|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed May 26, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100526 |
934.25 |
940.00 |
933.00 |
938.00 |
+7.50 |
60,987 |
219,993 |
-1,254 |
| Aug10 |
100526 |
922.00 |
931.50 |
922.00 |
929.50 |
+8.50 |
6,562 |
15,010 |
-770 |
| Sep10 |
100526 |
914.50 |
918.75 |
912.50 |
916.50 |
+7.00 |
2,302 |
12,906 |
+29 |
| Nov10 |
100526 |
906.00 |
912.50 |
905.00 |
910.00 |
+7.00 |
30,698 |
156,775 |
+200 |
| Jan11 |
100526 |
917.75 |
921.50 |
912.75 |
919.75 |
+7.00 |
2,134 |
11,974 |
+610 |
| Mar11 |
100526 |
926.00 |
930.00 |
920.50 |
928.50 |
+8.00 |
547 |
5,462 |
+115 |
| May11 |
100526 |
933.50 |
935.50 |
926.00 |
933.50 |
+7.50 |
330 |
5,418 |
+136 |
| Total Volume and Open Interest |
105,270 |
450,597 |
-816 |
| Soybean Meal(CBOT) |
| Jul10 |
100526 |
272.00 |
274.30 |
270.50 |
271.30 |
+0.20 |
21,280 |
85,006 |
+160 |
| Aug10 |
100526 |
266.00 |
268.80 |
265.00 |
265.50 |
-0.10 |
3,708 |
16,359 |
-488 |
| Sep10 |
100526 |
261.50 |
262.80 |
259.30 |
259.70 |
-0.30 |
1,094 |
11,468 |
-337 |
| Oct10 |
100526 |
254.50 |
256.60 |
252.30 |
252.30 |
-0.20 |
371 |
7,878 |
-35 |
| Dec10 |
100526 |
252.50 |
254.80 |
250.50 |
250.80 |
-0.60 |
5,249 |
34,681 |
+731 |
| Jan11 |
100526 |
255.10 |
255.60 |
251.60 |
251.60 |
-0.60 |
367 |
4,345 |
+43 |
| Mar11 |
100526 |
257.00 |
257.00 |
254.10 |
254.30 |
+0.10 |
75 |
3,958 |
+12 |
| May11 |
100526 |
255.40 |
255.50 |
254.60 |
254.60 |
-0.60 |
35 |
1,675 |
+2 |
| Total Volume and Open Interest |
32,245 |
168,303 |
+106 |
| Soybean Oil(CBOT) |
| Jul10 |
100526 |
37.28 |
37.88 |
37.06 |
37.85 |
+0.68 |
24,974 |
185,905 |
-1,398 |
| Aug10 |
100526 |
37.51 |
38.09 |
37.31 |
38.07 |
+0.68 |
4,280 |
24,524 |
-776 |
| Sep10 |
100526 |
37.58 |
38.30 |
37.58 |
38.28 |
+0.67 |
1,118 |
15,199 |
-101 |
| Oct10 |
100526 |
37.87 |
38.48 |
37.78 |
38.48 |
+0.67 |
762 |
11,375 |
-211 |
| Dec10 |
100526 |
38.25 |
38.92 |
38.10 |
38.90 |
+0.70 |
7,585 |
67,741 |
+1,606 |
| Jan11 |
100526 |
38.50 |
39.21 |
38.46 |
39.21 |
+0.71 |
283 |
4,077 |
+99 |
| Mar11 |
100526 |
39.33 |
39.53 |
39.10 |
39.53 |
+0.71 |
4 |
1,815 |
+0 |
| May11 |
100526 |
39.60 |
39.81 |
39.10 |
39.81 |
+0.71 |
25 |
1,528 |
+1 |
| Total Volume and Open Interest |
39,054 |
315,333 |
-779 |
| Canola(WCE) |
| Jul10 |
100526 |
377.5 |
380.2 |
376.7 |
377.8 |
-0.9 |
6,421 |
91,788 |
+61 |
| Nov10 |
100526 |
384.2 |
384.5 |
381.6 |
383.0 |
-1.2 |
3,074 |
39,107 |
+1,996 |
| Jan11 |
100526 |
388.4 |
389.2 |
386.7 |
388.0 |
-0.4 |
944 |
4,379 |
+424 |
| Mar11 |
100526 |
391.1 |
392.2 |
390.9 |
392.2 |
-0.3 |
348 |
2,337 |
+122 |
| May11 |
100526 |
394.8 |
396.7 |
394.8 |
396.7 |
+0.4 |
154 |
1,082 |
-7 |
| Total Volume and Open Interest |
11,197 |
139,583 |
+2,629 |
| Corn(CBOT) |
| Jul10 |
100526 |
367.25 |
372.00 |
366.25 |
371.50 |
+7.25 |
96,250 |
503,785 |
-3,156 |
| Sep10 |
100526 |
375.50 |
381.25 |
375.25 |
381.00 |
+7.75 |
20,601 |
173,056 |
+2,907 |
| Dec10 |
100526 |
385.25 |
390.75 |
380.25 |
390.75 |
+8.00 |
45,793 |
373,320 |
+1,517 |
| Mar11 |
100526 |
397.50 |
403.50 |
397.50 |
403.25 |
+7.75 |
1,788 |
54,632 |
+358 |
| May11 |
100526 |
407.75 |
412.00 |
407.50 |
411.50 |
+7.25 |
583 |
9,059 |
+58 |
| Jul11 |
100526 |
414.75 |
419.50 |
413.00 |
419.50 |
+7.50 |
821 |
30,658 |
+136 |
| Total Volume and Open Interest |
168,008 |
1,212,172 |
+2,290 |
| Wheat(CBOT) |
| Jul10 |
100526 |
462.75 |
472.00 |
459.00 |
461.75 |
+1.25 |
32,240 |
248,529 |
+811 |
| Sep10 |
100526 |
480.00 |
489.00 |
476.50 |
479.00 |
+1.00 |
12,207 |
87,560 |
+4,497 |
| Dec10 |
100526 |
510.75 |
519.50 |
507.25 |
510.00 |
+1.25 |
11,816 |
70,710 |
+30 |
| Mar11 |
100526 |
541.50 |
548.50 |
536.75 |
539.00 |
+0.75 |
2,115 |
27,906 |
+338 |
| May11 |
100526 |
557.00 |
563.50 |
552.75 |
555.50 |
+1.25 |
490 |
7,772 |
+210 |
| Total Volume and Open Interest |
60,857 |
484,785 |
+6,643 |
| Wheat(KCBT) |
| Jul10 |
100526 |
486.50 |
494.50 |
483.00 |
488.75 |
+4.00 |
4,964 |
63,223 |
-298 |
| Sep10 |
100526 |
499.25 |
506.25 |
495.50 |
500.75 |
+4.00 |
1,256 |
19,646 |
+212 |
| Dec10 |
100526 |
514.25 |
523.50 |
512.75 |
518.25 |
+4.00 |
2,965 |
41,688 |
+353 |
| Mar11 |
100526 |
537.50 |
540.75 |
530.50 |
536.25 |
+4.00 |
378 |
15,146 |
+231 |
| May11 |
100526 |
547.00 |
552.75 |
545.25 |
548.25 |
+4.00 |
250 |
5,572 |
+168 |
| Total Volume and Open Interest |
10,670 |
160,690 |
+1,174 |
| Wheat(MGE) |
| Jul10 |
100526 |
505.25 |
513.50 |
504.25 |
508.75 |
+5.50 |
1,556 |
18,288 |
-230 |
| Sep10 |
100526 |
520.00 |
525.50 |
517.50 |
520.50 |
+5.00 |
338 |
9,550 |
+2 |
| Dec10 |
100526 |
534.00 |
543.25 |
534.00 |
538.25 |
+5.50 |
597 |
9,709 |
+258 |
| Mar11 |
100526 |
556.00 |
560.75 |
552.50 |
555.75 |
+5.75 |
337 |
2,837 |
-105 |
| May11 |
100526 |
570.25 |
570.25 |
563.75 |
568.00 |
+6.50 |
55 |
1,481 |
-57 |
| Total Volume and Open Interest |
3,068 |
45,797 |
-115 |
| Oats(CBOT) |
| Jul10 |
100526 |
194.50 |
196.75 |
192.25 |
192.50 |
+1.00 |
603 |
11,952 |
-141 |
| Sep10 |
100526 |
202.50 |
204.25 |
200.00 |
201.00 |
+1.00 |
136 |
1,381 |
+67 |
| Dec10 |
100526 |
215.50 |
216.50 |
211.50 |
212.50 |
+1.00 |
146 |
3,664 |
+50 |
| Mar11 |
100526 |
224.00 |
224.00 |
223.00 |
224.00 |
+1.00 |
0 |
567 |
+0 |
| Total Volume and Open Interest |
885 |
17,564 |
-24 |
| Rough Rice(CBOT) |
| Jul10 |
100526 |
11.72 |
11.98 |
11.60 |
11.72 |
+0.10 |
334 |
8,716 |
+43 |
| Sep10 |
100526 |
11.75 |
11.80 |
11.59 |
11.68 |
-0.07 |
132 |
3,524 |
+26 |
| Nov10 |
100526 |
11.83 |
11.93 |
11.70 |
11.81 |
-0.06 |
59 |
2,066 |
+25 |
| Jan11 |
100526 |
12.10 |
12.15 |
12.10 |
12.10 |
-0.05 |
0 |
457 |
+0 |
| Total Volume and Open Interest |
531 |
15,626 |
+100 |
| Live Cattle(CME) |
| Jun10 |
100526 |
90.730 |
91.000 |
90.400 |
90.800 |
+0.765 |
12,464 |
56,108 |
-4,319 |
| Aug10 |
100526 |
89.635 |
90.050 |
89.535 |
89.930 |
+0.850 |
12,736 |
144,786 |
-108 |
| Oct10 |
100526 |
90.950 |
91.200 |
90.730 |
91.100 |
+0.750 |
4,164 |
76,977 |
+492 |
| Dec10 |
100526 |
91.750 |
92.350 |
91.750 |
92.180 |
+0.795 |
2,265 |
41,968 |
-184 |
| Feb11 |
100526 |
93.200 |
93.600 |
93.100 |
93.550 |
+0.800 |
697 |
18,315 |
-124 |
| Apr11 |
100526 |
94.350 |
94.885 |
94.350 |
94.730 |
+0.680 |
480 |
9,193 |
+116 |
| Total Volume and Open Interest |
32,895 |
350,641 |
-4,124 |
| Feeder Cattle(CME) |
| May10 |
100526 |
108.250 |
108.550 |
108.100 |
108.480 |
+0.480 |
839 |
2,559 |
-69 |
| Aug10 |
100526 |
107.850 |
108.330 |
107.250 |
108.300 |
+1.015 |
3,796 |
22,569 |
-937 |
| Sep10 |
100526 |
107.900 |
108.500 |
107.650 |
108.300 |
+0.800 |
393 |
5,170 |
-99 |
| Oct10 |
100526 |
107.800 |
108.150 |
107.400 |
108.050 |
+0.800 |
301 |
2,896 |
+42 |
| Nov10 |
100526 |
107.550 |
108.000 |
107.285 |
107.785 |
+0.785 |
112 |
1,294 |
-13 |
| Jan11 |
100526 |
106.400 |
106.500 |
106.100 |
106.350 |
+0.350 |
16 |
459 |
-2 |
| Mar11 |
100526 |
105.800 |
106.000 |
105.800 |
105.800 |
unch |
3 |
58 |
+2 |
| Total Volume and Open Interest |
5,464 |
35,016 |
-1,072 |
| Lean Hogs(CME) |
| Jun10 |
100526 |
81.150 |
82.135 |
81.050 |
81.650 |
+0.500 |
8,172 |
25,623 |
-2,238 |
| Jul10 |
100526 |
81.750 |
82.850 |
81.725 |
82.600 |
+0.600 |
6,344 |
67,301 |
-580 |
| Aug10 |
100526 |
82.100 |
83.250 |
81.900 |
83.230 |
+1.195 |
3,227 |
44,884 |
+46 |
| Oct10 |
100526 |
74.250 |
75.450 |
73.975 |
75.330 |
+1.355 |
1,035 |
38,131 |
+86 |
| Dec10 |
100526 |
70.650 |
71.700 |
70.385 |
71.580 |
+1.000 |
545 |
21,963 |
+124 |
| Feb11 |
100526 |
71.050 |
71.975 |
71.050 |
71.850 |
+1.100 |
288 |
7,076 |
+49 |
| Apr11 |
100526 |
72.080 |
72.550 |
71.700 |
72.550 |
+1.075 |
92 |
3,410 |
+38 |
| May11 |
100526 |
74.800 |
74.800 |
74.800 |
74.800 |
+0.800 |
0 |
144 |
+0 |
| Total Volume and Open Interest |
19,703 |
209,370 |
-2,477 |
| Pork Bellies(CME) |
| Jul10 |
100526 |
102.000 |
102.600 |
102.000 |
102.600 |
-0.050 |
8 |
140 |
-3 |
| Aug10 |
100526 |
100.750 |
100.750 |
100.750 |
100.750 |
+0.150 |
1 |
25 |
+0 |
| Feb11 |
100526 |
100.500 |
100.500 |
100.500 |
100.500 |
+0.250 |
0 |
3 |
+0 |
| Mar11 |
100526 |
101.000 |
101.000 |
101.000 |
101.000 |
+0.750 |
0 |
1 |
+0 |
| May11 |
100526 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
23 |
196 |
|
| Class III Milk(CME) |
| May10 |
100526 |
13.35 |
13.38 |
13.35 |
13.37 |
unch |
7 |
4,553 |
-15 |
| Jun10 |
100526 |
13.64 |
13.76 |
13.60 |
13.72 |
+0.12 |
90 |
4,520 |
+10 |
| Jul10 |
100526 |
13.60 |
13.72 |
13.50 |
13.65 |
+0.15 |
164 |
4,294 |
+46 |
| Aug10 |
100526 |
14.04 |
14.20 |
14.00 |
14.16 |
+0.16 |
86 |
3,513 |
+4 |
| Sep10 |
100526 |
14.43 |
14.58 |
14.39 |
14.54 |
+0.15 |
36 |
3,406 |
+23 |
| Total Volume and Open Interest |
453 |
29,941 |
+122 |
| Cocoa(ICE) |
| Jul10 |
100526 |
2926 |
2943 |
2869 |
2904 |
-18 |
7,275 |
53,753 |
+782 |
| Sep10 |
100526 |
2935 |
2965 |
2896 |
2931 |
-13 |
2,192 |
29,291 |
+637 |
| Dec10 |
100526 |
2969 |
2985 |
2923 |
2956 |
-13 |
544 |
16,276 |
+191 |
| Mar11 |
100526 |
2991 |
3001 |
2953 |
2984 |
-2 |
238 |
16,633 |
-47 |
| May11 |
100526 |
3001 |
3014 |
2963 |
2994 |
-1 |
0 |
6,399 |
+0 |
| Jul11 |
100526 |
3010 |
3020 |
2970 |
3001 |
-3 |
0 |
2,954 |
+0 |
| Sep11 |
100526 |
3019 |
3019 |
2975 |
3007 |
-6 |
0 |
1,167 |
+0 |
| Total Volume and Open Interest |
10,249 |
131,018 |
+1,563 |
| Coffee "C"(ICE) |
| Jul10 |
100526 |
132.75 |
135.60 |
132.60 |
133.70 |
+0.95 |
5,763 |
71,881 |
-542 |
| Sep10 |
100526 |
134.30 |
137.00 |
134.20 |
135.25 |
+1.00 |
1,863 |
31,758 |
+39 |
| Dec10 |
100526 |
136.50 |
138.30 |
135.75 |
136.70 |
+0.95 |
467 |
19,948 |
-45 |
| Mar11 |
100526 |
137.50 |
139.35 |
136.80 |
137.75 |
+0.95 |
188 |
7,582 |
-46 |
| May11 |
100526 |
137.25 |
139.45 |
137.25 |
137.85 |
+0.90 |
53 |
4,271 |
+52 |
| Jul11 |
100526 |
139.10 |
139.40 |
137.85 |
138.00 |
+0.75 |
0 |
2,489 |
+0 |
| Total Volume and Open Interest |
8,334 |
138,742 |
-542 |
| Orange Juice(ICE) |
| Jul10 |
100526 |
140.10 |
140.90 |
138.15 |
139.60 |
+0.20 |
1,443 |
19,975 |
+131 |
| Sep10 |
100526 |
139.15 |
141.00 |
138.60 |
140.75 |
+1.35 |
179 |
7,415 |
+145 |
| Nov10 |
100526 |
139.25 |
140.60 |
139.00 |
140.20 |
+0.55 |
50 |
2,038 |
+21 |
| Jan11 |
100526 |
140.15 |
140.50 |
140.00 |
140.50 |
+0.35 |
0 |
810 |
+0 |
| Mar11 |
100526 |
140.80 |
140.80 |
140.80 |
140.80 |
unch |
0 |
169 |
+0 |
| May11 |
100526 |
141.00 |
141.00 |
141.00 |
141.00 |
unch |
0 |
154 |
+0 |
| Total Volume and Open Interest |
1,672 |
30,760 |
+297 |
| Sugar #11(ICE) |
| Jul10 |
100526 |
15.32 |
15.62 |
15.06 |
15.36 |
+0.11 |
33,531 |
275,548 |
-1,762 |
| Oct10 |
100526 |
15.63 |
15.84 |
15.37 |
15.65 |
+0.07 |
15,760 |
182,084 |
+1,952 |
| Mar11 |
100526 |
16.31 |
16.50 |
16.09 |
16.39 |
+0.09 |
3,811 |
90,363 |
+367 |
| May11 |
100526 |
16.16 |
16.33 |
15.99 |
16.24 |
+0.08 |
1,283 |
24,987 |
+103 |
| Jul11 |
100526 |
16.32 |
16.32 |
15.96 |
16.20 |
+0.05 |
1,382 |
32,681 |
+578 |
| Total Volume and Open Interest |
57,040 |
675,625 |
+1,546 |
| London Cocoa(LCE) |
| Jul10 |
100513 |
2282 |
2291 |
2252 |
2256 |
-31 |
28,703 |
59,743 |
+5,567 |
| Sep10 |
100526 |
2330 |
2357 |
2315 |
2344 |
+16 |
1,024 |
35,723 |
-43 |
| Dec10 |
100526 |
2274 |
2317 |
2269 |
2302 |
+28 |
1,005 |
23,537 |
-69 |
| Mar11 |
100526 |
2242 |
2271 |
2226 |
2262 |
+20 |
154 |
21,431 |
+73 |
| May11 |
100526 |
2250 |
2266 |
2222 |
2256 |
+18 |
0 |
4,925 |
+0 |
| Jul11 |
100526 |
2263 |
2265 |
2256 |
2258 |
+18 |
0 |
940 |
+0 |
| Sep11 |
100526 |
2274 |
2274 |
2256 |
2262 |
+16 |
0 |
1,843 |
+0 |
| Total Volume and Open Interest |
7,566 |
157,233 |
+262 |
| London Sugar(LCE) |
| Aug10 |
100526 |
499.60 |
508.00 |
491.90 |
492.60 |
-7.60 |
3,398 |
30,746 |
-766 |
| Oct10 |
100526 |
457.80 |
464.60 |
451.20 |
451.60 |
-6.20 |
1,455 |
15,551 |
-13 |
| Dec10 |
100526 |
441.30 |
443.30 |
436.20 |
436.40 |
-3.60 |
30 |
5,129 |
+12 |
| Mar11 |
100526 |
445.40 |
450.10 |
441.50 |
442.00 |
-2.50 |
75 |
3,808 |
+38 |
| May11 |
100526 |
446.00 |
446.00 |
443.10 |
443.90 |
-1.80 |
57 |
1,819 |
+20 |
| Total Volume and Open Interest |
5,015 |
57,861 |
-709 |
| Cotton(ICE) |
| Jul10 |
100526 |
82.07 |
82.90 |
81.76 |
81.84 |
-0.23 |
6,145 |
104,655 |
-369 |
| Oct10 |
100526 |
78.09 |
78.48 |
78.09 |
78.15 |
+0.62 |
83 |
2,055 |
-45 |
| Dec10 |
100526 |
78.00 |
78.99 |
77.77 |
78.93 |
+0.78 |
4,666 |
68,801 |
+762 |
| Mar11 |
100526 |
79.44 |
80.04 |
79.44 |
80.01 |
+0.66 |
403 |
9,970 |
-58 |
| May11 |
100526 |
80.00 |
80.52 |
80.00 |
80.52 |
+0.71 |
101 |
129 |
-3 |
| Jul11 |
100526 |
79.95 |
80.78 |
79.91 |
80.78 |
+0.54 |
443 |
3,386 |
+43 |
| Total Volume and Open Interest |
11,853 |
190,305 |
+340 |
| Lumber(CME) |
| Jul10 |
100526 |
229.6 |
230.0 |
225.0 |
225.0 |
-10.0 |
404 |
4,560 |
-89 |
| Sep10 |
100526 |
241.8 |
241.8 |
237.5 |
237.5 |
-10.0 |
124 |
2,223 |
-72 |
| Nov10 |
100526 |
233.1 |
233.1 |
227.5 |
227.5 |
-10.0 |
28 |
685 |
-141 |
| Jan11 |
100526 |
246.5 |
246.5 |
243.5 |
243.5 |
-8.5 |
3 |
36 |
-3 |
| Total Volume and Open Interest |
560 |
7,510 |
-305 |
| Crude Oil(NYM) |
| Jul10 |
100526 |
70.06 |
71.70 |
69.21 |
71.51 |
+2.76 |
279,820 |
390,449 |
-6,582 |
| Aug10 |
100526 |
71.25 |
72.77 |
70.42 |
72.54 |
+2.44 |
75,589 |
114,463 |
+101 |
| Sep10 |
100526 |
72.00 |
73.56 |
71.27 |
73.36 |
+2.32 |
33,535 |
99,081 |
+310 |
| Oct10 |
100526 |
72.46 |
74.19 |
72.02 |
74.02 |
+2.26 |
12,053 |
41,017 |
-133 |
| Nov10 |
100526 |
73.00 |
74.75 |
72.61 |
74.64 |
+2.22 |
8,982 |
36,366 |
+288 |
| Dec10 |
100526 |
74.00 |
75.34 |
73.17 |
75.23 |
+2.19 |
32,097 |
197,438 |
+2,594 |
| Jan11 |
100526 |
74.60 |
75.64 |
74.55 |
75.62 |
+2.17 |
4,554 |
36,902 |
+990 |
| Feb11 |
100526 |
74.70 |
76.04 |
74.70 |
75.98 |
+2.15 |
2,456 |
16,480 |
+166 |
| Mar11 |
100526 |
74.30 |
76.42 |
74.30 |
76.32 |
+2.15 |
2,163 |
17,739 |
+3 |
| Apr11 |
100526 |
75.55 |
76.77 |
75.55 |
76.64 |
+2.14 |
606 |
11,689 |
-126 |
| May11 |
100526 |
76.25 |
77.00 |
76.25 |
76.93 |
+2.12 |
602 |
6,747 |
-97 |
| Jun11 |
100526 |
75.17 |
77.23 |
75.17 |
77.19 |
+2.11 |
4,719 |
40,784 |
-1,292 |
| Jul11 |
100526 |
77.42 |
77.42 |
77.42 |
77.42 |
+2.09 |
1,207 |
6,095 |
+277 |
| Aug11 |
100526 |
77.62 |
77.62 |
77.62 |
77.62 |
+2.07 |
601 |
5,939 |
+503 |
| Sep11 |
100526 |
77.82 |
77.82 |
77.82 |
77.82 |
+2.05 |
130 |
7,169 |
+19 |
| Oct11 |
100526 |
78.03 |
78.03 |
78.03 |
78.03 |
+2.03 |
15 |
4,384 |
+8 |
| Total Volume and Open Interest |
475,715 |
1,342,554 |
-134 |
| 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 |
100526 |
70.000 |
71.700 |
69.225 |
71.500 |
-0.975 |
8,091 |
3,464 |
+50 |
| Aug10 |
100526 |
71.325 |
72.725 |
70.525 |
72.550 |
+2.450 |
289 |
661 |
+14 |
| Sep10 |
100526 |
71.500 |
73.350 |
71.500 |
73.350 |
+2.300 |
53 |
216 |
-1 |
| Oct10 |
100526 |
73.325 |
74.025 |
73.325 |
74.025 |
+2.275 |
0 |
23 |
+0 |
| Nov10 |
100526 |
74.000 |
74.650 |
74.000 |
74.650 |
+2.225 |
1 |
6 |
+0 |
| Dec10 |
100526 |
74.800 |
75.225 |
74.800 |
75.225 |
+2.175 |
2 |
89 |
+2 |
| Jan11 |
100526 |
75.625 |
75.625 |
75.625 |
75.625 |
+2.175 |
0 |
2 |
+0 |
| Feb11 |
100526 |
75.975 |
75.975 |
75.975 |
75.975 |
+2.150 |
|
|
|
| Total Volume and Open Interest |
10,902 |
5,414 |
+0 |
| Heating Oil(NYM) |
| Jun10 |
100526 |
189.30 |
193.09 |
187.35 |
192.07 |
+4.90 |
25,639 |
29,036 |
-7,101 |
| Jul10 |
100526 |
190.36 |
194.20 |
188.50 |
193.24 |
+4.82 |
44,059 |
72,298 |
+3,642 |
| Aug10 |
100526 |
192.34 |
195.83 |
190.38 |
195.13 |
+4.89 |
11,600 |
37,042 |
+610 |
| Sep10 |
100526 |
193.15 |
198.21 |
193.15 |
197.57 |
+4.92 |
5,325 |
26,132 |
-200 |
| Oct10 |
100526 |
197.90 |
200.55 |
197.31 |
199.97 |
+4.86 |
3,378 |
17,282 |
+233 |
| Nov10 |
100526 |
200.10 |
203.10 |
199.77 |
202.46 |
+4.86 |
927 |
12,671 |
-41 |
| Dec10 |
100526 |
200.76 |
205.69 |
200.61 |
204.93 |
+4.76 |
6,258 |
40,472 |
+1,112 |
| Jan11 |
100526 |
206.92 |
208.09 |
205.90 |
207.70 |
+4.64 |
966 |
17,630 |
+258 |
| Feb11 |
100526 |
208.32 |
210.19 |
208.32 |
209.68 |
+4.56 |
698 |
7,834 |
+277 |
| Mar11 |
100526 |
208.88 |
210.81 |
208.88 |
210.59 |
+4.55 |
505 |
6,178 |
-90 |
| Apr11 |
100526 |
208.91 |
210.47 |
208.91 |
210.47 |
+4.57 |
733 |
3,767 |
+72 |
| May11 |
100526 |
208.90 |
210.43 |
208.90 |
210.43 |
+4.59 |
348 |
3,023 |
+84 |
| Total Volume and Open Interest |
102,620 |
306,954 |
-1,108 |
| Gasoline(NYMEX) |
| Jun10 |
100526 |
196.00 |
198.44 |
194.57 |
197.04 |
+3.96 |
30,973 |
33,973 |
-5,082 |
| Jul10 |
100526 |
194.81 |
197.52 |
193.23 |
196.48 |
+4.55 |
39,808 |
85,118 |
+102 |
| Aug10 |
100526 |
194.65 |
197.26 |
193.15 |
196.42 |
+4.76 |
13,242 |
38,949 |
+1,324 |
| Sep10 |
100526 |
192.79 |
196.93 |
192.79 |
196.27 |
+4.86 |
8,976 |
33,132 |
-286 |
| Oct10 |
100526 |
184.63 |
186.83 |
184.57 |
186.37 |
+4.91 |
3,591 |
20,218 |
-82 |
| Nov10 |
100526 |
183.50 |
186.45 |
183.50 |
186.10 |
+4.92 |
1,932 |
18,010 |
+503 |
| Dec10 |
100526 |
183.43 |
187.30 |
183.43 |
186.86 |
+4.92 |
2,286 |
13,392 |
-57 |
| Jan11 |
100526 |
188.72 |
188.72 |
188.72 |
188.72 |
+4.95 |
4 |
4,616 |
+2 |
| Feb11 |
100526 |
190.87 |
190.87 |
190.87 |
190.87 |
+4.95 |
2 |
1,959 |
+0 |
| Mar11 |
100526 |
193.00 |
193.00 |
193.00 |
193.00 |
+4.90 |
529 |
1,597 |
+303 |
| Total Volume and Open Interest |
102,323 |
264,837 |
-3,015 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100526 |
197.00 |
197.04 |
197.00 |
197.00 |
+3.90 |
0 |
3 |
+0 |
| Jul10 |
100526 |
196.50 |
196.50 |
196.48 |
196.50 |
+4.60 |
0 |
2 |
+0 |
| Aug10 |
100526 |
196.40 |
196.42 |
196.40 |
196.40 |
+4.70 |
0 |
3 |
+0 |
| Sep10 |
100526 |
196.30 |
196.30 |
196.27 |
196.30 |
+4.90 |
|
|
|
| Total Volume and Open Interest |
0 |
16 |
+0 |
| Natural Gas(NYM) |
| Jun10 |
100526 |
4.098 |
4.245 |
4.070 |
4.155 |
+0.104 |
62,436 |
28,430 |
-5,082 |
| Jul10 |
100526 |
4.172 |
4.315 |
4.135 |
4.179 |
+0.065 |
64,177 |
220,289 |
+8,332 |
| Aug10 |
100526 |
4.235 |
4.385 |
4.212 |
4.253 |
+0.067 |
21,614 |
71,512 |
-670 |
| Sep10 |
100526 |
4.274 |
4.436 |
4.274 |
4.309 |
+0.066 |
12,356 |
77,160 |
+1,621 |
| Oct10 |
100526 |
4.394 |
4.539 |
4.378 |
4.417 |
+0.070 |
14,575 |
79,459 |
+2,951 |
| Nov10 |
100526 |
4.780 |
4.896 |
4.763 |
4.776 |
+0.054 |
3,040 |
22,401 |
+442 |
| Dec10 |
100526 |
5.120 |
5.260 |
5.120 |
5.141 |
+0.043 |
2,805 |
35,951 |
-117 |
| Jan11 |
100526 |
5.351 |
5.480 |
5.345 |
5.358 |
+0.046 |
5,527 |
53,019 |
+316 |
| Feb11 |
100526 |
5.341 |
5.436 |
5.319 |
5.329 |
+0.046 |
1,125 |
17,963 |
-47 |
| Mar11 |
100526 |
5.246 |
5.333 |
5.221 |
5.229 |
+0.048 |
2,899 |
45,400 |
+252 |
| Apr11 |
100526 |
5.074 |
5.157 |
5.040 |
5.045 |
+0.039 |
2,806 |
38,295 |
+161 |
| May11 |
100526 |
5.107 |
5.151 |
5.061 |
5.070 |
+0.040 |
693 |
23,209 |
-249 |
| Jun11 |
100526 |
5.150 |
5.201 |
5.115 |
5.123 |
+0.040 |
686 |
7,404 |
+291 |
| Jul11 |
100526 |
5.220 |
5.256 |
5.188 |
5.188 |
+0.041 |
124 |
4,962 |
+26 |
| Aug11 |
100526 |
5.270 |
5.295 |
5.242 |
5.242 |
+0.041 |
61 |
5,298 |
+17 |
| Sep11 |
100526 |
5.300 |
5.300 |
5.274 |
5.274 |
+0.041 |
58 |
5,222 |
+0 |
| Total Volume and Open Interest |
196,066 |
860,059 |
+8,249 |
| Brent Crude Oil(ICE) |
| Jul10 |
100526 |
70.55 |
72.08 |
69.69 |
71.74 |
+2.19 |
132,138 |
218,948 |
-4,007 |
| Aug10 |
100526 |
71.38 |
72.81 |
70.51 |
72.48 |
+2.10 |
54,854 |
121,522 |
-3,023 |
| Sep10 |
100526 |
71.94 |
73.41 |
71.24 |
73.14 |
+2.05 |
30,852 |
73,451 |
-1,450 |
| Oct10 |
100526 |
72.01 |
73.97 |
71.93 |
73.77 |
+2.03 |
15,693 |
36,753 |
+1,009 |
| Nov10 |
100526 |
72.64 |
74.56 |
72.53 |
74.37 |
+1.99 |
12,438 |
21,169 |
+272 |
| Dec10 |
100526 |
73.55 |
75.24 |
73.12 |
74.95 |
+1.95 |
25,761 |
101,074 |
-2,392 |
| Jan11 |
100526 |
74.78 |
75.48 |
74.78 |
75.48 |
+1.93 |
3,629 |
20,744 |
-334 |
| Feb11 |
100526 |
75.31 |
75.96 |
75.31 |
75.96 |
+1.92 |
1,365 |
11,485 |
+47 |
| Mar11 |
100526 |
75.75 |
76.59 |
75.75 |
76.39 |
+1.90 |
854 |
8,131 |
+59 |
| Apr11 |
100526 |
77.20 |
77.20 |
76.79 |
76.79 |
+1.89 |
562 |
5,445 |
+81 |
| May11 |
100526 |
77.25 |
77.25 |
77.15 |
77.15 |
+1.89 |
621 |
13,325 |
+67 |
| Jun11 |
100526 |
76.75 |
77.66 |
76.56 |
77.46 |
+1.90 |
2,167 |
18,577 |
+342 |
| Jul11 |
100526 |
77.75 |
77.75 |
77.75 |
77.75 |
+1.89 |
572 |
3,402 |
+305 |
| Aug11 |
100526 |
78.01 |
78.01 |
78.01 |
78.01 |
+1.89 |
194 |
3,150 |
+28 |
| Total Volume and Open Interest |
286,171 |
758,247 |
-10,762 |
| Gas Oil(ICE) |
| Jun10 |
100526 |
602.00 |
614.25 |
596.50 |
609.00 |
+16.50 |
37,771 |
84,735 |
-2,706 |
| Jul10 |
100526 |
605.25 |
617.50 |
599.50 |
612.25 |
+16.75 |
43,054 |
73,509 |
+876 |
| Aug10 |
100526 |
606.00 |
621.25 |
604.00 |
616.50 |
+16.75 |
14,599 |
41,036 |
+719 |
| Sep10 |
100526 |
613.00 |
626.50 |
611.00 |
621.75 |
+16.75 |
10,539 |
40,232 |
+1,674 |
| Oct10 |
100526 |
622.75 |
631.75 |
622.00 |
627.25 |
+17.00 |
4,453 |
34,123 |
+1,037 |
| Nov10 |
100526 |
627.50 |
635.75 |
626.75 |
631.75 |
+16.50 |
1,501 |
23,919 |
+49 |
| Dec10 |
100526 |
626.50 |
641.00 |
624.50 |
636.50 |
+16.50 |
12,088 |
92,770 |
+801 |
| Jan11 |
100526 |
639.50 |
644.50 |
639.50 |
641.75 |
+16.50 |
703 |
27,696 |
+15 |
| Feb11 |
100526 |
635.75 |
650.50 |
635.00 |
646.25 |
+16.50 |
578 |
13,690 |
+79 |
| Mar11 |
100526 |
650.50 |
653.25 |
648.75 |
650.50 |
+16.50 |
305 |
9,419 |
-15 |
| Total Volume and Open Interest |
130,206 |
535,423 |
+4,419 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100526 |
1.590 |
1.605 |
1.587 |
1.599 |
+0.019 |
119 |
469 |
-42 |
| Jul10 |
100526 |
1.595 |
1.605 |
1.589 |
1.601 |
+0.019 |
172 |
1,350 |
-67 |
| Aug10 |
100526 |
1.607 |
1.617 |
1.605 |
1.609 |
+0.018 |
36 |
1,047 |
+11 |
| Sep10 |
100526 |
1.601 |
1.613 |
1.601 |
1.608 |
+0.023 |
28 |
893 |
+13 |
| Oct10 |
100526 |
1.601 |
1.615 |
1.601 |
1.612 |
+0.022 |
15 |
904 |
+15 |
| Nov10 |
100526 |
1.615 |
1.619 |
1.613 |
1.616 |
+0.020 |
5 |
821 |
-5 |
| Dec10 |
100526 |
1.625 |
1.625 |
1.620 |
1.621 |
+0.021 |
20 |
1,374 |
+10 |
| Total Volume and Open Interest |
534 |
9,954 |
+40 |
| US Dollar Index(ICE) |
| Jun10 |
100526 |
86.725 |
87.475 |
86.625 |
87.245 |
+0.358 |
18,921 |
36,673 |
+1,146 |
| Sep10 |
100526 |
87.270 |
87.800 |
87.050 |
87.585 |
+0.357 |
56 |
2,516 |
+17 |
| Dec10 |
100526 |
87.845 |
87.845 |
86.645 |
87.845 |
+0.357 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
18,977 |
39,207 |
+1,163 |
| Australian Dollar(CME) |
| Jun10 |
100526 |
82.66 |
83.73 |
81.71 |
82.36 |
+0.62 |
115,765 |
102,927 |
-370 |
| Sep10 |
100526 |
81.65 |
82.80 |
80.93 |
81.52 |
+0.59 |
496 |
4,495 |
+68 |
| Dec10 |
100526 |
81.06 |
81.06 |
80.18 |
80.72 |
+0.54 |
0 |
360 |
+0 |
| Total Volume and Open Interest |
116,261 |
107,791 |
-302 |
| British Pound(CME) |
| Jun10 |
100526 |
144.29 |
144.46 |
143.30 |
144.11 |
+0.46 |
84,453 |
141,008 |
-86 |
| Sep10 |
100526 |
144.32 |
144.50 |
143.43 |
144.16 |
+0.44 |
1,010 |
10,271 |
+469 |
| Dec10 |
100526 |
144.26 |
144.26 |
143.80 |
144.26 |
+0.46 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
85,463 |
151,311 |
+383 |
| Canadian Dollar(CME) |
| Jun10 |
100526 |
93.84 |
94.52 |
92.96 |
93.93 |
+0.97 |
66,202 |
114,127 |
+617 |
| Sep10 |
100526 |
93.78 |
94.45 |
92.98 |
93.92 |
+0.94 |
811 |
7,969 |
+0 |
| Dec10 |
100526 |
93.25 |
94.40 |
92.99 |
93.90 |
+0.91 |
0 |
1,833 |
+0 |
| Mar11 |
100526 |
93.78 |
93.78 |
92.87 |
93.78 |
+0.91 |
6 |
301 |
+6 |
| Total Volume and Open Interest |
67,019 |
124,313 |
+623 |
| Japanese Yen(CME) |
| Jun10 |
100526 |
110.73 |
111.36 |
110.31 |
111.08 |
+0.09 |
126,339 |
137,266 |
-4,210 |
| Sep10 |
100526 |
111.00 |
111.52 |
110.55 |
111.29 |
+0.05 |
632 |
4,818 |
+250 |
| Dec10 |
100526 |
111.56 |
111.56 |
111.54 |
111.56 |
+0.02 |
0 |
126 |
+0 |
| Total Volume and Open Interest |
126,971 |
142,213 |
-3,960 |
| Swiss Franc(CME) |
| Jun10 |
100526 |
86.61 |
86.88 |
86.13 |
86.29 |
-0.12 |
38,163 |
47,937 |
-805 |
| Sep10 |
100526 |
86.93 |
86.98 |
86.45 |
86.57 |
-0.17 |
275 |
1,286 |
+25 |
| Dec10 |
100526 |
87.42 |
87.42 |
86.89 |
86.89 |
-0.17 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
38,438 |
49,237 |
-780 |
| EuroFX(CME) |
| Jun10 |
100526 |
123.71 |
123.80 |
121.70 |
122.01 |
-1.17 |
280,348 |
269,322 |
-4,093 |
| Sep10 |
100526 |
123.88 |
123.88 |
121.86 |
122.16 |
-1.18 |
3,050 |
13,715 |
+89 |
| Dec10 |
100526 |
123.00 |
123.51 |
122.31 |
122.31 |
-1.20 |
21 |
425 |
-7 |
| Total Volume and Open Interest |
283,419 |
283,513 |
-4,011 |
| Mexican Peso(CME) |
| Jun10 |
100526 |
768.0 |
771.8 |
760.0 |
763.8 |
+2.2 |
19,836 |
81,899 |
-780 |
| Jul10 |
100526 |
762.0 |
762.0 |
759.8 |
762.0 |
+2.2 |
|
|
|
| Total Volume and Open Interest |
20,177 |
82,935 |
-635 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100526 |
124~050 |
124~210 |
123~300 |
124~150 |
-0~250 |
|
|
|
| Sep10 |
100526 |
124~170 |
124~290 |
123~130 |
124~010 |
-0~280 |
152,406 |
160,536 |
+88,219 |
| Dec10 |
100526 |
122~250 |
123~180 |
122~200 |
122~220 |
-0~280 |
0 |
62 |
+0 |
| Total Volume and Open Interest |
574,157 |
734,968 |
+6,304 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100526 |
121~180 |
121~230 |
120~245 |
121~050 |
-0~165 |
1,480,879 |
1,449,971 |
-177,349 |
| Sep10 |
100526 |
120~230 |
120~295 |
119~300 |
120~105 |
-0~180 |
408,783 |
410,832 |
+187,978 |
| Dec10 |
100526 |
119~025 |
119~205 |
119~025 |
119~025 |
-0~180 |
1 |
25 |
+0 |
| Total Volume and Open Interest |
1,889,663 |
1,860,838 |
+10,629 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100526 |
58~101 |
58~106 |
58~086 |
58~095 |
-0~024 |
|
|
|
| Sep10 |
100526 |
116~125 |
117~014 |
116~056 |
116~087 |
-0~050 |
159,156 |
225,953 |
+89,792 |
| Dec10 |
100526 |
115~078 |
116~000 |
115~078 |
115~078 |
-0~050 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
843,680 |
1,108,296 |
+2,720 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100526 |
54~078 |
54~081 |
54~076 |
54~080 |
-0~005 |
|
|
|
| Sep10 |
100526 |
109~001 |
109~004 |
108~109 |
108~121 |
-0~011 |
160,629 |
181,191 |
+66,356 |
| Dec10 |
100526 |
108~082 |
108~094 |
108~082 |
108~082 |
-0~012 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
560,941 |
988,894 |
-4,223 |
| Eurodollars(CME) |
| Jun10 |
100526 |
99.265 |
99.357 |
99.255 |
99.310 |
+0.042 |
239,269 |
1,150,091 |
+2,343 |
| Sep10 |
100526 |
99.020 |
99.145 |
98.990 |
99.050 |
+0.025 |
368,584 |
1,067,537 |
+2,041 |
| Dec10 |
100526 |
98.905 |
98.995 |
98.885 |
98.895 |
-0.005 |
301,263 |
1,081,074 |
-3,543 |
| Mar11 |
100526 |
98.810 |
98.880 |
98.755 |
98.775 |
-0.025 |
203,977 |
799,563 |
-5,042 |
| Jun11 |
100526 |
98.655 |
98.715 |
98.580 |
98.610 |
-0.035 |
258,385 |
872,072 |
-350 |
| Sep11 |
100526 |
98.475 |
98.525 |
98.395 |
98.425 |
-0.040 |
204,338 |
744,182 |
+13,395 |
| Dec11 |
100526 |
98.255 |
98.295 |
98.165 |
98.205 |
-0.045 |
162,135 |
534,526 |
+4,209 |
| Mar12 |
100526 |
98.060 |
98.095 |
97.965 |
98.005 |
-0.050 |
136,008 |
384,411 |
+967 |
| Jun12 |
100526 |
97.840 |
97.870 |
97.730 |
97.785 |
-0.055 |
79,855 |
234,975 |
-962 |
| Sep12 |
100526 |
97.630 |
97.645 |
97.505 |
97.565 |
-0.060 |
69,788 |
181,333 |
-2,084 |
| Dec12 |
100526 |
97.390 |
97.410 |
97.270 |
97.335 |
-0.065 |
65,372 |
147,350 |
-3,143 |
| Mar13 |
100526 |
97.205 |
97.220 |
97.080 |
97.145 |
-0.070 |
58,169 |
138,284 |
-3,652 |
| Jun13 |
100526 |
97.005 |
97.020 |
96.880 |
96.950 |
-0.065 |
20,400 |
83,889 |
-101 |
| Sep13 |
100526 |
96.820 |
96.830 |
96.695 |
96.765 |
-0.065 |
16,537 |
73,310 |
-771 |
| Dec13 |
100526 |
96.605 |
96.615 |
96.500 |
96.570 |
-0.065 |
12,549 |
39,255 |
-458 |
| Mar14 |
100526 |
96.465 |
96.470 |
96.350 |
96.420 |
-0.060 |
10,374 |
38,294 |
+318 |
| Jun14 |
100526 |
96.295 |
96.310 |
96.195 |
96.265 |
-0.055 |
6,948 |
30,754 |
-303 |
| Sep14 |
100526 |
96.160 |
96.170 |
96.050 |
96.125 |
-0.050 |
5,290 |
22,808 |
-446 |
| Total Volume and Open Interest |
2,233,513 |
7,774,954 |
+713 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100526 |
99.795 |
99.798 |
99.793 |
99.793 |
unch |
2,112 |
62,639 |
+352 |
| Jun10 |
100526 |
99.780 |
99.785 |
99.775 |
99.785 |
unch |
2,998 |
69,782 |
+230 |
| Jul10 |
100526 |
99.780 |
99.780 |
99.765 |
99.770 |
-0.010 |
12,179 |
50,082 |
-5,550 |
| Aug10 |
100526 |
99.770 |
99.775 |
99.755 |
99.760 |
-0.010 |
5,974 |
79,763 |
-263 |
| Sep10 |
100526 |
99.755 |
99.755 |
99.745 |
99.750 |
-0.005 |
3,495 |
48,364 |
+722 |
| Oct10 |
100526 |
99.740 |
99.745 |
99.730 |
99.740 |
unch |
6,753 |
73,110 |
-2,816 |
| Total Volume and Open Interest |
58,445 |
663,549 |
-5,326 |
| 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 |
100526 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.007 |
190 |
2,858 |
+140 |
| Sep10 |
100526 |
99.618 |
99.618 |
99.618 |
99.618 |
-0.025 |
0 |
1,031 |
+0 |
| Dec10 |
100526 |
99.622 |
99.622 |
99.622 |
99.622 |
-0.022 |
0 |
342 |
+0 |
| Mar11 |
100526 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.022 |
0 |
167 |
+0 |
| Jun11 |
100526 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.020 |
|
|
|
| Sep11 |
100526 |
99.570 |
99.570 |
99.570 |
99.570 |
-0.020 |
|
|
|
| Dec11 |
100526 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.020 |
|
|
|
| Mar12 |
100526 |
99.465 |
99.465 |
99.465 |
99.465 |
-0.020 |
|
|
|
| Jun12 |
100526 |
99.515 |
99.515 |
99.515 |
99.515 |
-0.020 |
|
|
|
| Sep12 |
100526 |
99.575 |
99.575 |
99.575 |
99.575 |
-0.020 |
|
|
|
| Total Volume and Open Interest |
190 |
4,398 |
+140 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100526 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
158 |
5,541 |
-66 |
| Sep10 |
100526 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.02 |
0 |
3,019 |
+0 |
| Dec10 |
100526 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.02 |
100 |
1,461 |
+0 |
| Mar11 |
100526 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.02 |
5 |
1,697 |
-5 |
| Jun11 |
100526 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.02 |
0 |
102 |
+0 |
| Sep11 |
100526 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.02 |
0 |
53 |
+0 |
| Dec11 |
100526 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.02 |
0 |
102 |
+0 |
| Mar12 |
100526 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.02 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
263 |
13,346 |
-71 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100521 |
140.55 |
140.62 |
140.30 |
140.34 |
+0.12 |
3,012 |
20,874 |
-445 |
| Sep10 |
100526 |
140.30 |
140.63 |
140.22 |
140.25 |
-0.33 |
21 |
214 |
+162 |
| Dec10 |
100526 |
138.16 |
138.16 |
138.16 |
138.16 |
-0.33 |
|
|
|
| Total Volume and Open Interest |
2,245 |
22,054 |
+167 |
| Euro-Bund(EUREX) |
| Jun10 |
100526 |
129.13 |
129.23 |
128.60 |
128.72 |
-0.66 |
598,253 |
1,003,831 |
-50,511 |
| Sep10 |
100526 |
128.62 |
128.69 |
128.05 |
128.16 |
-0.74 |
2,620 |
31,399 |
+1,445 |
| Dec10 |
100526 |
126.32 |
126.32 |
126.32 |
126.32 |
-0.71 |
101 |
5 |
+1 |
| Total Volume and Open Interest |
600,974 |
1,035,235 |
-49,065 |
| Euro-Bobl(EUREX) |
| Jun10 |
100526 |
120.91 |
121.02 |
120.69 |
120.74 |
+0.21 |
680,396 |
792,388 |
-506 |
| Sep10 |
100526 |
120.47 |
120.55 |
120.24 |
120.29 |
-0.40 |
8,444 |
30,694 |
+1,660 |
| Dec10 |
100526 |
120.14 |
120.14 |
120.14 |
120.14 |
-0.33 |
23 |
0 |
+0 |
| Total Volume and Open Interest |
336,069 |
827,434 |
+2,766 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100526 |
99.230 |
99.250 |
99.230 |
99.250 |
+0.030 |
13 |
6,525 |
+9 |
| Sep10 |
100526 |
99.025 |
99.065 |
99.025 |
99.055 |
+0.040 |
8 |
2,788 |
+0 |
| Dec10 |
100526 |
98.960 |
98.965 |
98.960 |
98.965 |
+0.045 |
40 |
2,014 |
+7 |
| Total Volume and Open Interest |
330 |
17,083 |
+32 |
| Long Gilt(LIFFE) |
| Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
| Sep10 |
100526 |
119~06 |
119~10 |
118~12 |
118~21 |
-0~23 |
43,049 |
44,691 |
+34,605 |
| Total Volume and Open Interest |
144,927 |
297,982 |
+5,236 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100526 |
99.23 |
99.25 |
99.21 |
99.24 |
+0.02 |
29,240 |
359,505 |
+6,794 |
| Sep10 |
100526 |
98.97 |
99.05 |
98.97 |
99.03 |
+0.07 |
60,999 |
401,066 |
+8,341 |
| Dec10 |
100526 |
98.86 |
98.93 |
98.86 |
98.90 |
+0.04 |
67,602 |
358,396 |
-13,391 |
| Mar11 |
100526 |
98.81 |
98.86 |
98.78 |
98.81 |
unch |
49,401 |
252,480 |
-1,027 |
| Jun11 |
100526 |
98.68 |
98.74 |
98.66 |
98.68 |
-0.02 |
47,614 |
300,471 |
-5,989 |
| Sep11 |
100526 |
98.54 |
98.58 |
98.48 |
98.50 |
-0.05 |
35,934 |
244,198 |
-2,141 |
| Total Volume and Open Interest |
365,608 |
2,458,888 |
-8,625 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100521 |
99.225 |
99.230 |
99.180 |
99.195 |
-0.025 |
120,861 |
845,605 |
-8,743 |
| Sep10 |
100526 |
99.035 |
99.070 |
99.015 |
99.055 |
+0.040 |
159,010 |
666,570 |
-6,935 |
| Dec10 |
100526 |
98.935 |
98.990 |
98.920 |
98.965 |
+0.045 |
110,164 |
506,173 |
-14,242 |
| Total Volume and Open Interest |
677,915 |
3,998,540 |
-28,593 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100526 |
95.26 |
95.28 |
95.20 |
95.23 |
-0.01 |
25,417 |
270,468 |
+636 |
| Sep10 |
100526 |
95.36 |
95.41 |
95.28 |
95.34 |
-0.02 |
45,123 |
282,518 |
+14,432 |
| Dec10 |
100526 |
95.28 |
95.34 |
95.20 |
95.25 |
-0.03 |
28,762 |
152,907 |
+9,725 |
| Mar11 |
100526 |
95.18 |
95.24 |
95.08 |
95.13 |
-0.04 |
10,314 |
67,551 |
+3,327 |
| Jun11 |
100526 |
95.05 |
95.11 |
94.95 |
94.98 |
-0.06 |
5,283 |
47,005 |
+40 |
| Sep11 |
100526 |
94.94 |
94.98 |
94.84 |
94.85 |
-0.06 |
3,185 |
33,082 |
+277 |
| Dec11 |
100526 |
94.85 |
94.85 |
94.73 |
94.75 |
-0.07 |
2,073 |
26,261 |
-566 |
| Mar12 |
100526 |
94.78 |
94.79 |
94.68 |
94.68 |
-0.08 |
655 |
16,707 |
+41 |
| Jun12 |
100526 |
94.68 |
94.68 |
94.63 |
94.63 |
-0.08 |
163 |
5,887 |
+43 |
| Sep12 |
100526 |
94.63 |
94.63 |
94.62 |
94.62 |
-0.08 |
0 |
3,105 |
+0 |
| Total Volume and Open Interest |
121,025 |
907,376 |
+27,955 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100526 |
94.75 |
94.78 |
94.66 |
94.68 |
-0.06 |
47,001 |
443,080 |
-28,508 |
| Sep10 |
100526 |
94.68 |
94.68 |
94.68 |
94.68 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
47,001 |
443,080 |
-28,508 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100526 |
95.36 |
95.41 |
95.25 |
95.29 |
-0.07 |
158,370 |
912,267 |
-8,435 |
| Sep10 |
100526 |
95.29 |
95.29 |
95.29 |
95.29 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
158,370 |
912,267 |
-8,435 |
| Gold(CMX) |
| Jun10 |
100526 |
1203.8 |
1216.9 |
1201.0 |
1213.4 |
+15.4 |
181,604 |
202,208 |
-43,361 |
| Aug10 |
100526 |
1205.0 |
1218.7 |
1202.7 |
1215.3 |
+15.5 |
92,394 |
187,683 |
+45,548 |
| Oct10 |
100526 |
1208.3 |
1220.2 |
1205.3 |
1217.5 |
+15.6 |
817 |
23,204 |
-53 |
| Dec10 |
100526 |
1208.8 |
1222.9 |
1207.5 |
1219.9 |
+15.6 |
2,920 |
58,486 |
+1,127 |
| Feb11 |
100526 |
1221.0 |
1225.0 |
1219.0 |
1222.4 |
+15.6 |
252 |
18,717 |
+45 |
| Apr11 |
100526 |
1218.6 |
1225.0 |
1217.4 |
1225.0 |
+15.7 |
43 |
14,821 |
+24 |
| Jun11 |
100526 |
560.5 |
572.6 |
559.8 |
572.4 |
+15.8 |
344 |
13,446 |
+118 |
| Aug11 |
100526 |
1230.8 |
1230.8 |
1230.8 |
1230.8 |
+16.0 |
216 |
3,853 |
+55 |
| Oct11 |
100526 |
1234.1 |
1234.1 |
1234.1 |
1234.1 |
+16.3 |
75 |
6,749 |
+25 |
| Dec11 |
100526 |
1238.7 |
1238.8 |
1234.9 |
1237.6 |
+16.4 |
849 |
14,956 |
+620 |
| Feb12 |
100526 |
1241.9 |
1241.9 |
1241.9 |
1241.9 |
+16.9 |
0 |
3,960 |
+0 |
| Total Volume and Open Interest |
281,034 |
582,635 |
+4,392 |
| Silver(CMX) |
| May10 |
100526 |
1802.0 |
1829.2 |
1798.0 |
1829.2 |
+52.9 |
48 |
47 |
-44 |
| Jul10 |
100526 |
1798.0 |
1841.0 |
1793.0 |
1830.6 |
+52.5 |
25,801 |
71,228 |
-740 |
| Sep10 |
100526 |
1805.0 |
1845.0 |
1805.0 |
1834.4 |
+52.7 |
2,199 |
13,695 |
+889 |
| Dec10 |
100526 |
1803.0 |
1849.5 |
1803.0 |
1839.6 |
+52.8 |
902 |
16,844 |
+163 |
| Mar11 |
100526 |
1842.0 |
1844.0 |
1842.0 |
1844.0 |
+52.9 |
19 |
6,202 |
+11 |
| May11 |
100526 |
1846.6 |
1846.6 |
1846.6 |
1846.6 |
+53.0 |
194 |
2,605 |
+131 |
| Jul11 |
100526 |
1849.1 |
1849.1 |
1849.1 |
1849.1 |
+53.3 |
168 |
1,752 |
+6 |
| Total Volume and Open Interest |
29,710 |
119,877 |
+428 |
| Platinum(NYMEX) |
| Jul10 |
100526 |
1524.5 |
1543.2 |
1511.9 |
1530.3 |
+38.4 |
4,110 |
28,290 |
-504 |
| Oct10 |
100526 |
1524.5 |
1546.0 |
1521.9 |
1535.6 |
+38.8 |
71 |
2,062 |
+54 |
| Jan11 |
100526 |
1527.2 |
1543.1 |
1527.1 |
1536.4 |
+38.4 |
0 |
322 |
+0 |
| Apr11 |
100526 |
1536.4 |
1536.4 |
1536.4 |
1536.4 |
+38.4 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,181 |
30,685 |
-451 |
| Palladium(NYMEX) |
| Jun10 |
100526 |
443.75 |
454.40 |
437.45 |
446.35 |
+15.95 |
6,852 |
7,603 |
-3,306 |
| Sep10 |
100526 |
450.10 |
455.05 |
439.25 |
448.50 |
+16.20 |
4,473 |
13,480 |
+3,290 |
| Dec10 |
100526 |
450.50 |
450.50 |
449.30 |
449.30 |
+16.15 |
4 |
251 |
+0 |
| Total Volume and Open Interest |
11,336 |
21,400 |
-16 |
| Copper(CMX) |
| May10 |
100526 |
307.25 |
309.00 |
307.15 |
307.15 |
+3.80 |
391 |
252 |
-22 |
| Jul10 |
100526 |
308.85 |
311.85 |
305.30 |
308.05 |
+3.85 |
31,293 |
75,018 |
-881 |
| Sep10 |
100526 |
312.00 |
313.65 |
307.55 |
310.00 |
+3.85 |
2,395 |
26,080 |
+936 |
| Dec10 |
100526 |
314.45 |
315.15 |
309.50 |
311.85 |
+3.80 |
355 |
11,800 |
+31 |
| Mar11 |
100526 |
312.95 |
312.95 |
312.95 |
312.95 |
+3.85 |
114 |
5,754 |
+5 |
| Total Volume and Open Interest |
35,030 |
128,582 |
+46 |
| DJIA Index(CBOT) |
| Jun10 |
100526 |
10050 |
10160 |
9921 |
9921 |
-104 |
286 |
12,241 |
+12 |
| Sep10 |
100526 |
10000 |
10085 |
9864 |
9864 |
-104 |
1 |
223 |
+1 |
| Dec10 |
100526 |
9806 |
9910 |
9806 |
9806 |
-104 |
0 |
2 |
+0 |
| Mar11 |
100526 |
9753 |
9857 |
9753 |
9753 |
-104 |
|
|
|
| Total Volume and Open Interest |
287 |
12,466 |
+13 |
| S & P 500(CME) |
| Jun10 |
100526 |
1072.40 |
1089.50 |
1060.50 |
1061.20 |
-11.80 |
21,143 |
294,995 |
+3,670 |
| Sep10 |
100526 |
1084.00 |
1085.50 |
1057.00 |
1057.00 |
-11.90 |
1,921 |
21,593 |
+1,073 |
| Dec10 |
100526 |
1074.00 |
1081.90 |
1052.90 |
1053.10 |
-11.80 |
25 |
4,326 |
-176 |
| Mar11 |
100526 |
1049.30 |
1078.10 |
1049.10 |
1049.30 |
-11.80 |
0 |
477 |
+0 |
| Total Volume and Open Interest |
23,089 |
321,436 |
+4,567 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100526 |
1072.50 |
1089.50 |
1060.50 |
1061.25 |
-11.75 |
2,231,741 |
2,651,323 |
+46,579 |
| Sep10 |
100526 |
1070.75 |
1086.25 |
1056.75 |
1057.00 |
-12.00 |
7,293 |
62,252 |
+1,665 |
| Total Volume and Open Interest |
2,239,067 |
2,716,669 |
+48,237 |
| NASDAQ 100(CME) |
| Jun10 |
100526 |
1821.00 |
1850.00 |
1788.00 |
1791.50 |
-24.00 |
4,057 |
21,047 |
-2,206 |
| Sep10 |
100526 |
1790.00 |
1845.00 |
1790.00 |
1790.00 |
-24.00 |
3 |
967 |
+2 |
| Dec10 |
100526 |
1787.30 |
1789.30 |
1787.30 |
1787.30 |
-24.00 |
|
|
|
| Total Volume and Open Interest |
4,060 |
22,014 |
-2,204 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100526 |
1814.50 |
1849.80 |
1788.80 |
1791.50 |
-24.00 |
319,255 |
341,495 |
-5,561 |
| Sep10 |
100526 |
1817.50 |
1848.30 |
1789.50 |
1790.00 |
-24.00 |
218 |
1,968 |
-4 |
| Total Volume and Open Interest |
319,485 |
343,516 |
-5,562 |
| S & P Midcap 400(CME) |
| Jun10 |
100526 |
742.15 |
757.50 |
737.35 |
738.20 |
-0.60 |
110 |
3,331 |
+77 |
| Sep10 |
100526 |
736.70 |
738.30 |
736.70 |
736.70 |
-0.40 |
|
|
|
| Dec10 |
100526 |
734.70 |
736.30 |
734.70 |
734.70 |
-0.40 |
|
|
|
| Total Volume and Open Interest |
110 |
3,331 |
+77 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100526 |
9600 |
9635 |
9420 |
9435 |
-120 |
|
|
|
| Sep10 |
100526 |
9560 |
9675 |
9490 |
9490 |
-120 |
4 |
7 |
+0 |
| Total Volume and Open Interest |
11,714 |
43,105 |
-2,793 |
| Nikkei 225(SGX) |
| Jun10 |
100526 |
9375 |
9625 |
9280 |
9485 |
+65 |
174,781 |
185,515 |
-1,392 |
| Sep10 |
100526 |
9390 |
9615 |
9295 |
9480 |
+65 |
534 |
6,377 |
+2,892 |
| Dec10 |
100526 |
9435 |
9435 |
9435 |
9435 |
+65 |
50 |
1,449 |
+0 |
| Total Volume and Open Interest |
175,370 |
195,422 |
+1,500 |
| CAC 40(EURONEXT) |
| Jun10 |
100526 |
3352.5 |
3420.0 |
3323.0 |
3380.0 |
+79.0 |
122,899 |
444,630 |
-7,089 |
| Jul10 |
100526 |
3352.0 |
3409.0 |
3336.0 |
3376.0 |
+79.0 |
96 |
160 |
+15 |
| Aug10 |
100526 |
3377.0 |
3377.0 |
3377.0 |
3377.0 |
+78.0 |
|
|
|
| Total Volume and Open Interest |
123,000 |
446,471 |
-7,069 |
| Hang Seng Index(HKFE) |
| May10 |
100526 |
19145 |
19198 |
18984 |
19155 |
+233 |
90,291 |
66,028 |
-6,727 |
| Jun10 |
100526 |
19065 |
19172 |
18955 |
19121 |
+222 |
6,819 |
31,879 |
+17,936 |
| Total Volume and Open Interest |
97,370 |
99,486 |
+11,286 |
| DAX(EUREX) |
| Jun10 |
100526 |
5722.0 |
5830.0 |
5695.5 |
5763.0 |
+80.5 |
146,584 |
185,971 |
-4,458 |
| Sep10 |
100526 |
5730.5 |
5832.5 |
5710.0 |
5768.5 |
+81.0 |
723 |
12,074 |
+27 |
| Dec10 |
100526 |
5749.5 |
5839.5 |
5717.0 |
5775.5 |
+80.0 |
324 |
2,035 |
-17 |
| Total Volume and Open Interest |
147,631 |
200,080 |
-4,448 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100526 |
4990.50 |
5084.00 |
4962.00 |
5018.00 |
+82.00 |
111,080 |
693,744 |
-1,886 |
| Sep10 |
100526 |
4950.00 |
5032.50 |
4929.00 |
4976.00 |
+82.00 |
202 |
2,014 |
+87 |
| Dec10 |
100526 |
4965.00 |
4990.00 |
4950.50 |
4950.50 |
+80.00 |
6 |
3,134 |
-1 |
| Total Volume and Open Interest |
111,288 |
699,434 |
-1,800 |
| SPI 200(SFE) |
| Jun10 |
100526 |
4263.0 |
4378.0 |
4220.0 |
4300.0 |
+26.0 |
50,536 |
278,474 |
+5,319 |
| Sep10 |
100526 |
4225.0 |
4350.0 |
4225.0 |
4285.0 |
+26.0 |
459 |
3,630 |
+135 |
| Dec10 |
100526 |
4299.0 |
4299.0 |
4299.0 |
4299.0 |
+25.0 |
35 |
2,671 |
-67 |
| Total Volume and Open Interest |
51,030 |
285,925 |
+5,387 |
| GSCI(CME) |
| Jun10 |
100526 |
473.00 |
479.00 |
472.75 |
477.00 |
+11.00 |
111 |
17,092 |
-337 |
| Jul10 |
100526 |
482.00 |
483.00 |
471.95 |
482.00 |
+10.00 |
2 |
67 |
+0 |
| Aug10 |
100526 |
485.00 |
486.00 |
475.45 |
485.00 |
+9.50 |
|
|
|
| Total Volume and Open Interest |
113 |
17,159 |
-337 |
| Reuters CCI(ICE) |
| Jun10 |
100526 |
253.30 |
253.30 |
253.30 |
253.30 |
+3.60 |
|
|
|
| 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. |
|
|