|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon April 27, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May09 |
090427 |
1034.00 |
1034.00 |
984.50 |
1004.75 |
-35.50 |
43,145 |
56,197 |
-7,478 |
Jul09 |
090427 |
1028.00 |
1028.00 |
975.25 |
997.00 |
-37.00 |
97,177 |
173,564 |
+6,056 |
Aug09 |
090427 |
1004.50 |
1004.50 |
960.00 |
975.75 |
-34.75 |
2,609 |
9,009 |
+428 |
Sep09 |
090427 |
954.25 |
970.25 |
919.75 |
938.75 |
-31.50 |
3,308 |
8,897 |
+192 |
Nov09 |
090427 |
927.00 |
927.75 |
884.00 |
904.50 |
-28.75 |
25,083 |
107,299 |
+881 |
Jan10 |
090427 |
918.00 |
929.00 |
892.00 |
909.75 |
-28.25 |
1,471 |
8,186 |
+580 |
Mar10 |
090427 |
930.00 |
930.00 |
900.00 |
912.50 |
-28.00 |
1,338 |
3,214 |
+128 |
Total Volume and Open Interest |
178,475 |
383,854 |
+1,737 |
Soybean Meal(CBOT) |
May09 |
090427 |
324.00 |
324.00 |
308.70 |
314.00 |
-11.40 |
16,614 |
23,546 |
-443 |
Jul09 |
090427 |
315.80 |
315.90 |
300.60 |
306.30 |
-12.00 |
32,482 |
60,539 |
+1,501 |
Aug09 |
090427 |
302.50 |
303.70 |
292.40 |
296.00 |
-11.60 |
2,891 |
7,581 |
+620 |
Sep09 |
090427 |
288.20 |
288.20 |
279.30 |
281.70 |
-10.50 |
1,486 |
8,446 |
+200 |
Oct09 |
090427 |
265.80 |
268.30 |
262.40 |
263.80 |
-8.80 |
1,039 |
7,086 |
+61 |
Dec09 |
090427 |
266.30 |
269.50 |
256.60 |
261.10 |
-8.40 |
5,978 |
19,340 |
-370 |
Jan10 |
090427 |
263.50 |
263.60 |
259.80 |
260.50 |
-7.70 |
65 |
1,707 |
+12 |
Mar10 |
090427 |
258.80 |
263.40 |
257.60 |
260.10 |
-7.40 |
836 |
1,594 |
-181 |
Total Volume and Open Interest |
61,778 |
132,091 |
+1,587 |
Soybean Oil(CBOT) |
May09 |
090427 |
36.06 |
36.34 |
34.57 |
35.54 |
-0.80 |
17,119 |
33,532 |
-2,099 |
Jul09 |
090427 |
36.56 |
36.65 |
34.87 |
35.84 |
-0.81 |
36,145 |
112,076 |
+3,653 |
Aug09 |
090427 |
36.57 |
36.74 |
35.12 |
36.00 |
-0.81 |
946 |
14,059 |
+57 |
Sep09 |
090427 |
36.69 |
36.87 |
35.27 |
36.14 |
-0.80 |
516 |
8,555 |
-30 |
Oct09 |
090427 |
35.95 |
37.00 |
35.95 |
36.28 |
-0.80 |
1,075 |
4,372 |
-133 |
Dec09 |
090427 |
37.08 |
37.38 |
35.70 |
36.60 |
-0.80 |
5,844 |
28,352 |
-199 |
Jan10 |
090427 |
37.09 |
37.50 |
36.65 |
36.83 |
-0.80 |
7 |
1,040 |
+4 |
Mar10 |
090427 |
37.48 |
37.48 |
37.03 |
37.03 |
-0.84 |
118 |
1,156 |
+104 |
Total Volume and Open Interest |
61,824 |
210,233 |
+1,361 |
Canola(WCE) |
May09 |
090427 |
439.0 |
443.6 |
435.0 |
439.5 |
-7.7 |
2,486 |
9,812 |
-1,303 |
Jul09 |
090427 |
444.0 |
445.5 |
434.1 |
441.0 |
-7.4 |
18,181 |
66,081 |
+3,243 |
Nov09 |
090427 |
445.0 |
447.1 |
435.2 |
443.5 |
-7.9 |
5,111 |
26,708 |
+2,657 |
Jan10 |
090427 |
439.5 |
450.1 |
439.5 |
447.7 |
-7.7 |
41 |
1,177 |
+10 |
Mar10 |
090427 |
452.1 |
452.1 |
450.2 |
450.2 |
-7.7 |
7 |
704 |
+4 |
Total Volume and Open Interest |
25,842 |
105,071 |
+4,625 |
Corn(CBOT) |
May09 |
090427 |
375.00 |
375.50 |
362.00 |
372.25 |
-4.75 |
60,457 |
107,165 |
-15,095 |
Jul09 |
090427 |
383.50 |
384.00 |
370.00 |
380.75 |
-5.00 |
94,511 |
323,136 |
+6,544 |
Sep09 |
090427 |
393.25 |
393.50 |
379.75 |
390.00 |
-5.25 |
15,673 |
91,101 |
+1,130 |
Dec09 |
090427 |
404.00 |
404.75 |
390.75 |
401.50 |
-5.25 |
31,322 |
219,616 |
+4,712 |
Mar10 |
090427 |
416.00 |
419.00 |
403.25 |
413.00 |
-6.00 |
2,970 |
29,124 |
+465 |
May10 |
090427 |
423.00 |
423.25 |
411.75 |
422.75 |
-5.00 |
146 |
5,546 |
-11 |
Total Volume and Open Interest |
206,761 |
823,556 |
-1,652 |
Wheat(CBOT) |
May09 |
090427 |
531.75 |
539.00 |
507.00 |
508.00 |
-24.25 |
26,468 |
40,152 |
-1,082 |
Jul09 |
090427 |
543.00 |
550.50 |
518.00 |
519.50 |
-23.75 |
48,785 |
157,607 |
+2,120 |
Sep09 |
090427 |
572.75 |
575.00 |
544.00 |
546.50 |
-24.00 |
3,393 |
44,600 |
+649 |
Dec09 |
090427 |
595.00 |
598.00 |
567.25 |
568.50 |
-24.75 |
6,782 |
54,129 |
+648 |
Mar10 |
090427 |
595.00 |
607.75 |
584.00 |
584.75 |
-23.00 |
399 |
2,794 |
-2 |
Total Volume and Open Interest |
86,385 |
311,110 |
+2,451 |
Wheat(KCBT) |
May09 |
090427 |
585.25 |
590.50 |
564.00 |
564.50 |
-21.75 |
3,158 |
8,482 |
-569 |
Jul09 |
090427 |
590.00 |
598.00 |
571.00 |
571.50 |
-22.00 |
5,364 |
40,454 |
-292 |
Sep09 |
090427 |
606.25 |
606.25 |
581.25 |
581.50 |
-21.50 |
489 |
8,853 |
-122 |
Dec09 |
090427 |
614.00 |
619.25 |
596.75 |
596.75 |
-21.25 |
913 |
19,064 |
-4 |
Mar10 |
090427 |
621.75 |
631.00 |
609.75 |
609.75 |
-21.25 |
29 |
715 |
+2 |
Total Volume and Open Interest |
10,040 |
79,783 |
-938 |
Wheat(MGE) |
May09 |
090427 |
665.00 |
668.00 |
655.00 |
658.25 |
-6.75 |
699 |
3,029 |
-201 |
Jul09 |
090427 |
653.75 |
655.00 |
636.50 |
641.50 |
-9.50 |
4,183 |
12,864 |
+406 |
Sep09 |
090427 |
645.00 |
647.25 |
632.50 |
633.75 |
-11.00 |
1,319 |
7,399 |
-130 |
Dec09 |
090427 |
647.00 |
653.75 |
639.25 |
640.25 |
-12.50 |
936 |
4,657 |
+368 |
Mar10 |
090427 |
662.00 |
662.00 |
648.25 |
649.50 |
-13.00 |
111 |
579 |
+8 |
Total Volume and Open Interest |
7,293 |
28,710 |
+452 |
Oats(CBOT) |
May09 |
090427 |
195.00 |
195.00 |
182.50 |
187.00 |
-6.25 |
1,922 |
2,213 |
-1,609 |
Jul09 |
090427 |
204.00 |
204.00 |
192.00 |
196.00 |
-6.25 |
815 |
7,391 |
+198 |
Sep09 |
090427 |
202.00 |
211.25 |
202.00 |
205.00 |
-6.25 |
10 |
31 |
-1 |
Dec09 |
090427 |
220.00 |
225.25 |
215.00 |
219.00 |
-6.25 |
38 |
4,908 |
+9 |
Total Volume and Open Interest |
2,786 |
14,560 |
-1,402 |
Rough Rice(CBOT) |
May09 |
090427 |
12.78 |
12.85 |
12.52 |
12.72 |
-0.14 |
216 |
1,620 |
-104 |
Jul09 |
090427 |
12.98 |
12.98 |
12.65 |
12.92 |
-0.06 |
235 |
2,730 |
+164 |
Sep09 |
090427 |
12.44 |
12.44 |
12.29 |
12.35 |
-0.01 |
95 |
1,478 |
+38 |
Nov09 |
090427 |
12.38 |
12.38 |
12.21 |
12.37 |
unch |
49 |
1,489 |
+8 |
Total Volume and Open Interest |
615 |
7,817 |
+116 |
Live Cattle(CME) |
Apr09 |
090427 |
86.550 |
87.450 |
85.750 |
86.150 |
-0.700 |
3,515 |
4,767 |
-1,641 |
Jun09 |
090427 |
81.950 |
83.250 |
81.000 |
81.800 |
-0.800 |
16,739 |
94,879 |
-16 |
Aug09 |
090427 |
82.500 |
83.550 |
81.750 |
82.300 |
-0.680 |
6,069 |
54,869 |
+432 |
Oct09 |
090427 |
86.535 |
87.250 |
85.885 |
86.200 |
-0.935 |
2,377 |
32,548 |
+432 |
Dec09 |
090427 |
88.750 |
89.250 |
88.000 |
88.385 |
-0.795 |
785 |
12,642 |
-13 |
Feb10 |
090427 |
89.900 |
90.135 |
89.000 |
89.300 |
-0.750 |
451 |
5,240 |
+82 |
Total Volume and Open Interest |
30,115 |
206,123 |
-668 |
Feeder Cattle(CME) |
Apr09 |
090427 |
99.450 |
99.700 |
99.200 |
99.450 |
-0.300 |
332 |
1,278 |
-89 |
May09 |
090427 |
98.400 |
99.400 |
97.800 |
98.600 |
-0.535 |
1,548 |
5,480 |
-35 |
Aug09 |
090427 |
99.600 |
100.480 |
99.135 |
99.750 |
-0.600 |
1,252 |
9,582 |
+16 |
Sep09 |
090427 |
100.035 |
100.385 |
99.000 |
100.000 |
-0.400 |
66 |
1,567 |
+11 |
Oct09 |
090427 |
99.980 |
100.700 |
99.000 |
100.250 |
-0.150 |
72 |
1,571 |
+41 |
Nov09 |
090427 |
100.580 |
100.700 |
99.400 |
100.300 |
-0.150 |
17 |
422 |
+4 |
Jan10 |
090427 |
99.300 |
100.000 |
99.300 |
99.980 |
+0.230 |
1 |
24 |
+0 |
Total Volume and Open Interest |
3,288 |
19,926 |
-52 |
Lean Hogs(CME) |
May09 |
090427 |
66.000 |
66.700 |
66.000 |
66.000 |
-3.000 |
959 |
5,531 |
-68 |
Jun09 |
090427 |
68.830 |
68.950 |
68.650 |
68.650 |
-3.000 |
9,251 |
60,180 |
+1,048 |
Jul09 |
090427 |
70.450 |
70.450 |
69.600 |
69.600 |
-3.000 |
2,026 |
19,154 |
-41 |
Aug09 |
090427 |
69.500 |
70.225 |
69.050 |
69.080 |
-2.970 |
1,284 |
27,183 |
+133 |
Oct09 |
090427 |
63.200 |
63.985 |
62.650 |
62.900 |
-2.750 |
987 |
16,449 |
+106 |
Dec09 |
090427 |
61.650 |
62.950 |
61.580 |
61.750 |
-2.400 |
276 |
5,441 |
+52 |
Feb10 |
090427 |
65.135 |
66.500 |
64.900 |
65.250 |
-2.450 |
21 |
1,246 |
+0 |
Apr10 |
090427 |
67.200 |
68.900 |
67.200 |
68.400 |
-1.800 |
24 |
612 |
+11 |
Total Volume and Open Interest |
14,830 |
136,045 |
+1,243 |
Pork Bellies(CME) |
May09 |
090427 |
81.385 |
81.385 |
78.500 |
78.500 |
-3.000 |
54 |
399 |
-15 |
Jul09 |
090427 |
80.830 |
81.500 |
80.800 |
80.800 |
-3.000 |
191 |
471 |
+85 |
Aug09 |
090427 |
80.750 |
81.500 |
77.900 |
77.900 |
-2.950 |
0 |
70 |
+0 |
Feb10 |
090427 |
92.500 |
92.500 |
92.500 |
92.500 |
unch |
0 |
7 |
+0 |
Mar10 |
090427 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
0 |
5 |
+0 |
Total Volume and Open Interest |
245 |
952 |
+70 |
Class III Milk(CME) |
Apr09 |
090427 |
10.76 |
10.78 |
10.76 |
10.76 |
-0.02 |
8 |
4,477 |
-30 |
May09 |
090427 |
10.13 |
10.17 |
10.05 |
10.13 |
unch |
173 |
4,622 |
+19 |
Jun09 |
090427 |
11.15 |
11.15 |
10.97 |
11.03 |
-0.18 |
381 |
4,606 |
+7 |
Jul09 |
090427 |
12.63 |
12.65 |
12.43 |
12.50 |
-0.15 |
145 |
3,171 |
+18 |
Aug09 |
090427 |
13.81 |
13.95 |
13.72 |
13.77 |
-0.18 |
111 |
2,921 |
-21 |
Total Volume and Open Interest |
994 |
30,901 |
+5 |
Cocoa(ICE) |
May09 |
090427 |
2399 |
2400 |
2356 |
2368 |
-61 |
10 |
420 |
+4 |
Jul09 |
090427 |
2431 |
2431 |
2369 |
2381 |
-70 |
5,135 |
54,126 |
-240 |
Sep09 |
090427 |
2414 |
2417 |
2378 |
2390 |
-68 |
1,081 |
24,874 |
+371 |
Dec09 |
090427 |
2413 |
2419 |
2394 |
2403 |
-69 |
1,058 |
15,400 |
+240 |
Mar10 |
090427 |
2410 |
2425 |
2405 |
2415 |
-68 |
314 |
9,443 |
-12 |
May10 |
090427 |
2415 |
2415 |
2415 |
2415 |
-68 |
6 |
2,190 |
+3 |
Jul10 |
090427 |
2423 |
2423 |
2423 |
2423 |
-66 |
44 |
2,777 |
+42 |
Total Volume and Open Interest |
7,648 |
111,910 |
+408 |
Coffee "C"(ICE) |
May09 |
090427 |
117.65 |
117.65 |
114.00 |
114.90 |
-4.10 |
260 |
1,186 |
-1,484 |
Jul09 |
090427 |
118.50 |
118.75 |
114.30 |
115.40 |
-4.05 |
6,609 |
68,462 |
-124 |
Sep09 |
090427 |
120.75 |
120.75 |
116.55 |
117.60 |
-3.95 |
1,679 |
26,176 |
-391 |
Dec09 |
090427 |
123.20 |
123.20 |
119.40 |
120.45 |
-3.90 |
1,388 |
13,576 |
-550 |
Mar10 |
090427 |
125.10 |
125.10 |
122.95 |
123.20 |
-3.90 |
1,173 |
9,456 |
+228 |
May10 |
090427 |
125.05 |
125.05 |
125.05 |
125.05 |
-3.90 |
184 |
2,665 |
+90 |
Total Volume and Open Interest |
11,345 |
123,247 |
-2,215 |
Orange Juice(ICE) |
May09 |
090427 |
81.35 |
82.60 |
79.75 |
81.20 |
-0.25 |
592 |
6,198 |
-493 |
Jul09 |
090427 |
84.90 |
86.50 |
83.45 |
85.10 |
+0.20 |
1,136 |
16,565 |
+473 |
Sep09 |
090427 |
87.50 |
88.25 |
87.00 |
88.20 |
unch |
17 |
3,133 |
-5 |
Nov09 |
090427 |
92.00 |
92.00 |
90.00 |
91.30 |
-0.25 |
9 |
1,410 |
+3 |
Jan10 |
090427 |
94.60 |
94.60 |
94.60 |
94.60 |
+0.05 |
0 |
192 |
+0 |
Mar10 |
090427 |
98.10 |
98.10 |
98.10 |
98.10 |
+0.60 |
0 |
85 |
+0 |
Total Volume and Open Interest |
1,756 |
27,812 |
-22 |
Sugar #11(ICE) |
May09 |
090427 |
13.62 |
13.91 |
13.50 |
13.70 |
-0.20 |
18,168 |
62,955 |
-5,445 |
Jul09 |
090427 |
13.90 |
14.15 |
13.82 |
13.89 |
-0.29 |
49,292 |
264,425 |
+4,473 |
Oct09 |
090427 |
14.40 |
14.70 |
14.40 |
14.49 |
-0.24 |
18,493 |
141,731 |
+3,001 |
Mar10 |
090427 |
15.06 |
15.35 |
15.05 |
15.14 |
-0.21 |
6,679 |
86,375 |
+614 |
May10 |
090427 |
14.83 |
15.08 |
14.75 |
14.85 |
-0.22 |
559 |
22,762 |
-199 |
Total Volume and Open Interest |
98,604 |
668,058 |
+4,055 |
Sugar #14(ICE) |
Jul09 |
090427 |
21.55 |
21.55 |
21.54 |
21.54 |
+0.04 |
20 |
2,147 |
-10 |
Sep09 |
090427 |
21.80 |
21.80 |
21.78 |
21.78 |
unch |
6 |
2,079 |
+5 |
Total Volume and Open Interest |
26 |
4,226 |
-5 |
London Cocoa(LCE) |
May09 |
090427 |
1814 |
1814 |
1790 |
1798 |
-33 |
3,160 |
56,721 |
-978 |
Jul09 |
090427 |
1735 |
1742 |
1716 |
1722 |
-35 |
4,998 |
63,174 |
+799 |
Sep09 |
090427 |
1725 |
1731 |
1710 |
1710 |
-33 |
1,212 |
25,081 |
+275 |
Dec09 |
090427 |
1725 |
1725 |
1705 |
1708 |
-29 |
1,952 |
24,164 |
+607 |
Mar10 |
090427 |
1718 |
1721 |
1705 |
1705 |
-29 |
2,399 |
15,833 |
+38 |
May10 |
090427 |
1704 |
1710 |
1703 |
1703 |
-27 |
704 |
4,738 |
+627 |
Jul10 |
090427 |
1710 |
1716 |
1708 |
1708 |
-27 |
1,020 |
1,446 |
+823 |
Total Volume and Open Interest |
15,445 |
191,282 |
+2,191 |
London Coffee(LCE) |
London Sugar(LCE) |
Aug09 |
090427 |
416.00 |
420.00 |
413.70 |
418.00 |
-0.80 |
2,268 |
41,077 |
+211 |
Oct09 |
090427 |
413.60 |
418.00 |
412.30 |
416.00 |
+0.40 |
1,070 |
16,422 |
+704 |
Dec09 |
090427 |
411.50 |
414.80 |
410.30 |
412.70 |
-0.30 |
501 |
7,658 |
+88 |
Mar10 |
090427 |
414.00 |
417.00 |
411.10 |
413.90 |
-0.70 |
318 |
4,736 |
+133 |
May10 |
090427 |
407.00 |
411.00 |
406.50 |
411.00 |
-1.00 |
0 |
538 |
+0 |
Total Volume and Open Interest |
4,167 |
71,779 |
+1,146 |
Cotton(ICE) |
May09 |
090427 |
50.61 |
51.99 |
50.42 |
51.97 |
+0.27 |
953 |
1,126 |
-651 |
Jul09 |
090427 |
52.00 |
53.37 |
51.33 |
53.07 |
+0.37 |
10,134 |
75,101 |
+262 |
Oct09 |
090427 |
54.50 |
55.50 |
54.50 |
55.47 |
+0.46 |
7 |
483 |
-3 |
Dec09 |
090427 |
55.57 |
56.74 |
55.00 |
56.50 |
+0.12 |
3,928 |
34,276 |
-848 |
Mar10 |
090427 |
58.00 |
59.08 |
58.00 |
59.05 |
-0.06 |
351 |
5,623 |
+248 |
May10 |
090427 |
59.89 |
59.89 |
59.89 |
59.89 |
+0.03 |
0 |
166 |
+0 |
Total Volume and Open Interest |
15,376 |
119,497 |
-989 |
Lumber(CME) |
May09 |
090427 |
172.7 |
172.7 |
166.5 |
166.8 |
-5.9 |
371 |
1,819 |
-2 |
Jul09 |
090427 |
186.2 |
186.2 |
179.9 |
182.7 |
-3.8 |
479 |
4,213 |
+94 |
Sep09 |
090427 |
195.1 |
195.1 |
191.1 |
191.2 |
-3.9 |
140 |
1,453 |
+26 |
Nov09 |
090427 |
190.1 |
190.1 |
186.0 |
187.9 |
-2.3 |
36 |
202 |
+27 |
Total Volume and Open Interest |
1,027 |
7,724 |
+145 |
Crude Oil(NYM) |
Jun09 |
090427 |
51.45 |
51.45 |
48.01 |
50.14 |
-1.41 |
227,296 |
329,157 |
-9,861 |
Jul09 |
090427 |
52.60 |
52.60 |
49.55 |
51.52 |
-1.42 |
90,781 |
181,605 |
+3,582 |
Aug09 |
090427 |
53.50 |
53.55 |
50.82 |
52.69 |
-1.41 |
25,988 |
53,862 |
+2,986 |
Sep09 |
090427 |
54.50 |
54.50 |
52.00 |
53.74 |
-1.38 |
13,279 |
38,501 |
+561 |
Oct09 |
090427 |
54.04 |
55.21 |
53.00 |
54.73 |
-1.30 |
5,662 |
31,685 |
+394 |
Nov09 |
090427 |
56.02 |
56.15 |
54.20 |
55.71 |
-1.22 |
3,900 |
24,931 |
+161 |
Dec09 |
090427 |
57.21 |
57.33 |
54.92 |
56.63 |
-1.16 |
21,123 |
104,118 |
-157 |
Jan10 |
090427 |
56.67 |
57.65 |
56.67 |
57.42 |
-1.12 |
2,305 |
24,536 |
-203 |
Feb10 |
090427 |
57.00 |
58.38 |
57.00 |
58.16 |
-1.09 |
771 |
13,527 |
+80 |
Mar10 |
090427 |
57.75 |
59.07 |
57.75 |
58.85 |
-1.06 |
678 |
12,881 |
-320 |
Apr10 |
090427 |
58.45 |
59.75 |
58.45 |
59.52 |
-1.04 |
405 |
5,227 |
-66 |
May10 |
090427 |
59.08 |
60.39 |
59.08 |
60.16 |
-1.02 |
330 |
5,045 |
-5 |
Jun10 |
090427 |
59.44 |
60.84 |
59.43 |
60.78 |
-1.01 |
2,542 |
26,029 |
-743 |
Jul10 |
090427 |
61.32 |
61.32 |
61.32 |
61.32 |
-0.99 |
281 |
7,317 |
+53 |
Aug10 |
090427 |
61.84 |
61.84 |
61.84 |
61.84 |
-0.97 |
242 |
3,849 |
+111 |
Sep10 |
090427 |
62.35 |
62.35 |
62.35 |
62.35 |
-0.96 |
1,061 |
6,969 |
+83 |
Total Volume and Open Interest |
412,718 |
1,137,809 |
-1,948 |
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 |
090427 |
51.375 |
51.400 |
48.025 |
50.150 |
-1.400 |
9,354 |
3,966 |
-13 |
Jul09 |
090427 |
52.400 |
52.400 |
49.625 |
51.525 |
-1.425 |
258 |
1,030 |
+2 |
Aug09 |
090427 |
52.500 |
52.700 |
51.000 |
52.700 |
-1.400 |
45 |
88 |
+13 |
Sep09 |
090427 |
53.750 |
53.750 |
53.750 |
53.750 |
-1.375 |
2 |
49 |
+1 |
Oct09 |
090427 |
54.750 |
54.750 |
54.750 |
54.750 |
-1.275 |
0 |
7 |
+0 |
Nov09 |
090427 |
55.725 |
55.725 |
55.725 |
55.725 |
-1.200 |
1 |
2 |
-1 |
Dec09 |
090427 |
56.350 |
56.625 |
56.350 |
56.625 |
-1.175 |
22 |
83 |
+12 |
Jan10 |
090427 |
57.425 |
57.425 |
57.425 |
57.425 |
-1.125 |
|
|
|
Total Volume and Open Interest |
9,682 |
5,281 |
+14 |
Heating Oil(NYM) |
May09 |
090427 |
136.24 |
136.24 |
127.85 |
132.29 |
-4.54 |
15,602 |
20,092 |
-2,537 |
Jun09 |
090427 |
137.58 |
137.99 |
129.40 |
134.12 |
-4.46 |
25,699 |
64,169 |
+959 |
Jul09 |
090427 |
137.57 |
139.33 |
132.44 |
137.07 |
-4.31 |
5,804 |
33,269 |
+806 |
Aug09 |
090427 |
140.45 |
142.24 |
135.37 |
140.17 |
-4.11 |
3,219 |
17,917 |
+552 |
Sep09 |
090427 |
142.50 |
145.34 |
139.20 |
143.32 |
-3.91 |
2,588 |
15,490 |
+33 |
Oct09 |
090427 |
143.90 |
147.93 |
142.75 |
146.47 |
-3.76 |
1,877 |
13,226 |
-69 |
Nov09 |
090427 |
151.05 |
151.05 |
145.80 |
149.62 |
-3.66 |
1,659 |
11,295 |
+36 |
Dec09 |
090427 |
152.64 |
154.69 |
148.19 |
152.77 |
-3.56 |
3,987 |
27,392 |
+317 |
Jan10 |
090427 |
152.65 |
157.15 |
152.65 |
155.82 |
-3.46 |
926 |
8,991 |
-158 |
Feb10 |
090427 |
155.75 |
159.42 |
154.02 |
158.12 |
-3.31 |
793 |
6,997 |
+115 |
Mar10 |
090427 |
157.25 |
160.05 |
155.56 |
159.42 |
-3.21 |
925 |
5,080 |
-251 |
Apr10 |
090427 |
158.00 |
161.01 |
157.54 |
159.77 |
-3.16 |
772 |
3,914 |
-113 |
Total Volume and Open Interest |
67,688 |
268,385 |
-62 |
Gasoline(NYMEX) |
May09 |
090427 |
144.20 |
144.20 |
135.20 |
140.32 |
-3.88 |
20,669 |
21,196 |
-3,824 |
Jun09 |
090427 |
144.02 |
144.02 |
135.77 |
140.83 |
-3.92 |
25,996 |
74,658 |
+4,779 |
Jul09 |
090427 |
144.06 |
144.06 |
137.05 |
141.98 |
-3.81 |
7,869 |
33,866 |
-175 |
Aug09 |
090427 |
145.01 |
145.01 |
138.10 |
142.97 |
-3.69 |
3,522 |
21,967 |
+909 |
Sep09 |
090427 |
144.00 |
145.30 |
138.93 |
143.41 |
-3.56 |
1,855 |
18,082 |
+346 |
Oct09 |
090427 |
134.99 |
135.87 |
130.74 |
134.81 |
-3.43 |
2,243 |
13,643 |
+533 |
Nov09 |
090427 |
135.20 |
135.20 |
135.11 |
135.11 |
-3.53 |
352 |
4,087 |
-27 |
Dec09 |
090427 |
133.03 |
136.71 |
133.03 |
136.71 |
-3.48 |
423 |
10,261 |
+97 |
Jan10 |
090427 |
139.31 |
139.31 |
139.31 |
139.31 |
-3.48 |
6 |
2,563 |
+3 |
Feb10 |
090427 |
142.11 |
142.11 |
142.11 |
142.11 |
-3.48 |
0 |
916 |
+0 |
Total Volume and Open Interest |
62,945 |
211,586 |
+2,646 |
e-miNY RBOB Gasoline(NYM) |
May09 |
090427 |
140.32 |
140.32 |
140.32 |
140.32 |
-3.88 |
0 |
3 |
+0 |
Jun09 |
090427 |
140.83 |
140.83 |
140.83 |
140.83 |
-3.92 |
|
|
|
Jul09 |
090427 |
141.98 |
141.98 |
141.98 |
141.98 |
-3.81 |
|
|
|
Aug09 |
090427 |
142.97 |
142.97 |
142.97 |
142.97 |
-3.69 |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
Natural Gas(NYM) |
May09 |
090427 |
3.268 |
3.278 |
3.155 |
3.253 |
-0.044 |
59,801 |
31,110 |
-8,968 |
Jun09 |
090427 |
3.390 |
3.390 |
3.261 |
3.362 |
-0.040 |
40,528 |
107,230 |
+8,070 |
Jul09 |
090427 |
3.572 |
3.572 |
3.409 |
3.507 |
-0.043 |
9,240 |
74,547 |
+896 |
Aug09 |
090427 |
3.650 |
3.655 |
3.540 |
3.638 |
-0.045 |
6,419 |
43,769 |
+39 |
Sep09 |
090427 |
3.665 |
3.734 |
3.625 |
3.724 |
-0.043 |
3,337 |
30,600 |
-539 |
Oct09 |
090427 |
3.819 |
3.881 |
3.775 |
3.868 |
-0.042 |
7,481 |
45,291 |
-220 |
Nov09 |
090427 |
4.539 |
4.560 |
4.480 |
4.556 |
-0.057 |
1,355 |
21,284 |
+153 |
Dec09 |
090427 |
5.300 |
5.300 |
5.226 |
5.274 |
-0.064 |
3,735 |
33,415 |
-476 |
Jan10 |
090427 |
5.620 |
5.631 |
5.551 |
5.596 |
-0.070 |
5,199 |
29,810 |
-696 |
Feb10 |
090427 |
5.650 |
5.668 |
5.605 |
5.647 |
-0.069 |
1,257 |
13,653 |
-207 |
Mar10 |
090427 |
5.600 |
5.609 |
5.550 |
5.591 |
-0.060 |
2,201 |
26,979 |
+421 |
Apr10 |
090427 |
5.420 |
5.454 |
5.396 |
5.436 |
-0.052 |
1,977 |
28,155 |
+618 |
May10 |
090427 |
5.473 |
5.505 |
5.468 |
5.488 |
-0.050 |
1,091 |
12,919 |
-331 |
Jun10 |
090427 |
5.600 |
5.624 |
5.595 |
5.603 |
-0.050 |
811 |
7,891 |
+397 |
Jul10 |
090427 |
5.720 |
5.745 |
5.720 |
5.733 |
-0.050 |
142 |
6,065 |
-41 |
Aug10 |
090427 |
5.810 |
5.819 |
5.798 |
5.816 |
-0.047 |
47 |
6,590 |
+18 |
Total Volume and Open Interest |
145,349 |
661,539 |
-719 |
Brent Crude Oil(ICE) |
Jun09 |
090427 |
51.04 |
51.19 |
48.40 |
50.32 |
-1.27 |
84,599 |
148,868 |
-2,064 |
Jul09 |
090427 |
51.89 |
52.23 |
49.52 |
51.34 |
-1.25 |
43,190 |
124,282 |
+6,876 |
Aug09 |
090427 |
52.87 |
53.25 |
50.61 |
52.38 |
-1.16 |
16,351 |
46,741 |
+3,229 |
Sep09 |
090427 |
53.51 |
54.16 |
51.65 |
53.31 |
-1.05 |
7,145 |
31,075 |
+591 |
Oct09 |
090427 |
54.39 |
55.05 |
52.59 |
54.23 |
-1.00 |
4,660 |
20,532 |
-48 |
Nov09 |
090427 |
55.28 |
55.92 |
53.51 |
55.15 |
-0.97 |
4,081 |
18,328 |
-692 |
Dec09 |
090427 |
56.14 |
56.79 |
54.43 |
56.06 |
-0.92 |
12,131 |
93,459 |
-1,072 |
Jan10 |
090427 |
56.02 |
56.90 |
56.01 |
56.90 |
-0.90 |
1,402 |
17,733 |
+105 |
Feb10 |
090427 |
57.72 |
57.72 |
57.72 |
57.72 |
+0.32 |
722 |
7,482 |
+107 |
Mar10 |
090427 |
58.40 |
58.51 |
58.40 |
58.51 |
-0.79 |
474 |
7,099 |
+48 |
Apr10 |
090427 |
59.27 |
59.27 |
59.27 |
59.27 |
-0.87 |
|
|
|
May10 |
090427 |
59.97 |
59.97 |
59.97 |
59.97 |
-0.85 |
|
|
|
Jun10 |
090427 |
60.02 |
60.60 |
59.20 |
60.60 |
-0.95 |
1,711 |
15,406 |
+180 |
Jul10 |
090427 |
61.14 |
61.14 |
61.14 |
61.14 |
-0.81 |
|
|
|
Total Volume and Open Interest |
181,841 |
668,210 |
+7,670 |
Gas Oil(ICE) |
May09 |
090427 |
432.00 |
432.25 |
410.75 |
421.00 |
-3.25 |
41,024 |
63,721 |
-5,333 |
Jun09 |
090427 |
439.25 |
439.25 |
417.75 |
428.25 |
-12.25 |
30,808 |
85,198 |
+1,162 |
Jul09 |
090427 |
444.25 |
448.00 |
427.00 |
437.00 |
-12.50 |
8,135 |
41,050 |
+1,794 |
Aug09 |
090427 |
449.75 |
457.25 |
437.50 |
446.50 |
-12.25 |
2,477 |
29,992 |
+424 |
Sep09 |
090427 |
457.00 |
466.50 |
446.25 |
456.00 |
-12.50 |
3,525 |
29,942 |
-96 |
Oct09 |
090427 |
464.25 |
466.00 |
460.00 |
465.50 |
-12.25 |
1,636 |
22,143 |
+561 |
Nov09 |
090427 |
475.25 |
475.25 |
469.00 |
474.50 |
-12.00 |
1,091 |
16,064 |
+364 |
Dec09 |
090427 |
488.50 |
490.50 |
473.25 |
483.00 |
-12.00 |
5,726 |
53,984 |
+364 |
Jan10 |
090427 |
487.00 |
493.00 |
483.75 |
492.50 |
-11.75 |
1,020 |
21,207 |
+81 |
Feb10 |
090427 |
501.00 |
501.25 |
501.00 |
501.00 |
-11.50 |
212 |
11,830 |
+52 |
Total Volume and Open Interest |
87,281 |
466,934 |
+3,500 |
Ethanol(CBOT) |
Apr09 |
090403 |
1.583 |
1.583 |
1.583 |
1.583 |
-0.011 |
37 |
38 |
-27 |
May09 |
090427 |
1.560 |
1.560 |
1.556 |
1.559 |
-0.011 |
55 |
204 |
-43 |
Jun09 |
090427 |
1.550 |
1.555 |
1.550 |
1.555 |
-0.015 |
63 |
705 |
+60 |
Jul09 |
090427 |
1.570 |
1.570 |
1.560 |
1.570 |
-0.015 |
50 |
647 |
+15 |
Aug09 |
090427 |
1.575 |
1.575 |
1.575 |
1.575 |
-0.015 |
5 |
142 |
+0 |
Sep09 |
090427 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.015 |
5 |
154 |
+0 |
Oct09 |
090427 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.020 |
2 |
317 |
+0 |
Nov09 |
090427 |
1.590 |
1.590 |
1.590 |
1.590 |
-0.020 |
20 |
392 |
+5 |
Total Volume and Open Interest |
262 |
4,266 |
+39 |
US Dollar Index(ICE) |
Jun09 |
090427 |
84.865 |
86.075 |
84.865 |
85.920 |
+1.000 |
5,508 |
20,413 |
-923 |
Sep09 |
090427 |
85.540 |
86.250 |
85.520 |
86.250 |
+0.955 |
24 |
2,102 |
-10 |
Dec09 |
090427 |
86.630 |
86.630 |
86.630 |
86.630 |
+0.955 |
0 |
6 |
+0 |
Total Volume and Open Interest |
5,532 |
22,521 |
-933 |
Australian Dollar(CME) |
Jun09 |
090427 |
71.94 |
71.98 |
70.65 |
70.86 |
-1.12 |
41,218 |
69,769 |
+778 |
Sep09 |
090427 |
70.80 |
71.63 |
70.32 |
70.51 |
-1.12 |
93 |
474 |
+19 |
Dec09 |
090427 |
70.21 |
71.33 |
70.21 |
70.21 |
-1.12 |
0 |
18 |
+0 |
Total Volume and Open Interest |
41,311 |
70,276 |
+797 |
British Pound(CME) |
Jun09 |
090427 |
146.60 |
146.94 |
145.13 |
146.36 |
-0.33 |
75,571 |
83,631 |
-1,591 |
Sep09 |
090427 |
145.50 |
146.92 |
145.41 |
146.37 |
-0.33 |
4 |
387 |
+0 |
Dec09 |
090427 |
146.38 |
146.71 |
145.50 |
146.38 |
-0.33 |
0 |
50 |
+0 |
Total Volume and Open Interest |
75,575 |
84,070 |
-1,591 |
Canadian Dollar(CME) |
Jun09 |
090427 |
82.64 |
82.83 |
81.86 |
82.01 |
-0.81 |
52,625 |
61,370 |
+1,046 |
Sep09 |
090427 |
82.45 |
82.91 |
81.97 |
82.10 |
-0.81 |
98 |
2,394 |
+15 |
Dec09 |
090427 |
82.52 |
83.02 |
82.08 |
82.20 |
-0.82 |
72 |
1,292 |
+4 |
Mar10 |
090427 |
82.62 |
83.16 |
82.21 |
82.31 |
-0.85 |
35 |
416 |
+6 |
Total Volume and Open Interest |
52,835 |
65,510 |
+1,070 |
Japanese Yen(CME) |
Jun09 |
090427 |
103.29 |
103.77 |
103.03 |
103.46 |
+0.34 |
69,428 |
74,471 |
+422 |
Sep09 |
090427 |
103.63 |
103.91 |
103.26 |
103.63 |
+0.33 |
7 |
1,088 |
+0 |
Dec09 |
090427 |
104.00 |
104.03 |
103.53 |
103.85 |
+0.32 |
10 |
98 |
+10 |
Total Volume and Open Interest |
69,445 |
75,670 |
+432 |
Swiss Franc(CME) |
Jun09 |
090427 |
87.89 |
88.08 |
86.22 |
86.54 |
-1.31 |
30,837 |
32,569 |
-2,490 |
Sep09 |
090427 |
87.22 |
88.01 |
86.40 |
86.70 |
-1.30 |
7 |
208 |
-4 |
Dec09 |
090427 |
86.88 |
88.20 |
86.88 |
86.88 |
-1.32 |
0 |
8 |
+0 |
Total Volume and Open Interest |
30,844 |
32,785 |
-2,494 |
EuroFX(CME) |
Jun09 |
090427 |
132.40 |
132.41 |
129.94 |
130.18 |
-2.25 |
137,689 |
105,731 |
+1,549 |
Sep09 |
090427 |
132.20 |
132.24 |
129.90 |
130.12 |
-2.25 |
142 |
1,709 |
-5 |
Dec09 |
090427 |
132.02 |
132.36 |
130.11 |
130.11 |
-2.25 |
7 |
43 |
+6 |
Total Volume and Open Interest |
137,838 |
107,486 |
+1,550 |
Mexican Peso(CME) |
May09 |
090427 |
716.0 |
750.5 |
716.0 |
716.0 |
-34.5 |
|
|
|
Jun09 |
090427 |
731.8 |
732.2 |
704.0 |
711.2 |
-34.5 |
10,122 |
52,456 |
-333 |
Total Volume and Open Interest |
10,122 |
56,053 |
-333 |
30-Year T-Bonds(CBOT) |
Jun09 |
090427 |
124~120 |
125~045 |
124~000 |
125~010 |
+0~255 |
158,742 |
692,580 |
-6,077 |
Sep09 |
090427 |
123~050 |
123~230 |
122~225 |
123~220 |
+0~255 |
44 |
536 |
+9 |
Dec09 |
090427 |
122~060 |
122~195 |
121~260 |
122~195 |
+0~255 |
26 |
211 |
+0 |
Total Volume and Open Interest |
158,837 |
693,352 |
-6,043 |
10-Year T-Notes(CBOT) |
Jun09 |
090427 |
121~225 |
122~110 |
121~210 |
122~095 |
+0~240 |
671,530 |
1,015,219 |
-1,474 |
Sep09 |
090427 |
120~185 |
120~235 |
119~315 |
120~230 |
+0~235 |
7 |
60 |
+5 |
Dec09 |
090427 |
120~005 |
120~005 |
119~085 |
120~005 |
+0~240 |
|
|
|
Total Volume and Open Interest |
671,537 |
1,015,279 |
-1,469 |
5-Year T-Notes(CBOT) |
Jun09 |
090427 |
117~048 |
117~107 |
117~046 |
117~105 |
+0~069 |
354,519 |
801,236 |
+4,179 |
Sep09 |
090427 |
116~127 |
117~009 |
116~127 |
117~009 |
+0~069 |
248 |
1,578 |
+245 |
Dec09 |
090427 |
54~089 |
54~089 |
54~089 |
54~089 |
+0~069 |
|
|
|
Total Volume and Open Interest |
354,767 |
802,814 |
+4,424 |
2 Year T-Notes(CBOT) |
Jun09 |
090427 |
108~096 |
108~096 |
108~096 |
108~096 |
+0~024 |
115 |
481,291 |
-429 |
Sep09 |
090427 |
108~028 |
108~028 |
108~008 |
108~028 |
+0~020 |
|
|
|
Dec09 |
090427 |
108~028 |
108~028 |
108~008 |
108~028 |
+0~020 |
|
|
|
Total Volume and Open Interest |
81,985 |
481,291 |
-429 |
Eurodollars(CME) |
Jun09 |
090427 |
98.990 |
99.040 |
98.975 |
99.010 |
+0.035 |
197,470 |
1,025,914 |
+4,583 |
Sep09 |
090427 |
98.920 |
98.990 |
98.900 |
98.965 |
+0.060 |
179,191 |
956,063 |
-11,711 |
Dec09 |
090427 |
98.670 |
98.795 |
98.670 |
98.775 |
+0.100 |
169,794 |
704,003 |
-25 |
Mar10 |
090427 |
98.510 |
98.665 |
98.510 |
98.650 |
+0.130 |
166,373 |
669,824 |
+1,248 |
Jun10 |
090427 |
98.300 |
98.425 |
98.295 |
98.420 |
+0.140 |
175,478 |
468,197 |
-1,817 |
Sep10 |
090427 |
98.060 |
98.200 |
98.035 |
98.190 |
+0.145 |
148,423 |
397,000 |
-4,380 |
Dec10 |
090427 |
97.785 |
97.935 |
97.785 |
97.925 |
+0.140 |
116,586 |
451,129 |
-2,482 |
Mar11 |
090427 |
97.590 |
97.730 |
97.590 |
97.720 |
+0.130 |
83,722 |
301,226 |
-1,740 |
Jun11 |
090427 |
97.410 |
97.505 |
97.400 |
97.495 |
+0.125 |
42,856 |
238,874 |
+786 |
Sep11 |
090427 |
97.210 |
97.300 |
97.195 |
97.295 |
+0.125 |
35,720 |
150,717 |
+1,545 |
Dec11 |
090427 |
97.015 |
97.100 |
96.995 |
97.095 |
+0.120 |
30,330 |
112,654 |
+776 |
Mar12 |
090427 |
96.915 |
96.980 |
96.880 |
96.975 |
+0.105 |
22,364 |
87,300 |
+1,034 |
Jun12 |
090427 |
96.835 |
96.865 |
96.765 |
96.855 |
+0.100 |
6,008 |
83,877 |
+181 |
Sep12 |
090427 |
96.740 |
96.765 |
96.670 |
96.760 |
+0.095 |
5,906 |
63,948 |
+38 |
Dec12 |
090427 |
96.605 |
96.655 |
96.560 |
96.645 |
+0.090 |
5,102 |
52,777 |
-181 |
Mar13 |
090427 |
96.590 |
96.610 |
96.525 |
96.600 |
+0.085 |
5,414 |
51,024 |
+834 |
Jun13 |
090427 |
96.510 |
96.530 |
96.450 |
96.525 |
+0.080 |
4,140 |
22,902 |
-823 |
Sep13 |
090427 |
96.450 |
96.460 |
96.385 |
96.455 |
+0.075 |
3,118 |
38,093 |
-427 |
Total Volume and Open Interest |
1,417,832 |
6,098,659 |
-13,308 |
30 Day Federal Funds(CBOT) |
Apr09 |
090427 |
99.848 |
99.853 |
99.845 |
99.850 |
+0.005 |
4,155 |
70,437 |
-950 |
May09 |
090427 |
99.815 |
99.825 |
99.810 |
99.815 |
+0.005 |
5,820 |
68,625 |
-46 |
Jun09 |
090427 |
99.810 |
99.815 |
99.805 |
99.805 |
unch |
4,002 |
43,432 |
+5 |
Jul09 |
090427 |
99.790 |
99.800 |
99.780 |
99.790 |
+0.010 |
6,185 |
38,887 |
-981 |
Aug09 |
090427 |
99.760 |
99.775 |
99.750 |
99.765 |
+0.015 |
1,644 |
35,474 |
-64 |
Sep09 |
090427 |
99.740 |
99.750 |
99.730 |
99.745 |
+0.015 |
800 |
30,866 |
-45 |
Total Volume and Open Interest |
27,780 |
447,663 |
-1,156 |
30 Day Fed Funds(e-CBOT) |
Apr09 |
090427 |
99.848 |
99.853 |
99.848 |
99.850 |
+0.005 |
4,155 |
70,437 |
-950 |
May09 |
090427 |
99.815 |
99.825 |
99.815 |
99.820 |
+0.005 |
5,820 |
68,625 |
-46 |
Jun09 |
090427 |
99.810 |
99.815 |
99.810 |
99.810 |
unch |
4,002 |
43,432 |
+5 |
Jul09 |
090427 |
99.790 |
99.800 |
99.790 |
99.790 |
+0.010 |
6,185 |
38,887 |
-981 |
Aug09 |
090427 |
99.760 |
99.775 |
99.755 |
99.765 |
+0.010 |
1,644 |
35,474 |
-64 |
Sep09 |
090427 |
99.740 |
99.750 |
99.740 |
99.750 |
+0.025 |
800 |
30,866 |
-45 |
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(CME) |
Jun09 |
090427 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
Sep09 |
090427 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Dec09 |
090427 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Mar10 |
090427 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
Jun10 |
090427 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
Sep10 |
090427 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
|
|
|
Dec10 |
090427 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
|
|
|
Mar11 |
090427 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
Jun11 |
090427 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.03 |
|
|
|
Sep11 |
090427 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.03 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun09 |
090427 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
300 |
11,713 |
+0 |
Sep09 |
090427 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.03 |
2 |
4,305 |
+0 |
Dec09 |
090427 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.03 |
51 |
2,126 |
+0 |
Mar10 |
090427 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.03 |
50 |
2,077 |
+0 |
Jun10 |
090427 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.03 |
50 |
600 |
+0 |
Sep10 |
090427 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.03 |
0 |
252 |
+0 |
Dec10 |
090427 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.03 |
0 |
252 |
+0 |
Mar11 |
090427 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.03 |
0 |
412 |
+0 |
Total Volume and Open Interest |
453 |
24,812 |
+1,500 |
Japanese Gov't Bonds(SGX) |
Jun09 |
090424 |
137.26 |
137.35 |
137.11 |
137.28 |
+0.14 |
918 |
11,082 |
+78 |
Sep09 |
090427 |
136.70 |
136.70 |
136.70 |
136.70 |
-0.58 |
|
|
|
Dec09 |
090427 |
136.70 |
136.70 |
136.70 |
136.70 |
-0.58 |
|
|
|
Total Volume and Open Interest |
1,854 |
11,231 |
+149 |
Euro-Bund(EUREX) |
Jun09 |
090427 |
122.73 |
123.37 |
122.67 |
122.78 |
+0.61 |
850,143 |
799,045 |
-60,070 |
Sep09 |
090427 |
122.25 |
122.74 |
122.25 |
122.29 |
+0.57 |
222 |
22,587 |
+104 |
Dec09 |
090427 |
121.78 |
121.78 |
121.78 |
121.78 |
+0.61 |
|
|
|
Total Volume and Open Interest |
850,365 |
821,632 |
-59,966 |
Euro-Bobl(EUREX) |
Jun09 |
090421 |
115.96 |
116.15 |
115.68 |
115.85 |
+0.49 |
354,301 |
703,878 |
+23,935 |
Sep09 |
090427 |
116.16 |
116.16 |
115.78 |
115.78 |
+0.09 |
416 |
30,258 |
+98 |
Dec09 |
090427 |
115.46 |
115.46 |
115.46 |
115.46 |
+0.14 |
|
|
|
Total Volume and Open Interest |
457,747 |
725,080 |
+7,556 |
3-Mth Euribor(EUREX) |
Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
Sep09 |
090427 |
98.700 |
98.700 |
98.685 |
98.685 |
+0.060 |
1 |
7,923 |
+0 |
Dec09 |
090427 |
98.535 |
98.535 |
98.515 |
98.520 |
+0.085 |
1 |
4,493 |
+0 |
Total Volume and Open Interest |
283 |
33,021 |
-25 |
Long Gilt(LIFFE) |
Jun09 |
090427 |
121~11 |
121~18 |
120~21 |
120~25 |
+0~04 |
93,459 |
312,451 |
+9,410 |
Sep09 |
090427 |
120~09 |
120~09 |
119~20 |
119~20 |
+0~04 |
4,647 |
2,303 |
+2,303 |
Total Volume and Open Interest |
98,106 |
314,754 |
+11,713 |
3-Mth Short Sterling(LIFFE) |
Jun09 |
090427 |
98.70 |
98.72 |
98.67 |
98.68 |
+0.01 |
49,218 |
297,370 |
+7,805 |
Sep09 |
090427 |
98.66 |
98.71 |
98.63 |
98.65 |
+0.02 |
61,480 |
300,892 |
+4,300 |
Dec09 |
090427 |
98.39 |
98.46 |
98.36 |
98.38 |
+0.04 |
45,209 |
289,075 |
+5,875 |
Mar10 |
090427 |
98.15 |
98.24 |
98.14 |
98.16 |
+0.07 |
49,558 |
295,175 |
-736 |
Jun10 |
090427 |
97.86 |
97.94 |
97.83 |
97.85 |
+0.08 |
55,148 |
230,291 |
-5,847 |
Sep10 |
090427 |
97.51 |
97.63 |
97.51 |
97.55 |
+0.09 |
59,095 |
222,762 |
+8,918 |
Total Volume and Open Interest |
419,559 |
2,012,010 |
+40,910 |
3-Mth Euribor(LIFFE) |
Jun09 |
090427 |
98.700 |
98.725 |
98.700 |
98.705 |
unch |
102,973 |
645,392 |
+4,279 |
Sep09 |
090427 |
98.675 |
98.710 |
98.675 |
98.680 |
+0.010 |
106,141 |
535,514 |
-1,164 |
Dec09 |
090427 |
98.490 |
98.555 |
98.490 |
98.515 |
+0.030 |
95,179 |
496,630 |
+4,455 |
Total Volume and Open Interest |
665,993 |
3,337,339 |
+13,922 |
3-Mth Aus T-Bills(SFE) |
Jun09 |
090427 |
97.06 |
97.10 |
97.05 |
97.09 |
+0.03 |
10,794 |
295,097 |
+1,227 |
Sep09 |
090427 |
97.20 |
97.27 |
97.18 |
97.26 |
+0.05 |
6,692 |
211,552 |
-88 |
Dec09 |
090427 |
97.13 |
97.20 |
97.12 |
97.18 |
+0.04 |
3,865 |
113,771 |
-168 |
Mar10 |
090427 |
96.82 |
96.90 |
96.80 |
96.88 |
+0.05 |
3,714 |
84,941 |
+1,064 |
Jun10 |
090427 |
96.41 |
96.50 |
96.41 |
96.49 |
+0.07 |
1,906 |
63,523 |
-584 |
Sep10 |
090427 |
96.02 |
96.13 |
96.02 |
96.11 |
+0.08 |
636 |
36,167 |
-476 |
Dec10 |
090427 |
95.71 |
95.79 |
95.71 |
95.76 |
+0.08 |
157 |
23,304 |
-1,624 |
Mar11 |
090427 |
95.44 |
95.47 |
95.43 |
95.47 |
+0.09 |
51 |
12,116 |
+1 |
Jun11 |
090427 |
95.19 |
95.24 |
95.19 |
95.20 |
+0.09 |
50 |
2,743 |
+50 |
Sep11 |
090427 |
94.99 |
94.99 |
94.99 |
94.99 |
+0.09 |
50 |
373 |
+0 |
Total Volume and Open Interest |
27,915 |
843,761 |
-598 |
10-Year Aus T-Bonds(SFE) |
Jun09 |
090427 |
95.49 |
95.56 |
95.49 |
95.54 |
+0.04 |
16,809 |
292,533 |
+292,533 |
Sep09 |
090427 |
95.50 |
95.50 |
95.50 |
95.50 |
+0.04 |
101 |
101 |
+101 |
Total Volume and Open Interest |
16,910 |
292,634 |
-12,934 |
3-Year Aus T-Bonds(SFE) |
Jun09 |
090427 |
96.49 |
96.60 |
96.49 |
96.58 |
+0.08 |
36,767 |
0 |
-482,945 |
Sep09 |
090427 |
96.58 |
96.58 |
96.58 |
96.58 |
+0.08 |
|
|
|
Total Volume and Open Interest |
48,229 |
478,566 |
-4,379 |
Gold(CMX) |
Apr09 |
090427 |
918.0 |
918.0 |
906.3 |
907.4 |
-6.2 |
234 |
1,040 |
+124 |
Jun09 |
090427 |
915.0 |
919.7 |
905.8 |
908.2 |
-5.9 |
90,672 |
239,308 |
+7,635 |
Aug09 |
090427 |
919.3 |
920.5 |
908.0 |
909.9 |
-5.9 |
2,731 |
23,263 |
-589 |
Oct09 |
090427 |
920.0 |
921.6 |
910.5 |
911.2 |
-5.9 |
834 |
7,513 |
-47 |
Dec09 |
090427 |
921.6 |
924.0 |
910.8 |
912.6 |
-6.0 |
1,981 |
25,638 |
+307 |
Feb10 |
090427 |
914.6 |
914.6 |
913.0 |
914.2 |
-6.1 |
60 |
4,937 |
+12 |
Apr10 |
090427 |
919.0 |
919.0 |
915.8 |
915.8 |
-6.2 |
5 |
3,329 |
+3 |
Jun10 |
090427 |
922.8 |
922.8 |
917.6 |
917.6 |
-6.3 |
600 |
6,524 |
+0 |
Aug10 |
090427 |
919.5 |
919.5 |
919.5 |
919.5 |
-6.5 |
0 |
476 |
+0 |
Oct10 |
090427 |
921.5 |
921.5 |
921.5 |
921.5 |
-6.7 |
0 |
502 |
+0 |
Dec10 |
090427 |
935.0 |
935.0 |
923.6 |
923.7 |
-6.9 |
672 |
10,811 |
+616 |
Feb11 |
090427 |
926.2 |
926.2 |
926.2 |
926.2 |
-7.0 |
0 |
12 |
+0 |
Total Volume and Open Interest |
98,467 |
344,626 |
+8,224 |
Silver(CMX) |
May09 |
090427 |
1289.5 |
1324.0 |
1277.5 |
1295.5 |
+3.5 |
25,462 |
29,262 |
-1,269 |
Jul09 |
090427 |
1295.0 |
1325.0 |
1280.5 |
1298.5 |
+3.5 |
7,651 |
35,057 |
+2,385 |
Sep09 |
090427 |
1300.0 |
1316.5 |
1284.5 |
1300.0 |
+3.5 |
303 |
5,776 |
+101 |
Dec09 |
090427 |
1324.0 |
1324.0 |
1285.0 |
1302.1 |
+3.6 |
865 |
12,640 |
+83 |
Mar10 |
090427 |
1302.0 |
1303.6 |
1302.0 |
1303.6 |
+3.5 |
20 |
5,509 |
+20 |
May10 |
090427 |
1304.5 |
1304.5 |
1304.5 |
1304.5 |
+3.4 |
18 |
377 |
-8 |
Jul10 |
090427 |
1305.7 |
1305.7 |
1305.7 |
1305.7 |
+3.2 |
6 |
2,409 |
-3 |
Total Volume and Open Interest |
34,503 |
97,077 |
+1,334 |
Platinum(NYMEX) |
Apr09 |
090427 |
1146.3 |
1146.3 |
1146.3 |
1146.3 |
-33.7 |
35 |
65 |
-47 |
Jul09 |
090427 |
1185.0 |
1191.6 |
1142.0 |
1150.3 |
-33.7 |
1,176 |
19,598 |
-42 |
Oct09 |
090427 |
1156.7 |
1156.7 |
1147.4 |
1155.0 |
-34.2 |
6 |
578 |
-5 |
Jan10 |
090427 |
1156.5 |
1156.5 |
1156.5 |
1156.5 |
-34.2 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,217 |
20,243 |
-94 |
Palladium(NYMEX) |
Jun09 |
090427 |
236.40 |
236.40 |
225.50 |
228.95 |
-6.75 |
1,033 |
13,740 |
-587 |
Sep09 |
090427 |
237.35 |
237.35 |
227.25 |
230.10 |
-6.70 |
43 |
189 |
+26 |
Dec09 |
090427 |
231.35 |
231.35 |
231.35 |
231.35 |
-6.60 |
2 |
17 |
+1 |
Total Volume and Open Interest |
1,078 |
13,946 |
-560 |
Copper(CMX) |
May09 |
090427 |
202.20 |
206.95 |
195.25 |
198.65 |
-6.40 |
13,985 |
13,346 |
-955 |
Jul09 |
090427 |
204.40 |
206.90 |
195.05 |
198.55 |
-6.45 |
12,381 |
65,350 |
+2,217 |
Sep09 |
090427 |
199.95 |
200.00 |
194.80 |
198.15 |
-6.25 |
858 |
12,971 |
+469 |
Dec09 |
090427 |
195.10 |
198.00 |
194.60 |
197.60 |
-6.10 |
622 |
4,034 |
+326 |
Mar10 |
090427 |
194.30 |
197.20 |
194.30 |
197.20 |
-6.00 |
134 |
710 |
+88 |
Total Volume and Open Interest |
28,850 |
106,719 |
+2,310 |
Aluminum(CMX) |
Apr09 |
090427 |
0.66 |
0.66 |
0.66 |
0.66 |
unch |
|
|
|
May09 |
090427 |
0.66 |
0.66 |
0.66 |
0.66 |
unch |
|
|
|
Jun09 |
090427 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
Jul09 |
090427 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
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 |
090427 |
7990 |
8075 |
7900 |
8002 |
-54 |
1,585 |
9,129 |
+164 |
Sep09 |
090427 |
7990 |
7990 |
7950 |
7950 |
-54 |
0 |
789 |
+0 |
Dec09 |
090427 |
7914 |
7968 |
7914 |
7914 |
-54 |
|
|
|
Mar10 |
090427 |
7872 |
7926 |
7872 |
7872 |
-54 |
|
|
|
Total Volume and Open Interest |
1,585 |
9,918 |
+164 |
S & P 500(CME) |
Jun09 |
090427 |
862.80 |
865.50 |
846.60 |
856.80 |
-9.70 |
26,377 |
435,493 |
-1,281 |
Sep09 |
090427 |
850.00 |
854.70 |
845.70 |
852.90 |
-9.80 |
1,338 |
12,872 |
+1,171 |
Dec09 |
090427 |
849.80 |
856.70 |
842.70 |
849.80 |
-9.90 |
0 |
1,096 |
+0 |
Mar10 |
090427 |
847.40 |
854.30 |
840.30 |
847.40 |
-9.90 |
0 |
382 |
+0 |
Total Volume and Open Interest |
27,715 |
449,845 |
-110 |
S & P 500 E-Mini(Globex) |
Jun09 |
090427 |
863.25 |
865.75 |
846.75 |
856.75 |
-9.75 |
2,407,351 |
0 |
-2,471,488 |
Sep09 |
090427 |
859.00 |
861.50 |
843.75 |
853.00 |
-9.75 |
5,171 |
35,142 |
-228 |
Total Volume and Open Interest |
2,494,733 |
2,531,617 |
+24,697 |
NASDAQ 100(CME) |
Jun09 |
090427 |
1369.80 |
1384.00 |
1350.80 |
1373.30 |
-1.70 |
3,496 |
23,005 |
+18 |
Sep09 |
090427 |
1371.80 |
1371.80 |
1368.80 |
1371.80 |
-2.00 |
|
|
|
Dec09 |
090427 |
1374.80 |
1374.80 |
1371.80 |
1374.80 |
-2.00 |
|
|
|
Total Volume and Open Interest |
3,496 |
23,005 |
+18 |
NASDAQ 100 E-Mini(Globex) |
Jun09 |
090427 |
1368.00 |
1383.50 |
1350.30 |
1373.30 |
-1.70 |
363,322 |
268,059 |
-4,980 |
Sep09 |
090427 |
1353.00 |
1381.50 |
1350.30 |
1371.80 |
-2.00 |
37 |
923 |
-5 |
Total Volume and Open Interest |
363,359 |
268,997 |
-4,985 |
S & P Midcap 400(CME) |
Jun09 |
090427 |
540.00 |
551.00 |
538.50 |
544.90 |
-6.90 |
9 |
4,660 |
-2 |
Sep09 |
090427 |
542.90 |
542.90 |
542.00 |
542.90 |
-6.90 |
|
|
|
Dec09 |
090427 |
540.90 |
540.90 |
540.00 |
540.90 |
-6.90 |
|
|
|
Total Volume and Open Interest |
9 |
4,660 |
-2 |
Russell 2000(CME) |
Jun09 |
090427 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
12 |
5,209 |
+21 |
Sep09 |
090427 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,372 |
+0 |
Dec09 |
090427 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,375 |
+505 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun09 |
090427 |
8800 |
8850 |
8650 |
8730 |
-20 |
105,515 |
167,096 |
+0 |
Sep09 |
090427 |
8735 |
8735 |
8735 |
8735 |
-20 |
0 |
447 |
+0 |
Total Volume and Open Interest |
105,826 |
172,286 |
+3,075 |
Nikkei 225(SGX) |
Jun09 |
090427 |
8800 |
8850 |
8650 |
8730 |
-20 |
105,515 |
167,096 |
+0 |
Sep09 |
090427 |
8735 |
8735 |
8735 |
8735 |
-20 |
0 |
447 |
+0 |
Dec09 |
090427 |
8685 |
8685 |
8685 |
8685 |
-15 |
0 |
277 |
+0 |
Total Volume and Open Interest |
105,826 |
172,286 |
+3,075 |
CAC 40(EURONEXT) |
May09 |
090427 |
3027.0 |
3071.0 |
2999.5 |
3062.0 |
-1.0 |
119,171 |
369,017 |
+3,245 |
Jun09 |
090427 |
2989.0 |
3016.0 |
2949.0 |
3011.0 |
-1.0 |
366 |
41,476 |
+225 |
Jul09 |
090427 |
3009.5 |
3010.0 |
3009.5 |
3010.0 |
-1.0 |
11 |
11 |
+11 |
Total Volume and Open Interest |
119,550 |
413,513 |
+3,479 |
Hang Seng Index(HKFE) |
Apr09 |
090427 |
15020 |
15266 |
14804 |
14994 |
-386 |
81,599 |
79,847 |
-1,466 |
May09 |
090427 |
15028 |
15053 |
14618 |
14801 |
-379 |
5,315 |
18,271 |
+8,179 |
Jun09 |
090427 |
15100 |
15100 |
14540 |
14712 |
-383 |
313 |
2,865 |
+10 |
Total Volume and Open Interest |
87,237 |
101,744 |
+6,725 |
DAX(EUREX) |
Jun09 |
090427 |
4637.5 |
4723.5 |
4578.5 |
4713.0 |
+37.5 |
159,565 |
138,829 |
-4,382 |
Sep09 |
090427 |
4629.0 |
4726.0 |
4591.5 |
4720.5 |
+37.5 |
167 |
6,357 |
-4 |
Dec09 |
090427 |
4639.0 |
4740.0 |
4621.5 |
4731.5 |
+37.0 |
43 |
2,193 |
+6 |
Total Volume and Open Interest |
159,775 |
147,379 |
-4,380 |
FT-SE 100(EURONEXT) |
Jun09 |
090427 |
4069.00 |
4137.50 |
4046.00 |
4130.00 |
+22.50 |
110,988 |
723,345 |
+6,826 |
Sep09 |
090427 |
4022.50 |
4096.50 |
4018.00 |
4096.50 |
+23.00 |
119 |
1,075 |
+83 |
Dec09 |
090427 |
4020.00 |
4072.00 |
4020.00 |
4071.50 |
+22.50 |
44 |
1,297 |
-5 |
Total Volume and Open Interest |
111,151 |
725,717 |
+6,904 |
SPI 200(SFE) |
Jun09 |
090427 |
3732.0 |
3786.0 |
3676.0 |
3716.0 |
-16.0 |
27,682 |
303,239 |
-1,861 |
Sep09 |
090427 |
3739.0 |
3739.0 |
3640.0 |
3679.0 |
-15.0 |
3 |
2,095 |
-5 |
Dec09 |
090427 |
3672.0 |
3672.0 |
3672.0 |
3672.0 |
-15.0 |
52 |
2,487 |
+52 |
Total Volume and Open Interest |
28,088 |
309,177 |
-1,814 |
GSCI(CME) |
May09 |
090427 |
353.80 |
364.50 |
351.90 |
360.25 |
-9.10 |
507 |
15,212 |
-73 |
Jun09 |
090427 |
365.50 |
368.00 |
359.00 |
365.50 |
-9.50 |
4 |
5 |
+0 |
Jul09 |
090427 |
371.50 |
374.00 |
365.00 |
371.50 |
-9.00 |
|
|
|
Total Volume and Open Interest |
511 |
15,217 |
-73 |
Reuters CCI(ICE) |
Jun09 |
090427 |
218.70 |
218.70 |
218.70 |
218.70 |
-2.80 |
0 |
50 |
+0 |
Aug09 |
090427 |
383.00 |
383.00 |
383.00 |
383.00 |
-7.50 |
0 |
419 |
+0 |
Nov09 |
090427 |
395.00 |
395.00 |
395.00 |
395.00 |
-7.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
0 |
151 |
+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. |
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|