|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue April 06, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100406 |
936.00 |
945.00 |
932.75 |
944.50 |
+8.50 |
74,880 |
165,675 |
-6,248 |
| Jul10 |
100406 |
944.75 |
953.75 |
942.00 |
953.50 |
+8.25 |
48,307 |
121,980 |
+5,470 |
| Aug10 |
100406 |
941.75 |
950.25 |
939.50 |
950.25 |
+8.75 |
1,795 |
6,628 |
-255 |
| Sep10 |
100406 |
924.75 |
937.00 |
924.75 |
937.00 |
+8.75 |
1,904 |
9,834 |
+46 |
| Nov10 |
100406 |
922.00 |
932.00 |
918.75 |
931.75 |
+9.50 |
16,230 |
119,102 |
+736 |
| Jan11 |
100406 |
929.50 |
940.00 |
927.75 |
940.00 |
+9.50 |
558 |
7,647 |
+180 |
| Mar11 |
100406 |
934.75 |
947.25 |
934.75 |
947.25 |
+9.50 |
359 |
4,049 |
+118 |
| Total Volume and Open Interest |
144,881 |
446,368 |
+321 |
| Soybean Meal(CBOT) |
| May10 |
100406 |
261.80 |
263.80 |
260.50 |
263.10 |
+1.90 |
25,699 |
71,819 |
-3,964 |
| Jul10 |
100406 |
261.30 |
263.00 |
259.80 |
262.30 |
+1.70 |
16,083 |
40,241 |
+1,904 |
| Aug10 |
100406 |
258.70 |
260.30 |
257.60 |
260.20 |
+1.60 |
1,238 |
13,129 |
-57 |
| Sep10 |
100406 |
254.30 |
256.90 |
253.70 |
256.40 |
+1.80 |
1,082 |
9,555 |
+58 |
| Oct10 |
100406 |
248.20 |
251.20 |
247.20 |
250.50 |
+2.20 |
877 |
7,653 |
-23 |
| Dec10 |
100406 |
247.60 |
250.50 |
246.50 |
249.90 |
+2.20 |
4,969 |
36,372 |
-399 |
| Jan11 |
100406 |
248.10 |
250.90 |
247.80 |
250.90 |
+2.20 |
89 |
3,562 |
-27 |
| Mar11 |
100406 |
251.00 |
253.70 |
250.60 |
253.70 |
+2.20 |
77 |
2,641 |
+10 |
| Total Volume and Open Interest |
50,319 |
188,568 |
-2,425 |
| Soybean Oil(CBOT) |
| May10 |
100406 |
39.25 |
40.00 |
39.03 |
39.77 |
+0.42 |
34,534 |
118,198 |
+137 |
| Jul10 |
100406 |
39.81 |
40.46 |
39.50 |
40.24 |
+0.42 |
21,644 |
94,296 |
+4,062 |
| Aug10 |
100406 |
39.84 |
40.66 |
39.76 |
40.44 |
+0.42 |
3,739 |
13,683 |
+984 |
| Sep10 |
100406 |
40.04 |
40.81 |
39.94 |
40.59 |
+0.41 |
3,394 |
9,097 |
+146 |
| Oct10 |
100406 |
40.11 |
40.83 |
40.09 |
40.72 |
+0.40 |
1,441 |
6,823 |
+194 |
| Dec10 |
100406 |
40.52 |
41.27 |
40.39 |
41.04 |
+0.40 |
5,246 |
42,277 |
+316 |
| Jan11 |
100406 |
41.08 |
41.30 |
40.88 |
41.28 |
+0.40 |
26 |
2,112 |
-3 |
| Mar11 |
100406 |
41.56 |
41.56 |
41.45 |
41.51 |
+0.41 |
0 |
905 |
+0 |
| Total Volume and Open Interest |
70,024 |
289,099 |
+5,836 |
| Canola(WCE) |
| May10 |
100406 |
378.1 |
382.9 |
377.1 |
380.8 |
+0.9 |
8,443 |
69,530 |
-4,040 |
| Jul10 |
100406 |
383.0 |
388.7 |
383.0 |
386.8 |
+1.0 |
4,747 |
35,412 |
+2,050 |
| Nov10 |
100406 |
389.0 |
390.0 |
385.3 |
389.5 |
+0.8 |
1,356 |
22,259 |
-59 |
| Jan11 |
100406 |
392.8 |
393.6 |
389.2 |
393.0 |
+0.7 |
124 |
989 |
-83 |
| Mar11 |
100406 |
393.1 |
395.0 |
393.1 |
395.0 |
+0.7 |
3 |
414 |
+0 |
| Total Volume and Open Interest |
14,673 |
129,026 |
-2,132 |
| Corn(CBOT) |
| May10 |
100406 |
345.75 |
349.75 |
344.25 |
346.50 |
+0.75 |
92,918 |
380,660 |
-3,064 |
| Jul10 |
100406 |
357.25 |
369.75 |
356.00 |
358.00 |
+0.50 |
45,715 |
306,503 |
+8,730 |
| Sep10 |
100406 |
367.75 |
371.25 |
366.50 |
368.50 |
+0.75 |
8,832 |
82,685 |
+669 |
| Dec10 |
100406 |
378.75 |
382.75 |
377.50 |
379.75 |
+0.50 |
25,844 |
283,218 |
+634 |
| Mar11 |
100406 |
391.25 |
394.75 |
390.00 |
392.00 |
+0.75 |
1,040 |
33,964 |
+184 |
| May11 |
100406 |
398.75 |
402.00 |
398.75 |
400.00 |
+0.75 |
405 |
6,099 |
+281 |
| Total Volume and Open Interest |
177,276 |
1,144,977 |
+7,575 |
| Wheat(CBOT) |
| May10 |
100406 |
454.00 |
470.00 |
448.75 |
463.50 |
+10.00 |
40,380 |
149,574 |
-1,356 |
| Jul10 |
100406 |
468.25 |
483.75 |
462.25 |
477.25 |
+10.00 |
27,319 |
169,872 |
+5,605 |
| Sep10 |
100406 |
484.50 |
500.00 |
480.50 |
494.00 |
+10.00 |
5,677 |
42,358 |
+2,112 |
| Dec10 |
100406 |
513.50 |
529.50 |
508.25 |
523.25 |
+9.75 |
4,917 |
63,678 |
-912 |
| Mar11 |
100406 |
542.75 |
557.75 |
539.00 |
551.00 |
+8.50 |
1,313 |
13,297 |
+436 |
| Total Volume and Open Interest |
80,777 |
456,616 |
+6,259 |
| Wheat(KCBT) |
| May10 |
100406 |
472.00 |
488.50 |
468.25 |
481.50 |
+9.75 |
10,524 |
42,465 |
-1,295 |
| Jul10 |
100406 |
482.50 |
499.25 |
479.75 |
492.50 |
+10.00 |
9,490 |
50,069 |
+2,650 |
| Sep10 |
100406 |
494.25 |
510.50 |
492.00 |
504.50 |
+10.50 |
420 |
7,928 |
+129 |
| Dec10 |
100406 |
512.75 |
528.75 |
508.25 |
522.25 |
+10.50 |
5,308 |
43,377 |
+611 |
| Mar11 |
100406 |
529.75 |
545.75 |
527.25 |
539.75 |
+10.75 |
880 |
7,151 |
+536 |
| Total Volume and Open Interest |
27,091 |
154,955 |
+2,896 |
| Wheat(MGE) |
| May10 |
100406 |
489.25 |
507.50 |
487.75 |
497.50 |
+8.00 |
1,836 |
13,278 |
-602 |
| Jul10 |
100406 |
501.00 |
518.25 |
499.25 |
509.50 |
+8.50 |
1,360 |
12,181 |
-583 |
| Sep10 |
100406 |
512.00 |
530.00 |
511.00 |
521.00 |
+8.75 |
172 |
6,565 |
-137 |
| Dec10 |
100406 |
529.25 |
547.00 |
529.00 |
538.75 |
+9.00 |
308 |
6,692 |
-44 |
| Mar11 |
100406 |
550.00 |
562.75 |
550.00 |
555.50 |
+9.00 |
82 |
1,098 |
+35 |
| Total Volume and Open Interest |
3,842 |
41,093 |
-1,285 |
| Oats(CBOT) |
| May10 |
100406 |
210.75 |
212.50 |
208.00 |
210.25 |
+2.25 |
1,770 |
7,511 |
-708 |
| Jul10 |
100406 |
218.00 |
221.00 |
218.00 |
219.00 |
+2.00 |
1,438 |
6,611 |
+902 |
| Sep10 |
100406 |
226.50 |
226.50 |
224.50 |
226.50 |
+2.00 |
0 |
869 |
-1 |
| Dec10 |
100406 |
237.50 |
241.00 |
236.50 |
238.50 |
+2.00 |
79 |
1,863 |
+13 |
| Total Volume and Open Interest |
3,287 |
16,856 |
+206 |
| Rough Rice(CBOT) |
| May10 |
100406 |
12.65 |
13.05 |
12.60 |
12.98 |
+0.32 |
632 |
9,185 |
-134 |
| Jul10 |
100406 |
13.01 |
13.33 |
12.94 |
13.27 |
+0.32 |
425 |
3,994 |
+264 |
| Sep10 |
100406 |
12.44 |
12.70 |
12.44 |
12.68 |
+0.24 |
55 |
2,143 |
+11 |
| Nov10 |
100406 |
12.55 |
12.80 |
12.55 |
12.78 |
+0.22 |
6 |
1,201 |
+3 |
| Total Volume and Open Interest |
1,120 |
17,140 |
+146 |
| Live Cattle(CME) |
| Apr10 |
100406 |
97.430 |
98.850 |
97.000 |
97.250 |
-0.080 |
24,110 |
32,939 |
-14,031 |
| Jun10 |
100406 |
94.400 |
94.950 |
93.430 |
93.580 |
-0.620 |
25,211 |
166,453 |
-2,619 |
| Aug10 |
100406 |
92.700 |
93.250 |
91.850 |
92.200 |
-0.530 |
9,445 |
75,389 |
+1,313 |
| Oct10 |
100406 |
95.400 |
95.750 |
94.600 |
94.980 |
-0.555 |
4,260 |
40,689 |
-218 |
| Dec10 |
100406 |
97.430 |
97.580 |
96.680 |
96.930 |
-0.570 |
2,829 |
21,265 |
+351 |
| Feb11 |
100406 |
98.135 |
98.450 |
97.650 |
98.050 |
-0.350 |
485 |
10,341 |
-102 |
| Total Volume and Open Interest |
66,646 |
351,537 |
-15,254 |
| Feeder Cattle(CME) |
| Apr10 |
100406 |
112.400 |
113.680 |
111.800 |
112.200 |
-0.450 |
708 |
4,896 |
-322 |
| May10 |
100406 |
114.000 |
114.785 |
112.930 |
113.230 |
-0.905 |
3,175 |
20,330 |
-185 |
| Aug10 |
100406 |
115.500 |
116.230 |
114.350 |
114.900 |
-0.735 |
2,194 |
13,198 |
-183 |
| Sep10 |
100406 |
115.300 |
115.800 |
114.330 |
114.980 |
-0.720 |
455 |
2,222 |
+114 |
| Oct10 |
100406 |
114.150 |
114.900 |
113.550 |
114.500 |
-0.500 |
134 |
1,170 |
+18 |
| Nov10 |
100406 |
113.535 |
114.350 |
113.000 |
113.600 |
-0.685 |
48 |
389 |
+32 |
| Jan11 |
100406 |
110.500 |
111.300 |
110.400 |
111.300 |
unch |
25 |
90 |
+15 |
| Total Volume and Open Interest |
6,739 |
42,295 |
-511 |
| Lean Hogs(CME) |
| Apr10 |
100406 |
76.350 |
77.250 |
76.225 |
76.635 |
+0.410 |
4,461 |
18,550 |
-1,063 |
| May10 |
100406 |
83.080 |
83.750 |
82.050 |
82.500 |
-0.600 |
515 |
6,432 |
+189 |
| Jun10 |
100406 |
85.100 |
85.850 |
84.100 |
84.300 |
-0.750 |
9,718 |
77,811 |
+668 |
| Jul10 |
100406 |
85.950 |
86.400 |
84.650 |
84.800 |
-1.150 |
2,711 |
30,343 |
+542 |
| Aug10 |
100406 |
84.930 |
85.300 |
83.850 |
84.430 |
-0.670 |
3,422 |
32,747 |
+1,075 |
| Oct10 |
100406 |
74.500 |
74.900 |
73.600 |
74.700 |
+0.270 |
1,259 |
21,268 |
+611 |
| Dec10 |
100406 |
71.350 |
71.500 |
70.650 |
71.200 |
-0.150 |
496 |
10,187 |
+161 |
| Feb11 |
100406 |
72.650 |
72.700 |
71.750 |
72.635 |
+0.085 |
245 |
2,991 |
+151 |
| Total Volume and Open Interest |
22,898 |
201,395 |
+2,402 |
| Pork Bellies(CME) |
| May10 |
100406 |
97.850 |
99.000 |
95.650 |
95.680 |
-2.855 |
11 |
210 |
-1 |
| Jul10 |
100406 |
98.450 |
99.800 |
98.450 |
99.000 |
-1.000 |
5 |
74 |
+2 |
| Aug10 |
100406 |
93.500 |
96.000 |
93.500 |
93.500 |
unch |
0 |
22 |
+0 |
| Feb11 |
100406 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
0 |
1 |
+0 |
| Mar11 |
100406 |
93.500 |
93.500 |
93.500 |
93.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
16 |
308 |
+1 |
| Class III Milk(CME) |
| Apr10 |
100406 |
12.80 |
12.89 |
12.80 |
12.85 |
+0.02 |
135 |
4,701 |
-27 |
| May10 |
100406 |
13.55 |
13.94 |
13.55 |
13.90 |
+0.42 |
362 |
4,491 |
-125 |
| Jun10 |
100406 |
14.08 |
14.45 |
14.07 |
14.40 |
+0.33 |
153 |
3,842 |
-12 |
| Jul10 |
100406 |
14.55 |
14.92 |
14.55 |
14.91 |
+0.36 |
97 |
2,761 |
+30 |
| Aug10 |
100406 |
14.83 |
15.15 |
14.83 |
15.15 |
+0.33 |
87 |
2,703 |
-1 |
| Total Volume and Open Interest |
1,254 |
28,241 |
-4,114 |
| Cocoa(ICE) |
| May10 |
100406 |
2959 |
2980 |
2860 |
2913 |
-40 |
8,738 |
41,414 |
-2,932 |
| Jul10 |
100406 |
3000 |
3010 |
2890 |
2945 |
-41 |
4,672 |
42,596 |
+2,705 |
| Sep10 |
100406 |
3010 |
3027 |
2925 |
2966 |
-43 |
1,677 |
17,490 |
+1,095 |
| Dec10 |
100406 |
3045 |
3056 |
2957 |
2993 |
-46 |
952 |
11,667 |
+570 |
| Mar11 |
100406 |
3063 |
3073 |
3000 |
3008 |
-49 |
220 |
12,702 |
+59 |
| May11 |
100406 |
3070 |
3070 |
3021 |
3021 |
-43 |
0 |
5,343 |
+0 |
| Jul11 |
100406 |
3080 |
3080 |
3033 |
3035 |
-40 |
1 |
2,725 |
+1 |
| Total Volume and Open Interest |
16,471 |
136,265 |
+1,689 |
| Coffee "C"(ICE) |
| May10 |
100406 |
139.50 |
139.75 |
137.75 |
139.20 |
-0.45 |
9,574 |
59,261 |
-2,491 |
| Jul10 |
100406 |
140.50 |
141.30 |
139.65 |
140.85 |
-0.45 |
5,074 |
33,436 |
+959 |
| Sep10 |
100406 |
141.00 |
142.50 |
141.00 |
142.20 |
-0.45 |
2,010 |
16,596 |
+279 |
| Dec10 |
100406 |
143.70 |
144.20 |
143.20 |
144.00 |
-0.35 |
1,250 |
11,400 |
+236 |
| Mar11 |
100406 |
145.45 |
146.00 |
144.90 |
145.80 |
-0.30 |
970 |
6,813 |
+392 |
| May11 |
100406 |
147.30 |
147.30 |
147.10 |
147.10 |
-0.30 |
488 |
1,541 |
+324 |
| Total Volume and Open Interest |
19,716 |
130,103 |
-278 |
| Orange Juice(ICE) |
| May10 |
100406 |
135.80 |
136.55 |
128.60 |
133.40 |
-2.30 |
1,763 |
18,934 |
-1,231 |
| Jul10 |
100406 |
139.00 |
139.00 |
131.65 |
135.90 |
-2.35 |
833 |
9,205 |
+873 |
| Sep10 |
100406 |
140.10 |
140.20 |
133.75 |
137.45 |
-2.20 |
23 |
2,193 |
+11 |
| Nov10 |
100406 |
140.40 |
140.40 |
135.00 |
138.35 |
-1.55 |
2 |
820 |
+0 |
| Jan11 |
100406 |
138.00 |
140.05 |
138.00 |
140.05 |
-1.30 |
0 |
686 |
+0 |
| Mar11 |
100406 |
143.00 |
143.00 |
137.60 |
141.70 |
-1.30 |
2 |
86 |
+1 |
| Total Volume and Open Interest |
2,623 |
32,135 |
-346 |
| Sugar #11(ICE) |
| May10 |
100406 |
16.40 |
16.67 |
15.80 |
15.89 |
-0.51 |
87,079 |
222,838 |
-10,211 |
| Jul10 |
100406 |
16.72 |
16.95 |
16.12 |
16.23 |
-0.49 |
65,966 |
197,347 |
+2,976 |
| Oct10 |
100406 |
16.98 |
17.16 |
16.61 |
16.70 |
-0.28 |
23,706 |
123,351 |
-1,594 |
| Mar11 |
100406 |
17.26 |
17.40 |
16.91 |
17.07 |
-0.19 |
10,768 |
65,061 |
+1,807 |
| May11 |
100406 |
17.02 |
17.10 |
16.66 |
16.84 |
-0.12 |
1,741 |
18,951 |
+51 |
| Total Volume and Open Interest |
194,709 |
698,660 |
-6,404 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100406 |
2266 |
2286 |
2200 |
2206 |
-60 |
6,202 |
35,252 |
+0 |
| Sep10 |
100406 |
2226 |
2241 |
2168 |
2172 |
-54 |
675 |
24,481 |
+0 |
| Dec10 |
100406 |
2186 |
2201 |
2139 |
2147 |
-39 |
362 |
15,752 |
+0 |
| Mar11 |
100406 |
2155 |
2159 |
2118 |
2123 |
-33 |
358 |
16,593 |
+0 |
| May11 |
100406 |
2160 |
2160 |
2120 |
2124 |
-32 |
5 |
3,592 |
+0 |
| Jul11 |
100406 |
2116 |
2116 |
2116 |
2116 |
-43 |
0 |
664 |
+0 |
| Total Volume and Open Interest |
13,824 |
157,017 |
+0 |
| London Sugar(LCE) |
| May10 |
100406 |
485.00 |
493.70 |
482.00 |
489.00 |
+7.40 |
2,948 |
21,625 |
+0 |
| Aug10 |
100406 |
458.00 |
467.00 |
454.10 |
463.60 |
+10.40 |
3,557 |
26,117 |
+0 |
| Oct10 |
100406 |
455.90 |
463.50 |
452.00 |
461.40 |
+10.20 |
877 |
8,156 |
+0 |
| Dec10 |
100406 |
461.90 |
462.60 |
457.40 |
461.40 |
+10.50 |
47 |
2,696 |
+0 |
| Mar11 |
100406 |
466.50 |
466.90 |
457.50 |
466.20 |
+9.80 |
132 |
1,657 |
+0 |
| Total Volume and Open Interest |
7,566 |
61,202 |
+0 |
| Cotton(ICE) |
| May10 |
100406 |
82.45 |
83.17 |
82.00 |
82.29 |
+0.01 |
8,308 |
92,216 |
-822 |
| Jul10 |
100406 |
83.45 |
84.24 |
83.16 |
83.36 |
-0.16 |
5,150 |
56,899 |
+3,135 |
| Oct10 |
100406 |
76.89 |
76.89 |
76.36 |
76.86 |
+0.44 |
42 |
213 |
+25 |
| Dec10 |
100406 |
75.15 |
76.00 |
75.15 |
75.99 |
+0.53 |
1,987 |
39,359 |
+972 |
| Mar11 |
100406 |
76.70 |
76.95 |
76.70 |
76.94 |
+0.46 |
597 |
4,787 |
+442 |
| May11 |
100406 |
76.88 |
76.99 |
76.88 |
76.99 |
+0.19 |
0 |
105 |
+0 |
| Total Volume and Open Interest |
16,186 |
196,611 |
+3,770 |
| Lumber(CME) |
| May10 |
100406 |
297.8 |
299.2 |
290.3 |
293.0 |
-3.0 |
2,023 |
4,532 |
-930 |
| Jul10 |
100406 |
307.1 |
308.5 |
301.0 |
302.5 |
-1.5 |
1,597 |
3,529 |
+357 |
| Sep10 |
100406 |
302.1 |
303.8 |
299.4 |
302.0 |
+2.0 |
52 |
880 |
+28 |
| Nov10 |
100406 |
277.8 |
279.0 |
275.7 |
277.5 |
+1.5 |
19 |
204 |
+2 |
| Total Volume and Open Interest |
3,691 |
9,146 |
-543 |
| Crude Oil(NYM) |
| May10 |
100406 |
86.74 |
87.09 |
86.13 |
86.84 |
+0.22 |
295,387 |
325,656 |
+6,312 |
| Jun10 |
100406 |
87.29 |
87.59 |
86.63 |
87.39 |
+0.26 |
111,547 |
193,549 |
+11,066 |
| Jul10 |
100406 |
87.75 |
88.06 |
87.14 |
87.94 |
+0.32 |
38,732 |
117,197 |
+5,140 |
| Aug10 |
100406 |
87.88 |
88.45 |
87.50 |
88.37 |
+0.39 |
16,161 |
41,267 |
+2,691 |
| Sep10 |
100406 |
87.96 |
88.71 |
87.78 |
88.67 |
+0.44 |
17,511 |
44,392 |
+3,257 |
| Oct10 |
100406 |
88.68 |
88.89 |
88.34 |
88.86 |
+0.46 |
12,899 |
25,240 |
+2,366 |
| Nov10 |
100406 |
88.71 |
89.01 |
88.56 |
89.01 |
+0.48 |
9,425 |
26,596 |
+3,226 |
| Dec10 |
100406 |
88.90 |
89.23 |
88.14 |
89.17 |
+0.49 |
33,307 |
195,010 |
-124 |
| Jan11 |
100406 |
89.00 |
89.26 |
88.77 |
89.26 |
+0.50 |
2,122 |
31,271 |
+1,048 |
| Feb11 |
100406 |
89.12 |
89.40 |
88.86 |
89.37 |
+0.51 |
2,097 |
15,047 |
-1,068 |
| Mar11 |
100406 |
89.18 |
89.48 |
88.97 |
89.47 |
+0.51 |
2,826 |
15,403 |
+450 |
| Apr11 |
100406 |
89.27 |
89.56 |
89.07 |
89.56 |
+0.51 |
2,153 |
14,149 |
+101 |
| May11 |
100406 |
89.35 |
89.62 |
89.35 |
89.62 |
+0.52 |
311 |
5,059 |
+7 |
| Jun11 |
100406 |
89.50 |
89.70 |
89.25 |
89.67 |
+0.52 |
2,214 |
30,212 |
+437 |
| Jul11 |
100406 |
89.50 |
89.72 |
89.50 |
89.72 |
+0.53 |
373 |
4,312 |
+22 |
| Aug11 |
100406 |
89.79 |
89.79 |
89.79 |
89.79 |
+0.53 |
718 |
3,736 |
+235 |
| Total Volume and Open Interest |
570,495 |
1,349,068 |
+38,740 |
| e-miNY Crude Oil(NYM) |
| Apr10 |
100319 |
82.200 |
82.200 |
79.850 |
80.675 |
-1.525 |
6,323 |
2,952 |
-500 |
| May10 |
100406 |
86.800 |
87.100 |
86.100 |
86.850 |
+0.225 |
9,585 |
6,083 |
+609 |
| Jun10 |
100406 |
87.225 |
87.625 |
86.650 |
87.400 |
+0.275 |
773 |
823 |
+14 |
| Jul10 |
100406 |
87.400 |
88.000 |
87.250 |
87.950 |
+0.325 |
89 |
154 |
-33 |
| Aug10 |
100406 |
87.700 |
88.375 |
87.700 |
88.375 |
+0.400 |
6 |
65 |
+0 |
| Sep10 |
100406 |
88.675 |
88.675 |
88.675 |
88.675 |
+0.450 |
1 |
8 |
+0 |
| Oct10 |
100406 |
88.850 |
88.850 |
88.850 |
88.850 |
+0.450 |
0 |
11 |
+0 |
| Nov10 |
100406 |
89.000 |
89.000 |
89.000 |
89.000 |
+0.475 |
0 |
2 |
+0 |
| Dec10 |
100406 |
89.000 |
89.175 |
89.000 |
89.175 |
+0.500 |
2 |
56 |
+0 |
| Jan11 |
100406 |
88.400 |
89.250 |
88.400 |
89.250 |
+0.500 |
|
|
|
| Total Volume and Open Interest |
10,458 |
7,247 |
+589 |
| Heating Oil(NYM) |
| May10 |
100406 |
226.89 |
228.22 |
225.71 |
226.83 |
+0.08 |
49,886 |
106,342 |
+2,461 |
| Jun10 |
100406 |
227.57 |
229.73 |
227.28 |
228.53 |
+0.28 |
19,207 |
56,329 |
+1,806 |
| Jul10 |
100406 |
229.90 |
231.50 |
229.09 |
230.46 |
+0.37 |
6,091 |
29,183 |
+153 |
| Aug10 |
100406 |
231.70 |
233.36 |
231.03 |
232.51 |
+0.52 |
2,831 |
16,471 |
-189 |
| Sep10 |
100406 |
233.60 |
235.31 |
233.29 |
234.63 |
+0.69 |
4,174 |
16,681 |
+10 |
| Oct10 |
100406 |
235.98 |
237.31 |
235.55 |
236.77 |
+0.82 |
2,394 |
12,417 |
+415 |
| Nov10 |
100406 |
238.10 |
238.87 |
237.64 |
238.87 |
+0.89 |
1,892 |
10,361 |
+106 |
| Dec10 |
100406 |
239.20 |
241.40 |
238.89 |
240.94 |
+0.98 |
6,257 |
32,064 |
+629 |
| Jan11 |
100406 |
242.41 |
242.89 |
241.92 |
242.89 |
+1.00 |
316 |
12,540 |
+42 |
| Feb11 |
100406 |
243.69 |
243.79 |
242.99 |
243.79 |
+1.00 |
120 |
4,513 |
+5 |
| Mar11 |
100406 |
243.76 |
243.99 |
243.12 |
243.79 |
+1.00 |
448 |
6,650 |
+43 |
| Apr11 |
100406 |
241.75 |
242.49 |
241.75 |
242.49 |
+1.05 |
29 |
2,272 |
+9 |
| Total Volume and Open Interest |
94,815 |
322,876 |
+5,689 |
| Gasoline(NYMEX) |
| May10 |
100406 |
235.12 |
235.60 |
233.35 |
234.83 |
-0.19 |
47,101 |
129,482 |
+141 |
| Jun10 |
100406 |
234.70 |
235.60 |
233.20 |
234.99 |
+0.06 |
19,593 |
63,366 |
+1,599 |
| Jul10 |
100406 |
234.40 |
235.25 |
233.50 |
234.85 |
+0.32 |
9,683 |
34,470 |
+31 |
| Aug10 |
100406 |
233.78 |
234.70 |
233.29 |
234.51 |
+0.59 |
3,547 |
14,604 |
-246 |
| Sep10 |
100406 |
232.69 |
233.81 |
232.43 |
233.72 |
+0.79 |
5,737 |
24,861 |
-507 |
| Oct10 |
100406 |
221.76 |
223.61 |
221.73 |
223.61 |
+1.08 |
2,402 |
11,942 |
+91 |
| Nov10 |
100406 |
221.74 |
222.43 |
221.68 |
222.43 |
+1.25 |
1,617 |
14,263 |
+205 |
| Dec10 |
100406 |
221.20 |
222.63 |
219.73 |
222.36 |
+1.33 |
1,794 |
12,810 |
+88 |
| Jan11 |
100406 |
223.22 |
223.91 |
223.00 |
223.91 |
+1.33 |
57 |
4,157 |
-16 |
| Feb11 |
100406 |
225.96 |
225.96 |
225.96 |
225.96 |
+1.28 |
0 |
1,188 |
+0 |
| Total Volume and Open Interest |
92,492 |
319,869 |
+2,034 |
| e-miNY RBOB Gasoline(NYM) |
| May10 |
100406 |
234.80 |
234.83 |
234.80 |
234.80 |
-0.20 |
0 |
15 |
+0 |
| Jun10 |
100406 |
235.00 |
235.00 |
234.99 |
235.00 |
+0.10 |
0 |
1 |
+0 |
| Jul10 |
100406 |
234.90 |
234.90 |
234.85 |
234.90 |
+0.40 |
|
|
|
| Aug10 |
100406 |
234.50 |
234.51 |
234.50 |
234.50 |
+0.60 |
1 |
2 |
-1 |
| Total Volume and Open Interest |
1 |
22 |
-1 |
| Natural Gas(NYM) |
| May10 |
100406 |
4.284 |
4.334 |
4.066 |
4.096 |
-0.181 |
154,510 |
229,271 |
-2,222 |
| Jun10 |
100406 |
4.380 |
4.421 |
4.159 |
4.189 |
-0.182 |
36,965 |
66,940 |
+3,598 |
| Jul10 |
100406 |
4.494 |
4.530 |
4.280 |
4.307 |
-0.180 |
32,008 |
86,947 |
+2,960 |
| Aug10 |
100406 |
4.580 |
4.593 |
4.370 |
4.401 |
-0.174 |
15,490 |
35,413 |
+1,895 |
| Sep10 |
100406 |
4.623 |
4.662 |
4.422 |
4.449 |
-0.170 |
13,203 |
39,132 |
+234 |
| Oct10 |
100406 |
4.756 |
4.756 |
4.533 |
4.566 |
-0.167 |
24,568 |
62,316 |
-1,701 |
| Nov10 |
100406 |
5.075 |
5.102 |
4.897 |
4.930 |
-0.149 |
4,663 |
16,262 |
-37 |
| Dec10 |
100406 |
5.480 |
5.528 |
5.321 |
5.352 |
-0.146 |
7,205 |
27,661 |
+203 |
| Jan11 |
100406 |
5.715 |
5.752 |
5.540 |
5.572 |
-0.146 |
14,024 |
42,091 |
+521 |
| Feb11 |
100406 |
5.666 |
5.694 |
5.502 |
5.536 |
-0.144 |
2,541 |
17,532 |
+432 |
| Mar11 |
100406 |
5.580 |
5.598 |
5.394 |
5.424 |
-0.146 |
4,771 |
36,697 |
+367 |
| Apr11 |
100406 |
5.319 |
5.375 |
5.175 |
5.192 |
-0.148 |
4,226 |
33,037 |
-663 |
| May11 |
100406 |
5.340 |
5.354 |
5.191 |
5.191 |
-0.149 |
1,268 |
15,773 |
+65 |
| Jun11 |
100406 |
5.370 |
5.370 |
5.225 |
5.236 |
-0.148 |
43 |
6,442 |
-5 |
| Jul11 |
100406 |
5.370 |
5.370 |
5.285 |
5.297 |
-0.149 |
8 |
4,709 |
+48 |
| Aug11 |
100406 |
5.415 |
5.520 |
5.336 |
5.347 |
-0.151 |
15 |
4,533 |
+19 |
| Total Volume and Open Interest |
317,294 |
837,838 |
+6,903 |
| Brent Crude Oil(ICE) |
| May10 |
100406 |
85.90 |
86.63 |
85.35 |
86.15 |
+0.27 |
124,030 |
198,915 |
+0 |
| Jun10 |
100406 |
86.45 |
87.17 |
85.90 |
86.70 |
+0.28 |
82,196 |
246,111 |
+0 |
| Jul10 |
100406 |
86.87 |
87.50 |
86.35 |
87.16 |
+0.29 |
30,287 |
118,915 |
+0 |
| Aug10 |
100406 |
87.21 |
87.61 |
86.80 |
87.54 |
+0.32 |
10,069 |
60,729 |
+0 |
| Sep10 |
100406 |
87.44 |
87.88 |
87.06 |
87.81 |
+0.35 |
5,712 |
27,486 |
+0 |
| Oct10 |
100406 |
87.62 |
88.10 |
87.26 |
88.03 |
+0.38 |
3,925 |
19,708 |
+0 |
| Nov10 |
100406 |
87.76 |
88.29 |
87.45 |
88.20 |
+0.40 |
3,316 |
15,497 |
+0 |
| Dec10 |
100406 |
87.65 |
88.49 |
87.48 |
88.37 |
+0.43 |
11,299 |
94,132 |
+0 |
| Jan11 |
100406 |
87.80 |
88.55 |
87.80 |
88.53 |
+0.44 |
849 |
14,543 |
+0 |
| Feb11 |
100406 |
89.00 |
89.00 |
88.70 |
88.70 |
+0.46 |
721 |
7,071 |
+0 |
| Mar11 |
100406 |
88.75 |
88.86 |
88.75 |
88.86 |
+0.48 |
565 |
7,516 |
+0 |
| Apr11 |
100406 |
89.02 |
89.02 |
89.02 |
89.02 |
+0.49 |
172 |
4,446 |
+0 |
| May11 |
100406 |
89.13 |
89.13 |
89.13 |
89.13 |
+0.49 |
462 |
3,355 |
+0 |
| Jun11 |
100406 |
88.80 |
89.22 |
88.50 |
89.22 |
+0.49 |
647 |
18,447 |
+0 |
| Total Volume and Open Interest |
277,923 |
937,633 |
+0 |
| Gas Oil(ICE) |
| Apr10 |
100406 |
720.75 |
727.25 |
719.25 |
725.75 |
+4.75 |
23,991 |
77,414 |
+0 |
| May10 |
100406 |
721.00 |
724.50 |
716.25 |
723.50 |
+5.00 |
48,136 |
116,653 |
+0 |
| Jun10 |
100406 |
718.75 |
726.00 |
717.00 |
725.00 |
+5.25 |
21,770 |
78,166 |
+0 |
| Jul10 |
100406 |
723.25 |
729.50 |
720.75 |
729.25 |
+5.75 |
6,148 |
41,838 |
+0 |
| Aug10 |
100406 |
727.50 |
733.25 |
725.00 |
733.25 |
+5.25 |
2,762 |
25,798 |
+0 |
| Sep10 |
100406 |
730.75 |
737.25 |
729.00 |
737.25 |
+5.25 |
2,835 |
33,961 |
+0 |
| Oct10 |
100406 |
734.25 |
741.25 |
734.25 |
741.00 |
+5.50 |
2,178 |
18,650 |
+0 |
| Nov10 |
100406 |
737.25 |
743.75 |
737.00 |
743.75 |
+5.75 |
800 |
15,234 |
+0 |
| Dec10 |
100406 |
739.50 |
747.25 |
737.75 |
746.50 |
+6.00 |
4,983 |
83,792 |
+0 |
| Jan11 |
100406 |
745.25 |
750.50 |
745.25 |
750.50 |
+6.00 |
210 |
22,374 |
+0 |
| Total Volume and Open Interest |
115,947 |
587,083 |
+0 |
| Ethanol(CBOT) |
| Apr10 |
100406 |
1.512 |
1.512 |
1.512 |
1.512 |
-0.003 |
87 |
178 |
-68 |
| May10 |
100406 |
1.540 |
1.555 |
1.540 |
1.552 |
+0.003 |
100 |
1,316 |
+31 |
| Jun10 |
100406 |
1.575 |
1.581 |
1.574 |
1.580 |
+0.005 |
109 |
1,124 |
+60 |
| Jul10 |
100406 |
1.589 |
1.598 |
1.579 |
1.591 |
+0.013 |
47 |
1,044 |
+39 |
| Aug10 |
100406 |
1.602 |
1.603 |
1.591 |
1.593 |
+0.011 |
27 |
679 |
+6 |
| Sep10 |
100406 |
1.603 |
1.611 |
1.600 |
1.600 |
+0.017 |
15 |
647 |
+15 |
| Oct10 |
100406 |
1.613 |
1.617 |
1.610 |
1.610 |
+0.020 |
26 |
710 |
+23 |
| Nov10 |
100406 |
1.600 |
1.625 |
1.600 |
1.610 |
+0.010 |
23 |
747 |
+12 |
| Total Volume and Open Interest |
500 |
7,985 |
+158 |
| US Dollar Index(ICE) |
| Jun10 |
100406 |
81.315 |
81.815 |
81.315 |
81.570 |
+0.315 |
5,927 |
47,824 |
-4,129 |
| Sep10 |
100406 |
81.770 |
82.070 |
81.770 |
81.880 |
+0.320 |
7 |
2,303 |
+6 |
| Dec10 |
100406 |
82.130 |
82.130 |
82.130 |
82.130 |
+0.320 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,934 |
50,128 |
-4,123 |
| Australian Dollar(CME) |
| Jun10 |
100406 |
91.41 |
92.17 |
90.95 |
92.03 |
+0.65 |
6,974 |
136,982 |
-3,143 |
| Sep10 |
100406 |
90.50 |
91.15 |
89.98 |
91.04 |
+0.64 |
78 |
257 |
-30 |
| Dec10 |
100406 |
89.60 |
90.03 |
89.60 |
90.03 |
+0.61 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
7,052 |
137,250 |
-3,173 |
| British Pound(CME) |
| Jun10 |
100406 |
152.83 |
153.01 |
151.22 |
152.68 |
-0.20 |
12,042 |
127,535 |
-1,701 |
| Sep10 |
100406 |
152.83 |
152.89 |
151.17 |
152.61 |
-0.20 |
107 |
595 |
+68 |
| Dec10 |
100406 |
152.56 |
152.77 |
151.40 |
152.56 |
-0.21 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
12,149 |
128,156 |
-1,633 |
| Canadian Dollar(CME) |
| Jun10 |
100406 |
99.78 |
100.12 |
99.52 |
100.00 |
+0.33 |
7,143 |
145,078 |
-1,686 |
| Sep10 |
100406 |
99.60 |
100.02 |
99.42 |
99.91 |
+0.32 |
62 |
1,573 |
-16 |
| Dec10 |
100406 |
99.42 |
99.85 |
99.32 |
99.74 |
+0.30 |
0 |
1,084 |
+225 |
| Mar11 |
100406 |
99.46 |
99.58 |
99.24 |
99.52 |
+0.28 |
0 |
189 |
+0 |
| Total Volume and Open Interest |
7,205 |
147,989 |
-1,427 |
| Japanese Yen(CME) |
| Jun10 |
100406 |
106.04 |
106.81 |
105.99 |
106.53 |
+0.39 |
29,142 |
111,833 |
+1,613 |
| Sep10 |
100406 |
106.14 |
106.88 |
106.09 |
106.62 |
+0.39 |
316 |
644 |
+109 |
| Dec10 |
100406 |
106.50 |
106.78 |
106.36 |
106.75 |
+0.39 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
29,458 |
112,511 |
+1,722 |
| Swiss Franc(CME) |
| Jun10 |
100406 |
94.21 |
94.26 |
93.31 |
93.58 |
-0.63 |
7,511 |
33,168 |
-184 |
| Sep10 |
100406 |
93.89 |
94.29 |
93.42 |
93.65 |
-0.64 |
6 |
437 |
-25 |
| Dec10 |
100406 |
93.75 |
94.10 |
93.74 |
93.74 |
-0.64 |
0 |
13 |
+4 |
| Total Volume and Open Interest |
7,517 |
33,618 |
-205 |
| EuroFX(CME) |
| Jun10 |
100406 |
134.83 |
134.98 |
133.55 |
133.94 |
-0.90 |
54,830 |
198,320 |
-15,746 |
| Sep10 |
100406 |
134.89 |
134.95 |
133.55 |
133.92 |
-0.90 |
334 |
2,007 |
-55 |
| Dec10 |
100406 |
133.91 |
134.83 |
133.79 |
133.91 |
-0.92 |
1 |
86 |
+4 |
| Total Volume and Open Interest |
55,165 |
200,456 |
-15,759 |
| Mexican Peso(CME) |
| Apr10 |
100406 |
817.5 |
817.5 |
815.0 |
817.5 |
+2.5 |
0 |
5 |
-3 |
| May10 |
100406 |
815.2 |
815.2 |
812.0 |
815.2 |
+3.2 |
|
|
|
| Total Volume and Open Interest |
1,983 |
133,308 |
+998 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100406 |
114~130 |
114~310 |
114~110 |
114~190 |
+0~040 |
|
|
|
| Sep10 |
100406 |
113~070 |
113~220 |
113~060 |
113~070 |
+0~010 |
11 |
202 |
+20 |
| Dec10 |
100406 |
112~010 |
112~010 |
112~000 |
112~010 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
84,075 |
649,059 |
+4,353 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100406 |
115~015 |
115~155 |
115~010 |
115~070 |
+0~070 |
346,925 |
1,521,306 |
+27,813 |
| Sep10 |
100406 |
113~250 |
113~300 |
113~175 |
113~245 |
+0~070 |
123 |
6,980 |
-153 |
| Dec10 |
100406 |
112~000 |
112~100 |
112~000 |
112~100 |
+0~070 |
|
|
|
| Total Volume and Open Interest |
347,048 |
1,528,287 |
+27,660 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100406 |
113~124 |
114~030 |
113~121 |
114~014 |
+0~021 |
173,653 |
898,885 |
+898,885 |
| Sep10 |
100406 |
112~121 |
112~122 |
112~101 |
112~122 |
+0~021 |
0 |
15 |
+0 |
| Dec10 |
100406 |
111~102 |
111~102 |
111~081 |
111~102 |
+0~021 |
|
|
|
| Total Volume and Open Interest |
173,653 |
898,900 |
-336 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100406 |
54~013 |
54~014 |
54~013 |
54~014 |
-0~004 |
|
|
|
| Sep10 |
100406 |
107~064 |
107~075 |
107~064 |
107~075 |
+0~007 |
0 |
1,688 |
+1 |
| Dec10 |
100406 |
106~122 |
106~122 |
106~117 |
106~122 |
+0~005 |
|
|
|
| Total Volume and Open Interest |
80,408 |
923,696 |
+8,493 |
| Eurodollars(CME) |
| Jun10 |
100406 |
99.615 |
99.630 |
99.610 |
99.625 |
+0.010 |
89,235 |
1,222,263 |
+16,347 |
| Sep10 |
100406 |
99.385 |
99.440 |
99.385 |
99.435 |
+0.045 |
119,323 |
1,052,528 |
+21,545 |
| Dec10 |
100406 |
99.050 |
99.125 |
99.045 |
99.115 |
+0.065 |
176,115 |
1,136,908 |
+27,050 |
| Mar11 |
100406 |
98.655 |
98.735 |
98.650 |
98.725 |
+0.075 |
183,871 |
660,629 |
-11,544 |
| Jun11 |
100406 |
98.245 |
98.325 |
98.240 |
98.315 |
+0.080 |
213,054 |
882,408 |
+17,534 |
| Sep11 |
100406 |
97.860 |
97.940 |
97.860 |
97.930 |
+0.080 |
120,581 |
658,393 |
-12,223 |
| Dec11 |
100406 |
97.505 |
97.575 |
97.505 |
97.565 |
+0.080 |
90,112 |
487,115 |
+17,857 |
| Mar12 |
100406 |
97.180 |
97.260 |
97.180 |
97.250 |
+0.080 |
65,035 |
294,371 |
-7,263 |
| Jun12 |
100406 |
96.885 |
96.955 |
96.885 |
96.945 |
+0.080 |
36,330 |
223,914 |
+9,648 |
| Sep12 |
100406 |
96.615 |
96.680 |
96.605 |
96.665 |
+0.080 |
28,448 |
153,591 |
-2,050 |
| Dec12 |
100406 |
96.345 |
96.410 |
96.335 |
96.400 |
+0.085 |
29,756 |
141,497 |
+4,479 |
| Mar13 |
100406 |
96.125 |
96.205 |
96.115 |
96.185 |
+0.090 |
19,300 |
115,038 |
+5,201 |
| Jun13 |
100406 |
95.925 |
95.995 |
95.915 |
95.980 |
+0.100 |
10,304 |
77,597 |
-1,394 |
| Sep13 |
100406 |
95.715 |
95.815 |
95.715 |
95.795 |
+0.105 |
8,811 |
70,946 |
+15 |
| Dec13 |
100406 |
95.520 |
95.630 |
95.520 |
95.605 |
+0.110 |
7,847 |
38,273 |
+534 |
| Mar14 |
100406 |
95.390 |
95.480 |
95.380 |
95.455 |
+0.115 |
6,869 |
42,650 |
-934 |
| Jun14 |
100406 |
95.240 |
95.335 |
95.230 |
95.305 |
+0.115 |
5,127 |
35,851 |
+466 |
| Sep14 |
100406 |
95.130 |
95.200 |
95.130 |
95.175 |
+0.120 |
4,378 |
21,499 |
+735 |
| Total Volume and Open Interest |
1,235,214 |
7,592,551 |
+103,344 |
| 30 Day Federal Funds(CBOT) |
| Apr10 |
100406 |
99.802 |
99.805 |
99.798 |
99.800 |
-0.002 |
4,714 |
78,308 |
+163 |
| May10 |
100406 |
99.790 |
99.795 |
99.780 |
99.790 |
unch |
1,307 |
74,950 |
-1,910 |
| Jun10 |
100406 |
99.775 |
99.780 |
99.775 |
99.775 |
unch |
2,044 |
89,860 |
+683 |
| Jul10 |
100406 |
99.750 |
99.760 |
99.750 |
99.755 |
+0.005 |
1,334 |
70,933 |
+1,704 |
| Aug10 |
100406 |
99.720 |
99.735 |
99.720 |
99.730 |
+0.010 |
2,015 |
62,437 |
-20 |
| Sep10 |
100406 |
99.670 |
99.690 |
99.665 |
99.690 |
+0.025 |
2,771 |
42,381 |
+731 |
| Total Volume and Open Interest |
43,171 |
639,299 |
-57,379 |
| 30 Day Fed Funds(e-CBOT) |
| Apr10 |
090519 |
99.370 |
99.380 |
99.360 |
99.380 |
unch |
756 |
6,053 |
|
| May10 |
090519 |
99.255 |
99.260 |
99.240 |
99.250 |
unch |
230 |
7,105 |
|
| Jun10 |
090519 |
99.210 |
99.210 |
99.200 |
99.200 |
unch |
98 |
1,033 |
|
| Jul10 |
090519 |
99.085 |
99.085 |
99.085 |
99.085 |
unch |
0 |
2,211 |
|
| Aug10 |
090519 |
98.995 |
98.995 |
98.995 |
98.995 |
unch |
0 |
1,623 |
|
| Sep10 |
090519 |
98.885 |
98.900 |
98.880 |
98.885 |
unch |
50 |
2,134 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Jun10 |
100406 |
99.615 |
99.615 |
99.610 |
99.615 |
+0.010 |
0 |
1,748 |
+400 |
| Sep10 |
100406 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.010 |
0 |
1,130 |
+0 |
| Dec10 |
100406 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.010 |
0 |
242 |
+0 |
| Mar11 |
100406 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.010 |
0 |
67 |
+0 |
| Jun11 |
100406 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.010 |
|
|
|
| Sep11 |
100406 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.010 |
|
|
|
| Dec11 |
100406 |
99.515 |
99.515 |
99.515 |
99.515 |
+0.010 |
|
|
|
| Mar12 |
100406 |
99.480 |
99.480 |
99.480 |
99.480 |
+0.010 |
|
|
|
| Jun12 |
100406 |
99.530 |
99.530 |
99.530 |
99.530 |
+0.010 |
|
|
|
| Sep12 |
100406 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
0 |
3,187 |
+400 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100406 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
5,075 |
+1 |
| Sep10 |
100406 |
99.63 |
99.64 |
99.63 |
99.64 |
+0.01 |
0 |
4,389 |
-100 |
| Dec10 |
100406 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1,480 |
+0 |
| Mar11 |
100406 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
1,434 |
+0 |
| Jun11 |
100406 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
104 |
+0 |
| Sep11 |
100406 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
100406 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
0 |
102 |
+0 |
| Mar12 |
100406 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
0 |
14,006 |
-99 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100406 |
138.51 |
138.51 |
138.10 |
138.14 |
-0.32 |
1,745 |
15,017 |
-1,689 |
| Sep10 |
100406 |
138.14 |
138.14 |
138.14 |
138.14 |
-0.32 |
|
|
|
| Dec10 |
100406 |
136.05 |
136.05 |
136.05 |
136.05 |
-0.32 |
|
|
|
| Total Volume and Open Interest |
1,745 |
15,017 |
-1,690 |
| Euro-Bund(EUREX) |
| Jun10 |
100406 |
122.98 |
123.18 |
122.54 |
122.88 |
-0.56 |
837,461 |
998,975 |
+0 |
| Sep10 |
100406 |
122.19 |
122.46 |
122.19 |
122.26 |
-0.59 |
36 |
383 |
+0 |
| Dec10 |
100406 |
121.88 |
121.88 |
121.88 |
121.88 |
-0.56 |
|
|
|
| Total Volume and Open Interest |
837,497 |
999,358 |
+0 |
| Euro-Bobl(EUREX) |
| Jun10 |
100331 |
117.01 |
117.19 |
116.97 |
117.08 |
+0.12 |
449,555 |
784,574 |
+10,030 |
| Sep10 |
100406 |
116.41 |
116.41 |
116.41 |
116.41 |
-0.33 |
110 |
12,800 |
+0 |
| Dec10 |
100406 |
116.22 |
116.22 |
116.22 |
116.22 |
-0.33 |
|
|
|
| Total Volume and Open Interest |
523,943 |
809,320 |
+0 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100406 |
99.275 |
99.275 |
99.260 |
99.260 |
-0.020 |
74 |
6,583 |
+0 |
| Sep10 |
100406 |
99.050 |
99.055 |
99.045 |
99.055 |
-0.035 |
208 |
2,451 |
+0 |
| Dec10 |
100406 |
98.855 |
98.860 |
98.845 |
98.860 |
-0.040 |
232 |
1,584 |
+0 |
| Total Volume and Open Interest |
974 |
13,790 |
+0 |
| Long Gilt(LIFFE) |
| Jun10 |
100406 |
114~15 |
114~21 |
114~07 |
114~09 |
-0~23 |
117,359 |
266,571 |
+0 |
| Sep10 |
100406 |
115~23 |
115~23 |
115~23 |
115~23 |
-0~23 |
|
|
|
| Total Volume and Open Interest |
117,359 |
266,571 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100406 |
99.29 |
99.31 |
99.28 |
99.30 |
unch |
22,664 |
385,659 |
+0 |
| Sep10 |
100406 |
99.12 |
99.16 |
99.11 |
99.14 |
unch |
63,329 |
441,162 |
+0 |
| Dec10 |
100406 |
98.86 |
98.91 |
98.85 |
98.89 |
-0.01 |
62,978 |
434,489 |
+0 |
| Mar11 |
100406 |
98.56 |
98.62 |
98.55 |
98.60 |
-0.03 |
65,688 |
288,830 |
+0 |
| Jun11 |
100406 |
98.24 |
98.30 |
98.21 |
98.25 |
-0.06 |
47,775 |
308,941 |
+0 |
| Sep11 |
100406 |
97.90 |
97.96 |
97.86 |
97.90 |
-0.07 |
52,776 |
164,876 |
+0 |
| Total Volume and Open Interest |
404,350 |
2,464,484 |
+0 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100406 |
99.275 |
99.275 |
99.260 |
99.260 |
-0.020 |
211,403 |
920,698 |
+0 |
| Sep10 |
100406 |
99.080 |
99.080 |
99.025 |
99.055 |
-0.035 |
248,644 |
816,651 |
+0 |
| Dec10 |
100406 |
98.870 |
98.885 |
98.810 |
98.860 |
-0.040 |
249,316 |
510,368 |
+0 |
| Total Volume and Open Interest |
1,452,893 |
3,891,541 |
+0 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100406 |
95.30 |
95.30 |
95.20 |
95.22 |
-0.08 |
30,944 |
281,972 |
+0 |
| Sep10 |
100406 |
94.96 |
94.96 |
94.87 |
94.89 |
-0.07 |
20,503 |
177,375 |
+0 |
| Dec10 |
100406 |
94.69 |
94.69 |
94.60 |
94.61 |
-0.08 |
11,774 |
108,337 |
+0 |
| Mar11 |
100406 |
94.48 |
94.48 |
94.39 |
94.42 |
-0.07 |
4,045 |
45,553 |
+0 |
| Jun11 |
100406 |
94.32 |
94.34 |
94.24 |
94.27 |
-0.08 |
3,111 |
39,698 |
+0 |
| Sep11 |
100406 |
94.22 |
94.22 |
94.12 |
94.14 |
-0.10 |
1,443 |
23,079 |
+0 |
| Dec11 |
100406 |
94.11 |
94.12 |
94.05 |
94.05 |
-0.11 |
609 |
17,247 |
+0 |
| Mar12 |
100406 |
94.06 |
94.07 |
94.00 |
94.00 |
-0.12 |
741 |
9,340 |
+0 |
| Jun12 |
100406 |
93.98 |
93.98 |
93.98 |
93.98 |
-0.14 |
0 |
2,286 |
+0 |
| Sep12 |
100406 |
93.98 |
93.98 |
93.98 |
93.98 |
-0.14 |
0 |
1,861 |
+0 |
| Total Volume and Open Interest |
73,170 |
707,331 |
+0 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100406 |
94.22 |
94.23 |
94.11 |
94.14 |
-0.08 |
38,579 |
354,291 |
+0 |
| Sep10 |
100406 |
94.14 |
94.14 |
94.14 |
94.14 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
38,579 |
354,291 |
+0 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100406 |
94.64 |
94.65 |
94.52 |
94.54 |
-0.11 |
128,507 |
507,631 |
+0 |
| Sep10 |
100406 |
94.54 |
94.54 |
94.54 |
94.54 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
128,507 |
507,631 |
+0 |
| Gold(CMX) |
| Apr10 |
100406 |
1130.8 |
1138.5 |
1122.7 |
1135.1 |
+2.2 |
2,696 |
4,208 |
-3,128 |
| Jun10 |
100406 |
1131.9 |
1139.6 |
1123.5 |
1136.0 |
+2.2 |
118,743 |
300,920 |
+17,830 |
| Aug10 |
100406 |
1132.3 |
1140.8 |
1126.4 |
1137.2 |
+2.2 |
664 |
32,037 |
+444 |
| Oct10 |
100406 |
1131.4 |
1141.4 |
1128.0 |
1138.4 |
+2.2 |
1,066 |
23,808 |
-70 |
| Dec10 |
100406 |
1134.2 |
1143.0 |
1128.5 |
1139.8 |
+2.1 |
1,124 |
41,202 |
-238 |
| Feb11 |
100406 |
1130.0 |
1142.4 |
1130.0 |
1141.6 |
+2.0 |
135 |
16,210 |
-7 |
| Apr11 |
100406 |
1145.3 |
1145.3 |
1143.9 |
1143.9 |
+2.0 |
640 |
11,038 |
+43 |
| Jun11 |
100406 |
488.2 |
491.3 |
488.1 |
491.3 |
+2.0 |
63 |
6,328 |
+32 |
| Aug11 |
100406 |
1149.9 |
1149.9 |
1149.9 |
1149.9 |
+2.0 |
0 |
2,774 |
+0 |
| Oct11 |
100406 |
1151.1 |
1153.6 |
1151.1 |
1153.6 |
+2.0 |
70 |
6,070 |
+35 |
| Dec11 |
100406 |
1157.5 |
1157.5 |
1157.4 |
1157.4 |
+1.4 |
105 |
13,633 |
+51 |
| Feb12 |
100406 |
1162.7 |
1162.7 |
1162.7 |
1162.7 |
+1.4 |
|
|
|
| Total Volume and Open Interest |
126,124 |
486,037 |
+14,982 |
| Silver(CMX) |
| May10 |
100406 |
1809.5 |
1810.5 |
1784.5 |
1793.1 |
-18.7 |
30,609 |
64,228 |
+2,559 |
| Jul10 |
100406 |
1810.5 |
1812.5 |
1788.0 |
1795.8 |
-18.8 |
1,968 |
22,250 |
+1,282 |
| Sep10 |
100406 |
1804.0 |
1806.0 |
1791.5 |
1798.2 |
-18.8 |
157 |
4,329 |
+16 |
| Dec10 |
100406 |
1810.0 |
1817.5 |
1795.0 |
1801.8 |
-18.8 |
563 |
11,669 |
-61 |
| Mar11 |
100406 |
1805.5 |
1805.5 |
1805.5 |
1805.5 |
-18.9 |
22 |
2,985 |
-5 |
| May11 |
100406 |
1808.0 |
1808.0 |
1808.0 |
1808.0 |
-19.0 |
0 |
1,781 |
+0 |
| Jul11 |
100406 |
1810.9 |
1810.9 |
1810.9 |
1810.9 |
-19.1 |
11 |
3,005 |
+2 |
| Total Volume and Open Interest |
33,522 |
118,631 |
+3,843 |
| Platinum(NYMEX) |
| Apr10 |
100406 |
1701.0 |
1701.0 |
1680.9 |
1698.5 |
-5.3 |
138 |
365 |
-219 |
| Jul10 |
100406 |
1707.6 |
1713.2 |
1681.5 |
1704.5 |
-5.3 |
5,795 |
37,148 |
+376 |
| Oct10 |
100406 |
1710.0 |
1714.5 |
1686.8 |
1708.5 |
-4.8 |
59 |
464 |
+54 |
| Jan11 |
100406 |
1705.0 |
1710.0 |
1705.0 |
1710.0 |
-4.8 |
0 |
211 |
+0 |
| Total Volume and Open Interest |
5,992 |
38,188 |
+211 |
| Palladium(NYMEX) |
| Jun10 |
100406 |
502.25 |
511.65 |
496.00 |
508.50 |
+0.50 |
2,013 |
22,833 |
+378 |
| Sep10 |
100406 |
503.40 |
510.10 |
500.00 |
509.00 |
+0.50 |
19 |
779 |
+12 |
| Dec10 |
100406 |
504.85 |
510.70 |
501.20 |
510.70 |
+0.70 |
5 |
45 |
+3 |
| Total Volume and Open Interest |
2,037 |
23,680 |
+393 |
| Copper(CMX) |
| May10 |
100406 |
363.60 |
363.85 |
360.05 |
361.70 |
-1.45 |
23,320 |
93,084 |
+1,349 |
| Jul10 |
100406 |
365.20 |
365.65 |
362.00 |
363.65 |
-1.40 |
5,319 |
32,705 |
+1,790 |
| Sep10 |
100406 |
363.55 |
365.95 |
363.40 |
364.70 |
-1.45 |
695 |
9,400 |
-431 |
| Dec10 |
100406 |
365.65 |
366.90 |
363.65 |
365.00 |
-1.55 |
843 |
8,014 |
+405 |
| Mar11 |
100406 |
365.50 |
365.70 |
364.80 |
364.80 |
-1.60 |
71 |
1,456 |
+40 |
| Total Volume and Open Interest |
30,629 |
149,988 |
+2,968 |
| DJIA Index(CBOT) |
| Jun10 |
100406 |
10893 |
10930 |
10873 |
10913 |
+4 |
1,057 |
6,531 |
+609 |
| Sep10 |
100406 |
10840 |
10849 |
10840 |
10849 |
+4 |
0 |
11 |
+0 |
| Dec10 |
100406 |
10794 |
10794 |
10790 |
10794 |
+4 |
0 |
1 |
+0 |
| Mar11 |
100406 |
10739 |
10739 |
10735 |
10739 |
+4 |
|
|
|
| Total Volume and Open Interest |
1,057 |
6,543 |
+609 |
| S & P 500(CME) |
| Jun10 |
100406 |
1182.90 |
1187.80 |
1177.30 |
1185.80 |
+2.70 |
|
|
|
| Sep10 |
100406 |
1180.90 |
1183.30 |
1174.80 |
1180.90 |
+2.60 |
|
|
|
| Dec10 |
100406 |
1168.90 |
1178.90 |
1168.90 |
1176.40 |
+2.50 |
|
|
|
| Mar11 |
100406 |
1174.50 |
1175.40 |
1166.90 |
1172.50 |
+2.10 |
|
|
|
| Total Volume and Open Interest |
19,130 |
314,728 |
+1,908 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100406 |
1183.00 |
1188.00 |
1177.25 |
1185.75 |
+2.75 |
|
|
|
| Sep10 |
100406 |
1178.50 |
1182.75 |
1172.25 |
1181.00 |
+2.75 |
|
|
|
| Total Volume and Open Interest |
1,943,248 |
2,411,366 |
+23,652 |
| NASDAQ 100(CME) |
| Jun10 |
100406 |
1973.50 |
1986.00 |
1965.00 |
1978.80 |
+5.30 |
2,504 |
15,228 |
+915 |
| Sep10 |
100406 |
1976.30 |
1977.00 |
1968.00 |
1976.30 |
+5.30 |
0 |
10 |
+0 |
| Dec10 |
100406 |
1973.80 |
1974.50 |
1973.80 |
1973.80 |
+5.30 |
|
|
|
| Total Volume and Open Interest |
2,504 |
15,238 |
+915 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100406 |
1973.00 |
1985.80 |
1965.30 |
1978.80 |
+5.30 |
|
|
|
| Sep10 |
100406 |
1972.30 |
1982.80 |
1964.80 |
1976.30 |
+5.30 |
|
|
|
| Total Volume and Open Interest |
309,536 |
292,926 |
-4,829 |
| S & P Midcap 400(CME) |
| Jun10 |
100406 |
804.00 |
813.00 |
804.00 |
812.00 |
+4.60 |
143 |
1,514 |
+0 |
| Sep10 |
100406 |
810.00 |
810.00 |
809.40 |
810.00 |
+4.60 |
|
|
|
| Dec10 |
100406 |
808.00 |
808.00 |
807.40 |
808.00 |
+4.60 |
|
|
|
| Total Volume and Open Interest |
143 |
1,514 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100406 |
11450 |
11450 |
11295 |
11355 |
-55 |
9,724 |
46,538 |
+1,482 |
| Sep10 |
100406 |
11410 |
11465 |
11410 |
11410 |
-55 |
|
|
|
| Total Volume and Open Interest |
9,724 |
46,538 |
+1,482 |
| Nikkei 225(SGX) |
| Jun10 |
100406 |
11360 |
11385 |
11225 |
11295 |
-60 |
81,597 |
179,125 |
+8,789 |
| Sep10 |
100406 |
11340 |
11430 |
10430 |
11300 |
-60 |
0 |
140 |
+0 |
| Dec10 |
100406 |
11260 |
11260 |
11260 |
11260 |
-65 |
10 |
918 |
+0 |
| Total Volume and Open Interest |
82,213 |
192,767 |
+10,047 |
| CAC 40(EURONEXT) |
| Apr10 |
100406 |
4050.5 |
4148.0 |
4027.0 |
4056.0 |
+21.0 |
109,427 |
399,965 |
+0 |
| May10 |
100406 |
4007.0 |
4007.0 |
3954.5 |
3982.5 |
+21.5 |
40 |
100 |
+0 |
| Jun10 |
100406 |
3947.0 |
3962.0 |
3927.5 |
3953.0 |
+21.5 |
776 |
48,973 |
+0 |
| Total Volume and Open Interest |
110,273 |
450,425 |
+0 |
| Hang Seng Index(HKFE) |
| Apr10 |
100401 |
21380 |
21575 |
21351 |
21530 |
+300 |
59,583 |
70,302 |
+2,530 |
| May10 |
100401 |
21130 |
21368 |
21130 |
21333 |
+293 |
1,668 |
2,050 |
|
| Jun10 |
100401 |
21060 |
21310 |
21060 |
21274 |
+298 |
729 |
4,236 |
+61 |
| Total Volume and Open Interest |
62,091 |
77,263 |
+3,686 |
| DAX(EUREX) |
| Jun10 |
100406 |
6260.0 |
6273.5 |
6220.5 |
6253.0 |
+23.5 |
125,102 |
154,776 |
+0 |
| Sep10 |
100406 |
6266.0 |
6276.5 |
6235.0 |
6258.5 |
+23.5 |
227 |
6,902 |
+0 |
| Dec10 |
100406 |
6275.0 |
6285.0 |
6266.0 |
6267.5 |
+23.0 |
40 |
336 |
+0 |
| Total Volume and Open Interest |
125,369 |
162,014 |
+0 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100406 |
5709.00 |
5742.50 |
5697.50 |
5730.50 |
+48.00 |
119,221 |
691,396 |
+0 |
| Sep10 |
100406 |
5682.50 |
5693.00 |
5682.50 |
5688.50 |
+47.50 |
9 |
539 |
+0 |
| Dec10 |
100406 |
5663.00 |
5663.00 |
5663.00 |
5663.00 |
+48.00 |
0 |
2,091 |
+0 |
| Total Volume and Open Interest |
119,230 |
694,026 |
+0 |
| SPI 200(SFE) |
| Jun10 |
100406 |
4934.0 |
4978.0 |
4929.0 |
4975.0 |
+37.0 |
27,592 |
191,974 |
+0 |
| Sep10 |
100406 |
4964.0 |
4964.0 |
4964.0 |
4964.0 |
+38.0 |
3 |
2,034 |
+0 |
| Dec10 |
100406 |
4985.0 |
4985.0 |
4985.0 |
4985.0 |
+38.0 |
192 |
1,701 |
+0 |
| Total Volume and Open Interest |
27,787 |
196,257 |
+0 |
| GSCI(CME) |
| Apr10 |
100406 |
547.30 |
550.00 |
545.90 |
547.10 |
+0.10 |
957 |
20,209 |
-422 |
| May10 |
100406 |
551.40 |
553.50 |
550.20 |
551.40 |
+0.40 |
77 |
498 |
+76 |
| Jun10 |
100406 |
554.50 |
555.00 |
552.50 |
554.50 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
1,034 |
20,707 |
-346 |
| Reuters CCI(ICE) |
| Jun10 |
100406 |
279.20 |
279.20 |
279.20 |
279.20 |
-0.90 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+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. |
|
|