|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue May 11, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100511 |
953.00 |
961.00 |
945.75 |
958.25 |
+5.50 |
3,834 |
3,217 |
-580 |
| Jul10 |
100511 |
961.00 |
969.00 |
953.25 |
966.00 |
+5.00 |
78,489 |
229,120 |
-12,022 |
| Aug10 |
100511 |
960.00 |
965.00 |
950.75 |
962.50 |
+4.75 |
4,715 |
19,068 |
+692 |
| Sep10 |
100511 |
944.25 |
948.25 |
936.00 |
946.00 |
+3.25 |
1,311 |
12,277 |
-13 |
| Nov10 |
100511 |
934.75 |
940.25 |
927.25 |
937.50 |
+2.75 |
17,263 |
158,201 |
-2,844 |
| Jan11 |
100511 |
946.00 |
948.50 |
936.50 |
946.25 |
+3.00 |
629 |
10,392 |
-35 |
| Mar11 |
100511 |
950.25 |
954.50 |
942.00 |
952.00 |
+3.25 |
599 |
5,225 |
-68 |
| Total Volume and Open Interest |
108,033 |
458,479 |
-14,686 |
| Soybean Meal(CBOT) |
| May10 |
100511 |
278.10 |
282.30 |
276.50 |
282.30 |
+4.10 |
677 |
3,055 |
-382 |
| Jul10 |
100511 |
278.70 |
281.90 |
273.30 |
281.60 |
+2.90 |
27,192 |
99,630 |
-5,579 |
| Aug10 |
100511 |
275.50 |
278.70 |
273.50 |
278.40 |
+2.90 |
1,760 |
14,983 |
+448 |
| Sep10 |
100511 |
269.90 |
271.60 |
267.40 |
271.60 |
+2.10 |
1,414 |
12,009 |
-177 |
| Oct10 |
100511 |
260.40 |
263.60 |
259.60 |
263.60 |
+1.30 |
668 |
8,161 |
+81 |
| Dec10 |
100511 |
261.80 |
263.00 |
259.00 |
262.40 |
+0.90 |
3,101 |
31,266 |
-326 |
| Jan11 |
100511 |
262.20 |
263.70 |
260.80 |
263.10 |
+1.00 |
45 |
4,392 |
-30 |
| Mar11 |
100511 |
262.70 |
265.10 |
262.30 |
264.50 |
+1.20 |
102 |
3,519 |
-10 |
| Total Volume and Open Interest |
35,031 |
181,298 |
-5,982 |
| Soybean Oil(CBOT) |
| May10 |
100511 |
38.00 |
38.31 |
37.88 |
38.03 |
-0.07 |
1,273 |
1,976 |
-169 |
| Jul10 |
100511 |
38.42 |
38.62 |
38.10 |
38.32 |
-0.07 |
41,091 |
166,644 |
-1,267 |
| Aug10 |
100511 |
38.43 |
38.80 |
38.33 |
38.52 |
-0.07 |
5,114 |
22,456 |
+681 |
| Sep10 |
100511 |
38.70 |
38.96 |
38.49 |
38.68 |
-0.08 |
2,298 |
14,295 |
-147 |
| Oct10 |
100511 |
38.72 |
39.12 |
38.53 |
38.83 |
-0.07 |
2,414 |
11,146 |
+343 |
| Dec10 |
100511 |
39.33 |
39.49 |
38.99 |
39.21 |
-0.05 |
5,662 |
61,181 |
+545 |
| Jan11 |
100511 |
39.68 |
39.73 |
39.45 |
39.48 |
-0.04 |
87 |
3,532 |
-3 |
| Mar11 |
100511 |
39.98 |
39.99 |
39.71 |
39.73 |
-0.04 |
49 |
1,802 |
-24 |
| Total Volume and Open Interest |
58,127 |
286,484 |
+0 |
| Canola(WCE) |
| May10 |
100511 |
376.6 |
376.6 |
376.6 |
376.6 |
-5.6 |
0 |
587 |
+0 |
| Jul10 |
100511 |
382.0 |
383.0 |
375.1 |
376.4 |
-5.6 |
6,347 |
90,209 |
+284 |
| Nov10 |
100511 |
387.3 |
387.3 |
377.7 |
380.2 |
-4.2 |
4,759 |
32,104 |
-520 |
| Jan11 |
100511 |
385.0 |
386.6 |
384.1 |
385.0 |
-3.8 |
106 |
2,636 |
+36 |
| Mar11 |
100511 |
387.0 |
391.0 |
387.0 |
388.8 |
-3.5 |
42 |
1,605 |
+10 |
| Total Volume and Open Interest |
11,307 |
128,670 |
-165 |
| Corn(CBOT) |
| May10 |
100511 |
362.00 |
370.00 |
358.00 |
369.75 |
+6.75 |
5,188 |
6,283 |
-1,382 |
| Jul10 |
100511 |
370.00 |
377.75 |
365.00 |
377.00 |
+6.50 |
109,892 |
505,374 |
-12,352 |
| Sep10 |
100511 |
377.25 |
384.25 |
372.75 |
384.00 |
+6.25 |
26,419 |
163,249 |
-39 |
| Dec10 |
100511 |
386.00 |
393.00 |
381.00 |
393.00 |
+6.50 |
38,768 |
345,613 |
+3,957 |
| Mar11 |
100511 |
398.75 |
405.50 |
394.75 |
405.25 |
+6.00 |
3,020 |
50,474 |
+557 |
| May11 |
100511 |
407.25 |
414.00 |
405.50 |
413.75 |
+5.50 |
746 |
9,359 |
-162 |
| Total Volume and Open Interest |
189,513 |
1,163,570 |
-7,658 |
| Wheat(CBOT) |
| May10 |
100511 |
482.25 |
487.25 |
481.00 |
483.75 |
+1.25 |
2,333 |
1,128 |
-993 |
| Jul10 |
100511 |
493.50 |
498.50 |
489.00 |
493.25 |
+0.50 |
44,867 |
248,627 |
-1,288 |
| Sep10 |
100511 |
510.00 |
515.00 |
505.75 |
510.25 |
+0.75 |
8,012 |
79,835 |
-1,175 |
| Dec10 |
100511 |
539.00 |
544.00 |
535.00 |
539.75 |
+1.25 |
7,213 |
74,809 |
+674 |
| Mar11 |
100511 |
566.00 |
571.25 |
563.25 |
567.25 |
+1.25 |
1,431 |
18,936 |
+169 |
| Total Volume and Open Interest |
65,382 |
458,978 |
-2,141 |
| Wheat(KCBT) |
| May10 |
100511 |
499.00 |
506.50 |
499.00 |
502.50 |
+1.50 |
15 |
38 |
-9 |
| Jul10 |
100511 |
508.25 |
514.75 |
505.50 |
509.50 |
+1.50 |
8,348 |
65,258 |
-433 |
| Sep10 |
100511 |
520.00 |
525.75 |
517.50 |
521.25 |
+1.50 |
1,262 |
17,497 |
+109 |
| Dec10 |
100511 |
537.50 |
543.25 |
535.25 |
539.00 |
+1.50 |
1,055 |
45,374 |
-176 |
| Mar11 |
100511 |
552.75 |
560.50 |
552.75 |
556.00 |
+1.25 |
423 |
10,795 |
+75 |
| Total Volume and Open Interest |
11,623 |
151,946 |
-246 |
| Wheat(MGE) |
| May10 |
100511 |
527.25 |
527.25 |
527.25 |
527.25 |
+5.25 |
0 |
23 |
+0 |
| Jul10 |
100511 |
528.00 |
536.00 |
525.00 |
533.25 |
+5.25 |
2,407 |
18,475 |
-1 |
| Sep10 |
100511 |
539.75 |
547.50 |
535.75 |
545.00 |
+5.50 |
255 |
8,233 |
+40 |
| Dec10 |
100511 |
556.50 |
564.75 |
553.00 |
562.00 |
+5.50 |
186 |
8,618 |
+58 |
| Mar11 |
100511 |
573.00 |
581.75 |
573.00 |
579.00 |
+5.25 |
166 |
2,086 |
+82 |
| Total Volume and Open Interest |
3,190 |
41,536 |
+246 |
| Oats(CBOT) |
| May10 |
100511 |
198.25 |
198.50 |
195.25 |
197.75 |
+2.50 |
3 |
29 |
-2 |
| Jul10 |
100511 |
203.75 |
203.75 |
198.00 |
202.75 |
+2.50 |
779 |
12,516 |
+146 |
| Sep10 |
100511 |
212.00 |
212.00 |
207.00 |
211.25 |
+2.50 |
40 |
1,279 |
+5 |
| Dec10 |
100511 |
221.25 |
223.75 |
220.00 |
223.25 |
+2.25 |
465 |
2,861 |
+32 |
| Total Volume and Open Interest |
1,291 |
16,751 |
+183 |
| Rough Rice(CBOT) |
| May10 |
100511 |
11.66 |
11.69 |
11.60 |
11.69 |
unch |
54 |
160 |
-57 |
| Jul10 |
100511 |
11.90 |
11.95 |
11.69 |
11.90 |
unch |
692 |
8,896 |
-41 |
| Sep10 |
100511 |
11.41 |
11.47 |
11.26 |
11.42 |
-0.05 |
213 |
3,311 |
-53 |
| Nov10 |
100511 |
11.63 |
11.64 |
11.43 |
11.60 |
-0.02 |
153 |
1,659 |
+60 |
| Total Volume and Open Interest |
1,127 |
15,289 |
-84 |
| Live Cattle(CME) |
| Jun10 |
100511 |
96.500 |
96.980 |
96.100 |
96.800 |
+0.100 |
30,976 |
133,687 |
-5,625 |
| Aug10 |
100511 |
94.730 |
95.550 |
94.550 |
95.385 |
+0.305 |
24,950 |
108,930 |
+3,786 |
| Oct10 |
100511 |
96.250 |
96.900 |
95.980 |
96.850 |
+0.250 |
10,773 |
65,150 |
+3,049 |
| Dec10 |
100511 |
97.580 |
98.150 |
97.330 |
98.100 |
+0.120 |
4,946 |
38,040 |
+2,048 |
| Feb11 |
100511 |
98.600 |
99.350 |
98.580 |
99.250 |
+0.215 |
836 |
18,140 |
+251 |
| Apr11 |
100511 |
98.730 |
99.700 |
98.550 |
99.635 |
+0.555 |
291 |
6,957 |
+113 |
| Total Volume and Open Interest |
72,860 |
373,825 |
+3,641 |
| Feeder Cattle(CME) |
| May10 |
100511 |
112.750 |
112.850 |
111.550 |
112.100 |
-0.535 |
1,571 |
7,489 |
-875 |
| Aug10 |
100511 |
116.000 |
116.000 |
114.650 |
115.600 |
-0.330 |
3,134 |
25,143 |
-91 |
| Sep10 |
100511 |
115.900 |
116.000 |
114.680 |
115.800 |
-0.180 |
457 |
5,491 |
+108 |
| Oct10 |
100511 |
115.300 |
115.550 |
114.500 |
115.350 |
+0.100 |
186 |
2,570 |
+51 |
| Nov10 |
100511 |
114.700 |
114.830 |
113.930 |
114.400 |
-0.450 |
45 |
1,283 |
-2 |
| Jan11 |
100511 |
112.750 |
112.900 |
112.000 |
112.900 |
+0.150 |
9 |
335 |
+1 |
| Mar11 |
100511 |
111.500 |
111.900 |
111.500 |
111.900 |
+0.350 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
5,404 |
42,355 |
-806 |
| Lean Hogs(CME) |
| May10 |
100511 |
89.150 |
89.150 |
87.700 |
87.930 |
-0.670 |
980 |
4,290 |
-461 |
| Jun10 |
100511 |
85.700 |
85.800 |
84.400 |
85.330 |
-0.520 |
19,930 |
68,569 |
-3,611 |
| Jul10 |
100511 |
85.750 |
85.900 |
84.385 |
85.480 |
-0.670 |
10,377 |
39,281 |
+2,447 |
| Aug10 |
100511 |
85.635 |
85.785 |
84.200 |
85.035 |
-0.715 |
6,312 |
48,470 |
-199 |
| Oct10 |
100511 |
76.550 |
76.700 |
75.330 |
76.285 |
-0.690 |
3,185 |
32,248 |
+418 |
| Dec10 |
100511 |
73.200 |
73.200 |
71.885 |
72.400 |
-0.930 |
1,464 |
20,711 |
-144 |
| Feb11 |
100511 |
72.450 |
72.650 |
72.000 |
72.450 |
-0.800 |
370 |
6,001 |
+255 |
| Apr11 |
100511 |
73.150 |
73.350 |
72.580 |
73.350 |
-0.950 |
270 |
2,816 |
+192 |
| Total Volume and Open Interest |
42,894 |
223,292 |
-1,100 |
| Pork Bellies(CME) |
| May10 |
100511 |
102.500 |
102.500 |
102.000 |
102.000 |
-0.700 |
2 |
46 |
-5 |
| Jul10 |
100511 |
100.000 |
101.500 |
99.500 |
101.500 |
unch |
11 |
137 |
-10 |
| Aug10 |
100511 |
96.500 |
96.550 |
96.500 |
96.550 |
unch |
0 |
22 |
+0 |
| Feb11 |
100511 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
3 |
+0 |
| Mar11 |
100511 |
100.250 |
100.250 |
100.250 |
100.250 |
+1.000 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
13 |
209 |
-15 |
| Class III Milk(CME) |
| May10 |
100511 |
13.20 |
13.27 |
13.19 |
13.24 |
unch |
37 |
4,764 |
+15 |
| Jun10 |
100511 |
13.64 |
13.75 |
13.51 |
13.72 |
+0.05 |
373 |
4,757 |
+30 |
| Jul10 |
100511 |
14.32 |
14.50 |
14.22 |
14.46 |
+0.09 |
324 |
3,656 |
+67 |
| Aug10 |
100511 |
15.03 |
15.20 |
15.00 |
15.18 |
+0.08 |
181 |
3,341 |
+103 |
| Sep10 |
100511 |
15.35 |
15.42 |
15.25 |
15.40 |
unch |
108 |
3,093 |
+58 |
| Total Volume and Open Interest |
1,263 |
28,187 |
+372 |
| Cocoa(ICE) |
| May10 |
100511 |
3010 |
3010 |
2945 |
2955 |
-106 |
16 |
9 |
-3 |
| Jul10 |
100511 |
3077 |
3080 |
2936 |
2951 |
-126 |
19,296 |
60,805 |
-1,375 |
| Sep10 |
100511 |
3098 |
3098 |
2962 |
2973 |
-125 |
3,545 |
27,328 |
+818 |
| Dec10 |
100511 |
3098 |
3098 |
2988 |
3001 |
-118 |
880 |
15,103 |
-724 |
| Mar11 |
100511 |
3070 |
3070 |
3020 |
3025 |
-116 |
234 |
15,064 |
+19 |
| May11 |
100511 |
3037 |
3037 |
3035 |
3035 |
-116 |
203 |
6,375 |
-10 |
| Jul11 |
100511 |
3047 |
3047 |
3045 |
3045 |
-115 |
115 |
2,856 |
+7 |
| Total Volume and Open Interest |
24,643 |
132,987 |
-1,026 |
| Coffee "C"(ICE) |
| May10 |
100511 |
134.05 |
136.50 |
134.05 |
135.25 |
+1.70 |
42 |
171 |
-61 |
| Jul10 |
100511 |
133.90 |
136.85 |
133.60 |
136.15 |
+2.00 |
14,325 |
76,538 |
+221 |
| Sep10 |
100511 |
135.45 |
138.25 |
135.20 |
137.60 |
+1.95 |
2,415 |
26,059 |
-62 |
| Dec10 |
100511 |
136.70 |
139.75 |
136.70 |
139.20 |
+1.95 |
1,645 |
18,717 |
+589 |
| Mar11 |
100511 |
141.00 |
141.00 |
140.40 |
140.55 |
+1.95 |
549 |
7,791 |
+167 |
| May11 |
100511 |
140.00 |
141.25 |
140.00 |
141.25 |
+1.90 |
161 |
4,229 |
+150 |
| Total Volume and Open Interest |
19,244 |
136,456 |
+1,039 |
| Orange Juice(ICE) |
| May10 |
100510 |
136.00 |
138.00 |
136.00 |
137.05 |
+4.55 |
109 |
1,254 |
-66 |
| Jul10 |
100511 |
137.75 |
142.15 |
137.75 |
141.85 |
+3.80 |
1,137 |
18,958 |
-231 |
| Sep10 |
100511 |
140.00 |
143.65 |
140.00 |
143.35 |
+3.75 |
226 |
6,528 |
+135 |
| Nov10 |
100511 |
141.00 |
144.60 |
141.00 |
144.50 |
+3.75 |
21 |
1,351 |
+4 |
| Jan11 |
100511 |
144.60 |
145.00 |
144.60 |
144.80 |
+3.35 |
29 |
835 |
-4 |
| Mar11 |
100511 |
144.40 |
145.60 |
144.40 |
145.40 |
+3.60 |
23 |
169 |
+0 |
| Total Volume and Open Interest |
1,494 |
29,294 |
-212 |
| Sugar #11(ICE) |
| Jul10 |
100511 |
14.15 |
14.20 |
13.66 |
13.91 |
-0.27 |
55,714 |
296,422 |
+4,358 |
| Oct10 |
100511 |
14.70 |
14.84 |
14.34 |
14.58 |
-0.24 |
24,541 |
153,064 |
+2,574 |
| Mar11 |
100511 |
15.53 |
15.61 |
15.16 |
15.38 |
-0.21 |
13,086 |
77,875 |
+168 |
| May11 |
100511 |
15.25 |
15.49 |
15.09 |
15.25 |
-0.16 |
3,602 |
24,622 |
+715 |
| Jul11 |
100511 |
15.05 |
15.32 |
14.99 |
15.16 |
-0.13 |
2,650 |
26,685 |
+764 |
| Total Volume and Open Interest |
104,109 |
642,287 |
+8,997 |
| London Cocoa(LCE) |
| May10 |
100430 |
2360 |
2370 |
2355 |
2370 |
+6 |
2,691 |
40,097 |
-627 |
| Jul10 |
100511 |
2342 |
2344 |
2265 |
2273 |
-80 |
9,768 |
54,776 |
+437 |
| Sep10 |
100511 |
2300 |
2301 |
2227 |
2235 |
-74 |
2,373 |
28,709 |
+456 |
| Dec10 |
100511 |
2249 |
2251 |
2196 |
2205 |
-68 |
396 |
19,766 |
+63 |
| Mar11 |
100511 |
2219 |
2224 |
2163 |
2175 |
-64 |
806 |
20,584 |
+482 |
| May11 |
100511 |
2227 |
2227 |
2166 |
2176 |
-65 |
35 |
4,124 |
+35 |
| Jul11 |
100511 |
2222 |
2225 |
2180 |
2180 |
-66 |
28 |
893 |
+28 |
| Total Volume and Open Interest |
17,656 |
164,517 |
-2,643 |
| London Sugar(LCE) |
| Aug10 |
100511 |
445.50 |
453.10 |
438.50 |
451.20 |
+3.20 |
3,911 |
32,299 |
-336 |
| Oct10 |
100511 |
418.30 |
423.50 |
411.00 |
421.40 |
+0.40 |
846 |
13,022 |
+136 |
| Dec10 |
100511 |
412.60 |
414.70 |
405.00 |
414.00 |
unch |
195 |
3,781 |
+70 |
| Mar11 |
100511 |
422.00 |
423.00 |
414.30 |
423.00 |
+0.80 |
102 |
2,519 |
+28 |
| May11 |
100511 |
423.00 |
427.60 |
420.00 |
425.30 |
+0.60 |
76 |
1,536 |
+55 |
| Total Volume and Open Interest |
5,130 |
53,562 |
-47 |
| Cotton(ICE) |
| Jul10 |
100511 |
81.15 |
81.90 |
80.50 |
80.53 |
-0.51 |
14,667 |
105,444 |
-1,623 |
| Oct10 |
100511 |
78.95 |
79.29 |
77.65 |
77.80 |
-1.34 |
483 |
2,416 |
+244 |
| Dec10 |
100511 |
76.40 |
76.67 |
76.05 |
76.30 |
-0.10 |
4,752 |
56,684 |
-687 |
| Mar11 |
100511 |
77.52 |
77.72 |
77.25 |
77.47 |
+0.01 |
366 |
6,547 |
+62 |
| May11 |
100511 |
77.67 |
77.67 |
77.67 |
77.67 |
+0.06 |
0 |
188 |
+0 |
| Jul11 |
100511 |
77.77 |
77.77 |
77.77 |
77.77 |
+0.15 |
0 |
2,887 |
+0 |
| Total Volume and Open Interest |
20,269 |
175,453 |
-2,005 |
| Lumber(CME) |
| May10 |
100511 |
282.4 |
283.5 |
270.0 |
270.8 |
-8.8 |
184 |
852 |
-71 |
| Jul10 |
100511 |
279.9 |
282.7 |
269.5 |
269.5 |
-10.0 |
1,415 |
5,101 |
-818 |
| Sep10 |
100511 |
288.2 |
289.1 |
279.0 |
279.0 |
-10.0 |
243 |
2,353 |
-87 |
| Nov10 |
100511 |
274.3 |
275.0 |
266.0 |
266.0 |
-10.0 |
38 |
661 |
-8 |
| Total Volume and Open Interest |
1,886 |
8,984 |
-980 |
| Crude Oil(NYM) |
| Jun10 |
100511 |
77.26 |
77.68 |
75.36 |
76.37 |
-0.43 |
601,534 |
328,397 |
-3,420 |
| Jul10 |
100511 |
80.81 |
81.24 |
79.10 |
80.22 |
-0.30 |
221,693 |
244,232 |
+10,602 |
| Aug10 |
100511 |
82.53 |
83.01 |
80.85 |
82.18 |
+0.01 |
64,292 |
97,904 |
+380 |
| Sep10 |
100511 |
83.23 |
84.05 |
81.92 |
83.27 |
+0.10 |
38,374 |
89,058 |
-5,213 |
| Oct10 |
100511 |
84.19 |
84.84 |
82.73 |
84.07 |
+0.15 |
19,726 |
38,987 |
-3,542 |
| Nov10 |
100511 |
83.86 |
85.41 |
83.81 |
84.74 |
+0.19 |
18,080 |
30,950 |
-1,771 |
| Dec10 |
100511 |
85.30 |
86.03 |
83.94 |
85.29 |
+0.23 |
60,597 |
201,120 |
-6,095 |
| Jan11 |
100511 |
84.53 |
86.31 |
84.35 |
85.67 |
+0.26 |
5,201 |
33,745 |
-548 |
| Feb11 |
100511 |
86.08 |
86.64 |
84.66 |
86.02 |
+0.29 |
3,243 |
14,796 |
+88 |
| Mar11 |
100511 |
86.08 |
87.01 |
85.02 |
86.33 |
+0.30 |
3,134 |
16,830 |
+251 |
| Apr11 |
100511 |
86.62 |
87.29 |
85.34 |
86.62 |
+0.30 |
1,366 |
12,777 |
+367 |
| May11 |
100511 |
86.36 |
86.89 |
86.36 |
86.89 |
+0.30 |
887 |
6,759 |
+12 |
| Jun11 |
100511 |
87.15 |
87.80 |
85.87 |
87.13 |
+0.29 |
5,776 |
40,839 |
-6 |
| Jul11 |
100511 |
87.33 |
87.33 |
87.33 |
87.33 |
+0.28 |
217 |
5,813 |
+68 |
| Aug11 |
100511 |
87.51 |
87.51 |
87.51 |
87.51 |
+0.27 |
783 |
4,610 |
+474 |
| Sep11 |
100511 |
87.70 |
87.70 |
87.70 |
87.70 |
+0.25 |
975 |
7,066 |
-202 |
| Total Volume and Open Interest |
1,089,139 |
1,474,582 |
-8,591 |
| e-miNY Crude Oil(NYM) |
| May10 |
100419 |
82.975 |
82.975 |
80.525 |
81.450 |
-1.800 |
13,915 |
4,660 |
-166 |
| Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
| Jul10 |
100511 |
80.700 |
81.225 |
79.125 |
80.225 |
-0.300 |
1,433 |
2,424 |
+104 |
| Aug10 |
100511 |
82.275 |
82.925 |
80.875 |
82.175 |
unch |
182 |
395 |
+32 |
| Sep10 |
100511 |
82.800 |
84.025 |
81.950 |
83.275 |
+0.100 |
13 |
155 |
+2 |
| Oct10 |
100511 |
83.375 |
84.800 |
82.800 |
84.075 |
+0.150 |
4 |
11 |
+0 |
| Nov10 |
100511 |
84.325 |
85.275 |
84.250 |
84.750 |
+0.200 |
3 |
1 |
+0 |
| Dec10 |
100511 |
85.300 |
85.900 |
84.075 |
85.300 |
+0.250 |
4 |
74 |
+0 |
| Jan11 |
100511 |
85.675 |
86.275 |
84.425 |
85.675 |
+0.275 |
0 |
1 |
+0 |
| Feb11 |
100511 |
86.025 |
86.600 |
84.750 |
86.025 |
+0.300 |
|
|
|
| Total Volume and Open Interest |
22,330 |
8,845 |
-213 |
| Heating Oil(NYM) |
| Jun10 |
100511 |
213.18 |
215.50 |
209.99 |
214.01 |
+1.99 |
70,908 |
85,113 |
-1,197 |
| Jul10 |
100511 |
214.56 |
217.41 |
212.12 |
215.98 |
+1.84 |
30,698 |
50,166 |
+3,891 |
| Aug10 |
100511 |
215.74 |
219.68 |
214.60 |
218.25 |
+1.68 |
15,408 |
28,373 |
+547 |
| Sep10 |
100511 |
218.47 |
222.22 |
217.27 |
220.86 |
+1.62 |
10,214 |
23,374 |
-547 |
| Oct10 |
100511 |
220.63 |
224.64 |
220.24 |
223.54 |
+1.57 |
4,301 |
15,652 |
+356 |
| Nov10 |
100511 |
223.02 |
227.54 |
222.86 |
226.29 |
+1.51 |
2,242 |
10,985 |
+210 |
| Dec10 |
100511 |
226.40 |
230.15 |
225.81 |
229.00 |
+1.42 |
16,248 |
38,673 |
+2,749 |
| Jan11 |
100511 |
230.20 |
233.16 |
228.60 |
231.87 |
+1.36 |
2,511 |
15,615 |
+114 |
| Feb11 |
100511 |
232.48 |
235.11 |
230.74 |
233.94 |
+1.39 |
1,261 |
6,706 |
+88 |
| Mar11 |
100511 |
235.39 |
235.39 |
234.02 |
234.87 |
+1.39 |
1,833 |
5,826 |
+159 |
| Apr11 |
100511 |
232.50 |
235.23 |
232.04 |
234.87 |
+1.39 |
639 |
3,208 |
+264 |
| May11 |
100511 |
235.07 |
235.10 |
234.85 |
234.97 |
+1.37 |
440 |
2,249 |
+135 |
| Total Volume and Open Interest |
163,565 |
316,597 |
+8,401 |
| Gasoline(NYMEX) |
| Jun10 |
100511 |
217.80 |
220.84 |
215.20 |
219.52 |
+2.26 |
52,321 |
87,462 |
-4,653 |
| Jul10 |
100511 |
218.55 |
221.39 |
215.78 |
219.99 |
+1.86 |
29,986 |
62,057 |
+971 |
| Aug10 |
100511 |
217.00 |
221.67 |
216.94 |
220.29 |
+1.54 |
12,385 |
34,166 |
-296 |
| Sep10 |
100511 |
219.10 |
221.11 |
216.96 |
220.20 |
+1.37 |
10,294 |
39,190 |
-1,236 |
| Oct10 |
100511 |
209.49 |
211.84 |
206.92 |
210.38 |
+1.15 |
5,283 |
22,015 |
+193 |
| Nov10 |
100511 |
209.73 |
210.15 |
209.08 |
210.15 |
+1.08 |
4,227 |
15,653 |
+1 |
| Dec10 |
100511 |
208.14 |
212.45 |
207.76 |
211.01 |
+1.06 |
6,275 |
11,997 |
+249 |
| Jan11 |
100511 |
212.80 |
213.62 |
211.94 |
212.91 |
+1.08 |
521 |
5,798 |
-290 |
| Feb11 |
100511 |
215.09 |
216.17 |
212.07 |
215.09 |
+1.08 |
182 |
1,884 |
+102 |
| Mar11 |
100511 |
216.51 |
218.11 |
216.51 |
217.45 |
+1.08 |
67 |
1,130 |
-2 |
| Total Volume and Open Interest |
122,531 |
293,678 |
-4,685 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100511 |
219.90 |
219.90 |
219.50 |
219.50 |
+2.20 |
1 |
7 |
-1 |
| Jul10 |
100511 |
220.00 |
220.00 |
219.99 |
220.00 |
+1.90 |
0 |
1 |
+0 |
| Aug10 |
100511 |
220.30 |
220.30 |
220.29 |
220.30 |
+1.50 |
1 |
3 |
+1 |
| Sep10 |
100511 |
220.20 |
220.20 |
220.20 |
220.20 |
+1.40 |
|
|
|
| Total Volume and Open Interest |
2 |
18 |
+0 |
| Natural Gas(NYM) |
| Jun10 |
100511 |
4.157 |
4.225 |
4.109 |
4.131 |
-0.039 |
86,657 |
151,259 |
-8,442 |
| Jul10 |
100511 |
4.255 |
4.321 |
4.211 |
4.225 |
-0.046 |
36,066 |
159,618 |
+958 |
| Aug10 |
100511 |
4.354 |
4.405 |
4.297 |
4.311 |
-0.046 |
19,572 |
69,063 |
+5,724 |
| Sep10 |
100511 |
4.428 |
4.474 |
4.373 |
4.382 |
-0.048 |
15,103 |
62,927 |
+3,013 |
| Oct10 |
100511 |
4.535 |
4.594 |
4.491 |
4.509 |
-0.043 |
16,599 |
74,246 |
+1,898 |
| Nov10 |
100511 |
5.000 |
5.034 |
4.951 |
4.976 |
-0.012 |
6,311 |
15,941 |
+17 |
| Dec10 |
100511 |
5.439 |
5.492 |
5.422 |
5.446 |
+0.003 |
5,612 |
33,732 |
+480 |
| Jan11 |
100511 |
5.651 |
5.705 |
5.639 |
5.659 |
+0.001 |
11,089 |
49,413 |
+1,888 |
| Feb11 |
100511 |
5.618 |
5.670 |
5.604 |
5.631 |
+0.009 |
2,870 |
17,164 |
-292 |
| Mar11 |
100511 |
5.545 |
5.578 |
5.514 |
5.538 |
+0.005 |
4,598 |
41,673 |
-242 |
| Apr11 |
100511 |
5.385 |
5.417 |
5.361 |
5.380 |
+0.005 |
4,384 |
38,368 |
+700 |
| May11 |
100511 |
5.415 |
5.442 |
5.393 |
5.407 |
+0.007 |
861 |
20,688 |
+104 |
| Jun11 |
100511 |
5.463 |
5.492 |
5.441 |
5.459 |
+0.007 |
205 |
6,685 |
+25 |
| Jul11 |
100511 |
5.516 |
5.555 |
5.515 |
5.525 |
+0.006 |
43 |
4,782 |
+18 |
| Aug11 |
100511 |
5.580 |
5.580 |
5.579 |
5.579 |
+0.005 |
52 |
5,194 |
+12 |
| Sep11 |
100511 |
5.610 |
5.635 |
5.598 |
5.610 |
+0.004 |
87 |
4,917 |
+16 |
| Total Volume and Open Interest |
212,269 |
872,815 |
+6,707 |
| Brent Crude Oil(ICE) |
| Jun10 |
100511 |
80.22 |
81.00 |
78.91 |
80.49 |
+0.37 |
222,923 |
131,609 |
-16,313 |
| Jul10 |
100511 |
81.43 |
82.17 |
80.08 |
81.65 |
+0.42 |
144,825 |
173,561 |
-5,497 |
| Aug10 |
100511 |
82.52 |
83.16 |
81.12 |
82.64 |
+0.45 |
56,567 |
77,133 |
-370 |
| Sep10 |
100511 |
82.90 |
84.02 |
82.08 |
83.49 |
+0.45 |
27,767 |
52,837 |
+331 |
| Oct10 |
100511 |
83.18 |
84.66 |
82.82 |
84.20 |
+0.44 |
14,328 |
25,494 |
+1,926 |
| Nov10 |
100511 |
83.83 |
85.39 |
83.47 |
84.83 |
+0.43 |
11,593 |
19,383 |
+478 |
| Dec10 |
100511 |
84.45 |
85.98 |
84.03 |
85.39 |
+0.41 |
34,722 |
101,978 |
+3,658 |
| Jan11 |
100511 |
84.96 |
86.36 |
84.65 |
85.85 |
+0.41 |
4,722 |
19,892 |
+345 |
| Feb11 |
100511 |
85.37 |
86.79 |
85.21 |
86.29 |
+0.43 |
3,056 |
10,274 |
+112 |
| Mar11 |
100511 |
86.26 |
86.69 |
86.26 |
86.69 |
+0.43 |
1,575 |
6,997 |
-355 |
| Apr11 |
100511 |
87.06 |
87.06 |
87.06 |
87.06 |
+0.43 |
1,051 |
4,489 |
-112 |
| May11 |
100511 |
87.39 |
87.39 |
87.39 |
87.39 |
+0.44 |
1,077 |
4,546 |
+208 |
| Jun11 |
100511 |
86.70 |
88.03 |
86.70 |
87.69 |
+0.45 |
2,670 |
18,513 |
+444 |
| Jul11 |
100511 |
87.97 |
87.97 |
87.97 |
87.97 |
+0.46 |
260 |
3,070 |
-52 |
| Total Volume and Open Interest |
535,818 |
747,235 |
-14,856 |
| Gas Oil(ICE) |
| May10 |
100511 |
675.00 |
680.00 |
666.00 |
677.25 |
+5.50 |
33,045 |
36,164 |
-6,944 |
| Jun10 |
100511 |
680.75 |
685.00 |
669.75 |
682.00 |
+6.25 |
97,747 |
110,036 |
-7,443 |
| Jul10 |
100511 |
686.00 |
690.25 |
675.25 |
687.75 |
+6.75 |
34,943 |
56,921 |
+269 |
| Aug10 |
100511 |
684.50 |
695.75 |
681.50 |
694.00 |
+6.75 |
11,702 |
31,422 |
-1,345 |
| Sep10 |
100511 |
690.50 |
702.75 |
688.00 |
700.25 |
+6.75 |
7,541 |
37,435 |
+2,329 |
| Oct10 |
100511 |
702.00 |
708.75 |
694.00 |
706.25 |
+6.75 |
3,804 |
28,174 |
+261 |
| Nov10 |
100511 |
707.50 |
711.75 |
700.50 |
711.75 |
+6.75 |
1,731 |
22,108 |
+273 |
| Dec10 |
100511 |
712.75 |
719.50 |
704.50 |
717.00 |
+6.75 |
14,214 |
92,353 |
-161 |
| Jan11 |
100511 |
714.25 |
723.00 |
712.25 |
723.00 |
+7.00 |
2,338 |
25,347 |
+248 |
| Feb11 |
100511 |
719.00 |
727.75 |
717.00 |
727.75 |
+7.00 |
655 |
12,645 |
+41 |
| Total Volume and Open Interest |
211,627 |
536,304 |
-12,233 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100511 |
1.635 |
1.640 |
1.632 |
1.638 |
+0.011 |
76 |
1,042 |
+1 |
| Jul10 |
100511 |
1.645 |
1.653 |
1.645 |
1.652 |
+0.011 |
70 |
1,310 |
+2 |
| Aug10 |
100511 |
1.652 |
1.656 |
1.650 |
1.653 |
+0.012 |
21 |
716 |
-6 |
| Sep10 |
100511 |
1.655 |
1.655 |
1.650 |
1.652 |
+0.009 |
22 |
788 |
+16 |
| Oct10 |
100511 |
1.655 |
1.658 |
1.655 |
1.655 |
+0.011 |
19 |
809 |
+4 |
| Nov10 |
100511 |
1.660 |
1.665 |
1.655 |
1.658 |
+0.013 |
22 |
753 |
+17 |
| Dec10 |
100511 |
1.673 |
1.679 |
1.671 |
1.673 |
+0.013 |
40 |
1,368 |
-4 |
| Total Volume and Open Interest |
405 |
8,697 |
+99 |
| US Dollar Index(ICE) |
| Jun10 |
100511 |
84.585 |
84.905 |
84.330 |
84.613 |
+0.278 |
68,758 |
42,987 |
-613 |
| Sep10 |
100511 |
84.880 |
85.150 |
84.755 |
84.963 |
+0.278 |
105 |
2,292 |
+4 |
| Dec10 |
100511 |
85.223 |
85.223 |
85.223 |
85.223 |
+0.278 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
68,863 |
45,294 |
-609 |
| Australian Dollar(CME) |
| Jun10 |
100511 |
89.89 |
89.97 |
88.97 |
89.45 |
-0.33 |
263,856 |
125,435 |
-8,552 |
| Sep10 |
100511 |
88.93 |
88.97 |
88.05 |
88.51 |
-0.32 |
366 |
749 |
+104 |
| Dec10 |
100511 |
87.58 |
87.90 |
87.58 |
87.58 |
-0.32 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
264,223 |
126,203 |
-8,447 |
| British Pound(CME) |
| Jun10 |
100511 |
148.55 |
150.06 |
147.20 |
149.51 |
+0.74 |
304,790 |
133,178 |
-6,022 |
| Sep10 |
100511 |
148.30 |
150.01 |
147.19 |
149.48 |
+0.74 |
2,481 |
2,176 |
-213 |
| Dec10 |
100511 |
148.34 |
150.04 |
148.34 |
149.45 |
+0.74 |
9 |
30 |
+2 |
| Total Volume and Open Interest |
307,280 |
135,385 |
-6,233 |
| Canadian Dollar(CME) |
| Jun10 |
100511 |
97.69 |
98.53 |
97.20 |
98.15 |
+0.55 |
194,265 |
118,343 |
-13,024 |
| Sep10 |
100511 |
97.67 |
98.46 |
97.17 |
98.10 |
+0.55 |
1,017 |
4,926 |
+176 |
| Dec10 |
100511 |
97.70 |
98.29 |
97.42 |
97.97 |
+0.55 |
94 |
1,310 |
+13 |
| Mar11 |
100511 |
97.78 |
98.10 |
97.23 |
97.78 |
+0.55 |
0 |
274 |
+0 |
| Total Volume and Open Interest |
195,376 |
124,936 |
-12,835 |
| Japanese Yen(CME) |
| Jun10 |
100511 |
107.19 |
108.48 |
107.10 |
107.81 |
+0.43 |
370,925 |
142,458 |
-2,186 |
| Sep10 |
100511 |
107.33 |
108.60 |
107.25 |
107.94 |
+0.45 |
4,188 |
2,960 |
+806 |
| Dec10 |
100511 |
108.00 |
108.41 |
107.66 |
108.11 |
+0.45 |
40 |
122 |
+21 |
| Total Volume and Open Interest |
375,153 |
145,541 |
-1,359 |
| Swiss Franc(CME) |
| Jun10 |
100511 |
90.17 |
90.68 |
89.88 |
90.18 |
-0.05 |
83,612 |
52,068 |
-660 |
| Sep10 |
100511 |
90.32 |
90.85 |
90.11 |
90.37 |
-0.03 |
401 |
725 |
-129 |
| Dec10 |
100511 |
90.57 |
90.77 |
90.57 |
90.57 |
-0.05 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
84,013 |
52,808 |
-789 |
| EuroFX(CME) |
| Jun10 |
100511 |
127.90 |
128.04 |
126.52 |
126.96 |
-1.06 |
672,554 |
252,895 |
-29,840 |
| Sep10 |
100511 |
127.85 |
128.00 |
126.63 |
127.02 |
-1.04 |
2,938 |
6,274 |
+193 |
| Dec10 |
100511 |
127.00 |
128.11 |
126.97 |
127.07 |
-1.04 |
17 |
115 |
+2 |
| Total Volume and Open Interest |
675,510 |
259,340 |
-29,645 |
| Mexican Peso(CME) |
| May10 |
100511 |
800.0 |
801.0 |
800.0 |
800.0 |
-1.0 |
0 |
7 |
-10 |
| Jun10 |
100511 |
797.5 |
801.5 |
791.5 |
797.2 |
-1.0 |
104,104 |
108,192 |
-2,758 |
| Total Volume and Open Interest |
104,132 |
108,807 |
-2,768 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100511 |
121~110 |
121~110 |
120~140 |
120~250 |
-0~020 |
|
|
|
| Sep10 |
100511 |
120~030 |
121~020 |
119~200 |
120~030 |
-0~020 |
3,654 |
15,058 |
+268 |
| Dec10 |
100511 |
118~260 |
118~260 |
118~180 |
118~180 |
-0~020 |
9 |
18 |
+4 |
| Total Volume and Open Interest |
617,553 |
717,600 |
-16,734 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100511 |
118~290 |
119~180 |
118~225 |
119~005 |
+0~025 |
2,093,465 |
1,757,942 |
+23,613 |
| Sep10 |
100511 |
117~300 |
118~120 |
117~180 |
117~280 |
+0~035 |
18,434 |
34,706 |
+5,049 |
| Dec10 |
100511 |
116~140 |
116~190 |
116~060 |
116~140 |
+0~035 |
0 |
32 |
-2 |
| Total Volume and Open Interest |
2,111,902 |
1,792,683 |
+28,662 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100511 |
58~053 |
58~053 |
58~035 |
58~040 |
-58~075 |
946,817 |
1,012,800 |
+13,971 |
| Sep10 |
100511 |
115~117 |
115~118 |
115~063 |
115~087 |
+0~004 |
6,342 |
13,537 |
+1,553 |
| Dec10 |
100511 |
114~078 |
114~078 |
114~074 |
114~078 |
+0~004 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
863,727 |
995,884 |
-28,902 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100511 |
54~069 |
54~070 |
54~066 |
54~066 |
-0~004 |
|
|
|
| Sep10 |
100511 |
108~076 |
108~077 |
108~069 |
108~073 |
+0~001 |
2,095 |
22,234 |
+400 |
| Dec10 |
100511 |
108~013 |
108~013 |
108~011 |
108~013 |
+0~002 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
512,060 |
1,011,836 |
-54,372 |
| Eurodollars(CME) |
| Jun10 |
100511 |
99.500 |
99.505 |
99.410 |
99.460 |
-0.030 |
723,782 |
1,181,960 |
-15,734 |
| Sep10 |
100511 |
99.365 |
99.375 |
99.285 |
99.340 |
-0.025 |
500,746 |
1,147,228 |
+13,161 |
| Dec10 |
100511 |
99.210 |
99.210 |
99.135 |
99.190 |
-0.010 |
497,429 |
1,050,785 |
-11,320 |
| Mar11 |
100511 |
98.955 |
98.980 |
98.930 |
98.970 |
unch |
460,210 |
737,281 |
-4,057 |
| Jun11 |
100511 |
98.695 |
98.725 |
98.670 |
98.715 |
+0.005 |
548,115 |
871,207 |
-4,327 |
| Sep11 |
100511 |
98.420 |
98.490 |
98.400 |
98.450 |
+0.005 |
426,661 |
678,549 |
-7,337 |
| Dec11 |
100511 |
98.145 |
98.230 |
98.115 |
98.160 |
-0.005 |
363,341 |
528,389 |
-21,068 |
| Mar12 |
100511 |
97.890 |
97.985 |
97.850 |
97.895 |
-0.010 |
309,882 |
355,050 |
+895 |
| Jun12 |
100511 |
97.610 |
97.705 |
97.560 |
97.605 |
-0.015 |
166,015 |
251,432 |
+2,876 |
| Sep12 |
100511 |
97.325 |
97.430 |
97.275 |
97.320 |
-0.015 |
122,328 |
191,437 |
-620 |
| Dec12 |
100511 |
97.050 |
97.155 |
96.995 |
97.040 |
-0.015 |
101,696 |
149,633 |
-4,194 |
| Mar13 |
100511 |
96.820 |
96.930 |
96.765 |
96.810 |
-0.015 |
85,460 |
130,838 |
-686 |
| Jun13 |
100511 |
96.590 |
96.695 |
96.535 |
96.575 |
-0.015 |
33,930 |
84,014 |
+1,994 |
| Sep13 |
100511 |
96.380 |
96.480 |
96.325 |
96.365 |
-0.010 |
29,127 |
82,313 |
-50 |
| Dec13 |
100511 |
96.165 |
96.260 |
96.105 |
96.145 |
-0.010 |
18,933 |
44,835 |
+1,333 |
| Mar14 |
100511 |
95.990 |
96.085 |
95.935 |
95.970 |
-0.010 |
17,192 |
39,767 |
+81 |
| Jun14 |
100511 |
95.845 |
95.910 |
95.765 |
95.800 |
-0.010 |
11,448 |
35,218 |
-1,993 |
| Sep14 |
100511 |
95.725 |
95.755 |
95.615 |
95.650 |
-0.010 |
8,783 |
25,758 |
-1,155 |
| Total Volume and Open Interest |
4,468,364 |
7,805,529 |
-52,144 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100511 |
99.787 |
99.793 |
99.785 |
99.787 |
unch |
21,594 |
67,587 |
-4,272 |
| Jun10 |
100511 |
99.775 |
99.785 |
99.775 |
99.780 |
+0.005 |
21,096 |
75,818 |
-6,675 |
| Jul10 |
100511 |
99.760 |
99.775 |
99.755 |
99.765 |
+0.005 |
12,307 |
63,250 |
-4,767 |
| Aug10 |
100511 |
99.745 |
99.755 |
99.740 |
99.745 |
+0.005 |
10,758 |
83,578 |
-1,643 |
| Sep10 |
100511 |
99.720 |
99.735 |
99.720 |
99.725 |
+0.005 |
10,655 |
48,716 |
-824 |
| Oct10 |
100511 |
99.685 |
99.705 |
99.685 |
99.695 |
+0.005 |
14,326 |
75,438 |
+2,070 |
| Total Volume and Open Interest |
138,470 |
637,004 |
-17,268 |
| 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 |
100511 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
2,628 |
+0 |
| Sep10 |
100511 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
1,031 |
+0 |
| Dec10 |
100511 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
342 |
+0 |
| Mar11 |
100511 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
0 |
167 |
+0 |
| Jun11 |
100511 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
| Sep11 |
100511 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
| Dec11 |
100511 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
| Mar12 |
100511 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
| Jun12 |
100511 |
99.550 |
99.550 |
99.550 |
99.550 |
unch |
|
|
|
| Sep12 |
100511 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
4,168 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100511 |
99.62 |
99.62 |
99.61 |
99.62 |
unch |
187 |
5,243 |
+0 |
| Sep10 |
100511 |
99.64 |
99.65 |
99.64 |
99.65 |
unch |
299 |
2,800 |
+0 |
| Dec10 |
100511 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
600 |
1,861 |
+0 |
| Mar11 |
100511 |
99.63 |
99.64 |
99.63 |
99.64 |
unch |
7 |
1,713 |
+0 |
| Jun11 |
100511 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
106 |
+0 |
| Sep11 |
100511 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
51 |
+0 |
| Dec11 |
100511 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
102 |
+0 |
| Mar12 |
100511 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
1,093 |
13,541 |
+294 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100510 |
139.79 |
139.80 |
139.52 |
139.62 |
-0.28 |
6,850 |
20,261 |
+0 |
| Sep10 |
100511 |
139.33 |
139.33 |
139.33 |
139.33 |
+0.16 |
4 |
3 |
+0 |
| Dec10 |
100511 |
137.24 |
137.24 |
137.24 |
137.24 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
4,670 |
19,110 |
-439 |
| Euro-Bund(EUREX) |
| Jun10 |
100511 |
125.69 |
126.29 |
125.56 |
125.63 |
+0.14 |
1,693,210 |
1,085,177 |
+15,564 |
| Sep10 |
100511 |
124.98 |
125.70 |
124.98 |
125.06 |
+0.23 |
2,557 |
12,643 |
+530 |
| Dec10 |
100511 |
123.63 |
123.63 |
123.63 |
123.63 |
+0.14 |
169 |
3 |
+0 |
| Total Volume and Open Interest |
1,695,936 |
1,097,823 |
+16,094 |
| Euro-Bobl(EUREX) |
| Jun10 |
100507 |
119.87 |
120.08 |
119.37 |
119.70 |
-0.53 |
995,180 |
809,283 |
-9,292 |
| Sep10 |
100511 |
118.73 |
119.04 |
118.73 |
118.83 |
+0.11 |
1,979 |
17,404 |
+1,830 |
| Dec10 |
100511 |
118.59 |
118.59 |
118.59 |
118.59 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
897,448 |
826,649 |
+1,147 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100511 |
99.230 |
99.230 |
99.225 |
99.230 |
-0.010 |
157 |
6,266 |
+126 |
| Sep10 |
100511 |
99.140 |
99.145 |
99.120 |
99.130 |
-0.010 |
36 |
2,973 |
+8 |
| Dec10 |
100511 |
99.055 |
99.065 |
99.055 |
99.065 |
unch |
27 |
1,647 |
+0 |
| Total Volume and Open Interest |
695 |
16,637 |
+409 |
| Long Gilt(LIFFE) |
| Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
| Sep10 |
100511 |
115~07 |
115~07 |
115~07 |
115~07 |
+0~13 |
1 |
17 |
+1 |
| Total Volume and Open Interest |
233,176 |
306,498 |
+12,273 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100511 |
99.17 |
99.19 |
99.14 |
99.17 |
unch |
102,593 |
345,384 |
+12,539 |
| Sep10 |
100511 |
99.05 |
99.05 |
99.00 |
99.02 |
-0.04 |
162,176 |
398,385 |
-5,789 |
| Dec10 |
100511 |
98.85 |
98.86 |
98.80 |
98.82 |
-0.04 |
179,270 |
378,388 |
-28,074 |
| Mar11 |
100511 |
98.63 |
98.63 |
98.56 |
98.59 |
-0.04 |
135,332 |
229,709 |
+3,402 |
| Jun11 |
100511 |
98.36 |
98.39 |
98.31 |
98.34 |
-0.03 |
119,096 |
303,391 |
+303 |
| Sep11 |
100511 |
98.09 |
98.13 |
98.04 |
98.08 |
-0.02 |
100,919 |
190,794 |
-5,651 |
| Total Volume and Open Interest |
992,172 |
2,352,261 |
-24,881 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100511 |
99.245 |
99.250 |
99.205 |
99.230 |
-0.010 |
490,503 |
886,414 |
-19,288 |
| Sep10 |
100511 |
99.140 |
99.155 |
99.110 |
99.135 |
-0.005 |
462,109 |
860,288 |
-15,882 |
| Dec10 |
100511 |
99.075 |
99.085 |
99.050 |
99.065 |
unch |
275,609 |
515,862 |
-14,545 |
| Total Volume and Open Interest |
2,363,182 |
4,196,437 |
-101,055 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100511 |
95.22 |
95.22 |
95.18 |
95.19 |
-0.01 |
31,449 |
292,564 |
-31,936 |
| Sep10 |
100511 |
95.03 |
95.08 |
94.98 |
95.05 |
+0.02 |
42,823 |
270,592 |
-10,949 |
| Dec10 |
100511 |
94.86 |
94.91 |
94.82 |
94.91 |
+0.05 |
31,034 |
165,752 |
-12,339 |
| Mar11 |
100511 |
94.71 |
94.76 |
94.65 |
94.76 |
+0.07 |
8,069 |
58,333 |
-8,327 |
| Jun11 |
100511 |
94.53 |
94.59 |
94.48 |
94.59 |
+0.07 |
3,785 |
47,084 |
-3,487 |
| Sep11 |
100511 |
94.39 |
94.43 |
94.32 |
94.43 |
+0.06 |
1,061 |
28,340 |
-3,032 |
| Dec11 |
100511 |
94.20 |
94.32 |
94.20 |
94.31 |
+0.05 |
948 |
24,263 |
-1,636 |
| Mar12 |
100511 |
94.19 |
94.26 |
94.19 |
94.26 |
+0.07 |
310 |
11,421 |
-876 |
| Jun12 |
100511 |
94.23 |
94.24 |
94.23 |
94.24 |
+0.07 |
28 |
5,060 |
-131 |
| Sep12 |
100511 |
94.23 |
94.25 |
94.23 |
94.25 |
+0.09 |
0 |
2,458 |
-50 |
| Total Volume and Open Interest |
119,507 |
906,891 |
-72,863 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100511 |
94.45 |
94.52 |
94.40 |
94.51 |
+0.07 |
76,404 |
457,097 |
-15,759 |
| Sep10 |
100511 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
76,404 |
457,097 |
-15,759 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100511 |
94.83 |
94.91 |
94.76 |
94.91 |
+0.10 |
250,613 |
966,983 |
-41,633 |
| Sep10 |
100511 |
94.91 |
94.91 |
94.91 |
94.91 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
250,613 |
966,983 |
-41,633 |
| Gold(CMX) |
| Jun10 |
100511 |
1201.8 |
1235.2 |
1201.5 |
1220.3 |
+19.5 |
255,295 |
330,395 |
-11,312 |
| Aug10 |
100511 |
1205.3 |
1236.5 |
1203.4 |
1222.1 |
+19.6 |
43,918 |
69,673 |
+18,261 |
| Oct10 |
100511 |
1207.5 |
1237.6 |
1205.3 |
1223.7 |
+19.7 |
2,228 |
23,203 |
+272 |
| Dec10 |
100511 |
1207.2 |
1240.1 |
1206.7 |
1225.4 |
+19.8 |
5,293 |
48,027 |
+841 |
| Feb11 |
100511 |
1209.9 |
1241.6 |
1208.8 |
1227.3 |
+19.7 |
461 |
17,657 |
-5 |
| Apr11 |
100511 |
1216.2 |
1243.7 |
1214.7 |
1229.4 |
+19.8 |
236 |
12,562 |
-79 |
| Jun11 |
100511 |
566.1 |
590.9 |
564.7 |
576.4 |
+19.8 |
481 |
7,878 |
+202 |
| Aug11 |
100511 |
1234.9 |
1249.1 |
1218.3 |
1234.9 |
+20.0 |
3 |
3,873 |
+0 |
| Oct11 |
100511 |
1238.2 |
1252.3 |
1222.4 |
1238.2 |
+20.2 |
0 |
6,374 |
+0 |
| Dec11 |
100511 |
1223.6 |
1255.6 |
1223.2 |
1241.5 |
+20.4 |
397 |
14,345 |
-35 |
| Feb12 |
100511 |
1245.5 |
1252.4 |
1226.9 |
1245.5 |
+20.5 |
0 |
3,625 |
+0 |
| Total Volume and Open Interest |
310,291 |
570,927 |
+8,698 |
| Silver(CMX) |
| May10 |
100511 |
1848.5 |
1940.0 |
1839.5 |
1927.2 |
+74.2 |
418 |
395 |
-262 |
| Jul10 |
100511 |
1851.0 |
1942.5 |
1840.5 |
1929.4 |
+74.2 |
55,541 |
74,648 |
-2,437 |
| Sep10 |
100511 |
1857.5 |
1945.0 |
1844.0 |
1932.5 |
+74.4 |
1,324 |
10,315 |
+434 |
| Dec10 |
100511 |
1857.5 |
1949.0 |
1850.0 |
1937.2 |
+74.8 |
3,003 |
14,904 |
-387 |
| Mar11 |
100511 |
1923.0 |
1953.0 |
1920.5 |
1941.2 |
+75.1 |
85 |
3,696 |
+14 |
| May11 |
100511 |
1888.0 |
1943.8 |
1888.0 |
1943.8 |
+75.2 |
73 |
2,151 |
+2 |
| Jul11 |
100511 |
1952.5 |
1952.5 |
1946.4 |
1946.4 |
+75.5 |
55 |
3,264 |
+24 |
| Total Volume and Open Interest |
62,194 |
118,169 |
-3,480 |
| Platinum(NYMEX) |
| Jul10 |
100511 |
1700.0 |
1710.9 |
1677.0 |
1700.8 |
+7.3 |
4,541 |
34,254 |
+554 |
| Oct10 |
100511 |
1694.9 |
1713.3 |
1681.8 |
1704.6 |
+7.3 |
40 |
1,298 |
+24 |
| Jan11 |
100511 |
1690.4 |
1712.0 |
1683.6 |
1706.3 |
+7.3 |
2 |
268 |
-1 |
| Apr11 |
100511 |
1706.3 |
1711.1 |
1687.7 |
1706.3 |
+7.3 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,583 |
35,830 |
+443 |
| Palladium(NYMEX) |
| Jun10 |
100511 |
530.20 |
535.00 |
511.60 |
532.20 |
+7.70 |
4,249 |
21,556 |
-569 |
| Sep10 |
100511 |
530.60 |
535.70 |
515.00 |
533.40 |
+7.65 |
314 |
1,831 |
+118 |
| Dec10 |
100511 |
529.30 |
536.50 |
529.30 |
534.55 |
+7.65 |
28 |
217 |
+17 |
| Total Volume and Open Interest |
4,591 |
23,627 |
-434 |
| Copper(CMX) |
| May10 |
100511 |
321.30 |
321.30 |
312.05 |
319.40 |
-2.10 |
302 |
1,820 |
-160 |
| Jul10 |
100511 |
322.70 |
323.75 |
312.85 |
320.65 |
-2.15 |
47,858 |
83,550 |
-5,123 |
| Sep10 |
100511 |
324.75 |
324.75 |
314.85 |
322.45 |
-2.20 |
4,834 |
18,445 |
+1,006 |
| Dec10 |
100511 |
325.60 |
325.60 |
317.20 |
324.25 |
-2.15 |
2,227 |
11,329 |
+315 |
| Mar11 |
100511 |
322.15 |
325.30 |
321.50 |
325.30 |
-2.10 |
340 |
3,188 |
-20 |
| Total Volume and Open Interest |
57,246 |
132,064 |
-5,059 |
| DJIA Index(CBOT) |
| Jun10 |
100511 |
10735 |
10840 |
10624 |
10709 |
-32 |
720 |
11,064 |
+37 |
| Sep10 |
100511 |
10605 |
10652 |
10589 |
10652 |
-31 |
5 |
19 |
+3 |
| Dec10 |
100511 |
10590 |
10622 |
10563 |
10590 |
-32 |
0 |
2 |
+0 |
| Mar11 |
100511 |
10535 |
10567 |
10517 |
10535 |
-32 |
|
|
|
| Total Volume and Open Interest |
725 |
11,085 |
+40 |
| S & P 500(CME) |
| Jun10 |
100511 |
1155.90 |
1168.50 |
1140.50 |
1152.20 |
-4.40 |
40,254 |
309,421 |
-8,767 |
| Sep10 |
100511 |
1149.80 |
1164.10 |
1141.00 |
1147.80 |
-4.30 |
155 |
10,769 |
+139 |
| Dec10 |
100511 |
1154.00 |
1159.70 |
1135.70 |
1143.40 |
-4.30 |
3 |
3,937 |
+2 |
| Mar11 |
100511 |
1147.00 |
1155.50 |
1131.50 |
1139.20 |
-4.30 |
0 |
375 |
+0 |
| Total Volume and Open Interest |
40,412 |
324,527 |
-8,626 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100511 |
1156.00 |
1169.00 |
1140.50 |
1152.25 |
-4.25 |
5,013,862 |
2,647,315 |
-41,013 |
| Sep10 |
100511 |
1151.75 |
1164.25 |
1136.25 |
1147.75 |
-4.25 |
12,477 |
35,587 |
+7,003 |
| Total Volume and Open Interest |
5,026,785 |
2,685,411 |
-33,885 |
| NASDAQ 100(CME) |
| Jun10 |
100511 |
1937.80 |
1965.00 |
1915.50 |
1935.30 |
-4.20 |
3,140 |
24,123 |
-2,381 |
| Sep10 |
100511 |
1940.00 |
1959.00 |
1920.00 |
1933.50 |
-4.30 |
0 |
163 |
+0 |
| Dec10 |
100511 |
1930.80 |
1931.30 |
1930.80 |
1930.80 |
-4.50 |
|
|
|
| Total Volume and Open Interest |
3,140 |
24,286 |
-2,381 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100511 |
1939.80 |
1965.00 |
1915.00 |
1935.30 |
-4.20 |
710,793 |
356,291 |
-23,552 |
| Sep10 |
100511 |
1940.00 |
1963.80 |
1914.30 |
1933.50 |
-4.30 |
441 |
1,760 |
+51 |
| Total Volume and Open Interest |
711,237 |
358,071 |
-23,498 |
| S & P Midcap 400(CME) |
| Jun10 |
100511 |
785.50 |
806.50 |
785.35 |
795.70 |
+0.60 |
304 |
2,073 |
+285 |
| Sep10 |
100511 |
793.70 |
794.90 |
793.70 |
793.70 |
+0.70 |
|
|
|
| Dec10 |
100511 |
791.70 |
792.90 |
791.70 |
791.70 |
+0.70 |
|
|
|
| Total Volume and Open Interest |
304 |
2,073 |
+285 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100511 |
10445 |
10445 |
10400 |
10445 |
-270 |
|
|
|
| Sep10 |
100511 |
10500 |
10640 |
10500 |
10500 |
-270 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
34,424 |
53,738 |
+5,858 |
| Nikkei 225(SGX) |
| Jun10 |
100511 |
10590 |
10795 |
10395 |
10400 |
-135 |
227,783 |
203,126 |
+0 |
| Sep10 |
100511 |
10395 |
10395 |
10395 |
10395 |
-135 |
751 |
1,299 |
+0 |
| Dec10 |
100511 |
10350 |
10350 |
10350 |
10350 |
-135 |
50 |
968 |
+0 |
| Total Volume and Open Interest |
229,885 |
197,779 |
-10,917 |
| CAC 40(EURONEXT) |
| May10 |
100511 |
3615.0 |
3707.0 |
3586.0 |
3657.0 |
-27.0 |
432,493 |
597,507 |
+110,304 |
| Jun10 |
100511 |
3608.0 |
3675.0 |
3555.0 |
3625.0 |
-27.0 |
3,450 |
64,038 |
+1,921 |
| Jul10 |
100511 |
3570.5 |
3621.5 |
3569.5 |
3621.5 |
-27.0 |
5 |
40 |
+5 |
| Total Volume and Open Interest |
435,956 |
663,112 |
+112,241 |
| Hang Seng Index(HKFE) |
| May10 |
100511 |
20182 |
20209 |
19790 |
19936 |
-264 |
107,767 |
72,882 |
-3,939 |
| Jun10 |
100511 |
20146 |
20182 |
19767 |
19924 |
-255 |
2,505 |
7,123 |
+839 |
| Total Volume and Open Interest |
110,601 |
81,170 |
-3,068 |
| DAX(EUREX) |
| Jun10 |
100511 |
5943.0 |
6096.0 |
5912.0 |
6042.5 |
+42.0 |
409,386 |
197,917 |
-2,182 |
| Sep10 |
100511 |
5965.0 |
6099.0 |
5920.0 |
6047.5 |
+41.0 |
454 |
10,256 |
-30 |
| Dec10 |
100511 |
5965.0 |
6104.0 |
5927.5 |
6054.5 |
+41.0 |
616 |
1,607 |
+63 |
| Total Volume and Open Interest |
410,456 |
209,780 |
-2,149 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100511 |
5275.00 |
5363.50 |
5233.00 |
5312.50 |
-38.50 |
391,646 |
678,830 |
-4,889 |
| Sep10 |
100511 |
5251.00 |
5306.50 |
5199.00 |
5272.50 |
-38.00 |
31 |
1,416 |
-1 |
| Dec10 |
100511 |
5234.00 |
5258.00 |
5184.00 |
5246.50 |
-38.50 |
14 |
2,931 |
+0 |
| Total Volume and Open Interest |
391,691 |
683,222 |
-4,890 |
| SPI 200(SFE) |
| Jun10 |
100511 |
4608.0 |
4683.0 |
4549.0 |
4557.0 |
-53.0 |
63,624 |
259,708 |
-6,121 |
| Sep10 |
100511 |
4619.0 |
4619.0 |
4543.0 |
4543.0 |
-52.0 |
6 |
2,812 |
-3 |
| Dec10 |
100511 |
4664.0 |
4664.0 |
4565.0 |
4565.0 |
-54.0 |
178 |
2,657 |
-46 |
| Total Volume and Open Interest |
63,808 |
266,016 |
-6,170 |
| GSCI(CME) |
| May10 |
100511 |
508.60 |
513.00 |
504.75 |
507.75 |
-1.75 |
2,363 |
18,611 |
-914 |
| Jun10 |
100511 |
519.20 |
523.00 |
514.00 |
519.10 |
-1.10 |
1,527 |
1,576 |
+1,397 |
| Jul10 |
100511 |
528.50 |
530.00 |
522.00 |
528.50 |
+2.50 |
|
|
|
| Total Volume and Open Interest |
3,890 |
20,187 |
+483 |
| Reuters CCI(ICE) |
| Jun10 |
100511 |
265.40 |
265.40 |
265.40 |
265.40 |
-0.80 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|