
149.80 |
141.90 |
148.35 |
+5.45 |
726 |
21,102 |
+256 |
Nov10 |
100630 |
144.00 |
149.50 |
143.50 |
149.15 |
+5.70 |
47 |
3,848 |
+3 |
Jan11 |
100630 |
144.00 |
149.50 |
144.00 |
149.35 |
+5.65 |
4 |
1,314 |
-2 |
Mar11 |
100630 |
150.15 |
150.20 |
150.15 |
150.15 |
+5.45 |
2 |
194 |
+1 |
May11 |
100630 |
150.30 |
150.30 |
150.30 |
150.30 |
+5.40 |
0 |
154 |
+0 |
Total Volume and Open Interest |
1,136 |
28,186 |
+27 |
Sugar #11(ICE) |
Jul10 |
100630 |
17.70 |
18.40 |
16.52 |
18.03 |
+0.45 |
24,746 |
18,370 |
-8,157 |
Oct10 |
100630 |
15.34 |
16.12 |
15.27 |
16.06 |
+0.78 |
59,377 |
261,489 |
+987 |
Mar11 |
100630 |
15.98 |
16.62 |
15.91 |
16.57 |
+0.70 |
16,662 |
126,538 |
-207 |
May11 |
100630 |
15.73 |
16.22 |
15.73 |
16.20 |
+0.52 |
2,708 |
26,894 |
-668 |
Jul11 |
100630 |
15.60 |
15.97 |
15.60 |
15.92 |
+0.36 |
3,724 |
60,158 |
+14 |
Total Volume and Open Interest |
109,841 |
573,442 |
-7,375 |
London Cocoa(LCE) |
Jul10 |
100630 |
2540 |
2559 |
2495 |
2503 |
-37 |
2,068 |
54,761 |
+629 |
Sep10 |
100630 |
2386 |
2391 |
2366 |
2374 |
-5 |
3,001 |
36,998 |
+1,357 |
Dec10 |
100630 |
2219 |
2229 |
2200 |
2205 |
-7 |
1,796 |
31,380 |
+773 |
Mar11 |
100630 |
2183 |
2189 |
2169 |
2171 |
-9 |
1,405 |
27,935 |
+698 |
May11 |
100630 |
2185 |
2185 |
2167 |
2168 |
-5 |
1 |
9,250 |
+0 |
Jul11 |
100630 |
2180 |
2185 |
2169 |
2169 |
-4 |
101 |
1,524 |
+101 |
Sep11 |
100630 |
2187 |
2187 |
2171 |
2171 |
-2 |
0 |
2,408 |
+0 |
Total Volume and Open Interest |
8,550 |
170,051 |
+3,409 |
London Sugar(LCE) |
Aug10 |
100630 |
521.00 |
529.90 |
508.00 |
528.80 |
+11.80 |
4,402 |
19,579 |
-1,766 |
Oct10 |
100630 |
460.00 |
470.00 |
450.70 |
469.30 |
+11.50 |
3,635 |
27,977 |
+48 |
Dec10 |
100630 |
439.00 |
451.10 |
433.00 |
449.80 |
+12.70 |
691 |
9,183 |
+1 |
Mar11 |
100630 |
446.50 |
457.90 |
442.30 |
454.60 |
+11.40 |
665 |
6,074 |
-47 |
May11 |
100630 |
444.30 |
451.20 |
443.60 |
451.10 |
+8.90 |
14 |
2,675 |
+9 |
Total Volume and Open Interest |
9,415 |
66,889 |
-1,751 |
Cotton(ICE) |
Jul10 |
100630 |
83.60 |
84.26 |
81.80 |
82.60 |
-1.08 |
107 |
1,044 |
-591 |
Oct10 |
100630 |
79.25 |
79.25 |
78.10 |
78.81 |
-0.49 |
80 |
1,610 |
-35 |
Dec10 |
100630 |
78.00 |
78.29 |
75.86 |
76.38 |
-1.75 |
6,901 |
129,298 |
-664 |
Mar11 |
100630 |
79.38 |
79.45 |
77.25 |
77.72 |
-1.66 |
1,265 |
23,498 |
+947 |
May11 |
100630 |
79.00 |
79.34 |
77.93 |
78.43 |
-1.72 |
207 |
1,002 |
+167 |
Jul11 |
100630 |
79.13 |
79.54 |
78.10 |
78.53 |
-1.79 |
102 |
6,143 |
+48 |
Total Volume and Open Interest |
8,705 |
164,298 |
-99 |
Lumber(CME) |
Jul10 |
100630 |
187.0 |
195.0 |
187.0 |
195.0 |
+10.0 |
138 |
1,875 |
-72 |
Sep10 |
100630 |
200.9 |
214.0 |
198.6 |
214.0 |
+10.0 |
260 |
5,374 |
-36 |
Nov10 |
100630 |
200.0 |
207.7 |
200.0 |
207.7 |
+10.0 |
145 |
1,959 |
-8 |
Jan11 |
100630 |
221.7 |
227.5 |
221.7 |
227.5 |
+10.0 |
8 |
161 |
-11 |
Total Volume and Open Interest |
551 |
9,381 |
-127 |
Crude Oil(NYM) |
Aug10 |
100630 |
75.46 |
76.83 |
74.39 |
75.63 |
-0.31 |
223,305 |
305,846 |
-3,784 |
Sep10 |
100630 |
76.04 |
77.37 |
74.97 |
76.16 |
-0.41 |
58,070 |
155,765 |
+4,668 |
Oct10 |
100630 |
76.47 |
77.82 |
75.50 |
76.60 |
-0.50 |
27,114 |
58,968 |
+3,400 |
Nov10 |
100630 |
76.98 |
78.31 |
76.11 |
77.05 |
-0.56 |
8,435 |
39,950 |
-317 |
Dec10 |
100630 |
77.45 |
78.73 |
76.39 |
77.49 |
-0.59 |
32,425 |
204,795 |
+3,109 |
Jan11 |
100630 |
78.44 |
78.55 |
77.00 |
77.85 |
-0.61 |
4,400 |
37,460 |
+151 |
Feb11 |
100630 |
78.45 |
78.95 |
77.80 |
78.16 |
-0.63 |
1,951 |
15,035 |
-31 |
Mar11 |
100630 |
79.04 |
79.04 |
77.64 |
78.46 |
-0.65 |
2,024 |
22,361 |
+26 |
Apr11 |
100630 |
79.45 |
79.45 |
78.07 |
78.76 |
-0.68 |
1,873 |
11,080 |
+117 |
May11 |
100630 |
78.35 |
79.06 |
78.34 |
79.06 |
-0.71 |
1,272 |
7,726 |
+160 |
Jun11 |
100630 |
79.80 |
80.24 |
78.58 |
79.36 |
-0.73 |
3,132 |
41,885 |
-272 |
Jul11 |
100630 |
79.60 |
79.63 |
79.60 |
79.63 |
-0.74 |
266 |
23,772 |
-20 |
Aug11 |
100630 |
79.79 |
79.79 |
79.79 |
79.79 |
-0.75 |
83 |
7,550 |
+0 |
Sep11 |
100630 |
79.92 |
79.92 |
79.92 |
79.92 |
-0.76 |
93 |
7,533 |
-15 |
Oct11 |
100630 |
80.06 |
80.06 |
80.06 |
80.06 |
-0.77 |
36 |
5,269 |
-14 |
Nov11 |
100630 |
80.22 |
80.22 |
80.22 |
80.22 |
-0.78 |
122 |
9,735 |
+9 |
Total Volume and Open Interest |
375,055 |
1,260,841 |
+7,404 |
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 |
100630 |
76.200 |
77.250 |
75.000 |
76.150 |
-0.425 |
262 |
921 |
+52 |
Oct10 |
100630 |
76.750 |
77.475 |
76.450 |
76.600 |
-0.500 |
12 |
174 |
+5 |
Nov10 |
100630 |
77.050 |
77.050 |
77.050 |
77.050 |
-0.550 |
0 |
20 |
+0 |
Dec10 |
100630 |
78.550 |
78.550 |
77.500 |
77.500 |
-0.575 |
0 |
107 |
-1 |
Jan11 |
100630 |
77.850 |
77.850 |
77.850 |
77.850 |
-0.600 |
0 |
1 |
+0 |
Feb11 |
100630 |
78.650 |
78.650 |
78.150 |
78.150 |
-0.650 |
0 |
1 |
+0 |
Mar11 |
100630 |
78.450 |
78.450 |
78.450 |
78.450 |
-0.650 |
|
|
|
Total Volume and Open Interest |
7,487 |
3,459 |
-27 |
Heating Oil(NYM) |
Jul10 |
100630 |
200.75 |
203.43 |
196.92 |
198.17 |
-3.96 |
19,051 |
13,740 |
-4,725 |
Aug10 |
100630 |
203.27 |
206.35 |
199.13 |
201.43 |
-3.55 |
36,783 |
81,628 |
+1,869 |
Sep10 |
100630 |
206.47 |
209.11 |
202.15 |
204.41 |
-3.31 |
12,282 |
44,640 |
+1,468 |
Oct10 |
100630 |
209.30 |
210.87 |
205.20 |
207.29 |
-3.13 |
5,817 |
24,615 |
+518 |
Nov10 |
100630 |
212.60 |
213.43 |
208.08 |
210.08 |
-2.93 |
2,350 |
18,475 |
+156 |
Dec10 |
100630 |
214.57 |
216.77 |
210.46 |
212.72 |
-2.75 |
7,604 |
36,922 |
+631 |
Jan11 |
100630 |
217.60 |
218.46 |
213.00 |
215.20 |
-2.69 |
1,948 |
20,596 |
-481 |
Feb11 |
100630 |
220.37 |
220.37 |
215.62 |
216.66 |
-2.69 |
510 |
9,353 |
+92 |
Mar11 |
100630 |
219.86 |
219.86 |
215.26 |
217.07 |
-2.65 |
574 |
8,811 |
+84 |
Apr11 |
100630 |
218.93 |
219.48 |
214.50 |
216.37 |
-2.55 |
169 |
5,179 |
+6 |
May11 |
100630 |
214.30 |
216.49 |
214.30 |
216.02 |
-2.40 |
70 |
4,561 |
+46 |
Jun11 |
100630 |
217.52 |
219.07 |
214.06 |
216.17 |
-2.30 |
571 |
19,753 |
+19 |
Total Volume and Open Interest |
88,010 |
308,769 |
-320 |
Gasoline(NYMEX) |
Jul10 |
100630 |
206.14 |
208.45 |
202.97 |
206.06 |
-1.14 |
20,681 |
17,463 |
-5,492 |
Aug10 |
100630 |
205.88 |
207.94 |
201.78 |
206.04 |
-0.47 |
39,717 |
76,283 |
+108 |
Sep10 |
100630 |
204.85 |
207.21 |
201.39 |
205.32 |
-0.63 |
16,164 |
53,808 |
+454 |
Oct10 |
100630 |
193.70 |
195.56 |
190.75 |
194.24 |
-0.66 |
5,643 |
23,851 |
+488 |
Nov10 |
100630 |
192.80 |
195.00 |
190.12 |
193.04 |
-0.83 |
2,193 |
21,224 |
-34 |
Dec10 |
100630 |
193.76 |
195.50 |
190.57 |
193.33 |
-0.97 |
4,983 |
15,221 |
-13 |
Jan11 |
100630 |
196.20 |
196.20 |
195.02 |
195.02 |
-1.04 |
458 |
6,982 |
-138 |
Feb11 |
100630 |
197.09 |
197.09 |
197.04 |
197.04 |
-1.04 |
524 |
2,171 |
+163 |
Mar11 |
100630 |
199.82 |
199.82 |
199.04 |
199.04 |
-1.06 |
440 |
2,535 |
-257 |
Apr11 |
100630 |
211.11 |
211.11 |
211.11 |
211.11 |
-1.07 |
33 |
3,448 |
+0 |
Total Volume and Open Interest |
90,969 |
236,497 |
-4,640 |
e-miNY RBOB Gasoline(NYM) |
Aug10 |
100630 |
206.00 |
206.04 |
206.00 |
206.00 |
-0.50 |
0 |
2 |
+0 |
Sep10 |
100630 |
205.30 |
205.32 |
205.30 |
205.30 |
-0.70 |
|
|
|
Oct10 |
100630 |
194.20 |
194.24 |
194.20 |
194.20 |
-0.70 |
0 |
1 |
+0 |
Nov10 |
100630 |
193.00 |
193.04 |
193.00 |
193.00 |
-0.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
11 |
+0 |
Natural Gas(NYM) |
Aug10 |
100630 |
4.562 |
4.637 |
4.477 |
4.616 |
+0.068 |
78,326 |
126,774 |
+6,376 |
Sep10 |
100630 |
4.610 |
4.665 |
4.516 |
4.652 |
+0.065 |
14,013 |
140,977 |
+486 |
Oct10 |
100630 |
4.685 |
4.736 |
4.606 |
4.730 |
+0.057 |
15,152 |
83,867 |
-667 |
Nov10 |
100630 |
4.955 |
4.982 |
4.864 |
4.980 |
+0.036 |
6,042 |
35,906 |
+623 |
Dec10 |
100630 |
5.220 |
5.258 |
5.153 |
5.252 |
+0.013 |
4,732 |
39,488 |
+306 |
Jan11 |
100630 |
5.431 |
5.440 |
5.362 |
5.434 |
+0.007 |
9,011 |
54,872 |
+1,252 |
Feb11 |
100630 |
5.333 |
5.401 |
5.328 |
5.397 |
+0.013 |
1,331 |
18,063 |
+114 |
Mar11 |
100630 |
5.284 |
5.305 |
5.237 |
5.299 |
+0.008 |
3,803 |
53,723 |
+325 |
Apr11 |
100630 |
5.074 |
5.083 |
5.018 |
5.077 |
+0.003 |
3,423 |
41,034 |
-87 |
May11 |
100630 |
5.050 |
5.097 |
5.045 |
5.097 |
+0.004 |
440 |
19,321 |
+11 |
Jun11 |
100630 |
5.102 |
5.155 |
5.077 |
5.149 |
+0.005 |
442 |
8,385 |
-89 |
Jul11 |
100630 |
5.165 |
5.213 |
5.161 |
5.213 |
+0.007 |
359 |
5,455 |
+191 |
Aug11 |
100630 |
5.220 |
5.260 |
5.200 |
5.260 |
+0.007 |
118 |
5,310 |
+24 |
Sep11 |
100630 |
5.237 |
5.293 |
5.230 |
5.293 |
+0.007 |
87 |
5,149 |
-21 |
Oct11 |
100630 |
5.348 |
5.382 |
5.321 |
5.378 |
+0.007 |
375 |
19,013 |
+13 |
Nov11 |
100630 |
5.558 |
5.621 |
5.549 |
5.611 |
+0.005 |
67 |
4,476 |
+54 |
Total Volume and Open Interest |
138,037 |
762,705 |
-1,264 |
Brent Crude Oil(ICE) |
Aug10 |
100630 |
74.90 |
76.25 |
74.02 |
75.01 |
-0.43 |
110,129 |
196,017 |
-5,646 |
Sep10 |
100630 |
75.28 |
76.56 |
74.27 |
75.28 |
-0.50 |
61,455 |
144,968 |
+7,945 |
Oct10 |
100630 |
75.77 |
76.96 |
74.82 |
75.70 |
-0.57 |
25,363 |
55,628 |
+2,669 |
Nov10 |
100630 |
76.71 |
77.25 |
75.50 |
76.17 |
-0.61 |
9,411 |
26,105 |
+2,179 |
Dec10 |
100630 |
76.88 |
77.84 |
75.81 |
76.65 |
-0.62 |
16,884 |
106,848 |
-2,404 |
Jan11 |
100630 |
77.68 |
77.98 |
76.71 |
77.10 |
-0.63 |
2,740 |
23,725 |
-277 |
Feb11 |
100630 |
78.11 |
78.42 |
77.15 |
77.54 |
-0.65 |
1,786 |
15,618 |
+247 |
Mar11 |
100630 |
78.52 |
78.82 |
77.90 |
77.95 |
-0.66 |
851 |
11,007 |
+54 |
Apr11 |
100630 |
78.91 |
79.20 |
78.33 |
78.33 |
-0.67 |
674 |
7,616 |
-85 |
May11 |
100630 |
78.68 |
78.68 |
78.68 |
78.68 |
-0.69 |
466 |
14,533 |
-90 |
Jun11 |
100630 |
79.60 |
80.20 |
78.63 |
79.02 |
-0.70 |
1,399 |
23,315 |
-141 |
Jul11 |
100630 |
79.34 |
79.34 |
79.34 |
79.34 |
-0.70 |
96 |
7,572 |
+39 |
Aug11 |
100630 |
79.61 |
79.61 |
79.61 |
79.61 |
-0.69 |
36 |
3,686 |
+8 |
Sep11 |
100630 |
79.81 |
79.81 |
79.81 |
79.81 |
-0.71 |
38 |
3,488 |
+27 |
Total Volume and Open Interest |
235,542 |
752,211 |
+4,779 |
Gas Oil(ICE) |
Jul10 |
100630 |
646.50 |
657.25 |
634.75 |
644.75 |
-6.00 |
28,193 |
85,874 |
-2,204 |
Aug10 |
100630 |
648.00 |
659.00 |
637.00 |
647.00 |
-5.50 |
41,769 |
109,778 |
-158 |
Sep10 |
100630 |
652.75 |
662.50 |
641.25 |
651.00 |
-5.25 |
19,607 |
61,664 |
-1,210 |
Oct10 |
100630 |
660.50 |
665.25 |
647.00 |
655.50 |
-4.75 |
8,655 |
35,335 |
-370 |
Nov10 |
100630 |
664.75 |
668.50 |
650.00 |
659.25 |
-4.50 |
3,461 |
31,817 |
-458 |
Dec10 |
100630 |
662.00 |
672.75 |
653.50 |
662.75 |
-4.25 |
11,063 |
101,196 |
+761 |
Jan11 |
100630 |
670.00 |
676.00 |
664.25 |
667.25 |
-3.75 |
988 |
31,573 |
+92 |
Feb11 |
100630 |
679.50 |
679.50 |
665.75 |
671.00 |
-3.50 |
378 |
17,227 |
-118 |
Mar11 |
100630 |
682.50 |
682.50 |
673.75 |
674.25 |
-3.25 |
811 |
13,306 |
+426 |
Apr11 |
100630 |
685.75 |
685.75 |
674.25 |
677.25 |
-3.25 |
368 |
13,742 |
-58 |
Total Volume and Open Interest |
117,615 |
622,923 |
-2,345 |
Ethanol(CBOT) |
Jun10 |
100603 |
1.595 |
1.595 |
1.595 |
1.595 |
-0.005 |
113 |
171 |
-48 |
Jul10 |
100630 |
1.580 |
1.580 |
1.529 |
1.529 |
+0.060 |
90 |
237 |
-53 |
Aug10 |
100630 |
1.513 |
1.534 |
1.513 |
1.525 |
+0.060 |
112 |
1,475 |
+13 |
Sep10 |
100630 |
1.524 |
1.524 |
1.511 |
1.518 |
+0.063 |
78 |
870 |
+35 |
Oct10 |
100630 |
1.510 |
1.520 |
1.507 |
1.520 |
+0.069 |
30 |
961 |
+30 |
Nov10 |
100630 |
1.545 |
1.545 |
1.529 |
1.529 |
+0.069 |
14 |
768 |
+11 |
Dec10 |
100630 |
1.516 |
1.570 |
1.516 |
1.540 |
+0.074 |
46 |
1,870 |
+27 |
Jan11 |
100630 |
1.565 |
1.565 |
1.550 |
1.560 |
+0.079 |
152 |
1,353 |
-57 |
Total Volume and Open Interest |
764 |
11,309 |
+81 |
WTI Crude Oil(ICE |
Aug10 |
100630 |
75.40 |
76.84 |
74.40 |
75.63 |
-0.31 |
52,464 |
91,102 |
-4,909 |
Sep10 |
100630 |
76.01 |
77.36 |
74.97 |
76.16 |
-0.41 |
22,347 |
62,523 |
+855 |
Oct10 |
100630 |
76.59 |
77.82 |
75.46 |
76.60 |
-0.50 |
11,495 |
30,974 |
+2,269 |
Nov10 |
100630 |
77.10 |
78.18 |
76.12 |
77.05 |
-0.56 |
2,526 |
17,033 |
-40 |
Dec10 |
100630 |
77.96 |
78.74 |
76.50 |
77.49 |
-0.59 |
9,144 |
83,813 |
+806 |
Jan11 |
100630 |
78.31 |
78.71 |
76.93 |
77.85 |
-0.61 |
1,054 |
17,582 |
+91 |
Feb11 |
100630 |
78.16 |
78.16 |
78.16 |
78.16 |
-0.63 |
900 |
11,055 |
+244 |
Mar11 |
100630 |
78.23 |
78.46 |
78.23 |
78.46 |
-0.65 |
1,062 |
9,396 |
+36 |
Apr11 |
100630 |
79.06 |
79.06 |
78.54 |
78.76 |
-0.68 |
1,070 |
5,142 |
-167 |
May11 |
100630 |
79.06 |
79.06 |
79.06 |
79.06 |
-0.71 |
816 |
4,691 |
+129 |
Jun11 |
100630 |
79.89 |
80.15 |
79.15 |
79.36 |
-0.73 |
586 |
17,459 |
+269 |
Jul11 |
100630 |
79.63 |
79.63 |
79.63 |
79.63 |
-0.74 |
11 |
7,930 |
-3 |
Aug11 |
100630 |
79.79 |
79.79 |
79.79 |
79.79 |
-0.75 |
13 |
2,253 |
+0 |
Sep11 |
100630 |
79.92 |
79.92 |
79.92 |
79.92 |
-0.76 |
13 |
2,727 |
+0 |
Oct11 |
100630 |
80.06 |
80.06 |
80.06 |
80.06 |
-0.77 |
14 |
2,066 |
+0 |
Nov11 |
100630 |
80.22 |
80.22 |
80.22 |
80.22 |
-0.78 |
20 |
7,797 |
+0 |
Total Volume and Open Interest |
105,803 |
482,796 |
-237 |
US Dollar Index(ICE) |
Sep10 |
100630 |
86.480 |
86.570 |
85.875 |
86.280 |
-0.060 |
15,186 |
28,679 |
-764 |
Dec10 |
100630 |
86.300 |
86.615 |
86.300 |
86.615 |
-0.060 |
1 |
653 |
+1 |
Mar11 |
100630 |
86.975 |
86.975 |
86.975 |
86.975 |
-0.060 |
|
|
|
Total Volume and Open Interest |
15,187 |
29,332 |
-763 |
Australian Dollar(CME) |
Sep10 |
100630 |
84.20 |
84.93 |
83.30 |
83.74 |
-0.61 |
67,487 |
56,696 |
-569 |
Dec10 |
100630 |
83.29 |
83.96 |
82.48 |
82.86 |
-0.60 |
26 |
432 |
+10 |
Mar11 |
100630 |
82.04 |
82.63 |
82.04 |
82.04 |
-0.59 |
|
|
|
Total Volume and Open Interest |
67,513 |
57,138 |
-559 |
British Pound(CME) |
Sep10 |
100630 |
150.64 |
150.80 |
149.35 |
149.56 |
-1.24 |
91,976 |
122,148 |
+1,914 |
Dec10 |
100630 |
150.56 |
150.79 |
149.40 |
149.55 |
-1.24 |
42 |
151 |
-6 |
Mar11 |
100630 |
149.55 |
150.79 |
149.55 |
149.55 |
-1.24 |
0 |
3 |
+0 |
Total Volume and Open Interest |
92,018 |
122,302 |
+1,908 |
Canadian Dollar(CME) |
Sep10 |
100630 |
94.75 |
95.49 |
93.85 |
94.02 |
-0.74 |
60,043 |
83,180 |
-397 |
Dec10 |
100630 |
94.55 |
95.26 |
93.79 |
93.95 |
-0.72 |
81 |
3,031 |
-22 |
Mar11 |
100630 |
94.48 |
94.54 |
93.84 |
93.84 |
-0.70 |
0 |
328 |
+0 |
Jun11 |
100630 |
94.00 |
94.39 |
93.61 |
93.69 |
-0.70 |
0 |
221 |
+0 |
Total Volume and Open Interest |
60,124 |
86,785 |
-419 |
Japanese Yen(CME) |
Sep10 |
100630 |
113.04 |
113.31 |
112.79 |
113.15 |
+0.02 |
85,488 |
111,450 |
+4,156 |
Dec10 |
100630 |
113.20 |
113.50 |
113.11 |
113.36 |
+0.02 |
6 |
259 |
+2 |
Mar11 |
100630 |
113.59 |
113.59 |
113.57 |
113.59 |
+0.02 |
0 |
2 |
+0 |
Total Volume and Open Interest |
85,494 |
111,711 |
+4,158 |
Swiss Franc(CME) |
Sep10 |
100630 |
92.58 |
93.15 |
92.26 |
92.95 |
+0.30 |
37,608 |
43,821 |
+129 |
Dec10 |
100630 |
92.86 |
93.16 |
92.86 |
93.16 |
+0.30 |
12 |
49 |
+9 |
Mar11 |
100630 |
93.38 |
93.38 |
93.08 |
93.38 |
+0.30 |
0 |
2 |
+0 |
Total Volume and Open Interest |
37,620 |
43,873 |
+138 |
EuroFX(CME) |
Sep10 |
100630 |
121.98 |
123.11 |
121.72 |
122.48 |
+0.34 |
250,731 |
221,666 |
-393 |
Dec10 |
100630 |
121.99 |
123.13 |
121.89 |
122.54 |
+0.32 |
134 |
766 |
+18 |
Mar11 |
100630 |
122.59 |
122.59 |
122.28 |
122.59 |
+0.31 |
0 |
56 |
+0 |
Total Volume and Open Interest |
250,867 |
222,496 |
-375 |
Mexican Peso(CME) |
Jul10 |
100630 |
774.8 |
776.5 |
774.8 |
774.8 |
-1.8 |
|
|
|
Aug10 |
100630 |
771.8 |
773.5 |
771.8 |
771.8 |
-1.8 |
|
|
|
Total Volume and Open Interest |
15,320 |
65,793 |
-1,960 |
30-Year T-Bonds(CBOT) |
Sep10 |
100630 |
126~250 |
127~050 |
126~250 |
127~040 |
+1~250 |
|
|
|
Dec10 |
100630 |
125~250 |
126~060 |
125~190 |
126~030 |
+0~120 |
90 |
763 |
-6 |
Mar11 |
100630 |
124~230 |
124~230 |
124~110 |
124~230 |
+0~120 |
5 |
30 |
+0 |
Total Volume and Open Interest |
203,774 |
643,763 |
+8,082 |
10-Year T-Notes(CBOT) |
Sep10 |
100630 |
122~210 |
122~270 |
122~080 |
122~175 |
+0~005 |
866,717 |
1,710,169 |
+24,560 |
Dec10 |
100630 |
121~220 |
121~220 |
121~090 |
121~185 |
+0~005 |
32 |
387 |
+4 |
Mar11 |
100630 |
119~310 |
120~000 |
119~235 |
119~315 |
+0~045 |
2 |
30 |
+2 |
Total Volume and Open Interest |
866,752 |
1,710,593 |
+24,567 |
5-Year T-Notes(CBOT) |
Sep10 |
100630 |
118~062 |
118~076 |
118~019 |
118~045 |
-0~010 |
347,966 |
882,599 |
-3,593 |
Dec10 |
100630 |
117~047 |
117~057 |
117~047 |
117~047 |
-0~010 |
0 |
2 |
+0 |
Mar11 |
100630 |
116~049 |
116~059 |
116~049 |
116~049 |
-0~010 |
|
|
|
Total Volume and Open Interest |
349,775 |
908,837 |
-4,885 |
2 Year T-Notes(CBOT) |
Sep10 |
100630 |
109~058 |
109~061 |
109~045 |
109~053 |
-0~003 |
162,168 |
901,363 |
+3,248 |
Dec10 |
100630 |
109~021 |
109~022 |
109~021 |
109~021 |
-0~001 |
4 |
30 |
+2 |
Mar11 |
100630 |
108~117 |
108~117 |
108~116 |
108~117 |
+0~001 |
|
|
|
Total Volume and Open Interest |
163,983 |
904,722 |
+2,176 |
Eurodollars(CME) |
Sep10 |
100630 |
99.335 |
99.360 |
99.325 |
99.345 |
+0.010 |
156,291 |
1,033,368 |
+3,334 |
Dec10 |
100630 |
99.230 |
99.250 |
99.205 |
99.230 |
+0.005 |
171,629 |
1,055,715 |
-2,559 |
Mar11 |
100630 |
99.170 |
99.185 |
99.130 |
99.160 |
unch |
237,495 |
823,929 |
-26,708 |
Jun11 |
100630 |
99.070 |
99.090 |
99.035 |
99.060 |
-0.005 |
195,898 |
864,090 |
+21,888 |
Sep11 |
100630 |
98.950 |
98.950 |
98.900 |
98.915 |
-0.020 |
192,822 |
935,607 |
+22,956 |
Dec11 |
100630 |
98.750 |
98.755 |
98.690 |
98.710 |
-0.030 |
148,520 |
610,247 |
+4,924 |
Mar12 |
100630 |
98.555 |
98.565 |
98.485 |
98.510 |
-0.035 |
145,331 |
413,740 |
-17,387 |
Jun12 |
100630 |
98.330 |
98.345 |
98.255 |
98.280 |
-0.035 |
129,592 |
308,151 |
+821 |
Sep12 |
100630 |
98.095 |
98.110 |
98.025 |
98.050 |
-0.025 |
86,822 |
214,487 |
+4,300 |
Dec12 |
100630 |
97.845 |
97.865 |
97.785 |
97.810 |
-0.020 |
56,702 |
177,643 |
+8,212 |
Mar13 |
100630 |
97.640 |
97.655 |
97.580 |
97.605 |
-0.015 |
44,577 |
151,834 |
+2,293 |
Jun13 |
100630 |
97.420 |
97.440 |
97.360 |
97.390 |
-0.010 |
28,621 |
100,234 |
+657 |
Sep13 |
100630 |
97.230 |
97.230 |
97.155 |
97.185 |
-0.005 |
12,088 |
77,119 |
-615 |
Dec13 |
100630 |
96.995 |
97.005 |
96.940 |
96.975 |
unch |
8,613 |
39,387 |
-597 |
Mar14 |
100630 |
96.840 |
96.840 |
96.775 |
96.810 |
+0.005 |
8,299 |
45,893 |
-705 |
Jun14 |
100630 |
96.670 |
96.670 |
96.600 |
96.640 |
+0.010 |
6,179 |
33,530 |
+145 |
Sep14 |
100630 |
96.515 |
96.515 |
96.445 |
96.485 |
+0.010 |
4,131 |
24,079 |
-452 |
Dec14 |
100630 |
96.335 |
96.345 |
96.285 |
96.325 |
+0.015 |
3,113 |
42,360 |
-154 |
Total Volume and Open Interest |
1,665,535 |
7,132,888 |
+19,801 |
30 Day Federal Funds(CBOT) |
Jun10 |
100630 |
99.823 |
99.825 |
99.820 |
99.823 |
+0.003 |
1,050 |
70,057 |
+90 |
Jul10 |
100630 |
99.805 |
99.815 |
99.805 |
99.805 |
unch |
4,633 |
57,244 |
+2,265 |
Aug10 |
100630 |
99.795 |
99.800 |
99.795 |
99.795 |
unch |
4,255 |
81,912 |
+825 |
Sep10 |
100630 |
99.790 |
99.795 |
99.785 |
99.790 |
unch |
3,490 |
48,988 |
-86 |
Oct10 |
100630 |
99.780 |
99.790 |
99.775 |
99.780 |
unch |
2,528 |
60,561 |
-192 |
Nov10 |
100630 |
99.765 |
99.775 |
99.765 |
99.770 |
unch |
3,349 |
82,239 |
+69 |
Total Volume and Open Interest |
34,556 |
658,096 |
+1,694 |
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 |
100630 |
99.643 |
99.643 |
99.640 |
99.640 |
+0.005 |
0 |
939 |
-20 |
Dec10 |
100630 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
0 |
342 |
+0 |
Mar11 |
100630 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
0 |
167 |
+0 |
Jun11 |
100630 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
|
|
|
Sep11 |
100630 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Dec11 |
100630 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar12 |
100630 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Jun12 |
100630 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Sep12 |
100630 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec12 |
100630 |
99.410 |
99.410 |
99.410 |
99.410 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,448 |
-20 |
3-Mth Euro-Yen(SGX) |
Sep10 |
100630 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
3,927 |
-86 |
Dec10 |
100630 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,372 |
+0 |
Mar11 |
100630 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
1 |
1,905 |
-1 |
Jun11 |
100630 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
572 |
+103 |
Sep11 |
100630 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
108 |
+0 |
Dec11 |
100630 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
103 |
+0 |
Mar12 |
100630 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
305 |
+0 |
Jun12 |
100630 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
754 |
+0 |
Total Volume and Open Interest |
1 |
9,358 |
+16 |
Japanese Gov't Bonds(SGX) |
Sep10 |
100630 |
141.63 |
141.78 |
141.55 |
141.62 |
+0.05 |
1,063 |
20,619 |
-11 |
Dec10 |
100630 |
141.00 |
141.05 |
140.74 |
140.74 |
+0.05 |
0 |
2 |
+1 |
Mar11 |
100630 |
138.65 |
138.65 |
138.65 |
138.65 |
+0.05 |
|
|
|
Total Volume and Open Interest |
1,063 |
20,621 |
-10 |
Euro-Bund(EUREX) |
Sep10 |
100624 |
128.42 |
129.16 |
128.40 |
129.14 |
+1.04 |
644,907 |
843,046 |
-26,840 |
Dec10 |
100630 |
128.02 |
128.18 |
127.80 |
127.91 |
-0.04 |
14 |
1,352 |
+6 |
Mar11 |
100630 |
127.89 |
127.89 |
127.89 |
127.89 |
-0.04 |
|
|
|
Total Volume and Open Interest |
640,297 |
856,138 |
-15,982 |
Euro-Bobl(EUREX) |
Sep10 |
100625 |
120.63 |
120.78 |
120.56 |
120.61 |
+0.59 |
576,317 |
700,482 |
-18,977 |
Dec10 |
100630 |
119.48 |
119.48 |
119.48 |
119.48 |
-0.01 |
110 |
2,776 |
+100 |
Mar11 |
100630 |
118.61 |
118.61 |
118.61 |
118.61 |
-0.02 |
|
|
|
Total Volume and Open Interest |
310,278 |
691,561 |
-2,027 |
3-Mth Euribor(EUREX) |
Jun10 |
100614 |
99.280 |
99.280 |
99.280 |
99.280 |
unch |
353 |
5,585 |
-120 |
Sep10 |
100630 |
99.110 |
99.110 |
99.075 |
99.075 |
-0.040 |
10 |
4,268 |
-62 |
Dec10 |
100630 |
98.990 |
98.990 |
98.940 |
98.945 |
-0.045 |
0 |
2,345 |
-30 |
Total Volume and Open Interest |
12 |
11,935 |
-274 |
Long Gilt(LIFFE) |
Sep10 |
100629 |
121~06 |
121~14 |
120~17 |
120~22 |
-0~04 |
70,911 |
275,955 |
+2,305 |
Dec10 |
100630 |
124~04 |
124~04 |
124~04 |
124~04 |
+0~12 |
|
|
|
Total Volume and Open Interest |
66,100 |
278,204 |
-1,994 |
3-Mth Short Sterling(LIFFE) |
Sep10 |
100630 |
99.16 |
99.17 |
99.14 |
99.16 |
+0.01 |
26,158 |
361,288 |
-7,431 |
Dec10 |
100630 |
99.05 |
99.06 |
99.02 |
99.05 |
+0.01 |
37,465 |
363,713 |
+1,897 |
Mar11 |
100630 |
98.98 |
98.98 |
98.95 |
98.97 |
unch |
53,829 |
326,657 |
+17,030 |
Jun11 |
100630 |
98.83 |
98.85 |
98.81 |
98.83 |
-0.01 |
59,928 |
302,845 |
-3,792 |
Sep11 |
100630 |
98.66 |
98.68 |
98.64 |
98.66 |
-0.01 |
46,545 |
303,169 |
-1,333 |
Dec11 |
100630 |
98.43 |
98.46 |
98.41 |
98.43 |
unch |
32,411 |
247,183 |
+4,367 |
Total Volume and Open Interest |
289,211 |
2,320,603 |
+13,508 |
3-Mth Euribor(LIFFE) |
Sep10 |
100630 |
99.115 |
99.130 |
99.070 |
99.075 |
-0.040 |
107,933 |
594,433 |
-9,352 |
Dec10 |
100630 |
98.990 |
99.045 |
98.930 |
98.945 |
-0.045 |
65,959 |
474,605 |
+13,828 |
Mar11 |
100630 |
98.935 |
98.985 |
98.875 |
98.895 |
-0.045 |
66,013 |
503,091 |
+4,852 |
Total Volume and Open Interest |
617,160 |
3,190,626 |
+8,405 |
3-Mth Aus T-Bills(SFE) |
Sep10 |
100630 |
95.13 |
95.20 |
95.13 |
95.19 |
+0.05 |
16,263 |
247,114 |
-4,992 |
Dec10 |
100630 |
95.13 |
95.25 |
95.13 |
95.20 |
+0.06 |
18,905 |
160,111 |
-1,412 |
Mar11 |
100630 |
95.09 |
95.23 |
95.09 |
95.17 |
+0.07 |
7,755 |
71,549 |
+58 |
Jun11 |
100630 |
95.06 |
95.18 |
95.04 |
95.12 |
+0.06 |
4,665 |
52,334 |
-828 |
Sep11 |
100630 |
95.00 |
95.13 |
94.99 |
95.07 |
+0.07 |
3,009 |
36,003 |
+557 |
Dec11 |
100630 |
94.92 |
95.05 |
94.92 |
95.01 |
+0.08 |
501 |
25,909 |
+6 |
Mar12 |
100630 |
94.89 |
94.99 |
94.89 |
94.97 |
+0.09 |
829 |
23,503 |
+90 |
Jun12 |
100630 |
94.89 |
94.96 |
94.86 |
94.94 |
+0.08 |
63 |
6,498 |
+15 |
Sep12 |
100630 |
94.95 |
94.95 |
94.92 |
94.94 |
+0.09 |
521 |
3,188 |
+1 |
Dec12 |
100630 |
94.92 |
94.92 |
94.92 |
94.92 |
+0.08 |
255 |
1,196 |
+5 |
Total Volume and Open Interest |
52,766 |
628,272 |
-6,500 |
10-Year Aus T-Bonds(SFE) |
Sep10 |
100630 |
94.86 |
94.91 |
94.84 |
94.90 |
+0.05 |
34,408 |
317,973 |
-7,887 |
Dec10 |
100630 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.05 |
|
|
|
Total Volume and Open Interest |
34,408 |
317,973 |
-7,887 |
3-Year Aus T-Bonds(SFE) |
Sep10 |
100630 |
95.37 |
95.46 |
95.36 |
95.44 |
+0.08 |
137,893 |
495,500 |
+2,103 |
Dec10 |
100630 |
95.39 |
95.39 |
95.39 |
95.39 |
+0.08 |
|
|
|
Total Volume and Open Interest |
137,893 |
495,500 |
+2,103 |
Gold(CMX) |
Aug10 |
100630 |
1241.6 |
1248.8 |
1235.1 |
1245.9 |
+3.5 |
146,272 |
363,213 |
-7,143 |
Oct10 |
100630 |
1245.2 |
1250.3 |
1238.4 |
1247.9 |
+3.5 |
4,768 |
26,542 |
+1,188 |
Dec10 |
100630 |
1246.0 |
1252.0 |
1240.0 |
1249.9 |
+3.5 |
3,318 |
79,017 |
+442 |
Feb11 |
100630 |
1249.5 |
1252.3 |
1249.0 |
1252.0 |
+3.5 |
788 |
23,502 |
-243 |
Apr11 |
100630 |
1250.9 |
1254.0 |
1250.9 |
1254.0 |
+3.5 |
296 |
19,423 |
-45 |
Jun11 |
100630 |
597.9 |
601.1 |
591.6 |
600.8 |
+3.5 |
262 |
13,481 |
-190 |
Aug11 |
100630 |
1258.5 |
1258.5 |
1258.5 |
1258.5 |
+3.6 |
10 |
7,807 |
+10 |
Oct11 |
100630 |
1261.0 |
1261.0 |
1261.0 |
1261.0 |
+3.7 |
15 |
7,230 |
+0 |
Dec11 |
100630 |
1261.4 |
1263.6 |
1254.6 |
1263.6 |
+3.7 |
171 |
14,254 |
+102 |
Feb12 |
100630 |
1266.6 |
1266.6 |
1266.6 |
1266.6 |
+3.7 |
0 |
3,753 |
+0 |
Apr12 |
100630 |
1269.9 |
1269.9 |
1269.9 |
1269.9 |
+3.8 |
160 |
4,988 |
+159 |
Jun12 |
100630 |
1273.5 |
1273.5 |
1273.5 |
1273.5 |
+3.9 |
1,030 |
8,292 |
+818 |
Total Volume and Open Interest |
159,923 |
600,142 |
-3,546 |
Silver(CMX) |
Jul10 |
100630 |
1857.0 |
1877.0 |
1845.0 |
1867.1 |
+7.7 |
30,687 |
7,173 |
-8,138 |
Sep10 |
100630 |
1853.0 |
1882.0 |
1847.5 |
1870.8 |
+7.3 |
29,451 |
71,038 |
+4,622 |
Dec10 |
100630 |
1855.5 |
1888.0 |
1855.5 |
1877.1 |
+7.3 |
2,427 |
21,420 |
+838 |
Mar11 |
100630 |
1892.5 |
1893.0 |
1863.0 |
1881.3 |
+7.4 |
145 |
10,348 |
+51 |
May11 |
100630 |
1875.5 |
1883.3 |
1875.5 |
1883.3 |
+7.4 |
15 |
7,514 |
+5 |
Jul11 |
100630 |
1870.0 |
1885.2 |
1870.0 |
1885.2 |
+7.4 |
26 |
5,399 |
+11 |
Sep11 |
100630 |
1886.8 |
1886.8 |
1886.8 |
1886.8 |
+7.4 |
0 |
407 |
-5 |
Total Volume and Open Interest |
62,918 |
130,172 |
-2,626 |
Platinum(NYMEX) |
Jul10 |
100630 |
1534.0 |
1541.0 |
1526.1 |
1530.9 |
-17.2 |
5,238 |
2,162 |
-2,344 |
Oct10 |
100630 |
1542.2 |
1549.0 |
1526.8 |
1537.3 |
-17.8 |
5,518 |
26,998 |
+1,977 |
Jan11 |
100630 |
1548.9 |
1548.9 |
1539.4 |
1542.3 |
-17.2 |
48 |
645 |
+45 |
Apr11 |
100630 |
1542.3 |
1542.3 |
1542.3 |
1542.3 |
-17.7 |
0 |
6 |
+0 |
Total Volume and Open Interest |
10,839 |
29,868 |
-353 |
Palladium(NYMEX) |
Sep10 |
100630 |
452.00 |
462.00 |
438.50 |
444.40 |
-10.00 |
1,326 |
20,539 |
-269 |
Dec10 |
100630 |
442.15 |
446.50 |
442.15 |
445.35 |
-10.25 |
5 |
476 |
+2 |
Mar11 |
100630 |
445.85 |
445.85 |
445.85 |
445.85 |
-10.25 |
2 |
20 |
+2 |
Total Volume and Open Interest |
1,333 |
21,070 |
-326 |
Copper(CMX) |
Jul10 |
100630 |
292.40 |
295.85 |
285.75 |
293.60 |
+2.05 |
18,038 |
7,263 |
-4,995 |
Sep10 |
100630 |
293.40 |
297.45 |
287.05 |
295.05 |
+2.00 |
24,194 |
77,652 |
+1,386 |
Dec10 |
100630 |
294.70 |
299.50 |
290.00 |
297.40 |
+2.15 |
1,202 |
20,717 |
+568 |
Mar11 |
100630 |
298.00 |
299.20 |
291.95 |
298.90 |
+2.30 |
232 |
9,990 |
+6 |
May11 |
100630 |
291.75 |
299.70 |
291.75 |
299.70 |
+2.35 |
0 |
1,349 |
+0 |
Total Volume and Open Interest |
44,445 |
132,273 |
-2,884 |
DJIA Index(CBOT) |
Sep10 |
100630 |
9796 |
9865 |
9692 |
9716 |
-81 |
335 |
6,124 |
+90 |
Dec10 |
100630 |
9654 |
9737 |
9654 |
9654 |
-83 |
0 |
4 |
+0 |
Mar11 |
100630 |
9603 |
9686 |
9603 |
9603 |
-83 |
1 |
0 |
+0 |
Jun11 |
100630 |
9545 |
9628 |
9545 |
9545 |
-83 |
|
|
|
Total Volume and Open Interest |
336 |
6,128 |
+90 |
S & P 500(CME) |
Sep10 |
100630 |
1035.10 |
1044.40 |
1023.20 |
1026.60 |
-8.70 |
9,748 |
293,745 |
-58 |
Dec10 |
100630 |
1036.00 |
1038.90 |
1018.50 |
1022.10 |
-8.80 |
0 |
4,556 |
+0 |
Mar11 |
100630 |
1018.10 |
1035.00 |
1016.00 |
1018.10 |
-8.90 |
0 |
475 |
+0 |
Jun11 |
100630 |
1026.00 |
1032.00 |
1013.00 |
1014.60 |
-9.40 |
0 |
45 |
+0 |
Total Volume and Open Interest |
9,748 |
298,821 |
-58 |
S & P 500 E-Mini(Globex) |
Sep10 |
100630 |
1035.25 |
1044.50 |
1023.00 |
1026.50 |
-8.75 |
1,686,899 |
2,679,807 |
-7,575 |
Dec10 |
100630 |
1030.00 |
1039.25 |
1018.50 |
1022.00 |
-9.00 |
657 |
6,321 |
-1 |
Total Volume and Open Interest |
1,687,557 |
2,686,172 |
-7,577 |
NASDAQ 100(CME) |
Sep10 |
100630 |
1763.80 |
1777.00 |
1733.50 |
1738.00 |
-25.50 |
436 |
8,688 |
-88 |
Dec10 |
100630 |
1735.80 |
1770.00 |
1735.00 |
1735.80 |
-25.70 |
0 |
1 |
+0 |
Mar11 |
100630 |
1733.30 |
1733.50 |
1733.30 |
1733.30 |
-25.70 |
|
|
|
Total Volume and Open Interest |
436 |
8,689 |
-88 |
NASDAQ 100 E-Mini(Globex) |
Sep10 |
100630 |
1764.00 |
1777.50 |
1733.00 |
1738.00 |
-25.50 |
280,729 |
291,209 |
-6,388 |
Dec10 |
100630 |
1761.50 |
1772.00 |
1731.00 |
1735.80 |
-25.70 |
104 |
138 |
+14 |
Total Volume and Open Interest |
280,833 |
291,349 |
-6,374 |
S & P Midcap 400(CME) |
Sep10 |
100630 |
722.50 |
724.50 |
708.00 |
710.00 |
-3.60 |
2 |
1,725 |
+2 |
Dec10 |
100630 |
708.00 |
708.00 |
707.10 |
708.00 |
-3.60 |
|
|
|
Mar11 |
100630 |
706.00 |
706.00 |
705.10 |
706.00 |
-3.60 |
|
|
|
Total Volume and Open Interest |
2 |
1,725 |
+2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep10 |
100630 |
9325 |
9420 |
9325 |
9375 |
-415 |
|
|
|
Dec10 |
100630 |
9245 |
9375 |
9245 |
9245 |
-130 |
|
|
|
Total Volume and Open Interest |
9,817 |
30,498 |
-448 |
Nikkei 225(SGX) |
Sep10 |
100630 |
9540 |
9540 |
9320 |
9355 |
-190 |
84,617 |
149,108 |
+2,324 |
Dec10 |
100630 |
9450 |
9465 |
9305 |
9305 |
-195 |
79 |
1,799 |
+18 |
Mar11 |
100630 |
9305 |
9305 |
9305 |
9305 |
-190 |
0 |
41 |
+0 |
Total Volume and Open Interest |
86,789 |
165,423 |
+2,442 |
CAC 40(EURONEXT) |
Jul10 |
100630 |
3434.5 |
3468.0 |
3384.5 |
3442.0 |
+11.5 |
125,387 |
419,226 |
+4,639 |
Aug10 |
100630 |
3441.0 |
3462.0 |
3406.0 |
3442.5 |
+11.5 |
668 |
1,457 |
+658 |
Sep10 |
100630 |
3428.0 |
3453.5 |
3390.0 |
3438.0 |
+12.0 |
2,138 |
36,676 |
+838 |
Total Volume and Open Interest |
128,193 |
458,617 |
+6,135 |
Hang Seng Index(HKFE) |
Jun10 |
100629 |
20748 |
20757 |
20411 |
20427 |
-346 |
104,620 |
37,949 |
-19,303 |
Jul10 |
100630 |
20045 |
20164 |
19995 |
20079 |
-108 |
51,468 |
73,016 |
+8,326 |
Aug10 |
100630 |
19970 |
20120 |
19950 |
20050 |
|
|
|
|
DAX(EUREX) |
Jun10 |
100618 |
6232.5 |
6258.0 |
6188.5 |
6223.5 |
+5.0 |
193,412 |
98,765 |
-39,457 |
Sep10 |
100630 |
5967.0 |
6009.0 |
5902.5 |
5961.5 |
-10.0 |
141,541 |
145,489 |
+179 |
Dec10 |
100630 |
5975.0 |
6010.0 |
5916.5 |
5969.5 |
-10.0 |
161 |
10,595 |
+77 |
Total Volume and Open Interest |
141,720 |
156,297 |
+266 |
FT-SE 100(EURONEXT) |
Sep10 |
100630 |
4900.00 |
4929.50 |
4811.00 |
4880.50 |
-17.00 |
91,927 |
650,046 |
-1,178 |
Dec10 |
100630 |
4876.00 |
4897.50 |
4793.00 |
4857.50 |
-17.00 |
61 |
7,003 |
+7 |
Mar11 |
100630 |
4826.00 |
4831.00 |
4817.50 |
4817.50 |
-16.00 |
1 |
1,065 |
+1 |
Total Volume and Open Interest |
91,989 |
658,114 |
-1,170 |
SPI 200(SFE) |
Jun10 |
100617 |
4556.0 |
4579.0 |
4534.0 |
4553.0 |
-7.0 |
96,984 |
152,759 |
-89,413 |
Sep10 |
100630 |
4333.0 |
4333.0 |
4228.0 |
4262.0 |
-76.0 |
27,297 |
209,115 |
-3,674 |
Dec10 |
100630 |
4341.0 |
4341.0 |
4284.0 |
4284.0 |
-75.0 |
3 |
3,263 |
+3 |
Total Volume and Open Interest |
27,302 |
214,267 |
-3,671 |
GSCI(CME) |
Jul10 |
100630 |
494.50 |
497.25 |
490.00 |
494.00 |
+0.70 |
151 |
16,249 |
+5 |
Aug10 |
100630 |
496.15 |
499.00 |
492.00 |
496.15 |
+0.45 |
2 |
60 |
+0 |
Sep10 |
100630 |
499.50 |
501.50 |
495.00 |
499.00 |
+0.30 |
2 |
0 |
+0 |
Total Volume and Open Interest |
155 |
16,309 |
+5 |
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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