|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon April 05, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100405 |
942.00 |
946.00 |
932.75 |
936.00 |
-6.00 |
131,018 |
171,923 |
+0 |
| Jul10 |
100405 |
951.25 |
955.25 |
942.00 |
945.25 |
-6.00 |
85,276 |
116,510 |
+0 |
| Aug10 |
100405 |
947.75 |
949.75 |
938.50 |
941.50 |
-4.75 |
4,800 |
6,883 |
+0 |
| Sep10 |
100405 |
930.25 |
935.00 |
923.25 |
928.25 |
-4.50 |
5,787 |
9,788 |
+0 |
| Nov10 |
100405 |
925.00 |
928.25 |
917.00 |
922.25 |
-3.50 |
39,164 |
118,366 |
+0 |
| Jan11 |
100405 |
934.50 |
936.50 |
925.50 |
930.50 |
-3.75 |
1,575 |
7,467 |
+0 |
| Mar11 |
100405 |
940.00 |
942.50 |
934.00 |
937.75 |
-3.75 |
395 |
3,931 |
+0 |
| Total Volume and Open Interest |
269,540 |
446,047 |
+0 |
| Soybean Meal(CBOT) |
| May10 |
100405 |
265.50 |
266.70 |
260.50 |
261.20 |
-4.70 |
55,000 |
75,783 |
+0 |
| Jul10 |
100405 |
263.60 |
265.40 |
259.70 |
260.60 |
-4.30 |
31,513 |
38,337 |
+0 |
| Aug10 |
100405 |
263.10 |
265.00 |
257.90 |
258.60 |
-4.00 |
3,531 |
13,186 |
+0 |
| Sep10 |
100405 |
257.50 |
258.70 |
253.80 |
254.60 |
-4.10 |
2,682 |
9,497 |
+0 |
| Oct10 |
100405 |
251.50 |
252.50 |
247.30 |
248.30 |
-4.20 |
1,336 |
7,676 |
+0 |
| Dec10 |
100405 |
250.70 |
250.70 |
246.50 |
247.70 |
-3.90 |
9,986 |
36,771 |
+0 |
| Jan11 |
100405 |
250.50 |
250.50 |
247.50 |
248.70 |
-3.90 |
974 |
3,589 |
+0 |
| Mar11 |
100405 |
253.80 |
253.80 |
251.50 |
251.50 |
-3.90 |
200 |
2,631 |
+0 |
| Total Volume and Open Interest |
105,261 |
190,993 |
+0 |
| Soybean Oil(CBOT) |
| May10 |
100405 |
39.04 |
39.49 |
38.97 |
39.35 |
+0.37 |
52,637 |
118,061 |
+0 |
| Jul10 |
100405 |
39.51 |
39.96 |
39.43 |
39.82 |
+0.37 |
33,267 |
90,234 |
+0 |
| Aug10 |
100405 |
39.81 |
40.14 |
39.66 |
40.02 |
+0.38 |
1,989 |
12,699 |
+0 |
| Sep10 |
100405 |
40.10 |
40.26 |
39.81 |
40.18 |
+0.39 |
1,351 |
8,951 |
+0 |
| Oct10 |
100405 |
40.07 |
40.38 |
39.94 |
40.32 |
+0.39 |
473 |
6,629 |
+0 |
| Dec10 |
100405 |
40.28 |
40.75 |
40.22 |
40.64 |
+0.40 |
6,139 |
41,961 |
+0 |
| Jan11 |
100405 |
40.92 |
40.93 |
40.46 |
40.88 |
+0.40 |
717 |
2,115 |
+0 |
| Mar11 |
100405 |
41.05 |
41.10 |
41.05 |
41.10 |
+0.42 |
97 |
905 |
+0 |
| Total Volume and Open Interest |
96,731 |
283,263 |
+0 |
| Canola(WCE) |
| May10 |
100405 |
375.5 |
382.4 |
375.5 |
379.9 |
-0.8 |
10,424 |
73,570 |
+0 |
| Jul10 |
100405 |
387.6 |
387.6 |
382.3 |
385.8 |
-0.3 |
7,657 |
33,362 |
+0 |
| Nov10 |
100405 |
385.8 |
388.9 |
384.5 |
388.7 |
+1.9 |
2,508 |
22,318 |
+0 |
| Jan11 |
100405 |
391.1 |
392.3 |
389.1 |
392.3 |
+2.0 |
69 |
1,072 |
+0 |
| Mar11 |
100405 |
390.0 |
394.3 |
390.0 |
394.3 |
+1.8 |
10 |
414 |
+0 |
| Total Volume and Open Interest |
20,670 |
131,158 |
+0 |
| Corn(CBOT) |
| May10 |
100405 |
344.75 |
347.25 |
343.75 |
345.75 |
+1.25 |
126,262 |
383,724 |
+0 |
| Jul10 |
100405 |
356.00 |
358.75 |
355.00 |
357.50 |
+1.50 |
62,046 |
297,773 |
+0 |
| Sep10 |
100405 |
366.00 |
368.75 |
365.50 |
367.75 |
+1.75 |
17,596 |
82,016 |
+0 |
| Dec10 |
100405 |
377.00 |
380.00 |
376.25 |
379.25 |
+2.25 |
46,945 |
282,584 |
+0 |
| Mar11 |
100405 |
389.00 |
391.75 |
388.75 |
391.25 |
+2.50 |
1,980 |
33,780 |
+0 |
| May11 |
100405 |
399.00 |
399.25 |
396.50 |
399.25 |
+2.75 |
712 |
5,818 |
+0 |
| Total Volume and Open Interest |
260,404 |
1,137,402 |
+0 |
| Wheat(CBOT) |
| May10 |
100405 |
456.00 |
459.50 |
447.00 |
453.50 |
-1.25 |
58,287 |
150,930 |
+0 |
| Jul10 |
100405 |
469.25 |
473.25 |
460.50 |
467.25 |
-1.25 |
32,536 |
164,267 |
+0 |
| Sep10 |
100405 |
487.50 |
488.00 |
477.50 |
484.00 |
-1.00 |
9,579 |
40,246 |
+0 |
| Dec10 |
100405 |
516.50 |
518.75 |
507.00 |
513.50 |
-1.00 |
11,361 |
64,590 |
+0 |
| Mar11 |
100405 |
540.75 |
542.50 |
536.00 |
542.50 |
+0.50 |
1,529 |
12,861 |
+0 |
| Total Volume and Open Interest |
114,017 |
450,357 |
+0 |
| Wheat(KCBT) |
| May10 |
100405 |
470.25 |
474.50 |
465.00 |
471.75 |
+1.75 |
14,849 |
43,760 |
+0 |
| Jul10 |
100405 |
482.50 |
486.25 |
475.50 |
482.50 |
+0.75 |
7,606 |
47,419 |
+0 |
| Sep10 |
100405 |
493.50 |
494.25 |
488.25 |
494.00 |
+0.50 |
752 |
7,799 |
+0 |
| Dec10 |
100405 |
513.50 |
515.50 |
505.00 |
511.75 |
+0.75 |
3,248 |
42,766 |
+0 |
| Mar11 |
100405 |
531.00 |
531.00 |
522.75 |
529.00 |
+0.75 |
1,417 |
6,615 |
+0 |
| Total Volume and Open Interest |
28,044 |
152,059 |
+0 |
| Wheat(MGE) |
| May10 |
100405 |
489.00 |
493.50 |
485.00 |
489.50 |
+0.50 |
4,251 |
13,880 |
+0 |
| Jul10 |
100405 |
504.50 |
504.50 |
496.25 |
501.00 |
+1.00 |
3,002 |
12,764 |
+0 |
| Sep10 |
100405 |
513.50 |
515.50 |
507.75 |
512.25 |
-0.50 |
1,076 |
6,702 |
+0 |
| Dec10 |
100405 |
532.25 |
532.50 |
525.50 |
529.75 |
unch |
1,537 |
6,736 |
+0 |
| Mar11 |
100405 |
545.25 |
546.75 |
544.00 |
546.50 |
-0.25 |
138 |
1,063 |
+0 |
| Total Volume and Open Interest |
10,298 |
42,378 |
+0 |
| Oats(CBOT) |
| May10 |
100405 |
211.50 |
214.00 |
208.00 |
208.00 |
-2.50 |
1,604 |
8,219 |
+0 |
| Jul10 |
100405 |
220.00 |
222.00 |
217.00 |
217.00 |
-2.50 |
1,216 |
5,709 |
+0 |
| Sep10 |
100405 |
224.50 |
227.00 |
224.50 |
224.50 |
-2.50 |
2 |
870 |
+0 |
| Dec10 |
100405 |
241.75 |
241.75 |
236.50 |
236.50 |
-2.50 |
36 |
1,850 |
+0 |
| Total Volume and Open Interest |
2,860 |
16,650 |
+0 |
| Rough Rice(CBOT) |
| May10 |
100405 |
12.38 |
12.68 |
12.38 |
12.65 |
+0.27 |
1,662 |
9,319 |
+0 |
| Jul10 |
100405 |
12.76 |
12.95 |
12.76 |
12.95 |
+0.27 |
959 |
3,730 |
+0 |
| Sep10 |
100405 |
12.56 |
12.56 |
12.44 |
12.44 |
+0.02 |
198 |
2,132 |
+0 |
| Nov10 |
100405 |
12.65 |
12.69 |
12.49 |
12.56 |
-0.01 |
117 |
1,198 |
+0 |
| Total Volume and Open Interest |
3,125 |
16,994 |
+0 |
| Live Cattle(CME) |
| Apr10 |
100405 |
96.850 |
97.980 |
96.750 |
97.330 |
+0.680 |
11,180 |
46,970 |
+0 |
| Jun10 |
100405 |
93.550 |
94.830 |
93.550 |
94.200 |
+0.665 |
20,204 |
169,072 |
+0 |
| Aug10 |
100405 |
91.900 |
93.100 |
91.900 |
92.730 |
+0.750 |
6,919 |
74,076 |
+0 |
| Oct10 |
100405 |
94.430 |
95.650 |
94.430 |
95.535 |
+0.835 |
4,248 |
40,907 |
+0 |
| Dec10 |
100405 |
96.500 |
97.500 |
96.500 |
97.500 |
+0.850 |
1,468 |
20,914 |
+0 |
| Feb11 |
100405 |
97.750 |
98.430 |
97.700 |
98.400 |
+0.700 |
654 |
10,443 |
+0 |
| Total Volume and Open Interest |
45,162 |
366,791 |
+0 |
| Feeder Cattle(CME) |
| Apr10 |
100405 |
111.000 |
112.700 |
110.650 |
112.650 |
+2.265 |
882 |
5,218 |
+0 |
| May10 |
100405 |
113.050 |
114.700 |
113.035 |
114.135 |
+1.435 |
3,806 |
20,515 |
+0 |
| Aug10 |
100405 |
114.000 |
115.800 |
114.000 |
115.635 |
+1.935 |
2,032 |
13,381 |
+0 |
| Sep10 |
100405 |
113.750 |
115.700 |
113.750 |
115.700 |
+1.850 |
401 |
2,108 |
+0 |
| Oct10 |
100405 |
112.950 |
115.000 |
112.950 |
115.000 |
+2.100 |
224 |
1,152 |
+0 |
| Nov10 |
100405 |
113.400 |
114.330 |
112.500 |
114.285 |
+1.785 |
87 |
357 |
+0 |
| Jan11 |
100405 |
110.600 |
111.500 |
110.100 |
111.300 |
+1.400 |
15 |
75 |
+0 |
| Total Volume and Open Interest |
7,447 |
42,806 |
+0 |
| Lean Hogs(CME) |
| Apr10 |
100405 |
75.035 |
76.350 |
74.900 |
76.225 |
+2.090 |
5,811 |
19,613 |
+0 |
| May10 |
100405 |
81.400 |
83.330 |
81.400 |
83.100 |
+1.375 |
544 |
6,243 |
+0 |
| Jun10 |
100405 |
83.885 |
85.650 |
83.885 |
85.050 |
+1.665 |
17,633 |
77,143 |
+0 |
| Jul10 |
100405 |
84.950 |
86.350 |
84.850 |
85.950 |
+1.520 |
3,369 |
29,801 |
+0 |
| Aug10 |
100405 |
83.830 |
85.180 |
83.650 |
85.100 |
+1.600 |
3,169 |
31,672 |
+0 |
| Oct10 |
100405 |
73.350 |
74.750 |
73.200 |
74.430 |
+1.430 |
1,697 |
20,657 |
+0 |
| Dec10 |
100405 |
70.250 |
71.500 |
70.200 |
71.350 |
+1.150 |
951 |
10,026 |
+0 |
| Feb11 |
100405 |
72.100 |
72.600 |
72.000 |
72.550 |
+0.750 |
396 |
2,840 |
+0 |
| Total Volume and Open Interest |
33,663 |
198,993 |
+0 |
| Pork Bellies(CME) |
| May10 |
100405 |
99.000 |
99.700 |
97.600 |
98.535 |
+1.835 |
12 |
211 |
+0 |
| Jul10 |
100405 |
100.100 |
100.100 |
100.000 |
100.000 |
+1.000 |
2 |
72 |
+0 |
| Aug10 |
100405 |
93.500 |
94.135 |
93.500 |
93.500 |
unch |
0 |
22 |
+0 |
| Feb11 |
100405 |
93.000 |
94.000 |
93.000 |
93.000 |
unch |
0 |
1 |
+0 |
| Mar11 |
100405 |
93.500 |
93.500 |
93.500 |
93.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
14 |
307 |
+0 |
| Class III Milk(CME) |
| Apr10 |
100405 |
12.73 |
12.83 |
12.71 |
12.83 |
+0.11 |
209 |
4,728 |
+0 |
| May10 |
100405 |
13.33 |
13.52 |
13.30 |
13.48 |
+0.20 |
432 |
4,616 |
+0 |
| Jun10 |
100405 |
14.00 |
14.08 |
13.95 |
14.07 |
+0.07 |
302 |
3,854 |
+0 |
| Jul10 |
100405 |
14.49 |
14.55 |
14.45 |
14.55 |
+0.06 |
188 |
2,731 |
+0 |
| Aug10 |
100405 |
14.77 |
14.82 |
14.72 |
14.82 |
+0.02 |
95 |
2,704 |
+0 |
| Total Volume and Open Interest |
1,428 |
32,355 |
+0 |
| Cocoa(ICE) |
| May10 |
100405 |
2970 |
2985 |
2926 |
2953 |
-37 |
8,295 |
44,346 |
+0 |
| Jul10 |
100405 |
3013 |
3019 |
2959 |
2986 |
-37 |
3,988 |
39,891 |
+0 |
| Sep10 |
100405 |
3026 |
3038 |
2991 |
3009 |
-38 |
1,135 |
16,395 |
+0 |
| Dec10 |
100405 |
3064 |
3064 |
3028 |
3039 |
-36 |
434 |
11,097 |
+0 |
| Mar11 |
100405 |
3080 |
3080 |
3050 |
3057 |
-33 |
101 |
12,643 |
+0 |
| May11 |
100405 |
3064 |
3064 |
3064 |
3064 |
-32 |
27 |
5,343 |
+0 |
| Jul11 |
100405 |
3075 |
3075 |
3075 |
3075 |
-37 |
20 |
2,724 |
+0 |
| Total Volume and Open Interest |
14,056 |
134,576 |
+0 |
| Coffee "C"(ICE) |
| May10 |
100405 |
137.50 |
139.85 |
137.30 |
139.65 |
+2.25 |
17,796 |
61,752 |
+0 |
| Jul10 |
100405 |
139.05 |
141.45 |
139.05 |
141.30 |
+2.25 |
7,109 |
32,477 |
+0 |
| Sep10 |
100405 |
140.70 |
142.75 |
140.60 |
142.65 |
+2.15 |
1,897 |
16,317 |
+0 |
| Dec10 |
100405 |
143.00 |
144.45 |
142.60 |
144.35 |
+2.00 |
1,996 |
11,164 |
+0 |
| Mar11 |
100405 |
144.65 |
146.10 |
144.65 |
146.10 |
+1.90 |
1,534 |
6,421 |
+0 |
| May11 |
100405 |
146.80 |
147.40 |
146.80 |
147.40 |
+1.75 |
153 |
1,217 |
+0 |
| Total Volume and Open Interest |
30,509 |
130,381 |
+0 |
| Orange Juice(ICE) |
| May10 |
100405 |
135.45 |
136.60 |
135.00 |
135.70 |
+0.35 |
1,160 |
20,165 |
+0 |
| Jul10 |
100405 |
137.65 |
139.00 |
137.65 |
138.25 |
+0.25 |
688 |
8,332 |
+0 |
| Sep10 |
100405 |
140.30 |
140.30 |
139.55 |
139.65 |
+0.35 |
278 |
2,182 |
+0 |
| Nov10 |
100405 |
139.90 |
139.90 |
139.90 |
139.90 |
+0.50 |
172 |
820 |
+0 |
| Jan11 |
100405 |
141.35 |
141.35 |
141.35 |
141.35 |
+0.30 |
4 |
686 |
+0 |
| Mar11 |
100405 |
143.00 |
143.00 |
143.00 |
143.00 |
+0.05 |
1 |
85 |
+0 |
| Total Volume and Open Interest |
2,303 |
32,481 |
+0 |
| Sugar #11(ICE) |
| May10 |
100405 |
16.69 |
17.18 |
16.25 |
16.40 |
-0.30 |
57,480 |
233,049 |
+0 |
| Jul10 |
100405 |
16.90 |
17.30 |
16.65 |
16.72 |
-0.15 |
37,503 |
194,371 |
+0 |
| Oct10 |
100405 |
16.82 |
17.23 |
16.82 |
16.98 |
+0.16 |
15,773 |
124,945 |
+0 |
| Mar11 |
100405 |
17.05 |
17.30 |
17.00 |
17.26 |
+0.18 |
8,045 |
63,254 |
+0 |
| May11 |
100405 |
16.78 |
16.98 |
16.66 |
16.96 |
+0.18 |
2,411 |
18,900 |
+0 |
| Total Volume and Open Interest |
130,746 |
705,064 |
+0 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100401 |
2273 |
2289 |
2260 |
2266 |
-7 |
6,202 |
35,252 |
+2,132 |
| Sep10 |
100401 |
2226 |
2247 |
2226 |
2226 |
-3 |
675 |
24,481 |
+70 |
| Mar11 |
100401 |
2167 |
2169 |
2155 |
2156 |
-4 |
358 |
16,593 |
+90 |
| Jul11 |
100401 |
2159 |
2159 |
2159 |
2159 |
-1 |
0 |
664 |
+0 |
| Total Volume and Open Interest |
13,824 |
157,017 |
+2,932 |
| London Sugar(LCE) |
| May10 |
100401 |
492.20 |
497.50 |
466.60 |
481.60 |
-22.40 |
2,948 |
21,625 |
-600 |
| Dec10 |
100401 |
459.70 |
459.70 |
438.10 |
450.90 |
-14.50 |
47 |
2,696 |
+0 |
| Mar11 |
100401 |
461.00 |
461.00 |
440.40 |
456.40 |
-10.00 |
132 |
1,657 |
+21 |
| Total Volume and Open Interest |
7,566 |
61,202 |
-766 |
| Cotton(ICE) |
| May10 |
100405 |
81.70 |
82.72 |
81.55 |
82.28 |
+0.78 |
15,931 |
93,038 |
+0 |
| Jul10 |
100405 |
82.97 |
83.87 |
82.65 |
83.52 |
+0.78 |
8,555 |
53,764 |
+0 |
| Oct10 |
100405 |
76.42 |
76.42 |
76.42 |
76.42 |
+0.28 |
1 |
188 |
+0 |
| Dec10 |
100405 |
75.00 |
75.47 |
74.90 |
75.46 |
+0.36 |
4,193 |
38,387 |
+0 |
| Mar11 |
100405 |
76.19 |
76.50 |
76.19 |
76.48 |
+0.34 |
363 |
4,345 |
+0 |
| May11 |
100405 |
76.80 |
76.80 |
76.80 |
76.80 |
+0.21 |
10 |
105 |
+0 |
| Total Volume and Open Interest |
29,111 |
192,841 |
+0 |
| Lumber(CME) |
| May10 |
100405 |
289.5 |
297.0 |
287.6 |
296.0 |
+9.0 |
726 |
5,462 |
+0 |
| Jul10 |
100405 |
299.0 |
308.0 |
299.0 |
304.0 |
+3.0 |
504 |
3,172 |
+0 |
| Sep10 |
100405 |
296.4 |
303.0 |
296.4 |
300.0 |
+4.1 |
33 |
852 |
+0 |
| Nov10 |
100405 |
274.3 |
277.8 |
274.3 |
276.0 |
unch |
3 |
202 |
+0 |
| Total Volume and Open Interest |
1,266 |
9,689 |
+0 |
| Crude Oil(NYM) |
| May10 |
100405 |
85.31 |
86.90 |
85.06 |
86.62 |
+1.75 |
371,961 |
319,344 |
+0 |
| Jun10 |
100405 |
85.62 |
87.38 |
85.56 |
87.13 |
+1.79 |
115,747 |
182,483 |
+0 |
| Jul10 |
100405 |
86.35 |
87.83 |
86.00 |
87.62 |
+1.84 |
42,129 |
112,057 |
+0 |
| Aug10 |
100405 |
86.80 |
88.14 |
86.43 |
87.98 |
+1.87 |
15,684 |
38,576 |
+0 |
| Sep10 |
100405 |
87.00 |
88.36 |
86.88 |
88.23 |
+1.89 |
13,305 |
41,135 |
+0 |
| Oct10 |
100405 |
87.14 |
88.51 |
86.71 |
88.40 |
+1.88 |
6,785 |
22,874 |
+0 |
| Nov10 |
100405 |
87.50 |
88.64 |
87.38 |
88.53 |
+1.86 |
5,803 |
23,370 |
+0 |
| Dec10 |
100405 |
87.25 |
88.84 |
86.99 |
88.68 |
+1.84 |
48,960 |
195,134 |
+0 |
| Jan11 |
100405 |
87.72 |
88.85 |
87.63 |
88.76 |
+1.83 |
3,022 |
30,223 |
+0 |
| Feb11 |
100405 |
87.84 |
88.98 |
87.75 |
88.86 |
+1.83 |
1,346 |
16,115 |
+0 |
| Mar11 |
100405 |
87.95 |
88.98 |
87.82 |
88.96 |
+1.83 |
1,156 |
14,953 |
+0 |
| Apr11 |
100405 |
88.05 |
89.12 |
88.05 |
89.05 |
+1.83 |
184 |
14,048 |
+0 |
| May11 |
100405 |
89.10 |
89.10 |
89.10 |
89.10 |
+1.81 |
704 |
5,052 |
+0 |
| Jun11 |
100405 |
88.21 |
89.22 |
88.16 |
89.15 |
+1.80 |
2,052 |
29,775 |
+0 |
| Jul11 |
100405 |
89.19 |
89.19 |
89.19 |
89.19 |
+1.79 |
31 |
4,290 |
+0 |
| Aug11 |
100405 |
89.26 |
89.26 |
89.26 |
89.26 |
+1.80 |
67 |
3,501 |
+0 |
| Total Volume and Open Interest |
655,872 |
1,310,328 |
+0 |
| e-miNY Crude Oil(NYM) |
| Apr10 |
100319 |
82.200 |
82.200 |
79.850 |
80.675 |
-1.525 |
6,323 |
2,952 |
-500 |
| May10 |
100405 |
85.375 |
86.900 |
85.075 |
86.625 |
+1.750 |
13,220 |
5,474 |
+0 |
| Jun10 |
100405 |
85.550 |
87.375 |
85.525 |
87.125 |
+1.775 |
524 |
809 |
+0 |
| Jul10 |
100405 |
86.200 |
87.750 |
86.200 |
87.625 |
+1.850 |
49 |
187 |
+0 |
| Aug10 |
100405 |
86.850 |
87.975 |
86.850 |
87.975 |
+1.875 |
3 |
65 |
+0 |
| Sep10 |
100405 |
88.050 |
88.225 |
88.050 |
88.225 |
+1.875 |
1 |
8 |
+0 |
| Oct10 |
100405 |
88.400 |
88.400 |
88.400 |
88.400 |
+1.875 |
0 |
11 |
+0 |
| Nov10 |
100405 |
88.250 |
88.525 |
88.250 |
88.525 |
+1.850 |
1 |
2 |
+0 |
| Dec10 |
100405 |
87.350 |
88.675 |
87.350 |
88.675 |
+1.825 |
3 |
56 |
+0 |
| Jan11 |
100405 |
88.750 |
88.750 |
88.750 |
88.750 |
+1.825 |
|
|
|
| Total Volume and Open Interest |
13,801 |
6,658 |
+0 |
| Heating Oil(NYM) |
| May10 |
100405 |
223.36 |
227.57 |
222.53 |
226.75 |
+5.08 |
50,750 |
103,881 |
+0 |
| Jun10 |
100405 |
224.41 |
228.98 |
224.25 |
228.25 |
+5.18 |
19,165 |
54,523 |
+0 |
| Jul10 |
100405 |
226.25 |
230.58 |
226.07 |
230.09 |
+5.25 |
7,055 |
29,030 |
+0 |
| Aug10 |
100405 |
227.95 |
232.42 |
227.70 |
231.99 |
+5.28 |
4,180 |
16,660 |
+0 |
| Sep10 |
100405 |
231.20 |
234.28 |
231.20 |
233.94 |
+5.31 |
3,000 |
16,671 |
+0 |
| Oct10 |
100405 |
233.70 |
236.32 |
233.22 |
235.95 |
+5.27 |
1,133 |
12,002 |
+0 |
| Nov10 |
100405 |
237.64 |
238.35 |
237.64 |
237.98 |
+5.20 |
1,503 |
10,255 |
+0 |
| Dec10 |
100405 |
236.88 |
240.37 |
236.88 |
239.96 |
+5.08 |
4,888 |
31,435 |
+0 |
| Jan11 |
100405 |
241.90 |
241.92 |
241.50 |
241.89 |
+5.04 |
1,027 |
12,498 |
+0 |
| Feb11 |
100405 |
242.91 |
242.91 |
242.79 |
242.79 |
+4.94 |
409 |
4,508 |
+0 |
| Mar11 |
100405 |
242.94 |
242.94 |
242.79 |
242.79 |
+4.82 |
620 |
6,607 |
+0 |
| Apr11 |
100405 |
241.44 |
241.44 |
241.44 |
241.44 |
+4.77 |
182 |
2,263 |
+0 |
| Total Volume and Open Interest |
96,206 |
317,187 |
+0 |
| Gasoline(NYMEX) |
| May10 |
100405 |
233.65 |
236.72 |
233.07 |
235.02 |
+2.65 |
59,094 |
129,341 |
+0 |
| Jun10 |
100405 |
233.80 |
236.36 |
232.85 |
234.93 |
+2.90 |
19,487 |
61,767 |
+0 |
| Jul10 |
100405 |
232.96 |
235.89 |
232.66 |
234.53 |
+3.14 |
7,895 |
34,439 |
+0 |
| Aug10 |
100405 |
232.50 |
234.26 |
231.86 |
233.92 |
+3.41 |
4,692 |
14,850 |
+0 |
| Sep10 |
100405 |
230.97 |
233.93 |
230.92 |
232.93 |
+3.59 |
5,042 |
25,368 |
+0 |
| Oct10 |
100405 |
221.09 |
222.85 |
220.63 |
222.53 |
+3.82 |
2,407 |
11,851 |
+0 |
| Nov10 |
100405 |
219.30 |
221.37 |
219.30 |
221.18 |
+3.97 |
1,075 |
14,058 |
+0 |
| Dec10 |
100405 |
218.65 |
221.36 |
218.65 |
221.03 |
+4.09 |
1,480 |
12,722 |
+0 |
| Jan11 |
100405 |
222.58 |
222.58 |
222.25 |
222.58 |
+4.14 |
58 |
4,173 |
+0 |
| Feb11 |
100405 |
224.68 |
224.68 |
224.68 |
224.68 |
+4.14 |
2 |
1,188 |
+0 |
| Total Volume and Open Interest |
101,243 |
317,835 |
+0 |
| e-miNY RBOB Gasoline(NYM) |
| May10 |
100405 |
235.00 |
235.02 |
235.00 |
235.00 |
+2.60 |
1 |
15 |
+0 |
| Jun10 |
100405 |
234.90 |
234.93 |
234.90 |
234.90 |
+2.90 |
0 |
1 |
+0 |
| Jul10 |
100405 |
234.50 |
234.53 |
234.50 |
234.50 |
+3.10 |
|
|
|
| Aug10 |
100405 |
233.90 |
233.92 |
233.90 |
233.90 |
+3.40 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
2 |
23 |
+0 |
| Natural Gas(NYM) |
| May10 |
100405 |
4.096 |
4.312 |
4.002 |
4.277 |
+0.191 |
114,055 |
231,493 |
+0 |
| Jun10 |
100405 |
4.180 |
4.404 |
4.100 |
4.371 |
+0.194 |
28,713 |
63,342 |
+0 |
| Jul10 |
100405 |
4.285 |
4.517 |
4.220 |
4.487 |
+0.197 |
20,950 |
83,987 |
+0 |
| Aug10 |
100405 |
4.382 |
4.601 |
4.310 |
4.575 |
+0.205 |
10,453 |
33,518 |
+0 |
| Sep10 |
100405 |
4.433 |
4.643 |
4.363 |
4.619 |
+0.203 |
9,154 |
38,898 |
+0 |
| Oct10 |
100405 |
4.548 |
4.759 |
4.494 |
4.733 |
+0.199 |
18,154 |
64,017 |
+0 |
| Nov10 |
100405 |
4.888 |
5.098 |
4.865 |
5.079 |
+0.188 |
3,701 |
16,299 |
+0 |
| Dec10 |
100405 |
5.335 |
5.520 |
5.280 |
5.498 |
+0.179 |
8,404 |
27,458 |
+0 |
| Jan11 |
100405 |
5.540 |
5.739 |
5.498 |
5.718 |
+0.181 |
12,082 |
41,570 |
+0 |
| Feb11 |
100405 |
5.501 |
5.696 |
5.493 |
5.680 |
+0.176 |
3,876 |
17,100 |
+0 |
| Mar11 |
100405 |
5.417 |
5.586 |
5.417 |
5.570 |
+0.170 |
5,125 |
36,330 |
+0 |
| Apr11 |
100405 |
5.190 |
5.355 |
5.190 |
5.340 |
+0.158 |
4,572 |
33,700 |
+0 |
| May11 |
100405 |
5.195 |
5.355 |
5.195 |
5.340 |
+0.155 |
655 |
15,708 |
+0 |
| Jun11 |
100405 |
5.350 |
5.410 |
5.350 |
5.384 |
+0.153 |
290 |
6,447 |
+0 |
| Jul11 |
100405 |
5.360 |
5.446 |
5.360 |
5.446 |
+0.151 |
165 |
4,661 |
+0 |
| Aug11 |
100405 |
5.415 |
5.520 |
5.370 |
5.498 |
+0.151 |
92 |
4,514 |
+0 |
| Total Volume and Open Interest |
243,615 |
830,935 |
+0 |
| Brent Crude Oil(ICE) |
| May10 |
100405 |
84.47 |
86.09 |
84.05 |
85.88 |
+1.87 |
145,020 |
198,915 |
+0 |
| Jun10 |
100405 |
84.99 |
86.64 |
84.58 |
86.42 |
+1.87 |
90,534 |
246,111 |
+0 |
| Jul10 |
100405 |
85.46 |
87.06 |
85.02 |
86.87 |
+1.88 |
37,784 |
118,915 |
+0 |
| Aug10 |
100405 |
85.95 |
87.32 |
85.48 |
87.22 |
+1.87 |
17,974 |
60,729 |
+0 |
| Sep10 |
100405 |
86.19 |
87.55 |
85.72 |
87.46 |
+1.87 |
9,422 |
27,486 |
+0 |
| Oct10 |
100405 |
86.39 |
87.72 |
85.92 |
87.65 |
+1.86 |
7,393 |
19,708 |
+0 |
| Nov10 |
100405 |
86.56 |
87.86 |
86.22 |
87.80 |
+1.84 |
5,664 |
15,497 |
+0 |
| Dec10 |
100405 |
86.73 |
88.03 |
86.73 |
87.94 |
+1.83 |
16,416 |
94,132 |
+0 |
| Jan11 |
100405 |
88.09 |
88.09 |
88.09 |
88.09 |
+1.83 |
2,189 |
14,543 |
+0 |
| Feb11 |
100405 |
87.61 |
88.24 |
87.61 |
88.24 |
+1.82 |
777 |
7,071 |
+0 |
| Mar11 |
100405 |
88.38 |
88.38 |
88.38 |
88.38 |
+1.80 |
325 |
7,516 |
+0 |
| Apr11 |
100405 |
88.53 |
88.53 |
88.53 |
88.53 |
+1.80 |
141 |
4,446 |
+0 |
| May11 |
100405 |
88.64 |
88.64 |
88.64 |
88.64 |
+1.77 |
239 |
3,355 |
+0 |
| Jun11 |
100405 |
87.82 |
88.73 |
87.82 |
88.73 |
+1.75 |
604 |
18,447 |
+0 |
| Total Volume and Open Interest |
339,528 |
937,633 |
+0 |
| Gas Oil(ICE) |
| Apr10 |
100405 |
710.00 |
723.50 |
708.00 |
721.00 |
+17.00 |
40,135 |
77,414 |
+0 |
| May10 |
100405 |
706.75 |
721.25 |
704.75 |
718.50 |
+17.50 |
71,713 |
116,653 |
+0 |
| Jun10 |
100405 |
708.00 |
721.75 |
706.00 |
719.75 |
+18.00 |
35,826 |
78,166 |
+0 |
| Jul10 |
100405 |
713.50 |
725.25 |
709.25 |
723.50 |
+18.00 |
11,389 |
41,838 |
+0 |
| Aug10 |
100405 |
720.00 |
729.50 |
714.75 |
728.00 |
+18.50 |
3,969 |
25,798 |
+0 |
| Sep10 |
100405 |
721.00 |
732.75 |
718.25 |
732.00 |
+18.50 |
4,867 |
33,961 |
+0 |
| Oct10 |
100405 |
724.75 |
736.50 |
723.00 |
735.50 |
+18.25 |
1,587 |
18,650 |
+0 |
| Nov10 |
100405 |
731.75 |
738.75 |
730.75 |
738.00 |
+17.75 |
759 |
15,234 |
+0 |
| Dec10 |
100405 |
730.25 |
742.25 |
728.50 |
740.50 |
+17.50 |
9,818 |
83,792 |
+0 |
| Jan11 |
100405 |
744.00 |
744.50 |
744.00 |
744.50 |
+17.50 |
477 |
22,374 |
+0 |
| Total Volume and Open Interest |
182,758 |
587,083 |
+0 |
| Ethanol(CBOT) |
| Apr10 |
100405 |
1.522 |
1.525 |
1.515 |
1.515 |
-0.007 |
64 |
246 |
+0 |
| May10 |
100405 |
1.554 |
1.554 |
1.545 |
1.549 |
-0.011 |
116 |
1,285 |
+0 |
| Jun10 |
100405 |
1.580 |
1.580 |
1.572 |
1.575 |
-0.010 |
58 |
1,064 |
+0 |
| Jul10 |
100405 |
1.598 |
1.598 |
1.577 |
1.578 |
-0.019 |
98 |
1,005 |
+0 |
| Aug10 |
100405 |
1.583 |
1.583 |
1.582 |
1.582 |
-0.014 |
38 |
673 |
+0 |
| Sep10 |
100405 |
1.583 |
1.583 |
1.583 |
1.583 |
-0.017 |
31 |
632 |
+0 |
| Oct10 |
100405 |
1.590 |
1.590 |
1.590 |
1.590 |
-0.012 |
31 |
687 |
+0 |
| Nov10 |
100405 |
1.600 |
1.600 |
1.600 |
1.600 |
-0.009 |
41 |
735 |
+0 |
| Total Volume and Open Interest |
567 |
7,827 |
+0 |
| US Dollar Index(ICE) |
| Jun10 |
100405 |
81.285 |
81.455 |
81.100 |
81.255 |
+0.282 |
33,572 |
51,953 |
+0 |
| Sep10 |
100405 |
81.770 |
81.770 |
81.445 |
81.560 |
+0.292 |
273 |
2,297 |
+0 |
| Dec10 |
100405 |
81.810 |
81.810 |
81.810 |
81.810 |
+0.292 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
33,845 |
54,251 |
+0 |
| Australian Dollar(CME) |
| Jun10 |
100405 |
91.22 |
91.55 |
91.18 |
91.38 |
+0.18 |
95,772 |
140,125 |
+0 |
| Sep10 |
100405 |
90.42 |
90.49 |
90.23 |
90.40 |
+0.19 |
77 |
287 |
+0 |
| Dec10 |
100405 |
89.42 |
89.42 |
89.24 |
89.42 |
+0.20 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
95,849 |
140,423 |
+0 |
| British Pound(CME) |
| Jun10 |
100405 |
152.56 |
153.15 |
152.13 |
152.88 |
+0.24 |
124,487 |
129,236 |
+0 |
| Sep10 |
100405 |
152.43 |
153.04 |
152.05 |
152.81 |
+0.25 |
304 |
527 |
+0 |
| Dec10 |
100405 |
152.77 |
152.77 |
151.75 |
152.77 |
+0.27 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
124,791 |
129,789 |
+0 |
| Canadian Dollar(CME) |
| Jun10 |
100405 |
99.19 |
99.88 |
98.96 |
99.67 |
+0.55 |
82,354 |
146,764 |
+0 |
| Sep10 |
100405 |
98.97 |
99.80 |
98.97 |
99.59 |
+0.55 |
240 |
1,589 |
+0 |
| Dec10 |
100405 |
98.93 |
99.61 |
98.73 |
99.44 |
+0.55 |
55 |
859 |
+0 |
| Mar11 |
100405 |
99.00 |
99.27 |
98.53 |
99.24 |
+0.55 |
16 |
189 |
+0 |
| Total Volume and Open Interest |
82,666 |
149,416 |
+0 |
| Japanese Yen(CME) |
| Jun10 |
100405 |
105.65 |
106.33 |
105.65 |
106.14 |
-0.48 |
151,553 |
110,220 |
+0 |
| Sep10 |
100405 |
106.04 |
106.39 |
105.75 |
106.23 |
-0.47 |
552 |
535 |
+0 |
| Dec10 |
100405 |
105.94 |
106.42 |
105.88 |
106.36 |
-0.47 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
152,105 |
110,789 |
+0 |
| Swiss Franc(CME) |
| Jun10 |
100405 |
94.24 |
94.54 |
94.00 |
94.21 |
-0.61 |
63,108 |
33,352 |
+0 |
| Sep10 |
100405 |
94.32 |
94.60 |
94.12 |
94.29 |
-0.60 |
66 |
462 |
+0 |
| Dec10 |
100405 |
94.51 |
94.51 |
94.21 |
94.38 |
-0.60 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
63,174 |
33,823 |
+0 |
| EuroFX(CME) |
| Jun10 |
100405 |
134.92 |
135.39 |
134.60 |
134.84 |
-0.86 |
375,318 |
214,066 |
+0 |
| Sep10 |
100405 |
134.93 |
135.35 |
134.58 |
134.82 |
-0.86 |
1,109 |
2,062 |
+0 |
| Dec10 |
100405 |
134.83 |
135.15 |
134.83 |
134.83 |
-0.84 |
2 |
82 |
+0 |
| Total Volume and Open Interest |
376,429 |
216,215 |
+0 |
| Mexican Peso(CME) |
| Apr10 |
100405 |
815.0 |
815.0 |
813.0 |
815.0 |
+4.8 |
0 |
8 |
+0 |
| May10 |
100405 |
812.0 |
812.0 |
810.0 |
812.0 |
+4.8 |
|
|
|
| Total Volume and Open Interest |
20,865 |
132,310 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100405 |
114~290 |
115~040 |
114~060 |
114~150 |
-1~130 |
|
|
|
| Sep10 |
100405 |
113~230 |
113~290 |
113~060 |
113~060 |
-1~170 |
80 |
182 |
+0 |
| Dec10 |
100405 |
112~010 |
112~160 |
112~000 |
112~000 |
-1~170 |
|
|
|
| Total Volume and Open Interest |
317,633 |
644,706 |
+0 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100405 |
115~100 |
115~135 |
114~265 |
115~000 |
-1~010 |
1,014,099 |
1,493,493 |
+0 |
| Sep10 |
100405 |
113~290 |
113~300 |
113~150 |
113~175 |
-1~020 |
520 |
7,133 |
+0 |
| Dec10 |
100405 |
113~030 |
113~030 |
112~030 |
112~030 |
-1~030 |
|
|
|
| Total Volume and Open Interest |
1,014,619 |
1,500,627 |
+0 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100405 |
114~031 |
114~041 |
113~112 |
113~121 |
+56~075 |
|
|
|
| Sep10 |
100405 |
112~101 |
113~020 |
112~101 |
112~101 |
-0~103 |
0 |
15 |
+0 |
| Dec10 |
100405 |
111~081 |
112~006 |
111~081 |
111~081 |
-0~106 |
|
|
|
| Total Volume and Open Interest |
496,586 |
899,236 |
+0 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100405 |
54~023 |
54~023 |
54~023 |
54~018 |
-54~043 |
284,812 |
913,516 |
+16,185 |
| Sep10 |
100405 |
107~068 |
107~089 |
107~068 |
107~068 |
-0~040 |
356 |
1,687 |
+0 |
| Dec10 |
100405 |
107~004 |
107~013 |
106~117 |
106~117 |
-0~044 |
|
|
|
| Total Volume and Open Interest |
285,168 |
915,203 |
+0 |
| Eurodollars(CME) |
| Jun10 |
100405 |
99.625 |
99.635 |
99.610 |
99.615 |
-0.020 |
162,262 |
1,205,916 |
+0 |
| Sep10 |
100405 |
99.430 |
99.450 |
99.380 |
99.390 |
-0.065 |
331,428 |
1,030,983 |
+0 |
| Dec10 |
100405 |
99.110 |
99.135 |
99.040 |
99.050 |
-0.105 |
375,908 |
1,109,858 |
+0 |
| Mar11 |
100405 |
98.725 |
98.750 |
98.640 |
98.650 |
-0.145 |
356,672 |
672,173 |
+0 |
| Jun11 |
100405 |
98.320 |
98.350 |
98.225 |
98.235 |
-0.185 |
333,794 |
864,874 |
+0 |
| Sep11 |
100405 |
97.940 |
97.975 |
97.835 |
97.850 |
-0.205 |
267,987 |
670,616 |
+0 |
| Dec11 |
100405 |
97.585 |
97.610 |
97.475 |
97.485 |
-0.215 |
234,935 |
469,258 |
+0 |
| Mar12 |
100405 |
97.270 |
97.295 |
97.155 |
97.170 |
-0.215 |
163,121 |
301,634 |
+0 |
| Jun12 |
100405 |
96.965 |
96.985 |
96.855 |
96.865 |
-0.215 |
57,864 |
214,266 |
+0 |
| Sep12 |
100405 |
96.675 |
96.700 |
96.570 |
96.585 |
-0.215 |
42,000 |
155,641 |
+0 |
| Dec12 |
100405 |
96.410 |
96.420 |
96.300 |
96.315 |
-0.215 |
44,621 |
137,018 |
+0 |
| Mar13 |
100405 |
96.180 |
96.195 |
96.075 |
96.095 |
-0.215 |
35,422 |
109,837 |
+0 |
| Jun13 |
100405 |
95.975 |
95.980 |
95.855 |
95.880 |
-0.220 |
14,850 |
78,991 |
+0 |
| Sep13 |
100405 |
95.780 |
95.785 |
95.665 |
95.690 |
-0.220 |
12,071 |
70,931 |
+0 |
| Dec13 |
100405 |
95.585 |
95.595 |
95.465 |
95.495 |
-0.225 |
12,527 |
37,739 |
+0 |
| Mar14 |
100405 |
95.430 |
95.430 |
95.310 |
95.340 |
-0.230 |
8,506 |
43,584 |
+0 |
| Jun14 |
100405 |
95.245 |
95.275 |
95.155 |
95.190 |
-0.225 |
7,057 |
35,385 |
+0 |
| Sep14 |
100405 |
95.135 |
95.140 |
95.015 |
95.055 |
-0.225 |
5,521 |
20,764 |
+0 |
| Total Volume and Open Interest |
2,514,919 |
7,489,207 |
+0 |
| 30 Day Federal Funds(CBOT) |
| Apr10 |
100405 |
99.808 |
99.810 |
99.795 |
99.802 |
-0.007 |
7,919 |
78,145 |
+0 |
| May10 |
100405 |
99.795 |
99.795 |
99.780 |
99.790 |
-0.010 |
7,020 |
76,860 |
+0 |
| Jun10 |
100405 |
99.780 |
99.780 |
99.770 |
99.775 |
-0.015 |
3,337 |
89,177 |
+0 |
| Jul10 |
100405 |
99.760 |
99.760 |
99.745 |
99.750 |
-0.020 |
3,093 |
69,229 |
+0 |
| Aug10 |
100405 |
99.730 |
99.730 |
99.715 |
99.720 |
-0.020 |
4,508 |
62,457 |
+0 |
| Sep10 |
100405 |
99.690 |
99.690 |
99.660 |
99.665 |
-0.035 |
2,985 |
41,650 |
+0 |
| Total Volume and Open Interest |
57,967 |
696,678 |
+0 |
| 30 Day Fed Funds(e-CBOT) |
| Apr10 |
090519 |
99.370 |
99.380 |
99.360 |
99.380 |
unch |
756 |
6,053 |
|
| May10 |
090519 |
99.255 |
99.260 |
99.240 |
99.250 |
unch |
230 |
7,105 |
|
| Jun10 |
090519 |
99.210 |
99.210 |
99.200 |
99.200 |
unch |
98 |
1,033 |
|
| Jul10 |
090519 |
99.085 |
99.085 |
99.085 |
99.085 |
unch |
0 |
2,211 |
|
| Aug10 |
090519 |
98.995 |
98.995 |
98.995 |
98.995 |
unch |
0 |
1,623 |
|
| Sep10 |
090519 |
98.885 |
98.900 |
98.880 |
98.885 |
unch |
50 |
2,134 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Jun10 |
100405 |
99.605 |
99.610 |
99.605 |
99.605 |
+0.005 |
0 |
1,348 |
+0 |
| Sep10 |
100405 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
0 |
1,130 |
+0 |
| Dec10 |
100405 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
0 |
242 |
+0 |
| Mar11 |
100405 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.005 |
0 |
67 |
+0 |
| Jun11 |
100405 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.005 |
|
|
|
| Sep11 |
100405 |
99.575 |
99.575 |
99.575 |
99.575 |
+0.005 |
|
|
|
| Dec11 |
100405 |
99.505 |
99.505 |
99.505 |
99.505 |
+0.005 |
|
|
|
| Mar12 |
100405 |
99.470 |
99.470 |
99.470 |
99.470 |
+0.005 |
|
|
|
| Jun12 |
100405 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
|
|
|
| Sep12 |
100405 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
2,787 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100405 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
130 |
5,074 |
+0 |
| Sep10 |
100405 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
172 |
4,489 |
+0 |
| Dec10 |
100405 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
1,480 |
+0 |
| Mar11 |
100405 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
1,434 |
+0 |
| Jun11 |
100405 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.00 |
0 |
104 |
+0 |
| Sep11 |
100405 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.00 |
0 |
51 |
+0 |
| Dec11 |
100405 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.00 |
0 |
102 |
+0 |
| Mar12 |
100405 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
302 |
14,105 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100405 |
138.63 |
138.64 |
138.41 |
138.46 |
-0.14 |
1,313 |
16,706 |
+0 |
| Sep10 |
100405 |
138.46 |
138.46 |
138.46 |
138.46 |
-0.14 |
0 |
1 |
+0 |
| Dec10 |
100405 |
136.37 |
136.37 |
136.37 |
136.37 |
-0.14 |
|
|
|
| Total Volume and Open Interest |
1,313 |
16,707 |
+0 |
| Euro-Bund(EUREX) |
| Jun10 |
100401 |
123.38 |
123.50 |
123.13 |
123.44 |
+0.09 |
837,461 |
998,975 |
+21,678 |
| Sep10 |
100401 |
122.72 |
122.89 |
122.65 |
122.85 |
+0.08 |
36 |
383 |
+6 |
| Dec10 |
100401 |
122.44 |
122.44 |
122.44 |
122.44 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
837,497 |
999,358 |
+21,684 |
| Euro-Bobl(EUREX) |
| Jun10 |
100331 |
117.01 |
117.19 |
116.97 |
117.08 |
+0.12 |
449,555 |
784,574 |
+10,030 |
| Sep10 |
100401 |
116.64 |
116.74 |
116.64 |
116.74 |
+0.06 |
110 |
12,800 |
+11 |
| Dec10 |
100401 |
116.55 |
116.55 |
116.55 |
116.55 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
523,943 |
809,320 |
+11,957 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100401 |
99.285 |
99.285 |
99.280 |
99.280 |
-0.025 |
74 |
6,583 |
-12 |
| Sep10 |
100401 |
99.090 |
99.095 |
99.090 |
99.090 |
-0.025 |
208 |
2,451 |
+78 |
| Dec10 |
100401 |
98.920 |
98.920 |
98.875 |
98.900 |
-0.015 |
232 |
1,584 |
-22 |
| Total Volume and Open Interest |
974 |
13,790 |
+38 |
| Long Gilt(LIFFE) |
| Jun10 |
100401 |
114~22 |
115~06 |
114~12 |
114~32 |
+0~08 |
117,359 |
266,571 |
+3,282 |
| Sep10 |
100401 |
116~14 |
116~14 |
116~14 |
116~14 |
+0~08 |
|
|
|
| Total Volume and Open Interest |
117,359 |
266,571 |
+3,282 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100401 |
99.29 |
99.30 |
99.29 |
99.30 |
+0.01 |
22,664 |
385,659 |
+1,827 |
| Sep10 |
100401 |
99.15 |
99.16 |
99.12 |
99.14 |
+0.01 |
63,329 |
441,162 |
+8,864 |
| Dec10 |
100401 |
98.91 |
98.92 |
98.89 |
98.90 |
+0.01 |
62,978 |
434,489 |
+4,326 |
| Mar11 |
100401 |
98.65 |
98.66 |
98.60 |
98.63 |
+0.02 |
65,688 |
288,830 |
-3,799 |
| Jun11 |
100401 |
98.34 |
98.35 |
98.29 |
98.31 |
+0.02 |
47,775 |
308,941 |
+3,598 |
| Sep11 |
100401 |
98.02 |
98.03 |
97.95 |
97.97 |
unch |
52,776 |
164,876 |
+15,922 |
| Total Volume and Open Interest |
404,350 |
2,464,484 |
+50,592 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100401 |
99.295 |
99.330 |
99.270 |
99.280 |
-0.025 |
211,403 |
920,698 |
+11,146 |
| Sep10 |
100401 |
99.110 |
99.125 |
99.080 |
99.090 |
-0.025 |
248,644 |
816,651 |
+10,768 |
| Dec10 |
100401 |
98.920 |
98.940 |
98.890 |
98.900 |
-0.015 |
249,316 |
510,368 |
+7,312 |
| Total Volume and Open Interest |
1,452,893 |
3,891,541 |
+25,065 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100401 |
95.26 |
95.30 |
95.23 |
95.30 |
+0.04 |
30,944 |
281,972 |
-5,258 |
| Sep10 |
100401 |
94.90 |
94.96 |
94.88 |
94.96 |
+0.06 |
20,503 |
177,375 |
+5,508 |
| Dec10 |
100401 |
94.63 |
94.70 |
94.61 |
94.69 |
+0.07 |
11,774 |
108,337 |
-3,491 |
| Mar11 |
100401 |
94.43 |
94.50 |
94.42 |
94.49 |
+0.06 |
4,045 |
45,553 |
+206 |
| Jun11 |
100401 |
94.28 |
94.35 |
94.27 |
94.35 |
+0.07 |
3,111 |
39,698 |
-1,041 |
| Sep11 |
100401 |
94.18 |
94.25 |
94.18 |
94.24 |
+0.06 |
1,443 |
23,079 |
+220 |
| Dec11 |
100401 |
94.11 |
94.16 |
94.11 |
94.16 |
+0.06 |
609 |
17,247 |
+479 |
| Mar12 |
100401 |
94.09 |
94.12 |
94.09 |
94.12 |
+0.05 |
741 |
9,340 |
+650 |
| Jun12 |
100401 |
94.12 |
94.12 |
94.12 |
94.12 |
+0.06 |
0 |
2,286 |
+0 |
| Sep12 |
100401 |
94.12 |
94.12 |
94.12 |
94.12 |
+0.06 |
0 |
1,861 |
-2 |
| Total Volume and Open Interest |
73,170 |
707,331 |
-2,729 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100401 |
94.21 |
94.25 |
94.19 |
94.22 |
unch |
38,579 |
354,291 |
-3,050 |
| Sep10 |
100401 |
94.22 |
94.22 |
94.22 |
94.22 |
unch |
|
|
|
| Total Volume and Open Interest |
38,579 |
354,291 |
-3,050 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100401 |
94.61 |
94.65 |
94.59 |
94.65 |
+0.04 |
128,507 |
507,631 |
-10,458 |
| Sep10 |
100401 |
94.65 |
94.65 |
94.65 |
94.65 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
128,507 |
507,631 |
-10,458 |
| Gold(CMX) |
| Apr10 |
100405 |
1122.3 |
1133.3 |
1119.9 |
1132.9 |
+7.8 |
5,950 |
7,336 |
+0 |
| Jun10 |
100405 |
1122.0 |
1134.3 |
1120.8 |
1133.8 |
+7.7 |
108,481 |
283,090 |
+0 |
| Aug10 |
100405 |
1125.0 |
1135.3 |
1123.8 |
1135.0 |
+7.7 |
655 |
31,593 |
+0 |
| Oct10 |
100405 |
1128.1 |
1136.2 |
1127.3 |
1136.2 |
+7.8 |
162 |
23,878 |
+0 |
| Dec10 |
100405 |
1128.5 |
1138.2 |
1128.5 |
1137.7 |
+7.9 |
1,074 |
41,440 |
+0 |
| Feb11 |
100405 |
1132.0 |
1139.6 |
1132.0 |
1139.6 |
+8.0 |
181 |
16,217 |
+0 |
| Apr11 |
100405 |
1134.0 |
1142.0 |
1134.0 |
1141.9 |
+8.2 |
130 |
10,995 |
+0 |
| Jun11 |
100405 |
489.3 |
489.3 |
489.3 |
489.3 |
+8.4 |
89 |
6,296 |
+0 |
| Aug11 |
100405 |
1147.9 |
1147.9 |
1147.9 |
1147.9 |
+8.6 |
0 |
2,774 |
+0 |
| Oct11 |
100405 |
1151.6 |
1151.6 |
1151.6 |
1151.6 |
+8.9 |
100 |
6,035 |
+0 |
| Dec11 |
100405 |
1156.0 |
1156.0 |
1156.0 |
1156.0 |
+9.3 |
350 |
13,582 |
+0 |
| Feb12 |
100405 |
1161.3 |
1161.3 |
1161.3 |
1161.3 |
+9.8 |
|
|
|
| Total Volume and Open Interest |
118,775 |
471,055 |
+0 |
| Silver(CMX) |
| May10 |
100405 |
1784.5 |
1814.5 |
1781.0 |
1811.8 |
+22.8 |
31,007 |
61,669 |
+0 |
| Jul10 |
100405 |
1785.0 |
1816.5 |
1785.0 |
1814.6 |
+22.8 |
2,962 |
20,968 |
+0 |
| Sep10 |
100405 |
1795.0 |
1818.0 |
1795.0 |
1817.0 |
+22.8 |
458 |
4,313 |
+0 |
| Dec10 |
100405 |
1809.5 |
1820.6 |
1797.0 |
1820.6 |
+23.0 |
359 |
11,730 |
+0 |
| Mar11 |
100405 |
1807.0 |
1824.4 |
1807.0 |
1824.4 |
+23.3 |
13 |
2,990 |
+0 |
| May11 |
100405 |
1827.0 |
1827.0 |
1827.0 |
1827.0 |
+23.5 |
4 |
1,781 |
+0 |
| Jul11 |
100405 |
1830.0 |
1830.0 |
1830.0 |
1830.0 |
+24.0 |
6 |
3,003 |
+0 |
| Total Volume and Open Interest |
34,835 |
114,788 |
+0 |
| Platinum(NYMEX) |
| Apr10 |
100405 |
1681.9 |
1705.1 |
1677.6 |
1703.8 |
+34.0 |
207 |
584 |
+0 |
| Jul10 |
100405 |
1675.6 |
1710.6 |
1672.5 |
1709.8 |
+34.2 |
5,022 |
36,772 |
+0 |
| Oct10 |
100405 |
1692.0 |
1713.3 |
1692.0 |
1713.3 |
+33.7 |
14 |
410 |
+0 |
| Jan11 |
100405 |
1700.0 |
1714.8 |
1700.0 |
1714.8 |
+33.7 |
1 |
211 |
+0 |
| Total Volume and Open Interest |
5,244 |
37,977 |
+0 |
| Palladium(NYMEX) |
| Jun10 |
100405 |
489.00 |
511.75 |
488.50 |
508.00 |
+16.65 |
2,900 |
22,455 |
+0 |
| Sep10 |
100405 |
494.20 |
511.50 |
494.20 |
508.50 |
+16.35 |
19 |
767 |
+0 |
| Dec10 |
100405 |
510.65 |
510.65 |
509.00 |
510.00 |
+16.65 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
2,919 |
23,287 |
+0 |
| Copper(CMX) |
| May10 |
100405 |
358.35 |
363.60 |
357.55 |
363.15 |
+4.75 |
30,979 |
91,735 |
+0 |
| Jul10 |
100405 |
360.25 |
365.50 |
360.25 |
365.05 |
+4.80 |
5,675 |
30,915 |
+0 |
| Sep10 |
100405 |
366.00 |
366.15 |
365.25 |
366.15 |
+4.85 |
1,485 |
9,831 |
+0 |
| Dec10 |
100405 |
365.75 |
366.55 |
364.85 |
366.55 |
+4.75 |
1,253 |
7,609 |
+0 |
| Mar11 |
100405 |
366.40 |
366.40 |
366.40 |
366.40 |
+4.70 |
436 |
1,416 |
+0 |
| Total Volume and Open Interest |
40,416 |
147,020 |
+0 |
| DJIA Index(CBOT) |
| Jun10 |
100405 |
10911 |
10930 |
10870 |
10909 |
+49 |
624 |
5,922 |
+0 |
| Sep10 |
100405 |
10845 |
10845 |
10796 |
10845 |
+49 |
0 |
11 |
+0 |
| Dec10 |
100405 |
10790 |
10790 |
10741 |
10790 |
+49 |
0 |
1 |
+0 |
| Mar11 |
100405 |
10735 |
10735 |
10686 |
10735 |
+49 |
|
|
|
| Total Volume and Open Interest |
624 |
5,934 |
+0 |
| S & P 500(CME) |
| Jun10 |
100405 |
1178.80 |
1183.80 |
1174.70 |
1183.10 |
+9.40 |
22,676 |
306,702 |
+0 |
| Sep10 |
100405 |
1178.30 |
1178.30 |
1170.80 |
1178.30 |
+9.50 |
50 |
2,984 |
+0 |
| Dec10 |
100405 |
1173.90 |
1173.90 |
1173.00 |
1173.90 |
+9.70 |
0 |
3,112 |
+0 |
| Mar11 |
100405 |
1168.20 |
1170.40 |
1168.20 |
1170.40 |
+9.70 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
22,726 |
312,820 |
+0 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100405 |
1178.75 |
1183.75 |
1174.50 |
1183.00 |
+9.25 |
2,109,287 |
2,379,962 |
+0 |
| Sep10 |
100405 |
1173.75 |
1178.75 |
1170.00 |
1178.25 |
+9.50 |
600 |
6,013 |
+0 |
| Total Volume and Open Interest |
2,109,894 |
2,387,714 |
+0 |
| NASDAQ 100(CME) |
| Jun10 |
100405 |
1964.00 |
1979.00 |
1956.00 |
1973.50 |
+21.50 |
1,044 |
14,313 |
+0 |
| Sep10 |
100405 |
1971.00 |
1971.00 |
1970.50 |
1971.00 |
+21.50 |
0 |
10 |
+0 |
| Dec10 |
100405 |
1968.50 |
1968.50 |
1968.00 |
1968.50 |
+21.50 |
|
|
|
| Total Volume and Open Interest |
1,044 |
14,323 |
+0 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100405 |
1964.00 |
1978.80 |
1955.30 |
1973.50 |
+21.50 |
232,540 |
297,531 |
+0 |
| Sep10 |
100405 |
1962.80 |
1975.80 |
1953.30 |
1971.00 |
+21.50 |
27 |
223 |
+0 |
| Total Volume and Open Interest |
232,567 |
297,755 |
+0 |
| S & P Midcap 400(CME) |
| Jun10 |
100405 |
801.25 |
807.50 |
801.25 |
807.40 |
+11.60 |
16 |
1,514 |
+0 |
| Sep10 |
100405 |
805.40 |
805.40 |
805.30 |
805.40 |
+11.60 |
|
|
|
| Dec10 |
100405 |
803.40 |
803.40 |
803.30 |
803.40 |
+11.60 |
|
|
|
| Total Volume and Open Interest |
16 |
1,514 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100405 |
11380 |
11420 |
11345 |
11410 |
+20 |
9,224 |
45,056 |
+0 |
| Sep10 |
100405 |
11465 |
11465 |
11430 |
11465 |
+35 |
|
|
|
| Total Volume and Open Interest |
9,224 |
45,056 |
+0 |
| Nikkei 225(SGX) |
| Jun10 |
100405 |
11320 |
11385 |
11285 |
11355 |
+125 |
88,237 |
170,336 |
+0 |
| Sep10 |
100405 |
11360 |
11360 |
11360 |
11360 |
+125 |
10 |
140 |
+0 |
| Dec10 |
100405 |
11325 |
11325 |
11325 |
11325 |
+130 |
0 |
918 |
+0 |
| Total Volume and Open Interest |
88,333 |
182,720 |
+0 |
| CAC 40(EURONEXT) |
| Apr10 |
100401 |
3998.5 |
4042.5 |
3991.0 |
4035.0 |
+63.5 |
109,427 |
399,965 |
+17,502 |
| May10 |
100401 |
3960.0 |
3964.5 |
3960.0 |
3961.0 |
+62.5 |
40 |
100 |
+16 |
| Jun10 |
100401 |
3887.5 |
3935.0 |
3887.5 |
3931.5 |
+61.5 |
776 |
48,973 |
+488 |
| Total Volume and Open Interest |
110,273 |
450,425 |
+18,026 |
| Hang Seng Index(HKFE) |
| Apr10 |
100401 |
21380 |
21575 |
21351 |
21530 |
+300 |
59,583 |
70,302 |
+2,530 |
| May10 |
100401 |
21130 |
21368 |
21130 |
21333 |
+293 |
1,668 |
2,050 |
|
| Jun10 |
100401 |
21060 |
21310 |
21060 |
21274 |
+298 |
729 |
4,236 |
+61 |
| Total Volume and Open Interest |
62,091 |
77,263 |
+3,686 |
| DAX(EUREX) |
| Jun10 |
100401 |
6194.0 |
6249.0 |
6183.5 |
6229.5 |
+88.0 |
125,102 |
154,776 |
+13,108 |
| Sep10 |
100401 |
6200.0 |
6250.0 |
6194.0 |
6235.0 |
+88.5 |
227 |
6,902 |
-75 |
| Dec10 |
100401 |
6232.5 |
6256.5 |
6227.0 |
6244.5 |
+88.5 |
40 |
336 |
+29 |
| Total Volume and Open Interest |
125,369 |
162,014 |
+13,062 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100401 |
5648.50 |
5704.50 |
5648.00 |
5682.50 |
+72.00 |
119,221 |
691,396 |
-6,617 |
| Sep10 |
100401 |
5610.00 |
5662.00 |
5610.00 |
5641.00 |
+72.00 |
9 |
539 |
+2 |
| Dec10 |
100401 |
5615.00 |
5615.00 |
5615.00 |
5615.00 |
+72.00 |
0 |
2,091 |
+0 |
| Total Volume and Open Interest |
119,230 |
694,026 |
-6,615 |
| SPI 200(SFE) |
| Jun10 |
100401 |
4878.0 |
4939.0 |
4863.0 |
4938.0 |
+59.0 |
27,592 |
191,974 |
-8,476 |
| Sep10 |
100401 |
4926.0 |
4926.0 |
4926.0 |
4926.0 |
+58.0 |
3 |
2,034 |
+0 |
| Dec10 |
100401 |
4947.0 |
4947.0 |
4947.0 |
4947.0 |
+58.0 |
192 |
1,701 |
+192 |
| Total Volume and Open Interest |
27,787 |
196,257 |
-8,284 |
| GSCI(CME) |
| Apr10 |
100405 |
542.90 |
548.35 |
542.90 |
547.00 |
+7.75 |
3,424 |
20,631 |
+0 |
| May10 |
100405 |
551.00 |
551.00 |
545.00 |
551.00 |
+7.80 |
1 |
422 |
+0 |
| Jun10 |
100405 |
553.00 |
553.00 |
546.00 |
553.00 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
3,425 |
21,053 |
+0 |
| Reuters CCI(ICE) |
| Jun10 |
100405 |
280.10 |
280.10 |
277.00 |
280.10 |
+3.10 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+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. |
|
|