|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue May 26, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090526 |
1155.25 |
1187.50 |
1151.00 |
1185.50 |
+19.50 |
77,541 |
206,687 |
-840 |
| Aug09 |
090526 |
1125.50 |
1151.00 |
1122.00 |
1150.00 |
+16.00 |
9,649 |
25,855 |
+1,911 |
| Sep09 |
090526 |
1062.00 |
1088.00 |
1062.00 |
1087.50 |
+11.25 |
1,277 |
10,738 |
+5 |
| Nov09 |
090526 |
1022.50 |
1048.00 |
1018.00 |
1042.50 |
+11.00 |
23,867 |
140,003 |
+1,752 |
| Jan10 |
090526 |
1036.75 |
1049.00 |
1030.00 |
1044.25 |
+11.00 |
2,068 |
15,009 |
+601 |
| Mar10 |
090526 |
1015.00 |
1033.00 |
1015.00 |
1032.00 |
+9.75 |
1,657 |
7,332 |
+492 |
| May10 |
090526 |
996.00 |
1022.50 |
996.00 |
1017.00 |
+11.50 |
611 |
4,909 |
+28 |
| Total Volume and Open Interest |
119,456 |
430,373 |
+3,693 |
| Soybean Meal(CBOT) |
| Jul09 |
090526 |
372.80 |
390.50 |
372.00 |
390.00 |
+15.00 |
27,544 |
82,955 |
+896 |
| Aug09 |
090526 |
360.00 |
373.40 |
357.60 |
373.40 |
+13.00 |
6,186 |
19,806 |
+414 |
| Sep09 |
090526 |
343.50 |
353.50 |
339.60 |
353.50 |
+12.30 |
2,861 |
11,285 |
+238 |
| Oct09 |
090526 |
320.80 |
333.00 |
320.60 |
333.00 |
+11.70 |
1,922 |
12,841 |
-298 |
| Dec09 |
090526 |
313.20 |
324.50 |
312.00 |
324.50 |
+11.20 |
9,597 |
32,408 |
+534 |
| Jan10 |
090526 |
310.10 |
319.50 |
308.00 |
319.50 |
+12.00 |
535 |
3,359 |
+5 |
| Mar10 |
090526 |
302.50 |
313.70 |
301.20 |
313.70 |
+12.50 |
378 |
3,358 |
-107 |
| May10 |
090526 |
294.00 |
305.50 |
292.00 |
305.50 |
+13.80 |
635 |
3,252 |
-25 |
| Total Volume and Open Interest |
50,106 |
171,734 |
+1,663 |
| Soybean Oil(CBOT) |
| Jul09 |
090526 |
37.93 |
38.32 |
36.75 |
37.75 |
-0.35 |
28,286 |
130,221 |
-949 |
| Aug09 |
090526 |
37.75 |
38.42 |
37.46 |
37.92 |
-0.35 |
3,684 |
21,715 |
+426 |
| Sep09 |
090526 |
38.42 |
38.42 |
37.87 |
38.07 |
-0.35 |
1,971 |
16,031 |
+416 |
| Oct09 |
090526 |
37.50 |
38.25 |
37.50 |
38.19 |
-0.36 |
668 |
9,360 |
-3 |
| Dec09 |
090526 |
38.35 |
39.07 |
37.57 |
38.50 |
-0.35 |
9,125 |
35,071 |
+767 |
| Jan10 |
090526 |
38.81 |
38.81 |
38.52 |
38.75 |
-0.32 |
681 |
2,914 |
+468 |
| Mar10 |
090526 |
39.03 |
39.03 |
38.71 |
38.95 |
-0.37 |
15 |
1,570 |
-7 |
| May10 |
090526 |
38.97 |
39.42 |
38.82 |
39.05 |
-0.37 |
31 |
2,080 |
-2 |
| Total Volume and Open Interest |
44,664 |
225,608 |
+1,137 |
| Canola(WCE) |
| Jul09 |
090526 |
474.1 |
475.4 |
458.0 |
464.3 |
-23.4 |
|
|
|
| Nov09 |
090526 |
476.5 |
477.0 |
465.0 |
471.2 |
-2.9 |
5,640 |
51,798 |
+325 |
| Jan10 |
090526 |
477.8 |
478.0 |
476.5 |
478.0 |
-2.0 |
1,150 |
4,256 |
+1,017 |
| Mar10 |
090526 |
484.0 |
484.0 |
482.5 |
482.5 |
+0.2 |
167 |
1,422 |
+150 |
| May10 |
090526 |
484.5 |
484.5 |
484.5 |
484.5 |
+0.2 |
4 |
422 |
+0 |
| Total Volume and Open Interest |
12,876 |
114,595 |
-55 |
| Corn(CBOT) |
| Jul09 |
090526 |
426.25 |
433.75 |
421.75 |
427.50 |
-2.75 |
79,881 |
364,761 |
-1,626 |
| Sep09 |
090526 |
436.00 |
443.00 |
432.00 |
437.75 |
-2.50 |
7,487 |
111,738 |
+621 |
| Dec09 |
090526 |
448.00 |
456.00 |
443.75 |
450.25 |
-1.75 |
27,421 |
286,701 |
-76 |
| Mar10 |
090526 |
460.00 |
465.25 |
455.25 |
461.00 |
-0.75 |
3,060 |
45,526 |
+1 |
| May10 |
090526 |
468.75 |
471.00 |
463.00 |
468.50 |
-0.25 |
648 |
8,261 |
+254 |
| Jul10 |
090526 |
474.00 |
477.75 |
470.00 |
475.50 |
+0.50 |
1,528 |
26,151 |
+550 |
| Total Volume and Open Interest |
123,814 |
890,311 |
-80 |
| Wheat(CBOT) |
| Jul09 |
090526 |
609.25 |
619.75 |
602.50 |
612.00 |
-0.50 |
35,755 |
168,389 |
-533 |
| Sep09 |
090526 |
636.00 |
645.00 |
628.50 |
638.00 |
-0.50 |
6,436 |
52,917 |
+1,299 |
| Dec09 |
090526 |
659.00 |
668.00 |
650.75 |
660.75 |
-0.25 |
13,289 |
64,585 |
+2,603 |
| Mar10 |
090526 |
673.00 |
679.50 |
671.25 |
676.75 |
+0.25 |
391 |
4,763 |
+161 |
| May10 |
090526 |
687.00 |
687.00 |
682.00 |
684.75 |
unch |
42 |
851 |
+6 |
| Total Volume and Open Interest |
56,280 |
306,102 |
+3,566 |
| Wheat(KCBT) |
| Jul09 |
090526 |
658.50 |
667.75 |
653.00 |
662.25 |
+1.75 |
6,455 |
41,627 |
-156 |
| Sep09 |
090526 |
671.00 |
678.00 |
665.75 |
673.00 |
+1.75 |
791 |
9,894 |
+34 |
| Dec09 |
090526 |
686.50 |
693.00 |
679.00 |
688.75 |
+2.25 |
1,122 |
21,418 |
-65 |
| Mar10 |
090526 |
701.00 |
705.75 |
694.75 |
701.75 |
+2.25 |
195 |
1,065 |
+86 |
| May10 |
090526 |
707.00 |
708.25 |
700.75 |
704.75 |
+2.25 |
0 |
103 |
+1 |
| Total Volume and Open Interest |
8,625 |
76,951 |
-108 |
| Wheat(MGE) |
| Jul09 |
090526 |
745.00 |
757.75 |
738.50 |
754.75 |
+9.75 |
2,086 |
12,931 |
-271 |
| Sep09 |
090526 |
740.00 |
754.00 |
736.75 |
750.75 |
+9.75 |
770 |
9,281 |
+9 |
| Dec09 |
090526 |
745.00 |
762.00 |
742.00 |
758.75 |
+10.00 |
477 |
6,131 |
+47 |
| Mar10 |
090526 |
755.00 |
765.00 |
753.25 |
763.50 |
+9.25 |
186 |
996 |
+28 |
| May10 |
090526 |
760.00 |
764.75 |
755.50 |
764.50 |
+9.50 |
98 |
291 |
+24 |
| Total Volume and Open Interest |
3,764 |
30,178 |
-111 |
| Oats(CBOT) |
| Jul09 |
090526 |
249.00 |
251.75 |
243.00 |
247.75 |
-1.75 |
842 |
6,858 |
-23 |
| Sep09 |
090526 |
259.25 |
259.25 |
253.25 |
256.00 |
-1.50 |
13 |
177 |
+4 |
| Dec09 |
090526 |
269.00 |
269.50 |
264.00 |
267.75 |
-1.75 |
65 |
5,575 |
+21 |
| Mar10 |
090526 |
281.75 |
283.50 |
281.75 |
281.75 |
-1.75 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
920 |
12,631 |
+2 |
| Rough Rice(CBOT) |
| Jul09 |
090526 |
12.08 |
12.09 |
11.77 |
11.91 |
-0.15 |
265 |
3,726 |
+7 |
| Sep09 |
090526 |
12.25 |
12.27 |
12.00 |
12.17 |
-0.08 |
23 |
1,986 |
+13 |
| Nov09 |
090526 |
12.33 |
12.33 |
12.10 |
12.24 |
-0.07 |
17 |
1,633 |
+2 |
| Jan10 |
090526 |
12.50 |
12.51 |
12.50 |
12.50 |
-0.01 |
0 |
237 |
+0 |
| Total Volume and Open Interest |
310 |
7,925 |
+22 |
| Live Cattle(CME) |
| Jun09 |
090526 |
82.535 |
82.980 |
82.250 |
82.830 |
+0.295 |
9,058 |
35,230 |
-1,489 |
| Aug09 |
090526 |
83.730 |
83.900 |
83.250 |
83.830 |
+0.045 |
8,638 |
88,547 |
-445 |
| Oct09 |
090526 |
89.550 |
89.600 |
88.900 |
89.450 |
-0.100 |
4,404 |
46,794 |
-165 |
| Dec09 |
090526 |
91.050 |
91.400 |
90.700 |
91.385 |
+0.235 |
1,557 |
17,759 |
+527 |
| Feb10 |
090526 |
92.750 |
93.400 |
92.535 |
93.400 |
+0.500 |
608 |
9,436 |
+645 |
| Apr10 |
090526 |
94.200 |
95.050 |
93.830 |
95.035 |
+0.635 |
110 |
2,571 |
+71 |
| Total Volume and Open Interest |
24,389 |
200,882 |
-849 |
| Feeder Cattle(CME) |
| Aug09 |
090526 |
102.150 |
102.800 |
101.850 |
102.580 |
+0.650 |
1,280 |
14,135 |
-4 |
| Sep09 |
090526 |
102.200 |
102.900 |
102.080 |
102.850 |
+0.700 |
213 |
2,729 |
+7 |
| Oct09 |
090526 |
102.730 |
103.100 |
102.400 |
103.050 |
+0.500 |
137 |
2,876 |
+24 |
| Nov09 |
090526 |
103.050 |
103.500 |
102.900 |
103.430 |
+0.480 |
53 |
690 |
+2 |
| Jan10 |
090526 |
102.000 |
102.000 |
101.700 |
101.700 |
unch |
2 |
81 |
+2 |
| Mar10 |
090526 |
100.300 |
100.330 |
100.300 |
100.330 |
+0.030 |
2 |
13 |
-1 |
| Apr10 |
090526 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,687 |
20,525 |
-1,782 |
| Lean Hogs(CME) |
| Jun09 |
090526 |
66.150 |
66.400 |
65.350 |
65.550 |
-0.425 |
10,355 |
31,309 |
+719 |
| Jul09 |
090526 |
67.850 |
67.900 |
67.050 |
67.180 |
-0.400 |
7,384 |
47,914 |
+560 |
| Aug09 |
090526 |
68.830 |
68.885 |
68.000 |
68.250 |
-0.385 |
3,122 |
32,000 |
+461 |
| Oct09 |
090526 |
63.735 |
64.100 |
63.130 |
63.380 |
+0.050 |
2,345 |
25,109 |
-163 |
| Dec09 |
090526 |
64.580 |
64.580 |
63.735 |
63.950 |
-0.500 |
775 |
7,239 |
+59 |
| Feb10 |
090526 |
67.950 |
68.250 |
67.885 |
68.250 |
-0.550 |
48 |
1,640 |
+9 |
| Apr10 |
090526 |
71.200 |
71.200 |
70.900 |
71.100 |
-0.535 |
15 |
777 |
-3 |
| May10 |
090526 |
76.000 |
76.000 |
76.000 |
76.000 |
-0.750 |
5 |
61 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Pork Bellies(CME) |
| Jul09 |
090526 |
73.100 |
73.300 |
72.000 |
72.430 |
-0.770 |
68 |
693 |
-6 |
| Aug09 |
090526 |
71.500 |
73.500 |
71.500 |
73.500 |
unch |
8 |
138 |
+5 |
| Feb10 |
090526 |
89.800 |
89.800 |
89.800 |
89.800 |
unch |
0 |
7 |
+0 |
| Mar10 |
090526 |
90.300 |
90.300 |
90.300 |
90.300 |
unch |
0 |
5 |
+0 |
| May10 |
090526 |
91.300 |
91.300 |
91.300 |
91.300 |
|
|
|
|
| Class III Milk(CME) |
| May09 |
090526 |
9.84 |
9.86 |
9.82 |
9.83 |
+0.01 |
102 |
4,780 |
+47 |
| Jun09 |
090526 |
10.08 |
10.22 |
10.08 |
10.18 |
+0.06 |
332 |
5,131 |
+64 |
| Jul09 |
090526 |
11.00 |
11.10 |
10.93 |
11.09 |
+0.07 |
333 |
3,678 |
+35 |
| Aug09 |
090526 |
12.32 |
12.40 |
12.30 |
12.40 |
+0.01 |
191 |
3,283 |
+17 |
| Sep09 |
090526 |
13.63 |
13.63 |
13.54 |
13.62 |
unch |
125 |
2,925 |
+71 |
| Total Volume and Open Interest |
1,310 |
29,510 |
+300 |
| Cocoa(ICE) |
| Jul09 |
090526 |
2414 |
2421 |
2380 |
2414 |
-6 |
4,832 |
44,568 |
-325 |
| Sep09 |
090526 |
2440 |
2447 |
2407 |
2441 |
-8 |
1,529 |
31,924 |
+397 |
| Dec09 |
090526 |
2439 |
2461 |
2436 |
2460 |
-12 |
711 |
19,822 |
-166 |
| Mar10 |
090526 |
2453 |
2474 |
2452 |
2474 |
-13 |
107 |
11,521 |
+23 |
| May10 |
090526 |
2480 |
2480 |
2480 |
2480 |
-12 |
447 |
2,665 |
+55 |
| Jul10 |
090526 |
2466 |
2486 |
2466 |
2486 |
-12 |
11 |
2,832 |
+0 |
| Sep10 |
090526 |
2475 |
2489 |
2475 |
2489 |
-11 |
0 |
1,876 |
+0 |
| Total Volume and Open Interest |
7,637 |
118,819 |
-16 |
| Coffee "C"(ICE) |
| Jul09 |
090526 |
134.40 |
137.15 |
131.60 |
136.45 |
+1.45 |
8,437 |
68,605 |
-145 |
| Sep09 |
090526 |
136.55 |
138.95 |
133.50 |
138.30 |
+1.40 |
2,570 |
32,545 |
+592 |
| Dec09 |
090526 |
137.80 |
140.70 |
135.50 |
140.10 |
+1.40 |
1,566 |
20,264 |
+414 |
| Mar10 |
090526 |
140.00 |
142.95 |
138.20 |
142.25 |
+1.40 |
949 |
12,080 |
+307 |
| May10 |
090526 |
141.20 |
144.50 |
140.00 |
143.90 |
+1.40 |
197 |
3,411 |
-140 |
| Jul10 |
090526 |
142.30 |
146.05 |
142.30 |
145.45 |
+1.45 |
71 |
1,119 |
+58 |
| Total Volume and Open Interest |
13,884 |
139,983 |
+1,156 |
| Orange Juice(ICE) |
| Jul09 |
090526 |
91.30 |
93.00 |
90.50 |
92.50 |
+0.80 |
642 |
22,167 |
-148 |
| Sep09 |
090526 |
94.40 |
95.65 |
93.75 |
95.50 |
+0.65 |
228 |
4,163 |
+44 |
| Nov09 |
090526 |
97.60 |
98.60 |
96.85 |
98.55 |
+0.50 |
37 |
3,103 |
+5 |
| Jan10 |
090526 |
101.55 |
101.55 |
101.55 |
101.55 |
+0.50 |
1 |
201 |
+1 |
| Mar10 |
090526 |
104.60 |
104.60 |
104.60 |
104.60 |
+0.55 |
0 |
97 |
+0 |
| May10 |
090526 |
106.80 |
106.80 |
106.80 |
106.80 |
+0.50 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
908 |
29,962 |
-98 |
| Sugar #11(ICE) |
| Jul09 |
090526 |
15.60 |
16.05 |
15.48 |
15.94 |
+0.24 |
40,241 |
323,505 |
+1,881 |
| Oct09 |
090526 |
16.60 |
16.87 |
16.41 |
16.85 |
+0.22 |
21,486 |
168,369 |
+3,341 |
| Mar10 |
090526 |
17.40 |
17.57 |
17.20 |
17.56 |
+0.14 |
14,923 |
102,182 |
+1,626 |
| May10 |
090526 |
16.98 |
17.19 |
16.94 |
17.17 |
+0.07 |
5,244 |
25,391 |
+1,180 |
| Jul10 |
090526 |
16.60 |
16.78 |
16.55 |
16.78 |
+0.08 |
8,200 |
18,748 |
-349 |
| Total Volume and Open Interest |
97,515 |
716,981 |
+9,414 |
| Sugar #14(ICE) |
| Jul09 |
090526 |
21.95 |
21.95 |
21.95 |
21.95 |
-0.05 |
60 |
1,709 |
-20 |
| Sep09 |
090526 |
22.31 |
22.50 |
22.31 |
22.50 |
+0.22 |
119 |
2,398 |
-29 |
| Total Volume and Open Interest |
179 |
4,107 |
-49 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090526 |
1611 |
1615 |
1595 |
1609 |
-4 |
2,376 |
30,522 |
+242 |
| Dec09 |
090526 |
1614 |
1618 |
1595 |
1608 |
-4 |
2,596 |
27,883 |
-43 |
| Mar10 |
090526 |
1620 |
1620 |
1595 |
1607 |
-6 |
278 |
18,431 |
-43 |
| May10 |
090526 |
1612 |
1615 |
1597 |
1609 |
-5 |
241 |
7,571 |
+16 |
| Jul10 |
090526 |
1610 |
1613 |
1609 |
1609 |
-10 |
0 |
2,089 |
+0 |
| Sep10 |
090526 |
1614 |
1614 |
1613 |
1613 |
-10 |
4 |
1,194 |
+0 |
| Total Volume and Open Interest |
13,228 |
150,279 |
-505 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090526 |
439.60 |
451.70 |
437.50 |
450.70 |
+8.80 |
2,393 |
44,957 |
-91 |
| Oct09 |
090526 |
446.40 |
456.10 |
446.40 |
456.00 |
+6.00 |
1,046 |
24,480 |
-118 |
| Dec09 |
090526 |
451.10 |
458.30 |
451.10 |
458.00 |
+5.50 |
42 |
8,042 |
+0 |
| Mar10 |
090526 |
455.10 |
463.10 |
453.90 |
463.00 |
+5.00 |
233 |
7,914 |
+48 |
| May10 |
090526 |
455.00 |
455.30 |
455.00 |
455.30 |
+3.30 |
255 |
843 |
+150 |
| Total Volume and Open Interest |
3,976 |
88,072 |
-8 |
| Cotton(ICE) |
| Jul09 |
090526 |
57.11 |
57.25 |
54.51 |
55.06 |
-2.05 |
5,736 |
85,017 |
-565 |
| Oct09 |
090526 |
58.40 |
59.02 |
56.97 |
57.13 |
-2.33 |
157 |
2,639 |
+108 |
| Dec09 |
090526 |
60.46 |
60.46 |
58.00 |
58.57 |
-1.81 |
1,430 |
38,289 |
+267 |
| Mar10 |
090526 |
62.00 |
62.06 |
60.55 |
60.55 |
-1.94 |
35 |
7,703 |
+9 |
| May10 |
090526 |
62.24 |
62.24 |
61.70 |
61.70 |
-1.77 |
0 |
214 |
+0 |
| Jul10 |
090526 |
63.23 |
63.23 |
62.70 |
62.70 |
-1.76 |
0 |
872 |
+0 |
| Total Volume and Open Interest |
7,358 |
136,785 |
-162 |
| Lumber(CME) |
| Jul09 |
090526 |
175.2 |
178.0 |
173.7 |
175.2 |
+0.5 |
1,105 |
5,616 |
+417 |
| Sep09 |
090526 |
186.8 |
192.8 |
186.7 |
190.1 |
+2.3 |
343 |
1,911 |
+55 |
| Nov09 |
090526 |
185.5 |
186.4 |
185.5 |
186.0 |
+2.7 |
30 |
249 |
+6 |
| Jan10 |
090526 |
200.8 |
204.8 |
200.8 |
204.8 |
+3.8 |
19 |
172 |
+3 |
| Total Volume and Open Interest |
1,497 |
7,958 |
+481 |
| Crude Oil(NYM) |
| Jul09 |
090526 |
61.50 |
62.54 |
59.53 |
62.45 |
+0.78 |
237,412 |
344,894 |
-6,101 |
| Aug09 |
090526 |
62.64 |
63.14 |
60.30 |
63.10 |
+0.72 |
60,639 |
93,668 |
+1,167 |
| Sep09 |
090526 |
63.46 |
63.76 |
61.03 |
63.70 |
+0.63 |
25,148 |
71,082 |
+4,025 |
| Oct09 |
090526 |
63.00 |
64.21 |
61.75 |
64.21 |
+0.53 |
8,964 |
42,653 |
+851 |
| Nov09 |
090526 |
62.36 |
64.72 |
62.36 |
64.72 |
+0.44 |
5,999 |
22,557 |
+932 |
| Dec09 |
090526 |
65.18 |
65.23 |
62.93 |
65.23 |
+0.36 |
21,486 |
123,537 |
+790 |
| Jan10 |
090526 |
63.75 |
65.65 |
63.75 |
65.65 |
+0.29 |
2,977 |
24,228 |
+644 |
| Feb10 |
090526 |
64.51 |
66.05 |
64.51 |
66.05 |
+0.25 |
1,152 |
15,080 |
+260 |
| Mar10 |
090526 |
66.18 |
66.46 |
65.86 |
66.46 |
+0.23 |
1,770 |
14,938 |
+184 |
| Apr10 |
090526 |
65.01 |
66.88 |
65.01 |
66.88 |
+0.21 |
493 |
6,617 |
-307 |
| May10 |
090526 |
66.76 |
67.29 |
66.76 |
67.29 |
+0.18 |
269 |
5,454 |
+63 |
| Jun10 |
090526 |
66.65 |
67.70 |
66.36 |
67.70 |
+0.17 |
2,067 |
32,414 |
+846 |
| Jul10 |
090526 |
67.80 |
68.03 |
67.80 |
68.03 |
+0.15 |
267 |
7,190 |
+50 |
| Aug10 |
090526 |
68.36 |
68.36 |
68.36 |
68.36 |
+0.14 |
319 |
4,184 |
+37 |
| Sep10 |
090526 |
68.69 |
68.69 |
68.69 |
68.69 |
+0.13 |
668 |
8,215 |
+168 |
| Oct10 |
090526 |
69.02 |
69.02 |
69.02 |
69.02 |
+0.12 |
81 |
3,827 |
-7 |
| Total Volume and Open Interest |
379,790 |
1,103,516 |
+3,407 |
| e-miNY Crude Oil(NYM) |
| May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
| Jun09 |
090515 |
58.475 |
58.925 |
56.075 |
56.350 |
-1.675 |
9,865 |
5,162 |
-184 |
| Jul09 |
090526 |
61.575 |
62.525 |
59.550 |
62.450 |
+0.775 |
9,288 |
3,399 |
+137 |
| Aug09 |
090526 |
62.600 |
63.100 |
60.350 |
63.100 |
+0.725 |
402 |
516 |
+29 |
| Sep09 |
090526 |
62.750 |
63.700 |
61.200 |
63.700 |
+0.625 |
16 |
174 |
+6 |
| Oct09 |
090526 |
63.750 |
64.200 |
63.750 |
64.200 |
+0.525 |
3 |
27 |
+0 |
| Nov09 |
090526 |
63.900 |
64.725 |
63.900 |
64.725 |
+0.450 |
0 |
24 |
+0 |
| Dec09 |
090526 |
64.550 |
65.225 |
64.550 |
65.225 |
+0.350 |
1 |
84 |
+0 |
| Jan10 |
090526 |
65.650 |
65.650 |
65.650 |
65.650 |
+0.300 |
|
|
|
| Feb10 |
090526 |
66.050 |
66.050 |
66.050 |
66.050 |
+0.250 |
|
|
|
| Total Volume and Open Interest |
9,711 |
4,281 |
+173 |
| Heating Oil(NYM) |
| Jun09 |
090526 |
154.00 |
154.60 |
147.70 |
154.53 |
+0.73 |
23,041 |
28,852 |
-3,057 |
| Jul09 |
090526 |
156.62 |
158.57 |
150.06 |
157.10 |
+0.68 |
41,356 |
56,273 |
+5,040 |
| Aug09 |
090526 |
157.51 |
160.88 |
153.90 |
160.84 |
+0.76 |
17,895 |
25,197 |
-578 |
| Sep09 |
090526 |
157.73 |
164.90 |
157.73 |
164.90 |
+0.97 |
9,555 |
19,565 |
-295 |
| Oct09 |
090526 |
161.47 |
168.55 |
161.47 |
168.55 |
+1.00 |
3,956 |
14,540 |
+352 |
| Nov09 |
090526 |
164.83 |
171.80 |
164.83 |
171.80 |
+1.00 |
2,953 |
12,895 |
-235 |
| Dec09 |
090526 |
170.18 |
175.05 |
168.02 |
175.05 |
+1.00 |
7,953 |
28,468 |
+1,121 |
| Jan10 |
090526 |
172.35 |
178.30 |
172.35 |
178.30 |
+1.05 |
1,630 |
11,381 |
+354 |
| Feb10 |
090526 |
174.82 |
180.65 |
174.82 |
180.65 |
+1.15 |
1,583 |
7,907 |
+301 |
| Mar10 |
090526 |
176.32 |
182.00 |
176.32 |
182.00 |
+1.20 |
1,823 |
5,556 |
-83 |
| Apr10 |
090526 |
176.74 |
182.40 |
176.74 |
182.40 |
+1.25 |
1,338 |
3,336 |
+71 |
| May10 |
090526 |
183.00 |
183.20 |
179.75 |
183.20 |
+1.30 |
800 |
3,842 |
+154 |
| Total Volume and Open Interest |
116,976 |
266,452 |
+3,448 |
| Gasoline(NYMEX) |
| Jun09 |
090526 |
182.39 |
187.10 |
178.00 |
185.24 |
+1.16 |
29,729 |
40,337 |
-1,767 |
| Jul09 |
090526 |
181.10 |
183.60 |
175.16 |
182.18 |
+1.11 |
42,617 |
91,387 |
+5,159 |
| Aug09 |
090526 |
176.78 |
180.85 |
173.31 |
180.16 |
+1.38 |
16,481 |
34,866 |
+1,501 |
| Sep09 |
090526 |
174.00 |
179.06 |
171.62 |
178.34 |
+1.56 |
9,132 |
24,055 |
+901 |
| Oct09 |
090526 |
160.96 |
166.71 |
160.35 |
166.47 |
+1.57 |
3,937 |
16,391 |
-248 |
| Nov09 |
090526 |
164.45 |
165.00 |
164.15 |
164.64 |
+1.47 |
3,362 |
6,310 |
-98 |
| Dec09 |
090526 |
160.20 |
165.08 |
159.53 |
164.89 |
+1.33 |
2,265 |
11,226 |
+150 |
| Jan10 |
090526 |
165.00 |
167.14 |
164.60 |
167.14 |
+1.33 |
199 |
3,177 |
-3 |
| Feb10 |
090526 |
167.00 |
169.69 |
167.00 |
169.69 |
+1.33 |
84 |
883 |
-19 |
| Mar10 |
090526 |
172.54 |
172.54 |
172.54 |
172.54 |
+1.33 |
21 |
1,638 |
-4 |
| Total Volume and Open Interest |
108,256 |
239,807 |
+5,524 |
| e-miNY RBOB Gasoline(NYM) |
| Jun09 |
090526 |
1.84 |
1.84 |
1.84 |
1.85 |
+0.01 |
|
|
|
| Jul09 |
090526 |
182.18 |
182.18 |
182.18 |
182.18 |
+1.11 |
0 |
1 |
+0 |
| Aug09 |
090526 |
180.16 |
180.16 |
180.16 |
180.16 |
+1.38 |
|
|
|
| Sep09 |
090526 |
178.34 |
178.34 |
178.34 |
178.34 |
+1.56 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jun09 |
090526 |
3.480 |
3.589 |
3.388 |
3.537 |
+0.022 |
97,805 |
36,757 |
-11,443 |
| Jul09 |
090526 |
3.609 |
3.697 |
3.500 |
3.643 |
+0.007 |
58,137 |
125,309 |
+8,331 |
| Aug09 |
090526 |
3.759 |
3.820 |
3.627 |
3.767 |
+0.001 |
12,207 |
48,460 |
+908 |
| Sep09 |
090526 |
3.853 |
3.922 |
3.728 |
3.868 |
+0.002 |
6,519 |
47,144 |
+585 |
| Oct09 |
090526 |
3.986 |
4.070 |
3.892 |
4.033 |
+0.007 |
11,667 |
59,747 |
+2,408 |
| Nov09 |
090526 |
4.680 |
4.738 |
4.605 |
4.728 |
+0.006 |
4,344 |
27,967 |
+744 |
| Dec09 |
090526 |
5.416 |
5.509 |
5.370 |
5.473 |
+0.016 |
6,306 |
36,739 |
+1,382 |
| Jan10 |
090526 |
5.752 |
5.840 |
5.693 |
5.798 |
+0.017 |
6,108 |
33,947 |
+408 |
| Feb10 |
090526 |
5.780 |
5.889 |
5.750 |
5.850 |
+0.019 |
1,168 |
16,611 |
+322 |
| Mar10 |
090526 |
5.731 |
5.850 |
5.704 |
5.810 |
+0.021 |
0 |
36,293 |
+0 |
| Apr10 |
090526 |
5.630 |
5.696 |
5.585 |
5.685 |
+0.031 |
5,152 |
35,388 |
+1,546 |
| May10 |
090526 |
5.700 |
5.740 |
5.652 |
5.740 |
+0.033 |
832 |
13,013 |
+76 |
| Jun10 |
090526 |
5.765 |
5.852 |
5.765 |
5.852 |
+0.035 |
415 |
8,196 |
+171 |
| Jul10 |
090526 |
5.890 |
5.977 |
5.890 |
5.977 |
+0.035 |
316 |
7,448 |
+210 |
| Aug10 |
090526 |
6.027 |
6.071 |
6.027 |
6.071 |
+0.037 |
231 |
7,587 |
+150 |
| Sep10 |
090526 |
6.090 |
6.121 |
6.090 |
6.121 |
+0.037 |
331 |
6,353 |
+139 |
| Total Volume and Open Interest |
218,804 |
688,819 |
+6,426 |
| Brent Crude Oil(ICE) |
| Jul09 |
090526 |
60.03 |
61.35 |
58.41 |
61.24 |
+0.46 |
91,859 |
168,862 |
-2,975 |
| Aug09 |
090526 |
61.22 |
62.07 |
59.23 |
62.01 |
+0.45 |
47,578 |
111,220 |
+3,945 |
| Sep09 |
090526 |
61.92 |
62.78 |
60.00 |
62.70 |
+0.44 |
34,498 |
67,676 |
-1,307 |
| Oct09 |
090526 |
61.95 |
63.38 |
60.69 |
63.33 |
+0.41 |
15,174 |
33,470 |
-708 |
| Nov09 |
090526 |
62.47 |
63.99 |
61.46 |
63.95 |
+0.37 |
9,897 |
18,998 |
+1,168 |
| Dec09 |
090526 |
63.12 |
64.63 |
62.15 |
64.57 |
+0.34 |
16,452 |
89,949 |
+3,100 |
| Jan10 |
090526 |
63.64 |
65.15 |
62.85 |
65.15 |
+0.32 |
4,571 |
22,077 |
+1,455 |
| Feb10 |
090526 |
64.21 |
65.71 |
64.11 |
65.70 |
+0.29 |
2,207 |
10,521 |
+448 |
| Mar10 |
090526 |
64.70 |
66.23 |
64.70 |
66.23 |
+0.25 |
1,427 |
7,676 |
-199 |
| Apr10 |
090526 |
66.60 |
66.75 |
66.60 |
66.75 |
+0.22 |
625 |
4,453 |
+44 |
| May10 |
090526 |
67.24 |
67.24 |
67.24 |
67.24 |
+0.20 |
463 |
3,820 |
+5 |
| Jun10 |
090526 |
65.67 |
67.73 |
65.67 |
67.67 |
+0.19 |
877 |
16,881 |
-904 |
| Jul10 |
090526 |
68.06 |
68.06 |
68.06 |
68.06 |
+0.18 |
153 |
6,101 |
+314 |
| Aug10 |
090526 |
68.42 |
68.42 |
68.42 |
68.42 |
+0.19 |
85 |
5,841 |
+153 |
| Total Volume and Open Interest |
229,040 |
700,223 |
+5,461 |
| Gas Oil(ICE) |
| Jun09 |
090526 |
479.75 |
486.25 |
463.50 |
481.25 |
+1.75 |
36,200 |
87,324 |
+3,575 |
| Jul09 |
090526 |
494.50 |
498.50 |
476.00 |
493.50 |
+2.75 |
36,918 |
79,958 |
+1,577 |
| Aug09 |
090526 |
500.50 |
510.75 |
488.50 |
506.00 |
+3.75 |
13,169 |
43,687 |
+711 |
| Sep09 |
090526 |
507.00 |
522.50 |
501.75 |
518.25 |
+4.25 |
6,946 |
35,699 |
-1,690 |
| Oct09 |
090526 |
518.25 |
533.75 |
513.50 |
529.50 |
+5.00 |
3,444 |
29,793 |
+215 |
| Nov09 |
090526 |
528.25 |
543.00 |
523.25 |
538.75 |
+4.75 |
2,238 |
17,368 |
+127 |
| Dec09 |
090526 |
537.00 |
552.50 |
530.75 |
547.25 |
+4.50 |
7,167 |
57,800 |
+166 |
| Jan10 |
090526 |
543.50 |
560.50 |
540.00 |
556.50 |
+4.75 |
1,180 |
21,132 |
+192 |
| Feb10 |
090526 |
565.00 |
569.25 |
565.00 |
565.00 |
+4.75 |
418 |
12,252 |
-129 |
| Mar10 |
090526 |
572.50 |
576.50 |
572.50 |
572.50 |
+4.50 |
276 |
14,400 |
+165 |
| Total Volume and Open Interest |
110,303 |
496,351 |
+5,187 |
| Ethanol(CBOT) |
| May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
| Jun09 |
090526 |
1.700 |
1.710 |
1.700 |
1.700 |
-0.020 |
40 |
633 |
-11 |
| Jul09 |
090526 |
1.710 |
1.710 |
1.710 |
1.710 |
-0.007 |
14 |
895 |
+5 |
| Aug09 |
090526 |
1.718 |
1.718 |
1.718 |
1.718 |
-0.014 |
8 |
340 |
+1 |
| Sep09 |
090526 |
1.708 |
1.708 |
1.708 |
1.708 |
-0.012 |
15 |
199 |
+7 |
| Oct09 |
090526 |
1.730 |
1.730 |
1.697 |
1.714 |
-0.011 |
20 |
215 |
-3 |
| Nov09 |
090526 |
1.730 |
1.730 |
1.716 |
1.718 |
-0.017 |
5 |
382 |
+0 |
| Dec09 |
090526 |
1.730 |
1.730 |
1.730 |
1.730 |
-0.010 |
7 |
442 |
+7 |
| Total Volume and Open Interest |
145 |
4,630 |
+42 |
| US Dollar Index(ICE) |
| Jun09 |
090526 |
80.170 |
80.825 |
80.100 |
80.205 |
+0.150 |
11,548 |
31,425 |
+2,494 |
| Sep09 |
090526 |
80.550 |
81.210 |
80.445 |
80.625 |
+0.160 |
348 |
2,428 |
+25 |
| Dec09 |
090526 |
81.325 |
81.325 |
80.725 |
80.975 |
+0.170 |
1 |
17 |
-1 |
| Total Volume and Open Interest |
11,897 |
33,870 |
+2,518 |
| Australian Dollar(CME) |
| Jun09 |
090526 |
78.17 |
78.77 |
76.91 |
78.33 |
unch |
55,017 |
87,274 |
+482 |
| Sep09 |
090526 |
77.79 |
78.19 |
76.45 |
77.84 |
unch |
93 |
1,474 |
+57 |
| Dec09 |
090526 |
76.55 |
77.39 |
76.42 |
77.39 |
+0.03 |
0 |
230 |
+0 |
| Total Volume and Open Interest |
55,110 |
88,993 |
+539 |
| British Pound(CME) |
| Jun09 |
090526 |
159.23 |
159.69 |
157.76 |
159.25 |
+0.08 |
133,489 |
87,019 |
-2,308 |
| Sep09 |
090526 |
159.25 |
159.63 |
157.72 |
159.20 |
+0.08 |
1,474 |
5,829 |
+997 |
| Dec09 |
090526 |
159.13 |
159.29 |
157.90 |
159.13 |
+0.09 |
5 |
139 |
+5 |
| Total Volume and Open Interest |
134,968 |
92,989 |
-1,306 |
| Canadian Dollar(CME) |
| Jun09 |
090526 |
89.20 |
89.65 |
88.06 |
89.46 |
+0.39 |
69,095 |
78,933 |
-572 |
| Sep09 |
090526 |
89.02 |
89.69 |
88.14 |
89.52 |
+0.39 |
763 |
3,836 |
+159 |
| Dec09 |
090526 |
88.85 |
89.67 |
88.41 |
89.60 |
+0.40 |
137 |
1,451 |
+61 |
| Mar10 |
090526 |
89.38 |
89.71 |
88.51 |
89.65 |
+0.41 |
59 |
492 |
+36 |
| Total Volume and Open Interest |
70,073 |
84,914 |
-307 |
| Japanese Yen(CME) |
| Jun09 |
090526 |
105.61 |
105.92 |
105.05 |
105.30 |
-0.63 |
106,985 |
93,484 |
+988 |
| Sep09 |
090526 |
105.40 |
106.04 |
105.21 |
105.40 |
-0.64 |
1,869 |
1,767 |
+296 |
| Dec09 |
090526 |
106.05 |
106.13 |
105.52 |
105.52 |
-0.61 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
108,854 |
95,379 |
+1,284 |
| Swiss Franc(CME) |
| Jun09 |
090526 |
92.24 |
92.49 |
91.54 |
92.26 |
-0.01 |
32,925 |
38,408 |
-596 |
| Sep09 |
090526 |
92.35 |
92.59 |
91.66 |
92.37 |
-0.01 |
648 |
1,139 |
+570 |
| Dec09 |
090526 |
92.02 |
92.52 |
92.02 |
92.52 |
+0.02 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
33,573 |
39,557 |
-26 |
| EuroFX(CME) |
| Jun09 |
090526 |
140.23 |
140.34 |
138.57 |
139.82 |
-0.31 |
227,309 |
128,738 |
-1,169 |
| Sep09 |
090526 |
140.21 |
140.21 |
138.46 |
139.72 |
-0.30 |
1,952 |
3,623 |
+391 |
| Dec09 |
090526 |
140.24 |
140.29 |
138.55 |
139.62 |
-0.31 |
22 |
108 |
+13 |
| Total Volume and Open Interest |
229,283 |
132,473 |
-765 |
| Mexican Peso(CME) |
| Jun09 |
090526 |
756.0 |
762.8 |
751.8 |
756.2 |
-1.0 |
9,242 |
44,875 |
+53 |
| Jul09 |
090526 |
755.0 |
755.8 |
755.0 |
755.0 |
-0.8 |
|
|
|
| Total Volume and Open Interest |
9,245 |
49,906 |
+54 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090526 |
119~150 |
119~280 |
118~000 |
118~210 |
-0~210 |
369,594 |
573,172 |
-51,217 |
| Sep09 |
090526 |
118~005 |
118~160 |
116~195 |
117~085 |
-0~215 |
87,960 |
169,278 |
+58,492 |
| Dec09 |
090526 |
117~000 |
117~000 |
116~020 |
116~020 |
-0~250 |
0 |
237 |
+0 |
| Total Volume and Open Interest |
457,554 |
742,731 |
+7,275 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090526 |
119~050 |
119~185 |
118~095 |
118~235 |
-0~140 |
1,080,205 |
996,973 |
-56,216 |
| Sep09 |
090526 |
117~185 |
118~015 |
116~245 |
117~065 |
-0~140 |
129,214 |
188,333 |
+79,595 |
| Dec09 |
090526 |
116~145 |
116~285 |
116~145 |
116~145 |
-0~140 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
1,209,419 |
1,185,311 |
+23,379 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090526 |
116~094 |
116~123 |
116~026 |
116~057 |
-0~031 |
618,457 |
739,993 |
-40,080 |
| Sep09 |
090526 |
115~064 |
116~020 |
115~049 |
115~082 |
-0~037 |
143,881 |
206,997 |
+102,427 |
| Dec09 |
090526 |
52~122 |
53~031 |
52~122 |
52~122 |
-0~037 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
762,340 |
946,990 |
+62,347 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090526 |
108~116 |
108~116 |
108~108 |
108~110 |
-0~001 |
9,828 |
477,959 |
-17,086 |
| Sep09 |
090526 |
108~046 |
108~059 |
108~032 |
108~040 |
-0~006 |
80,357 |
99,171 |
+27,991 |
| Dec09 |
090526 |
107~108 |
107~109 |
107~108 |
107~108 |
-0~001 |
|
|
|
| Total Volume and Open Interest |
310,069 |
577,130 |
+10,905 |
| Eurodollars(CME) |
| Jun09 |
090526 |
99.300 |
99.340 |
99.240 |
99.268 |
-0.033 |
359,802 |
895,317 |
+7,722 |
| Sep09 |
090526 |
99.250 |
99.300 |
99.175 |
99.210 |
-0.040 |
405,646 |
1,021,808 |
+19,230 |
| Dec09 |
090526 |
99.040 |
99.115 |
98.965 |
99.005 |
-0.040 |
319,942 |
844,635 |
+13,157 |
| Mar10 |
090526 |
98.920 |
98.995 |
98.830 |
98.870 |
-0.050 |
276,476 |
735,266 |
+4,677 |
| Jun10 |
090526 |
98.680 |
98.745 |
98.580 |
98.615 |
-0.055 |
292,789 |
584,906 |
+10,732 |
| Sep10 |
090526 |
98.395 |
98.455 |
98.295 |
98.325 |
-0.060 |
236,227 |
468,541 |
-3,942 |
| Dec10 |
090526 |
98.045 |
98.105 |
97.950 |
97.980 |
-0.060 |
213,137 |
528,491 |
+8,984 |
| Mar11 |
090526 |
97.745 |
97.800 |
97.655 |
97.690 |
-0.050 |
146,335 |
332,385 |
-7,206 |
| Jun11 |
090526 |
97.415 |
97.465 |
97.320 |
97.365 |
-0.040 |
111,809 |
293,433 |
+12,122 |
| Sep11 |
090526 |
97.110 |
97.150 |
96.995 |
97.050 |
-0.040 |
79,310 |
192,648 |
+7,249 |
| Dec11 |
090526 |
96.795 |
96.830 |
96.655 |
96.725 |
-0.050 |
65,649 |
128,353 |
-1,678 |
| Mar12 |
090526 |
96.575 |
96.605 |
96.410 |
96.495 |
-0.060 |
54,182 |
106,834 |
+3,095 |
| Jun12 |
090526 |
96.365 |
96.390 |
96.180 |
96.275 |
-0.075 |
22,613 |
91,673 |
+943 |
| Sep12 |
090526 |
96.185 |
96.220 |
95.995 |
96.100 |
-0.085 |
18,727 |
62,343 |
+1,132 |
| Dec12 |
090526 |
96.020 |
96.055 |
95.820 |
95.930 |
-0.090 |
13,834 |
51,879 |
+684 |
| Mar13 |
090526 |
95.920 |
95.960 |
95.715 |
95.830 |
-0.090 |
12,416 |
59,875 |
+371 |
| Jun13 |
090526 |
95.795 |
95.835 |
95.585 |
95.705 |
-0.090 |
6,412 |
22,863 |
+213 |
| Sep13 |
090526 |
95.690 |
95.730 |
95.470 |
95.595 |
-0.095 |
6,267 |
41,289 |
+1,013 |
| Total Volume and Open Interest |
2,659,137 |
6,649,884 |
+80,904 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090526 |
99.815 |
99.820 |
99.815 |
99.817 |
unch |
749 |
70,767 |
+0 |
| Jun09 |
090526 |
99.815 |
99.815 |
99.800 |
99.805 |
unch |
1,787 |
51,373 |
+0 |
| Jul09 |
090526 |
99.795 |
99.795 |
99.780 |
99.790 |
-0.005 |
2,674 |
40,736 |
+0 |
| Aug09 |
090526 |
99.780 |
99.785 |
99.765 |
99.775 |
-0.005 |
1,624 |
37,813 |
+0 |
| Sep09 |
090526 |
99.765 |
99.770 |
99.755 |
99.760 |
-0.010 |
1,393 |
31,962 |
+0 |
| Oct09 |
090526 |
99.745 |
99.750 |
99.730 |
99.740 |
-0.010 |
10 |
31,632 |
+0 |
| Total Volume and Open Interest |
|
|
|
| 30 Day Fed Funds(e-CBOT) |
| May09 |
090519 |
99.815 |
99.820 |
99.815 |
99.817 |
unch |
3,637 |
67,687 |
+1,838 |
| Jun09 |
090519 |
99.805 |
99.810 |
99.800 |
99.805 |
-0.005 |
4,060 |
48,665 |
-408 |
| Jul09 |
090519 |
99.790 |
99.795 |
99.790 |
99.790 |
-0.010 |
5,385 |
41,577 |
+291 |
| Aug09 |
090519 |
99.770 |
99.780 |
99.770 |
99.780 |
+0.005 |
5,737 |
37,356 |
+148 |
| Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
| Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090526 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Sep09 |
090526 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
| Dec09 |
090526 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Mar10 |
090526 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
| Jun10 |
090526 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
| Sep10 |
090526 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
| Dec10 |
090526 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
|
|
|
| Mar11 |
090526 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
| Jun11 |
090526 |
99.21 |
99.22 |
99.21 |
99.21 |
-0.01 |
|
|
|
| Sep11 |
090526 |
99.21 |
99.22 |
99.21 |
99.21 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090526 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
150 |
13,042 |
-180 |
| Sep09 |
090526 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
78 |
4,745 |
-68 |
| Dec09 |
090526 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
6 |
2,801 |
+0 |
| Mar10 |
090526 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
0 |
2,410 |
+0 |
| Jun10 |
090526 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.01 |
0 |
800 |
+0 |
| Sep10 |
090526 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.01 |
0 |
281 |
+0 |
| Dec10 |
090526 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
0 |
252 |
+0 |
| Mar11 |
090526 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.01 |
0 |
412 |
+0 |
| Total Volume and Open Interest |
656 |
26,318 |
-248 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090522 |
136.88 |
136.95 |
136.66 |
136.94 |
unch |
954 |
14,740 |
+421 |
| Sep09 |
090526 |
136.32 |
136.55 |
136.32 |
136.55 |
-0.02 |
|
|
|
| Dec09 |
090526 |
136.55 |
136.55 |
136.55 |
136.55 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
1,651 |
15,372 |
+0 |
| Euro-Bund(EUREX) |
| Jun09 |
090526 |
119.65 |
120.05 |
119.21 |
119.63 |
-0.62 |
659,573 |
855,810 |
-26,250 |
| Sep09 |
090526 |
118.95 |
119.37 |
118.54 |
118.98 |
-0.64 |
5,245 |
46,874 |
+1,757 |
| Dec09 |
090526 |
117.84 |
117.84 |
117.84 |
117.84 |
-0.62 |
30 |
13 |
+0 |
| Total Volume and Open Interest |
664,848 |
902,697 |
-24,493 |
| Euro-Bobl(EUREX) |
| Jun09 |
090521 |
115.34 |
115.95 |
115.27 |
115.79 |
-0.15 |
492,831 |
742,996 |
+17,017 |
| Sep09 |
090526 |
114.56 |
114.68 |
114.30 |
114.44 |
-0.59 |
15,018 |
55,600 |
+5,856 |
| Dec09 |
090526 |
113.25 |
113.25 |
113.25 |
113.25 |
-0.53 |
|
|
|
| Total Volume and Open Interest |
430,833 |
799,064 |
+14,665 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090526 |
98.835 |
98.855 |
98.825 |
98.835 |
-0.010 |
24 |
8,528 |
+7 |
| Dec09 |
090526 |
98.720 |
98.740 |
98.715 |
98.720 |
-0.015 |
84 |
4,656 |
-3 |
| Total Volume and Open Interest |
261 |
35,575 |
-2 |
| Long Gilt(LIFFE) |
| Jun09 |
090519 |
120~14 |
121~01 |
120~10 |
120~26 |
+0~15 |
53,469 |
0 |
+0 |
| Sep09 |
090526 |
117~10 |
118~05 |
117~10 |
118~00 |
+0~13 |
2,381 |
9,964 |
+607 |
| Total Volume and Open Interest |
150,282 |
284,526 |
-3,297 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090526 |
98.82 |
98.87 |
98.81 |
98.84 |
unch |
48,904 |
296,330 |
+7,364 |
| Sep09 |
090526 |
98.89 |
98.96 |
98.87 |
98.89 |
-0.02 |
71,055 |
288,091 |
+1,028 |
| Dec09 |
090526 |
98.76 |
98.81 |
98.70 |
98.72 |
-0.03 |
89,341 |
302,177 |
-15,358 |
| Mar10 |
090526 |
98.63 |
98.68 |
98.57 |
98.60 |
-0.03 |
85,994 |
356,882 |
-7,109 |
| Jun10 |
090526 |
98.30 |
98.38 |
98.27 |
98.30 |
-0.02 |
68,062 |
261,946 |
-5,094 |
| Sep10 |
090526 |
97.97 |
98.03 |
97.92 |
97.95 |
-0.01 |
61,773 |
255,752 |
-4,373 |
| Total Volume and Open Interest |
541,662 |
2,258,994 |
-22,938 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090518 |
98.865 |
98.900 |
98.860 |
98.895 |
+0.030 |
107,164 |
574,626 |
-9,763 |
| Sep09 |
090526 |
98.815 |
98.870 |
98.805 |
98.835 |
-0.010 |
133,134 |
575,158 |
+3,714 |
| Dec09 |
090526 |
98.690 |
98.770 |
98.690 |
98.720 |
-0.015 |
141,191 |
527,971 |
+6,134 |
| Total Volume and Open Interest |
797,715 |
3,561,822 |
+3,962 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090526 |
96.86 |
96.88 |
96.85 |
96.87 |
+0.03 |
5,540 |
244,399 |
-5,290 |
| Sep09 |
090526 |
96.96 |
97.02 |
96.96 |
97.00 |
+0.06 |
13,401 |
258,726 |
+1,811 |
| Dec09 |
090526 |
96.89 |
96.98 |
96.88 |
96.95 |
+0.08 |
9,417 |
146,454 |
+2,491 |
| Mar10 |
090526 |
96.60 |
96.69 |
96.57 |
96.68 |
+0.10 |
5,023 |
94,972 |
+958 |
| Jun10 |
090526 |
96.18 |
96.30 |
96.18 |
96.29 |
+0.09 |
3,691 |
73,733 |
+795 |
| Sep10 |
090526 |
95.78 |
95.88 |
95.77 |
95.88 |
+0.09 |
2,600 |
39,021 |
+562 |
| Dec10 |
090526 |
95.37 |
95.47 |
95.36 |
95.47 |
+0.08 |
1,523 |
24,283 |
-224 |
| Mar11 |
090526 |
94.99 |
95.10 |
94.99 |
95.10 |
+0.07 |
415 |
14,105 |
-581 |
| Jun11 |
090526 |
94.66 |
94.77 |
94.65 |
94.77 |
+0.07 |
251 |
2,055 |
-102 |
| Sep11 |
090526 |
94.37 |
94.49 |
94.37 |
94.49 |
+0.09 |
115 |
789 |
+108 |
| Total Volume and Open Interest |
42,096 |
899,403 |
+643 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090520 |
94.95 |
95.00 |
94.94 |
94.94 |
-0.08 |
19,452 |
0 |
-322,577 |
| Sep09 |
090526 |
94.76 |
94.76 |
94.75 |
94.75 |
-0.02 |
610 |
2,567 |
+610 |
| Total Volume and Open Interest |
31,925 |
339,878 |
-2,620 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090526 |
95.94 |
96.03 |
95.92 |
96.02 |
+0.08 |
83,031 |
573,315 |
-7,724 |
| Sep09 |
090526 |
95.79 |
95.79 |
95.78 |
95.78 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
83,031 |
573,315 |
-7,724 |
| Gold(CMX) |
| Jun09 |
090526 |
957.6 |
960.1 |
936.6 |
953.3 |
-5.6 |
130,919 |
144,074 |
-5,335 |
| Aug09 |
090526 |
959.0 |
961.8 |
938.2 |
955.1 |
-5.4 |
33,014 |
126,176 |
+15,684 |
| Oct09 |
090526 |
961.0 |
961.0 |
944.8 |
956.4 |
-5.4 |
910 |
10,660 |
-32 |
| Dec09 |
090526 |
961.3 |
962.3 |
941.0 |
957.8 |
-5.3 |
5,526 |
35,111 |
-98 |
| Feb10 |
090526 |
952.7 |
959.2 |
952.7 |
959.2 |
-5.2 |
1,158 |
9,947 |
+730 |
| Apr10 |
090526 |
963.0 |
963.0 |
951.8 |
960.5 |
-5.1 |
463 |
14,321 |
+136 |
| Jun10 |
090526 |
962.0 |
962.0 |
962.0 |
962.0 |
-5.1 |
28 |
10,413 |
-6 |
| Aug10 |
090526 |
963.7 |
963.7 |
963.7 |
963.7 |
-5.0 |
0 |
537 |
+0 |
| Oct10 |
090526 |
965.5 |
965.5 |
965.5 |
965.5 |
-5.0 |
0 |
502 |
+0 |
| Dec10 |
090526 |
956.2 |
967.5 |
956.2 |
967.5 |
-5.0 |
0 |
12,083 |
+0 |
| Feb11 |
090526 |
970.0 |
970.0 |
970.0 |
970.0 |
-5.0 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Silver(CMX) |
| May09 |
090526 |
1469.0 |
1470.5 |
1441.0 |
1458.8 |
-9.5 |
59 |
129 |
-19 |
| Jul09 |
090526 |
1472.0 |
1478.0 |
1431.0 |
1460.0 |
-9.5 |
17,788 |
57,608 |
+562 |
| Sep09 |
090526 |
1479.0 |
1479.0 |
1436.0 |
1462.2 |
-9.4 |
495 |
7,433 |
+195 |
| Dec09 |
090526 |
1476.0 |
1477.5 |
1439.5 |
1464.7 |
-9.3 |
1,196 |
13,297 |
-373 |
| Mar10 |
090526 |
1466.9 |
1466.9 |
1466.9 |
1466.9 |
-9.0 |
6 |
5,494 |
+0 |
| May10 |
090526 |
1468.5 |
1468.5 |
1468.5 |
1468.5 |
-8.7 |
18 |
2,521 |
-2 |
| Jul10 |
090526 |
1472.0 |
1472.0 |
1460.0 |
1470.1 |
-8.5 |
4 |
2,413 |
+1 |
| Total Volume and Open Interest |
19,656 |
96,096 |
+377 |
| Platinum(NYMEX) |
| Jul09 |
090526 |
1164.0 |
1165.0 |
1128.1 |
1139.8 |
-20.2 |
1,035 |
20,261 |
-16 |
| Oct09 |
090526 |
1160.0 |
1162.0 |
1134.3 |
1144.8 |
-20.3 |
56 |
1,059 |
+42 |
| Jan10 |
090526 |
1151.8 |
1151.8 |
1146.8 |
1146.8 |
-20.4 |
1 |
4 |
+1 |
| Total Volume and Open Interest |
1,092 |
21,324 |
+27 |
| Palladium(NYMEX) |
| Jun09 |
090526 |
234.30 |
237.15 |
230.25 |
231.55 |
-2.10 |
0 |
6,797 |
+0 |
| Sep09 |
090526 |
235.00 |
238.00 |
231.45 |
232.55 |
-1.75 |
0 |
9,480 |
+0 |
| Dec09 |
090526 |
234.50 |
234.50 |
233.25 |
233.85 |
-1.75 |
0 |
150 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Copper(CMX) |
| May09 |
090526 |
210.50 |
215.10 |
206.00 |
214.75 |
+4.50 |
296 |
1,151 |
-169 |
| Jul09 |
090526 |
209.55 |
214.75 |
204.00 |
214.10 |
+4.35 |
16,789 |
71,867 |
+461 |
| Sep09 |
090526 |
209.60 |
215.25 |
205.00 |
214.65 |
+4.30 |
1,180 |
18,943 |
+604 |
| Dec09 |
090526 |
209.60 |
214.95 |
205.45 |
214.60 |
+4.00 |
247 |
6,431 |
+100 |
| Mar10 |
090526 |
214.60 |
214.60 |
214.60 |
214.60 |
+3.85 |
60 |
1,641 |
+104 |
| Total Volume and Open Interest |
19,396 |
107,391 |
+996 |
| Aluminum(CMX) |
| May09 |
090526 |
0.66 |
0.66 |
0.66 |
0.66 |
unch |
|
|
|
| Jun09 |
090526 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Jul09 |
090526 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Aug09 |
090526 |
0.68 |
0.68 |
0.68 |
0.68 |
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 |
090526 |
8266 |
8480 |
8196 |
8461 |
+201 |
246 |
17,238 |
+0 |
| Sep09 |
090526 |
8358 |
8405 |
8355 |
8401 |
+201 |
0 |
859 |
+0 |
| Dec09 |
090526 |
8349 |
8349 |
8150 |
8349 |
+199 |
0 |
1 |
+0 |
| Mar10 |
090526 |
8311 |
8311 |
8110 |
8311 |
+201 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| S & P 500(CME) |
| Jun09 |
090526 |
885.00 |
910.90 |
876.90 |
908.70 |
+23.80 |
27,008 |
440,367 |
+2,527 |
| Sep09 |
090526 |
881.30 |
905.50 |
874.00 |
904.20 |
+23.80 |
2,205 |
29,485 |
+2,136 |
| Dec09 |
090526 |
900.20 |
901.30 |
873.30 |
900.20 |
+23.90 |
137 |
4,483 |
-50 |
| Mar10 |
090526 |
896.50 |
897.60 |
869.60 |
896.50 |
+23.90 |
1 |
3,190 |
+0 |
| Total Volume and Open Interest |
29,351 |
477,527 |
+4,613 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090526 |
885.00 |
911.00 |
876.75 |
908.75 |
+23.75 |
2,388,542 |
2,626,356 |
+18,030 |
| Sep09 |
090526 |
883.00 |
906.00 |
872.75 |
904.25 |
+23.75 |
9,349 |
96,153 |
+4,876 |
| Total Volume and Open Interest |
2,397,902 |
2,722,932 |
+22,913 |
| NASDAQ 100(CME) |
| Jun09 |
090526 |
1358.80 |
1415.00 |
1342.50 |
1410.80 |
+50.00 |
5,081 |
26,593 |
+1,574 |
| Sep09 |
090526 |
1402.00 |
1409.00 |
1402.00 |
1409.00 |
+49.70 |
0 |
30 |
+0 |
| Dec09 |
090526 |
1412.00 |
1412.00 |
1411.30 |
1412.00 |
+49.70 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
5,081 |
26,625 |
+1,574 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090526 |
1359.80 |
1414.50 |
1342.80 |
1410.80 |
+50.00 |
|
|
|
| Sep09 |
090526 |
1357.00 |
1412.50 |
1341.50 |
1409.00 |
+49.70 |
299 |
1,099 |
-11 |
| Total Volume and Open Interest |
335,271 |
288,189 |
-4,502 |
| S & P Midcap 400(CME) |
| Jun09 |
090526 |
561.50 |
572.50 |
544.05 |
570.30 |
+22.10 |
15 |
4,444 |
+0 |
| Sep09 |
090526 |
567.40 |
567.40 |
566.80 |
567.40 |
+22.10 |
|
|
|
| Dec09 |
090526 |
565.40 |
565.40 |
564.80 |
565.40 |
+22.10 |
|
|
|
| Total Volume and Open Interest |
15 |
4,444 |
+0 |
| Russell 2000(CME) |
| Jun09 |
090526 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,336 |
+0 |
| Sep09 |
090526 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,044 |
+0 |
| Dec09 |
090526 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,404 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090526 |
9360 |
9385 |
9230 |
9315 |
+105 |
82,930 |
181,849 |
+159 |
| Sep09 |
090526 |
9335 |
9350 |
9250 |
9320 |
+105 |
11 |
1,140 |
-9 |
| Total Volume and Open Interest |
82,942 |
184,380 |
+0 |
| Nikkei 225(SGX) |
| Jun09 |
090526 |
9360 |
9385 |
9230 |
9315 |
+105 |
82,930 |
181,849 |
+159 |
| Sep09 |
090526 |
9335 |
9350 |
9250 |
9320 |
+105 |
11 |
1,140 |
-9 |
| Dec09 |
090526 |
9280 |
9280 |
9280 |
9280 |
+105 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
82,942 |
184,380 |
+0 |
| CAC 40(EURONEXT) |
| Jun09 |
090526 |
3205.0 |
3258.0 |
3147.0 |
3250.0 |
+42.0 |
90,571 |
404,099 |
+3,138 |
| Jul09 |
090526 |
3200.0 |
3252.0 |
3146.0 |
3246.0 |
+42.5 |
193 |
542 |
+169 |
| Aug09 |
090526 |
3194.5 |
3244.0 |
3152.5 |
3244.0 |
+40.0 |
|
|
|
| Total Volume and Open Interest |
90,966 |
408,111 |
+3,312 |
| Hang Seng Index(HKFE) |
| May09 |
090526 |
17081 |
17267 |
16904 |
16920 |
-146 |
79,615 |
77,186 |
-7,159 |
| Jun09 |
090526 |
17074 |
17210 |
16847 |
16856 |
-126 |
9,040 |
29,327 |
+14,458 |
| Total Volume and Open Interest |
88,723 |
108,562 |
+7,328 |
| DAX(EUREX) |
| Jun09 |
090526 |
4890.0 |
5014.0 |
4804.0 |
4994.0 |
+74.5 |
138,713 |
163,436 |
-3,992 |
| Sep09 |
090526 |
4895.0 |
5018.0 |
4811.0 |
5000.0 |
+76.5 |
378 |
8,288 |
-58 |
| Dec09 |
090526 |
4902.5 |
5025.0 |
4818.0 |
5007.5 |
+75.5 |
329 |
2,847 |
+48 |
| Total Volume and Open Interest |
139,420 |
174,571 |
-4,002 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090526 |
4329.50 |
4419.50 |
4274.00 |
4398.00 |
+54.00 |
112,331 |
731,577 |
-5,538 |
| Sep09 |
090526 |
4294.50 |
4370.00 |
4247.00 |
4362.50 |
+54.00 |
403 |
1,867 |
-274 |
| Dec09 |
090526 |
4257.50 |
4334.00 |
4238.00 |
4332.50 |
+53.00 |
24 |
3,246 |
-1 |
| Total Volume and Open Interest |
112,758 |
736,690 |
-5,813 |
| SPI 200(SFE) |
| Jun09 |
090526 |
3755.0 |
3795.0 |
3723.0 |
3777.0 |
+2.0 |
24,185 |
303,625 |
+900 |
| Sep09 |
090526 |
3698.0 |
3748.0 |
3698.0 |
3747.0 |
+4.0 |
148 |
2,770 |
-9 |
| Dec09 |
090526 |
3747.0 |
3747.0 |
3747.0 |
3747.0 |
+3.0 |
1 |
2,723 |
+1 |
| Total Volume and Open Interest |
24,550 |
312,034 |
+1,084 |
| GSCI(CME) |
| Jun09 |
090526 |
413.50 |
424.30 |
410.50 |
424.00 |
+4.00 |
326 |
16,287 |
+185 |
| Jul09 |
090526 |
427.00 |
427.00 |
415.50 |
427.00 |
+3.00 |
4 |
2 |
+0 |
| Aug09 |
090526 |
431.00 |
431.00 |
419.50 |
431.00 |
+3.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
332 |
16,289 |
+185 |
| Reuters CCI(ICE) |
| Jun09 |
090526 |
245.90 |
245.90 |
245.90 |
245.90 |
+2.20 |
0 |
50 |
+0 |
| Aug09 |
090519 |
411.50 |
411.50 |
411.50 |
411.50 |
+6.00 |
0 |
417 |
+1 |
| Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+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. |
|
|