|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed May 19, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100519 |
938.50 |
948.50 |
935.75 |
938.50 |
-1.00 |
62,149 |
228,055 |
+1,300 |
| Aug10 |
100519 |
932.50 |
940.50 |
927.75 |
930.50 |
-3.25 |
3,633 |
17,149 |
-44 |
| Sep10 |
100519 |
916.25 |
923.00 |
910.25 |
912.50 |
-5.50 |
1,412 |
13,400 |
+209 |
| Nov10 |
100519 |
912.25 |
917.00 |
902.75 |
905.75 |
-7.75 |
20,294 |
155,822 |
-2,478 |
| Jan11 |
100519 |
920.00 |
925.00 |
913.00 |
915.00 |
-7.50 |
855 |
10,723 |
+310 |
| Mar11 |
100519 |
925.50 |
931.75 |
921.00 |
922.50 |
-7.75 |
496 |
5,371 |
+61 |
| May11 |
100519 |
934.00 |
936.75 |
926.50 |
927.75 |
-7.50 |
494 |
4,590 |
+28 |
| Total Volume and Open Interest |
91,197 |
453,711 |
+362 |
| Soybean Meal(CBOT) |
| Jul10 |
100519 |
273.00 |
278.30 |
272.50 |
273.40 |
-0.20 |
27,583 |
95,291 |
-697 |
| Aug10 |
100519 |
269.40 |
273.40 |
267.70 |
268.80 |
-0.80 |
2,639 |
15,703 |
+153 |
| Sep10 |
100519 |
263.60 |
266.50 |
261.00 |
262.10 |
-1.60 |
1,579 |
11,987 |
-410 |
| Oct10 |
100519 |
258.00 |
258.30 |
252.60 |
253.20 |
-3.60 |
594 |
8,011 |
-66 |
| Dec10 |
100519 |
256.30 |
257.50 |
251.10 |
252.00 |
-3.80 |
4,973 |
34,669 |
-431 |
| Jan11 |
100519 |
255.00 |
257.60 |
252.10 |
252.70 |
-3.80 |
79 |
4,480 |
-15 |
| Mar11 |
100519 |
255.90 |
258.90 |
254.30 |
254.30 |
-3.50 |
84 |
3,888 |
+44 |
| May11 |
100519 |
256.50 |
258.50 |
255.00 |
255.00 |
-3.50 |
21 |
1,615 |
+11 |
| Total Volume and Open Interest |
37,573 |
178,379 |
-1,397 |
| Soybean Oil(CBOT) |
| Jul10 |
100519 |
37.19 |
37.62 |
36.96 |
37.50 |
+0.31 |
34,452 |
172,961 |
+3,276 |
| Aug10 |
100519 |
37.33 |
37.84 |
37.18 |
37.72 |
+0.31 |
4,399 |
23,334 |
+314 |
| Sep10 |
100519 |
37.50 |
37.94 |
37.38 |
37.91 |
+0.31 |
1,886 |
14,857 |
-2 |
| Oct10 |
100519 |
37.58 |
38.21 |
37.55 |
38.09 |
+0.32 |
1,400 |
11,776 |
+32 |
| Dec10 |
100519 |
38.15 |
38.59 |
37.92 |
38.46 |
+0.32 |
7,812 |
64,106 |
-245 |
| Jan11 |
100519 |
38.51 |
38.75 |
38.21 |
38.75 |
+0.32 |
400 |
3,722 |
+61 |
| Mar11 |
100519 |
38.60 |
39.05 |
38.56 |
39.05 |
+0.32 |
239 |
1,766 |
-31 |
| May11 |
100519 |
38.86 |
39.28 |
38.80 |
39.28 |
+0.32 |
89 |
1,423 |
+27 |
| Total Volume and Open Interest |
51,223 |
296,433 |
+3,602 |
| Canola(WCE) |
| May10 |
100514 |
379.9 |
379.9 |
379.9 |
379.9 |
+1.2 |
3 |
0 |
+0 |
| Jul10 |
100519 |
370.5 |
376.4 |
370.5 |
375.6 |
+2.8 |
5,468 |
94,225 |
-36 |
| Nov10 |
100519 |
380.0 |
383.8 |
379.1 |
383.3 |
+4.6 |
3,834 |
35,292 |
+1,351 |
| Jan11 |
100519 |
382.9 |
388.7 |
382.9 |
388.7 |
+5.4 |
294 |
3,009 |
-105 |
| Mar11 |
100519 |
387.1 |
393.5 |
387.0 |
393.5 |
+5.5 |
26 |
1,923 |
-9 |
| Total Volume and Open Interest |
9,700 |
136,148 |
+1,246 |
| Corn(CBOT) |
| Jul10 |
100519 |
359.75 |
363.25 |
353.50 |
359.25 |
-0.50 |
112,705 |
523,957 |
+3,745 |
| Sep10 |
100519 |
368.25 |
371.50 |
362.00 |
368.00 |
-0.25 |
17,330 |
161,218 |
+2,008 |
| Dec10 |
100519 |
378.25 |
381.75 |
372.00 |
378.00 |
-0.50 |
33,767 |
370,716 |
+1,147 |
| Mar11 |
100519 |
390.75 |
394.00 |
384.50 |
390.50 |
-0.50 |
2,526 |
52,809 |
+120 |
| May11 |
100519 |
398.00 |
401.75 |
393.75 |
399.00 |
-0.50 |
428 |
9,213 |
-157 |
| Jul11 |
100519 |
404.25 |
408.50 |
399.75 |
406.00 |
-0.50 |
921 |
29,599 |
+477 |
| Total Volume and Open Interest |
169,394 |
1,213,327 |
+7,037 |
| Wheat(CBOT) |
| Jul10 |
100519 |
467.75 |
472.00 |
465.25 |
469.25 |
+1.50 |
32,094 |
244,108 |
-502 |
| Sep10 |
100519 |
485.00 |
489.25 |
482.75 |
486.75 |
+1.50 |
9,865 |
77,699 |
-34 |
| Dec10 |
100519 |
516.00 |
520.25 |
513.75 |
517.00 |
+0.50 |
10,386 |
72,449 |
+397 |
| Mar11 |
100519 |
544.75 |
548.50 |
543.00 |
546.00 |
+0.50 |
3,004 |
23,786 |
+845 |
| May11 |
100519 |
559.75 |
563.75 |
558.75 |
561.50 |
+0.75 |
96 |
6,946 |
+30 |
| Total Volume and Open Interest |
59,293 |
462,393 |
+2,590 |
| Wheat(KCBT) |
| Jul10 |
100519 |
488.00 |
492.75 |
486.25 |
491.50 |
+3.50 |
6,933 |
62,978 |
+115 |
| Sep10 |
100519 |
500.50 |
504.25 |
498.00 |
503.25 |
+3.75 |
1,010 |
18,614 |
-43 |
| Dec10 |
100519 |
518.50 |
521.25 |
516.00 |
521.00 |
+3.75 |
1,763 |
44,400 |
-490 |
| Mar11 |
100519 |
537.75 |
539.50 |
535.25 |
538.75 |
+4.00 |
927 |
13,614 |
+545 |
| May11 |
100519 |
546.50 |
551.50 |
546.50 |
550.75 |
+4.00 |
306 |
4,612 |
+118 |
| Total Volume and Open Interest |
11,937 |
156,671 |
+413 |
| Wheat(MGE) |
| May10 |
100514 |
507.50 |
507.50 |
507.50 |
507.50 |
-5.75 |
11 |
13 |
-4 |
| Jul10 |
100519 |
511.25 |
515.25 |
509.00 |
511.75 |
+0.50 |
1,632 |
17,665 |
-297 |
| Sep10 |
100519 |
523.00 |
526.75 |
520.75 |
522.75 |
-0.25 |
190 |
8,823 |
-68 |
| Dec10 |
100519 |
540.75 |
544.00 |
538.00 |
540.00 |
-1.00 |
164 |
8,818 |
+83 |
| Mar11 |
100519 |
556.25 |
560.75 |
555.00 |
556.75 |
-1.25 |
130 |
2,081 |
-124 |
| Total Volume and Open Interest |
2,239 |
41,869 |
-333 |
| Oats(CBOT) |
| Jul10 |
100519 |
194.00 |
197.25 |
190.75 |
195.25 |
+2.25 |
464 |
12,284 |
+25 |
| Sep10 |
100519 |
200.00 |
203.00 |
200.00 |
203.00 |
+2.25 |
36 |
1,309 |
+2 |
| Dec10 |
100519 |
211.25 |
215.50 |
211.25 |
214.00 |
+2.25 |
63 |
3,526 |
+14 |
| Mar11 |
100519 |
223.75 |
225.50 |
223.25 |
225.50 |
+2.25 |
7 |
77 |
+0 |
| Total Volume and Open Interest |
570 |
17,196 |
+41 |
| Rough Rice(CBOT) |
| May10 |
100517 |
11.60 |
11.60 |
11.60 |
11.60 |
unch |
4 |
4 |
-1 |
| Jul10 |
100519 |
11.60 |
11.93 |
11.60 |
11.90 |
+0.27 |
385 |
8,797 |
-16 |
| Sep10 |
100519 |
11.25 |
11.47 |
11.23 |
11.45 |
+0.22 |
178 |
3,483 |
+35 |
| Nov10 |
100519 |
11.47 |
11.65 |
11.43 |
11.64 |
+0.22 |
114 |
1,859 |
+20 |
| Total Volume and Open Interest |
699 |
15,433 |
+47 |
| Live Cattle(CME) |
| Jun10 |
100519 |
92.750 |
92.750 |
90.900 |
92.430 |
-0.320 |
25,747 |
76,341 |
-5,189 |
| Aug10 |
100519 |
91.400 |
91.785 |
89.600 |
91.535 |
unch |
19,585 |
142,061 |
-6 |
| Oct10 |
100519 |
92.700 |
92.850 |
91.050 |
92.700 |
-0.150 |
8,913 |
75,018 |
+1,063 |
| Dec10 |
100519 |
94.550 |
94.785 |
93.100 |
94.700 |
-0.185 |
2,304 |
41,921 |
+66 |
| Feb11 |
100519 |
95.900 |
96.250 |
94.750 |
96.150 |
unch |
947 |
19,288 |
-247 |
| Apr11 |
100519 |
96.480 |
97.200 |
95.850 |
97.135 |
+0.155 |
2,338 |
8,662 |
+355 |
| Total Volume and Open Interest |
59,949 |
366,401 |
-3,910 |
| Feeder Cattle(CME) |
| May10 |
100519 |
109.750 |
110.350 |
109.135 |
110.350 |
+0.600 |
1,808 |
4,037 |
-729 |
| Aug10 |
100519 |
112.150 |
112.800 |
111.230 |
112.580 |
unch |
3,086 |
25,205 |
-190 |
| Sep10 |
100519 |
111.950 |
112.500 |
111.050 |
112.250 |
-0.150 |
294 |
5,379 |
-20 |
| Oct10 |
100519 |
111.680 |
112.300 |
110.750 |
112.250 |
unch |
241 |
2,739 |
-41 |
| Nov10 |
100519 |
110.980 |
111.650 |
110.250 |
111.635 |
-0.015 |
81 |
1,256 |
-31 |
| Jan11 |
100519 |
109.400 |
110.050 |
109.100 |
110.000 |
unch |
14 |
450 |
+0 |
| Mar11 |
100519 |
109.100 |
109.600 |
109.000 |
109.400 |
-0.200 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
5,524 |
39,128 |
-1,011 |
| Lean Hogs(CME) |
| Jun10 |
100519 |
81.450 |
82.650 |
80.750 |
82.035 |
+0.735 |
23,479 |
36,970 |
-6,590 |
| Jul10 |
100519 |
81.680 |
83.450 |
81.150 |
82.980 |
+1.095 |
15,982 |
62,400 |
-835 |
| Aug10 |
100519 |
81.800 |
83.250 |
81.300 |
82.800 |
+1.100 |
4,588 |
47,059 |
-539 |
| Oct10 |
100519 |
73.400 |
74.400 |
73.050 |
74.350 |
+0.950 |
2,303 |
37,053 |
+202 |
| Dec10 |
100519 |
69.850 |
70.800 |
69.650 |
70.550 |
+0.550 |
1,485 |
22,231 |
-201 |
| Feb11 |
100519 |
70.100 |
71.050 |
70.100 |
70.975 |
+0.525 |
171 |
6,737 |
+2 |
| Apr11 |
100519 |
70.900 |
71.800 |
70.900 |
71.700 |
+0.500 |
91 |
3,197 |
+35 |
| May11 |
100519 |
75.250 |
75.250 |
74.900 |
74.900 |
unch |
1 |
133 |
+1 |
| Total Volume and Open Interest |
48,112 |
216,609 |
-7,919 |
| Pork Bellies(CME) |
| May10 |
100519 |
105.250 |
105.250 |
105.250 |
105.250 |
+3.000 |
0 |
28 |
+0 |
| Jul10 |
100519 |
99.150 |
100.950 |
98.400 |
100.950 |
+1.200 |
10 |
147 |
+3 |
| Aug10 |
100519 |
97.500 |
97.750 |
97.500 |
97.750 |
+0.250 |
0 |
25 |
+0 |
| Feb11 |
100519 |
100.550 |
100.550 |
100.550 |
100.550 |
+0.050 |
0 |
3 |
+0 |
| Mar11 |
100519 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10 |
204 |
+3 |
| Class III Milk(CME) |
| May10 |
100519 |
13.33 |
13.36 |
13.32 |
13.36 |
+0.04 |
107 |
4,691 |
-35 |
| Jun10 |
100519 |
13.51 |
13.78 |
13.50 |
13.75 |
+0.23 |
193 |
4,613 |
+55 |
| Jul10 |
100519 |
13.95 |
14.15 |
13.88 |
14.09 |
+0.09 |
266 |
3,998 |
+47 |
| Aug10 |
100519 |
14.48 |
14.69 |
14.48 |
14.61 |
-0.04 |
124 |
3,402 |
+22 |
| Sep10 |
100519 |
14.66 |
14.93 |
14.66 |
14.85 |
unch |
103 |
3,197 |
+25 |
| Total Volume and Open Interest |
1,006 |
28,861 |
+205 |
| Cocoa(ICE) |
| Jul10 |
100519 |
2807 |
2842 |
2791 |
2830 |
-19 |
9,497 |
54,158 |
-202 |
| Sep10 |
100519 |
2850 |
2865 |
2818 |
2856 |
-20 |
2,046 |
27,567 |
-430 |
| Dec10 |
100519 |
2885 |
2897 |
2849 |
2885 |
-21 |
1,075 |
16,397 |
+294 |
| Mar11 |
100519 |
2932 |
2932 |
2876 |
2912 |
-20 |
317 |
16,225 |
+143 |
| May11 |
100519 |
2925 |
2925 |
2925 |
2925 |
-20 |
67 |
6,392 |
+23 |
| Jul11 |
100519 |
2933 |
2933 |
2933 |
2933 |
-20 |
28 |
2,956 |
+18 |
| Sep11 |
100519 |
2941 |
2941 |
2941 |
2941 |
-19 |
4 |
1,154 |
-1 |
| Total Volume and Open Interest |
13,044 |
129,370 |
-150 |
| Coffee "C"(ICE) |
| May10 |
100518 |
132.45 |
137.50 |
132.45 |
136.25 |
+1.70 |
10 |
18 |
-12 |
| Jul10 |
100519 |
134.00 |
134.00 |
132.20 |
132.50 |
-1.75 |
11,087 |
74,389 |
+436 |
| Sep10 |
100519 |
135.20 |
135.35 |
133.50 |
133.80 |
-1.80 |
2,827 |
28,940 |
+620 |
| Dec10 |
100519 |
137.05 |
137.05 |
135.00 |
135.30 |
-1.75 |
1,483 |
19,165 |
-198 |
| Mar11 |
100519 |
138.15 |
138.15 |
136.35 |
136.35 |
-1.80 |
349 |
7,607 |
-97 |
| May11 |
100519 |
137.65 |
137.65 |
136.50 |
136.50 |
-1.55 |
213 |
4,296 |
+32 |
| Total Volume and Open Interest |
16,529 |
137,763 |
+1,052 |
| Orange Juice(ICE) |
| Jul10 |
100519 |
144.50 |
147.40 |
143.60 |
146.30 |
+1.80 |
631 |
19,802 |
+67 |
| Sep10 |
100519 |
145.00 |
147.25 |
145.00 |
146.80 |
+1.55 |
45 |
6,769 |
+19 |
| Nov10 |
100519 |
146.45 |
147.70 |
146.45 |
147.25 |
+1.30 |
16 |
1,582 |
+5 |
| Jan11 |
100519 |
147.15 |
147.75 |
146.70 |
147.70 |
+1.40 |
9 |
815 |
-2 |
| Mar11 |
100519 |
148.45 |
148.45 |
148.40 |
148.40 |
+1.65 |
5 |
169 |
+0 |
| May11 |
100519 |
148.40 |
148.40 |
148.40 |
148.40 |
+1.65 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
706 |
29,490 |
+89 |
| Sugar #11(ICE) |
| Jul10 |
100519 |
14.60 |
15.09 |
14.41 |
14.93 |
+0.13 |
34,310 |
285,475 |
-6,153 |
| Oct10 |
100519 |
15.00 |
15.46 |
14.86 |
15.34 |
+0.07 |
11,141 |
166,814 |
+3,092 |
| Mar11 |
100519 |
15.75 |
16.15 |
15.71 |
16.11 |
-0.04 |
4,624 |
81,286 |
+586 |
| May11 |
100519 |
15.67 |
16.07 |
15.65 |
16.02 |
-0.05 |
2,251 |
24,826 |
-100 |
| Jul11 |
100519 |
15.71 |
16.12 |
15.68 |
16.05 |
-0.06 |
1,624 |
29,150 |
+434 |
| Total Volume and Open Interest |
55,946 |
653,660 |
-1,816 |
| London Cocoa(LCE) |
| Jul10 |
100513 |
2282 |
2291 |
2252 |
2256 |
-31 |
28,703 |
59,743 |
+5,567 |
| Sep10 |
100519 |
2219 |
2243 |
2208 |
2231 |
+5 |
3,835 |
33,347 |
+77 |
| Dec10 |
100519 |
2189 |
2204 |
2177 |
2183 |
-10 |
2,325 |
21,865 |
-46 |
| Mar11 |
100519 |
2164 |
2187 |
2163 |
2167 |
-10 |
876 |
20,953 |
+240 |
| May11 |
100519 |
2178 |
2191 |
2168 |
2168 |
-12 |
647 |
4,662 |
+497 |
| Jul11 |
100519 |
2190 |
2190 |
2170 |
2170 |
-14 |
2 |
929 |
+0 |
| Sep11 |
100519 |
2171 |
2171 |
2171 |
2171 |
-16 |
0 |
1,843 |
+0 |
| Total Volume and Open Interest |
18,183 |
151,987 |
+661 |
| London Sugar(LCE) |
| Aug10 |
100519 |
478.50 |
489.50 |
477.00 |
487.20 |
+6.10 |
2,761 |
31,997 |
-622 |
| Oct10 |
100519 |
435.70 |
444.90 |
433.60 |
444.10 |
+6.10 |
922 |
14,698 |
-60 |
| Dec10 |
100519 |
422.60 |
430.00 |
421.60 |
429.80 |
+4.30 |
196 |
4,634 |
+119 |
| Mar11 |
100519 |
431.60 |
437.50 |
430.10 |
437.50 |
+2.70 |
94 |
3,704 |
+67 |
| May11 |
100519 |
436.50 |
438.50 |
436.50 |
438.50 |
+2.50 |
95 |
1,919 |
+28 |
| Total Volume and Open Interest |
4,503 |
57,753 |
-82 |
| Cotton(ICE) |
| Jul10 |
100519 |
82.20 |
84.13 |
81.75 |
83.28 |
+1.08 |
6,679 |
104,194 |
+949 |
| Oct10 |
100519 |
77.73 |
79.15 |
77.73 |
78.26 |
+0.49 |
50 |
2,247 |
-15 |
| Dec10 |
100519 |
77.81 |
78.24 |
77.66 |
78.11 |
+0.20 |
4,365 |
61,315 |
+866 |
| Mar11 |
100519 |
78.80 |
79.28 |
78.79 |
79.24 |
+0.13 |
430 |
8,741 |
+408 |
| May11 |
100519 |
79.12 |
79.39 |
79.10 |
79.39 |
+0.40 |
7 |
151 |
-7 |
| Jul11 |
100519 |
79.12 |
79.45 |
78.99 |
79.40 |
+0.41 |
73 |
3,103 |
+62 |
| Total Volume and Open Interest |
11,608 |
181,049 |
+2,262 |
| Lumber(CME) |
| Jul10 |
100519 |
246.4 |
250.9 |
233.2 |
234.6 |
-8.1 |
519 |
4,580 |
-33 |
| Sep10 |
100519 |
255.0 |
260.0 |
244.6 |
244.6 |
-10.0 |
133 |
2,034 |
+10 |
| Nov10 |
100519 |
246.2 |
247.7 |
234.6 |
238.5 |
-6.1 |
57 |
659 |
-2 |
| Jan11 |
100519 |
256.9 |
257.0 |
253.6 |
257.0 |
-3.0 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
709 |
7,298 |
-25 |
| Crude Oil(NYM) |
| Jun10 |
100519 |
69.11 |
71.30 |
67.90 |
69.87 |
+0.46 |
355,833 |
138,574 |
-19,599 |
| Jul10 |
100519 |
72.58 |
73.18 |
71.11 |
72.48 |
-0.22 |
265,540 |
394,192 |
+14,308 |
| Aug10 |
100519 |
74.22 |
74.60 |
72.55 |
73.78 |
-0.61 |
86,966 |
112,619 |
+2,590 |
| Sep10 |
100519 |
75.13 |
75.44 |
73.55 |
74.70 |
-0.78 |
44,564 |
91,693 |
+1,651 |
| Oct10 |
100519 |
75.41 |
76.06 |
74.19 |
75.39 |
-0.79 |
20,729 |
43,267 |
+2,001 |
| Nov10 |
100519 |
76.23 |
76.61 |
74.75 |
75.97 |
-0.81 |
12,804 |
36,405 |
+729 |
| Dec10 |
100519 |
77.05 |
77.21 |
75.20 |
76.48 |
-0.82 |
63,149 |
201,634 |
-2,961 |
| Jan11 |
100519 |
77.10 |
77.42 |
75.75 |
76.83 |
-0.86 |
4,743 |
31,782 |
+76 |
| Feb11 |
100519 |
77.30 |
77.49 |
76.39 |
77.18 |
-0.88 |
2,633 |
17,266 |
-301 |
| Mar11 |
100519 |
78.37 |
78.37 |
76.48 |
77.51 |
-0.91 |
1,741 |
18,584 |
-244 |
| Apr11 |
100519 |
77.81 |
78.30 |
76.62 |
77.82 |
-0.95 |
829 |
11,688 |
-190 |
| May11 |
100519 |
78.41 |
78.41 |
78.10 |
78.10 |
-0.99 |
594 |
7,003 |
-197 |
| Jun11 |
100519 |
78.69 |
78.97 |
77.63 |
78.36 |
-1.03 |
3,881 |
42,835 |
-100 |
| Jul11 |
100519 |
78.59 |
78.59 |
78.59 |
78.59 |
-1.07 |
507 |
6,114 |
-153 |
| Aug11 |
100519 |
78.78 |
78.78 |
78.78 |
78.78 |
-1.11 |
294 |
5,548 |
+43 |
| Sep11 |
100519 |
78.98 |
78.98 |
78.98 |
78.98 |
-1.14 |
294 |
7,256 |
-40 |
| Total Volume and Open Interest |
901,127 |
1,472,247 |
+1,320 |
| 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 |
100519 |
72.550 |
73.175 |
70.600 |
72.475 |
-0.225 |
4,712 |
3,414 |
+259 |
| Aug10 |
100519 |
73.650 |
74.450 |
72.300 |
73.775 |
-0.625 |
241 |
614 |
+73 |
| Sep10 |
100519 |
74.550 |
75.225 |
73.975 |
74.700 |
-0.775 |
121 |
210 |
+37 |
| Oct10 |
100519 |
75.400 |
75.400 |
75.400 |
75.400 |
-0.775 |
2 |
20 |
+2 |
| Nov10 |
100519 |
75.975 |
75.975 |
75.975 |
75.975 |
-0.800 |
2 |
7 |
+1 |
| Dec10 |
100519 |
76.525 |
77.025 |
75.425 |
76.475 |
-0.825 |
5 |
80 |
+2 |
| Jan11 |
100519 |
76.825 |
76.825 |
76.825 |
76.825 |
-0.875 |
4 |
2 |
+2 |
| Feb11 |
100519 |
77.175 |
77.175 |
77.175 |
77.175 |
-0.875 |
|
|
|
| Total Volume and Open Interest |
22,623 |
9,628 |
+502 |
| Heating Oil(NYM) |
| Jun10 |
100519 |
196.16 |
196.91 |
192.49 |
194.52 |
-1.63 |
52,317 |
53,411 |
-2,862 |
| Jul10 |
100519 |
197.50 |
198.49 |
193.97 |
196.10 |
-1.75 |
31,923 |
63,783 |
+1,234 |
| Aug10 |
100519 |
199.45 |
200.29 |
196.05 |
198.00 |
-1.89 |
10,995 |
34,114 |
+683 |
| Sep10 |
100519 |
200.75 |
202.40 |
198.30 |
200.58 |
-2.00 |
5,812 |
25,442 |
-217 |
| Oct10 |
100519 |
204.63 |
204.88 |
200.92 |
203.19 |
-2.12 |
2,600 |
16,950 |
+60 |
| Nov10 |
100519 |
207.04 |
207.23 |
203.86 |
205.85 |
-2.23 |
1,311 |
12,286 |
+202 |
| Dec10 |
100519 |
210.50 |
210.78 |
206.35 |
208.55 |
-2.30 |
8,182 |
42,103 |
+1,005 |
| Jan11 |
100519 |
212.27 |
212.64 |
209.42 |
211.40 |
-2.40 |
1,462 |
17,871 |
+408 |
| Feb11 |
100519 |
214.05 |
214.88 |
211.29 |
213.50 |
-2.45 |
671 |
7,119 |
+67 |
| Mar11 |
100519 |
215.00 |
216.07 |
212.48 |
214.30 |
-2.60 |
349 |
6,185 |
+27 |
| Apr11 |
100519 |
215.54 |
215.54 |
212.65 |
214.10 |
-2.66 |
152 |
3,279 |
+65 |
| May11 |
100519 |
215.93 |
215.93 |
212.70 |
214.00 |
-2.71 |
220 |
2,491 |
+147 |
| Total Volume and Open Interest |
118,783 |
319,595 |
+1,255 |
| Gasoline(NYMEX) |
| Jun10 |
100519 |
204.20 |
204.40 |
200.26 |
201.52 |
-2.79 |
45,428 |
52,726 |
-4,642 |
| Jul10 |
100519 |
203.73 |
203.85 |
199.45 |
200.94 |
-2.92 |
41,504 |
73,977 |
-3,179 |
| Aug10 |
100519 |
203.33 |
203.34 |
199.01 |
200.60 |
-2.87 |
18,374 |
37,355 |
+701 |
| Sep10 |
100519 |
200.75 |
202.69 |
198.90 |
200.26 |
-2.80 |
14,211 |
34,105 |
-2,387 |
| Oct10 |
100519 |
191.00 |
192.33 |
188.49 |
190.09 |
-2.62 |
6,956 |
19,798 |
-292 |
| Nov10 |
100519 |
190.89 |
191.91 |
188.80 |
189.70 |
-2.54 |
4,349 |
16,583 |
-6 |
| Dec10 |
100519 |
190.83 |
191.88 |
188.10 |
190.36 |
-2.45 |
6,252 |
12,255 |
+205 |
| Jan11 |
100519 |
193.11 |
193.11 |
192.16 |
192.16 |
-2.46 |
1,059 |
4,784 |
-670 |
| Feb11 |
100519 |
194.30 |
194.30 |
194.30 |
194.30 |
-2.50 |
118 |
2,003 |
+31 |
| Mar11 |
100519 |
196.52 |
196.52 |
196.52 |
196.52 |
-2.50 |
137 |
1,137 |
-2 |
| Total Volume and Open Interest |
138,965 |
267,469 |
-9,966 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100519 |
201.50 |
201.52 |
201.50 |
201.50 |
-2.80 |
0 |
6 |
+0 |
| Jul10 |
100519 |
200.90 |
200.94 |
200.90 |
200.90 |
-3.00 |
0 |
1 |
+0 |
| Aug10 |
100519 |
200.60 |
200.60 |
200.60 |
200.60 |
-2.90 |
0 |
1 |
+0 |
| Sep10 |
100519 |
200.30 |
200.30 |
200.26 |
200.30 |
-2.80 |
|
|
|
| Total Volume and Open Interest |
0 |
15 |
+0 |
| Natural Gas(NYM) |
| Jun10 |
100519 |
4.336 |
4.341 |
4.131 |
4.158 |
-0.184 |
116,913 |
81,973 |
-7,784 |
| Jul10 |
100519 |
4.425 |
4.433 |
4.222 |
4.246 |
-0.190 |
67,369 |
206,639 |
+14,846 |
| Aug10 |
100519 |
4.455 |
4.506 |
4.300 |
4.321 |
-0.186 |
19,856 |
68,175 |
+1,200 |
| Sep10 |
100519 |
4.538 |
4.559 |
4.355 |
4.382 |
-0.179 |
18,934 |
71,103 |
+1,644 |
| Oct10 |
100519 |
4.610 |
4.636 |
4.450 |
4.480 |
-0.175 |
23,365 |
81,803 |
-253 |
| Nov10 |
100519 |
5.000 |
5.000 |
4.806 |
4.837 |
-0.166 |
5,056 |
20,739 |
+1,021 |
| Dec10 |
100519 |
5.335 |
5.375 |
5.189 |
5.219 |
-0.154 |
6,946 |
34,823 |
+1,066 |
| Jan11 |
100519 |
5.588 |
5.588 |
5.410 |
5.438 |
-0.149 |
12,109 |
52,002 |
-333 |
| Feb11 |
100519 |
5.520 |
5.521 |
5.380 |
5.403 |
-0.142 |
1,054 |
17,721 |
-106 |
| Mar11 |
100519 |
5.411 |
5.418 |
5.273 |
5.299 |
-0.136 |
7,980 |
43,848 |
+1,168 |
| Apr11 |
100519 |
5.220 |
5.220 |
5.088 |
5.117 |
-0.118 |
6,963 |
37,296 |
-150 |
| May11 |
100519 |
5.241 |
5.241 |
5.125 |
5.138 |
-0.118 |
1,502 |
22,966 |
+204 |
| Jun11 |
100519 |
5.265 |
5.300 |
5.170 |
5.187 |
-0.115 |
976 |
6,818 |
+39 |
| Jul11 |
100519 |
5.320 |
5.320 |
5.240 |
5.252 |
-0.113 |
325 |
4,866 |
+74 |
| Aug11 |
100519 |
5.395 |
5.395 |
5.288 |
5.305 |
-0.111 |
339 |
5,251 |
+14 |
| Sep11 |
100519 |
5.380 |
5.390 |
5.320 |
5.337 |
-0.110 |
396 |
4,990 |
+71 |
| Total Volume and Open Interest |
298,496 |
883,318 |
+12,584 |
| Brent Crude Oil(ICE) |
| Jul10 |
100519 |
74.05 |
74.50 |
72.72 |
73.69 |
-0.74 |
195,865 |
219,225 |
-3,100 |
| Aug10 |
100519 |
75.00 |
75.37 |
73.57 |
74.52 |
-0.84 |
61,053 |
104,549 |
+1,225 |
| Sep10 |
100519 |
75.62 |
76.05 |
74.25 |
75.17 |
-0.94 |
25,867 |
69,450 |
-2,611 |
| Oct10 |
100519 |
75.94 |
76.55 |
74.78 |
75.72 |
-0.99 |
12,691 |
28,296 |
-346 |
| Nov10 |
100519 |
76.49 |
77.11 |
75.25 |
76.24 |
-1.01 |
9,000 |
21,077 |
-394 |
| Dec10 |
100519 |
77.00 |
77.57 |
75.70 |
76.72 |
-1.03 |
29,394 |
103,202 |
-504 |
| Jan11 |
100519 |
77.22 |
77.79 |
76.25 |
77.15 |
-1.04 |
2,019 |
19,684 |
-1,303 |
| Feb11 |
100519 |
77.80 |
78.20 |
76.67 |
77.57 |
-1.05 |
1,060 |
11,425 |
-117 |
| Mar11 |
100519 |
78.23 |
78.62 |
77.09 |
77.98 |
-1.06 |
513 |
7,948 |
+250 |
| Apr11 |
100519 |
78.36 |
78.36 |
78.36 |
78.36 |
-1.08 |
200 |
5,006 |
+22 |
| May11 |
100519 |
78.72 |
78.72 |
78.72 |
78.72 |
-1.10 |
245 |
12,944 |
-57 |
| Jun11 |
100519 |
79.40 |
79.46 |
78.22 |
79.06 |
-1.12 |
1,743 |
17,089 |
+365 |
| Jul11 |
100519 |
79.36 |
79.36 |
79.36 |
79.36 |
-1.16 |
433 |
3,390 |
+85 |
| Aug11 |
100519 |
79.63 |
79.63 |
79.63 |
79.63 |
-1.17 |
215 |
2,320 |
+174 |
| Total Volume and Open Interest |
348,286 |
723,591 |
-6,803 |
| Gas Oil(ICE) |
| Jun10 |
100519 |
623.00 |
627.50 |
614.00 |
617.75 |
-20.50 |
86,600 |
104,893 |
-552 |
| Jul10 |
100519 |
627.25 |
631.50 |
617.75 |
621.75 |
-20.75 |
76,561 |
85,857 |
+6,769 |
| Aug10 |
100519 |
632.25 |
636.75 |
623.25 |
627.00 |
-21.25 |
18,465 |
32,890 |
-439 |
| Sep10 |
100519 |
637.50 |
642.75 |
629.50 |
633.00 |
-21.50 |
8,059 |
35,113 |
-244 |
| Oct10 |
100519 |
643.75 |
648.25 |
635.00 |
638.50 |
-21.50 |
4,404 |
30,492 |
+548 |
| Nov10 |
100519 |
649.75 |
651.25 |
640.00 |
643.50 |
-21.75 |
1,853 |
23,009 |
+463 |
| Dec10 |
100519 |
653.75 |
657.50 |
645.00 |
648.50 |
-21.75 |
11,004 |
94,183 |
+1,669 |
| Jan11 |
100519 |
660.50 |
661.25 |
653.25 |
654.25 |
-21.75 |
1,466 |
25,864 |
+623 |
| Feb11 |
100519 |
664.25 |
665.50 |
659.00 |
659.00 |
-21.75 |
771 |
13,445 |
+381 |
| Mar11 |
100519 |
668.25 |
668.75 |
663.00 |
663.25 |
-21.50 |
235 |
8,852 |
+28 |
| Total Volume and Open Interest |
213,366 |
536,739 |
+10,292 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100519 |
1.618 |
1.618 |
1.590 |
1.605 |
-0.001 |
55 |
774 |
-62 |
| Jul10 |
100519 |
1.625 |
1.625 |
1.601 |
1.609 |
-0.010 |
77 |
1,176 |
-34 |
| Aug10 |
100519 |
1.618 |
1.621 |
1.612 |
1.619 |
-0.011 |
3 |
959 |
-1 |
| Sep10 |
100519 |
1.616 |
1.618 |
1.615 |
1.615 |
-0.012 |
30 |
846 |
+3 |
| Oct10 |
100519 |
1.620 |
1.620 |
1.615 |
1.617 |
-0.008 |
15 |
890 |
+3 |
| Nov10 |
100519 |
1.624 |
1.624 |
1.620 |
1.623 |
-0.009 |
46 |
749 |
+14 |
| Dec10 |
100519 |
1.635 |
1.635 |
1.630 |
1.630 |
-0.014 |
105 |
1,412 |
+69 |
| Total Volume and Open Interest |
509 |
9,268 |
+75 |
| US Dollar Index(ICE) |
| Jun10 |
100519 |
87.595 |
87.625 |
86.235 |
86.540 |
-0.775 |
27,760 |
36,500 |
-1,551 |
| Sep10 |
100519 |
87.760 |
87.925 |
86.810 |
86.870 |
-0.775 |
93 |
2,386 |
+49 |
| Dec10 |
100519 |
87.130 |
87.130 |
87.130 |
87.130 |
-0.775 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
27,853 |
38,901 |
-1,502 |
| Australian Dollar(CME) |
| Jun10 |
100519 |
85.90 |
86.13 |
83.31 |
83.96 |
-2.20 |
152,846 |
107,771 |
+2,888 |
| Sep10 |
100519 |
84.98 |
85.16 |
82.47 |
83.09 |
-2.17 |
802 |
6,405 |
+62 |
| Dec10 |
100519 |
82.50 |
84.38 |
82.26 |
82.26 |
-2.12 |
2 |
18 |
+1 |
| Total Volume and Open Interest |
153,650 |
114,196 |
+2,951 |
| British Pound(CME) |
| Jun10 |
100519 |
142.88 |
144.50 |
142.36 |
143.97 |
+0.76 |
154,142 |
143,173 |
+1,383 |
| Sep10 |
100519 |
142.96 |
144.42 |
142.37 |
143.97 |
+0.77 |
968 |
7,658 |
+104 |
| Dec10 |
100519 |
143.99 |
143.99 |
143.22 |
143.99 |
+0.77 |
2 |
37 |
+1 |
| Total Volume and Open Interest |
155,112 |
150,869 |
+1,488 |
| Canadian Dollar(CME) |
| Jun10 |
100519 |
96.12 |
96.27 |
94.84 |
95.44 |
-0.68 |
101,380 |
114,123 |
-2,220 |
| Sep10 |
100519 |
96.05 |
96.20 |
94.85 |
95.40 |
-0.68 |
1,207 |
7,508 |
+500 |
| Dec10 |
100519 |
95.97 |
95.97 |
94.75 |
95.31 |
-0.66 |
61 |
1,313 |
-5 |
| Mar11 |
100519 |
95.50 |
95.80 |
94.87 |
95.16 |
-0.64 |
3 |
234 |
+2 |
| Total Volume and Open Interest |
102,651 |
123,261 |
-1,723 |
| Japanese Yen(CME) |
| Jun10 |
100519 |
108.73 |
109.98 |
108.40 |
109.25 |
+0.85 |
133,258 |
137,709 |
-1,524 |
| Sep10 |
100519 |
108.76 |
110.05 |
108.54 |
109.40 |
+0.86 |
231 |
3,911 |
+58 |
| Dec10 |
100519 |
109.43 |
110.09 |
108.73 |
109.60 |
+0.87 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
133,489 |
141,736 |
-1,466 |
| Swiss Franc(CME) |
| Jun10 |
100519 |
87.00 |
87.63 |
86.36 |
86.69 |
-0.51 |
58,588 |
45,871 |
-3,075 |
| Sep10 |
100519 |
87.06 |
87.83 |
86.63 |
86.90 |
-0.46 |
47 |
930 |
+2 |
| Dec10 |
100519 |
87.13 |
87.59 |
87.13 |
87.13 |
-0.46 |
2 |
16 |
-2 |
| Total Volume and Open Interest |
58,637 |
46,817 |
-3,075 |
| EuroFX(CME) |
| Jun10 |
100519 |
121.72 |
124.25 |
121.40 |
123.76 |
+1.69 |
491,594 |
291,745 |
+4,831 |
| Sep10 |
100519 |
121.79 |
124.30 |
121.52 |
123.84 |
+1.69 |
4,503 |
10,826 |
+911 |
| Dec10 |
100519 |
121.75 |
124.10 |
121.75 |
123.94 |
+1.70 |
210 |
370 |
+79 |
| Total Volume and Open Interest |
496,312 |
302,990 |
+5,819 |
| Mexican Peso(CME) |
| Jun10 |
100519 |
780.0 |
783.5 |
768.2 |
774.5 |
-5.5 |
43,805 |
91,625 |
-3,874 |
| Jul10 |
100519 |
772.8 |
778.0 |
772.8 |
772.8 |
-5.2 |
|
|
|
| Total Volume and Open Interest |
43,837 |
92,266 |
-3,880 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100519 |
122~230 |
123~050 |
122~200 |
122~250 |
+0~030 |
|
|
|
| Sep10 |
100519 |
122~150 |
123~000 |
121~280 |
122~080 |
+0~040 |
10,037 |
27,441 |
+3,314 |
| Dec10 |
100519 |
121~100 |
121~100 |
120~250 |
120~290 |
+0~040 |
5 |
56 |
+1 |
| Total Volume and Open Interest |
392,515 |
746,284 |
-14,948 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100519 |
120~125 |
120~220 |
120~010 |
120~080 |
+0~015 |
1,216,411 |
1,769,633 |
-4,505 |
| Sep10 |
100519 |
119~140 |
119~210 |
119~000 |
119~080 |
+0~030 |
15,998 |
69,886 |
+5,024 |
| Dec10 |
100519 |
117~205 |
117~260 |
117~205 |
117~260 |
+0~030 |
4 |
32 |
+0 |
| Total Volume and Open Interest |
1,232,414 |
1,839,557 |
+520 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100519 |
58~085 |
58~085 |
58~085 |
58~085 |
-0~008 |
|
|
|
| Sep10 |
100519 |
116~100 |
116~106 |
116~050 |
116~058 |
-0~014 |
7,076 |
68,247 |
+1,845 |
| Dec10 |
100519 |
115~049 |
115~063 |
115~049 |
115~049 |
-0~014 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
496,024 |
1,071,217 |
-13,620 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100519 |
54~077 |
54~082 |
54~077 |
54~077 |
-0~003 |
|
|
|
| Sep10 |
100519 |
108~119 |
108~123 |
108~102 |
108~108 |
-0~005 |
21,062 |
55,621 |
+10,513 |
| Dec10 |
100519 |
108~061 |
108~066 |
108~061 |
108~061 |
-0~005 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
287,259 |
1,031,677 |
-12,214 |
| Eurodollars(CME) |
| Jun10 |
100519 |
99.385 |
99.400 |
99.350 |
99.390 |
+0.007 |
230,023 |
1,152,038 |
+33,602 |
| Sep10 |
100519 |
99.230 |
99.255 |
99.210 |
99.240 |
unch |
238,071 |
1,041,946 |
-18,209 |
| Dec10 |
100519 |
99.110 |
99.145 |
99.105 |
99.125 |
unch |
252,454 |
1,031,916 |
+5,754 |
| Mar11 |
100519 |
99.010 |
99.035 |
98.990 |
99.005 |
unch |
235,902 |
769,958 |
-5,895 |
| Jun11 |
100519 |
98.820 |
98.840 |
98.785 |
98.805 |
-0.005 |
256,199 |
860,034 |
+10,751 |
| Sep11 |
100519 |
98.595 |
98.620 |
98.555 |
98.570 |
-0.010 |
220,059 |
695,941 |
+365 |
| Dec11 |
100519 |
98.345 |
98.360 |
98.280 |
98.300 |
-0.005 |
162,912 |
517,920 |
-4,130 |
| Mar12 |
100519 |
98.085 |
98.120 |
98.030 |
98.050 |
-0.005 |
133,305 |
362,642 |
+4,380 |
| Jun12 |
100519 |
97.845 |
97.860 |
97.760 |
97.785 |
unch |
58,540 |
235,104 |
+497 |
| Sep12 |
100519 |
97.575 |
97.590 |
97.500 |
97.520 |
+0.005 |
35,942 |
184,239 |
-1,308 |
| Dec12 |
100519 |
97.305 |
97.330 |
97.235 |
97.260 |
+0.010 |
38,427 |
150,349 |
+262 |
| Mar13 |
100519 |
97.090 |
97.115 |
97.020 |
97.045 |
+0.015 |
32,162 |
137,656 |
-312 |
| Jun13 |
100519 |
96.870 |
96.890 |
96.795 |
96.820 |
+0.015 |
11,113 |
82,330 |
+194 |
| Sep13 |
100519 |
96.660 |
96.675 |
96.585 |
96.610 |
+0.015 |
8,882 |
70,191 |
+117 |
| Dec13 |
100519 |
96.460 |
96.460 |
96.370 |
96.400 |
+0.020 |
7,101 |
41,181 |
+11 |
| Mar14 |
100519 |
96.275 |
96.290 |
96.200 |
96.230 |
+0.020 |
6,069 |
36,499 |
-666 |
| Jun14 |
100519 |
96.105 |
96.115 |
96.030 |
96.060 |
+0.020 |
3,424 |
31,471 |
-240 |
| Sep14 |
100519 |
95.955 |
95.965 |
95.880 |
95.910 |
+0.025 |
2,825 |
23,338 |
+265 |
| Total Volume and Open Interest |
1,951,848 |
7,567,157 |
-37,793 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100519 |
99.790 |
99.795 |
99.790 |
99.793 |
unch |
2,052 |
65,469 |
-388 |
| Jun10 |
100519 |
99.780 |
99.785 |
99.775 |
99.780 |
-0.005 |
2,502 |
67,979 |
-73 |
| Jul10 |
100519 |
99.770 |
99.770 |
99.760 |
99.770 |
unch |
3,557 |
56,679 |
+2 |
| Aug10 |
100519 |
99.755 |
99.765 |
99.750 |
99.755 |
-0.005 |
6,365 |
80,122 |
-1,506 |
| Sep10 |
100519 |
99.745 |
99.750 |
99.740 |
99.740 |
-0.005 |
4,454 |
46,766 |
+182 |
| Oct10 |
100519 |
99.725 |
99.725 |
99.720 |
99.720 |
-0.005 |
8,536 |
74,163 |
+1,054 |
| Total Volume and Open Interest |
66,270 |
640,052 |
+8,767 |
| 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 |
100519 |
99.622 |
99.622 |
99.622 |
99.622 |
unch |
50 |
3,048 |
-33 |
| Sep10 |
100519 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
0 |
1,031 |
+0 |
| Dec10 |
100519 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
0 |
342 |
+0 |
| Mar11 |
100519 |
99.643 |
99.643 |
99.643 |
99.643 |
unch |
0 |
167 |
+0 |
| Jun11 |
100519 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
| Sep11 |
100519 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Dec11 |
100519 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
| Mar12 |
100519 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
| Jun12 |
100519 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Sep12 |
100519 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
| Total Volume and Open Interest |
50 |
4,588 |
-33 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100519 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
259 |
5,897 |
-45 |
| Sep10 |
100519 |
99.64 |
99.65 |
99.64 |
99.65 |
unch |
200 |
3,101 |
+200 |
| Dec10 |
100519 |
99.64 |
99.65 |
99.64 |
99.65 |
unch |
100 |
1,661 |
-100 |
| Mar11 |
100519 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,707 |
+0 |
| Jun11 |
100519 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
102 |
+0 |
| Sep11 |
100519 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
53 |
+0 |
| Dec11 |
100519 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
102 |
+0 |
| Mar12 |
100519 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
559 |
13,994 |
+235 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100519 |
139.84 |
140.17 |
139.82 |
140.13 |
+0.28 |
1,807 |
21,093 |
+913 |
| Sep10 |
100519 |
139.70 |
139.70 |
139.70 |
139.70 |
+0.28 |
26 |
34 |
-2 |
| Dec10 |
100519 |
137.61 |
137.61 |
137.61 |
137.61 |
+0.28 |
|
|
|
| Total Volume and Open Interest |
1,833 |
21,127 |
+462 |
| Euro-Bund(EUREX) |
| Jun10 |
100519 |
127.72 |
127.84 |
127.04 |
127.47 |
+0.61 |
745,267 |
1,045,369 |
-58,368 |
| Sep10 |
100519 |
127.24 |
127.24 |
126.40 |
126.84 |
+0.57 |
1,692 |
15,848 |
+771 |
| Dec10 |
100519 |
125.47 |
125.47 |
125.47 |
125.47 |
+0.71 |
249 |
3 |
+0 |
| Total Volume and Open Interest |
747,208 |
1,061,220 |
-57,597 |
| Euro-Bobl(EUREX) |
| Jun10 |
100519 |
120.22 |
120.29 |
119.88 |
120.12 |
+0.28 |
422,833 |
791,537 |
-2,004 |
| Sep10 |
100519 |
119.75 |
119.83 |
119.52 |
119.73 |
+0.22 |
2,024 |
20,113 |
+571 |
| Dec10 |
100519 |
119.52 |
119.52 |
119.52 |
119.52 |
+0.28 |
60 |
0 |
+0 |
| Total Volume and Open Interest |
424,917 |
811,650 |
+4,874 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100519 |
99.230 |
99.235 |
99.220 |
99.220 |
-0.025 |
603 |
6,473 |
+423 |
| Sep10 |
100519 |
99.130 |
99.130 |
99.110 |
99.110 |
-0.030 |
998 |
2,803 |
-120 |
| Dec10 |
100519 |
99.075 |
99.075 |
99.050 |
99.050 |
-0.030 |
24 |
1,826 |
-10 |
| Total Volume and Open Interest |
2,444 |
17,936 |
+355 |
| Long Gilt(LIFFE) |
| Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
| Sep10 |
100519 |
117~04 |
117~21 |
117~04 |
117~14 |
+0~28 |
340 |
1,787 |
+322 |
| Total Volume and Open Interest |
81,501 |
307,393 |
+3,387 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100519 |
99.23 |
99.26 |
99.23 |
99.25 |
-0.01 |
36,305 |
320,637 |
-5,230 |
| Sep10 |
100519 |
99.08 |
99.11 |
99.07 |
99.11 |
unch |
71,165 |
401,498 |
-7,809 |
| Dec10 |
100519 |
98.95 |
98.97 |
98.92 |
98.97 |
+0.01 |
57,527 |
375,093 |
-1,766 |
| Mar11 |
100519 |
98.83 |
98.87 |
98.79 |
98.86 |
+0.04 |
75,646 |
238,261 |
+4,773 |
| Jun11 |
100519 |
98.65 |
98.72 |
98.61 |
98.70 |
+0.07 |
73,143 |
326,129 |
+5,778 |
| Sep11 |
100519 |
98.45 |
98.51 |
98.39 |
98.49 |
+0.08 |
67,395 |
231,044 |
+7,539 |
| Total Volume and Open Interest |
581,366 |
2,383,445 |
+5,940 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100519 |
99.215 |
99.240 |
99.195 |
99.220 |
-0.025 |
174,139 |
864,693 |
-24,276 |
| Sep10 |
100519 |
99.110 |
99.145 |
99.090 |
99.110 |
-0.030 |
175,467 |
741,049 |
-20,214 |
| Dec10 |
100519 |
99.065 |
99.080 |
99.040 |
99.050 |
-0.030 |
171,065 |
515,812 |
-7,792 |
| Total Volume and Open Interest |
1,165,972 |
4,091,551 |
-54,028 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100519 |
95.21 |
95.24 |
95.20 |
95.23 |
+0.02 |
15,041 |
255,435 |
+5,226 |
| Sep10 |
100519 |
95.06 |
95.16 |
95.06 |
95.14 |
+0.07 |
28,521 |
242,247 |
+8,467 |
| Dec10 |
100519 |
94.90 |
95.07 |
94.90 |
95.01 |
+0.09 |
18,787 |
134,005 |
+1,505 |
| Mar11 |
100519 |
94.77 |
94.95 |
94.77 |
94.92 |
+0.13 |
7,310 |
58,770 |
-1,960 |
| Jun11 |
100519 |
94.62 |
94.83 |
94.62 |
94.80 |
+0.16 |
5,346 |
45,636 |
-540 |
| Sep11 |
100519 |
94.52 |
94.70 |
94.49 |
94.69 |
+0.17 |
5,885 |
29,916 |
+301 |
| Dec11 |
100519 |
94.43 |
94.63 |
94.40 |
94.62 |
+0.19 |
3,820 |
26,491 |
+1,444 |
| Mar12 |
100519 |
94.37 |
94.59 |
94.37 |
94.59 |
+0.18 |
765 |
14,240 |
+117 |
| Jun12 |
100519 |
94.52 |
94.57 |
94.51 |
94.57 |
+0.17 |
861 |
5,339 |
-500 |
| Sep12 |
100519 |
94.57 |
94.57 |
94.57 |
94.57 |
+0.16 |
2 |
2,755 |
+0 |
| Total Volume and Open Interest |
86,338 |
816,547 |
+14,060 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100519 |
94.49 |
94.64 |
94.48 |
94.57 |
+0.07 |
43,363 |
425,819 |
-5,375 |
| Sep10 |
100519 |
94.57 |
94.57 |
94.57 |
94.57 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
43,363 |
425,819 |
-5,375 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100519 |
95.00 |
95.17 |
94.97 |
95.13 |
+0.12 |
190,829 |
839,404 |
+13,985 |
| Sep10 |
100519 |
95.13 |
95.13 |
95.13 |
95.13 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
190,829 |
839,404 |
+13,985 |
| Gold(CMX) |
| Jun10 |
100519 |
1223.8 |
1228.2 |
1186.6 |
1193.1 |
-21.5 |
166,751 |
313,139 |
+8,537 |
| Aug10 |
100519 |
1226.2 |
1229.7 |
1188.5 |
1194.9 |
-21.5 |
19,939 |
101,429 |
+2,086 |
| Oct10 |
100519 |
1228.7 |
1228.7 |
1190.1 |
1196.6 |
-21.5 |
1,413 |
23,290 |
-56 |
| Dec10 |
100519 |
1227.7 |
1231.6 |
1192.0 |
1198.5 |
-21.4 |
3,896 |
54,037 |
+1,641 |
| Feb11 |
100519 |
1232.0 |
1232.0 |
1199.0 |
1200.4 |
-21.4 |
152 |
18,406 |
+1 |
| Apr11 |
100519 |
1223.7 |
1223.7 |
1197.3 |
1202.3 |
-21.4 |
48 |
14,709 |
-20 |
| Jun11 |
100519 |
565.6 |
565.6 |
544.6 |
549.0 |
-21.5 |
1,063 |
12,679 |
+990 |
| Aug11 |
100519 |
1206.8 |
1206.8 |
1206.8 |
1206.8 |
-21.7 |
0 |
3,858 |
+0 |
| Oct11 |
100519 |
1209.6 |
1209.6 |
1209.6 |
1209.6 |
-21.8 |
2 |
6,724 |
+0 |
| Dec11 |
100519 |
1245.5 |
1245.5 |
1210.0 |
1212.6 |
-21.9 |
646 |
14,696 |
+406 |
| Feb12 |
100519 |
1216.0 |
1216.0 |
1216.0 |
1216.0 |
-22.0 |
0 |
3,960 |
+0 |
| Total Volume and Open Interest |
197,901 |
601,014 |
+14,940 |
| Silver(CMX) |
| May10 |
100519 |
1858.0 |
1858.0 |
1807.5 |
1809.1 |
-76.4 |
564 |
154 |
-94 |
| Jul10 |
100519 |
1901.0 |
1901.0 |
1792.0 |
1811.5 |
-76.4 |
35,218 |
82,973 |
+1,656 |
| Sep10 |
100519 |
1899.0 |
1899.0 |
1800.0 |
1814.6 |
-76.5 |
1,009 |
11,458 |
-18 |
| Dec10 |
100519 |
1885.0 |
1885.0 |
1800.0 |
1819.1 |
-76.7 |
2,514 |
15,194 |
-92 |
| Mar11 |
100519 |
1833.0 |
1833.0 |
1822.7 |
1822.7 |
-77.0 |
107 |
5,658 |
+45 |
| May11 |
100519 |
1835.0 |
1835.0 |
1824.6 |
1824.6 |
-77.2 |
99 |
2,394 |
+30 |
| Jul11 |
100519 |
1822.0 |
1826.6 |
1822.0 |
1826.6 |
-77.3 |
147 |
2,417 |
+73 |
| Total Volume and Open Interest |
40,030 |
128,321 |
+1,677 |
| Platinum(NYMEX) |
| Jul10 |
100519 |
1673.4 |
1680.3 |
1585.5 |
1605.7 |
-84.8 |
5,667 |
33,713 |
+150 |
| Oct10 |
100519 |
1673.6 |
1673.6 |
1595.0 |
1609.6 |
-84.8 |
68 |
1,576 |
+35 |
| Jan11 |
100519 |
1622.0 |
1628.0 |
1611.1 |
1611.1 |
-85.0 |
0 |
289 |
+0 |
| Apr11 |
100519 |
1611.1 |
1611.1 |
1611.1 |
1611.1 |
-85.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,738 |
35,588 |
+186 |
| Palladium(NYMEX) |
| Jun10 |
100519 |
499.50 |
499.50 |
450.30 |
459.70 |
-47.30 |
4,802 |
18,148 |
-789 |
| Sep10 |
100519 |
498.00 |
498.00 |
452.55 |
461.35 |
-47.25 |
1,112 |
5,924 |
+1,014 |
| Dec10 |
100519 |
495.70 |
495.70 |
453.00 |
462.05 |
-47.50 |
14 |
239 |
+2 |
| Total Volume and Open Interest |
5,931 |
24,342 |
+230 |
| Copper(CMX) |
| May10 |
100519 |
298.10 |
299.15 |
292.00 |
295.00 |
-7.25 |
1,011 |
710 |
-303 |
| Jul10 |
100519 |
299.65 |
301.35 |
292.65 |
295.95 |
-7.15 |
46,201 |
85,053 |
+3,902 |
| Sep10 |
100519 |
300.20 |
303.25 |
295.00 |
297.75 |
-7.25 |
2,235 |
20,650 |
+819 |
| Dec10 |
100519 |
302.75 |
304.55 |
296.60 |
299.65 |
-7.20 |
949 |
11,394 |
+79 |
| Mar11 |
100519 |
301.90 |
303.40 |
300.00 |
300.75 |
-7.20 |
301 |
4,905 |
+12 |
| Total Volume and Open Interest |
51,702 |
135,115 |
+4,695 |
| DJIA Index(CBOT) |
| Jun10 |
100519 |
10464 |
10505 |
10305 |
10405 |
-85 |
873 |
12,294 |
+440 |
| Sep10 |
100519 |
10385 |
10400 |
10348 |
10348 |
-85 |
201 |
217 |
+200 |
| Dec10 |
100519 |
10286 |
10371 |
10286 |
10286 |
-85 |
0 |
2 |
+0 |
| Mar11 |
100519 |
10231 |
10316 |
10231 |
10231 |
-85 |
|
|
|
| Total Volume and Open Interest |
1,074 |
12,513 |
+640 |
| S & P 500(CME) |
| Jun10 |
100519 |
1117.90 |
1122.80 |
1099.00 |
1109.90 |
-8.80 |
23,548 |
296,669 |
-71 |
| Sep10 |
100519 |
1109.30 |
1118.00 |
1096.00 |
1105.60 |
-8.90 |
2,737 |
16,583 |
+2,347 |
| Dec10 |
100519 |
1096.50 |
1113.60 |
1095.10 |
1101.20 |
-8.90 |
4 |
4,187 |
-2 |
| Mar11 |
100519 |
1097.30 |
1109.40 |
1090.90 |
1097.30 |
-8.60 |
0 |
477 |
+0 |
| Total Volume and Open Interest |
26,289 |
317,961 |
+2,274 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100519 |
1118.00 |
1122.75 |
1098.75 |
1110.00 |
-8.75 |
3,052,733 |
2,570,497 |
-19,253 |
| Sep10 |
100519 |
1112.50 |
1118.00 |
1094.75 |
1105.50 |
-9.00 |
11,001 |
52,301 |
+2,500 |
| Total Volume and Open Interest |
3,063,782 |
2,625,382 |
-16,749 |
| NASDAQ 100(CME) |
| Jun10 |
100519 |
1877.00 |
1894.00 |
1849.00 |
1868.30 |
-19.70 |
1,203 |
23,037 |
-104 |
| Sep10 |
100519 |
1867.00 |
1868.00 |
1855.00 |
1867.00 |
-19.80 |
246 |
965 |
+738 |
| Dec10 |
100519 |
1864.30 |
1864.30 |
1864.00 |
1864.30 |
-19.70 |
|
|
|
| Total Volume and Open Interest |
1,449 |
24,002 |
+634 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100519 |
1886.30 |
1893.80 |
1849.50 |
1868.30 |
-19.70 |
363,023 |
336,959 |
-3,223 |
| Sep10 |
100519 |
1879.50 |
1890.50 |
1847.80 |
1867.00 |
-19.80 |
245 |
1,903 |
-31 |
| Total Volume and Open Interest |
363,275 |
338,894 |
-3,251 |
| S & P Midcap 400(CME) |
| Jun10 |
100519 |
773.00 |
782.00 |
761.00 |
769.10 |
-9.00 |
631 |
2,287 |
+155 |
| Sep10 |
100519 |
767.20 |
767.60 |
767.20 |
767.20 |
-8.90 |
0 |
1 |
+0 |
| Dec10 |
100519 |
765.20 |
765.20 |
765.20 |
765.20 |
-8.90 |
|
|
|
| Total Volume and Open Interest |
631 |
2,288 |
+155 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100519 |
10125 |
10125 |
10070 |
10125 |
-50 |
|
|
|
| Sep10 |
100519 |
10100 |
10180 |
10100 |
10180 |
-50 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
13,321 |
43,176 |
+292 |
| Nikkei 225(SGX) |
| Jun10 |
100519 |
10340 |
10385 |
10035 |
10135 |
-135 |
168,341 |
179,599 |
+3,501 |
| Sep10 |
100519 |
10300 |
10300 |
10040 |
10130 |
-135 |
723 |
2,863 |
+538 |
| Dec10 |
100519 |
10085 |
10085 |
10085 |
10085 |
-135 |
50 |
1,168 |
+0 |
| Total Volume and Open Interest |
169,115 |
183,886 |
-3,794 |
| CAC 40(EURONEXT) |
| May10 |
100519 |
3507.0 |
3560.0 |
3468.0 |
3494.5 |
-97.5 |
198,415 |
470,161 |
-6,681 |
| Jun10 |
100519 |
3472.5 |
3527.0 |
3437.0 |
3463.0 |
-97.5 |
27,553 |
85,123 |
+15,575 |
| Jul10 |
100519 |
3496.5 |
3496.5 |
3441.5 |
3459.5 |
-99.0 |
4 |
90 |
-7 |
| Total Volume and Open Interest |
225,987 |
556,972 |
+8,893 |
| Hang Seng Index(HKFE) |
| May10 |
100519 |
19475 |
19722 |
19358 |
19362 |
-450 |
90,548 |
77,438 |
+100 |
| Jun10 |
100519 |
19442 |
19687 |
19335 |
19335 |
-441 |
1,424 |
7,144 |
-137 |
| Total Volume and Open Interest |
92,232 |
85,988 |
-35 |
| DAX(EUREX) |
| Jun10 |
100519 |
6083.0 |
6128.0 |
5960.0 |
5987.5 |
-172.5 |
245,918 |
196,644 |
+4,673 |
| Sep10 |
100519 |
6099.0 |
6126.5 |
5970.0 |
5993.0 |
-172.0 |
487 |
10,134 |
+11 |
| Dec10 |
100519 |
6117.5 |
6133.0 |
5981.5 |
5999.5 |
-173.0 |
390 |
1,962 |
+8 |
| Total Volume and Open Interest |
246,795 |
208,740 |
+4,692 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100519 |
5205.00 |
5252.50 |
5121.50 |
5150.00 |
-141.50 |
150,782 |
672,008 |
+6,926 |
| Sep10 |
100519 |
5185.00 |
5200.00 |
5088.50 |
5108.00 |
-140.50 |
150 |
1,611 |
+7 |
| Dec10 |
100519 |
5163.50 |
5177.00 |
5065.00 |
5082.00 |
-141.50 |
112 |
3,177 |
-3 |
| Total Volume and Open Interest |
151,046 |
677,051 |
+6,930 |
| SPI 200(SFE) |
| Jun10 |
100519 |
4501.0 |
4528.0 |
4387.0 |
4389.0 |
-103.0 |
44,054 |
231,681 |
+434 |
| Sep10 |
100519 |
4441.0 |
4441.0 |
4375.0 |
4375.0 |
-103.0 |
341 |
3,189 |
+304 |
| Dec10 |
100519 |
4435.0 |
4435.0 |
4396.0 |
4396.0 |
-104.0 |
0 |
2,590 |
-8 |
| Total Volume and Open Interest |
44,557 |
238,610 |
+730 |
| GSCI(CME) |
| Jun10 |
100519 |
482.00 |
484.50 |
477.00 |
481.70 |
-4.80 |
847 |
17,189 |
+478 |
| Jul10 |
100519 |
489.00 |
493.05 |
482.00 |
487.50 |
-5.50 |
|
|
|
| Aug10 |
100519 |
492.20 |
492.50 |
485.00 |
490.50 |
-6.00 |
|
|
|
| Total Volume and Open Interest |
847 |
17,189 |
-6,020 |
| Reuters CCI(ICE) |
| Jun10 |
100519 |
253.60 |
255.50 |
253.60 |
253.60 |
-1.90 |
|
|
|
| Total Volume and Open Interest |
5 |
6 |
+5 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|