|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue April 27, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100427 |
997.75 |
1001.00 |
981.50 |
982.75 |
-16.00 |
32,219 |
47,599 |
-9,759 |
| Jul10 |
100427 |
1007.25 |
1011.50 |
991.00 |
993.00 |
-16.00 |
61,794 |
230,865 |
-1,632 |
| Aug10 |
100427 |
1002.50 |
1007.50 |
988.25 |
989.75 |
-15.75 |
1,167 |
15,646 |
+349 |
| Sep10 |
100427 |
987.00 |
990.00 |
970.25 |
972.75 |
-16.75 |
822 |
10,619 |
+271 |
| Nov10 |
100427 |
975.00 |
979.00 |
957.25 |
961.75 |
-15.75 |
16,757 |
153,327 |
+0 |
| Jan11 |
100427 |
982.00 |
984.00 |
966.00 |
970.25 |
-14.50 |
576 |
10,901 |
+81 |
| Mar11 |
100427 |
983.25 |
983.25 |
972.00 |
975.00 |
-13.75 |
852 |
5,208 |
+151 |
| Total Volume and Open Interest |
116,173 |
491,928 |
-10,184 |
| Soybean Meal(CBOT) |
| May10 |
100427 |
294.50 |
294.50 |
285.80 |
287.00 |
-7.60 |
23,330 |
24,601 |
-7,171 |
| Jul10 |
100427 |
293.50 |
293.70 |
285.40 |
286.80 |
-7.40 |
36,975 |
98,247 |
+3,324 |
| Aug10 |
100427 |
289.70 |
294.20 |
282.60 |
283.90 |
-7.10 |
1,815 |
14,380 |
-174 |
| Sep10 |
100427 |
283.40 |
283.80 |
276.40 |
278.10 |
-6.80 |
1,685 |
11,125 |
+125 |
| Oct10 |
100427 |
274.80 |
274.90 |
267.50 |
269.70 |
-6.50 |
865 |
8,092 |
-39 |
| Dec10 |
100427 |
273.50 |
274.30 |
266.50 |
269.00 |
-6.20 |
9,566 |
35,054 |
-634 |
| Jan11 |
100427 |
270.60 |
275.10 |
267.20 |
269.00 |
-6.10 |
196 |
4,041 |
+2 |
| Mar11 |
100427 |
274.80 |
274.80 |
268.50 |
269.90 |
-6.10 |
390 |
3,127 |
+83 |
| Total Volume and Open Interest |
75,115 |
202,885 |
-4,385 |
| Soybean Oil(CBOT) |
| May10 |
100427 |
39.29 |
39.50 |
39.05 |
39.12 |
-0.17 |
38,303 |
35,450 |
-6,273 |
| Jul10 |
100427 |
39.78 |
39.96 |
39.49 |
39.56 |
-0.18 |
63,695 |
153,663 |
+2,201 |
| Aug10 |
100427 |
39.93 |
40.15 |
39.72 |
39.76 |
-0.17 |
3,130 |
19,906 |
+1,076 |
| Sep10 |
100427 |
40.07 |
40.29 |
39.89 |
39.91 |
-0.16 |
2,332 |
12,647 |
+1,030 |
| Oct10 |
100427 |
40.40 |
40.43 |
39.97 |
40.04 |
-0.17 |
1,353 |
9,623 |
+266 |
| Dec10 |
100427 |
40.66 |
40.82 |
40.34 |
40.42 |
-0.17 |
10,439 |
52,001 |
-699 |
| Jan11 |
100427 |
40.85 |
41.03 |
40.59 |
40.67 |
-0.17 |
76 |
3,031 |
+16 |
| Mar11 |
100427 |
41.23 |
41.23 |
40.80 |
40.92 |
-0.17 |
315 |
1,562 |
+173 |
| Total Volume and Open Interest |
119,745 |
290,931 |
-2,170 |
| Canola(WCE) |
| May10 |
100427 |
382.1 |
384.0 |
380.2 |
383.1 |
+0.3 |
7,748 |
14,529 |
-6,982 |
| Jul10 |
100427 |
389.8 |
390.9 |
387.3 |
390.5 |
+0.7 |
13,466 |
88,225 |
+5,697 |
| Nov10 |
100427 |
390.6 |
393.3 |
390.2 |
392.9 |
+0.6 |
4,106 |
30,851 |
+848 |
| Jan11 |
100427 |
393.3 |
397.1 |
393.1 |
396.5 |
+0.3 |
641 |
1,801 |
+187 |
| Mar11 |
100427 |
396.5 |
399.7 |
396.4 |
399.4 |
+1.4 |
314 |
954 |
+259 |
| Total Volume and Open Interest |
26,313 |
137,101 |
+42 |
| Corn(CBOT) |
| May10 |
100427 |
352.25 |
353.50 |
345.00 |
347.50 |
-4.75 |
98,676 |
102,485 |
-30,239 |
| Jul10 |
100427 |
359.00 |
360.50 |
351.50 |
353.75 |
-5.75 |
138,727 |
494,013 |
+8,618 |
| Sep10 |
100427 |
367.25 |
368.25 |
359.25 |
361.50 |
-6.50 |
31,424 |
147,134 |
-1,018 |
| Dec10 |
100427 |
375.75 |
376.50 |
367.25 |
369.00 |
-7.50 |
41,510 |
307,881 |
+3,137 |
| Mar11 |
100427 |
388.75 |
389.25 |
380.50 |
382.00 |
-7.25 |
2,668 |
44,173 |
+547 |
| May11 |
100427 |
397.50 |
397.75 |
389.75 |
391.00 |
-7.00 |
597 |
8,782 |
-10 |
| Total Volume and Open Interest |
317,440 |
1,166,167 |
-17,583 |
| Wheat(CBOT) |
| May10 |
100427 |
476.75 |
481.25 |
471.25 |
478.25 |
+2.25 |
28,265 |
28,056 |
-10,604 |
| Jul10 |
100427 |
488.75 |
493.50 |
483.50 |
490.50 |
+2.50 |
50,343 |
236,147 |
+3,380 |
| Sep10 |
100427 |
505.00 |
510.00 |
500.25 |
507.00 |
+2.25 |
8,148 |
76,314 |
+777 |
| Dec10 |
100427 |
531.75 |
537.00 |
527.00 |
534.00 |
+2.25 |
6,671 |
69,028 |
+1,213 |
| Mar11 |
100427 |
560.75 |
564.25 |
555.75 |
561.00 |
+2.00 |
846 |
15,402 |
+6 |
| Total Volume and Open Interest |
95,541 |
452,112 |
-4,627 |
| Wheat(KCBT) |
| May10 |
100427 |
493.25 |
495.50 |
487.50 |
492.50 |
+2.00 |
4,359 |
13,545 |
-2,063 |
| Jul10 |
100427 |
501.50 |
506.25 |
497.50 |
503.00 |
+2.00 |
8,733 |
67,481 |
+1,772 |
| Sep10 |
100427 |
514.00 |
517.50 |
509.75 |
514.75 |
+2.25 |
730 |
13,098 |
-150 |
| Dec10 |
100427 |
531.00 |
535.50 |
527.50 |
532.50 |
+2.25 |
1,071 |
43,958 |
-13 |
| Mar11 |
100427 |
551.25 |
552.00 |
545.00 |
549.50 |
+2.25 |
222 |
9,388 |
+19 |
| Total Volume and Open Interest |
15,820 |
155,496 |
-172 |
| Wheat(MGE) |
| May10 |
100427 |
514.50 |
519.00 |
511.50 |
516.25 |
+3.00 |
1,409 |
4,759 |
-473 |
| Jul10 |
100427 |
524.75 |
530.75 |
523.25 |
528.00 |
+3.00 |
2,154 |
18,677 |
+123 |
| Sep10 |
100427 |
536.50 |
541.75 |
534.50 |
539.50 |
+3.25 |
310 |
7,072 |
-3 |
| Dec10 |
100427 |
554.25 |
559.50 |
552.00 |
556.75 |
+3.00 |
612 |
7,236 |
-50 |
| Mar11 |
100427 |
571.00 |
576.00 |
569.75 |
574.25 |
+3.50 |
94 |
1,494 |
-22 |
| Total Volume and Open Interest |
4,884 |
42,793 |
-443 |
| Oats(CBOT) |
| May10 |
100427 |
204.75 |
204.75 |
193.50 |
201.00 |
-3.75 |
791 |
1,933 |
-327 |
| Jul10 |
100427 |
213.00 |
213.25 |
201.25 |
209.00 |
-4.00 |
1,108 |
11,569 |
+313 |
| Sep10 |
100427 |
220.00 |
221.25 |
210.00 |
217.25 |
-4.00 |
20 |
1,169 |
-8 |
| Dec10 |
100427 |
232.00 |
232.25 |
222.50 |
229.75 |
-4.00 |
425 |
2,665 |
+43 |
| Total Volume and Open Interest |
2,350 |
17,344 |
+27 |
| Rough Rice(CBOT) |
| May10 |
100427 |
12.55 |
12.55 |
12.18 |
12.26 |
-0.22 |
389 |
3,813 |
-1,075 |
| Jul10 |
100427 |
12.74 |
12.80 |
12.44 |
12.52 |
-0.22 |
593 |
7,368 |
+218 |
| Sep10 |
100427 |
12.56 |
12.56 |
12.27 |
12.32 |
-0.23 |
112 |
2,712 |
+33 |
| Nov10 |
100427 |
12.66 |
12.66 |
12.44 |
12.45 |
-0.21 |
38 |
1,483 |
+11 |
| Total Volume and Open Interest |
1,133 |
16,311 |
-813 |
| Live Cattle(CME) |
| Apr10 |
100427 |
100.150 |
100.150 |
97.100 |
98.050 |
-1.485 |
2,365 |
7,540 |
-1,569 |
| Jun10 |
100427 |
95.750 |
96.200 |
92.750 |
93.730 |
-1.770 |
15,698 |
167,515 |
-956 |
| Aug10 |
100427 |
94.400 |
94.950 |
91.750 |
92.730 |
-1.600 |
6,359 |
86,864 |
+331 |
| Oct10 |
100427 |
96.600 |
96.850 |
93.700 |
94.800 |
-1.630 |
3,750 |
56,648 |
+366 |
| Dec10 |
100427 |
98.000 |
98.350 |
95.635 |
96.330 |
-1.600 |
1,746 |
30,954 |
+821 |
| Feb11 |
100427 |
98.850 |
99.100 |
96.650 |
97.500 |
-1.330 |
697 |
15,826 |
+97 |
| Total Volume and Open Interest |
31,009 |
373,915 |
-765 |
| Feeder Cattle(CME) |
| Apr10 |
100427 |
113.250 |
113.680 |
112.980 |
113.200 |
+0.200 |
413 |
1,668 |
-56 |
| May10 |
100427 |
113.900 |
114.600 |
112.300 |
113.080 |
-0.670 |
2,056 |
11,383 |
-138 |
| Aug10 |
100427 |
117.000 |
117.885 |
115.180 |
115.930 |
-1.020 |
2,037 |
23,178 |
+750 |
| Sep10 |
100427 |
116.600 |
117.500 |
114.885 |
115.730 |
-0.770 |
253 |
4,774 |
+96 |
| Oct10 |
100427 |
115.750 |
116.580 |
114.100 |
115.135 |
-0.465 |
220 |
2,094 |
+129 |
| Nov10 |
100427 |
115.500 |
116.500 |
114.000 |
114.800 |
-0.735 |
163 |
1,080 |
+123 |
| Jan11 |
100427 |
114.000 |
114.035 |
112.500 |
112.600 |
-0.800 |
21 |
255 |
+31 |
| Total Volume and Open Interest |
5,169 |
44,459 |
+936 |
| Lean Hogs(CME) |
| May10 |
100427 |
86.980 |
88.635 |
86.980 |
88.135 |
+1.305 |
1,403 |
6,100 |
-317 |
| Jun10 |
100427 |
84.635 |
86.250 |
84.300 |
84.950 |
+0.665 |
15,885 |
83,934 |
-1,426 |
| Jul10 |
100427 |
85.200 |
86.180 |
84.100 |
84.700 |
-0.030 |
3,077 |
33,310 |
+466 |
| Aug10 |
100427 |
85.430 |
86.350 |
84.480 |
85.050 |
+0.070 |
2,842 |
40,144 |
+16 |
| Oct10 |
100427 |
75.950 |
76.850 |
75.000 |
75.475 |
-0.250 |
1,466 |
28,908 |
+444 |
| Dec10 |
100427 |
73.250 |
74.285 |
72.100 |
73.035 |
-0.250 |
1,080 |
19,217 |
+404 |
| Feb11 |
100427 |
73.680 |
74.080 |
72.225 |
73.450 |
unch |
248 |
5,344 |
+127 |
| Apr11 |
100427 |
74.450 |
75.000 |
73.800 |
74.200 |
-0.275 |
102 |
2,290 |
+42 |
| Total Volume and Open Interest |
26,193 |
220,004 |
-164 |
| Pork Bellies(CME) |
| May10 |
100427 |
95.100 |
96.500 |
94.750 |
96.500 |
+1.400 |
12 |
94 |
-31 |
| Jul10 |
100427 |
97.250 |
98.300 |
96.550 |
97.800 |
+0.800 |
6 |
106 |
-6 |
| Aug10 |
100427 |
95.000 |
97.000 |
95.000 |
95.000 |
unch |
1 |
27 |
+4 |
| Feb11 |
100427 |
97.500 |
97.500 |
97.500 |
97.500 |
+0.500 |
0 |
1 |
+0 |
| Mar11 |
100427 |
98.000 |
98.000 |
98.000 |
98.000 |
+0.500 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
19 |
229 |
-33 |
| Class III Milk(CME) |
| Apr10 |
100427 |
12.93 |
12.95 |
12.93 |
12.93 |
-0.02 |
215 |
4,375 |
-47 |
| May10 |
100427 |
13.40 |
13.55 |
13.33 |
13.49 |
+0.09 |
185 |
4,808 |
+75 |
| Jun10 |
100427 |
13.81 |
14.03 |
13.81 |
14.00 |
+0.19 |
125 |
4,446 |
+5 |
| Jul10 |
100427 |
14.45 |
14.65 |
14.44 |
14.65 |
+0.20 |
118 |
3,256 |
+13 |
| Aug10 |
100427 |
15.07 |
15.19 |
15.02 |
15.15 |
+0.07 |
71 |
2,987 |
+20 |
| Total Volume and Open Interest |
969 |
30,674 |
+203 |
| Cocoa(ICE) |
| May10 |
100427 |
3234 |
3234 |
3195 |
3195 |
-24 |
12 |
96 |
-18 |
| Jul10 |
100427 |
3223 |
3242 |
3190 |
3205 |
-23 |
8,521 |
61,154 |
+33 |
| Sep10 |
100427 |
3241 |
3258 |
3209 |
3224 |
-21 |
1,529 |
21,971 |
+564 |
| Dec10 |
100427 |
3253 |
3266 |
3229 |
3239 |
-18 |
850 |
14,109 |
+163 |
| Mar11 |
100427 |
3264 |
3277 |
3240 |
3254 |
-18 |
805 |
13,249 |
-70 |
| May11 |
100427 |
3263 |
3272 |
3261 |
3261 |
-15 |
76 |
6,134 |
+13 |
| Jul11 |
100427 |
3269 |
3275 |
3263 |
3268 |
-14 |
197 |
2,836 |
-8 |
| Total Volume and Open Interest |
12,426 |
124,278 |
+985 |
| Coffee "C"(ICE) |
| May10 |
100427 |
132.40 |
132.40 |
130.35 |
130.80 |
-1.75 |
447 |
974 |
-223 |
| Jul10 |
100427 |
132.10 |
132.40 |
130.20 |
130.85 |
-1.80 |
9,752 |
79,864 |
+552 |
| Sep10 |
100427 |
134.15 |
134.15 |
131.75 |
132.35 |
-1.80 |
2,459 |
23,508 |
+480 |
| Dec10 |
100427 |
135.80 |
135.80 |
133.35 |
134.00 |
-1.80 |
1,129 |
16,630 |
+367 |
| Mar11 |
100427 |
137.25 |
137.25 |
135.00 |
135.40 |
-1.85 |
93 |
7,634 |
+38 |
| May11 |
100427 |
136.35 |
136.40 |
136.35 |
136.35 |
-2.00 |
28 |
3,819 |
+0 |
| Total Volume and Open Interest |
13,921 |
135,041 |
+1,222 |
| Orange Juice(ICE) |
| May10 |
100427 |
134.35 |
134.55 |
133.30 |
134.40 |
-0.45 |
2,846 |
5,480 |
-2,481 |
| Jul10 |
100427 |
137.00 |
137.00 |
135.10 |
136.40 |
-0.55 |
2,020 |
18,383 |
-57 |
| Sep10 |
100427 |
137.80 |
138.35 |
137.80 |
138.15 |
-0.50 |
1,828 |
5,595 |
+1,801 |
| Nov10 |
100427 |
139.50 |
139.50 |
139.40 |
139.40 |
-0.65 |
63 |
1,104 |
+52 |
| Jan11 |
100427 |
140.50 |
140.60 |
140.50 |
140.60 |
-0.70 |
14 |
764 |
+11 |
| Mar11 |
100427 |
140.30 |
140.30 |
140.30 |
140.30 |
-0.20 |
10 |
155 |
+3 |
| Total Volume and Open Interest |
6,781 |
31,742 |
-671 |
| Sugar #11(ICE) |
| May10 |
100427 |
15.70 |
15.74 |
15.03 |
15.12 |
-0.57 |
28,956 |
44,745 |
-3,980 |
| Jul10 |
100427 |
15.85 |
15.92 |
15.25 |
15.37 |
-0.48 |
59,574 |
275,180 |
+709 |
| Oct10 |
100427 |
16.60 |
16.60 |
15.99 |
16.10 |
-0.43 |
14,820 |
155,620 |
-1,012 |
| Mar11 |
100427 |
17.22 |
17.25 |
16.76 |
16.89 |
-0.33 |
4,942 |
71,605 |
+779 |
| May11 |
100427 |
16.98 |
16.98 |
16.57 |
16.69 |
-0.30 |
1,336 |
21,258 |
+274 |
| Total Volume and Open Interest |
113,651 |
648,719 |
-1,560 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Mar11 |
100426 |
2228 |
2245 |
2223 |
2238 |
+13 |
1,286 |
19,014 |
+454 |
| May11 |
100426 |
2246 |
2247 |
2237 |
2239 |
+10 |
97 |
4,059 |
+20 |
| Jul11 |
100426 |
2241 |
2248 |
2241 |
2244 |
+8 |
73 |
724 |
+36 |
| Total Volume and Open Interest |
10,961 |
159,992 |
+1,401 |
| London Sugar(LCE) |
| Aug10 |
100427 |
482.10 |
483.80 |
464.40 |
465.00 |
-15.10 |
4,025 |
34,371 |
+281 |
| Oct10 |
100427 |
455.80 |
458.00 |
441.30 |
441.50 |
-12.60 |
984 |
10,905 |
+175 |
| Dec10 |
100427 |
448.70 |
448.70 |
440.00 |
440.50 |
-11.30 |
243 |
2,861 |
+146 |
| Mar11 |
100427 |
457.10 |
457.90 |
448.50 |
449.50 |
-8.90 |
169 |
2,185 |
+52 |
| May11 |
100427 |
446.10 |
448.50 |
446.10 |
448.50 |
-8.20 |
1 |
1,403 |
+0 |
| Total Volume and Open Interest |
5,422 |
52,116 |
+654 |
| Cotton(ICE) |
| May10 |
100427 |
84.09 |
84.32 |
82.70 |
83.05 |
-0.97 |
2,762 |
6,039 |
-900 |
| Jul10 |
100427 |
85.86 |
86.08 |
84.56 |
85.20 |
-0.69 |
12,369 |
120,620 |
+3,212 |
| Oct10 |
100427 |
79.45 |
80.07 |
79.45 |
79.45 |
-0.30 |
1 |
540 |
+0 |
| Dec10 |
100427 |
77.40 |
77.70 |
77.04 |
77.35 |
-0.25 |
3,619 |
53,580 |
+967 |
| Mar11 |
100427 |
78.47 |
78.73 |
78.14 |
78.39 |
-0.29 |
269 |
5,354 |
+81 |
| May11 |
100427 |
78.72 |
78.72 |
78.47 |
78.47 |
-0.45 |
0 |
190 |
+0 |
| Total Volume and Open Interest |
19,146 |
190,223 |
+3,451 |
| Lumber(CME) |
| May10 |
100427 |
307.1 |
308.3 |
302.5 |
302.5 |
-4.6 |
525 |
2,396 |
-177 |
| Jul10 |
100427 |
317.8 |
318.7 |
313.3 |
315.0 |
-2.5 |
501 |
6,072 |
+198 |
| Sep10 |
100427 |
317.8 |
320.0 |
316.1 |
318.5 |
-3.5 |
83 |
2,174 |
+37 |
| Nov10 |
100427 |
297.4 |
299.0 |
296.5 |
298.0 |
-3.5 |
59 |
587 |
+6 |
| Total Volume and Open Interest |
1,170 |
11,236 |
+65 |
| Crude Oil(NYM) |
| Jun10 |
100427 |
83.89 |
84.33 |
81.70 |
82.44 |
-1.76 |
322,550 |
362,596 |
-5,733 |
| Jul10 |
100427 |
86.13 |
86.63 |
84.22 |
85.00 |
-1.47 |
97,814 |
186,975 |
+1,706 |
| Aug10 |
100427 |
87.84 |
88.15 |
86.08 |
86.77 |
-1.18 |
50,798 |
78,492 |
+3,652 |
| Sep10 |
100427 |
88.60 |
89.00 |
87.06 |
87.76 |
-1.06 |
30,503 |
73,156 |
+112 |
| Oct10 |
100427 |
89.27 |
89.53 |
87.80 |
88.43 |
-1.01 |
18,099 |
36,319 |
+85 |
| Nov10 |
100427 |
89.54 |
89.91 |
88.32 |
88.97 |
-0.95 |
13,074 |
27,451 |
-644 |
| Dec10 |
100427 |
90.15 |
90.60 |
88.84 |
89.45 |
-0.92 |
45,719 |
197,272 |
+2,024 |
| Jan11 |
100427 |
89.99 |
90.78 |
89.15 |
89.81 |
-0.86 |
2,962 |
32,015 |
-22 |
| Feb11 |
100427 |
89.72 |
90.13 |
89.72 |
90.13 |
-0.82 |
1,384 |
13,528 |
-37 |
| Mar11 |
100427 |
90.55 |
91.25 |
89.88 |
90.43 |
-0.78 |
1,354 |
17,764 |
+172 |
| Apr11 |
100427 |
91.04 |
91.04 |
90.70 |
90.70 |
-0.76 |
727 |
13,502 |
-83 |
| May11 |
100427 |
91.20 |
91.20 |
90.94 |
90.94 |
-0.75 |
601 |
5,320 |
-97 |
| Jun11 |
100427 |
91.88 |
91.98 |
90.76 |
91.14 |
-0.74 |
2,740 |
36,678 |
+316 |
| Jul11 |
100427 |
91.32 |
91.32 |
91.32 |
91.32 |
-0.72 |
180 |
5,038 |
+130 |
| Aug11 |
100427 |
91.48 |
91.48 |
91.48 |
91.48 |
-0.70 |
20 |
3,738 |
+13 |
| Sep11 |
100427 |
91.65 |
91.65 |
91.65 |
91.65 |
-0.67 |
322 |
6,290 |
+84 |
| Total Volume and Open Interest |
608,421 |
1,367,679 |
+4,360 |
| 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 |
100427 |
83.900 |
84.350 |
81.725 |
82.450 |
-1.750 |
10,954 |
5,350 |
-124 |
| Jul10 |
100427 |
86.375 |
86.625 |
84.300 |
85.000 |
-1.475 |
644 |
906 |
+101 |
| Aug10 |
100427 |
88.000 |
88.000 |
86.325 |
86.775 |
-1.175 |
65 |
94 |
+6 |
| Sep10 |
100427 |
88.800 |
88.800 |
87.625 |
87.750 |
-1.075 |
1 |
16 |
-1 |
| Oct10 |
100427 |
89.225 |
89.225 |
88.000 |
88.425 |
-1.025 |
0 |
13 |
+0 |
| Nov10 |
100427 |
88.975 |
88.975 |
88.975 |
88.975 |
-0.950 |
0 |
2 |
+0 |
| Dec10 |
100427 |
89.250 |
89.450 |
89.200 |
89.450 |
-0.925 |
10 |
48 |
+0 |
| Jan11 |
100427 |
89.800 |
89.800 |
89.800 |
89.800 |
-0.875 |
|
|
|
| Total Volume and Open Interest |
11,674 |
6,474 |
-18 |
| Heating Oil(NYM) |
| May10 |
100427 |
222.95 |
227.50 |
221.69 |
223.03 |
-0.68 |
22,844 |
27,098 |
-3,647 |
| Jun10 |
100427 |
226.00 |
228.29 |
224.20 |
225.51 |
-0.86 |
36,568 |
92,363 |
+2,114 |
| Jul10 |
100427 |
228.93 |
230.58 |
226.55 |
227.78 |
-0.99 |
10,390 |
37,448 |
+466 |
| Aug10 |
100427 |
230.91 |
233.02 |
228.66 |
230.14 |
-1.09 |
5,193 |
23,331 |
+906 |
| Sep10 |
100427 |
232.91 |
235.56 |
231.46 |
232.68 |
-1.18 |
5,392 |
21,957 |
+135 |
| Oct10 |
100427 |
235.57 |
237.86 |
234.03 |
235.29 |
-1.20 |
1,298 |
14,347 |
+131 |
| Nov10 |
100427 |
239.00 |
240.10 |
236.82 |
237.94 |
-1.20 |
493 |
11,291 |
+54 |
| Dec10 |
100427 |
241.93 |
243.42 |
239.05 |
240.59 |
-1.20 |
4,883 |
30,075 |
+617 |
| Jan11 |
100427 |
245.45 |
245.54 |
241.97 |
243.22 |
-1.20 |
274 |
13,643 |
+163 |
| Feb11 |
100427 |
245.02 |
245.02 |
243.55 |
244.86 |
-1.19 |
71 |
4,954 |
+30 |
| Mar11 |
100427 |
246.45 |
247.35 |
244.07 |
245.40 |
-1.18 |
372 |
6,178 |
-24 |
| Apr11 |
100427 |
244.99 |
244.99 |
244.00 |
244.69 |
-1.09 |
59 |
2,377 |
+22 |
| Total Volume and Open Interest |
88,901 |
305,872 |
+1,269 |
| Gasoline(NYMEX) |
| May10 |
100427 |
234.02 |
235.56 |
230.85 |
232.68 |
-1.41 |
25,132 |
33,015 |
-3,300 |
| Jun10 |
100427 |
234.55 |
236.01 |
231.11 |
232.84 |
-1.69 |
56,579 |
106,917 |
+608 |
| Jul10 |
100427 |
235.00 |
236.32 |
231.60 |
233.21 |
-1.69 |
20,814 |
56,529 |
-834 |
| Aug10 |
100427 |
235.77 |
236.55 |
231.92 |
233.37 |
-1.69 |
10,785 |
31,657 |
+1,013 |
| Sep10 |
100427 |
235.04 |
235.80 |
231.50 |
232.80 |
-1.66 |
7,727 |
32,588 |
-182 |
| Oct10 |
100427 |
223.85 |
224.98 |
221.60 |
222.88 |
-1.73 |
2,868 |
16,640 |
-252 |
| Nov10 |
100427 |
224.60 |
224.60 |
221.12 |
222.07 |
-1.77 |
1,945 |
14,649 |
-27 |
| Dec10 |
100427 |
224.58 |
225.25 |
221.24 |
222.45 |
-1.77 |
3,924 |
11,197 |
-822 |
| Jan11 |
100427 |
226.70 |
226.70 |
224.18 |
224.18 |
-1.78 |
578 |
6,027 |
+266 |
| Feb11 |
100427 |
226.44 |
226.44 |
226.44 |
226.44 |
-1.78 |
141 |
1,475 |
+39 |
| Total Volume and Open Interest |
131,556 |
322,076 |
-3,290 |
| e-miNY RBOB Gasoline(NYM) |
| May10 |
100427 |
232.70 |
232.70 |
232.68 |
232.70 |
-1.40 |
2 |
8 |
+2 |
| Jun10 |
100427 |
232.80 |
232.84 |
232.80 |
232.80 |
-1.70 |
0 |
10 |
+0 |
| Jul10 |
100427 |
233.20 |
233.21 |
233.20 |
233.20 |
-1.70 |
0 |
1 |
+0 |
| Aug10 |
100427 |
233.40 |
233.40 |
233.37 |
233.40 |
-1.70 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2 |
24 |
+2 |
| Natural Gas(NYM) |
| May10 |
100427 |
4.239 |
4.293 |
4.191 |
4.216 |
-0.046 |
109,555 |
33,703 |
-13,505 |
| Jun10 |
100427 |
4.330 |
4.382 |
4.278 |
4.315 |
-0.036 |
81,678 |
151,735 |
-58 |
| Jul10 |
100427 |
4.440 |
4.497 |
4.397 |
4.438 |
-0.029 |
23,796 |
151,911 |
+1,118 |
| Aug10 |
100427 |
4.515 |
4.587 |
4.494 |
4.532 |
-0.026 |
7,336 |
52,522 |
+462 |
| Sep10 |
100427 |
4.555 |
4.635 |
4.545 |
4.585 |
-0.023 |
5,696 |
46,611 |
-44 |
| Oct10 |
100427 |
4.655 |
4.745 |
4.655 |
4.693 |
-0.023 |
11,973 |
66,125 |
-1,294 |
| Nov10 |
100427 |
5.042 |
5.115 |
5.042 |
5.072 |
-0.006 |
2,837 |
15,464 |
+229 |
| Dec10 |
100427 |
5.483 |
5.509 |
5.425 |
5.474 |
+0.006 |
3,862 |
30,712 |
-586 |
| Jan11 |
100427 |
5.658 |
5.728 |
5.639 |
5.687 |
+0.006 |
5,947 |
48,686 |
-521 |
| Feb11 |
100427 |
5.617 |
5.685 |
5.599 |
5.649 |
+0.005 |
346 |
16,786 |
+16 |
| Mar11 |
100427 |
5.504 |
5.581 |
5.500 |
5.546 |
+0.002 |
2,448 |
41,027 |
+357 |
| Apr11 |
100427 |
5.315 |
5.378 |
5.310 |
5.338 |
-0.004 |
3,338 |
36,632 |
-435 |
| May11 |
100427 |
5.359 |
5.384 |
5.325 |
5.352 |
-0.004 |
837 |
18,376 |
+83 |
| Jun11 |
100427 |
5.380 |
5.431 |
5.380 |
5.399 |
-0.004 |
476 |
6,474 |
+64 |
| Jul11 |
100427 |
5.415 |
5.500 |
5.415 |
5.464 |
-0.004 |
155 |
4,577 |
+9 |
| Aug11 |
100427 |
5.490 |
5.550 |
5.490 |
5.514 |
-0.004 |
89 |
4,574 |
+10 |
| Total Volume and Open Interest |
261,843 |
845,933 |
-13,781 |
| Brent Crude Oil(ICE) |
| Jun10 |
100427 |
86.83 |
87.15 |
85.20 |
85.78 |
-1.05 |
146,004 |
233,059 |
+1,213 |
| Jul10 |
100427 |
87.70 |
87.96 |
86.05 |
86.65 |
-0.97 |
66,806 |
163,141 |
+1,978 |
| Aug10 |
100427 |
88.37 |
88.60 |
86.88 |
87.40 |
-0.90 |
31,577 |
69,824 |
+2,353 |
| Sep10 |
100427 |
88.94 |
89.12 |
87.51 |
88.02 |
-0.82 |
13,631 |
32,975 |
-104 |
| Oct10 |
100427 |
89.42 |
89.61 |
88.06 |
88.56 |
-0.76 |
8,577 |
22,328 |
-204 |
| Nov10 |
100427 |
89.88 |
90.12 |
88.53 |
89.03 |
-0.73 |
6,141 |
18,965 |
+413 |
| Dec10 |
100427 |
90.30 |
90.55 |
88.98 |
89.48 |
-0.69 |
22,382 |
97,163 |
+1,014 |
| Jan11 |
100427 |
90.09 |
90.24 |
89.70 |
89.89 |
-0.64 |
1,559 |
21,151 |
+162 |
| Feb11 |
100427 |
90.29 |
90.29 |
90.29 |
90.29 |
-0.60 |
779 |
8,616 |
-101 |
| Mar11 |
100427 |
90.65 |
90.65 |
90.65 |
90.65 |
-0.59 |
571 |
7,374 |
-84 |
| Apr11 |
100427 |
90.98 |
90.98 |
90.98 |
90.98 |
-0.57 |
547 |
4,792 |
+127 |
| May11 |
100427 |
91.28 |
91.28 |
91.28 |
91.28 |
-0.57 |
859 |
3,721 |
-29 |
| Jun11 |
100427 |
92.30 |
92.49 |
91.51 |
91.56 |
-0.56 |
2,410 |
16,693 |
-315 |
| Jul11 |
100427 |
91.80 |
91.80 |
91.80 |
91.80 |
-0.55 |
574 |
3,192 |
+16 |
| Total Volume and Open Interest |
308,608 |
803,960 |
+7,060 |
| Gas Oil(ICE) |
| May10 |
100427 |
719.00 |
724.00 |
712.25 |
719.00 |
-0.50 |
39,193 |
94,268 |
-3,962 |
| Jun10 |
100427 |
722.50 |
727.75 |
715.25 |
722.75 |
-0.25 |
49,210 |
115,750 |
+3,813 |
| Jul10 |
100427 |
727.50 |
732.75 |
720.00 |
727.75 |
+0.25 |
14,743 |
52,757 |
+106 |
| Aug10 |
100427 |
731.75 |
738.00 |
725.25 |
733.25 |
+0.25 |
5,445 |
27,910 |
+462 |
| Sep10 |
100427 |
736.25 |
743.75 |
731.00 |
738.75 |
+0.25 |
5,406 |
32,758 |
+127 |
| Oct10 |
100427 |
743.50 |
748.00 |
736.25 |
744.25 |
+0.50 |
2,505 |
23,226 |
+463 |
| Nov10 |
100427 |
748.00 |
753.25 |
740.75 |
749.00 |
+0.75 |
1,720 |
19,221 |
+155 |
| Dec10 |
100427 |
753.00 |
758.25 |
745.50 |
753.25 |
+0.75 |
8,186 |
93,477 |
-598 |
| Jan11 |
100427 |
756.00 |
762.75 |
750.50 |
758.75 |
+1.00 |
961 |
25,241 |
+434 |
| Feb11 |
100427 |
760.50 |
767.25 |
759.75 |
763.00 |
+1.00 |
412 |
13,155 |
-164 |
| Total Volume and Open Interest |
131,724 |
570,834 |
+2,041 |
| Ethanol(CBOT) |
| Apr10 |
100406 |
1.512 |
1.512 |
1.512 |
1.512 |
-0.003 |
87 |
178 |
-68 |
| May10 |
100427 |
1.573 |
1.578 |
1.563 |
1.572 |
-0.013 |
110 |
634 |
-80 |
| Jun10 |
100427 |
1.577 |
1.595 |
1.577 |
1.595 |
-0.009 |
67 |
1,324 |
+25 |
| Jul10 |
100427 |
1.605 |
1.610 |
1.601 |
1.608 |
-0.009 |
154 |
1,300 |
+59 |
| Aug10 |
100427 |
1.610 |
1.615 |
1.610 |
1.610 |
-0.013 |
62 |
551 |
-19 |
| Sep10 |
100427 |
1.625 |
1.625 |
1.616 |
1.617 |
-0.008 |
45 |
612 |
+5 |
| Oct10 |
100427 |
1.630 |
1.635 |
1.625 |
1.628 |
-0.008 |
49 |
662 |
+6 |
| Nov10 |
100427 |
1.635 |
1.635 |
1.628 |
1.631 |
-0.019 |
70 |
876 |
+7 |
| Total Volume and Open Interest |
773 |
8,686 |
+102 |
| US Dollar Index(ICE) |
| Jun10 |
100427 |
81.380 |
82.750 |
81.360 |
82.310 |
+0.695 |
24,640 |
42,960 |
+904 |
| Sep10 |
100427 |
81.720 |
82.970 |
81.720 |
82.585 |
+0.700 |
165 |
2,101 |
-27 |
| Dec10 |
100427 |
82.620 |
82.835 |
82.620 |
82.835 |
+0.700 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
24,805 |
45,063 |
+877 |
| Australian Dollar(CME) |
| Jun10 |
100427 |
92.22 |
92.37 |
90.84 |
91.10 |
-1.08 |
116,603 |
143,937 |
-7,597 |
| Sep10 |
100427 |
91.33 |
91.36 |
89.89 |
90.15 |
-1.05 |
329 |
441 |
-45 |
| Dec10 |
100427 |
89.20 |
90.25 |
89.20 |
89.20 |
-1.05 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
116,932 |
144,390 |
-7,642 |
| British Pound(CME) |
| Jun10 |
100427 |
154.54 |
154.81 |
152.36 |
152.54 |
-2.00 |
131,350 |
119,046 |
+1,294 |
| Sep10 |
100427 |
154.57 |
154.72 |
152.32 |
152.47 |
-2.00 |
551 |
763 |
-90 |
| Dec10 |
100427 |
152.41 |
154.41 |
152.41 |
152.41 |
-2.00 |
3 |
26 |
+0 |
| Total Volume and Open Interest |
131,904 |
119,836 |
+1,204 |
| Canadian Dollar(CME) |
| Jun10 |
100427 |
99.91 |
100.01 |
98.21 |
98.58 |
-1.26 |
97,395 |
145,228 |
-1,217 |
| Sep10 |
100427 |
99.90 |
99.90 |
98.13 |
98.50 |
-1.24 |
628 |
4,032 |
+135 |
| Dec10 |
100427 |
98.85 |
99.52 |
97.96 |
98.29 |
-1.23 |
24 |
1,078 |
+9 |
| Mar11 |
100427 |
98.63 |
99.24 |
97.69 |
98.02 |
-1.22 |
2 |
251 |
+2 |
| Total Volume and Open Interest |
98,053 |
150,657 |
-1,070 |
| Japanese Yen(CME) |
| Jun10 |
100427 |
106.38 |
107.79 |
106.38 |
107.44 |
+1.12 |
126,095 |
143,059 |
+7,919 |
| Sep10 |
100427 |
106.67 |
107.88 |
106.42 |
107.54 |
+1.12 |
261 |
956 |
-19 |
| Dec10 |
100427 |
107.64 |
107.68 |
106.55 |
107.68 |
+1.13 |
5 |
70 |
+1 |
| Total Volume and Open Interest |
126,361 |
144,086 |
+7,901 |
| Swiss Franc(CME) |
| Jun10 |
100427 |
93.35 |
93.49 |
91.92 |
92.17 |
-0.84 |
62,922 |
44,411 |
-285 |
| Sep10 |
100427 |
93.40 |
93.40 |
92.05 |
92.27 |
-0.83 |
68 |
509 |
-360 |
| Dec10 |
100427 |
92.37 |
93.20 |
92.37 |
92.37 |
-0.83 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
62,990 |
44,930 |
-645 |
| EuroFX(CME) |
| Jun10 |
100427 |
133.93 |
134.15 |
131.65 |
132.09 |
-1.36 |
422,184 |
224,463 |
-847 |
| Sep10 |
100427 |
133.97 |
134.15 |
131.67 |
132.09 |
-1.36 |
2,214 |
2,543 |
+73 |
| Dec10 |
100427 |
132.13 |
133.44 |
131.89 |
132.08 |
-1.36 |
12 |
104 |
+3 |
| Total Volume and Open Interest |
424,410 |
227,155 |
-771 |
| Mexican Peso(CME) |
| May10 |
100427 |
808.0 |
821.5 |
808.0 |
808.0 |
-13.5 |
|
|
|
| Jun10 |
100427 |
819.2 |
819.5 |
802.5 |
805.2 |
-13.5 |
16,155 |
132,268 |
-1,227 |
| Total Volume and Open Interest |
16,155 |
132,836 |
-1,227 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100427 |
116~310 |
118~240 |
116~290 |
118~100 |
+1~120 |
|
|
|
| Sep10 |
100427 |
115~260 |
117~190 |
115~260 |
117~130 |
+1~190 |
44 |
2,044 |
+20 |
| Dec10 |
100427 |
116~080 |
116~080 |
114~220 |
116~080 |
+1~180 |
4 |
12 |
+4 |
| Total Volume and Open Interest |
284,421 |
664,185 |
-4,492 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100427 |
116~205 |
117~270 |
116~195 |
117~210 |
+1~025 |
1,081,544 |
1,614,384 |
-60,058 |
| Sep10 |
100427 |
115~105 |
116~140 |
115~060 |
116~100 |
+1~040 |
952 |
11,969 |
+445 |
| Dec10 |
100427 |
114~250 |
114~310 |
113~255 |
114~310 |
+1~055 |
1 |
6 |
+1 |
| Total Volume and Open Interest |
1,082,497 |
1,626,360 |
-59,612 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100427 |
114~125 |
115~092 |
114~122 |
115~075 |
+0~083 |
457,496 |
957,883 |
+6,378 |
| Sep10 |
100427 |
114~016 |
114~072 |
113~109 |
114~067 |
+0~086 |
1 |
1,393 |
-1 |
| Dec10 |
100427 |
113~059 |
113~059 |
112~098 |
113~059 |
+0~089 |
|
|
|
| Total Volume and Open Interest |
457,497 |
959,276 |
+6,377 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100427 |
54~036 |
54~042 |
54~036 |
54~042 |
+0~013 |
|
|
|
| Sep10 |
100427 |
107~125 |
108~014 |
107~112 |
108~014 |
+0~030 |
1,168 |
6,329 |
+511 |
| Dec10 |
100427 |
107~072 |
107~072 |
107~037 |
107~072 |
+0~035 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
256,355 |
1,039,723 |
+6,292 |
| Eurodollars(CME) |
| Jun10 |
100427 |
99.595 |
99.595 |
99.520 |
99.540 |
-0.055 |
232,755 |
1,240,794 |
-26,422 |
| Sep10 |
100427 |
99.430 |
99.450 |
99.380 |
99.400 |
-0.025 |
310,413 |
1,101,133 |
+8,380 |
| Dec10 |
100427 |
99.160 |
99.220 |
99.155 |
99.175 |
+0.020 |
407,344 |
1,199,443 |
-39,710 |
| Mar11 |
100427 |
98.825 |
98.925 |
98.825 |
98.880 |
+0.065 |
361,367 |
752,488 |
-9,183 |
| Jun11 |
100427 |
98.450 |
98.590 |
98.450 |
98.555 |
+0.110 |
403,228 |
863,095 |
-16,218 |
| Sep11 |
100427 |
98.090 |
98.255 |
98.090 |
98.225 |
+0.140 |
250,692 |
699,475 |
-7,706 |
| Dec11 |
100427 |
97.755 |
97.925 |
97.755 |
97.900 |
+0.155 |
199,193 |
543,035 |
+2,030 |
| Mar12 |
100427 |
97.460 |
97.640 |
97.460 |
97.620 |
+0.165 |
165,325 |
340,326 |
+2,860 |
| Jun12 |
100427 |
97.175 |
97.360 |
97.175 |
97.340 |
+0.175 |
74,391 |
245,206 |
+3,152 |
| Sep12 |
100427 |
96.910 |
97.100 |
96.910 |
97.075 |
+0.175 |
56,422 |
181,864 |
+1,762 |
| Dec12 |
100427 |
96.650 |
96.835 |
96.650 |
96.815 |
+0.175 |
49,579 |
153,071 |
-1,298 |
| Mar13 |
100427 |
96.450 |
96.620 |
96.450 |
96.600 |
+0.175 |
32,928 |
128,976 |
+849 |
| Jun13 |
100427 |
96.240 |
96.405 |
96.240 |
96.385 |
+0.170 |
13,233 |
79,749 |
+354 |
| Sep13 |
100427 |
96.045 |
96.210 |
96.045 |
96.190 |
+0.165 |
9,293 |
71,847 |
+570 |
| Dec13 |
100427 |
95.865 |
96.015 |
95.855 |
95.995 |
+0.160 |
6,650 |
40,006 |
+628 |
| Mar14 |
100427 |
95.705 |
95.860 |
95.705 |
95.835 |
+0.155 |
5,245 |
40,562 |
-20 |
| Jun14 |
100427 |
95.535 |
95.695 |
95.535 |
95.675 |
+0.150 |
4,710 |
38,056 |
+841 |
| Sep14 |
100427 |
95.420 |
95.560 |
95.410 |
95.535 |
+0.145 |
3,080 |
25,315 |
+464 |
| Total Volume and Open Interest |
2,601,132 |
7,927,020 |
-77,803 |
| 30 Day Federal Funds(CBOT) |
| Apr10 |
100427 |
99.800 |
99.802 |
99.798 |
99.800 |
unch |
313 |
74,405 |
-19 |
| May10 |
100427 |
99.785 |
99.790 |
99.780 |
99.785 |
unch |
2,823 |
70,620 |
-278 |
| Jun10 |
100427 |
99.770 |
99.780 |
99.765 |
99.770 |
unch |
5,339 |
86,653 |
-1,075 |
| Jul10 |
100427 |
99.750 |
99.760 |
99.750 |
99.750 |
unch |
8,491 |
60,896 |
-1,203 |
| Aug10 |
100427 |
99.730 |
99.745 |
99.720 |
99.730 |
+0.010 |
9,585 |
73,171 |
-1,086 |
| Sep10 |
100427 |
99.690 |
99.725 |
99.685 |
99.705 |
+0.020 |
12,475 |
52,877 |
+1,539 |
| Total Volume and Open Interest |
80,829 |
695,139 |
+1,430 |
| 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 |
100427 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.005 |
0 |
2,404 |
+300 |
| Sep10 |
100427 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.005 |
0 |
1,031 |
+0 |
| Dec10 |
100427 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
0 |
342 |
+0 |
| Mar11 |
100427 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.005 |
0 |
167 |
+0 |
| Jun11 |
100427 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.005 |
|
|
|
| Sep11 |
100427 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.005 |
|
|
|
| Dec11 |
100427 |
99.515 |
99.515 |
99.515 |
99.515 |
-0.005 |
|
|
|
| Mar12 |
100427 |
99.480 |
99.480 |
99.480 |
99.480 |
-0.005 |
|
|
|
| Jun12 |
100427 |
99.530 |
99.530 |
99.530 |
99.530 |
-0.005 |
|
|
|
| Sep12 |
100427 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
3,944 |
+300 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100427 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
100 |
4,502 |
-58 |
| Sep10 |
100427 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
5 |
3,257 |
+0 |
| Dec10 |
100427 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,450 |
+0 |
| Mar11 |
100427 |
99.63 |
99.63 |
99.62 |
99.62 |
0.00 |
1 |
1,750 |
-1 |
| Jun11 |
100427 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
106 |
+0 |
| Sep11 |
100427 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
0 |
51 |
+0 |
| Dec11 |
100427 |
99.51 |
99.51 |
99.51 |
99.51 |
0.00 |
0 |
102 |
+0 |
| Mar12 |
100427 |
99.48 |
99.48 |
99.48 |
99.48 |
0.00 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
106 |
12,589 |
-59 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100427 |
139.18 |
139.50 |
139.18 |
139.49 |
+0.24 |
1,828 |
16,489 |
-123 |
| Sep10 |
100427 |
139.49 |
139.49 |
139.49 |
139.49 |
+0.24 |
|
|
|
| Dec10 |
100427 |
137.40 |
137.40 |
137.40 |
137.40 |
+0.24 |
|
|
|
| Total Volume and Open Interest |
1,828 |
16,489 |
-123 |
| Euro-Bund(EUREX) |
| Jun10 |
100427 |
124.09 |
125.34 |
124.05 |
124.64 |
+0.58 |
989,744 |
1,033,123 |
-11,845 |
| Sep10 |
100427 |
123.61 |
124.75 |
123.61 |
124.03 |
+0.60 |
1,567 |
4,643 |
+303 |
| Dec10 |
100427 |
124.15 |
124.15 |
123.64 |
123.64 |
+0.58 |
|
|
|
| Total Volume and Open Interest |
991,311 |
1,037,766 |
-11,542 |
| Euro-Bobl(EUREX) |
| Jun10 |
100427 |
117.61 |
118.32 |
117.57 |
118.28 |
+0.83 |
575,514 |
807,402 |
-35,137 |
| Sep10 |
100427 |
117.32 |
117.90 |
117.21 |
117.57 |
+0.36 |
1,071 |
16,439 |
+899 |
| Dec10 |
100427 |
117.33 |
117.33 |
117.33 |
117.33 |
+0.35 |
|
|
|
| Total Volume and Open Interest |
671,496 |
839,706 |
+10,626 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100427 |
99.240 |
99.240 |
99.235 |
99.235 |
-0.030 |
660 |
5,955 |
-411 |
| Sep10 |
100427 |
99.120 |
99.120 |
99.090 |
99.090 |
-0.015 |
7 |
3,183 |
+5 |
| Dec10 |
100427 |
98.955 |
98.960 |
98.940 |
98.940 |
unch |
33 |
1,560 |
+20 |
| Total Volume and Open Interest |
708 |
16,163 |
-386 |
| Long Gilt(LIFFE) |
| Jun10 |
100427 |
114~18 |
115~13 |
114~08 |
114~26 |
+0~13 |
110,230 |
275,835 |
-5,829 |
| Sep10 |
100427 |
113~15 |
113~15 |
113~15 |
113~15 |
+0~13 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
110,230 |
275,838 |
-5,829 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100427 |
99.27 |
99.28 |
99.21 |
99.25 |
-0.02 |
49,680 |
371,513 |
+654 |
| Sep10 |
100427 |
99.12 |
99.15 |
99.08 |
99.10 |
-0.01 |
120,537 |
464,569 |
-18,793 |
| Dec10 |
100427 |
98.84 |
98.88 |
98.83 |
98.84 |
+0.02 |
147,863 |
480,893 |
+2,226 |
| Mar11 |
100427 |
98.51 |
98.55 |
98.48 |
98.51 |
+0.05 |
183,666 |
339,228 |
+3,619 |
| Jun11 |
100427 |
98.14 |
98.20 |
98.11 |
98.15 |
+0.07 |
186,580 |
337,677 |
-5,572 |
| Sep11 |
100427 |
97.79 |
97.87 |
97.75 |
97.80 |
+0.08 |
132,083 |
223,570 |
+7,470 |
| Total Volume and Open Interest |
952,851 |
2,689,391 |
+2,811 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100427 |
99.265 |
99.270 |
99.155 |
99.235 |
-0.030 |
160,079 |
951,451 |
+4,996 |
| Sep10 |
100427 |
99.115 |
99.130 |
99.040 |
99.090 |
-0.015 |
295,692 |
836,314 |
-14,831 |
| Dec10 |
100427 |
98.945 |
98.975 |
98.920 |
98.945 |
+0.005 |
278,447 |
567,456 |
-10,930 |
| Total Volume and Open Interest |
1,545,615 |
4,117,180 |
-8,617 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100427 |
95.33 |
95.35 |
95.31 |
95.33 |
unch |
26,883 |
283,641 |
-3,948 |
| Sep10 |
100427 |
95.04 |
95.08 |
95.03 |
95.07 |
+0.02 |
38,200 |
199,941 |
+1,274 |
| Dec10 |
100427 |
94.78 |
94.81 |
94.75 |
94.80 |
+0.01 |
19,413 |
135,994 |
+641 |
| Mar11 |
100427 |
94.57 |
94.60 |
94.54 |
94.59 |
+0.01 |
7,970 |
59,915 |
+2,091 |
| Jun11 |
100427 |
94.40 |
94.43 |
94.39 |
94.43 |
+0.02 |
2,281 |
44,568 |
-82 |
| Sep11 |
100427 |
94.23 |
94.28 |
94.23 |
94.28 |
+0.01 |
791 |
24,656 |
+329 |
| Dec11 |
100427 |
94.16 |
94.17 |
94.14 |
94.17 |
+0.01 |
544 |
20,097 |
+121 |
| Mar12 |
100427 |
94.10 |
94.10 |
94.08 |
94.09 |
+0.01 |
860 |
11,642 |
+157 |
| Jun12 |
100427 |
94.04 |
94.04 |
94.04 |
94.04 |
unch |
0 |
2,416 |
+0 |
| Sep12 |
100427 |
94.04 |
94.04 |
94.04 |
94.04 |
+0.01 |
0 |
2,006 |
+0 |
| Total Volume and Open Interest |
96,942 |
785,584 |
+583 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100427 |
94.14 |
94.22 |
94.13 |
94.21 |
+0.01 |
27,481 |
418,431 |
+7,105 |
| Sep10 |
100427 |
94.21 |
94.21 |
94.21 |
94.21 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
27,481 |
418,431 |
+7,105 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100427 |
94.56 |
94.62 |
94.55 |
94.62 |
+0.01 |
109,605 |
639,216 |
+19,138 |
| Sep10 |
100427 |
94.62 |
94.62 |
94.62 |
94.62 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
109,605 |
639,216 |
+19,138 |
| Gold(CMX) |
| Apr10 |
100427 |
1152.8 |
1170.7 |
1148.6 |
1161.7 |
+8.2 |
40 |
310 |
-7 |
| Jun10 |
100427 |
1154.2 |
1173.4 |
1146.6 |
1162.2 |
+8.2 |
144,453 |
327,986 |
+8,796 |
| Aug10 |
100427 |
1156.4 |
1174.0 |
1148.3 |
1163.5 |
+8.2 |
4,028 |
37,190 |
+427 |
| Oct10 |
100427 |
1156.7 |
1174.1 |
1151.6 |
1164.6 |
+8.2 |
461 |
23,671 |
-84 |
| Dec10 |
100427 |
1157.8 |
1177.0 |
1150.7 |
1165.9 |
+8.2 |
1,606 |
42,458 |
+62 |
| Feb11 |
100427 |
1162.2 |
1176.9 |
1154.3 |
1167.5 |
+8.1 |
195 |
17,353 |
+155 |
| Apr11 |
100427 |
1166.5 |
1169.4 |
1166.5 |
1169.4 |
+8.0 |
343 |
12,046 |
+18 |
| Jun11 |
100427 |
504.6 |
516.3 |
504.6 |
516.3 |
+7.9 |
311 |
6,484 |
+175 |
| Aug11 |
100427 |
1174.6 |
1174.6 |
1174.6 |
1174.6 |
+7.8 |
22 |
3,536 |
+3 |
| Oct11 |
100427 |
1178.0 |
1178.0 |
1178.0 |
1178.0 |
+7.7 |
0 |
6,400 |
+0 |
| Dec11 |
100427 |
1169.3 |
1181.7 |
1169.3 |
1181.7 |
+7.4 |
153 |
14,921 |
+52 |
| Feb12 |
100427 |
1185.9 |
1185.9 |
1185.9 |
1185.9 |
+7.0 |
0 |
3,550 |
+0 |
| Total Volume and Open Interest |
152,501 |
525,998 |
+9,673 |
| Silver(CMX) |
| May10 |
100427 |
1831.0 |
1841.5 |
1806.0 |
1811.9 |
-21.8 |
37,661 |
30,984 |
-7,249 |
| Jul10 |
100427 |
1834.5 |
1845.0 |
1809.0 |
1814.9 |
-22.0 |
12,885 |
54,852 |
+5,951 |
| Sep10 |
100427 |
1830.0 |
1837.5 |
1815.0 |
1817.5 |
-22.1 |
145 |
7,965 |
+5 |
| Dec10 |
100427 |
1841.0 |
1845.5 |
1816.5 |
1821.0 |
-22.1 |
496 |
14,145 |
-134 |
| Mar11 |
100427 |
1824.4 |
1833.0 |
1824.4 |
1824.4 |
-22.3 |
21 |
3,530 |
+9 |
| May11 |
100427 |
1826.4 |
1826.4 |
1826.4 |
1826.4 |
-22.5 |
57 |
2,043 |
+0 |
| Jul11 |
100427 |
1835.5 |
1835.5 |
1828.9 |
1828.9 |
-22.7 |
202 |
3,229 |
+188 |
| Total Volume and Open Interest |
52,493 |
126,152 |
-1,246 |
| Platinum(NYMEX) |
| Apr10 |
100427 |
1733.7 |
1734.4 |
1718.7 |
1718.7 |
-24.1 |
28 |
73 |
-35 |
| Jul10 |
100427 |
1751.0 |
1758.9 |
1715.0 |
1720.9 |
-24.1 |
3,582 |
35,721 |
-80 |
| Oct10 |
100427 |
1729.9 |
1740.5 |
1724.0 |
1724.2 |
-23.5 |
81 |
999 |
+75 |
| Jan11 |
100427 |
1741.3 |
1746.1 |
1725.8 |
1725.8 |
-23.4 |
3 |
243 |
+1 |
| Total Volume and Open Interest |
3,700 |
37,044 |
-36 |
| Palladium(NYMEX) |
| Jun10 |
100427 |
566.50 |
570.95 |
545.50 |
548.95 |
-17.45 |
1,696 |
22,741 |
+173 |
| Sep10 |
100427 |
570.40 |
570.40 |
548.15 |
550.10 |
-17.20 |
33 |
1,007 |
+20 |
| Dec10 |
100427 |
552.50 |
561.10 |
550.50 |
551.10 |
-17.20 |
5 |
96 |
-2 |
| Total Volume and Open Interest |
1,735 |
23,868 |
+191 |
| Copper(CMX) |
| May10 |
100427 |
352.90 |
353.05 |
334.85 |
336.35 |
-16.45 |
37,926 |
21,522 |
-2,984 |
| Jul10 |
100427 |
354.45 |
355.10 |
336.80 |
338.25 |
-16.55 |
16,755 |
88,338 |
+1,704 |
| Sep10 |
100427 |
354.20 |
354.35 |
339.60 |
339.85 |
-16.50 |
1,863 |
15,838 |
+1,148 |
| Dec10 |
100427 |
352.75 |
354.35 |
339.70 |
341.05 |
-16.25 |
444 |
10,818 |
+18 |
| Mar11 |
100427 |
341.55 |
341.55 |
341.55 |
341.55 |
-16.05 |
139 |
2,437 |
+28 |
| Total Volume and Open Interest |
58,168 |
153,445 |
+119 |
| DJIA Index(CBOT) |
| Jun10 |
100427 |
11148 |
11167 |
10920 |
10955 |
-196 |
1,597 |
9,029 |
+1,511 |
| Sep10 |
100427 |
10938 |
10938 |
10875 |
10893 |
-196 |
1 |
13 |
+1 |
| Dec10 |
100427 |
10836 |
11032 |
10836 |
10836 |
-196 |
0 |
1 |
+0 |
| Mar11 |
100427 |
10781 |
10977 |
10781 |
10781 |
-196 |
|
|
|
| Total Volume and Open Interest |
1,598 |
9,043 |
+1,512 |
| S & P 500(CME) |
| Jun10 |
100427 |
1207.90 |
1209.90 |
1177.80 |
1181.00 |
-27.20 |
18,153 |
314,345 |
+150 |
| Sep10 |
100427 |
1176.40 |
1200.10 |
1172.50 |
1176.40 |
-27.10 |
112 |
4,229 |
-98 |
| Dec10 |
100427 |
1171.90 |
1195.50 |
1167.90 |
1171.90 |
-27.00 |
200 |
3,421 |
+14 |
| Mar11 |
100427 |
1167.80 |
1191.40 |
1163.80 |
1167.80 |
-27.00 |
0 |
377 |
+0 |
| Total Volume and Open Interest |
18,465 |
322,397 |
+66 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100427 |
1207.75 |
1210.00 |
1177.50 |
1181.00 |
-27.25 |
1,856,101 |
2,505,018 |
-18,950 |
| Sep10 |
100427 |
1203.00 |
1205.00 |
1173.25 |
1176.50 |
-27.00 |
905 |
21,164 |
+43 |
| Total Volume and Open Interest |
1,857,493 |
2,528,321 |
-18,823 |
| NASDAQ 100(CME) |
| Jun10 |
100427 |
2046.80 |
2050.00 |
1998.00 |
2008.80 |
-38.50 |
1,077 |
18,130 |
+380 |
| Sep10 |
100427 |
2020.00 |
2041.00 |
2002.00 |
2006.80 |
-38.50 |
0 |
160 |
+0 |
| Dec10 |
100427 |
2004.30 |
2004.30 |
2003.80 |
2004.30 |
-38.50 |
|
|
|
| Total Volume and Open Interest |
1,077 |
18,290 |
+380 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100427 |
2045.80 |
2050.50 |
1998.50 |
2008.80 |
-38.50 |
289,715 |
361,711 |
+11,264 |
| Sep10 |
100427 |
2045.50 |
2046.80 |
1996.50 |
2006.80 |
-38.50 |
169 |
1,593 |
+55 |
| Total Volume and Open Interest |
289,885 |
363,305 |
+11,319 |
| S & P Midcap 400(CME) |
| Jun10 |
100427 |
839.50 |
845.50 |
823.50 |
824.60 |
-19.90 |
54 |
1,497 |
-25 |
| Sep10 |
100427 |
822.60 |
823.50 |
822.60 |
822.60 |
-19.90 |
0 |
1 |
+0 |
| Dec10 |
100427 |
820.60 |
821.50 |
820.60 |
820.60 |
-19.90 |
|
|
|
| Total Volume and Open Interest |
54 |
1,498 |
-25 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100427 |
11170 |
11230 |
10865 |
10915 |
-285 |
11,168 |
46,138 |
-4,844 |
| Sep10 |
100427 |
11110 |
11110 |
10940 |
10970 |
-270 |
|
|
|
| Total Volume and Open Interest |
11,168 |
46,138 |
-4,844 |
| Nikkei 225(SGX) |
| Jun10 |
100427 |
11170 |
11215 |
11095 |
11205 |
+45 |
134,235 |
183,948 |
+3,566 |
| Sep10 |
100427 |
11170 |
11210 |
11145 |
11210 |
+50 |
322 |
356 |
-2 |
| Dec10 |
100427 |
11170 |
11170 |
11170 |
11170 |
+45 |
0 |
968 |
+0 |
| Total Volume and Open Interest |
134,557 |
186,608 |
+3,642 |
| CAC 40(EURONEXT) |
| May10 |
100427 |
3910.0 |
3922.5 |
3735.0 |
3769.5 |
-156.0 |
133,173 |
402,637 |
-26,003 |
| Jun10 |
100427 |
3875.0 |
3886.5 |
3709.5 |
3738.0 |
-156.5 |
343 |
57,988 |
-96 |
| Jul10 |
100427 |
3733.0 |
3733.0 |
3733.0 |
3733.0 |
-155.5 |
|
|
|
| Total Volume and Open Interest |
133,518 |
462,024 |
-26,099 |
| Hang Seng Index(HKFE) |
| Apr10 |
100427 |
21310 |
21385 |
21210 |
21258 |
-249 |
65,912 |
68,643 |
-2,873 |
| May10 |
100427 |
21081 |
21134 |
20962 |
21011 |
-254 |
3,414 |
18,852 |
+9,947 |
| Jun10 |
100427 |
21235 |
21235 |
20945 |
20985 |
-251 |
482 |
4,359 |
-200 |
| Total Volume and Open Interest |
69,927 |
92,859 |
+6,889 |
| DAX(EUREX) |
| Jun10 |
100427 |
6329.5 |
6339.0 |
6111.0 |
6184.0 |
-159.0 |
181,879 |
161,672 |
-2,052 |
| Sep10 |
100427 |
6329.5 |
6343.0 |
6116.5 |
6189.5 |
-158.5 |
145 |
9,703 |
+20 |
| Dec10 |
100427 |
6341.0 |
6352.5 |
6126.0 |
6198.0 |
-159.0 |
207 |
829 |
-12 |
| Total Volume and Open Interest |
182,231 |
172,204 |
-2,044 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100427 |
5705.00 |
5716.50 |
5513.50 |
5592.00 |
-126.00 |
108,292 |
681,281 |
-1,885 |
| Sep10 |
100427 |
5644.50 |
5644.50 |
5551.00 |
5551.00 |
-126.00 |
14 |
822 |
+1 |
| Dec10 |
100427 |
5632.00 |
5632.00 |
5524.00 |
5524.00 |
-127.00 |
12 |
2,961 |
+12 |
| Total Volume and Open Interest |
108,318 |
685,064 |
-1,872 |
| SPI 200(SFE) |
| Jun10 |
100427 |
4917.0 |
4930.0 |
4880.0 |
4884.0 |
+6.0 |
32,101 |
199,218 |
+5,586 |
| Sep10 |
100427 |
4873.0 |
4873.0 |
4873.0 |
4873.0 |
+6.0 |
4 |
2,286 |
+1 |
| Dec10 |
100427 |
4894.0 |
4894.0 |
4894.0 |
4894.0 |
+6.0 |
0 |
2,263 |
+0 |
| Total Volume and Open Interest |
32,249 |
204,411 |
+5,644 |
| GSCI(CME) |
| May10 |
100427 |
540.00 |
546.00 |
533.75 |
535.00 |
-9.75 |
287 |
19,682 |
-28 |
| Jun10 |
100427 |
543.00 |
553.10 |
543.00 |
543.00 |
-9.00 |
2 |
6 |
+2 |
| Jul10 |
100427 |
550.00 |
558.20 |
549.50 |
550.00 |
-8.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
291 |
19,688 |
-26 |
| Reuters CCI(ICE) |
| Jun10 |
100427 |
273.60 |
278.90 |
273.60 |
273.60 |
-5.30 |
|
|
|
| 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. |
|
|