|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu May 13, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100513 |
958.25 |
965.75 |
956.00 |
960.50 |
+1.00 |
1,532 |
1,511 |
-379 |
| Jul10 |
100513 |
963.50 |
969.50 |
959.50 |
964.50 |
-1.00 |
64,476 |
231,432 |
+1,915 |
| Aug10 |
100513 |
959.50 |
963.50 |
954.25 |
958.50 |
-1.75 |
2,997 |
19,183 |
+393 |
| Sep10 |
100513 |
944.25 |
946.75 |
939.00 |
942.00 |
-2.25 |
1,639 |
12,864 |
+434 |
| Nov10 |
100513 |
936.75 |
940.00 |
931.50 |
935.25 |
-2.25 |
19,098 |
157,968 |
+855 |
| Jan11 |
100513 |
945.00 |
948.50 |
941.50 |
944.25 |
-2.25 |
430 |
10,367 |
-108 |
| Mar11 |
100513 |
949.00 |
954.00 |
949.00 |
950.50 |
-2.25 |
290 |
5,263 |
+54 |
| Total Volume and Open Interest |
91,676 |
460,005 |
+3,247 |
| Soybean Meal(CBOT) |
| May10 |
100513 |
279.30 |
285.40 |
279.00 |
284.40 |
+3.10 |
999 |
1,036 |
-514 |
| Jul10 |
100513 |
280.10 |
283.50 |
279.10 |
281.40 |
+1.70 |
25,976 |
98,844 |
-159 |
| Aug10 |
100513 |
276.50 |
279.40 |
275.80 |
277.40 |
+1.20 |
2,856 |
15,895 |
+779 |
| Sep10 |
100513 |
269.90 |
272.80 |
269.00 |
270.60 |
+1.00 |
2,004 |
12,589 |
+571 |
| Oct10 |
100513 |
261.80 |
265.30 |
261.20 |
262.70 |
+1.10 |
1,531 |
8,269 |
+160 |
| Dec10 |
100513 |
261.00 |
263.80 |
259.70 |
261.40 |
+1.10 |
6,957 |
33,480 |
+2,002 |
| Jan11 |
100513 |
261.80 |
264.10 |
260.40 |
262.00 |
+1.10 |
50 |
4,432 |
+34 |
| Mar11 |
100513 |
263.80 |
265.30 |
262.10 |
263.20 |
+1.10 |
116 |
3,513 |
+8 |
| Total Volume and Open Interest |
40,582 |
182,333 |
+2,872 |
| Soybean Oil(CBOT) |
| May10 |
100513 |
38.03 |
38.05 |
37.80 |
37.80 |
-0.36 |
783 |
642 |
-409 |
| Jul10 |
100513 |
38.41 |
38.47 |
38.03 |
38.05 |
-0.38 |
33,914 |
168,570 |
+474 |
| Aug10 |
100513 |
38.60 |
38.61 |
38.24 |
38.24 |
-0.38 |
2,625 |
21,594 |
-329 |
| Sep10 |
100513 |
38.79 |
38.81 |
38.40 |
38.41 |
-0.38 |
1,713 |
14,751 |
+590 |
| Oct10 |
100513 |
38.97 |
38.97 |
38.57 |
38.57 |
-0.38 |
989 |
11,292 |
+277 |
| Dec10 |
100513 |
39.32 |
39.37 |
38.95 |
38.95 |
-0.38 |
8,456 |
62,233 |
+753 |
| Jan11 |
100513 |
39.64 |
39.64 |
39.22 |
39.22 |
-0.38 |
62 |
3,503 |
-16 |
| Mar11 |
100513 |
39.66 |
39.71 |
39.47 |
39.47 |
-0.38 |
25 |
1,802 |
+0 |
| Total Volume and Open Interest |
48,623 |
287,848 |
+1,340 |
| Canola(WCE) |
| May10 |
100513 |
378.7 |
378.7 |
378.7 |
378.7 |
-1.7 |
|
|
|
| Jul10 |
100513 |
380.2 |
380.7 |
376.0 |
378.5 |
-1.7 |
6,125 |
91,840 |
-14 |
| Nov10 |
100513 |
381.5 |
384.4 |
379.2 |
382.9 |
-0.9 |
2,976 |
31,563 |
-378 |
| Jan11 |
100513 |
385.0 |
388.4 |
385.0 |
387.5 |
-0.9 |
454 |
2,672 |
+22 |
| Mar11 |
100513 |
392.0 |
392.0 |
391.5 |
391.8 |
-0.3 |
12 |
1,662 |
+0 |
| Total Volume and Open Interest |
9,577 |
129,270 |
-366 |
| Corn(CBOT) |
| May10 |
100513 |
370.25 |
373.75 |
365.75 |
366.50 |
-5.25 |
1,923 |
3,020 |
-1,197 |
| Jul10 |
100513 |
377.50 |
380.00 |
372.00 |
373.00 |
-5.25 |
134,147 |
512,474 |
+10,292 |
| Sep10 |
100513 |
383.50 |
386.75 |
378.75 |
379.75 |
-4.50 |
23,965 |
163,030 |
-559 |
| Dec10 |
100513 |
391.75 |
395.25 |
387.75 |
389.00 |
-3.50 |
64,790 |
360,739 |
+10,788 |
| Mar11 |
100513 |
403.50 |
407.00 |
400.25 |
401.25 |
-3.00 |
4,839 |
51,939 |
+442 |
| May11 |
100513 |
412.00 |
414.25 |
408.50 |
409.50 |
-3.00 |
1,372 |
9,411 |
+126 |
| Total Volume and Open Interest |
237,427 |
1,188,814 |
+22,557 |
| Wheat(CBOT) |
| May10 |
100513 |
479.25 |
479.25 |
471.00 |
471.00 |
-11.75 |
213 |
748 |
-106 |
| Jul10 |
100513 |
491.00 |
493.00 |
477.50 |
479.00 |
-12.50 |
35,260 |
244,664 |
-2,382 |
| Sep10 |
100513 |
508.25 |
509.25 |
494.25 |
496.00 |
-12.50 |
8,876 |
78,658 |
-66 |
| Dec10 |
100513 |
536.50 |
538.50 |
524.50 |
526.25 |
-11.75 |
10,622 |
71,627 |
-1,060 |
| Mar11 |
100513 |
562.75 |
566.00 |
554.00 |
555.00 |
-10.75 |
1,874 |
20,810 |
+826 |
| Total Volume and Open Interest |
59,876 |
454,988 |
-1,444 |
| Wheat(KCBT) |
| May10 |
100513 |
490.25 |
490.25 |
490.25 |
490.25 |
-9.75 |
20 |
13 |
-19 |
| Jul10 |
100513 |
507.00 |
507.50 |
494.50 |
496.75 |
-10.25 |
7,097 |
64,630 |
-641 |
| Sep10 |
100513 |
518.75 |
519.00 |
506.75 |
508.50 |
-10.25 |
953 |
18,071 |
+280 |
| Dec10 |
100513 |
535.50 |
537.25 |
524.50 |
526.50 |
-10.00 |
1,680 |
45,007 |
-371 |
| Mar11 |
100513 |
554.00 |
554.25 |
542.25 |
544.00 |
-9.75 |
1,092 |
11,790 |
+641 |
| Total Volume and Open Interest |
11,838 |
153,653 |
+480 |
| Wheat(MGE) |
| May10 |
100513 |
513.25 |
513.25 |
513.25 |
513.25 |
-11.25 |
0 |
17 |
+0 |
| Jul10 |
100513 |
531.50 |
531.50 |
517.00 |
518.25 |
-11.75 |
3,383 |
17,944 |
-147 |
| Sep10 |
100513 |
541.00 |
541.25 |
528.25 |
528.75 |
-12.25 |
677 |
8,664 |
+420 |
| Dec10 |
100513 |
557.75 |
558.75 |
546.25 |
548.75 |
-9.00 |
572 |
8,702 |
+24 |
| Mar11 |
100513 |
575.00 |
575.50 |
563.50 |
564.00 |
-11.00 |
189 |
2,161 |
+43 |
| Total Volume and Open Interest |
5,205 |
41,902 |
+565 |
| Oats(CBOT) |
| May10 |
100513 |
193.00 |
198.00 |
192.50 |
192.50 |
-5.50 |
16 |
12 |
-16 |
| Jul10 |
100513 |
203.00 |
203.75 |
196.25 |
198.00 |
-5.00 |
700 |
12,070 |
+97 |
| Sep10 |
100513 |
211.00 |
211.00 |
205.25 |
206.00 |
-5.00 |
8 |
1,281 |
+0 |
| Dec10 |
100513 |
223.00 |
223.00 |
215.75 |
217.00 |
-5.00 |
267 |
3,458 |
-38 |
| Total Volume and Open Interest |
995 |
16,897 |
+45 |
| Rough Rice(CBOT) |
| May10 |
100513 |
11.81 |
11.81 |
11.65 |
11.70 |
-0.09 |
8 |
15 |
-65 |
| Jul10 |
100513 |
11.97 |
12.06 |
11.76 |
11.90 |
-0.08 |
508 |
8,803 |
+48 |
| Sep10 |
100513 |
11.56 |
11.57 |
11.32 |
11.39 |
-0.17 |
99 |
3,397 |
+34 |
| Nov10 |
100513 |
11.72 |
11.75 |
11.49 |
11.56 |
-0.17 |
135 |
1,759 |
+83 |
| Total Volume and Open Interest |
750 |
15,236 |
+100 |
| Live Cattle(CME) |
| Jun10 |
100513 |
95.850 |
96.050 |
95.285 |
95.580 |
-0.120 |
34,153 |
111,514 |
-10,280 |
| Aug10 |
100513 |
94.700 |
95.080 |
94.285 |
94.650 |
-0.050 |
26,985 |
124,984 |
+10,110 |
| Oct10 |
100513 |
96.000 |
96.300 |
95.600 |
95.950 |
-0.030 |
10,418 |
71,096 |
+2,141 |
| Dec10 |
100513 |
97.330 |
97.900 |
97.000 |
97.680 |
+0.200 |
3,559 |
39,126 |
+708 |
| Feb11 |
100513 |
98.300 |
98.750 |
97.980 |
98.650 |
+0.150 |
2,271 |
19,561 |
+831 |
| Apr11 |
100513 |
98.980 |
99.100 |
98.480 |
98.950 |
-0.150 |
1,137 |
7,666 |
+414 |
| Total Volume and Open Interest |
78,658 |
376,949 |
+3,971 |
| Feeder Cattle(CME) |
| May10 |
100513 |
111.480 |
111.850 |
111.400 |
111.730 |
+0.230 |
1,949 |
6,505 |
-526 |
| Aug10 |
100513 |
114.750 |
115.250 |
114.600 |
115.080 |
+0.295 |
1,911 |
25,279 |
-251 |
| Sep10 |
100513 |
114.750 |
115.080 |
114.480 |
114.930 |
+0.080 |
388 |
5,617 |
+68 |
| Oct10 |
100513 |
114.300 |
114.900 |
114.150 |
114.885 |
+0.155 |
219 |
2,673 |
+70 |
| Nov10 |
100513 |
113.600 |
114.150 |
113.500 |
114.135 |
+0.405 |
103 |
1,325 |
+29 |
| Jan11 |
100513 |
112.500 |
112.650 |
112.330 |
112.580 |
-0.150 |
62 |
377 |
+38 |
| Mar11 |
100513 |
111.250 |
111.500 |
111.250 |
111.500 |
unch |
2 |
50 |
+2 |
| Total Volume and Open Interest |
4,634 |
41,830 |
-570 |
| Lean Hogs(CME) |
| May10 |
100513 |
88.300 |
88.700 |
88.150 |
88.430 |
-0.020 |
678 |
3,579 |
-522 |
| Jun10 |
100513 |
85.800 |
85.930 |
84.500 |
84.600 |
-1.050 |
21,777 |
56,410 |
-3,956 |
| Jul10 |
100513 |
86.050 |
86.200 |
84.850 |
85.250 |
-0.830 |
15,144 |
49,884 |
+6,191 |
| Aug10 |
100513 |
85.600 |
85.680 |
84.650 |
84.750 |
-0.500 |
5,347 |
47,988 |
+131 |
| Oct10 |
100513 |
76.800 |
77.080 |
76.535 |
77.000 |
+0.250 |
3,161 |
33,614 |
+365 |
| Dec10 |
100513 |
72.885 |
73.350 |
72.725 |
73.050 |
+0.015 |
2,443 |
21,215 |
+243 |
| Feb11 |
100513 |
72.635 |
73.050 |
72.550 |
73.000 |
+0.350 |
399 |
6,153 |
+12 |
| Apr11 |
100513 |
73.100 |
73.450 |
73.000 |
73.400 |
+0.150 |
252 |
2,821 |
-10 |
| Total Volume and Open Interest |
49,201 |
222,571 |
+2,454 |
| Pork Bellies(CME) |
| May10 |
100513 |
103.000 |
105.000 |
101.900 |
105.000 |
+3.000 |
11 |
33 |
-11 |
| Jul10 |
100513 |
100.800 |
101.500 |
99.600 |
101.500 |
+1.400 |
21 |
145 |
+6 |
| Aug10 |
100513 |
98.000 |
98.000 |
98.000 |
98.000 |
+1.000 |
1 |
22 |
+0 |
| Feb11 |
100513 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
3 |
+0 |
| Mar11 |
100513 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
33 |
204 |
-5 |
| Class III Milk(CME) |
| May10 |
100513 |
13.25 |
13.27 |
13.24 |
13.27 |
+0.03 |
45 |
4,778 |
+10 |
| Jun10 |
100513 |
13.73 |
13.89 |
13.73 |
13.88 |
+0.15 |
159 |
4,754 |
+10 |
| Jul10 |
100513 |
14.48 |
14.65 |
14.48 |
14.61 |
+0.11 |
211 |
3,746 |
+73 |
| Aug10 |
100513 |
15.20 |
15.33 |
15.15 |
15.19 |
-0.01 |
58 |
3,375 |
+2 |
| Sep10 |
100513 |
15.40 |
15.48 |
15.35 |
15.35 |
-0.05 |
46 |
3,131 |
+12 |
| Total Volume and Open Interest |
610 |
28,474 |
+126 |
| Cocoa(ICE) |
| May10 |
100513 |
2931 |
2946 |
2900 |
2900 |
-59 |
4 |
6 |
-3 |
| Jul10 |
100513 |
2955 |
2970 |
2898 |
2913 |
-59 |
14,922 |
57,365 |
-3,790 |
| Sep10 |
100513 |
2970 |
2986 |
2920 |
2934 |
-58 |
1,466 |
27,786 |
+194 |
| Dec10 |
100513 |
3010 |
3012 |
2950 |
2964 |
-59 |
892 |
15,709 |
+592 |
| Mar11 |
100513 |
3028 |
3040 |
2991 |
2991 |
-57 |
255 |
15,438 |
+385 |
| May11 |
100513 |
3039 |
3051 |
3001 |
3003 |
-57 |
20 |
6,373 |
-67 |
| Jul11 |
100513 |
3051 |
3061 |
3010 |
3013 |
-57 |
42 |
2,863 |
+7 |
| Total Volume and Open Interest |
18,707 |
131,080 |
-2,591 |
| Coffee "C"(ICE) |
| May10 |
100513 |
137.40 |
137.40 |
137.05 |
137.05 |
+0.25 |
22 |
48 |
-38 |
| Jul10 |
100513 |
137.00 |
137.95 |
136.50 |
137.10 |
+0.25 |
11,691 |
75,505 |
-735 |
| Sep10 |
100513 |
138.15 |
139.30 |
138.00 |
138.55 |
+0.25 |
2,209 |
27,056 |
+163 |
| Dec10 |
100513 |
139.90 |
140.70 |
139.50 |
140.15 |
+0.25 |
1,131 |
18,944 |
-13 |
| Mar11 |
100513 |
141.20 |
141.95 |
141.20 |
141.50 |
+0.30 |
110 |
7,745 |
-41 |
| May11 |
100513 |
142.00 |
142.15 |
142.00 |
142.15 |
+0.30 |
45 |
4,378 |
+4 |
| Total Volume and Open Interest |
15,219 |
136,643 |
-658 |
| Orange Juice(ICE) |
| Jul10 |
100513 |
140.95 |
143.35 |
140.95 |
142.95 |
+2.00 |
1,805 |
18,948 |
+274 |
| Sep10 |
100513 |
142.50 |
144.50 |
142.25 |
144.20 |
+2.00 |
662 |
6,692 |
-117 |
| Nov10 |
100513 |
144.40 |
145.15 |
144.00 |
145.15 |
+1.85 |
120 |
1,509 |
+70 |
| Jan11 |
100513 |
144.90 |
146.00 |
144.55 |
146.00 |
+2.25 |
18 |
831 |
-4 |
| Mar11 |
100513 |
145.00 |
146.85 |
144.95 |
146.85 |
+2.80 |
8 |
169 |
+0 |
| May11 |
100513 |
144.50 |
146.40 |
144.50 |
146.40 |
+2.30 |
7 |
123 |
+7 |
| Total Volume and Open Interest |
2,620 |
28,471 |
+230 |
| Sugar #11(ICE) |
| Jul10 |
100513 |
14.61 |
14.82 |
14.45 |
14.66 |
-0.01 |
35,942 |
294,134 |
-2,073 |
| Oct10 |
100513 |
15.23 |
15.37 |
14.98 |
15.22 |
-0.01 |
15,573 |
158,266 |
+3,267 |
| Mar11 |
100513 |
16.01 |
16.10 |
15.73 |
16.00 |
-0.01 |
4,882 |
78,047 |
+944 |
| May11 |
100513 |
15.80 |
15.95 |
15.62 |
15.90 |
+0.04 |
1,433 |
24,728 |
+87 |
| Jul11 |
100513 |
15.80 |
15.90 |
15.59 |
15.84 |
+0.04 |
965 |
27,372 |
+282 |
| Total Volume and Open Interest |
60,509 |
646,876 |
+2,888 |
| London Cocoa(LCE) |
| May10 |
100430 |
2360 |
2370 |
2355 |
2370 |
+6 |
2,691 |
40,097 |
-627 |
| Jul10 |
100513 |
2282 |
2291 |
2252 |
2256 |
-31 |
28,703 |
59,743 |
+5,567 |
| Sep10 |
100513 |
2250 |
2261 |
2226 |
2229 |
-32 |
5,453 |
30,668 |
+2,366 |
| Dec10 |
100513 |
2219 |
2227 |
2190 |
2196 |
-31 |
2,869 |
21,057 |
+1,120 |
| Mar11 |
100513 |
2191 |
2202 |
2168 |
2174 |
-27 |
813 |
20,547 |
-35 |
| May11 |
100513 |
2175 |
2175 |
2175 |
2175 |
-27 |
98 |
4,135 |
+9 |
| Jul11 |
100513 |
2179 |
2179 |
2179 |
2179 |
-25 |
14 |
901 |
+8 |
| Total Volume and Open Interest |
61,921 |
161,871 |
-1,382 |
| London Sugar(LCE) |
| Aug10 |
100513 |
473.60 |
479.00 |
470.00 |
474.50 |
+3.50 |
3,470 |
33,158 |
+797 |
| Oct10 |
100513 |
443.80 |
445.90 |
437.30 |
441.30 |
+1.90 |
3,768 |
13,981 |
+729 |
| Dec10 |
100513 |
430.80 |
433.90 |
426.30 |
430.00 |
+2.30 |
534 |
4,119 |
+170 |
| Mar11 |
100513 |
437.60 |
440.00 |
432.20 |
436.80 |
+1.90 |
386 |
2,796 |
+203 |
| May11 |
100513 |
439.10 |
439.20 |
433.90 |
437.70 |
+1.30 |
213 |
1,599 |
+6 |
| Total Volume and Open Interest |
8,371 |
56,054 |
+1,905 |
| Cotton(ICE) |
| Jul10 |
100513 |
80.50 |
81.60 |
80.39 |
80.76 |
+0.39 |
7,742 |
104,602 |
-728 |
| Oct10 |
100513 |
76.80 |
77.80 |
76.80 |
77.14 |
+0.47 |
225 |
2,590 |
-133 |
| Dec10 |
100513 |
77.08 |
77.94 |
77.07 |
77.74 |
+0.45 |
4,407 |
58,282 |
+902 |
| Mar11 |
100513 |
78.58 |
79.07 |
78.58 |
78.91 |
+0.42 |
605 |
7,175 |
+476 |
| May11 |
100513 |
78.95 |
78.95 |
78.75 |
78.83 |
+0.14 |
0 |
188 |
+0 |
| Jul11 |
100513 |
78.95 |
78.99 |
78.73 |
78.93 |
+0.24 |
0 |
2,888 |
+0 |
| Total Volume and Open Interest |
12,979 |
177,013 |
+517 |
| Lumber(CME) |
| May10 |
100513 |
275.6 |
276.5 |
267.0 |
270.0 |
-1.5 |
291 |
519 |
-272 |
| Jul10 |
100513 |
267.6 |
267.7 |
254.6 |
257.8 |
-6.1 |
1,147 |
4,832 |
-69 |
| Sep10 |
100513 |
272.8 |
274.0 |
262.6 |
264.8 |
-7.7 |
297 |
2,176 |
-133 |
| Nov10 |
100513 |
259.5 |
260.5 |
250.5 |
255.5 |
-5.0 |
29 |
678 |
-19 |
| Total Volume and Open Interest |
1,769 |
8,229 |
-489 |
| Crude Oil(NYM) |
| Jun10 |
100513 |
75.47 |
76.45 |
73.62 |
74.40 |
-1.25 |
441,537 |
261,212 |
-31,997 |
| Jul10 |
100513 |
80.14 |
80.59 |
78.51 |
78.99 |
-1.16 |
218,129 |
300,111 |
+27,900 |
| Aug10 |
100513 |
82.57 |
83.26 |
81.00 |
81.43 |
-1.12 |
77,378 |
102,802 |
+4,526 |
| Sep10 |
100513 |
83.83 |
84.50 |
82.32 |
82.70 |
-1.04 |
39,661 |
86,105 |
+235 |
| Oct10 |
100513 |
84.66 |
85.35 |
83.20 |
83.57 |
-1.01 |
17,864 |
39,789 |
+1,030 |
| Nov10 |
100513 |
85.74 |
85.75 |
84.05 |
84.28 |
-0.99 |
11,568 |
32,145 |
+579 |
| Dec10 |
100513 |
85.90 |
86.52 |
84.34 |
84.84 |
-0.98 |
51,553 |
201,828 |
+3,645 |
| Jan11 |
100513 |
86.61 |
86.81 |
84.85 |
85.23 |
-0.98 |
6,290 |
32,731 |
-656 |
| Feb11 |
100513 |
86.94 |
87.18 |
85.58 |
85.58 |
-0.97 |
5,800 |
16,636 |
+1,644 |
| Mar11 |
100513 |
86.23 |
86.43 |
85.75 |
85.90 |
-0.96 |
2,873 |
17,188 |
+137 |
| Apr11 |
100513 |
86.77 |
86.77 |
86.08 |
86.20 |
-0.96 |
1,452 |
12,425 |
-82 |
| May11 |
100513 |
86.49 |
86.49 |
86.49 |
86.49 |
-0.96 |
1,057 |
7,020 |
+119 |
| Jun11 |
100513 |
87.80 |
87.80 |
86.50 |
86.75 |
-0.95 |
4,836 |
41,815 |
+367 |
| Jul11 |
100513 |
86.98 |
86.98 |
86.98 |
86.98 |
-0.94 |
431 |
6,008 |
+192 |
| Aug11 |
100513 |
87.15 |
87.15 |
87.15 |
87.15 |
-0.96 |
70 |
4,617 |
-1 |
| Sep11 |
100513 |
87.33 |
87.33 |
87.33 |
87.33 |
-0.98 |
167 |
7,077 |
+4 |
| Total Volume and Open Interest |
908,890 |
1,470,234 |
+8,191 |
| 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 |
100513 |
80.250 |
80.600 |
78.500 |
79.000 |
-1.150 |
1,207 |
2,406 |
-60 |
| Aug10 |
100513 |
82.625 |
83.175 |
81.000 |
81.425 |
-1.125 |
80 |
416 |
+24 |
| Sep10 |
100513 |
84.075 |
84.225 |
82.700 |
82.700 |
-1.050 |
10 |
130 |
+2 |
| Oct10 |
100513 |
83.575 |
83.575 |
83.575 |
83.575 |
-1.000 |
2 |
11 |
+0 |
| Nov10 |
100513 |
85.175 |
85.175 |
84.275 |
84.275 |
-1.000 |
2 |
1 |
+0 |
| Dec10 |
100513 |
84.850 |
84.850 |
84.850 |
84.850 |
-0.975 |
0 |
75 |
+0 |
| Jan11 |
100513 |
85.225 |
85.225 |
85.225 |
85.225 |
-0.975 |
0 |
1 |
+0 |
| Feb11 |
100513 |
85.575 |
85.575 |
85.575 |
85.575 |
-0.975 |
|
|
|
| Total Volume and Open Interest |
15,031 |
9,201 |
+655 |
| Heating Oil(NYM) |
| Jun10 |
100513 |
216.26 |
217.50 |
212.69 |
213.19 |
-2.72 |
42,932 |
71,376 |
-5,530 |
| Jul10 |
100513 |
218.20 |
219.04 |
214.39 |
214.87 |
-2.79 |
20,861 |
54,752 |
+1,381 |
| Aug10 |
100513 |
219.89 |
221.02 |
216.40 |
216.77 |
-2.97 |
7,748 |
31,063 |
+1,540 |
| Sep10 |
100513 |
223.00 |
223.42 |
219.14 |
219.27 |
-2.98 |
3,686 |
24,289 |
+433 |
| Oct10 |
100513 |
224.51 |
225.15 |
221.89 |
221.89 |
-2.96 |
1,686 |
16,293 |
+317 |
| Nov10 |
100513 |
226.14 |
227.14 |
224.54 |
224.62 |
-2.99 |
1,403 |
11,217 |
+169 |
| Dec10 |
100513 |
230.39 |
231.50 |
227.04 |
227.32 |
-3.07 |
5,889 |
39,139 |
+122 |
| Jan11 |
100513 |
233.65 |
234.00 |
230.22 |
230.22 |
-3.08 |
1,859 |
16,703 |
+456 |
| Feb11 |
100513 |
234.28 |
234.28 |
232.06 |
232.24 |
-3.06 |
921 |
7,088 |
+228 |
| Mar11 |
100513 |
234.20 |
235.20 |
233.02 |
233.09 |
-3.10 |
553 |
5,891 |
+77 |
| Apr11 |
100513 |
234.64 |
234.64 |
233.04 |
233.04 |
-3.15 |
428 |
3,172 |
-10 |
| May11 |
100513 |
233.10 |
233.10 |
233.04 |
233.04 |
-3.21 |
284 |
2,229 |
+62 |
| Total Volume and Open Interest |
90,369 |
316,835 |
-174 |
| Gasoline(NYMEX) |
| Jun10 |
100513 |
220.94 |
221.90 |
218.28 |
219.51 |
-1.53 |
48,319 |
73,539 |
-4,704 |
| Jul10 |
100513 |
221.25 |
222.15 |
218.39 |
219.65 |
-1.70 |
28,380 |
66,811 |
+2,448 |
| Aug10 |
100513 |
221.50 |
222.44 |
219.46 |
219.83 |
-1.77 |
13,311 |
34,049 |
+288 |
| Sep10 |
100513 |
221.45 |
221.76 |
218.67 |
219.72 |
-1.83 |
7,582 |
37,869 |
-365 |
| Oct10 |
100513 |
212.58 |
212.58 |
209.22 |
209.67 |
-2.00 |
3,502 |
20,896 |
-2,463 |
| Nov10 |
100513 |
208.92 |
209.34 |
208.90 |
209.34 |
-2.09 |
1,576 |
16,022 |
+186 |
| Dec10 |
100513 |
212.00 |
212.10 |
209.61 |
210.01 |
-2.21 |
2,259 |
12,199 |
-160 |
| Jan11 |
100513 |
211.51 |
211.76 |
211.29 |
211.76 |
-2.33 |
306 |
5,502 |
-217 |
| Feb11 |
100513 |
214.16 |
214.16 |
213.85 |
213.85 |
-2.39 |
5 |
1,950 |
+0 |
| Mar11 |
100513 |
216.03 |
216.45 |
216.03 |
216.09 |
-2.48 |
11 |
1,126 |
+0 |
| Total Volume and Open Interest |
105,494 |
282,428 |
-4,882 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100513 |
219.50 |
219.51 |
219.50 |
219.50 |
-1.50 |
1 |
6 |
-1 |
| Jul10 |
100513 |
219.70 |
219.70 |
219.65 |
219.70 |
-1.70 |
0 |
1 |
+0 |
| Aug10 |
100513 |
219.80 |
219.83 |
219.80 |
219.80 |
-1.80 |
0 |
3 |
+0 |
| Sep10 |
100513 |
219.70 |
219.72 |
219.70 |
219.70 |
-1.90 |
|
|
|
| Total Volume and Open Interest |
1 |
17 |
-1 |
| Natural Gas(NYM) |
| Jun10 |
100513 |
4.277 |
4.414 |
4.154 |
4.339 |
+0.055 |
92,216 |
126,572 |
-5,689 |
| Jul10 |
100513 |
4.381 |
4.512 |
4.259 |
4.440 |
+0.055 |
40,114 |
165,653 |
+2,741 |
| Aug10 |
100513 |
4.464 |
4.581 |
4.341 |
4.511 |
+0.047 |
17,355 |
72,414 |
+645 |
| Sep10 |
100513 |
4.528 |
4.634 |
4.406 |
4.562 |
+0.038 |
18,574 |
67,371 |
+290 |
| Oct10 |
100513 |
4.641 |
4.746 |
4.560 |
4.672 |
+0.028 |
17,766 |
75,680 |
+220 |
| Nov10 |
100513 |
5.111 |
5.160 |
5.031 |
5.095 |
-0.002 |
7,207 |
17,364 |
+702 |
| Dec10 |
100513 |
5.550 |
5.609 |
5.460 |
5.519 |
-0.031 |
5,063 |
33,353 |
+191 |
| Jan11 |
100513 |
5.752 |
5.813 |
5.700 |
5.737 |
-0.025 |
11,950 |
50,322 |
-167 |
| Feb11 |
100513 |
5.725 |
5.775 |
5.670 |
5.699 |
-0.030 |
3,905 |
18,011 |
+647 |
| Mar11 |
100513 |
5.628 |
5.675 |
5.566 |
5.597 |
-0.034 |
2,642 |
41,696 |
-278 |
| Apr11 |
100513 |
5.448 |
5.484 |
5.390 |
5.417 |
-0.038 |
2,692 |
37,898 |
+97 |
| May11 |
100513 |
5.472 |
5.495 |
5.414 |
5.440 |
-0.040 |
838 |
21,594 |
+181 |
| Jun11 |
100513 |
5.520 |
5.520 |
5.462 |
5.488 |
-0.041 |
179 |
6,744 |
+20 |
| Jul11 |
100513 |
5.584 |
5.584 |
5.527 |
5.553 |
-0.041 |
138 |
4,794 |
+1 |
| Aug11 |
100513 |
5.638 |
5.700 |
5.605 |
5.605 |
-0.042 |
35 |
5,211 |
+1 |
| Sep11 |
100513 |
5.668 |
5.668 |
5.635 |
5.635 |
-0.042 |
13 |
4,903 |
+0 |
| Total Volume and Open Interest |
225,084 |
868,994 |
+297 |
| Brent Crude Oil(ICE) |
| Jun10 |
100513 |
81.18 |
81.68 |
79.70 |
80.11 |
-1.09 |
150,802 |
100,872 |
-27,154 |
| Jul10 |
100513 |
82.42 |
82.94 |
81.04 |
81.43 |
-0.97 |
159,508 |
194,948 |
+10,813 |
| Aug10 |
100513 |
83.41 |
83.95 |
82.01 |
82.42 |
-0.97 |
72,831 |
88,156 |
+3,603 |
| Sep10 |
100513 |
84.25 |
84.80 |
82.89 |
83.26 |
-0.97 |
34,369 |
64,851 |
+7,123 |
| Oct10 |
100513 |
84.94 |
85.48 |
83.55 |
83.93 |
-1.00 |
13,546 |
26,276 |
+674 |
| Nov10 |
100513 |
85.55 |
86.07 |
84.14 |
84.52 |
-1.03 |
9,742 |
20,014 |
-83 |
| Dec10 |
100513 |
86.09 |
86.61 |
84.65 |
85.04 |
-1.06 |
26,425 |
102,594 |
-1,655 |
| Jan11 |
100513 |
86.59 |
86.59 |
85.48 |
85.48 |
-1.06 |
2,609 |
21,060 |
+251 |
| Feb11 |
100513 |
86.99 |
87.04 |
85.88 |
85.88 |
-1.06 |
1,754 |
10,650 |
+155 |
| Mar11 |
100513 |
86.20 |
86.25 |
86.20 |
86.25 |
-1.07 |
959 |
7,004 |
+14 |
| Apr11 |
100513 |
86.98 |
86.98 |
86.60 |
86.60 |
-1.08 |
817 |
4,820 |
+106 |
| May11 |
100513 |
86.93 |
86.93 |
86.93 |
86.93 |
-1.09 |
779 |
4,570 |
+30 |
| Jun11 |
100513 |
88.32 |
88.44 |
87.11 |
87.24 |
-1.08 |
2,596 |
17,888 |
-314 |
| Jul11 |
100513 |
87.51 |
87.51 |
87.51 |
87.51 |
-1.09 |
457 |
3,228 |
+120 |
| Total Volume and Open Interest |
488,277 |
767,223 |
-4,237 |
| Gas Oil(ICE) |
| Jun10 |
100513 |
688.00 |
691.50 |
676.00 |
682.75 |
+4.00 |
86,788 |
111,637 |
+4,994 |
| Jul10 |
100513 |
692.25 |
696.75 |
680.75 |
688.00 |
+3.75 |
38,737 |
64,541 |
+2,446 |
| Aug10 |
100513 |
698.25 |
702.25 |
687.00 |
694.25 |
+4.00 |
10,208 |
32,658 |
+1,348 |
| Sep10 |
100513 |
707.25 |
707.75 |
694.25 |
700.50 |
+4.00 |
6,180 |
36,566 |
+803 |
| Oct10 |
100513 |
714.25 |
714.25 |
701.25 |
706.00 |
+3.50 |
4,602 |
29,543 |
+1,239 |
| Nov10 |
100513 |
718.00 |
718.25 |
707.50 |
711.25 |
+3.50 |
2,896 |
21,953 |
-80 |
| Dec10 |
100513 |
723.00 |
724.00 |
709.25 |
716.25 |
+3.50 |
14,817 |
91,700 |
-893 |
| Jan11 |
100513 |
719.75 |
722.00 |
716.25 |
722.00 |
+3.50 |
2,712 |
25,933 |
+343 |
| Feb11 |
100513 |
724.00 |
726.75 |
720.75 |
726.75 |
+3.50 |
1,009 |
13,079 |
+212 |
| Mar11 |
100513 |
731.25 |
731.25 |
731.25 |
731.25 |
+3.75 |
786 |
8,709 |
+483 |
| Total Volume and Open Interest |
198,858 |
525,071 |
-2,776 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100513 |
1.644 |
1.649 |
1.639 |
1.643 |
unch |
159 |
949 |
-46 |
| Jul10 |
100513 |
1.655 |
1.660 |
1.649 |
1.656 |
-0.001 |
261 |
1,161 |
-163 |
| Aug10 |
100513 |
1.684 |
1.684 |
1.658 |
1.659 |
+0.001 |
287 |
946 |
+235 |
| Sep10 |
100513 |
1.670 |
1.670 |
1.655 |
1.658 |
unch |
29 |
804 |
+14 |
| Oct10 |
100513 |
1.660 |
1.663 |
1.655 |
1.657 |
+0.002 |
36 |
834 |
+10 |
| Nov10 |
100513 |
1.664 |
1.664 |
1.662 |
1.663 |
+0.003 |
22 |
679 |
+6 |
| Dec10 |
100513 |
1.679 |
1.679 |
1.671 |
1.672 |
-0.002 |
28 |
1,288 |
+3 |
| Total Volume and Open Interest |
924 |
8,663 |
+128 |
| US Dollar Index(ICE) |
| Jun10 |
100513 |
84.885 |
85.570 |
84.660 |
85.342 |
+0.375 |
24,664 |
40,487 |
-876 |
| Sep10 |
100513 |
85.525 |
85.855 |
85.485 |
85.683 |
+0.370 |
32 |
2,322 |
+15 |
| Dec10 |
100513 |
85.942 |
85.942 |
85.942 |
85.942 |
+0.370 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
24,696 |
42,824 |
-861 |
| Australian Dollar(CME) |
| Jun10 |
100513 |
89.16 |
89.96 |
88.89 |
89.51 |
+0.62 |
114,965 |
114,494 |
+264 |
| Sep10 |
100513 |
88.25 |
88.96 |
87.95 |
88.56 |
+0.61 |
134 |
756 |
-22 |
| Dec10 |
100513 |
87.63 |
87.63 |
87.02 |
87.63 |
+0.61 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
115,099 |
115,269 |
+242 |
| British Pound(CME) |
| Jun10 |
100513 |
148.29 |
149.16 |
145.94 |
146.39 |
-1.80 |
217,579 |
139,068 |
-528 |
| Sep10 |
100513 |
148.35 |
149.08 |
145.91 |
146.36 |
-1.81 |
1,203 |
3,568 |
+62 |
| Dec10 |
100513 |
146.36 |
148.15 |
146.36 |
146.36 |
-1.79 |
2 |
33 |
+0 |
| Total Volume and Open Interest |
218,784 |
142,670 |
-466 |
| Canadian Dollar(CME) |
| Jun10 |
100513 |
98.11 |
98.91 |
97.95 |
98.29 |
+0.23 |
99,813 |
115,534 |
-1,718 |
| Sep10 |
100513 |
98.08 |
98.80 |
97.98 |
98.24 |
+0.23 |
660 |
4,909 |
-152 |
| Dec10 |
100513 |
98.47 |
98.47 |
97.86 |
98.08 |
+0.22 |
12 |
1,335 |
+5 |
| Mar11 |
100513 |
97.86 |
97.86 |
97.64 |
97.86 |
+0.22 |
0 |
230 |
+0 |
| Total Volume and Open Interest |
100,485 |
122,092 |
-1,865 |
| Japanese Yen(CME) |
| Jun10 |
100513 |
107.30 |
108.03 |
106.81 |
107.74 |
+0.42 |
119,166 |
143,209 |
+817 |
| Sep10 |
100513 |
107.50 |
108.12 |
106.95 |
107.86 |
+0.42 |
291 |
3,059 |
+2 |
| Dec10 |
100513 |
108.03 |
108.03 |
107.61 |
108.03 |
+0.42 |
6 |
120 |
-1 |
| Total Volume and Open Interest |
119,463 |
146,389 |
+818 |
| Swiss Franc(CME) |
| Jun10 |
100513 |
90.07 |
90.31 |
89.43 |
89.75 |
-0.39 |
50,796 |
49,759 |
+752 |
| Sep10 |
100513 |
90.25 |
90.30 |
89.85 |
89.91 |
-0.39 |
81 |
788 |
+21 |
| Dec10 |
100513 |
90.22 |
90.47 |
90.08 |
90.08 |
-0.39 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
50,877 |
50,562 |
+773 |
| EuroFX(CME) |
| Jun10 |
100513 |
126.33 |
126.87 |
125.16 |
125.65 |
-0.69 |
425,029 |
280,270 |
-11,727 |
| Sep10 |
100513 |
126.42 |
126.93 |
125.27 |
125.71 |
-0.69 |
2,516 |
7,144 |
+163 |
| Dec10 |
100513 |
125.79 |
126.47 |
125.79 |
125.79 |
-0.68 |
10 |
125 |
-3 |
| Total Volume and Open Interest |
427,558 |
287,589 |
-11,565 |
| Mexican Peso(CME) |
| May10 |
100513 |
807.5 |
808.0 |
807.5 |
807.5 |
-0.5 |
|
|
|
| Jun10 |
100513 |
805.2 |
809.2 |
801.8 |
804.8 |
-0.5 |
22,700 |
95,316 |
-908 |
| Total Volume and Open Interest |
22,779 |
95,941 |
-861 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100513 |
120~110 |
120~280 |
120~030 |
120~170 |
+0~070 |
|
|
|
| Sep10 |
100513 |
119~170 |
120~130 |
119~040 |
119~270 |
+0~070 |
3,342 |
17,508 |
+739 |
| Dec10 |
100513 |
118~160 |
118~160 |
118~090 |
118~160 |
+0~070 |
40 |
36 |
+23 |
| Total Volume and Open Interest |
320,679 |
738,472 |
+4,179 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100513 |
118~240 |
119~035 |
118~155 |
118~275 |
+0~020 |
1,145,042 |
1,763,327 |
-14,755 |
| Sep10 |
100513 |
117~220 |
118~010 |
117~135 |
117~250 |
+0~040 |
6,783 |
39,883 |
+3,176 |
| Dec10 |
100513 |
116~110 |
116~110 |
116~070 |
116~110 |
+0~040 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
1,151,826 |
1,803,247 |
-11,578 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100513 |
58~042 |
58~042 |
58~036 |
58~036 |
-58~033 |
486,012 |
1,012,189 |
+1,012,189 |
| Sep10 |
100513 |
115~074 |
115~096 |
115~055 |
115~080 |
+0~004 |
6,096 |
17,597 |
+2,612 |
| Dec10 |
100513 |
114~071 |
114~071 |
114~067 |
114~071 |
+0~004 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
492,108 |
1,029,788 |
+14,955 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100513 |
54~065 |
54~066 |
54~065 |
54~066 |
+0~001 |
|
|
|
| Sep10 |
100513 |
108~072 |
108~078 |
108~070 |
108~076 |
+0~005 |
5,981 |
25,471 |
+3,126 |
| Dec10 |
100513 |
108~019 |
108~019 |
108~012 |
108~019 |
+0~007 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
266,045 |
1,014,918 |
-3,353 |
| Eurodollars(CME) |
| Jun10 |
100513 |
99.485 |
99.495 |
99.440 |
99.450 |
-0.035 |
396,800 |
1,187,685 |
+3,293 |
| Sep10 |
100513 |
99.375 |
99.390 |
99.315 |
99.330 |
-0.050 |
312,368 |
1,066,925 |
-43,732 |
| Dec10 |
100513 |
99.225 |
99.240 |
99.175 |
99.190 |
-0.040 |
300,610 |
1,044,897 |
-770 |
| Mar11 |
100513 |
99.005 |
99.015 |
98.970 |
98.985 |
-0.020 |
263,071 |
754,410 |
+4,465 |
| Jun11 |
100513 |
98.730 |
98.760 |
98.695 |
98.735 |
unch |
307,312 |
875,418 |
+4,746 |
| Sep11 |
100513 |
98.445 |
98.495 |
98.405 |
98.465 |
+0.010 |
215,976 |
680,572 |
+79 |
| Dec11 |
100513 |
98.140 |
98.195 |
98.095 |
98.165 |
+0.020 |
181,597 |
520,198 |
-6,089 |
| Mar12 |
100513 |
97.860 |
97.930 |
97.815 |
97.895 |
+0.025 |
147,657 |
350,171 |
+1,912 |
| Jun12 |
100513 |
97.565 |
97.630 |
97.525 |
97.600 |
+0.025 |
90,376 |
242,353 |
-6,128 |
| Sep12 |
100513 |
97.280 |
97.345 |
97.240 |
97.315 |
+0.025 |
67,446 |
191,519 |
+710 |
| Dec12 |
100513 |
97.000 |
97.070 |
96.965 |
97.040 |
+0.030 |
53,988 |
151,180 |
+627 |
| Mar13 |
100513 |
96.775 |
96.845 |
96.740 |
96.810 |
+0.025 |
42,017 |
131,751 |
+797 |
| Jun13 |
100513 |
96.550 |
96.615 |
96.515 |
96.580 |
+0.020 |
15,740 |
83,295 |
-55 |
| Sep13 |
100513 |
96.340 |
96.395 |
96.310 |
96.370 |
+0.020 |
16,842 |
77,399 |
-3,350 |
| Dec13 |
100513 |
96.115 |
96.185 |
96.105 |
96.155 |
+0.020 |
11,379 |
42,120 |
-1,758 |
| Mar14 |
100513 |
95.945 |
96.015 |
95.935 |
95.985 |
+0.020 |
8,006 |
39,365 |
-168 |
| Jun14 |
100513 |
95.790 |
95.850 |
95.775 |
95.815 |
+0.015 |
4,897 |
34,205 |
-810 |
| Sep14 |
100513 |
95.635 |
95.695 |
95.620 |
95.665 |
+0.015 |
3,779 |
25,897 |
-188 |
| Total Volume and Open Interest |
2,462,200 |
7,712,085 |
-50,890 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100513 |
99.793 |
99.795 |
99.787 |
99.790 |
unch |
6,301 |
66,327 |
-2,986 |
| Jun10 |
100513 |
99.785 |
99.790 |
99.780 |
99.785 |
unch |
7,419 |
68,073 |
-2,340 |
| Jul10 |
100513 |
99.775 |
99.775 |
99.765 |
99.770 |
unch |
11,893 |
58,293 |
-3,145 |
| Aug10 |
100513 |
99.760 |
99.765 |
99.755 |
99.755 |
unch |
7,691 |
82,131 |
-421 |
| Sep10 |
100513 |
99.740 |
99.750 |
99.735 |
99.740 |
+0.005 |
5,587 |
46,245 |
-907 |
| Oct10 |
100513 |
99.710 |
99.725 |
99.705 |
99.715 |
+0.010 |
11,908 |
73,608 |
+14 |
| Total Volume and Open Interest |
77,541 |
618,126 |
-8,962 |
| 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 |
100513 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
2,628 |
+0 |
| Sep10 |
100513 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
1,031 |
+0 |
| Dec10 |
100513 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
342 |
+0 |
| Mar11 |
100513 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
167 |
+0 |
| Jun11 |
100513 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
| Sep11 |
100513 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Dec11 |
100513 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
| Mar12 |
100513 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
| Jun12 |
100513 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Sep12 |
100513 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
4,168 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100513 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
561 |
5,502 |
-16 |
| Sep10 |
100513 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
103 |
3,041 |
-110 |
| Dec10 |
100513 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,761 |
+0 |
| Mar11 |
100513 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
5 |
1,707 |
+0 |
| Jun11 |
100513 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
106 |
+0 |
| Sep11 |
100513 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
53 |
+0 |
| Dec11 |
100513 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
102 |
+0 |
| Mar12 |
100513 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
669 |
13,643 |
-126 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100512 |
139.80 |
139.90 |
139.65 |
139.83 |
+0.21 |
4,666 |
19,546 |
-715 |
| Sep10 |
100513 |
139.28 |
139.28 |
139.28 |
139.28 |
-0.10 |
0 |
6 |
+4 |
| Dec10 |
100513 |
137.19 |
137.19 |
137.19 |
137.19 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
2,444 |
20,186 |
+43 |
| Euro-Bund(EUREX) |
| Jun10 |
100513 |
125.55 |
126.10 |
125.37 |
125.86 |
+0.19 |
1,076,441 |
1,097,056 |
-65,098 |
| Sep10 |
100513 |
124.90 |
125.48 |
124.90 |
125.26 |
+0.15 |
2,267 |
14,297 |
+400 |
| Dec10 |
100513 |
123.76 |
123.76 |
123.76 |
123.76 |
+0.09 |
300 |
3 |
+0 |
| Total Volume and Open Interest |
1,079,008 |
1,111,356 |
-64,698 |
| Euro-Bobl(EUREX) |
| Jun10 |
100512 |
119.34 |
119.41 |
119.14 |
119.18 |
-0.52 |
978,399 |
809,928 |
+645 |
| Sep10 |
100513 |
118.81 |
119.12 |
118.81 |
119.09 |
+0.18 |
488 |
18,438 |
-41 |
| Dec10 |
100513 |
118.84 |
118.84 |
118.84 |
118.84 |
+0.17 |
|
|
|
| Total Volume and Open Interest |
529,539 |
811,979 |
-36,570 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100513 |
99.275 |
99.275 |
99.250 |
99.255 |
-0.005 |
755 |
6,143 |
-27 |
| Sep10 |
100513 |
99.180 |
99.200 |
99.170 |
99.175 |
+0.005 |
45 |
3,441 |
+4 |
| Dec10 |
100513 |
99.130 |
99.130 |
99.110 |
99.115 |
+0.020 |
3 |
1,594 |
+0 |
| Total Volume and Open Interest |
835 |
16,912 |
-6 |
| Long Gilt(LIFFE) |
| Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
| Sep10 |
100513 |
115~27 |
115~29 |
115~21 |
115~21 |
-0~04 |
500 |
514 |
+500 |
| Total Volume and Open Interest |
154,767 |
308,602 |
+4,221 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100513 |
99.22 |
99.25 |
99.22 |
99.24 |
+0.02 |
37,807 |
340,441 |
+1,923 |
| Sep10 |
100513 |
99.11 |
99.14 |
99.09 |
99.11 |
+0.02 |
73,929 |
415,741 |
+7,343 |
| Dec10 |
100513 |
98.94 |
99.00 |
98.94 |
98.97 |
+0.04 |
118,330 |
367,141 |
-7,016 |
| Mar11 |
100513 |
98.77 |
98.82 |
98.74 |
98.80 |
+0.06 |
94,950 |
236,246 |
+4,693 |
| Jun11 |
100513 |
98.51 |
98.60 |
98.51 |
98.59 |
+0.09 |
64,665 |
309,619 |
+8,243 |
| Sep11 |
100513 |
98.28 |
98.35 |
98.25 |
98.34 |
+0.10 |
63,388 |
194,978 |
+3,511 |
| Total Volume and Open Interest |
583,740 |
2,368,087 |
+10,768 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100513 |
99.260 |
99.275 |
99.235 |
99.255 |
-0.005 |
160,367 |
903,635 |
+8,932 |
| Sep10 |
100513 |
99.175 |
99.205 |
99.150 |
99.175 |
+0.005 |
190,952 |
850,038 |
-19,851 |
| Dec10 |
100513 |
99.095 |
99.135 |
99.095 |
99.115 |
+0.020 |
122,036 |
527,253 |
+234 |
| Total Volume and Open Interest |
1,111,170 |
4,225,292 |
-2,271 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100513 |
95.18 |
95.20 |
95.15 |
95.17 |
-0.02 |
11,641 |
250,764 |
-21,780 |
| Sep10 |
100513 |
95.04 |
95.05 |
94.99 |
95.01 |
-0.04 |
21,803 |
225,583 |
-9,816 |
| Dec10 |
100513 |
94.91 |
94.91 |
94.81 |
94.82 |
-0.08 |
15,784 |
122,062 |
-6,940 |
| Mar11 |
100513 |
94.76 |
94.76 |
94.66 |
94.68 |
-0.09 |
5,098 |
55,380 |
-1,159 |
| Jun11 |
100513 |
94.59 |
94.60 |
94.51 |
94.52 |
-0.08 |
3,873 |
45,348 |
+760 |
| Sep11 |
100513 |
94.43 |
94.43 |
94.36 |
94.37 |
-0.08 |
2,445 |
28,021 |
+21 |
| Dec11 |
100513 |
94.24 |
94.31 |
94.23 |
94.25 |
-0.08 |
2,279 |
23,999 |
-422 |
| Mar12 |
100513 |
94.25 |
94.27 |
94.21 |
94.21 |
-0.08 |
1,332 |
12,469 |
+639 |
| Jun12 |
100513 |
94.24 |
94.24 |
94.18 |
94.18 |
-0.08 |
40 |
5,435 |
+20 |
| Sep12 |
100513 |
94.24 |
94.24 |
94.19 |
94.21 |
-0.05 |
0 |
2,562 |
+0 |
| Total Volume and Open Interest |
64,495 |
772,849 |
-38,577 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100513 |
94.51 |
94.51 |
94.46 |
94.46 |
-0.06 |
41,406 |
406,663 |
-1,977 |
| Sep10 |
100513 |
94.46 |
94.46 |
94.46 |
94.46 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
41,406 |
406,663 |
-1,977 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100513 |
94.93 |
94.94 |
94.84 |
94.86 |
-0.08 |
121,258 |
765,685 |
-193,236 |
| Sep10 |
100513 |
94.86 |
94.86 |
94.86 |
94.86 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
121,258 |
765,685 |
-193,236 |
| Gold(CMX) |
| Jun10 |
100513 |
1238.3 |
1243.7 |
1227.5 |
1229.2 |
-13.9 |
206,839 |
327,154 |
+119 |
| Aug10 |
100513 |
1238.0 |
1245.3 |
1229.6 |
1231.0 |
-13.9 |
19,256 |
82,748 |
+6,695 |
| Oct10 |
100513 |
1240.0 |
1246.9 |
1232.4 |
1232.5 |
-14.0 |
1,815 |
22,806 |
+48 |
| Dec10 |
100513 |
1241.7 |
1248.4 |
1232.8 |
1234.2 |
-14.0 |
6,999 |
48,652 |
-317 |
| Feb11 |
100513 |
1239.8 |
1244.8 |
1236.1 |
1236.1 |
-13.9 |
564 |
17,644 |
+40 |
| Apr11 |
100513 |
1244.5 |
1247.7 |
1238.0 |
1238.0 |
-13.9 |
1,021 |
14,141 |
+948 |
| Jun11 |
100513 |
584.6 |
588.4 |
584.6 |
584.8 |
-13.9 |
718 |
8,729 |
+696 |
| Aug11 |
100513 |
1243.1 |
1243.1 |
1243.1 |
1243.1 |
-13.9 |
1 |
3,871 |
+0 |
| Oct11 |
100513 |
1246.3 |
1246.3 |
1246.3 |
1246.3 |
-13.9 |
200 |
6,604 |
+0 |
| Dec11 |
100513 |
1254.1 |
1259.6 |
1249.7 |
1249.7 |
-13.8 |
1,963 |
13,885 |
-1,019 |
| Feb12 |
100513 |
1253.8 |
1253.8 |
1253.8 |
1253.8 |
-13.8 |
0 |
3,960 |
+0 |
| Total Volume and Open Interest |
241,207 |
583,504 |
+6,636 |
| Silver(CMX) |
| May10 |
100513 |
1955.0 |
1980.0 |
1934.0 |
1947.6 |
-16.4 |
167 |
311 |
-26 |
| Jul10 |
100513 |
1953.0 |
1984.5 |
1934.5 |
1949.9 |
-16.4 |
55,595 |
78,966 |
+3,866 |
| Sep10 |
100513 |
1959.5 |
1986.5 |
1939.5 |
1953.1 |
-16.5 |
1,184 |
11,069 |
+599 |
| Dec10 |
100513 |
1959.0 |
1991.5 |
1943.0 |
1957.8 |
-16.5 |
2,020 |
14,783 |
-715 |
| Mar11 |
100513 |
1968.5 |
1983.0 |
1958.5 |
1961.7 |
-16.6 |
116 |
3,756 |
+51 |
| May11 |
100513 |
1964.2 |
1964.2 |
1964.2 |
1964.2 |
-16.7 |
88 |
2,204 |
+42 |
| Jul11 |
100513 |
1966.7 |
1966.7 |
1966.7 |
1966.7 |
-16.8 |
57 |
3,299 |
+18 |
| Total Volume and Open Interest |
60,988 |
122,669 |
+3,263 |
| Platinum(NYMEX) |
| Jul10 |
100513 |
1743.4 |
1746.7 |
1717.6 |
1739.4 |
-7.9 |
4,260 |
33,960 |
+51 |
| Oct10 |
100513 |
1737.7 |
1743.2 |
1727.9 |
1743.2 |
-7.9 |
63 |
1,427 |
+47 |
| Jan11 |
100513 |
1739.0 |
1744.9 |
1739.0 |
1744.9 |
-8.0 |
7 |
276 |
+5 |
| Apr11 |
100513 |
1744.9 |
1744.9 |
1744.9 |
1744.9 |
-8.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,331 |
35,673 |
+103 |
| Palladium(NYMEX) |
| Jun10 |
100513 |
546.55 |
550.00 |
536.55 |
543.30 |
-4.15 |
2,639 |
21,869 |
+266 |
| Sep10 |
100513 |
548.70 |
551.40 |
539.30 |
544.85 |
-4.10 |
120 |
2,850 |
+40 |
| Dec10 |
100513 |
550.00 |
550.00 |
546.05 |
546.05 |
-4.10 |
3 |
217 |
+0 |
| Total Volume and Open Interest |
2,764 |
24,964 |
+306 |
| Copper(CMX) |
| May10 |
100513 |
318.05 |
324.50 |
316.90 |
321.95 |
+4.35 |
306 |
1,367 |
-142 |
| Jul10 |
100513 |
317.60 |
325.90 |
317.55 |
323.15 |
+4.35 |
30,458 |
82,605 |
-2,410 |
| Sep10 |
100513 |
322.10 |
327.35 |
319.90 |
324.90 |
+4.25 |
3,668 |
19,202 |
+460 |
| Dec10 |
100513 |
324.00 |
328.60 |
321.85 |
326.80 |
+4.20 |
1,921 |
11,145 |
-164 |
| Mar11 |
100513 |
329.00 |
329.00 |
327.75 |
327.75 |
+4.05 |
672 |
3,933 |
+502 |
| Total Volume and Open Interest |
38,390 |
130,991 |
-2,738 |
| DJIA Index(CBOT) |
| Jun10 |
100513 |
10876 |
10916 |
10745 |
10773 |
-103 |
1,057 |
11,135 |
+60 |
| Sep10 |
100513 |
10715 |
10818 |
10715 |
10715 |
-103 |
1 |
16 |
+0 |
| Dec10 |
100513 |
10654 |
10757 |
10654 |
10654 |
-103 |
0 |
2 |
+0 |
| Mar11 |
100513 |
10599 |
10702 |
10599 |
10599 |
-103 |
|
|
|
| Total Volume and Open Interest |
1,058 |
11,153 |
+60 |
| S & P 500(CME) |
| Jun10 |
100513 |
1168.40 |
1174.50 |
1154.00 |
1156.80 |
-12.90 |
30,904 |
300,724 |
-6,075 |
| Sep10 |
100513 |
1159.50 |
1167.00 |
1151.30 |
1152.50 |
-12.80 |
1,266 |
12,795 |
+1,297 |
| Dec10 |
100513 |
1148.10 |
1162.50 |
1146.80 |
1148.10 |
-12.70 |
2 |
4,187 |
+1 |
| Mar11 |
100513 |
1143.90 |
1158.30 |
1142.60 |
1143.90 |
-12.70 |
1 |
477 |
+0 |
| Total Volume and Open Interest |
32,173 |
318,228 |
-4,777 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100513 |
1169.00 |
1174.75 |
1153.75 |
1156.75 |
-13.00 |
2,663,633 |
2,686,701 |
+40,038 |
| Sep10 |
100513 |
1165.00 |
1170.00 |
1150.00 |
1152.50 |
-12.75 |
10,540 |
46,709 |
+8,909 |
| Total Volume and Open Interest |
2,674,341 |
2,735,978 |
+48,970 |
| NASDAQ 100(CME) |
| Jun10 |
100513 |
1970.30 |
1983.00 |
1938.00 |
1947.30 |
-25.50 |
1,511 |
23,349 |
-247 |
| Sep10 |
100513 |
1970.00 |
1979.00 |
1943.50 |
1945.50 |
-25.50 |
3 |
162 |
+2 |
| Dec10 |
100513 |
1942.80 |
1942.80 |
1940.80 |
1942.80 |
-25.50 |
|
|
|
| Total Volume and Open Interest |
1,514 |
23,511 |
-245 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100513 |
1970.00 |
1981.50 |
1938.50 |
1947.30 |
-25.50 |
373,205 |
346,618 |
+7,539 |
| Sep10 |
100513 |
1965.30 |
1980.00 |
1940.00 |
1945.50 |
-25.50 |
289 |
1,868 |
+73 |
| Total Volume and Open Interest |
373,502 |
348,508 |
+7,612 |
| S & P Midcap 400(CME) |
| Jun10 |
100513 |
814.50 |
819.00 |
807.00 |
809.50 |
-4.10 |
12 |
2,066 |
-3 |
| Sep10 |
100513 |
807.50 |
807.60 |
807.50 |
807.50 |
-4.10 |
|
|
|
| Dec10 |
100513 |
805.50 |
805.60 |
805.50 |
805.50 |
-4.10 |
|
|
|
| Total Volume and Open Interest |
12 |
2,066 |
-3 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100513 |
10495 |
10495 |
10480 |
10495 |
-60 |
|
|
|
| Sep10 |
100513 |
10550 |
10565 |
10550 |
10550 |
-60 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
15,500 |
54,951 |
-1,945 |
| Nikkei 225(SGX) |
| Jun10 |
100513 |
10560 |
10645 |
10540 |
10630 |
+265 |
207,348 |
179,146 |
-9,273 |
| Sep10 |
100513 |
10570 |
10630 |
10570 |
10630 |
+265 |
150 |
2,319 |
+970 |
| Dec10 |
100513 |
10585 |
10585 |
10585 |
10585 |
+265 |
0 |
1,168 |
+200 |
| Total Volume and Open Interest |
208,511 |
189,657 |
-5,625 |
| CAC 40(EURONEXT) |
| May10 |
100513 |
3708.5 |
3740.0 |
3657.5 |
3700.0 |
-1.5 |
171,824 |
530,521 |
-10,502 |
| Jun10 |
100513 |
3691.5 |
3706.5 |
3635.0 |
3668.0 |
-1.0 |
7,309 |
69,997 |
+4,608 |
| Jul10 |
100513 |
3663.0 |
3664.5 |
3654.5 |
3664.5 |
-1.0 |
5 |
46 |
+3 |
| Total Volume and Open Interest |
179,156 |
602,102 |
-5,885 |
| Hang Seng Index(HKFE) |
| May10 |
100513 |
20247 |
20380 |
20092 |
20200 |
+56 |
93,308 |
71,383 |
-2,110 |
| Jun10 |
100513 |
20201 |
20347 |
20078 |
20180 |
+61 |
1,567 |
7,495 |
+265 |
| Total Volume and Open Interest |
95,051 |
80,199 |
-1,762 |
| DAX(EUREX) |
| Jun10 |
100513 |
6225.0 |
6280.0 |
6200.0 |
6258.5 |
+62.5 |
203,062 |
185,802 |
-1,943 |
| Sep10 |
100513 |
6233.0 |
6285.0 |
6205.0 |
6263.5 |
+62.5 |
490 |
10,282 |
-61 |
| Dec10 |
100513 |
6249.5 |
6281.5 |
6222.0 |
6270.0 |
+61.5 |
521 |
1,977 |
+155 |
| Total Volume and Open Interest |
204,073 |
198,061 |
-1,849 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100513 |
5410.00 |
5432.00 |
5361.00 |
5406.00 |
+45.00 |
190,927 |
669,395 |
+12,325 |
| Sep10 |
100513 |
5365.00 |
5385.50 |
5328.50 |
5365.50 |
+45.00 |
234 |
1,594 |
+172 |
| Dec10 |
100513 |
5340.00 |
5341.00 |
5319.00 |
5340.00 |
+45.50 |
231 |
3,146 |
+214 |
| Total Volume and Open Interest |
191,472 |
674,380 |
+12,791 |
| SPI 200(SFE) |
| Jun10 |
100513 |
4585.0 |
4673.0 |
4584.0 |
4671.0 |
+88.0 |
44,438 |
224,446 |
-20,560 |
| Sep10 |
100513 |
4580.0 |
4657.0 |
4580.0 |
4657.0 |
+88.0 |
21 |
2,794 |
+11 |
| Dec10 |
100513 |
4656.0 |
4679.0 |
4656.0 |
4679.0 |
+88.0 |
0 |
2,659 |
+0 |
| Total Volume and Open Interest |
44,664 |
230,943 |
-20,344 |
| GSCI(CME) |
| May10 |
100513 |
505.00 |
511.60 |
504.00 |
505.50 |
-4.75 |
3,787 |
14,592 |
-1,376 |
| Jun10 |
100513 |
518.55 |
524.90 |
518.00 |
518.35 |
-4.65 |
3,439 |
7,585 |
+2,433 |
| Jul10 |
100513 |
527.50 |
531.55 |
527.50 |
527.50 |
-4.00 |
|
|
|
| Total Volume and Open Interest |
7,226 |
22,177 |
+1,057 |
| Reuters CCI(ICE) |
| Jun10 |
100513 |
266.50 |
266.50 |
266.50 |
266.50 |
-0.70 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|