|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri May 08, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May09 |
090508 |
1126.00 |
1136.00 |
1118.00 |
1134.00 |
+15.00 |
2,105 |
4,716 |
-1,336 |
| Jul09 |
090508 |
1101.00 |
1118.00 |
1098.50 |
1111.50 |
+9.50 |
85,085 |
207,845 |
+773 |
| Aug09 |
090508 |
1063.00 |
1075.00 |
1062.25 |
1073.50 |
+10.50 |
5,353 |
13,607 |
+368 |
| Sep09 |
090508 |
1017.50 |
1025.00 |
1014.00 |
1021.50 |
+7.50 |
890 |
8,022 |
+5 |
| Nov09 |
090508 |
972.00 |
983.00 |
970.00 |
979.50 |
+7.50 |
22,774 |
129,121 |
+3,935 |
| Jan10 |
090508 |
974.50 |
985.00 |
974.00 |
982.50 |
+7.00 |
1,110 |
10,415 |
+140 |
| Mar10 |
090508 |
978.50 |
981.50 |
973.50 |
981.00 |
+7.50 |
455 |
3,987 |
+145 |
| Total Volume and Open Interest |
119,167 |
399,411 |
+4,262 |
| Soybean Meal(CBOT) |
| May09 |
090508 |
358.60 |
363.00 |
358.50 |
359.50 |
+0.80 |
2,390 |
4,109 |
-912 |
| Jul09 |
090508 |
341.50 |
346.60 |
339.80 |
341.50 |
-0.20 |
33,375 |
79,325 |
+2,914 |
| Aug09 |
090508 |
327.40 |
329.90 |
323.20 |
324.80 |
+0.50 |
5,645 |
13,188 |
+1,155 |
| Sep09 |
090508 |
308.10 |
312.20 |
305.40 |
307.00 |
-0.20 |
1,892 |
9,558 |
+56 |
| Oct09 |
090508 |
288.00 |
290.80 |
283.90 |
285.50 |
-1.10 |
1,774 |
9,027 |
+186 |
| Dec09 |
090508 |
280.80 |
284.70 |
273.00 |
279.50 |
-1.20 |
8,001 |
23,196 |
+316 |
| Jan10 |
090508 |
278.20 |
281.20 |
277.00 |
277.00 |
-1.00 |
170 |
2,806 |
-19 |
| Mar10 |
090508 |
277.10 |
279.30 |
274.20 |
275.20 |
-0.90 |
116 |
2,493 |
+32 |
| Total Volume and Open Interest |
53,647 |
146,502 |
+3,798 |
| Soybean Oil(CBOT) |
| May09 |
090508 |
38.96 |
39.30 |
38.24 |
39.30 |
+0.83 |
6,172 |
4,361 |
+688 |
| Jul09 |
090508 |
38.78 |
39.69 |
38.50 |
39.61 |
+0.83 |
55,054 |
127,988 |
-1,165 |
| Aug09 |
090508 |
39.08 |
39.82 |
38.67 |
39.77 |
+0.82 |
14,307 |
17,769 |
+2,711 |
| Sep09 |
090508 |
39.23 |
39.99 |
38.87 |
39.93 |
+0.82 |
3,208 |
10,706 |
+776 |
| Oct09 |
090508 |
39.33 |
40.07 |
39.08 |
40.06 |
+0.84 |
2,808 |
6,347 |
+300 |
| Dec09 |
090508 |
39.50 |
40.41 |
39.26 |
40.37 |
+0.85 |
6,534 |
28,232 |
-448 |
| Jan10 |
090508 |
39.81 |
40.58 |
39.72 |
40.58 |
+0.86 |
123 |
1,895 |
-52 |
| Mar10 |
090508 |
40.06 |
40.83 |
39.97 |
40.83 |
+0.86 |
0 |
1,370 |
+0 |
| Total Volume and Open Interest |
88,286 |
206,150 |
+2,855 |
| Canola(WCE) |
| May09 |
090508 |
471.2 |
471.2 |
471.2 |
471.2 |
+6.1 |
1 |
8 |
-35 |
| Jul09 |
090508 |
461.1 |
466.8 |
451.4 |
466.2 |
+6.1 |
13,783 |
72,457 |
+532 |
| Nov09 |
090508 |
459.0 |
461.8 |
450.0 |
460.4 |
+2.0 |
6,693 |
34,892 |
+2,352 |
| Jan10 |
090508 |
461.4 |
464.5 |
461.4 |
464.5 |
+1.7 |
336 |
1,318 |
+24 |
| Mar10 |
090508 |
464.4 |
466.6 |
464.4 |
466.6 |
+1.9 |
69 |
815 |
+51 |
| Total Volume and Open Interest |
20,959 |
110,224 |
+2,935 |
| Corn(CBOT) |
| May09 |
090508 |
404.50 |
414.25 |
404.50 |
414.00 |
+9.25 |
6,446 |
7,444 |
-1,869 |
| Jul09 |
090508 |
410.75 |
421.50 |
410.25 |
421.00 |
+9.00 |
84,172 |
351,044 |
-1,552 |
| Sep09 |
090508 |
419.75 |
429.75 |
419.50 |
429.50 |
+9.00 |
21,610 |
106,299 |
+1,308 |
| Dec09 |
090508 |
430.00 |
440.00 |
429.50 |
439.75 |
+8.75 |
27,485 |
227,266 |
+705 |
| Mar10 |
090508 |
440.75 |
450.50 |
440.75 |
450.50 |
+7.75 |
5,039 |
38,214 |
+719 |
| May10 |
090508 |
449.00 |
458.25 |
449.00 |
458.25 |
+7.50 |
792 |
7,087 |
-81 |
| Total Volume and Open Interest |
150,023 |
795,005 |
-475 |
| Wheat(CBOT) |
| May09 |
090508 |
566.50 |
581.25 |
566.00 |
580.50 |
+21.50 |
3,321 |
2,676 |
-868 |
| Jul09 |
090508 |
567.75 |
592.00 |
565.50 |
591.00 |
+20.75 |
30,481 |
164,604 |
+643 |
| Sep09 |
090508 |
593.75 |
618.00 |
592.25 |
617.25 |
+20.25 |
4,729 |
48,513 |
+522 |
| Dec09 |
090508 |
616.00 |
640.25 |
615.50 |
639.25 |
+19.75 |
2,320 |
55,591 |
+601 |
| Mar10 |
090508 |
633.75 |
655.00 |
631.50 |
654.50 |
+19.75 |
135 |
3,044 |
-7 |
| Total Volume and Open Interest |
41,205 |
287,389 |
+970 |
| Wheat(KCBT) |
| May09 |
090508 |
627.00 |
627.00 |
627.00 |
627.00 |
+18.25 |
31 |
206 |
+0 |
| Jul09 |
090508 |
612.00 |
635.00 |
609.00 |
633.00 |
+19.25 |
5,599 |
41,385 |
-441 |
| Sep09 |
090508 |
619.50 |
645.00 |
619.25 |
643.50 |
+20.25 |
503 |
9,602 |
+68 |
| Dec09 |
090508 |
636.00 |
660.25 |
634.00 |
659.00 |
+20.25 |
634 |
20,626 |
+156 |
| Mar10 |
090508 |
660.50 |
673.00 |
660.00 |
673.00 |
+20.25 |
39 |
829 |
+5 |
| Total Volume and Open Interest |
6,840 |
75,152 |
-183 |
| Wheat(MGE) |
| May09 |
090508 |
692.75 |
692.75 |
692.75 |
692.75 |
unch |
13 |
107 |
+0 |
| Jul09 |
090508 |
685.00 |
701.75 |
684.00 |
700.00 |
+13.50 |
1,620 |
14,031 |
+50 |
| Sep09 |
090508 |
677.00 |
697.00 |
677.00 |
696.25 |
+16.50 |
465 |
7,656 |
-2 |
| Dec09 |
090508 |
689.50 |
705.00 |
689.50 |
704.50 |
+17.25 |
458 |
5,642 |
-24 |
| Mar10 |
090508 |
700.00 |
714.50 |
700.00 |
714.25 |
+18.75 |
102 |
863 |
+47 |
| Total Volume and Open Interest |
2,709 |
28,757 |
+66 |
| Oats(CBOT) |
| May09 |
090508 |
212.00 |
212.00 |
212.00 |
222.00 |
+10.00 |
2 |
7 |
-2 |
| Jul09 |
090508 |
217.50 |
228.25 |
217.50 |
226.00 |
+9.00 |
644 |
8,038 |
+8 |
| Sep09 |
090508 |
227.00 |
236.00 |
227.00 |
234.50 |
+9.00 |
35 |
130 |
+10 |
| Dec09 |
090508 |
244.00 |
249.75 |
244.00 |
247.25 |
+8.75 |
181 |
5,286 |
-46 |
| Total Volume and Open Interest |
862 |
13,478 |
-30 |
| Rough Rice(CBOT) |
| May09 |
090508 |
12.39 |
12.58 |
12.39 |
12.45 |
-0.13 |
40 |
62 |
+3 |
| Jul09 |
090508 |
12.73 |
12.75 |
12.35 |
12.65 |
-0.10 |
288 |
3,894 |
-34 |
| Sep09 |
090508 |
12.23 |
12.30 |
12.10 |
12.20 |
-0.06 |
84 |
1,778 |
-28 |
| Nov09 |
090508 |
12.30 |
12.35 |
12.20 |
12.30 |
-0.01 |
21 |
1,696 |
+7 |
| Total Volume and Open Interest |
433 |
7,928 |
-52 |
| Live Cattle(CME) |
| Jun09 |
090508 |
82.200 |
83.400 |
82.150 |
82.980 |
+0.945 |
15,077 |
86,134 |
-476 |
| Aug09 |
090508 |
82.750 |
83.850 |
82.650 |
83.600 |
+1.065 |
11,236 |
65,406 |
+3,711 |
| Oct09 |
090508 |
87.200 |
88.150 |
87.150 |
87.980 |
+0.880 |
5,484 |
37,663 |
+1,079 |
| Dec09 |
090508 |
89.250 |
90.150 |
89.000 |
90.135 |
+0.935 |
1,538 |
14,027 |
+253 |
| Feb10 |
090508 |
90.980 |
91.650 |
90.650 |
91.600 |
+0.800 |
297 |
5,963 |
+135 |
| Apr10 |
090508 |
91.550 |
92.200 |
91.550 |
92.050 |
+0.720 |
320 |
2,007 |
+126 |
| Total Volume and Open Interest |
33,983 |
211,383 |
+4,855 |
| Feeder Cattle(CME) |
| May09 |
090508 |
98.350 |
99.550 |
98.230 |
99.350 |
+1.150 |
654 |
4,337 |
-112 |
| Aug09 |
090508 |
99.080 |
100.850 |
98.950 |
100.700 |
+1.620 |
1,469 |
11,401 |
-72 |
| Sep09 |
090508 |
100.000 |
100.830 |
99.700 |
100.650 |
+1.420 |
366 |
1,894 |
+165 |
| Oct09 |
090508 |
99.885 |
100.785 |
99.650 |
100.750 |
+1.350 |
51 |
2,006 |
+3 |
| Nov09 |
090508 |
100.200 |
100.900 |
99.900 |
100.830 |
+1.330 |
17 |
615 |
+8 |
| Jan10 |
090508 |
99.600 |
99.600 |
98.285 |
99.600 |
+1.565 |
0 |
42 |
+0 |
| Mar10 |
090508 |
98.600 |
98.600 |
98.050 |
98.600 |
+0.800 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
2,557 |
20,303 |
-8 |
| Lean Hogs(CME) |
| May09 |
090508 |
59.880 |
62.035 |
59.650 |
61.130 |
+1.930 |
1,417 |
2,973 |
-226 |
| Jun09 |
090508 |
66.850 |
68.650 |
66.850 |
68.200 |
+1.415 |
16,237 |
60,362 |
+1,681 |
| Jul09 |
090508 |
69.930 |
71.180 |
69.700 |
70.785 |
+1.335 |
6,815 |
22,708 |
+798 |
| Aug09 |
090508 |
70.475 |
71.635 |
70.225 |
71.080 |
+1.130 |
3,754 |
27,014 |
+1,015 |
| Oct09 |
090508 |
64.800 |
66.000 |
64.580 |
65.725 |
+1.145 |
4,295 |
17,980 |
+655 |
| Dec09 |
090508 |
64.680 |
65.700 |
64.680 |
65.350 |
+0.600 |
1,006 |
6,238 |
-151 |
| Feb10 |
090508 |
68.725 |
69.100 |
68.285 |
69.000 |
+0.600 |
156 |
1,350 |
+36 |
| Apr10 |
090508 |
72.000 |
72.200 |
71.650 |
72.200 |
+0.500 |
73 |
708 |
+37 |
| Total Volume and Open Interest |
33,777 |
139,688 |
+3,864 |
| Pork Bellies(CME) |
| May09 |
090508 |
78.500 |
78.500 |
78.000 |
78.000 |
unch |
109 |
35 |
-86 |
| Jul09 |
090508 |
78.000 |
81.400 |
77.035 |
80.000 |
+1.600 |
75 |
686 |
-6 |
| Aug09 |
090508 |
78.000 |
80.500 |
78.000 |
80.450 |
+2.950 |
91 |
103 |
+21 |
| Feb10 |
090508 |
91.000 |
91.000 |
91.000 |
91.000 |
unch |
0 |
7 |
+0 |
| Mar10 |
090508 |
91.500 |
91.500 |
91.500 |
91.500 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
275 |
836 |
-71 |
| Class III Milk(CME) |
| May09 |
090508 |
9.80 |
9.83 |
9.76 |
9.77 |
-0.04 |
72 |
4,743 |
+1 |
| Jun09 |
090508 |
10.74 |
10.85 |
10.52 |
10.55 |
-0.13 |
347 |
4,725 |
+23 |
| Jul09 |
090508 |
11.93 |
12.20 |
11.86 |
11.90 |
-0.06 |
292 |
3,279 |
+31 |
| Aug09 |
090508 |
13.17 |
13.43 |
13.03 |
13.10 |
-0.02 |
284 |
3,064 |
+102 |
| Sep09 |
090508 |
13.93 |
14.13 |
13.89 |
13.94 |
+0.10 |
134 |
2,793 |
+29 |
| Total Volume and Open Interest |
1,491 |
27,449 |
+297 |
| Cocoa(ICE) |
| May09 |
090508 |
2488 |
2488 |
2488 |
2488 |
+53 |
27 |
65 |
+0 |
| Jul09 |
090508 |
2452 |
2519 |
2443 |
2507 |
+45 |
4,190 |
52,590 |
-61 |
| Sep09 |
090508 |
2460 |
2530 |
2460 |
2526 |
+46 |
693 |
26,215 |
+299 |
| Dec09 |
090508 |
2522 |
2541 |
2498 |
2540 |
+47 |
679 |
16,169 |
+290 |
| Mar10 |
090508 |
2534 |
2555 |
2534 |
2555 |
+50 |
55 |
9,996 |
+18 |
| May10 |
090508 |
2570 |
2570 |
2570 |
2570 |
+58 |
1 |
2,204 |
+1 |
| Jul10 |
090508 |
2584 |
2584 |
2584 |
2584 |
+57 |
0 |
2,820 |
+0 |
| Total Volume and Open Interest |
5,645 |
113,526 |
+547 |
| Coffee "C"(ICE) |
| May09 |
090508 |
125.70 |
125.70 |
125.70 |
125.70 |
+2.05 |
12 |
165 |
-7 |
| Jul09 |
090508 |
124.00 |
127.85 |
123.55 |
126.70 |
+2.10 |
6,951 |
69,300 |
-111 |
| Sep09 |
090508 |
126.45 |
129.75 |
125.60 |
128.65 |
+2.10 |
1,074 |
27,841 |
+257 |
| Dec09 |
090508 |
128.40 |
132.35 |
128.40 |
131.30 |
+2.05 |
330 |
14,710 |
+108 |
| Mar10 |
090508 |
131.95 |
135.00 |
131.95 |
133.95 |
+2.00 |
224 |
10,498 |
+92 |
| May10 |
090508 |
134.90 |
136.00 |
134.60 |
135.75 |
+1.95 |
83 |
3,163 |
+15 |
| Total Volume and Open Interest |
8,675 |
128,159 |
+354 |
| Orange Juice(ICE) |
| May09 |
090508 |
89.20 |
89.20 |
89.20 |
89.20 |
+2.40 |
27 |
500 |
-28 |
| Jul09 |
090508 |
90.30 |
91.50 |
90.00 |
90.85 |
+0.95 |
1,087 |
21,087 |
+347 |
| Sep09 |
090508 |
93.80 |
94.10 |
93.30 |
93.45 |
+0.70 |
39 |
3,652 |
+24 |
| Nov09 |
090508 |
96.20 |
96.35 |
96.20 |
96.35 |
+0.40 |
22 |
2,540 |
+497 |
| Jan10 |
090508 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.30 |
0 |
188 |
+0 |
| Mar10 |
090508 |
102.90 |
102.90 |
102.90 |
102.90 |
+0.50 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
1,175 |
28,283 |
+840 |
| Sugar #11(ICE) |
| Jul09 |
090508 |
15.47 |
15.55 |
15.21 |
15.27 |
-0.22 |
54,202 |
325,681 |
+7,854 |
| Oct09 |
090508 |
15.95 |
16.05 |
15.77 |
15.82 |
-0.20 |
23,487 |
148,757 |
+383 |
| Mar10 |
090508 |
16.40 |
16.55 |
16.27 |
16.31 |
-0.22 |
11,104 |
92,344 |
-129 |
| May10 |
090508 |
15.96 |
16.10 |
15.65 |
15.77 |
-0.25 |
1,965 |
23,230 |
-287 |
| Jul10 |
090508 |
15.40 |
15.40 |
15.02 |
15.18 |
-0.17 |
4,237 |
23,144 |
-2,438 |
| Total Volume and Open Interest |
98,273 |
680,771 |
+5,779 |
| Sugar #14(ICE) |
| Jul09 |
090508 |
21.30 |
21.35 |
21.30 |
21.35 |
unch |
25 |
1,793 |
-15 |
| Sep09 |
090508 |
21.68 |
21.68 |
21.68 |
21.68 |
unch |
0 |
2,330 |
+0 |
| Total Volume and Open Interest |
25 |
4,123 |
-15 |
| London Cocoa(LCE) |
| May09 |
090507 |
1756 |
1816 |
1756 |
1815 |
+65 |
3,527 |
0 |
+0 |
| Jul09 |
090508 |
1724 |
1752 |
1718 |
1744 |
+9 |
5,332 |
66,442 |
-535 |
| Sep09 |
090508 |
1721 |
1749 |
1717 |
1740 |
+8 |
2,110 |
25,493 |
-164 |
| Dec09 |
090508 |
1719 |
1745 |
1713 |
1737 |
+11 |
1,651 |
25,110 |
+8 |
| Mar10 |
090508 |
1719 |
1741 |
1713 |
1735 |
+11 |
103 |
16,679 |
+59 |
| May10 |
090508 |
1738 |
1742 |
1715 |
1737 |
+14 |
170 |
6,218 |
+104 |
| Jul10 |
090508 |
1743 |
1743 |
1738 |
1738 |
+12 |
212 |
1,914 |
+212 |
| Total Volume and Open Interest |
12,247 |
192,491 |
-1,962 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090508 |
448.00 |
450.20 |
442.20 |
447.90 |
-1.60 |
5,150 |
45,311 |
+650 |
| Oct09 |
090508 |
449.70 |
449.80 |
441.90 |
446.90 |
-2.00 |
1,098 |
19,948 |
+166 |
| Dec09 |
090508 |
444.40 |
444.40 |
440.10 |
442.00 |
-1.00 |
389 |
8,374 |
+14 |
| Mar10 |
090508 |
440.50 |
445.50 |
440.30 |
443.50 |
-1.00 |
588 |
6,486 |
+174 |
| May10 |
090508 |
434.00 |
434.00 |
434.00 |
434.00 |
-1.50 |
24 |
566 |
+0 |
| Total Volume and Open Interest |
7,281 |
82,254 |
+1,035 |
| Cotton(ICE) |
| Jul09 |
090508 |
58.89 |
59.97 |
58.63 |
59.85 |
+0.97 |
6,154 |
83,394 |
+748 |
| Oct09 |
090508 |
61.41 |
61.58 |
61.41 |
61.58 |
+0.81 |
138 |
978 |
+134 |
| Dec09 |
090508 |
61.00 |
62.46 |
61.00 |
62.37 |
+0.87 |
2,191 |
35,037 |
+694 |
| Mar10 |
090508 |
63.54 |
64.33 |
63.20 |
64.33 |
+0.87 |
129 |
6,558 |
+94 |
| May10 |
090508 |
64.19 |
65.03 |
63.85 |
65.03 |
+0.89 |
6 |
196 |
+1 |
| Jul10 |
090508 |
64.50 |
65.72 |
64.50 |
65.72 |
+0.83 |
10 |
747 |
+6 |
| Total Volume and Open Interest |
8,634 |
128,951 |
+1,476 |
| Lumber(CME) |
| May09 |
090508 |
157.9 |
164.9 |
155.9 |
163.0 |
+6.8 |
246 |
648 |
-143 |
| Jul09 |
090508 |
176.1 |
187.9 |
176.1 |
187.0 |
+9.1 |
742 |
5,044 |
-2 |
| Sep09 |
090508 |
187.5 |
196.0 |
187.5 |
195.7 |
+9.7 |
307 |
1,897 |
-16 |
| Nov09 |
090508 |
184.9 |
191.9 |
184.5 |
191.2 |
+5.7 |
20 |
199 |
+8 |
| Total Volume and Open Interest |
1,358 |
7,871 |
-134 |
| Crude Oil(NYM) |
| Jun09 |
090508 |
56.50 |
58.75 |
56.15 |
58.63 |
+1.92 |
334,302 |
278,836 |
-15,573 |
| Jul09 |
090508 |
57.87 |
59.85 |
57.39 |
59.74 |
+1.72 |
171,789 |
235,080 |
+3,983 |
| Aug09 |
090508 |
59.12 |
60.71 |
59.08 |
60.62 |
+1.59 |
60,968 |
73,399 |
+125 |
| Sep09 |
090508 |
59.74 |
61.55 |
59.74 |
61.45 |
+1.47 |
28,631 |
48,679 |
+1,983 |
| Oct09 |
090508 |
61.76 |
62.30 |
60.92 |
62.23 |
+1.37 |
11,071 |
34,773 |
+235 |
| Nov09 |
090508 |
62.13 |
63.01 |
61.69 |
63.01 |
+1.27 |
7,420 |
21,844 |
+85 |
| Dec09 |
090508 |
62.21 |
63.72 |
62.21 |
63.69 |
+1.17 |
27,714 |
108,575 |
-991 |
| Jan10 |
090508 |
64.25 |
64.30 |
63.04 |
64.30 |
+1.10 |
2,725 |
24,022 |
-364 |
| Feb10 |
090508 |
64.25 |
64.86 |
63.83 |
64.86 |
+1.04 |
805 |
13,513 |
-357 |
| Mar10 |
090508 |
64.78 |
65.41 |
64.28 |
65.41 |
+0.99 |
464 |
13,360 |
-86 |
| Apr10 |
090508 |
65.15 |
65.95 |
64.97 |
65.95 |
+0.95 |
663 |
5,809 |
+117 |
| May10 |
090508 |
65.79 |
66.49 |
65.21 |
66.49 |
+0.92 |
195 |
5,218 |
-58 |
| Jun10 |
090508 |
66.10 |
67.01 |
65.76 |
67.01 |
+0.88 |
1,362 |
29,124 |
-545 |
| Jul10 |
090508 |
66.60 |
67.46 |
66.60 |
67.46 |
+0.84 |
48 |
7,078 |
-10 |
| Aug10 |
090508 |
67.87 |
67.87 |
67.87 |
67.87 |
+0.77 |
16 |
4,172 |
-4 |
| Sep10 |
090508 |
68.28 |
68.28 |
68.28 |
68.28 |
+0.72 |
565 |
7,177 |
-8 |
| Total Volume and Open Interest |
666,861 |
1,189,469 |
-8,485 |
| e-miNY Crude Oil(NYM) |
| May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
| Jun09 |
090507 |
56.350 |
58.575 |
55.450 |
56.700 |
+2.850 |
8,415 |
4,984 |
-307 |
| Jul09 |
090508 |
57.825 |
59.875 |
57.500 |
59.750 |
+1.725 |
1,022 |
1,251 |
+103 |
| Aug09 |
090508 |
60.000 |
60.625 |
59.500 |
60.625 |
+1.600 |
214 |
338 |
+20 |
| Sep09 |
090508 |
59.825 |
61.450 |
59.825 |
61.450 |
+1.475 |
4 |
125 |
+1 |
| Oct09 |
090508 |
62.225 |
62.225 |
62.225 |
62.225 |
+1.375 |
1 |
14 |
+0 |
| Nov09 |
090508 |
62.025 |
63.000 |
62.025 |
63.000 |
+1.250 |
0 |
16 |
+0 |
| Dec09 |
090508 |
63.000 |
63.700 |
63.000 |
63.700 |
+1.175 |
1 |
84 |
+0 |
| Jan10 |
090508 |
64.300 |
64.300 |
64.300 |
64.300 |
+1.100 |
|
|
|
| Feb10 |
090508 |
64.850 |
64.850 |
64.850 |
64.850 |
+1.025 |
|
|
|
| Total Volume and Open Interest |
15,165 |
8,175 |
+1,241 |
| Heating Oil(NYM) |
| Jun09 |
090508 |
148.25 |
152.50 |
146.83 |
151.84 |
+3.32 |
40,077 |
61,312 |
-2,396 |
| Jul09 |
090508 |
146.90 |
155.28 |
146.90 |
154.63 |
+3.17 |
14,635 |
35,765 |
+1,249 |
| Aug09 |
090508 |
154.78 |
158.36 |
154.78 |
157.93 |
+3.15 |
6,982 |
20,811 |
-11 |
| Sep09 |
090508 |
158.20 |
161.80 |
158.20 |
161.41 |
+3.21 |
3,855 |
17,587 |
+484 |
| Oct09 |
090508 |
162.95 |
164.86 |
162.16 |
164.86 |
+3.26 |
2,170 |
13,750 |
-81 |
| Nov09 |
090508 |
166.32 |
168.20 |
165.31 |
168.06 |
+3.21 |
1,744 |
11,424 |
-46 |
| Dec09 |
090508 |
168.20 |
171.44 |
168.03 |
171.26 |
+3.16 |
6,864 |
25,124 |
-472 |
| Jan10 |
090508 |
171.40 |
174.26 |
171.40 |
174.26 |
+3.06 |
1,573 |
9,470 |
+284 |
| Feb10 |
090508 |
174.58 |
176.56 |
173.80 |
176.56 |
+2.96 |
998 |
7,006 |
+228 |
| Mar10 |
090508 |
175.40 |
178.01 |
175.40 |
178.01 |
+2.86 |
843 |
5,182 |
-110 |
| Apr10 |
090508 |
175.94 |
178.46 |
175.94 |
178.46 |
+2.76 |
581 |
3,461 |
-11 |
| May10 |
090508 |
178.10 |
179.56 |
178.10 |
179.56 |
+2.61 |
413 |
3,223 |
+25 |
| Total Volume and Open Interest |
86,447 |
255,621 |
-151 |
| Gasoline(NYMEX) |
| Jun09 |
090508 |
166.20 |
170.95 |
166.10 |
170.55 |
+4.00 |
46,725 |
79,169 |
-3,615 |
| Jul09 |
090508 |
162.00 |
169.53 |
162.00 |
169.27 |
+3.52 |
21,968 |
42,818 |
+2,494 |
| Aug09 |
090508 |
167.99 |
169.17 |
165.44 |
168.84 |
+3.20 |
9,033 |
24,073 |
+295 |
| Sep09 |
090508 |
165.85 |
168.62 |
165.00 |
168.35 |
+3.06 |
5,728 |
19,301 |
+690 |
| Oct09 |
090508 |
157.60 |
158.31 |
154.83 |
158.18 |
+2.95 |
2,127 |
13,930 |
+248 |
| Nov09 |
090508 |
156.50 |
157.88 |
154.74 |
157.73 |
+2.98 |
1,216 |
4,554 |
+306 |
| Dec09 |
090508 |
158.25 |
158.99 |
155.50 |
158.88 |
+2.96 |
839 |
10,881 |
+92 |
| Jan10 |
090508 |
159.68 |
161.23 |
158.63 |
161.23 |
+2.91 |
106 |
2,951 |
+15 |
| Feb10 |
090508 |
163.83 |
163.83 |
163.83 |
163.83 |
+2.86 |
1 |
906 |
-1 |
| Mar10 |
090508 |
166.78 |
166.78 |
166.78 |
166.78 |
+2.81 |
1 |
1,716 |
+0 |
| Total Volume and Open Interest |
87,750 |
209,195 |
+525 |
| e-miNY RBOB Gasoline(NYM) |
| Jun09 |
090508 |
170.55 |
170.55 |
170.55 |
170.55 |
+4.00 |
1 |
0 |
-1 |
| Jul09 |
090508 |
169.27 |
169.27 |
169.27 |
169.27 |
+3.52 |
0 |
1 |
+0 |
| Aug09 |
090508 |
168.84 |
168.84 |
168.84 |
168.84 |
+3.20 |
|
|
|
| Sep09 |
090508 |
168.35 |
168.35 |
168.35 |
168.35 |
+3.06 |
|
|
|
| Total Volume and Open Interest |
1 |
3 |
-1 |
| Natural Gas(NYM) |
| Jun09 |
090508 |
4.172 |
4.360 |
4.096 |
4.311 |
+0.230 |
99,446 |
105,865 |
+1,686 |
| Jul09 |
090508 |
4.297 |
4.460 |
4.218 |
4.416 |
+0.219 |
19,123 |
81,027 |
+1,236 |
| Aug09 |
090508 |
4.360 |
4.566 |
4.333 |
4.521 |
+0.211 |
10,807 |
46,998 |
-1,422 |
| Sep09 |
090508 |
4.440 |
4.625 |
4.410 |
4.590 |
+0.210 |
6,163 |
35,278 |
+840 |
| Oct09 |
090508 |
4.593 |
4.755 |
4.526 |
4.717 |
+0.203 |
8,828 |
49,573 |
+458 |
| Nov09 |
090508 |
5.270 |
5.401 |
5.201 |
5.377 |
+0.183 |
4,154 |
23,543 |
-888 |
| Dec09 |
090508 |
5.959 |
6.095 |
5.890 |
6.067 |
+0.168 |
5,376 |
33,080 |
-176 |
| Jan10 |
090508 |
6.250 |
6.399 |
6.199 |
6.365 |
+0.166 |
5,762 |
34,348 |
-34 |
| Feb10 |
090508 |
6.305 |
6.405 |
6.238 |
6.393 |
+0.157 |
896 |
14,200 |
+37 |
| Mar10 |
090508 |
6.225 |
6.356 |
6.170 |
6.338 |
+0.157 |
7,684 |
31,543 |
+3,726 |
| Apr10 |
090508 |
6.072 |
6.161 |
5.995 |
6.133 |
+0.132 |
5,966 |
30,810 |
+1,220 |
| May10 |
090508 |
6.150 |
6.178 |
6.040 |
6.178 |
+0.129 |
279 |
12,989 |
+45 |
| Jun10 |
090508 |
6.173 |
6.305 |
6.150 |
6.278 |
+0.129 |
154 |
8,237 |
+27 |
| Jul10 |
090508 |
6.320 |
6.403 |
6.285 |
6.403 |
+0.124 |
89 |
6,086 |
+35 |
| Aug10 |
090508 |
6.440 |
6.486 |
6.340 |
6.486 |
+0.122 |
119 |
7,201 |
+29 |
| Sep10 |
090508 |
6.463 |
6.526 |
6.463 |
6.526 |
+0.122 |
151 |
5,833 |
+61 |
| Total Volume and Open Interest |
176,048 |
664,522 |
+6,758 |
| Brent Crude Oil(ICE) |
| Jun09 |
090508 |
56.64 |
58.50 |
56.64 |
58.14 |
+1.67 |
112,336 |
110,964 |
-2,369 |
| Jul09 |
090508 |
57.72 |
59.23 |
57.72 |
59.07 |
+1.64 |
81,658 |
153,089 |
+7,796 |
| Aug09 |
090508 |
60.10 |
60.22 |
58.76 |
60.07 |
+1.57 |
34,524 |
64,699 |
+1,389 |
| Sep09 |
090508 |
60.33 |
61.08 |
59.67 |
60.94 |
+1.50 |
13,787 |
37,156 |
-1,247 |
| Oct09 |
090508 |
61.16 |
61.84 |
60.47 |
61.73 |
+1.41 |
6,746 |
26,134 |
+1,471 |
| Nov09 |
090508 |
62.00 |
62.58 |
61.29 |
62.47 |
+1.31 |
5,659 |
15,568 |
-496 |
| Dec09 |
090508 |
62.86 |
63.33 |
61.96 |
63.21 |
+1.23 |
15,704 |
91,285 |
-1,570 |
| Jan10 |
090508 |
63.50 |
63.89 |
63.05 |
63.89 |
+1.18 |
1,352 |
17,914 |
+514 |
| Feb10 |
090508 |
63.95 |
64.54 |
63.80 |
64.54 |
+1.16 |
643 |
8,342 |
+29 |
| Mar10 |
090508 |
65.18 |
65.18 |
65.18 |
65.18 |
+1.13 |
205 |
6,867 |
-47 |
| Apr10 |
090508 |
66.20 |
66.20 |
65.77 |
65.77 |
+1.09 |
54 |
4,435 |
-24 |
| May10 |
090508 |
66.32 |
66.32 |
66.32 |
66.32 |
+1.05 |
44 |
3,395 |
-26 |
| Jun10 |
090508 |
66.61 |
66.84 |
66.00 |
66.83 |
+1.02 |
268 |
17,056 |
+93 |
| Jul10 |
090508 |
67.30 |
67.30 |
67.30 |
67.30 |
+1.01 |
49 |
5,287 |
+34 |
| Total Volume and Open Interest |
280,289 |
693,334 |
+5,094 |
| Gas Oil(ICE) |
| May09 |
090508 |
479.25 |
486.75 |
475.75 |
477.00 |
-0.25 |
30,078 |
30,835 |
-4,777 |
| Jun09 |
090508 |
481.50 |
491.75 |
480.75 |
482.00 |
-1.00 |
53,875 |
94,921 |
-366 |
| Jul09 |
090508 |
492.25 |
499.50 |
488.75 |
490.00 |
-1.00 |
17,136 |
46,452 |
+345 |
| Aug09 |
090508 |
504.00 |
507.75 |
497.75 |
499.00 |
-0.75 |
9,263 |
32,618 |
+853 |
| Sep09 |
090508 |
512.75 |
516.50 |
506.75 |
507.75 |
-0.75 |
7,354 |
31,683 |
+685 |
| Oct09 |
090508 |
521.50 |
525.25 |
515.25 |
516.25 |
-1.00 |
6,528 |
23,524 |
-17 |
| Nov09 |
090508 |
530.00 |
533.00 |
524.00 |
525.00 |
-1.00 |
4,805 |
16,793 |
+125 |
| Dec09 |
090508 |
538.00 |
542.00 |
532.00 |
533.00 |
-1.25 |
9,601 |
55,307 |
+797 |
| Jan10 |
090508 |
544.50 |
544.50 |
541.25 |
541.50 |
-1.00 |
2,431 |
21,245 |
+368 |
| Feb10 |
090508 |
549.50 |
549.50 |
549.50 |
549.50 |
-0.75 |
1,346 |
11,903 |
+305 |
| Total Volume and Open Interest |
149,356 |
467,412 |
-2,110 |
| Ethanol(CBOT) |
| May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
| Jun09 |
090508 |
1.670 |
1.680 |
1.670 |
1.675 |
+0.022 |
48 |
697 |
-16 |
| Jul09 |
090508 |
1.680 |
1.688 |
1.680 |
1.688 |
+0.023 |
16 |
718 |
+7 |
| Aug09 |
090508 |
1.690 |
1.695 |
1.690 |
1.695 |
+0.025 |
40 |
169 |
+33 |
| Sep09 |
090508 |
1.702 |
1.702 |
1.702 |
1.702 |
+0.030 |
7 |
173 |
+5 |
| Oct09 |
090508 |
1.690 |
1.690 |
1.690 |
1.690 |
+0.030 |
5 |
282 |
+5 |
| Nov09 |
090508 |
1.690 |
1.690 |
1.690 |
1.690 |
+0.025 |
5 |
401 |
+5 |
| Dec09 |
090508 |
1.720 |
1.720 |
1.700 |
1.700 |
+0.025 |
5 |
460 |
+5 |
| Total Volume and Open Interest |
167 |
4,258 |
+70 |
| US Dollar Index(ICE) |
| Jun09 |
090508 |
83.990 |
84.235 |
82.495 |
82.640 |
-1.465 |
3,896 |
21,949 |
+336 |
| Sep09 |
090508 |
84.450 |
84.550 |
82.850 |
82.980 |
-1.455 |
92 |
2,160 |
+45 |
| Dec09 |
090508 |
83.355 |
83.355 |
83.355 |
83.355 |
-1.455 |
7 |
9 |
-1 |
| Total Volume and Open Interest |
3,995 |
24,118 |
+380 |
| Australian Dollar(CME) |
| Jun09 |
090508 |
75.41 |
76.89 |
74.88 |
76.75 |
+1.71 |
52,783 |
81,664 |
+3,116 |
| Sep09 |
090508 |
75.20 |
76.39 |
74.60 |
76.29 |
+1.69 |
110 |
572 |
+45 |
| Dec09 |
090508 |
75.98 |
75.98 |
74.19 |
75.87 |
+1.68 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
52,893 |
82,269 |
+3,161 |
| British Pound(CME) |
| Jun09 |
090508 |
150.34 |
152.48 |
149.68 |
152.15 |
+2.22 |
75,122 |
89,748 |
-760 |
| Sep09 |
090508 |
150.61 |
152.42 |
149.90 |
152.13 |
+2.21 |
408 |
482 |
+69 |
| Dec09 |
090508 |
150.50 |
152.11 |
149.91 |
152.11 |
+2.20 |
4 |
62 |
+2 |
| Total Volume and Open Interest |
75,534 |
90,294 |
-689 |
| Canadian Dollar(CME) |
| Jun09 |
090508 |
85.53 |
87.05 |
85.24 |
86.87 |
+1.68 |
63,744 |
72,638 |
+2,564 |
| Sep09 |
090508 |
85.51 |
87.10 |
85.34 |
86.94 |
+1.68 |
182 |
2,756 |
+80 |
| Dec09 |
090508 |
86.20 |
87.02 |
86.20 |
87.02 |
+1.68 |
17 |
1,254 |
+8 |
| Mar10 |
090508 |
86.90 |
87.08 |
85.41 |
87.08 |
+1.67 |
4 |
436 |
+0 |
| Total Volume and Open Interest |
63,947 |
77,276 |
+2,652 |
| Japanese Yen(CME) |
| Jun09 |
090508 |
100.73 |
101.77 |
100.43 |
101.68 |
+0.64 |
87,614 |
74,977 |
+674 |
| Sep09 |
090508 |
100.77 |
101.90 |
100.72 |
101.81 |
+0.63 |
32 |
1,150 |
-15 |
| Dec09 |
090508 |
101.96 |
101.96 |
101.20 |
101.96 |
+0.61 |
1 |
111 |
-1 |
| Total Volume and Open Interest |
87,647 |
76,251 |
+658 |
| Swiss Franc(CME) |
| Jun09 |
090508 |
88.55 |
90.53 |
88.24 |
90.41 |
+1.95 |
30,947 |
26,546 |
+397 |
| Sep09 |
090508 |
88.67 |
90.59 |
88.59 |
90.54 |
+1.93 |
4 |
213 |
+4 |
| Dec09 |
090508 |
90.68 |
90.68 |
88.75 |
90.68 |
+1.93 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
30,951 |
26,767 |
+401 |
| EuroFX(CME) |
| Jun09 |
090508 |
133.85 |
136.49 |
133.39 |
136.18 |
+2.48 |
190,627 |
111,826 |
+3,723 |
| Sep09 |
090508 |
133.90 |
136.36 |
133.41 |
136.12 |
+2.46 |
322 |
1,924 |
+39 |
| Dec09 |
090508 |
134.15 |
136.12 |
133.65 |
136.12 |
+2.46 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
190,950 |
113,808 |
+3,763 |
| Mexican Peso(CME) |
| May09 |
090508 |
766.2 |
766.2 |
757.2 |
766.2 |
+9.0 |
|
|
|
| Jun09 |
090508 |
758.0 |
764.0 |
754.0 |
761.5 |
+9.0 |
9,136 |
43,897 |
-3 |
| Total Volume and Open Interest |
9,179 |
47,521 |
+12 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090508 |
120~000 |
120~310 |
119~155 |
120~105 |
-0~035 |
179,696 |
685,720 |
+1,888 |
| Sep09 |
090508 |
118~270 |
119~160 |
118~100 |
118~305 |
-0~030 |
685 |
1,670 |
+238 |
| Dec09 |
090508 |
117~280 |
117~315 |
117~280 |
117~280 |
-0~035 |
0 |
215 |
+0 |
| Total Volume and Open Interest |
180,381 |
687,650 |
+2,126 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090508 |
120~010 |
120~210 |
119~225 |
120~115 |
+0~035 |
613,013 |
1,039,824 |
+29,152 |
| Sep09 |
090508 |
118~155 |
119~000 |
118~155 |
118~245 |
+0~030 |
4,770 |
17,468 |
+2,458 |
| Dec09 |
090508 |
118~025 |
118~025 |
117~310 |
118~025 |
+0~035 |
|
|
|
| Total Volume and Open Interest |
617,783 |
1,057,292 |
+31,610 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090508 |
116~066 |
116~104 |
116~034 |
116~081 |
-0~001 |
334,489 |
819,304 |
+184 |
| Sep09 |
090508 |
115~104 |
115~120 |
115~104 |
115~113 |
-0~003 |
1,505 |
6,760 |
+768 |
| Dec09 |
090508 |
53~065 |
53~068 |
53~065 |
53~065 |
-0~003 |
|
|
|
| Total Volume and Open Interest |
335,994 |
826,064 |
+952 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090508 |
108~084 |
108~090 |
108~084 |
108~083 |
+0~001 |
116,114 |
467,219 |
-4,801 |
| Sep09 |
090508 |
108~007 |
108~007 |
108~006 |
108~007 |
+0~001 |
51 |
272 |
+1 |
| Dec09 |
090508 |
107~081 |
107~081 |
107~080 |
107~081 |
+0~001 |
|
|
|
| Total Volume and Open Interest |
116,165 |
467,491 |
-4,800 |
| Eurodollars(CME) |
| Jun09 |
090508 |
99.145 |
99.190 |
99.140 |
99.170 |
+0.030 |
191,945 |
1,007,265 |
+702 |
| Sep09 |
090508 |
99.105 |
99.150 |
99.085 |
99.120 |
+0.020 |
226,347 |
949,100 |
+5,368 |
| Dec09 |
090508 |
98.885 |
98.940 |
98.865 |
98.900 |
+0.010 |
198,209 |
754,765 |
+8,731 |
| Mar10 |
090508 |
98.730 |
98.790 |
98.700 |
98.745 |
unch |
207,381 |
709,258 |
+8,713 |
| Jun10 |
090508 |
98.470 |
98.525 |
98.415 |
98.480 |
unch |
266,481 |
526,780 |
+15,533 |
| Sep10 |
090508 |
98.195 |
98.245 |
98.125 |
98.200 |
-0.005 |
174,620 |
443,411 |
-255 |
| Dec10 |
090508 |
97.870 |
97.915 |
97.790 |
97.875 |
-0.005 |
140,345 |
459,266 |
-656 |
| Mar11 |
090508 |
97.590 |
97.640 |
97.505 |
97.600 |
-0.005 |
90,387 |
297,854 |
-115 |
| Jun11 |
090508 |
97.295 |
97.350 |
97.205 |
97.305 |
-0.005 |
44,533 |
256,715 |
+2,401 |
| Sep11 |
090508 |
97.035 |
97.095 |
96.940 |
97.050 |
unch |
33,043 |
163,875 |
+296 |
| Dec11 |
090508 |
96.800 |
96.845 |
96.695 |
96.800 |
unch |
33,774 |
114,112 |
+1,966 |
| Mar12 |
090508 |
96.600 |
96.690 |
96.545 |
96.645 |
unch |
20,629 |
89,814 |
+1,159 |
| Jun12 |
090508 |
96.445 |
96.545 |
96.395 |
96.490 |
unch |
8,985 |
87,240 |
+1,629 |
| Sep12 |
090508 |
96.315 |
96.420 |
96.265 |
96.360 |
unch |
6,907 |
61,315 |
+125 |
| Dec12 |
090508 |
96.180 |
96.285 |
96.140 |
96.225 |
unch |
6,320 |
50,460 |
+776 |
| Mar13 |
090508 |
96.120 |
96.230 |
96.080 |
96.160 |
-0.005 |
5,819 |
53,234 |
-77 |
| Jun13 |
090508 |
96.025 |
96.135 |
95.985 |
96.065 |
-0.005 |
3,866 |
22,547 |
+281 |
| Sep13 |
090508 |
95.945 |
96.050 |
95.900 |
95.985 |
-0.005 |
3,555 |
37,959 |
+602 |
| Total Volume and Open Interest |
1,682,572 |
6,322,147 |
+46,612 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090508 |
99.800 |
99.810 |
99.798 |
99.805 |
+0.005 |
7,290 |
62,033 |
+157 |
| Jun09 |
090508 |
99.795 |
99.810 |
99.795 |
99.810 |
+0.010 |
3,103 |
46,419 |
+570 |
| Jul09 |
090508 |
99.780 |
99.800 |
99.780 |
99.790 |
+0.005 |
1,559 |
37,047 |
+323 |
| Aug09 |
090508 |
99.755 |
99.770 |
99.750 |
99.765 |
+0.005 |
4,588 |
36,810 |
-551 |
| Sep09 |
090508 |
99.740 |
99.745 |
99.725 |
99.740 |
unch |
7,091 |
30,334 |
-3,497 |
| Oct09 |
090508 |
99.715 |
99.720 |
99.695 |
99.715 |
unch |
4,588 |
28,938 |
+119 |
| Total Volume and Open Interest |
47,974 |
385,003 |
-3,552 |
| 30 Day Fed Funds(e-CBOT) |
| May09 |
090507 |
99.802 |
99.802 |
99.798 |
99.800 |
+0.003 |
7,360 |
63,514 |
-3,723 |
| Jun09 |
090507 |
99.800 |
99.805 |
99.795 |
99.800 |
-0.005 |
9,032 |
48,628 |
+4,581 |
| Jul09 |
090507 |
99.785 |
99.790 |
99.780 |
99.785 |
-0.005 |
2,892 |
37,398 |
-883 |
| Aug09 |
090507 |
99.760 |
99.765 |
99.755 |
99.760 |
unch |
1,539 |
37,238 |
-52 |
| Sep09 |
090507 |
99.740 |
99.750 |
99.735 |
99.740 |
-0.005 |
3,031 |
32,021 |
+940 |
| Oct09 |
090507 |
99.710 |
99.720 |
99.710 |
99.715 |
unch |
1,079 |
27,846 |
-207 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090508 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.01 |
|
|
|
| Sep09 |
090508 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.01 |
|
|
|
| Dec09 |
090508 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Mar10 |
090508 |
99.51 |
99.52 |
99.51 |
99.52 |
+0.01 |
|
|
|
| Jun10 |
090508 |
99.47 |
99.49 |
99.47 |
99.49 |
+0.01 |
|
|
|
| Sep10 |
090508 |
99.39 |
99.40 |
99.39 |
99.40 |
unch |
|
|
|
| Dec10 |
090508 |
99.35 |
99.36 |
99.35 |
99.36 |
+0.01 |
|
|
|
| Mar11 |
090508 |
99.26 |
99.28 |
99.26 |
99.28 |
+0.01 |
|
|
|
| Jun11 |
090508 |
99.20 |
99.20 |
99.19 |
99.19 |
-0.01 |
|
|
|
| Sep11 |
090508 |
99.20 |
99.20 |
99.19 |
99.19 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090508 |
99.45 |
99.46 |
99.45 |
99.46 |
unch |
0 |
12,352 |
+0 |
| Sep09 |
090508 |
99.54 |
99.54 |
99.52 |
99.52 |
unch |
0 |
4,355 |
+0 |
| Dec09 |
090508 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
2,167 |
+0 |
| Mar10 |
090508 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
0 |
2,127 |
+0 |
| Jun10 |
090508 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
0 |
700 |
+0 |
| Sep10 |
090508 |
99.39 |
99.39 |
99.39 |
99.39 |
0.00 |
0 |
281 |
+0 |
| Dec10 |
090508 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.01 |
0 |
252 |
+0 |
| Mar11 |
090508 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.01 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
0 |
25,421 |
+1,200 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090508 |
137.07 |
137.16 |
136.60 |
136.68 |
-0.47 |
3,709 |
12,730 |
+333 |
| Sep09 |
090508 |
136.68 |
136.68 |
136.68 |
136.68 |
-0.47 |
|
|
|
| Dec09 |
090508 |
136.68 |
136.68 |
136.68 |
136.68 |
-0.47 |
|
|
|
| Total Volume and Open Interest |
3,709 |
12,730 |
+333 |
| Euro-Bund(EUREX) |
| Jun09 |
090506 |
122.55 |
122.65 |
121.70 |
122.09 |
-0.26 |
343,077 |
834,904 |
-211 |
| Sep09 |
090506 |
121.99 |
121.99 |
121.41 |
121.56 |
-0.29 |
302 |
22,852 |
-46 |
| Dec09 |
090506 |
121.09 |
121.09 |
121.09 |
121.09 |
-0.26 |
132 |
10 |
+0 |
| Total Volume and Open Interest |
343,511 |
857,766 |
-257 |
| Euro-Bobl(EUREX) |
| Jun09 |
090505 |
115.66 |
116.00 |
115.60 |
115.94 |
-0.22 |
425,196 |
716,979 |
+6,959 |
| Sep09 |
090508 |
115.12 |
115.12 |
114.85 |
115.02 |
-0.01 |
1,253 |
40,942 |
+506 |
| Dec09 |
090508 |
114.91 |
114.91 |
114.91 |
114.91 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
564,371 |
781,556 |
+19,930 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
| Sep09 |
090506 |
98.755 |
98.770 |
98.750 |
98.770 |
+0.040 |
326 |
7,273 |
-136 |
| Dec09 |
090506 |
98.585 |
98.605 |
98.570 |
98.605 |
+0.045 |
5 |
4,588 |
-23 |
| Total Volume and Open Interest |
425 |
30,977 |
-623 |
| Long Gilt(LIFFE) |
| Jun09 |
090507 |
119~05 |
119~12 |
118~03 |
118~30 |
-1~09 |
61,236 |
0 |
+0 |
| Sep09 |
090508 |
117~12 |
117~12 |
117~12 |
117~12 |
-0~12 |
105 |
3,863 |
+100 |
| Total Volume and Open Interest |
104,505 |
311,317 |
+5,228 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090508 |
98.74 |
98.77 |
98.72 |
98.75 |
+0.01 |
28,424 |
308,956 |
+6,045 |
| Sep09 |
090508 |
98.69 |
98.74 |
98.66 |
98.72 |
+0.03 |
41,968 |
297,058 |
-1,121 |
| Dec09 |
090508 |
98.40 |
98.47 |
98.38 |
98.45 |
+0.05 |
32,327 |
276,625 |
+1,826 |
| Mar10 |
090508 |
98.17 |
98.25 |
98.14 |
98.23 |
+0.06 |
42,995 |
314,631 |
-2,242 |
| Jun10 |
090508 |
97.83 |
97.91 |
97.78 |
97.89 |
+0.06 |
48,644 |
255,179 |
-3,050 |
| Sep10 |
090508 |
97.48 |
97.56 |
97.41 |
97.54 |
+0.06 |
33,277 |
233,481 |
-161 |
| Total Volume and Open Interest |
285,193 |
2,100,224 |
+12,830 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090508 |
98.825 |
98.850 |
98.820 |
98.840 |
+0.015 |
119,077 |
627,993 |
-13,234 |
| Sep09 |
090508 |
98.855 |
98.895 |
98.835 |
98.880 |
+0.040 |
145,345 |
533,653 |
+3,631 |
| Dec09 |
090508 |
98.690 |
98.750 |
98.665 |
98.725 |
+0.055 |
134,224 |
480,091 |
+224 |
| Total Volume and Open Interest |
861,955 |
3,392,769 |
+2,529 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090508 |
96.84 |
96.88 |
96.81 |
96.84 |
-0.01 |
26,342 |
281,509 |
-4,442 |
| Sep09 |
090508 |
96.94 |
96.99 |
96.90 |
96.95 |
unch |
46,035 |
249,093 |
+1,452 |
| Dec09 |
090508 |
96.84 |
96.90 |
96.81 |
96.87 |
+0.01 |
21,291 |
132,462 |
+5,042 |
| Mar10 |
090508 |
96.56 |
96.62 |
96.54 |
96.58 |
+0.01 |
11,039 |
93,904 |
+460 |
| Jun10 |
090508 |
96.19 |
96.22 |
96.15 |
96.20 |
+0.01 |
4,897 |
68,153 |
+241 |
| Sep10 |
090508 |
95.82 |
95.84 |
95.77 |
95.81 |
unch |
4,346 |
37,786 |
-937 |
| Dec10 |
090508 |
95.45 |
95.48 |
95.41 |
95.44 |
-0.01 |
1,973 |
24,692 |
-155 |
| Mar11 |
090508 |
95.12 |
95.15 |
95.11 |
95.11 |
unch |
673 |
13,898 |
+288 |
| Jun11 |
090508 |
94.78 |
94.84 |
94.78 |
94.80 |
unch |
302 |
2,959 |
+207 |
| Sep11 |
090508 |
94.56 |
94.57 |
94.52 |
94.52 |
unch |
100 |
611 |
+100 |
| Total Volume and Open Interest |
117,038 |
905,740 |
+2,256 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090508 |
95.12 |
95.13 |
95.02 |
95.04 |
-0.07 |
35,878 |
0 |
-296,593 |
| Sep09 |
090508 |
95.00 |
95.00 |
95.00 |
95.00 |
-0.07 |
2 |
202 |
+2 |
| Total Volume and Open Interest |
41,512 |
313,409 |
+2,913 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090508 |
96.14 |
96.17 |
96.08 |
96.12 |
-0.02 |
117,099 |
544,795 |
+41,377 |
| Sep09 |
090508 |
96.12 |
96.12 |
96.12 |
96.12 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
117,099 |
544,795 |
+41,377 |
| Gold(CMX) |
| Jun09 |
090508 |
911.7 |
921.0 |
905.5 |
914.9 |
-0.6 |
85,608 |
220,339 |
-6,082 |
| Aug09 |
090508 |
920.9 |
922.1 |
907.4 |
916.7 |
-0.7 |
4,521 |
28,350 |
+2,007 |
| Oct09 |
090508 |
917.3 |
924.1 |
910.7 |
918.2 |
-0.7 |
435 |
7,350 |
-4 |
| Dec09 |
090508 |
917.0 |
924.9 |
911.1 |
919.8 |
-0.7 |
2,469 |
27,896 |
-46 |
| Feb10 |
090508 |
922.1 |
923.5 |
916.4 |
921.4 |
-0.7 |
237 |
5,161 |
+173 |
| Apr10 |
090508 |
918.8 |
925.0 |
918.8 |
922.9 |
-0.8 |
2,734 |
8,587 |
+2,492 |
| Jun10 |
090508 |
924.5 |
924.5 |
924.5 |
924.5 |
-0.8 |
70 |
6,020 |
+0 |
| Aug10 |
090508 |
926.4 |
926.4 |
926.4 |
926.4 |
-0.8 |
0 |
476 |
+0 |
| Oct10 |
090508 |
928.4 |
928.4 |
928.4 |
928.4 |
-0.8 |
0 |
502 |
+0 |
| Dec10 |
090508 |
930.6 |
930.6 |
930.6 |
930.6 |
-0.9 |
207 |
10,564 |
+132 |
| Feb11 |
090508 |
933.2 |
933.2 |
933.2 |
933.2 |
-0.9 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
97,627 |
341,167 |
-294 |
| Silver(CMX) |
| May09 |
090508 |
1380.0 |
1402.5 |
1380.0 |
1393.5 |
-7.7 |
83 |
1,282 |
-62 |
| Jul09 |
090508 |
1384.0 |
1406.5 |
1378.0 |
1395.5 |
-7.5 |
21,149 |
53,611 |
+1,581 |
| Sep09 |
090508 |
1390.0 |
1402.0 |
1382.0 |
1397.6 |
-7.5 |
564 |
6,597 |
+135 |
| Dec09 |
090508 |
1395.0 |
1405.5 |
1385.0 |
1399.8 |
-7.5 |
788 |
14,013 |
+208 |
| Mar10 |
090508 |
1403.5 |
1403.5 |
1401.6 |
1401.6 |
-7.5 |
134 |
5,457 |
+131 |
| May10 |
090508 |
1402.6 |
1402.6 |
1402.6 |
1402.6 |
-7.5 |
40 |
1,463 |
-5 |
| Jul10 |
090508 |
1391.5 |
1404.1 |
1391.5 |
1404.1 |
-7.5 |
16 |
2,404 |
+0 |
| Total Volume and Open Interest |
22,956 |
91,564 |
+2,087 |
| Platinum(NYMEX) |
| Jul09 |
090508 |
1154.9 |
1160.9 |
1141.1 |
1147.1 |
-10.2 |
1,056 |
19,833 |
+111 |
| Oct09 |
090508 |
1163.5 |
1163.5 |
1146.0 |
1152.1 |
-10.2 |
14 |
787 |
+4 |
| Jan10 |
090508 |
1153.6 |
1153.6 |
1153.6 |
1153.6 |
-10.2 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
1,070 |
20,625 |
+115 |
| Palladium(NYMEX) |
| Jun09 |
090508 |
241.50 |
245.75 |
238.80 |
242.30 |
+0.60 |
2,234 |
13,009 |
-572 |
| Sep09 |
090508 |
240.00 |
245.50 |
240.00 |
243.45 |
+0.60 |
1,141 |
1,771 |
+1,041 |
| Dec09 |
090508 |
244.05 |
244.60 |
244.05 |
244.60 |
+0.60 |
8 |
31 |
+0 |
| Total Volume and Open Interest |
3,383 |
14,811 |
+469 |
| Copper(CMX) |
| May09 |
090508 |
215.85 |
220.50 |
213.00 |
214.70 |
-1.85 |
365 |
3,993 |
-107 |
| Jul09 |
090508 |
216.20 |
220.60 |
209.90 |
214.55 |
-1.90 |
15,821 |
71,106 |
+27 |
| Sep09 |
090508 |
214.50 |
220.55 |
213.90 |
214.95 |
-1.80 |
1,728 |
14,950 |
-47 |
| Dec09 |
090508 |
218.30 |
220.15 |
213.95 |
215.45 |
-1.35 |
239 |
4,094 |
+113 |
| Mar10 |
090508 |
218.00 |
218.00 |
214.20 |
215.45 |
-1.25 |
16 |
781 |
+7 |
| Total Volume and Open Interest |
18,717 |
104,419 |
-200 |
| Aluminum(CMX) |
| May09 |
090508 |
0.71 |
0.71 |
0.71 |
0.71 |
-0.01 |
|
|
|
| Jun09 |
090508 |
0.71 |
0.71 |
0.71 |
0.71 |
-0.01 |
|
|
|
| Jul09 |
090508 |
0.72 |
0.72 |
0.72 |
0.72 |
-0.01 |
|
|
|
| Aug09 |
090508 |
0.72 |
0.72 |
0.72 |
0.72 |
-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 |
090508 |
8373 |
8550 |
8370 |
8516 |
+129 |
1,477 |
12,787 |
+238 |
| Sep09 |
090508 |
8474 |
8474 |
8400 |
8462 |
+129 |
6 |
818 |
+6 |
| Dec09 |
090508 |
8406 |
8406 |
8277 |
8406 |
+129 |
0 |
1 |
+0 |
| Mar10 |
090508 |
8366 |
8366 |
8237 |
8366 |
+129 |
|
|
|
| Total Volume and Open Interest |
1,483 |
13,606 |
+244 |
| S & P 500(CME) |
| Jun09 |
090508 |
907.00 |
927.70 |
903.20 |
924.70 |
+17.70 |
27,500 |
425,576 |
-2,737 |
| Sep09 |
090508 |
908.00 |
923.90 |
908.00 |
920.50 |
+17.60 |
3,008 |
25,511 |
+1,757 |
| Dec09 |
090508 |
916.50 |
920.00 |
904.00 |
916.50 |
+17.50 |
0 |
3,106 |
+0 |
| Mar10 |
090508 |
913.90 |
917.40 |
901.40 |
913.90 |
+17.50 |
0 |
2,890 |
-50 |
| Total Volume and Open Interest |
30,508 |
457,085 |
-1,030 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090508 |
907.25 |
927.75 |
903.00 |
924.75 |
+17.75 |
|
|
|
| Sep09 |
090508 |
903.50 |
923.00 |
899.50 |
920.50 |
+17.50 |
13,444 |
57,057 |
+10,700 |
| Total Volume and Open Interest |
2,663,646 |
2,655,876 |
+32,829 |
| NASDAQ 100(CME) |
| Jun09 |
090508 |
1397.50 |
1411.00 |
1376.00 |
1389.50 |
-5.00 |
2,131 |
22,277 |
-116 |
| Sep09 |
090508 |
1388.50 |
1389.00 |
1388.50 |
1388.50 |
-5.00 |
|
|
|
| Dec09 |
090508 |
1391.50 |
1392.00 |
1391.50 |
1391.50 |
-5.00 |
|
|
|
| Total Volume and Open Interest |
2,131 |
22,277 |
-116 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090508 |
1394.00 |
1410.30 |
1375.80 |
1389.50 |
-5.00 |
|
|
|
| Sep09 |
090508 |
1395.30 |
1408.80 |
1375.50 |
1388.50 |
-5.00 |
77 |
933 |
+17 |
| Total Volume and Open Interest |
396,624 |
284,710 |
+1,773 |
| S & P Midcap 400(CME) |
| Jun09 |
090508 |
575.50 |
586.00 |
570.50 |
583.30 |
+16.00 |
45 |
4,772 |
+1 |
| Sep09 |
090508 |
581.30 |
581.70 |
581.30 |
581.30 |
+16.00 |
|
|
|
| Dec09 |
090508 |
579.30 |
579.70 |
579.30 |
579.30 |
+16.00 |
|
|
|
| Total Volume and Open Interest |
45 |
4,772 |
+1 |
| Russell 2000(CME) |
| Jun09 |
090508 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
8 |
5,509 |
+80 |
| Sep09 |
090508 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,286 |
-1,088 |
| Dec09 |
090508 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,734 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090508 |
9325 |
9470 |
9315 |
9460 |
+120 |
90,544 |
179,253 |
+3,546 |
| Sep09 |
090508 |
9400 |
9465 |
9375 |
9465 |
+120 |
0 |
447 |
+0 |
| Total Volume and Open Interest |
91,512 |
188,730 |
+9,997 |
| Nikkei 225(SGX) |
| Jun09 |
090508 |
9325 |
9470 |
9315 |
9460 |
+120 |
90,544 |
179,253 |
+3,546 |
| Sep09 |
090508 |
9400 |
9465 |
9375 |
9465 |
+120 |
0 |
447 |
+0 |
| Dec09 |
090508 |
9425 |
9425 |
9425 |
9425 |
+125 |
0 |
277 |
+0 |
| Total Volume and Open Interest |
91,512 |
188,730 |
+9,997 |
| CAC 40(EURONEXT) |
| May09 |
090508 |
3269.5 |
3331.0 |
3257.0 |
3297.0 |
+61.5 |
136,414 |
403,972 |
+5,352 |
| Jun09 |
090508 |
3221.0 |
3269.5 |
3205.5 |
3244.0 |
+61.0 |
1,314 |
51,627 |
+1,169 |
| Jul09 |
090508 |
3240.5 |
3240.5 |
3240.5 |
3240.5 |
+61.0 |
2 |
96 |
-2 |
| Total Volume and Open Interest |
137,820 |
458,913 |
+6,609 |
| Hang Seng Index(HKFE) |
| May09 |
090508 |
16953 |
17319 |
16828 |
17175 |
+20 |
90,315 |
93,475 |
+3,744 |
| Jun09 |
090508 |
16896 |
17243 |
16758 |
17105 |
+35 |
913 |
3,934 |
+286 |
| Total Volume and Open Interest |
91,382 |
98,883 |
+4,025 |
| DAX(EUREX) |
| Jun09 |
090507 |
4928.5 |
4985.0 |
4792.0 |
4812.5 |
-77.5 |
152,254 |
154,650 |
+2,554 |
| Sep09 |
090507 |
4935.0 |
4985.5 |
4801.5 |
4818.5 |
-78.5 |
336 |
6,594 |
+123 |
| Dec09 |
090507 |
4944.5 |
4991.5 |
4811.0 |
4827.5 |
-78.5 |
60 |
2,239 |
+17 |
| Total Volume and Open Interest |
152,650 |
163,483 |
+2,694 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090508 |
4412.00 |
4482.50 |
4389.00 |
4437.00 |
+75.00 |
156,022 |
718,400 |
+7,102 |
| Sep09 |
090508 |
4389.00 |
4423.00 |
4365.50 |
4403.00 |
+75.00 |
147 |
1,141 |
+43 |
| Dec09 |
090508 |
4367.50 |
4390.50 |
4352.00 |
4376.50 |
+73.50 |
6 |
2,069 |
+6 |
| Total Volume and Open Interest |
156,175 |
721,610 |
+7,151 |
| SPI 200(SFE) |
| Jun09 |
090508 |
3912.0 |
3956.0 |
3868.0 |
3925.0 |
+12.0 |
36,697 |
323,559 |
+5,928 |
| Sep09 |
090508 |
3874.0 |
3893.0 |
3874.0 |
3893.0 |
+13.0 |
428 |
2,642 |
+374 |
| Dec09 |
090508 |
3889.0 |
3889.0 |
3889.0 |
3889.0 |
+13.0 |
834 |
2,871 |
+345 |
| Total Volume and Open Interest |
37,959 |
330,781 |
+6,647 |
| GSCI(CME) |
| May09 |
090508 |
408.00 |
410.00 |
404.00 |
410.00 |
+11.00 |
254 |
14,143 |
-93 |
| Jun09 |
090508 |
413.00 |
415.50 |
409.00 |
415.40 |
+10.60 |
183 |
413 |
+176 |
| Jul09 |
090508 |
418.50 |
418.50 |
413.50 |
418.50 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
437 |
14,556 |
+83 |
| Reuters CCI(ICE) |
| Jun09 |
090508 |
242.70 |
242.70 |
242.70 |
242.70 |
+4.10 |
0 |
50 |
+0 |
| Aug09 |
090507 |
409.00 |
409.00 |
409.00 |
409.00 |
+9.00 |
2 |
420 |
+0 |
| Nov09 |
090507 |
419.00 |
421.00 |
419.00 |
421.00 |
+9.00 |
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. |
|
|