|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon May 24, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100524 |
941.00 |
952.50 |
939.00 |
940.50 |
-0.50 |
80,994 |
228,433 |
+113 |
| Aug10 |
100524 |
935.00 |
945.50 |
934.75 |
935.00 |
+1.75 |
10,667 |
16,171 |
-963 |
| Sep10 |
100524 |
918.50 |
928.50 |
918.50 |
922.75 |
+7.50 |
3,462 |
12,897 |
-430 |
| Nov10 |
100524 |
908.00 |
922.00 |
908.00 |
915.50 |
+8.00 |
36,857 |
157,861 |
+121 |
| Jan11 |
100524 |
919.25 |
930.75 |
916.00 |
924.75 |
+8.75 |
1,165 |
11,215 |
+111 |
| Mar11 |
100524 |
935.00 |
937.50 |
922.75 |
931.75 |
+9.00 |
415 |
5,332 |
+48 |
| May11 |
100524 |
931.00 |
941.50 |
928.25 |
936.50 |
+8.25 |
552 |
4,988 |
+245 |
| Total Volume and Open Interest |
137,989 |
459,545 |
+1,786 |
| Soybean Meal(CBOT) |
| Jul10 |
100524 |
276.00 |
279.90 |
273.30 |
273.70 |
-1.90 |
33,599 |
88,310 |
-3,088 |
| Aug10 |
100524 |
271.70 |
275.60 |
269.60 |
269.70 |
-1.20 |
3,991 |
16,355 |
+572 |
| Sep10 |
100524 |
265.80 |
269.30 |
264.00 |
264.30 |
+0.40 |
1,720 |
11,951 |
+62 |
| Oct10 |
100524 |
258.20 |
261.30 |
255.40 |
256.80 |
+1.40 |
1,840 |
7,978 |
-27 |
| Dec10 |
100524 |
254.60 |
259.50 |
254.50 |
255.40 |
+1.60 |
9,102 |
34,425 |
+792 |
| Jan11 |
100524 |
259.00 |
259.60 |
256.00 |
256.10 |
+1.70 |
274 |
4,314 |
-159 |
| Mar11 |
100524 |
259.80 |
260.70 |
255.90 |
258.00 |
+2.10 |
162 |
3,951 |
+20 |
| May11 |
100524 |
259.90 |
261.60 |
259.00 |
259.00 |
+2.40 |
58 |
1,620 |
+16 |
| Total Volume and Open Interest |
51,024 |
171,694 |
-1,805 |
| Soybean Oil(CBOT) |
| Jul10 |
100524 |
37.01 |
37.55 |
37.00 |
37.52 |
+0.56 |
35,601 |
185,447 |
+4,142 |
| Aug10 |
100524 |
37.26 |
37.74 |
37.23 |
37.74 |
+0.56 |
4,851 |
24,547 |
+776 |
| Sep10 |
100524 |
37.50 |
37.94 |
37.43 |
37.94 |
+0.56 |
1,666 |
15,211 |
+69 |
| Oct10 |
100524 |
37.62 |
38.13 |
37.62 |
38.13 |
+0.58 |
1,303 |
11,880 |
+93 |
| Dec10 |
100524 |
37.98 |
38.51 |
37.95 |
38.51 |
+0.59 |
5,898 |
65,359 |
+229 |
| Jan11 |
100524 |
38.58 |
38.81 |
38.58 |
38.81 |
+0.60 |
84 |
3,779 |
+21 |
| Mar11 |
100524 |
39.06 |
39.13 |
38.97 |
39.13 |
+0.62 |
10 |
1,751 |
-7 |
| May11 |
100524 |
39.01 |
39.40 |
39.01 |
39.40 |
+0.64 |
44 |
1,429 |
-1 |
| Total Volume and Open Interest |
50,115 |
312,626 |
+5,770 |
| Canola(WCE) |
| 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 |
| May11 |
100521 |
395.2 |
397.2 |
393.7 |
396.3 |
-1.3 |
149 |
1,067 |
+97 |
| Total Volume and Open Interest |
16,673 |
135,953 |
+737 |
| Corn(CBOT) |
| Jul10 |
100524 |
368.50 |
372.75 |
367.75 |
371.00 |
+2.00 |
112,279 |
514,332 |
-2,882 |
| Sep10 |
100524 |
376.00 |
381.00 |
376.00 |
380.00 |
+3.25 |
24,409 |
163,688 |
+1,002 |
| Dec10 |
100524 |
385.00 |
390.75 |
384.50 |
389.00 |
+3.75 |
43,454 |
372,318 |
+147 |
| Mar11 |
100524 |
396.75 |
402.00 |
396.50 |
401.00 |
+3.75 |
5,656 |
53,927 |
+1,240 |
| May11 |
100524 |
406.00 |
409.75 |
404.50 |
409.25 |
+3.75 |
656 |
9,028 |
-70 |
| Jul11 |
100524 |
412.00 |
417.00 |
412.00 |
416.25 |
+3.75 |
1,904 |
30,244 |
+90 |
| Total Volume and Open Interest |
195,199 |
1,210,001 |
+565 |
| Wheat(CBOT) |
| Jul10 |
100524 |
473.75 |
476.00 |
466.00 |
467.50 |
-4.50 |
42,108 |
247,492 |
+2,059 |
| Sep10 |
100524 |
489.75 |
492.50 |
483.75 |
485.00 |
-4.25 |
14,125 |
82,407 |
+2,474 |
| Dec10 |
100524 |
520.00 |
523.75 |
515.25 |
516.50 |
-3.50 |
8,024 |
70,783 |
-256 |
| Mar11 |
100524 |
549.50 |
552.50 |
545.25 |
546.50 |
-2.50 |
1,080 |
26,843 |
+297 |
| May11 |
100524 |
565.00 |
565.50 |
560.00 |
561.75 |
-2.50 |
115 |
7,532 |
+2 |
| Total Volume and Open Interest |
69,283 |
475,585 |
+5,557 |
| Wheat(KCBT) |
| Jul10 |
100524 |
495.00 |
499.00 |
488.25 |
490.50 |
-4.50 |
6,931 |
63,124 |
+163 |
| Sep10 |
100524 |
507.00 |
509.00 |
500.50 |
502.50 |
-4.50 |
1,072 |
19,372 |
+233 |
| Dec10 |
100524 |
523.75 |
528.00 |
517.75 |
520.00 |
-4.50 |
1,204 |
41,991 |
-408 |
| Mar11 |
100524 |
542.50 |
544.75 |
535.50 |
537.50 |
-4.75 |
442 |
14,589 |
+148 |
| May11 |
100524 |
555.00 |
555.00 |
549.50 |
549.50 |
-4.50 |
69 |
5,297 |
+19 |
| Total Volume and Open Interest |
10,521 |
158,820 |
+612 |
| Wheat(MGE) |
| Jul10 |
100524 |
514.50 |
517.25 |
507.50 |
510.00 |
-4.50 |
2,341 |
18,003 |
+100 |
| Sep10 |
100524 |
525.75 |
528.25 |
521.50 |
523.00 |
-2.75 |
324 |
9,052 |
+10 |
| Dec10 |
100524 |
543.75 |
546.00 |
536.75 |
539.00 |
-4.75 |
375 |
9,302 |
-69 |
| Mar11 |
100524 |
560.00 |
563.00 |
556.50 |
558.50 |
-2.50 |
68 |
2,145 |
+6 |
| May11 |
100524 |
574.25 |
574.25 |
566.00 |
567.00 |
-5.00 |
95 |
1,376 |
+47 |
| Total Volume and Open Interest |
3,441 |
43,510 |
+237 |
| Oats(CBOT) |
| Jul10 |
100524 |
199.00 |
201.75 |
196.75 |
199.00 |
+3.00 |
669 |
12,103 |
-26 |
| Sep10 |
100524 |
205.50 |
209.25 |
205.50 |
206.75 |
+3.00 |
7 |
1,304 |
+2 |
| Dec10 |
100524 |
218.75 |
220.50 |
214.75 |
217.75 |
+3.00 |
13 |
3,608 |
+9 |
| Mar11 |
100524 |
229.25 |
229.25 |
226.25 |
229.25 |
+3.00 |
0 |
568 |
+0 |
| Total Volume and Open Interest |
689 |
17,583 |
-15 |
| Rough Rice(CBOT) |
| Jul10 |
100524 |
12.21 |
12.27 |
12.03 |
12.07 |
-0.13 |
594 |
8,756 |
+12 |
| Sep10 |
100524 |
11.68 |
11.75 |
11.54 |
11.68 |
-0.01 |
127 |
3,513 |
-9 |
| Nov10 |
100524 |
11.80 |
11.81 |
11.65 |
11.80 |
unch |
92 |
1,972 |
+0 |
| Jan11 |
100524 |
12.06 |
12.07 |
12.06 |
12.07 |
unch |
25 |
459 |
+15 |
| Total Volume and Open Interest |
850 |
15,554 |
+28 |
| Live Cattle(CME) |
| Jun10 |
100524 |
91.500 |
91.730 |
91.000 |
91.135 |
-0.250 |
23,189 |
62,937 |
-3,855 |
| Aug10 |
100524 |
90.650 |
90.950 |
90.100 |
90.200 |
-0.435 |
26,601 |
146,880 |
+1,683 |
| Oct10 |
100524 |
91.750 |
92.000 |
91.150 |
91.430 |
-0.455 |
8,110 |
75,859 |
+458 |
| Dec10 |
100524 |
93.000 |
93.250 |
92.500 |
92.750 |
-0.550 |
3,401 |
41,971 |
+307 |
| Feb11 |
100524 |
94.250 |
94.535 |
93.850 |
94.000 |
-0.600 |
1,451 |
18,674 |
-376 |
| Apr11 |
100524 |
95.200 |
95.635 |
94.885 |
95.200 |
-0.435 |
640 |
9,138 |
+176 |
| Total Volume and Open Interest |
63,527 |
358,702 |
-1,551 |
| Feeder Cattle(CME) |
| May10 |
100524 |
108.650 |
108.850 |
107.900 |
108.080 |
-0.670 |
1,497 |
2,881 |
-373 |
| Aug10 |
100524 |
110.385 |
110.385 |
108.750 |
108.850 |
-1.300 |
6,134 |
23,988 |
-1,274 |
| Sep10 |
100524 |
109.550 |
109.550 |
108.700 |
108.900 |
-1.030 |
379 |
5,341 |
-55 |
| Oct10 |
100524 |
109.600 |
109.600 |
108.400 |
108.900 |
-1.100 |
376 |
2,827 |
-69 |
| Nov10 |
100524 |
110.000 |
110.000 |
108.150 |
108.500 |
-1.000 |
117 |
1,336 |
-90 |
| Jan11 |
100524 |
107.600 |
107.600 |
106.180 |
107.400 |
-0.600 |
16 |
467 |
+10 |
| Mar11 |
100524 |
106.500 |
107.250 |
106.500 |
107.000 |
-0.250 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
8,519 |
36,902 |
-1,851 |
| Lean Hogs(CME) |
| Jun10 |
100524 |
81.080 |
82.050 |
80.800 |
81.885 |
+0.435 |
20,869 |
30,149 |
-2,587 |
| Jul10 |
100524 |
82.285 |
82.730 |
81.850 |
82.385 |
+0.100 |
11,324 |
68,774 |
+1,525 |
| Aug10 |
100524 |
82.250 |
82.885 |
81.980 |
82.650 |
+0.320 |
4,697 |
46,527 |
-275 |
| Oct10 |
100524 |
74.650 |
74.930 |
74.050 |
74.600 |
+0.050 |
2,401 |
37,980 |
+170 |
| Dec10 |
100524 |
70.000 |
70.900 |
69.850 |
70.535 |
+0.235 |
2,560 |
21,556 |
-512 |
| Feb11 |
100524 |
70.430 |
71.200 |
70.350 |
71.200 |
+0.200 |
79 |
6,826 |
+1 |
| Apr11 |
100524 |
70.900 |
71.700 |
70.800 |
71.600 |
+0.100 |
31 |
3,300 |
+9 |
| May11 |
100524 |
74.500 |
74.500 |
74.500 |
74.500 |
-0.200 |
0 |
144 |
+0 |
| Total Volume and Open Interest |
41,961 |
216,091 |
-1,669 |
| Pork Bellies(CME) |
| May10 |
100524 |
111.000 |
113.100 |
110.980 |
112.000 |
+1.900 |
18 |
29 |
+2 |
| Jul10 |
100524 |
102.850 |
103.000 |
101.800 |
102.700 |
+1.200 |
11 |
142 |
-4 |
| Aug10 |
100524 |
101.400 |
101.400 |
100.000 |
100.000 |
+0.500 |
0 |
25 |
+0 |
| Feb11 |
100524 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
3 |
+0 |
| Mar11 |
100524 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
29 |
200 |
-2 |
| Class III Milk(CME) |
| May10 |
100524 |
13.39 |
13.39 |
13.36 |
13.36 |
-0.03 |
9 |
4,573 |
-5 |
| Jun10 |
100524 |
13.87 |
13.92 |
13.78 |
13.86 |
-0.02 |
154 |
4,481 |
-44 |
| Jul10 |
100524 |
14.10 |
14.10 |
13.95 |
14.05 |
-0.05 |
295 |
4,273 |
+58 |
| Aug10 |
100524 |
14.65 |
14.65 |
14.48 |
14.53 |
-0.03 |
172 |
3,461 |
+10 |
| Sep10 |
100524 |
14.84 |
14.85 |
14.76 |
14.80 |
-0.05 |
117 |
3,360 |
+39 |
| Total Volume and Open Interest |
986 |
29,667 |
+212 |
| Cocoa(ICE) |
| Jul10 |
100524 |
2881 |
2919 |
2855 |
2915 |
+20 |
6,836 |
52,438 |
-777 |
| Sep10 |
100524 |
2910 |
2938 |
2881 |
2936 |
+20 |
2,217 |
29,238 |
+816 |
| Dec10 |
100524 |
2925 |
2957 |
2924 |
2957 |
+18 |
436 |
16,135 |
-194 |
| Mar11 |
100524 |
2950 |
2972 |
2950 |
2972 |
+17 |
276 |
16,518 |
+143 |
| May11 |
100524 |
2983 |
2983 |
2983 |
2983 |
+15 |
0 |
6,405 |
+0 |
| Jul11 |
100524 |
2991 |
2991 |
2991 |
2991 |
+15 |
0 |
2,954 |
+0 |
| Sep11 |
100524 |
3001 |
3001 |
3001 |
3001 |
+17 |
4 |
1,168 |
+2 |
| Total Volume and Open Interest |
9,775 |
129,398 |
-6 |
| Coffee "C"(ICE) |
| Jul10 |
100524 |
132.40 |
133.00 |
131.60 |
132.25 |
-0.15 |
18,427 |
72,543 |
+1,100 |
| Sep10 |
100524 |
133.40 |
134.25 |
133.00 |
133.65 |
-0.05 |
4,984 |
31,055 |
+1,569 |
| Dec10 |
100524 |
135.40 |
135.75 |
134.50 |
135.15 |
-0.10 |
3,667 |
19,711 |
+823 |
| Mar11 |
100524 |
136.30 |
136.70 |
136.00 |
136.20 |
-0.10 |
465 |
7,681 |
+80 |
| May11 |
100524 |
136.50 |
136.50 |
136.50 |
136.50 |
unch |
217 |
4,273 |
+116 |
| Jul11 |
100524 |
136.85 |
136.85 |
136.85 |
136.85 |
unch |
148 |
2,503 |
+16 |
| Total Volume and Open Interest |
28,104 |
138,579 |
+3,727 |
| Orange Juice(ICE) |
| Jul10 |
100524 |
146.05 |
146.05 |
141.80 |
144.90 |
-1.80 |
788 |
20,107 |
+16 |
| Sep10 |
100524 |
145.50 |
145.90 |
142.25 |
144.85 |
-1.90 |
121 |
7,019 |
+37 |
| Nov10 |
100524 |
142.00 |
145.35 |
142.00 |
144.80 |
-1.95 |
4 |
1,862 |
+107 |
| Jan11 |
100524 |
145.05 |
145.05 |
145.05 |
145.05 |
-2.10 |
3 |
810 |
-1 |
| Mar11 |
100524 |
145.45 |
145.45 |
145.45 |
145.45 |
-2.30 |
0 |
169 |
+0 |
| May11 |
100524 |
145.60 |
145.60 |
145.60 |
145.60 |
-2.30 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
916 |
30,320 |
+159 |
| Sugar #11(ICE) |
| Jul10 |
100524 |
15.70 |
15.75 |
15.08 |
15.19 |
-0.46 |
39,883 |
275,864 |
-5,509 |
| Oct10 |
100524 |
15.90 |
15.96 |
15.45 |
15.55 |
-0.33 |
26,523 |
176,106 |
+3,044 |
| Mar11 |
100524 |
16.40 |
16.52 |
16.12 |
16.28 |
-0.18 |
9,129 |
87,664 |
+1,211 |
| May11 |
100524 |
16.28 |
16.28 |
15.95 |
16.14 |
-0.15 |
2,421 |
24,788 |
-123 |
| Jul11 |
100524 |
16.23 |
16.23 |
15.92 |
16.13 |
-0.14 |
1,893 |
31,034 |
+286 |
| Total Volume and Open Interest |
84,094 |
664,655 |
-260 |
| London Cocoa(LCE) |
| Jul10 |
100513 |
2282 |
2291 |
2252 |
2256 |
-31 |
28,703 |
59,743 |
+5,567 |
| Sep10 |
100524 |
2257 |
2295 |
2246 |
2289 |
+23 |
2,541 |
36,337 |
+887 |
| Dec10 |
100524 |
2198 |
2240 |
2196 |
2234 |
+24 |
775 |
22,717 |
+165 |
| Mar11 |
100524 |
2175 |
2215 |
2174 |
2209 |
+21 |
533 |
21,411 |
+227 |
| May11 |
100524 |
2206 |
2206 |
2206 |
2206 |
+19 |
226 |
4,902 |
+212 |
| Jul11 |
100524 |
2211 |
2211 |
2211 |
2211 |
+20 |
2 |
940 |
+2 |
| Sep11 |
100524 |
2215 |
2215 |
2215 |
2215 |
+22 |
0 |
1,843 |
+0 |
| Total Volume and Open Interest |
8,864 |
156,716 |
+1,191 |
| London Sugar(LCE) |
| Aug10 |
100524 |
505.00 |
509.70 |
499.50 |
499.80 |
-3.90 |
2,936 |
31,275 |
+208 |
| Oct10 |
100524 |
461.50 |
463.70 |
453.20 |
454.30 |
-6.40 |
1,193 |
15,285 |
+241 |
| Dec10 |
100524 |
444.90 |
445.30 |
436.50 |
438.00 |
-5.20 |
369 |
5,125 |
+238 |
| Mar11 |
100524 |
448.40 |
448.80 |
441.90 |
441.90 |
-5.30 |
124 |
3,760 |
+20 |
| May11 |
100524 |
448.40 |
448.40 |
442.40 |
442.40 |
-5.30 |
20 |
1,799 |
+20 |
| Total Volume and Open Interest |
4,642 |
58,052 |
+727 |
| Cotton(ICE) |
| Jul10 |
100524 |
82.97 |
83.23 |
82.12 |
82.25 |
-0.72 |
9,887 |
105,304 |
-593 |
| Oct10 |
100524 |
77.19 |
78.26 |
77.15 |
77.35 |
-0.19 |
45 |
2,152 |
-14 |
| Dec10 |
100524 |
77.43 |
78.00 |
77.04 |
77.95 |
+0.50 |
4,588 |
66,750 |
+954 |
| Mar11 |
100524 |
78.25 |
79.16 |
78.20 |
79.12 |
+0.57 |
585 |
9,812 |
-753 |
| May11 |
100524 |
79.40 |
79.50 |
79.40 |
79.47 |
+0.82 |
0 |
132 |
+0 |
| Jul11 |
100524 |
78.99 |
79.81 |
78.99 |
79.81 |
+1.41 |
39 |
3,299 |
+19 |
| Total Volume and Open Interest |
15,145 |
188,748 |
-387 |
| Lumber(CME) |
| Jul10 |
100524 |
240.1 |
249.4 |
240.1 |
245.0 |
+5.6 |
586 |
4,640 |
-40 |
| Sep10 |
100524 |
251.6 |
258.0 |
251.6 |
257.5 |
+8.5 |
253 |
2,134 |
+67 |
| Nov10 |
100524 |
243.6 |
247.5 |
242.3 |
247.5 |
+9.3 |
94 |
768 |
+53 |
| Jan11 |
100524 |
262.1 |
263.0 |
262.0 |
262.0 |
+6.0 |
5 |
38 |
-7 |
| Total Volume and Open Interest |
939 |
7,586 |
+73 |
| Crude Oil(NYM) |
| Jul10 |
100524 |
70.62 |
70.96 |
69.57 |
70.21 |
+0.17 |
553,741 |
398,766 |
-2,237 |
| Aug10 |
100524 |
72.13 |
72.49 |
71.06 |
71.62 |
-0.05 |
135,284 |
111,137 |
+1,715 |
| Sep10 |
100524 |
72.90 |
73.49 |
72.08 |
72.59 |
-0.16 |
69,429 |
98,078 |
+2,409 |
| Oct10 |
100524 |
73.72 |
74.25 |
72.95 |
73.33 |
-0.22 |
23,667 |
42,793 |
-301 |
| Nov10 |
100524 |
74.88 |
74.88 |
73.62 |
73.98 |
-0.22 |
15,553 |
36,260 |
+688 |
| Dec10 |
100524 |
74.80 |
75.52 |
73.96 |
74.57 |
-0.19 |
82,690 |
191,538 |
-3,077 |
| Jan11 |
100524 |
75.69 |
75.69 |
74.85 |
74.96 |
-0.19 |
8,556 |
33,960 |
+1,317 |
| Feb11 |
100524 |
75.61 |
75.61 |
75.33 |
75.33 |
-0.19 |
3,902 |
16,206 |
-99 |
| Mar11 |
100524 |
75.98 |
76.35 |
75.37 |
75.68 |
-0.19 |
4,702 |
17,891 |
+238 |
| Apr11 |
100524 |
76.06 |
76.06 |
75.87 |
76.00 |
-0.19 |
2,878 |
11,490 |
-135 |
| May11 |
100524 |
77.16 |
77.16 |
76.31 |
76.31 |
-0.19 |
1,349 |
7,012 |
+209 |
| Jun11 |
100524 |
76.67 |
77.00 |
76.45 |
76.59 |
-0.19 |
5,495 |
42,670 |
-568 |
| Jul11 |
100524 |
76.85 |
76.85 |
76.85 |
76.85 |
-0.18 |
284 |
5,958 |
-28 |
| Aug11 |
100524 |
77.08 |
77.08 |
77.08 |
77.08 |
-0.17 |
234 |
5,513 |
-1 |
| Sep11 |
100524 |
77.31 |
77.31 |
77.31 |
77.31 |
-0.17 |
165 |
7,146 |
+36 |
| Oct11 |
100524 |
77.54 |
77.54 |
77.54 |
77.54 |
-0.17 |
128 |
4,410 |
-1 |
| Total Volume and Open Interest |
938,366 |
1,334,325 |
-36,311 |
| 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 |
100524 |
71.900 |
72.450 |
71.150 |
71.625 |
-0.050 |
662 |
632 |
-34 |
| Sep10 |
100524 |
73.000 |
73.250 |
72.325 |
72.600 |
-0.150 |
140 |
221 |
+10 |
| Oct10 |
100524 |
73.325 |
73.325 |
73.325 |
73.325 |
-0.225 |
4 |
23 |
+0 |
| Nov10 |
100524 |
73.975 |
73.975 |
73.975 |
73.975 |
-0.225 |
0 |
6 |
+0 |
| Dec10 |
100524 |
75.000 |
75.000 |
74.575 |
74.575 |
-0.175 |
9 |
86 |
+3 |
| Jan11 |
100524 |
74.950 |
74.950 |
74.950 |
74.950 |
-0.200 |
2 |
2 |
+0 |
| Feb11 |
100524 |
75.325 |
75.325 |
75.325 |
75.325 |
-0.200 |
|
|
|
| Total Volume and Open Interest |
22,923 |
4,854 |
-483 |
| Heating Oil(NYM) |
| Jun10 |
100524 |
190.02 |
191.57 |
188.40 |
189.93 |
+0.26 |
37,973 |
39,418 |
-8,243 |
| Jul10 |
100524 |
191.25 |
192.88 |
189.68 |
191.36 |
+0.27 |
52,818 |
68,198 |
-314 |
| Aug10 |
100524 |
193.47 |
194.51 |
191.44 |
193.16 |
+0.37 |
13,548 |
35,239 |
-1 |
| Sep10 |
100524 |
196.08 |
196.91 |
193.90 |
195.63 |
+0.37 |
7,151 |
26,178 |
+820 |
| Oct10 |
100524 |
197.17 |
199.46 |
197.17 |
198.14 |
+0.31 |
4,140 |
17,097 |
+562 |
| Nov10 |
100524 |
199.80 |
202.14 |
199.80 |
200.67 |
+0.23 |
3,111 |
12,725 |
+85 |
| Dec10 |
100524 |
204.06 |
204.74 |
201.77 |
203.22 |
+0.17 |
13,049 |
39,206 |
-1,414 |
| Jan11 |
100524 |
205.20 |
207.36 |
205.20 |
206.09 |
+0.18 |
1,902 |
17,445 |
+291 |
| Feb11 |
100524 |
207.02 |
209.30 |
207.02 |
208.19 |
+0.27 |
1,035 |
7,488 |
+152 |
| Mar11 |
100524 |
208.07 |
210.00 |
208.07 |
209.11 |
+0.29 |
618 |
6,138 |
+112 |
| Apr11 |
100524 |
208.85 |
209.95 |
208.85 |
208.97 |
+0.29 |
458 |
3,575 |
+33 |
| May11 |
100524 |
209.40 |
209.89 |
208.55 |
208.92 |
+0.28 |
471 |
2,773 |
+80 |
| Total Volume and Open Interest |
139,662 |
309,449 |
-8,203 |
| Gasoline(NYMEX) |
| Jun10 |
100524 |
196.58 |
198.64 |
195.13 |
197.08 |
+0.96 |
30,655 |
41,025 |
-524 |
| Jul10 |
100524 |
195.35 |
197.47 |
194.26 |
195.71 |
+0.43 |
47,394 |
85,970 |
+1,183 |
| Aug10 |
100524 |
195.15 |
197.00 |
194.00 |
195.37 |
+0.33 |
19,896 |
38,465 |
+436 |
| Sep10 |
100524 |
195.75 |
196.41 |
194.61 |
195.08 |
+0.26 |
11,231 |
33,624 |
-324 |
| Oct10 |
100524 |
184.61 |
186.12 |
184.61 |
185.11 |
+0.24 |
5,293 |
20,008 |
+160 |
| Nov10 |
100524 |
185.11 |
185.11 |
184.66 |
184.82 |
+0.19 |
6,271 |
17,297 |
+572 |
| Dec10 |
100524 |
185.18 |
186.45 |
184.97 |
185.60 |
+0.22 |
5,359 |
12,893 |
+0 |
| Jan11 |
100524 |
187.40 |
187.44 |
187.40 |
187.40 |
+0.18 |
128 |
4,606 |
-34 |
| Feb11 |
100524 |
189.53 |
189.62 |
189.53 |
189.53 |
+0.13 |
25 |
1,959 |
+0 |
| Mar11 |
100524 |
191.71 |
191.84 |
191.71 |
191.71 |
+0.09 |
28 |
1,345 |
+2 |
| Total Volume and Open Interest |
126,793 |
270,560 |
+1,840 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100524 |
197.10 |
197.10 |
197.08 |
197.10 |
+1.00 |
0 |
3 |
+0 |
| Jul10 |
100524 |
195.70 |
195.71 |
195.70 |
195.70 |
+0.40 |
1 |
2 |
+1 |
| Aug10 |
100524 |
195.40 |
195.40 |
195.37 |
195.40 |
+0.40 |
1 |
2 |
+1 |
| Sep10 |
100524 |
195.10 |
195.10 |
195.08 |
195.10 |
+0.30 |
|
|
|
| Total Volume and Open Interest |
3 |
15 |
+3 |
| Natural Gas(NYM) |
| Jun10 |
100524 |
4.037 |
4.068 |
3.986 |
4.017 |
-0.018 |
112,683 |
50,091 |
-13,543 |
| Jul10 |
100524 |
4.111 |
4.132 |
4.049 |
4.075 |
-0.031 |
59,179 |
203,791 |
+3,671 |
| Aug10 |
100524 |
4.135 |
4.205 |
4.122 |
4.146 |
-0.032 |
19,257 |
71,639 |
+2,664 |
| Sep10 |
100524 |
4.213 |
4.269 |
4.180 |
4.206 |
-0.035 |
14,815 |
74,792 |
+1,268 |
| Oct10 |
100524 |
4.351 |
4.371 |
4.279 |
4.306 |
-0.037 |
18,349 |
78,627 |
-1,277 |
| Nov10 |
100524 |
4.700 |
4.750 |
4.662 |
4.683 |
-0.042 |
5,349 |
21,771 |
-47 |
| Dec10 |
100524 |
5.090 |
5.150 |
5.045 |
5.068 |
-0.044 |
4,470 |
35,901 |
-1,026 |
| Jan11 |
100524 |
5.302 |
5.358 |
5.257 |
5.282 |
-0.045 |
9,529 |
51,960 |
+527 |
| Feb11 |
100524 |
5.318 |
5.325 |
5.233 |
5.252 |
-0.045 |
2,214 |
18,002 |
+169 |
| Mar11 |
100524 |
5.190 |
5.190 |
5.130 |
5.150 |
-0.036 |
3,742 |
45,324 |
-138 |
| Apr11 |
100524 |
4.965 |
4.999 |
4.953 |
4.972 |
-0.027 |
3,281 |
37,677 |
+27 |
| May11 |
100524 |
4.995 |
5.003 |
4.980 |
4.996 |
-0.024 |
401 |
23,408 |
-98 |
| Jun11 |
100524 |
5.037 |
5.092 |
5.031 |
5.049 |
-0.020 |
308 |
7,119 |
+62 |
| Jul11 |
100524 |
5.135 |
5.135 |
5.113 |
5.113 |
-0.021 |
88 |
4,908 |
+19 |
| Aug11 |
100524 |
5.155 |
5.177 |
5.155 |
5.166 |
-0.021 |
71 |
5,270 |
-11 |
| Sep11 |
100524 |
5.220 |
5.220 |
5.194 |
5.198 |
-0.021 |
80 |
5,180 |
+9 |
| Total Volume and Open Interest |
255,151 |
858,858 |
-7,444 |
| Brent Crude Oil(ICE) |
| Jul10 |
100524 |
71.80 |
72.26 |
70.89 |
71.17 |
-0.51 |
237,621 |
221,394 |
-5,504 |
| Aug10 |
100524 |
72.55 |
73.08 |
71.70 |
72.00 |
-0.47 |
97,712 |
123,884 |
+6,594 |
| Sep10 |
100524 |
73.24 |
73.73 |
72.37 |
72.69 |
-0.45 |
51,803 |
75,258 |
-718 |
| Oct10 |
100524 |
73.76 |
74.35 |
72.98 |
73.30 |
-0.45 |
24,812 |
33,653 |
+1,261 |
| Nov10 |
100524 |
74.37 |
74.92 |
73.64 |
73.89 |
-0.45 |
18,372 |
23,005 |
+2,330 |
| Dec10 |
100524 |
74.94 |
75.44 |
74.14 |
74.47 |
-0.44 |
44,951 |
107,709 |
+47 |
| Jan11 |
100524 |
75.27 |
75.27 |
74.67 |
74.98 |
-0.41 |
6,333 |
20,772 |
+110 |
| Feb11 |
100524 |
75.72 |
75.72 |
75.29 |
75.44 |
-0.39 |
2,866 |
11,153 |
-242 |
| Mar11 |
100524 |
76.16 |
76.16 |
75.70 |
75.87 |
-0.38 |
2,673 |
8,413 |
+356 |
| Apr11 |
100524 |
76.10 |
76.25 |
76.10 |
76.25 |
-0.39 |
1,592 |
5,332 |
+155 |
| May11 |
100524 |
76.60 |
76.60 |
76.60 |
76.60 |
-0.40 |
1,159 |
13,229 |
+172 |
| Jun11 |
100524 |
77.32 |
77.47 |
76.72 |
76.92 |
-0.40 |
2,984 |
16,884 |
-16 |
| Jul11 |
100524 |
77.22 |
77.22 |
77.22 |
77.22 |
-0.42 |
508 |
3,093 |
-77 |
| Aug11 |
100524 |
77.49 |
77.49 |
77.49 |
77.49 |
-0.44 |
352 |
2,667 |
+49 |
| Total Volume and Open Interest |
505,464 |
770,113 |
+6,531 |
| Gas Oil(ICE) |
| Jun10 |
100524 |
609.50 |
610.75 |
601.25 |
604.25 |
-6.00 |
69,830 |
90,215 |
-4,917 |
| Jul10 |
100524 |
612.75 |
614.25 |
604.25 |
608.00 |
-5.50 |
68,879 |
77,675 |
-1,203 |
| Aug10 |
100524 |
614.00 |
618.75 |
609.50 |
612.75 |
-5.00 |
24,152 |
37,908 |
+3,022 |
| Sep10 |
100524 |
615.25 |
624.00 |
615.25 |
618.25 |
-5.00 |
13,443 |
37,570 |
+1,526 |
| Oct10 |
100524 |
628.75 |
628.75 |
622.25 |
623.50 |
-5.00 |
9,523 |
32,359 |
+1,380 |
| Nov10 |
100524 |
633.00 |
634.25 |
627.50 |
628.50 |
-4.75 |
5,830 |
23,376 |
+280 |
| Dec10 |
100524 |
637.25 |
639.25 |
631.00 |
633.25 |
-4.75 |
25,862 |
91,603 |
-897 |
| Jan11 |
100524 |
640.00 |
644.25 |
637.00 |
638.75 |
-4.50 |
2,898 |
25,617 |
-104 |
| Feb11 |
100524 |
648.25 |
648.25 |
643.25 |
643.25 |
-4.50 |
1,236 |
13,637 |
+51 |
| Mar11 |
100524 |
648.00 |
648.25 |
647.50 |
647.50 |
-4.50 |
1,824 |
9,084 |
-104 |
| Total Volume and Open Interest |
232,446 |
528,837 |
+848 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100524 |
1.599 |
1.604 |
1.592 |
1.603 |
+0.011 |
95 |
563 |
-52 |
| Jul10 |
100524 |
1.608 |
1.610 |
1.603 |
1.608 |
+0.005 |
125 |
1,338 |
+32 |
| Aug10 |
100524 |
1.610 |
1.623 |
1.610 |
1.620 |
+0.015 |
62 |
1,029 |
+25 |
| Sep10 |
100524 |
1.606 |
1.622 |
1.605 |
1.612 |
+0.010 |
70 |
889 |
+18 |
| Oct10 |
100524 |
1.613 |
1.613 |
1.612 |
1.613 |
+0.011 |
48 |
887 |
-10 |
| Nov10 |
100524 |
1.630 |
1.630 |
1.625 |
1.625 |
+0.014 |
70 |
814 |
+38 |
| Dec10 |
100524 |
1.629 |
1.629 |
1.620 |
1.622 |
+0.012 |
57 |
1,348 |
-6 |
| Total Volume and Open Interest |
690 |
9,757 |
+188 |
| US Dollar Index(ICE) |
| Jun10 |
100524 |
85.680 |
86.630 |
85.655 |
86.338 |
+0.800 |
49,397 |
36,077 |
+315 |
| Sep10 |
100524 |
86.200 |
86.980 |
86.090 |
86.688 |
+0.780 |
120 |
2,506 |
+39 |
| Dec10 |
100524 |
86.948 |
86.948 |
86.948 |
86.948 |
+0.780 |
2 |
18 |
+2 |
| Total Volume and Open Interest |
49,519 |
38,601 |
+356 |
| Australian Dollar(CME) |
| Jun10 |
100524 |
82.91 |
83.37 |
81.65 |
83.00 |
+0.59 |
248,064 |
109,679 |
+2,753 |
| Sep10 |
100524 |
81.83 |
82.48 |
80.83 |
82.13 |
+0.57 |
2,706 |
4,468 |
+45 |
| Dec10 |
100524 |
81.34 |
81.34 |
80.79 |
81.34 |
+0.55 |
35 |
395 |
+4 |
| Total Volume and Open Interest |
250,812 |
114,551 |
+2,809 |
| British Pound(CME) |
| Jun10 |
100524 |
144.62 |
145.29 |
143.52 |
144.45 |
-0.27 |
169,648 |
144,712 |
+4,294 |
| Sep10 |
100524 |
144.69 |
145.24 |
143.59 |
144.48 |
-0.26 |
1,642 |
9,339 |
+644 |
| Dec10 |
100524 |
144.52 |
144.77 |
144.52 |
144.52 |
-0.25 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
171,290 |
154,088 |
+4,938 |
| Canadian Dollar(CME) |
| Jun10 |
100524 |
94.15 |
94.93 |
93.80 |
94.55 |
+0.45 |
176,298 |
118,599 |
+2,319 |
| Sep10 |
100524 |
94.08 |
94.91 |
93.80 |
94.54 |
+0.47 |
3,847 |
7,757 |
-88 |
| Dec10 |
100524 |
94.49 |
94.49 |
94.04 |
94.49 |
+0.45 |
551 |
1,647 |
+329 |
| Mar11 |
100524 |
94.25 |
94.45 |
93.90 |
94.35 |
+0.45 |
59 |
290 |
+52 |
| Total Volume and Open Interest |
180,756 |
128,376 |
+2,612 |
| Japanese Yen(CME) |
| Jun10 |
100524 |
110.93 |
111.47 |
110.39 |
110.57 |
-0.84 |
296,914 |
146,568 |
+6,593 |
| Sep10 |
100524 |
111.13 |
111.62 |
110.60 |
110.77 |
-0.83 |
1,155 |
4,465 |
+129 |
| Dec10 |
100524 |
111.02 |
111.84 |
111.02 |
111.02 |
-0.82 |
8 |
121 |
+3 |
| Total Volume and Open Interest |
298,078 |
151,157 |
+6,726 |
| Swiss Franc(CME) |
| Jun10 |
100524 |
87.00 |
87.09 |
86.21 |
86.54 |
-0.68 |
75,809 |
48,740 |
+1,215 |
| Sep10 |
100524 |
87.32 |
87.50 |
86.54 |
86.82 |
-0.68 |
579 |
1,260 |
-53 |
| Dec10 |
100524 |
87.14 |
87.78 |
87.14 |
87.14 |
-0.64 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
76,388 |
50,014 |
+1,162 |
| EuroFX(CME) |
| Jun10 |
100524 |
125.50 |
125.65 |
123.46 |
124.02 |
-1.85 |
605,424 |
285,916 |
-1,435 |
| Sep10 |
100524 |
125.60 |
125.60 |
123.60 |
124.15 |
-1.83 |
5,227 |
13,275 |
+1,141 |
| Dec10 |
100524 |
125.45 |
126.11 |
123.95 |
124.29 |
-1.82 |
106 |
366 |
+19 |
| Total Volume and Open Interest |
610,759 |
299,606 |
-275 |
| Mexican Peso(CME) |
| Jun10 |
100524 |
768.0 |
775.0 |
763.2 |
771.5 |
+6.8 |
53,777 |
83,374 |
-954 |
| Jul10 |
100524 |
769.8 |
769.8 |
763.0 |
769.8 |
+6.8 |
|
|
|
| Total Volume and Open Interest |
54,215 |
84,241 |
-749 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100524 |
125~040 |
125~070 |
124~120 |
124~120 |
-0~160 |
|
|
|
| Sep10 |
100524 |
123~300 |
125~020 |
123~300 |
124~010 |
-0~150 |
37,885 |
56,993 |
+14,984 |
| Dec10 |
100524 |
122~220 |
123~050 |
122~220 |
122~220 |
-0~150 |
10 |
61 |
+0 |
| Total Volume and Open Interest |
622,281 |
741,522 |
+2,848 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100524 |
121~020 |
121~195 |
121~010 |
121~055 |
-0~045 |
2,065,437 |
1,803,282 |
+6,726 |
| Sep10 |
100524 |
120~060 |
120~240 |
120~050 |
120~105 |
-0~040 |
122,955 |
155,538 |
+40,608 |
| Dec10 |
100524 |
118~285 |
119~005 |
118~285 |
118~285 |
-0~040 |
12 |
23 |
+6 |
| Total Volume and Open Interest |
2,188,406 |
1,958,853 |
+47,342 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100524 |
117~090 |
118~001 |
117~085 |
117~092 |
-0~016 |
852,078 |
1,009,078 |
+516 |
| Sep10 |
100524 |
116~112 |
117~023 |
116~105 |
116~115 |
-0~013 |
52,114 |
119,766 |
+27,116 |
| Dec10 |
100524 |
115~106 |
115~119 |
115~106 |
115~106 |
-0~013 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
904,192 |
1,128,846 |
+27,632 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100524 |
54~081 |
54~083 |
54~081 |
54~083 |
+0~001 |
|
|
|
| Sep10 |
100524 |
108~120 |
109~002 |
108~114 |
108~124 |
+0~003 |
37,008 |
92,842 |
+10,898 |
| Dec10 |
100524 |
108~082 |
108~082 |
108~078 |
108~082 |
+0~004 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
421,641 |
1,006,829 |
-5,734 |
| Eurodollars(CME) |
| Jun10 |
100524 |
99.355 |
99.355 |
99.270 |
99.290 |
-0.050 |
336,095 |
1,179,082 |
+6,884 |
| Sep10 |
100524 |
99.105 |
99.130 |
99.010 |
99.035 |
-0.070 |
501,473 |
1,041,647 |
-1,280 |
| Dec10 |
100524 |
99.000 |
99.010 |
98.905 |
98.930 |
-0.070 |
413,691 |
1,057,973 |
+4,340 |
| Mar11 |
100524 |
98.920 |
98.935 |
98.825 |
98.850 |
-0.075 |
294,282 |
811,383 |
+5,676 |
| Jun11 |
100524 |
98.780 |
98.800 |
98.690 |
98.705 |
-0.085 |
342,142 |
886,298 |
+8,190 |
| Sep11 |
100524 |
98.590 |
98.610 |
98.510 |
98.520 |
-0.095 |
307,235 |
724,113 |
+22,439 |
| Dec11 |
100524 |
98.360 |
98.380 |
98.285 |
98.290 |
-0.100 |
258,555 |
535,627 |
+5,426 |
| Mar12 |
100524 |
98.150 |
98.185 |
98.075 |
98.085 |
-0.100 |
209,242 |
380,437 |
-995 |
| Jun12 |
100524 |
97.920 |
97.970 |
97.850 |
97.860 |
-0.095 |
129,767 |
236,773 |
-2,411 |
| Sep12 |
100524 |
97.695 |
97.745 |
97.620 |
97.635 |
-0.090 |
91,048 |
184,558 |
+586 |
| Dec12 |
100524 |
97.450 |
97.515 |
97.380 |
97.400 |
-0.085 |
76,427 |
144,367 |
+1,179 |
| Mar13 |
100524 |
97.250 |
97.320 |
97.185 |
97.205 |
-0.080 |
60,684 |
141,910 |
+4,351 |
| Jun13 |
100524 |
97.040 |
97.105 |
96.980 |
97.000 |
-0.070 |
25,668 |
83,640 |
+547 |
| Sep13 |
100524 |
96.825 |
96.905 |
96.785 |
96.805 |
-0.065 |
16,767 |
72,270 |
+681 |
| Dec13 |
100524 |
96.615 |
96.705 |
96.580 |
96.600 |
-0.065 |
16,175 |
38,164 |
-229 |
| Mar14 |
100524 |
96.450 |
96.540 |
96.420 |
96.440 |
-0.060 |
10,784 |
37,431 |
+607 |
| Jun14 |
100524 |
96.245 |
96.370 |
96.215 |
96.275 |
-0.060 |
7,107 |
31,355 |
-257 |
| Sep14 |
100524 |
96.150 |
96.215 |
96.110 |
96.125 |
-0.060 |
5,573 |
22,868 |
+499 |
| Total Volume and Open Interest |
3,116,714 |
7,759,445 |
+56,938 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100524 |
99.793 |
99.795 |
99.793 |
99.793 |
unch |
1,521 |
62,101 |
-30 |
| Jun10 |
100524 |
99.780 |
99.790 |
99.780 |
99.785 |
unch |
3,417 |
69,552 |
+2 |
| Jul10 |
100524 |
99.770 |
99.775 |
99.770 |
99.775 |
unch |
4,937 |
56,147 |
-677 |
| Aug10 |
100524 |
99.760 |
99.770 |
99.760 |
99.765 |
+0.005 |
6,255 |
79,681 |
-418 |
| Sep10 |
100524 |
99.750 |
99.755 |
99.745 |
99.750 |
+0.005 |
6,248 |
46,671 |
-1,006 |
| Oct10 |
100524 |
99.740 |
99.740 |
99.730 |
99.735 |
+0.005 |
6,966 |
75,126 |
-1,281 |
| Total Volume and Open Interest |
60,023 |
663,127 |
-1,361 |
| 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 |
100524 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
412 |
3,099 |
+135 |
| Sep10 |
100524 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
0 |
1,031 |
+0 |
| Dec10 |
100524 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
0 |
342 |
+0 |
| Mar11 |
100524 |
99.643 |
99.643 |
99.643 |
99.643 |
-0.005 |
0 |
167 |
+0 |
| Jun11 |
100524 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.005 |
|
|
|
| Sep11 |
100524 |
99.595 |
99.595 |
99.595 |
99.595 |
-0.005 |
|
|
|
| Dec11 |
100524 |
99.525 |
99.525 |
99.525 |
99.525 |
-0.005 |
|
|
|
| Mar12 |
100524 |
99.490 |
99.490 |
99.490 |
99.490 |
-0.005 |
|
|
|
| Jun12 |
100524 |
99.540 |
99.540 |
99.540 |
99.540 |
-0.005 |
|
|
|
| Sep12 |
100524 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
412 |
4,639 |
+135 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100524 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
206 |
5,696 |
-338 |
| Sep10 |
100524 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
3,019 |
+0 |
| Dec10 |
100524 |
99.64 |
99.65 |
99.64 |
99.65 |
0.00 |
0 |
1,563 |
+2 |
| Mar11 |
100524 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,707 |
+0 |
| Jun11 |
100524 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
0 |
102 |
+0 |
| Sep11 |
100524 |
99.60 |
99.60 |
99.60 |
99.60 |
0.00 |
0 |
53 |
+0 |
| Dec11 |
100524 |
99.53 |
99.53 |
99.53 |
99.53 |
0.00 |
0 |
102 |
+0 |
| Mar12 |
100524 |
99.49 |
99.49 |
99.49 |
99.49 |
-0.01 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
206 |
13,613 |
-336 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100521 |
140.55 |
140.62 |
140.30 |
140.34 |
+0.12 |
3,012 |
20,874 |
-445 |
| Sep10 |
100524 |
139.95 |
139.95 |
139.90 |
139.91 |
-0.06 |
1 |
54 |
+19 |
| Dec10 |
100524 |
137.82 |
137.82 |
137.82 |
137.82 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
2,257 |
21,887 |
+978 |
| Euro-Bund(EUREX) |
| Jun10 |
100524 |
128.41 |
128.90 |
128.31 |
128.61 |
+0.07 |
1,171,780 |
1,042,065 |
+27,658 |
| Sep10 |
100524 |
127.89 |
128.34 |
127.83 |
128.13 |
+0.11 |
5,268 |
25,443 |
+1,853 |
| Dec10 |
100524 |
126.45 |
126.46 |
126.45 |
126.46 |
+0.13 |
101 |
4 |
+1 |
| Total Volume and Open Interest |
1,177,149 |
1,067,512 |
+29,512 |
| Euro-Bobl(EUREX) |
| Jun10 |
100521 |
120.46 |
120.85 |
120.39 |
120.53 |
-0.07 |
556,211 |
792,894 |
-6,820 |
| Sep10 |
100524 |
120.02 |
120.34 |
120.02 |
120.19 |
+0.04 |
9,487 |
25,355 |
+1,944 |
| Dec10 |
100524 |
119.98 |
119.98 |
119.98 |
119.98 |
+0.05 |
10 |
0 |
+0 |
| Total Volume and Open Interest |
689,893 |
817,743 |
+1,438 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100524 |
99.195 |
99.200 |
99.195 |
99.200 |
+0.005 |
19 |
6,496 |
+5 |
| Sep10 |
100524 |
99.015 |
99.025 |
98.995 |
99.020 |
-0.025 |
33 |
2,933 |
+15 |
| Dec10 |
100524 |
98.925 |
98.950 |
98.925 |
98.950 |
-0.030 |
162 |
2,004 |
+138 |
| Total Volume and Open Interest |
1,393 |
17,419 |
-719 |
| Long Gilt(LIFFE) |
| Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
| Sep10 |
100524 |
118~17 |
118~28 |
118~13 |
118~19 |
+0~01 |
3,026 |
6,460 |
+1,959 |
| Total Volume and Open Interest |
156,827 |
299,765 |
-6,195 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100524 |
99.21 |
99.23 |
99.20 |
99.21 |
-0.02 |
45,626 |
347,064 |
+3,829 |
| Sep10 |
100524 |
99.00 |
99.01 |
98.95 |
98.97 |
-0.05 |
93,359 |
403,304 |
+2,610 |
| Dec10 |
100524 |
98.90 |
98.92 |
98.84 |
98.85 |
-0.07 |
110,414 |
369,022 |
+10,402 |
| Mar11 |
100524 |
98.85 |
98.86 |
98.77 |
98.78 |
-0.07 |
112,652 |
254,320 |
+4,317 |
| Jun11 |
100524 |
98.71 |
98.74 |
98.63 |
98.65 |
-0.08 |
137,178 |
304,000 |
-6,697 |
| Sep11 |
100524 |
98.55 |
98.57 |
98.45 |
98.48 |
-0.08 |
112,552 |
247,658 |
+1,100 |
| Total Volume and Open Interest |
825,141 |
2,473,275 |
+29,372 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100521 |
99.225 |
99.230 |
99.180 |
99.195 |
-0.025 |
120,861 |
845,605 |
-8,743 |
| Sep10 |
100524 |
99.050 |
99.060 |
98.990 |
99.020 |
-0.025 |
207,146 |
721,239 |
-6,348 |
| Dec10 |
100524 |
98.990 |
98.990 |
98.900 |
98.950 |
-0.030 |
150,085 |
532,855 |
+13,039 |
| Total Volume and Open Interest |
1,130,788 |
4,104,893 |
+19,335 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100524 |
95.32 |
95.38 |
95.25 |
95.26 |
-0.08 |
29,718 |
267,225 |
+8,130 |
| Sep10 |
100524 |
95.35 |
95.42 |
95.29 |
95.32 |
-0.05 |
53,514 |
257,823 |
+7,226 |
| Dec10 |
100524 |
95.25 |
95.32 |
95.18 |
95.19 |
-0.07 |
33,485 |
143,557 |
+8,585 |
| Mar11 |
100524 |
95.14 |
95.21 |
95.06 |
95.07 |
-0.07 |
13,367 |
62,099 |
-488 |
| Jun11 |
100524 |
94.99 |
95.04 |
94.93 |
94.93 |
-0.07 |
6,896 |
47,757 |
-2,004 |
| Sep11 |
100524 |
94.90 |
94.92 |
94.80 |
94.80 |
-0.07 |
2,545 |
32,616 |
+738 |
| Dec11 |
100524 |
94.79 |
94.81 |
94.71 |
94.71 |
-0.06 |
996 |
26,407 |
+225 |
| Mar12 |
100524 |
94.69 |
94.72 |
94.66 |
94.66 |
-0.06 |
1,010 |
16,310 |
+462 |
| Jun12 |
100524 |
94.67 |
94.67 |
94.62 |
94.62 |
-0.06 |
18 |
5,847 |
-230 |
| Sep12 |
100524 |
94.63 |
94.63 |
94.62 |
94.62 |
-0.05 |
0 |
3,105 |
-5 |
| Total Volume and Open Interest |
141,549 |
864,631 |
+22,639 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100524 |
94.60 |
94.70 |
94.60 |
94.67 |
+0.06 |
66,177 |
460,731 |
+18,005 |
| Sep10 |
100524 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
66,177 |
460,731 |
+18,005 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100524 |
95.20 |
95.29 |
95.19 |
95.22 |
unch |
266,689 |
1,037,688 |
+107,149 |
| Sep10 |
100524 |
95.22 |
95.22 |
95.22 |
95.22 |
unch |
|
|
|
| Total Volume and Open Interest |
266,689 |
1,037,688 |
+107,149 |
| Gold(CMX) |
| Jun10 |
100524 |
1178.1 |
1197.3 |
1176.8 |
1194.0 |
+17.9 |
217,743 |
259,763 |
-13,778 |
| Aug10 |
100524 |
1178.9 |
1199.0 |
1178.6 |
1195.8 |
+17.9 |
31,246 |
130,655 |
+12,665 |
| Oct10 |
100524 |
1187.1 |
1200.0 |
1187.0 |
1197.8 |
+18.1 |
729 |
23,463 |
+45 |
| Dec10 |
100524 |
1186.5 |
1203.0 |
1185.8 |
1200.0 |
+18.2 |
5,702 |
55,983 |
+599 |
| Feb11 |
100524 |
1192.1 |
1205.4 |
1192.1 |
1202.3 |
+18.4 |
508 |
18,661 |
+77 |
| Apr11 |
100524 |
1192.2 |
1204.7 |
1192.2 |
1204.7 |
+18.7 |
51 |
14,771 |
+8 |
| Jun11 |
100524 |
542.2 |
551.9 |
542.2 |
551.9 |
+19.1 |
32 |
13,277 |
+9 |
| Aug11 |
100524 |
1198.8 |
1210.0 |
1198.8 |
1210.0 |
+19.4 |
10 |
3,868 |
+10 |
| Oct11 |
100524 |
1212.9 |
1212.9 |
1212.9 |
1212.9 |
+19.4 |
1 |
6,724 |
+0 |
| Dec11 |
100524 |
1204.0 |
1218.4 |
1204.0 |
1216.0 |
+19.4 |
609 |
14,438 |
+389 |
| Feb12 |
100524 |
1219.6 |
1219.6 |
1219.6 |
1219.6 |
+19.7 |
0 |
3,960 |
+0 |
| Total Volume and Open Interest |
258,765 |
580,039 |
+548 |
| Silver(CMX) |
| May10 |
100524 |
1792.0 |
1804.0 |
1778.0 |
1798.2 |
+35.1 |
31 |
112 |
-7 |
| Jul10 |
100524 |
1765.5 |
1808.0 |
1765.0 |
1800.0 |
+34.9 |
50,571 |
77,952 |
-342 |
| Sep10 |
100524 |
1767.0 |
1811.5 |
1767.0 |
1803.6 |
+35.2 |
2,541 |
11,987 |
+144 |
| Dec10 |
100524 |
1785.0 |
1812.5 |
1785.0 |
1808.5 |
+35.4 |
2,128 |
15,771 |
+468 |
| Mar11 |
100524 |
1812.7 |
1812.7 |
1812.7 |
1812.7 |
+35.7 |
182 |
5,955 |
+15 |
| May11 |
100524 |
1806.0 |
1814.9 |
1806.0 |
1814.9 |
+36.0 |
157 |
2,489 |
+97 |
| Jul11 |
100524 |
1811.5 |
1817.0 |
1811.5 |
1817.0 |
+36.2 |
71 |
1,749 |
-17 |
| Total Volume and Open Interest |
56,334 |
123,815 |
+310 |
| Platinum(NYMEX) |
| Jul10 |
100524 |
1506.1 |
1539.9 |
1491.0 |
1534.5 |
+33.3 |
16,838 |
30,921 |
-769 |
| Oct10 |
100524 |
1535.5 |
1541.5 |
1533.1 |
1539.4 |
+34.1 |
293 |
1,671 |
+43 |
| Jan11 |
100524 |
1540.4 |
1540.4 |
1540.4 |
1540.4 |
+34.5 |
16 |
309 |
+13 |
| Apr11 |
100524 |
1540.4 |
1540.4 |
1540.4 |
1540.4 |
+34.5 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
17,183 |
32,910 |
-713 |
| Palladium(NYMEX) |
| Jun10 |
100524 |
430.90 |
457.00 |
430.90 |
453.55 |
+14.10 |
12,068 |
12,152 |
-1,685 |
| Sep10 |
100524 |
437.00 |
458.60 |
437.00 |
455.55 |
+14.50 |
2,202 |
9,436 |
+1,232 |
| Dec10 |
100524 |
440.55 |
456.10 |
440.55 |
456.10 |
+14.50 |
51 |
248 |
+15 |
| Total Volume and Open Interest |
14,327 |
21,869 |
-437 |
| Copper(CMX) |
| May10 |
100524 |
311.80 |
313.65 |
307.25 |
313.65 |
+8.50 |
253 |
289 |
+2 |
| Jul10 |
100524 |
309.05 |
315.10 |
305.85 |
314.75 |
+8.65 |
49,105 |
78,831 |
+480 |
| Sep10 |
100524 |
311.90 |
316.55 |
308.25 |
316.50 |
+8.70 |
4,124 |
23,673 |
+1,692 |
| Dec10 |
100524 |
309.80 |
318.05 |
309.80 |
318.05 |
+8.65 |
1,599 |
12,233 |
+541 |
| Mar11 |
100524 |
315.65 |
318.85 |
315.65 |
318.85 |
+8.65 |
222 |
5,297 |
+173 |
| Total Volume and Open Interest |
58,311 |
129,985 |
+2,170 |
| DJIA Index(CBOT) |
| Jun10 |
100524 |
10164 |
10180 |
10040 |
10043 |
-117 |
806 |
12,297 |
-176 |
| Sep10 |
100524 |
10101 |
10103 |
9986 |
9986 |
-117 |
5 |
222 |
+4 |
| Dec10 |
100524 |
9928 |
10041 |
9928 |
9928 |
-113 |
0 |
2 |
+0 |
| Mar11 |
100524 |
9873 |
9986 |
9873 |
9873 |
-113 |
|
|
|
| Total Volume and Open Interest |
811 |
12,521 |
-172 |
| S & P 500(CME) |
| Jun10 |
100524 |
1085.00 |
1088.50 |
1070.20 |
1071.00 |
-13.60 |
42,957 |
298,544 |
+1,698 |
| Sep10 |
100524 |
1076.00 |
1084.40 |
1066.80 |
1066.80 |
-13.60 |
1,823 |
19,773 |
+1,612 |
| Dec10 |
100524 |
1062.60 |
1080.00 |
1062.00 |
1062.60 |
-13.40 |
3 |
4,098 |
-1 |
| Mar11 |
100524 |
1058.70 |
1076.10 |
1058.10 |
1058.70 |
-13.40 |
0 |
477 |
+0 |
| Total Volume and Open Interest |
44,783 |
322,937 |
+3,309 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100524 |
1085.50 |
1088.75 |
1070.00 |
1071.00 |
-13.50 |
4,378,875 |
2,728,055 |
+120,435 |
| Sep10 |
100524 |
1080.25 |
1084.50 |
1066.00 |
1066.75 |
-13.75 |
8,458 |
56,905 |
+2,143 |
| Total Volume and Open Interest |
4,387,415 |
2,788,058 |
+122,569 |
| NASDAQ 100(CME) |
| Jun10 |
100524 |
1817.80 |
1840.00 |
1796.50 |
1812.50 |
-6.80 |
2,290 |
23,295 |
+166 |
| Sep10 |
100524 |
1818.00 |
1835.00 |
1811.00 |
1811.00 |
-7.00 |
0 |
965 |
+0 |
| Dec10 |
100524 |
1808.30 |
1811.30 |
1808.30 |
1808.30 |
-7.00 |
|
|
|
| Total Volume and Open Interest |
2,290 |
24,260 |
+166 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100524 |
1821.30 |
1840.00 |
1796.00 |
1812.50 |
-6.80 |
575,943 |
346,435 |
+4,151 |
| Sep10 |
100524 |
1815.00 |
1838.00 |
1796.00 |
1811.00 |
-7.00 |
281 |
1,953 |
-11 |
| Total Volume and Open Interest |
576,239 |
348,434 |
+4,152 |
| S & P Midcap 400(CME) |
| Jun10 |
100524 |
743.00 |
754.00 |
739.25 |
741.40 |
-7.60 |
568 |
3,299 |
+541 |
| Sep10 |
100524 |
739.90 |
739.90 |
739.40 |
739.90 |
-7.50 |
0 |
1 |
+0 |
| Dec10 |
100524 |
737.90 |
737.90 |
737.40 |
737.90 |
-7.50 |
|
|
|
| Total Volume and Open Interest |
568 |
3,300 |
+541 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100524 |
9700 |
9700 |
9700 |
9700 |
-140 |
|
|
|
| Sep10 |
100524 |
9840 |
9840 |
9755 |
9755 |
-140 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
25,175 |
43,140 |
-1,189 |
| Nikkei 225(SGX) |
| Jun10 |
100524 |
9740 |
9835 |
9510 |
9770 |
+30 |
172,784 |
192,960 |
+14,277 |
| Sep10 |
100524 |
9750 |
9780 |
9680 |
9765 |
+30 |
71 |
3,212 |
+353 |
| Dec10 |
100524 |
9720 |
9720 |
9720 |
9720 |
+30 |
0 |
1,449 |
+61 |
| Total Volume and Open Interest |
172,855 |
199,697 |
+16,491 |
| CAC 40(EURONEXT) |
| Jun10 |
100524 |
3406.5 |
3447.5 |
3365.0 |
3402.0 |
-1.5 |
177,012 |
383,607 |
+75,048 |
| Jul10 |
100524 |
3415.0 |
3423.5 |
3367.0 |
3398.0 |
-3.5 |
51 |
138 |
+42 |
| Aug10 |
100524 |
3398.0 |
3398.0 |
3398.0 |
3398.0 |
|
|
|
|
| Hang Seng Index(HKFE) |
| May10 |
100524 |
19335 |
19724 |
19335 |
19548 |
+113 |
97,056 |
77,495 |
-279 |
| Jun10 |
100524 |
19341 |
19690 |
19326 |
19520 |
+119 |
4,729 |
9,796 |
+756 |
| Total Volume and Open Interest |
101,971 |
88,664 |
+548 |
| DAX(EUREX) |
| Jun10 |
100524 |
5818.5 |
5872.5 |
5733.5 |
5800.5 |
-22.5 |
286,732 |
189,436 |
+635 |
| Sep10 |
100524 |
5842.0 |
5870.5 |
5740.0 |
5806.0 |
-22.0 |
1,942 |
11,555 |
+1,262 |
| Dec10 |
100524 |
5849.5 |
5878.5 |
5753.5 |
5813.5 |
-22.5 |
243 |
1,964 |
+3 |
| Total Volume and Open Interest |
288,917 |
202,955 |
+1,900 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100524 |
5066.00 |
5095.00 |
5002.00 |
5052.50 |
+13.50 |
226,810 |
683,201 |
+7,010 |
| Sep10 |
100524 |
5036.50 |
5051.50 |
4967.00 |
5010.50 |
+13.50 |
141 |
1,901 |
-2 |
| Dec10 |
100524 |
5022.00 |
5024.00 |
4986.00 |
4986.00 |
+13.50 |
193 |
3,126 |
-105 |
| Total Volume and Open Interest |
227,371 |
688,710 |
+7,130 |
| SPI 200(SFE) |
| Jun10 |
100524 |
4312.0 |
4418.0 |
4225.0 |
4416.0 |
+116.0 |
62,711 |
275,652 |
+25,482 |
| Sep10 |
100524 |
4238.0 |
4400.0 |
4238.0 |
4400.0 |
+116.0 |
235 |
3,481 |
-4 |
| Dec10 |
100524 |
4421.0 |
4421.0 |
4421.0 |
4421.0 |
+116.0 |
108 |
2,688 |
+104 |
| Total Volume and Open Interest |
63,054 |
282,971 |
+25,582 |
| GSCI(CME) |
| Jun10 |
100524 |
474.00 |
476.35 |
471.95 |
474.00 |
+2.00 |
594 |
17,598 |
+93 |
| Jul10 |
100524 |
479.50 |
481.00 |
477.95 |
479.50 |
+1.50 |
135 |
67 |
+67 |
| Aug10 |
100524 |
483.00 |
485.00 |
480.95 |
483.00 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
729 |
17,665 |
+160 |
| Reuters CCI(ICE) |
| Jun10 |
100524 |
252.50 |
252.50 |
252.50 |
252.50 |
+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. |
|
|