|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu May 07, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May09 |
090507 |
1132.25 |
1145.00 |
1116.00 |
1119.00 |
-16.00 |
2,635 |
6,052 |
-1,019 |
| Jul09 |
090507 |
1116.75 |
1131.00 |
1095.00 |
1102.00 |
-16.00 |
99,580 |
207,072 |
+421 |
| Aug09 |
090507 |
1074.25 |
1089.75 |
1058.25 |
1063.00 |
-14.00 |
7,359 |
13,239 |
+870 |
| Sep09 |
090507 |
1023.00 |
1035.00 |
1012.00 |
1014.00 |
-9.00 |
1,972 |
8,017 |
-321 |
| Nov09 |
090507 |
976.00 |
992.00 |
969.75 |
972.00 |
-6.00 |
32,060 |
125,186 |
+368 |
| Jan10 |
090507 |
980.00 |
995.00 |
974.00 |
975.50 |
-6.25 |
2,428 |
10,275 |
+684 |
| Mar10 |
090507 |
985.00 |
992.00 |
973.50 |
973.50 |
-7.25 |
568 |
3,842 |
-21 |
| Total Volume and Open Interest |
148,459 |
395,149 |
+1,310 |
| Soybean Meal(CBOT) |
| May09 |
090507 |
360.20 |
366.50 |
355.70 |
358.70 |
-0.30 |
2,275 |
5,021 |
-595 |
| Jul09 |
090507 |
345.60 |
350.90 |
339.10 |
341.70 |
-3.30 |
31,197 |
76,411 |
+3,520 |
| Aug09 |
090507 |
326.50 |
333.00 |
322.50 |
324.30 |
-2.10 |
6,667 |
12,033 |
+1,000 |
| Sep09 |
090507 |
308.00 |
314.00 |
306.90 |
307.20 |
-0.60 |
2,398 |
9,502 |
+163 |
| Oct09 |
090507 |
286.20 |
292.70 |
284.90 |
286.60 |
+1.90 |
1,827 |
8,841 |
+214 |
| Dec09 |
090507 |
279.50 |
286.80 |
278.50 |
280.70 |
+1.20 |
6,633 |
22,880 |
-862 |
| Jan10 |
090507 |
284.40 |
284.40 |
277.50 |
278.00 |
+0.50 |
356 |
2,825 |
+92 |
| Mar10 |
090507 |
279.40 |
280.50 |
276.00 |
276.10 |
+0.30 |
318 |
2,461 |
+65 |
| Total Volume and Open Interest |
52,107 |
142,704 |
+3,524 |
| Soybean Oil(CBOT) |
| May09 |
090507 |
38.88 |
39.12 |
38.30 |
38.47 |
-0.18 |
7,730 |
3,673 |
-1,710 |
| Jul09 |
090507 |
38.99 |
39.59 |
38.51 |
38.78 |
-0.20 |
43,504 |
129,153 |
+2,485 |
| Aug09 |
090507 |
39.22 |
39.57 |
38.76 |
38.95 |
-0.19 |
5,784 |
15,058 |
+480 |
| Sep09 |
090507 |
39.49 |
39.72 |
38.88 |
39.11 |
-0.19 |
2,278 |
9,930 |
+273 |
| Oct09 |
090507 |
39.59 |
39.82 |
39.06 |
39.22 |
-0.20 |
1,087 |
6,047 |
+431 |
| Dec09 |
090507 |
39.89 |
40.29 |
39.30 |
39.52 |
-0.21 |
6,917 |
28,680 |
+0 |
| Jan10 |
090507 |
40.24 |
40.24 |
39.65 |
39.72 |
-0.21 |
228 |
1,947 |
-21 |
| Mar10 |
090507 |
40.40 |
40.41 |
39.89 |
39.97 |
-0.21 |
167 |
1,370 |
-10 |
| Total Volume and Open Interest |
67,894 |
203,295 |
+2,026 |
| Canola(WCE) |
| May09 |
090507 |
467.9 |
469.1 |
465.1 |
465.1 |
+2.0 |
75 |
43 |
-41 |
| Jul09 |
090507 |
459.0 |
467.5 |
455.1 |
460.1 |
+2.0 |
7,333 |
71,925 |
-903 |
| Nov09 |
090507 |
452.1 |
464.2 |
452.1 |
458.4 |
+0.7 |
780 |
32,540 |
+332 |
| Jan10 |
090507 |
464.9 |
467.8 |
462.8 |
462.8 |
+0.6 |
83 |
1,294 |
+3 |
| Mar10 |
090507 |
466.4 |
469.8 |
464.7 |
464.7 |
+0.2 |
2 |
764 |
+2 |
| Total Volume and Open Interest |
8,273 |
107,289 |
-607 |
| Corn(CBOT) |
| May09 |
090507 |
400.50 |
413.00 |
400.50 |
404.75 |
+4.00 |
7,754 |
9,313 |
-2,931 |
| Jul09 |
090507 |
407.00 |
420.00 |
406.25 |
412.00 |
+4.50 |
110,511 |
352,596 |
-1,026 |
| Sep09 |
090507 |
415.75 |
428.25 |
415.00 |
420.50 |
+4.50 |
27,384 |
104,991 |
+1,226 |
| Dec09 |
090507 |
426.00 |
438.75 |
425.25 |
431.00 |
+4.25 |
37,451 |
226,561 |
+2,303 |
| Mar10 |
090507 |
438.00 |
450.00 |
438.00 |
442.75 |
+3.50 |
5,763 |
37,495 |
+1,547 |
| May10 |
090507 |
446.75 |
457.25 |
446.75 |
450.75 |
+4.00 |
516 |
7,168 |
+142 |
| Total Volume and Open Interest |
193,273 |
795,480 |
+2,403 |
| Wheat(CBOT) |
| May09 |
090507 |
554.00 |
563.00 |
548.00 |
559.00 |
+11.25 |
4,809 |
3,544 |
-1,323 |
| Jul09 |
090507 |
559.00 |
579.50 |
555.50 |
570.25 |
+11.50 |
37,787 |
163,961 |
-372 |
| Sep09 |
090507 |
585.00 |
605.75 |
582.75 |
597.00 |
+11.50 |
2,765 |
47,991 |
+64 |
| Dec09 |
090507 |
610.00 |
628.25 |
605.50 |
619.50 |
+11.25 |
5,582 |
54,990 |
-143 |
| Mar10 |
090507 |
625.00 |
642.75 |
623.75 |
634.75 |
+11.00 |
209 |
3,051 |
+21 |
| Total Volume and Open Interest |
51,488 |
286,419 |
-1,760 |
| Wheat(KCBT) |
| May09 |
090507 |
613.50 |
613.50 |
608.00 |
608.75 |
+7.75 |
136 |
206 |
-481 |
| Jul09 |
090507 |
607.00 |
624.00 |
600.00 |
613.75 |
+6.75 |
5,283 |
41,826 |
+137 |
| Sep09 |
090507 |
616.75 |
633.50 |
613.25 |
623.25 |
+6.00 |
885 |
9,534 |
+179 |
| Dec09 |
090507 |
632.75 |
649.00 |
628.50 |
638.75 |
+6.00 |
1,305 |
20,470 |
+406 |
| Mar10 |
090507 |
648.50 |
662.50 |
643.25 |
652.75 |
+6.00 |
49 |
824 |
+14 |
| Total Volume and Open Interest |
7,726 |
75,335 |
+288 |
| Wheat(MGE) |
| May09 |
090507 |
690.00 |
692.75 |
690.00 |
692.75 |
-2.25 |
1 |
107 |
-1 |
| Jul09 |
090507 |
677.75 |
694.75 |
675.50 |
686.50 |
+8.25 |
1,664 |
13,981 |
+286 |
| Sep09 |
090507 |
668.00 |
687.25 |
667.50 |
679.75 |
+11.50 |
407 |
7,658 |
-21 |
| Dec09 |
090507 |
677.25 |
695.00 |
675.25 |
687.25 |
+10.00 |
375 |
5,666 |
+2 |
| Mar10 |
090507 |
689.00 |
703.00 |
683.75 |
695.50 |
+10.00 |
183 |
816 |
+73 |
| Total Volume and Open Interest |
2,696 |
28,691 |
+349 |
| Oats(CBOT) |
| May09 |
090507 |
212.00 |
212.00 |
203.00 |
212.00 |
+9.00 |
5 |
9 |
-4 |
| Jul09 |
090507 |
209.75 |
223.00 |
208.75 |
217.00 |
+9.00 |
622 |
8,030 |
-251 |
| Sep09 |
090507 |
218.75 |
229.75 |
218.75 |
225.50 |
+9.00 |
32 |
120 |
+20 |
| Dec09 |
090507 |
232.00 |
241.50 |
229.50 |
238.50 |
+9.00 |
164 |
5,332 |
+34 |
| Total Volume and Open Interest |
823 |
13,508 |
-201 |
| Rough Rice(CBOT) |
| May09 |
090507 |
12.58 |
12.80 |
12.58 |
12.58 |
-0.22 |
18 |
59 |
-6 |
| Jul09 |
090507 |
12.87 |
12.94 |
12.72 |
12.75 |
-0.22 |
175 |
3,928 |
-61 |
| Sep09 |
090507 |
12.35 |
12.35 |
12.25 |
12.26 |
-0.12 |
45 |
1,806 |
+6 |
| Nov09 |
090507 |
12.38 |
12.40 |
12.30 |
12.30 |
-0.10 |
19 |
1,689 |
+3 |
| Total Volume and Open Interest |
257 |
7,980 |
-58 |
| Live Cattle(CME) |
| Jun09 |
090507 |
82.080 |
82.300 |
81.135 |
82.035 |
+0.150 |
9,426 |
86,610 |
-2,116 |
| Aug09 |
090507 |
82.480 |
82.785 |
81.600 |
82.535 |
+0.185 |
8,369 |
61,695 |
+366 |
| Oct09 |
090507 |
86.885 |
87.200 |
86.135 |
87.100 |
+0.200 |
4,458 |
36,584 |
+1,565 |
| Dec09 |
090507 |
88.950 |
89.300 |
88.250 |
89.200 |
+0.250 |
1,382 |
13,774 |
+242 |
| Feb10 |
090507 |
90.500 |
90.800 |
90.050 |
90.800 |
+0.200 |
598 |
5,828 |
+96 |
| Apr10 |
090507 |
90.980 |
91.400 |
90.635 |
91.330 |
-0.120 |
379 |
1,881 |
+241 |
| Total Volume and Open Interest |
24,669 |
206,528 |
+419 |
| Feeder Cattle(CME) |
| May09 |
090507 |
97.930 |
98.650 |
97.100 |
98.200 |
+0.500 |
858 |
4,449 |
-3 |
| Aug09 |
090507 |
99.000 |
99.385 |
98.100 |
99.080 |
+0.080 |
1,345 |
11,473 |
-50 |
| Sep09 |
090507 |
99.300 |
99.580 |
98.150 |
99.230 |
+0.080 |
202 |
1,729 |
+10 |
| Oct09 |
090507 |
99.400 |
99.500 |
98.230 |
99.400 |
-0.030 |
120 |
2,003 |
+83 |
| Nov09 |
090507 |
99.135 |
99.500 |
98.430 |
99.500 |
+0.100 |
23 |
607 |
+15 |
| Jan10 |
090507 |
98.250 |
98.800 |
97.750 |
98.035 |
-0.265 |
0 |
42 |
+0 |
| Mar10 |
090507 |
98.700 |
98.700 |
97.800 |
97.800 |
-0.100 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
2,548 |
20,311 |
+55 |
| Lean Hogs(CME) |
| May09 |
090507 |
58.250 |
59.785 |
58.250 |
59.200 |
+0.500 |
1,763 |
3,199 |
+209 |
| Jun09 |
090507 |
67.000 |
67.400 |
66.200 |
66.785 |
-0.315 |
13,882 |
58,681 |
+801 |
| Jul09 |
090507 |
69.700 |
70.150 |
68.750 |
69.450 |
-0.650 |
4,168 |
21,910 |
+924 |
| Aug09 |
090507 |
70.500 |
70.930 |
69.750 |
69.950 |
-0.850 |
3,640 |
25,999 |
+700 |
| Oct09 |
090507 |
64.250 |
64.750 |
63.750 |
64.580 |
+0.130 |
4,288 |
17,325 |
+676 |
| Dec09 |
090507 |
64.035 |
64.950 |
63.850 |
64.750 |
+0.300 |
1,156 |
6,389 |
+293 |
| Feb10 |
090507 |
68.150 |
68.400 |
67.725 |
68.400 |
-0.200 |
54 |
1,314 |
+0 |
| Apr10 |
090507 |
71.350 |
71.700 |
70.830 |
71.700 |
-0.100 |
23 |
671 |
-4 |
| Total Volume and Open Interest |
28,984 |
135,824 |
+3,609 |
| Pork Bellies(CME) |
| May09 |
090507 |
78.000 |
80.000 |
78.000 |
78.000 |
-2.500 |
21 |
121 |
-35 |
| Jul09 |
090507 |
81.000 |
82.200 |
78.400 |
78.400 |
-3.000 |
59 |
692 |
-15 |
| Aug09 |
090507 |
80.500 |
81.500 |
77.500 |
77.500 |
-3.000 |
4 |
82 |
+1 |
| Feb10 |
090507 |
91.000 |
91.000 |
91.000 |
91.000 |
unch |
2 |
7 |
+0 |
| Mar10 |
090507 |
91.500 |
91.500 |
91.500 |
91.500 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
86 |
907 |
-49 |
| Class III Milk(CME) |
| May09 |
090507 |
9.84 |
9.89 |
9.81 |
9.81 |
unch |
33 |
4,742 |
+20 |
| Jun09 |
090507 |
10.58 |
10.77 |
10.49 |
10.68 |
+0.15 |
279 |
4,702 |
+49 |
| Jul09 |
090507 |
11.80 |
12.05 |
11.70 |
11.96 |
+0.20 |
230 |
3,248 |
+21 |
| Aug09 |
090507 |
12.95 |
13.17 |
12.91 |
13.12 |
+0.19 |
115 |
2,962 |
+1 |
| Sep09 |
090507 |
13.73 |
13.91 |
13.67 |
13.84 |
+0.13 |
48 |
2,764 |
+1 |
| Total Volume and Open Interest |
878 |
27,152 |
+128 |
| Cocoa(ICE) |
| May09 |
090507 |
2425 |
2435 |
2425 |
2435 |
+94 |
2 |
65 |
-29 |
| Jul09 |
090507 |
2377 |
2469 |
2361 |
2462 |
+94 |
7,647 |
52,651 |
-1,476 |
| Sep09 |
090507 |
2384 |
2487 |
2384 |
2480 |
+96 |
1,474 |
25,916 |
+64 |
| Dec09 |
090507 |
2400 |
2499 |
2400 |
2493 |
+96 |
275 |
15,879 |
+180 |
| Mar10 |
090507 |
2470 |
2505 |
2470 |
2505 |
+96 |
205 |
9,978 |
-22 |
| May10 |
090507 |
2512 |
2512 |
2512 |
2512 |
+94 |
0 |
2,203 |
+0 |
| Jul10 |
090507 |
2527 |
2527 |
2527 |
2527 |
+94 |
0 |
2,820 |
+0 |
| Total Volume and Open Interest |
9,603 |
112,979 |
-1,283 |
| Coffee "C"(ICE) |
| May09 |
090507 |
123.05 |
124.45 |
123.05 |
123.65 |
-0.30 |
11 |
172 |
-7 |
| Jul09 |
090507 |
124.45 |
125.80 |
123.50 |
124.60 |
-0.30 |
13,326 |
69,411 |
+2,036 |
| Sep09 |
090507 |
126.70 |
127.70 |
125.60 |
126.55 |
-0.35 |
1,213 |
27,584 |
-308 |
| Dec09 |
090507 |
129.65 |
130.25 |
128.20 |
129.25 |
-0.30 |
647 |
14,602 |
+440 |
| Mar10 |
090507 |
132.50 |
133.00 |
131.10 |
131.95 |
-0.35 |
392 |
10,406 |
+74 |
| May10 |
090507 |
134.00 |
134.00 |
133.80 |
133.80 |
-0.30 |
439 |
3,148 |
+248 |
| Total Volume and Open Interest |
16,029 |
127,805 |
+2,483 |
| Orange Juice(ICE) |
| May09 |
090507 |
87.45 |
88.00 |
86.80 |
86.80 |
+0.20 |
112 |
528 |
-203 |
| Jul09 |
090507 |
89.25 |
91.50 |
89.25 |
89.90 |
+0.20 |
1,660 |
20,740 |
+130 |
| Sep09 |
090507 |
93.25 |
94.00 |
92.55 |
92.75 |
+0.15 |
127 |
3,628 |
+72 |
| Nov09 |
090507 |
96.40 |
96.40 |
95.95 |
95.95 |
+0.30 |
4 |
2,043 |
+173 |
| Jan10 |
090507 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.30 |
1 |
188 |
+0 |
| Mar10 |
090507 |
102.40 |
102.40 |
102.40 |
102.40 |
+0.30 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
1,904 |
27,443 |
+172 |
| Sugar #11(ICE) |
| Jul09 |
090507 |
15.36 |
15.60 |
15.24 |
15.49 |
+0.13 |
64,194 |
317,827 |
+6,541 |
| Oct09 |
090507 |
15.90 |
16.11 |
15.77 |
16.02 |
+0.13 |
28,458 |
148,374 |
+628 |
| Mar10 |
090507 |
16.39 |
16.63 |
16.30 |
16.53 |
+0.09 |
13,751 |
92,473 |
-92 |
| May10 |
090507 |
16.00 |
16.11 |
15.95 |
16.02 |
+0.05 |
3,794 |
23,517 |
+373 |
| Jul10 |
090507 |
15.33 |
15.45 |
15.24 |
15.35 |
+0.03 |
2,926 |
25,582 |
+343 |
| Total Volume and Open Interest |
115,860 |
674,992 |
+7,954 |
| Sugar #14(ICE) |
| Jul09 |
090507 |
21.35 |
21.35 |
21.35 |
21.35 |
-0.02 |
22 |
1,808 |
-18 |
| Sep09 |
090507 |
21.68 |
21.68 |
21.68 |
21.68 |
-0.02 |
0 |
2,330 |
+0 |
| Total Volume and Open Interest |
22 |
4,138 |
-18 |
| London Cocoa(LCE) |
| May09 |
090507 |
1756 |
1816 |
1756 |
1815 |
+65 |
3,527 |
0 |
+0 |
| Jul09 |
090507 |
1675 |
1735 |
1675 |
1735 |
+59 |
7,389 |
66,977 |
+576 |
| Sep09 |
090507 |
1678 |
1732 |
1671 |
1732 |
+60 |
2,223 |
25,657 |
+114 |
| Dec09 |
090507 |
1665 |
1726 |
1664 |
1726 |
+61 |
1,328 |
25,102 |
-58 |
| Mar10 |
090507 |
1670 |
1724 |
1670 |
1724 |
+61 |
855 |
16,620 |
+209 |
| May10 |
090507 |
1685 |
1723 |
1685 |
1723 |
+58 |
326 |
6,114 |
+298 |
| Jul10 |
090507 |
1726 |
1726 |
1726 |
1726 |
+58 |
12 |
1,702 |
+6 |
| Total Volume and Open Interest |
15,937 |
194,453 |
-943 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090507 |
449.50 |
452.40 |
446.50 |
449.50 |
+0.10 |
5,839 |
44,661 |
-323 |
| Oct09 |
090507 |
449.00 |
451.00 |
446.60 |
448.90 |
+1.00 |
835 |
19,782 |
+460 |
| Dec09 |
090507 |
442.00 |
444.00 |
440.00 |
443.00 |
+1.20 |
395 |
8,360 |
-19 |
| Mar10 |
090507 |
443.50 |
447.00 |
442.70 |
444.50 |
+1.00 |
365 |
6,312 |
+220 |
| May10 |
090507 |
433.00 |
436.30 |
433.00 |
435.50 |
+2.50 |
60 |
566 |
+20 |
| Total Volume and Open Interest |
7,524 |
81,219 |
-2,385 |
| Cotton(ICE) |
| May09 |
090506 |
57.08 |
57.61 |
57.06 |
57.29 |
-0.33 |
10 |
232 |
-26 |
| Jul09 |
090507 |
58.39 |
59.40 |
58.00 |
58.88 |
+0.71 |
13,261 |
82,646 |
+1,262 |
| Oct09 |
090507 |
60.30 |
60.80 |
60.30 |
60.77 |
+0.72 |
78 |
844 |
+17 |
| Dec09 |
090507 |
60.88 |
61.95 |
60.70 |
61.50 |
+0.70 |
3,027 |
34,343 |
+409 |
| Mar10 |
090507 |
62.88 |
63.70 |
62.88 |
63.46 |
+0.73 |
724 |
6,464 |
+291 |
| May10 |
090507 |
64.07 |
64.14 |
64.07 |
64.14 |
+0.72 |
3 |
195 |
+3 |
| Total Volume and Open Interest |
17,137 |
127,475 |
+1,956 |
| Lumber(CME) |
| May09 |
090507 |
160.0 |
161.3 |
155.5 |
156.2 |
-1.8 |
393 |
791 |
-109 |
| Jul09 |
090507 |
178.2 |
180.5 |
176.2 |
177.9 |
-1.1 |
728 |
5,046 |
+99 |
| Sep09 |
090507 |
189.1 |
190.4 |
185.8 |
186.0 |
-2.1 |
190 |
1,913 |
+4 |
| Nov09 |
090507 |
184.5 |
185.5 |
183.1 |
185.5 |
-0.5 |
14 |
191 |
+1 |
| Total Volume and Open Interest |
1,347 |
8,005 |
+11 |
| Crude Oil(NYM) |
| Jun09 |
090507 |
56.30 |
58.57 |
55.46 |
56.71 |
+0.37 |
234,306 |
294,409 |
-12,525 |
| Jul09 |
090507 |
57.59 |
59.65 |
56.75 |
58.02 |
+0.43 |
113,294 |
231,097 |
+8,655 |
| Aug09 |
090507 |
58.76 |
60.52 |
57.80 |
59.03 |
+0.27 |
36,181 |
73,274 |
+5,470 |
| Sep09 |
090507 |
59.81 |
61.50 |
58.80 |
59.98 |
+0.16 |
15,367 |
46,696 |
+536 |
| Oct09 |
090507 |
60.74 |
62.24 |
60.10 |
60.86 |
+0.13 |
8,700 |
34,538 |
+2,420 |
| Nov09 |
090507 |
62.26 |
63.09 |
60.96 |
61.74 |
+0.12 |
7,001 |
21,759 |
-615 |
| Dec09 |
090507 |
62.42 |
63.80 |
61.40 |
62.52 |
+0.10 |
22,198 |
109,566 |
+2,152 |
| Jan10 |
090507 |
63.40 |
64.39 |
62.10 |
63.20 |
+0.08 |
4,295 |
24,386 |
-471 |
| Feb10 |
090507 |
63.94 |
63.94 |
63.34 |
63.82 |
+0.05 |
1,752 |
13,870 |
-308 |
| Mar10 |
090507 |
64.80 |
65.51 |
63.96 |
64.42 |
+0.03 |
454 |
13,446 |
+30 |
| Apr10 |
090507 |
65.05 |
65.05 |
64.50 |
65.00 |
+0.01 |
285 |
5,692 |
+21 |
| May10 |
090507 |
65.57 |
65.57 |
65.57 |
65.57 |
+0.01 |
240 |
5,276 |
+19 |
| Jun10 |
090507 |
66.75 |
66.75 |
65.19 |
66.13 |
+0.01 |
1,735 |
29,669 |
+200 |
| Jul10 |
090507 |
66.62 |
66.62 |
66.62 |
66.62 |
+0.02 |
149 |
7,088 |
-17 |
| Aug10 |
090507 |
67.10 |
67.10 |
67.10 |
67.10 |
+0.04 |
53 |
4,176 |
+24 |
| Sep10 |
090507 |
67.56 |
67.56 |
67.56 |
67.56 |
+0.06 |
149 |
7,185 |
+90 |
| Total Volume and Open Interest |
461,860 |
1,197,954 |
+7,650 |
| e-miNY Crude Oil(NYM) |
| May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
| Jun09 |
090507 |
56.350 |
58.575 |
55.450 |
56.700 |
+2.850 |
8,415 |
4,984 |
-307 |
| Jul09 |
090507 |
57.600 |
59.550 |
56.800 |
58.025 |
+0.425 |
405 |
1,148 |
+34 |
| Aug09 |
090507 |
58.600 |
60.200 |
58.050 |
59.025 |
+0.275 |
62 |
318 |
-2 |
| Sep09 |
090507 |
61.250 |
61.325 |
59.975 |
59.975 |
+0.150 |
2 |
124 |
+1 |
| Oct09 |
090507 |
60.500 |
60.850 |
60.500 |
60.850 |
+0.125 |
0 |
14 |
+0 |
| Nov09 |
090507 |
62.300 |
62.300 |
61.750 |
61.750 |
+0.125 |
0 |
16 |
+0 |
| Dec09 |
090507 |
63.100 |
63.500 |
62.525 |
62.525 |
+0.100 |
1 |
84 |
+0 |
| Jan10 |
090507 |
63.200 |
63.200 |
63.200 |
63.200 |
+0.075 |
|
|
|
| Feb10 |
090507 |
63.825 |
63.825 |
63.825 |
63.825 |
+0.050 |
|
|
|
| Total Volume and Open Interest |
9,428 |
6,934 |
+223 |
| Heating Oil(NYM) |
| Jun09 |
090507 |
148.99 |
153.27 |
145.55 |
148.52 |
+1.39 |
38,044 |
63,708 |
-2,979 |
| Jul09 |
090507 |
151.65 |
156.12 |
148.56 |
151.46 |
+1.09 |
10,106 |
34,516 |
+181 |
| Aug09 |
090507 |
154.44 |
159.33 |
152.28 |
154.78 |
+0.87 |
5,502 |
20,822 |
+387 |
| Sep09 |
090507 |
158.02 |
162.41 |
155.75 |
158.20 |
+0.79 |
2,906 |
17,103 |
+161 |
| Oct09 |
090507 |
163.74 |
165.85 |
159.34 |
161.60 |
+0.74 |
1,709 |
13,831 |
+458 |
| Nov09 |
090507 |
167.05 |
168.73 |
162.57 |
164.85 |
+0.69 |
1,285 |
11,470 |
-224 |
| Dec09 |
090507 |
167.41 |
172.31 |
165.51 |
168.10 |
+0.69 |
4,304 |
25,596 |
-216 |
| Jan10 |
090507 |
170.75 |
174.85 |
168.44 |
171.20 |
+0.64 |
2,510 |
9,186 |
-404 |
| Feb10 |
090507 |
177.07 |
177.07 |
171.31 |
173.60 |
+0.59 |
1,218 |
6,778 |
-33 |
| Mar10 |
090507 |
178.61 |
178.61 |
172.26 |
175.15 |
+0.54 |
1,108 |
5,292 |
-159 |
| Apr10 |
090507 |
179.11 |
179.11 |
174.15 |
175.70 |
+0.44 |
896 |
3,472 |
-253 |
| May10 |
090507 |
176.95 |
176.95 |
176.95 |
176.95 |
+0.34 |
386 |
3,198 |
-27 |
| Total Volume and Open Interest |
76,451 |
255,772 |
-1,786 |
| Gasoline(NYMEX) |
| Jun09 |
090507 |
164.90 |
170.96 |
162.40 |
166.55 |
+3.75 |
42,057 |
82,784 |
-3,234 |
| Jul09 |
090507 |
164.00 |
169.69 |
161.93 |
165.75 |
+2.76 |
14,215 |
40,324 |
+1,407 |
| Aug09 |
090507 |
164.89 |
169.20 |
161.86 |
165.64 |
+2.36 |
5,965 |
23,778 |
-577 |
| Sep09 |
090507 |
164.02 |
168.66 |
161.30 |
165.29 |
+2.14 |
3,650 |
18,611 |
-284 |
| Oct09 |
090507 |
156.00 |
158.44 |
152.20 |
155.23 |
+1.48 |
1,064 |
13,682 |
+8 |
| Nov09 |
090507 |
155.72 |
157.38 |
154.19 |
154.75 |
+1.14 |
796 |
4,248 |
-57 |
| Dec09 |
090507 |
154.66 |
159.15 |
153.40 |
155.92 |
+0.96 |
1,217 |
10,789 |
+43 |
| Jan10 |
090507 |
158.81 |
158.81 |
155.75 |
158.32 |
+0.86 |
753 |
2,936 |
+254 |
| Feb10 |
090507 |
161.50 |
161.50 |
158.40 |
160.97 |
+0.76 |
7 |
907 |
+4 |
| Mar10 |
090507 |
163.97 |
163.97 |
163.97 |
163.97 |
+0.71 |
2 |
1,716 |
+0 |
| Total Volume and Open Interest |
70,028 |
208,670 |
-2,149 |
| e-miNY RBOB Gasoline(NYM) |
| Jun09 |
090507 |
166.55 |
166.55 |
166.55 |
166.55 |
+3.75 |
0 |
1 |
+0 |
| Jul09 |
090507 |
165.75 |
165.75 |
165.75 |
165.75 |
+2.76 |
1 |
1 |
+1 |
| Aug09 |
090507 |
165.64 |
165.64 |
165.64 |
165.64 |
+2.36 |
|
|
|
| Sep09 |
090507 |
165.29 |
165.29 |
165.29 |
165.29 |
+2.14 |
|
|
|
| Total Volume and Open Interest |
1 |
4 |
+1 |
| Natural Gas(NYM) |
| Jun09 |
090507 |
3.866 |
4.186 |
3.820 |
4.081 |
+0.194 |
56,435 |
104,179 |
-2,720 |
| Jul09 |
090507 |
4.017 |
4.299 |
3.943 |
4.197 |
+0.185 |
17,810 |
79,791 |
-924 |
| Aug09 |
090507 |
4.152 |
4.395 |
4.092 |
4.310 |
+0.179 |
8,410 |
48,420 |
+941 |
| Sep09 |
090507 |
4.222 |
4.466 |
4.167 |
4.380 |
+0.176 |
6,661 |
34,438 |
+2,396 |
| Oct09 |
090507 |
4.345 |
4.599 |
4.272 |
4.514 |
+0.173 |
7,771 |
49,115 |
+307 |
| Nov09 |
090507 |
5.031 |
5.277 |
4.958 |
5.194 |
+0.203 |
2,200 |
24,431 |
+214 |
| Dec09 |
090507 |
5.700 |
5.970 |
5.670 |
5.899 |
+0.208 |
2,870 |
33,256 |
+159 |
| Jan10 |
090507 |
6.051 |
6.268 |
6.000 |
6.199 |
+0.213 |
4,059 |
34,382 |
+471 |
| Feb10 |
090507 |
6.097 |
6.295 |
6.060 |
6.236 |
+0.209 |
773 |
14,163 |
+108 |
| Mar10 |
090507 |
6.042 |
6.252 |
5.993 |
6.181 |
+0.205 |
2,486 |
27,817 |
-53 |
| Apr10 |
090507 |
5.884 |
6.068 |
5.769 |
6.001 |
+0.200 |
2,309 |
29,590 |
-269 |
| May10 |
090507 |
5.935 |
6.104 |
5.884 |
6.049 |
+0.200 |
419 |
12,944 |
-74 |
| Jun10 |
090507 |
6.010 |
6.210 |
5.940 |
6.149 |
+0.192 |
116 |
8,210 |
+59 |
| Jul10 |
090507 |
6.170 |
6.280 |
6.120 |
6.279 |
+0.189 |
16 |
6,051 |
-3 |
| Aug10 |
090507 |
6.225 |
6.368 |
6.225 |
6.364 |
+0.189 |
37 |
7,172 |
+0 |
| Sep10 |
090507 |
6.280 |
6.404 |
6.280 |
6.404 |
+0.186 |
24 |
5,772 |
+7 |
| Total Volume and Open Interest |
113,186 |
657,764 |
+612 |
| Brent Crude Oil(ICE) |
| Jun09 |
090507 |
56.30 |
58.22 |
55.43 |
56.47 |
+0.32 |
92,810 |
113,333 |
-10,117 |
| Jul09 |
090507 |
57.21 |
59.11 |
56.38 |
57.43 |
+0.28 |
59,140 |
145,293 |
-4,007 |
| Aug09 |
090507 |
58.26 |
60.11 |
57.50 |
58.50 |
+0.29 |
31,345 |
63,310 |
+1,031 |
| Sep09 |
090507 |
59.57 |
60.98 |
58.42 |
59.44 |
+0.34 |
13,090 |
38,403 |
-803 |
| Oct09 |
090507 |
60.39 |
61.77 |
59.30 |
60.32 |
+0.38 |
7,500 |
24,663 |
+878 |
| Nov09 |
090507 |
61.20 |
62.52 |
60.13 |
61.16 |
+0.42 |
6,612 |
16,064 |
-552 |
| Dec09 |
090507 |
62.00 |
63.26 |
60.94 |
61.98 |
+0.43 |
18,841 |
92,855 |
-646 |
| Jan10 |
090507 |
63.64 |
63.64 |
62.71 |
62.71 |
+0.43 |
3,531 |
17,400 |
-504 |
| Feb10 |
090507 |
64.23 |
64.23 |
63.38 |
63.38 |
+0.40 |
1,201 |
8,313 |
+161 |
| Mar10 |
090507 |
64.05 |
64.05 |
64.05 |
64.05 |
+0.41 |
816 |
6,914 |
-243 |
| Apr10 |
090507 |
64.68 |
64.68 |
64.68 |
64.68 |
+0.40 |
322 |
4,459 |
+115 |
| May10 |
090507 |
65.27 |
65.27 |
65.27 |
65.27 |
+0.39 |
154 |
3,421 |
+25 |
| Jun10 |
090507 |
66.56 |
66.84 |
64.89 |
65.81 |
+0.39 |
1,135 |
16,963 |
-115 |
| Jul10 |
090507 |
66.29 |
66.29 |
66.29 |
66.29 |
+0.38 |
381 |
5,253 |
+163 |
| Total Volume and Open Interest |
245,435 |
688,240 |
-14,347 |
| Gas Oil(ICE) |
| May09 |
090507 |
469.50 |
488.25 |
466.00 |
477.25 |
+15.25 |
35,820 |
35,612 |
-8,550 |
| Jun09 |
090507 |
476.00 |
494.00 |
471.50 |
483.00 |
+15.25 |
63,521 |
95,287 |
+3,437 |
| Jul09 |
090507 |
485.00 |
501.75 |
480.50 |
491.00 |
+15.25 |
24,080 |
46,107 |
-1,209 |
| Aug09 |
090507 |
497.75 |
509.75 |
489.25 |
499.75 |
+15.00 |
11,283 |
31,765 |
+1,318 |
| Sep09 |
090507 |
513.25 |
519.00 |
498.25 |
508.50 |
+14.50 |
9,555 |
30,998 |
+1,083 |
| Oct09 |
090507 |
522.00 |
526.25 |
507.25 |
517.25 |
+14.25 |
5,261 |
23,541 |
+1,250 |
| Nov09 |
090507 |
530.75 |
534.50 |
516.25 |
526.00 |
+14.25 |
3,864 |
16,668 |
-231 |
| Dec09 |
090507 |
531.25 |
544.00 |
524.25 |
534.25 |
+14.50 |
7,991 |
54,510 |
+441 |
| Jan10 |
090507 |
543.25 |
550.50 |
532.75 |
542.50 |
+14.25 |
1,733 |
20,877 |
+60 |
| Feb10 |
090507 |
551.50 |
551.50 |
550.25 |
550.25 |
+13.75 |
536 |
11,598 |
-113 |
| Total Volume and Open Interest |
170,382 |
469,522 |
-1,873 |
| Ethanol(CBOT) |
| May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
| Jun09 |
090507 |
1.675 |
1.675 |
1.650 |
1.653 |
+0.003 |
27 |
713 |
+0 |
| Jul09 |
090507 |
1.680 |
1.680 |
1.650 |
1.665 |
+0.018 |
12 |
711 |
+12 |
| Aug09 |
090507 |
1.660 |
1.670 |
1.660 |
1.670 |
unch |
0 |
136 |
+0 |
| Sep09 |
090507 |
1.670 |
1.672 |
1.670 |
1.672 |
+0.003 |
0 |
168 |
+0 |
| Oct09 |
090507 |
1.680 |
1.680 |
1.660 |
1.660 |
+0.005 |
12 |
277 |
+0 |
| Nov09 |
090507 |
1.685 |
1.685 |
1.656 |
1.665 |
unch |
5 |
396 |
+5 |
| Dec09 |
090507 |
1.695 |
1.695 |
1.675 |
1.675 |
+0.010 |
5 |
455 |
+5 |
| Total Volume and Open Interest |
101 |
4,188 |
+4 |
| US Dollar Index(ICE) |
| Jun09 |
090507 |
84.155 |
84.540 |
83.555 |
84.105 |
+0.165 |
4,276 |
21,613 |
-366 |
| Sep09 |
090507 |
84.450 |
84.800 |
83.950 |
84.435 |
+0.155 |
72 |
2,115 |
-14 |
| Dec09 |
090507 |
84.810 |
84.810 |
84.810 |
84.810 |
+0.150 |
12 |
10 |
+3 |
| Total Volume and Open Interest |
4,360 |
23,738 |
-377 |
| Australian Dollar(CME) |
| Jun09 |
090507 |
74.50 |
75.97 |
74.40 |
75.04 |
+0.34 |
47,177 |
78,548 |
+3,053 |
| Sep09 |
090507 |
74.59 |
75.49 |
74.09 |
74.60 |
+0.31 |
122 |
527 |
+75 |
| Dec09 |
090507 |
74.50 |
74.52 |
73.92 |
74.19 |
+0.27 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
47,299 |
79,108 |
+3,128 |
| British Pound(CME) |
| Jun09 |
090507 |
151.21 |
151.97 |
149.40 |
149.93 |
-1.38 |
74,392 |
90,508 |
+2,148 |
| Sep09 |
090507 |
151.30 |
151.69 |
149.45 |
149.92 |
-1.39 |
41 |
413 |
+12 |
| Dec09 |
090507 |
149.91 |
151.68 |
149.72 |
149.91 |
-1.40 |
1 |
60 |
+1 |
| Total Volume and Open Interest |
74,434 |
90,983 |
+2,161 |
| Canadian Dollar(CME) |
| Jun09 |
090507 |
85.72 |
86.00 |
85.00 |
85.19 |
-0.54 |
51,771 |
70,074 |
+238 |
| Sep09 |
090507 |
85.88 |
86.03 |
85.10 |
85.26 |
-0.55 |
155 |
2,676 |
+48 |
| Dec09 |
090507 |
85.98 |
86.05 |
85.20 |
85.34 |
-0.55 |
84 |
1,246 |
-37 |
| Mar10 |
090507 |
85.55 |
86.15 |
85.28 |
85.41 |
-0.56 |
17 |
436 |
-10 |
| Total Volume and Open Interest |
52,036 |
74,624 |
+244 |
| Japanese Yen(CME) |
| Jun09 |
090507 |
101.64 |
101.76 |
100.25 |
101.04 |
-0.72 |
51,007 |
74,303 |
+1,648 |
| Sep09 |
090507 |
101.45 |
101.91 |
100.41 |
101.18 |
-0.73 |
53 |
1,165 |
+37 |
| Dec09 |
090507 |
101.35 |
102.19 |
100.99 |
101.35 |
-0.84 |
0 |
112 |
+0 |
| Total Volume and Open Interest |
51,060 |
75,593 |
+1,685 |
| Swiss Franc(CME) |
| Jun09 |
090507 |
88.32 |
88.93 |
87.57 |
88.46 |
-0.02 |
31,561 |
26,149 |
-1,190 |
| Sep09 |
090507 |
88.26 |
89.03 |
87.74 |
88.61 |
-0.02 |
0 |
209 |
+0 |
| Dec09 |
090507 |
88.75 |
88.91 |
88.22 |
88.75 |
-0.02 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
31,561 |
26,366 |
-1,190 |
| EuroFX(CME) |
| Jun09 |
090507 |
133.09 |
134.69 |
132.50 |
133.70 |
+0.23 |
155,362 |
108,103 |
-650 |
| Sep09 |
090507 |
133.04 |
134.63 |
132.50 |
133.66 |
+0.23 |
158 |
1,885 |
-3 |
| Dec09 |
090507 |
133.66 |
134.31 |
132.76 |
133.66 |
+0.23 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
155,520 |
110,045 |
-653 |
| Mexican Peso(CME) |
| May09 |
090507 |
757.2 |
762.2 |
757.2 |
757.2 |
-5.0 |
|
|
|
| Jun09 |
090507 |
756.5 |
767.0 |
750.2 |
752.5 |
-5.0 |
11,099 |
43,900 |
-1,012 |
| Total Volume and Open Interest |
11,101 |
47,509 |
-1,010 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090507 |
122~045 |
122~090 |
120~000 |
120~140 |
-1~295 |
138,217 |
683,832 |
+244 |
| Sep09 |
090507 |
120~110 |
120~125 |
118~190 |
119~015 |
-1~300 |
588 |
1,432 |
+111 |
| Dec09 |
090507 |
118~290 |
118~290 |
117~315 |
117~315 |
-1~295 |
1 |
215 |
-1 |
| Total Volume and Open Interest |
138,806 |
685,524 |
+354 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090507 |
120~305 |
121~020 |
119~280 |
120~080 |
-0~275 |
472,845 |
1,010,672 |
+12,215 |
| Sep09 |
090507 |
119~055 |
119~055 |
118~130 |
118~215 |
-0~270 |
7,470 |
15,010 |
+4,771 |
| Dec09 |
090507 |
117~150 |
117~310 |
117~150 |
117~310 |
-0~275 |
|
|
|
| Total Volume and Open Interest |
480,315 |
1,025,682 |
+16,986 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090507 |
117~002 |
117~009 |
116~056 |
116~082 |
-0~062 |
260,934 |
819,120 |
+6,730 |
| Sep09 |
090507 |
115~115 |
116~050 |
115~096 |
115~116 |
-0~062 |
2,652 |
5,992 |
+1,920 |
| Dec09 |
090507 |
53~068 |
54~002 |
53~068 |
53~068 |
-0~062 |
|
|
|
| Total Volume and Open Interest |
263,586 |
825,112 |
+8,650 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090507 |
108~089 |
108~093 |
108~070 |
108~082 |
-0~009 |
93,661 |
472,020 |
+13,918 |
| Sep09 |
090507 |
108~004 |
108~015 |
108~004 |
108~006 |
-0~009 |
200 |
271 |
+200 |
| Dec09 |
090507 |
107~080 |
107~089 |
107~080 |
107~080 |
-0~009 |
|
|
|
| Total Volume and Open Interest |
93,861 |
472,291 |
+14,118 |
| Eurodollars(CME) |
| Jun09 |
090507 |
99.110 |
99.150 |
99.100 |
99.140 |
+0.030 |
177,525 |
1,006,563 |
+1,382 |
| Sep09 |
090507 |
99.060 |
99.110 |
99.045 |
99.100 |
+0.035 |
206,176 |
943,732 |
-14,252 |
| Dec09 |
090507 |
98.860 |
98.900 |
98.840 |
98.890 |
+0.015 |
181,662 |
746,034 |
+1,828 |
| Mar10 |
090507 |
98.730 |
98.755 |
98.690 |
98.745 |
unch |
185,470 |
700,545 |
+6,083 |
| Jun10 |
090507 |
98.495 |
98.500 |
98.430 |
98.480 |
-0.025 |
175,089 |
511,247 |
+5,501 |
| Sep10 |
090507 |
98.240 |
98.240 |
98.160 |
98.205 |
-0.050 |
135,542 |
443,666 |
+6,596 |
| Dec10 |
090507 |
97.940 |
97.940 |
97.840 |
97.880 |
-0.075 |
114,643 |
459,922 |
-5,340 |
| Mar11 |
090507 |
97.690 |
97.690 |
97.565 |
97.605 |
-0.100 |
80,147 |
297,969 |
-5,639 |
| Jun11 |
090507 |
97.415 |
97.415 |
97.270 |
97.310 |
-0.120 |
45,533 |
254,314 |
-3,844 |
| Sep11 |
090507 |
97.145 |
97.155 |
97.015 |
97.050 |
-0.135 |
30,020 |
163,579 |
-1,030 |
| Dec11 |
090507 |
96.910 |
96.910 |
96.765 |
96.800 |
-0.145 |
25,575 |
112,146 |
-103 |
| Mar12 |
090507 |
96.735 |
96.745 |
96.605 |
96.645 |
-0.150 |
20,965 |
88,655 |
+442 |
| Jun12 |
090507 |
96.600 |
96.600 |
96.445 |
96.490 |
-0.155 |
8,306 |
85,611 |
+584 |
| Sep12 |
090507 |
96.415 |
96.460 |
96.320 |
96.360 |
-0.160 |
8,272 |
61,190 |
-151 |
| Dec12 |
090507 |
96.325 |
96.330 |
96.185 |
96.225 |
-0.165 |
5,854 |
49,684 |
-339 |
| Mar13 |
090507 |
96.250 |
96.275 |
96.125 |
96.165 |
-0.170 |
6,111 |
53,311 |
-468 |
| Jun13 |
090507 |
96.145 |
96.185 |
96.030 |
96.070 |
-0.175 |
2,359 |
22,266 |
-280 |
| Sep13 |
090507 |
96.065 |
96.105 |
95.950 |
95.990 |
-0.180 |
2,201 |
37,357 |
+17 |
| Total Volume and Open Interest |
1,424,226 |
6,275,535 |
-8,089 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090507 |
99.802 |
99.802 |
99.798 |
99.800 |
unch |
8,963 |
61,876 |
-1,638 |
| Jun09 |
090507 |
99.800 |
99.805 |
99.795 |
99.800 |
unch |
7,222 |
45,849 |
-2,779 |
| Jul09 |
090507 |
99.785 |
99.790 |
99.780 |
99.785 |
unch |
3,808 |
36,724 |
-674 |
| Aug09 |
090507 |
99.760 |
99.765 |
99.755 |
99.760 |
unch |
4,125 |
37,361 |
+123 |
| Sep09 |
090507 |
99.740 |
99.750 |
99.735 |
99.740 |
unch |
7,473 |
33,831 |
+1,810 |
| Oct09 |
090507 |
99.710 |
99.720 |
99.710 |
99.715 |
unch |
5,261 |
28,819 |
+973 |
| Total Volume and Open Interest |
44,793 |
388,555 |
-699 |
| 30 Day Fed Funds(e-CBOT) |
| May09 |
090507 |
99.802 |
99.802 |
99.798 |
99.800 |
+0.003 |
7,360 |
63,514 |
-3,723 |
| Jun09 |
090507 |
99.800 |
99.805 |
99.795 |
99.800 |
-0.005 |
9,032 |
48,628 |
+4,581 |
| Jul09 |
090507 |
99.785 |
99.790 |
99.780 |
99.785 |
-0.005 |
2,892 |
37,398 |
-883 |
| Aug09 |
090507 |
99.760 |
99.765 |
99.755 |
99.760 |
unch |
1,539 |
37,238 |
-52 |
| Sep09 |
090507 |
99.740 |
99.750 |
99.735 |
99.740 |
-0.005 |
3,031 |
32,021 |
+940 |
| Oct09 |
090507 |
99.710 |
99.720 |
99.710 |
99.715 |
unch |
1,079 |
27,846 |
-207 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090507 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
|
|
|
| Sep09 |
090507 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.02 |
|
|
|
| Dec09 |
090507 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.03 |
|
|
|
| Mar10 |
090507 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.02 |
|
|
|
| Jun10 |
090507 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.03 |
|
|
|
| Sep10 |
090507 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.03 |
|
|
|
| Dec10 |
090507 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.03 |
|
|
|
| Mar11 |
090507 |
99.27 |
99.27 |
99.27 |
99.27 |
+0.03 |
|
|
|
| Jun11 |
090507 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.01 |
|
|
|
| Sep11 |
090507 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090507 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
0 |
12,352 |
+0 |
| Sep09 |
090507 |
99.55 |
99.55 |
99.52 |
99.52 |
+0.00 |
0 |
4,355 |
+0 |
| Dec09 |
090507 |
99.54 |
99.54 |
99.53 |
99.53 |
+0.00 |
0 |
2,167 |
+0 |
| Mar10 |
090507 |
99.51 |
99.51 |
99.50 |
99.50 |
+0.00 |
0 |
2,127 |
+0 |
| Jun10 |
090507 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
0 |
700 |
+0 |
| Sep10 |
090507 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.00 |
0 |
281 |
+0 |
| Dec10 |
090507 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.01 |
0 |
252 |
+0 |
| Mar11 |
090507 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
0 |
24,221 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090507 |
137.15 |
137.59 |
137.15 |
137.15 |
-0.32 |
3,709 |
12,397 |
+1,555 |
| Sep09 |
090507 |
137.15 |
137.15 |
137.15 |
137.15 |
-0.32 |
|
|
|
| Dec09 |
090507 |
137.15 |
137.15 |
137.15 |
137.15 |
-0.32 |
|
|
|
| Total Volume and Open Interest |
3,709 |
12,397 |
+0 |
| Euro-Bund(EUREX) |
| Jun09 |
090506 |
122.55 |
122.65 |
121.70 |
122.09 |
-0.26 |
343,077 |
834,904 |
-211 |
| Sep09 |
090506 |
121.99 |
121.99 |
121.41 |
121.56 |
-0.29 |
302 |
22,852 |
-46 |
| Dec09 |
090506 |
121.09 |
121.09 |
121.09 |
121.09 |
-0.26 |
132 |
10 |
+0 |
| Total Volume and Open Interest |
343,511 |
857,766 |
-257 |
| Euro-Bobl(EUREX) |
| Jun09 |
090505 |
115.66 |
116.00 |
115.60 |
115.94 |
-0.22 |
425,196 |
716,979 |
+6,959 |
| Sep09 |
090507 |
115.38 |
115.38 |
115.03 |
115.03 |
-0.78 |
3,234 |
40,436 |
+801 |
| Dec09 |
090507 |
115.01 |
115.01 |
115.01 |
115.01 |
-0.52 |
|
|
|
| Total Volume and Open Interest |
433,247 |
761,626 |
-3,988 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
| Sep09 |
090506 |
98.755 |
98.770 |
98.750 |
98.770 |
+0.040 |
326 |
7,273 |
-136 |
| Dec09 |
090506 |
98.585 |
98.605 |
98.570 |
98.605 |
+0.045 |
5 |
4,588 |
-23 |
| Total Volume and Open Interest |
425 |
30,977 |
-623 |
| Long Gilt(LIFFE) |
| Jun09 |
090507 |
119~05 |
119~12 |
118~03 |
118~30 |
-1~09 |
61,236 |
0 |
+0 |
| Sep09 |
090507 |
117~02 |
117~24 |
117~02 |
117~24 |
-0~20 |
13 |
3,763 |
+13 |
| Total Volume and Open Interest |
67,115 |
306,089 |
-2,884 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090507 |
98.70 |
98.74 |
98.68 |
98.74 |
+0.04 |
31,095 |
302,911 |
-3,116 |
| Sep09 |
090507 |
98.66 |
98.70 |
98.61 |
98.69 |
+0.04 |
34,543 |
298,179 |
+1,733 |
| Dec09 |
090507 |
98.39 |
98.42 |
98.32 |
98.40 |
+0.02 |
33,665 |
274,799 |
+83 |
| Mar10 |
090507 |
98.20 |
98.22 |
98.09 |
98.17 |
-0.02 |
54,196 |
316,873 |
+1,753 |
| Jun10 |
090507 |
97.90 |
97.91 |
97.76 |
97.83 |
-0.06 |
58,635 |
258,229 |
+1,317 |
| Sep10 |
090507 |
97.60 |
97.60 |
97.44 |
97.48 |
-0.10 |
42,817 |
233,642 |
-3,588 |
| Total Volume and Open Interest |
311,546 |
2,087,394 |
-39,918 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090507 |
98.785 |
98.835 |
98.765 |
98.825 |
+0.050 |
83,595 |
641,227 |
+6,710 |
| Sep09 |
090507 |
98.780 |
98.860 |
98.735 |
98.840 |
+0.070 |
84,388 |
530,022 |
-3,019 |
| Dec09 |
090507 |
98.620 |
98.695 |
98.540 |
98.670 |
+0.065 |
69,886 |
479,867 |
-7,617 |
| Total Volume and Open Interest |
543,892 |
3,390,240 |
-9,003 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090507 |
96.93 |
96.95 |
96.81 |
96.85 |
-0.09 |
21,866 |
285,951 |
-8,290 |
| Sep09 |
090507 |
97.11 |
97.12 |
96.91 |
96.95 |
-0.17 |
29,101 |
247,641 |
+15,071 |
| Dec09 |
090507 |
97.06 |
97.08 |
96.82 |
96.86 |
-0.22 |
9,803 |
127,420 |
+1,666 |
| Mar10 |
090507 |
96.79 |
96.81 |
96.53 |
96.57 |
-0.23 |
8,020 |
93,444 |
+2,039 |
| Jun10 |
090507 |
96.41 |
96.42 |
96.15 |
96.19 |
-0.23 |
3,962 |
67,912 |
+1,799 |
| Sep10 |
090507 |
96.03 |
96.04 |
95.76 |
95.81 |
-0.23 |
2,194 |
38,723 |
+593 |
| Dec10 |
090507 |
95.65 |
95.67 |
95.39 |
95.45 |
-0.21 |
1,774 |
24,847 |
+923 |
| Mar11 |
090507 |
95.27 |
95.27 |
95.11 |
95.11 |
-0.19 |
574 |
13,610 |
+406 |
| Jun11 |
090507 |
94.85 |
94.85 |
94.80 |
94.80 |
-0.18 |
358 |
2,752 |
+230 |
| Sep11 |
090507 |
94.58 |
94.58 |
94.52 |
94.52 |
-0.17 |
153 |
511 |
+34 |
| Total Volume and Open Interest |
78,721 |
903,484 |
+14,769 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090507 |
95.21 |
95.26 |
95.09 |
95.11 |
-0.12 |
26,065 |
296,593 |
+296,593 |
| Sep09 |
090507 |
95.07 |
95.07 |
95.07 |
95.07 |
-0.12 |
202 |
200 |
+99 |
| Total Volume and Open Interest |
35,289 |
310,496 |
+13,802 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090507 |
96.32 |
96.33 |
96.12 |
96.14 |
-0.19 |
75,999 |
503,418 |
+503,418 |
| Sep09 |
090507 |
96.14 |
96.14 |
96.14 |
96.14 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
75,999 |
503,418 |
+6,089 |
| Gold(CMX) |
| Jun09 |
090507 |
912.5 |
926.5 |
908.9 |
915.5 |
+4.5 |
88,099 |
226,421 |
+2,599 |
| Aug09 |
090507 |
913.2 |
928.3 |
911.0 |
917.4 |
+4.6 |
2,273 |
26,343 |
+594 |
| Oct09 |
090507 |
914.4 |
923.0 |
914.0 |
918.9 |
+4.6 |
707 |
7,354 |
-143 |
| Dec09 |
090507 |
916.8 |
931.3 |
914.0 |
920.5 |
+4.6 |
1,958 |
27,942 |
+534 |
| Feb10 |
090507 |
928.4 |
929.0 |
921.0 |
922.1 |
+4.6 |
108 |
4,988 |
+33 |
| Apr10 |
090507 |
924.5 |
925.9 |
919.5 |
923.7 |
+4.7 |
2,725 |
6,095 |
+2,106 |
| Jun10 |
090507 |
925.3 |
925.3 |
925.3 |
925.3 |
+4.7 |
808 |
6,020 |
-4 |
| Aug10 |
090507 |
927.2 |
927.2 |
927.2 |
927.2 |
+4.8 |
0 |
476 |
+0 |
| Oct10 |
090507 |
929.2 |
929.2 |
929.2 |
929.2 |
+4.9 |
0 |
502 |
+0 |
| Dec10 |
090507 |
929.9 |
931.5 |
929.9 |
931.5 |
+5.1 |
610 |
10,432 |
+573 |
| Feb11 |
090507 |
934.1 |
934.1 |
934.1 |
934.1 |
+5.3 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
98,400 |
341,461 |
+7,101 |
| Silver(CMX) |
| May09 |
090507 |
1375.0 |
1406.5 |
1375.0 |
1401.2 |
+32.0 |
377 |
1,344 |
-59 |
| Jul09 |
090507 |
1374.0 |
1415.0 |
1367.0 |
1403.0 |
+32.0 |
23,413 |
52,030 |
+223 |
| Sep09 |
090507 |
1371.5 |
1411.0 |
1371.5 |
1405.1 |
+32.1 |
736 |
6,462 |
+251 |
| Dec09 |
090507 |
1377.5 |
1413.0 |
1373.0 |
1407.3 |
+32.1 |
1,086 |
13,805 |
+27 |
| Mar10 |
090507 |
1398.0 |
1409.1 |
1398.0 |
1409.1 |
+32.2 |
46 |
5,326 |
+2 |
| May10 |
090507 |
1410.1 |
1410.1 |
1410.1 |
1410.1 |
+32.2 |
20 |
1,468 |
+1 |
| Jul10 |
090507 |
1411.6 |
1411.6 |
1411.6 |
1411.6 |
+32.3 |
19 |
2,404 |
-3 |
| Total Volume and Open Interest |
25,945 |
89,477 |
+427 |
| Platinum(NYMEX) |
| Jul09 |
090507 |
1145.4 |
1176.3 |
1145.3 |
1157.3 |
+14.2 |
1,409 |
19,722 |
+332 |
| Oct09 |
090507 |
1174.7 |
1177.1 |
1157.0 |
1162.3 |
+14.2 |
5 |
783 |
+0 |
| Jan10 |
090507 |
1171.7 |
1171.7 |
1163.8 |
1163.8 |
+14.2 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
1,414 |
20,510 |
+332 |
| Palladium(NYMEX) |
| Jun09 |
090507 |
231.00 |
248.90 |
231.00 |
241.70 |
+13.65 |
737 |
13,581 |
+58 |
| Sep09 |
090507 |
232.15 |
244.15 |
232.15 |
242.85 |
+13.70 |
44 |
730 |
+33 |
| Dec09 |
090507 |
233.40 |
244.00 |
233.40 |
244.00 |
+13.75 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
781 |
14,342 |
+91 |
| Copper(CMX) |
| May09 |
090507 |
217.55 |
221.70 |
212.75 |
216.55 |
-2.30 |
465 |
4,100 |
-191 |
| Jul09 |
090507 |
218.85 |
221.70 |
211.40 |
216.45 |
-2.25 |
13,353 |
71,079 |
+682 |
| Sep09 |
090507 |
218.75 |
220.95 |
212.40 |
216.75 |
-1.80 |
1,398 |
14,997 |
+217 |
| Dec09 |
090507 |
218.40 |
218.40 |
213.05 |
216.80 |
-1.50 |
256 |
3,981 |
+96 |
| Mar10 |
090507 |
216.70 |
216.70 |
216.70 |
216.70 |
-1.30 |
17 |
774 |
+2 |
| Total Volume and Open Interest |
15,968 |
104,619 |
+551 |
| Aluminum(CMX) |
| May09 |
090507 |
0.72 |
0.72 |
0.72 |
0.72 |
unch |
|
|
|
| Jun09 |
090507 |
0.72 |
0.72 |
0.72 |
0.72 |
unch |
|
|
|
| Jul09 |
090507 |
0.73 |
0.73 |
0.73 |
0.73 |
unch |
|
|
|
| Aug09 |
090507 |
0.73 |
0.73 |
0.73 |
0.73 |
unch |
|
|
|
| Sep09 |
080724 |
143.85 |
143.85 |
143.85 |
143.85 |
unch |
|
|
|
| Oct09 |
080724 |
0.17 |
0.17 |
0.17 |
0.17 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Jun09 |
090507 |
8463 |
8560 |
8315 |
8387 |
-84 |
671 |
12,549 |
-71 |
| Sep09 |
090507 |
8455 |
8455 |
8300 |
8333 |
-84 |
5 |
812 |
+1 |
| Dec09 |
090507 |
8277 |
8361 |
8277 |
8277 |
-84 |
0 |
1 |
+0 |
| Mar10 |
090507 |
8237 |
8321 |
8237 |
8237 |
-84 |
|
|
|
| Total Volume and Open Interest |
676 |
13,362 |
-70 |
| S & P 500(CME) |
| Jun09 |
090507 |
916.50 |
929.00 |
898.20 |
907.00 |
-10.20 |
21,856 |
428,313 |
-1,195 |
| Sep09 |
090507 |
917.30 |
921.20 |
895.50 |
902.90 |
-10.30 |
587 |
23,754 |
+438 |
| Dec09 |
090507 |
899.00 |
917.60 |
892.60 |
899.00 |
-10.60 |
350 |
3,106 |
+45 |
| Mar10 |
090507 |
896.40 |
915.00 |
890.00 |
896.40 |
-10.60 |
350 |
2,940 |
+350 |
| Total Volume and Open Interest |
23,143 |
458,115 |
-362 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090507 |
916.75 |
929.50 |
898.00 |
907.00 |
-10.25 |
1,997,855 |
2,576,604 |
-15,377 |
| Sep09 |
090507 |
912.25 |
924.75 |
894.25 |
903.00 |
-10.25 |
3,917 |
46,357 |
+2,942 |
| Total Volume and Open Interest |
2,001,835 |
2,623,047 |
-12,423 |
| NASDAQ 100(CME) |
| Jun09 |
090507 |
1426.30 |
1436.00 |
1375.00 |
1394.50 |
-35.30 |
1,544 |
22,393 |
+105 |
| Sep09 |
090507 |
1382.50 |
1393.50 |
1382.50 |
1393.50 |
-35.30 |
|
|
|
| Dec09 |
090507 |
1387.00 |
1396.50 |
1380.00 |
1396.50 |
-35.30 |
|
|
|
| Total Volume and Open Interest |
1,544 |
22,393 |
+105 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090507 |
1427.80 |
1437.80 |
1375.30 |
1394.50 |
-35.30 |
396,527 |
282,005 |
+282,005 |
| Sep09 |
090507 |
1423.00 |
1434.50 |
1375.30 |
1393.50 |
-35.30 |
28 |
916 |
-3 |
| Total Volume and Open Interest |
252,876 |
282,937 |
+4,798 |
| S & P Midcap 400(CME) |
| Jun09 |
090507 |
587.00 |
588.00 |
563.00 |
567.30 |
-14.40 |
13 |
4,771 |
+3 |
| Sep09 |
090507 |
565.30 |
565.30 |
565.20 |
565.30 |
-14.40 |
|
|
|
| Dec09 |
090507 |
563.30 |
563.30 |
563.20 |
563.30 |
-14.40 |
|
|
|
| Total Volume and Open Interest |
13 |
4,771 |
+3 |
| Russell 2000(CME) |
| Jun09 |
090507 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
2 |
5,429 |
+84 |
| Sep09 |
090507 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,374 |
+0 |
| Dec09 |
090507 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,734 |
+1 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090507 |
9395 |
9440 |
9295 |
9340 |
+300 |
90,544 |
175,707 |
+11,632 |
| Sep09 |
090507 |
9360 |
9360 |
9325 |
9345 |
+300 |
0 |
447 |
+0 |
| Total Volume and Open Interest |
91,512 |
178,733 |
+0 |
| Nikkei 225(SGX) |
| Jun09 |
090507 |
9395 |
9440 |
9295 |
9340 |
+300 |
90,544 |
175,707 |
+11,632 |
| Sep09 |
090507 |
9360 |
9360 |
9325 |
9345 |
+300 |
0 |
447 |
+0 |
| Dec09 |
090507 |
9300 |
9300 |
9300 |
9300 |
+300 |
0 |
277 |
+0 |
| Total Volume and Open Interest |
91,512 |
178,733 |
+0 |
| CAC 40(EURONEXT) |
| May09 |
090507 |
3288.0 |
3340.0 |
3226.5 |
3235.5 |
-28.0 |
109,947 |
398,620 |
+2,477 |
| Jun09 |
090507 |
3236.0 |
3284.0 |
3176.0 |
3183.0 |
-29.0 |
3,455 |
50,458 |
+2,945 |
| Jul09 |
090507 |
3231.0 |
3279.5 |
3179.5 |
3179.5 |
-28.0 |
6 |
98 |
+4 |
| Total Volume and Open Interest |
113,408 |
452,304 |
+5,425 |
| Hang Seng Index(HKFE) |
| May09 |
090507 |
16841 |
17155 |
16700 |
17155 |
+520 |
81,509 |
89,731 |
+3,642 |
| Jun09 |
090507 |
16830 |
17070 |
16641 |
17070 |
+511 |
804 |
3,648 |
+57 |
| Total Volume and Open Interest |
82,979 |
94,858 |
+3,801 |
| DAX(EUREX) |
| Jun09 |
090507 |
4928.5 |
4985.0 |
4792.0 |
4812.5 |
-77.5 |
152,254 |
154,650 |
+2,554 |
| Sep09 |
090507 |
4935.0 |
4985.5 |
4801.5 |
4818.5 |
-78.5 |
336 |
6,594 |
+123 |
| Dec09 |
090507 |
4944.5 |
4991.5 |
4811.0 |
4827.5 |
-78.5 |
60 |
2,239 |
+17 |
| Total Volume and Open Interest |
152,650 |
163,483 |
+2,694 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090507 |
4400.00 |
4496.00 |
4345.50 |
4362.00 |
-9.00 |
128,414 |
711,298 |
-9,262 |
| Sep09 |
090507 |
4375.00 |
4453.00 |
4319.50 |
4328.00 |
-9.00 |
73 |
1,098 |
+29 |
| Dec09 |
090507 |
4368.50 |
4429.50 |
4303.00 |
4303.00 |
-9.00 |
189 |
2,063 |
+178 |
| Total Volume and Open Interest |
128,676 |
714,459 |
-16,725 |
| SPI 200(SFE) |
| Jun09 |
090507 |
3864.0 |
3959.0 |
3864.0 |
3913.0 |
+48.0 |
26,383 |
317,631 |
+5,454 |
| Sep09 |
090507 |
3881.0 |
3916.0 |
3877.0 |
3880.0 |
+52.0 |
403 |
2,268 |
+170 |
| Dec09 |
090507 |
3876.0 |
3876.0 |
3876.0 |
3876.0 |
+48.0 |
52 |
2,526 |
+41 |
| Total Volume and Open Interest |
26,838 |
324,134 |
+5,665 |
| GSCI(CME) |
| May09 |
090507 |
404.50 |
407.50 |
395.00 |
399.00 |
+3.00 |
1,438 |
14,236 |
+183 |
| Jun09 |
090507 |
406.00 |
412.00 |
401.00 |
404.80 |
+2.80 |
112 |
237 |
+82 |
| Jul09 |
090507 |
409.50 |
417.00 |
406.00 |
409.50 |
+2.00 |
6 |
0 |
+0 |
| Total Volume and Open Interest |
1,556 |
14,473 |
+265 |
| Reuters CCI(ICE) |
| Jun09 |
090507 |
238.60 |
238.60 |
238.60 |
238.60 |
+0.70 |
0 |
50 |
+0 |
| Aug09 |
090507 |
409.00 |
409.00 |
409.00 |
409.00 |
+9.00 |
2 |
420 |
+0 |
| Nov09 |
090507 |
419.00 |
421.00 |
419.00 |
421.00 |
+9.00 |
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. |
|
|