|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri May 28, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100528 |
951.75 |
956.00 |
936.50 |
937.75 |
-14.00 |
51,696 |
216,503 |
-4,209 |
| Aug10 |
100528 |
942.50 |
945.00 |
926.25 |
927.75 |
-13.75 |
5,428 |
16,322 |
+648 |
| Sep10 |
100528 |
928.25 |
930.25 |
912.25 |
914.75 |
-11.50 |
1,991 |
12,470 |
-513 |
| Nov10 |
100528 |
917.75 |
921.75 |
906.25 |
907.75 |
-11.00 |
22,666 |
157,716 |
-110 |
| Jan11 |
100528 |
928.00 |
931.00 |
916.00 |
917.25 |
-11.25 |
4,037 |
14,230 |
+1,839 |
| Mar11 |
100528 |
936.00 |
936.00 |
925.50 |
925.50 |
-10.75 |
1,797 |
6,120 |
+263 |
| May11 |
100528 |
940.00 |
941.25 |
930.25 |
931.00 |
-10.25 |
998 |
5,697 |
+71 |
| Total Volume and Open Interest |
89,895 |
453,433 |
-2,012 |
| Soybean Meal(CBOT) |
| Jul10 |
100528 |
276.00 |
277.70 |
272.30 |
273.50 |
-2.50 |
28,120 |
85,010 |
-612 |
| Aug10 |
100528 |
269.90 |
270.90 |
266.20 |
267.50 |
-2.20 |
3,048 |
17,446 |
+311 |
| Sep10 |
100528 |
264.50 |
264.80 |
260.00 |
261.50 |
-1.60 |
1,051 |
11,620 |
+120 |
| Oct10 |
100528 |
254.90 |
256.60 |
252.70 |
254.10 |
-1.20 |
985 |
7,898 |
-268 |
| Dec10 |
100528 |
253.80 |
255.10 |
250.80 |
252.40 |
-1.30 |
5,279 |
36,637 |
+921 |
| Jan11 |
100528 |
254.10 |
255.70 |
252.50 |
252.90 |
-1.60 |
140 |
4,395 |
+21 |
| Mar11 |
100528 |
256.40 |
258.10 |
254.50 |
254.60 |
-1.80 |
141 |
4,014 |
+33 |
| May11 |
100528 |
258.40 |
258.40 |
255.50 |
255.50 |
-1.90 |
84 |
1,740 |
+0 |
| Total Volume and Open Interest |
39,376 |
172,059 |
+608 |
| Soybean Oil(CBOT) |
| Jul10 |
100528 |
38.18 |
38.26 |
37.58 |
37.61 |
-0.57 |
67,028 |
182,921 |
-2,506 |
| Aug10 |
100528 |
38.38 |
38.41 |
37.79 |
37.84 |
-0.57 |
12,178 |
26,484 |
+1,192 |
| Sep10 |
100528 |
38.67 |
38.71 |
38.05 |
38.07 |
-0.56 |
6,688 |
15,148 |
-244 |
| Oct10 |
100528 |
38.63 |
38.78 |
38.25 |
38.25 |
-0.56 |
3,686 |
12,107 |
+520 |
| Dec10 |
100528 |
39.12 |
39.32 |
38.64 |
38.68 |
-0.56 |
17,755 |
73,268 |
+3,455 |
| Jan11 |
100528 |
39.36 |
39.54 |
38.98 |
38.98 |
-0.56 |
546 |
4,539 |
+102 |
| Mar11 |
100528 |
39.54 |
39.70 |
39.30 |
39.30 |
-0.55 |
109 |
1,757 |
-12 |
| May11 |
100528 |
39.83 |
39.94 |
39.60 |
39.60 |
-0.53 |
248 |
1,490 |
-17 |
| Total Volume and Open Interest |
108,364 |
321,067 |
+2,567 |
| Canola(WCE) |
| Jul10 |
100528 |
376.0 |
377.0 |
372.7 |
375.3 |
-0.4 |
4,916 |
89,943 |
-2,173 |
| Nov10 |
100528 |
383.0 |
383.6 |
378.6 |
382.5 |
+0.9 |
5,630 |
44,686 |
+2,112 |
| Jan11 |
100528 |
385.0 |
389.0 |
385.0 |
387.6 |
+1.3 |
207 |
4,485 |
+114 |
| Mar11 |
100528 |
388.0 |
393.7 |
388.0 |
392.4 |
+1.4 |
39 |
2,450 |
+19 |
| May11 |
100528 |
389.3 |
397.4 |
389.3 |
396.2 |
+1.1 |
8 |
1,107 |
+0 |
| Total Volume and Open Interest |
10,803 |
143,622 |
+75 |
| Corn(CBOT) |
| Jul10 |
100528 |
372.00 |
373.00 |
358.25 |
359.00 |
-14.25 |
97,015 |
483,156 |
-8,431 |
| Sep10 |
100528 |
381.75 |
382.75 |
368.00 |
369.00 |
-14.25 |
27,022 |
183,988 |
+8,190 |
| Dec10 |
100528 |
391.75 |
393.00 |
379.25 |
380.00 |
-13.50 |
34,428 |
375,507 |
+2,481 |
| Mar11 |
100528 |
404.75 |
405.25 |
392.50 |
392.75 |
-13.50 |
2,342 |
56,130 |
+294 |
| May11 |
100528 |
414.00 |
414.00 |
401.00 |
401.25 |
-13.50 |
1,098 |
9,140 |
+145 |
| Jul11 |
100528 |
420.75 |
422.75 |
409.25 |
409.25 |
-13.50 |
2,406 |
32,476 |
+537 |
| Total Volume and Open Interest |
167,646 |
1,211,154 |
+3,914 |
| Wheat(CBOT) |
| Jul10 |
100528 |
468.50 |
473.50 |
456.50 |
457.75 |
-10.00 |
49,496 |
242,157 |
-4,526 |
| Sep10 |
100528 |
487.00 |
495.00 |
474.00 |
475.25 |
-10.00 |
16,084 |
95,738 |
+5,481 |
| Dec10 |
100528 |
515.50 |
519.50 |
504.50 |
505.50 |
-9.50 |
10,743 |
72,109 |
+1,491 |
| Mar11 |
100528 |
546.25 |
548.50 |
533.75 |
535.00 |
-8.50 |
2,756 |
28,052 |
+173 |
| May11 |
100528 |
561.00 |
563.00 |
550.00 |
551.50 |
-8.75 |
923 |
8,675 |
+476 |
| Total Volume and Open Interest |
86,056 |
493,594 |
+4,766 |
| Wheat(KCBT) |
| Jul10 |
100528 |
494.00 |
498.00 |
480.00 |
481.50 |
-11.25 |
8,489 |
61,822 |
-113 |
| Sep10 |
100528 |
504.75 |
509.75 |
493.00 |
493.50 |
-11.25 |
1,618 |
21,230 |
+758 |
| Dec10 |
100528 |
523.25 |
527.50 |
510.50 |
510.75 |
-11.75 |
2,504 |
40,805 |
-855 |
| Mar11 |
100528 |
542.50 |
544.75 |
528.25 |
528.25 |
-12.25 |
641 |
15,758 |
+238 |
| May11 |
100528 |
550.00 |
556.00 |
540.25 |
540.25 |
-12.25 |
701 |
6,438 |
+457 |
| Total Volume and Open Interest |
16,486 |
163,980 |
+1,776 |
| Wheat(MGE) |
| Jul10 |
100528 |
513.00 |
517.25 |
504.25 |
506.00 |
-7.75 |
3,991 |
17,308 |
-684 |
| Sep10 |
100528 |
527.00 |
529.50 |
517.25 |
518.75 |
-7.00 |
386 |
9,655 |
+86 |
| Dec10 |
100528 |
543.75 |
547.00 |
534.75 |
535.50 |
-7.25 |
581 |
10,133 |
+269 |
| Mar11 |
100528 |
560.25 |
565.00 |
553.00 |
553.75 |
-7.75 |
513 |
3,320 |
+372 |
| May11 |
100528 |
573.25 |
576.00 |
565.00 |
565.25 |
-8.75 |
89 |
1,483 |
-5 |
| Total Volume and Open Interest |
6,269 |
46,917 |
+596 |
| Oats(CBOT) |
| Jul10 |
100528 |
198.00 |
201.00 |
191.00 |
191.00 |
-5.50 |
504 |
11,484 |
+52 |
| Sep10 |
100528 |
203.75 |
203.75 |
199.25 |
199.25 |
-5.50 |
99 |
1,432 |
+1 |
| Dec10 |
100528 |
217.25 |
219.50 |
210.50 |
210.50 |
-5.50 |
86 |
4,512 |
+13 |
| Mar11 |
100528 |
220.00 |
226.00 |
220.00 |
220.50 |
-5.50 |
0 |
565 |
+0 |
| Total Volume and Open Interest |
694 |
17,993 |
+66 |
| Rough Rice(CBOT) |
| Jul10 |
100528 |
11.69 |
11.80 |
11.63 |
11.64 |
-0.05 |
582 |
8,057 |
-144 |
| Sep10 |
100528 |
11.60 |
11.69 |
11.51 |
11.66 |
+0.03 |
248 |
3,933 |
+17 |
| Nov10 |
100528 |
11.74 |
11.77 |
11.65 |
11.77 |
+0.03 |
61 |
2,083 |
+2 |
| Jan11 |
100528 |
11.93 |
12.04 |
11.93 |
12.04 |
+0.03 |
19 |
452 |
-6 |
| Total Volume and Open Interest |
961 |
15,440 |
-96 |
| Live Cattle(CME) |
| Jun10 |
100528 |
91.700 |
91.785 |
90.330 |
90.535 |
-1.045 |
9,917 |
47,435 |
-4,382 |
| Aug10 |
100528 |
90.800 |
90.900 |
89.150 |
89.250 |
-1.535 |
13,822 |
144,951 |
+364 |
| Oct10 |
100528 |
91.750 |
92.000 |
90.480 |
90.785 |
-1.000 |
5,364 |
79,053 |
+753 |
| Dec10 |
100528 |
93.050 |
93.200 |
91.950 |
92.300 |
-0.850 |
3,149 |
41,690 |
-412 |
| Feb11 |
100528 |
94.430 |
94.430 |
93.385 |
93.800 |
-0.800 |
440 |
18,459 |
+31 |
| Apr11 |
100528 |
95.400 |
95.430 |
94.550 |
95.000 |
-0.700 |
219 |
9,276 |
-43 |
| Total Volume and Open Interest |
33,029 |
344,220 |
-3,669 |
| Feeder Cattle(CME) |
| Aug10 |
100528 |
108.650 |
108.800 |
108.035 |
108.430 |
-0.070 |
2,517 |
22,470 |
-136 |
| Sep10 |
100528 |
108.885 |
108.885 |
108.230 |
108.500 |
-0.100 |
603 |
5,054 |
-143 |
| Oct10 |
100528 |
108.200 |
108.350 |
107.635 |
108.150 |
-0.250 |
324 |
2,912 |
-36 |
| Nov10 |
100528 |
108.000 |
108.100 |
107.385 |
107.850 |
-0.200 |
137 |
1,274 |
-65 |
| Jan11 |
100528 |
106.300 |
106.300 |
106.000 |
106.000 |
-0.400 |
11 |
461 |
+1 |
| Mar11 |
100528 |
105.700 |
105.800 |
105.700 |
105.800 |
unch |
2 |
56 |
+2 |
| Apr11 |
100528 |
106.900 |
106.900 |
106.900 |
106.900 |
unch |
5 |
15 |
+4 |
| Total Volume and Open Interest |
4,270 |
34,162 |
-676 |
| Lean Hogs(CME) |
| Jun10 |
100528 |
81.350 |
82.100 |
81.285 |
81.850 |
+0.670 |
7,043 |
22,532 |
-1,516 |
| Jul10 |
100528 |
82.785 |
83.700 |
82.385 |
82.600 |
-0.100 |
6,317 |
66,710 |
-54 |
| Aug10 |
100528 |
83.100 |
83.550 |
82.535 |
82.800 |
-0.100 |
4,045 |
43,801 |
-12 |
| Oct10 |
100528 |
75.135 |
75.450 |
74.750 |
75.250 |
+0.300 |
1,968 |
38,589 |
+314 |
| Dec10 |
100528 |
71.800 |
72.080 |
71.500 |
71.930 |
+0.350 |
1,891 |
23,086 |
+559 |
| Feb11 |
100528 |
72.300 |
72.400 |
71.650 |
72.400 |
unch |
152 |
7,125 |
+23 |
| Apr11 |
100528 |
72.650 |
72.750 |
72.500 |
72.700 |
+0.200 |
45 |
3,507 |
+11 |
| May11 |
100528 |
75.650 |
75.650 |
75.650 |
75.650 |
+0.400 |
2 |
146 |
+2 |
| Total Volume and Open Interest |
21,498 |
206,364 |
-644 |
| Pork Bellies(CME) |
| Jul10 |
100528 |
101.750 |
102.900 |
101.750 |
102.900 |
+0.850 |
2 |
142 |
+1 |
| Aug10 |
100528 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
25 |
+0 |
| Feb11 |
100528 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
3 |
+0 |
| Mar11 |
100528 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100528 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
2 |
171 |
+1 |
| Class III Milk(CME) |
| May10 |
100528 |
13.35 |
13.36 |
13.34 |
13.35 |
-0.01 |
6 |
4,553 |
-3 |
| Jun10 |
100528 |
13.85 |
13.89 |
13.55 |
13.60 |
-0.29 |
183 |
4,456 |
-9 |
| Jul10 |
100528 |
13.85 |
13.92 |
13.50 |
13.50 |
-0.43 |
287 |
4,513 |
+11 |
| Aug10 |
100528 |
14.45 |
14.45 |
14.00 |
14.00 |
-0.45 |
140 |
3,730 |
+55 |
| Sep10 |
100528 |
14.83 |
14.89 |
14.49 |
14.49 |
-0.34 |
56 |
3,539 |
+11 |
| Total Volume and Open Interest |
796 |
30,995 |
+134 |
| Cocoa(ICE) |
| Jul10 |
100528 |
2984 |
3001 |
2946 |
2965 |
-8 |
10,022 |
50,406 |
-2,416 |
| Sep10 |
100528 |
3006 |
3025 |
2975 |
2993 |
-7 |
6,961 |
30,314 |
+183 |
| Dec10 |
100528 |
3035 |
3042 |
3003 |
3017 |
-10 |
1,375 |
16,314 |
-51 |
| Mar11 |
100528 |
3063 |
3070 |
3037 |
3045 |
-11 |
975 |
16,190 |
-331 |
| May11 |
100528 |
3065 |
3065 |
3056 |
3056 |
-11 |
372 |
6,551 |
+157 |
| Jul11 |
100528 |
3079 |
3079 |
3061 |
3061 |
-12 |
158 |
3,085 |
+125 |
| Sep11 |
100528 |
3079 |
3079 |
3067 |
3067 |
-12 |
193 |
1,170 |
+8 |
| Total Volume and Open Interest |
20,166 |
128,618 |
-2,282 |
| Coffee "C"(ICE) |
| Jul10 |
100528 |
135.00 |
135.45 |
133.90 |
134.25 |
-0.50 |
10,158 |
68,566 |
-1,154 |
| Sep10 |
100528 |
136.30 |
136.95 |
135.40 |
135.80 |
-0.50 |
3,541 |
34,118 |
+298 |
| Dec10 |
100528 |
137.95 |
138.50 |
137.20 |
137.40 |
-0.50 |
907 |
20,325 |
+193 |
| Mar11 |
100528 |
139.00 |
139.50 |
138.25 |
138.45 |
-0.55 |
293 |
7,653 |
-37 |
| May11 |
100528 |
138.30 |
138.45 |
138.30 |
138.45 |
-0.60 |
101 |
4,358 |
+67 |
| Jul11 |
100528 |
138.70 |
138.70 |
138.70 |
138.70 |
-0.50 |
25 |
2,506 |
+8 |
| Total Volume and Open Interest |
15,091 |
138,355 |
-618 |
| Orange Juice(ICE) |
| Jul10 |
100528 |
142.20 |
144.20 |
142.00 |
142.90 |
+1.70 |
1,649 |
18,256 |
-807 |
| Sep10 |
100528 |
142.00 |
144.95 |
142.00 |
144.00 |
+1.80 |
732 |
7,851 |
+489 |
| Nov10 |
100528 |
144.60 |
145.00 |
144.00 |
144.00 |
+1.65 |
74 |
2,088 |
+24 |
| Jan11 |
100528 |
144.40 |
144.40 |
143.95 |
143.95 |
+1.45 |
16 |
813 |
+3 |
| Mar11 |
100528 |
144.75 |
144.75 |
144.30 |
144.30 |
+1.60 |
0 |
169 |
+0 |
| May11 |
100528 |
144.45 |
144.45 |
144.45 |
144.45 |
+1.60 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
2,471 |
29,530 |
-291 |
| Sugar #11(ICE) |
| Jul10 |
100528 |
14.99 |
15.04 |
14.16 |
14.19 |
-0.73 |
30,963 |
272,557 |
-971 |
| Oct10 |
100528 |
15.43 |
15.43 |
14.65 |
14.69 |
-0.65 |
16,104 |
183,637 |
+406 |
| Mar11 |
100528 |
16.20 |
16.25 |
15.50 |
15.65 |
-0.50 |
4,047 |
91,138 |
+873 |
| May11 |
100528 |
16.07 |
16.07 |
15.53 |
15.67 |
-0.36 |
1,141 |
24,900 |
-80 |
| Jul11 |
100528 |
15.86 |
15.89 |
15.62 |
15.80 |
-0.20 |
1,253 |
32,962 |
+44 |
| Total Volume and Open Interest |
54,433 |
675,914 |
+312 |
| London Cocoa(LCE) |
| Jul10 |
100513 |
2282 |
2291 |
2252 |
2256 |
-31 |
28,703 |
59,743 |
+5,567 |
| Sep10 |
100528 |
2350 |
2361 |
2312 |
2341 |
-14 |
4,392 |
34,113 |
-1,165 |
| Dec10 |
100528 |
2306 |
2311 |
2259 |
2283 |
-23 |
3,443 |
25,487 |
+1,688 |
| Mar11 |
100528 |
2276 |
2281 |
2246 |
2253 |
-23 |
981 |
21,604 |
-99 |
| May11 |
100528 |
2276 |
2277 |
2246 |
2246 |
-24 |
293 |
4,953 |
+55 |
| Jul11 |
100528 |
2262 |
2264 |
2246 |
2246 |
-24 |
13 |
945 |
+5 |
| Sep11 |
100528 |
2272 |
2272 |
2250 |
2250 |
-24 |
2 |
1,843 |
+0 |
| Total Volume and Open Interest |
14,206 |
157,282 |
+602 |
| London Sugar(LCE) |
| Aug10 |
100528 |
478.30 |
478.30 |
463.20 |
468.60 |
-10.80 |
5,201 |
31,499 |
+930 |
| Oct10 |
100528 |
442.50 |
443.10 |
427.70 |
429.10 |
-13.60 |
1,729 |
16,804 |
+619 |
| Dec10 |
100528 |
433.00 |
433.00 |
417.10 |
417.90 |
-13.80 |
38 |
5,170 |
+0 |
| Mar11 |
100528 |
438.10 |
438.10 |
425.50 |
426.80 |
-11.70 |
155 |
3,912 |
+34 |
| May11 |
100528 |
437.60 |
438.80 |
427.60 |
428.80 |
-11.30 |
23 |
1,813 |
-10 |
| Total Volume and Open Interest |
7,160 |
60,001 |
+1,568 |
| Cotton(ICE) |
| Jul10 |
100528 |
81.45 |
81.46 |
80.00 |
80.05 |
-1.23 |
7,484 |
101,544 |
-630 |
| Oct10 |
100528 |
78.41 |
78.50 |
77.90 |
78.06 |
-0.51 |
425 |
1,664 |
-279 |
| Dec10 |
100528 |
79.00 |
79.00 |
78.14 |
78.61 |
-0.47 |
8,360 |
74,606 |
+3,909 |
| Mar11 |
100528 |
79.78 |
79.82 |
79.45 |
79.81 |
-0.43 |
676 |
10,352 |
+163 |
| May11 |
100528 |
80.41 |
80.41 |
80.11 |
80.40 |
-0.33 |
239 |
317 |
+186 |
| Jul11 |
100528 |
80.20 |
80.51 |
80.20 |
80.51 |
-0.39 |
333 |
3,560 |
+34 |
| Total Volume and Open Interest |
17,736 |
193,518 |
+3,545 |
| Lumber(CME) |
| Jul10 |
100528 |
229.1 |
232.3 |
224.1 |
225.5 |
-3.6 |
579 |
4,636 |
+111 |
| Sep10 |
100528 |
239.8 |
242.0 |
234.1 |
242.0 |
+6.2 |
425 |
2,405 |
+95 |
| Nov10 |
100528 |
228.0 |
231.8 |
226.0 |
231.8 |
unch |
34 |
693 |
-19 |
| Jan11 |
100528 |
245.0 |
248.0 |
245.0 |
248.0 |
unch |
2 |
37 |
+0 |
| Total Volume and Open Interest |
1,042 |
7,779 |
+189 |
| Crude Oil(NYM) |
| Jul10 |
100528 |
74.90 |
75.72 |
73.13 |
73.97 |
-0.58 |
405,519 |
391,418 |
+2,516 |
| Aug10 |
100528 |
75.97 |
76.79 |
74.31 |
75.16 |
-0.46 |
112,332 |
121,912 |
+6,607 |
| Sep10 |
100528 |
76.74 |
77.66 |
75.18 |
76.12 |
-0.38 |
42,662 |
99,365 |
+735 |
| Oct10 |
100528 |
77.22 |
78.29 |
75.87 |
76.88 |
-0.30 |
20,986 |
44,164 |
+2,183 |
| Nov10 |
100528 |
78.05 |
78.70 |
76.82 |
77.58 |
-0.25 |
12,902 |
37,568 |
+1,046 |
| Dec10 |
100528 |
78.97 |
79.57 |
77.13 |
78.24 |
-0.21 |
51,988 |
199,232 |
+3,199 |
| Jan11 |
100528 |
79.10 |
79.10 |
78.00 |
78.69 |
-0.18 |
5,079 |
36,509 |
-515 |
| Feb11 |
100528 |
78.02 |
79.10 |
78.02 |
79.10 |
-0.14 |
3,103 |
17,608 |
+363 |
| Mar11 |
100528 |
79.60 |
79.76 |
78.80 |
79.48 |
-0.10 |
3,564 |
18,152 |
+271 |
| Apr11 |
100528 |
79.23 |
79.89 |
79.23 |
79.83 |
-0.07 |
1,492 |
11,162 |
-545 |
| May11 |
100528 |
80.35 |
80.35 |
80.00 |
80.15 |
-0.05 |
943 |
7,125 |
+178 |
| Jun11 |
100528 |
80.66 |
81.40 |
79.60 |
80.44 |
-0.02 |
4,475 |
39,930 |
-953 |
| Jul11 |
100528 |
79.63 |
80.72 |
79.63 |
80.69 |
unch |
662 |
6,346 |
+197 |
| Aug11 |
100528 |
80.91 |
80.91 |
80.91 |
80.91 |
+0.03 |
455 |
6,016 |
+205 |
| Sep11 |
100528 |
81.11 |
81.11 |
81.11 |
81.11 |
+0.04 |
242 |
7,638 |
+31 |
| Oct11 |
100528 |
81.32 |
81.32 |
81.32 |
81.32 |
+0.05 |
209 |
4,354 |
+3 |
| Total Volume and Open Interest |
694,012 |
1,361,060 |
+15,067 |
| 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 |
100528 |
74.825 |
75.750 |
73.125 |
73.975 |
-0.575 |
14,354 |
4,492 |
+389 |
| Aug10 |
100528 |
75.875 |
76.600 |
74.350 |
75.150 |
-0.475 |
427 |
604 |
-25 |
| Sep10 |
100528 |
76.600 |
77.400 |
76.125 |
76.125 |
-0.375 |
41 |
208 |
-9 |
| Oct10 |
100528 |
77.000 |
77.000 |
76.875 |
76.875 |
-0.300 |
4 |
20 |
+0 |
| Nov10 |
100528 |
77.750 |
77.875 |
77.575 |
77.575 |
-0.250 |
2 |
5 |
+0 |
| Dec10 |
100528 |
78.350 |
78.350 |
78.250 |
78.250 |
-0.200 |
1 |
89 |
+0 |
| Jan11 |
100528 |
78.700 |
78.700 |
78.700 |
78.700 |
-0.175 |
0 |
2 |
+0 |
| Feb11 |
100528 |
79.100 |
79.100 |
79.100 |
79.100 |
-0.150 |
|
|
|
| Total Volume and Open Interest |
14,829 |
5,475 |
+355 |
| Heating Oil(NYM) |
| Jun10 |
100528 |
200.15 |
203.03 |
197.10 |
198.02 |
-1.92 |
20,838 |
15,102 |
-5,463 |
| Jul10 |
100528 |
201.70 |
204.10 |
198.47 |
200.45 |
-0.52 |
51,359 |
77,927 |
+3,155 |
| Aug10 |
100528 |
202.96 |
205.74 |
200.40 |
202.38 |
-0.34 |
18,451 |
40,933 |
+2,751 |
| Sep10 |
100528 |
205.54 |
207.95 |
202.84 |
204.88 |
-0.16 |
12,486 |
28,259 |
+1,670 |
| Oct10 |
100528 |
207.70 |
209.63 |
205.24 |
207.35 |
unch |
6,601 |
18,096 |
+473 |
| Nov10 |
100528 |
210.25 |
212.56 |
209.20 |
209.86 |
-0.01 |
2,909 |
12,543 |
-146 |
| Dec10 |
100528 |
212.78 |
215.28 |
210.54 |
212.41 |
+0.05 |
7,097 |
40,245 |
-106 |
| Jan11 |
100528 |
217.65 |
217.65 |
214.01 |
215.11 |
+0.11 |
1,857 |
17,413 |
-113 |
| Feb11 |
100528 |
219.43 |
219.43 |
216.84 |
216.88 |
+0.04 |
412 |
7,676 |
-103 |
| Mar11 |
100528 |
218.56 |
219.53 |
216.98 |
217.73 |
+0.02 |
227 |
6,506 |
+54 |
| Apr11 |
100528 |
218.55 |
219.46 |
216.82 |
217.61 |
+0.05 |
87 |
3,854 |
+5 |
| May11 |
100528 |
217.96 |
217.96 |
217.59 |
217.59 |
+0.08 |
110 |
3,048 |
+15 |
| Total Volume and Open Interest |
123,997 |
305,109 |
+2,151 |
| Gasoline(NYMEX) |
| Jun10 |
100528 |
204.05 |
205.26 |
200.50 |
201.98 |
-1.91 |
31,633 |
15,954 |
-8,251 |
| Jul10 |
100528 |
204.45 |
205.12 |
199.50 |
202.66 |
-0.88 |
56,594 |
86,719 |
+3,142 |
| Aug10 |
100528 |
204.52 |
205.15 |
199.85 |
202.92 |
-0.71 |
20,581 |
38,405 |
+754 |
| Sep10 |
100528 |
204.97 |
205.00 |
200.50 |
203.03 |
-0.64 |
13,192 |
35,240 |
+1,252 |
| Oct10 |
100528 |
194.89 |
195.05 |
190.37 |
193.38 |
-0.48 |
3,925 |
19,417 |
-591 |
| Nov10 |
100528 |
194.00 |
194.80 |
191.25 |
193.23 |
-0.39 |
2,770 |
18,140 |
+145 |
| Dec10 |
100528 |
194.90 |
195.74 |
192.14 |
194.21 |
-0.29 |
2,725 |
13,678 |
+0 |
| Jan11 |
100528 |
196.00 |
196.00 |
196.00 |
196.00 |
-0.32 |
427 |
4,063 |
-254 |
| Feb11 |
100528 |
198.16 |
198.16 |
198.16 |
198.16 |
-0.31 |
45 |
1,952 |
+0 |
| Mar11 |
100528 |
200.35 |
200.35 |
200.35 |
200.35 |
-0.27 |
67 |
1,791 |
-11 |
| Total Volume and Open Interest |
132,276 |
249,764 |
-3,747 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100527 |
203.90 |
203.90 |
203.89 |
203.90 |
+6.90 |
0 |
3 |
+0 |
| Jul10 |
100528 |
203.50 |
203.50 |
202.70 |
202.70 |
-0.80 |
0 |
2 |
+0 |
| Aug10 |
100528 |
202.90 |
202.92 |
202.90 |
202.90 |
-0.70 |
0 |
3 |
+0 |
| Sep10 |
100528 |
203.00 |
203.03 |
203.00 |
203.00 |
-0.70 |
|
|
|
| Total Volume and Open Interest |
0 |
16 |
+0 |
| Natural Gas(NYM) |
| Jul10 |
100528 |
4.337 |
4.399 |
4.260 |
4.341 |
+0.047 |
108,945 |
224,692 |
+4,613 |
| Aug10 |
100528 |
4.402 |
4.470 |
4.335 |
4.409 |
+0.041 |
18,305 |
71,300 |
-1,869 |
| Sep10 |
100528 |
4.460 |
4.520 |
4.400 |
4.464 |
+0.042 |
14,802 |
76,254 |
+373 |
| Oct10 |
100528 |
4.582 |
4.622 |
4.493 |
4.572 |
+0.045 |
16,596 |
79,572 |
-74 |
| Nov10 |
100528 |
4.925 |
4.953 |
4.837 |
4.915 |
+0.039 |
4,284 |
22,687 |
+249 |
| Dec10 |
100528 |
5.256 |
5.291 |
5.184 |
5.257 |
+0.030 |
3,547 |
34,926 |
-229 |
| Jan11 |
100528 |
5.459 |
5.504 |
5.400 |
5.467 |
+0.026 |
7,472 |
54,200 |
+557 |
| Feb11 |
100528 |
5.433 |
5.462 |
5.373 |
5.438 |
+0.026 |
1,216 |
17,972 |
+3 |
| Mar11 |
100528 |
5.330 |
5.370 |
5.268 |
5.336 |
+0.026 |
4,528 |
45,643 |
+386 |
| Apr11 |
100528 |
5.130 |
5.175 |
5.085 |
5.151 |
+0.030 |
4,721 |
38,289 |
+13 |
| May11 |
100528 |
5.170 |
5.187 |
5.154 |
5.172 |
+0.027 |
939 |
22,848 |
-191 |
| Jun11 |
100528 |
5.191 |
5.244 |
5.183 |
5.226 |
+0.029 |
637 |
7,546 |
+121 |
| Jul11 |
100528 |
5.294 |
5.304 |
5.278 |
5.287 |
+0.026 |
252 |
5,114 |
+164 |
| Aug11 |
100528 |
5.342 |
5.342 |
5.337 |
5.337 |
+0.024 |
82 |
5,261 |
-37 |
| Sep11 |
100528 |
5.386 |
5.387 |
5.356 |
5.367 |
+0.023 |
30 |
5,234 |
-7 |
| Oct11 |
100528 |
5.471 |
5.481 |
5.437 |
5.461 |
+0.022 |
833 |
18,316 |
+8 |
| Total Volume and Open Interest |
188,041 |
835,911 |
-4,498 |
| Brent Crude Oil(ICE) |
| Jul10 |
100528 |
74.70 |
75.74 |
73.28 |
74.02 |
-0.64 |
161,984 |
208,838 |
-5,051 |
| Aug10 |
100528 |
75.48 |
76.50 |
74.05 |
74.80 |
-0.63 |
66,936 |
121,028 |
+3,036 |
| Sep10 |
100528 |
76.18 |
77.16 |
74.76 |
75.51 |
-0.61 |
33,440 |
77,012 |
+3,416 |
| Oct10 |
100528 |
76.74 |
77.79 |
75.66 |
76.22 |
-0.56 |
15,126 |
37,925 |
+2,881 |
| Nov10 |
100528 |
77.38 |
78.43 |
76.36 |
76.90 |
-0.51 |
7,029 |
21,821 |
-714 |
| Dec10 |
100528 |
78.01 |
79.05 |
76.83 |
77.56 |
-0.45 |
23,967 |
98,544 |
-3,484 |
| Jan11 |
100528 |
79.26 |
79.26 |
78.18 |
78.18 |
-0.39 |
3,167 |
21,811 |
+204 |
| Feb11 |
100528 |
78.81 |
78.82 |
78.71 |
78.71 |
-0.35 |
1,093 |
11,561 |
-46 |
| Mar11 |
100528 |
79.89 |
79.89 |
78.90 |
79.19 |
-0.30 |
1,034 |
8,263 |
-494 |
| Apr11 |
100528 |
79.80 |
79.80 |
79.63 |
79.63 |
-0.27 |
1,110 |
5,724 |
-544 |
| May11 |
100528 |
80.15 |
80.25 |
80.02 |
80.02 |
-0.24 |
919 |
13,553 |
-131 |
| Jun11 |
100528 |
80.60 |
81.50 |
79.76 |
80.36 |
-0.20 |
1,946 |
19,438 |
-479 |
| Jul11 |
100528 |
80.67 |
80.67 |
80.67 |
80.67 |
-0.18 |
180 |
3,375 |
-87 |
| Aug11 |
100528 |
80.94 |
80.94 |
80.94 |
80.94 |
-0.16 |
169 |
3,277 |
-118 |
| Total Volume and Open Interest |
327,214 |
755,017 |
-4,442 |
| Gas Oil(ICE) |
| Jun10 |
100528 |
637.00 |
647.25 |
629.25 |
636.00 |
+3.00 |
46,045 |
76,594 |
-5,612 |
| Jul10 |
100528 |
639.00 |
649.50 |
632.00 |
639.00 |
+3.00 |
60,646 |
80,260 |
+3,896 |
| Aug10 |
100528 |
642.75 |
653.00 |
636.00 |
643.00 |
+3.00 |
20,622 |
42,923 |
+2,357 |
| Sep10 |
100528 |
646.75 |
657.75 |
641.00 |
648.00 |
+3.00 |
10,096 |
41,388 |
+1,802 |
| Oct10 |
100528 |
656.25 |
662.25 |
650.50 |
653.00 |
+3.00 |
5,185 |
35,711 |
+597 |
| Nov10 |
100528 |
660.75 |
666.50 |
657.50 |
657.50 |
+3.00 |
3,236 |
24,179 |
+7 |
| Dec10 |
100528 |
663.00 |
672.00 |
656.25 |
662.00 |
+3.00 |
13,328 |
91,898 |
-497 |
| Jan11 |
100528 |
674.00 |
674.75 |
666.75 |
667.00 |
+3.00 |
1,352 |
27,809 |
-385 |
| Feb11 |
100528 |
679.25 |
679.25 |
671.50 |
671.50 |
+3.25 |
1,674 |
13,949 |
+99 |
| Mar11 |
100528 |
682.25 |
683.25 |
672.25 |
675.50 |
+3.50 |
1,374 |
10,480 |
+168 |
| Total Volume and Open Interest |
170,889 |
544,373 |
+3,998 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100528 |
1.615 |
1.615 |
1.600 |
1.600 |
-0.016 |
90 |
367 |
-57 |
| Jul10 |
100528 |
1.606 |
1.610 |
1.590 |
1.594 |
-0.018 |
118 |
1,357 |
-10 |
| Aug10 |
100528 |
1.615 |
1.615 |
1.600 |
1.604 |
-0.020 |
65 |
1,065 |
+3 |
| Sep10 |
100528 |
1.610 |
1.610 |
1.599 |
1.600 |
-0.020 |
28 |
922 |
+20 |
| Oct10 |
100528 |
1.611 |
1.611 |
1.599 |
1.601 |
-0.023 |
44 |
939 |
+14 |
| Nov10 |
100528 |
1.621 |
1.624 |
1.591 |
1.597 |
-0.028 |
61 |
839 |
+15 |
| Dec10 |
100528 |
1.625 |
1.625 |
1.600 |
1.608 |
-0.026 |
62 |
1,564 |
+34 |
| Total Volume and Open Interest |
611 |
10,392 |
+87 |
| US Dollar Index(ICE) |
| Jun10 |
100528 |
86.340 |
86.895 |
85.935 |
86.582 |
+0.300 |
25,877 |
36,126 |
+725 |
| Sep10 |
100528 |
86.670 |
87.220 |
86.290 |
86.923 |
+0.300 |
51 |
2,526 |
-7 |
| Dec10 |
100528 |
87.323 |
87.323 |
87.323 |
87.323 |
+0.300 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
25,928 |
38,670 |
+718 |
| Australian Dollar(CME) |
| Jun10 |
100528 |
84.90 |
85.37 |
84.14 |
84.45 |
-0.22 |
146,787 |
104,809 |
+3,361 |
| Sep10 |
100528 |
84.04 |
84.48 |
83.27 |
83.57 |
-0.23 |
1,217 |
4,559 |
-91 |
| Dec10 |
100528 |
82.73 |
82.96 |
82.73 |
82.73 |
-0.23 |
17 |
365 |
-1 |
| Total Volume and Open Interest |
148,021 |
109,742 |
+3,269 |
| British Pound(CME) |
| Jun10 |
100528 |
145.62 |
146.13 |
144.35 |
144.88 |
-0.99 |
109,077 |
135,523 |
-4,846 |
| Sep10 |
100528 |
145.70 |
146.19 |
144.40 |
144.92 |
-0.98 |
796 |
10,958 |
+147 |
| Dec10 |
100528 |
144.97 |
145.96 |
144.97 |
144.97 |
-0.99 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
109,873 |
146,513 |
-4,699 |
| Canadian Dollar(CME) |
| Jun10 |
100528 |
95.29 |
95.75 |
94.83 |
95.13 |
-0.07 |
100,709 |
109,993 |
-1,686 |
| Sep10 |
100528 |
95.28 |
95.66 |
94.77 |
95.09 |
-0.08 |
1,241 |
8,804 |
+157 |
| Dec10 |
100528 |
95.59 |
95.59 |
94.77 |
95.01 |
-0.13 |
165 |
1,977 |
+47 |
| Mar11 |
100528 |
95.02 |
95.02 |
94.89 |
94.89 |
-0.13 |
0 |
302 |
+0 |
| Total Volume and Open Interest |
102,115 |
121,160 |
-1,482 |
| Japanese Yen(CME) |
| Jun10 |
100528 |
109.99 |
110.40 |
109.41 |
110.17 |
+0.06 |
145,295 |
132,466 |
-2,667 |
| Sep10 |
100528 |
110.20 |
110.50 |
109.60 |
110.33 |
+0.05 |
996 |
5,358 |
-148 |
| Dec10 |
100528 |
110.57 |
110.57 |
110.52 |
110.57 |
+0.05 |
0 |
127 |
+0 |
| Total Volume and Open Interest |
146,291 |
137,954 |
-2,815 |
| Swiss Franc(CME) |
| Jun10 |
100528 |
86.90 |
87.15 |
86.17 |
86.48 |
-0.50 |
55,168 |
47,018 |
+806 |
| Sep10 |
100528 |
87.13 |
87.38 |
86.44 |
86.72 |
-0.51 |
225 |
1,948 |
+10 |
| Dec10 |
100528 |
86.98 |
87.52 |
86.98 |
86.98 |
-0.54 |
2 |
13 |
+0 |
| Total Volume and Open Interest |
55,395 |
48,979 |
+816 |
| EuroFX(CME) |
| Jun10 |
100528 |
123.60 |
124.56 |
122.67 |
123.24 |
-0.55 |
352,971 |
268,151 |
+599 |
| Sep10 |
100528 |
123.73 |
124.67 |
122.80 |
123.36 |
-0.55 |
5,058 |
14,425 |
+486 |
| Dec10 |
100528 |
123.50 |
124.03 |
123.48 |
123.48 |
-0.55 |
6 |
427 |
+2 |
| Total Volume and Open Interest |
358,036 |
283,052 |
+1,086 |
| Mexican Peso(CME) |
| Jun10 |
100528 |
777.5 |
782.0 |
770.2 |
774.2 |
-4.8 |
29,993 |
83,391 |
-816 |
| Jul10 |
100528 |
772.5 |
777.2 |
772.5 |
772.5 |
-4.8 |
|
|
|
| Total Volume and Open Interest |
30,080 |
84,474 |
-764 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100528 |
123~080 |
123~100 |
123~010 |
123~010 |
+0~030 |
|
|
|
| Sep10 |
100528 |
122~090 |
122~300 |
122~060 |
122~210 |
+0~070 |
362,275 |
491,534 |
+197,383 |
| Dec10 |
100528 |
121~100 |
121~100 |
121~030 |
121~100 |
+0~070 |
10 |
85 |
+2 |
| Total Volume and Open Interest |
1,058,094 |
773,358 |
+16,178 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100528 |
120~065 |
120~230 |
120~055 |
120~215 |
+0~115 |
2,339,058 |
774,438 |
-310,798 |
| Sep10 |
100528 |
119~120 |
119~305 |
119~115 |
119~280 |
+0~120 |
983,108 |
1,198,340 |
+443,789 |
| Dec10 |
100528 |
117~135 |
118~205 |
117~135 |
118~205 |
+0~120 |
0 |
90 |
+0 |
| Total Volume and Open Interest |
3,322,166 |
1,972,888 |
+132,991 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100528 |
58~080 |
58~090 |
58~080 |
58~090 |
+0~023 |
|
|
|
| Sep10 |
100528 |
116~026 |
116~095 |
116~023 |
116~086 |
+0~055 |
606,864 |
560,055 |
+206,373 |
| Dec10 |
100528 |
115~077 |
115~077 |
115~022 |
115~077 |
+0~055 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,937,225 |
1,039,380 |
-24,934 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100528 |
54~080 |
54~080 |
54~080 |
54~080 |
+0~006 |
|
|
|
| Sep10 |
100528 |
108~113 |
109~012 |
108~112 |
109~009 |
+0~027 |
466,911 |
615,449 |
+272,002 |
| Dec10 |
100528 |
108~101 |
108~101 |
108~071 |
108~101 |
+0~030 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,256,042 |
985,765 |
-153 |
| Eurodollars(CME) |
| Jun10 |
100528 |
99.400 |
99.440 |
99.380 |
99.400 |
-0.002 |
332,536 |
1,106,308 |
-4,116 |
| Sep10 |
100528 |
99.180 |
99.250 |
99.145 |
99.155 |
-0.015 |
655,775 |
1,072,829 |
-34,733 |
| Dec10 |
100528 |
98.995 |
99.065 |
98.980 |
99.005 |
+0.030 |
436,041 |
1,060,108 |
-5,522 |
| Mar11 |
100528 |
98.835 |
98.895 |
98.825 |
98.875 |
+0.065 |
328,291 |
750,471 |
-24,478 |
| Jun11 |
100528 |
98.635 |
98.730 |
98.625 |
98.705 |
+0.090 |
310,011 |
827,716 |
-19,055 |
| Sep11 |
100528 |
98.405 |
98.530 |
98.400 |
98.495 |
+0.090 |
256,105 |
744,525 |
-5,676 |
| Dec11 |
100528 |
98.150 |
98.280 |
98.140 |
98.245 |
+0.090 |
196,612 |
533,699 |
+2,747 |
| Mar12 |
100528 |
97.920 |
98.045 |
97.910 |
98.010 |
+0.080 |
172,105 |
388,866 |
+580 |
| Jun12 |
100528 |
97.675 |
97.795 |
97.675 |
97.760 |
+0.070 |
89,348 |
236,060 |
-1,161 |
| Sep12 |
100528 |
97.430 |
97.545 |
97.430 |
97.510 |
+0.060 |
75,526 |
181,613 |
+1,926 |
| Dec12 |
100528 |
97.195 |
97.290 |
97.190 |
97.260 |
+0.055 |
63,466 |
142,160 |
+678 |
| Mar13 |
100528 |
96.995 |
97.080 |
96.995 |
97.055 |
+0.055 |
56,578 |
132,505 |
-3,432 |
| Jun13 |
100528 |
96.760 |
96.865 |
96.760 |
96.845 |
+0.055 |
23,181 |
82,189 |
-447 |
| Sep13 |
100528 |
96.580 |
96.670 |
96.580 |
96.650 |
+0.055 |
17,898 |
72,718 |
-170 |
| Dec13 |
100528 |
96.375 |
96.470 |
96.375 |
96.450 |
+0.055 |
18,502 |
39,243 |
-590 |
| Mar14 |
100528 |
96.205 |
96.315 |
96.205 |
96.290 |
+0.050 |
11,739 |
37,727 |
-536 |
| Jun14 |
100528 |
96.065 |
96.150 |
96.065 |
96.130 |
+0.050 |
7,580 |
30,468 |
-244 |
| Sep14 |
100528 |
95.950 |
96.010 |
95.920 |
95.985 |
+0.050 |
6,666 |
22,834 |
+127 |
| Total Volume and Open Interest |
3,076,321 |
7,614,452 |
-93,713 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100528 |
99.795 |
99.798 |
99.795 |
99.795 |
unch |
6,916 |
60,887 |
-2,515 |
| Jun10 |
100528 |
99.780 |
99.785 |
99.775 |
99.780 |
-0.005 |
3,790 |
68,886 |
+457 |
| Jul10 |
100528 |
99.770 |
99.770 |
99.765 |
99.770 |
unch |
4,650 |
50,697 |
+1,429 |
| Aug10 |
100528 |
99.760 |
99.765 |
99.755 |
99.760 |
unch |
3,050 |
78,767 |
-211 |
| Sep10 |
100528 |
99.745 |
99.755 |
99.745 |
99.750 |
unch |
3,327 |
48,880 |
+8 |
| Oct10 |
100528 |
99.735 |
99.740 |
99.730 |
99.735 |
unch |
7,822 |
70,739 |
+291 |
| Total Volume and Open Interest |
83,503 |
668,505 |
+2,239 |
| 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 |
100528 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
0 |
2,478 |
-4 |
| Sep10 |
100528 |
99.618 |
99.618 |
99.618 |
99.618 |
unch |
0 |
1,031 |
+0 |
| Dec10 |
100528 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
342 |
+0 |
| Mar11 |
100528 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
167 |
+0 |
| Jun11 |
100528 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
| Sep11 |
100528 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
| Dec11 |
100528 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
| Mar12 |
100528 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
| Jun12 |
100528 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
| Sep12 |
100528 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
4,018 |
-4 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100528 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
337 |
5,280 |
-138 |
| Sep10 |
100528 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
100 |
3,168 |
+131 |
| Dec10 |
100528 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
0 |
1,461 |
+0 |
| Mar11 |
100528 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
0 |
1,692 |
-5 |
| Jun11 |
100528 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
102 |
+0 |
| Sep11 |
100528 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
53 |
+0 |
| Dec11 |
100528 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
102 |
+0 |
| Mar12 |
100528 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
437 |
13,229 |
-12 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100521 |
140.55 |
140.62 |
140.30 |
140.34 |
+0.12 |
3,012 |
20,874 |
-445 |
| Sep10 |
100528 |
139.95 |
140.11 |
139.84 |
140.11 |
-0.02 |
48 |
234 |
+1 |
| Dec10 |
100528 |
138.02 |
138.02 |
138.02 |
138.02 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
3,670 |
22,210 |
-548 |
| Euro-Bund(EUREX) |
| Jun10 |
100527 |
128.62 |
128.76 |
128.11 |
128.33 |
-0.39 |
1,015,407 |
990,642 |
-13,189 |
| Sep10 |
100528 |
127.58 |
128.31 |
127.58 |
127.96 |
+0.18 |
15,760 |
44,204 |
+6,607 |
| Dec10 |
100528 |
126.08 |
126.08 |
126.08 |
126.08 |
+0.15 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
1,152,428 |
1,076,490 |
+48,245 |
| Euro-Bobl(EUREX) |
| Jun10 |
100528 |
120.38 |
120.69 |
120.34 |
120.49 |
-0.25 |
570,907 |
758,638 |
-33,750 |
| Sep10 |
100528 |
119.91 |
120.11 |
119.81 |
120.00 |
+0.06 |
22,579 |
44,612 |
+11,982 |
| Dec10 |
100528 |
119.89 |
119.89 |
119.89 |
119.89 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
623,529 |
823,014 |
+31,746 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100528 |
99.265 |
99.265 |
99.265 |
99.265 |
+0.010 |
1,228 |
6,883 |
+408 |
| Sep10 |
100528 |
99.095 |
99.115 |
99.060 |
99.095 |
+0.015 |
193 |
3,051 |
+101 |
| Dec10 |
100528 |
99.000 |
99.025 |
98.985 |
98.985 |
+0.005 |
39 |
2,084 |
+32 |
| Total Volume and Open Interest |
1,723 |
17,927 |
+528 |
| Long Gilt(LIFFE) |
| Jun10 |
100528 |
119~16 |
120~03 |
119~15 |
119~25 |
+0~10 |
294,517 |
68,659 |
+68,659 |
| Sep10 |
100528 |
118~04 |
118~23 |
118~02 |
118~13 |
+0~09 |
151,875 |
250,844 |
+63,926 |
| Total Volume and Open Interest |
446,392 |
319,503 |
-7,202 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100528 |
99.25 |
99.27 |
99.22 |
99.26 |
unch |
34,032 |
351,417 |
-4,920 |
| Sep10 |
100528 |
99.08 |
99.12 |
99.06 |
99.11 |
+0.03 |
99,309 |
401,559 |
-3,631 |
| Dec10 |
100528 |
98.92 |
98.97 |
98.92 |
98.96 |
+0.03 |
76,045 |
342,091 |
+68 |
| Mar11 |
100528 |
98.82 |
98.85 |
98.80 |
98.84 |
+0.03 |
75,903 |
239,955 |
-1,832 |
| Jun11 |
100528 |
98.64 |
98.69 |
98.61 |
98.67 |
+0.03 |
59,585 |
300,694 |
+3,865 |
| Sep11 |
100528 |
98.45 |
98.48 |
98.40 |
98.46 |
+0.02 |
57,161 |
251,211 |
+3,345 |
| Total Volume and Open Interest |
535,824 |
2,430,774 |
+4,487 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100528 |
99.265 |
99.270 |
99.225 |
99.265 |
+0.010 |
159,251 |
858,504 |
+12,458 |
| Sep10 |
100528 |
99.080 |
99.125 |
99.025 |
99.095 |
+0.015 |
260,356 |
623,623 |
-24,064 |
| Dec10 |
100528 |
98.980 |
99.035 |
98.920 |
98.985 |
+0.005 |
187,084 |
502,333 |
+8,731 |
| Total Volume and Open Interest |
1,149,992 |
3,968,356 |
+18,538 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100528 |
95.23 |
95.23 |
95.20 |
95.23 |
unch |
13,971 |
249,732 |
-23,170 |
| Sep10 |
100528 |
95.26 |
95.28 |
95.21 |
95.26 |
-0.02 |
43,596 |
253,817 |
-28,985 |
| Dec10 |
100528 |
95.14 |
95.16 |
95.08 |
95.12 |
-0.03 |
15,850 |
133,494 |
-12,612 |
| Mar11 |
100528 |
95.00 |
95.02 |
94.94 |
94.99 |
-0.03 |
7,699 |
63,263 |
-2,596 |
| Jun11 |
100528 |
94.86 |
94.88 |
94.80 |
94.84 |
-0.04 |
3,800 |
45,284 |
-2,216 |
| Sep11 |
100528 |
94.74 |
94.76 |
94.69 |
94.72 |
-0.04 |
2,444 |
31,810 |
-757 |
| Dec11 |
100528 |
94.67 |
94.67 |
94.59 |
94.63 |
-0.03 |
967 |
24,987 |
+79 |
| Mar12 |
100528 |
94.53 |
94.58 |
94.53 |
94.56 |
-0.05 |
624 |
17,781 |
+303 |
| Jun12 |
100528 |
94.50 |
94.52 |
94.50 |
94.52 |
-0.05 |
1 |
4,849 |
-336 |
| Sep12 |
100528 |
94.50 |
94.51 |
94.50 |
94.51 |
-0.06 |
0 |
3,014 |
-97 |
| Total Volume and Open Interest |
88,972 |
829,836 |
-70,467 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100528 |
94.60 |
94.63 |
94.56 |
94.59 |
-0.04 |
40,292 |
420,984 |
-26,826 |
| Sep10 |
100528 |
94.58 |
94.58 |
94.54 |
94.56 |
-0.03 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
40,292 |
420,990 |
-26,826 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100528 |
95.18 |
95.20 |
95.11 |
95.16 |
-0.04 |
134,643 |
897,495 |
-14,842 |
| Sep10 |
100528 |
95.04 |
95.05 |
95.04 |
95.05 |
-0.05 |
1,500 |
1,400 |
+1,300 |
| Total Volume and Open Interest |
136,143 |
898,895 |
-13,542 |
| Gold(CMX) |
| Jun10 |
100528 |
1210.4 |
1214.8 |
1201.1 |
1212.2 |
+0.3 |
237,497 |
61,107 |
-95,049 |
| Aug10 |
100528 |
1213.4 |
1217.3 |
1203.8 |
1215.0 |
+0.6 |
155,669 |
303,604 |
+63,530 |
| Oct10 |
100528 |
1214.9 |
1218.6 |
1206.0 |
1217.0 |
+0.5 |
3,076 |
21,919 |
+127 |
| Dec10 |
100528 |
1217.4 |
1221.3 |
1207.9 |
1219.0 |
+0.3 |
10,828 |
66,075 |
+4,578 |
| Feb11 |
100528 |
1219.5 |
1223.0 |
1211.0 |
1221.3 |
+0.2 |
423 |
18,802 |
+5 |
| Apr11 |
100528 |
1225.9 |
1225.9 |
1223.6 |
1223.6 |
+0.1 |
9 |
14,890 |
-1 |
| Jun11 |
100528 |
567.2 |
572.5 |
563.1 |
570.9 |
unch |
552 |
13,255 |
-206 |
| Aug11 |
100528 |
1229.3 |
1229.3 |
1229.3 |
1229.3 |
-0.1 |
10 |
3,849 |
+0 |
| Oct11 |
100528 |
1232.3 |
1232.3 |
1232.3 |
1232.3 |
-0.3 |
43 |
6,909 |
+0 |
| Dec11 |
100528 |
1228.8 |
1235.6 |
1228.8 |
1235.6 |
-0.5 |
462 |
15,449 |
+235 |
| Feb12 |
100528 |
1239.8 |
1239.8 |
1239.8 |
1239.8 |
-0.8 |
0 |
3,960 |
+0 |
| Apr12 |
100528 |
1244.1 |
1244.1 |
1244.1 |
1244.1 |
-1.0 |
|
|
|
| Total Volume and Open Interest |
409,841 |
564,413 |
|
| Silver(CMX) |
| Jul10 |
100528 |
1852.0 |
1864.5 |
1824.0 |
1842.2 |
-4.6 |
36,084 |
71,721 |
+746 |
| Sep10 |
100528 |
1860.0 |
1866.0 |
1828.0 |
1846.1 |
-4.5 |
4,524 |
13,994 |
+122 |
| Dec10 |
100528 |
1871.5 |
1871.5 |
1835.0 |
1851.1 |
-4.6 |
3,499 |
17,207 |
+384 |
| Mar11 |
100528 |
1850.0 |
1855.1 |
1847.0 |
1855.1 |
-4.9 |
110 |
6,741 |
+108 |
| May11 |
100528 |
1853.0 |
1857.6 |
1853.0 |
1857.6 |
-5.1 |
4 |
2,700 |
+1 |
| Jul11 |
100528 |
1860.0 |
1860.0 |
1860.0 |
1860.0 |
-5.3 |
6 |
1,680 |
-14 |
| Sep11 |
100528 |
1862.4 |
1862.4 |
1862.4 |
1862.4 |
-5.6 |
0 |
255 |
+0 |
| Total Volume and Open Interest |
44,434 |
121,382 |
+1,262 |
| Platinum(NYMEX) |
| Jul10 |
100528 |
1562.9 |
1572.5 |
1541.0 |
1549.4 |
-3.5 |
5,217 |
26,969 |
-891 |
| Oct10 |
100528 |
1567.3 |
1578.0 |
1551.0 |
1555.5 |
-3.1 |
242 |
2,300 |
+205 |
| Jan11 |
100528 |
1564.8 |
1564.8 |
1556.4 |
1556.4 |
-3.2 |
6 |
322 |
+0 |
| Apr11 |
100528 |
1556.4 |
1556.4 |
1556.4 |
1556.4 |
-3.2 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
5,465 |
29,597 |
-686 |
| Palladium(NYMEX) |
| Jun10 |
100528 |
464.55 |
470.45 |
452.20 |
461.85 |
-0.40 |
4,924 |
2,869 |
-2,680 |
| Sep10 |
100528 |
466.45 |
473.75 |
454.00 |
463.45 |
-1.60 |
4,376 |
17,857 |
+2,548 |
| Dec10 |
100528 |
461.75 |
464.30 |
461.75 |
464.30 |
-1.55 |
22 |
260 |
+9 |
| Total Volume and Open Interest |
9,324 |
21,053 |
-122 |
| Copper(CMX) |
| Jul10 |
100528 |
316.75 |
318.70 |
308.90 |
310.45 |
-5.40 |
25,892 |
71,561 |
-1,639 |
| Sep10 |
100528 |
319.00 |
320.05 |
311.90 |
312.40 |
-5.40 |
2,406 |
27,955 |
-144 |
| Dec10 |
100528 |
318.25 |
322.15 |
314.30 |
314.30 |
-5.40 |
853 |
11,847 |
-3 |
| Mar11 |
100528 |
315.60 |
315.60 |
315.40 |
315.40 |
-5.35 |
182 |
5,807 |
+43 |
| May11 |
100528 |
315.90 |
315.90 |
315.90 |
315.90 |
-5.15 |
13 |
897 |
-9 |
| Total Volume and Open Interest |
30,361 |
126,840 |
-1,890 |
| DJIA Index(CBOT) |
| Jun10 |
100528 |
10242 |
10272 |
10090 |
10126 |
-109 |
660 |
12,383 |
+30 |
| Sep10 |
100528 |
10150 |
10150 |
10069 |
10069 |
-109 |
9 |
226 |
+1 |
| Dec10 |
100528 |
10011 |
10120 |
10011 |
10011 |
-109 |
0 |
2 |
+0 |
| Mar11 |
100528 |
9958 |
10067 |
9958 |
9958 |
-109 |
|
|
|
| Total Volume and Open Interest |
669 |
12,611 |
+31 |
| S & P 500(CME) |
| Jun10 |
100528 |
1100.40 |
1106.70 |
1083.30 |
1088.50 |
-12.60 |
31,144 |
298,455 |
+2,058 |
| Sep10 |
100528 |
1093.00 |
1095.00 |
1079.80 |
1084.20 |
-12.60 |
3,355 |
29,814 |
+2,848 |
| Dec10 |
100528 |
1080.10 |
1093.20 |
1075.70 |
1080.10 |
-12.60 |
1 |
4,326 |
+0 |
| Mar11 |
100528 |
1076.70 |
1089.80 |
1072.30 |
1076.70 |
-12.60 |
0 |
477 |
+0 |
| Total Volume and Open Interest |
34,500 |
333,117 |
+4,906 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100528 |
1100.25 |
1106.75 |
1083.25 |
1088.50 |
-12.50 |
2,929,237 |
2,692,123 |
+35,338 |
| Sep10 |
100528 |
1095.50 |
1102.75 |
1079.25 |
1084.25 |
-12.50 |
22,696 |
80,575 |
+4,929 |
| Total Volume and Open Interest |
2,951,984 |
2,775,773 |
+40,261 |
| NASDAQ 100(CME) |
| Jun10 |
100528 |
1860.80 |
1874.50 |
1833.00 |
1852.00 |
-11.80 |
3,193 |
22,495 |
+1,821 |
| Sep10 |
100528 |
1850.50 |
1863.00 |
1840.00 |
1850.50 |
-12.00 |
0 |
967 |
+0 |
| Dec10 |
100528 |
1847.80 |
1847.80 |
1847.80 |
1847.80 |
-12.00 |
|
|
|
| Total Volume and Open Interest |
3,193 |
23,462 |
+1,821 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100528 |
1862.30 |
1874.30 |
1835.50 |
1852.00 |
-11.80 |
391,061 |
357,450 |
+8,611 |
| Sep10 |
100528 |
1862.80 |
1872.50 |
1834.30 |
1850.50 |
-12.00 |
467 |
2,013 |
+16 |
| Total Volume and Open Interest |
391,536 |
359,515 |
+8,624 |
| S & P Midcap 400(CME) |
| Jun10 |
100528 |
767.50 |
770.30 |
759.00 |
762.20 |
-6.20 |
40 |
3,648 |
+28 |
| Sep10 |
100528 |
760.70 |
761.50 |
760.70 |
760.70 |
-6.20 |
|
|
|
| Dec10 |
100528 |
758.70 |
759.50 |
758.70 |
758.70 |
-6.20 |
|
|
|
| Total Volume and Open Interest |
40 |
3,648 |
+28 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100528 |
9800 |
9870 |
9630 |
9650 |
-140 |
14,903 |
46,306 |
-155 |
| Sep10 |
100528 |
9890 |
9915 |
9710 |
9710 |
-135 |
33 |
25 |
+14 |
| Total Volume and Open Interest |
14,936 |
46,331 |
-141 |
| Nikkei 225(SGX) |
| Jun10 |
100528 |
9685 |
9825 |
9610 |
9775 |
+145 |
181,917 |
190,009 |
+4,492 |
| Sep10 |
100528 |
9670 |
9800 |
9670 |
9770 |
+145 |
346 |
7,343 |
+770 |
| Dec10 |
100528 |
9725 |
9725 |
9725 |
9725 |
+145 |
50 |
1,497 |
-2 |
| Total Volume and Open Interest |
182,313 |
201,130 |
+5,460 |
| CAC 40(EURONEXT) |
| Jun10 |
100528 |
3520.0 |
3541.0 |
3453.5 |
3498.5 |
-11.5 |
171,360 |
497,670 |
+9,500 |
| Jul10 |
100528 |
3531.0 |
3532.0 |
3460.0 |
3494.5 |
-11.5 |
44 |
519 |
+260 |
| Aug10 |
100528 |
3514.0 |
3530.0 |
3495.5 |
3495.5 |
-11.5 |
|
|
|
| Total Volume and Open Interest |
171,407 |
499,863 |
+9,762 |
| Hang Seng Index(HKFE) |
| May10 |
100528 |
19736 |
19827 |
19705 |
19786 |
+374 |
111,236 |
32,570 |
-20,468 |
| Jun10 |
100528 |
19670 |
19892 |
19652 |
19716 |
+330 |
43,004 |
69,790 |
+13,801 |
| Total Volume and Open Interest |
154,552 |
104,314 |
-6,470 |
| DAX(EUREX) |
| Jun10 |
100528 |
5949.0 |
5982.0 |
5890.5 |
5942.5 |
-6.0 |
190,581 |
185,298 |
-1,470 |
| Sep10 |
100528 |
5955.0 |
5985.5 |
5900.0 |
5947.5 |
-6.5 |
578 |
11,836 |
+0 |
| Dec10 |
100528 |
5964.5 |
5990.0 |
5907.5 |
5954.5 |
-6.5 |
535 |
2,539 |
+40 |
| Total Volume and Open Interest |
191,694 |
199,673 |
-1,430 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100528 |
5212.00 |
5228.50 |
5140.00 |
5187.00 |
+7.50 |
155,920 |
695,329 |
-850 |
| Sep10 |
100528 |
5160.00 |
5183.00 |
5122.50 |
5145.50 |
+7.50 |
79 |
2,162 |
+42 |
| Dec10 |
100528 |
5138.00 |
5140.00 |
5109.00 |
5120.00 |
+7.50 |
25 |
3,192 |
+15 |
| Total Volume and Open Interest |
156,024 |
701,225 |
-793 |
| SPI 200(SFE) |
| Jun10 |
100528 |
4396.0 |
4474.0 |
4382.0 |
4466.0 |
+84.0 |
46,729 |
295,160 |
+3,437 |
| Sep10 |
100528 |
4435.0 |
4452.0 |
4424.0 |
4452.0 |
+86.0 |
414 |
4,002 |
+175 |
| Dec10 |
100528 |
4454.0 |
4467.0 |
4446.0 |
4467.0 |
+87.0 |
171 |
2,803 |
+168 |
| Total Volume and Open Interest |
47,530 |
303,250 |
+3,915 |
| GSCI(CME) |
| Jun10 |
100528 |
493.60 |
494.00 |
484.70 |
489.50 |
-2.50 |
172 |
17,175 |
+133 |
| Jul10 |
100528 |
498.60 |
499.00 |
489.80 |
494.50 |
-2.50 |
0 |
67 |
+0 |
| Aug10 |
100528 |
497.50 |
502.00 |
493.30 |
497.50 |
-2.50 |
|
|
|
| Total Volume and Open Interest |
172 |
17,242 |
+133 |
| Reuters CCI(ICE) |
| Jun10 |
100528 |
255.40 |
255.40 |
255.40 |
255.40 |
-2.90 |
|
|
|
| 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. |
|
|