|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri April 30, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100430 |
985.00 |
992.25 |
983.00 |
989.50 |
+3.75 |
43,069 |
25,191 |
-9,171 |
| Jul10 |
100430 |
995.50 |
1002.25 |
992.00 |
999.00 |
+3.00 |
105,363 |
240,775 |
+4,848 |
| Aug10 |
100430 |
993.00 |
1000.00 |
990.75 |
997.50 |
+3.50 |
3,814 |
16,840 |
+1,143 |
| Sep10 |
100430 |
978.25 |
985.50 |
978.25 |
983.75 |
+4.25 |
1,563 |
11,085 |
-48 |
| Nov10 |
100430 |
969.00 |
978.00 |
966.25 |
975.75 |
+5.25 |
22,712 |
156,685 |
+204 |
| Jan11 |
100430 |
979.00 |
986.00 |
979.00 |
984.50 |
+5.00 |
807 |
10,380 |
+49 |
| Mar11 |
100430 |
982.50 |
991.00 |
982.50 |
990.00 |
+6.50 |
357 |
5,120 |
-44 |
| Total Volume and Open Interest |
178,941 |
484,778 |
-2,720 |
| Soybean Meal(CBOT) |
| May10 |
100430 |
287.30 |
292.00 |
286.00 |
291.30 |
+3.90 |
18,711 |
12,894 |
-5,353 |
| Jul10 |
100430 |
289.20 |
293.50 |
287.50 |
293.10 |
+4.10 |
39,605 |
107,578 |
+6,582 |
| Aug10 |
100430 |
287.70 |
292.30 |
286.00 |
291.70 |
+4.20 |
1,853 |
14,605 |
-78 |
| Sep10 |
100430 |
282.50 |
287.30 |
281.00 |
286.90 |
+4.20 |
1,471 |
10,965 |
-39 |
| Oct10 |
100430 |
274.70 |
279.80 |
274.30 |
278.90 |
+4.10 |
1,132 |
8,431 |
+108 |
| Dec10 |
100430 |
274.00 |
279.10 |
272.60 |
278.40 |
+4.10 |
7,366 |
31,620 |
-306 |
| Jan11 |
100430 |
276.20 |
278.90 |
276.10 |
278.90 |
+4.00 |
439 |
4,108 |
-14 |
| Mar11 |
100430 |
277.50 |
280.00 |
277.00 |
279.90 |
+4.00 |
372 |
3,353 |
+109 |
| Total Volume and Open Interest |
71,132 |
197,907 |
+1,100 |
| Soybean Oil(CBOT) |
| May10 |
100430 |
38.80 |
39.17 |
38.44 |
38.58 |
-0.22 |
33,053 |
21,033 |
-3,465 |
| Jul10 |
100430 |
39.10 |
39.41 |
38.80 |
38.93 |
-0.22 |
67,325 |
150,538 |
+2,948 |
| Aug10 |
100430 |
39.37 |
39.57 |
38.97 |
39.11 |
-0.24 |
3,489 |
20,379 |
+712 |
| Sep10 |
100430 |
39.49 |
39.80 |
39.12 |
39.25 |
-0.24 |
1,583 |
12,924 |
-76 |
| Oct10 |
100430 |
39.68 |
39.85 |
39.25 |
39.38 |
-0.25 |
1,147 |
10,679 |
+260 |
| Dec10 |
100430 |
40.29 |
40.53 |
39.62 |
39.76 |
-0.24 |
7,164 |
52,484 |
-881 |
| Jan11 |
100430 |
40.13 |
40.15 |
39.89 |
40.01 |
-0.24 |
442 |
3,320 |
+145 |
| Mar11 |
100430 |
40.37 |
40.40 |
40.14 |
40.26 |
-0.24 |
275 |
1,966 |
+109 |
| Total Volume and Open Interest |
114,747 |
276,584 |
-111 |
| Canola(WCE) |
| May10 |
100430 |
383.5 |
389.7 |
382.8 |
386.9 |
+4.3 |
3,308 |
2,687 |
-2,532 |
| Jul10 |
100430 |
387.8 |
391.4 |
387.8 |
389.9 |
+1.6 |
12,282 |
93,249 |
-219 |
| Nov10 |
100430 |
389.3 |
393.0 |
389.1 |
391.6 |
+1.9 |
3,490 |
31,352 |
+258 |
| Jan11 |
100430 |
392.4 |
397.6 |
392.4 |
395.2 |
+1.9 |
457 |
2,176 |
+75 |
| Mar11 |
100430 |
399.2 |
399.8 |
396.4 |
397.8 |
+2.0 |
146 |
1,195 |
+70 |
| Total Volume and Open Interest |
19,816 |
131,775 |
-2,261 |
| Corn(CBOT) |
| May10 |
100430 |
361.00 |
367.50 |
360.25 |
366.25 |
+5.75 |
71,517 |
42,460 |
-15,078 |
| Jul10 |
100430 |
368.50 |
376.75 |
368.00 |
375.25 |
+6.25 |
205,904 |
514,005 |
+2,163 |
| Sep10 |
100430 |
375.50 |
384.50 |
374.50 |
383.50 |
+7.25 |
51,913 |
153,560 |
+3,033 |
| Dec10 |
100430 |
382.75 |
392.75 |
381.50 |
392.25 |
+8.50 |
70,048 |
319,999 |
+5,959 |
| Mar11 |
100430 |
395.25 |
405.00 |
394.75 |
405.00 |
+8.25 |
3,678 |
45,460 |
-206 |
| May11 |
100430 |
404.00 |
413.25 |
402.25 |
413.25 |
+8.25 |
699 |
9,175 |
+141 |
| Total Volume and Open Interest |
407,908 |
1,148,783 |
-3,200 |
| Wheat(CBOT) |
| May10 |
100430 |
484.00 |
493.75 |
482.00 |
491.75 |
+7.25 |
18,448 |
12,970 |
-7,873 |
| Jul10 |
100430 |
495.00 |
505.25 |
493.25 |
503.00 |
+7.50 |
45,539 |
239,705 |
+708 |
| Sep10 |
100430 |
511.00 |
521.00 |
510.00 |
518.75 |
+7.25 |
4,651 |
79,364 |
+499 |
| Dec10 |
100430 |
538.00 |
547.50 |
537.00 |
545.75 |
+7.00 |
5,375 |
68,735 |
+63 |
| Mar11 |
100430 |
566.00 |
575.25 |
564.50 |
573.75 |
+7.25 |
895 |
15,664 |
+116 |
| Total Volume and Open Interest |
77,486 |
445,785 |
-5,964 |
| Wheat(KCBT) |
| May10 |
100430 |
500.00 |
506.00 |
497.50 |
505.50 |
+8.00 |
3,772 |
4,163 |
-2,102 |
| Jul10 |
100430 |
506.00 |
516.75 |
506.00 |
514.75 |
+7.25 |
8,654 |
66,742 |
-171 |
| Sep10 |
100430 |
520.00 |
528.00 |
518.50 |
526.25 |
+7.25 |
670 |
13,456 |
+135 |
| Dec10 |
100430 |
536.00 |
545.75 |
536.00 |
544.00 |
+7.25 |
1,146 |
44,666 |
+348 |
| Mar11 |
100430 |
556.25 |
563.25 |
554.00 |
561.25 |
+7.25 |
177 |
9,657 |
-42 |
| Total Volume and Open Interest |
15,345 |
147,923 |
-1,353 |
| Wheat(MGE) |
| May10 |
100430 |
519.00 |
527.00 |
516.00 |
526.00 |
+9.00 |
1,843 |
2,063 |
-1,207 |
| Jul10 |
100430 |
528.00 |
539.00 |
528.00 |
537.50 |
+8.50 |
2,708 |
19,342 |
+614 |
| Sep10 |
100430 |
540.00 |
550.00 |
539.25 |
549.25 |
+8.75 |
515 |
7,386 |
+194 |
| Dec10 |
100430 |
560.00 |
566.50 |
557.25 |
566.50 |
+9.50 |
124 |
7,263 |
-36 |
| Mar11 |
100430 |
577.00 |
585.00 |
576.00 |
584.75 |
+9.50 |
51 |
1,596 |
-3 |
| Total Volume and Open Interest |
5,369 |
41,222 |
-422 |
| Oats(CBOT) |
| May10 |
100430 |
201.75 |
205.25 |
201.75 |
205.25 |
+1.75 |
698 |
1,082 |
-369 |
| Jul10 |
100430 |
211.00 |
213.75 |
210.00 |
213.75 |
+1.75 |
754 |
11,956 |
+64 |
| Sep10 |
100430 |
220.25 |
222.00 |
218.50 |
222.00 |
+1.75 |
11 |
1,204 |
+9 |
| Dec10 |
100430 |
232.75 |
234.50 |
231.50 |
234.50 |
+1.75 |
205 |
2,715 |
-6 |
| Total Volume and Open Interest |
1,668 |
16,969 |
-302 |
| Rough Rice(CBOT) |
| May10 |
100430 |
12.46 |
12.52 |
12.27 |
12.35 |
+0.09 |
960 |
2,783 |
-500 |
| Jul10 |
100430 |
12.60 |
12.77 |
12.52 |
12.61 |
+0.09 |
1,467 |
8,410 |
+273 |
| Sep10 |
100430 |
12.33 |
12.44 |
12.20 |
12.26 |
+0.04 |
307 |
3,127 |
+204 |
| Nov10 |
100430 |
12.48 |
12.59 |
12.36 |
12.40 |
+0.04 |
144 |
1,533 |
+45 |
| Total Volume and Open Interest |
3,090 |
16,977 |
+157 |
| Live Cattle(CME) |
| Apr10 |
100430 |
99.300 |
99.950 |
96.000 |
99.930 |
+0.950 |
2,175 |
2,144 |
-1,254 |
| Jun10 |
100430 |
93.950 |
94.535 |
93.650 |
94.230 |
+0.345 |
23,829 |
158,691 |
-2,685 |
| Aug10 |
100430 |
93.250 |
93.850 |
93.035 |
93.535 |
+0.205 |
7,736 |
87,961 |
+511 |
| Oct10 |
100430 |
95.430 |
95.800 |
95.150 |
95.650 |
+0.200 |
4,371 |
57,548 |
+464 |
| Dec10 |
100430 |
96.980 |
97.500 |
96.730 |
97.430 |
+0.580 |
2,915 |
33,607 |
+344 |
| Feb11 |
100430 |
98.100 |
98.300 |
97.535 |
98.285 |
+0.285 |
555 |
16,677 |
+182 |
| Total Volume and Open Interest |
41,750 |
365,465 |
-2,371 |
| Feeder Cattle(CME) |
| May10 |
100430 |
112.600 |
113.430 |
112.330 |
112.800 |
+0.265 |
1,338 |
10,400 |
-133 |
| Aug10 |
100430 |
115.950 |
116.750 |
115.450 |
116.080 |
+0.250 |
1,782 |
24,493 |
+380 |
| Sep10 |
100430 |
115.300 |
116.230 |
115.200 |
115.900 |
+0.515 |
202 |
5,077 |
+36 |
| Oct10 |
100430 |
114.950 |
115.430 |
114.650 |
115.150 |
+0.250 |
150 |
2,236 |
+25 |
| Nov10 |
100430 |
114.900 |
115.300 |
114.500 |
114.650 |
-0.200 |
78 |
1,155 |
+21 |
| Jan11 |
100430 |
112.400 |
112.535 |
112.200 |
112.500 |
+0.100 |
13 |
268 |
+3 |
| Mar11 |
100430 |
111.400 |
111.400 |
111.200 |
111.400 |
+0.300 |
1 |
35 |
+0 |
| Total Volume and Open Interest |
3,985 |
45,179 |
+334 |
| Lean Hogs(CME) |
| May10 |
100430 |
88.035 |
89.600 |
87.900 |
89.535 |
+1.935 |
1,460 |
5,970 |
-55 |
| Jun10 |
100430 |
84.500 |
86.730 |
84.285 |
86.330 |
+2.500 |
13,418 |
84,056 |
-193 |
| Jul10 |
100430 |
84.350 |
86.500 |
84.180 |
86.230 |
+2.330 |
3,562 |
33,062 |
+661 |
| Aug10 |
100430 |
84.750 |
86.700 |
84.450 |
86.600 |
+2.500 |
2,916 |
41,409 |
+197 |
| Oct10 |
100430 |
75.300 |
77.150 |
75.080 |
76.885 |
+2.135 |
1,282 |
29,641 |
+467 |
| Dec10 |
100430 |
72.800 |
74.400 |
72.650 |
74.300 |
+2.100 |
1,117 |
20,223 |
+366 |
| Feb11 |
100430 |
73.400 |
74.600 |
73.385 |
74.450 |
+1.450 |
471 |
5,586 |
+215 |
| Apr11 |
100430 |
74.930 |
75.500 |
74.930 |
75.500 |
+0.865 |
127 |
2,434 |
+43 |
| Total Volume and Open Interest |
24,376 |
223,187 |
+1,717 |
| Pork Bellies(CME) |
| May10 |
100430 |
98.300 |
99.000 |
98.000 |
98.800 |
+1.400 |
16 |
82 |
+1 |
| Jul10 |
100430 |
99.000 |
99.000 |
98.500 |
98.600 |
+0.800 |
6 |
110 |
+2 |
| Aug10 |
100430 |
95.000 |
95.000 |
95.000 |
95.000 |
unch |
0 |
22 |
-1 |
| Feb11 |
100430 |
97.500 |
99.500 |
97.500 |
97.500 |
unch |
0 |
1 |
+0 |
| Mar11 |
100430 |
98.000 |
98.000 |
98.000 |
98.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
22 |
216 |
+2 |
| Class III Milk(CME) |
| Apr10 |
100430 |
12.92 |
12.92 |
12.92 |
12.92 |
-0.04 |
9 |
4,321 |
+0 |
| May10 |
100430 |
13.39 |
13.43 |
13.32 |
13.38 |
-0.04 |
94 |
4,760 |
-17 |
| Jun10 |
100430 |
13.94 |
14.10 |
13.83 |
13.99 |
+0.04 |
169 |
4,504 |
-24 |
| Jul10 |
100430 |
14.49 |
14.67 |
14.49 |
14.55 |
+0.03 |
102 |
3,215 |
-11 |
| Aug10 |
100430 |
15.00 |
15.05 |
14.98 |
15.05 |
+0.05 |
55 |
3,024 |
+8 |
| Total Volume and Open Interest |
598 |
30,811 |
+35 |
| Cocoa(ICE) |
| May10 |
100430 |
3202 |
3229 |
3202 |
3229 |
+31 |
38 |
50 |
-37 |
| Jul10 |
100430 |
3212 |
3245 |
3208 |
3239 |
+28 |
6,780 |
63,662 |
+784 |
| Sep10 |
100430 |
3229 |
3263 |
3228 |
3257 |
+29 |
1,575 |
23,803 |
+522 |
| Dec10 |
100430 |
3250 |
3280 |
3247 |
3272 |
+30 |
222 |
15,252 |
-100 |
| Mar11 |
100430 |
3270 |
3285 |
3264 |
3282 |
+25 |
141 |
14,390 |
+95 |
| May11 |
100430 |
3282 |
3291 |
3271 |
3288 |
+25 |
58 |
6,218 |
-19 |
| Jul11 |
100430 |
3297 |
3297 |
3297 |
3297 |
+26 |
1 |
2,849 |
-1 |
| Total Volume and Open Interest |
8,815 |
131,004 |
+1,244 |
| Coffee "C"(ICE) |
| May10 |
100430 |
134.50 |
135.45 |
134.35 |
135.20 |
+0.70 |
67 |
619 |
-55 |
| Jul10 |
100430 |
134.80 |
135.75 |
134.15 |
135.30 |
+0.70 |
16,547 |
79,278 |
-2,031 |
| Sep10 |
100430 |
135.80 |
137.00 |
135.60 |
136.60 |
+0.65 |
5,476 |
23,823 |
-56 |
| Dec10 |
100430 |
137.70 |
138.60 |
137.20 |
138.25 |
+0.70 |
2,761 |
17,306 |
-1,185 |
| Mar11 |
100430 |
139.20 |
140.00 |
139.00 |
139.60 |
+0.70 |
526 |
7,504 |
-29 |
| May11 |
100430 |
140.30 |
140.45 |
140.25 |
140.45 |
+0.65 |
310 |
3,883 |
+12 |
| Total Volume and Open Interest |
25,786 |
135,058 |
-3,357 |
| Orange Juice(ICE) |
| May10 |
100430 |
134.35 |
136.20 |
134.00 |
134.35 |
unch |
408 |
4,340 |
-334 |
| Jul10 |
100430 |
137.00 |
138.45 |
136.50 |
137.75 |
+0.80 |
1,063 |
18,531 |
-36 |
| Sep10 |
100430 |
138.60 |
140.15 |
138.60 |
139.25 |
+0.75 |
146 |
5,845 |
+94 |
| Nov10 |
100430 |
140.30 |
140.70 |
140.10 |
140.40 |
+0.85 |
32 |
1,129 |
+18 |
| Jan11 |
100430 |
141.20 |
141.60 |
141.20 |
141.35 |
+0.85 |
17 |
781 |
+11 |
| Mar11 |
100430 |
140.30 |
140.75 |
140.30 |
140.75 |
+0.60 |
10 |
159 |
+2 |
| Total Volume and Open Interest |
1,681 |
31,056 |
-240 |
| Sugar #11(ICE) |
| May10 |
100430 |
15.15 |
15.30 |
14.92 |
15.05 |
-0.05 |
16,772 |
13,673 |
-8,737 |
| Jul10 |
100430 |
15.35 |
15.50 |
15.10 |
15.15 |
-0.14 |
50,896 |
284,936 |
+1,325 |
| Oct10 |
100430 |
15.88 |
16.08 |
15.76 |
15.81 |
-0.07 |
17,291 |
146,705 |
-12,548 |
| Mar11 |
100430 |
16.67 |
16.84 |
16.51 |
16.61 |
-0.06 |
8,258 |
73,299 |
+777 |
| May11 |
100430 |
16.58 |
16.60 |
16.37 |
16.47 |
unch |
2,460 |
22,192 |
+510 |
| Total Volume and Open Interest |
102,047 |
624,669 |
-16,929 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100430 |
2396 |
2404 |
2388 |
2403 |
+7 |
5,760 |
48,380 |
+592 |
| Sep10 |
100430 |
2353 |
2360 |
2340 |
2353 |
-1 |
2,432 |
27,719 |
+231 |
| Dec10 |
100430 |
2304 |
2312 |
2299 |
2304 |
unch |
445 |
19,384 |
+138 |
| Mar11 |
100430 |
2270 |
2274 |
2264 |
2268 |
-2 |
234 |
19,639 |
+78 |
| May11 |
100430 |
2274 |
2274 |
2265 |
2270 |
-2 |
100 |
4,079 |
-7 |
| Jul11 |
100430 |
2275 |
2275 |
2275 |
2275 |
-2 |
6 |
774 |
+6 |
| Total Volume and Open Interest |
16,767 |
167,153 |
+96 |
| London Sugar(LCE) |
| Aug10 |
100430 |
468.00 |
472.00 |
464.00 |
470.10 |
+5.10 |
3,498 |
33,004 |
-212 |
| Oct10 |
100430 |
441.60 |
445.80 |
438.90 |
444.10 |
+2.90 |
619 |
11,658 |
+91 |
| Dec10 |
100430 |
440.50 |
440.50 |
434.50 |
439.10 |
+0.40 |
208 |
3,178 |
+83 |
| Mar11 |
100430 |
446.80 |
449.40 |
444.30 |
447.60 |
+0.90 |
247 |
2,328 |
+108 |
| May11 |
100430 |
447.60 |
449.90 |
447.30 |
448.10 |
+0.90 |
22 |
1,406 |
+3 |
| Total Volume and Open Interest |
4,614 |
51,965 |
+73 |
| Cotton(ICE) |
| May10 |
100430 |
82.66 |
82.76 |
82.40 |
82.76 |
+1.11 |
54 |
928 |
-301 |
| Jul10 |
100430 |
83.40 |
84.43 |
83.40 |
84.13 |
+0.83 |
7,788 |
122,649 |
+229 |
| Oct10 |
100430 |
79.83 |
80.13 |
79.72 |
80.03 |
+0.47 |
109 |
776 |
+130 |
| Dec10 |
100430 |
77.50 |
77.98 |
77.50 |
77.97 |
+0.40 |
2,964 |
57,302 |
+1,237 |
| Mar11 |
100430 |
79.00 |
79.17 |
79.00 |
79.17 |
+0.36 |
264 |
5,456 |
+136 |
| May11 |
100430 |
79.01 |
79.03 |
79.01 |
79.03 |
+0.16 |
0 |
188 |
+0 |
| Total Volume and Open Interest |
11,266 |
191,347 |
+1,498 |
| Lumber(CME) |
| May10 |
100430 |
299.0 |
299.9 |
291.3 |
291.5 |
-9.7 |
1,417 |
1,669 |
-304 |
| Jul10 |
100430 |
314.8 |
315.7 |
305.5 |
305.6 |
-8.9 |
1,544 |
6,811 |
+585 |
| Sep10 |
100430 |
318.9 |
318.9 |
311.3 |
313.8 |
-5.7 |
238 |
2,331 |
+114 |
| Nov10 |
100430 |
298.9 |
299.7 |
292.0 |
296.0 |
-6.0 |
57 |
643 |
+21 |
| Total Volume and Open Interest |
3,260 |
11,462 |
+417 |
| Crude Oil(NYM) |
| Jun10 |
100430 |
85.58 |
86.50 |
85.16 |
86.15 |
+0.98 |
400,695 |
360,338 |
-4,865 |
| Jul10 |
100430 |
87.54 |
88.57 |
87.16 |
88.36 |
+1.11 |
159,348 |
197,186 |
+2,965 |
| Aug10 |
100430 |
88.62 |
89.88 |
88.36 |
89.68 |
+1.17 |
79,250 |
86,987 |
-67 |
| Sep10 |
100430 |
89.28 |
90.51 |
89.09 |
90.41 |
+1.16 |
48,517 |
83,060 |
+6,663 |
| Oct10 |
100430 |
89.90 |
91.01 |
89.80 |
90.93 |
+1.11 |
15,666 |
37,371 |
+155 |
| Nov10 |
100430 |
90.21 |
91.40 |
90.21 |
91.33 |
+1.07 |
10,913 |
27,046 |
-565 |
| Dec10 |
100430 |
90.55 |
91.78 |
90.45 |
91.67 |
+1.04 |
56,736 |
196,299 |
+957 |
| Jan11 |
100430 |
91.29 |
91.91 |
91.27 |
91.91 |
+1.01 |
4,677 |
33,214 |
-587 |
| Feb11 |
100430 |
91.40 |
92.14 |
91.40 |
92.14 |
+0.99 |
1,605 |
14,085 |
+68 |
| Mar11 |
100430 |
91.95 |
92.42 |
91.55 |
92.35 |
+0.96 |
2,170 |
17,365 |
-354 |
| Apr11 |
100430 |
92.57 |
92.57 |
92.40 |
92.55 |
+0.95 |
1,075 |
13,016 |
+99 |
| May11 |
100430 |
91.90 |
92.73 |
91.90 |
92.73 |
+0.95 |
710 |
5,657 |
-6 |
| Jun11 |
100430 |
92.08 |
92.88 |
91.75 |
92.88 |
+0.94 |
3,282 |
37,926 |
+128 |
| Jul11 |
100430 |
93.01 |
93.01 |
93.01 |
93.01 |
+0.94 |
62 |
5,185 |
+7 |
| Aug11 |
100430 |
93.13 |
93.13 |
93.13 |
93.13 |
+0.94 |
91 |
3,837 |
+59 |
| Sep11 |
100430 |
93.27 |
93.27 |
93.27 |
93.27 |
+0.94 |
533 |
6,518 |
+63 |
| Total Volume and Open Interest |
804,925 |
1,401,684 |
+5,720 |
| 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 |
100427 |
83.900 |
84.350 |
81.725 |
82.450 |
-1.750 |
10,954 |
5,350 |
-124 |
| Jul10 |
100430 |
87.550 |
88.550 |
87.175 |
88.350 |
+1.100 |
1,191 |
1,689 |
+204 |
| Aug10 |
100430 |
88.450 |
89.800 |
88.450 |
89.675 |
+1.175 |
65 |
187 |
+24 |
| Sep10 |
100430 |
90.400 |
90.400 |
90.400 |
90.400 |
+1.150 |
8 |
16 |
+0 |
| Oct10 |
100430 |
89.850 |
90.925 |
89.850 |
90.925 |
+1.100 |
7 |
13 |
+0 |
| Nov10 |
100430 |
91.325 |
91.325 |
91.325 |
91.325 |
+1.075 |
3 |
2 |
+0 |
| Dec10 |
100430 |
90.975 |
91.675 |
90.975 |
91.675 |
+1.050 |
4 |
47 |
-2 |
| Jan11 |
100430 |
91.900 |
91.900 |
91.900 |
91.900 |
+1.000 |
|
|
|
| Total Volume and Open Interest |
14,752 |
7,901 |
+38 |
| Heating Oil(NYM) |
| May10 |
100430 |
226.00 |
229.50 |
225.69 |
228.85 |
+3.73 |
15,454 |
13,613 |
-4,374 |
| Jun10 |
100430 |
229.00 |
232.34 |
228.00 |
231.57 |
+3.75 |
59,525 |
102,116 |
+2,716 |
| Jul10 |
100430 |
230.83 |
234.70 |
230.24 |
233.93 |
+3.63 |
19,286 |
39,839 |
+739 |
| Aug10 |
100430 |
234.22 |
236.83 |
233.42 |
236.26 |
+3.51 |
8,658 |
24,551 |
+1,059 |
| Sep10 |
100430 |
235.68 |
239.21 |
235.68 |
238.61 |
+3.31 |
6,103 |
23,208 |
+1,117 |
| Oct10 |
100430 |
237.79 |
241.00 |
237.79 |
240.93 |
+3.15 |
1,465 |
14,389 |
-44 |
| Nov10 |
100430 |
241.15 |
243.95 |
241.15 |
243.40 |
+3.05 |
896 |
11,432 |
+13 |
| Dec10 |
100430 |
243.10 |
246.37 |
243.08 |
245.88 |
+2.94 |
9,847 |
31,544 |
+82 |
| Jan11 |
100430 |
247.54 |
248.95 |
246.03 |
248.51 |
+2.92 |
1,315 |
14,263 |
+240 |
| Feb11 |
100430 |
249.38 |
250.29 |
247.80 |
250.23 |
+2.92 |
284 |
5,123 |
+35 |
| Mar11 |
100430 |
250.29 |
250.89 |
248.83 |
250.81 |
+2.90 |
361 |
6,059 |
-119 |
| Apr11 |
100430 |
248.98 |
250.39 |
247.80 |
250.23 |
+2.94 |
174 |
2,618 |
-64 |
| Total Volume and Open Interest |
125,242 |
311,078 |
+1,852 |
| Gasoline(NYMEX) |
| May10 |
100430 |
236.74 |
240.75 |
236.50 |
239.63 |
+4.07 |
24,533 |
13,436 |
-8,990 |
| Jun10 |
100430 |
236.66 |
240.48 |
236.21 |
239.94 |
+4.26 |
55,783 |
109,604 |
+3,657 |
| Jul10 |
100430 |
237.10 |
240.65 |
236.54 |
240.14 |
+4.08 |
26,120 |
55,447 |
+1,271 |
| Aug10 |
100430 |
237.25 |
240.57 |
237.25 |
240.05 |
+3.77 |
13,043 |
31,870 |
+263 |
| Sep10 |
100430 |
237.46 |
239.79 |
236.52 |
239.35 |
+3.56 |
10,784 |
32,823 |
-20 |
| Oct10 |
100430 |
227.69 |
229.45 |
226.63 |
229.08 |
+3.32 |
3,696 |
16,930 |
+770 |
| Nov10 |
100430 |
226.62 |
228.20 |
226.24 |
228.15 |
+3.14 |
1,912 |
14,858 |
+63 |
| Dec10 |
100430 |
225.54 |
228.73 |
225.54 |
228.35 |
+3.03 |
2,849 |
12,122 |
+416 |
| Jan11 |
100430 |
227.00 |
229.97 |
227.00 |
229.97 |
+2.95 |
411 |
6,748 |
+399 |
| Feb11 |
100430 |
232.06 |
232.06 |
232.06 |
232.06 |
+2.84 |
2 |
1,468 |
-1 |
| Total Volume and Open Interest |
139,816 |
307,652 |
-1,755 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100430 |
239.90 |
239.94 |
239.90 |
239.90 |
+4.20 |
0 |
17 |
+0 |
| Jul10 |
100430 |
240.10 |
240.14 |
240.10 |
240.10 |
+4.00 |
0 |
1 |
+0 |
| Aug10 |
100430 |
240.10 |
240.10 |
240.05 |
240.10 |
+3.80 |
0 |
1 |
+0 |
| Sep10 |
100430 |
239.40 |
239.40 |
239.35 |
239.40 |
+3.60 |
|
|
|
| Total Volume and Open Interest |
1 |
26 |
+1 |
| Natural Gas(NYM) |
| Jun10 |
100430 |
4.010 |
4.065 |
3.885 |
3.920 |
-0.060 |
104,357 |
145,398 |
-5,970 |
| Jul10 |
100430 |
4.136 |
4.196 |
4.018 |
4.050 |
-0.063 |
31,623 |
152,768 |
+1,879 |
| Aug10 |
100430 |
4.238 |
4.296 |
4.126 |
4.153 |
-0.064 |
12,750 |
54,476 |
+945 |
| Sep10 |
100430 |
4.336 |
4.356 |
4.190 |
4.215 |
-0.061 |
8,755 |
48,245 |
+1,377 |
| Oct10 |
100430 |
4.430 |
4.475 |
4.300 |
4.330 |
-0.064 |
11,311 |
67,168 |
+1,058 |
| Nov10 |
100430 |
4.833 |
4.833 |
4.700 |
4.731 |
-0.070 |
1,911 |
15,446 |
-86 |
| Dec10 |
100430 |
5.282 |
5.294 |
5.145 |
5.164 |
-0.071 |
2,264 |
31,341 |
+402 |
| Jan11 |
100430 |
5.482 |
5.488 |
5.359 |
5.385 |
-0.067 |
7,104 |
48,101 |
-229 |
| Feb11 |
100430 |
5.436 |
5.438 |
5.330 |
5.348 |
-0.066 |
879 |
17,019 |
+320 |
| Mar11 |
100430 |
5.367 |
5.370 |
5.240 |
5.260 |
-0.065 |
2,460 |
42,356 |
+346 |
| Apr11 |
100430 |
5.188 |
5.188 |
5.068 |
5.092 |
-0.058 |
2,035 |
37,040 |
+158 |
| May11 |
100430 |
5.190 |
5.190 |
5.093 |
5.112 |
-0.057 |
506 |
18,679 |
+63 |
| Jun11 |
100430 |
5.219 |
5.250 |
5.149 |
5.166 |
-0.053 |
151 |
6,421 |
-48 |
| Jul11 |
100430 |
5.297 |
5.310 |
5.236 |
5.236 |
-0.051 |
65 |
4,606 |
+10 |
| Aug11 |
100430 |
5.288 |
5.288 |
5.288 |
5.288 |
-0.050 |
39 |
4,569 |
+9 |
| Sep11 |
100430 |
5.387 |
5.387 |
5.316 |
5.320 |
-0.048 |
42 |
4,473 |
+8 |
| Total Volume and Open Interest |
187,810 |
813,803 |
-9,746 |
| Brent Crude Oil(ICE) |
| Jun10 |
100430 |
87.09 |
87.72 |
86.75 |
87.44 |
+0.54 |
180,806 |
215,973 |
-8,196 |
| Jul10 |
100430 |
88.06 |
88.72 |
87.69 |
88.45 |
+0.61 |
96,079 |
168,007 |
+2,488 |
| Aug10 |
100430 |
88.74 |
89.53 |
88.47 |
89.29 |
+0.67 |
46,158 |
69,297 |
+645 |
| Sep10 |
100430 |
89.10 |
90.14 |
89.08 |
89.97 |
+0.75 |
29,326 |
42,360 |
+5,025 |
| Oct10 |
100430 |
89.57 |
90.64 |
89.56 |
90.50 |
+0.82 |
17,428 |
22,064 |
+332 |
| Nov10 |
100430 |
89.97 |
90.99 |
89.97 |
90.91 |
+0.86 |
13,997 |
18,795 |
-89 |
| Dec10 |
100430 |
90.66 |
91.49 |
90.35 |
91.29 |
+0.89 |
35,475 |
94,261 |
-4,043 |
| Jan11 |
100430 |
91.65 |
91.65 |
91.63 |
91.63 |
+0.90 |
3,883 |
18,295 |
+20 |
| Feb11 |
100430 |
91.35 |
91.98 |
91.35 |
91.97 |
+0.90 |
1,702 |
9,263 |
-214 |
| Mar11 |
100430 |
91.80 |
92.30 |
91.80 |
92.30 |
+0.90 |
1,697 |
7,650 |
+266 |
| Apr11 |
100430 |
92.61 |
92.61 |
92.61 |
92.61 |
+0.90 |
1,085 |
4,334 |
-130 |
| May11 |
100430 |
92.88 |
92.88 |
92.88 |
92.88 |
+0.91 |
730 |
4,273 |
+233 |
| Jun11 |
100430 |
92.47 |
93.18 |
92.33 |
93.11 |
+0.89 |
1,743 |
18,270 |
+700 |
| Jul11 |
100430 |
93.31 |
93.31 |
93.31 |
93.31 |
+0.88 |
261 |
3,200 |
+12 |
| Total Volume and Open Interest |
435,856 |
796,366 |
-2,846 |
| Gas Oil(ICE) |
| May10 |
100430 |
726.75 |
736.50 |
724.75 |
731.75 |
+3.50 |
50,939 |
84,964 |
-6,360 |
| Jun10 |
100430 |
729.75 |
739.50 |
728.00 |
734.50 |
+3.00 |
88,174 |
119,176 |
-3,645 |
| Jul10 |
100430 |
735.50 |
743.50 |
733.50 |
738.50 |
+2.25 |
35,408 |
57,907 |
+4,064 |
| Aug10 |
100430 |
738.75 |
748.25 |
738.75 |
743.75 |
+2.00 |
11,593 |
32,206 |
+2,659 |
| Sep10 |
100430 |
746.50 |
753.50 |
744.75 |
749.25 |
+2.00 |
6,293 |
31,729 |
+482 |
| Oct10 |
100430 |
749.25 |
759.00 |
749.25 |
754.50 |
+1.75 |
5,964 |
24,229 |
+825 |
| Nov10 |
100430 |
753.75 |
763.25 |
753.75 |
758.75 |
+1.50 |
2,073 |
19,370 |
+264 |
| Dec10 |
100430 |
758.00 |
767.50 |
758.00 |
762.75 |
+1.00 |
12,601 |
92,774 |
+1,130 |
| Jan11 |
100430 |
768.50 |
769.75 |
763.75 |
768.00 |
+1.00 |
761 |
25,248 |
-49 |
| Feb11 |
100430 |
773.50 |
774.50 |
767.50 |
772.00 |
+1.00 |
225 |
13,150 |
-23 |
| Total Volume and Open Interest |
218,146 |
575,483 |
-630 |
| Ethanol(CBOT) |
| Apr10 |
100406 |
1.512 |
1.512 |
1.512 |
1.512 |
-0.003 |
87 |
178 |
-68 |
| May10 |
100430 |
1.600 |
1.605 |
1.590 |
1.602 |
+0.002 |
89 |
323 |
-156 |
| Jun10 |
100430 |
1.619 |
1.632 |
1.615 |
1.629 |
+0.008 |
55 |
1,367 |
+0 |
| Jul10 |
100430 |
1.639 |
1.648 |
1.633 |
1.643 |
+0.006 |
46 |
1,341 |
+34 |
| Aug10 |
100430 |
1.641 |
1.648 |
1.641 |
1.647 |
+0.014 |
41 |
579 |
+17 |
| Sep10 |
100430 |
1.641 |
1.652 |
1.640 |
1.646 |
+0.012 |
28 |
659 |
+20 |
| Oct10 |
100430 |
1.650 |
1.652 |
1.650 |
1.652 |
+0.010 |
10 |
713 |
+10 |
| Nov10 |
100430 |
1.660 |
1.662 |
1.650 |
1.656 |
+0.006 |
182 |
682 |
-154 |
| Total Volume and Open Interest |
935 |
8,283 |
-398 |
| US Dollar Index(ICE) |
| Jun10 |
100430 |
82.075 |
82.230 |
81.745 |
81.990 |
-0.170 |
30,355 |
44,891 |
+77 |
| Sep10 |
100430 |
82.200 |
82.395 |
82.065 |
82.265 |
-0.170 |
106 |
2,264 |
+26 |
| Dec10 |
100430 |
82.515 |
82.515 |
82.515 |
82.515 |
-0.170 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
30,461 |
47,157 |
+103 |
| Australian Dollar(CME) |
| Jun10 |
100430 |
92.33 |
92.80 |
91.91 |
92.05 |
-0.25 |
147,273 |
138,745 |
-1,214 |
| Sep10 |
100430 |
91.28 |
91.79 |
90.93 |
91.07 |
-0.24 |
647 |
557 |
+56 |
| Dec10 |
100430 |
90.08 |
90.33 |
90.08 |
90.08 |
-0.25 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
147,920 |
139,314 |
-1,158 |
| British Pound(CME) |
| Jun10 |
100430 |
153.31 |
153.89 |
152.50 |
152.73 |
-0.58 |
164,163 |
123,738 |
+4,730 |
| Sep10 |
100430 |
153.37 |
153.81 |
152.46 |
152.68 |
-0.58 |
1,969 |
1,860 |
+1,023 |
| Dec10 |
100430 |
152.62 |
153.41 |
152.62 |
152.62 |
-0.58 |
1 |
26 |
+1 |
| Total Volume and Open Interest |
166,133 |
125,625 |
+5,754 |
| Canadian Dollar(CME) |
| Jun10 |
100430 |
99.44 |
99.84 |
98.23 |
98.34 |
-1.04 |
116,030 |
133,857 |
-4,808 |
| Sep10 |
100430 |
99.51 |
99.74 |
98.16 |
98.27 |
-1.03 |
602 |
4,170 |
+79 |
| Dec10 |
100430 |
99.30 |
99.54 |
98.00 |
98.08 |
-1.03 |
55 |
1,118 |
+15 |
| Mar11 |
100430 |
97.88 |
98.84 |
97.73 |
97.81 |
-1.03 |
0 |
264 |
+0 |
| Total Volume and Open Interest |
116,687 |
139,477 |
-4,714 |
| Japanese Yen(CME) |
| Jun10 |
100430 |
106.33 |
106.70 |
105.76 |
106.51 |
+0.11 |
163,210 |
140,135 |
+3,498 |
| Sep10 |
100430 |
106.55 |
106.80 |
105.90 |
106.63 |
+0.12 |
818 |
1,198 |
+141 |
| Dec10 |
100430 |
106.39 |
106.77 |
106.39 |
106.77 |
+0.12 |
0 |
85 |
+0 |
| Total Volume and Open Interest |
164,028 |
141,419 |
+3,639 |
| Swiss Franc(CME) |
| Jun10 |
100430 |
92.34 |
93.09 |
92.25 |
92.90 |
+0.53 |
83,559 |
52,142 |
+3,346 |
| Sep10 |
100430 |
92.57 |
93.15 |
92.49 |
93.01 |
+0.52 |
182 |
542 |
+40 |
| Dec10 |
100430 |
93.12 |
93.12 |
92.59 |
93.12 |
+0.53 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
83,741 |
52,694 |
+3,386 |
| EuroFX(CME) |
| Jun10 |
100430 |
132.41 |
133.44 |
132.27 |
133.08 |
+0.62 |
605,208 |
240,200 |
+4,795 |
| Sep10 |
100430 |
132.43 |
133.43 |
132.29 |
133.09 |
+0.62 |
4,076 |
3,361 |
+618 |
| Dec10 |
100430 |
133.00 |
133.09 |
132.46 |
133.09 |
+0.63 |
10 |
104 |
+1 |
| Total Volume and Open Interest |
609,313 |
243,718 |
+5,420 |
| Mexican Peso(CME) |
| May10 |
100430 |
812.5 |
818.8 |
812.5 |
812.5 |
-6.2 |
|
|
|
| Jun10 |
100430 |
815.2 |
818.0 |
808.0 |
809.8 |
-6.2 |
51,332 |
121,649 |
-5,698 |
| Total Volume and Open Interest |
51,332 |
122,218 |
-5,698 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100430 |
118~060 |
119~040 |
117~310 |
119~000 |
+0~270 |
|
|
|
| Sep10 |
100430 |
117~100 |
118~040 |
117~020 |
118~030 |
+0~290 |
241 |
2,667 |
+140 |
| Dec10 |
100430 |
115~310 |
116~270 |
115~310 |
116~270 |
+0~280 |
5 |
14 |
+2 |
| Total Volume and Open Interest |
369,975 |
688,463 |
+3,046 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100430 |
117~135 |
117~310 |
117~085 |
117~290 |
+0~150 |
1,565,336 |
1,660,306 |
-25,468 |
| Sep10 |
100430 |
116~010 |
116~210 |
115~300 |
116~200 |
+0~170 |
1,369 |
14,639 |
+490 |
| Dec10 |
100430 |
115~060 |
115~060 |
114~240 |
115~060 |
+0~140 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
1,566,705 |
1,674,953 |
-24,978 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100430 |
115~068 |
115~117 |
115~055 |
115~110 |
+0~042 |
616,336 |
969,671 |
-8,334 |
| Sep10 |
100430 |
114~104 |
114~108 |
114~059 |
114~106 |
+0~047 |
103 |
1,950 |
+52 |
| Dec10 |
100430 |
113~098 |
113~102 |
113~047 |
113~098 |
+0~051 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
616,440 |
971,622 |
-8,281 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100430 |
54~050 |
54~050 |
54~050 |
54~050 |
-54~039 |
439,121 |
1,006,533 |
-8,597 |
| Sep10 |
100430 |
108~025 |
108~033 |
108~018 |
108~033 |
+0~015 |
1,387 |
8,663 |
+911 |
| Dec10 |
100430 |
107~093 |
107~093 |
107~075 |
107~093 |
+0~018 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
440,508 |
1,015,197 |
-7,686 |
| Eurodollars(CME) |
| Jun10 |
100430 |
99.555 |
99.570 |
99.505 |
99.530 |
-0.025 |
481,190 |
1,230,210 |
-19,157 |
| Sep10 |
100430 |
99.425 |
99.440 |
99.360 |
99.390 |
-0.035 |
385,901 |
1,120,466 |
+2,838 |
| Dec10 |
100430 |
99.215 |
99.225 |
99.150 |
99.175 |
-0.035 |
360,895 |
1,140,708 |
-26 |
| Mar11 |
100430 |
98.920 |
98.935 |
98.875 |
98.900 |
-0.025 |
344,073 |
753,882 |
+1,632 |
| Jun11 |
100430 |
98.590 |
98.610 |
98.565 |
98.590 |
-0.005 |
426,474 |
875,371 |
-7,093 |
| Sep11 |
100430 |
98.255 |
98.290 |
98.230 |
98.275 |
+0.015 |
311,778 |
695,888 |
+1,648 |
| Dec11 |
100430 |
97.925 |
97.975 |
97.900 |
97.960 |
+0.030 |
254,008 |
555,680 |
-4,607 |
| Mar12 |
100430 |
97.640 |
97.705 |
97.610 |
97.685 |
+0.045 |
176,683 |
340,015 |
+4,990 |
| Jun12 |
100430 |
97.350 |
97.430 |
97.325 |
97.410 |
+0.055 |
104,975 |
240,396 |
-3,643 |
| Sep12 |
100430 |
97.085 |
97.170 |
97.060 |
97.150 |
+0.065 |
68,426 |
184,047 |
-3,124 |
| Dec12 |
100430 |
96.825 |
96.910 |
96.790 |
96.890 |
+0.075 |
58,195 |
152,133 |
-1,451 |
| Mar13 |
100430 |
96.595 |
96.690 |
96.565 |
96.670 |
+0.080 |
51,804 |
126,174 |
-3,104 |
| Jun13 |
100430 |
96.365 |
96.470 |
96.340 |
96.450 |
+0.085 |
26,662 |
82,636 |
+1,233 |
| Sep13 |
100430 |
96.165 |
96.270 |
96.135 |
96.250 |
+0.085 |
18,792 |
75,372 |
+2,594 |
| Dec13 |
100430 |
95.955 |
96.065 |
95.935 |
96.045 |
+0.080 |
18,521 |
42,230 |
+2,004 |
| Mar14 |
100430 |
95.795 |
95.905 |
95.775 |
95.885 |
+0.080 |
12,088 |
40,842 |
+809 |
| Jun14 |
100430 |
95.635 |
95.740 |
95.610 |
95.725 |
+0.080 |
9,260 |
37,210 |
+494 |
| Sep14 |
100430 |
95.495 |
95.595 |
95.470 |
95.580 |
+0.080 |
7,452 |
26,332 |
+998 |
| Total Volume and Open Interest |
3,168,443 |
7,912,997 |
-14,908 |
| 30 Day Federal Funds(CBOT) |
| Apr10 |
100430 |
99.800 |
99.802 |
99.800 |
99.800 |
unch |
4,365 |
74,057 |
+1,296 |
| May10 |
100430 |
99.785 |
99.790 |
99.780 |
99.785 |
unch |
9,553 |
70,177 |
+1,086 |
| Jun10 |
100430 |
99.775 |
99.780 |
99.760 |
99.770 |
unch |
7,407 |
82,692 |
-1,830 |
| Jul10 |
100430 |
99.765 |
99.765 |
99.750 |
99.755 |
-0.005 |
11,629 |
62,057 |
+1,904 |
| Aug10 |
100430 |
99.750 |
99.755 |
99.735 |
99.740 |
-0.005 |
19,705 |
73,396 |
+2,109 |
| Sep10 |
100430 |
99.720 |
99.725 |
99.710 |
99.715 |
-0.005 |
9,823 |
52,676 |
+1,344 |
| Total Volume and Open Interest |
106,967 |
695,369 |
+7,178 |
| 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 |
100430 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
101 |
2,505 |
+101 |
| Sep10 |
100430 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
0 |
1,031 |
+0 |
| Dec10 |
100430 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
0 |
342 |
+0 |
| Mar11 |
100430 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
0 |
167 |
+0 |
| Jun11 |
100430 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.005 |
|
|
|
| Sep11 |
100430 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.005 |
|
|
|
| Dec11 |
100430 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
|
|
|
| Mar12 |
100430 |
99.485 |
99.485 |
99.485 |
99.485 |
+0.005 |
|
|
|
| Jun12 |
100430 |
99.535 |
99.535 |
99.535 |
99.535 |
+0.010 |
|
|
|
| Sep12 |
100430 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
101 |
4,045 |
+101 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100430 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.01 |
1,303 |
5,258 |
+0 |
| Sep10 |
100430 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
100 |
3,042 |
+0 |
| Dec10 |
100430 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1,418 |
+0 |
| Mar11 |
100430 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.01 |
0 |
1,735 |
+0 |
| Jun11 |
100430 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
106 |
+0 |
| Sep11 |
100430 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
100430 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
0 |
102 |
+0 |
| Mar12 |
100430 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.01 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
1,403 |
12,884 |
-199 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100430 |
139.75 |
139.78 |
139.64 |
139.64 |
-0.13 |
1,157 |
16,941 |
+452 |
| Sep10 |
100430 |
139.78 |
139.78 |
139.59 |
139.59 |
-0.13 |
0 |
1 |
+1 |
| Dec10 |
100430 |
137.50 |
137.50 |
137.50 |
137.50 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
1,157 |
17,188 |
+247 |
| Euro-Bund(EUREX) |
| Jun10 |
100429 |
124.75 |
124.76 |
124.23 |
124.43 |
-0.17 |
1,109,904 |
1,017,532 |
-8,661 |
| Sep10 |
100430 |
123.87 |
124.30 |
123.79 |
124.27 |
+0.44 |
3,168 |
7,894 |
+1,163 |
| Dec10 |
100430 |
123.85 |
123.85 |
123.85 |
123.85 |
+0.42 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,828,827 |
1,064,380 |
+40,116 |
| Euro-Bobl(EUREX) |
| Jun10 |
100430 |
118.04 |
118.21 |
117.85 |
118.12 |
+0.06 |
644,375 |
802,039 |
-5,605 |
| Sep10 |
100430 |
117.58 |
117.82 |
117.49 |
117.80 |
+0.24 |
681 |
15,978 |
-472 |
| Dec10 |
100430 |
117.56 |
117.56 |
117.56 |
117.56 |
+0.23 |
|
|
|
| Total Volume and Open Interest |
973,135 |
803,309 |
-15,180 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100430 |
99.210 |
99.210 |
99.180 |
99.200 |
-0.010 |
636 |
5,969 |
+125 |
| Sep10 |
100430 |
99.080 |
99.080 |
99.065 |
99.080 |
-0.005 |
476 |
2,884 |
-292 |
| Dec10 |
100430 |
98.970 |
98.970 |
98.955 |
98.965 |
unch |
15 |
1,563 |
-2 |
| Total Volume and Open Interest |
1,226 |
15,904 |
-139 |
| Long Gilt(LIFFE) |
| Jun10 |
100429 |
115~07 |
115~11 |
114~28 |
115~01 |
-0~02 |
100,428 |
287,007 |
+4,941 |
| Sep10 |
100430 |
114~20 |
114~20 |
114~20 |
114~20 |
+0~29 |
1 |
3 |
-1 |
| Total Volume and Open Interest |
132,912 |
292,800 |
+5,789 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100430 |
99.22 |
99.24 |
99.19 |
99.22 |
-0.01 |
87,960 |
331,403 |
-16,919 |
| Sep10 |
100430 |
99.08 |
99.11 |
99.06 |
99.09 |
+0.01 |
135,264 |
442,529 |
-21,114 |
| Dec10 |
100430 |
98.84 |
98.87 |
98.83 |
98.86 |
+0.03 |
146,276 |
436,964 |
-37,991 |
| Mar11 |
100430 |
98.53 |
98.57 |
98.52 |
98.56 |
+0.05 |
189,385 |
264,570 |
-48,401 |
| Jun11 |
100430 |
98.17 |
98.23 |
98.16 |
98.22 |
+0.07 |
146,926 |
294,022 |
-20,418 |
| Sep11 |
100430 |
97.83 |
97.89 |
97.83 |
97.88 |
+0.07 |
115,361 |
213,300 |
+19 |
| Total Volume and Open Interest |
982,936 |
2,468,762 |
-137,197 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100430 |
99.205 |
99.220 |
99.165 |
99.195 |
-0.015 |
521,916 |
938,127 |
-9,691 |
| Sep10 |
100430 |
99.085 |
99.120 |
99.045 |
99.080 |
-0.005 |
390,786 |
820,885 |
-7,685 |
| Dec10 |
100430 |
98.975 |
98.980 |
98.925 |
98.965 |
unch |
358,704 |
544,318 |
-15,284 |
| Total Volume and Open Interest |
2,556,700 |
4,185,976 |
+15,615 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100430 |
95.24 |
95.26 |
95.21 |
95.23 |
-0.02 |
38,719 |
305,255 |
+12,911 |
| Sep10 |
100430 |
94.94 |
94.97 |
94.93 |
94.94 |
-0.01 |
54,057 |
206,129 |
+4,023 |
| Dec10 |
100430 |
94.73 |
94.77 |
94.72 |
94.73 |
-0.02 |
19,585 |
135,754 |
+1,357 |
| Mar11 |
100430 |
94.54 |
94.58 |
94.54 |
94.54 |
-0.02 |
7,917 |
56,515 |
+1,455 |
| Jun11 |
100430 |
94.40 |
94.42 |
94.37 |
94.37 |
-0.03 |
2,504 |
44,006 |
-928 |
| Sep11 |
100430 |
94.25 |
94.26 |
94.22 |
94.22 |
-0.02 |
2,238 |
25,124 |
-208 |
| Dec11 |
100430 |
94.15 |
94.15 |
94.10 |
94.10 |
-0.02 |
1,242 |
21,931 |
+681 |
| Mar12 |
100430 |
94.06 |
94.08 |
94.03 |
94.03 |
-0.03 |
192 |
11,024 |
+33 |
| Jun12 |
100430 |
94.01 |
94.03 |
93.99 |
93.99 |
-0.02 |
0 |
2,441 |
+0 |
| Sep12 |
100430 |
93.99 |
94.00 |
93.98 |
93.98 |
-0.02 |
0 |
1,980 |
+0 |
| Total Volume and Open Interest |
126,454 |
810,988 |
+19,324 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100430 |
94.25 |
94.29 |
94.23 |
94.28 |
+0.02 |
48,000 |
436,289 |
+8,888 |
| Sep10 |
100430 |
94.28 |
94.28 |
94.28 |
94.28 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
48,000 |
436,289 |
+8,888 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100430 |
94.63 |
94.67 |
94.60 |
94.64 |
unch |
160,960 |
715,020 |
+59,088 |
| Sep10 |
100430 |
94.64 |
94.64 |
94.64 |
94.64 |
unch |
|
|
|
| Total Volume and Open Interest |
160,960 |
715,020 |
+59,088 |
| Gold(CMX) |
| Jun10 |
100430 |
1168.0 |
1182.5 |
1167.8 |
1180.7 |
+11.9 |
167,705 |
337,929 |
+1,221 |
| Aug10 |
100430 |
1170.5 |
1183.3 |
1169.8 |
1182.1 |
+11.9 |
3,568 |
38,799 |
+47 |
| Oct10 |
100430 |
1172.8 |
1184.0 |
1172.5 |
1183.3 |
+12.0 |
1,374 |
22,974 |
-385 |
| Dec10 |
100430 |
1173.4 |
1186.3 |
1173.4 |
1184.8 |
+12.1 |
3,062 |
43,343 |
-394 |
| Feb11 |
100430 |
1179.1 |
1186.8 |
1178.8 |
1186.5 |
+12.2 |
190 |
17,578 |
+78 |
| Apr11 |
100430 |
1188.5 |
1188.5 |
1188.5 |
1188.5 |
+12.2 |
163 |
12,436 |
-11 |
| Jun11 |
100430 |
536.2 |
536.2 |
534.7 |
535.6 |
+12.3 |
504 |
7,054 |
+200 |
| Aug11 |
100430 |
1193.9 |
1193.9 |
1193.9 |
1193.9 |
+12.4 |
6 |
3,583 |
-3 |
| Oct11 |
100430 |
1197.3 |
1197.3 |
1197.3 |
1197.3 |
+12.2 |
77 |
6,475 |
+25 |
| Dec11 |
100430 |
1196.4 |
1201.6 |
1196.4 |
1200.8 |
+11.9 |
679 |
13,927 |
+171 |
| Feb12 |
100430 |
1205.0 |
1205.0 |
1205.0 |
1205.0 |
+11.7 |
50 |
3,600 |
+50 |
| Total Volume and Open Interest |
178,031 |
539,341 |
+750 |
| Silver(CMX) |
| May10 |
100430 |
1848.5 |
1876.5 |
1845.5 |
1861.1 |
+6.2 |
44,456 |
8,059 |
-6,522 |
| Jul10 |
100430 |
1850.5 |
1879.0 |
1848.0 |
1863.9 |
+6.0 |
33,437 |
72,918 |
+4,890 |
| Sep10 |
100430 |
1861.0 |
1881.0 |
1852.0 |
1866.7 |
+6.1 |
468 |
8,595 |
+93 |
| Dec10 |
100430 |
1858.0 |
1884.0 |
1858.0 |
1870.4 |
+6.1 |
1,256 |
15,382 |
+402 |
| Mar11 |
100430 |
1877.0 |
1887.5 |
1874.0 |
1874.0 |
+6.2 |
14 |
3,556 |
-6 |
| May11 |
100430 |
1876.3 |
1876.3 |
1876.3 |
1876.3 |
+6.3 |
76 |
2,112 |
+59 |
| Jul11 |
100430 |
1879.5 |
1879.5 |
1876.5 |
1878.6 |
+6.1 |
0 |
3,204 |
+0 |
| Total Volume and Open Interest |
81,079 |
123,066 |
-1,078 |
| Platinum(NYMEX) |
| Jul10 |
100430 |
1734.6 |
1749.5 |
1733.5 |
1745.1 |
+11.4 |
4,857 |
35,961 |
+121 |
| Oct10 |
100430 |
1743.7 |
1748.3 |
1742.0 |
1748.3 |
+11.3 |
20 |
1,105 |
+16 |
| Jan11 |
100430 |
1749.9 |
1749.9 |
1749.9 |
1749.9 |
+11.3 |
2 |
249 |
+1 |
| Apr11 |
100430 |
1749.9 |
1749.9 |
1749.9 |
1749.9 |
+11.3 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,882 |
37,322 |
+71 |
| Palladium(NYMEX) |
| Jun10 |
100430 |
551.75 |
559.75 |
547.20 |
555.75 |
+6.75 |
3,673 |
22,871 |
+11 |
| Sep10 |
100430 |
556.30 |
558.00 |
550.00 |
557.05 |
+6.75 |
97 |
1,038 |
-12 |
| Dec10 |
100430 |
557.50 |
558.90 |
552.00 |
558.20 |
+7.20 |
5 |
109 |
+5 |
| Total Volume and Open Interest |
3,775 |
24,041 |
+4 |
| Copper(CMX) |
| May10 |
100430 |
334.00 |
337.50 |
331.90 |
333.75 |
+0.40 |
33,828 |
9,524 |
-4,278 |
| Jul10 |
100430 |
335.85 |
339.35 |
333.55 |
335.35 |
+0.30 |
31,576 |
93,641 |
+272 |
| Sep10 |
100430 |
338.15 |
339.90 |
335.85 |
337.00 |
+0.30 |
1,160 |
15,945 |
+140 |
| Dec10 |
100430 |
342.20 |
342.20 |
338.30 |
338.40 |
+0.35 |
483 |
11,203 |
+256 |
| Mar11 |
100430 |
339.35 |
339.55 |
339.20 |
339.20 |
+0.45 |
88 |
2,733 |
+0 |
| Total Volume and Open Interest |
68,112 |
148,068 |
-3,756 |
| DJIA Index(CBOT) |
| Jun10 |
100430 |
11141 |
11153 |
10955 |
10960 |
-175 |
370 |
8,396 |
+32 |
| Sep10 |
100430 |
10899 |
11074 |
10899 |
10899 |
-175 |
2 |
13 |
+1 |
| Dec10 |
100430 |
10841 |
11016 |
10841 |
10841 |
-175 |
0 |
1 |
+0 |
| Mar11 |
100430 |
10786 |
10961 |
10786 |
10786 |
-175 |
|
|
|
| Total Volume and Open Interest |
372 |
8,410 |
+33 |
| S & P 500(CME) |
| Jun10 |
100430 |
1205.50 |
1207.80 |
1183.00 |
1183.40 |
-21.90 |
29,858 |
310,695 |
-1,768 |
| Sep10 |
100430 |
1199.50 |
1200.20 |
1178.80 |
1178.80 |
-21.90 |
230 |
6,499 |
+174 |
| Dec10 |
100430 |
1174.20 |
1195.60 |
1174.10 |
1174.20 |
-21.90 |
2 |
3,423 |
+2 |
| Mar11 |
100430 |
1170.10 |
1191.50 |
1170.00 |
1170.10 |
-21.90 |
0 |
377 |
+0 |
| Total Volume and Open Interest |
30,090 |
321,019 |
-1,592 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100430 |
1205.50 |
1208.00 |
1182.75 |
1183.50 |
-21.75 |
2,857,714 |
2,534,454 |
-17,481 |
| Sep10 |
100430 |
1199.50 |
1203.25 |
1178.25 |
1178.75 |
-22.00 |
3,757 |
22,360 |
+611 |
| Total Volume and Open Interest |
2,861,502 |
2,558,972 |
-16,855 |
| NASDAQ 100(CME) |
| Jun10 |
100430 |
2041.30 |
2046.50 |
1997.00 |
1998.50 |
-42.50 |
2,608 |
19,425 |
+792 |
| Sep10 |
100430 |
1997.00 |
2037.00 |
1997.00 |
1997.00 |
-42.00 |
0 |
160 |
+0 |
| Dec10 |
100430 |
1994.50 |
1998.50 |
1994.50 |
1994.50 |
-42.00 |
|
|
|
| Total Volume and Open Interest |
2,608 |
19,585 |
+792 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100430 |
2041.00 |
2047.00 |
1998.00 |
1998.50 |
-42.50 |
359,035 |
377,604 |
+6,948 |
| Sep10 |
100430 |
2041.80 |
2041.80 |
1997.00 |
1997.00 |
-42.00 |
124 |
1,664 |
+22 |
| Total Volume and Open Interest |
359,159 |
379,279 |
+6,970 |
| S & P Midcap 400(CME) |
| Jun10 |
100430 |
840.00 |
841.50 |
820.00 |
821.60 |
-17.40 |
16 |
1,554 |
-8 |
| Sep10 |
100430 |
819.60 |
819.60 |
819.60 |
819.60 |
-17.40 |
|
|
|
| Dec10 |
100430 |
817.60 |
817.60 |
817.60 |
817.60 |
-17.40 |
|
|
|
| Total Volume and Open Interest |
16 |
1,554 |
-8 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100430 |
11005 |
11100 |
10990 |
11005 |
-90 |
22,842 |
47,301 |
+47,301 |
| Sep10 |
100430 |
11060 |
11065 |
11060 |
11060 |
-90 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
22,842 |
47,302 |
-395 |
| Nikkei 225(SGX) |
| Jun10 |
100430 |
11065 |
11095 |
11035 |
11040 |
+105 |
94,951 |
187,232 |
+1,900 |
| Sep10 |
100430 |
11040 |
11040 |
11040 |
11040 |
+105 |
6 |
355 |
-1 |
| Dec10 |
100430 |
11000 |
11000 |
11000 |
11000 |
+105 |
0 |
968 |
+0 |
| Total Volume and Open Interest |
95,099 |
189,772 |
+1,900 |
| CAC 40(EURONEXT) |
| May10 |
100430 |
3752.0 |
3785.0 |
3700.0 |
3743.0 |
-24.5 |
280,718 |
470,266 |
+50,460 |
| Jun10 |
100430 |
3726.0 |
3752.5 |
3679.5 |
3712.0 |
-25.0 |
2,412 |
57,954 |
+8 |
| Jul10 |
100430 |
3706.5 |
3706.5 |
3706.5 |
3706.5 |
-24.5 |
2 |
2 |
+2 |
| Total Volume and Open Interest |
283,157 |
529,603 |
+50,452 |
| Hang Seng Index(HKFE) |
| Apr10 |
100429 |
20945 |
20987 |
20850 |
20889 |
-1 |
106,091 |
27,487 |
-32,311 |
| May10 |
100430 |
20679 |
20896 |
20609 |
20882 |
+382 |
54,890 |
71,248 |
+1,330 |
| Jun10 |
100430 |
20650 |
20870 |
20606 |
20866 |
+389 |
973 |
4,358 |
-34 |
| Total Volume and Open Interest |
143,709 |
90,623 |
-12,257 |
| DAX(EUREX) |
| Jun10 |
100430 |
6145.0 |
6218.0 |
6089.0 |
6130.5 |
-23.0 |
316,353 |
166,103 |
+3,688 |
| Sep10 |
100430 |
6158.0 |
6221.5 |
6098.5 |
6136.0 |
-23.0 |
1,422 |
10,215 |
+392 |
| Dec10 |
100430 |
6161.5 |
6187.0 |
6107.0 |
6145.5 |
-22.5 |
857 |
1,179 |
+163 |
| Total Volume and Open Interest |
318,632 |
177,497 |
+4,243 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100430 |
5582.00 |
5607.00 |
5453.00 |
5507.50 |
-88.50 |
198,985 |
680,368 |
-1,615 |
| Sep10 |
100430 |
5508.50 |
5519.50 |
5462.00 |
5466.50 |
-88.50 |
24 |
906 |
+24 |
| Dec10 |
100430 |
5439.50 |
5439.50 |
5439.50 |
5439.50 |
-88.50 |
185 |
2,836 |
-75 |
| Total Volume and Open Interest |
199,194 |
684,110 |
-1,666 |
| SPI 200(SFE) |
| Jun10 |
100430 |
4796.0 |
4849.0 |
4792.0 |
4819.0 |
+15.0 |
35,197 |
213,004 |
+8,604 |
| Sep10 |
100430 |
4783.0 |
4814.0 |
4783.0 |
4808.0 |
+17.0 |
173 |
2,536 |
+155 |
| Dec10 |
100430 |
4832.0 |
4832.0 |
4832.0 |
4832.0 |
+15.0 |
0 |
2,393 |
+0 |
| Total Volume and Open Interest |
35,370 |
218,881 |
+8,759 |
| GSCI(CME) |
| May10 |
100430 |
548.50 |
551.50 |
545.00 |
548.25 |
+4.25 |
336 |
19,662 |
+4 |
| Jun10 |
100430 |
556.00 |
557.50 |
552.00 |
555.75 |
+4.75 |
0 |
4 |
+0 |
| Jul10 |
100430 |
562.50 |
563.00 |
558.00 |
562.50 |
+5.50 |
|
|
|
| Total Volume and Open Interest |
336 |
19,666 |
+4 |
| Reuters CCI(ICE) |
| Jun10 |
100430 |
278.20 |
278.20 |
278.20 |
278.20 |
+2.20 |
|
|
|
| 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. |
|
|