|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue April 21, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May09 |
090421 |
1020.75 |
1042.75 |
1012.75 |
1038.00 |
+19.50 |
111,188 |
82,261 |
-5,544 |
Jul09 |
090421 |
1013.75 |
1037.50 |
1005.25 |
1033.00 |
+21.50 |
88,131 |
143,773 |
-1,334 |
Aug09 |
090421 |
980.00 |
1017.75 |
980.00 |
1013.00 |
+30.00 |
1,989 |
5,001 |
+77 |
Sep09 |
090421 |
945.00 |
972.50 |
941.00 |
971.00 |
+30.00 |
854 |
8,363 |
+214 |
Nov09 |
090421 |
901.75 |
934.00 |
896.50 |
931.00 |
+28.00 |
22,742 |
106,180 |
+618 |
Jan10 |
090421 |
910.00 |
937.00 |
906.00 |
937.00 |
+26.75 |
965 |
6,178 |
+321 |
Mar10 |
090421 |
913.25 |
943.00 |
913.25 |
942.00 |
+25.00 |
167 |
2,942 |
+75 |
Total Volume and Open Interest |
227,056 |
369,141 |
-5,288 |
Soybean Meal(CBOT) |
May09 |
090421 |
319.20 |
325.50 |
318.10 |
325.30 |
+6.10 |
40,180 |
35,912 |
-3,822 |
Jul09 |
090421 |
312.00 |
319.90 |
310.60 |
319.30 |
+7.40 |
30,795 |
47,016 |
+4,241 |
Aug09 |
090421 |
301.20 |
310.60 |
300.00 |
310.00 |
+10.90 |
1,593 |
6,181 |
+197 |
Sep09 |
090421 |
284.50 |
294.50 |
284.50 |
293.50 |
+10.90 |
1,299 |
7,885 |
+204 |
Oct09 |
090421 |
261.50 |
273.10 |
261.50 |
273.10 |
+10.50 |
1,190 |
6,626 |
+25 |
Dec09 |
090421 |
259.00 |
271.00 |
258.20 |
270.30 |
+10.40 |
4,377 |
20,930 |
-179 |
Jan10 |
090421 |
262.00 |
269.80 |
260.30 |
269.80 |
+9.50 |
345 |
1,368 |
-43 |
Mar10 |
090421 |
264.00 |
270.30 |
262.00 |
270.30 |
+8.30 |
98 |
1,387 |
+26 |
Total Volume and Open Interest |
80,000 |
128,902 |
+661 |
Soybean Oil(CBOT) |
May09 |
090421 |
35.60 |
36.25 |
35.23 |
36.13 |
+0.68 |
41,665 |
50,221 |
-2,029 |
Jul09 |
090421 |
35.79 |
36.54 |
35.52 |
36.43 |
+0.68 |
31,374 |
97,473 |
+3,658 |
Aug09 |
090421 |
35.87 |
36.65 |
35.87 |
36.59 |
+0.68 |
3,689 |
13,401 |
+146 |
Sep09 |
090421 |
36.06 |
36.80 |
36.00 |
36.73 |
+0.68 |
1,026 |
8,838 |
+90 |
Oct09 |
090421 |
36.16 |
36.94 |
36.11 |
36.86 |
+0.68 |
670 |
4,588 |
-5 |
Dec09 |
090421 |
36.42 |
37.25 |
36.33 |
37.17 |
+0.69 |
5,020 |
30,349 |
+939 |
Jan10 |
090421 |
36.71 |
37.40 |
36.68 |
37.40 |
+0.69 |
25 |
822 |
-17 |
Mar10 |
090421 |
36.91 |
37.67 |
36.91 |
37.67 |
+0.76 |
8 |
918 |
-1 |
Total Volume and Open Interest |
83,521 |
213,633 |
+2,776 |
Canola(WCE) |
May09 |
090421 |
434.8 |
441.4 |
433.2 |
439.9 |
+4.8 |
6,641 |
15,842 |
-2,954 |
Jul09 |
090421 |
436.5 |
443.9 |
436.0 |
442.4 |
+4.6 |
12,966 |
62,502 |
+860 |
Nov09 |
090421 |
438.0 |
446.3 |
438.0 |
443.9 |
+4.3 |
1,899 |
23,872 |
+1,086 |
Jan10 |
090421 |
450.1 |
450.1 |
448.0 |
448.0 |
+4.3 |
107 |
1,163 |
+31 |
Mar10 |
090421 |
452.0 |
452.0 |
450.1 |
450.1 |
+3.7 |
68 |
691 |
+45 |
Total Volume and Open Interest |
21,726 |
104,642 |
-911 |
Corn(CBOT) |
May09 |
090421 |
370.00 |
379.00 |
368.50 |
374.00 |
+4.50 |
85,624 |
164,449 |
-2,591 |
Jul09 |
090421 |
379.50 |
387.75 |
377.75 |
383.00 |
+4.25 |
54,258 |
300,818 |
+5,322 |
Sep09 |
090421 |
388.00 |
397.25 |
387.25 |
392.50 |
+4.75 |
8,921 |
85,066 |
+1,870 |
Dec09 |
090421 |
399.50 |
408.25 |
397.75 |
403.50 |
+4.75 |
29,955 |
209,329 |
-1,178 |
Mar10 |
090421 |
410.25 |
420.00 |
409.75 |
415.50 |
+5.00 |
2,406 |
27,795 |
+446 |
May10 |
090421 |
418.50 |
427.00 |
418.50 |
423.50 |
+4.75 |
725 |
5,072 |
+120 |
Total Volume and Open Interest |
184,350 |
838,926 |
+4,658 |
Wheat(CBOT) |
May09 |
090421 |
504.75 |
516.50 |
503.50 |
509.50 |
+5.00 |
21,912 |
54,984 |
-1,862 |
Jul09 |
090421 |
516.50 |
528.00 |
515.00 |
520.75 |
+4.50 |
16,055 |
151,847 |
+3,352 |
Sep09 |
090421 |
544.00 |
554.50 |
542.75 |
547.50 |
+4.25 |
2,049 |
42,924 |
+355 |
Dec09 |
090421 |
569.25 |
578.00 |
565.50 |
571.00 |
+4.25 |
4,910 |
53,344 |
-742 |
Mar10 |
090421 |
586.25 |
592.00 |
583.00 |
586.75 |
+4.50 |
245 |
2,692 |
-17 |
Total Volume and Open Interest |
45,527 |
317,346 |
+1,205 |
Wheat(KCBT) |
May09 |
090421 |
558.75 |
569.00 |
558.25 |
563.25 |
+4.25 |
5,454 |
13,413 |
-593 |
Jul09 |
090421 |
569.00 |
578.25 |
567.50 |
572.25 |
+4.25 |
3,849 |
38,617 |
+879 |
Sep09 |
090421 |
579.00 |
588.00 |
578.00 |
581.25 |
+3.25 |
831 |
9,303 |
-211 |
Dec09 |
090421 |
594.75 |
603.00 |
593.00 |
597.25 |
+3.00 |
506 |
19,425 |
+19 |
Mar10 |
090421 |
608.25 |
613.75 |
606.25 |
609.25 |
+3.25 |
25 |
712 |
-4 |
Total Volume and Open Interest |
10,706 |
83,627 |
+109 |
Wheat(MGE) |
May09 |
090421 |
626.00 |
639.00 |
626.00 |
633.50 |
+7.50 |
993 |
5,114 |
-369 |
Jul09 |
090421 |
613.00 |
627.75 |
612.75 |
622.50 |
+8.75 |
1,584 |
11,703 |
+335 |
Sep09 |
090421 |
615.50 |
626.25 |
612.25 |
621.50 |
+7.00 |
270 |
6,764 |
-4 |
Dec09 |
090421 |
624.00 |
634.00 |
620.75 |
628.50 |
+6.00 |
203 |
4,294 |
+90 |
Mar10 |
090421 |
634.00 |
641.75 |
631.75 |
637.75 |
+6.00 |
48 |
515 |
-32 |
Total Volume and Open Interest |
3,098 |
28,560 |
+16 |
Oats(CBOT) |
May09 |
090421 |
184.00 |
184.75 |
180.00 |
184.25 |
+2.50 |
912 |
4,236 |
-414 |
Jul09 |
090421 |
190.75 |
193.50 |
189.00 |
193.00 |
+2.50 |
774 |
6,790 |
+440 |
Sep09 |
090421 |
202.00 |
202.00 |
199.50 |
202.00 |
+2.50 |
2 |
31 |
+2 |
Dec09 |
090421 |
216.00 |
216.25 |
214.00 |
216.25 |
+2.50 |
46 |
4,824 |
+26 |
Total Volume and Open Interest |
1,734 |
15,897 |
+54 |
Rough Rice(CBOT) |
May09 |
090421 |
12.72 |
12.92 |
12.57 |
12.89 |
+0.12 |
338 |
2,032 |
-98 |
Jul09 |
090421 |
12.75 |
12.99 |
12.61 |
12.99 |
+0.16 |
226 |
2,303 |
+65 |
Sep09 |
090421 |
12.32 |
12.38 |
12.16 |
12.38 |
+0.14 |
55 |
1,421 |
+1 |
Nov09 |
090421 |
12.35 |
12.40 |
12.24 |
12.40 |
+0.11 |
45 |
1,458 |
+23 |
Total Volume and Open Interest |
666 |
7,703 |
-9 |
Live Cattle(CME) |
Apr09 |
090421 |
87.550 |
88.350 |
87.550 |
87.980 |
+0.595 |
3,786 |
9,281 |
-1,380 |
Jun09 |
090421 |
82.800 |
83.385 |
82.700 |
83.285 |
+0.650 |
12,648 |
93,049 |
+707 |
Aug09 |
090421 |
83.550 |
83.800 |
83.200 |
83.550 |
+0.350 |
6,839 |
54,909 |
+1,067 |
Oct09 |
090421 |
87.400 |
87.800 |
87.200 |
87.680 |
+0.530 |
3,034 |
31,817 |
+534 |
Dec09 |
090421 |
89.300 |
89.750 |
89.250 |
89.680 |
+0.530 |
538 |
11,627 |
+107 |
Feb10 |
090421 |
90.350 |
90.800 |
90.000 |
90.635 |
+0.585 |
199 |
4,407 |
+31 |
Total Volume and Open Interest |
27,069 |
206,120 |
+1,113 |
Feeder Cattle(CME) |
Apr09 |
090421 |
99.000 |
99.785 |
99.000 |
99.500 |
+0.950 |
359 |
1,432 |
-64 |
May09 |
090421 |
98.600 |
99.980 |
98.535 |
99.285 |
+0.955 |
1,732 |
5,660 |
-120 |
Aug09 |
090421 |
100.850 |
101.750 |
100.750 |
101.300 |
+0.600 |
1,225 |
9,135 |
+322 |
Sep09 |
090421 |
101.400 |
102.000 |
101.400 |
101.480 |
+0.445 |
85 |
1,457 |
+1 |
Oct09 |
090421 |
102.000 |
102.000 |
101.500 |
101.550 |
+0.470 |
98 |
1,385 |
+25 |
Nov09 |
090421 |
102.000 |
102.000 |
101.500 |
101.550 |
+0.750 |
61 |
404 |
+35 |
Jan10 |
090421 |
100.100 |
100.100 |
100.000 |
100.100 |
+0.200 |
0 |
22 |
+0 |
Total Volume and Open Interest |
3,560 |
19,497 |
+199 |
Lean Hogs(CME) |
May09 |
090421 |
70.900 |
71.400 |
70.635 |
71.080 |
+0.150 |
644 |
6,375 |
+34 |
Jun09 |
090421 |
72.300 |
73.080 |
72.200 |
72.400 |
+0.100 |
5,970 |
58,117 |
+292 |
Jul09 |
090421 |
73.635 |
74.330 |
73.600 |
73.750 |
+0.170 |
1,835 |
18,981 |
+200 |
Aug09 |
090421 |
74.180 |
74.650 |
73.950 |
74.050 |
+0.120 |
2,227 |
26,465 |
+245 |
Oct09 |
090421 |
66.700 |
67.100 |
66.535 |
66.725 |
+0.025 |
1,728 |
14,337 |
+625 |
Dec09 |
090421 |
65.225 |
65.550 |
65.000 |
65.225 |
+0.525 |
87 |
5,149 |
+19 |
Feb10 |
090421 |
68.100 |
68.450 |
68.100 |
68.450 |
+0.350 |
37 |
1,248 |
+15 |
Apr10 |
090421 |
70.975 |
70.975 |
70.900 |
70.975 |
unch |
41 |
562 |
+16 |
Total Volume and Open Interest |
12,569 |
131,473 |
+1,446 |
Pork Bellies(CME) |
May09 |
090421 |
82.000 |
82.500 |
81.500 |
81.725 |
-0.325 |
67 |
462 |
-25 |
Jul09 |
090421 |
82.200 |
83.500 |
82.200 |
82.500 |
-0.450 |
52 |
280 |
+15 |
Aug09 |
090421 |
80.750 |
80.750 |
79.800 |
80.750 |
+1.100 |
0 |
69 |
+0 |
Feb10 |
090421 |
92.950 |
93.400 |
92.950 |
92.950 |
-0.030 |
0 |
5 |
+0 |
Mar10 |
090421 |
93.450 |
93.450 |
93.450 |
93.450 |
-0.030 |
0 |
5 |
+0 |
Total Volume and Open Interest |
119 |
821 |
-10 |
Class III Milk(CME) |
Apr09 |
090421 |
10.76 |
10.79 |
10.76 |
10.76 |
unch |
153 |
4,490 |
+45 |
May09 |
090421 |
10.35 |
10.45 |
10.27 |
10.38 |
+0.10 |
122 |
4,471 |
-56 |
Jun09 |
090421 |
11.53 |
11.69 |
11.30 |
11.63 |
+0.26 |
120 |
4,433 |
+31 |
Jul09 |
090421 |
12.83 |
13.05 |
12.54 |
12.95 |
+0.31 |
37 |
3,065 |
+0 |
Aug09 |
090421 |
13.94 |
14.25 |
13.86 |
14.20 |
+0.30 |
66 |
2,904 |
+39 |
Total Volume and Open Interest |
547 |
30,329 |
+52 |
Cocoa(ICE) |
May09 |
090421 |
2342 |
2410 |
2340 |
2410 |
+56 |
754 |
1,239 |
-1,088 |
Jul09 |
090421 |
2380 |
2440 |
2380 |
2429 |
+50 |
6,054 |
54,535 |
-970 |
Sep09 |
090421 |
2388 |
2442 |
2386 |
2433 |
+50 |
826 |
24,367 |
+238 |
Dec09 |
090421 |
2407 |
2459 |
2407 |
2449 |
+52 |
667 |
14,924 |
+108 |
Mar10 |
090421 |
2443 |
2465 |
2443 |
2455 |
+54 |
35 |
9,466 |
-120 |
May10 |
090421 |
2456 |
2456 |
2456 |
2456 |
+54 |
1 |
2,182 |
+1 |
Jul10 |
090421 |
2463 |
2463 |
2463 |
2463 |
+54 |
0 |
2,320 |
+0 |
Total Volume and Open Interest |
8,338 |
110,923 |
-1,830 |
Coffee "C"(ICE) |
May09 |
090421 |
111.65 |
112.50 |
110.80 |
112.25 |
+0.60 |
5,217 |
17,091 |
-3,590 |
Jul09 |
090421 |
113.55 |
114.50 |
112.75 |
114.35 |
+0.75 |
12,172 |
66,765 |
+2,780 |
Sep09 |
090421 |
116.00 |
116.55 |
115.00 |
116.55 |
+0.70 |
1,992 |
24,874 |
+479 |
Dec09 |
090421 |
119.00 |
119.55 |
118.00 |
119.55 |
+0.60 |
653 |
13,991 |
-207 |
Mar10 |
090421 |
122.10 |
122.45 |
121.10 |
122.45 |
+0.50 |
97 |
9,042 |
+8 |
May10 |
090421 |
124.30 |
124.65 |
124.15 |
124.65 |
+0.45 |
107 |
2,447 |
+77 |
Total Volume and Open Interest |
20,253 |
135,882 |
-453 |
Orange Juice(ICE) |
May09 |
090421 |
82.00 |
82.65 |
80.00 |
80.45 |
-3.15 |
1,096 |
9,432 |
-1,039 |
Jul09 |
090421 |
85.25 |
85.90 |
83.40 |
83.60 |
-3.25 |
870 |
14,149 |
+555 |
Sep09 |
090421 |
88.25 |
88.65 |
86.75 |
86.95 |
-2.50 |
77 |
3,175 |
+54 |
Nov09 |
090421 |
91.50 |
91.50 |
90.25 |
90.45 |
-1.95 |
11 |
1,321 |
-2 |
Jan10 |
090421 |
93.20 |
93.90 |
93.20 |
93.35 |
-1.80 |
0 |
174 |
+0 |
Mar10 |
090421 |
95.60 |
95.60 |
95.60 |
95.60 |
-1.55 |
0 |
85 |
+0 |
Total Volume and Open Interest |
2,054 |
28,565 |
-432 |
Sugar #11(ICE) |
May09 |
090421 |
12.87 |
13.14 |
12.72 |
13.06 |
+0.14 |
52,423 |
97,774 |
-6,863 |
Jul09 |
090421 |
13.32 |
13.52 |
13.06 |
13.43 |
+0.11 |
74,702 |
259,280 |
+8,681 |
Oct09 |
090421 |
14.04 |
14.21 |
13.80 |
14.14 |
+0.11 |
19,760 |
134,906 |
+3,673 |
Mar10 |
090421 |
14.85 |
14.99 |
14.59 |
14.91 |
+0.07 |
7,978 |
87,835 |
+1,205 |
May10 |
090421 |
14.58 |
14.78 |
14.42 |
14.70 |
+0.05 |
1,118 |
23,097 |
-19 |
Total Volume and Open Interest |
161,816 |
688,647 |
+7,963 |
Sugar #14(ICE) |
Jul09 |
090421 |
21.48 |
21.48 |
21.45 |
21.46 |
-0.04 |
74 |
2,247 |
-244 |
Sep09 |
090421 |
21.78 |
21.78 |
21.78 |
21.78 |
unch |
16 |
2,311 |
+6 |
Total Volume and Open Interest |
90 |
4,558 |
-238 |
London Cocoa(LCE) |
May09 |
090421 |
1760 |
1799 |
1757 |
1792 |
+32 |
2,145 |
0 |
+0 |
Jul09 |
090421 |
1711 |
1757 |
1707 |
1745 |
+32 |
4,043 |
61,670 |
-678 |
Sep09 |
090421 |
1699 |
1750 |
1698 |
1735 |
+31 |
1,674 |
25,065 |
-115 |
Dec09 |
090421 |
1693 |
1749 |
1693 |
1733 |
+33 |
920 |
23,250 |
+8 |
Mar10 |
090421 |
1693 |
1732 |
1693 |
1732 |
+32 |
872 |
15,266 |
+257 |
May10 |
090421 |
1709 |
1732 |
1709 |
1732 |
+30 |
180 |
3,181 |
+130 |
Jul10 |
090421 |
1735 |
1735 |
1735 |
1735 |
+32 |
0 |
583 |
+0 |
Total Volume and Open Interest |
10,075 |
188,393 |
-1,503 |
London Coffee(LCE) |
London Sugar(LCE) |
Aug09 |
090421 |
398.80 |
402.00 |
393.00 |
401.80 |
+3.40 |
4,696 |
40,504 |
-27 |
Oct09 |
090421 |
400.30 |
401.30 |
395.70 |
401.00 |
+1.80 |
1,807 |
16,171 |
+759 |
Dec09 |
090421 |
400.80 |
401.00 |
398.90 |
400.50 |
+1.70 |
671 |
7,152 |
-36 |
Mar10 |
090421 |
404.50 |
406.00 |
402.20 |
405.00 |
+1.70 |
386 |
4,134 |
+199 |
May10 |
090421 |
404.00 |
404.00 |
404.00 |
404.00 |
+2.00 |
1 |
538 |
+0 |
Total Volume and Open Interest |
7,598 |
69,827 |
+920 |
Cotton(ICE) |
May09 |
090421 |
47.74 |
50.47 |
47.09 |
49.83 |
+2.04 |
2,423 |
12,046 |
-899 |
Jul09 |
090421 |
49.08 |
51.89 |
48.33 |
51.30 |
+2.30 |
6,814 |
73,319 |
+2,278 |
Oct09 |
090421 |
51.45 |
53.78 |
51.45 |
53.78 |
+2.13 |
5 |
482 |
+2 |
Dec09 |
090421 |
53.39 |
55.95 |
52.60 |
55.36 |
+2.07 |
969 |
34,893 |
+176 |
Mar10 |
090421 |
57.65 |
58.50 |
57.65 |
58.21 |
+1.93 |
210 |
5,057 |
+103 |
May10 |
090421 |
56.65 |
59.08 |
56.65 |
59.08 |
+1.93 |
0 |
165 |
+0 |
Total Volume and Open Interest |
10,459 |
128,668 |
+1,666 |
Lumber(CME) |
May09 |
090421 |
174.5 |
174.5 |
170.4 |
170.9 |
-2.1 |
518 |
2,335 |
+26 |
Jul09 |
090421 |
183.2 |
185.4 |
182.0 |
185.4 |
+1.7 |
297 |
3,835 |
+51 |
Sep09 |
090421 |
194.1 |
195.8 |
193.0 |
195.2 |
-0.3 |
81 |
881 |
-11 |
Nov09 |
090421 |
186.3 |
190.4 |
186.3 |
186.3 |
-3.4 |
10 |
170 |
+1 |
Total Volume and Open Interest |
909 |
7,254 |
+68 |
Crude Oil(NYM) |
May09 |
090421 |
45.26 |
47.20 |
43.83 |
46.51 |
+0.63 |
137,021 |
44,105 |
-20,641 |
Jun09 |
090421 |
48.24 |
49.29 |
46.72 |
48.55 |
+0.04 |
163,651 |
335,446 |
-5,145 |
Jul09 |
090421 |
50.73 |
51.40 |
49.07 |
50.61 |
-0.16 |
46,150 |
164,665 |
+832 |
Aug09 |
090421 |
52.72 |
53.08 |
50.76 |
52.22 |
-0.21 |
14,175 |
49,057 |
-841 |
Sep09 |
090421 |
53.82 |
54.25 |
52.14 |
53.51 |
-0.14 |
5,402 |
35,693 |
+162 |
Oct09 |
090421 |
54.30 |
55.27 |
53.18 |
54.55 |
-0.13 |
3,303 |
28,883 |
-876 |
Nov09 |
090421 |
55.35 |
55.89 |
54.25 |
55.50 |
-0.12 |
1,893 |
23,868 |
-432 |
Dec09 |
090421 |
56.64 |
57.19 |
54.95 |
56.42 |
-0.11 |
13,175 |
103,515 |
-346 |
Jan10 |
090421 |
56.95 |
57.29 |
56.18 |
57.25 |
-0.08 |
1,071 |
25,277 |
-282 |
Feb10 |
090421 |
56.98 |
58.65 |
56.98 |
58.01 |
-0.07 |
747 |
12,700 |
+40 |
Mar10 |
090421 |
57.30 |
59.38 |
57.30 |
58.74 |
-0.08 |
340 |
13,116 |
-20 |
Apr10 |
090421 |
58.50 |
59.60 |
58.50 |
59.43 |
-0.08 |
74 |
5,398 |
-17 |
May10 |
090421 |
60.09 |
60.09 |
60.09 |
60.09 |
-0.06 |
80 |
5,299 |
+1 |
Jun10 |
090421 |
60.00 |
60.74 |
60.00 |
60.74 |
-0.04 |
1,408 |
26,841 |
-64 |
Jul10 |
090421 |
61.33 |
61.33 |
61.33 |
61.33 |
-0.02 |
71 |
7,175 |
+6 |
Aug10 |
090421 |
61.88 |
61.88 |
61.88 |
61.88 |
unch |
71 |
3,740 |
-6 |
Total Volume and Open Interest |
396,460 |
1,157,151 |
-28,597 |
e-miNY Crude Oil(NYM) |
Apr09 |
090309 |
45.775 |
48.800 |
45.000 |
47.075 |
+1.550 |
11,509 |
5,290 |
+0 |
May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
Jun09 |
090421 |
48.300 |
49.300 |
46.725 |
48.550 |
+0.050 |
3,161 |
3,145 |
+68 |
Jul09 |
090421 |
50.975 |
51.300 |
49.125 |
50.600 |
-0.175 |
27 |
906 |
+2 |
Aug09 |
090421 |
52.650 |
52.650 |
50.800 |
52.225 |
-0.200 |
9 |
41 |
+5 |
Sep09 |
090421 |
53.500 |
53.500 |
52.475 |
53.500 |
-0.150 |
1 |
46 |
+1 |
Oct09 |
090421 |
54.550 |
54.550 |
54.550 |
54.550 |
-0.125 |
0 |
7 |
+0 |
Nov09 |
090421 |
55.500 |
55.500 |
55.500 |
55.500 |
-0.125 |
0 |
2 |
+0 |
Dec09 |
090421 |
56.425 |
56.425 |
56.425 |
56.425 |
-0.100 |
1 |
70 |
+1 |
Jan10 |
090421 |
57.250 |
57.250 |
57.250 |
57.250 |
-0.075 |
|
|
|
Total Volume and Open Interest |
10,054 |
5,945 |
-787 |
Heating Oil(NYM) |
May09 |
090421 |
133.16 |
136.50 |
129.79 |
134.78 |
+1.62 |
31,193 |
30,517 |
-1,982 |
Jun09 |
090421 |
135.31 |
138.31 |
131.73 |
136.58 |
+1.30 |
22,436 |
56,693 |
+1,256 |
Jul09 |
090421 |
138.88 |
141.02 |
134.48 |
139.34 |
+0.92 |
8,085 |
31,120 |
-731 |
Aug09 |
090421 |
141.03 |
144.06 |
138.25 |
142.30 |
+0.71 |
4,171 |
16,498 |
+624 |
Sep09 |
090421 |
144.23 |
146.96 |
141.38 |
145.35 |
+0.61 |
2,978 |
15,241 |
+36 |
Oct09 |
090421 |
145.99 |
150.00 |
144.25 |
148.35 |
+0.56 |
2,118 |
11,091 |
+187 |
Nov09 |
090421 |
148.50 |
152.71 |
147.50 |
151.40 |
+0.56 |
2,778 |
11,148 |
+410 |
Dec09 |
090421 |
153.00 |
155.68 |
150.40 |
154.45 |
+0.56 |
7,730 |
26,514 |
+364 |
Jan10 |
090421 |
156.00 |
158.44 |
153.50 |
157.30 |
+0.56 |
2,455 |
9,123 |
+160 |
Feb10 |
090421 |
157.50 |
160.36 |
155.50 |
159.30 |
+0.56 |
1,880 |
6,927 |
+271 |
Mar10 |
090421 |
156.75 |
161.34 |
156.39 |
160.30 |
+0.56 |
1,434 |
4,876 |
+279 |
Apr10 |
090421 |
159.00 |
160.65 |
157.00 |
160.45 |
+0.56 |
580 |
3,885 |
+291 |
Total Volume and Open Interest |
90,356 |
263,617 |
+1,839 |
Gasoline(NYMEX) |
May09 |
090421 |
140.94 |
143.50 |
136.31 |
141.44 |
+0.25 |
32,747 |
37,921 |
-2,224 |
Jun09 |
090421 |
140.80 |
144.24 |
137.00 |
141.94 |
-0.01 |
29,299 |
67,668 |
+6,180 |
Jul09 |
090421 |
143.00 |
144.90 |
138.05 |
142.62 |
-0.15 |
13,521 |
33,987 |
+428 |
Aug09 |
090421 |
143.46 |
145.62 |
138.85 |
143.31 |
-0.15 |
5,835 |
18,485 |
+160 |
Sep09 |
090421 |
143.02 |
145.91 |
139.20 |
143.63 |
-0.17 |
4,805 |
15,882 |
+71 |
Oct09 |
090421 |
133.31 |
136.88 |
130.62 |
134.73 |
-0.27 |
2,673 |
12,766 |
+9 |
Nov09 |
090421 |
135.08 |
135.08 |
135.08 |
135.08 |
-0.22 |
821 |
3,642 |
-41 |
Dec09 |
090421 |
133.78 |
138.38 |
132.61 |
136.53 |
-0.12 |
678 |
10,236 |
+78 |
Jan10 |
090421 |
139.13 |
139.13 |
139.13 |
139.13 |
-0.12 |
20 |
2,526 |
+3 |
Feb10 |
090421 |
141.93 |
141.93 |
141.93 |
141.93 |
-0.12 |
15 |
746 |
+8 |
Total Volume and Open Interest |
90,493 |
213,990 |
+4,620 |
e-miNY RBOB Gasoline(NYM) |
May09 |
090421 |
141.44 |
141.44 |
141.44 |
141.44 |
+0.25 |
0 |
3 |
+0 |
Jun09 |
090421 |
141.94 |
141.94 |
141.94 |
141.94 |
-0.01 |
|
|
|
Jul09 |
090421 |
142.62 |
142.62 |
142.62 |
142.62 |
-0.15 |
|
|
|
Aug09 |
090421 |
143.31 |
143.31 |
143.31 |
143.31 |
-0.15 |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
Natural Gas(NYM) |
May09 |
090421 |
3.560 |
3.560 |
3.448 |
3.511 |
-0.029 |
68,918 |
67,429 |
-9,661 |
Jun09 |
090421 |
3.667 |
3.693 |
3.574 |
3.635 |
-0.032 |
26,635 |
84,153 |
+366 |
Jul09 |
090421 |
3.849 |
3.854 |
3.736 |
3.787 |
-0.039 |
7,444 |
71,932 |
-704 |
Aug09 |
090421 |
3.970 |
3.970 |
3.865 |
3.913 |
-0.040 |
5,298 |
40,973 |
-461 |
Sep09 |
090421 |
4.016 |
4.016 |
3.940 |
3.990 |
-0.037 |
2,261 |
28,929 |
-189 |
Oct09 |
090421 |
4.160 |
4.165 |
4.074 |
4.125 |
-0.035 |
6,054 |
43,843 |
-683 |
Nov09 |
090421 |
4.836 |
4.842 |
4.766 |
4.821 |
-0.024 |
1,952 |
20,657 |
+100 |
Dec09 |
090421 |
5.536 |
5.546 |
5.475 |
5.531 |
-0.014 |
2,778 |
33,751 |
+603 |
Jan10 |
090421 |
5.825 |
5.843 |
5.760 |
5.820 |
-0.005 |
5,432 |
29,460 |
+574 |
Feb10 |
090421 |
5.800 |
5.870 |
5.795 |
5.845 |
-0.005 |
3,285 |
12,435 |
-197 |
Mar10 |
090421 |
5.772 |
5.794 |
5.718 |
5.773 |
-0.005 |
3,305 |
25,738 |
+242 |
Apr10 |
090421 |
5.568 |
5.591 |
5.520 |
5.573 |
-0.005 |
3,327 |
26,547 |
+17 |
May10 |
090421 |
5.574 |
5.631 |
5.572 |
5.610 |
-0.009 |
1,613 |
12,789 |
+705 |
Jun10 |
090421 |
5.695 |
5.750 |
5.695 |
5.725 |
-0.009 |
63 |
7,216 |
+19 |
Jul10 |
090421 |
5.826 |
5.850 |
5.826 |
5.850 |
-0.009 |
56 |
6,312 |
+28 |
Aug10 |
090421 |
5.920 |
5.920 |
5.920 |
5.920 |
-0.009 |
23 |
6,529 |
+11 |
Total Volume and Open Interest |
138,882 |
660,563 |
-9,113 |
Brent Crude Oil(ICE) |
Jun09 |
090421 |
49.86 |
50.63 |
48.31 |
49.82 |
-0.04 |
75,938 |
155,336 |
-4,293 |
Jul09 |
090421 |
51.03 |
51.76 |
49.45 |
50.94 |
-0.06 |
35,683 |
112,780 |
+4,269 |
Aug09 |
090421 |
52.19 |
52.90 |
50.63 |
52.11 |
-0.05 |
15,648 |
39,092 |
+1,351 |
Sep09 |
090421 |
53.21 |
53.89 |
51.63 |
53.13 |
-0.04 |
6,865 |
28,932 |
+1,312 |
Oct09 |
090421 |
54.13 |
54.86 |
52.60 |
54.12 |
-0.01 |
4,273 |
18,061 |
+799 |
Nov09 |
090421 |
55.03 |
55.82 |
53.53 |
55.08 |
+0.03 |
3,303 |
16,038 |
+445 |
Dec09 |
090421 |
55.91 |
56.75 |
54.43 |
56.01 |
+0.06 |
10,292 |
88,763 |
+774 |
Jan10 |
090421 |
56.91 |
57.25 |
55.45 |
56.84 |
+0.07 |
1,065 |
17,145 |
+137 |
Feb10 |
090421 |
57.75 |
58.02 |
56.77 |
57.65 |
+0.07 |
741 |
7,212 |
+179 |
Mar10 |
090421 |
57.60 |
58.43 |
57.60 |
58.43 |
+0.06 |
660 |
6,858 |
+431 |
Apr10 |
090421 |
59.18 |
59.18 |
59.18 |
59.18 |
+0.08 |
202 |
4,143 |
+49 |
May10 |
090421 |
59.85 |
59.85 |
59.85 |
59.85 |
+0.09 |
168 |
3,301 |
-457 |
Jun10 |
090421 |
60.09 |
60.86 |
59.15 |
60.48 |
+0.12 |
919 |
13,981 |
+314 |
Jul10 |
090421 |
61.06 |
61.06 |
61.06 |
61.06 |
+0.14 |
278 |
3,231 |
+169 |
Total Volume and Open Interest |
161,012 |
638,098 |
+5,926 |
Gas Oil(ICE) |
May09 |
090421 |
430.50 |
437.25 |
418.75 |
429.00 |
-2.00 |
26,701 |
65,827 |
-2,938 |
Jun09 |
090421 |
437.00 |
443.75 |
425.75 |
435.75 |
-2.50 |
21,716 |
73,647 |
+2,340 |
Jul09 |
090421 |
441.25 |
452.00 |
434.25 |
444.25 |
-3.00 |
6,918 |
36,493 |
+314 |
Aug09 |
090421 |
458.00 |
459.25 |
444.25 |
453.50 |
-3.25 |
5,018 |
29,318 |
+468 |
Sep09 |
090421 |
466.50 |
468.50 |
453.75 |
462.75 |
-3.50 |
4,196 |
28,756 |
-559 |
Oct09 |
090421 |
471.00 |
477.75 |
463.25 |
471.75 |
-3.25 |
2,459 |
20,167 |
-627 |
Nov09 |
090421 |
479.25 |
486.00 |
471.75 |
480.00 |
-3.50 |
1,453 |
15,479 |
-323 |
Dec09 |
090421 |
487.00 |
495.75 |
479.25 |
488.00 |
-3.25 |
4,718 |
51,442 |
-267 |
Jan10 |
090421 |
502.00 |
502.25 |
489.00 |
497.25 |
-3.00 |
1,151 |
21,189 |
-24 |
Feb10 |
090421 |
497.25 |
511.25 |
497.25 |
505.50 |
-3.00 |
444 |
11,834 |
+285 |
Total Volume and Open Interest |
77,296 |
445,832 |
-1,051 |
Ethanol(CBOT) |
Apr09 |
090403 |
1.583 |
1.583 |
1.583 |
1.583 |
-0.011 |
37 |
38 |
-27 |
May09 |
090421 |
1.553 |
1.555 |
1.550 |
1.553 |
+0.013 |
27 |
340 |
+7 |
Jun09 |
090421 |
1.555 |
1.567 |
1.555 |
1.564 |
+0.004 |
17 |
587 |
+11 |
Jul09 |
090421 |
1.579 |
1.580 |
1.577 |
1.578 |
+0.010 |
5 |
577 |
-5 |
Aug09 |
090421 |
1.600 |
1.600 |
1.590 |
1.590 |
+0.002 |
12 |
123 |
+0 |
Sep09 |
090421 |
1.600 |
1.600 |
1.600 |
1.600 |
+0.010 |
7 |
249 |
+0 |
Oct09 |
090421 |
1.610 |
1.610 |
1.610 |
1.610 |
+0.010 |
12 |
312 |
+10 |
Nov09 |
090421 |
1.630 |
1.630 |
1.610 |
1.620 |
+0.005 |
13 |
373 |
+11 |
Total Volume and Open Interest |
120 |
4,204 |
+56 |
US Dollar Index(ICE) |
Jun09 |
090421 |
87.035 |
87.160 |
86.515 |
86.890 |
-0.090 |
6,825 |
21,582 |
+168 |
Sep09 |
090421 |
87.450 |
87.450 |
87.240 |
87.240 |
-0.090 |
34 |
2,106 |
-7 |
Dec09 |
090421 |
87.620 |
87.620 |
87.620 |
87.620 |
-0.090 |
0 |
6 |
+0 |
Total Volume and Open Interest |
6,859 |
23,694 |
+161 |
Australian Dollar(CME) |
Jun09 |
090421 |
69.60 |
71.05 |
69.45 |
70.73 |
+1.29 |
35,907 |
71,814 |
+463 |
Sep09 |
090421 |
69.50 |
70.68 |
69.11 |
70.40 |
+1.29 |
8 |
430 |
+3 |
Dec09 |
090421 |
70.10 |
70.10 |
68.81 |
70.10 |
+1.29 |
0 |
18 |
+0 |
Total Volume and Open Interest |
35,915 |
72,277 |
+466 |
British Pound(CME) |
Jun09 |
090421 |
145.39 |
147.16 |
144.66 |
146.65 |
+1.22 |
58,132 |
81,463 |
-1,300 |
Sep09 |
090421 |
144.78 |
147.12 |
144.78 |
146.66 |
+1.22 |
7 |
387 |
-1 |
Dec09 |
090421 |
145.00 |
147.04 |
144.91 |
146.67 |
+1.22 |
2 |
49 |
+0 |
Total Volume and Open Interest |
58,141 |
81,901 |
-1,301 |
Canadian Dollar(CME) |
Jun09 |
090421 |
80.81 |
81.18 |
79.60 |
80.84 |
+0.02 |
33,391 |
60,694 |
+1,041 |
Sep09 |
090421 |
80.69 |
81.27 |
80.00 |
80.96 |
+0.04 |
51 |
2,026 |
-12 |
Dec09 |
090421 |
80.70 |
81.43 |
80.25 |
81.12 |
+0.08 |
21 |
1,215 |
+12 |
Mar10 |
090421 |
81.15 |
81.53 |
80.05 |
81.25 |
+0.10 |
0 |
373 |
+0 |
Total Volume and Open Interest |
33,468 |
64,337 |
+1,041 |
Japanese Yen(CME) |
Jun09 |
090421 |
102.14 |
102.42 |
101.16 |
101.37 |
-0.95 |
62,264 |
80,272 |
-1,042 |
Sep09 |
090421 |
102.26 |
102.55 |
101.38 |
101.57 |
-0.93 |
89 |
1,067 |
+17 |
Dec09 |
090421 |
101.82 |
102.74 |
101.70 |
101.82 |
-0.92 |
0 |
33 |
+0 |
Total Volume and Open Interest |
62,353 |
81,385 |
-1,025 |
Swiss Franc(CME) |
Jun09 |
090421 |
85.62 |
86.00 |
85.40 |
85.61 |
-0.02 |
39,375 |
30,379 |
+3,313 |
Sep09 |
090421 |
85.94 |
86.13 |
85.70 |
85.77 |
-0.02 |
16 |
214 |
+7 |
Dec09 |
090421 |
85.98 |
86.16 |
85.98 |
85.98 |
-0.02 |
0 |
8 |
+0 |
Total Volume and Open Interest |
39,391 |
30,601 |
+3,320 |
EuroFX(CME) |
Jun09 |
090421 |
129.18 |
129.89 |
128.89 |
129.24 |
+0.07 |
124,107 |
110,796 |
+1,366 |
Sep09 |
090421 |
128.99 |
129.82 |
128.89 |
129.20 |
+0.08 |
641 |
1,701 |
+124 |
Dec09 |
090421 |
129.21 |
129.50 |
129.12 |
129.21 |
+0.09 |
2 |
30 |
+0 |
Total Volume and Open Interest |
124,750 |
112,534 |
+1,490 |
Mexican Peso(CME) |
May09 |
090421 |
757.0 |
757.0 |
745.0 |
757.0 |
+12.0 |
|
|
|
Jun09 |
090421 |
738.8 |
758.0 |
738.0 |
752.2 |
+12.0 |
8,899 |
46,486 |
+3,835 |
Total Volume and Open Interest |
8,899 |
50,090 |
+3,835 |
30-Year T-Bonds(CBOT) |
Jun09 |
090421 |
126~175 |
127~190 |
125~150 |
125~210 |
-1~000 |
156,106 |
709,387 |
-8,032 |
Sep09 |
090421 |
125~185 |
126~055 |
124~105 |
124~105 |
-1~000 |
41 |
431 |
+1 |
Dec09 |
090421 |
123~075 |
124~075 |
123~075 |
123~075 |
-1~000 |
0 |
186 |
+0 |
Total Volume and Open Interest |
156,147 |
710,004 |
-8,031 |
10-Year T-Notes(CBOT) |
Jun09 |
090421 |
123~015 |
123~150 |
122~100 |
122~130 |
-0~200 |
584,160 |
1,024,227 |
+3,094 |
Sep09 |
090421 |
120~315 |
121~145 |
120~270 |
120~270 |
-0~195 |
0 |
33 |
+0 |
Dec09 |
090421 |
120~040 |
120~240 |
120~040 |
120~040 |
-0~200 |
|
|
|
Total Volume and Open Interest |
584,160 |
1,024,260 |
+3,094 |
5-Year T-Notes(CBOT) |
Jun09 |
090421 |
117~118 |
118~019 |
117~076 |
117~084 |
-0~034 |
314,834 |
817,949 |
+1,997 |
Sep09 |
090421 |
116~121 |
117~039 |
116~121 |
117~004 |
-0~035 |
296 |
730 |
+276 |
Dec09 |
090421 |
54~084 |
54~119 |
54~084 |
54~084 |
-0~035 |
|
|
|
Total Volume and Open Interest |
315,130 |
818,679 |
+2,273 |
2 Year T-Notes(CBOT) |
Jun09 |
090421 |
108~080 |
108~080 |
108~073 |
108~073 |
-0~007 |
0 |
490,289 |
-13,275 |
Sep09 |
090421 |
108~014 |
108~020 |
108~014 |
108~014 |
-0~006 |
|
|
|
Dec09 |
090421 |
108~014 |
108~020 |
108~014 |
108~014 |
-0~006 |
|
|
|
Total Volume and Open Interest |
120,744 |
490,289 |
-13,275 |
Eurodollars(CME) |
Jun09 |
090421 |
98.900 |
98.915 |
98.850 |
98.860 |
-0.050 |
194,634 |
1,003,870 |
+16,161 |
Sep09 |
090421 |
98.860 |
98.875 |
98.780 |
98.800 |
-0.060 |
227,503 |
977,213 |
+8,784 |
Dec09 |
090421 |
98.655 |
98.685 |
98.570 |
98.590 |
-0.060 |
204,074 |
698,415 |
-7 |
Mar10 |
090421 |
98.545 |
98.575 |
98.460 |
98.480 |
-0.055 |
205,884 |
671,001 |
-3,001 |
Jun10 |
090421 |
98.340 |
98.385 |
98.265 |
98.280 |
-0.060 |
233,288 |
447,530 |
-6,397 |
Sep10 |
090421 |
98.140 |
98.195 |
98.065 |
98.075 |
-0.070 |
200,358 |
405,675 |
-10,032 |
Dec10 |
090421 |
97.915 |
97.975 |
97.840 |
97.850 |
-0.075 |
141,868 |
449,960 |
+7,510 |
Mar11 |
090421 |
97.765 |
97.810 |
97.670 |
97.680 |
-0.080 |
93,864 |
296,552 |
+3,646 |
Jun11 |
090421 |
97.560 |
97.610 |
97.465 |
97.475 |
-0.080 |
42,394 |
235,116 |
+3,487 |
Sep11 |
090421 |
97.370 |
97.415 |
97.270 |
97.285 |
-0.075 |
37,800 |
149,193 |
-2,718 |
Dec11 |
090421 |
97.165 |
97.210 |
97.075 |
97.085 |
-0.070 |
32,730 |
112,789 |
-144 |
Mar12 |
090421 |
97.050 |
97.095 |
96.955 |
96.970 |
-0.065 |
33,101 |
86,119 |
-943 |
Jun12 |
090421 |
96.935 |
96.970 |
96.840 |
96.850 |
-0.060 |
9,922 |
83,138 |
-523 |
Sep12 |
090421 |
96.825 |
96.880 |
96.745 |
96.750 |
-0.055 |
8,988 |
62,194 |
-74 |
Dec12 |
090421 |
96.710 |
96.760 |
96.630 |
96.635 |
-0.050 |
8,253 |
52,312 |
+67 |
Mar13 |
090421 |
96.670 |
96.720 |
96.590 |
96.595 |
-0.045 |
4,558 |
43,892 |
-502 |
Jun13 |
090421 |
96.590 |
96.645 |
96.520 |
96.525 |
-0.040 |
3,534 |
23,151 |
-647 |
Sep13 |
090421 |
96.525 |
96.575 |
96.455 |
96.460 |
-0.035 |
7,492 |
38,089 |
+3,398 |
Total Volume and Open Interest |
1,739,949 |
6,046,190 |
+30,434 |
30 Day Federal Funds(CBOT) |
Apr09 |
090421 |
99.845 |
99.848 |
99.842 |
99.848 |
+0.003 |
4,672 |
69,303 |
+906 |
May09 |
090421 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
4,842 |
60,101 |
+7 |
Jun09 |
090421 |
99.810 |
99.815 |
99.800 |
99.805 |
unch |
3,310 |
40,710 |
-156 |
Jul09 |
090421 |
99.780 |
99.785 |
99.775 |
99.780 |
unch |
4,099 |
38,627 |
+11 |
Aug09 |
090421 |
99.750 |
99.750 |
99.735 |
99.745 |
unch |
5,210 |
36,116 |
+2,344 |
Sep09 |
090421 |
99.730 |
99.730 |
99.715 |
99.725 |
unch |
3,352 |
30,506 |
+697 |
Total Volume and Open Interest |
60,930 |
428,846 |
+15,892 |
30 Day Fed Funds(e-CBOT) |
Apr09 |
090421 |
99.845 |
99.848 |
99.842 |
99.845 |
+0.003 |
4,672 |
69,303 |
+906 |
May09 |
090421 |
99.815 |
99.820 |
99.810 |
99.810 |
-0.005 |
4,737 |
60,101 |
+7 |
Jun09 |
090421 |
99.810 |
99.815 |
99.800 |
99.805 |
unch |
3,305 |
40,710 |
-156 |
Jul09 |
090421 |
99.780 |
99.785 |
99.775 |
99.780 |
+0.005 |
4,099 |
38,627 |
+11 |
Aug09 |
090421 |
99.750 |
99.750 |
99.735 |
99.745 |
+0.005 |
5,210 |
36,116 |
+2,344 |
Sep09 |
090421 |
99.730 |
99.730 |
99.715 |
99.725 |
+0.005 |
3,352 |
30,506 |
+697 |
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(CME) |
Jun09 |
090421 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.01 |
|
|
|
Sep09 |
090421 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
Dec09 |
090421 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
|
|
|
Mar10 |
090421 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
|
|
|
Jun10 |
090421 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
|
|
|
Sep10 |
090421 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
|
|
|
Dec10 |
090421 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.02 |
|
|
|
Mar11 |
090421 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.01 |
|
|
|
Jun11 |
090421 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.02 |
|
|
|
Sep11 |
090421 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.02 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun09 |
090421 |
99.45 |
99.46 |
99.45 |
99.46 |
+0.01 |
321 |
12,032 |
+88 |
Sep09 |
090421 |
99.50 |
99.50 |
99.49 |
99.49 |
+0.01 |
47 |
4,212 |
+47 |
Dec09 |
090421 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
0 |
2,076 |
+0 |
Mar10 |
090421 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.02 |
100 |
2,013 |
+100 |
Jun10 |
090421 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.02 |
0 |
577 |
+0 |
Sep10 |
090421 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.02 |
0 |
252 |
+0 |
Dec10 |
090421 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.02 |
0 |
252 |
+0 |
Mar11 |
090421 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.02 |
0 |
412 |
+0 |
Total Volume and Open Interest |
468 |
23,583 |
+182 |
Japanese Gov't Bonds(SGX) |
Jun09 |
090421 |
136.86 |
137.14 |
136.85 |
137.04 |
+0.39 |
513 |
10,332 |
+743 |
Sep09 |
090421 |
136.41 |
137.04 |
136.41 |
137.04 |
+0.34 |
|
|
|
Dec09 |
090421 |
137.04 |
137.04 |
137.04 |
137.04 |
+0.34 |
|
|
|
Total Volume and Open Interest |
1,686 |
11,004 |
+334 |
Euro-Bund(EUREX) |
Jun09 |
090420 |
121.78 |
123.04 |
121.72 |
122.89 |
+1.09 |
520,956 |
780,683 |
-3,631 |
Sep09 |
090420 |
122.19 |
122.43 |
122.19 |
122.34 |
+1.07 |
10 |
19,993 |
+5 |
Dec09 |
090420 |
121.89 |
121.89 |
121.89 |
121.89 |
+1.04 |
|
|
|
Total Volume and Open Interest |
520,966 |
800,676 |
-3,626 |
Euro-Bobl(EUREX) |
Jun09 |
090421 |
115.96 |
116.15 |
115.68 |
115.85 |
+0.49 |
354,301 |
703,878 |
+23,935 |
Sep09 |
090421 |
115.90 |
115.90 |
115.90 |
115.90 |
+0.03 |
315 |
25,840 |
-87 |
Dec09 |
090421 |
115.57 |
115.57 |
115.57 |
115.57 |
+0.02 |
|
|
|
Total Volume and Open Interest |
322,726 |
727,889 |
-1,916 |
3-Mth Euribor(EUREX) |
Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
Sep09 |
090420 |
98.615 |
98.645 |
98.605 |
98.645 |
-0.005 |
20 |
8,015 |
+5 |
Dec09 |
090420 |
98.405 |
98.460 |
98.405 |
98.460 |
+0.040 |
400 |
4,440 |
+0 |
Total Volume and Open Interest |
753 |
33,318 |
-40 |
Long Gilt(LIFFE) |
Jun09 |
090421 |
123~13 |
123~25 |
122~06 |
122~17 |
-0~23 |
60,885 |
306,282 |
-1,547 |
Sep09 |
090421 |
124~16 |
124~16 |
124~16 |
124~16 |
-0~23 |
|
|
|
Total Volume and Open Interest |
60,885 |
306,282 |
-1,547 |
3-Mth Short Sterling(LIFFE) |
Jun09 |
090421 |
98.64 |
98.64 |
98.58 |
98.60 |
-0.04 |
39,123 |
288,418 |
+5,527 |
Sep09 |
090421 |
98.59 |
98.61 |
98.52 |
98.55 |
-0.04 |
49,010 |
300,407 |
+7,231 |
Dec09 |
090421 |
98.32 |
98.35 |
98.23 |
98.27 |
-0.04 |
49,064 |
280,785 |
+1,577 |
Mar10 |
090421 |
98.09 |
98.14 |
98.00 |
98.04 |
-0.03 |
67,737 |
294,528 |
+3,209 |
Jun10 |
090421 |
97.77 |
97.82 |
97.69 |
97.73 |
-0.03 |
59,561 |
211,035 |
+6,395 |
Sep10 |
090421 |
97.48 |
97.53 |
97.39 |
97.44 |
-0.02 |
48,554 |
204,188 |
+903 |
Total Volume and Open Interest |
369,403 |
1,897,046 |
+32,146 |
3-Mth Euribor(LIFFE) |
Jun09 |
090421 |
98.670 |
98.680 |
98.650 |
98.665 |
-0.010 |
129,366 |
654,672 |
-11,904 |
Sep09 |
090421 |
98.645 |
98.660 |
98.605 |
98.630 |
-0.015 |
117,400 |
557,067 |
+6,951 |
Dec09 |
090421 |
98.450 |
98.475 |
98.400 |
98.430 |
-0.020 |
110,449 |
485,411 |
+2,110 |
Total Volume and Open Interest |
731,918 |
3,324,818 |
+7,544 |
3-Mth Aus T-Bills(SFE) |
Jun09 |
090421 |
97.09 |
97.14 |
97.08 |
97.12 |
+0.02 |
11,265 |
290,640 |
-3,280 |
Sep09 |
090421 |
97.18 |
97.26 |
97.17 |
97.24 |
+0.05 |
5,677 |
204,559 |
-1,550 |
Dec09 |
090421 |
97.02 |
97.12 |
97.01 |
97.11 |
+0.08 |
3,103 |
107,594 |
+777 |
Mar10 |
090421 |
96.65 |
96.78 |
96.64 |
96.77 |
+0.12 |
3,735 |
81,564 |
+1,294 |
Jun10 |
090421 |
96.20 |
96.35 |
96.20 |
96.35 |
+0.14 |
3,109 |
62,934 |
+1,627 |
Sep10 |
090421 |
95.80 |
95.96 |
95.79 |
95.95 |
+0.15 |
572 |
35,944 |
-1,906 |
Dec10 |
090421 |
95.45 |
95.62 |
95.44 |
95.62 |
+0.17 |
1,143 |
22,877 |
+936 |
Mar11 |
090421 |
95.15 |
95.32 |
95.14 |
95.32 |
+0.17 |
571 |
11,797 |
+321 |
Jun11 |
090421 |
94.95 |
95.05 |
94.95 |
95.05 |
+0.15 |
34 |
2,554 |
+34 |
Sep11 |
090421 |
94.85 |
94.85 |
94.85 |
94.85 |
+0.13 |
0 |
443 |
+0 |
Total Volume and Open Interest |
29,209 |
821,115 |
-1,747 |
10-Year Aus T-Bonds(SFE) |
Jun09 |
090421 |
95.40 |
95.68 |
95.40 |
95.63 |
+0.23 |
22,134 |
0 |
-290,346 |
Sep09 |
090421 |
95.63 |
95.63 |
95.63 |
95.63 |
+0.23 |
|
|
|
Total Volume and Open Interest |
23,786 |
282,055 |
-2,083 |
3-Year Aus T-Bonds(SFE) |
Jun09 |
090421 |
96.43 |
96.55 |
96.42 |
96.53 |
+0.19 |
49,644 |
451,112 |
+3,944 |
Sep09 |
090421 |
96.53 |
96.53 |
96.53 |
96.53 |
+0.19 |
|
|
|
Total Volume and Open Interest |
49,644 |
451,112 |
+3,944 |
Gold(CMX) |
Apr09 |
090421 |
886.9 |
895.1 |
880.7 |
882.1 |
-4.9 |
212 |
1,367 |
-235 |
Jun09 |
090421 |
886.5 |
896.4 |
879.5 |
882.7 |
-4.8 |
75,752 |
238,355 |
-523 |
Aug09 |
090421 |
888.1 |
898.1 |
882.0 |
884.4 |
-4.7 |
1,142 |
22,168 |
-192 |
Oct09 |
090421 |
891.4 |
896.8 |
885.0 |
885.8 |
-4.7 |
2,173 |
7,835 |
-1,410 |
Dec09 |
090421 |
891.2 |
901.0 |
885.0 |
887.3 |
-4.7 |
941 |
24,406 |
+70 |
Feb10 |
090421 |
895.0 |
898.0 |
887.7 |
888.9 |
-4.7 |
845 |
4,685 |
+430 |
Apr10 |
090421 |
891.5 |
891.5 |
890.7 |
890.7 |
-4.6 |
76 |
4,434 |
-51 |
Jun10 |
090421 |
892.6 |
892.6 |
892.6 |
892.6 |
-4.5 |
1,591 |
6,024 |
+1,414 |
Aug10 |
090421 |
894.6 |
894.6 |
894.6 |
894.6 |
-4.5 |
0 |
476 |
+0 |
Oct10 |
090421 |
896.8 |
896.8 |
896.8 |
896.8 |
-4.4 |
1 |
2 |
+1 |
Dec10 |
090421 |
901.3 |
901.3 |
898.2 |
899.1 |
-4.3 |
229 |
8,144 |
+7 |
Feb11 |
090421 |
901.6 |
901.6 |
901.6 |
901.6 |
-4.2 |
0 |
12 |
+0 |
Total Volume and Open Interest |
83,775 |
338,707 |
-1,050 |
Silver(CMX) |
May09 |
090421 |
1205.5 |
1223.5 |
1186.5 |
1206.0 |
-4.5 |
20,487 |
34,832 |
-281 |
Jul09 |
090421 |
1212.5 |
1225.5 |
1188.5 |
1208.5 |
-4.5 |
5,705 |
28,103 |
+416 |
Sep09 |
090421 |
1206.5 |
1209.9 |
1198.0 |
1209.9 |
-4.4 |
321 |
5,330 |
+197 |
Dec09 |
090421 |
1220.0 |
1225.0 |
1196.5 |
1211.6 |
-4.3 |
333 |
12,071 |
+33 |
Mar10 |
090421 |
1212.9 |
1212.9 |
1212.9 |
1212.9 |
-4.3 |
242 |
5,590 |
+128 |
May10 |
090421 |
1213.9 |
1213.9 |
1213.9 |
1213.9 |
-4.3 |
92 |
247 |
+79 |
Jul10 |
090421 |
1222.0 |
1222.0 |
1215.0 |
1215.0 |
-4.3 |
4 |
3,411 |
+0 |
Total Volume and Open Interest |
27,348 |
95,543 |
+618 |
Platinum(NYMEX) |
Apr09 |
090421 |
1162.3 |
1162.3 |
1150.0 |
1151.6 |
-9.5 |
0 |
56 |
-1 |
Jul09 |
090421 |
1167.1 |
1176.8 |
1152.5 |
1157.6 |
-9.5 |
834 |
20,125 |
-254 |
Oct09 |
090421 |
1159.2 |
1167.9 |
1159.2 |
1163.1 |
-9.5 |
10 |
323 |
+8 |
Jan10 |
090421 |
1164.6 |
1164.6 |
1164.6 |
1164.6 |
-9.5 |
0 |
1 |
+0 |
Total Volume and Open Interest |
844 |
20,505 |
-247 |
Palladium(NYMEX) |
Jun09 |
090421 |
226.00 |
230.25 |
221.00 |
222.15 |
-3.85 |
233 |
14,748 |
-21 |
Sep09 |
090421 |
229.10 |
229.60 |
222.00 |
223.40 |
-3.50 |
19 |
139 |
-6 |
Dec09 |
090421 |
224.65 |
224.65 |
224.65 |
224.65 |
-3.50 |
6 |
15 |
+2 |
Total Volume and Open Interest |
258 |
14,902 |
-25 |
Copper(CMX) |
May09 |
090421 |
208.60 |
210.20 |
200.30 |
208.70 |
-1.65 |
16,670 |
22,123 |
-4,310 |
Jul09 |
090421 |
209.25 |
210.20 |
200.45 |
208.00 |
-2.50 |
11,732 |
58,763 |
+1,736 |
Sep09 |
090421 |
207.00 |
207.60 |
200.10 |
207.50 |
-2.70 |
1,895 |
10,282 |
+993 |
Dec09 |
090421 |
209.20 |
209.20 |
202.00 |
207.20 |
-3.00 |
547 |
3,267 |
+53 |
Mar10 |
090421 |
205.00 |
206.60 |
202.00 |
206.60 |
-3.30 |
151 |
630 |
-13 |
Total Volume and Open Interest |
32,539 |
104,189 |
-1,621 |
Aluminum(CMX) |
Apr09 |
090421 |
0.66 |
0.66 |
0.66 |
0.66 |
unch |
|
|
|
May09 |
090421 |
0.67 |
0.67 |
0.67 |
0.67 |
+0.01 |
|
|
|
Jun09 |
090421 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
Jul09 |
090421 |
0.68 |
0.68 |
0.68 |
0.68 |
+0.01 |
|
|
|
Aug09 |
080724 |
143.35 |
143.35 |
143.35 |
143.35 |
unch |
|
|
|
Sep09 |
080724 |
143.85 |
143.85 |
143.85 |
143.85 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Jun09 |
090421 |
7819 |
7930 |
7734 |
7923 |
+103 |
1,844 |
8,914 |
-261 |
Sep09 |
090421 |
7734 |
7869 |
7734 |
7869 |
+101 |
2 |
635 |
+0 |
Dec09 |
090421 |
7836 |
7836 |
7733 |
7836 |
+103 |
|
|
|
Mar10 |
090421 |
7793 |
7793 |
7690 |
7793 |
+103 |
|
|
|
Total Volume and Open Interest |
1,846 |
9,549 |
-261 |
S & P 500(CME) |
Jun09 |
090421 |
832.50 |
848.50 |
823.10 |
847.70 |
+14.80 |
20,909 |
429,731 |
+16 |
Sep09 |
090421 |
820.00 |
844.10 |
820.00 |
844.10 |
+14.90 |
1,651 |
4,445 |
+1,660 |
Dec09 |
090421 |
841.30 |
841.30 |
817.40 |
841.30 |
+14.90 |
0 |
821 |
+0 |
Mar10 |
090421 |
838.90 |
838.90 |
815.00 |
838.90 |
+14.90 |
0 |
130 |
+0 |
Total Volume and Open Interest |
22,560 |
435,129 |
+1,676 |
S & P 500 E-Mini(Globex) |
Jun09 |
090421 |
831.50 |
848.75 |
823.00 |
847.75 |
+14.75 |
1,873,990 |
2,441,033 |
-18,525 |
Sep09 |
090421 |
829.75 |
844.75 |
819.75 |
844.00 |
+14.75 |
7,987 |
20,295 |
+6,448 |
Total Volume and Open Interest |
1,881,981 |
2,461,376 |
-12,077 |
NASDAQ 100(CME) |
Jun09 |
090421 |
1315.50 |
1331.00 |
1300.30 |
1328.00 |
+14.50 |
1,663 |
21,515 |
+211 |
Sep09 |
090421 |
1327.30 |
1328.80 |
1327.30 |
1327.30 |
+14.50 |
|
|
|
Dec09 |
090421 |
1330.30 |
1331.80 |
1330.30 |
1330.30 |
+14.50 |
|
|
|
Total Volume and Open Interest |
1,663 |
21,515 |
+211 |
NASDAQ 100 E-Mini(Globex) |
Jun09 |
090421 |
1313.00 |
1330.00 |
1299.80 |
1328.00 |
+14.50 |
247,517 |
256,560 |
-2,836 |
Sep09 |
090421 |
1317.80 |
1328.30 |
1299.80 |
1327.30 |
+14.50 |
27 |
917 |
-1 |
Total Volume and Open Interest |
247,544 |
257,492 |
-2,837 |
S & P Midcap 400(CME) |
Jun09 |
090421 |
516.00 |
534.50 |
515.00 |
533.60 |
+10.40 |
165 |
4,670 |
+149 |
Sep09 |
090421 |
531.60 |
531.60 |
531.20 |
531.60 |
+10.40 |
|
|
|
Dec09 |
090421 |
529.60 |
529.60 |
529.20 |
529.60 |
+10.40 |
|
|
|
Total Volume and Open Interest |
165 |
4,670 |
+149 |
Russell 2000(CME) |
Jun09 |
090421 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
20 |
5,786 |
+2 |
Sep09 |
090421 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,736 |
+0 |
Dec09 |
090421 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,151 |
+0 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun09 |
090421 |
8695 |
8770 |
8615 |
8740 |
-195 |
95,980 |
161,901 |
+2,111 |
Sep09 |
090421 |
8675 |
8745 |
8665 |
8745 |
-195 |
4 |
456 |
+0 |
Total Volume and Open Interest |
96,167 |
161,678 |
-2,079 |
Nikkei 225(SGX) |
Jun09 |
090421 |
8695 |
8770 |
8615 |
8740 |
-195 |
95,980 |
161,901 |
+2,111 |
Sep09 |
090421 |
8675 |
8745 |
8665 |
8745 |
-195 |
4 |
456 |
+0 |
Dec09 |
090421 |
8695 |
8695 |
8695 |
8695 |
-195 |
0 |
277 |
+0 |
Total Volume and Open Interest |
96,167 |
161,678 |
-2,079 |
CAC 40(EURONEXT) |
May09 |
090421 |
2919.5 |
2951.0 |
2845.5 |
2922.5 |
+9.5 |
151,718 |
348,522 |
+35,207 |
Jun09 |
090421 |
2864.5 |
2898.0 |
2800.0 |
2872.0 |
+9.0 |
214 |
41,470 |
+79 |
Jul09 |
090421 |
2871.0 |
2871.0 |
2871.0 |
2871.0 |
+9.5 |
|
|
|
Total Volume and Open Interest |
151,936 |
392,992 |
|
Hang Seng Index(HKFE) |
Apr09 |
090421 |
15104 |
15344 |
15060 |
15237 |
-447 |
78,734 |
86,493 |
-277 |
May09 |
090421 |
14900 |
15132 |
14855 |
15035 |
-447 |
1,282 |
4,257 |
+1,247 |
Jun09 |
090421 |
14836 |
15053 |
14820 |
14965 |
-440 |
131 |
2,703 |
-43 |
Total Volume and Open Interest |
80,153 |
94,179 |
+963 |
DAX(EUREX) |
Jun09 |
090421 |
4513.0 |
4558.0 |
4399.0 |
4511.0 |
+12.0 |
177,122 |
145,787 |
+5,950 |
Sep09 |
090421 |
4515.0 |
4559.5 |
4413.0 |
4519.0 |
+12.0 |
337 |
6,521 |
+120 |
Dec09 |
090421 |
4520.0 |
4569.5 |
4425.0 |
4530.5 |
+11.0 |
123 |
2,176 |
+89 |
Total Volume and Open Interest |
177,582 |
154,484 |
+6,159 |
FT-SE 100(EURONEXT) |
Jun09 |
090421 |
3948.50 |
3993.50 |
3845.00 |
3939.50 |
+1.00 |
108,338 |
720,627 |
+8,510 |
Sep09 |
090421 |
3918.50 |
3947.00 |
3818.00 |
3905.00 |
+1.00 |
66 |
893 |
+1 |
Dec09 |
090421 |
3886.00 |
3886.00 |
3823.00 |
3880.50 |
+1.00 |
15 |
1,192 |
+15 |
Total Volume and Open Interest |
108,419 |
722,712 |
+8,526 |
SPI 200(SFE) |
Jun09 |
090421 |
3770.0 |
3776.0 |
3659.0 |
3671.0 |
-94.0 |
18,706 |
286,877 |
-1,590 |
Sep09 |
090421 |
3710.0 |
3710.0 |
3636.0 |
3636.0 |
-92.0 |
40 |
2,159 |
+36 |
Dec09 |
090421 |
3629.0 |
3629.0 |
3629.0 |
3629.0 |
-92.0 |
128 |
2,623 |
+32 |
Total Volume and Open Interest |
18,875 |
293,215 |
-1,762 |
GSCI(CME) |
May09 |
090421 |
355.50 |
360.50 |
348.00 |
358.00 |
+1.75 |
336 |
15,329 |
+169 |
Jun09 |
090421 |
360.00 |
369.00 |
359.00 |
367.00 |
+1.50 |
0 |
4 |
+0 |
Jul09 |
090421 |
370.00 |
376.50 |
367.00 |
374.50 |
+1.00 |
|
|
|
Total Volume and Open Interest |
336 |
15,333 |
+169 |
Reuters CCI(ICE) |
Jun09 |
090421 |
218.40 |
218.40 |
218.40 |
218.40 |
+1.00 |
0 |
50 |
+0 |
Aug09 |
090421 |
385.00 |
385.00 |
385.00 |
385.00 |
+2.00 |
0 |
420 |
+0 |
Nov09 |
090421 |
397.00 |
397.00 |
397.00 |
397.00 |
+2.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
0 |
101 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|