|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed May 27, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090527 |
1191.00 |
1200.75 |
1177.50 |
1187.00 |
+1.50 |
67,138 |
201,365 |
-5,322 |
| Aug09 |
090527 |
1152.00 |
1161.25 |
1139.75 |
1147.50 |
-2.50 |
10,370 |
28,302 |
+2,447 |
| Sep09 |
090527 |
1089.00 |
1101.50 |
1083.25 |
1090.50 |
+3.00 |
2,748 |
10,403 |
-335 |
| Nov09 |
090527 |
1043.75 |
1058.75 |
1040.50 |
1050.00 |
+7.50 |
30,973 |
143,254 |
+3,251 |
| Jan10 |
090527 |
1045.00 |
1060.00 |
1045.00 |
1052.50 |
+8.25 |
3,237 |
15,850 |
+841 |
| Mar10 |
090527 |
1040.00 |
1047.00 |
1035.00 |
1040.00 |
+8.00 |
2,257 |
7,893 |
+561 |
| May10 |
090527 |
1022.25 |
1030.00 |
1019.00 |
1023.00 |
+6.00 |
2,000 |
5,331 |
+422 |
| Total Volume and Open Interest |
121,476 |
432,826 |
+2,453 |
| Soybean Meal(CBOT) |
| Jul09 |
090527 |
388.50 |
392.50 |
383.20 |
386.20 |
-3.80 |
25,775 |
80,837 |
-2,118 |
| Aug09 |
090527 |
371.40 |
375.30 |
365.70 |
368.40 |
-5.00 |
6,250 |
21,438 |
+1,632 |
| Sep09 |
090527 |
351.00 |
366.00 |
347.30 |
349.60 |
-3.90 |
2,431 |
11,812 |
+527 |
| Oct09 |
090527 |
332.50 |
335.20 |
328.00 |
329.70 |
-3.30 |
1,885 |
13,097 |
+256 |
| Dec09 |
090527 |
319.50 |
326.60 |
319.50 |
321.20 |
-3.30 |
8,975 |
33,726 |
+1,318 |
| Jan10 |
090527 |
319.50 |
321.00 |
315.60 |
316.20 |
-3.30 |
695 |
3,506 |
+147 |
| Mar10 |
090527 |
313.40 |
314.90 |
310.00 |
310.00 |
-3.70 |
757 |
3,275 |
-83 |
| May10 |
090527 |
303.00 |
306.10 |
301.00 |
301.20 |
-4.30 |
745 |
3,220 |
-32 |
| Total Volume and Open Interest |
48,031 |
173,391 |
+1,657 |
| Soybean Oil(CBOT) |
| Jul09 |
090527 |
37.77 |
38.04 |
37.54 |
37.81 |
+0.06 |
28,907 |
129,944 |
-277 |
| Aug09 |
090527 |
37.97 |
38.20 |
37.75 |
37.98 |
+0.06 |
6,190 |
22,187 |
+472 |
| Sep09 |
090527 |
38.18 |
38.37 |
37.94 |
38.15 |
+0.08 |
2,430 |
15,749 |
-282 |
| Oct09 |
090527 |
38.30 |
38.46 |
38.05 |
38.29 |
+0.10 |
1,823 |
9,699 |
+339 |
| Dec09 |
090527 |
38.39 |
38.81 |
38.30 |
38.61 |
+0.11 |
14,766 |
36,526 |
+1,455 |
| Jan10 |
090527 |
38.75 |
38.95 |
38.63 |
38.86 |
+0.11 |
1,206 |
3,383 |
+469 |
| Mar10 |
090527 |
38.95 |
39.15 |
38.93 |
39.06 |
+0.11 |
258 |
1,508 |
-62 |
| May10 |
090527 |
39.08 |
39.25 |
38.96 |
39.16 |
+0.11 |
321 |
2,116 |
+36 |
| Total Volume and Open Interest |
56,329 |
227,891 |
+2,283 |
| Canola(WCE) |
| Jul09 |
090527 |
464.5 |
468.2 |
456.1 |
458.5 |
-5.8 |
1,144 |
55,767 |
+55,767 |
| Nov09 |
090527 |
469.0 |
475.5 |
464.9 |
467.3 |
-3.9 |
694 |
53,062 |
+1,264 |
| Jan10 |
090527 |
474.5 |
479.1 |
474.1 |
474.1 |
-3.9 |
3 |
4,807 |
+551 |
| Mar10 |
090527 |
476.5 |
483.6 |
476.5 |
478.2 |
-4.3 |
30 |
1,427 |
+5 |
| May10 |
090527 |
479.7 |
480.2 |
479.7 |
480.2 |
-4.3 |
30 |
422 |
+0 |
| Total Volume and Open Interest |
1,901 |
116,040 |
+1,445 |
| Corn(CBOT) |
| Jul09 |
090527 |
428.00 |
432.25 |
424.25 |
426.00 |
-1.50 |
103,102 |
361,204 |
-3,557 |
| Sep09 |
090527 |
438.00 |
442.50 |
434.75 |
436.25 |
-1.50 |
23,747 |
119,528 |
+7,790 |
| Dec09 |
090527 |
450.00 |
455.75 |
447.75 |
449.75 |
-0.50 |
40,266 |
292,552 |
+5,851 |
| Mar10 |
090527 |
461.00 |
466.50 |
458.50 |
460.50 |
-0.50 |
5,978 |
46,114 |
+588 |
| May10 |
090527 |
468.00 |
473.75 |
466.50 |
468.00 |
-0.50 |
1,081 |
8,255 |
-6 |
| Jul10 |
090527 |
475.00 |
481.00 |
474.00 |
475.00 |
-0.50 |
2,033 |
26,597 |
+446 |
| Total Volume and Open Interest |
178,923 |
902,097 |
+11,786 |
| Wheat(CBOT) |
| Jul09 |
090527 |
612.75 |
629.00 |
610.00 |
625.75 |
+13.75 |
46,178 |
169,956 |
+1,567 |
| Sep09 |
090527 |
637.50 |
654.25 |
637.50 |
651.75 |
+13.75 |
8,962 |
53,584 |
+667 |
| Dec09 |
090527 |
663.00 |
677.25 |
660.25 |
674.25 |
+13.50 |
14,545 |
66,179 |
+1,594 |
| Mar10 |
090527 |
681.50 |
691.25 |
676.75 |
690.00 |
+13.25 |
590 |
5,130 |
+367 |
| May10 |
090527 |
691.75 |
700.00 |
684.75 |
699.75 |
+15.00 |
24 |
844 |
-7 |
| Total Volume and Open Interest |
70,840 |
310,561 |
+4,459 |
| Wheat(KCBT) |
| Jul09 |
090527 |
661.75 |
678.50 |
661.00 |
675.00 |
+12.75 |
9,031 |
42,245 |
+618 |
| Sep09 |
090527 |
672.50 |
688.50 |
672.50 |
685.75 |
+12.75 |
1,705 |
10,128 |
+234 |
| Dec09 |
090527 |
689.00 |
704.25 |
689.00 |
701.75 |
+13.00 |
1,750 |
22,250 |
+832 |
| Mar10 |
090527 |
709.00 |
717.50 |
703.50 |
715.00 |
+13.25 |
190 |
1,127 |
+62 |
| May10 |
090527 |
716.00 |
722.25 |
709.75 |
720.00 |
+15.25 |
6 |
109 |
+6 |
| Total Volume and Open Interest |
12,912 |
78,846 |
+1,895 |
| Wheat(MGE) |
| Jul09 |
090527 |
754.00 |
781.50 |
752.75 |
779.75 |
+25.00 |
2,503 |
12,930 |
-1 |
| Sep09 |
090527 |
747.00 |
777.75 |
747.00 |
775.25 |
+24.50 |
732 |
9,519 |
+238 |
| Dec09 |
090527 |
758.00 |
783.00 |
758.00 |
781.75 |
+23.00 |
503 |
6,082 |
-49 |
| Mar10 |
090527 |
779.25 |
789.25 |
774.75 |
788.00 |
+24.50 |
137 |
998 |
+2 |
| May10 |
090527 |
782.00 |
788.25 |
779.25 |
787.50 |
+23.00 |
61 |
270 |
-21 |
| Total Volume and Open Interest |
4,066 |
30,378 |
+200 |
| Oats(CBOT) |
| Jul09 |
090527 |
248.75 |
257.25 |
248.00 |
253.75 |
+6.00 |
1,380 |
6,858 |
+0 |
| Sep09 |
090527 |
258.50 |
263.25 |
256.00 |
262.25 |
+6.25 |
51 |
188 |
+11 |
| Dec09 |
090527 |
267.50 |
275.75 |
267.50 |
273.50 |
+5.75 |
526 |
5,970 |
+395 |
| Mar10 |
090527 |
287.50 |
287.50 |
281.75 |
287.50 |
+5.75 |
1 |
21 |
+0 |
| Total Volume and Open Interest |
1,958 |
13,037 |
+406 |
| Rough Rice(CBOT) |
| Jul09 |
090527 |
11.96 |
12.05 |
11.88 |
11.98 |
+0.07 |
761 |
3,899 |
+173 |
| Sep09 |
090527 |
12.22 |
12.28 |
12.15 |
12.22 |
+0.05 |
139 |
2,051 |
+65 |
| Nov09 |
090527 |
12.33 |
12.36 |
12.23 |
12.34 |
+0.09 |
105 |
1,637 |
+4 |
| Jan10 |
090527 |
12.52 |
12.52 |
12.50 |
12.52 |
+0.02 |
0 |
237 |
+0 |
| Total Volume and Open Interest |
1,005 |
8,167 |
+242 |
| Live Cattle(CME) |
| Jun09 |
090527 |
82.750 |
83.135 |
82.230 |
82.385 |
-0.445 |
8,066 |
32,808 |
-2,422 |
| Aug09 |
090527 |
83.750 |
84.200 |
82.950 |
83.100 |
-0.730 |
10,680 |
87,367 |
-1,180 |
| Oct09 |
090527 |
89.150 |
89.680 |
88.950 |
89.230 |
-0.220 |
4,986 |
48,073 |
+1,279 |
| Dec09 |
090527 |
91.350 |
91.500 |
90.950 |
91.150 |
-0.235 |
2,390 |
18,730 |
+971 |
| Feb10 |
090527 |
93.400 |
93.500 |
92.980 |
93.200 |
-0.200 |
388 |
9,461 |
+25 |
| Apr10 |
090527 |
95.000 |
95.180 |
94.700 |
94.900 |
-0.135 |
479 |
2,705 |
+134 |
| Total Volume and Open Interest |
27,022 |
199,694 |
-1,188 |
| Feeder Cattle(CME) |
| Aug09 |
090527 |
102.500 |
103.200 |
102.300 |
102.450 |
-0.130 |
1,177 |
14,575 |
+440 |
| Sep09 |
090527 |
103.000 |
103.300 |
102.400 |
102.535 |
-0.315 |
265 |
2,756 |
+27 |
| Oct09 |
090527 |
103.000 |
103.430 |
102.500 |
102.730 |
-0.320 |
181 |
2,949 |
+73 |
| Nov09 |
090527 |
103.600 |
103.900 |
103.000 |
103.150 |
-0.280 |
79 |
708 |
+18 |
| Jan10 |
090527 |
102.080 |
102.250 |
101.830 |
102.000 |
+0.300 |
8 |
86 |
+5 |
| Mar10 |
090527 |
100.800 |
100.800 |
100.700 |
100.800 |
+0.470 |
4 |
15 |
+2 |
| Apr10 |
090527 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,714 |
21,090 |
+565 |
| Lean Hogs(CME) |
| Jun09 |
090527 |
65.550 |
65.785 |
64.850 |
65.285 |
-0.265 |
5,368 |
30,925 |
-384 |
| Jul09 |
090527 |
67.180 |
67.430 |
66.450 |
66.635 |
-0.545 |
5,018 |
49,244 |
+1,330 |
| Aug09 |
090527 |
68.250 |
68.400 |
67.830 |
67.950 |
-0.300 |
2,749 |
32,432 |
+432 |
| Oct09 |
090527 |
63.400 |
63.800 |
63.250 |
63.285 |
-0.095 |
1,511 |
25,258 |
+149 |
| Dec09 |
090527 |
64.000 |
64.200 |
63.450 |
63.485 |
-0.465 |
547 |
7,308 |
+69 |
| Feb10 |
090527 |
68.250 |
68.250 |
67.700 |
68.080 |
-0.170 |
81 |
1,653 |
+13 |
| Apr10 |
090527 |
71.200 |
71.200 |
70.800 |
71.100 |
unch |
64 |
794 |
+17 |
| May10 |
090527 |
75.000 |
75.975 |
74.535 |
75.700 |
-0.300 |
5 |
66 |
+5 |
| Total Volume and Open Interest |
15,419 |
148,129 |
+148,129 |
| Pork Bellies(CME) |
| Jul09 |
090527 |
72.400 |
73.500 |
72.080 |
72.650 |
+0.220 |
107 |
659 |
-34 |
| Aug09 |
090527 |
73.250 |
73.250 |
72.200 |
73.000 |
-0.500 |
4 |
135 |
-3 |
| Feb10 |
090527 |
89.000 |
89.600 |
89.000 |
89.000 |
-0.800 |
0 |
7 |
+0 |
| Mar10 |
090527 |
89.500 |
89.500 |
89.500 |
89.500 |
-0.800 |
0 |
5 |
+0 |
| May10 |
090527 |
91.300 |
91.300 |
91.300 |
91.300 |
unch |
|
|
|
| Total Volume and Open Interest |
111 |
806 |
|
| Class III Milk(CME) |
| May09 |
090527 |
9.84 |
9.86 |
9.82 |
9.84 |
+0.01 |
20 |
4,801 |
+21 |
| Jun09 |
090527 |
10.22 |
10.27 |
10.18 |
10.26 |
+0.08 |
78 |
5,132 |
+1 |
| Jul09 |
090527 |
11.13 |
11.31 |
11.08 |
11.31 |
+0.22 |
441 |
3,797 |
+119 |
| Aug09 |
090527 |
12.38 |
12.60 |
12.36 |
12.58 |
+0.18 |
391 |
3,404 |
+121 |
| Sep09 |
090527 |
13.61 |
13.85 |
13.60 |
13.78 |
+0.16 |
239 |
2,966 |
+41 |
| Total Volume and Open Interest |
1,418 |
29,861 |
+351 |
| Cocoa(ICE) |
| Jul09 |
090527 |
2409 |
2530 |
2409 |
2509 |
+95 |
0 |
45,845 |
+1,277 |
| Sep09 |
090527 |
2439 |
2549 |
2439 |
2528 |
+87 |
0 |
32,704 |
+780 |
| Dec09 |
090527 |
2471 |
2562 |
2471 |
2544 |
+84 |
0 |
19,965 |
+143 |
| Mar10 |
090527 |
2509 |
2580 |
2500 |
2549 |
+75 |
0 |
11,529 |
+8 |
| May10 |
090527 |
2507 |
2571 |
2507 |
2553 |
+73 |
0 |
2,802 |
+137 |
| Jul10 |
090527 |
2550 |
2567 |
2539 |
2560 |
+74 |
0 |
2,829 |
-3 |
| Sep10 |
090527 |
2563 |
2563 |
2563 |
2563 |
+74 |
0 |
1,876 |
+0 |
| Total Volume and Open Interest |
8,678 |
118,819 |
+0 |
| Coffee "C"(ICE) |
| Jul09 |
090527 |
136.70 |
137.80 |
134.10 |
135.50 |
-0.95 |
0 |
68,548 |
-57 |
| Sep09 |
090527 |
138.50 |
139.55 |
136.00 |
137.40 |
-0.90 |
0 |
33,552 |
+1,007 |
| Dec09 |
090527 |
140.00 |
141.15 |
138.10 |
139.15 |
-0.95 |
0 |
20,573 |
+309 |
| Mar10 |
090527 |
143.00 |
143.20 |
141.25 |
141.25 |
-1.00 |
0 |
12,030 |
-50 |
| May10 |
090527 |
144.80 |
144.85 |
142.85 |
142.85 |
-1.05 |
0 |
3,333 |
-78 |
| Jul10 |
090527 |
146.30 |
146.30 |
144.40 |
144.40 |
-1.05 |
0 |
1,317 |
+198 |
| Total Volume and Open Interest |
14,479 |
139,983 |
+0 |
| Orange Juice(ICE) |
| Jul09 |
090527 |
92.60 |
94.95 |
91.90 |
94.15 |
+1.65 |
0 |
22,530 |
+363 |
| Sep09 |
090527 |
95.60 |
98.05 |
95.20 |
97.25 |
+1.75 |
0 |
4,197 |
+34 |
| Nov09 |
090527 |
98.60 |
100.25 |
98.60 |
100.25 |
+1.70 |
0 |
3,128 |
+25 |
| Jan10 |
090527 |
103.25 |
103.25 |
103.25 |
103.25 |
+1.70 |
0 |
203 |
+2 |
| Mar10 |
090527 |
106.40 |
106.40 |
106.30 |
106.30 |
+1.70 |
0 |
97 |
+0 |
| May10 |
090527 |
108.50 |
108.50 |
108.50 |
108.50 |
+1.70 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,041 |
29,962 |
+0 |
| Sugar #11(ICE) |
| Jul09 |
090527 |
15.70 |
15.93 |
15.51 |
15.77 |
-0.17 |
0 |
322,438 |
-1,067 |
| Oct09 |
090527 |
16.72 |
16.83 |
16.48 |
16.77 |
-0.08 |
0 |
171,062 |
+2,693 |
| Mar10 |
090527 |
17.47 |
17.55 |
17.21 |
17.50 |
-0.06 |
0 |
103,389 |
+1,207 |
| May10 |
090527 |
17.04 |
17.19 |
16.89 |
17.16 |
-0.01 |
0 |
25,977 |
+586 |
| Jul10 |
090527 |
16.75 |
16.80 |
16.52 |
16.80 |
+0.02 |
0 |
19,873 |
+1,125 |
| Total Volume and Open Interest |
76,436 |
716,981 |
+0 |
| Sugar #14(ICE) |
| Jul09 |
090527 |
21.80 |
21.85 |
21.50 |
21.85 |
-0.10 |
0 |
1,399 |
-310 |
| Sep09 |
090527 |
22.49 |
22.49 |
22.49 |
22.49 |
-0.01 |
0 |
2,435 |
+37 |
| Total Volume and Open Interest |
304 |
4,107 |
+0 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090527 |
1608 |
1650 |
1608 |
1643 |
+34 |
0 |
30,712 |
+190 |
| Dec09 |
090527 |
1618 |
1644 |
1613 |
1634 |
+26 |
0 |
27,857 |
-26 |
| Mar10 |
090527 |
1615 |
1640 |
1610 |
1633 |
+26 |
0 |
18,330 |
-101 |
| May10 |
090527 |
1617 |
1643 |
1611 |
1633 |
+24 |
0 |
7,615 |
+44 |
| Jul10 |
090527 |
1641 |
1641 |
1618 |
1636 |
+27 |
0 |
2,132 |
+43 |
| Sep10 |
090527 |
1631 |
1640 |
1625 |
1640 |
+27 |
0 |
1,194 |
+0 |
| Total Volume and Open Interest |
7,326 |
151,229 |
+950 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090527 |
450.10 |
452.40 |
446.20 |
451.90 |
+1.20 |
0 |
44,780 |
-177 |
| Oct09 |
090527 |
455.50 |
457.00 |
453.30 |
456.60 |
+0.60 |
0 |
24,717 |
+237 |
| Dec09 |
090527 |
457.00 |
459.00 |
453.90 |
457.90 |
-0.10 |
0 |
8,013 |
-29 |
| Mar10 |
090527 |
462.50 |
462.50 |
458.10 |
461.80 |
-1.20 |
0 |
7,977 |
+63 |
| May10 |
090527 |
454.30 |
454.30 |
454.30 |
454.30 |
-1.00 |
0 |
887 |
+44 |
| Total Volume and Open Interest |
2,582 |
88,393 |
+321 |
| Cotton(ICE) |
| Jul09 |
090527 |
55.10 |
55.75 |
54.76 |
55.58 |
+0.52 |
0 |
84,528 |
-489 |
| Oct09 |
090527 |
57.50 |
57.80 |
57.10 |
57.80 |
+0.67 |
0 |
2,645 |
+6 |
| Dec09 |
090527 |
58.31 |
59.11 |
58.28 |
59.06 |
+0.49 |
0 |
38,559 |
+270 |
| Mar10 |
090527 |
60.55 |
61.16 |
60.55 |
61.16 |
+0.61 |
0 |
7,651 |
-52 |
| May10 |
090527 |
61.94 |
62.29 |
61.94 |
62.29 |
+0.59 |
0 |
221 |
+7 |
| Jul10 |
090527 |
63.04 |
63.41 |
63.04 |
63.41 |
+0.71 |
0 |
951 |
+79 |
| Total Volume and Open Interest |
5,168 |
136,785 |
+0 |
| Lumber(CME) |
| Jul09 |
090527 |
175.2 |
185.2 |
173.7 |
185.2 |
+10.0 |
234 |
5,459 |
-157 |
| Sep09 |
090527 |
190.2 |
200.1 |
189.0 |
200.1 |
+10.0 |
103 |
1,892 |
-19 |
| Nov09 |
090527 |
186.9 |
192.9 |
186.7 |
192.0 |
+6.0 |
3 |
241 |
-8 |
| Jan10 |
090527 |
205.4 |
212.5 |
204.6 |
212.5 |
+7.7 |
8 |
175 |
+3 |
| Total Volume and Open Interest |
348 |
7,777 |
-181 |
| Crude Oil(NYM) |
| Jul09 |
090527 |
62.87 |
63.82 |
62.19 |
63.45 |
+1.00 |
186,302 |
342,463 |
-2,431 |
| Aug09 |
090527 |
63.24 |
64.47 |
62.83 |
64.16 |
+1.06 |
42,907 |
91,756 |
-1,912 |
| Sep09 |
090527 |
63.87 |
65.00 |
63.44 |
64.74 |
+1.04 |
18,536 |
70,236 |
-846 |
| Oct09 |
090527 |
64.36 |
65.33 |
63.92 |
65.22 |
+1.01 |
5,981 |
41,834 |
-819 |
| Nov09 |
090527 |
64.85 |
65.87 |
64.70 |
65.72 |
+1.00 |
6,184 |
21,446 |
-1,111 |
| Dec09 |
090527 |
65.35 |
66.41 |
64.96 |
66.23 |
+1.00 |
18,339 |
124,722 |
+1,185 |
| Jan10 |
090527 |
66.05 |
66.67 |
66.05 |
66.65 |
+1.00 |
1,954 |
24,210 |
-18 |
| Feb10 |
090527 |
66.50 |
67.04 |
66.03 |
67.03 |
+0.98 |
957 |
14,963 |
-117 |
| Mar10 |
090527 |
66.62 |
67.45 |
66.62 |
67.42 |
+0.96 |
828 |
15,067 |
+129 |
| Apr10 |
090527 |
66.95 |
67.82 |
66.95 |
67.82 |
+0.94 |
243 |
6,620 |
+3 |
| May10 |
090527 |
68.20 |
68.20 |
68.08 |
68.20 |
+0.91 |
145 |
5,507 |
+53 |
| Jun10 |
090527 |
67.70 |
68.78 |
67.61 |
68.57 |
+0.87 |
2,124 |
32,459 |
+45 |
| Jul10 |
090527 |
68.22 |
68.86 |
68.22 |
68.86 |
+0.83 |
82 |
7,223 |
+33 |
| Aug10 |
090527 |
69.15 |
69.15 |
69.15 |
69.15 |
+0.79 |
60 |
4,171 |
-13 |
| Sep10 |
090527 |
69.43 |
69.43 |
69.43 |
69.43 |
+0.74 |
112 |
8,202 |
-13 |
| Oct10 |
090527 |
69.71 |
69.71 |
69.71 |
69.71 |
+0.69 |
81 |
3,808 |
-19 |
| Total Volume and Open Interest |
291,427 |
1,098,915 |
-4,601 |
| 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 |
090526 |
61.575 |
62.525 |
59.550 |
62.450 |
+0.775 |
9,288 |
3,399 |
+137 |
| Aug09 |
090527 |
63.500 |
64.400 |
62.950 |
64.150 |
+1.050 |
353 |
534 |
+18 |
| Sep09 |
090527 |
63.725 |
64.850 |
63.725 |
64.750 |
+1.050 |
9 |
176 |
+2 |
| Oct09 |
090527 |
64.900 |
65.225 |
64.575 |
65.225 |
+1.025 |
0 |
27 |
+0 |
| Nov09 |
090527 |
65.500 |
65.725 |
65.500 |
65.725 |
+1.000 |
0 |
24 |
+0 |
| Dec09 |
090527 |
65.800 |
66.225 |
65.200 |
66.225 |
+1.000 |
2 |
84 |
+0 |
| Jan10 |
090527 |
66.650 |
66.650 |
66.650 |
66.650 |
+1.000 |
|
|
|
| Feb10 |
090527 |
67.025 |
67.025 |
67.025 |
67.025 |
+0.975 |
|
|
|
| Total Volume and Open Interest |
9,143 |
4,501 |
+220 |
| Heating Oil(NYM) |
| Jun09 |
090527 |
154.60 |
157.28 |
153.50 |
156.17 |
+1.64 |
21,120 |
26,367 |
-2,485 |
| Jul09 |
090527 |
157.03 |
160.00 |
156.16 |
158.83 |
+1.73 |
28,046 |
57,019 |
+746 |
| Aug09 |
090527 |
160.80 |
163.64 |
159.93 |
162.65 |
+1.81 |
9,482 |
26,361 |
+1,164 |
| Sep09 |
090527 |
166.90 |
167.79 |
164.11 |
166.80 |
+1.90 |
5,584 |
19,206 |
-359 |
| Oct09 |
090527 |
169.29 |
170.84 |
168.01 |
170.70 |
+2.15 |
1,422 |
14,428 |
-112 |
| Nov09 |
090527 |
172.25 |
173.95 |
171.43 |
173.95 |
+2.15 |
1,652 |
12,765 |
-130 |
| Dec09 |
090527 |
176.22 |
178.02 |
174.57 |
177.15 |
+2.10 |
6,346 |
28,803 |
+335 |
| Jan10 |
090527 |
178.60 |
180.50 |
178.32 |
180.35 |
+2.05 |
1,791 |
11,465 |
+84 |
| Feb10 |
090527 |
181.72 |
182.70 |
180.92 |
182.70 |
+2.05 |
784 |
8,177 |
+270 |
| Mar10 |
090527 |
182.00 |
184.05 |
182.00 |
184.05 |
+2.05 |
866 |
5,421 |
-135 |
| Apr10 |
090527 |
183.54 |
184.45 |
183.54 |
184.45 |
+2.05 |
933 |
3,446 |
+110 |
| May10 |
090527 |
185.00 |
185.25 |
183.50 |
185.25 |
+2.05 |
425 |
4,049 |
+207 |
| Total Volume and Open Interest |
81,023 |
266,665 |
+213 |
| Gasoline(NYMEX) |
| Jun09 |
090527 |
187.20 |
189.92 |
184.84 |
189.17 |
+3.93 |
23,430 |
36,521 |
-3,816 |
| Jul09 |
090527 |
182.99 |
186.17 |
181.58 |
185.50 |
+3.32 |
33,149 |
91,897 |
+510 |
| Aug09 |
090527 |
181.50 |
183.88 |
179.73 |
183.27 |
+3.11 |
10,591 |
34,700 |
-166 |
| Sep09 |
090527 |
180.93 |
181.70 |
178.12 |
181.46 |
+3.12 |
5,991 |
24,864 |
+809 |
| Oct09 |
090527 |
167.60 |
169.80 |
166.68 |
169.80 |
+3.33 |
3,106 |
16,469 |
+78 |
| Nov09 |
090527 |
165.00 |
167.93 |
165.00 |
167.86 |
+3.22 |
2,096 |
6,830 |
+520 |
| Dec09 |
090527 |
166.25 |
168.25 |
164.84 |
167.95 |
+3.06 |
2,719 |
11,301 |
+75 |
| Jan10 |
090527 |
170.15 |
170.15 |
170.15 |
170.15 |
+3.01 |
563 |
3,405 |
+228 |
| Feb10 |
090527 |
172.55 |
172.55 |
172.55 |
172.55 |
+2.86 |
59 |
905 |
+22 |
| Mar10 |
090527 |
173.00 |
175.30 |
173.00 |
175.30 |
+2.76 |
1 |
1,639 |
+1 |
| Total Volume and Open Interest |
81,706 |
238,068 |
-1,739 |
| e-miNY RBOB Gasoline(NYM) |
| Jun09 |
090527 |
1.85 |
1.85 |
1.85 |
1.89 |
+0.04 |
|
|
|
| Jul09 |
090527 |
185.50 |
185.50 |
185.50 |
185.50 |
+3.32 |
0 |
1 |
+0 |
| Aug09 |
090527 |
183.27 |
183.27 |
183.27 |
183.27 |
+3.11 |
|
|
|
| Sep09 |
090527 |
181.46 |
181.46 |
181.46 |
181.46 |
+3.12 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jun09 |
090527 |
3.570 |
3.578 |
3.452 |
3.538 |
+0.001 |
53,970 |
30,745 |
-6,012 |
| Jul09 |
090527 |
3.682 |
3.687 |
3.550 |
3.638 |
-0.005 |
46,084 |
128,085 |
+2,776 |
| Aug09 |
090527 |
3.791 |
3.808 |
3.672 |
3.758 |
-0.009 |
11,983 |
51,409 |
+2,949 |
| Sep09 |
090527 |
3.890 |
3.890 |
3.776 |
3.858 |
-0.010 |
6,308 |
47,583 |
+439 |
| Oct09 |
090527 |
4.045 |
4.064 |
3.946 |
4.024 |
-0.009 |
8,669 |
60,099 |
+352 |
| Nov09 |
090527 |
4.721 |
4.739 |
4.646 |
4.727 |
-0.001 |
2,056 |
28,213 |
+246 |
| Dec09 |
090527 |
5.471 |
5.494 |
5.395 |
5.476 |
+0.003 |
2,194 |
36,802 |
+63 |
| Jan10 |
090527 |
5.804 |
5.808 |
5.718 |
5.796 |
-0.002 |
2,353 |
33,992 |
+45 |
| Feb10 |
090527 |
5.840 |
5.861 |
5.780 |
5.850 |
unch |
568 |
16,679 |
+68 |
| Mar10 |
090527 |
5.800 |
5.825 |
5.745 |
5.818 |
+0.008 |
1,478 |
36,200 |
-93 |
| Apr10 |
090527 |
5.692 |
5.707 |
5.632 |
5.701 |
+0.016 |
1,267 |
35,144 |
-244 |
| May10 |
090527 |
5.750 |
5.764 |
5.700 |
5.756 |
+0.016 |
284 |
13,002 |
-11 |
| Jun10 |
090527 |
5.852 |
5.870 |
5.825 |
5.869 |
+0.017 |
228 |
8,256 |
+60 |
| Jul10 |
090527 |
5.974 |
6.002 |
5.954 |
5.994 |
+0.017 |
202 |
7,465 |
+17 |
| Aug10 |
090527 |
6.067 |
6.089 |
6.060 |
6.089 |
+0.018 |
621 |
8,083 |
+496 |
| Sep10 |
090527 |
6.122 |
6.139 |
6.122 |
6.139 |
+0.018 |
31 |
6,352 |
-1 |
| Total Volume and Open Interest |
138,709 |
689,984 |
+1,165 |
| Brent Crude Oil(ICE) |
| Jul09 |
090527 |
61.43 |
62.75 |
60.99 |
62.50 |
+1.26 |
9,465 |
160,988 |
-7,874 |
| Aug09 |
090527 |
62.23 |
63.42 |
61.76 |
63.19 |
+1.18 |
3,915 |
110,418 |
-802 |
| Sep09 |
090527 |
62.90 |
63.97 |
62.65 |
63.83 |
+1.13 |
1,365 |
67,525 |
-151 |
| Oct09 |
090527 |
63.70 |
64.53 |
63.35 |
64.46 |
+1.13 |
546 |
33,361 |
-109 |
| Nov09 |
090527 |
64.31 |
65.22 |
64.00 |
65.10 |
+1.15 |
431 |
18,768 |
-230 |
| Dec09 |
090527 |
64.71 |
65.86 |
64.64 |
65.73 |
+1.16 |
480 |
88,846 |
-1,103 |
| Jan10 |
090527 |
65.97 |
66.31 |
65.38 |
66.31 |
+1.16 |
33 |
21,868 |
-209 |
| Feb10 |
090527 |
66.51 |
66.94 |
65.90 |
66.84 |
+1.14 |
20 |
10,407 |
-114 |
| Mar10 |
090527 |
66.50 |
67.44 |
66.50 |
67.34 |
+1.11 |
0 |
7,687 |
+11 |
| Apr10 |
090527 |
67.81 |
67.81 |
67.81 |
67.81 |
+1.06 |
0 |
4,441 |
-12 |
| May10 |
090527 |
68.25 |
68.25 |
68.25 |
68.25 |
+1.01 |
0 |
3,854 |
+34 |
| Jun10 |
090527 |
67.97 |
68.73 |
67.83 |
68.63 |
+0.96 |
0 |
16,918 |
+37 |
| Jul10 |
090527 |
68.95 |
68.95 |
68.95 |
68.95 |
+0.89 |
1 |
6,100 |
-1 |
| Aug10 |
090527 |
69.24 |
69.24 |
69.24 |
69.24 |
+0.82 |
1 |
5,848 |
+7 |
| Total Volume and Open Interest |
16,368 |
689,479 |
-10,744 |
| Gas Oil(ICE) |
| Jun09 |
090527 |
484.00 |
495.00 |
482.75 |
487.50 |
+6.25 |
6,247 |
81,662 |
-5,662 |
| Jul09 |
090527 |
498.00 |
507.50 |
495.00 |
500.00 |
+6.50 |
6,114 |
81,529 |
+1,571 |
| Aug09 |
090527 |
512.00 |
519.75 |
509.25 |
512.50 |
+6.50 |
1,110 |
44,410 |
+723 |
| Sep09 |
090527 |
523.75 |
530.00 |
521.75 |
524.75 |
+6.50 |
1,016 |
36,583 |
+884 |
| Oct09 |
090527 |
535.00 |
540.50 |
534.00 |
536.00 |
+6.50 |
499 |
30,681 |
+888 |
| Nov09 |
090527 |
548.50 |
548.50 |
544.75 |
545.75 |
+7.00 |
4 |
16,975 |
-393 |
| Dec09 |
090527 |
557.25 |
560.00 |
550.25 |
554.50 |
+7.25 |
81 |
58,977 |
+1,177 |
| Jan10 |
090527 |
566.00 |
566.25 |
561.50 |
563.75 |
+7.25 |
0 |
21,165 |
+33 |
| Feb10 |
090527 |
572.00 |
572.00 |
572.00 |
572.00 |
+7.00 |
0 |
12,184 |
-68 |
| Mar10 |
090527 |
578.25 |
580.00 |
578.25 |
579.50 |
+7.00 |
0 |
14,483 |
+83 |
| Total Volume and Open Interest |
15,071 |
496,134 |
-217 |
| Ethanol(CBOT) |
| May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
| Jun09 |
090527 |
1.705 |
1.710 |
1.700 |
1.703 |
+0.003 |
39 |
651 |
+18 |
| Jul09 |
090527 |
1.710 |
1.725 |
1.710 |
1.714 |
+0.004 |
28 |
900 |
+5 |
| Aug09 |
090527 |
1.725 |
1.725 |
1.725 |
1.725 |
+0.007 |
35 |
369 |
+29 |
| Sep09 |
090527 |
1.730 |
1.730 |
1.730 |
1.730 |
+0.022 |
10 |
199 |
+0 |
| Oct09 |
090527 |
1.710 |
1.735 |
1.710 |
1.714 |
unch |
20 |
230 |
+15 |
| Nov09 |
090527 |
1.720 |
1.730 |
1.715 |
1.722 |
+0.004 |
16 |
397 |
+15 |
| Dec09 |
090527 |
1.730 |
1.730 |
1.725 |
1.725 |
-0.005 |
15 |
447 |
+5 |
| Total Volume and Open Interest |
198 |
4,747 |
+117 |
| US Dollar Index(ICE) |
| Jun09 |
090527 |
80.160 |
80.980 |
80.035 |
80.415 |
+0.210 |
570 |
31,848 |
+423 |
| Sep09 |
090527 |
80.625 |
81.300 |
80.480 |
80.850 |
+0.225 |
13 |
2,560 |
+132 |
| Dec09 |
090527 |
80.900 |
81.200 |
80.900 |
81.200 |
+0.225 |
0 |
18 |
+1 |
| Total Volume and Open Interest |
583 |
34,426 |
+556 |
| Australian Dollar(CME) |
| Jun09 |
090527 |
78.57 |
78.81 |
77.46 |
78.16 |
-0.17 |
40,178 |
86,724 |
-550 |
| Sep09 |
090527 |
78.09 |
78.30 |
77.07 |
77.66 |
-0.18 |
197 |
1,509 |
+35 |
| Dec09 |
090527 |
77.00 |
77.56 |
76.55 |
77.22 |
-0.17 |
10 |
220 |
-10 |
| Total Volume and Open Interest |
40,385 |
88,468 |
-525 |
| British Pound(CME) |
| Jun09 |
090527 |
159.33 |
160.84 |
159.25 |
160.45 |
+1.20 |
73,094 |
83,174 |
-3,845 |
| Sep09 |
090527 |
159.70 |
160.78 |
159.20 |
160.40 |
+1.20 |
4,089 |
8,605 |
+2,776 |
| Dec09 |
090527 |
159.78 |
160.40 |
159.13 |
160.35 |
+1.22 |
11 |
96 |
-43 |
| Total Volume and Open Interest |
77,194 |
91,877 |
-1,112 |
| Canadian Dollar(CME) |
| Jun09 |
090527 |
89.63 |
90.12 |
89.15 |
89.72 |
+0.26 |
66,691 |
81,439 |
+2,506 |
| Sep09 |
090527 |
89.59 |
90.17 |
89.25 |
89.78 |
+0.26 |
1,112 |
4,347 |
+511 |
| Dec09 |
090527 |
89.90 |
90.21 |
89.43 |
89.86 |
+0.26 |
190 |
1,548 |
+97 |
| Mar10 |
090527 |
89.90 |
90.26 |
89.52 |
89.91 |
+0.26 |
18 |
494 |
+2 |
| Total Volume and Open Interest |
68,020 |
88,032 |
+3,118 |
| Japanese Yen(CME) |
| Jun09 |
090527 |
105.37 |
105.68 |
104.72 |
105.06 |
-0.24 |
74,325 |
94,032 |
+548 |
| Sep09 |
090527 |
105.15 |
105.78 |
104.84 |
105.18 |
-0.22 |
1,077 |
1,650 |
-117 |
| Dec09 |
090527 |
105.59 |
105.64 |
105.18 |
105.32 |
-0.20 |
23 |
131 |
+16 |
| Total Volume and Open Interest |
75,425 |
95,826 |
+447 |
| Swiss Franc(CME) |
| Jun09 |
090527 |
92.28 |
92.51 |
91.25 |
92.01 |
-0.25 |
32,701 |
38,636 |
+228 |
| Sep09 |
090527 |
92.20 |
92.62 |
91.60 |
92.13 |
-0.24 |
252 |
1,251 |
+112 |
| Dec09 |
090527 |
92.28 |
92.52 |
92.23 |
92.28 |
-0.24 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
32,953 |
39,897 |
+340 |
| EuroFX(CME) |
| Jun09 |
090527 |
139.85 |
139.99 |
138.25 |
139.16 |
-0.66 |
183,497 |
129,826 |
+1,088 |
| Sep09 |
090527 |
139.80 |
139.86 |
138.20 |
139.05 |
-0.67 |
1,597 |
3,980 |
+357 |
| Dec09 |
090527 |
139.42 |
139.69 |
138.42 |
138.99 |
-0.63 |
54 |
145 |
+37 |
| Total Volume and Open Interest |
185,148 |
133,955 |
+1,482 |
| Mexican Peso(CME) |
| Jun09 |
090527 |
757.0 |
760.5 |
752.5 |
755.2 |
-1.0 |
4,679 |
44,665 |
-210 |
| Jul09 |
090527 |
754.0 |
755.0 |
754.0 |
754.0 |
-1.0 |
|
|
|
| Total Volume and Open Interest |
4,681 |
49,696 |
-210 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090527 |
118~025 |
118~180 |
115~235 |
116~220 |
-1~310 |
241,434 |
510,355 |
-62,817 |
| Sep09 |
090527 |
116~220 |
117~180 |
114~120 |
115~100 |
-1~305 |
82,967 |
224,361 |
+55,083 |
| Dec09 |
090527 |
115~035 |
116~020 |
113~105 |
114~020 |
-2~000 |
3 |
237 |
+0 |
| Total Volume and Open Interest |
324,404 |
734,997 |
-7,734 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090527 |
118~100 |
118~220 |
117~045 |
117~165 |
-1~070 |
673,648 |
873,308 |
-123,665 |
| Sep09 |
090527 |
116~245 |
117~045 |
115~190 |
115~310 |
-1~075 |
88,810 |
238,184 |
+49,851 |
| Dec09 |
090527 |
115~075 |
116~145 |
115~075 |
115~075 |
-1~070 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
762,458 |
1,111,497 |
-73,814 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090527 |
116~027 |
116~061 |
115~098 |
115~123 |
-0~062 |
408,401 |
700,034 |
-39,959 |
| Sep09 |
090527 |
115~051 |
115~072 |
114~106 |
115~002 |
-0~080 |
135,717 |
282,118 |
+75,121 |
| Dec09 |
090527 |
52~042 |
52~122 |
52~042 |
52~042 |
-0~080 |
|
|
|
| Total Volume and Open Interest |
544,118 |
982,152 |
+35,162 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090527 |
108~112 |
108~119 |
108~106 |
108~112 |
+0~002 |
4,581 |
436,333 |
-41,626 |
| Sep09 |
090527 |
108~033 |
108~056 |
108~029 |
108~039 |
-0~001 |
46,387 |
117,758 |
+18,587 |
| Dec09 |
090527 |
107~108 |
107~108 |
107~108 |
107~108 |
unch |
|
|
|
| Total Volume and Open Interest |
175,340 |
554,091 |
-23,039 |
| Eurodollars(CME) |
| Jun09 |
090527 |
99.253 |
99.320 |
99.243 |
99.290 |
+0.022 |
353,580 |
906,637 |
+11,320 |
| Sep09 |
090527 |
99.195 |
99.255 |
99.170 |
99.220 |
+0.010 |
274,892 |
1,035,578 |
+13,770 |
| Dec09 |
090527 |
98.980 |
99.045 |
98.955 |
98.990 |
-0.015 |
247,497 |
847,292 |
+2,657 |
| Mar10 |
090527 |
98.855 |
98.905 |
98.810 |
98.840 |
-0.030 |
230,200 |
745,167 |
+9,901 |
| Jun10 |
090527 |
98.600 |
98.630 |
98.520 |
98.555 |
-0.060 |
220,241 |
596,669 |
+11,763 |
| Sep10 |
090527 |
98.315 |
98.345 |
98.200 |
98.240 |
-0.085 |
157,489 |
473,308 |
+4,767 |
| Dec10 |
090527 |
97.970 |
98.000 |
97.835 |
97.875 |
-0.105 |
139,262 |
521,403 |
-7,088 |
| Mar11 |
090527 |
97.670 |
97.710 |
97.510 |
97.555 |
-0.135 |
122,047 |
323,347 |
-9,038 |
| Jun11 |
090527 |
97.340 |
97.380 |
97.150 |
97.200 |
-0.165 |
106,650 |
300,279 |
+6,846 |
| Sep11 |
090527 |
97.025 |
97.055 |
96.800 |
96.860 |
-0.190 |
83,232 |
196,698 |
+4,050 |
| Dec11 |
090527 |
96.675 |
96.715 |
96.445 |
96.510 |
-0.215 |
46,470 |
128,713 |
+360 |
| Mar12 |
090527 |
96.445 |
96.470 |
96.180 |
96.250 |
-0.245 |
45,532 |
106,726 |
-108 |
| Jun12 |
090527 |
96.225 |
96.240 |
95.920 |
96.010 |
-0.265 |
24,312 |
92,319 |
+646 |
| Sep12 |
090527 |
96.045 |
96.050 |
95.705 |
95.815 |
-0.285 |
24,906 |
67,061 |
+4,718 |
| Dec12 |
090527 |
95.875 |
95.880 |
95.505 |
95.625 |
-0.305 |
18,491 |
54,228 |
+2,349 |
| Mar13 |
090527 |
95.770 |
95.775 |
95.380 |
95.510 |
-0.320 |
15,409 |
60,390 |
+515 |
| Jun13 |
090527 |
95.620 |
95.645 |
95.230 |
95.370 |
-0.335 |
7,084 |
23,233 |
+370 |
| Sep13 |
090527 |
95.475 |
95.535 |
95.100 |
95.245 |
-0.350 |
8,181 |
41,097 |
-192 |
| Total Volume and Open Interest |
2,143,389 |
6,708,317 |
+58,433 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090527 |
99.817 |
99.820 |
99.817 |
99.817 |
unch |
749 |
70,326 |
-441 |
| Jun09 |
090527 |
99.805 |
99.815 |
99.800 |
99.805 |
unch |
1,787 |
50,904 |
-469 |
| Jul09 |
090527 |
99.790 |
99.805 |
99.790 |
99.790 |
unch |
2,674 |
40,804 |
+68 |
| Aug09 |
090527 |
99.770 |
99.785 |
99.765 |
99.770 |
-0.005 |
1,624 |
37,075 |
-738 |
| Sep09 |
090527 |
99.755 |
99.765 |
99.750 |
99.755 |
-0.005 |
1,393 |
31,507 |
-455 |
| Oct09 |
090527 |
99.735 |
99.745 |
99.730 |
99.735 |
-0.005 |
2,081 |
31,320 |
-312 |
| Total Volume and Open Interest |
17,259 |
426,641 |
+426,641 |
| 30 Day Fed Funds(e-CBOT) |
| May09 |
090519 |
99.815 |
99.820 |
99.815 |
99.817 |
unch |
3,637 |
67,687 |
+1,838 |
| Jun09 |
090519 |
99.805 |
99.810 |
99.800 |
99.805 |
-0.005 |
4,060 |
48,665 |
-408 |
| Jul09 |
090519 |
99.790 |
99.795 |
99.790 |
99.790 |
-0.010 |
5,385 |
41,577 |
+291 |
| Aug09 |
090519 |
99.770 |
99.780 |
99.770 |
99.780 |
+0.005 |
5,737 |
37,356 |
+148 |
| Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
| Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090527 |
99.46 |
99.46 |
99.45 |
99.45 |
-0.01 |
|
|
|
| Sep09 |
090527 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.01 |
|
|
|
| Dec09 |
090527 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Mar10 |
090527 |
99.52 |
99.53 |
99.52 |
99.53 |
+0.01 |
|
|
|
| Jun10 |
090527 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
| Sep10 |
090527 |
99.40 |
99.41 |
99.40 |
99.41 |
+0.01 |
|
|
|
| Dec10 |
090527 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
|
|
|
| Mar11 |
090527 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
| Jun11 |
090527 |
99.21 |
99.22 |
99.21 |
99.22 |
+0.01 |
|
|
|
| Sep11 |
090527 |
99.21 |
99.22 |
99.21 |
99.22 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090527 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
0 |
13,021 |
-21 |
| Sep09 |
090527 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
513 |
5,235 |
+490 |
| Dec09 |
090527 |
99.55 |
99.55 |
99.54 |
99.54 |
+0.01 |
0 |
2,801 |
+0 |
| Mar10 |
090527 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
0 |
2,410 |
+0 |
| Jun10 |
090527 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.01 |
0 |
800 |
+0 |
| Sep10 |
090527 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.01 |
0 |
281 |
+0 |
| Dec10 |
090527 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.01 |
0 |
252 |
+0 |
| Mar11 |
090527 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.01 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
513 |
26,787 |
+469 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090527 |
136.65 |
136.80 |
136.26 |
136.43 |
-0.51 |
1,631 |
15,372 |
+632 |
| Sep09 |
090527 |
135.89 |
135.93 |
135.89 |
135.93 |
-0.62 |
|
|
|
| Dec09 |
090527 |
135.93 |
135.93 |
135.93 |
135.93 |
-0.62 |
|
|
|
| Total Volume and Open Interest |
886 |
15,522 |
+150 |
| Euro-Bund(EUREX) |
| Jun09 |
090527 |
119.31 |
119.52 |
118.77 |
119.40 |
-0.23 |
166,247 |
864,307 |
+8,497 |
| Sep09 |
090527 |
118.62 |
118.86 |
118.21 |
118.77 |
-0.21 |
3,933 |
52,149 |
+5,275 |
| Dec09 |
090527 |
117.60 |
117.60 |
117.60 |
117.60 |
-0.24 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
170,180 |
916,469 |
+13,772 |
| Euro-Bobl(EUREX) |
| Jun09 |
090521 |
115.34 |
115.95 |
115.27 |
115.79 |
-0.15 |
492,831 |
742,996 |
+17,017 |
| Sep09 |
090527 |
114.29 |
114.36 |
114.06 |
114.29 |
-0.15 |
821 |
57,178 |
+1,578 |
| Dec09 |
090527 |
113.08 |
113.08 |
113.08 |
113.08 |
-0.17 |
|
|
|
| Total Volume and Open Interest |
143,982 |
788,918 |
-10,146 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090527 |
98.815 |
98.835 |
98.815 |
98.830 |
-0.005 |
36 |
8,493 |
-35 |
| Dec09 |
090527 |
98.690 |
98.700 |
98.690 |
98.700 |
-0.020 |
10 |
4,656 |
+0 |
| Total Volume and Open Interest |
522 |
35,973 |
+398 |
| Long Gilt(LIFFE) |
| Jun09 |
090519 |
120~14 |
121~01 |
120~10 |
120~26 |
+0~15 |
53,469 |
0 |
+0 |
| Sep09 |
090527 |
117~25 |
117~31 |
117~06 |
117~12 |
-0~21 |
0 |
21,551 |
+11,587 |
| Total Volume and Open Interest |
95,625 |
283,793 |
-733 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090527 |
98.83 |
98.86 |
98.79 |
98.83 |
-0.01 |
0 |
294,528 |
-1,802 |
| Sep09 |
090527 |
98.87 |
98.91 |
98.82 |
98.88 |
-0.01 |
0 |
281,766 |
-6,325 |
| Dec09 |
090527 |
98.70 |
98.71 |
98.62 |
98.68 |
-0.04 |
0 |
298,989 |
-3,188 |
| Mar10 |
090527 |
98.59 |
98.59 |
98.49 |
98.54 |
-0.06 |
0 |
362,792 |
+5,910 |
| Jun10 |
090527 |
98.29 |
98.29 |
98.19 |
98.23 |
-0.07 |
0 |
263,990 |
+2,044 |
| Sep10 |
090527 |
97.92 |
97.94 |
97.83 |
97.88 |
-0.07 |
0 |
253,195 |
-2,557 |
| Total Volume and Open Interest |
350,850 |
2,263,534 |
+4,540 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090518 |
98.865 |
98.900 |
98.860 |
98.895 |
+0.030 |
107,164 |
574,626 |
-9,763 |
| Sep09 |
090527 |
98.820 |
98.840 |
98.795 |
98.830 |
-0.005 |
26,789 |
580,711 |
+5,553 |
| Dec09 |
090527 |
98.705 |
98.715 |
98.670 |
98.700 |
-0.020 |
27,136 |
521,392 |
-6,579 |
| Total Volume and Open Interest |
207,078 |
3,550,747 |
-11,075 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090527 |
96.87 |
96.88 |
96.84 |
96.85 |
-0.02 |
8,672 |
239,701 |
-4,698 |
| Sep09 |
090527 |
97.01 |
97.03 |
96.96 |
96.99 |
-0.01 |
12,102 |
257,359 |
-1,367 |
| Dec09 |
090527 |
96.96 |
96.97 |
96.90 |
96.92 |
-0.03 |
10,399 |
146,628 |
+174 |
| Mar10 |
090527 |
96.69 |
96.71 |
96.62 |
96.65 |
-0.03 |
6,121 |
96,521 |
+1,549 |
| Jun10 |
090527 |
96.30 |
96.31 |
96.24 |
96.26 |
-0.03 |
2,969 |
72,654 |
-1,079 |
| Sep10 |
090527 |
95.90 |
95.90 |
95.82 |
95.85 |
-0.03 |
2,018 |
38,830 |
-191 |
| Dec10 |
090527 |
95.48 |
95.48 |
95.40 |
95.44 |
-0.03 |
1,313 |
24,125 |
-158 |
| Mar11 |
090527 |
95.12 |
95.12 |
95.03 |
95.07 |
-0.03 |
1,915 |
13,671 |
-434 |
| Jun11 |
090527 |
94.73 |
94.73 |
94.73 |
94.73 |
-0.04 |
843 |
1,946 |
-109 |
| Sep11 |
090527 |
94.44 |
94.44 |
94.44 |
94.44 |
-0.05 |
32 |
828 |
+39 |
| Total Volume and Open Interest |
46,815 |
893,447 |
-5,956 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090520 |
94.95 |
95.00 |
94.94 |
94.94 |
-0.08 |
19,452 |
0 |
-322,577 |
| Sep09 |
090527 |
94.77 |
94.77 |
94.58 |
94.58 |
-0.17 |
630 |
5,213 |
+2,646 |
| Total Volume and Open Interest |
18,478 |
337,696 |
-2,182 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090527 |
96.01 |
96.05 |
95.93 |
95.96 |
-0.06 |
60,679 |
578,322 |
+5,007 |
| Sep09 |
090527 |
95.81 |
95.81 |
95.69 |
95.71 |
-0.07 |
384 |
8,540 |
+8,540 |
| Total Volume and Open Interest |
61,063 |
586,862 |
+13,547 |
| Gold(CMX) |
| Jun09 |
090527 |
953.3 |
959.6 |
946.2 |
953.3 |
unch |
117,824 |
131,288 |
-12,786 |
| Aug09 |
090527 |
955.5 |
961.5 |
948.0 |
955.2 |
+0.1 |
33,689 |
142,721 |
+16,545 |
| Oct09 |
090527 |
956.0 |
961.4 |
950.2 |
956.6 |
+0.2 |
1,201 |
10,664 |
+4 |
| Dec09 |
090527 |
958.0 |
964.2 |
952.0 |
958.0 |
+0.2 |
3,790 |
35,938 |
+827 |
| Feb10 |
090527 |
959.4 |
959.4 |
959.4 |
959.4 |
+0.2 |
485 |
10,363 |
+416 |
| Apr10 |
090527 |
957.3 |
966.0 |
955.4 |
960.8 |
+0.3 |
670 |
14,379 |
+58 |
| Jun10 |
090527 |
962.4 |
962.4 |
962.4 |
962.4 |
+0.4 |
1,403 |
10,870 |
+457 |
| Aug10 |
090527 |
964.1 |
964.1 |
964.1 |
964.1 |
+0.4 |
0 |
537 |
+0 |
| Oct10 |
090527 |
966.0 |
966.0 |
966.0 |
966.0 |
+0.5 |
0 |
502 |
+0 |
| Dec10 |
090527 |
967.9 |
971.7 |
967.9 |
968.1 |
+0.6 |
544 |
12,559 |
+476 |
| Feb11 |
090527 |
970.7 |
970.7 |
970.7 |
970.7 |
+0.7 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
159,978 |
396,763 |
+396,763 |
| Silver(CMX) |
| May09 |
090527 |
1452.0 |
1493.0 |
1452.0 |
1485.3 |
+26.5 |
137 |
119 |
-10 |
| Jul09 |
090527 |
1462.5 |
1502.0 |
1439.0 |
1486.5 |
+26.5 |
20,458 |
58,092 |
+484 |
| Sep09 |
090527 |
1453.0 |
1502.0 |
1450.5 |
1488.8 |
+26.6 |
1,770 |
7,505 |
+72 |
| Dec09 |
090527 |
1458.5 |
1505.5 |
1455.0 |
1491.5 |
+26.8 |
1,016 |
13,297 |
+0 |
| Mar10 |
090527 |
1492.5 |
1493.8 |
1492.5 |
1493.8 |
+26.9 |
163 |
5,644 |
+150 |
| May10 |
090527 |
1494.0 |
1495.4 |
1493.5 |
1495.4 |
+26.9 |
2 |
2,521 |
+0 |
| Jul10 |
090527 |
1497.1 |
1497.1 |
1497.1 |
1497.1 |
+27.0 |
0 |
2,413 |
+0 |
| Total Volume and Open Interest |
23,769 |
96,769 |
+673 |
| Platinum(NYMEX) |
| Jul09 |
090527 |
1138.0 |
1148.4 |
1132.2 |
1141.1 |
+1.3 |
1,544 |
20,534 |
+273 |
| Oct09 |
090527 |
1141.4 |
1147.7 |
1138.1 |
1146.1 |
+1.3 |
78 |
1,101 |
+42 |
| Jan10 |
090527 |
1148.1 |
1148.1 |
1148.1 |
1148.1 |
+1.3 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,622 |
21,639 |
+315 |
| Palladium(NYMEX) |
| Jun09 |
090527 |
231.65 |
232.15 |
223.75 |
226.55 |
-5.00 |
1,513 |
6,022 |
-775 |
| Sep09 |
090527 |
232.75 |
233.25 |
224.75 |
227.60 |
-4.95 |
969 |
10,186 |
+706 |
| Dec09 |
090527 |
233.90 |
233.90 |
226.80 |
228.85 |
-5.00 |
76 |
221 |
+71 |
| Total Volume and Open Interest |
2,578 |
16,449 |
+16,449 |
| Copper(CMX) |
| May09 |
090527 |
214.10 |
215.70 |
211.65 |
211.65 |
-3.10 |
302 |
848 |
-303 |
| Jul09 |
090527 |
214.00 |
215.90 |
209.25 |
212.10 |
-2.00 |
13,453 |
70,741 |
-1,126 |
| Sep09 |
090527 |
214.75 |
216.45 |
210.05 |
212.90 |
-1.75 |
1,639 |
19,758 |
+815 |
| Dec09 |
090527 |
213.10 |
214.50 |
211.15 |
213.20 |
-1.40 |
324 |
6,572 |
+141 |
| Mar10 |
090527 |
213.35 |
213.35 |
213.35 |
213.35 |
-1.25 |
85 |
1,694 |
+53 |
| Total Volume and Open Interest |
16,160 |
106,947 |
-444 |
| Aluminum(CMX) |
| May09 |
090527 |
0.64 |
0.64 |
0.64 |
0.64 |
-0.02 |
|
|
|
| Jun09 |
090527 |
0.64 |
0.64 |
0.64 |
0.64 |
-0.03 |
|
|
|
| Jul09 |
090527 |
0.65 |
0.65 |
0.65 |
0.65 |
-0.02 |
|
|
|
| Aug09 |
090527 |
0.65 |
0.65 |
0.65 |
0.65 |
-0.03 |
|
|
|
| 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 |
090527 |
8452 |
8501 |
8275 |
8297 |
-164 |
2,505 |
18,270 |
+1,032 |
| Sep09 |
090527 |
8415 |
8415 |
8230 |
8238 |
-163 |
0 |
859 |
+0 |
| Dec09 |
090527 |
8422 |
8422 |
8185 |
8185 |
-164 |
0 |
1 |
+0 |
| Mar10 |
090527 |
8147 |
8311 |
8147 |
8147 |
-164 |
|
|
|
| Total Volume and Open Interest |
2,505 |
19,130 |
+19,130 |
| S & P 500(CME) |
| Jun09 |
090527 |
908.00 |
913.80 |
890.50 |
892.50 |
-16.20 |
19,269 |
439,894 |
-473 |
| Sep09 |
090527 |
904.50 |
906.50 |
887.00 |
888.00 |
-16.20 |
2,140 |
31,210 |
+1,725 |
| Dec09 |
090527 |
884.00 |
903.20 |
882.20 |
884.00 |
-16.20 |
295 |
4,708 |
+225 |
| Mar10 |
090527 |
899.50 |
899.50 |
878.50 |
880.30 |
-16.20 |
0 |
3,190 |
+0 |
| Total Volume and Open Interest |
21,704 |
479,004 |
+1,477 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090527 |
908.00 |
914.00 |
890.50 |
892.50 |
-16.25 |
1,651,521 |
2,581,131 |
-45,225 |
| Sep09 |
090527 |
902.75 |
909.00 |
886.25 |
888.00 |
-16.25 |
8,431 |
101,478 |
+5,325 |
| Total Volume and Open Interest |
1,659,954 |
2,683,032 |
-39,900 |
| NASDAQ 100(CME) |
| Jun09 |
090527 |
1410.50 |
1429.00 |
1397.00 |
1404.00 |
-6.80 |
2,790 |
27,021 |
+428 |
| Sep09 |
090527 |
1402.30 |
1403.00 |
1402.30 |
1402.30 |
-6.70 |
0 |
30 |
+0 |
| Dec09 |
090527 |
1405.30 |
1406.00 |
1405.30 |
1405.30 |
-6.70 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,790 |
27,053 |
+428 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090527 |
1410.30 |
1428.80 |
1397.80 |
1404.00 |
-6.80 |
374,349 |
292,589 |
+292,589 |
| Sep09 |
090527 |
1412.00 |
1426.80 |
1396.80 |
1402.30 |
-6.70 |
150 |
1,132 |
+33 |
| Total Volume and Open Interest |
211,892 |
293,737 |
+5,548 |
| S & P Midcap 400(CME) |
| Jun09 |
090527 |
569.50 |
575.50 |
560.50 |
561.90 |
-8.40 |
187 |
4,449 |
+5 |
| Sep09 |
090527 |
559.00 |
560.40 |
559.00 |
559.00 |
-8.40 |
|
|
|
| Dec09 |
090527 |
557.00 |
558.40 |
557.00 |
557.00 |
-8.40 |
|
|
|
| Total Volume and Open Interest |
187 |
4,449 |
+5 |
| Russell 2000(CME) |
| Jun09 |
090527 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
180 |
5,337 |
+1 |
| Sep09 |
090527 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,044 |
+0 |
| Dec09 |
090527 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,408 |
+4 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090527 |
9505 |
9510 |
9405 |
9420 |
+105 |
105,382 |
184,601 |
+2,752 |
| Sep09 |
090527 |
9510 |
9510 |
9430 |
9430 |
+110 |
93 |
1,163 |
+23 |
| Total Volume and Open Interest |
105,475 |
183,837 |
-543 |
| Nikkei 225(SGX) |
| Jun09 |
090527 |
9505 |
9510 |
9405 |
9420 |
+105 |
105,382 |
184,601 |
+2,752 |
| Sep09 |
090527 |
9510 |
9510 |
9430 |
9430 |
+110 |
93 |
1,163 |
+23 |
| Dec09 |
090527 |
9385 |
9385 |
9385 |
9385 |
+105 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
105,475 |
183,837 |
-543 |
| CAC 40(EURONEXT) |
| Jun09 |
090527 |
3249.0 |
3288.5 |
3248.0 |
3282.0 |
+32.0 |
45,847 |
421,695 |
+17,596 |
| Jul09 |
090527 |
3256.0 |
3279.0 |
3256.0 |
3278.0 |
+32.0 |
391 |
856 |
+314 |
| Aug09 |
090527 |
3259.0 |
3277.0 |
3259.0 |
3277.0 |
+33.0 |
|
|
|
| Total Volume and Open Interest |
46,311 |
426,135 |
+18,024 |
| Hang Seng Index(HKFE) |
| May09 |
090527 |
17285 |
17707 |
17252 |
17686 |
+766 |
107,271 |
40,115 |
-37,071 |
| Jun09 |
090527 |
17265 |
17967 |
17228 |
17859 |
+1003 |
45,280 |
75,606 |
+46,279 |
| Total Volume and Open Interest |
152,590 |
117,860 |
+9,298 |
| DAX(EUREX) |
| Jun09 |
090527 |
4987.5 |
5037.5 |
4927.5 |
5003.0 |
+9.0 |
62,078 |
162,606 |
-830 |
| Sep09 |
090527 |
5017.5 |
5033.0 |
4940.0 |
5009.0 |
+9.0 |
1,773 |
7,950 |
-338 |
| Dec09 |
090527 |
5025.0 |
5040.0 |
4961.0 |
5017.0 |
+9.5 |
146 |
2,870 |
+23 |
| Total Volume and Open Interest |
63,997 |
173,426 |
-1,145 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090527 |
4424.50 |
4425.50 |
4327.00 |
4401.00 |
+3.00 |
0 |
730,973 |
-604 |
| Sep09 |
090527 |
4382.00 |
4388.00 |
4306.50 |
4365.50 |
+3.00 |
0 |
1,865 |
-2 |
| Dec09 |
090527 |
4355.00 |
4355.00 |
4286.00 |
4336.50 |
+4.00 |
0 |
3,246 |
+0 |
| Total Volume and Open Interest |
76,485 |
744,309 |
+7,619 |
| SPI 200(SFE) |
| Jun09 |
090527 |
3770.0 |
3858.0 |
3740.0 |
3786.0 |
+9.0 |
24,353 |
293,511 |
-10,114 |
| Sep09 |
090527 |
3794.0 |
3820.0 |
3756.0 |
3756.0 |
+9.0 |
361 |
2,886 |
+116 |
| Dec09 |
090527 |
3756.0 |
3756.0 |
3756.0 |
3756.0 |
+9.0 |
258 |
2,751 |
+28 |
| Total Volume and Open Interest |
24,972 |
302,064 |
-9,970 |
| GSCI(CME) |
| Jun09 |
090527 |
424.50 |
428.00 |
422.80 |
426.00 |
+2.00 |
257 |
16,438 |
+151 |
| Jul09 |
090527 |
430.50 |
432.00 |
426.90 |
431.00 |
+4.00 |
2 |
2 |
+0 |
| Aug09 |
090527 |
433.00 |
435.50 |
430.90 |
434.50 |
+3.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
261 |
16,440 |
+151 |
| Reuters CCI(ICE) |
| Jun09 |
090527 |
246.90 |
246.90 |
246.90 |
246.90 |
+1.00 |
0 |
50 |
+0 |
| Aug09 |
090519 |
411.50 |
411.50 |
411.50 |
411.50 |
+6.00 |
0 |
417 |
+1 |
| Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
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. |
|
|