|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri May 15, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul09 |
090515 |
1146.00 |
1156.25 |
1124.75 |
1130.50 |
-17.00 |
96,723 |
211,050 |
+983 |
Aug09 |
090515 |
1100.00 |
1106.00 |
1079.25 |
1085.00 |
-13.50 |
8,471 |
16,645 |
+1,512 |
Sep09 |
090515 |
1037.00 |
1046.00 |
1020.00 |
1023.25 |
-17.25 |
955 |
8,373 |
+47 |
Nov09 |
090515 |
989.50 |
999.50 |
971.75 |
975.75 |
-16.25 |
30,037 |
132,833 |
+695 |
Jan10 |
090515 |
995.00 |
1002.00 |
975.50 |
978.50 |
-17.00 |
1,583 |
12,371 |
+440 |
Mar10 |
090515 |
995.00 |
999.25 |
973.00 |
974.50 |
-17.25 |
1,126 |
4,849 |
+251 |
May10 |
090515 |
981.75 |
981.75 |
962.50 |
967.00 |
-16.50 |
1,071 |
4,571 |
-94 |
Total Volume and Open Interest |
141,812 |
409,026 |
+3,625 |
Soybean Meal(CBOT) |
Jul09 |
090515 |
362.10 |
366.10 |
357.80 |
358.20 |
-4.10 |
37,827 |
79,930 |
-140 |
Aug09 |
090515 |
343.50 |
346.80 |
338.90 |
339.20 |
-3.90 |
5,050 |
15,103 |
+549 |
Sep09 |
090515 |
323.30 |
326.00 |
319.20 |
319.20 |
-4.10 |
1,465 |
9,554 |
+36 |
Oct09 |
090515 |
301.40 |
304.00 |
296.70 |
296.70 |
-4.40 |
3,773 |
11,238 |
+825 |
Dec09 |
090515 |
291.30 |
295.60 |
288.10 |
288.10 |
-3.90 |
11,966 |
28,154 |
+2,039 |
Jan10 |
090515 |
288.70 |
291.00 |
284.30 |
284.30 |
-3.90 |
639 |
3,050 |
-11 |
Mar10 |
090515 |
285.30 |
286.00 |
281.60 |
281.60 |
-3.90 |
1,414 |
2,855 |
-13 |
May10 |
090515 |
281.10 |
281.10 |
277.00 |
277.10 |
-3.90 |
1,154 |
2,290 |
+560 |
Total Volume and Open Interest |
64,933 |
154,147 |
+3,256 |
Soybean Oil(CBOT) |
Jul09 |
090515 |
38.80 |
39.55 |
37.87 |
37.90 |
-0.94 |
35,874 |
129,701 |
+1,785 |
Aug09 |
090515 |
39.00 |
39.61 |
38.04 |
38.07 |
-0.93 |
3,569 |
20,747 |
+483 |
Sep09 |
090515 |
39.16 |
39.80 |
38.18 |
38.22 |
-0.93 |
2,109 |
13,637 |
+827 |
Oct09 |
090515 |
39.70 |
39.70 |
38.27 |
38.30 |
-0.96 |
2,868 |
7,954 |
+582 |
Dec09 |
090515 |
39.62 |
40.19 |
38.55 |
38.58 |
-0.97 |
6,772 |
30,059 |
+520 |
Jan10 |
090515 |
40.14 |
40.23 |
38.80 |
38.80 |
-0.96 |
228 |
2,285 |
+185 |
Mar10 |
090515 |
39.84 |
39.88 |
39.05 |
39.05 |
-0.95 |
478 |
1,464 |
+227 |
May10 |
090515 |
40.03 |
40.03 |
39.15 |
39.25 |
-0.90 |
434 |
1,613 |
+378 |
Total Volume and Open Interest |
54,350 |
214,910 |
+4,209 |
Canola(WCE) |
May09 |
090515 |
460.0 |
460.0 |
460.0 |
460.0 |
-20.4 |
|
|
|
Jul09 |
090515 |
476.0 |
478.0 |
472.5 |
476.8 |
+1.4 |
6,651 |
63,730 |
-606 |
Nov09 |
090515 |
473.6 |
475.8 |
470.0 |
472.8 |
-0.1 |
3,113 |
41,445 |
+952 |
Jan10 |
090515 |
478.0 |
479.0 |
475.6 |
476.8 |
-0.2 |
63 |
2,236 |
+48 |
Mar10 |
090515 |
480.0 |
481.9 |
478.9 |
478.9 |
-0.2 |
22 |
955 |
+9 |
Total Volume and Open Interest |
9,904 |
109,232 |
+452 |
Corn(CBOT) |
Jul09 |
090515 |
427.25 |
431.00 |
416.00 |
417.25 |
-11.00 |
155,759 |
365,883 |
-2,396 |
Sep09 |
090515 |
436.25 |
440.00 |
425.25 |
426.75 |
-10.75 |
39,311 |
101,971 |
+496 |
Dec09 |
090515 |
448.25 |
452.00 |
437.00 |
438.50 |
-10.75 |
81,846 |
267,572 |
+3,482 |
Mar10 |
090515 |
459.25 |
462.00 |
447.50 |
449.00 |
-11.25 |
6,444 |
45,783 |
+1,037 |
May10 |
090515 |
467.75 |
469.00 |
455.00 |
456.25 |
-11.75 |
672 |
7,744 |
+152 |
Jul10 |
090515 |
474.00 |
476.00 |
462.00 |
463.25 |
-11.75 |
3,664 |
23,850 |
+713 |
Total Volume and Open Interest |
295,395 |
858,098 |
+3,331 |
Wheat(CBOT) |
Jul09 |
090515 |
592.00 |
595.25 |
575.00 |
577.50 |
-15.75 |
38,973 |
169,854 |
+737 |
Sep09 |
090515 |
619.00 |
620.50 |
601.75 |
604.00 |
-15.75 |
5,769 |
52,843 |
+522 |
Dec09 |
090515 |
640.75 |
643.50 |
624.00 |
626.25 |
-15.75 |
7,616 |
60,675 |
+1,092 |
Mar10 |
090515 |
655.50 |
657.00 |
640.50 |
641.25 |
-15.75 |
292 |
3,350 |
+20 |
May10 |
090515 |
663.00 |
666.00 |
649.25 |
650.50 |
-15.50 |
39 |
800 |
+19 |
Total Volume and Open Interest |
54,188 |
301,321 |
+2,513 |
Wheat(KCBT) |
Jul09 |
090515 |
641.75 |
645.00 |
628.75 |
630.50 |
-13.25 |
8,744 |
41,724 |
-103 |
Sep09 |
090515 |
652.00 |
658.00 |
639.00 |
640.25 |
-13.50 |
721 |
9,996 |
-173 |
Dec09 |
090515 |
667.00 |
668.50 |
654.50 |
655.25 |
-13.75 |
1,657 |
21,974 |
+55 |
Mar10 |
090515 |
690.00 |
690.00 |
667.75 |
667.75 |
-13.75 |
109 |
865 |
+39 |
May10 |
090515 |
673.50 |
673.50 |
670.75 |
670.75 |
-18.75 |
10 |
100 |
+10 |
Total Volume and Open Interest |
11,374 |
77,353 |
-135 |
Wheat(MGE) |
May09 |
090514 |
698.00 |
698.00 |
698.00 |
698.00 |
unch |
0 |
2 |
+0 |
Jul09 |
090515 |
721.25 |
726.00 |
703.25 |
705.25 |
-20.50 |
2,603 |
14,491 |
+320 |
Sep09 |
090515 |
717.00 |
721.00 |
700.25 |
701.50 |
-18.25 |
1,180 |
8,674 |
+119 |
Dec09 |
090515 |
725.00 |
726.25 |
706.25 |
708.50 |
-17.50 |
923 |
5,821 |
-18 |
Mar10 |
090515 |
727.00 |
731.00 |
713.75 |
715.25 |
-16.25 |
363 |
1,007 |
+78 |
Total Volume and Open Interest |
5,223 |
30,588 |
+508 |
Oats(CBOT) |
Jul09 |
090515 |
228.00 |
228.50 |
224.00 |
228.00 |
unch |
1,046 |
7,282 |
-183 |
Sep09 |
090515 |
236.50 |
236.50 |
236.50 |
236.50 |
unch |
55 |
166 |
+18 |
Dec09 |
090515 |
248.25 |
249.00 |
246.00 |
249.00 |
unch |
134 |
5,769 |
+66 |
Mar10 |
090515 |
263.00 |
263.00 |
263.00 |
263.00 |
unch |
1 |
17 |
+1 |
Total Volume and Open Interest |
1,259 |
13,235 |
-102 |
Rough Rice(CBOT) |
May09 |
090514 |
11.94 |
11.94 |
11.90 |
11.90 |
-0.12 |
4 |
11 |
-9 |
Jul09 |
090515 |
12.08 |
12.14 |
11.76 |
11.94 |
-0.07 |
517 |
3,832 |
+132 |
Sep09 |
090515 |
12.13 |
12.15 |
11.90 |
12.03 |
-0.05 |
261 |
1,848 |
+110 |
Nov09 |
090515 |
12.24 |
12.25 |
12.00 |
12.13 |
-0.02 |
199 |
1,662 |
-26 |
Total Volume and Open Interest |
1,022 |
7,936 |
+228 |
Live Cattle(CME) |
Jun09 |
090515 |
83.000 |
83.250 |
81.250 |
82.385 |
-0.415 |
20,254 |
54,313 |
-2,964 |
Aug09 |
090515 |
83.050 |
83.330 |
82.200 |
82.535 |
-0.315 |
16,876 |
83,202 |
+4,730 |
Oct09 |
090515 |
88.500 |
88.650 |
87.750 |
88.035 |
-0.215 |
7,851 |
44,999 |
+2,236 |
Dec09 |
090515 |
91.000 |
91.200 |
90.230 |
90.535 |
-0.365 |
2,989 |
15,571 |
-516 |
Feb10 |
090515 |
92.100 |
92.200 |
91.385 |
91.830 |
-0.320 |
950 |
7,133 |
+78 |
Apr10 |
090515 |
93.000 |
93.000 |
92.250 |
92.700 |
+0.100 |
265 |
2,271 |
-117 |
Total Volume and Open Interest |
49,199 |
207,884 |
+3,452 |
Feeder Cattle(CME) |
May09 |
090515 |
99.250 |
99.400 |
98.850 |
99.000 |
-0.250 |
974 |
2,879 |
-124 |
Aug09 |
090515 |
101.785 |
102.300 |
101.430 |
101.650 |
unch |
2,710 |
13,463 |
+357 |
Sep09 |
090515 |
101.900 |
102.350 |
101.650 |
101.980 |
+0.080 |
287 |
2,546 |
+116 |
Oct09 |
090515 |
102.180 |
102.500 |
101.800 |
102.150 |
-0.030 |
315 |
2,450 |
+89 |
Nov09 |
090515 |
102.600 |
102.980 |
102.300 |
102.730 |
+0.030 |
132 |
620 |
-58 |
Jan10 |
090515 |
101.135 |
101.250 |
100.900 |
101.250 |
+0.150 |
0 |
47 |
+0 |
Mar10 |
090515 |
100.900 |
100.900 |
100.800 |
100.900 |
+0.500 |
2 |
10 |
+0 |
Total Volume and Open Interest |
4,420 |
22,016 |
+380 |
Lean Hogs(CME) |
Jun09 |
090515 |
67.200 |
67.700 |
66.400 |
66.535 |
-0.465 |
18,955 |
40,234 |
-4,579 |
Jul09 |
090515 |
68.550 |
69.400 |
68.150 |
68.580 |
-0.070 |
12,360 |
40,330 |
+3,963 |
Aug09 |
090515 |
68.500 |
69.725 |
68.400 |
68.750 |
+0.215 |
9,058 |
29,167 |
+1,119 |
Oct09 |
090515 |
64.200 |
64.750 |
63.400 |
63.500 |
-0.680 |
5,187 |
26,235 |
+1,601 |
Dec09 |
090515 |
64.000 |
64.650 |
63.400 |
63.580 |
-0.600 |
400 |
6,806 |
-43 |
Feb10 |
090515 |
67.800 |
68.400 |
67.500 |
67.580 |
-0.720 |
46 |
1,546 |
+21 |
Apr10 |
090515 |
70.750 |
71.100 |
70.580 |
70.950 |
-0.250 |
2 |
763 |
-1 |
May10 |
090515 |
78.000 |
78.000 |
77.000 |
77.000 |
-1.000 |
0 |
55 |
+0 |
Total Volume and Open Interest |
46,677 |
147,445 |
+2,002 |
Pork Bellies(CME) |
May09 |
090515 |
74.100 |
74.100 |
73.700 |
73.700 |
-0.400 |
3 |
8 |
+1 |
Jul09 |
090515 |
73.150 |
74.500 |
72.500 |
73.100 |
-0.450 |
97 |
740 |
+6 |
Aug09 |
090515 |
75.200 |
75.200 |
73.800 |
73.800 |
-1.600 |
8 |
107 |
+1 |
Feb10 |
090515 |
90.100 |
90.100 |
90.100 |
90.100 |
unch |
0 |
7 |
+0 |
Mar10 |
090515 |
90.600 |
90.600 |
90.600 |
90.600 |
unch |
0 |
5 |
+0 |
Total Volume and Open Interest |
108 |
867 |
+8 |
Class III Milk(CME) |
May09 |
090515 |
9.82 |
9.87 |
9.78 |
9.83 |
+0.01 |
53 |
4,770 |
+4 |
Jun09 |
090515 |
10.43 |
10.43 |
10.29 |
10.32 |
-0.09 |
256 |
5,036 |
+59 |
Jul09 |
090515 |
12.06 |
12.06 |
11.75 |
11.85 |
-0.21 |
411 |
3,510 |
+107 |
Aug09 |
090515 |
13.46 |
13.47 |
13.15 |
13.29 |
-0.18 |
207 |
3,195 |
+52 |
Sep09 |
090515 |
14.37 |
14.37 |
14.08 |
14.15 |
-0.21 |
190 |
2,779 |
-16 |
Total Volume and Open Interest |
1,880 |
28,428 |
+347 |
Cocoa(ICE) |
May09 |
090513 |
2340 |
2341 |
2302 |
2302 |
-51 |
31 |
14 |
-34 |
Jul09 |
090515 |
2312 |
2349 |
2303 |
2338 |
+28 |
6,156 |
49,109 |
-509 |
Sep09 |
090515 |
2341 |
2371 |
2333 |
2366 |
+29 |
1,624 |
29,042 |
+732 |
Dec09 |
090515 |
2363 |
2399 |
2355 |
2388 |
+27 |
363 |
18,427 |
+244 |
Mar10 |
090515 |
2396 |
2406 |
2376 |
2406 |
+26 |
155 |
10,456 |
+18 |
May10 |
090515 |
2383 |
2414 |
2383 |
2414 |
+27 |
107 |
2,258 |
+45 |
Jul10 |
090515 |
2431 |
2431 |
2431 |
2431 |
+27 |
7 |
2,830 |
+0 |
Total Volume and Open Interest |
8,413 |
117,120 |
+1,365 |
Coffee "C"(ICE) |
May09 |
090515 |
127.35 |
129.10 |
127.30 |
127.55 |
-0.40 |
27 |
77 |
-15 |
Jul09 |
090515 |
127.55 |
129.70 |
126.80 |
127.80 |
-0.20 |
6,848 |
67,412 |
-691 |
Sep09 |
090515 |
129.75 |
131.50 |
128.70 |
129.65 |
-0.20 |
1,981 |
29,502 |
+27 |
Dec09 |
090515 |
131.60 |
134.05 |
131.60 |
132.20 |
-0.15 |
797 |
19,486 |
+312 |
Mar10 |
090515 |
134.50 |
136.10 |
134.50 |
134.75 |
-0.15 |
224 |
10,830 |
+1 |
May10 |
090515 |
137.60 |
137.60 |
136.55 |
136.55 |
-0.15 |
191 |
3,202 |
+68 |
Total Volume and Open Interest |
10,068 |
133,002 |
-298 |
Orange Juice(ICE) |
Jul09 |
090515 |
93.00 |
93.60 |
91.35 |
93.50 |
+0.40 |
1,141 |
21,937 |
+489 |
Sep09 |
090515 |
95.65 |
96.45 |
94.65 |
96.40 |
+0.65 |
115 |
4,036 |
+27 |
Nov09 |
090515 |
98.40 |
99.30 |
98.40 |
99.30 |
+0.25 |
19 |
3,074 |
-1 |
Jan10 |
090515 |
102.10 |
102.10 |
102.10 |
102.10 |
+0.25 |
5 |
190 |
+0 |
Mar10 |
090515 |
105.75 |
105.75 |
105.75 |
105.75 |
+0.25 |
5 |
93 |
+5 |
May10 |
090515 |
108.65 |
108.65 |
108.65 |
108.65 |
+0.25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,285 |
29,561 |
+520 |
Sugar #11(ICE) |
Jul09 |
090515 |
15.51 |
15.53 |
14.90 |
14.95 |
-0.52 |
53,767 |
328,158 |
-2,524 |
Oct09 |
090515 |
16.25 |
16.29 |
15.75 |
15.78 |
-0.47 |
31,612 |
150,515 |
+1,345 |
Mar10 |
090515 |
16.70 |
17.02 |
16.52 |
16.56 |
-0.41 |
19,616 |
90,166 |
+599 |
May10 |
090515 |
16.35 |
16.65 |
16.20 |
16.25 |
-0.35 |
2,201 |
23,347 |
+569 |
Jul10 |
090515 |
15.87 |
16.10 |
15.78 |
15.82 |
-0.23 |
3,255 |
24,388 |
+863 |
Total Volume and Open Interest |
113,457 |
688,369 |
+1,356 |
Sugar #14(ICE) |
Jul09 |
090515 |
21.45 |
21.64 |
21.45 |
21.64 |
+0.20 |
252 |
1,876 |
+168 |
Sep09 |
090515 |
22.00 |
22.25 |
22.00 |
22.25 |
+0.24 |
310 |
2,471 |
-5 |
Total Volume and Open Interest |
562 |
4,347 |
+163 |
London Cocoa(LCE) |
Jul09 |
090515 |
1598 |
1615 |
1590 |
1608 |
+7 |
10,528 |
69,582 |
-453 |
Sep09 |
090515 |
1608 |
1624 |
1602 |
1618 |
+16 |
6,308 |
29,651 |
+1,706 |
Dec09 |
090515 |
1617 |
1634 |
1615 |
1629 |
+16 |
5,216 |
26,055 |
+1,314 |
Mar10 |
090515 |
1640 |
1643 |
1633 |
1636 |
+15 |
892 |
17,468 |
-228 |
May10 |
090515 |
1644 |
1648 |
1635 |
1639 |
+13 |
273 |
6,949 |
+145 |
Jul10 |
090515 |
1639 |
1654 |
1639 |
1642 |
+13 |
101 |
2,047 |
+8 |
Sep10 |
090515 |
1643 |
1644 |
1643 |
1644 |
+13 |
5 |
1,129 |
-5 |
Total Volume and Open Interest |
43,896 |
155,676 |
-15,302 |
London Coffee(LCE) |
London Sugar(LCE) |
Aug09 |
090515 |
437.70 |
438.10 |
425.00 |
429.00 |
-8.30 |
2,735 |
43,619 |
-78 |
Oct09 |
090515 |
442.60 |
442.90 |
431.70 |
434.30 |
-7.70 |
1,657 |
22,928 |
+818 |
Dec09 |
090515 |
443.40 |
445.00 |
434.70 |
436.80 |
-6.20 |
749 |
8,319 |
-202 |
Mar10 |
090515 |
448.90 |
449.80 |
439.20 |
441.80 |
-6.20 |
708 |
6,843 |
+23 |
May10 |
090515 |
441.60 |
441.60 |
437.00 |
437.90 |
-3.70 |
39 |
585 |
+9 |
Total Volume and Open Interest |
5,908 |
84,018 |
+590 |
Cotton(ICE) |
Jul09 |
090515 |
59.17 |
59.25 |
56.11 |
56.30 |
-2.76 |
8,323 |
90,516 |
+89 |
Oct09 |
090515 |
60.33 |
60.33 |
57.75 |
58.27 |
-2.18 |
378 |
1,911 |
+350 |
Dec09 |
090515 |
61.05 |
61.05 |
58.84 |
59.07 |
-2.00 |
2,598 |
35,175 |
-68 |
Mar10 |
090515 |
61.97 |
61.97 |
61.07 |
61.07 |
-1.86 |
320 |
7,313 |
+63 |
May10 |
090515 |
61.79 |
61.79 |
61.79 |
61.79 |
-1.77 |
14 |
208 |
+3 |
Jul10 |
090515 |
62.54 |
62.54 |
62.54 |
62.54 |
-1.69 |
2 |
822 |
+0 |
Total Volume and Open Interest |
11,653 |
137,963 |
+440 |
Lumber(CME) |
May09 |
090515 |
154.0 |
158.0 |
153.0 |
153.0 |
unch |
100 |
183 |
-55 |
Jul09 |
090515 |
180.0 |
184.0 |
178.5 |
179.7 |
+2.1 |
257 |
5,137 |
-6 |
Sep09 |
090515 |
192.9 |
198.0 |
191.0 |
192.9 |
+0.9 |
69 |
1,861 |
+16 |
Nov09 |
090515 |
188.1 |
191.0 |
188.1 |
189.7 |
+2.7 |
15 |
235 |
+5 |
Total Volume and Open Interest |
445 |
7,520 |
-36 |
Crude Oil(NYM) |
Jun09 |
090515 |
58.54 |
58.88 |
56.07 |
56.34 |
-2.28 |
311,802 |
154,931 |
-31,895 |
Jul09 |
090515 |
59.30 |
59.60 |
56.74 |
57.00 |
-2.42 |
179,963 |
348,474 |
+11,834 |
Aug09 |
090515 |
60.25 |
60.41 |
57.52 |
57.78 |
-2.49 |
52,367 |
82,315 |
-2,459 |
Sep09 |
090515 |
61.21 |
61.21 |
58.40 |
58.61 |
-2.51 |
23,471 |
60,125 |
-1,518 |
Oct09 |
090515 |
61.82 |
61.82 |
59.20 |
59.39 |
-2.51 |
10,923 |
38,985 |
-2,075 |
Nov09 |
090515 |
61.47 |
62.04 |
59.95 |
60.17 |
-2.50 |
7,438 |
22,366 |
-1,944 |
Dec09 |
090515 |
63.10 |
63.26 |
60.66 |
60.88 |
-2.47 |
24,132 |
118,486 |
+159 |
Jan10 |
090515 |
63.83 |
63.83 |
61.50 |
61.50 |
-2.46 |
1,947 |
23,951 |
-320 |
Feb10 |
090515 |
63.69 |
63.69 |
62.08 |
62.08 |
-2.46 |
719 |
14,347 |
-91 |
Mar10 |
090515 |
64.93 |
64.93 |
62.64 |
62.64 |
-2.46 |
517 |
13,678 |
-106 |
Apr10 |
090515 |
64.34 |
64.34 |
63.19 |
63.19 |
-2.46 |
277 |
6,177 |
+51 |
May10 |
090515 |
64.84 |
64.84 |
63.73 |
63.73 |
-2.46 |
169 |
5,214 |
-23 |
Jun10 |
090515 |
65.80 |
65.80 |
64.20 |
64.24 |
-2.46 |
1,452 |
31,056 |
+266 |
Jul10 |
090515 |
64.65 |
64.65 |
64.65 |
64.65 |
-2.46 |
161 |
7,178 |
+17 |
Aug10 |
090515 |
65.04 |
65.04 |
65.04 |
65.04 |
-2.45 |
40 |
4,049 |
-9 |
Sep10 |
090515 |
65.43 |
65.43 |
65.43 |
65.43 |
-2.44 |
25 |
7,266 |
-1 |
Total Volume and Open Interest |
627,413 |
1,219,628 |
-27,178 |
e-miNY Crude Oil(NYM) |
May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
Jun09 |
090515 |
58.475 |
58.925 |
56.075 |
56.350 |
-1.675 |
9,865 |
5,162 |
-184 |
Jul09 |
090515 |
59.200 |
59.625 |
56.750 |
57.000 |
-2.425 |
1,341 |
1,742 |
+110 |
Aug09 |
090515 |
60.250 |
60.250 |
57.550 |
57.775 |
-2.500 |
59 |
321 |
-6 |
Sep09 |
090515 |
61.050 |
61.050 |
58.600 |
58.600 |
-2.525 |
2 |
137 |
+1 |
Oct09 |
090515 |
61.450 |
61.450 |
59.400 |
59.400 |
-2.500 |
1 |
22 |
+0 |
Nov09 |
090515 |
60.175 |
60.175 |
60.175 |
60.175 |
-2.500 |
1 |
24 |
+1 |
Dec09 |
090515 |
60.875 |
60.875 |
60.875 |
60.875 |
-2.475 |
0 |
84 |
+0 |
Jan10 |
090515 |
61.500 |
61.500 |
61.500 |
61.500 |
-2.450 |
|
|
|
Feb10 |
090515 |
62.075 |
62.075 |
62.075 |
62.075 |
-2.475 |
|
|
|
Total Volume and Open Interest |
13,119 |
8,213 |
+771 |
Heating Oil(NYM) |
Jun09 |
090515 |
149.05 |
149.72 |
141.35 |
141.88 |
-7.59 |
36,875 |
45,339 |
-1,209 |
Jul09 |
090515 |
151.95 |
152.14 |
144.12 |
144.56 |
-7.55 |
18,544 |
45,460 |
+2,518 |
Aug09 |
090515 |
154.87 |
154.87 |
147.58 |
148.07 |
-7.38 |
6,379 |
24,021 |
+1,022 |
Sep09 |
090515 |
158.90 |
159.21 |
151.50 |
151.83 |
-7.28 |
3,031 |
18,641 |
+204 |
Oct09 |
090515 |
161.08 |
161.08 |
155.44 |
155.48 |
-7.13 |
1,471 |
14,488 |
+436 |
Nov09 |
090515 |
163.30 |
163.30 |
158.78 |
158.88 |
-7.03 |
1,365 |
12,386 |
+314 |
Dec09 |
090515 |
167.88 |
168.07 |
162.12 |
162.23 |
-7.03 |
3,416 |
26,352 |
+245 |
Jan10 |
090515 |
170.45 |
170.45 |
165.53 |
165.53 |
-6.93 |
1,267 |
10,287 |
-252 |
Feb10 |
090515 |
173.30 |
173.30 |
167.80 |
167.88 |
-6.88 |
1,469 |
7,344 |
+193 |
Mar10 |
090515 |
173.80 |
173.80 |
169.20 |
169.33 |
-6.83 |
1,005 |
5,366 |
+104 |
Apr10 |
090515 |
175.00 |
175.00 |
169.78 |
169.78 |
-6.78 |
475 |
3,222 |
-124 |
May10 |
090515 |
171.03 |
171.05 |
170.58 |
170.58 |
-6.78 |
405 |
3,621 |
-4 |
Total Volume and Open Interest |
77,569 |
261,990 |
+3,584 |
Gasoline(NYMEX) |
Jun09 |
090515 |
172.00 |
172.62 |
167.20 |
168.06 |
-4.31 |
45,451 |
64,091 |
-598 |
Jul09 |
090515 |
170.69 |
171.16 |
165.63 |
166.46 |
-4.48 |
28,505 |
63,811 |
+6,710 |
Aug09 |
090515 |
169.70 |
169.72 |
164.49 |
165.15 |
-4.81 |
10,356 |
27,827 |
+1,499 |
Sep09 |
090515 |
167.65 |
168.13 |
163.50 |
164.02 |
-4.95 |
5,689 |
19,682 |
+525 |
Oct09 |
090515 |
155.64 |
156.78 |
152.50 |
152.95 |
-5.23 |
3,871 |
14,533 |
+231 |
Nov09 |
090515 |
156.25 |
156.25 |
151.38 |
152.02 |
-5.35 |
2,602 |
5,055 |
+463 |
Dec09 |
090515 |
155.95 |
156.86 |
152.57 |
152.95 |
-5.42 |
1,971 |
11,152 |
+34 |
Jan10 |
090515 |
155.25 |
155.25 |
155.25 |
155.25 |
-5.42 |
186 |
3,017 |
+62 |
Feb10 |
090515 |
157.80 |
157.80 |
157.80 |
157.80 |
-5.42 |
81 |
898 |
-20 |
Mar10 |
090515 |
160.70 |
160.70 |
160.70 |
160.70 |
-5.42 |
45 |
1,624 |
-16 |
Total Volume and Open Interest |
98,817 |
220,591 |
+8,939 |
e-miNY RBOB Gasoline(NYM) |
Jun09 |
090515 |
168.06 |
168.06 |
168.06 |
168.06 |
-4.31 |
|
|
|
Jul09 |
090515 |
166.46 |
166.46 |
166.46 |
166.46 |
-4.48 |
0 |
1 |
+0 |
Aug09 |
090515 |
165.15 |
165.15 |
165.15 |
165.15 |
-4.81 |
|
|
|
Sep09 |
090515 |
164.02 |
164.02 |
164.02 |
164.02 |
-4.95 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Jun09 |
090515 |
4.300 |
4.317 |
4.083 |
4.098 |
-0.194 |
117,794 |
87,314 |
-10,193 |
Jul09 |
090515 |
4.410 |
4.412 |
4.200 |
4.217 |
-0.197 |
51,206 |
102,695 |
+10,462 |
Aug09 |
090515 |
4.517 |
4.517 |
4.319 |
4.332 |
-0.192 |
19,662 |
48,001 |
+1,053 |
Sep09 |
090515 |
4.550 |
4.561 |
4.408 |
4.421 |
-0.192 |
14,753 |
46,113 |
+5,383 |
Oct09 |
090515 |
4.721 |
4.721 |
4.546 |
4.558 |
-0.181 |
15,798 |
55,825 |
-411 |
Nov09 |
090515 |
5.278 |
5.297 |
5.160 |
5.170 |
-0.164 |
4,942 |
25,098 |
+213 |
Dec09 |
090515 |
5.930 |
5.941 |
5.830 |
5.830 |
-0.144 |
4,403 |
34,046 |
+119 |
Jan10 |
090515 |
6.270 |
6.270 |
6.130 |
6.133 |
-0.136 |
7,182 |
32,560 |
+41 |
Feb10 |
090515 |
6.291 |
6.291 |
6.155 |
6.165 |
-0.126 |
1,434 |
13,647 |
+309 |
Mar10 |
090515 |
6.185 |
6.204 |
6.097 |
6.103 |
-0.123 |
3,303 |
33,256 |
+126 |
Apr10 |
090515 |
6.001 |
6.010 |
5.905 |
5.918 |
-0.118 |
3,117 |
32,850 |
-493 |
May10 |
090515 |
6.045 |
6.045 |
5.958 |
5.958 |
-0.115 |
936 |
13,012 |
+10 |
Jun10 |
090515 |
6.141 |
6.150 |
6.050 |
6.058 |
-0.115 |
423 |
7,791 |
-40 |
Jul10 |
090515 |
6.275 |
6.275 |
6.178 |
6.178 |
-0.115 |
126 |
6,743 |
+7 |
Aug10 |
090515 |
6.360 |
6.360 |
6.260 |
6.263 |
-0.115 |
127 |
7,198 |
+9 |
Sep10 |
090515 |
6.395 |
6.395 |
6.306 |
6.306 |
-0.112 |
32 |
5,817 |
+12 |
Total Volume and Open Interest |
246,113 |
692,969 |
+6,856 |
Brent Crude Oil(ICE) |
Jul09 |
090515 |
58.45 |
58.91 |
55.85 |
55.98 |
-2.61 |
134,136 |
173,022 |
+8,619 |
Aug09 |
090515 |
59.45 |
59.53 |
56.65 |
56.77 |
-2.66 |
57,298 |
90,616 |
+3,875 |
Sep09 |
090515 |
60.24 |
60.28 |
57.44 |
57.55 |
-2.68 |
24,189 |
52,746 |
+5,112 |
Oct09 |
090515 |
61.01 |
61.05 |
58.30 |
58.34 |
-2.68 |
14,721 |
28,477 |
+1,426 |
Nov09 |
090515 |
61.75 |
61.77 |
59.01 |
59.13 |
-2.67 |
11,699 |
18,100 |
+1,581 |
Dec09 |
090515 |
62.50 |
62.53 |
59.78 |
59.91 |
-2.66 |
16,986 |
88,735 |
-1,863 |
Jan10 |
090515 |
63.05 |
63.07 |
60.56 |
60.63 |
-2.64 |
1,702 |
18,653 |
-19 |
Feb10 |
090515 |
63.74 |
63.79 |
61.34 |
61.34 |
-2.62 |
787 |
9,154 |
-32 |
Mar10 |
090515 |
64.43 |
64.50 |
62.03 |
62.03 |
-2.61 |
353 |
7,097 |
+79 |
Apr10 |
090515 |
63.70 |
63.70 |
62.67 |
62.67 |
-2.59 |
124 |
4,722 |
+43 |
May10 |
090515 |
63.25 |
63.25 |
63.25 |
63.25 |
-2.58 |
323 |
3,455 |
-72 |
Jun10 |
090515 |
66.10 |
66.10 |
63.76 |
63.76 |
-2.57 |
1,307 |
17,616 |
-330 |
Jul10 |
090515 |
64.20 |
64.20 |
64.20 |
64.20 |
-2.56 |
86 |
5,598 |
+10 |
Aug10 |
090515 |
64.61 |
64.61 |
64.61 |
64.61 |
-2.56 |
59 |
5,657 |
+15 |
Total Volume and Open Interest |
337,612 |
678,780 |
-7,175 |
Gas Oil(ICE) |
Jun09 |
090515 |
480.00 |
482.00 |
455.50 |
467.50 |
-5.25 |
55,697 |
94,515 |
+1,341 |
Jul09 |
090515 |
494.75 |
494.75 |
465.75 |
477.75 |
-4.50 |
42,364 |
67,875 |
+2,662 |
Aug09 |
090515 |
499.00 |
501.00 |
477.00 |
488.75 |
-3.75 |
21,768 |
37,703 |
+1,615 |
Sep09 |
090515 |
510.50 |
510.50 |
488.25 |
499.50 |
-3.25 |
13,433 |
35,801 |
+2,069 |
Oct09 |
090515 |
519.50 |
519.50 |
498.50 |
509.75 |
-2.25 |
4,870 |
24,653 |
+523 |
Nov09 |
090515 |
528.25 |
528.25 |
507.75 |
519.00 |
-2.00 |
3,375 |
17,218 |
-94 |
Dec09 |
090515 |
537.00 |
537.00 |
516.00 |
527.00 |
-2.25 |
11,898 |
57,712 |
+1,441 |
Jan10 |
090515 |
545.00 |
545.00 |
527.75 |
536.00 |
-2.00 |
2,044 |
21,563 |
+222 |
Feb10 |
090515 |
548.00 |
548.00 |
536.25 |
544.50 |
-1.75 |
302 |
11,984 |
+40 |
Mar10 |
090515 |
552.00 |
552.00 |
552.00 |
552.00 |
-2.00 |
329 |
13,865 |
+181 |
Total Volume and Open Interest |
161,008 |
474,531 |
+10,586 |
Ethanol(CBOT) |
May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
Jun09 |
090515 |
1.690 |
1.690 |
1.670 |
1.678 |
-0.038 |
28 |
536 |
-3 |
Jul09 |
090515 |
1.690 |
1.700 |
1.670 |
1.693 |
-0.036 |
10 |
827 |
+5 |
Aug09 |
090515 |
1.671 |
1.720 |
1.671 |
1.685 |
-0.055 |
86 |
290 |
+86 |
Sep09 |
090515 |
1.690 |
1.690 |
1.670 |
1.680 |
-0.050 |
0 |
183 |
+0 |
Oct09 |
090515 |
1.700 |
1.700 |
1.685 |
1.692 |
-0.039 |
5 |
214 |
+5 |
Nov09 |
090515 |
1.695 |
1.695 |
1.690 |
1.693 |
-0.035 |
5 |
386 |
+5 |
Dec09 |
090515 |
1.720 |
1.720 |
1.690 |
1.697 |
-0.038 |
10 |
427 |
+10 |
Total Volume and Open Interest |
220 |
4,334 |
+129 |
US Dollar Index(ICE) |
Jun09 |
090515 |
82.495 |
83.225 |
82.375 |
83.150 |
+0.780 |
6,155 |
26,281 |
+399 |
Sep09 |
090515 |
82.865 |
83.550 |
82.800 |
83.515 |
+0.780 |
131 |
2,251 |
-2 |
Dec09 |
090515 |
83.190 |
83.860 |
83.190 |
83.860 |
+0.765 |
1 |
9 |
+0 |
Total Volume and Open Interest |
6,287 |
28,541 |
+397 |
Australian Dollar(CME) |
Jun09 |
090515 |
75.76 |
75.95 |
74.60 |
74.70 |
-1.23 |
66,398 |
81,699 |
-1,623 |
Sep09 |
090515 |
75.13 |
75.48 |
74.19 |
74.25 |
-1.23 |
54 |
722 |
+10 |
Dec09 |
090515 |
73.83 |
75.07 |
73.83 |
73.83 |
-1.24 |
0 |
217 |
+0 |
Total Volume and Open Interest |
66,452 |
82,653 |
-1,613 |
British Pound(CME) |
Jun09 |
090515 |
152.17 |
152.87 |
151.31 |
151.59 |
-0.71 |
104,008 |
88,359 |
-1,911 |
Sep09 |
090515 |
152.06 |
152.91 |
151.44 |
151.56 |
-0.70 |
528 |
1,257 |
+297 |
Dec09 |
090515 |
152.60 |
152.60 |
151.51 |
151.55 |
-0.70 |
2 |
72 |
+1 |
Total Volume and Open Interest |
104,538 |
89,690 |
-1,613 |
Canadian Dollar(CME) |
Jun09 |
090515 |
85.43 |
85.86 |
84.65 |
84.79 |
-0.71 |
62,369 |
75,783 |
-564 |
Sep09 |
090515 |
85.32 |
85.90 |
84.77 |
84.85 |
-0.70 |
249 |
3,047 |
-33 |
Dec09 |
090515 |
85.47 |
85.96 |
84.87 |
84.92 |
-0.69 |
38 |
1,370 |
+19 |
Mar10 |
090515 |
84.96 |
85.97 |
84.91 |
84.96 |
-0.69 |
1 |
448 |
+1 |
Total Volume and Open Interest |
62,657 |
80,836 |
-577 |
Japanese Yen(CME) |
Jun09 |
090515 |
104.25 |
105.60 |
103.99 |
105.22 |
+0.70 |
92,830 |
85,457 |
+1,000 |
Sep09 |
090515 |
104.20 |
105.68 |
104.13 |
105.32 |
+0.70 |
123 |
1,145 |
+19 |
Dec09 |
090515 |
105.47 |
105.56 |
104.51 |
105.47 |
+0.69 |
4 |
115 |
+4 |
Total Volume and Open Interest |
92,957 |
86,730 |
+1,023 |
Swiss Franc(CME) |
Jun09 |
090515 |
90.59 |
90.61 |
88.92 |
89.06 |
-1.60 |
40,056 |
32,862 |
+782 |
Sep09 |
090515 |
89.78 |
90.78 |
89.08 |
89.19 |
-1.59 |
26 |
239 |
-9 |
Dec09 |
090515 |
89.32 |
90.92 |
89.32 |
89.32 |
-1.60 |
0 |
10 |
+0 |
Total Volume and Open Interest |
40,082 |
33,111 |
+773 |
EuroFX(CME) |
Jun09 |
090515 |
136.35 |
136.49 |
134.59 |
134.71 |
-1.79 |
188,666 |
120,645 |
-1,459 |
Sep09 |
090515 |
136.13 |
136.43 |
134.53 |
134.63 |
-1.80 |
732 |
2,130 |
-141 |
Dec09 |
090515 |
134.60 |
136.40 |
134.60 |
134.60 |
-1.80 |
19 |
72 |
+17 |
Total Volume and Open Interest |
189,417 |
122,851 |
-1,583 |
Mexican Peso(CME) |
May09 |
090515 |
754.5 |
758.0 |
754.5 |
754.5 |
-3.5 |
|
|
|
Jun09 |
090515 |
753.2 |
757.0 |
748.8 |
749.8 |
-3.5 |
6,813 |
43,194 |
-135 |
Total Volume and Open Interest |
6,845 |
47,993 |
-148 |
30-Year T-Bonds(CBOT) |
Jun09 |
090515 |
123~120 |
123~230 |
122~145 |
122~295 |
-0~060 |
168,543 |
703,916 |
-735 |
Sep09 |
090515 |
121~295 |
122~100 |
121~040 |
121~180 |
-0~065 |
2,130 |
6,440 |
+992 |
Dec09 |
090515 |
120~120 |
120~205 |
120~120 |
120~145 |
-0~060 |
10 |
233 |
+5 |
Total Volume and Open Interest |
170,683 |
710,634 |
+262 |
10-Year T-Notes(CBOT) |
Jun09 |
090515 |
121~255 |
121~295 |
121~060 |
121~165 |
-0~050 |
649,050 |
1,099,044 |
+2,062 |
Sep09 |
090515 |
120~055 |
120~055 |
119~205 |
119~315 |
-0~040 |
10,944 |
32,675 |
+2,970 |
Dec09 |
090515 |
119~075 |
119~125 |
119~075 |
119~075 |
-0~050 |
0 |
5 |
+0 |
Total Volume and Open Interest |
659,994 |
1,131,724 |
+5,032 |
5-Year T-Notes(CBOT) |
Jun09 |
090515 |
117~093 |
117~098 |
117~060 |
117~077 |
-0~008 |
449,035 |
808,745 |
-12,704 |
Sep09 |
090515 |
117~000 |
117~000 |
116~096 |
116~112 |
-0~008 |
1,543 |
16,323 |
+437 |
Dec09 |
090515 |
54~064 |
54~072 |
54~064 |
54~064 |
-0~008 |
|
|
|
Total Volume and Open Interest |
450,578 |
825,068 |
-12,267 |
2 Year T-Notes(CBOT) |
Jun09 |
090515 |
108~117 |
108~120 |
108~116 |
108~120 |
+0~002 |
1,880 |
487,327 |
+5,720 |
Sep09 |
090515 |
108~056 |
108~057 |
108~052 |
108~056 |
+0~004 |
8,380 |
25,803 |
+6,285 |
Dec09 |
090515 |
107~119 |
107~119 |
107~118 |
107~119 |
+0~001 |
|
|
|
Total Volume and Open Interest |
116,310 |
513,130 |
+12,005 |
Eurodollars(CME) |
Jun09 |
090515 |
99.220 |
99.260 |
99.220 |
99.250 |
+0.025 |
176,387 |
946,130 |
-7,325 |
Sep09 |
090515 |
99.185 |
99.225 |
99.180 |
99.220 |
+0.030 |
191,929 |
986,092 |
+11,180 |
Dec09 |
090515 |
99.010 |
99.055 |
99.000 |
99.050 |
+0.040 |
177,575 |
785,791 |
-6,017 |
Mar10 |
090515 |
98.905 |
98.940 |
98.900 |
98.935 |
+0.035 |
162,603 |
701,603 |
-8,085 |
Jun10 |
090515 |
98.685 |
98.715 |
98.670 |
98.700 |
+0.025 |
192,253 |
554,173 |
+8,139 |
Sep10 |
090515 |
98.440 |
98.470 |
98.415 |
98.440 |
+0.010 |
160,142 |
451,099 |
+2,850 |
Dec10 |
090515 |
98.130 |
98.160 |
98.105 |
98.125 |
unch |
133,457 |
475,236 |
-143 |
Mar11 |
090515 |
97.870 |
97.895 |
97.840 |
97.855 |
-0.010 |
109,523 |
309,394 |
-5,486 |
Jun11 |
090515 |
97.580 |
97.605 |
97.535 |
97.555 |
-0.020 |
61,093 |
262,674 |
+1,082 |
Sep11 |
090515 |
97.315 |
97.340 |
97.265 |
97.290 |
-0.025 |
44,748 |
168,659 |
+1,678 |
Dec11 |
090515 |
97.070 |
97.090 |
97.000 |
97.035 |
-0.025 |
42,430 |
118,959 |
-897 |
Mar12 |
090515 |
96.900 |
96.930 |
96.835 |
96.875 |
-0.020 |
26,101 |
95,784 |
-1,936 |
Jun12 |
090515 |
96.750 |
96.765 |
96.680 |
96.715 |
-0.020 |
8,304 |
89,971 |
-113 |
Sep12 |
090515 |
96.620 |
96.645 |
96.550 |
96.585 |
-0.020 |
6,311 |
61,004 |
-82 |
Dec12 |
090515 |
96.480 |
96.495 |
96.415 |
96.445 |
-0.020 |
5,179 |
52,388 |
-147 |
Mar13 |
090515 |
96.430 |
96.430 |
96.340 |
96.375 |
-0.020 |
5,200 |
54,937 |
+107 |
Jun13 |
090515 |
96.305 |
96.335 |
96.245 |
96.275 |
-0.020 |
3,414 |
23,047 |
-3 |
Sep13 |
090515 |
96.220 |
96.240 |
96.150 |
96.190 |
-0.020 |
2,475 |
38,377 |
-433 |
Total Volume and Open Interest |
1,532,574 |
6,425,827 |
+345 |
30 Day Federal Funds(CBOT) |
May09 |
090515 |
99.817 |
99.817 |
99.815 |
99.815 |
unch |
3,637 |
67,687 |
+1,838 |
Jun09 |
090515 |
99.805 |
99.815 |
99.805 |
99.810 |
+0.005 |
4,060 |
48,665 |
-408 |
Jul09 |
090515 |
99.795 |
99.800 |
99.795 |
99.795 |
unch |
5,385 |
41,577 |
+291 |
Aug09 |
090515 |
99.770 |
99.775 |
99.770 |
99.775 |
+0.005 |
5,737 |
37,356 |
+148 |
Sep09 |
090515 |
99.750 |
99.755 |
99.745 |
99.750 |
+0.005 |
3,761 |
31,001 |
+374 |
Oct09 |
090515 |
99.725 |
99.735 |
99.725 |
99.730 |
+0.005 |
5,755 |
31,232 |
+484 |
Total Volume and Open Interest |
46,162 |
412,975 |
+6,819 |
30 Day Fed Funds(e-CBOT) |
May09 |
090515 |
99.817 |
99.817 |
99.815 |
99.817 |
+0.002 |
6,586 |
65,849 |
+2,235 |
Jun09 |
090515 |
99.805 |
99.815 |
99.805 |
99.810 |
unch |
6,018 |
49,073 |
+169 |
Jul09 |
090515 |
99.795 |
99.800 |
99.795 |
99.800 |
+0.005 |
2,714 |
41,286 |
+138 |
Aug09 |
090515 |
99.770 |
99.775 |
99.770 |
99.775 |
+0.005 |
2,511 |
37,208 |
+99 |
Sep09 |
090515 |
99.750 |
99.755 |
99.750 |
99.750 |
+0.005 |
2,450 |
30,627 |
-40 |
Oct09 |
090515 |
99.725 |
99.735 |
99.725 |
99.730 |
+0.005 |
2,988 |
30,748 |
+739 |
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(CME) |
Jun09 |
090515 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
Sep09 |
090515 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
Dec09 |
090515 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
|
|
|
Mar10 |
090515 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
|
|
|
Jun10 |
090515 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
Sep10 |
090515 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
Dec10 |
090515 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
Mar11 |
090515 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
Jun11 |
090515 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
Sep11 |
090515 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun09 |
090515 |
99.44 |
99.44 |
99.44 |
99.44 |
0.00 |
22 |
12,917 |
-6 |
Sep09 |
090515 |
99.49 |
99.51 |
99.49 |
99.51 |
0.00 |
0 |
4,448 |
-13 |
Dec09 |
090515 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
0 |
2,731 |
+0 |
Mar10 |
090515 |
99.50 |
99.50 |
99.49 |
99.49 |
-0.01 |
2 |
2,277 |
+0 |
Jun10 |
090515 |
99.46 |
99.46 |
99.46 |
99.46 |
0.00 |
0 |
800 |
+0 |
Sep10 |
090515 |
99.38 |
99.38 |
99.38 |
99.38 |
0.00 |
0 |
281 |
+0 |
Dec10 |
090515 |
99.33 |
99.33 |
99.33 |
99.33 |
0.00 |
0 |
252 |
+0 |
Mar11 |
090515 |
99.25 |
99.25 |
99.25 |
99.25 |
0.00 |
0 |
412 |
+0 |
Total Volume and Open Interest |
24 |
25,693 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun09 |
090512 |
136.80 |
136.86 |
136.61 |
136.63 |
-0.05 |
2,672 |
12,429 |
-301 |
Sep09 |
090515 |
137.11 |
137.11 |
137.11 |
137.11 |
+0.21 |
|
|
|
Dec09 |
090515 |
137.11 |
137.11 |
137.11 |
137.11 |
+0.21 |
|
|
|
Total Volume and Open Interest |
2,399 |
15,126 |
-274 |
Euro-Bund(EUREX) |
Jun09 |
090515 |
121.64 |
122.07 |
121.07 |
121.14 |
-0.56 |
725,036 |
853,928 |
-9,796 |
Sep09 |
090515 |
121.18 |
121.42 |
120.52 |
120.52 |
-0.57 |
13,375 |
37,439 |
+10,296 |
Dec09 |
090515 |
119.44 |
119.44 |
119.44 |
119.44 |
-0.56 |
0 |
12 |
+0 |
Total Volume and Open Interest |
738,411 |
891,379 |
+500 |
Euro-Bobl(EUREX) |
Jun09 |
090514 |
115.79 |
116.09 |
115.69 |
115.94 |
unch |
204,196 |
725,979 |
+9,000 |
Sep09 |
090515 |
115.85 |
115.90 |
115.48 |
115.55 |
-0.23 |
661 |
45,179 |
+66 |
Dec09 |
090515 |
115.38 |
115.38 |
115.38 |
115.38 |
-0.18 |
|
|
|
Total Volume and Open Interest |
493,492 |
788,175 |
+26,545 |
3-Mth Euribor(EUREX) |
Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
Sep09 |
090515 |
98.890 |
98.925 |
98.890 |
98.925 |
+0.030 |
27 |
7,895 |
+17 |
Dec09 |
090515 |
98.780 |
98.795 |
98.780 |
98.795 |
+0.035 |
0 |
4,665 |
+0 |
Total Volume and Open Interest |
965 |
32,359 |
+315 |
Long Gilt(LIFFE) |
Jun09 |
090515 |
120~29 |
121~11 |
120~08 |
120~11 |
-0~03 |
118,487 |
0 |
+0 |
Sep09 |
090515 |
120~01 |
120~03 |
119~08 |
119~08 |
-0~17 |
1,245 |
5,422 |
+1,241 |
Total Volume and Open Interest |
132,974 |
298,444 |
-6,245 |
3-Mth Short Sterling(LIFFE) |
Jun09 |
090515 |
98.78 |
98.83 |
98.78 |
98.82 |
+0.03 |
55,673 |
294,231 |
-11,089 |
Sep09 |
090515 |
98.83 |
98.89 |
98.83 |
98.87 |
+0.03 |
114,657 |
298,389 |
+4,094 |
Dec09 |
090515 |
98.64 |
98.69 |
98.63 |
98.67 |
+0.04 |
118,300 |
307,657 |
+8,113 |
Mar10 |
090515 |
98.47 |
98.54 |
98.47 |
98.50 |
+0.03 |
135,429 |
330,378 |
+6,815 |
Jun10 |
090515 |
98.17 |
98.25 |
98.17 |
98.20 |
+0.02 |
146,980 |
243,633 |
-6,281 |
Sep10 |
090515 |
97.87 |
97.94 |
97.85 |
97.86 |
-0.01 |
140,982 |
243,183 |
+9,068 |
Total Volume and Open Interest |
843,375 |
2,163,300 |
+13,234 |
3-Mth Euribor(LIFFE) |
Jun09 |
090515 |
98.840 |
98.870 |
98.840 |
98.865 |
+0.020 |
103,616 |
584,389 |
-18,714 |
Sep09 |
090515 |
98.895 |
98.935 |
98.890 |
98.920 |
+0.025 |
107,769 |
531,193 |
-8,066 |
Dec09 |
090515 |
98.755 |
98.800 |
98.750 |
98.785 |
+0.025 |
90,729 |
514,716 |
+2,812 |
Total Volume and Open Interest |
749,841 |
3,413,324 |
-38,047 |
3-Mth Aus T-Bills(SFE) |
Jun09 |
090515 |
96.88 |
96.89 |
96.86 |
96.88 |
unch |
8,247 |
251,727 |
-10,064 |
Sep09 |
090515 |
97.03 |
97.06 |
97.01 |
97.04 |
+0.01 |
11,013 |
244,706 |
-1,149 |
Dec09 |
090515 |
96.99 |
97.02 |
96.98 |
97.02 |
+0.03 |
7,603 |
135,626 |
-1,084 |
Mar10 |
090515 |
96.76 |
96.79 |
96.73 |
96.79 |
+0.04 |
3,266 |
88,063 |
-28 |
Jun10 |
090515 |
96.41 |
96.46 |
96.39 |
96.45 |
+0.04 |
3,139 |
68,236 |
+713 |
Sep10 |
090515 |
96.02 |
96.08 |
96.01 |
96.08 |
+0.04 |
1,356 |
37,281 |
-339 |
Dec10 |
090515 |
95.68 |
95.71 |
95.65 |
95.70 |
+0.02 |
1,208 |
24,778 |
+659 |
Mar11 |
090515 |
95.35 |
95.36 |
95.32 |
95.35 |
+0.03 |
352 |
14,001 |
+159 |
Jun11 |
090515 |
95.02 |
95.03 |
95.02 |
95.03 |
+0.03 |
224 |
2,782 |
+214 |
Sep11 |
090515 |
94.75 |
94.75 |
94.75 |
94.75 |
+0.04 |
15 |
630 |
+5 |
Total Volume and Open Interest |
36,589 |
868,456 |
-10,967 |
10-Year Aus T-Bonds(SFE) |
Jun09 |
090515 |
95.13 |
95.16 |
95.09 |
95.14 |
unch |
19,373 |
318,931 |
+318,931 |
Sep09 |
090515 |
95.10 |
95.10 |
95.10 |
95.10 |
+0.01 |
0 |
604 |
+0 |
Total Volume and Open Interest |
27,266 |
309,657 |
-9,878 |
3-Year Aus T-Bonds(SFE) |
Jun09 |
090515 |
96.23 |
96.27 |
96.19 |
96.23 |
unch |
63,955 |
519,637 |
-9,855 |
Sep09 |
090515 |
96.23 |
96.23 |
96.23 |
96.23 |
unch |
|
|
|
Total Volume and Open Interest |
63,955 |
519,637 |
-9,855 |
Gold(CMX) |
Jun09 |
090515 |
926.9 |
934.8 |
924.1 |
931.3 |
+2.9 |
116,787 |
193,433 |
-9,688 |
Aug09 |
090515 |
929.4 |
936.7 |
926.0 |
933.1 |
+2.8 |
26,575 |
60,083 |
+10,514 |
Oct09 |
090515 |
930.0 |
937.7 |
928.1 |
934.6 |
+2.7 |
1,344 |
7,234 |
-92 |
Dec09 |
090515 |
932.0 |
939.1 |
929.5 |
936.0 |
+2.6 |
4,179 |
33,957 |
+599 |
Feb10 |
090515 |
935.0 |
937.4 |
934.5 |
937.4 |
+2.6 |
1 |
5,229 |
-11 |
Apr10 |
090515 |
934.0 |
941.1 |
934.0 |
938.7 |
+2.5 |
647 |
13,997 |
+281 |
Jun10 |
090515 |
940.1 |
940.1 |
940.1 |
940.1 |
+2.4 |
356 |
9,798 |
+104 |
Aug10 |
090515 |
941.6 |
941.6 |
941.6 |
941.6 |
+2.3 |
0 |
476 |
+0 |
Oct10 |
090515 |
943.2 |
943.2 |
943.2 |
943.2 |
+2.2 |
0 |
502 |
+0 |
Dec10 |
090515 |
945.0 |
945.0 |
945.0 |
945.0 |
+2.2 |
61 |
9,650 |
+7 |
Feb11 |
090515 |
947.2 |
947.2 |
947.2 |
947.2 |
+2.1 |
0 |
12 |
+0 |
Total Volume and Open Interest |
151,219 |
361,418 |
+1,901 |
Silver(CMX) |
May09 |
090515 |
1395.5 |
1399.0 |
1395.5 |
1399.0 |
-3.0 |
116 |
1,126 |
-104 |
Jul09 |
090515 |
1404.5 |
1419.0 |
1386.0 |
1401.0 |
-3.0 |
16,950 |
56,088 |
-900 |
Sep09 |
090515 |
1406.0 |
1417.5 |
1389.0 |
1403.1 |
-3.0 |
403 |
7,385 |
+14 |
Dec09 |
090515 |
1410.0 |
1421.5 |
1393.5 |
1405.3 |
-3.0 |
707 |
14,245 |
-86 |
Mar10 |
090515 |
1406.5 |
1407.0 |
1406.5 |
1407.0 |
-3.0 |
152 |
5,495 |
-121 |
May10 |
090515 |
1407.9 |
1407.9 |
1407.9 |
1407.9 |
-2.9 |
109 |
1,719 |
+100 |
Jul10 |
090515 |
1421.5 |
1422.0 |
1409.1 |
1409.1 |
-2.9 |
19 |
2,408 |
+1 |
Total Volume and Open Interest |
18,562 |
95,439 |
-1,107 |
Platinum(NYMEX) |
Jul09 |
090515 |
1120.5 |
1135.9 |
1106.2 |
1109.0 |
-8.5 |
1,429 |
19,694 |
-89 |
Oct09 |
090515 |
1134.0 |
1134.0 |
1113.9 |
1113.9 |
-8.5 |
131 |
864 |
+50 |
Jan10 |
090515 |
1114.9 |
1114.9 |
1114.9 |
1114.9 |
-8.5 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,560 |
20,561 |
-39 |
Palladium(NYMEX) |
Jun09 |
090515 |
226.70 |
228.20 |
224.55 |
226.95 |
+1.10 |
2,266 |
11,516 |
-866 |
Sep09 |
090515 |
228.10 |
229.45 |
226.00 |
228.20 |
+1.05 |
1,314 |
4,138 |
+1,056 |
Dec09 |
090515 |
229.00 |
229.45 |
227.25 |
229.45 |
+1.10 |
48 |
114 |
+46 |
Total Volume and Open Interest |
3,628 |
15,768 |
+236 |
Copper(CMX) |
May09 |
090515 |
203.80 |
205.00 |
198.50 |
202.80 |
-0.70 |
526 |
3,038 |
-223 |
Jul09 |
090515 |
203.70 |
204.65 |
197.35 |
201.75 |
-0.95 |
16,977 |
72,113 |
-2,365 |
Sep09 |
090515 |
203.55 |
204.85 |
198.10 |
202.50 |
-0.80 |
2,215 |
16,499 |
+251 |
Dec09 |
090515 |
203.55 |
205.10 |
199.85 |
202.85 |
-0.75 |
842 |
5,433 |
+326 |
Mar10 |
090515 |
205.00 |
205.00 |
203.05 |
203.05 |
-0.60 |
33 |
868 |
+6 |
Total Volume and Open Interest |
21,003 |
106,396 |
-2,074 |
Aluminum(CMX) |
May09 |
090515 |
0.69 |
0.69 |
0.69 |
0.69 |
-0.01 |
|
|
|
Jun09 |
090515 |
0.70 |
0.70 |
0.70 |
0.70 |
unch |
|
|
|
Jul09 |
090515 |
0.70 |
0.70 |
0.70 |
0.70 |
-0.01 |
|
|
|
Aug09 |
090515 |
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 |
090515 |
8286 |
8370 |
8210 |
8267 |
-20 |
1,109 |
13,095 |
-9 |
Sep09 |
090515 |
8230 |
8231 |
8209 |
8209 |
-22 |
2 |
836 |
+0 |
Dec09 |
090515 |
8152 |
8177 |
8152 |
8152 |
-25 |
0 |
1 |
+0 |
Mar10 |
090515 |
8107 |
8137 |
8107 |
8107 |
-30 |
|
|
|
Total Volume and Open Interest |
1,111 |
13,932 |
-9 |
S & P 500(CME) |
Jun09 |
090515 |
890.20 |
895.00 |
876.80 |
883.00 |
-6.50 |
25,135 |
424,383 |
+320 |
Sep09 |
090515 |
889.50 |
889.50 |
873.10 |
878.50 |
-6.60 |
1,260 |
25,909 |
-151 |
Dec09 |
090515 |
874.00 |
884.90 |
868.90 |
874.30 |
-6.60 |
65 |
4,356 |
-21 |
Mar10 |
090515 |
870.90 |
881.70 |
865.70 |
870.90 |
-6.80 |
0 |
3,190 |
+0 |
Total Volume and Open Interest |
26,460 |
457,840 |
+148 |
S & P 500 E-Mini(Globex) |
Jun09 |
090515 |
890.00 |
895.50 |
876.75 |
883.00 |
-6.50 |
2,461,178 |
2,590,652 |
+18,354 |
Sep09 |
090515 |
885.00 |
890.50 |
872.25 |
878.50 |
-6.50 |
2,986 |
65,639 |
+616 |
Total Volume and Open Interest |
2,464,203 |
2,656,430 |
+18,976 |
NASDAQ 100(CME) |
Jun09 |
090515 |
1372.80 |
1374.00 |
1342.00 |
1354.30 |
+0.50 |
4,067 |
23,229 |
+311 |
Sep09 |
090515 |
1353.00 |
1353.00 |
1352.50 |
1353.00 |
+0.50 |
0 |
29 |
+0 |
Dec09 |
090515 |
1356.00 |
1356.00 |
1355.50 |
1356.00 |
+0.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
4,067 |
23,260 |
+311 |
NASDAQ 100 E-Mini(Globex) |
Jun09 |
090515 |
1354.30 |
1373.00 |
1341.30 |
1354.30 |
+0.50 |
306,082 |
275,006 |
+275,006 |
Sep09 |
090515 |
1355.00 |
1371.30 |
1341.00 |
1353.00 |
+0.50 |
167 |
1,011 |
-9 |
Total Volume and Open Interest |
366,139 |
276,033 |
-10,667 |
S & P Midcap 400(CME) |
Jun09 |
090515 |
547.00 |
554.00 |
543.00 |
544.90 |
-3.50 |
28 |
4,670 |
+16 |
Sep09 |
090515 |
542.00 |
542.50 |
542.00 |
542.00 |
-3.50 |
|
|
|
Dec09 |
090515 |
540.00 |
540.50 |
540.00 |
540.00 |
-3.50 |
|
|
|
Total Volume and Open Interest |
28 |
4,670 |
+16 |
Russell 2000(CME) |
Jun09 |
090515 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
16 |
5,532 |
+30 |
Sep09 |
090515 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,270 |
+209 |
Dec09 |
090515 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,459 |
-2 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun09 |
090515 |
9130 |
9275 |
9130 |
9265 |
+125 |
69,873 |
182,133 |
-1,267 |
Sep09 |
090515 |
9170 |
9270 |
9170 |
9270 |
+125 |
133 |
504 |
+81 |
Total Volume and Open Interest |
70,031 |
188,547 |
+5,200 |
Nikkei 225(SGX) |
Jun09 |
090515 |
9130 |
9275 |
9130 |
9265 |
+125 |
69,873 |
182,133 |
-1,267 |
Sep09 |
090515 |
9170 |
9270 |
9170 |
9270 |
+125 |
133 |
504 |
+81 |
Dec09 |
090515 |
9230 |
9230 |
9230 |
9230 |
+130 |
0 |
277 |
+0 |
Total Volume and Open Interest |
70,031 |
188,547 |
+5,200 |
CAC 40(EURONEXT) |
May09 |
090515 |
3165.0 |
3189.5 |
3133.5 |
3170.5 |
+16.5 |
240,446 |
387,864 |
-38,743 |
Jun09 |
090515 |
3112.0 |
3139.0 |
3082.5 |
3119.5 |
+17.0 |
118,051 |
321,444 |
+93,789 |
Jul09 |
090515 |
3125.0 |
3129.0 |
3080.0 |
3115.0 |
+18.5 |
16 |
244 |
-15 |
Total Volume and Open Interest |
358,516 |
712,911 |
+55,031 |
Hang Seng Index(HKFE) |
May09 |
090515 |
16600 |
16825 |
16590 |
16705 |
+274 |
86,127 |
94,673 |
-405 |
Jun09 |
090515 |
16558 |
16740 |
16520 |
16633 |
+273 |
1,845 |
7,202 |
+104 |
Total Volume and Open Interest |
88,114 |
103,847 |
-305 |
DAX(EUREX) |
Jun09 |
090515 |
4751.0 |
4777.0 |
4685.0 |
4737.0 |
-3.0 |
197,918 |
156,220 |
-3,017 |
Sep09 |
090515 |
4760.0 |
4777.5 |
4692.0 |
4740.5 |
-3.5 |
998 |
7,188 |
+25 |
Dec09 |
090515 |
4770.5 |
4770.5 |
4701.5 |
4749.5 |
-3.0 |
225 |
2,356 |
+87 |
Total Volume and Open Interest |
199,141 |
165,764 |
-2,905 |
FT-SE 100(EURONEXT) |
Jun09 |
090515 |
4366.00 |
4386.00 |
4280.00 |
4320.00 |
-16.00 |
126,977 |
720,037 |
+2,567 |
Sep09 |
090515 |
4317.00 |
4340.00 |
4248.00 |
4284.00 |
-16.00 |
15 |
2,057 |
-3 |
Dec09 |
090515 |
4257.50 |
4259.00 |
4257.00 |
4257.00 |
-16.00 |
2 |
3,300 |
+0 |
Total Volume and Open Interest |
126,994 |
725,394 |
+2,564 |
SPI 200(SFE) |
Jun09 |
090515 |
3738.0 |
3787.0 |
3708.0 |
3779.0 |
+43.0 |
33,694 |
293,737 |
-2,328 |
Sep09 |
090515 |
3743.0 |
3746.0 |
3733.0 |
3745.0 |
+43.0 |
286 |
2,822 |
+87 |
Dec09 |
090515 |
3736.0 |
3747.0 |
3736.0 |
3747.0 |
+44.0 |
0 |
2,720 |
-32 |
Total Volume and Open Interest |
34,250 |
301,197 |
-2,066 |
GSCI(CME) |
Jun09 |
090515 |
409.90 |
411.20 |
398.00 |
400.00 |
-14.00 |
2,030 |
15,349 |
+1,530 |
Jul09 |
090515 |
404.00 |
417.05 |
403.00 |
404.00 |
-13.00 |
0 |
2 |
+0 |
Aug09 |
090515 |
408.00 |
408.00 |
408.00 |
408.00 |
|
|
|
|
Reuters CCI(ICE) |
Jun09 |
090515 |
239.30 |
239.30 |
239.30 |
239.30 |
-3.00 |
0 |
50 |
+0 |
Aug09 |
090515 |
405.50 |
405.50 |
405.50 |
405.50 |
-5.50 |
0 |
416 |
+0 |
Nov09 |
090515 |
416.50 |
416.50 |
416.50 |
416.50 |
-5.50 |
0 |
4 |
+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. |
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