|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed May 13, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May09 |
090513 |
1156.75 |
1156.75 |
1135.00 |
1150.00 |
+12.50 |
1,861 |
1,086 |
-1,249 |
| Jul09 |
090513 |
1120.00 |
1141.00 |
1112.75 |
1128.00 |
+10.50 |
63,862 |
209,449 |
+2,104 |
| Aug09 |
090513 |
1079.75 |
1095.25 |
1070.75 |
1085.00 |
+10.00 |
2,589 |
15,013 |
+279 |
| Sep09 |
090513 |
1032.00 |
1042.00 |
1015.75 |
1027.00 |
+3.50 |
495 |
8,517 |
-97 |
| Nov09 |
090513 |
980.75 |
998.75 |
971.25 |
981.50 |
+2.00 |
17,305 |
130,621 |
+2,267 |
| Jan10 |
090513 |
990.00 |
1000.75 |
978.00 |
987.00 |
+3.25 |
899 |
11,450 |
+366 |
| Mar10 |
090513 |
990.00 |
1000.00 |
976.00 |
983.00 |
+1.00 |
812 |
4,539 |
+152 |
| Total Volume and Open Interest |
90,841 |
402,819 |
+4,081 |
| Soybean Meal(CBOT) |
| May09 |
090513 |
370.80 |
381.00 |
368.00 |
378.50 |
+12.30 |
1,008 |
1,539 |
-564 |
| Jul09 |
090513 |
347.00 |
360.50 |
346.60 |
352.50 |
+5.80 |
28,323 |
79,253 |
-308 |
| Aug09 |
090513 |
328.70 |
334.70 |
328.10 |
333.50 |
+5.30 |
2,975 |
14,244 |
+394 |
| Sep09 |
090513 |
314.00 |
315.00 |
309.50 |
314.00 |
+3.80 |
927 |
9,585 |
-215 |
| Oct09 |
090513 |
290.80 |
293.40 |
286.90 |
291.70 |
+4.30 |
1,193 |
10,296 |
+19 |
| Dec09 |
090513 |
281.60 |
287.10 |
280.20 |
285.00 |
+3.30 |
5,027 |
25,631 |
+763 |
| Jan10 |
090513 |
283.80 |
284.20 |
278.50 |
282.00 |
+2.70 |
68 |
2,941 |
+20 |
| Mar10 |
090513 |
280.30 |
281.40 |
276.70 |
280.00 |
+2.60 |
452 |
2,661 |
+76 |
| Total Volume and Open Interest |
40,849 |
149,379 |
+492 |
| Soybean Oil(CBOT) |
| May09 |
090513 |
39.73 |
39.84 |
38.70 |
38.90 |
-0.49 |
2,120 |
1,698 |
-622 |
| Jul09 |
090513 |
39.86 |
40.19 |
38.92 |
39.16 |
-0.52 |
35,068 |
127,791 |
-462 |
| Aug09 |
090513 |
40.01 |
40.25 |
39.10 |
39.33 |
-0.52 |
4,654 |
19,248 |
+729 |
| Sep09 |
090513 |
40.27 |
40.35 |
39.39 |
39.49 |
-0.52 |
931 |
12,215 |
+103 |
| Oct09 |
090513 |
40.42 |
40.48 |
39.39 |
39.60 |
-0.53 |
1,170 |
7,211 |
+69 |
| Dec09 |
090513 |
40.55 |
40.91 |
39.67 |
39.91 |
-0.53 |
6,759 |
29,042 |
-639 |
| Jan10 |
090513 |
40.84 |
40.84 |
40.04 |
40.14 |
-0.53 |
27 |
1,996 |
+5 |
| Mar10 |
090513 |
41.10 |
41.35 |
40.39 |
40.39 |
-0.53 |
291 |
1,227 |
-169 |
| Total Volume and Open Interest |
51,702 |
208,241 |
-754 |
| Canola(WCE) |
| May09 |
090513 |
474.6 |
474.6 |
474.6 |
474.6 |
+3.5 |
|
|
|
| Jul09 |
090513 |
468.1 |
471.2 |
464.4 |
469.6 |
+3.5 |
5,597 |
71,475 |
-1,364 |
| Nov09 |
090513 |
464.5 |
467.9 |
464.3 |
466.7 |
+3.1 |
3,722 |
38,349 |
+2,071 |
| Jan10 |
090513 |
469.8 |
471.4 |
469.8 |
470.8 |
+2.6 |
54 |
1,492 |
+54 |
| Mar10 |
090513 |
471.6 |
472.9 |
471.6 |
472.3 |
+2.3 |
3 |
910 |
+0 |
| Total Volume and Open Interest |
9,380 |
112,975 |
+765 |
| Corn(CBOT) |
| May09 |
090513 |
420.50 |
425.75 |
415.00 |
419.50 |
unch |
2,358 |
3,533 |
-1,128 |
| Jul09 |
090513 |
427.50 |
434.00 |
421.25 |
426.50 |
-1.00 |
80,467 |
354,334 |
+584 |
| Sep09 |
090513 |
436.25 |
443.25 |
430.50 |
435.50 |
-0.75 |
12,439 |
101,524 |
+1,203 |
| Dec09 |
090513 |
448.00 |
455.50 |
442.00 |
447.25 |
-0.75 |
36,362 |
245,351 |
+4,543 |
| Mar10 |
090513 |
458.25 |
466.00 |
452.50 |
457.75 |
-1.00 |
9,068 |
42,836 |
+3,399 |
| May10 |
090513 |
466.00 |
473.50 |
460.75 |
465.75 |
-1.00 |
1,102 |
7,714 |
+529 |
| Total Volume and Open Interest |
148,850 |
820,082 |
+11,651 |
| Wheat(CBOT) |
| May09 |
090513 |
589.00 |
589.50 |
577.75 |
578.75 |
-3.75 |
1,423 |
1,288 |
+605 |
| Jul09 |
090513 |
591.50 |
602.25 |
583.75 |
588.75 |
-4.00 |
40,677 |
168,081 |
+377 |
| Sep09 |
090513 |
617.50 |
628.00 |
610.50 |
615.25 |
-4.25 |
6,445 |
53,369 |
+561 |
| Dec09 |
090513 |
640.00 |
651.25 |
632.50 |
637.50 |
-4.25 |
8,993 |
59,815 |
+1,703 |
| Mar10 |
090513 |
657.00 |
661.50 |
647.25 |
652.00 |
-4.75 |
325 |
3,275 |
+21 |
| Total Volume and Open Interest |
58,517 |
299,346 |
+3,364 |
| Wheat(KCBT) |
| May09 |
090513 |
640.00 |
640.00 |
635.00 |
635.00 |
+1.00 |
7 |
8 |
-12 |
| Jul09 |
090513 |
633.75 |
646.00 |
631.50 |
638.00 |
+0.50 |
8,243 |
42,829 |
+436 |
| Sep09 |
090513 |
647.00 |
655.75 |
642.00 |
648.00 |
+0.25 |
1,147 |
10,148 |
-80 |
| Dec09 |
090513 |
662.00 |
670.00 |
657.00 |
663.25 |
+0.50 |
1,576 |
22,310 |
+479 |
| Mar10 |
090513 |
678.25 |
681.00 |
669.50 |
676.25 |
unch |
47 |
812 |
-3 |
| Total Volume and Open Interest |
11,142 |
78,763 |
+863 |
| Wheat(MGE) |
| May09 |
090513 |
698.00 |
710.00 |
698.00 |
698.00 |
unch |
0 |
2 |
+0 |
| Jul09 |
090513 |
702.00 |
715.25 |
701.00 |
713.25 |
+8.50 |
1,888 |
14,198 |
-268 |
| Sep09 |
090513 |
700.00 |
710.50 |
699.50 |
708.25 |
+8.00 |
838 |
7,819 |
-12 |
| Dec09 |
090513 |
705.00 |
716.00 |
705.00 |
713.75 |
+5.75 |
343 |
5,747 |
+26 |
| Mar10 |
090513 |
719.00 |
724.75 |
715.00 |
721.25 |
+3.25 |
100 |
872 |
-2 |
| Total Volume and Open Interest |
3,244 |
29,167 |
-278 |
| Oats(CBOT) |
| May09 |
090513 |
225.00 |
231.50 |
225.00 |
225.00 |
-6.50 |
1 |
7 |
+0 |
| Jul09 |
090513 |
234.75 |
239.50 |
218.50 |
228.50 |
-7.00 |
1,025 |
7,458 |
-110 |
| Sep09 |
090513 |
246.50 |
247.25 |
227.50 |
237.00 |
-7.00 |
43 |
138 |
+7 |
| Dec09 |
090513 |
255.50 |
260.25 |
240.25 |
249.50 |
-6.50 |
171 |
5,626 |
+48 |
| Total Volume and Open Interest |
1,241 |
13,245 |
-56 |
| Rough Rice(CBOT) |
| May09 |
090513 |
11.98 |
12.02 |
11.87 |
12.02 |
+0.01 |
0 |
20 |
-15 |
| Jul09 |
090513 |
12.06 |
12.23 |
11.98 |
12.15 |
-0.02 |
307 |
3,788 |
-40 |
| Sep09 |
090513 |
11.85 |
12.30 |
11.85 |
12.30 |
+0.43 |
39 |
1,769 |
-7 |
| Nov09 |
090513 |
12.05 |
12.35 |
11.95 |
12.35 |
+0.38 |
34 |
1,697 |
-1 |
| Total Volume and Open Interest |
380 |
7,771 |
-63 |
| Live Cattle(CME) |
| Jun09 |
090513 |
83.450 |
83.600 |
82.250 |
82.500 |
-0.700 |
18,478 |
62,992 |
-5,441 |
| Aug09 |
090513 |
83.680 |
83.980 |
82.750 |
82.830 |
-0.750 |
15,731 |
75,020 |
+3,114 |
| Oct09 |
090513 |
88.850 |
88.950 |
87.850 |
88.250 |
-0.450 |
4,815 |
41,177 |
+1,547 |
| Dec09 |
090513 |
91.000 |
91.050 |
90.200 |
90.785 |
-0.115 |
2,124 |
15,460 |
+554 |
| Feb10 |
090513 |
92.400 |
92.400 |
91.700 |
92.100 |
-0.230 |
534 |
6,409 |
+282 |
| Apr10 |
090513 |
92.300 |
92.750 |
92.100 |
92.600 |
-0.285 |
184 |
2,169 |
+68 |
| Total Volume and Open Interest |
41,866 |
203,615 |
+124 |
| Feeder Cattle(CME) |
| May09 |
090513 |
99.300 |
99.400 |
98.800 |
98.950 |
-0.380 |
861 |
3,380 |
-344 |
| Aug09 |
090513 |
101.430 |
102.135 |
100.600 |
101.230 |
-0.220 |
2,588 |
12,794 |
+485 |
| Sep09 |
090513 |
101.600 |
102.135 |
100.750 |
101.550 |
unch |
354 |
2,365 |
+169 |
| Oct09 |
090513 |
101.680 |
102.250 |
100.830 |
101.750 |
-0.300 |
317 |
2,245 |
+117 |
| Nov09 |
090513 |
101.885 |
102.385 |
100.900 |
101.950 |
-0.185 |
54 |
670 |
+33 |
| Jan10 |
090513 |
100.900 |
100.900 |
100.750 |
100.900 |
unch |
1 |
46 |
+0 |
| Mar10 |
090513 |
100.000 |
100.000 |
99.800 |
100.000 |
unch |
5 |
10 |
+2 |
| Total Volume and Open Interest |
4,180 |
21,511 |
+462 |
| Lean Hogs(CME) |
| May09 |
090513 |
61.830 |
62.000 |
61.400 |
61.580 |
-0.170 |
474 |
2,356 |
-191 |
| Jun09 |
090513 |
69.300 |
69.475 |
67.450 |
67.950 |
-0.980 |
14,189 |
50,909 |
-3,566 |
| Jul09 |
090513 |
71.000 |
71.100 |
69.135 |
69.475 |
-1.125 |
11,061 |
30,449 |
+2,408 |
| Aug09 |
090513 |
71.250 |
71.475 |
69.135 |
69.385 |
-1.465 |
5,438 |
27,994 |
-440 |
| Oct09 |
090513 |
66.950 |
66.950 |
65.100 |
65.450 |
-1.250 |
4,641 |
21,634 |
+1,610 |
| Dec09 |
090513 |
66.050 |
66.050 |
64.700 |
65.050 |
-0.735 |
653 |
6,517 |
+317 |
| Feb10 |
090513 |
69.350 |
69.350 |
68.450 |
68.975 |
-0.560 |
15 |
1,496 |
+4 |
| Apr10 |
090513 |
72.000 |
72.200 |
71.550 |
72.200 |
-0.275 |
8 |
731 |
+1 |
| Total Volume and Open Interest |
36,483 |
142,456 |
+144 |
| Pork Bellies(CME) |
| May09 |
090513 |
76.580 |
78.050 |
76.580 |
76.800 |
-1.200 |
0 |
7 |
+0 |
| Jul09 |
090513 |
78.550 |
78.550 |
75.550 |
75.550 |
-3.000 |
22 |
736 |
-7 |
| Aug09 |
090513 |
78.000 |
78.500 |
77.400 |
77.400 |
-3.000 |
1 |
105 |
-1 |
| Feb10 |
090513 |
90.100 |
90.100 |
90.100 |
90.100 |
-1.150 |
1 |
7 |
+0 |
| Mar10 |
090513 |
91.750 |
91.750 |
91.750 |
91.750 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
24 |
860 |
-8 |
| Class III Milk(CME) |
| May09 |
090513 |
9.80 |
9.85 |
9.77 |
9.83 |
+0.05 |
49 |
4,761 |
+27 |
| Jun09 |
090513 |
10.48 |
10.83 |
10.48 |
10.67 |
+0.12 |
164 |
4,893 |
+16 |
| Jul09 |
090513 |
12.17 |
12.60 |
12.13 |
12.38 |
+0.34 |
171 |
3,399 |
+25 |
| Aug09 |
090513 |
13.44 |
13.95 |
13.37 |
13.68 |
+0.31 |
99 |
3,098 |
-10 |
| Sep09 |
090513 |
14.37 |
14.89 |
14.32 |
14.60 |
+0.30 |
67 |
2,790 |
-6 |
| Total Volume and Open Interest |
750 |
27,935 |
+104 |
| Cocoa(ICE) |
| May09 |
090513 |
2340 |
2341 |
2302 |
2302 |
-51 |
31 |
14 |
-34 |
| Jul09 |
090513 |
2370 |
2394 |
2318 |
2326 |
-51 |
6,434 |
50,457 |
-28 |
| Sep09 |
090513 |
2395 |
2406 |
2343 |
2351 |
-49 |
1,066 |
26,752 |
+35 |
| Dec09 |
090513 |
2383 |
2394 |
2360 |
2370 |
-47 |
1,275 |
17,881 |
+635 |
| Mar10 |
090513 |
2399 |
2405 |
2386 |
2386 |
-48 |
111 |
10,128 |
-9 |
| May10 |
090513 |
2445 |
2445 |
2396 |
2396 |
-45 |
12 |
2,216 |
-7 |
| Jul10 |
090513 |
2413 |
2413 |
2413 |
2413 |
-44 |
7 |
2,820 |
+0 |
| Total Volume and Open Interest |
8,937 |
114,422 |
+591 |
| Coffee "C"(ICE) |
| May09 |
090513 |
127.50 |
127.50 |
126.50 |
126.90 |
-1.25 |
13 |
147 |
+0 |
| Jul09 |
090513 |
128.80 |
128.80 |
126.10 |
127.15 |
-1.65 |
11,586 |
70,073 |
-121 |
| Sep09 |
090513 |
130.50 |
130.80 |
128.35 |
129.15 |
-1.65 |
3,028 |
28,136 |
+156 |
| Dec09 |
090513 |
133.15 |
133.15 |
131.20 |
131.85 |
-1.65 |
1,895 |
18,342 |
+854 |
| Mar10 |
090513 |
135.90 |
136.10 |
133.95 |
134.45 |
-1.65 |
209 |
10,779 |
+106 |
| May10 |
090513 |
137.75 |
137.95 |
136.10 |
136.25 |
-1.70 |
30 |
3,129 |
-25 |
| Total Volume and Open Interest |
16,791 |
133,112 |
+1,000 |
| Orange Juice(ICE) |
| Jul09 |
090513 |
92.70 |
93.60 |
89.50 |
93.30 |
-0.95 |
1,224 |
21,641 |
+403 |
| Sep09 |
090513 |
95.00 |
95.95 |
92.30 |
95.75 |
-0.85 |
81 |
3,880 |
+59 |
| Nov09 |
090513 |
98.00 |
98.70 |
97.00 |
98.70 |
-0.85 |
4 |
3,066 |
-3 |
| Jan10 |
090513 |
101.70 |
101.70 |
101.70 |
101.70 |
-0.70 |
0 |
188 |
+0 |
| Mar10 |
090513 |
105.65 |
105.65 |
105.65 |
105.65 |
-0.70 |
1 |
87 |
+0 |
| May10 |
090513 |
109.65 |
109.65 |
109.65 |
109.65 |
-0.70 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
1,311 |
29,092 |
+460 |
| Sugar #11(ICE) |
| Jul09 |
090513 |
15.72 |
15.76 |
15.32 |
15.40 |
-0.32 |
56,868 |
332,591 |
+9,693 |
| Oct09 |
090513 |
16.37 |
16.37 |
16.08 |
16.15 |
-0.22 |
26,016 |
147,886 |
+70 |
| Mar10 |
090513 |
16.91 |
16.96 |
16.76 |
16.84 |
-0.07 |
14,694 |
90,475 |
-2,508 |
| May10 |
090513 |
16.43 |
16.59 |
16.36 |
16.46 |
-0.01 |
1,340 |
22,681 |
-178 |
| Jul10 |
090513 |
15.82 |
16.03 |
15.76 |
15.91 |
+0.05 |
1,646 |
23,325 |
-13 |
| Total Volume and Open Interest |
105,293 |
686,243 |
+7,931 |
| Sugar #14(ICE) |
| Jul09 |
090513 |
21.35 |
21.40 |
21.25 |
21.40 |
unch |
55 |
1,764 |
-11 |
| Sep09 |
090513 |
21.65 |
21.85 |
21.65 |
21.85 |
+0.12 |
0 |
2,330 |
+0 |
| Total Volume and Open Interest |
55 |
4,094 |
-11 |
| London Cocoa(LCE) |
| May09 |
090513 |
1680 |
1680 |
1600 |
1655 |
-114 |
13,255 |
0 |
+0 |
| Jul09 |
090513 |
1637 |
1641 |
1597 |
1601 |
-39 |
11,524 |
70,035 |
-360 |
| Sep09 |
090513 |
1644 |
1644 |
1608 |
1611 |
-33 |
771 |
26,772 |
-399 |
| Dec09 |
090513 |
1646 |
1647 |
1617 |
1620 |
-27 |
481 |
24,975 |
+98 |
| Mar10 |
090513 |
1643 |
1649 |
1625 |
1626 |
-23 |
570 |
17,294 |
+216 |
| May10 |
090513 |
1640 |
1643 |
1630 |
1631 |
-18 |
289 |
6,595 |
+244 |
| Jul10 |
090513 |
1650 |
1650 |
1634 |
1634 |
-18 |
0 |
2,039 |
+0 |
| Total Volume and Open Interest |
26,902 |
173,548 |
-12,738 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090513 |
442.10 |
447.10 |
436.40 |
437.00 |
-3.00 |
2,994 |
44,846 |
-283 |
| Oct09 |
090513 |
445.20 |
448.60 |
439.90 |
441.00 |
-1.90 |
1,371 |
20,663 |
+275 |
| Dec09 |
090513 |
446.00 |
446.90 |
440.90 |
441.50 |
-1.20 |
113 |
8,285 |
-33 |
| Mar10 |
090513 |
449.30 |
451.40 |
446.00 |
446.00 |
-0.70 |
286 |
6,376 |
-169 |
| May10 |
090513 |
442.70 |
442.70 |
440.00 |
440.00 |
-0.70 |
10 |
576 |
+0 |
| Total Volume and Open Interest |
4,859 |
82,425 |
-129 |
| Cotton(ICE) |
| Jul09 |
090513 |
60.15 |
60.52 |
58.89 |
59.04 |
-1.28 |
12,112 |
88,945 |
+3,235 |
| Oct09 |
090513 |
61.18 |
61.40 |
60.48 |
60.53 |
-1.08 |
194 |
1,367 |
+177 |
| Dec09 |
090513 |
62.10 |
62.31 |
60.79 |
61.03 |
-1.11 |
3,671 |
35,173 |
-170 |
| Mar10 |
090513 |
64.00 |
64.00 |
62.77 |
62.77 |
-1.05 |
172 |
7,141 |
+94 |
| May10 |
090513 |
63.46 |
63.46 |
63.46 |
63.46 |
-0.95 |
10 |
202 |
+1 |
| Jul10 |
090513 |
64.12 |
64.12 |
64.12 |
64.12 |
-0.90 |
14 |
782 |
+10 |
| Total Volume and Open Interest |
16,194 |
135,625 |
+3,346 |
| Lumber(CME) |
| May09 |
090513 |
157.0 |
160.0 |
153.4 |
154.3 |
-4.7 |
121 |
321 |
-100 |
| Jul09 |
090513 |
182.7 |
184.0 |
181.1 |
183.5 |
+2.1 |
543 |
5,019 |
+130 |
| Sep09 |
090513 |
195.2 |
196.3 |
193.9 |
195.6 |
+1.5 |
239 |
1,863 |
-57 |
| Nov09 |
090513 |
188.4 |
190.1 |
188.4 |
190.0 |
-1.0 |
16 |
225 |
-41 |
| Total Volume and Open Interest |
936 |
7,528 |
-59 |
| Crude Oil(NYM) |
| Jun09 |
090513 |
59.29 |
59.90 |
57.41 |
58.02 |
-0.83 |
290,030 |
202,327 |
-28,939 |
| Jul09 |
090513 |
60.15 |
60.70 |
58.35 |
58.97 |
-0.74 |
154,705 |
300,933 |
+17,469 |
| Aug09 |
090513 |
61.00 |
61.45 |
59.30 |
59.88 |
-0.71 |
32,257 |
75,633 |
-1,593 |
| Sep09 |
090513 |
61.77 |
62.31 |
60.20 |
60.73 |
-0.72 |
15,089 |
53,885 |
-507 |
| Oct09 |
090513 |
62.75 |
62.94 |
61.00 |
61.52 |
-0.72 |
6,773 |
37,646 |
-864 |
| Nov09 |
090513 |
63.68 |
63.68 |
61.88 |
62.31 |
-0.71 |
5,198 |
23,106 |
+106 |
| Dec09 |
090513 |
64.00 |
64.36 |
62.45 |
63.02 |
-0.68 |
18,448 |
115,195 |
+659 |
| Jan10 |
090513 |
64.80 |
64.89 |
63.24 |
63.64 |
-0.68 |
2,064 |
23,753 |
-426 |
| Feb10 |
090513 |
65.40 |
65.40 |
64.23 |
64.23 |
-0.68 |
1,689 |
14,130 |
+479 |
| Mar10 |
090513 |
64.90 |
64.90 |
64.80 |
64.80 |
-0.68 |
628 |
13,587 |
+4 |
| Apr10 |
090513 |
65.49 |
65.49 |
65.36 |
65.36 |
-0.68 |
550 |
6,004 |
+89 |
| May10 |
090513 |
65.91 |
65.91 |
65.91 |
65.91 |
-0.68 |
205 |
5,356 |
+40 |
| Jun10 |
090513 |
66.50 |
67.50 |
66.00 |
66.43 |
-0.68 |
1,454 |
30,111 |
+363 |
| Jul10 |
090513 |
66.86 |
66.86 |
66.86 |
66.86 |
-0.68 |
539 |
7,243 |
+232 |
| Aug10 |
090513 |
67.92 |
67.92 |
67.26 |
67.26 |
-0.68 |
212 |
4,178 |
-34 |
| Sep10 |
090513 |
67.66 |
67.66 |
67.66 |
67.66 |
-0.68 |
8 |
7,123 |
-7 |
| Total Volume and Open Interest |
540,324 |
1,200,035 |
-13,149 |
| e-miNY Crude Oil(NYM) |
| May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
| Jun09 |
090513 |
59.325 |
59.900 |
57.425 |
58.025 |
-0.475 |
9,317 |
5,346 |
-945 |
| Jul09 |
090513 |
60.225 |
60.675 |
58.425 |
58.975 |
-0.725 |
798 |
1,451 |
+92 |
| Aug09 |
090513 |
61.425 |
61.425 |
59.725 |
59.875 |
-0.725 |
19 |
318 |
-4 |
| Sep09 |
090513 |
61.800 |
61.800 |
60.725 |
60.725 |
-0.725 |
7 |
134 |
+0 |
| Oct09 |
090513 |
61.525 |
61.525 |
61.525 |
61.525 |
-0.725 |
0 |
14 |
+0 |
| Nov09 |
090513 |
62.300 |
62.300 |
62.300 |
62.300 |
-0.725 |
0 |
17 |
+0 |
| Dec09 |
090513 |
63.025 |
63.025 |
63.025 |
63.025 |
-0.675 |
1 |
84 |
+0 |
| Jan10 |
090513 |
63.650 |
63.650 |
63.650 |
63.650 |
-0.675 |
|
|
|
| Feb10 |
090513 |
64.225 |
64.225 |
64.225 |
64.225 |
-0.675 |
|
|
|
| Total Volume and Open Interest |
9,747 |
7,909 |
+577 |
| Heating Oil(NYM) |
| Jun09 |
090513 |
152.09 |
153.68 |
147.38 |
149.00 |
-1.70 |
34,297 |
51,169 |
-3,168 |
| Jul09 |
090513 |
154.77 |
156.25 |
150.15 |
151.67 |
-1.79 |
13,434 |
39,227 |
-695 |
| Aug09 |
090513 |
157.18 |
158.60 |
153.73 |
155.12 |
-1.72 |
4,285 |
21,959 |
+617 |
| Sep09 |
090513 |
160.65 |
162.15 |
157.42 |
158.78 |
-1.64 |
2,432 |
18,086 |
+555 |
| Oct09 |
090513 |
165.07 |
165.07 |
161.60 |
162.28 |
-1.64 |
1,223 |
13,846 |
-162 |
| Nov09 |
090513 |
167.58 |
168.50 |
164.71 |
165.58 |
-1.59 |
947 |
12,133 |
+94 |
| Dec09 |
090513 |
171.00 |
172.15 |
167.31 |
168.83 |
-1.54 |
4,808 |
26,327 |
+1,025 |
| Jan10 |
090513 |
173.69 |
174.32 |
171.98 |
171.98 |
-1.49 |
1,319 |
10,511 |
+429 |
| Feb10 |
090513 |
176.00 |
176.80 |
174.28 |
174.28 |
-1.44 |
464 |
7,154 |
+78 |
| Mar10 |
090513 |
176.90 |
177.19 |
175.68 |
175.68 |
-1.49 |
167 |
5,169 |
+60 |
| Apr10 |
090513 |
177.71 |
177.95 |
176.08 |
176.08 |
-1.54 |
122 |
3,432 |
-47 |
| May10 |
090513 |
177.50 |
178.51 |
176.88 |
176.88 |
-1.59 |
166 |
3,648 |
-4 |
| Total Volume and Open Interest |
64,449 |
257,941 |
-1,153 |
| Gasoline(NYMEX) |
| Jun09 |
090513 |
168.46 |
171.25 |
166.35 |
168.88 |
+2.09 |
40,632 |
67,032 |
-4,212 |
| Jul09 |
090513 |
168.00 |
170.22 |
165.63 |
167.95 |
+1.68 |
21,789 |
53,169 |
+3,899 |
| Aug09 |
090513 |
168.50 |
169.52 |
165.61 |
167.40 |
+1.30 |
7,278 |
26,181 |
+462 |
| Sep09 |
090513 |
166.91 |
168.96 |
165.23 |
166.79 |
+0.96 |
5,236 |
18,792 |
+17 |
| Oct09 |
090513 |
157.00 |
158.63 |
155.35 |
156.48 |
+0.17 |
1,868 |
13,963 |
+310 |
| Nov09 |
090513 |
156.10 |
156.24 |
155.08 |
155.75 |
-0.36 |
724 |
4,730 |
+131 |
| Dec09 |
090513 |
158.57 |
159.15 |
155.52 |
156.72 |
-0.59 |
1,012 |
11,099 |
+104 |
| Jan10 |
090513 |
159.75 |
159.75 |
159.02 |
159.02 |
-0.59 |
151 |
2,947 |
-2 |
| Feb10 |
090513 |
161.57 |
161.57 |
161.57 |
161.57 |
-0.59 |
86 |
918 |
-14 |
| Mar10 |
090513 |
165.50 |
165.50 |
164.47 |
164.47 |
-0.59 |
66 |
1,640 |
-42 |
| Total Volume and Open Interest |
78,854 |
209,418 |
+652 |
| e-miNY RBOB Gasoline(NYM) |
| Jun09 |
090513 |
168.88 |
168.88 |
168.88 |
168.88 |
+2.09 |
|
|
|
| Jul09 |
090513 |
167.95 |
167.95 |
167.95 |
167.95 |
+1.68 |
0 |
1 |
+0 |
| Aug09 |
090513 |
167.40 |
167.40 |
167.40 |
167.40 |
+1.30 |
|
|
|
| Sep09 |
090513 |
166.79 |
166.79 |
166.79 |
166.79 |
+0.96 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jun09 |
090513 |
4.560 |
4.575 |
4.203 |
4.333 |
-0.116 |
87,055 |
106,989 |
-2,645 |
| Jul09 |
090513 |
4.673 |
4.690 |
4.342 |
4.460 |
-0.103 |
29,610 |
85,326 |
+3,870 |
| Aug09 |
090513 |
4.750 |
4.789 |
4.449 |
4.560 |
-0.102 |
9,831 |
44,299 |
-487 |
| Sep09 |
090513 |
4.827 |
4.830 |
4.525 |
4.639 |
-0.089 |
8,904 |
39,447 |
+1,270 |
| Oct09 |
090513 |
4.942 |
4.955 |
4.644 |
4.758 |
-0.087 |
12,113 |
55,136 |
+2,386 |
| Nov09 |
090513 |
5.522 |
5.523 |
5.272 |
5.343 |
-0.099 |
4,234 |
24,300 |
+602 |
| Dec09 |
090513 |
6.130 |
6.150 |
5.870 |
5.953 |
-0.107 |
2,759 |
33,534 |
+42 |
| Jan10 |
090513 |
6.411 |
6.413 |
6.190 |
6.248 |
-0.097 |
4,745 |
32,906 |
-684 |
| Feb10 |
090513 |
6.450 |
6.450 |
6.190 |
6.266 |
-0.103 |
1,140 |
13,490 |
+217 |
| Mar10 |
090513 |
6.398 |
6.398 |
6.130 |
6.204 |
-0.109 |
2,657 |
32,104 |
+355 |
| Apr10 |
090513 |
6.192 |
6.192 |
5.950 |
6.009 |
-0.114 |
1,851 |
32,865 |
+481 |
| May10 |
090513 |
6.211 |
6.218 |
5.983 |
6.041 |
-0.119 |
425 |
13,017 |
-405 |
| Jun10 |
090513 |
6.294 |
6.328 |
6.141 |
6.141 |
-0.119 |
91 |
7,832 |
-401 |
| Jul10 |
090513 |
6.361 |
6.361 |
6.261 |
6.261 |
-0.119 |
45 |
6,887 |
-11 |
| Aug10 |
090513 |
6.452 |
6.452 |
6.344 |
6.344 |
-0.119 |
22 |
7,193 |
+0 |
| Sep10 |
090513 |
6.492 |
6.492 |
6.384 |
6.384 |
-0.119 |
41 |
5,807 |
-25 |
| Total Volume and Open Interest |
166,805 |
680,891 |
+4,628 |
| Brent Crude Oil(ICE) |
| Jun09 |
090513 |
58.36 |
59.05 |
56.88 |
57.34 |
-1.16 |
94,413 |
76,578 |
-20,063 |
| Jul09 |
090513 |
59.18 |
59.85 |
57.64 |
58.12 |
-1.08 |
93,457 |
158,514 |
+3,333 |
| Aug09 |
090513 |
60.52 |
60.75 |
58.52 |
58.97 |
-0.98 |
37,505 |
78,768 |
+4,851 |
| Sep09 |
090513 |
61.34 |
61.54 |
59.46 |
59.77 |
-1.01 |
9,432 |
44,232 |
+600 |
| Oct09 |
090513 |
62.11 |
62.29 |
60.30 |
60.56 |
-0.80 |
5,332 |
26,981 |
+177 |
| Nov09 |
090513 |
62.91 |
63.08 |
61.11 |
61.35 |
-0.83 |
4,494 |
16,210 |
-64 |
| Dec09 |
090513 |
63.69 |
63.86 |
61.78 |
62.13 |
-0.86 |
8,893 |
90,628 |
+345 |
| Jan10 |
090513 |
63.94 |
63.94 |
62.76 |
62.84 |
-0.82 |
1,660 |
18,220 |
+462 |
| Feb10 |
090513 |
64.63 |
64.63 |
63.53 |
63.53 |
-1.26 |
1,465 |
8,923 |
-171 |
| Mar10 |
090513 |
64.22 |
64.22 |
64.22 |
64.22 |
-0.54 |
283 |
6,799 |
-77 |
| Apr10 |
090513 |
64.85 |
64.85 |
64.85 |
64.85 |
-0.53 |
198 |
4,470 |
+42 |
| May10 |
090513 |
65.39 |
65.39 |
65.39 |
65.39 |
-0.56 |
176 |
3,470 |
+47 |
| Jun10 |
090513 |
67.57 |
67.57 |
65.85 |
65.86 |
-0.35 |
916 |
17,839 |
+267 |
| Jul10 |
090513 |
66.30 |
66.30 |
66.30 |
66.30 |
-0.59 |
953 |
5,526 |
+239 |
| Total Volume and Open Interest |
246,653 |
699,787 |
-1,437 |
| Gas Oil(ICE) |
| Jun09 |
090513 |
489.00 |
493.00 |
475.50 |
483.75 |
+0.50 |
77,565 |
92,061 |
+602 |
| Jul09 |
090513 |
498.50 |
502.50 |
485.25 |
493.25 |
+0.75 |
30,889 |
56,957 |
+7,363 |
| Aug09 |
090513 |
509.00 |
511.75 |
495.00 |
503.25 |
+1.00 |
7,413 |
34,422 |
-27 |
| Sep09 |
090513 |
519.25 |
520.25 |
506.75 |
513.25 |
+1.50 |
4,274 |
32,383 |
-354 |
| Oct09 |
090513 |
528.50 |
529.75 |
516.25 |
522.50 |
+1.75 |
3,009 |
24,350 |
+380 |
| Nov09 |
090513 |
537.25 |
538.75 |
525.25 |
531.75 |
+2.00 |
1,992 |
17,191 |
+347 |
| Dec09 |
090513 |
546.75 |
548.00 |
533.00 |
540.00 |
+2.00 |
7,223 |
56,311 |
+1,293 |
| Jan10 |
090513 |
555.00 |
555.00 |
548.00 |
549.00 |
+2.25 |
1,067 |
21,573 |
+472 |
| Feb10 |
090513 |
557.25 |
557.25 |
557.25 |
557.25 |
+2.00 |
117 |
11,902 |
+43 |
| Mar10 |
090513 |
564.25 |
565.00 |
564.25 |
565.00 |
+2.00 |
1 |
13,653 |
+0 |
| Total Volume and Open Interest |
165,335 |
456,715 |
-3,117 |
| Ethanol(CBOT) |
| May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
| Jun09 |
090513 |
1.715 |
1.729 |
1.715 |
1.720 |
-0.001 |
29 |
573 |
-52 |
| Jul09 |
090513 |
1.720 |
1.725 |
1.720 |
1.725 |
unch |
5 |
807 |
+70 |
| Aug09 |
090513 |
1.740 |
1.749 |
1.730 |
1.749 |
+0.004 |
0 |
184 |
+0 |
| Sep09 |
090513 |
1.730 |
1.730 |
1.730 |
1.730 |
unch |
0 |
168 |
+0 |
| Oct09 |
090513 |
1.725 |
1.725 |
1.725 |
1.725 |
unch |
20 |
279 |
+5 |
| Nov09 |
090513 |
1.730 |
1.730 |
1.730 |
1.730 |
+0.005 |
15 |
423 |
+10 |
| Dec09 |
090513 |
1.735 |
1.735 |
1.735 |
1.735 |
unch |
10 |
487 |
+10 |
| Total Volume and Open Interest |
104 |
4,346 |
+68 |
| US Dollar Index(ICE) |
| Jun09 |
090513 |
82.270 |
82.880 |
81.980 |
82.625 |
+0.205 |
4,117 |
24,546 |
+640 |
| Sep09 |
090513 |
82.750 |
83.200 |
82.400 |
82.965 |
+0.190 |
142 |
2,189 |
+15 |
| Dec09 |
090513 |
83.245 |
83.315 |
83.245 |
83.315 |
+0.190 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
4,259 |
26,744 |
+655 |
| Australian Dollar(CME) |
| Jun09 |
090513 |
76.31 |
76.88 |
74.90 |
75.23 |
-1.09 |
42,867 |
82,960 |
-82 |
| Sep09 |
090513 |
76.22 |
76.49 |
74.48 |
74.78 |
-1.08 |
14 |
541 |
+2 |
| Dec09 |
090513 |
74.37 |
75.44 |
74.37 |
74.37 |
-1.07 |
3 |
42 |
+3 |
| Total Volume and Open Interest |
42,884 |
83,558 |
-77 |
| British Pound(CME) |
| Jun09 |
090513 |
152.69 |
153.31 |
150.84 |
151.68 |
-1.03 |
63,218 |
89,684 |
+131 |
| Sep09 |
090513 |
153.13 |
153.13 |
150.84 |
151.65 |
-1.03 |
90 |
1,021 |
+33 |
| Dec09 |
090513 |
153.10 |
153.10 |
150.92 |
151.63 |
-1.02 |
11 |
68 |
+5 |
| Total Volume and Open Interest |
63,319 |
90,775 |
+169 |
| Canadian Dollar(CME) |
| Jun09 |
090513 |
86.06 |
86.56 |
84.91 |
85.18 |
-0.92 |
48,008 |
76,422 |
+1,437 |
| Sep09 |
090513 |
86.40 |
86.59 |
84.98 |
85.24 |
-0.93 |
189 |
3,018 |
+2 |
| Dec09 |
090513 |
85.86 |
86.50 |
85.08 |
85.31 |
-0.94 |
35 |
1,260 |
+5 |
| Mar10 |
090513 |
85.54 |
86.40 |
85.13 |
85.35 |
-0.96 |
1 |
439 |
+0 |
| Total Volume and Open Interest |
48,235 |
81,329 |
+1,446 |
| Japanese Yen(CME) |
| Jun09 |
090513 |
103.81 |
105.16 |
103.46 |
104.75 |
+0.97 |
73,966 |
80,322 |
+4,851 |
| Sep09 |
090513 |
104.14 |
105.21 |
103.62 |
104.85 |
+0.95 |
115 |
1,187 |
+9 |
| Dec09 |
090513 |
104.73 |
105.13 |
104.07 |
105.03 |
+0.94 |
2 |
111 |
+0 |
| Total Volume and Open Interest |
74,083 |
81,633 |
+4,860 |
| Swiss Franc(CME) |
| Jun09 |
090513 |
90.49 |
91.13 |
90.12 |
90.42 |
-0.05 |
29,608 |
31,728 |
+597 |
| Sep09 |
090513 |
90.48 |
91.20 |
90.29 |
90.55 |
-0.05 |
3 |
247 |
+0 |
| Dec09 |
090513 |
90.69 |
91.10 |
90.69 |
90.69 |
-0.05 |
2 |
10 |
+2 |
| Total Volume and Open Interest |
29,613 |
31,985 |
+599 |
| EuroFX(CME) |
| Jun09 |
090513 |
136.42 |
137.19 |
135.62 |
136.07 |
-0.30 |
144,214 |
119,426 |
+3,167 |
| Sep09 |
090513 |
136.51 |
137.06 |
135.47 |
136.00 |
-0.29 |
389 |
2,195 |
+87 |
| Dec09 |
090513 |
135.86 |
136.80 |
135.86 |
135.96 |
-0.29 |
4 |
57 |
+1 |
| Total Volume and Open Interest |
144,607 |
121,682 |
+3,255 |
| Mexican Peso(CME) |
| May09 |
090513 |
752.2 |
757.5 |
752.2 |
752.2 |
-5.2 |
|
|
|
| Jun09 |
090513 |
752.0 |
755.0 |
742.5 |
747.5 |
-5.2 |
7,999 |
42,503 |
+89 |
| Total Volume and Open Interest |
8,033 |
46,238 |
+114 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090513 |
121~290 |
123~025 |
121~200 |
122~300 |
+0~295 |
175,236 |
701,634 |
+4,322 |
| Sep09 |
090513 |
120~150 |
121~225 |
120~110 |
121~190 |
+0~300 |
2,717 |
4,280 |
+959 |
| Dec09 |
090513 |
120~160 |
120~160 |
120~150 |
120~150 |
+0~295 |
153 |
268 |
+47 |
| Total Volume and Open Interest |
178,106 |
706,227 |
+5,328 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090513 |
121~075 |
121~290 |
120~305 |
121~235 |
+0~140 |
515,537 |
1,104,722 |
+15,276 |
| Sep09 |
090513 |
119~205 |
120~085 |
119~150 |
120~055 |
+0~150 |
8,602 |
25,527 |
+5,628 |
| Dec09 |
090513 |
119~145 |
119~145 |
119~005 |
119~145 |
+0~140 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
524,139 |
1,130,254 |
+20,904 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090513 |
117~041 |
117~093 |
117~020 |
117~085 |
+0~041 |
265,442 |
818,979 |
-3,417 |
| Sep09 |
090513 |
116~058 |
116~124 |
116~058 |
116~120 |
+0~041 |
9,456 |
14,769 |
+4,548 |
| Dec09 |
090513 |
54~072 |
54~072 |
54~031 |
54~072 |
+0~041 |
|
|
|
| Total Volume and Open Interest |
274,898 |
833,748 |
+1,131 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090513 |
108~116 |
108~116 |
108~116 |
108~116 |
+0~008 |
87 |
476,550 |
+5,991 |
| Sep09 |
090513 |
108~048 |
108~050 |
108~038 |
108~048 |
+0~010 |
12,319 |
15,502 |
+12,051 |
| Dec09 |
090513 |
107~114 |
107~114 |
107~106 |
107~114 |
+0~008 |
|
|
|
| Total Volume and Open Interest |
106,803 |
492,052 |
+18,355 |
| Eurodollars(CME) |
| Jun09 |
090513 |
99.195 |
99.240 |
99.175 |
99.225 |
+0.030 |
158,717 |
960,925 |
-18,552 |
| Sep09 |
090513 |
99.155 |
99.205 |
99.130 |
99.185 |
+0.030 |
175,950 |
961,505 |
+852 |
| Dec09 |
090513 |
98.955 |
99.010 |
98.925 |
98.990 |
+0.035 |
170,238 |
797,121 |
+21,951 |
| Mar10 |
090513 |
98.845 |
98.895 |
98.800 |
98.880 |
+0.045 |
148,612 |
704,424 |
+1,267 |
| Jun10 |
090513 |
98.605 |
98.675 |
98.565 |
98.665 |
+0.065 |
186,417 |
545,515 |
+17,097 |
| Sep10 |
090513 |
98.370 |
98.440 |
98.320 |
98.430 |
+0.075 |
140,273 |
449,815 |
+6,989 |
| Dec10 |
090513 |
98.060 |
98.150 |
98.025 |
98.140 |
+0.080 |
115,838 |
469,389 |
+5,282 |
| Mar11 |
090513 |
97.810 |
97.905 |
97.770 |
97.890 |
+0.085 |
77,198 |
303,899 |
+1,334 |
| Jun11 |
090513 |
97.520 |
97.625 |
97.485 |
97.605 |
+0.085 |
48,922 |
262,874 |
+933 |
| Sep11 |
090513 |
97.275 |
97.370 |
97.230 |
97.350 |
+0.085 |
34,246 |
164,180 |
+1,366 |
| Dec11 |
090513 |
97.030 |
97.115 |
96.975 |
97.100 |
+0.090 |
40,014 |
121,562 |
+7,991 |
| Mar12 |
090513 |
96.800 |
96.950 |
96.800 |
96.935 |
+0.090 |
25,666 |
93,935 |
+450 |
| Jun12 |
090513 |
96.645 |
96.790 |
96.645 |
96.775 |
+0.090 |
9,264 |
89,295 |
+285 |
| Sep12 |
090513 |
96.510 |
96.665 |
96.510 |
96.640 |
+0.090 |
7,764 |
61,052 |
+313 |
| Dec12 |
090513 |
96.395 |
96.520 |
96.375 |
96.500 |
+0.095 |
6,283 |
52,377 |
-447 |
| Mar13 |
090513 |
96.360 |
96.450 |
96.310 |
96.430 |
+0.095 |
6,520 |
54,339 |
+102 |
| Jun13 |
090513 |
96.250 |
96.355 |
96.210 |
96.330 |
+0.095 |
4,270 |
23,005 |
-99 |
| Sep13 |
090513 |
96.160 |
96.270 |
96.115 |
96.245 |
+0.095 |
2,338 |
38,315 |
-211 |
| Total Volume and Open Interest |
1,379,203 |
6,399,546 |
+48,210 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090513 |
99.812 |
99.820 |
99.812 |
99.815 |
unch |
1,407 |
63,322 |
-289 |
| Jun09 |
090513 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
1,771 |
49,476 |
+576 |
| Jul09 |
090513 |
99.790 |
99.800 |
99.790 |
99.795 |
+0.005 |
1,979 |
40,991 |
-132 |
| Aug09 |
090513 |
99.765 |
99.780 |
99.765 |
99.770 |
+0.005 |
1,389 |
37,386 |
+281 |
| Sep09 |
090513 |
99.740 |
99.750 |
99.740 |
99.745 |
+0.005 |
680 |
30,817 |
+150 |
| Oct09 |
090513 |
99.710 |
99.730 |
99.710 |
99.725 |
+0.015 |
864 |
30,024 |
+15 |
| Total Volume and Open Interest |
13,648 |
398,940 |
+1,638 |
| 30 Day Fed Funds(e-CBOT) |
| May09 |
090513 |
99.812 |
99.820 |
99.812 |
99.815 |
+0.003 |
3,896 |
63,614 |
+63,614 |
| Jun09 |
090513 |
99.810 |
99.815 |
99.805 |
99.810 |
-0.005 |
4,719 |
48,904 |
+2,485 |
| Jul09 |
090513 |
99.790 |
99.800 |
99.790 |
99.795 |
unch |
8,298 |
41,148 |
+4,101 |
| Aug09 |
090513 |
99.765 |
99.780 |
99.765 |
99.770 |
+0.005 |
4,356 |
37,109 |
+37,109 |
| Sep09 |
090513 |
99.740 |
99.750 |
99.740 |
99.745 |
+0.005 |
8,630 |
30,667 |
+333 |
| Oct09 |
090513 |
99.710 |
99.730 |
99.710 |
99.725 |
+0.010 |
9,698 |
30,009 |
+1,071 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090513 |
99.45 |
99.45 |
99.45 |
99.45 |
-0.01 |
|
|
|
| Sep09 |
090513 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
|
|
|
| Dec09 |
090513 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
|
|
|
| Mar10 |
090513 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Jun10 |
090513 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
|
|
|
| Sep10 |
090513 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
|
|
|
| Dec10 |
090513 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.01 |
|
|
|
| Mar11 |
090513 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.01 |
|
|
|
| Jun11 |
090513 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
| Sep11 |
090513 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090513 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
2 |
12,863 |
+10 |
| Sep09 |
090513 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
63 |
4,461 |
+6 |
| Dec09 |
090513 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
34 |
2,602 |
+20 |
| Mar10 |
090513 |
99.49 |
99.50 |
99.49 |
99.50 |
unch |
0 |
2,227 |
+0 |
| Jun10 |
090513 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
800 |
+0 |
| Sep10 |
090513 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
281 |
+0 |
| Dec10 |
090513 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
252 |
+0 |
| Mar11 |
090513 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
412 |
+0 |
| Total Volume and Open Interest |
99 |
25,712 |
+239 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090512 |
136.80 |
136.86 |
136.61 |
136.63 |
-0.05 |
2,672 |
12,429 |
-301 |
| Sep09 |
090513 |
136.64 |
136.64 |
136.64 |
136.64 |
+0.01 |
|
|
|
| Dec09 |
090513 |
136.64 |
136.64 |
136.64 |
136.64 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
1,476 |
14,495 |
+176 |
| Euro-Bund(EUREX) |
| Jun09 |
090513 |
120.52 |
121.51 |
120.47 |
121.32 |
+0.70 |
610,872 |
860,637 |
-1,380 |
| Sep09 |
090513 |
119.93 |
120.82 |
119.93 |
120.72 |
+0.70 |
1,217 |
25,719 |
+274 |
| Dec09 |
090513 |
119.67 |
119.67 |
119.67 |
119.67 |
+0.70 |
8 |
11 |
+1 |
| Total Volume and Open Interest |
612,097 |
886,367 |
-1,105 |
| Euro-Bobl(EUREX) |
| Jun09 |
090505 |
115.66 |
116.00 |
115.60 |
115.94 |
-0.22 |
425,196 |
716,979 |
+6,959 |
| Sep09 |
090513 |
115.25 |
115.64 |
115.25 |
115.60 |
+0.54 |
1,284 |
44,754 |
+1,182 |
| Dec09 |
090513 |
115.41 |
115.41 |
115.41 |
115.41 |
+0.51 |
|
|
|
| Total Volume and Open Interest |
360,409 |
770,771 |
-7,391 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
| Sep09 |
090513 |
98.840 |
98.875 |
98.840 |
98.870 |
+0.025 |
882 |
7,872 |
+737 |
| Dec09 |
090513 |
98.740 |
98.740 |
98.740 |
98.740 |
+0.045 |
123 |
4,653 |
+3 |
| Total Volume and Open Interest |
1,673 |
32,014 |
+1,249 |
| Long Gilt(LIFFE) |
| Jun09 |
090513 |
119~03 |
120~28 |
119~03 |
120~14 |
+1~11 |
68,461 |
0 |
+0 |
| Sep09 |
090513 |
118~25 |
119~16 |
118~24 |
119~12 |
+1~12 |
1 |
3,863 |
+0 |
| Total Volume and Open Interest |
79,651 |
299,389 |
-16,643 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090513 |
98.71 |
98.91 |
98.70 |
98.77 |
+0.05 |
41,508 |
318,994 |
-3,598 |
| Sep09 |
090513 |
98.67 |
98.86 |
98.67 |
98.79 |
+0.09 |
34,817 |
284,456 |
-165 |
| Dec09 |
090513 |
98.42 |
98.59 |
98.42 |
98.58 |
+0.15 |
43,922 |
288,358 |
+2,724 |
| Mar10 |
090513 |
98.19 |
98.43 |
98.19 |
98.42 |
+0.22 |
52,113 |
324,662 |
+1,795 |
| Jun10 |
090513 |
97.86 |
98.14 |
97.85 |
98.13 |
+0.26 |
47,254 |
251,437 |
+1,667 |
| Sep10 |
090513 |
97.54 |
97.83 |
97.53 |
97.82 |
+0.28 |
52,451 |
236,703 |
-682 |
| Total Volume and Open Interest |
339,730 |
2,141,008 |
+10,478 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090513 |
98.820 |
98.840 |
98.800 |
98.835 |
+0.010 |
71,421 |
602,357 |
-10,487 |
| Sep09 |
090513 |
98.835 |
98.880 |
98.820 |
98.870 |
+0.025 |
109,314 |
536,434 |
+887 |
| Dec09 |
090513 |
98.685 |
98.750 |
98.670 |
98.740 |
+0.045 |
98,307 |
501,016 |
+2,591 |
| Total Volume and Open Interest |
657,601 |
3,426,602 |
+5,999 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090513 |
96.88 |
96.89 |
96.86 |
96.88 |
unch |
14,118 |
263,182 |
+4,617 |
| Sep09 |
090513 |
96.99 |
97.00 |
96.97 |
96.99 |
+0.01 |
20,148 |
245,111 |
+248 |
| Dec09 |
090513 |
96.92 |
96.94 |
96.90 |
96.93 |
+0.01 |
10,379 |
134,020 |
+2,325 |
| Mar10 |
090513 |
96.66 |
96.68 |
96.64 |
96.67 |
+0.01 |
3,404 |
88,805 |
-19 |
| Jun10 |
090513 |
96.30 |
96.33 |
96.28 |
96.32 |
+0.02 |
2,404 |
66,923 |
+1,640 |
| Sep10 |
090513 |
95.89 |
95.94 |
95.89 |
95.94 |
+0.03 |
1,325 |
37,532 |
+402 |
| Dec10 |
090513 |
95.56 |
95.58 |
95.54 |
95.58 |
+0.02 |
1,037 |
24,274 |
+195 |
| Mar11 |
090513 |
95.21 |
95.24 |
95.21 |
95.24 |
+0.02 |
263 |
13,801 |
+157 |
| Jun11 |
090513 |
94.93 |
94.93 |
94.93 |
94.93 |
+0.01 |
4 |
2,568 |
+0 |
| Sep11 |
090513 |
94.64 |
94.64 |
94.64 |
94.64 |
unch |
10 |
625 |
+0 |
| Total Volume and Open Interest |
53,102 |
877,520 |
+9,565 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090513 |
95.11 |
95.13 |
95.07 |
95.08 |
+0.01 |
18,955 |
314,711 |
+0 |
| Sep09 |
090513 |
95.01 |
95.04 |
95.01 |
95.04 |
+0.01 |
0 |
202 |
+0 |
| Total Volume and Open Interest |
22,130 |
320,699 |
+5,786 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090513 |
96.19 |
96.23 |
96.14 |
96.16 |
-0.03 |
92,366 |
532,031 |
+27,595 |
| Sep09 |
090513 |
96.16 |
96.16 |
96.16 |
96.16 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
92,366 |
532,031 |
+27,595 |
| Gold(CMX) |
| Jun09 |
090513 |
923.3 |
931.4 |
917.8 |
925.9 |
+2.0 |
57,352 |
205,608 |
-4,981 |
| Aug09 |
090513 |
925.4 |
933.3 |
919.8 |
927.9 |
+2.0 |
9,687 |
42,034 |
+4,726 |
| Oct09 |
090513 |
927.9 |
934.8 |
922.4 |
929.5 |
+2.0 |
341 |
7,349 |
-7 |
| Dec09 |
090513 |
930.2 |
936.0 |
923.0 |
931.1 |
+1.9 |
3,270 |
31,750 |
+1,606 |
| Feb10 |
090513 |
930.5 |
932.6 |
930.5 |
932.6 |
+1.9 |
151 |
5,182 |
+21 |
| Apr10 |
090513 |
930.8 |
938.0 |
927.4 |
934.0 |
+1.9 |
148 |
13,169 |
+49 |
| Jun10 |
090513 |
935.5 |
935.5 |
935.5 |
935.5 |
+1.9 |
1,234 |
9,175 |
+792 |
| Aug10 |
090513 |
937.1 |
937.1 |
937.1 |
937.1 |
+1.7 |
0 |
476 |
+0 |
| Oct10 |
090513 |
938.8 |
938.8 |
938.8 |
938.8 |
+1.5 |
0 |
502 |
+0 |
| Dec10 |
090513 |
942.6 |
942.6 |
940.6 |
940.6 |
+1.3 |
18 |
9,613 |
+18 |
| Feb11 |
090513 |
942.9 |
942.9 |
942.9 |
942.9 |
+1.2 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
72,494 |
350,823 |
+2,328 |
| Silver(CMX) |
| May09 |
090513 |
1428.5 |
1428.5 |
1390.5 |
1400.0 |
-19.5 |
113 |
1,200 |
+32 |
| Jul09 |
090513 |
1421.5 |
1437.0 |
1388.0 |
1402.0 |
-19.5 |
11,784 |
56,814 |
+723 |
| Sep09 |
090513 |
1434.5 |
1434.5 |
1399.5 |
1404.1 |
-19.5 |
279 |
7,032 |
+162 |
| Dec09 |
090513 |
1428.0 |
1437.0 |
1395.0 |
1406.3 |
-19.5 |
327 |
14,119 |
+88 |
| Mar10 |
090513 |
1428.0 |
1428.0 |
1408.0 |
1408.0 |
-19.5 |
25 |
5,476 |
+24 |
| May10 |
090513 |
1407.5 |
1408.8 |
1407.5 |
1408.8 |
-19.6 |
5 |
1,566 |
-1 |
| Jul10 |
090513 |
1407.0 |
1410.0 |
1405.0 |
1410.0 |
-19.7 |
0 |
2,407 |
+0 |
| Total Volume and Open Interest |
12,758 |
95,540 |
+1,077 |
| Platinum(NYMEX) |
| Jul09 |
090513 |
1139.7 |
1149.5 |
1115.0 |
1123.2 |
-8.9 |
1,606 |
19,738 |
+152 |
| Oct09 |
090513 |
1142.9 |
1142.9 |
1127.7 |
1128.1 |
-8.9 |
19 |
811 |
+0 |
| Jan10 |
090513 |
1129.1 |
1129.1 |
1129.1 |
1129.1 |
-8.9 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,625 |
20,551 |
+152 |
| Palladium(NYMEX) |
| Jun09 |
090513 |
236.75 |
238.90 |
222.50 |
226.75 |
-7.70 |
1,482 |
12,345 |
-766 |
| Sep09 |
090513 |
237.65 |
238.95 |
223.75 |
227.90 |
-7.70 |
904 |
2,989 |
+843 |
| Dec09 |
090513 |
238.00 |
238.00 |
225.00 |
229.10 |
-7.65 |
13 |
61 |
+9 |
| Total Volume and Open Interest |
2,399 |
15,395 |
+86 |
| Copper(CMX) |
| May09 |
090513 |
211.70 |
211.70 |
202.10 |
203.70 |
-5.30 |
445 |
3,417 |
-222 |
| Jul09 |
090513 |
210.20 |
212.40 |
201.45 |
203.10 |
-5.50 |
14,951 |
72,835 |
+1,180 |
| Sep09 |
090513 |
210.25 |
212.55 |
202.80 |
203.85 |
-5.45 |
2,428 |
16,260 |
+580 |
| Dec09 |
090513 |
211.65 |
211.65 |
203.30 |
204.40 |
-5.60 |
417 |
4,591 |
+225 |
| Mar10 |
090513 |
205.00 |
205.00 |
204.40 |
204.40 |
-5.85 |
25 |
859 |
+21 |
| Total Volume and Open Interest |
18,841 |
106,689 |
+1,448 |
| Aluminum(CMX) |
| May09 |
090513 |
0.70 |
0.70 |
0.70 |
0.70 |
unch |
|
|
|
| Jun09 |
090513 |
0.70 |
0.70 |
0.70 |
0.70 |
unch |
|
|
|
| Jul09 |
090513 |
0.71 |
0.71 |
0.71 |
0.71 |
unch |
|
|
|
| Aug09 |
090513 |
0.71 |
0.71 |
0.71 |
0.71 |
unch |
|
|
|
| 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 |
090513 |
8445 |
8460 |
8235 |
8294 |
-142 |
599 |
12,885 |
+85 |
| Sep09 |
090513 |
8256 |
8380 |
8236 |
8238 |
-142 |
0 |
816 |
+0 |
| Dec09 |
090513 |
8184 |
8326 |
8184 |
8184 |
-142 |
1 |
1 |
+0 |
| Mar10 |
090513 |
8144 |
8286 |
8144 |
8144 |
-142 |
|
|
|
| Total Volume and Open Interest |
600 |
13,702 |
+85 |
| S & P 500(CME) |
| Jun09 |
090513 |
907.60 |
911.20 |
880.00 |
885.30 |
-21.50 |
22,479 |
421,843 |
-2,035 |
| Sep09 |
090513 |
885.00 |
889.60 |
877.60 |
881.00 |
-21.60 |
317 |
25,873 |
+181 |
| Dec09 |
090513 |
878.50 |
878.50 |
873.60 |
876.90 |
-21.70 |
0 |
4,277 |
+0 |
| Mar10 |
090513 |
873.90 |
882.70 |
870.70 |
873.90 |
-21.80 |
0 |
3,190 |
+0 |
| Total Volume and Open Interest |
22,796 |
455,185 |
-1,854 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090513 |
907.50 |
911.25 |
880.00 |
885.25 |
-21.50 |
2,061,930 |
2,586,859 |
+656 |
| Sep09 |
090513 |
904.00 |
907.00 |
876.00 |
881.00 |
-21.50 |
7,077 |
63,365 |
+1,867 |
| Total Volume and Open Interest |
2,069,018 |
2,650,339 |
+2,525 |
| NASDAQ 100(CME) |
| Jun09 |
090513 |
1386.80 |
1389.00 |
1338.00 |
1344.30 |
-40.70 |
3,139 |
21,907 |
+776 |
| Sep09 |
090513 |
1343.00 |
1343.00 |
1341.80 |
1343.00 |
-40.80 |
0 |
1 |
+0 |
| Dec09 |
090513 |
1346.00 |
1346.00 |
1344.80 |
1346.00 |
-40.80 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,139 |
21,910 |
+776 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090513 |
1386.00 |
1389.50 |
1338.30 |
1344.30 |
-40.70 |
366,785 |
285,278 |
+285,278 |
| Sep09 |
090513 |
1385.00 |
1387.80 |
1337.00 |
1343.00 |
-40.80 |
100 |
971 |
+28 |
| Total Volume and Open Interest |
331,534 |
286,265 |
+3,476 |
| S & P Midcap 400(CME) |
| Jun09 |
090513 |
556.00 |
556.00 |
541.00 |
544.30 |
-22.90 |
153 |
4,659 |
-91 |
| Sep09 |
090513 |
541.40 |
541.40 |
539.00 |
541.40 |
-21.30 |
|
|
|
| Dec09 |
090513 |
539.40 |
539.40 |
537.00 |
539.40 |
-21.30 |
|
|
|
| Total Volume and Open Interest |
153 |
4,659 |
-91 |
| Russell 2000(CME) |
| Jun09 |
090513 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,576 |
+1 |
| Sep09 |
090513 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,286 |
+0 |
| Dec09 |
090513 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,535 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090513 |
9310 |
9390 |
9275 |
9360 |
+45 |
94,741 |
197,859 |
+6,762 |
| Sep09 |
090513 |
9340 |
9365 |
9340 |
9365 |
+45 |
45 |
408 |
-33 |
| Total Volume and Open Interest |
94,786 |
184,509 |
-14,348 |
| Nikkei 225(SGX) |
| Jun09 |
090513 |
9310 |
9390 |
9275 |
9360 |
+45 |
94,741 |
197,859 |
+6,762 |
| Sep09 |
090513 |
9340 |
9365 |
9340 |
9365 |
+45 |
45 |
408 |
-33 |
| Dec09 |
090513 |
9320 |
9320 |
9320 |
9320 |
+40 |
0 |
277 |
+0 |
| Total Volume and Open Interest |
94,786 |
184,509 |
-14,348 |
| CAC 40(EURONEXT) |
| May09 |
090513 |
3252.5 |
3257.5 |
3142.0 |
3156.5 |
-73.5 |
183,863 |
414,623 |
+4,194 |
| Jun09 |
090513 |
3200.0 |
3203.0 |
3090.0 |
3104.5 |
-72.0 |
70,471 |
114,981 |
+52,463 |
| Jul09 |
090513 |
3125.0 |
3125.0 |
3098.5 |
3099.0 |
-73.5 |
36 |
137 |
+15 |
| Total Volume and Open Interest |
254,375 |
533,100 |
+56,670 |
| Hang Seng Index(HKFE) |
| May09 |
090513 |
16958 |
17289 |
16871 |
16930 |
-258 |
102,393 |
97,407 |
+2,259 |
| Jun09 |
090513 |
16907 |
17202 |
16798 |
16868 |
-256 |
1,461 |
7,131 |
+218 |
| Total Volume and Open Interest |
104,055 |
106,488 |
+2,639 |
| DAX(EUREX) |
| Jun09 |
090513 |
4909.5 |
4913.5 |
4706.0 |
4730.0 |
-133.0 |
139,742 |
157,113 |
-980 |
| Sep09 |
090513 |
4916.0 |
4916.0 |
4715.5 |
4734.0 |
-134.5 |
546 |
7,323 |
+130 |
| Dec09 |
090513 |
4872.0 |
4894.0 |
4725.0 |
4743.0 |
-135.0 |
267 |
2,275 |
-14 |
| Total Volume and Open Interest |
140,555 |
166,711 |
-864 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090513 |
4427.00 |
4428.50 |
4283.00 |
4319.00 |
-77.50 |
89,056 |
716,862 |
-1,043 |
| Sep09 |
090513 |
4388.00 |
4388.00 |
4258.00 |
4283.50 |
-78.00 |
630 |
1,403 |
+424 |
| Dec09 |
090513 |
4291.00 |
4291.00 |
4257.00 |
4257.00 |
-78.50 |
67 |
3,074 |
+55 |
| Total Volume and Open Interest |
89,753 |
721,339 |
-564 |
| SPI 200(SFE) |
| Jun09 |
090513 |
3870.0 |
3906.0 |
3832.0 |
3840.0 |
-29.0 |
31,906 |
295,572 |
+2,684 |
| Sep09 |
090513 |
3862.0 |
3862.0 |
3798.0 |
3805.0 |
-30.0 |
151 |
2,850 |
+46 |
| Dec09 |
090513 |
3807.0 |
3807.0 |
3807.0 |
3807.0 |
-29.0 |
0 |
2,720 |
+0 |
| Total Volume and Open Interest |
32,057 |
302,853 |
+2,730 |
| GSCI(CME) |
| May09 |
090513 |
408.00 |
414.00 |
404.00 |
406.20 |
-5.25 |
3,589 |
5,192 |
-2,898 |
| Jun09 |
090513 |
415.40 |
418.00 |
408.00 |
411.10 |
-4.90 |
3,579 |
10,309 |
+3,111 |
| Jul09 |
090513 |
416.00 |
422.00 |
413.00 |
416.00 |
-3.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
7,168 |
15,503 |
+213 |
| Reuters CCI(ICE) |
| Jun09 |
090513 |
241.20 |
241.20 |
241.20 |
241.20 |
-2.90 |
0 |
50 |
+0 |
| Aug09 |
090513 |
411.00 |
411.00 |
411.00 |
411.00 |
-3.25 |
0 |
416 |
-4 |
| Nov09 |
090513 |
422.00 |
422.00 |
422.00 |
422.00 |
-3.25 |
0 |
4 |
+2 |
| 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. |
|
|