|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue April 28, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May09 |
090428 |
1007.50 |
1017.75 |
988.00 |
989.50 |
-15.25 |
27,118 |
42,376 |
-13,821 |
Jul09 |
090428 |
997.25 |
1010.25 |
981.50 |
983.00 |
-14.00 |
87,536 |
181,195 |
+7,631 |
Aug09 |
090428 |
985.75 |
987.25 |
964.25 |
964.50 |
-11.25 |
1,670 |
9,199 |
+190 |
Sep09 |
090428 |
947.00 |
948.50 |
928.00 |
931.00 |
-7.75 |
1,053 |
8,842 |
-55 |
Nov09 |
090428 |
907.25 |
917.75 |
898.25 |
900.00 |
-4.50 |
17,316 |
107,775 |
+476 |
Jan10 |
090428 |
906.00 |
920.00 |
905.50 |
905.50 |
-4.25 |
439 |
8,276 |
+90 |
Mar10 |
090428 |
921.50 |
923.50 |
909.50 |
909.50 |
-3.00 |
267 |
3,251 |
+37 |
Total Volume and Open Interest |
137,058 |
378,759 |
-5,095 |
Soybean Meal(CBOT) |
May09 |
090428 |
313.80 |
319.00 |
310.90 |
311.90 |
-2.10 |
15,432 |
21,156 |
-2,390 |
Jul09 |
090428 |
306.40 |
311.20 |
303.00 |
304.00 |
-2.30 |
26,607 |
63,217 |
+2,678 |
Aug09 |
090428 |
297.00 |
299.80 |
294.30 |
295.10 |
-0.90 |
2,556 |
7,861 |
+280 |
Sep09 |
090428 |
282.00 |
285.90 |
281.30 |
282.40 |
+0.70 |
964 |
8,596 |
+150 |
Oct09 |
090428 |
264.00 |
268.30 |
263.00 |
265.70 |
+1.90 |
577 |
7,010 |
-76 |
Dec09 |
090428 |
261.30 |
266.70 |
260.50 |
263.00 |
+1.90 |
4,115 |
19,429 |
+89 |
Jan10 |
090428 |
264.70 |
264.70 |
262.50 |
262.50 |
+2.00 |
169 |
1,706 |
-1 |
Mar10 |
090428 |
263.50 |
264.90 |
262.50 |
262.50 |
+2.40 |
351 |
1,602 |
+8 |
Total Volume and Open Interest |
50,878 |
132,853 |
+762 |
Soybean Oil(CBOT) |
May09 |
090428 |
35.35 |
35.83 |
34.82 |
34.90 |
-0.64 |
17,351 |
25,766 |
-7,766 |
Jul09 |
090428 |
35.88 |
36.14 |
35.11 |
35.19 |
-0.65 |
30,375 |
115,601 |
+3,525 |
Aug09 |
090428 |
35.51 |
36.26 |
35.34 |
35.36 |
-0.64 |
1,243 |
14,033 |
-26 |
Sep09 |
090428 |
36.14 |
36.41 |
35.49 |
35.49 |
-0.65 |
652 |
8,882 |
+327 |
Oct09 |
090428 |
36.28 |
36.52 |
35.55 |
35.63 |
-0.65 |
70 |
4,397 |
+25 |
Dec09 |
090428 |
36.62 |
36.85 |
35.87 |
35.95 |
-0.65 |
3,372 |
28,071 |
-281 |
Jan10 |
090428 |
36.83 |
36.83 |
36.20 |
36.20 |
-0.63 |
22 |
1,045 |
+5 |
Mar10 |
090428 |
37.03 |
37.03 |
36.45 |
36.45 |
-0.58 |
0 |
1,156 |
+0 |
Total Volume and Open Interest |
53,534 |
206,035 |
-4,198 |
Canola(WCE) |
May09 |
090428 |
438.9 |
442.0 |
437.3 |
437.8 |
-1.7 |
3,047 |
8,234 |
-1,578 |
Jul09 |
090428 |
436.1 |
443.4 |
436.1 |
440.5 |
-0.5 |
10,339 |
66,578 |
+497 |
Nov09 |
090428 |
444.9 |
445.0 |
440.0 |
442.0 |
-1.5 |
2,808 |
28,833 |
+2,125 |
Jan10 |
090428 |
446.2 |
446.2 |
446.2 |
446.2 |
-1.5 |
17 |
1,190 |
+13 |
Mar10 |
090428 |
448.7 |
448.7 |
448.7 |
448.7 |
-1.5 |
7 |
711 |
+7 |
Total Volume and Open Interest |
16,284 |
106,198 |
+1,127 |
Corn(CBOT) |
May09 |
090428 |
372.00 |
377.75 |
368.25 |
375.00 |
+2.75 |
66,402 |
77,950 |
-29,215 |
Jul09 |
090428 |
378.75 |
386.00 |
376.75 |
383.50 |
+2.75 |
103,151 |
331,910 |
+8,774 |
Sep09 |
090428 |
390.00 |
399.00 |
383.25 |
392.75 |
+2.75 |
11,797 |
94,034 |
+2,933 |
Dec09 |
090428 |
400.75 |
407.00 |
397.50 |
404.25 |
+2.75 |
32,114 |
219,242 |
-374 |
Mar10 |
090428 |
417.00 |
419.25 |
410.00 |
416.75 |
+3.75 |
3,888 |
30,226 |
+1,102 |
May10 |
090428 |
423.25 |
427.75 |
418.00 |
425.00 |
+2.25 |
1,872 |
6,429 |
+883 |
Total Volume and Open Interest |
222,753 |
809,509 |
-14,047 |
Wheat(CBOT) |
May09 |
090428 |
509.75 |
518.25 |
507.25 |
510.50 |
+2.50 |
15,211 |
32,224 |
-7,928 |
Jul09 |
090428 |
520.50 |
530.00 |
518.25 |
522.00 |
+2.50 |
34,468 |
159,079 |
+1,472 |
Sep09 |
090428 |
547.25 |
555.75 |
546.00 |
549.00 |
+2.50 |
4,262 |
46,655 |
+2,055 |
Dec09 |
090428 |
569.75 |
579.00 |
568.50 |
571.25 |
+2.75 |
3,126 |
54,324 |
+195 |
Mar10 |
090428 |
588.00 |
593.25 |
583.00 |
587.75 |
+3.00 |
290 |
2,799 |
+5 |
Total Volume and Open Interest |
57,652 |
306,875 |
-4,235 |
Wheat(KCBT) |
May09 |
090428 |
569.00 |
573.00 |
564.25 |
565.00 |
+0.50 |
3,351 |
7,687 |
-795 |
Jul09 |
090428 |
571.50 |
579.75 |
571.50 |
572.00 |
+0.50 |
5,425 |
40,473 |
+19 |
Sep09 |
090428 |
587.50 |
590.00 |
582.00 |
582.00 |
+0.50 |
511 |
8,864 |
+11 |
Dec09 |
090428 |
599.50 |
605.75 |
597.25 |
597.25 |
+0.50 |
403 |
19,237 |
+173 |
Mar10 |
090428 |
615.75 |
617.50 |
610.00 |
610.00 |
+0.25 |
23 |
712 |
-3 |
Total Volume and Open Interest |
9,766 |
79,204 |
-579 |
Wheat(MGE) |
May09 |
090428 |
665.00 |
668.00 |
660.00 |
663.00 |
+4.75 |
1,076 |
2,221 |
-808 |
Jul09 |
090428 |
642.50 |
651.75 |
640.50 |
644.50 |
+3.00 |
2,905 |
12,577 |
-287 |
Sep09 |
090428 |
633.75 |
644.00 |
632.00 |
635.00 |
+1.25 |
1,377 |
7,545 |
+146 |
Dec09 |
090428 |
641.00 |
650.75 |
639.50 |
640.25 |
unch |
565 |
4,782 |
+125 |
Mar10 |
090428 |
654.75 |
657.50 |
647.50 |
648.25 |
-1.25 |
265 |
697 |
+118 |
Total Volume and Open Interest |
6,301 |
28,084 |
-626 |
Oats(CBOT) |
May09 |
090428 |
186.00 |
187.00 |
182.00 |
186.25 |
-0.75 |
1,058 |
1,141 |
-1,072 |
Jul09 |
090428 |
193.25 |
197.50 |
191.50 |
195.50 |
-0.50 |
1,421 |
7,638 |
+247 |
Sep09 |
090428 |
204.50 |
205.00 |
204.50 |
204.50 |
-0.50 |
0 |
31 |
+0 |
Dec09 |
090428 |
218.00 |
219.00 |
217.50 |
218.50 |
-0.50 |
188 |
4,998 |
+90 |
Total Volume and Open Interest |
2,667 |
13,825 |
-735 |
Rough Rice(CBOT) |
May09 |
090428 |
12.73 |
12.82 |
12.53 |
12.76 |
+0.03 |
374 |
1,293 |
-327 |
Jul09 |
090428 |
12.93 |
13.09 |
12.76 |
12.99 |
+0.07 |
363 |
2,960 |
+230 |
Sep09 |
090428 |
12.22 |
12.46 |
12.22 |
12.46 |
+0.11 |
88 |
1,536 |
+58 |
Nov09 |
090428 |
12.38 |
12.47 |
12.25 |
12.47 |
+0.10 |
68 |
1,521 |
+32 |
Total Volume and Open Interest |
905 |
7,813 |
-4 |
Live Cattle(CME) |
Apr09 |
090428 |
86.150 |
86.700 |
85.800 |
85.900 |
-0.250 |
2,100 |
3,696 |
-1,071 |
Jun09 |
090428 |
81.900 |
82.580 |
81.750 |
81.950 |
+0.150 |
11,925 |
95,312 |
+433 |
Aug09 |
090428 |
82.350 |
82.830 |
82.150 |
82.300 |
unch |
4,509 |
55,413 |
+544 |
Oct09 |
090428 |
86.550 |
86.700 |
85.930 |
86.080 |
-0.120 |
2,320 |
32,484 |
-64 |
Dec09 |
090428 |
88.500 |
88.700 |
88.000 |
88.285 |
-0.100 |
1,078 |
12,833 |
+191 |
Feb10 |
090428 |
89.300 |
89.650 |
89.000 |
89.500 |
+0.200 |
167 |
5,282 |
+42 |
Total Volume and Open Interest |
22,279 |
206,243 |
+120 |
Feeder Cattle(CME) |
Apr09 |
090428 |
99.300 |
99.750 |
99.135 |
99.350 |
-0.100 |
187 |
1,241 |
-37 |
May09 |
090428 |
98.650 |
98.930 |
97.700 |
97.800 |
-0.800 |
899 |
5,488 |
+8 |
Aug09 |
090428 |
99.950 |
100.150 |
98.885 |
99.050 |
-0.700 |
1,115 |
9,765 |
+183 |
Sep09 |
090428 |
100.050 |
100.050 |
99.000 |
99.050 |
-0.950 |
224 |
1,614 |
+47 |
Oct09 |
090428 |
100.150 |
100.350 |
99.300 |
99.480 |
-0.770 |
61 |
1,589 |
+18 |
Nov09 |
090428 |
100.330 |
100.400 |
99.600 |
99.600 |
-0.700 |
77 |
466 |
+44 |
Jan10 |
090428 |
99.750 |
99.750 |
98.900 |
98.900 |
-1.080 |
0 |
24 |
+0 |
Total Volume and Open Interest |
2,563 |
20,189 |
+263 |
Lean Hogs(CME) |
May09 |
090428 |
65.635 |
66.000 |
63.000 |
63.300 |
-2.700 |
1,110 |
5,399 |
-132 |
Jun09 |
090428 |
68.150 |
68.600 |
65.650 |
66.300 |
-2.350 |
13,703 |
60,818 |
+638 |
Jul09 |
090428 |
69.250 |
69.500 |
66.750 |
67.830 |
-1.770 |
4,147 |
19,836 |
+682 |
Aug09 |
090428 |
69.100 |
69.350 |
66.900 |
67.750 |
-1.330 |
5,433 |
27,423 |
+240 |
Oct09 |
090428 |
63.180 |
63.235 |
60.735 |
61.750 |
-1.150 |
1,564 |
16,740 |
+291 |
Dec09 |
090428 |
62.035 |
62.380 |
60.100 |
60.830 |
-0.920 |
945 |
5,874 |
+433 |
Feb10 |
090428 |
65.250 |
65.430 |
63.500 |
64.100 |
-1.150 |
21 |
1,255 |
+9 |
Apr10 |
090428 |
68.450 |
68.450 |
66.700 |
67.200 |
-1.200 |
1 |
612 |
+0 |
Total Volume and Open Interest |
26,949 |
138,219 |
+2,174 |
Pork Bellies(CME) |
May09 |
090428 |
78.300 |
79.000 |
75.800 |
76.450 |
-2.050 |
28 |
381 |
-18 |
Jul09 |
090428 |
79.300 |
79.800 |
77.800 |
77.800 |
-3.000 |
47 |
467 |
-4 |
Aug09 |
090428 |
78.000 |
79.000 |
76.000 |
76.000 |
-1.900 |
0 |
70 |
+0 |
Feb10 |
090428 |
89.500 |
92.250 |
89.500 |
89.500 |
-3.000 |
0 |
7 |
+0 |
Mar10 |
090428 |
90.000 |
92.750 |
90.000 |
90.000 |
-3.000 |
0 |
5 |
+0 |
Total Volume and Open Interest |
75 |
930 |
-22 |
Class III Milk(CME) |
Apr09 |
090428 |
10.76 |
10.82 |
10.76 |
10.76 |
unch |
45 |
4,518 |
+41 |
May09 |
090428 |
10.01 |
10.10 |
10.01 |
10.04 |
-0.09 |
172 |
4,628 |
+6 |
Jun09 |
090428 |
11.00 |
11.00 |
10.81 |
10.82 |
-0.21 |
346 |
4,548 |
-58 |
Jul09 |
090428 |
12.43 |
12.45 |
12.26 |
12.30 |
-0.20 |
192 |
3,133 |
-38 |
Aug09 |
090428 |
13.71 |
13.77 |
13.57 |
13.60 |
-0.17 |
68 |
2,923 |
+2 |
Total Volume and Open Interest |
912 |
30,887 |
-14 |
Cocoa(ICE) |
May09 |
090428 |
2389 |
2389 |
2372 |
2380 |
+12 |
17 |
419 |
-1 |
Jul09 |
090428 |
2374 |
2415 |
2367 |
2404 |
+23 |
3,636 |
54,195 |
+69 |
Sep09 |
090428 |
2383 |
2423 |
2379 |
2416 |
+26 |
936 |
25,125 |
+251 |
Dec09 |
090428 |
2400 |
2427 |
2400 |
2427 |
+24 |
174 |
15,484 |
+84 |
Mar10 |
090428 |
2422 |
2440 |
2422 |
2440 |
+25 |
41 |
9,441 |
-2 |
May10 |
090428 |
2440 |
2440 |
2440 |
2440 |
+25 |
1 |
2,191 |
+1 |
Jul10 |
090428 |
2448 |
2448 |
2448 |
2448 |
+25 |
44 |
2,821 |
+44 |
Total Volume and Open Interest |
4,849 |
112,356 |
+446 |
Coffee "C"(ICE) |
May09 |
090428 |
114.90 |
115.95 |
114.00 |
115.70 |
+0.80 |
313 |
949 |
-237 |
Jul09 |
090428 |
115.40 |
116.65 |
114.10 |
116.25 |
+0.85 |
6,583 |
68,348 |
-114 |
Sep09 |
090428 |
117.40 |
118.70 |
116.40 |
118.45 |
+0.85 |
1,534 |
26,467 |
+291 |
Dec09 |
090428 |
120.05 |
121.50 |
119.50 |
121.30 |
+0.85 |
556 |
13,744 |
+168 |
Mar10 |
090428 |
123.20 |
124.15 |
123.20 |
124.10 |
+0.90 |
213 |
9,617 |
+161 |
May10 |
090428 |
125.10 |
126.00 |
125.10 |
126.00 |
+0.95 |
72 |
2,699 |
+34 |
Total Volume and Open Interest |
9,322 |
123,535 |
+288 |
Orange Juice(ICE) |
May09 |
090428 |
81.10 |
81.10 |
75.85 |
79.60 |
-1.60 |
413 |
5,783 |
-415 |
Jul09 |
090428 |
85.00 |
85.45 |
79.85 |
83.60 |
-1.50 |
631 |
16,905 |
+340 |
Sep09 |
090428 |
87.45 |
87.45 |
83.50 |
87.00 |
-1.20 |
11 |
3,136 |
+3 |
Nov09 |
090428 |
90.70 |
90.70 |
87.00 |
90.40 |
-0.90 |
4 |
1,409 |
-1 |
Jan10 |
090428 |
91.00 |
93.65 |
91.00 |
93.65 |
-0.95 |
0 |
192 |
+0 |
Mar10 |
090428 |
96.10 |
97.15 |
96.10 |
97.15 |
-0.95 |
0 |
85 |
+0 |
Total Volume and Open Interest |
1,059 |
27,739 |
-73 |
Sugar #11(ICE) |
May09 |
090428 |
13.70 |
13.85 |
13.55 |
13.79 |
+0.09 |
33,014 |
49,584 |
-13,371 |
Jul09 |
090428 |
13.90 |
14.10 |
13.76 |
14.04 |
+0.15 |
102,184 |
278,534 |
+14,109 |
Oct09 |
090428 |
14.48 |
14.72 |
14.37 |
14.68 |
+0.19 |
32,131 |
139,324 |
-2,407 |
Mar10 |
090428 |
15.14 |
15.38 |
15.06 |
15.36 |
+0.22 |
16,043 |
89,275 |
+2,900 |
May10 |
090428 |
14.91 |
15.08 |
14.80 |
15.06 |
+0.21 |
3,252 |
23,013 |
+251 |
Total Volume and Open Interest |
196,077 |
668,648 |
+590 |
Sugar #14(ICE) |
Jul09 |
090428 |
21.25 |
21.45 |
21.25 |
21.45 |
-0.09 |
12 |
2,260 |
+113 |
Sep09 |
090428 |
21.70 |
21.70 |
21.70 |
21.70 |
-0.08 |
1 |
2,200 |
+121 |
Total Volume and Open Interest |
13 |
4,460 |
+234 |
London Cocoa(LCE) |
May09 |
090428 |
1797 |
1816 |
1793 |
1807 |
+9 |
1,161 |
0 |
-56,721 |
Jul09 |
090428 |
1722 |
1742 |
1721 |
1738 |
+16 |
2,044 |
63,051 |
-123 |
Sep09 |
090428 |
1717 |
1730 |
1716 |
1728 |
+18 |
600 |
24,609 |
-472 |
Dec09 |
090428 |
1708 |
1725 |
1707 |
1721 |
+13 |
352 |
24,316 |
+152 |
Mar10 |
090428 |
1710 |
1721 |
1709 |
1718 |
+13 |
45 |
15,867 |
+34 |
May10 |
090428 |
1718 |
1718 |
1705 |
1716 |
+13 |
87 |
4,788 |
+50 |
Jul10 |
090428 |
1710 |
1718 |
1710 |
1718 |
+10 |
135 |
1,546 |
+100 |
Total Volume and Open Interest |
4,444 |
191,031 |
-251 |
London Coffee(LCE) |
London Sugar(LCE) |
Aug09 |
090428 |
415.70 |
419.70 |
413.20 |
418.40 |
+0.40 |
5,638 |
40,916 |
-161 |
Oct09 |
090428 |
414.00 |
417.70 |
412.00 |
416.90 |
+0.90 |
1,881 |
17,546 |
+1,124 |
Dec09 |
090428 |
410.70 |
415.00 |
408.60 |
414.10 |
+1.40 |
949 |
8,004 |
+346 |
Mar10 |
090428 |
411.70 |
416.80 |
411.70 |
415.30 |
+1.40 |
1,798 |
5,501 |
+765 |
May10 |
090428 |
411.40 |
411.40 |
411.40 |
411.40 |
+0.40 |
0 |
538 |
+0 |
Total Volume and Open Interest |
10,286 |
73,863 |
+2,084 |
Cotton(ICE) |
May09 |
090428 |
51.32 |
52.40 |
51.30 |
52.05 |
+0.08 |
91 |
892 |
-234 |
Jul09 |
090428 |
52.90 |
53.25 |
52.07 |
52.75 |
-0.32 |
7,216 |
74,539 |
-562 |
Oct09 |
090428 |
55.15 |
55.15 |
54.70 |
54.95 |
-0.52 |
18 |
484 |
+1 |
Dec09 |
090428 |
56.08 |
56.37 |
55.48 |
56.01 |
-0.49 |
2,195 |
34,062 |
-214 |
Mar10 |
090428 |
58.25 |
58.58 |
57.76 |
58.42 |
-0.63 |
101 |
5,659 |
+36 |
May10 |
090428 |
59.00 |
59.15 |
58.77 |
59.13 |
-0.76 |
0 |
166 |
+0 |
Total Volume and Open Interest |
9,621 |
118,524 |
-973 |
Lumber(CME) |
May09 |
090428 |
166.8 |
166.8 |
161.7 |
162.3 |
-4.5 |
298 |
1,738 |
-81 |
Jul09 |
090428 |
180.7 |
181.5 |
176.1 |
178.2 |
-4.5 |
152 |
4,272 |
+59 |
Sep09 |
090428 |
191.6 |
191.6 |
187.2 |
187.4 |
-3.8 |
105 |
1,502 |
+49 |
Nov09 |
090428 |
186.1 |
187.1 |
184.0 |
185.1 |
-2.8 |
8 |
203 |
+1 |
Total Volume and Open Interest |
563 |
7,752 |
+28 |
Crude Oil(NYM) |
Jun09 |
090428 |
50.10 |
50.19 |
48.55 |
49.92 |
-0.22 |
230,865 |
320,964 |
-8,193 |
Jul09 |
090428 |
51.32 |
51.59 |
49.93 |
51.09 |
-0.43 |
70,061 |
187,690 |
+6,085 |
Aug09 |
090428 |
52.49 |
52.78 |
51.15 |
52.18 |
-0.51 |
23,844 |
54,302 |
+440 |
Sep09 |
090428 |
53.51 |
53.51 |
52.24 |
53.19 |
-0.55 |
17,847 |
39,655 |
+1,154 |
Oct09 |
090428 |
54.03 |
54.27 |
53.25 |
54.17 |
-0.56 |
9,200 |
30,647 |
-1,038 |
Nov09 |
090428 |
55.11 |
55.15 |
54.71 |
55.15 |
-0.56 |
6,146 |
24,538 |
-393 |
Dec09 |
090428 |
56.63 |
56.63 |
55.21 |
56.08 |
-0.55 |
22,570 |
104,081 |
-37 |
Jan10 |
090428 |
56.57 |
56.90 |
56.57 |
56.90 |
-0.52 |
2,613 |
24,878 |
+342 |
Feb10 |
090428 |
57.14 |
57.79 |
57.14 |
57.67 |
-0.49 |
800 |
13,840 |
+313 |
Mar10 |
090428 |
58.13 |
58.40 |
58.13 |
58.40 |
-0.45 |
729 |
12,859 |
-22 |
Apr10 |
090428 |
59.00 |
59.11 |
59.00 |
59.11 |
-0.41 |
299 |
5,253 |
+26 |
May10 |
090428 |
59.50 |
59.78 |
59.50 |
59.78 |
-0.38 |
367 |
5,030 |
-15 |
Jun10 |
090428 |
60.05 |
60.41 |
59.88 |
60.41 |
-0.37 |
2,642 |
26,751 |
+722 |
Jul10 |
090428 |
60.94 |
60.94 |
60.94 |
60.94 |
-0.38 |
710 |
7,317 |
+0 |
Aug10 |
090428 |
61.45 |
61.45 |
61.45 |
61.45 |
-0.39 |
568 |
3,903 |
+54 |
Sep10 |
090428 |
61.95 |
61.95 |
61.95 |
61.95 |
-0.40 |
643 |
6,889 |
-80 |
Total Volume and Open Interest |
403,207 |
1,136,842 |
-967 |
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 |
090428 |
50.125 |
50.225 |
48.525 |
49.925 |
-0.225 |
10,696 |
3,925 |
-41 |
Jul09 |
090428 |
51.200 |
51.500 |
49.925 |
51.100 |
-0.425 |
307 |
1,022 |
-8 |
Aug09 |
090428 |
52.450 |
52.450 |
51.250 |
52.175 |
-0.525 |
11 |
89 |
+1 |
Sep09 |
090428 |
53.200 |
53.200 |
53.200 |
53.200 |
-0.550 |
2 |
47 |
-2 |
Oct09 |
090428 |
54.175 |
54.175 |
54.175 |
54.175 |
-0.575 |
1 |
8 |
+1 |
Nov09 |
090428 |
55.150 |
55.150 |
55.150 |
55.150 |
-0.575 |
1 |
3 |
+1 |
Dec09 |
090428 |
56.075 |
56.075 |
56.075 |
56.075 |
-0.550 |
3 |
84 |
+1 |
Jan10 |
090428 |
56.900 |
56.900 |
56.900 |
56.900 |
-0.525 |
|
|
|
Total Volume and Open Interest |
11,021 |
5,234 |
-47 |
Heating Oil(NYM) |
May09 |
090428 |
132.36 |
132.88 |
129.50 |
131.67 |
-0.62 |
12,490 |
18,106 |
-1,986 |
Jun09 |
090428 |
134.00 |
134.75 |
131.00 |
133.30 |
-0.82 |
29,493 |
61,518 |
-2,651 |
Jul09 |
090428 |
137.00 |
137.07 |
133.90 |
136.12 |
-0.95 |
7,571 |
33,905 |
+636 |
Aug09 |
090428 |
140.12 |
140.12 |
137.10 |
139.20 |
-0.97 |
4,233 |
18,322 |
+405 |
Sep09 |
090428 |
143.22 |
143.22 |
140.44 |
142.30 |
-1.02 |
4,072 |
15,621 |
+131 |
Oct09 |
090428 |
143.85 |
145.71 |
143.85 |
145.45 |
-1.02 |
2,891 |
12,781 |
-445 |
Nov09 |
090428 |
148.10 |
148.67 |
147.50 |
148.60 |
-1.02 |
1,513 |
11,331 |
+36 |
Dec09 |
090428 |
152.55 |
152.55 |
149.86 |
151.75 |
-1.02 |
3,519 |
27,026 |
-366 |
Jan10 |
090428 |
154.45 |
154.85 |
152.76 |
154.80 |
-1.02 |
1,181 |
9,205 |
+214 |
Feb10 |
090428 |
156.60 |
157.21 |
155.98 |
157.15 |
-0.97 |
605 |
7,024 |
+27 |
Mar10 |
090428 |
157.75 |
158.45 |
157.50 |
158.45 |
-0.97 |
620 |
5,063 |
-17 |
Apr10 |
090428 |
158.90 |
158.90 |
157.90 |
158.80 |
-0.97 |
494 |
3,861 |
-53 |
Total Volume and Open Interest |
72,100 |
264,613 |
-3,772 |
Gasoline(NYMEX) |
May09 |
090428 |
139.92 |
140.50 |
136.59 |
139.77 |
-0.55 |
16,990 |
18,986 |
-2,210 |
Jun09 |
090428 |
140.35 |
141.03 |
137.00 |
139.95 |
-0.88 |
24,088 |
76,562 |
+1,904 |
Jul09 |
090428 |
141.95 |
141.95 |
138.20 |
140.88 |
-1.10 |
6,500 |
33,828 |
-38 |
Aug09 |
090428 |
142.39 |
142.39 |
139.30 |
141.79 |
-1.18 |
2,502 |
21,962 |
-5 |
Sep09 |
090428 |
142.78 |
142.78 |
139.78 |
142.23 |
-1.18 |
2,993 |
18,479 |
+397 |
Oct09 |
090428 |
132.74 |
133.63 |
131.41 |
133.63 |
-1.18 |
1,257 |
13,890 |
+247 |
Nov09 |
090428 |
134.20 |
134.20 |
133.75 |
133.98 |
-1.13 |
505 |
4,214 |
+127 |
Dec09 |
090428 |
133.50 |
135.68 |
133.50 |
135.68 |
-1.03 |
718 |
10,162 |
-99 |
Jan10 |
090428 |
138.28 |
138.28 |
138.28 |
138.28 |
-1.03 |
82 |
2,534 |
-29 |
Feb10 |
090428 |
141.08 |
141.08 |
141.08 |
141.08 |
-1.03 |
3 |
916 |
+0 |
Total Volume and Open Interest |
55,648 |
211,884 |
+298 |
e-miNY RBOB Gasoline(NYM) |
May09 |
090428 |
139.77 |
139.77 |
139.77 |
139.77 |
-0.55 |
0 |
3 |
+0 |
Jun09 |
090428 |
139.95 |
139.95 |
139.95 |
139.95 |
-0.88 |
|
|
|
Jul09 |
090428 |
140.88 |
140.88 |
140.88 |
140.88 |
-1.10 |
|
|
|
Aug09 |
090428 |
141.79 |
141.79 |
141.79 |
141.79 |
-1.18 |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
Natural Gas(NYM) |
May09 |
090428 |
3.266 |
3.352 |
3.192 |
3.321 |
+0.068 |
48,822 |
23,404 |
-7,706 |
Jun09 |
090428 |
3.365 |
3.466 |
3.298 |
3.440 |
+0.078 |
32,332 |
112,061 |
+4,831 |
Jul09 |
090428 |
3.522 |
3.609 |
3.452 |
3.584 |
+0.077 |
7,592 |
74,727 |
+180 |
Aug09 |
090428 |
3.662 |
3.735 |
3.588 |
3.712 |
+0.074 |
2,276 |
44,082 |
+313 |
Sep09 |
090428 |
3.748 |
3.808 |
3.675 |
3.796 |
+0.072 |
1,696 |
30,633 |
+33 |
Oct09 |
090428 |
3.870 |
3.940 |
3.814 |
3.934 |
+0.066 |
4,978 |
45,786 |
+495 |
Nov09 |
090428 |
4.517 |
4.595 |
4.505 |
4.592 |
+0.036 |
951 |
21,433 |
+149 |
Dec09 |
090428 |
5.248 |
5.290 |
5.214 |
5.286 |
+0.012 |
2,355 |
32,976 |
-439 |
Jan10 |
090428 |
5.571 |
5.604 |
5.520 |
5.586 |
-0.010 |
7,179 |
30,773 |
+963 |
Feb10 |
090428 |
5.645 |
5.645 |
5.570 |
5.632 |
-0.015 |
2,418 |
13,513 |
-140 |
Mar10 |
090428 |
5.540 |
5.584 |
5.514 |
5.577 |
-0.014 |
3,109 |
26,487 |
-492 |
Apr10 |
090428 |
5.423 |
5.426 |
5.367 |
5.415 |
-0.021 |
2,691 |
28,698 |
+543 |
May10 |
090428 |
5.473 |
5.473 |
5.420 |
5.462 |
-0.026 |
207 |
12,994 |
+75 |
Jun10 |
090428 |
5.571 |
5.581 |
5.538 |
5.574 |
-0.029 |
164 |
7,996 |
+105 |
Jul10 |
090428 |
5.694 |
5.710 |
5.683 |
5.707 |
-0.026 |
107 |
6,129 |
+64 |
Aug10 |
090428 |
5.775 |
5.794 |
5.759 |
5.787 |
-0.029 |
36 |
6,588 |
-2 |
Total Volume and Open Interest |
118,442 |
660,783 |
-756 |
Brent Crude Oil(ICE) |
Jun09 |
090428 |
50.08 |
50.42 |
48.88 |
49.99 |
-0.33 |
102,058 |
147,328 |
-1,540 |
Jul09 |
090428 |
51.12 |
51.32 |
49.93 |
51.00 |
-0.34 |
59,238 |
125,516 |
+1,234 |
Aug09 |
090428 |
52.35 |
52.35 |
51.00 |
52.08 |
-0.30 |
32,401 |
50,756 |
+4,015 |
Sep09 |
090428 |
52.40 |
53.18 |
51.97 |
53.02 |
-0.29 |
15,234 |
35,184 |
+4,109 |
Oct09 |
090428 |
53.31 |
54.08 |
52.90 |
53.92 |
-0.31 |
6,772 |
22,463 |
+1,931 |
Nov09 |
090428 |
54.20 |
54.98 |
53.82 |
54.82 |
-0.33 |
4,515 |
17,800 |
-528 |
Dec09 |
090428 |
55.09 |
55.90 |
54.70 |
55.72 |
-0.34 |
13,492 |
94,423 |
+964 |
Jan10 |
090428 |
55.72 |
56.56 |
55.72 |
56.56 |
-0.34 |
2,645 |
18,234 |
+501 |
Feb10 |
090428 |
56.57 |
57.40 |
56.57 |
57.40 |
-0.32 |
1,591 |
8,312 |
+830 |
Mar10 |
090428 |
58.23 |
58.23 |
58.23 |
58.23 |
-0.28 |
393 |
7,154 |
+55 |
Apr10 |
090428 |
59.01 |
59.01 |
58.90 |
59.01 |
-0.26 |
158 |
4,210 |
+4,210 |
May10 |
090428 |
59.72 |
59.72 |
59.72 |
59.72 |
-0.25 |
442 |
3,263 |
+3,263 |
Jun10 |
090428 |
59.48 |
60.36 |
59.48 |
60.36 |
-0.24 |
2,773 |
15,744 |
+338 |
Jul10 |
090428 |
60.91 |
60.91 |
60.91 |
60.91 |
-0.23 |
1,767 |
5,027 |
+5,027 |
Total Volume and Open Interest |
251,143 |
682,517 |
+14,307 |
Gas Oil(ICE) |
May09 |
090428 |
428.00 |
428.00 |
415.25 |
419.75 |
-1.25 |
33,957 |
60,366 |
-3,355 |
Jun09 |
090428 |
435.00 |
435.00 |
422.00 |
426.25 |
-2.00 |
36,439 |
87,718 |
+2,520 |
Jul09 |
090428 |
436.50 |
439.50 |
431.00 |
434.75 |
-2.25 |
7,877 |
41,488 |
+438 |
Aug09 |
090428 |
441.50 |
449.25 |
440.50 |
444.25 |
-2.25 |
4,107 |
30,699 |
+707 |
Sep09 |
090428 |
451.50 |
457.50 |
449.50 |
453.75 |
-2.25 |
2,602 |
29,946 |
+4 |
Oct09 |
090428 |
459.50 |
466.25 |
459.25 |
463.00 |
-2.50 |
2,122 |
22,898 |
+755 |
Nov09 |
090428 |
467.75 |
475.75 |
467.75 |
471.75 |
-2.75 |
1,494 |
16,110 |
+46 |
Dec09 |
090428 |
483.00 |
484.50 |
476.00 |
480.00 |
-3.00 |
6,324 |
54,761 |
+777 |
Jan10 |
090428 |
486.25 |
493.00 |
486.25 |
489.25 |
-3.25 |
842 |
21,128 |
-79 |
Feb10 |
090428 |
497.50 |
501.50 |
497.25 |
497.50 |
-3.50 |
661 |
11,871 |
+41 |
Total Volume and Open Interest |
100,906 |
473,541 |
+6,607 |
Ethanol(CBOT) |
Apr09 |
090403 |
1.583 |
1.583 |
1.583 |
1.583 |
-0.011 |
37 |
38 |
-27 |
May09 |
090428 |
1.564 |
1.565 |
1.542 |
1.559 |
unch |
19 |
199 |
-5 |
Jun09 |
090428 |
1.555 |
1.557 |
1.552 |
1.556 |
+0.001 |
7 |
707 |
+2 |
Jul09 |
090428 |
1.560 |
1.563 |
1.560 |
1.561 |
-0.009 |
30 |
655 |
+8 |
Aug09 |
090428 |
1.575 |
1.575 |
1.575 |
1.575 |
unch |
12 |
136 |
-6 |
Sep09 |
090428 |
1.582 |
1.582 |
1.582 |
1.582 |
+0.002 |
0 |
154 |
+0 |
Oct09 |
090428 |
1.575 |
1.575 |
1.575 |
1.575 |
-0.005 |
2 |
317 |
+0 |
Nov09 |
090428 |
1.585 |
1.585 |
1.585 |
1.585 |
-0.005 |
0 |
392 |
+0 |
Total Volume and Open Interest |
115 |
4,265 |
-1 |
US Dollar Index(ICE) |
Jun09 |
090428 |
85.900 |
86.230 |
85.230 |
85.325 |
-0.595 |
8,811 |
19,941 |
-472 |
Sep09 |
090428 |
86.500 |
86.500 |
85.600 |
85.670 |
-0.580 |
67 |
2,112 |
+10 |
Dec09 |
090428 |
86.050 |
86.050 |
86.050 |
86.050 |
-0.580 |
0 |
6 |
+0 |
Total Volume and Open Interest |
8,878 |
22,059 |
-462 |
Australian Dollar(CME) |
Jun09 |
090428 |
70.66 |
70.86 |
69.62 |
70.52 |
-0.34 |
41,572 |
72,682 |
+2,913 |
Sep09 |
090428 |
70.00 |
70.51 |
69.37 |
70.18 |
-0.33 |
207 |
513 |
+39 |
Dec09 |
090428 |
69.89 |
70.21 |
69.89 |
69.89 |
-0.32 |
0 |
18 |
+0 |
Total Volume and Open Interest |
41,779 |
73,228 |
+2,952 |
British Pound(CME) |
Jun09 |
090428 |
146.29 |
146.93 |
145.16 |
146.20 |
-0.16 |
87,817 |
82,860 |
-771 |
Sep09 |
090428 |
145.80 |
146.92 |
145.21 |
146.23 |
-0.14 |
4 |
387 |
+0 |
Dec09 |
090428 |
146.23 |
146.59 |
145.52 |
146.23 |
-0.15 |
15 |
59 |
+9 |
Total Volume and Open Interest |
87,836 |
83,308 |
-762 |
Canadian Dollar(CME) |
Jun09 |
090428 |
82.05 |
82.22 |
81.53 |
82.06 |
+0.05 |
52,658 |
62,595 |
+1,225 |
Sep09 |
090428 |
81.80 |
82.28 |
81.66 |
82.15 |
+0.05 |
433 |
2,557 |
+163 |
Dec09 |
090428 |
81.90 |
82.36 |
81.78 |
82.25 |
+0.05 |
32 |
1,305 |
+13 |
Mar10 |
090428 |
82.36 |
82.45 |
81.90 |
82.36 |
+0.05 |
10 |
419 |
+3 |
Total Volume and Open Interest |
53,142 |
66,909 |
+1,399 |
Japanese Yen(CME) |
Jun09 |
090428 |
103.47 |
104.64 |
103.44 |
103.78 |
+0.32 |
87,544 |
72,592 |
-1,879 |
Sep09 |
090428 |
104.00 |
104.77 |
103.63 |
103.95 |
+0.32 |
33 |
1,105 |
+17 |
Dec09 |
090428 |
104.17 |
104.80 |
103.85 |
104.17 |
+0.32 |
0 |
98 |
+0 |
Total Volume and Open Interest |
87,577 |
73,808 |
-1,862 |
Swiss Franc(CME) |
Jun09 |
090428 |
86.54 |
87.64 |
86.28 |
87.50 |
+0.96 |
43,175 |
28,953 |
-3,616 |
Sep09 |
090428 |
86.76 |
87.77 |
86.56 |
87.65 |
+0.95 |
27 |
211 |
+3 |
Dec09 |
090428 |
87.81 |
87.81 |
86.88 |
87.81 |
+0.93 |
0 |
8 |
+0 |
Total Volume and Open Interest |
43,202 |
29,172 |
-3,613 |
EuroFX(CME) |
Jun09 |
090428 |
130.18 |
131.65 |
129.61 |
131.46 |
+1.28 |
162,042 |
107,301 |
+1,570 |
Sep09 |
090428 |
130.15 |
131.60 |
129.59 |
131.43 |
+1.31 |
104 |
1,713 |
+4 |
Dec09 |
090428 |
130.50 |
131.45 |
129.87 |
131.45 |
+1.34 |
0 |
43 |
+0 |
Total Volume and Open Interest |
162,146 |
109,060 |
+1,574 |
Mexican Peso(CME) |
May09 |
090428 |
721.2 |
721.2 |
716.0 |
721.2 |
+5.2 |
|
|
|
Jun09 |
090428 |
707.5 |
718.8 |
702.2 |
716.5 |
+5.2 |
10,027 |
53,226 |
+770 |
Total Volume and Open Interest |
10,028 |
56,824 |
+771 |
30-Year T-Bonds(CBOT) |
Jun09 |
090428 |
125~010 |
125~265 |
123~145 |
123~260 |
-1~070 |
136,991 |
684,825 |
-7,755 |
Sep09 |
090428 |
123~270 |
124~080 |
122~045 |
122~145 |
-1~075 |
22 |
540 |
+4 |
Dec09 |
090428 |
122~195 |
122~195 |
121~125 |
121~125 |
-1~070 |
25 |
211 |
+0 |
Total Volume and Open Interest |
137,063 |
685,621 |
-7,731 |
10-Year T-Notes(CBOT) |
Jun09 |
090428 |
122~090 |
122~225 |
121~170 |
121~215 |
-0~200 |
485,530 |
984,112 |
-31,107 |
Sep09 |
090428 |
120~300 |
120~300 |
120~025 |
120~025 |
-0~205 |
1,262 |
899 |
+839 |
Dec09 |
090428 |
119~120 |
120~005 |
119~120 |
119~120 |
-0~205 |
|
|
|
Total Volume and Open Interest |
486,792 |
985,011 |
-30,268 |
5-Year T-Notes(CBOT) |
Jun09 |
090428 |
117~098 |
118~003 |
117~036 |
117~054 |
-0~051 |
253,522 |
800,493 |
-743 |
Sep09 |
090428 |
117~015 |
117~015 |
116~087 |
116~087 |
-0~050 |
812 |
2,099 |
+521 |
Dec09 |
090428 |
54~039 |
54~089 |
54~039 |
54~039 |
-0~050 |
|
|
|
Total Volume and Open Interest |
254,334 |
802,592 |
-222 |
2 Year T-Notes(CBOT) |
Jun09 |
090428 |
108~084 |
108~084 |
108~084 |
108~084 |
-0~012 |
352 |
473,364 |
-7,927 |
Sep09 |
090428 |
108~016 |
108~028 |
108~016 |
108~016 |
-0~012 |
|
|
|
Dec09 |
090428 |
108~016 |
108~028 |
108~016 |
108~016 |
-0~012 |
|
|
|
Total Volume and Open Interest |
87,285 |
473,364 |
-7,927 |
Eurodollars(CME) |
Jun09 |
090428 |
99.015 |
99.020 |
98.980 |
98.995 |
-0.015 |
199,578 |
1,026,920 |
+1,006 |
Sep09 |
090428 |
98.965 |
98.985 |
98.920 |
98.940 |
-0.025 |
205,886 |
947,753 |
-8,310 |
Dec09 |
090428 |
98.775 |
98.815 |
98.710 |
98.735 |
-0.040 |
231,345 |
721,133 |
+17,130 |
Mar10 |
090428 |
98.655 |
98.715 |
98.590 |
98.615 |
-0.035 |
222,095 |
665,962 |
-3,862 |
Jun10 |
090428 |
98.420 |
98.500 |
98.365 |
98.390 |
-0.030 |
185,077 |
475,518 |
+7,321 |
Sep10 |
090428 |
98.190 |
98.275 |
98.140 |
98.170 |
-0.020 |
145,209 |
393,107 |
-3,893 |
Dec10 |
090428 |
97.925 |
98.015 |
97.870 |
97.910 |
-0.015 |
125,933 |
441,507 |
-9,622 |
Mar11 |
090428 |
97.725 |
97.810 |
97.660 |
97.700 |
-0.020 |
91,685 |
294,316 |
-6,910 |
Jun11 |
090428 |
97.500 |
97.580 |
97.420 |
97.465 |
-0.030 |
43,103 |
245,389 |
+6,515 |
Sep11 |
090428 |
97.295 |
97.370 |
97.205 |
97.255 |
-0.040 |
37,577 |
153,034 |
+2,317 |
Dec11 |
090428 |
97.090 |
97.165 |
97.000 |
97.050 |
-0.045 |
34,135 |
113,354 |
+700 |
Mar12 |
090428 |
96.975 |
97.035 |
96.880 |
96.925 |
-0.050 |
22,681 |
88,410 |
+1,110 |
Jun12 |
090428 |
96.860 |
96.910 |
96.750 |
96.800 |
-0.055 |
11,824 |
84,580 |
+703 |
Sep12 |
090428 |
96.760 |
96.805 |
96.645 |
96.705 |
-0.055 |
14,414 |
62,238 |
-1,710 |
Dec12 |
090428 |
96.680 |
96.690 |
96.530 |
96.590 |
-0.055 |
13,232 |
52,112 |
-665 |
Mar13 |
090428 |
96.635 |
96.645 |
96.495 |
96.545 |
-0.055 |
12,699 |
53,357 |
+2,333 |
Jun13 |
090428 |
96.530 |
96.565 |
96.410 |
96.470 |
-0.055 |
4,659 |
23,324 |
+422 |
Sep13 |
090428 |
96.460 |
96.490 |
96.340 |
96.400 |
-0.055 |
6,767 |
38,208 |
+115 |
Total Volume and Open Interest |
1,628,831 |
6,107,971 |
+9,312 |
30 Day Federal Funds(CBOT) |
Apr09 |
090428 |
99.850 |
99.850 |
99.848 |
99.850 |
unch |
1,394 |
70,595 |
+158 |
May09 |
090428 |
99.815 |
99.820 |
99.810 |
99.815 |
unch |
8,659 |
66,639 |
-1,986 |
Jun09 |
090428 |
99.810 |
99.815 |
99.800 |
99.805 |
unch |
3,393 |
43,480 |
+48 |
Jul09 |
090428 |
99.780 |
99.795 |
99.780 |
99.785 |
-0.005 |
3,114 |
37,921 |
-966 |
Aug09 |
090428 |
99.760 |
99.775 |
99.750 |
99.760 |
-0.005 |
3,324 |
34,820 |
-654 |
Sep09 |
090428 |
99.745 |
99.760 |
99.735 |
99.740 |
-0.005 |
2,865 |
30,975 |
+109 |
Total Volume and Open Interest |
31,051 |
445,691 |
-1,972 |
30 Day Fed Funds(e-CBOT) |
Apr09 |
090428 |
99.850 |
99.850 |
99.848 |
99.848 |
-0.002 |
1,394 |
70,595 |
+158 |
May09 |
090428 |
99.815 |
99.820 |
99.810 |
99.815 |
-0.005 |
8,659 |
66,639 |
-1,986 |
Jun09 |
090428 |
99.810 |
99.815 |
99.800 |
99.805 |
-0.005 |
3,393 |
43,480 |
+48 |
Jul09 |
090428 |
99.780 |
99.795 |
99.780 |
99.785 |
-0.005 |
3,114 |
37,921 |
-966 |
Aug09 |
090428 |
99.760 |
99.775 |
99.750 |
99.755 |
-0.010 |
3,324 |
34,820 |
-654 |
Sep09 |
090428 |
99.745 |
99.760 |
99.735 |
99.740 |
-0.010 |
2,865 |
30,975 |
+109 |
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(CME) |
Jun09 |
090428 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
Sep09 |
090428 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.02 |
|
|
|
Dec09 |
090428 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.02 |
|
|
|
Mar10 |
090428 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.02 |
|
|
|
Jun10 |
090428 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.02 |
|
|
|
Sep10 |
090428 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.02 |
|
|
|
Dec10 |
090428 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.02 |
|
|
|
Mar11 |
090428 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.02 |
|
|
|
Jun11 |
090428 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
|
|
|
Sep11 |
090428 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun09 |
090428 |
99.44 |
99.46 |
99.44 |
99.46 |
+0.01 |
750 |
13,213 |
+1,500 |
Sep09 |
090428 |
99.53 |
99.53 |
99.52 |
99.52 |
+0.00 |
0 |
4,305 |
+0 |
Dec09 |
090428 |
99.52 |
99.52 |
99.51 |
99.51 |
+0.01 |
0 |
2,126 |
+0 |
Mar10 |
090428 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.01 |
0 |
2,077 |
+0 |
Jun10 |
090428 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
0 |
600 |
+0 |
Sep10 |
090428 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
0 |
252 |
+0 |
Dec10 |
090428 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.01 |
0 |
252 |
+0 |
Mar11 |
090428 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
0 |
412 |
+0 |
Total Volume and Open Interest |
750 |
24,816 |
+4 |
Japanese Gov't Bonds(SGX) |
Jun09 |
090428 |
136.85 |
137.36 |
136.76 |
137.29 |
+0.01 |
1,854 |
11,082 |
+0 |
Sep09 |
090428 |
137.29 |
137.29 |
137.29 |
137.29 |
+0.59 |
|
|
|
Dec09 |
090428 |
137.29 |
137.29 |
137.29 |
137.29 |
+0.59 |
|
|
|
Total Volume and Open Interest |
2,716 |
12,184 |
+953 |
Euro-Bund(EUREX) |
Jun09 |
090428 |
123.19 |
123.33 |
122.64 |
122.96 |
+0.18 |
570,457 |
805,070 |
+6,025 |
Sep09 |
090428 |
122.77 |
122.77 |
122.31 |
122.49 |
+0.20 |
255 |
22,714 |
+127 |
Dec09 |
090428 |
121.96 |
121.96 |
121.96 |
121.96 |
+0.18 |
|
|
|
Total Volume and Open Interest |
570,712 |
827,784 |
+6,152 |
Euro-Bobl(EUREX) |
Jun09 |
090421 |
115.96 |
116.15 |
115.68 |
115.85 |
+0.49 |
354,301 |
703,878 |
+23,935 |
Sep09 |
090428 |
116.07 |
116.07 |
116.01 |
116.04 |
+0.26 |
2,182 |
32,324 |
+2,066 |
Dec09 |
090428 |
115.71 |
115.71 |
115.71 |
115.71 |
+0.25 |
|
|
|
Total Volume and Open Interest |
357,326 |
715,566 |
-9,514 |
3-Mth Euribor(EUREX) |
Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
Sep09 |
090428 |
98.690 |
98.710 |
98.690 |
98.710 |
+0.025 |
43 |
8,123 |
+200 |
Dec09 |
090428 |
98.550 |
98.555 |
98.550 |
98.555 |
+0.035 |
35 |
4,576 |
+83 |
Total Volume and Open Interest |
418 |
33,069 |
+48 |
Long Gilt(LIFFE) |
Jun09 |
090428 |
121~05 |
121~12 |
120~27 |
121~03 |
+0~10 |
82,317 |
310,052 |
-2,399 |
Sep09 |
090428 |
119~28 |
119~30 |
119~22 |
119~30 |
+0~10 |
308 |
2,536 |
+233 |
Total Volume and Open Interest |
82,625 |
312,588 |
-2,166 |
3-Mth Short Sterling(LIFFE) |
Jun09 |
090428 |
98.68 |
98.69 |
98.63 |
98.64 |
-0.04 |
36,057 |
303,011 |
+5,641 |
Sep09 |
090428 |
98.66 |
98.67 |
98.59 |
98.61 |
-0.04 |
42,632 |
303,500 |
+2,608 |
Dec09 |
090428 |
98.41 |
98.42 |
98.34 |
98.36 |
-0.02 |
48,871 |
284,856 |
-4,219 |
Mar10 |
090428 |
98.18 |
98.20 |
98.13 |
98.17 |
+0.01 |
38,191 |
299,038 |
+3,863 |
Jun10 |
090428 |
97.86 |
97.90 |
97.83 |
97.87 |
+0.02 |
33,319 |
236,738 |
+6,447 |
Sep10 |
090428 |
97.56 |
97.62 |
97.54 |
97.58 |
+0.03 |
44,294 |
218,483 |
-4,279 |
Total Volume and Open Interest |
309,753 |
2,033,649 |
+21,639 |
3-Mth Euribor(LIFFE) |
Jun09 |
090428 |
98.720 |
98.735 |
98.705 |
98.720 |
+0.015 |
80,683 |
649,842 |
+4,450 |
Sep09 |
090428 |
98.705 |
98.725 |
98.690 |
98.710 |
+0.030 |
92,301 |
528,213 |
-7,301 |
Dec09 |
090428 |
98.545 |
98.570 |
98.525 |
98.555 |
+0.040 |
89,260 |
503,095 |
+6,465 |
Total Volume and Open Interest |
596,167 |
3,369,096 |
+31,757 |
3-Mth Aus T-Bills(SFE) |
Jun09 |
090428 |
97.09 |
97.14 |
97.07 |
97.12 |
+0.03 |
13,463 |
293,229 |
-1,868 |
Sep09 |
090428 |
97.27 |
97.33 |
97.25 |
97.31 |
+0.05 |
13,630 |
212,075 |
+523 |
Dec09 |
090428 |
97.20 |
97.27 |
97.17 |
97.26 |
+0.08 |
3,891 |
114,230 |
+459 |
Mar10 |
090428 |
96.90 |
96.97 |
96.88 |
96.97 |
+0.09 |
4,054 |
85,176 |
+235 |
Jun10 |
090428 |
96.50 |
96.58 |
96.50 |
96.56 |
+0.07 |
2,820 |
63,008 |
-515 |
Sep10 |
090428 |
96.11 |
96.20 |
96.11 |
96.19 |
+0.08 |
1,882 |
35,668 |
-499 |
Dec10 |
090428 |
95.83 |
95.86 |
95.83 |
95.85 |
+0.09 |
767 |
23,624 |
+320 |
Mar11 |
090428 |
95.54 |
95.57 |
95.53 |
95.54 |
+0.07 |
676 |
12,436 |
+320 |
Jun11 |
090428 |
95.24 |
95.27 |
95.24 |
95.27 |
+0.07 |
437 |
2,345 |
-398 |
Sep11 |
090428 |
95.04 |
95.04 |
95.04 |
95.04 |
+0.05 |
0 |
369 |
-4 |
Total Volume and Open Interest |
41,620 |
842,332 |
-1,429 |
10-Year Aus T-Bonds(SFE) |
Jun09 |
090428 |
95.54 |
95.61 |
95.54 |
95.57 |
+0.03 |
16,331 |
0 |
-292,533 |
Sep09 |
090428 |
95.53 |
95.53 |
95.53 |
95.53 |
+0.03 |
0 |
101 |
+0 |
Total Volume and Open Interest |
19,885 |
285,850 |
-6,784 |
3-Year Aus T-Bonds(SFE) |
Jun09 |
090428 |
96.61 |
96.70 |
96.61 |
96.68 |
+0.10 |
56,863 |
0 |
+0 |
Sep09 |
090428 |
96.68 |
96.68 |
96.68 |
96.68 |
+0.10 |
|
|
|
Total Volume and Open Interest |
65,945 |
459,556 |
-19,010 |
Gold(CMX) |
Apr09 |
090428 |
899.7 |
899.7 |
890.1 |
892.8 |
-14.6 |
438 |
983 |
-57 |
Jun09 |
090428 |
907.2 |
907.7 |
884.6 |
893.6 |
-14.6 |
74,412 |
241,184 |
+1,876 |
Aug09 |
090428 |
908.5 |
908.5 |
887.3 |
895.2 |
-14.7 |
1,802 |
23,186 |
-77 |
Oct09 |
090428 |
903.1 |
904.5 |
889.1 |
896.6 |
-14.6 |
299 |
7,525 |
+12 |
Dec09 |
090428 |
905.7 |
905.9 |
889.4 |
898.0 |
-14.6 |
1,394 |
25,688 |
+50 |
Feb10 |
090428 |
909.0 |
909.0 |
897.1 |
899.6 |
-14.6 |
2 |
4,937 |
+0 |
Apr10 |
090428 |
906.6 |
906.6 |
896.8 |
901.1 |
-14.7 |
73 |
3,282 |
-47 |
Jun10 |
090428 |
902.8 |
902.8 |
902.8 |
902.8 |
-14.8 |
126 |
6,494 |
-30 |
Aug10 |
090428 |
904.7 |
904.7 |
904.7 |
904.7 |
-14.8 |
0 |
476 |
+0 |
Oct10 |
090428 |
906.8 |
906.8 |
906.8 |
906.8 |
-14.7 |
0 |
502 |
+0 |
Dec10 |
090428 |
902.8 |
909.0 |
902.8 |
909.0 |
-14.7 |
5 |
10,807 |
-4 |
Feb11 |
090428 |
911.5 |
911.5 |
911.5 |
911.5 |
-14.7 |
0 |
12 |
+0 |
Total Volume and Open Interest |
79,796 |
346,636 |
+2,010 |
Silver(CMX) |
May09 |
090428 |
1287.0 |
1295.0 |
1233.0 |
1240.0 |
-55.5 |
27,839 |
21,483 |
-7,779 |
Jul09 |
090428 |
1292.0 |
1297.0 |
1236.0 |
1242.6 |
-55.9 |
16,713 |
40,310 |
+5,253 |
Sep09 |
090428 |
1280.0 |
1290.0 |
1238.5 |
1244.1 |
-55.9 |
626 |
6,049 |
+273 |
Dec09 |
090428 |
1279.0 |
1279.0 |
1241.0 |
1246.1 |
-56.0 |
2,335 |
13,313 |
+673 |
Mar10 |
090428 |
1247.6 |
1247.6 |
1247.6 |
1247.6 |
-56.0 |
75 |
5,484 |
-25 |
May10 |
090428 |
1265.0 |
1265.0 |
1248.4 |
1248.4 |
-56.1 |
100 |
473 |
+96 |
Jul10 |
090428 |
1254.0 |
1254.0 |
1249.6 |
1249.6 |
-56.1 |
4 |
2,409 |
+0 |
Total Volume and Open Interest |
47,922 |
95,610 |
-1,467 |
Platinum(NYMEX) |
Jul09 |
090428 |
1152.0 |
1152.0 |
1071.1 |
1101.6 |
-48.7 |
603 |
19,594 |
-4 |
Oct09 |
090428 |
1137.5 |
1137.5 |
1086.6 |
1107.1 |
-47.9 |
8 |
585 |
+7 |
Jan10 |
090428 |
1156.0 |
1156.0 |
1108.0 |
1108.6 |
-47.9 |
0 |
2 |
+0 |
Total Volume and Open Interest |
615 |
20,215 |
-28 |
Palladium(NYMEX) |
Jun09 |
090428 |
225.35 |
226.05 |
211.20 |
216.75 |
-12.20 |
157 |
13,805 |
+65 |
Sep09 |
090428 |
226.20 |
226.20 |
213.10 |
217.85 |
-12.25 |
8 |
192 |
+3 |
Dec09 |
090428 |
218.70 |
218.95 |
218.70 |
218.95 |
-12.40 |
1 |
18 |
+1 |
Total Volume and Open Interest |
166 |
14,015 |
+69 |
Copper(CMX) |
May09 |
090428 |
198.30 |
200.00 |
190.20 |
191.60 |
-7.05 |
10,322 |
10,587 |
-2,759 |
Jul09 |
090428 |
197.90 |
199.90 |
190.05 |
191.65 |
-6.90 |
10,013 |
66,368 |
+1,018 |
Sep09 |
090428 |
197.85 |
197.85 |
190.25 |
191.60 |
-6.55 |
602 |
12,874 |
-97 |
Dec09 |
090428 |
193.15 |
194.45 |
190.00 |
191.55 |
-6.05 |
317 |
3,914 |
-120 |
Mar10 |
090428 |
190.75 |
192.00 |
190.75 |
191.40 |
-5.80 |
28 |
695 |
-15 |
Total Volume and Open Interest |
21,963 |
104,784 |
-1,935 |
Aluminum(CMX) |
Apr09 |
090428 |
0.65 |
0.65 |
0.65 |
0.65 |
-0.01 |
|
|
|
May09 |
090428 |
0.66 |
0.66 |
0.66 |
0.66 |
unch |
|
|
|
Jun09 |
090428 |
0.66 |
0.66 |
0.66 |
0.66 |
-0.01 |
|
|
|
Jul09 |
090428 |
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 |
090428 |
7969 |
8040 |
7864 |
7967 |
-35 |
2,150 |
9,856 |
+727 |
Sep09 |
090428 |
7925 |
7942 |
7915 |
7915 |
-35 |
13 |
800 |
+11 |
Dec09 |
090428 |
7868 |
7914 |
7868 |
7868 |
-46 |
|
|
|
Mar10 |
090428 |
7837 |
7872 |
7837 |
7837 |
-35 |
|
|
|
Total Volume and Open Interest |
2,163 |
10,656 |
+738 |
S & P 500(CME) |
Jun09 |
090428 |
854.00 |
861.00 |
838.80 |
851.80 |
-5.00 |
27,438 |
434,652 |
-841 |
Sep09 |
090428 |
849.00 |
853.50 |
841.90 |
847.90 |
-5.00 |
1,930 |
14,812 |
+1,940 |
Dec09 |
090428 |
844.80 |
849.80 |
838.80 |
844.80 |
-5.00 |
0 |
1,096 |
+0 |
Mar10 |
090428 |
842.40 |
847.40 |
836.40 |
842.40 |
-5.00 |
0 |
382 |
+0 |
Total Volume and Open Interest |
29,368 |
450,944 |
+1,099 |
S & P 500 E-Mini(Globex) |
Jun09 |
090428 |
855.00 |
861.50 |
838.50 |
851.75 |
-5.00 |
2,407,351 |
2,507,231 |
+2,507,231 |
Sep09 |
090428 |
851.00 |
857.50 |
835.25 |
848.00 |
-5.00 |
3,171 |
36,384 |
+1,242 |
Total Volume and Open Interest |
2,410,525 |
2,543,682 |
+12,065 |
NASDAQ 100(CME) |
Jun09 |
090428 |
1371.00 |
1378.00 |
1352.00 |
1360.50 |
-12.80 |
2,622 |
22,556 |
-449 |
Sep09 |
090428 |
1359.50 |
1359.80 |
1359.50 |
1359.50 |
-12.30 |
|
|
|
Dec09 |
090428 |
1362.50 |
1362.80 |
1362.50 |
1362.50 |
-12.30 |
|
|
|
Total Volume and Open Interest |
2,622 |
22,556 |
-449 |
NASDAQ 100 E-Mini(Globex) |
Jun09 |
090428 |
1371.50 |
1377.50 |
1351.00 |
1360.50 |
-12.80 |
318,441 |
275,630 |
+7,571 |
Sep09 |
090428 |
1353.80 |
1375.30 |
1351.30 |
1359.50 |
-12.30 |
20 |
919 |
-4 |
Total Volume and Open Interest |
318,462 |
276,563 |
+7,566 |
S & P Midcap 400(CME) |
Jun09 |
090428 |
540.10 |
552.00 |
536.00 |
544.50 |
-0.40 |
10 |
4,647 |
-13 |
Sep09 |
090428 |
542.50 |
542.90 |
542.50 |
542.50 |
-0.40 |
|
|
|
Dec09 |
090428 |
540.50 |
540.90 |
540.50 |
540.50 |
-0.40 |
|
|
|
Total Volume and Open Interest |
10 |
4,647 |
-13 |
Russell 2000(CME) |
Jun09 |
090428 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
334 |
5,207 |
-2 |
Sep09 |
090428 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,373 |
+1 |
Dec09 |
090428 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,375 |
+0 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun09 |
090428 |
8755 |
8820 |
8485 |
8530 |
-200 |
87,862 |
170,171 |
+3,075 |
Sep09 |
090428 |
8535 |
8535 |
8535 |
8535 |
-200 |
0 |
447 |
+0 |
Total Volume and Open Interest |
87,862 |
168,971 |
-3,315 |
Nikkei 225(SGX) |
Jun09 |
090428 |
8755 |
8820 |
8485 |
8530 |
-200 |
87,862 |
170,171 |
+3,075 |
Sep09 |
090428 |
8535 |
8535 |
8535 |
8535 |
-200 |
0 |
447 |
+0 |
Dec09 |
090428 |
8485 |
8485 |
8485 |
8485 |
-200 |
0 |
277 |
+0 |
Total Volume and Open Interest |
87,862 |
168,971 |
-3,315 |
CAC 40(EURONEXT) |
May09 |
090428 |
3025.0 |
3047.5 |
2976.0 |
3012.0 |
-50.0 |
114,871 |
380,209 |
+11,192 |
Jun09 |
090428 |
2968.0 |
2992.0 |
2926.0 |
2961.0 |
-50.0 |
283 |
41,589 |
+113 |
Jul09 |
090428 |
2940.5 |
2989.0 |
2940.0 |
2959.0 |
-51.0 |
0 |
10 |
-1 |
Total Volume and Open Interest |
115,211 |
424,871 |
+11,358 |
Hang Seng Index(HKFE) |
Apr09 |
090428 |
15000 |
15154 |
14436 |
14602 |
-392 |
82,856 |
62,533 |
-17,314 |
May09 |
090428 |
14801 |
14956 |
14242 |
14420 |
-381 |
12,850 |
49,376 |
+31,105 |
Jun09 |
090428 |
14780 |
14859 |
14181 |
14360 |
-352 |
268 |
2,934 |
+69 |
Total Volume and Open Interest |
96,000 |
115,604 |
+13,860 |
DAX(EUREX) |
Jun09 |
090428 |
4642.0 |
4655.0 |
4555.5 |
4624.0 |
-89.0 |
154,200 |
139,834 |
+1,005 |
Sep09 |
090428 |
4636.5 |
4660.0 |
4570.0 |
4631.0 |
-89.5 |
103 |
6,374 |
+17 |
Dec09 |
090428 |
4655.0 |
4655.0 |
4587.5 |
4642.0 |
-89.5 |
41 |
2,202 |
+9 |
Total Volume and Open Interest |
154,344 |
148,410 |
+1,031 |
FT-SE 100(EURONEXT) |
Jun09 |
090428 |
4056.00 |
4084.00 |
4012.00 |
4050.00 |
-80.00 |
100,914 |
728,723 |
+5,378 |
Sep09 |
090428 |
4030.00 |
4039.00 |
3984.00 |
4016.00 |
-80.50 |
87 |
1,129 |
+54 |
Dec09 |
090428 |
3987.50 |
4000.00 |
3978.00 |
3990.50 |
-81.00 |
8 |
1,305 |
+8 |
Total Volume and Open Interest |
101,009 |
731,157 |
+5,440 |
SPI 200(SFE) |
Jun09 |
090428 |
3712.0 |
3780.0 |
3674.0 |
3676.0 |
-40.0 |
31,021 |
301,878 |
-1,361 |
Sep09 |
090428 |
3667.0 |
3739.0 |
3639.0 |
3639.0 |
-40.0 |
14 |
2,092 |
-3 |
Dec09 |
090428 |
3657.0 |
3725.0 |
3637.0 |
3637.0 |
-35.0 |
0 |
2,487 |
+0 |
Total Volume and Open Interest |
31,035 |
308,164 |
-1,013 |
GSCI(CME) |
May09 |
090428 |
353.70 |
358.00 |
352.50 |
356.65 |
-3.60 |
116 |
15,258 |
+46 |
Jun09 |
090428 |
362.50 |
363.00 |
359.00 |
362.50 |
-3.00 |
0 |
5 |
+0 |
Jul09 |
090428 |
368.50 |
369.00 |
365.00 |
368.50 |
-3.00 |
|
|
|
Total Volume and Open Interest |
116 |
15,263 |
+46 |
Reuters CCI(ICE) |
Jun09 |
090428 |
217.80 |
217.80 |
217.80 |
217.80 |
-0.90 |
0 |
50 |
+0 |
Aug09 |
090428 |
381.00 |
381.00 |
380.00 |
380.00 |
-3.00 |
0 |
419 |
+0 |
Nov09 |
090428 |
392.00 |
392.00 |
392.00 |
392.00 |
-3.00 |
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. |
|
|