|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu May 14, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May09 |
090514 |
1150.00 |
1166.00 |
1140.00 |
1166.00 |
+16.00 |
793 |
679 |
-407 |
| Jul09 |
090514 |
1128.25 |
1148.00 |
1115.75 |
1147.50 |
+19.50 |
82,962 |
210,067 |
+618 |
| Aug09 |
090514 |
1085.00 |
1098.75 |
1072.50 |
1098.50 |
+13.50 |
4,851 |
15,133 |
+120 |
| Sep09 |
090514 |
1025.50 |
1040.50 |
1024.25 |
1040.50 |
+13.50 |
1,028 |
8,326 |
-191 |
| Nov09 |
090514 |
982.00 |
992.25 |
972.50 |
992.00 |
+10.50 |
30,252 |
132,138 |
+1,517 |
| Jan10 |
090514 |
987.00 |
995.50 |
980.25 |
995.50 |
+8.50 |
1,596 |
11,931 |
+481 |
| Mar10 |
090514 |
985.00 |
991.75 |
980.00 |
991.75 |
+8.75 |
348 |
4,598 |
+59 |
| Total Volume and Open Interest |
124,348 |
405,401 |
+2,582 |
| Soybean Meal(CBOT) |
| May09 |
090514 |
379.70 |
383.00 |
379.00 |
381.50 |
+3.00 |
945 |
946 |
-593 |
| Jul09 |
090514 |
352.30 |
362.50 |
348.90 |
362.30 |
+9.80 |
29,418 |
80,070 |
+817 |
| Aug09 |
090514 |
333.30 |
343.10 |
330.00 |
343.10 |
+9.60 |
3,962 |
14,554 |
+310 |
| Sep09 |
090514 |
314.90 |
323.40 |
314.70 |
323.30 |
+9.30 |
1,449 |
9,518 |
-67 |
| Oct09 |
090514 |
291.20 |
304.50 |
289.80 |
301.10 |
+9.40 |
865 |
10,413 |
+117 |
| Dec09 |
090514 |
285.00 |
292.00 |
282.90 |
292.00 |
+7.00 |
7,066 |
26,115 |
+484 |
| Jan10 |
090514 |
284.90 |
288.20 |
283.20 |
288.20 |
+6.20 |
230 |
3,061 |
+120 |
| Mar10 |
090514 |
280.60 |
285.50 |
280.60 |
285.50 |
+5.50 |
392 |
2,868 |
+207 |
| Total Volume and Open Interest |
44,820 |
150,891 |
+1,512 |
| Soybean Oil(CBOT) |
| May09 |
090514 |
38.59 |
38.75 |
38.59 |
38.60 |
-0.30 |
2,012 |
1,545 |
-153 |
| Jul09 |
090514 |
39.10 |
39.15 |
38.70 |
38.84 |
-0.32 |
34,395 |
127,916 |
+125 |
| Aug09 |
090514 |
39.17 |
39.27 |
38.95 |
39.00 |
-0.33 |
5,133 |
20,264 |
+1,016 |
| Sep09 |
090514 |
39.12 |
39.39 |
39.06 |
39.15 |
-0.34 |
1,880 |
12,810 |
+595 |
| Oct09 |
090514 |
39.45 |
39.55 |
39.15 |
39.26 |
-0.34 |
526 |
7,372 |
+161 |
| Dec09 |
090514 |
39.71 |
39.90 |
39.45 |
39.55 |
-0.36 |
4,430 |
29,539 |
+497 |
| Jan10 |
090514 |
39.84 |
39.95 |
39.76 |
39.76 |
-0.38 |
188 |
2,100 |
+104 |
| Mar10 |
090514 |
40.16 |
40.35 |
40.00 |
40.00 |
-0.39 |
118 |
1,237 |
+10 |
| Total Volume and Open Interest |
48,918 |
210,701 |
+2,460 |
| Canola(WCE) |
| May09 |
090514 |
480.4 |
480.4 |
480.4 |
480.4 |
+5.8 |
|
|
|
| Jul09 |
090514 |
468.0 |
475.9 |
465.8 |
475.4 |
+5.8 |
6,272 |
64,336 |
-7,139 |
| Nov09 |
090514 |
463.2 |
473.7 |
460.9 |
472.9 |
+6.2 |
5,174 |
40,493 |
+2,144 |
| Jan10 |
090514 |
470.0 |
477.9 |
470.0 |
477.0 |
+6.2 |
864 |
2,188 |
+696 |
| Mar10 |
090514 |
472.0 |
480.0 |
472.0 |
479.1 |
+6.8 |
36 |
946 |
+36 |
| Total Volume and Open Interest |
12,423 |
108,780 |
-4,195 |
| Corn(CBOT) |
| May09 |
090514 |
416.75 |
422.25 |
414.25 |
421.50 |
+2.00 |
3,612 |
1,766 |
-1,767 |
| Jul09 |
090514 |
425.00 |
429.25 |
419.75 |
428.25 |
+1.75 |
191,452 |
368,279 |
+13,945 |
| Sep09 |
090514 |
434.25 |
438.25 |
429.00 |
437.50 |
+2.00 |
57,101 |
101,475 |
-49 |
| Dec09 |
090514 |
446.00 |
450.50 |
440.75 |
449.25 |
+2.00 |
107,368 |
264,090 |
+18,739 |
| Mar10 |
090514 |
456.00 |
460.50 |
452.00 |
460.25 |
+2.50 |
12,443 |
44,746 |
+1,910 |
| May10 |
090514 |
459.00 |
468.00 |
458.50 |
468.00 |
+2.25 |
1,060 |
7,592 |
-122 |
| Total Volume and Open Interest |
384,365 |
854,767 |
+34,685 |
| Wheat(CBOT) |
| May09 |
090514 |
573.00 |
581.50 |
572.00 |
581.50 |
+2.75 |
924 |
571 |
-717 |
| Jul09 |
090514 |
587.00 |
595.50 |
580.00 |
593.25 |
+4.50 |
43,656 |
169,117 |
+1,036 |
| Sep09 |
090514 |
609.50 |
621.75 |
606.50 |
619.75 |
+4.50 |
9,028 |
52,321 |
-1,048 |
| Dec09 |
090514 |
634.00 |
644.00 |
628.50 |
642.00 |
+4.50 |
12,331 |
59,583 |
-232 |
| Mar10 |
090514 |
647.50 |
658.00 |
647.00 |
657.00 |
+5.00 |
594 |
3,330 |
+55 |
| Total Volume and Open Interest |
68,007 |
298,808 |
-538 |
| Wheat(KCBT) |
| May09 |
090514 |
640.75 |
640.75 |
640.75 |
640.75 |
+5.75 |
1 |
2 |
-6 |
| Jul09 |
090514 |
636.50 |
645.00 |
629.50 |
643.75 |
+5.75 |
9,716 |
41,827 |
-1,002 |
| Sep09 |
090514 |
644.50 |
654.00 |
640.00 |
653.75 |
+5.75 |
1,733 |
10,169 |
+21 |
| Dec09 |
090514 |
663.25 |
669.25 |
655.00 |
669.00 |
+5.75 |
3,032 |
21,919 |
-391 |
| Mar10 |
090514 |
676.25 |
681.50 |
670.75 |
681.50 |
+5.25 |
119 |
826 |
+14 |
| Total Volume and Open Interest |
14,743 |
77,488 |
-1,275 |
| Wheat(MGE) |
| May09 |
090514 |
698.00 |
698.00 |
698.00 |
698.00 |
unch |
0 |
2 |
+0 |
| Jul09 |
090514 |
712.75 |
730.00 |
705.00 |
725.75 |
+12.50 |
1,622 |
14,171 |
-27 |
| Sep09 |
090514 |
706.50 |
723.25 |
701.25 |
719.75 |
+11.50 |
1,395 |
8,555 |
+736 |
| Dec09 |
090514 |
719.75 |
727.25 |
708.25 |
726.00 |
+12.25 |
610 |
5,839 |
+92 |
| Mar10 |
090514 |
722.00 |
733.00 |
718.75 |
731.50 |
+10.25 |
164 |
929 |
+57 |
| Total Volume and Open Interest |
3,908 |
30,080 |
+913 |
| Oats(CBOT) |
| May09 |
090514 |
223.50 |
225.00 |
223.50 |
223.50 |
-1.50 |
2 |
5 |
-2 |
| Jul09 |
090514 |
229.50 |
230.00 |
224.00 |
228.00 |
-0.50 |
881 |
7,465 |
+7 |
| Sep09 |
090514 |
238.75 |
238.75 |
234.25 |
236.50 |
-0.50 |
47 |
148 |
+10 |
| Dec09 |
090514 |
250.00 |
250.00 |
244.25 |
249.00 |
-0.50 |
239 |
5,703 |
+77 |
| Total Volume and Open Interest |
1,169 |
13,337 |
+92 |
| Rough Rice(CBOT) |
| May09 |
090514 |
11.94 |
11.94 |
11.90 |
11.90 |
-0.12 |
4 |
11 |
-9 |
| Jul09 |
090514 |
12.15 |
12.28 |
11.94 |
12.01 |
-0.14 |
655 |
3,700 |
-88 |
| Sep09 |
090514 |
12.30 |
12.35 |
12.06 |
12.07 |
-0.22 |
103 |
1,738 |
-31 |
| Nov09 |
090514 |
12.41 |
12.43 |
12.15 |
12.15 |
-0.20 |
341 |
1,688 |
-9 |
| Total Volume and Open Interest |
1,199 |
7,708 |
-63 |
| Live Cattle(CME) |
| Jun09 |
090514 |
82.600 |
83.150 |
82.400 |
82.800 |
+0.300 |
19,709 |
57,277 |
-5,715 |
| Aug09 |
090514 |
82.750 |
83.230 |
82.500 |
82.850 |
+0.020 |
18,554 |
78,472 |
+3,452 |
| Oct09 |
090514 |
88.285 |
88.680 |
88.100 |
88.250 |
unch |
7,288 |
42,763 |
+1,586 |
| Dec09 |
090514 |
90.635 |
91.150 |
90.600 |
90.900 |
+0.115 |
2,196 |
16,087 |
+627 |
| Feb10 |
090514 |
91.980 |
92.350 |
91.800 |
92.150 |
+0.050 |
927 |
7,055 |
+646 |
| Apr10 |
090514 |
92.000 |
92.950 |
92.000 |
92.600 |
unch |
409 |
2,388 |
+219 |
| Total Volume and Open Interest |
49,089 |
204,432 |
+817 |
| Feeder Cattle(CME) |
| May09 |
090514 |
99.000 |
99.450 |
98.750 |
99.250 |
+0.300 |
813 |
3,003 |
-377 |
| Aug09 |
090514 |
101.200 |
102.000 |
101.200 |
101.650 |
+0.420 |
2,391 |
13,106 |
+312 |
| Sep09 |
090514 |
101.750 |
102.000 |
101.500 |
101.900 |
+0.350 |
364 |
2,430 |
+65 |
| Oct09 |
090514 |
101.950 |
102.250 |
101.650 |
102.180 |
+0.430 |
402 |
2,361 |
+116 |
| Nov09 |
090514 |
101.950 |
102.900 |
101.930 |
102.700 |
+0.750 |
77 |
678 |
+8 |
| Jan10 |
090514 |
100.000 |
101.100 |
100.000 |
101.100 |
+0.200 |
2 |
47 |
+1 |
| Mar10 |
090514 |
100.400 |
100.400 |
100.400 |
100.400 |
+0.400 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
4,049 |
21,636 |
+125 |
| Lean Hogs(CME) |
| May09 |
090514 |
61.750 |
62.200 |
61.750 |
62.130 |
+0.550 |
429 |
2,040 |
-316 |
| Jun09 |
090514 |
67.800 |
68.250 |
66.850 |
67.000 |
-0.950 |
20,094 |
44,813 |
-6,096 |
| Jul09 |
090514 |
69.050 |
69.650 |
68.225 |
68.650 |
-0.825 |
15,768 |
36,367 |
+5,918 |
| Aug09 |
090514 |
69.350 |
69.635 |
68.400 |
68.535 |
-0.850 |
7,146 |
28,048 |
+54 |
| Oct09 |
090514 |
65.500 |
65.500 |
64.100 |
64.180 |
-1.270 |
7,023 |
24,634 |
+3,000 |
| Dec09 |
090514 |
64.950 |
64.950 |
64.000 |
64.180 |
-0.870 |
1,104 |
6,849 |
+332 |
| Feb10 |
090514 |
68.650 |
68.750 |
68.000 |
68.300 |
-0.675 |
149 |
1,525 |
+29 |
| Apr10 |
090514 |
71.300 |
71.385 |
70.950 |
71.200 |
-1.000 |
83 |
764 |
+33 |
| Total Volume and Open Interest |
51,841 |
145,443 |
+2,987 |
| Pork Bellies(CME) |
| May09 |
090514 |
74.080 |
75.200 |
74.080 |
74.100 |
-2.700 |
0 |
7 |
+0 |
| Jul09 |
090514 |
75.500 |
75.500 |
73.400 |
73.550 |
-2.000 |
31 |
734 |
-2 |
| Aug09 |
090514 |
75.500 |
75.600 |
74.600 |
75.400 |
-2.000 |
1 |
106 |
+1 |
| Feb10 |
090514 |
90.100 |
90.100 |
90.000 |
90.100 |
unch |
0 |
7 |
+0 |
| Mar10 |
090514 |
90.600 |
90.600 |
90.600 |
90.600 |
-1.150 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
32 |
859 |
-1 |
| Class III Milk(CME) |
| May09 |
090514 |
9.81 |
9.88 |
9.79 |
9.82 |
-0.01 |
18 |
4,766 |
+5 |
| Jun09 |
090514 |
10.66 |
10.75 |
10.37 |
10.41 |
-0.26 |
173 |
4,977 |
+84 |
| Jul09 |
090514 |
12.45 |
12.45 |
12.05 |
12.06 |
-0.32 |
147 |
3,403 |
+4 |
| Aug09 |
090514 |
13.65 |
13.68 |
13.43 |
13.47 |
-0.21 |
107 |
3,143 |
+45 |
| Sep09 |
090514 |
14.46 |
14.60 |
14.35 |
14.36 |
-0.24 |
76 |
2,795 |
+5 |
| Total Volume and Open Interest |
657 |
28,081 |
+146 |
| Cocoa(ICE) |
| May09 |
090513 |
2340 |
2341 |
2302 |
2302 |
-51 |
31 |
14 |
-34 |
| Jul09 |
090514 |
2321 |
2326 |
2262 |
2310 |
-16 |
10,115 |
49,618 |
-839 |
| Sep09 |
090514 |
2339 |
2340 |
2289 |
2337 |
-14 |
3,129 |
28,310 |
+1,558 |
| Dec09 |
090514 |
2350 |
2362 |
2313 |
2361 |
-9 |
808 |
18,183 |
+302 |
| Mar10 |
090514 |
2350 |
2380 |
2336 |
2380 |
-6 |
437 |
10,438 |
+310 |
| May10 |
090514 |
2371 |
2387 |
2344 |
2387 |
-9 |
10 |
2,213 |
-3 |
| Jul10 |
090514 |
2404 |
2404 |
2404 |
2404 |
-9 |
10 |
2,830 |
+10 |
| Total Volume and Open Interest |
14,509 |
115,755 |
+1,333 |
| Coffee "C"(ICE) |
| May09 |
090514 |
125.90 |
128.00 |
125.50 |
127.95 |
+1.05 |
0 |
92 |
-55 |
| Jul09 |
090514 |
126.45 |
128.40 |
124.85 |
128.00 |
+0.85 |
13,561 |
68,103 |
-1,970 |
| Sep09 |
090514 |
128.00 |
130.15 |
126.85 |
129.85 |
+0.70 |
6,049 |
29,475 |
+1,339 |
| Dec09 |
090514 |
130.75 |
132.50 |
129.60 |
132.35 |
+0.50 |
2,020 |
19,174 |
+832 |
| Mar10 |
090514 |
134.00 |
135.10 |
132.40 |
134.90 |
+0.45 |
390 |
10,829 |
+50 |
| May10 |
090514 |
136.25 |
136.70 |
136.00 |
136.70 |
+0.45 |
162 |
3,134 |
+5 |
| Total Volume and Open Interest |
22,336 |
133,300 |
+188 |
| Orange Juice(ICE) |
| Jul09 |
090514 |
92.05 |
93.35 |
90.85 |
93.10 |
-0.20 |
1,212 |
21,448 |
-193 |
| Sep09 |
090514 |
94.05 |
96.00 |
93.85 |
95.75 |
unch |
164 |
4,009 |
+129 |
| Nov09 |
090514 |
97.00 |
99.25 |
97.00 |
99.05 |
+0.35 |
21 |
3,075 |
+9 |
| Jan10 |
090514 |
101.85 |
101.85 |
101.85 |
101.85 |
+0.15 |
3 |
190 |
+2 |
| Mar10 |
090514 |
105.50 |
105.50 |
105.50 |
105.50 |
-0.15 |
2 |
88 |
+1 |
| May10 |
090514 |
108.40 |
108.40 |
108.40 |
108.40 |
-1.25 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
1,403 |
29,041 |
-51 |
| Sugar #11(ICE) |
| Jul09 |
090514 |
15.38 |
15.56 |
15.19 |
15.47 |
+0.07 |
76,445 |
330,682 |
-1,909 |
| Oct09 |
090514 |
16.09 |
16.30 |
15.95 |
16.25 |
+0.10 |
47,659 |
149,170 |
+1,284 |
| Mar10 |
090514 |
16.81 |
17.02 |
16.69 |
16.97 |
+0.13 |
21,376 |
89,567 |
-908 |
| May10 |
090514 |
16.39 |
16.63 |
16.38 |
16.60 |
+0.14 |
2,380 |
22,778 |
+97 |
| Jul10 |
090514 |
15.87 |
16.07 |
15.87 |
16.05 |
+0.14 |
2,619 |
23,525 |
+200 |
| Total Volume and Open Interest |
157,818 |
687,013 |
+770 |
| Sugar #14(ICE) |
| Jul09 |
090514 |
21.40 |
21.44 |
21.40 |
21.44 |
+0.04 |
203 |
1,708 |
-56 |
| Sep09 |
090514 |
21.82 |
22.01 |
21.82 |
22.01 |
+0.16 |
148 |
2,476 |
+146 |
| Total Volume and Open Interest |
351 |
4,184 |
+90 |
| London Cocoa(LCE) |
| May09 |
090513 |
1680 |
1680 |
1600 |
1655 |
-114 |
13,255 |
0 |
+0 |
| Jul09 |
090513 |
1637 |
1641 |
1597 |
1601 |
-39 |
11,524 |
70,035 |
-360 |
| Sep09 |
090514 |
1609 |
1614 |
1585 |
1602 |
-9 |
6,434 |
27,945 |
+1,173 |
| Dec09 |
090514 |
1617 |
1624 |
1597 |
1613 |
-7 |
2,087 |
24,741 |
-234 |
| Mar10 |
090514 |
1621 |
1630 |
1606 |
1621 |
-5 |
1,381 |
17,696 |
+402 |
| May10 |
090514 |
1620 |
1627 |
1612 |
1626 |
-5 |
248 |
6,804 |
+209 |
| Jul10 |
090514 |
1625 |
1633 |
1618 |
1629 |
-5 |
12 |
2,039 |
+0 |
| Total Volume and Open Interest |
25,235 |
170,978 |
-2,570 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090514 |
435.00 |
439.80 |
433.00 |
437.30 |
+0.30 |
4,690 |
43,697 |
-1,149 |
| Oct09 |
090514 |
438.00 |
444.80 |
437.30 |
442.00 |
+1.00 |
3,126 |
22,110 |
+1,447 |
| Dec09 |
090514 |
438.70 |
444.60 |
437.30 |
443.00 |
+1.50 |
857 |
8,521 |
+236 |
| Mar10 |
090514 |
444.40 |
448.40 |
443.20 |
448.00 |
+2.00 |
853 |
6,820 |
+444 |
| May10 |
090514 |
441.60 |
441.60 |
441.60 |
441.60 |
+1.60 |
0 |
576 |
+0 |
| Total Volume and Open Interest |
9,558 |
83,428 |
+1,003 |
| Cotton(ICE) |
| Jul09 |
090514 |
59.17 |
59.29 |
58.05 |
59.06 |
+0.02 |
12,400 |
90,427 |
+1,482 |
| Oct09 |
090514 |
59.66 |
60.49 |
59.37 |
60.45 |
-0.08 |
442 |
1,561 |
+194 |
| Dec09 |
090514 |
60.95 |
61.28 |
60.07 |
61.07 |
+0.04 |
5,678 |
35,243 |
+70 |
| Mar10 |
090514 |
62.50 |
62.93 |
62.50 |
62.93 |
+0.16 |
468 |
7,250 |
+109 |
| May10 |
090514 |
62.60 |
63.56 |
62.60 |
63.56 |
+0.10 |
29 |
205 |
+3 |
| Jul10 |
090514 |
64.23 |
64.23 |
64.23 |
64.23 |
+0.11 |
43 |
822 |
+40 |
| Total Volume and Open Interest |
19,063 |
137,523 |
+1,898 |
| Lumber(CME) |
| May09 |
090514 |
153.5 |
154.0 |
151.0 |
153.0 |
-1.3 |
185 |
238 |
-83 |
| Jul09 |
090514 |
181.8 |
183.1 |
175.6 |
177.6 |
-5.9 |
623 |
5,143 |
+124 |
| Sep09 |
090514 |
195.9 |
196.4 |
190.0 |
192.0 |
-3.6 |
170 |
1,845 |
-18 |
| Nov09 |
090514 |
186.7 |
190.0 |
186.6 |
187.0 |
-3.0 |
36 |
230 |
+5 |
| Total Volume and Open Interest |
1,034 |
7,556 |
+28 |
| Crude Oil(NYM) |
| Jun09 |
090514 |
57.73 |
59.00 |
56.55 |
58.62 |
+0.60 |
305,957 |
186,826 |
-15,501 |
| Jul09 |
090514 |
58.70 |
59.85 |
57.54 |
59.42 |
+0.45 |
164,136 |
336,640 |
+35,707 |
| Aug09 |
090514 |
59.71 |
60.68 |
58.48 |
60.27 |
+0.39 |
48,756 |
84,774 |
+9,141 |
| Sep09 |
090514 |
60.37 |
61.49 |
59.40 |
61.12 |
+0.39 |
23,604 |
61,643 |
+7,758 |
| Oct09 |
090514 |
61.17 |
61.93 |
60.55 |
61.90 |
+0.38 |
9,338 |
41,060 |
+3,414 |
| Nov09 |
090514 |
61.47 |
62.68 |
61.38 |
62.67 |
+0.36 |
6,959 |
24,310 |
+1,204 |
| Dec09 |
090514 |
62.78 |
63.70 |
61.76 |
63.35 |
+0.33 |
21,197 |
118,327 |
+3,132 |
| Jan10 |
090514 |
63.10 |
63.96 |
62.77 |
63.96 |
+0.32 |
1,558 |
24,271 |
+518 |
| Feb10 |
090514 |
63.49 |
64.54 |
63.46 |
64.54 |
+0.31 |
1,221 |
14,438 |
+308 |
| Mar10 |
090514 |
64.28 |
65.10 |
64.05 |
65.10 |
+0.30 |
749 |
13,784 |
+197 |
| Apr10 |
090514 |
64.79 |
65.65 |
64.79 |
65.65 |
+0.29 |
164 |
6,126 |
+122 |
| May10 |
090514 |
65.34 |
66.19 |
65.34 |
66.19 |
+0.28 |
565 |
5,237 |
-119 |
| Jun10 |
090514 |
65.71 |
66.70 |
65.71 |
66.70 |
+0.27 |
4,038 |
30,790 |
+679 |
| Jul10 |
090514 |
67.11 |
67.11 |
67.11 |
67.11 |
+0.25 |
436 |
7,161 |
-82 |
| Aug10 |
090514 |
67.49 |
67.49 |
67.49 |
67.49 |
+0.23 |
248 |
4,058 |
-120 |
| Sep10 |
090514 |
67.87 |
67.87 |
67.87 |
67.87 |
+0.21 |
191 |
7,267 |
+144 |
| Total Volume and Open Interest |
597,743 |
1,246,806 |
+46,771 |
| e-miNY Crude Oil(NYM) |
| May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
| Jun09 |
090513 |
59.325 |
59.900 |
57.425 |
58.025 |
-0.475 |
9,317 |
5,346 |
-945 |
| Jul09 |
090514 |
58.700 |
59.800 |
57.525 |
59.425 |
+0.450 |
785 |
1,632 |
+181 |
| Aug09 |
090514 |
59.725 |
60.275 |
58.450 |
60.275 |
+0.400 |
90 |
327 |
+9 |
| Sep09 |
090514 |
60.500 |
61.125 |
59.675 |
61.125 |
+0.400 |
14 |
136 |
+2 |
| Oct09 |
090514 |
61.900 |
61.900 |
61.900 |
61.900 |
+0.375 |
9 |
22 |
+8 |
| Nov09 |
090514 |
61.600 |
62.675 |
61.275 |
62.675 |
+0.375 |
8 |
23 |
+6 |
| Dec09 |
090514 |
62.300 |
63.350 |
62.300 |
63.350 |
+0.325 |
0 |
84 |
+0 |
| Jan10 |
090514 |
63.950 |
63.950 |
63.950 |
63.950 |
+0.300 |
|
|
|
| Feb10 |
090514 |
64.550 |
64.550 |
64.550 |
64.550 |
+0.325 |
|
|
|
| Total Volume and Open Interest |
10,771 |
7,442 |
-467 |
| Heating Oil(NYM) |
| Jun09 |
090514 |
148.65 |
150.29 |
145.77 |
149.47 |
+0.47 |
33,700 |
46,548 |
-4,621 |
| Jul09 |
090514 |
151.11 |
152.86 |
148.31 |
152.11 |
+0.44 |
14,150 |
42,942 |
+3,715 |
| Aug09 |
090514 |
153.98 |
156.23 |
152.25 |
155.45 |
+0.33 |
5,790 |
22,999 |
+1,040 |
| Sep09 |
090514 |
158.01 |
159.65 |
155.88 |
159.11 |
+0.33 |
2,866 |
18,437 |
+351 |
| Oct09 |
090514 |
160.31 |
162.65 |
159.92 |
162.61 |
+0.33 |
1,353 |
14,052 |
+206 |
| Nov09 |
090514 |
162.20 |
166.30 |
162.12 |
165.91 |
+0.33 |
1,650 |
12,072 |
-61 |
| Dec09 |
090514 |
167.11 |
169.97 |
166.31 |
169.26 |
+0.43 |
5,377 |
26,107 |
-220 |
| Jan10 |
090514 |
169.96 |
172.46 |
169.83 |
172.46 |
+0.48 |
674 |
10,539 |
+28 |
| Feb10 |
090514 |
172.84 |
174.76 |
172.04 |
174.76 |
+0.48 |
339 |
7,151 |
-3 |
| Mar10 |
090514 |
173.73 |
176.16 |
173.73 |
176.16 |
+0.48 |
282 |
5,262 |
+93 |
| Apr10 |
090514 |
173.80 |
176.65 |
173.80 |
176.56 |
+0.48 |
271 |
3,346 |
-86 |
| May10 |
090514 |
174.90 |
177.36 |
174.90 |
177.36 |
+0.48 |
171 |
3,625 |
-23 |
| Total Volume and Open Interest |
68,571 |
258,406 |
+465 |
| Gasoline(NYMEX) |
| Jun09 |
090514 |
168.54 |
172.90 |
166.44 |
172.37 |
+3.49 |
39,390 |
64,689 |
-2,343 |
| Jul09 |
090514 |
168.95 |
171.50 |
165.25 |
170.94 |
+2.99 |
24,270 |
57,101 |
+3,932 |
| Aug09 |
090514 |
166.86 |
170.50 |
165.05 |
169.96 |
+2.56 |
6,967 |
26,328 |
+147 |
| Sep09 |
090514 |
165.46 |
169.20 |
164.59 |
168.97 |
+2.18 |
5,020 |
19,157 |
+365 |
| Oct09 |
090514 |
154.86 |
158.24 |
154.86 |
158.18 |
+1.70 |
2,598 |
14,302 |
+339 |
| Nov09 |
090514 |
154.00 |
157.37 |
154.00 |
157.37 |
+1.62 |
1,302 |
4,592 |
-138 |
| Dec09 |
090514 |
155.47 |
158.52 |
155.47 |
158.37 |
+1.65 |
994 |
11,118 |
+19 |
| Jan10 |
090514 |
158.28 |
160.67 |
158.28 |
160.67 |
+1.65 |
12 |
2,955 |
+8 |
| Feb10 |
090514 |
163.22 |
163.22 |
163.22 |
163.22 |
+1.65 |
0 |
918 |
+0 |
| Mar10 |
090514 |
166.12 |
166.12 |
166.12 |
166.12 |
+1.65 |
0 |
1,640 |
+0 |
| Total Volume and Open Interest |
80,667 |
211,652 |
+2,234 |
| e-miNY RBOB Gasoline(NYM) |
| Jun09 |
090514 |
172.37 |
172.37 |
172.37 |
172.37 |
+3.49 |
|
|
|
| Jul09 |
090514 |
170.94 |
170.94 |
170.94 |
170.94 |
+2.99 |
0 |
1 |
+0 |
| Aug09 |
090514 |
169.96 |
169.96 |
169.96 |
169.96 |
+2.56 |
|
|
|
| Sep09 |
090514 |
168.97 |
168.97 |
168.97 |
168.97 |
+2.18 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jun09 |
090514 |
4.216 |
4.349 |
4.125 |
4.292 |
-0.041 |
111,072 |
97,507 |
-9,482 |
| Jul09 |
090514 |
4.371 |
4.472 |
4.250 |
4.414 |
-0.046 |
38,231 |
92,233 |
+6,907 |
| Aug09 |
090514 |
4.457 |
4.579 |
4.356 |
4.524 |
-0.036 |
13,147 |
46,948 |
+2,649 |
| Sep09 |
090514 |
4.570 |
4.666 |
4.445 |
4.613 |
-0.026 |
8,437 |
40,730 |
+1,283 |
| Oct09 |
090514 |
4.645 |
4.795 |
4.572 |
4.739 |
-0.019 |
15,064 |
56,236 |
+1,100 |
| Nov09 |
090514 |
5.210 |
5.373 |
5.159 |
5.334 |
-0.009 |
5,822 |
24,885 |
+585 |
| Dec09 |
090514 |
5.850 |
6.000 |
5.782 |
5.974 |
+0.021 |
4,216 |
33,927 |
+393 |
| Jan10 |
090514 |
6.150 |
6.295 |
6.090 |
6.269 |
+0.021 |
8,293 |
32,519 |
-387 |
| Feb10 |
090514 |
6.150 |
6.308 |
6.114 |
6.291 |
+0.025 |
1,573 |
13,338 |
-152 |
| Mar10 |
090514 |
6.062 |
6.238 |
6.051 |
6.226 |
+0.022 |
4,614 |
33,130 |
+1,026 |
| Apr10 |
090514 |
5.950 |
6.055 |
5.866 |
6.036 |
+0.027 |
3,844 |
33,343 |
+478 |
| May10 |
090514 |
5.895 |
6.095 |
5.895 |
6.073 |
+0.032 |
546 |
13,002 |
-15 |
| Jun10 |
090514 |
6.015 |
6.195 |
6.010 |
6.173 |
+0.032 |
174 |
7,831 |
-1 |
| Jul10 |
090514 |
6.135 |
6.293 |
6.111 |
6.293 |
+0.032 |
251 |
6,736 |
-151 |
| Aug10 |
090514 |
6.210 |
6.378 |
6.190 |
6.378 |
+0.034 |
187 |
7,189 |
-4 |
| Sep10 |
090514 |
6.294 |
6.418 |
6.294 |
6.418 |
+0.034 |
126 |
5,805 |
-2 |
| Total Volume and Open Interest |
219,429 |
686,113 |
+5,222 |
| Brent Crude Oil(ICE) |
| Jun09 |
090514 |
57.21 |
57.28 |
56.00 |
56.69 |
-0.65 |
103,383 |
53,506 |
-23,072 |
| Jul09 |
090514 |
58.16 |
58.92 |
56.73 |
58.59 |
+0.47 |
133,469 |
164,403 |
+5,889 |
| Aug09 |
090514 |
59.05 |
59.76 |
57.63 |
59.43 |
+0.46 |
63,349 |
86,741 |
+7,973 |
| Sep09 |
090514 |
59.62 |
60.35 |
58.47 |
60.23 |
+0.46 |
21,974 |
47,634 |
+3,402 |
| Oct09 |
090514 |
60.40 |
61.11 |
59.45 |
61.02 |
+0.46 |
10,447 |
27,051 |
+70 |
| Nov09 |
090514 |
61.21 |
61.90 |
60.10 |
61.80 |
+0.45 |
7,531 |
16,519 |
+309 |
| Dec09 |
090514 |
61.98 |
62.80 |
60.89 |
62.57 |
+0.44 |
18,610 |
90,598 |
-30 |
| Jan10 |
090514 |
62.09 |
63.32 |
61.95 |
63.27 |
+0.43 |
3,755 |
18,672 |
+452 |
| Feb10 |
090514 |
62.78 |
64.00 |
62.66 |
63.96 |
+0.43 |
2,616 |
9,186 |
+263 |
| Mar10 |
090514 |
64.50 |
64.64 |
64.50 |
64.64 |
+0.42 |
1,847 |
7,018 |
+219 |
| Apr10 |
090514 |
65.10 |
65.26 |
65.10 |
65.26 |
+0.41 |
1,294 |
4,679 |
+209 |
| May10 |
090514 |
65.83 |
65.83 |
65.83 |
65.83 |
+0.44 |
733 |
3,527 |
+57 |
| Jun10 |
090514 |
64.76 |
66.33 |
64.75 |
66.33 |
+0.47 |
1,711 |
17,946 |
+107 |
| Jul10 |
090514 |
66.76 |
66.76 |
66.76 |
66.76 |
+0.46 |
167 |
5,588 |
+62 |
| Total Volume and Open Interest |
377,472 |
685,955 |
-13,832 |
| Gas Oil(ICE) |
| Jun09 |
090514 |
476.75 |
483.00 |
469.00 |
472.75 |
-11.00 |
64,613 |
93,174 |
+1,113 |
| Jul09 |
090514 |
486.00 |
492.75 |
478.25 |
482.25 |
-11.00 |
38,173 |
65,213 |
+8,256 |
| Aug09 |
090514 |
497.25 |
502.00 |
488.50 |
492.50 |
-10.75 |
10,466 |
36,088 |
+1,666 |
| Sep09 |
090514 |
502.75 |
512.75 |
498.75 |
502.75 |
-10.50 |
7,412 |
33,732 |
+1,349 |
| Oct09 |
090514 |
512.00 |
521.00 |
507.75 |
512.00 |
-10.50 |
3,421 |
24,130 |
-220 |
| Nov09 |
090514 |
518.75 |
529.75 |
517.00 |
521.00 |
-10.75 |
3,290 |
17,312 |
+121 |
| Dec09 |
090514 |
533.00 |
537.75 |
525.00 |
529.25 |
-10.75 |
12,159 |
56,271 |
-40 |
| Jan10 |
090514 |
537.00 |
546.50 |
537.00 |
538.00 |
-11.00 |
1,713 |
21,341 |
-232 |
| Feb10 |
090514 |
545.50 |
554.75 |
545.50 |
546.25 |
-11.00 |
565 |
11,944 |
+42 |
| Mar10 |
090514 |
553.50 |
562.25 |
553.50 |
554.00 |
-11.00 |
156 |
13,684 |
+31 |
| Total Volume and Open Interest |
149,819 |
463,945 |
+7,230 |
| Ethanol(CBOT) |
| May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
| Jun09 |
090514 |
1.720 |
1.720 |
1.710 |
1.716 |
-0.004 |
87 |
539 |
-34 |
| Jul09 |
090514 |
1.720 |
1.739 |
1.720 |
1.729 |
+0.004 |
25 |
822 |
+15 |
| Aug09 |
090514 |
1.740 |
1.741 |
1.740 |
1.740 |
-0.009 |
20 |
204 |
+20 |
| Sep09 |
090514 |
1.730 |
1.730 |
1.730 |
1.730 |
unch |
15 |
183 |
+15 |
| Oct09 |
090514 |
1.725 |
1.740 |
1.725 |
1.731 |
+0.006 |
85 |
209 |
-70 |
| Nov09 |
090514 |
1.725 |
1.730 |
1.725 |
1.728 |
-0.002 |
80 |
381 |
-42 |
| Dec09 |
090514 |
1.735 |
1.735 |
1.735 |
1.735 |
unch |
80 |
417 |
-70 |
| Total Volume and Open Interest |
432 |
4,205 |
-141 |
| US Dollar Index(ICE) |
| Jun09 |
090514 |
82.910 |
83.015 |
82.320 |
82.370 |
-0.255 |
6,522 |
25,882 |
+1,336 |
| Sep09 |
090514 |
83.100 |
83.300 |
82.700 |
82.735 |
-0.230 |
135 |
2,253 |
+64 |
| Dec09 |
090514 |
83.095 |
83.095 |
83.095 |
83.095 |
-0.220 |
1 |
9 |
+0 |
| Total Volume and Open Interest |
6,658 |
28,144 |
+1,400 |
| Australian Dollar(CME) |
| Jun09 |
090514 |
75.12 |
76.03 |
74.51 |
75.93 |
+0.70 |
49,931 |
83,322 |
+362 |
| Sep09 |
090514 |
74.45 |
75.56 |
74.09 |
75.48 |
+0.70 |
195 |
712 |
+171 |
| Dec09 |
090514 |
75.07 |
75.07 |
74.37 |
75.07 |
+0.70 |
175 |
217 |
+175 |
| Total Volume and Open Interest |
50,301 |
84,266 |
+708 |
| British Pound(CME) |
| Jun09 |
090514 |
151.42 |
152.48 |
150.58 |
152.30 |
+0.62 |
95,161 |
90,270 |
+586 |
| Sep09 |
090514 |
150.74 |
152.42 |
150.69 |
152.26 |
+0.61 |
175 |
960 |
-61 |
| Dec09 |
090514 |
152.20 |
152.25 |
150.77 |
152.25 |
+0.62 |
20 |
71 |
+3 |
| Total Volume and Open Interest |
95,356 |
91,303 |
+528 |
| Canadian Dollar(CME) |
| Jun09 |
090514 |
85.17 |
85.60 |
84.83 |
85.50 |
+0.32 |
53,281 |
76,347 |
-75 |
| Sep09 |
090514 |
85.23 |
85.63 |
84.91 |
85.55 |
+0.31 |
87 |
3,080 |
+62 |
| Dec09 |
090514 |
85.34 |
85.66 |
85.02 |
85.61 |
+0.30 |
157 |
1,351 |
+91 |
| Mar10 |
090514 |
85.65 |
85.66 |
85.08 |
85.65 |
+0.30 |
21 |
447 |
+8 |
| Total Volume and Open Interest |
53,548 |
81,413 |
+84 |
| Japanese Yen(CME) |
| Jun09 |
090514 |
104.95 |
105.17 |
104.34 |
104.52 |
-0.23 |
93,562 |
84,457 |
+4,135 |
| Sep09 |
090514 |
104.96 |
105.23 |
104.46 |
104.62 |
-0.23 |
141 |
1,126 |
-61 |
| Dec09 |
090514 |
104.78 |
105.18 |
104.78 |
104.78 |
-0.25 |
2 |
111 |
+0 |
| Total Volume and Open Interest |
93,705 |
85,707 |
+4,074 |
| Swiss Franc(CME) |
| Jun09 |
090514 |
90.35 |
90.73 |
89.92 |
90.66 |
+0.24 |
32,792 |
32,080 |
+352 |
| Sep09 |
090514 |
90.30 |
90.82 |
90.11 |
90.78 |
+0.23 |
5 |
248 |
+1 |
| Dec09 |
090514 |
90.92 |
90.92 |
90.51 |
90.92 |
+0.23 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
32,797 |
32,338 |
+353 |
| EuroFX(CME) |
| Jun09 |
090514 |
135.88 |
136.64 |
135.22 |
136.50 |
+0.43 |
191,574 |
122,104 |
+2,678 |
| Sep09 |
090514 |
135.85 |
136.54 |
135.17 |
136.43 |
+0.43 |
547 |
2,271 |
+76 |
| Dec09 |
090514 |
135.54 |
136.40 |
135.41 |
136.40 |
+0.44 |
5 |
55 |
-2 |
| Total Volume and Open Interest |
192,126 |
124,434 |
+2,752 |
| Mexican Peso(CME) |
| May09 |
090514 |
758.0 |
758.0 |
752.2 |
758.0 |
+5.8 |
|
|
|
| Jun09 |
090514 |
747.5 |
754.8 |
743.0 |
753.2 |
+5.8 |
7,864 |
43,329 |
+826 |
| Total Volume and Open Interest |
8,965 |
48,141 |
+1,903 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090514 |
122~235 |
123~130 |
122~035 |
123~035 |
+0~055 |
175,307 |
704,651 |
+3,017 |
| Sep09 |
090514 |
121~200 |
122~000 |
121~055 |
121~245 |
+0~055 |
2,103 |
5,448 |
+1,168 |
| Dec09 |
090514 |
120~205 |
120~205 |
120~150 |
120~205 |
+0~055 |
60 |
228 |
-40 |
| Total Volume and Open Interest |
177,470 |
710,372 |
+4,145 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090514 |
121~200 |
122~020 |
121~155 |
121~215 |
-0~020 |
574,302 |
1,096,982 |
-7,740 |
| Sep09 |
090514 |
120~100 |
120~140 |
119~300 |
120~035 |
-0~020 |
6,737 |
29,705 |
+4,178 |
| Dec09 |
090514 |
119~125 |
119~145 |
119~125 |
119~125 |
-0~020 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
581,039 |
1,126,692 |
-3,562 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090514 |
117~078 |
117~107 |
117~071 |
117~085 |
unch |
302,675 |
821,449 |
+2,470 |
| Sep09 |
090514 |
116~121 |
117~005 |
116~109 |
116~120 |
unch |
2,047 |
15,886 |
+1,117 |
| Dec09 |
090514 |
54~072 |
54~072 |
54~072 |
54~072 |
unch |
|
|
|
| Total Volume and Open Interest |
304,722 |
837,335 |
+3,587 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090514 |
108~114 |
108~124 |
108~112 |
108~118 |
+0~002 |
704 |
481,607 |
+5,057 |
| Sep09 |
090514 |
108~052 |
108~053 |
108~045 |
108~052 |
+0~004 |
5,372 |
19,518 |
+4,016 |
| Dec09 |
090514 |
107~118 |
107~118 |
107~114 |
107~118 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
115,451 |
501,125 |
+9,073 |
| Eurodollars(CME) |
| Jun09 |
090514 |
99.230 |
99.250 |
99.215 |
99.225 |
unch |
168,255 |
953,455 |
-7,470 |
| Sep09 |
090514 |
99.185 |
99.220 |
99.175 |
99.190 |
+0.005 |
182,038 |
974,912 |
+13,407 |
| Dec09 |
090514 |
98.995 |
99.040 |
98.990 |
99.010 |
+0.020 |
168,518 |
791,808 |
-5,313 |
| Mar10 |
090514 |
98.875 |
98.940 |
98.875 |
98.900 |
+0.020 |
168,513 |
709,688 |
+5,264 |
| Jun10 |
090514 |
98.665 |
98.725 |
98.635 |
98.675 |
+0.010 |
194,967 |
546,034 |
+519 |
| Sep10 |
090514 |
98.415 |
98.485 |
98.410 |
98.430 |
unch |
151,458 |
448,249 |
-1,566 |
| Dec10 |
090514 |
98.120 |
98.190 |
98.115 |
98.125 |
-0.015 |
117,139 |
475,379 |
+5,990 |
| Mar11 |
090514 |
97.865 |
97.935 |
97.860 |
97.865 |
-0.025 |
95,650 |
314,880 |
+10,981 |
| Jun11 |
090514 |
97.595 |
97.645 |
97.570 |
97.575 |
-0.030 |
57,701 |
261,592 |
-1,282 |
| Sep11 |
090514 |
97.345 |
97.385 |
97.305 |
97.315 |
-0.035 |
44,219 |
166,981 |
+2,801 |
| Dec11 |
090514 |
97.100 |
97.135 |
97.055 |
97.060 |
-0.040 |
37,127 |
119,856 |
-1,706 |
| Mar12 |
090514 |
96.940 |
96.965 |
96.890 |
96.895 |
-0.040 |
27,389 |
97,720 |
+3,785 |
| Jun12 |
090514 |
96.785 |
96.800 |
96.730 |
96.735 |
-0.040 |
8,510 |
90,084 |
+789 |
| Sep12 |
090514 |
96.655 |
96.665 |
96.595 |
96.605 |
-0.035 |
6,676 |
61,086 |
+34 |
| Dec12 |
090514 |
96.520 |
96.520 |
96.455 |
96.465 |
-0.035 |
5,043 |
52,535 |
+158 |
| Mar13 |
090514 |
96.455 |
96.455 |
96.385 |
96.395 |
-0.035 |
5,248 |
54,830 |
+491 |
| Jun13 |
090514 |
96.335 |
96.345 |
96.285 |
96.295 |
-0.035 |
2,381 |
23,050 |
+45 |
| Sep13 |
090514 |
96.250 |
96.260 |
96.195 |
96.210 |
-0.035 |
2,101 |
38,810 |
+495 |
| Total Volume and Open Interest |
1,465,535 |
6,425,482 |
+25,936 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090514 |
99.817 |
99.820 |
99.812 |
99.815 |
unch |
6,586 |
65,849 |
+2,527 |
| Jun09 |
090514 |
99.810 |
99.815 |
99.800 |
99.805 |
-0.005 |
6,018 |
49,073 |
-403 |
| Jul09 |
090514 |
99.795 |
99.795 |
99.785 |
99.795 |
unch |
2,714 |
41,286 |
+295 |
| Aug09 |
090514 |
99.775 |
99.775 |
99.765 |
99.770 |
unch |
2,511 |
37,208 |
-178 |
| Sep09 |
090514 |
99.745 |
99.755 |
99.745 |
99.745 |
unch |
2,450 |
30,627 |
-190 |
| Oct09 |
090514 |
99.725 |
99.730 |
99.720 |
99.725 |
unch |
2,988 |
30,748 |
+724 |
| Total Volume and Open Interest |
40,557 |
406,156 |
+7,216 |
| 30 Day Fed Funds(e-CBOT) |
| May09 |
090513 |
99.812 |
99.820 |
99.812 |
99.815 |
+0.003 |
3,896 |
63,614 |
+63,614 |
| Jun09 |
090513 |
99.810 |
99.815 |
99.805 |
99.810 |
-0.005 |
4,719 |
48,904 |
+2,485 |
| Jul09 |
090513 |
99.790 |
99.800 |
99.790 |
99.795 |
unch |
8,298 |
41,148 |
+4,101 |
| Aug09 |
090513 |
99.765 |
99.780 |
99.765 |
99.770 |
+0.005 |
4,356 |
37,109 |
+37,109 |
| Sep09 |
090513 |
99.740 |
99.750 |
99.740 |
99.745 |
+0.005 |
8,630 |
30,667 |
+333 |
| Oct09 |
090513 |
99.710 |
99.730 |
99.710 |
99.725 |
+0.010 |
9,698 |
30,009 |
+1,071 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090514 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
| Sep09 |
090514 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
| Dec09 |
090514 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
| Mar10 |
090514 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
| Jun10 |
090514 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Sep10 |
090514 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
| Dec10 |
090514 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.01 |
|
|
|
| Mar11 |
090514 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
| Jun11 |
090514 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
| Sep11 |
090514 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090514 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
250 |
12,923 |
+60 |
| Sep09 |
090514 |
99.51 |
99.52 |
99.51 |
99.52 |
unch |
0 |
4,461 |
+0 |
| Dec09 |
090514 |
99.52 |
99.53 |
99.52 |
99.53 |
unch |
166 |
2,731 |
+129 |
| Mar10 |
090514 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
100 |
2,277 |
+50 |
| Jun10 |
090514 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
800 |
+0 |
| Sep10 |
090514 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
281 |
+0 |
| Dec10 |
090514 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
252 |
+0 |
| Mar11 |
090514 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
412 |
+0 |
| Total Volume and Open Interest |
516 |
25,693 |
-19 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090512 |
136.80 |
136.86 |
136.61 |
136.63 |
-0.05 |
2,672 |
12,429 |
-301 |
| Sep09 |
090514 |
136.90 |
136.90 |
136.90 |
136.90 |
+0.26 |
|
|
|
| Dec09 |
090514 |
136.90 |
136.90 |
136.90 |
136.90 |
+0.26 |
|
|
|
| Total Volume and Open Interest |
1,044 |
15,400 |
+905 |
| Euro-Bund(EUREX) |
| Jun09 |
090514 |
121.36 |
121.94 |
121.16 |
121.70 |
+0.38 |
632,151 |
863,724 |
+3,087 |
| Sep09 |
090514 |
120.78 |
121.29 |
120.59 |
121.09 |
+0.37 |
2,625 |
27,143 |
+1,424 |
| Dec09 |
090514 |
120.00 |
120.00 |
120.00 |
120.00 |
+0.33 |
194 |
12 |
+1 |
| Total Volume and Open Interest |
634,970 |
890,879 |
+4,512 |
| Euro-Bobl(EUREX) |
| Jun09 |
090514 |
115.79 |
116.09 |
115.69 |
115.94 |
unch |
204,196 |
725,979 |
+9,000 |
| Sep09 |
090514 |
115.62 |
115.85 |
115.62 |
115.78 |
+0.18 |
701 |
45,113 |
+359 |
| Dec09 |
090514 |
115.56 |
115.56 |
115.56 |
115.56 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
379,088 |
761,630 |
-9,141 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
| Sep09 |
090514 |
98.885 |
98.895 |
98.865 |
98.895 |
+0.025 |
54 |
7,878 |
+6 |
| Dec09 |
090514 |
98.750 |
98.760 |
98.750 |
98.760 |
+0.020 |
19 |
4,665 |
+12 |
| Total Volume and Open Interest |
184 |
32,044 |
+30 |
| Long Gilt(LIFFE) |
| Jun09 |
090513 |
119~03 |
120~28 |
119~03 |
120~14 |
+1~11 |
68,461 |
0 |
+0 |
| Sep09 |
090514 |
119~27 |
119~31 |
119~25 |
119~25 |
+0~13 |
1,024 |
4,181 |
+318 |
| Total Volume and Open Interest |
92,913 |
304,689 |
+5,300 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090514 |
98.78 |
98.81 |
98.77 |
98.79 |
+0.02 |
49,890 |
305,320 |
-13,674 |
| Sep09 |
090514 |
98.80 |
98.85 |
98.80 |
98.84 |
+0.05 |
64,019 |
294,295 |
+9,839 |
| Dec09 |
090514 |
98.60 |
98.65 |
98.58 |
98.63 |
+0.05 |
69,409 |
299,544 |
+11,186 |
| Mar10 |
090514 |
98.45 |
98.50 |
98.40 |
98.47 |
+0.05 |
72,104 |
323,563 |
-1,099 |
| Jun10 |
090514 |
98.12 |
98.21 |
98.10 |
98.18 |
+0.05 |
63,353 |
249,914 |
-1,523 |
| Sep10 |
090514 |
97.82 |
97.91 |
97.78 |
97.87 |
+0.05 |
43,765 |
234,115 |
-2,588 |
| Total Volume and Open Interest |
434,486 |
2,150,066 |
+9,058 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090514 |
98.835 |
98.860 |
98.825 |
98.845 |
+0.010 |
79,261 |
603,103 |
+746 |
| Sep09 |
090514 |
98.865 |
98.900 |
98.865 |
98.895 |
+0.025 |
102,817 |
539,259 |
+2,825 |
| Dec09 |
090514 |
98.735 |
98.770 |
98.725 |
98.760 |
+0.020 |
127,378 |
511,904 |
+10,888 |
| Total Volume and Open Interest |
726,740 |
3,451,371 |
+24,769 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090514 |
96.86 |
96.90 |
96.86 |
96.88 |
unch |
14,103 |
261,791 |
-1,391 |
| Sep09 |
090514 |
96.99 |
97.05 |
96.98 |
97.03 |
+0.04 |
10,734 |
245,855 |
+744 |
| Dec09 |
090514 |
96.92 |
97.00 |
96.92 |
96.99 |
+0.06 |
8,231 |
136,710 |
+2,690 |
| Mar10 |
090514 |
96.66 |
96.75 |
96.66 |
96.75 |
+0.08 |
2,401 |
88,091 |
-714 |
| Jun10 |
090514 |
96.33 |
96.41 |
96.33 |
96.41 |
+0.09 |
2,290 |
67,523 |
+600 |
| Sep10 |
090514 |
95.95 |
96.04 |
95.95 |
96.04 |
+0.10 |
1,288 |
37,620 |
+88 |
| Dec10 |
090514 |
95.65 |
95.68 |
95.62 |
95.68 |
+0.10 |
509 |
24,119 |
-155 |
| Mar11 |
090514 |
95.30 |
95.32 |
95.29 |
95.32 |
+0.08 |
346 |
13,842 |
+41 |
| Jun11 |
090514 |
94.99 |
95.00 |
94.99 |
95.00 |
+0.07 |
0 |
2,568 |
+0 |
| Sep11 |
090514 |
94.69 |
94.71 |
94.69 |
94.71 |
+0.07 |
0 |
625 |
+0 |
| Total Volume and Open Interest |
39,902 |
879,423 |
+1,903 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090514 |
95.16 |
95.17 |
95.11 |
95.14 |
+0.06 |
19,373 |
0 |
-314,711 |
| Sep09 |
090514 |
95.09 |
95.09 |
95.09 |
95.09 |
+0.05 |
402 |
604 |
+402 |
| Total Volume and Open Interest |
28,859 |
319,535 |
-1,164 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090514 |
96.17 |
96.26 |
96.15 |
96.23 |
+0.07 |
86,588 |
529,492 |
-2,539 |
| Sep09 |
090514 |
96.23 |
96.23 |
96.23 |
96.23 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
86,588 |
529,492 |
-2,539 |
| Gold(CMX) |
| Jun09 |
090514 |
927.0 |
929.4 |
920.5 |
928.4 |
+2.5 |
88,788 |
203,121 |
-2,487 |
| Aug09 |
090514 |
929.5 |
931.2 |
923.0 |
930.3 |
+2.4 |
14,362 |
49,569 |
+7,535 |
| Oct09 |
090514 |
928.9 |
932.0 |
924.7 |
931.9 |
+2.4 |
692 |
7,326 |
-23 |
| Dec09 |
090514 |
932.5 |
933.8 |
926.0 |
933.4 |
+2.3 |
4,610 |
33,358 |
+1,608 |
| Feb10 |
090514 |
930.5 |
934.8 |
930.5 |
934.8 |
+2.2 |
597 |
5,240 |
+58 |
| Apr10 |
090514 |
930.6 |
936.9 |
929.0 |
936.2 |
+2.2 |
649 |
13,716 |
+547 |
| Jun10 |
090514 |
937.7 |
937.7 |
937.7 |
937.7 |
+2.2 |
910 |
9,694 |
+519 |
| Aug10 |
090514 |
939.3 |
939.3 |
939.3 |
939.3 |
+2.2 |
0 |
476 |
+0 |
| Oct10 |
090514 |
941.0 |
941.0 |
941.0 |
941.0 |
+2.2 |
0 |
502 |
+0 |
| Dec10 |
090514 |
940.8 |
942.9 |
940.8 |
942.8 |
+2.2 |
38 |
9,643 |
+30 |
| Feb11 |
090514 |
945.1 |
945.1 |
945.1 |
945.1 |
+2.2 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
112,152 |
359,517 |
+8,694 |
| Silver(CMX) |
| May09 |
090514 |
1380.5 |
1403.5 |
1373.5 |
1402.0 |
+2.0 |
181 |
1,230 |
+30 |
| Jul09 |
090514 |
1399.0 |
1409.0 |
1371.0 |
1404.0 |
+2.0 |
17,814 |
56,988 |
+174 |
| Sep09 |
090514 |
1379.0 |
1408.0 |
1379.0 |
1406.1 |
+2.0 |
441 |
7,371 |
+339 |
| Dec09 |
090514 |
1403.0 |
1412.0 |
1384.0 |
1408.3 |
+2.0 |
1,037 |
14,331 |
+212 |
| Mar10 |
090514 |
1398.0 |
1410.0 |
1398.0 |
1410.0 |
+2.0 |
203 |
5,616 |
+140 |
| May10 |
090514 |
1402.0 |
1410.8 |
1402.0 |
1410.8 |
+2.0 |
59 |
1,619 |
+53 |
| Jul10 |
090514 |
1385.5 |
1412.0 |
1385.5 |
1412.0 |
+2.0 |
0 |
2,407 |
+0 |
| Total Volume and Open Interest |
19,883 |
96,546 |
+1,006 |
| Platinum(NYMEX) |
| Jul09 |
090514 |
1119.5 |
1128.0 |
1101.1 |
1117.5 |
-5.7 |
1,131 |
19,783 |
+45 |
| Oct09 |
090514 |
1120.0 |
1124.8 |
1110.5 |
1122.4 |
-5.7 |
13 |
814 |
+3 |
| Jan10 |
090514 |
1123.4 |
1123.4 |
1123.4 |
1123.4 |
-5.7 |
1 |
3 |
+1 |
| Total Volume and Open Interest |
1,145 |
20,600 |
+49 |
| Palladium(NYMEX) |
| Jun09 |
090514 |
222.50 |
227.00 |
220.75 |
225.85 |
-0.90 |
629 |
12,382 |
+37 |
| Sep09 |
090514 |
225.30 |
228.00 |
222.15 |
227.15 |
-0.75 |
137 |
3,082 |
+93 |
| Dec09 |
090514 |
228.00 |
228.35 |
225.00 |
228.35 |
-0.75 |
7 |
68 |
+7 |
| Total Volume and Open Interest |
773 |
15,532 |
+137 |
| Copper(CMX) |
| May09 |
090514 |
203.25 |
204.40 |
198.50 |
203.50 |
-0.20 |
302 |
3,261 |
-156 |
| Jul09 |
090514 |
202.00 |
205.00 |
196.70 |
202.70 |
-0.40 |
16,011 |
74,478 |
+1,643 |
| Sep09 |
090514 |
202.00 |
204.65 |
197.90 |
203.30 |
-0.55 |
2,497 |
16,248 |
-12 |
| Dec09 |
090514 |
201.50 |
204.25 |
198.00 |
203.60 |
-0.80 |
928 |
5,107 |
+516 |
| Mar10 |
090514 |
201.00 |
203.65 |
201.00 |
203.65 |
-0.75 |
5 |
862 |
+3 |
| Total Volume and Open Interest |
20,274 |
108,470 |
+1,781 |
| Aluminum(CMX) |
| May09 |
090514 |
0.70 |
0.70 |
0.70 |
0.70 |
unch |
|
|
|
| Jun09 |
090514 |
0.70 |
0.70 |
0.70 |
0.70 |
unch |
|
|
|
| Jul09 |
090514 |
0.71 |
0.71 |
0.71 |
0.71 |
unch |
|
|
|
| Aug09 |
090514 |
0.71 |
0.71 |
0.71 |
0.71 |
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 |
090514 |
8299 |
8350 |
8245 |
8287 |
-7 |
543 |
13,104 |
+219 |
| Sep09 |
090514 |
8250 |
8260 |
8231 |
8231 |
-7 |
63 |
836 |
+20 |
| Dec09 |
090514 |
8177 |
8184 |
8177 |
8177 |
-7 |
0 |
1 |
+0 |
| Mar10 |
090514 |
8137 |
8144 |
8137 |
8137 |
-7 |
|
|
|
| Total Volume and Open Interest |
606 |
13,941 |
+239 |
| S & P 500(CME) |
| Jun09 |
090514 |
885.10 |
896.50 |
879.00 |
889.50 |
+4.20 |
22,387 |
424,063 |
+2,220 |
| Sep09 |
090514 |
885.00 |
890.00 |
877.00 |
885.10 |
+4.10 |
408 |
26,060 |
+187 |
| Dec09 |
090514 |
880.90 |
885.90 |
872.90 |
880.90 |
+4.00 |
100 |
4,377 |
+100 |
| Mar10 |
090514 |
877.70 |
882.90 |
869.90 |
877.70 |
+3.80 |
0 |
3,190 |
+0 |
| Total Volume and Open Interest |
22,895 |
457,692 |
+2,507 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090514 |
885.00 |
896.75 |
878.75 |
889.50 |
+4.25 |
2,530,397 |
2,572,298 |
-14,561 |
| Sep09 |
090514 |
880.75 |
892.00 |
875.00 |
885.00 |
+4.00 |
3,944 |
65,023 |
+1,658 |
| Total Volume and Open Interest |
2,534,366 |
2,637,454 |
-12,885 |
| NASDAQ 100(CME) |
| Jun09 |
090514 |
1344.30 |
1370.00 |
1337.00 |
1353.80 |
+9.50 |
3,671 |
22,918 |
+1,011 |
| Sep09 |
090514 |
1352.50 |
1352.80 |
1352.50 |
1352.50 |
+9.50 |
34 |
29 |
+28 |
| Dec09 |
090514 |
1355.50 |
1355.80 |
1355.50 |
1355.50 |
+9.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,705 |
22,949 |
+1,039 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090514 |
1344.50 |
1368.80 |
1336.50 |
1353.80 |
+9.50 |
|
|
|
| Sep09 |
090514 |
1343.80 |
1366.80 |
1336.80 |
1352.50 |
+9.50 |
176 |
1,020 |
+49 |
| Total Volume and Open Interest |
366,996 |
286,700 |
+435 |
| S & P Midcap 400(CME) |
| Jun09 |
090514 |
544.50 |
555.00 |
540.50 |
548.40 |
+4.10 |
32 |
4,654 |
-5 |
| Sep09 |
090514 |
545.50 |
545.50 |
545.40 |
545.50 |
+4.10 |
|
|
|
| Dec09 |
090514 |
543.50 |
543.50 |
543.40 |
543.50 |
+4.10 |
|
|
|
| Total Volume and Open Interest |
32 |
4,654 |
-5 |
| Russell 2000(CME) |
| Jun09 |
090514 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
52 |
5,502 |
-74 |
| Sep09 |
090514 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,061 |
-225 |
| Dec09 |
090514 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,461 |
-74 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090514 |
9080 |
9170 |
9050 |
9140 |
-220 |
83,491 |
183,400 |
-14,459 |
| Sep09 |
090514 |
9145 |
9145 |
9145 |
9145 |
-220 |
20 |
423 |
+15 |
| Total Volume and Open Interest |
83,613 |
183,347 |
-1,162 |
| Nikkei 225(SGX) |
| Jun09 |
090514 |
9080 |
9170 |
9050 |
9140 |
-220 |
83,491 |
183,400 |
-14,459 |
| Sep09 |
090514 |
9145 |
9145 |
9145 |
9145 |
-220 |
20 |
423 |
+15 |
| Dec09 |
090514 |
9100 |
9100 |
9100 |
9100 |
-220 |
0 |
277 |
+0 |
| Total Volume and Open Interest |
83,613 |
183,347 |
-1,162 |
| CAC 40(EURONEXT) |
| May09 |
090514 |
3142.5 |
3169.5 |
3118.5 |
3154.0 |
-2.5 |
243,002 |
426,607 |
+11,984 |
| Jun09 |
090514 |
3098.0 |
3117.5 |
3067.0 |
3102.5 |
-2.0 |
143,187 |
227,655 |
+112,674 |
| Jul09 |
090514 |
3096.5 |
3096.5 |
3096.5 |
3096.5 |
-2.5 |
152 |
259 |
+122 |
| Total Volume and Open Interest |
386,341 |
657,880 |
+124,780 |
| Hang Seng Index(HKFE) |
| May09 |
090514 |
16540 |
16576 |
16280 |
16431 |
-499 |
100,498 |
95,078 |
-2,329 |
| Jun09 |
090514 |
16550 |
16550 |
16207 |
16360 |
-508 |
1,239 |
7,098 |
-33 |
| Total Volume and Open Interest |
102,062 |
104,152 |
-2,336 |
| DAX(EUREX) |
| Jun09 |
090514 |
4728.0 |
4771.5 |
4656.5 |
4740.0 |
+10.0 |
171,349 |
159,237 |
+2,124 |
| Sep09 |
090514 |
4725.5 |
4772.5 |
4662.5 |
4744.0 |
+10.0 |
729 |
7,163 |
-160 |
| Dec09 |
090514 |
4739.5 |
4781.0 |
4679.5 |
4752.5 |
+9.5 |
246 |
2,269 |
-6 |
| Total Volume and Open Interest |
172,324 |
168,669 |
+1,958 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090514 |
4306.00 |
4364.00 |
4271.50 |
4336.00 |
+17.00 |
103,886 |
717,470 |
+608 |
| Sep09 |
090514 |
4273.00 |
4300.00 |
4243.50 |
4300.00 |
+16.50 |
1,065 |
2,060 |
+657 |
| Dec09 |
090514 |
4240.00 |
4291.50 |
4234.00 |
4273.00 |
+16.00 |
239 |
3,300 |
+226 |
| Total Volume and Open Interest |
105,190 |
722,830 |
+1,491 |
| SPI 200(SFE) |
| Jun09 |
090514 |
3835.0 |
3838.0 |
3714.0 |
3736.0 |
-104.0 |
28,600 |
296,065 |
+493 |
| Sep09 |
090514 |
3767.0 |
3767.0 |
3685.0 |
3702.0 |
-103.0 |
12 |
2,735 |
-115 |
| Dec09 |
090514 |
3703.0 |
3703.0 |
3703.0 |
3703.0 |
-104.0 |
32 |
2,752 |
+32 |
| Total Volume and Open Interest |
28,644 |
303,263 |
+410 |
| GSCI(CME) |
| May09 |
090514 |
399.00 |
409.50 |
398.40 |
409.50 |
+3.30 |
3,729 |
2,754 |
-2,438 |
| Jun09 |
090514 |
405.50 |
414.00 |
404.00 |
414.00 |
+2.90 |
3,836 |
13,819 |
+3,510 |
| Jul09 |
090514 |
417.00 |
418.00 |
412.00 |
417.00 |
+1.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
7,565 |
16,575 |
+1,072 |
| Reuters CCI(ICE) |
| Jun09 |
090514 |
242.30 |
242.30 |
242.30 |
242.30 |
+1.10 |
0 |
50 |
+0 |
| Aug09 |
090513 |
411.00 |
411.00 |
411.00 |
411.00 |
-3.25 |
0 |
416 |
-4 |
| Nov09 |
090513 |
422.00 |
422.00 |
422.00 |
422.00 |
-3.25 |
0 |
4 |
+2 |
| 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. |
|
|