|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri April 23, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100423 |
1002.25 |
1006.50 |
996.00 |
1000.00 |
-4.25 |
48,564 |
61,247 |
-7,337 |
| Jul10 |
100423 |
1012.75 |
1017.25 |
1006.75 |
1010.00 |
-5.00 |
101,232 |
225,826 |
+10,608 |
| Aug10 |
100423 |
1011.00 |
1013.25 |
1004.00 |
1007.00 |
-4.75 |
5,382 |
13,467 |
+1,841 |
| Sep10 |
100423 |
993.50 |
997.00 |
986.75 |
990.25 |
-6.25 |
1,550 |
10,422 |
-833 |
| Nov10 |
100423 |
982.00 |
985.00 |
975.00 |
979.00 |
-6.00 |
33,535 |
151,687 |
+904 |
| Jan11 |
100423 |
989.25 |
991.75 |
982.25 |
986.00 |
-6.00 |
1,833 |
10,240 |
+292 |
| Mar11 |
100423 |
991.50 |
995.50 |
987.00 |
990.00 |
-5.50 |
926 |
4,997 |
+249 |
| Total Volume and Open Interest |
195,536 |
495,080 |
+6,216 |
| Soybean Meal(CBOT) |
| May10 |
100423 |
295.90 |
296.00 |
290.90 |
292.30 |
-3.30 |
21,715 |
36,401 |
-3,821 |
| Jul10 |
100423 |
295.40 |
295.80 |
290.70 |
292.20 |
-3.30 |
42,738 |
91,406 |
+5,670 |
| Aug10 |
100423 |
292.70 |
292.70 |
288.00 |
289.20 |
-3.50 |
2,766 |
14,711 |
+152 |
| Sep10 |
100423 |
287.60 |
287.60 |
282.40 |
283.40 |
-4.00 |
3,660 |
10,797 |
+317 |
| Oct10 |
100423 |
277.70 |
278.90 |
273.90 |
274.90 |
-4.00 |
1,361 |
8,049 |
-66 |
| Dec10 |
100423 |
277.50 |
277.50 |
272.30 |
273.90 |
-3.90 |
16,694 |
36,149 |
-3,310 |
| Jan11 |
100423 |
277.00 |
277.50 |
273.50 |
273.70 |
-3.80 |
1,024 |
4,105 |
+102 |
| Mar11 |
100423 |
275.70 |
276.40 |
274.20 |
274.50 |
-3.90 |
484 |
2,992 |
+64 |
| Total Volume and Open Interest |
90,830 |
208,683 |
-819 |
| Soybean Oil(CBOT) |
| May10 |
100423 |
39.08 |
39.73 |
38.91 |
39.35 |
+0.26 |
27,260 |
47,257 |
-2,556 |
| Jul10 |
100423 |
39.50 |
40.20 |
39.40 |
39.86 |
+0.32 |
45,185 |
150,390 |
-644 |
| Aug10 |
100423 |
39.90 |
40.33 |
39.90 |
40.06 |
+0.32 |
3,809 |
18,616 |
-82 |
| Sep10 |
100423 |
39.87 |
40.51 |
39.87 |
40.21 |
+0.32 |
3,487 |
10,997 |
+335 |
| Oct10 |
100423 |
40.19 |
40.66 |
40.19 |
40.34 |
+0.30 |
1,421 |
8,634 |
+387 |
| Dec10 |
100423 |
40.39 |
41.05 |
40.34 |
40.71 |
+0.29 |
13,777 |
51,529 |
+743 |
| Jan11 |
100423 |
40.99 |
41.30 |
40.94 |
40.96 |
+0.28 |
728 |
2,867 |
+242 |
| Mar11 |
100423 |
41.19 |
41.53 |
41.18 |
41.20 |
+0.27 |
268 |
1,394 |
+54 |
| Total Volume and Open Interest |
96,175 |
294,455 |
-1,459 |
| Canola(WCE) |
| May10 |
100423 |
378.8 |
381.1 |
378.7 |
379.4 |
+1.1 |
5,130 |
24,117 |
-5,479 |
| Jul10 |
100423 |
385.1 |
387.8 |
384.9 |
385.9 |
+1.1 |
11,392 |
80,053 |
+4,178 |
| Nov10 |
100423 |
387.0 |
391.7 |
387.0 |
389.5 |
+0.8 |
2,184 |
29,452 |
-132 |
| Jan11 |
100423 |
390.3 |
395.0 |
390.3 |
393.0 |
+0.2 |
44 |
1,577 |
-1 |
| Mar11 |
100423 |
396.0 |
396.7 |
394.9 |
394.9 |
-0.5 |
48 |
670 |
+34 |
| Total Volume and Open Interest |
18,822 |
136,523 |
-1,376 |
| Corn(CBOT) |
| May10 |
100423 |
360.75 |
362.50 |
352.00 |
353.00 |
-9.25 |
104,079 |
146,436 |
-8,841 |
| Jul10 |
100423 |
370.00 |
371.50 |
360.00 |
361.00 |
-10.50 |
149,130 |
472,541 |
+4,501 |
| Sep10 |
100423 |
378.00 |
379.75 |
368.25 |
369.50 |
-10.25 |
28,385 |
146,239 |
+3,886 |
| Dec10 |
100423 |
386.25 |
387.50 |
376.50 |
378.25 |
-9.50 |
39,253 |
302,056 |
+2,745 |
| Mar11 |
100423 |
398.00 |
399.00 |
389.00 |
390.50 |
-9.00 |
3,214 |
43,364 |
-124 |
| May11 |
100423 |
406.00 |
407.00 |
397.00 |
399.00 |
-8.50 |
245 |
8,620 |
-739 |
| Total Volume and Open Interest |
326,738 |
1,179,402 |
+1,685 |
| Wheat(CBOT) |
| May10 |
100423 |
498.00 |
499.25 |
489.75 |
493.25 |
-5.25 |
22,042 |
40,048 |
-5,627 |
| Jul10 |
100423 |
510.25 |
512.00 |
502.00 |
505.50 |
-5.50 |
42,981 |
232,772 |
+1,280 |
| Sep10 |
100423 |
526.00 |
527.00 |
517.50 |
521.75 |
-5.50 |
9,123 |
73,592 |
+2,129 |
| Dec10 |
100423 |
551.25 |
553.00 |
543.25 |
547.50 |
-5.25 |
5,304 |
66,408 |
+889 |
| Mar11 |
100423 |
576.50 |
580.00 |
571.00 |
574.00 |
-5.50 |
1,488 |
15,097 |
-52 |
| Total Volume and Open Interest |
82,121 |
453,315 |
-570 |
| Wheat(KCBT) |
| May10 |
100423 |
508.75 |
511.50 |
501.25 |
505.75 |
-4.50 |
6,628 |
17,124 |
-3,232 |
| Jul10 |
100423 |
519.50 |
522.25 |
512.00 |
516.50 |
-4.50 |
11,399 |
64,171 |
+1,004 |
| Sep10 |
100423 |
529.00 |
534.00 |
524.25 |
528.00 |
-5.00 |
821 |
11,502 |
+134 |
| Dec10 |
100423 |
548.00 |
551.75 |
542.00 |
545.50 |
-5.00 |
2,164 |
44,086 |
+504 |
| Mar11 |
100423 |
565.50 |
567.00 |
560.00 |
562.50 |
-5.00 |
533 |
9,018 |
+33 |
| Total Volume and Open Interest |
22,490 |
153,231 |
-1,188 |
| Wheat(MGE) |
| May10 |
100423 |
526.25 |
530.00 |
522.00 |
526.75 |
-2.00 |
2,321 |
5,395 |
-853 |
| Jul10 |
100423 |
538.25 |
541.75 |
533.75 |
538.25 |
-1.75 |
3,789 |
17,702 |
+516 |
| Sep10 |
100423 |
550.00 |
552.50 |
545.00 |
549.50 |
-1.75 |
639 |
6,777 |
+134 |
| Dec10 |
100423 |
567.00 |
571.00 |
562.50 |
567.50 |
-1.50 |
876 |
7,280 |
-154 |
| Mar11 |
100423 |
585.25 |
587.50 |
580.50 |
585.00 |
-0.75 |
214 |
1,360 |
+89 |
| Total Volume and Open Interest |
8,174 |
41,041 |
-49 |
| Oats(CBOT) |
| May10 |
100423 |
213.75 |
215.00 |
203.50 |
205.00 |
-9.50 |
749 |
2,513 |
-399 |
| Jul10 |
100423 |
221.75 |
222.00 |
212.00 |
213.00 |
-9.25 |
893 |
11,064 |
+9 |
| Sep10 |
100423 |
230.25 |
230.50 |
221.25 |
221.25 |
-9.25 |
51 |
1,168 |
-3 |
| Dec10 |
100423 |
243.50 |
243.50 |
233.25 |
233.75 |
-9.00 |
351 |
2,678 |
+100 |
| Total Volume and Open Interest |
2,044 |
17,425 |
-293 |
| Rough Rice(CBOT) |
| May10 |
100423 |
12.32 |
12.44 |
12.31 |
12.40 |
+0.06 |
855 |
5,450 |
-552 |
| Jul10 |
100423 |
12.61 |
12.73 |
12.61 |
12.69 |
+0.06 |
895 |
6,731 |
+322 |
| Sep10 |
100423 |
12.44 |
12.54 |
12.43 |
12.46 |
+0.04 |
267 |
2,614 |
+94 |
| Nov10 |
100423 |
12.56 |
12.66 |
12.55 |
12.58 |
+0.03 |
137 |
1,488 |
+14 |
| Total Volume and Open Interest |
2,280 |
17,173 |
-31 |
| Live Cattle(CME) |
| Apr10 |
100423 |
100.135 |
100.135 |
99.000 |
99.230 |
-0.520 |
4,104 |
10,786 |
-2,079 |
| Jun10 |
100423 |
95.700 |
95.980 |
94.600 |
94.830 |
-0.770 |
22,444 |
167,657 |
+926 |
| Aug10 |
100423 |
94.180 |
94.330 |
93.135 |
93.500 |
-0.600 |
9,152 |
85,534 |
+1,272 |
| Oct10 |
100423 |
96.400 |
96.500 |
95.400 |
95.885 |
-0.365 |
7,672 |
54,089 |
+2,790 |
| Dec10 |
100423 |
97.950 |
98.000 |
97.080 |
97.400 |
-0.385 |
2,679 |
29,551 |
+579 |
| Feb11 |
100423 |
98.700 |
98.800 |
98.050 |
98.600 |
-0.150 |
1,274 |
15,672 |
+445 |
| Total Volume and Open Interest |
49,292 |
371,662 |
+5,370 |
| Feeder Cattle(CME) |
| Apr10 |
100423 |
112.150 |
112.300 |
111.900 |
112.200 |
+0.065 |
335 |
1,750 |
-102 |
| May10 |
100423 |
112.930 |
113.580 |
112.350 |
112.580 |
-0.205 |
2,115 |
12,496 |
-581 |
| Aug10 |
100423 |
116.150 |
116.750 |
115.400 |
115.580 |
-0.570 |
2,642 |
22,114 |
+797 |
| Sep10 |
100423 |
116.000 |
116.430 |
115.000 |
115.200 |
-0.700 |
644 |
4,673 |
+375 |
| Oct10 |
100423 |
114.930 |
115.650 |
114.550 |
114.550 |
-0.380 |
119 |
1,934 |
+61 |
| Nov10 |
100423 |
114.900 |
115.500 |
114.400 |
114.400 |
-0.550 |
156 |
924 |
+106 |
| Jan11 |
100423 |
113.250 |
113.600 |
112.950 |
113.200 |
-0.100 |
11 |
221 |
+10 |
| Total Volume and Open Interest |
6,026 |
44,136 |
+670 |
| Lean Hogs(CME) |
| May10 |
100423 |
89.300 |
89.300 |
86.000 |
87.400 |
-0.985 |
1,120 |
6,501 |
-55 |
| Jun10 |
100423 |
87.730 |
87.800 |
84.000 |
85.180 |
-1.770 |
13,700 |
85,997 |
+1,663 |
| Jul10 |
100423 |
87.830 |
87.930 |
84.430 |
85.950 |
-1.350 |
4,387 |
32,191 |
+1,272 |
| Aug10 |
100423 |
87.500 |
87.535 |
84.830 |
86.080 |
-0.870 |
3,546 |
40,032 |
+958 |
| Oct10 |
100423 |
77.500 |
77.725 |
75.500 |
76.950 |
-0.300 |
1,147 |
28,097 |
+399 |
| Dec10 |
100423 |
75.000 |
75.150 |
72.800 |
74.300 |
-0.400 |
1,667 |
18,165 |
+636 |
| Feb11 |
100423 |
74.850 |
74.850 |
72.800 |
74.400 |
-0.430 |
166 |
5,163 |
+95 |
| Apr11 |
100423 |
75.400 |
75.550 |
73.600 |
75.400 |
-0.075 |
134 |
2,184 |
+58 |
| Total Volume and Open Interest |
25,920 |
218,997 |
+5,068 |
| Pork Bellies(CME) |
| May10 |
100423 |
96.600 |
96.600 |
94.900 |
95.250 |
-1.200 |
38 |
121 |
-20 |
| Jul10 |
100423 |
98.250 |
98.250 |
96.550 |
96.750 |
-1.750 |
22 |
98 |
+6 |
| Aug10 |
100423 |
95.700 |
96.000 |
95.100 |
95.400 |
-0.150 |
0 |
22 |
+0 |
| Feb11 |
100423 |
97.000 |
97.000 |
97.000 |
97.000 |
unch |
0 |
1 |
+0 |
| Mar11 |
100423 |
97.500 |
97.500 |
97.500 |
97.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
60 |
243 |
-14 |
| Class III Milk(CME) |
| Apr10 |
100423 |
12.90 |
12.96 |
12.82 |
12.96 |
+0.14 |
28 |
4,423 |
+0 |
| May10 |
100423 |
13.20 |
13.33 |
13.10 |
13.31 |
+0.14 |
188 |
4,661 |
+9 |
| Jun10 |
100423 |
13.40 |
13.75 |
13.39 |
13.70 |
+0.19 |
99 |
4,422 |
+23 |
| Jul10 |
100423 |
14.10 |
14.37 |
14.10 |
14.35 |
+0.25 |
176 |
3,197 |
+32 |
| Aug10 |
100423 |
14.89 |
15.05 |
14.83 |
15.00 |
+0.11 |
109 |
2,937 |
+27 |
| Total Volume and Open Interest |
759 |
30,207 |
+126 |
| Cocoa(ICE) |
| May10 |
100423 |
3158 |
3182 |
3140 |
3182 |
+57 |
23 |
147 |
-10 |
| Jul10 |
100423 |
3139 |
3211 |
3120 |
3198 |
+59 |
7,979 |
59,475 |
-1,530 |
| Sep10 |
100423 |
3151 |
3227 |
3146 |
3214 |
+57 |
2,072 |
21,055 |
+314 |
| Dec10 |
100423 |
3160 |
3234 |
3159 |
3223 |
+57 |
1,623 |
13,865 |
+208 |
| Mar11 |
100423 |
3170 |
3234 |
3164 |
3231 |
+54 |
646 |
12,958 |
-91 |
| May11 |
100423 |
3206 |
3240 |
3203 |
3240 |
+58 |
248 |
6,121 |
-120 |
| Jul11 |
100423 |
3199 |
3247 |
3199 |
3247 |
+58 |
2 |
2,809 |
-1 |
| Total Volume and Open Interest |
13,551 |
120,289 |
-426 |
| Coffee "C"(ICE) |
| May10 |
100423 |
131.65 |
133.05 |
130.95 |
131.80 |
+0.70 |
7,944 |
3,293 |
-4,885 |
| Jul10 |
100423 |
131.65 |
133.15 |
131.05 |
131.95 |
+0.50 |
15,047 |
76,774 |
+3,517 |
| Sep10 |
100423 |
133.20 |
134.55 |
132.55 |
133.45 |
+0.50 |
2,397 |
23,053 |
-80 |
| Dec10 |
100423 |
134.85 |
136.05 |
134.40 |
135.10 |
+0.50 |
1,023 |
16,171 |
+584 |
| Mar11 |
100423 |
136.10 |
136.60 |
136.00 |
136.60 |
+0.50 |
192 |
7,537 |
-84 |
| May11 |
100423 |
137.15 |
138.65 |
137.15 |
137.70 |
+0.45 |
158 |
3,801 |
+156 |
| Total Volume and Open Interest |
26,997 |
133,205 |
-696 |
| Orange Juice(ICE) |
| May10 |
100423 |
134.00 |
135.90 |
130.35 |
134.35 |
+1.50 |
820 |
8,784 |
-302 |
| Jul10 |
100423 |
136.35 |
137.25 |
133.50 |
136.95 |
+1.00 |
1,401 |
18,295 |
+328 |
| Sep10 |
100423 |
139.10 |
139.45 |
136.45 |
139.15 |
+1.30 |
322 |
3,016 |
+224 |
| Nov10 |
100423 |
140.95 |
141.00 |
140.30 |
140.30 |
+1.05 |
52 |
1,045 |
+45 |
| Jan11 |
100423 |
141.65 |
142.60 |
141.65 |
141.65 |
+1.40 |
0 |
751 |
+0 |
| Mar11 |
100423 |
141.45 |
141.45 |
141.25 |
141.25 |
+1.00 |
2 |
150 |
+2 |
| Total Volume and Open Interest |
2,598 |
32,302 |
+298 |
| Sugar #11(ICE) |
| May10 |
100423 |
16.10 |
16.40 |
15.48 |
15.66 |
-0.41 |
18,500 |
57,007 |
-4,474 |
| Jul10 |
100423 |
16.16 |
16.45 |
15.55 |
15.75 |
-0.39 |
44,293 |
272,111 |
+1,927 |
| Oct10 |
100423 |
16.96 |
17.14 |
16.27 |
16.44 |
-0.41 |
14,063 |
155,340 |
-29 |
| Mar11 |
100423 |
17.54 |
17.79 |
16.95 |
17.13 |
-0.41 |
6,153 |
70,440 |
+151 |
| May11 |
100423 |
17.26 |
17.27 |
16.74 |
16.87 |
-0.39 |
1,906 |
20,800 |
+107 |
| Total Volume and Open Interest |
87,866 |
653,585 |
-1,956 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100423 |
2291 |
2350 |
2289 |
2336 |
+45 |
5,081 |
41,528 |
+682 |
| Sep10 |
100423 |
2257 |
2315 |
2257 |
2304 |
+44 |
1,226 |
24,766 |
+108 |
| Dec10 |
100423 |
2227 |
2270 |
2227 |
2259 |
+35 |
469 |
18,171 |
+130 |
| Mar11 |
100423 |
2187 |
2229 |
2187 |
2225 |
+38 |
436 |
18,560 |
+166 |
| May11 |
100423 |
2220 |
2230 |
2214 |
2229 |
+39 |
46 |
4,039 |
+7 |
| Jul11 |
100423 |
2225 |
2236 |
2222 |
2236 |
+40 |
20 |
688 |
+20 |
| Total Volume and Open Interest |
9,483 |
158,591 |
+1,146 |
| London Sugar(LCE) |
| Aug10 |
100423 |
486.70 |
492.70 |
478.00 |
481.80 |
-5.30 |
2,315 |
33,478 |
-144 |
| Oct10 |
100423 |
465.70 |
469.50 |
451.90 |
457.00 |
-9.10 |
751 |
10,702 |
+60 |
| Dec10 |
100423 |
463.70 |
466.80 |
448.50 |
454.20 |
-9.50 |
280 |
2,690 |
+2 |
| Mar11 |
100423 |
475.20 |
475.50 |
456.90 |
462.20 |
-10.40 |
16 |
2,133 |
-6 |
| May11 |
100423 |
469.50 |
469.50 |
460.70 |
460.70 |
-9.80 |
2 |
1,403 |
+2 |
| Total Volume and Open Interest |
3,364 |
50,797 |
-86 |
| Cotton(ICE) |
| May10 |
100423 |
82.62 |
84.32 |
82.61 |
84.26 |
+1.84 |
5,081 |
8,748 |
-4,220 |
| Jul10 |
100423 |
84.99 |
86.38 |
84.90 |
86.20 |
+1.38 |
19,830 |
114,017 |
+4,283 |
| Oct10 |
100423 |
79.17 |
79.48 |
79.17 |
79.48 |
+0.30 |
61 |
532 |
-18 |
| Dec10 |
100423 |
77.01 |
77.47 |
77.00 |
77.39 |
+0.20 |
5,188 |
52,069 |
+1,526 |
| Mar11 |
100423 |
78.27 |
78.50 |
78.10 |
78.37 |
+0.22 |
586 |
5,247 |
+151 |
| May11 |
100423 |
78.71 |
78.71 |
78.71 |
78.71 |
+0.31 |
51 |
186 |
+43 |
| Total Volume and Open Interest |
31,140 |
184,570 |
+1,863 |
| Lumber(CME) |
| May10 |
100423 |
323.0 |
326.0 |
315.0 |
315.5 |
-9.5 |
361 |
2,758 |
-78 |
| Jul10 |
100423 |
333.5 |
336.0 |
323.5 |
325.6 |
-7.9 |
344 |
5,763 |
+76 |
| Sep10 |
100423 |
334.7 |
335.0 |
326.0 |
330.0 |
-3.0 |
108 |
2,073 |
+43 |
| Nov10 |
100423 |
308.8 |
309.0 |
302.7 |
309.0 |
-1.0 |
65 |
555 |
+36 |
| Total Volume and Open Interest |
878 |
11,155 |
+77 |
| Crude Oil(NYM) |
| Jun10 |
100423 |
83.75 |
85.19 |
82.92 |
85.12 |
+1.42 |
428,236 |
375,020 |
+341 |
| Jul10 |
100423 |
85.63 |
87.09 |
84.99 |
87.04 |
+1.40 |
176,788 |
184,972 |
+5,305 |
| Aug10 |
100423 |
86.63 |
88.34 |
86.31 |
88.30 |
+1.45 |
80,523 |
71,027 |
+1,158 |
| Sep10 |
100423 |
87.39 |
89.07 |
87.14 |
89.07 |
+1.44 |
43,476 |
73,711 |
+1,752 |
| Oct10 |
100423 |
87.95 |
89.62 |
87.82 |
89.62 |
+1.41 |
15,520 |
35,308 |
+483 |
| Nov10 |
100423 |
88.91 |
90.07 |
88.40 |
90.07 |
+1.36 |
11,955 |
27,494 |
+449 |
| Dec10 |
100423 |
88.90 |
90.50 |
88.71 |
90.49 |
+1.30 |
59,414 |
194,277 |
+629 |
| Jan11 |
100423 |
90.36 |
90.78 |
90.36 |
90.78 |
+1.26 |
4,582 |
31,440 |
-120 |
| Feb11 |
100423 |
90.01 |
91.05 |
90.01 |
91.05 |
+1.21 |
1,465 |
13,451 |
+118 |
| Mar11 |
100423 |
90.24 |
91.35 |
90.22 |
91.31 |
+1.19 |
1,721 |
17,418 |
+354 |
| Apr11 |
100423 |
91.55 |
91.55 |
91.55 |
91.55 |
+1.16 |
410 |
13,791 |
+5 |
| May11 |
100423 |
90.40 |
91.77 |
90.40 |
91.77 |
+1.15 |
823 |
5,284 |
+19 |
| Jun11 |
100423 |
90.75 |
91.96 |
90.52 |
91.95 |
+1.13 |
3,264 |
36,222 |
-661 |
| Jul11 |
100423 |
92.09 |
92.09 |
92.09 |
92.09 |
+1.11 |
34 |
4,783 |
+1 |
| Aug11 |
100423 |
92.21 |
92.21 |
92.21 |
92.21 |
+1.09 |
29 |
3,737 |
+9 |
| Sep11 |
100423 |
92.33 |
92.33 |
92.33 |
92.33 |
+1.06 |
516 |
6,111 |
+196 |
| Total Volume and Open Interest |
847,432 |
1,362,966 |
+9,876 |
| e-miNY Crude Oil(NYM) |
| Apr10 |
100319 |
82.200 |
82.200 |
79.850 |
80.675 |
-1.525 |
6,323 |
2,952 |
-500 |
| May10 |
100419 |
82.975 |
82.975 |
80.525 |
81.450 |
-1.800 |
6,906 |
4,826 |
-603 |
| Jun10 |
100423 |
83.700 |
85.200 |
82.925 |
85.125 |
+1.425 |
14,852 |
5,412 |
+584 |
| Jul10 |
100423 |
85.525 |
87.050 |
85.000 |
87.050 |
+1.400 |
1,080 |
541 |
+39 |
| Aug10 |
100423 |
86.750 |
88.300 |
86.450 |
88.300 |
+1.450 |
80 |
81 |
-11 |
| Sep10 |
100423 |
88.975 |
89.075 |
88.975 |
89.075 |
+1.450 |
2 |
16 |
+2 |
| Oct10 |
100423 |
89.625 |
89.625 |
89.625 |
89.625 |
+1.425 |
0 |
13 |
+0 |
| Nov10 |
100423 |
90.075 |
90.075 |
90.075 |
90.075 |
+1.375 |
0 |
2 |
+0 |
| Dec10 |
100423 |
90.000 |
90.500 |
90.000 |
90.500 |
+1.300 |
2 |
48 |
+0 |
| Jan11 |
100423 |
90.775 |
90.775 |
90.775 |
90.775 |
+1.250 |
|
|
|
| Total Volume and Open Interest |
16,016 |
6,158 |
+614 |
| Heating Oil(NYM) |
| May10 |
100423 |
221.23 |
225.39 |
220.17 |
225.05 |
+3.55 |
25,846 |
32,438 |
-2,510 |
| Jun10 |
100423 |
223.62 |
227.83 |
222.60 |
227.47 |
+3.50 |
57,032 |
87,682 |
+1,928 |
| Jul10 |
100423 |
225.80 |
230.00 |
225.10 |
229.77 |
+3.47 |
13,322 |
36,002 |
+450 |
| Aug10 |
100423 |
227.39 |
232.23 |
227.30 |
232.07 |
+3.45 |
5,872 |
21,255 |
+645 |
| Sep10 |
100423 |
231.18 |
234.72 |
230.25 |
234.71 |
+3.53 |
9,079 |
21,379 |
+369 |
| Oct10 |
100423 |
233.38 |
237.33 |
233.30 |
237.32 |
+3.49 |
1,545 |
13,983 |
+160 |
| Nov10 |
100423 |
237.30 |
239.97 |
237.30 |
239.97 |
+3.46 |
1,251 |
11,336 |
-102 |
| Dec10 |
100423 |
238.81 |
242.62 |
238.78 |
242.62 |
+3.44 |
8,845 |
30,332 |
+523 |
| Jan11 |
100423 |
245.27 |
245.27 |
245.27 |
245.27 |
+3.48 |
493 |
13,429 |
-56 |
| Feb11 |
100423 |
243.00 |
246.92 |
243.00 |
246.92 |
+3.52 |
422 |
4,898 |
+50 |
| Mar11 |
100423 |
247.42 |
247.42 |
247.42 |
247.42 |
+3.50 |
148 |
6,482 |
-34 |
| Apr11 |
100423 |
242.96 |
246.59 |
242.96 |
246.59 |
+3.47 |
26 |
2,344 |
+3 |
| Total Volume and Open Interest |
124,401 |
301,708 |
+1,379 |
| Gasoline(NYMEX) |
| May10 |
100423 |
229.95 |
235.50 |
228.75 |
235.31 |
+5.29 |
23,705 |
38,208 |
-6,956 |
| Jun10 |
100423 |
230.84 |
236.14 |
229.57 |
235.92 |
+4.89 |
55,406 |
107,281 |
+3,539 |
| Jul10 |
100423 |
230.76 |
236.50 |
230.26 |
236.22 |
+4.57 |
23,443 |
57,246 |
+1,259 |
| Aug10 |
100423 |
231.67 |
236.47 |
230.76 |
236.35 |
+4.28 |
10,282 |
28,356 |
+1,554 |
| Sep10 |
100423 |
231.77 |
235.89 |
230.25 |
235.74 |
+4.02 |
8,962 |
32,469 |
-32 |
| Oct10 |
100423 |
221.49 |
225.60 |
220.68 |
225.60 |
+3.74 |
3,066 |
15,098 |
+538 |
| Nov10 |
100423 |
222.00 |
224.71 |
222.00 |
224.71 |
+3.52 |
1,593 |
14,413 |
-2 |
| Dec10 |
100423 |
222.01 |
224.98 |
220.62 |
224.95 |
+3.44 |
2,608 |
11,919 |
+106 |
| Jan11 |
100423 |
224.61 |
226.65 |
224.51 |
226.65 |
+3.42 |
376 |
5,769 |
+46 |
| Feb11 |
100423 |
228.91 |
228.91 |
228.91 |
228.91 |
+3.40 |
63 |
1,472 |
+28 |
| Total Volume and Open Interest |
129,756 |
323,026 |
+257 |
| e-miNY RBOB Gasoline(NYM) |
| May10 |
100423 |
235.70 |
235.70 |
235.30 |
235.30 |
+5.30 |
0 |
6 |
+0 |
| Jun10 |
100423 |
235.90 |
235.92 |
235.90 |
235.90 |
+4.90 |
0 |
10 |
+0 |
| Jul10 |
100423 |
236.20 |
236.22 |
236.20 |
236.20 |
+4.50 |
0 |
1 |
+0 |
| Aug10 |
100423 |
236.40 |
236.40 |
236.35 |
236.40 |
+4.30 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
23 |
+0 |
| Natural Gas(NYM) |
| May10 |
100423 |
4.117 |
4.322 |
4.067 |
4.257 |
+0.129 |
84,897 |
58,552 |
-16,721 |
| Jun10 |
100423 |
4.215 |
4.410 |
4.157 |
4.343 |
+0.128 |
52,349 |
151,953 |
+3,021 |
| Jul10 |
100423 |
4.309 |
4.509 |
4.271 |
4.453 |
+0.123 |
18,673 |
149,635 |
+788 |
| Aug10 |
100423 |
4.407 |
4.589 |
4.363 |
4.542 |
+0.116 |
9,590 |
51,864 |
-223 |
| Sep10 |
100423 |
4.476 |
4.633 |
4.423 |
4.593 |
+0.116 |
5,027 |
46,279 |
+1,356 |
| Oct10 |
100423 |
4.570 |
4.765 |
4.526 |
4.704 |
+0.115 |
6,926 |
68,196 |
+428 |
| Nov10 |
100423 |
4.936 |
5.120 |
4.916 |
5.069 |
+0.115 |
2,017 |
14,910 |
+50 |
| Dec10 |
100423 |
5.351 |
5.513 |
5.307 |
5.462 |
+0.105 |
2,679 |
31,403 |
+846 |
| Jan11 |
100423 |
5.570 |
5.719 |
5.520 |
5.674 |
+0.100 |
5,947 |
48,427 |
+174 |
| Feb11 |
100423 |
5.509 |
5.681 |
5.492 |
5.639 |
+0.098 |
1,089 |
17,537 |
+142 |
| Mar11 |
100423 |
5.425 |
5.585 |
5.398 |
5.542 |
+0.094 |
1,521 |
40,731 |
+217 |
| Apr11 |
100423 |
5.220 |
5.381 |
5.207 |
5.339 |
+0.089 |
1,426 |
37,094 |
-4 |
| May11 |
100423 |
5.240 |
5.362 |
5.240 |
5.353 |
+0.086 |
363 |
18,365 |
+182 |
| Jun11 |
100423 |
5.270 |
5.403 |
5.270 |
5.403 |
+0.084 |
130 |
6,512 |
+13 |
| Jul11 |
100423 |
5.382 |
5.500 |
5.382 |
5.468 |
+0.082 |
567 |
4,668 |
-241 |
| Aug11 |
100423 |
5.410 |
5.540 |
5.410 |
5.518 |
+0.080 |
59 |
4,774 |
+13 |
| Total Volume and Open Interest |
195,935 |
870,898 |
-8,482 |
| Brent Crude Oil(ICE) |
| Jun10 |
100423 |
85.50 |
87.33 |
85.21 |
87.25 |
+1.58 |
201,085 |
243,857 |
-1,389 |
| Jul10 |
100423 |
86.31 |
88.07 |
86.05 |
88.00 |
+1.49 |
83,174 |
158,120 |
+2,668 |
| Aug10 |
100423 |
87.00 |
88.66 |
86.80 |
88.61 |
+1.41 |
33,912 |
68,574 |
+2,093 |
| Sep10 |
100423 |
87.71 |
89.15 |
87.35 |
89.11 |
+1.37 |
15,284 |
36,237 |
-185 |
| Oct10 |
100423 |
88.22 |
89.59 |
87.81 |
89.55 |
+1.35 |
8,991 |
24,288 |
-4 |
| Nov10 |
100423 |
88.56 |
89.99 |
88.23 |
89.95 |
+1.32 |
7,465 |
19,239 |
+1,305 |
| Dec10 |
100423 |
89.05 |
90.38 |
88.64 |
90.34 |
+1.29 |
32,967 |
97,063 |
-90 |
| Jan11 |
100423 |
89.37 |
90.69 |
89.37 |
90.68 |
+1.25 |
1,446 |
18,362 |
+149 |
| Feb11 |
100423 |
89.76 |
91.02 |
89.76 |
91.02 |
+1.20 |
548 |
7,789 |
-217 |
| Mar11 |
100423 |
91.37 |
91.37 |
91.37 |
91.37 |
+1.17 |
391 |
7,508 |
-53 |
| Apr11 |
100423 |
91.68 |
91.68 |
91.68 |
91.68 |
+1.14 |
314 |
4,764 |
-78 |
| May11 |
100423 |
91.98 |
91.98 |
91.98 |
91.98 |
+1.15 |
228 |
3,609 |
+40 |
| Jun11 |
100423 |
91.09 |
92.23 |
91.09 |
92.23 |
+1.14 |
700 |
16,520 |
+316 |
| Jul11 |
100423 |
92.46 |
92.46 |
92.46 |
92.46 |
+1.14 |
36 |
3,153 |
+1 |
| Total Volume and Open Interest |
396,286 |
807,164 |
+3,361 |
| Gas Oil(ICE) |
| May10 |
100423 |
709.00 |
721.75 |
707.00 |
718.50 |
+13.00 |
53,870 |
100,875 |
-5,807 |
| Jun10 |
100423 |
713.00 |
725.25 |
710.75 |
722.00 |
+12.75 |
73,613 |
116,512 |
+226 |
| Jul10 |
100423 |
717.75 |
729.50 |
715.25 |
726.50 |
+12.25 |
19,918 |
51,982 |
+2,476 |
| Aug10 |
100423 |
721.00 |
735.25 |
721.00 |
732.00 |
+12.00 |
6,333 |
28,372 |
+1,514 |
| Sep10 |
100423 |
728.75 |
740.00 |
728.00 |
737.50 |
+11.75 |
5,595 |
33,175 |
+1,577 |
| Oct10 |
100423 |
734.50 |
746.25 |
733.75 |
743.00 |
+11.75 |
4,697 |
22,866 |
+835 |
| Nov10 |
100423 |
738.25 |
747.75 |
738.25 |
747.75 |
+11.75 |
2,144 |
19,028 |
+504 |
| Dec10 |
100423 |
741.50 |
754.75 |
741.25 |
752.00 |
+11.50 |
15,806 |
95,789 |
+3,582 |
| Jan11 |
100423 |
757.25 |
757.25 |
757.25 |
757.25 |
+11.50 |
2,034 |
24,124 |
+98 |
| Feb11 |
100423 |
761.50 |
761.50 |
761.50 |
761.50 |
+11.25 |
432 |
13,508 |
-97 |
| Total Volume and Open Interest |
190,943 |
576,951 |
+6,292 |
| Ethanol(CBOT) |
| Apr10 |
100406 |
1.512 |
1.512 |
1.512 |
1.512 |
-0.003 |
87 |
178 |
-68 |
| May10 |
100423 |
1.590 |
1.590 |
1.580 |
1.585 |
-0.003 |
85 |
820 |
-17 |
| Jun10 |
100423 |
1.620 |
1.620 |
1.599 |
1.604 |
-0.006 |
23 |
1,300 |
+12 |
| Jul10 |
100423 |
1.621 |
1.621 |
1.610 |
1.617 |
-0.006 |
55 |
1,211 |
-10 |
| Aug10 |
100423 |
1.626 |
1.626 |
1.619 |
1.622 |
-0.004 |
18 |
568 |
-8 |
| Sep10 |
100423 |
1.625 |
1.625 |
1.625 |
1.625 |
-0.005 |
20 |
693 |
+0 |
| Oct10 |
100423 |
1.641 |
1.641 |
1.633 |
1.633 |
-0.007 |
10 |
741 |
+10 |
| Nov10 |
100423 |
1.655 |
1.665 |
1.645 |
1.649 |
-0.018 |
16 |
854 |
+10 |
| Total Volume and Open Interest |
383 |
8,766 |
+106 |
| US Dollar Index(ICE) |
| Jun10 |
100423 |
82.115 |
82.200 |
81.450 |
81.497 |
-0.185 |
14,935 |
41,877 |
-582 |
| Sep10 |
100423 |
82.370 |
82.370 |
81.740 |
81.768 |
-0.175 |
20 |
2,094 |
-3 |
| Dec10 |
100423 |
82.018 |
82.018 |
82.018 |
82.018 |
-0.175 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
14,955 |
43,973 |
-585 |
| Australian Dollar(CME) |
| Jun10 |
100423 |
92.17 |
92.30 |
91.17 |
92.05 |
-0.23 |
71,404 |
150,799 |
-3,214 |
| Sep10 |
100423 |
91.06 |
91.30 |
90.34 |
91.07 |
-0.23 |
251 |
334 |
-8 |
| Dec10 |
100423 |
90.11 |
90.31 |
90.11 |
90.11 |
-0.20 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
71,655 |
151,145 |
-3,222 |
| British Pound(CME) |
| Jun10 |
100423 |
153.82 |
154.00 |
152.91 |
153.69 |
-0.15 |
96,280 |
121,174 |
+598 |
| Sep10 |
100423 |
153.23 |
153.92 |
152.91 |
153.62 |
-0.15 |
316 |
767 |
+30 |
| Dec10 |
100423 |
153.49 |
153.71 |
153.14 |
153.56 |
-0.15 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
96,596 |
121,968 |
+628 |
| Canadian Dollar(CME) |
| Jun10 |
100423 |
99.95 |
100.31 |
99.34 |
99.99 |
-0.09 |
89,460 |
145,217 |
+905 |
| Sep10 |
100423 |
99.76 |
100.18 |
99.29 |
99.89 |
-0.08 |
610 |
3,839 |
+128 |
| Dec10 |
100423 |
99.32 |
99.74 |
99.06 |
99.67 |
-0.07 |
61 |
1,055 |
+20 |
| Mar11 |
100423 |
99.37 |
99.44 |
98.82 |
99.37 |
-0.07 |
9 |
243 |
+4 |
| Total Volume and Open Interest |
90,148 |
150,421 |
+1,061 |
| Japanese Yen(CME) |
| Jun10 |
100423 |
107.06 |
107.20 |
106.00 |
106.39 |
-0.77 |
91,010 |
131,497 |
-1,817 |
| Sep10 |
100423 |
107.14 |
107.25 |
106.13 |
106.49 |
-0.76 |
278 |
1,019 |
+80 |
| Dec10 |
100423 |
106.35 |
107.37 |
106.35 |
106.61 |
-0.76 |
0 |
69 |
-1 |
| Total Volume and Open Interest |
91,288 |
132,586 |
-1,738 |
| Swiss Franc(CME) |
| Jun10 |
100423 |
92.83 |
93.37 |
92.19 |
93.29 |
+0.37 |
43,811 |
36,300 |
+3,416 |
| Sep10 |
100423 |
92.76 |
93.38 |
92.40 |
93.38 |
+0.37 |
54 |
505 |
-32 |
| Dec10 |
100423 |
93.47 |
93.47 |
92.79 |
93.47 |
+0.37 |
1 |
10 |
+0 |
| Total Volume and Open Interest |
43,866 |
36,815 |
+3,384 |
| EuroFX(CME) |
| Jun10 |
100423 |
132.91 |
134.02 |
132.02 |
133.88 |
+0.73 |
273,882 |
212,617 |
+6,521 |
| Sep10 |
100423 |
132.89 |
134.00 |
132.02 |
133.88 |
+0.74 |
731 |
2,240 |
+190 |
| Dec10 |
100423 |
132.31 |
133.87 |
132.27 |
133.87 |
+0.74 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
274,640 |
215,004 |
+6,713 |
| Mexican Peso(CME) |
| May10 |
100423 |
819.0 |
819.0 |
816.0 |
819.0 |
+3.0 |
|
|
|
| Jun10 |
100423 |
813.8 |
817.2 |
812.2 |
816.2 |
+3.0 |
18,484 |
139,959 |
+883 |
| Total Volume and Open Interest |
18,484 |
140,527 |
+883 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100423 |
117~090 |
117~150 |
116~220 |
116~300 |
-0~120 |
|
|
|
| Sep10 |
100423 |
116~110 |
116~110 |
115~240 |
115~260 |
-0~130 |
458 |
1,766 |
+150 |
| Dec10 |
100423 |
114~220 |
115~030 |
114~220 |
114~220 |
-0~130 |
2 |
6 |
+0 |
| Total Volume and Open Interest |
293,661 |
666,155 |
+10,618 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100423 |
116~270 |
116~310 |
116~100 |
116~145 |
-0~120 |
851,219 |
1,695,815 |
+33,565 |
| Sep10 |
100423 |
115~155 |
115~155 |
115~005 |
115~020 |
-0~125 |
2,544 |
11,224 |
+1,846 |
| Dec10 |
100423 |
113~050 |
114~025 |
113~050 |
113~215 |
-0~130 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
853,763 |
1,707,045 |
+35,411 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100423 |
115~012 |
115~023 |
114~095 |
114~107 |
-0~030 |
393,483 |
950,371 |
+950,371 |
| Sep10 |
100423 |
113~097 |
113~127 |
113~097 |
113~097 |
-0~030 |
17 |
1,344 |
+1 |
| Dec10 |
100423 |
112~087 |
112~117 |
112~087 |
112~087 |
-0~030 |
|
|
|
| Total Volume and Open Interest |
393,500 |
951,715 |
+7,335 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100423 |
54~031 |
54~031 |
54~028 |
54~028 |
-0~009 |
|
|
|
| Sep10 |
100423 |
107~113 |
107~123 |
107~109 |
107~109 |
-0~014 |
1,318 |
4,928 |
+520 |
| Dec10 |
100423 |
107~034 |
107~050 |
107~034 |
107~034 |
-0~016 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
271,510 |
1,046,264 |
+3,490 |
| Eurodollars(CME) |
| Jun10 |
100423 |
99.590 |
99.605 |
99.585 |
99.595 |
-0.005 |
257,462 |
1,276,621 |
+14,012 |
| Sep10 |
100423 |
99.445 |
99.460 |
99.420 |
99.425 |
-0.025 |
294,986 |
1,092,481 |
-13,720 |
| Dec10 |
100423 |
99.205 |
99.220 |
99.150 |
99.160 |
-0.045 |
352,063 |
1,261,623 |
-19,533 |
| Mar11 |
100423 |
98.880 |
98.905 |
98.810 |
98.820 |
-0.060 |
329,568 |
737,785 |
+15,007 |
| Jun11 |
100423 |
98.515 |
98.545 |
98.435 |
98.445 |
-0.075 |
366,382 |
874,709 |
-3,866 |
| Sep11 |
100423 |
98.160 |
98.190 |
98.070 |
98.085 |
-0.075 |
228,615 |
720,119 |
-8,561 |
| Dec11 |
100423 |
97.820 |
97.850 |
97.725 |
97.740 |
-0.075 |
183,065 |
545,064 |
+2,742 |
| Mar12 |
100423 |
97.520 |
97.550 |
97.420 |
97.445 |
-0.070 |
141,819 |
333,595 |
+3,276 |
| Jun12 |
100423 |
97.230 |
97.260 |
97.130 |
97.155 |
-0.065 |
74,559 |
241,140 |
+2,860 |
| Sep12 |
100423 |
96.975 |
96.985 |
96.860 |
96.885 |
-0.065 |
51,422 |
174,453 |
+2,409 |
| Dec12 |
100423 |
96.710 |
96.725 |
96.600 |
96.625 |
-0.060 |
46,789 |
151,545 |
+2,744 |
| Mar13 |
100423 |
96.480 |
96.505 |
96.385 |
96.410 |
-0.060 |
45,934 |
125,153 |
+2,562 |
| Jun13 |
100423 |
96.280 |
96.295 |
96.175 |
96.200 |
-0.060 |
20,228 |
78,995 |
+1,052 |
| Sep13 |
100423 |
96.090 |
96.105 |
95.990 |
96.015 |
-0.060 |
13,917 |
71,346 |
-1,266 |
| Dec13 |
100423 |
95.900 |
95.915 |
95.795 |
95.825 |
-0.060 |
13,338 |
39,006 |
+692 |
| Mar14 |
100423 |
95.750 |
95.760 |
95.645 |
95.670 |
-0.060 |
8,536 |
40,214 |
+628 |
| Jun14 |
100423 |
95.595 |
95.595 |
95.490 |
95.515 |
-0.060 |
10,741 |
36,733 |
+2,058 |
| Sep14 |
100423 |
95.460 |
95.470 |
95.355 |
95.380 |
-0.060 |
6,377 |
24,604 |
+208 |
| Total Volume and Open Interest |
2,487,978 |
8,002,356 |
+4,502 |
| 30 Day Federal Funds(CBOT) |
| Apr10 |
100423 |
99.798 |
99.800 |
99.798 |
99.800 |
unch |
1,935 |
74,636 |
-18 |
| May10 |
100423 |
99.785 |
99.790 |
99.780 |
99.785 |
-0.005 |
3,784 |
69,582 |
+828 |
| Jun10 |
100423 |
99.775 |
99.775 |
99.765 |
99.770 |
-0.005 |
5,774 |
88,103 |
+323 |
| Jul10 |
100423 |
99.755 |
99.755 |
99.745 |
99.750 |
-0.005 |
7,923 |
61,677 |
-214 |
| Aug10 |
100423 |
99.735 |
99.735 |
99.720 |
99.720 |
-0.015 |
7,501 |
72,812 |
+1,302 |
| Sep10 |
100423 |
99.700 |
99.705 |
99.680 |
99.685 |
-0.020 |
5,603 |
50,995 |
+968 |
| Total Volume and Open Interest |
56,906 |
687,141 |
+6,453 |
| 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 |
100423 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.005 |
0 |
1,748 |
+0 |
| Sep10 |
100423 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.005 |
100 |
1,131 |
+0 |
| Dec10 |
100423 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
100 |
342 |
+100 |
| Mar11 |
100423 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.005 |
100 |
167 |
+100 |
| Jun11 |
100423 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.005 |
|
|
|
| Sep11 |
100423 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.005 |
|
|
|
| Dec11 |
100423 |
99.515 |
99.515 |
99.515 |
99.515 |
-0.005 |
|
|
|
| Mar12 |
100423 |
99.480 |
99.480 |
99.480 |
99.480 |
-0.005 |
|
|
|
| Jun12 |
100423 |
99.530 |
99.530 |
99.530 |
99.530 |
-0.005 |
|
|
|
| Sep12 |
100423 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
300 |
3,388 |
+200 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100423 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
351 |
4,258 |
-26 |
| Sep10 |
100423 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
100 |
3,259 |
-100 |
| Dec10 |
100423 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
132 |
1,450 |
+0 |
| Mar11 |
100423 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
75 |
1,750 |
+100 |
| Jun11 |
100423 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
106 |
+0 |
| Sep11 |
100423 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
0 |
51 |
+0 |
| Dec11 |
100423 |
99.51 |
99.51 |
99.51 |
99.51 |
0.00 |
0 |
102 |
+0 |
| Mar12 |
100423 |
99.48 |
99.48 |
99.48 |
99.48 |
0.00 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
658 |
12,347 |
-26 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100423 |
139.38 |
139.42 |
139.18 |
139.32 |
+0.08 |
1,202 |
16,312 |
+807 |
| Sep10 |
100423 |
139.32 |
139.32 |
139.32 |
139.32 |
+0.08 |
|
|
|
| Dec10 |
100423 |
137.23 |
137.23 |
137.23 |
137.23 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
1,202 |
16,312 |
+807 |
| Euro-Bund(EUREX) |
| Jun10 |
100423 |
123.95 |
124.12 |
123.57 |
123.97 |
-0.04 |
921,092 |
1,037,436 |
+20,879 |
| Sep10 |
100423 |
123.45 |
123.47 |
123.00 |
123.32 |
-0.07 |
797 |
2,321 |
+615 |
| Dec10 |
100423 |
122.97 |
122.97 |
122.97 |
122.97 |
-0.04 |
210 |
0 |
+0 |
| Total Volume and Open Interest |
922,099 |
1,039,757 |
+21,494 |
| Euro-Bobl(EUREX) |
| Jun10 |
100419 |
117.42 |
117.52 |
117.37 |
117.45 |
+0.03 |
591,212 |
842,539 |
+25,776 |
| Sep10 |
100423 |
117.18 |
117.18 |
116.90 |
117.13 |
-0.11 |
919 |
15,149 |
+871 |
| Dec10 |
100423 |
116.90 |
116.90 |
116.90 |
116.90 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
632,290 |
815,569 |
+2,300 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100423 |
99.265 |
99.265 |
99.260 |
99.265 |
-0.010 |
1,409 |
6,555 |
+0 |
| Sep10 |
100423 |
99.110 |
99.110 |
99.095 |
99.095 |
-0.040 |
7 |
3,172 |
+0 |
| Dec10 |
100423 |
98.930 |
98.945 |
98.915 |
98.920 |
-0.050 |
7 |
1,552 |
-10 |
| Total Volume and Open Interest |
1,511 |
17,291 |
-47 |
| Long Gilt(LIFFE) |
| Jun10 |
100423 |
114~15 |
114~21 |
113~28 |
114~01 |
-0~16 |
77,501 |
272,707 |
-1,304 |
| Sep10 |
100423 |
112~23 |
112~23 |
112~23 |
112~23 |
-0~16 |
|
|
|
| Total Volume and Open Interest |
77,501 |
272,707 |
-1,304 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100423 |
99.28 |
99.31 |
99.25 |
99.27 |
-0.02 |
73,775 |
373,064 |
+1,601 |
| Sep10 |
100423 |
99.15 |
99.17 |
99.10 |
99.11 |
-0.06 |
146,400 |
488,547 |
-1,877 |
| Dec10 |
100423 |
98.87 |
98.90 |
98.80 |
98.81 |
-0.09 |
195,909 |
497,559 |
-17,214 |
| Mar11 |
100423 |
98.52 |
98.55 |
98.44 |
98.45 |
-0.11 |
180,620 |
353,182 |
+10,675 |
| Jun11 |
100423 |
98.14 |
98.17 |
98.06 |
98.07 |
-0.12 |
198,985 |
356,976 |
-8,010 |
| Sep11 |
100423 |
97.80 |
97.82 |
97.69 |
97.72 |
-0.12 |
148,018 |
222,763 |
+12,409 |
| Total Volume and Open Interest |
1,112,869 |
2,740,347 |
+2,436 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100423 |
99.255 |
99.270 |
99.250 |
99.265 |
-0.010 |
65,210 |
943,908 |
+349 |
| Sep10 |
100423 |
99.115 |
99.120 |
99.075 |
99.095 |
-0.040 |
126,202 |
859,953 |
+18,555 |
| Dec10 |
100423 |
98.950 |
98.965 |
98.905 |
98.920 |
-0.050 |
122,614 |
576,983 |
-6,385 |
| Total Volume and Open Interest |
963,788 |
4,119,669 |
+47,848 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100423 |
95.28 |
95.34 |
95.26 |
95.33 |
+0.04 |
21,526 |
287,589 |
-4,534 |
| Sep10 |
100423 |
94.98 |
95.07 |
94.94 |
95.05 |
+0.07 |
16,964 |
198,667 |
+2,686 |
| Dec10 |
100423 |
94.72 |
94.81 |
94.69 |
94.79 |
+0.07 |
12,157 |
135,353 |
+4,938 |
| Mar11 |
100423 |
94.51 |
94.61 |
94.48 |
94.58 |
+0.07 |
3,571 |
57,824 |
+269 |
| Jun11 |
100423 |
94.40 |
94.43 |
94.32 |
94.41 |
+0.07 |
1,339 |
44,650 |
-249 |
| Sep11 |
100423 |
94.20 |
94.27 |
94.17 |
94.27 |
+0.08 |
413 |
24,327 |
+64 |
| Dec11 |
100423 |
94.07 |
94.19 |
94.07 |
94.16 |
+0.07 |
1,522 |
19,976 |
-280 |
| Mar12 |
100423 |
94.05 |
94.11 |
94.00 |
94.08 |
+0.07 |
742 |
11,485 |
-155 |
| Jun12 |
100423 |
94.04 |
94.04 |
94.04 |
94.04 |
+0.07 |
0 |
2,416 |
+0 |
| Sep12 |
100423 |
94.03 |
94.03 |
94.03 |
94.03 |
+0.06 |
0 |
2,006 |
+0 |
| Total Volume and Open Interest |
58,234 |
785,001 |
+2,739 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100423 |
94.19 |
94.22 |
94.14 |
94.20 |
+0.01 |
23,323 |
411,326 |
+511 |
| Sep10 |
100423 |
94.20 |
94.20 |
94.20 |
94.20 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
23,323 |
411,326 |
+511 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100423 |
94.58 |
94.63 |
94.53 |
94.61 |
+0.04 |
80,117 |
620,078 |
-12,972 |
| Sep10 |
100423 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
80,117 |
620,078 |
-12,972 |
| Gold(CMX) |
| Apr10 |
100423 |
1139.5 |
1154.6 |
1139.1 |
1153.1 |
+10.8 |
68 |
306 |
-41 |
| Jun10 |
100423 |
1141.8 |
1157.9 |
1135.2 |
1153.7 |
+10.8 |
112,315 |
324,387 |
-56 |
| Aug10 |
100423 |
1142.8 |
1159.0 |
1137.0 |
1155.0 |
+10.8 |
1,567 |
37,206 |
+789 |
| Oct10 |
100423 |
1142.2 |
1159.7 |
1138.0 |
1156.1 |
+10.9 |
939 |
23,834 |
-479 |
| Dec10 |
100423 |
1143.3 |
1162.2 |
1139.0 |
1157.4 |
+10.9 |
2,129 |
42,226 |
-594 |
| Feb11 |
100423 |
1142.3 |
1160.5 |
1142.0 |
1159.2 |
+11.0 |
64 |
17,203 |
+1 |
| Apr11 |
100423 |
1155.4 |
1161.3 |
1155.4 |
1161.3 |
+11.2 |
190 |
12,035 |
+80 |
| Jun11 |
100423 |
495.9 |
509.3 |
495.9 |
508.3 |
+11.3 |
122 |
6,311 |
+44 |
| Aug11 |
100423 |
1166.8 |
1166.8 |
1166.8 |
1166.8 |
+11.7 |
565 |
3,438 |
+112 |
| Oct11 |
100423 |
1170.3 |
1170.3 |
1170.3 |
1170.3 |
+11.9 |
0 |
6,353 |
+0 |
| Dec11 |
100423 |
1174.3 |
1174.3 |
1174.3 |
1174.3 |
+12.1 |
472 |
14,462 |
+208 |
| Feb12 |
100423 |
1178.9 |
1178.9 |
1178.9 |
1178.9 |
+12.3 |
0 |
3,550 |
+0 |
| Total Volume and Open Interest |
119,787 |
521,332 |
-6 |
| Silver(CMX) |
| May10 |
100423 |
1799.5 |
1826.0 |
1784.5 |
1819.2 |
+18.3 |
34,180 |
42,717 |
-1,662 |
| Jul10 |
100423 |
1802.0 |
1829.0 |
1788.0 |
1822.3 |
+18.4 |
9,539 |
46,172 |
+2,923 |
| Sep10 |
100423 |
1801.5 |
1830.0 |
1795.0 |
1824.8 |
+18.5 |
563 |
7,322 |
-40 |
| Dec10 |
100423 |
1806.5 |
1844.5 |
1793.0 |
1828.3 |
+18.6 |
364 |
13,945 |
-32 |
| Mar11 |
100423 |
1829.5 |
1838.5 |
1828.5 |
1831.9 |
+18.8 |
116 |
3,370 |
+15 |
| May11 |
100423 |
1834.0 |
1834.3 |
1834.0 |
1834.3 |
+19.0 |
61 |
2,033 |
-1 |
| Jul11 |
100423 |
1837.0 |
1837.0 |
1837.0 |
1837.0 |
+19.2 |
58 |
3,026 |
+9 |
| Total Volume and Open Interest |
45,053 |
127,879 |
+1,200 |
| Platinum(NYMEX) |
| Apr10 |
100423 |
1734.7 |
1740.2 |
1734.7 |
1740.2 |
-2.5 |
1 |
108 |
-6 |
| Jul10 |
100423 |
1744.2 |
1748.8 |
1726.2 |
1741.7 |
-2.5 |
4,561 |
35,706 |
-214 |
| Oct10 |
100423 |
1744.6 |
1746.7 |
1744.6 |
1744.6 |
-2.6 |
32 |
919 |
+18 |
| Jan11 |
100423 |
1745.8 |
1746.7 |
1737.5 |
1746.1 |
-2.9 |
1 |
240 |
+0 |
| Total Volume and Open Interest |
4,598 |
36,977 |
-201 |
| Palladium(NYMEX) |
| Jun10 |
100423 |
563.50 |
567.35 |
553.20 |
563.20 |
-1.90 |
3,312 |
22,355 |
-48 |
| Sep10 |
100423 |
563.30 |
564.60 |
555.90 |
564.00 |
-1.95 |
48 |
975 |
+13 |
| Dec10 |
100423 |
564.00 |
564.75 |
557.50 |
564.75 |
-1.95 |
4 |
99 |
+0 |
| Total Volume and Open Interest |
3,368 |
23,453 |
-37 |
| Copper(CMX) |
| May10 |
100423 |
350.35 |
352.45 |
346.00 |
351.30 |
+2.65 |
35,047 |
28,374 |
-2,290 |
| Jul10 |
100423 |
352.00 |
354.20 |
347.80 |
353.05 |
+2.40 |
10,322 |
84,640 |
+2,569 |
| Sep10 |
100423 |
352.50 |
354.95 |
349.95 |
354.55 |
+2.35 |
1,495 |
14,291 |
+51 |
| Dec10 |
100423 |
352.70 |
356.25 |
351.05 |
355.55 |
+2.35 |
1,135 |
10,500 |
+415 |
| Mar11 |
100423 |
352.00 |
355.85 |
351.45 |
355.85 |
+2.35 |
134 |
2,423 |
+93 |
| Total Volume and Open Interest |
49,650 |
154,882 |
+928 |
| DJIA Index(CBOT) |
| Jun10 |
100423 |
11059 |
11150 |
11040 |
11142 |
+74 |
566 |
7,420 |
+76 |
| Sep10 |
100423 |
11040 |
11079 |
11040 |
11079 |
+75 |
1 |
12 |
+0 |
| Dec10 |
100423 |
11023 |
11023 |
10949 |
11023 |
+74 |
0 |
1 |
+0 |
| Mar11 |
100423 |
10968 |
10968 |
10894 |
10968 |
+74 |
|
|
|
| Total Volume and Open Interest |
567 |
7,433 |
+76 |
| S & P 500(CME) |
| Jun10 |
100423 |
1201.40 |
1213.80 |
1197.70 |
1212.30 |
+10.60 |
14,226 |
313,833 |
-451 |
| Sep10 |
100423 |
1204.00 |
1209.00 |
1196.80 |
1207.60 |
+10.60 |
251 |
4,321 |
+179 |
| Dec10 |
100423 |
1203.00 |
1204.30 |
1192.10 |
1203.00 |
+10.70 |
22 |
3,477 |
-1 |
| Mar11 |
100423 |
1198.90 |
1200.00 |
1187.80 |
1198.90 |
+10.90 |
0 |
377 |
+0 |
| Total Volume and Open Interest |
14,499 |
322,033 |
-273 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100423 |
1201.25 |
1213.75 |
1197.50 |
1212.25 |
+10.50 |
2,168,277 |
2,483,833 |
+9,579 |
| Sep10 |
100423 |
1197.25 |
1209.00 |
1193.25 |
1207.50 |
+10.50 |
1,753 |
20,751 |
+952 |
| Total Volume and Open Interest |
2,170,040 |
2,506,617 |
+10,528 |
| NASDAQ 100(CME) |
| Jun10 |
100423 |
2033.80 |
2054.00 |
2029.80 |
2053.00 |
+16.70 |
1,304 |
17,072 |
+330 |
| Sep10 |
100423 |
2051.00 |
2051.00 |
2038.00 |
2051.00 |
+17.00 |
0 |
160 |
+0 |
| Dec10 |
100423 |
2048.50 |
2048.50 |
2045.50 |
2048.50 |
+17.00 |
|
|
|
| Total Volume and Open Interest |
1,304 |
17,232 |
+330 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100423 |
2033.00 |
2053.50 |
2029.30 |
2053.00 |
+16.70 |
308,038 |
330,494 |
+2,769 |
| Sep10 |
100423 |
2031.30 |
2051.00 |
2031.30 |
2051.00 |
+17.00 |
1,206 |
1,405 |
+747 |
| Total Volume and Open Interest |
309,244 |
331,900 |
+3,516 |
| S & P Midcap 400(CME) |
| Jun10 |
100423 |
840.00 |
848.00 |
837.00 |
846.30 |
+9.00 |
34 |
1,524 |
-26 |
| Sep10 |
100423 |
844.30 |
844.30 |
844.30 |
844.30 |
+9.00 |
0 |
1 |
+0 |
| Dec10 |
100423 |
842.30 |
842.30 |
842.30 |
842.30 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
34 |
1,525 |
-26 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100423 |
10930 |
11065 |
10890 |
11030 |
+100 |
9,516 |
50,774 |
+765 |
| Sep10 |
100423 |
11070 |
11070 |
11070 |
11070 |
+100 |
20 |
20 |
+0 |
| Total Volume and Open Interest |
9,536 |
50,794 |
+765 |
| Nikkei 225(SGX) |
| Jun10 |
100423 |
10955 |
10990 |
10770 |
10930 |
-20 |
106,944 |
185,763 |
+822 |
| Sep10 |
100423 |
10890 |
10930 |
10850 |
10930 |
-20 |
13 |
173 |
+0 |
| Dec10 |
100423 |
10890 |
10890 |
10890 |
10890 |
-20 |
0 |
968 |
+0 |
| Total Volume and Open Interest |
106,957 |
188,162 |
+823 |
| CAC 40(EURONEXT) |
| May10 |
100423 |
3856.5 |
3895.0 |
3831.5 |
3878.5 |
+26.5 |
102,090 |
405,370 |
-597 |
| Jun10 |
100423 |
3828.5 |
3860.0 |
3804.5 |
3847.5 |
+26.0 |
1,189 |
58,209 |
-1,913 |
| Jul10 |
100423 |
3839.5 |
3839.5 |
3839.5 |
3839.5 |
+23.5 |
|
|
|
| Total Volume and Open Interest |
103,279 |
464,983 |
-2,510 |
| Hang Seng Index(HKFE) |
| Apr10 |
100423 |
21408 |
21450 |
21228 |
21249 |
-233 |
82,371 |
71,794 |
-4,081 |
| May10 |
100423 |
21140 |
21190 |
20975 |
20988 |
-248 |
3,857 |
8,060 |
+282 |
| Jun10 |
100423 |
21072 |
21159 |
20950 |
20950 |
-253 |
442 |
4,355 |
-54 |
| Total Volume and Open Interest |
86,814 |
85,197 |
-3,780 |
| DAX(EUREX) |
| Jun10 |
100423 |
6209.0 |
6294.0 |
6174.5 |
6262.0 |
+77.0 |
151,281 |
159,982 |
+1,846 |
| Sep10 |
100423 |
6216.0 |
6295.0 |
6180.0 |
6267.0 |
+77.0 |
245 |
9,657 |
+136 |
| Dec10 |
100423 |
6219.5 |
6302.5 |
6188.5 |
6275.5 |
+77.5 |
73 |
815 |
+8 |
| Total Volume and Open Interest |
151,599 |
170,454 |
+1,990 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100423 |
5649.00 |
5720.00 |
5621.00 |
5674.50 |
+42.50 |
99,340 |
686,824 |
-5,147 |
| Sep10 |
100423 |
5588.00 |
5653.00 |
5586.50 |
5633.00 |
+42.50 |
104 |
820 |
+102 |
| Dec10 |
100423 |
5601.00 |
5607.50 |
5601.00 |
5607.50 |
+44.50 |
97 |
2,949 |
+500 |
| Total Volume and Open Interest |
99,541 |
690,593 |
-4,545 |
| SPI 200(SFE) |
| Jun10 |
100423 |
4900.0 |
4925.0 |
4858.0 |
4878.0 |
-29.0 |
27,410 |
193,632 |
-1,227 |
| Sep10 |
100423 |
4900.0 |
4900.0 |
4867.0 |
4867.0 |
-28.0 |
11 |
2,285 |
+9 |
| Dec10 |
100423 |
4888.0 |
4888.0 |
4888.0 |
4888.0 |
-28.0 |
0 |
2,263 |
+0 |
| Total Volume and Open Interest |
27,421 |
198,767 |
-1,218 |
| GSCI(CME) |
| May10 |
100423 |
540.50 |
552.00 |
540.00 |
550.00 |
+7.00 |
149 |
19,755 |
+14 |
| Jun10 |
100423 |
555.00 |
555.00 |
547.00 |
555.00 |
+5.25 |
2 |
3 |
+0 |
| Jul10 |
100423 |
552.00 |
560.00 |
552.00 |
560.00 |
+5.50 |
|
|
|
| Total Volume and Open Interest |
151 |
19,758 |
+14 |
| Reuters CCI(ICE) |
| Jun10 |
100423 |
279.60 |
279.60 |
279.60 |
279.60 |
+1.80 |
|
|
|
| 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. |
|
|