|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri May 29, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090529 |
1177.25 |
1193.00 |
1175.25 |
1184.00 |
+5.00 |
94,011 |
201,196 |
+364 |
| Aug09 |
090529 |
1140.50 |
1153.00 |
1137.50 |
1148.50 |
+8.00 |
12,461 |
27,837 |
+421 |
| Sep09 |
090529 |
1087.50 |
1101.00 |
1085.75 |
1096.50 |
+8.50 |
3,079 |
9,883 |
-180 |
| Nov09 |
090529 |
1051.25 |
1065.00 |
1050.25 |
1062.50 |
+9.50 |
34,055 |
144,577 |
+1,282 |
| Jan10 |
090529 |
1055.00 |
1066.25 |
1053.00 |
1064.75 |
+9.50 |
1,929 |
15,998 |
+248 |
| Mar10 |
090529 |
1043.00 |
1053.75 |
1041.50 |
1053.75 |
+10.75 |
1,177 |
14,249 |
+383 |
| May10 |
090529 |
1027.00 |
1035.25 |
1024.00 |
1035.00 |
+9.00 |
1,154 |
5,743 |
+221 |
| Total Volume and Open Interest |
150,043 |
440,825 |
+2,947 |
| Soybean Meal(CBOT) |
| Jul09 |
090529 |
383.80 |
388.50 |
377.50 |
382.50 |
-1.30 |
37,403 |
81,921 |
-1,314 |
| Aug09 |
090529 |
365.10 |
369.00 |
361.60 |
364.00 |
-0.70 |
9,453 |
21,145 |
-478 |
| Sep09 |
090529 |
349.40 |
351.20 |
345.20 |
347.50 |
+0.90 |
4,281 |
13,843 |
+940 |
| Oct09 |
090529 |
331.10 |
334.20 |
328.60 |
331.50 |
+0.70 |
2,853 |
13,550 |
+363 |
| Dec09 |
090529 |
321.90 |
325.70 |
318.40 |
323.00 |
+1.20 |
10,295 |
35,244 |
+899 |
| Jan10 |
090529 |
317.50 |
318.70 |
314.50 |
317.60 |
+0.80 |
245 |
3,617 |
+52 |
| Mar10 |
090529 |
312.10 |
312.40 |
308.00 |
311.60 |
+0.80 |
228 |
2,886 |
+13 |
| May10 |
090529 |
303.10 |
304.00 |
298.70 |
302.60 |
+0.80 |
554 |
3,767 |
+254 |
| Total Volume and Open Interest |
66,130 |
178,868 |
+1,119 |
| Soybean Oil(CBOT) |
| Jul09 |
090529 |
37.81 |
39.10 |
37.70 |
39.05 |
+1.24 |
38,136 |
128,984 |
-327 |
| Aug09 |
090529 |
37.90 |
39.21 |
37.89 |
39.21 |
+1.23 |
6,101 |
22,986 |
+600 |
| Sep09 |
090529 |
38.16 |
39.40 |
38.16 |
39.38 |
+1.22 |
3,789 |
17,155 |
+1,242 |
| Oct09 |
090529 |
38.80 |
39.54 |
38.70 |
39.54 |
+1.22 |
842 |
9,805 |
+1 |
| Dec09 |
090529 |
38.70 |
40.05 |
38.60 |
39.88 |
+1.22 |
15,495 |
37,932 |
-527 |
| Jan10 |
090529 |
39.53 |
40.25 |
39.45 |
40.13 |
+1.22 |
1,173 |
4,075 |
+303 |
| Mar10 |
090529 |
39.96 |
40.40 |
39.75 |
40.33 |
+1.22 |
75 |
1,531 |
-6 |
| May10 |
090529 |
39.78 |
40.48 |
39.70 |
40.48 |
+1.17 |
128 |
2,198 |
+42 |
| Total Volume and Open Interest |
65,757 |
231,442 |
+1,327 |
| Canola(WCE) |
| Jul09 |
090529 |
453.2 |
459.0 |
450.3 |
456.3 |
unch |
9,665 |
54,368 |
-1,418 |
| Nov09 |
090529 |
463.0 |
468.3 |
458.9 |
464.7 |
-1.1 |
7,063 |
54,237 |
+1,788 |
| Jan10 |
090529 |
473.6 |
473.9 |
469.0 |
471.4 |
-1.4 |
30 |
4,879 |
+0 |
| Mar10 |
090529 |
474.3 |
474.3 |
474.3 |
474.3 |
-1.4 |
4 |
1,425 |
-1 |
| May10 |
090529 |
476.0 |
476.0 |
476.0 |
476.0 |
-1.4 |
3 |
432 |
+3 |
| Total Volume and Open Interest |
16,765 |
115,896 |
+372 |
| Corn(CBOT) |
| Jul09 |
090529 |
428.25 |
437.00 |
427.00 |
436.25 |
+7.50 |
118,637 |
364,612 |
+716 |
| Sep09 |
090529 |
438.50 |
446.75 |
438.00 |
446.25 |
+7.25 |
28,749 |
139,770 |
+6,082 |
| Dec09 |
090529 |
452.00 |
460.00 |
450.50 |
459.25 |
+7.00 |
51,245 |
298,141 |
+4,402 |
| Mar10 |
090529 |
462.00 |
470.00 |
461.50 |
469.25 |
+5.75 |
4,339 |
48,538 |
+191 |
| May10 |
090529 |
470.00 |
477.00 |
469.25 |
476.50 |
+5.75 |
600 |
9,133 |
+320 |
| Jul10 |
090529 |
477.00 |
483.00 |
477.00 |
482.50 |
+5.25 |
1,331 |
27,455 |
+226 |
| Total Volume and Open Interest |
207,118 |
937,550 |
+12,749 |
| Wheat(CBOT) |
| Jul09 |
090529 |
630.25 |
644.50 |
625.00 |
637.25 |
+6.75 |
39,998 |
169,675 |
-500 |
| Sep09 |
090529 |
656.00 |
670.50 |
652.50 |
663.75 |
+7.00 |
5,247 |
54,688 |
+62 |
| Dec09 |
090529 |
678.25 |
693.25 |
673.50 |
686.00 |
+7.25 |
12,510 |
70,317 |
+2,479 |
| Mar10 |
090529 |
699.00 |
707.25 |
694.25 |
701.50 |
+7.25 |
721 |
5,644 |
+330 |
| May10 |
090529 |
711.50 |
711.50 |
701.75 |
710.25 |
+8.50 |
70 |
876 |
+32 |
| Total Volume and Open Interest |
59,838 |
316,797 |
+2,926 |
| Wheat(KCBT) |
| Jul09 |
090529 |
680.25 |
694.75 |
675.00 |
687.00 |
+6.25 |
9,901 |
41,600 |
-571 |
| Sep09 |
090529 |
690.25 |
705.25 |
687.25 |
697.75 |
+6.75 |
1,830 |
10,867 |
+437 |
| Dec09 |
090529 |
706.00 |
721.25 |
701.00 |
713.50 |
+6.75 |
1,862 |
23,349 |
+305 |
| Mar10 |
090529 |
732.25 |
733.75 |
727.00 |
728.00 |
+8.00 |
99 |
1,116 |
-14 |
| May10 |
090529 |
736.50 |
737.75 |
732.50 |
732.50 |
+7.00 |
3 |
110 |
-1 |
| Total Volume and Open Interest |
13,911 |
80,109 |
+214 |
| Wheat(MGE) |
| Jul09 |
090529 |
767.00 |
776.00 |
739.50 |
772.00 |
+4.50 |
3,462 |
14,321 |
+847 |
| Sep09 |
090529 |
763.00 |
780.00 |
743.00 |
775.50 |
+7.00 |
1,600 |
10,412 |
+616 |
| Dec09 |
090529 |
776.00 |
788.50 |
751.75 |
783.25 |
+6.25 |
1,313 |
6,894 |
+585 |
| Mar10 |
090529 |
790.00 |
795.75 |
788.50 |
789.75 |
+2.00 |
200 |
1,066 |
+51 |
| May10 |
090529 |
796.25 |
796.75 |
789.50 |
790.00 |
+4.00 |
90 |
315 |
+24 |
| Total Volume and Open Interest |
6,787 |
33,659 |
+2,197 |
| Oats(CBOT) |
| Jul09 |
090529 |
251.50 |
256.00 |
246.00 |
251.00 |
+1.00 |
1,389 |
6,943 |
+212 |
| Sep09 |
090529 |
258.25 |
264.00 |
257.50 |
260.50 |
+1.00 |
53 |
279 |
+43 |
| Dec09 |
090529 |
270.00 |
275.25 |
265.25 |
270.75 |
+1.00 |
793 |
6,200 |
+192 |
| Mar10 |
090529 |
282.50 |
285.00 |
282.50 |
284.75 |
+1.00 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
2,235 |
13,443 |
+447 |
| Rough Rice(CBOT) |
| Jul09 |
090529 |
12.14 |
12.40 |
12.09 |
12.35 |
+0.23 |
360 |
3,796 |
-106 |
| Sep09 |
090529 |
12.36 |
12.63 |
12.32 |
12.57 |
+0.22 |
252 |
2,443 |
+81 |
| Nov09 |
090529 |
12.41 |
12.69 |
12.40 |
12.62 |
+0.23 |
43 |
1,654 |
+7 |
| Jan10 |
090529 |
12.60 |
12.79 |
12.59 |
12.79 |
+0.20 |
1 |
237 |
+0 |
| Total Volume and Open Interest |
663 |
8,474 |
-18 |
| Live Cattle(CME) |
| Jun09 |
090529 |
81.550 |
81.680 |
80.850 |
81.330 |
-0.170 |
6,059 |
27,450 |
-2,292 |
| Aug09 |
090529 |
82.035 |
82.035 |
81.225 |
81.830 |
-0.020 |
10,705 |
91,028 |
+752 |
| Oct09 |
090529 |
88.250 |
88.400 |
87.500 |
87.700 |
-0.550 |
4,264 |
49,392 |
+846 |
| Dec09 |
090529 |
90.400 |
90.550 |
89.900 |
90.035 |
-0.445 |
1,078 |
18,942 |
+124 |
| Feb10 |
090529 |
92.480 |
92.535 |
91.800 |
91.850 |
-0.650 |
389 |
9,390 |
-54 |
| Apr10 |
090529 |
94.430 |
94.450 |
93.800 |
94.050 |
-0.450 |
643 |
2,910 |
+51 |
| Total Volume and Open Interest |
23,213 |
199,667 |
-572 |
| Feeder Cattle(CME) |
| Aug09 |
090529 |
101.900 |
102.000 |
101.230 |
101.750 |
-0.080 |
2,552 |
16,083 |
+833 |
| Sep09 |
090529 |
102.135 |
102.135 |
101.250 |
101.700 |
-0.300 |
242 |
2,748 |
-17 |
| Oct09 |
090529 |
102.135 |
102.135 |
101.350 |
101.800 |
-0.235 |
366 |
3,152 |
+77 |
| Nov09 |
090529 |
102.400 |
102.400 |
101.800 |
102.150 |
-0.350 |
74 |
747 |
+12 |
| Jan10 |
090529 |
100.535 |
101.000 |
100.535 |
100.680 |
-0.620 |
7 |
99 |
+8 |
| Mar10 |
090529 |
100.000 |
100.250 |
100.000 |
100.000 |
-0.400 |
0 |
18 |
+0 |
| Apr10 |
090529 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,241 |
22,848 |
+913 |
| Lean Hogs(CME) |
| Jun09 |
090529 |
65.285 |
65.385 |
63.500 |
63.930 |
-1.470 |
7,956 |
28,015 |
-1,485 |
| Jul09 |
090529 |
67.150 |
67.150 |
64.430 |
65.635 |
-1.500 |
5,401 |
50,250 |
+414 |
| Aug09 |
090529 |
68.050 |
68.135 |
65.430 |
65.975 |
-2.160 |
4,338 |
33,355 |
+1,064 |
| Oct09 |
090529 |
63.300 |
63.300 |
61.000 |
61.300 |
-2.000 |
2,943 |
25,083 |
-196 |
| Dec09 |
090529 |
63.600 |
63.600 |
61.630 |
62.850 |
-0.700 |
2,013 |
8,082 |
+665 |
| Feb10 |
090529 |
67.200 |
67.430 |
66.750 |
67.285 |
-0.795 |
129 |
1,754 |
+79 |
| Apr10 |
090529 |
70.330 |
70.680 |
70.100 |
70.500 |
-0.580 |
108 |
854 |
+34 |
| May10 |
090529 |
75.200 |
75.200 |
75.200 |
75.200 |
-0.500 |
2 |
69 |
+2 |
| Total Volume and Open Interest |
22,921 |
147,953 |
+603 |
| Pork Bellies(CME) |
| Jul09 |
090529 |
72.900 |
72.950 |
70.000 |
72.600 |
-0.350 |
61 |
662 |
-19 |
| Aug09 |
090529 |
71.000 |
73.350 |
70.700 |
73.100 |
+0.600 |
4 |
136 |
-2 |
| Feb10 |
090529 |
89.000 |
89.000 |
89.000 |
89.000 |
unch |
0 |
7 |
+0 |
| Mar10 |
090529 |
89.500 |
89.500 |
89.500 |
89.500 |
unch |
0 |
5 |
+0 |
| May10 |
090529 |
91.300 |
91.300 |
91.300 |
91.300 |
unch |
|
|
|
| Total Volume and Open Interest |
65 |
810 |
-21 |
| Class III Milk(CME) |
| May09 |
090529 |
9.86 |
9.88 |
9.83 |
9.83 |
unch |
50 |
4,794 |
-9 |
| Jun09 |
090529 |
10.36 |
10.91 |
10.18 |
10.22 |
-0.09 |
161 |
5,136 |
+27 |
| Jul09 |
090529 |
11.35 |
11.55 |
11.10 |
11.16 |
-0.19 |
192 |
3,888 |
+62 |
| Aug09 |
090529 |
12.70 |
12.90 |
12.51 |
12.52 |
-0.15 |
96 |
3,417 |
+9 |
| Sep09 |
090529 |
13.78 |
14.08 |
13.77 |
13.78 |
-0.02 |
115 |
3,008 |
+31 |
| Total Volume and Open Interest |
968 |
30,228 |
+263 |
| Cocoa(ICE) |
| Jul09 |
090529 |
2587 |
2646 |
2575 |
2588 |
+5 |
12,750 |
41,807 |
-3,432 |
| Sep09 |
090529 |
2600 |
2667 |
2600 |
2612 |
+12 |
3,325 |
34,162 |
+1,318 |
| Dec09 |
090529 |
2620 |
2676 |
2616 |
2626 |
+13 |
1,700 |
20,817 |
+547 |
| Mar10 |
090529 |
2670 |
2670 |
2622 |
2633 |
+16 |
446 |
12,115 |
+213 |
| May10 |
090529 |
2674 |
2675 |
2639 |
2639 |
+22 |
370 |
3,057 |
+196 |
| Jul10 |
090529 |
2661 |
2683 |
2649 |
2649 |
+23 |
289 |
3,035 |
+203 |
| Sep10 |
090529 |
2689 |
2689 |
2662 |
2662 |
+33 |
0 |
1,876 |
+0 |
| Total Volume and Open Interest |
18,880 |
120,482 |
-955 |
| Coffee "C"(ICE) |
| Jul09 |
090529 |
136.50 |
138.85 |
135.80 |
137.40 |
+0.60 |
9,381 |
66,977 |
-1,091 |
| Sep09 |
090529 |
138.05 |
140.80 |
137.85 |
139.40 |
+0.65 |
2,727 |
35,089 |
+1,230 |
| Dec09 |
090529 |
140.45 |
142.65 |
140.15 |
141.35 |
+0.65 |
2,451 |
20,163 |
-711 |
| Mar10 |
090529 |
143.00 |
144.75 |
143.00 |
143.45 |
+0.65 |
597 |
12,064 |
+3 |
| May10 |
090529 |
145.00 |
146.35 |
144.45 |
145.05 |
+0.65 |
44 |
3,381 |
+31 |
| Jul10 |
090529 |
146.10 |
147.55 |
146.10 |
146.65 |
+0.80 |
20 |
1,324 |
+7 |
| Total Volume and Open Interest |
15,278 |
141,003 |
-546 |
| Orange Juice(ICE) |
| Jul09 |
090529 |
94.75 |
97.55 |
92.50 |
94.15 |
-0.60 |
1,363 |
22,053 |
-280 |
| Sep09 |
090529 |
97.95 |
100.70 |
96.85 |
97.35 |
-0.60 |
542 |
4,855 |
+603 |
| Nov09 |
090529 |
103.00 |
103.65 |
100.20 |
100.35 |
-0.60 |
33 |
3,320 |
+12 |
| Jan10 |
090529 |
103.90 |
106.20 |
103.00 |
103.25 |
-0.65 |
0 |
202 |
+0 |
| Mar10 |
090529 |
106.30 |
106.30 |
106.30 |
106.30 |
-0.65 |
10 |
106 |
+9 |
| May10 |
090529 |
108.50 |
108.50 |
108.50 |
108.50 |
-0.65 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,948 |
30,767 |
+344 |
| Sugar #11(ICE) |
| Jul09 |
090529 |
15.50 |
15.81 |
15.26 |
15.58 |
-0.06 |
47,747 |
330,317 |
-998 |
| Oct09 |
090529 |
16.50 |
16.76 |
16.23 |
16.54 |
-0.08 |
24,263 |
177,570 |
+2,655 |
| Mar10 |
090529 |
17.30 |
17.50 |
17.00 |
17.27 |
-0.09 |
8,834 |
114,503 |
+11,157 |
| May10 |
090529 |
17.06 |
17.16 |
16.70 |
17.01 |
-0.08 |
2,106 |
26,298 |
+169 |
| Jul10 |
090529 |
16.78 |
16.80 |
16.35 |
16.67 |
-0.08 |
2,982 |
21,338 |
+626 |
| Total Volume and Open Interest |
89,571 |
749,604 |
+13,602 |
| Sugar #14(ICE) |
| Jul09 |
090529 |
21.80 |
21.80 |
21.80 |
21.80 |
-0.01 |
215 |
1,146 |
-259 |
| Sep09 |
090529 |
22.49 |
22.49 |
22.45 |
22.46 |
-0.03 |
123 |
2,371 |
+18 |
| Total Volume and Open Interest |
338 |
3,517 |
-241 |
| London Cocoa(LCE) |
| Jul09 |
090519 |
1578 |
1593 |
1574 |
1578 |
-30 |
3,660 |
0 |
-69,582 |
| Sep09 |
090529 |
1705 |
1729 |
1693 |
1693 |
-13 |
4,580 |
31,128 |
+367 |
| Dec09 |
090529 |
1691 |
1713 |
1683 |
1683 |
-8 |
1,272 |
28,140 |
+262 |
| Mar10 |
090529 |
1690 |
1708 |
1681 |
1681 |
-6 |
2,252 |
20,938 |
+1,284 |
| May10 |
090529 |
1687 |
1706 |
1680 |
1680 |
-6 |
960 |
8,288 |
+563 |
| Jul10 |
090529 |
1692 |
1700 |
1684 |
1684 |
-4 |
235 |
2,314 |
+172 |
| Sep10 |
090529 |
1716 |
1716 |
1688 |
1688 |
-4 |
6 |
1,194 |
+0 |
| Total Volume and Open Interest |
14,693 |
153,963 |
+2,275 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090529 |
450.40 |
454.50 |
441.40 |
453.00 |
+2.30 |
1,820 |
44,778 |
+53 |
| Oct09 |
090529 |
457.30 |
458.90 |
447.00 |
457.60 |
+1.90 |
528 |
24,506 |
+47 |
| Dec09 |
090529 |
460.00 |
460.00 |
452.50 |
458.30 |
+0.90 |
183 |
8,065 |
+10 |
| Mar10 |
090529 |
462.00 |
462.00 |
456.00 |
460.80 |
+1.40 |
136 |
7,992 |
-28 |
| May10 |
090529 |
455.00 |
455.00 |
454.80 |
454.80 |
+2.50 |
0 |
897 |
+0 |
| Total Volume and Open Interest |
2,792 |
88,256 |
+207 |
| Cotton(ICE) |
| Jul09 |
090529 |
54.58 |
57.23 |
54.23 |
56.97 |
+2.74 |
5,896 |
80,862 |
-1,325 |
| Oct09 |
090529 |
58.20 |
59.48 |
58.20 |
59.48 |
+2.85 |
32 |
2,654 |
+9 |
| Dec09 |
090529 |
58.20 |
61.11 |
58.08 |
60.85 |
+2.74 |
2,786 |
39,918 |
+563 |
| Mar10 |
090529 |
61.00 |
63.21 |
60.20 |
62.77 |
+2.56 |
524 |
8,118 |
+322 |
| May10 |
090529 |
62.97 |
64.00 |
62.97 |
64.00 |
+2.62 |
92 |
254 |
+25 |
| Jul10 |
090529 |
64.00 |
65.19 |
64.00 |
65.19 |
+2.78 |
130 |
1,041 |
+73 |
| Total Volume and Open Interest |
9,500 |
134,900 |
-330 |
| Lumber(CME) |
| Jul09 |
090529 |
192.6 |
201.2 |
191.3 |
191.7 |
-1.9 |
1,128 |
5,576 |
+62 |
| Sep09 |
090529 |
205.1 |
214.2 |
203.7 |
207.0 |
-2.3 |
527 |
2,109 |
+208 |
| Nov09 |
090529 |
199.3 |
201.7 |
193.9 |
196.6 |
-1.5 |
67 |
277 |
+38 |
| Jan10 |
090529 |
220.0 |
225.0 |
213.0 |
220.9 |
+2.0 |
38 |
212 |
+32 |
| Total Volume and Open Interest |
1,761 |
8,186 |
+341 |
| Crude Oil(NYM) |
| Jul09 |
090529 |
64.77 |
66.64 |
64.68 |
66.31 |
+1.23 |
261,888 |
348,653 |
+7,416 |
| Aug09 |
090529 |
65.57 |
67.39 |
65.51 |
67.07 |
+1.20 |
64,126 |
101,858 |
+7,887 |
| Sep09 |
090529 |
66.25 |
67.98 |
66.22 |
67.72 |
+1.17 |
22,543 |
71,912 |
+2,695 |
| Oct09 |
090529 |
67.60 |
68.44 |
67.22 |
68.20 |
+1.14 |
11,865 |
40,409 |
+856 |
| Nov09 |
090529 |
67.84 |
68.78 |
67.84 |
68.68 |
+1.10 |
7,201 |
20,638 |
+1,014 |
| Dec09 |
090529 |
67.85 |
69.49 |
67.85 |
69.20 |
+1.08 |
32,437 |
128,511 |
+3,242 |
| Jan10 |
090529 |
69.28 |
69.69 |
68.99 |
69.62 |
+1.05 |
2,180 |
23,851 |
+565 |
| Feb10 |
090529 |
69.85 |
70.09 |
69.40 |
69.97 |
+1.01 |
1,714 |
15,380 |
+375 |
| Mar10 |
090529 |
70.32 |
70.32 |
69.90 |
70.28 |
+0.96 |
1,511 |
15,252 |
+165 |
| Apr10 |
090529 |
70.41 |
70.59 |
70.41 |
70.59 |
+0.92 |
666 |
6,396 |
+209 |
| May10 |
090529 |
70.82 |
70.89 |
70.78 |
70.89 |
+0.87 |
663 |
5,598 |
+246 |
| Jun10 |
090529 |
70.50 |
71.36 |
70.50 |
71.19 |
+0.83 |
3,017 |
33,444 |
+818 |
| Jul10 |
090529 |
71.35 |
71.50 |
71.35 |
71.44 |
+0.81 |
320 |
7,792 |
+245 |
| Aug10 |
090529 |
71.69 |
71.69 |
71.69 |
71.69 |
+0.79 |
117 |
4,268 |
+62 |
| Sep10 |
090529 |
71.70 |
71.94 |
71.70 |
71.94 |
+0.78 |
359 |
8,425 |
+7 |
| Oct10 |
090529 |
72.40 |
72.40 |
72.19 |
72.19 |
+0.77 |
69 |
3,783 |
+32 |
| Total Volume and Open Interest |
436,149 |
1,123,863 |
+27,998 |
| 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 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090529 |
65.625 |
67.425 |
65.550 |
67.075 |
+1.200 |
265 |
655 |
+50 |
| Sep09 |
090529 |
66.300 |
67.725 |
66.300 |
67.725 |
+1.175 |
51 |
190 |
+0 |
| Oct09 |
090529 |
68.500 |
68.500 |
68.200 |
68.200 |
+1.150 |
5 |
29 |
+2 |
| Nov09 |
090529 |
67.900 |
68.675 |
67.900 |
68.675 |
+1.100 |
1 |
22 |
-1 |
| Dec09 |
090529 |
69.150 |
69.200 |
68.600 |
69.200 |
+1.075 |
4 |
84 |
+0 |
| Jan10 |
090529 |
69.625 |
69.625 |
69.625 |
69.625 |
+0.975 |
|
|
|
| Feb10 |
090529 |
69.975 |
69.975 |
69.975 |
69.975 |
+1.025 |
|
|
|
| Total Volume and Open Interest |
11,005 |
5,139 |
+401 |
| Heating Oil(NYM) |
| Jun09 |
090529 |
159.79 |
165.12 |
159.45 |
164.19 |
+4.05 |
20,811 |
15,055 |
-5,710 |
| Jul09 |
090529 |
163.00 |
168.50 |
162.37 |
167.76 |
+4.71 |
31,397 |
60,742 |
+2,219 |
| Aug09 |
090529 |
166.25 |
171.75 |
166.25 |
171.30 |
+4.52 |
8,761 |
26,057 |
-760 |
| Sep09 |
090529 |
174.25 |
175.67 |
173.18 |
175.32 |
+4.36 |
8,542 |
19,668 |
+224 |
| Oct09 |
090529 |
178.10 |
179.55 |
177.24 |
179.27 |
+4.33 |
6,466 |
15,333 |
+824 |
| Nov09 |
090529 |
181.25 |
182.53 |
180.40 |
182.37 |
+4.18 |
2,673 |
12,932 |
-151 |
| Dec09 |
090529 |
180.75 |
185.61 |
180.75 |
185.37 |
+4.08 |
4,553 |
29,839 |
-320 |
| Jan10 |
090529 |
187.20 |
188.57 |
187.00 |
188.37 |
+3.98 |
1,794 |
11,804 |
+174 |
| Feb10 |
090529 |
190.53 |
190.67 |
189.00 |
190.57 |
+3.93 |
1,555 |
8,274 |
+53 |
| Mar10 |
090529 |
190.30 |
192.02 |
190.30 |
191.82 |
+3.93 |
1,605 |
5,634 |
+152 |
| Apr10 |
090529 |
192.40 |
192.40 |
190.86 |
192.17 |
+3.88 |
1,043 |
3,673 |
+48 |
| May10 |
090529 |
191.00 |
192.92 |
191.00 |
192.92 |
+3.83 |
597 |
4,430 |
+299 |
| Total Volume and Open Interest |
93,694 |
262,750 |
-3,093 |
| Gasoline(NYMEX) |
| Jun09 |
090529 |
190.55 |
195.00 |
190.55 |
193.10 |
+2.05 |
29,134 |
18,672 |
+18,672 |
| Jul09 |
090529 |
187.30 |
190.35 |
186.50 |
189.53 |
+2.12 |
39,261 |
93,326 |
+93,326 |
| Aug09 |
090529 |
185.47 |
188.70 |
185.23 |
188.02 |
+2.23 |
11,047 |
36,179 |
+36,179 |
| Sep09 |
090529 |
185.10 |
187.20 |
184.40 |
186.56 |
+2.22 |
5,352 |
25,716 |
+25,716 |
| Oct09 |
090529 |
174.90 |
176.00 |
173.65 |
175.39 |
+2.25 |
3,362 |
15,990 |
+15,990 |
| Nov09 |
090529 |
173.85 |
174.25 |
171.88 |
173.75 |
+2.17 |
2,210 |
6,826 |
+6,826 |
| Dec09 |
090529 |
174.20 |
174.49 |
172.33 |
173.98 |
+2.25 |
3,189 |
11,545 |
+11,545 |
| Jan10 |
090529 |
176.18 |
176.18 |
176.18 |
176.18 |
+2.25 |
662 |
3,437 |
+3,437 |
| Feb10 |
090529 |
178.70 |
178.70 |
178.63 |
178.63 |
+2.30 |
333 |
751 |
+751 |
| Mar10 |
090529 |
181.38 |
181.38 |
181.38 |
181.38 |
+2.30 |
317 |
1,589 |
+1,589 |
| Total Volume and Open Interest |
95,206 |
223,599 |
+223,599 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090529 |
1.87 |
1.87 |
1.87 |
1.90 |
-185.51 |
0 |
1 |
+0 |
| Aug09 |
090529 |
188.02 |
188.02 |
188.02 |
188.02 |
+2.23 |
|
|
|
| Sep09 |
090529 |
186.56 |
186.56 |
186.56 |
186.56 |
+2.22 |
|
|
|
| Oct09 |
090529 |
175.39 |
175.39 |
175.39 |
175.39 |
+2.25 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090529 |
3.980 |
4.104 |
3.798 |
3.835 |
-0.122 |
78,898 |
140,629 |
+3,553 |
| Aug09 |
090529 |
4.083 |
4.229 |
3.925 |
3.958 |
-0.122 |
13,381 |
53,685 |
+1,619 |
| Sep09 |
090529 |
4.188 |
4.308 |
4.032 |
4.055 |
-0.118 |
5,895 |
48,635 |
+1,146 |
| Oct09 |
090529 |
4.330 |
4.468 |
4.186 |
4.214 |
-0.117 |
11,928 |
59,988 |
+1,691 |
| Nov09 |
090529 |
5.010 |
5.135 |
4.855 |
4.873 |
-0.128 |
6,296 |
27,908 |
-451 |
| Dec09 |
090529 |
5.830 |
5.860 |
5.530 |
5.596 |
-0.137 |
3,815 |
37,773 |
+1,052 |
| Jan10 |
090529 |
6.024 |
6.152 |
5.895 |
5.901 |
-0.145 |
3,682 |
34,266 |
+486 |
| Feb10 |
090529 |
6.150 |
6.172 |
5.940 |
5.943 |
-0.146 |
708 |
16,859 |
+163 |
| Mar10 |
090529 |
6.112 |
6.161 |
5.885 |
5.896 |
-0.155 |
1,991 |
36,159 |
+94 |
| Apr10 |
090529 |
6.000 |
6.000 |
5.762 |
5.766 |
-0.145 |
1,820 |
35,058 |
-78 |
| May10 |
090529 |
5.985 |
6.002 |
5.816 |
5.816 |
-0.147 |
804 |
13,232 |
+269 |
| Jun10 |
090529 |
6.065 |
6.065 |
5.926 |
5.926 |
-0.147 |
215 |
8,303 |
+12 |
| Jul10 |
090529 |
6.229 |
6.229 |
6.049 |
6.049 |
-0.147 |
134 |
7,465 |
-5 |
| Aug10 |
090529 |
6.320 |
6.320 |
6.141 |
6.141 |
-0.148 |
154 |
8,006 |
-82 |
| Sep10 |
090529 |
6.321 |
6.377 |
6.191 |
6.191 |
-0.148 |
48 |
6,384 |
+25 |
| Oct10 |
090529 |
6.484 |
6.484 |
6.286 |
6.286 |
-0.145 |
275 |
14,949 |
+84 |
| Total Volume and Open Interest |
130,794 |
676,470 |
-5,626 |
| Brent Crude Oil(ICE) |
| Jul09 |
090529 |
64.02 |
65.80 |
63.96 |
65.52 |
+1.13 |
97,532 |
160,192 |
-179 |
| Aug09 |
090529 |
64.80 |
66.39 |
64.68 |
66.18 |
+1.09 |
48,516 |
114,535 |
+5,920 |
| Sep09 |
090529 |
65.45 |
67.05 |
65.37 |
66.80 |
+1.04 |
24,178 |
69,921 |
+71 |
| Oct09 |
090529 |
66.40 |
67.64 |
66.40 |
67.38 |
+0.98 |
12,747 |
38,047 |
+3,905 |
| Nov09 |
090529 |
67.06 |
68.29 |
67.06 |
67.99 |
+0.92 |
8,403 |
18,485 |
-501 |
| Dec09 |
090529 |
67.73 |
68.95 |
67.65 |
68.61 |
+0.86 |
15,764 |
80,986 |
-7,476 |
| Jan10 |
090529 |
68.33 |
69.54 |
68.33 |
69.18 |
+0.82 |
4,069 |
22,273 |
+924 |
| Feb10 |
090529 |
68.82 |
69.85 |
68.82 |
69.66 |
+0.77 |
2,842 |
10,559 |
+271 |
| Mar10 |
090529 |
69.95 |
70.20 |
69.95 |
70.10 |
+0.73 |
1,998 |
7,935 |
+304 |
| Apr10 |
090529 |
70.51 |
70.51 |
70.51 |
70.51 |
+0.70 |
551 |
4,099 |
-199 |
| May10 |
090529 |
70.90 |
70.90 |
70.90 |
70.90 |
+0.68 |
273 |
3,912 |
+15 |
| Jun10 |
090529 |
70.80 |
71.42 |
70.80 |
71.22 |
+0.65 |
836 |
28,622 |
+11,845 |
| Jul10 |
090529 |
71.55 |
71.55 |
71.55 |
71.55 |
+0.67 |
423 |
6,340 |
+100 |
| Aug10 |
090529 |
72.00 |
72.00 |
71.85 |
71.85 |
+0.69 |
164 |
5,831 |
-11 |
| Total Volume and Open Interest |
224,115 |
704,426 |
+15,242 |
| Gas Oil(ICE) |
| Jun09 |
090529 |
508.00 |
524.50 |
507.75 |
523.00 |
+18.50 |
29,343 |
76,888 |
-23 |
| Jul09 |
090529 |
517.25 |
535.75 |
516.25 |
534.75 |
+18.50 |
40,601 |
90,957 |
+3,207 |
| Aug09 |
090529 |
534.00 |
547.25 |
532.75 |
546.00 |
+18.00 |
13,535 |
46,331 |
+1,033 |
| Sep09 |
090529 |
547.25 |
558.00 |
547.25 |
557.50 |
+17.75 |
9,944 |
38,863 |
-596 |
| Oct09 |
090529 |
558.00 |
568.50 |
558.00 |
568.00 |
+17.50 |
6,716 |
31,896 |
+916 |
| Nov09 |
090529 |
567.50 |
578.50 |
567.50 |
577.50 |
+17.25 |
4,542 |
18,093 |
-207 |
| Dec09 |
090529 |
576.25 |
586.75 |
575.75 |
585.75 |
+16.75 |
7,326 |
61,330 |
+1,201 |
| Jan10 |
090529 |
585.25 |
594.75 |
585.25 |
594.25 |
+16.25 |
1,403 |
22,353 |
+484 |
| Feb10 |
090529 |
593.50 |
602.25 |
593.50 |
602.25 |
+16.00 |
198 |
12,343 |
-28 |
| Mar10 |
090529 |
600.75 |
609.25 |
600.75 |
609.25 |
+15.75 |
373 |
14,689 |
-49 |
| Total Volume and Open Interest |
118,522 |
513,596 |
+7,705 |
| Ethanol(CBOT) |
| May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
| Jun09 |
090529 |
1.725 |
1.740 |
1.725 |
1.730 |
+0.016 |
88 |
606 |
-20 |
| Jul09 |
090529 |
1.730 |
1.750 |
1.730 |
1.746 |
+0.021 |
13 |
905 |
+5 |
| Aug09 |
090529 |
1.740 |
1.750 |
1.740 |
1.750 |
+0.020 |
5 |
374 |
+5 |
| Sep09 |
090529 |
1.740 |
1.750 |
1.740 |
1.745 |
+0.010 |
3 |
200 |
+1 |
| Oct09 |
090529 |
1.745 |
1.745 |
1.745 |
1.745 |
+0.018 |
8 |
232 |
-1 |
| Nov09 |
090529 |
1.740 |
1.760 |
1.740 |
1.750 |
+0.019 |
44 |
367 |
-31 |
| Dec09 |
090529 |
1.750 |
1.750 |
1.750 |
1.750 |
+0.013 |
51 |
427 |
-25 |
| Total Volume and Open Interest |
282 |
4,642 |
-125 |
| US Dollar Index(ICE) |
| Jun09 |
090529 |
80.500 |
80.505 |
79.255 |
79.430 |
-1.070 |
7,236 |
35,468 |
+1,113 |
| Sep09 |
090529 |
80.900 |
80.900 |
79.710 |
79.860 |
-1.070 |
427 |
2,798 |
+128 |
| Dec09 |
090529 |
80.520 |
80.520 |
80.055 |
80.210 |
-1.070 |
1 |
22 |
+1 |
| Total Volume and Open Interest |
7,664 |
38,288 |
+1,242 |
| Australian Dollar(CME) |
| Jun09 |
090529 |
78.31 |
80.10 |
78.22 |
79.81 |
+1.33 |
52,120 |
87,639 |
-274 |
| Sep09 |
090529 |
77.80 |
79.56 |
77.76 |
79.30 |
+1.32 |
204 |
1,711 |
+0 |
| Dec09 |
090529 |
79.00 |
79.02 |
77.54 |
78.84 |
+1.30 |
20 |
211 |
-20 |
| Total Volume and Open Interest |
52,344 |
89,576 |
-294 |
| British Pound(CME) |
| Jun09 |
090529 |
159.33 |
162.02 |
159.20 |
161.38 |
+1.87 |
100,007 |
83,220 |
+856 |
| Sep09 |
090529 |
159.48 |
161.99 |
159.16 |
161.32 |
+1.87 |
888 |
11,046 |
+219 |
| Dec09 |
090529 |
160.71 |
161.56 |
159.33 |
161.28 |
+1.87 |
114 |
191 |
+100 |
| Total Volume and Open Interest |
101,009 |
94,459 |
+1,175 |
| Canadian Dollar(CME) |
| Jun09 |
090529 |
89.75 |
91.84 |
89.64 |
91.43 |
+1.63 |
75,197 |
82,519 |
-302 |
| Sep09 |
090529 |
89.76 |
91.82 |
89.73 |
91.48 |
+1.62 |
758 |
4,432 |
+50 |
| Dec09 |
090529 |
90.35 |
91.82 |
89.93 |
91.54 |
+1.61 |
31 |
1,532 |
+3 |
| Mar10 |
090529 |
91.25 |
91.89 |
90.00 |
91.61 |
+1.61 |
17 |
497 |
+0 |
| Total Volume and Open Interest |
76,003 |
89,184 |
-249 |
| Japanese Yen(CME) |
| Jun09 |
090529 |
103.18 |
105.28 |
103.17 |
105.11 |
+1.89 |
78,171 |
92,865 |
-1,031 |
| Sep09 |
090529 |
103.35 |
105.39 |
103.31 |
105.21 |
+1.88 |
751 |
2,573 |
-81 |
| Dec09 |
090529 |
105.36 |
105.36 |
103.48 |
105.36 |
+1.88 |
8 |
130 |
-1 |
| Total Volume and Open Interest |
78,930 |
95,581 |
-1,113 |
| Swiss Franc(CME) |
| Jun09 |
090529 |
92.20 |
93.85 |
92.08 |
93.65 |
+1.34 |
39,321 |
38,929 |
+645 |
| Sep09 |
090529 |
92.60 |
93.95 |
92.24 |
93.76 |
+1.34 |
251 |
1,380 |
+42 |
| Dec09 |
090529 |
94.07 |
94.07 |
92.57 |
93.91 |
+1.34 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
39,572 |
40,320 |
+687 |
| EuroFX(CME) |
| Jun09 |
090529 |
139.33 |
141.68 |
139.22 |
141.31 |
+1.71 |
241,414 |
131,913 |
-889 |
| Sep09 |
090529 |
139.15 |
141.56 |
139.15 |
141.21 |
+1.71 |
2,333 |
6,560 |
+317 |
| Dec09 |
090529 |
140.60 |
141.26 |
139.25 |
141.15 |
+1.71 |
11 |
114 |
-15 |
| Total Volume and Open Interest |
243,758 |
138,591 |
-587 |
| Mexican Peso(CME) |
| Jun09 |
090529 |
755.2 |
765.8 |
755.0 |
757.0 |
+3.5 |
5,762 |
45,351 |
+114 |
| Jul09 |
090529 |
755.8 |
755.8 |
752.2 |
755.8 |
+3.5 |
|
|
|
| Total Volume and Open Interest |
5,827 |
50,331 |
+62 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090529 |
117~165 |
119~085 |
117~075 |
119~030 |
+2~000 |
642,757 |
258,870 |
-174,189 |
| Sep09 |
090529 |
116~045 |
117~265 |
115~265 |
117~210 |
+1~305 |
392,559 |
521,941 |
+212,009 |
| Dec09 |
090529 |
115~125 |
116~130 |
114~145 |
116~130 |
+1~305 |
20 |
256 |
+14 |
| Total Volume and Open Interest |
1,035,349 |
781,121 |
+37,844 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090529 |
117~235 |
118~240 |
117~200 |
118~200 |
+1~035 |
1,502,078 |
495,878 |
-274,405 |
| Sep09 |
090529 |
116~025 |
117~040 |
116~015 |
117~000 |
+1~020 |
648,936 |
762,062 |
+330,305 |
| Dec09 |
090529 |
115~000 |
116~095 |
115~000 |
116~095 |
+1~020 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
2,151,014 |
1,257,945 |
+55,900 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090529 |
116~000 |
116~051 |
116~000 |
116~051 |
+0~068 |
824,148 |
397,113 |
-210,291 |
| Sep09 |
090529 |
115~018 |
115~072 |
114~126 |
115~060 |
+0~071 |
310,683 |
519,558 |
+102,643 |
| Dec09 |
090529 |
52~100 |
52~100 |
52~029 |
52~100 |
+0~071 |
|
|
|
| Total Volume and Open Interest |
1,134,831 |
916,671 |
-107,648 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090529 |
108~118 |
108~122 |
108~116 |
108~126 |
+0~019 |
|
|
|
| Sep09 |
090529 |
108~039 |
108~055 |
108~038 |
108~052 |
+0~016 |
265,479 |
309,462 |
+110,058 |
| Dec09 |
090529 |
107~121 |
107~121 |
107~105 |
107~121 |
+0~016 |
|
|
|
| Total Volume and Open Interest |
721,689 |
534,536 |
-29,904 |
| Eurodollars(CME) |
| Jun09 |
090529 |
99.320 |
99.345 |
99.317 |
99.340 |
+0.035 |
287,386 |
879,256 |
-17,469 |
| Sep09 |
090529 |
99.245 |
99.280 |
99.235 |
99.265 |
+0.040 |
324,483 |
1,065,372 |
+12,398 |
| Dec09 |
090529 |
99.030 |
99.075 |
99.025 |
99.060 |
+0.055 |
315,187 |
876,867 |
+13,868 |
| Mar10 |
090529 |
98.880 |
98.930 |
98.870 |
98.915 |
+0.065 |
317,492 |
765,773 |
+17,876 |
| Jun10 |
090529 |
98.575 |
98.660 |
98.575 |
98.645 |
+0.085 |
368,896 |
544,926 |
-32,711 |
| Sep10 |
090529 |
98.285 |
98.365 |
98.265 |
98.350 |
+0.110 |
284,378 |
473,122 |
-1,165 |
| Dec10 |
090529 |
97.890 |
98.000 |
97.890 |
97.990 |
+0.130 |
230,401 |
522,313 |
+616 |
| Mar11 |
090529 |
97.555 |
97.685 |
97.555 |
97.675 |
+0.150 |
174,960 |
311,998 |
+2,360 |
| Jun11 |
090529 |
97.185 |
97.340 |
97.185 |
97.330 |
+0.175 |
128,655 |
306,970 |
+1,251 |
| Sep11 |
090529 |
96.835 |
97.015 |
96.835 |
97.010 |
+0.205 |
118,035 |
209,607 |
+7,423 |
| Dec11 |
090529 |
96.515 |
96.685 |
96.505 |
96.685 |
+0.235 |
78,243 |
132,394 |
+1,474 |
| Mar12 |
090529 |
96.250 |
96.455 |
96.245 |
96.450 |
+0.265 |
69,750 |
107,515 |
+1,085 |
| Jun12 |
090529 |
95.985 |
96.235 |
95.985 |
96.225 |
+0.285 |
31,237 |
94,566 |
+2,513 |
| Sep12 |
090529 |
95.815 |
96.055 |
95.800 |
96.045 |
+0.305 |
29,437 |
66,639 |
-1,568 |
| Dec12 |
090529 |
95.620 |
95.890 |
95.610 |
95.875 |
+0.325 |
21,404 |
54,590 |
+150 |
| Mar13 |
090529 |
95.510 |
95.795 |
95.500 |
95.780 |
+0.345 |
20,587 |
61,100 |
+18 |
| Jun13 |
090529 |
95.375 |
95.685 |
95.365 |
95.665 |
+0.365 |
14,304 |
23,168 |
-755 |
| Sep13 |
090529 |
95.255 |
95.580 |
95.245 |
95.560 |
+0.380 |
19,429 |
38,858 |
-2,468 |
| Total Volume and Open Interest |
2,893,399 |
6,737,125 |
+14,054 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090529 |
99.823 |
99.825 |
99.820 |
99.820 |
unch |
2,235 |
72,109 |
+750 |
| Jun09 |
090529 |
99.810 |
99.820 |
99.810 |
99.815 |
unch |
7,339 |
52,947 |
+1,108 |
| Jul09 |
090529 |
99.795 |
99.810 |
99.795 |
99.805 |
+0.010 |
5,441 |
41,364 |
+60 |
| Aug09 |
090529 |
99.770 |
99.790 |
99.770 |
99.785 |
+0.015 |
3,627 |
37,199 |
-618 |
| Sep09 |
090529 |
99.765 |
99.775 |
99.760 |
99.770 |
+0.010 |
3,912 |
32,033 |
-163 |
| Oct09 |
090529 |
99.750 |
99.765 |
99.745 |
99.760 |
+0.015 |
5,134 |
31,110 |
-592 |
| Total Volume and Open Interest |
51,075 |
437,928 |
+4,168 |
| 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 |
090529 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
|
|
|
| Sep09 |
090529 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
| Dec09 |
090529 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
|
|
|
| Mar10 |
090529 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
| Jun10 |
090529 |
99.50 |
99.50 |
99.49 |
99.49 |
-0.01 |
|
|
|
| Sep10 |
090529 |
99.42 |
99.42 |
99.41 |
99.41 |
-0.01 |
|
|
|
| Dec10 |
090529 |
99.37 |
99.37 |
99.36 |
99.36 |
-0.01 |
|
|
|
| Mar11 |
090529 |
99.29 |
99.29 |
99.28 |
99.28 |
-0.01 |
|
|
|
| Jun11 |
090529 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Sep11 |
090529 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090529 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
415 |
13,036 |
+15 |
| Sep09 |
090529 |
99.53 |
99.54 |
99.53 |
99.54 |
unch |
191 |
5,118 |
-117 |
| Dec09 |
090529 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
250 |
2,618 |
-183 |
| Mar10 |
090529 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
50 |
2,410 |
+0 |
| Jun10 |
090529 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
800 |
+0 |
| Sep10 |
090529 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
0 |
281 |
+0 |
| Dec10 |
090529 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
252 |
+0 |
| Mar11 |
090529 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
412 |
+0 |
| Total Volume and Open Interest |
906 |
26,463 |
-39 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090529 |
136.37 |
136.49 |
136.27 |
136.43 |
+0.06 |
3,528 |
16,795 |
+1,276 |
| Sep09 |
090529 |
135.89 |
135.89 |
135.89 |
135.89 |
+0.05 |
15 |
16 |
+13 |
| Dec09 |
090529 |
135.89 |
135.89 |
135.89 |
135.89 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
3,543 |
17,408 |
+597 |
| Euro-Bund(EUREX) |
| Jun09 |
090528 |
118.83 |
119.33 |
118.82 |
119.18 |
-0.22 |
678,897 |
868,616 |
+4,309 |
| Sep09 |
090529 |
118.60 |
119.16 |
118.46 |
118.88 |
+0.34 |
53,931 |
104,626 |
+35,871 |
| Dec09 |
090529 |
117.40 |
117.73 |
117.40 |
117.73 |
+0.35 |
331 |
13 |
+0 |
| Total Volume and Open Interest |
749,367 |
952,689 |
+15,305 |
| Euro-Bobl(EUREX) |
| Jun09 |
090521 |
115.34 |
115.95 |
115.27 |
115.79 |
-0.15 |
492,831 |
742,996 |
+17,017 |
| Sep09 |
090529 |
114.29 |
114.74 |
114.28 |
114.55 |
+0.28 |
26,313 |
74,857 |
+13,524 |
| Dec09 |
090529 |
113.35 |
113.35 |
113.35 |
113.35 |
+0.28 |
|
|
|
| Total Volume and Open Interest |
470,433 |
809,526 |
+754 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090529 |
98.865 |
98.885 |
98.865 |
98.885 |
+0.040 |
25 |
8,523 |
+21 |
| Dec09 |
090529 |
98.760 |
98.785 |
98.750 |
98.785 |
+0.060 |
80 |
4,738 |
-80 |
| Total Volume and Open Interest |
449 |
36,045 |
-69 |
| Long Gilt(LIFFE) |
| Jun09 |
090529 |
118~12 |
119~00 |
118~10 |
118~23 |
-2~03 |
89,404 |
0 |
+0 |
| Sep09 |
090529 |
116~30 |
117~17 |
116~29 |
117~09 |
+0~13 |
146,848 |
209,244 |
+76,011 |
| Total Volume and Open Interest |
360,114 |
275,334 |
-1,548 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090529 |
98.81 |
98.82 |
98.79 |
98.79 |
-0.03 |
61,532 |
271,333 |
-15,960 |
| Sep09 |
090529 |
98.90 |
98.94 |
98.88 |
98.91 |
unch |
77,781 |
290,081 |
+5,249 |
| Dec09 |
090529 |
98.71 |
98.78 |
98.69 |
98.74 |
+0.02 |
66,001 |
296,992 |
-2,741 |
| Mar10 |
090529 |
98.57 |
98.63 |
98.54 |
98.59 |
+0.02 |
70,358 |
366,394 |
+6,362 |
| Jun10 |
090529 |
98.24 |
98.32 |
98.22 |
98.27 |
+0.03 |
62,893 |
270,924 |
+1,594 |
| Sep10 |
090529 |
97.86 |
97.95 |
97.86 |
97.90 |
+0.03 |
53,362 |
249,848 |
-2,937 |
| Total Volume and Open Interest |
514,810 |
2,261,127 |
-931 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090518 |
98.865 |
98.900 |
98.860 |
98.895 |
+0.030 |
107,164 |
574,626 |
-9,763 |
| Sep09 |
090529 |
98.865 |
98.900 |
98.845 |
98.885 |
+0.040 |
105,808 |
574,959 |
+64 |
| Dec09 |
090529 |
98.750 |
98.800 |
98.725 |
98.785 |
+0.060 |
110,729 |
524,955 |
-11,425 |
| Total Volume and Open Interest |
690,868 |
3,534,220 |
-49,298 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090529 |
96.85 |
96.87 |
96.85 |
96.87 |
+0.01 |
9,829 |
235,361 |
-999 |
| Sep09 |
090529 |
97.03 |
97.07 |
97.03 |
97.05 |
+0.02 |
23,839 |
265,520 |
+2,283 |
| Dec09 |
090529 |
96.97 |
97.01 |
96.95 |
97.01 |
+0.05 |
14,428 |
152,694 |
+3,117 |
| Mar10 |
090529 |
96.70 |
96.76 |
96.69 |
96.76 |
+0.07 |
8,378 |
99,798 |
+2,837 |
| Jun10 |
090529 |
96.32 |
96.40 |
96.31 |
96.40 |
+0.09 |
4,829 |
74,322 |
+1,217 |
| Sep10 |
090529 |
95.96 |
96.00 |
95.89 |
96.00 |
+0.09 |
4,267 |
40,464 |
+1,624 |
| Dec10 |
090529 |
95.49 |
95.59 |
95.47 |
95.58 |
+0.09 |
2,151 |
24,220 |
-185 |
| Mar11 |
090529 |
95.11 |
95.21 |
95.11 |
95.20 |
+0.10 |
907 |
13,782 |
+77 |
| Jun11 |
090529 |
94.86 |
94.86 |
94.86 |
94.86 |
+0.10 |
392 |
2,214 |
+268 |
| Sep11 |
090529 |
94.51 |
94.55 |
94.51 |
94.55 |
+0.09 |
101 |
729 |
-99 |
| Total Volume and Open Interest |
69,321 |
910,496 |
+10,340 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090529 |
94.67 |
94.78 |
94.65 |
94.75 |
-0.19 |
19,452 |
316,642 |
+316,642 |
| Sep09 |
090529 |
94.68 |
94.70 |
94.68 |
94.70 |
+0.09 |
200 |
5,827 |
+158 |
| Total Volume and Open Interest |
45,418 |
355,761 |
+12,987 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090528 |
95.95 |
96.00 |
95.85 |
95.97 |
+0.01 |
114,994 |
593,793 |
+15,471 |
| Sep09 |
090529 |
95.83 |
95.83 |
95.83 |
95.83 |
+0.11 |
200 |
9,620 |
+200 |
| Total Volume and Open Interest |
111,130 |
612,092 |
+8,879 |
| Gold(CMX) |
| Jun09 |
090529 |
959.2 |
980.4 |
959.0 |
978.8 |
+17.3 |
151,332 |
38,139 |
-50,090 |
| Aug09 |
090529 |
960.8 |
982.0 |
960.4 |
980.3 |
+17.1 |
100,682 |
230,856 |
+46,783 |
| Oct09 |
090529 |
963.9 |
983.0 |
963.0 |
981.7 |
+17.1 |
1,743 |
11,232 |
+733 |
| Dec09 |
090529 |
963.9 |
984.6 |
963.9 |
983.1 |
+17.1 |
7,196 |
40,259 |
+3,151 |
| Feb10 |
090529 |
978.8 |
984.5 |
978.8 |
984.5 |
+17.1 |
11 |
10,475 |
+0 |
| Apr10 |
090529 |
980.0 |
987.5 |
980.0 |
985.9 |
+17.1 |
484 |
14,711 |
+93 |
| Jun10 |
090529 |
982.5 |
987.4 |
982.5 |
987.4 |
+16.9 |
1 |
10,924 |
-1 |
| Aug10 |
090529 |
989.2 |
989.2 |
989.2 |
989.2 |
+16.8 |
0 |
537 |
+0 |
| Oct10 |
090529 |
991.2 |
991.2 |
991.2 |
991.2 |
+16.7 |
0 |
502 |
+0 |
| Dec10 |
090529 |
987.0 |
994.0 |
987.0 |
993.3 |
+16.5 |
114 |
12,563 |
+1 |
| Feb11 |
090529 |
995.9 |
995.9 |
995.9 |
995.9 |
+16.3 |
0 |
12 |
+0 |
| Apr11 |
090529 |
998.9 |
998.9 |
998.9 |
998.9 |
|
|
|
|
| Silver(CMX) |
| Jul09 |
090529 |
1518.0 |
1579.5 |
1514.5 |
1561.0 |
+45.0 |
23,999 |
59,555 |
+716 |
| Sep09 |
090529 |
1522.5 |
1581.0 |
1520.5 |
1563.5 |
+45.1 |
2,279 |
8,545 |
+940 |
| Dec09 |
090529 |
1528.0 |
1580.0 |
1528.0 |
1566.4 |
+45.1 |
1,531 |
14,758 |
+826 |
| Mar10 |
090529 |
1568.6 |
1568.6 |
1568.6 |
1568.6 |
+44.9 |
59 |
5,666 |
+21 |
| May10 |
090529 |
1570.3 |
1570.3 |
1570.3 |
1570.3 |
+44.9 |
176 |
2,551 |
+30 |
| Jul10 |
090529 |
1563.0 |
1584.0 |
1563.0 |
1571.9 |
+44.8 |
67 |
2,441 |
+31 |
| Sep10 |
090529 |
1573.6 |
1573.6 |
1573.6 |
1573.6 |
+44.6 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
28,401 |
100,637 |
+2,517 |
| Platinum(NYMEX) |
| Jul09 |
090529 |
1146.9 |
1204.0 |
1146.9 |
1196.0 |
+46.2 |
1,287 |
20,653 |
-15 |
| Oct09 |
090529 |
1177.3 |
1208.6 |
1166.4 |
1201.7 |
+46.6 |
133 |
1,276 |
+113 |
| Jan10 |
090529 |
1189.4 |
1203.7 |
1189.4 |
1203.7 |
+46.6 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
1,420 |
21,938 |
+98 |
| Palladium(NYMEX) |
| Jun09 |
090529 |
231.05 |
237.20 |
230.50 |
236.05 |
+4.05 |
2,555 |
2,582 |
-1,510 |
| Sep09 |
090529 |
232.00 |
239.50 |
230.00 |
237.45 |
+3.95 |
2,356 |
13,127 |
+1,288 |
| Dec09 |
090529 |
232.85 |
240.80 |
232.85 |
238.70 |
+3.95 |
25 |
289 |
+25 |
| Total Volume and Open Interest |
4,936 |
15,998 |
-197 |
| Copper(CMX) |
| Jul09 |
090529 |
213.15 |
220.50 |
213.00 |
219.75 |
+6.05 |
14,094 |
72,082 |
+1,376 |
| Sep09 |
090529 |
213.85 |
220.95 |
213.85 |
220.35 |
+5.80 |
1,843 |
21,107 |
+377 |
| Dec09 |
090529 |
214.25 |
221.10 |
214.25 |
220.40 |
+5.40 |
293 |
6,670 |
+33 |
| Mar10 |
090529 |
220.00 |
220.25 |
220.00 |
220.25 |
+5.10 |
6 |
1,711 |
+1 |
| May10 |
090529 |
218.50 |
220.15 |
218.50 |
220.15 |
+4.90 |
0 |
396 |
+0 |
| Total Volume and Open Interest |
16,883 |
108,628 |
+997 |
| Aluminum(CMX) |
| Jun09 |
090529 |
0.66 |
0.66 |
0.66 |
0.66 |
+0.01 |
|
|
|
| Jul09 |
090529 |
0.67 |
0.67 |
0.67 |
0.67 |
+0.02 |
|
|
|
| Aug09 |
090529 |
0.67 |
0.67 |
0.67 |
0.67 |
+0.01 |
|
|
|
| Sep09 |
090529 |
0.68 |
0.68 |
0.68 |
0.68 |
|
|
|
|
| Oct09 |
080724 |
0.17 |
0.17 |
0.17 |
0.17 |
unch |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Jun09 |
090529 |
8370 |
8550 |
8350 |
8488 |
+104 |
1,128 |
18,635 |
+389 |
| Sep09 |
090529 |
8385 |
8465 |
8325 |
8429 |
+104 |
42 |
870 |
+1 |
| Dec09 |
090529 |
8377 |
8377 |
8272 |
8377 |
+105 |
3 |
3 |
+2 |
| Mar10 |
090529 |
8338 |
8338 |
8234 |
8338 |
+104 |
|
|
|
| Total Volume and Open Interest |
1,173 |
19,508 |
+392 |
| S & P 500(CME) |
| Jun09 |
090529 |
905.40 |
925.00 |
902.50 |
918.10 |
+13.00 |
28,667 |
431,531 |
-3,814 |
| Sep09 |
090529 |
905.50 |
917.50 |
898.10 |
913.60 |
+13.00 |
7,663 |
39,708 |
+5,608 |
| Dec09 |
090529 |
909.30 |
913.50 |
894.00 |
909.30 |
+12.80 |
60 |
4,723 |
+20 |
| Mar10 |
090529 |
905.50 |
909.90 |
890.40 |
905.50 |
+12.60 |
1 |
3,189 |
-1 |
| Total Volume and Open Interest |
36,391 |
479,153 |
+1,813 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090529 |
905.00 |
927.75 |
902.25 |
918.00 |
+13.00 |
2,404,322 |
2,617,463 |
+609 |
| Sep09 |
090529 |
899.75 |
921.75 |
898.00 |
913.50 |
+13.00 |
11,697 |
119,142 |
+4,417 |
| Total Volume and Open Interest |
2,416,049 |
2,737,030 |
+5,027 |
| NASDAQ 100(CME) |
| Jun09 |
090529 |
1417.80 |
1440.00 |
1411.00 |
1435.50 |
+17.20 |
3,278 |
26,894 |
-1,051 |
| Sep09 |
090529 |
1433.80 |
1434.50 |
1433.80 |
1433.80 |
+17.30 |
1 |
32 |
+2 |
| Dec09 |
090529 |
1436.80 |
1437.50 |
1436.80 |
1436.80 |
+17.30 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,279 |
26,928 |
-1,049 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090529 |
1417.80 |
1442.80 |
1411.00 |
1435.50 |
+17.00 |
|
|
|
| Sep09 |
090529 |
1415.00 |
1438.80 |
1409.80 |
1433.80 |
+17.30 |
120 |
1,259 |
+34 |
| Total Volume and Open Interest |
301,146 |
292,219 |
-9,654 |
| S & P Midcap 400(CME) |
| Jun09 |
090529 |
568.50 |
579.00 |
565.50 |
575.00 |
+10.70 |
149 |
4,460 |
+12 |
| Sep09 |
090529 |
572.20 |
574.00 |
572.20 |
572.20 |
+10.70 |
|
|
|
| Dec09 |
090529 |
570.20 |
572.00 |
570.20 |
570.20 |
+10.70 |
|
|
|
| Total Volume and Open Interest |
149 |
4,460 |
+12 |
| Russell 2000(CME) |
| Jun09 |
090529 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
5,075 |
-212 |
| Sep09 |
090529 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
3,261 |
+218 |
| Dec09 |
090529 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,549 |
+141 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090529 |
9455 |
9525 |
9380 |
9510 |
+95 |
100,757 |
181,439 |
+915 |
| Sep09 |
090529 |
9440 |
9510 |
9440 |
9510 |
+80 |
2,600 |
3,605 |
+2,351 |
| Total Volume and Open Interest |
103,357 |
190,255 |
+3,152 |
| Nikkei 225(SGX) |
| Jun09 |
090529 |
9455 |
9525 |
9380 |
9510 |
+95 |
100,757 |
181,439 |
+915 |
| Sep09 |
090529 |
9440 |
9510 |
9440 |
9510 |
+80 |
2,600 |
3,605 |
+2,351 |
| Dec09 |
090529 |
9470 |
9470 |
9470 |
9470 |
+90 |
0 |
777 |
+0 |
| Total Volume and Open Interest |
103,357 |
190,255 |
+3,152 |
| CAC 40(EURONEXT) |
| Jun09 |
090529 |
3281.5 |
3305.5 |
3250.5 |
3266.0 |
+15.5 |
108,753 |
477,220 |
+25,529 |
| Jul09 |
090529 |
3287.0 |
3300.0 |
3259.0 |
3262.0 |
+15.5 |
4,370 |
5,491 |
+4,141 |
| Aug09 |
090529 |
3262.5 |
3262.5 |
3262.5 |
3262.5 |
+15.5 |
28 |
59 |
+29 |
| Total Volume and Open Interest |
113,660 |
486,096 |
+29,565 |
| Hang Seng Index(HKFE) |
| May09 |
090527 |
17285 |
17707 |
17252 |
17686 |
+766 |
107,271 |
40,115 |
-37,071 |
| Jun09 |
090529 |
17845 |
18183 |
17753 |
18150 |
+291 |
56,912 |
86,254 |
+10,648 |
| Jul09 |
090529 |
17895 |
18170 |
17771 |
18145 |
|
|
|
|
| DAX(EUREX) |
| Jun09 |
090529 |
4975.0 |
5012.0 |
4918.0 |
4936.0 |
-6.5 |
138,627 |
163,335 |
-494 |
| Sep09 |
090529 |
4987.5 |
5018.0 |
4925.0 |
4942.5 |
-6.5 |
682 |
8,918 |
+127 |
| Dec09 |
090529 |
5015.5 |
5017.0 |
4949.0 |
4949.0 |
-7.0 |
123 |
2,988 |
+14 |
| Total Volume and Open Interest |
139,432 |
175,241 |
-353 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090529 |
4410.00 |
4455.00 |
4381.50 |
4390.50 |
+26.00 |
80,210 |
738,356 |
+1,762 |
| Sep09 |
090529 |
4375.00 |
4413.00 |
4350.00 |
4355.00 |
+26.00 |
37 |
1,825 |
-1 |
| Dec09 |
090529 |
4350.50 |
4372.00 |
4326.50 |
4326.50 |
+26.50 |
25 |
3,260 |
+11 |
| Total Volume and Open Interest |
80,272 |
743,441 |
+1,772 |
| SPI 200(SFE) |
| Jun09 |
090529 |
3741.0 |
3840.0 |
3719.0 |
3799.0 |
+63.0 |
30,917 |
302,339 |
+1,861 |
| Sep09 |
090529 |
3706.0 |
3800.0 |
3690.0 |
3768.0 |
+62.0 |
427 |
3,027 |
+111 |
| Dec09 |
090529 |
3771.0 |
3771.0 |
3771.0 |
3771.0 |
+62.0 |
275 |
2,537 |
-214 |
| Total Volume and Open Interest |
31,851 |
311,129 |
+1,798 |
| GSCI(CME) |
| Jun09 |
090529 |
444.00 |
444.00 |
437.80 |
443.15 |
+6.25 |
446 |
16,379 |
-291 |
| Jul09 |
090529 |
448.50 |
449.00 |
444.00 |
447.00 |
+5.75 |
2 |
2 |
+0 |
| Aug09 |
090529 |
450.00 |
452.00 |
448.00 |
450.00 |
+4.75 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
450 |
16,381 |
-291 |
| Reuters CCI(ICE) |
| Jun09 |
090529 |
253.80 |
253.80 |
253.80 |
253.80 |
+3.00 |
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. |
|
|