|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu May 06, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100506 |
969.00 |
973.00 |
941.50 |
945.50 |
-22.75 |
11,422 |
5,497 |
-3,343 |
| Jul10 |
100506 |
978.00 |
982.25 |
949.75 |
954.00 |
-24.00 |
87,682 |
243,090 |
+1,705 |
| Aug10 |
100506 |
975.50 |
979.50 |
946.75 |
950.25 |
-25.25 |
5,022 |
19,471 |
+1,103 |
| Sep10 |
100506 |
965.25 |
965.25 |
932.00 |
935.00 |
-26.50 |
2,293 |
12,254 |
+659 |
| Nov10 |
100506 |
955.50 |
959.75 |
924.00 |
928.75 |
-26.75 |
20,189 |
160,116 |
+3,118 |
| Jan11 |
100506 |
965.50 |
967.75 |
933.00 |
937.00 |
-26.50 |
589 |
10,421 |
+84 |
| Mar11 |
100506 |
966.00 |
968.25 |
938.00 |
941.75 |
-26.50 |
528 |
5,094 |
-43 |
| Total Volume and Open Interest |
128,906 |
475,888 |
+3,439 |
| Soybean Meal(CBOT) |
| May10 |
100506 |
281.00 |
282.70 |
273.30 |
276.20 |
-3.50 |
1,905 |
5,214 |
-595 |
| Jul10 |
100506 |
283.00 |
286.20 |
275.20 |
278.40 |
-4.50 |
37,315 |
106,614 |
+2,724 |
| Aug10 |
100506 |
280.50 |
283.10 |
272.70 |
275.50 |
-5.20 |
3,600 |
14,582 |
-230 |
| Sep10 |
100506 |
276.20 |
276.70 |
266.30 |
269.40 |
-5.80 |
2,666 |
11,512 |
+478 |
| Oct10 |
100506 |
268.50 |
269.70 |
259.00 |
262.20 |
-5.60 |
1,024 |
8,249 |
-24 |
| Dec10 |
100506 |
267.10 |
269.00 |
257.80 |
261.40 |
-5.50 |
3,916 |
31,895 |
+92 |
| Jan11 |
100506 |
269.30 |
269.30 |
258.80 |
262.10 |
-5.50 |
149 |
4,411 |
-19 |
| Mar11 |
100506 |
264.70 |
270.00 |
260.00 |
263.30 |
-5.50 |
198 |
3,513 |
+7 |
| Total Volume and Open Interest |
50,814 |
190,267 |
+2,430 |
| Soybean Oil(CBOT) |
| May10 |
100506 |
38.60 |
38.60 |
37.84 |
37.84 |
-0.80 |
6,406 |
3,009 |
-2,865 |
| Jul10 |
100506 |
38.95 |
39.11 |
38.10 |
38.12 |
-0.81 |
42,002 |
161,471 |
+4,826 |
| Aug10 |
100506 |
39.16 |
39.28 |
38.28 |
38.31 |
-0.81 |
4,730 |
21,471 |
+175 |
| Sep10 |
100506 |
39.34 |
39.39 |
38.46 |
38.47 |
-0.81 |
3,469 |
14,088 |
+684 |
| Oct10 |
100506 |
39.55 |
39.57 |
38.61 |
38.62 |
-0.80 |
1,594 |
10,862 |
+44 |
| Dec10 |
100506 |
39.82 |
39.93 |
38.97 |
39.00 |
-0.79 |
6,471 |
57,545 |
-30 |
| Jan11 |
100506 |
40.15 |
40.15 |
39.22 |
39.26 |
-0.78 |
171 |
3,440 |
+10 |
| Mar11 |
100506 |
39.98 |
40.12 |
39.50 |
39.51 |
-0.78 |
282 |
1,941 |
+22 |
| Total Volume and Open Interest |
65,436 |
277,196 |
+2,966 |
| Canola(WCE) |
| May10 |
100506 |
392.2 |
392.2 |
389.1 |
389.1 |
-1.7 |
54 |
609 |
-50 |
| Jul10 |
100506 |
390.4 |
393.5 |
388.3 |
389.1 |
-1.7 |
3,386 |
88,724 |
+1,162 |
| Nov10 |
100506 |
392.7 |
394.4 |
390.0 |
390.7 |
-2.1 |
1,614 |
30,999 |
+56 |
| Jan11 |
100506 |
397.0 |
398.0 |
393.7 |
394.7 |
-2.1 |
211 |
2,298 |
+5 |
| Mar11 |
100506 |
399.3 |
399.5 |
396.3 |
397.9 |
-2.6 |
94 |
1,417 |
+33 |
| Total Volume and Open Interest |
5,377 |
125,358 |
+1,223 |
| Corn(CBOT) |
| May10 |
100506 |
365.00 |
372.75 |
361.00 |
364.00 |
-0.75 |
16,371 |
13,167 |
-4,725 |
| Jul10 |
100506 |
372.50 |
380.00 |
368.00 |
371.25 |
-1.75 |
131,920 |
523,760 |
-1,869 |
| Sep10 |
100506 |
380.00 |
386.25 |
375.25 |
377.75 |
-3.00 |
20,309 |
161,577 |
+391 |
| Dec10 |
100506 |
389.00 |
393.50 |
383.00 |
384.75 |
-4.50 |
39,984 |
338,176 |
+2,147 |
| Mar11 |
100506 |
401.25 |
405.75 |
396.00 |
398.00 |
-4.50 |
4,310 |
48,544 |
+829 |
| May11 |
100506 |
410.25 |
414.50 |
406.00 |
406.50 |
-5.00 |
303 |
9,622 |
+19 |
| Total Volume and Open Interest |
222,831 |
1,170,638 |
+1,318 |
| Wheat(CBOT) |
| May10 |
100506 |
500.00 |
502.00 |
490.00 |
497.25 |
-3.75 |
4,678 |
3,619 |
-1,353 |
| Jul10 |
100506 |
512.00 |
514.00 |
500.25 |
508.25 |
-3.75 |
48,824 |
246,108 |
+3,053 |
| Sep10 |
100506 |
527.75 |
528.50 |
515.50 |
524.00 |
-3.75 |
5,250 |
81,154 |
+423 |
| Dec10 |
100506 |
553.75 |
555.00 |
542.25 |
550.25 |
-4.00 |
8,050 |
71,496 |
+1,177 |
| Mar11 |
100506 |
582.00 |
582.00 |
569.50 |
577.50 |
-3.50 |
873 |
16,895 |
+347 |
| Total Volume and Open Interest |
69,616 |
452,413 |
+4,237 |
| Wheat(KCBT) |
| May10 |
100506 |
515.00 |
515.00 |
505.00 |
511.25 |
-4.25 |
496 |
302 |
-451 |
| Jul10 |
100506 |
522.75 |
525.25 |
512.25 |
519.50 |
-4.50 |
10,668 |
65,248 |
-1,689 |
| Sep10 |
100506 |
533.75 |
536.25 |
524.00 |
531.00 |
-4.50 |
2,236 |
16,968 |
+1,569 |
| Dec10 |
100506 |
551.50 |
554.50 |
542.00 |
548.50 |
-4.25 |
2,163 |
45,561 |
-462 |
| Mar11 |
100506 |
567.25 |
571.50 |
559.50 |
566.00 |
-4.25 |
535 |
10,526 |
+225 |
| Total Volume and Open Interest |
17,173 |
150,672 |
-351 |
| Wheat(MGE) |
| May10 |
100506 |
528.75 |
529.50 |
528.75 |
529.50 |
-4.75 |
83 |
138 |
-277 |
| Jul10 |
100506 |
542.50 |
543.50 |
531.00 |
537.00 |
-6.50 |
1,468 |
19,232 |
-248 |
| Sep10 |
100506 |
553.50 |
554.50 |
542.50 |
548.25 |
-6.75 |
455 |
7,859 |
+162 |
| Dec10 |
100506 |
572.00 |
572.75 |
560.50 |
566.00 |
-6.75 |
434 |
7,530 |
+147 |
| Mar11 |
100506 |
589.00 |
589.50 |
577.50 |
583.00 |
-6.50 |
89 |
1,712 |
+41 |
| Total Volume and Open Interest |
2,662 |
40,246 |
-121 |
| Oats(CBOT) |
| May10 |
100506 |
203.75 |
205.50 |
202.00 |
202.00 |
-3.50 |
77 |
68 |
-69 |
| Jul10 |
100506 |
210.75 |
211.00 |
207.00 |
207.00 |
-3.50 |
578 |
12,211 |
-61 |
| Sep10 |
100506 |
217.50 |
219.00 |
215.50 |
215.50 |
-3.50 |
39 |
1,274 |
+39 |
| Dec10 |
100506 |
229.25 |
231.75 |
227.50 |
227.50 |
-3.50 |
87 |
2,799 |
+33 |
| Total Volume and Open Interest |
781 |
16,365 |
-58 |
| Rough Rice(CBOT) |
| May10 |
100506 |
11.89 |
11.90 |
11.65 |
11.65 |
-0.26 |
513 |
472 |
-142 |
| Jul10 |
100506 |
12.11 |
12.12 |
11.77 |
11.84 |
-0.30 |
1,030 |
9,226 |
-57 |
| Sep10 |
100506 |
11.73 |
11.83 |
11.45 |
11.48 |
-0.30 |
227 |
3,354 |
+159 |
| Nov10 |
100506 |
11.87 |
11.89 |
11.59 |
11.63 |
-0.27 |
93 |
1,553 |
+32 |
| Total Volume and Open Interest |
1,943 |
15,788 |
+41 |
| Live Cattle(CME) |
| Jun10 |
100506 |
96.785 |
97.050 |
95.100 |
95.850 |
-0.850 |
30,372 |
147,667 |
-4,553 |
| Aug10 |
100506 |
95.250 |
95.430 |
93.300 |
94.450 |
-0.800 |
22,604 |
99,953 |
+2,867 |
| Oct10 |
100506 |
96.400 |
96.600 |
94.680 |
95.750 |
-0.800 |
9,063 |
60,983 |
+1,683 |
| Dec10 |
100506 |
97.500 |
97.900 |
95.900 |
96.980 |
-0.850 |
3,941 |
35,811 |
+1,340 |
| Feb11 |
100506 |
98.650 |
98.730 |
96.730 |
98.200 |
-0.600 |
3,186 |
17,813 |
+230 |
| Apr11 |
100506 |
98.500 |
98.750 |
97.100 |
98.550 |
-0.450 |
219 |
6,770 |
+86 |
| Total Volume and Open Interest |
69,445 |
371,920 |
+1,695 |
| Feeder Cattle(CME) |
| May10 |
100506 |
113.980 |
114.180 |
112.100 |
113.350 |
-0.550 |
1,462 |
8,928 |
-768 |
| Aug10 |
100506 |
116.600 |
116.850 |
113.680 |
115.535 |
-1.145 |
2,691 |
25,869 |
+269 |
| Sep10 |
100506 |
116.500 |
116.580 |
114.035 |
115.700 |
-0.835 |
541 |
5,379 |
+175 |
| Oct10 |
100506 |
115.980 |
116.035 |
113.850 |
115.200 |
-0.730 |
215 |
2,462 |
+82 |
| Nov10 |
100506 |
115.580 |
115.700 |
114.000 |
114.980 |
-0.720 |
62 |
1,234 |
+30 |
| Jan11 |
100506 |
113.000 |
113.135 |
111.950 |
112.950 |
-0.650 |
31 |
337 |
+50 |
| Mar11 |
100506 |
111.500 |
112.385 |
111.500 |
111.950 |
-0.450 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
5,002 |
44,244 |
-162 |
| Lean Hogs(CME) |
| May10 |
100506 |
89.135 |
89.600 |
88.600 |
89.035 |
-0.315 |
853 |
5,745 |
-194 |
| Jun10 |
100506 |
84.500 |
86.080 |
83.300 |
84.100 |
-0.380 |
13,960 |
78,777 |
-2,691 |
| Jul10 |
100506 |
85.500 |
86.350 |
83.900 |
84.650 |
-0.550 |
5,088 |
35,242 |
+63 |
| Aug10 |
100506 |
85.135 |
86.180 |
83.480 |
85.050 |
+0.300 |
2,371 |
45,038 |
+337 |
| Oct10 |
100506 |
74.750 |
75.800 |
73.600 |
74.800 |
+0.265 |
1,986 |
30,873 |
+167 |
| Dec10 |
100506 |
71.300 |
72.550 |
70.450 |
71.400 |
+0.150 |
1,261 |
20,722 |
-149 |
| Feb11 |
100506 |
71.700 |
72.930 |
70.900 |
72.150 |
+0.050 |
41 |
5,704 |
+9 |
| Apr11 |
100506 |
73.100 |
73.650 |
72.250 |
72.800 |
-0.400 |
21 |
2,619 |
+6 |
| Total Volume and Open Interest |
25,605 |
225,607 |
-2,434 |
| Pork Bellies(CME) |
| May10 |
100506 |
102.700 |
102.700 |
101.500 |
102.700 |
+0.200 |
4 |
63 |
-2 |
| Jul10 |
100506 |
103.000 |
103.000 |
100.800 |
102.700 |
-0.800 |
38 |
125 |
+10 |
| Aug10 |
100506 |
96.500 |
99.500 |
96.500 |
96.500 |
unch |
0 |
22 |
+0 |
| Feb11 |
100506 |
98.500 |
98.500 |
98.500 |
98.500 |
unch |
0 |
3 |
+0 |
| Mar11 |
100506 |
99.000 |
99.000 |
99.000 |
99.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
42 |
214 |
+8 |
| Class III Milk(CME) |
| May10 |
100506 |
13.15 |
13.18 |
13.11 |
13.12 |
-0.06 |
210 |
4,734 |
+23 |
| Jun10 |
100506 |
13.58 |
13.63 |
13.34 |
13.38 |
-0.25 |
209 |
4,510 |
+27 |
| Jul10 |
100506 |
14.45 |
14.48 |
14.01 |
14.12 |
-0.34 |
181 |
3,364 |
+77 |
| Aug10 |
100506 |
15.06 |
15.08 |
14.81 |
14.84 |
-0.24 |
86 |
3,094 |
+33 |
| Sep10 |
100506 |
15.18 |
15.20 |
15.02 |
15.06 |
-0.14 |
58 |
2,955 |
+25 |
| Total Volume and Open Interest |
918 |
26,922 |
+272 |
| Cocoa(ICE) |
| May10 |
100506 |
3215 |
3215 |
3181 |
3190 |
unch |
14 |
35 |
-4 |
| Jul10 |
100506 |
3210 |
3224 |
3150 |
3203 |
unch |
9,557 |
61,416 |
-129 |
| Sep10 |
100506 |
3224 |
3242 |
3185 |
3224 |
+2 |
1,682 |
26,094 |
+908 |
| Dec10 |
100506 |
3260 |
3263 |
3204 |
3241 |
+1 |
570 |
15,489 |
+123 |
| Mar11 |
100506 |
3258 |
3274 |
3239 |
3261 |
+2 |
337 |
14,482 |
+119 |
| May11 |
100506 |
3268 |
3274 |
3268 |
3273 |
+4 |
79 |
6,365 |
+57 |
| Jul11 |
100506 |
3279 |
3279 |
3279 |
3279 |
unch |
0 |
2,849 |
+0 |
| Total Volume and Open Interest |
12,437 |
131,767 |
+1,270 |
| Coffee "C"(ICE) |
| May10 |
100506 |
136.85 |
136.85 |
133.00 |
133.15 |
-4.10 |
44 |
257 |
-70 |
| Jul10 |
100506 |
137.00 |
137.10 |
133.00 |
133.20 |
-4.10 |
12,610 |
77,055 |
-1,844 |
| Sep10 |
100506 |
138.25 |
138.40 |
134.45 |
134.60 |
-4.10 |
2,875 |
25,238 |
+122 |
| Dec10 |
100506 |
139.80 |
139.90 |
136.00 |
136.15 |
-4.10 |
806 |
18,003 |
+242 |
| Mar11 |
100506 |
140.15 |
140.40 |
137.55 |
137.55 |
-4.10 |
291 |
7,535 |
+77 |
| May11 |
100506 |
141.20 |
141.20 |
138.35 |
138.35 |
-4.15 |
70 |
3,999 |
+15 |
| Total Volume and Open Interest |
16,840 |
134,962 |
-1,335 |
| Orange Juice(ICE) |
| May10 |
100506 |
133.05 |
133.45 |
132.00 |
132.20 |
-1.05 |
151 |
1,448 |
-144 |
| Jul10 |
100506 |
136.50 |
136.50 |
135.10 |
135.10 |
-1.40 |
834 |
19,077 |
+28 |
| Sep10 |
100506 |
137.25 |
137.25 |
136.65 |
136.65 |
-1.35 |
99 |
6,332 |
+22 |
| Nov10 |
100506 |
138.10 |
138.10 |
138.00 |
138.00 |
-1.15 |
40 |
1,331 |
+5 |
| Jan11 |
100506 |
138.55 |
138.55 |
138.50 |
138.50 |
-1.30 |
55 |
841 |
+36 |
| Mar11 |
100506 |
138.85 |
138.85 |
138.85 |
138.85 |
-1.30 |
1 |
169 |
+0 |
| Total Volume and Open Interest |
1,235 |
29,513 |
-19 |
| Sugar #11(ICE) |
| Jul10 |
100506 |
14.31 |
14.36 |
13.55 |
13.67 |
-0.74 |
39,323 |
295,499 |
+699 |
| Oct10 |
100506 |
14.97 |
14.98 |
14.22 |
14.33 |
-0.68 |
16,926 |
148,947 |
+1,214 |
| Mar11 |
100506 |
15.79 |
15.83 |
15.01 |
15.13 |
-0.69 |
7,250 |
76,720 |
+928 |
| May11 |
100506 |
15.75 |
15.76 |
14.87 |
14.99 |
-0.75 |
4,346 |
23,511 |
+9 |
| Jul11 |
100506 |
15.65 |
15.65 |
14.50 |
14.89 |
-0.76 |
3,185 |
24,250 |
-600 |
| Total Volume and Open Interest |
75,415 |
630,723 |
+3,235 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100506 |
2396 |
2429 |
2396 |
2426 |
+32 |
7,074 |
53,031 |
+2,176 |
| Sep10 |
100506 |
2361 |
2390 |
2360 |
2389 |
+31 |
1,120 |
27,638 |
+267 |
| Dec10 |
100506 |
2318 |
2348 |
2312 |
2348 |
+39 |
342 |
19,598 |
+21 |
| Mar11 |
100506 |
2289 |
2316 |
2281 |
2315 |
+39 |
217 |
19,516 |
-87 |
| May11 |
100506 |
2292 |
2316 |
2284 |
2316 |
+39 |
59 |
4,080 |
+15 |
| Jul11 |
100506 |
2297 |
2321 |
2297 |
2321 |
+39 |
0 |
774 |
+0 |
| Total Volume and Open Interest |
11,412 |
163,909 |
+2,713 |
| London Sugar(LCE) |
| Aug10 |
100506 |
450.30 |
450.30 |
440.40 |
442.50 |
-8.30 |
4,930 |
32,439 |
-913 |
| Oct10 |
100506 |
424.40 |
424.40 |
415.40 |
416.60 |
-9.60 |
1,258 |
12,348 |
+333 |
| Dec10 |
100506 |
416.40 |
418.30 |
410.20 |
411.90 |
-9.60 |
203 |
3,631 |
+34 |
| Mar11 |
100506 |
426.00 |
426.40 |
417.40 |
420.50 |
-7.20 |
140 |
2,435 |
+118 |
| May11 |
100506 |
426.50 |
426.90 |
422.10 |
422.50 |
-7.70 |
55 |
1,442 |
+36 |
| Total Volume and Open Interest |
6,586 |
52,687 |
-392 |
| Cotton(ICE) |
| May10 |
100506 |
80.41 |
80.41 |
78.25 |
78.25 |
-2.13 |
43 |
30 |
-20 |
| Jul10 |
100506 |
82.28 |
82.50 |
79.80 |
79.85 |
-2.23 |
16,515 |
113,431 |
-5,418 |
| Oct10 |
100506 |
78.88 |
79.06 |
78.06 |
78.06 |
-1.86 |
763 |
1,611 |
+501 |
| Dec10 |
100506 |
77.40 |
77.40 |
75.27 |
75.51 |
-1.79 |
5,466 |
58,467 |
+386 |
| Mar11 |
100506 |
78.43 |
78.43 |
76.50 |
76.62 |
-1.78 |
781 |
6,263 |
+648 |
| May11 |
100506 |
76.82 |
76.82 |
76.82 |
76.82 |
-1.58 |
0 |
188 |
+0 |
| Total Volume and Open Interest |
23,568 |
184,165 |
-3,904 |
| Lumber(CME) |
| May10 |
100506 |
284.0 |
285.4 |
269.0 |
275.0 |
-9.0 |
357 |
1,237 |
-41 |
| Jul10 |
100506 |
294.0 |
295.0 |
285.5 |
285.5 |
-10.0 |
834 |
6,324 |
-316 |
| Sep10 |
100506 |
300.3 |
300.8 |
290.0 |
290.0 |
-10.0 |
104 |
2,413 |
-20 |
| Nov10 |
100506 |
284.0 |
284.0 |
277.4 |
280.0 |
-7.4 |
21 |
661 |
+11 |
| Total Volume and Open Interest |
1,316 |
10,648 |
-366 |
| Crude Oil(NYM) |
| Jun10 |
100506 |
79.63 |
80.39 |
74.58 |
77.11 |
-2.86 |
497,427 |
340,627 |
-4,912 |
| Jul10 |
100506 |
82.70 |
83.36 |
77.75 |
80.18 |
-2.81 |
204,854 |
221,252 |
+5,976 |
| Aug10 |
100506 |
84.32 |
84.87 |
79.53 |
81.80 |
-2.76 |
77,202 |
91,964 |
-488 |
| Sep10 |
100506 |
85.38 |
85.75 |
80.36 |
82.70 |
-2.77 |
44,209 |
87,826 |
-1,217 |
| Oct10 |
100506 |
86.13 |
86.37 |
81.27 |
83.30 |
-2.83 |
22,008 |
38,156 |
+132 |
| Nov10 |
100506 |
86.87 |
86.90 |
82.60 |
83.79 |
-2.88 |
14,979 |
30,103 |
+1,233 |
| Dec10 |
100506 |
87.25 |
87.40 |
82.00 |
84.21 |
-2.90 |
58,320 |
203,986 |
-3,396 |
| Jan11 |
100506 |
87.07 |
87.07 |
82.63 |
84.50 |
-2.93 |
5,313 |
32,028 |
-325 |
| Feb11 |
100506 |
86.82 |
86.82 |
82.68 |
84.77 |
-2.96 |
2,677 |
14,170 |
-34 |
| Mar11 |
100506 |
87.51 |
88.09 |
83.38 |
85.04 |
-2.97 |
4,204 |
17,906 |
+244 |
| Apr11 |
100506 |
85.17 |
85.30 |
85.17 |
85.30 |
-2.99 |
2,486 |
12,331 |
-88 |
| May11 |
100506 |
85.10 |
85.75 |
85.10 |
85.55 |
-3.00 |
2,753 |
6,113 |
+736 |
| Jun11 |
100506 |
88.99 |
89.02 |
85.03 |
85.78 |
-3.00 |
5,445 |
40,787 |
+735 |
| Jul11 |
100506 |
85.98 |
85.98 |
85.98 |
85.98 |
-3.01 |
337 |
5,693 |
+219 |
| Aug11 |
100506 |
86.16 |
86.16 |
86.16 |
86.16 |
-3.03 |
184 |
4,030 |
+50 |
| Sep11 |
100506 |
86.37 |
86.37 |
86.37 |
86.37 |
-3.04 |
230 |
7,191 |
+8 |
| Total Volume and Open Interest |
993,937 |
1,445,326 |
+1,218 |
| e-miNY Crude Oil(NYM) |
| 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 |
100506 |
82.700 |
83.325 |
77.850 |
80.175 |
-2.825 |
2,136 |
1,872 |
-35 |
| Aug10 |
100506 |
84.900 |
84.900 |
80.000 |
81.800 |
-2.750 |
184 |
481 |
+27 |
| Sep10 |
100506 |
85.650 |
85.650 |
82.000 |
82.700 |
-2.775 |
12 |
150 |
-2 |
| Oct10 |
100506 |
85.950 |
86.250 |
83.300 |
83.300 |
-2.825 |
2 |
11 |
-1 |
| Nov10 |
100506 |
83.925 |
83.925 |
82.925 |
83.800 |
-2.875 |
|
|
|
| Dec10 |
100506 |
86.000 |
86.350 |
83.625 |
84.200 |
-2.900 |
2 |
76 |
+0 |
| Jan11 |
100506 |
83.450 |
84.500 |
83.450 |
84.500 |
-2.925 |
|
|
|
| Feb11 |
100506 |
84.775 |
84.775 |
84.775 |
84.775 |
-2.950 |
|
|
|
| Total Volume and Open Interest |
16,676 |
8,239 |
+156 |
| Heating Oil(NYM) |
| Jun10 |
100506 |
218.00 |
219.20 |
205.68 |
211.37 |
-7.08 |
65,168 |
101,984 |
-5,254 |
| Jul10 |
100506 |
221.52 |
221.52 |
208.37 |
213.77 |
-7.24 |
21,977 |
43,304 |
+1,747 |
| Aug10 |
100506 |
223.54 |
223.54 |
211.63 |
216.31 |
-7.18 |
7,878 |
27,009 |
+479 |
| Sep10 |
100506 |
226.48 |
226.48 |
214.02 |
218.92 |
-7.12 |
5,346 |
23,540 |
-36 |
| Oct10 |
100506 |
227.20 |
228.66 |
216.53 |
221.41 |
-7.11 |
2,541 |
14,732 |
+353 |
| Nov10 |
100506 |
231.45 |
231.45 |
218.97 |
224.05 |
-7.11 |
1,296 |
11,325 |
-90 |
| Dec10 |
100506 |
234.28 |
234.28 |
221.40 |
226.81 |
-7.11 |
9,328 |
36,837 |
+431 |
| Jan11 |
100506 |
236.00 |
236.00 |
224.43 |
229.76 |
-7.12 |
1,068 |
14,827 |
+149 |
| Feb11 |
100506 |
237.10 |
237.61 |
227.44 |
231.81 |
-7.15 |
202 |
5,398 |
+41 |
| Mar11 |
100506 |
240.00 |
240.00 |
231.51 |
232.76 |
-7.10 |
395 |
5,928 |
-91 |
| Apr11 |
100506 |
238.20 |
239.09 |
229.99 |
232.74 |
-7.02 |
335 |
2,682 |
+19 |
| May11 |
100506 |
235.50 |
235.50 |
232.09 |
232.91 |
-6.98 |
176 |
1,848 |
+58 |
| Total Volume and Open Interest |
119,762 |
313,413 |
-731 |
| Gasoline(NYMEX) |
| Jun10 |
100506 |
221.70 |
222.85 |
209.54 |
215.63 |
-6.41 |
75,777 |
105,751 |
-10,818 |
| Jul10 |
100506 |
222.22 |
224.00 |
211.02 |
216.59 |
-6.48 |
33,902 |
57,461 |
-184 |
| Aug10 |
100506 |
224.25 |
224.25 |
211.84 |
217.46 |
-6.45 |
17,715 |
31,398 |
+604 |
| Sep10 |
100506 |
223.62 |
224.70 |
213.34 |
217.61 |
-6.31 |
15,668 |
36,711 |
-90 |
| Oct10 |
100506 |
214.93 |
214.93 |
203.52 |
208.11 |
-6.29 |
7,231 |
20,023 |
+1,516 |
| Nov10 |
100506 |
214.35 |
214.35 |
206.19 |
207.77 |
-6.30 |
3,447 |
15,331 |
-41 |
| Dec10 |
100506 |
214.04 |
214.04 |
204.79 |
208.45 |
-6.31 |
4,309 |
12,575 |
+376 |
| Jan11 |
100506 |
214.75 |
214.75 |
208.92 |
210.24 |
-6.34 |
885 |
7,263 |
+84 |
| Feb11 |
100506 |
215.57 |
216.00 |
212.17 |
212.32 |
-6.45 |
415 |
1,764 |
+184 |
| Mar11 |
100506 |
214.72 |
214.72 |
214.72 |
214.72 |
-6.45 |
87 |
1,144 |
-5 |
| Total Volume and Open Interest |
160,178 |
301,227 |
-8,144 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100506 |
218.00 |
219.90 |
214.90 |
215.60 |
-6.40 |
0 |
17 |
+0 |
| Jul10 |
100506 |
216.60 |
216.60 |
216.59 |
216.60 |
-6.50 |
0 |
1 |
+0 |
| Aug10 |
100506 |
219.00 |
219.00 |
217.50 |
217.50 |
-6.40 |
0 |
1 |
+0 |
| Sep10 |
100506 |
217.60 |
217.61 |
217.60 |
217.60 |
-6.30 |
|
|
|
| Total Volume and Open Interest |
2 |
26 |
+2 |
| Natural Gas(NYM) |
| Jun10 |
100506 |
3.978 |
4.101 |
3.855 |
3.929 |
-0.062 |
81,142 |
164,128 |
-4,455 |
| Jul10 |
100506 |
4.098 |
4.280 |
3.971 |
4.042 |
-0.065 |
26,416 |
161,249 |
+1,957 |
| Aug10 |
100506 |
4.198 |
4.329 |
4.070 |
4.143 |
-0.064 |
18,693 |
60,274 |
+4,831 |
| Sep10 |
100506 |
4.261 |
4.385 |
4.140 |
4.218 |
-0.060 |
12,616 |
53,198 |
+1,614 |
| Oct10 |
100506 |
4.389 |
4.495 |
4.268 |
4.343 |
-0.058 |
11,437 |
71,452 |
+353 |
| Nov10 |
100506 |
4.816 |
4.825 |
4.717 |
4.776 |
-0.058 |
2,530 |
16,047 |
+299 |
| Dec10 |
100506 |
5.271 |
5.320 |
5.192 |
5.241 |
-0.058 |
3,092 |
33,034 |
+153 |
| Jan11 |
100506 |
5.503 |
5.519 |
5.420 |
5.467 |
-0.058 |
7,913 |
47,685 |
-496 |
| Feb11 |
100506 |
5.472 |
5.487 |
5.404 |
5.440 |
-0.054 |
834 |
17,430 |
-162 |
| Mar11 |
100506 |
5.410 |
5.413 |
5.321 |
5.367 |
-0.048 |
3,340 |
41,569 |
-141 |
| Apr11 |
100506 |
5.260 |
5.263 |
5.180 |
5.225 |
-0.038 |
3,698 |
37,677 |
+25 |
| May11 |
100506 |
5.283 |
5.283 |
5.212 |
5.252 |
-0.036 |
1,272 |
20,072 |
+439 |
| Jun11 |
100506 |
5.333 |
5.340 |
5.270 |
5.309 |
-0.034 |
279 |
6,634 |
+22 |
| Jul11 |
100506 |
5.403 |
5.410 |
5.345 |
5.379 |
-0.034 |
59 |
4,761 |
+6 |
| Aug11 |
100506 |
5.458 |
5.465 |
5.400 |
5.436 |
-0.032 |
24 |
5,114 |
+2 |
| Sep11 |
100506 |
5.493 |
5.495 |
5.440 |
5.471 |
-0.032 |
57 |
4,531 |
-1 |
| Total Volume and Open Interest |
175,409 |
861,875 |
+4,139 |
| Brent Crude Oil(ICE) |
| Jun10 |
100506 |
82.65 |
82.98 |
77.51 |
79.83 |
-2.78 |
189,945 |
195,745 |
-6,884 |
| Jul10 |
100506 |
83.75 |
84.03 |
78.66 |
80.89 |
-2.77 |
126,252 |
180,304 |
+7,009 |
| Aug10 |
100506 |
84.68 |
84.87 |
80.01 |
81.81 |
-2.75 |
45,957 |
74,320 |
+1,973 |
| Sep10 |
100506 |
85.38 |
85.59 |
80.76 |
82.55 |
-2.75 |
18,539 |
52,507 |
+125 |
| Oct10 |
100506 |
86.01 |
86.16 |
81.99 |
83.18 |
-2.75 |
11,980 |
22,759 |
+364 |
| Nov10 |
100506 |
86.52 |
86.76 |
82.53 |
83.71 |
-2.76 |
10,859 |
19,483 |
+696 |
| Dec10 |
100506 |
86.98 |
87.26 |
82.36 |
84.19 |
-2.76 |
26,466 |
96,367 |
-93 |
| Jan11 |
100506 |
87.25 |
87.25 |
84.04 |
84.58 |
-2.76 |
2,751 |
18,400 |
+81 |
| Feb11 |
100506 |
87.63 |
87.63 |
84.95 |
84.95 |
-2.76 |
1,665 |
9,694 |
-161 |
| Mar11 |
100506 |
85.31 |
85.31 |
85.31 |
85.31 |
-2.76 |
1,423 |
7,586 |
-194 |
| Apr11 |
100506 |
85.66 |
85.66 |
85.66 |
85.66 |
-2.76 |
659 |
4,676 |
+54 |
| May11 |
100506 |
85.99 |
85.99 |
85.99 |
85.99 |
-2.75 |
929 |
4,481 |
+205 |
| Jun11 |
100506 |
89.04 |
89.24 |
85.84 |
86.28 |
-2.76 |
2,531 |
18,700 |
+245 |
| Jul11 |
100506 |
86.54 |
86.54 |
86.54 |
86.54 |
-2.77 |
198 |
3,175 |
-3 |
| Total Volume and Open Interest |
450,597 |
805,722 |
+1,444 |
| Gas Oil(ICE) |
| May10 |
100506 |
695.25 |
696.50 |
653.00 |
683.00 |
-16.00 |
41,773 |
60,255 |
-8,175 |
| Jun10 |
100506 |
698.00 |
700.50 |
657.25 |
687.00 |
-15.75 |
82,784 |
122,604 |
+3,180 |
| Jul10 |
100506 |
704.00 |
705.50 |
665.75 |
692.25 |
-15.50 |
27,701 |
54,622 |
-5,116 |
| Aug10 |
100506 |
709.75 |
710.75 |
671.75 |
698.25 |
-15.50 |
10,480 |
31,639 |
-211 |
| Sep10 |
100506 |
715.75 |
716.50 |
681.25 |
704.50 |
-15.00 |
6,734 |
33,540 |
+452 |
| Oct10 |
100506 |
720.25 |
722.50 |
684.00 |
710.00 |
-15.25 |
4,983 |
26,916 |
+415 |
| Nov10 |
100506 |
726.25 |
726.75 |
689.50 |
715.25 |
-15.00 |
1,893 |
21,077 |
+109 |
| Dec10 |
100506 |
731.00 |
732.50 |
695.00 |
720.50 |
-14.50 |
11,196 |
95,552 |
+1,304 |
| Jan11 |
100506 |
736.25 |
737.25 |
713.50 |
726.25 |
-14.25 |
2,192 |
25,824 |
+172 |
| Feb11 |
100506 |
741.50 |
741.75 |
725.00 |
731.00 |
-14.00 |
923 |
13,482 |
+111 |
| Total Volume and Open Interest |
195,941 |
564,482 |
-5,515 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100506 |
1.619 |
1.633 |
1.610 |
1.622 |
+0.003 |
511 |
1,144 |
-233 |
| Jul10 |
100506 |
1.645 |
1.647 |
1.637 |
1.640 |
-0.002 |
68 |
1,347 |
-35 |
| Aug10 |
100506 |
1.640 |
1.658 |
1.638 |
1.640 |
-0.003 |
427 |
714 |
+138 |
| Sep10 |
100506 |
1.653 |
1.653 |
1.645 |
1.645 |
+0.002 |
27 |
742 |
+10 |
| Oct10 |
100506 |
1.643 |
1.659 |
1.643 |
1.647 |
+0.002 |
57 |
761 |
+10 |
| Nov10 |
100506 |
1.661 |
1.661 |
1.652 |
1.652 |
-0.004 |
40 |
717 |
+20 |
| Dec10 |
100506 |
1.670 |
1.670 |
1.660 |
1.661 |
-0.005 |
20 |
1,373 |
+5 |
| Total Volume and Open Interest |
1,293 |
8,526 |
-35 |
| US Dollar Index(ICE) |
| Jun10 |
100506 |
84.265 |
85.460 |
84.060 |
85.048 |
+0.848 |
30,757 |
46,259 |
+321 |
| Sep10 |
100506 |
84.800 |
85.575 |
84.595 |
85.378 |
+0.878 |
53 |
2,256 |
+17 |
| Dec10 |
100506 |
84.900 |
85.628 |
84.900 |
85.628 |
+0.878 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
30,810 |
48,517 |
+338 |
| Australian Dollar(CME) |
| Jun10 |
100506 |
90.27 |
90.56 |
86.68 |
87.88 |
-2.22 |
171,023 |
135,687 |
-9,926 |
| Sep10 |
100506 |
89.30 |
89.59 |
85.87 |
86.94 |
-2.20 |
685 |
733 |
+66 |
| Dec10 |
100506 |
86.04 |
88.18 |
86.04 |
86.04 |
-2.14 |
1 |
17 |
+0 |
| Total Volume and Open Interest |
171,709 |
136,437 |
-9,860 |
| British Pound(CME) |
| Jun10 |
100506 |
151.01 |
151.48 |
146.50 |
147.81 |
-3.19 |
159,968 |
132,088 |
+8,623 |
| Sep10 |
100506 |
150.93 |
151.44 |
146.61 |
147.82 |
-3.15 |
738 |
1,867 |
+103 |
| Dec10 |
100506 |
150.96 |
151.34 |
146.72 |
147.83 |
-3.12 |
6 |
32 |
+3 |
| Total Volume and Open Interest |
160,712 |
133,988 |
+8,729 |
| Canadian Dollar(CME) |
| Jun10 |
100506 |
97.01 |
97.26 |
92.93 |
94.07 |
-2.88 |
102,546 |
131,236 |
-1,545 |
| Sep10 |
100506 |
97.03 |
97.23 |
92.91 |
94.07 |
-2.84 |
688 |
4,425 |
+6 |
| Dec10 |
100506 |
96.85 |
96.87 |
93.02 |
93.94 |
-2.82 |
65 |
1,169 |
+16 |
| Mar11 |
100506 |
96.13 |
96.58 |
93.78 |
93.78 |
-2.80 |
23 |
271 |
+3 |
| Total Volume and Open Interest |
103,337 |
137,181 |
-1,509 |
| Japanese Yen(CME) |
| Jun10 |
100506 |
106.50 |
113.75 |
106.45 |
112.49 |
+5.69 |
125,580 |
145,694 |
-933 |
| Sep10 |
100506 |
106.61 |
113.87 |
106.60 |
112.67 |
+5.74 |
418 |
1,462 |
+112 |
| Dec10 |
100506 |
107.28 |
113.82 |
106.82 |
112.87 |
+5.77 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
125,998 |
147,243 |
-821 |
| Swiss Franc(CME) |
| Jun10 |
100506 |
89.56 |
90.88 |
89.00 |
89.92 |
+0.32 |
67,108 |
50,646 |
-1,459 |
| Sep10 |
100506 |
89.60 |
91.10 |
89.23 |
90.17 |
+0.42 |
176 |
680 |
+74 |
| Dec10 |
100506 |
90.91 |
91.01 |
89.90 |
90.42 |
+0.52 |
2 |
13 |
+0 |
| Total Volume and Open Interest |
67,286 |
51,339 |
-1,385 |
| EuroFX(CME) |
| Jun10 |
100506 |
128.19 |
128.59 |
125.25 |
126.03 |
-2.24 |
468,697 |
256,930 |
+6,571 |
| Sep10 |
100506 |
128.30 |
128.62 |
125.30 |
126.11 |
-2.19 |
3,398 |
3,981 |
+416 |
| Dec10 |
100506 |
128.56 |
128.56 |
125.22 |
126.15 |
-2.20 |
25 |
110 |
+4 |
| Total Volume and Open Interest |
472,123 |
261,076 |
+6,993 |
| Mexican Peso(CME) |
| May10 |
100506 |
759.2 |
785.0 |
759.2 |
759.2 |
-25.8 |
3 |
10 |
+10 |
| Jun10 |
100506 |
781.2 |
785.8 |
706.8 |
756.5 |
-25.8 |
46,162 |
117,624 |
-625 |
| Total Volume and Open Interest |
46,168 |
118,206 |
-612 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100506 |
120~110 |
121~240 |
120~110 |
121~240 |
+0~300 |
|
|
|
| Sep10 |
100506 |
119~250 |
123~300 |
119~120 |
122~290 |
+3~060 |
2,233 |
6,212 |
+861 |
| Dec10 |
100506 |
121~150 |
121~150 |
118~090 |
121~150 |
+3~060 |
5 |
19 |
+0 |
| Total Volume and Open Interest |
390,790 |
719,213 |
+2,271 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100506 |
118~240 |
121~015 |
118~120 |
119~295 |
+1~080 |
1,323,655 |
1,681,283 |
-13,904 |
| Sep10 |
100506 |
117~155 |
119~295 |
117~060 |
118~270 |
+1~140 |
11,083 |
21,334 |
+2,375 |
| Dec10 |
100506 |
116~160 |
118~090 |
115~310 |
117~130 |
+1~140 |
9 |
10 |
+3 |
| Total Volume and Open Interest |
1,334,747 |
1,702,628 |
-11,526 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100506 |
116~048 |
117~067 |
116~014 |
116~115 |
+0~071 |
648,735 |
992,950 |
+992,950 |
| Sep10 |
100506 |
115~061 |
116~041 |
115~046 |
116~007 |
+0~089 |
4,208 |
7,620 |
+3,237 |
| Dec10 |
100506 |
114~126 |
114~126 |
114~037 |
114~126 |
+0~089 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
652,943 |
1,000,572 |
+14,088 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100506 |
108~127 |
109~054 |
108~123 |
109~025 |
+0~028 |
349,907 |
1,082,209 |
+2,516 |
| Sep10 |
100506 |
108~064 |
108~120 |
108~061 |
108~093 |
+0~032 |
3,619 |
15,905 |
+2,629 |
| Dec10 |
100506 |
108~033 |
108~033 |
107~125 |
108~033 |
+0~036 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
353,526 |
1,098,115 |
+5,145 |
| Eurodollars(CME) |
| Jun10 |
100506 |
99.460 |
99.475 |
99.170 |
99.290 |
-0.185 |
378,880 |
1,242,044 |
+16,042 |
| Sep10 |
100506 |
99.335 |
99.355 |
99.150 |
99.205 |
-0.145 |
372,484 |
1,132,890 |
+9,361 |
| Dec10 |
100506 |
99.150 |
99.165 |
99.040 |
99.065 |
-0.090 |
389,984 |
1,097,303 |
-32,258 |
| Mar11 |
100506 |
98.905 |
98.965 |
98.860 |
98.885 |
-0.020 |
383,995 |
735,613 |
-25,391 |
| Jun11 |
100506 |
98.630 |
98.800 |
98.595 |
98.680 |
+0.060 |
390,288 |
839,589 |
-24,182 |
| Sep11 |
100506 |
98.340 |
98.620 |
98.300 |
98.470 |
+0.140 |
272,646 |
678,474 |
-9,601 |
| Dec11 |
100506 |
98.045 |
98.405 |
98.000 |
98.225 |
+0.195 |
216,610 |
564,925 |
-2,612 |
| Mar12 |
100506 |
97.790 |
98.200 |
97.735 |
98.000 |
+0.235 |
176,985 |
363,206 |
+4,653 |
| Jun12 |
100506 |
97.505 |
97.960 |
97.465 |
97.740 |
+0.245 |
78,839 |
237,941 |
-4,045 |
| Sep12 |
100506 |
97.260 |
97.710 |
97.205 |
97.475 |
+0.235 |
48,878 |
192,518 |
-2,555 |
| Dec12 |
100506 |
96.990 |
97.450 |
96.945 |
97.210 |
+0.225 |
48,904 |
156,256 |
+1,559 |
| Mar13 |
100506 |
96.775 |
97.230 |
96.730 |
96.985 |
+0.215 |
37,655 |
132,241 |
+833 |
| Jun13 |
100506 |
96.550 |
97.010 |
96.510 |
96.755 |
+0.205 |
16,160 |
82,072 |
-872 |
| Sep13 |
100506 |
96.345 |
96.805 |
96.305 |
96.545 |
+0.195 |
17,450 |
81,057 |
-1,608 |
| Dec13 |
100506 |
96.150 |
96.590 |
96.105 |
96.330 |
+0.185 |
14,528 |
42,227 |
-364 |
| Mar14 |
100506 |
95.980 |
96.425 |
95.940 |
96.160 |
+0.175 |
12,477 |
40,120 |
-677 |
| Jun14 |
100506 |
95.820 |
96.260 |
95.770 |
95.995 |
+0.170 |
6,466 |
37,481 |
-481 |
| Sep14 |
100506 |
95.705 |
96.080 |
95.635 |
95.850 |
+0.170 |
5,473 |
26,248 |
-497 |
| Total Volume and Open Interest |
2,912,669 |
7,898,046 |
-65,697 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100506 |
99.783 |
99.783 |
99.770 |
99.780 |
-0.003 |
17,507 |
76,484 |
+4,956 |
| Jun10 |
100506 |
99.775 |
99.780 |
99.755 |
99.770 |
-0.005 |
20,766 |
85,056 |
+5,104 |
| Jul10 |
100506 |
99.750 |
99.750 |
99.735 |
99.745 |
-0.005 |
19,481 |
65,016 |
+5,929 |
| Aug10 |
100506 |
99.730 |
99.735 |
99.715 |
99.730 |
unch |
14,479 |
75,680 |
+723 |
| Sep10 |
100506 |
99.705 |
99.730 |
99.700 |
99.715 |
+0.005 |
6,277 |
48,162 |
-401 |
| Oct10 |
100506 |
99.670 |
99.710 |
99.670 |
99.695 |
+0.020 |
9,380 |
70,863 |
+648 |
| Total Volume and Open Interest |
119,957 |
634,603 |
+16,024 |
| 30 Day Fed Funds(e-CBOT) |
| 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 |
|
| Oct10 |
090519 |
98.820 |
98.820 |
98.810 |
98.820 |
unch |
0 |
454 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Jun10 |
100506 |
99.615 |
99.620 |
99.615 |
99.620 |
+0.005 |
525 |
3,054 |
+550 |
| Sep10 |
100506 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
0 |
1,031 |
+0 |
| Dec10 |
100506 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
0 |
342 |
+0 |
| Mar11 |
100506 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
0 |
167 |
+0 |
| Jun11 |
100506 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.005 |
|
|
|
| Sep11 |
100506 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
| Dec11 |
100506 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.005 |
|
|
|
| Mar12 |
100506 |
99.490 |
99.490 |
99.490 |
99.490 |
+0.005 |
|
|
|
| Jun12 |
100506 |
99.540 |
99.540 |
99.540 |
99.540 |
+0.005 |
|
|
|
| Sep12 |
100506 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
525 |
4,594 |
+550 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100506 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.01 |
100 |
5,239 |
+300 |
| Sep10 |
100506 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
3,042 |
+0 |
| Dec10 |
100506 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
1,418 |
+0 |
| Mar11 |
100506 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1,735 |
+0 |
| Jun11 |
100506 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
106 |
+0 |
| Sep11 |
100506 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
100506 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
0 |
102 |
+0 |
| Mar12 |
100506 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.00 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
100 |
13,064 |
+300 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100506 |
139.93 |
140.14 |
139.71 |
139.80 |
+0.16 |
2,079 |
16,982 |
+41 |
| Sep10 |
100506 |
139.02 |
139.75 |
139.02 |
139.75 |
+0.16 |
1 |
0 |
-1 |
| Dec10 |
100506 |
137.66 |
137.66 |
137.66 |
137.66 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
2,080 |
16,982 |
-206 |
| Euro-Bund(EUREX) |
| Jun10 |
100506 |
126.37 |
127.99 |
125.74 |
127.01 |
+0.66 |
1,284,156 |
1,086,027 |
+50,544 |
| Sep10 |
100506 |
125.79 |
127.46 |
125.33 |
126.50 |
+0.62 |
797 |
7,878 |
+202 |
| Dec10 |
100506 |
125.15 |
125.35 |
125.15 |
125.21 |
+0.66 |
56 |
1 |
+0 |
| Total Volume and Open Interest |
1,285,009 |
1,093,906 |
+50,746 |
| Euro-Bobl(EUREX) |
| Jun10 |
100506 |
119.10 |
120.39 |
118.81 |
120.23 |
+1.09 |
757,132 |
818,575 |
+3,072 |
| Sep10 |
100506 |
118.70 |
120.00 |
118.54 |
119.51 |
+0.74 |
115 |
16,029 |
+26 |
| Dec10 |
100506 |
119.25 |
119.25 |
119.25 |
119.25 |
+0.77 |
22 |
0 |
+0 |
| Total Volume and Open Interest |
757,269 |
834,604 |
+8,824 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100506 |
99.170 |
99.195 |
99.080 |
99.105 |
-0.055 |
168 |
6,253 |
-66 |
| Sep10 |
100506 |
99.120 |
99.120 |
99.030 |
99.045 |
-0.025 |
525 |
2,707 |
-483 |
| Dec10 |
100506 |
99.055 |
99.055 |
99.025 |
99.025 |
unch |
26 |
1,595 |
-12 |
| Total Volume and Open Interest |
851 |
16,013 |
-595 |
| Long Gilt(LIFFE) |
| Jun10 |
100429 |
115~07 |
115~11 |
114~28 |
115~01 |
-0~02 |
100,428 |
287,007 |
+4,941 |
| Sep10 |
100506 |
115~21 |
115~30 |
115~21 |
115~30 |
+0~06 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
120,721 |
288,433 |
-6,502 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100506 |
99.17 |
99.20 |
99.11 |
99.15 |
-0.02 |
84,929 |
314,527 |
-19,148 |
| Sep10 |
100506 |
99.06 |
99.10 |
99.01 |
99.05 |
-0.01 |
123,465 |
421,091 |
-15,128 |
| Dec10 |
100506 |
98.90 |
98.94 |
98.88 |
98.91 |
+0.01 |
108,918 |
402,446 |
-13,520 |
| Mar11 |
100506 |
98.70 |
98.74 |
98.66 |
98.72 |
+0.03 |
121,406 |
247,226 |
-8,707 |
| Jun11 |
100506 |
98.42 |
98.50 |
98.37 |
98.48 |
+0.06 |
158,266 |
305,286 |
+12,436 |
| Sep11 |
100506 |
98.10 |
98.23 |
98.05 |
98.19 |
+0.08 |
80,459 |
196,527 |
+4,975 |
| Total Volume and Open Interest |
827,992 |
2,373,675 |
-31,396 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100506 |
99.165 |
99.200 |
99.025 |
99.105 |
-0.055 |
336,140 |
959,826 |
+47,717 |
| Sep10 |
100506 |
99.095 |
99.130 |
98.965 |
99.045 |
-0.025 |
297,200 |
855,689 |
+18,760 |
| Dec10 |
100506 |
99.035 |
99.070 |
98.975 |
99.025 |
unch |
256,423 |
541,158 |
+20,188 |
| Total Volume and Open Interest |
1,848,909 |
4,324,754 |
+146,910 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100506 |
95.19 |
95.20 |
95.15 |
95.18 |
-0.02 |
28,699 |
289,710 |
-6,559 |
| Sep10 |
100506 |
94.92 |
94.97 |
94.91 |
94.95 |
+0.02 |
37,958 |
212,203 |
+8,144 |
| Dec10 |
100506 |
94.73 |
94.81 |
94.73 |
94.79 |
+0.04 |
13,806 |
130,294 |
+1,113 |
| Mar11 |
100506 |
94.57 |
94.66 |
94.57 |
94.66 |
+0.07 |
5,114 |
53,944 |
-2,917 |
| Jun11 |
100506 |
94.42 |
94.51 |
94.42 |
94.51 |
+0.08 |
2,544 |
43,025 |
-296 |
| Sep11 |
100506 |
94.28 |
94.36 |
94.26 |
94.36 |
+0.08 |
2,281 |
25,714 |
+302 |
| Dec11 |
100506 |
94.20 |
94.26 |
94.14 |
94.25 |
+0.08 |
1,228 |
22,899 |
+540 |
| Mar12 |
100506 |
94.18 |
94.20 |
94.06 |
94.20 |
+0.09 |
904 |
10,824 |
+390 |
| Jun12 |
100506 |
94.12 |
94.18 |
94.03 |
94.17 |
+0.10 |
550 |
3,171 |
+550 |
| Sep12 |
100506 |
94.06 |
94.18 |
94.03 |
94.18 |
+0.12 |
0 |
2,256 |
+0 |
| Total Volume and Open Interest |
93,084 |
794,914 |
+1,267 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100506 |
94.33 |
94.46 |
94.32 |
94.46 |
+0.13 |
46,570 |
428,510 |
+11,722 |
| Sep10 |
100506 |
94.46 |
94.46 |
94.46 |
94.46 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
46,570 |
428,510 |
+11,722 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100505 |
94.61 |
94.71 |
94.60 |
94.70 |
+0.09 |
134,588 |
743,850 |
+62,574 |
| Sep10 |
100506 |
94.82 |
94.82 |
94.82 |
94.82 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
161,931 |
756,454 |
+12,604 |
| Gold(CMX) |
| Jun10 |
100506 |
1176.0 |
1211.9 |
1173.0 |
1197.3 |
+22.3 |
190,145 |
341,110 |
-2,247 |
| Aug10 |
100506 |
1176.0 |
1213.2 |
1168.0 |
1198.8 |
+22.4 |
6,665 |
45,067 |
+2,423 |
| Oct10 |
100506 |
1176.9 |
1212.0 |
1175.9 |
1200.3 |
+22.6 |
1,383 |
22,516 |
-409 |
| Dec10 |
100506 |
1181.0 |
1215.0 |
1177.5 |
1201.9 |
+22.7 |
4,117 |
44,811 |
+846 |
| Feb11 |
100506 |
1190.2 |
1217.6 |
1190.2 |
1203.9 |
+22.8 |
94 |
17,730 |
-43 |
| Apr11 |
100506 |
1181.5 |
1216.8 |
1181.5 |
1206.0 |
+22.9 |
49 |
12,359 |
-1 |
| Jun11 |
100506 |
528.5 |
553.1 |
528.5 |
553.1 |
+23.0 |
204 |
7,710 |
+67 |
| Aug11 |
100506 |
1190.3 |
1211.4 |
1190.3 |
1211.4 |
+23.2 |
5 |
3,813 |
+0 |
| Oct11 |
100506 |
1206.3 |
1214.7 |
1206.3 |
1214.7 |
+23.2 |
0 |
6,374 |
+0 |
| Dec11 |
100506 |
1205.4 |
1230.2 |
1199.8 |
1218.3 |
+23.2 |
82 |
14,102 |
-21 |
| Feb12 |
100506 |
1222.3 |
1222.3 |
1222.3 |
1222.3 |
+23.0 |
0 |
3,625 |
+0 |
| Total Volume and Open Interest |
202,960 |
551,616 |
+674 |
| Silver(CMX) |
| May10 |
100506 |
1756.5 |
1771.0 |
1726.0 |
1749.3 |
-1.8 |
2,138 |
497 |
-550 |
| Jul10 |
100506 |
1751.5 |
1777.5 |
1726.0 |
1751.5 |
-1.9 |
52,694 |
80,074 |
-1,060 |
| Sep10 |
100506 |
1760.0 |
1778.0 |
1730.0 |
1754.4 |
-1.7 |
845 |
9,213 |
+207 |
| Dec10 |
100506 |
1766.0 |
1781.0 |
1735.0 |
1758.4 |
-1.4 |
1,182 |
15,326 |
-47 |
| Mar11 |
100506 |
1771.5 |
1779.0 |
1761.9 |
1761.9 |
-1.2 |
69 |
3,625 |
+47 |
| May11 |
100506 |
1764.4 |
1764.4 |
1764.4 |
1764.4 |
-1.0 |
0 |
2,146 |
-7 |
| Jul11 |
100506 |
1766.9 |
1766.9 |
1766.9 |
1766.9 |
-0.7 |
85 |
3,302 |
+67 |
| Total Volume and Open Interest |
57,720 |
123,448 |
-1,371 |
| Platinum(NYMEX) |
| Jul10 |
100506 |
1652.9 |
1688.0 |
1632.1 |
1666.5 |
+16.9 |
6,435 |
34,871 |
-1,270 |
| Oct10 |
100506 |
1665.1 |
1684.0 |
1648.5 |
1670.2 |
+17.5 |
95 |
1,183 |
+40 |
| Jan11 |
100506 |
1669.6 |
1671.6 |
1669.6 |
1671.6 |
+17.2 |
14 |
261 |
+10 |
| Apr11 |
100506 |
1671.6 |
1671.6 |
1671.6 |
1671.6 |
+17.2 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
6,546 |
36,320 |
-1,250 |
| Palladium(NYMEX) |
| Jun10 |
100506 |
505.45 |
517.70 |
496.00 |
514.10 |
+5.55 |
5,553 |
22,013 |
-773 |
| Sep10 |
100506 |
515.30 |
519.00 |
498.70 |
515.35 |
+5.45 |
289 |
1,470 |
+229 |
| Dec10 |
100506 |
513.30 |
518.00 |
499.05 |
516.55 |
+6.20 |
4 |
172 |
+0 |
| Total Volume and Open Interest |
5,848 |
23,682 |
-542 |
| Copper(CMX) |
| May10 |
100506 |
316.25 |
318.10 |
304.75 |
310.35 |
-3.45 |
953 |
3,299 |
-482 |
| Jul10 |
100506 |
315.15 |
320.90 |
305.00 |
311.70 |
-3.45 |
44,390 |
93,460 |
-4,380 |
| Sep10 |
100506 |
318.50 |
322.60 |
307.15 |
313.50 |
-3.40 |
1,830 |
16,248 |
+372 |
| Dec10 |
100506 |
318.15 |
318.55 |
315.05 |
315.05 |
-3.35 |
745 |
11,126 |
-175 |
| Mar11 |
100506 |
315.85 |
315.85 |
315.85 |
315.85 |
-3.30 |
193 |
2,917 |
+6 |
| Total Volume and Open Interest |
49,555 |
142,318 |
-4,476 |
| DJIA Index(CBOT) |
| Jun10 |
100506 |
10828 |
10861 |
9900 |
10457 |
-377 |
789 |
10,936 |
+154 |
| Sep10 |
100506 |
10720 |
10776 |
10399 |
10399 |
-377 |
0 |
13 |
+0 |
| Dec10 |
100506 |
10338 |
10715 |
10338 |
10338 |
-377 |
1 |
2 |
+1 |
| Mar11 |
100506 |
10642 |
10660 |
10283 |
10283 |
-377 |
|
|
|
| Total Volume and Open Interest |
790 |
10,951 |
+155 |
| S & P 500(CME) |
| Jun10 |
100506 |
1163.80 |
1168.70 |
1060.00 |
1122.40 |
-41.50 |
29,151 |
312,985 |
+3,087 |
| Sep10 |
100506 |
1148.50 |
1160.00 |
1074.50 |
1118.10 |
-41.40 |
1,296 |
8,501 |
+839 |
| Dec10 |
100506 |
1151.50 |
1155.70 |
1070.20 |
1113.90 |
-41.30 |
9 |
3,470 |
-22 |
| Mar11 |
100506 |
1110.00 |
1151.80 |
1066.30 |
1110.00 |
-41.30 |
0 |
407 |
+30 |
| Total Volume and Open Interest |
30,456 |
325,388 |
+3,934 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100506 |
1163.75 |
1168.75 |
1056.00 |
1122.50 |
-41.50 |
3,553,338 |
2,537,709 |
-9,188 |
| Sep10 |
100506 |
1159.75 |
1164.00 |
1050.00 |
1118.00 |
-41.50 |
5,013 |
26,444 |
+2,576 |
| Total Volume and Open Interest |
3,558,639 |
2,566,615 |
-6,335 |
| NASDAQ 100(CME) |
| Jun10 |
100506 |
1958.50 |
1963.00 |
1768.50 |
1886.00 |
-72.50 |
3,554 |
21,905 |
+464 |
| Sep10 |
100506 |
1953.50 |
1958.00 |
1865.00 |
1884.50 |
-72.50 |
0 |
160 |
+0 |
| Dec10 |
100506 |
1882.00 |
1882.00 |
1879.50 |
1882.00 |
-72.50 |
|
|
|
| Total Volume and Open Interest |
3,554 |
22,065 |
+464 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100506 |
1958.00 |
1963.00 |
1730.30 |
1886.00 |
-72.50 |
515,322 |
371,419 |
-20,611 |
| Sep10 |
100506 |
1956.50 |
1961.00 |
1730.80 |
1884.50 |
-72.50 |
137 |
1,713 |
+19 |
| Total Volume and Open Interest |
515,460 |
373,149 |
-20,592 |
| S & P Midcap 400(CME) |
| Jun10 |
100506 |
796.00 |
805.50 |
740.00 |
773.90 |
-29.70 |
377 |
1,808 |
+242 |
| Sep10 |
100506 |
771.70 |
776.40 |
771.70 |
771.70 |
-29.70 |
|
|
|
| Dec10 |
100506 |
769.70 |
774.40 |
769.70 |
769.70 |
-29.70 |
|
|
|
| Total Volume and Open Interest |
377 |
1,808 |
+242 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100430 |
11005 |
11100 |
10990 |
11005 |
-90 |
22,842 |
47,301 |
+47,301 |
| Sep10 |
100506 |
10470 |
10470 |
10075 |
10250 |
-470 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
22,260 |
43,421 |
+589 |
| Nikkei 225(SGX) |
| Jun10 |
100506 |
10680 |
10735 |
10655 |
10655 |
-385 |
141,793 |
183,596 |
-3,636 |
| Sep10 |
100506 |
10655 |
10655 |
10655 |
10655 |
-385 |
3 |
354 |
-1 |
| Dec10 |
100506 |
10610 |
10610 |
10610 |
10610 |
-390 |
0 |
968 |
+0 |
| Total Volume and Open Interest |
141,797 |
186,135 |
-3,637 |
| CAC 40(EURONEXT) |
| May10 |
100506 |
3580.5 |
3630.5 |
3185.5 |
3518.5 |
-71.0 |
217,527 |
458,888 |
+34,963 |
| Jun10 |
100506 |
3554.0 |
3590.5 |
3180.5 |
3487.0 |
-70.5 |
1,211 |
60,216 |
+701 |
| Jul10 |
100506 |
3519.0 |
3519.0 |
3467.0 |
3484.5 |
-69.0 |
11 |
17 |
+6 |
| Total Volume and Open Interest |
218,750 |
520,548 |
+35,671 |
| Hang Seng Index(HKFE) |
| May10 |
100506 |
19900 |
20107 |
19683 |
20024 |
-96 |
66,056 |
71,477 |
+331 |
| Jun10 |
100506 |
19899 |
20083 |
19664 |
20006 |
-90 |
958 |
5,062 |
-73 |
| Total Volume and Open Interest |
67,189 |
77,679 |
+339 |
| DAX(EUREX) |
| Jun10 |
100506 |
5963.0 |
6018.0 |
5557.0 |
5932.5 |
-40.0 |
279,947 |
176,458 |
+7,113 |
| Sep10 |
100506 |
5961.0 |
6018.0 |
5593.5 |
5939.0 |
-39.5 |
465 |
10,338 |
+155 |
| Dec10 |
100506 |
5970.0 |
6027.0 |
5602.5 |
5947.5 |
-40.0 |
399 |
1,236 |
+15 |
| Total Volume and Open Interest |
280,811 |
188,032 |
+7,283 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100506 |
5250.00 |
5353.00 |
4801.00 |
5263.50 |
-65.50 |
194,568 |
677,584 |
+6,307 |
| Sep10 |
100506 |
5235.50 |
5294.00 |
5093.00 |
5223.00 |
-65.00 |
38 |
1,427 |
+18 |
| Dec10 |
100506 |
5269.00 |
5273.50 |
5197.50 |
5197.50 |
-65.00 |
328 |
2,960 |
+74 |
| Total Volume and Open Interest |
194,944 |
681,976 |
+6,404 |
| SPI 200(SFE) |
| Jun10 |
100506 |
4687.0 |
4694.0 |
4567.0 |
4573.0 |
-118.0 |
42,938 |
214,543 |
+13,076 |
| Sep10 |
100506 |
4650.0 |
4652.0 |
4560.0 |
4560.0 |
-117.0 |
106 |
2,804 |
+80 |
| Dec10 |
100506 |
4584.0 |
4584.0 |
4584.0 |
4584.0 |
-119.0 |
4 |
2,618 |
+2 |
| Total Volume and Open Interest |
43,048 |
220,870 |
+13,158 |
| GSCI(CME) |
| May10 |
100506 |
516.00 |
518.00 |
504.50 |
504.50 |
-16.50 |
684 |
19,515 |
-28 |
| Jun10 |
100506 |
514.00 |
530.35 |
514.00 |
514.00 |
-16.30 |
82 |
84 |
+80 |
| Jul10 |
100506 |
521.00 |
537.05 |
521.00 |
521.00 |
-16.00 |
|
|
|
| Total Volume and Open Interest |
766 |
19,599 |
+52 |
| Reuters CCI(ICE) |
| Jun10 |
100506 |
262.00 |
262.00 |
262.00 |
262.00 |
-6.40 |
|
|
|
| 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. |
|
|