|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri April 16, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100416 |
983.00 |
989.75 |
978.25 |
985.25 |
+1.25 |
92,109 |
91,320 |
-11,309 |
| Jul10 |
100416 |
991.50 |
999.00 |
987.50 |
995.00 |
+2.00 |
73,992 |
191,382 |
+13,123 |
| Aug10 |
100416 |
987.00 |
994.00 |
984.25 |
990.75 |
+2.00 |
2,427 |
9,777 |
+497 |
| Sep10 |
100416 |
966.00 |
975.75 |
965.75 |
973.25 |
+3.75 |
2,140 |
11,388 |
+678 |
| Nov10 |
100416 |
958.75 |
968.00 |
956.75 |
965.50 |
+4.50 |
28,175 |
145,507 |
+4,100 |
| Jan11 |
100416 |
966.75 |
974.75 |
965.75 |
972.75 |
+4.25 |
446 |
9,469 |
+90 |
| Mar11 |
100416 |
971.25 |
980.00 |
971.25 |
978.25 |
+3.75 |
634 |
4,243 |
+153 |
| Total Volume and Open Interest |
201,938 |
477,707 |
+7,565 |
| Soybean Meal(CBOT) |
| May10 |
100416 |
281.00 |
284.30 |
279.60 |
280.90 |
-1.00 |
28,692 |
50,634 |
-2,254 |
| Jul10 |
100416 |
281.70 |
284.00 |
279.40 |
280.70 |
-1.00 |
23,347 |
61,605 |
+4,444 |
| Aug10 |
100416 |
276.70 |
280.70 |
276.50 |
277.70 |
-0.60 |
1,587 |
14,016 |
-85 |
| Sep10 |
100416 |
271.00 |
274.80 |
270.90 |
272.10 |
-0.40 |
1,128 |
10,228 |
-99 |
| Oct10 |
100416 |
262.30 |
266.20 |
262.20 |
263.60 |
-0.40 |
436 |
7,850 |
-3 |
| Dec10 |
100416 |
261.40 |
264.70 |
260.60 |
262.20 |
-0.60 |
6,973 |
41,333 |
+1,531 |
| Jan11 |
100416 |
262.10 |
265.00 |
262.00 |
262.90 |
-0.70 |
119 |
4,116 |
+4 |
| Mar11 |
100416 |
264.30 |
266.90 |
264.30 |
264.70 |
-0.90 |
189 |
2,847 |
+44 |
| Total Volume and Open Interest |
62,774 |
196,657 |
+3,706 |
| Soybean Oil(CBOT) |
| May10 |
100416 |
39.92 |
40.05 |
39.78 |
39.80 |
-0.27 |
49,785 |
70,986 |
-10,019 |
| Jul10 |
100416 |
40.39 |
40.61 |
40.24 |
40.27 |
-0.26 |
38,640 |
128,679 |
+6,799 |
| Aug10 |
100416 |
40.61 |
40.70 |
40.48 |
40.48 |
-0.26 |
2,889 |
19,611 |
+872 |
| Sep10 |
100416 |
40.78 |
40.85 |
40.63 |
40.66 |
-0.24 |
1,533 |
9,652 |
+285 |
| Oct10 |
100416 |
40.86 |
41.01 |
40.77 |
40.81 |
-0.24 |
490 |
7,233 |
+25 |
| Dec10 |
100416 |
41.29 |
41.40 |
41.10 |
41.15 |
-0.28 |
5,382 |
48,694 |
+1,539 |
| Jan11 |
100416 |
41.57 |
41.61 |
41.40 |
41.40 |
-0.28 |
53 |
2,518 |
+8 |
| Mar11 |
100416 |
41.82 |
41.90 |
41.63 |
41.63 |
-0.28 |
143 |
1,221 |
+74 |
| Total Volume and Open Interest |
99,142 |
291,058 |
-373 |
| Canola(WCE) |
| May10 |
100416 |
380.7 |
383.9 |
380.5 |
381.5 |
+0.3 |
8,973 |
46,904 |
-7,124 |
| Jul10 |
100416 |
387.5 |
390.5 |
384.5 |
388.1 |
+0.1 |
9,332 |
58,747 |
+5,610 |
| Nov10 |
100416 |
390.5 |
395.0 |
387.7 |
393.0 |
+1.0 |
1,508 |
26,801 |
+950 |
| Jan11 |
100416 |
392.9 |
398.0 |
392.9 |
396.4 |
+1.7 |
274 |
1,423 |
+69 |
| Mar11 |
100416 |
394.3 |
399.4 |
394.3 |
398.2 |
+1.9 |
63 |
480 |
-11 |
| Total Volume and Open Interest |
20,176 |
134,870 |
-480 |
| Corn(CBOT) |
| May10 |
100416 |
362.00 |
365.00 |
358.50 |
364.00 |
+0.75 |
223,855 |
216,526 |
-33,256 |
| Jul10 |
100416 |
372.75 |
374.75 |
368.75 |
374.00 |
+0.25 |
153,077 |
437,007 |
+23,021 |
| Sep10 |
100416 |
383.00 |
384.75 |
379.25 |
384.00 |
-0.25 |
31,696 |
131,168 |
+8,180 |
| Dec10 |
100416 |
393.00 |
394.75 |
389.00 |
394.25 |
unch |
50,778 |
295,091 |
+5,229 |
| Mar11 |
100416 |
404.50 |
406.75 |
401.50 |
406.50 |
+0.25 |
5,878 |
41,081 |
+1,672 |
| May11 |
100416 |
413.25 |
414.75 |
410.50 |
414.75 |
+0.50 |
826 |
7,128 |
-8 |
| Total Volume and Open Interest |
470,329 |
1,185,374 |
+5,460 |
| Wheat(CBOT) |
| May10 |
100416 |
479.75 |
491.25 |
476.25 |
490.50 |
+10.25 |
69,661 |
74,346 |
-11,552 |
| Jul10 |
100416 |
492.00 |
503.50 |
488.75 |
502.50 |
+9.75 |
52,041 |
219,711 |
+6,595 |
| Sep10 |
100416 |
509.25 |
520.50 |
506.50 |
519.25 |
+9.50 |
11,722 |
66,453 |
+2,139 |
| Dec10 |
100416 |
533.75 |
547.00 |
533.00 |
546.00 |
+9.75 |
6,181 |
65,761 |
-68 |
| Mar11 |
100416 |
562.75 |
573.75 |
560.75 |
573.50 |
+10.50 |
989 |
14,687 |
+327 |
| Total Volume and Open Interest |
141,822 |
463,400 |
-2,180 |
| Wheat(KCBT) |
| May10 |
100416 |
495.00 |
507.00 |
492.50 |
506.50 |
+10.00 |
11,245 |
27,306 |
-1,168 |
| Jul10 |
100416 |
506.00 |
517.50 |
503.50 |
517.50 |
+10.00 |
8,192 |
60,385 |
+2,236 |
| Sep10 |
100416 |
519.00 |
529.50 |
515.25 |
529.50 |
+10.75 |
884 |
10,289 |
+59 |
| Dec10 |
100416 |
535.25 |
547.25 |
533.00 |
547.25 |
+11.00 |
2,716 |
43,666 |
+567 |
| Mar11 |
100416 |
552.00 |
564.75 |
551.50 |
564.75 |
+11.00 |
322 |
8,456 |
+30 |
| Total Volume and Open Interest |
24,330 |
156,522 |
+1,976 |
| Wheat(MGE) |
| May10 |
100416 |
510.00 |
520.75 |
508.00 |
520.00 |
+8.00 |
2,453 |
9,147 |
-155 |
| Jul10 |
100416 |
521.50 |
531.50 |
520.00 |
530.75 |
+7.50 |
1,074 |
15,281 |
+311 |
| Sep10 |
100416 |
532.25 |
543.25 |
532.00 |
543.00 |
+8.00 |
161 |
6,500 |
-31 |
| Dec10 |
100416 |
550.25 |
561.00 |
549.75 |
560.50 |
+7.50 |
218 |
7,314 |
+9 |
| Mar11 |
100416 |
568.50 |
577.50 |
567.00 |
576.75 |
+7.50 |
14 |
1,117 |
-3 |
| Total Volume and Open Interest |
4,109 |
41,113 |
+264 |
| Oats(CBOT) |
| May10 |
100416 |
215.25 |
217.50 |
213.00 |
215.25 |
-2.25 |
502 |
5,783 |
-137 |
| Jul10 |
100416 |
220.00 |
221.75 |
218.25 |
220.00 |
-2.00 |
449 |
9,740 |
+264 |
| Sep10 |
100416 |
227.00 |
230.00 |
227.00 |
228.00 |
-2.00 |
4 |
1,162 |
+2 |
| Dec10 |
100416 |
239.50 |
242.00 |
238.75 |
240.00 |
-2.00 |
81 |
2,039 |
+47 |
| Total Volume and Open Interest |
1,036 |
18,726 |
+176 |
| Rough Rice(CBOT) |
| May10 |
100416 |
12.91 |
12.97 |
12.75 |
12.81 |
-0.10 |
1,087 |
7,033 |
-404 |
| Jul10 |
100416 |
13.20 |
13.26 |
13.02 |
13.09 |
-0.11 |
888 |
5,632 |
+408 |
| Sep10 |
100416 |
12.82 |
12.83 |
12.72 |
12.73 |
-0.07 |
86 |
2,435 |
+63 |
| Nov10 |
100416 |
12.94 |
12.94 |
12.80 |
12.85 |
-0.06 |
78 |
1,428 |
+47 |
| Total Volume and Open Interest |
2,159 |
17,225 |
+123 |
| Live Cattle(CME) |
| Apr10 |
100416 |
98.000 |
98.830 |
97.800 |
98.750 |
+0.750 |
6,908 |
17,511 |
-3,190 |
| Jun10 |
100416 |
94.350 |
94.700 |
93.650 |
94.650 |
+0.350 |
14,955 |
161,957 |
+298 |
| Aug10 |
100416 |
92.700 |
93.050 |
92.050 |
92.980 |
+0.300 |
5,805 |
81,024 |
+70 |
| Oct10 |
100416 |
95.350 |
95.730 |
94.635 |
95.580 |
+0.100 |
3,579 |
48,170 |
+1,078 |
| Dec10 |
100416 |
96.750 |
97.100 |
96.050 |
97.050 |
+0.200 |
1,170 |
27,112 |
-107 |
| Feb11 |
100416 |
97.900 |
98.000 |
97.000 |
97.930 |
unch |
683 |
13,207 |
+249 |
| Total Volume and Open Interest |
33,393 |
354,942 |
-1,404 |
| Feeder Cattle(CME) |
| Apr10 |
100416 |
112.400 |
112.900 |
111.330 |
111.950 |
-0.300 |
635 |
2,369 |
-147 |
| May10 |
100416 |
113.000 |
113.680 |
111.450 |
112.680 |
-0.120 |
3,237 |
15,602 |
-828 |
| Aug10 |
100416 |
115.300 |
116.180 |
114.230 |
115.285 |
+0.150 |
3,068 |
19,512 |
+1,507 |
| Sep10 |
100416 |
114.500 |
115.700 |
113.750 |
114.400 |
-0.200 |
345 |
3,773 |
+43 |
| Oct10 |
100416 |
113.930 |
114.450 |
112.700 |
113.500 |
-0.200 |
231 |
1,628 |
+77 |
| Nov10 |
100416 |
114.000 |
114.230 |
112.750 |
113.150 |
-0.300 |
71 |
701 |
+17 |
| Jan11 |
100416 |
111.250 |
111.500 |
110.930 |
111.400 |
+0.150 |
20 |
182 |
+11 |
| Total Volume and Open Interest |
7,607 |
43,777 |
+680 |
| Lean Hogs(CME) |
| May10 |
100416 |
86.600 |
86.800 |
85.830 |
86.430 |
+0.380 |
768 |
7,036 |
+62 |
| Jun10 |
100416 |
86.830 |
86.850 |
85.900 |
86.150 |
+0.070 |
11,898 |
84,259 |
-1,416 |
| Jul10 |
100416 |
86.700 |
86.750 |
86.050 |
86.200 |
+0.050 |
3,411 |
30,218 |
-380 |
| Aug10 |
100416 |
86.385 |
86.450 |
85.830 |
86.250 |
+0.320 |
3,207 |
39,644 |
+357 |
| Oct10 |
100416 |
76.800 |
77.500 |
76.500 |
77.450 |
+1.000 |
1,484 |
26,183 |
-335 |
| Dec10 |
100416 |
73.850 |
74.430 |
73.600 |
74.050 |
+0.550 |
702 |
15,488 |
+50 |
| Feb11 |
100416 |
74.200 |
74.500 |
73.900 |
74.350 |
+0.350 |
142 |
4,406 |
+55 |
| Apr11 |
100416 |
75.500 |
75.500 |
74.900 |
75.400 |
+0.300 |
247 |
1,669 |
+95 |
| Total Volume and Open Interest |
24,814 |
219,939 |
-1,871 |
| Pork Bellies(CME) |
| May10 |
100416 |
98.000 |
98.300 |
96.200 |
97.550 |
+2.000 |
15 |
176 |
-2 |
| Jul10 |
100416 |
96.500 |
98.900 |
96.500 |
98.900 |
+1.900 |
6 |
93 |
+3 |
| Aug10 |
100416 |
92.400 |
93.250 |
91.230 |
92.400 |
+1.900 |
0 |
22 |
+0 |
| Feb11 |
100416 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
0 |
1 |
+0 |
| Mar11 |
100416 |
93.500 |
93.500 |
93.500 |
93.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
21 |
293 |
+1 |
| Class III Milk(CME) |
| Apr10 |
100416 |
12.85 |
12.89 |
12.84 |
12.85 |
unch |
75 |
4,449 |
-15 |
| May10 |
100416 |
13.15 |
13.16 |
13.00 |
13.09 |
-0.03 |
227 |
4,660 |
-24 |
| Jun10 |
100416 |
13.41 |
13.44 |
13.26 |
13.35 |
-0.03 |
371 |
4,338 |
+96 |
| Jul10 |
100416 |
14.14 |
14.15 |
13.91 |
13.97 |
-0.14 |
137 |
3,042 |
+17 |
| Aug10 |
100416 |
14.64 |
14.76 |
14.60 |
14.70 |
+0.03 |
82 |
2,869 |
+17 |
| Total Volume and Open Interest |
1,044 |
29,672 |
+138 |
| Cocoa(ICE) |
| May10 |
100416 |
2888 |
2968 |
2887 |
2965 |
+89 |
5,145 |
3,472 |
-3,618 |
| Jul10 |
100416 |
2911 |
2994 |
2902 |
2988 |
+98 |
8,624 |
61,065 |
+1,677 |
| Sep10 |
100416 |
2932 |
3008 |
2930 |
3004 |
+90 |
2,398 |
21,540 |
+723 |
| Dec10 |
100416 |
2956 |
3020 |
2951 |
3014 |
+73 |
1,821 |
13,165 |
+80 |
| Mar11 |
100416 |
2983 |
3034 |
2983 |
3030 |
+57 |
199 |
12,487 |
+9 |
| May11 |
100416 |
2998 |
3033 |
2995 |
3033 |
+48 |
2 |
5,527 |
+0 |
| Jul11 |
100416 |
3031 |
3042 |
3030 |
3041 |
+55 |
0 |
2,806 |
+0 |
| Total Volume and Open Interest |
18,199 |
122,779 |
-1,129 |
| Coffee "C"(ICE) |
| May10 |
100416 |
131.80 |
132.15 |
129.00 |
129.10 |
-2.65 |
12,096 |
28,085 |
-5,702 |
| Jul10 |
100416 |
133.00 |
133.75 |
130.70 |
130.80 |
-2.60 |
12,120 |
58,398 |
+4,049 |
| Sep10 |
100416 |
135.20 |
135.20 |
132.30 |
132.40 |
-2.60 |
1,978 |
21,052 |
+682 |
| Dec10 |
100416 |
136.90 |
136.90 |
134.30 |
134.30 |
-2.60 |
844 |
15,241 |
+3,111 |
| Mar11 |
100416 |
138.50 |
138.50 |
136.00 |
136.00 |
-2.70 |
76 |
7,524 |
+5 |
| May11 |
100416 |
137.60 |
137.60 |
137.25 |
137.25 |
-2.80 |
53 |
3,480 |
+28 |
| Total Volume and Open Interest |
27,396 |
135,026 |
+2,083 |
| Orange Juice(ICE) |
| May10 |
100416 |
130.80 |
131.85 |
129.75 |
130.30 |
-0.70 |
2,474 |
12,239 |
-1,717 |
| Jul10 |
100416 |
133.25 |
134.40 |
132.10 |
132.65 |
-0.80 |
2,242 |
16,136 |
+1,606 |
| Sep10 |
100416 |
135.10 |
135.50 |
133.40 |
133.90 |
-0.80 |
33 |
2,591 |
+12 |
| Nov10 |
100416 |
135.80 |
136.25 |
135.05 |
135.05 |
-1.00 |
31 |
950 |
+15 |
| Jan11 |
100416 |
137.30 |
137.50 |
136.40 |
136.40 |
-1.35 |
0 |
726 |
+0 |
| Mar11 |
100416 |
138.00 |
138.00 |
136.75 |
136.75 |
-2.25 |
0 |
92 |
+0 |
| Total Volume and Open Interest |
4,780 |
32,948 |
-84 |
| Sugar #11(ICE) |
| May10 |
100416 |
16.80 |
17.25 |
15.91 |
15.95 |
-0.90 |
65,851 |
137,950 |
-14,661 |
| Jul10 |
100416 |
17.08 |
17.42 |
16.12 |
16.18 |
-0.90 |
65,009 |
247,834 |
+15,252 |
| Oct10 |
100416 |
17.66 |
17.93 |
16.90 |
16.97 |
-0.63 |
25,628 |
139,721 |
-306 |
| Mar11 |
100416 |
18.05 |
18.34 |
17.50 |
17.59 |
-0.51 |
7,996 |
69,406 |
+1,261 |
| May11 |
100416 |
17.85 |
18.05 |
17.33 |
17.38 |
-0.47 |
4,383 |
20,091 |
+155 |
| Total Volume and Open Interest |
172,414 |
688,750 |
+1,763 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100416 |
2172 |
2200 |
2150 |
2200 |
+55 |
3,271 |
40,338 |
+126 |
| Sep10 |
100416 |
2135 |
2170 |
2123 |
2170 |
+54 |
881 |
23,401 |
+263 |
| Dec10 |
100416 |
2105 |
2140 |
2099 |
2139 |
+48 |
403 |
17,290 |
+62 |
| Mar11 |
100416 |
2071 |
2100 |
2071 |
2099 |
+41 |
422 |
17,534 |
+342 |
| May11 |
100416 |
2077 |
2097 |
2075 |
2095 |
+45 |
52 |
3,883 |
+27 |
| Jul11 |
100416 |
2096 |
2096 |
2096 |
2096 |
+46 |
0 |
668 |
+0 |
| Total Volume and Open Interest |
14,233 |
155,876 |
+1,153 |
| London Sugar(LCE) |
| Aug10 |
100416 |
498.60 |
508.50 |
484.00 |
486.30 |
-10.30 |
6,275 |
33,111 |
+824 |
| Oct10 |
100416 |
482.80 |
486.70 |
464.10 |
466.30 |
-12.90 |
1,238 |
10,060 |
+315 |
| Dec10 |
100416 |
479.40 |
483.90 |
462.00 |
464.20 |
-12.30 |
60 |
2,744 |
-1 |
| Mar11 |
100416 |
485.30 |
488.00 |
470.50 |
472.70 |
-10.80 |
9 |
2,078 |
+1 |
| May11 |
100416 |
484.00 |
484.00 |
467.70 |
469.20 |
-11.40 |
3 |
1,322 |
+0 |
| Total Volume and Open Interest |
12,414 |
52,599 |
-1,843 |
| Cotton(ICE) |
| May10 |
100416 |
80.72 |
81.26 |
79.04 |
80.01 |
-0.49 |
11,748 |
39,541 |
-9,098 |
| Jul10 |
100416 |
82.06 |
82.81 |
80.64 |
81.59 |
-0.53 |
10,528 |
93,618 |
+6,713 |
| Oct10 |
100416 |
76.96 |
77.08 |
76.96 |
77.08 |
-0.34 |
142 |
505 |
+87 |
| Dec10 |
100416 |
75.95 |
76.31 |
75.50 |
75.94 |
+0.05 |
2,792 |
45,776 |
+179 |
| Mar11 |
100416 |
77.25 |
77.40 |
77.00 |
77.16 |
+0.30 |
205 |
4,919 |
+27 |
| May11 |
100416 |
77.17 |
77.17 |
77.17 |
77.17 |
+0.17 |
0 |
143 |
+0 |
| Total Volume and Open Interest |
25,559 |
187,948 |
-2,077 |
| Lumber(CME) |
| May10 |
100416 |
309.1 |
315.0 |
306.3 |
315.0 |
+10.0 |
831 |
3,797 |
-154 |
| Jul10 |
100416 |
319.0 |
325.6 |
317.5 |
325.6 |
+10.0 |
467 |
4,336 |
+100 |
| Sep10 |
100416 |
320.4 |
327.4 |
320.0 |
327.0 |
+9.3 |
315 |
1,576 |
+137 |
| Nov10 |
100416 |
295.8 |
300.5 |
295.8 |
300.0 |
+8.0 |
45 |
376 |
+33 |
| Total Volume and Open Interest |
1,658 |
10,091 |
+116 |
| Crude Oil(NYM) |
| May10 |
100416 |
85.35 |
85.44 |
82.52 |
83.24 |
-2.27 |
425,166 |
114,458 |
-42,173 |
| Jun10 |
100416 |
86.56 |
86.67 |
83.91 |
84.67 |
-2.08 |
325,996 |
340,763 |
+27,966 |
| Jul10 |
100416 |
87.94 |
88.03 |
85.50 |
86.22 |
-1.85 |
144,513 |
166,356 |
+4,112 |
| Aug10 |
100416 |
88.93 |
88.98 |
86.44 |
87.15 |
-1.75 |
50,583 |
60,934 |
+1,313 |
| Sep10 |
100416 |
89.41 |
89.54 |
87.07 |
87.80 |
-1.66 |
46,394 |
64,696 |
-1,284 |
| Oct10 |
100416 |
89.43 |
89.62 |
87.52 |
88.27 |
-1.59 |
21,900 |
35,204 |
+888 |
| Nov10 |
100416 |
90.00 |
90.00 |
88.04 |
88.67 |
-1.51 |
12,771 |
25,262 |
+440 |
| Dec10 |
100416 |
90.47 |
90.50 |
88.32 |
89.04 |
-1.43 |
71,184 |
185,715 |
+2,272 |
| Jan11 |
100416 |
90.15 |
90.15 |
89.28 |
89.31 |
-1.38 |
4,359 |
30,079 |
+95 |
| Feb11 |
100416 |
90.43 |
90.43 |
89.21 |
89.58 |
-1.34 |
2,955 |
13,275 |
-131 |
| Mar11 |
100416 |
90.63 |
90.63 |
89.67 |
89.83 |
-1.32 |
3,349 |
16,372 |
-506 |
| Apr11 |
100416 |
90.80 |
90.80 |
89.45 |
90.05 |
-1.30 |
2,547 |
13,815 |
-387 |
| May11 |
100416 |
90.97 |
90.97 |
90.24 |
90.24 |
-1.27 |
1,989 |
5,135 |
-224 |
| Jun11 |
100416 |
91.25 |
91.25 |
89.69 |
90.39 |
-1.24 |
5,622 |
36,332 |
-536 |
| Jul11 |
100416 |
90.51 |
90.51 |
90.51 |
90.51 |
-1.21 |
590 |
4,574 |
+51 |
| Aug11 |
100416 |
90.62 |
90.62 |
90.62 |
90.62 |
-1.16 |
513 |
3,759 |
+39 |
| Total Volume and Open Interest |
1,153,004 |
1,385,517 |
-6,806 |
| e-miNY Crude Oil(NYM) |
| Apr10 |
100319 |
82.200 |
82.200 |
79.850 |
80.675 |
-1.525 |
6,323 |
2,952 |
-500 |
| May10 |
100416 |
85.325 |
85.425 |
82.550 |
83.250 |
-2.250 |
11,556 |
5,429 |
-438 |
| Jun10 |
100416 |
86.525 |
86.700 |
83.925 |
84.675 |
-2.075 |
1,973 |
2,489 |
+338 |
| Jul10 |
100416 |
87.725 |
87.725 |
85.525 |
86.225 |
-1.850 |
150 |
264 |
+9 |
| Aug10 |
100416 |
88.425 |
88.475 |
86.500 |
87.150 |
-1.750 |
4 |
82 |
+2 |
| Sep10 |
100416 |
87.800 |
87.800 |
87.800 |
87.800 |
-1.650 |
2 |
13 |
+0 |
| Oct10 |
100416 |
88.525 |
88.525 |
88.275 |
88.275 |
-1.575 |
1 |
12 |
+0 |
| Nov10 |
100416 |
88.675 |
88.675 |
88.675 |
88.675 |
-1.500 |
1 |
2 |
+1 |
| Dec10 |
100416 |
89.050 |
89.050 |
89.050 |
89.050 |
-1.425 |
0 |
61 |
+0 |
| Jan11 |
100416 |
89.300 |
89.300 |
89.300 |
89.300 |
-1.400 |
|
|
|
| Total Volume and Open Interest |
13,687 |
8,397 |
-88 |
| Heating Oil(NYM) |
| May10 |
100416 |
225.02 |
225.30 |
219.01 |
221.69 |
-3.54 |
48,230 |
71,194 |
-784 |
| Jun10 |
100416 |
227.13 |
227.39 |
221.31 |
223.94 |
-3.45 |
33,008 |
65,266 |
+2,316 |
| Jul10 |
100416 |
229.31 |
229.31 |
223.86 |
226.21 |
-3.43 |
18,086 |
31,884 |
+739 |
| Aug10 |
100416 |
231.03 |
231.03 |
225.90 |
228.40 |
-3.44 |
9,673 |
17,426 |
+381 |
| Sep10 |
100416 |
233.58 |
233.58 |
228.22 |
230.75 |
-3.34 |
8,806 |
16,510 |
+1,423 |
| Oct10 |
100416 |
235.15 |
235.15 |
231.42 |
233.45 |
-3.24 |
2,348 |
13,571 |
+56 |
| Nov10 |
100416 |
237.18 |
237.18 |
233.97 |
236.15 |
-3.14 |
1,570 |
10,900 |
+401 |
| Dec10 |
100416 |
241.89 |
241.89 |
236.63 |
238.85 |
-3.04 |
8,321 |
30,388 |
-129 |
| Jan11 |
100416 |
243.75 |
243.75 |
239.89 |
241.48 |
-2.91 |
848 |
13,192 |
-65 |
| Feb11 |
100416 |
242.23 |
243.16 |
240.79 |
243.06 |
-2.78 |
201 |
4,763 |
+23 |
| Mar11 |
100416 |
242.63 |
243.59 |
241.19 |
243.46 |
-2.73 |
384 |
6,546 |
+88 |
| Apr11 |
100416 |
241.14 |
242.51 |
241.14 |
242.51 |
-2.63 |
169 |
2,307 |
+62 |
| Total Volume and Open Interest |
133,112 |
303,197 |
+4,684 |
| Gasoline(NYMEX) |
| May10 |
100416 |
232.48 |
232.48 |
224.61 |
227.70 |
-4.92 |
53,803 |
79,004 |
-7,856 |
| Jun10 |
100416 |
233.43 |
233.60 |
226.56 |
229.39 |
-4.54 |
41,936 |
89,918 |
+2,996 |
| Jul10 |
100416 |
233.65 |
233.65 |
228.19 |
230.60 |
-4.30 |
16,485 |
50,018 |
+3,538 |
| Aug10 |
100416 |
234.58 |
234.58 |
229.13 |
231.38 |
-4.11 |
5,013 |
22,741 |
+1,120 |
| Sep10 |
100416 |
233.34 |
233.84 |
229.05 |
231.16 |
-3.89 |
8,450 |
29,011 |
+1,662 |
| Oct10 |
100416 |
225.26 |
225.26 |
219.62 |
221.53 |
-3.74 |
4,361 |
12,627 |
+300 |
| Nov10 |
100416 |
222.11 |
222.11 |
220.56 |
220.93 |
-3.60 |
2,353 |
14,098 |
-105 |
| Dec10 |
100416 |
223.70 |
223.81 |
219.48 |
221.35 |
-3.44 |
2,877 |
12,286 |
+576 |
| Jan11 |
100416 |
226.50 |
226.50 |
223.10 |
223.10 |
-3.41 |
67 |
5,042 |
+20 |
| Feb11 |
100416 |
225.30 |
225.30 |
225.30 |
225.30 |
-3.35 |
0 |
1,240 |
+0 |
| Total Volume and Open Interest |
135,900 |
326,066 |
+2,597 |
| e-miNY RBOB Gasoline(NYM) |
| May10 |
100416 |
227.70 |
227.70 |
227.70 |
227.70 |
-4.90 |
0 |
15 |
+0 |
| Jun10 |
100416 |
229.40 |
229.40 |
229.39 |
229.40 |
-4.50 |
0 |
1 |
+0 |
| Jul10 |
100416 |
230.60 |
230.60 |
230.60 |
230.60 |
-4.30 |
0 |
1 |
+0 |
| Aug10 |
100416 |
231.40 |
231.40 |
231.38 |
231.40 |
-4.10 |
1 |
1 |
-1 |
| Total Volume and Open Interest |
1 |
22 |
-1 |
| Natural Gas(NYM) |
| May10 |
100416 |
4.012 |
4.099 |
3.985 |
4.039 |
+0.054 |
163,603 |
133,803 |
-27,591 |
| Jun10 |
100416 |
4.100 |
4.183 |
4.063 |
4.125 |
+0.051 |
90,101 |
92,086 |
+3,262 |
| Jul10 |
100416 |
4.218 |
4.300 |
4.177 |
4.243 |
+0.053 |
55,771 |
138,703 |
+8,397 |
| Aug10 |
100416 |
4.308 |
4.375 |
4.257 |
4.326 |
+0.055 |
19,327 |
46,776 |
+334 |
| Sep10 |
100416 |
4.323 |
4.425 |
4.310 |
4.375 |
+0.061 |
10,535 |
41,714 |
-1,368 |
| Oct10 |
100416 |
4.451 |
4.532 |
4.410 |
4.484 |
+0.065 |
15,420 |
65,889 |
+1,804 |
| Nov10 |
100416 |
4.798 |
4.873 |
4.768 |
4.837 |
+0.063 |
3,546 |
14,502 |
-948 |
| Dec10 |
100416 |
5.209 |
5.260 |
5.161 |
5.232 |
+0.060 |
3,939 |
29,369 |
+113 |
| Jan11 |
100416 |
5.390 |
5.470 |
5.374 |
5.445 |
+0.063 |
8,608 |
47,443 |
+968 |
| Feb11 |
100416 |
5.370 |
5.450 |
5.340 |
5.411 |
+0.063 |
925 |
18,434 |
+100 |
| Mar11 |
100416 |
5.270 |
5.350 |
5.243 |
5.313 |
+0.065 |
2,852 |
39,387 |
+338 |
| Apr11 |
100416 |
5.076 |
5.141 |
5.050 |
5.117 |
+0.066 |
2,107 |
36,540 |
+229 |
| May11 |
100416 |
5.096 |
5.147 |
5.070 |
5.129 |
+0.068 |
1,013 |
17,480 |
+533 |
| Jun11 |
100416 |
5.134 |
5.186 |
5.134 |
5.180 |
+0.069 |
120 |
6,368 |
-16 |
| Jul11 |
100416 |
5.185 |
5.262 |
5.185 |
5.246 |
+0.069 |
24 |
4,854 |
+4 |
| Aug11 |
100416 |
5.290 |
5.305 |
5.251 |
5.297 |
+0.070 |
131 |
4,731 |
+16 |
| Total Volume and Open Interest |
379,581 |
855,491 |
-12,877 |
| Brent Crude Oil(ICE) |
| Jun10 |
100416 |
87.48 |
87.57 |
85.12 |
85.99 |
-1.60 |
224,343 |
274,972 |
+9,155 |
| Jul10 |
100416 |
88.09 |
88.16 |
85.80 |
86.63 |
-1.57 |
76,201 |
149,791 |
+2,009 |
| Aug10 |
100416 |
88.63 |
88.63 |
86.42 |
87.19 |
-1.52 |
36,481 |
68,597 |
-4,061 |
| Sep10 |
100416 |
88.86 |
88.96 |
86.95 |
87.66 |
-1.47 |
20,529 |
35,026 |
-720 |
| Oct10 |
100416 |
89.19 |
89.37 |
87.41 |
88.09 |
-1.42 |
12,918 |
25,790 |
-70 |
| Nov10 |
100416 |
89.56 |
89.74 |
87.81 |
88.49 |
-1.37 |
10,668 |
18,195 |
-400 |
| Dec10 |
100416 |
89.89 |
90.09 |
88.16 |
88.87 |
-1.31 |
34,339 |
97,228 |
+1,178 |
| Jan11 |
100416 |
89.99 |
89.99 |
89.21 |
89.21 |
-1.27 |
4,238 |
16,916 |
+938 |
| Feb11 |
100416 |
89.54 |
89.54 |
89.54 |
89.54 |
-1.24 |
1,470 |
8,065 |
-4 |
| Mar11 |
100416 |
89.85 |
89.85 |
89.85 |
89.85 |
-1.21 |
1,002 |
7,555 |
+177 |
| Apr11 |
100416 |
90.14 |
90.14 |
90.14 |
90.14 |
-1.19 |
592 |
5,049 |
-30 |
| May11 |
100416 |
90.39 |
90.39 |
90.39 |
90.39 |
-1.17 |
406 |
3,611 |
+45 |
| Jun11 |
100416 |
90.51 |
90.61 |
90.00 |
90.59 |
-1.16 |
1,195 |
17,122 |
-811 |
| Jul11 |
100416 |
90.78 |
90.78 |
90.78 |
90.78 |
-1.12 |
32 |
2,970 |
-17 |
| Total Volume and Open Interest |
520,188 |
850,736 |
-47,656 |
| Gas Oil(ICE) |
| May10 |
100416 |
718.00 |
719.00 |
701.25 |
705.50 |
-10.25 |
53,149 |
115,516 |
-5,742 |
| Jun10 |
100416 |
721.50 |
722.25 |
705.00 |
709.50 |
-10.00 |
54,623 |
120,843 |
+12,255 |
| Jul10 |
100416 |
725.25 |
727.25 |
710.50 |
714.75 |
-9.75 |
20,714 |
49,013 |
+1,015 |
| Aug10 |
100416 |
729.25 |
731.00 |
716.25 |
720.00 |
-9.75 |
11,877 |
27,922 |
+187 |
| Sep10 |
100416 |
736.50 |
737.50 |
721.25 |
725.50 |
-9.75 |
9,380 |
31,436 |
-1,122 |
| Oct10 |
100416 |
741.00 |
741.25 |
727.00 |
731.00 |
-9.25 |
4,317 |
21,071 |
-123 |
| Nov10 |
100416 |
745.50 |
745.50 |
731.25 |
735.25 |
-8.75 |
3,569 |
17,121 |
+292 |
| Dec10 |
100416 |
749.75 |
749.75 |
735.00 |
739.25 |
-8.00 |
14,085 |
92,340 |
+1,209 |
| Jan11 |
100416 |
748.50 |
748.50 |
741.50 |
744.00 |
-7.75 |
765 |
22,204 |
-4 |
| Feb11 |
100416 |
750.75 |
750.75 |
745.25 |
748.00 |
-7.50 |
694 |
12,622 |
+180 |
| Total Volume and Open Interest |
175,447 |
576,144 |
+8,629 |
| Ethanol(CBOT) |
| Apr10 |
100406 |
1.512 |
1.512 |
1.512 |
1.512 |
-0.003 |
87 |
178 |
-68 |
| May10 |
100416 |
1.573 |
1.586 |
1.573 |
1.582 |
+0.004 |
157 |
1,020 |
-83 |
| Jun10 |
100416 |
1.598 |
1.600 |
1.596 |
1.598 |
-0.001 |
146 |
1,235 |
+78 |
| Jul10 |
100416 |
1.620 |
1.625 |
1.617 |
1.622 |
+0.004 |
22 |
1,220 |
+23 |
| Aug10 |
100416 |
1.626 |
1.638 |
1.626 |
1.631 |
+0.004 |
32 |
539 |
+0 |
| Sep10 |
100416 |
1.637 |
1.655 |
1.636 |
1.641 |
+0.006 |
21 |
625 |
+20 |
| Oct10 |
100416 |
1.638 |
1.638 |
1.638 |
1.638 |
-0.003 |
25 |
659 |
+10 |
| Nov10 |
100416 |
1.667 |
1.667 |
1.651 |
1.652 |
-0.003 |
25 |
813 |
+25 |
| Total Volume and Open Interest |
519 |
8,358 |
+134 |
| US Dollar Index(ICE) |
| Jun10 |
100416 |
80.635 |
81.035 |
80.580 |
80.945 |
+0.360 |
28,807 |
43,444 |
-1,090 |
| Sep10 |
100416 |
80.940 |
81.220 |
80.940 |
81.195 |
+0.360 |
196 |
2,148 |
-83 |
| Dec10 |
100416 |
81.445 |
81.445 |
81.445 |
81.445 |
+0.310 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
29,004 |
45,594 |
-1,172 |
| Australian Dollar(CME) |
| Jun10 |
100416 |
92.82 |
92.86 |
91.71 |
91.97 |
-0.81 |
58,304 |
154,832 |
+1,072 |
| Sep10 |
100416 |
91.79 |
91.79 |
90.74 |
91.00 |
-0.79 |
155 |
260 |
+19 |
| Dec10 |
100416 |
90.01 |
90.80 |
90.01 |
90.01 |
-0.79 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
58,459 |
155,105 |
+1,091 |
| British Pound(CME) |
| Jun10 |
100416 |
154.74 |
154.81 |
153.53 |
153.86 |
-1.14 |
88,190 |
120,509 |
-788 |
| Sep10 |
100416 |
154.65 |
154.93 |
153.56 |
153.79 |
-1.14 |
430 |
657 |
+34 |
| Dec10 |
100416 |
153.74 |
154.88 |
153.74 |
153.74 |
-1.14 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
88,620 |
121,193 |
-754 |
| Canadian Dollar(CME) |
| Jun10 |
100416 |
99.79 |
99.95 |
98.36 |
98.53 |
-1.24 |
61,616 |
153,150 |
+3,021 |
| Sep10 |
100416 |
99.51 |
99.76 |
98.33 |
98.46 |
-1.22 |
265 |
2,115 |
+40 |
| Dec10 |
100416 |
99.28 |
99.28 |
98.13 |
98.27 |
-1.21 |
48 |
924 |
+17 |
| Mar11 |
100416 |
98.20 |
99.23 |
97.91 |
98.00 |
-1.23 |
30 |
231 |
+7 |
| Total Volume and Open Interest |
61,961 |
156,487 |
+3,086 |
| Japanese Yen(CME) |
| Jun10 |
100416 |
107.46 |
108.87 |
107.42 |
108.59 |
+1.14 |
121,501 |
129,319 |
-1,483 |
| Sep10 |
100416 |
107.56 |
108.94 |
107.50 |
108.67 |
+1.13 |
714 |
874 |
+19 |
| Dec10 |
100416 |
108.88 |
108.88 |
107.66 |
108.79 |
+1.13 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
122,216 |
130,260 |
-1,463 |
| Swiss Franc(CME) |
| Jun10 |
100416 |
94.77 |
94.77 |
94.10 |
94.26 |
-0.46 |
40,175 |
34,300 |
+906 |
| Sep10 |
100416 |
94.70 |
94.80 |
94.22 |
94.34 |
-0.46 |
9 |
475 |
-7 |
| Dec10 |
100416 |
94.42 |
94.88 |
94.41 |
94.42 |
-0.46 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
40,184 |
34,785 |
+899 |
| EuroFX(CME) |
| Jun10 |
100416 |
135.80 |
135.83 |
134.74 |
134.98 |
-0.78 |
312,008 |
201,026 |
+107 |
| Sep10 |
100416 |
135.70 |
135.74 |
134.74 |
134.97 |
-0.78 |
1,074 |
2,322 |
+179 |
| Dec10 |
100416 |
135.00 |
135.71 |
134.93 |
134.93 |
-0.78 |
2 |
94 |
+0 |
| Total Volume and Open Interest |
313,084 |
203,485 |
+286 |
| Mexican Peso(CME) |
| Apr10 |
100416 |
814.5 |
821.0 |
814.5 |
814.5 |
-6.5 |
|
|
|
| May10 |
100416 |
812.2 |
818.8 |
812.2 |
812.2 |
-6.5 |
|
|
|
| Total Volume and Open Interest |
10,126 |
139,930 |
-279 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100416 |
116~050 |
117~000 |
116~040 |
116~280 |
+0~250 |
|
|
|
| Sep10 |
100416 |
115~050 |
115~270 |
114~300 |
115~250 |
+0~270 |
340 |
639 |
+206 |
| Dec10 |
100416 |
113~120 |
114~210 |
113~120 |
114~210 |
+0~260 |
4 |
5 |
+2 |
| Total Volume and Open Interest |
281,901 |
650,313 |
-915 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100416 |
116~160 |
117~085 |
116~150 |
117~025 |
+0~220 |
1,014,960 |
1,607,419 |
-55,833 |
| Sep10 |
100416 |
115~040 |
115~275 |
115~000 |
115~225 |
+0~225 |
1,013 |
8,703 |
+367 |
| Dec10 |
100416 |
113~250 |
114~105 |
113~195 |
114~105 |
+0~230 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,015,973 |
1,616,126 |
-55,466 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100416 |
114~125 |
115~063 |
114~125 |
115~050 |
+0~061 |
404,410 |
924,029 |
-3,031 |
| Sep10 |
100416 |
113~127 |
114~038 |
113~104 |
114~038 |
+0~062 |
219 |
1,311 |
+0 |
| Dec10 |
100416 |
113~026 |
113~026 |
112~091 |
113~026 |
+0~063 |
|
|
|
| Total Volume and Open Interest |
404,629 |
925,340 |
-3,031 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100415 |
54~030 |
54~032 |
54~030 |
54~032 |
+0~004 |
|
|
|
| Sep10 |
100416 |
108~001 |
108~016 |
107~118 |
108~015 |
+0~025 |
201 |
2,070 |
+126 |
| Dec10 |
100416 |
107~071 |
107~071 |
107~044 |
107~071 |
+0~027 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
267,998 |
994,323 |
+6,379 |
| Eurodollars(CME) |
| Jun10 |
100416 |
99.635 |
99.650 |
99.635 |
99.640 |
+0.005 |
179,342 |
1,247,961 |
+33,694 |
| Sep10 |
100416 |
99.505 |
99.540 |
99.500 |
99.535 |
+0.035 |
181,517 |
1,087,348 |
+14,533 |
| Dec10 |
100416 |
99.250 |
99.320 |
99.245 |
99.305 |
+0.065 |
257,534 |
1,228,775 |
+5,560 |
| Mar11 |
100416 |
98.910 |
99.000 |
98.905 |
98.985 |
+0.090 |
288,026 |
712,408 |
+4,977 |
| Jun11 |
100416 |
98.530 |
98.630 |
98.530 |
98.620 |
+0.105 |
382,980 |
868,267 |
+11,429 |
| Sep11 |
100416 |
98.160 |
98.270 |
98.160 |
98.260 |
+0.115 |
230,063 |
729,269 |
+6,217 |
| Dec11 |
100416 |
97.805 |
97.915 |
97.805 |
97.910 |
+0.120 |
194,415 |
531,765 |
-1,637 |
| Mar12 |
100416 |
97.500 |
97.610 |
97.495 |
97.605 |
+0.120 |
151,579 |
346,513 |
-3,062 |
| Jun12 |
100416 |
97.200 |
97.310 |
97.195 |
97.300 |
+0.115 |
77,544 |
235,167 |
+2,307 |
| Sep12 |
100416 |
96.920 |
97.030 |
96.920 |
97.020 |
+0.115 |
46,991 |
163,898 |
+911 |
| Dec12 |
100416 |
96.660 |
96.755 |
96.660 |
96.750 |
+0.115 |
35,665 |
146,124 |
-617 |
| Mar13 |
100416 |
96.435 |
96.530 |
96.435 |
96.525 |
+0.110 |
30,495 |
125,588 |
+1,826 |
| Jun13 |
100416 |
96.225 |
96.310 |
96.215 |
96.305 |
+0.105 |
12,755 |
77,958 |
+418 |
| Sep13 |
100416 |
96.025 |
96.115 |
96.015 |
96.110 |
+0.105 |
9,992 |
71,659 |
+885 |
| Dec13 |
100416 |
95.830 |
95.915 |
95.815 |
95.910 |
+0.100 |
7,489 |
38,392 |
+975 |
| Mar14 |
100416 |
95.675 |
95.760 |
95.650 |
95.755 |
+0.100 |
8,171 |
39,185 |
+667 |
| Jun14 |
100416 |
95.530 |
95.600 |
95.495 |
95.595 |
+0.095 |
5,889 |
34,786 |
-93 |
| Sep14 |
100416 |
95.380 |
95.455 |
95.350 |
95.455 |
+0.095 |
5,002 |
23,525 |
+815 |
| Total Volume and Open Interest |
2,123,566 |
7,980,729 |
+80,994 |
| 30 Day Federal Funds(CBOT) |
| Apr10 |
100416 |
99.802 |
99.802 |
99.798 |
99.802 |
unch |
11,978 |
75,075 |
-2,869 |
| May10 |
100416 |
99.785 |
99.790 |
99.785 |
99.785 |
unch |
676 |
69,273 |
+323 |
| Jun10 |
100416 |
99.780 |
99.785 |
99.775 |
99.780 |
+0.005 |
2,932 |
88,318 |
-56 |
| Jul10 |
100416 |
99.765 |
99.770 |
99.760 |
99.765 |
+0.005 |
9,845 |
64,236 |
-2,543 |
| Aug10 |
100416 |
99.745 |
99.750 |
99.740 |
99.745 |
+0.005 |
10,964 |
70,561 |
+5,036 |
| Sep10 |
100416 |
99.710 |
99.730 |
99.710 |
99.725 |
+0.010 |
10,268 |
47,304 |
-1,182 |
| Total Volume and Open Interest |
90,961 |
668,227 |
+3,997 |
| 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 |
100416 |
99.620 |
99.625 |
99.620 |
99.620 |
unch |
0 |
1,748 |
+0 |
| Sep10 |
100416 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
1,131 |
+0 |
| Dec10 |
100416 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
242 |
+0 |
| Mar11 |
100416 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
67 |
+0 |
| Jun11 |
100416 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
| Sep11 |
100416 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
| Dec11 |
100416 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Mar12 |
100416 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
| Jun12 |
100416 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
| Sep12 |
100416 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
3,188 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100416 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
4,420 |
+36 |
| Sep10 |
100416 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
181 |
3,524 |
-16 |
| Dec10 |
100416 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,353 |
+0 |
| Mar11 |
100416 |
99.63 |
99.64 |
99.63 |
99.63 |
unch |
317 |
1,609 |
+0 |
| Jun11 |
100416 |
99.62 |
99.62 |
99.61 |
99.61 |
unch |
0 |
104 |
+0 |
| Sep11 |
100416 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
51 |
+0 |
| Dec11 |
100416 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
102 |
+0 |
| Mar12 |
100416 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
498 |
12,534 |
+20 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100416 |
138.80 |
138.98 |
138.78 |
138.97 |
+0.16 |
1,478 |
15,033 |
-76 |
| Sep10 |
100416 |
138.97 |
138.97 |
138.97 |
138.97 |
+0.16 |
|
|
|
| Dec10 |
100416 |
136.88 |
136.88 |
136.88 |
136.88 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
1,478 |
15,033 |
+137 |
| Euro-Bund(EUREX) |
| Jun10 |
100416 |
123.28 |
123.74 |
123.25 |
123.65 |
+0.46 |
998,151 |
994,648 |
+16,123 |
| Sep10 |
100416 |
122.70 |
123.10 |
122.67 |
123.02 |
+0.47 |
216 |
1,201 |
+98 |
| Dec10 |
100416 |
122.65 |
122.65 |
122.65 |
122.65 |
+0.46 |
|
|
|
| Total Volume and Open Interest |
998,367 |
995,849 |
+16,221 |
| Euro-Bobl(EUREX) |
| Jun10 |
100416 |
117.13 |
117.46 |
117.10 |
117.42 |
+0.29 |
471,510 |
816,763 |
+20,243 |
| Sep10 |
100416 |
116.81 |
117.05 |
116.81 |
117.04 |
+0.36 |
2,993 |
11,873 |
-876 |
| Dec10 |
100416 |
116.82 |
116.82 |
116.82 |
116.82 |
+0.34 |
|
|
|
| Total Volume and Open Interest |
639,031 |
795,196 |
+22,672 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100416 |
99.275 |
99.280 |
99.275 |
99.280 |
+0.005 |
10 |
6,731 |
-3 |
| Sep10 |
100416 |
99.100 |
99.135 |
99.100 |
99.130 |
+0.030 |
16 |
3,141 |
-1 |
| Dec10 |
100416 |
98.925 |
98.965 |
98.925 |
98.965 |
+0.055 |
59 |
1,540 |
-26 |
| Total Volume and Open Interest |
209 |
14,588 |
-87 |
| Long Gilt(LIFFE) |
| Jun10 |
100416 |
114~05 |
114~17 |
114~00 |
114~13 |
+0~17 |
56,717 |
276,596 |
-2,049 |
| Sep10 |
100416 |
113~05 |
113~05 |
113~05 |
113~05 |
+0~17 |
|
|
|
| Total Volume and Open Interest |
56,717 |
276,596 |
-2,049 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100416 |
99.32 |
99.33 |
99.31 |
99.31 |
unch |
29,611 |
378,537 |
-351 |
| Sep10 |
100416 |
99.20 |
99.23 |
99.20 |
99.22 |
+0.02 |
48,801 |
472,255 |
+2,205 |
| Dec10 |
100416 |
98.98 |
99.03 |
98.97 |
99.02 |
+0.05 |
52,734 |
432,926 |
-771 |
| Mar11 |
100416 |
98.68 |
98.76 |
98.68 |
98.75 |
+0.08 |
41,868 |
309,211 |
+4,332 |
| Jun11 |
100416 |
98.33 |
98.44 |
98.33 |
98.41 |
+0.08 |
51,012 |
333,543 |
+6,506 |
| Sep11 |
100416 |
97.99 |
98.10 |
97.99 |
98.07 |
+0.08 |
31,038 |
192,961 |
-668 |
| Total Volume and Open Interest |
324,217 |
2,557,698 |
+5,073 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100416 |
99.275 |
99.285 |
99.270 |
99.280 |
+0.005 |
125,851 |
984,619 |
+13,604 |
| Sep10 |
100416 |
99.100 |
99.135 |
99.100 |
99.130 |
+0.030 |
163,547 |
819,714 |
+6,198 |
| Dec10 |
100416 |
98.905 |
98.975 |
98.905 |
98.965 |
+0.055 |
131,395 |
554,817 |
+2,087 |
| Total Volume and Open Interest |
976,297 |
4,065,187 |
+29,374 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100416 |
95.30 |
95.32 |
95.29 |
95.31 |
+0.01 |
11,212 |
280,211 |
-1,193 |
| Sep10 |
100416 |
95.04 |
95.07 |
95.02 |
95.06 |
+0.02 |
11,658 |
182,491 |
-3,062 |
| Dec10 |
100416 |
94.78 |
94.82 |
94.77 |
94.82 |
+0.04 |
7,603 |
127,118 |
-1,609 |
| Mar11 |
100416 |
94.57 |
94.61 |
94.56 |
94.60 |
+0.03 |
2,706 |
54,809 |
+422 |
| Jun11 |
100416 |
94.37 |
94.41 |
94.36 |
94.40 |
+0.03 |
617 |
44,231 |
-332 |
| Sep11 |
100416 |
94.20 |
94.25 |
94.19 |
94.23 |
+0.02 |
925 |
24,760 |
-20 |
| Dec11 |
100416 |
94.11 |
94.12 |
94.06 |
94.11 |
+0.01 |
1,406 |
19,695 |
+496 |
| Mar12 |
100416 |
94.02 |
94.04 |
93.97 |
94.01 |
-0.01 |
959 |
11,098 |
+166 |
| Jun12 |
100416 |
93.93 |
93.98 |
93.93 |
93.96 |
-0.02 |
71 |
2,279 |
-9 |
| Sep12 |
100416 |
93.94 |
93.94 |
93.94 |
93.94 |
-0.03 |
20 |
1,863 |
+0 |
| Total Volume and Open Interest |
37,197 |
749,161 |
-5,121 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100416 |
94.14 |
94.18 |
94.12 |
94.17 |
+0.04 |
54,241 |
402,344 |
+14,758 |
| Sep10 |
100416 |
94.17 |
94.17 |
94.17 |
94.17 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
54,241 |
402,344 |
+14,758 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100416 |
94.57 |
94.62 |
94.56 |
94.61 |
+0.04 |
63,396 |
539,134 |
+12,670 |
| Sep10 |
100416 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
63,396 |
539,134 |
+12,670 |
| Gold(CMX) |
| Apr10 |
100416 |
1159.6 |
1160.0 |
1130.4 |
1136.3 |
-23.4 |
162 |
604 |
-24 |
| Jun10 |
100416 |
1159.4 |
1161.2 |
1130.0 |
1136.9 |
-23.4 |
123,129 |
332,549 |
-1,446 |
| Aug10 |
100416 |
1160.7 |
1160.8 |
1131.8 |
1138.1 |
-23.4 |
2,309 |
34,290 |
+289 |
| Oct10 |
100416 |
1162.1 |
1162.1 |
1133.0 |
1139.1 |
-23.5 |
686 |
24,141 |
-158 |
| Dec10 |
100416 |
1163.0 |
1164.3 |
1133.4 |
1140.3 |
-23.6 |
1,585 |
43,060 |
+70 |
| Feb11 |
100416 |
1150.4 |
1150.4 |
1136.8 |
1141.8 |
-23.8 |
41 |
17,264 |
+19 |
| Apr11 |
100416 |
1158.1 |
1158.1 |
1137.6 |
1143.5 |
-24.0 |
16 |
12,393 |
+9 |
| Jun11 |
100416 |
490.3 |
490.3 |
490.3 |
490.3 |
-24.3 |
0 |
6,318 |
+0 |
| Aug11 |
100416 |
1148.3 |
1148.3 |
1148.3 |
1148.3 |
-24.6 |
1,010 |
3,609 |
+810 |
| Oct11 |
100416 |
1151.5 |
1151.6 |
1151.5 |
1151.5 |
-24.7 |
155 |
6,340 |
+145 |
| Dec11 |
100416 |
1169.1 |
1170.2 |
1149.2 |
1155.1 |
-25.0 |
1,541 |
14,363 |
-548 |
| Feb12 |
100416 |
1159.2 |
1159.3 |
1159.2 |
1159.2 |
-25.2 |
1,700 |
2,900 |
+625 |
| Total Volume and Open Interest |
135,879 |
526,873 |
-1,983 |
| Silver(CMX) |
| May10 |
100416 |
1841.5 |
1844.0 |
1761.0 |
1767.5 |
-75.8 |
33,780 |
51,940 |
-1,781 |
| Jul10 |
100416 |
1843.0 |
1843.5 |
1763.5 |
1770.2 |
-76.1 |
9,664 |
36,335 |
+3,144 |
| Sep10 |
100416 |
1837.0 |
1846.5 |
1766.5 |
1772.5 |
-76.3 |
1,079 |
6,644 |
+451 |
| Dec10 |
100416 |
1840.0 |
1849.0 |
1770.0 |
1775.8 |
-76.5 |
745 |
13,460 |
+21 |
| Mar11 |
100416 |
1800.0 |
1800.0 |
1778.9 |
1778.9 |
-76.8 |
5 |
3,157 |
+0 |
| May11 |
100416 |
1781.1 |
1787.5 |
1781.1 |
1781.1 |
-76.9 |
0 |
1,929 |
+0 |
| Jul11 |
100416 |
1783.4 |
1783.4 |
1783.4 |
1783.4 |
-77.2 |
1 |
3,004 |
-1 |
| Total Volume and Open Interest |
45,578 |
125,628 |
+1,967 |
| Platinum(NYMEX) |
| Apr10 |
100416 |
1720.0 |
1720.0 |
1690.1 |
1690.8 |
-31.5 |
27 |
139 |
-20 |
| Jul10 |
100416 |
1726.3 |
1729.3 |
1687.6 |
1695.3 |
-31.0 |
3,756 |
36,403 |
-12 |
| Oct10 |
100416 |
1695.4 |
1699.3 |
1692.0 |
1698.5 |
-30.8 |
65 |
662 |
+46 |
| Jan11 |
100416 |
1700.5 |
1700.5 |
1700.5 |
1700.5 |
-30.8 |
0 |
229 |
+0 |
| Total Volume and Open Interest |
3,849 |
37,437 |
+15 |
| Palladium(NYMEX) |
| Jun10 |
100416 |
545.00 |
547.65 |
524.60 |
531.85 |
-14.05 |
4,635 |
22,875 |
-215 |
| Sep10 |
100416 |
546.00 |
546.30 |
529.50 |
532.60 |
-14.05 |
89 |
803 |
+42 |
| Dec10 |
100416 |
547.70 |
547.70 |
533.00 |
533.95 |
-14.05 |
23 |
69 |
+21 |
| Total Volume and Open Interest |
4,748 |
23,772 |
-151 |
| Copper(CMX) |
| May10 |
100416 |
359.25 |
361.00 |
349.15 |
351.45 |
-8.60 |
29,876 |
52,029 |
-5,602 |
| Jul10 |
100416 |
361.20 |
362.95 |
351.25 |
353.55 |
-8.55 |
13,015 |
65,372 |
+7,944 |
| Sep10 |
100416 |
362.50 |
362.60 |
353.70 |
355.05 |
-8.50 |
1,308 |
13,216 |
+570 |
| Dec10 |
100416 |
364.00 |
364.20 |
353.35 |
355.85 |
-8.50 |
483 |
9,494 |
-54 |
| Mar11 |
100416 |
358.00 |
358.00 |
356.00 |
356.00 |
-8.50 |
443 |
2,265 |
+148 |
| Total Volume and Open Interest |
47,412 |
154,932 |
+4,626 |
| DJIA Index(CBOT) |
| Jun10 |
100416 |
11082 |
11100 |
10920 |
10984 |
-112 |
437 |
7,043 |
+71 |
| Sep10 |
100416 |
10920 |
11032 |
10920 |
10920 |
-112 |
1 |
12 |
-1 |
| Dec10 |
100416 |
10865 |
10977 |
10865 |
10865 |
-112 |
0 |
1 |
+0 |
| Mar11 |
100416 |
10810 |
10922 |
10810 |
10810 |
-112 |
|
|
|
| Total Volume and Open Interest |
438 |
7,056 |
+70 |
| S & P 500(CME) |
| Jun10 |
100416 |
1208.20 |
1208.40 |
1182.70 |
1190.30 |
-18.20 |
16,413 |
314,717 |
+800 |
| Sep10 |
100416 |
1200.00 |
1200.70 |
1178.70 |
1185.50 |
-18.20 |
6 |
2,929 |
-2 |
| Dec10 |
100416 |
1179.00 |
1184.00 |
1174.00 |
1180.80 |
-18.20 |
15 |
3,297 |
-4 |
| Mar11 |
100416 |
1176.70 |
1191.90 |
1169.90 |
1176.70 |
-18.20 |
5 |
378 |
+1 |
| Total Volume and Open Interest |
16,439 |
321,346 |
+795 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100416 |
1208.00 |
1208.50 |
1182.75 |
1190.25 |
-18.25 |
1,727,998 |
2,440,787 |
+27,883 |
| Sep10 |
100416 |
1201.25 |
1202.00 |
1178.00 |
1185.50 |
-18.25 |
399 |
11,484 |
+24 |
| Total Volume and Open Interest |
1,728,429 |
2,453,976 |
+27,920 |
| NASDAQ 100(CME) |
| Jun10 |
100416 |
2030.00 |
2035.00 |
1998.00 |
2009.80 |
-25.00 |
2,178 |
15,871 |
-268 |
| Sep10 |
100416 |
2007.50 |
2008.50 |
2007.50 |
2007.50 |
-25.00 |
0 |
10 |
+0 |
| Dec10 |
100416 |
2005.00 |
2006.00 |
2005.00 |
2005.00 |
-25.00 |
|
|
|
| Total Volume and Open Interest |
2,178 |
15,884 |
-268 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100416 |
2033.00 |
2035.30 |
1997.80 |
2009.80 |
-25.00 |
249,031 |
317,118 |
+8,955 |
| Sep10 |
100416 |
2026.80 |
2032.50 |
1996.00 |
2007.50 |
-25.00 |
191 |
526 |
+149 |
| Total Volume and Open Interest |
249,223 |
317,645 |
+9,104 |
| S & P Midcap 400(CME) |
| Jun10 |
100416 |
826.00 |
829.00 |
813.50 |
819.20 |
-9.80 |
125 |
1,681 |
+116 |
| Sep10 |
100416 |
817.20 |
817.20 |
817.20 |
817.20 |
-9.80 |
|
|
|
| Dec10 |
100416 |
815.20 |
815.20 |
815.20 |
815.20 |
-9.80 |
|
|
|
| Total Volume and Open Interest |
125 |
1,681 |
+116 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100416 |
11270 |
11270 |
10865 |
10940 |
-355 |
8,266 |
49,905 |
+1,732 |
| Sep10 |
100416 |
10995 |
11000 |
10995 |
10995 |
-355 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
8,266 |
49,925 |
+1,732 |
| Nikkei 225(SGX) |
| Jun10 |
100416 |
11260 |
11305 |
11085 |
11105 |
-165 |
100,044 |
185,141 |
+1,967 |
| Sep10 |
100416 |
11110 |
11110 |
11110 |
11110 |
-160 |
0 |
160 |
+0 |
| Dec10 |
100416 |
11070 |
11070 |
11070 |
11070 |
-165 |
0 |
968 |
+0 |
| Total Volume and Open Interest |
100,044 |
187,614 |
+1,967 |
| CAC 40(EURONEXT) |
| Apr10 |
100416 |
4041.0 |
4085.0 |
4036.5 |
4061.0 |
-5.0 |
241,224 |
317,267 |
-92,477 |
| May10 |
100416 |
3977.0 |
4011.0 |
3899.0 |
3910.0 |
-81.5 |
132,654 |
304,393 |
+90,245 |
| Jun10 |
100416 |
3940.5 |
3974.0 |
3877.5 |
3879.0 |
-81.5 |
406 |
53,987 |
-3,793 |
| Total Volume and Open Interest |
374,286 |
677,045 |
-6,023 |
| Hang Seng Index(HKFE) |
| Apr10 |
100416 |
21999 |
22146 |
21794 |
21888 |
-310 |
53,435 |
74,033 |
+3,059 |
| May10 |
100416 |
21800 |
21880 |
21540 |
21635 |
-302 |
1,011 |
6,553 |
+249 |
| Jun10 |
100416 |
21766 |
21845 |
21516 |
21613 |
-303 |
282 |
4,245 |
+95 |
| Total Volume and Open Interest |
54,878 |
85,701 |
+3,388 |
| DAX(EUREX) |
| Jun10 |
100416 |
6265.0 |
6310.0 |
6168.0 |
6189.0 |
-106.5 |
127,522 |
157,460 |
+8,552 |
| Sep10 |
100416 |
6270.5 |
6313.0 |
6179.5 |
6194.0 |
-106.5 |
578 |
8,294 |
+192 |
| Dec10 |
100416 |
6279.5 |
6322.0 |
6194.0 |
6202.5 |
-107.0 |
215 |
660 |
+84 |
| Total Volume and Open Interest |
128,315 |
166,414 |
+8,828 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100416 |
5751.00 |
5800.00 |
5682.50 |
5695.50 |
-83.50 |
79,141 |
688,193 |
+7,525 |
| Sep10 |
100416 |
5739.00 |
5743.50 |
5654.00 |
5654.00 |
-83.50 |
10 |
645 |
+0 |
| Dec10 |
100416 |
5715.00 |
5720.00 |
5626.50 |
5626.50 |
-83.50 |
10 |
2,186 |
+10 |
| Total Volume and Open Interest |
79,161 |
691,024 |
+7,535 |
| SPI 200(SFE) |
| Jun10 |
100416 |
5009.0 |
5032.0 |
4984.0 |
4998.0 |
-19.0 |
21,926 |
188,512 |
+845 |
| Sep10 |
100416 |
5000.0 |
5017.0 |
4980.0 |
4988.0 |
-19.0 |
67 |
2,272 |
+60 |
| Dec10 |
100416 |
5009.0 |
5009.0 |
5009.0 |
5009.0 |
-19.0 |
0 |
1,849 |
+0 |
| Total Volume and Open Interest |
21,993 |
193,152 |
+905 |
| GSCI(CME) |
| May10 |
100416 |
550.00 |
550.00 |
539.00 |
544.00 |
-9.50 |
3,622 |
19,677 |
+2,926 |
| Jun10 |
100416 |
556.00 |
556.25 |
545.00 |
550.00 |
-8.50 |
0 |
2 |
+0 |
| Jul10 |
100416 |
547.00 |
547.00 |
547.00 |
547.00 |
|
|
|
|
| Reuters CCI(ICE) |
| Jun10 |
100416 |
276.90 |
276.90 |
276.90 |
276.90 |
-3.50 |
|
|
|
| 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. |
|
|