|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue April 20, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May10 |
100420 |
977.50 |
987.75 |
977.50 |
984.00 |
+7.25 |
67,874 |
82,302 |
-8,634 |
Jul10 |
100420 |
987.25 |
997.75 |
987.25 |
994.00 |
+7.50 |
77,118 |
207,139 |
+11,228 |
Aug10 |
100420 |
987.00 |
992.75 |
984.75 |
989.25 |
+7.50 |
3,344 |
10,912 |
+696 |
Sep10 |
100420 |
968.25 |
974.50 |
967.25 |
972.25 |
+8.00 |
838 |
10,980 |
-159 |
Nov10 |
100420 |
955.00 |
966.50 |
955.00 |
963.25 |
+7.25 |
22,658 |
150,359 |
+2,813 |
Jan11 |
100420 |
963.00 |
972.00 |
963.00 |
970.25 |
+7.00 |
870 |
9,677 |
+81 |
Mar11 |
100420 |
978.00 |
978.00 |
972.75 |
976.25 |
+7.00 |
1,017 |
4,505 |
+176 |
Total Volume and Open Interest |
176,631 |
491,546 |
+6,856 |
Soybean Meal(CBOT) |
May10 |
100420 |
283.00 |
287.80 |
283.00 |
287.50 |
+3.60 |
27,000 |
44,434 |
-4,929 |
Jul10 |
100420 |
282.90 |
287.50 |
282.90 |
287.30 |
+3.50 |
30,952 |
76,504 |
+8,368 |
Aug10 |
100420 |
281.00 |
284.60 |
280.40 |
284.40 |
+3.60 |
2,161 |
14,301 |
+251 |
Sep10 |
100420 |
275.50 |
278.90 |
275.00 |
278.90 |
+3.80 |
1,195 |
10,427 |
+139 |
Oct10 |
100420 |
266.00 |
270.10 |
266.00 |
270.10 |
+3.80 |
1,249 |
8,053 |
+27 |
Dec10 |
100420 |
263.50 |
268.80 |
263.50 |
268.60 |
+4.10 |
5,337 |
41,486 |
-241 |
Jan11 |
100420 |
267.30 |
269.30 |
267.30 |
269.30 |
+4.00 |
356 |
4,009 |
-52 |
Mar11 |
100420 |
270.70 |
271.10 |
270.50 |
271.10 |
+4.00 |
118 |
2,930 |
+12 |
Total Volume and Open Interest |
68,610 |
206,113 |
+3,519 |
Soybean Oil(CBOT) |
May10 |
100420 |
39.11 |
39.47 |
38.99 |
39.07 |
+0.14 |
41,702 |
60,638 |
-6,610 |
Jul10 |
100420 |
39.41 |
39.92 |
39.41 |
39.54 |
+0.15 |
41,197 |
141,575 |
+8,499 |
Aug10 |
100420 |
39.84 |
40.00 |
39.67 |
39.74 |
+0.14 |
2,389 |
19,872 |
+165 |
Sep10 |
100420 |
39.94 |
40.17 |
39.81 |
39.90 |
+0.13 |
1,841 |
10,109 |
+441 |
Oct10 |
100420 |
40.10 |
40.38 |
39.98 |
40.06 |
+0.12 |
912 |
7,652 |
+253 |
Dec10 |
100420 |
40.40 |
40.75 |
40.36 |
40.45 |
+0.15 |
5,406 |
49,280 |
+806 |
Jan11 |
100420 |
41.00 |
41.00 |
40.68 |
40.71 |
+0.16 |
380 |
2,708 |
+186 |
Mar11 |
100420 |
41.23 |
41.24 |
40.85 |
40.96 |
+0.18 |
169 |
1,351 |
+45 |
Total Volume and Open Interest |
94,320 |
295,719 |
+3,854 |
Canola(WCE) |
May10 |
100419 |
379.5 |
380.5 |
378.2 |
379.2 |
-2.3 |
9,183 |
43,653 |
-3,251 |
Jul10 |
100419 |
386.1 |
387.0 |
385.0 |
385.9 |
-2.2 |
8,822 |
63,387 |
+4,640 |
Nov10 |
100419 |
390.2 |
392.4 |
390.0 |
391.2 |
-1.8 |
1,736 |
27,740 |
+939 |
Jan11 |
100419 |
393.5 |
395.5 |
393.5 |
394.9 |
-1.5 |
99 |
1,483 |
+60 |
Mar11 |
100419 |
398.1 |
398.1 |
395.8 |
397.6 |
-0.6 |
38 |
492 |
+12 |
Total Volume and Open Interest |
19,904 |
137,282 |
+2,412 |
Corn(CBOT) |
May10 |
100420 |
349.25 |
356.50 |
349.25 |
355.50 |
+7.75 |
109,384 |
189,480 |
-13,410 |
Jul10 |
100420 |
359.50 |
366.25 |
358.25 |
365.25 |
+8.00 |
102,589 |
457,824 |
+13,276 |
Sep10 |
100420 |
368.00 |
375.50 |
368.00 |
375.00 |
+7.75 |
22,219 |
139,726 |
+2,218 |
Dec10 |
100420 |
379.00 |
386.00 |
378.75 |
385.25 |
+7.25 |
31,925 |
296,887 |
+1,391 |
Mar11 |
100420 |
391.50 |
398.25 |
391.25 |
397.75 |
+7.00 |
2,574 |
42,172 |
+684 |
May11 |
100420 |
399.25 |
406.25 |
399.25 |
406.25 |
+7.00 |
534 |
7,394 |
+189 |
Total Volume and Open Interest |
271,934 |
1,191,465 |
+4,558 |
Wheat(CBOT) |
May10 |
100420 |
469.50 |
487.25 |
468.50 |
486.00 |
+18.25 |
39,879 |
58,293 |
-8,315 |
Jul10 |
100420 |
480.25 |
499.50 |
480.25 |
498.50 |
+19.00 |
41,642 |
225,914 |
+908 |
Sep10 |
100420 |
499.50 |
515.25 |
499.50 |
515.00 |
+18.50 |
7,337 |
70,335 |
+2,088 |
Dec10 |
100420 |
527.25 |
543.00 |
527.25 |
542.00 |
+17.00 |
5,261 |
64,900 |
+553 |
Mar11 |
100420 |
559.50 |
569.75 |
558.25 |
569.75 |
+16.25 |
1,528 |
14,817 |
+213 |
Total Volume and Open Interest |
97,552 |
457,823 |
-3,752 |
Wheat(KCBT) |
May10 |
100420 |
490.00 |
502.00 |
489.25 |
501.75 |
+18.50 |
6,593 |
22,407 |
-1,638 |
Jul10 |
100420 |
501.00 |
513.00 |
500.00 |
512.75 |
+19.00 |
4,037 |
61,633 |
+710 |
Sep10 |
100420 |
514.00 |
524.25 |
514.00 |
524.25 |
+18.75 |
1,328 |
11,034 |
+406 |
Dec10 |
100420 |
539.75 |
542.00 |
539.75 |
542.00 |
+18.75 |
835 |
44,011 |
+9 |
Mar11 |
100420 |
557.00 |
559.50 |
557.00 |
559.50 |
+18.75 |
373 |
8,775 |
+262 |
Total Volume and Open Interest |
13,836 |
154,450 |
-147 |
Wheat(MGE) |
May10 |
100419 |
517.25 |
520.00 |
498.75 |
500.75 |
-19.25 |
2,226 |
8,744 |
-403 |
Jul10 |
100419 |
528.50 |
530.75 |
509.50 |
511.00 |
-19.75 |
1,592 |
15,848 |
+567 |
Sep10 |
100419 |
540.00 |
543.00 |
522.50 |
523.50 |
-19.50 |
264 |
6,551 |
+51 |
Dec10 |
100419 |
557.75 |
560.50 |
540.00 |
540.00 |
-20.50 |
219 |
7,389 |
+75 |
Mar11 |
100419 |
573.00 |
573.00 |
557.25 |
557.25 |
-19.50 |
100 |
1,172 |
+55 |
Total Volume and Open Interest |
5,106 |
41,786 |
+673 |
Oats(CBOT) |
May10 |
100420 |
205.00 |
209.75 |
197.00 |
209.00 |
+1.75 |
772 |
4,819 |
-512 |
Jul10 |
100420 |
212.50 |
216.75 |
209.50 |
215.50 |
+2.25 |
844 |
10,723 |
+454 |
Sep10 |
100420 |
221.25 |
224.00 |
221.25 |
223.50 |
+2.25 |
4 |
1,165 |
+3 |
Dec10 |
100420 |
230.25 |
237.25 |
230.25 |
235.75 |
+2.25 |
72 |
2,097 |
+24 |
Total Volume and Open Interest |
1,692 |
18,806 |
-31 |
Rough Rice(CBOT) |
May10 |
100420 |
12.69 |
12.69 |
12.44 |
12.49 |
-0.13 |
441 |
6,777 |
-150 |
Jul10 |
100420 |
12.95 |
12.98 |
12.73 |
12.77 |
-0.12 |
373 |
5,835 |
+146 |
Sep10 |
100420 |
12.57 |
12.69 |
12.50 |
12.57 |
-0.01 |
13 |
2,462 |
+3 |
Nov10 |
100420 |
12.69 |
12.78 |
12.65 |
12.69 |
-0.01 |
7 |
1,430 |
-1 |
Total Volume and Open Interest |
867 |
17,231 |
+28 |
Live Cattle(CME) |
Apr10 |
100420 |
99.100 |
99.200 |
98.550 |
98.750 |
-0.200 |
3,122 |
15,279 |
-842 |
Jun10 |
100420 |
94.680 |
94.750 |
94.225 |
94.600 |
+0.100 |
14,501 |
164,857 |
+1,338 |
Aug10 |
100420 |
92.900 |
93.100 |
92.575 |
93.100 |
+0.370 |
3,530 |
82,333 |
-126 |
Oct10 |
100420 |
95.500 |
95.550 |
95.035 |
95.325 |
+0.025 |
3,180 |
50,000 |
+961 |
Dec10 |
100420 |
96.885 |
97.075 |
96.600 |
96.800 |
+0.015 |
1,495 |
28,256 |
+600 |
Feb11 |
100420 |
97.700 |
98.000 |
97.500 |
97.800 |
+0.050 |
1,424 |
14,476 |
+768 |
Total Volume and Open Interest |
27,880 |
361,884 |
+3,080 |
Feeder Cattle(CME) |
Apr10 |
100420 |
112.100 |
112.100 |
111.500 |
111.650 |
-0.400 |
437 |
2,042 |
-139 |
May10 |
100420 |
113.075 |
113.075 |
112.400 |
112.430 |
-0.620 |
3,336 |
13,804 |
-891 |
Aug10 |
100420 |
115.900 |
116.035 |
115.100 |
115.300 |
-0.735 |
3,169 |
20,948 |
+630 |
Sep10 |
100420 |
115.350 |
115.430 |
114.700 |
114.700 |
-0.700 |
478 |
3,948 |
+49 |
Oct10 |
100420 |
114.150 |
114.500 |
113.680 |
113.725 |
-0.575 |
103 |
1,742 |
+36 |
Nov10 |
100420 |
114.000 |
114.450 |
113.850 |
114.250 |
unch |
48 |
774 |
+30 |
Jan11 |
100420 |
112.135 |
112.500 |
112.100 |
112.100 |
-0.400 |
6 |
194 |
+6 |
Total Volume and Open Interest |
7,577 |
43,468 |
-279 |
Lean Hogs(CME) |
May10 |
100419 |
86.500 |
86.750 |
85.500 |
86.535 |
+0.105 |
1,542 |
7,089 |
+53 |
Jun10 |
100420 |
86.350 |
86.650 |
85.430 |
85.725 |
-0.625 |
12,080 |
85,207 |
-519 |
Jul10 |
100420 |
86.350 |
86.700 |
85.700 |
85.885 |
-0.465 |
4,220 |
31,013 |
+156 |
Aug10 |
100420 |
86.000 |
86.400 |
85.285 |
85.450 |
-0.750 |
3,172 |
39,765 |
-416 |
Oct10 |
100420 |
77.250 |
77.500 |
76.035 |
76.285 |
-1.165 |
2,763 |
27,657 |
+980 |
Dec10 |
100420 |
74.500 |
74.700 |
73.200 |
73.350 |
-1.100 |
2,365 |
16,965 |
+1,286 |
Feb11 |
100420 |
74.500 |
74.500 |
73.650 |
73.650 |
-0.900 |
446 |
4,892 |
+260 |
Apr11 |
100420 |
74.700 |
74.700 |
74.450 |
74.450 |
-1.050 |
362 |
2,081 |
+276 |
Total Volume and Open Interest |
26,430 |
225,391 |
+12,316 |
Pork Bellies(CME) |
May10 |
100420 |
99.250 |
99.250 |
98.000 |
98.500 |
-0.600 |
22 |
172 |
-2 |
Jul10 |
100420 |
100.650 |
100.650 |
100.000 |
100.250 |
-0.700 |
31 |
96 |
+5 |
Aug10 |
100419 |
94.500 |
95.400 |
94.500 |
94.500 |
+2.100 |
0 |
22 |
+0 |
Feb11 |
100419 |
96.000 |
96.000 |
94.000 |
96.000 |
+3.000 |
0 |
1 |
+0 |
Mar11 |
100419 |
96.500 |
96.500 |
94.500 |
96.500 |
+3.000 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10 |
289 |
-4 |
Class III Milk(CME) |
Apr10 |
100420 |
12.86 |
12.86 |
12.85 |
12.86 |
+0.01 |
152 |
4,437 |
+6 |
May10 |
100420 |
13.10 |
13.20 |
13.09 |
13.11 |
-0.01 |
167 |
4,686 |
+24 |
Jun10 |
100420 |
13.34 |
13.58 |
13.34 |
13.50 |
+0.16 |
124 |
4,333 |
-10 |
Jul10 |
100420 |
14.05 |
14.21 |
13.95 |
14.20 |
+0.18 |
246 |
3,120 |
+80 |
Aug10 |
100420 |
14.78 |
14.95 |
14.76 |
14.92 |
+0.14 |
73 |
2,893 |
+26 |
Total Volume and Open Interest |
867 |
29,880 |
+175 |
Cocoa(ICE) |
May10 |
100420 |
2937 |
3045 |
2937 |
3031 |
+89 |
2,661 |
467 |
-1,508 |
Jul10 |
100420 |
2965 |
3060 |
2958 |
3044 |
+94 |
12,687 |
60,981 |
-1,386 |
Sep10 |
100420 |
2990 |
3076 |
2985 |
3061 |
+89 |
1,897 |
20,722 |
-498 |
Dec10 |
100420 |
3009 |
3081 |
3003 |
3072 |
+77 |
1,406 |
13,375 |
+233 |
Mar11 |
100420 |
3024 |
3094 |
3017 |
3083 |
+73 |
788 |
12,266 |
-554 |
May11 |
100420 |
3027 |
3092 |
3020 |
3087 |
+73 |
290 |
5,799 |
+55 |
Jul11 |
100420 |
3043 |
3104 |
3043 |
3095 |
+70 |
21 |
2,823 |
+11 |
Total Volume and Open Interest |
20,198 |
119,364 |
-3,431 |
Coffee "C"(ICE) |
May10 |
100420 |
129.50 |
130.50 |
129.00 |
129.15 |
+0.15 |
11,860 |
17,121 |
-6,272 |
Jul10 |
100420 |
131.30 |
132.20 |
130.70 |
130.90 |
+0.15 |
19,595 |
67,754 |
+6,078 |
Sep10 |
100420 |
132.80 |
133.40 |
132.40 |
132.45 |
+0.10 |
1,762 |
22,299 |
+436 |
Dec10 |
100420 |
134.85 |
135.05 |
134.30 |
134.30 |
+0.10 |
2,510 |
15,333 |
+7 |
Mar11 |
100420 |
136.65 |
136.70 |
135.90 |
135.90 |
+0.10 |
321 |
7,552 |
+79 |
May11 |
100420 |
137.10 |
137.10 |
137.10 |
137.10 |
+0.10 |
109 |
3,587 |
+39 |
Total Volume and Open Interest |
37,160 |
135,545 |
+920 |
Orange Juice(ICE) |
May10 |
100420 |
132.80 |
137.65 |
132.55 |
136.95 |
+3.75 |
1,503 |
10,761 |
-798 |
Jul10 |
100420 |
135.35 |
138.75 |
134.85 |
138.05 |
+2.55 |
1,363 |
17,123 |
+540 |
Sep10 |
100420 |
136.50 |
139.95 |
136.50 |
139.40 |
+2.80 |
80 |
2,644 |
+52 |
Nov10 |
100420 |
139.00 |
141.55 |
139.00 |
140.95 |
+2.70 |
22 |
978 |
+20 |
Jan11 |
100420 |
140.00 |
140.00 |
140.00 |
142.45 |
+2.50 |
13 |
745 |
+12 |
Mar11 |
100420 |
140.50 |
143.50 |
140.50 |
143.35 |
+2.50 |
15 |
118 |
+15 |
Total Volume and Open Interest |
2,996 |
32,583 |
-159 |
Sugar #11(ICE) |
May10 |
100420 |
16.86 |
17.18 |
16.45 |
16.46 |
-0.45 |
67,637 |
80,267 |
-25,905 |
Jul10 |
100420 |
17.00 |
17.34 |
16.58 |
16.60 |
-0.45 |
81,377 |
260,907 |
+1,058 |
Oct10 |
100420 |
17.74 |
17.99 |
17.17 |
17.20 |
-0.61 |
34,415 |
146,872 |
+6,906 |
Mar11 |
100420 |
18.32 |
18.50 |
17.71 |
17.71 |
-0.68 |
10,064 |
70,348 |
+487 |
May11 |
100420 |
18.09 |
18.20 |
17.44 |
17.41 |
-0.71 |
2,516 |
20,028 |
-245 |
Total Volume and Open Interest |
201,621 |
654,005 |
-16,169 |
London Cocoa(LCE) |
May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
Jul10 |
100419 |
2194 |
2200 |
2161 |
2191 |
-9 |
3,701 |
40,666 |
+328 |
Sep10 |
100419 |
2170 |
2170 |
2143 |
2162 |
-8 |
858 |
23,585 |
+184 |
Mar11 |
100419 |
2088 |
2112 |
2081 |
2098 |
-1 |
26 |
17,537 |
+3 |
May11 |
100419 |
2098 |
2101 |
2098 |
2100 |
+5 |
43 |
3,874 |
-9 |
Jul11 |
100419 |
2100 |
2100 |
2100 |
2100 |
+4 |
0 |
668 |
+0 |
Total Volume and Open Interest |
7,223 |
156,425 |
+549 |
London Sugar(LCE) |
Oct10 |
100419 |
464.80 |
480.00 |
464.80 |
479.30 |
+13.00 |
1,322 |
10,252 |
+192 |
Dec10 |
100419 |
468.00 |
476.50 |
467.40 |
476.00 |
+11.80 |
149 |
2,802 |
+58 |
May11 |
100419 |
476.50 |
482.70 |
476.50 |
482.70 |
+13.50 |
62 |
1,364 |
+42 |
Total Volume and Open Interest |
8,690 |
50,742 |
-1,857 |
Cotton(ICE) |
May10 |
100420 |
79.92 |
82.85 |
79.85 |
82.85 |
+3.00 |
7,040 |
25,315 |
-7,679 |
Jul10 |
100420 |
81.60 |
84.60 |
81.60 |
84.60 |
+3.00 |
9,241 |
103,311 |
+2,600 |
Oct10 |
100420 |
77.70 |
79.90 |
77.65 |
79.10 |
+1.54 |
3 |
501 |
-4 |
Dec10 |
100420 |
75.99 |
77.07 |
75.75 |
76.85 |
+0.92 |
2,291 |
47,405 |
+444 |
Mar11 |
100420 |
77.16 |
78.30 |
77.16 |
77.92 |
+0.92 |
188 |
5,037 |
+70 |
May11 |
100420 |
77.45 |
78.00 |
77.45 |
78.12 |
+0.93 |
0 |
143 |
+0 |
Total Volume and Open Interest |
18,786 |
185,369 |
-4,548 |
Lumber(CME) |
May10 |
100420 |
322.7 |
325.3 |
318.5 |
323.3 |
-1.7 |
768 |
3,481 |
-70 |
Jul10 |
100420 |
332.2 |
334.3 |
328.1 |
331.0 |
-4.6 |
624 |
4,893 |
+387 |
Sep10 |
100420 |
331.2 |
332.5 |
326.5 |
330.0 |
-4.8 |
232 |
1,833 |
+136 |
Nov10 |
100420 |
304.1 |
304.1 |
300.1 |
303.0 |
-1.0 |
46 |
449 |
+36 |
Total Volume and Open Interest |
1,670 |
10,662 |
+489 |
Crude Oil(NYM) |
May10 |
100420 |
81.69 |
83.65 |
81.51 |
83.45 |
+2.00 |
268,760 |
53,387 |
-23,862 |
Jun10 |
100420 |
83.31 |
84.52 |
83.17 |
84.07 |
+0.94 |
360,600 |
367,645 |
+5,258 |
Jul10 |
100420 |
84.67 |
85.86 |
84.67 |
85.33 |
+0.71 |
115,334 |
178,166 |
+5,254 |
Aug10 |
100420 |
85.65 |
86.71 |
85.61 |
86.20 |
+0.66 |
43,923 |
64,584 |
+1,213 |
Sep10 |
100420 |
86.70 |
87.26 |
86.34 |
86.90 |
+0.68 |
33,443 |
67,947 |
-689 |
Oct10 |
100420 |
87.17 |
87.82 |
86.91 |
87.30 |
+0.58 |
14,885 |
33,896 |
-2,056 |
Nov10 |
100420 |
87.22 |
88.07 |
87.22 |
87.75 |
+0.62 |
9,481 |
26,674 |
+403 |
Dec10 |
100420 |
87.51 |
88.55 |
87.51 |
88.18 |
+0.67 |
65,744 |
189,850 |
+2,518 |
Jan11 |
100420 |
88.01 |
88.65 |
88.01 |
88.01 |
+0.22 |
5,190 |
31,191 |
+646 |
Feb11 |
100419 |
87.68 |
88.14 |
87.28 |
88.07 |
-1.51 |
1,307 |
13,241 |
-34 |
Mar11 |
100420 |
88.98 |
89.14 |
88.86 |
88.86 |
+0.52 |
1,629 |
16,687 |
-30 |
Apr11 |
100420 |
89.38 |
89.38 |
89.12 |
89.12 |
+0.54 |
1,130 |
13,924 |
+105 |
May11 |
100419 |
88.85 |
88.85 |
88.79 |
88.79 |
-1.45 |
426 |
5,252 |
+117 |
Jun11 |
100420 |
89.02 |
89.75 |
89.02 |
89.46 |
+0.49 |
4,251 |
36,332 |
-12 |
Jul11 |
100419 |
89.11 |
89.11 |
89.11 |
89.11 |
-1.40 |
79 |
4,603 |
+29 |
Aug11 |
100419 |
89.23 |
89.23 |
89.23 |
89.23 |
-1.39 |
6 |
3,760 |
+1 |
Total Volume and Open Interest |
820,554 |
1,387,905 |
+2,388 |
e-miNY Crude Oil(NYM) |
Apr10 |
100319 |
82.200 |
82.200 |
79.850 |
80.675 |
-1.525 |
6,323 |
2,952 |
-500 |
May10 |
100419 |
82.975 |
82.975 |
80.525 |
81.450 |
-1.800 |
6,906 |
4,826 |
-603 |
Jun10 |
100419 |
84.400 |
84.425 |
82.025 |
83.125 |
-1.550 |
1,571 |
2,634 |
+145 |
Jul10 |
100419 |
85.500 |
85.500 |
83.625 |
84.625 |
-1.600 |
136 |
295 |
+31 |
Aug10 |
100419 |
86.300 |
86.325 |
84.725 |
85.550 |
-1.600 |
1 |
83 |
+1 |
Sep10 |
100419 |
86.125 |
86.225 |
86.125 |
86.225 |
-1.575 |
0 |
13 |
+0 |
Oct10 |
100419 |
87.525 |
87.525 |
86.725 |
86.725 |
-1.550 |
0 |
12 |
+0 |
Nov10 |
100419 |
87.125 |
87.125 |
87.125 |
87.125 |
-1.550 |
0 |
2 |
+0 |
Dec10 |
100419 |
87.700 |
87.700 |
86.700 |
87.500 |
-1.550 |
8 |
62 |
+1 |
Jan11 |
100419 |
87.800 |
87.800 |
87.800 |
87.800 |
-1.500 |
|
|
|
Total Volume and Open Interest |
8,622 |
7,972 |
-425 |
Heating Oil(NYM) |
May10 |
100420 |
216.58 |
219.25 |
216.20 |
218.13 |
+2.45 |
49,284 |
56,383 |
-5,621 |
Jun10 |
100420 |
219.30 |
221.86 |
219.05 |
220.65 |
+2.29 |
39,781 |
71,832 |
+3,263 |
Jul10 |
100420 |
221.38 |
224.31 |
221.36 |
222.85 |
+1.87 |
11,038 |
34,394 |
+883 |
Aug10 |
100420 |
223.81 |
226.69 |
223.81 |
225.22 |
+1.72 |
8,671 |
20,147 |
+1,875 |
Sep10 |
100420 |
227.84 |
229.21 |
226.83 |
227.79 |
+1.79 |
7,492 |
19,613 |
+1,647 |
Oct10 |
100420 |
228.95 |
231.36 |
228.95 |
230.29 |
+1.58 |
2,003 |
13,742 |
+161 |
Nov10 |
100420 |
234.43 |
234.43 |
232.19 |
233.56 |
+2.17 |
1,570 |
11,609 |
+192 |
Dec10 |
100420 |
235.70 |
237.10 |
234.64 |
235.75 |
+1.68 |
7,614 |
30,652 |
-31 |
Jan11 |
100420 |
238.79 |
238.79 |
238.30 |
238.40 |
+1.68 |
1,036 |
13,114 |
-160 |
Feb11 |
100420 |
240.46 |
240.46 |
239.95 |
240.00 |
+1.65 |
243 |
4,787 |
+33 |
Mar11 |
100420 |
240.90 |
240.90 |
240.45 |
240.45 |
+1.63 |
221 |
6,489 |
-4 |
Apr11 |
100420 |
240.00 |
240.00 |
240.00 |
240.00 |
+2.03 |
127 |
2,416 |
+38 |
Total Volume and Open Interest |
130,285 |
305,069 |
+2,551 |
Gasoline(NYMEX) |
May10 |
100420 |
225.60 |
230.16 |
225.57 |
229.01 |
+3.57 |
71,527 |
62,058 |
-12,906 |
Jun10 |
100420 |
227.20 |
231.36 |
227.07 |
230.25 |
+3.43 |
67,376 |
99,010 |
+4,469 |
Jul10 |
100420 |
228.10 |
232.02 |
228.10 |
230.25 |
+2.51 |
29,563 |
52,860 |
+1,733 |
Aug10 |
100420 |
229.37 |
232.26 |
228.90 |
230.59 |
+2.28 |
13,275 |
24,698 |
+599 |
Sep10 |
100420 |
228.99 |
231.67 |
228.48 |
230.05 |
+2.09 |
12,750 |
32,957 |
+1,847 |
Oct10 |
100420 |
218.45 |
221.61 |
218.45 |
220.17 |
+1.97 |
3,122 |
14,078 |
+961 |
Nov10 |
100420 |
220.06 |
220.26 |
219.40 |
219.40 |
+1.87 |
1,789 |
14,121 |
-265 |
Dec10 |
100420 |
218.40 |
220.83 |
218.35 |
219.64 |
+1.72 |
4,972 |
13,073 |
+32 |
Jan11 |
100420 |
221.34 |
221.34 |
221.34 |
221.34 |
+1.72 |
73 |
5,018 |
-53 |
Feb11 |
100420 |
223.54 |
223.54 |
223.54 |
223.54 |
+1.72 |
20 |
1,231 |
-17 |
Total Volume and Open Interest |
204,490 |
329,380 |
-3,597 |
e-miNY RBOB Gasoline(NYM) |
May10 |
100419 |
225.40 |
225.44 |
225.40 |
225.40 |
-2.30 |
9 |
6 |
-9 |
Jun10 |
100419 |
226.80 |
226.82 |
226.80 |
226.80 |
-2.60 |
9 |
10 |
+9 |
Jul10 |
100419 |
227.70 |
227.74 |
227.70 |
227.70 |
-2.90 |
0 |
1 |
+0 |
Aug10 |
100419 |
227.50 |
228.30 |
227.50 |
228.30 |
-3.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
18 |
22 |
+0 |
Natural Gas(NYM) |
May10 |
100420 |
3.958 |
3.993 |
3.879 |
3.976 |
+0.032 |
123,292 |
106,014 |
-17,031 |
Jun10 |
100420 |
4.037 |
4.081 |
3.967 |
4.064 |
+0.037 |
73,799 |
128,805 |
+20,780 |
Jul10 |
100420 |
4.153 |
4.197 |
4.086 |
4.181 |
+0.034 |
22,564 |
146,749 |
+3,173 |
Aug10 |
100420 |
4.255 |
4.290 |
4.180 |
4.289 |
+0.048 |
7,061 |
49,266 |
+176 |
Sep10 |
100420 |
4.327 |
4.335 |
4.237 |
4.319 |
+0.024 |
6,939 |
42,560 |
+1,093 |
Oct10 |
100420 |
4.444 |
4.447 |
4.352 |
4.440 |
+0.031 |
10,578 |
68,058 |
+959 |
Nov10 |
100420 |
4.772 |
4.827 |
4.738 |
4.816 |
+0.037 |
1,825 |
14,561 |
+58 |
Dec10 |
100420 |
5.207 |
5.261 |
5.159 |
5.261 |
+0.072 |
2,745 |
30,018 |
-399 |
Jan11 |
100420 |
5.404 |
5.468 |
5.372 |
5.468 |
+0.066 |
6,548 |
47,829 |
+420 |
Feb11 |
100420 |
5.380 |
5.415 |
5.340 |
5.410 |
+0.040 |
583 |
17,739 |
+74 |
Mar11 |
100420 |
5.286 |
5.331 |
5.249 |
5.331 |
+0.054 |
3,072 |
39,964 |
+633 |
Apr11 |
100420 |
5.091 |
5.140 |
5.063 |
5.139 |
+0.048 |
2,633 |
37,763 |
+518 |
May11 |
100420 |
5.110 |
5.189 |
5.085 |
5.189 |
+0.082 |
483 |
17,444 |
+1 |
Jun11 |
100420 |
5.157 |
5.242 |
5.138 |
5.222 |
+0.064 |
168 |
6,481 |
+130 |
Jul11 |
100420 |
5.230 |
5.311 |
5.230 |
5.289 |
+0.065 |
14 |
4,889 |
+3 |
Aug11 |
100420 |
5.262 |
5.341 |
5.262 |
5.341 |
+0.066 |
17 |
4,765 |
-1 |
Total Volume and Open Interest |
262,708 |
880,913 |
+10,785 |
Brent Crude Oil(ICE) |
Jun10 |
100419 |
85.74 |
85.74 |
83.25 |
84.23 |
-1.76 |
166,582 |
270,412 |
-4,560 |
Jul10 |
100419 |
86.25 |
86.25 |
84.01 |
84.98 |
-1.65 |
57,740 |
153,664 |
+3,873 |
Aug10 |
100419 |
86.47 |
86.47 |
84.72 |
85.60 |
-1.59 |
22,353 |
66,717 |
-1,880 |
Sep10 |
100419 |
86.55 |
86.58 |
85.26 |
86.09 |
-1.57 |
12,984 |
34,500 |
-526 |
Oct10 |
100419 |
87.00 |
87.00 |
85.74 |
86.54 |
-1.55 |
6,279 |
25,222 |
-568 |
Nov10 |
100419 |
87.40 |
87.40 |
86.18 |
86.96 |
-1.53 |
4,739 |
18,180 |
-15 |
Dec10 |
100419 |
87.80 |
87.83 |
86.56 |
87.36 |
-1.51 |
21,229 |
98,306 |
+1,078 |
Jan11 |
100419 |
88.13 |
88.13 |
87.01 |
87.69 |
-1.52 |
1,726 |
17,047 |
+131 |
Feb11 |
100419 |
88.46 |
88.46 |
88.03 |
88.03 |
-1.51 |
1,036 |
8,046 |
-19 |
Mar11 |
100419 |
88.36 |
88.36 |
88.36 |
88.36 |
-1.49 |
1,039 |
7,500 |
-55 |
Apr11 |
100419 |
88.67 |
88.67 |
88.67 |
88.67 |
-1.47 |
504 |
5,075 |
+26 |
May11 |
100419 |
88.69 |
88.95 |
88.69 |
88.95 |
-1.44 |
286 |
3,643 |
+32 |
Jun11 |
100419 |
89.46 |
89.46 |
88.52 |
89.19 |
-1.40 |
435 |
17,100 |
-22 |
Jul11 |
100419 |
89.40 |
89.40 |
89.40 |
89.40 |
-1.38 |
15 |
2,970 |
+0 |
Total Volume and Open Interest |
302,314 |
823,291 |
-27,445 |
Gas Oil(ICE) |
May10 |
100419 |
704.50 |
705.00 |
683.00 |
687.75 |
-17.75 |
36,421 |
108,841 |
-6,675 |
Jun10 |
100419 |
708.50 |
708.50 |
687.75 |
692.25 |
-17.25 |
39,231 |
118,362 |
-2,481 |
Jul10 |
100419 |
711.75 |
711.75 |
694.00 |
697.75 |
-17.00 |
9,664 |
49,100 |
+87 |
Aug10 |
100419 |
712.00 |
712.00 |
700.00 |
703.50 |
-16.50 |
4,807 |
27,598 |
-324 |
Sep10 |
100419 |
713.00 |
714.50 |
705.75 |
709.25 |
-16.25 |
5,785 |
30,940 |
-496 |
Oct10 |
100419 |
721.50 |
722.00 |
712.00 |
715.25 |
-15.75 |
3,881 |
21,373 |
+302 |
Nov10 |
100419 |
726.00 |
726.50 |
717.00 |
720.00 |
-15.25 |
3,753 |
17,611 |
+490 |
Dec10 |
100419 |
733.00 |
733.00 |
719.50 |
724.50 |
-14.75 |
12,896 |
90,272 |
-2,068 |
Jan11 |
100419 |
731.50 |
731.50 |
727.25 |
730.00 |
-14.00 |
1,857 |
22,825 |
+621 |
Feb11 |
100419 |
737.00 |
737.00 |
732.00 |
734.50 |
-13.50 |
293 |
12,500 |
-122 |
Total Volume and Open Interest |
120,612 |
565,559 |
-10,585 |
Ethanol(CBOT) |
Apr10 |
100406 |
1.512 |
1.512 |
1.512 |
1.512 |
-0.003 |
87 |
178 |
-68 |
May10 |
100419 |
1.569 |
1.569 |
1.543 |
1.548 |
-0.034 |
96 |
983 |
-37 |
Jun10 |
100419 |
1.580 |
1.580 |
1.562 |
1.566 |
-0.032 |
136 |
1,247 |
+12 |
Jul10 |
100419 |
1.600 |
1.600 |
1.575 |
1.583 |
-0.039 |
90 |
1,214 |
-6 |
Aug10 |
100419 |
1.611 |
1.611 |
1.590 |
1.590 |
-0.041 |
29 |
554 |
+15 |
Sep10 |
100419 |
1.625 |
1.625 |
1.595 |
1.595 |
-0.046 |
25 |
640 |
+15 |
Oct10 |
100419 |
1.630 |
1.630 |
1.598 |
1.598 |
-0.040 |
20 |
684 |
+25 |
Nov10 |
100419 |
1.640 |
1.640 |
1.615 |
1.615 |
-0.037 |
20 |
813 |
+0 |
Total Volume and Open Interest |
483 |
8,413 |
+55 |
US Dollar Index(ICE) |
Jun10 |
100420 |
81.055 |
81.235 |
80.860 |
81.150 |
+0.045 |
25,396 |
41,976 |
-39 |
Sep10 |
100420 |
81.265 |
81.410 |
81.265 |
81.410 |
+0.050 |
24 |
2,124 |
-20 |
Dec10 |
100419 |
81.610 |
81.610 |
81.610 |
81.610 |
+0.165 |
0 |
2 |
+0 |
Total Volume and Open Interest |
20,276 |
44,161 |
-1,433 |
Australian Dollar(CME) |
Jun10 |
100420 |
92.51 |
92.51 |
92.51 |
92.51 |
+0.91 |
127,405 |
149,247 |
-6,093 |
Sep10 |
100419 |
90.61 |
91.00 |
90.06 |
90.63 |
-0.37 |
122 |
229 |
-31 |
Dec10 |
100419 |
89.64 |
90.01 |
89.64 |
89.64 |
-0.37 |
0 |
12 |
+0 |
Total Volume and Open Interest |
63,293 |
155,582 |
+477 |
British Pound(CME) |
Jun10 |
100420 |
153.61 |
153.61 |
153.61 |
153.61 |
+0.53 |
115,099 |
119,896 |
-1,781 |
Sep10 |
100420 |
153.55 |
153.55 |
153.55 |
153.55 |
+0.53 |
332 |
827 |
+145 |
Dec10 |
100420 |
153.49 |
153.49 |
153.49 |
153.49 |
+0.53 |
0 |
26 |
+0 |
Total Volume and Open Interest |
115,431 |
120,750 |
-1,636 |
Canadian Dollar(CME) |
Jun10 |
100420 |
99.82 |
100.12 |
99.82 |
100.17 |
+1.66 |
127,966 |
145,702 |
-7,047 |
Sep10 |
100420 |
100.06 |
100.06 |
100.06 |
100.06 |
+1.61 |
1,041 |
2,571 |
+488 |
Dec10 |
100420 |
99.83 |
99.83 |
99.83 |
99.83 |
+1.57 |
124 |
997 |
+50 |
Mar11 |
100420 |
99.55 |
99.55 |
99.55 |
99.55 |
+1.56 |
1 |
234 |
+1 |
Total Volume and Open Interest |
129,135 |
149,572 |
-6,507 |
Japanese Yen(CME) |
Jun10 |
100420 |
107.34 |
107.34 |
107.34 |
107.34 |
-0.91 |
185,166 |
132,437 |
+4,465 |
Sep10 |
100420 |
107.43 |
107.43 |
107.43 |
107.43 |
-0.91 |
892 |
1,024 |
+231 |
Dec10 |
100420 |
107.55 |
107.55 |
107.55 |
107.55 |
-0.91 |
3 |
69 |
+3 |
Total Volume and Open Interest |
186,061 |
133,531 |
+4,699 |
Swiss Franc(CME) |
Jun10 |
100420 |
94.09 |
94.11 |
93.64 |
93.64 |
-0.38 |
51,148 |
31,100 |
-1,806 |
Sep10 |
100419 |
93.85 |
94.34 |
93.64 |
94.10 |
-0.24 |
17 |
483 |
+8 |
Dec10 |
100419 |
94.18 |
94.42 |
94.02 |
94.18 |
-0.24 |
0 |
10 |
+0 |
Total Volume and Open Interest |
46,646 |
33,399 |
-1,386 |
EuroFX(CME) |
Jun10 |
100420 |
134.87 |
134.87 |
134.41 |
134.41 |
-0.34 |
340,398 |
199,319 |
+5,419 |
Sep10 |
100419 |
134.92 |
134.97 |
134.18 |
134.74 |
-0.23 |
1,131 |
2,288 |
-34 |
Dec10 |
100419 |
134.03 |
134.93 |
134.03 |
134.70 |
-0.23 |
32 |
103 |
+9 |
Total Volume and Open Interest |
304,135 |
196,334 |
-7,151 |
Mexican Peso(CME) |
Apr10 |
100419 |
814.2 |
814.5 |
814.2 |
814.2 |
-0.2 |
|
|
|
May10 |
100419 |
814.8 |
814.8 |
812.2 |
814.8 |
+2.5 |
|
|
|
Total Volume and Open Interest |
20,174 |
140,508 |
+578 |
30-Year T-Bonds(CBOT) |
Jun10 |
100420 |
116~180 |
116~260 |
116~100 |
116~240 |
+0~060 |
|
|
|
Sep10 |
100420 |
115~170 |
115~220 |
115~090 |
115~180 |
+0~050 |
149 |
947 |
+58 |
Dec10 |
100419 |
114~090 |
114~210 |
114~090 |
114~090 |
-0~120 |
0 |
5 |
+0 |
Total Volume and Open Interest |
279,571 |
646,518 |
-3,795 |
10-Year T-Notes(CBOT) |
Jun10 |
100420 |
116~260 |
116~290 |
116~185 |
116~245 |
-0~010 |
1,412,842 |
1,622,035 |
+17,859 |
Sep10 |
100420 |
115~130 |
115~155 |
115~065 |
115~130 |
unch |
1,338 |
9,674 |
+86 |
Dec10 |
100419 |
114~090 |
114~105 |
114~005 |
114~005 |
-0~100 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,026,525 |
1,613,768 |
-2,358 |
5-Year T-Notes(CBOT) |
Jun10 |
100420 |
57~067 |
57~068 |
57~067 |
57~068 |
-57~079 |
595,232 |
949,981 |
+8,995 |
Sep10 |
100420 |
56~126 |
56~126 |
56~126 |
56~126 |
-57~009 |
5 |
1,321 |
+3 |
Dec10 |
100420 |
56~056 |
56~056 |
56~056 |
56~056 |
-56~067 |
|
|
|
Total Volume and Open Interest |
595,237 |
951,302 |
+8,998 |
2 Year T-Notes(CBOT) |
Jun10 |
100415 |
54~030 |
54~032 |
54~030 |
54~032 |
+0~004 |
|
|
|
Sep10 |
100419 |
108~007 |
108~015 |
108~007 |
108~007 |
-0~008 |
2,890 |
4,717 |
+2,647 |
Dec10 |
100419 |
107~063 |
107~071 |
107~063 |
107~063 |
-0~008 |
0 |
1 |
+0 |
Total Volume and Open Interest |
212,775 |
1,006,063 |
+11,740 |
Eurodollars(CME) |
Jun10 |
100420 |
99.640 |
99.645 |
99.635 |
99.640 |
unch |
258,545 |
1,254,022 |
+455 |
Sep10 |
100420 |
99.525 |
99.525 |
99.505 |
99.510 |
-0.020 |
336,236 |
1,106,283 |
+9,043 |
Dec10 |
100420 |
99.285 |
99.285 |
99.250 |
99.260 |
-0.030 |
456,732 |
1,273,729 |
+24,370 |
Mar11 |
100420 |
98.955 |
98.955 |
98.915 |
98.925 |
-0.035 |
424,550 |
726,990 |
-5,218 |
Jun11 |
100420 |
98.580 |
98.580 |
98.535 |
98.550 |
-0.035 |
513,500 |
845,661 |
-33,937 |
Sep11 |
100420 |
98.205 |
98.205 |
98.160 |
98.180 |
-0.035 |
331,386 |
721,385 |
+137 |
Dec11 |
100420 |
97.850 |
97.850 |
97.800 |
97.825 |
-0.030 |
249,034 |
532,563 |
+1,407 |
Mar12 |
100420 |
97.535 |
97.535 |
97.490 |
97.515 |
-0.025 |
222,905 |
333,125 |
-12,864 |
Jun12 |
100420 |
97.230 |
97.230 |
97.190 |
97.215 |
-0.020 |
89,952 |
241,829 |
+3,126 |
Sep12 |
100420 |
96.945 |
96.945 |
96.905 |
96.935 |
-0.015 |
71,148 |
171,459 |
+6,031 |
Dec12 |
100420 |
96.670 |
96.670 |
96.635 |
96.665 |
-0.010 |
51,160 |
147,505 |
-165 |
Mar13 |
100420 |
96.445 |
96.445 |
96.410 |
96.445 |
-0.005 |
47,775 |
126,873 |
+1,611 |
Jun13 |
100420 |
96.225 |
96.230 |
96.195 |
96.230 |
unch |
20,156 |
79,065 |
+1,329 |
Sep13 |
100420 |
96.030 |
96.040 |
96.005 |
96.040 |
+0.005 |
11,827 |
72,957 |
+769 |
Dec13 |
100420 |
95.835 |
95.845 |
95.810 |
95.845 |
+0.010 |
10,039 |
38,280 |
-379 |
Mar14 |
100420 |
95.670 |
95.695 |
95.660 |
95.695 |
+0.015 |
7,824 |
39,601 |
-10 |
Jun14 |
100420 |
95.520 |
95.540 |
95.510 |
95.540 |
+0.020 |
5,171 |
34,467 |
-345 |
Sep14 |
100420 |
95.375 |
95.405 |
95.370 |
95.405 |
+0.025 |
4,223 |
24,334 |
+282 |
Total Volume and Open Interest |
3,169,236 |
8,043,934 |
-6,757 |
30 Day Federal Funds(CBOT) |
Apr10 |
100420 |
99.800 |
99.800 |
99.800 |
99.800 |
unch |
2,631 |
75,094 |
-745 |
May10 |
100420 |
99.790 |
99.790 |
99.790 |
99.790 |
unch |
3,101 |
69,833 |
-562 |
Jun10 |
100420 |
99.780 |
99.780 |
99.780 |
99.780 |
unch |
3,711 |
88,788 |
+117 |
Jul10 |
100420 |
99.760 |
99.760 |
99.760 |
99.760 |
-0.005 |
2,525 |
64,116 |
+322 |
Aug10 |
100420 |
99.740 |
99.740 |
99.740 |
99.740 |
-0.005 |
4,758 |
71,547 |
+1,181 |
Sep10 |
100420 |
99.710 |
99.710 |
99.710 |
99.710 |
-0.015 |
11,838 |
49,781 |
+2,808 |
Total Volume and Open Interest |
74,105 |
683,523 |
+7,034 |
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 |
100419 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
0 |
1,748 |
+0 |
Sep10 |
100420 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
0 |
1,131 |
+0 |
Dec10 |
100419 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
0 |
242 |
+0 |
Mar11 |
100419 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
0 |
67 |
+0 |
Jun11 |
100419 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.005 |
|
|
|
Sep11 |
100419 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
Dec11 |
100419 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.005 |
|
|
|
Mar12 |
100420 |
99.485 |
99.485 |
99.485 |
99.485 |
-0.005 |
|
|
|
Jun12 |
100419 |
99.540 |
99.540 |
99.540 |
99.540 |
+0.010 |
|
|
|
Sep12 |
100419 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
3,188 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun10 |
100419 |
99.63 |
99.63 |
99.62 |
99.62 |
+0.00 |
40 |
4,420 |
+0 |
Sep10 |
100419 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
16 |
3,524 |
+0 |
Dec10 |
100419 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
1,353 |
+0 |
Mar11 |
100419 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
50 |
1,609 |
+0 |
Jun11 |
100419 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
106 |
+2 |
Sep11 |
100419 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
51 |
+0 |
Dec11 |
100419 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
0 |
102 |
+0 |
Mar12 |
100419 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.00 |
0 |
305 |
+0 |
Total Volume and Open Interest |
106 |
12,536 |
+2 |
Japanese Gov't Bonds(SGX) |
Jun10 |
100419 |
138.93 |
139.35 |
138.88 |
139.27 |
+0.30 |
1,547 |
15,354 |
+321 |
Sep10 |
100419 |
139.27 |
139.27 |
139.27 |
139.27 |
+0.30 |
|
|
|
Dec10 |
100419 |
137.18 |
137.18 |
137.18 |
137.18 |
+0.30 |
|
|
|
Total Volume and Open Interest |
1,547 |
15,354 |
+321 |
Euro-Bund(EUREX) |
Jun10 |
100419 |
123.71 |
123.88 |
123.59 |
123.74 |
+0.09 |
1,032,386 |
1,041,331 |
+46,683 |
Sep10 |
100419 |
123.19 |
123.21 |
123.05 |
123.11 |
+0.09 |
96 |
1,214 |
+13 |
Dec10 |
100419 |
122.74 |
122.74 |
122.74 |
122.74 |
+0.09 |
|
|
|
Total Volume and Open Interest |
1,032,482 |
1,042,545 |
+46,696 |
Euro-Bobl(EUREX) |
Jun10 |
100419 |
117.42 |
117.52 |
117.37 |
117.45 |
+0.03 |
591,212 |
842,539 |
+25,776 |
Sep10 |
100419 |
117.01 |
117.08 |
116.99 |
117.06 |
+0.02 |
1,236 |
11,878 |
+5 |
Dec10 |
100419 |
116.85 |
116.85 |
116.85 |
116.85 |
+0.03 |
|
|
|
Total Volume and Open Interest |
592,448 |
854,417 |
+59,221 |
3-Mth Euribor(EUREX) |
Jun10 |
100419 |
99.280 |
99.295 |
99.280 |
99.290 |
+0.010 |
17 |
6,737 |
+6 |
Sep10 |
100419 |
99.135 |
99.155 |
99.135 |
99.150 |
+0.020 |
107 |
3,243 |
+102 |
Dec10 |
100419 |
98.965 |
98.985 |
98.965 |
98.980 |
+0.015 |
2 |
1,542 |
+2 |
Total Volume and Open Interest |
184 |
14,699 |
+111 |
Long Gilt(LIFFE) |
Jun10 |
100419 |
114~15 |
114~16 |
113~29 |
114~10 |
-0~03 |
102,316 |
282,523 |
+5,927 |
Sep10 |
100419 |
113~02 |
113~02 |
113~02 |
113~02 |
-0~03 |
|
|
|
Total Volume and Open Interest |
102,316 |
282,523 |
+5,927 |
3-Mth Short Sterling(LIFFE) |
Jun10 |
100419 |
99.32 |
99.32 |
99.31 |
99.32 |
+0.01 |
26,128 |
369,776 |
-8,761 |
Sep10 |
100419 |
99.22 |
99.24 |
99.20 |
99.22 |
unch |
53,325 |
469,143 |
-3,112 |
Dec10 |
100419 |
99.02 |
99.04 |
98.98 |
99.01 |
-0.01 |
43,191 |
437,913 |
+4,987 |
Mar11 |
100419 |
98.75 |
98.78 |
98.69 |
98.72 |
-0.03 |
42,823 |
311,403 |
+2,192 |
Jun11 |
100419 |
98.44 |
98.45 |
98.35 |
98.38 |
-0.03 |
49,538 |
347,530 |
+13,987 |
Sep11 |
100419 |
98.10 |
98.11 |
98.01 |
98.04 |
-0.03 |
23,812 |
196,632 |
+3,671 |
Total Volume and Open Interest |
277,518 |
2,570,523 |
+12,825 |
3-Mth Euribor(LIFFE) |
Jun10 |
100419 |
99.285 |
99.300 |
99.275 |
99.290 |
+0.010 |
105,631 |
980,876 |
-3,743 |
Sep10 |
100419 |
99.135 |
99.160 |
99.125 |
99.150 |
+0.020 |
164,727 |
821,499 |
+1,785 |
Dec10 |
100419 |
98.970 |
98.990 |
98.955 |
98.980 |
+0.015 |
188,809 |
562,042 |
+7,225 |
Total Volume and Open Interest |
989,017 |
4,097,413 |
+32,226 |
3-Mth Aus T-Bills(SFE) |
Jun10 |
100419 |
95.31 |
95.34 |
95.30 |
95.32 |
+0.01 |
10,598 |
273,517 |
-6,694 |
Sep10 |
100419 |
95.06 |
95.10 |
95.05 |
95.09 |
+0.03 |
10,557 |
180,821 |
-1,670 |
Dec10 |
100419 |
94.82 |
94.87 |
94.80 |
94.86 |
+0.04 |
7,113 |
127,480 |
+362 |
Mar11 |
100419 |
94.63 |
94.67 |
94.58 |
94.66 |
+0.06 |
4,128 |
56,087 |
+1,278 |
Jun11 |
100419 |
94.40 |
94.47 |
94.37 |
94.47 |
+0.07 |
5,264 |
45,851 |
+1,620 |
Sep11 |
100419 |
94.22 |
94.31 |
94.19 |
94.31 |
+0.08 |
998 |
24,558 |
-202 |
Dec11 |
100419 |
94.08 |
94.17 |
94.08 |
94.17 |
+0.06 |
288 |
19,499 |
-196 |
Mar12 |
100419 |
94.01 |
94.08 |
94.00 |
94.08 |
+0.07 |
258 |
11,139 |
+41 |
Jun12 |
100419 |
93.99 |
94.04 |
93.98 |
94.02 |
+0.06 |
12 |
2,268 |
-11 |
Sep12 |
100419 |
93.97 |
94.03 |
93.97 |
94.02 |
+0.08 |
0 |
1,863 |
+0 |
Total Volume and Open Interest |
39,216 |
743,689 |
-5,472 |
10-Year Aus T-Bonds(SFE) |
Jun10 |
100419 |
94.17 |
94.26 |
94.14 |
94.24 |
+0.07 |
30,094 |
402,681 |
+337 |
Sep10 |
100419 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.07 |
|
|
|
Total Volume and Open Interest |
30,094 |
402,681 |
+337 |
3-Year Aus T-Bonds(SFE) |
Jun10 |
100419 |
94.61 |
94.71 |
94.60 |
94.70 |
+0.09 |
85,767 |
547,174 |
+8,040 |
Sep10 |
100419 |
94.70 |
94.70 |
94.70 |
94.70 |
+0.09 |
|
|
|
Total Volume and Open Interest |
85,767 |
547,174 |
+8,040 |
Gold(CMX) |
Apr10 |
100420 |
1138.6 |
1138.6 |
1138.6 |
1138.6 |
+3.4 |
483 |
417 |
-76 |
Jun10 |
100420 |
1144.0 |
1146.3 |
1138.8 |
1139.2 |
+3.4 |
202,672 |
330,791 |
-13 |
Aug10 |
100420 |
1140.4 |
1140.4 |
1140.4 |
1140.4 |
+3.5 |
2,859 |
34,404 |
+1,184 |
Oct10 |
100420 |
1141.4 |
1141.4 |
1141.4 |
1141.4 |
+3.5 |
473 |
23,804 |
+52 |
Dec10 |
100420 |
1142.7 |
1142.7 |
1142.7 |
1142.7 |
+3.6 |
1,278 |
42,831 |
-195 |
Feb11 |
100420 |
1144.3 |
1144.3 |
1144.3 |
1144.3 |
+3.7 |
8 |
17,228 |
+8 |
Apr11 |
100420 |
1146.1 |
1146.1 |
1146.1 |
1146.1 |
+3.8 |
497 |
12,399 |
+6 |
Jun11 |
100420 |
493.1 |
493.1 |
493.1 |
493.1 |
+3.9 |
0 |
6,318 |
+0 |
Aug11 |
100420 |
1151.2 |
1151.2 |
1151.2 |
1151.2 |
+4.0 |
272 |
3,881 |
+272 |
Oct11 |
100420 |
1154.5 |
1154.5 |
1154.5 |
1154.5 |
+4.2 |
1,000 |
6,853 |
+500 |
Dec11 |
100420 |
1158.2 |
1158.2 |
1158.2 |
1158.2 |
+4.3 |
473 |
14,386 |
+169 |
Feb12 |
100419 |
1158.0 |
1158.0 |
1158.0 |
1158.0 |
-1.2 |
700 |
3,550 |
+650 |
Total Volume and Open Interest |
109,795 |
524,716 |
-2,157 |
Silver(CMX) |
May10 |
100420 |
1782.1 |
1782.1 |
1782.1 |
1782.1 |
+9.0 |
51,294 |
48,133 |
-4,028 |
Jul10 |
100420 |
1785.1 |
1785.1 |
1785.1 |
1785.1 |
+9.3 |
8,332 |
38,805 |
+705 |
Sep10 |
100420 |
1787.6 |
1787.6 |
1787.6 |
1787.6 |
+9.5 |
2,121 |
7,434 |
+88 |
Dec10 |
100420 |
1791.0 |
1791.0 |
1791.0 |
1791.0 |
+9.6 |
1,204 |
13,709 |
+363 |
Mar11 |
100420 |
1794.3 |
1794.3 |
1794.3 |
1794.3 |
+9.7 |
167 |
3,260 |
+103 |
May11 |
100420 |
1796.5 |
1796.5 |
1796.5 |
1796.5 |
+9.7 |
6 |
1,929 |
+0 |
Jul11 |
100420 |
1799.0 |
1799.0 |
1799.0 |
1799.0 |
+9.9 |
5 |
3,007 |
+3 |
Total Volume and Open Interest |
63,365 |
125,472 |
-2,716 |
Platinum(NYMEX) |
Apr10 |
100420 |
1718.0 |
1718.0 |
1718.0 |
1718.0 |
+25.2 |
9 |
132 |
+5 |
Jul10 |
100420 |
1721.8 |
1721.8 |
1721.8 |
1721.8 |
+25.2 |
5,033 |
35,914 |
-387 |
Oct10 |
100420 |
1725.6 |
1725.6 |
1725.6 |
1725.6 |
+25.7 |
72 |
715 |
+36 |
Jan11 |
100420 |
1727.4 |
1727.4 |
1727.4 |
1727.4 |
+25.5 |
0 |
229 |
+0 |
Total Volume and Open Interest |
5,117 |
36,994 |
-346 |
Palladium(NYMEX) |
Jun10 |
100420 |
551.40 |
551.40 |
551.40 |
551.40 |
+17.70 |
3,510 |
22,847 |
+119 |
Sep10 |
100420 |
552.00 |
552.00 |
552.00 |
552.00 |
+17.50 |
90 |
943 |
+20 |
Dec10 |
100420 |
553.35 |
553.35 |
553.35 |
553.35 |
+17.50 |
31 |
98 |
+28 |
Total Volume and Open Interest |
3,632 |
23,913 |
+167 |
Copper(CMX) |
May10 |
100420 |
353.00 |
354.10 |
351.10 |
351.35 |
+1.65 |
46,358 |
40,621 |
-5,162 |
Jul10 |
100420 |
355.10 |
356.65 |
353.55 |
353.55 |
+1.75 |
12,045 |
74,676 |
+3,965 |
Sep10 |
100420 |
355.00 |
355.10 |
355.00 |
355.10 |
+1.80 |
1,160 |
13,844 |
+440 |
Dec10 |
100420 |
356.20 |
356.20 |
355.95 |
355.95 |
+1.80 |
584 |
9,804 |
+296 |
Mar11 |
100420 |
356.15 |
356.15 |
356.15 |
356.15 |
+1.80 |
257 |
2,311 |
+65 |
Total Volume and Open Interest |
62,187 |
155,405 |
+344 |
DJIA Index(CBOT) |
Jun10 |
100420 |
11075 |
11091 |
11025 |
11074 |
+30 |
784 |
7,308 |
+228 |
Sep10 |
100420 |
11010 |
11010 |
11010 |
11010 |
+30 |
0 |
12 |
+0 |
Dec10 |
100420 |
10955 |
10955 |
10955 |
10955 |
+30 |
0 |
1 |
+0 |
Mar11 |
100420 |
10900 |
10900 |
10900 |
10900 |
+30 |
|
|
|
Total Volume and Open Interest |
784 |
7,321 |
+228 |
S & P 500(CME) |
Jun10 |
100420 |
1201.00 |
1205.60 |
1197.00 |
1205.40 |
+9.80 |
22,877 |
314,234 |
-691 |
Sep10 |
100420 |
1196.80 |
1199.80 |
1196.80 |
1198.10 |
+7.30 |
531 |
3,918 |
+568 |
Dec10 |
100419 |
1181.00 |
1185.90 |
1173.30 |
1185.90 |
+5.10 |
235 |
3,473 |
+176 |
Mar11 |
100419 |
1181.70 |
1181.70 |
1169.20 |
1181.70 |
+5.00 |
1 |
377 |
-1 |
Total Volume and Open Interest |
14,855 |
322,150 |
+804 |
S & P 500 E-Mini(Globex) |
Jun10 |
100420 |
1205.00 |
1207.75 |
1204.75 |
1206.75 |
+11.25 |
3,584,806 |
2,465,049 |
+16,786 |
Sep10 |
100420 |
1201.00 |
1202.50 |
1200.50 |
1201.75 |
+11.00 |
2,312 |
13,459 |
+1,084 |
Total Volume and Open Interest |
3,587,180 |
2,480,522 |
+17,868 |
NASDAQ 100(CME) |
Jun10 |
100420 |
2020.00 |
2026.00 |
2007.00 |
2024.30 |
+11.30 |
2,589 |
15,308 |
+129 |
Sep10 |
100419 |
2010.80 |
2010.80 |
1987.00 |
2010.80 |
+3.30 |
0 |
10 |
+0 |
Dec10 |
100419 |
2008.30 |
2008.30 |
2006.00 |
2008.30 |
+3.30 |
|
|
|
Total Volume and Open Interest |
2,109 |
15,192 |
-692 |
NASDAQ 100 E-Mini(Globex) |
Jun10 |
100420 |
2024.30 |
2035.50 |
2018.50 |
2032.50 |
+19.50 |
451,415 |
330,631 |
+4,591 |
Sep10 |
100420 |
2010.00 |
2022.00 |
2005.50 |
2016.30 |
+5.50 |
165 |
663 |
+16 |
Total Volume and Open Interest |
451,581 |
331,295 |
+4,607 |
S & P Midcap 400(CME) |
Jun10 |
100419 |
816.50 |
821.00 |
807.00 |
817.40 |
-1.80 |
166 |
1,555 |
-126 |
Sep10 |
100419 |
815.40 |
815.40 |
814.70 |
815.40 |
-1.80 |
0 |
1 |
+1 |
Dec10 |
100419 |
813.40 |
813.40 |
812.70 |
813.40 |
-1.80 |
|
|
|
Total Volume and Open Interest |
166 |
1,556 |
-125 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun10 |
100420 |
11025 |
11030 |
11025 |
11025 |
+50 |
22,569 |
52,617 |
+3,707 |
Sep10 |
100420 |
11080 |
11080 |
11080 |
11080 |
+50 |
0 |
20 |
+0 |
Total Volume and Open Interest |
22,569 |
52,637 |
+3,707 |
Nikkei 225(SGX) |
Jun10 |
100419 |
11100 |
11155 |
10830 |
10895 |
-210 |
80,095 |
191,180 |
+6,039 |
Sep10 |
100419 |
11110 |
11110 |
10895 |
10895 |
-215 |
0 |
160 |
+0 |
Dec10 |
100419 |
10855 |
10855 |
10855 |
10855 |
-215 |
0 |
968 |
+0 |
Total Volume and Open Interest |
80,095 |
193,653 |
+6,039 |
CAC 40(EURONEXT) |
May10 |
100419 |
3893.5 |
3914.0 |
3874.5 |
3899.0 |
-11.0 |
103,019 |
366,482 |
+62,089 |
Jun10 |
100419 |
3862.0 |
3882.0 |
3847.5 |
3868.5 |
-10.5 |
802 |
53,941 |
-46 |
Jul10 |
100419 |
3863.0 |
3863.0 |
3863.0 |
3863.0 |
|
|
|
|
Hang Seng Index(HKFE) |
Apr10 |
100419 |
21600 |
21638 |
21312 |
21479 |
-409 |
60,008 |
75,223 |
+1,190 |
May10 |
100419 |
21312 |
21372 |
21058 |
21213 |
-422 |
1,157 |
6,260 |
-293 |
Jun10 |
100419 |
21280 |
21331 |
21040 |
21184 |
-429 |
172 |
4,323 |
+78 |
Total Volume and Open Interest |
61,422 |
86,739 |
+1,038 |
DAX(EUREX) |
Jun10 |
100419 |
6165.0 |
6201.0 |
6139.5 |
6168.0 |
-21.0 |
133,479 |
151,548 |
-5,912 |
Sep10 |
100419 |
6175.0 |
6205.0 |
6150.0 |
6172.5 |
-21.5 |
817 |
8,922 |
+628 |
Dec10 |
100419 |
6183.5 |
6204.0 |
6160.5 |
6181.5 |
-21.0 |
69 |
709 |
+49 |
Total Volume and Open Interest |
134,365 |
161,179 |
-5,235 |
FT-SE 100(EURONEXT) |
Jun10 |
100419 |
5685.00 |
5704.50 |
5653.00 |
5685.50 |
-10.00 |
71,352 |
689,539 |
+1,346 |
Sep10 |
100419 |
5623.00 |
5644.50 |
5622.00 |
5644.00 |
-10.00 |
89 |
720 |
+75 |
Dec10 |
100419 |
5608.00 |
5618.00 |
5586.50 |
5616.50 |
-10.00 |
95 |
2,166 |
-20 |
Total Volume and Open Interest |
71,536 |
692,425 |
+1,401 |
SPI 200(SFE) |
Jun10 |
100419 |
4999.0 |
5017.0 |
4913.0 |
4914.0 |
-84.0 |
20,643 |
192,472 |
+3,960 |
Sep10 |
100419 |
4998.0 |
4998.0 |
4903.0 |
4903.0 |
-85.0 |
9 |
2,272 |
+0 |
Dec10 |
100419 |
4924.0 |
4924.0 |
4924.0 |
4924.0 |
-85.0 |
330 |
1,999 |
+150 |
Total Volume and Open Interest |
20,982 |
197,262 |
+4,110 |
GSCI(CME) |
May10 |
100420 |
538.50 |
541.00 |
538.50 |
540.00 |
+3.50 |
223 |
19,634 |
-57 |
Jun10 |
100420 |
545.00 |
545.00 |
545.00 |
545.00 |
+4.00 |
1 |
3 |
+1 |
Jul10 |
100420 |
550.00 |
550.00 |
550.00 |
550.00 |
+5.00 |
|
|
|
Total Volume and Open Interest |
224 |
19,637 |
-7,913 |
Reuters CCI(ICE) |
Jun10 |
100419 |
274.10 |
274.10 |
274.10 |
274.10 |
-2.80 |
|
|
|
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. |
|
|