|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon April 26, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100426 |
996.00 |
1009.50 |
995.25 |
998.75 |
-1.25 |
34,834 |
57,358 |
-3,889 |
| Jul10 |
100426 |
1005.00 |
1020.00 |
1004.25 |
1009.00 |
-1.00 |
78,900 |
232,497 |
+6,671 |
| Aug10 |
100426 |
1010.00 |
1015.75 |
1003.25 |
1005.50 |
-1.50 |
7,920 |
15,297 |
+1,830 |
| Sep10 |
100426 |
989.00 |
998.00 |
986.25 |
989.50 |
-0.75 |
2,703 |
10,348 |
-74 |
| Nov10 |
100426 |
975.00 |
986.00 |
973.00 |
977.50 |
-1.50 |
21,109 |
153,327 |
+1,640 |
| Jan11 |
100426 |
985.50 |
992.50 |
980.75 |
984.75 |
-1.25 |
2,015 |
10,820 |
+580 |
| Mar11 |
100426 |
989.00 |
995.00 |
985.00 |
988.75 |
-1.25 |
851 |
5,057 |
+60 |
| Total Volume and Open Interest |
151,069 |
502,112 |
+7,032 |
| Soybean Meal(CBOT) |
| May10 |
100426 |
292.30 |
296.40 |
291.40 |
294.60 |
+2.30 |
23,415 |
31,772 |
-4,629 |
| Jul10 |
100426 |
292.00 |
296.30 |
290.90 |
294.20 |
+2.00 |
33,453 |
94,923 |
+3,517 |
| Aug10 |
100426 |
292.00 |
292.70 |
288.00 |
291.00 |
+1.80 |
3,170 |
14,554 |
-157 |
| Sep10 |
100426 |
286.30 |
286.90 |
281.90 |
284.90 |
+1.50 |
2,671 |
11,000 |
+203 |
| Oct10 |
100426 |
276.90 |
277.90 |
272.80 |
276.20 |
+1.30 |
943 |
8,131 |
+82 |
| Dec10 |
100426 |
274.50 |
276.80 |
271.90 |
275.20 |
+1.30 |
8,329 |
35,688 |
-461 |
| Jan11 |
100426 |
275.90 |
276.40 |
273.50 |
275.10 |
+1.40 |
579 |
4,039 |
-66 |
| Mar11 |
100426 |
274.80 |
276.00 |
273.00 |
276.00 |
+1.50 |
400 |
3,044 |
+52 |
| Total Volume and Open Interest |
73,938 |
207,270 |
-1,413 |
| Soybean Oil(CBOT) |
| May10 |
100426 |
39.32 |
39.73 |
39.02 |
39.29 |
-0.06 |
20,760 |
41,723 |
-5,534 |
| Jul10 |
100426 |
39.70 |
40.19 |
39.70 |
39.74 |
-0.12 |
36,017 |
151,462 |
+1,072 |
| Aug10 |
100426 |
39.92 |
40.36 |
39.82 |
39.93 |
-0.13 |
1,947 |
18,830 |
+214 |
| Sep10 |
100426 |
40.11 |
40.44 |
40.05 |
40.07 |
-0.14 |
2,640 |
11,617 |
+620 |
| Oct10 |
100426 |
40.33 |
40.59 |
40.21 |
40.21 |
-0.13 |
1,213 |
9,357 |
+723 |
| Dec10 |
100426 |
40.61 |
41.06 |
40.59 |
40.59 |
-0.12 |
10,459 |
52,700 |
+1,171 |
| Jan11 |
100426 |
41.09 |
41.09 |
40.84 |
40.84 |
-0.12 |
404 |
3,015 |
+148 |
| Mar11 |
100426 |
41.28 |
41.33 |
41.09 |
41.09 |
-0.11 |
103 |
1,389 |
-5 |
| Total Volume and Open Interest |
74,102 |
293,101 |
-1,354 |
| Canola(WCE) |
| May10 |
100426 |
378.1 |
383.1 |
378.1 |
382.8 |
+3.4 |
5,697 |
21,511 |
-2,606 |
| Jul10 |
100426 |
385.0 |
390.1 |
385.0 |
389.8 |
+3.9 |
8,869 |
82,528 |
+2,475 |
| Nov10 |
100426 |
389.8 |
392.8 |
389.8 |
392.3 |
+2.8 |
3,608 |
30,003 |
+551 |
| Jan11 |
100426 |
394.6 |
396.3 |
393.8 |
396.2 |
+3.2 |
134 |
1,614 |
+37 |
| Mar11 |
100426 |
393.9 |
398.3 |
393.9 |
398.0 |
+3.1 |
60 |
695 |
+25 |
| Total Volume and Open Interest |
18,424 |
137,059 |
+536 |
| Corn(CBOT) |
| May10 |
100426 |
353.00 |
359.50 |
352.00 |
352.25 |
-0.75 |
73,359 |
132,724 |
-13,712 |
| Jul10 |
100426 |
360.75 |
367.00 |
359.00 |
359.50 |
-1.50 |
129,324 |
485,395 |
+12,854 |
| Sep10 |
100426 |
369.50 |
375.00 |
367.50 |
368.00 |
-1.50 |
41,484 |
148,152 |
+1,913 |
| Dec10 |
100426 |
377.25 |
383.00 |
375.50 |
376.50 |
-1.75 |
56,426 |
304,744 |
+2,688 |
| Mar11 |
100426 |
390.00 |
395.00 |
388.00 |
389.25 |
-1.25 |
3,337 |
43,626 |
+262 |
| May11 |
100426 |
400.00 |
403.00 |
396.50 |
398.00 |
-1.00 |
344 |
8,792 |
+172 |
| Total Volume and Open Interest |
306,525 |
1,183,750 |
+4,348 |
| Wheat(CBOT) |
| May10 |
100426 |
492.50 |
502.50 |
449.00 |
476.00 |
-17.25 |
18,974 |
38,660 |
-1,388 |
| Jul10 |
100426 |
504.00 |
515.00 |
473.50 |
488.00 |
-17.50 |
46,719 |
232,767 |
-5 |
| Sep10 |
100426 |
521.00 |
530.75 |
488.75 |
504.75 |
-17.00 |
8,235 |
75,537 |
+1,945 |
| Dec10 |
100426 |
548.00 |
556.00 |
517.25 |
531.75 |
-15.75 |
8,049 |
67,815 |
+1,407 |
| Mar11 |
100426 |
578.00 |
583.00 |
558.00 |
559.00 |
-15.00 |
1,249 |
15,396 |
+299 |
| Total Volume and Open Interest |
85,047 |
456,739 |
+3,424 |
| Wheat(KCBT) |
| May10 |
100426 |
504.50 |
514.75 |
484.50 |
490.50 |
-15.25 |
6,544 |
15,608 |
-1,516 |
| Jul10 |
100426 |
515.50 |
526.00 |
493.00 |
501.00 |
-15.50 |
9,324 |
65,709 |
+1,538 |
| Sep10 |
100426 |
532.75 |
537.00 |
504.75 |
512.50 |
-15.50 |
2,313 |
13,248 |
+1,746 |
| Dec10 |
100426 |
545.50 |
554.50 |
522.25 |
530.25 |
-15.25 |
1,395 |
43,971 |
-115 |
| Mar11 |
100426 |
569.00 |
570.00 |
546.00 |
547.25 |
-15.25 |
873 |
9,369 |
+351 |
| Total Volume and Open Interest |
21,220 |
155,668 |
+2,437 |
| Wheat(MGE) |
| May10 |
100426 |
525.50 |
534.00 |
508.50 |
513.25 |
-13.50 |
1,725 |
5,232 |
-163 |
| Jul10 |
100426 |
537.00 |
545.00 |
518.25 |
525.00 |
-13.25 |
3,710 |
18,554 |
+852 |
| Sep10 |
100426 |
549.00 |
556.25 |
532.50 |
536.25 |
-13.25 |
1,007 |
7,075 |
+298 |
| Dec10 |
100426 |
567.50 |
574.25 |
548.50 |
553.75 |
-13.75 |
975 |
7,286 |
+6 |
| Mar11 |
100426 |
590.00 |
591.00 |
567.25 |
570.75 |
-14.25 |
439 |
1,516 |
+156 |
| Total Volume and Open Interest |
9,535 |
43,236 |
+2,195 |
| Oats(CBOT) |
| May10 |
100426 |
205.00 |
208.25 |
203.00 |
204.75 |
-0.25 |
762 |
2,260 |
-253 |
| Jul10 |
100426 |
213.50 |
216.75 |
212.25 |
213.00 |
unch |
595 |
11,256 |
+192 |
| Sep10 |
100426 |
223.50 |
223.50 |
221.00 |
221.25 |
unch |
11 |
1,177 |
+9 |
| Dec10 |
100426 |
234.50 |
237.75 |
233.00 |
233.75 |
unch |
181 |
2,622 |
-56 |
| Total Volume and Open Interest |
1,549 |
17,317 |
-108 |
| Rough Rice(CBOT) |
| May10 |
100426 |
12.51 |
12.60 |
12.40 |
12.48 |
+0.08 |
929 |
4,888 |
-562 |
| Jul10 |
100426 |
12.74 |
12.88 |
12.72 |
12.74 |
+0.06 |
1,551 |
7,150 |
+419 |
| Sep10 |
100426 |
12.47 |
12.65 |
12.47 |
12.55 |
+0.09 |
140 |
2,679 |
+65 |
| Nov10 |
100426 |
12.58 |
12.73 |
12.58 |
12.66 |
+0.08 |
76 |
1,472 |
-16 |
| Total Volume and Open Interest |
2,762 |
17,124 |
-49 |
| Live Cattle(CME) |
| Apr10 |
100426 |
99.850 |
99.885 |
98.830 |
99.535 |
+0.305 |
2,981 |
9,109 |
-1,677 |
| Jun10 |
100426 |
95.800 |
95.800 |
94.830 |
95.500 |
+0.670 |
18,872 |
168,471 |
+814 |
| Aug10 |
100426 |
94.150 |
94.500 |
93.680 |
94.330 |
+0.830 |
8,209 |
86,533 |
+999 |
| Oct10 |
100426 |
96.285 |
96.500 |
95.830 |
96.430 |
+0.545 |
4,520 |
56,282 |
+2,193 |
| Dec10 |
100426 |
97.750 |
98.000 |
97.300 |
97.930 |
+0.530 |
1,572 |
30,133 |
+582 |
| Feb11 |
100426 |
98.500 |
98.900 |
98.150 |
98.830 |
+0.230 |
449 |
15,729 |
+57 |
| Total Volume and Open Interest |
37,037 |
374,680 |
+3,018 |
| Feeder Cattle(CME) |
| Apr10 |
100426 |
112.600 |
113.400 |
112.500 |
113.000 |
+0.800 |
150 |
1,724 |
-26 |
| May10 |
100426 |
113.250 |
113.885 |
112.535 |
113.750 |
+1.170 |
1,879 |
11,521 |
-975 |
| Aug10 |
100426 |
116.500 |
117.050 |
115.250 |
116.950 |
+1.370 |
1,787 |
22,428 |
+314 |
| Sep10 |
100426 |
116.150 |
116.550 |
115.035 |
116.500 |
+1.300 |
160 |
4,678 |
+5 |
| Oct10 |
100426 |
115.000 |
115.680 |
114.480 |
115.600 |
+1.050 |
74 |
1,965 |
+31 |
| Nov10 |
100426 |
115.000 |
115.580 |
114.500 |
115.535 |
+1.135 |
56 |
957 |
+33 |
| Jan11 |
100426 |
113.200 |
113.500 |
113.000 |
113.400 |
+0.200 |
9 |
224 |
+3 |
| Total Volume and Open Interest |
4,119 |
43,523 |
-613 |
| Lean Hogs(CME) |
| May10 |
100426 |
87.400 |
87.550 |
86.400 |
86.830 |
-0.570 |
1,378 |
6,417 |
-84 |
| Jun10 |
100426 |
85.300 |
85.580 |
84.150 |
84.285 |
-0.895 |
13,109 |
85,360 |
-637 |
| Jul10 |
100426 |
85.700 |
85.900 |
84.480 |
84.730 |
-1.220 |
2,810 |
32,844 |
+653 |
| Aug10 |
100426 |
85.650 |
86.000 |
84.750 |
84.980 |
-1.100 |
2,275 |
40,128 |
+96 |
| Oct10 |
100426 |
76.330 |
76.680 |
75.600 |
75.725 |
-1.225 |
1,173 |
28,464 |
+367 |
| Dec10 |
100426 |
73.500 |
74.400 |
72.930 |
73.285 |
-1.015 |
1,457 |
18,813 |
+648 |
| Feb11 |
100426 |
73.500 |
73.900 |
72.975 |
73.450 |
-0.950 |
130 |
5,217 |
+54 |
| Apr11 |
100426 |
75.000 |
75.250 |
74.000 |
74.475 |
-0.925 |
91 |
2,248 |
+64 |
| Total Volume and Open Interest |
22,444 |
220,168 |
+1,171 |
| Pork Bellies(CME) |
| May10 |
100426 |
95.000 |
95.600 |
94.300 |
95.100 |
-0.150 |
68 |
125 |
+4 |
| Jul10 |
100426 |
96.750 |
97.000 |
95.750 |
97.000 |
+0.250 |
29 |
112 |
+14 |
| Aug10 |
100426 |
95.000 |
96.000 |
95.000 |
95.000 |
-0.400 |
8 |
23 |
+1 |
| Feb11 |
100426 |
97.000 |
98.700 |
97.000 |
97.000 |
unch |
0 |
1 |
+0 |
| Mar11 |
100426 |
97.500 |
97.500 |
97.500 |
97.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
105 |
262 |
+19 |
| Class III Milk(CME) |
| Apr10 |
100426 |
12.96 |
12.97 |
12.94 |
12.95 |
-0.01 |
16 |
4,422 |
-1 |
| May10 |
100426 |
13.50 |
13.50 |
13.25 |
13.40 |
+0.09 |
222 |
4,733 |
+72 |
| Jun10 |
100426 |
13.73 |
13.85 |
13.60 |
13.81 |
+0.11 |
104 |
4,441 |
+19 |
| Jul10 |
100426 |
14.40 |
14.48 |
14.28 |
14.45 |
+0.10 |
137 |
3,243 |
+46 |
| Aug10 |
100426 |
15.05 |
15.10 |
14.95 |
15.08 |
+0.08 |
66 |
2,967 |
+30 |
| Total Volume and Open Interest |
701 |
30,471 |
+264 |
| Cocoa(ICE) |
| May10 |
100426 |
3210 |
3232 |
3210 |
3219 |
+37 |
51 |
114 |
-33 |
| Jul10 |
100426 |
3198 |
3235 |
3180 |
3228 |
+30 |
11,250 |
61,121 |
+1,646 |
| Sep10 |
100426 |
3202 |
3250 |
3202 |
3245 |
+31 |
1,328 |
21,407 |
+352 |
| Dec10 |
100426 |
3221 |
3260 |
3221 |
3257 |
+34 |
1,097 |
13,946 |
+81 |
| Mar11 |
100426 |
3249 |
3274 |
3249 |
3272 |
+41 |
1,006 |
13,319 |
+361 |
| May11 |
100426 |
3269 |
3276 |
3268 |
3276 |
+36 |
44 |
6,121 |
+0 |
| Jul11 |
100426 |
3282 |
3282 |
3282 |
3282 |
+35 |
124 |
2,844 |
+35 |
| Total Volume and Open Interest |
15,805 |
123,293 |
+3,004 |
| Coffee "C"(ICE) |
| May10 |
100426 |
131.80 |
132.75 |
131.80 |
132.55 |
+0.75 |
1,759 |
1,197 |
-2,096 |
| Jul10 |
100426 |
132.20 |
133.40 |
131.85 |
132.65 |
+0.70 |
12,200 |
79,312 |
+2,538 |
| Sep10 |
100426 |
133.65 |
134.80 |
133.30 |
134.15 |
+0.70 |
1,441 |
23,028 |
-25 |
| Dec10 |
100426 |
135.10 |
136.30 |
135.10 |
135.80 |
+0.70 |
461 |
16,263 |
+92 |
| Mar11 |
100426 |
137.00 |
137.60 |
137.00 |
137.25 |
+0.65 |
110 |
7,596 |
+59 |
| May11 |
100426 |
138.35 |
138.35 |
138.35 |
138.35 |
+0.65 |
16 |
3,819 |
+18 |
| Total Volume and Open Interest |
16,127 |
133,819 |
+614 |
| Orange Juice(ICE) |
| May10 |
100426 |
134.40 |
135.50 |
134.15 |
134.85 |
+0.50 |
1,449 |
7,961 |
-823 |
| Jul10 |
100426 |
136.90 |
137.25 |
136.00 |
136.95 |
unch |
2,042 |
18,440 |
+145 |
| Sep10 |
100426 |
139.20 |
139.20 |
138.30 |
138.65 |
-0.50 |
957 |
3,794 |
+778 |
| Nov10 |
100426 |
139.85 |
140.05 |
139.60 |
140.05 |
-0.25 |
14 |
1,052 |
+7 |
| Jan11 |
100426 |
140.95 |
141.30 |
140.80 |
141.30 |
-0.35 |
2 |
753 |
+2 |
| Mar11 |
100426 |
141.25 |
141.25 |
140.25 |
140.50 |
-0.75 |
2 |
152 |
+2 |
| Total Volume and Open Interest |
4,466 |
32,413 |
+111 |
| Sugar #11(ICE) |
| May10 |
100426 |
15.81 |
16.00 |
15.55 |
15.69 |
+0.03 |
20,739 |
48,725 |
-8,282 |
| Jul10 |
100426 |
15.96 |
16.12 |
15.71 |
15.85 |
+0.10 |
44,597 |
274,471 |
+2,360 |
| Oct10 |
100426 |
16.67 |
16.77 |
16.38 |
16.53 |
+0.09 |
12,563 |
156,632 |
+1,292 |
| Mar11 |
100426 |
17.28 |
17.41 |
17.07 |
17.22 |
+0.09 |
3,980 |
70,826 |
+386 |
| May11 |
100426 |
16.89 |
17.10 |
16.87 |
16.99 |
+0.12 |
1,016 |
20,984 |
+184 |
| Total Volume and Open Interest |
86,185 |
650,279 |
-3,306 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100426 |
2344 |
2368 |
2327 |
2359 |
+23 |
7,305 |
42,570 |
+1,042 |
| Sep10 |
100426 |
2300 |
2327 |
2300 |
2324 |
+20 |
3,277 |
26,141 |
+1,375 |
| Dec10 |
100426 |
2267 |
2276 |
2259 |
2272 |
+13 |
678 |
18,516 |
+345 |
| Mar11 |
100426 |
2228 |
2245 |
2223 |
2238 |
+13 |
1,286 |
19,014 |
+454 |
| May11 |
100426 |
2246 |
2247 |
2237 |
2239 |
+10 |
97 |
4,059 |
+20 |
| Jul11 |
100426 |
2241 |
2248 |
2241 |
2244 |
+8 |
73 |
724 |
+36 |
| Total Volume and Open Interest |
10,961 |
159,992 |
+1,401 |
| London Sugar(LCE) |
| Aug10 |
100426 |
484.50 |
488.00 |
480.00 |
480.10 |
-1.70 |
2,758 |
34,090 |
+612 |
| Oct10 |
100426 |
461.10 |
461.60 |
453.90 |
454.10 |
-2.90 |
406 |
10,730 |
+28 |
| Dec10 |
100426 |
455.40 |
458.30 |
450.60 |
451.80 |
-2.40 |
53 |
2,715 |
+25 |
| Mar11 |
100426 |
462.20 |
462.20 |
458.20 |
458.40 |
-3.80 |
2 |
2,133 |
+0 |
| May11 |
100426 |
456.70 |
456.70 |
456.70 |
456.70 |
-4.00 |
0 |
1,403 |
+0 |
| Total Volume and Open Interest |
3,219 |
51,462 |
+665 |
| Cotton(ICE) |
| May10 |
100426 |
84.42 |
85.10 |
83.69 |
84.02 |
-0.24 |
4,097 |
6,939 |
-1,809 |
| Jul10 |
100426 |
86.21 |
87.10 |
85.41 |
85.89 |
-0.31 |
14,491 |
117,408 |
+3,391 |
| Oct10 |
100426 |
79.50 |
80.39 |
79.26 |
79.75 |
+0.27 |
25 |
540 |
+8 |
| Dec10 |
100426 |
77.44 |
77.65 |
77.23 |
77.60 |
+0.21 |
3,467 |
52,613 |
+544 |
| Mar11 |
100426 |
78.47 |
78.80 |
78.32 |
78.68 |
+0.31 |
28 |
5,273 |
+26 |
| May11 |
100426 |
78.71 |
79.07 |
78.71 |
78.92 |
+0.21 |
15 |
190 |
+4 |
| Total Volume and Open Interest |
22,164 |
186,772 |
+2,202 |
| Lumber(CME) |
| May10 |
100426 |
312.0 |
313.8 |
306.7 |
307.1 |
-8.4 |
435 |
2,573 |
-185 |
| Jul10 |
100426 |
324.3 |
324.3 |
317.5 |
317.5 |
-8.1 |
483 |
5,874 |
+111 |
| Sep10 |
100426 |
323.5 |
324.5 |
320.0 |
322.0 |
-8.0 |
161 |
2,137 |
+64 |
| Nov10 |
100426 |
303.0 |
303.0 |
299.0 |
301.5 |
-7.5 |
40 |
581 |
+26 |
| Total Volume and Open Interest |
1,121 |
11,171 |
+16 |
| Crude Oil(NYM) |
| Jun10 |
100426 |
85.22 |
85.63 |
83.73 |
84.20 |
-0.92 |
433,947 |
368,329 |
-6,691 |
| Jul10 |
100426 |
87.10 |
87.55 |
86.04 |
86.47 |
-0.57 |
143,647 |
185,269 |
+297 |
| Aug10 |
100426 |
88.38 |
88.80 |
87.57 |
87.95 |
-0.35 |
61,027 |
74,840 |
+3,813 |
| Sep10 |
100426 |
89.06 |
89.55 |
88.43 |
88.82 |
-0.25 |
37,930 |
73,044 |
-667 |
| Oct10 |
100426 |
89.85 |
90.11 |
89.02 |
89.44 |
-0.18 |
15,809 |
36,234 |
+926 |
| Nov10 |
100426 |
90.00 |
90.56 |
89.54 |
89.92 |
-0.15 |
9,656 |
28,095 |
+601 |
| Dec10 |
100426 |
90.60 |
91.04 |
89.89 |
90.37 |
-0.12 |
55,996 |
195,248 |
+971 |
| Jan11 |
100426 |
90.64 |
90.69 |
90.35 |
90.67 |
-0.11 |
6,835 |
32,037 |
+597 |
| Feb11 |
100426 |
91.15 |
91.17 |
90.58 |
90.95 |
-0.10 |
2,352 |
13,565 |
+114 |
| Mar11 |
100426 |
90.85 |
91.21 |
90.85 |
91.21 |
-0.10 |
1,827 |
17,592 |
+174 |
| Apr11 |
100426 |
91.46 |
91.46 |
91.46 |
91.46 |
-0.09 |
834 |
13,585 |
-206 |
| May11 |
100426 |
91.63 |
91.69 |
91.63 |
91.69 |
-0.08 |
782 |
5,417 |
+133 |
| Jun11 |
100426 |
92.34 |
92.37 |
91.41 |
91.88 |
-0.07 |
3,726 |
36,362 |
+140 |
| Jul11 |
100426 |
92.04 |
92.04 |
92.04 |
92.04 |
-0.05 |
197 |
4,908 |
+125 |
| Aug11 |
100426 |
92.18 |
92.18 |
92.18 |
92.18 |
-0.03 |
30 |
3,725 |
-12 |
| Sep11 |
100426 |
92.32 |
92.32 |
92.32 |
92.32 |
-0.01 |
189 |
6,206 |
+95 |
| Total Volume and Open Interest |
804,755 |
1,363,319 |
+353 |
| 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 |
100426 |
85.125 |
85.800 |
83.700 |
84.200 |
-0.925 |
14,871 |
5,474 |
+62 |
| Jul10 |
100426 |
87.225 |
87.500 |
86.050 |
86.475 |
-0.575 |
1,053 |
805 |
+264 |
| Aug10 |
100426 |
88.400 |
88.700 |
87.800 |
87.950 |
-0.350 |
95 |
88 |
+7 |
| Sep10 |
100426 |
88.650 |
88.825 |
88.650 |
88.825 |
-0.250 |
2 |
17 |
+1 |
| Oct10 |
100426 |
89.450 |
89.450 |
89.450 |
89.450 |
-0.175 |
0 |
13 |
+0 |
| Nov10 |
100426 |
89.925 |
89.925 |
89.925 |
89.925 |
-0.150 |
0 |
2 |
+0 |
| Dec10 |
100426 |
90.900 |
90.900 |
90.375 |
90.375 |
-0.125 |
0 |
48 |
+0 |
| Jan11 |
100426 |
90.675 |
90.675 |
90.675 |
90.675 |
-0.100 |
|
|
|
| Total Volume and Open Interest |
16,021 |
6,492 |
+334 |
| Heating Oil(NYM) |
| May10 |
100426 |
225.50 |
226.50 |
222.95 |
223.71 |
-1.34 |
20,402 |
30,745 |
-1,693 |
| Jun10 |
100426 |
227.89 |
228.95 |
225.50 |
226.37 |
-1.10 |
49,293 |
90,249 |
+2,567 |
| Jul10 |
100426 |
230.60 |
231.00 |
227.87 |
228.77 |
-1.00 |
13,378 |
36,982 |
+980 |
| Aug10 |
100426 |
233.30 |
233.30 |
230.45 |
231.23 |
-0.84 |
8,203 |
22,425 |
+1,170 |
| Sep10 |
100426 |
235.72 |
236.08 |
233.17 |
233.86 |
-0.85 |
5,536 |
21,822 |
+443 |
| Oct10 |
100426 |
237.33 |
238.01 |
236.15 |
236.49 |
-0.83 |
1,326 |
14,216 |
+233 |
| Nov10 |
100426 |
239.81 |
239.83 |
238.97 |
239.14 |
-0.83 |
1,162 |
11,237 |
-99 |
| Dec10 |
100426 |
243.56 |
244.18 |
241.00 |
241.79 |
-0.83 |
8,194 |
29,458 |
-874 |
| Jan11 |
100426 |
245.85 |
245.90 |
243.65 |
244.42 |
-0.85 |
835 |
13,480 |
+51 |
| Feb11 |
100426 |
246.41 |
246.68 |
246.05 |
246.05 |
-0.87 |
255 |
4,924 |
+26 |
| Mar11 |
100426 |
246.90 |
246.96 |
246.58 |
246.58 |
-0.84 |
734 |
6,202 |
-280 |
| Apr11 |
100426 |
246.17 |
246.17 |
245.78 |
245.78 |
-0.81 |
82 |
2,355 |
+11 |
| Total Volume and Open Interest |
110,496 |
304,603 |
+2,895 |
| Gasoline(NYMEX) |
| May10 |
100426 |
235.65 |
236.59 |
233.47 |
234.09 |
-1.22 |
26,604 |
36,315 |
-1,893 |
| Jun10 |
100426 |
236.43 |
237.12 |
233.88 |
234.53 |
-1.39 |
57,816 |
106,309 |
-972 |
| Jul10 |
100426 |
236.50 |
237.36 |
234.31 |
234.90 |
-1.32 |
28,278 |
57,363 |
+117 |
| Aug10 |
100426 |
237.48 |
237.48 |
234.48 |
235.06 |
-1.29 |
16,152 |
30,644 |
+2,288 |
| Sep10 |
100426 |
236.93 |
236.93 |
234.12 |
234.46 |
-1.28 |
12,015 |
32,770 |
+301 |
| Oct10 |
100426 |
226.80 |
226.80 |
224.35 |
224.61 |
-0.99 |
7,285 |
16,892 |
+1,794 |
| Nov10 |
100426 |
223.84 |
223.84 |
223.84 |
223.84 |
-0.87 |
3,190 |
14,676 |
+263 |
| Dec10 |
100426 |
226.03 |
226.10 |
223.85 |
224.22 |
-0.73 |
6,469 |
12,019 |
+100 |
| Jan11 |
100426 |
225.96 |
225.96 |
225.96 |
225.96 |
-0.69 |
650 |
5,761 |
-8 |
| Feb11 |
100426 |
228.22 |
228.22 |
228.22 |
228.22 |
-0.69 |
140 |
1,436 |
-36 |
| Total Volume and Open Interest |
159,330 |
325,366 |
+2,340 |
| e-miNY RBOB Gasoline(NYM) |
| May10 |
100426 |
234.10 |
234.10 |
234.09 |
234.10 |
-1.20 |
0 |
6 |
+0 |
| Jun10 |
100426 |
234.50 |
234.53 |
234.50 |
234.50 |
-1.40 |
0 |
10 |
+0 |
| Jul10 |
100426 |
234.90 |
234.90 |
234.90 |
234.90 |
-1.30 |
0 |
1 |
+0 |
| Aug10 |
100426 |
235.10 |
235.10 |
235.06 |
235.10 |
-1.30 |
1 |
1 |
-1 |
| Total Volume and Open Interest |
1 |
22 |
-1 |
| Natural Gas(NYM) |
| May10 |
100426 |
4.290 |
4.313 |
4.174 |
4.262 |
+0.005 |
125,222 |
47,208 |
-11,344 |
| Jun10 |
100426 |
4.380 |
4.395 |
4.260 |
4.351 |
+0.008 |
85,542 |
151,793 |
-160 |
| Jul10 |
100426 |
4.481 |
4.506 |
4.376 |
4.467 |
+0.014 |
27,749 |
150,793 |
+1,158 |
| Aug10 |
100426 |
4.579 |
4.593 |
4.471 |
4.558 |
+0.016 |
10,506 |
52,060 |
+196 |
| Sep10 |
100426 |
4.636 |
4.639 |
4.518 |
4.608 |
+0.015 |
10,252 |
46,655 |
+376 |
| Oct10 |
100426 |
4.737 |
4.749 |
4.630 |
4.716 |
+0.012 |
15,601 |
67,419 |
-777 |
| Nov10 |
100426 |
5.100 |
5.102 |
5.004 |
5.078 |
+0.009 |
2,924 |
15,235 |
+325 |
| Dec10 |
100426 |
5.489 |
5.512 |
5.405 |
5.468 |
+0.006 |
3,516 |
31,298 |
-105 |
| Jan11 |
100426 |
5.705 |
5.712 |
5.615 |
5.681 |
+0.007 |
10,099 |
49,207 |
+780 |
| Feb11 |
100426 |
5.690 |
5.690 |
5.591 |
5.644 |
+0.005 |
1,739 |
16,770 |
-767 |
| Mar11 |
100426 |
5.575 |
5.580 |
5.495 |
5.544 |
+0.002 |
2,998 |
40,670 |
-61 |
| Apr11 |
100426 |
5.350 |
5.385 |
5.291 |
5.342 |
+0.003 |
3,039 |
37,067 |
-27 |
| May11 |
100426 |
5.390 |
5.390 |
5.325 |
5.356 |
+0.003 |
273 |
18,293 |
-72 |
| Jun11 |
100426 |
5.463 |
5.463 |
5.375 |
5.403 |
unch |
62 |
6,410 |
-102 |
| Jul11 |
100426 |
5.442 |
5.468 |
5.435 |
5.468 |
unch |
193 |
4,568 |
-100 |
| Aug11 |
100426 |
5.553 |
5.553 |
5.490 |
5.518 |
unch |
147 |
4,564 |
-210 |
| Total Volume and Open Interest |
300,623 |
859,714 |
-11,184 |
| Brent Crude Oil(ICE) |
| Jun10 |
100426 |
87.27 |
87.75 |
86.46 |
86.83 |
-0.42 |
212,791 |
231,846 |
-12,011 |
| Jul10 |
100426 |
88.00 |
88.50 |
87.23 |
87.62 |
-0.38 |
82,823 |
161,163 |
+3,043 |
| Aug10 |
100426 |
88.77 |
89.08 |
87.94 |
88.30 |
-0.31 |
45,152 |
67,471 |
-1,103 |
| Sep10 |
100426 |
89.26 |
89.57 |
88.49 |
88.84 |
-0.27 |
26,544 |
33,079 |
-3,158 |
| Oct10 |
100426 |
89.70 |
90.01 |
88.98 |
89.32 |
-0.23 |
17,292 |
22,532 |
-1,756 |
| Nov10 |
100426 |
90.11 |
90.40 |
89.41 |
89.76 |
-0.19 |
12,019 |
18,552 |
-687 |
| Dec10 |
100426 |
90.50 |
90.80 |
89.76 |
90.17 |
-0.17 |
44,941 |
96,149 |
-914 |
| Jan11 |
100426 |
91.10 |
91.10 |
90.29 |
90.53 |
-0.15 |
9,375 |
20,989 |
+2,627 |
| Feb11 |
100426 |
90.93 |
90.93 |
90.52 |
90.89 |
-0.13 |
6,705 |
8,717 |
+928 |
| Mar11 |
100426 |
91.60 |
91.60 |
91.24 |
91.24 |
-0.13 |
5,652 |
7,458 |
-50 |
| Apr11 |
100426 |
91.55 |
91.55 |
91.55 |
91.55 |
-0.13 |
1,456 |
4,665 |
-99 |
| May11 |
100426 |
91.85 |
91.85 |
91.85 |
91.85 |
-0.13 |
1,187 |
3,750 |
+141 |
| Jun11 |
100426 |
92.58 |
92.58 |
91.72 |
92.12 |
-0.11 |
2,289 |
17,008 |
+488 |
| Jul11 |
100426 |
92.35 |
92.35 |
92.35 |
92.35 |
-0.11 |
390 |
3,176 |
+23 |
| Total Volume and Open Interest |
480,043 |
796,900 |
-10,264 |
| Gas Oil(ICE) |
| May10 |
100426 |
722.00 |
725.75 |
716.00 |
719.50 |
+1.00 |
42,770 |
98,230 |
-2,645 |
| Jun10 |
100426 |
725.75 |
729.00 |
719.25 |
723.00 |
+1.00 |
59,334 |
111,937 |
-4,575 |
| Jul10 |
100426 |
730.00 |
733.50 |
724.00 |
727.50 |
+1.00 |
14,990 |
52,651 |
+669 |
| Aug10 |
100426 |
737.00 |
737.00 |
729.75 |
733.00 |
+1.00 |
5,014 |
27,448 |
-924 |
| Sep10 |
100426 |
741.00 |
742.50 |
735.75 |
738.50 |
+1.00 |
6,012 |
32,631 |
-544 |
| Oct10 |
100426 |
747.00 |
747.75 |
742.00 |
743.75 |
+0.75 |
4,077 |
22,763 |
-103 |
| Nov10 |
100426 |
751.50 |
752.25 |
746.25 |
748.25 |
+0.50 |
2,982 |
19,066 |
+38 |
| Dec10 |
100426 |
756.50 |
756.75 |
750.00 |
752.50 |
+0.50 |
15,409 |
94,075 |
-1,714 |
| Jan11 |
100426 |
760.75 |
760.75 |
757.75 |
757.75 |
+0.50 |
4,608 |
24,807 |
+683 |
| Feb11 |
100426 |
762.00 |
762.00 |
762.00 |
762.00 |
+0.50 |
1,515 |
13,319 |
-189 |
| Total Volume and Open Interest |
166,736 |
568,793 |
-8,158 |
| Ethanol(CBOT) |
| Apr10 |
100406 |
1.512 |
1.512 |
1.512 |
1.512 |
-0.003 |
87 |
178 |
-68 |
| May10 |
100426 |
1.587 |
1.590 |
1.580 |
1.585 |
unch |
263 |
714 |
-106 |
| Jun10 |
100426 |
1.610 |
1.611 |
1.600 |
1.604 |
unch |
57 |
1,299 |
-1 |
| Jul10 |
100426 |
1.617 |
1.622 |
1.609 |
1.617 |
unch |
30 |
1,241 |
+30 |
| Aug10 |
100426 |
1.625 |
1.626 |
1.622 |
1.623 |
+0.001 |
131 |
570 |
+2 |
| Sep10 |
100426 |
1.627 |
1.627 |
1.624 |
1.625 |
unch |
132 |
607 |
-86 |
| Oct10 |
100426 |
1.636 |
1.636 |
1.635 |
1.636 |
+0.003 |
125 |
656 |
-85 |
| Nov10 |
100426 |
1.650 |
1.650 |
1.650 |
1.650 |
+0.001 |
35 |
869 |
+15 |
| Total Volume and Open Interest |
919 |
8,584 |
-182 |
| US Dollar Index(ICE) |
| Jun10 |
100426 |
81.580 |
81.845 |
81.365 |
81.615 |
+0.118 |
21,185 |
42,056 |
+179 |
| Sep10 |
100426 |
81.905 |
82.060 |
81.700 |
81.885 |
+0.118 |
160 |
2,128 |
+34 |
| Dec10 |
100426 |
82.135 |
82.135 |
82.135 |
82.135 |
+0.118 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
21,345 |
44,186 |
+213 |
| Australian Dollar(CME) |
| Jun10 |
100426 |
92.11 |
92.62 |
92.05 |
92.18 |
+0.13 |
114,881 |
151,534 |
+735 |
| Sep10 |
100426 |
91.16 |
91.62 |
91.07 |
91.20 |
+0.13 |
479 |
486 |
+152 |
| Dec10 |
100426 |
90.25 |
90.25 |
90.11 |
90.25 |
+0.14 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
115,360 |
152,032 |
+887 |
| British Pound(CME) |
| Jun10 |
100426 |
153.75 |
154.98 |
153.69 |
154.54 |
+0.85 |
137,354 |
117,752 |
-3,422 |
| Sep10 |
100426 |
154.20 |
154.87 |
153.62 |
154.47 |
+0.85 |
470 |
853 |
+86 |
| Dec10 |
100426 |
154.41 |
154.49 |
153.56 |
154.41 |
+0.85 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
137,824 |
118,632 |
-3,336 |
| Canadian Dollar(CME) |
| Jun10 |
100426 |
100.06 |
100.29 |
99.75 |
99.84 |
-0.15 |
100,237 |
146,445 |
+1,228 |
| Sep10 |
100426 |
99.98 |
100.18 |
99.72 |
99.74 |
-0.15 |
377 |
3,897 |
+58 |
| Dec10 |
100426 |
99.57 |
99.74 |
99.50 |
99.52 |
-0.15 |
28 |
1,069 |
+14 |
| Mar11 |
100426 |
99.24 |
99.43 |
99.24 |
99.24 |
-0.13 |
7 |
249 |
+6 |
| Total Volume and Open Interest |
100,649 |
151,727 |
+1,306 |
| Japanese Yen(CME) |
| Jun10 |
100426 |
106.34 |
106.50 |
106.01 |
106.32 |
-0.07 |
151,444 |
135,140 |
+3,643 |
| Sep10 |
100426 |
106.34 |
106.59 |
106.11 |
106.42 |
-0.07 |
315 |
975 |
-44 |
| Dec10 |
100426 |
106.55 |
106.61 |
106.50 |
106.55 |
-0.06 |
0 |
69 |
+0 |
| Total Volume and Open Interest |
151,759 |
136,185 |
+3,599 |
| Swiss Franc(CME) |
| Jun10 |
100426 |
93.15 |
93.39 |
92.75 |
93.01 |
-0.28 |
74,468 |
44,696 |
+8,396 |
| Sep10 |
100426 |
93.25 |
93.39 |
93.00 |
93.10 |
-0.28 |
408 |
869 |
+364 |
| Dec10 |
100426 |
93.20 |
93.47 |
93.20 |
93.20 |
-0.27 |
1 |
10 |
+0 |
| Total Volume and Open Interest |
74,877 |
45,575 |
+8,760 |
| EuroFX(CME) |
| Jun10 |
100426 |
133.50 |
133.99 |
132.92 |
133.45 |
-0.43 |
448,260 |
225,310 |
+12,693 |
| Sep10 |
100426 |
133.56 |
133.96 |
132.94 |
133.45 |
-0.43 |
2,106 |
2,470 |
+230 |
| Dec10 |
100426 |
133.30 |
133.87 |
133.23 |
133.44 |
-0.43 |
8 |
101 |
-1 |
| Total Volume and Open Interest |
450,374 |
227,926 |
+12,922 |
| Mexican Peso(CME) |
| May10 |
100426 |
821.5 |
821.5 |
819.0 |
821.5 |
+2.5 |
|
|
|
| Jun10 |
100426 |
816.2 |
820.0 |
815.5 |
818.8 |
+2.5 |
30,443 |
133,495 |
-6,464 |
| Total Volume and Open Interest |
30,443 |
134,063 |
-6,464 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100426 |
116~310 |
117~150 |
116~220 |
116~300 |
unch |
|
|
|
| Sep10 |
100426 |
116~080 |
116~090 |
115~250 |
115~260 |
unch |
411 |
2,024 |
+258 |
| Dec10 |
100426 |
114~220 |
114~220 |
114~220 |
114~220 |
unch |
2 |
8 |
+2 |
| Total Volume and Open Interest |
309,099 |
668,677 |
+2,522 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100426 |
116~165 |
116~260 |
116~100 |
116~185 |
+0~040 |
1,195,297 |
1,674,442 |
-21,373 |
| Sep10 |
100426 |
114~315 |
115~125 |
114~315 |
115~060 |
+0~040 |
2,030 |
11,524 |
+300 |
| Dec10 |
100426 |
113~255 |
113~255 |
113~215 |
113~255 |
+0~040 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
1,197,327 |
1,685,972 |
-21,073 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100426 |
114~111 |
115~008 |
114~094 |
114~120 |
+0~013 |
510,951 |
951,505 |
+1,134 |
| Sep10 |
100426 |
113~115 |
113~115 |
113~097 |
113~109 |
+0~012 |
53 |
1,394 |
+50 |
| Dec10 |
100426 |
112~098 |
112~098 |
112~087 |
112~098 |
+0~011 |
|
|
|
| Total Volume and Open Interest |
511,004 |
952,899 |
+1,184 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100426 |
54~029 |
54~029 |
54~029 |
54~029 |
+0~001 |
|
|
|
| Sep10 |
100426 |
107~116 |
107~117 |
107~109 |
107~112 |
+0~003 |
1,245 |
5,818 |
+890 |
| Dec10 |
100426 |
107~037 |
107~037 |
107~034 |
107~037 |
+0~003 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
343,043 |
1,033,431 |
-12,833 |
| Eurodollars(CME) |
| Jun10 |
100426 |
99.595 |
99.600 |
99.590 |
99.595 |
unch |
310,705 |
1,267,216 |
-9,405 |
| Sep10 |
100426 |
99.430 |
99.450 |
99.420 |
99.425 |
unch |
299,803 |
1,092,753 |
+272 |
| Dec10 |
100426 |
99.165 |
99.200 |
99.150 |
99.155 |
-0.005 |
375,789 |
1,239,153 |
-22,470 |
| Mar11 |
100426 |
98.830 |
98.865 |
98.810 |
98.815 |
-0.005 |
381,299 |
761,671 |
+23,886 |
| Jun11 |
100426 |
98.455 |
98.495 |
98.435 |
98.445 |
unch |
414,913 |
879,313 |
+4,604 |
| Sep11 |
100426 |
98.110 |
98.135 |
98.070 |
98.085 |
unch |
264,397 |
707,181 |
-12,938 |
| Dec11 |
100426 |
97.750 |
97.785 |
97.720 |
97.745 |
+0.005 |
224,708 |
541,005 |
-4,059 |
| Mar12 |
100426 |
97.460 |
97.490 |
97.425 |
97.455 |
+0.010 |
197,636 |
337,466 |
+3,871 |
| Jun12 |
100426 |
97.150 |
97.200 |
97.135 |
97.165 |
+0.010 |
72,680 |
242,054 |
+914 |
| Sep12 |
100426 |
96.895 |
96.930 |
96.865 |
96.900 |
+0.015 |
50,973 |
180,102 |
+5,649 |
| Dec12 |
100426 |
96.630 |
96.670 |
96.600 |
96.640 |
+0.015 |
48,766 |
154,369 |
+2,824 |
| Mar13 |
100426 |
96.415 |
96.455 |
96.385 |
96.425 |
+0.015 |
39,677 |
128,127 |
+2,974 |
| Jun13 |
100426 |
96.180 |
96.245 |
96.175 |
96.215 |
+0.015 |
12,691 |
79,395 |
+400 |
| Sep13 |
100426 |
96.010 |
96.050 |
95.985 |
96.025 |
+0.010 |
9,672 |
71,277 |
-69 |
| Dec13 |
100426 |
95.795 |
95.860 |
95.795 |
95.835 |
+0.010 |
9,094 |
39,378 |
+372 |
| Mar14 |
100426 |
95.645 |
95.710 |
95.645 |
95.680 |
+0.010 |
6,083 |
40,582 |
+368 |
| Jun14 |
100426 |
95.490 |
95.555 |
95.490 |
95.525 |
+0.010 |
5,363 |
37,215 |
+482 |
| Sep14 |
100426 |
95.350 |
95.415 |
95.350 |
95.390 |
+0.010 |
4,353 |
24,851 |
+247 |
| Total Volume and Open Interest |
2,767,979 |
8,004,823 |
+2,467 |
| 30 Day Federal Funds(CBOT) |
| Apr10 |
100426 |
99.800 |
99.802 |
99.798 |
99.800 |
unch |
918 |
74,424 |
-212 |
| May10 |
100426 |
99.785 |
99.790 |
99.780 |
99.785 |
unch |
3,001 |
70,898 |
+1,316 |
| Jun10 |
100426 |
99.770 |
99.775 |
99.765 |
99.770 |
unch |
3,322 |
87,728 |
-375 |
| Jul10 |
100426 |
99.750 |
99.755 |
99.745 |
99.750 |
unch |
6,649 |
62,099 |
+422 |
| Aug10 |
100426 |
99.720 |
99.730 |
99.720 |
99.720 |
unch |
7,615 |
74,257 |
+1,445 |
| Sep10 |
100426 |
99.685 |
99.695 |
99.680 |
99.685 |
unch |
4,514 |
51,338 |
+343 |
| Total Volume and Open Interest |
54,578 |
693,709 |
+6,568 |
| 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 |
100426 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
403 |
2,104 |
+356 |
| Sep10 |
100426 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
0 |
1,031 |
-100 |
| Dec10 |
100426 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
0 |
342 |
+0 |
| Mar11 |
100426 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
0 |
167 |
+0 |
| Jun11 |
100426 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.005 |
|
|
|
| Sep11 |
100426 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.005 |
|
|
|
| Dec11 |
100426 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
|
|
|
| Mar12 |
100426 |
99.485 |
99.485 |
99.485 |
99.485 |
+0.005 |
|
|
|
| Jun12 |
100426 |
99.535 |
99.535 |
99.535 |
99.535 |
+0.005 |
|
|
|
| Sep12 |
100426 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
403 |
3,644 |
+256 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100426 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
35 |
4,560 |
+302 |
| Sep10 |
100426 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
3,257 |
-2 |
| Dec10 |
100426 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
68 |
1,450 |
+0 |
| Mar11 |
100426 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
1 |
1,751 |
+1 |
| Jun11 |
100426 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
106 |
+0 |
| Sep11 |
100426 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.00 |
0 |
51 |
+0 |
| Dec11 |
100426 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.00 |
0 |
102 |
+0 |
| Mar12 |
100426 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.00 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
104 |
12,648 |
+301 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100426 |
139.31 |
139.31 |
139.16 |
139.25 |
-0.07 |
1,898 |
16,612 |
+300 |
| Sep10 |
100426 |
139.25 |
139.25 |
139.25 |
139.25 |
-0.07 |
|
|
|
| Dec10 |
100426 |
137.16 |
137.16 |
137.16 |
137.16 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
1,898 |
16,612 |
+300 |
| Euro-Bund(EUREX) |
| Jun10 |
100426 |
123.89 |
124.34 |
123.77 |
124.06 |
+0.09 |
1,261,161 |
1,044,968 |
+7,532 |
| Sep10 |
100426 |
123.23 |
123.69 |
123.16 |
123.43 |
+0.11 |
3,010 |
4,340 |
+2,019 |
| Dec10 |
100426 |
123.06 |
123.06 |
123.06 |
123.06 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
1,264,171 |
1,049,308 |
+9,551 |
| Euro-Bobl(EUREX) |
| Jun10 |
100419 |
117.42 |
117.52 |
117.37 |
117.45 |
+0.03 |
591,212 |
842,539 |
+25,776 |
| Sep10 |
100426 |
117.05 |
117.21 |
117.00 |
117.21 |
+0.08 |
1,516 |
15,540 |
+391 |
| Dec10 |
100426 |
116.98 |
116.98 |
116.98 |
116.98 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
708,749 |
829,080 |
+13,511 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100426 |
99.265 |
99.275 |
99.265 |
99.265 |
unch |
1 |
6,366 |
-189 |
| Sep10 |
100426 |
99.095 |
99.115 |
99.095 |
99.105 |
+0.010 |
33 |
3,178 |
+6 |
| Dec10 |
100426 |
98.945 |
98.950 |
98.940 |
98.940 |
+0.020 |
188 |
1,540 |
-12 |
| Total Volume and Open Interest |
1,024 |
16,549 |
-742 |
| Long Gilt(LIFFE) |
| Jun10 |
100426 |
113~30 |
114~20 |
113~29 |
114~13 |
+0~12 |
149,381 |
281,664 |
+8,957 |
| Sep10 |
100426 |
113~05 |
113~05 |
113~03 |
113~03 |
+0~12 |
3 |
3 |
+3 |
| Total Volume and Open Interest |
149,384 |
281,667 |
+8,960 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100426 |
99.26 |
99.28 |
99.25 |
99.27 |
unch |
90,005 |
370,859 |
-2,205 |
| Sep10 |
100426 |
99.11 |
99.14 |
99.09 |
99.11 |
unch |
123,445 |
483,362 |
-5,185 |
| Dec10 |
100426 |
98.81 |
98.85 |
98.78 |
98.82 |
+0.01 |
175,901 |
478,667 |
-18,892 |
| Mar11 |
100426 |
98.45 |
98.51 |
98.40 |
98.46 |
+0.01 |
173,827 |
335,609 |
-17,573 |
| Jun11 |
100426 |
98.06 |
98.13 |
98.01 |
98.08 |
+0.01 |
226,894 |
343,249 |
-13,727 |
| Sep11 |
100426 |
97.72 |
97.78 |
97.65 |
97.72 |
unch |
110,529 |
216,100 |
-6,663 |
| Total Volume and Open Interest |
1,067,619 |
2,686,580 |
-53,767 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100426 |
99.260 |
99.285 |
99.260 |
99.265 |
unch |
185,172 |
946,455 |
+2,547 |
| Sep10 |
100426 |
99.095 |
99.120 |
99.085 |
99.105 |
+0.010 |
192,144 |
851,145 |
-8,808 |
| Dec10 |
100426 |
98.920 |
98.955 |
98.910 |
98.940 |
+0.020 |
164,748 |
578,386 |
+1,403 |
| Total Volume and Open Interest |
1,365,614 |
4,125,797 |
+6,128 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100423 |
95.28 |
95.34 |
95.26 |
95.33 |
+0.04 |
21,526 |
287,589 |
-4,534 |
| Sep10 |
100423 |
94.98 |
95.07 |
94.94 |
95.05 |
+0.07 |
16,964 |
198,667 |
+2,686 |
| Dec10 |
100423 |
94.72 |
94.81 |
94.69 |
94.79 |
+0.07 |
12,157 |
135,353 |
+4,938 |
| Mar11 |
100423 |
94.51 |
94.61 |
94.48 |
94.58 |
+0.07 |
3,571 |
57,824 |
+269 |
| Jun11 |
100423 |
94.40 |
94.43 |
94.32 |
94.41 |
+0.07 |
1,339 |
44,650 |
-249 |
| Sep11 |
100423 |
94.20 |
94.27 |
94.17 |
94.27 |
+0.08 |
413 |
24,327 |
+64 |
| Dec11 |
100423 |
94.07 |
94.19 |
94.07 |
94.16 |
+0.07 |
1,522 |
19,976 |
-280 |
| Mar12 |
100423 |
94.05 |
94.11 |
94.00 |
94.08 |
+0.07 |
742 |
11,485 |
-155 |
| Jun12 |
100423 |
94.04 |
94.04 |
94.04 |
94.04 |
+0.07 |
0 |
2,416 |
+0 |
| Sep12 |
100423 |
94.03 |
94.03 |
94.03 |
94.03 |
+0.06 |
0 |
2,006 |
+0 |
| Total Volume and Open Interest |
58,234 |
785,001 |
+2,739 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100423 |
94.19 |
94.22 |
94.14 |
94.20 |
+0.01 |
23,323 |
411,326 |
+511 |
| Sep10 |
100423 |
94.20 |
94.20 |
94.20 |
94.20 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
23,323 |
411,326 |
+511 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100423 |
94.58 |
94.63 |
94.53 |
94.61 |
+0.04 |
80,117 |
620,078 |
-12,972 |
| Sep10 |
100423 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
80,117 |
620,078 |
-12,972 |
| Gold(CMX) |
| Apr10 |
100426 |
1160.1 |
1160.1 |
1151.4 |
1153.5 |
+0.4 |
213 |
317 |
+11 |
| Jun10 |
100426 |
1158.5 |
1160.7 |
1151.1 |
1154.0 |
+0.3 |
138,485 |
319,190 |
-5,197 |
| Aug10 |
100426 |
1159.4 |
1161.0 |
1152.8 |
1155.3 |
+0.3 |
2,344 |
36,763 |
-443 |
| Oct10 |
100426 |
1158.2 |
1162.0 |
1156.0 |
1156.4 |
+0.3 |
614 |
23,755 |
-79 |
| Dec10 |
100426 |
1162.1 |
1164.2 |
1154.9 |
1157.7 |
+0.3 |
2,687 |
42,396 |
+170 |
| Feb11 |
100426 |
1162.4 |
1164.0 |
1158.0 |
1159.4 |
+0.2 |
9 |
17,198 |
-5 |
| Apr11 |
100426 |
1166.4 |
1166.4 |
1161.4 |
1161.4 |
+0.1 |
62 |
12,028 |
-7 |
| Jun11 |
100426 |
508.7 |
508.7 |
508.4 |
508.4 |
+0.1 |
123 |
6,309 |
-2 |
| Aug11 |
100426 |
1166.8 |
1166.8 |
1166.8 |
1166.8 |
unch |
99 |
3,533 |
+95 |
| Oct11 |
100426 |
1170.4 |
1170.4 |
1170.3 |
1170.3 |
unch |
71 |
6,400 |
+47 |
| Dec11 |
100426 |
1174.3 |
1174.3 |
1174.3 |
1174.3 |
unch |
943 |
14,869 |
+407 |
| Feb12 |
100426 |
1178.9 |
1178.9 |
1178.9 |
1178.9 |
unch |
50 |
3,550 |
+0 |
| Total Volume and Open Interest |
146,547 |
516,325 |
-5,007 |
| Silver(CMX) |
| May10 |
100426 |
1835.0 |
1842.0 |
1823.5 |
1833.7 |
+14.5 |
37,586 |
38,233 |
-4,484 |
| Jul10 |
100426 |
1838.0 |
1845.0 |
1827.5 |
1836.9 |
+14.6 |
10,443 |
48,901 |
+2,729 |
| Sep10 |
100426 |
1840.0 |
1844.0 |
1830.0 |
1839.6 |
+14.8 |
1,201 |
7,960 |
+638 |
| Dec10 |
100426 |
1842.5 |
1850.0 |
1835.0 |
1843.1 |
+14.8 |
918 |
14,279 |
+334 |
| Mar11 |
100426 |
1846.5 |
1849.5 |
1846.5 |
1846.7 |
+14.8 |
171 |
3,521 |
+151 |
| May11 |
100426 |
1848.9 |
1848.9 |
1848.9 |
1848.9 |
+14.6 |
10 |
2,043 |
+10 |
| Jul11 |
100426 |
1851.6 |
1851.6 |
1851.6 |
1851.6 |
+14.6 |
15 |
3,041 |
+15 |
| Total Volume and Open Interest |
50,568 |
127,398 |
-481 |
| Platinum(NYMEX) |
| Apr10 |
100426 |
1754.9 |
1755.0 |
1742.0 |
1742.8 |
+2.6 |
28 |
108 |
+0 |
| Jul10 |
100426 |
1747.0 |
1757.5 |
1739.4 |
1745.0 |
+3.3 |
5,418 |
35,801 |
+95 |
| Oct10 |
100426 |
1759.2 |
1760.6 |
1747.7 |
1747.7 |
+3.1 |
20 |
924 |
+5 |
| Jan11 |
100426 |
1760.4 |
1760.4 |
1749.2 |
1749.2 |
+3.1 |
2 |
242 |
+2 |
| Total Volume and Open Interest |
5,469 |
37,080 |
+103 |
| Palladium(NYMEX) |
| Jun10 |
100426 |
564.50 |
573.60 |
562.00 |
566.40 |
+3.20 |
3,166 |
22,568 |
+213 |
| Sep10 |
100426 |
564.05 |
572.85 |
564.00 |
567.30 |
+3.30 |
43 |
987 |
+12 |
| Dec10 |
100426 |
567.00 |
568.30 |
567.00 |
568.30 |
+3.55 |
4 |
98 |
-1 |
| Total Volume and Open Interest |
3,213 |
23,677 |
+224 |
| Copper(CMX) |
| May10 |
100426 |
351.90 |
356.20 |
351.50 |
352.80 |
+1.50 |
39,780 |
24,506 |
-3,868 |
| Jul10 |
100426 |
353.75 |
358.05 |
353.55 |
354.80 |
+1.75 |
14,157 |
86,634 |
+1,994 |
| Sep10 |
100426 |
356.40 |
356.55 |
355.40 |
356.35 |
+1.80 |
1,055 |
14,690 |
+399 |
| Dec10 |
100426 |
360.00 |
360.00 |
356.40 |
357.30 |
+1.75 |
598 |
10,800 |
+300 |
| Mar11 |
100426 |
357.60 |
357.60 |
357.60 |
357.60 |
+1.75 |
71 |
2,409 |
-14 |
| Total Volume and Open Interest |
57,234 |
153,326 |
-1,556 |
| DJIA Index(CBOT) |
| Jun10 |
100426 |
11140 |
11210 |
11130 |
11151 |
+9 |
629 |
7,518 |
+98 |
| Sep10 |
100426 |
11089 |
11089 |
11079 |
11089 |
+10 |
0 |
12 |
+0 |
| Dec10 |
100426 |
11032 |
11032 |
11023 |
11032 |
+9 |
0 |
1 |
+0 |
| Mar11 |
100426 |
10977 |
10977 |
10968 |
10977 |
+9 |
|
|
|
| Total Volume and Open Interest |
629 |
7,531 |
+98 |
| S & P 500(CME) |
| Jun10 |
100426 |
1211.80 |
1216.70 |
1207.60 |
1208.20 |
-4.10 |
17,213 |
314,195 |
+362 |
| Sep10 |
100426 |
1203.50 |
1210.60 |
1203.50 |
1203.50 |
-4.10 |
152 |
4,327 |
+6 |
| Dec10 |
100426 |
1198.90 |
1206.00 |
1198.90 |
1198.90 |
-4.10 |
50 |
3,407 |
-70 |
| Mar11 |
100426 |
1194.80 |
1201.90 |
1194.80 |
1194.80 |
-4.10 |
0 |
377 |
+0 |
| Total Volume and Open Interest |
17,415 |
322,331 |
+298 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100426 |
1211.25 |
1216.75 |
1207.50 |
1208.25 |
-4.00 |
2,668,931 |
2,523,968 |
+40,135 |
| Sep10 |
100426 |
1205.75 |
1211.25 |
1203.25 |
1203.50 |
-4.00 |
1,456 |
21,121 |
+370 |
| Total Volume and Open Interest |
2,670,804 |
2,547,144 |
+40,527 |
| NASDAQ 100(CME) |
| Jun10 |
100426 |
2053.00 |
2057.80 |
2043.50 |
2047.30 |
-5.70 |
1,823 |
17,750 |
+678 |
| Sep10 |
100426 |
2045.30 |
2053.50 |
2043.50 |
2045.30 |
-5.70 |
0 |
160 |
+0 |
| Dec10 |
100426 |
2042.80 |
2042.80 |
2042.50 |
2042.80 |
-5.70 |
|
|
|
| Total Volume and Open Interest |
1,823 |
17,910 |
+678 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100426 |
2050.00 |
2058.80 |
2043.00 |
2047.30 |
-5.70 |
374,013 |
350,447 |
+19,953 |
| Sep10 |
100426 |
2053.30 |
2054.50 |
2041.50 |
2045.30 |
-5.70 |
491 |
1,538 |
+133 |
| Total Volume and Open Interest |
374,505 |
351,986 |
+20,086 |
| S & P Midcap 400(CME) |
| Jun10 |
100426 |
846.50 |
851.00 |
843.50 |
844.50 |
-1.80 |
8 |
1,522 |
-2 |
| Sep10 |
100426 |
842.50 |
843.30 |
842.50 |
842.50 |
-1.80 |
0 |
1 |
+0 |
| Dec10 |
100426 |
840.50 |
841.30 |
840.50 |
840.50 |
-1.80 |
|
|
|
| Total Volume and Open Interest |
8 |
1,523 |
-2 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100426 |
11065 |
11235 |
11065 |
11200 |
+170 |
12,901 |
50,982 |
+208 |
| Sep10 |
100426 |
11200 |
11240 |
11200 |
11240 |
+170 |
|
|
|
| Total Volume and Open Interest |
12,901 |
50,982 |
+188 |
| Nikkei 225(SGX) |
| Jun10 |
100426 |
10910 |
11170 |
10910 |
11160 |
+230 |
132,929 |
180,382 |
-5,381 |
| Sep10 |
100426 |
11155 |
11160 |
11155 |
11160 |
+230 |
4 |
358 |
+185 |
| Dec10 |
100426 |
11125 |
11125 |
11125 |
11125 |
+235 |
0 |
968 |
+0 |
| Total Volume and Open Interest |
132,935 |
182,966 |
-5,196 |
| CAC 40(EURONEXT) |
| May10 |
100426 |
3895.0 |
3943.0 |
3894.5 |
3925.5 |
+47.0 |
173,263 |
428,640 |
+23,270 |
| Jun10 |
100426 |
3880.0 |
3908.0 |
3866.5 |
3894.5 |
+47.0 |
630 |
58,084 |
-125 |
| Jul10 |
100426 |
3888.5 |
3888.5 |
3888.5 |
3888.5 |
+49.0 |
|
|
|
| Total Volume and Open Interest |
173,903 |
488,123 |
+23,140 |
| Hang Seng Index(HKFE) |
| Apr10 |
100426 |
21496 |
21650 |
21444 |
21507 |
+258 |
69,055 |
71,516 |
-278 |
| May10 |
100426 |
21228 |
21390 |
21188 |
21265 |
+277 |
2,910 |
8,905 |
+845 |
| Jun10 |
100426 |
21180 |
21368 |
21165 |
21236 |
+286 |
337 |
4,559 |
+204 |
| Total Volume and Open Interest |
72,421 |
85,970 |
+773 |
| DAX(EUREX) |
| Jun10 |
100426 |
6288.5 |
6347.0 |
6288.0 |
6343.0 |
+81.0 |
229,397 |
163,724 |
+3,742 |
| Sep10 |
100426 |
6294.0 |
6348.5 |
6294.0 |
6348.0 |
+81.0 |
232 |
9,683 |
+26 |
| Dec10 |
100426 |
6303.0 |
6357.0 |
6303.0 |
6357.0 |
+81.5 |
110 |
841 |
+26 |
| Total Volume and Open Interest |
229,739 |
174,248 |
+3,794 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100426 |
5737.50 |
5761.00 |
5686.00 |
5718.00 |
+43.50 |
139,789 |
683,166 |
-3,658 |
| Sep10 |
100426 |
5672.00 |
5677.00 |
5651.00 |
5677.00 |
+44.00 |
18 |
821 |
+1 |
| Dec10 |
100426 |
5670.50 |
5670.50 |
5651.00 |
5651.00 |
+43.50 |
0 |
2,949 |
+0 |
| Total Volume and Open Interest |
139,807 |
686,936 |
-3,657 |
| SPI 200(SFE) |
| Jun10 |
100423 |
4900.0 |
4925.0 |
4858.0 |
4878.0 |
-29.0 |
27,410 |
193,632 |
-1,227 |
| Sep10 |
100423 |
4900.0 |
4900.0 |
4867.0 |
4867.0 |
-28.0 |
11 |
2,285 |
+9 |
| Dec10 |
100423 |
4888.0 |
4888.0 |
4888.0 |
4888.0 |
-28.0 |
0 |
2,263 |
+0 |
| Total Volume and Open Interest |
27,421 |
198,767 |
-1,218 |
| GSCI(CME) |
| May10 |
100426 |
551.75 |
552.00 |
544.75 |
544.75 |
-5.25 |
118 |
19,710 |
-45 |
| Jun10 |
100426 |
552.00 |
556.50 |
552.00 |
552.00 |
-3.00 |
2 |
4 |
+1 |
| Jul10 |
100426 |
558.00 |
561.50 |
558.00 |
558.00 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
120 |
19,714 |
-44 |
| Reuters CCI(ICE) |
| Jun10 |
100426 |
278.90 |
278.90 |
278.90 |
278.90 |
-0.70 |
|
|
|
| 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. |
|
|