July New York (KCEN5) settled near its low (16%), down 3.70¢, in average volume estimated at 30,633 lots including an estimated 1,082 EFP's, 853 TAS and 9,372 spreads. 3,045 calls and 3,793 puts also traded. The KCEN5-LRCN5 arbitrage: 50.66¢-2.09¢. Ratio: 1.6433-0.0327. €: $1.3148+1½%. BRL: 3.0472/$+0.3%. CRB: -¼%. Crude oil: +0.4%. Open interest: 190,513+287 (50-day stochastic: 50%; 125-day: 72%). July London (LRCN5) finished in its bottom quarter (21%), down $21, in below-average volume estimated at 11,116 lots including 3,554 spreads and 2890 EFP's. 300 calls and 850 puts also traded. Open interest: 126,970-173 (50-day stochastic: 69%; 125-day: 78%).
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