|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed April 29, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May09 |
090429 |
990.00 |
1034.75 |
986.00 |
1034.00 |
+44.50 |
38,496 |
34,750 |
-7,626 |
| Jul09 |
090429 |
983.00 |
1026.50 |
978.75 |
1025.00 |
+42.00 |
122,929 |
184,353 |
+3,158 |
| Aug09 |
090429 |
963.75 |
1002.25 |
961.25 |
1002.25 |
+37.75 |
2,399 |
9,296 |
+97 |
| Sep09 |
090429 |
940.50 |
966.25 |
935.50 |
965.00 |
+34.00 |
1,117 |
8,618 |
-224 |
| Nov09 |
090429 |
900.00 |
934.00 |
898.25 |
932.50 |
+32.50 |
21,916 |
108,245 |
+470 |
| Jan10 |
090429 |
909.00 |
939.50 |
909.00 |
937.75 |
+32.25 |
263 |
8,292 |
+16 |
| Mar10 |
090429 |
925.00 |
942.00 |
920.00 |
942.00 |
+32.50 |
410 |
3,315 |
+64 |
| Total Volume and Open Interest |
188,642 |
374,885 |
-3,874 |
| Soybean Meal(CBOT) |
| May09 |
090429 |
311.80 |
366.30 |
310.50 |
330.10 |
+18.20 |
19,558 |
16,853 |
-4,303 |
| Jul09 |
090429 |
303.50 |
321.00 |
299.90 |
320.30 |
+16.30 |
40,685 |
63,963 |
+746 |
| Aug09 |
090429 |
296.50 |
309.50 |
296.50 |
309.40 |
+14.30 |
2,976 |
8,225 |
+364 |
| Sep09 |
090429 |
283.50 |
295.50 |
283.50 |
295.50 |
+13.10 |
742 |
8,699 |
+103 |
| Oct09 |
090429 |
269.90 |
278.40 |
268.40 |
278.40 |
+12.70 |
714 |
6,955 |
-55 |
| Dec09 |
090429 |
265.70 |
275.60 |
263.50 |
275.60 |
+12.60 |
4,525 |
20,424 |
+995 |
| Jan10 |
090429 |
266.00 |
275.00 |
262.50 |
275.00 |
+12.50 |
109 |
1,777 |
+71 |
| Mar10 |
090429 |
263.60 |
274.60 |
262.50 |
274.60 |
+12.10 |
178 |
1,583 |
-19 |
| Total Volume and Open Interest |
69,579 |
130,832 |
-2,021 |
| Soybean Oil(CBOT) |
| May09 |
090429 |
34.78 |
35.69 |
34.78 |
35.43 |
+0.53 |
23,295 |
22,385 |
-3,381 |
| Jul09 |
090429 |
35.20 |
35.99 |
35.05 |
35.73 |
+0.54 |
50,075 |
117,903 |
+2,302 |
| Aug09 |
090429 |
35.74 |
36.07 |
35.46 |
35.90 |
+0.54 |
1,778 |
14,413 |
+380 |
| Sep09 |
090429 |
35.90 |
36.20 |
35.63 |
36.04 |
+0.55 |
795 |
8,980 |
+98 |
| Oct09 |
090429 |
36.16 |
36.33 |
35.85 |
36.18 |
+0.55 |
106 |
4,412 |
+15 |
| Dec09 |
090429 |
36.20 |
36.74 |
36.07 |
36.49 |
+0.54 |
3,437 |
27,802 |
-269 |
| Jan10 |
090429 |
36.50 |
36.83 |
36.20 |
36.71 |
+0.51 |
27 |
1,024 |
-21 |
| Mar10 |
090429 |
36.99 |
37.00 |
36.95 |
36.96 |
+0.51 |
22 |
1,159 |
+3 |
| Total Volume and Open Interest |
79,679 |
205,258 |
-777 |
| Canola(WCE) |
| May09 |
090429 |
437.7 |
441.0 |
437.3 |
440.1 |
+2.3 |
4,055 |
4,349 |
-3,885 |
| Jul09 |
090429 |
440.5 |
444.5 |
440.5 |
442.9 |
+2.4 |
8,973 |
68,309 |
+1,731 |
| Nov09 |
090429 |
444.6 |
447.5 |
444.6 |
445.5 |
+3.5 |
537 |
28,612 |
-221 |
| Jan10 |
090429 |
450.6 |
450.6 |
449.7 |
449.7 |
+3.5 |
6 |
1,192 |
+2 |
| Mar10 |
090429 |
451.6 |
452.2 |
451.6 |
452.2 |
+3.5 |
4 |
715 |
+4 |
| Total Volume and Open Interest |
13,575 |
103,829 |
-2,369 |
| Corn(CBOT) |
| May09 |
090429 |
375.00 |
394.00 |
375.00 |
393.00 |
+18.00 |
58,255 |
68,534 |
-9,416 |
| Jul09 |
090429 |
384.00 |
402.50 |
383.50 |
401.25 |
+17.75 |
110,200 |
334,500 |
+2,590 |
| Sep09 |
090429 |
393.00 |
411.50 |
393.00 |
410.50 |
+17.75 |
14,411 |
94,949 |
+915 |
| Dec09 |
090429 |
404.75 |
422.75 |
404.00 |
421.75 |
+17.50 |
38,704 |
219,912 |
+670 |
| Mar10 |
090429 |
420.00 |
434.50 |
420.00 |
434.00 |
+17.25 |
3,200 |
30,685 |
+459 |
| May10 |
090429 |
428.00 |
442.00 |
428.00 |
442.00 |
+17.00 |
761 |
6,544 |
+115 |
| Total Volume and Open Interest |
228,155 |
805,898 |
-3,611 |
| Wheat(CBOT) |
| May09 |
090429 |
510.00 |
523.50 |
508.75 |
520.75 |
+10.25 |
22,392 |
29,455 |
-2,769 |
| Jul09 |
090429 |
522.00 |
535.00 |
518.50 |
532.00 |
+10.00 |
58,910 |
161,084 |
+2,005 |
| Sep09 |
090429 |
550.00 |
561.50 |
546.50 |
559.00 |
+10.00 |
6,274 |
46,377 |
-278 |
| Dec09 |
090429 |
570.00 |
584.25 |
568.25 |
581.50 |
+10.25 |
11,238 |
53,580 |
-744 |
| Mar10 |
090429 |
594.50 |
599.25 |
587.75 |
597.00 |
+9.25 |
695 |
2,890 |
+91 |
| Total Volume and Open Interest |
100,889 |
305,672 |
-1,203 |
| Wheat(KCBT) |
| May09 |
090429 |
568.50 |
575.25 |
563.75 |
572.25 |
+7.25 |
7,477 |
4,775 |
-2,912 |
| Jul09 |
090429 |
572.50 |
584.50 |
570.00 |
581.00 |
+9.00 |
9,715 |
41,792 |
+1,319 |
| Sep09 |
090429 |
584.50 |
593.50 |
581.00 |
590.50 |
+8.50 |
1,054 |
8,963 |
+99 |
| Dec09 |
090429 |
603.25 |
610.00 |
596.75 |
606.00 |
+8.75 |
2,409 |
20,030 |
+793 |
| Mar10 |
090429 |
618.50 |
621.75 |
617.00 |
619.00 |
+9.00 |
55 |
710 |
-2 |
| Total Volume and Open Interest |
20,835 |
78,576 |
-628 |
| Wheat(MGE) |
| May09 |
090429 |
657.00 |
680.00 |
657.00 |
679.00 |
+16.00 |
1,386 |
1,488 |
-733 |
| Jul09 |
090429 |
645.00 |
659.00 |
644.25 |
658.25 |
+13.75 |
2,535 |
12,526 |
-51 |
| Sep09 |
090429 |
636.75 |
646.50 |
636.00 |
645.50 |
+10.50 |
742 |
7,408 |
-137 |
| Dec09 |
090429 |
645.00 |
652.50 |
645.00 |
651.50 |
+11.25 |
531 |
4,993 |
+211 |
| Mar10 |
090429 |
654.00 |
660.25 |
653.00 |
659.25 |
+11.00 |
116 |
694 |
-3 |
| Total Volume and Open Interest |
5,642 |
27,596 |
-488 |
| Oats(CBOT) |
| May09 |
090429 |
186.00 |
194.00 |
186.00 |
193.00 |
+6.75 |
583 |
1,019 |
-122 |
| Jul09 |
090429 |
195.50 |
202.75 |
195.00 |
202.00 |
+6.50 |
1,035 |
8,134 |
+496 |
| Sep09 |
090429 |
211.00 |
211.00 |
204.50 |
211.00 |
+6.50 |
47 |
48 |
+17 |
| Dec09 |
090429 |
219.75 |
225.25 |
218.00 |
225.00 |
+6.50 |
117 |
5,087 |
+89 |
| Total Volume and Open Interest |
1,782 |
14,305 |
+480 |
| Rough Rice(CBOT) |
| May09 |
090429 |
12.75 |
12.86 |
12.67 |
12.85 |
+0.10 |
196 |
1,241 |
-52 |
| Jul09 |
090429 |
13.00 |
13.12 |
12.86 |
13.09 |
+0.10 |
291 |
3,077 |
+117 |
| Sep09 |
090429 |
12.38 |
12.44 |
12.31 |
12.44 |
-0.02 |
35 |
1,536 |
+0 |
| Nov09 |
090429 |
12.41 |
12.47 |
12.31 |
12.44 |
-0.03 |
27 |
1,530 |
+9 |
| Total Volume and Open Interest |
549 |
7,887 |
+74 |
| Live Cattle(CME) |
| Apr09 |
090429 |
86.080 |
86.930 |
85.980 |
86.750 |
+0.850 |
1,497 |
2,877 |
-819 |
| Jun09 |
090429 |
82.000 |
83.180 |
81.980 |
82.950 |
+1.000 |
18,984 |
95,064 |
-248 |
| Aug09 |
090429 |
82.300 |
83.450 |
82.285 |
83.200 |
+0.900 |
7,991 |
56,265 |
+852 |
| Oct09 |
090429 |
86.050 |
87.180 |
86.050 |
87.000 |
+0.920 |
3,700 |
31,948 |
-536 |
| Dec09 |
090429 |
88.200 |
89.300 |
88.150 |
89.250 |
+0.965 |
1,146 |
12,861 |
+28 |
| Feb10 |
090429 |
89.350 |
90.500 |
89.350 |
90.500 |
+1.000 |
196 |
5,336 |
+54 |
| Total Volume and Open Interest |
33,536 |
205,587 |
-656 |
| Feeder Cattle(CME) |
| Apr09 |
090429 |
99.230 |
99.550 |
99.200 |
99.550 |
+0.200 |
326 |
1,198 |
-43 |
| May09 |
090429 |
98.050 |
99.035 |
98.035 |
98.750 |
+0.950 |
1,718 |
5,439 |
-49 |
| Aug09 |
090429 |
99.180 |
100.385 |
99.150 |
100.135 |
+1.085 |
1,317 |
9,853 |
+88 |
| Sep09 |
090429 |
99.500 |
100.150 |
99.500 |
100.050 |
+1.000 |
128 |
1,598 |
-16 |
| Oct09 |
090429 |
99.330 |
100.500 |
99.330 |
100.450 |
+0.970 |
64 |
1,605 |
+16 |
| Nov09 |
090429 |
99.500 |
100.750 |
99.500 |
100.580 |
+0.980 |
32 |
468 |
+2 |
| Jan10 |
090429 |
99.500 |
99.500 |
99.100 |
99.500 |
+0.600 |
2 |
26 |
+2 |
| Total Volume and Open Interest |
3,587 |
20,189 |
+0 |
| Lean Hogs(CME) |
| May09 |
090429 |
63.400 |
63.400 |
60.300 |
60.450 |
-2.850 |
729 |
5,170 |
-229 |
| Jun09 |
090429 |
66.100 |
66.975 |
65.350 |
66.750 |
+0.450 |
16,108 |
59,170 |
-1,648 |
| Jul09 |
090429 |
67.400 |
69.000 |
67.050 |
68.850 |
+1.020 |
3,061 |
19,714 |
-122 |
| Aug09 |
090429 |
67.475 |
69.330 |
67.180 |
69.180 |
+1.430 |
5,663 |
26,607 |
-816 |
| Oct09 |
090429 |
61.735 |
63.300 |
61.285 |
62.930 |
+1.180 |
2,891 |
16,522 |
-218 |
| Dec09 |
090429 |
60.800 |
62.650 |
60.700 |
61.985 |
+1.155 |
774 |
6,012 |
+138 |
| Feb10 |
090429 |
64.000 |
65.400 |
63.830 |
65.400 |
+1.300 |
69 |
1,259 |
+4 |
| Apr10 |
090429 |
67.350 |
68.400 |
67.250 |
68.400 |
+1.200 |
9 |
609 |
-3 |
| Total Volume and Open Interest |
29,306 |
135,326 |
-2,893 |
| Pork Bellies(CME) |
| May09 |
090429 |
75.800 |
78.100 |
74.500 |
76.535 |
+0.085 |
72 |
341 |
-40 |
| Jul09 |
090429 |
76.035 |
77.500 |
74.800 |
75.885 |
-1.915 |
80 |
476 |
+9 |
| Aug09 |
090429 |
76.400 |
76.950 |
75.100 |
75.150 |
-0.850 |
6 |
76 |
+6 |
| Feb10 |
090429 |
89.500 |
89.535 |
89.500 |
89.500 |
unch |
0 |
7 |
+0 |
| Mar10 |
090429 |
90.000 |
90.000 |
90.000 |
90.000 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
158 |
905 |
-25 |
| Class III Milk(CME) |
| Apr09 |
090429 |
10.77 |
10.77 |
10.77 |
10.77 |
+0.01 |
6 |
4,518 |
+0 |
| May09 |
090429 |
10.03 |
10.16 |
10.02 |
10.10 |
+0.06 |
121 |
4,707 |
+79 |
| Jun09 |
090429 |
10.85 |
10.95 |
10.75 |
10.91 |
+0.09 |
156 |
4,605 |
+57 |
| Jul09 |
090429 |
12.33 |
12.42 |
12.28 |
12.42 |
+0.12 |
135 |
3,161 |
+28 |
| Aug09 |
090429 |
13.60 |
13.75 |
13.54 |
13.62 |
+0.02 |
27 |
2,919 |
-4 |
| Total Volume and Open Interest |
499 |
31,066 |
+179 |
| Cocoa(ICE) |
| May09 |
090429 |
2370 |
2379 |
2370 |
2379 |
-1 |
52 |
177 |
-242 |
| Jul09 |
090429 |
2408 |
2429 |
2376 |
2403 |
-1 |
4,136 |
54,191 |
-4 |
| Sep09 |
090429 |
2406 |
2433 |
2390 |
2417 |
+1 |
602 |
25,238 |
+113 |
| Dec09 |
090429 |
2420 |
2447 |
2410 |
2431 |
+4 |
183 |
15,487 |
+3 |
| Mar10 |
090429 |
2434 |
2447 |
2424 |
2447 |
+7 |
71 |
9,431 |
-10 |
| May10 |
090429 |
2453 |
2453 |
2453 |
2453 |
+13 |
0 |
2,191 |
+0 |
| Jul10 |
090429 |
2468 |
2468 |
2468 |
2468 |
+20 |
0 |
2,821 |
+0 |
| Total Volume and Open Interest |
5,046 |
112,342 |
-14 |
| Coffee "C"(ICE) |
| May09 |
090429 |
116.00 |
116.50 |
115.90 |
116.05 |
+0.35 |
353 |
696 |
-253 |
| Jul09 |
090429 |
116.30 |
117.10 |
115.55 |
116.50 |
+0.25 |
9,402 |
68,773 |
+425 |
| Sep09 |
090429 |
118.75 |
119.15 |
118.00 |
118.70 |
+0.25 |
1,075 |
26,231 |
-236 |
| Dec09 |
090429 |
121.65 |
122.00 |
120.80 |
121.45 |
+0.15 |
661 |
13,946 |
+202 |
| Mar10 |
090429 |
124.10 |
124.45 |
123.60 |
124.30 |
+0.20 |
151 |
9,679 |
+62 |
| May10 |
090429 |
126.25 |
126.25 |
126.10 |
126.15 |
+0.15 |
49 |
2,717 |
+18 |
| Total Volume and Open Interest |
11,860 |
123,720 |
+185 |
| Orange Juice(ICE) |
| May09 |
090429 |
79.70 |
80.15 |
78.65 |
79.60 |
unch |
1,404 |
4,641 |
-1,142 |
| Jul09 |
090429 |
83.95 |
84.05 |
82.00 |
83.35 |
-0.25 |
1,860 |
17,742 |
+837 |
| Sep09 |
090429 |
86.25 |
86.90 |
85.75 |
86.80 |
-0.20 |
97 |
3,094 |
-42 |
| Nov09 |
090429 |
89.60 |
90.25 |
89.60 |
90.25 |
-0.15 |
109 |
1,452 |
+43 |
| Jan10 |
090429 |
93.45 |
93.45 |
93.45 |
93.45 |
-0.20 |
7 |
187 |
-5 |
| Mar10 |
090429 |
95.95 |
95.95 |
95.95 |
95.95 |
-1.20 |
1 |
86 |
+1 |
| Total Volume and Open Interest |
3,478 |
27,431 |
-308 |
| Sugar #11(ICE) |
| May09 |
090429 |
13.80 |
13.92 |
13.60 |
13.84 |
+0.05 |
20,884 |
40,946 |
-8,638 |
| Jul09 |
090429 |
14.07 |
14.15 |
13.83 |
14.08 |
+0.04 |
55,553 |
281,738 |
+3,204 |
| Oct09 |
090429 |
14.70 |
14.78 |
14.53 |
14.74 |
+0.06 |
14,465 |
138,581 |
-743 |
| Mar10 |
090429 |
15.38 |
15.45 |
15.20 |
15.43 |
+0.07 |
5,688 |
89,262 |
-13 |
| May10 |
090429 |
15.10 |
15.15 |
14.95 |
15.13 |
+0.07 |
1,557 |
22,463 |
-550 |
| Total Volume and Open Interest |
107,384 |
662,140 |
-6,508 |
| Sugar #14(ICE) |
| Jul09 |
090429 |
21.25 |
21.39 |
21.25 |
21.39 |
-0.06 |
2 |
2,141 |
-119 |
| Sep09 |
090429 |
21.78 |
21.78 |
21.78 |
21.78 |
+0.08 |
1 |
2,079 |
-121 |
| Total Volume and Open Interest |
3 |
4,220 |
-240 |
| London Cocoa(LCE) |
| May09 |
090428 |
1797 |
1816 |
1793 |
1807 |
+9 |
1,161 |
0 |
-56,721 |
| Jul09 |
090429 |
1726 |
1736 |
1707 |
1725 |
-13 |
1,728 |
63,112 |
+61 |
| Sep09 |
090429 |
1716 |
1726 |
1700 |
1719 |
-9 |
470 |
24,608 |
-1 |
| Dec09 |
090429 |
1710 |
1721 |
1699 |
1713 |
-8 |
468 |
24,300 |
-16 |
| Mar10 |
090429 |
1715 |
1715 |
1694 |
1709 |
-9 |
289 |
15,989 |
+122 |
| May10 |
090429 |
1702 |
1709 |
1702 |
1709 |
-7 |
168 |
4,906 |
+118 |
| Jul10 |
090429 |
1709 |
1709 |
1709 |
1709 |
-9 |
128 |
1,649 |
+103 |
| Total Volume and Open Interest |
4,420 |
190,895 |
-136 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090429 |
418.70 |
422.40 |
415.50 |
419.50 |
+1.10 |
2,935 |
40,879 |
-37 |
| Oct09 |
090429 |
417.00 |
419.50 |
414.40 |
418.30 |
+1.40 |
577 |
17,865 |
+319 |
| Dec09 |
090429 |
414.60 |
415.20 |
411.30 |
415.20 |
+1.10 |
333 |
8,116 |
+112 |
| Mar10 |
090429 |
417.00 |
417.50 |
413.20 |
417.00 |
+1.70 |
338 |
5,691 |
+190 |
| May10 |
090429 |
411.50 |
411.50 |
411.50 |
411.50 |
+0.10 |
50 |
538 |
+0 |
| Total Volume and Open Interest |
4,434 |
74,481 |
+618 |
| Cotton(ICE) |
| May09 |
090429 |
52.66 |
53.00 |
52.51 |
52.84 |
+0.79 |
42 |
838 |
-54 |
| Jul09 |
090429 |
52.75 |
54.19 |
52.29 |
53.34 |
+0.59 |
10,296 |
75,330 |
+791 |
| Oct09 |
090429 |
54.29 |
55.50 |
54.29 |
55.29 |
+0.34 |
46 |
489 |
+5 |
| Dec09 |
090429 |
55.74 |
57.15 |
55.60 |
56.68 |
+0.67 |
3,539 |
33,658 |
-404 |
| Mar10 |
090429 |
58.20 |
59.30 |
58.11 |
58.89 |
+0.47 |
118 |
5,679 |
+20 |
| May10 |
090429 |
59.11 |
59.59 |
59.11 |
59.59 |
+0.46 |
0 |
166 |
+0 |
| Total Volume and Open Interest |
14,047 |
118,887 |
+363 |
| Lumber(CME) |
| May09 |
090429 |
162.3 |
163.2 |
159.4 |
159.4 |
-2.9 |
443 |
1,660 |
-78 |
| Jul09 |
090429 |
177.2 |
178.0 |
174.1 |
174.4 |
-3.8 |
383 |
4,291 |
+19 |
| Sep09 |
090429 |
188.2 |
189.4 |
184.3 |
184.3 |
-3.1 |
221 |
1,555 |
+53 |
| Nov09 |
090429 |
184.0 |
186.2 |
182.8 |
183.0 |
-2.1 |
3 |
203 |
+0 |
| Total Volume and Open Interest |
1,050 |
7,746 |
-6 |
| Crude Oil(NYM) |
| Jun09 |
090429 |
49.25 |
51.42 |
49.12 |
50.97 |
+1.05 |
265,293 |
321,884 |
+920 |
| Jul09 |
090429 |
50.46 |
52.80 |
50.37 |
52.21 |
+1.12 |
84,617 |
189,115 |
+1,425 |
| Aug09 |
090429 |
51.81 |
53.68 |
51.51 |
53.31 |
+1.13 |
22,903 |
55,851 |
+1,549 |
| Sep09 |
090429 |
53.56 |
54.74 |
53.56 |
54.32 |
+1.13 |
10,176 |
39,775 |
+120 |
| Oct09 |
090429 |
54.78 |
55.77 |
54.72 |
55.30 |
+1.13 |
6,099 |
30,253 |
-394 |
| Nov09 |
090429 |
56.00 |
56.72 |
55.68 |
56.28 |
+1.13 |
5,423 |
23,859 |
-679 |
| Dec09 |
090429 |
55.72 |
57.56 |
55.72 |
57.21 |
+1.13 |
17,201 |
104,348 |
+267 |
| Jan10 |
090429 |
57.60 |
58.10 |
57.55 |
58.03 |
+1.13 |
1,424 |
24,678 |
-200 |
| Feb10 |
090429 |
58.33 |
59.00 |
58.26 |
58.80 |
+1.13 |
1,375 |
13,940 |
+100 |
| Mar10 |
090429 |
59.68 |
59.68 |
59.55 |
59.55 |
+1.15 |
776 |
12,948 |
+89 |
| Apr10 |
090429 |
60.50 |
60.50 |
59.77 |
60.28 |
+1.17 |
485 |
5,400 |
+147 |
| May10 |
090429 |
60.80 |
60.99 |
60.69 |
60.97 |
+1.19 |
599 |
5,149 |
+119 |
| Jun10 |
090429 |
61.08 |
61.81 |
61.07 |
61.61 |
+1.20 |
2,044 |
26,919 |
+168 |
| Jul10 |
090429 |
62.16 |
62.16 |
62.16 |
62.16 |
+1.22 |
280 |
7,359 |
+42 |
| Aug10 |
090429 |
62.68 |
62.68 |
62.68 |
62.68 |
+1.23 |
43 |
3,881 |
-22 |
| Sep10 |
090429 |
63.20 |
63.20 |
63.20 |
63.20 |
+1.25 |
35 |
6,890 |
+1 |
| Total Volume and Open Interest |
432,774 |
1,140,696 |
+3,854 |
| 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 |
090429 |
49.250 |
51.475 |
49.100 |
50.975 |
+1.050 |
15,711 |
4,659 |
+734 |
| Jul09 |
090429 |
50.600 |
52.600 |
50.425 |
52.200 |
+1.100 |
370 |
1,042 |
+20 |
| Aug09 |
090429 |
52.500 |
53.475 |
52.500 |
53.300 |
+1.125 |
15 |
94 |
+5 |
| Sep09 |
090429 |
54.350 |
54.350 |
54.325 |
54.325 |
+1.125 |
0 |
47 |
+0 |
| Oct09 |
090429 |
55.300 |
55.300 |
55.300 |
55.300 |
+1.125 |
0 |
8 |
+0 |
| Nov09 |
090429 |
56.275 |
56.275 |
56.275 |
56.275 |
+1.125 |
0 |
3 |
+0 |
| Dec09 |
090429 |
56.650 |
57.200 |
56.650 |
57.200 |
+1.125 |
1 |
84 |
+0 |
| Jan10 |
090429 |
58.025 |
58.025 |
58.025 |
58.025 |
+1.125 |
|
|
|
| Total Volume and Open Interest |
16,097 |
5,993 |
+759 |
| Heating Oil(NYM) |
| May09 |
090429 |
131.00 |
136.14 |
131.00 |
132.91 |
+1.24 |
21,719 |
15,344 |
-2,762 |
| Jun09 |
090429 |
132.63 |
137.80 |
132.46 |
134.75 |
+1.45 |
35,759 |
64,475 |
+2,957 |
| Jul09 |
090429 |
135.35 |
140.66 |
135.35 |
137.88 |
+1.76 |
6,728 |
34,120 |
+215 |
| Aug09 |
090429 |
139.94 |
142.63 |
139.44 |
141.18 |
+1.98 |
4,400 |
19,367 |
+1,045 |
| Sep09 |
090429 |
144.00 |
146.75 |
142.69 |
144.38 |
+2.08 |
2,978 |
15,666 |
+45 |
| Oct09 |
090429 |
146.94 |
148.02 |
146.66 |
147.63 |
+2.18 |
1,602 |
12,842 |
+61 |
| Nov09 |
090429 |
150.25 |
151.39 |
150.25 |
150.83 |
+2.23 |
1,646 |
11,358 |
+27 |
| Dec09 |
090429 |
152.24 |
155.63 |
152.24 |
154.03 |
+2.28 |
4,027 |
26,495 |
-531 |
| Jan10 |
090429 |
156.20 |
158.11 |
156.20 |
157.08 |
+2.28 |
1,757 |
9,106 |
-99 |
| Feb10 |
090429 |
159.00 |
159.65 |
159.00 |
159.48 |
+2.33 |
930 |
6,945 |
-79 |
| Mar10 |
090429 |
160.37 |
160.98 |
160.37 |
160.98 |
+2.53 |
721 |
5,198 |
+135 |
| Apr10 |
090429 |
161.43 |
161.43 |
161.43 |
161.43 |
+2.63 |
460 |
3,913 |
+52 |
| Total Volume and Open Interest |
85,525 |
266,196 |
+1,583 |
| Gasoline(NYMEX) |
| May09 |
090429 |
140.24 |
145.28 |
140.24 |
144.84 |
+5.07 |
16,798 |
14,586 |
-4,400 |
| Jun09 |
090429 |
139.25 |
145.90 |
139.05 |
144.63 |
+4.68 |
30,463 |
78,323 |
+1,761 |
| Jul09 |
090429 |
140.40 |
146.46 |
140.40 |
145.30 |
+4.42 |
9,715 |
34,535 |
+707 |
| Aug09 |
090429 |
140.96 |
147.00 |
140.96 |
145.87 |
+4.08 |
3,626 |
21,971 |
+9 |
| Sep09 |
090429 |
144.03 |
147.41 |
143.72 |
146.17 |
+3.94 |
1,777 |
18,355 |
-124 |
| Oct09 |
090429 |
135.10 |
138.25 |
135.06 |
137.32 |
+3.69 |
1,335 |
14,151 |
+261 |
| Nov09 |
090429 |
137.60 |
137.60 |
137.30 |
137.57 |
+3.59 |
469 |
4,347 |
+133 |
| Dec09 |
090429 |
140.15 |
140.15 |
138.49 |
139.17 |
+3.49 |
558 |
10,261 |
+99 |
| Jan10 |
090429 |
141.77 |
141.77 |
141.77 |
141.77 |
+3.49 |
30 |
2,552 |
+18 |
| Feb10 |
090429 |
144.57 |
144.57 |
144.57 |
144.57 |
+3.49 |
0 |
916 |
+0 |
| Total Volume and Open Interest |
64,775 |
210,344 |
-1,540 |
| e-miNY RBOB Gasoline(NYM) |
| May09 |
090429 |
1.40 |
1.40 |
1.40 |
1.45 |
-138.32 |
1 |
2 |
-1 |
| Jun09 |
090429 |
144.63 |
144.63 |
144.63 |
144.63 |
+4.68 |
1 |
1 |
+1 |
| Jul09 |
090429 |
145.30 |
145.30 |
145.30 |
145.30 |
+4.42 |
|
|
|
| Aug09 |
090429 |
145.87 |
145.87 |
145.87 |
145.87 |
+4.08 |
|
|
|
| Total Volume and Open Interest |
2 |
5 |
+0 |
| Natural Gas(NYM) |
| Jun09 |
090429 |
3.469 |
3.525 |
3.339 |
3.403 |
-0.037 |
46,798 |
111,423 |
-638 |
| Jul09 |
090429 |
3.614 |
3.661 |
3.479 |
3.542 |
-0.042 |
9,649 |
75,903 |
+1,176 |
| Aug09 |
090429 |
3.700 |
3.775 |
3.603 |
3.666 |
-0.046 |
2,748 |
44,548 |
+466 |
| Sep09 |
090429 |
3.780 |
3.852 |
3.684 |
3.744 |
-0.052 |
1,497 |
30,701 |
+68 |
| Oct09 |
090429 |
3.939 |
3.980 |
3.820 |
3.882 |
-0.052 |
4,917 |
45,632 |
-154 |
| Nov09 |
090429 |
4.632 |
4.632 |
4.500 |
4.557 |
-0.035 |
1,040 |
21,491 |
+58 |
| Dec09 |
090429 |
5.300 |
5.330 |
5.210 |
5.267 |
-0.019 |
1,500 |
33,097 |
+121 |
| Jan10 |
090429 |
5.598 |
5.624 |
5.512 |
5.567 |
-0.019 |
3,633 |
31,197 |
+424 |
| Feb10 |
090429 |
5.659 |
5.659 |
5.561 |
5.613 |
-0.019 |
698 |
13,663 |
+150 |
| Mar10 |
090429 |
5.600 |
5.600 |
5.516 |
5.558 |
-0.019 |
1,868 |
26,676 |
+189 |
| Apr10 |
090429 |
5.450 |
5.450 |
5.355 |
5.398 |
-0.017 |
795 |
28,969 |
+271 |
| May10 |
090429 |
5.461 |
5.470 |
5.410 |
5.445 |
-0.017 |
397 |
13,108 |
+114 |
| Jun10 |
090429 |
5.580 |
5.580 |
5.550 |
5.557 |
-0.017 |
40 |
8,010 |
+14 |
| Jul10 |
090429 |
5.712 |
5.712 |
5.690 |
5.690 |
-0.017 |
27 |
6,143 |
+14 |
| Aug10 |
090429 |
5.791 |
5.794 |
5.767 |
5.770 |
-0.017 |
75 |
6,546 |
-42 |
| Sep10 |
090429 |
5.834 |
5.834 |
5.817 |
5.817 |
-0.017 |
41 |
5,875 |
+16 |
| Total Volume and Open Interest |
136,899 |
652,714 |
-8,069 |
| Brent Crude Oil(ICE) |
| Jun09 |
090429 |
49.57 |
51.28 |
49.25 |
50.78 |
+0.79 |
119,191 |
145,912 |
-1,416 |
| Jul09 |
090429 |
50.28 |
52.30 |
50.28 |
51.80 |
+0.80 |
51,610 |
127,509 |
+1,993 |
| Aug09 |
090429 |
52.02 |
53.26 |
52.02 |
52.85 |
+0.77 |
23,178 |
51,938 |
+1,182 |
| Sep09 |
090429 |
53.35 |
54.14 |
53.21 |
53.78 |
+0.76 |
10,553 |
35,937 |
+753 |
| Oct09 |
090429 |
54.24 |
54.97 |
54.11 |
54.70 |
+0.78 |
5,686 |
23,220 |
+757 |
| Nov09 |
090429 |
55.13 |
56.05 |
55.00 |
55.62 |
+0.80 |
4,415 |
18,111 |
+311 |
| Dec09 |
090429 |
56.02 |
56.95 |
55.90 |
56.52 |
+0.80 |
12,232 |
94,876 |
+453 |
| Jan10 |
090429 |
57.04 |
57.35 |
56.93 |
57.35 |
+0.79 |
1,345 |
18,475 |
+241 |
| Feb10 |
090429 |
58.19 |
58.19 |
58.19 |
58.19 |
+0.79 |
524 |
8,313 |
+1 |
| Mar10 |
090429 |
59.01 |
59.01 |
59.01 |
59.01 |
+0.78 |
224 |
7,171 |
+17 |
| Apr10 |
090429 |
59.79 |
59.79 |
59.79 |
59.79 |
+0.78 |
290 |
4,144 |
-66 |
| May10 |
090429 |
60.55 |
60.55 |
60.55 |
60.55 |
+0.83 |
255 |
3,285 |
+22 |
| Jun10 |
090429 |
60.80 |
61.38 |
60.80 |
61.20 |
+0.84 |
732 |
15,949 |
+205 |
| Jul10 |
090429 |
61.77 |
61.77 |
61.77 |
61.77 |
+0.86 |
60 |
5,075 |
+48 |
| Total Volume and Open Interest |
236,358 |
688,407 |
+5,890 |
| Gas Oil(ICE) |
| May09 |
090429 |
424.75 |
437.00 |
422.00 |
427.50 |
+7.75 |
43,960 |
62,647 |
+2,281 |
| Jun09 |
090429 |
426.00 |
443.50 |
426.00 |
434.50 |
+8.25 |
46,977 |
91,257 |
+3,539 |
| Jul09 |
090429 |
440.75 |
451.50 |
437.75 |
443.25 |
+8.50 |
9,305 |
41,392 |
-96 |
| Aug09 |
090429 |
451.00 |
460.75 |
447.25 |
452.75 |
+8.50 |
4,152 |
30,582 |
-117 |
| Sep09 |
090429 |
459.25 |
467.25 |
457.00 |
462.00 |
+8.25 |
3,219 |
29,395 |
-551 |
| Oct09 |
090429 |
471.50 |
473.75 |
466.50 |
471.25 |
+8.25 |
1,239 |
22,341 |
-557 |
| Nov09 |
090429 |
477.50 |
481.00 |
476.00 |
480.25 |
+8.50 |
2,057 |
16,278 |
+168 |
| Dec09 |
090429 |
486.00 |
494.25 |
483.75 |
488.50 |
+8.50 |
6,770 |
54,528 |
-233 |
| Jan10 |
090429 |
498.75 |
499.75 |
494.00 |
497.50 |
+8.25 |
1,015 |
20,666 |
-462 |
| Feb10 |
090429 |
506.00 |
506.00 |
506.00 |
506.00 |
+8.50 |
553 |
11,970 |
+99 |
| Total Volume and Open Interest |
123,473 |
479,930 |
+6,389 |
| Ethanol(CBOT) |
| Apr09 |
090403 |
1.583 |
1.583 |
1.583 |
1.583 |
-0.011 |
37 |
38 |
-27 |
| May09 |
090429 |
1.575 |
1.614 |
1.575 |
1.612 |
+0.053 |
28 |
187 |
-12 |
| Jun09 |
090429 |
1.570 |
1.600 |
1.570 |
1.600 |
+0.044 |
6 |
707 |
+0 |
| Jul09 |
090429 |
1.580 |
1.623 |
1.580 |
1.612 |
+0.051 |
28 |
650 |
-5 |
| Aug09 |
090429 |
1.600 |
1.615 |
1.600 |
1.615 |
+0.040 |
0 |
136 |
+0 |
| Sep09 |
090429 |
1.590 |
1.630 |
1.590 |
1.630 |
+0.048 |
2 |
154 |
+0 |
| Oct09 |
090429 |
1.585 |
1.630 |
1.585 |
1.616 |
+0.041 |
5 |
322 |
+5 |
| Nov09 |
090429 |
1.620 |
1.640 |
1.620 |
1.640 |
+0.055 |
2 |
394 |
+2 |
| Total Volume and Open Interest |
95 |
4,279 |
+14 |
| US Dollar Index(ICE) |
| Jun09 |
090429 |
85.440 |
85.440 |
84.240 |
84.655 |
-0.670 |
4,285 |
19,447 |
-494 |
| Sep09 |
090429 |
85.750 |
85.750 |
84.650 |
85.000 |
-0.670 |
34 |
2,089 |
-23 |
| Dec09 |
090429 |
85.380 |
85.380 |
85.380 |
85.380 |
-0.670 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
4,319 |
21,542 |
-517 |
| Australian Dollar(CME) |
| Jun09 |
090429 |
70.50 |
72.80 |
70.30 |
72.67 |
+2.15 |
41,340 |
72,785 |
+103 |
| Sep09 |
090429 |
70.70 |
72.80 |
70.14 |
72.30 |
+2.12 |
15 |
440 |
-73 |
| Dec09 |
090429 |
72.01 |
72.01 |
69.89 |
72.01 |
+2.12 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
41,355 |
73,258 |
+30 |
| British Pound(CME) |
| Jun09 |
090429 |
146.35 |
148.15 |
146.17 |
147.67 |
+1.47 |
60,740 |
83,693 |
+833 |
| Sep09 |
090429 |
147.20 |
148.14 |
146.23 |
147.70 |
+1.47 |
15 |
384 |
-3 |
| Dec09 |
090429 |
147.70 |
148.06 |
146.23 |
147.70 |
+1.47 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
60,755 |
84,138 |
+830 |
| Canadian Dollar(CME) |
| Jun09 |
090429 |
82.00 |
83.42 |
81.88 |
83.33 |
+1.27 |
42,683 |
61,537 |
-1,058 |
| Sep09 |
090429 |
83.00 |
83.49 |
82.02 |
83.42 |
+1.27 |
48 |
2,570 |
+13 |
| Dec09 |
090429 |
83.05 |
83.58 |
82.25 |
83.51 |
+1.26 |
19 |
1,300 |
-5 |
| Mar10 |
090429 |
83.63 |
83.64 |
82.36 |
83.63 |
+1.27 |
14 |
424 |
+5 |
| Total Volume and Open Interest |
42,764 |
65,864 |
-1,045 |
| Japanese Yen(CME) |
| Jun09 |
090429 |
103.77 |
103.81 |
102.10 |
102.47 |
-1.31 |
58,028 |
72,851 |
+259 |
| Sep09 |
090429 |
103.59 |
103.95 |
102.30 |
102.63 |
-1.32 |
10 |
1,101 |
-4 |
| Dec09 |
090429 |
103.80 |
104.17 |
102.85 |
102.85 |
-1.32 |
1 |
99 |
+1 |
| Total Volume and Open Interest |
58,039 |
74,064 |
+256 |
| Swiss Franc(CME) |
| Jun09 |
090429 |
87.50 |
88.55 |
87.42 |
88.14 |
+0.64 |
29,698 |
28,102 |
-851 |
| Sep09 |
090429 |
88.29 |
88.66 |
87.65 |
88.29 |
+0.64 |
4 |
209 |
-2 |
| Dec09 |
090429 |
88.47 |
88.56 |
87.81 |
88.47 |
+0.66 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
29,702 |
28,319 |
-853 |
| EuroFX(CME) |
| Jun09 |
090429 |
131.39 |
133.60 |
131.19 |
132.88 |
+1.42 |
153,518 |
108,489 |
+1,188 |
| Sep09 |
090429 |
131.35 |
133.34 |
131.23 |
132.84 |
+1.41 |
214 |
1,665 |
-48 |
| Dec09 |
090429 |
132.86 |
133.02 |
131.45 |
132.86 |
+1.41 |
43 |
52 |
+9 |
| Total Volume and Open Interest |
153,775 |
110,209 |
+1,149 |
| Mexican Peso(CME) |
| May09 |
090429 |
730.8 |
730.8 |
721.2 |
730.8 |
+9.5 |
|
|
|
| Jun09 |
090429 |
716.2 |
732.2 |
716.2 |
726.0 |
+9.5 |
24,069 |
55,240 |
+2,014 |
| Total Volume and Open Interest |
24,071 |
58,839 |
+2,015 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090429 |
123~210 |
124~130 |
121~250 |
122~240 |
-1~020 |
145,101 |
692,198 |
+7,373 |
| Sep09 |
090429 |
122~125 |
122~295 |
121~000 |
121~120 |
-1~025 |
34 |
534 |
-6 |
| Dec09 |
090429 |
120~105 |
121~125 |
120~105 |
120~105 |
-1~020 |
1 |
211 |
+0 |
| Total Volume and Open Interest |
145,136 |
692,988 |
+7,367 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090429 |
121~190 |
121~305 |
120~160 |
121~040 |
-0~175 |
609,303 |
999,042 |
+14,930 |
| Sep09 |
090429 |
120~055 |
120~075 |
119~155 |
119~165 |
-0~180 |
5,403 |
5,572 |
+4,673 |
| Dec09 |
090429 |
118~270 |
119~120 |
118~270 |
118~270 |
-0~170 |
|
|
|
| Total Volume and Open Interest |
614,706 |
1,004,614 |
+19,603 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090429 |
117~048 |
117~083 |
116~052 |
117~020 |
-0~034 |
328,123 |
822,542 |
+22,049 |
| Sep09 |
090429 |
116~049 |
116~087 |
116~045 |
116~053 |
-0~034 |
36 |
2,122 |
+23 |
| Dec09 |
090429 |
54~005 |
54~039 |
54~005 |
54~005 |
-0~034 |
|
|
|
| Total Volume and Open Interest |
328,159 |
824,664 |
+22,072 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090429 |
108~082 |
108~113 |
108~080 |
108~091 |
+0~007 |
365 |
470,583 |
-2,781 |
| Sep09 |
090429 |
108~023 |
108~023 |
108~016 |
108~023 |
+0~007 |
|
|
|
| Dec09 |
090429 |
108~023 |
108~023 |
108~016 |
108~023 |
+0~007 |
|
|
|
| Total Volume and Open Interest |
153,740 |
470,583 |
-2,781 |
| Eurodollars(CME) |
| Jun09 |
090429 |
98.995 |
99.045 |
98.985 |
99.040 |
+0.045 |
190,160 |
1,021,209 |
-5,711 |
| Sep09 |
090429 |
98.940 |
98.990 |
98.930 |
98.985 |
+0.045 |
217,853 |
948,320 |
+567 |
| Dec09 |
090429 |
98.730 |
98.780 |
98.720 |
98.770 |
+0.035 |
197,742 |
736,289 |
+15,156 |
| Mar10 |
090429 |
98.610 |
98.665 |
98.595 |
98.640 |
+0.025 |
217,634 |
685,600 |
+19,638 |
| Jun10 |
090429 |
98.385 |
98.440 |
98.360 |
98.400 |
+0.010 |
227,700 |
477,621 |
+2,103 |
| Sep10 |
090429 |
98.165 |
98.215 |
98.120 |
98.160 |
-0.010 |
191,611 |
405,920 |
+12,813 |
| Dec10 |
090429 |
97.890 |
97.950 |
97.840 |
97.875 |
-0.035 |
115,052 |
447,037 |
+5,530 |
| Mar11 |
090429 |
97.680 |
97.730 |
97.620 |
97.645 |
-0.055 |
82,113 |
295,449 |
+1,133 |
| Jun11 |
090429 |
97.460 |
97.490 |
97.360 |
97.385 |
-0.080 |
43,498 |
246,034 |
+645 |
| Sep11 |
090429 |
97.230 |
97.275 |
97.135 |
97.160 |
-0.095 |
30,458 |
154,320 |
+1,286 |
| Dec11 |
090429 |
97.035 |
97.060 |
96.910 |
96.940 |
-0.110 |
22,896 |
111,516 |
-1,838 |
| Mar12 |
090429 |
96.895 |
96.940 |
96.780 |
96.805 |
-0.120 |
16,847 |
87,055 |
-1,355 |
| Jun12 |
090429 |
96.780 |
96.810 |
96.650 |
96.670 |
-0.130 |
5,673 |
83,742 |
-838 |
| Sep12 |
090429 |
96.670 |
96.715 |
96.550 |
96.565 |
-0.140 |
4,461 |
61,971 |
-267 |
| Dec12 |
090429 |
96.560 |
96.595 |
96.430 |
96.445 |
-0.145 |
4,161 |
51,491 |
-621 |
| Mar13 |
090429 |
96.510 |
96.545 |
96.385 |
96.400 |
-0.145 |
3,945 |
53,289 |
-68 |
| Jun13 |
090429 |
96.440 |
96.470 |
96.305 |
96.325 |
-0.145 |
1,416 |
23,139 |
-185 |
| Sep13 |
090429 |
96.360 |
96.400 |
96.235 |
96.255 |
-0.145 |
1,377 |
38,282 |
+74 |
| Total Volume and Open Interest |
1,590,033 |
6,156,498 |
+48,527 |
| 30 Day Federal Funds(CBOT) |
| Apr09 |
090429 |
99.850 |
99.850 |
99.848 |
99.850 |
unch |
3,169 |
69,237 |
-1,358 |
| May09 |
090429 |
99.815 |
99.825 |
99.815 |
99.820 |
+0.005 |
5,454 |
68,211 |
+1,572 |
| Jun09 |
090429 |
99.810 |
99.815 |
99.805 |
99.805 |
unch |
2,660 |
42,738 |
-742 |
| Jul09 |
090429 |
99.785 |
99.800 |
99.785 |
99.790 |
+0.005 |
2,837 |
37,845 |
-76 |
| Aug09 |
090429 |
99.760 |
99.775 |
99.760 |
99.765 |
+0.005 |
2,090 |
34,672 |
-148 |
| Sep09 |
090429 |
99.740 |
99.750 |
99.740 |
99.745 |
+0.005 |
2,268 |
31,028 |
+53 |
| Total Volume and Open Interest |
31,073 |
444,338 |
-1,353 |
| 30 Day Fed Funds(e-CBOT) |
| Apr09 |
090428 |
99.850 |
99.850 |
99.848 |
99.848 |
-0.002 |
1,394 |
70,595 |
+158 |
| May09 |
090428 |
99.815 |
99.820 |
99.810 |
99.815 |
-0.005 |
8,659 |
66,639 |
-1,986 |
| Jun09 |
090428 |
99.810 |
99.815 |
99.800 |
99.805 |
-0.005 |
3,393 |
43,480 |
+48 |
| Jul09 |
090428 |
99.780 |
99.795 |
99.780 |
99.785 |
-0.005 |
3,114 |
37,921 |
-966 |
| Aug09 |
090428 |
99.760 |
99.775 |
99.750 |
99.755 |
-0.010 |
3,324 |
34,820 |
-654 |
| Sep09 |
090428 |
99.745 |
99.760 |
99.735 |
99.740 |
-0.010 |
2,865 |
30,975 |
+109 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090429 |
99.45 |
99.45 |
99.44 |
99.44 |
-0.01 |
27 |
0 |
+0 |
| Sep09 |
090429 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
|
|
|
| Dec09 |
090429 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
|
|
|
| Mar10 |
090429 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
| Jun10 |
090429 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.01 |
|
|
|
| Sep10 |
090429 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
| Dec10 |
090429 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
|
|
|
| Mar11 |
090429 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.01 |
|
|
|
| Jun11 |
090429 |
99.21 |
99.21 |
99.19 |
99.19 |
-0.02 |
|
|
|
| Sep11 |
090429 |
99.21 |
99.21 |
99.19 |
99.19 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090429 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.01 |
2 |
13,215 |
+2 |
| Sep09 |
090429 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
37 |
4,307 |
+2 |
| Dec09 |
090429 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
2,126 |
+0 |
| Mar10 |
090429 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
2,077 |
+0 |
| Jun10 |
090429 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.01 |
0 |
600 |
+0 |
| Sep10 |
090429 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
0 |
252 |
+0 |
| Dec10 |
090429 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.01 |
0 |
252 |
+0 |
| Mar11 |
090429 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.01 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
39 |
24,245 |
-571 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090428 |
136.85 |
137.36 |
136.76 |
137.29 |
+0.01 |
1,854 |
11,082 |
+0 |
| Sep09 |
090428 |
137.29 |
137.29 |
137.29 |
137.29 |
+0.59 |
|
|
|
| Dec09 |
090428 |
137.29 |
137.29 |
137.29 |
137.29 |
+0.59 |
|
|
|
| Total Volume and Open Interest |
2,716 |
12,184 |
+953 |
| Euro-Bund(EUREX) |
| Jun09 |
090428 |
123.19 |
123.33 |
122.64 |
122.96 |
+0.18 |
570,457 |
805,070 |
+6,025 |
| Sep09 |
090428 |
122.77 |
122.77 |
122.31 |
122.49 |
+0.20 |
255 |
22,714 |
+127 |
| Dec09 |
090428 |
121.96 |
121.96 |
121.96 |
121.96 |
+0.18 |
|
|
|
| Total Volume and Open Interest |
570,712 |
827,784 |
+6,152 |
| Euro-Bobl(EUREX) |
| Jun09 |
090429 |
116.01 |
116.27 |
115.76 |
116.07 |
+0.22 |
332,480 |
694,903 |
-8,975 |
| Sep09 |
090429 |
115.97 |
116.11 |
115.97 |
116.11 |
+0.07 |
337 |
32,617 |
+293 |
| Dec09 |
090429 |
115.83 |
115.83 |
115.83 |
115.83 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
392,209 |
734,371 |
+18,805 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
| Sep09 |
090428 |
98.690 |
98.710 |
98.690 |
98.710 |
+0.025 |
43 |
8,123 |
+200 |
| Dec09 |
090428 |
98.550 |
98.555 |
98.550 |
98.555 |
+0.035 |
35 |
4,576 |
+83 |
| Total Volume and Open Interest |
418 |
33,069 |
+48 |
| Long Gilt(LIFFE) |
| Jun09 |
090429 |
120~21 |
121~09 |
120~20 |
121~03 |
-0~01 |
62,940 |
301,268 |
-8,784 |
| Sep09 |
090429 |
119~30 |
119~30 |
119~27 |
119~29 |
-0~01 |
482 |
2,507 |
-29 |
| Total Volume and Open Interest |
63,422 |
303,775 |
-8,813 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090429 |
98.63 |
98.67 |
98.62 |
98.66 |
+0.02 |
43,471 |
310,473 |
+7,462 |
| Sep09 |
090429 |
98.59 |
98.63 |
98.57 |
98.63 |
+0.02 |
59,841 |
309,701 |
+6,201 |
| Dec09 |
090429 |
98.34 |
98.40 |
98.32 |
98.39 |
+0.03 |
50,620 |
289,565 |
+4,709 |
| Mar10 |
090429 |
98.14 |
98.23 |
98.12 |
98.22 |
+0.05 |
51,578 |
299,848 |
+810 |
| Jun10 |
090429 |
97.85 |
97.95 |
97.83 |
97.94 |
+0.07 |
63,463 |
240,467 |
+3,729 |
| Sep10 |
090429 |
97.56 |
97.68 |
97.54 |
97.66 |
+0.08 |
65,527 |
223,852 |
+5,369 |
| Total Volume and Open Interest |
399,589 |
2,061,412 |
+27,763 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090429 |
98.720 |
98.745 |
98.700 |
98.740 |
+0.020 |
71,141 |
647,768 |
-2,074 |
| Sep09 |
090429 |
98.710 |
98.730 |
98.685 |
98.725 |
+0.015 |
101,500 |
528,678 |
+465 |
| Dec09 |
090429 |
98.555 |
98.575 |
98.525 |
98.565 |
+0.010 |
106,539 |
506,079 |
+2,984 |
| Total Volume and Open Interest |
662,757 |
3,384,856 |
+15,760 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090429 |
97.12 |
97.13 |
97.07 |
97.08 |
-0.04 |
23,349 |
292,362 |
-867 |
| Sep09 |
090429 |
97.31 |
97.33 |
97.26 |
97.27 |
-0.04 |
20,592 |
214,471 |
+2,396 |
| Dec09 |
090429 |
97.27 |
97.29 |
97.19 |
97.21 |
-0.05 |
10,737 |
118,713 |
+4,483 |
| Mar10 |
090429 |
96.97 |
96.98 |
96.89 |
96.90 |
-0.07 |
4,337 |
86,433 |
+1,257 |
| Jun10 |
090429 |
96.57 |
96.58 |
96.48 |
96.50 |
-0.06 |
2,993 |
63,712 |
+704 |
| Sep10 |
090429 |
96.20 |
96.20 |
96.11 |
96.11 |
-0.08 |
1,966 |
36,089 |
+421 |
| Dec10 |
090429 |
95.85 |
95.85 |
95.76 |
95.76 |
-0.09 |
901 |
23,220 |
-404 |
| Mar11 |
090429 |
95.48 |
95.48 |
95.46 |
95.46 |
-0.08 |
533 |
12,679 |
+243 |
| Jun11 |
090429 |
95.18 |
95.18 |
95.18 |
95.18 |
-0.09 |
520 |
2,192 |
-153 |
| Sep11 |
090429 |
94.94 |
94.94 |
94.94 |
94.94 |
-0.10 |
207 |
421 |
+52 |
| Total Volume and Open Interest |
66,237 |
850,563 |
+8,231 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090429 |
95.51 |
95.51 |
95.42 |
95.43 |
-0.14 |
14,803 |
0 |
+0 |
| Sep09 |
090429 |
95.39 |
95.39 |
95.39 |
95.39 |
-0.14 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
18,652 |
287,098 |
+1,248 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090429 |
96.61 |
96.62 |
96.56 |
96.57 |
-0.11 |
62,310 |
0 |
+0 |
| Sep09 |
090429 |
96.57 |
96.57 |
96.57 |
96.57 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
70,919 |
458,755 |
-801 |
| Gold(CMX) |
| Jun09 |
090429 |
894.0 |
904.0 |
888.3 |
900.5 |
+6.9 |
59,465 |
240,320 |
-864 |
| Aug09 |
090429 |
894.2 |
905.4 |
890.5 |
902.2 |
+7.0 |
1,290 |
23,353 |
+167 |
| Oct09 |
090429 |
895.5 |
903.6 |
892.1 |
903.6 |
+7.0 |
114 |
7,518 |
-7 |
| Dec09 |
090429 |
895.0 |
906.9 |
893.8 |
905.0 |
+7.0 |
826 |
25,548 |
-140 |
| Feb10 |
090429 |
897.0 |
908.8 |
897.0 |
906.5 |
+6.9 |
2 |
4,938 |
+1 |
| Apr10 |
090429 |
907.0 |
908.0 |
907.0 |
908.0 |
+6.9 |
1 |
3,283 |
+1 |
| Jun10 |
090429 |
906.0 |
909.7 |
906.0 |
909.7 |
+6.9 |
211 |
6,284 |
-210 |
| Aug10 |
090429 |
911.6 |
911.6 |
911.6 |
911.6 |
+6.9 |
0 |
476 |
+0 |
| Oct10 |
090429 |
913.6 |
913.6 |
913.6 |
913.6 |
+6.8 |
0 |
502 |
+0 |
| Dec10 |
090429 |
915.7 |
915.7 |
915.7 |
915.7 |
+6.7 |
394 |
10,777 |
-30 |
| Feb11 |
090429 |
918.1 |
918.1 |
918.1 |
918.1 |
+6.6 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
64,210 |
346,479 |
-157 |
| Silver(CMX) |
| May09 |
090429 |
1244.5 |
1281.0 |
1238.0 |
1275.4 |
+35.4 |
23,555 |
17,097 |
-4,386 |
| Jul09 |
090429 |
1247.0 |
1283.0 |
1240.5 |
1277.5 |
+34.9 |
14,362 |
43,653 |
+3,343 |
| Sep09 |
090429 |
1260.0 |
1282.0 |
1258.5 |
1279.1 |
+35.0 |
241 |
6,121 |
+72 |
| Dec09 |
090429 |
1253.0 |
1285.0 |
1253.0 |
1281.1 |
+35.0 |
861 |
13,391 |
+78 |
| Mar10 |
090429 |
1281.5 |
1282.6 |
1281.5 |
1282.6 |
+35.0 |
27 |
5,484 |
+0 |
| May10 |
090429 |
1282.5 |
1284.5 |
1282.5 |
1283.4 |
+35.0 |
1 |
473 |
+0 |
| Jul10 |
090429 |
1284.6 |
1284.6 |
1284.6 |
1284.6 |
+35.0 |
0 |
2,409 |
+0 |
| Total Volume and Open Interest |
39,290 |
94,721 |
-889 |
| Platinum(NYMEX) |
| Jul09 |
090429 |
1103.0 |
1109.5 |
1086.1 |
1106.8 |
+5.2 |
1,755 |
19,358 |
-236 |
| Oct09 |
090429 |
1102.2 |
1111.5 |
1102.2 |
1111.5 |
+4.4 |
10 |
583 |
-2 |
| Jan10 |
090429 |
1113.0 |
1113.0 |
1113.0 |
1113.0 |
+4.4 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,795 |
19,967 |
-248 |
| Palladium(NYMEX) |
| Jun09 |
090429 |
217.80 |
224.90 |
216.00 |
223.00 |
+6.25 |
780 |
13,630 |
-175 |
| Sep09 |
090429 |
217.85 |
225.50 |
217.85 |
224.20 |
+6.35 |
17 |
183 |
-9 |
| Dec09 |
090429 |
218.95 |
225.45 |
218.95 |
225.45 |
+6.50 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
797 |
13,831 |
-184 |
| Copper(CMX) |
| May09 |
090429 |
191.60 |
203.00 |
191.45 |
201.00 |
+9.40 |
8,231 |
9,454 |
-1,133 |
| Jul09 |
090429 |
191.75 |
202.95 |
191.10 |
200.50 |
+8.85 |
11,809 |
67,664 |
+1,296 |
| Sep09 |
090429 |
191.40 |
202.00 |
191.40 |
200.30 |
+8.70 |
934 |
13,108 |
+234 |
| Dec09 |
090429 |
196.45 |
201.90 |
196.25 |
200.20 |
+8.65 |
123 |
3,952 |
+38 |
| Mar10 |
090429 |
199.95 |
199.95 |
199.95 |
199.95 |
+8.55 |
15 |
699 |
+4 |
| Total Volume and Open Interest |
21,898 |
105,526 |
+742 |
| Aluminum(CMX) |
| May09 |
090429 |
0.67 |
0.67 |
0.67 |
0.67 |
+0.01 |
|
|
|
| Jun09 |
090429 |
0.67 |
0.67 |
0.67 |
0.67 |
+0.01 |
|
|
|
| Jul09 |
090429 |
0.68 |
0.68 |
0.68 |
0.68 |
+0.01 |
|
|
|
| Sep09 |
080724 |
143.85 |
143.85 |
143.85 |
143.85 |
unch |
|
|
|
| Oct09 |
080724 |
0.17 |
0.17 |
0.17 |
0.17 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Jun09 |
090429 |
7964 |
8205 |
7951 |
8125 |
+158 |
984 |
9,977 |
+121 |
| Sep09 |
090429 |
7972 |
8108 |
7972 |
8073 |
+158 |
16 |
789 |
-11 |
| Dec09 |
090429 |
8030 |
8030 |
8026 |
8026 |
+158 |
|
|
|
| Mar10 |
090429 |
7995 |
7995 |
7837 |
7995 |
+158 |
|
|
|
| Total Volume and Open Interest |
1,000 |
10,766 |
+110 |
| S & P 500(CME) |
| Jun09 |
090429 |
850.90 |
879.00 |
849.50 |
869.10 |
+17.30 |
18,701 |
433,796 |
-856 |
| Sep09 |
090429 |
859.00 |
873.90 |
859.00 |
865.10 |
+17.20 |
650 |
15,270 |
+458 |
| Dec09 |
090429 |
861.80 |
870.80 |
852.80 |
861.80 |
+17.00 |
0 |
1,096 |
+0 |
| Mar10 |
090429 |
859.20 |
868.40 |
850.40 |
859.20 |
+16.80 |
0 |
382 |
+0 |
| Total Volume and Open Interest |
19,351 |
450,546 |
-398 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090429 |
850.25 |
879.25 |
849.25 |
868.75 |
+17.00 |
2,460,914 |
2,561,806 |
+54,575 |
| Sep09 |
090429 |
847.25 |
875.00 |
846.00 |
865.00 |
+17.00 |
4,842 |
36,313 |
-71 |
| Total Volume and Open Interest |
2,465,767 |
2,598,192 |
+54,510 |
| NASDAQ 100(CME) |
| Jun09 |
090429 |
1358.30 |
1398.00 |
1355.00 |
1377.80 |
+17.30 |
1,823 |
22,645 |
+89 |
| Sep09 |
090429 |
1376.80 |
1379.50 |
1376.80 |
1376.80 |
+17.30 |
|
|
|
| Dec09 |
090429 |
1379.80 |
1382.50 |
1379.80 |
1379.80 |
+17.30 |
|
|
|
| Total Volume and Open Interest |
1,823 |
22,645 |
+89 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090429 |
1359.30 |
1397.30 |
1355.00 |
1377.80 |
+17.30 |
283,010 |
274,142 |
-1,488 |
| Sep09 |
090429 |
1362.50 |
1395.30 |
1360.00 |
1376.80 |
+17.30 |
40 |
913 |
-6 |
| Total Volume and Open Interest |
283,052 |
275,069 |
-1,494 |
| S & P Midcap 400(CME) |
| Jun09 |
090429 |
550.50 |
563.00 |
543.75 |
559.50 |
+15.00 |
19 |
4,647 |
+0 |
| Sep09 |
090429 |
557.50 |
557.50 |
557.00 |
557.50 |
+15.00 |
|
|
|
| Dec09 |
090429 |
555.50 |
555.50 |
555.00 |
555.50 |
+15.00 |
|
|
|
| Total Volume and Open Interest |
19 |
4,647 |
+0 |
| Russell 2000(CME) |
| Jun09 |
090429 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,360 |
+153 |
| Sep09 |
090429 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,373 |
+0 |
| Dec09 |
090429 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,493 |
+118 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090428 |
8755 |
8820 |
8485 |
8530 |
-200 |
87,862 |
170,171 |
+3,075 |
| Sep09 |
090428 |
8535 |
8535 |
8535 |
8535 |
-200 |
0 |
447 |
+0 |
| Total Volume and Open Interest |
87,862 |
168,971 |
-3,315 |
| Nikkei 225(SGX) |
| Jun09 |
090428 |
8755 |
8820 |
8485 |
8530 |
-200 |
87,862 |
170,171 |
+3,075 |
| Sep09 |
090428 |
8535 |
8535 |
8535 |
8535 |
-200 |
0 |
447 |
+0 |
| Dec09 |
090428 |
8485 |
8485 |
8485 |
8485 |
-200 |
0 |
277 |
+0 |
| Total Volume and Open Interest |
87,862 |
168,971 |
-3,315 |
| CAC 40(EURONEXT) |
| May09 |
090429 |
3026.0 |
3087.5 |
3023.5 |
3078.0 |
+66.0 |
112,764 |
386,956 |
+6,747 |
| Jun09 |
090429 |
2970.5 |
3036.0 |
2970.5 |
3027.5 |
+66.5 |
593 |
41,890 |
+301 |
| Jul09 |
090429 |
3031.5 |
3031.5 |
3025.0 |
3025.0 |
+66.0 |
1 |
11 |
+1 |
| Total Volume and Open Interest |
113,360 |
431,919 |
+7,048 |
| Hang Seng Index(HKFE) |
| Apr09 |
090429 |
14730 |
14890 |
14700 |
14863 |
+261 |
114,403 |
35,477 |
-27,056 |
| May09 |
090429 |
14600 |
14876 |
14518 |
14789 |
+369 |
53,498 |
70,672 |
+21,296 |
| Jun09 |
090429 |
14550 |
14790 |
14470 |
14710 |
+350 |
275 |
2,914 |
-20 |
| Total Volume and Open Interest |
168,186 |
109,796 |
-5,808 |
| DAX(EUREX) |
| Jun09 |
090429 |
4640.0 |
4744.0 |
4628.0 |
4720.0 |
+96.0 |
156,122 |
146,028 |
+6,194 |
| Sep09 |
090429 |
4657.0 |
4750.0 |
4638.5 |
4726.5 |
+95.5 |
114 |
6,340 |
-34 |
| Dec09 |
090429 |
4662.0 |
4753.5 |
4649.0 |
4737.5 |
+95.5 |
47 |
2,196 |
-6 |
| Total Volume and Open Interest |
156,283 |
154,564 |
+6,154 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090429 |
4067.00 |
4181.00 |
4049.50 |
4157.50 |
+107.50 |
89,777 |
733,535 |
+4,812 |
| Sep09 |
090429 |
4036.00 |
4143.00 |
4019.50 |
4123.50 |
+107.50 |
62 |
1,070 |
-59 |
| Dec09 |
090429 |
3998.00 |
4098.50 |
3998.00 |
4098.50 |
+108.00 |
84 |
1,369 |
+64 |
| Total Volume and Open Interest |
89,923 |
735,974 |
+4,817 |
| SPI 200(SFE) |
| Jun09 |
090429 |
3665.0 |
3730.0 |
3665.0 |
3721.0 |
+45.0 |
36,018 |
300,245 |
-1,633 |
| Sep09 |
090429 |
3636.0 |
3684.0 |
3636.0 |
3684.0 |
+45.0 |
19 |
2,095 |
+3 |
| Dec09 |
090429 |
3681.0 |
3681.0 |
3681.0 |
3681.0 |
+44.0 |
61 |
2,487 |
+0 |
| Total Volume and Open Interest |
36,106 |
306,534 |
-1,630 |
| GSCI(CME) |
| May09 |
090429 |
361.50 |
365.75 |
360.40 |
365.30 |
+8.65 |
431 |
15,064 |
-194 |
| Jun09 |
090429 |
371.00 |
371.00 |
362.40 |
371.00 |
+8.50 |
0 |
5 |
+0 |
| Jul09 |
090429 |
376.50 |
376.50 |
368.40 |
376.50 |
+8.00 |
|
|
|
| Total Volume and Open Interest |
431 |
15,069 |
-194 |
| Reuters CCI(ICE) |
| Jun09 |
090429 |
221.70 |
221.70 |
221.70 |
221.70 |
+3.90 |
0 |
50 |
+0 |
| Aug09 |
090429 |
385.50 |
385.50 |
385.50 |
385.50 |
+5.50 |
0 |
419 |
+0 |
| Nov09 |
090429 |
397.50 |
397.50 |
397.50 |
397.50 |
+5.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
151 |
+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. |
|
|