|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri May 21, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100521 |
944.75 |
950.50 |
938.00 |
941.00 |
-3.00 |
77,434 |
228,320 |
-5,580 |
| Aug10 |
100521 |
935.50 |
941.50 |
931.50 |
933.25 |
-1.75 |
6,347 |
17,134 |
-199 |
| Sep10 |
100521 |
915.00 |
924.00 |
915.00 |
915.25 |
-1.75 |
1,881 |
13,327 |
+61 |
| Nov10 |
100521 |
907.50 |
916.50 |
904.25 |
907.50 |
-0.50 |
33,188 |
157,740 |
+2,529 |
| Jan11 |
100521 |
914.75 |
924.00 |
914.50 |
916.00 |
-1.00 |
656 |
11,104 |
-88 |
| Mar11 |
100521 |
923.50 |
931.00 |
922.75 |
922.75 |
-2.00 |
606 |
5,284 |
+54 |
| May11 |
100521 |
928.25 |
935.50 |
927.75 |
928.25 |
-1.75 |
248 |
4,743 |
+62 |
| Total Volume and Open Interest |
122,207 |
457,759 |
-2,353 |
| Soybean Meal(CBOT) |
| Jul10 |
100521 |
276.20 |
278.80 |
275.00 |
275.60 |
-0.60 |
30,814 |
91,398 |
-1,350 |
| Aug10 |
100521 |
271.10 |
274.00 |
270.60 |
270.90 |
-0.20 |
3,779 |
15,783 |
-98 |
| Sep10 |
100521 |
263.80 |
266.70 |
263.60 |
263.90 |
+0.10 |
2,469 |
11,889 |
+3 |
| Oct10 |
100521 |
255.00 |
258.70 |
253.10 |
255.40 |
+0.40 |
1,582 |
8,005 |
+12 |
| Dec10 |
100521 |
253.00 |
257.00 |
250.40 |
253.80 |
+0.30 |
10,940 |
33,633 |
-1,349 |
| Jan11 |
100521 |
254.50 |
257.50 |
254.40 |
254.40 |
+0.20 |
225 |
4,473 |
+41 |
| Mar11 |
100521 |
256.10 |
259.10 |
255.90 |
255.90 |
+0.10 |
242 |
3,931 |
+73 |
| May11 |
100521 |
258.90 |
260.00 |
256.60 |
256.60 |
unch |
23 |
1,604 |
+3 |
| Total Volume and Open Interest |
50,335 |
173,499 |
-2,646 |
| Soybean Oil(CBOT) |
| Jul10 |
100521 |
37.36 |
37.49 |
36.96 |
36.96 |
-0.43 |
42,407 |
181,305 |
+6,133 |
| Aug10 |
100521 |
37.52 |
37.67 |
37.18 |
37.18 |
-0.43 |
3,277 |
23,771 |
+68 |
| Sep10 |
100521 |
37.70 |
37.85 |
37.38 |
37.38 |
-0.42 |
2,592 |
15,142 |
+397 |
| Oct10 |
100521 |
37.96 |
38.02 |
37.55 |
37.55 |
-0.42 |
1,531 |
11,787 |
+152 |
| Dec10 |
100521 |
38.30 |
38.40 |
37.92 |
37.92 |
-0.41 |
11,053 |
65,130 |
+142 |
| Jan11 |
100521 |
38.55 |
38.65 |
38.21 |
38.21 |
-0.41 |
140 |
3,758 |
+38 |
| Mar11 |
100521 |
38.87 |
38.97 |
38.51 |
38.51 |
-0.41 |
39 |
1,758 |
-9 |
| May11 |
100521 |
39.20 |
39.20 |
38.76 |
38.76 |
-0.41 |
21 |
1,430 |
+5 |
| Total Volume and Open Interest |
61,455 |
306,856 |
+7,156 |
| Canola(WCE) |
| May10 |
100514 |
379.9 |
379.9 |
379.9 |
379.9 |
+1.2 |
3 |
0 |
+0 |
| Jul10 |
100521 |
379.0 |
381.0 |
375.6 |
378.3 |
-0.7 |
7,478 |
91,531 |
-1,382 |
| Nov10 |
100521 |
384.0 |
384.9 |
381.1 |
383.3 |
-0.3 |
7,674 |
36,989 |
+1,411 |
| Jan11 |
100521 |
387.9 |
389.0 |
386.3 |
387.7 |
-1.0 |
1,004 |
3,475 |
+440 |
| Mar11 |
100521 |
392.4 |
392.4 |
390.4 |
392.1 |
-1.3 |
148 |
2,062 |
+79 |
| Total Volume and Open Interest |
16,673 |
135,953 |
+737 |
| Corn(CBOT) |
| Jul10 |
100521 |
362.00 |
372.50 |
359.00 |
369.00 |
+7.00 |
115,468 |
517,214 |
-240 |
| Sep10 |
100521 |
369.25 |
380.25 |
366.75 |
376.75 |
+7.25 |
15,508 |
162,686 |
+339 |
| Dec10 |
100521 |
379.00 |
388.50 |
375.75 |
385.25 |
+6.75 |
45,944 |
372,171 |
-1,629 |
| Mar11 |
100521 |
390.50 |
400.50 |
387.00 |
397.25 |
+6.50 |
4,119 |
52,687 |
-88 |
| May11 |
100521 |
400.00 |
408.00 |
391.75 |
405.50 |
+6.50 |
449 |
9,098 |
-18 |
| Jul11 |
100521 |
406.25 |
415.00 |
405.00 |
412.50 |
+6.25 |
2,551 |
30,154 |
+431 |
| Total Volume and Open Interest |
190,693 |
1,209,436 |
-1,909 |
| Wheat(CBOT) |
| Jul10 |
100521 |
469.50 |
475.00 |
466.50 |
472.00 |
+2.25 |
28,939 |
245,433 |
+382 |
| Sep10 |
100521 |
486.75 |
491.75 |
483.50 |
489.25 |
+2.50 |
6,570 |
79,933 |
+1,075 |
| Dec10 |
100521 |
517.00 |
522.25 |
513.50 |
520.00 |
+3.00 |
11,452 |
71,039 |
-1,136 |
| Mar11 |
100521 |
545.25 |
550.50 |
542.00 |
549.00 |
+3.25 |
3,108 |
26,546 |
+1,291 |
| May11 |
100521 |
560.25 |
566.00 |
559.25 |
564.25 |
+3.00 |
289 |
7,530 |
+89 |
| Total Volume and Open Interest |
52,487 |
470,028 |
+2,641 |
| Wheat(KCBT) |
| Jul10 |
100521 |
492.00 |
497.00 |
490.00 |
495.00 |
+2.50 |
5,992 |
62,961 |
-139 |
| Sep10 |
100521 |
502.25 |
508.25 |
501.50 |
507.00 |
+3.00 |
1,285 |
19,139 |
+333 |
| Dec10 |
100521 |
520.50 |
526.25 |
519.75 |
524.50 |
+2.75 |
1,783 |
42,399 |
-580 |
| Mar11 |
100521 |
538.50 |
544.50 |
537.75 |
542.25 |
+2.75 |
555 |
14,441 |
+232 |
| May11 |
100521 |
550.00 |
555.75 |
550.00 |
554.00 |
+2.50 |
365 |
5,278 |
+72 |
| Total Volume and Open Interest |
11,202 |
158,208 |
+652 |
| Wheat(MGE) |
| May10 |
100514 |
507.50 |
507.50 |
507.50 |
507.50 |
-5.75 |
11 |
13 |
-4 |
| Jul10 |
100521 |
514.00 |
515.75 |
510.50 |
514.50 |
-0.25 |
2,156 |
17,903 |
+78 |
| Sep10 |
100521 |
523.25 |
527.50 |
522.00 |
525.75 |
-0.75 |
486 |
9,042 |
+116 |
| Dec10 |
100521 |
541.75 |
547.25 |
538.25 |
543.75 |
+0.50 |
658 |
9,371 |
+286 |
| Mar11 |
100521 |
559.00 |
562.50 |
557.75 |
561.00 |
+0.50 |
150 |
2,139 |
-60 |
| Total Volume and Open Interest |
3,610 |
43,273 |
+436 |
| Oats(CBOT) |
| Jul10 |
100521 |
193.00 |
216.00 |
193.00 |
196.00 |
+2.00 |
976 |
12,129 |
-107 |
| Sep10 |
100521 |
202.50 |
205.00 |
201.75 |
203.75 |
+2.00 |
53 |
1,302 |
-15 |
| Dec10 |
100521 |
213.00 |
217.00 |
212.75 |
214.75 |
+2.00 |
101 |
3,599 |
+59 |
| Mar11 |
100521 |
226.25 |
226.25 |
224.25 |
226.25 |
+2.00 |
491 |
568 |
+490 |
| Total Volume and Open Interest |
1,621 |
17,598 |
+427 |
| Rough Rice(CBOT) |
| Jul10 |
100521 |
12.02 |
12.26 |
12.02 |
12.20 |
+0.18 |
311 |
8,744 |
-8 |
| Sep10 |
100521 |
11.57 |
11.76 |
11.57 |
11.69 |
+0.16 |
63 |
3,522 |
+17 |
| Nov10 |
100521 |
11.62 |
11.87 |
11.62 |
11.80 |
+0.14 |
72 |
1,972 |
+16 |
| Jan11 |
100521 |
11.98 |
12.10 |
11.97 |
12.07 |
+0.13 |
0 |
444 |
+0 |
| Total Volume and Open Interest |
446 |
15,526 |
+25 |
| Live Cattle(CME) |
| Jun10 |
100521 |
91.700 |
92.180 |
90.700 |
91.385 |
-0.065 |
22,784 |
66,792 |
-4,167 |
| Aug10 |
100521 |
90.480 |
91.450 |
89.900 |
90.635 |
+0.155 |
28,512 |
145,197 |
+2,827 |
| Oct10 |
100521 |
91.300 |
92.450 |
90.700 |
91.885 |
+0.350 |
10,157 |
75,401 |
+449 |
| Dec10 |
100521 |
93.450 |
93.900 |
92.550 |
93.300 |
-0.085 |
2,909 |
41,664 |
-92 |
| Feb11 |
100521 |
94.730 |
95.135 |
94.150 |
94.600 |
-0.150 |
1,604 |
19,050 |
-231 |
| Apr11 |
100521 |
95.400 |
96.350 |
95.200 |
95.635 |
-0.265 |
2,389 |
8,962 |
+283 |
| Total Volume and Open Interest |
68,462 |
360,253 |
-899 |
| Feeder Cattle(CME) |
| May10 |
100521 |
108.285 |
109.200 |
108.000 |
108.750 |
-0.050 |
902 |
3,254 |
-378 |
| Aug10 |
100521 |
110.330 |
110.950 |
109.430 |
110.150 |
-0.280 |
2,517 |
25,262 |
+32 |
| Sep10 |
100521 |
109.950 |
110.600 |
109.385 |
109.930 |
-0.170 |
306 |
5,396 |
+4 |
| Oct10 |
100521 |
109.635 |
110.400 |
109.000 |
110.000 |
-0.200 |
259 |
2,896 |
+123 |
| Nov10 |
100521 |
109.300 |
109.900 |
108.800 |
109.500 |
-0.300 |
257 |
1,426 |
+170 |
| Jan11 |
100521 |
108.100 |
108.180 |
107.600 |
108.000 |
-0.100 |
23 |
457 |
+5 |
| Mar11 |
100521 |
107.000 |
107.250 |
107.000 |
107.250 |
unch |
1 |
55 |
+0 |
| Total Volume and Open Interest |
4,265 |
38,753 |
-44 |
| Lean Hogs(CME) |
| Jun10 |
100521 |
80.400 |
81.500 |
79.400 |
81.450 |
+1.200 |
20,457 |
32,736 |
-1,716 |
| Jul10 |
100521 |
82.035 |
82.980 |
80.580 |
82.285 |
+0.400 |
17,048 |
67,249 |
+3,285 |
| Aug10 |
100521 |
82.250 |
82.750 |
80.700 |
82.330 |
+0.230 |
6,936 |
46,802 |
-366 |
| Oct10 |
100521 |
73.700 |
74.600 |
72.580 |
74.550 |
+0.850 |
1,911 |
37,810 |
+407 |
| Dec10 |
100521 |
69.680 |
70.700 |
68.785 |
70.300 |
+0.850 |
943 |
22,068 |
-86 |
| Feb11 |
100521 |
70.000 |
71.180 |
69.930 |
71.000 |
+0.420 |
181 |
6,825 |
+48 |
| Apr11 |
100521 |
71.535 |
71.850 |
71.000 |
71.500 |
+0.400 |
126 |
3,291 |
+83 |
| May11 |
100521 |
75.000 |
75.000 |
74.700 |
74.700 |
+0.400 |
10 |
144 |
+10 |
| Total Volume and Open Interest |
47,620 |
217,760 |
+1,671 |
| Pork Bellies(CME) |
| May10 |
100521 |
111.000 |
111.000 |
110.100 |
110.100 |
+2.100 |
1 |
27 |
-1 |
| Jul10 |
100521 |
100.980 |
101.500 |
100.980 |
101.500 |
+2.000 |
9 |
146 |
+4 |
| Aug10 |
100521 |
98.500 |
99.500 |
98.500 |
99.500 |
+2.000 |
1 |
25 |
+0 |
| Feb11 |
100521 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
3 |
+0 |
| Mar11 |
100521 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11 |
202 |
+3 |
| Class III Milk(CME) |
| May10 |
100521 |
13.40 |
13.40 |
13.36 |
13.39 |
+0.01 |
54 |
4,578 |
-38 |
| Jun10 |
100521 |
13.87 |
13.93 |
13.70 |
13.88 |
+0.05 |
255 |
4,525 |
-51 |
| Jul10 |
100521 |
14.10 |
14.17 |
14.00 |
14.10 |
+0.03 |
226 |
4,215 |
+29 |
| Aug10 |
100521 |
14.54 |
14.64 |
14.40 |
14.56 |
+0.02 |
123 |
3,451 |
+18 |
| Sep10 |
100521 |
14.77 |
14.85 |
14.76 |
14.85 |
+0.09 |
196 |
3,321 |
+74 |
| Total Volume and Open Interest |
1,174 |
29,455 |
+222 |
| Cocoa(ICE) |
| Jul10 |
100521 |
2839 |
2899 |
2811 |
2895 |
+56 |
9,356 |
53,215 |
+171 |
| Sep10 |
100521 |
2879 |
2921 |
2840 |
2916 |
+53 |
3,047 |
28,422 |
+1,203 |
| Dec10 |
100521 |
2869 |
2943 |
2869 |
2939 |
+47 |
839 |
16,329 |
-57 |
| Mar11 |
100521 |
2928 |
2960 |
2928 |
2955 |
+38 |
274 |
16,375 |
+111 |
| May11 |
100521 |
2950 |
2968 |
2948 |
2968 |
+38 |
26 |
6,405 |
-16 |
| Jul11 |
100521 |
2976 |
2976 |
2976 |
2976 |
+38 |
44 |
2,954 |
-7 |
| Sep11 |
100521 |
2984 |
2984 |
2984 |
2984 |
+38 |
20 |
1,166 |
+20 |
| Total Volume and Open Interest |
13,651 |
129,404 |
+1,450 |
| Coffee "C"(ICE) |
| Jul10 |
100521 |
132.15 |
133.05 |
131.10 |
132.40 |
+0.75 |
11,062 |
71,443 |
-205 |
| Sep10 |
100521 |
133.30 |
134.30 |
132.35 |
133.70 |
+0.75 |
5,808 |
29,486 |
+1,184 |
| Dec10 |
100521 |
134.55 |
135.85 |
134.10 |
135.25 |
+0.70 |
2,281 |
18,888 |
+222 |
| Mar11 |
100521 |
136.35 |
136.70 |
135.50 |
136.30 |
+0.65 |
316 |
7,601 |
-10 |
| May11 |
100521 |
136.50 |
136.50 |
136.50 |
136.50 |
+0.50 |
138 |
4,157 |
+1 |
| Jul11 |
100521 |
136.85 |
136.85 |
136.85 |
136.85 |
+0.35 |
87 |
2,487 |
-26 |
| Total Volume and Open Interest |
19,821 |
134,852 |
+1,183 |
| Orange Juice(ICE) |
| Jul10 |
100521 |
145.25 |
147.00 |
144.60 |
146.70 |
+1.45 |
1,495 |
20,091 |
-129 |
| Sep10 |
100521 |
145.40 |
146.75 |
144.90 |
146.75 |
+1.30 |
467 |
6,982 |
+199 |
| Nov10 |
100521 |
145.95 |
146.75 |
145.10 |
146.75 |
+0.90 |
160 |
1,755 |
+92 |
| Jan11 |
100521 |
146.15 |
147.15 |
146.15 |
147.15 |
+0.70 |
10 |
811 |
-4 |
| Mar11 |
100521 |
147.00 |
147.75 |
147.00 |
147.75 |
+0.80 |
1 |
169 |
+0 |
| May11 |
100521 |
147.90 |
147.90 |
147.90 |
147.90 |
+0.80 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
2,133 |
30,161 |
+158 |
| Sugar #11(ICE) |
| Jul10 |
100521 |
15.00 |
15.71 |
14.91 |
15.65 |
+0.66 |
47,023 |
281,373 |
-4,946 |
| Oct10 |
100521 |
15.30 |
15.90 |
15.27 |
15.88 |
+0.54 |
24,282 |
173,062 |
+2,060 |
| Mar11 |
100521 |
16.03 |
16.47 |
16.00 |
16.46 |
+0.39 |
8,679 |
86,453 |
-55 |
| May11 |
100521 |
15.55 |
16.29 |
15.55 |
16.29 |
+0.34 |
1,932 |
24,911 |
+70 |
| Jul11 |
100521 |
15.82 |
16.27 |
15.82 |
16.27 |
+0.30 |
3,275 |
30,748 |
+378 |
| Total Volume and Open Interest |
90,909 |
664,915 |
-779 |
| London Cocoa(LCE) |
| Jul10 |
100513 |
2282 |
2291 |
2252 |
2256 |
-31 |
28,703 |
59,743 |
+5,567 |
| Sep10 |
100521 |
2234 |
2275 |
2229 |
2266 |
+29 |
2,031 |
35,450 |
+374 |
| Dec10 |
100521 |
2182 |
2219 |
2179 |
2210 |
+24 |
1,158 |
22,552 |
+645 |
| Mar11 |
100521 |
2160 |
2195 |
2160 |
2188 |
+21 |
376 |
21,184 |
-104 |
| May11 |
100521 |
2181 |
2187 |
2178 |
2187 |
+19 |
51 |
4,690 |
+18 |
| Jul11 |
100521 |
2191 |
2191 |
2191 |
2191 |
+22 |
15 |
938 |
+9 |
| Sep11 |
100521 |
2193 |
2193 |
2193 |
2193 |
+22 |
0 |
1,843 |
+0 |
| Total Volume and Open Interest |
9,134 |
155,525 |
-468 |
| London Sugar(LCE) |
| Aug10 |
100521 |
488.50 |
504.00 |
487.50 |
503.70 |
+14.00 |
3,161 |
31,067 |
-625 |
| Oct10 |
100521 |
446.90 |
461.60 |
446.90 |
460.70 |
+13.70 |
1,710 |
15,044 |
+372 |
| Dec10 |
100521 |
433.40 |
444.40 |
433.40 |
443.20 |
+11.10 |
479 |
4,887 |
+229 |
| Mar11 |
100521 |
441.10 |
448.10 |
441.10 |
447.20 |
+9.40 |
95 |
3,740 |
+17 |
| May11 |
100521 |
447.70 |
447.70 |
447.70 |
447.70 |
+9.50 |
40 |
1,779 |
-23 |
| Total Volume and Open Interest |
5,491 |
57,325 |
-24 |
| Cotton(ICE) |
| Jul10 |
100521 |
81.60 |
83.21 |
81.54 |
82.97 |
+0.88 |
15,293 |
105,897 |
+1,151 |
| Oct10 |
100521 |
77.75 |
78.11 |
77.30 |
77.54 |
-0.31 |
63 |
2,166 |
-33 |
| Dec10 |
100521 |
76.95 |
77.54 |
76.20 |
77.45 |
+0.50 |
8,024 |
65,796 |
+2,398 |
| Mar11 |
100521 |
78.10 |
78.55 |
77.83 |
78.55 |
+0.46 |
308 |
10,565 |
+1,334 |
| May11 |
100521 |
78.50 |
78.65 |
78.50 |
78.65 |
+0.40 |
8 |
132 |
-8 |
| Jul11 |
100521 |
78.25 |
78.40 |
78.02 |
78.40 |
+0.14 |
56 |
3,280 |
+31 |
| Total Volume and Open Interest |
23,752 |
189,135 |
+4,873 |
| Lumber(CME) |
| Jul10 |
100521 |
238.1 |
243.0 |
236.0 |
239.4 |
+3.4 |
971 |
4,680 |
+21 |
| Sep10 |
100521 |
247.0 |
253.0 |
246.7 |
249.0 |
+4.5 |
230 |
2,067 |
+42 |
| Nov10 |
100521 |
236.2 |
240.6 |
235.5 |
238.2 |
+2.2 |
97 |
715 |
+57 |
| Jan11 |
100521 |
258.5 |
259.4 |
255.0 |
256.0 |
-0.9 |
14 |
45 |
+22 |
| Total Volume and Open Interest |
1,312 |
7,513 |
+142 |
| Crude Oil(NYM) |
| Jul10 |
100521 |
69.52 |
71.23 |
69.00 |
70.04 |
-0.76 |
514,193 |
401,003 |
+8,391 |
| Aug10 |
100521 |
70.80 |
72.76 |
70.50 |
71.67 |
-0.29 |
121,429 |
109,422 |
+3,422 |
| Sep10 |
100521 |
71.60 |
73.75 |
71.47 |
72.75 |
-0.04 |
62,206 |
95,669 |
+2,772 |
| Oct10 |
100521 |
72.79 |
74.56 |
72.32 |
73.55 |
+0.07 |
19,369 |
43,094 |
+123 |
| Nov10 |
100521 |
73.00 |
75.19 |
72.94 |
74.20 |
+0.13 |
13,726 |
35,572 |
-21 |
| Dec10 |
100521 |
73.67 |
75.79 |
73.48 |
74.76 |
+0.19 |
79,515 |
194,615 |
-2,281 |
| Jan11 |
100521 |
74.91 |
75.40 |
73.92 |
75.15 |
+0.23 |
4,446 |
32,643 |
+1,056 |
| Feb11 |
100521 |
74.48 |
76.29 |
74.27 |
75.52 |
+0.25 |
2,902 |
16,305 |
-76 |
| Mar11 |
100521 |
75.65 |
76.70 |
74.60 |
75.87 |
+0.27 |
4,487 |
17,653 |
-344 |
| Apr11 |
100521 |
75.78 |
76.81 |
74.90 |
76.19 |
+0.29 |
2,618 |
11,625 |
-175 |
| May11 |
100521 |
76.95 |
76.95 |
76.34 |
76.50 |
+0.32 |
1,759 |
6,803 |
+11 |
| Jun11 |
100521 |
75.50 |
77.21 |
75.50 |
76.78 |
+0.35 |
6,933 |
43,238 |
+262 |
| Jul11 |
100521 |
77.03 |
77.03 |
77.03 |
77.03 |
+0.39 |
313 |
5,986 |
-7 |
| Aug11 |
100521 |
77.25 |
77.25 |
77.25 |
77.25 |
+0.43 |
355 |
5,514 |
-9 |
| Sep11 |
100521 |
77.48 |
77.48 |
77.48 |
77.48 |
+0.47 |
290 |
7,110 |
-10 |
| Oct11 |
100521 |
77.71 |
77.71 |
77.71 |
77.71 |
+0.51 |
108 |
4,411 |
+18 |
| Total Volume and Open Interest |
1,001,880 |
1,370,636 |
-17,271 |
| 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 |
100521 |
70.850 |
72.750 |
70.550 |
71.675 |
-0.275 |
356 |
666 |
+22 |
| Sep10 |
100521 |
72.325 |
73.425 |
71.500 |
72.750 |
-0.050 |
27 |
211 |
-3 |
| Oct10 |
100521 |
73.550 |
73.550 |
73.550 |
73.550 |
+0.075 |
0 |
23 |
+0 |
| Nov10 |
100521 |
74.000 |
74.200 |
74.000 |
74.200 |
+0.125 |
0 |
6 |
+0 |
| Dec10 |
100521 |
74.400 |
75.450 |
73.700 |
74.750 |
+0.175 |
5 |
83 |
+1 |
| Jan11 |
100521 |
75.725 |
75.725 |
75.150 |
75.150 |
+0.225 |
0 |
2 |
+0 |
| Feb11 |
100521 |
75.525 |
75.525 |
75.525 |
75.525 |
+0.250 |
|
|
|
| Total Volume and Open Interest |
18,153 |
5,337 |
-2,889 |
| Heating Oil(NYM) |
| Jun10 |
100521 |
188.18 |
192.64 |
187.59 |
189.67 |
-0.52 |
37,168 |
47,661 |
-2,562 |
| Jul10 |
100521 |
189.50 |
194.05 |
188.88 |
191.09 |
-0.53 |
43,329 |
68,512 |
+2,402 |
| Aug10 |
100521 |
191.97 |
195.62 |
190.58 |
192.79 |
-0.60 |
13,296 |
35,240 |
+950 |
| Sep10 |
100521 |
194.53 |
197.99 |
193.33 |
195.26 |
-0.60 |
8,638 |
25,358 |
-320 |
| Oct10 |
100521 |
197.13 |
200.51 |
195.83 |
197.83 |
-0.59 |
3,498 |
16,535 |
-120 |
| Nov10 |
100521 |
200.19 |
203.08 |
198.09 |
200.44 |
-0.58 |
1,421 |
12,640 |
+51 |
| Dec10 |
100521 |
202.50 |
205.81 |
200.68 |
203.05 |
-0.57 |
12,421 |
40,620 |
-710 |
| Jan11 |
100521 |
204.26 |
208.26 |
203.50 |
205.91 |
-0.51 |
1,453 |
17,154 |
-234 |
| Feb11 |
100521 |
207.11 |
210.62 |
206.14 |
207.92 |
-0.48 |
598 |
7,336 |
+168 |
| Mar11 |
100521 |
206.22 |
211.13 |
206.22 |
208.82 |
-0.38 |
1,375 |
6,026 |
-507 |
| Apr11 |
100521 |
206.10 |
210.11 |
206.10 |
208.68 |
-0.30 |
689 |
3,542 |
+159 |
| May11 |
100521 |
206.08 |
210.15 |
206.08 |
208.64 |
-0.22 |
482 |
2,693 |
+185 |
| Total Volume and Open Interest |
127,248 |
317,652 |
-670 |
| Gasoline(NYMEX) |
| Jun10 |
100521 |
194.00 |
198.60 |
193.39 |
196.12 |
-0.33 |
36,538 |
41,549 |
-6,120 |
| Jul10 |
100521 |
193.50 |
197.84 |
192.68 |
195.28 |
-0.63 |
43,497 |
84,787 |
+5,593 |
| Aug10 |
100521 |
193.12 |
197.50 |
192.33 |
195.04 |
-0.58 |
14,181 |
38,029 |
-435 |
| Sep10 |
100521 |
192.50 |
197.12 |
192.21 |
194.82 |
-0.55 |
9,224 |
33,948 |
-347 |
| Oct10 |
100521 |
181.99 |
186.86 |
181.99 |
184.87 |
-0.41 |
3,303 |
19,848 |
-69 |
| Nov10 |
100521 |
183.80 |
186.00 |
182.05 |
184.63 |
-0.32 |
2,682 |
16,725 |
+379 |
| Dec10 |
100521 |
183.60 |
187.12 |
182.48 |
185.38 |
-0.25 |
5,219 |
12,893 |
+87 |
| Jan11 |
100521 |
187.22 |
187.22 |
187.22 |
187.22 |
-0.21 |
93 |
4,640 |
+26 |
| Feb11 |
100521 |
189.40 |
189.40 |
189.40 |
189.40 |
-0.18 |
37 |
1,959 |
+17 |
| Mar11 |
100521 |
191.62 |
191.62 |
191.62 |
191.62 |
-0.16 |
34 |
1,343 |
-8 |
| Total Volume and Open Interest |
115,370 |
268,720 |
-862 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100521 |
195.70 |
196.10 |
195.70 |
196.10 |
-0.40 |
0 |
3 |
+0 |
| Jul10 |
100521 |
195.30 |
195.30 |
195.28 |
195.30 |
-0.60 |
0 |
1 |
+0 |
| Aug10 |
100521 |
195.60 |
195.60 |
195.00 |
195.00 |
-0.60 |
0 |
1 |
+0 |
| Sep10 |
100521 |
194.80 |
194.82 |
194.80 |
194.80 |
-0.60 |
|
|
|
| Total Volume and Open Interest |
0 |
12 |
+0 |
| Natural Gas(NYM) |
| Jun10 |
100521 |
4.117 |
4.175 |
4.020 |
4.035 |
-0.071 |
106,976 |
63,634 |
-7,030 |
| Jul10 |
100521 |
4.193 |
4.251 |
4.094 |
4.106 |
-0.079 |
64,284 |
200,120 |
-3,549 |
| Aug10 |
100521 |
4.223 |
4.323 |
4.169 |
4.178 |
-0.080 |
23,399 |
68,975 |
+2,465 |
| Sep10 |
100521 |
4.301 |
4.383 |
4.232 |
4.241 |
-0.081 |
13,390 |
73,524 |
+1,452 |
| Oct10 |
100521 |
4.400 |
4.478 |
4.335 |
4.343 |
-0.078 |
19,564 |
79,904 |
-1,940 |
| Nov10 |
100521 |
4.781 |
4.845 |
4.713 |
4.725 |
-0.062 |
5,897 |
21,818 |
+516 |
| Dec10 |
100521 |
5.160 |
5.218 |
5.098 |
5.112 |
-0.061 |
6,528 |
36,927 |
+597 |
| Jan11 |
100521 |
5.372 |
5.435 |
5.320 |
5.327 |
-0.065 |
8,910 |
51,433 |
-219 |
| Feb11 |
100521 |
5.347 |
5.400 |
5.290 |
5.297 |
-0.065 |
1,655 |
17,833 |
+83 |
| Mar11 |
100521 |
5.241 |
5.269 |
5.178 |
5.186 |
-0.065 |
3,303 |
45,462 |
-674 |
| Apr11 |
100521 |
5.074 |
5.087 |
4.990 |
4.999 |
-0.064 |
4,003 |
37,650 |
-150 |
| May11 |
100521 |
5.071 |
5.085 |
5.020 |
5.020 |
-0.064 |
676 |
23,506 |
-63 |
| Jun11 |
100521 |
5.114 |
5.141 |
5.066 |
5.069 |
-0.065 |
601 |
7,057 |
+132 |
| Jul11 |
100521 |
5.186 |
5.195 |
5.134 |
5.134 |
-0.065 |
150 |
4,889 |
+14 |
| Aug11 |
100521 |
5.230 |
5.230 |
5.187 |
5.187 |
-0.065 |
71 |
5,281 |
+12 |
| Sep11 |
100521 |
5.282 |
5.282 |
5.219 |
5.219 |
-0.065 |
148 |
5,171 |
-91 |
| Total Volume and Open Interest |
261,030 |
866,302 |
-7,770 |
| Brent Crude Oil(ICE) |
| Jul10 |
100521 |
70.83 |
72.80 |
70.56 |
71.68 |
-0.16 |
217,146 |
226,898 |
+7,280 |
| Aug10 |
100521 |
71.60 |
73.56 |
71.35 |
72.47 |
-0.14 |
88,999 |
117,290 |
+8,185 |
| Sep10 |
100521 |
72.21 |
74.12 |
72.00 |
73.14 |
-0.09 |
46,075 |
75,976 |
+2,728 |
| Oct10 |
100521 |
72.72 |
74.72 |
72.54 |
73.75 |
-0.03 |
21,392 |
32,392 |
+2,371 |
| Nov10 |
100521 |
73.25 |
75.30 |
73.09 |
74.34 |
+0.03 |
15,047 |
20,675 |
+1,105 |
| Dec10 |
100521 |
73.76 |
75.90 |
73.60 |
74.91 |
+0.10 |
39,438 |
107,662 |
+3,481 |
| Jan11 |
100521 |
74.06 |
75.91 |
74.06 |
75.39 |
+0.14 |
4,740 |
20,662 |
+309 |
| Feb11 |
100521 |
75.15 |
76.36 |
74.87 |
75.83 |
+0.15 |
2,393 |
11,395 |
-55 |
| Mar11 |
100521 |
75.57 |
76.79 |
75.32 |
76.25 |
+0.15 |
1,691 |
8,057 |
+85 |
| Apr11 |
100521 |
76.64 |
76.64 |
76.64 |
76.64 |
+0.16 |
1,066 |
5,177 |
+165 |
| May11 |
100521 |
77.00 |
77.00 |
77.00 |
77.00 |
+0.17 |
675 |
13,057 |
+78 |
| Jun11 |
100521 |
76.21 |
78.00 |
75.91 |
77.32 |
+0.16 |
3,349 |
16,900 |
-197 |
| Jul11 |
100521 |
77.64 |
77.64 |
77.64 |
77.64 |
+0.19 |
487 |
3,170 |
-71 |
| Aug11 |
100521 |
77.93 |
77.93 |
77.93 |
77.93 |
+0.23 |
479 |
2,618 |
+125 |
| Total Volume and Open Interest |
454,351 |
763,582 |
+27,778 |
| Gas Oil(ICE) |
| Jun10 |
100521 |
601.75 |
614.75 |
598.00 |
610.25 |
+8.50 |
70,690 |
95,132 |
-7,930 |
| Jul10 |
100521 |
604.50 |
618.25 |
601.75 |
613.50 |
+8.25 |
74,320 |
78,878 |
-3,310 |
| Aug10 |
100521 |
607.25 |
622.50 |
607.00 |
617.75 |
+7.25 |
22,739 |
34,886 |
+987 |
| Sep10 |
100521 |
612.75 |
627.75 |
612.50 |
623.25 |
+7.00 |
11,470 |
36,044 |
+931 |
| Oct10 |
100521 |
618.00 |
632.25 |
617.75 |
628.50 |
+6.75 |
7,833 |
30,979 |
+274 |
| Nov10 |
100521 |
623.00 |
636.25 |
622.50 |
633.25 |
+6.50 |
5,932 |
23,096 |
-365 |
| Dec10 |
100521 |
627.75 |
643.00 |
627.00 |
638.00 |
+6.25 |
23,880 |
92,500 |
-1,910 |
| Jan11 |
100521 |
637.75 |
646.25 |
633.00 |
643.25 |
+5.75 |
1,553 |
25,721 |
-251 |
| Feb11 |
100521 |
646.25 |
651.00 |
644.75 |
647.75 |
+5.75 |
1,329 |
13,586 |
+117 |
| Mar11 |
100521 |
650.50 |
654.00 |
646.25 |
652.00 |
+5.75 |
1,066 |
9,188 |
+197 |
| Total Volume and Open Interest |
229,306 |
527,989 |
-8,924 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100521 |
1.584 |
1.596 |
1.584 |
1.592 |
+0.012 |
139 |
615 |
-57 |
| Jul10 |
100521 |
1.594 |
1.607 |
1.594 |
1.603 |
+0.016 |
125 |
1,306 |
+71 |
| Aug10 |
100521 |
1.608 |
1.612 |
1.604 |
1.605 |
+0.010 |
64 |
1,004 |
+25 |
| Sep10 |
100521 |
1.609 |
1.615 |
1.601 |
1.602 |
+0.010 |
26 |
871 |
+15 |
| Oct10 |
100521 |
1.610 |
1.614 |
1.593 |
1.602 |
+0.016 |
16 |
897 |
+15 |
| Nov10 |
100521 |
1.608 |
1.619 |
1.603 |
1.611 |
+0.019 |
35 |
776 |
+15 |
| Dec10 |
100521 |
1.620 |
1.620 |
1.610 |
1.610 |
+0.010 |
27 |
1,354 |
+12 |
| Total Volume and Open Interest |
616 |
9,569 |
+273 |
| US Dollar Index(ICE) |
| Jun10 |
100521 |
85.860 |
86.200 |
85.325 |
85.537 |
-0.168 |
51,809 |
35,762 |
-1,343 |
| Sep10 |
100521 |
86.300 |
86.390 |
85.750 |
85.908 |
-0.177 |
120 |
2,467 |
+43 |
| Dec10 |
100521 |
86.168 |
86.168 |
86.168 |
86.168 |
-0.177 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
51,929 |
38,245 |
-1,300 |
| Australian Dollar(CME) |
| Jun10 |
100521 |
81.11 |
83.45 |
80.65 |
82.41 |
-0.14 |
258,580 |
106,926 |
-1,334 |
| Sep10 |
100521 |
80.15 |
82.60 |
79.84 |
81.56 |
-0.15 |
3,989 |
4,423 |
-196 |
| Dec10 |
100521 |
82.00 |
82.00 |
80.50 |
80.79 |
-0.13 |
6 |
391 |
+1 |
| Total Volume and Open Interest |
262,575 |
111,742 |
-1,529 |
| British Pound(CME) |
| Jun10 |
100521 |
143.43 |
144.98 |
143.17 |
144.72 |
+0.55 |
168,487 |
140,418 |
-4,223 |
| Sep10 |
100521 |
143.71 |
145.01 |
143.18 |
144.74 |
+0.56 |
2,009 |
8,695 |
+1,016 |
| Dec10 |
100521 |
143.13 |
144.77 |
143.13 |
144.77 |
+0.57 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
170,496 |
149,150 |
-3,207 |
| Canadian Dollar(CME) |
| Jun10 |
100521 |
93.33 |
94.77 |
93.00 |
94.10 |
+0.20 |
139,038 |
116,280 |
+397 |
| Sep10 |
100521 |
93.34 |
94.74 |
93.00 |
94.07 |
+0.20 |
1,630 |
7,845 |
+415 |
| Dec10 |
100521 |
93.22 |
94.55 |
93.00 |
94.04 |
+0.22 |
122 |
1,318 |
-3 |
| Mar11 |
100521 |
93.05 |
94.08 |
93.05 |
93.90 |
+0.20 |
11 |
238 |
+3 |
| Total Volume and Open Interest |
140,801 |
125,764 |
+812 |
| Japanese Yen(CME) |
| Jun10 |
100521 |
112.03 |
112.12 |
110.56 |
111.41 |
+0.35 |
202,909 |
139,975 |
+1,634 |
| Sep10 |
100521 |
112.12 |
112.31 |
110.83 |
111.60 |
+0.38 |
813 |
4,336 |
+96 |
| Dec10 |
100521 |
111.97 |
111.97 |
111.44 |
111.84 |
+0.40 |
4 |
118 |
+2 |
| Total Volume and Open Interest |
203,726 |
144,431 |
+1,732 |
| Swiss Franc(CME) |
| Jun10 |
100521 |
86.89 |
87.39 |
86.41 |
87.22 |
+0.01 |
90,383 |
47,525 |
+280 |
| Sep10 |
100521 |
87.31 |
87.66 |
86.88 |
87.50 |
+0.03 |
1,143 |
1,313 |
+330 |
| Dec10 |
100521 |
87.72 |
87.78 |
87.66 |
87.78 |
+0.05 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
91,526 |
48,852 |
+610 |
| EuroFX(CME) |
| Jun10 |
100521 |
124.75 |
126.74 |
124.65 |
125.87 |
+0.19 |
638,060 |
287,351 |
-1,438 |
| Sep10 |
100521 |
124.81 |
126.84 |
124.76 |
125.98 |
+0.20 |
6,683 |
12,134 |
+821 |
| Dec10 |
100521 |
124.76 |
127.60 |
124.76 |
126.11 |
+0.22 |
124 |
347 |
-28 |
| Total Volume and Open Interest |
644,867 |
299,881 |
-645 |
| Mexican Peso(CME) |
| Jun10 |
100521 |
759.5 |
770.5 |
754.8 |
764.8 |
-0.5 |
42,978 |
84,328 |
-799 |
| Jul10 |
100521 |
763.0 |
763.5 |
763.0 |
763.0 |
-0.5 |
|
|
|
| Total Volume and Open Interest |
43,073 |
84,990 |
-788 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100521 |
125~110 |
125~260 |
124~070 |
124~280 |
+0~270 |
|
|
|
| Sep10 |
100521 |
124~080 |
125~200 |
123~240 |
124~160 |
+0~300 |
26,848 |
42,009 |
+12,092 |
| Dec10 |
100521 |
123~050 |
123~050 |
122~070 |
123~050 |
+0~300 |
5 |
61 |
+4 |
| Total Volume and Open Interest |
462,436 |
738,674 |
-11,046 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100521 |
121~100 |
122~035 |
120~300 |
121~100 |
+0~115 |
1,618,521 |
1,796,556 |
+10,325 |
| Sep10 |
100521 |
120~115 |
121~050 |
120~000 |
120~145 |
+0~150 |
103,973 |
114,930 |
+33,093 |
| Dec10 |
100521 |
119~160 |
119~160 |
118~175 |
119~005 |
+0~150 |
2 |
17 |
+2 |
| Total Volume and Open Interest |
1,722,498 |
1,911,511 |
+43,422 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100521 |
117~117 |
118~044 |
117~089 |
117~108 |
+0~014 |
741,155 |
1,008,562 |
+1,008,562 |
| Sep10 |
100521 |
117~005 |
117~064 |
116~108 |
117~000 |
+0~016 |
29,711 |
92,650 |
+13,949 |
| Dec10 |
100521 |
115~119 |
115~119 |
115~103 |
115~119 |
+0~016 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
770,866 |
1,101,214 |
-1,049 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100521 |
54~084 |
54~086 |
54~082 |
54~082 |
-0~001 |
|
|
|
| Sep10 |
100521 |
108~122 |
109~009 |
108~116 |
108~121 |
unch |
34,717 |
81,944 |
+13,664 |
| Dec10 |
100521 |
108~078 |
108~078 |
108~076 |
108~078 |
+0~002 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
393,151 |
1,012,563 |
-14,287 |
| Eurodollars(CME) |
| Jun10 |
100521 |
99.370 |
99.380 |
99.308 |
99.340 |
-0.043 |
292,007 |
1,172,198 |
+21,235 |
| Sep10 |
100521 |
99.175 |
99.195 |
99.045 |
99.105 |
-0.090 |
331,974 |
1,042,927 |
-1,785 |
| Dec10 |
100521 |
99.075 |
99.080 |
98.935 |
99.000 |
-0.075 |
262,586 |
1,053,633 |
+5,308 |
| Mar11 |
100521 |
98.990 |
99.000 |
98.885 |
98.925 |
-0.065 |
240,035 |
805,707 |
+19,203 |
| Jun11 |
100521 |
98.845 |
98.850 |
98.760 |
98.790 |
-0.040 |
271,920 |
878,108 |
+6,138 |
| Sep11 |
100521 |
98.650 |
98.680 |
98.575 |
98.615 |
-0.010 |
230,468 |
701,674 |
+1,077 |
| Dec11 |
100521 |
98.405 |
98.470 |
98.340 |
98.390 |
+0.015 |
189,949 |
530,201 |
+11,561 |
| Mar12 |
100521 |
98.190 |
98.270 |
98.125 |
98.185 |
+0.040 |
155,633 |
381,432 |
+12,790 |
| Jun12 |
100521 |
97.940 |
98.040 |
97.875 |
97.955 |
+0.060 |
99,992 |
239,184 |
+3,141 |
| Sep12 |
100521 |
97.690 |
97.805 |
97.620 |
97.725 |
+0.085 |
55,822 |
183,972 |
-1,659 |
| Dec12 |
100521 |
97.420 |
97.560 |
97.370 |
97.485 |
+0.100 |
43,723 |
143,188 |
+3,215 |
| Mar13 |
100521 |
97.225 |
97.355 |
97.155 |
97.285 |
+0.115 |
39,684 |
137,559 |
-62 |
| Jun13 |
100521 |
97.010 |
97.150 |
96.950 |
97.070 |
+0.120 |
13,661 |
83,093 |
+496 |
| Sep13 |
100521 |
96.805 |
96.960 |
96.745 |
96.870 |
+0.125 |
12,154 |
71,589 |
+352 |
| Dec13 |
100521 |
96.590 |
96.760 |
96.545 |
96.665 |
+0.130 |
9,455 |
38,393 |
-872 |
| Mar14 |
100521 |
96.440 |
96.600 |
96.385 |
96.500 |
+0.130 |
8,078 |
36,824 |
-544 |
| Jun14 |
100521 |
96.270 |
96.440 |
96.220 |
96.335 |
+0.130 |
3,456 |
31,612 |
+164 |
| Sep14 |
100521 |
96.090 |
96.300 |
96.090 |
96.185 |
+0.130 |
3,773 |
22,369 |
-484 |
| Total Volume and Open Interest |
2,275,089 |
7,702,507 |
+79,826 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100521 |
99.793 |
99.795 |
99.790 |
99.793 |
unch |
6,029 |
62,131 |
-2,921 |
| Jun10 |
100521 |
99.780 |
99.785 |
99.775 |
99.785 |
+0.005 |
5,702 |
69,550 |
+2,005 |
| Jul10 |
100521 |
99.765 |
99.775 |
99.765 |
99.775 |
+0.005 |
2,067 |
56,824 |
+997 |
| Aug10 |
100521 |
99.750 |
99.765 |
99.750 |
99.760 |
+0.005 |
5,688 |
80,099 |
+354 |
| Sep10 |
100521 |
99.740 |
99.750 |
99.735 |
99.745 |
+0.005 |
3,284 |
47,677 |
+461 |
| Oct10 |
100521 |
99.725 |
99.740 |
99.715 |
99.730 |
+0.010 |
10,245 |
76,407 |
+1,511 |
| Total Volume and Open Interest |
55,282 |
664,488 |
+6,119 |
| 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 |
100521 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.002 |
0 |
2,964 |
+0 |
| Sep10 |
100521 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.003 |
0 |
1,031 |
+0 |
| Dec10 |
100521 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.003 |
0 |
342 |
+0 |
| Mar11 |
100521 |
99.647 |
99.647 |
99.647 |
99.647 |
+0.005 |
0 |
167 |
+0 |
| Jun11 |
100521 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
| Sep11 |
100521 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Dec11 |
100521 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
| Mar12 |
100521 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
| Jun12 |
100521 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Sep12 |
100521 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
4,504 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100521 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
309 |
6,034 |
-58 |
| Sep10 |
100521 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
221 |
3,019 |
+0 |
| Dec10 |
100521 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
100 |
1,561 |
+0 |
| Mar11 |
100521 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
1,707 |
+0 |
| Jun11 |
100521 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
102 |
+0 |
| Sep11 |
100521 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
53 |
+0 |
| Dec11 |
100521 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
102 |
+0 |
| Mar12 |
100521 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
630 |
13,949 |
-58 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100521 |
140.55 |
140.62 |
140.30 |
140.34 |
+0.12 |
3,012 |
20,874 |
-445 |
| Sep10 |
100521 |
139.95 |
140.16 |
139.90 |
139.97 |
+0.18 |
0 |
35 |
+1 |
| Dec10 |
100521 |
137.88 |
137.88 |
137.88 |
137.88 |
+0.18 |
|
|
|
| Total Volume and Open Interest |
3,012 |
20,909 |
-444 |
| Euro-Bund(EUREX) |
| Jun10 |
100521 |
128.17 |
128.97 |
128.10 |
128.54 |
+0.23 |
1,120,208 |
1,014,407 |
-83,117 |
| Sep10 |
100521 |
127.60 |
128.44 |
127.40 |
128.02 |
+0.22 |
13,284 |
23,590 |
+4,838 |
| Dec10 |
100521 |
126.33 |
126.33 |
126.33 |
126.33 |
+0.27 |
75 |
3 |
+0 |
| Total Volume and Open Interest |
1,133,567 |
1,038,000 |
-78,279 |
| Euro-Bobl(EUREX) |
| Jun10 |
100521 |
120.46 |
120.85 |
120.39 |
120.53 |
-0.07 |
556,211 |
792,894 |
-6,820 |
| Sep10 |
100521 |
120.08 |
120.46 |
120.07 |
120.15 |
-0.07 |
5,110 |
23,411 |
+2,498 |
| Dec10 |
100521 |
119.93 |
119.93 |
119.93 |
119.93 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
561,321 |
816,305 |
-4,322 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100521 |
99.220 |
99.220 |
99.190 |
99.195 |
-0.025 |
130 |
6,491 |
-3 |
| Sep10 |
100521 |
99.080 |
99.080 |
99.040 |
99.045 |
-0.035 |
104 |
2,918 |
+94 |
| Dec10 |
100521 |
99.025 |
99.025 |
98.980 |
98.980 |
-0.045 |
36 |
1,866 |
+25 |
| Total Volume and Open Interest |
630 |
18,138 |
+168 |
| Long Gilt(LIFFE) |
| Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
| Sep10 |
100521 |
118~12 |
119~05 |
118~09 |
118~18 |
+0~06 |
3,160 |
4,501 |
+2,254 |
| Total Volume and Open Interest |
129,110 |
305,960 |
-1,202 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100521 |
99.24 |
99.25 |
99.18 |
99.23 |
-0.01 |
35,144 |
343,235 |
+8,655 |
| Sep10 |
100521 |
99.06 |
99.08 |
98.96 |
99.02 |
-0.06 |
39,482 |
400,694 |
+4,138 |
| Dec10 |
100521 |
98.97 |
98.98 |
98.88 |
98.92 |
-0.05 |
68,380 |
358,620 |
+2,460 |
| Mar11 |
100521 |
98.90 |
98.92 |
98.83 |
98.85 |
-0.05 |
82,650 |
250,003 |
+13,029 |
| Jun11 |
100521 |
98.77 |
98.79 |
98.70 |
98.73 |
-0.03 |
86,964 |
310,697 |
-10,857 |
| Sep11 |
100521 |
98.59 |
98.62 |
98.53 |
98.56 |
-0.01 |
64,143 |
246,558 |
+7,756 |
| Total Volume and Open Interest |
509,314 |
2,443,903 |
+45,850 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100521 |
99.225 |
99.230 |
99.180 |
99.195 |
-0.025 |
120,861 |
845,605 |
-8,743 |
| Sep10 |
100521 |
99.080 |
99.090 |
99.030 |
99.045 |
-0.035 |
160,774 |
727,587 |
+2,324 |
| Dec10 |
100521 |
99.025 |
99.035 |
98.965 |
98.980 |
-0.045 |
119,714 |
519,816 |
-5,057 |
| Total Volume and Open Interest |
1,030,082 |
4,085,558 |
-1,940 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100521 |
95.29 |
95.37 |
95.28 |
95.34 |
+0.04 |
32,406 |
259,095 |
+5,523 |
| Sep10 |
100521 |
95.22 |
95.41 |
95.21 |
95.37 |
+0.13 |
39,343 |
250,597 |
-3,597 |
| Dec10 |
100521 |
95.13 |
95.34 |
95.11 |
95.26 |
+0.12 |
31,753 |
134,972 |
-6,450 |
| Mar11 |
100521 |
95.01 |
95.27 |
95.01 |
95.14 |
+0.10 |
13,059 |
62,587 |
-448 |
| Jun11 |
100521 |
94.91 |
95.15 |
94.89 |
95.00 |
+0.09 |
13,615 |
49,761 |
-1,751 |
| Sep11 |
100521 |
94.78 |
95.02 |
94.76 |
94.87 |
+0.09 |
6,178 |
31,878 |
-1,988 |
| Dec11 |
100521 |
94.68 |
94.93 |
94.68 |
94.77 |
+0.08 |
3,147 |
26,182 |
-800 |
| Mar12 |
100521 |
94.84 |
94.84 |
94.71 |
94.72 |
+0.08 |
2,448 |
15,848 |
+476 |
| Jun12 |
100521 |
94.73 |
94.73 |
94.65 |
94.68 |
+0.06 |
955 |
6,077 |
+342 |
| Sep12 |
100521 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.06 |
265 |
3,110 |
+255 |
| Total Volume and Open Interest |
143,336 |
841,992 |
-8,281 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100521 |
94.59 |
94.72 |
94.57 |
94.61 |
+0.01 |
66,236 |
442,726 |
+8,247 |
| Sep10 |
100521 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
66,236 |
442,726 |
+8,247 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100521 |
95.15 |
95.34 |
95.12 |
95.22 |
+0.06 |
228,539 |
930,539 |
+29,810 |
| Sep10 |
100521 |
95.22 |
95.22 |
95.22 |
95.22 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
228,539 |
930,539 |
+29,810 |
| Gold(CMX) |
| Jun10 |
100521 |
1183.0 |
1188.0 |
1166.0 |
1176.1 |
-12.5 |
225,810 |
273,541 |
-14,437 |
| Aug10 |
100521 |
1184.5 |
1189.5 |
1168.0 |
1177.9 |
-12.5 |
31,253 |
117,990 |
+11,222 |
| Oct10 |
100521 |
1187.2 |
1189.7 |
1169.6 |
1179.7 |
-12.4 |
770 |
23,418 |
+247 |
| Dec10 |
100521 |
1187.0 |
1192.9 |
1172.0 |
1181.8 |
-12.3 |
5,006 |
55,384 |
+1,717 |
| Feb11 |
100521 |
1185.0 |
1192.2 |
1175.0 |
1183.9 |
-12.2 |
470 |
18,584 |
+69 |
| Apr11 |
100521 |
1183.9 |
1187.0 |
1176.8 |
1186.0 |
-12.0 |
118 |
14,763 |
+58 |
| Jun11 |
100521 |
524.6 |
533.8 |
524.6 |
532.8 |
-11.8 |
996 |
13,268 |
+517 |
| Aug11 |
100521 |
1190.6 |
1190.6 |
1190.6 |
1190.6 |
-11.7 |
0 |
3,858 |
+0 |
| Oct11 |
100521 |
1193.5 |
1193.5 |
1193.5 |
1193.5 |
-11.4 |
5 |
6,724 |
+0 |
| Dec11 |
100521 |
1197.0 |
1197.0 |
1194.0 |
1196.6 |
-11.1 |
1,033 |
14,049 |
-669 |
| Feb12 |
100521 |
1199.9 |
1199.9 |
1199.9 |
1199.9 |
-10.9 |
0 |
3,960 |
+0 |
| Total Volume and Open Interest |
267,528 |
579,491 |
-267 |
| Silver(CMX) |
| May10 |
100521 |
1774.0 |
1777.5 |
1750.0 |
1763.1 |
-6.3 |
9 |
119 |
-10 |
| Jul10 |
100521 |
1763.0 |
1789.5 |
1741.0 |
1765.1 |
-6.4 |
55,949 |
78,294 |
-2,195 |
| Sep10 |
100521 |
1766.5 |
1790.5 |
1748.5 |
1768.4 |
-6.2 |
4,685 |
11,843 |
+508 |
| Dec10 |
100521 |
1779.0 |
1794.0 |
1750.0 |
1773.1 |
-6.0 |
4,753 |
15,303 |
+435 |
| Mar11 |
100521 |
1771.0 |
1797.0 |
1771.0 |
1777.0 |
-5.8 |
288 |
5,940 |
+159 |
| May11 |
100521 |
1778.9 |
1778.9 |
1778.9 |
1778.9 |
-5.7 |
24 |
2,392 |
-2 |
| Jul11 |
100521 |
1778.0 |
1782.5 |
1778.0 |
1780.8 |
-5.6 |
323 |
1,766 |
-121 |
| Total Volume and Open Interest |
67,419 |
123,505 |
-1,723 |
| Platinum(NYMEX) |
| Jul10 |
100521 |
1499.1 |
1516.2 |
1446.2 |
1501.2 |
+5.4 |
12,025 |
31,690 |
-1,961 |
| Oct10 |
100521 |
1483.6 |
1519.6 |
1473.0 |
1505.3 |
+6.7 |
53 |
1,628 |
+36 |
| Jan11 |
100521 |
1495.7 |
1509.0 |
1495.7 |
1505.9 |
+5.5 |
9 |
296 |
+7 |
| Apr11 |
100521 |
1505.9 |
1505.9 |
1505.9 |
1505.9 |
+5.5 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,088 |
33,623 |
-1,918 |
| Palladium(NYMEX) |
| Jun10 |
100521 |
415.00 |
447.50 |
391.20 |
439.45 |
+30.50 |
11,691 |
13,837 |
-2,616 |
| Sep10 |
100521 |
410.50 |
448.95 |
397.00 |
441.05 |
+30.55 |
2,948 |
8,204 |
+1,555 |
| Dec10 |
100521 |
416.05 |
446.50 |
411.90 |
441.60 |
+30.25 |
43 |
233 |
-4 |
| Total Volume and Open Interest |
14,684 |
22,306 |
-1,064 |
| Copper(CMX) |
| May10 |
100521 |
295.15 |
310.05 |
295.15 |
305.15 |
+11.60 |
488 |
287 |
-93 |
| Jul10 |
100521 |
294.60 |
311.45 |
294.15 |
306.10 |
+11.65 |
41,257 |
78,351 |
-1,269 |
| Sep10 |
100521 |
296.30 |
312.75 |
296.20 |
307.80 |
+11.55 |
4,256 |
21,981 |
+898 |
| Dec10 |
100521 |
299.10 |
313.55 |
298.90 |
309.40 |
+11.40 |
1,333 |
11,692 |
+173 |
| Mar11 |
100521 |
314.00 |
314.00 |
310.20 |
310.20 |
+11.20 |
510 |
5,124 |
+207 |
| Total Volume and Open Interest |
49,988 |
127,815 |
-739 |
| DJIA Index(CBOT) |
| Jun10 |
100521 |
10030 |
10175 |
9885 |
10160 |
+104 |
751 |
12,473 |
+32 |
| Sep10 |
100521 |
10103 |
10103 |
9999 |
10103 |
+104 |
3 |
218 |
+1 |
| Dec10 |
100521 |
10041 |
10041 |
9937 |
10041 |
+104 |
0 |
2 |
+0 |
| Mar11 |
100521 |
9986 |
9986 |
9882 |
9986 |
+104 |
|
|
|
| Total Volume and Open Interest |
754 |
12,693 |
+33 |
| S & P 500(CME) |
| Jun10 |
100521 |
1068.90 |
1088.80 |
1051.50 |
1084.60 |
+14.60 |
29,222 |
296,846 |
+951 |
| Sep10 |
100521 |
1049.50 |
1082.00 |
1048.00 |
1080.40 |
+14.70 |
1,630 |
18,161 |
+1,339 |
| Dec10 |
100521 |
1045.00 |
1076.30 |
1043.30 |
1076.00 |
+14.70 |
152 |
4,099 |
-148 |
| Mar11 |
100521 |
1072.10 |
1072.40 |
1039.40 |
1072.10 |
+14.70 |
0 |
477 |
+0 |
| Total Volume and Open Interest |
31,004 |
319,628 |
+2,142 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100521 |
1069.25 |
1088.75 |
1051.25 |
1084.50 |
+14.50 |
3,585,852 |
2,607,620 |
+23,231 |
| Sep10 |
100521 |
1063.25 |
1084.00 |
1047.75 |
1080.50 |
+14.75 |
4,422 |
54,762 |
+1,095 |
| Total Volume and Open Interest |
3,590,335 |
2,665,489 |
+24,333 |
| NASDAQ 100(CME) |
| Jun10 |
100521 |
1792.00 |
1834.00 |
1767.00 |
1819.30 |
+18.80 |
827 |
23,129 |
-25 |
| Sep10 |
100521 |
1799.50 |
1829.00 |
1792.00 |
1818.00 |
+18.70 |
0 |
965 |
+0 |
| Dec10 |
100521 |
1815.30 |
1815.30 |
1814.50 |
1815.30 |
+18.80 |
|
|
|
| Total Volume and Open Interest |
827 |
24,094 |
-25 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100521 |
1800.00 |
1834.00 |
1765.50 |
1819.30 |
+18.80 |
435,357 |
342,284 |
+244 |
| Sep10 |
100521 |
1796.30 |
1831.00 |
1764.50 |
1818.00 |
+18.70 |
208 |
1,964 |
+24 |
| Total Volume and Open Interest |
435,569 |
344,282 |
+271 |
| S & P Midcap 400(CME) |
| Jun10 |
100521 |
727.00 |
751.00 |
722.00 |
749.00 |
+10.50 |
220 |
2,758 |
+216 |
| Sep10 |
100521 |
747.40 |
747.40 |
746.00 |
747.40 |
+10.90 |
0 |
1 |
+0 |
| Dec10 |
100521 |
745.40 |
745.40 |
744.00 |
745.40 |
+10.90 |
|
|
|
| Total Volume and Open Interest |
220 |
2,759 |
+216 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100521 |
9840 |
9840 |
9600 |
9840 |
-285 |
|
|
|
| Sep10 |
100521 |
9750 |
9895 |
9750 |
9895 |
+105 |
4 |
4 |
-3 |
| Total Volume and Open Interest |
18,748 |
44,329 |
+1,009 |
| Nikkei 225(SGX) |
| Jun10 |
100521 |
10060 |
10100 |
9660 |
9740 |
-275 |
157,221 |
178,683 |
-3,012 |
| Sep10 |
100521 |
9965 |
9965 |
9705 |
9735 |
-280 |
45 |
2,859 |
-3 |
| Dec10 |
100521 |
9690 |
9690 |
9690 |
9690 |
-280 |
391 |
1,388 |
+0 |
| Total Volume and Open Interest |
157,678 |
183,206 |
-3,015 |
| CAC 40(EURONEXT) |
| May10 |
100521 |
3400.5 |
3459.0 |
3339.0 |
3387.0 |
-44.0 |
363,504 |
481,084 |
-39,301 |
| Jun10 |
100521 |
3369.5 |
3433.5 |
3308.5 |
3403.5 |
+4.0 |
164,711 |
308,559 |
+149,256 |
| Jul10 |
100521 |
3401.0 |
3401.5 |
3320.0 |
3401.5 |
+1.0 |
6 |
96 |
+1 |
| Total Volume and Open Interest |
528,242 |
791,389 |
+109,950 |
| 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 |
100521 |
5831.0 |
5873.0 |
5688.0 |
5823.0 |
-27.0 |
295,626 |
188,801 |
-4,715 |
| Sep10 |
100521 |
5827.0 |
5872.5 |
5697.5 |
5828.0 |
-27.0 |
1,067 |
10,293 |
+167 |
| Dec10 |
100521 |
5846.0 |
5880.0 |
5705.5 |
5836.0 |
-26.0 |
329 |
1,961 |
+86 |
| Total Volume and Open Interest |
297,022 |
201,055 |
-4,462 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100521 |
5030.00 |
5086.50 |
4940.00 |
5039.00 |
-24.00 |
197,568 |
676,191 |
+2,432 |
| Sep10 |
100521 |
4988.00 |
5036.50 |
4910.00 |
4997.00 |
-24.00 |
274 |
1,903 |
+117 |
| Dec10 |
100521 |
4995.50 |
4997.00 |
4891.50 |
4972.50 |
-22.50 |
211 |
3,231 |
+56 |
| Total Volume and Open Interest |
198,053 |
681,580 |
+2,605 |
| SPI 200(SFE) |
| Jun10 |
100521 |
4342.0 |
4374.0 |
4183.0 |
4300.0 |
-17.0 |
56,124 |
250,170 |
+10,631 |
| Sep10 |
100521 |
4254.0 |
4298.0 |
4184.0 |
4284.0 |
-18.0 |
137 |
3,485 |
+114 |
| Dec10 |
100521 |
4305.0 |
4305.0 |
4305.0 |
4305.0 |
-18.0 |
0 |
2,584 |
-1 |
| Total Volume and Open Interest |
56,261 |
257,389 |
+10,744 |
| GSCI(CME) |
| Jun10 |
100521 |
473.50 |
478.50 |
469.00 |
472.00 |
-2.50 |
962 |
17,505 |
-132 |
| Jul10 |
100521 |
479.50 |
483.00 |
475.00 |
478.00 |
-1.00 |
2 |
0 |
+0 |
| Aug10 |
100521 |
482.00 |
486.00 |
478.00 |
481.00 |
-0.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
966 |
17,505 |
-132 |
| Reuters CCI(ICE) |
| Jun10 |
100521 |
251.80 |
251.80 |
251.80 |
251.80 |
+0.70 |
|
|
|
| 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. |
|
|