|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed April 14, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100414 |
968.00 |
976.00 |
965.00 |
969.00 |
+1.00 |
107,406 |
117,479 |
-18,464 |
| Jul10 |
100414 |
975.00 |
983.50 |
973.00 |
977.00 |
+1.50 |
98,924 |
164,243 |
+11,829 |
| Aug10 |
100414 |
971.50 |
976.25 |
967.75 |
971.75 |
+0.75 |
2,973 |
9,115 |
+183 |
| Sep10 |
100414 |
951.75 |
957.00 |
947.75 |
954.00 |
+4.00 |
3,387 |
10,297 |
+1,076 |
| Nov10 |
100414 |
943.00 |
948.00 |
938.50 |
946.25 |
+1.25 |
31,911 |
137,950 |
+4,738 |
| Jan11 |
100414 |
952.00 |
956.00 |
948.00 |
954.00 |
+1.00 |
931 |
8,689 |
+315 |
| Mar11 |
100414 |
958.00 |
962.00 |
956.00 |
960.50 |
+1.00 |
238 |
4,121 |
+43 |
| Total Volume and Open Interest |
247,022 |
465,811 |
+422 |
| Soybean Meal(CBOT) |
| May10 |
100414 |
274.20 |
277.00 |
273.10 |
274.30 |
-0.90 |
28,155 |
57,324 |
-4,338 |
| Jul10 |
100414 |
274.40 |
276.50 |
272.70 |
273.90 |
-1.20 |
22,998 |
50,011 |
+5,941 |
| Aug10 |
100414 |
271.50 |
272.40 |
269.70 |
270.50 |
-1.70 |
2,560 |
13,515 |
+120 |
| Sep10 |
100414 |
265.60 |
267.30 |
263.60 |
264.90 |
-2.40 |
3,004 |
10,135 |
+456 |
| Oct10 |
100414 |
257.80 |
259.10 |
255.70 |
256.90 |
-2.20 |
1,010 |
7,851 |
-85 |
| Dec10 |
100414 |
255.80 |
259.00 |
254.00 |
255.40 |
-2.40 |
6,905 |
38,794 |
+971 |
| Jan11 |
100414 |
257.40 |
258.80 |
256.30 |
256.30 |
-2.50 |
242 |
4,108 |
+61 |
| Mar11 |
100414 |
260.50 |
260.60 |
258.50 |
258.70 |
-2.60 |
155 |
2,862 |
+61 |
| Total Volume and Open Interest |
65,375 |
188,463 |
+3,332 |
| Soybean Oil(CBOT) |
| May10 |
100414 |
39.73 |
40.18 |
39.68 |
39.86 |
+0.12 |
55,092 |
93,275 |
-12,542 |
| Jul10 |
100414 |
40.20 |
40.63 |
40.11 |
40.31 |
+0.12 |
42,360 |
115,898 |
+4,390 |
| Aug10 |
100414 |
40.39 |
40.84 |
40.35 |
40.53 |
+0.14 |
3,391 |
17,683 |
+315 |
| Sep10 |
100414 |
40.56 |
40.95 |
40.51 |
40.69 |
+0.14 |
2,052 |
9,480 |
+268 |
| Oct10 |
100414 |
40.68 |
41.08 |
40.64 |
40.83 |
+0.15 |
657 |
7,196 |
+48 |
| Dec10 |
100414 |
41.05 |
41.49 |
40.94 |
41.19 |
+0.15 |
6,408 |
45,558 |
+629 |
| Jan11 |
100414 |
41.70 |
41.75 |
41.37 |
41.44 |
+0.15 |
170 |
2,509 |
+47 |
| Mar11 |
100414 |
41.66 |
41.85 |
41.50 |
41.67 |
+0.15 |
419 |
1,167 |
+196 |
| Total Volume and Open Interest |
110,781 |
295,037 |
-6,571 |
| Canola(WCE) |
| May10 |
100414 |
381.2 |
382.0 |
379.5 |
379.8 |
-2.0 |
10,626 |
56,133 |
-3,301 |
| Jul10 |
100414 |
387.2 |
388.3 |
385.5 |
386.1 |
-1.8 |
8,647 |
51,746 |
+6,582 |
| Nov10 |
100414 |
389.0 |
390.4 |
388.3 |
389.2 |
-0.9 |
1,249 |
25,260 |
+709 |
| Jan11 |
100414 |
391.5 |
392.8 |
390.6 |
391.8 |
-0.3 |
42 |
1,288 |
+38 |
| Mar11 |
100414 |
392.1 |
395.2 |
390.8 |
392.8 |
+0.7 |
2 |
463 |
+2 |
| Total Volume and Open Interest |
20,601 |
135,379 |
+4,050 |
| Corn(CBOT) |
| May10 |
100414 |
352.00 |
363.75 |
351.50 |
358.00 |
+5.50 |
138,115 |
283,715 |
-34,912 |
| Jul10 |
100414 |
362.75 |
373.75 |
362.00 |
368.50 |
+5.25 |
107,739 |
382,768 |
+20,376 |
| Sep10 |
100414 |
373.00 |
383.50 |
372.50 |
378.75 |
+5.25 |
24,204 |
115,661 |
+9,381 |
| Dec10 |
100414 |
383.50 |
394.00 |
383.00 |
389.25 |
+5.00 |
28,302 |
285,612 |
-121 |
| Mar11 |
100414 |
395.50 |
406.25 |
395.50 |
401.50 |
+5.00 |
2,560 |
39,174 |
-130 |
| May11 |
100414 |
403.25 |
414.25 |
403.25 |
409.75 |
+5.25 |
534 |
7,151 |
+176 |
| Total Volume and Open Interest |
303,375 |
1,170,035 |
-4,290 |
| Wheat(CBOT) |
| May10 |
100414 |
474.75 |
482.00 |
470.50 |
474.75 |
-1.25 |
79,561 |
101,695 |
-20,024 |
| Jul10 |
100414 |
488.00 |
494.50 |
482.75 |
487.25 |
-1.50 |
70,173 |
201,459 |
+9,318 |
| Sep10 |
100414 |
505.00 |
513.00 |
500.00 |
504.25 |
-2.00 |
11,571 |
62,091 |
+5,078 |
| Dec10 |
100414 |
531.00 |
539.00 |
527.75 |
532.25 |
-1.75 |
5,606 |
65,518 |
+539 |
| Mar11 |
100414 |
560.25 |
567.00 |
557.25 |
560.25 |
-1.50 |
695 |
14,174 |
-16 |
| Total Volume and Open Interest |
169,070 |
466,154 |
-4,301 |
| Wheat(KCBT) |
| May10 |
100414 |
491.00 |
499.50 |
487.00 |
490.50 |
-2.25 |
11,507 |
30,636 |
-2,539 |
| Jul10 |
100414 |
500.50 |
510.00 |
497.00 |
501.50 |
-2.25 |
7,687 |
56,174 |
+1,608 |
| Sep10 |
100414 |
515.00 |
521.25 |
509.75 |
513.25 |
-2.25 |
617 |
10,408 |
+127 |
| Dec10 |
100414 |
531.75 |
539.25 |
528.00 |
530.75 |
-2.25 |
2,085 |
42,987 |
+346 |
| Mar11 |
100414 |
547.00 |
556.00 |
546.75 |
548.25 |
-2.25 |
597 |
8,366 |
+0 |
| Total Volume and Open Interest |
23,293 |
154,296 |
+21 |
| Wheat(MGE) |
| May10 |
100414 |
505.00 |
513.50 |
503.00 |
506.50 |
-1.25 |
2,585 |
10,222 |
+124 |
| Jul10 |
100414 |
516.75 |
525.00 |
514.75 |
518.50 |
-1.00 |
965 |
14,338 |
-353 |
| Sep10 |
100414 |
528.50 |
536.50 |
527.00 |
529.50 |
-1.75 |
125 |
6,502 |
-21 |
| Dec10 |
100414 |
548.00 |
554.75 |
545.50 |
548.00 |
-0.75 |
569 |
7,219 |
+279 |
| Mar11 |
100414 |
567.75 |
571.00 |
564.00 |
564.00 |
-0.75 |
18 |
1,109 |
-18 |
| Total Volume and Open Interest |
4,311 |
40,929 |
+53 |
| Oats(CBOT) |
| May10 |
100414 |
216.50 |
218.50 |
213.50 |
215.75 |
unch |
1,504 |
6,010 |
-626 |
| Jul10 |
100414 |
219.50 |
222.75 |
218.25 |
220.25 |
unch |
1,148 |
9,295 |
+725 |
| Sep10 |
100414 |
227.00 |
230.50 |
227.00 |
228.25 |
unch |
219 |
1,161 |
+155 |
| Dec10 |
100414 |
239.00 |
243.00 |
238.75 |
240.25 |
unch |
44 |
1,984 |
+5 |
| Total Volume and Open Interest |
2,915 |
18,452 |
+259 |
| Rough Rice(CBOT) |
| May10 |
100414 |
13.09 |
13.09 |
12.90 |
12.95 |
-0.07 |
639 |
8,518 |
-222 |
| Jul10 |
100414 |
13.30 |
13.38 |
13.18 |
13.23 |
-0.07 |
545 |
4,911 |
+282 |
| Sep10 |
100414 |
12.80 |
12.80 |
12.73 |
12.74 |
+0.02 |
75 |
2,337 |
+10 |
| Nov10 |
100414 |
12.90 |
12.90 |
12.70 |
12.85 |
+0.01 |
29 |
1,316 |
-6 |
| Total Volume and Open Interest |
1,298 |
17,736 |
+68 |
| Live Cattle(CME) |
| Apr10 |
100414 |
98.500 |
98.550 |
97.035 |
97.135 |
-1.195 |
4,578 |
22,861 |
-646 |
| Jun10 |
100414 |
93.550 |
93.800 |
92.885 |
92.950 |
-0.530 |
15,291 |
162,547 |
+213 |
| Aug10 |
100414 |
92.430 |
92.430 |
91.500 |
91.550 |
-0.550 |
5,677 |
81,414 |
+550 |
| Oct10 |
100414 |
95.150 |
95.150 |
94.330 |
94.535 |
-0.465 |
3,789 |
46,184 |
+489 |
| Dec10 |
100414 |
96.535 |
96.600 |
95.800 |
95.850 |
-0.580 |
1,403 |
26,688 |
+317 |
| Feb11 |
100414 |
97.200 |
97.400 |
96.800 |
97.100 |
-0.200 |
509 |
12,761 |
+281 |
| Total Volume and Open Interest |
31,937 |
357,951 |
+1,396 |
| Feeder Cattle(CME) |
| Apr10 |
100414 |
113.000 |
113.480 |
111.850 |
111.850 |
-1.450 |
592 |
2,785 |
-292 |
| May10 |
100414 |
113.650 |
113.730 |
112.180 |
112.200 |
-1.400 |
3,066 |
17,485 |
-755 |
| Aug10 |
100414 |
115.000 |
115.450 |
114.100 |
114.135 |
-1.095 |
2,598 |
16,904 |
+913 |
| Sep10 |
100414 |
114.600 |
114.885 |
113.500 |
113.500 |
-1.135 |
505 |
3,689 |
-26 |
| Oct10 |
100414 |
113.450 |
113.900 |
112.800 |
112.900 |
-1.030 |
77 |
1,490 |
+41 |
| Nov10 |
100414 |
113.250 |
113.500 |
112.500 |
112.980 |
-0.720 |
60 |
624 |
+41 |
| Jan11 |
100414 |
111.000 |
111.250 |
110.500 |
110.900 |
-0.100 |
10 |
155 |
+4 |
| Total Volume and Open Interest |
6,911 |
43,142 |
-73 |
| Lean Hogs(CME) |
| Apr10 |
100414 |
77.200 |
77.600 |
76.930 |
77.430 |
+0.680 |
2,295 |
11,910 |
-578 |
| May10 |
100414 |
85.000 |
85.180 |
84.180 |
84.635 |
-0.065 |
449 |
6,911 |
+43 |
| Jun10 |
100414 |
85.885 |
86.050 |
84.750 |
84.950 |
-0.530 |
9,284 |
82,137 |
-345 |
| Jul10 |
100414 |
85.430 |
85.480 |
84.600 |
84.730 |
-0.170 |
2,690 |
31,002 |
-361 |
| Aug10 |
100414 |
85.180 |
85.350 |
84.400 |
84.750 |
-0.200 |
2,550 |
38,291 |
+548 |
| Oct10 |
100414 |
75.700 |
75.700 |
75.000 |
75.600 |
+0.170 |
1,456 |
24,961 |
+308 |
| Dec10 |
100414 |
73.000 |
73.135 |
72.450 |
72.800 |
-0.425 |
837 |
13,879 |
+545 |
| Feb11 |
100414 |
73.500 |
73.600 |
73.000 |
73.600 |
+0.300 |
271 |
4,017 |
+183 |
| Total Volume and Open Interest |
19,893 |
214,644 |
+390 |
| Pork Bellies(CME) |
| May10 |
100414 |
94.700 |
96.000 |
94.050 |
94.050 |
-0.650 |
39 |
185 |
-13 |
| Jul10 |
100414 |
96.150 |
96.150 |
94.000 |
94.000 |
-3.000 |
15 |
88 |
+9 |
| Aug10 |
100414 |
90.500 |
90.500 |
90.500 |
90.500 |
-2.000 |
0 |
22 |
+0 |
| Feb11 |
100414 |
93.000 |
95.500 |
93.000 |
93.000 |
unch |
0 |
1 |
+0 |
| Mar11 |
100414 |
93.500 |
93.500 |
93.500 |
93.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
54 |
297 |
-4 |
| Class III Milk(CME) |
| Apr10 |
100414 |
12.82 |
12.85 |
12.80 |
12.84 |
+0.03 |
71 |
4,457 |
+1 |
| May10 |
100414 |
13.01 |
13.14 |
12.85 |
13.08 |
+0.08 |
400 |
4,691 |
+119 |
| Jun10 |
100414 |
13.24 |
13.34 |
13.00 |
13.30 |
+0.18 |
379 |
4,185 |
+74 |
| Jul10 |
100414 |
13.65 |
14.01 |
13.59 |
13.91 |
+0.26 |
126 |
2,920 |
+36 |
| Aug10 |
100414 |
14.29 |
14.69 |
14.28 |
14.53 |
+0.21 |
77 |
2,787 |
+32 |
| Total Volume and Open Interest |
1,161 |
29,185 |
+296 |
| Cocoa(ICE) |
| May10 |
100414 |
2872 |
2902 |
2866 |
2890 |
+22 |
8,737 |
13,726 |
-5,844 |
| Jul10 |
100414 |
2881 |
2909 |
2875 |
2898 |
+17 |
9,671 |
57,584 |
+1,499 |
| Sep10 |
100414 |
2913 |
2932 |
2900 |
2918 |
+13 |
1,454 |
20,944 |
+234 |
| Dec10 |
100414 |
2940 |
2954 |
2908 |
2926 |
-5 |
832 |
12,838 |
+460 |
| Mar11 |
100414 |
2965 |
2976 |
2945 |
2945 |
-9 |
280 |
12,461 |
-61 |
| May11 |
100414 |
2953 |
2953 |
2953 |
2953 |
-8 |
212 |
5,527 |
-84 |
| Jul11 |
100414 |
2964 |
2964 |
2964 |
2964 |
-6 |
173 |
2,806 |
+93 |
| Total Volume and Open Interest |
21,621 |
128,520 |
-3,491 |
| Coffee "C"(ICE) |
| May10 |
100414 |
132.25 |
133.10 |
131.70 |
131.85 |
-0.35 |
16,264 |
37,020 |
-6,231 |
| Jul10 |
100414 |
133.85 |
134.70 |
133.40 |
133.50 |
-0.35 |
14,545 |
50,622 |
+3,926 |
| Sep10 |
100414 |
135.55 |
136.05 |
135.00 |
135.10 |
-0.30 |
3,602 |
19,572 |
+994 |
| Dec10 |
100414 |
137.45 |
137.60 |
136.85 |
136.95 |
-0.35 |
1,212 |
12,458 |
+411 |
| Mar11 |
100414 |
139.30 |
139.30 |
138.70 |
138.70 |
-0.40 |
543 |
7,528 |
+99 |
| May11 |
100414 |
140.10 |
140.10 |
140.00 |
140.00 |
-0.45 |
179 |
3,374 |
+177 |
| Total Volume and Open Interest |
36,575 |
131,879 |
-397 |
| Orange Juice(ICE) |
| May10 |
100414 |
130.90 |
132.25 |
130.75 |
130.90 |
+0.20 |
2,233 |
14,294 |
-529 |
| Jul10 |
100414 |
133.00 |
134.25 |
132.70 |
133.20 |
+0.50 |
2,000 |
13,596 |
+1,580 |
| Sep10 |
100414 |
135.85 |
135.85 |
134.75 |
135.05 |
+0.40 |
123 |
2,551 |
+70 |
| Nov10 |
100414 |
136.15 |
136.55 |
136.15 |
136.40 |
+0.55 |
78 |
885 |
+43 |
| Jan11 |
100414 |
138.05 |
138.05 |
138.05 |
138.05 |
+0.50 |
16 |
717 |
+16 |
| Mar11 |
100414 |
139.90 |
139.90 |
139.90 |
139.90 |
+0.25 |
1 |
92 |
+1 |
| Total Volume and Open Interest |
4,451 |
32,346 |
+1,181 |
| Sugar #11(ICE) |
| May10 |
100414 |
17.15 |
17.79 |
17.00 |
17.53 |
+0.55 |
72,188 |
167,960 |
-18,367 |
| Jul10 |
100414 |
17.30 |
17.85 |
17.24 |
17.68 |
+0.45 |
68,007 |
225,808 |
+8,697 |
| Oct10 |
100414 |
17.90 |
18.08 |
17.71 |
18.02 |
+0.31 |
24,918 |
136,752 |
+6,007 |
| Mar11 |
100414 |
18.30 |
18.45 |
18.19 |
18.42 |
+0.23 |
8,833 |
67,669 |
+1,761 |
| May11 |
100414 |
17.96 |
18.06 |
17.85 |
18.02 |
+0.11 |
2,955 |
19,666 |
+368 |
| Total Volume and Open Interest |
181,110 |
690,859 |
-1,254 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100414 |
2142 |
2152 |
2126 |
2135 |
-6 |
2,806 |
39,962 |
+45 |
| Sep10 |
100414 |
2123 |
2130 |
2102 |
2107 |
-12 |
1,185 |
22,753 |
+271 |
| Dec10 |
100414 |
2100 |
2105 |
2079 |
2080 |
-17 |
682 |
17,115 |
-357 |
| Mar11 |
100414 |
2074 |
2074 |
2055 |
2055 |
-12 |
447 |
16,789 |
+120 |
| May11 |
100414 |
2060 |
2060 |
2050 |
2050 |
-15 |
13 |
3,814 |
+8 |
| Jul11 |
100414 |
2050 |
2050 |
2050 |
2050 |
-15 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
10,592 |
155,117 |
+191 |
| London Sugar(LCE) |
| Aug10 |
100414 |
497.10 |
508.00 |
495.00 |
503.40 |
+4.80 |
6,167 |
30,564 |
+2,360 |
| Oct10 |
100414 |
482.90 |
490.00 |
481.10 |
486.10 |
+1.40 |
605 |
9,301 |
+231 |
| Dec10 |
100414 |
482.20 |
487.30 |
482.20 |
484.60 |
-0.40 |
10 |
2,753 |
+0 |
| Mar11 |
100414 |
491.60 |
492.40 |
490.40 |
491.00 |
+0.80 |
136 |
2,027 |
+63 |
| May11 |
100414 |
487.80 |
488.30 |
486.50 |
488.30 |
+2.10 |
65 |
1,256 |
+50 |
| Total Volume and Open Interest |
15,733 |
55,976 |
-1,594 |
| Cotton(ICE) |
| May10 |
100414 |
80.03 |
80.66 |
79.28 |
79.50 |
-0.53 |
12,199 |
57,486 |
-6,693 |
| Jul10 |
100414 |
81.70 |
82.15 |
80.95 |
81.09 |
-0.52 |
9,552 |
78,722 |
+4,699 |
| Oct10 |
100414 |
77.80 |
77.80 |
77.09 |
77.26 |
-0.32 |
161 |
372 |
+146 |
| Dec10 |
100414 |
75.78 |
76.09 |
75.55 |
75.70 |
-0.24 |
2,430 |
44,338 |
+1,063 |
| Mar11 |
100414 |
76.95 |
77.10 |
76.74 |
76.78 |
-0.07 |
113 |
4,890 |
+76 |
| May11 |
100414 |
76.83 |
76.83 |
76.83 |
76.83 |
-0.23 |
0 |
143 |
+0 |
| Total Volume and Open Interest |
24,558 |
189,331 |
-634 |
| Lumber(CME) |
| May10 |
100414 |
294.6 |
303.5 |
293.7 |
299.5 |
+4.9 |
501 |
4,332 |
-18 |
| Jul10 |
100414 |
305.8 |
312.0 |
303.3 |
309.0 |
+4.3 |
195 |
4,206 |
-10 |
| Sep10 |
100414 |
307.5 |
314.0 |
307.5 |
313.0 |
+4.5 |
184 |
1,235 |
+78 |
| Nov10 |
100414 |
283.7 |
288.8 |
283.7 |
288.5 |
+5.0 |
31 |
325 |
+20 |
| Total Volume and Open Interest |
911 |
10,099 |
+70 |
| Crude Oil(NYM) |
| May10 |
100414 |
83.82 |
86.39 |
83.71 |
85.84 |
+1.79 |
421,904 |
196,192 |
-42,733 |
| Jun10 |
100414 |
84.85 |
87.12 |
84.85 |
86.73 |
+1.62 |
288,555 |
273,224 |
+36,715 |
| Jul10 |
100414 |
85.96 |
88.02 |
85.94 |
87.71 |
+1.55 |
120,134 |
156,637 |
+11,246 |
| Aug10 |
100414 |
86.92 |
88.51 |
86.87 |
88.33 |
+1.46 |
48,917 |
55,129 |
-844 |
| Sep10 |
100414 |
87.26 |
88.86 |
87.26 |
88.78 |
+1.39 |
37,761 |
63,588 |
+2,621 |
| Oct10 |
100414 |
87.91 |
89.13 |
87.90 |
89.13 |
+1.35 |
18,527 |
33,055 |
+1,419 |
| Nov10 |
100414 |
88.41 |
89.43 |
88.11 |
89.43 |
+1.35 |
14,463 |
24,172 |
-277 |
| Dec10 |
100414 |
88.30 |
89.75 |
88.30 |
89.71 |
+1.35 |
65,941 |
191,145 |
-641 |
| Jan11 |
100414 |
89.69 |
89.92 |
89.69 |
89.92 |
+1.34 |
5,806 |
30,982 |
+777 |
| Feb11 |
100414 |
88.91 |
90.14 |
88.90 |
90.14 |
+1.33 |
3,226 |
13,358 |
-567 |
| Mar11 |
100414 |
89.54 |
90.35 |
89.23 |
90.35 |
+1.32 |
2,645 |
16,657 |
-335 |
| Apr11 |
100414 |
90.45 |
90.55 |
90.45 |
90.55 |
+1.31 |
1,163 |
14,424 |
+184 |
| May11 |
100414 |
90.00 |
90.71 |
90.00 |
90.71 |
+1.28 |
795 |
5,602 |
+75 |
| Jun11 |
100414 |
89.57 |
90.82 |
89.57 |
90.82 |
+1.24 |
5,376 |
37,496 |
+641 |
| Jul11 |
100414 |
90.90 |
90.90 |
90.90 |
90.90 |
+1.21 |
329 |
4,546 |
-117 |
| Aug11 |
100414 |
90.96 |
90.96 |
90.96 |
90.96 |
+1.19 |
259 |
3,715 |
+76 |
| Total Volume and Open Interest |
1,061,659 |
1,386,148 |
+8,357 |
| e-miNY Crude Oil(NYM) |
| Apr10 |
100319 |
82.200 |
82.200 |
79.850 |
80.675 |
-1.525 |
6,323 |
2,952 |
-500 |
| May10 |
100414 |
83.725 |
86.400 |
83.650 |
85.850 |
+1.800 |
9,833 |
5,897 |
+181 |
| Jun10 |
100414 |
85.100 |
87.125 |
84.900 |
86.725 |
+1.625 |
1,295 |
1,862 |
+363 |
| Jul10 |
100414 |
86.400 |
87.975 |
86.175 |
87.700 |
+1.550 |
129 |
242 |
-5 |
| Aug10 |
100414 |
87.275 |
88.400 |
87.275 |
88.325 |
+1.450 |
5 |
64 |
+1 |
| Sep10 |
100414 |
87.800 |
88.775 |
87.800 |
88.775 |
+1.375 |
1 |
14 |
+1 |
| Oct10 |
100414 |
88.800 |
89.125 |
88.800 |
89.125 |
+1.350 |
0 |
12 |
+0 |
| Nov10 |
100414 |
88.750 |
89.425 |
88.750 |
89.425 |
+1.350 |
1 |
1 |
+0 |
| Dec10 |
100414 |
89.700 |
89.700 |
89.700 |
89.700 |
+1.350 |
0 |
61 |
+0 |
| Jan11 |
100414 |
89.925 |
89.925 |
89.925 |
89.925 |
+1.350 |
|
|
|
| Total Volume and Open Interest |
11,264 |
8,198 |
+541 |
| Heating Oil(NYM) |
| May10 |
100414 |
220.89 |
225.94 |
220.64 |
224.21 |
+2.79 |
45,839 |
81,287 |
-7,000 |
| Jun10 |
100414 |
223.00 |
227.82 |
222.74 |
226.16 |
+2.82 |
26,003 |
62,387 |
+1,440 |
| Jul10 |
100414 |
225.67 |
229.69 |
225.22 |
228.24 |
+2.72 |
12,689 |
32,946 |
+421 |
| Aug10 |
100414 |
228.75 |
231.25 |
227.86 |
230.37 |
+2.63 |
5,502 |
17,066 |
+703 |
| Sep10 |
100414 |
231.14 |
233.79 |
229.95 |
232.59 |
+2.54 |
5,491 |
15,220 |
-1,203 |
| Oct10 |
100414 |
232.88 |
235.37 |
232.81 |
235.02 |
+2.51 |
1,178 |
13,364 |
+149 |
| Nov10 |
100414 |
235.70 |
237.48 |
235.66 |
237.48 |
+2.51 |
1,015 |
10,003 |
-248 |
| Dec10 |
100414 |
237.41 |
241.20 |
237.27 |
239.92 |
+2.51 |
5,331 |
31,616 |
-765 |
| Jan11 |
100414 |
239.89 |
242.65 |
239.89 |
242.32 |
+2.53 |
1,362 |
13,398 |
+235 |
| Feb11 |
100414 |
242.50 |
243.96 |
242.50 |
243.72 |
+2.48 |
354 |
4,623 |
+97 |
| Mar11 |
100414 |
242.65 |
244.07 |
241.97 |
244.07 |
+2.41 |
218 |
6,540 |
+58 |
| Apr11 |
100414 |
241.90 |
243.16 |
241.90 |
242.92 |
+2.36 |
52 |
2,286 |
-12 |
| Total Volume and Open Interest |
106,079 |
309,281 |
-5,887 |
| Gasoline(NYMEX) |
| May10 |
100414 |
229.36 |
235.20 |
229.36 |
233.27 |
+2.34 |
63,214 |
96,094 |
-8,975 |
| Jun10 |
100414 |
230.85 |
236.05 |
230.50 |
234.19 |
+2.42 |
41,385 |
79,479 |
+8,692 |
| Jul10 |
100414 |
232.10 |
236.48 |
231.50 |
234.72 |
+2.52 |
17,875 |
44,584 |
+2,210 |
| Aug10 |
100414 |
233.00 |
236.15 |
231.53 |
234.99 |
+2.72 |
5,633 |
20,482 |
+262 |
| Sep10 |
100414 |
230.65 |
235.29 |
230.65 |
234.37 |
+2.82 |
5,475 |
27,288 |
+524 |
| Oct10 |
100414 |
221.51 |
225.39 |
221.22 |
224.41 |
+2.86 |
1,565 |
11,873 |
+324 |
| Nov10 |
100414 |
221.07 |
223.50 |
221.07 |
223.49 |
+2.86 |
822 |
14,409 |
-33 |
| Dec10 |
100414 |
220.77 |
224.17 |
220.77 |
223.61 |
+2.83 |
1,949 |
12,001 |
-60 |
| Jan11 |
100414 |
223.02 |
225.25 |
223.02 |
225.25 |
+2.85 |
215 |
4,782 |
+42 |
| Feb11 |
100414 |
227.35 |
227.35 |
227.35 |
227.35 |
+2.85 |
121 |
1,230 |
+11 |
| Total Volume and Open Interest |
138,264 |
321,828 |
+2,997 |
| e-miNY RBOB Gasoline(NYM) |
| May10 |
100414 |
233.30 |
233.30 |
233.27 |
233.30 |
+2.40 |
0 |
15 |
+0 |
| Jun10 |
100414 |
234.20 |
234.20 |
234.19 |
234.20 |
+2.40 |
0 |
1 |
+0 |
| Jul10 |
100414 |
234.70 |
234.72 |
234.70 |
234.70 |
+2.50 |
0 |
1 |
+0 |
| Aug10 |
100414 |
235.00 |
235.00 |
235.00 |
235.00 |
+2.70 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
23 |
+0 |
| Natural Gas(NYM) |
| May10 |
100414 |
4.154 |
4.269 |
4.114 |
4.199 |
+0.039 |
168,495 |
178,717 |
-17,343 |
| Jun10 |
100414 |
4.250 |
4.359 |
4.210 |
4.295 |
+0.042 |
49,406 |
82,181 |
+4,600 |
| Jul10 |
100414 |
4.367 |
4.469 |
4.333 |
4.419 |
+0.040 |
56,664 |
116,656 |
+7,114 |
| Aug10 |
100414 |
4.450 |
4.550 |
4.420 |
4.503 |
+0.034 |
14,804 |
47,201 |
+1,269 |
| Sep10 |
100414 |
4.475 |
4.587 |
4.474 |
4.544 |
+0.034 |
11,555 |
42,936 |
+836 |
| Oct10 |
100414 |
4.610 |
4.691 |
4.580 |
4.648 |
+0.032 |
12,622 |
62,939 |
-60 |
| Nov10 |
100414 |
4.972 |
5.014 |
4.927 |
4.986 |
+0.037 |
1,528 |
15,254 |
-374 |
| Dec10 |
100414 |
5.334 |
5.407 |
5.315 |
5.373 |
+0.039 |
2,286 |
29,241 |
+467 |
| Jan11 |
100414 |
5.532 |
5.615 |
5.515 |
5.583 |
+0.037 |
7,081 |
45,442 |
+543 |
| Feb11 |
100414 |
5.523 |
5.567 |
5.486 |
5.546 |
+0.040 |
669 |
18,258 |
+150 |
| Mar11 |
100414 |
5.386 |
5.463 |
5.371 |
5.437 |
+0.041 |
2,822 |
38,447 |
-122 |
| Apr11 |
100414 |
5.176 |
5.228 |
5.147 |
5.204 |
+0.043 |
2,911 |
35,865 |
+856 |
| May11 |
100414 |
5.180 |
5.225 |
5.180 |
5.209 |
+0.045 |
610 |
17,077 |
+408 |
| Jun11 |
100414 |
5.227 |
5.260 |
5.227 |
5.254 |
+0.046 |
13 |
6,469 |
+3 |
| Jul11 |
100414 |
5.337 |
5.337 |
5.317 |
5.317 |
+0.048 |
211 |
4,865 |
+189 |
| Aug11 |
100414 |
5.370 |
5.370 |
5.367 |
5.367 |
+0.048 |
220 |
4,704 |
-2 |
| Total Volume and Open Interest |
332,883 |
859,354 |
-1,479 |
| Brent Crude Oil(ICE) |
| May10 |
100414 |
84.68 |
86.64 |
84.49 |
86.15 |
+1.43 |
129,997 |
103,246 |
-23,376 |
| Jun10 |
100414 |
85.56 |
87.39 |
85.43 |
86.90 |
+1.27 |
175,326 |
247,493 |
+15,397 |
| Jul10 |
100414 |
86.21 |
87.91 |
86.10 |
87.46 |
+1.21 |
64,934 |
143,340 |
+3,953 |
| Aug10 |
100414 |
87.12 |
88.29 |
86.66 |
87.92 |
+1.18 |
23,786 |
73,502 |
+546 |
| Sep10 |
100414 |
87.49 |
88.63 |
86.99 |
88.31 |
+1.17 |
19,775 |
33,643 |
+2,141 |
| Oct10 |
100414 |
87.85 |
88.87 |
87.36 |
88.68 |
+1.19 |
13,138 |
25,420 |
+1,770 |
| Nov10 |
100414 |
88.19 |
89.19 |
87.71 |
89.03 |
+1.22 |
9,230 |
18,044 |
+987 |
| Dec10 |
100414 |
88.50 |
89.54 |
88.05 |
89.36 |
+1.24 |
35,848 |
93,443 |
+3,330 |
| Jan11 |
100414 |
88.82 |
89.66 |
88.45 |
89.66 |
+1.23 |
4,137 |
15,365 |
-541 |
| Feb11 |
100414 |
89.96 |
89.96 |
89.96 |
89.96 |
+1.23 |
2,818 |
8,089 |
+72 |
| Mar11 |
100414 |
90.30 |
90.30 |
90.25 |
90.25 |
+1.22 |
3,022 |
7,698 |
-752 |
| Apr11 |
100414 |
90.51 |
90.51 |
90.51 |
90.51 |
+1.20 |
983 |
4,914 |
+18 |
| May11 |
100414 |
90.73 |
90.73 |
90.73 |
90.73 |
+1.17 |
879 |
3,498 |
-9 |
| Jun11 |
100414 |
90.12 |
90.92 |
89.98 |
90.92 |
+1.13 |
2,413 |
18,287 |
-33 |
| Total Volume and Open Interest |
496,938 |
897,353 |
+5,801 |
| Gas Oil(ICE) |
| May10 |
100414 |
704.50 |
719.00 |
704.50 |
714.50 |
+14.50 |
72,097 |
132,439 |
+3,061 |
| Jun10 |
100414 |
708.50 |
722.75 |
708.25 |
718.25 |
+14.25 |
51,920 |
86,925 |
+3,852 |
| Jul10 |
100414 |
716.50 |
727.75 |
714.00 |
723.50 |
+14.00 |
12,369 |
47,525 |
+818 |
| Aug10 |
100414 |
721.50 |
732.75 |
720.25 |
729.00 |
+13.50 |
6,790 |
28,514 |
+276 |
| Sep10 |
100414 |
727.00 |
738.50 |
725.75 |
734.50 |
+13.25 |
5,210 |
31,731 |
-549 |
| Oct10 |
100414 |
731.00 |
742.75 |
730.50 |
739.25 |
+13.00 |
2,532 |
20,486 |
+479 |
| Nov10 |
100414 |
734.50 |
745.25 |
734.50 |
742.75 |
+12.75 |
2,942 |
15,526 |
+260 |
| Dec10 |
100414 |
737.75 |
750.00 |
737.50 |
746.25 |
+12.75 |
8,823 |
90,355 |
-433 |
| Jan11 |
100414 |
746.00 |
752.25 |
742.75 |
750.75 |
+12.25 |
352 |
22,073 |
-23 |
| Feb11 |
100414 |
749.50 |
754.75 |
749.50 |
754.75 |
+12.00 |
175 |
12,353 |
+2 |
| Total Volume and Open Interest |
165,975 |
552,271 |
-8,103 |
| Ethanol(CBOT) |
| Apr10 |
100406 |
1.512 |
1.512 |
1.512 |
1.512 |
-0.003 |
87 |
178 |
-68 |
| May10 |
100414 |
1.550 |
1.566 |
1.545 |
1.562 |
+0.018 |
119 |
1,129 |
-16 |
| Jun10 |
100414 |
1.565 |
1.583 |
1.564 |
1.581 |
+0.017 |
39 |
1,193 |
+19 |
| Jul10 |
100414 |
1.598 |
1.598 |
1.595 |
1.595 |
+0.020 |
30 |
1,201 |
+21 |
| Aug10 |
100414 |
1.590 |
1.607 |
1.590 |
1.606 |
+0.018 |
82 |
670 |
-35 |
| Sep10 |
100414 |
1.616 |
1.616 |
1.611 |
1.612 |
+0.018 |
30 |
747 |
+20 |
| Oct10 |
100414 |
1.628 |
1.628 |
1.616 |
1.626 |
+0.023 |
27 |
791 |
+20 |
| Nov10 |
100414 |
1.640 |
1.640 |
1.640 |
1.640 |
+0.022 |
32 |
793 |
+22 |
| Total Volume and Open Interest |
427 |
8,662 |
+73 |
| US Dollar Index(ICE) |
| Jun10 |
100414 |
80.555 |
80.615 |
80.140 |
80.290 |
-0.335 |
20,213 |
45,637 |
+445 |
| Sep10 |
100414 |
80.810 |
80.860 |
80.510 |
80.570 |
-0.345 |
57 |
2,226 |
+11 |
| Dec10 |
100414 |
81.170 |
81.170 |
80.820 |
80.820 |
-0.345 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
20,270 |
47,864 |
+456 |
| Australian Dollar(CME) |
| Jun10 |
100414 |
92.25 |
92.98 |
92.09 |
92.84 |
+0.73 |
69,688 |
152,289 |
+5,236 |
| Sep10 |
100414 |
91.28 |
91.92 |
91.13 |
91.85 |
+0.72 |
393 |
248 |
-3 |
| Dec10 |
100414 |
90.86 |
90.86 |
90.15 |
90.86 |
+0.71 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
70,082 |
152,550 |
+5,234 |
| British Pound(CME) |
| Jun10 |
100414 |
153.73 |
154.88 |
153.67 |
154.69 |
+1.00 |
85,810 |
120,479 |
+2,531 |
| Sep10 |
100414 |
153.65 |
154.79 |
153.61 |
154.62 |
+1.00 |
119 |
619 |
-13 |
| Dec10 |
100414 |
154.57 |
154.66 |
153.56 |
154.57 |
+1.01 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
85,929 |
121,125 |
+2,518 |
| Canadian Dollar(CME) |
| Jun10 |
100414 |
99.83 |
100.47 |
99.75 |
100.05 |
+0.30 |
58,804 |
148,713 |
+6,885 |
| Sep10 |
100414 |
99.75 |
100.37 |
99.66 |
99.96 |
+0.30 |
166 |
1,889 |
+38 |
| Dec10 |
100414 |
99.95 |
100.16 |
99.48 |
99.77 |
+0.29 |
108 |
898 |
+2 |
| Mar11 |
100414 |
99.84 |
99.91 |
99.23 |
99.52 |
+0.29 |
12 |
224 |
+10 |
| Total Volume and Open Interest |
59,090 |
151,790 |
+6,935 |
| Japanese Yen(CME) |
| Jun10 |
100414 |
107.36 |
107.78 |
106.73 |
107.42 |
+0.04 |
70,676 |
129,166 |
+312 |
| Sep10 |
100414 |
107.43 |
107.86 |
106.84 |
107.51 |
+0.05 |
232 |
842 |
+24 |
| Dec10 |
100414 |
107.63 |
107.72 |
107.30 |
107.63 |
+0.05 |
0 |
65 |
+0 |
| Total Volume and Open Interest |
70,908 |
130,073 |
+336 |
| Swiss Franc(CME) |
| Jun10 |
100414 |
94.95 |
95.28 |
94.75 |
95.14 |
+0.24 |
46,625 |
31,984 |
+97 |
| Sep10 |
100414 |
94.97 |
95.25 |
94.85 |
95.22 |
+0.24 |
84 |
483 |
+8 |
| Dec10 |
100414 |
95.30 |
95.30 |
95.05 |
95.30 |
+0.24 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
46,709 |
32,477 |
+105 |
| EuroFX(CME) |
| Jun10 |
100414 |
136.16 |
136.82 |
135.95 |
136.56 |
+0.60 |
305,464 |
208,385 |
+2,163 |
| Sep10 |
100414 |
136.10 |
136.79 |
135.96 |
136.54 |
+0.60 |
334 |
2,044 |
+32 |
| Dec10 |
100414 |
136.25 |
136.52 |
135.92 |
136.52 |
+0.60 |
3 |
91 |
-2 |
| Total Volume and Open Interest |
305,801 |
210,563 |
+2,193 |
| Mexican Peso(CME) |
| Apr10 |
100414 |
821.2 |
821.2 |
820.5 |
821.2 |
+0.8 |
2 |
5 |
-2 |
| May10 |
100414 |
819.0 |
819.0 |
818.2 |
819.0 |
+0.8 |
|
|
|
| Total Volume and Open Interest |
11,701 |
140,086 |
+2,388 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100414 |
116~140 |
116~220 |
115~250 |
115~260 |
-0~210 |
|
|
|
| Sep10 |
100414 |
115~070 |
115~170 |
114~220 |
114~270 |
-0~220 |
43 |
355 |
+8 |
| Dec10 |
100414 |
113~300 |
114~140 |
113~240 |
113~240 |
-0~220 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
237,680 |
651,302 |
-889 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100414 |
116~145 |
116~215 |
116~060 |
116~090 |
-0~095 |
883,541 |
1,617,945 |
+13,751 |
| Sep10 |
100414 |
115~000 |
115~090 |
114~275 |
114~285 |
-0~095 |
449 |
7,939 |
+174 |
| Dec10 |
100414 |
113~160 |
113~255 |
113~160 |
113~160 |
-0~095 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
883,991 |
1,625,886 |
+13,926 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100414 |
114~102 |
114~117 |
114~087 |
114~094 |
-0~017 |
396,741 |
911,793 |
+14,419 |
| Sep10 |
100414 |
113~081 |
113~097 |
113~080 |
113~080 |
-0~017 |
6 |
1,322 |
+2 |
| Dec10 |
100414 |
112~066 |
112~083 |
112~066 |
112~066 |
-0~017 |
|
|
|
| Total Volume and Open Interest |
396,747 |
913,115 |
+14,421 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100414 |
54~025 |
54~028 |
54~025 |
54~028 |
-0~003 |
|
|
|
| Sep10 |
100414 |
107~109 |
107~111 |
107~109 |
107~109 |
-0~002 |
6 |
1,967 |
+4 |
| Dec10 |
100414 |
107~033 |
107~036 |
107~033 |
107~033 |
-0~003 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
180,151 |
978,034 |
+6,594 |
| Eurodollars(CME) |
| Jun10 |
100414 |
99.635 |
99.640 |
99.625 |
99.630 |
unch |
81,181 |
1,187,063 |
+3,248 |
| Sep10 |
100414 |
99.470 |
99.485 |
99.455 |
99.480 |
+0.005 |
156,845 |
1,043,766 |
+8,464 |
| Dec10 |
100414 |
99.200 |
99.220 |
99.180 |
99.210 |
unch |
234,249 |
1,238,484 |
+6,384 |
| Mar11 |
100414 |
98.855 |
98.885 |
98.830 |
98.865 |
-0.005 |
245,703 |
687,910 |
+19,702 |
| Jun11 |
100414 |
98.480 |
98.515 |
98.450 |
98.485 |
-0.010 |
287,369 |
869,413 |
+4,938 |
| Sep11 |
100414 |
98.120 |
98.155 |
98.085 |
98.115 |
-0.015 |
193,047 |
722,875 |
+12,687 |
| Dec11 |
100414 |
97.770 |
97.800 |
97.730 |
97.760 |
-0.020 |
159,008 |
536,519 |
+5,464 |
| Mar12 |
100414 |
97.465 |
97.495 |
97.425 |
97.450 |
-0.025 |
140,040 |
334,189 |
+13,514 |
| Jun12 |
100414 |
97.180 |
97.205 |
97.130 |
97.150 |
-0.035 |
67,057 |
230,093 |
+7,313 |
| Sep12 |
100414 |
96.900 |
96.930 |
96.850 |
96.875 |
-0.040 |
47,740 |
158,263 |
+2,124 |
| Dec12 |
100414 |
96.625 |
96.670 |
96.580 |
96.605 |
-0.050 |
47,670 |
143,066 |
+788 |
| Mar13 |
100414 |
96.410 |
96.450 |
96.360 |
96.385 |
-0.055 |
45,618 |
124,722 |
+4,358 |
| Jun13 |
100414 |
96.205 |
96.245 |
96.150 |
96.175 |
-0.060 |
13,831 |
78,608 |
-2,374 |
| Sep13 |
100414 |
96.030 |
96.055 |
95.960 |
95.985 |
-0.065 |
9,289 |
71,485 |
-505 |
| Dec13 |
100414 |
95.845 |
95.870 |
95.770 |
95.795 |
-0.070 |
8,272 |
38,644 |
-728 |
| Mar14 |
100414 |
95.690 |
95.715 |
95.615 |
95.640 |
-0.075 |
7,235 |
38,698 |
+704 |
| Jun14 |
100414 |
95.520 |
95.565 |
95.465 |
95.490 |
-0.075 |
3,302 |
34,788 |
+191 |
| Sep14 |
100414 |
95.390 |
95.430 |
95.330 |
95.355 |
-0.075 |
2,823 |
22,283 |
+71 |
| Total Volume and Open Interest |
1,762,243 |
7,830,844 |
+86,414 |
| 30 Day Federal Funds(CBOT) |
| Apr10 |
100414 |
99.800 |
99.802 |
99.795 |
99.802 |
unch |
2,233 |
77,911 |
-378 |
| May10 |
100414 |
99.780 |
99.785 |
99.780 |
99.785 |
unch |
3,939 |
68,695 |
-1,137 |
| Jun10 |
100414 |
99.775 |
99.780 |
99.770 |
99.775 |
unch |
1,007 |
89,403 |
-154 |
| Jul10 |
100414 |
99.760 |
99.765 |
99.755 |
99.760 |
unch |
880 |
67,280 |
-285 |
| Aug10 |
100414 |
99.735 |
99.745 |
99.725 |
99.735 |
unch |
987 |
63,249 |
+504 |
| Sep10 |
100414 |
99.705 |
99.715 |
99.695 |
99.705 |
unch |
2,548 |
46,174 |
+609 |
| Total Volume and Open Interest |
19,479 |
654,063 |
+158 |
| 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 |
100414 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
1,748 |
+0 |
| Sep10 |
100414 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
1 |
1,131 |
+1 |
| Dec10 |
100414 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
242 |
+0 |
| Mar11 |
100414 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
67 |
+0 |
| Jun11 |
100414 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Sep11 |
100414 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
| Dec11 |
100414 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
| Mar12 |
100414 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
| Jun12 |
100414 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
| Sep12 |
100414 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
| Total Volume and Open Interest |
1 |
3,188 |
+1 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100414 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
134 |
4,384 |
-34 |
| Sep10 |
100414 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
100 |
3,613 |
+0 |
| Dec10 |
100414 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
100 |
1,353 |
+0 |
| Mar11 |
100414 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
100 |
1,445 |
-50 |
| Jun11 |
100414 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
104 |
+0 |
| Sep11 |
100414 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
51 |
+0 |
| Dec11 |
100414 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
102 |
+0 |
| Mar12 |
100414 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
434 |
12,423 |
-84 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100413 |
138.22 |
138.62 |
138.22 |
138.59 |
+0.20 |
2,011 |
14,830 |
-191 |
| Sep10 |
100414 |
138.75 |
138.75 |
138.75 |
138.75 |
+0.16 |
|
|
|
| Dec10 |
100414 |
136.66 |
136.66 |
136.66 |
136.66 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
1,069 |
15,109 |
+219 |
| Euro-Bund(EUREX) |
| Jun10 |
100414 |
122.89 |
123.26 |
122.78 |
123.14 |
+0.16 |
811,377 |
969,626 |
-3,805 |
| Sep10 |
100414 |
122.23 |
122.55 |
122.20 |
122.52 |
+0.17 |
573 |
1,090 |
+124 |
| Dec10 |
100414 |
122.14 |
122.14 |
122.14 |
122.14 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
811,950 |
970,716 |
-3,681 |
| Euro-Bobl(EUREX) |
| Jun10 |
100408 |
117.16 |
117.35 |
117.12 |
117.13 |
+0.05 |
523,833 |
796,520 |
+11,946 |
| Sep10 |
100414 |
116.44 |
116.59 |
116.43 |
116.59 |
+0.20 |
1,026 |
13,050 |
+101 |
| Dec10 |
100414 |
116.41 |
116.41 |
116.41 |
116.41 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
548,927 |
787,328 |
-3,194 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100414 |
99.270 |
99.280 |
99.270 |
99.280 |
+0.015 |
247 |
6,743 |
-202 |
| Sep10 |
100414 |
99.085 |
99.100 |
99.085 |
99.100 |
+0.025 |
185 |
3,142 |
-73 |
| Dec10 |
100414 |
98.895 |
98.900 |
98.890 |
98.900 |
+0.025 |
84 |
1,570 |
-136 |
| Total Volume and Open Interest |
640 |
14,670 |
-395 |
| Long Gilt(LIFFE) |
| Jun10 |
100414 |
113~31 |
114~05 |
113~24 |
114~02 |
-0~01 |
50,723 |
280,905 |
-1,589 |
| Sep10 |
100414 |
112~27 |
112~27 |
112~27 |
112~27 |
-2~22 |
|
|
|
| Total Volume and Open Interest |
50,723 |
280,905 |
-1,589 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100414 |
99.32 |
99.33 |
99.31 |
99.32 |
+0.01 |
19,581 |
379,021 |
-5,195 |
| Sep10 |
100414 |
99.18 |
99.21 |
99.18 |
99.20 |
+0.02 |
37,337 |
460,807 |
-1,237 |
| Dec10 |
100414 |
98.92 |
98.96 |
98.91 |
98.95 |
+0.03 |
52,542 |
429,576 |
+2,137 |
| Mar11 |
100414 |
98.61 |
98.66 |
98.60 |
98.65 |
+0.03 |
50,840 |
308,959 |
+5,594 |
| Jun11 |
100414 |
98.25 |
98.32 |
98.24 |
98.30 |
+0.02 |
82,501 |
323,962 |
-3,138 |
| Sep11 |
100414 |
97.91 |
97.98 |
97.89 |
97.96 |
+0.02 |
41,101 |
187,492 |
+9,362 |
| Total Volume and Open Interest |
351,184 |
2,530,606 |
+6,316 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100414 |
99.265 |
99.280 |
99.260 |
99.280 |
+0.015 |
91,993 |
953,773 |
+4,026 |
| Sep10 |
100414 |
99.080 |
99.105 |
99.060 |
99.100 |
+0.025 |
154,366 |
808,887 |
-2,877 |
| Dec10 |
100414 |
98.880 |
98.920 |
98.870 |
98.900 |
+0.025 |
127,700 |
547,814 |
+8,812 |
| Total Volume and Open Interest |
1,041,355 |
4,013,853 |
+37,288 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100414 |
95.32 |
95.32 |
95.29 |
95.30 |
-0.02 |
26,327 |
281,571 |
+10,372 |
| Sep10 |
100414 |
95.05 |
95.06 |
95.02 |
95.04 |
-0.02 |
25,325 |
189,207 |
+7,182 |
| Dec10 |
100414 |
94.82 |
94.83 |
94.77 |
94.80 |
-0.02 |
17,046 |
128,898 |
+3,047 |
| Mar11 |
100414 |
94.61 |
94.61 |
94.56 |
94.58 |
-0.03 |
7,634 |
55,190 |
+383 |
| Jun11 |
100414 |
94.42 |
94.42 |
94.36 |
94.39 |
-0.03 |
5,021 |
44,328 |
+1,402 |
| Sep11 |
100414 |
94.26 |
94.26 |
94.21 |
94.23 |
-0.04 |
1,310 |
25,133 |
+335 |
| Dec11 |
100414 |
94.16 |
94.16 |
94.11 |
94.13 |
-0.04 |
685 |
18,764 |
+351 |
| Mar12 |
100414 |
94.09 |
94.09 |
94.03 |
94.05 |
-0.06 |
731 |
10,693 |
+350 |
| Jun12 |
100414 |
94.01 |
94.01 |
94.01 |
94.01 |
-0.07 |
2 |
2,288 |
+2 |
| Sep12 |
100414 |
94.00 |
94.00 |
94.00 |
94.00 |
-0.07 |
2 |
1,863 |
+2 |
| Total Volume and Open Interest |
84,086 |
758,521 |
+23,429 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100414 |
94.20 |
94.21 |
94.15 |
94.16 |
-0.05 |
31,799 |
380,627 |
+8,710 |
| Sep10 |
100414 |
94.16 |
94.16 |
94.16 |
94.16 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
31,799 |
380,627 |
+8,710 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100414 |
94.63 |
94.65 |
94.58 |
94.60 |
-0.04 |
82,611 |
509,519 |
-3,243 |
| Sep10 |
100414 |
94.60 |
94.60 |
94.60 |
94.60 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
82,611 |
509,519 |
-3,243 |
| Gold(CMX) |
| Apr10 |
100414 |
1151.2 |
1160.6 |
1151.2 |
1159.0 |
+6.2 |
483 |
1,161 |
-469 |
| Jun10 |
100414 |
1152.0 |
1162.8 |
1151.0 |
1159.6 |
+6.2 |
122,400 |
334,861 |
+2,794 |
| Aug10 |
100414 |
1153.5 |
1163.4 |
1153.2 |
1160.8 |
+6.2 |
1,631 |
33,650 |
+80 |
| Oct10 |
100414 |
1154.3 |
1164.4 |
1154.2 |
1161.9 |
+6.3 |
908 |
24,022 |
+382 |
| Dec10 |
100414 |
1156.1 |
1165.3 |
1156.1 |
1163.2 |
+6.3 |
2,831 |
42,544 |
+312 |
| Feb11 |
100414 |
1164.4 |
1164.9 |
1163.5 |
1164.9 |
+6.3 |
602 |
17,135 |
+406 |
| Apr11 |
100414 |
1168.8 |
1168.8 |
1166.0 |
1166.8 |
+6.3 |
34 |
12,384 |
+26 |
| Jun11 |
100414 |
513.9 |
513.9 |
513.9 |
513.9 |
+6.3 |
49 |
6,319 |
+0 |
| Aug11 |
100414 |
1172.3 |
1172.3 |
1172.3 |
1172.3 |
+6.3 |
0 |
2,799 |
+0 |
| Oct11 |
100414 |
1175.7 |
1175.7 |
1175.7 |
1175.7 |
+6.4 |
25 |
6,195 |
+25 |
| Dec11 |
100414 |
1178.2 |
1179.8 |
1175.5 |
1179.5 |
+6.6 |
2,540 |
14,950 |
-1,318 |
| Feb12 |
100414 |
1183.9 |
1183.9 |
1183.9 |
1183.9 |
+6.7 |
1,800 |
2,075 |
+1,225 |
| Total Volume and Open Interest |
134,881 |
528,500 |
+4,020 |
| Silver(CMX) |
| May10 |
100414 |
1824.0 |
1850.5 |
1821.0 |
1841.5 |
+16.6 |
31,764 |
57,551 |
-2,256 |
| Jul10 |
100414 |
1825.5 |
1852.5 |
1825.0 |
1844.4 |
+16.7 |
6,834 |
30,767 |
+1,525 |
| Sep10 |
100414 |
1833.5 |
1854.5 |
1833.5 |
1846.9 |
+16.8 |
921 |
5,865 |
+370 |
| Dec10 |
100414 |
1839.0 |
1858.0 |
1836.5 |
1850.4 |
+16.9 |
970 |
13,019 |
+574 |
| Mar11 |
100414 |
1860.5 |
1861.0 |
1854.0 |
1854.0 |
+16.9 |
30 |
3,154 |
-2 |
| May11 |
100414 |
1856.3 |
1856.3 |
1856.3 |
1856.3 |
+16.9 |
13 |
1,930 |
+2 |
| Jul11 |
100414 |
1845.5 |
1858.9 |
1845.5 |
1858.9 |
+16.9 |
21 |
3,006 |
+1 |
| Total Volume and Open Interest |
40,691 |
124,280 |
+267 |
| Platinum(NYMEX) |
| Apr10 |
100414 |
1725.5 |
1730.2 |
1723.5 |
1730.2 |
+18.4 |
57 |
199 |
+13 |
| Jul10 |
100414 |
1719.4 |
1737.7 |
1719.4 |
1734.2 |
+16.9 |
3,833 |
36,512 |
+281 |
| Oct10 |
100414 |
1736.0 |
1741.0 |
1736.0 |
1737.2 |
+16.9 |
58 |
599 |
+42 |
| Jan11 |
100414 |
1739.2 |
1739.2 |
1739.2 |
1739.2 |
+16.9 |
5 |
229 |
+2 |
| Total Volume and Open Interest |
3,955 |
37,542 |
+340 |
| Palladium(NYMEX) |
| Jun10 |
100414 |
528.40 |
552.00 |
528.40 |
548.00 |
+26.20 |
1,890 |
23,152 |
-22 |
| Sep10 |
100414 |
529.50 |
550.00 |
529.50 |
548.75 |
+26.25 |
100 |
749 |
-71 |
| Dec10 |
100414 |
552.10 |
552.10 |
550.00 |
550.00 |
+26.20 |
3 |
48 |
+0 |
| Total Volume and Open Interest |
1,993 |
23,973 |
-93 |
| Copper(CMX) |
| May10 |
100414 |
359.40 |
361.90 |
358.75 |
361.05 |
+1.00 |
37,306 |
63,882 |
-5,938 |
| Jul10 |
100414 |
360.55 |
363.80 |
360.55 |
362.95 |
+0.95 |
13,867 |
54,718 |
+3,491 |
| Sep10 |
100414 |
362.45 |
365.00 |
362.45 |
364.35 |
+0.95 |
1,822 |
12,095 |
+1,509 |
| Dec10 |
100414 |
365.00 |
365.55 |
363.80 |
365.10 |
+0.95 |
837 |
9,268 |
+607 |
| Mar11 |
100414 |
365.30 |
365.30 |
365.30 |
365.30 |
+0.90 |
183 |
2,135 |
+125 |
| Total Volume and Open Interest |
54,973 |
148,731 |
+292 |
| DJIA Index(CBOT) |
| Jun10 |
100414 |
10981 |
11070 |
10978 |
11065 |
+102 |
208 |
6,945 |
-52 |
| Sep10 |
100414 |
10977 |
11005 |
10977 |
11002 |
+103 |
0 |
13 |
+0 |
| Dec10 |
100414 |
10946 |
10946 |
10844 |
10946 |
+102 |
0 |
1 |
+0 |
| Mar11 |
100414 |
10891 |
10891 |
10789 |
10891 |
+102 |
|
|
|
| Total Volume and Open Interest |
208 |
6,959 |
-52 |
| S & P 500(CME) |
| Jun10 |
100414 |
1195.30 |
1207.00 |
1194.50 |
1206.60 |
+13.50 |
12,465 |
312,935 |
-57 |
| Sep10 |
100414 |
1201.70 |
1202.20 |
1192.70 |
1201.70 |
+13.50 |
0 |
2,852 |
-75 |
| Dec10 |
100414 |
1194.00 |
1197.60 |
1192.00 |
1197.10 |
+13.50 |
999 |
3,246 |
+59 |
| Mar11 |
100414 |
1194.30 |
1194.30 |
1193.00 |
1193.00 |
+13.50 |
1 |
377 |
-1 |
| Total Volume and Open Interest |
13,465 |
319,435 |
-74 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100414 |
1195.50 |
1207.25 |
1194.50 |
1206.50 |
+13.50 |
1,253,624 |
2,379,785 |
-3,965 |
| Sep10 |
100414 |
1190.50 |
1202.00 |
1190.00 |
1201.75 |
+13.50 |
465 |
11,527 |
-321 |
| Total Volume and Open Interest |
1,254,117 |
2,393,003 |
-4,279 |
| NASDAQ 100(CME) |
| Jun10 |
100414 |
2010.00 |
2027.00 |
2007.30 |
2026.50 |
+25.20 |
727 |
16,108 |
+33 |
| Sep10 |
100414 |
2024.30 |
2024.30 |
2010.00 |
2024.30 |
+25.50 |
0 |
10 |
+0 |
| Dec10 |
100414 |
2021.80 |
2021.80 |
2020.30 |
2021.80 |
+25.50 |
|
|
|
| Total Volume and Open Interest |
727 |
16,121 |
+36 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100414 |
2009.80 |
2026.80 |
2006.80 |
2026.50 |
+25.20 |
183,339 |
292,181 |
-7,459 |
| Sep10 |
100414 |
2005.80 |
2024.30 |
2005.50 |
2024.30 |
+25.50 |
110 |
372 |
+93 |
| Total Volume and Open Interest |
183,450 |
292,554 |
-7,366 |
| S & P Midcap 400(CME) |
| Jun10 |
100414 |
822.50 |
829.50 |
820.00 |
828.30 |
+12.30 |
2 |
1,563 |
-2 |
| Sep10 |
100414 |
826.30 |
826.30 |
826.30 |
826.30 |
+12.30 |
|
|
|
| Dec10 |
100414 |
824.30 |
824.30 |
824.30 |
824.30 |
+12.30 |
|
|
|
| Total Volume and Open Interest |
2 |
1,563 |
-2 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100414 |
11250 |
11325 |
11205 |
11310 |
+85 |
5,289 |
47,886 |
-339 |
| Sep10 |
100414 |
11365 |
11365 |
11280 |
11365 |
+85 |
|
|
|
| Total Volume and Open Interest |
5,289 |
47,886 |
-339 |
| Nikkei 225(SGX) |
| Jun10 |
100414 |
11185 |
11280 |
11115 |
11225 |
+60 |
96,155 |
183,224 |
-7,203 |
| Sep10 |
100414 |
11230 |
11230 |
11230 |
11230 |
+60 |
4 |
160 |
+10 |
| Dec10 |
100414 |
11190 |
11190 |
11190 |
11190 |
+60 |
200 |
968 |
-140 |
| Total Volume and Open Interest |
96,359 |
185,697 |
-7,315 |
| CAC 40(EURONEXT) |
| Apr10 |
100414 |
4055.5 |
4075.0 |
4046.5 |
4059.5 |
+27.0 |
127,175 |
405,963 |
-6,918 |
| May10 |
100414 |
3979.0 |
4001.5 |
3973.0 |
3986.0 |
+27.5 |
41,541 |
48,609 |
+34,946 |
| Jun10 |
100414 |
3951.0 |
3968.5 |
3942.5 |
3955.0 |
+26.5 |
1,394 |
54,188 |
-2,142 |
| Total Volume and Open Interest |
170,111 |
510,157 |
+25,886 |
| Hang Seng Index(HKFE) |
| Apr10 |
100414 |
22244 |
22244 |
22071 |
22123 |
-38 |
60,310 |
74,282 |
+2,440 |
| May10 |
100414 |
21980 |
21980 |
21819 |
21863 |
-41 |
2,063 |
5,940 |
+260 |
| Jun10 |
100414 |
21880 |
21909 |
21802 |
21838 |
-39 |
398 |
4,008 |
-47 |
| Total Volume and Open Interest |
62,810 |
85,163 |
+2,624 |
| DAX(EUREX) |
| Jun10 |
100414 |
6272.0 |
6313.0 |
6256.5 |
6289.5 |
+48.5 |
112,024 |
146,372 |
-822 |
| Sep10 |
100414 |
6275.0 |
6315.0 |
6265.0 |
6295.0 |
+49.0 |
352 |
8,078 |
+255 |
| Dec10 |
100414 |
6283.5 |
6324.0 |
6274.0 |
6303.5 |
+48.5 |
120 |
530 |
+76 |
| Total Volume and Open Interest |
112,496 |
154,980 |
-491 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100414 |
5741.00 |
5776.00 |
5738.50 |
5758.00 |
+38.00 |
72,990 |
676,841 |
+303 |
| Sep10 |
100414 |
5718.00 |
5718.00 |
5712.50 |
5716.50 |
+37.50 |
59 |
645 |
+31 |
| Dec10 |
100414 |
5690.50 |
5690.50 |
5685.00 |
5689.00 |
+38.00 |
317 |
2,156 |
+65 |
| Total Volume and Open Interest |
73,366 |
679,642 |
+399 |
| SPI 200(SFE) |
| Jun10 |
100414 |
4962.0 |
5015.0 |
4950.0 |
5005.0 |
+41.0 |
23,815 |
183,515 |
+1,370 |
| Sep10 |
100414 |
4990.0 |
4996.0 |
4990.0 |
4993.0 |
+41.0 |
29 |
2,180 |
+23 |
| Dec10 |
100414 |
5014.0 |
5014.0 |
5014.0 |
5014.0 |
+41.0 |
47 |
1,849 |
+45 |
| Total Volume and Open Interest |
23,891 |
188,063 |
+1,438 |
| GSCI(CME) |
| Apr10 |
100414 |
543.75 |
549.75 |
541.75 |
548.65 |
+8.45 |
3,119 |
11,528 |
-878 |
| May10 |
100414 |
549.00 |
554.30 |
547.00 |
553.75 |
+7.75 |
3,122 |
14,136 |
+2,905 |
| Jun10 |
100414 |
556.50 |
558.00 |
550.25 |
556.50 |
+6.00 |
2 |
2 |
+2 |
| Total Volume and Open Interest |
6,243 |
25,666 |
+2,029 |
| Reuters CCI(ICE) |
| Jun10 |
100414 |
280.60 |
280.60 |
280.60 |
280.60 |
+2.70 |
|
|
|
| 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. |
|
|