|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri April 09, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100409 |
946.00 |
964.00 |
943.25 |
952.25 |
+5.75 |
74,371 |
156,886 |
-2,181 |
| Jul10 |
100409 |
955.00 |
973.00 |
953.00 |
962.00 |
+6.00 |
43,279 |
132,500 |
+3,573 |
| Aug10 |
100409 |
959.75 |
968.25 |
952.25 |
957.25 |
+4.25 |
3,109 |
8,526 |
+253 |
| Sep10 |
100409 |
939.25 |
952.00 |
937.00 |
943.25 |
+1.25 |
1,483 |
10,086 |
+38 |
| Nov10 |
100409 |
935.25 |
944.50 |
930.00 |
936.50 |
-1.00 |
24,414 |
126,059 |
+2,205 |
| Jan11 |
100409 |
942.25 |
952.00 |
938.00 |
945.00 |
-0.75 |
670 |
8,147 |
+196 |
| Mar11 |
100409 |
950.00 |
956.75 |
944.50 |
951.25 |
-0.75 |
387 |
3,960 |
-14 |
| Total Volume and Open Interest |
149,024 |
458,776 |
+4,695 |
| Soybean Meal(CBOT) |
| May10 |
100409 |
262.70 |
267.70 |
261.50 |
265.30 |
+2.70 |
17,829 |
67,639 |
-1,507 |
| Jul10 |
100409 |
262.00 |
267.10 |
260.90 |
264.60 |
+2.30 |
10,259 |
41,334 |
+259 |
| Aug10 |
100409 |
263.00 |
264.80 |
259.60 |
262.60 |
+1.80 |
1,387 |
13,548 |
+207 |
| Sep10 |
100409 |
256.30 |
260.80 |
255.50 |
258.80 |
+1.40 |
690 |
9,488 |
+35 |
| Oct10 |
100409 |
250.50 |
253.70 |
249.00 |
252.20 |
+1.40 |
420 |
7,865 |
+95 |
| Dec10 |
100409 |
249.70 |
252.70 |
247.90 |
251.30 |
+0.70 |
2,709 |
37,146 |
+238 |
| Jan11 |
100409 |
252.20 |
252.80 |
249.20 |
252.10 |
+0.60 |
98 |
4,070 |
-21 |
| Mar11 |
100409 |
254.50 |
255.40 |
251.90 |
254.60 |
+0.60 |
145 |
2,739 |
+49 |
| Total Volume and Open Interest |
33,653 |
187,479 |
-614 |
| Soybean Oil(CBOT) |
| May10 |
100409 |
39.88 |
40.48 |
39.82 |
40.04 |
+0.12 |
36,064 |
112,786 |
-5,214 |
| Jul10 |
100409 |
40.37 |
40.96 |
40.32 |
40.52 |
+0.12 |
20,192 |
101,075 |
+4,313 |
| Aug10 |
100409 |
40.80 |
41.15 |
40.68 |
40.73 |
+0.10 |
3,577 |
14,434 |
-325 |
| Sep10 |
100409 |
40.74 |
41.29 |
40.74 |
40.89 |
+0.11 |
974 |
9,240 |
-530 |
| Oct10 |
100409 |
40.98 |
41.44 |
40.98 |
41.02 |
+0.12 |
1,011 |
7,067 |
-2 |
| Dec10 |
100409 |
41.18 |
41.75 |
41.18 |
41.34 |
+0.12 |
2,414 |
43,895 |
+113 |
| Jan11 |
100409 |
41.64 |
41.90 |
41.46 |
41.58 |
+0.12 |
26 |
2,494 |
-6 |
| Mar11 |
100409 |
42.20 |
42.23 |
41.75 |
41.81 |
+0.12 |
51 |
884 |
+2 |
| Total Volume and Open Interest |
64,425 |
293,932 |
-1,603 |
| Canola(WCE) |
| May10 |
100409 |
380.0 |
383.1 |
379.4 |
381.1 |
+1.0 |
9,159 |
64,554 |
-2,715 |
| Jul10 |
100409 |
385.9 |
389.8 |
385.9 |
387.9 |
+1.5 |
7,298 |
41,715 |
+4,578 |
| Nov10 |
100409 |
389.2 |
394.0 |
389.2 |
391.9 |
+1.8 |
2,315 |
24,772 |
+1,478 |
| Jan11 |
100409 |
392.0 |
395.8 |
392.0 |
394.9 |
+2.0 |
94 |
1,106 |
+85 |
| Mar11 |
100409 |
393.8 |
396.0 |
393.8 |
395.9 |
+1.0 |
3 |
438 |
+2 |
| Total Volume and Open Interest |
18,875 |
133,024 |
+3,434 |
| Corn(CBOT) |
| May10 |
100409 |
348.25 |
352.00 |
344.00 |
345.75 |
-2.50 |
186,180 |
342,019 |
-18,452 |
| Jul10 |
100409 |
359.50 |
363.25 |
355.25 |
357.25 |
-2.25 |
121,486 |
342,096 |
+13,708 |
| Sep10 |
100409 |
370.00 |
373.50 |
365.75 |
367.75 |
-2.25 |
30,300 |
96,890 |
+7,398 |
| Dec10 |
100409 |
381.00 |
384.50 |
376.75 |
378.75 |
-2.50 |
55,622 |
285,166 |
+6,665 |
| Mar11 |
100409 |
394.25 |
397.50 |
390.00 |
391.50 |
-2.75 |
2,137 |
35,317 |
+558 |
| May11 |
100409 |
403.00 |
403.00 |
398.25 |
400.00 |
-2.75 |
792 |
6,747 |
+250 |
| Total Volume and Open Interest |
406,956 |
1,163,171 |
+12,883 |
| Wheat(CBOT) |
| May10 |
100409 |
469.50 |
478.75 |
462.50 |
465.75 |
-3.50 |
55,200 |
139,730 |
-6,923 |
| Jul10 |
100409 |
482.50 |
492.00 |
476.00 |
479.25 |
-3.25 |
39,198 |
178,612 |
+6,090 |
| Sep10 |
100409 |
499.00 |
508.75 |
493.50 |
496.50 |
-3.25 |
8,153 |
50,210 |
+3,637 |
| Dec10 |
100409 |
527.25 |
536.50 |
520.75 |
524.25 |
-3.25 |
10,407 |
64,372 |
+1,877 |
| Mar11 |
100409 |
554.00 |
562.50 |
548.50 |
552.00 |
-2.75 |
1,255 |
13,920 |
+72 |
| Total Volume and Open Interest |
116,780 |
466,624 |
+5,973 |
| Wheat(KCBT) |
| May10 |
100409 |
485.00 |
494.00 |
480.00 |
483.50 |
-2.00 |
8,465 |
36,039 |
-1,542 |
| Jul10 |
100409 |
496.25 |
504.25 |
491.00 |
494.25 |
-2.00 |
4,071 |
52,626 |
+262 |
| Sep10 |
100409 |
508.00 |
515.75 |
501.50 |
506.50 |
-1.75 |
1,796 |
8,829 |
+887 |
| Dec10 |
100409 |
525.00 |
533.75 |
520.50 |
523.75 |
-1.75 |
3,270 |
42,449 |
-237 |
| Mar11 |
100409 |
542.50 |
551.00 |
538.00 |
541.25 |
-1.75 |
1,075 |
8,238 |
+432 |
| Total Volume and Open Interest |
19,452 |
153,141 |
+228 |
| Wheat(MGE) |
| May10 |
100409 |
503.25 |
512.00 |
498.75 |
501.25 |
-2.50 |
3,069 |
11,602 |
-567 |
| Jul10 |
100409 |
514.75 |
523.50 |
510.50 |
512.50 |
-2.50 |
1,495 |
13,799 |
+784 |
| Sep10 |
100409 |
530.00 |
535.00 |
521.75 |
524.25 |
-2.25 |
389 |
6,690 |
+197 |
| Dec10 |
100409 |
544.50 |
552.00 |
539.75 |
541.75 |
-2.50 |
467 |
6,938 |
+246 |
| Mar11 |
100409 |
561.00 |
567.25 |
556.50 |
558.75 |
-2.00 |
43 |
1,115 |
+10 |
| Total Volume and Open Interest |
5,577 |
41,628 |
+713 |
| Oats(CBOT) |
| May10 |
100409 |
214.00 |
220.00 |
212.25 |
215.00 |
-2.50 |
1,619 |
6,842 |
-529 |
| Jul10 |
100409 |
224.50 |
226.00 |
221.50 |
221.50 |
-4.00 |
1,336 |
7,846 |
+1,040 |
| Sep10 |
100409 |
233.50 |
233.75 |
229.50 |
229.50 |
-0.50 |
0 |
870 |
+0 |
| Dec10 |
100409 |
243.25 |
245.00 |
242.00 |
242.00 |
-3.00 |
59 |
1,914 |
+23 |
| Total Volume and Open Interest |
3,014 |
17,474 |
+534 |
| Rough Rice(CBOT) |
| May10 |
100409 |
13.02 |
13.44 |
12.98 |
13.19 |
+0.19 |
614 |
9,055 |
-115 |
| Jul10 |
100409 |
13.32 |
13.70 |
13.32 |
13.47 |
+0.18 |
303 |
4,486 |
+101 |
| Sep10 |
100409 |
12.78 |
13.00 |
12.77 |
12.85 |
+0.09 |
99 |
2,225 |
+43 |
| Nov10 |
100409 |
12.90 |
13.13 |
12.89 |
12.96 |
+0.07 |
56 |
1,270 |
+28 |
| Total Volume and Open Interest |
1,091 |
17,672 |
+58 |
| Live Cattle(CME) |
| Apr10 |
100409 |
99.580 |
100.200 |
99.580 |
99.650 |
+0.300 |
11,571 |
27,446 |
-4,500 |
| Jun10 |
100409 |
94.580 |
95.330 |
94.580 |
94.750 |
+0.420 |
25,036 |
165,534 |
-67 |
| Aug10 |
100409 |
93.150 |
93.785 |
93.100 |
93.230 |
+0.430 |
7,874 |
80,503 |
+1,100 |
| Oct10 |
100409 |
95.800 |
96.250 |
95.750 |
95.980 |
+0.445 |
3,378 |
43,456 |
+1,213 |
| Dec10 |
100409 |
97.300 |
97.750 |
97.230 |
97.450 |
+0.415 |
4,004 |
25,671 |
+2,011 |
| Feb11 |
100409 |
98.000 |
98.635 |
98.000 |
98.350 |
+0.400 |
735 |
11,205 |
+212 |
| Total Volume and Open Interest |
52,865 |
358,788 |
+124 |
| Feeder Cattle(CME) |
| Apr10 |
100409 |
113.035 |
114.950 |
113.035 |
114.535 |
+1.650 |
1,053 |
3,694 |
-528 |
| May10 |
100409 |
114.250 |
115.900 |
114.230 |
115.385 |
+1.335 |
2,260 |
19,894 |
-315 |
| Aug10 |
100409 |
115.700 |
117.180 |
115.700 |
116.930 |
+1.130 |
2,284 |
14,108 |
+388 |
| Sep10 |
100409 |
115.750 |
117.035 |
115.750 |
117.000 |
+1.250 |
758 |
3,019 |
+268 |
| Oct10 |
100409 |
114.785 |
115.950 |
114.785 |
115.850 |
+0.900 |
349 |
1,350 |
+80 |
| Nov10 |
100409 |
114.700 |
115.300 |
114.500 |
115.150 |
+1.000 |
91 |
523 |
+73 |
| Jan11 |
100409 |
111.800 |
112.300 |
111.800 |
112.300 |
+0.800 |
16 |
131 |
+13 |
| Total Volume and Open Interest |
6,811 |
42,719 |
-21 |
| Lean Hogs(CME) |
| Apr10 |
100409 |
77.285 |
77.500 |
76.035 |
76.225 |
-0.455 |
5,551 |
16,211 |
-818 |
| May10 |
100409 |
83.385 |
83.950 |
82.900 |
83.885 |
+0.955 |
632 |
6,653 |
-34 |
| Jun10 |
100409 |
84.885 |
85.500 |
84.180 |
84.385 |
-0.345 |
13,250 |
82,035 |
+1,242 |
| Jul10 |
100409 |
85.100 |
85.885 |
84.450 |
84.580 |
-0.470 |
3,882 |
31,562 |
+108 |
| Aug10 |
100409 |
85.300 |
85.500 |
84.250 |
84.635 |
-0.445 |
4,037 |
36,547 |
+867 |
| Oct10 |
100409 |
75.100 |
75.500 |
74.225 |
74.600 |
-0.480 |
1,901 |
23,718 |
-22 |
| Dec10 |
100409 |
72.150 |
72.450 |
71.650 |
72.250 |
unch |
2,014 |
12,064 |
+858 |
| Feb11 |
100409 |
72.950 |
73.150 |
72.400 |
72.600 |
-0.350 |
350 |
3,490 |
+136 |
| Total Volume and Open Interest |
31,825 |
213,692 |
+2,480 |
| Pork Bellies(CME) |
| May10 |
100409 |
97.250 |
97.900 |
96.250 |
96.285 |
-0.015 |
6 |
205 |
-1 |
| Jul10 |
100409 |
98.500 |
98.500 |
98.000 |
98.500 |
-0.500 |
2 |
76 |
+2 |
| Aug10 |
100409 |
93.500 |
94.750 |
93.500 |
93.500 |
unch |
0 |
22 |
+0 |
| Feb11 |
100409 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
0 |
1 |
+0 |
| Mar11 |
100409 |
93.500 |
93.500 |
93.500 |
93.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
8 |
305 |
+1 |
| Class III Milk(CME) |
| Apr10 |
100409 |
12.83 |
12.95 |
12.80 |
12.81 |
-0.02 |
254 |
4,457 |
-123 |
| May10 |
100409 |
13.65 |
14.17 |
13.65 |
13.75 |
+0.01 |
540 |
4,491 |
+3 |
| Jun10 |
100409 |
14.05 |
14.36 |
13.73 |
13.77 |
-0.33 |
411 |
3,906 |
-15 |
| Jul10 |
100409 |
14.48 |
14.68 |
14.27 |
14.35 |
-0.17 |
229 |
2,780 |
+23 |
| Aug10 |
100409 |
14.95 |
15.10 |
14.77 |
14.86 |
-0.09 |
174 |
2,740 |
-3 |
| Total Volume and Open Interest |
1,970 |
28,342 |
-28 |
| Cocoa(ICE) |
| May10 |
100409 |
2864 |
2891 |
2841 |
2856 |
-5 |
10,146 |
31,226 |
-4,780 |
| Jul10 |
100409 |
2900 |
2918 |
2861 |
2877 |
-12 |
8,022 |
51,592 |
+2,043 |
| Sep10 |
100409 |
2932 |
2933 |
2886 |
2904 |
-10 |
898 |
18,954 |
+288 |
| Dec10 |
100409 |
2960 |
2960 |
2912 |
2932 |
-10 |
731 |
12,217 |
+321 |
| Mar11 |
100409 |
2975 |
2975 |
2937 |
2950 |
-12 |
141 |
12,326 |
-4 |
| May11 |
100409 |
2982 |
2984 |
2950 |
2957 |
-13 |
28 |
5,432 |
+24 |
| Jul11 |
100409 |
2985 |
2985 |
2959 |
2967 |
-11 |
1 |
2,737 |
+1 |
| Total Volume and Open Interest |
19,967 |
136,812 |
-2,107 |
| Coffee "C"(ICE) |
| May10 |
100409 |
135.20 |
135.50 |
132.50 |
132.70 |
-2.00 |
11,160 |
54,057 |
-977 |
| Jul10 |
100409 |
136.75 |
137.15 |
134.35 |
134.50 |
-1.95 |
5,198 |
38,595 |
+2,106 |
| Sep10 |
100409 |
137.40 |
138.60 |
135.95 |
136.05 |
-1.95 |
1,441 |
17,507 |
+453 |
| Dec10 |
100409 |
139.35 |
140.50 |
137.95 |
137.95 |
-2.00 |
902 |
11,911 |
+200 |
| Mar11 |
100409 |
141.90 |
141.90 |
139.75 |
139.75 |
-2.00 |
983 |
7,303 |
+256 |
| May11 |
100409 |
143.15 |
143.15 |
141.10 |
141.10 |
-1.95 |
403 |
2,760 |
+377 |
| Total Volume and Open Interest |
20,307 |
133,208 |
+2,238 |
| Orange Juice(ICE) |
| May10 |
100409 |
127.50 |
130.00 |
126.70 |
129.80 |
+3.30 |
3,091 |
16,320 |
-1,505 |
| Jul10 |
100409 |
129.10 |
132.00 |
129.00 |
131.85 |
+3.20 |
1,971 |
10,861 |
+1,136 |
| Sep10 |
100409 |
131.60 |
134.35 |
131.55 |
134.15 |
+3.20 |
234 |
2,346 |
+103 |
| Nov10 |
100409 |
133.55 |
135.30 |
133.55 |
135.15 |
+3.20 |
63 |
823 |
-17 |
| Jan11 |
100409 |
137.15 |
137.15 |
137.00 |
137.00 |
+3.30 |
2 |
697 |
+2 |
| Mar11 |
100409 |
139.35 |
139.35 |
139.20 |
139.20 |
+3.50 |
0 |
91 |
+0 |
| Total Volume and Open Interest |
5,361 |
31,349 |
-281 |
| Sugar #11(ICE) |
| May10 |
100409 |
15.92 |
16.42 |
15.80 |
16.39 |
+0.47 |
35,709 |
211,516 |
-6,880 |
| Jul10 |
100409 |
16.33 |
16.79 |
16.11 |
16.76 |
+0.44 |
23,670 |
202,158 |
+1,692 |
| Oct10 |
100409 |
16.80 |
17.28 |
16.66 |
17.26 |
+0.42 |
11,785 |
129,239 |
+1,097 |
| Mar11 |
100409 |
17.21 |
17.70 |
17.11 |
17.69 |
+0.38 |
4,390 |
64,806 |
-292 |
| May11 |
100409 |
17.28 |
17.51 |
16.88 |
17.46 |
+0.34 |
1,158 |
19,185 |
+17 |
| Total Volume and Open Interest |
78,456 |
699,347 |
-4,208 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100409 |
2169 |
2169 |
2145 |
2151 |
-9 |
4,594 |
38,362 |
+500 |
| Sep10 |
100409 |
2137 |
2137 |
2120 |
2124 |
-8 |
2,475 |
22,676 |
-396 |
| Dec10 |
100409 |
2108 |
2109 |
2094 |
2099 |
-9 |
2,043 |
17,994 |
+908 |
| Mar11 |
100409 |
2079 |
2079 |
2070 |
2072 |
-12 |
67 |
16,526 |
+4 |
| May11 |
100409 |
2073 |
2075 |
2066 |
2066 |
-12 |
33 |
3,649 |
+30 |
| Jul11 |
100409 |
2064 |
2064 |
2064 |
2064 |
-12 |
6 |
669 |
+5 |
| Total Volume and Open Interest |
15,464 |
155,650 |
-586 |
| London Sugar(LCE) |
| Aug10 |
100409 |
462.50 |
468.50 |
457.60 |
468.50 |
+5.80 |
2,794 |
26,255 |
+807 |
| Oct10 |
100409 |
459.50 |
462.70 |
454.60 |
462.70 |
+4.60 |
849 |
8,702 |
+237 |
| Dec10 |
100409 |
458.60 |
463.90 |
458.60 |
463.90 |
+5.30 |
87 |
2,743 |
+37 |
| Mar11 |
100409 |
465.00 |
471.80 |
464.90 |
471.10 |
+7.30 |
70 |
1,953 |
+68 |
| May11 |
100409 |
465.00 |
469.30 |
464.00 |
468.70 |
+7.00 |
10 |
1,117 |
-6 |
| Total Volume and Open Interest |
10,734 |
59,879 |
+676 |
| Cotton(ICE) |
| May10 |
100409 |
78.65 |
79.42 |
78.00 |
78.07 |
-0.53 |
9,743 |
84,866 |
-4,584 |
| Jul10 |
100409 |
79.88 |
80.70 |
79.40 |
79.50 |
-0.38 |
5,417 |
61,909 |
-566 |
| Oct10 |
100409 |
75.48 |
75.55 |
75.48 |
75.50 |
-0.34 |
16 |
223 |
+7 |
| Dec10 |
100409 |
75.25 |
75.56 |
75.03 |
75.26 |
-0.22 |
2,051 |
42,165 |
+744 |
| Mar11 |
100409 |
76.35 |
76.53 |
76.11 |
76.34 |
-0.18 |
158 |
4,757 |
-20 |
| May11 |
100409 |
76.51 |
76.75 |
76.51 |
76.64 |
-0.18 |
7 |
112 |
+7 |
| Total Volume and Open Interest |
17,421 |
197,190 |
-4,391 |
| Lumber(CME) |
| May10 |
100409 |
294.0 |
298.7 |
293.2 |
296.5 |
+1.8 |
540 |
4,654 |
-189 |
| Jul10 |
100409 |
304.9 |
309.4 |
304.1 |
305.5 |
unch |
200 |
3,721 |
+16 |
| Sep10 |
100409 |
304.3 |
306.8 |
303.6 |
306.7 |
+2.8 |
58 |
1,026 |
+8 |
| Nov10 |
100409 |
279.4 |
280.0 |
278.0 |
280.0 |
+1.0 |
19 |
261 |
+12 |
| Total Volume and Open Interest |
817 |
9,663 |
-153 |
| Crude Oil(NYM) |
| May10 |
100409 |
85.56 |
86.37 |
84.12 |
84.92 |
-0.47 |
379,528 |
287,607 |
-10,586 |
| Jun10 |
100409 |
86.14 |
87.02 |
84.86 |
85.63 |
-0.40 |
171,551 |
199,873 |
+7,771 |
| Jul10 |
100409 |
86.97 |
87.77 |
85.77 |
86.52 |
-0.23 |
66,497 |
125,393 |
-70 |
| Aug10 |
100409 |
87.62 |
88.28 |
86.53 |
87.25 |
-0.09 |
41,051 |
51,811 |
+2,892 |
| Sep10 |
100409 |
88.01 |
88.79 |
87.09 |
87.80 |
+0.02 |
30,191 |
50,365 |
+2,831 |
| Oct10 |
100409 |
89.02 |
89.09 |
87.54 |
88.20 |
+0.11 |
13,713 |
25,841 |
+176 |
| Nov10 |
100409 |
89.31 |
89.31 |
87.77 |
88.48 |
+0.14 |
9,286 |
25,212 |
-1,330 |
| Dec10 |
100409 |
88.88 |
89.67 |
88.00 |
88.71 |
+0.15 |
55,030 |
194,732 |
+130 |
| Jan11 |
100409 |
89.50 |
89.56 |
88.19 |
88.87 |
+0.16 |
3,628 |
30,336 |
-1,066 |
| Feb11 |
100409 |
89.74 |
89.74 |
88.62 |
89.03 |
+0.17 |
2,913 |
14,950 |
+145 |
| Mar11 |
100409 |
89.89 |
89.95 |
89.11 |
89.18 |
+0.17 |
4,776 |
16,339 |
+1,061 |
| Apr11 |
100409 |
89.33 |
89.34 |
89.33 |
89.34 |
+0.19 |
1,287 |
14,200 |
+182 |
| May11 |
100409 |
89.50 |
89.50 |
88.85 |
89.46 |
+0.20 |
1,102 |
5,284 |
+59 |
| Jun11 |
100409 |
90.22 |
90.25 |
89.07 |
89.56 |
+0.21 |
6,531 |
35,774 |
+2,041 |
| Jul11 |
100409 |
89.64 |
89.64 |
89.64 |
89.64 |
+0.22 |
409 |
4,621 |
+95 |
| Aug11 |
100409 |
89.71 |
89.81 |
89.25 |
89.71 |
+0.21 |
440 |
3,648 |
-35 |
| Total Volume and Open Interest |
809,222 |
1,349,903 |
+6,496 |
| e-miNY Crude Oil(NYM) |
| Apr10 |
100319 |
82.200 |
82.200 |
79.850 |
80.675 |
-1.525 |
6,323 |
2,952 |
-500 |
| May10 |
100409 |
85.600 |
86.375 |
84.125 |
84.925 |
-0.475 |
11,760 |
5,863 |
-732 |
| Jun10 |
100409 |
86.200 |
87.050 |
84.850 |
85.625 |
-0.400 |
644 |
936 |
+145 |
| Jul10 |
100409 |
87.250 |
87.750 |
85.875 |
86.525 |
-0.225 |
113 |
240 |
+21 |
| Aug10 |
100409 |
88.300 |
88.300 |
86.575 |
87.250 |
-0.100 |
4 |
61 |
+0 |
| Sep10 |
100409 |
88.350 |
88.350 |
87.800 |
87.800 |
+0.025 |
2 |
9 |
+2 |
| Oct10 |
100409 |
88.175 |
88.200 |
88.175 |
88.200 |
+0.100 |
0 |
11 |
+0 |
| Nov10 |
100409 |
88.475 |
88.475 |
88.475 |
88.475 |
+0.125 |
0 |
1 |
+0 |
| Dec10 |
100409 |
88.700 |
88.700 |
88.700 |
88.700 |
+0.150 |
1 |
57 |
+0 |
| Jan11 |
100409 |
88.875 |
88.875 |
88.875 |
88.875 |
+0.175 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,525 |
7,224 |
-564 |
| Heating Oil(NYM) |
| May10 |
100409 |
223.07 |
225.83 |
220.72 |
222.60 |
-0.22 |
50,477 |
99,144 |
-2,971 |
| Jun10 |
100409 |
224.43 |
227.47 |
222.43 |
224.36 |
-0.09 |
29,233 |
59,558 |
+504 |
| Jul10 |
100409 |
227.50 |
229.54 |
224.71 |
226.57 |
+0.03 |
10,998 |
30,066 |
+1,406 |
| Aug10 |
100409 |
231.24 |
231.26 |
227.34 |
228.79 |
+0.01 |
5,669 |
17,013 |
+276 |
| Sep10 |
100409 |
233.80 |
233.80 |
229.51 |
231.21 |
+0.03 |
5,324 |
17,466 |
+38 |
| Oct10 |
100409 |
234.30 |
236.10 |
231.91 |
233.57 |
+0.07 |
2,866 |
12,612 |
+29 |
| Nov10 |
100409 |
238.71 |
238.71 |
234.46 |
235.93 |
+0.10 |
1,347 |
10,326 |
+86 |
| Dec10 |
100409 |
240.39 |
240.88 |
232.58 |
238.26 |
+0.13 |
9,171 |
32,568 |
-327 |
| Jan11 |
100409 |
241.95 |
242.27 |
238.63 |
240.56 |
+0.23 |
1,237 |
12,749 |
+243 |
| Feb11 |
100409 |
244.36 |
244.67 |
240.50 |
241.94 |
+0.36 |
852 |
4,550 |
-49 |
| Mar11 |
100409 |
244.00 |
244.00 |
240.95 |
242.34 |
+0.46 |
1,490 |
6,591 |
-33 |
| Apr11 |
100409 |
239.80 |
241.24 |
239.80 |
241.24 |
+0.56 |
89 |
2,297 |
+13 |
| Total Volume and Open Interest |
121,141 |
322,597 |
-626 |
| Gasoline(NYMEX) |
| May10 |
100409 |
230.30 |
231.84 |
226.75 |
228.93 |
-0.90 |
58,004 |
124,175 |
-4,733 |
| Jun10 |
100409 |
232.02 |
232.75 |
228.14 |
230.29 |
-0.53 |
36,550 |
63,086 |
-1,610 |
| Jul10 |
100409 |
232.93 |
233.40 |
229.23 |
231.22 |
-0.35 |
22,946 |
39,778 |
+3,303 |
| Aug10 |
100409 |
233.08 |
233.30 |
229.74 |
231.54 |
-0.17 |
14,697 |
17,628 |
+2,665 |
| Sep10 |
100409 |
232.00 |
233.15 |
229.35 |
231.06 |
-0.09 |
11,388 |
26,252 |
+1,541 |
| Oct10 |
100409 |
222.15 |
223.24 |
219.49 |
221.25 |
-0.03 |
3,379 |
10,944 |
-334 |
| Nov10 |
100409 |
220.74 |
220.74 |
219.44 |
220.45 |
-0.03 |
1,174 |
14,314 |
+141 |
| Dec10 |
100409 |
222.10 |
222.71 |
219.04 |
220.67 |
+0.05 |
1,739 |
12,675 |
-27 |
| Jan11 |
100409 |
222.45 |
222.45 |
221.20 |
222.33 |
+0.09 |
207 |
4,226 |
+72 |
| Feb11 |
100409 |
223.30 |
224.46 |
223.30 |
224.46 |
+0.12 |
38 |
1,215 |
+34 |
| Total Volume and Open Interest |
150,841 |
323,347 |
+1,357 |
| e-miNY RBOB Gasoline(NYM) |
| May10 |
100409 |
228.90 |
228.93 |
228.90 |
228.90 |
-0.90 |
0 |
15 |
+0 |
| Jun10 |
100409 |
230.30 |
230.30 |
230.29 |
230.30 |
-0.50 |
0 |
1 |
+0 |
| Jul10 |
100409 |
232.20 |
232.20 |
231.20 |
231.20 |
-0.40 |
|
|
|
| Aug10 |
100409 |
231.50 |
231.54 |
231.50 |
231.50 |
-0.20 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
22 |
+0 |
| Natural Gas(NYM) |
| May10 |
100409 |
3.939 |
4.102 |
3.907 |
4.070 |
+0.161 |
115,381 |
226,684 |
-2,717 |
| Jun10 |
100409 |
4.033 |
4.200 |
4.012 |
4.169 |
+0.163 |
34,838 |
73,680 |
+4,164 |
| Jul10 |
100409 |
4.169 |
4.330 |
4.152 |
4.308 |
+0.171 |
27,173 |
87,609 |
+1,147 |
| Aug10 |
100409 |
4.308 |
4.429 |
4.258 |
4.407 |
+0.174 |
12,099 |
40,684 |
+2,372 |
| Sep10 |
100409 |
4.340 |
4.472 |
4.307 |
4.454 |
+0.171 |
7,102 |
39,906 |
+539 |
| Oct10 |
100409 |
4.444 |
4.584 |
4.421 |
4.564 |
+0.168 |
11,442 |
62,198 |
-496 |
| Nov10 |
100409 |
4.790 |
4.934 |
4.790 |
4.919 |
+0.158 |
2,031 |
15,665 |
+84 |
| Dec10 |
100409 |
5.218 |
5.355 |
5.207 |
5.332 |
+0.146 |
2,764 |
27,886 |
+463 |
| Jan11 |
100409 |
5.462 |
5.574 |
5.422 |
5.544 |
+0.143 |
7,058 |
43,670 |
+958 |
| Feb11 |
100409 |
5.420 |
5.523 |
5.399 |
5.506 |
+0.141 |
832 |
17,843 |
+241 |
| Mar11 |
100409 |
5.297 |
5.420 |
5.270 |
5.392 |
+0.141 |
6,186 |
38,649 |
+962 |
| Apr11 |
100409 |
5.088 |
5.173 |
5.060 |
5.147 |
+0.128 |
5,973 |
34,564 |
+336 |
| May11 |
100409 |
5.068 |
5.148 |
5.064 |
5.148 |
+0.129 |
398 |
16,396 |
+4 |
| Jun11 |
100409 |
5.117 |
5.191 |
5.117 |
5.191 |
+0.129 |
228 |
6,410 |
-93 |
| Jul11 |
100409 |
5.212 |
5.252 |
5.200 |
5.252 |
+0.128 |
235 |
4,714 |
-62 |
| Aug11 |
100409 |
5.220 |
5.301 |
5.220 |
5.301 |
+0.128 |
268 |
4,729 |
+124 |
| Total Volume and Open Interest |
236,607 |
853,795 |
+8,963 |
| Brent Crude Oil(ICE) |
| May10 |
100409 |
85.18 |
85.94 |
83.95 |
84.83 |
+0.02 |
144,796 |
161,239 |
-14,679 |
| Jun10 |
100409 |
85.84 |
86.68 |
84.78 |
85.64 |
+0.10 |
113,602 |
237,432 |
-10,644 |
| Jul10 |
100409 |
86.58 |
87.30 |
85.46 |
86.30 |
+0.13 |
39,952 |
127,446 |
+2,054 |
| Aug10 |
100409 |
87.48 |
87.75 |
86.13 |
86.85 |
+0.15 |
17,677 |
64,852 |
+212 |
| Sep10 |
100409 |
87.83 |
88.09 |
86.58 |
87.28 |
+0.17 |
13,216 |
28,114 |
+222 |
| Oct10 |
100409 |
88.15 |
88.40 |
87.11 |
87.64 |
+0.21 |
9,754 |
21,640 |
+1,761 |
| Nov10 |
100409 |
88.04 |
88.71 |
87.41 |
87.94 |
+0.24 |
8,157 |
16,603 |
+293 |
| Dec10 |
100409 |
88.30 |
89.05 |
87.44 |
88.21 |
+0.27 |
27,157 |
94,028 |
+1,266 |
| Jan11 |
100409 |
88.49 |
89.17 |
88.33 |
88.46 |
+0.27 |
4,841 |
15,051 |
+237 |
| Feb11 |
100409 |
88.71 |
88.71 |
88.71 |
88.71 |
+0.29 |
3,598 |
7,315 |
+545 |
| Mar11 |
100409 |
88.61 |
88.94 |
88.61 |
88.94 |
+0.33 |
3,096 |
8,102 |
+301 |
| Apr11 |
100409 |
89.17 |
89.17 |
89.17 |
89.17 |
+0.36 |
1,595 |
4,800 |
+307 |
| May11 |
100409 |
89.36 |
89.36 |
89.36 |
89.36 |
+0.40 |
911 |
3,403 |
-15 |
| Jun11 |
100409 |
90.06 |
90.06 |
89.23 |
89.52 |
+0.44 |
1,356 |
18,477 |
+302 |
| Total Volume and Open Interest |
394,133 |
910,160 |
-16,855 |
| Gas Oil(ICE) |
| Apr10 |
100409 |
714.25 |
720.50 |
704.75 |
709.50 |
+1.00 |
54,035 |
52,843 |
-9,673 |
| May10 |
100409 |
712.50 |
718.75 |
703.00 |
707.50 |
+0.50 |
97,848 |
119,475 |
+5,162 |
| Jun10 |
100409 |
716.00 |
721.75 |
706.00 |
710.50 |
+0.50 |
56,680 |
80,543 |
+4,090 |
| Jul10 |
100409 |
721.50 |
726.25 |
711.75 |
715.75 |
+1.00 |
15,992 |
44,367 |
+1,361 |
| Aug10 |
100409 |
729.75 |
730.50 |
716.75 |
720.75 |
+1.00 |
7,140 |
28,074 |
+776 |
| Sep10 |
100409 |
735.00 |
735.00 |
721.25 |
726.00 |
+1.25 |
4,535 |
33,550 |
-157 |
| Oct10 |
100409 |
740.00 |
740.00 |
727.25 |
730.75 |
+1.50 |
2,873 |
19,870 |
+825 |
| Nov10 |
100409 |
743.75 |
743.75 |
730.75 |
734.50 |
+1.75 |
2,167 |
15,073 |
+97 |
| Dec10 |
100409 |
747.25 |
748.00 |
733.50 |
738.00 |
+1.75 |
10,341 |
88,505 |
+1,376 |
| Jan11 |
100409 |
751.75 |
751.75 |
738.25 |
742.50 |
+1.75 |
737 |
21,967 |
-71 |
| Total Volume and Open Interest |
254,639 |
578,694 |
+4,443 |
| Ethanol(CBOT) |
| Apr10 |
100406 |
1.512 |
1.512 |
1.512 |
1.512 |
-0.003 |
87 |
178 |
-68 |
| May10 |
100409 |
1.536 |
1.538 |
1.521 |
1.537 |
unch |
64 |
1,275 |
-31 |
| Jun10 |
100409 |
1.555 |
1.557 |
1.550 |
1.554 |
-0.006 |
162 |
1,120 |
-3 |
| Jul10 |
100409 |
1.570 |
1.573 |
1.560 |
1.567 |
-0.008 |
45 |
1,120 |
+33 |
| Aug10 |
100409 |
1.576 |
1.577 |
1.571 |
1.575 |
-0.006 |
21 |
702 |
+9 |
| Sep10 |
100409 |
1.588 |
1.588 |
1.574 |
1.579 |
-0.009 |
25 |
689 |
+19 |
| Oct10 |
100409 |
1.605 |
1.605 |
1.590 |
1.591 |
-0.008 |
20 |
739 |
+15 |
| Nov10 |
100409 |
1.616 |
1.616 |
1.610 |
1.612 |
unch |
26 |
764 |
+0 |
| Total Volume and Open Interest |
446 |
8,430 |
+57 |
| US Dollar Index(ICE) |
| Jun10 |
100409 |
81.575 |
81.745 |
81.010 |
81.240 |
-0.460 |
17,822 |
47,956 |
+112 |
| Sep10 |
100409 |
81.940 |
81.940 |
81.415 |
81.535 |
-0.475 |
74 |
2,325 |
+18 |
| Dec10 |
100409 |
82.100 |
82.100 |
81.785 |
81.785 |
-0.475 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
17,896 |
50,282 |
+130 |
| Australian Dollar(CME) |
| Jun10 |
100409 |
92.21 |
92.80 |
92.00 |
92.54 |
+0.32 |
78,051 |
152,186 |
+847 |
| Sep10 |
100409 |
91.20 |
91.75 |
91.07 |
91.55 |
+0.32 |
77 |
255 |
+1 |
| Dec10 |
100409 |
90.54 |
90.54 |
90.22 |
90.54 |
+0.32 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
78,128 |
152,453 |
+848 |
| British Pound(CME) |
| Jun10 |
100409 |
152.73 |
153.88 |
152.63 |
153.63 |
+0.97 |
109,151 |
125,252 |
-3,404 |
| Sep10 |
100409 |
152.68 |
153.77 |
152.57 |
153.56 |
+0.97 |
117 |
605 |
-3 |
| Dec10 |
100409 |
153.50 |
153.62 |
152.53 |
153.50 |
+0.97 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
109,268 |
125,883 |
-3,407 |
| Canadian Dollar(CME) |
| Jun10 |
100409 |
99.79 |
100.08 |
99.18 |
99.49 |
-0.19 |
74,358 |
147,309 |
-1,499 |
| Sep10 |
100409 |
99.70 |
99.98 |
99.13 |
99.41 |
-0.20 |
287 |
1,614 |
+42 |
| Dec10 |
100409 |
99.65 |
99.65 |
99.12 |
99.25 |
-0.18 |
12 |
879 |
+0 |
| Mar11 |
100409 |
99.00 |
99.21 |
98.92 |
99.03 |
-0.18 |
5 |
212 |
+0 |
| Total Volume and Open Interest |
74,662 |
150,080 |
-1,457 |
| Japanese Yen(CME) |
| Jun10 |
100409 |
107.10 |
107.45 |
106.67 |
107.27 |
+0.17 |
112,985 |
127,287 |
+4,240 |
| Sep10 |
100409 |
107.17 |
107.53 |
106.78 |
107.35 |
+0.17 |
234 |
717 |
-34 |
| Dec10 |
100409 |
107.45 |
107.47 |
107.30 |
107.47 |
+0.17 |
26 |
60 |
+21 |
| Total Volume and Open Interest |
113,253 |
128,064 |
+4,227 |
| Swiss Franc(CME) |
| Jun10 |
100409 |
93.24 |
93.92 |
92.97 |
93.64 |
+0.45 |
49,370 |
32,051 |
+227 |
| Sep10 |
100409 |
93.53 |
93.94 |
93.08 |
93.72 |
+0.45 |
49 |
438 |
+3 |
| Dec10 |
100409 |
93.80 |
93.89 |
93.35 |
93.80 |
+0.45 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
49,419 |
32,502 |
+230 |
| EuroFX(CME) |
| Jun10 |
100409 |
133.57 |
135.06 |
133.42 |
134.56 |
+1.05 |
289,314 |
214,242 |
+7,725 |
| Sep10 |
100409 |
133.78 |
135.03 |
133.42 |
134.54 |
+1.05 |
449 |
2,168 |
-69 |
| Dec10 |
100409 |
134.53 |
134.73 |
133.48 |
134.53 |
+1.05 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
289,763 |
216,539 |
+7,656 |
| Mexican Peso(CME) |
| Apr10 |
100409 |
818.5 |
818.5 |
818.0 |
818.5 |
+0.5 |
0 |
5 |
+0 |
| May10 |
100409 |
816.2 |
816.2 |
815.8 |
816.2 |
+0.5 |
|
|
|
| Total Volume and Open Interest |
10,614 |
137,562 |
+1,163 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100409 |
115~150 |
115~270 |
115~030 |
115~240 |
+0~080 |
|
|
|
| Sep10 |
100409 |
114~090 |
114~150 |
113~310 |
114~150 |
+0~080 |
167 |
332 |
+91 |
| Dec10 |
100409 |
113~090 |
113~090 |
113~010 |
113~090 |
+0~080 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
347,716 |
666,172 |
+4,979 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100409 |
115~255 |
116~000 |
115~185 |
115~290 |
+0~030 |
1,194,194 |
1,578,910 |
+26,717 |
| Sep10 |
100409 |
114~100 |
114~160 |
114~075 |
114~155 |
+0~030 |
289 |
7,466 |
-31 |
| Dec10 |
100409 |
113~020 |
113~020 |
112~310 |
113~020 |
+0~030 |
|
|
|
| Total Volume and Open Interest |
1,194,483 |
1,586,377 |
+26,686 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100409 |
114~065 |
114~075 |
114~040 |
114~064 |
-0~002 |
509,786 |
907,936 |
-11,152 |
| Sep10 |
100409 |
113~049 |
113~049 |
113~049 |
113~049 |
unch |
89 |
946 |
+62 |
| Dec10 |
100409 |
112~034 |
112~034 |
112~032 |
112~034 |
+0~002 |
|
|
|
| Total Volume and Open Interest |
509,875 |
908,882 |
-11,090 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100408 |
54~028 |
54~028 |
54~025 |
54~025 |
+0~007 |
|
|
|
| Sep10 |
100409 |
107~096 |
107~105 |
107~096 |
107~105 |
+0~002 |
8 |
1,943 |
+2 |
| Dec10 |
100409 |
107~029 |
107~029 |
107~027 |
107~029 |
+0~002 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
354,547 |
966,568 |
-8,624 |
| Eurodollars(CME) |
| Jun10 |
100409 |
99.640 |
99.640 |
99.625 |
99.635 |
-0.005 |
198,334 |
1,200,930 |
-20,468 |
| Sep10 |
100409 |
99.480 |
99.480 |
99.455 |
99.470 |
-0.015 |
295,955 |
1,035,330 |
+15,097 |
| Dec10 |
100409 |
99.195 |
99.200 |
99.160 |
99.190 |
-0.010 |
445,076 |
1,194,549 |
+56,939 |
| Mar11 |
100409 |
98.835 |
98.845 |
98.790 |
98.835 |
-0.005 |
415,120 |
669,685 |
+4,185 |
| Jun11 |
100409 |
98.435 |
98.455 |
98.385 |
98.445 |
unch |
459,898 |
857,434 |
+2,897 |
| Sep11 |
100409 |
98.055 |
98.070 |
98.000 |
98.060 |
unch |
306,661 |
689,469 |
+36,658 |
| Dec11 |
100409 |
97.685 |
97.700 |
97.630 |
97.690 |
unch |
234,399 |
512,154 |
+18,235 |
| Mar12 |
100409 |
97.360 |
97.380 |
97.310 |
97.370 |
+0.005 |
176,450 |
305,856 |
+16,909 |
| Jun12 |
100409 |
97.055 |
97.075 |
97.000 |
97.060 |
unch |
81,768 |
218,239 |
-3,595 |
| Sep12 |
100409 |
96.775 |
96.795 |
96.725 |
96.780 |
unch |
57,140 |
152,004 |
-388 |
| Dec12 |
100409 |
96.505 |
96.520 |
96.455 |
96.505 |
-0.005 |
58,206 |
135,059 |
-2,343 |
| Mar13 |
100409 |
96.285 |
96.300 |
96.235 |
96.285 |
-0.005 |
43,179 |
120,677 |
-1,094 |
| Jun13 |
100409 |
96.090 |
96.090 |
96.030 |
96.080 |
-0.005 |
19,838 |
79,572 |
-1,242 |
| Sep13 |
100409 |
95.895 |
95.905 |
95.845 |
95.890 |
-0.010 |
14,454 |
71,242 |
-4 |
| Dec13 |
100409 |
95.715 |
95.720 |
95.655 |
95.700 |
-0.015 |
10,986 |
37,896 |
-1 |
| Mar14 |
100409 |
95.565 |
95.570 |
95.505 |
95.550 |
-0.015 |
10,284 |
38,562 |
-1,399 |
| Jun14 |
100409 |
95.415 |
95.420 |
95.355 |
95.400 |
-0.015 |
6,104 |
34,263 |
-488 |
| Sep14 |
100409 |
95.280 |
95.290 |
95.220 |
95.265 |
-0.015 |
4,720 |
21,419 |
-399 |
| Total Volume and Open Interest |
2,876,115 |
7,644,023 |
+118,116 |
| 30 Day Federal Funds(CBOT) |
| Apr10 |
100409 |
99.800 |
99.802 |
99.798 |
99.800 |
unch |
3,088 |
79,017 |
+1,306 |
| May10 |
100409 |
99.790 |
99.790 |
99.785 |
99.790 |
unch |
5,700 |
70,229 |
-1,643 |
| Jun10 |
100409 |
99.780 |
99.780 |
99.775 |
99.780 |
unch |
4,940 |
89,524 |
+559 |
| Jul10 |
100409 |
99.765 |
99.765 |
99.760 |
99.765 |
unch |
9,603 |
67,574 |
-3,260 |
| Aug10 |
100409 |
99.740 |
99.745 |
99.735 |
99.740 |
unch |
7,770 |
62,861 |
-1,382 |
| Sep10 |
100409 |
99.710 |
99.715 |
99.700 |
99.710 |
unch |
7,720 |
43,768 |
+907 |
| Total Volume and Open Interest |
88,033 |
652,067 |
+2,576 |
| 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 |
100409 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.005 |
0 |
1,748 |
+0 |
| Sep10 |
100409 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
0 |
1,130 |
+0 |
| Dec10 |
100409 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
0 |
242 |
+0 |
| Mar11 |
100409 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
0 |
67 |
+0 |
| Jun11 |
100409 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.005 |
|
|
|
| Sep11 |
100409 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.005 |
|
|
|
| Dec11 |
100409 |
99.515 |
99.515 |
99.515 |
99.515 |
+0.005 |
|
|
|
| Mar12 |
100409 |
99.480 |
99.480 |
99.480 |
99.480 |
+0.005 |
|
|
|
| Jun12 |
100409 |
99.530 |
99.530 |
99.530 |
99.530 |
+0.005 |
|
|
|
| Sep12 |
100409 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
3,187 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100409 |
99.62 |
99.62 |
99.61 |
99.61 |
+0.00 |
439 |
4,404 |
-86 |
| Sep10 |
100409 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
75 |
3,767 |
+23 |
| Dec10 |
100409 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
50 |
1,430 |
+0 |
| Mar11 |
100409 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
1 |
1,559 |
+124 |
| Jun11 |
100409 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.00 |
0 |
104 |
+0 |
| Sep11 |
100409 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.00 |
0 |
51 |
+0 |
| Dec11 |
100409 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.00 |
0 |
102 |
+0 |
| Mar12 |
100409 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
565 |
12,788 |
+61 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100409 |
138.36 |
138.52 |
138.23 |
138.39 |
-0.01 |
2,100 |
15,021 |
-101 |
| Sep10 |
100409 |
138.39 |
138.39 |
138.39 |
138.39 |
-0.01 |
|
|
|
| Dec10 |
100409 |
136.30 |
136.30 |
136.30 |
136.30 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
2,100 |
15,021 |
-101 |
| Euro-Bund(EUREX) |
| Jun10 |
100409 |
123.32 |
123.36 |
122.71 |
122.84 |
-0.63 |
821,389 |
1,007,392 |
+9,445 |
| Sep10 |
100409 |
122.71 |
122.71 |
122.13 |
122.21 |
-0.65 |
846 |
924 |
+403 |
| Dec10 |
100409 |
121.84 |
121.84 |
121.84 |
121.84 |
-0.63 |
|
|
|
| Total Volume and Open Interest |
822,235 |
1,008,316 |
+9,848 |
| Euro-Bobl(EUREX) |
| Jun10 |
100408 |
117.16 |
117.35 |
117.12 |
117.13 |
+0.05 |
523,833 |
796,520 |
+11,946 |
| Sep10 |
100409 |
116.47 |
116.47 |
116.47 |
116.47 |
-0.37 |
1 |
13,249 |
+0 |
| Dec10 |
100409 |
116.27 |
116.27 |
116.27 |
116.27 |
-0.37 |
|
|
|
| Total Volume and Open Interest |
471,511 |
830,012 |
+6,766 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100409 |
99.265 |
99.265 |
99.260 |
99.260 |
-0.010 |
175 |
7,013 |
+91 |
| Sep10 |
100409 |
99.095 |
99.095 |
99.085 |
99.085 |
-0.025 |
160 |
2,610 |
-45 |
| Dec10 |
100409 |
98.920 |
98.920 |
98.895 |
98.895 |
-0.040 |
6 |
1,710 |
+0 |
| Total Volume and Open Interest |
349 |
14,526 |
+51 |
| Long Gilt(LIFFE) |
| Jun10 |
100409 |
114~08 |
114~10 |
113~23 |
113~27 |
-0~13 |
106,159 |
272,274 |
+13,877 |
| Sep10 |
100409 |
115~10 |
115~10 |
115~10 |
115~10 |
-0~13 |
868 |
0 |
+0 |
| Total Volume and Open Interest |
107,027 |
272,274 |
+13,877 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100409 |
99.30 |
99.33 |
99.29 |
99.31 |
+0.01 |
16,138 |
382,715 |
+989 |
| Sep10 |
100409 |
99.16 |
99.18 |
99.14 |
99.17 |
+0.01 |
45,252 |
448,067 |
+4,819 |
| Dec10 |
100409 |
98.93 |
98.94 |
98.90 |
98.92 |
-0.01 |
55,764 |
430,283 |
-5,527 |
| Mar11 |
100409 |
98.64 |
98.65 |
98.60 |
98.62 |
-0.04 |
50,161 |
295,868 |
-4,237 |
| Jun11 |
100409 |
98.32 |
98.33 |
98.26 |
98.27 |
-0.07 |
56,776 |
320,609 |
+707 |
| Sep11 |
100409 |
97.97 |
97.99 |
97.92 |
97.92 |
-0.08 |
49,119 |
174,664 |
+3,866 |
| Total Volume and Open Interest |
356,034 |
2,491,205 |
+9,206 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100409 |
99.265 |
99.275 |
99.255 |
99.260 |
-0.010 |
97,574 |
921,614 |
+3,962 |
| Sep10 |
100409 |
99.110 |
99.110 |
99.070 |
99.080 |
-0.030 |
106,122 |
800,959 |
+5,936 |
| Dec10 |
100409 |
98.935 |
98.935 |
98.880 |
98.890 |
-0.045 |
101,958 |
522,983 |
+3,767 |
| Total Volume and Open Interest |
698,260 |
3,901,081 |
+28,047 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100409 |
95.27 |
95.30 |
95.25 |
95.27 |
+0.01 |
21,863 |
276,440 |
-3,997 |
| Sep10 |
100409 |
94.97 |
95.02 |
94.96 |
94.98 |
unch |
21,725 |
179,735 |
-6,350 |
| Dec10 |
100409 |
94.72 |
94.77 |
94.70 |
94.72 |
-0.01 |
17,063 |
119,102 |
+2,050 |
| Mar11 |
100409 |
94.52 |
94.57 |
94.50 |
94.52 |
unch |
5,205 |
51,795 |
+1,305 |
| Jun11 |
100409 |
94.34 |
94.39 |
94.33 |
94.34 |
-0.02 |
2,420 |
42,514 |
+168 |
| Sep11 |
100409 |
94.21 |
94.25 |
94.19 |
94.21 |
-0.03 |
586 |
23,995 |
+337 |
| Dec11 |
100409 |
94.12 |
94.14 |
94.09 |
94.10 |
-0.04 |
892 |
17,426 |
+247 |
| Mar12 |
100409 |
94.06 |
94.07 |
94.04 |
94.05 |
-0.02 |
56 |
9,851 |
+19 |
| Jun12 |
100409 |
94.01 |
94.01 |
94.01 |
94.01 |
-0.03 |
0 |
2,286 |
+0 |
| Sep12 |
100409 |
94.01 |
94.01 |
94.01 |
94.01 |
-0.03 |
0 |
1,861 |
+0 |
| Total Volume and Open Interest |
69,810 |
725,588 |
-6,221 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100409 |
94.20 |
94.24 |
94.15 |
94.17 |
-0.03 |
38,626 |
372,777 |
+6,252 |
| Sep10 |
100409 |
94.17 |
94.17 |
94.17 |
94.17 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
38,626 |
372,777 |
+6,252 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100409 |
94.62 |
94.67 |
94.57 |
94.59 |
-0.03 |
112,555 |
537,265 |
+26,001 |
| Sep10 |
100409 |
94.59 |
94.59 |
94.59 |
94.59 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
112,555 |
537,265 |
+26,001 |
| Gold(CMX) |
| Apr10 |
100409 |
1150.7 |
1164.8 |
1150.5 |
1161.1 |
+8.9 |
1,342 |
1,792 |
-791 |
| Jun10 |
100409 |
1151.8 |
1165.8 |
1150.4 |
1161.9 |
+9.0 |
163,437 |
324,212 |
+13,310 |
| Aug10 |
100409 |
1152.0 |
1166.7 |
1152.0 |
1163.1 |
+9.0 |
1,079 |
33,353 |
+193 |
| Oct10 |
100409 |
1153.6 |
1166.2 |
1153.6 |
1164.2 |
+9.0 |
429 |
24,038 |
-24 |
| Dec10 |
100409 |
1154.8 |
1168.5 |
1154.8 |
1165.6 |
+9.0 |
1,430 |
41,574 |
+21 |
| Feb11 |
100409 |
1158.6 |
1170.5 |
1158.6 |
1167.3 |
+9.0 |
348 |
16,351 |
+66 |
| Apr11 |
100409 |
1164.4 |
1169.3 |
1163.2 |
1169.3 |
+9.0 |
489 |
11,920 |
+399 |
| Jun11 |
100409 |
516.5 |
516.5 |
516.5 |
516.5 |
+9.0 |
73 |
6,319 |
-1 |
| Aug11 |
100409 |
1175.0 |
1175.0 |
1175.0 |
1175.0 |
+9.1 |
0 |
2,799 |
+0 |
| Oct11 |
100409 |
1178.5 |
1178.5 |
1178.5 |
1178.5 |
+9.1 |
1,050 |
6,169 |
-439 |
| Dec11 |
100409 |
1175.0 |
1182.2 |
1173.6 |
1182.2 |
+9.1 |
2,392 |
13,718 |
-324 |
| Feb12 |
100409 |
1186.9 |
1186.9 |
1186.9 |
1186.9 |
+9.2 |
850 |
850 |
+850 |
| Total Volume and Open Interest |
176,049 |
511,841 |
+14,453 |
| Silver(CMX) |
| May10 |
100409 |
1810.0 |
1844.5 |
1805.0 |
1835.1 |
+22.4 |
32,374 |
60,963 |
-959 |
| Jul10 |
100409 |
1808.0 |
1846.5 |
1808.0 |
1838.1 |
+22.5 |
4,434 |
25,151 |
+1,439 |
| Sep10 |
100409 |
1821.5 |
1847.5 |
1821.5 |
1840.7 |
+22.6 |
445 |
4,636 |
+75 |
| Dec10 |
100409 |
1826.0 |
1852.0 |
1821.0 |
1844.2 |
+22.7 |
679 |
12,063 |
+160 |
| Mar11 |
100409 |
1854.0 |
1854.0 |
1847.8 |
1847.8 |
+22.9 |
64 |
3,111 |
+59 |
| May11 |
100409 |
1850.2 |
1850.2 |
1850.2 |
1850.2 |
+22.9 |
2 |
1,830 |
+2 |
| Jul11 |
100409 |
1854.5 |
1854.5 |
1852.5 |
1853.0 |
+23.0 |
4 |
3,003 |
+0 |
| Total Volume and Open Interest |
38,185 |
119,583 |
+871 |
| Platinum(NYMEX) |
| Apr10 |
100409 |
1721.0 |
1723.1 |
1713.7 |
1722.2 |
+11.1 |
117 |
266 |
-57 |
| Jul10 |
100409 |
1716.0 |
1731.6 |
1716.0 |
1727.4 |
+10.3 |
4,618 |
36,622 |
-74 |
| Oct10 |
100409 |
1725.9 |
1730.7 |
1725.9 |
1730.7 |
+10.1 |
31 |
549 |
+17 |
| Jan11 |
100409 |
1728.2 |
1732.8 |
1728.0 |
1732.3 |
+10.2 |
1 |
212 |
+0 |
| Total Volume and Open Interest |
4,767 |
37,649 |
-114 |
| Palladium(NYMEX) |
| Jun10 |
100409 |
503.50 |
514.15 |
502.50 |
513.60 |
+10.10 |
2,810 |
23,372 |
+160 |
| Sep10 |
100409 |
511.35 |
514.50 |
510.80 |
514.30 |
+10.40 |
12 |
803 |
+9 |
| Dec10 |
100409 |
512.55 |
516.05 |
512.55 |
515.80 |
+10.20 |
2 |
46 |
+0 |
| Total Volume and Open Interest |
2,828 |
24,244 |
+169 |
| Copper(CMX) |
| May10 |
100409 |
358.50 |
362.35 |
357.30 |
359.00 |
+0.35 |
31,829 |
82,267 |
-3,689 |
| Jul10 |
100409 |
360.40 |
364.00 |
359.75 |
360.95 |
+0.30 |
7,864 |
44,122 |
+4,180 |
| Sep10 |
100409 |
362.25 |
365.10 |
361.80 |
362.25 |
+0.35 |
714 |
10,424 |
+366 |
| Dec10 |
100409 |
365.00 |
365.00 |
362.90 |
362.90 |
+0.40 |
524 |
8,396 |
+250 |
| Mar11 |
100409 |
362.75 |
364.20 |
362.45 |
363.00 |
+0.50 |
129 |
1,987 |
+110 |
| Total Volume and Open Interest |
41,592 |
152,843 |
+1,455 |
| DJIA Index(CBOT) |
| Jun10 |
100409 |
10884 |
10960 |
10875 |
10953 |
+69 |
495 |
6,884 |
-42 |
| Sep10 |
100409 |
10889 |
10889 |
10820 |
10889 |
+69 |
0 |
12 |
+0 |
| Dec10 |
100409 |
10834 |
10834 |
10765 |
10834 |
+69 |
0 |
1 |
+0 |
| Mar11 |
100409 |
10779 |
10779 |
10710 |
10779 |
+69 |
|
|
|
| Total Volume and Open Interest |
495 |
6,897 |
-42 |
| S & P 500(CME) |
| Jun10 |
100409 |
1183.70 |
1193.00 |
1183.00 |
1192.60 |
+8.90 |
14,027 |
311,478 |
+583 |
| Sep10 |
100409 |
1182.00 |
1187.70 |
1179.80 |
1187.70 |
+8.90 |
735 |
2,874 |
+15 |
| Dec10 |
100409 |
1178.60 |
1183.00 |
1178.60 |
1183.00 |
+8.90 |
432 |
3,158 |
-5 |
| Mar11 |
100409 |
1178.90 |
1178.90 |
1171.00 |
1178.90 |
+8.90 |
0 |
378 |
+0 |
| Total Volume and Open Interest |
15,194 |
317,913 |
+593 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100409 |
1183.50 |
1193.00 |
1183.00 |
1192.50 |
+8.75 |
2,171,684 |
2,364,972 |
-33,265 |
| Sep10 |
100409 |
1178.50 |
1187.75 |
1178.25 |
1187.75 |
+9.00 |
3,403 |
9,795 |
+1,470 |
| Total Volume and Open Interest |
2,175,100 |
2,376,451 |
-31,785 |
| NASDAQ 100(CME) |
| Jun10 |
100409 |
1978.80 |
1992.00 |
1975.00 |
1992.00 |
+12.00 |
1,950 |
16,040 |
-123 |
| Sep10 |
100409 |
1989.50 |
1989.50 |
1981.00 |
1989.50 |
+12.00 |
0 |
10 |
+0 |
| Dec10 |
100409 |
1987.00 |
1987.00 |
1985.50 |
1987.00 |
+12.00 |
|
|
|
| Total Volume and Open Interest |
1,950 |
16,050 |
-123 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100409 |
1979.50 |
1992.80 |
1975.00 |
1992.00 |
+12.00 |
259,268 |
298,638 |
-1,801 |
| Sep10 |
100409 |
1976.00 |
1989.50 |
1972.80 |
1989.50 |
+12.00 |
18 |
226 |
-1 |
| Total Volume and Open Interest |
259,286 |
298,865 |
-1,802 |
| S & P Midcap 400(CME) |
| Jun10 |
100409 |
805.00 |
814.00 |
805.00 |
814.00 |
+9.00 |
13 |
1,551 |
+1 |
| Sep10 |
100409 |
812.00 |
812.00 |
812.00 |
812.00 |
+9.00 |
|
|
|
| Dec10 |
100409 |
810.00 |
810.00 |
810.00 |
810.00 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
13 |
1,551 |
+1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100409 |
11280 |
11300 |
11260 |
11285 |
+25 |
8,741 |
47,173 |
-2 |
| Sep10 |
100409 |
11340 |
11340 |
11315 |
11340 |
+25 |
|
|
|
| Total Volume and Open Interest |
8,741 |
47,173 |
-2 |
| Nikkei 225(SGX) |
| Jun10 |
100409 |
11155 |
11255 |
11105 |
11205 |
+35 |
94,883 |
181,034 |
-3,093 |
| Sep10 |
100409 |
11155 |
11210 |
11155 |
11210 |
+35 |
3 |
146 |
+4 |
| Dec10 |
100409 |
11170 |
11170 |
11170 |
11170 |
+35 |
10 |
908 |
+0 |
| Total Volume and Open Interest |
96,597 |
202,317 |
+899 |
| CAC 40(EURONEXT) |
| Apr10 |
100409 |
3998.5 |
4052.0 |
3998.5 |
4048.5 |
+70.5 |
86,267 |
403,715 |
-3,729 |
| May10 |
100409 |
3915.5 |
3974.5 |
3915.5 |
3974.5 |
+70.5 |
17 |
138 |
+23 |
| Jun10 |
100409 |
3906.0 |
3946.0 |
3905.5 |
3945.0 |
+71.0 |
5,548 |
53,285 |
+5,041 |
| Total Volume and Open Interest |
91,832 |
458,535 |
+1,335 |
| Hang Seng Index(HKFE) |
| Apr10 |
100409 |
21999 |
22287 |
21970 |
22278 |
+390 |
63,005 |
66,504 |
-3,658 |
| May10 |
100409 |
21790 |
22061 |
21750 |
22048 |
+369 |
1,462 |
2,910 |
+378 |
| Jun10 |
100409 |
21704 |
21995 |
21700 |
21994 |
+374 |
328 |
4,105 |
-115 |
| Total Volume and Open Interest |
65,067 |
74,504 |
-3,270 |
| DAX(EUREX) |
| Jun10 |
100409 |
6212.5 |
6264.0 |
6212.5 |
6258.5 |
+77.5 |
105,657 |
149,275 |
-1,261 |
| Sep10 |
100409 |
6225.0 |
6268.5 |
6225.0 |
6263.5 |
+77.5 |
128 |
7,249 |
+57 |
| Dec10 |
100409 |
6248.0 |
6277.0 |
6248.0 |
6273.0 |
+78.0 |
161 |
426 |
+4 |
| Total Volume and Open Interest |
105,946 |
156,950 |
-1,200 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100409 |
5710.00 |
5733.00 |
5702.00 |
5723.50 |
+61.50 |
83,648 |
674,903 |
-11,388 |
| Sep10 |
100409 |
5675.50 |
5686.00 |
5674.50 |
5681.50 |
+61.50 |
25 |
561 |
+21 |
| Dec10 |
100409 |
5646.50 |
5655.50 |
5646.50 |
5655.50 |
+61.50 |
0 |
2,091 |
+0 |
| Total Volume and Open Interest |
83,673 |
677,555 |
-11,367 |
| SPI 200(SFE) |
| Jun10 |
100409 |
4946.0 |
4975.0 |
4922.0 |
4970.0 |
+28.0 |
24,614 |
187,697 |
-4,489 |
| Sep10 |
100409 |
4959.0 |
4959.0 |
4959.0 |
4959.0 |
+28.0 |
0 |
2,121 |
+0 |
| Dec10 |
100409 |
4980.0 |
4980.0 |
4980.0 |
4980.0 |
+28.0 |
2 |
1,804 |
+0 |
| Total Volume and Open Interest |
24,616 |
192,170 |
-4,489 |
| GSCI(CME) |
| Apr10 |
100409 |
539.00 |
545.00 |
537.70 |
539.00 |
-1.00 |
2,027 |
13,025 |
+410 |
| May10 |
100409 |
544.10 |
550.50 |
542.90 |
544.10 |
-0.75 |
377 |
8,355 |
+159 |
| Jun10 |
100409 |
548.00 |
553.00 |
547.00 |
548.00 |
unch |
|
|
|
| Total Volume and Open Interest |
2,404 |
21,380 |
+569 |
| Reuters CCI(ICE) |
| Jun10 |
100409 |
276.60 |
276.60 |
276.60 |
276.60 |
+0.50 |
|
|
|
| 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. |
|
|