|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed April 22, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May09 |
090422 |
1041.00 |
1051.00 |
1035.25 |
1046.00 |
+8.00 |
72,949 |
78,594 |
-3,667 |
| Jul09 |
090422 |
1035.25 |
1045.00 |
1029.25 |
1039.00 |
+6.00 |
79,269 |
152,508 |
+8,735 |
| Aug09 |
090422 |
1020.25 |
1021.75 |
1010.25 |
1015.00 |
+2.00 |
1,326 |
5,483 |
+482 |
| Sep09 |
090422 |
970.50 |
978.00 |
962.00 |
967.50 |
-3.50 |
1,694 |
8,210 |
-153 |
| Nov09 |
090422 |
932.50 |
938.00 |
918.25 |
924.00 |
-7.00 |
21,385 |
105,158 |
-1,022 |
| Jan10 |
090422 |
937.00 |
944.25 |
925.00 |
929.00 |
-8.00 |
593 |
6,290 |
+112 |
| Mar10 |
090422 |
947.00 |
947.00 |
931.50 |
931.50 |
-10.50 |
318 |
2,924 |
-18 |
| Total Volume and Open Interest |
178,238 |
373,702 |
+4,561 |
| Soybean Meal(CBOT) |
| May09 |
090422 |
325.50 |
330.00 |
324.30 |
329.80 |
+4.50 |
29,251 |
32,504 |
-3,408 |
| Jul09 |
090422 |
319.60 |
322.60 |
317.80 |
322.60 |
+3.30 |
23,051 |
51,982 |
+4,966 |
| Aug09 |
090422 |
310.20 |
311.90 |
307.90 |
311.90 |
+1.90 |
1,228 |
6,248 |
+67 |
| Sep09 |
090422 |
292.70 |
294.80 |
290.50 |
294.40 |
+0.90 |
1,132 |
7,870 |
-15 |
| Oct09 |
090422 |
271.80 |
273.70 |
269.50 |
271.30 |
-1.80 |
1,096 |
6,885 |
+259 |
| Dec09 |
090422 |
270.40 |
271.20 |
265.00 |
268.60 |
-1.70 |
4,044 |
20,312 |
-618 |
| Jan10 |
090422 |
267.80 |
269.70 |
265.00 |
267.10 |
-2.70 |
177 |
1,476 |
+108 |
| Mar10 |
090422 |
269.80 |
270.80 |
264.50 |
267.60 |
-2.70 |
117 |
1,436 |
+49 |
| Total Volume and Open Interest |
60,125 |
130,309 |
+1,407 |
| Soybean Oil(CBOT) |
| May09 |
090422 |
36.20 |
36.49 |
35.94 |
36.09 |
-0.04 |
28,980 |
46,290 |
-3,931 |
| Jul09 |
090422 |
36.42 |
36.79 |
36.24 |
36.38 |
-0.05 |
27,705 |
99,470 |
+1,997 |
| Aug09 |
090422 |
36.64 |
36.91 |
36.50 |
36.54 |
-0.05 |
948 |
13,631 |
+230 |
| Sep09 |
090422 |
36.96 |
37.04 |
36.60 |
36.68 |
-0.05 |
725 |
8,728 |
-110 |
| Oct09 |
090422 |
36.96 |
37.17 |
36.78 |
36.80 |
-0.06 |
1,135 |
4,614 |
+26 |
| Dec09 |
090422 |
37.10 |
37.50 |
37.00 |
37.11 |
-0.06 |
3,146 |
30,495 |
+146 |
| Jan10 |
090422 |
37.76 |
37.76 |
37.28 |
37.33 |
-0.07 |
107 |
828 |
+6 |
| Mar10 |
090422 |
37.58 |
37.67 |
37.58 |
37.58 |
-0.09 |
88 |
866 |
-52 |
| Total Volume and Open Interest |
62,839 |
211,945 |
-1,688 |
| Canola(WCE) |
| May09 |
090422 |
441.6 |
442.5 |
436.2 |
440.0 |
+0.1 |
3,782 |
14,534 |
-1,308 |
| Jul09 |
090422 |
443.4 |
445.1 |
440.8 |
442.7 |
+0.3 |
5,758 |
62,935 |
+433 |
| Nov09 |
090422 |
443.4 |
446.5 |
442.9 |
444.0 |
+0.1 |
623 |
24,298 |
+426 |
| Jan10 |
090422 |
447.4 |
448.1 |
447.3 |
448.1 |
+0.1 |
0 |
1,163 |
+0 |
| Mar10 |
090422 |
451.1 |
451.1 |
450.1 |
450.1 |
unch |
2 |
693 |
+2 |
| Total Volume and Open Interest |
10,165 |
104,195 |
-447 |
| Corn(CBOT) |
| May09 |
090422 |
374.50 |
378.25 |
370.00 |
373.50 |
-0.50 |
112,679 |
148,026 |
-16,423 |
| Jul09 |
090422 |
383.50 |
387.25 |
378.75 |
382.50 |
-0.50 |
91,740 |
304,923 |
+4,105 |
| Sep09 |
090422 |
393.00 |
396.25 |
389.00 |
392.25 |
-0.25 |
26,672 |
85,684 |
+618 |
| Dec09 |
090422 |
403.75 |
407.50 |
399.50 |
403.25 |
-0.25 |
40,818 |
212,464 |
+3,135 |
| Mar10 |
090422 |
415.50 |
419.50 |
412.00 |
415.25 |
-0.25 |
2,191 |
27,932 |
+137 |
| May10 |
090422 |
423.75 |
425.25 |
422.50 |
423.25 |
-0.25 |
319 |
5,128 |
+56 |
| Total Volume and Open Interest |
275,855 |
830,632 |
-8,294 |
| Wheat(CBOT) |
| May09 |
090422 |
510.50 |
518.00 |
509.25 |
516.75 |
+7.25 |
41,485 |
49,905 |
-5,079 |
| Jul09 |
090422 |
521.00 |
529.25 |
520.25 |
528.00 |
+7.25 |
40,448 |
152,887 |
+1,040 |
| Sep09 |
090422 |
549.25 |
556.00 |
549.25 |
555.25 |
+7.75 |
6,686 |
43,249 |
+325 |
| Dec09 |
090422 |
571.00 |
579.75 |
571.00 |
578.25 |
+7.25 |
6,905 |
53,485 |
+141 |
| Mar10 |
090422 |
592.75 |
595.00 |
586.75 |
593.75 |
+7.00 |
154 |
2,716 |
+24 |
| Total Volume and Open Interest |
96,041 |
313,869 |
-3,477 |
| Wheat(KCBT) |
| May09 |
090422 |
563.00 |
571.25 |
562.25 |
569.50 |
+6.25 |
7,626 |
12,805 |
-608 |
| Jul09 |
090422 |
572.25 |
587.50 |
571.75 |
578.50 |
+6.25 |
6,900 |
38,967 |
+350 |
| Sep09 |
090422 |
584.00 |
591.00 |
582.25 |
588.00 |
+6.75 |
551 |
9,252 |
-51 |
| Dec09 |
090422 |
602.75 |
606.75 |
600.00 |
603.25 |
+6.00 |
1,403 |
19,174 |
-251 |
| Mar10 |
090422 |
615.75 |
619.25 |
612.00 |
615.25 |
+6.00 |
49 |
715 |
+3 |
| Total Volume and Open Interest |
16,569 |
83,068 |
-559 |
| Wheat(MGE) |
| May09 |
090422 |
635.00 |
655.50 |
635.00 |
653.50 |
+20.00 |
1,350 |
4,881 |
-233 |
| Jul09 |
090422 |
623.25 |
641.75 |
623.25 |
639.50 |
+17.00 |
2,339 |
11,769 |
+66 |
| Sep09 |
090422 |
625.00 |
637.00 |
623.50 |
636.25 |
+14.75 |
395 |
6,821 |
+57 |
| Dec09 |
090422 |
632.25 |
644.00 |
631.25 |
642.50 |
+14.00 |
506 |
4,374 |
+80 |
| Mar10 |
090422 |
644.25 |
650.75 |
643.25 |
650.00 |
+12.25 |
32 |
515 |
+0 |
| Total Volume and Open Interest |
4,637 |
28,541 |
-19 |
| Oats(CBOT) |
| May09 |
090422 |
184.25 |
186.00 |
178.75 |
182.25 |
-2.00 |
571 |
3,975 |
-261 |
| Jul09 |
090422 |
193.50 |
194.50 |
187.75 |
191.00 |
-2.00 |
567 |
6,960 |
+170 |
| Sep09 |
090422 |
200.00 |
202.00 |
200.00 |
200.00 |
-2.00 |
1 |
32 |
+1 |
| Dec09 |
090422 |
214.00 |
216.25 |
211.00 |
214.25 |
-2.00 |
46 |
4,851 |
+27 |
| Total Volume and Open Interest |
1,186 |
15,834 |
-63 |
| Rough Rice(CBOT) |
| May09 |
090422 |
12.84 |
13.02 |
12.78 |
12.82 |
-0.06 |
465 |
1,982 |
-50 |
| Jul09 |
090422 |
12.93 |
13.15 |
12.90 |
12.97 |
-0.02 |
530 |
2,393 |
+90 |
| Sep09 |
090422 |
12.38 |
12.39 |
12.27 |
12.27 |
-0.11 |
32 |
1,418 |
-3 |
| Nov09 |
090422 |
12.36 |
12.44 |
12.34 |
12.34 |
-0.06 |
51 |
1,467 |
+9 |
| Total Volume and Open Interest |
1,080 |
7,751 |
+48 |
| Live Cattle(CME) |
| Apr09 |
090422 |
88.180 |
88.250 |
87.300 |
87.580 |
-0.400 |
3,137 |
8,216 |
-1,065 |
| Jun09 |
090422 |
83.385 |
83.500 |
82.730 |
83.150 |
-0.135 |
20,106 |
93,743 |
+694 |
| Aug09 |
090422 |
83.800 |
83.800 |
83.050 |
83.330 |
-0.220 |
7,699 |
54,844 |
-65 |
| Oct09 |
090422 |
87.830 |
87.850 |
87.300 |
87.400 |
-0.280 |
2,713 |
31,402 |
-415 |
| Dec09 |
090422 |
89.680 |
89.885 |
89.300 |
89.535 |
-0.145 |
409 |
11,653 |
+26 |
| Feb10 |
090422 |
90.800 |
91.100 |
90.330 |
90.850 |
+0.215 |
378 |
4,632 |
+225 |
| Total Volume and Open Interest |
34,524 |
205,551 |
-569 |
| Feeder Cattle(CME) |
| Apr09 |
090422 |
99.750 |
99.850 |
99.135 |
99.580 |
+0.080 |
1,505 |
1,495 |
+63 |
| May09 |
090422 |
99.930 |
99.930 |
98.800 |
99.400 |
+0.115 |
2,184 |
5,282 |
-378 |
| Aug09 |
090422 |
101.600 |
101.600 |
100.135 |
101.080 |
-0.220 |
1,044 |
9,340 |
+205 |
| Sep09 |
090422 |
101.680 |
101.700 |
100.480 |
101.285 |
-0.195 |
112 |
1,490 |
+33 |
| Oct09 |
090422 |
101.750 |
101.750 |
100.600 |
101.250 |
-0.300 |
90 |
1,421 |
+36 |
| Nov09 |
090422 |
101.330 |
101.550 |
100.700 |
101.300 |
-0.250 |
37 |
416 |
+12 |
| Jan10 |
090422 |
100.000 |
100.100 |
99.950 |
100.100 |
unch |
0 |
22 |
+0 |
| Total Volume and Open Interest |
4,972 |
19,468 |
-29 |
| Lean Hogs(CME) |
| May09 |
090422 |
71.000 |
71.250 |
69.600 |
70.650 |
-0.430 |
791 |
6,259 |
-116 |
| Jun09 |
090422 |
72.850 |
73.000 |
71.330 |
72.385 |
-0.015 |
11,269 |
58,644 |
+527 |
| Jul09 |
090422 |
74.200 |
74.200 |
72.650 |
73.475 |
-0.275 |
1,740 |
18,966 |
-15 |
| Aug09 |
090422 |
74.500 |
74.650 |
72.950 |
73.680 |
-0.370 |
2,082 |
26,565 |
+100 |
| Oct09 |
090422 |
67.150 |
67.200 |
65.700 |
66.250 |
-0.475 |
1,509 |
15,026 |
+689 |
| Dec09 |
090422 |
65.975 |
65.975 |
64.500 |
65.050 |
-0.175 |
187 |
5,223 |
+74 |
| Feb10 |
090422 |
68.500 |
68.500 |
67.650 |
68.150 |
-0.300 |
9 |
1,244 |
-4 |
| Apr10 |
090422 |
70.580 |
70.950 |
70.500 |
70.950 |
-0.025 |
41 |
599 |
+37 |
| Total Volume and Open Interest |
17,628 |
132,765 |
+1,292 |
| Pork Bellies(CME) |
| May09 |
090422 |
82.635 |
84.500 |
81.750 |
82.600 |
+0.875 |
165 |
435 |
-27 |
| Jul09 |
090422 |
82.900 |
84.750 |
82.500 |
83.750 |
+1.250 |
167 |
340 |
+60 |
| Aug09 |
090422 |
82.750 |
82.750 |
81.000 |
81.000 |
+0.250 |
5 |
70 |
+1 |
| Feb10 |
090422 |
93.400 |
93.400 |
93.000 |
93.000 |
+0.050 |
0 |
5 |
+0 |
| Mar10 |
090422 |
93.500 |
93.500 |
93.500 |
93.500 |
+0.050 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
337 |
855 |
+34 |
| Class III Milk(CME) |
| Apr09 |
090422 |
10.81 |
10.83 |
10.76 |
10.76 |
unch |
26 |
4,488 |
-2 |
| May09 |
090422 |
10.40 |
10.50 |
10.26 |
10.32 |
-0.06 |
179 |
4,536 |
+65 |
| Jun09 |
090422 |
11.65 |
11.95 |
11.44 |
11.65 |
+0.02 |
118 |
4,484 |
+51 |
| Jul09 |
090422 |
13.00 |
13.30 |
12.85 |
13.07 |
+0.12 |
115 |
3,067 |
+2 |
| Aug09 |
090422 |
14.25 |
14.51 |
14.18 |
14.36 |
+0.16 |
80 |
2,902 |
-2 |
| Total Volume and Open Interest |
593 |
30,475 |
+146 |
| Cocoa(ICE) |
| May09 |
090422 |
2360 |
2373 |
2356 |
2370 |
-40 |
187 |
587 |
-652 |
| Jul09 |
090422 |
2412 |
2424 |
2375 |
2390 |
-39 |
3,900 |
53,878 |
-657 |
| Sep09 |
090422 |
2405 |
2423 |
2380 |
2394 |
-39 |
685 |
24,304 |
-63 |
| Dec09 |
090422 |
2425 |
2437 |
2406 |
2410 |
-39 |
352 |
14,833 |
-91 |
| Mar10 |
090422 |
2429 |
2444 |
2416 |
2418 |
-37 |
102 |
9,449 |
-17 |
| May10 |
090422 |
2415 |
2433 |
2415 |
2416 |
-40 |
0 |
2,182 |
+0 |
| Jul10 |
090422 |
2418 |
2431 |
2418 |
2418 |
-45 |
0 |
2,320 |
+0 |
| Total Volume and Open Interest |
5,227 |
110,233 |
-690 |
| Coffee "C"(ICE) |
| May09 |
090422 |
112.45 |
117.50 |
111.40 |
116.95 |
+4.70 |
5,893 |
13,733 |
-3,358 |
| Jul09 |
090422 |
114.30 |
119.00 |
112.85 |
117.75 |
+3.40 |
9,979 |
68,118 |
+1,353 |
| Sep09 |
090422 |
116.70 |
121.15 |
115.00 |
119.90 |
+3.35 |
1,196 |
25,139 |
+265 |
| Dec09 |
090422 |
118.75 |
124.00 |
117.95 |
122.65 |
+3.10 |
518 |
13,980 |
-11 |
| Mar10 |
090422 |
121.70 |
126.10 |
120.95 |
125.40 |
+2.95 |
441 |
9,108 |
+66 |
| May10 |
090422 |
123.40 |
128.00 |
123.40 |
127.40 |
+2.75 |
170 |
2,540 |
+93 |
| Total Volume and Open Interest |
18,242 |
134,323 |
-1,559 |
| Orange Juice(ICE) |
| May09 |
090422 |
80.20 |
80.40 |
78.60 |
79.30 |
-1.15 |
1,755 |
7,940 |
-1,492 |
| Jul09 |
090422 |
83.55 |
83.80 |
81.80 |
82.80 |
-0.80 |
1,787 |
15,303 |
+1,154 |
| Sep09 |
090422 |
86.75 |
86.75 |
85.50 |
86.20 |
-0.75 |
37 |
3,165 |
-10 |
| Nov09 |
090422 |
90.00 |
90.00 |
89.25 |
89.70 |
-0.75 |
1 |
1,322 |
+1 |
| Jan10 |
090422 |
92.70 |
92.70 |
92.70 |
92.70 |
-0.65 |
0 |
174 |
+0 |
| Mar10 |
090422 |
94.95 |
94.95 |
94.95 |
94.95 |
-0.65 |
0 |
85 |
+0 |
| Total Volume and Open Interest |
3,580 |
28,218 |
-347 |
| Sugar #11(ICE) |
| May09 |
090422 |
13.09 |
13.33 |
13.03 |
13.22 |
+0.16 |
22,546 |
89,633 |
-8,141 |
| Jul09 |
090422 |
13.44 |
13.65 |
13.36 |
13.55 |
+0.12 |
45,080 |
253,492 |
-5,788 |
| Oct09 |
090422 |
14.16 |
14.29 |
14.04 |
14.21 |
+0.07 |
11,738 |
134,680 |
-226 |
| Mar10 |
090422 |
14.88 |
14.99 |
14.79 |
14.93 |
+0.02 |
5,020 |
86,587 |
-1,248 |
| May10 |
090422 |
14.69 |
14.77 |
14.63 |
14.74 |
+0.04 |
260 |
23,078 |
-19 |
| Total Volume and Open Interest |
87,733 |
674,994 |
-13,653 |
| Sugar #14(ICE) |
| Jul09 |
090422 |
21.45 |
21.45 |
21.45 |
21.45 |
-0.01 |
1 |
2,190 |
-57 |
| Sep09 |
090422 |
21.80 |
21.80 |
21.80 |
21.80 |
+0.02 |
0 |
2,311 |
+0 |
| Total Volume and Open Interest |
1 |
4,501 |
-57 |
| London Cocoa(LCE) |
| May09 |
090422 |
1792 |
1802 |
1771 |
1792 |
unch |
1,753 |
0 |
+0 |
| Jul09 |
090422 |
1742 |
1757 |
1727 |
1740 |
-5 |
3,166 |
60,962 |
-708 |
| Sep09 |
090422 |
1728 |
1745 |
1720 |
1730 |
-5 |
777 |
25,014 |
-51 |
| Dec09 |
090422 |
1733 |
1743 |
1719 |
1729 |
-4 |
980 |
23,273 |
+23 |
| Mar10 |
090422 |
1719 |
1733 |
1719 |
1727 |
-5 |
817 |
15,525 |
+259 |
| May10 |
090422 |
1742 |
1743 |
1720 |
1727 |
-5 |
181 |
3,194 |
+13 |
| Jul10 |
090422 |
1725 |
1730 |
1725 |
1727 |
-8 |
0 |
583 |
+0 |
| Total Volume and Open Interest |
8,066 |
187,479 |
-914 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090422 |
403.70 |
408.00 |
402.50 |
406.80 |
+5.00 |
1,639 |
40,623 |
+119 |
| Oct09 |
090422 |
403.10 |
406.20 |
402.50 |
405.00 |
+4.00 |
962 |
15,659 |
-512 |
| Dec09 |
090422 |
402.40 |
404.40 |
400.00 |
402.80 |
+2.30 |
312 |
7,359 |
+207 |
| Mar10 |
090422 |
405.70 |
407.40 |
405.00 |
405.30 |
+0.30 |
77 |
4,151 |
+17 |
| May10 |
090422 |
404.30 |
404.30 |
404.30 |
404.30 |
+0.30 |
0 |
538 |
+0 |
| Total Volume and Open Interest |
2,990 |
69,658 |
-169 |
| Cotton(ICE) |
| May09 |
090422 |
48.40 |
49.95 |
48.40 |
49.29 |
-0.54 |
4,422 |
4,251 |
-7,795 |
| Jul09 |
090422 |
51.29 |
51.89 |
50.27 |
50.79 |
-0.51 |
8,353 |
73,839 |
+520 |
| Oct09 |
090422 |
53.36 |
53.36 |
53.33 |
53.33 |
-0.45 |
8 |
485 |
+3 |
| Dec09 |
090422 |
55.12 |
55.99 |
54.65 |
54.93 |
-0.43 |
1,459 |
35,033 |
+140 |
| Mar10 |
090422 |
57.80 |
57.95 |
57.70 |
57.76 |
-0.45 |
13 |
5,053 |
-4 |
| May10 |
090422 |
58.63 |
58.63 |
58.63 |
58.63 |
-0.45 |
0 |
165 |
+0 |
| Total Volume and Open Interest |
14,279 |
121,537 |
-7,131 |
| Lumber(CME) |
| May09 |
090422 |
170.5 |
178.0 |
170.5 |
174.0 |
+3.1 |
656 |
2,031 |
-304 |
| Jul09 |
090422 |
183.5 |
191.9 |
183.1 |
188.7 |
+3.3 |
527 |
3,959 |
+124 |
| Sep09 |
090422 |
195.0 |
201.2 |
194.8 |
195.5 |
+0.3 |
181 |
959 |
+78 |
| Nov09 |
090422 |
190.5 |
193.9 |
189.1 |
191.0 |
+4.7 |
10 |
172 |
+2 |
| Total Volume and Open Interest |
1,377 |
7,156 |
-98 |
| Crude Oil(NYM) |
| Jun09 |
090422 |
48.68 |
49.09 |
47.70 |
48.85 |
+0.30 |
255,098 |
362,971 |
+27,525 |
| Jul09 |
090422 |
50.95 |
51.14 |
49.72 |
50.70 |
+0.09 |
61,548 |
168,186 |
+3,521 |
| Aug09 |
090422 |
52.59 |
52.77 |
51.29 |
52.19 |
-0.03 |
18,405 |
49,906 |
+849 |
| Sep09 |
090422 |
53.40 |
53.69 |
52.54 |
53.49 |
-0.02 |
10,520 |
36,855 |
+1,162 |
| Oct09 |
090422 |
54.26 |
54.60 |
53.84 |
54.58 |
+0.03 |
6,444 |
28,960 |
+77 |
| Nov09 |
090422 |
55.50 |
55.54 |
54.81 |
55.54 |
+0.04 |
3,773 |
24,054 |
+186 |
| Dec09 |
090422 |
56.61 |
56.68 |
55.57 |
56.48 |
+0.06 |
18,258 |
104,310 |
+795 |
| Jan10 |
090422 |
56.73 |
57.40 |
56.45 |
57.31 |
+0.06 |
2,294 |
25,144 |
-133 |
| Feb10 |
090422 |
57.35 |
58.22 |
57.25 |
58.08 |
+0.07 |
951 |
12,778 |
+78 |
| Mar10 |
090422 |
58.35 |
58.81 |
58.04 |
58.81 |
+0.07 |
698 |
13,387 |
+271 |
| Apr10 |
090422 |
59.10 |
59.76 |
59.10 |
59.50 |
+0.07 |
663 |
5,336 |
-62 |
| May10 |
090422 |
60.16 |
60.16 |
60.16 |
60.16 |
+0.07 |
430 |
5,108 |
-191 |
| Jun10 |
090422 |
60.10 |
60.88 |
60.04 |
60.81 |
+0.07 |
1,056 |
26,825 |
-16 |
| Jul10 |
090422 |
61.40 |
61.40 |
61.40 |
61.40 |
+0.07 |
105 |
7,176 |
+1 |
| Aug10 |
090422 |
61.94 |
61.94 |
61.94 |
61.94 |
+0.06 |
33 |
3,746 |
+6 |
| Sep10 |
090422 |
62.47 |
62.47 |
62.47 |
62.47 |
+0.06 |
91 |
6,879 |
-20 |
| Total Volume and Open Interest |
477,600 |
1,167,680 |
+10,529 |
| 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 |
090422 |
48.875 |
49.100 |
47.700 |
48.850 |
+0.300 |
10,468 |
4,787 |
+1,642 |
| Jul09 |
090422 |
50.775 |
50.950 |
49.800 |
50.700 |
+0.100 |
141 |
955 |
+49 |
| Aug09 |
090422 |
52.525 |
52.525 |
51.200 |
52.200 |
-0.025 |
15 |
44 |
+3 |
| Sep09 |
090422 |
52.875 |
53.500 |
52.875 |
53.500 |
unch |
8 |
50 |
+4 |
| Oct09 |
090422 |
54.575 |
54.575 |
54.575 |
54.575 |
+0.025 |
0 |
7 |
+0 |
| Nov09 |
090422 |
55.550 |
55.550 |
55.550 |
55.550 |
+0.050 |
1 |
3 |
+1 |
| Dec09 |
090422 |
56.475 |
56.475 |
56.475 |
56.475 |
+0.050 |
1 |
71 |
+1 |
| Jan10 |
090422 |
57.300 |
57.300 |
57.300 |
57.300 |
+0.050 |
|
|
|
| Total Volume and Open Interest |
10,634 |
5,973 |
+28 |
| Heating Oil(NYM) |
| May09 |
090422 |
134.90 |
135.37 |
131.08 |
132.99 |
-1.79 |
26,485 |
27,985 |
-2,532 |
| Jun09 |
090422 |
136.58 |
137.07 |
132.74 |
134.64 |
-1.94 |
26,976 |
58,982 |
+2,289 |
| Jul09 |
090422 |
139.72 |
139.72 |
135.72 |
137.44 |
-1.90 |
6,608 |
31,185 |
+65 |
| Aug09 |
090422 |
142.67 |
142.67 |
138.74 |
140.44 |
-1.86 |
4,051 |
16,667 |
+169 |
| Sep09 |
090422 |
143.59 |
144.53 |
141.81 |
143.54 |
-1.81 |
3,474 |
15,479 |
+238 |
| Oct09 |
090422 |
146.90 |
147.40 |
144.83 |
146.64 |
-1.71 |
3,744 |
11,967 |
+876 |
| Nov09 |
090422 |
150.32 |
150.32 |
148.65 |
149.74 |
-1.66 |
3,929 |
11,212 |
+64 |
| Dec09 |
090422 |
153.17 |
154.37 |
151.21 |
152.84 |
-1.61 |
7,351 |
26,650 |
+136 |
| Jan10 |
090422 |
156.01 |
156.01 |
154.63 |
155.74 |
-1.56 |
1,486 |
9,251 |
+128 |
| Feb10 |
090422 |
158.04 |
159.34 |
156.38 |
157.79 |
-1.51 |
784 |
6,897 |
-30 |
| Mar10 |
090422 |
159.21 |
160.30 |
157.46 |
158.89 |
-1.41 |
361 |
5,001 |
+125 |
| Apr10 |
090422 |
159.10 |
159.14 |
158.27 |
159.14 |
-1.31 |
96 |
3,869 |
-16 |
| Total Volume and Open Interest |
87,236 |
265,251 |
+1,634 |
| Gasoline(NYMEX) |
| May09 |
090422 |
142.20 |
142.30 |
137.05 |
139.06 |
-2.38 |
26,760 |
31,688 |
-6,233 |
| Jun09 |
090422 |
142.95 |
142.95 |
137.85 |
139.88 |
-2.06 |
30,400 |
68,203 |
+535 |
| Jul09 |
090422 |
143.18 |
143.34 |
138.90 |
141.02 |
-1.60 |
8,921 |
33,585 |
-402 |
| Aug09 |
090422 |
143.90 |
143.90 |
139.97 |
141.99 |
-1.32 |
4,540 |
19,595 |
+1,110 |
| Sep09 |
090422 |
142.56 |
143.50 |
140.59 |
142.38 |
-1.25 |
2,602 |
16,544 |
+662 |
| Oct09 |
090422 |
133.92 |
134.20 |
131.91 |
133.63 |
-1.10 |
1,715 |
13,056 |
+290 |
| Nov09 |
090422 |
134.08 |
134.08 |
134.08 |
134.08 |
-1.00 |
631 |
3,681 |
+39 |
| Dec09 |
090422 |
136.82 |
136.82 |
134.00 |
135.68 |
-0.85 |
1,125 |
10,243 |
+7 |
| Jan10 |
090422 |
137.83 |
138.28 |
137.67 |
138.28 |
-0.85 |
305 |
2,515 |
-11 |
| Feb10 |
090422 |
141.08 |
141.08 |
141.08 |
141.08 |
-0.85 |
29 |
745 |
-1 |
| Total Volume and Open Interest |
77,140 |
209,883 |
-4,107 |
| e-miNY RBOB Gasoline(NYM) |
| May09 |
090422 |
139.06 |
139.06 |
139.06 |
139.06 |
-2.38 |
0 |
3 |
+0 |
| Jun09 |
090422 |
139.88 |
139.88 |
139.88 |
139.88 |
-2.06 |
|
|
|
| Jul09 |
090422 |
141.02 |
141.02 |
141.02 |
141.02 |
-1.60 |
|
|
|
| Aug09 |
090422 |
141.99 |
141.99 |
141.99 |
141.99 |
-1.32 |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Natural Gas(NYM) |
| May09 |
090422 |
3.513 |
3.548 |
3.497 |
3.532 |
+0.021 |
54,406 |
57,915 |
-9,514 |
| Jun09 |
090422 |
3.647 |
3.674 |
3.613 |
3.645 |
+0.010 |
28,178 |
88,888 |
+4,735 |
| Jul09 |
090422 |
3.800 |
3.822 |
3.755 |
3.788 |
+0.001 |
5,119 |
72,635 |
+703 |
| Aug09 |
090422 |
3.925 |
3.925 |
3.880 |
3.914 |
+0.001 |
3,326 |
42,228 |
+1,255 |
| Sep09 |
090422 |
3.999 |
4.003 |
3.959 |
3.991 |
+0.001 |
2,426 |
29,709 |
+780 |
| Oct09 |
090422 |
4.134 |
4.141 |
4.097 |
4.131 |
+0.006 |
4,707 |
44,573 |
+730 |
| Nov09 |
090422 |
4.809 |
4.839 |
4.791 |
4.828 |
+0.007 |
855 |
20,808 |
+151 |
| Dec09 |
090422 |
5.569 |
5.569 |
5.514 |
5.546 |
+0.015 |
1,283 |
33,719 |
-32 |
| Jan10 |
090422 |
5.826 |
5.854 |
5.811 |
5.844 |
+0.024 |
4,731 |
29,565 |
+105 |
| Feb10 |
090422 |
5.840 |
5.884 |
5.838 |
5.874 |
+0.029 |
2,960 |
12,675 |
+240 |
| Mar10 |
090422 |
5.783 |
5.812 |
5.766 |
5.802 |
+0.029 |
3,911 |
26,076 |
+338 |
| Apr10 |
090422 |
5.581 |
5.614 |
5.566 |
5.602 |
+0.029 |
2,009 |
26,511 |
-36 |
| May10 |
090422 |
5.610 |
5.639 |
5.607 |
5.639 |
+0.029 |
290 |
12,850 |
+61 |
| Jun10 |
090422 |
5.735 |
5.761 |
5.735 |
5.754 |
+0.029 |
54 |
7,211 |
-5 |
| Jul10 |
090422 |
5.865 |
5.879 |
5.865 |
5.879 |
+0.029 |
66 |
6,330 |
+18 |
| Aug10 |
090422 |
5.954 |
5.958 |
5.949 |
5.949 |
+0.029 |
71 |
6,566 |
+37 |
| Total Volume and Open Interest |
115,007 |
660,195 |
-368 |
| Brent Crude Oil(ICE) |
| Jun09 |
090422 |
49.82 |
50.32 |
48.85 |
49.81 |
-0.01 |
116,597 |
155,555 |
+219 |
| Jul09 |
090422 |
50.96 |
51.50 |
49.96 |
50.84 |
-0.10 |
49,940 |
112,393 |
-387 |
| Aug09 |
090422 |
52.52 |
52.52 |
51.20 |
51.95 |
-0.16 |
18,501 |
41,831 |
+2,739 |
| Sep09 |
090422 |
53.33 |
53.38 |
52.25 |
52.96 |
-0.17 |
7,314 |
29,423 |
+491 |
| Oct09 |
090422 |
54.33 |
54.37 |
53.23 |
53.96 |
-0.16 |
4,354 |
18,824 |
+763 |
| Nov09 |
090422 |
55.28 |
55.31 |
54.18 |
54.92 |
-0.16 |
3,601 |
16,545 |
+507 |
| Dec09 |
090422 |
56.18 |
56.25 |
55.05 |
55.87 |
-0.14 |
10,905 |
91,072 |
+2,309 |
| Jan10 |
090422 |
56.93 |
57.06 |
56.11 |
56.71 |
-0.13 |
1,308 |
17,556 |
+411 |
| Feb10 |
090422 |
57.88 |
57.88 |
57.39 |
57.53 |
-0.12 |
429 |
7,242 |
+30 |
| Mar10 |
090422 |
58.33 |
58.33 |
58.33 |
58.33 |
-0.10 |
93 |
6,827 |
-31 |
| Apr10 |
090422 |
59.07 |
59.07 |
59.07 |
59.07 |
-0.11 |
81 |
4,161 |
+18 |
| May10 |
090422 |
59.76 |
59.76 |
59.76 |
59.76 |
-0.09 |
307 |
3,299 |
-2 |
| Jun10 |
090422 |
60.08 |
60.60 |
59.60 |
60.39 |
-0.09 |
827 |
14,107 |
+126 |
| Jul10 |
090422 |
60.97 |
60.97 |
60.97 |
60.97 |
-0.09 |
350 |
3,255 |
+24 |
| Total Volume and Open Interest |
218,846 |
645,971 |
+7,873 |
| Gas Oil(ICE) |
| May09 |
090422 |
432.50 |
433.00 |
420.75 |
424.25 |
-4.75 |
38,446 |
69,054 |
+3,227 |
| Jun09 |
090422 |
439.75 |
440.00 |
427.75 |
431.50 |
-4.25 |
34,073 |
76,681 |
+3,034 |
| Jul09 |
090422 |
445.00 |
448.25 |
436.75 |
440.50 |
-3.75 |
11,577 |
38,026 |
+1,533 |
| Aug09 |
090422 |
453.25 |
453.50 |
446.00 |
449.75 |
-3.75 |
4,691 |
29,488 |
+170 |
| Sep09 |
090422 |
464.75 |
464.75 |
456.25 |
459.50 |
-3.25 |
3,661 |
29,927 |
+1,171 |
| Oct09 |
090422 |
470.00 |
471.75 |
465.50 |
468.75 |
-3.00 |
2,410 |
20,418 |
+251 |
| Nov09 |
090422 |
477.00 |
480.00 |
474.25 |
477.25 |
-2.75 |
2,576 |
15,887 |
+408 |
| Dec09 |
090422 |
491.50 |
491.75 |
482.00 |
485.00 |
-3.00 |
4,954 |
51,819 |
+377 |
| Jan10 |
090422 |
498.50 |
500.50 |
492.25 |
494.25 |
-3.00 |
696 |
20,714 |
-475 |
| Feb10 |
090422 |
503.75 |
508.25 |
499.00 |
502.25 |
-3.25 |
434 |
11,992 |
+158 |
| Total Volume and Open Interest |
104,844 |
455,661 |
+9,829 |
| Ethanol(CBOT) |
| Apr09 |
090403 |
1.583 |
1.583 |
1.583 |
1.583 |
-0.011 |
37 |
38 |
-27 |
| May09 |
090422 |
1.536 |
1.545 |
1.536 |
1.542 |
-0.011 |
29 |
317 |
-23 |
| Jun09 |
090422 |
1.565 |
1.565 |
1.555 |
1.555 |
-0.009 |
33 |
619 |
+32 |
| Jul09 |
090422 |
1.574 |
1.574 |
1.565 |
1.567 |
-0.011 |
23 |
597 |
+20 |
| Aug09 |
090422 |
1.571 |
1.575 |
1.571 |
1.575 |
-0.015 |
7 |
128 |
+5 |
| Sep09 |
090422 |
1.583 |
1.583 |
1.583 |
1.583 |
-0.017 |
12 |
251 |
+2 |
| Oct09 |
090422 |
1.590 |
1.590 |
1.590 |
1.590 |
-0.020 |
5 |
317 |
+5 |
| Nov09 |
090422 |
1.600 |
1.600 |
1.600 |
1.600 |
-0.020 |
11 |
380 |
+7 |
| Total Volume and Open Interest |
130 |
4,262 |
+58 |
| US Dollar Index(ICE) |
| Jun09 |
090422 |
86.795 |
87.080 |
86.375 |
86.535 |
-0.355 |
9,443 |
20,569 |
-1,013 |
| Sep09 |
090422 |
86.845 |
86.865 |
86.765 |
86.765 |
-0.475 |
22 |
2,109 |
+3 |
| Dec09 |
090422 |
87.215 |
87.215 |
87.215 |
87.215 |
-0.405 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
9,465 |
22,684 |
-1,010 |
| Australian Dollar(CME) |
| Jun09 |
090422 |
70.73 |
70.94 |
69.76 |
70.84 |
+0.11 |
55,959 |
68,927 |
-2,887 |
| Sep09 |
090422 |
70.23 |
70.56 |
69.47 |
70.51 |
+0.11 |
61 |
469 |
+39 |
| Dec09 |
090422 |
70.21 |
70.21 |
70.10 |
70.21 |
+0.11 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
56,020 |
69,429 |
-2,848 |
| British Pound(CME) |
| Jun09 |
090422 |
146.68 |
146.87 |
143.97 |
145.03 |
-1.62 |
79,020 |
84,429 |
+2,966 |
| Sep09 |
090422 |
145.45 |
146.77 |
144.03 |
145.05 |
-1.61 |
12 |
388 |
+1 |
| Dec09 |
090422 |
146.70 |
146.76 |
144.39 |
145.06 |
-1.61 |
0 |
49 |
+0 |
| Total Volume and Open Interest |
79,032 |
84,868 |
+2,967 |
| Canadian Dollar(CME) |
| Jun09 |
090422 |
80.84 |
81.16 |
80.19 |
80.94 |
+0.10 |
48,268 |
58,482 |
-2,212 |
| Sep09 |
090422 |
80.81 |
81.25 |
80.32 |
81.05 |
+0.09 |
221 |
2,108 |
+82 |
| Dec09 |
090422 |
81.00 |
81.38 |
80.50 |
81.20 |
+0.08 |
29 |
1,234 |
+19 |
| Mar10 |
090422 |
81.00 |
81.51 |
80.63 |
81.33 |
+0.08 |
4 |
374 |
+1 |
| Total Volume and Open Interest |
48,522 |
62,227 |
-2,110 |
| Japanese Yen(CME) |
| Jun09 |
090422 |
101.38 |
102.57 |
101.35 |
101.97 |
+0.60 |
76,066 |
76,538 |
-3,734 |
| Sep09 |
090422 |
102.40 |
102.73 |
101.57 |
102.16 |
+0.59 |
37 |
1,068 |
+1 |
| Dec09 |
090422 |
102.94 |
102.96 |
101.82 |
102.41 |
+0.59 |
55 |
81 |
+48 |
| Total Volume and Open Interest |
76,158 |
77,700 |
-3,685 |
| Swiss Franc(CME) |
| Jun09 |
090422 |
85.70 |
86.32 |
85.37 |
85.95 |
+0.34 |
26,496 |
29,968 |
-411 |
| Sep09 |
090422 |
86.20 |
86.45 |
85.68 |
86.11 |
+0.34 |
1 |
215 |
+1 |
| Dec09 |
090422 |
86.32 |
86.35 |
85.98 |
86.32 |
+0.34 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
26,497 |
30,191 |
-410 |
| EuroFX(CME) |
| Jun09 |
090422 |
129.39 |
130.32 |
128.78 |
130.13 |
+0.89 |
142,470 |
105,293 |
-5,503 |
| Sep09 |
090422 |
129.25 |
130.25 |
128.76 |
130.09 |
+0.89 |
185 |
1,705 |
+4 |
| Dec09 |
090422 |
129.53 |
130.09 |
129.05 |
130.09 |
+0.88 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
142,655 |
107,035 |
-5,499 |
| Mexican Peso(CME) |
| May09 |
090422 |
757.2 |
757.2 |
757.0 |
757.2 |
+0.2 |
|
|
|
| Jun09 |
090422 |
752.2 |
756.8 |
748.8 |
752.5 |
+0.2 |
12,565 |
49,302 |
+2,816 |
| Total Volume and Open Interest |
12,566 |
52,891 |
+2,801 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090422 |
125~220 |
126~020 |
124~180 |
124~205 |
-1~005 |
135,068 |
713,074 |
+3,687 |
| Sep09 |
090422 |
123~280 |
124~105 |
123~095 |
123~095 |
-1~010 |
22 |
430 |
-1 |
| Dec09 |
090422 |
122~070 |
123~075 |
122~070 |
122~070 |
-1~005 |
0 |
186 |
+0 |
| Total Volume and Open Interest |
135,090 |
713,690 |
+3,686 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090422 |
122~125 |
122~200 |
121~270 |
121~295 |
-0~155 |
501,166 |
1,018,469 |
-5,758 |
| Sep09 |
090422 |
120~120 |
120~270 |
120~120 |
120~120 |
-0~150 |
10 |
42 |
+9 |
| Dec09 |
090422 |
119~205 |
120~040 |
119~205 |
119~205 |
-0~155 |
|
|
|
| Total Volume and Open Interest |
501,176 |
1,018,511 |
-5,749 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090422 |
117~087 |
117~099 |
117~041 |
117~054 |
-0~030 |
272,441 |
796,675 |
-21,274 |
| Sep09 |
090422 |
116~097 |
117~004 |
116~097 |
116~097 |
-0~035 |
109 |
733 |
+3 |
| Dec09 |
090422 |
54~049 |
54~084 |
54~049 |
54~049 |
-0~035 |
|
|
|
| Total Volume and Open Interest |
272,550 |
797,408 |
-21,271 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090422 |
108~076 |
108~076 |
108~062 |
108~062 |
-0~011 |
1 |
494,180 |
+3,891 |
| Sep09 |
090422 |
108~003 |
108~014 |
108~003 |
108~003 |
-0~011 |
|
|
|
| Dec09 |
090422 |
108~003 |
108~014 |
108~003 |
108~003 |
-0~011 |
|
|
|
| Total Volume and Open Interest |
112,907 |
494,180 |
+3,891 |
| Eurodollars(CME) |
| Jun09 |
090422 |
98.860 |
98.915 |
98.845 |
98.910 |
+0.050 |
227,880 |
987,991 |
-15,879 |
| Sep09 |
090422 |
98.805 |
98.850 |
98.795 |
98.840 |
+0.040 |
184,624 |
979,700 |
+2,487 |
| Dec09 |
090422 |
98.590 |
98.640 |
98.585 |
98.620 |
+0.030 |
166,899 |
698,222 |
-193 |
| Mar10 |
090422 |
98.485 |
98.525 |
98.465 |
98.490 |
+0.010 |
160,375 |
660,108 |
-10,893 |
| Jun10 |
090422 |
98.280 |
98.315 |
98.245 |
98.270 |
-0.010 |
171,991 |
449,413 |
+1,883 |
| Sep10 |
090422 |
98.085 |
98.110 |
98.030 |
98.055 |
-0.020 |
157,767 |
399,759 |
-5,916 |
| Dec10 |
090422 |
97.850 |
97.885 |
97.795 |
97.820 |
-0.030 |
108,981 |
448,348 |
-1,612 |
| Mar11 |
090422 |
97.680 |
97.720 |
97.615 |
97.640 |
-0.040 |
63,897 |
294,578 |
-1,974 |
| Jun11 |
090422 |
97.480 |
97.515 |
97.405 |
97.430 |
-0.045 |
26,818 |
237,544 |
+2,428 |
| Sep11 |
090422 |
97.290 |
97.320 |
97.215 |
97.240 |
-0.045 |
23,017 |
148,941 |
-252 |
| Dec11 |
090422 |
97.095 |
97.125 |
97.015 |
97.040 |
-0.045 |
20,473 |
112,098 |
-691 |
| Mar12 |
090422 |
97.000 |
97.000 |
96.900 |
96.925 |
-0.045 |
14,183 |
86,647 |
+528 |
| Jun12 |
090422 |
96.875 |
96.885 |
96.780 |
96.805 |
-0.045 |
6,016 |
83,042 |
-96 |
| Sep12 |
090422 |
96.780 |
96.795 |
96.680 |
96.710 |
-0.040 |
5,295 |
63,016 |
+822 |
| Dec12 |
090422 |
96.665 |
96.685 |
96.565 |
96.595 |
-0.040 |
3,176 |
52,531 |
+219 |
| Mar13 |
090422 |
96.625 |
96.645 |
96.525 |
96.555 |
-0.040 |
2,476 |
43,952 |
+60 |
| Jun13 |
090422 |
96.560 |
96.580 |
96.455 |
96.485 |
-0.040 |
1,748 |
23,258 |
+107 |
| Sep13 |
090422 |
96.510 |
96.515 |
96.390 |
96.415 |
-0.045 |
2,637 |
38,184 |
+95 |
| Total Volume and Open Interest |
1,371,069 |
6,020,295 |
-25,895 |
| 30 Day Federal Funds(CBOT) |
| Apr09 |
090422 |
99.848 |
99.848 |
99.845 |
99.848 |
unch |
5,210 |
70,801 |
+1,498 |
| May09 |
090422 |
99.815 |
99.815 |
99.800 |
99.810 |
-0.005 |
6,550 |
60,776 |
+675 |
| Jun09 |
090422 |
99.805 |
99.810 |
99.795 |
99.805 |
unch |
4,443 |
41,178 |
+468 |
| Jul09 |
090422 |
99.780 |
99.780 |
99.775 |
99.780 |
unch |
4,522 |
39,225 |
+598 |
| Aug09 |
090422 |
99.740 |
99.750 |
99.740 |
99.745 |
unch |
3,457 |
35,367 |
-749 |
| Sep09 |
090422 |
99.720 |
99.730 |
99.715 |
99.720 |
-0.005 |
1,951 |
30,998 |
+492 |
| Total Volume and Open Interest |
36,209 |
433,496 |
+4,650 |
| 30 Day Fed Funds(e-CBOT) |
| Apr09 |
090422 |
99.848 |
99.848 |
99.845 |
99.848 |
+0.003 |
5,210 |
70,801 |
+1,498 |
| May09 |
090422 |
99.815 |
99.815 |
99.800 |
99.810 |
unch |
6,545 |
60,776 |
+675 |
| Jun09 |
090422 |
99.805 |
99.810 |
99.795 |
99.805 |
unch |
4,438 |
41,178 |
+468 |
| Jul09 |
090422 |
99.780 |
99.780 |
99.775 |
99.780 |
unch |
4,522 |
39,225 |
+598 |
| Aug09 |
090422 |
99.740 |
99.750 |
99.740 |
99.745 |
unch |
3,457 |
35,367 |
-749 |
| Sep09 |
090422 |
99.720 |
99.730 |
99.715 |
99.720 |
-0.005 |
1,951 |
30,998 |
+492 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090422 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
|
|
|
| Sep09 |
090422 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
| Dec09 |
090422 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Mar10 |
090422 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.01 |
|
|
|
| Jun10 |
090422 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.02 |
|
|
|
| Sep10 |
090422 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.02 |
|
|
|
| Dec10 |
090422 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.02 |
|
|
|
| Mar11 |
090422 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.02 |
|
|
|
| Jun11 |
090422 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
|
|
|
| Sep11 |
090422 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090422 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
355 |
12,106 |
+74 |
| Sep09 |
090422 |
99.50 |
99.50 |
99.49 |
99.49 |
unch |
200 |
4,305 |
+93 |
| Dec09 |
090422 |
99.49 |
99.50 |
99.48 |
99.48 |
unch |
11 |
2,077 |
+1 |
| Mar10 |
090422 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
70 |
2,027 |
+14 |
| Jun10 |
090422 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.01 |
0 |
577 |
+0 |
| Sep10 |
090422 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.01 |
0 |
252 |
+0 |
| Dec10 |
090422 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
0 |
252 |
+0 |
| Mar11 |
090422 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.02 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
636 |
23,299 |
-284 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090421 |
136.86 |
137.14 |
136.85 |
137.04 |
+0.39 |
513 |
10,332 |
+743 |
| Sep09 |
090422 |
137.33 |
137.33 |
137.33 |
137.33 |
+0.29 |
|
|
|
| Dec09 |
090422 |
137.33 |
137.33 |
137.33 |
137.33 |
+0.29 |
|
|
|
| Total Volume and Open Interest |
1,271 |
11,237 |
+233 |
| Euro-Bund(EUREX) |
| Jun09 |
090422 |
123.00 |
123.28 |
122.23 |
122.34 |
-0.55 |
510,346 |
798,822 |
+18,139 |
| Sep09 |
090422 |
122.28 |
122.69 |
121.80 |
121.85 |
-0.49 |
28 |
20,011 |
+18 |
| Dec09 |
090422 |
121.34 |
121.34 |
121.34 |
121.34 |
-0.55 |
|
|
|
| Total Volume and Open Interest |
510,374 |
818,833 |
+18,157 |
| Euro-Bobl(EUREX) |
| Jun09 |
090421 |
115.96 |
116.15 |
115.68 |
115.85 |
+0.49 |
354,301 |
703,878 |
+23,935 |
| Sep09 |
090422 |
115.65 |
115.92 |
115.45 |
115.45 |
-0.45 |
5,398 |
29,795 |
+3,955 |
| Dec09 |
090422 |
115.10 |
115.10 |
115.10 |
115.10 |
-0.47 |
|
|
|
| Total Volume and Open Interest |
337,878 |
724,698 |
-3,191 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
| Sep09 |
090422 |
98.600 |
98.600 |
98.600 |
98.600 |
-0.045 |
184 |
8,006 |
-9 |
| Dec09 |
090422 |
98.400 |
98.405 |
98.400 |
98.405 |
-0.055 |
55 |
4,455 |
+15 |
| Total Volume and Open Interest |
1,652 |
32,271 |
-1,047 |
| Long Gilt(LIFFE) |
| Jun09 |
090422 |
122~05 |
122~08 |
120~25 |
121~02 |
-1~14 |
74,283 |
304,108 |
-2,174 |
| Sep09 |
090422 |
122~20 |
122~20 |
122~20 |
122~20 |
-1~28 |
|
|
|
| Total Volume and Open Interest |
74,283 |
304,108 |
-2,174 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090422 |
98.57 |
98.62 |
98.57 |
98.61 |
+0.01 |
78,440 |
293,202 |
+4,784 |
| Sep09 |
090422 |
98.52 |
98.56 |
98.50 |
98.54 |
-0.01 |
78,308 |
301,703 |
+1,296 |
| Dec09 |
090422 |
98.23 |
98.28 |
98.21 |
98.24 |
-0.03 |
61,884 |
289,982 |
+9,197 |
| Mar10 |
090422 |
98.02 |
98.04 |
97.96 |
97.99 |
-0.05 |
76,823 |
302,791 |
+8,263 |
| Jun10 |
090422 |
97.71 |
97.73 |
97.66 |
97.68 |
-0.05 |
60,819 |
218,764 |
+7,729 |
| Sep10 |
090422 |
97.42 |
97.43 |
97.35 |
97.37 |
-0.07 |
63,404 |
203,921 |
-267 |
| Total Volume and Open Interest |
471,023 |
1,936,946 |
+39,900 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090422 |
98.660 |
98.660 |
98.635 |
98.640 |
-0.025 |
156,273 |
643,628 |
-11,044 |
| Sep09 |
090422 |
98.630 |
98.635 |
98.595 |
98.600 |
-0.030 |
142,771 |
539,602 |
-17,465 |
| Dec09 |
090422 |
98.430 |
98.445 |
98.390 |
98.405 |
-0.025 |
117,170 |
492,029 |
+6,618 |
| Total Volume and Open Interest |
786,054 |
3,310,833 |
-13,985 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090422 |
97.11 |
97.13 |
97.06 |
97.07 |
-0.05 |
17,897 |
292,084 |
+1,444 |
| Sep09 |
090422 |
97.22 |
97.26 |
97.17 |
97.19 |
-0.05 |
15,832 |
208,958 |
+4,399 |
| Dec09 |
090422 |
97.10 |
97.12 |
97.05 |
97.06 |
-0.05 |
6,871 |
110,837 |
+3,243 |
| Mar10 |
090422 |
96.77 |
96.78 |
96.72 |
96.72 |
-0.05 |
4,421 |
81,969 |
+405 |
| Jun10 |
090422 |
96.35 |
96.36 |
96.29 |
96.30 |
-0.05 |
4,651 |
63,912 |
+978 |
| Sep10 |
090422 |
95.94 |
95.97 |
95.89 |
95.90 |
-0.05 |
2,870 |
36,474 |
+530 |
| Dec10 |
090422 |
95.62 |
95.62 |
95.55 |
95.56 |
-0.06 |
1,438 |
23,239 |
+362 |
| Mar11 |
090422 |
95.30 |
95.30 |
95.26 |
95.27 |
-0.05 |
745 |
11,656 |
-141 |
| Jun11 |
090422 |
95.00 |
95.01 |
94.99 |
95.01 |
-0.04 |
211 |
2,537 |
-17 |
| Sep11 |
090422 |
94.78 |
94.80 |
94.78 |
94.80 |
-0.05 |
0 |
443 |
+0 |
| Total Volume and Open Interest |
54,936 |
832,318 |
+11,203 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090422 |
95.57 |
95.59 |
95.54 |
95.54 |
-0.09 |
50,534 |
293,331 |
+293,331 |
| Sep09 |
090422 |
95.54 |
95.54 |
95.54 |
95.54 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
50,534 |
293,331 |
+11,276 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090422 |
96.44 |
96.51 |
96.43 |
96.47 |
-0.06 |
82,859 |
0 |
-451,112 |
| Sep09 |
090422 |
96.47 |
96.47 |
96.47 |
96.47 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
93,867 |
482,861 |
+31,749 |
| Gold(CMX) |
| Apr09 |
090422 |
883.1 |
893.0 |
883.0 |
891.8 |
+9.7 |
655 |
1,291 |
-76 |
| Jun09 |
090422 |
884.8 |
894.8 |
882.8 |
892.5 |
+9.8 |
75,861 |
235,341 |
-3,014 |
| Aug09 |
090422 |
886.1 |
896.3 |
884.4 |
894.2 |
+9.8 |
1,938 |
22,807 |
+639 |
| Oct09 |
090422 |
886.4 |
895.7 |
886.4 |
895.7 |
+9.9 |
700 |
7,599 |
-236 |
| Dec09 |
090422 |
888.4 |
898.3 |
888.0 |
897.2 |
+9.9 |
1,083 |
24,571 |
+165 |
| Feb10 |
090422 |
894.3 |
900.7 |
893.0 |
898.9 |
+10.0 |
13 |
4,678 |
-7 |
| Apr10 |
090422 |
900.6 |
900.6 |
900.6 |
900.6 |
+9.9 |
26 |
4,456 |
+22 |
| Jun10 |
090422 |
902.6 |
902.6 |
902.6 |
902.6 |
+10.0 |
293 |
6,154 |
+130 |
| Aug10 |
090422 |
904.7 |
904.7 |
904.7 |
904.7 |
+10.1 |
0 |
476 |
+0 |
| Oct10 |
090422 |
906.9 |
906.9 |
906.9 |
906.9 |
+10.1 |
0 |
2 |
+0 |
| Dec10 |
090422 |
906.7 |
909.3 |
903.0 |
909.3 |
+10.2 |
307 |
8,208 |
+64 |
| Feb11 |
090422 |
911.9 |
911.9 |
911.9 |
911.9 |
+10.3 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
81,417 |
336,376 |
-2,331 |
| Silver(CMX) |
| May09 |
090422 |
1202.0 |
1233.0 |
1199.0 |
1230.5 |
+24.5 |
16,802 |
33,839 |
-993 |
| Jul09 |
090422 |
1203.5 |
1236.0 |
1202.0 |
1233.2 |
+24.7 |
4,248 |
30,180 |
+2,077 |
| Sep09 |
090422 |
1217.0 |
1234.6 |
1217.0 |
1234.6 |
+24.7 |
276 |
5,305 |
-25 |
| Dec09 |
090422 |
1217.0 |
1236.5 |
1217.0 |
1236.5 |
+24.9 |
225 |
12,192 |
+121 |
| Mar10 |
090422 |
1238.0 |
1238.0 |
1238.0 |
1238.0 |
+25.1 |
0 |
5,590 |
+0 |
| May10 |
090422 |
1239.1 |
1239.1 |
1239.1 |
1239.1 |
+25.2 |
0 |
247 |
+0 |
| Jul10 |
090422 |
1240.4 |
1240.4 |
1240.4 |
1240.4 |
+25.4 |
0 |
3,411 |
+0 |
| Total Volume and Open Interest |
21,586 |
96,699 |
+1,156 |
| Platinum(NYMEX) |
| Apr09 |
090422 |
1174.0 |
1175.3 |
1173.1 |
1173.1 |
+21.5 |
2 |
56 |
+0 |
| Jul09 |
090422 |
1162.0 |
1184.9 |
1154.7 |
1178.7 |
+21.1 |
2,026 |
19,993 |
-132 |
| Oct09 |
090422 |
1188.8 |
1190.6 |
1182.2 |
1183.5 |
+20.4 |
63 |
386 |
+63 |
| Jan10 |
090422 |
1185.0 |
1185.0 |
1185.0 |
1185.0 |
+20.4 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
2,092 |
20,437 |
-68 |
| Palladium(NYMEX) |
| Jun09 |
090422 |
225.00 |
234.00 |
225.00 |
233.30 |
+11.15 |
1,255 |
14,566 |
-182 |
| Sep09 |
090422 |
228.50 |
234.55 |
228.50 |
234.55 |
+11.15 |
11 |
144 |
+5 |
| Dec09 |
090422 |
235.80 |
235.80 |
235.80 |
235.80 |
+11.15 |
1 |
16 |
+1 |
| Total Volume and Open Interest |
1,267 |
14,726 |
-176 |
| Copper(CMX) |
| May09 |
090422 |
207.85 |
210.55 |
202.30 |
205.95 |
-2.75 |
14,878 |
18,625 |
-3,498 |
| Jul09 |
090422 |
207.30 |
210.05 |
201.95 |
206.05 |
-1.95 |
11,343 |
58,477 |
-286 |
| Sep09 |
090422 |
208.00 |
208.30 |
201.40 |
205.45 |
-2.05 |
2,188 |
10,987 |
+705 |
| Dec09 |
090422 |
201.85 |
206.50 |
201.85 |
205.05 |
-2.15 |
350 |
3,163 |
-104 |
| Mar10 |
090422 |
204.40 |
204.40 |
204.40 |
204.40 |
-2.20 |
137 |
613 |
-17 |
| Total Volume and Open Interest |
30,030 |
101,094 |
-3,095 |
| Aluminum(CMX) |
| Apr09 |
090422 |
0.67 |
0.67 |
0.67 |
0.67 |
+0.01 |
|
|
|
| May09 |
090422 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Jun09 |
090422 |
0.68 |
0.68 |
0.68 |
0.68 |
+0.01 |
|
|
|
| Jul09 |
090422 |
0.68 |
0.68 |
0.68 |
0.68 |
unch |
|
|
|
| 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 |
090422 |
7925 |
7995 |
7805 |
7816 |
-107 |
1,658 |
9,187 |
+273 |
| Sep09 |
090422 |
7915 |
7915 |
7765 |
7765 |
-104 |
153 |
939 |
+304 |
| Dec09 |
090422 |
7729 |
7836 |
7729 |
7729 |
-107 |
|
|
|
| Mar10 |
090422 |
7686 |
7793 |
7686 |
7686 |
-107 |
|
|
|
| Total Volume and Open Interest |
1,811 |
10,126 |
+577 |
| S & P 500(CME) |
| Jun09 |
090422 |
847.70 |
858.50 |
835.50 |
836.90 |
-10.80 |
30,507 |
438,332 |
+8,601 |
| Sep09 |
090422 |
847.50 |
855.10 |
833.10 |
833.20 |
-10.90 |
838 |
4,961 |
+516 |
| Dec09 |
090422 |
830.40 |
852.30 |
830.30 |
830.40 |
-10.90 |
125 |
896 |
+75 |
| Mar10 |
090422 |
828.00 |
849.90 |
827.90 |
828.00 |
-10.90 |
0 |
130 |
+0 |
| Total Volume and Open Interest |
31,470 |
444,321 |
+9,192 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090422 |
847.75 |
858.75 |
835.25 |
837.00 |
-10.75 |
2,680,426 |
0 |
-2,441,033 |
| Sep09 |
090422 |
845.25 |
855.25 |
832.00 |
833.25 |
-10.75 |
3,520 |
22,205 |
+1,910 |
| Total Volume and Open Interest |
2,221,332 |
2,506,018 |
+44,642 |
| NASDAQ 100(CME) |
| Jun09 |
090422 |
1327.00 |
1362.00 |
1315.00 |
1323.50 |
-4.50 |
2,879 |
21,580 |
+65 |
| Sep09 |
090422 |
1322.80 |
1322.80 |
1322.30 |
1322.80 |
-4.50 |
|
|
|
| Dec09 |
090422 |
1325.80 |
1325.80 |
1325.30 |
1325.80 |
-4.50 |
|
|
|
| Total Volume and Open Interest |
2,879 |
21,580 |
+65 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090422 |
1327.80 |
1362.00 |
1314.80 |
1323.50 |
-4.50 |
280,756 |
259,202 |
+2,642 |
| Sep09 |
090422 |
1320.30 |
1360.00 |
1314.80 |
1322.80 |
-4.50 |
15 |
917 |
+0 |
| Total Volume and Open Interest |
280,771 |
260,134 |
+2,642 |
| S & P Midcap 400(CME) |
| Jun09 |
090422 |
528.00 |
549.00 |
525.50 |
533.20 |
-0.40 |
37 |
4,660 |
-10 |
| Sep09 |
090422 |
531.20 |
531.60 |
531.20 |
531.20 |
-0.40 |
|
|
|
| Dec09 |
090422 |
529.20 |
529.60 |
529.20 |
529.20 |
-0.40 |
|
|
|
| Total Volume and Open Interest |
37 |
4,660 |
-10 |
| Russell 2000(CME) |
| Jun09 |
090422 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
54 |
5,789 |
+3 |
| Sep09 |
090422 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,174 |
-562 |
| Dec09 |
090422 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,078 |
-73 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090422 |
8820 |
8830 |
8685 |
8755 |
+15 |
79,797 |
159,822 |
-2,079 |
| Sep09 |
090422 |
8765 |
8765 |
8765 |
8765 |
+20 |
0 |
456 |
+0 |
| Total Volume and Open Interest |
79,807 |
167,677 |
+5,999 |
| Nikkei 225(SGX) |
| Jun09 |
090422 |
8820 |
8830 |
8685 |
8755 |
+15 |
79,797 |
159,822 |
-2,079 |
| Sep09 |
090422 |
8765 |
8765 |
8765 |
8765 |
+20 |
0 |
456 |
+0 |
| Dec09 |
090422 |
8710 |
8710 |
8710 |
8710 |
+15 |
0 |
277 |
+0 |
| Total Volume and Open Interest |
79,807 |
167,677 |
+5,999 |
| CAC 40(EURONEXT) |
| May09 |
090422 |
2940.0 |
2988.0 |
2881.5 |
2973.5 |
+51.0 |
124,343 |
359,355 |
+10,833 |
| Jun09 |
090422 |
2884.5 |
2933.0 |
2839.0 |
2923.5 |
+51.5 |
255 |
41,215 |
-255 |
| Jul09 |
090422 |
2921.0 |
2921.0 |
2921.0 |
2921.0 |
+50.0 |
|
|
|
| Total Volume and Open Interest |
124,598 |
403,570 |
+10,578 |
| Hang Seng Index(HKFE) |
| Apr09 |
090422 |
15300 |
15385 |
14794 |
14860 |
-377 |
82,457 |
85,119 |
-1,374 |
| May09 |
090422 |
15102 |
15177 |
14589 |
14650 |
-385 |
2,746 |
5,190 |
+933 |
| Jun09 |
090422 |
15000 |
15100 |
14520 |
14595 |
-370 |
180 |
2,723 |
+20 |
| Total Volume and Open Interest |
85,804 |
93,768 |
-411 |
| DAX(EUREX) |
| Jun09 |
090422 |
4527.0 |
4624.0 |
4464.0 |
4600.0 |
+89.0 |
158,547 |
144,673 |
-1,114 |
| Sep09 |
090422 |
4530.0 |
4630.0 |
4477.5 |
4607.5 |
+88.5 |
287 |
6,536 |
+15 |
| Dec09 |
090422 |
4549.0 |
4641.0 |
4540.0 |
4619.0 |
+88.5 |
61 |
2,193 |
+17 |
| Total Volume and Open Interest |
158,895 |
153,402 |
-1,082 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090422 |
3931.50 |
4012.00 |
3902.50 |
3987.50 |
+48.00 |
107,793 |
709,966 |
-10,661 |
| Sep09 |
090422 |
3899.00 |
3970.00 |
3879.50 |
3953.00 |
+48.00 |
330 |
972 |
+79 |
| Dec09 |
090422 |
3905.00 |
3928.50 |
3905.00 |
3928.50 |
+48.00 |
809 |
1,301 |
+109 |
| Total Volume and Open Interest |
108,932 |
712,239 |
-10,473 |
| SPI 200(SFE) |
| Jun09 |
090422 |
3678.0 |
3711.0 |
3641.0 |
3679.0 |
+8.0 |
27,457 |
292,765 |
+5,888 |
| Sep09 |
090422 |
3656.0 |
3659.0 |
3620.0 |
3642.0 |
+6.0 |
102 |
2,159 |
+0 |
| Dec09 |
090422 |
3635.0 |
3635.0 |
3635.0 |
3635.0 |
+6.0 |
441 |
2,604 |
-19 |
| Total Volume and Open Interest |
28,200 |
298,974 |
+5,759 |
| GSCI(CME) |
| May09 |
090422 |
357.00 |
360.20 |
355.00 |
360.20 |
+2.20 |
627 |
15,475 |
+146 |
| Jun09 |
090422 |
366.50 |
367.50 |
364.00 |
366.50 |
-0.50 |
1 |
5 |
+1 |
| Jul09 |
090422 |
373.50 |
375.00 |
371.00 |
373.50 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
628 |
15,480 |
+147 |
| Reuters CCI(ICE) |
| Jun09 |
090422 |
218.60 |
218.60 |
218.60 |
218.60 |
+0.20 |
0 |
50 |
+0 |
| Aug09 |
090422 |
383.90 |
386.00 |
383.90 |
386.00 |
+1.00 |
0 |
420 |
+0 |
| Nov09 |
090422 |
398.00 |
398.00 |
398.00 |
398.00 |
+1.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
50 |
151 |
+50 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|