|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon April 20, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May09 |
090420 |
1047.25 |
1064.00 |
1017.00 |
1018.50 |
-32.50 |
100,640 |
87,805 |
-8,317 |
| Jul09 |
090420 |
1037.75 |
1051.25 |
1009.50 |
1011.50 |
-30.00 |
70,045 |
145,107 |
+10,322 |
| Aug09 |
090420 |
1010.00 |
1012.25 |
981.00 |
983.00 |
-30.00 |
2,147 |
4,924 |
+13 |
| Sep09 |
090420 |
966.50 |
972.75 |
936.75 |
941.00 |
-30.00 |
1,922 |
8,149 |
+240 |
| Nov09 |
090420 |
928.00 |
938.75 |
895.75 |
903.00 |
-32.00 |
25,789 |
105,562 |
+5,018 |
| Jan10 |
090420 |
936.75 |
942.00 |
904.25 |
910.25 |
-34.25 |
622 |
5,857 |
+229 |
| Mar10 |
090420 |
949.00 |
949.00 |
911.00 |
917.00 |
-31.50 |
272 |
2,867 |
+123 |
| Total Volume and Open Interest |
202,777 |
374,429 |
+8,173 |
| Soybean Meal(CBOT) |
| May09 |
090420 |
326.00 |
331.00 |
318.50 |
319.20 |
-7.40 |
37,399 |
39,734 |
-538 |
| Jul09 |
090420 |
318.20 |
321.90 |
310.00 |
311.90 |
-6.80 |
30,366 |
42,775 |
+4,811 |
| Aug09 |
090420 |
306.60 |
306.60 |
296.50 |
299.10 |
-7.40 |
2,159 |
5,984 |
+129 |
| Sep09 |
090420 |
291.00 |
291.00 |
279.50 |
282.60 |
-7.90 |
1,418 |
7,681 |
+143 |
| Oct09 |
090420 |
265.50 |
265.50 |
259.00 |
262.60 |
-8.50 |
1,809 |
6,601 |
+599 |
| Dec09 |
090420 |
265.00 |
267.50 |
255.60 |
259.90 |
-8.30 |
6,242 |
21,109 |
+523 |
| Jan10 |
090420 |
263.30 |
268.70 |
256.80 |
260.30 |
-8.40 |
193 |
1,411 |
+110 |
| Mar10 |
090420 |
264.50 |
264.50 |
260.40 |
262.00 |
-8.50 |
598 |
1,361 |
+108 |
| Total Volume and Open Interest |
81,094 |
128,241 |
+6,109 |
| Soybean Oil(CBOT) |
| May09 |
090420 |
36.68 |
37.04 |
35.44 |
35.45 |
-1.32 |
38,203 |
52,250 |
-5,753 |
| Jul09 |
090420 |
36.97 |
37.30 |
35.73 |
35.75 |
-1.32 |
28,665 |
93,815 |
+1,529 |
| Aug09 |
090420 |
36.35 |
36.48 |
35.91 |
35.91 |
-1.32 |
4,231 |
13,255 |
+1,220 |
| Sep09 |
090420 |
37.25 |
37.49 |
36.05 |
36.05 |
-1.33 |
657 |
8,748 |
-22 |
| Oct09 |
090420 |
36.94 |
36.95 |
36.18 |
36.18 |
-1.33 |
1,476 |
4,593 |
+120 |
| Dec09 |
090420 |
37.73 |
38.00 |
36.47 |
36.48 |
-1.32 |
5,224 |
29,410 |
+827 |
| Jan10 |
090420 |
37.13 |
37.24 |
36.71 |
36.71 |
-1.34 |
3 |
839 |
+0 |
| Mar10 |
090420 |
37.47 |
37.47 |
36.91 |
36.91 |
-1.34 |
91 |
919 |
+19 |
| Total Volume and Open Interest |
78,707 |
210,857 |
-2,005 |
| Canola(WCE) |
| May09 |
090420 |
439.0 |
439.7 |
433.6 |
435.1 |
-3.9 |
6,557 |
18,796 |
-2,100 |
| Jul09 |
090420 |
442.1 |
442.2 |
436.0 |
437.8 |
-4.1 |
8,162 |
61,642 |
-454 |
| Nov09 |
090420 |
441.6 |
443.3 |
437.0 |
439.6 |
-4.4 |
1,539 |
22,786 |
+530 |
| Jan10 |
090420 |
443.7 |
443.7 |
443.7 |
443.7 |
-4.3 |
56 |
1,132 |
+6 |
| Mar10 |
090420 |
446.0 |
446.4 |
446.0 |
446.4 |
-4.3 |
66 |
646 |
+44 |
| Total Volume and Open Interest |
16,389 |
105,553 |
-1,974 |
| Corn(CBOT) |
| May09 |
090420 |
374.75 |
376.50 |
360.50 |
369.50 |
-6.75 |
77,507 |
167,040 |
-2,997 |
| Jul09 |
090420 |
383.25 |
385.50 |
370.00 |
378.75 |
-7.00 |
41,562 |
295,496 |
+4,043 |
| Sep09 |
090420 |
394.00 |
395.00 |
379.25 |
387.75 |
-7.50 |
9,283 |
83,196 |
+622 |
| Dec09 |
090420 |
406.00 |
407.00 |
390.50 |
398.75 |
-8.25 |
25,476 |
210,507 |
+1,827 |
| Mar10 |
090420 |
418.50 |
418.75 |
402.50 |
410.50 |
-9.00 |
2,836 |
27,349 |
-8 |
| May10 |
090420 |
426.00 |
426.00 |
411.00 |
418.75 |
-7.50 |
251 |
4,952 |
-12 |
| Total Volume and Open Interest |
158,824 |
834,268 |
+3,449 |
| Wheat(CBOT) |
| May09 |
090420 |
522.00 |
525.00 |
500.75 |
504.50 |
-18.50 |
29,717 |
56,846 |
-1,207 |
| Jul09 |
090420 |
534.00 |
536.75 |
512.50 |
516.25 |
-18.50 |
19,528 |
148,495 |
+4,629 |
| Sep09 |
090420 |
562.00 |
562.25 |
540.00 |
543.25 |
-19.00 |
2,959 |
42,569 |
+434 |
| Dec09 |
090420 |
575.00 |
585.50 |
563.00 |
566.75 |
-18.00 |
4,717 |
54,086 |
+961 |
| Mar10 |
090420 |
586.75 |
600.25 |
578.50 |
582.25 |
-18.00 |
234 |
2,709 |
-53 |
| Total Volume and Open Interest |
57,646 |
316,141 |
+4,728 |
| Wheat(KCBT) |
| May09 |
090420 |
569.25 |
571.00 |
552.00 |
559.00 |
-10.00 |
7,247 |
14,006 |
-1,338 |
| Jul09 |
090420 |
577.25 |
581.00 |
558.00 |
568.00 |
-11.50 |
5,923 |
37,738 |
+1,907 |
| Sep09 |
090420 |
589.50 |
589.50 |
573.50 |
578.00 |
-11.50 |
1,513 |
9,514 |
+519 |
| Dec09 |
090420 |
606.75 |
607.50 |
589.25 |
594.25 |
-11.00 |
1,589 |
19,406 |
+516 |
| Mar10 |
090420 |
607.25 |
608.75 |
601.75 |
606.00 |
-12.00 |
104 |
716 |
-25 |
| Total Volume and Open Interest |
16,577 |
83,518 |
+1,699 |
| Wheat(MGE) |
| May09 |
090420 |
635.75 |
635.75 |
617.75 |
626.00 |
-9.75 |
1,047 |
5,483 |
-91 |
| Jul09 |
090420 |
623.00 |
623.00 |
605.75 |
613.75 |
-9.75 |
1,374 |
11,368 |
-300 |
| Sep09 |
090420 |
618.00 |
618.00 |
608.75 |
614.50 |
-12.00 |
383 |
6,768 |
-98 |
| Dec09 |
090420 |
632.75 |
632.75 |
618.25 |
622.50 |
-13.75 |
199 |
4,204 |
+13 |
| Mar10 |
090420 |
632.75 |
634.00 |
627.75 |
631.75 |
-15.50 |
52 |
547 |
+10 |
| Total Volume and Open Interest |
3,069 |
28,544 |
-466 |
| Oats(CBOT) |
| May09 |
090420 |
189.00 |
192.50 |
178.25 |
181.75 |
-7.25 |
956 |
4,650 |
-70 |
| Jul09 |
090420 |
195.75 |
201.00 |
187.50 |
190.50 |
-7.25 |
659 |
6,350 |
+138 |
| Sep09 |
090420 |
205.25 |
206.75 |
199.50 |
199.50 |
-7.25 |
1 |
29 |
-1 |
| Dec09 |
090420 |
216.00 |
221.00 |
212.00 |
213.75 |
-7.25 |
150 |
4,798 |
+111 |
| Total Volume and Open Interest |
1,766 |
15,843 |
+178 |
| Rough Rice(CBOT) |
| May09 |
090420 |
12.80 |
12.87 |
12.36 |
12.76 |
-0.07 |
528 |
2,130 |
-20 |
| Jul09 |
090420 |
12.98 |
12.98 |
12.52 |
12.83 |
-0.19 |
300 |
2,238 |
+38 |
| Sep09 |
090420 |
12.43 |
12.43 |
12.22 |
12.24 |
-0.18 |
217 |
1,420 |
-15 |
| Nov09 |
090420 |
12.40 |
12.40 |
12.23 |
12.29 |
-0.15 |
170 |
1,435 |
+77 |
| Total Volume and Open Interest |
1,233 |
7,712 |
+91 |
| Live Cattle(CME) |
| Apr09 |
090420 |
88.100 |
88.100 |
86.700 |
87.385 |
-0.945 |
3,127 |
10,661 |
-990 |
| Jun09 |
090420 |
84.035 |
84.050 |
82.450 |
82.635 |
-1.900 |
13,106 |
92,342 |
+283 |
| Aug09 |
090420 |
84.500 |
84.500 |
82.950 |
83.200 |
-1.935 |
6,005 |
53,842 |
+174 |
| Oct09 |
090420 |
88.600 |
88.600 |
86.950 |
87.150 |
-1.650 |
2,257 |
31,283 |
+437 |
| Dec09 |
090420 |
89.930 |
90.200 |
88.750 |
89.150 |
-1.600 |
1,075 |
11,520 |
+232 |
| Feb10 |
090420 |
91.080 |
91.080 |
89.950 |
90.050 |
-1.700 |
196 |
4,376 |
+38 |
| Total Volume and Open Interest |
25,816 |
205,007 |
+160 |
| Feeder Cattle(CME) |
| Apr09 |
090420 |
98.535 |
99.150 |
97.785 |
98.550 |
-0.630 |
378 |
1,496 |
-79 |
| May09 |
090420 |
99.100 |
99.100 |
98.000 |
98.330 |
-1.205 |
1,708 |
5,780 |
-189 |
| Aug09 |
090420 |
101.535 |
101.535 |
100.400 |
100.700 |
-1.250 |
1,488 |
8,813 |
+352 |
| Sep09 |
090420 |
101.300 |
101.300 |
100.800 |
101.035 |
-1.515 |
169 |
1,456 |
+38 |
| Oct09 |
090420 |
101.550 |
101.700 |
101.000 |
101.080 |
-1.705 |
198 |
1,360 |
+93 |
| Nov09 |
090420 |
101.850 |
101.850 |
100.800 |
100.800 |
-2.050 |
50 |
369 |
+31 |
| Jan10 |
090420 |
99.900 |
100.500 |
99.900 |
99.900 |
-0.750 |
4 |
22 |
+0 |
| Total Volume and Open Interest |
3,995 |
19,298 |
+246 |
| Lean Hogs(CME) |
| May09 |
090420 |
71.635 |
71.800 |
70.250 |
70.930 |
-1.320 |
895 |
6,341 |
-80 |
| Jun09 |
090420 |
73.200 |
73.200 |
71.680 |
72.300 |
-1.335 |
10,297 |
57,825 |
+220 |
| Jul09 |
090420 |
74.650 |
74.650 |
73.050 |
73.580 |
-1.395 |
2,623 |
18,781 |
-409 |
| Aug09 |
090420 |
74.400 |
74.600 |
73.225 |
73.930 |
-0.920 |
2,595 |
26,220 |
+426 |
| Oct09 |
090420 |
66.850 |
66.950 |
65.635 |
66.700 |
-0.400 |
1,659 |
13,712 |
+399 |
| Dec09 |
090420 |
65.285 |
65.400 |
64.450 |
64.700 |
-0.835 |
282 |
5,130 |
+87 |
| Feb10 |
090420 |
68.150 |
68.300 |
67.550 |
68.100 |
-0.450 |
79 |
1,233 |
+29 |
| Apr10 |
090420 |
70.500 |
71.300 |
70.500 |
70.975 |
-0.355 |
108 |
546 |
+69 |
| Total Volume and Open Interest |
18,547 |
130,027 |
+750 |
| Pork Bellies(CME) |
| May09 |
090420 |
82.500 |
83.400 |
81.725 |
82.050 |
-2.680 |
48 |
487 |
-21 |
| Jul09 |
090420 |
83.700 |
83.800 |
82.000 |
82.950 |
-1.935 |
24 |
265 |
+3 |
| Aug09 |
090420 |
83.800 |
83.800 |
79.550 |
79.650 |
-2.900 |
0 |
69 |
+0 |
| Feb10 |
090420 |
92.980 |
92.980 |
92.980 |
92.980 |
-0.020 |
0 |
5 |
+0 |
| Mar10 |
090420 |
93.480 |
93.480 |
93.480 |
93.480 |
-0.020 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
72 |
831 |
-18 |
| Class III Milk(CME) |
| Apr09 |
090420 |
10.76 |
10.82 |
10.76 |
10.76 |
unch |
75 |
4,445 |
+28 |
| May09 |
090420 |
10.31 |
10.50 |
10.25 |
10.28 |
-0.03 |
99 |
4,527 |
-66 |
| Jun09 |
090420 |
11.50 |
11.69 |
11.35 |
11.37 |
-0.07 |
184 |
4,402 |
+76 |
| Jul09 |
090420 |
12.70 |
12.86 |
12.56 |
12.64 |
+0.08 |
151 |
3,065 |
+40 |
| Aug09 |
090420 |
13.87 |
14.01 |
13.85 |
13.90 |
+0.05 |
112 |
2,865 |
+73 |
| Total Volume and Open Interest |
851 |
30,277 |
+256 |
| Cocoa(ICE) |
| May09 |
090420 |
2355 |
2380 |
2354 |
2354 |
-48 |
4,264 |
2,327 |
-2,171 |
| Jul09 |
090420 |
2393 |
2401 |
2359 |
2379 |
-34 |
11,573 |
55,505 |
+170 |
| Sep09 |
090420 |
2397 |
2401 |
2369 |
2383 |
-32 |
1,365 |
24,129 |
+121 |
| Dec09 |
090420 |
2406 |
2408 |
2382 |
2397 |
-34 |
1,374 |
14,816 |
+442 |
| Mar10 |
090420 |
2412 |
2413 |
2386 |
2401 |
-40 |
325 |
9,586 |
-1 |
| May10 |
090420 |
2402 |
2402 |
2402 |
2402 |
-40 |
17 |
2,181 |
+8 |
| Jul10 |
090420 |
2409 |
2409 |
2409 |
2409 |
-40 |
1 |
2,320 |
-1 |
| Total Volume and Open Interest |
19,132 |
112,753 |
-1,269 |
| Coffee "C"(ICE) |
| May09 |
090420 |
112.45 |
112.50 |
111.00 |
111.65 |
-0.20 |
5,567 |
20,681 |
-4,697 |
| Jul09 |
090420 |
113.55 |
114.35 |
112.80 |
113.60 |
-0.15 |
8,320 |
63,985 |
+2,593 |
| Sep09 |
090420 |
115.90 |
116.65 |
115.00 |
115.85 |
-0.15 |
872 |
24,395 |
+273 |
| Dec09 |
090420 |
119.20 |
119.40 |
118.15 |
118.95 |
-0.15 |
336 |
14,198 |
-28 |
| Mar10 |
090420 |
122.20 |
122.45 |
121.15 |
121.95 |
-0.05 |
252 |
9,034 |
+80 |
| May10 |
090420 |
124.30 |
124.50 |
123.70 |
124.20 |
unch |
116 |
2,370 |
+15 |
| Total Volume and Open Interest |
15,526 |
136,335 |
-1,764 |
| Orange Juice(ICE) |
| May09 |
090420 |
84.10 |
84.85 |
81.70 |
83.60 |
-1.35 |
2,041 |
10,471 |
-1,356 |
| Jul09 |
090420 |
88.40 |
88.40 |
85.20 |
86.85 |
-1.40 |
2,030 |
13,594 |
+1,434 |
| Sep09 |
090420 |
89.90 |
89.90 |
88.25 |
89.45 |
-1.95 |
375 |
3,121 |
+72 |
| Nov09 |
090420 |
92.00 |
92.40 |
92.00 |
92.40 |
-1.95 |
25 |
1,323 |
+20 |
| Jan10 |
090420 |
95.15 |
95.15 |
95.15 |
95.15 |
-1.20 |
0 |
174 |
+0 |
| Mar10 |
090420 |
97.15 |
97.15 |
97.15 |
97.15 |
-1.20 |
0 |
85 |
+0 |
| Total Volume and Open Interest |
4,471 |
28,997 |
+170 |
| Sugar #11(ICE) |
| May09 |
090420 |
13.18 |
13.26 |
12.88 |
12.92 |
-0.27 |
45,690 |
104,637 |
-5,962 |
| Jul09 |
090420 |
13.64 |
13.70 |
13.27 |
13.32 |
-0.34 |
49,438 |
250,599 |
+1,846 |
| Oct09 |
090420 |
14.35 |
14.35 |
13.99 |
14.03 |
-0.33 |
20,692 |
131,233 |
+3,065 |
| Mar10 |
090420 |
15.11 |
15.11 |
14.77 |
14.84 |
-0.31 |
7,246 |
86,630 |
+1,399 |
| May10 |
090420 |
14.93 |
14.94 |
14.61 |
14.65 |
-0.29 |
856 |
23,116 |
+178 |
| Total Volume and Open Interest |
126,551 |
680,684 |
+713 |
| Sugar #14(ICE) |
| Jul09 |
090420 |
21.50 |
21.50 |
21.50 |
21.50 |
unch |
167 |
2,491 |
-57 |
| Sep09 |
090420 |
21.78 |
21.78 |
21.78 |
21.78 |
+0.03 |
101 |
2,305 |
+1 |
| Total Volume and Open Interest |
268 |
4,796 |
-56 |
| London Cocoa(LCE) |
| May09 |
090420 |
1757 |
1775 |
1742 |
1760 |
unch |
2,385 |
0 |
+0 |
| Jul09 |
090420 |
1720 |
1732 |
1702 |
1713 |
-8 |
4,925 |
62,348 |
-613 |
| Sep09 |
090420 |
1705 |
1721 |
1695 |
1704 |
-6 |
2,594 |
25,180 |
-439 |
| Dec09 |
090420 |
1700 |
1715 |
1691 |
1700 |
-4 |
2,596 |
23,242 |
+1,276 |
| Mar10 |
090420 |
1699 |
1714 |
1690 |
1700 |
-4 |
862 |
15,009 |
+0 |
| May10 |
090420 |
1690 |
1702 |
1690 |
1702 |
+5 |
530 |
3,051 |
+488 |
| Jul10 |
090420 |
1703 |
1703 |
1703 |
1703 |
+5 |
120 |
583 |
+117 |
| Total Volume and Open Interest |
14,999 |
189,896 |
-190 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090420 |
405.70 |
407.40 |
396.50 |
398.40 |
-8.60 |
7,270 |
40,531 |
-1,958 |
| Oct09 |
090420 |
406.40 |
407.00 |
397.00 |
399.20 |
-8.80 |
1,584 |
15,412 |
-113 |
| Dec09 |
090420 |
401.80 |
402.10 |
397.80 |
398.80 |
-9.20 |
901 |
7,188 |
+130 |
| Mar10 |
090420 |
406.80 |
407.10 |
403.00 |
403.30 |
-9.70 |
629 |
3,935 |
+481 |
| May10 |
090420 |
402.00 |
402.00 |
402.00 |
402.00 |
-9.50 |
34 |
538 |
+25 |
| Total Volume and Open Interest |
10,433 |
68,907 |
-1,430 |
| Cotton(ICE) |
| May09 |
090420 |
49.94 |
49.94 |
47.59 |
47.79 |
-2.15 |
4,719 |
12,945 |
-4,174 |
| Jul09 |
090420 |
50.60 |
50.65 |
48.60 |
49.00 |
-1.69 |
7,457 |
71,041 |
+2,074 |
| Oct09 |
090420 |
52.23 |
52.23 |
51.65 |
51.65 |
-1.69 |
45 |
480 |
-24 |
| Dec09 |
090420 |
54.87 |
54.89 |
53.00 |
53.29 |
-1.66 |
873 |
34,717 |
+285 |
| Mar10 |
090420 |
56.85 |
56.85 |
56.28 |
56.28 |
-1.55 |
211 |
4,954 |
+57 |
| May10 |
090420 |
57.15 |
57.15 |
57.15 |
57.15 |
-1.55 |
0 |
165 |
+0 |
| Total Volume and Open Interest |
13,310 |
127,002 |
-1,781 |
| Lumber(CME) |
| May09 |
090420 |
174.3 |
174.8 |
170.5 |
173.0 |
-0.7 |
1,410 |
2,309 |
-722 |
| Jul09 |
090420 |
185.1 |
186.4 |
182.7 |
183.7 |
-2.9 |
1,295 |
3,784 |
+246 |
| Sep09 |
090420 |
195.5 |
195.8 |
193.1 |
195.5 |
+1.0 |
118 |
892 |
+62 |
| Nov09 |
090420 |
188.1 |
189.9 |
188.1 |
189.7 |
-1.2 |
10 |
169 |
-1 |
| Total Volume and Open Interest |
2,834 |
7,186 |
-414 |
| Crude Oil(NYM) |
| May09 |
090420 |
50.16 |
50.31 |
45.44 |
45.88 |
-4.45 |
196,957 |
64,746 |
-20,256 |
| Jun09 |
090420 |
52.26 |
52.41 |
48.19 |
48.51 |
-3.96 |
151,035 |
340,591 |
+11,569 |
| Jul09 |
090420 |
54.38 |
54.41 |
50.53 |
50.77 |
-3.79 |
47,288 |
163,833 |
+7,998 |
| Aug09 |
090420 |
55.90 |
55.90 |
52.22 |
52.43 |
-3.68 |
18,713 |
49,898 |
+2,344 |
| Sep09 |
090420 |
56.57 |
56.57 |
53.45 |
53.65 |
-3.57 |
9,559 |
35,531 |
+483 |
| Oct09 |
090420 |
57.70 |
57.70 |
54.50 |
54.68 |
-3.42 |
4,546 |
29,759 |
+471 |
| Nov09 |
090420 |
56.99 |
57.41 |
55.53 |
55.62 |
-3.27 |
1,943 |
24,300 |
+628 |
| Dec09 |
090420 |
59.50 |
59.56 |
56.35 |
56.53 |
-3.14 |
11,449 |
103,861 |
+323 |
| Jan10 |
090420 |
58.80 |
58.80 |
57.27 |
57.33 |
-3.06 |
455 |
25,559 |
+189 |
| Feb10 |
090420 |
58.86 |
58.86 |
58.03 |
58.08 |
-2.98 |
186 |
12,660 |
+77 |
| Mar10 |
090420 |
59.30 |
59.30 |
58.68 |
58.82 |
-2.90 |
311 |
13,136 |
-160 |
| Apr10 |
090420 |
60.00 |
60.00 |
59.51 |
59.51 |
-2.84 |
21 |
5,415 |
+5 |
| May10 |
090420 |
60.50 |
60.60 |
60.15 |
60.15 |
-2.81 |
369 |
5,298 |
+235 |
| Jun10 |
090420 |
63.40 |
63.40 |
60.62 |
60.78 |
-2.78 |
1,949 |
26,905 |
+807 |
| Jul10 |
090420 |
61.35 |
61.35 |
61.35 |
61.35 |
-2.74 |
343 |
7,169 |
-1 |
| Aug10 |
090420 |
61.88 |
61.88 |
61.88 |
61.88 |
-2.71 |
141 |
3,746 |
-29 |
| Total Volume and Open Interest |
451,024 |
1,185,748 |
+4,498 |
| e-miNY Crude Oil(NYM) |
| Apr09 |
090309 |
45.775 |
48.800 |
45.000 |
47.075 |
+1.550 |
11,509 |
5,290 |
+0 |
| May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
| Jun09 |
090420 |
52.250 |
52.650 |
48.175 |
48.500 |
-3.975 |
2,421 |
3,077 |
+440 |
| Jul09 |
090420 |
54.400 |
54.400 |
50.525 |
50.775 |
-3.775 |
236 |
904 |
+142 |
| Aug09 |
090420 |
54.700 |
54.700 |
52.425 |
52.425 |
-3.675 |
3 |
36 |
-1 |
| Sep09 |
090420 |
55.000 |
55.000 |
53.650 |
53.650 |
-3.575 |
3 |
45 |
-3 |
| Oct09 |
090420 |
54.675 |
54.675 |
54.675 |
54.675 |
-3.425 |
0 |
7 |
+0 |
| Nov09 |
090420 |
55.625 |
55.625 |
55.625 |
55.625 |
-3.275 |
0 |
2 |
+0 |
| Dec09 |
090420 |
58.100 |
58.100 |
56.525 |
56.525 |
-3.150 |
16 |
69 |
-12 |
| Jan10 |
090420 |
57.325 |
57.325 |
57.325 |
57.325 |
-3.075 |
|
|
|
| Total Volume and Open Interest |
9,765 |
6,732 |
-200 |
| Heating Oil(NYM) |
| May09 |
090420 |
143.38 |
143.38 |
132.27 |
133.16 |
-9.09 |
31,362 |
32,499 |
-1,858 |
| Jun09 |
090420 |
144.39 |
145.30 |
134.45 |
135.28 |
-9.11 |
21,416 |
55,437 |
+1,188 |
| Jul09 |
090420 |
146.88 |
146.88 |
137.76 |
138.42 |
-8.92 |
8,894 |
31,851 |
+672 |
| Aug09 |
090420 |
149.90 |
149.90 |
140.95 |
141.59 |
-8.75 |
4,801 |
15,874 |
-96 |
| Sep09 |
090420 |
148.80 |
148.80 |
144.23 |
144.74 |
-8.60 |
3,919 |
15,205 |
+809 |
| Oct09 |
090420 |
150.00 |
150.00 |
147.50 |
147.79 |
-8.40 |
1,063 |
10,904 |
+169 |
| Nov09 |
090420 |
154.25 |
154.25 |
150.50 |
150.84 |
-8.15 |
661 |
10,738 |
+35 |
| Dec09 |
090420 |
159.48 |
159.48 |
153.38 |
153.89 |
-7.95 |
4,569 |
26,150 |
-349 |
| Jan10 |
090420 |
157.50 |
157.81 |
156.54 |
156.74 |
-7.70 |
993 |
8,963 |
+31 |
| Feb10 |
090420 |
163.20 |
163.20 |
158.74 |
158.74 |
-7.45 |
401 |
6,656 |
-45 |
| Mar10 |
090420 |
164.45 |
164.45 |
159.74 |
159.74 |
-7.30 |
339 |
4,597 |
+83 |
| Apr10 |
090420 |
164.60 |
164.60 |
159.89 |
159.89 |
-7.20 |
89 |
3,594 |
+4 |
| Total Volume and Open Interest |
80,061 |
261,778 |
+1,321 |
| Gasoline(NYMEX) |
| May09 |
090420 |
149.27 |
149.27 |
139.66 |
141.19 |
-8.08 |
33,200 |
40,145 |
-1,830 |
| Jun09 |
090420 |
149.74 |
150.25 |
140.61 |
141.95 |
-8.39 |
20,123 |
61,488 |
+2,518 |
| Jul09 |
090420 |
149.17 |
149.84 |
141.69 |
142.77 |
-8.34 |
6,868 |
33,559 |
+1,607 |
| Aug09 |
090420 |
150.60 |
150.60 |
142.55 |
143.46 |
-8.40 |
3,022 |
18,325 |
+393 |
| Sep09 |
090420 |
147.71 |
147.71 |
143.37 |
143.80 |
-8.31 |
2,025 |
15,811 |
+48 |
| Oct09 |
090420 |
137.68 |
137.68 |
134.12 |
135.00 |
-7.85 |
748 |
12,757 |
+32 |
| Nov09 |
090420 |
136.02 |
136.02 |
135.30 |
135.30 |
-7.80 |
431 |
3,683 |
+186 |
| Dec09 |
090420 |
144.00 |
144.00 |
135.86 |
136.65 |
-7.75 |
722 |
10,158 |
+140 |
| Jan10 |
090420 |
139.25 |
139.25 |
139.25 |
139.25 |
-7.75 |
197 |
2,523 |
+51 |
| Feb10 |
090420 |
142.05 |
142.05 |
142.05 |
142.05 |
-7.75 |
26 |
738 |
-4 |
| Total Volume and Open Interest |
67,592 |
209,370 |
+3,069 |
| e-miNY RBOB Gasoline(NYM) |
| May09 |
090420 |
141.19 |
141.19 |
141.19 |
141.19 |
+139.70 |
0 |
3 |
+0 |
| Jun09 |
090420 |
141.95 |
141.95 |
141.95 |
141.95 |
-8.39 |
|
|
|
| Jul09 |
090420 |
142.77 |
142.77 |
142.77 |
142.77 |
-8.34 |
|
|
|
| Aug09 |
090420 |
143.46 |
143.46 |
143.46 |
143.46 |
-8.40 |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Natural Gas(NYM) |
| May09 |
090420 |
3.710 |
3.757 |
3.520 |
3.540 |
-0.189 |
75,431 |
77,090 |
-9,096 |
| Jun09 |
090420 |
3.849 |
3.892 |
3.650 |
3.667 |
-0.195 |
39,479 |
83,787 |
+8,706 |
| Jul09 |
090420 |
3.976 |
3.994 |
3.810 |
3.826 |
-0.191 |
10,188 |
72,636 |
+1,170 |
| Aug09 |
090420 |
4.116 |
4.116 |
3.937 |
3.953 |
-0.190 |
3,450 |
41,434 |
+1,156 |
| Sep09 |
090420 |
4.090 |
4.105 |
4.020 |
4.027 |
-0.186 |
2,962 |
29,118 |
+313 |
| Oct09 |
090420 |
4.306 |
4.306 |
4.147 |
4.160 |
-0.186 |
7,579 |
44,526 |
+991 |
| Nov09 |
090420 |
4.937 |
4.985 |
4.839 |
4.845 |
-0.156 |
1,288 |
20,557 |
+121 |
| Dec09 |
090420 |
5.650 |
5.650 |
5.533 |
5.545 |
-0.126 |
2,080 |
33,148 |
+522 |
| Jan10 |
090420 |
5.889 |
5.889 |
5.817 |
5.825 |
-0.121 |
3,419 |
28,886 |
+500 |
| Feb10 |
090420 |
5.909 |
5.909 |
5.850 |
5.850 |
-0.121 |
321 |
12,632 |
+28 |
| Mar10 |
090420 |
5.847 |
5.847 |
5.765 |
5.778 |
-0.123 |
1,763 |
25,496 |
-86 |
| Apr10 |
090420 |
5.663 |
5.663 |
5.557 |
5.578 |
-0.123 |
1,350 |
26,530 |
+362 |
| May10 |
090420 |
5.647 |
5.649 |
5.610 |
5.619 |
-0.124 |
189 |
12,084 |
-1 |
| Jun10 |
090420 |
5.775 |
5.775 |
5.734 |
5.734 |
-0.121 |
252 |
7,197 |
+150 |
| Jul10 |
090420 |
5.895 |
5.895 |
5.859 |
5.859 |
-0.121 |
34 |
6,284 |
-1 |
| Aug10 |
090420 |
5.959 |
5.965 |
5.910 |
5.929 |
-0.121 |
46 |
6,518 |
-14 |
| Total Volume and Open Interest |
150,789 |
669,676 |
+5,079 |
| Brent Crude Oil(ICE) |
| Jun09 |
090420 |
53.06 |
53.06 |
49.60 |
49.86 |
-3.49 |
93,375 |
159,629 |
+9,759 |
| Jul09 |
090420 |
53.88 |
54.01 |
50.75 |
51.00 |
-3.45 |
43,136 |
108,511 |
-1,062 |
| Aug09 |
090420 |
54.68 |
55.06 |
51.92 |
52.16 |
-3.38 |
16,905 |
37,741 |
+1,387 |
| Sep09 |
090420 |
55.75 |
55.89 |
52.93 |
53.17 |
-3.28 |
6,757 |
27,620 |
+932 |
| Oct09 |
090420 |
56.70 |
56.71 |
54.01 |
54.13 |
-3.19 |
2,824 |
17,262 |
+1,046 |
| Nov09 |
090420 |
57.54 |
57.55 |
54.94 |
55.05 |
-3.11 |
2,014 |
15,593 |
+198 |
| Dec09 |
090420 |
58.18 |
58.38 |
55.73 |
55.95 |
-3.02 |
7,172 |
87,989 |
+704 |
| Jan10 |
090420 |
59.01 |
59.01 |
56.77 |
56.77 |
-2.93 |
862 |
17,008 |
+1,221 |
| Feb10 |
090420 |
57.70 |
57.89 |
57.58 |
57.58 |
-2.85 |
401 |
7,033 |
+80 |
| Mar10 |
090420 |
58.37 |
58.37 |
58.37 |
58.37 |
-2.77 |
207 |
6,427 |
+151 |
| Apr10 |
090420 |
59.10 |
59.10 |
59.10 |
59.10 |
-2.73 |
38 |
4,094 |
-8 |
| May10 |
090420 |
59.76 |
59.76 |
59.76 |
59.76 |
-2.69 |
256 |
3,758 |
+525 |
| Jun10 |
090420 |
60.38 |
60.45 |
60.22 |
60.36 |
-2.66 |
755 |
13,667 |
+85 |
| Jul10 |
090420 |
60.92 |
60.92 |
60.92 |
60.92 |
-2.61 |
0 |
3,062 |
+0 |
| Total Volume and Open Interest |
177,421 |
632,172 |
+15,740 |
| Gas Oil(ICE) |
| May09 |
090420 |
454.75 |
454.75 |
426.50 |
431.00 |
-27.50 |
37,942 |
68,765 |
-2,126 |
| Jun09 |
090420 |
459.25 |
460.75 |
434.00 |
438.25 |
-27.50 |
36,967 |
71,307 |
+44 |
| Jul09 |
090420 |
468.50 |
469.25 |
443.25 |
447.25 |
-26.75 |
16,168 |
36,179 |
+2,673 |
| Aug09 |
090420 |
477.25 |
477.25 |
453.25 |
456.75 |
-26.50 |
8,189 |
28,850 |
+178 |
| Sep09 |
090420 |
484.75 |
485.00 |
463.75 |
466.25 |
-26.00 |
4,910 |
29,315 |
+1,785 |
| Oct09 |
090420 |
495.00 |
495.00 |
471.50 |
475.00 |
-25.75 |
2,442 |
20,794 |
+372 |
| Nov09 |
090420 |
497.25 |
497.25 |
481.00 |
483.50 |
-25.00 |
2,290 |
15,802 |
+635 |
| Dec09 |
090420 |
510.50 |
510.50 |
487.25 |
491.25 |
-24.75 |
4,484 |
51,709 |
+465 |
| Jan10 |
090420 |
513.00 |
513.00 |
499.00 |
500.25 |
-24.75 |
1,030 |
21,213 |
+327 |
| Feb10 |
090420 |
508.00 |
510.00 |
508.00 |
508.50 |
-24.50 |
277 |
11,549 |
+47 |
| Total Volume and Open Interest |
118,136 |
446,883 |
+5,495 |
| Ethanol(CBOT) |
| Apr09 |
090403 |
1.583 |
1.583 |
1.583 |
1.583 |
-0.011 |
37 |
38 |
-27 |
| May09 |
090420 |
1.543 |
1.543 |
1.540 |
1.540 |
-0.034 |
88 |
333 |
-69 |
| Jun09 |
090420 |
1.555 |
1.560 |
1.540 |
1.560 |
-0.028 |
37 |
576 |
+20 |
| Jul09 |
090420 |
1.565 |
1.570 |
1.565 |
1.568 |
-0.028 |
48 |
582 |
+32 |
| Aug09 |
090420 |
1.570 |
1.588 |
1.570 |
1.588 |
-0.025 |
7 |
123 |
+2 |
| Sep09 |
090420 |
1.580 |
1.590 |
1.580 |
1.590 |
-0.026 |
10 |
249 |
+5 |
| Oct09 |
090420 |
1.600 |
1.600 |
1.600 |
1.600 |
-0.030 |
10 |
302 |
+5 |
| Nov09 |
090420 |
1.610 |
1.624 |
1.610 |
1.615 |
-0.025 |
10 |
362 |
+5 |
| Total Volume and Open Interest |
257 |
4,148 |
+42 |
| US Dollar Index(ICE) |
| Jun09 |
090420 |
86.360 |
87.220 |
86.140 |
86.980 |
+0.685 |
3,279 |
21,414 |
-83 |
| Sep09 |
090420 |
86.890 |
87.410 |
86.890 |
87.330 |
+0.675 |
68 |
2,113 |
+27 |
| Dec09 |
090420 |
87.710 |
87.710 |
87.710 |
87.710 |
+0.675 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
3,347 |
23,533 |
-56 |
| Australian Dollar(CME) |
| Jun09 |
090420 |
72.04 |
72.13 |
69.28 |
69.44 |
-2.24 |
50,626 |
71,351 |
-648 |
| Sep09 |
090420 |
70.60 |
71.50 |
68.97 |
69.11 |
-2.23 |
20 |
427 |
+10 |
| Dec09 |
090420 |
68.81 |
71.03 |
68.81 |
68.81 |
-2.22 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
50,646 |
71,811 |
-638 |
| British Pound(CME) |
| Jun09 |
090420 |
147.82 |
148.16 |
144.96 |
145.43 |
-2.48 |
59,678 |
82,763 |
-3,013 |
| Sep09 |
090420 |
146.50 |
147.92 |
145.00 |
145.44 |
-2.48 |
88 |
388 |
+6 |
| Dec09 |
090420 |
145.45 |
148.06 |
145.39 |
145.45 |
-2.48 |
27 |
49 |
+18 |
| Total Volume and Open Interest |
59,793 |
83,202 |
-2,989 |
| Canadian Dollar(CME) |
| Jun09 |
090420 |
82.39 |
82.50 |
80.69 |
80.82 |
-1.54 |
52,700 |
59,653 |
+664 |
| Sep09 |
090420 |
82.29 |
82.52 |
80.83 |
80.92 |
-1.55 |
79 |
2,038 |
+23 |
| Dec09 |
090420 |
81.50 |
81.60 |
80.95 |
81.04 |
-1.55 |
38 |
1,203 |
+5 |
| Mar10 |
090420 |
81.50 |
82.70 |
81.07 |
81.15 |
-1.55 |
18 |
373 |
-14 |
| Total Volume and Open Interest |
52,835 |
63,296 |
+678 |
| Japanese Yen(CME) |
| Jun09 |
090420 |
100.87 |
102.49 |
100.66 |
102.32 |
+1.44 |
68,818 |
81,314 |
-603 |
| Sep09 |
090420 |
101.38 |
102.64 |
100.90 |
102.50 |
+1.43 |
48 |
1,050 |
+10 |
| Dec09 |
090420 |
102.37 |
102.74 |
101.31 |
102.74 |
+1.43 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
68,866 |
82,410 |
-593 |
| Swiss Franc(CME) |
| Jun09 |
090420 |
85.82 |
85.91 |
85.23 |
85.63 |
-0.11 |
28,889 |
27,066 |
+229 |
| Sep09 |
090420 |
85.60 |
85.90 |
85.41 |
85.79 |
-0.11 |
3 |
207 |
+0 |
| Dec09 |
090420 |
86.00 |
86.11 |
85.96 |
86.00 |
-0.11 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
28,892 |
27,281 |
+229 |
| EuroFX(CME) |
| Jun09 |
090420 |
130.43 |
130.43 |
128.82 |
129.17 |
-1.03 |
146,029 |
109,430 |
+1,377 |
| Sep09 |
090420 |
130.09 |
130.32 |
128.79 |
129.12 |
-1.03 |
96 |
1,577 |
+52 |
| Dec09 |
090420 |
129.12 |
130.15 |
129.12 |
129.12 |
-1.03 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
146,125 |
111,044 |
+1,429 |
| Mexican Peso(CME) |
| May09 |
090420 |
745.0 |
760.2 |
745.0 |
745.0 |
-15.2 |
|
|
|
| Jun09 |
090420 |
755.0 |
755.5 |
737.2 |
740.2 |
-15.2 |
9,055 |
42,651 |
+563 |
| Total Volume and Open Interest |
9,055 |
46,255 |
+563 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090420 |
125~080 |
126~235 |
125~045 |
126~210 |
+1~100 |
136,157 |
717,419 |
-8,488 |
| Sep09 |
090420 |
123~300 |
125~105 |
123~300 |
125~105 |
+1~100 |
19 |
430 |
+2 |
| Dec09 |
090420 |
124~075 |
124~075 |
122~285 |
124~075 |
+1~110 |
2 |
186 |
+1 |
| Total Volume and Open Interest |
136,178 |
718,035 |
-8,485 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090420 |
122~070 |
123~065 |
122~050 |
123~010 |
+0~240 |
504,920 |
1,021,133 |
-13,429 |
| Sep09 |
090420 |
121~145 |
121~145 |
120~220 |
121~145 |
+0~245 |
2 |
33 |
+0 |
| Dec09 |
090420 |
120~240 |
120~240 |
120~000 |
120~240 |
+0~240 |
|
|
|
| Total Volume and Open Interest |
504,922 |
1,021,166 |
-13,429 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090420 |
117~051 |
117~122 |
117~045 |
117~118 |
+0~060 |
224,048 |
815,952 |
-5,060 |
| Sep09 |
090420 |
117~034 |
117~039 |
116~107 |
117~039 |
+0~060 |
2 |
454 |
+0 |
| Dec09 |
090420 |
54~119 |
54~119 |
54~059 |
54~119 |
+0~060 |
|
|
|
| Total Volume and Open Interest |
224,050 |
816,406 |
-5,060 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090420 |
108~076 |
108~080 |
108~076 |
108~080 |
+0~016 |
103,250 |
503,564 |
+7,373 |
| Sep09 |
090420 |
108~020 |
108~020 |
108~005 |
108~020 |
+0~015 |
|
|
|
| Dec09 |
090420 |
108~020 |
108~020 |
108~005 |
108~020 |
+0~015 |
|
|
|
| Total Volume and Open Interest |
108,766 |
503,564 |
+7,373 |
| Eurodollars(CME) |
| Jun09 |
090420 |
98.925 |
98.950 |
98.860 |
98.910 |
-0.020 |
126,923 |
987,709 |
+8,574 |
| Sep09 |
090420 |
98.850 |
98.885 |
98.830 |
98.860 |
+0.005 |
135,150 |
968,429 |
-5,351 |
| Dec09 |
090420 |
98.640 |
98.680 |
98.615 |
98.650 |
+0.030 |
136,218 |
698,422 |
-6,915 |
| Mar10 |
090420 |
98.515 |
98.575 |
98.490 |
98.535 |
+0.040 |
136,317 |
674,002 |
-5,994 |
| Jun10 |
090420 |
98.300 |
98.380 |
98.280 |
98.340 |
+0.045 |
152,695 |
453,927 |
-31 |
| Sep10 |
090420 |
98.100 |
98.185 |
98.090 |
98.145 |
+0.045 |
114,266 |
415,707 |
+837 |
| Dec10 |
090420 |
97.875 |
97.970 |
97.865 |
97.925 |
+0.050 |
87,359 |
442,450 |
-1,677 |
| Mar11 |
090420 |
97.705 |
97.805 |
97.705 |
97.760 |
+0.050 |
79,434 |
292,906 |
+2,242 |
| Jun11 |
090420 |
97.495 |
97.600 |
97.495 |
97.555 |
+0.050 |
37,469 |
231,629 |
+1,353 |
| Sep11 |
090420 |
97.290 |
97.405 |
97.290 |
97.360 |
+0.050 |
26,822 |
151,911 |
+2,428 |
| Dec11 |
090420 |
97.090 |
97.200 |
97.090 |
97.155 |
+0.050 |
25,568 |
112,933 |
+2,464 |
| Mar12 |
090420 |
96.975 |
97.080 |
96.965 |
97.035 |
+0.055 |
25,739 |
87,062 |
+243 |
| Jun12 |
090420 |
96.860 |
96.955 |
96.860 |
96.910 |
+0.060 |
8,339 |
83,661 |
-1,552 |
| Sep12 |
090420 |
96.780 |
96.855 |
96.780 |
96.805 |
+0.065 |
8,986 |
62,268 |
+193 |
| Dec12 |
090420 |
96.645 |
96.730 |
96.645 |
96.685 |
+0.065 |
9,198 |
52,245 |
-991 |
| Mar13 |
090420 |
96.625 |
96.685 |
96.615 |
96.640 |
+0.070 |
9,875 |
44,394 |
-725 |
| Jun13 |
090420 |
96.525 |
96.610 |
96.525 |
96.565 |
+0.075 |
5,219 |
23,798 |
+473 |
| Sep13 |
090420 |
96.475 |
96.535 |
96.465 |
96.495 |
+0.075 |
7,010 |
34,691 |
+1,727 |
| Total Volume and Open Interest |
1,155,454 |
6,015,756 |
-1,493 |
| 30 Day Federal Funds(CBOT) |
| Apr09 |
090420 |
99.842 |
99.848 |
99.838 |
99.845 |
+0.007 |
3,203 |
68,397 |
-1,241 |
| May09 |
090420 |
99.825 |
99.825 |
99.810 |
99.815 |
unch |
1,726 |
60,094 |
-160 |
| Jun09 |
090420 |
99.810 |
99.815 |
99.800 |
99.805 |
unch |
2,529 |
40,866 |
+739 |
| Jul09 |
090420 |
99.785 |
99.790 |
99.770 |
99.780 |
unch |
2,264 |
38,616 |
+169 |
| Aug09 |
090420 |
99.750 |
99.755 |
99.740 |
99.745 |
unch |
821 |
33,772 |
+119 |
| Sep09 |
090420 |
99.725 |
99.730 |
99.715 |
99.725 |
unch |
1,405 |
29,809 |
-114 |
| Total Volume and Open Interest |
26,834 |
412,954 |
+2,089 |
| 30 Day Fed Funds(e-CBOT) |
| Apr09 |
090420 |
99.842 |
99.848 |
99.842 |
99.842 |
+0.005 |
3,203 |
68,397 |
-1,241 |
| May09 |
090420 |
99.825 |
99.825 |
99.810 |
99.815 |
unch |
1,726 |
60,094 |
-160 |
| Jun09 |
090420 |
99.810 |
99.815 |
99.800 |
99.805 |
unch |
2,529 |
40,866 |
+739 |
| Jul09 |
090420 |
99.785 |
99.790 |
99.770 |
99.775 |
-0.005 |
2,264 |
38,616 |
+169 |
| Aug09 |
090420 |
99.750 |
99.755 |
99.740 |
99.740 |
-0.005 |
821 |
33,772 |
+119 |
| Sep09 |
090420 |
99.725 |
99.730 |
99.715 |
99.720 |
-0.005 |
1,405 |
29,809 |
-114 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090420 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
434 |
0 |
+0 |
| Sep09 |
090420 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
|
|
|
| Dec09 |
090420 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Mar10 |
090420 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.01 |
|
|
|
| Jun10 |
090420 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.02 |
|
|
|
| Sep10 |
090420 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.02 |
|
|
|
| Dec10 |
090420 |
99.27 |
99.27 |
99.27 |
99.27 |
+0.01 |
|
|
|
| Mar11 |
090420 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.02 |
|
|
|
| Jun11 |
090420 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
|
|
|
| Sep11 |
090420 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090420 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.00 |
235 |
11,944 |
+0 |
| Sep09 |
090420 |
99.48 |
99.49 |
99.48 |
99.48 |
+0.01 |
250 |
4,165 |
+150 |
| Dec09 |
090420 |
99.48 |
99.48 |
99.47 |
99.47 |
+0.01 |
0 |
2,076 |
+0 |
| Mar10 |
090420 |
99.42 |
99.43 |
99.42 |
99.43 |
+0.01 |
75 |
1,913 |
+75 |
| Jun10 |
090420 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
0 |
577 |
+0 |
| Sep10 |
090420 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
0 |
252 |
+0 |
| Dec10 |
090420 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.01 |
100 |
252 |
+100 |
| Mar11 |
090420 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.01 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
660 |
23,401 |
+235 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090413 |
136.71 |
136.74 |
136.52 |
136.65 |
-0.54 |
1,112 |
9,589 |
-190 |
| Sep09 |
090420 |
136.70 |
136.70 |
136.70 |
136.70 |
-0.11 |
|
|
|
| Dec09 |
090420 |
136.70 |
136.70 |
136.70 |
136.70 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
1,295 |
10,670 |
+184 |
| Euro-Bund(EUREX) |
| Jun09 |
090420 |
121.78 |
123.04 |
121.72 |
122.89 |
+1.09 |
520,956 |
780,683 |
-3,631 |
| Sep09 |
090420 |
122.19 |
122.43 |
122.19 |
122.34 |
+1.07 |
10 |
19,993 |
+5 |
| Dec09 |
090420 |
121.89 |
121.89 |
121.89 |
121.89 |
+1.04 |
|
|
|
| Total Volume and Open Interest |
520,966 |
800,676 |
-3,626 |
| Euro-Bobl(EUREX) |
| Jun09 |
090417 |
115.91 |
115.94 |
115.25 |
115.36 |
-0.09 |
328,543 |
679,943 |
-46,929 |
| Sep09 |
090420 |
115.42 |
115.87 |
115.42 |
115.87 |
+0.59 |
1,019 |
25,927 |
+1,001 |
| Dec09 |
090420 |
115.55 |
115.55 |
115.55 |
115.55 |
+0.57 |
|
|
|
| Total Volume and Open Interest |
355,320 |
729,805 |
+12,490 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
| Sep09 |
090420 |
98.615 |
98.645 |
98.605 |
98.645 |
-0.005 |
20 |
8,015 |
+5 |
| Dec09 |
090420 |
98.405 |
98.460 |
98.405 |
98.460 |
+0.040 |
400 |
4,440 |
+0 |
| Total Volume and Open Interest |
753 |
33,318 |
-40 |
| Long Gilt(LIFFE) |
| Jun09 |
090420 |
122~02 |
123~08 |
121~28 |
123~07 |
+1~11 |
66,512 |
307,829 |
+9,670 |
| Sep09 |
090420 |
125~07 |
125~07 |
125~07 |
125~07 |
+1~11 |
|
|
|
| Total Volume and Open Interest |
66,512 |
307,829 |
+9,670 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090420 |
98.61 |
98.65 |
98.57 |
98.64 |
+0.01 |
19,802 |
282,891 |
-1,292 |
| Sep09 |
090420 |
98.53 |
98.60 |
98.50 |
98.59 |
+0.05 |
26,136 |
293,176 |
+4,377 |
| Dec09 |
090420 |
98.22 |
98.33 |
98.19 |
98.31 |
+0.06 |
23,233 |
279,208 |
+1,547 |
| Mar10 |
090420 |
97.97 |
98.10 |
97.93 |
98.07 |
+0.06 |
31,867 |
291,319 |
+4,166 |
| Jun10 |
090420 |
97.68 |
97.78 |
97.62 |
97.76 |
+0.06 |
40,800 |
204,640 |
+8,557 |
| Sep10 |
090420 |
97.38 |
97.48 |
97.32 |
97.46 |
+0.05 |
37,617 |
203,285 |
+2,626 |
| Total Volume and Open Interest |
230,994 |
1,864,900 |
+30,816 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090420 |
98.690 |
98.700 |
98.635 |
98.675 |
-0.015 |
80,873 |
666,576 |
-6,490 |
| Sep09 |
090420 |
98.625 |
98.655 |
98.600 |
98.645 |
unch |
77,495 |
550,116 |
-2,848 |
| Dec09 |
090420 |
98.395 |
98.470 |
98.385 |
98.450 |
+0.030 |
73,671 |
483,301 |
+6,912 |
| Total Volume and Open Interest |
505,682 |
3,317,274 |
+6,680 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090420 |
97.10 |
97.12 |
97.07 |
97.10 |
-0.02 |
7,399 |
293,920 |
+1,792 |
| Sep09 |
090420 |
97.20 |
97.23 |
97.16 |
97.19 |
-0.03 |
4,017 |
206,109 |
-969 |
| Dec09 |
090420 |
97.07 |
97.09 |
97.01 |
97.03 |
-0.04 |
2,057 |
106,817 |
+106 |
| Mar10 |
090420 |
96.72 |
96.72 |
96.64 |
96.65 |
-0.06 |
2,465 |
80,270 |
+1,030 |
| Jun10 |
090420 |
96.28 |
96.28 |
96.19 |
96.21 |
-0.05 |
1,585 |
61,307 |
+954 |
| Sep10 |
090420 |
95.83 |
95.84 |
95.80 |
95.80 |
-0.07 |
1,067 |
37,850 |
-226 |
| Dec10 |
090420 |
95.50 |
95.51 |
95.45 |
95.45 |
-0.07 |
790 |
21,941 |
+404 |
| Mar11 |
090420 |
95.22 |
95.22 |
95.15 |
95.15 |
-0.09 |
404 |
11,476 |
+203 |
| Jun11 |
090420 |
94.93 |
94.93 |
94.90 |
94.90 |
-0.09 |
0 |
2,520 |
+0 |
| Sep11 |
090420 |
94.72 |
94.72 |
94.72 |
94.72 |
-0.09 |
0 |
443 |
+0 |
| Total Volume and Open Interest |
19,784 |
822,862 |
+3,294 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090420 |
95.39 |
95.47 |
95.37 |
95.40 |
-0.09 |
28,685 |
290,346 |
+0 |
| Sep09 |
090420 |
95.40 |
95.40 |
95.40 |
95.40 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
16,246 |
284,138 |
-6,208 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090420 |
96.40 |
96.42 |
96.32 |
96.34 |
-0.07 |
56,811 |
447,168 |
+13,206 |
| Sep09 |
090420 |
96.34 |
96.34 |
96.34 |
96.34 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
56,811 |
447,168 |
+13,206 |
| Gold(CMX) |
| Apr09 |
090420 |
868.8 |
889.0 |
866.1 |
887.0 |
+19.6 |
632 |
1,602 |
-421 |
| Jun09 |
090420 |
870.2 |
889.7 |
865.6 |
887.5 |
+19.6 |
80,700 |
238,878 |
+3,687 |
| Aug09 |
090420 |
869.9 |
891.3 |
867.5 |
889.1 |
+19.6 |
1,355 |
22,360 |
-35 |
| Oct09 |
090420 |
871.5 |
890.5 |
870.7 |
890.5 |
+19.6 |
340 |
9,245 |
+74 |
| Dec09 |
090420 |
874.6 |
894.0 |
872.0 |
892.0 |
+19.7 |
712 |
24,336 |
+61 |
| Feb10 |
090420 |
878.6 |
893.6 |
877.4 |
893.6 |
+19.7 |
439 |
4,255 |
+23 |
| Apr10 |
090420 |
893.3 |
895.3 |
893.3 |
895.3 |
+19.7 |
305 |
4,485 |
+147 |
| Jun10 |
090420 |
888.0 |
897.1 |
886.0 |
897.1 |
+19.7 |
1 |
4,610 |
+0 |
| Aug10 |
090420 |
899.1 |
899.1 |
899.1 |
899.1 |
+19.7 |
0 |
476 |
+0 |
| Oct10 |
090420 |
901.2 |
901.2 |
901.2 |
901.2 |
+19.7 |
0 |
1 |
+0 |
| Dec10 |
090420 |
898.0 |
903.4 |
898.0 |
903.4 |
+19.8 |
150 |
8,137 |
-31 |
| Feb11 |
090420 |
905.8 |
905.8 |
905.8 |
905.8 |
+19.8 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
85,271 |
339,757 |
+3,614 |
| Silver(CMX) |
| May09 |
090420 |
1185.5 |
1216.5 |
1172.5 |
1210.5 |
+31.5 |
21,258 |
35,113 |
-1,497 |
| Jul09 |
090420 |
1178.0 |
1219.0 |
1177.0 |
1213.0 |
+31.6 |
4,716 |
27,687 |
+1,667 |
| Sep09 |
090420 |
1186.0 |
1216.5 |
1186.0 |
1214.3 |
+31.6 |
326 |
5,133 |
+160 |
| Dec09 |
090420 |
1181.0 |
1221.0 |
1180.0 |
1215.9 |
+31.6 |
373 |
12,038 |
+65 |
| Mar10 |
090420 |
1217.2 |
1217.2 |
1217.2 |
1217.2 |
+31.6 |
25 |
5,462 |
-25 |
| May10 |
090420 |
1218.2 |
1218.2 |
1218.2 |
1218.2 |
+31.6 |
0 |
168 |
+0 |
| Jul10 |
090420 |
1219.3 |
1219.3 |
1219.3 |
1219.3 |
+31.5 |
0 |
3,411 |
+0 |
| Total Volume and Open Interest |
26,750 |
94,925 |
+374 |
| Platinum(NYMEX) |
| Apr09 |
090420 |
1161.1 |
1161.1 |
1161.1 |
1161.1 |
-45.0 |
1 |
57 |
-1 |
| Jul09 |
090420 |
1210.5 |
1215.0 |
1156.5 |
1167.1 |
-44.5 |
1,023 |
20,379 |
-493 |
| Oct09 |
090420 |
1193.0 |
1193.0 |
1171.6 |
1172.6 |
-44.0 |
20 |
315 |
-5 |
| Jan10 |
090420 |
1183.5 |
1183.5 |
1174.1 |
1174.1 |
-44.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,044 |
20,752 |
-499 |
| Palladium(NYMEX) |
| Jun09 |
090420 |
233.60 |
237.90 |
222.00 |
226.00 |
-7.55 |
573 |
14,769 |
-72 |
| Sep09 |
090420 |
232.50 |
232.50 |
223.80 |
226.90 |
-7.65 |
11 |
145 |
+11 |
| Dec09 |
090420 |
228.15 |
228.15 |
228.15 |
228.15 |
-7.65 |
6 |
13 |
+6 |
| Total Volume and Open Interest |
590 |
14,927 |
-55 |
| Copper(CMX) |
| May09 |
090420 |
219.00 |
219.45 |
207.00 |
210.35 |
-9.05 |
16,962 |
26,433 |
-1,482 |
| Jul09 |
090420 |
219.70 |
220.00 |
207.05 |
210.50 |
-9.25 |
7,661 |
57,027 |
+1,601 |
| Sep09 |
090420 |
213.20 |
213.20 |
206.70 |
210.20 |
-9.25 |
525 |
9,289 |
+225 |
| Dec09 |
090420 |
214.95 |
214.95 |
208.25 |
210.20 |
-9.10 |
130 |
3,214 |
-41 |
| Mar10 |
090420 |
210.00 |
210.00 |
207.00 |
209.90 |
-8.95 |
52 |
643 |
+23 |
| Total Volume and Open Interest |
26,197 |
105,810 |
+724 |
| Aluminum(CMX) |
| Apr09 |
090420 |
0.66 |
0.66 |
0.66 |
0.66 |
-0.02 |
|
|
|
| May09 |
090420 |
0.66 |
0.66 |
0.66 |
0.66 |
-0.02 |
|
|
|
| Jun09 |
090420 |
0.67 |
0.67 |
0.67 |
0.67 |
-0.02 |
|
|
|
| Jul09 |
090420 |
0.67 |
0.67 |
0.67 |
0.67 |
-0.02 |
|
|
|
| Aug09 |
080724 |
143.35 |
143.35 |
143.35 |
143.35 |
unch |
|
|
|
| Sep09 |
080724 |
143.85 |
143.85 |
143.85 |
143.85 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Jun09 |
090420 |
8052 |
8052 |
7785 |
7820 |
-264 |
1,582 |
9,175 |
-464 |
| Sep09 |
090420 |
7835 |
7835 |
7768 |
7768 |
-264 |
13 |
635 |
-14 |
| Dec09 |
090420 |
7733 |
7996 |
7733 |
7733 |
-263 |
|
|
|
| Mar10 |
090420 |
7690 |
7954 |
7690 |
7690 |
-264 |
|
|
|
| Total Volume and Open Interest |
1,595 |
9,810 |
-478 |
| S & P 500(CME) |
| Jun09 |
090420 |
865.30 |
865.30 |
828.70 |
832.90 |
-33.90 |
32,776 |
429,715 |
+2,455 |
| Sep09 |
090420 |
846.00 |
846.00 |
825.20 |
829.20 |
-34.00 |
3 |
2,785 |
-7 |
| Dec09 |
090420 |
826.40 |
841.70 |
822.70 |
826.40 |
-34.30 |
0 |
821 |
+0 |
| Mar10 |
090420 |
824.00 |
839.30 |
820.30 |
824.00 |
-34.30 |
0 |
130 |
+0 |
| Total Volume and Open Interest |
32,779 |
433,453 |
+2,448 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090420 |
865.50 |
865.50 |
828.75 |
833.00 |
-33.75 |
2,587,100 |
2,459,558 |
+38,696 |
| Sep09 |
090420 |
858.75 |
859.25 |
825.50 |
829.25 |
-34.00 |
2,941 |
13,847 |
+1,605 |
| Total Volume and Open Interest |
2,590,048 |
2,473,453 |
+40,302 |
| NASDAQ 100(CME) |
| Jun09 |
090420 |
1349.00 |
1349.00 |
1300.00 |
1313.50 |
-38.50 |
2,480 |
21,304 |
+374 |
| Sep09 |
090420 |
1312.80 |
1312.80 |
1308.30 |
1312.80 |
-38.50 |
|
|
|
| Dec09 |
090420 |
1315.80 |
1315.80 |
1311.30 |
1315.80 |
-38.50 |
|
|
|
| Total Volume and Open Interest |
2,480 |
21,304 |
+374 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090420 |
1349.50 |
1349.50 |
1301.50 |
1313.50 |
-38.50 |
357,821 |
259,396 |
+7,408 |
| Sep09 |
090420 |
1332.30 |
1346.50 |
1301.30 |
1312.80 |
-38.50 |
55 |
918 |
+0 |
| Total Volume and Open Interest |
357,876 |
260,329 |
+7,408 |
| S & P Midcap 400(CME) |
| Jun09 |
090420 |
538.00 |
538.00 |
518.00 |
523.20 |
-23.80 |
814 |
4,521 |
+73 |
| Sep09 |
090420 |
521.20 |
521.20 |
520.00 |
521.20 |
-23.80 |
|
|
|
| Dec09 |
090420 |
519.20 |
519.20 |
518.00 |
519.20 |
-23.80 |
|
|
|
| Total Volume and Open Interest |
814 |
4,521 |
+73 |
| Russell 2000(CME) |
| Jun09 |
090420 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,784 |
-19 |
| Sep09 |
090420 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,736 |
+0 |
| Dec09 |
090420 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,151 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090420 |
8940 |
8940 |
8810 |
8935 |
+5 |
120,854 |
159,790 |
+7,098 |
| Sep09 |
090420 |
8940 |
8940 |
8940 |
8940 |
+5 |
0 |
456 |
+0 |
| Total Volume and Open Interest |
120,854 |
163,757 |
+2,291 |
| Nikkei 225(SGX) |
| Jun09 |
090420 |
8940 |
8940 |
8810 |
8935 |
+5 |
120,854 |
159,790 |
+7,098 |
| Sep09 |
090420 |
8940 |
8940 |
8940 |
8940 |
+5 |
0 |
456 |
+0 |
| Dec09 |
090420 |
8890 |
8890 |
8890 |
8890 |
+5 |
0 |
277 |
+0 |
| Total Volume and Open Interest |
120,854 |
163,757 |
+2,291 |
| CAC 40(EURONEXT) |
| May09 |
090420 |
3031.0 |
3036.5 |
2903.0 |
2913.0 |
-122.5 |
80,996 |
313,315 |
+57,418 |
| Jun09 |
090420 |
2978.5 |
2983.5 |
2855.5 |
2863.0 |
-122.5 |
199 |
41,391 |
+69 |
| Jul09 |
090420 |
2861.5 |
2861.5 |
2861.5 |
2861.5 |
|
|
|
|
| Hang Seng Index(HKFE) |
| Apr09 |
090420 |
15550 |
15880 |
15367 |
15684 |
-3 |
91,291 |
86,770 |
-677 |
| May09 |
090420 |
15520 |
15658 |
15182 |
15482 |
-11 |
995 |
3,010 |
+472 |
| Jun09 |
090420 |
15344 |
15560 |
15138 |
15405 |
-25 |
305 |
2,746 |
+7 |
| Total Volume and Open Interest |
92,638 |
93,216 |
-198 |
| DAX(EUREX) |
| Jun09 |
090420 |
4667.0 |
4674.0 |
4467.0 |
4499.0 |
-162.5 |
162,632 |
139,837 |
+641 |
| Sep09 |
090420 |
4674.0 |
4675.0 |
4478.0 |
4507.0 |
-162.0 |
599 |
6,401 |
+159 |
| Dec09 |
090420 |
4686.0 |
4686.0 |
4500.5 |
4519.5 |
-162.0 |
94 |
2,087 |
+44 |
| Total Volume and Open Interest |
163,325 |
148,325 |
+844 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090420 |
4034.50 |
4068.50 |
3907.00 |
3938.50 |
-102.00 |
113,495 |
712,117 |
+1,328 |
| Sep09 |
090420 |
3993.00 |
4029.50 |
3888.00 |
3904.00 |
-103.00 |
57 |
892 |
+6 |
| Dec09 |
090420 |
3980.50 |
4011.50 |
3879.50 |
3879.50 |
-102.50 |
325 |
1,177 |
+325 |
| Total Volume and Open Interest |
113,877 |
714,186 |
+1,659 |
| SPI 200(SFE) |
| Jun09 |
090420 |
3766.0 |
3811.0 |
3731.0 |
3765.0 |
-2.0 |
27,683 |
288,467 |
-5,051 |
| Sep09 |
090420 |
3728.0 |
3728.0 |
3728.0 |
3728.0 |
-2.0 |
5 |
2,123 |
+4 |
| Dec09 |
090420 |
3721.0 |
3721.0 |
3721.0 |
3721.0 |
-2.0 |
3 |
2,591 |
+0 |
| Total Volume and Open Interest |
27,695 |
294,977 |
-5,047 |
| GSCI(CME) |
| May09 |
090420 |
366.25 |
366.25 |
356.25 |
356.25 |
-20.00 |
476 |
15,160 |
+378 |
| Jun09 |
090420 |
365.50 |
366.00 |
365.50 |
365.50 |
-19.50 |
0 |
4 |
+0 |
| Jul09 |
090420 |
373.50 |
373.50 |
373.00 |
373.50 |
-18.50 |
|
|
|
| Total Volume and Open Interest |
476 |
15,164 |
-1,314 |
| Reuters CCI(ICE) |
| Jun09 |
090420 |
217.40 |
217.40 |
217.40 |
217.40 |
-9.10 |
0 |
50 |
+0 |
| Aug09 |
090420 |
383.00 |
383.00 |
383.00 |
383.00 |
-10.50 |
0 |
420 |
+0 |
| Nov09 |
090420 |
395.00 |
395.00 |
395.00 |
395.00 |
-10.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
101 |
+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. |
|
|