|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri May 14, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100514 |
963.25 |
966.00 |
951.25 |
953.50 |
-11.00 |
83,467 |
227,680 |
-3,752 |
Aug10 |
100514 |
957.25 |
958.50 |
945.50 |
947.50 |
-11.00 |
10,287 |
20,453 |
+1,270 |
Sep10 |
100514 |
940.25 |
941.00 |
927.50 |
931.50 |
-10.50 |
2,446 |
12,996 |
+132 |
Nov10 |
100514 |
934.00 |
936.00 |
921.00 |
926.25 |
-9.00 |
21,935 |
158,619 |
+651 |
Jan11 |
100514 |
944.00 |
944.00 |
932.00 |
935.00 |
-9.25 |
566 |
10,400 |
+33 |
Mar11 |
100514 |
945.50 |
950.50 |
937.00 |
941.75 |
-8.75 |
386 |
5,317 |
+54 |
May11 |
100514 |
946.00 |
953.75 |
940.25 |
945.00 |
-8.75 |
243 |
4,465 |
+65 |
Total Volume and Open Interest |
121,265 |
458,048 |
-1,957 |
Soybean Meal(CBOT) |
Jul10 |
100514 |
281.30 |
282.30 |
276.50 |
276.80 |
-4.60 |
35,558 |
96,000 |
-2,844 |
Aug10 |
100514 |
277.80 |
277.90 |
272.80 |
272.80 |
-4.60 |
4,020 |
15,962 |
+67 |
Sep10 |
100514 |
271.20 |
271.20 |
266.40 |
266.40 |
-4.20 |
1,782 |
12,479 |
-110 |
Oct10 |
100514 |
262.00 |
262.10 |
259.60 |
259.60 |
-3.10 |
688 |
8,237 |
-32 |
Dec10 |
100514 |
261.50 |
262.00 |
257.80 |
258.60 |
-2.80 |
6,552 |
34,956 |
+1,476 |
Jan11 |
100514 |
259.30 |
262.00 |
259.00 |
259.20 |
-2.80 |
199 |
4,477 |
+45 |
Mar11 |
100514 |
262.30 |
262.30 |
260.40 |
260.40 |
-2.80 |
457 |
3,723 |
+210 |
May11 |
100514 |
263.00 |
263.50 |
260.60 |
260.60 |
-2.90 |
13 |
1,636 |
+1 |
Total Volume and Open Interest |
49,917 |
180,721 |
-1,612 |
Soybean Oil(CBOT) |
Jul10 |
100514 |
38.05 |
38.14 |
37.34 |
37.51 |
-0.54 |
42,165 |
169,213 |
+643 |
Aug10 |
100514 |
38.26 |
38.28 |
37.55 |
37.71 |
-0.53 |
5,931 |
21,076 |
-518 |
Sep10 |
100514 |
38.43 |
38.49 |
37.73 |
37.88 |
-0.53 |
1,135 |
14,741 |
-10 |
Oct10 |
100514 |
38.53 |
38.53 |
37.88 |
38.03 |
-0.54 |
1,032 |
11,531 |
+239 |
Dec10 |
100514 |
39.17 |
39.17 |
38.25 |
38.40 |
-0.55 |
7,232 |
62,195 |
-38 |
Jan11 |
100514 |
39.04 |
39.04 |
38.57 |
38.67 |
-0.55 |
36 |
3,507 |
+4 |
Mar11 |
100514 |
39.25 |
39.28 |
38.81 |
38.97 |
-0.50 |
98 |
1,825 |
+23 |
May11 |
100514 |
39.48 |
39.52 |
39.06 |
39.17 |
-0.50 |
15 |
1,377 |
-13 |
Total Volume and Open Interest |
58,079 |
288,019 |
+171 |
Canola(WCE) |
May10 |
100514 |
379.9 |
379.9 |
379.9 |
379.9 |
+1.2 |
3 |
0 |
+0 |
Jul10 |
100514 |
379.7 |
381.1 |
376.0 |
379.7 |
+1.2 |
8,263 |
94,103 |
+2,263 |
Nov10 |
100514 |
384.2 |
385.4 |
380.0 |
384.6 |
+1.7 |
1,926 |
31,593 |
+30 |
Jan11 |
100514 |
387.5 |
390.0 |
386.5 |
389.0 |
+1.5 |
85 |
2,689 |
+17 |
Mar11 |
100514 |
391.4 |
393.5 |
390.2 |
393.3 |
+1.5 |
26 |
1,672 |
+10 |
Total Volume and Open Interest |
10,341 |
131,610 |
+2,340 |
Corn(CBOT) |
Jul10 |
100514 |
373.00 |
374.50 |
362.00 |
363.00 |
-10.00 |
170,941 |
517,799 |
+5,325 |
Sep10 |
100514 |
379.50 |
381.00 |
369.25 |
370.25 |
-9.50 |
35,332 |
158,626 |
-4,404 |
Dec10 |
100514 |
388.25 |
390.25 |
378.75 |
380.00 |
-9.00 |
75,930 |
368,175 |
+7,436 |
Mar11 |
100514 |
400.50 |
402.25 |
391.50 |
392.50 |
-8.75 |
5,068 |
52,771 |
+832 |
May11 |
100514 |
410.25 |
410.75 |
400.50 |
401.00 |
-8.50 |
1,248 |
9,430 |
+19 |
Jul11 |
100514 |
416.25 |
416.25 |
407.25 |
408.25 |
-9.00 |
4,195 |
28,289 |
+1,477 |
Total Volume and Open Interest |
301,898 |
1,200,225 |
+11,411 |
Wheat(CBOT) |
Jul10 |
100514 |
479.00 |
481.50 |
470.50 |
471.50 |
-7.50 |
49,149 |
242,505 |
-2,159 |
Sep10 |
100514 |
496.00 |
498.00 |
488.00 |
488.75 |
-7.25 |
11,928 |
78,239 |
-419 |
Dec10 |
100514 |
526.50 |
528.50 |
519.00 |
519.50 |
-6.75 |
10,941 |
73,069 |
+1,442 |
Mar11 |
100514 |
556.00 |
556.25 |
548.00 |
548.50 |
-6.50 |
1,815 |
21,631 |
+821 |
May11 |
100514 |
569.25 |
569.75 |
563.25 |
563.25 |
-6.25 |
499 |
6,443 |
+291 |
Total Volume and Open Interest |
76,649 |
455,769 |
+781 |
Wheat(KCBT) |
Jul10 |
100514 |
497.50 |
499.50 |
490.00 |
491.00 |
-5.75 |
8,490 |
63,819 |
-811 |
Sep10 |
100514 |
509.75 |
511.00 |
501.75 |
502.25 |
-6.25 |
1,149 |
18,593 |
+522 |
Dec10 |
100514 |
526.50 |
529.25 |
519.50 |
520.00 |
-6.50 |
2,405 |
45,345 |
+338 |
Mar11 |
100514 |
544.00 |
544.00 |
532.25 |
537.25 |
-6.75 |
1,013 |
12,134 |
+344 |
May11 |
100514 |
556.50 |
556.75 |
549.50 |
549.50 |
-6.75 |
432 |
4,026 |
+273 |
Total Volume and Open Interest |
14,426 |
154,775 |
+1,122 |
Wheat(MGE) |
May10 |
100514 |
507.50 |
507.50 |
507.50 |
507.50 |
-5.75 |
11 |
13 |
-4 |
Jul10 |
100514 |
519.50 |
521.00 |
511.25 |
512.75 |
-5.50 |
2,407 |
17,472 |
-472 |
Sep10 |
100514 |
529.50 |
529.50 |
522.75 |
524.00 |
-4.75 |
364 |
8,745 |
+81 |
Dec10 |
100514 |
548.50 |
548.50 |
540.00 |
541.25 |
-7.50 |
483 |
8,772 |
+70 |
Mar11 |
100514 |
564.00 |
564.00 |
557.25 |
558.50 |
-5.50 |
92 |
2,122 |
-39 |
Total Volume and Open Interest |
3,480 |
41,510 |
-392 |
Oats(CBOT) |
Jul10 |
100514 |
199.75 |
200.00 |
192.50 |
195.75 |
-2.25 |
578 |
12,200 |
+130 |
Sep10 |
100514 |
206.25 |
206.25 |
201.25 |
203.75 |
-2.25 |
22 |
1,289 |
+8 |
Dec10 |
100514 |
217.50 |
217.50 |
211.50 |
214.50 |
-2.50 |
166 |
3,527 |
+69 |
Mar11 |
100514 |
224.50 |
228.50 |
224.00 |
226.00 |
-2.50 |
2 |
76 |
+0 |
Total Volume and Open Interest |
782 |
17,092 |
+195 |
Rough Rice(CBOT) |
May10 |
100514 |
11.74 |
11.75 |
11.60 |
11.60 |
-0.10 |
2 |
5 |
-10 |
Jul10 |
100514 |
11.93 |
11.93 |
11.68 |
11.81 |
-0.10 |
364 |
8,785 |
-18 |
Sep10 |
100514 |
11.45 |
11.45 |
11.24 |
11.32 |
-0.07 |
73 |
3,397 |
+0 |
Nov10 |
100514 |
11.59 |
11.64 |
11.43 |
11.51 |
-0.05 |
152 |
1,823 |
+64 |
Total Volume and Open Interest |
666 |
15,284 |
+48 |
Live Cattle(CME) |
Jun10 |
100514 |
95.750 |
95.900 |
93.035 |
93.250 |
-2.330 |
37,121 |
99,141 |
-12,373 |
Aug10 |
100514 |
94.680 |
94.830 |
91.950 |
92.000 |
-2.650 |
31,529 |
132,661 |
+7,677 |
Oct10 |
100514 |
96.000 |
96.050 |
93.230 |
93.330 |
-2.620 |
9,303 |
72,727 |
+1,631 |
Dec10 |
100514 |
97.680 |
97.730 |
95.050 |
95.330 |
-2.350 |
4,378 |
40,205 |
+1,079 |
Feb11 |
100514 |
98.650 |
98.750 |
96.250 |
96.400 |
-2.250 |
789 |
19,598 |
+37 |
Apr11 |
100514 |
98.800 |
98.850 |
96.600 |
97.135 |
-1.815 |
1,248 |
8,085 |
+419 |
Total Volume and Open Interest |
84,407 |
375,434 |
-1,515 |
Feeder Cattle(CME) |
May10 |
100514 |
111.700 |
111.700 |
109.900 |
110.230 |
-1.500 |
1,591 |
5,742 |
-763 |
Aug10 |
100514 |
115.000 |
115.385 |
112.800 |
112.980 |
-2.100 |
2,346 |
25,396 |
+117 |
Sep10 |
100514 |
114.800 |
115.080 |
112.535 |
112.650 |
-2.280 |
627 |
5,612 |
-5 |
Oct10 |
100514 |
114.730 |
114.885 |
112.400 |
112.500 |
-2.385 |
339 |
2,692 |
+19 |
Nov10 |
100514 |
114.100 |
114.100 |
111.785 |
112.050 |
-2.085 |
301 |
1,296 |
-29 |
Jan11 |
100514 |
111.500 |
111.500 |
110.050 |
110.400 |
-2.180 |
41 |
416 |
+39 |
Mar11 |
100514 |
110.500 |
110.500 |
110.000 |
110.000 |
-1.500 |
2 |
52 |
+2 |
Total Volume and Open Interest |
5,249 |
41,212 |
-618 |
Lean Hogs(CME) |
May10 |
100514 |
88.100 |
88.430 |
88.100 |
88.200 |
-0.230 |
934 |
3,152 |
-427 |
Jun10 |
100514 |
84.750 |
84.800 |
83.285 |
83.550 |
-1.050 |
20,120 |
49,286 |
-7,124 |
Jul10 |
100514 |
85.000 |
85.180 |
83.550 |
83.830 |
-1.420 |
16,585 |
55,075 |
+5,191 |
Aug10 |
100514 |
84.785 |
85.035 |
83.300 |
83.500 |
-1.250 |
5,662 |
48,089 |
+101 |
Oct10 |
100514 |
76.700 |
76.950 |
74.950 |
75.285 |
-1.715 |
4,327 |
35,178 |
+1,564 |
Dec10 |
100514 |
73.100 |
73.150 |
71.300 |
71.700 |
-1.350 |
1,922 |
21,577 |
+362 |
Feb11 |
100514 |
72.885 |
72.930 |
71.500 |
72.150 |
-0.850 |
639 |
6,287 |
+134 |
Apr11 |
100514 |
72.900 |
73.200 |
71.950 |
72.900 |
-0.500 |
323 |
3,022 |
+201 |
Total Volume and Open Interest |
50,514 |
222,573 |
+2 |
Pork Bellies(CME) |
May10 |
100514 |
103.100 |
103.250 |
103.100 |
103.250 |
-1.750 |
7 |
27 |
-6 |
Jul10 |
100514 |
100.800 |
101.400 |
100.500 |
101.400 |
-0.100 |
6 |
144 |
-1 |
Aug10 |
100514 |
100.000 |
100.000 |
98.000 |
98.000 |
unch |
1 |
22 |
+0 |
Feb11 |
100514 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
3 |
+0 |
Mar11 |
100514 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
14 |
197 |
-7 |
Class III Milk(CME) |
May10 |
100514 |
13.28 |
13.33 |
13.26 |
13.33 |
+0.06 |
119 |
4,745 |
-33 |
Jun10 |
100514 |
13.89 |
14.04 |
13.74 |
13.88 |
unch |
247 |
4,723 |
-31 |
Jul10 |
100514 |
14.61 |
14.70 |
14.45 |
14.53 |
-0.08 |
207 |
3,826 |
+80 |
Aug10 |
100514 |
15.27 |
15.30 |
15.01 |
15.06 |
-0.13 |
82 |
3,386 |
+11 |
Sep10 |
100514 |
15.38 |
15.45 |
15.12 |
15.19 |
-0.16 |
41 |
3,143 |
+12 |
Total Volume and Open Interest |
835 |
28,582 |
+108 |
Cocoa(ICE) |
May10 |
100514 |
2931 |
2946 |
2931 |
2900 |
unch |
6 |
0 |
-6 |
Jul10 |
100514 |
2908 |
2912 |
2806 |
2812 |
-101 |
8,632 |
55,950 |
-1,415 |
Sep10 |
100514 |
2941 |
2941 |
2833 |
2836 |
-98 |
1,793 |
27,789 |
+3 |
Dec10 |
100514 |
2952 |
2952 |
2864 |
2868 |
-96 |
1,182 |
15,956 |
+247 |
Mar11 |
100514 |
2985 |
2985 |
2896 |
2896 |
-95 |
380 |
15,533 |
+95 |
May11 |
100514 |
2996 |
2996 |
2907 |
2907 |
-96 |
51 |
6,366 |
-7 |
Jul11 |
100514 |
3006 |
3006 |
2912 |
2912 |
-101 |
38 |
2,865 |
+2 |
Total Volume and Open Interest |
12,248 |
130,055 |
-1,025 |
Coffee "C"(ICE) |
May10 |
100514 |
136.45 |
136.70 |
133.25 |
134.25 |
-2.80 |
9 |
31 |
-17 |
Jul10 |
100514 |
136.95 |
137.90 |
133.10 |
134.30 |
-2.80 |
12,634 |
75,096 |
-409 |
Sep10 |
100514 |
138.30 |
139.10 |
134.70 |
135.80 |
-2.75 |
1,919 |
27,162 |
+106 |
Dec10 |
100514 |
140.00 |
140.70 |
136.40 |
137.45 |
-2.70 |
1,369 |
18,843 |
-101 |
Mar11 |
100514 |
141.75 |
141.75 |
138.00 |
138.80 |
-2.70 |
645 |
7,674 |
-71 |
May11 |
100514 |
139.55 |
139.55 |
139.55 |
139.55 |
-2.60 |
176 |
4,354 |
-24 |
Total Volume and Open Interest |
16,836 |
136,150 |
-493 |
Orange Juice(ICE) |
Jul10 |
100514 |
142.45 |
145.00 |
141.45 |
142.60 |
-0.35 |
1,136 |
19,156 |
+208 |
Sep10 |
100514 |
143.60 |
145.75 |
142.60 |
143.50 |
-0.70 |
405 |
6,736 |
+44 |
Nov10 |
100514 |
144.80 |
146.15 |
143.30 |
143.95 |
-1.20 |
162 |
1,563 |
+54 |
Jan11 |
100514 |
144.60 |
144.60 |
144.60 |
144.60 |
-1.40 |
14 |
820 |
-11 |
Mar11 |
100514 |
145.30 |
145.30 |
145.30 |
145.30 |
-1.55 |
1 |
169 |
+0 |
May11 |
100514 |
144.85 |
144.85 |
144.85 |
144.85 |
-1.55 |
0 |
123 |
+0 |
Total Volume and Open Interest |
1,718 |
28,766 |
+295 |
Sugar #11(ICE) |
Jul10 |
100514 |
14.67 |
14.73 |
13.88 |
14.13 |
-0.53 |
51,196 |
294,881 |
+747 |
Oct10 |
100514 |
15.30 |
15.30 |
14.48 |
14.73 |
-0.49 |
19,934 |
160,348 |
+2,082 |
Mar11 |
100514 |
16.00 |
16.05 |
15.28 |
15.52 |
-0.48 |
9,222 |
80,055 |
+2,008 |
May11 |
100514 |
15.90 |
15.90 |
15.20 |
15.43 |
-0.47 |
1,496 |
24,859 |
+131 |
Jul11 |
100514 |
15.85 |
15.85 |
15.16 |
15.47 |
-0.37 |
2,000 |
27,964 |
+592 |
Total Volume and Open Interest |
87,879 |
653,128 |
+6,252 |
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 |
100514 |
2221 |
2228 |
2186 |
2192 |
-37 |
4,625 |
31,396 |
+728 |
Dec10 |
100514 |
2193 |
2193 |
2153 |
2157 |
-39 |
2,418 |
21,695 |
+638 |
Mar11 |
100514 |
2143 |
2164 |
2135 |
2141 |
-33 |
453 |
20,535 |
-12 |
May11 |
100514 |
2144 |
2163 |
2138 |
2144 |
-31 |
9 |
4,132 |
-3 |
Jul11 |
100514 |
2153 |
2153 |
2148 |
2148 |
-31 |
20 |
916 |
+15 |
Total Volume and Open Interest |
48,510 |
150,543 |
-11,328 |
London Sugar(LCE) |
Aug10 |
100514 |
474.50 |
474.50 |
461.50 |
466.00 |
-8.50 |
3,947 |
33,221 |
+63 |
Oct10 |
100514 |
438.50 |
438.50 |
425.00 |
428.50 |
-12.80 |
3,212 |
14,822 |
+841 |
Dec10 |
100514 |
427.50 |
427.90 |
414.30 |
416.70 |
-13.30 |
1,061 |
4,497 |
+378 |
Mar11 |
100514 |
434.90 |
434.90 |
423.90 |
425.00 |
-11.80 |
816 |
3,209 |
+413 |
May11 |
100514 |
430.00 |
430.00 |
425.40 |
425.40 |
-12.30 |
296 |
1,837 |
+238 |
Total Volume and Open Interest |
9,334 |
57,989 |
+1,935 |
Cotton(ICE) |
Jul10 |
100514 |
80.99 |
81.53 |
80.40 |
80.72 |
-0.04 |
9,553 |
103,979 |
-623 |
Oct10 |
100514 |
77.57 |
77.65 |
76.75 |
76.80 |
-0.34 |
257 |
2,526 |
-64 |
Dec10 |
100514 |
77.74 |
77.95 |
77.25 |
77.47 |
-0.27 |
5,646 |
58,942 |
+660 |
Mar11 |
100514 |
78.91 |
79.10 |
78.45 |
78.63 |
-0.28 |
1,077 |
8,073 |
+898 |
May11 |
100514 |
78.99 |
78.99 |
78.74 |
78.74 |
-0.09 |
11 |
181 |
-7 |
Jul11 |
100514 |
78.99 |
78.99 |
78.83 |
78.83 |
-0.10 |
114 |
2,980 |
+92 |
Total Volume and Open Interest |
16,664 |
177,974 |
+961 |
Lumber(CME) |
May10 |
100514 |
267.6 |
268.0 |
258.6 |
263.0 |
-7.0 |
178 |
383 |
-136 |
Jul10 |
100514 |
258.2 |
263.3 |
255.7 |
261.3 |
+3.5 |
950 |
4,694 |
-138 |
Sep10 |
100514 |
265.1 |
272.6 |
264.9 |
272.0 |
+7.2 |
232 |
2,169 |
-7 |
Nov10 |
100514 |
254.0 |
260.0 |
252.5 |
260.0 |
+4.5 |
16 |
668 |
-10 |
Total Volume and Open Interest |
1,377 |
7,938 |
-291 |
Crude Oil(NYM) |
Jun10 |
100514 |
73.99 |
74.13 |
70.83 |
71.61 |
-2.79 |
475,847 |
214,648 |
-46,564 |
Jul10 |
100514 |
78.62 |
78.78 |
75.06 |
75.43 |
-3.56 |
293,788 |
338,106 |
+37,995 |
Aug10 |
100514 |
81.17 |
81.30 |
77.31 |
77.67 |
-3.76 |
103,461 |
104,243 |
+1,441 |
Sep10 |
100514 |
82.50 |
82.50 |
78.66 |
78.98 |
-3.72 |
46,400 |
88,239 |
+2,134 |
Oct10 |
100514 |
83.16 |
83.31 |
79.54 |
79.80 |
-3.77 |
17,050 |
39,560 |
-229 |
Nov10 |
100514 |
83.78 |
83.87 |
80.25 |
80.47 |
-3.81 |
13,770 |
34,071 |
+1,926 |
Dec10 |
100514 |
84.41 |
84.59 |
80.77 |
81.03 |
-3.81 |
45,311 |
203,557 |
+1,729 |
Jan11 |
100514 |
83.75 |
83.75 |
81.22 |
81.43 |
-3.80 |
5,071 |
33,318 |
+587 |
Feb11 |
100514 |
84.12 |
84.13 |
81.80 |
81.80 |
-3.78 |
2,087 |
17,014 |
+378 |
Mar11 |
100514 |
84.73 |
84.73 |
82.08 |
82.15 |
-3.75 |
1,846 |
17,155 |
-33 |
Apr11 |
100514 |
84.55 |
84.55 |
82.47 |
82.49 |
-3.71 |
1,025 |
12,157 |
-268 |
May11 |
100514 |
84.75 |
84.75 |
82.81 |
82.81 |
-3.68 |
1,583 |
7,289 |
+269 |
Jun11 |
100514 |
86.35 |
86.35 |
82.92 |
83.10 |
-3.65 |
3,373 |
41,552 |
-263 |
Jul11 |
100514 |
83.37 |
83.37 |
83.37 |
83.37 |
-3.61 |
1,650 |
5,960 |
-48 |
Aug11 |
100514 |
83.60 |
83.60 |
83.60 |
83.60 |
-3.55 |
544 |
4,815 |
+198 |
Sep11 |
100514 |
83.83 |
83.83 |
83.83 |
83.83 |
-3.50 |
625 |
7,221 |
+144 |
Total Volume and Open Interest |
1,024,956 |
1,469,845 |
-389 |
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 |
100514 |
78.650 |
78.775 |
75.100 |
75.425 |
-3.575 |
1,811 |
2,431 |
+25 |
Aug10 |
100514 |
81.000 |
81.000 |
77.425 |
77.675 |
-3.750 |
211 |
475 |
+59 |
Sep10 |
100514 |
82.525 |
82.525 |
78.750 |
78.975 |
-3.725 |
5 |
134 |
+4 |
Oct10 |
100514 |
80.500 |
80.500 |
79.800 |
79.800 |
-3.775 |
0 |
11 |
+0 |
Nov10 |
100514 |
80.475 |
80.475 |
80.475 |
80.475 |
-3.800 |
0 |
1 |
+0 |
Dec10 |
100514 |
82.600 |
82.800 |
80.900 |
81.025 |
-3.825 |
0 |
75 |
+0 |
Jan11 |
100514 |
82.075 |
82.075 |
81.425 |
81.425 |
-3.800 |
0 |
1 |
+0 |
Feb11 |
100514 |
81.800 |
81.800 |
81.800 |
81.800 |
-3.775 |
|
|
|
Total Volume and Open Interest |
18,107 |
9,330 |
+129 |
Heating Oil(NYM) |
Jun10 |
100514 |
213.30 |
213.72 |
205.28 |
206.06 |
-7.13 |
51,097 |
68,875 |
-2,501 |
Jul10 |
100514 |
214.90 |
215.15 |
206.77 |
207.52 |
-7.35 |
34,867 |
56,910 |
+2,158 |
Aug10 |
100514 |
216.60 |
216.60 |
208.59 |
209.31 |
-7.46 |
11,591 |
31,660 |
+597 |
Sep10 |
100514 |
219.50 |
219.50 |
210.92 |
211.69 |
-7.58 |
7,980 |
24,523 |
+234 |
Oct10 |
100514 |
219.15 |
219.88 |
213.54 |
214.30 |
-7.59 |
3,279 |
16,348 |
+55 |
Nov10 |
100514 |
221.97 |
222.38 |
216.36 |
216.99 |
-7.63 |
3,750 |
11,678 |
+461 |
Dec10 |
100514 |
227.00 |
227.41 |
218.88 |
219.71 |
-7.61 |
10,960 |
40,881 |
+1,742 |
Jan11 |
100514 |
227.56 |
228.00 |
221.81 |
222.62 |
-7.60 |
2,346 |
17,374 |
+671 |
Feb11 |
100514 |
229.57 |
230.15 |
223.97 |
224.63 |
-7.61 |
1,069 |
6,843 |
-245 |
Mar11 |
100514 |
230.46 |
230.48 |
225.15 |
225.43 |
-7.66 |
704 |
5,944 |
+53 |
Apr11 |
100514 |
228.75 |
228.75 |
224.98 |
225.33 |
-7.71 |
457 |
3,180 |
+8 |
May11 |
100514 |
230.29 |
230.45 |
224.94 |
225.31 |
-7.73 |
513 |
2,324 |
+95 |
Total Volume and Open Interest |
130,577 |
320,304 |
+3,469 |
Gasoline(NYMEX) |
Jun10 |
100514 |
218.45 |
219.00 |
211.73 |
213.08 |
-6.43 |
54,063 |
67,962 |
-5,577 |
Jul10 |
100514 |
218.91 |
219.09 |
211.74 |
212.92 |
-6.73 |
40,792 |
70,010 |
+3,199 |
Aug10 |
100514 |
217.41 |
217.50 |
211.57 |
212.71 |
-7.12 |
16,476 |
34,292 |
+243 |
Sep10 |
100514 |
219.06 |
219.06 |
211.11 |
212.19 |
-7.53 |
11,860 |
37,967 |
+98 |
Oct10 |
100514 |
208.04 |
208.04 |
200.86 |
201.75 |
-7.92 |
4,932 |
20,720 |
-176 |
Nov10 |
100514 |
202.40 |
202.40 |
200.52 |
201.26 |
-8.08 |
2,158 |
16,473 |
+451 |
Dec10 |
100514 |
208.85 |
208.85 |
201.00 |
201.85 |
-8.16 |
3,462 |
12,222 |
+23 |
Jan11 |
100514 |
203.00 |
203.61 |
202.90 |
203.61 |
-8.15 |
292 |
5,486 |
-16 |
Feb11 |
100514 |
205.76 |
205.76 |
205.76 |
205.76 |
-8.09 |
209 |
1,963 |
+13 |
Mar11 |
100514 |
208.00 |
208.00 |
208.00 |
208.00 |
-8.09 |
449 |
1,127 |
+1 |
Total Volume and Open Interest |
135,955 |
280,763 |
-1,665 |
e-miNY RBOB Gasoline(NYM) |
Jun10 |
100514 |
213.10 |
213.10 |
213.08 |
213.10 |
-6.40 |
0 |
6 |
+0 |
Jul10 |
100514 |
212.90 |
212.92 |
212.90 |
212.90 |
-6.80 |
0 |
1 |
+0 |
Aug10 |
100514 |
212.70 |
212.71 |
212.70 |
212.70 |
-7.10 |
1 |
2 |
-1 |
Sep10 |
100514 |
212.20 |
212.20 |
212.19 |
212.20 |
-7.50 |
|
|
|
Total Volume and Open Interest |
1 |
16 |
-1 |
Natural Gas(NYM) |
Jun10 |
100514 |
4.307 |
4.350 |
4.252 |
4.312 |
-0.027 |
131,549 |
116,884 |
-9,688 |
Jul10 |
100514 |
4.415 |
4.445 |
4.348 |
4.409 |
-0.031 |
74,519 |
175,202 |
+9,549 |
Aug10 |
100514 |
4.499 |
4.517 |
4.417 |
4.478 |
-0.033 |
24,191 |
71,071 |
-1,343 |
Sep10 |
100514 |
4.555 |
4.566 |
4.468 |
4.530 |
-0.032 |
21,641 |
68,561 |
+1,190 |
Oct10 |
100514 |
4.664 |
4.672 |
4.574 |
4.638 |
-0.034 |
22,784 |
77,997 |
+2,317 |
Nov10 |
100514 |
5.079 |
5.090 |
4.975 |
5.014 |
-0.081 |
8,010 |
18,794 |
+1,430 |
Dec10 |
100514 |
5.514 |
5.514 |
5.379 |
5.409 |
-0.110 |
5,434 |
33,307 |
-46 |
Jan11 |
100514 |
5.739 |
5.739 |
5.584 |
5.623 |
-0.114 |
9,755 |
50,280 |
-42 |
Feb11 |
100514 |
5.655 |
5.671 |
5.549 |
5.585 |
-0.114 |
1,602 |
17,832 |
-179 |
Mar11 |
100514 |
5.606 |
5.611 |
5.447 |
5.483 |
-0.114 |
3,504 |
41,888 |
+192 |
Apr11 |
100514 |
5.408 |
5.408 |
5.278 |
5.308 |
-0.109 |
4,852 |
37,830 |
-68 |
May11 |
100514 |
5.400 |
5.400 |
5.320 |
5.331 |
-0.109 |
1,116 |
21,865 |
+271 |
Jun11 |
100514 |
5.456 |
5.456 |
5.353 |
5.379 |
-0.109 |
682 |
6,704 |
-40 |
Jul11 |
100514 |
5.480 |
5.480 |
5.414 |
5.444 |
-0.109 |
56 |
4,785 |
-9 |
Aug11 |
100514 |
5.560 |
5.560 |
5.469 |
5.496 |
-0.109 |
30 |
5,196 |
-15 |
Sep11 |
100514 |
5.587 |
5.587 |
5.501 |
5.526 |
-0.109 |
69 |
4,900 |
-3 |
Total Volume and Open Interest |
314,247 |
873,757 |
+4,763 |
Brent Crude Oil(ICE) |
Jun10 |
100514 |
79.73 |
80.00 |
76.80 |
77.18 |
-2.93 |
116,749 |
90,386 |
-10,486 |
Jul10 |
100514 |
81.15 |
81.38 |
77.57 |
77.93 |
-3.50 |
189,235 |
196,422 |
+1,474 |
Aug10 |
100514 |
82.11 |
82.28 |
78.59 |
78.96 |
-3.46 |
90,978 |
93,166 |
+5,010 |
Sep10 |
100514 |
82.93 |
83.09 |
79.48 |
79.80 |
-3.46 |
39,349 |
66,247 |
+1,396 |
Oct10 |
100514 |
83.59 |
83.75 |
80.17 |
80.47 |
-3.46 |
17,504 |
27,636 |
+1,360 |
Nov10 |
100514 |
84.17 |
84.33 |
80.76 |
81.07 |
-3.45 |
11,391 |
20,655 |
+641 |
Dec10 |
100514 |
84.66 |
84.90 |
81.26 |
81.61 |
-3.43 |
26,389 |
103,344 |
+750 |
Jan11 |
100514 |
84.20 |
84.29 |
82.05 |
82.05 |
-3.43 |
2,743 |
20,571 |
-489 |
Feb11 |
100514 |
84.60 |
84.70 |
82.48 |
82.48 |
-3.40 |
2,064 |
10,995 |
+345 |
Mar11 |
100514 |
82.89 |
82.89 |
82.89 |
82.89 |
-3.36 |
1,868 |
7,036 |
+32 |
Apr11 |
100514 |
83.28 |
83.28 |
83.28 |
83.28 |
-3.32 |
787 |
4,928 |
+108 |
May11 |
100514 |
83.65 |
83.65 |
83.65 |
83.65 |
-3.28 |
415 |
4,495 |
-75 |
Jun11 |
100514 |
86.99 |
86.99 |
83.69 |
84.00 |
-3.24 |
974 |
18,011 |
+123 |
Jul11 |
100514 |
84.31 |
84.31 |
84.31 |
84.31 |
-3.20 |
54 |
3,220 |
-8 |
Total Volume and Open Interest |
506,233 |
769,248 |
+2,025 |
Gas Oil(ICE) |
Jun10 |
100514 |
676.50 |
679.00 |
652.50 |
662.25 |
-20.50 |
63,000 |
109,370 |
-2,267 |
Jul10 |
100514 |
682.25 |
684.00 |
657.00 |
667.00 |
-21.00 |
28,327 |
71,019 |
+6,478 |
Aug10 |
100514 |
689.50 |
689.50 |
662.75 |
672.50 |
-21.75 |
6,726 |
32,806 |
+148 |
Sep10 |
100514 |
693.25 |
693.25 |
669.00 |
678.50 |
-22.00 |
3,574 |
35,691 |
-875 |
Oct10 |
100514 |
698.50 |
698.50 |
674.50 |
684.00 |
-22.00 |
4,038 |
29,518 |
-25 |
Nov10 |
100514 |
703.00 |
703.00 |
685.00 |
689.00 |
-22.25 |
2,421 |
22,211 |
+258 |
Dec10 |
100514 |
709.25 |
711.00 |
684.50 |
694.00 |
-22.25 |
13,813 |
89,835 |
-1,865 |
Jan11 |
100514 |
708.00 |
708.00 |
699.75 |
699.75 |
-22.25 |
2,107 |
25,339 |
-594 |
Feb11 |
100514 |
715.00 |
715.00 |
704.50 |
704.50 |
-22.25 |
908 |
12,775 |
-304 |
Mar11 |
100514 |
719.25 |
719.25 |
703.50 |
708.75 |
-22.50 |
1,324 |
8,830 |
+121 |
Total Volume and Open Interest |
130,888 |
515,387 |
-9,684 |
Ethanol(CBOT) |
May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
Jun10 |
100514 |
1.639 |
1.639 |
1.615 |
1.619 |
-0.024 |
89 |
906 |
-43 |
Jul10 |
100514 |
1.640 |
1.640 |
1.624 |
1.629 |
-0.027 |
83 |
1,180 |
+19 |
Aug10 |
100514 |
1.640 |
1.640 |
1.630 |
1.631 |
-0.028 |
41 |
951 |
+5 |
Sep10 |
100514 |
1.640 |
1.640 |
1.631 |
1.631 |
-0.027 |
48 |
821 |
+17 |
Oct10 |
100514 |
1.631 |
1.635 |
1.631 |
1.632 |
-0.025 |
10 |
844 |
+10 |
Nov10 |
100514 |
1.640 |
1.640 |
1.635 |
1.638 |
-0.025 |
26 |
694 |
+15 |
Dec10 |
100514 |
1.650 |
1.650 |
1.647 |
1.647 |
-0.025 |
50 |
1,325 |
+37 |
Total Volume and Open Interest |
449 |
8,802 |
+139 |
US Dollar Index(ICE) |
Jun10 |
100514 |
85.485 |
86.435 |
85.335 |
86.230 |
+0.888 |
20,387 |
39,604 |
-883 |
Sep10 |
100514 |
85.900 |
86.780 |
85.760 |
86.560 |
+0.877 |
19 |
2,323 |
+1 |
Dec10 |
100514 |
86.820 |
86.820 |
86.820 |
86.820 |
+0.878 |
5 |
15 |
+0 |
Total Volume and Open Interest |
20,411 |
41,942 |
-882 |
Australian Dollar(CME) |
Jun10 |
100514 |
89.22 |
89.51 |
88.20 |
88.25 |
-1.26 |
100,579 |
114,249 |
-245 |
Sep10 |
100514 |
88.38 |
88.56 |
87.32 |
87.32 |
-1.24 |
108 |
770 |
+14 |
Dec10 |
100514 |
86.41 |
87.63 |
86.41 |
86.41 |
-1.22 |
0 |
17 |
+0 |
Total Volume and Open Interest |
100,687 |
115,038 |
-231 |
British Pound(CME) |
Jun10 |
100514 |
145.92 |
146.37 |
144.95 |
145.58 |
-0.81 |
153,182 |
145,753 |
+6,685 |
Sep10 |
100514 |
146.00 |
146.36 |
144.94 |
145.57 |
-0.79 |
964 |
3,569 |
+1 |
Dec10 |
100514 |
146.01 |
146.36 |
145.00 |
145.56 |
-0.80 |
0 |
33 |
+0 |
Total Volume and Open Interest |
154,146 |
149,356 |
+6,686 |
Canadian Dollar(CME) |
Jun10 |
100514 |
97.83 |
97.94 |
96.34 |
96.90 |
-1.39 |
74,791 |
115,829 |
+295 |
Sep10 |
100514 |
97.84 |
98.24 |
96.32 |
96.87 |
-1.37 |
769 |
5,151 |
+242 |
Dec10 |
100514 |
97.23 |
98.08 |
96.36 |
96.75 |
-1.33 |
31 |
1,335 |
+0 |
Mar11 |
100514 |
96.50 |
97.86 |
96.50 |
96.58 |
-1.28 |
22 |
221 |
-9 |
Total Volume and Open Interest |
75,615 |
122,618 |
+526 |
Japanese Yen(CME) |
Jun10 |
100514 |
107.87 |
108.96 |
107.43 |
108.48 |
+0.74 |
100,603 |
139,957 |
-3,252 |
Sep10 |
100514 |
108.04 |
109.10 |
107.86 |
108.62 |
+0.76 |
252 |
3,103 |
+44 |
Dec10 |
100514 |
108.82 |
108.82 |
108.03 |
108.82 |
+0.79 |
0 |
115 |
-5 |
Total Volume and Open Interest |
100,855 |
143,176 |
-3,213 |
Swiss Franc(CME) |
Jun10 |
100514 |
89.45 |
89.75 |
88.27 |
88.46 |
-1.29 |
41,169 |
47,244 |
-2,515 |
Sep10 |
100514 |
89.21 |
89.91 |
88.65 |
88.65 |
-1.26 |
118 |
816 |
+28 |
Dec10 |
100514 |
88.85 |
90.08 |
88.85 |
88.85 |
-1.23 |
0 |
15 |
+0 |
Total Volume and Open Interest |
41,287 |
48,075 |
-2,487 |
EuroFX(CME) |
Jun10 |
100514 |
125.26 |
125.78 |
123.55 |
123.87 |
-1.78 |
315,250 |
279,709 |
-561 |
Sep10 |
100514 |
125.40 |
125.82 |
123.65 |
123.95 |
-1.76 |
2,232 |
7,004 |
-140 |
Dec10 |
100514 |
125.51 |
125.79 |
123.91 |
124.05 |
-1.74 |
2 |
124 |
-1 |
Total Volume and Open Interest |
317,484 |
286,887 |
-702 |
Mexican Peso(CME) |
May10 |
100514 |
792.8 |
807.5 |
792.8 |
792.8 |
-14.8 |
|
|
|
Jun10 |
100514 |
803.0 |
804.0 |
787.0 |
790.0 |
-14.8 |
18,223 |
94,540 |
-776 |
Total Volume and Open Interest |
18,289 |
95,158 |
-783 |
30-Year T-Bonds(CBOT) |
Jun10 |
100514 |
121~090 |
122~140 |
121~090 |
122~010 |
+1~160 |
|
|
|
Sep10 |
100514 |
120~070 |
121~300 |
119~270 |
121~140 |
+1~190 |
4,056 |
18,757 |
+1,249 |
Dec10 |
100514 |
119~070 |
120~160 |
118~160 |
120~030 |
+1~190 |
16 |
52 |
+16 |
Total Volume and Open Interest |
307,132 |
754,213 |
+15,741 |
10-Year T-Notes(CBOT) |
Jun10 |
100514 |
119~040 |
120~010 |
119~000 |
119~245 |
+0~290 |
1,009,049 |
1,767,879 |
+4,552 |
Sep10 |
100514 |
118~045 |
118~310 |
117~315 |
118~225 |
+0~295 |
12,991 |
45,195 |
+5,312 |
Dec10 |
100514 |
117~085 |
117~085 |
116~110 |
117~085 |
+0~295 |
0 |
32 |
+0 |
Total Volume and Open Interest |
1,022,040 |
1,813,111 |
+9,864 |
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 |
100514 |
115~110 |
116~060 |
115~080 |
116~038 |
+0~086 |
13,195 |
26,286 |
+8,689 |
Dec10 |
100514 |
115~029 |
115~029 |
114~071 |
115~029 |
+0~086 |
0 |
2 |
+0 |
Total Volume and Open Interest |
484,623 |
1,041,671 |
+11,883 |
2 Year T-Notes(CBOT) |
Jun10 |
100514 |
54~075 |
54~075 |
54~075 |
54~075 |
+0~009 |
|
|
|
Sep10 |
100514 |
108~087 |
108~108 |
108~076 |
108~098 |
+0~022 |
6,474 |
28,643 |
+3,172 |
Dec10 |
100514 |
108~046 |
108~046 |
108~019 |
108~046 |
+0~027 |
0 |
1 |
+0 |
Total Volume and Open Interest |
171,953 |
1,023,321 |
+8,403 |
Eurodollars(CME) |
Jun10 |
100514 |
99.445 |
99.450 |
99.380 |
99.395 |
-0.055 |
234,757 |
1,171,611 |
-16,074 |
Sep10 |
100514 |
99.325 |
99.330 |
99.235 |
99.265 |
-0.065 |
233,341 |
1,053,822 |
-13,103 |
Dec10 |
100514 |
99.195 |
99.200 |
99.120 |
99.135 |
-0.055 |
269,492 |
1,062,855 |
+17,958 |
Mar11 |
100514 |
99.000 |
99.030 |
98.975 |
98.985 |
unch |
217,685 |
766,762 |
+12,352 |
Jun11 |
100514 |
98.760 |
98.825 |
98.740 |
98.775 |
+0.040 |
267,544 |
887,729 |
+12,311 |
Sep11 |
100514 |
98.490 |
98.590 |
98.475 |
98.540 |
+0.075 |
201,061 |
679,828 |
-744 |
Dec11 |
100514 |
98.195 |
98.315 |
98.180 |
98.265 |
+0.100 |
179,893 |
531,788 |
+11,590 |
Mar12 |
100514 |
97.920 |
98.055 |
97.910 |
98.005 |
+0.110 |
134,390 |
357,474 |
+7,303 |
Jun12 |
100514 |
97.635 |
97.765 |
97.620 |
97.720 |
+0.120 |
79,005 |
240,289 |
-2,064 |
Sep12 |
100514 |
97.345 |
97.480 |
97.335 |
97.440 |
+0.125 |
75,694 |
190,857 |
-662 |
Dec12 |
100514 |
97.075 |
97.205 |
97.060 |
97.165 |
+0.125 |
42,292 |
150,900 |
-280 |
Mar13 |
100514 |
96.850 |
96.990 |
96.830 |
96.945 |
+0.135 |
37,715 |
134,704 |
+2,953 |
Jun13 |
100514 |
96.635 |
96.765 |
96.610 |
96.725 |
+0.145 |
15,703 |
82,415 |
-880 |
Sep13 |
100514 |
96.410 |
96.560 |
96.395 |
96.520 |
+0.150 |
19,746 |
73,481 |
-3,918 |
Dec13 |
100514 |
96.170 |
96.355 |
96.170 |
96.310 |
+0.155 |
12,262 |
41,990 |
-130 |
Mar14 |
100514 |
96.020 |
96.185 |
96.015 |
96.145 |
+0.160 |
11,261 |
38,876 |
-489 |
Jun14 |
100514 |
95.845 |
96.015 |
95.845 |
95.980 |
+0.165 |
7,714 |
32,527 |
-1,678 |
Sep14 |
100514 |
95.695 |
95.865 |
95.695 |
95.830 |
+0.165 |
6,105 |
25,228 |
-669 |
Total Volume and Open Interest |
2,074,630 |
7,733,496 |
+21,411 |
30 Day Federal Funds(CBOT) |
May10 |
100514 |
99.790 |
99.793 |
99.790 |
99.790 |
unch |
3,845 |
67,069 |
+742 |
Jun10 |
100514 |
99.785 |
99.790 |
99.780 |
99.785 |
unch |
1,706 |
67,805 |
-268 |
Jul10 |
100514 |
99.775 |
99.780 |
99.770 |
99.770 |
unch |
4,183 |
57,640 |
-653 |
Aug10 |
100514 |
99.765 |
99.765 |
99.755 |
99.760 |
+0.005 |
3,231 |
80,629 |
-1,502 |
Sep10 |
100514 |
99.750 |
99.750 |
99.740 |
99.745 |
+0.005 |
1,600 |
45,780 |
-465 |
Oct10 |
100514 |
99.730 |
99.730 |
99.715 |
99.725 |
+0.010 |
3,049 |
73,179 |
-429 |
Total Volume and Open Interest |
38,542 |
621,767 |
+3,641 |
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 |
100514 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
150 |
2,778 |
+150 |
Sep10 |
100514 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
60 |
1,091 |
+60 |
Dec10 |
100514 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
342 |
+0 |
Mar11 |
100514 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
167 |
+0 |
Jun11 |
100514 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep11 |
100514 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec11 |
100514 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
Mar12 |
100514 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun12 |
100514 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Sep12 |
100514 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Total Volume and Open Interest |
210 |
4,378 |
+210 |
3-Mth Euro-Yen(SGX) |
Jun10 |
100514 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
368 |
5,842 |
+340 |
Sep10 |
100514 |
99.65 |
99.65 |
99.64 |
99.64 |
unch |
150 |
2,961 |
-80 |
Dec10 |
100514 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,761 |
+0 |
Mar11 |
100514 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,707 |
+0 |
Jun11 |
100514 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
106 |
+0 |
Sep11 |
100514 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
53 |
+0 |
Dec11 |
100514 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
102 |
+0 |
Mar12 |
100514 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
305 |
+0 |
Total Volume and Open Interest |
518 |
13,903 |
+260 |
Japanese Gov't Bonds(SGX) |
Jun10 |
100512 |
139.80 |
139.90 |
139.65 |
139.83 |
+0.21 |
4,666 |
19,108 |
-438 |
Sep10 |
100514 |
139.45 |
139.49 |
139.45 |
139.49 |
+0.21 |
4 |
6 |
+0 |
Dec10 |
100514 |
137.40 |
137.40 |
137.40 |
137.40 |
+0.21 |
|
|
|
Total Volume and Open Interest |
2,163 |
20,223 |
+37 |
Euro-Bund(EUREX) |
Jun10 |
100514 |
126.12 |
126.85 |
125.98 |
126.53 |
+0.67 |
835,463 |
1,090,357 |
-6,699 |
Sep10 |
100514 |
125.50 |
126.23 |
125.42 |
125.91 |
+0.65 |
3,333 |
14,656 |
+359 |
Dec10 |
100514 |
124.43 |
124.43 |
124.43 |
124.43 |
+0.67 |
0 |
3 |
+0 |
Total Volume and Open Interest |
838,796 |
1,105,016 |
-6,340 |
Euro-Bobl(EUREX) |
Jun10 |
100512 |
119.34 |
119.41 |
119.14 |
119.18 |
-0.52 |
978,399 |
809,928 |
+645 |
Sep10 |
100514 |
119.15 |
119.50 |
119.15 |
119.40 |
+0.31 |
1,106 |
18,758 |
+320 |
Dec10 |
100514 |
119.15 |
119.15 |
119.15 |
119.15 |
+0.31 |
|
|
|
Total Volume and Open Interest |
419,988 |
806,337 |
-5,642 |
3-Mth Euribor(EUREX) |
Jun10 |
100514 |
99.235 |
99.240 |
99.215 |
99.215 |
-0.040 |
85 |
6,185 |
+42 |
Sep10 |
100514 |
99.130 |
99.130 |
99.085 |
99.085 |
-0.090 |
37 |
3,436 |
-5 |
Dec10 |
100514 |
99.085 |
99.085 |
99.060 |
99.060 |
-0.055 |
23 |
1,617 |
+23 |
Total Volume and Open Interest |
606 |
17,296 |
+384 |
Long Gilt(LIFFE) |
Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
Sep10 |
100514 |
116~05 |
116~13 |
116~05 |
116~13 |
+0~25 |
1 |
515 |
+1 |
Total Volume and Open Interest |
113,566 |
310,691 |
+2,089 |
3-Mth Short Sterling(LIFFE) |
Jun10 |
100514 |
99.23 |
99.24 |
99.19 |
99.21 |
-0.03 |
49,672 |
318,336 |
-22,105 |
Sep10 |
100514 |
99.11 |
99.11 |
99.03 |
99.06 |
-0.05 |
95,756 |
403,985 |
-11,756 |
Dec10 |
100514 |
98.97 |
98.98 |
98.91 |
98.93 |
-0.04 |
143,943 |
354,786 |
-12,355 |
Mar11 |
100514 |
98.81 |
98.83 |
98.79 |
98.81 |
+0.01 |
156,955 |
235,338 |
-908 |
Jun11 |
100514 |
98.59 |
98.66 |
98.58 |
98.64 |
+0.05 |
141,837 |
320,030 |
+10,411 |
Sep11 |
100514 |
98.34 |
98.46 |
98.33 |
98.43 |
+0.09 |
142,308 |
198,109 |
+3,131 |
Total Volume and Open Interest |
914,589 |
2,321,938 |
-46,149 |
3-Mth Euribor(LIFFE) |
Jun10 |
100514 |
99.240 |
99.245 |
99.205 |
99.215 |
-0.040 |
144,420 |
882,878 |
-20,757 |
Sep10 |
100514 |
99.150 |
99.170 |
99.080 |
99.090 |
-0.085 |
366,489 |
780,091 |
-69,947 |
Dec10 |
100514 |
99.105 |
99.115 |
99.055 |
99.060 |
-0.055 |
179,862 |
511,284 |
-15,969 |
Total Volume and Open Interest |
1,258,010 |
4,138,246 |
-87,046 |
3-Mth Aus T-Bills(SFE) |
Jun10 |
100514 |
95.16 |
95.20 |
95.16 |
95.18 |
+0.01 |
14,937 |
252,307 |
+1,543 |
Sep10 |
100514 |
95.00 |
95.05 |
94.99 |
95.02 |
+0.01 |
22,306 |
228,433 |
+2,850 |
Dec10 |
100514 |
94.83 |
94.87 |
94.81 |
94.84 |
+0.02 |
18,682 |
122,564 |
+502 |
Mar11 |
100514 |
94.66 |
94.72 |
94.66 |
94.70 |
+0.02 |
10,806 |
56,447 |
+1,067 |
Jun11 |
100514 |
94.52 |
94.58 |
94.52 |
94.55 |
+0.03 |
6,167 |
46,720 |
+1,372 |
Sep11 |
100514 |
94.36 |
94.44 |
94.35 |
94.41 |
+0.04 |
2,225 |
27,681 |
-340 |
Dec11 |
100514 |
94.26 |
94.33 |
94.26 |
94.31 |
+0.06 |
3,667 |
24,563 |
+564 |
Mar12 |
100514 |
94.23 |
94.31 |
94.23 |
94.28 |
+0.07 |
1,683 |
12,773 |
+304 |
Jun12 |
100514 |
94.28 |
94.30 |
94.25 |
94.26 |
+0.08 |
27 |
5,460 |
+25 |
Sep12 |
100514 |
94.28 |
94.28 |
94.27 |
94.28 |
+0.07 |
12 |
2,554 |
-8 |
Total Volume and Open Interest |
80,514 |
780,730 |
+7,881 |
10-Year Aus T-Bonds(SFE) |
Jun10 |
100514 |
94.45 |
94.52 |
94.44 |
94.49 |
+0.03 |
42,470 |
405,840 |
-823 |
Sep10 |
100514 |
94.49 |
94.49 |
94.49 |
94.49 |
+0.03 |
|
|
|
Total Volume and Open Interest |
42,470 |
405,840 |
-823 |
3-Year Aus T-Bonds(SFE) |
Jun10 |
100514 |
94.84 |
94.92 |
94.84 |
94.91 |
+0.05 |
152,019 |
753,554 |
-12,131 |
Sep10 |
100514 |
94.91 |
94.91 |
94.91 |
94.91 |
+0.05 |
|
|
|
Total Volume and Open Interest |
152,019 |
753,554 |
-12,131 |
Gold(CMX) |
Jun10 |
100514 |
1233.3 |
1249.7 |
1217.6 |
1227.8 |
-1.4 |
205,851 |
327,243 |
+89 |
Aug10 |
100514 |
1233.1 |
1251.4 |
1219.7 |
1229.6 |
-1.4 |
19,324 |
84,438 |
+1,690 |
Oct10 |
100514 |
1238.2 |
1252.0 |
1221.9 |
1231.3 |
-1.2 |
1,033 |
22,838 |
+32 |
Dec10 |
100514 |
1239.8 |
1255.1 |
1223.0 |
1233.1 |
-1.1 |
7,617 |
50,601 |
+1,949 |
Feb11 |
100514 |
1244.0 |
1254.6 |
1228.3 |
1235.0 |
-1.1 |
617 |
17,827 |
+183 |
Apr11 |
100514 |
1254.9 |
1254.9 |
1229.6 |
1236.9 |
-1.1 |
504 |
14,535 |
+394 |
Jun11 |
100514 |
583.7 |
583.7 |
583.7 |
583.7 |
-1.1 |
2,208 |
9,235 |
+506 |
Aug11 |
100514 |
1241.8 |
1241.8 |
1241.8 |
1241.8 |
-1.3 |
0 |
3,871 |
+0 |
Oct11 |
100514 |
1244.8 |
1244.8 |
1244.8 |
1244.8 |
-1.5 |
10 |
6,604 |
+0 |
Dec11 |
100514 |
1259.9 |
1261.0 |
1248.0 |
1248.0 |
-1.7 |
2,163 |
13,451 |
-434 |
Feb12 |
100514 |
1251.8 |
1251.8 |
1251.8 |
1251.8 |
-2.0 |
10 |
3,960 |
+0 |
Total Volume and Open Interest |
241,903 |
588,106 |
+4,602 |
Silver(CMX) |
May10 |
100514 |
1948.5 |
1967.0 |
1907.0 |
1920.2 |
-27.4 |
116 |
280 |
-31 |
Jul10 |
100514 |
1947.0 |
1973.5 |
1897.5 |
1922.5 |
-27.4 |
41,778 |
78,549 |
-417 |
Sep10 |
100514 |
1947.5 |
1972.5 |
1901.5 |
1925.8 |
-27.3 |
1,414 |
11,591 |
+522 |
Dec10 |
100514 |
1955.0 |
1980.0 |
1912.0 |
1930.5 |
-27.3 |
1,291 |
15,029 |
+246 |
Mar11 |
100514 |
1966.5 |
1966.5 |
1934.5 |
1934.5 |
-27.2 |
56 |
3,803 |
+47 |
May11 |
100514 |
1934.5 |
1936.8 |
1934.5 |
1936.8 |
-27.4 |
20 |
2,207 |
+3 |
Jul11 |
100514 |
1939.0 |
1939.0 |
1939.0 |
1939.0 |
-27.7 |
6 |
3,305 |
+6 |
Total Volume and Open Interest |
45,035 |
123,049 |
+380 |
Platinum(NYMEX) |
Jul10 |
100514 |
1738.0 |
1740.0 |
1705.0 |
1715.4 |
-24.0 |
6,561 |
33,223 |
-737 |
Oct10 |
100514 |
1724.9 |
1725.8 |
1715.0 |
1719.2 |
-24.0 |
110 |
1,479 |
+52 |
Jan11 |
100514 |
1727.0 |
1727.0 |
1720.9 |
1720.9 |
-24.0 |
15 |
289 |
+13 |
Apr11 |
100514 |
1720.9 |
1720.9 |
1720.9 |
1720.9 |
-24.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,689 |
34,999 |
-674 |
Palladium(NYMEX) |
Jun10 |
100514 |
543.30 |
543.55 |
521.20 |
527.90 |
-15.40 |
4,912 |
20,890 |
-979 |
Sep10 |
100514 |
544.85 |
545.00 |
523.05 |
529.45 |
-15.40 |
1,687 |
4,155 |
+1,305 |
Dec10 |
100514 |
537.35 |
537.35 |
530.65 |
530.65 |
-15.40 |
32 |
236 |
+19 |
Total Volume and Open Interest |
6,631 |
25,309 |
+345 |
Copper(CMX) |
May10 |
100514 |
320.85 |
320.85 |
310.60 |
312.30 |
-9.65 |
268 |
1,302 |
-65 |
Jul10 |
100514 |
322.00 |
322.80 |
311.70 |
313.40 |
-9.75 |
31,237 |
83,853 |
+1,248 |
Sep10 |
100514 |
322.85 |
324.10 |
313.80 |
315.25 |
-9.65 |
3,113 |
20,051 |
+849 |
Dec10 |
100514 |
325.05 |
325.05 |
315.40 |
317.05 |
-9.75 |
1,208 |
11,218 |
+73 |
Mar11 |
100514 |
321.85 |
321.85 |
318.05 |
318.05 |
-9.70 |
242 |
3,999 |
+66 |
Total Volume and Open Interest |
37,575 |
132,185 |
+1,194 |
DJIA Index(CBOT) |
Jun10 |
100514 |
10765 |
10791 |
10510 |
10609 |
-164 |
752 |
11,201 |
+66 |
Sep10 |
100514 |
10720 |
10720 |
10547 |
10551 |
-164 |
2 |
15 |
-1 |
Dec10 |
100514 |
10490 |
10654 |
10490 |
10490 |
-164 |
0 |
2 |
+0 |
Mar11 |
100514 |
10435 |
10599 |
10435 |
10435 |
-164 |
|
|
|
Total Volume and Open Interest |
754 |
11,218 |
+65 |
S & P 500(CME) |
Jun10 |
100514 |
1155.70 |
1159.50 |
1124.00 |
1135.30 |
-21.50 |
24,229 |
303,547 |
+2,823 |
Sep10 |
100514 |
1132.50 |
1136.50 |
1117.50 |
1131.10 |
-21.40 |
668 |
13,164 |
+369 |
Dec10 |
100514 |
1124.60 |
1126.70 |
1113.10 |
1126.70 |
-21.40 |
35 |
4,187 |
+0 |
Mar11 |
100514 |
1122.50 |
1122.50 |
1108.90 |
1122.50 |
-21.40 |
0 |
477 |
+0 |
Total Volume and Open Interest |
24,932 |
321,455 |
+3,227 |
S & P 500 E-Mini(Globex) |
Jun10 |
100514 |
1155.50 |
1159.50 |
1123.75 |
1135.25 |
-21.50 |
2,109,839 |
2,595,338 |
-91,363 |
Sep10 |
100514 |
1151.75 |
1154.50 |
1119.50 |
1131.00 |
-21.50 |
4,291 |
46,641 |
-68 |
Total Volume and Open Interest |
2,114,231 |
2,644,612 |
-91,366 |
NASDAQ 100(CME) |
Jun10 |
100514 |
1944.80 |
1950.00 |
1882.00 |
1909.80 |
-37.50 |
1,978 |
23,467 |
+118 |
Sep10 |
100514 |
1908.30 |
1908.30 |
1886.50 |
1908.30 |
-37.20 |
11 |
167 |
+5 |
Dec10 |
100514 |
1905.50 |
1905.50 |
1902.80 |
1905.50 |
-37.30 |
|
|
|
Total Volume and Open Interest |
1,989 |
23,634 |
+123 |
NASDAQ 100 E-Mini(Globex) |
Jun10 |
100514 |
1945.00 |
1950.50 |
1883.00 |
1909.80 |
-37.50 |
323,983 |
343,596 |
-3,022 |
Sep10 |
100514 |
1940.50 |
1947.80 |
1881.80 |
1908.30 |
-37.20 |
218 |
1,899 |
+31 |
Total Volume and Open Interest |
324,217 |
345,525 |
-2,983 |
S & P Midcap 400(CME) |
Jun10 |
100514 |
802.00 |
810.25 |
782.00 |
789.90 |
-19.60 |
474 |
2,136 |
+70 |
Sep10 |
100514 |
787.90 |
787.90 |
787.50 |
787.90 |
-19.60 |
0 |
1 |
+1 |
Dec10 |
100514 |
785.90 |
785.90 |
785.50 |
785.90 |
-19.60 |
|
|
|
Total Volume and Open Interest |
474 |
2,137 |
+71 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun10 |
100514 |
10320 |
10320 |
10180 |
10320 |
-175 |
|
|
|
Sep10 |
100514 |
10375 |
10375 |
10375 |
10375 |
-175 |
0 |
5 |
+0 |
Total Volume and Open Interest |
12,803 |
43,520 |
-11,431 |
Nikkei 225(SGX) |
Jun10 |
100514 |
10660 |
10670 |
10385 |
10465 |
-165 |
156,147 |
176,637 |
-2,509 |
Sep10 |
100514 |
10435 |
10465 |
10400 |
10465 |
-165 |
1,445 |
2,320 |
+1 |
Dec10 |
100514 |
10415 |
10415 |
10415 |
10415 |
-170 |
200 |
1,168 |
+0 |
Total Volume and Open Interest |
162,548 |
188,700 |
-957 |
CAC 40(EURONEXT) |
May10 |
100514 |
3678.0 |
3682.0 |
3515.5 |
3532.5 |
-167.5 |
172,312 |
471,624 |
-58,897 |
Jun10 |
100514 |
3648.0 |
3648.0 |
3485.0 |
3500.5 |
-167.5 |
3,165 |
67,112 |
-2,885 |
Jul10 |
100514 |
3576.0 |
3580.5 |
3488.0 |
3496.5 |
-168.0 |
33 |
75 |
+29 |
Total Volume and Open Interest |
175,590 |
540,387 |
-61,715 |
Hang Seng Index(HKFE) |
May10 |
100514 |
20080 |
20206 |
19901 |
19927 |
-273 |
80,233 |
70,397 |
-986 |
Jun10 |
100514 |
20050 |
20170 |
19875 |
19910 |
-270 |
940 |
7,125 |
-370 |
Total Volume and Open Interest |
81,390 |
78,929 |
-1,270 |
DAX(EUREX) |
Jun10 |
100514 |
6238.0 |
6239.5 |
6016.5 |
6035.0 |
-223.5 |
244,323 |
191,470 |
+5,668 |
Sep10 |
100514 |
6239.5 |
6242.0 |
6032.0 |
6040.5 |
-223.0 |
506 |
10,147 |
-135 |
Dec10 |
100514 |
6246.5 |
6248.5 |
6040.0 |
6048.0 |
-222.0 |
292 |
1,922 |
-55 |
Total Volume and Open Interest |
245,121 |
203,539 |
+5,478 |
FT-SE 100(EURONEXT) |
Jun10 |
100514 |
5387.50 |
5391.00 |
5216.00 |
5243.00 |
-163.00 |
147,497 |
677,641 |
+8,246 |
Sep10 |
100514 |
5297.00 |
5297.00 |
5178.50 |
5201.50 |
-164.00 |
64 |
1,590 |
-4 |
Dec10 |
100514 |
5287.00 |
5290.50 |
5170.00 |
5176.50 |
-163.50 |
45 |
3,178 |
+32 |
Total Volume and Open Interest |
147,636 |
682,664 |
+8,284 |
SPI 200(SFE) |
Jun10 |
100514 |
4670.0 |
4677.0 |
4598.0 |
4610.0 |
-61.0 |
33,028 |
218,940 |
-5,506 |
Sep10 |
100514 |
4629.0 |
4638.0 |
4596.0 |
4596.0 |
-61.0 |
25 |
2,803 |
+9 |
Dec10 |
100514 |
4619.0 |
4619.0 |
4619.0 |
4619.0 |
-60.0 |
1 |
2,589 |
-70 |
Total Volume and Open Interest |
33,206 |
225,482 |
-5,461 |
GSCI(CME) |
May10 |
100514 |
503.00 |
503.25 |
488.40 |
489.00 |
-16.50 |
5,034 |
10,111 |
-4,481 |
Jun10 |
100514 |
514.00 |
515.00 |
499.50 |
500.50 |
-17.85 |
5,045 |
12,150 |
+4,565 |
Jul10 |
100514 |
523.00 |
527.55 |
509.00 |
509.00 |
-18.50 |
|
|
|
Total Volume and Open Interest |
10,079 |
22,261 |
+84 |
Reuters CCI(ICE) |
Jun10 |
100514 |
259.00 |
259.00 |
259.00 |
259.00 |
-7.50 |
|
|
|
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. |
|
|