|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue May 12, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May09 |
090512 |
1129.00 |
1139.00 |
1115.00 |
1137.50 |
+7.50 |
2,010 |
2,335 |
-1,357 |
Jul09 |
090512 |
1115.75 |
1127.50 |
1102.00 |
1117.50 |
+1.50 |
70,559 |
207,345 |
+1,665 |
Aug09 |
090512 |
1075.00 |
1087.25 |
1064.00 |
1075.00 |
-1.00 |
6,963 |
14,734 |
+1,211 |
Sep09 |
090512 |
1023.00 |
1027.75 |
1018.50 |
1023.50 |
-1.50 |
1,161 |
8,614 |
+594 |
Nov09 |
090512 |
982.25 |
995.75 |
978.00 |
979.50 |
-3.50 |
20,634 |
128,354 |
+859 |
Jan10 |
090512 |
985.00 |
998.00 |
982.00 |
983.75 |
-3.00 |
1,027 |
11,084 |
+236 |
Mar10 |
090512 |
988.00 |
995.00 |
981.00 |
982.00 |
-2.00 |
471 |
4,387 |
+318 |
Total Volume and Open Interest |
103,621 |
398,738 |
+3,599 |
Soybean Meal(CBOT) |
May09 |
090512 |
362.40 |
366.50 |
360.40 |
366.20 |
+3.80 |
1,154 |
2,103 |
-698 |
Jul09 |
090512 |
345.10 |
347.40 |
340.50 |
346.70 |
+2.30 |
28,739 |
79,561 |
+1,477 |
Aug09 |
090512 |
326.40 |
329.00 |
323.70 |
328.20 |
+1.80 |
5,013 |
13,850 |
+602 |
Sep09 |
090512 |
311.00 |
311.00 |
307.50 |
310.20 |
+1.80 |
1,547 |
9,800 |
+255 |
Oct09 |
090512 |
290.40 |
290.60 |
286.00 |
287.40 |
-0.20 |
1,612 |
10,277 |
+613 |
Dec09 |
090512 |
282.00 |
284.80 |
280.00 |
281.70 |
-0.20 |
6,693 |
24,868 |
+1,394 |
Jan10 |
090512 |
279.50 |
281.00 |
278.10 |
279.30 |
-0.20 |
156 |
2,921 |
+47 |
Mar10 |
090512 |
277.40 |
289.70 |
277.00 |
277.40 |
unch |
154 |
2,585 |
+0 |
Total Volume and Open Interest |
45,543 |
148,887 |
+3,810 |
Soybean Oil(CBOT) |
May09 |
090512 |
39.68 |
39.90 |
39.23 |
39.39 |
+0.11 |
3,251 |
2,320 |
-507 |
Jul09 |
090512 |
39.59 |
40.20 |
39.28 |
39.68 |
+0.10 |
34,738 |
128,253 |
+390 |
Aug09 |
090512 |
39.80 |
40.34 |
39.53 |
39.85 |
+0.10 |
3,069 |
18,519 |
+237 |
Sep09 |
090512 |
40.26 |
40.33 |
39.80 |
40.01 |
+0.10 |
2,115 |
12,112 |
+778 |
Oct09 |
090512 |
40.02 |
40.66 |
39.89 |
40.13 |
+0.10 |
1,055 |
7,142 |
+259 |
Dec09 |
090512 |
40.34 |
40.98 |
40.08 |
40.44 |
+0.10 |
5,286 |
29,681 |
+462 |
Jan10 |
090512 |
40.53 |
40.90 |
40.53 |
40.67 |
+0.12 |
46 |
1,991 |
+19 |
Mar10 |
090512 |
41.08 |
41.13 |
40.84 |
40.92 |
+0.12 |
16 |
1,396 |
-3 |
Total Volume and Open Interest |
49,746 |
208,995 |
+1,734 |
Canola(WCE) |
May09 |
090512 |
471.1 |
471.1 |
471.1 |
471.1 |
+2.2 |
|
|
|
Jul09 |
090512 |
464.6 |
468.0 |
462.5 |
466.1 |
+2.2 |
11,774 |
72,839 |
-82 |
Nov09 |
090512 |
460.1 |
464.5 |
460.1 |
463.6 |
+3.0 |
5,288 |
36,278 |
+348 |
Jan10 |
090512 |
464.0 |
468.9 |
464.0 |
468.2 |
+3.9 |
5 |
1,438 |
+3 |
Mar10 |
090512 |
467.4 |
470.7 |
467.4 |
470.0 |
+4.5 |
3 |
910 |
+0 |
Total Volume and Open Interest |
17,070 |
112,210 |
+269 |
Corn(CBOT) |
May09 |
090512 |
414.75 |
423.25 |
413.00 |
419.50 |
+6.00 |
2,725 |
4,661 |
-1,135 |
Jul09 |
090512 |
421.25 |
431.75 |
420.00 |
427.50 |
+6.25 |
102,392 |
353,750 |
+5,903 |
Sep09 |
090512 |
429.00 |
439.50 |
428.75 |
436.25 |
+6.75 |
16,830 |
100,321 |
-802 |
Dec09 |
090512 |
440.00 |
450.25 |
439.25 |
448.00 |
+7.75 |
45,835 |
240,808 |
+7,420 |
Mar10 |
090512 |
450.50 |
460.75 |
450.50 |
458.75 |
+8.00 |
9,428 |
39,437 |
+1,733 |
May10 |
090512 |
457.75 |
468.00 |
457.75 |
466.75 |
+7.75 |
2,271 |
7,185 |
+166 |
Total Volume and Open Interest |
191,309 |
808,431 |
+17,078 |
Wheat(CBOT) |
May09 |
090512 |
584.50 |
584.50 |
569.50 |
582.50 |
+2.00 |
598 |
683 |
-353 |
Jul09 |
090512 |
591.00 |
597.50 |
579.25 |
592.75 |
+2.00 |
55,441 |
167,704 |
+2,688 |
Sep09 |
090512 |
617.00 |
623.00 |
605.75 |
619.50 |
+2.50 |
18,023 |
52,808 |
+4,822 |
Dec09 |
090512 |
639.00 |
645.00 |
627.50 |
641.75 |
+2.50 |
11,422 |
58,112 |
+2,417 |
Mar10 |
090512 |
654.50 |
660.00 |
643.00 |
656.75 |
+2.75 |
466 |
3,254 |
+133 |
Total Volume and Open Interest |
87,487 |
295,982 |
+9,927 |
Wheat(KCBT) |
May09 |
090512 |
629.00 |
634.00 |
629.00 |
634.00 |
+4.50 |
13 |
20 |
-178 |
Jul09 |
090512 |
633.50 |
642.50 |
623.00 |
637.50 |
+3.50 |
8,623 |
42,393 |
+474 |
Sep09 |
090512 |
644.00 |
652.00 |
633.50 |
647.75 |
+3.50 |
1,190 |
10,228 |
+207 |
Dec09 |
090512 |
662.00 |
668.00 |
649.00 |
662.75 |
+3.00 |
1,726 |
21,831 |
+1,067 |
Mar10 |
090512 |
679.25 |
679.25 |
662.00 |
676.25 |
+3.00 |
92 |
815 |
+0 |
Total Volume and Open Interest |
11,724 |
77,900 |
+1,620 |
Wheat(MGE) |
May09 |
090512 |
698.00 |
698.00 |
698.00 |
698.00 |
+5.25 |
0 |
2 |
-2 |
Jul09 |
090512 |
696.75 |
707.00 |
695.00 |
704.75 |
+7.25 |
2,424 |
14,466 |
+150 |
Sep09 |
090512 |
694.75 |
703.50 |
692.25 |
700.25 |
+5.50 |
746 |
7,831 |
+94 |
Dec09 |
090512 |
707.25 |
710.50 |
699.50 |
708.00 |
+4.50 |
429 |
5,721 |
+65 |
Mar10 |
090512 |
717.25 |
719.25 |
708.75 |
718.00 |
+4.25 |
181 |
874 |
-10 |
Total Volume and Open Interest |
3,933 |
29,445 |
+304 |
Oats(CBOT) |
May09 |
090512 |
231.50 |
231.50 |
228.50 |
231.50 |
+3.00 |
0 |
7 |
+0 |
Jul09 |
090512 |
232.00 |
237.75 |
230.25 |
235.50 |
+3.00 |
1,401 |
7,568 |
-535 |
Sep09 |
090512 |
241.00 |
245.00 |
239.25 |
244.00 |
+3.00 |
44 |
131 |
-9 |
Dec09 |
090512 |
253.25 |
258.00 |
251.50 |
256.00 |
+2.50 |
569 |
5,578 |
+191 |
Total Volume and Open Interest |
2,014 |
13,301 |
-353 |
Rough Rice(CBOT) |
May09 |
090512 |
12.48 |
12.49 |
12.01 |
12.01 |
-0.44 |
34 |
35 |
-3 |
Jul09 |
090512 |
12.59 |
12.71 |
12.15 |
12.18 |
-0.47 |
362 |
3,828 |
-38 |
Sep09 |
090512 |
12.27 |
12.39 |
11.87 |
11.87 |
-0.47 |
24 |
1,776 |
-2 |
Nov09 |
090512 |
12.48 |
12.52 |
11.97 |
11.97 |
-0.50 |
17 |
1,698 |
-3 |
Total Volume and Open Interest |
439 |
7,834 |
-47 |
Live Cattle(CME) |
Jun09 |
090512 |
83.400 |
83.900 |
83.100 |
83.200 |
-0.085 |
22,631 |
68,433 |
-6,989 |
Aug09 |
090512 |
83.950 |
84.400 |
83.450 |
83.580 |
-0.320 |
16,662 |
71,906 |
+3,184 |
Oct09 |
090512 |
88.500 |
89.350 |
88.500 |
88.700 |
unch |
6,339 |
39,630 |
+1,630 |
Dec09 |
090512 |
91.000 |
91.330 |
90.600 |
90.900 |
+0.070 |
1,753 |
14,906 |
+547 |
Feb10 |
090512 |
92.350 |
92.700 |
91.885 |
92.330 |
+0.030 |
539 |
6,127 |
+5 |
Apr10 |
090512 |
92.885 |
93.200 |
92.550 |
92.885 |
+0.035 |
600 |
2,101 |
-12 |
Total Volume and Open Interest |
48,679 |
203,491 |
-1,628 |
Feeder Cattle(CME) |
May09 |
090512 |
99.650 |
99.700 |
99.150 |
99.330 |
-0.220 |
820 |
3,724 |
-277 |
Aug09 |
090512 |
101.600 |
102.000 |
101.200 |
101.450 |
-0.150 |
2,253 |
12,309 |
+426 |
Sep09 |
090512 |
101.950 |
102.200 |
101.200 |
101.550 |
-0.335 |
268 |
2,196 |
+198 |
Oct09 |
090512 |
102.000 |
102.500 |
101.550 |
102.050 |
-0.700 |
120 |
2,128 |
+51 |
Nov09 |
090512 |
101.930 |
102.300 |
101.700 |
102.135 |
-0.015 |
47 |
637 |
+23 |
Jan10 |
090512 |
100.000 |
100.900 |
100.000 |
100.900 |
+0.100 |
0 |
46 |
+0 |
Mar10 |
090512 |
100.000 |
100.000 |
100.000 |
100.000 |
unch |
0 |
8 |
+0 |
Total Volume and Open Interest |
3,508 |
21,049 |
+421 |
Lean Hogs(CME) |
May09 |
090512 |
61.300 |
61.800 |
61.300 |
61.750 |
+0.650 |
751 |
2,547 |
-167 |
Jun09 |
090512 |
67.800 |
69.430 |
67.800 |
68.930 |
+1.145 |
17,779 |
54,475 |
-2,838 |
Jul09 |
090512 |
69.750 |
70.975 |
69.750 |
70.600 |
+0.850 |
11,588 |
28,041 |
+2,949 |
Aug09 |
090512 |
70.450 |
71.475 |
70.450 |
70.850 |
+0.600 |
4,665 |
28,434 |
+317 |
Oct09 |
090512 |
65.800 |
66.950 |
65.800 |
66.700 |
+0.975 |
5,621 |
20,024 |
+903 |
Dec09 |
090512 |
65.400 |
66.100 |
65.400 |
65.785 |
+0.885 |
879 |
6,200 |
-10 |
Feb10 |
090512 |
69.000 |
69.700 |
69.000 |
69.535 |
+0.785 |
259 |
1,492 |
+159 |
Apr10 |
090512 |
72.330 |
72.500 |
72.225 |
72.475 |
+0.475 |
31 |
730 |
+20 |
Total Volume and Open Interest |
41,589 |
142,312 |
+1,347 |
Pork Bellies(CME) |
May09 |
090512 |
78.000 |
79.200 |
78.000 |
78.000 |
unch |
1 |
7 |
-16 |
Jul09 |
090512 |
80.200 |
80.400 |
78.550 |
78.550 |
-0.500 |
140 |
743 |
+33 |
Aug09 |
090512 |
80.400 |
81.600 |
80.400 |
80.400 |
-0.200 |
7 |
106 |
+2 |
Feb10 |
090512 |
91.250 |
91.250 |
91.250 |
91.250 |
+0.250 |
0 |
7 |
+0 |
Mar10 |
090512 |
91.750 |
91.750 |
91.750 |
91.750 |
+0.250 |
0 |
5 |
+0 |
Total Volume and Open Interest |
148 |
868 |
+19 |
Class III Milk(CME) |
May09 |
090512 |
9.79 |
9.83 |
9.76 |
9.78 |
unch |
120 |
4,734 |
+12 |
Jun09 |
090512 |
10.60 |
10.70 |
10.47 |
10.55 |
-0.10 |
232 |
4,877 |
+107 |
Jul09 |
090512 |
12.02 |
12.10 |
11.93 |
12.04 |
+0.06 |
237 |
3,374 |
+67 |
Aug09 |
090512 |
13.22 |
13.43 |
13.21 |
13.37 |
+0.14 |
129 |
3,108 |
+29 |
Sep09 |
090512 |
14.15 |
14.32 |
14.15 |
14.30 |
+0.11 |
41 |
2,796 |
-4 |
Total Volume and Open Interest |
904 |
27,831 |
+252 |
Cocoa(ICE) |
May09 |
090512 |
2353 |
2353 |
2353 |
2353 |
-96 |
0 |
48 |
-17 |
Jul09 |
090512 |
2449 |
2495 |
2350 |
2377 |
-93 |
8,987 |
50,485 |
-1,262 |
Sep09 |
090512 |
2474 |
2513 |
2370 |
2400 |
-88 |
1,486 |
26,717 |
+303 |
Dec09 |
090512 |
2510 |
2524 |
2400 |
2417 |
-88 |
820 |
17,246 |
+700 |
Mar10 |
090512 |
2527 |
2527 |
2428 |
2434 |
-86 |
236 |
10,137 |
+127 |
May10 |
090512 |
2544 |
2544 |
2441 |
2441 |
-88 |
47 |
2,223 |
+14 |
Jul10 |
090512 |
2457 |
2457 |
2457 |
2457 |
-89 |
16 |
2,820 |
+0 |
Total Volume and Open Interest |
11,593 |
113,831 |
-136 |
Coffee "C"(ICE) |
May09 |
090512 |
128.15 |
128.15 |
128.15 |
128.15 |
+0.30 |
11 |
147 |
-6 |
Jul09 |
090512 |
128.10 |
130.75 |
127.45 |
128.80 |
+0.30 |
9,916 |
70,194 |
+1,552 |
Sep09 |
090512 |
129.35 |
132.50 |
129.35 |
130.80 |
+0.45 |
1,860 |
27,980 |
-531 |
Dec09 |
090512 |
132.60 |
135.00 |
132.25 |
133.50 |
+0.55 |
1,112 |
17,488 |
+98 |
Mar10 |
090512 |
135.00 |
137.50 |
135.00 |
136.10 |
+0.50 |
480 |
10,673 |
+131 |
May10 |
090512 |
137.40 |
139.00 |
136.55 |
137.95 |
+0.55 |
98 |
3,154 |
-11 |
Total Volume and Open Interest |
13,518 |
132,112 |
+1,213 |
Orange Juice(ICE) |
Jul09 |
090512 |
92.40 |
95.50 |
92.40 |
94.25 |
+1.95 |
669 |
21,238 |
+171 |
Sep09 |
090512 |
95.25 |
97.30 |
95.25 |
96.60 |
+1.75 |
165 |
3,821 |
+104 |
Nov09 |
090512 |
99.05 |
100.90 |
98.70 |
99.55 |
+1.90 |
44 |
3,069 |
+535 |
Jan10 |
090512 |
103.50 |
103.50 |
102.40 |
102.40 |
+1.85 |
0 |
188 |
+0 |
Mar10 |
090512 |
107.45 |
107.45 |
106.35 |
106.35 |
+1.90 |
0 |
87 |
+0 |
May10 |
090512 |
110.35 |
110.35 |
110.35 |
110.35 |
+1.90 |
|
|
|
Total Volume and Open Interest |
878 |
28,632 |
+532 |
Sugar #11(ICE) |
Jul09 |
090512 |
15.60 |
16.03 |
15.44 |
15.72 |
+0.11 |
50,061 |
322,898 |
-3,956 |
Oct09 |
090512 |
16.13 |
16.51 |
16.10 |
16.37 |
+0.24 |
19,119 |
147,816 |
-1,595 |
Mar10 |
090512 |
16.59 |
16.95 |
16.59 |
16.91 |
+0.32 |
7,206 |
92,983 |
+173 |
May10 |
090512 |
16.08 |
16.50 |
16.08 |
16.47 |
+0.39 |
2,780 |
22,859 |
-826 |
Jul10 |
090512 |
15.50 |
15.93 |
15.50 |
15.86 |
+0.39 |
1,188 |
23,338 |
+38 |
Total Volume and Open Interest |
82,534 |
678,312 |
-6,151 |
Sugar #14(ICE) |
Jul09 |
090512 |
21.36 |
21.40 |
21.36 |
21.40 |
+0.05 |
26 |
1,775 |
+1 |
Sep09 |
090512 |
21.73 |
21.73 |
21.73 |
21.73 |
+0.15 |
0 |
2,330 |
+0 |
Total Volume and Open Interest |
26 |
4,105 |
+1 |
London Cocoa(LCE) |
May09 |
090511 |
1831 |
1841 |
1764 |
1769 |
-46 |
11,301 |
0 |
+0 |
Jul09 |
090512 |
1719 |
1721 |
1640 |
1640 |
-79 |
6,456 |
70,395 |
+484 |
Sep09 |
090512 |
1716 |
1716 |
1644 |
1644 |
-72 |
1,172 |
27,171 |
-315 |
Dec09 |
090512 |
1710 |
1713 |
1646 |
1647 |
-66 |
1,913 |
24,877 |
+149 |
Mar10 |
090512 |
1710 |
1712 |
1649 |
1649 |
-64 |
604 |
17,078 |
+400 |
May10 |
090512 |
1703 |
1703 |
1649 |
1649 |
-66 |
190 |
6,351 |
+113 |
Jul10 |
090512 |
1696 |
1696 |
1652 |
1652 |
-64 |
1 |
2,039 |
+0 |
Total Volume and Open Interest |
16,173 |
186,286 |
-4,372 |
London Coffee(LCE) |
London Sugar(LCE) |
Aug09 |
090512 |
450.10 |
453.90 |
439.50 |
440.00 |
-4.40 |
4,547 |
45,129 |
-162 |
Oct09 |
090512 |
452.00 |
454.00 |
442.50 |
442.90 |
-2.10 |
928 |
20,388 |
+225 |
Dec09 |
090512 |
448.00 |
451.00 |
442.50 |
442.70 |
+1.70 |
81 |
8,318 |
+25 |
Mar10 |
090512 |
450.20 |
454.00 |
446.40 |
446.70 |
+3.30 |
89 |
6,545 |
+3 |
May10 |
090512 |
440.70 |
440.70 |
440.70 |
440.70 |
+3.80 |
0 |
576 |
+0 |
Total Volume and Open Interest |
5,645 |
82,554 |
+91 |
Cotton(ICE) |
Jul09 |
090512 |
60.73 |
61.67 |
59.51 |
60.32 |
-0.22 |
6,454 |
85,710 |
+869 |
Oct09 |
090512 |
62.38 |
62.57 |
61.19 |
61.61 |
-0.52 |
82 |
1,190 |
+67 |
Dec09 |
090512 |
63.00 |
63.75 |
61.45 |
62.14 |
-0.72 |
2,422 |
35,343 |
-185 |
Mar10 |
090512 |
64.76 |
65.55 |
63.70 |
63.82 |
-1.03 |
488 |
7,047 |
+318 |
May10 |
090512 |
65.36 |
65.40 |
64.41 |
64.41 |
-1.12 |
27 |
201 |
+4 |
Jul10 |
090512 |
66.00 |
66.00 |
65.02 |
65.02 |
-1.21 |
28 |
772 |
+27 |
Total Volume and Open Interest |
9,541 |
132,279 |
+1,100 |
Lumber(CME) |
May09 |
090512 |
162.9 |
163.0 |
158.5 |
159.0 |
-5.0 |
270 |
421 |
-142 |
Jul09 |
090512 |
184.7 |
188.0 |
180.7 |
181.4 |
-5.7 |
1,092 |
4,889 |
-154 |
Sep09 |
090512 |
196.3 |
200.9 |
194.1 |
194.1 |
-2.5 |
276 |
1,920 |
+45 |
Nov09 |
090512 |
191.7 |
192.5 |
188.1 |
191.0 |
-0.2 |
53 |
266 |
+64 |
Total Volume and Open Interest |
1,707 |
7,587 |
-177 |
Crude Oil(NYM) |
Jun09 |
090512 |
58.10 |
60.08 |
57.81 |
58.85 |
+0.35 |
291,819 |
231,266 |
-18,390 |
Jul09 |
090512 |
59.08 |
60.86 |
58.72 |
59.71 |
+0.30 |
148,918 |
283,464 |
+27,162 |
Aug09 |
090512 |
59.95 |
61.60 |
59.76 |
60.59 |
+0.36 |
36,318 |
77,226 |
-3,183 |
Sep09 |
090512 |
60.91 |
62.34 |
60.47 |
61.45 |
+0.37 |
17,472 |
54,392 |
+1,855 |
Oct09 |
090512 |
62.50 |
63.03 |
61.54 |
62.24 |
+0.33 |
11,679 |
38,510 |
+518 |
Nov09 |
090512 |
63.00 |
63.74 |
62.29 |
63.02 |
+0.29 |
8,167 |
23,000 |
-382 |
Dec09 |
090512 |
63.31 |
64.47 |
62.93 |
63.70 |
+0.25 |
25,946 |
114,536 |
+3,436 |
Jan10 |
090512 |
63.99 |
64.92 |
63.72 |
64.32 |
+0.25 |
908 |
24,179 |
-364 |
Feb10 |
090512 |
64.80 |
64.91 |
64.40 |
64.91 |
+0.26 |
375 |
13,651 |
-230 |
Mar10 |
090512 |
64.84 |
65.48 |
64.84 |
65.48 |
+0.27 |
275 |
13,583 |
-121 |
Apr10 |
090512 |
66.04 |
66.04 |
66.04 |
66.04 |
+0.28 |
212 |
5,915 |
-32 |
May10 |
090512 |
66.50 |
66.61 |
66.50 |
66.59 |
+0.29 |
141 |
5,316 |
+5 |
Jun10 |
090512 |
67.00 |
67.40 |
66.50 |
67.11 |
+0.28 |
1,554 |
29,748 |
+546 |
Jul10 |
090512 |
67.54 |
67.54 |
67.54 |
67.54 |
+0.25 |
50 |
7,011 |
-49 |
Aug10 |
090512 |
67.94 |
67.94 |
67.94 |
67.94 |
+0.24 |
13 |
4,212 |
-188 |
Sep10 |
090512 |
68.34 |
68.34 |
68.34 |
68.34 |
+0.23 |
107 |
7,130 |
-13 |
Total Volume and Open Interest |
562,413 |
1,213,184 |
+11,230 |
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 |
090512 |
59.000 |
60.800 |
58.750 |
59.700 |
+0.300 |
667 |
1,359 |
+62 |
Aug09 |
090512 |
60.050 |
61.575 |
59.750 |
60.600 |
+0.375 |
60 |
322 |
-2 |
Sep09 |
090512 |
61.000 |
61.725 |
61.000 |
61.450 |
+0.375 |
12 |
134 |
+4 |
Oct09 |
090512 |
62.500 |
62.500 |
62.250 |
62.250 |
+0.350 |
0 |
14 |
+0 |
Nov09 |
090512 |
63.025 |
63.025 |
63.025 |
63.025 |
+0.300 |
1 |
17 |
+1 |
Dec09 |
090512 |
63.700 |
63.700 |
63.700 |
63.700 |
+0.250 |
2 |
84 |
+0 |
Jan10 |
090512 |
64.325 |
64.325 |
64.325 |
64.325 |
+0.250 |
|
|
|
Feb10 |
090512 |
64.900 |
64.900 |
64.900 |
64.900 |
+0.250 |
|
|
|
Total Volume and Open Interest |
10,059 |
7,332 |
-432 |
Heating Oil(NYM) |
Jun09 |
090512 |
149.65 |
153.69 |
148.74 |
150.70 |
+0.61 |
39,632 |
54,337 |
-3,652 |
Jul09 |
090512 |
154.75 |
156.30 |
151.60 |
153.46 |
+0.78 |
17,438 |
39,922 |
+2,239 |
Aug09 |
090512 |
158.14 |
159.35 |
155.12 |
156.84 |
+0.92 |
5,864 |
21,342 |
+548 |
Sep09 |
090512 |
161.66 |
162.60 |
158.91 |
160.42 |
+0.99 |
4,454 |
17,531 |
+44 |
Oct09 |
090512 |
164.22 |
164.22 |
162.80 |
163.92 |
+1.04 |
2,836 |
14,008 |
+106 |
Nov09 |
090512 |
167.46 |
167.80 |
165.20 |
167.17 |
+1.09 |
3,052 |
12,039 |
+129 |
Dec09 |
090512 |
170.62 |
172.62 |
168.61 |
170.37 |
+1.14 |
8,027 |
25,302 |
+72 |
Jan10 |
090512 |
175.04 |
175.04 |
172.44 |
173.47 |
+1.19 |
1,969 |
10,082 |
+197 |
Feb10 |
090512 |
175.35 |
176.12 |
174.07 |
175.72 |
+1.19 |
480 |
7,076 |
+2 |
Mar10 |
090512 |
178.73 |
178.73 |
175.66 |
177.17 |
+1.19 |
555 |
5,109 |
-89 |
Apr10 |
090512 |
177.80 |
177.80 |
176.00 |
177.62 |
+1.19 |
591 |
3,479 |
-22 |
May10 |
090512 |
176.80 |
178.47 |
176.80 |
178.47 |
+1.04 |
405 |
3,652 |
+215 |
Total Volume and Open Interest |
91,570 |
259,094 |
+1,479 |
Gasoline(NYMEX) |
Jun09 |
090512 |
166.70 |
170.25 |
165.00 |
166.79 |
-1.23 |
38,338 |
71,244 |
-3,831 |
Jul09 |
090512 |
166.93 |
169.29 |
164.42 |
166.27 |
-0.67 |
16,645 |
49,270 |
+2,311 |
Aug09 |
090512 |
167.69 |
168.66 |
164.67 |
166.10 |
-0.41 |
5,653 |
25,719 |
+1,085 |
Sep09 |
090512 |
167.35 |
168.26 |
164.18 |
165.83 |
-0.28 |
4,289 |
18,775 |
-323 |
Oct09 |
090512 |
155.50 |
156.70 |
155.00 |
156.31 |
+0.20 |
1,896 |
13,653 |
+134 |
Nov09 |
090512 |
156.60 |
156.60 |
154.88 |
156.11 |
+0.40 |
737 |
4,599 |
+116 |
Dec09 |
090512 |
158.00 |
158.05 |
155.82 |
157.31 |
+0.45 |
623 |
10,995 |
-47 |
Jan10 |
090512 |
159.61 |
159.61 |
159.61 |
159.61 |
+0.45 |
129 |
2,949 |
-29 |
Feb10 |
090512 |
162.16 |
162.16 |
162.16 |
162.16 |
+0.45 |
43 |
932 |
+0 |
Mar10 |
090512 |
165.06 |
165.06 |
165.06 |
165.06 |
+0.45 |
27 |
1,682 |
+0 |
Total Volume and Open Interest |
68,430 |
208,766 |
-584 |
e-miNY RBOB Gasoline(NYM) |
Jun09 |
090512 |
166.79 |
166.79 |
166.79 |
166.79 |
-1.23 |
|
|
|
Jul09 |
090512 |
166.27 |
166.27 |
166.27 |
166.27 |
-0.67 |
0 |
1 |
+0 |
Aug09 |
090512 |
166.10 |
166.10 |
166.10 |
166.10 |
-0.41 |
|
|
|
Sep09 |
090512 |
165.83 |
165.83 |
165.83 |
165.83 |
-0.28 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Jun09 |
090512 |
4.330 |
4.552 |
4.276 |
4.449 |
+0.147 |
90,477 |
109,634 |
+3,689 |
Jul09 |
090512 |
4.414 |
4.666 |
4.393 |
4.563 |
+0.151 |
23,645 |
81,456 |
+1,011 |
Aug09 |
090512 |
4.532 |
4.760 |
4.494 |
4.662 |
+0.145 |
10,580 |
44,786 |
-489 |
Sep09 |
090512 |
4.590 |
4.783 |
4.559 |
4.728 |
+0.147 |
8,464 |
38,177 |
+1,996 |
Oct09 |
090512 |
4.714 |
4.931 |
4.676 |
4.845 |
+0.142 |
10,771 |
52,750 |
+1,832 |
Nov09 |
090512 |
5.407 |
5.500 |
5.268 |
5.442 |
+0.097 |
2,674 |
23,698 |
+110 |
Dec09 |
090512 |
6.070 |
6.150 |
5.910 |
6.060 |
+0.042 |
2,352 |
33,492 |
+267 |
Jan10 |
090512 |
6.384 |
6.439 |
6.201 |
6.345 |
+0.032 |
4,935 |
33,590 |
-443 |
Feb10 |
090512 |
6.410 |
6.450 |
6.228 |
6.369 |
+0.032 |
2,431 |
13,273 |
-806 |
Mar10 |
090512 |
6.350 |
6.395 |
6.176 |
6.313 |
+0.032 |
5,174 |
31,749 |
-836 |
Apr10 |
090512 |
6.170 |
6.192 |
6.012 |
6.123 |
+0.027 |
3,532 |
32,384 |
+708 |
May10 |
090512 |
6.230 |
6.230 |
6.060 |
6.160 |
+0.024 |
859 |
13,422 |
+103 |
Jun10 |
090512 |
6.160 |
6.301 |
6.160 |
6.260 |
+0.024 |
608 |
8,233 |
+34 |
Jul10 |
090512 |
6.413 |
6.413 |
6.320 |
6.380 |
+0.024 |
444 |
6,898 |
+146 |
Aug10 |
090512 |
6.439 |
6.489 |
6.389 |
6.463 |
+0.024 |
90 |
7,193 |
-6 |
Sep10 |
090512 |
6.577 |
6.577 |
6.404 |
6.503 |
+0.024 |
27 |
5,832 |
-10 |
Total Volume and Open Interest |
168,594 |
676,263 |
+7,887 |
Brent Crude Oil(ICE) |
Jun09 |
090512 |
57.30 |
58.91 |
56.87 |
58.50 |
+1.02 |
85,036 |
96,641 |
-8,518 |
Jul09 |
090512 |
58.27 |
59.68 |
57.79 |
59.20 |
+0.81 |
63,814 |
155,181 |
-2,468 |
Aug09 |
090512 |
59.31 |
60.56 |
58.79 |
59.95 |
+0.56 |
34,938 |
73,917 |
+3,487 |
Sep09 |
090512 |
59.70 |
61.35 |
59.70 |
60.78 |
+0.49 |
14,021 |
43,632 |
+4,472 |
Oct09 |
090512 |
60.53 |
62.13 |
60.53 |
61.36 |
+0.24 |
7,029 |
26,804 |
-555 |
Nov09 |
090512 |
61.35 |
62.89 |
61.35 |
62.18 |
+0.26 |
6,861 |
16,274 |
+1,061 |
Dec09 |
090512 |
62.15 |
63.64 |
62.15 |
62.99 |
+0.30 |
17,480 |
90,283 |
-94 |
Jan10 |
090512 |
63.69 |
64.13 |
63.01 |
63.66 |
+0.26 |
2,042 |
17,758 |
-75 |
Feb10 |
090512 |
64.37 |
64.79 |
64.37 |
64.79 |
+0.70 |
805 |
9,094 |
+110 |
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 |
090512 |
66.62 |
67.10 |
65.93 |
66.21 |
-0.25 |
1,976 |
17,572 |
+542 |
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 |
090512 |
479.00 |
484.50 |
475.25 |
475.50 |
unch |
23,138 |
20,250 |
-5,380 |
Jun09 |
090512 |
480.50 |
495.75 |
480.00 |
483.25 |
+1.75 |
49,628 |
91,459 |
-2,759 |
Jul09 |
090512 |
489.00 |
504.00 |
489.00 |
492.50 |
+2.25 |
17,113 |
49,594 |
+1,802 |
Aug09 |
090512 |
504.75 |
511.25 |
499.50 |
502.25 |
+2.50 |
6,253 |
34,449 |
+1,342 |
Sep09 |
090512 |
514.50 |
521.75 |
511.25 |
511.75 |
+2.75 |
4,064 |
32,737 |
+717 |
Oct09 |
090512 |
523.25 |
530.75 |
520.25 |
520.75 |
+2.75 |
2,326 |
23,970 |
-3 |
Nov09 |
090512 |
532.00 |
539.00 |
528.00 |
529.75 |
+3.00 |
2,286 |
16,844 |
+185 |
Dec09 |
090512 |
536.75 |
548.25 |
536.00 |
538.00 |
+3.25 |
4,773 |
55,018 |
-966 |
Jan10 |
090512 |
548.75 |
550.50 |
546.75 |
546.75 |
+3.25 |
969 |
21,101 |
-184 |
Feb10 |
090512 |
558.00 |
558.00 |
555.25 |
555.25 |
+3.50 |
4 |
11,859 |
+0 |
Total Volume and Open Interest |
114,825 |
459,832 |
-5,316 |
Ethanol(CBOT) |
May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
Jun09 |
090512 |
1.720 |
1.725 |
1.710 |
1.721 |
+0.030 |
24 |
625 |
-14 |
Jul09 |
090512 |
1.729 |
1.729 |
1.725 |
1.725 |
+0.025 |
22 |
737 |
+12 |
Aug09 |
090512 |
1.745 |
1.745 |
1.745 |
1.745 |
+0.027 |
15 |
184 |
+10 |
Sep09 |
090512 |
1.730 |
1.730 |
1.730 |
1.730 |
+0.020 |
0 |
168 |
+0 |
Oct09 |
090512 |
1.735 |
1.735 |
1.725 |
1.725 |
+0.019 |
8 |
274 |
-2 |
Nov09 |
090512 |
1.725 |
1.725 |
1.725 |
1.725 |
+0.013 |
8 |
413 |
+2 |
Dec09 |
090512 |
1.735 |
1.735 |
1.735 |
1.735 |
+0.020 |
7 |
477 |
+7 |
Total Volume and Open Interest |
123 |
4,278 |
+52 |
US Dollar Index(ICE) |
Jun09 |
090512 |
82.890 |
83.010 |
82.110 |
82.420 |
-0.375 |
7,079 |
23,906 |
+2,051 |
Sep09 |
090512 |
83.200 |
83.200 |
82.500 |
82.775 |
-0.380 |
112 |
2,174 |
-11 |
Dec09 |
090512 |
83.185 |
83.185 |
83.125 |
83.125 |
-0.360 |
0 |
9 |
+0 |
Total Volume and Open Interest |
7,191 |
26,089 |
+2,040 |
Australian Dollar(CME) |
Jun09 |
090512 |
75.56 |
76.62 |
75.43 |
76.32 |
+0.39 |
49,558 |
83,042 |
+830 |
Sep09 |
090512 |
76.10 |
76.24 |
75.20 |
75.86 |
+0.39 |
19 |
539 |
+5 |
Dec09 |
090512 |
75.44 |
75.44 |
75.05 |
75.44 |
+0.39 |
20 |
39 |
+20 |
Total Volume and Open Interest |
49,597 |
83,635 |
+855 |
British Pound(CME) |
Jun09 |
090512 |
151.08 |
153.52 |
150.72 |
152.71 |
+1.38 |
71,849 |
89,553 |
-511 |
Sep09 |
090512 |
151.70 |
153.46 |
151.00 |
152.68 |
+1.38 |
514 |
988 |
+498 |
Dec09 |
090512 |
151.00 |
153.32 |
150.90 |
152.65 |
+1.37 |
4 |
63 |
+1 |
Total Volume and Open Interest |
72,367 |
90,606 |
-12 |
Canadian Dollar(CME) |
Jun09 |
090512 |
85.73 |
86.66 |
85.50 |
86.10 |
-0.04 |
60,882 |
74,985 |
+1,430 |
Sep09 |
090512 |
85.95 |
86.70 |
85.58 |
86.17 |
-0.04 |
142 |
3,016 |
+41 |
Dec09 |
090512 |
86.61 |
86.75 |
85.68 |
86.25 |
-0.03 |
17 |
1,255 |
+3 |
Mar10 |
090512 |
86.09 |
86.79 |
85.75 |
86.31 |
-0.02 |
1 |
439 |
+0 |
Total Volume and Open Interest |
61,042 |
79,883 |
+1,474 |
Japanese Yen(CME) |
Jun09 |
090512 |
102.69 |
104.09 |
102.25 |
103.78 |
+1.10 |
64,531 |
75,471 |
+311 |
Sep09 |
090512 |
103.13 |
104.19 |
102.40 |
103.90 |
+1.10 |
85 |
1,178 |
+74 |
Dec09 |
090512 |
103.55 |
104.14 |
102.85 |
104.09 |
+1.13 |
0 |
111 |
+0 |
Total Volume and Open Interest |
64,616 |
76,773 |
+385 |
Swiss Franc(CME) |
Jun09 |
090512 |
90.14 |
90.91 |
90.08 |
90.47 |
+0.29 |
46,834 |
31,131 |
+3,196 |
Sep09 |
090512 |
90.90 |
91.01 |
90.30 |
90.60 |
+0.29 |
15 |
247 |
+7 |
Dec09 |
090512 |
90.74 |
90.90 |
90.45 |
90.74 |
+0.29 |
0 |
8 |
+0 |
Total Volume and Open Interest |
46,849 |
31,386 |
+3,203 |
EuroFX(CME) |
Jun09 |
090512 |
135.75 |
137.05 |
135.60 |
136.37 |
+0.42 |
179,760 |
116,259 |
+850 |
Sep09 |
090512 |
135.88 |
136.96 |
135.59 |
136.29 |
+0.41 |
539 |
2,108 |
+155 |
Dec09 |
090512 |
136.10 |
136.69 |
135.79 |
136.25 |
+0.39 |
2 |
56 |
+2 |
Total Volume and Open Interest |
180,301 |
118,427 |
+1,007 |
Mexican Peso(CME) |
May09 |
090512 |
757.5 |
763.2 |
757.5 |
757.5 |
-5.8 |
|
|
|
Jun09 |
090512 |
749.0 |
759.0 |
747.8 |
752.8 |
-5.8 |
5,535 |
42,414 |
+1,034 |
Total Volume and Open Interest |
5,583 |
46,124 |
+1,080 |
30-Year T-Bonds(CBOT) |
Jun09 |
090512 |
121~250 |
122~115 |
121~005 |
122~005 |
+0~085 |
193,598 |
697,312 |
+11,002 |
Sep09 |
090512 |
120~100 |
120~285 |
119~220 |
120~210 |
+0~090 |
2,097 |
3,321 |
+1,115 |
Dec09 |
090512 |
119~175 |
119~175 |
119~095 |
119~175 |
+0~080 |
0 |
221 |
+0 |
Total Volume and Open Interest |
195,795 |
700,899 |
+12,117 |
10-Year T-Notes(CBOT) |
Jun09 |
090512 |
121~080 |
121~160 |
120~275 |
121~095 |
+0~010 |
679,021 |
1,089,446 |
-405 |
Sep09 |
090512 |
119~230 |
119~275 |
119~100 |
119~225 |
+0~010 |
2,865 |
19,899 |
+1,200 |
Dec09 |
090512 |
119~005 |
119~005 |
118~315 |
119~005 |
+0~010 |
0 |
5 |
+0 |
Total Volume and Open Interest |
681,886 |
1,109,350 |
+795 |
5-Year T-Notes(CBOT) |
Jun09 |
090512 |
116~126 |
117~055 |
116~126 |
117~044 |
+0~013 |
315,097 |
822,396 |
+6,670 |
Sep09 |
090512 |
116~048 |
116~079 |
116~036 |
116~079 |
+0~013 |
1,930 |
10,221 |
+1,646 |
Dec09 |
090512 |
54~031 |
54~031 |
54~018 |
54~031 |
+0~013 |
|
|
|
Total Volume and Open Interest |
317,027 |
832,617 |
+8,316 |
2 Year T-Notes(CBOT) |
Jun09 |
090512 |
108~108 |
108~108 |
108~108 |
108~108 |
+0~003 |
323 |
470,559 |
+6,584 |
Sep09 |
090512 |
108~038 |
108~038 |
108~034 |
108~038 |
+0~004 |
1,837 |
3,451 |
+1,673 |
Dec09 |
090512 |
107~106 |
107~106 |
107~104 |
107~106 |
+0~002 |
|
|
|
Total Volume and Open Interest |
103,264 |
473,697 |
+7,944 |
Eurodollars(CME) |
Jun09 |
090512 |
99.195 |
99.200 |
99.165 |
99.195 |
unch |
222,234 |
979,477 |
-16,423 |
Sep09 |
090512 |
99.145 |
99.165 |
99.115 |
99.155 |
+0.010 |
292,395 |
960,653 |
-9,085 |
Dec09 |
090512 |
98.935 |
98.965 |
98.900 |
98.955 |
+0.020 |
210,360 |
775,170 |
+19,497 |
Mar10 |
090512 |
98.805 |
98.845 |
98.765 |
98.835 |
+0.030 |
209,916 |
703,157 |
-5,235 |
Jun10 |
090512 |
98.560 |
98.615 |
98.515 |
98.600 |
+0.040 |
244,017 |
528,418 |
+5,027 |
Sep10 |
090512 |
98.295 |
98.370 |
98.255 |
98.355 |
+0.055 |
169,775 |
442,826 |
-1,257 |
Dec10 |
090512 |
97.990 |
98.070 |
97.950 |
98.060 |
+0.065 |
145,972 |
464,107 |
-1,098 |
Mar11 |
090512 |
97.735 |
97.820 |
97.685 |
97.805 |
+0.070 |
112,828 |
302,565 |
-191 |
Jun11 |
090512 |
97.445 |
97.540 |
97.400 |
97.520 |
+0.070 |
59,974 |
261,941 |
-4,127 |
Sep11 |
090512 |
97.185 |
97.275 |
97.150 |
97.265 |
+0.070 |
49,750 |
162,814 |
-1,715 |
Dec11 |
090512 |
96.935 |
97.020 |
96.910 |
97.010 |
+0.060 |
36,359 |
113,571 |
+1,286 |
Mar12 |
090512 |
96.780 |
96.855 |
96.745 |
96.845 |
+0.055 |
28,233 |
93,485 |
+1,164 |
Jun12 |
090512 |
96.605 |
96.700 |
96.585 |
96.685 |
+0.050 |
12,356 |
89,010 |
+258 |
Sep12 |
090512 |
96.480 |
96.565 |
96.445 |
96.550 |
+0.045 |
10,692 |
60,739 |
-869 |
Dec12 |
090512 |
96.340 |
96.420 |
96.305 |
96.405 |
+0.040 |
6,589 |
52,824 |
-631 |
Mar13 |
090512 |
96.285 |
96.355 |
96.235 |
96.335 |
+0.035 |
7,103 |
54,237 |
+4 |
Jun13 |
090512 |
96.190 |
96.255 |
96.140 |
96.235 |
+0.030 |
4,333 |
23,104 |
+463 |
Sep13 |
090512 |
96.085 |
96.165 |
96.050 |
96.150 |
+0.030 |
3,575 |
38,526 |
-194 |
Total Volume and Open Interest |
1,851,547 |
6,351,336 |
-10,843 |
30 Day Federal Funds(CBOT) |
May09 |
090512 |
99.812 |
99.815 |
99.810 |
99.815 |
+0.005 |
3,896 |
63,611 |
-923 |
Jun09 |
090512 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
4,720 |
48,900 |
+1,907 |
Jul09 |
090512 |
99.795 |
99.800 |
99.780 |
99.790 |
unch |
8,301 |
41,123 |
+3,920 |
Aug09 |
090512 |
99.765 |
99.770 |
99.755 |
99.765 |
unch |
4,358 |
37,105 |
-330 |
Sep09 |
090512 |
99.740 |
99.740 |
99.730 |
99.740 |
unch |
8,730 |
30,667 |
+237 |
Oct09 |
090512 |
99.710 |
99.715 |
99.700 |
99.710 |
-0.005 |
9,798 |
30,009 |
-6 |
Total Volume and Open Interest |
58,316 |
397,302 |
+5,620 |
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 |
090512 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
|
|
|
Sep09 |
090512 |
99.54 |
99.54 |
99.53 |
99.53 |
-0.01 |
|
|
|
Dec09 |
090512 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Mar10 |
090512 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
|
|
|
Jun10 |
090512 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
|
|
|
Sep10 |
090512 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
|
|
|
Dec10 |
090512 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
|
|
|
Mar11 |
090512 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.01 |
|
|
|
Jun11 |
090512 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
Sep11 |
090512 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun09 |
090512 |
99.45 |
99.45 |
99.45 |
99.45 |
-0.01 |
413 |
12,853 |
+1 |
Sep09 |
090512 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
13 |
4,455 |
+0 |
Dec09 |
090512 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
165 |
2,582 |
+15 |
Mar10 |
090512 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
2,227 |
+0 |
Jun10 |
090512 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
800 |
+0 |
Sep10 |
090512 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
281 |
+0 |
Dec10 |
090512 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
252 |
+0 |
Mar11 |
090512 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
412 |
+0 |
Total Volume and Open Interest |
591 |
25,473 |
+36 |
Japanese Gov't Bonds(SGX) |
Jun09 |
090512 |
136.80 |
136.86 |
136.61 |
136.63 |
-0.05 |
2,672 |
12,429 |
-301 |
Sep09 |
090512 |
136.63 |
136.63 |
136.63 |
136.63 |
-0.24 |
|
|
|
Dec09 |
090512 |
136.63 |
136.63 |
136.63 |
136.63 |
-0.24 |
|
|
|
Total Volume and Open Interest |
2,570 |
14,319 |
+508 |
Euro-Bund(EUREX) |
Jun09 |
090512 |
121.00 |
121.00 |
120.52 |
120.62 |
-0.25 |
600,281 |
862,017 |
+55,717 |
Sep09 |
090512 |
120.32 |
120.32 |
120.02 |
120.02 |
-0.28 |
2,325 |
25,445 |
+1,989 |
Dec09 |
090512 |
118.97 |
118.97 |
118.97 |
118.97 |
-0.53 |
13 |
10 |
+0 |
Total Volume and Open Interest |
602,619 |
887,472 |
+57,706 |
Euro-Bobl(EUREX) |
Jun09 |
090505 |
115.66 |
116.00 |
115.60 |
115.94 |
-0.22 |
425,196 |
716,979 |
+6,959 |
Sep09 |
090512 |
115.01 |
115.07 |
114.99 |
115.06 |
-0.14 |
303 |
43,572 |
-86 |
Dec09 |
090512 |
114.90 |
114.90 |
114.90 |
114.90 |
-0.15 |
|
|
|
Total Volume and Open Interest |
405,749 |
778,162 |
-51 |
3-Mth Euribor(EUREX) |
Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
Sep09 |
090512 |
98.835 |
98.845 |
98.835 |
98.845 |
-0.010 |
112 |
7,135 |
-219 |
Dec09 |
090512 |
98.685 |
98.695 |
98.685 |
98.695 |
-0.005 |
64 |
4,650 |
-49 |
Total Volume and Open Interest |
357 |
30,765 |
-810 |
Long Gilt(LIFFE) |
Jun09 |
090511 |
118~22 |
119~11 |
118~21 |
119~04 |
+0~05 |
122,275 |
0 |
+0 |
Sep09 |
090512 |
117~22 |
118~07 |
117~22 |
118~00 |
+0~01 |
0 |
3,863 |
+0 |
Total Volume and Open Interest |
59,853 |
316,032 |
+2,335 |
3-Mth Short Sterling(LIFFE) |
Jun09 |
090512 |
98.69 |
98.74 |
98.69 |
98.72 |
-0.01 |
31,139 |
322,592 |
+1,869 |
Sep09 |
090512 |
98.65 |
98.72 |
98.64 |
98.70 |
+0.01 |
66,063 |
284,621 |
-1,528 |
Dec09 |
090512 |
98.37 |
98.46 |
98.35 |
98.43 |
unch |
52,049 |
285,634 |
+3,480 |
Mar10 |
090512 |
98.16 |
98.23 |
98.12 |
98.20 |
-0.01 |
90,690 |
322,867 |
-359 |
Jun10 |
090512 |
97.85 |
97.91 |
97.80 |
97.87 |
-0.02 |
107,532 |
249,770 |
-1,691 |
Sep10 |
090512 |
97.53 |
97.58 |
97.48 |
97.54 |
-0.02 |
90,183 |
237,385 |
+9,609 |
Total Volume and Open Interest |
550,994 |
2,130,530 |
+20,945 |
3-Mth Euribor(LIFFE) |
Jun09 |
090512 |
98.825 |
98.845 |
98.815 |
98.825 |
unch |
103,031 |
612,844 |
+665 |
Sep09 |
090512 |
98.855 |
98.855 |
98.830 |
98.845 |
-0.010 |
197,922 |
535,547 |
-9,220 |
Dec09 |
090512 |
98.710 |
98.710 |
98.660 |
98.695 |
-0.005 |
151,863 |
498,425 |
+4,113 |
Total Volume and Open Interest |
998,386 |
3,420,603 |
-1,951 |
3-Mth Aus T-Bills(SFE) |
Jun09 |
090512 |
96.88 |
96.91 |
96.86 |
96.88 |
unch |
7,258 |
258,565 |
-5,096 |
Sep09 |
090512 |
96.99 |
97.03 |
96.96 |
96.98 |
-0.01 |
8,071 |
244,863 |
-5,917 |
Dec09 |
090512 |
96.93 |
96.96 |
96.91 |
96.92 |
unch |
5,184 |
131,695 |
-1,565 |
Mar10 |
090512 |
96.65 |
96.70 |
96.65 |
96.66 |
+0.02 |
2,982 |
88,824 |
-2,419 |
Jun10 |
090512 |
96.28 |
96.37 |
96.28 |
96.30 |
+0.02 |
2,093 |
65,283 |
-1,675 |
Sep10 |
090512 |
95.90 |
95.94 |
95.90 |
95.91 |
+0.01 |
518 |
37,130 |
-693 |
Dec10 |
090512 |
95.57 |
95.59 |
95.56 |
95.56 |
+0.03 |
581 |
24,079 |
-1,258 |
Mar11 |
090512 |
95.21 |
95.25 |
95.21 |
95.22 |
+0.02 |
0 |
13,644 |
-288 |
Jun11 |
090512 |
94.91 |
94.92 |
94.91 |
94.92 |
+0.04 |
0 |
2,568 |
-465 |
Sep11 |
090512 |
94.64 |
94.64 |
94.64 |
94.64 |
+0.04 |
0 |
625 |
+0 |
Total Volume and Open Interest |
26,687 |
867,955 |
-19,376 |
10-Year Aus T-Bonds(SFE) |
Jun09 |
090512 |
95.13 |
95.14 |
95.06 |
95.07 |
-0.02 |
21,988 |
314,711 |
-3,314 |
Sep09 |
090512 |
95.03 |
95.03 |
95.03 |
95.03 |
-0.01 |
0 |
202 |
+0 |
Total Volume and Open Interest |
21,988 |
314,913 |
-3,314 |
3-Year Aus T-Bonds(SFE) |
Jun09 |
090512 |
96.18 |
96.25 |
96.17 |
96.19 |
+0.02 |
54,577 |
504,436 |
-14,052 |
Sep09 |
090512 |
96.19 |
96.19 |
96.19 |
96.19 |
+0.02 |
|
|
|
Total Volume and Open Interest |
54,577 |
504,436 |
-14,052 |
Gold(CMX) |
Jun09 |
090512 |
913.9 |
924.9 |
912.4 |
923.9 |
+10.4 |
86,339 |
210,589 |
-11,633 |
Aug09 |
090512 |
915.5 |
926.5 |
914.3 |
925.9 |
+10.5 |
8,660 |
37,308 |
+3,234 |
Oct09 |
090512 |
917.8 |
927.8 |
916.3 |
927.5 |
+10.6 |
128 |
7,356 |
+7 |
Dec09 |
090512 |
918.7 |
929.4 |
918.5 |
929.2 |
+10.7 |
3,584 |
30,144 |
+723 |
Feb10 |
090512 |
920.5 |
930.7 |
920.5 |
930.7 |
+10.7 |
40 |
5,161 |
-4 |
Apr10 |
090512 |
928.7 |
932.8 |
924.2 |
932.1 |
+10.7 |
3,209 |
13,120 |
+1,863 |
Jun10 |
090512 |
929.0 |
933.6 |
929.0 |
933.6 |
+10.7 |
4,582 |
8,383 |
+2,122 |
Aug10 |
090512 |
935.4 |
935.4 |
935.4 |
935.4 |
+10.7 |
0 |
476 |
+0 |
Oct10 |
090512 |
937.3 |
937.3 |
937.3 |
937.3 |
+10.6 |
0 |
502 |
+0 |
Dec10 |
090512 |
938.9 |
939.3 |
938.9 |
939.3 |
+10.5 |
1,325 |
9,595 |
-1,125 |
Feb11 |
090512 |
941.7 |
941.7 |
941.7 |
941.7 |
+10.4 |
0 |
12 |
+0 |
Total Volume and Open Interest |
113,283 |
348,495 |
-5,024 |
Silver(CMX) |
May09 |
090512 |
1391.0 |
1423.5 |
1384.5 |
1419.5 |
+30.5 |
225 |
1,168 |
-36 |
Jul09 |
090512 |
1393.5 |
1434.0 |
1384.0 |
1421.5 |
+30.5 |
16,079 |
56,091 |
+400 |
Sep09 |
090512 |
1391.0 |
1434.5 |
1391.0 |
1423.6 |
+30.5 |
752 |
6,870 |
+179 |
Dec09 |
090512 |
1401.0 |
1436.5 |
1401.0 |
1425.8 |
+30.6 |
384 |
14,031 |
+6 |
Mar10 |
090512 |
1427.5 |
1427.5 |
1427.5 |
1427.5 |
+30.5 |
7 |
5,452 |
-1 |
May10 |
090512 |
1428.4 |
1428.4 |
1428.4 |
1428.4 |
+30.4 |
0 |
1,567 |
-1 |
Jul10 |
090512 |
1429.7 |
1429.7 |
1429.7 |
1429.7 |
+30.3 |
1 |
2,407 |
+0 |
Total Volume and Open Interest |
17,564 |
94,463 |
+533 |
Platinum(NYMEX) |
Jul09 |
090512 |
1122.9 |
1140.5 |
1120.8 |
1132.1 |
+11.4 |
1,728 |
19,586 |
-354 |
Oct09 |
090512 |
1135.0 |
1141.1 |
1128.1 |
1137.0 |
+11.4 |
22 |
811 |
+3 |
Jan10 |
090512 |
1135.0 |
1138.0 |
1135.0 |
1138.0 |
+10.3 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,750 |
20,399 |
-351 |
Palladium(NYMEX) |
Jun09 |
090512 |
236.70 |
240.85 |
233.80 |
234.45 |
-2.55 |
1,548 |
13,111 |
+192 |
Sep09 |
090512 |
237.05 |
242.05 |
235.35 |
235.60 |
-2.55 |
304 |
2,146 |
+259 |
Dec09 |
090512 |
236.60 |
238.40 |
236.60 |
236.75 |
-2.55 |
20 |
52 |
+19 |
Total Volume and Open Interest |
1,872 |
15,309 |
+470 |
Copper(CMX) |
May09 |
090512 |
210.50 |
215.50 |
207.00 |
209.00 |
-0.35 |
432 |
3,639 |
-179 |
Jul09 |
090512 |
207.85 |
215.50 |
206.30 |
208.60 |
-0.25 |
15,104 |
71,655 |
-1,039 |
Sep09 |
090512 |
210.00 |
215.60 |
208.65 |
209.30 |
-0.30 |
2,456 |
15,680 |
+344 |
Dec09 |
090512 |
209.25 |
215.55 |
208.50 |
210.00 |
-0.30 |
870 |
4,366 |
+109 |
Mar10 |
090512 |
210.25 |
210.25 |
210.25 |
210.25 |
-0.30 |
126 |
838 |
+59 |
Total Volume and Open Interest |
19,707 |
105,241 |
-857 |
Aluminum(CMX) |
May09 |
090512 |
0.70 |
0.70 |
0.70 |
0.70 |
unch |
|
|
|
Jun09 |
090512 |
0.70 |
0.70 |
0.70 |
0.70 |
-0.01 |
|
|
|
Jul09 |
090512 |
0.71 |
0.71 |
0.71 |
0.71 |
unch |
|
|
|
Aug09 |
090512 |
0.71 |
0.71 |
0.71 |
0.71 |
-0.01 |
|
|
|
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 |
090512 |
8392 |
8475 |
8328 |
8436 |
+34 |
701 |
12,800 |
-55 |
Sep09 |
090512 |
8370 |
8390 |
8370 |
8380 |
+32 |
20 |
816 |
-1 |
Dec09 |
090512 |
8326 |
8326 |
8292 |
8326 |
+34 |
0 |
1 |
+0 |
Mar10 |
090512 |
8286 |
8286 |
8252 |
8286 |
+34 |
|
|
|
Total Volume and Open Interest |
721 |
13,617 |
-56 |
S & P 500(CME) |
Jun09 |
090512 |
908.10 |
915.20 |
894.10 |
906.80 |
-2.20 |
26,136 |
423,878 |
+1,265 |
Sep09 |
090512 |
909.30 |
909.30 |
891.80 |
902.60 |
-2.20 |
1,583 |
25,692 |
-197 |
Dec09 |
090512 |
898.60 |
904.80 |
887.80 |
898.60 |
-2.20 |
760 |
4,277 |
+710 |
Mar10 |
090512 |
895.70 |
902.00 |
885.00 |
895.70 |
-2.30 |
0 |
3,190 |
+0 |
Total Volume and Open Interest |
28,479 |
457,039 |
+1,778 |
S & P 500 E-Mini(Globex) |
Jun09 |
090512 |
908.75 |
915.25 |
894.00 |
906.75 |
-2.25 |
2,641,858 |
2,586,203 |
+2,586,203 |
Sep09 |
090512 |
904.00 |
910.50 |
890.00 |
902.50 |
-2.25 |
9,400 |
61,498 |
+4,648 |
Total Volume and Open Interest |
2,651,271 |
2,647,814 |
+11,254 |
NASDAQ 100(CME) |
Jun09 |
090512 |
1395.00 |
1406.30 |
1360.00 |
1385.00 |
-11.80 |
3,398 |
21,131 |
-791 |
Sep09 |
090512 |
1395.00 |
1396.00 |
1377.00 |
1383.80 |
-11.70 |
0 |
1 |
+0 |
Dec09 |
090512 |
1386.80 |
1386.80 |
1385.00 |
1386.80 |
-11.70 |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,398 |
21,134 |
-791 |
NASDAQ 100 E-Mini(Globex) |
Jun09 |
090512 |
1397.00 |
1406.50 |
1360.80 |
1385.00 |
-11.80 |
|
|
|
Sep09 |
090512 |
1390.50 |
1404.80 |
1360.30 |
1383.80 |
-11.70 |
272 |
943 |
+15 |
Total Volume and Open Interest |
378,166 |
282,789 |
-6,174 |
S & P Midcap 400(CME) |
Jun09 |
090512 |
575.00 |
579.00 |
556.00 |
567.20 |
-7.20 |
56 |
4,750 |
+4 |
Sep09 |
090512 |
562.70 |
564.00 |
562.70 |
562.70 |
-9.70 |
|
|
|
Dec09 |
090512 |
560.70 |
562.00 |
560.70 |
560.70 |
-9.70 |
|
|
|
Total Volume and Open Interest |
56 |
4,750 |
+4 |
Russell 2000(CME) |
Jun09 |
090512 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,575 |
-12 |
Sep09 |
090512 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,286 |
+271 |
Dec09 |
090512 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,535 |
-198 |
Total Volume and Open Interest |
|
|
|
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun09 |
090512 |
9355 |
9400 |
9305 |
9315 |
-140 |
104,648 |
191,097 |
+6,308 |
Sep09 |
090512 |
9320 |
9320 |
9320 |
9320 |
-140 |
4 |
441 |
-9 |
Total Volume and Open Interest |
104,652 |
198,857 |
+6,729 |
Nikkei 225(SGX) |
Jun09 |
090512 |
9355 |
9400 |
9305 |
9315 |
-140 |
104,648 |
191,097 |
+6,308 |
Sep09 |
090512 |
9320 |
9320 |
9320 |
9320 |
-140 |
4 |
441 |
-9 |
Dec09 |
090512 |
9280 |
9280 |
9280 |
9280 |
-135 |
0 |
277 |
+0 |
Total Volume and Open Interest |
104,652 |
198,857 |
+6,729 |
CAC 40(EURONEXT) |
May09 |
090512 |
3216.5 |
3266.0 |
3202.5 |
3230.0 |
-3.0 |
116,309 |
410,429 |
-21,843 |
Jun09 |
090512 |
3153.0 |
3212.0 |
3150.0 |
3176.5 |
-3.0 |
547 |
62,518 |
-219 |
Jul09 |
090512 |
3162.5 |
3205.0 |
3159.0 |
3172.5 |
-3.5 |
0 |
122 |
+0 |
Total Volume and Open Interest |
116,999 |
476,430 |
-21,919 |
Hang Seng Index(HKFE) |
May09 |
090512 |
16896 |
17200 |
16774 |
17188 |
+378 |
84,717 |
95,148 |
+8,416 |
Jun09 |
090512 |
16801 |
17125 |
16705 |
17124 |
+378 |
4,731 |
6,913 |
+187 |
Total Volume and Open Interest |
89,642 |
103,849 |
+8,751 |
DAX(EUREX) |
Jun09 |
090512 |
4840.0 |
4933.0 |
4821.5 |
4863.0 |
-6.0 |
169,487 |
158,093 |
-2,084 |
Sep09 |
090512 |
4847.5 |
4932.0 |
4828.5 |
4868.5 |
-6.5 |
466 |
7,193 |
+613 |
Dec09 |
090512 |
4847.0 |
4937.0 |
4847.0 |
4878.0 |
-6.5 |
162 |
2,289 |
+63 |
Total Volume and Open Interest |
170,115 |
167,575 |
+167,575 |
FT-SE 100(EURONEXT) |
Jun09 |
090512 |
4380.00 |
4433.00 |
4366.50 |
4396.50 |
-4.50 |
138,245 |
717,905 |
+108 |
Sep09 |
090512 |
4360.00 |
4393.00 |
4335.50 |
4361.50 |
-4.50 |
115 |
979 |
-22 |
Dec09 |
090512 |
4348.50 |
4359.50 |
4309.50 |
4335.50 |
-4.50 |
163 |
3,019 |
+750 |
Total Volume and Open Interest |
138,523 |
721,903 |
+836 |
SPI 200(SFE) |
Jun09 |
090512 |
3919.0 |
3919.0 |
3845.0 |
3869.0 |
-62.0 |
27,248 |
292,888 |
-20,301 |
Sep09 |
090512 |
3869.0 |
3869.0 |
3818.0 |
3835.0 |
-63.0 |
131 |
2,804 |
+61 |
Dec09 |
090512 |
3836.0 |
3836.0 |
3836.0 |
3836.0 |
-62.0 |
0 |
2,720 |
-48 |
Total Volume and Open Interest |
27,382 |
300,123 |
-20,286 |
GSCI(CME) |
May09 |
090512 |
413.80 |
415.00 |
407.00 |
411.45 |
+3.95 |
4,036 |
8,090 |
-3,465 |
Jun09 |
090512 |
419.75 |
421.00 |
411.50 |
416.00 |
+3.65 |
3,835 |
7,198 |
+3,552 |
Jul09 |
090512 |
419.50 |
423.00 |
416.00 |
419.50 |
+3.00 |
2 |
2 |
+2 |
Total Volume and Open Interest |
7,873 |
15,290 |
+89 |
Reuters CCI(ICE) |
Jun09 |
090512 |
244.10 |
244.10 |
244.10 |
244.10 |
+2.60 |
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. |
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