|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon April 12, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100412 |
954.50 |
965.50 |
952.75 |
960.00 |
+7.75 |
64,665 |
149,627 |
-7,259 |
| Jul10 |
100412 |
962.50 |
973.75 |
962.00 |
968.50 |
+6.50 |
51,770 |
145,294 |
+12,794 |
| Aug10 |
100412 |
963.50 |
965.25 |
956.25 |
962.25 |
+5.00 |
2,636 |
8,577 |
+51 |
| Sep10 |
100412 |
947.75 |
949.00 |
938.50 |
943.75 |
+0.50 |
2,349 |
9,390 |
-696 |
| Nov10 |
100412 |
935.50 |
943.75 |
929.50 |
935.00 |
-1.50 |
21,755 |
129,476 |
+3,417 |
| Jan11 |
100412 |
949.00 |
952.00 |
939.00 |
943.25 |
-1.75 |
454 |
8,259 |
+112 |
| Mar11 |
100412 |
957.50 |
957.50 |
946.00 |
950.00 |
-1.25 |
240 |
3,994 |
+34 |
| Total Volume and Open Interest |
144,910 |
467,616 |
+8,840 |
| Soybean Meal(CBOT) |
| May10 |
100412 |
267.00 |
271.80 |
265.50 |
271.40 |
+6.10 |
20,338 |
65,117 |
-2,522 |
| Jul10 |
100412 |
266.30 |
270.50 |
261.00 |
270.50 |
+5.90 |
10,625 |
42,436 |
+1,102 |
| Aug10 |
100412 |
263.50 |
267.50 |
263.00 |
267.50 |
+4.90 |
2,431 |
13,451 |
-97 |
| Sep10 |
100412 |
260.00 |
262.50 |
258.60 |
262.50 |
+3.70 |
989 |
9,646 |
+158 |
| Oct10 |
100412 |
253.40 |
254.20 |
251.30 |
254.20 |
+2.00 |
677 |
7,894 |
+29 |
| Dec10 |
100412 |
252.90 |
253.10 |
249.70 |
252.80 |
+1.50 |
3,362 |
37,403 |
+257 |
| Jan11 |
100412 |
252.50 |
253.70 |
251.80 |
253.70 |
+1.60 |
92 |
4,045 |
-25 |
| Mar11 |
100412 |
255.10 |
256.10 |
254.00 |
256.10 |
+1.50 |
127 |
2,728 |
-11 |
| Total Volume and Open Interest |
38,728 |
186,371 |
-1,108 |
| Soybean Oil(CBOT) |
| May10 |
100412 |
40.22 |
40.39 |
39.58 |
39.59 |
-0.45 |
41,980 |
109,110 |
-3,676 |
| Jul10 |
100412 |
40.70 |
40.87 |
40.03 |
40.05 |
-0.47 |
30,346 |
109,989 |
+8,914 |
| Aug10 |
100412 |
40.98 |
41.04 |
40.26 |
40.26 |
-0.47 |
6,931 |
17,555 |
+3,121 |
| Sep10 |
100412 |
41.10 |
41.11 |
40.41 |
40.41 |
-0.48 |
1,988 |
9,209 |
-31 |
| Oct10 |
100412 |
41.35 |
41.35 |
40.54 |
40.54 |
-0.48 |
633 |
7,062 |
-5 |
| Dec10 |
100412 |
41.52 |
41.67 |
40.87 |
40.87 |
-0.47 |
5,363 |
44,412 |
+517 |
| Jan11 |
100412 |
41.37 |
41.46 |
41.12 |
41.12 |
-0.46 |
320 |
2,459 |
-35 |
| Mar11 |
100412 |
41.55 |
41.70 |
41.35 |
41.35 |
-0.46 |
119 |
945 |
+61 |
| Total Volume and Open Interest |
87,770 |
302,836 |
+8,904 |
| Canola(WCE) |
| May10 |
100412 |
381.6 |
382.2 |
379.4 |
379.8 |
-1.3 |
7,354 |
61,332 |
-3,222 |
| Jul10 |
100412 |
388.2 |
388.4 |
385.8 |
386.2 |
-1.7 |
4,721 |
43,853 |
+2,138 |
| Nov10 |
100412 |
390.1 |
391.2 |
388.2 |
388.6 |
-3.3 |
1,431 |
24,600 |
-172 |
| Jan11 |
100412 |
391.5 |
392.6 |
391.1 |
391.1 |
-3.8 |
102 |
1,142 |
+36 |
| Mar11 |
100412 |
390.4 |
392.1 |
390.3 |
392.1 |
-3.8 |
5 |
438 |
+0 |
| Total Volume and Open Interest |
13,621 |
131,810 |
-1,214 |
| Corn(CBOT) |
| May10 |
100412 |
346.50 |
351.25 |
345.50 |
348.25 |
+2.50 |
146,831 |
332,728 |
-9,291 |
| Jul10 |
100412 |
357.75 |
362.75 |
357.00 |
359.50 |
+2.25 |
81,602 |
356,841 |
+14,745 |
| Sep10 |
100412 |
371.00 |
372.50 |
367.25 |
370.00 |
+2.25 |
20,194 |
101,225 |
+4,335 |
| Dec10 |
100412 |
379.00 |
383.75 |
378.00 |
380.75 |
+2.00 |
40,785 |
284,770 |
-396 |
| Mar11 |
100412 |
395.00 |
396.00 |
391.50 |
393.25 |
+1.75 |
6,456 |
38,521 |
+3,204 |
| May11 |
100412 |
401.50 |
402.75 |
400.00 |
401.75 |
+1.75 |
417 |
6,829 |
+82 |
| Total Volume and Open Interest |
299,299 |
1,175,286 |
+12,115 |
| Wheat(CBOT) |
| May10 |
100412 |
469.00 |
474.50 |
466.00 |
467.75 |
+2.00 |
48,344 |
129,531 |
-10,199 |
| Jul10 |
100412 |
483.50 |
488.00 |
479.50 |
480.50 |
+1.25 |
41,561 |
184,724 |
+6,112 |
| Sep10 |
100412 |
499.50 |
504.50 |
497.00 |
497.75 |
+1.25 |
11,916 |
55,033 |
+4,823 |
| Dec10 |
100412 |
525.50 |
532.50 |
524.50 |
526.00 |
+1.75 |
5,116 |
64,675 |
+303 |
| Mar11 |
100412 |
558.00 |
558.00 |
552.00 |
553.50 |
+1.50 |
828 |
14,086 |
+166 |
| Total Volume and Open Interest |
108,680 |
468,189 |
+1,565 |
| Wheat(KCBT) |
| May10 |
100412 |
486.25 |
491.25 |
483.00 |
484.25 |
+0.75 |
8,107 |
34,745 |
-1,294 |
| Jul10 |
100412 |
497.25 |
502.00 |
494.00 |
494.75 |
+0.50 |
5,432 |
53,924 |
+1,298 |
| Sep10 |
100412 |
513.25 |
513.25 |
506.25 |
506.75 |
+0.25 |
1,732 |
9,728 |
+899 |
| Dec10 |
100412 |
525.00 |
532.00 |
523.75 |
524.25 |
+0.50 |
1,091 |
42,412 |
-37 |
| Mar11 |
100412 |
548.25 |
548.25 |
541.50 |
541.75 |
+0.50 |
252 |
8,315 |
+77 |
| Total Volume and Open Interest |
16,847 |
154,228 |
+1,087 |
| Wheat(MGE) |
| May10 |
100412 |
504.00 |
509.00 |
500.75 |
502.25 |
+1.00 |
3,352 |
10,190 |
-1,412 |
| Jul10 |
100412 |
515.75 |
520.50 |
511.50 |
513.75 |
+1.25 |
1,423 |
14,139 |
+340 |
| Sep10 |
100412 |
530.00 |
531.75 |
525.50 |
525.75 |
+1.50 |
227 |
6,510 |
-180 |
| Dec10 |
100412 |
544.75 |
550.00 |
542.00 |
544.00 |
+2.25 |
260 |
6,794 |
-144 |
| Mar11 |
100412 |
564.75 |
564.75 |
560.00 |
561.00 |
+2.25 |
36 |
1,121 |
+6 |
| Total Volume and Open Interest |
5,324 |
40,234 |
-1,394 |
| Oats(CBOT) |
| May10 |
100412 |
218.50 |
220.00 |
215.75 |
218.00 |
+3.00 |
1,045 |
6,794 |
-48 |
| Jul10 |
100412 |
225.00 |
225.75 |
221.50 |
221.50 |
unch |
878 |
8,409 |
+563 |
| Sep10 |
100412 |
229.50 |
229.50 |
229.50 |
229.50 |
unch |
47 |
906 |
+36 |
| Dec10 |
100412 |
242.00 |
252.00 |
241.75 |
242.00 |
unch |
11 |
1,920 |
+6 |
| Total Volume and Open Interest |
1,981 |
18,031 |
+557 |
| Rough Rice(CBOT) |
| May10 |
100412 |
13.26 |
13.30 |
13.03 |
13.12 |
-0.07 |
430 |
8,927 |
-128 |
| Jul10 |
100412 |
13.53 |
13.57 |
13.30 |
13.40 |
-0.07 |
315 |
4,668 |
+182 |
| Sep10 |
100412 |
12.93 |
12.99 |
12.70 |
12.83 |
-0.02 |
129 |
2,304 |
+79 |
| Nov10 |
100412 |
13.09 |
13.09 |
12.81 |
12.94 |
-0.02 |
129 |
1,323 |
+53 |
| Total Volume and Open Interest |
1,018 |
17,873 |
+201 |
| Live Cattle(CME) |
| Apr10 |
100412 |
100.035 |
100.200 |
98.750 |
99.000 |
-0.650 |
8,788 |
25,475 |
-1,971 |
| Jun10 |
100412 |
95.035 |
95.300 |
93.900 |
94.050 |
-0.700 |
20,882 |
163,103 |
-2,431 |
| Aug10 |
100412 |
93.350 |
93.700 |
92.500 |
92.730 |
-0.500 |
7,674 |
80,521 |
+18 |
| Oct10 |
100412 |
96.300 |
96.300 |
95.150 |
95.480 |
-0.500 |
2,993 |
44,717 |
+1,261 |
| Dec10 |
100412 |
97.480 |
97.750 |
96.680 |
96.930 |
-0.520 |
1,362 |
25,916 |
+245 |
| Feb11 |
100412 |
98.450 |
98.650 |
97.700 |
97.800 |
-0.550 |
1,306 |
11,579 |
+374 |
| Total Volume and Open Interest |
43,193 |
356,388 |
-2,400 |
| Feeder Cattle(CME) |
| Apr10 |
100412 |
114.650 |
114.800 |
113.930 |
114.035 |
-0.500 |
1,471 |
3,411 |
-283 |
| May10 |
100412 |
115.450 |
115.885 |
114.750 |
115.050 |
-0.335 |
3,410 |
19,224 |
-670 |
| Aug10 |
100412 |
116.650 |
117.000 |
115.850 |
116.480 |
-0.450 |
1,848 |
15,054 |
+946 |
| Sep10 |
100412 |
116.950 |
116.950 |
115.635 |
116.035 |
-0.965 |
801 |
3,380 |
+361 |
| Oct10 |
100412 |
115.600 |
115.885 |
114.730 |
115.080 |
-0.770 |
189 |
1,387 |
+37 |
| Nov10 |
100412 |
114.850 |
115.150 |
114.250 |
114.650 |
-0.500 |
41 |
544 |
+21 |
| Jan11 |
100412 |
112.300 |
112.300 |
111.300 |
112.000 |
-0.300 |
10 |
141 |
+10 |
| Total Volume and Open Interest |
7,779 |
43,147 |
+428 |
| Lean Hogs(CME) |
| Apr10 |
100412 |
76.350 |
76.600 |
76.200 |
76.385 |
+0.160 |
4,951 |
14,619 |
-1,592 |
| May10 |
100412 |
83.400 |
83.700 |
82.800 |
83.100 |
-0.785 |
405 |
6,695 |
+42 |
| Jun10 |
100412 |
84.480 |
84.500 |
83.700 |
83.980 |
-0.405 |
16,462 |
82,613 |
+578 |
| Jul10 |
100412 |
84.580 |
84.680 |
83.900 |
84.080 |
-0.500 |
3,648 |
32,020 |
+458 |
| Aug10 |
100412 |
84.600 |
84.700 |
83.900 |
84.135 |
-0.500 |
3,467 |
37,387 |
+840 |
| Oct10 |
100412 |
74.650 |
74.750 |
74.150 |
74.680 |
+0.080 |
1,393 |
24,209 |
+491 |
| Dec10 |
100412 |
72.100 |
72.250 |
71.700 |
72.180 |
-0.070 |
1,421 |
12,731 |
+667 |
| Feb11 |
100412 |
72.475 |
72.800 |
72.250 |
72.700 |
+0.100 |
387 |
3,712 |
+222 |
| Total Volume and Open Interest |
32,225 |
215,450 |
+1,758 |
| Pork Bellies(CME) |
| May10 |
100412 |
95.000 |
96.500 |
93.300 |
93.650 |
-2.635 |
11 |
200 |
-5 |
| Jul10 |
100412 |
96.535 |
96.535 |
95.500 |
96.000 |
-2.500 |
5 |
79 |
+3 |
| Aug10 |
100412 |
92.500 |
93.680 |
92.500 |
92.500 |
-1.000 |
0 |
22 |
+0 |
| Feb11 |
100412 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
0 |
1 |
+0 |
| Mar11 |
100412 |
93.500 |
93.500 |
93.500 |
93.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
16 |
303 |
-2 |
| Class III Milk(CME) |
| Apr10 |
100412 |
12.85 |
12.86 |
12.81 |
12.85 |
+0.04 |
77 |
4,466 |
+9 |
| May10 |
100412 |
13.60 |
13.75 |
13.40 |
13.53 |
-0.22 |
326 |
4,531 |
+40 |
| Jun10 |
100412 |
13.61 |
13.75 |
13.44 |
13.60 |
-0.17 |
460 |
4,031 |
+125 |
| Jul10 |
100412 |
14.20 |
14.35 |
14.02 |
14.15 |
-0.20 |
177 |
2,856 |
+76 |
| Aug10 |
100412 |
14.76 |
14.86 |
14.62 |
14.72 |
-0.14 |
185 |
2,750 |
+10 |
| Total Volume and Open Interest |
1,421 |
28,686 |
+344 |
| Cocoa(ICE) |
| May10 |
100412 |
2870 |
2933 |
2851 |
2919 |
+63 |
9,114 |
25,960 |
-5,266 |
| Jul10 |
100412 |
2877 |
2943 |
2867 |
2930 |
+53 |
7,876 |
54,319 |
+2,727 |
| Sep10 |
100412 |
2907 |
2967 |
2901 |
2956 |
+52 |
1,346 |
20,200 |
+1,246 |
| Dec10 |
100412 |
2945 |
2990 |
2928 |
2978 |
+46 |
565 |
12,167 |
-50 |
| Mar11 |
100412 |
2956 |
3009 |
2955 |
2998 |
+48 |
288 |
12,396 |
+70 |
| May11 |
100412 |
2964 |
3007 |
2961 |
3003 |
+46 |
29 |
5,461 |
+29 |
| Jul11 |
100412 |
2996 |
3015 |
2996 |
3015 |
+48 |
72 |
2,729 |
-8 |
| Total Volume and Open Interest |
19,290 |
135,560 |
-1,252 |
| Coffee "C"(ICE) |
| May10 |
100412 |
133.50 |
134.20 |
133.05 |
133.55 |
+0.85 |
22,726 |
47,687 |
-6,370 |
| Jul10 |
100412 |
135.15 |
135.95 |
134.85 |
135.30 |
+0.80 |
14,771 |
42,270 |
+3,675 |
| Sep10 |
100412 |
136.90 |
137.40 |
136.40 |
136.85 |
+0.80 |
2,697 |
18,153 |
+646 |
| Dec10 |
100412 |
138.65 |
139.10 |
138.45 |
138.75 |
+0.80 |
2,105 |
11,742 |
-169 |
| Mar11 |
100412 |
140.35 |
140.65 |
140.35 |
140.55 |
+0.80 |
846 |
7,391 |
+88 |
| May11 |
100412 |
141.60 |
141.90 |
141.60 |
141.90 |
+0.80 |
323 |
3,083 |
+323 |
| Total Volume and Open Interest |
43,469 |
131,402 |
-1,806 |
| Orange Juice(ICE) |
| May10 |
100412 |
131.00 |
131.00 |
129.05 |
130.40 |
+0.60 |
3,030 |
15,112 |
-1,208 |
| Jul10 |
100412 |
132.00 |
132.45 |
131.50 |
132.35 |
+0.50 |
1,903 |
11,659 |
+798 |
| Sep10 |
100412 |
134.00 |
134.50 |
133.80 |
134.50 |
+0.35 |
128 |
2,400 |
+54 |
| Nov10 |
100412 |
135.00 |
135.65 |
134.75 |
135.65 |
+0.50 |
21 |
816 |
-7 |
| Jan11 |
100412 |
136.75 |
137.45 |
136.75 |
137.45 |
+0.45 |
15 |
700 |
+3 |
| Mar11 |
100412 |
139.95 |
140.05 |
139.95 |
140.05 |
+0.85 |
1 |
91 |
+0 |
| Total Volume and Open Interest |
5,098 |
30,989 |
-360 |
| Sugar #11(ICE) |
| May10 |
100412 |
16.45 |
17.37 |
16.40 |
16.54 |
+0.15 |
43,640 |
198,626 |
-12,890 |
| Jul10 |
100412 |
16.74 |
17.70 |
16.66 |
16.85 |
+0.09 |
41,265 |
210,031 |
+7,873 |
| Oct10 |
100412 |
17.23 |
17.98 |
17.20 |
17.36 |
+0.10 |
15,219 |
131,127 |
+1,888 |
| Mar11 |
100412 |
17.50 |
18.24 |
17.45 |
17.84 |
+0.15 |
5,396 |
65,592 |
+786 |
| May11 |
100412 |
17.30 |
17.92 |
17.30 |
17.55 |
+0.09 |
2,173 |
19,178 |
-7 |
| Total Volume and Open Interest |
110,334 |
697,296 |
-2,051 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100412 |
2152 |
2184 |
2145 |
2171 |
+20 |
3,686 |
38,275 |
-87 |
| Sep10 |
100412 |
2124 |
2159 |
2120 |
2144 |
+20 |
1,391 |
22,728 |
+52 |
| Dec10 |
100412 |
2094 |
2134 |
2093 |
2121 |
+22 |
405 |
17,944 |
-50 |
| Mar11 |
100412 |
2098 |
2098 |
2085 |
2088 |
+16 |
145 |
16,589 |
+63 |
| May11 |
100412 |
2074 |
2090 |
2074 |
2082 |
+16 |
80 |
3,712 |
+63 |
| Jul11 |
100412 |
2081 |
2081 |
2081 |
2081 |
+17 |
1 |
668 |
-1 |
| Total Volume and Open Interest |
15,464 |
155,650 |
-586 |
| London Sugar(LCE) |
| Aug10 |
100412 |
466.80 |
497.00 |
466.80 |
484.90 |
+16.40 |
3,564 |
27,656 |
+1,401 |
| Oct10 |
100412 |
465.80 |
482.80 |
465.20 |
474.70 |
+12.00 |
659 |
8,733 |
+31 |
| Dec10 |
100412 |
475.00 |
480.30 |
474.40 |
475.50 |
+11.60 |
6 |
2,745 |
+2 |
| Mar11 |
100412 |
475.50 |
487.00 |
475.30 |
481.00 |
+9.90 |
38 |
1,964 |
+11 |
| May11 |
100412 |
473.90 |
483.50 |
473.40 |
477.90 |
+9.20 |
102 |
1,163 |
+46 |
| Total Volume and Open Interest |
10,472 |
57,570 |
-2,309 |
| Cotton(ICE) |
| May10 |
100412 |
78.37 |
79.22 |
78.10 |
78.13 |
+0.06 |
25,286 |
74,847 |
-10,019 |
| Jul10 |
100412 |
79.81 |
80.56 |
79.60 |
79.63 |
+0.13 |
16,042 |
69,396 |
+7,487 |
| Oct10 |
100412 |
76.65 |
77.20 |
76.09 |
77.18 |
+1.68 |
2 |
224 |
+1 |
| Dec10 |
100412 |
75.26 |
75.95 |
75.19 |
75.34 |
+0.08 |
4,841 |
42,745 |
+580 |
| Mar11 |
100412 |
76.74 |
76.78 |
76.30 |
76.39 |
+0.05 |
158 |
4,832 |
+75 |
| May11 |
100412 |
76.49 |
76.49 |
76.49 |
76.49 |
-0.15 |
12 |
115 |
+3 |
| Total Volume and Open Interest |
46,570 |
195,433 |
-1,757 |
| Lumber(CME) |
| May10 |
100412 |
297.2 |
301.5 |
294.6 |
294.7 |
-1.8 |
582 |
4,623 |
-31 |
| Jul10 |
100412 |
306.0 |
309.2 |
302.5 |
304.4 |
-1.1 |
344 |
3,906 |
+185 |
| Sep10 |
100412 |
307.9 |
309.1 |
304.8 |
307.9 |
+1.2 |
44 |
1,051 |
+25 |
| Nov10 |
100412 |
281.8 |
281.8 |
279.8 |
281.2 |
+1.2 |
24 |
279 |
+18 |
| Total Volume and Open Interest |
994 |
9,860 |
+197 |
| Crude Oil(NYM) |
| May10 |
100412 |
85.17 |
85.71 |
84.08 |
84.34 |
-0.58 |
389,596 |
272,121 |
-15,486 |
| Jun10 |
100412 |
85.83 |
86.45 |
84.95 |
85.28 |
-0.35 |
184,018 |
217,648 |
+17,775 |
| Jul10 |
100412 |
86.52 |
87.33 |
86.02 |
86.41 |
-0.11 |
75,166 |
131,586 |
+6,193 |
| Aug10 |
100412 |
87.97 |
87.97 |
86.86 |
87.27 |
+0.02 |
32,284 |
54,342 |
+2,531 |
| Sep10 |
100412 |
88.39 |
88.50 |
87.44 |
87.89 |
+0.09 |
24,596 |
53,396 |
+3,031 |
| Oct10 |
100412 |
88.90 |
88.90 |
87.88 |
88.32 |
+0.12 |
12,813 |
28,325 |
+2,484 |
| Nov10 |
100412 |
88.78 |
89.20 |
88.21 |
88.63 |
+0.15 |
7,971 |
24,428 |
-784 |
| Dec10 |
100412 |
88.71 |
89.48 |
88.48 |
88.89 |
+0.18 |
54,110 |
192,592 |
-2,140 |
| Jan11 |
100412 |
88.86 |
89.55 |
88.74 |
89.09 |
+0.22 |
7,398 |
30,112 |
-224 |
| Feb11 |
100412 |
89.07 |
89.50 |
88.89 |
89.30 |
+0.27 |
3,981 |
14,076 |
-874 |
| Mar11 |
100412 |
89.24 |
89.79 |
89.15 |
89.50 |
+0.32 |
3,067 |
17,148 |
+809 |
| Apr11 |
100412 |
89.50 |
89.70 |
89.32 |
89.70 |
+0.36 |
1,050 |
14,383 |
+183 |
| May11 |
100412 |
89.88 |
89.88 |
89.88 |
89.88 |
+0.42 |
1,967 |
5,629 |
+345 |
| Jun11 |
100412 |
89.81 |
90.45 |
89.58 |
90.02 |
+0.46 |
4,333 |
36,788 |
+1,014 |
| Jul11 |
100412 |
90.13 |
90.13 |
90.13 |
90.13 |
+0.49 |
393 |
4,656 |
+35 |
| Aug11 |
100412 |
90.22 |
90.22 |
90.22 |
90.22 |
+0.51 |
155 |
3,594 |
-54 |
| Total Volume and Open Interest |
818,871 |
1,365,102 |
+15,199 |
| e-miNY Crude Oil(NYM) |
| Apr10 |
100319 |
82.200 |
82.200 |
79.850 |
80.675 |
-1.525 |
6,323 |
2,952 |
-500 |
| May10 |
100412 |
85.625 |
85.625 |
84.075 |
84.350 |
-0.575 |
10,134 |
5,757 |
-106 |
| Jun10 |
100412 |
86.350 |
86.375 |
85.000 |
85.275 |
-0.350 |
566 |
1,056 |
+120 |
| Jul10 |
100412 |
87.175 |
87.250 |
86.275 |
86.400 |
-0.125 |
53 |
244 |
+4 |
| Aug10 |
100412 |
88.000 |
88.000 |
87.075 |
87.275 |
+0.025 |
10 |
62 |
+1 |
| Sep10 |
100412 |
88.500 |
88.500 |
87.900 |
87.900 |
+0.100 |
0 |
9 |
+0 |
| Oct10 |
100412 |
88.325 |
88.325 |
88.325 |
88.325 |
+0.125 |
0 |
11 |
+0 |
| Nov10 |
100412 |
88.900 |
88.900 |
88.625 |
88.625 |
+0.150 |
0 |
1 |
+0 |
| Dec10 |
100412 |
88.900 |
88.900 |
88.900 |
88.900 |
+0.200 |
0 |
57 |
+0 |
| Jan11 |
100412 |
89.100 |
89.100 |
89.100 |
89.100 |
+0.225 |
1 |
0 |
-1 |
| Total Volume and Open Interest |
10,764 |
7,242 |
+18 |
| Heating Oil(NYM) |
| May10 |
100412 |
223.99 |
224.69 |
221.47 |
221.89 |
-0.71 |
49,762 |
93,425 |
-5,719 |
| Jun10 |
100412 |
225.70 |
226.31 |
223.20 |
223.74 |
-0.62 |
34,253 |
58,128 |
-1,430 |
| Jul10 |
100412 |
228.24 |
228.51 |
225.41 |
226.12 |
-0.45 |
13,802 |
31,922 |
+1,856 |
| Aug10 |
100412 |
230.55 |
230.55 |
227.81 |
228.51 |
-0.28 |
5,185 |
16,604 |
-409 |
| Sep10 |
100412 |
232.57 |
232.84 |
230.41 |
231.00 |
-0.21 |
3,586 |
17,053 |
-413 |
| Oct10 |
100412 |
235.00 |
235.15 |
232.93 |
233.44 |
-0.13 |
2,061 |
13,040 |
+428 |
| Nov10 |
100412 |
236.75 |
237.52 |
235.36 |
235.86 |
-0.07 |
887 |
10,318 |
-8 |
| Dec10 |
100412 |
239.72 |
240.08 |
237.41 |
238.26 |
unch |
7,937 |
31,990 |
-578 |
| Jan11 |
100412 |
242.10 |
242.10 |
240.38 |
240.63 |
+0.07 |
969 |
13,047 |
+298 |
| Feb11 |
100412 |
243.54 |
243.54 |
241.96 |
242.06 |
+0.12 |
151 |
4,538 |
-12 |
| Mar11 |
100412 |
243.10 |
243.10 |
242.36 |
242.51 |
+0.17 |
459 |
6,562 |
-29 |
| Apr11 |
100412 |
242.10 |
242.10 |
241.41 |
241.41 |
+0.17 |
90 |
2,301 |
+4 |
| Total Volume and Open Interest |
120,765 |
316,911 |
-5,686 |
| Gasoline(NYMEX) |
| May10 |
100412 |
230.50 |
232.24 |
228.28 |
229.58 |
+0.65 |
76,594 |
116,212 |
-7,963 |
| Jun10 |
100412 |
231.86 |
233.26 |
229.67 |
230.83 |
+0.54 |
47,694 |
67,860 |
+4,774 |
| Jul10 |
100412 |
233.09 |
233.85 |
231.00 |
231.68 |
+0.46 |
26,037 |
40,988 |
+1,210 |
| Aug10 |
100412 |
233.52 |
233.92 |
231.53 |
231.97 |
+0.43 |
9,582 |
19,312 |
+1,684 |
| Sep10 |
100412 |
232.41 |
233.33 |
231.03 |
231.49 |
+0.43 |
7,901 |
26,588 |
+336 |
| Oct10 |
100412 |
222.75 |
223.43 |
221.21 |
221.70 |
+0.45 |
3,312 |
11,334 |
+390 |
| Nov10 |
100412 |
222.20 |
222.20 |
220.88 |
220.88 |
+0.43 |
1,293 |
14,398 |
+84 |
| Dec10 |
100412 |
222.20 |
222.67 |
220.30 |
221.09 |
+0.42 |
2,063 |
12,216 |
-459 |
| Jan11 |
100412 |
222.72 |
222.72 |
222.72 |
222.72 |
+0.39 |
606 |
4,736 |
+510 |
| Feb11 |
100412 |
224.80 |
224.82 |
224.80 |
224.82 |
+0.36 |
1 |
1,216 |
+1 |
| Total Volume and Open Interest |
175,629 |
324,424 |
+1,077 |
| e-miNY RBOB Gasoline(NYM) |
| May10 |
100412 |
229.60 |
229.60 |
229.58 |
229.60 |
+0.70 |
0 |
15 |
+0 |
| Jun10 |
100412 |
230.80 |
230.83 |
230.80 |
230.80 |
+0.50 |
0 |
1 |
+0 |
| Jul10 |
100412 |
231.70 |
231.70 |
231.68 |
231.70 |
+0.50 |
|
|
|
| Aug10 |
100412 |
232.00 |
232.00 |
231.97 |
232.00 |
+0.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
22 |
+0 |
| Natural Gas(NYM) |
| May10 |
100412 |
4.093 |
4.180 |
3.936 |
4.008 |
-0.062 |
139,300 |
216,164 |
-10,520 |
| Jun10 |
100412 |
4.205 |
4.279 |
4.039 |
4.111 |
-0.058 |
53,201 |
74,803 |
+1,123 |
| Jul10 |
100412 |
4.359 |
4.417 |
4.180 |
4.252 |
-0.056 |
56,473 |
98,719 |
+11,110 |
| Aug10 |
100412 |
4.447 |
4.508 |
4.285 |
4.351 |
-0.056 |
16,929 |
42,720 |
+2,036 |
| Sep10 |
100412 |
4.466 |
4.551 |
4.320 |
4.396 |
-0.058 |
8,285 |
41,195 |
+1,289 |
| Oct10 |
100412 |
4.610 |
4.663 |
4.428 |
4.504 |
-0.060 |
13,985 |
62,421 |
+223 |
| Nov10 |
100412 |
4.945 |
5.005 |
4.799 |
4.859 |
-0.060 |
2,713 |
15,408 |
-257 |
| Dec10 |
100412 |
5.366 |
5.407 |
5.204 |
5.264 |
-0.068 |
3,615 |
28,290 |
+404 |
| Jan11 |
100412 |
5.563 |
5.620 |
5.414 |
5.474 |
-0.070 |
9,414 |
44,678 |
+1,008 |
| Feb11 |
100412 |
5.528 |
5.577 |
5.384 |
5.438 |
-0.068 |
1,162 |
18,010 |
+167 |
| Mar11 |
100412 |
5.447 |
5.466 |
5.263 |
5.328 |
-0.064 |
5,496 |
40,184 |
+1,535 |
| Apr11 |
100412 |
5.175 |
5.216 |
5.030 |
5.098 |
-0.049 |
3,136 |
35,291 |
+727 |
| May11 |
100412 |
5.150 |
5.210 |
5.060 |
5.100 |
-0.048 |
444 |
16,636 |
+240 |
| Jun11 |
100412 |
5.186 |
5.186 |
5.143 |
5.143 |
-0.048 |
249 |
6,503 |
+93 |
| Jul11 |
100412 |
5.268 |
5.335 |
5.204 |
5.204 |
-0.048 |
104 |
4,673 |
-41 |
| Aug11 |
100412 |
5.331 |
5.380 |
5.254 |
5.254 |
-0.047 |
93 |
4,712 |
-17 |
| Total Volume and Open Interest |
315,875 |
862,934 |
+9,139 |
| Brent Crude Oil(ICE) |
| May10 |
100412 |
84.87 |
85.74 |
84.48 |
84.77 |
-0.06 |
151,803 |
139,569 |
-21,670 |
| Jun10 |
100412 |
85.00 |
86.54 |
85.00 |
85.71 |
+0.07 |
127,414 |
234,810 |
-2,622 |
| Jul10 |
100412 |
86.32 |
87.17 |
86.05 |
86.44 |
+0.14 |
53,294 |
134,553 |
+7,107 |
| Aug10 |
100412 |
87.47 |
87.69 |
86.75 |
87.03 |
+0.18 |
20,956 |
69,324 |
+4,472 |
| Sep10 |
100412 |
87.89 |
88.14 |
87.19 |
87.51 |
+0.23 |
16,197 |
29,541 |
+1,427 |
| Oct10 |
100412 |
88.24 |
88.52 |
87.52 |
87.93 |
+0.29 |
10,833 |
22,880 |
+1,240 |
| Nov10 |
100412 |
88.54 |
88.82 |
87.83 |
88.28 |
+0.34 |
7,981 |
16,717 |
+114 |
| Dec10 |
100412 |
88.81 |
89.11 |
88.11 |
88.59 |
+0.38 |
30,187 |
92,505 |
-1,523 |
| Jan11 |
100412 |
88.65 |
89.15 |
88.51 |
88.89 |
+0.43 |
4,130 |
15,774 |
+723 |
| Feb11 |
100412 |
89.20 |
89.20 |
89.18 |
89.18 |
+0.47 |
2,798 |
7,873 |
+558 |
| Mar11 |
100412 |
89.50 |
89.50 |
89.47 |
89.47 |
+0.53 |
1,652 |
8,459 |
+357 |
| Apr11 |
100412 |
89.73 |
89.73 |
89.73 |
89.73 |
+0.56 |
1,023 |
4,841 |
+41 |
| May11 |
100412 |
89.95 |
89.95 |
89.95 |
89.95 |
+0.59 |
664 |
3,517 |
+114 |
| Jun11 |
100412 |
90.32 |
90.38 |
89.95 |
90.14 |
+0.62 |
1,651 |
18,315 |
-162 |
| Total Volume and Open Interest |
437,454 |
898,900 |
-11,260 |
| Gas Oil(ICE) |
| Apr10 |
100412 |
713.75 |
717.00 |
709.00 |
709.50 |
unch |
34,419 |
38,476 |
-14,367 |
| May10 |
100412 |
710.00 |
716.75 |
706.00 |
712.50 |
+5.00 |
75,220 |
125,300 |
+5,825 |
| Jun10 |
100412 |
714.75 |
719.50 |
709.25 |
716.50 |
+6.00 |
41,851 |
81,660 |
+1,117 |
| Jul10 |
100412 |
720.00 |
724.50 |
714.75 |
721.75 |
+6.00 |
11,626 |
45,884 |
+1,517 |
| Aug10 |
100412 |
727.25 |
727.50 |
720.50 |
727.25 |
+6.50 |
3,688 |
28,038 |
-36 |
| Sep10 |
100412 |
732.00 |
733.50 |
725.75 |
732.75 |
+6.75 |
5,463 |
32,881 |
-669 |
| Oct10 |
100412 |
738.00 |
738.50 |
731.00 |
737.50 |
+6.75 |
2,483 |
19,608 |
-262 |
| Nov10 |
100412 |
740.75 |
742.00 |
734.75 |
741.25 |
+6.75 |
1,270 |
15,099 |
+26 |
| Dec10 |
100412 |
744.00 |
746.00 |
737.50 |
744.75 |
+6.75 |
9,085 |
88,750 |
+245 |
| Jan11 |
100412 |
748.50 |
749.50 |
748.50 |
749.50 |
+7.00 |
441 |
21,999 |
+32 |
| Total Volume and Open Interest |
186,728 |
572,326 |
-6,368 |
| Ethanol(CBOT) |
| Apr10 |
100406 |
1.512 |
1.512 |
1.512 |
1.512 |
-0.003 |
87 |
178 |
-68 |
| May10 |
100412 |
1.531 |
1.540 |
1.530 |
1.536 |
-0.001 |
109 |
1,236 |
-39 |
| Jun10 |
100412 |
1.550 |
1.558 |
1.550 |
1.556 |
+0.002 |
41 |
1,142 |
+22 |
| Jul10 |
100412 |
1.575 |
1.577 |
1.562 |
1.568 |
+0.001 |
45 |
1,161 |
+41 |
| Aug10 |
100412 |
1.593 |
1.593 |
1.580 |
1.580 |
+0.005 |
26 |
716 |
+14 |
| Sep10 |
100412 |
1.608 |
1.608 |
1.584 |
1.591 |
+0.012 |
40 |
717 |
+28 |
| Oct10 |
100412 |
1.626 |
1.626 |
1.594 |
1.599 |
+0.008 |
25 |
754 |
+15 |
| Nov10 |
100412 |
1.640 |
1.640 |
1.609 |
1.616 |
+0.004 |
25 |
774 |
+10 |
| Total Volume and Open Interest |
416 |
8,564 |
+134 |
| US Dollar Index(ICE) |
| Jun10 |
100412 |
80.850 |
80.850 |
80.215 |
80.692 |
-0.548 |
21,652 |
47,025 |
-931 |
| Sep10 |
100412 |
81.250 |
81.250 |
80.615 |
80.982 |
-0.553 |
102 |
2,345 |
+20 |
| Dec10 |
100412 |
81.232 |
81.232 |
81.232 |
81.232 |
-0.553 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
21,754 |
49,371 |
-911 |
| Australian Dollar(CME) |
| Jun10 |
100412 |
92.97 |
93.08 |
91.86 |
92.20 |
-0.34 |
67,508 |
153,127 |
+941 |
| Sep10 |
100412 |
91.58 |
92.07 |
90.90 |
91.22 |
-0.33 |
54 |
265 |
+10 |
| Dec10 |
100412 |
90.24 |
90.54 |
90.24 |
90.24 |
-0.30 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
67,562 |
153,404 |
+951 |
| British Pound(CME) |
| Jun10 |
100412 |
154.37 |
154.80 |
153.47 |
153.71 |
+0.08 |
101,755 |
122,109 |
-3,143 |
| Sep10 |
100412 |
154.03 |
154.73 |
153.42 |
153.64 |
+0.08 |
207 |
595 |
-10 |
| Dec10 |
100412 |
153.58 |
154.40 |
153.50 |
153.58 |
+0.08 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
101,962 |
122,730 |
-3,153 |
| Canadian Dollar(CME) |
| Jun10 |
100412 |
99.65 |
99.89 |
99.11 |
99.67 |
+0.18 |
68,194 |
147,124 |
-185 |
| Sep10 |
100412 |
99.49 |
99.80 |
99.05 |
99.59 |
+0.18 |
289 |
1,748 |
+134 |
| Dec10 |
100412 |
98.97 |
99.61 |
98.93 |
99.42 |
+0.17 |
11 |
883 |
+4 |
| Mar11 |
100412 |
99.26 |
99.26 |
99.03 |
99.17 |
+0.14 |
4 |
213 |
+1 |
| Total Volume and Open Interest |
68,498 |
150,034 |
-46 |
| Japanese Yen(CME) |
| Jun10 |
100412 |
107.42 |
107.53 |
106.87 |
107.37 |
+0.10 |
106,292 |
129,898 |
+2,611 |
| Sep10 |
100412 |
107.55 |
107.59 |
106.96 |
107.45 |
+0.10 |
433 |
855 |
+138 |
| Dec10 |
100412 |
107.57 |
107.57 |
107.33 |
107.57 |
+0.10 |
3 |
63 |
+3 |
| Total Volume and Open Interest |
106,728 |
130,816 |
+2,752 |
| Swiss Franc(CME) |
| Jun10 |
100412 |
94.68 |
94.83 |
94.25 |
94.50 |
+0.86 |
45,388 |
32,394 |
+343 |
| Sep10 |
100412 |
94.66 |
94.91 |
93.72 |
94.58 |
+0.86 |
154 |
484 |
+46 |
| Dec10 |
100412 |
94.66 |
94.77 |
93.80 |
94.66 |
+0.86 |
3 |
10 |
-3 |
| Total Volume and Open Interest |
45,545 |
32,888 |
+386 |
| EuroFX(CME) |
| Jun10 |
100412 |
136.28 |
136.94 |
135.67 |
135.88 |
+1.32 |
313,608 |
221,002 |
+6,760 |
| Sep10 |
100412 |
136.67 |
136.90 |
135.67 |
135.86 |
+1.32 |
369 |
2,019 |
-149 |
| Dec10 |
100412 |
136.25 |
136.25 |
134.53 |
135.84 |
+1.31 |
9 |
93 |
+7 |
| Total Volume and Open Interest |
313,986 |
223,157 |
+6,618 |
| Mexican Peso(CME) |
| Apr10 |
100412 |
821.8 |
821.8 |
818.5 |
821.8 |
+3.2 |
0 |
5 |
+0 |
| May10 |
100412 |
819.5 |
819.5 |
816.2 |
819.5 |
+3.2 |
|
|
|
| Total Volume and Open Interest |
18,849 |
141,702 |
+4,140 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100412 |
115~170 |
116~140 |
115~080 |
116~080 |
+0~160 |
|
|
|
| Sep10 |
100412 |
114~180 |
115~050 |
114~150 |
115~030 |
+0~200 |
47 |
346 |
+14 |
| Dec10 |
100412 |
113~300 |
113~300 |
113~090 |
113~300 |
+0~210 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
280,936 |
657,427 |
-8,745 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100412 |
115~230 |
116~140 |
115~195 |
116~080 |
+0~110 |
974,637 |
1,593,527 |
+14,617 |
| Sep10 |
100412 |
114~225 |
114~290 |
114~155 |
114~270 |
+0~115 |
245 |
7,508 |
+42 |
| Dec10 |
100412 |
113~090 |
113~140 |
113~020 |
113~140 |
+0~120 |
|
|
|
| Total Volume and Open Interest |
974,882 |
1,601,036 |
+14,659 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100412 |
114~049 |
114~106 |
114~040 |
114~095 |
+0~031 |
453,480 |
912,562 |
+4,626 |
| Sep10 |
100412 |
113~082 |
113~082 |
113~049 |
113~080 |
+0~031 |
0 |
946 |
+0 |
| Dec10 |
100412 |
112~065 |
112~065 |
112~034 |
112~065 |
+0~031 |
|
|
|
| Total Volume and Open Interest |
453,480 |
913,508 |
+4,626 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100412 |
54~025 |
54~025 |
54~025 |
54~025 |
unch |
|
|
|
| Sep10 |
100412 |
107~110 |
107~111 |
107~105 |
107~111 |
+0~006 |
75 |
1,961 |
+18 |
| Dec10 |
100412 |
107~035 |
107~035 |
107~029 |
107~035 |
+0~006 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
296,984 |
969,447 |
+2,879 |
| Eurodollars(CME) |
| Jun10 |
100412 |
99.625 |
99.635 |
99.625 |
99.630 |
-0.005 |
198,106 |
1,200,497 |
-433 |
| Sep10 |
100412 |
99.455 |
99.485 |
99.455 |
99.480 |
+0.010 |
237,306 |
1,037,845 |
+2,515 |
| Dec10 |
100412 |
99.165 |
99.220 |
99.160 |
99.215 |
+0.025 |
359,517 |
1,235,513 |
+40,964 |
| Mar11 |
100412 |
98.800 |
98.880 |
98.800 |
98.870 |
+0.035 |
310,492 |
677,165 |
+7,480 |
| Jun11 |
100412 |
98.405 |
98.500 |
98.405 |
98.485 |
+0.040 |
396,065 |
869,560 |
+12,126 |
| Sep11 |
100412 |
98.025 |
98.130 |
98.020 |
98.110 |
+0.050 |
296,246 |
708,898 |
+19,429 |
| Dec11 |
100412 |
97.650 |
97.765 |
97.650 |
97.750 |
+0.060 |
212,191 |
521,812 |
+9,658 |
| Mar12 |
100412 |
97.340 |
97.455 |
97.330 |
97.435 |
+0.065 |
182,515 |
308,952 |
+3,096 |
| Jun12 |
100412 |
97.025 |
97.155 |
97.025 |
97.135 |
+0.075 |
71,659 |
222,671 |
+4,432 |
| Sep12 |
100412 |
96.750 |
96.880 |
96.745 |
96.860 |
+0.080 |
48,672 |
156,240 |
+4,236 |
| Dec12 |
100412 |
96.475 |
96.615 |
96.470 |
96.590 |
+0.085 |
40,810 |
140,723 |
+5,664 |
| Mar13 |
100412 |
96.255 |
96.400 |
96.250 |
96.370 |
+0.085 |
34,948 |
120,098 |
-579 |
| Jun13 |
100412 |
96.050 |
96.190 |
96.050 |
96.165 |
+0.085 |
13,742 |
80,462 |
+890 |
| Sep13 |
100412 |
95.865 |
96.000 |
95.860 |
95.980 |
+0.090 |
9,187 |
72,127 |
+885 |
| Dec13 |
100412 |
95.675 |
95.815 |
95.675 |
95.790 |
+0.090 |
7,344 |
39,438 |
+1,542 |
| Mar14 |
100412 |
95.530 |
95.660 |
95.530 |
95.640 |
+0.090 |
6,397 |
38,092 |
-470 |
| Jun14 |
100412 |
95.365 |
95.510 |
95.365 |
95.490 |
+0.090 |
4,769 |
34,747 |
+484 |
| Sep14 |
100412 |
95.230 |
95.375 |
95.230 |
95.355 |
+0.090 |
4,363 |
21,817 |
+398 |
| Total Volume and Open Interest |
2,478,699 |
7,754,037 |
+110,014 |
| 30 Day Federal Funds(CBOT) |
| Apr10 |
100412 |
99.798 |
99.802 |
99.798 |
99.802 |
+0.002 |
5,404 |
78,983 |
-34 |
| May10 |
100412 |
99.780 |
99.790 |
99.780 |
99.790 |
unch |
3,227 |
69,859 |
-370 |
| Jun10 |
100412 |
99.775 |
99.780 |
99.775 |
99.780 |
unch |
2,327 |
89,332 |
-192 |
| Jul10 |
100412 |
99.760 |
99.765 |
99.755 |
99.765 |
unch |
1,698 |
68,230 |
+656 |
| Aug10 |
100412 |
99.740 |
99.740 |
99.735 |
99.740 |
unch |
4,434 |
63,329 |
+468 |
| Sep10 |
100412 |
99.705 |
99.715 |
99.705 |
99.710 |
unch |
3,916 |
44,330 |
+562 |
| Total Volume and Open Interest |
34,375 |
653,279 |
+1,212 |
| 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 |
100412 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
1,748 |
+0 |
| Sep10 |
100412 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
0 |
1,130 |
+0 |
| Dec10 |
100412 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
242 |
+0 |
| Mar11 |
100412 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
67 |
+0 |
| Jun11 |
100412 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Sep11 |
100412 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
| Dec11 |
100412 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
| Mar12 |
100412 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
| Jun12 |
100412 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
| Sep12 |
100412 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
3,187 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100412 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
126 |
4,402 |
-2 |
| Sep10 |
100412 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
61 |
3,713 |
-54 |
| Dec10 |
100412 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,430 |
+0 |
| Mar11 |
100412 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
350 |
1,559 |
+0 |
| Jun11 |
100412 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
104 |
+0 |
| Sep11 |
100412 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
51 |
+0 |
| Dec11 |
100412 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
102 |
+0 |
| Mar12 |
100412 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
537 |
12,732 |
-56 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100409 |
138.36 |
138.52 |
138.23 |
138.39 |
-0.01 |
2,100 |
15,021 |
-101 |
| Sep10 |
100412 |
138.24 |
138.24 |
138.24 |
138.24 |
-0.15 |
|
|
|
| Dec10 |
100412 |
136.15 |
136.15 |
136.15 |
136.15 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
2,011 |
14,830 |
-191 |
| Euro-Bund(EUREX) |
| Jun10 |
100412 |
122.53 |
122.78 |
122.11 |
122.67 |
-0.17 |
731,922 |
1,011,827 |
+4,435 |
| Sep10 |
100412 |
121.99 |
122.10 |
121.60 |
122.03 |
-0.18 |
30 |
932 |
+8 |
| Dec10 |
100412 |
121.67 |
121.67 |
121.67 |
121.67 |
-0.17 |
|
|
|
| Total Volume and Open Interest |
731,952 |
1,012,759 |
+4,443 |
| Euro-Bobl(EUREX) |
| Jun10 |
100408 |
117.16 |
117.35 |
117.12 |
117.13 |
+0.05 |
523,833 |
796,520 |
+11,946 |
| Sep10 |
100412 |
116.16 |
116.24 |
116.16 |
116.24 |
-0.23 |
49 |
13,249 |
+0 |
| Dec10 |
100412 |
116.13 |
116.13 |
116.13 |
116.13 |
-0.14 |
48 |
0 |
+0 |
| Total Volume and Open Interest |
485,486 |
825,091 |
-4,921 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100412 |
99.250 |
99.265 |
99.250 |
99.265 |
+0.005 |
69 |
6,939 |
-74 |
| Sep10 |
100412 |
99.050 |
99.065 |
99.050 |
99.060 |
-0.025 |
1,061 |
3,207 |
+597 |
| Dec10 |
100412 |
98.870 |
98.870 |
98.850 |
98.860 |
-0.035 |
7 |
1,704 |
-6 |
| Total Volume and Open Interest |
1,166 |
15,039 |
+513 |
| Long Gilt(LIFFE) |
| Jun10 |
100412 |
113~17 |
113~28 |
113~13 |
113~26 |
-0~02 |
95,340 |
279,467 |
+7,193 |
| Sep10 |
100412 |
115~08 |
115~08 |
115~08 |
115~08 |
-0~02 |
|
|
|
| Total Volume and Open Interest |
95,340 |
279,467 |
+7,193 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100412 |
99.31 |
99.32 |
99.30 |
99.32 |
+0.01 |
21,379 |
381,204 |
-1,511 |
| Sep10 |
100412 |
99.17 |
99.18 |
99.15 |
99.18 |
+0.01 |
36,711 |
456,180 |
+8,113 |
| Dec10 |
100412 |
98.91 |
98.92 |
98.88 |
98.92 |
unch |
47,141 |
428,033 |
-2,250 |
| Mar11 |
100412 |
98.59 |
98.62 |
98.56 |
98.61 |
-0.01 |
48,420 |
292,124 |
-3,744 |
| Jun11 |
100412 |
98.24 |
98.29 |
98.20 |
98.26 |
-0.01 |
42,407 |
321,628 |
+1,019 |
| Sep11 |
100412 |
97.90 |
97.92 |
97.84 |
97.92 |
unch |
41,717 |
176,653 |
+1,989 |
| Total Volume and Open Interest |
293,607 |
2,494,429 |
+3,224 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100412 |
99.260 |
99.270 |
99.235 |
99.265 |
+0.005 |
155,867 |
947,518 |
+25,904 |
| Sep10 |
100412 |
99.070 |
99.070 |
99.040 |
99.060 |
-0.020 |
202,438 |
813,703 |
+12,744 |
| Dec10 |
100412 |
98.870 |
98.880 |
98.830 |
98.860 |
-0.030 |
217,043 |
540,766 |
+17,783 |
| Total Volume and Open Interest |
1,019,911 |
3,969,608 |
+68,527 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100412 |
95.27 |
95.30 |
95.25 |
95.30 |
+0.03 |
14,777 |
273,674 |
-2,766 |
| Sep10 |
100412 |
94.98 |
95.02 |
94.94 |
95.02 |
+0.04 |
18,296 |
179,866 |
+131 |
| Dec10 |
100412 |
94.72 |
94.78 |
94.68 |
94.78 |
+0.06 |
15,455 |
122,027 |
+2,925 |
| Mar11 |
100412 |
94.51 |
94.57 |
94.47 |
94.56 |
+0.04 |
7,389 |
52,446 |
+651 |
| Jun11 |
100412 |
94.33 |
94.38 |
94.29 |
94.37 |
+0.03 |
2,232 |
42,066 |
-448 |
| Sep11 |
100412 |
94.17 |
94.23 |
94.17 |
94.23 |
+0.02 |
609 |
24,136 |
+141 |
| Dec11 |
100412 |
94.09 |
94.13 |
94.07 |
94.12 |
+0.02 |
820 |
17,816 |
+390 |
| Mar12 |
100412 |
94.00 |
94.06 |
94.00 |
94.06 |
+0.01 |
372 |
10,083 |
+232 |
| Jun12 |
100412 |
94.02 |
94.02 |
94.02 |
94.02 |
+0.01 |
0 |
2,286 |
+0 |
| Sep12 |
100412 |
94.00 |
94.00 |
94.00 |
94.00 |
-0.01 |
0 |
1,861 |
+0 |
| Total Volume and Open Interest |
59,950 |
726,844 |
+1,256 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100412 |
94.17 |
94.19 |
94.12 |
94.14 |
-0.03 |
30,819 |
373,777 |
+1,000 |
| Sep10 |
100412 |
94.14 |
94.14 |
94.14 |
94.14 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
30,819 |
373,777 |
+1,000 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100412 |
94.58 |
94.60 |
94.53 |
94.59 |
unch |
80,835 |
534,890 |
-2,375 |
| Sep10 |
100412 |
94.59 |
94.59 |
94.59 |
94.59 |
unch |
|
|
|
| Total Volume and Open Interest |
80,835 |
534,890 |
-2,375 |
| Gold(CMX) |
| Apr10 |
100412 |
1168.5 |
1168.5 |
1154.6 |
1161.6 |
+0.5 |
254 |
1,721 |
-71 |
| Jun10 |
100412 |
1161.9 |
1170.7 |
1154.8 |
1162.2 |
+0.3 |
119,675 |
330,695 |
+6,483 |
| Aug10 |
100412 |
1169.6 |
1169.6 |
1156.1 |
1163.4 |
+0.3 |
1,660 |
34,147 |
+794 |
| Oct10 |
100412 |
1169.8 |
1169.8 |
1158.0 |
1164.5 |
+0.3 |
1,619 |
23,743 |
-295 |
| Dec10 |
100412 |
1171.0 |
1171.0 |
1158.3 |
1165.8 |
+0.2 |
2,211 |
42,504 |
+930 |
| Feb11 |
100412 |
1171.0 |
1171.0 |
1160.2 |
1167.5 |
+0.2 |
57 |
16,352 |
+1 |
| Apr11 |
100412 |
1169.4 |
1169.4 |
1169.4 |
1169.4 |
+0.1 |
246 |
12,106 |
+186 |
| Jun11 |
100412 |
514.9 |
516.5 |
514.9 |
516.5 |
unch |
78 |
6,319 |
+0 |
| Aug11 |
100412 |
1174.9 |
1174.9 |
1174.9 |
1174.9 |
-0.1 |
0 |
2,799 |
+0 |
| Oct11 |
100412 |
1178.3 |
1178.3 |
1178.3 |
1178.3 |
-0.2 |
1 |
6,170 |
+1 |
| Dec11 |
100412 |
1180.2 |
1182.0 |
1180.2 |
1182.0 |
-0.2 |
739 |
14,428 |
+710 |
| Feb12 |
100412 |
1186.4 |
1186.4 |
1186.4 |
1186.4 |
-0.5 |
0 |
850 |
+0 |
| Total Volume and Open Interest |
128,092 |
521,384 |
+9,543 |
| Silver(CMX) |
| May10 |
100412 |
1848.0 |
1860.5 |
1815.5 |
1841.4 |
+6.3 |
31,800 |
60,393 |
-570 |
| Jul10 |
100412 |
1850.0 |
1859.5 |
1819.0 |
1844.4 |
+6.3 |
6,100 |
26,984 |
+1,833 |
| Sep10 |
100412 |
1857.0 |
1857.0 |
1823.0 |
1846.9 |
+6.2 |
925 |
5,180 |
+544 |
| Dec10 |
100412 |
1864.0 |
1866.0 |
1827.5 |
1850.4 |
+6.2 |
358 |
12,197 |
+134 |
| Mar11 |
100412 |
1854.0 |
1854.0 |
1854.0 |
1854.0 |
+6.2 |
0 |
3,111 |
+0 |
| May11 |
100412 |
1856.4 |
1856.4 |
1856.4 |
1856.4 |
+6.2 |
2 |
1,828 |
-2 |
| Jul11 |
100412 |
1840.5 |
1859.1 |
1840.5 |
1859.1 |
+6.1 |
4 |
3,004 |
+1 |
| Total Volume and Open Interest |
39,345 |
121,609 |
+2,026 |
| Platinum(NYMEX) |
| Apr10 |
100412 |
1730.6 |
1735.3 |
1724.9 |
1735.3 |
+13.1 |
22 |
216 |
-50 |
| Jul10 |
100412 |
1735.0 |
1743.3 |
1728.1 |
1739.4 |
+12.0 |
4,553 |
36,803 |
+181 |
| Oct10 |
100412 |
1742.9 |
1743.8 |
1733.0 |
1743.3 |
+12.6 |
23 |
561 |
+12 |
| Jan11 |
100412 |
1741.4 |
1745.3 |
1735.0 |
1745.3 |
+13.0 |
2 |
213 |
+1 |
| Total Volume and Open Interest |
4,600 |
37,793 |
+144 |
| Palladium(NYMEX) |
| Jun10 |
100412 |
517.95 |
525.50 |
513.00 |
524.15 |
+10.55 |
2,256 |
23,352 |
-20 |
| Sep10 |
100412 |
519.65 |
525.00 |
516.40 |
524.85 |
+10.55 |
26 |
816 |
+13 |
| Dec10 |
100412 |
519.50 |
526.15 |
515.50 |
526.15 |
+10.35 |
2 |
46 |
+0 |
| Total Volume and Open Interest |
2,285 |
24,238 |
-6 |
| Copper(CMX) |
| May10 |
100412 |
364.85 |
368.00 |
354.70 |
356.45 |
-2.55 |
27,979 |
75,060 |
-7,207 |
| Jul10 |
100412 |
366.45 |
369.10 |
356.65 |
358.40 |
-2.55 |
11,386 |
47,219 |
+3,097 |
| Sep10 |
100412 |
366.70 |
366.70 |
359.50 |
359.80 |
-2.45 |
2,585 |
9,800 |
-624 |
| Dec10 |
100412 |
366.55 |
366.55 |
360.45 |
360.60 |
-2.30 |
549 |
8,767 |
+371 |
| Mar11 |
100412 |
360.05 |
361.00 |
360.05 |
360.90 |
-2.10 |
21 |
1,995 |
+8 |
| Total Volume and Open Interest |
42,912 |
148,592 |
-4,251 |
| DJIA Index(CBOT) |
| Jun10 |
100412 |
10998 |
10999 |
10940 |
10952 |
-1 |
443 |
7,024 |
+140 |
| Sep10 |
100412 |
10888 |
10889 |
10888 |
10888 |
-1 |
2 |
13 |
+1 |
| Dec10 |
100412 |
10833 |
10834 |
10833 |
10833 |
-1 |
0 |
1 |
+0 |
| Mar11 |
100412 |
10778 |
10779 |
10778 |
10778 |
-1 |
|
|
|
| Total Volume and Open Interest |
445 |
7,038 |
+141 |
| S & P 500(CME) |
| Jun10 |
100412 |
1194.60 |
1198.20 |
1190.80 |
1192.60 |
unch |
15,578 |
310,072 |
-1,406 |
| Sep10 |
100412 |
1187.70 |
1189.70 |
1186.70 |
1187.70 |
unch |
180 |
2,949 |
+75 |
| Dec10 |
100412 |
1183.50 |
1185.00 |
1182.00 |
1183.00 |
unch |
80 |
3,189 |
+31 |
| Mar11 |
100412 |
1180.50 |
1180.90 |
1177.90 |
1178.90 |
unch |
0 |
378 |
+0 |
| Total Volume and Open Interest |
15,838 |
316,613 |
-1,300 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100412 |
1194.75 |
1198.00 |
1190.75 |
1192.50 |
unch |
1,910,628 |
2,389,116 |
+24,144 |
| Sep10 |
100412 |
1189.00 |
1192.75 |
1186.25 |
1187.75 |
unch |
867 |
10,219 |
+424 |
| Total Volume and Open Interest |
1,911,504 |
2,401,024 |
+24,573 |
| NASDAQ 100(CME) |
| Jun10 |
100412 |
1995.00 |
2001.50 |
1988.00 |
1992.50 |
+0.50 |
1,832 |
16,908 |
+868 |
| Sep10 |
100412 |
1990.00 |
1993.00 |
1988.50 |
1990.00 |
+0.50 |
0 |
10 |
+0 |
| Dec10 |
100412 |
1987.50 |
1987.50 |
1986.00 |
1987.50 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
1,832 |
16,918 |
+868 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100412 |
1995.00 |
2001.80 |
1987.80 |
1992.50 |
+0.50 |
231,684 |
307,410 |
+8,772 |
| Sep10 |
100412 |
1999.50 |
1999.50 |
1987.80 |
1990.00 |
+0.50 |
99 |
229 |
+3 |
| Total Volume and Open Interest |
231,783 |
307,640 |
+8,775 |
| S & P Midcap 400(CME) |
| Jun10 |
100412 |
812.50 |
816.10 |
811.50 |
813.20 |
-0.80 |
29 |
1,558 |
+7 |
| Sep10 |
100412 |
811.20 |
811.20 |
811.20 |
811.20 |
-0.80 |
|
|
|
| Dec10 |
100412 |
809.20 |
809.20 |
809.20 |
809.20 |
-0.80 |
|
|
|
| Total Volume and Open Interest |
29 |
1,558 |
+7 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100412 |
11330 |
11390 |
11255 |
11295 |
+10 |
7,470 |
47,762 |
+589 |
| Sep10 |
100412 |
11350 |
11350 |
11340 |
11350 |
+10 |
|
|
|
| Total Volume and Open Interest |
7,470 |
47,762 |
+589 |
| Nikkei 225(SGX) |
| Jun10 |
100412 |
11230 |
11365 |
11220 |
11260 |
+55 |
107,533 |
180,430 |
-604 |
| Sep10 |
100412 |
11340 |
11340 |
11260 |
11260 |
+50 |
6 |
146 |
+0 |
| Dec10 |
100412 |
11225 |
11225 |
11225 |
11225 |
+55 |
0 |
908 |
+0 |
| Total Volume and Open Interest |
115,521 |
202,813 |
+496 |
| CAC 40(EURONEXT) |
| Apr10 |
100412 |
4071.0 |
4083.5 |
4031.5 |
4051.5 |
+3.0 |
135,478 |
420,309 |
+16,594 |
| May10 |
100412 |
3997.5 |
4008.0 |
3959.5 |
3977.5 |
+3.0 |
8,294 |
8,360 |
+8,222 |
| Jun10 |
100412 |
3967.5 |
3978.0 |
3928.0 |
3947.5 |
+2.5 |
3,909 |
56,094 |
+2,809 |
| Total Volume and Open Interest |
147,709 |
486,160 |
+27,625 |
| Hang Seng Index(HKFE) |
| Apr10 |
100412 |
22416 |
22418 |
22136 |
22154 |
-124 |
62,282 |
69,702 |
+3,198 |
| May10 |
100412 |
22299 |
22299 |
21882 |
21882 |
-166 |
1,607 |
4,998 |
+2,088 |
| Jun10 |
100412 |
22152 |
22500 |
21870 |
21870 |
-124 |
812 |
4,105 |
+0 |
| Total Volume and Open Interest |
64,862 |
79,785 |
+5,281 |
| DAX(EUREX) |
| Jun10 |
100412 |
6291.0 |
6303.0 |
6229.0 |
6261.0 |
+2.5 |
143,311 |
146,749 |
-2,526 |
| Sep10 |
100412 |
6298.5 |
6307.5 |
6237.0 |
6266.0 |
+2.5 |
132 |
7,294 |
+45 |
| Dec10 |
100412 |
6315.0 |
6315.0 |
6264.0 |
6275.5 |
+2.5 |
113 |
438 |
+12 |
| Total Volume and Open Interest |
143,556 |
154,481 |
-2,469 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100412 |
5752.50 |
5755.50 |
5700.00 |
5734.00 |
+10.50 |
94,180 |
672,429 |
-2,474 |
| Sep10 |
100412 |
5707.00 |
5707.00 |
5681.00 |
5692.50 |
+11.00 |
48 |
582 |
+21 |
| Dec10 |
100412 |
5659.00 |
5665.50 |
5649.00 |
5665.50 |
+10.00 |
50 |
2,091 |
+0 |
| Total Volume and Open Interest |
94,278 |
675,102 |
-2,453 |
| SPI 200(SFE) |
| Jun10 |
100412 |
4978.0 |
5007.0 |
4964.0 |
5007.0 |
+37.0 |
15,419 |
181,663 |
-6,034 |
| Sep10 |
100412 |
4965.0 |
4997.0 |
4965.0 |
4997.0 |
+38.0 |
0 |
2,121 |
+0 |
| Dec10 |
100412 |
5018.0 |
5018.0 |
5018.0 |
5018.0 |
+38.0 |
0 |
1,804 |
+0 |
| Total Volume and Open Interest |
15,581 |
186,107 |
-6,063 |
| GSCI(CME) |
| Apr10 |
100412 |
538.50 |
544.80 |
538.50 |
539.00 |
unch |
2,751 |
12,689 |
-336 |
| May10 |
100412 |
550.00 |
550.00 |
543.50 |
544.60 |
+0.50 |
1,685 |
9,888 |
+1,533 |
| Jun10 |
100412 |
549.00 |
552.30 |
547.90 |
549.00 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
4,436 |
22,577 |
+1,197 |
| Reuters CCI(ICE) |
| Jun10 |
100412 |
276.70 |
276.70 |
276.70 |
276.70 |
+0.10 |
|
|
|
| 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. |
|
|