|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon May 11, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May09 |
090511 |
1120.00 |
1170.00 |
1113.00 |
1130.00 |
-4.00 |
1,813 |
3,692 |
-1,024 |
| Jul09 |
090511 |
1104.75 |
1116.00 |
1086.50 |
1116.00 |
+4.50 |
99,754 |
205,680 |
-2,165 |
| Aug09 |
090511 |
1066.50 |
1076.00 |
1051.00 |
1076.00 |
+2.50 |
7,470 |
13,523 |
-84 |
| Sep09 |
090511 |
1010.00 |
1025.00 |
1001.00 |
1025.00 |
+3.50 |
959 |
8,020 |
-2 |
| Nov09 |
090511 |
973.00 |
983.75 |
957.00 |
983.00 |
+3.50 |
31,077 |
127,495 |
-1,626 |
| Jan10 |
090511 |
979.00 |
986.75 |
964.00 |
986.75 |
+4.25 |
1,581 |
10,848 |
+433 |
| Mar10 |
090511 |
967.00 |
984.00 |
967.00 |
984.00 |
+3.00 |
587 |
4,069 |
+82 |
| Total Volume and Open Interest |
145,806 |
395,139 |
-4,272 |
| Soybean Meal(CBOT) |
| May09 |
090511 |
360.00 |
364.50 |
354.00 |
362.40 |
+2.90 |
2,916 |
2,801 |
-1,308 |
| Jul09 |
090511 |
341.50 |
345.00 |
335.10 |
344.40 |
+2.90 |
38,266 |
78,084 |
-1,241 |
| Aug09 |
090511 |
322.20 |
327.10 |
318.80 |
326.40 |
+1.60 |
5,447 |
13,248 |
+60 |
| Sep09 |
090511 |
301.00 |
308.50 |
300.30 |
308.40 |
+1.40 |
1,851 |
9,545 |
-13 |
| Oct09 |
090511 |
282.50 |
287.90 |
280.00 |
287.60 |
+2.10 |
2,627 |
9,664 |
+637 |
| Dec09 |
090511 |
279.50 |
282.50 |
273.30 |
281.90 |
+2.40 |
9,486 |
23,474 |
+278 |
| Jan10 |
090511 |
275.50 |
280.00 |
275.00 |
279.50 |
+2.50 |
283 |
2,874 |
+68 |
| Mar10 |
090511 |
273.60 |
277.40 |
273.60 |
277.40 |
+2.20 |
166 |
2,585 |
+92 |
| Total Volume and Open Interest |
61,399 |
145,077 |
-1,425 |
| Soybean Oil(CBOT) |
| May09 |
090511 |
38.91 |
39.28 |
38.80 |
39.28 |
-0.02 |
5,817 |
2,827 |
-1,534 |
| Jul09 |
090511 |
39.50 |
39.60 |
38.70 |
39.58 |
-0.03 |
40,725 |
127,863 |
-125 |
| Aug09 |
090511 |
39.24 |
39.75 |
38.89 |
39.75 |
-0.02 |
4,562 |
18,282 |
+513 |
| Sep09 |
090511 |
39.12 |
39.93 |
39.12 |
39.91 |
-0.02 |
1,925 |
11,334 |
+628 |
| Oct09 |
090511 |
39.66 |
40.05 |
39.57 |
40.03 |
-0.03 |
1,838 |
6,883 |
+536 |
| Dec09 |
090511 |
40.20 |
40.35 |
39.45 |
40.34 |
-0.03 |
7,491 |
29,219 |
+987 |
| Jan10 |
090511 |
40.29 |
40.55 |
40.29 |
40.55 |
-0.03 |
134 |
1,972 |
+77 |
| Mar10 |
090511 |
40.59 |
40.80 |
40.59 |
40.80 |
-0.03 |
47 |
1,399 |
+29 |
| Total Volume and Open Interest |
62,565 |
207,261 |
+1,111 |
| Canola(WCE) |
| May09 |
090511 |
468.9 |
468.9 |
468.9 |
468.9 |
-2.3 |
8 |
0 |
-8 |
| Jul09 |
090511 |
467.2 |
467.2 |
455.0 |
463.9 |
-2.3 |
12,290 |
72,921 |
+464 |
| Nov09 |
090511 |
455.0 |
461.1 |
453.0 |
460.6 |
+0.2 |
3,817 |
35,930 |
+1,038 |
| Jan10 |
090511 |
462.3 |
464.5 |
462.3 |
464.3 |
-0.2 |
520 |
1,435 |
+117 |
| Mar10 |
090511 |
463.4 |
465.5 |
463.4 |
465.5 |
-1.1 |
499 |
910 |
+95 |
| Total Volume and Open Interest |
17,179 |
111,941 |
+1,717 |
| Corn(CBOT) |
| May09 |
090511 |
408.75 |
414.25 |
407.25 |
413.50 |
-0.50 |
4,562 |
5,796 |
-1,648 |
| Jul09 |
090511 |
420.00 |
421.75 |
413.00 |
421.25 |
+0.25 |
162,683 |
347,847 |
-3,197 |
| Sep09 |
090511 |
428.00 |
430.00 |
422.00 |
429.50 |
unch |
34,711 |
101,123 |
-5,176 |
| Dec09 |
090511 |
439.00 |
440.50 |
432.00 |
440.25 |
+0.50 |
70,698 |
233,388 |
+6,122 |
| Mar10 |
090511 |
449.50 |
451.00 |
443.00 |
450.75 |
+0.25 |
9,526 |
37,704 |
-510 |
| May10 |
090511 |
456.75 |
459.00 |
455.00 |
459.00 |
+0.75 |
1,552 |
7,019 |
-68 |
| Total Volume and Open Interest |
291,216 |
791,353 |
-3,652 |
| Wheat(CBOT) |
| May09 |
090511 |
575.75 |
583.00 |
575.75 |
580.50 |
unch |
1,260 |
1,036 |
-1,640 |
| Jul09 |
090511 |
590.50 |
595.75 |
582.75 |
590.75 |
-0.25 |
60,650 |
165,016 |
+412 |
| Sep09 |
090511 |
616.00 |
622.00 |
609.25 |
617.00 |
-0.25 |
11,849 |
47,986 |
-527 |
| Dec09 |
090511 |
637.25 |
643.75 |
631.00 |
639.25 |
unch |
12,161 |
55,695 |
+104 |
| Mar10 |
090511 |
649.75 |
658.00 |
647.00 |
654.00 |
-0.50 |
276 |
3,121 |
+77 |
| Total Volume and Open Interest |
87,892 |
286,055 |
-1,334 |
| Wheat(KCBT) |
| May09 |
090511 |
629.75 |
629.75 |
625.00 |
629.50 |
+2.50 |
2 |
198 |
-8 |
| Jul09 |
090511 |
631.25 |
638.50 |
623.00 |
634.00 |
+1.00 |
12,347 |
41,919 |
+534 |
| Sep09 |
090511 |
641.75 |
648.50 |
637.50 |
644.25 |
+0.75 |
976 |
10,021 |
+419 |
| Dec09 |
090511 |
656.25 |
664.00 |
653.50 |
659.75 |
+0.75 |
1,787 |
20,764 |
+138 |
| Mar10 |
090511 |
675.00 |
676.75 |
666.50 |
673.25 |
+0.25 |
73 |
815 |
-14 |
| Total Volume and Open Interest |
15,300 |
76,280 |
+1,128 |
| Wheat(MGE) |
| May09 |
090511 |
692.75 |
698.00 |
692.75 |
692.75 |
unch |
4 |
4 |
-103 |
| Jul09 |
090511 |
696.00 |
699.00 |
688.00 |
697.50 |
-2.50 |
2,770 |
14,316 |
+285 |
| Sep09 |
090511 |
686.50 |
695.00 |
685.75 |
694.75 |
-1.50 |
979 |
7,737 |
+81 |
| Dec09 |
090511 |
700.25 |
705.50 |
695.75 |
703.50 |
-1.00 |
451 |
5,656 |
+14 |
| Mar10 |
090511 |
711.75 |
715.25 |
706.00 |
713.75 |
-0.50 |
240 |
884 |
+21 |
| Total Volume and Open Interest |
4,681 |
29,141 |
+384 |
| Oats(CBOT) |
| May09 |
090511 |
228.50 |
228.50 |
222.00 |
228.50 |
+6.50 |
0 |
7 |
+0 |
| Jul09 |
090511 |
226.25 |
233.00 |
223.50 |
232.50 |
+6.50 |
1,602 |
8,103 |
+65 |
| Sep09 |
090511 |
236.50 |
241.00 |
233.25 |
241.00 |
+6.50 |
32 |
140 |
+10 |
| Dec09 |
090511 |
248.75 |
253.50 |
246.75 |
253.50 |
+6.25 |
194 |
5,387 |
+101 |
| Total Volume and Open Interest |
1,828 |
13,654 |
+176 |
| Rough Rice(CBOT) |
| May09 |
090511 |
12.45 |
12.45 |
12.45 |
12.45 |
unch |
0 |
38 |
-24 |
| Jul09 |
090511 |
12.62 |
12.66 |
12.50 |
12.65 |
unch |
236 |
3,866 |
-28 |
| Sep09 |
090511 |
12.24 |
12.34 |
12.21 |
12.34 |
+0.14 |
25 |
1,778 |
+0 |
| Nov09 |
090511 |
12.38 |
12.48 |
12.30 |
12.47 |
+0.18 |
10 |
1,701 |
+5 |
| Total Volume and Open Interest |
271 |
7,881 |
-47 |
| Live Cattle(CME) |
| Jun09 |
090511 |
82.700 |
83.535 |
82.700 |
83.285 |
+0.305 |
27,373 |
75,422 |
-10,712 |
| Aug09 |
090511 |
83.500 |
84.100 |
83.250 |
83.900 |
+0.300 |
22,289 |
68,722 |
+3,316 |
| Oct09 |
090511 |
87.400 |
88.750 |
87.400 |
88.700 |
+0.720 |
8,446 |
38,000 |
+337 |
| Dec09 |
090511 |
89.800 |
90.900 |
89.730 |
90.830 |
+0.695 |
1,378 |
14,359 |
+332 |
| Feb10 |
090511 |
91.500 |
92.350 |
91.300 |
92.300 |
+0.700 |
426 |
6,122 |
+159 |
| Apr10 |
090511 |
92.135 |
92.850 |
92.000 |
92.850 |
+0.800 |
181 |
2,113 |
+106 |
| Total Volume and Open Interest |
60,277 |
205,119 |
-6,264 |
| Feeder Cattle(CME) |
| May09 |
090511 |
99.250 |
99.980 |
99.100 |
99.550 |
+0.200 |
1,289 |
4,001 |
-336 |
| Aug09 |
090511 |
100.650 |
101.900 |
100.385 |
101.600 |
+0.900 |
2,273 |
11,883 |
+482 |
| Sep09 |
090511 |
100.500 |
101.930 |
100.500 |
101.885 |
+1.235 |
383 |
1,998 |
+104 |
| Oct09 |
090511 |
100.535 |
103.000 |
100.400 |
102.750 |
+2.000 |
216 |
2,077 |
+71 |
| Nov09 |
090511 |
101.000 |
102.200 |
100.750 |
102.150 |
+1.320 |
45 |
614 |
-1 |
| Jan10 |
090511 |
100.000 |
100.800 |
100.000 |
100.800 |
+1.200 |
11 |
46 |
+4 |
| Mar10 |
090511 |
100.000 |
100.000 |
100.000 |
100.000 |
+1.400 |
1 |
8 |
+1 |
| Total Volume and Open Interest |
4,218 |
20,628 |
+325 |
| Lean Hogs(CME) |
| May09 |
090511 |
61.400 |
61.600 |
60.600 |
61.100 |
-0.030 |
1,004 |
2,714 |
-259 |
| Jun09 |
090511 |
68.300 |
68.600 |
67.600 |
67.785 |
-0.415 |
17,172 |
57,313 |
-3,049 |
| Jul09 |
090511 |
70.850 |
70.850 |
69.535 |
69.750 |
-1.035 |
11,249 |
25,092 |
+2,384 |
| Aug09 |
090511 |
71.200 |
71.200 |
70.200 |
70.250 |
-0.830 |
7,447 |
28,117 |
+1,103 |
| Oct09 |
090511 |
65.550 |
65.885 |
65.180 |
65.725 |
unch |
3,834 |
19,121 |
+1,141 |
| Dec09 |
090511 |
65.475 |
65.475 |
64.550 |
64.900 |
-0.450 |
677 |
6,210 |
-28 |
| Feb10 |
090511 |
68.800 |
68.900 |
68.300 |
68.750 |
-0.250 |
64 |
1,333 |
-17 |
| Apr10 |
090511 |
71.930 |
72.200 |
71.300 |
72.000 |
-0.200 |
11 |
710 |
+2 |
| Total Volume and Open Interest |
41,482 |
140,965 |
+1,277 |
| Pork Bellies(CME) |
| May09 |
090511 |
78.000 |
78.000 |
78.000 |
78.000 |
unch |
16 |
23 |
-12 |
| Jul09 |
090511 |
79.850 |
80.250 |
79.050 |
79.050 |
-0.950 |
136 |
710 |
+24 |
| Aug09 |
090511 |
79.500 |
80.600 |
79.500 |
80.600 |
+0.150 |
6 |
104 |
+1 |
| Feb10 |
090511 |
91.000 |
91.000 |
91.000 |
91.000 |
unch |
0 |
7 |
+0 |
| Mar10 |
090511 |
91.500 |
91.500 |
91.500 |
91.500 |
unch |
0 |
5 |
+0 |
| Total Volume and Open Interest |
158 |
849 |
+13 |
| Class III Milk(CME) |
| May09 |
090511 |
9.77 |
9.80 |
9.75 |
9.78 |
+0.01 |
15 |
4,722 |
-21 |
| Jun09 |
090511 |
10.54 |
10.68 |
10.50 |
10.65 |
+0.10 |
322 |
4,770 |
+45 |
| Jul09 |
090511 |
11.82 |
12.03 |
11.75 |
11.98 |
+0.08 |
278 |
3,307 |
+28 |
| Aug09 |
090511 |
13.10 |
13.32 |
13.01 |
13.23 |
+0.13 |
137 |
3,079 |
+15 |
| Sep09 |
090511 |
13.90 |
14.20 |
13.90 |
14.19 |
+0.25 |
81 |
2,800 |
+7 |
| Total Volume and Open Interest |
1,040 |
27,579 |
+130 |
| Cocoa(ICE) |
| May09 |
090511 |
2433 |
2449 |
2433 |
2449 |
-39 |
7 |
65 |
+0 |
| Jul09 |
090511 |
2499 |
2519 |
2423 |
2470 |
-37 |
7,862 |
51,747 |
-843 |
| Sep09 |
090511 |
2531 |
2531 |
2445 |
2488 |
-38 |
1,291 |
26,414 |
+199 |
| Dec09 |
090511 |
2520 |
2540 |
2457 |
2505 |
-35 |
447 |
16,546 |
+377 |
| Mar10 |
090511 |
2541 |
2547 |
2485 |
2520 |
-35 |
32 |
10,010 |
+14 |
| May10 |
090511 |
2495 |
2529 |
2495 |
2529 |
-41 |
5 |
2,209 |
+5 |
| Jul10 |
090511 |
2546 |
2546 |
2546 |
2546 |
-38 |
0 |
2,820 |
+0 |
| Total Volume and Open Interest |
9,645 |
113,967 |
+441 |
| Coffee "C"(ICE) |
| May09 |
090511 |
128.50 |
128.50 |
126.50 |
127.85 |
+2.15 |
14 |
153 |
-12 |
| Jul09 |
090511 |
126.90 |
130.20 |
125.70 |
128.50 |
+1.80 |
9,421 |
68,642 |
-658 |
| Sep09 |
090511 |
128.40 |
132.10 |
127.65 |
130.35 |
+1.70 |
1,155 |
28,511 |
+670 |
| Dec09 |
090511 |
131.50 |
134.10 |
131.00 |
132.95 |
+1.65 |
767 |
17,390 |
+2,680 |
| Mar10 |
090511 |
135.00 |
136.75 |
133.80 |
135.60 |
+1.65 |
223 |
10,542 |
+44 |
| May10 |
090511 |
137.40 |
137.40 |
137.40 |
137.40 |
+1.65 |
1 |
3,165 |
+2 |
| Total Volume and Open Interest |
11,609 |
130,899 |
+2,740 |
| Orange Juice(ICE) |
| May09 |
090508 |
89.20 |
89.20 |
89.20 |
89.20 |
+2.40 |
27 |
500 |
-28 |
| Jul09 |
090511 |
91.00 |
94.20 |
90.35 |
92.30 |
+1.45 |
690 |
21,067 |
-20 |
| Sep09 |
090511 |
94.00 |
96.75 |
94.00 |
94.85 |
+1.40 |
69 |
3,717 |
+65 |
| Nov09 |
090511 |
98.65 |
98.65 |
97.55 |
97.65 |
+1.30 |
8 |
2,534 |
-6 |
| Jan10 |
090511 |
100.55 |
100.55 |
100.55 |
100.55 |
+1.10 |
0 |
188 |
+0 |
| Mar10 |
090511 |
105.10 |
105.10 |
104.45 |
104.45 |
+1.55 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
804 |
28,100 |
-183 |
| Sugar #11(ICE) |
| Jul09 |
090511 |
15.35 |
15.69 |
15.06 |
15.61 |
+0.34 |
49,688 |
326,854 |
+1,173 |
| Oct09 |
090511 |
15.81 |
16.20 |
15.62 |
16.13 |
+0.31 |
24,884 |
149,411 |
+654 |
| Mar10 |
090511 |
16.34 |
16.65 |
16.03 |
16.59 |
+0.28 |
10,815 |
92,810 |
+466 |
| May10 |
090511 |
15.85 |
16.11 |
15.63 |
16.08 |
+0.31 |
2,012 |
23,685 |
+455 |
| Jul10 |
090511 |
15.17 |
15.49 |
14.98 |
15.47 |
+0.29 |
1,554 |
23,300 |
+156 |
| Total Volume and Open Interest |
92,013 |
684,463 |
+3,692 |
| Sugar #14(ICE) |
| Jul09 |
090511 |
21.35 |
21.35 |
21.34 |
21.35 |
unch |
41 |
1,774 |
-19 |
| Sep09 |
090511 |
21.58 |
21.58 |
21.58 |
21.58 |
-0.10 |
0 |
2,330 |
+0 |
| Total Volume and Open Interest |
41 |
4,104 |
-19 |
| London Cocoa(LCE) |
| May09 |
090511 |
1831 |
1841 |
1764 |
1769 |
-46 |
11,301 |
0 |
+0 |
| Jul09 |
090511 |
1734 |
1756 |
1716 |
1719 |
-25 |
9,947 |
69,911 |
+3,469 |
| Sep09 |
090511 |
1737 |
1750 |
1715 |
1716 |
-24 |
3,913 |
27,486 |
+1,993 |
| Dec09 |
090511 |
1734 |
1746 |
1710 |
1713 |
-24 |
1,514 |
24,728 |
-382 |
| Mar10 |
090511 |
1740 |
1740 |
1713 |
1713 |
-22 |
173 |
16,678 |
-1 |
| May10 |
090511 |
1737 |
1740 |
1715 |
1715 |
-22 |
60 |
6,238 |
+20 |
| Jul10 |
090511 |
1716 |
1716 |
1716 |
1716 |
-22 |
125 |
2,039 |
+125 |
| Total Volume and Open Interest |
27,038 |
190,658 |
-1,833 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090511 |
444.70 |
448.50 |
441.00 |
444.40 |
-3.50 |
2,550 |
45,291 |
-20 |
| Oct09 |
090511 |
441.20 |
448.50 |
440.30 |
445.00 |
-1.90 |
739 |
20,163 |
+215 |
| Dec09 |
090511 |
435.20 |
443.90 |
435.20 |
441.00 |
-1.00 |
342 |
8,293 |
-81 |
| Mar10 |
090511 |
436.80 |
446.50 |
435.80 |
443.40 |
-0.10 |
209 |
6,542 |
+56 |
| May10 |
090511 |
437.00 |
437.00 |
436.90 |
436.90 |
+2.90 |
33 |
576 |
+10 |
| Total Volume and Open Interest |
3,902 |
82,463 |
+209 |
| Cotton(ICE) |
| Jul09 |
090511 |
59.80 |
60.72 |
58.09 |
60.54 |
+0.69 |
10,409 |
84,841 |
+1,447 |
| Oct09 |
090511 |
59.90 |
62.16 |
59.90 |
62.13 |
+0.55 |
149 |
1,123 |
+145 |
| Dec09 |
090511 |
62.60 |
63.00 |
60.60 |
62.86 |
+0.49 |
3,368 |
35,528 |
+491 |
| Mar10 |
090511 |
64.13 |
64.92 |
64.10 |
64.85 |
+0.52 |
292 |
6,729 |
+171 |
| May10 |
090511 |
64.77 |
65.53 |
64.74 |
65.53 |
+0.50 |
22 |
197 |
+1 |
| Jul10 |
090511 |
65.00 |
66.23 |
65.00 |
66.23 |
+0.51 |
26 |
745 |
-2 |
| Total Volume and Open Interest |
14,296 |
131,179 |
+2,228 |
| Lumber(CME) |
| May09 |
090511 |
164.0 |
164.0 |
159.7 |
164.0 |
+1.0 |
104 |
563 |
-85 |
| Jul09 |
090511 |
185.1 |
187.7 |
182.7 |
187.1 |
+0.1 |
339 |
5,043 |
-1 |
| Sep09 |
090511 |
195.7 |
198.3 |
194.9 |
196.6 |
+0.9 |
125 |
1,875 |
-22 |
| Nov09 |
090511 |
190.9 |
191.7 |
190.5 |
191.2 |
unch |
10 |
202 |
+3 |
| Total Volume and Open Interest |
583 |
7,764 |
-107 |
| Crude Oil(NYM) |
| Jun09 |
090511 |
58.49 |
58.63 |
56.78 |
58.50 |
-0.13 |
377,826 |
249,656 |
-29,180 |
| Jul09 |
090511 |
59.74 |
59.74 |
57.83 |
59.41 |
-0.33 |
176,581 |
256,302 |
+21,222 |
| Aug09 |
090511 |
60.40 |
60.40 |
58.70 |
60.23 |
-0.39 |
55,780 |
80,409 |
+7,010 |
| Sep09 |
090511 |
61.06 |
61.33 |
59.54 |
61.08 |
-0.37 |
27,231 |
52,537 |
+3,858 |
| Oct09 |
090511 |
61.55 |
61.93 |
60.45 |
61.91 |
-0.32 |
17,227 |
37,992 |
+3,219 |
| Nov09 |
090511 |
61.77 |
62.73 |
61.66 |
62.73 |
-0.28 |
11,980 |
23,382 |
+1,538 |
| Dec09 |
090511 |
63.31 |
63.60 |
61.86 |
63.45 |
-0.24 |
37,079 |
111,100 |
+2,525 |
| Jan10 |
090511 |
63.18 |
64.07 |
63.02 |
64.07 |
-0.23 |
2,706 |
24,543 |
+521 |
| Feb10 |
090511 |
64.00 |
64.65 |
64.00 |
64.65 |
-0.21 |
831 |
13,881 |
+368 |
| Mar10 |
090511 |
64.51 |
65.21 |
64.51 |
65.21 |
-0.20 |
846 |
13,704 |
+344 |
| Apr10 |
090511 |
65.31 |
65.80 |
65.29 |
65.76 |
-0.19 |
246 |
5,947 |
+138 |
| May10 |
090511 |
65.80 |
66.30 |
65.80 |
66.30 |
-0.19 |
183 |
5,311 |
+93 |
| Jun10 |
090511 |
66.38 |
66.87 |
66.02 |
66.83 |
-0.18 |
2,303 |
29,202 |
+78 |
| Jul10 |
090511 |
66.35 |
67.29 |
66.35 |
67.29 |
-0.17 |
702 |
7,060 |
-18 |
| Aug10 |
090511 |
67.70 |
67.70 |
67.70 |
67.70 |
-0.17 |
254 |
4,400 |
+228 |
| Sep10 |
090511 |
68.11 |
68.11 |
68.11 |
68.11 |
-0.17 |
167 |
7,143 |
-34 |
| Total Volume and Open Interest |
738,367 |
1,201,954 |
+12,485 |
| e-miNY Crude Oil(NYM) |
| May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
| Jun09 |
090511 |
58.400 |
58.625 |
56.775 |
58.500 |
+1.800 |
13,923 |
6,291 |
+1,307 |
| Jul09 |
090511 |
59.325 |
59.550 |
57.950 |
59.400 |
-0.350 |
952 |
1,297 |
+46 |
| Aug09 |
090511 |
60.250 |
60.550 |
58.750 |
60.225 |
-0.400 |
89 |
324 |
-14 |
| Sep09 |
090511 |
60.150 |
61.075 |
60.150 |
61.075 |
-0.375 |
11 |
130 |
+5 |
| Oct09 |
090511 |
61.900 |
61.900 |
61.900 |
61.900 |
-0.325 |
6 |
14 |
+0 |
| Nov09 |
090511 |
62.725 |
62.725 |
62.725 |
62.725 |
-0.275 |
2 |
16 |
+0 |
| Dec09 |
090511 |
63.000 |
63.450 |
63.000 |
63.450 |
-0.250 |
4 |
84 |
+0 |
| Jan10 |
090511 |
64.075 |
64.075 |
64.075 |
64.075 |
-0.225 |
|
|
|
| Feb10 |
090511 |
64.650 |
64.650 |
64.650 |
64.650 |
-0.200 |
|
|
|
| Total Volume and Open Interest |
14,480 |
7,764 |
-411 |
| Heating Oil(NYM) |
| Jun09 |
090511 |
151.84 |
152.47 |
147.57 |
150.09 |
-1.75 |
47,445 |
57,989 |
-3,323 |
| Jul09 |
090511 |
156.30 |
156.30 |
150.38 |
152.68 |
-1.95 |
16,045 |
37,683 |
+1,918 |
| Aug09 |
090511 |
156.50 |
157.06 |
154.73 |
155.92 |
-2.01 |
6,067 |
20,794 |
-17 |
| Sep09 |
090511 |
160.90 |
161.00 |
157.65 |
159.43 |
-1.98 |
3,938 |
17,487 |
-100 |
| Oct09 |
090511 |
162.56 |
163.48 |
161.57 |
162.88 |
-1.98 |
1,733 |
13,902 |
+152 |
| Nov09 |
090511 |
164.20 |
167.20 |
164.20 |
166.08 |
-1.98 |
2,518 |
11,910 |
+486 |
| Dec09 |
090511 |
169.22 |
170.81 |
167.61 |
169.23 |
-2.03 |
8,355 |
25,230 |
+106 |
| Jan10 |
090511 |
172.99 |
172.99 |
171.19 |
172.28 |
-1.98 |
1,841 |
9,885 |
+415 |
| Feb10 |
090511 |
174.50 |
175.45 |
174.50 |
174.53 |
-2.03 |
1,515 |
7,074 |
+68 |
| Mar10 |
090511 |
176.68 |
176.68 |
175.98 |
175.98 |
-2.03 |
1,495 |
5,198 |
+16 |
| Apr10 |
090511 |
176.43 |
176.43 |
176.43 |
176.43 |
-2.03 |
1,107 |
3,501 |
+40 |
| May10 |
090511 |
176.75 |
177.43 |
176.75 |
177.43 |
-2.13 |
1,084 |
3,437 |
+214 |
| Total Volume and Open Interest |
100,117 |
257,615 |
+1,994 |
| Gasoline(NYMEX) |
| Jun09 |
090511 |
170.85 |
170.95 |
163.65 |
168.02 |
-2.53 |
55,031 |
75,075 |
-4,094 |
| Jul09 |
090511 |
169.76 |
169.89 |
163.00 |
166.94 |
-2.33 |
29,473 |
46,959 |
+4,141 |
| Aug09 |
090511 |
166.50 |
167.26 |
163.42 |
166.51 |
-2.33 |
10,461 |
24,634 |
+561 |
| Sep09 |
090511 |
166.04 |
166.89 |
162.50 |
166.11 |
-2.24 |
8,700 |
19,098 |
-203 |
| Oct09 |
090511 |
154.18 |
156.30 |
154.18 |
156.11 |
-2.07 |
3,798 |
13,519 |
-411 |
| Nov09 |
090511 |
154.60 |
155.71 |
154.60 |
155.71 |
-2.02 |
1,890 |
4,483 |
-71 |
| Dec09 |
090511 |
156.60 |
157.49 |
155.55 |
156.86 |
-2.02 |
2,465 |
11,042 |
+161 |
| Jan10 |
090511 |
157.50 |
159.16 |
157.50 |
159.16 |
-2.07 |
381 |
2,978 |
+27 |
| Feb10 |
090511 |
161.71 |
161.71 |
161.71 |
161.71 |
-2.12 |
315 |
932 |
+26 |
| Mar10 |
090511 |
164.61 |
164.61 |
164.61 |
164.61 |
-2.17 |
100 |
1,682 |
-34 |
| Total Volume and Open Interest |
112,725 |
209,350 |
+155 |
| e-miNY RBOB Gasoline(NYM) |
| Jun09 |
090511 |
168.02 |
168.02 |
168.02 |
168.02 |
-2.53 |
|
|
|
| Jul09 |
090511 |
166.94 |
166.94 |
166.94 |
166.94 |
-2.33 |
0 |
1 |
+0 |
| Aug09 |
090511 |
166.51 |
166.51 |
166.51 |
166.51 |
-2.33 |
|
|
|
| Sep09 |
090511 |
166.11 |
166.11 |
166.11 |
166.11 |
-2.24 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jun09 |
090511 |
4.340 |
4.364 |
4.195 |
4.302 |
-0.009 |
129,241 |
105,945 |
+80 |
| Jul09 |
090511 |
4.436 |
4.472 |
4.311 |
4.412 |
-0.004 |
30,919 |
80,445 |
-582 |
| Aug09 |
090511 |
4.480 |
4.575 |
4.420 |
4.517 |
-0.004 |
14,545 |
45,275 |
-1,723 |
| Sep09 |
090511 |
4.545 |
4.611 |
4.504 |
4.581 |
-0.009 |
9,020 |
36,181 |
+903 |
| Oct09 |
090511 |
4.700 |
4.757 |
4.613 |
4.703 |
-0.014 |
13,694 |
50,918 |
+1,345 |
| Nov09 |
090511 |
5.320 |
5.388 |
5.277 |
5.345 |
-0.032 |
3,704 |
23,588 |
+45 |
| Dec09 |
090511 |
6.060 |
6.079 |
5.964 |
6.018 |
-0.049 |
3,983 |
33,225 |
+145 |
| Jan10 |
090511 |
6.366 |
6.390 |
6.266 |
6.313 |
-0.052 |
8,160 |
34,033 |
-315 |
| Feb10 |
090511 |
6.413 |
6.414 |
6.313 |
6.337 |
-0.056 |
1,059 |
14,079 |
-121 |
| Mar10 |
090511 |
6.295 |
6.338 |
6.240 |
6.281 |
-0.057 |
4,753 |
32,585 |
+1,042 |
| Apr10 |
090511 |
6.108 |
6.167 |
6.057 |
6.096 |
-0.037 |
4,056 |
31,676 |
+866 |
| May10 |
090511 |
6.178 |
6.204 |
6.100 |
6.136 |
-0.042 |
1,452 |
13,319 |
+330 |
| Jun10 |
090511 |
6.270 |
6.315 |
6.220 |
6.236 |
-0.042 |
1,191 |
8,199 |
-38 |
| Jul10 |
090511 |
6.450 |
6.450 |
6.356 |
6.356 |
-0.047 |
1,481 |
6,752 |
+666 |
| Aug10 |
090511 |
6.525 |
6.525 |
6.420 |
6.439 |
-0.047 |
80 |
7,199 |
-2 |
| Sep10 |
090511 |
6.560 |
6.560 |
6.479 |
6.479 |
-0.047 |
65 |
5,842 |
+9 |
| Total Volume and Open Interest |
231,187 |
668,376 |
+3,854 |
| Brent Crude Oil(ICE) |
| Jun09 |
090511 |
57.80 |
58.09 |
56.31 |
57.48 |
-0.66 |
117,580 |
105,159 |
-5,805 |
| Jul09 |
090511 |
58.80 |
59.01 |
57.22 |
58.39 |
-0.68 |
90,302 |
157,649 |
+4,560 |
| Aug09 |
090511 |
59.85 |
60.00 |
58.23 |
59.39 |
-0.68 |
52,796 |
70,430 |
+5,731 |
| Sep09 |
090511 |
60.21 |
60.55 |
59.13 |
60.29 |
-0.65 |
21,269 |
39,160 |
+2,004 |
| Oct09 |
090511 |
60.98 |
61.30 |
59.96 |
61.12 |
-0.61 |
12,434 |
27,359 |
+1,225 |
| Nov09 |
090511 |
61.72 |
62.12 |
60.76 |
61.92 |
-0.55 |
8,743 |
15,213 |
-355 |
| Dec09 |
090511 |
62.66 |
62.95 |
61.55 |
62.69 |
-0.52 |
24,075 |
90,377 |
-908 |
| Jan10 |
090511 |
63.19 |
63.40 |
62.86 |
63.40 |
-0.49 |
3,350 |
17,833 |
-81 |
| Feb10 |
090511 |
64.09 |
64.09 |
64.09 |
64.09 |
-0.45 |
1,370 |
8,984 |
+642 |
| Mar10 |
090511 |
64.76 |
64.76 |
64.76 |
64.76 |
-0.42 |
345 |
6,876 |
+9 |
| Apr10 |
090511 |
65.38 |
65.38 |
65.38 |
65.38 |
-0.39 |
74 |
4,428 |
-7 |
| May10 |
090511 |
65.95 |
65.95 |
65.95 |
65.95 |
-0.37 |
76 |
3,423 |
+28 |
| Jun10 |
090511 |
65.80 |
66.46 |
65.45 |
66.46 |
-0.37 |
870 |
17,030 |
-26 |
| Jul10 |
090511 |
66.89 |
66.89 |
66.89 |
66.89 |
-0.41 |
0 |
5,287 |
+0 |
| Total Volume and Open Interest |
343,073 |
701,224 |
+7,890 |
| Gas Oil(ICE) |
| May09 |
090511 |
482.00 |
483.25 |
471.75 |
475.50 |
-1.50 |
30,733 |
25,630 |
-5,205 |
| Jun09 |
090511 |
483.50 |
491.00 |
476.75 |
481.50 |
-0.50 |
62,457 |
94,218 |
-703 |
| Jul09 |
090511 |
491.25 |
499.00 |
485.00 |
490.25 |
+0.25 |
25,197 |
47,792 |
+1,340 |
| Aug09 |
090511 |
508.00 |
508.00 |
494.75 |
499.75 |
+0.75 |
9,582 |
33,107 |
+489 |
| Sep09 |
090511 |
512.75 |
513.50 |
505.50 |
509.00 |
+1.25 |
9,092 |
32,020 |
+337 |
| Oct09 |
090511 |
520.75 |
522.50 |
514.50 |
518.00 |
+1.75 |
6,249 |
23,973 |
+449 |
| Nov09 |
090511 |
530.00 |
531.50 |
523.50 |
526.75 |
+1.75 |
4,247 |
16,659 |
-134 |
| Dec09 |
090511 |
538.00 |
539.75 |
531.50 |
534.75 |
+1.75 |
7,997 |
55,984 |
+677 |
| Jan10 |
090511 |
543.50 |
543.50 |
543.50 |
543.50 |
+2.00 |
1,047 |
21,285 |
+40 |
| Feb10 |
090511 |
551.75 |
551.75 |
551.75 |
551.75 |
+2.25 |
283 |
11,859 |
-44 |
| Total Volume and Open Interest |
159,532 |
465,148 |
-2,264 |
| Ethanol(CBOT) |
| May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
| Jun09 |
090511 |
1.680 |
1.695 |
1.680 |
1.691 |
+0.016 |
81 |
639 |
-58 |
| Jul09 |
090511 |
1.700 |
1.700 |
1.700 |
1.700 |
+0.012 |
27 |
725 |
+7 |
| Aug09 |
090511 |
1.718 |
1.718 |
1.718 |
1.718 |
+0.023 |
5 |
174 |
+5 |
| Sep09 |
090511 |
1.710 |
1.710 |
1.710 |
1.710 |
+0.008 |
5 |
168 |
-5 |
| Oct09 |
090511 |
1.700 |
1.710 |
1.700 |
1.706 |
+0.016 |
15 |
276 |
-6 |
| Nov09 |
090511 |
1.720 |
1.720 |
1.705 |
1.712 |
+0.022 |
15 |
411 |
+10 |
| Dec09 |
090511 |
1.720 |
1.720 |
1.710 |
1.715 |
+0.015 |
10 |
470 |
+10 |
| Total Volume and Open Interest |
168 |
4,226 |
-32 |
| US Dollar Index(ICE) |
| Jun09 |
090511 |
82.410 |
82.965 |
82.400 |
82.795 |
+0.155 |
5,585 |
21,855 |
-94 |
| Sep09 |
090511 |
82.810 |
83.300 |
82.800 |
83.155 |
+0.175 |
87 |
2,185 |
+25 |
| Dec09 |
090511 |
83.485 |
83.485 |
83.485 |
83.485 |
+0.130 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
5,672 |
24,049 |
-69 |
| Australian Dollar(CME) |
| Jun09 |
090511 |
76.90 |
76.96 |
75.62 |
75.93 |
-0.82 |
68,406 |
82,212 |
+548 |
| Sep09 |
090511 |
76.00 |
76.30 |
75.20 |
75.47 |
-0.82 |
45 |
534 |
-38 |
| Dec09 |
090511 |
75.50 |
75.87 |
75.05 |
75.05 |
-0.82 |
1 |
19 |
+1 |
| Total Volume and Open Interest |
68,452 |
82,780 |
+511 |
| British Pound(CME) |
| Jun09 |
090511 |
152.25 |
152.45 |
150.67 |
151.33 |
-0.82 |
103,241 |
90,064 |
+316 |
| Sep09 |
090511 |
151.20 |
152.17 |
150.68 |
151.30 |
-0.83 |
23 |
490 |
+8 |
| Dec09 |
090511 |
152.25 |
152.25 |
150.81 |
151.28 |
-0.83 |
0 |
62 |
+0 |
| Total Volume and Open Interest |
103,264 |
90,618 |
+324 |
| Canadian Dollar(CME) |
| Jun09 |
090511 |
87.01 |
87.17 |
85.67 |
86.14 |
-0.73 |
67,048 |
73,555 |
+917 |
| Sep09 |
090511 |
87.00 |
87.17 |
85.77 |
86.21 |
-0.73 |
303 |
2,975 |
+219 |
| Dec09 |
090511 |
86.61 |
87.10 |
86.00 |
86.28 |
-0.74 |
35 |
1,252 |
-2 |
| Mar10 |
090511 |
86.33 |
87.08 |
86.24 |
86.33 |
-0.75 |
7 |
439 |
+3 |
| Total Volume and Open Interest |
67,403 |
78,409 |
+1,133 |
| Japanese Yen(CME) |
| Jun09 |
090511 |
101.37 |
102.86 |
101.22 |
102.68 |
+1.00 |
99,282 |
75,160 |
+183 |
| Sep09 |
090511 |
101.68 |
102.97 |
101.39 |
102.80 |
+0.99 |
154 |
1,104 |
-46 |
| Dec09 |
090511 |
103.20 |
103.20 |
101.91 |
102.96 |
+1.00 |
1 |
111 |
+0 |
| Total Volume and Open Interest |
99,437 |
76,388 |
+137 |
| Swiss Franc(CME) |
| Jun09 |
090511 |
90.63 |
90.78 |
90.07 |
90.18 |
-0.23 |
53,956 |
27,935 |
+1,389 |
| Sep09 |
090511 |
90.31 |
90.76 |
90.25 |
90.31 |
-0.23 |
31 |
240 |
+27 |
| Dec09 |
090511 |
90.66 |
90.76 |
90.45 |
90.45 |
-0.23 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
53,987 |
28,183 |
+1,416 |
| EuroFX(CME) |
| Jun09 |
090511 |
136.54 |
136.68 |
135.55 |
135.95 |
-0.23 |
251,587 |
115,409 |
+3,583 |
| Sep09 |
090511 |
136.12 |
136.57 |
135.47 |
135.88 |
-0.24 |
478 |
1,953 |
+29 |
| Dec09 |
090511 |
136.55 |
136.55 |
135.74 |
135.86 |
-0.26 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
252,065 |
117,420 |
+3,612 |
| Mexican Peso(CME) |
| May09 |
090511 |
763.2 |
766.2 |
763.2 |
763.2 |
-3.0 |
|
|
|
| Jun09 |
090511 |
762.5 |
764.5 |
745.2 |
758.5 |
-3.0 |
13,957 |
41,380 |
-2,517 |
| Total Volume and Open Interest |
14,033 |
45,044 |
-2,477 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090511 |
120~140 |
121~305 |
120~125 |
121~240 |
+1~135 |
279,004 |
686,310 |
+590 |
| Sep09 |
090511 |
119~080 |
120~170 |
119~080 |
120~120 |
+1~135 |
1,136 |
2,206 |
+536 |
| Dec09 |
090511 |
119~095 |
119~095 |
117~280 |
119~095 |
+1~135 |
56 |
221 |
+6 |
| Total Volume and Open Interest |
280,196 |
688,782 |
+1,132 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090511 |
120~135 |
121~120 |
120~130 |
121~085 |
+0~290 |
858,139 |
1,089,851 |
+50,027 |
| Sep09 |
090511 |
118~280 |
119~240 |
118~245 |
119~215 |
+0~290 |
1,889 |
18,699 |
+1,231 |
| Dec09 |
090511 |
118~315 |
118~315 |
118~025 |
118~315 |
+0~290 |
5 |
5 |
+5 |
| Total Volume and Open Interest |
860,033 |
1,108,555 |
+51,263 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090511 |
116~090 |
117~038 |
116~088 |
117~031 |
+0~078 |
468,189 |
815,726 |
-3,578 |
| Sep09 |
090511 |
116~027 |
116~071 |
116~027 |
116~066 |
+0~081 |
4,384 |
8,575 |
+1,815 |
| Dec09 |
090511 |
54~018 |
54~018 |
53~065 |
54~018 |
+0~081 |
|
|
|
| Total Volume and Open Interest |
472,573 |
824,301 |
-1,763 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090511 |
108~098 |
108~105 |
108~098 |
108~105 |
+0~022 |
165 |
463,975 |
-3,244 |
| Sep09 |
090511 |
108~026 |
108~034 |
108~007 |
108~034 |
+0~027 |
1,638 |
1,778 |
+1,506 |
| Dec09 |
090511 |
107~104 |
107~104 |
107~081 |
107~104 |
+0~023 |
|
|
|
| Total Volume and Open Interest |
130,621 |
465,753 |
-1,738 |
| Eurodollars(CME) |
| Jun09 |
090511 |
99.175 |
99.215 |
99.175 |
99.195 |
+0.025 |
220,522 |
995,900 |
-11,365 |
| Sep09 |
090511 |
99.115 |
99.165 |
99.115 |
99.145 |
+0.025 |
238,079 |
969,738 |
+20,638 |
| Dec09 |
090511 |
98.905 |
98.955 |
98.900 |
98.935 |
+0.035 |
203,703 |
755,673 |
+908 |
| Mar10 |
090511 |
98.735 |
98.825 |
98.735 |
98.805 |
+0.060 |
202,770 |
708,392 |
-866 |
| Jun10 |
090511 |
98.480 |
98.580 |
98.480 |
98.560 |
+0.080 |
241,082 |
523,391 |
-3,389 |
| Sep10 |
090511 |
98.205 |
98.320 |
98.205 |
98.300 |
+0.100 |
204,431 |
444,083 |
+672 |
| Dec10 |
090511 |
97.895 |
98.010 |
97.875 |
97.995 |
+0.120 |
192,738 |
465,205 |
+5,939 |
| Mar11 |
090511 |
97.620 |
97.750 |
97.610 |
97.735 |
+0.135 |
141,239 |
302,756 |
+4,902 |
| Jun11 |
090511 |
97.310 |
97.460 |
97.310 |
97.450 |
+0.145 |
73,672 |
266,068 |
+9,353 |
| Sep11 |
090511 |
97.050 |
97.210 |
97.050 |
97.195 |
+0.145 |
56,858 |
164,529 |
+654 |
| Dec11 |
090511 |
96.805 |
96.970 |
96.805 |
96.950 |
+0.150 |
47,571 |
112,285 |
-1,827 |
| Mar12 |
090511 |
96.650 |
96.815 |
96.650 |
96.790 |
+0.145 |
46,172 |
92,321 |
+2,507 |
| Jun12 |
090511 |
96.585 |
96.655 |
96.570 |
96.635 |
+0.145 |
21,232 |
88,752 |
+1,512 |
| Sep12 |
090511 |
96.405 |
96.525 |
96.405 |
96.505 |
+0.145 |
15,533 |
61,608 |
+293 |
| Dec12 |
090511 |
96.225 |
96.390 |
96.225 |
96.365 |
+0.140 |
15,823 |
53,455 |
+2,995 |
| Mar13 |
090511 |
96.205 |
96.325 |
96.205 |
96.300 |
+0.140 |
15,517 |
54,233 |
+999 |
| Jun13 |
090511 |
96.165 |
96.230 |
96.125 |
96.205 |
+0.140 |
6,192 |
22,641 |
+94 |
| Sep13 |
090511 |
96.065 |
96.140 |
96.045 |
96.120 |
+0.135 |
4,176 |
38,720 |
+761 |
| Total Volume and Open Interest |
1,981,146 |
6,362,179 |
+40,032 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090511 |
99.810 |
99.815 |
99.805 |
99.810 |
+0.005 |
5,288 |
64,534 |
+2,501 |
| Jun09 |
090511 |
99.815 |
99.815 |
99.810 |
99.810 |
unch |
4,134 |
46,993 |
+574 |
| Jul09 |
090511 |
99.790 |
99.800 |
99.790 |
99.790 |
unch |
2,221 |
37,203 |
+156 |
| Aug09 |
090511 |
99.760 |
99.770 |
99.760 |
99.765 |
unch |
2,763 |
37,435 |
+625 |
| Sep09 |
090511 |
99.740 |
99.750 |
99.735 |
99.740 |
unch |
2,663 |
30,430 |
+96 |
| Oct09 |
090511 |
99.720 |
99.725 |
99.705 |
99.715 |
unch |
3,207 |
30,015 |
+1,077 |
| Total Volume and Open Interest |
27,742 |
391,682 |
+6,679 |
| 30 Day Fed Funds(e-CBOT) |
| May09 |
090511 |
99.810 |
99.815 |
99.810 |
99.812 |
+0.012 |
|
|
|
| Jun09 |
090511 |
99.815 |
99.815 |
99.810 |
99.815 |
+0.015 |
3,103 |
46,419 |
-2,209 |
| Jul09 |
090511 |
99.790 |
99.800 |
99.790 |
99.795 |
+0.010 |
1,559 |
37,047 |
-351 |
| Aug09 |
090511 |
99.760 |
99.770 |
99.760 |
99.765 |
+0.005 |
|
|
|
| Sep09 |
090511 |
99.740 |
99.750 |
99.735 |
99.740 |
unch |
3,034 |
30,334 |
-1,687 |
| Oct09 |
090511 |
99.720 |
99.725 |
99.705 |
99.715 |
unch |
4,531 |
28,938 |
+1,092 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090511 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
| Sep09 |
090511 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Dec09 |
090511 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Mar10 |
090511 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
|
|
|
| Jun10 |
090511 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.01 |
|
|
|
| Sep10 |
090511 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
| Dec10 |
090511 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
|
|
|
| Mar11 |
090511 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.01 |
|
|
|
| Jun11 |
090511 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
| Sep11 |
090511 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090511 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
900 |
12,852 |
+500 |
| Sep09 |
090511 |
99.54 |
99.54 |
99.53 |
99.53 |
+0.01 |
100 |
4,455 |
+100 |
| Dec09 |
090511 |
99.53 |
99.53 |
99.53 |
99.53 |
0.00 |
500 |
2,567 |
+400 |
| Mar10 |
090511 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
650 |
2,227 |
+100 |
| Jun10 |
090511 |
99.46 |
99.46 |
99.46 |
99.46 |
0.00 |
100 |
800 |
+100 |
| Sep10 |
090511 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
0 |
281 |
+0 |
| Dec10 |
090511 |
99.33 |
99.33 |
99.33 |
99.33 |
0.00 |
0 |
252 |
+0 |
| Mar11 |
090511 |
99.25 |
99.25 |
99.25 |
99.25 |
0.00 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
2,250 |
25,437 |
+16 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090508 |
137.07 |
137.16 |
136.60 |
136.68 |
-0.47 |
3,709 |
12,730 |
+333 |
| Sep09 |
090511 |
136.87 |
136.87 |
136.87 |
136.87 |
+0.19 |
|
|
|
| Dec09 |
090511 |
136.87 |
136.87 |
136.87 |
136.87 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
2,672 |
13,811 |
+1,081 |
| Euro-Bund(EUREX) |
| Jun09 |
090511 |
120.31 |
121.00 |
120.30 |
120.87 |
-1.22 |
545,802 |
806,300 |
-28,604 |
| Sep09 |
090511 |
119.71 |
120.41 |
119.71 |
120.30 |
-1.26 |
736 |
23,456 |
+604 |
| Dec09 |
090511 |
119.50 |
119.50 |
119.50 |
119.50 |
-1.59 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
546,538 |
829,766 |
-28,000 |
| Euro-Bobl(EUREX) |
| Jun09 |
090505 |
115.66 |
116.00 |
115.60 |
115.94 |
-0.22 |
425,196 |
716,979 |
+6,959 |
| Sep09 |
090511 |
115.21 |
115.28 |
115.20 |
115.20 |
+0.18 |
3,131 |
43,658 |
+2,716 |
| Dec09 |
090511 |
115.05 |
115.05 |
115.05 |
115.05 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
677,010 |
778,213 |
-3,343 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
| Sep09 |
090511 |
98.895 |
98.895 |
98.850 |
98.855 |
+0.085 |
659 |
7,354 |
+81 |
| Dec09 |
090511 |
98.740 |
98.740 |
98.700 |
98.700 |
+0.095 |
127 |
4,699 |
+111 |
| Total Volume and Open Interest |
1,288 |
31,575 |
+598 |
| Long Gilt(LIFFE) |
| Jun09 |
090511 |
118~22 |
119~11 |
118~21 |
119~04 |
+0~05 |
122,275 |
0 |
+0 |
| Sep09 |
090511 |
118~00 |
118~00 |
117~31 |
117~31 |
+0~19 |
5 |
3,863 |
+0 |
| Total Volume and Open Interest |
146,337 |
313,697 |
+2,380 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090511 |
98.76 |
98.77 |
98.69 |
98.73 |
-0.02 |
63,590 |
320,723 |
+11,767 |
| Sep09 |
090511 |
98.71 |
98.74 |
98.65 |
98.69 |
-0.03 |
76,882 |
286,149 |
-10,909 |
| Dec09 |
090511 |
98.44 |
98.49 |
98.38 |
98.43 |
-0.02 |
69,218 |
282,154 |
+5,529 |
| Mar10 |
090511 |
98.21 |
98.28 |
98.16 |
98.21 |
-0.02 |
77,123 |
323,226 |
+8,595 |
| Jun10 |
090511 |
97.90 |
97.96 |
97.84 |
97.89 |
unch |
94,350 |
251,461 |
-3,718 |
| Sep10 |
090511 |
97.54 |
97.64 |
97.52 |
97.56 |
+0.02 |
85,633 |
227,776 |
-5,705 |
| Total Volume and Open Interest |
587,390 |
2,109,585 |
+9,361 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090511 |
98.845 |
98.850 |
98.815 |
98.825 |
-0.015 |
235,364 |
612,179 |
-15,814 |
| Sep09 |
090511 |
98.890 |
98.900 |
98.845 |
98.855 |
-0.025 |
251,806 |
544,767 |
+11,114 |
| Dec09 |
090511 |
98.735 |
98.750 |
98.685 |
98.700 |
-0.025 |
233,441 |
494,312 |
+14,221 |
| Total Volume and Open Interest |
1,537,289 |
3,422,554 |
+29,785 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090511 |
96.82 |
96.88 |
96.82 |
96.88 |
+0.04 |
10,415 |
263,661 |
-17,848 |
| Sep09 |
090511 |
96.93 |
96.99 |
96.93 |
96.99 |
+0.04 |
22,205 |
250,780 |
+1,687 |
| Dec09 |
090511 |
96.86 |
96.93 |
96.85 |
96.92 |
+0.05 |
10,358 |
133,260 |
+798 |
| Mar10 |
090511 |
96.58 |
96.65 |
96.58 |
96.64 |
+0.06 |
4,138 |
91,243 |
-2,661 |
| Jun10 |
090511 |
96.19 |
96.28 |
96.19 |
96.28 |
+0.08 |
2,996 |
66,958 |
-1,195 |
| Sep10 |
090511 |
95.82 |
95.90 |
95.82 |
95.90 |
+0.09 |
2,047 |
37,823 |
+37 |
| Dec10 |
090511 |
95.47 |
95.53 |
95.46 |
95.53 |
+0.09 |
1,039 |
25,337 |
+645 |
| Mar11 |
090511 |
95.20 |
95.20 |
95.20 |
95.20 |
+0.09 |
287 |
13,932 |
+34 |
| Jun11 |
090511 |
94.88 |
94.88 |
94.88 |
94.88 |
+0.08 |
74 |
3,033 |
+74 |
| Sep11 |
090511 |
94.60 |
94.60 |
94.60 |
94.60 |
+0.08 |
14 |
625 |
+14 |
| Total Volume and Open Interest |
53,579 |
887,331 |
-18,409 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090511 |
95.05 |
95.10 |
95.03 |
95.09 |
+0.05 |
29,349 |
318,025 |
+318,025 |
| Sep09 |
090511 |
95.04 |
95.04 |
95.04 |
95.04 |
+0.04 |
0 |
202 |
+0 |
| Total Volume and Open Interest |
29,349 |
318,227 |
+4,818 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090511 |
96.12 |
96.18 |
96.08 |
96.17 |
+0.04 |
76,395 |
518,488 |
-26,307 |
| Sep09 |
090511 |
96.17 |
96.17 |
96.17 |
96.17 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
76,395 |
518,488 |
-26,307 |
| Gold(CMX) |
| Jun09 |
090511 |
917.0 |
918.4 |
908.8 |
913.5 |
-1.4 |
124,794 |
222,222 |
+1,883 |
| Aug09 |
090511 |
918.0 |
920.3 |
911.0 |
915.4 |
-1.3 |
11,248 |
34,074 |
+5,724 |
| Oct09 |
090511 |
919.5 |
920.7 |
914.8 |
916.9 |
-1.3 |
525 |
7,349 |
-1 |
| Dec09 |
090511 |
921.8 |
923.2 |
914.9 |
918.5 |
-1.3 |
4,263 |
29,421 |
+1,525 |
| Feb10 |
090511 |
923.3 |
924.5 |
920.0 |
920.0 |
-1.4 |
45 |
5,165 |
+4 |
| Apr10 |
090511 |
921.4 |
923.7 |
920.1 |
921.4 |
-1.5 |
3,825 |
11,257 |
+2,670 |
| Jun10 |
090511 |
922.8 |
922.9 |
922.8 |
922.9 |
-1.6 |
376 |
6,261 |
+241 |
| Aug10 |
090511 |
924.7 |
924.7 |
924.7 |
924.7 |
-1.7 |
5 |
476 |
+0 |
| Oct10 |
090511 |
926.7 |
926.7 |
926.7 |
926.7 |
-1.7 |
0 |
502 |
+0 |
| Dec10 |
090511 |
927.6 |
929.1 |
927.6 |
928.8 |
-1.8 |
702 |
10,720 |
+156 |
| Feb11 |
090511 |
931.3 |
931.3 |
931.3 |
931.3 |
-1.9 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
146,529 |
353,519 |
+12,352 |
| Silver(CMX) |
| May09 |
090511 |
1402.0 |
1402.0 |
1375.0 |
1389.0 |
-4.5 |
206 |
1,204 |
-78 |
| Jul09 |
090511 |
1401.0 |
1403.5 |
1368.0 |
1391.0 |
-4.5 |
23,378 |
55,691 |
+2,080 |
| Sep09 |
090511 |
1404.5 |
1404.5 |
1378.5 |
1393.1 |
-4.5 |
1,110 |
6,691 |
+94 |
| Dec09 |
090511 |
1402.0 |
1402.0 |
1375.0 |
1395.2 |
-4.6 |
1,091 |
14,025 |
+12 |
| Mar10 |
090511 |
1397.5 |
1397.5 |
1397.0 |
1397.0 |
-4.6 |
33 |
5,453 |
-4 |
| May10 |
090511 |
1398.0 |
1398.0 |
1398.0 |
1398.0 |
-4.6 |
135 |
1,568 |
+105 |
| Jul10 |
090511 |
1399.4 |
1399.4 |
1399.4 |
1399.4 |
-4.7 |
16 |
2,407 |
+3 |
| Total Volume and Open Interest |
26,474 |
93,930 |
+2,366 |
| Platinum(NYMEX) |
| Jul09 |
090511 |
1154.8 |
1159.5 |
1117.0 |
1120.7 |
-26.4 |
2,204 |
19,940 |
+107 |
| Oct09 |
090511 |
1141.0 |
1141.0 |
1124.1 |
1125.6 |
-26.5 |
28 |
808 |
+21 |
| Jan10 |
090511 |
1127.7 |
1127.7 |
1127.7 |
1127.7 |
-25.9 |
3 |
2 |
-3 |
| Total Volume and Open Interest |
2,235 |
20,750 |
+125 |
| Palladium(NYMEX) |
| Jun09 |
090511 |
242.30 |
245.80 |
235.25 |
237.00 |
-5.30 |
2,765 |
12,919 |
-90 |
| Sep09 |
090511 |
246.10 |
246.95 |
237.00 |
238.15 |
-5.30 |
187 |
1,887 |
+116 |
| Dec09 |
090511 |
245.00 |
245.00 |
238.00 |
239.30 |
-5.30 |
4 |
33 |
+2 |
| Total Volume and Open Interest |
2,956 |
14,839 |
+28 |
| Copper(CMX) |
| May09 |
090511 |
214.55 |
214.55 |
206.25 |
209.35 |
-5.35 |
352 |
3,818 |
-175 |
| Jul09 |
090511 |
214.50 |
215.40 |
205.80 |
208.85 |
-5.70 |
14,180 |
72,694 |
+1,588 |
| Sep09 |
090511 |
212.20 |
212.20 |
206.35 |
209.60 |
-5.35 |
2,056 |
15,336 |
+386 |
| Dec09 |
090511 |
212.50 |
212.50 |
208.00 |
210.30 |
-5.15 |
539 |
4,257 |
+163 |
| Mar10 |
090511 |
210.55 |
210.55 |
210.55 |
210.55 |
-4.90 |
4 |
779 |
-2 |
| Total Volume and Open Interest |
17,736 |
106,098 |
+1,679 |
| Aluminum(CMX) |
| May09 |
090511 |
0.70 |
0.70 |
0.70 |
0.70 |
-0.01 |
|
|
|
| Jun09 |
090511 |
0.71 |
0.71 |
0.71 |
0.71 |
unch |
|
|
|
| Jul09 |
090511 |
0.71 |
0.71 |
0.71 |
0.71 |
-0.01 |
|
|
|
| Aug09 |
090511 |
0.72 |
0.72 |
0.72 |
0.72 |
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 |
090511 |
8504 |
8504 |
8370 |
8402 |
-114 |
754 |
12,855 |
+68 |
| Sep09 |
090511 |
8348 |
8462 |
8348 |
8348 |
-114 |
8 |
817 |
-1 |
| Dec09 |
090511 |
8350 |
8350 |
8292 |
8292 |
-114 |
0 |
1 |
+0 |
| Mar10 |
090511 |
8252 |
8366 |
8252 |
8252 |
-114 |
|
|
|
| Total Volume and Open Interest |
762 |
13,673 |
+67 |
| S & P 500(CME) |
| Jun09 |
090511 |
921.80 |
922.70 |
905.90 |
909.00 |
-15.70 |
31,520 |
422,613 |
-2,963 |
| Sep09 |
090511 |
908.20 |
910.50 |
903.00 |
904.80 |
-15.70 |
1,584 |
25,889 |
+378 |
| Dec09 |
090511 |
900.80 |
906.00 |
900.00 |
900.80 |
-15.70 |
550 |
3,567 |
+461 |
| Mar10 |
090511 |
898.00 |
903.40 |
897.40 |
898.00 |
-15.90 |
500 |
3,190 |
+300 |
| Total Volume and Open Interest |
34,154 |
455,261 |
-1,824 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090511 |
921.00 |
923.00 |
905.75 |
909.00 |
-15.75 |
|
|
|
| Sep09 |
090511 |
921.75 |
921.75 |
901.50 |
904.75 |
-15.75 |
4,310 |
56,850 |
-207 |
| Total Volume and Open Interest |
2,747,905 |
2,636,560 |
-19,316 |
| NASDAQ 100(CME) |
| Jun09 |
090511 |
1382.00 |
1411.00 |
1366.50 |
1396.80 |
+7.30 |
3,838 |
21,922 |
-355 |
| Sep09 |
090511 |
1395.50 |
1396.50 |
1395.50 |
1395.50 |
+7.00 |
1 |
1 |
+1 |
| Dec09 |
090511 |
1398.50 |
1399.50 |
1398.50 |
1398.50 |
+7.00 |
2 |
2 |
+2 |
| Total Volume and Open Interest |
3,841 |
21,925 |
-352 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090511 |
1387.00 |
1409.80 |
1366.00 |
1396.80 |
+7.30 |
|
|
|
| Sep09 |
090511 |
1377.30 |
1408.00 |
1365.80 |
1395.50 |
+7.00 |
79 |
928 |
-5 |
| Total Volume and Open Interest |
392,632 |
288,963 |
+4,253 |
| S & P Midcap 400(CME) |
| Jun09 |
090511 |
573.00 |
579.25 |
568.00 |
574.40 |
-8.90 |
46 |
4,746 |
-26 |
| Sep09 |
090511 |
572.40 |
572.40 |
571.80 |
572.40 |
-8.90 |
|
|
|
| Dec09 |
090511 |
570.40 |
570.40 |
569.80 |
570.40 |
-8.90 |
|
|
|
| Total Volume and Open Interest |
46 |
4,746 |
-26 |
| Russell 2000(CME) |
| Jun09 |
090511 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
4 |
5,587 |
+78 |
| Sep09 |
090511 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,015 |
-271 |
| Dec09 |
090511 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,733 |
-1 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090511 |
9485 |
9510 |
9340 |
9455 |
-5 |
89,581 |
184,789 |
+5,536 |
| Sep09 |
090511 |
9470 |
9470 |
9360 |
9460 |
-5 |
89 |
450 |
+3 |
| Total Volume and Open Interest |
92,929 |
192,128 |
+3,398 |
| Nikkei 225(SGX) |
| Jun09 |
090511 |
9485 |
9510 |
9340 |
9455 |
-5 |
89,581 |
184,789 |
+5,536 |
| Sep09 |
090511 |
9470 |
9470 |
9360 |
9460 |
-5 |
89 |
450 |
+3 |
| Dec09 |
090511 |
9415 |
9415 |
9415 |
9415 |
-10 |
0 |
277 |
+0 |
| Total Volume and Open Interest |
92,929 |
192,128 |
+3,398 |
| CAC 40(EURONEXT) |
| May09 |
090511 |
3301.5 |
3314.0 |
3208.5 |
3233.0 |
-64.0 |
163,017 |
432,272 |
+28,300 |
| Jun09 |
090511 |
3256.0 |
3258.0 |
3155.5 |
3179.5 |
-64.5 |
13,230 |
62,737 |
+11,110 |
| Jul09 |
090511 |
3174.5 |
3176.5 |
3171.5 |
3176.0 |
-64.5 |
40 |
122 |
+26 |
| Total Volume and Open Interest |
176,297 |
498,349 |
+39,436 |
| Hang Seng Index(HKFE) |
| May09 |
090511 |
17280 |
17556 |
16805 |
16810 |
-365 |
92,194 |
86,732 |
-6,743 |
| Jun09 |
090511 |
17221 |
17475 |
16746 |
16746 |
-359 |
946 |
6,726 |
+2,792 |
| Total Volume and Open Interest |
93,190 |
95,098 |
-3,785 |
| DAX(EUREX) |
| Jun09 |
090511 |
4923.0 |
4937.0 |
4835.0 |
4869.0 |
+56.5 |
164,305 |
160,177 |
+5,527 |
| Sep09 |
090511 |
4929.0 |
4929.0 |
4843.5 |
4875.0 |
+56.5 |
258 |
6,580 |
-14 |
| Dec09 |
090511 |
4938.5 |
4938.5 |
4853.0 |
4884.5 |
+57.0 |
80 |
2,226 |
-13 |
| Total Volume and Open Interest |
|
|
|
| FT-SE 100(EURONEXT) |
| Jun09 |
090511 |
4442.00 |
4444.50 |
4372.50 |
4401.00 |
-36.00 |
193,318 |
717,797 |
-603 |
| Sep09 |
090511 |
4385.00 |
4385.00 |
4345.00 |
4366.00 |
-37.00 |
275 |
1,001 |
-140 |
| Dec09 |
090511 |
4330.00 |
4346.50 |
4323.00 |
4340.00 |
-36.50 |
227 |
2,269 |
+200 |
| Total Volume and Open Interest |
193,820 |
721,067 |
-543 |
| SPI 200(SFE) |
| Jun09 |
090511 |
3923.0 |
3989.0 |
3892.0 |
3931.0 |
+6.0 |
23,976 |
313,189 |
-10,370 |
| Sep09 |
090511 |
3929.0 |
3934.0 |
3877.0 |
3898.0 |
+5.0 |
448 |
2,743 |
+101 |
| Dec09 |
090511 |
3898.0 |
3898.0 |
3898.0 |
3898.0 |
+9.0 |
107 |
2,768 |
-103 |
| Total Volume and Open Interest |
24,531 |
320,409 |
-10,372 |
| GSCI(CME) |
| May09 |
090511 |
404.00 |
408.00 |
403.50 |
407.50 |
-2.50 |
3,309 |
11,555 |
-2,588 |
| Jun09 |
090511 |
410.00 |
415.45 |
408.60 |
412.35 |
-3.05 |
3,332 |
3,646 |
+3,233 |
| Jul09 |
090511 |
416.50 |
419.00 |
413.50 |
416.50 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
6,641 |
15,201 |
+645 |
| Reuters CCI(ICE) |
| Jun09 |
090511 |
241.50 |
241.50 |
241.50 |
241.50 |
-1.20 |
0 |
50 |
+0 |
| Aug09 |
090511 |
414.25 |
414.25 |
414.25 |
414.25 |
+5.25 |
0 |
420 |
+0 |
| Nov09 |
090511 |
425.25 |
425.25 |
425.25 |
425.25 |
+4.25 |
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. |
|
|