|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue May 05, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May09 |
090505 |
1120.00 |
1127.00 |
1107.00 |
1116.00 |
+0.75 |
467 |
8,125 |
-1,457 |
| Jul09 |
090505 |
1104.00 |
1116.75 |
1092.00 |
1101.00 |
-2.50 |
7,629 |
205,424 |
+6,137 |
| Aug09 |
090505 |
1068.00 |
1078.00 |
1053.00 |
1061.50 |
-6.50 |
358 |
10,819 |
+144 |
| Sep09 |
090505 |
1014.50 |
1024.50 |
998.50 |
1007.00 |
-7.50 |
554 |
8,538 |
+76 |
| Nov09 |
090505 |
970.50 |
980.00 |
951.50 |
960.50 |
-10.00 |
4,365 |
120,350 |
+2,795 |
| Jan10 |
090505 |
975.00 |
980.00 |
955.25 |
964.50 |
-10.00 |
346 |
8,918 |
+125 |
| Mar10 |
090505 |
975.00 |
975.00 |
954.50 |
962.50 |
-9.00 |
122 |
3,689 |
+173 |
| Total Volume and Open Interest |
149,075 |
386,710 |
+9,001 |
| Soybean Meal(CBOT) |
| May09 |
090505 |
357.70 |
361.10 |
354.20 |
358.50 |
+0.90 |
694 |
7,356 |
-1,130 |
| Jul09 |
090505 |
344.40 |
348.40 |
340.50 |
345.00 |
+0.20 |
3,949 |
71,020 |
+3,018 |
| Aug09 |
090505 |
328.00 |
331.00 |
322.60 |
327.20 |
-1.20 |
912 |
10,568 |
+557 |
| Sep09 |
090505 |
311.80 |
311.80 |
304.00 |
308.00 |
-1.70 |
518 |
9,337 |
+140 |
| Oct09 |
090505 |
288.50 |
288.50 |
280.60 |
283.50 |
-2.70 |
1,504 |
8,507 |
+996 |
| Dec09 |
090505 |
282.00 |
284.00 |
272.00 |
278.50 |
-3.00 |
1,895 |
23,454 |
+1,268 |
| Jan10 |
090505 |
279.60 |
279.60 |
273.60 |
276.70 |
-2.90 |
415 |
2,596 |
+314 |
| Mar10 |
090505 |
273.10 |
275.50 |
273.00 |
274.50 |
-3.50 |
357 |
2,362 |
+252 |
| Total Volume and Open Interest |
45,885 |
137,932 |
+5,406 |
| Soybean Oil(CBOT) |
| May09 |
090505 |
38.01 |
38.01 |
37.46 |
37.69 |
-0.25 |
1,071 |
5,975 |
-2,240 |
| Jul09 |
090505 |
38.31 |
38.47 |
37.75 |
37.99 |
-0.25 |
4,148 |
125,289 |
+1,478 |
| Aug09 |
090505 |
38.41 |
38.58 |
37.90 |
38.16 |
-0.24 |
586 |
14,631 |
-44 |
| Sep09 |
090505 |
38.30 |
38.63 |
38.10 |
38.32 |
-0.24 |
367 |
9,819 |
+204 |
| Oct09 |
090505 |
38.62 |
38.75 |
38.20 |
38.45 |
-0.25 |
785 |
5,513 |
+142 |
| Dec09 |
090505 |
38.85 |
39.10 |
38.51 |
38.76 |
-0.25 |
1,053 |
28,262 |
-230 |
| Jan10 |
090505 |
39.12 |
39.25 |
38.85 |
38.96 |
-0.26 |
8 |
1,982 |
+187 |
| Mar10 |
090505 |
39.47 |
39.47 |
39.15 |
39.21 |
-0.26 |
2 |
1,379 |
+24 |
| Total Volume and Open Interest |
62,025 |
200,180 |
-469 |
| Canola(WCE) |
| May09 |
090505 |
455.6 |
455.7 |
453.9 |
455.1 |
+1.6 |
639 |
89 |
-74 |
| Jul09 |
090505 |
447.5 |
451.8 |
445.1 |
449.9 |
+1.4 |
8,101 |
72,383 |
+167 |
| Nov09 |
090505 |
449.3 |
454.4 |
447.5 |
452.0 |
+1.9 |
1,049 |
31,070 |
+1,040 |
| Jan10 |
090505 |
452.0 |
456.6 |
452.0 |
456.5 |
+0.7 |
22 |
1,232 |
+20 |
| Mar10 |
090505 |
456.9 |
458.7 |
456.9 |
458.7 |
+0.9 |
1 |
740 |
+21 |
| Total Volume and Open Interest |
10,513 |
106,210 |
+1,208 |
| Corn(CBOT) |
| May09 |
090505 |
400.00 |
401.50 |
390.00 |
398.50 |
+0.50 |
3,029 |
15,253 |
-3,528 |
| Jul09 |
090505 |
405.75 |
409.75 |
396.50 |
405.25 |
-0.25 |
14,351 |
350,048 |
+6,867 |
| Sep09 |
090505 |
414.50 |
418.75 |
405.75 |
414.25 |
-0.25 |
399 |
103,047 |
+2,445 |
| Dec09 |
090505 |
425.00 |
429.75 |
416.75 |
425.00 |
-0.50 |
2,226 |
222,816 |
+1,240 |
| Mar10 |
090505 |
437.00 |
441.75 |
430.50 |
437.50 |
-0.25 |
432 |
33,833 |
+1,313 |
| May10 |
090505 |
445.75 |
450.00 |
439.00 |
445.75 |
-0.75 |
325 |
8,502 |
+1,083 |
| Total Volume and Open Interest |
209,314 |
788,598 |
+11,133 |
| Wheat(CBOT) |
| May09 |
090505 |
543.25 |
550.00 |
540.00 |
541.50 |
+3.00 |
1,066 |
5,429 |
-4,584 |
| Jul09 |
090505 |
551.00 |
563.00 |
550.25 |
553.50 |
+2.50 |
4,248 |
164,195 |
+2,854 |
| Sep09 |
090505 |
577.50 |
589.25 |
577.50 |
580.25 |
+2.75 |
227 |
48,193 |
+1,245 |
| Dec09 |
090505 |
599.00 |
611.50 |
599.00 |
602.75 |
+2.75 |
607 |
54,643 |
-256 |
| Mar10 |
090505 |
619.00 |
624.25 |
615.50 |
618.25 |
+2.75 |
5 |
2,944 |
+5 |
| Total Volume and Open Interest |
113,913 |
288,150 |
-605 |
| Wheat(KCBT) |
| May09 |
090505 |
592.50 |
593.50 |
592.50 |
592.75 |
+1.75 |
93 |
1,193 |
-114 |
| Jul09 |
090505 |
596.75 |
607.25 |
596.00 |
598.75 |
+1.75 |
13,169 |
42,071 |
+117 |
| Sep09 |
090505 |
609.75 |
617.25 |
608.00 |
609.25 |
+1.75 |
700 |
9,149 |
+111 |
| Dec09 |
090505 |
625.25 |
633.00 |
623.50 |
624.75 |
+1.75 |
1,672 |
19,766 |
-142 |
| Mar10 |
090505 |
639.50 |
646.50 |
637.75 |
638.75 |
+2.25 |
56 |
730 |
+19 |
| Total Volume and Open Interest |
15,790 |
75,292 |
+27 |
| Wheat(MGE) |
| May09 |
090505 |
695.00 |
695.00 |
695.00 |
695.00 |
+5.50 |
51 |
136 |
-46 |
| Jul09 |
090505 |
666.00 |
679.50 |
666.00 |
676.25 |
+9.50 |
2,558 |
13,522 |
+393 |
| Sep09 |
090505 |
660.75 |
670.25 |
658.00 |
666.75 |
+7.75 |
801 |
7,329 |
+207 |
| Dec09 |
090505 |
668.25 |
678.25 |
667.00 |
675.00 |
+7.00 |
961 |
5,626 |
+235 |
| Mar10 |
090505 |
678.50 |
686.25 |
675.00 |
683.25 |
+7.25 |
177 |
706 |
+83 |
| Total Volume and Open Interest |
4,587 |
27,790 |
+887 |
| Oats(CBOT) |
| May09 |
090505 |
198.75 |
199.50 |
196.00 |
199.25 |
+3.25 |
0 |
33 |
-111 |
| Jul09 |
090505 |
202.25 |
204.75 |
197.50 |
204.25 |
+3.25 |
45 |
8,251 |
-513 |
| Sep09 |
090505 |
209.25 |
212.75 |
206.75 |
212.75 |
+2.75 |
0 |
82 |
+11 |
| Dec09 |
090505 |
223.75 |
225.75 |
219.00 |
225.75 |
+2.75 |
5 |
5,266 |
+29 |
| Total Volume and Open Interest |
773 |
13,649 |
-584 |
| Rough Rice(CBOT) |
| May09 |
090505 |
12.80 |
12.80 |
12.77 |
12.78 |
-0.01 |
0 |
252 |
-23 |
| Jul09 |
090505 |
13.00 |
13.02 |
12.88 |
13.02 |
unch |
1 |
3,937 |
+45 |
| Sep09 |
090505 |
12.51 |
12.56 |
12.42 |
12.52 |
-0.04 |
0 |
1,718 |
+36 |
| Nov09 |
090505 |
12.51 |
12.56 |
12.44 |
12.53 |
-0.03 |
0 |
1,652 |
+26 |
| Total Volume and Open Interest |
485 |
8,065 |
+87 |
| Live Cattle(CME) |
| Jun09 |
090505 |
81.900 |
82.450 |
81.850 |
82.135 |
+0.250 |
9,743 |
0 |
-94,415 |
| Aug09 |
090505 |
82.100 |
82.600 |
82.100 |
82.230 |
+0.130 |
8,106 |
0 |
-58,454 |
| Oct09 |
090505 |
86.580 |
86.885 |
86.400 |
86.650 |
+0.100 |
3,474 |
0 |
-33,316 |
| Dec09 |
090505 |
88.850 |
89.200 |
88.800 |
88.885 |
+0.055 |
958 |
0 |
-13,158 |
| Feb10 |
090505 |
90.500 |
90.600 |
90.250 |
90.450 |
+0.315 |
159 |
0 |
-5,499 |
| Apr10 |
090505 |
91.000 |
91.385 |
91.000 |
91.250 |
+0.170 |
90 |
0 |
-1,411 |
| Total Volume and Open Interest |
28,615 |
206,582 |
+206 |
| Feeder Cattle(CME) |
| May09 |
090505 |
97.500 |
97.650 |
97.285 |
97.430 |
+0.030 |
1,275 |
0 |
-4,983 |
| Aug09 |
090505 |
98.850 |
98.900 |
98.535 |
98.785 |
+0.105 |
917 |
0 |
-10,694 |
| Sep09 |
090505 |
98.800 |
99.150 |
98.750 |
99.000 |
+0.050 |
132 |
0 |
-1,670 |
| Oct09 |
090505 |
99.100 |
99.250 |
98.900 |
99.250 |
+0.300 |
56 |
0 |
-1,854 |
| Nov09 |
090505 |
99.300 |
99.300 |
99.035 |
99.200 |
+0.150 |
45 |
0 |
-548 |
| Jan10 |
090505 |
98.250 |
98.400 |
98.250 |
98.250 |
+0.050 |
2 |
0 |
-35 |
| Mar10 |
090505 |
97.830 |
97.830 |
97.830 |
97.830 |
+0.030 |
|
|
|
| Total Volume and Open Interest |
3,688 |
19,845 |
-807 |
| Lean Hogs(CME) |
| May09 |
090505 |
55.000 |
57.830 |
54.900 |
55.800 |
-0.185 |
973 |
0 |
-3,817 |
| Jun09 |
090505 |
63.500 |
65.900 |
63.400 |
64.800 |
+1.015 |
15,271 |
0 |
-60,473 |
| Jul09 |
090505 |
66.500 |
68.650 |
66.500 |
67.785 |
+1.135 |
5,970 |
0 |
-19,556 |
| Aug09 |
090505 |
68.080 |
69.885 |
67.930 |
68.900 |
+0.820 |
5,773 |
0 |
-24,495 |
| Oct09 |
090505 |
62.450 |
63.750 |
62.450 |
62.985 |
+0.535 |
2,624 |
0 |
-16,306 |
| Dec09 |
090505 |
62.500 |
63.600 |
62.500 |
63.130 |
+0.700 |
461 |
0 |
-6,375 |
| Feb10 |
090505 |
66.750 |
67.180 |
66.600 |
66.850 |
+0.450 |
83 |
0 |
-1,270 |
| Apr10 |
090505 |
70.000 |
70.200 |
69.785 |
70.200 |
+0.225 |
16 |
0 |
-642 |
| Total Volume and Open Interest |
32,633 |
132,907 |
-311 |
| Pork Bellies(CME) |
| May09 |
090505 |
78.500 |
79.500 |
78.200 |
79.450 |
+0.975 |
151 |
0 |
-251 |
| Jul09 |
090505 |
79.300 |
80.750 |
79.300 |
79.800 |
+1.000 |
2 |
0 |
-631 |
| Aug09 |
090505 |
79.650 |
80.800 |
78.000 |
78.000 |
unch |
1 |
0 |
-84 |
| Feb10 |
090505 |
89.500 |
90.250 |
89.500 |
90.250 |
+0.500 |
|
|
|
| Mar10 |
090505 |
90.750 |
90.750 |
90.500 |
90.750 |
+0.500 |
|
|
|
| Total Volume and Open Interest |
380 |
972 |
-6 |
| Class III Milk(CME) |
| May09 |
090505 |
9.80 |
9.88 |
9.80 |
9.85 |
+0.02 |
131 |
0 |
-4,741 |
| Jun09 |
090505 |
10.54 |
10.64 |
10.46 |
10.58 |
+0.04 |
93 |
0 |
-4,760 |
| Jul09 |
090505 |
11.90 |
11.98 |
11.83 |
11.92 |
-0.05 |
119 |
0 |
-3,212 |
| Aug09 |
090505 |
13.10 |
13.13 |
13.01 |
13.08 |
-0.07 |
86 |
0 |
-2,972 |
| Sep09 |
090505 |
13.80 |
13.88 |
13.79 |
13.82 |
-0.08 |
37 |
0 |
-2,778 |
| Total Volume and Open Interest |
873 |
27,055 |
-39 |
| Cocoa(ICE) |
| May09 |
090505 |
2310 |
2347 |
2310 |
2347 |
+47 |
0 |
109 |
-9 |
| Jul09 |
090505 |
2316 |
2410 |
2316 |
2377 |
+57 |
7,236 |
54,651 |
+1,879 |
| Sep09 |
090505 |
2354 |
2419 |
2354 |
2391 |
+55 |
791 |
26,201 |
+626 |
| Dec09 |
090505 |
2349 |
2425 |
2349 |
2405 |
+55 |
787 |
15,484 |
-164 |
| Mar10 |
090505 |
2383 |
2419 |
2383 |
2419 |
+56 |
373 |
10,092 |
+121 |
| May10 |
090505 |
2433 |
2433 |
2433 |
2433 |
+55 |
0 |
2,203 |
+0 |
| Jul10 |
090505 |
2448 |
2448 |
2448 |
2448 |
+55 |
0 |
2,820 |
+0 |
| Total Volume and Open Interest |
12,117 |
115,027 |
+2,453 |
| Coffee "C"(ICE) |
| May09 |
090505 |
122.40 |
123.65 |
122.40 |
123.65 |
+3.45 |
80 |
189 |
-51 |
| Jul09 |
090505 |
120.80 |
124.80 |
119.60 |
124.65 |
+3.80 |
8,738 |
67,617 |
-915 |
| Sep09 |
090505 |
123.00 |
126.70 |
121.80 |
126.70 |
+3.85 |
1,163 |
27,565 |
+416 |
| Dec09 |
090505 |
124.60 |
129.40 |
124.40 |
129.40 |
+3.85 |
611 |
14,084 |
-87 |
| Mar10 |
090505 |
127.75 |
132.10 |
127.75 |
132.10 |
+3.85 |
220 |
10,368 |
+517 |
| May10 |
090505 |
129.50 |
133.95 |
129.50 |
133.90 |
+3.90 |
99 |
2,842 |
+123 |
| Total Volume and Open Interest |
19,260 |
125,123 |
+16 |
| Orange Juice(ICE) |
| May09 |
090505 |
88.40 |
88.40 |
87.00 |
87.05 |
+0.95 |
1,166 |
945 |
-352 |
| Jul09 |
090505 |
89.90 |
91.80 |
87.50 |
90.15 |
+0.95 |
2,581 |
20,341 |
-89 |
| Sep09 |
090505 |
93.00 |
93.35 |
90.50 |
93.05 |
+1.00 |
216 |
3,301 |
+35 |
| Nov09 |
090505 |
95.60 |
96.55 |
95.60 |
96.10 |
+1.00 |
24 |
1,509 |
+11 |
| Jan10 |
090505 |
99.00 |
99.30 |
99.00 |
99.30 |
+1.00 |
0 |
187 |
+0 |
| Mar10 |
090505 |
102.55 |
102.55 |
102.55 |
102.55 |
+1.00 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
1,657 |
26,599 |
-395 |
| Sugar #11(ICE) |
| Jul09 |
090505 |
15.00 |
15.27 |
14.73 |
15.15 |
+0.13 |
59,813 |
306,980 |
+10,113 |
| Oct09 |
090505 |
15.54 |
15.83 |
15.30 |
15.72 |
+0.18 |
19,232 |
145,201 |
+329 |
| Mar10 |
090505 |
16.14 |
16.37 |
15.89 |
16.29 |
+0.19 |
6,057 |
91,876 |
+935 |
| May10 |
090505 |
15.61 |
15.97 |
15.57 |
15.86 |
+0.09 |
1,210 |
23,174 |
+407 |
| Jul10 |
090505 |
15.11 |
15.32 |
15.00 |
15.23 |
-0.06 |
437 |
25,396 |
+1,112 |
| Total Volume and Open Interest |
134,168 |
659,286 |
+13,509 |
| Sugar #14(ICE) |
| Jul09 |
090505 |
21.35 |
21.40 |
21.35 |
21.40 |
-0.10 |
70 |
1,826 |
-18 |
| Sep09 |
090505 |
21.73 |
21.73 |
21.73 |
21.73 |
-0.02 |
0 |
2,330 |
+1 |
| Total Volume and Open Interest |
20 |
4,156 |
-17 |
| London Cocoa(LCE) |
| May09 |
090505 |
1730 |
1762 |
1720 |
1750 |
+20 |
971 |
0 |
+0 |
| Jul09 |
090505 |
1665 |
1686 |
1653 |
1673 |
+1 |
3,296 |
0 |
-64,282 |
| Sep09 |
090505 |
1665 |
1680 |
1653 |
1670 |
+1 |
1,323 |
0 |
-24,875 |
| Dec09 |
090505 |
1658 |
1677 |
1647 |
1665 |
+3 |
1,492 |
0 |
-24,903 |
| Mar10 |
090505 |
1654 |
1675 |
1647 |
1665 |
+5 |
700 |
0 |
-16,177 |
| May10 |
090505 |
1650 |
1670 |
1648 |
1666 |
+5 |
137 |
0 |
-5,234 |
| Jul10 |
090505 |
1650 |
1665 |
1650 |
1665 |
+2 |
91 |
0 |
-1,690 |
| Total Volume and Open Interest |
10,614 |
193,186 |
+1,531 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090505 |
441.40 |
447.00 |
435.50 |
447.00 |
+5.00 |
5,469 |
0 |
-42,304 |
| Oct09 |
090505 |
439.00 |
445.70 |
434.70 |
445.70 |
+7.20 |
1,339 |
0 |
-18,251 |
| Dec09 |
090505 |
432.50 |
438.70 |
428.60 |
438.70 |
+6.70 |
813 |
0 |
-8,106 |
| Mar10 |
090505 |
434.00 |
440.70 |
430.50 |
440.70 |
+7.30 |
473 |
0 |
-5,808 |
| May10 |
090505 |
425.00 |
431.30 |
425.00 |
431.30 |
+4.30 |
20 |
0 |
-538 |
| Total Volume and Open Interest |
5,814 |
78,310 |
+1,892 |
| Cotton(ICE) |
| May09 |
090505 |
56.91 |
58.70 |
56.66 |
57.62 |
+0.80 |
16 |
258 |
-25 |
| Jul09 |
090505 |
57.15 |
59.39 |
56.97 |
58.05 |
+0.83 |
9,739 |
81,078 |
+3,052 |
| Oct09 |
090505 |
59.08 |
59.93 |
59.08 |
59.93 |
+0.95 |
10 |
630 |
+120 |
| Dec09 |
090505 |
59.70 |
61.95 |
59.52 |
60.77 |
+1.01 |
2,234 |
33,305 |
-488 |
| Mar10 |
090505 |
62.00 |
64.22 |
62.00 |
63.05 |
+1.29 |
100 |
6,094 |
+239 |
| May10 |
090505 |
63.79 |
63.79 |
63.79 |
63.79 |
+1.29 |
2 |
192 |
-1 |
| Total Volume and Open Interest |
22,483 |
124,334 |
+2,898 |
| Lumber(CME) |
| May09 |
090505 |
154.8 |
155.0 |
150.7 |
151.4 |
-3.0 |
352 |
0 |
-1,259 |
| Jul09 |
090505 |
172.9 |
174.0 |
169.0 |
169.0 |
-2.7 |
543 |
0 |
-4,740 |
| Sep09 |
090505 |
185.1 |
185.9 |
181.6 |
181.7 |
-3.3 |
146 |
0 |
-1,813 |
| Nov09 |
090505 |
182.8 |
182.8 |
179.5 |
181.5 |
-1.5 |
10 |
0 |
-190 |
| Total Volume and Open Interest |
1,871 |
8,092 |
+46 |
| Crude Oil(NYM) |
| Jun09 |
090505 |
54.46 |
54.83 |
53.50 |
53.84 |
-0.63 |
248,750 |
312,127 |
-1,702 |
| Jul09 |
090505 |
56.16 |
56.50 |
55.20 |
55.44 |
-0.74 |
82,964 |
217,264 |
+10,361 |
| Aug09 |
090505 |
57.52 |
57.84 |
56.65 |
56.84 |
-0.80 |
20,246 |
65,695 |
+1,584 |
| Sep09 |
090505 |
58.75 |
59.00 |
57.82 |
58.04 |
-0.78 |
12,757 |
44,306 |
+1,842 |
| Oct09 |
090505 |
59.30 |
59.50 |
58.90 |
59.01 |
-0.76 |
9,073 |
31,381 |
-120 |
| Nov09 |
090505 |
60.68 |
60.68 |
59.80 |
59.94 |
-0.73 |
5,957 |
23,460 |
-31 |
| Dec09 |
090505 |
61.30 |
61.56 |
60.51 |
60.78 |
-0.71 |
22,800 |
108,119 |
+1,512 |
| Jan10 |
090505 |
62.05 |
62.30 |
61.42 |
61.50 |
-0.72 |
2,085 |
25,131 |
+573 |
| Feb10 |
090505 |
62.07 |
62.18 |
62.07 |
62.18 |
-0.74 |
298 |
14,150 |
+85 |
| Mar10 |
090505 |
62.80 |
62.85 |
62.80 |
62.85 |
-0.75 |
280 |
13,218 |
+37 |
| Apr10 |
090505 |
63.40 |
63.50 |
63.40 |
63.50 |
-0.77 |
203 |
5,790 |
+75 |
| May10 |
090505 |
64.06 |
64.14 |
64.06 |
64.14 |
-0.79 |
194 |
5,317 |
+52 |
| Jun10 |
090505 |
65.60 |
65.60 |
64.75 |
64.75 |
-0.81 |
972 |
28,403 |
+53 |
| Jul10 |
090505 |
65.27 |
65.27 |
65.27 |
65.27 |
-0.82 |
100 |
7,154 |
+79 |
| Aug10 |
090505 |
65.76 |
65.76 |
65.76 |
65.76 |
-0.84 |
21 |
4,175 |
+11 |
| Sep10 |
090505 |
66.22 |
66.22 |
66.22 |
66.22 |
-0.86 |
112 |
7,103 |
+18 |
| Total Volume and Open Interest |
419,667 |
1,183,449 |
+16,069 |
| e-miNY Crude Oil(NYM) |
| May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
| Jun09 |
090505 |
54.325 |
54.825 |
53.475 |
53.850 |
-0.625 |
11,145 |
5,291 |
+82 |
| Jul09 |
090505 |
56.150 |
56.325 |
55.225 |
55.450 |
-0.725 |
337 |
1,099 |
+8 |
| Aug09 |
090505 |
57.300 |
57.725 |
56.850 |
56.850 |
-0.800 |
54 |
320 |
+16 |
| Sep09 |
090505 |
58.525 |
58.650 |
58.050 |
58.050 |
-0.775 |
5 |
123 |
+4 |
| Oct09 |
090505 |
59.000 |
59.000 |
59.000 |
59.000 |
-0.775 |
4 |
8 |
+0 |
| Nov09 |
090505 |
59.950 |
59.950 |
59.950 |
59.950 |
-0.725 |
1 |
6 |
-1 |
| Dec09 |
090505 |
61.000 |
61.000 |
60.775 |
60.775 |
-0.725 |
2 |
84 |
+0 |
| Jan10 |
090505 |
61.500 |
61.500 |
61.500 |
61.500 |
-0.725 |
|
|
|
| Feb10 |
090505 |
62.175 |
62.175 |
62.175 |
62.175 |
-0.750 |
|
|
|
| Total Volume and Open Interest |
11,546 |
6,987 |
+109 |
| Heating Oil(NYM) |
| Jun09 |
090505 |
143.36 |
143.93 |
140.90 |
142.62 |
-0.83 |
38,150 |
69,209 |
-2,549 |
| Jul09 |
090505 |
145.95 |
147.22 |
144.29 |
145.86 |
-0.95 |
10,042 |
34,702 |
+175 |
| Aug09 |
090505 |
149.69 |
150.46 |
147.86 |
149.36 |
-0.99 |
4,736 |
20,216 |
-129 |
| Sep09 |
090505 |
154.22 |
154.22 |
151.34 |
152.86 |
-0.89 |
3,623 |
16,579 |
-285 |
| Oct09 |
090505 |
156.69 |
156.75 |
155.84 |
156.32 |
-0.78 |
1,412 |
13,344 |
+162 |
| Nov09 |
090505 |
159.79 |
160.00 |
157.95 |
159.57 |
-0.73 |
1,436 |
11,988 |
+19 |
| Dec09 |
090505 |
163.83 |
164.04 |
161.11 |
162.82 |
-0.68 |
4,651 |
25,713 |
-872 |
| Jan10 |
090505 |
167.00 |
167.00 |
164.24 |
165.97 |
-0.63 |
1,075 |
9,554 |
+63 |
| Feb10 |
090505 |
168.80 |
168.80 |
167.01 |
168.47 |
-0.58 |
466 |
6,855 |
-155 |
| Mar10 |
090505 |
170.72 |
170.72 |
169.27 |
170.12 |
-0.63 |
449 |
5,438 |
-76 |
| Apr10 |
090505 |
171.65 |
171.91 |
169.50 |
170.82 |
-0.63 |
525 |
3,902 |
-127 |
| May10 |
090505 |
172.17 |
172.17 |
172.17 |
172.17 |
-0.43 |
301 |
3,244 |
+65 |
| Total Volume and Open Interest |
68,081 |
259,473 |
-3,841 |
| Gasoline(NYMEX) |
| Jun09 |
090505 |
158.90 |
160.40 |
156.60 |
157.22 |
-1.38 |
35,171 |
86,689 |
+608 |
| Jul09 |
090505 |
159.31 |
160.79 |
157.08 |
157.66 |
-1.52 |
12,851 |
38,136 |
+1,404 |
| Aug09 |
090505 |
160.81 |
161.19 |
157.73 |
158.12 |
-1.68 |
7,455 |
23,688 |
+1,657 |
| Sep09 |
090505 |
160.85 |
161.32 |
157.88 |
158.20 |
-1.70 |
4,512 |
19,100 |
+427 |
| Oct09 |
090505 |
150.65 |
151.77 |
149.00 |
149.03 |
-1.62 |
3,131 |
13,994 |
-286 |
| Nov09 |
090505 |
151.29 |
151.67 |
148.98 |
148.98 |
-1.57 |
1,584 |
4,262 |
+152 |
| Dec09 |
090505 |
151.76 |
152.67 |
150.26 |
150.28 |
-1.52 |
1,198 |
10,602 |
+18 |
| Jan10 |
090505 |
154.25 |
154.25 |
152.83 |
152.83 |
-1.47 |
301 |
2,621 |
+94 |
| Feb10 |
090505 |
155.63 |
155.63 |
155.63 |
155.63 |
-1.47 |
45 |
918 |
+1 |
| Mar10 |
090505 |
158.73 |
158.73 |
158.73 |
158.73 |
-1.47 |
2 |
1,742 |
+0 |
| Total Volume and Open Interest |
66,272 |
210,362 |
+4,091 |
| e-miNY RBOB Gasoline(NYM) |
| Jun09 |
090505 |
157.22 |
157.22 |
157.22 |
157.22 |
+155.63 |
0 |
1 |
+0 |
| Jul09 |
090505 |
159.80 |
159.80 |
157.66 |
157.66 |
+156.07 |
|
|
|
| Aug09 |
090505 |
158.12 |
158.12 |
158.12 |
158.12 |
+156.52 |
|
|
|
| Sep09 |
090505 |
158.20 |
158.20 |
158.20 |
158.20 |
+156.60 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jun09 |
090505 |
3.724 |
3.725 |
3.570 |
3.615 |
-0.110 |
69,215 |
110,500 |
-4,772 |
| Jul09 |
090505 |
3.860 |
3.860 |
3.705 |
3.753 |
-0.107 |
14,808 |
81,039 |
+664 |
| Aug09 |
090505 |
3.950 |
3.972 |
3.827 |
3.876 |
-0.100 |
5,788 |
46,722 |
+260 |
| Sep09 |
090505 |
4.020 |
4.040 |
3.907 |
3.952 |
-0.097 |
4,017 |
32,998 |
+817 |
| Oct09 |
090505 |
4.150 |
4.182 |
4.048 |
4.094 |
-0.090 |
7,823 |
48,177 |
+695 |
| Nov09 |
090505 |
4.805 |
4.817 |
4.717 |
4.756 |
-0.068 |
2,982 |
23,814 |
+694 |
| Dec09 |
090505 |
5.498 |
5.515 |
5.434 |
5.466 |
-0.043 |
2,495 |
33,239 |
+87 |
| Jan10 |
090505 |
5.785 |
5.814 |
5.727 |
5.764 |
-0.035 |
4,161 |
33,248 |
-12 |
| Feb10 |
090505 |
5.835 |
5.835 |
5.780 |
5.812 |
-0.032 |
652 |
14,061 |
+137 |
| Mar10 |
090505 |
5.787 |
5.819 |
5.733 |
5.767 |
-0.029 |
2,255 |
27,603 |
+153 |
| Apr10 |
090505 |
5.659 |
5.659 |
5.582 |
5.612 |
-0.029 |
1,543 |
29,736 |
+212 |
| May10 |
090505 |
5.680 |
5.690 |
5.650 |
5.662 |
-0.026 |
242 |
13,028 |
+20 |
| Jun10 |
090505 |
5.875 |
5.875 |
5.760 |
5.772 |
-0.026 |
355 |
8,202 |
+83 |
| Jul10 |
090505 |
5.930 |
5.930 |
5.900 |
5.907 |
-0.026 |
38 |
6,050 |
-21 |
| Aug10 |
090505 |
6.000 |
6.038 |
5.980 |
5.992 |
-0.026 |
72 |
6,814 |
+28 |
| Sep10 |
090505 |
6.030 |
6.070 |
6.021 |
6.037 |
-0.026 |
188 |
5,762 |
-82 |
| Total Volume and Open Interest |
117,436 |
658,912 |
-863 |
| Brent Crude Oil(ICE) |
| Jun09 |
090505 |
54.62 |
54.91 |
53.64 |
54.12 |
-0.46 |
56,188 |
0 |
-131,773 |
| Jul09 |
090505 |
55.78 |
56.00 |
54.80 |
55.28 |
-0.47 |
33,564 |
0 |
-140,748 |
| Aug09 |
090505 |
56.95 |
57.13 |
55.99 |
56.44 |
-0.49 |
14,524 |
0 |
-59,320 |
| Sep09 |
090505 |
57.23 |
58.07 |
56.99 |
57.42 |
-0.52 |
5,792 |
0 |
-37,669 |
| Oct09 |
090505 |
58.11 |
58.92 |
57.94 |
58.31 |
-0.51 |
2,923 |
0 |
-23,503 |
| Nov09 |
090505 |
58.98 |
59.68 |
58.84 |
59.19 |
-0.49 |
2,910 |
0 |
-17,044 |
| Dec09 |
090505 |
60.25 |
60.62 |
59.63 |
60.05 |
-0.48 |
10,920 |
0 |
-92,677 |
| Jan10 |
090505 |
61.05 |
61.41 |
60.68 |
60.84 |
-0.48 |
1,454 |
0 |
-18,029 |
| Feb10 |
090505 |
61.91 |
61.92 |
61.51 |
61.58 |
-0.48 |
351 |
0 |
-8,311 |
| Mar10 |
090505 |
62.32 |
62.32 |
62.32 |
62.32 |
-0.47 |
|
|
|
| Apr10 |
090505 |
63.01 |
63.01 |
63.01 |
63.01 |
-0.49 |
|
|
|
| May10 |
090505 |
63.64 |
63.64 |
63.64 |
63.64 |
-0.52 |
|
|
|
| Jun10 |
090505 |
64.23 |
64.82 |
63.94 |
64.22 |
-0.56 |
715 |
0 |
-16,851 |
| Jul10 |
090505 |
64.73 |
64.73 |
64.73 |
64.73 |
-0.61 |
|
|
|
| Total Volume and Open Interest |
210,602 |
708,868 |
+12,472 |
| Gas Oil(ICE) |
| May09 |
090505 |
453.00 |
458.00 |
448.75 |
449.50 |
-0.25 |
18,736 |
46,222 |
-814 |
| Jun09 |
090505 |
459.75 |
464.50 |
454.75 |
455.50 |
-0.75 |
36,520 |
95,853 |
+3,998 |
| Jul09 |
090505 |
468.00 |
472.50 |
463.00 |
463.75 |
-1.00 |
10,663 |
48,499 |
+4,170 |
| Aug09 |
090505 |
478.75 |
481.75 |
472.50 |
473.25 |
-1.00 |
3,128 |
31,058 |
+1,469 |
| Sep09 |
090505 |
483.50 |
491.25 |
482.00 |
482.50 |
-1.00 |
4,098 |
30,148 |
-462 |
| Oct09 |
090505 |
500.50 |
500.75 |
491.75 |
492.25 |
-1.00 |
1,968 |
22,409 |
-295 |
| Nov09 |
090505 |
501.75 |
509.75 |
500.75 |
501.25 |
-1.00 |
2,005 |
16,961 |
+221 |
| Dec09 |
090505 |
512.00 |
518.25 |
509.00 |
509.75 |
-1.00 |
5,615 |
54,373 |
-653 |
| Jan10 |
090505 |
526.25 |
527.00 |
518.25 |
518.75 |
-1.25 |
1,208 |
20,846 |
-48 |
| Feb10 |
090505 |
535.00 |
535.25 |
527.25 |
527.25 |
-1.25 |
257 |
11,707 |
+25 |
| Total Volume and Open Interest |
90,597 |
480,086 |
+10,104 |
| Ethanol(CBOT) |
| May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
| Jun09 |
090505 |
1.625 |
1.635 |
1.625 |
1.631 |
+0.006 |
57 |
726 |
+22 |
| Jul09 |
090505 |
1.640 |
1.640 |
1.630 |
1.638 |
+0.013 |
27 |
718 |
+15 |
| Aug09 |
090505 |
1.659 |
1.659 |
1.659 |
1.659 |
+0.014 |
5 |
136 |
+3 |
| Sep09 |
090505 |
1.665 |
1.665 |
1.665 |
1.665 |
+0.010 |
5 |
168 |
+3 |
| Oct09 |
090505 |
1.650 |
1.650 |
1.640 |
1.640 |
-0.010 |
15 |
277 |
+5 |
| Nov09 |
090505 |
1.650 |
1.650 |
1.650 |
1.650 |
-0.010 |
10 |
381 |
+5 |
| Dec09 |
090505 |
1.650 |
1.650 |
1.650 |
1.650 |
-0.010 |
5 |
445 |
+0 |
| Total Volume and Open Interest |
206 |
4,186 |
+41 |
| US Dollar Index(ICE) |
| Jun09 |
090505 |
83.810 |
84.470 |
83.620 |
84.295 |
+0.180 |
3,976 |
21,296 |
+242 |
| Sep09 |
090505 |
84.200 |
84.750 |
84.000 |
84.650 |
+0.175 |
81 |
2,110 |
-22 |
| Dec09 |
090505 |
84.820 |
85.190 |
84.815 |
85.050 |
+0.300 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
1,992 |
23,412 |
+220 |
| Australian Dollar(CME) |
| Jun09 |
090505 |
73.85 |
74.59 |
73.57 |
73.92 |
+0.35 |
27,752 |
0 |
-74,277 |
| Sep09 |
090505 |
73.50 |
74.16 |
73.20 |
73.52 |
+0.32 |
|
|
|
| Dec09 |
090505 |
73.16 |
73.16 |
72.86 |
73.16 |
+0.30 |
|
|
|
| Total Volume and Open Interest |
25,412 |
74,520 |
-226 |
| British Pound(CME) |
| Jun09 |
090505 |
150.31 |
151.63 |
149.82 |
150.69 |
+1.08 |
47,126 |
0 |
-84,977 |
| Sep09 |
090505 |
149.90 |
151.61 |
149.62 |
150.70 |
+1.08 |
|
|
|
| Dec09 |
090505 |
150.95 |
151.29 |
149.63 |
150.70 |
+1.07 |
|
|
|
| Total Volume and Open Interest |
54,570 |
87,475 |
+2,031 |
| Canadian Dollar(CME) |
| Jun09 |
090505 |
85.30 |
85.65 |
84.81 |
85.05 |
+0.07 |
976 |
0 |
-65,118 |
| Sep09 |
090505 |
85.34 |
85.69 |
84.91 |
85.13 |
+0.07 |
|
|
|
| Dec09 |
090505 |
85.55 |
85.74 |
84.99 |
85.22 |
+0.06 |
2 |
0 |
-1,303 |
| Mar10 |
090505 |
85.30 |
85.85 |
85.11 |
85.32 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
39,538 |
71,345 |
+1,814 |
| Japanese Yen(CME) |
| Jun09 |
090505 |
101.12 |
101.47 |
100.85 |
101.06 |
-0.08 |
50 |
0 |
-77,711 |
| Sep09 |
090505 |
101.43 |
101.59 |
101.03 |
101.22 |
-0.08 |
|
|
|
| Dec09 |
090505 |
101.41 |
101.53 |
101.41 |
101.41 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
46,179 |
75,732 |
-3,247 |
| Swiss Franc(CME) |
| Jun09 |
090505 |
88.87 |
88.99 |
88.07 |
88.22 |
-0.43 |
910 |
0 |
-27,291 |
| Sep09 |
090505 |
88.37 |
89.10 |
88.25 |
88.37 |
-0.43 |
|
|
|
| Dec09 |
090505 |
88.53 |
89.04 |
88.53 |
88.53 |
-0.43 |
|
|
|
| Total Volume and Open Interest |
16,083 |
26,587 |
-921 |
| EuroFX(CME) |
| Jun09 |
090505 |
134.14 |
134.36 |
132.80 |
133.11 |
-0.60 |
64 |
0 |
-111,775 |
| Sep09 |
090505 |
134.10 |
134.29 |
132.78 |
133.07 |
-0.60 |
|
|
|
| Dec09 |
090505 |
133.08 |
134.04 |
133.08 |
133.08 |
-0.60 |
|
|
|
| Total Volume and Open Interest |
69,953 |
107,813 |
-5,851 |
| Mexican Peso(CME) |
| May09 |
090505 |
751.2 |
751.2 |
749.2 |
751.2 |
+2.0 |
|
|
|
| Jun09 |
090505 |
750.2 |
756.0 |
743.5 |
746.5 |
+2.0 |
2,670 |
0 |
-51,213 |
| Total Volume and Open Interest |
3,760 |
53,478 |
-1,352 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090505 |
122~120 |
122~255 |
121~270 |
122~175 |
+0~010 |
146,280 |
690,348 |
+11,327 |
| Sep09 |
090505 |
121~040 |
121~095 |
120~195 |
121~060 |
+0~015 |
844 |
1,263 |
+417 |
| Dec09 |
090505 |
120~060 |
120~060 |
120~025 |
120~035 |
+0~010 |
0 |
212 |
+0 |
| Total Volume and Open Interest |
147,124 |
691,868 |
+11,744 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090505 |
120~270 |
121~035 |
120~180 |
120~305 |
+0~015 |
382,000 |
1,000,283 |
-19,375 |
| Sep09 |
090505 |
119~080 |
119~130 |
119~080 |
119~105 |
+0~015 |
2,804 |
9,797 |
+1,043 |
| Dec09 |
090505 |
118~215 |
118~215 |
118~200 |
118~215 |
+0~015 |
|
|
|
| Total Volume and Open Interest |
384,804 |
1,010,080 |
-18,332 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090505 |
117~008 |
117~027 |
116~108 |
117~005 |
-0~005 |
818 |
797,574 |
+9,184 |
| Sep09 |
090505 |
116~041 |
116~042 |
116~030 |
116~036 |
-0~005 |
0 |
3,885 |
+428 |
| Dec09 |
090505 |
53~116 |
53~122 |
53~116 |
53~116 |
-0~006 |
|
|
|
| Total Volume and Open Interest |
217,818 |
801,459 |
+9,612 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090505 |
108~090 |
108~095 |
108~082 |
108~088 |
-0~002 |
5 |
457,265 |
-1,454 |
| Sep09 |
090505 |
108~012 |
108~012 |
108~009 |
108~012 |
+0~004 |
|
|
|
| Dec09 |
090505 |
108~012 |
108~012 |
108~009 |
108~012 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
80,605 |
457,265 |
-1,454 |
| Eurodollars(CME) |
| Jun09 |
090505 |
99.055 |
99.100 |
99.055 |
99.080 |
+0.030 |
1,661 |
0 |
-1,010,527 |
| Sep09 |
090505 |
99.000 |
99.045 |
98.990 |
99.030 |
+0.040 |
1,262 |
0 |
-955,186 |
| Dec09 |
090505 |
98.780 |
98.830 |
98.765 |
98.820 |
+0.050 |
1,111 |
0 |
-744,869 |
| Mar10 |
090505 |
98.640 |
98.690 |
98.625 |
98.680 |
+0.045 |
933 |
0 |
-690,919 |
| Jun10 |
090505 |
98.395 |
98.440 |
98.370 |
98.430 |
+0.040 |
13,912 |
0 |
-495,002 |
| Sep10 |
090505 |
98.135 |
98.185 |
98.110 |
98.175 |
+0.045 |
85,972 |
0 |
-431,477 |
| Dec10 |
090505 |
97.830 |
97.885 |
97.810 |
97.875 |
+0.050 |
56,053 |
0 |
-462,904 |
| Mar11 |
090505 |
97.585 |
97.650 |
97.565 |
97.630 |
+0.050 |
43,280 |
0 |
-303,257 |
| Jun11 |
090505 |
97.315 |
97.380 |
97.290 |
97.360 |
+0.045 |
37 |
0 |
-257,928 |
| Sep11 |
090505 |
97.090 |
97.145 |
97.045 |
97.120 |
+0.040 |
126 |
0 |
-157,766 |
| Dec11 |
090505 |
96.850 |
96.915 |
96.805 |
96.890 |
+0.040 |
64 |
0 |
-112,356 |
| Mar12 |
090505 |
96.700 |
96.770 |
96.650 |
96.745 |
+0.040 |
354 |
0 |
-88,823 |
| Jun12 |
090505 |
96.585 |
96.625 |
96.510 |
96.600 |
+0.040 |
556 |
0 |
-85,332 |
| Sep12 |
090505 |
96.440 |
96.510 |
96.395 |
96.485 |
+0.040 |
643 |
0 |
-61,814 |
| Dec12 |
090505 |
96.315 |
96.385 |
96.265 |
96.360 |
+0.040 |
655 |
0 |
-51,097 |
| Mar13 |
090505 |
96.275 |
96.335 |
96.215 |
96.310 |
+0.040 |
495 |
0 |
-54,277 |
| Jun13 |
090505 |
96.205 |
96.255 |
96.135 |
96.225 |
+0.040 |
37 |
0 |
-23,373 |
| Sep13 |
090505 |
96.120 |
96.185 |
96.060 |
96.150 |
+0.040 |
17 |
0 |
-36,981 |
| Total Volume and Open Interest |
1,124,262 |
6,255,371 |
-571 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090505 |
99.800 |
99.802 |
99.790 |
99.798 |
+0.007 |
0 |
67,237 |
-7 |
| Jun09 |
090505 |
99.800 |
99.810 |
99.790 |
99.800 |
+0.005 |
0 |
44,047 |
-925 |
| Jul09 |
090505 |
99.790 |
99.790 |
99.780 |
99.785 |
+0.005 |
0 |
38,281 |
-362 |
| Aug09 |
090505 |
99.760 |
99.770 |
99.760 |
99.760 |
unch |
46 |
37,290 |
+262 |
| Sep09 |
090505 |
99.750 |
99.750 |
99.740 |
99.740 |
unch |
34 |
31,081 |
-255 |
| Oct09 |
090505 |
99.720 |
99.730 |
99.710 |
99.715 |
+0.005 |
25 |
28,053 |
-156 |
| Total Volume and Open Interest |
53,026 |
388,421 |
+646 |
| 30 Day Fed Funds(e-CBOT) |
| May09 |
090505 |
99.800 |
99.802 |
99.795 |
99.798 |
+0.005 |
11,549 |
67,237 |
-7 |
| Jun09 |
090505 |
99.800 |
99.810 |
99.795 |
99.805 |
+0.010 |
6,333 |
44,047 |
-925 |
| Jul09 |
090505 |
99.790 |
99.790 |
99.785 |
99.790 |
+0.010 |
4,401 |
38,281 |
-362 |
| Aug09 |
090505 |
99.760 |
99.770 |
99.760 |
99.760 |
unch |
4,296 |
37,290 |
+262 |
| Sep09 |
090505 |
99.750 |
99.750 |
99.740 |
99.745 |
+0.005 |
3,312 |
31,081 |
-255 |
| Oct09 |
090505 |
99.720 |
99.730 |
99.710 |
99.715 |
+0.005 |
3,822 |
28,053 |
-156 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090505 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
| Sep09 |
090505 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
| Dec09 |
090505 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Mar10 |
090505 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
| Jun10 |
090505 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
| Sep10 |
090505 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
|
|
|
| Dec10 |
090505 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
| Mar11 |
090505 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
| Jun11 |
090505 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
|
|
|
| Sep11 |
090505 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090505 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
| Sep09 |
090505 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Dec09 |
090505 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
| Mar10 |
090505 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Jun10 |
090505 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Sep10 |
090505 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
| Dec10 |
090505 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
|
|
|
| Mar11 |
090505 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
24,221 |
-100 |
| 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 |
090505 |
122.03 |
122.45 |
121.83 |
122.35 |
+0.33 |
731,558 |
835,115 |
+33,754 |
| Sep09 |
090505 |
121.45 |
121.88 |
121.45 |
121.85 |
+0.31 |
162 |
22,898 |
+196 |
| Dec09 |
090505 |
121.35 |
121.35 |
121.35 |
121.35 |
+0.33 |
10 |
10 |
+10 |
| Total Volume and Open Interest |
731,730 |
858,023 |
+33,960 |
| Euro-Bobl(EUREX) |
| Jun09 |
090505 |
115.66 |
116.00 |
115.60 |
115.94 |
-0.22 |
425,196 |
716,979 |
+6,959 |
| Sep09 |
090505 |
115.80 |
115.85 |
115.80 |
115.83 |
+0.28 |
218 |
39,635 |
+203 |
| Dec09 |
090505 |
115.56 |
115.56 |
115.56 |
115.56 |
+0.28 |
|
|
|
| Total Volume and Open Interest |
397,802 |
775,382 |
+18,971 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
| Sep09 |
090505 |
98.730 |
98.745 |
98.730 |
98.730 |
+0.010 |
51 |
7,409 |
-719 |
| Dec09 |
090505 |
98.560 |
98.575 |
98.560 |
98.560 |
+0.020 |
21 |
4,611 |
+60 |
| Total Volume and Open Interest |
546 |
31,600 |
-1,220 |
| Long Gilt(LIFFE) |
| Jun09 |
090505 |
120~08 |
120~12 |
120~00 |
120~07 |
-0~04 |
24,339 |
0 |
-299,395 |
| Sep09 |
090505 |
118~31 |
119~01 |
118~28 |
119~01 |
-0~04 |
|
|
|
| Total Volume and Open Interest |
84,748 |
307,040 |
+6,246 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090505 |
98.67 |
98.68 |
98.64 |
98.67 |
unch |
|
|
|
| Sep09 |
090505 |
98.62 |
98.64 |
98.60 |
98.62 |
-0.01 |
|
|
|
| Dec09 |
090505 |
98.39 |
98.41 |
98.35 |
98.37 |
-0.04 |
|
|
|
| Mar10 |
090505 |
98.22 |
98.27 |
98.18 |
98.20 |
-0.06 |
|
|
|
| Jun10 |
090505 |
97.96 |
98.01 |
97.90 |
97.91 |
-0.08 |
|
|
|
| Sep10 |
090505 |
97.72 |
97.72 |
97.60 |
97.62 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
434,339 |
2,086,415 |
+9,705 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090505 |
98.740 |
98.765 |
98.740 |
98.750 |
+0.010 |
18,714 |
637,333 |
-9,104 |
| Sep09 |
090505 |
98.720 |
98.755 |
98.720 |
98.730 |
+0.010 |
22,233 |
523,300 |
-2,719 |
| Dec09 |
090505 |
98.540 |
98.585 |
98.535 |
98.560 |
+0.020 |
18,243 |
489,406 |
-4,537 |
| Total Volume and Open Interest |
136,074 |
3,402,723 |
-11,378 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090505 |
97.03 |
97.05 |
96.93 |
96.96 |
-0.08 |
15,413 |
0 |
-289,591 |
| Sep09 |
090505 |
97.21 |
97.22 |
97.11 |
97.15 |
-0.06 |
12,488 |
0 |
-221,609 |
| Dec09 |
090505 |
97.15 |
97.17 |
97.06 |
97.10 |
-0.06 |
3,734 |
0 |
-122,572 |
| Mar10 |
090505 |
96.84 |
96.86 |
96.77 |
96.80 |
-0.04 |
2,164 |
0 |
-84,841 |
| Jun10 |
090505 |
96.44 |
96.47 |
96.37 |
96.39 |
-0.06 |
1,843 |
0 |
-64,125 |
| Sep10 |
090505 |
96.05 |
96.09 |
95.97 |
95.99 |
-0.07 |
1,662 |
0 |
-35,523 |
| Dec10 |
090505 |
95.69 |
95.71 |
95.60 |
95.62 |
-0.08 |
1,129 |
0 |
-23,895 |
| Mar11 |
090505 |
95.39 |
95.39 |
95.26 |
95.27 |
-0.12 |
43 |
0 |
-13,016 |
| Jun11 |
090505 |
95.05 |
95.05 |
94.94 |
94.97 |
-0.13 |
2 |
0 |
-2,091 |
| Sep11 |
090505 |
94.80 |
94.80 |
94.70 |
94.70 |
-0.16 |
1 |
0 |
-427 |
| Total Volume and Open Interest |
41,149 |
859,444 |
+1,484 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090505 |
95.29 |
95.32 |
95.19 |
95.19 |
-0.12 |
18,197 |
0 |
+0 |
| Sep09 |
090505 |
95.15 |
95.15 |
95.15 |
95.15 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
20,513 |
293,080 |
+4,090 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090505 |
96.43 |
96.45 |
96.31 |
96.32 |
-0.14 |
37,768 |
0 |
-471,180 |
| Sep09 |
090505 |
96.32 |
96.32 |
96.32 |
96.32 |
-0.14 |
|
|
|
| Total Volume and Open Interest |
43,918 |
474,910 |
+3,730 |
| Gold(CMX) |
| Jun09 |
090505 |
903.4 |
916.7 |
893.2 |
904.3 |
+2.1 |
46,712 |
224,666 |
+634 |
| Aug09 |
090505 |
904.9 |
918.0 |
895.5 |
906.1 |
+2.2 |
2,315 |
24,342 |
+773 |
| Oct09 |
090505 |
907.3 |
919.0 |
898.0 |
907.6 |
+2.2 |
1,743 |
7,550 |
+74 |
| Dec09 |
090505 |
908.5 |
921.5 |
899.5 |
909.2 |
+2.2 |
535 |
26,756 |
+72 |
| Feb10 |
090505 |
915.5 |
915.5 |
904.0 |
910.8 |
+2.2 |
120 |
4,954 |
+16 |
| Apr10 |
090505 |
919.3 |
919.3 |
911.0 |
912.4 |
+2.2 |
12 |
3,100 |
-10 |
| Jun10 |
090505 |
914.0 |
914.0 |
914.0 |
914.0 |
+2.2 |
578 |
6,077 |
+13 |
| Aug10 |
090505 |
915.9 |
915.9 |
915.9 |
915.9 |
+2.2 |
100 |
476 |
+0 |
| Oct10 |
090505 |
917.9 |
917.9 |
917.9 |
917.9 |
+2.2 |
500 |
502 |
+0 |
| Dec10 |
090505 |
920.1 |
924.1 |
918.7 |
920.1 |
+2.2 |
222 |
9,846 |
-152 |
| Feb11 |
090505 |
922.6 |
922.6 |
922.6 |
922.6 |
+2.2 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
53,921 |
331,840 |
+2,774 |
| Silver(CMX) |
| May09 |
090505 |
1308.0 |
1355.5 |
1300.0 |
1340.2 |
+30.9 |
573 |
1,629 |
-1,240 |
| Jul09 |
090505 |
1305.0 |
1361.5 |
1299.5 |
1342.0 |
+30.7 |
13,502 |
51,419 |
+202 |
| Sep09 |
090505 |
1310.0 |
1356.0 |
1310.0 |
1344.0 |
+30.8 |
286 |
6,247 |
+50 |
| Dec09 |
090505 |
1312.0 |
1361.5 |
1310.0 |
1346.3 |
+31.0 |
276 |
13,760 |
-56 |
| Mar10 |
090505 |
1347.5 |
1348.1 |
1340.0 |
1348.1 |
+31.1 |
61 |
5,330 |
+55 |
| May10 |
090505 |
1332.0 |
1349.1 |
1332.0 |
1349.1 |
+31.2 |
82 |
1,367 |
+80 |
| Jul10 |
090505 |
1338.5 |
1357.0 |
1338.5 |
1350.5 |
+31.2 |
3 |
2,408 |
+1 |
| Total Volume and Open Interest |
14,994 |
88,446 |
-817 |
| Platinum(NYMEX) |
| Jul09 |
090505 |
1125.5 |
1143.9 |
1119.0 |
1137.9 |
+15.9 |
1,680 |
19,391 |
+239 |
| Oct09 |
090505 |
1130.1 |
1142.8 |
1130.1 |
1142.8 |
+15.6 |
1,680 |
19,391 |
+18,713 |
| Jan10 |
090505 |
1144.3 |
1144.3 |
1144.3 |
1144.3 |
+15.6 |
1,680 |
19,391 |
+19,386 |
| Total Volume and Open Interest |
1,735 |
20,107 |
+272 |
| Palladium(NYMEX) |
| Jun09 |
090505 |
219.00 |
227.75 |
218.05 |
222.90 |
+0.60 |
858 |
13,434 |
+65 |
| Sep09 |
090505 |
224.00 |
226.50 |
221.00 |
224.00 |
+0.60 |
|
|
|
| Dec09 |
090505 |
225.10 |
225.10 |
225.10 |
225.10 |
+0.60 |
2 |
31 |
+2 |
| Total Volume and Open Interest |
1,016 |
14,132 |
+211 |
| Copper(CMX) |
| May09 |
090505 |
215.50 |
215.50 |
207.30 |
208.45 |
-6.05 |
656 |
4,649 |
-733 |
| Jul09 |
090505 |
214.00 |
217.70 |
206.45 |
208.25 |
-6.15 |
10,375 |
70,583 |
+379 |
| Sep09 |
090505 |
213.90 |
213.90 |
206.80 |
208.25 |
-6.05 |
1,231 |
14,346 |
+340 |
| Dec09 |
090505 |
216.60 |
216.60 |
206.95 |
208.15 |
-5.90 |
277 |
3,858 |
+0 |
| Mar10 |
090505 |
208.00 |
208.00 |
208.00 |
208.00 |
-5.75 |
72 |
770 |
+12 |
| Total Volume and Open Interest |
13,050 |
104,442 |
-194 |
| Aluminum(CMX) |
| May09 |
090505 |
0.70 |
0.70 |
0.70 |
0.70 |
-69.30 |
|
|
|
| Jun09 |
090505 |
0.71 |
0.71 |
0.71 |
0.71 |
-69.79 |
|
|
|
| Jul09 |
090505 |
0.71 |
0.71 |
0.71 |
0.71 |
-70.29 |
|
|
|
| Aug09 |
090505 |
0.72 |
0.72 |
0.72 |
0.72 |
-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 |
090505 |
8365 |
8405 |
8310 |
8382 |
+23 |
1,432 |
12,602 |
+28 |
| Sep09 |
090505 |
8318 |
8328 |
8273 |
8328 |
+23 |
8 |
806 |
+5 |
| Dec09 |
090505 |
8283 |
8283 |
8260 |
8283 |
+23 |
0 |
1 |
+0 |
| Mar10 |
090505 |
8252 |
8252 |
8229 |
8252 |
+23 |
|
|
|
| Total Volume and Open Interest |
1,536 |
13,409 |
+33 |
| S & P 500(CME) |
| Jun09 |
090505 |
902.10 |
904.90 |
893.80 |
903.40 |
+0.60 |
13,474 |
0 |
-428,522 |
| Sep09 |
090505 |
897.00 |
900.00 |
890.00 |
899.40 |
+0.60 |
3,106 |
0 |
-20,408 |
| Dec09 |
090505 |
896.90 |
896.90 |
889.20 |
896.00 |
+0.30 |
12 |
0 |
-1,756 |
| Mar10 |
090505 |
894.50 |
894.50 |
886.80 |
893.50 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
24,068 |
455,695 |
+3,752 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090505 |
902.75 |
905.00 |
893.50 |
903.50 |
+0.75 |
2,171,103 |
0 |
+0 |
| Sep09 |
090505 |
898.75 |
900.50 |
889.75 |
899.50 |
+0.75 |
3,106 |
0 |
-41,385 |
| Total Volume and Open Interest |
1,804,281 |
2,628,852 |
-10,800 |
| NASDAQ 100(CME) |
| Jun09 |
090505 |
1424.00 |
1428.00 |
1406.00 |
1427.30 |
+4.80 |
1,108 |
0 |
-22,300 |
| Sep09 |
090505 |
1426.30 |
1426.30 |
1425.50 |
1426.30 |
+4.80 |
|
|
|
| Dec09 |
090505 |
1429.30 |
1429.30 |
1428.50 |
1429.30 |
+4.80 |
|
|
|
| Total Volume and Open Interest |
1,336 |
22,263 |
-37 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090505 |
1424.00 |
1428.30 |
1406.30 |
1427.30 |
+4.80 |
271,837 |
0 |
-274,360 |
| Sep09 |
090505 |
1422.50 |
1426.30 |
1405.80 |
1426.30 |
+4.80 |
50 |
0 |
-925 |
| Total Volume and Open Interest |
231,135 |
281,469 |
+6,168 |
| S & P Midcap 400(CME) |
| Jun09 |
090505 |
576.00 |
580.00 |
569.50 |
578.10 |
-1.10 |
31 |
0 |
-5,116 |
| Sep09 |
090505 |
576.10 |
576.10 |
575.20 |
576.10 |
-1.10 |
|
|
|
| Dec09 |
090505 |
574.10 |
574.10 |
573.20 |
574.10 |
-1.10 |
|
|
|
| Total Volume and Open Interest |
407 |
4,759 |
-357 |
| Russell 2000(CME) |
| Jun09 |
090505 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
4 |
5,354 |
+2 |
| Sep09 |
090505 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,374 |
+0 |
| Dec09 |
090505 |
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 |
090505 |
3215.0 |
3233.5 |
3182.5 |
3198.5 |
-11.0 |
82,401 |
0 |
-415,701 |
| Jun09 |
090505 |
3161.0 |
3180.5 |
3135.0 |
3147.0 |
-11.0 |
3,706 |
0 |
-41,943 |
| Jul09 |
090505 |
3157.5 |
3164.5 |
3129.5 |
3143.0 |
-11.5 |
65 |
0 |
-28 |
| Total Volume and Open Interest |
168,556 |
501,076 |
+40,281 |
| Hang Seng Index(HKFE) |
| May09 |
090505 |
16401 |
16434 |
16114 |
16328 |
+101 |
83,696 |
83,842 |
+908 |
| Jun09 |
090505 |
16363 |
16363 |
16053 |
16248 |
+101 |
1,302 |
3,487 |
+136 |
| Total Volume and Open Interest |
85,075 |
88,170 |
+1,109 |
| DAX(EUREX) |
| Jun09 |
090505 |
4906.0 |
4936.0 |
4850.0 |
4861.0 |
-38.5 |
192,729 |
159,542 |
+6,907 |
| Sep09 |
090505 |
4919.0 |
4940.0 |
4859.5 |
4867.5 |
-39.0 |
574 |
6,468 |
+179 |
| Dec09 |
090505 |
4899.5 |
4949.0 |
4877.5 |
4877.5 |
-39.5 |
56 |
2,221 |
+29 |
| Total Volume and Open Interest |
193,359 |
168,231 |
+168,231 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090505 |
4318.50 |
4334.00 |
4276.00 |
4294.00 |
+100.50 |
31,786 |
0 |
-733,654 |
| Sep09 |
090505 |
4275.00 |
4298.50 |
4249.00 |
4260.00 |
+100.50 |
88 |
0 |
-1,002 |
| Dec09 |
090505 |
4249.50 |
4261.50 |
4224.00 |
4235.00 |
+102.00 |
234 |
0 |
-1,546 |
| Total Volume and Open Interest |
160,797 |
731,270 |
-4,932 |
| SPI 200(SFE) |
| Jun09 |
090505 |
3864.0 |
3953.0 |
3853.0 |
3884.0 |
+20.0 |
34,280 |
0 |
-302,295 |
| Sep09 |
090505 |
3875.0 |
3875.0 |
3846.0 |
3849.0 |
+22.0 |
123 |
0 |
-2,228 |
| Dec09 |
090505 |
3846.0 |
3846.0 |
3846.0 |
3846.0 |
+22.0 |
|
|
|
| Total Volume and Open Interest |
35,583 |
316,588 |
+7,871 |
| GSCI(CME) |
| May09 |
090505 |
387.00 |
388.90 |
382.40 |
384.50 |
-2.50 |
379 |
0 |
-14,915 |
| Jun09 |
090505 |
395.50 |
395.75 |
391.00 |
391.50 |
-2.50 |
51 |
0 |
-45 |
| Jul09 |
090505 |
396.50 |
400.25 |
396.50 |
397.70 |
-2.30 |
|
|
|
| Total Volume and Open Interest |
1,446 |
14,168 |
-792 |
| Reuters CCI(ICE) |
| Jun09 |
090505 |
232.20 |
232.20 |
232.20 |
232.20 |
-156.80 |
1 |
1,008 |
+958 |
| Aug09 |
090505 |
401.00 |
401.00 |
400.00 |
400.00 |
+1.00 |
0 |
420 |
+0 |
| Nov09 |
090505 |
412.00 |
412.00 |
412.00 |
412.00 |
+1.00 |
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. |
|
|