|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon May 04, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May09 |
090504 |
1125.00 |
1125.00 |
1103.00 |
1115.25 |
+13.25 |
23,117 |
9,582 |
-7,334 |
Jul09 |
090504 |
1116.00 |
1119.00 |
1088.00 |
1103.50 |
+12.50 |
132,691 |
199,287 |
+6,182 |
Aug09 |
090504 |
1078.00 |
1080.00 |
1059.00 |
1068.00 |
+9.00 |
3,784 |
10,675 |
+492 |
Sep09 |
090504 |
1028.00 |
1028.00 |
1007.00 |
1014.50 |
+3.50 |
1,537 |
8,462 |
-74 |
Nov09 |
090504 |
985.00 |
987.50 |
964.50 |
970.50 |
-0.50 |
36,479 |
117,555 |
+5,722 |
Jan10 |
090504 |
988.00 |
989.00 |
968.00 |
974.50 |
+0.75 |
834 |
8,793 |
+328 |
Mar10 |
090504 |
989.00 |
989.00 |
971.00 |
971.50 |
-1.50 |
756 |
3,516 |
+108 |
Total Volume and Open Interest |
201,320 |
377,709 |
+6,475 |
Soybean Meal(CBOT) |
May09 |
090504 |
362.00 |
362.50 |
351.80 |
357.60 |
+3.90 |
8,548 |
8,486 |
-2,859 |
Jul09 |
090504 |
347.50 |
349.00 |
337.80 |
344.80 |
+2.80 |
42,381 |
68,002 |
+377 |
Aug09 |
090504 |
328.00 |
332.50 |
322.50 |
328.40 |
+1.10 |
3,846 |
10,011 |
+1,102 |
Sep09 |
090504 |
314.50 |
314.50 |
305.50 |
309.70 |
-0.10 |
1,837 |
9,197 |
+87 |
Oct09 |
090504 |
291.00 |
291.00 |
283.50 |
286.20 |
-1.80 |
1,367 |
7,511 |
+203 |
Dec09 |
090504 |
287.00 |
287.00 |
281.50 |
281.50 |
-2.50 |
8,113 |
22,186 |
+810 |
Jan10 |
090504 |
284.00 |
284.00 |
279.60 |
279.60 |
-2.90 |
814 |
2,282 |
+357 |
Mar10 |
090504 |
281.50 |
281.50 |
278.00 |
278.00 |
-2.50 |
935 |
2,110 |
+390 |
Total Volume and Open Interest |
68,720 |
132,526 |
+872 |
Soybean Oil(CBOT) |
May09 |
090504 |
38.20 |
38.20 |
37.73 |
37.94 |
+0.51 |
18,639 |
8,215 |
-5,368 |
Jul09 |
090504 |
38.55 |
38.62 |
37.93 |
38.24 |
+0.49 |
51,478 |
123,811 |
+480 |
Aug09 |
090504 |
38.50 |
38.50 |
38.31 |
38.40 |
+0.48 |
4,823 |
14,675 |
-174 |
Sep09 |
090504 |
38.65 |
38.65 |
38.46 |
38.56 |
+0.48 |
1,693 |
9,615 |
+85 |
Oct09 |
090504 |
38.95 |
38.95 |
38.48 |
38.70 |
+0.48 |
908 |
5,371 |
+44 |
Dec09 |
090504 |
39.10 |
39.10 |
38.96 |
39.01 |
+0.49 |
5,226 |
28,492 |
-39 |
Jan10 |
090504 |
39.22 |
39.22 |
39.22 |
39.22 |
+0.49 |
149 |
1,795 |
+17 |
Mar10 |
090504 |
39.60 |
39.60 |
39.47 |
39.47 |
+0.49 |
63 |
1,355 |
+25 |
Total Volume and Open Interest |
83,209 |
200,649 |
-4,804 |
Canola(WCE) |
May09 |
090504 |
457.1 |
457.1 |
453.5 |
453.5 |
+8.2 |
639 |
163 |
-591 |
Jul09 |
090504 |
452.3 |
457.1 |
445.5 |
448.5 |
-1.8 |
8,101 |
72,216 |
-1,025 |
Nov09 |
090504 |
456.1 |
458.9 |
448.0 |
450.1 |
-3.1 |
1,049 |
30,030 |
+725 |
Jan10 |
090504 |
459.7 |
462.3 |
455.8 |
455.8 |
-1.6 |
22 |
1,212 |
+20 |
Mar10 |
090504 |
461.1 |
463.8 |
457.8 |
457.8 |
-2.1 |
1 |
719 |
+1 |
Total Volume and Open Interest |
9,834 |
105,002 |
-861 |
Corn(CBOT) |
May09 |
090504 |
404.00 |
405.00 |
393.75 |
398.00 |
-8.25 |
39,603 |
18,781 |
-11,756 |
Jul09 |
090504 |
411.00 |
412.25 |
400.50 |
405.50 |
-8.25 |
146,708 |
343,181 |
-4,929 |
Sep09 |
090504 |
419.25 |
421.25 |
410.25 |
414.50 |
-8.00 |
23,868 |
100,602 |
+1,665 |
Dec09 |
090504 |
429.50 |
432.00 |
420.75 |
425.50 |
-7.75 |
48,093 |
221,576 |
-2,500 |
Mar10 |
090504 |
442.00 |
442.00 |
433.50 |
437.75 |
-7.25 |
4,999 |
32,520 |
+1,395 |
May10 |
090504 |
449.25 |
449.25 |
442.00 |
446.50 |
-7.00 |
2,068 |
7,419 |
+306 |
Total Volume and Open Interest |
271,154 |
777,465 |
-14,972 |
Wheat(CBOT) |
May09 |
090504 |
556.00 |
556.00 |
538.50 |
538.50 |
-18.75 |
30,352 |
10,013 |
-5,481 |
Jul09 |
090504 |
569.00 |
569.00 |
547.50 |
551.00 |
-19.00 |
64,487 |
161,341 |
-298 |
Sep09 |
090504 |
594.50 |
595.50 |
577.50 |
577.50 |
-19.00 |
5,495 |
46,948 |
+129 |
Dec09 |
090504 |
616.00 |
616.00 |
600.00 |
600.00 |
-18.50 |
6,943 |
54,899 |
+604 |
Mar10 |
090504 |
615.50 |
615.50 |
615.50 |
615.50 |
-18.75 |
2,700 |
2,939 |
+95 |
Total Volume and Open Interest |
110,517 |
288,755 |
-4,787 |
Wheat(KCBT) |
May09 |
090504 |
591.00 |
591.00 |
591.00 |
591.00 |
-16.25 |
610 |
1,307 |
-555 |
Jul09 |
090504 |
612.00 |
616.00 |
593.00 |
597.00 |
-17.75 |
7,213 |
41,954 |
+226 |
Sep09 |
090504 |
620.50 |
622.25 |
604.50 |
607.50 |
-17.25 |
461 |
9,038 |
+105 |
Dec09 |
090504 |
633.50 |
637.25 |
620.50 |
623.00 |
-16.75 |
810 |
19,908 |
-201 |
Mar10 |
090504 |
637.00 |
637.00 |
635.00 |
636.50 |
-16.25 |
9 |
711 |
+1 |
Total Volume and Open Interest |
9,158 |
75,265 |
-399 |
Wheat(MGE) |
May09 |
090504 |
696.00 |
696.00 |
689.50 |
689.50 |
-5.50 |
135 |
182 |
-115 |
Jul09 |
090504 |
679.00 |
684.00 |
658.50 |
666.75 |
-18.00 |
2,073 |
13,129 |
-337 |
Sep09 |
090504 |
668.00 |
675.00 |
652.50 |
659.00 |
-17.75 |
675 |
7,122 |
-27 |
Dec09 |
090504 |
677.50 |
683.50 |
661.00 |
668.00 |
-17.00 |
318 |
5,391 |
-9 |
Mar10 |
090504 |
691.50 |
691.50 |
671.25 |
676.00 |
-17.75 |
38 |
623 |
-56 |
Total Volume and Open Interest |
3,254 |
26,903 |
-544 |
Oats(CBOT) |
May09 |
090504 |
196.00 |
196.00 |
196.00 |
196.00 |
-4.00 |
153 |
144 |
-151 |
Jul09 |
090504 |
205.25 |
205.25 |
200.75 |
201.00 |
-6.00 |
1,031 |
8,764 |
-64 |
Sep09 |
090504 |
210.00 |
210.00 |
210.00 |
210.00 |
-6.00 |
19 |
71 |
+18 |
Dec09 |
090504 |
223.00 |
223.00 |
223.00 |
223.00 |
-6.00 |
30 |
5,237 |
+12 |
Total Volume and Open Interest |
1,233 |
14,233 |
-185 |
Rough Rice(CBOT) |
May09 |
090504 |
12.79 |
12.79 |
12.79 |
12.79 |
-0.23 |
29 |
275 |
-212 |
Jul09 |
090504 |
13.24 |
13.24 |
13.02 |
13.02 |
-0.22 |
341 |
3,892 |
+88 |
Sep09 |
090504 |
12.53 |
12.56 |
12.53 |
12.56 |
+0.08 |
38 |
1,682 |
+13 |
Nov09 |
090504 |
12.56 |
12.56 |
12.56 |
12.56 |
+0.06 |
25 |
1,626 |
+8 |
Total Volume and Open Interest |
433 |
7,978 |
-103 |
Live Cattle(CME) |
Jun09 |
090504 |
82.150 |
82.450 |
81.800 |
81.885 |
-0.215 |
15,668 |
94,415 |
+207 |
Aug09 |
090504 |
82.100 |
82.535 |
81.950 |
82.100 |
+0.065 |
9,504 |
58,454 |
+1,673 |
Oct09 |
090504 |
86.500 |
86.750 |
86.000 |
86.550 |
+0.120 |
3,984 |
33,316 |
+451 |
Dec09 |
090504 |
88.850 |
89.000 |
88.300 |
88.830 |
-0.020 |
632 |
13,158 |
+27 |
Feb10 |
090504 |
89.750 |
90.400 |
89.700 |
90.135 |
-0.095 |
503 |
5,499 |
+114 |
Apr10 |
090504 |
90.900 |
91.200 |
90.800 |
91.080 |
+0.480 |
97 |
1,411 |
+42 |
Total Volume and Open Interest |
30,396 |
206,376 |
+1,765 |
Feeder Cattle(CME) |
May09 |
090504 |
97.300 |
97.750 |
96.850 |
97.400 |
-0.050 |
1,333 |
4,983 |
-225 |
Aug09 |
090504 |
98.600 |
98.885 |
97.850 |
98.680 |
+0.230 |
2,178 |
10,694 |
+449 |
Sep09 |
090504 |
98.500 |
99.000 |
98.150 |
98.950 |
+0.220 |
116 |
1,670 |
+43 |
Oct09 |
090504 |
98.700 |
99.050 |
98.300 |
98.950 |
+0.165 |
220 |
1,854 |
+159 |
Nov09 |
090504 |
98.650 |
99.250 |
98.450 |
99.050 |
+0.250 |
43 |
548 |
+26 |
Jan10 |
090504 |
98.200 |
98.200 |
98.200 |
98.200 |
unch |
4 |
35 |
+4 |
Mar10 |
090504 |
97.800 |
97.800 |
97.800 |
97.800 |
-0.200 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,988 |
20,652 |
+444 |
Lean Hogs(CME) |
May09 |
090504 |
57.300 |
57.300 |
55.500 |
55.985 |
-2.500 |
2,070 |
3,817 |
-94 |
Jun09 |
090504 |
64.900 |
65.000 |
63.700 |
63.785 |
-1.795 |
21,166 |
60,473 |
-1,293 |
Jul09 |
090504 |
68.100 |
68.100 |
66.500 |
66.650 |
-1.735 |
7,551 |
19,556 |
-578 |
Aug09 |
090504 |
69.200 |
69.300 |
68.000 |
68.080 |
-1.500 |
7,330 |
24,495 |
-463 |
Oct09 |
090504 |
63.350 |
63.350 |
62.400 |
62.450 |
-1.300 |
4,681 |
16,306 |
+104 |
Dec09 |
090504 |
63.000 |
63.050 |
62.400 |
62.430 |
-0.750 |
1,865 |
6,375 |
+182 |
Feb10 |
090504 |
66.800 |
66.800 |
66.000 |
66.400 |
-0.400 |
208 |
1,270 |
-46 |
Apr10 |
090504 |
69.900 |
70.000 |
69.900 |
69.975 |
+0.075 |
61 |
642 |
+10 |
Total Volume and Open Interest |
44,935 |
133,218 |
-2,175 |
Pork Bellies(CME) |
May09 |
090504 |
78.000 |
78.500 |
77.000 |
78.475 |
+0.675 |
58 |
251 |
-32 |
Jul09 |
090504 |
79.000 |
80.100 |
77.600 |
78.800 |
+0.665 |
109 |
631 |
+19 |
Aug09 |
090504 |
77.950 |
79.000 |
77.950 |
78.000 |
+0.450 |
9 |
84 |
+4 |
Feb10 |
090504 |
89.035 |
89.750 |
89.035 |
89.750 |
+0.750 |
0 |
7 |
+0 |
Mar10 |
090504 |
90.250 |
90.250 |
90.250 |
90.250 |
+0.750 |
0 |
5 |
+0 |
Total Volume and Open Interest |
176 |
978 |
-9 |
Class III Milk(CME) |
May09 |
090504 |
9.83 |
9.83 |
9.83 |
9.83 |
-0.11 |
95 |
4,741 |
-41 |
Jun09 |
090504 |
10.58 |
10.58 |
10.54 |
10.54 |
-0.11 |
188 |
4,760 |
+9 |
Jul09 |
090504 |
12.03 |
12.03 |
11.97 |
11.97 |
-0.18 |
170 |
3,212 |
+35 |
Aug09 |
090504 |
13.17 |
13.17 |
13.15 |
13.15 |
-0.15 |
50 |
2,972 |
+22 |
Sep09 |
090504 |
13.90 |
13.90 |
13.90 |
13.90 |
-0.15 |
40 |
2,778 |
+17 |
Total Volume and Open Interest |
584 |
27,094 |
-4,414 |
Cocoa(ICE) |
May09 |
090504 |
2300 |
2300 |
2300 |
2300 |
-1 |
4 |
118 |
+0 |
Jul09 |
090504 |
2312 |
2329 |
2302 |
2320 |
-4 |
6,216 |
52,772 |
-1,060 |
Sep09 |
090504 |
2350 |
2350 |
2319 |
2336 |
-4 |
791 |
25,575 |
+82 |
Dec09 |
090504 |
2337 |
2357 |
2333 |
2350 |
-4 |
787 |
15,648 |
+40 |
Mar10 |
090504 |
2357 |
2363 |
2350 |
2363 |
-6 |
373 |
9,971 |
+218 |
May10 |
090504 |
2370 |
2378 |
2370 |
2378 |
-4 |
1 |
2,203 |
+0 |
Jul10 |
090504 |
2391 |
2393 |
2391 |
2393 |
-4 |
36 |
2,820 |
-1 |
Total Volume and Open Interest |
8,211 |
112,574 |
-159 |
Coffee "C"(ICE) |
May09 |
090504 |
120.00 |
120.55 |
120.00 |
120.20 |
+0.35 |
79 |
240 |
-70 |
Jul09 |
090504 |
120.30 |
121.85 |
119.15 |
120.85 |
+0.45 |
7,978 |
68,532 |
+319 |
Sep09 |
090504 |
122.45 |
123.90 |
121.50 |
122.85 |
+0.30 |
984 |
27,149 |
+158 |
Dec09 |
090504 |
125.30 |
126.50 |
123.90 |
125.55 |
+0.30 |
601 |
14,171 |
-156 |
Mar10 |
090504 |
128.00 |
129.00 |
128.00 |
128.25 |
+0.30 |
220 |
9,851 |
+112 |
May10 |
090504 |
129.75 |
130.10 |
128.60 |
130.00 |
+0.25 |
99 |
2,719 |
+77 |
Total Volume and Open Interest |
10,816 |
125,107 |
+580 |
Orange Juice(ICE) |
May09 |
090504 |
82.90 |
86.10 |
82.90 |
86.10 |
+5.00 |
1,040 |
1,297 |
-1,002 |
Jul09 |
090504 |
85.00 |
89.50 |
85.00 |
89.20 |
+4.95 |
2,581 |
20,430 |
+855 |
Sep09 |
090504 |
89.80 |
92.05 |
89.60 |
92.05 |
+4.55 |
216 |
3,266 |
+137 |
Nov09 |
090504 |
93.25 |
95.10 |
93.25 |
95.10 |
+4.40 |
24 |
1,498 |
+14 |
Jan10 |
090504 |
96.50 |
98.30 |
96.50 |
98.30 |
+4.40 |
2 |
187 |
+0 |
Mar10 |
090504 |
101.55 |
101.55 |
101.55 |
101.55 |
+4.90 |
0 |
87 |
+0 |
Total Volume and Open Interest |
3,863 |
26,994 |
+4 |
Sugar #11(ICE) |
Jul09 |
090504 |
14.99 |
15.10 |
14.75 |
15.02 |
-0.03 |
58,280 |
296,867 |
+11,705 |
Oct09 |
090504 |
15.48 |
15.59 |
15.28 |
15.54 |
-0.02 |
19,009 |
144,872 |
-422 |
Mar10 |
090504 |
15.99 |
16.14 |
15.90 |
16.10 |
-0.04 |
6,057 |
90,941 |
+509 |
May10 |
090504 |
15.63 |
15.81 |
15.59 |
15.77 |
-0.04 |
1,210 |
22,767 |
+193 |
Jul10 |
090504 |
15.12 |
15.29 |
15.11 |
15.29 |
-0.03 |
437 |
24,284 |
+152 |
Total Volume and Open Interest |
85,974 |
645,777 |
-8,640 |
Sugar #14(ICE) |
Jul09 |
090504 |
21.50 |
21.50 |
21.50 |
21.50 |
+0.10 |
70 |
1,844 |
-48 |
Sep09 |
090504 |
21.75 |
21.75 |
21.75 |
21.75 |
+0.03 |
2 |
2,329 |
+0 |
Total Volume and Open Interest |
72 |
4,173 |
-48 |
London Cocoa(LCE) |
May09 |
090501 |
1774 |
1774 |
1730 |
1730 |
-77 |
2,731 |
0 |
+0 |
Jul09 |
090501 |
1706 |
1710 |
1669 |
1672 |
-35 |
4,144 |
64,282 |
+681 |
Sep09 |
090501 |
1700 |
1704 |
1668 |
1669 |
-32 |
970 |
24,875 |
+66 |
Dec09 |
090501 |
1695 |
1697 |
1659 |
1662 |
-34 |
1,930 |
24,903 |
+621 |
Mar10 |
090501 |
1720 |
1720 |
1655 |
1660 |
-32 |
710 |
16,177 |
+252 |
May10 |
090501 |
1720 |
1720 |
1656 |
1661 |
-31 |
250 |
5,234 |
+250 |
Jul10 |
090501 |
1711 |
1711 |
1663 |
1663 |
-29 |
0 |
1,690 |
+0 |
Total Volume and Open Interest |
9,602 |
191,655 |
+1,070 |
London Coffee(LCE) |
London Sugar(LCE) |
Aug09 |
090501 |
428.00 |
442.00 |
427.60 |
442.00 |
+14.70 |
3,030 |
42,304 |
+559 |
Oct09 |
090501 |
425.40 |
439.00 |
425.40 |
438.50 |
+13.60 |
837 |
18,251 |
+329 |
Dec09 |
090501 |
420.00 |
432.90 |
420.00 |
432.00 |
+12.00 |
242 |
8,106 |
+26 |
Mar10 |
090501 |
418.70 |
433.60 |
418.70 |
433.40 |
+11.60 |
281 |
5,808 |
+121 |
May10 |
090501 |
416.40 |
427.00 |
416.40 |
427.00 |
+9.10 |
0 |
538 |
+0 |
Total Volume and Open Interest |
4,419 |
76,418 |
+1,054 |
Cotton(ICE) |
May09 |
090504 |
56.38 |
56.87 |
55.80 |
56.82 |
+0.30 |
16 |
283 |
-412 |
Jul09 |
090504 |
57.00 |
57.43 |
56.56 |
57.22 |
+0.02 |
9,626 |
78,026 |
+1,161 |
Oct09 |
090504 |
58.98 |
59.19 |
58.63 |
58.98 |
-0.22 |
10 |
510 |
+0 |
Dec09 |
090504 |
59.55 |
60.19 |
59.37 |
59.76 |
-0.14 |
2,234 |
33,793 |
-217 |
Mar10 |
090504 |
61.95 |
61.95 |
61.73 |
61.76 |
-0.09 |
100 |
5,855 |
+38 |
May10 |
090504 |
62.60 |
62.60 |
62.50 |
62.50 |
-0.10 |
2 |
193 |
+1 |
Total Volume and Open Interest |
12,007 |
121,436 |
+573 |
Lumber(CME) |
May09 |
090504 |
159.5 |
159.5 |
154.3 |
154.4 |
-5.5 |
221 |
1,259 |
-140 |
Jul09 |
090504 |
173.8 |
175.5 |
171.7 |
171.7 |
-6.3 |
494 |
4,740 |
+52 |
Sep09 |
090504 |
186.1 |
187.9 |
184.4 |
185.0 |
-1.3 |
177 |
1,813 |
+81 |
Nov09 |
090504 |
183.1 |
184.0 |
183.0 |
183.0 |
-1.1 |
8 |
190 |
+0 |
Total Volume and Open Interest |
904 |
8,046 |
-4 |
Crude Oil(NYM) |
Jun09 |
090504 |
52.70 |
54.47 |
52.70 |
54.47 |
+1.27 |
208,296 |
313,829 |
+3,900 |
Jul09 |
090504 |
54.45 |
56.18 |
54.45 |
56.18 |
+1.64 |
76,665 |
206,903 |
+8,055 |
Aug09 |
090504 |
57.64 |
57.64 |
57.64 |
57.64 |
+1.91 |
22,626 |
64,111 |
+2,743 |
Sep09 |
090504 |
58.82 |
58.82 |
58.82 |
58.82 |
+2.04 |
12,121 |
42,464 |
+524 |
Oct09 |
090504 |
59.77 |
59.77 |
59.77 |
59.77 |
+2.04 |
7,189 |
31,501 |
+617 |
Nov09 |
090504 |
60.67 |
60.67 |
60.67 |
60.67 |
+1.99 |
3,895 |
23,491 |
-243 |
Dec09 |
090504 |
61.49 |
61.49 |
61.49 |
61.49 |
+1.93 |
13,735 |
106,607 |
+522 |
Jan10 |
090504 |
62.22 |
62.22 |
62.22 |
62.22 |
+1.87 |
961 |
24,558 |
+32 |
Feb10 |
090504 |
62.92 |
62.92 |
62.92 |
62.92 |
+1.81 |
721 |
14,065 |
+66 |
Mar10 |
090504 |
63.60 |
63.60 |
63.60 |
63.60 |
+1.75 |
1,122 |
13,181 |
+262 |
Apr10 |
090504 |
64.27 |
64.27 |
64.27 |
64.27 |
+1.70 |
469 |
5,715 |
-6 |
May10 |
090504 |
64.93 |
64.93 |
64.93 |
64.93 |
+1.68 |
202 |
5,265 |
+77 |
Jun10 |
090504 |
65.56 |
65.56 |
65.56 |
65.56 |
+1.67 |
1,465 |
28,350 |
+296 |
Jul10 |
090504 |
66.09 |
66.09 |
66.09 |
66.09 |
+1.66 |
239 |
7,075 |
+68 |
Aug10 |
090504 |
66.60 |
66.60 |
66.60 |
66.60 |
+1.66 |
354 |
4,164 |
-38 |
Sep10 |
090504 |
67.08 |
67.08 |
67.08 |
67.08 |
+1.64 |
540 |
7,085 |
-15 |
Total Volume and Open Interest |
360,157 |
1,167,380 |
+16,560 |
e-miNY Crude Oil(NYM) |
May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
Jun09 |
090504 |
52.650 |
54.625 |
52.525 |
54.475 |
+1.275 |
7,898 |
5,209 |
+582 |
Jul09 |
090504 |
54.200 |
56.175 |
54.075 |
56.175 |
+1.625 |
618 |
1,091 |
+25 |
Aug09 |
090504 |
55.650 |
57.675 |
55.400 |
57.650 |
+1.925 |
98 |
304 |
+3 |
Sep09 |
090504 |
58.825 |
58.825 |
58.825 |
58.825 |
+2.050 |
74 |
119 |
+70 |
Oct09 |
090504 |
59.775 |
59.775 |
59.775 |
59.775 |
+2.050 |
1 |
8 |
+0 |
Nov09 |
090504 |
60.675 |
60.675 |
60.675 |
60.675 |
+2.000 |
3 |
7 |
+3 |
Dec09 |
090504 |
60.800 |
61.500 |
60.800 |
61.500 |
+1.950 |
2 |
84 |
+0 |
Jan10 |
090504 |
62.225 |
62.225 |
62.225 |
62.225 |
+1.875 |
2 |
0 |
+0 |
Feb10 |
090504 |
62.925 |
62.925 |
62.925 |
62.925 |
+1.825 |
|
|
|
Total Volume and Open Interest |
8,696 |
6,878 |
+480 |
Heating Oil(NYM) |
Jun09 |
090504 |
142.00 |
143.45 |
142.00 |
143.45 |
+4.61 |
36,483 |
71,758 |
+2,731 |
Jul09 |
090504 |
143.00 |
146.81 |
143.00 |
146.81 |
+4.57 |
7,671 |
34,527 |
-55 |
Aug09 |
090504 |
150.35 |
150.35 |
150.35 |
150.35 |
+4.61 |
4,164 |
20,345 |
-41 |
Sep09 |
090504 |
151.71 |
153.75 |
151.71 |
153.75 |
+4.66 |
2,959 |
16,864 |
+220 |
Oct09 |
090504 |
157.10 |
157.10 |
157.10 |
157.10 |
+4.71 |
2,012 |
13,182 |
+109 |
Nov09 |
090504 |
160.30 |
160.30 |
160.30 |
160.30 |
+4.71 |
1,102 |
11,969 |
+274 |
Dec09 |
090504 |
161.30 |
163.50 |
161.30 |
163.50 |
+4.71 |
3,681 |
26,585 |
-85 |
Jan10 |
090504 |
166.60 |
166.60 |
166.60 |
166.60 |
+4.76 |
1,864 |
9,491 |
+184 |
Feb10 |
090504 |
169.05 |
169.05 |
169.05 |
169.05 |
+4.81 |
1,267 |
7,010 |
+260 |
Mar10 |
090504 |
170.75 |
170.75 |
170.75 |
170.75 |
+4.91 |
764 |
5,514 |
+191 |
Apr10 |
090504 |
171.45 |
171.45 |
171.45 |
171.45 |
+5.06 |
448 |
4,029 |
-33 |
May10 |
090504 |
172.60 |
172.60 |
172.60 |
172.60 |
+5.26 |
520 |
3,179 |
+30 |
Total Volume and Open Interest |
66,859 |
263,314 |
-1,391 |
Gasoline(NYMEX) |
Jun09 |
090504 |
150.83 |
159.15 |
150.35 |
158.60 |
+6.86 |
36,269 |
86,081 |
+2,732 |
Jul09 |
090504 |
152.46 |
159.65 |
151.92 |
159.18 |
+6.71 |
13,269 |
36,732 |
+1,460 |
Aug09 |
090504 |
153.17 |
160.10 |
152.83 |
159.80 |
+6.63 |
3,718 |
22,031 |
+136 |
Sep09 |
090504 |
153.65 |
160.00 |
153.32 |
159.90 |
+6.54 |
3,961 |
18,673 |
-188 |
Oct09 |
090504 |
146.75 |
150.77 |
146.28 |
150.65 |
+6.24 |
1,431 |
14,280 |
-87 |
Nov09 |
090504 |
146.88 |
150.55 |
146.88 |
150.55 |
+6.14 |
504 |
4,110 |
+92 |
Dec09 |
090504 |
148.35 |
151.85 |
147.90 |
151.80 |
+6.04 |
1,041 |
10,584 |
+154 |
Jan10 |
090504 |
150.65 |
154.30 |
150.60 |
154.30 |
+5.94 |
150 |
2,527 |
+10 |
Feb10 |
090504 |
155.07 |
157.10 |
154.80 |
157.10 |
+5.94 |
14 |
917 |
+1 |
Mar10 |
090504 |
160.20 |
160.20 |
160.20 |
160.20 |
+5.94 |
7 |
1,742 |
+1 |
Total Volume and Open Interest |
60,393 |
206,271 |
-514 |
e-miNY RBOB Gasoline(NYM) |
Jun09 |
090504 |
1.52 |
1.52 |
1.52 |
1.59 |
-150.15 |
0 |
1 |
+0 |
Jul09 |
090504 |
1.52 |
1.52 |
1.52 |
1.59 |
-150.88 |
|
|
|
Aug09 |
090504 |
1.53 |
1.53 |
1.53 |
1.60 |
-151.57 |
|
|
|
Sep09 |
090504 |
1.53 |
1.53 |
1.53 |
1.60 |
-151.76 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Jun09 |
090504 |
3.550 |
3.725 |
3.545 |
3.725 |
+0.179 |
61,289 |
115,272 |
+1,178 |
Jul09 |
090504 |
3.830 |
3.860 |
3.830 |
3.860 |
+0.181 |
16,893 |
80,375 |
+1,735 |
Aug09 |
090504 |
3.680 |
3.976 |
3.680 |
3.976 |
+0.181 |
7,320 |
46,462 |
+1,035 |
Sep09 |
090504 |
4.049 |
4.049 |
4.049 |
4.049 |
+0.179 |
4,115 |
32,181 |
+923 |
Oct09 |
090504 |
4.184 |
4.184 |
4.184 |
4.184 |
+0.181 |
8,699 |
47,482 |
+1,260 |
Nov09 |
090504 |
4.824 |
4.824 |
4.824 |
4.824 |
+0.181 |
3,707 |
23,120 |
+472 |
Dec09 |
090504 |
5.340 |
5.509 |
5.340 |
5.509 |
+0.176 |
2,595 |
33,152 |
+248 |
Jan10 |
090504 |
5.630 |
5.799 |
5.630 |
5.799 |
+0.170 |
6,298 |
33,260 |
+1,058 |
Feb10 |
090504 |
5.675 |
5.844 |
5.675 |
5.844 |
+0.169 |
1,007 |
13,924 |
+282 |
Mar10 |
090504 |
5.796 |
5.796 |
5.796 |
5.796 |
+0.165 |
2,930 |
27,450 |
+415 |
Apr10 |
090504 |
5.641 |
5.641 |
5.641 |
5.641 |
+0.163 |
2,009 |
29,524 |
+50 |
May10 |
090504 |
5.535 |
5.688 |
5.535 |
5.688 |
+0.163 |
796 |
13,008 |
-47 |
Jun10 |
090504 |
5.650 |
5.798 |
5.650 |
5.798 |
+0.161 |
233 |
8,119 |
+55 |
Jul10 |
090504 |
5.795 |
5.933 |
5.795 |
5.933 |
+0.159 |
239 |
6,071 |
+26 |
Aug10 |
090504 |
5.900 |
6.018 |
5.900 |
6.018 |
+0.159 |
306 |
6,786 |
+224 |
Sep10 |
090504 |
5.940 |
6.063 |
5.940 |
6.063 |
+0.157 |
54 |
5,844 |
+0 |
Total Volume and Open Interest |
119,611 |
659,775 |
+9,193 |
Brent Crude Oil(ICE) |
Jun09 |
090504 |
52.72 |
54.78 |
52.36 |
54.58 |
+1.73 |
112,368 |
131,773 |
-7,961 |
Jul09 |
090504 |
54.26 |
55.97 |
53.51 |
55.75 |
+1.81 |
58,675 |
140,748 |
+6,832 |
Aug09 |
090504 |
55.39 |
57.11 |
54.66 |
56.93 |
+1.87 |
24,296 |
59,320 |
+3,214 |
Sep09 |
090504 |
56.42 |
58.07 |
55.64 |
57.94 |
+1.91 |
10,775 |
37,669 |
+2,187 |
Oct09 |
090504 |
57.28 |
58.95 |
56.52 |
58.82 |
+1.91 |
6,037 |
23,503 |
+1,220 |
Nov09 |
090504 |
58.12 |
59.73 |
57.54 |
59.68 |
+1.91 |
4,767 |
17,044 |
-234 |
Dec09 |
090504 |
58.97 |
60.69 |
58.32 |
60.53 |
+1.89 |
11,861 |
92,677 |
-753 |
Jan10 |
090504 |
59.92 |
61.45 |
59.92 |
61.32 |
+1.85 |
1,019 |
18,029 |
-76 |
Feb10 |
090504 |
61.26 |
62.06 |
61.10 |
62.06 |
+1.76 |
441 |
8,311 |
-152 |
Mar10 |
090504 |
62.79 |
62.79 |
62.79 |
62.79 |
+1.69 |
123 |
7,127 |
-11 |
Apr10 |
090504 |
63.50 |
63.50 |
63.50 |
63.50 |
+1.64 |
58 |
4,305 |
+7 |
May10 |
090504 |
64.16 |
64.16 |
64.16 |
64.16 |
+1.58 |
14 |
3,341 |
-12 |
Jun10 |
090504 |
62.90 |
64.78 |
62.90 |
64.78 |
+1.55 |
699 |
16,851 |
+11 |
Jul10 |
090504 |
65.34 |
65.34 |
65.34 |
65.34 |
+1.55 |
0 |
5,105 |
+0 |
Total Volume and Open Interest |
235,191 |
696,396 |
+5,208 |
Gas Oil(ICE) |
May09 |
090504 |
442.00 |
456.25 |
439.00 |
449.75 |
+12.00 |
25,173 |
47,036 |
-3,727 |
Jun09 |
090504 |
445.25 |
462.75 |
444.75 |
456.25 |
+12.00 |
39,815 |
91,855 |
+365 |
Jul09 |
090504 |
459.00 |
471.00 |
453.50 |
464.75 |
+12.00 |
12,031 |
44,329 |
+1,980 |
Aug09 |
090504 |
469.25 |
480.00 |
462.75 |
474.25 |
+12.00 |
2,479 |
29,589 |
+265 |
Sep09 |
090504 |
479.50 |
489.75 |
472.25 |
483.50 |
+11.50 |
3,489 |
30,610 |
+392 |
Oct09 |
090504 |
489.25 |
499.50 |
485.00 |
493.25 |
+11.75 |
2,232 |
22,704 |
+547 |
Nov09 |
090504 |
498.25 |
508.25 |
491.25 |
502.25 |
+11.75 |
1,734 |
16,740 |
+325 |
Dec09 |
090504 |
507.00 |
517.25 |
499.50 |
510.75 |
+11.75 |
6,811 |
55,026 |
+1,031 |
Jan10 |
090504 |
525.25 |
526.25 |
520.00 |
520.00 |
+11.75 |
632 |
20,894 |
-67 |
Feb10 |
090504 |
534.00 |
534.00 |
528.50 |
528.50 |
+11.75 |
497 |
11,682 |
-140 |
Total Volume and Open Interest |
98,065 |
469,982 |
+999 |
Ethanol(CBOT) |
May09 |
090504 |
1.620 |
1.620 |
1.613 |
1.615 |
-0.018 |
22 |
86 |
-17 |
Jun09 |
090504 |
1.620 |
1.635 |
1.610 |
1.625 |
-0.012 |
29 |
704 |
-14 |
Jul09 |
090504 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.013 |
67 |
703 |
+33 |
Aug09 |
090504 |
1.645 |
1.645 |
1.645 |
1.645 |
-0.020 |
10 |
133 |
-3 |
Sep09 |
090504 |
1.655 |
1.655 |
1.655 |
1.655 |
-0.010 |
2 |
165 |
+0 |
Oct09 |
090504 |
1.650 |
1.650 |
1.650 |
1.650 |
-0.010 |
15 |
272 |
+5 |
Nov09 |
090504 |
1.660 |
1.660 |
1.660 |
1.660 |
-0.005 |
2 |
376 |
+2 |
Dec09 |
090504 |
1.660 |
1.660 |
1.660 |
1.660 |
unch |
5 |
445 |
+0 |
Total Volume and Open Interest |
167 |
4,145 |
+16 |
US Dollar Index(ICE) |
Jun09 |
090504 |
84.595 |
85.030 |
83.810 |
84.115 |
-0.590 |
3,922 |
21,054 |
+185 |
Sep09 |
090504 |
84.950 |
85.350 |
84.200 |
84.475 |
-0.595 |
81 |
2,132 |
+41 |
Dec09 |
090504 |
85.085 |
85.085 |
84.750 |
84.750 |
-0.700 |
0 |
6 |
+0 |
Total Volume and Open Interest |
4,003 |
23,192 |
+226 |
Australian Dollar(CME) |
Jun09 |
090504 |
73.57 |
73.57 |
73.57 |
73.57 |
+0.73 |
54,946 |
74,277 |
+1,663 |
Sep09 |
090504 |
73.20 |
73.20 |
73.20 |
73.20 |
+0.73 |
11 |
436 |
-9 |
Dec09 |
090504 |
72.86 |
72.86 |
72.86 |
72.86 |
+0.71 |
0 |
18 |
+0 |
Total Volume and Open Interest |
54,957 |
74,746 |
+1,654 |
British Pound(CME) |
Jun09 |
090504 |
149.61 |
149.61 |
149.61 |
149.61 |
+0.39 |
96,097 |
84,977 |
-786 |
Sep09 |
090504 |
149.62 |
149.62 |
149.62 |
149.62 |
+0.38 |
22 |
406 |
+0 |
Dec09 |
090504 |
149.63 |
149.63 |
149.63 |
149.63 |
+0.38 |
0 |
59 |
+0 |
Total Volume and Open Interest |
96,119 |
85,444 |
-786 |
Canadian Dollar(CME) |
Jun09 |
090504 |
84.31 |
84.98 |
84.31 |
84.98 |
+0.47 |
57,527 |
65,118 |
+218 |
Sep09 |
090504 |
85.06 |
85.06 |
85.06 |
85.06 |
+0.47 |
264 |
2,651 |
+65 |
Dec09 |
090504 |
85.02 |
85.16 |
85.02 |
85.16 |
+0.48 |
39 |
1,303 |
+14 |
Mar10 |
090504 |
85.28 |
85.28 |
85.28 |
85.28 |
+0.48 |
7 |
424 |
+0 |
Total Volume and Open Interest |
57,838 |
69,531 |
+296 |
Japanese Yen(CME) |
Jun09 |
090504 |
101.18 |
101.18 |
101.14 |
101.14 |
+0.45 |
102,700 |
77,711 |
+2,348 |
Sep09 |
090504 |
101.30 |
101.30 |
101.30 |
101.30 |
+0.46 |
127 |
1,143 |
-23 |
Dec09 |
090504 |
101.51 |
101.51 |
101.51 |
101.51 |
+0.46 |
0 |
112 |
+0 |
Total Volume and Open Interest |
102,827 |
78,979 |
+2,325 |
Swiss Franc(CME) |
Jun09 |
090504 |
87.71 |
88.93 |
87.71 |
88.65 |
+0.50 |
36,221 |
27,291 |
-127 |
Sep09 |
090504 |
88.80 |
88.80 |
88.80 |
88.80 |
+0.50 |
3 |
209 |
-1 |
Dec09 |
090504 |
88.96 |
88.96 |
88.96 |
88.96 |
+0.50 |
0 |
8 |
+0 |
Total Volume and Open Interest |
36,224 |
27,508 |
-128 |
EuroFX(CME) |
Jun09 |
090504 |
133.75 |
133.75 |
133.71 |
133.71 |
+1.06 |
191,401 |
111,775 |
+6,051 |
Sep09 |
090504 |
133.67 |
133.67 |
133.67 |
133.67 |
+1.06 |
210 |
1,832 |
-13 |
Dec09 |
090504 |
133.68 |
133.68 |
133.68 |
133.68 |
+1.06 |
0 |
54 |
+0 |
Total Volume and Open Interest |
191,611 |
113,664 |
+6,038 |
Mexican Peso(CME) |
May09 |
090504 |
749.2 |
749.2 |
749.2 |
749.2 |
+27.2 |
|
|
|
Jun09 |
090504 |
733.5 |
745.8 |
733.5 |
744.5 |
+27.2 |
9,616 |
51,213 |
-2,221 |
Total Volume and Open Interest |
9,634 |
54,830 |
-2,221 |
30-Year T-Bonds(CBOT) |
Jun09 |
090504 |
122~080 |
122~225 |
121~260 |
122~165 |
+0~115 |
199,809 |
679,021 |
-6,339 |
Sep09 |
090504 |
120~235 |
121~045 |
120~170 |
121~045 |
+0~120 |
155 |
846 |
+30 |
Dec09 |
090504 |
120~000 |
120~025 |
120~000 |
120~025 |
+0~115 |
0 |
212 |
+0 |
Total Volume and Open Interest |
199,964 |
680,124 |
-6,309 |
10-Year T-Notes(CBOT) |
Jun09 |
090504 |
120~255 |
121~015 |
120~175 |
120~290 |
+0~050 |
641,782 |
1,019,658 |
-8,635 |
Sep09 |
090504 |
119~115 |
119~115 |
119~010 |
119~090 |
+0~050 |
375 |
8,754 |
-64 |
Dec09 |
090504 |
118~200 |
118~200 |
118~200 |
118~200 |
+0~050 |
|
|
|
Total Volume and Open Interest |
642,157 |
1,028,412 |
-8,699 |
5-Year T-Notes(CBOT) |
Jun09 |
090504 |
117~016 |
117~016 |
117~010 |
117~010 |
-0~002 |
392,105 |
788,390 |
-17,751 |
Sep09 |
090504 |
116~041 |
116~041 |
116~041 |
116~041 |
-0~002 |
1,012 |
3,457 |
+953 |
Dec09 |
090504 |
53~122 |
53~122 |
53~122 |
53~122 |
-0~001 |
|
|
|
Total Volume and Open Interest |
393,117 |
791,847 |
-16,798 |
2 Year T-Notes(CBOT) |
Jun09 |
090504 |
108~092 |
108~092 |
108~090 |
108~090 |
-0~004 |
2,983 |
458,719 |
-7,735 |
Sep09 |
090504 |
108~008 |
108~008 |
108~008 |
108~008 |
-0~019 |
|
|
|
Dec09 |
090504 |
108~008 |
108~008 |
108~008 |
108~008 |
-0~019 |
|
|
|
Total Volume and Open Interest |
141,786 |
458,719 |
-7,735 |
Eurodollars(CME) |
Jun09 |
090504 |
99.055 |
99.060 |
99.050 |
99.050 |
+0.010 |
174,931 |
1,010,527 |
+2,630 |
Sep09 |
090504 |
99.000 |
99.000 |
98.985 |
98.990 |
+0.015 |
183,358 |
955,186 |
+9,097 |
Dec09 |
090504 |
98.805 |
98.805 |
98.765 |
98.770 |
unch |
200,688 |
744,869 |
+11,037 |
Mar10 |
090504 |
98.685 |
98.685 |
98.630 |
98.635 |
-0.015 |
195,248 |
690,919 |
+5,271 |
Jun10 |
090504 |
98.445 |
98.455 |
98.385 |
98.390 |
-0.025 |
184,363 |
495,002 |
+3,420 |
Sep10 |
090504 |
98.195 |
98.195 |
98.125 |
98.130 |
-0.035 |
152,817 |
431,477 |
+5,005 |
Dec10 |
090504 |
97.890 |
97.890 |
97.825 |
97.825 |
-0.035 |
129,416 |
462,904 |
+2,826 |
Mar11 |
090504 |
97.645 |
97.645 |
97.575 |
97.580 |
-0.035 |
105,829 |
303,257 |
+2,634 |
Jun11 |
090504 |
97.375 |
97.375 |
97.305 |
97.315 |
-0.030 |
48,078 |
257,928 |
+5,116 |
Sep11 |
090504 |
97.135 |
97.135 |
97.070 |
97.080 |
-0.025 |
40,806 |
157,766 |
+78 |
Dec11 |
090504 |
96.905 |
96.905 |
96.840 |
96.850 |
-0.025 |
35,409 |
112,356 |
+446 |
Mar12 |
090504 |
96.750 |
96.750 |
96.695 |
96.705 |
-0.025 |
23,894 |
88,823 |
-118 |
Jun12 |
090504 |
96.600 |
96.600 |
96.545 |
96.560 |
-0.025 |
12,154 |
85,332 |
+292 |
Sep12 |
090504 |
96.480 |
96.480 |
96.430 |
96.445 |
-0.025 |
9,158 |
61,814 |
+312 |
Dec12 |
090504 |
96.350 |
96.350 |
96.315 |
96.320 |
-0.025 |
6,988 |
51,097 |
-169 |
Mar13 |
090504 |
96.300 |
96.300 |
96.270 |
96.270 |
-0.025 |
7,317 |
54,277 |
+358 |
Jun13 |
090504 |
96.210 |
96.210 |
96.185 |
96.185 |
-0.025 |
5,867 |
23,373 |
+1,019 |
Sep13 |
090504 |
96.115 |
96.115 |
96.110 |
96.110 |
-0.025 |
6,347 |
36,981 |
-2,142 |
Total Volume and Open Interest |
1,548,256 |
6,255,942 |
+49,224 |
30 Day Federal Funds(CBOT) |
May09 |
090504 |
99.790 |
99.790 |
99.790 |
99.790 |
unch |
9,062 |
67,244 |
-1,451 |
Jun09 |
090504 |
99.795 |
99.795 |
99.795 |
99.795 |
+0.010 |
7,159 |
44,972 |
+1,518 |
Jul09 |
090504 |
99.780 |
99.780 |
99.780 |
99.780 |
unch |
5,260 |
38,643 |
+1,142 |
Aug09 |
090504 |
99.760 |
99.760 |
99.760 |
99.760 |
unch |
5,325 |
37,028 |
+584 |
Sep09 |
090504 |
99.740 |
99.740 |
99.740 |
99.740 |
unch |
3,410 |
31,336 |
+183 |
Oct09 |
090504 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
3,796 |
28,209 |
-797 |
Total Volume and Open Interest |
57,927 |
387,775 |
-61,641 |
30 Day Fed Funds(e-CBOT) |
May09 |
090504 |
99.787 |
99.798 |
99.783 |
99.793 |
+0.003 |
8,983 |
67,244 |
-967 |
Jun09 |
090504 |
99.790 |
99.795 |
99.785 |
99.795 |
+0.010 |
7,159 |
44,972 |
+2,234 |
Jul09 |
090504 |
99.780 |
99.785 |
99.780 |
99.780 |
unch |
5,253 |
38,643 |
+798 |
Aug09 |
090504 |
99.760 |
99.765 |
99.755 |
99.760 |
-0.005 |
5,325 |
37,028 |
+2,356 |
Sep09 |
090504 |
99.750 |
99.750 |
99.735 |
99.740 |
-0.005 |
3,410 |
31,336 |
+308 |
Oct09 |
090504 |
99.720 |
99.720 |
99.710 |
99.710 |
-0.005 |
3,796 |
28,209 |
+822 |
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(CME) |
Jun09 |
090504 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
Sep09 |
090504 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
|
|
|
Dec09 |
090504 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
|
|
|
Mar10 |
090504 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
|
|
|
Jun10 |
090504 |
99.45 |
99.45 |
99.45 |
99.45 |
-0.01 |
|
|
|
Sep10 |
090504 |
99.37 |
99.37 |
99.37 |
99.37 |
-0.03 |
|
|
|
Dec10 |
090504 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.02 |
|
|
|
Mar11 |
090504 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.03 |
|
|
|
Jun11 |
090504 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
|
|
|
Sep11 |
090504 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun09 |
090504 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
Sep09 |
090504 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
Dec09 |
090504 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
Mar10 |
090504 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Jun10 |
090504 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
Sep10 |
090504 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
Dec10 |
090504 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
|
|
|
Mar11 |
090504 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
Total Volume and Open Interest |
966 |
24,321 |
+73 |
Japanese Gov't Bonds(SGX) |
Jun09 |
090501 |
136.96 |
137.52 |
136.87 |
137.47 |
+0.59 |
2,349 |
10,842 |
-1,342 |
Sep09 |
090501 |
137.47 |
137.47 |
137.47 |
137.47 |
+0.59 |
|
|
|
Dec09 |
090501 |
137.47 |
137.47 |
137.47 |
137.47 |
+0.59 |
|
|
|
Total Volume and Open Interest |
2,349 |
12,397 |
+463 |
Euro-Bund(EUREX) |
Jun09 |
090504 |
122.60 |
122.68 |
121.84 |
122.02 |
-0.94 |
627,343 |
801,361 |
-3,709 |
Sep09 |
090504 |
122.10 |
122.22 |
121.43 |
121.54 |
-0.95 |
260 |
22,702 |
-12 |
Dec09 |
090504 |
121.02 |
121.02 |
121.02 |
121.02 |
-0.94 |
|
|
|
Total Volume and Open Interest |
627,603 |
824,063 |
-3,721 |
Euro-Bobl(EUREX) |
Jun09 |
090430 |
116.05 |
116.19 |
115.74 |
116.16 |
+0.09 |
397,156 |
710,020 |
+15,117 |
Sep09 |
090504 |
115.55 |
115.55 |
115.55 |
115.55 |
-0.35 |
5,435 |
39,432 |
+5,071 |
Dec09 |
090504 |
115.28 |
115.28 |
115.28 |
115.28 |
-0.32 |
|
|
|
Total Volume and Open Interest |
430,631 |
756,411 |
+12,030 |
3-Mth Euribor(EUREX) |
Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
Sep09 |
090504 |
98.745 |
98.745 |
98.720 |
98.720 |
+0.010 |
100 |
8,128 |
+5 |
Dec09 |
090504 |
98.575 |
98.575 |
98.540 |
98.540 |
-0.015 |
29 |
4,551 |
-25 |
Total Volume and Open Interest |
463 |
32,820 |
-249 |
Long Gilt(LIFFE) |
Jun09 |
090501 |
121~00 |
121~09 |
120~05 |
120~11 |
-0~23 |
80,060 |
299,395 |
-1,873 |
Sep09 |
090501 |
119~05 |
119~05 |
119~05 |
119~05 |
-0~08 |
943 |
3,749 |
+841 |
Total Volume and Open Interest |
62,795 |
300,794 |
-1,509 |
3-Mth Short Sterling(LIFFE) |
Jun09 |
090501 |
98.67 |
98.67 |
98.67 |
98.67 |
-0.01 |
23,935 |
305,301 |
-1,897 |
Sep09 |
090501 |
98.63 |
98.63 |
98.63 |
98.63 |
-0.02 |
38,384 |
311,151 |
+3,087 |
Dec09 |
090501 |
98.41 |
98.41 |
98.41 |
98.41 |
-0.01 |
51,591 |
293,498 |
-308 |
Mar10 |
090501 |
98.26 |
98.26 |
98.26 |
98.26 |
unch |
64,020 |
301,098 |
-4,317 |
Jun10 |
090501 |
97.99 |
97.99 |
97.99 |
97.99 |
+0.02 |
53,115 |
243,476 |
+1,605 |
Sep10 |
090501 |
97.73 |
97.73 |
97.73 |
97.73 |
+0.04 |
59,222 |
224,160 |
-2,803 |
Total Volume and Open Interest |
354,311 |
2,076,710 |
+5,176 |
3-Mth Euribor(LIFFE) |
Jun09 |
090504 |
98.730 |
98.760 |
98.730 |
98.740 |
unch |
113,154 |
646,437 |
+2,303 |
Sep09 |
090504 |
98.730 |
98.745 |
98.715 |
98.720 |
unch |
107,441 |
526,019 |
-5,791 |
Dec09 |
090504 |
98.575 |
98.590 |
98.535 |
98.540 |
-0.025 |
103,984 |
493,943 |
-2,883 |
Total Volume and Open Interest |
778,926 |
3,414,101 |
+13,781 |
3-Mth Aus T-Bills(SFE) |
Jun09 |
090504 |
97.06 |
97.06 |
97.02 |
97.04 |
-0.03 |
16,720 |
289,591 |
-3,361 |
Sep09 |
090504 |
97.23 |
97.23 |
97.19 |
97.21 |
-0.03 |
12,952 |
221,609 |
+2,742 |
Dec09 |
090504 |
97.18 |
97.18 |
97.13 |
97.16 |
-0.03 |
5,812 |
122,572 |
+830 |
Mar10 |
090504 |
96.86 |
96.86 |
96.83 |
96.84 |
-0.04 |
1,413 |
84,841 |
+199 |
Jun10 |
090504 |
96.45 |
96.46 |
96.44 |
96.45 |
-0.03 |
1,644 |
64,125 |
+361 |
Sep10 |
090504 |
96.06 |
96.07 |
96.05 |
96.06 |
-0.03 |
564 |
35,523 |
-51 |
Dec10 |
090504 |
95.72 |
95.72 |
95.69 |
95.70 |
-0.04 |
658 |
23,895 |
-366 |
Mar11 |
090504 |
95.37 |
95.39 |
95.37 |
95.39 |
-0.05 |
311 |
13,016 |
-381 |
Jun11 |
090504 |
95.08 |
95.10 |
95.08 |
95.10 |
-0.05 |
28 |
2,091 |
-310 |
Sep11 |
090504 |
94.83 |
94.86 |
94.83 |
94.86 |
-0.04 |
28 |
427 |
+28 |
Total Volume and Open Interest |
40,130 |
857,960 |
-309 |
10-Year Aus T-Bonds(SFE) |
Jun09 |
090504 |
95.31 |
95.33 |
95.27 |
95.31 |
-0.01 |
20,083 |
0 |
-291,915 |
Sep09 |
090504 |
95.27 |
95.27 |
95.27 |
95.27 |
-0.01 |
0 |
101 |
+0 |
Total Volume and Open Interest |
23,956 |
288,990 |
-3,026 |
3-Year Aus T-Bonds(SFE) |
Jun09 |
090504 |
96.50 |
96.50 |
96.44 |
96.46 |
-0.06 |
48,007 |
471,180 |
-11,856 |
Sep09 |
090504 |
96.46 |
96.46 |
96.46 |
96.46 |
-0.06 |
|
|
|
Total Volume and Open Interest |
48,007 |
471,180 |
-11,856 |
Gold(CMX) |
Jun09 |
090504 |
905.0 |
906.0 |
901.8 |
902.2 |
+14.0 |
81,596 |
224,032 |
-3,126 |
Aug09 |
090504 |
903.9 |
903.9 |
903.9 |
903.9 |
+14.0 |
5,623 |
23,569 |
+504 |
Oct09 |
090504 |
905.4 |
905.4 |
905.4 |
905.4 |
+14.1 |
293 |
7,476 |
-53 |
Dec09 |
090504 |
908.0 |
910.8 |
907.0 |
907.0 |
+14.3 |
1,106 |
26,684 |
+258 |
Feb10 |
090504 |
908.6 |
908.6 |
908.6 |
908.6 |
+14.4 |
24 |
4,938 |
+28 |
Apr10 |
090504 |
910.2 |
910.2 |
910.2 |
910.2 |
+14.6 |
0 |
3,110 |
+0 |
Jun10 |
090504 |
911.8 |
911.8 |
911.8 |
911.8 |
+14.6 |
129 |
6,064 |
-20 |
Aug10 |
090504 |
913.7 |
913.7 |
913.7 |
913.7 |
+14.6 |
0 |
476 |
+0 |
Oct10 |
090504 |
915.7 |
915.7 |
915.7 |
915.7 |
+14.6 |
0 |
502 |
+0 |
Dec10 |
090504 |
917.9 |
917.9 |
917.9 |
917.9 |
+14.7 |
212 |
9,998 |
+165 |
Feb11 |
090504 |
905.6 |
905.6 |
905.6 |
920.4 |
+14.8 |
0 |
12 |
+0 |
Total Volume and Open Interest |
89,245 |
329,066 |
-2,582 |
Silver(CMX) |
May09 |
090504 |
1309.3 |
1309.3 |
1309.3 |
1309.3 |
+61.3 |
2,726 |
2,869 |
-1,496 |
Jul09 |
090504 |
1261.0 |
1312.0 |
1261.0 |
1311.3 |
+61.3 |
18,512 |
51,217 |
+766 |
Sep09 |
090504 |
1313.2 |
1313.2 |
1313.2 |
1313.2 |
+61.4 |
568 |
6,197 |
+124 |
Dec09 |
090504 |
1315.3 |
1315.3 |
1315.3 |
1315.3 |
+61.4 |
414 |
13,816 |
+85 |
Mar10 |
090504 |
1317.0 |
1317.0 |
1317.0 |
1317.0 |
+61.4 |
14 |
5,275 |
+1 |
May10 |
090504 |
1317.9 |
1317.9 |
1317.9 |
1317.9 |
+61.4 |
553 |
1,287 |
+523 |
Jul10 |
090504 |
1319.3 |
1319.3 |
1319.3 |
1319.3 |
+61.4 |
0 |
2,407 |
+0 |
Total Volume and Open Interest |
23,749 |
89,263 |
+44 |
Platinum(NYMEX) |
Jul09 |
090504 |
1098.0 |
1127.7 |
1091.1 |
1122.0 |
+25.6 |
1,575 |
19,152 |
-131 |
Oct09 |
090504 |
1127.2 |
1127.2 |
1127.2 |
1127.2 |
+25.1 |
83 |
678 |
+75 |
Jan10 |
090504 |
1128.7 |
1128.7 |
1128.7 |
1128.7 |
+25.1 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,658 |
19,835 |
-56 |
Palladium(NYMEX) |
Jun09 |
090504 |
222.30 |
222.30 |
222.30 |
222.30 |
+8.40 |
893 |
13,369 |
-191 |
Sep09 |
090504 |
215.10 |
223.40 |
215.10 |
223.40 |
+8.40 |
164 |
523 |
+147 |
Dec09 |
090504 |
224.50 |
224.50 |
224.50 |
224.50 |
+8.40 |
8 |
29 |
+7 |
Total Volume and Open Interest |
1,065 |
13,921 |
-38 |
Copper(CMX) |
May09 |
090504 |
215.10 |
215.10 |
212.20 |
214.50 |
+4.35 |
1,612 |
5,382 |
-353 |
Jul09 |
090504 |
215.00 |
215.60 |
213.75 |
214.40 |
+4.30 |
10,130 |
70,204 |
+739 |
Sep09 |
090504 |
214.30 |
214.30 |
214.30 |
214.30 |
+4.40 |
566 |
14,006 |
+110 |
Dec09 |
090504 |
214.05 |
214.05 |
214.05 |
214.05 |
+4.40 |
319 |
3,858 |
+93 |
Mar10 |
090504 |
213.75 |
213.75 |
213.75 |
213.75 |
+4.40 |
5 |
758 |
+2 |
Total Volume and Open Interest |
12,909 |
104,636 |
+687 |
Aluminum(CMX) |
May09 |
090504 |
70.00 |
70.00 |
70.00 |
70.00 |
+69.30 |
|
|
|
Jun09 |
090504 |
70.50 |
70.50 |
70.50 |
70.50 |
+69.79 |
|
|
|
Jul09 |
090504 |
71.00 |
71.00 |
71.00 |
71.00 |
+70.29 |
|
|
|
Aug09 |
090504 |
71.50 |
71.50 |
71.50 |
71.50 |
+70.78 |
|
|
|
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 |
090504 |
8225 |
8380 |
8210 |
8359 |
+178 |
2,255 |
12,574 |
+432 |
Sep09 |
090504 |
8280 |
8314 |
8252 |
8305 |
+177 |
28 |
801 |
+5 |
Dec09 |
090504 |
8260 |
8260 |
8260 |
8260 |
+178 |
0 |
1 |
+0 |
Mar10 |
090504 |
8229 |
8229 |
8229 |
8229 |
+178 |
|
|
|
Total Volume and Open Interest |
2,283 |
13,376 |
+437 |
S & P 500(CME) |
Jun09 |
090504 |
881.00 |
904.50 |
879.20 |
902.80 |
+26.70 |
31,052 |
428,522 |
-1,948 |
Sep09 |
090504 |
889.00 |
899.00 |
889.00 |
898.80 |
+26.70 |
100 |
20,408 |
-1 |
Dec09 |
090504 |
895.70 |
895.70 |
895.70 |
895.70 |
+26.90 |
200 |
1,756 |
+0 |
Mar10 |
090504 |
893.30 |
893.30 |
893.30 |
893.30 |
+27.10 |
200 |
1,255 |
+200 |
Total Volume and Open Interest |
31,552 |
451,943 |
-1,749 |
S & P 500 E-Mini(Globex) |
Jun09 |
090504 |
876.00 |
904.75 |
876.00 |
902.75 |
+26.75 |
1,802,797 |
0 |
-2,596,112 |
Sep09 |
090504 |
874.00 |
900.50 |
873.50 |
898.75 |
+26.75 |
2,219 |
41,385 |
-567 |
Total Volume and Open Interest |
2,714,264 |
2,639,652 |
+1,515 |
NASDAQ 100(CME) |
Jun09 |
090504 |
1408.00 |
1425.50 |
1402.00 |
1422.50 |
+24.00 |
1,917 |
22,300 |
-186 |
Sep09 |
090504 |
1421.50 |
1421.50 |
1421.50 |
1421.50 |
+24.00 |
|
|
|
Dec09 |
090504 |
1424.50 |
1424.50 |
1424.50 |
1424.50 |
+24.00 |
|
|
|
Total Volume and Open Interest |
1,917 |
22,300 |
-186 |
NASDAQ 100 E-Mini(Globex) |
Jun09 |
090504 |
1397.50 |
1425.80 |
1397.50 |
1422.50 |
+24.00 |
349,743 |
274,360 |
-5,276 |
Sep09 |
090504 |
1411.80 |
1424.30 |
1402.00 |
1421.50 |
+24.00 |
93 |
925 |
+14 |
Total Volume and Open Interest |
349,836 |
275,301 |
-5,262 |
S & P Midcap 400(CME) |
Jun09 |
090504 |
562.00 |
581.00 |
562.00 |
579.20 |
+21.60 |
380 |
5,116 |
+236 |
Sep09 |
090504 |
577.20 |
577.20 |
577.20 |
577.20 |
+21.60 |
|
|
|
Dec09 |
090504 |
575.20 |
575.20 |
575.20 |
575.20 |
+21.60 |
|
|
|
Total Volume and Open Interest |
380 |
5,116 |
+236 |
Russell 2000(CME) |
Jun09 |
090504 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
4 |
5,352 |
-6 |
Sep09 |
090504 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,374 |
+0 |
Dec09 |
090504 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,722 |
+0 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun09 |
090501 |
8845 |
9045 |
8825 |
9040 |
+175 |
127,579 |
164,075 |
-2,698 |
Sep09 |
090501 |
9045 |
9045 |
9045 |
9045 |
+175 |
0 |
447 |
+0 |
Total Volume and Open Interest |
127,651 |
178,733 |
+2,336 |
Nikkei 225(SGX) |
Jun09 |
090501 |
8845 |
9045 |
8825 |
9040 |
+175 |
127,579 |
164,075 |
-2,698 |
Sep09 |
090501 |
9045 |
9045 |
9045 |
9045 |
+175 |
0 |
447 |
+0 |
Dec09 |
090501 |
9000 |
9000 |
9000 |
9000 |
+175 |
0 |
277 |
+0 |
Total Volume and Open Interest |
127,651 |
178,733 |
+2,336 |
CAC 40(EURONEXT) |
May09 |
090504 |
3148.0 |
3217.0 |
3131.0 |
3209.5 |
+88.5 |
111,189 |
415,701 |
+13,902 |
Jun09 |
090504 |
3096.5 |
3160.0 |
3083.0 |
3158.0 |
+88.0 |
179 |
41,943 |
+78 |
Jul09 |
090504 |
3106.5 |
3154.5 |
3105.0 |
3154.5 |
+88.5 |
9 |
28 |
+8 |
Total Volume and Open Interest |
111,377 |
460,795 |
+13,988 |
Hang Seng Index(HKFE) |
May09 |
090504 |
15511 |
16282 |
15511 |
16227 |
+840 |
83,120 |
82,934 |
+5,589 |
Jun09 |
090504 |
15474 |
16200 |
15473 |
16147 |
+836 |
375 |
3,351 |
+422 |
Total Volume and Open Interest |
102,703 |
87,061 |
-10,912 |
DAX(EUREX) |
Jun09 |
090504 |
4821.0 |
4921.5 |
4810.0 |
4899.5 |
+179.5 |
173,321 |
152,635 |
+6,607 |
Sep09 |
090504 |
4823.0 |
4929.0 |
4820.0 |
4906.5 |
+180.0 |
219 |
6,289 |
-51 |
Dec09 |
090504 |
4837.5 |
4921.0 |
4837.5 |
4917.0 |
+179.5 |
47 |
2,192 |
-4 |
Total Volume and Open Interest |
|
|
|
FT-SE 100(EURONEXT) |
Jun09 |
090501 |
4200.00 |
4214.00 |
4169.00 |
4193.50 |
-13.50 |
101,217 |
733,654 |
+365 |
Sep09 |
090501 |
4150.00 |
4174.00 |
4138.50 |
4159.50 |
-13.50 |
298 |
1,002 |
-19 |
Dec09 |
090501 |
4147.50 |
4147.50 |
4133.00 |
4133.00 |
-14.50 |
187 |
1,546 |
+173 |
Total Volume and Open Interest |
101,702 |
736,202 |
+519 |
SPI 200(SFE) |
Jun09 |
090504 |
3780.0 |
3889.0 |
3779.0 |
3864.0 |
+105.0 |
18,443 |
302,295 |
-1,732 |
Sep09 |
090504 |
3774.0 |
3827.0 |
3774.0 |
3827.0 |
+106.0 |
264 |
2,228 |
+51 |
Dec09 |
090504 |
3824.0 |
3824.0 |
3824.0 |
3824.0 |
+106.0 |
7 |
2,485 |
+0 |
Total Volume and Open Interest |
18,723 |
308,717 |
-1,679 |
GSCI(CME) |
May09 |
090504 |
378.00 |
387.00 |
378.00 |
387.00 |
+8.40 |
535 |
14,915 |
+27 |
Jun09 |
090504 |
394.00 |
394.00 |
394.00 |
394.00 |
+9.10 |
62 |
45 |
+40 |
Jul09 |
090504 |
400.00 |
400.00 |
400.00 |
400.00 |
+10.00 |
|
|
|
Total Volume and Open Interest |
597 |
14,960 |
+67 |
Reuters CCI(ICE) |
Jun09 |
090504 |
388.00 |
390.05 |
388.00 |
389.00 |
+159.80 |
0 |
50 |
+0 |
Aug09 |
090504 |
397.00 |
399.00 |
397.00 |
399.00 |
+5.00 |
0 |
420 |
+0 |
Nov09 |
090504 |
411.00 |
411.00 |
411.00 |
411.00 |
+5.00 |
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. |
|
|