|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu May 28, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090528 |
1181.25 |
1197.50 |
1175.25 |
1179.00 |
-8.00 |
83,020 |
200,832 |
-533 |
| Aug09 |
090528 |
1142.00 |
1154.50 |
1136.25 |
1140.50 |
-7.00 |
11,501 |
27,416 |
-886 |
| Sep09 |
090528 |
1089.50 |
1095.00 |
1082.00 |
1088.00 |
-2.50 |
1,783 |
10,063 |
-340 |
| Nov09 |
090528 |
1044.75 |
1057.25 |
1041.50 |
1053.00 |
+3.00 |
34,268 |
143,295 |
+41 |
| Jan10 |
090528 |
1046.00 |
1059.00 |
1045.00 |
1055.25 |
+2.75 |
2,105 |
15,750 |
-100 |
| Mar10 |
090528 |
1035.00 |
1048.00 |
1035.00 |
1043.00 |
+3.00 |
6,830 |
13,866 |
+5,973 |
| May10 |
090528 |
1027.00 |
1030.00 |
1020.75 |
1026.00 |
+3.00 |
920 |
5,522 |
+191 |
| Total Volume and Open Interest |
144,016 |
437,878 |
+5,052 |
| Soybean Meal(CBOT) |
| Jul09 |
090528 |
384.80 |
392.10 |
383.00 |
383.80 |
-2.40 |
35,382 |
83,235 |
+2,398 |
| Aug09 |
090528 |
368.00 |
372.80 |
364.00 |
364.70 |
-3.70 |
7,236 |
21,623 |
+185 |
| Sep09 |
090528 |
349.60 |
352.60 |
346.60 |
346.60 |
-3.00 |
3,238 |
12,903 |
+1,091 |
| Oct09 |
090528 |
329.90 |
334.20 |
329.80 |
330.80 |
+1.10 |
1,910 |
13,187 |
+90 |
| Dec09 |
090528 |
320.00 |
325.00 |
318.10 |
321.80 |
+0.60 |
10,370 |
34,345 |
+619 |
| Jan10 |
090528 |
317.00 |
318.00 |
316.00 |
316.80 |
+0.60 |
655 |
3,565 |
+59 |
| Mar10 |
090528 |
314.10 |
314.10 |
310.00 |
310.80 |
+0.80 |
914 |
2,873 |
-402 |
| May10 |
090528 |
304.80 |
305.00 |
300.50 |
301.80 |
+0.60 |
1,427 |
3,513 |
+293 |
| Total Volume and Open Interest |
61,617 |
177,749 |
+4,358 |
| Soybean Oil(CBOT) |
| Jul09 |
090528 |
37.75 |
37.95 |
37.47 |
37.81 |
unch |
33,814 |
129,311 |
-633 |
| Aug09 |
090528 |
37.70 |
38.08 |
37.70 |
37.98 |
unch |
5,687 |
22,386 |
+199 |
| Sep09 |
090528 |
37.91 |
38.24 |
37.81 |
38.16 |
+0.01 |
1,640 |
15,913 |
+164 |
| Oct09 |
090528 |
38.22 |
38.37 |
38.21 |
38.32 |
+0.03 |
741 |
9,804 |
+105 |
| Dec09 |
090528 |
38.48 |
38.76 |
38.35 |
38.66 |
+0.05 |
10,511 |
38,459 |
+1,933 |
| Jan10 |
090528 |
38.91 |
38.94 |
38.75 |
38.91 |
+0.05 |
835 |
3,772 |
+389 |
| Mar10 |
090528 |
39.16 |
39.18 |
39.05 |
39.11 |
+0.05 |
123 |
1,537 |
+29 |
| May10 |
090528 |
39.25 |
39.35 |
39.25 |
39.31 |
+0.15 |
171 |
2,156 |
+40 |
| Total Volume and Open Interest |
53,536 |
230,115 |
+2,224 |
| Canola(WCE) |
| Jul09 |
090528 |
453.1 |
464.4 |
448.1 |
456.3 |
-2.2 |
6,835 |
55,786 |
+19 |
| Nov09 |
090528 |
463.0 |
473.6 |
458.0 |
465.8 |
-1.5 |
4,209 |
52,449 |
-613 |
| Jan10 |
090528 |
468.0 |
477.9 |
468.0 |
472.8 |
-1.3 |
119 |
4,879 |
+72 |
| Mar10 |
090528 |
477.0 |
477.0 |
475.7 |
475.7 |
-2.5 |
16 |
1,426 |
-1 |
| May10 |
090528 |
477.4 |
477.4 |
477.4 |
477.4 |
-2.8 |
7 |
429 |
+7 |
| Total Volume and Open Interest |
11,186 |
115,524 |
-516 |
| Corn(CBOT) |
| Jul09 |
090528 |
425.00 |
435.00 |
422.50 |
428.75 |
+2.75 |
135,844 |
363,896 |
+2,692 |
| Sep09 |
090528 |
435.25 |
444.75 |
432.75 |
439.00 |
+2.75 |
44,483 |
133,688 |
+14,160 |
| Dec09 |
090528 |
448.50 |
458.00 |
446.00 |
452.25 |
+2.50 |
55,481 |
293,739 |
+1,187 |
| Mar10 |
090528 |
459.00 |
468.25 |
445.50 |
463.50 |
+3.00 |
7,686 |
48,347 |
+2,233 |
| May10 |
090528 |
467.50 |
475.00 |
467.25 |
470.75 |
+2.75 |
1,131 |
8,813 |
+558 |
| Jul10 |
090528 |
474.00 |
482.00 |
471.25 |
477.25 |
+2.25 |
3,410 |
27,229 |
+632 |
| Total Volume and Open Interest |
251,386 |
924,801 |
+22,704 |
| Wheat(CBOT) |
| Jul09 |
090528 |
623.75 |
646.25 |
618.00 |
630.50 |
+4.75 |
31,804 |
170,175 |
+219 |
| Sep09 |
090528 |
646.00 |
672.00 |
644.25 |
656.75 |
+5.00 |
5,994 |
54,626 |
+1,042 |
| Dec09 |
090528 |
672.00 |
694.75 |
666.50 |
678.75 |
+4.50 |
8,779 |
67,838 |
+1,659 |
| Mar10 |
090528 |
684.00 |
709.25 |
682.50 |
694.25 |
+4.25 |
453 |
5,314 |
+184 |
| May10 |
090528 |
703.00 |
716.00 |
699.75 |
701.75 |
+2.00 |
26 |
844 |
+0 |
| Total Volume and Open Interest |
47,558 |
313,871 |
+3,310 |
| Wheat(KCBT) |
| Jul09 |
090528 |
674.00 |
695.75 |
668.75 |
680.75 |
+5.75 |
6,274 |
42,171 |
-74 |
| Sep09 |
090528 |
680.50 |
706.50 |
680.50 |
691.00 |
+5.25 |
1,240 |
10,430 |
+302 |
| Dec09 |
090528 |
700.00 |
722.25 |
695.25 |
706.75 |
+5.00 |
1,799 |
23,044 |
+794 |
| Mar10 |
090528 |
712.00 |
735.00 |
712.00 |
720.00 |
+5.00 |
33 |
1,130 |
+3 |
| May10 |
090528 |
725.50 |
738.50 |
719.50 |
725.50 |
+5.50 |
2 |
111 |
+2 |
| Total Volume and Open Interest |
9,420 |
79,895 |
+1,049 |
| Wheat(MGE) |
| Jul09 |
090528 |
777.00 |
793.25 |
761.50 |
767.50 |
-12.25 |
2,393 |
13,474 |
+544 |
| Sep09 |
090528 |
770.00 |
793.00 |
764.50 |
768.50 |
-6.75 |
1,045 |
9,796 |
+277 |
| Dec09 |
090528 |
780.00 |
799.50 |
772.00 |
777.00 |
-4.75 |
643 |
6,309 |
+227 |
| Mar10 |
090528 |
785.00 |
803.75 |
781.25 |
787.75 |
-0.25 |
139 |
1,015 |
+17 |
| May10 |
090528 |
788.50 |
803.50 |
781.50 |
786.00 |
-1.50 |
41 |
291 |
+21 |
| Total Volume and Open Interest |
4,321 |
31,462 |
+1,084 |
| Oats(CBOT) |
| Jul09 |
090528 |
252.25 |
260.00 |
250.00 |
250.00 |
-3.75 |
1,006 |
6,731 |
-127 |
| Sep09 |
090528 |
267.50 |
268.00 |
259.50 |
259.50 |
-2.75 |
122 |
236 |
+48 |
| Dec09 |
090528 |
272.25 |
278.25 |
269.75 |
269.75 |
-3.75 |
145 |
6,008 |
+38 |
| Mar10 |
090528 |
289.00 |
289.00 |
283.75 |
283.75 |
-3.75 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
1,273 |
12,996 |
-41 |
| Rough Rice(CBOT) |
| Jul09 |
090528 |
11.94 |
12.15 |
11.94 |
12.11 |
+0.14 |
761 |
3,902 |
+3 |
| Sep09 |
090528 |
12.21 |
12.36 |
12.21 |
12.35 |
+0.13 |
540 |
2,362 |
+311 |
| Nov09 |
090528 |
12.35 |
12.40 |
12.31 |
12.40 |
+0.06 |
47 |
1,647 |
+10 |
| Jan10 |
090528 |
12.59 |
12.59 |
12.52 |
12.59 |
+0.07 |
0 |
237 |
+0 |
| Total Volume and Open Interest |
1,364 |
8,492 |
+325 |
| Live Cattle(CME) |
| Jun09 |
090528 |
82.400 |
82.730 |
81.350 |
81.500 |
-0.885 |
7,016 |
29,742 |
-3,066 |
| Aug09 |
090528 |
82.950 |
83.385 |
81.750 |
81.850 |
-1.250 |
11,276 |
90,276 |
+2,909 |
| Oct09 |
090528 |
89.050 |
89.300 |
88.200 |
88.250 |
-0.980 |
5,155 |
48,546 |
+473 |
| Dec09 |
090528 |
91.100 |
91.150 |
90.300 |
90.480 |
-0.670 |
1,195 |
18,818 |
+88 |
| Feb10 |
090528 |
92.980 |
93.150 |
92.330 |
92.500 |
-0.700 |
520 |
9,444 |
-17 |
| Apr10 |
090528 |
94.680 |
94.785 |
94.285 |
94.500 |
-0.400 |
800 |
2,859 |
+154 |
| Total Volume and Open Interest |
26,004 |
200,239 |
+545 |
| Feeder Cattle(CME) |
| Aug09 |
090528 |
102.450 |
102.650 |
101.750 |
101.830 |
-0.620 |
1,931 |
15,250 |
+675 |
| Sep09 |
090528 |
102.580 |
102.785 |
101.900 |
102.000 |
-0.535 |
239 |
2,765 |
+9 |
| Oct09 |
090528 |
102.800 |
102.800 |
101.950 |
102.035 |
-0.695 |
553 |
3,075 |
+126 |
| Nov09 |
090528 |
103.100 |
103.100 |
102.400 |
102.500 |
-0.650 |
97 |
735 |
+27 |
| Jan10 |
090528 |
101.480 |
101.700 |
101.150 |
101.300 |
-0.700 |
6 |
91 |
+5 |
| Mar10 |
090528 |
100.400 |
100.650 |
100.400 |
100.400 |
-0.400 |
3 |
18 |
+3 |
| Apr10 |
090528 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,829 |
21,935 |
+845 |
| Lean Hogs(CME) |
| Jun09 |
090528 |
65.300 |
65.850 |
65.200 |
65.400 |
+0.115 |
6,942 |
29,500 |
-1,425 |
| Jul09 |
090528 |
66.600 |
67.330 |
66.600 |
67.135 |
+0.500 |
5,000 |
49,836 |
+592 |
| Aug09 |
090528 |
68.150 |
68.430 |
68.000 |
68.135 |
+0.185 |
2,820 |
32,291 |
-141 |
| Oct09 |
090528 |
63.330 |
63.800 |
63.300 |
63.300 |
+0.015 |
1,099 |
25,279 |
+21 |
| Dec09 |
090528 |
63.700 |
63.880 |
63.500 |
63.550 |
+0.065 |
447 |
7,417 |
+109 |
| Feb10 |
090528 |
67.830 |
68.150 |
67.635 |
68.080 |
unch |
42 |
1,675 |
+22 |
| Apr10 |
090528 |
70.950 |
71.100 |
70.800 |
71.080 |
-0.020 |
33 |
820 |
+26 |
| May10 |
090528 |
75.700 |
75.700 |
75.700 |
75.700 |
unch |
1 |
67 |
+1 |
| Total Volume and Open Interest |
16,410 |
147,350 |
-779 |
| Pork Bellies(CME) |
| Jul09 |
090528 |
73.080 |
73.750 |
72.500 |
72.950 |
+0.300 |
53 |
681 |
+22 |
| Aug09 |
090528 |
74.000 |
74.350 |
72.500 |
72.500 |
-0.500 |
3 |
138 |
+3 |
| Feb10 |
090528 |
89.000 |
89.000 |
89.000 |
89.000 |
unch |
0 |
7 |
+0 |
| Mar10 |
090528 |
89.500 |
89.500 |
89.500 |
89.500 |
unch |
0 |
5 |
+0 |
| May10 |
090528 |
91.300 |
91.300 |
91.300 |
91.300 |
unch |
|
|
|
| Total Volume and Open Interest |
56 |
831 |
+25 |
| Class III Milk(CME) |
| May09 |
090528 |
9.84 |
9.84 |
9.83 |
9.83 |
-0.01 |
38 |
4,803 |
+2 |
| Jun09 |
090528 |
10.20 |
10.40 |
10.15 |
10.31 |
+0.05 |
118 |
5,109 |
-23 |
| Jul09 |
090528 |
11.31 |
11.54 |
11.28 |
11.35 |
+0.04 |
233 |
3,826 |
+29 |
| Aug09 |
090528 |
12.62 |
12.78 |
12.61 |
12.67 |
+0.09 |
73 |
3,408 |
+4 |
| Sep09 |
090528 |
13.78 |
13.95 |
13.78 |
13.80 |
+0.02 |
75 |
2,977 |
+11 |
| Total Volume and Open Interest |
809 |
29,965 |
+104 |
| Cocoa(ICE) |
| Jul09 |
090528 |
2499 |
2598 |
2476 |
2583 |
+74 |
5,151 |
45,239 |
-606 |
| Sep09 |
090528 |
2518 |
2618 |
2499 |
2600 |
+72 |
1,953 |
32,844 |
+140 |
| Dec09 |
090528 |
2551 |
2630 |
2516 |
2613 |
+69 |
428 |
20,270 |
+305 |
| Mar10 |
090528 |
2525 |
2628 |
2525 |
2617 |
+68 |
492 |
11,902 |
+373 |
| May10 |
090528 |
2532 |
2625 |
2532 |
2617 |
+64 |
54 |
2,861 |
+59 |
| Jul10 |
090528 |
2541 |
2631 |
2541 |
2626 |
+66 |
6 |
2,832 |
+3 |
| Sep10 |
090528 |
2629 |
2629 |
2629 |
2629 |
+66 |
2 |
1,876 |
+0 |
| Total Volume and Open Interest |
8,088 |
121,437 |
+2,618 |
| Coffee "C"(ICE) |
| Jul09 |
090528 |
133.50 |
137.40 |
133.05 |
136.80 |
+1.30 |
9,027 |
68,068 |
-480 |
| Sep09 |
090528 |
136.45 |
139.25 |
135.00 |
138.75 |
+1.35 |
2,237 |
33,859 |
+307 |
| Dec09 |
090528 |
138.95 |
141.25 |
136.75 |
140.70 |
+1.55 |
590 |
20,874 |
+301 |
| Mar10 |
090528 |
140.20 |
143.20 |
140.20 |
142.80 |
+1.55 |
294 |
12,061 |
+31 |
| May10 |
090528 |
143.50 |
144.80 |
143.50 |
144.40 |
+1.55 |
112 |
3,350 |
+17 |
| Jul10 |
090528 |
144.00 |
146.20 |
144.00 |
145.85 |
+1.45 |
32 |
1,317 |
+0 |
| Total Volume and Open Interest |
12,343 |
141,549 |
+1,566 |
| Orange Juice(ICE) |
| Jul09 |
090528 |
93.90 |
95.15 |
93.40 |
94.75 |
+0.60 |
950 |
22,333 |
-197 |
| Sep09 |
090528 |
97.25 |
98.30 |
96.55 |
97.95 |
+0.70 |
195 |
4,252 |
+55 |
| Nov09 |
090528 |
100.75 |
101.00 |
100.75 |
100.95 |
+0.70 |
289 |
3,308 |
+180 |
| Jan10 |
090528 |
103.90 |
103.90 |
103.90 |
103.90 |
+0.65 |
21 |
202 |
-1 |
| Mar10 |
090528 |
106.95 |
106.95 |
106.95 |
106.95 |
+0.65 |
0 |
97 |
+0 |
| May10 |
090528 |
109.15 |
109.15 |
109.15 |
109.15 |
+0.65 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,455 |
30,423 |
+461 |
| Sugar #11(ICE) |
| Jul09 |
090528 |
15.72 |
15.77 |
15.40 |
15.64 |
-0.13 |
63,237 |
331,315 |
+8,877 |
| Oct09 |
090528 |
16.70 |
16.75 |
16.42 |
16.62 |
-0.15 |
33,299 |
174,915 |
+3,853 |
| Mar10 |
090528 |
17.50 |
17.50 |
17.19 |
17.36 |
-0.14 |
14,134 |
103,346 |
-43 |
| May10 |
090528 |
17.08 |
17.13 |
16.89 |
17.09 |
-0.07 |
2,339 |
26,129 |
+152 |
| Jul10 |
090528 |
16.58 |
16.75 |
16.50 |
16.75 |
-0.05 |
4,236 |
20,712 |
+839 |
| Total Volume and Open Interest |
120,280 |
736,002 |
+19,021 |
| Sugar #14(ICE) |
| Jul09 |
090528 |
21.40 |
21.81 |
21.25 |
21.81 |
-0.04 |
15 |
1,405 |
+6 |
| Sep09 |
090528 |
22.00 |
22.49 |
21.90 |
22.49 |
unch |
247 |
2,353 |
-82 |
| Total Volume and Open Interest |
262 |
3,758 |
-349 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090528 |
1634 |
1727 |
1634 |
1706 |
+63 |
2,083 |
30,761 |
+49 |
| Dec09 |
090528 |
1634 |
1718 |
1625 |
1691 |
+57 |
1,342 |
27,878 |
+21 |
| Mar10 |
090528 |
1621 |
1693 |
1621 |
1687 |
+54 |
2,223 |
19,654 |
+1,324 |
| May10 |
090528 |
1632 |
1687 |
1632 |
1686 |
+53 |
266 |
7,725 |
+110 |
| Jul10 |
090528 |
1691 |
1691 |
1688 |
1688 |
+52 |
10 |
2,142 |
+10 |
| Sep10 |
090528 |
1686 |
1692 |
1686 |
1692 |
+52 |
3 |
1,194 |
+0 |
| Total Volume and Open Interest |
7,943 |
151,688 |
+459 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090528 |
451.00 |
452.50 |
449.00 |
450.70 |
-1.20 |
4,019 |
44,725 |
-55 |
| Oct09 |
090528 |
455.70 |
457.10 |
454.00 |
455.70 |
-0.90 |
1,596 |
24,459 |
-258 |
| Dec09 |
090528 |
457.50 |
460.00 |
456.30 |
457.40 |
-0.50 |
360 |
8,055 |
+42 |
| Mar10 |
090528 |
462.50 |
462.50 |
459.00 |
459.40 |
-2.40 |
233 |
8,020 |
+43 |
| May10 |
090528 |
452.30 |
452.30 |
452.30 |
452.30 |
-2.00 |
10 |
897 |
+10 |
| Total Volume and Open Interest |
6,305 |
88,049 |
-344 |
| Cotton(ICE) |
| Jul09 |
090528 |
55.52 |
55.55 |
54.16 |
54.23 |
-1.35 |
11,540 |
82,187 |
-2,341 |
| Oct09 |
090528 |
56.90 |
57.34 |
56.63 |
56.63 |
-1.17 |
76 |
2,645 |
+0 |
| Dec09 |
090528 |
58.70 |
58.80 |
57.96 |
58.11 |
-0.95 |
4,813 |
39,355 |
+796 |
| Mar10 |
090528 |
60.45 |
60.45 |
60.04 |
60.21 |
-0.95 |
256 |
7,796 |
+145 |
| May10 |
090528 |
61.50 |
61.50 |
61.38 |
61.38 |
-0.91 |
50 |
229 |
+8 |
| Jul10 |
090528 |
62.60 |
62.85 |
62.41 |
62.41 |
-1.00 |
50 |
968 |
+17 |
| Total Volume and Open Interest |
16,799 |
135,230 |
-1,555 |
| Lumber(CME) |
| Jul09 |
090528 |
182.9 |
195.2 |
182.9 |
193.6 |
+8.4 |
257 |
5,514 |
+55 |
| Sep09 |
090528 |
199.6 |
210.0 |
198.0 |
209.3 |
+9.2 |
216 |
1,901 |
+9 |
| Nov09 |
090528 |
191.1 |
199.2 |
189.0 |
198.1 |
+6.1 |
7 |
239 |
-2 |
| Jan10 |
090528 |
206.6 |
219.0 |
206.1 |
218.9 |
+6.4 |
8 |
180 |
+5 |
| Total Volume and Open Interest |
489 |
7,845 |
+68 |
| Crude Oil(NYM) |
| Jul09 |
090528 |
62.91 |
65.44 |
62.75 |
65.08 |
+1.63 |
267,127 |
341,237 |
-1,226 |
| Aug09 |
090528 |
63.59 |
66.21 |
63.49 |
65.87 |
+1.71 |
67,019 |
93,971 |
+2,215 |
| Sep09 |
090528 |
64.69 |
66.85 |
64.10 |
66.55 |
+1.81 |
32,068 |
69,217 |
-1,019 |
| Oct09 |
090528 |
64.64 |
67.40 |
64.63 |
67.06 |
+1.84 |
13,740 |
39,553 |
-2,281 |
| Nov09 |
090528 |
65.32 |
67.62 |
65.32 |
67.58 |
+1.86 |
8,089 |
19,624 |
-1,822 |
| Dec09 |
090528 |
66.23 |
68.40 |
65.66 |
68.12 |
+1.89 |
31,815 |
125,269 |
+547 |
| Jan10 |
090528 |
66.38 |
68.78 |
66.38 |
68.57 |
+1.92 |
3,428 |
23,286 |
-924 |
| Feb10 |
090528 |
66.55 |
68.96 |
66.55 |
68.96 |
+1.93 |
1,638 |
15,005 |
+42 |
| Mar10 |
090528 |
67.95 |
69.48 |
67.95 |
69.32 |
+1.90 |
1,310 |
15,087 |
+20 |
| Apr10 |
090528 |
69.15 |
69.67 |
69.15 |
69.67 |
+1.85 |
1,450 |
6,187 |
-433 |
| May10 |
090528 |
69.54 |
70.02 |
69.54 |
70.02 |
+1.82 |
919 |
5,352 |
-155 |
| Jun10 |
090528 |
68.50 |
70.46 |
68.50 |
70.36 |
+1.79 |
3,628 |
32,626 |
+167 |
| Jul10 |
090528 |
68.40 |
70.63 |
68.40 |
70.63 |
+1.77 |
655 |
7,547 |
+324 |
| Aug10 |
090528 |
70.90 |
70.90 |
70.90 |
70.90 |
+1.75 |
253 |
4,206 |
+35 |
| Sep10 |
090528 |
71.16 |
71.16 |
71.16 |
71.16 |
+1.73 |
700 |
8,418 |
+216 |
| Oct10 |
090528 |
71.42 |
71.42 |
71.42 |
71.42 |
+1.71 |
797 |
3,751 |
-57 |
| Total Volume and Open Interest |
454,992 |
1,095,865 |
-3,050 |
| 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 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090528 |
63.750 |
66.150 |
63.525 |
65.875 |
+1.725 |
381 |
605 |
+71 |
| Sep09 |
090528 |
64.150 |
66.600 |
64.150 |
66.550 |
+1.800 |
89 |
190 |
+14 |
| Oct09 |
090528 |
65.600 |
67.050 |
65.600 |
67.050 |
+1.825 |
5 |
27 |
+0 |
| Nov09 |
090528 |
66.400 |
67.575 |
66.400 |
67.575 |
+1.850 |
2 |
23 |
-1 |
| Dec09 |
090528 |
65.700 |
68.125 |
65.700 |
68.125 |
+1.900 |
2 |
84 |
+0 |
| Jan10 |
090528 |
68.650 |
68.650 |
68.650 |
68.650 |
+2.000 |
|
|
|
| Feb10 |
090528 |
68.950 |
68.950 |
68.950 |
68.950 |
+1.925 |
|
|
|
| Total Volume and Open Interest |
14,341 |
4,738 |
+237 |
| Heating Oil(NYM) |
| Jun09 |
090528 |
154.75 |
161.00 |
154.75 |
160.14 |
+3.97 |
21,555 |
20,765 |
-5,602 |
| Jul09 |
090528 |
157.70 |
164.08 |
157.50 |
163.05 |
+4.22 |
36,084 |
58,523 |
+1,504 |
| Aug09 |
090528 |
161.68 |
167.75 |
161.44 |
166.78 |
+4.13 |
10,990 |
26,817 |
+456 |
| Sep09 |
090528 |
166.72 |
171.83 |
166.44 |
170.96 |
+4.16 |
8,580 |
19,444 |
+238 |
| Oct09 |
090528 |
171.15 |
175.82 |
170.31 |
174.94 |
+4.24 |
3,521 |
14,509 |
+81 |
| Nov09 |
090528 |
174.45 |
178.90 |
174.45 |
178.19 |
+4.24 |
3,259 |
13,083 |
+318 |
| Dec09 |
090528 |
176.90 |
182.23 |
176.69 |
181.29 |
+4.14 |
7,306 |
30,159 |
+1,356 |
| Jan10 |
090528 |
181.13 |
184.77 |
181.13 |
184.39 |
+4.04 |
2,725 |
11,630 |
+165 |
| Feb10 |
090528 |
183.95 |
186.64 |
183.39 |
186.64 |
+3.94 |
935 |
8,221 |
+44 |
| Mar10 |
090528 |
184.42 |
188.60 |
184.42 |
187.89 |
+3.84 |
938 |
5,482 |
+61 |
| Apr10 |
090528 |
187.90 |
189.22 |
187.17 |
188.29 |
+3.84 |
838 |
3,625 |
+179 |
| May10 |
090528 |
188.50 |
189.09 |
188.50 |
189.09 |
+3.84 |
372 |
4,131 |
+82 |
| Total Volume and Open Interest |
98,361 |
265,843 |
-822 |
| Gasoline(NYMEX) |
| Jun09 |
090528 |
188.00 |
192.00 |
186.85 |
191.05 |
+1.88 |
36,510 |
0 |
-36,521 |
| Jul09 |
090528 |
183.76 |
188.20 |
182.80 |
187.41 |
+1.91 |
46,595 |
0 |
-91,897 |
| Aug09 |
090528 |
181.61 |
186.40 |
181.24 |
185.79 |
+2.52 |
11,242 |
0 |
-34,700 |
| Sep09 |
090528 |
179.73 |
184.70 |
179.73 |
184.34 |
+2.88 |
4,900 |
0 |
-24,864 |
| Oct09 |
090528 |
168.00 |
173.58 |
168.00 |
173.14 |
+3.34 |
4,133 |
0 |
-16,469 |
| Nov09 |
090528 |
168.50 |
171.81 |
168.50 |
171.58 |
+3.72 |
2,847 |
0 |
-6,830 |
| Dec09 |
090528 |
167.50 |
172.12 |
167.50 |
171.73 |
+3.78 |
3,668 |
0 |
-11,301 |
| Jan10 |
090528 |
174.00 |
174.00 |
173.20 |
173.93 |
+3.78 |
383 |
0 |
-3,405 |
| Feb10 |
090528 |
174.50 |
176.33 |
174.50 |
176.33 |
+3.78 |
141 |
0 |
-905 |
| Mar10 |
090528 |
179.08 |
179.08 |
179.08 |
179.08 |
+3.78 |
|
|
|
| Total Volume and Open Interest |
110,584 |
|
|
| e-miNY RBOB Gasoline(NYM) |
| Jun09 |
090528 |
191.05 |
191.05 |
191.05 |
191.05 |
+189.16 |
|
|
|
| Jul09 |
090528 |
187.41 |
187.41 |
187.41 |
187.41 |
+1.91 |
0 |
1 |
+0 |
| Aug09 |
090528 |
185.79 |
185.79 |
185.79 |
185.79 |
+2.52 |
|
|
|
| Sep09 |
090528 |
184.34 |
184.34 |
184.34 |
184.34 |
+2.88 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090528 |
3.630 |
3.979 |
3.572 |
3.957 |
+0.319 |
74,825 |
137,076 |
+8,991 |
| Aug09 |
090528 |
3.750 |
4.100 |
3.692 |
4.080 |
+0.322 |
11,679 |
52,066 |
+657 |
| Sep09 |
090528 |
3.823 |
4.190 |
3.790 |
4.173 |
+0.315 |
5,787 |
47,489 |
-94 |
| Oct09 |
090528 |
4.014 |
4.345 |
3.956 |
4.331 |
+0.307 |
10,738 |
58,297 |
-1,802 |
| Nov09 |
090528 |
4.665 |
5.013 |
4.665 |
5.001 |
+0.274 |
3,134 |
28,359 |
+146 |
| Dec09 |
090528 |
5.490 |
5.750 |
5.430 |
5.733 |
+0.257 |
2,250 |
36,721 |
-81 |
| Jan10 |
090528 |
5.750 |
6.068 |
5.750 |
6.046 |
+0.250 |
3,087 |
33,780 |
-212 |
| Feb10 |
090528 |
5.830 |
6.090 |
5.810 |
6.089 |
+0.239 |
363 |
16,696 |
+17 |
| Mar10 |
090528 |
5.802 |
6.080 |
5.784 |
6.051 |
+0.233 |
1,473 |
36,065 |
-135 |
| Apr10 |
090528 |
5.655 |
5.936 |
5.653 |
5.911 |
+0.210 |
688 |
35,136 |
-8 |
| May10 |
090528 |
5.705 |
5.983 |
5.705 |
5.963 |
+0.207 |
367 |
12,963 |
-39 |
| Jun10 |
090528 |
5.850 |
6.082 |
5.844 |
6.073 |
+0.204 |
80 |
8,291 |
+35 |
| Jul10 |
090528 |
5.985 |
6.197 |
5.967 |
6.196 |
+0.202 |
45 |
7,470 |
+5 |
| Aug10 |
090528 |
6.080 |
6.295 |
6.067 |
6.289 |
+0.200 |
16 |
8,088 |
+5 |
| Sep10 |
090528 |
6.107 |
6.339 |
6.106 |
6.339 |
+0.200 |
21 |
6,359 |
+7 |
| Oct10 |
090528 |
6.201 |
6.431 |
6.201 |
6.431 |
+0.200 |
159 |
14,865 |
+54 |
| Total Volume and Open Interest |
190,009 |
682,096 |
-7,888 |
| Brent Crude Oil(ICE) |
| Jul09 |
090528 |
61.86 |
64.68 |
61.78 |
64.39 |
+1.89 |
103,183 |
160,371 |
-617 |
| Aug09 |
090528 |
62.61 |
65.37 |
62.47 |
65.09 |
+1.90 |
42,482 |
108,615 |
-1,803 |
| Sep09 |
090528 |
63.31 |
66.00 |
63.11 |
65.76 |
+1.93 |
23,444 |
69,850 |
+2,325 |
| Oct09 |
090528 |
63.88 |
66.62 |
63.88 |
66.40 |
+1.94 |
10,144 |
34,142 |
+781 |
| Nov09 |
090528 |
64.53 |
67.28 |
64.53 |
67.07 |
+1.97 |
5,996 |
18,986 |
+218 |
| Dec09 |
090528 |
65.21 |
67.96 |
65.17 |
67.75 |
+2.02 |
15,040 |
88,462 |
-384 |
| Jan10 |
090528 |
65.96 |
68.44 |
65.87 |
68.36 |
+2.05 |
3,216 |
21,349 |
-519 |
| Feb10 |
090528 |
66.50 |
68.89 |
66.40 |
68.89 |
+2.05 |
1,389 |
10,288 |
-119 |
| Mar10 |
090528 |
67.35 |
69.37 |
67.35 |
69.37 |
+2.03 |
1,346 |
7,631 |
-56 |
| Apr10 |
090528 |
69.81 |
69.81 |
69.81 |
69.81 |
+2.00 |
1,291 |
4,298 |
-143 |
| May10 |
090528 |
70.22 |
70.22 |
70.22 |
70.22 |
+1.97 |
650 |
3,897 |
+43 |
| Jun10 |
090528 |
68.48 |
70.70 |
68.48 |
70.57 |
+1.94 |
1,427 |
16,777 |
-141 |
| Jul10 |
090528 |
70.88 |
70.88 |
70.88 |
70.88 |
+1.93 |
304 |
6,240 |
+140 |
| Aug10 |
090528 |
71.16 |
71.16 |
71.16 |
71.16 |
+1.92 |
214 |
5,842 |
-6 |
| Total Volume and Open Interest |
217,405 |
689,184 |
-295 |
| Gas Oil(ICE) |
| Jun09 |
090528 |
489.25 |
511.50 |
487.00 |
504.50 |
+17.00 |
53,374 |
76,911 |
-4,751 |
| Jul09 |
090528 |
501.50 |
522.75 |
499.50 |
516.25 |
+16.25 |
67,985 |
87,750 |
+6,221 |
| Aug09 |
090528 |
512.75 |
534.25 |
512.50 |
528.00 |
+15.50 |
30,255 |
45,298 |
+888 |
| Sep09 |
090528 |
525.00 |
546.00 |
524.50 |
539.75 |
+15.00 |
16,234 |
39,459 |
+2,876 |
| Oct09 |
090528 |
536.00 |
556.25 |
536.00 |
550.50 |
+14.50 |
9,013 |
30,980 |
+299 |
| Nov09 |
090528 |
548.25 |
566.00 |
548.25 |
560.25 |
+14.50 |
5,422 |
18,300 |
+1,325 |
| Dec09 |
090528 |
556.50 |
574.75 |
554.00 |
569.00 |
+14.50 |
11,329 |
60,129 |
+1,152 |
| Jan10 |
090528 |
563.75 |
582.50 |
563.75 |
578.00 |
+14.25 |
3,417 |
21,869 |
+704 |
| Feb10 |
090528 |
586.25 |
586.25 |
585.50 |
586.25 |
+14.25 |
531 |
12,371 |
+187 |
| Mar10 |
090528 |
593.50 |
593.50 |
592.75 |
593.50 |
+14.00 |
984 |
14,738 |
+255 |
| Total Volume and Open Interest |
202,155 |
505,891 |
+9,757 |
| Ethanol(CBOT) |
| May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
| Jun09 |
090528 |
1.710 |
1.725 |
1.700 |
1.714 |
+0.011 |
25 |
626 |
-25 |
| Jul09 |
090528 |
1.725 |
1.725 |
1.725 |
1.725 |
+0.011 |
0 |
900 |
+0 |
| Aug09 |
090528 |
1.730 |
1.730 |
1.716 |
1.730 |
+0.005 |
0 |
369 |
+0 |
| Sep09 |
090528 |
1.730 |
1.735 |
1.730 |
1.735 |
+0.005 |
0 |
199 |
+0 |
| Oct09 |
090528 |
1.730 |
1.735 |
1.722 |
1.727 |
+0.013 |
4 |
233 |
+3 |
| Nov09 |
090528 |
1.735 |
1.735 |
1.720 |
1.731 |
+0.009 |
6 |
398 |
+1 |
| Dec09 |
090528 |
1.745 |
1.745 |
1.729 |
1.737 |
+0.012 |
5 |
452 |
+5 |
| Total Volume and Open Interest |
86 |
4,767 |
+20 |
| US Dollar Index(ICE) |
| Jun09 |
090528 |
80.900 |
81.195 |
80.315 |
80.500 |
+0.085 |
7,242 |
34,355 |
+2,507 |
| Sep09 |
090528 |
81.350 |
81.600 |
80.765 |
80.930 |
+0.080 |
524 |
2,670 |
+110 |
| Dec09 |
090528 |
81.280 |
81.280 |
81.280 |
81.280 |
+0.080 |
4 |
21 |
+3 |
| Total Volume and Open Interest |
7,770 |
37,046 |
+2,620 |
| Australian Dollar(CME) |
| Jun09 |
090528 |
77.51 |
78.61 |
77.48 |
78.48 |
+0.32 |
54,162 |
87,913 |
+1,189 |
| Sep09 |
090528 |
77.01 |
78.09 |
77.01 |
77.98 |
+0.32 |
283 |
1,711 |
+202 |
| Dec09 |
090528 |
77.00 |
77.54 |
77.00 |
77.54 |
+0.32 |
11 |
231 |
+11 |
| Total Volume and Open Interest |
54,456 |
89,870 |
+1,402 |
| British Pound(CME) |
| Jun09 |
090528 |
159.56 |
160.16 |
158.52 |
159.51 |
-0.94 |
85,977 |
82,364 |
-810 |
| Sep09 |
090528 |
159.52 |
160.40 |
158.49 |
159.45 |
-0.95 |
5,110 |
10,827 |
+2,222 |
| Dec09 |
090528 |
159.41 |
160.35 |
158.66 |
159.41 |
-0.94 |
10 |
91 |
-5 |
| Total Volume and Open Interest |
91,097 |
93,284 |
+1,407 |
| Canadian Dollar(CME) |
| Jun09 |
090528 |
89.15 |
90.04 |
88.82 |
89.80 |
+0.08 |
69,009 |
82,821 |
+1,382 |
| Sep09 |
090528 |
89.20 |
90.08 |
88.90 |
89.86 |
+0.08 |
1,003 |
4,382 |
+35 |
| Dec09 |
090528 |
89.27 |
90.16 |
89.16 |
89.93 |
+0.07 |
217 |
1,529 |
-19 |
| Mar10 |
090528 |
89.28 |
90.19 |
89.28 |
90.00 |
+0.09 |
20 |
497 |
+3 |
| Total Volume and Open Interest |
70,249 |
89,433 |
+1,401 |
| Japanese Yen(CME) |
| Jun09 |
090528 |
104.97 |
105.00 |
102.85 |
103.22 |
-1.84 |
76,887 |
93,896 |
-136 |
| Sep09 |
090528 |
104.77 |
105.18 |
102.98 |
103.33 |
-1.85 |
1,738 |
2,654 |
+1,004 |
| Dec09 |
090528 |
103.48 |
105.32 |
103.38 |
103.48 |
-1.84 |
3 |
131 |
+0 |
| Total Volume and Open Interest |
78,628 |
96,694 |
+868 |
| Swiss Franc(CME) |
| Jun09 |
090528 |
91.51 |
92.59 |
91.30 |
92.31 |
+0.30 |
35,584 |
38,284 |
-352 |
| Sep09 |
090528 |
91.68 |
92.68 |
91.43 |
92.42 |
+0.29 |
331 |
1,338 |
+87 |
| Dec09 |
090528 |
92.57 |
92.57 |
91.79 |
92.57 |
+0.29 |
1 |
11 |
+1 |
| Total Volume and Open Interest |
35,916 |
39,633 |
-264 |
| EuroFX(CME) |
| Jun09 |
090528 |
138.35 |
139.81 |
137.91 |
139.60 |
+0.44 |
216,794 |
132,802 |
+2,976 |
| Sep09 |
090528 |
138.20 |
139.70 |
137.83 |
139.50 |
+0.45 |
4,639 |
6,243 |
+2,263 |
| Dec09 |
090528 |
139.15 |
139.44 |
137.95 |
139.44 |
+0.45 |
35 |
129 |
-16 |
| Total Volume and Open Interest |
221,468 |
139,178 |
+5,223 |
| Mexican Peso(CME) |
| Jun09 |
090528 |
752.2 |
756.5 |
751.0 |
753.5 |
-1.8 |
7,177 |
45,237 |
+572 |
| Jul09 |
090528 |
752.2 |
754.0 |
752.2 |
752.2 |
-1.8 |
|
|
|
| Total Volume and Open Interest |
7,185 |
50,269 |
+573 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090528 |
116~045 |
117~240 |
115~270 |
117~030 |
+0~130 |
337,710 |
433,059 |
-77,296 |
| Sep09 |
090528 |
114~250 |
116~115 |
114~150 |
115~225 |
+0~125 |
166,491 |
309,932 |
+85,571 |
| Dec09 |
090528 |
113~150 |
114~160 |
113~150 |
114~145 |
+0~125 |
6 |
242 |
+5 |
| Total Volume and Open Interest |
504,207 |
743,277 |
+8,280 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090528 |
117~105 |
118~010 |
116~300 |
117~165 |
unch |
990,408 |
770,283 |
-103,025 |
| Sep09 |
090528 |
115~230 |
116~155 |
115~120 |
115~300 |
-0~010 |
369,292 |
431,757 |
+193,573 |
| Dec09 |
090528 |
115~075 |
115~075 |
115~075 |
115~075 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
1,359,700 |
1,202,045 |
+90,548 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090528 |
115~116 |
116~023 |
115~077 |
115~111 |
-0~012 |
623,812 |
607,404 |
-92,630 |
| Sep09 |
090528 |
114~127 |
115~031 |
114~084 |
114~117 |
-0~013 |
244,519 |
416,915 |
+134,797 |
| Dec09 |
090528 |
52~029 |
52~042 |
52~029 |
52~029 |
-0~013 |
|
|
|
| Total Volume and Open Interest |
868,331 |
1,024,319 |
+42,167 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090528 |
108~105 |
108~110 |
20~123 |
108~107 |
-0~005 |
42,295 |
365,036 |
-71,297 |
| Sep09 |
090528 |
108~033 |
108~042 |
108~019 |
108~036 |
-0~003 |
176,088 |
199,404 |
+81,646 |
| Dec09 |
090528 |
107~105 |
107~108 |
107~105 |
107~105 |
-0~003 |
|
|
|
| Total Volume and Open Interest |
496,622 |
564,440 |
+10,349 |
| Eurodollars(CME) |
| Jun09 |
090528 |
99.280 |
99.330 |
99.275 |
99.305 |
+0.015 |
254,234 |
896,725 |
-9,912 |
| Sep09 |
090528 |
99.210 |
99.250 |
99.200 |
99.225 |
+0.005 |
283,715 |
1,052,974 |
+17,396 |
| Dec09 |
090528 |
98.975 |
99.035 |
98.970 |
99.005 |
+0.015 |
258,704 |
862,999 |
+15,707 |
| Mar10 |
090528 |
98.815 |
98.890 |
98.800 |
98.850 |
+0.010 |
225,714 |
747,897 |
+2,730 |
| Jun10 |
090528 |
98.525 |
98.620 |
98.515 |
98.560 |
+0.005 |
257,289 |
577,637 |
-19,032 |
| Sep10 |
090528 |
98.210 |
98.315 |
98.200 |
98.240 |
unch |
189,970 |
474,287 |
+979 |
| Dec10 |
090528 |
97.830 |
97.955 |
97.815 |
97.860 |
-0.015 |
162,350 |
521,697 |
+294 |
| Mar11 |
090528 |
97.520 |
97.635 |
97.475 |
97.525 |
-0.030 |
137,565 |
309,638 |
-13,709 |
| Jun11 |
090528 |
97.160 |
97.280 |
97.100 |
97.155 |
-0.045 |
98,127 |
305,719 |
+5,440 |
| Sep11 |
090528 |
96.825 |
96.935 |
96.740 |
96.805 |
-0.055 |
81,606 |
202,184 |
+5,486 |
| Dec11 |
090528 |
96.465 |
96.585 |
96.380 |
96.450 |
-0.060 |
42,692 |
130,920 |
+2,207 |
| Mar12 |
090528 |
96.185 |
96.320 |
96.110 |
96.185 |
-0.065 |
34,421 |
106,430 |
-296 |
| Jun12 |
090528 |
95.940 |
96.075 |
95.860 |
95.940 |
-0.070 |
18,227 |
92,053 |
-266 |
| Sep12 |
090528 |
95.720 |
95.880 |
95.655 |
95.740 |
-0.075 |
15,493 |
68,207 |
+1,146 |
| Dec12 |
090528 |
95.520 |
95.690 |
95.460 |
95.550 |
-0.075 |
10,412 |
54,440 |
+212 |
| Mar13 |
090528 |
95.415 |
95.580 |
95.340 |
95.435 |
-0.075 |
12,864 |
61,082 |
+692 |
| Jun13 |
090528 |
95.240 |
95.450 |
95.195 |
95.300 |
-0.070 |
6,886 |
23,923 |
+690 |
| Sep13 |
090528 |
95.125 |
95.325 |
95.065 |
95.180 |
-0.065 |
6,802 |
41,326 |
+229 |
| Total Volume and Open Interest |
2,135,302 |
6,723,071 |
+14,754 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090528 |
99.820 |
99.823 |
99.817 |
99.820 |
+0.003 |
2,442 |
71,359 |
+1,033 |
| Jun09 |
090528 |
99.810 |
99.820 |
99.805 |
99.815 |
+0.010 |
2,016 |
51,839 |
+935 |
| Jul09 |
090528 |
99.800 |
99.805 |
99.790 |
99.795 |
+0.005 |
1,700 |
41,304 |
+500 |
| Aug09 |
090528 |
99.770 |
99.780 |
99.770 |
99.770 |
unch |
1,911 |
37,817 |
+742 |
| Sep09 |
090528 |
99.755 |
99.765 |
99.755 |
99.760 |
+0.005 |
1,664 |
32,196 |
+689 |
| Oct09 |
090528 |
99.735 |
99.750 |
99.735 |
99.745 |
+0.010 |
1,543 |
31,702 |
+382 |
| Total Volume and Open Interest |
23,778 |
433,760 |
+7,119 |
| 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 |
090528 |
99.45 |
99.46 |
99.45 |
99.46 |
+0.01 |
|
|
|
| Sep09 |
090528 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Dec09 |
090528 |
99.54 |
99.55 |
99.54 |
99.55 |
+0.01 |
|
|
|
| Mar10 |
090528 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
| Jun10 |
090528 |
99.49 |
99.50 |
99.49 |
99.50 |
+0.01 |
|
|
|
| Sep10 |
090528 |
99.41 |
99.42 |
99.41 |
99.42 |
+0.01 |
|
|
|
| Dec10 |
090528 |
99.36 |
99.37 |
99.36 |
99.37 |
+0.01 |
|
|
|
| Mar11 |
090528 |
99.28 |
99.29 |
99.28 |
99.29 |
+0.01 |
|
|
|
| Jun11 |
090528 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Sep11 |
090528 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090528 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
0 |
13,021 |
+0 |
| Sep09 |
090528 |
99.53 |
99.54 |
99.53 |
99.54 |
unch |
0 |
5,235 |
+0 |
| Dec09 |
090528 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
2,801 |
+0 |
| Mar10 |
090528 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
2,410 |
+0 |
| Jun10 |
090528 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
800 |
+0 |
| Sep10 |
090528 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
0 |
281 |
+0 |
| Dec10 |
090528 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
252 |
+0 |
| Mar11 |
090528 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
412 |
+0 |
| Total Volume and Open Interest |
0 |
26,502 |
-285 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090528 |
136.10 |
136.41 |
136.03 |
136.37 |
-0.06 |
3,480 |
15,519 |
+147 |
| Sep09 |
090528 |
135.61 |
135.84 |
135.61 |
135.84 |
-0.09 |
3 |
3 |
+3 |
| Dec09 |
090528 |
135.84 |
135.84 |
135.84 |
135.84 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
3,483 |
16,811 |
+1,289 |
| Euro-Bund(EUREX) |
| Jun09 |
090528 |
118.83 |
119.33 |
118.82 |
119.18 |
-0.22 |
678,897 |
868,616 |
+4,309 |
| Sep09 |
090528 |
118.15 |
118.66 |
118.15 |
118.54 |
-0.23 |
26,645 |
68,755 |
+16,606 |
| Dec09 |
090528 |
117.26 |
117.38 |
117.26 |
117.38 |
-0.22 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
705,542 |
937,384 |
+20,915 |
| Euro-Bobl(EUREX) |
| Jun09 |
090521 |
115.34 |
115.95 |
115.27 |
115.79 |
-0.15 |
492,831 |
742,996 |
+17,017 |
| Sep09 |
090528 |
114.04 |
114.32 |
114.03 |
114.27 |
-0.02 |
11,322 |
61,333 |
+4,155 |
| Dec09 |
090528 |
113.07 |
113.07 |
113.07 |
113.07 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
430,991 |
808,772 |
+19,854 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090528 |
98.820 |
98.845 |
98.820 |
98.845 |
+0.015 |
55 |
8,502 |
+9 |
| Dec09 |
090528 |
98.715 |
98.725 |
98.715 |
98.725 |
+0.025 |
166 |
4,818 |
+162 |
| Total Volume and Open Interest |
1,524 |
36,114 |
+141 |
| Long Gilt(LIFFE) |
| Jun09 |
090519 |
120~14 |
121~01 |
120~10 |
120~26 |
+0~15 |
53,469 |
0 |
+0 |
| Sep09 |
090528 |
116~27 |
116~30 |
116~14 |
116~28 |
-0~16 |
157,005 |
133,233 |
+111,682 |
| Total Volume and Open Interest |
393,810 |
276,882 |
-6,911 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090528 |
98.83 |
98.87 |
98.79 |
98.82 |
-0.01 |
37,668 |
287,293 |
-7,235 |
| Sep09 |
090528 |
98.87 |
98.94 |
98.86 |
98.91 |
+0.03 |
48,236 |
284,832 |
+3,066 |
| Dec09 |
090528 |
98.69 |
98.75 |
98.67 |
98.72 |
+0.04 |
43,677 |
299,733 |
+744 |
| Mar10 |
090528 |
98.54 |
98.60 |
98.52 |
98.57 |
+0.03 |
49,724 |
360,032 |
-2,760 |
| Jun10 |
090528 |
98.23 |
98.28 |
98.20 |
98.24 |
+0.01 |
35,698 |
269,330 |
+5,340 |
| Sep10 |
090528 |
97.87 |
97.92 |
97.83 |
97.87 |
-0.01 |
30,356 |
252,785 |
-410 |
| Total Volume and Open Interest |
306,102 |
2,262,058 |
-1,476 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090518 |
98.865 |
98.900 |
98.860 |
98.895 |
+0.030 |
107,164 |
574,626 |
-9,763 |
| Sep09 |
090528 |
98.830 |
98.860 |
98.810 |
98.845 |
+0.015 |
103,386 |
574,895 |
-5,816 |
| Dec09 |
090528 |
98.700 |
98.745 |
98.680 |
98.725 |
+0.025 |
110,448 |
536,380 |
+14,988 |
| Total Volume and Open Interest |
735,181 |
3,583,518 |
+32,771 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090528 |
96.84 |
96.87 |
96.82 |
96.86 |
+0.01 |
11,855 |
236,360 |
-3,341 |
| Sep09 |
090528 |
96.98 |
97.04 |
96.95 |
97.03 |
+0.04 |
19,661 |
263,237 |
+5,878 |
| Dec09 |
090528 |
96.91 |
96.97 |
96.86 |
96.96 |
+0.04 |
16,965 |
149,577 |
+2,949 |
| Mar10 |
090528 |
96.63 |
96.69 |
96.57 |
96.69 |
+0.04 |
6,127 |
96,961 |
+440 |
| Jun10 |
090528 |
96.25 |
96.33 |
96.17 |
96.31 |
+0.05 |
3,804 |
73,105 |
+451 |
| Sep10 |
090528 |
95.84 |
95.93 |
95.75 |
95.91 |
+0.06 |
1,056 |
38,840 |
+10 |
| Dec10 |
090528 |
95.45 |
95.49 |
95.34 |
95.49 |
+0.05 |
1,179 |
24,405 |
+280 |
| Mar11 |
090528 |
95.09 |
95.11 |
95.00 |
95.10 |
+0.03 |
917 |
13,705 |
+34 |
| Jun11 |
090528 |
94.75 |
94.78 |
94.66 |
94.76 |
+0.03 |
5 |
1,946 |
+0 |
| Sep11 |
090528 |
94.47 |
94.47 |
94.46 |
94.46 |
+0.02 |
7 |
828 |
+0 |
| Total Volume and Open Interest |
61,584 |
900,156 |
+6,709 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090520 |
94.95 |
95.00 |
94.94 |
94.94 |
-0.08 |
19,452 |
0 |
-322,577 |
| Sep09 |
090528 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.03 |
464 |
5,669 |
+456 |
| Total Volume and Open Interest |
40,860 |
342,774 |
+5,078 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090528 |
95.95 |
96.00 |
95.85 |
95.97 |
+0.01 |
114,994 |
593,793 |
+15,471 |
| Sep09 |
090528 |
95.72 |
95.72 |
95.72 |
95.72 |
+0.01 |
985 |
9,420 |
+880 |
| Total Volume and Open Interest |
115,979 |
603,213 |
+16,351 |
| Gold(CMX) |
| Jun09 |
090528 |
948.6 |
964.9 |
944.0 |
961.5 |
+8.2 |
166,708 |
88,229 |
-43,059 |
| Aug09 |
090528 |
950.2 |
966.7 |
945.8 |
963.2 |
+8.0 |
87,472 |
184,073 |
+41,352 |
| Oct09 |
090528 |
950.2 |
967.8 |
948.0 |
964.6 |
+8.0 |
2,489 |
10,499 |
-165 |
| Dec09 |
090528 |
953.1 |
969.1 |
949.3 |
966.0 |
+8.0 |
6,661 |
37,108 |
+1,170 |
| Feb10 |
090528 |
959.0 |
967.4 |
959.0 |
967.4 |
+8.0 |
122 |
10,475 |
+112 |
| Apr10 |
090528 |
956.5 |
971.8 |
956.5 |
968.8 |
+8.0 |
620 |
14,618 |
+239 |
| Jun10 |
090528 |
955.4 |
970.5 |
955.4 |
970.5 |
+8.1 |
98 |
10,925 |
+55 |
| Aug10 |
090528 |
972.4 |
972.4 |
972.4 |
972.4 |
+8.3 |
0 |
537 |
+0 |
| Oct10 |
090528 |
974.5 |
974.5 |
974.5 |
974.5 |
+8.5 |
0 |
502 |
+0 |
| Dec10 |
090528 |
960.0 |
978.4 |
960.0 |
976.8 |
+8.7 |
55 |
12,562 |
+3 |
| Feb11 |
090528 |
979.6 |
979.6 |
979.6 |
979.6 |
+8.9 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
265,250 |
396,965 |
+202 |
| Silver(CMX) |
| Jul09 |
090528 |
1478.5 |
1527.5 |
1465.0 |
1516.0 |
+29.5 |
19,794 |
58,839 |
+747 |
| Sep09 |
090528 |
1476.0 |
1529.0 |
1474.5 |
1518.4 |
+29.6 |
1,073 |
7,605 |
+100 |
| Dec09 |
090528 |
1479.5 |
1532.0 |
1474.0 |
1521.3 |
+29.8 |
976 |
13,932 |
+635 |
| Mar10 |
090528 |
1523.7 |
1523.7 |
1523.7 |
1523.7 |
+29.9 |
2 |
5,645 |
+1 |
| May10 |
090528 |
1524.5 |
1525.4 |
1524.5 |
1525.4 |
+30.0 |
6 |
2,521 |
+0 |
| Jul10 |
090528 |
1527.0 |
1527.1 |
1527.0 |
1527.1 |
+30.0 |
31 |
2,410 |
-3 |
| Sep10 |
090528 |
1529.0 |
1529.0 |
1529.0 |
1529.0 |
+30.2 |
5 |
59 |
+0 |
| Total Volume and Open Interest |
22,080 |
98,120 |
+1,351 |
| Platinum(NYMEX) |
| Jul09 |
090528 |
1140.0 |
1150.0 |
1129.5 |
1149.8 |
+8.7 |
1,903 |
20,668 |
+134 |
| Oct09 |
090528 |
1142.5 |
1158.0 |
1134.7 |
1155.1 |
+9.0 |
116 |
1,163 |
+62 |
| Jan10 |
090528 |
1160.9 |
1160.9 |
1157.1 |
1157.1 |
+9.0 |
5 |
9 |
+5 |
| Total Volume and Open Interest |
2,024 |
21,840 |
+201 |
| Palladium(NYMEX) |
| Jun09 |
090528 |
224.90 |
233.60 |
221.00 |
232.00 |
+5.45 |
3,400 |
4,092 |
-1,930 |
| Sep09 |
090528 |
226.00 |
235.50 |
222.10 |
233.50 |
+5.90 |
2,222 |
11,839 |
+1,653 |
| Dec09 |
090528 |
226.00 |
236.80 |
226.00 |
234.75 |
+5.90 |
43 |
264 |
+43 |
| Total Volume and Open Interest |
5,665 |
16,195 |
-254 |
| Copper(CMX) |
| Jul09 |
090528 |
209.40 |
216.45 |
207.90 |
213.70 |
+1.60 |
17,764 |
70,706 |
-35 |
| Sep09 |
090528 |
209.60 |
217.10 |
208.75 |
214.55 |
+1.65 |
2,057 |
20,730 |
+972 |
| Dec09 |
090528 |
214.80 |
217.20 |
213.50 |
215.00 |
+1.80 |
203 |
6,637 |
+65 |
| Mar10 |
090528 |
215.50 |
215.50 |
215.15 |
215.15 |
+1.80 |
32 |
1,710 |
+16 |
| May10 |
090528 |
215.25 |
215.25 |
215.25 |
215.25 |
+1.80 |
4 |
396 |
+0 |
| Total Volume and Open Interest |
21,107 |
107,631 |
+684 |
| Aluminum(CMX) |
| Jun09 |
090528 |
0.65 |
0.65 |
0.65 |
0.65 |
+0.01 |
|
|
|
| Jul09 |
090528 |
0.65 |
0.65 |
0.65 |
0.65 |
unch |
|
|
|
| Aug09 |
090528 |
0.66 |
0.66 |
0.66 |
0.66 |
+0.01 |
|
|
|
| Oct09 |
080724 |
0.17 |
0.17 |
0.17 |
0.17 |
unch |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Jun09 |
090528 |
8298 |
8425 |
8235 |
8384 |
+87 |
1,590 |
18,246 |
-24 |
| Sep09 |
090528 |
8224 |
8340 |
8224 |
8325 |
+87 |
63 |
869 |
+10 |
| Dec09 |
090528 |
8350 |
8350 |
8272 |
8272 |
+87 |
2 |
1 |
+0 |
| Mar10 |
090528 |
8234 |
8234 |
8147 |
8234 |
+87 |
|
|
|
| Total Volume and Open Interest |
1,655 |
19,116 |
-14 |
| S & P 500(CME) |
| Jun09 |
090528 |
891.50 |
908.50 |
886.30 |
905.10 |
+12.60 |
30,429 |
435,345 |
-4,549 |
| Sep09 |
090528 |
894.00 |
904.00 |
882.00 |
900.60 |
+12.60 |
3,268 |
34,100 |
+2,890 |
| Dec09 |
090528 |
896.50 |
898.00 |
878.00 |
896.50 |
+12.50 |
25 |
4,703 |
-5 |
| Mar10 |
090528 |
892.90 |
894.30 |
874.30 |
892.90 |
+12.60 |
0 |
3,190 |
+0 |
| Total Volume and Open Interest |
33,722 |
477,340 |
-1,664 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090528 |
892.25 |
908.75 |
886.25 |
905.00 |
+12.50 |
2,586,181 |
2,616,854 |
+35,723 |
| Sep09 |
090528 |
886.50 |
904.00 |
881.50 |
900.50 |
+12.50 |
16,453 |
114,725 |
+13,247 |
| Total Volume and Open Interest |
2,602,640 |
2,732,003 |
+48,971 |
| NASDAQ 100(CME) |
| Jun09 |
090528 |
1400.00 |
1425.00 |
1388.00 |
1418.30 |
+14.30 |
2,601 |
27,945 |
+924 |
| Sep09 |
090528 |
1416.50 |
1416.50 |
1416.30 |
1416.50 |
+14.20 |
2 |
30 |
+0 |
| Dec09 |
090528 |
1419.50 |
1419.50 |
1419.30 |
1419.50 |
+14.20 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,603 |
27,977 |
+924 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090528 |
1417.80 |
1419.30 |
1416.80 |
1418.50 |
+14.50 |
301,025 |
300,632 |
+8,043 |
| Sep09 |
090528 |
1400.00 |
1422.00 |
1388.00 |
1416.50 |
+14.20 |
318 |
1,225 |
+93 |
| Total Volume and Open Interest |
374,694 |
301,873 |
+8,136 |
| S & P Midcap 400(CME) |
| Jun09 |
090528 |
567.00 |
569.00 |
553.00 |
564.30 |
+2.40 |
6 |
4,448 |
-1 |
| Sep09 |
090528 |
561.50 |
561.70 |
561.50 |
561.50 |
+2.50 |
|
|
|
| Dec09 |
090528 |
559.50 |
559.70 |
559.50 |
559.50 |
+2.50 |
|
|
|
| Total Volume and Open Interest |
6 |
4,448 |
-1 |
| Russell 2000(CME) |
| Jun09 |
090528 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
436 |
5,287 |
-50 |
| Sep09 |
090528 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
436 |
3,043 |
-1 |
| Dec09 |
090528 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,408 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090528 |
9365 |
9500 |
9330 |
9415 |
-5 |
89,235 |
180,524 |
-4,077 |
| Sep09 |
090528 |
9390 |
9500 |
9380 |
9430 |
unch |
426 |
1,254 |
+91 |
| Total Volume and Open Interest |
89,711 |
187,103 |
+3,266 |
| Nikkei 225(SGX) |
| Jun09 |
090528 |
9365 |
9500 |
9330 |
9415 |
-5 |
89,235 |
180,524 |
-4,077 |
| Sep09 |
090528 |
9390 |
9500 |
9380 |
9430 |
unch |
426 |
1,254 |
+91 |
| Dec09 |
090528 |
9380 |
9380 |
9380 |
9380 |
-5 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
89,711 |
187,103 |
+3,266 |
| CAC 40(EURONEXT) |
| Jun09 |
090528 |
3247.0 |
3280.5 |
3216.0 |
3250.5 |
-31.5 |
127,877 |
451,691 |
+29,996 |
| Jul09 |
090528 |
3234.0 |
3271.0 |
3223.5 |
3246.5 |
-31.5 |
636 |
1,350 |
+494 |
| Aug09 |
090528 |
3247.0 |
3247.0 |
3247.0 |
3247.0 |
-30.0 |
30 |
30 |
+30 |
| Total Volume and Open Interest |
128,973 |
456,531 |
+30,396 |
| 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 |
090528 |
4960.0 |
4991.0 |
4884.0 |
4942.5 |
-60.5 |
186,684 |
163,829 |
+1,223 |
| Sep09 |
090528 |
4962.5 |
4993.0 |
4893.5 |
4949.0 |
-60.0 |
3,356 |
8,791 |
+841 |
| Dec09 |
090528 |
4973.0 |
4989.0 |
4934.5 |
4956.0 |
-61.0 |
465 |
2,974 |
+104 |
| Total Volume and Open Interest |
190,505 |
175,594 |
+2,168 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090528 |
4349.50 |
4404.00 |
4322.00 |
4364.50 |
-36.50 |
109,278 |
736,594 |
+5,621 |
| Sep09 |
090528 |
4317.00 |
4362.00 |
4295.00 |
4329.00 |
-36.50 |
82 |
1,826 |
-39 |
| Dec09 |
090528 |
4275.50 |
4329.00 |
4266.00 |
4300.00 |
-36.50 |
16 |
3,249 |
+3 |
| Total Volume and Open Interest |
109,376 |
741,669 |
-2,640 |
| SPI 200(SFE) |
| Jun09 |
090528 |
3792.0 |
3816.0 |
3732.0 |
3736.0 |
-50.0 |
28,446 |
300,478 |
+6,967 |
| Sep09 |
090528 |
3725.0 |
3727.0 |
3706.0 |
3706.0 |
-50.0 |
70 |
2,916 |
+30 |
| Dec09 |
090528 |
3709.0 |
3709.0 |
3709.0 |
3709.0 |
-47.0 |
0 |
2,751 |
+0 |
| Total Volume and Open Interest |
28,786 |
309,331 |
+7,267 |
| GSCI(CME) |
| Jun09 |
090528 |
426.30 |
438.00 |
426.30 |
436.90 |
+10.90 |
400 |
16,670 |
+232 |
| Jul09 |
090528 |
431.30 |
441.25 |
430.90 |
441.25 |
+10.25 |
0 |
2 |
+0 |
| Aug09 |
090528 |
437.50 |
445.25 |
434.40 |
445.25 |
+10.75 |
|
|
|
| Total Volume and Open Interest |
400 |
16,672 |
+232 |
| Reuters CCI(ICE) |
| Jun09 |
090528 |
250.80 |
250.80 |
250.80 |
250.80 |
+3.90 |
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. |
|
|