|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu May 20, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100520 |
941.50 |
947.75 |
931.00 |
944.00 |
+5.50 |
59,875 |
233,900 |
+5,845 |
| Aug10 |
100520 |
933.75 |
939.00 |
921.75 |
935.00 |
+4.50 |
3,350 |
17,333 |
+184 |
| Sep10 |
100520 |
917.50 |
921.25 |
903.50 |
917.00 |
+4.50 |
1,116 |
13,266 |
-134 |
| Nov10 |
100520 |
907.50 |
915.00 |
893.00 |
908.00 |
+2.25 |
18,438 |
155,211 |
-611 |
| Jan11 |
100520 |
915.75 |
921.00 |
902.00 |
917.00 |
+2.00 |
1,174 |
11,192 |
+469 |
| Mar11 |
100520 |
917.75 |
925.00 |
911.75 |
924.75 |
+2.25 |
1,063 |
5,230 |
-141 |
| May11 |
100520 |
929.75 |
935.00 |
917.25 |
930.00 |
+2.25 |
731 |
4,681 |
+91 |
| Total Volume and Open Interest |
87,899 |
460,112 |
+6,401 |
| Soybean Meal(CBOT) |
| Jul10 |
100520 |
273.40 |
276.50 |
270.80 |
276.20 |
+2.80 |
23,256 |
92,748 |
-2,543 |
| Aug10 |
100520 |
270.30 |
271.50 |
265.70 |
271.10 |
+2.30 |
1,816 |
15,881 |
+178 |
| Sep10 |
100520 |
263.10 |
264.30 |
258.80 |
263.80 |
+1.70 |
757 |
11,886 |
-101 |
| Oct10 |
100520 |
254.20 |
256.00 |
250.50 |
255.00 |
+1.80 |
446 |
7,993 |
-18 |
| Dec10 |
100520 |
252.30 |
255.20 |
248.90 |
253.50 |
+1.50 |
4,532 |
34,982 |
+313 |
| Jan11 |
100520 |
253.10 |
255.00 |
250.00 |
254.20 |
+1.50 |
100 |
4,432 |
-48 |
| Mar11 |
100520 |
257.00 |
257.00 |
251.80 |
255.80 |
+1.50 |
130 |
3,858 |
-30 |
| May11 |
100520 |
255.00 |
256.60 |
252.50 |
256.60 |
+1.60 |
72 |
1,601 |
-14 |
| Total Volume and Open Interest |
31,202 |
176,145 |
-2,234 |
| Soybean Oil(CBOT) |
| Jul10 |
100520 |
37.52 |
37.58 |
36.91 |
37.39 |
-0.11 |
32,746 |
175,172 |
+2,211 |
| Aug10 |
100520 |
37.72 |
37.74 |
37.14 |
37.61 |
-0.11 |
7,146 |
23,703 |
+369 |
| Sep10 |
100520 |
37.91 |
37.98 |
37.32 |
37.80 |
-0.11 |
2,509 |
14,745 |
-112 |
| Oct10 |
100520 |
37.90 |
38.11 |
37.50 |
37.97 |
-0.12 |
1,214 |
11,635 |
-141 |
| Dec10 |
100520 |
38.40 |
38.55 |
37.85 |
38.33 |
-0.13 |
4,237 |
64,988 |
+882 |
| Jan11 |
100520 |
38.75 |
38.75 |
38.14 |
38.62 |
-0.13 |
31 |
3,720 |
-2 |
| Mar11 |
100520 |
38.76 |
39.05 |
38.54 |
38.92 |
-0.13 |
12 |
1,767 |
+1 |
| May11 |
100520 |
38.80 |
39.17 |
38.72 |
39.17 |
-0.11 |
8 |
1,425 |
+2 |
| Total Volume and Open Interest |
48,076 |
299,700 |
+3,267 |
| Canola(WCE) |
| May10 |
100514 |
379.9 |
379.9 |
379.9 |
379.9 |
+1.2 |
3 |
0 |
+0 |
| Jul10 |
100520 |
378.4 |
379.7 |
375.2 |
379.0 |
+3.4 |
4,864 |
92,913 |
-1,312 |
| Nov10 |
100520 |
384.0 |
385.9 |
381.1 |
383.6 |
+0.3 |
1,613 |
35,578 |
+286 |
| Jan11 |
100520 |
388.2 |
389.0 |
385.7 |
388.7 |
unch |
134 |
3,035 |
+26 |
| Mar11 |
100520 |
392.1 |
393.4 |
390.6 |
393.4 |
-0.1 |
73 |
1,983 |
+60 |
| Total Volume and Open Interest |
6,746 |
135,216 |
-932 |
| Corn(CBOT) |
| Jul10 |
100520 |
360.00 |
363.00 |
354.25 |
362.00 |
+2.75 |
104,868 |
517,454 |
-6,503 |
| Sep10 |
100520 |
368.50 |
370.75 |
362.75 |
369.50 |
+1.50 |
18,717 |
162,347 |
+1,129 |
| Dec10 |
100520 |
378.75 |
380.00 |
372.25 |
378.50 |
+0.50 |
34,703 |
373,800 |
+3,084 |
| Mar11 |
100520 |
390.50 |
398.25 |
384.75 |
390.75 |
+0.25 |
1,878 |
52,775 |
-34 |
| May11 |
100520 |
399.25 |
399.50 |
393.00 |
399.00 |
unch |
433 |
9,116 |
-97 |
| Jul11 |
100520 |
407.00 |
407.00 |
400.00 |
406.25 |
+0.25 |
906 |
29,723 |
+124 |
| Total Volume and Open Interest |
163,255 |
1,211,345 |
-1,982 |
| Wheat(CBOT) |
| Jul10 |
100520 |
470.50 |
472.25 |
461.25 |
469.75 |
+0.50 |
32,717 |
245,051 |
+943 |
| Sep10 |
100520 |
487.50 |
489.50 |
479.00 |
486.75 |
unch |
8,208 |
78,858 |
+1,159 |
| Dec10 |
100520 |
518.50 |
519.75 |
509.00 |
517.00 |
unch |
10,777 |
72,175 |
-274 |
| Mar11 |
100520 |
548.50 |
548.50 |
539.00 |
545.75 |
-0.25 |
3,002 |
25,255 |
+1,469 |
| May11 |
100520 |
557.25 |
561.50 |
554.00 |
561.25 |
-0.25 |
780 |
7,441 |
+495 |
| Total Volume and Open Interest |
59,073 |
467,387 |
+4,994 |
| Wheat(KCBT) |
| Jul10 |
100520 |
492.00 |
494.50 |
484.00 |
492.50 |
+1.00 |
8,326 |
63,100 |
+122 |
| Sep10 |
100520 |
504.00 |
505.00 |
496.00 |
504.00 |
+0.75 |
1,061 |
18,806 |
+192 |
| Dec10 |
100520 |
521.00 |
523.25 |
513.50 |
521.75 |
+0.75 |
3,476 |
42,979 |
-1,421 |
| Mar11 |
100520 |
538.25 |
541.50 |
532.25 |
539.50 |
+0.75 |
1,993 |
14,209 |
+595 |
| May11 |
100520 |
550.50 |
551.50 |
546.00 |
551.50 |
+0.75 |
1,151 |
5,206 |
+594 |
| Total Volume and Open Interest |
17,368 |
157,556 |
+885 |
| Wheat(MGE) |
| May10 |
100514 |
507.50 |
507.50 |
507.50 |
507.50 |
-5.75 |
11 |
13 |
-4 |
| Jul10 |
100520 |
512.00 |
516.00 |
507.00 |
514.75 |
+3.00 |
2,293 |
17,825 |
+160 |
| Sep10 |
100520 |
525.50 |
527.50 |
518.50 |
526.50 |
+3.75 |
325 |
8,926 |
+103 |
| Dec10 |
100520 |
543.00 |
544.25 |
536.00 |
543.25 |
+3.25 |
442 |
9,085 |
+267 |
| Mar11 |
100520 |
560.00 |
560.50 |
553.25 |
560.50 |
+3.75 |
332 |
2,199 |
+118 |
| Total Volume and Open Interest |
3,903 |
42,837 |
+968 |
| Oats(CBOT) |
| Jul10 |
100520 |
197.75 |
197.75 |
191.25 |
194.00 |
-1.25 |
228 |
12,236 |
-48 |
| Sep10 |
100520 |
203.25 |
203.25 |
200.25 |
201.75 |
-1.25 |
42 |
1,317 |
+8 |
| Dec10 |
100520 |
216.00 |
216.00 |
210.75 |
212.75 |
-1.25 |
38 |
3,540 |
+14 |
| Mar11 |
100520 |
224.25 |
225.50 |
224.25 |
224.25 |
-1.25 |
1 |
78 |
+1 |
| Total Volume and Open Interest |
309 |
17,171 |
-25 |
| Rough Rice(CBOT) |
| May10 |
100517 |
11.60 |
11.60 |
11.60 |
11.60 |
unch |
4 |
4 |
-1 |
| Jul10 |
100520 |
11.95 |
12.14 |
11.90 |
12.02 |
+0.12 |
562 |
8,752 |
-45 |
| Sep10 |
100520 |
11.50 |
11.57 |
11.46 |
11.53 |
+0.08 |
92 |
3,505 |
+22 |
| Nov10 |
100520 |
11.71 |
11.73 |
11.60 |
11.65 |
+0.01 |
171 |
1,956 |
+97 |
| Total Volume and Open Interest |
841 |
15,501 |
+68 |
| Live Cattle(CME) |
| Jun10 |
100520 |
92.650 |
92.680 |
90.500 |
91.450 |
-0.980 |
16,968 |
70,959 |
-5,382 |
| Aug10 |
100520 |
91.650 |
91.750 |
89.700 |
90.480 |
-1.055 |
13,517 |
142,370 |
+309 |
| Oct10 |
100520 |
92.700 |
92.700 |
90.500 |
91.535 |
-1.165 |
6,139 |
74,952 |
-66 |
| Dec10 |
100520 |
94.730 |
94.730 |
92.480 |
93.385 |
-1.315 |
1,741 |
41,756 |
-165 |
| Feb11 |
100520 |
96.250 |
96.250 |
93.900 |
94.750 |
-1.400 |
996 |
19,281 |
-7 |
| Apr11 |
100520 |
96.900 |
97.250 |
95.000 |
95.900 |
-1.235 |
1,867 |
8,679 |
+17 |
| Total Volume and Open Interest |
41,317 |
361,152 |
-5,249 |
| Feeder Cattle(CME) |
| May10 |
100520 |
110.250 |
110.700 |
108.100 |
108.800 |
-1.550 |
891 |
3,632 |
-405 |
| Aug10 |
100520 |
112.550 |
112.950 |
109.680 |
110.430 |
-2.150 |
2,382 |
25,230 |
+25 |
| Sep10 |
100520 |
112.600 |
112.750 |
109.600 |
110.100 |
-2.150 |
216 |
5,392 |
+13 |
| Oct10 |
100520 |
112.400 |
112.500 |
109.250 |
110.200 |
-2.050 |
133 |
2,773 |
+34 |
| Nov10 |
100520 |
111.785 |
111.785 |
108.800 |
109.800 |
-1.835 |
52 |
1,256 |
+0 |
| Jan11 |
100520 |
108.750 |
108.750 |
107.830 |
108.100 |
-1.900 |
5 |
452 |
+2 |
| Mar11 |
100520 |
107.250 |
107.250 |
107.250 |
107.250 |
-2.150 |
1 |
55 |
+0 |
| Total Volume and Open Interest |
3,680 |
38,797 |
-331 |
| Lean Hogs(CME) |
| Jun10 |
100520 |
81.980 |
82.100 |
79.900 |
80.250 |
-1.785 |
13,817 |
34,452 |
-2,518 |
| Jul10 |
100520 |
82.750 |
83.000 |
81.400 |
81.885 |
-1.095 |
9,979 |
63,964 |
+1,564 |
| Aug10 |
100520 |
82.650 |
82.730 |
81.550 |
82.100 |
-0.700 |
4,000 |
47,168 |
+109 |
| Oct10 |
100520 |
73.975 |
74.100 |
72.830 |
73.700 |
-0.650 |
1,809 |
37,403 |
+350 |
| Dec10 |
100520 |
70.430 |
70.500 |
69.035 |
69.450 |
-1.100 |
1,151 |
22,154 |
-77 |
| Feb11 |
100520 |
70.950 |
70.950 |
69.225 |
70.580 |
-0.395 |
273 |
6,777 |
+40 |
| Apr11 |
100520 |
71.250 |
71.300 |
70.500 |
71.100 |
-0.600 |
43 |
3,208 |
+11 |
| May11 |
100520 |
74.300 |
74.300 |
74.300 |
74.300 |
-0.600 |
1 |
134 |
+1 |
| Total Volume and Open Interest |
31,073 |
216,089 |
-520 |
| Pork Bellies(CME) |
| May10 |
100520 |
106.000 |
108.000 |
106.000 |
108.000 |
+2.750 |
3 |
28 |
+0 |
| Jul10 |
100520 |
101.000 |
101.500 |
99.500 |
99.500 |
-1.450 |
11 |
142 |
-5 |
| Aug10 |
100520 |
97.500 |
97.500 |
97.500 |
97.500 |
-0.250 |
1 |
25 |
+0 |
| Feb11 |
100520 |
100.250 |
100.250 |
100.250 |
100.250 |
-0.300 |
0 |
3 |
+0 |
| Mar11 |
100520 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15 |
199 |
-5 |
| Class III Milk(CME) |
| May10 |
100520 |
13.40 |
13.40 |
13.36 |
13.38 |
+0.02 |
100 |
4,616 |
-75 |
| Jun10 |
100520 |
13.74 |
13.89 |
13.71 |
13.83 |
+0.08 |
316 |
4,576 |
-37 |
| Jul10 |
100520 |
14.15 |
14.18 |
13.95 |
14.07 |
-0.02 |
561 |
4,186 |
+188 |
| Aug10 |
100520 |
14.71 |
14.73 |
14.45 |
14.54 |
-0.07 |
278 |
3,433 |
+31 |
| Sep10 |
100520 |
14.84 |
14.95 |
14.73 |
14.76 |
-0.09 |
188 |
3,247 |
+50 |
| Total Volume and Open Interest |
1,848 |
29,233 |
+372 |
| Cocoa(ICE) |
| Jul10 |
100520 |
2830 |
2852 |
2790 |
2839 |
+9 |
10,300 |
53,044 |
-1,114 |
| Sep10 |
100520 |
2863 |
2875 |
2820 |
2863 |
+7 |
2,771 |
27,219 |
-348 |
| Dec10 |
100520 |
2885 |
2894 |
2847 |
2892 |
+7 |
729 |
16,386 |
-11 |
| Mar11 |
100520 |
2925 |
2925 |
2875 |
2917 |
+5 |
150 |
16,264 |
+39 |
| May11 |
100520 |
2930 |
2930 |
2930 |
2930 |
+5 |
40 |
6,421 |
+29 |
| Jul11 |
100520 |
2938 |
2938 |
2938 |
2938 |
+5 |
15 |
2,961 |
+5 |
| Sep11 |
100520 |
2946 |
2946 |
2946 |
2946 |
+5 |
14 |
1,146 |
-8 |
| Total Volume and Open Interest |
14,035 |
127,954 |
-1,416 |
| Coffee "C"(ICE) |
| May10 |
100518 |
132.45 |
137.50 |
132.45 |
136.25 |
+1.70 |
10 |
18 |
-12 |
| Jul10 |
100520 |
132.80 |
133.20 |
130.25 |
131.65 |
-0.85 |
9,791 |
71,648 |
-2,741 |
| Sep10 |
100520 |
134.20 |
134.45 |
131.60 |
132.95 |
-0.85 |
3,975 |
28,302 |
-638 |
| Dec10 |
100520 |
135.85 |
135.85 |
133.25 |
134.55 |
-0.75 |
3,507 |
18,666 |
-499 |
| Mar11 |
100520 |
136.00 |
136.85 |
134.45 |
135.65 |
-0.70 |
2,834 |
7,611 |
+4 |
| May11 |
100520 |
135.55 |
136.20 |
134.80 |
136.00 |
-0.50 |
767 |
4,156 |
-140 |
| Total Volume and Open Interest |
21,570 |
133,669 |
-4,094 |
| Orange Juice(ICE) |
| Jul10 |
100520 |
146.15 |
147.00 |
144.10 |
145.25 |
-1.05 |
794 |
20,220 |
+418 |
| Sep10 |
100520 |
147.15 |
147.15 |
144.40 |
145.45 |
-1.35 |
109 |
6,783 |
+14 |
| Nov10 |
100520 |
147.70 |
147.70 |
144.50 |
145.85 |
-1.40 |
121 |
1,663 |
+81 |
| Jan11 |
100520 |
146.50 |
147.00 |
146.45 |
146.45 |
-1.25 |
0 |
815 |
+0 |
| Mar11 |
100520 |
146.95 |
146.95 |
146.95 |
146.95 |
-1.45 |
0 |
169 |
+0 |
| May11 |
100520 |
147.10 |
147.10 |
147.10 |
147.10 |
-1.30 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
1,024 |
30,003 |
+513 |
| Sugar #11(ICE) |
| Jul10 |
100520 |
15.05 |
15.25 |
14.75 |
14.99 |
+0.06 |
56,437 |
286,319 |
+844 |
| Oct10 |
100520 |
15.34 |
15.59 |
15.12 |
15.34 |
unch |
30,373 |
171,002 |
+4,188 |
| Mar11 |
100520 |
16.01 |
16.29 |
15.82 |
16.07 |
-0.04 |
17,634 |
86,508 |
+5,222 |
| May11 |
100520 |
16.00 |
16.12 |
15.70 |
15.95 |
-0.07 |
3,123 |
24,841 |
+15 |
| Jul11 |
100520 |
16.00 |
16.12 |
15.67 |
15.97 |
-0.08 |
3,246 |
30,370 |
+1,220 |
| Total Volume and Open Interest |
115,344 |
665,694 |
+12,034 |
| London Cocoa(LCE) |
| Jul10 |
100513 |
2282 |
2291 |
2252 |
2256 |
-31 |
28,703 |
59,743 |
+5,567 |
| Sep10 |
100520 |
2227 |
2253 |
2219 |
2237 |
+6 |
4,859 |
35,076 |
+1,729 |
| Dec10 |
100520 |
2183 |
2200 |
2172 |
2186 |
+3 |
790 |
21,907 |
+42 |
| Mar11 |
100520 |
2163 |
2180 |
2155 |
2167 |
unch |
1,137 |
21,288 |
+335 |
| May11 |
100520 |
2166 |
2173 |
2154 |
2168 |
unch |
27 |
4,672 |
+10 |
| Jul11 |
100520 |
2160 |
2169 |
2160 |
2169 |
-1 |
0 |
929 |
+0 |
| Sep11 |
100520 |
2171 |
2171 |
2171 |
2171 |
unch |
0 |
1,843 |
+0 |
| Total Volume and Open Interest |
14,440 |
155,993 |
+4,006 |
| London Sugar(LCE) |
| Aug10 |
100520 |
493.40 |
499.00 |
488.70 |
489.70 |
+2.50 |
3,334 |
31,692 |
-305 |
| Oct10 |
100520 |
447.30 |
454.70 |
444.70 |
447.00 |
+2.90 |
1,588 |
14,672 |
-26 |
| Dec10 |
100520 |
434.20 |
438.70 |
429.80 |
432.10 |
+2.30 |
184 |
4,658 |
+24 |
| Mar11 |
100520 |
443.20 |
443.50 |
435.80 |
437.80 |
+0.30 |
61 |
3,723 |
+19 |
| May11 |
100520 |
444.20 |
444.20 |
438.20 |
438.20 |
-0.30 |
122 |
1,802 |
-117 |
| Total Volume and Open Interest |
5,296 |
57,349 |
-404 |
| Cotton(ICE) |
| Jul10 |
100520 |
83.28 |
83.40 |
81.45 |
82.09 |
-1.19 |
8,613 |
104,746 |
+552 |
| Oct10 |
100520 |
78.40 |
78.50 |
76.67 |
77.85 |
-0.41 |
70 |
2,199 |
-48 |
| Dec10 |
100520 |
78.15 |
78.15 |
76.38 |
76.95 |
-1.16 |
5,083 |
63,398 |
+2,083 |
| Mar11 |
100520 |
79.05 |
79.05 |
77.50 |
78.09 |
-1.15 |
706 |
9,231 |
+490 |
| May11 |
100520 |
78.25 |
78.25 |
78.25 |
78.25 |
-1.14 |
22 |
140 |
-11 |
| Jul11 |
100520 |
79.05 |
79.05 |
77.87 |
78.26 |
-1.14 |
148 |
3,249 |
+146 |
| Total Volume and Open Interest |
14,643 |
184,262 |
+3,213 |
| Lumber(CME) |
| Jul10 |
100520 |
237.0 |
240.1 |
228.5 |
236.0 |
+1.4 |
954 |
4,659 |
+79 |
| Sep10 |
100520 |
244.9 |
248.5 |
236.0 |
244.5 |
-0.1 |
269 |
2,025 |
-9 |
| Nov10 |
100520 |
234.3 |
238.6 |
228.5 |
236.0 |
-2.5 |
48 |
658 |
-1 |
| Jan11 |
100520 |
256.4 |
256.9 |
250.0 |
256.9 |
-0.1 |
4 |
23 |
+2 |
| Total Volume and Open Interest |
1,277 |
7,371 |
+73 |
| Crude Oil(NYM) |
| Jun10 |
100520 |
71.20 |
71.29 |
64.24 |
68.01 |
-1.86 |
206,381 |
70,231 |
-68,343 |
| Jul10 |
100520 |
72.75 |
73.28 |
68.85 |
70.80 |
-1.68 |
413,717 |
392,612 |
-1,580 |
| Aug10 |
100520 |
74.00 |
74.46 |
70.27 |
71.96 |
-1.82 |
118,868 |
106,000 |
-6,619 |
| Sep10 |
100520 |
74.79 |
75.24 |
71.29 |
72.79 |
-1.91 |
46,604 |
92,897 |
+1,204 |
| Oct10 |
100520 |
75.56 |
75.79 |
72.00 |
73.48 |
-1.91 |
14,111 |
42,971 |
-296 |
| Nov10 |
100520 |
76.17 |
76.17 |
72.61 |
74.07 |
-1.90 |
11,279 |
35,593 |
-812 |
| Dec10 |
100520 |
76.25 |
76.85 |
73.07 |
74.57 |
-1.91 |
58,000 |
196,896 |
-4,738 |
| Jan11 |
100520 |
76.88 |
77.13 |
73.41 |
74.92 |
-1.91 |
6,118 |
31,587 |
-195 |
| Feb11 |
100520 |
74.18 |
75.47 |
73.99 |
75.27 |
-1.91 |
2,537 |
16,381 |
-885 |
| Mar11 |
100520 |
75.72 |
75.94 |
74.41 |
75.60 |
-1.91 |
2,856 |
17,997 |
-587 |
| Apr11 |
100520 |
77.87 |
78.12 |
74.58 |
75.90 |
-1.92 |
2,290 |
11,800 |
+112 |
| May11 |
100520 |
75.32 |
76.18 |
74.97 |
76.18 |
-1.92 |
997 |
6,792 |
-211 |
| Jun11 |
100520 |
78.00 |
78.31 |
75.08 |
76.43 |
-1.93 |
4,290 |
42,976 |
+141 |
| Jul11 |
100520 |
76.64 |
76.64 |
76.64 |
76.64 |
-1.95 |
354 |
5,993 |
-121 |
| Aug11 |
100520 |
76.82 |
76.82 |
76.82 |
76.82 |
-1.96 |
399 |
5,523 |
-25 |
| Sep11 |
100520 |
77.01 |
77.01 |
77.01 |
77.01 |
-1.97 |
413 |
7,120 |
-136 |
| Total Volume and Open Interest |
923,687 |
1,387,907 |
-84,340 |
| 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 |
100520 |
74.125 |
74.325 |
70.325 |
71.950 |
-1.825 |
254 |
644 |
+30 |
| Sep10 |
100520 |
74.750 |
75.000 |
71.350 |
72.800 |
-1.900 |
17 |
214 |
+4 |
| Oct10 |
100520 |
75.400 |
75.400 |
72.350 |
73.475 |
-1.925 |
5 |
23 |
+3 |
| Nov10 |
100520 |
74.075 |
74.075 |
74.075 |
74.075 |
-1.900 |
1 |
6 |
-1 |
| Dec10 |
100520 |
76.550 |
76.550 |
73.500 |
74.575 |
-1.900 |
2 |
82 |
+2 |
| Jan11 |
100520 |
76.825 |
76.825 |
74.075 |
74.925 |
-1.900 |
1 |
2 |
+0 |
| Feb11 |
100520 |
75.275 |
75.275 |
75.275 |
75.275 |
-1.900 |
1 |
0 |
+0 |
| Total Volume and Open Interest |
17,379 |
8,226 |
-1,402 |
| Heating Oil(NYM) |
| Jun10 |
100520 |
194.53 |
196.09 |
186.36 |
190.19 |
-4.33 |
48,041 |
50,223 |
-3,188 |
| Jul10 |
100520 |
196.62 |
197.52 |
187.73 |
191.62 |
-4.48 |
36,846 |
66,110 |
+2,327 |
| Aug10 |
100520 |
198.60 |
199.00 |
189.60 |
193.39 |
-4.61 |
15,550 |
34,290 |
+176 |
| Sep10 |
100520 |
201.10 |
201.25 |
192.03 |
195.86 |
-4.72 |
5,975 |
25,678 |
+236 |
| Oct10 |
100520 |
203.80 |
203.80 |
194.80 |
198.42 |
-4.77 |
3,301 |
16,655 |
-295 |
| Nov10 |
100520 |
202.00 |
202.00 |
197.40 |
201.02 |
-4.83 |
2,474 |
12,589 |
+303 |
| Dec10 |
100520 |
209.10 |
209.28 |
200.15 |
203.62 |
-4.93 |
8,369 |
41,330 |
-773 |
| Jan11 |
100520 |
207.18 |
207.19 |
203.12 |
206.42 |
-4.98 |
1,722 |
17,388 |
-483 |
| Feb11 |
100520 |
209.92 |
209.92 |
205.22 |
208.40 |
-5.10 |
624 |
7,168 |
+49 |
| Mar11 |
100520 |
210.55 |
210.55 |
205.85 |
209.20 |
-5.10 |
986 |
6,533 |
+348 |
| Apr11 |
100520 |
210.40 |
210.40 |
205.65 |
208.98 |
-5.12 |
274 |
3,383 |
+104 |
| May11 |
100520 |
210.40 |
210.43 |
205.86 |
208.86 |
-5.14 |
241 |
2,508 |
+17 |
| Total Volume and Open Interest |
126,286 |
318,322 |
-1,273 |
| Gasoline(NYMEX) |
| Jun10 |
100520 |
202.00 |
202.45 |
192.00 |
196.45 |
-5.07 |
42,376 |
47,669 |
-5,057 |
| Jul10 |
100520 |
201.29 |
202.00 |
191.62 |
195.91 |
-5.03 |
39,989 |
79,194 |
+5,217 |
| Aug10 |
100520 |
201.10 |
201.50 |
191.55 |
195.62 |
-4.98 |
18,084 |
38,464 |
+1,109 |
| Sep10 |
100520 |
199.84 |
200.26 |
191.50 |
195.37 |
-4.89 |
10,565 |
34,295 |
+190 |
| Oct10 |
100520 |
190.42 |
190.42 |
181.62 |
185.28 |
-4.81 |
3,390 |
19,917 |
+119 |
| Nov10 |
100520 |
190.04 |
190.08 |
181.32 |
184.95 |
-4.75 |
2,889 |
16,346 |
-237 |
| Dec10 |
100520 |
190.21 |
190.65 |
182.05 |
185.63 |
-4.73 |
4,331 |
12,806 |
+551 |
| Jan11 |
100520 |
187.43 |
187.43 |
187.43 |
187.43 |
-4.73 |
421 |
4,614 |
-170 |
| Feb11 |
100520 |
189.81 |
189.81 |
189.58 |
189.58 |
-4.72 |
303 |
1,942 |
-61 |
| Mar11 |
100520 |
189.89 |
191.78 |
189.89 |
191.78 |
-4.74 |
349 |
1,351 |
+214 |
| Total Volume and Open Interest |
123,190 |
269,582 |
+2,113 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100520 |
196.50 |
196.50 |
196.45 |
196.50 |
-5.00 |
3 |
3 |
-3 |
| Jul10 |
100520 |
196.40 |
196.40 |
195.90 |
195.90 |
-5.00 |
0 |
1 |
+0 |
| Aug10 |
100520 |
196.00 |
196.00 |
195.60 |
195.60 |
-5.00 |
0 |
1 |
+0 |
| Sep10 |
100520 |
195.40 |
195.40 |
195.37 |
195.40 |
-4.90 |
|
|
|
| Total Volume and Open Interest |
3 |
12 |
-3 |
| Natural Gas(NYM) |
| Jun10 |
100520 |
4.162 |
4.207 |
4.040 |
4.106 |
-0.052 |
107,676 |
70,664 |
-11,309 |
| Jul10 |
100520 |
4.251 |
4.285 |
4.122 |
4.185 |
-0.061 |
56,961 |
203,669 |
-2,970 |
| Aug10 |
100520 |
4.304 |
4.356 |
4.200 |
4.258 |
-0.063 |
23,286 |
66,510 |
-1,665 |
| Sep10 |
100520 |
4.399 |
4.417 |
4.271 |
4.322 |
-0.060 |
23,883 |
72,072 |
+969 |
| Oct10 |
100520 |
4.512 |
4.512 |
4.115 |
4.421 |
-0.059 |
29,394 |
81,844 |
+41 |
| Nov10 |
100520 |
4.849 |
4.858 |
4.737 |
4.787 |
-0.050 |
7,272 |
21,302 |
+563 |
| Dec10 |
100520 |
5.210 |
5.235 |
5.130 |
5.173 |
-0.046 |
9,032 |
36,330 |
+1,507 |
| Jan11 |
100520 |
5.450 |
5.457 |
5.332 |
5.392 |
-0.046 |
15,305 |
51,652 |
-350 |
| Feb11 |
100520 |
5.370 |
5.416 |
5.318 |
5.362 |
-0.041 |
1,196 |
17,750 |
+29 |
| Mar11 |
100520 |
5.265 |
5.308 |
5.200 |
5.251 |
-0.048 |
9,207 |
46,136 |
+2,288 |
| Apr11 |
100520 |
5.109 |
5.123 |
5.040 |
5.063 |
-0.054 |
8,743 |
37,800 |
+504 |
| May11 |
100520 |
5.130 |
5.141 |
5.066 |
5.084 |
-0.054 |
1,571 |
23,569 |
+603 |
| Jun11 |
100520 |
5.152 |
5.152 |
5.120 |
5.134 |
-0.053 |
327 |
6,925 |
+107 |
| Jul11 |
100520 |
5.230 |
5.230 |
5.180 |
5.199 |
-0.053 |
155 |
4,875 |
+9 |
| Aug11 |
100520 |
5.280 |
5.280 |
5.230 |
5.252 |
-0.053 |
100 |
5,269 |
+18 |
| Sep11 |
100520 |
5.304 |
5.304 |
5.262 |
5.284 |
-0.053 |
574 |
5,262 |
+272 |
| Total Volume and Open Interest |
299,152 |
874,072 |
-9,246 |
| Brent Crude Oil(ICE) |
| Jul10 |
100520 |
73.75 |
74.23 |
70.20 |
71.84 |
-1.85 |
211,604 |
219,618 |
+393 |
| Aug10 |
100520 |
74.81 |
75.05 |
71.01 |
72.61 |
-1.91 |
101,446 |
109,105 |
+4,556 |
| Sep10 |
100520 |
75.59 |
75.66 |
71.68 |
73.23 |
-1.94 |
41,584 |
73,248 |
+3,798 |
| Oct10 |
100520 |
75.82 |
76.13 |
72.37 |
73.78 |
-1.94 |
21,208 |
30,021 |
+1,725 |
| Nov10 |
100520 |
76.28 |
76.49 |
72.95 |
74.31 |
-1.93 |
13,365 |
19,570 |
-1,507 |
| Dec10 |
100520 |
76.72 |
77.05 |
73.40 |
74.81 |
-1.91 |
36,253 |
104,181 |
+979 |
| Jan11 |
100520 |
77.27 |
77.38 |
74.03 |
75.25 |
-1.90 |
5,937 |
20,353 |
+669 |
| Feb11 |
100520 |
77.67 |
77.77 |
74.47 |
75.68 |
-1.89 |
2,585 |
11,450 |
+25 |
| Mar11 |
100520 |
78.06 |
78.13 |
74.88 |
76.10 |
-1.88 |
1,248 |
7,972 |
+24 |
| Apr11 |
100520 |
76.40 |
76.50 |
76.40 |
76.48 |
-1.88 |
575 |
5,012 |
+6 |
| May11 |
100520 |
76.83 |
76.83 |
76.83 |
76.83 |
-1.89 |
525 |
12,979 |
+35 |
| Jun11 |
100520 |
79.06 |
79.06 |
75.88 |
77.16 |
-1.90 |
3,265 |
17,097 |
+8 |
| Jul11 |
100520 |
77.45 |
77.45 |
77.45 |
77.45 |
-1.91 |
806 |
3,241 |
-149 |
| Aug11 |
100520 |
77.70 |
77.70 |
77.70 |
77.70 |
-1.93 |
322 |
2,493 |
+173 |
| Total Volume and Open Interest |
452,517 |
735,804 |
+12,213 |
| Gas Oil(ICE) |
| Jun10 |
100520 |
617.00 |
625.25 |
595.00 |
601.75 |
-16.00 |
65,692 |
103,062 |
-1,831 |
| Jul10 |
100520 |
619.00 |
628.75 |
598.75 |
605.25 |
-16.50 |
61,361 |
82,188 |
-3,669 |
| Aug10 |
100520 |
630.50 |
633.00 |
604.00 |
610.50 |
-16.50 |
18,758 |
33,899 |
+1,009 |
| Sep10 |
100520 |
636.50 |
636.50 |
610.00 |
616.25 |
-16.75 |
8,905 |
35,113 |
+0 |
| Oct10 |
100520 |
640.50 |
643.00 |
617.00 |
621.75 |
-16.75 |
6,509 |
30,705 |
+213 |
| Nov10 |
100520 |
646.50 |
647.00 |
622.00 |
626.75 |
-16.75 |
4,573 |
23,461 |
+452 |
| Dec10 |
100520 |
650.00 |
653.00 |
626.00 |
631.75 |
-16.75 |
22,494 |
94,410 |
+227 |
| Jan11 |
100520 |
655.00 |
655.00 |
632.00 |
637.50 |
-16.75 |
2,239 |
25,972 |
+108 |
| Feb11 |
100520 |
648.25 |
648.25 |
638.25 |
642.00 |
-17.00 |
327 |
13,469 |
+24 |
| Mar11 |
100520 |
652.50 |
652.50 |
640.75 |
646.25 |
-17.00 |
699 |
8,991 |
+139 |
| Total Volume and Open Interest |
199,775 |
536,913 |
+174 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100520 |
1.585 |
1.590 |
1.575 |
1.580 |
-0.025 |
137 |
672 |
-102 |
| Jul10 |
100520 |
1.600 |
1.600 |
1.580 |
1.587 |
-0.022 |
123 |
1,235 |
+59 |
| Aug10 |
100520 |
1.597 |
1.600 |
1.588 |
1.595 |
-0.024 |
20 |
979 |
+20 |
| Sep10 |
100520 |
1.603 |
1.603 |
1.583 |
1.592 |
-0.023 |
20 |
856 |
+10 |
| Oct10 |
100520 |
1.598 |
1.600 |
1.585 |
1.586 |
-0.031 |
42 |
882 |
-8 |
| Nov10 |
100520 |
1.620 |
1.620 |
1.590 |
1.592 |
-0.031 |
25 |
761 |
+12 |
| Dec10 |
100520 |
1.620 |
1.620 |
1.593 |
1.600 |
-0.030 |
20 |
1,342 |
-70 |
| Total Volume and Open Interest |
513 |
9,296 |
+28 |
| US Dollar Index(ICE) |
| Jun10 |
100520 |
86.475 |
86.985 |
85.555 |
85.705 |
-0.835 |
45,174 |
37,105 |
+605 |
| Sep10 |
100520 |
86.975 |
87.290 |
86.050 |
86.085 |
-0.785 |
124 |
2,424 |
+38 |
| Dec10 |
100520 |
87.005 |
87.005 |
86.345 |
86.345 |
-0.785 |
1 |
16 |
+1 |
| Total Volume and Open Interest |
45,299 |
39,545 |
+644 |
| Australian Dollar(CME) |
| Jun10 |
100520 |
84.74 |
84.74 |
81.28 |
82.55 |
-1.41 |
131,980 |
108,260 |
+489 |
| Sep10 |
100520 |
83.86 |
83.86 |
80.55 |
81.71 |
-1.38 |
4,280 |
4,619 |
-1,786 |
| Dec10 |
100520 |
80.92 |
82.26 |
80.92 |
80.92 |
-1.34 |
792 |
390 |
+372 |
| Total Volume and Open Interest |
137,052 |
113,271 |
-925 |
| British Pound(CME) |
| Jun10 |
100520 |
144.50 |
144.60 |
142.27 |
144.17 |
+0.20 |
141,555 |
144,641 |
+1,468 |
| Sep10 |
100520 |
144.11 |
144.61 |
142.33 |
144.18 |
+0.21 |
1,007 |
7,679 |
+21 |
| Dec10 |
100520 |
144.20 |
144.20 |
143.99 |
144.20 |
+0.21 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
142,563 |
152,357 |
+1,488 |
| Canadian Dollar(CME) |
| Jun10 |
100520 |
95.87 |
95.95 |
93.28 |
93.90 |
-1.54 |
92,849 |
115,883 |
+1,760 |
| Sep10 |
100520 |
95.68 |
95.69 |
93.25 |
93.87 |
-1.53 |
1,352 |
7,430 |
-78 |
| Dec10 |
100520 |
94.40 |
94.40 |
93.23 |
93.82 |
-1.49 |
29 |
1,321 |
+8 |
| Mar11 |
100520 |
94.40 |
95.16 |
93.32 |
93.70 |
-1.46 |
16 |
235 |
+1 |
| Total Volume and Open Interest |
94,246 |
124,952 |
+1,691 |
| Japanese Yen(CME) |
| Jun10 |
100520 |
108.98 |
112.46 |
108.87 |
111.06 |
+1.81 |
130,724 |
138,341 |
+632 |
| Sep10 |
100520 |
109.38 |
112.60 |
109.13 |
111.22 |
+1.82 |
825 |
4,240 |
+329 |
| Dec10 |
100520 |
110.28 |
112.05 |
109.60 |
111.44 |
+1.84 |
1 |
116 |
+1 |
| Total Volume and Open Interest |
131,551 |
142,699 |
+963 |
| Swiss Franc(CME) |
| Jun10 |
100520 |
86.93 |
87.36 |
86.44 |
87.21 |
+0.52 |
63,943 |
47,245 |
+1,374 |
| Sep10 |
100520 |
87.00 |
87.55 |
86.89 |
87.47 |
+0.57 |
763 |
983 |
+53 |
| Dec10 |
100520 |
87.73 |
87.73 |
87.13 |
87.73 |
+0.60 |
2 |
14 |
-2 |
| Total Volume and Open Interest |
64,708 |
48,242 |
+1,425 |
| EuroFX(CME) |
| Jun10 |
100520 |
124.24 |
126.00 |
122.97 |
125.68 |
+1.92 |
550,193 |
288,789 |
-2,956 |
| Sep10 |
100520 |
124.22 |
126.08 |
123.07 |
125.78 |
+1.94 |
7,471 |
11,313 |
+487 |
| Dec10 |
100520 |
123.50 |
126.00 |
123.45 |
125.89 |
+1.95 |
15 |
375 |
+5 |
| Total Volume and Open Interest |
557,679 |
300,526 |
-2,464 |
| Mexican Peso(CME) |
| Jun10 |
100520 |
778.0 |
779.0 |
753.8 |
765.2 |
-9.2 |
39,849 |
85,127 |
-6,498 |
| Jul10 |
100520 |
763.5 |
772.8 |
763.5 |
763.5 |
-9.2 |
|
|
|
| Total Volume and Open Interest |
39,912 |
85,778 |
-6,488 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100520 |
123~260 |
124~240 |
123~260 |
124~010 |
+1~080 |
|
|
|
| Sep10 |
100520 |
122~040 |
124~110 |
122~010 |
123~180 |
+1~100 |
11,007 |
29,917 |
+2,476 |
| Dec10 |
100520 |
122~000 |
122~300 |
120~290 |
122~070 |
+1~100 |
5 |
57 |
+1 |
| Total Volume and Open Interest |
393,993 |
749,720 |
+3,436 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100520 |
120~035 |
121~160 |
120~035 |
120~305 |
+0~225 |
1,441,663 |
1,786,231 |
+16,598 |
| Sep10 |
100520 |
119~045 |
120~170 |
119~045 |
119~315 |
+0~235 |
33,280 |
81,837 |
+11,951 |
| Dec10 |
100520 |
118~200 |
119~000 |
117~260 |
118~175 |
+0~235 |
17 |
15 |
-17 |
| Total Volume and Open Interest |
1,474,960 |
1,868,089 |
+28,532 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100520 |
117~032 |
118~005 |
117~031 |
117~094 |
+59~009 |
|
|
|
| Sep10 |
100520 |
116~052 |
117~023 |
116~049 |
116~112 |
+0~054 |
19,349 |
78,701 |
+10,454 |
| Dec10 |
100520 |
115~103 |
115~103 |
115~049 |
115~103 |
+0~054 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
614,940 |
1,102,263 |
+31,046 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100520 |
54~082 |
54~083 |
54~082 |
54~083 |
+0~006 |
|
|
|
| Sep10 |
100520 |
108~108 |
109~004 |
108~108 |
108~121 |
+0~013 |
27,456 |
68,280 |
+12,659 |
| Dec10 |
100520 |
108~076 |
108~076 |
108~061 |
108~076 |
+0~015 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
322,465 |
1,026,850 |
-4,827 |
| Eurodollars(CME) |
| Jun10 |
100520 |
99.387 |
99.405 |
99.345 |
99.382 |
-0.007 |
318,071 |
1,150,963 |
-1,075 |
| Sep10 |
100520 |
99.235 |
99.250 |
99.150 |
99.195 |
-0.045 |
384,971 |
1,044,712 |
+2,766 |
| Dec10 |
100520 |
99.125 |
99.130 |
99.045 |
99.075 |
-0.050 |
314,738 |
1,048,325 |
+16,409 |
| Mar11 |
100520 |
98.995 |
99.010 |
98.970 |
98.990 |
-0.015 |
259,257 |
786,504 |
+16,546 |
| Jun11 |
100520 |
98.795 |
98.865 |
98.785 |
98.830 |
+0.025 |
270,552 |
871,970 |
+11,936 |
| Sep11 |
100520 |
98.555 |
98.680 |
98.550 |
98.625 |
+0.055 |
230,063 |
700,597 |
+4,656 |
| Dec11 |
100520 |
98.290 |
98.445 |
98.280 |
98.375 |
+0.075 |
168,269 |
518,640 |
+720 |
| Mar12 |
100520 |
98.040 |
98.220 |
98.025 |
98.145 |
+0.095 |
128,040 |
368,642 |
+6,000 |
| Jun12 |
100520 |
97.775 |
97.975 |
97.765 |
97.895 |
+0.110 |
65,361 |
236,043 |
+939 |
| Sep12 |
100520 |
97.505 |
97.720 |
97.505 |
97.640 |
+0.120 |
46,586 |
185,631 |
+1,392 |
| Dec12 |
100520 |
97.265 |
97.470 |
97.245 |
97.385 |
+0.125 |
41,923 |
139,973 |
-10,376 |
| Mar13 |
100520 |
97.035 |
97.260 |
97.030 |
97.170 |
+0.125 |
39,356 |
137,621 |
-35 |
| Jun13 |
100520 |
96.810 |
97.040 |
96.810 |
96.950 |
+0.130 |
14,532 |
82,597 |
+267 |
| Sep13 |
100520 |
96.600 |
96.825 |
96.600 |
96.745 |
+0.135 |
11,313 |
71,237 |
+1,046 |
| Dec13 |
100520 |
96.385 |
96.625 |
96.385 |
96.535 |
+0.135 |
8,297 |
39,265 |
-1,916 |
| Mar14 |
100520 |
96.240 |
96.460 |
96.225 |
96.370 |
+0.140 |
8,784 |
37,368 |
+869 |
| Jun14 |
100520 |
96.045 |
96.290 |
96.045 |
96.205 |
+0.145 |
4,955 |
31,448 |
-23 |
| Sep14 |
100520 |
95.900 |
96.135 |
95.895 |
96.055 |
+0.145 |
4,567 |
22,853 |
-485 |
| Total Volume and Open Interest |
2,345,749 |
7,622,681 |
+55,524 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100520 |
99.793 |
99.793 |
99.790 |
99.793 |
unch |
3,000 |
65,052 |
-417 |
| Jun10 |
100520 |
99.775 |
99.785 |
99.775 |
99.780 |
unch |
2,903 |
67,545 |
-434 |
| Jul10 |
100520 |
99.765 |
99.775 |
99.765 |
99.770 |
unch |
4,204 |
55,827 |
-852 |
| Aug10 |
100520 |
99.755 |
99.760 |
99.750 |
99.755 |
unch |
3,597 |
79,745 |
-377 |
| Sep10 |
100520 |
99.740 |
99.750 |
99.740 |
99.740 |
unch |
4,297 |
47,216 |
+450 |
| Oct10 |
100520 |
99.720 |
99.730 |
99.715 |
99.720 |
unch |
10,302 |
74,896 |
+733 |
| Total Volume and Open Interest |
83,590 |
658,369 |
+18,317 |
| 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 |
100520 |
99.620 |
99.622 |
99.620 |
99.622 |
unch |
0 |
2,964 |
-84 |
| Sep10 |
100520 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
0 |
1,031 |
+0 |
| Dec10 |
100520 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
0 |
342 |
+0 |
| Mar11 |
100520 |
99.643 |
99.643 |
99.643 |
99.643 |
unch |
0 |
167 |
+0 |
| Jun11 |
100520 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
| Sep11 |
100520 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Dec11 |
100520 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
| Mar12 |
100520 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
| Jun12 |
100520 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Sep12 |
100520 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
4,504 |
-84 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100520 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
6,092 |
+195 |
| Sep10 |
100520 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
29 |
3,019 |
-82 |
| Dec10 |
100520 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,561 |
-100 |
| Mar11 |
100520 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
1,707 |
+0 |
| Jun11 |
100520 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
102 |
+0 |
| Sep11 |
100520 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
53 |
+0 |
| Dec11 |
100520 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
102 |
+0 |
| Mar12 |
100520 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
29 |
14,007 |
+13 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100520 |
140.12 |
140.31 |
140.00 |
140.22 |
+0.09 |
1,805 |
21,319 |
+226 |
| Sep10 |
100520 |
139.80 |
139.80 |
139.79 |
139.79 |
+0.09 |
0 |
34 |
+0 |
| Dec10 |
100520 |
137.70 |
137.70 |
137.70 |
137.70 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
1,805 |
21,353 |
+226 |
| Euro-Bund(EUREX) |
| Jun10 |
100520 |
127.55 |
128.58 |
127.19 |
128.31 |
+0.84 |
1,071,747 |
1,097,524 |
+52,155 |
| Sep10 |
100520 |
126.94 |
128.06 |
126.65 |
127.80 |
+0.96 |
6,060 |
18,752 |
+2,904 |
| Dec10 |
100520 |
125.82 |
126.06 |
125.82 |
126.06 |
+0.59 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,077,807 |
1,116,279 |
+55,059 |
| Euro-Bobl(EUREX) |
| Jun10 |
100520 |
120.09 |
120.80 |
119.95 |
120.60 |
+0.48 |
466,562 |
799,714 |
+8,177 |
| Sep10 |
100520 |
119.84 |
120.42 |
119.63 |
120.22 |
+0.49 |
3,395 |
20,913 |
+800 |
| Dec10 |
100520 |
120.00 |
120.00 |
120.00 |
120.00 |
+0.48 |
|
|
|
| Total Volume and Open Interest |
469,957 |
820,627 |
+8,977 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100520 |
99.235 |
99.240 |
99.220 |
99.220 |
unch |
27 |
6,494 |
+21 |
| Sep10 |
100520 |
99.105 |
99.105 |
99.075 |
99.080 |
-0.030 |
31 |
2,824 |
+21 |
| Dec10 |
100520 |
99.035 |
99.035 |
99.025 |
99.025 |
-0.025 |
18 |
1,841 |
+15 |
| Total Volume and Open Interest |
311 |
17,970 |
+34 |
| Long Gilt(LIFFE) |
| Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
| Sep10 |
100520 |
117~12 |
118~21 |
117~05 |
118~12 |
+0~31 |
466 |
2,247 |
+460 |
| Total Volume and Open Interest |
83,895 |
307,162 |
-231 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100520 |
99.25 |
99.26 |
99.23 |
99.24 |
-0.01 |
46,618 |
334,580 |
+13,943 |
| Sep10 |
100520 |
99.10 |
99.12 |
99.05 |
99.08 |
-0.03 |
75,246 |
396,556 |
-4,942 |
| Dec10 |
100520 |
98.97 |
98.99 |
98.95 |
98.97 |
unch |
125,354 |
356,160 |
-18,933 |
| Mar11 |
100520 |
98.88 |
98.94 |
98.84 |
98.90 |
+0.04 |
134,383 |
236,974 |
-1,287 |
| Jun11 |
100520 |
98.70 |
98.82 |
98.67 |
98.76 |
+0.06 |
101,990 |
321,554 |
-4,575 |
| Sep11 |
100520 |
98.50 |
98.65 |
98.46 |
98.57 |
+0.08 |
87,084 |
238,802 |
+7,758 |
| Total Volume and Open Interest |
734,783 |
2,398,053 |
+14,608 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100520 |
99.225 |
99.245 |
99.200 |
99.220 |
unch |
157,044 |
854,348 |
-10,345 |
| Sep10 |
100520 |
99.115 |
99.135 |
99.065 |
99.080 |
-0.030 |
237,375 |
725,263 |
-15,786 |
| Dec10 |
100520 |
99.050 |
99.060 |
99.010 |
99.025 |
-0.025 |
141,518 |
524,873 |
+9,061 |
| Total Volume and Open Interest |
1,060,508 |
4,087,498 |
-4,053 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100520 |
95.23 |
95.31 |
95.23 |
95.30 |
+0.07 |
27,051 |
253,572 |
-1,863 |
| Sep10 |
100520 |
95.14 |
95.24 |
95.12 |
95.24 |
+0.10 |
42,095 |
254,194 |
+11,947 |
| Dec10 |
100520 |
95.01 |
95.14 |
95.00 |
95.14 |
+0.13 |
22,735 |
141,422 |
+7,417 |
| Mar11 |
100520 |
94.92 |
95.04 |
94.92 |
95.04 |
+0.12 |
9,484 |
63,035 |
+4,265 |
| Jun11 |
100520 |
94.80 |
94.92 |
94.79 |
94.91 |
+0.11 |
10,392 |
51,512 |
+5,876 |
| Sep11 |
100520 |
94.72 |
94.79 |
94.70 |
94.78 |
+0.09 |
9,646 |
33,866 |
+3,950 |
| Dec11 |
100520 |
94.62 |
94.70 |
94.62 |
94.69 |
+0.07 |
3,286 |
26,982 |
+491 |
| Mar12 |
100520 |
94.64 |
94.66 |
94.59 |
94.64 |
+0.05 |
1,800 |
15,372 |
+1,132 |
| Jun12 |
100520 |
94.62 |
94.64 |
94.52 |
94.62 |
+0.05 |
446 |
5,735 |
+396 |
| Sep12 |
100520 |
94.62 |
94.62 |
94.56 |
94.61 |
+0.04 |
200 |
2,855 |
+100 |
| Total Volume and Open Interest |
127,160 |
850,273 |
+33,726 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100520 |
94.57 |
94.65 |
94.54 |
94.60 |
+0.03 |
58,665 |
434,479 |
+8,660 |
| Sep10 |
100520 |
94.60 |
94.60 |
94.60 |
94.60 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
58,665 |
434,479 |
+8,660 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100520 |
95.12 |
95.22 |
95.09 |
95.16 |
+0.03 |
230,757 |
900,729 |
+61,325 |
| Sep10 |
100520 |
95.16 |
95.16 |
95.16 |
95.16 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
230,757 |
900,729 |
+61,325 |
| Gold(CMX) |
| Jun10 |
100520 |
1191.0 |
1198.2 |
1175.0 |
1188.6 |
-4.5 |
185,969 |
287,978 |
-25,161 |
| Aug10 |
100520 |
1194.3 |
1199.8 |
1176.7 |
1190.4 |
-4.5 |
20,226 |
106,768 |
+5,339 |
| Oct10 |
100520 |
1199.2 |
1201.2 |
1178.6 |
1192.1 |
-4.5 |
1,194 |
23,171 |
-119 |
| Dec10 |
100520 |
1201.5 |
1202.8 |
1180.3 |
1194.1 |
-4.4 |
3,036 |
53,667 |
-370 |
| Feb11 |
100520 |
1189.2 |
1200.0 |
1182.5 |
1196.1 |
-4.3 |
263 |
18,515 |
+109 |
| Apr11 |
100520 |
1205.0 |
1206.2 |
1185.0 |
1198.0 |
-4.3 |
40 |
14,705 |
-4 |
| Jun11 |
100520 |
539.1 |
544.6 |
539.0 |
544.6 |
-4.4 |
576 |
12,751 |
+72 |
| Aug11 |
100520 |
1202.3 |
1202.3 |
1202.3 |
1202.3 |
-4.5 |
0 |
3,858 |
+0 |
| Oct11 |
100520 |
1204.9 |
1204.9 |
1204.9 |
1204.9 |
-4.7 |
5 |
6,724 |
+0 |
| Dec11 |
100520 |
1204.3 |
1209.5 |
1199.0 |
1207.7 |
-4.9 |
1,819 |
14,718 |
+22 |
| Feb12 |
100520 |
1210.8 |
1210.8 |
1210.8 |
1210.8 |
-5.2 |
0 |
3,960 |
+0 |
| Total Volume and Open Interest |
215,643 |
579,758 |
-21,256 |
| Silver(CMX) |
| May10 |
100520 |
1751.5 |
1774.0 |
1750.0 |
1769.4 |
-39.7 |
108 |
129 |
-25 |
| Jul10 |
100520 |
1820.5 |
1833.0 |
1748.5 |
1771.5 |
-40.0 |
36,319 |
80,489 |
-2,484 |
| Sep10 |
100520 |
1825.5 |
1833.0 |
1753.5 |
1774.6 |
-40.0 |
1,415 |
11,335 |
-123 |
| Dec10 |
100520 |
1829.0 |
1838.5 |
1756.0 |
1779.1 |
-40.0 |
1,628 |
14,868 |
-326 |
| Mar11 |
100520 |
1792.0 |
1792.0 |
1775.0 |
1782.8 |
-39.9 |
127 |
5,781 |
+123 |
| May11 |
100520 |
1784.6 |
1784.6 |
1784.6 |
1784.6 |
-40.0 |
0 |
2,394 |
+0 |
| Jul11 |
100520 |
1784.0 |
1810.0 |
1778.0 |
1786.4 |
-40.2 |
1,832 |
1,887 |
-530 |
| Total Volume and Open Interest |
41,962 |
125,228 |
-3,093 |
| Platinum(NYMEX) |
| Jul10 |
100520 |
1602.0 |
1625.0 |
1490.3 |
1495.8 |
-109.9 |
3,959 |
33,651 |
-62 |
| Oct10 |
100520 |
1612.4 |
1612.4 |
1493.9 |
1498.6 |
-111.0 |
24 |
1,592 |
+16 |
| Jan11 |
100520 |
1590.0 |
1590.0 |
1500.4 |
1500.4 |
-110.7 |
0 |
289 |
+0 |
| Apr11 |
100520 |
1500.4 |
1500.4 |
1500.4 |
1500.4 |
-110.7 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,984 |
35,541 |
-47 |
| Palladium(NYMEX) |
| Jun10 |
100520 |
458.40 |
464.75 |
406.00 |
408.95 |
-50.75 |
3,220 |
16,453 |
-1,695 |
| Sep10 |
100520 |
459.85 |
462.40 |
408.45 |
410.50 |
-50.85 |
990 |
6,649 |
+725 |
| Dec10 |
100520 |
441.00 |
441.00 |
411.35 |
411.35 |
-50.70 |
7 |
237 |
-2 |
| Total Volume and Open Interest |
4,217 |
23,370 |
-972 |
| Copper(CMX) |
| May10 |
100520 |
302.70 |
302.70 |
290.00 |
293.55 |
-1.45 |
336 |
380 |
-330 |
| Jul10 |
100520 |
299.30 |
304.55 |
290.05 |
294.45 |
-1.50 |
38,264 |
79,620 |
-5,433 |
| Sep10 |
100520 |
301.15 |
306.00 |
292.00 |
296.25 |
-1.50 |
2,315 |
21,083 |
+433 |
| Dec10 |
100520 |
307.00 |
307.00 |
294.40 |
298.00 |
-1.65 |
548 |
11,519 |
+125 |
| Mar11 |
100520 |
299.00 |
302.40 |
298.35 |
299.00 |
-1.75 |
64 |
4,917 |
+12 |
| Total Volume and Open Interest |
43,402 |
128,554 |
-6,561 |
| DJIA Index(CBOT) |
| Jun10 |
100520 |
10416 |
10448 |
10040 |
10056 |
-349 |
537 |
12,441 |
+147 |
| Sep10 |
100520 |
10075 |
10110 |
9999 |
9999 |
-349 |
1 |
217 |
+0 |
| Dec10 |
100520 |
9937 |
10286 |
9937 |
9937 |
-349 |
0 |
2 |
+0 |
| Mar11 |
100520 |
9882 |
10231 |
9882 |
9882 |
-349 |
|
|
|
| Total Volume and Open Interest |
538 |
12,660 |
+147 |
| S & P 500(CME) |
| Jun10 |
100520 |
1111.50 |
1116.20 |
1067.00 |
1070.00 |
-39.90 |
19,263 |
295,895 |
-774 |
| Sep10 |
100520 |
1084.00 |
1088.00 |
1064.00 |
1065.70 |
-39.90 |
645 |
16,822 |
+239 |
| Dec10 |
100520 |
1076.00 |
1079.20 |
1061.30 |
1061.30 |
-39.90 |
115 |
4,247 |
+60 |
| Mar11 |
100520 |
1057.40 |
1058.30 |
1057.40 |
1057.40 |
-39.90 |
0 |
477 |
+0 |
| Total Volume and Open Interest |
20,023 |
317,486 |
-475 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100520 |
1110.00 |
1116.50 |
1067.25 |
1070.00 |
-40.00 |
3,092,769 |
2,584,389 |
+13,892 |
| Sep10 |
100520 |
1109.00 |
1112.50 |
1063.50 |
1065.75 |
-39.75 |
5,550 |
53,667 |
+1,366 |
| Total Volume and Open Interest |
3,098,908 |
2,641,156 |
+15,774 |
| NASDAQ 100(CME) |
| Jun10 |
100520 |
1873.00 |
1874.80 |
1794.00 |
1800.50 |
-67.80 |
1,053 |
23,154 |
+117 |
| Sep10 |
100520 |
1799.30 |
1799.30 |
1797.00 |
1799.30 |
-67.70 |
492 |
965 |
+0 |
| Dec10 |
100520 |
1796.50 |
1796.50 |
1794.30 |
1796.50 |
-67.80 |
|
|
|
| Total Volume and Open Interest |
1,545 |
24,119 |
+117 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100520 |
1867.80 |
1875.00 |
1794.00 |
1800.50 |
-67.80 |
405,003 |
342,040 |
+5,081 |
| Sep10 |
100520 |
1870.50 |
1870.80 |
1794.50 |
1799.30 |
-67.70 |
249 |
1,940 |
+37 |
| Total Volume and Open Interest |
405,264 |
344,011 |
+5,117 |
| S & P Midcap 400(CME) |
| Jun10 |
100520 |
748.00 |
771.35 |
737.00 |
738.50 |
-30.60 |
402 |
2,542 |
+255 |
| Sep10 |
100520 |
736.50 |
736.50 |
735.20 |
736.50 |
-30.70 |
0 |
1 |
+0 |
| Dec10 |
100520 |
734.50 |
734.50 |
733.20 |
734.50 |
-30.70 |
|
|
|
| Total Volume and Open Interest |
402 |
2,543 |
+255 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100519 |
10125 |
10125 |
10070 |
10125 |
-50 |
|
|
|
| Sep10 |
100520 |
9790 |
9830 |
9790 |
9790 |
-390 |
2 |
7 |
+2 |
| Total Volume and Open Interest |
14,798 |
43,320 |
+144 |
| Nikkei 225(SGX) |
| Jun10 |
100520 |
10165 |
10170 |
9975 |
10015 |
-120 |
145,456 |
181,695 |
+2,096 |
| Sep10 |
100520 |
10145 |
10145 |
10000 |
10015 |
-115 |
34 |
2,862 |
-1 |
| Dec10 |
100520 |
9970 |
9970 |
9970 |
9970 |
-115 |
2 |
1,388 |
+220 |
| Total Volume and Open Interest |
145,546 |
186,221 |
+2,335 |
| CAC 40(EURONEXT) |
| May10 |
100520 |
3514.0 |
3555.0 |
3359.0 |
3431.0 |
-63.5 |
257,927 |
520,385 |
+50,224 |
| Jun10 |
100520 |
3479.0 |
3523.0 |
3327.5 |
3399.5 |
-63.5 |
92,492 |
159,303 |
+74,180 |
| Jul10 |
100520 |
3512.0 |
3512.0 |
3348.5 |
3400.5 |
-59.0 |
16 |
95 |
+5 |
| Total Volume and Open Interest |
350,512 |
681,439 |
+124,467 |
| Hang Seng Index(HKFE) |
| May10 |
100520 |
19521 |
19693 |
19209 |
19435 |
+73 |
77,616 |
77,774 |
+336 |
| Jun10 |
100520 |
19463 |
19663 |
19183 |
19401 |
+66 |
2,143 |
9,040 |
+1,896 |
| Total Volume and Open Interest |
80,080 |
88,116 |
+2,128 |
| DAX(EUREX) |
| Jun10 |
100520 |
5999.0 |
6047.5 |
5782.0 |
5850.0 |
-137.5 |
211,786 |
193,516 |
-3,128 |
| Sep10 |
100520 |
6007.5 |
6050.0 |
5787.0 |
5855.0 |
-138.0 |
240 |
10,126 |
-8 |
| Dec10 |
100520 |
6014.5 |
6057.5 |
5794.5 |
5862.0 |
-137.5 |
224 |
1,875 |
-87 |
| Total Volume and Open Interest |
212,250 |
205,517 |
-3,223 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100520 |
5162.00 |
5216.50 |
4980.50 |
5063.00 |
-87.00 |
135,260 |
673,759 |
+1,751 |
| Sep10 |
100520 |
5125.50 |
5147.00 |
4947.50 |
5021.00 |
-87.00 |
225 |
1,786 |
+175 |
| Dec10 |
100520 |
5099.00 |
5140.00 |
4925.50 |
4995.00 |
-87.00 |
24 |
3,175 |
-2 |
| Total Volume and Open Interest |
135,509 |
678,975 |
+1,924 |
| SPI 200(SFE) |
| Jun10 |
100520 |
4391.0 |
4415.0 |
4312.0 |
4317.0 |
-72.0 |
50,537 |
239,539 |
+7,858 |
| Sep10 |
100520 |
4350.0 |
4396.0 |
4302.0 |
4302.0 |
-73.0 |
204 |
3,371 |
+182 |
| Dec10 |
100520 |
4323.0 |
4323.0 |
4323.0 |
4323.0 |
-73.0 |
6 |
2,585 |
-5 |
| Total Volume and Open Interest |
50,747 |
246,645 |
+8,035 |
| GSCI(CME) |
| Jun10 |
100520 |
474.50 |
474.50 |
465.00 |
474.50 |
-7.20 |
696 |
17,637 |
+448 |
| Jul10 |
100520 |
479.00 |
479.00 |
470.00 |
479.00 |
-8.50 |
2 |
0 |
+0 |
| Aug10 |
100520 |
481.50 |
481.50 |
473.00 |
481.50 |
-9.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
700 |
17,637 |
+448 |
| Reuters CCI(ICE) |
| Jun10 |
100520 |
251.10 |
251.10 |
251.10 |
251.10 |
-2.50 |
|
|
|
| Total Volume and Open Interest |
0 |
6 |
+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. |
|
|