|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed May 05, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100505 |
978.50 |
983.00 |
967.25 |
968.25 |
-8.75 |
15,217 |
8,840 |
-3,541 |
| Jul10 |
100505 |
986.50 |
992.75 |
976.00 |
978.00 |
-9.00 |
72,771 |
241,385 |
-1,545 |
| Aug10 |
100505 |
984.25 |
989.50 |
973.00 |
975.50 |
-9.25 |
2,657 |
18,368 |
+419 |
| Sep10 |
100505 |
972.25 |
974.00 |
959.25 |
961.50 |
-8.50 |
1,223 |
11,595 |
+280 |
| Nov10 |
100505 |
961.75 |
969.00 |
951.50 |
955.50 |
-7.50 |
16,016 |
156,998 |
-1,184 |
| Jan11 |
100505 |
971.25 |
975.00 |
961.00 |
963.50 |
-7.75 |
296 |
10,337 |
-36 |
| Mar11 |
100505 |
970.00 |
973.25 |
965.75 |
968.25 |
-8.50 |
94 |
5,137 |
-44 |
| Total Volume and Open Interest |
108,810 |
472,449 |
-5,577 |
| Soybean Meal(CBOT) |
| May10 |
100505 |
285.80 |
286.40 |
279.50 |
279.70 |
-5.80 |
2,511 |
5,809 |
-1,030 |
| Jul10 |
100505 |
287.90 |
289.70 |
282.50 |
282.90 |
-4.90 |
30,793 |
103,890 |
-3,491 |
| Aug10 |
100505 |
285.60 |
287.30 |
280.50 |
280.70 |
-4.90 |
2,185 |
14,812 |
-276 |
| Sep10 |
100505 |
281.30 |
281.80 |
275.20 |
275.20 |
-5.20 |
1,069 |
11,034 |
-106 |
| Oct10 |
100505 |
273.80 |
274.30 |
267.80 |
267.80 |
-5.00 |
594 |
8,273 |
-88 |
| Dec10 |
100505 |
272.10 |
278.30 |
266.90 |
266.90 |
-5.10 |
3,511 |
31,803 |
+335 |
| Jan11 |
100505 |
269.80 |
272.50 |
267.60 |
267.60 |
-4.90 |
68 |
4,430 |
+0 |
| Mar11 |
100505 |
272.70 |
273.40 |
268.80 |
268.80 |
-4.60 |
113 |
3,506 |
+32 |
| Total Volume and Open Interest |
41,223 |
187,837 |
-4,563 |
| Soybean Oil(CBOT) |
| May10 |
100505 |
38.23 |
38.73 |
38.18 |
38.64 |
+0.28 |
9,453 |
5,874 |
-5,058 |
| Jul10 |
100505 |
38.68 |
39.05 |
38.44 |
38.93 |
+0.25 |
34,752 |
156,645 |
-187 |
| Aug10 |
100505 |
38.86 |
39.23 |
38.64 |
39.12 |
+0.24 |
3,078 |
21,296 |
-124 |
| Sep10 |
100505 |
39.02 |
39.39 |
38.80 |
39.28 |
+0.25 |
970 |
13,404 |
-69 |
| Oct10 |
100505 |
39.16 |
39.52 |
38.99 |
39.42 |
+0.25 |
425 |
10,818 |
-71 |
| Dec10 |
100505 |
39.52 |
39.89 |
39.33 |
39.79 |
+0.24 |
6,303 |
57,575 |
+1,731 |
| Jan11 |
100505 |
39.90 |
40.10 |
39.60 |
40.04 |
+0.23 |
22 |
3,430 |
+2 |
| Mar11 |
100505 |
40.15 |
40.30 |
39.86 |
40.29 |
+0.23 |
39 |
1,919 |
-22 |
| Total Volume and Open Interest |
55,066 |
274,230 |
-3,809 |
| Canola(WCE) |
| May10 |
100505 |
388.5 |
390.8 |
386.0 |
390.8 |
+3.7 |
248 |
659 |
-244 |
| Jul10 |
100505 |
388.5 |
391.5 |
385.2 |
390.8 |
+3.7 |
5,274 |
87,562 |
+853 |
| Nov10 |
100505 |
390.0 |
393.5 |
388.0 |
392.8 |
+2.9 |
1,316 |
30,943 |
+40 |
| Jan11 |
100505 |
394.2 |
397.5 |
392.4 |
396.8 |
+2.6 |
155 |
2,293 |
+19 |
| Mar11 |
100505 |
395.5 |
401.0 |
395.5 |
400.5 |
+2.9 |
106 |
1,384 |
+57 |
| Total Volume and Open Interest |
7,212 |
124,135 |
+782 |
| Corn(CBOT) |
| May10 |
100505 |
360.00 |
365.00 |
354.50 |
364.75 |
+4.75 |
17,483 |
17,892 |
-2,530 |
| Jul10 |
100505 |
369.00 |
373.25 |
362.50 |
373.00 |
+4.00 |
108,115 |
525,629 |
-4,695 |
| Sep10 |
100505 |
378.00 |
380.75 |
370.75 |
380.75 |
+3.00 |
14,185 |
161,186 |
+1,051 |
| Dec10 |
100505 |
387.00 |
389.25 |
379.75 |
389.25 |
+2.25 |
35,854 |
336,029 |
+206 |
| Mar11 |
100505 |
399.50 |
402.50 |
393.00 |
402.50 |
+2.75 |
5,009 |
47,715 |
+557 |
| May11 |
100505 |
410.00 |
411.50 |
401.75 |
411.50 |
+2.75 |
792 |
9,603 |
+186 |
| Total Volume and Open Interest |
189,384 |
1,169,320 |
-2,698 |
| Wheat(CBOT) |
| May10 |
100505 |
500.50 |
501.50 |
493.00 |
501.00 |
+1.25 |
6,940 |
4,972 |
-1,444 |
| Jul10 |
100505 |
510.25 |
513.25 |
502.00 |
512.00 |
+1.25 |
39,248 |
243,055 |
+183 |
| Sep10 |
100505 |
525.50 |
528.25 |
518.25 |
527.75 |
+1.25 |
2,384 |
80,731 |
-1 |
| Dec10 |
100505 |
553.00 |
555.00 |
544.75 |
554.25 |
+1.25 |
5,188 |
70,319 |
+182 |
| Mar11 |
100505 |
579.00 |
581.50 |
566.75 |
581.00 |
+0.75 |
1,567 |
16,548 |
+496 |
| Total Volume and Open Interest |
57,558 |
448,176 |
+718 |
| Wheat(KCBT) |
| May10 |
100505 |
510.00 |
515.50 |
510.00 |
515.50 |
+1.50 |
624 |
753 |
-577 |
| Jul10 |
100505 |
520.75 |
525.00 |
515.00 |
524.00 |
+1.50 |
10,948 |
66,937 |
-1,514 |
| Sep10 |
100505 |
533.00 |
536.00 |
527.00 |
535.50 |
+1.50 |
3,090 |
15,399 |
+1,607 |
| Dec10 |
100505 |
550.00 |
553.50 |
545.00 |
552.75 |
+1.00 |
3,131 |
46,023 |
+655 |
| Mar11 |
100505 |
568.00 |
571.00 |
562.75 |
570.25 |
+1.00 |
2,720 |
10,301 |
+536 |
| Total Volume and Open Interest |
22,471 |
151,023 |
+2,177 |
| Wheat(MGE) |
| May10 |
100505 |
530.75 |
536.50 |
530.75 |
534.25 |
+2.25 |
78 |
415 |
-225 |
| Jul10 |
100505 |
540.50 |
544.50 |
536.00 |
543.50 |
+1.00 |
2,377 |
19,480 |
-50 |
| Sep10 |
100505 |
552.75 |
556.00 |
547.50 |
555.00 |
+0.75 |
805 |
7,697 |
+210 |
| Dec10 |
100505 |
572.00 |
573.75 |
565.25 |
572.75 |
+0.25 |
302 |
7,383 |
-103 |
| Mar11 |
100505 |
586.75 |
590.50 |
583.75 |
589.50 |
+0.50 |
55 |
1,671 |
+15 |
| Total Volume and Open Interest |
3,683 |
40,367 |
-161 |
| Oats(CBOT) |
| May10 |
100505 |
205.50 |
205.50 |
203.25 |
205.50 |
+2.25 |
31 |
137 |
-37 |
| Jul10 |
100505 |
208.50 |
211.00 |
204.00 |
210.50 |
+2.25 |
604 |
12,272 |
+82 |
| Sep10 |
100505 |
213.75 |
219.25 |
213.75 |
219.00 |
+2.25 |
5 |
1,235 |
+0 |
| Dec10 |
100505 |
226.00 |
231.75 |
224.25 |
231.00 |
+2.25 |
190 |
2,766 |
-2 |
| Total Volume and Open Interest |
830 |
16,423 |
+43 |
| Rough Rice(CBOT) |
| May10 |
100505 |
12.06 |
12.07 |
11.89 |
11.91 |
-0.18 |
175 |
614 |
-423 |
| Jul10 |
100505 |
12.32 |
12.41 |
12.10 |
12.14 |
-0.18 |
586 |
9,283 |
+2 |
| Sep10 |
100505 |
12.02 |
12.02 |
11.74 |
11.77 |
-0.18 |
72 |
3,195 |
+12 |
| Nov10 |
100505 |
12.06 |
12.11 |
11.90 |
11.90 |
-0.16 |
40 |
1,521 |
+3 |
| Total Volume and Open Interest |
883 |
15,747 |
-396 |
| Live Cattle(CME) |
| Jun10 |
100505 |
96.500 |
97.200 |
95.580 |
96.700 |
+0.665 |
25,325 |
152,220 |
-2,733 |
| Aug10 |
100505 |
95.400 |
95.500 |
94.300 |
95.250 |
+0.100 |
14,511 |
97,086 |
+3,591 |
| Oct10 |
100505 |
96.500 |
96.700 |
95.700 |
96.550 |
+0.100 |
7,407 |
59,300 |
+702 |
| Dec10 |
100505 |
98.000 |
98.100 |
97.150 |
97.830 |
-0.170 |
3,424 |
34,471 |
+156 |
| Feb11 |
100505 |
98.600 |
98.900 |
98.000 |
98.800 |
-0.130 |
1,128 |
17,583 |
+285 |
| Apr11 |
100505 |
98.430 |
99.000 |
98.050 |
99.000 |
unch |
668 |
6,684 |
+358 |
| Total Volume and Open Interest |
52,596 |
370,225 |
+2,482 |
| Feeder Cattle(CME) |
| May10 |
100505 |
113.450 |
114.180 |
112.800 |
113.900 |
+0.470 |
1,254 |
9,696 |
-328 |
| Aug10 |
100505 |
116.750 |
117.250 |
116.080 |
116.680 |
+0.080 |
2,534 |
25,600 |
+82 |
| Sep10 |
100505 |
116.700 |
117.080 |
116.000 |
116.535 |
-0.100 |
267 |
5,204 |
+35 |
| Oct10 |
100505 |
115.980 |
116.500 |
115.550 |
115.930 |
-0.120 |
137 |
2,380 |
+41 |
| Nov10 |
100505 |
115.785 |
116.500 |
115.180 |
115.700 |
-0.100 |
31 |
1,204 |
-9 |
| Jan11 |
100505 |
113.100 |
113.800 |
113.080 |
113.600 |
+0.300 |
7 |
287 |
+5 |
| Mar11 |
100505 |
112.250 |
112.400 |
112.250 |
112.400 |
-0.050 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
4,230 |
44,406 |
-174 |
| Lean Hogs(CME) |
| May10 |
100505 |
89.950 |
90.180 |
89.035 |
89.350 |
-0.685 |
1,076 |
5,939 |
+25 |
| Jun10 |
100505 |
86.680 |
86.930 |
84.200 |
84.480 |
-2.270 |
16,180 |
81,468 |
-2,536 |
| Jul10 |
100505 |
87.150 |
87.150 |
84.600 |
85.200 |
-1.950 |
5,512 |
35,179 |
+630 |
| Aug10 |
100505 |
86.750 |
86.950 |
84.450 |
84.750 |
-2.200 |
3,893 |
44,701 |
-35 |
| Oct10 |
100505 |
76.600 |
76.850 |
74.430 |
74.535 |
-2.440 |
1,328 |
30,706 |
+296 |
| Dec10 |
100505 |
73.200 |
73.200 |
71.250 |
71.250 |
-2.400 |
772 |
20,871 |
+34 |
| Feb11 |
100505 |
73.330 |
73.600 |
71.850 |
72.100 |
-2.300 |
67 |
5,695 |
+26 |
| Apr11 |
100505 |
74.650 |
74.650 |
72.975 |
73.200 |
-1.950 |
37 |
2,613 |
+17 |
| Total Volume and Open Interest |
28,874 |
228,041 |
-1,543 |
| Pork Bellies(CME) |
| May10 |
100505 |
100.800 |
102.500 |
98.200 |
102.500 |
+1.300 |
7 |
65 |
-6 |
| Jul10 |
100505 |
100.000 |
103.500 |
98.100 |
103.500 |
+3.000 |
10 |
115 |
+3 |
| Aug10 |
100505 |
96.500 |
99.500 |
96.500 |
96.500 |
unch |
0 |
22 |
+0 |
| Feb11 |
100505 |
98.500 |
98.500 |
98.500 |
98.500 |
unch |
2 |
3 |
+2 |
| Mar11 |
100505 |
99.000 |
99.000 |
99.000 |
99.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
19 |
206 |
-1 |
| Class III Milk(CME) |
| May10 |
100505 |
13.22 |
13.22 |
13.11 |
13.18 |
-0.04 |
175 |
4,711 |
+9 |
| Jun10 |
100505 |
13.66 |
13.71 |
13.60 |
13.63 |
-0.08 |
349 |
4,483 |
+15 |
| Jul10 |
100505 |
14.41 |
14.57 |
14.35 |
14.46 |
+0.01 |
141 |
3,287 |
+33 |
| Aug10 |
100505 |
15.06 |
15.10 |
14.98 |
15.08 |
-0.02 |
41 |
3,061 |
+11 |
| Sep10 |
100505 |
15.15 |
15.22 |
15.10 |
15.20 |
-0.02 |
36 |
2,930 |
+3 |
| Total Volume and Open Interest |
885 |
26,650 |
+127 |
| Cocoa(ICE) |
| May10 |
100505 |
3217 |
3217 |
3190 |
3190 |
+31 |
11 |
39 |
-11 |
| Jul10 |
100505 |
3174 |
3237 |
3150 |
3203 |
+31 |
4,401 |
61,545 |
+110 |
| Sep10 |
100505 |
3210 |
3258 |
3176 |
3222 |
+28 |
579 |
25,186 |
-44 |
| Dec10 |
100505 |
3214 |
3261 |
3207 |
3240 |
+27 |
112 |
15,366 |
-72 |
| Mar11 |
100505 |
3234 |
3290 |
3223 |
3259 |
+26 |
44 |
14,363 |
-24 |
| May11 |
100505 |
3254 |
3269 |
3254 |
3269 |
+30 |
4 |
6,308 |
+0 |
| Jul11 |
100505 |
3279 |
3279 |
3279 |
3279 |
+31 |
22 |
2,849 |
+0 |
| Total Volume and Open Interest |
5,200 |
130,497 |
-28 |
| Coffee "C"(ICE) |
| May10 |
100505 |
137.65 |
137.65 |
136.75 |
137.25 |
-0.15 |
67 |
327 |
-60 |
| Jul10 |
100505 |
137.50 |
137.75 |
136.55 |
137.30 |
-0.20 |
15,042 |
78,899 |
-50 |
| Sep10 |
100505 |
139.00 |
139.10 |
137.90 |
138.70 |
-0.15 |
2,391 |
25,116 |
+426 |
| Dec10 |
100505 |
140.15 |
140.40 |
139.50 |
140.25 |
-0.20 |
514 |
17,761 |
+352 |
| Mar11 |
100505 |
141.20 |
141.65 |
141.00 |
141.65 |
-0.15 |
109 |
7,458 |
+16 |
| May11 |
100505 |
142.05 |
142.60 |
142.05 |
142.50 |
-0.10 |
12 |
3,984 |
+1 |
| Total Volume and Open Interest |
18,221 |
136,297 |
+740 |
| Orange Juice(ICE) |
| May10 |
100505 |
135.00 |
135.00 |
133.10 |
133.25 |
-1.10 |
238 |
1,592 |
-957 |
| Jul10 |
100505 |
137.55 |
137.70 |
135.00 |
136.50 |
-0.95 |
839 |
19,049 |
-20 |
| Sep10 |
100505 |
138.90 |
138.90 |
136.90 |
138.00 |
-0.90 |
123 |
6,310 |
+86 |
| Nov10 |
100505 |
139.65 |
139.65 |
139.15 |
139.15 |
-0.75 |
78 |
1,326 |
+70 |
| Jan11 |
100505 |
140.10 |
140.10 |
139.80 |
139.80 |
-0.95 |
7 |
805 |
+7 |
| Mar11 |
100505 |
140.50 |
140.50 |
140.15 |
140.15 |
-0.95 |
0 |
169 |
+0 |
| Total Volume and Open Interest |
1,285 |
29,532 |
-814 |
| Sugar #11(ICE) |
| Jul10 |
100505 |
14.54 |
14.64 |
13.84 |
14.41 |
-0.10 |
20,783 |
294,800 |
+2,673 |
| Oct10 |
100505 |
15.14 |
15.27 |
14.51 |
15.01 |
-0.13 |
5,830 |
147,733 |
-111 |
| Mar11 |
100505 |
16.01 |
16.10 |
15.32 |
15.82 |
-0.15 |
3,122 |
75,792 |
+978 |
| May11 |
100505 |
15.86 |
15.86 |
15.27 |
15.74 |
-0.16 |
890 |
23,502 |
+15 |
| Jul11 |
100505 |
15.62 |
15.66 |
15.17 |
15.65 |
-0.16 |
1,156 |
24,850 |
+209 |
| Total Volume and Open Interest |
32,843 |
627,488 |
+4,022 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100505 |
2387 |
2395 |
2372 |
2394 |
+7 |
6,543 |
50,855 |
+1,797 |
| Sep10 |
100505 |
2342 |
2359 |
2332 |
2358 |
+11 |
990 |
27,371 |
-219 |
| Dec10 |
100505 |
2298 |
2310 |
2285 |
2309 |
+12 |
475 |
19,577 |
+127 |
| Mar11 |
100505 |
2265 |
2276 |
2252 |
2276 |
+10 |
404 |
19,603 |
-41 |
| May11 |
100505 |
2265 |
2277 |
2259 |
2277 |
+10 |
28 |
4,065 |
-9 |
| Jul11 |
100505 |
2282 |
2282 |
2282 |
2282 |
+7 |
0 |
774 |
+0 |
| Total Volume and Open Interest |
11,349 |
161,196 |
-6,358 |
| London Sugar(LCE) |
| Aug10 |
100505 |
452.70 |
454.00 |
440.00 |
450.80 |
-2.40 |
2,841 |
33,352 |
+509 |
| Oct10 |
100505 |
426.20 |
427.80 |
413.50 |
426.20 |
-1.00 |
966 |
12,015 |
+213 |
| Dec10 |
100505 |
422.50 |
423.10 |
409.00 |
421.50 |
-2.00 |
399 |
3,597 |
+325 |
| Mar11 |
100505 |
432.40 |
433.00 |
418.00 |
427.70 |
-5.60 |
79 |
2,317 |
+5 |
| May11 |
100505 |
429.20 |
432.20 |
421.70 |
430.20 |
-4.10 |
5 |
1,406 |
+0 |
| Total Volume and Open Interest |
4,290 |
53,079 |
+1,052 |
| Cotton(ICE) |
| May10 |
100505 |
80.10 |
81.05 |
79.48 |
80.38 |
+0.79 |
20 |
50 |
-779 |
| Jul10 |
100505 |
81.38 |
82.27 |
80.25 |
82.08 |
+0.79 |
6,652 |
118,849 |
-1,513 |
| Oct10 |
100505 |
79.70 |
80.01 |
78.70 |
79.92 |
+0.11 |
350 |
1,110 |
+347 |
| Dec10 |
100505 |
77.00 |
77.42 |
76.15 |
77.30 |
+0.22 |
3,107 |
58,081 |
-146 |
| Mar11 |
100505 |
78.25 |
78.45 |
77.34 |
78.40 |
+0.15 |
254 |
5,615 |
+124 |
| May11 |
100505 |
78.45 |
78.45 |
78.40 |
78.40 |
-0.05 |
0 |
188 |
+0 |
| Total Volume and Open Interest |
10,428 |
188,069 |
-1,936 |
| Lumber(CME) |
| May10 |
100505 |
283.5 |
286.6 |
282.0 |
284.0 |
+1.8 |
383 |
1,278 |
-206 |
| Jul10 |
100505 |
295.0 |
297.1 |
291.6 |
295.5 |
+2.4 |
550 |
6,640 |
-132 |
| Sep10 |
100505 |
301.0 |
302.9 |
298.0 |
300.0 |
-1.0 |
142 |
2,433 |
-58 |
| Nov10 |
100505 |
284.9 |
287.4 |
283.8 |
287.4 |
-0.3 |
34 |
650 |
-2 |
| Total Volume and Open Interest |
1,111 |
11,014 |
-397 |
| Crude Oil(NYM) |
| Jun10 |
100505 |
82.13 |
82.83 |
79.15 |
79.97 |
-2.77 |
324,726 |
345,539 |
-9,868 |
| Jul10 |
100505 |
85.33 |
86.01 |
82.36 |
82.99 |
-2.77 |
152,700 |
215,276 |
+4,371 |
| Aug10 |
100505 |
86.91 |
87.58 |
83.89 |
84.56 |
-2.70 |
56,497 |
92,452 |
-643 |
| Sep10 |
100505 |
87.89 |
88.37 |
84.80 |
85.47 |
-2.68 |
31,624 |
89,043 |
-803 |
| Oct10 |
100505 |
88.57 |
88.80 |
85.39 |
86.13 |
-2.64 |
12,620 |
38,024 |
-443 |
| Nov10 |
100505 |
88.89 |
89.33 |
85.87 |
86.67 |
-2.59 |
10,107 |
28,870 |
+774 |
| Dec10 |
100505 |
89.31 |
89.83 |
86.27 |
87.11 |
-2.55 |
44,640 |
207,382 |
-585 |
| Jan11 |
100505 |
89.50 |
89.50 |
87.00 |
87.43 |
-2.50 |
3,463 |
32,353 |
-117 |
| Feb11 |
100505 |
87.24 |
89.05 |
87.24 |
87.73 |
-2.46 |
1,638 |
14,204 |
+179 |
| Mar11 |
100505 |
89.30 |
89.35 |
87.51 |
88.01 |
-2.43 |
2,660 |
17,662 |
+57 |
| Apr11 |
100505 |
88.02 |
88.29 |
87.74 |
88.29 |
-2.40 |
1,616 |
12,419 |
-424 |
| May11 |
100505 |
88.25 |
88.55 |
88.23 |
88.55 |
-2.39 |
954 |
5,377 |
+127 |
| Jun11 |
100505 |
90.52 |
90.84 |
88.19 |
88.78 |
-2.38 |
5,170 |
40,052 |
+337 |
| Jul11 |
100505 |
88.99 |
88.99 |
88.99 |
88.99 |
-2.35 |
288 |
5,474 |
+59 |
| Aug11 |
100505 |
89.19 |
89.19 |
89.19 |
89.19 |
-2.32 |
143 |
3,980 |
+98 |
| Sep11 |
100505 |
89.41 |
89.41 |
89.41 |
89.41 |
-2.29 |
456 |
7,183 |
+12 |
| Total Volume and Open Interest |
680,451 |
1,444,108 |
-2,472 |
| e-miNY Crude Oil(NYM) |
| 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 |
100505 |
85.350 |
86.025 |
82.375 |
83.000 |
-2.750 |
970 |
1,907 |
+70 |
| Aug10 |
100505 |
86.850 |
87.325 |
84.250 |
84.550 |
-2.700 |
275 |
454 |
+146 |
| Sep10 |
100505 |
87.600 |
87.600 |
85.175 |
85.475 |
-2.675 |
143 |
152 |
+136 |
| Oct10 |
100505 |
86.125 |
86.125 |
86.125 |
86.125 |
-2.650 |
1 |
12 |
+0 |
| Nov10 |
100505 |
86.500 |
86.675 |
86.500 |
86.675 |
-2.575 |
2 |
0 |
+0 |
| Dec10 |
100505 |
88.450 |
88.450 |
86.775 |
87.100 |
-2.550 |
3 |
76 |
-1 |
| Jan11 |
100505 |
87.425 |
87.425 |
87.425 |
87.425 |
-2.500 |
|
|
|
| Feb11 |
100505 |
87.725 |
87.725 |
87.725 |
87.725 |
-2.475 |
|
|
|
| Total Volume and Open Interest |
9,716 |
8,083 |
+371 |
| Heating Oil(NYM) |
| Jun10 |
100505 |
225.29 |
226.37 |
217.10 |
218.45 |
-7.50 |
41,028 |
107,238 |
-2,085 |
| Jul10 |
100505 |
227.78 |
228.79 |
219.67 |
221.01 |
-7.49 |
11,740 |
41,557 |
+504 |
| Aug10 |
100505 |
230.40 |
231.20 |
222.20 |
223.49 |
-7.51 |
4,171 |
26,530 |
-29 |
| Sep10 |
100505 |
233.10 |
233.35 |
224.88 |
226.04 |
-7.45 |
3,880 |
23,576 |
+559 |
| Oct10 |
100505 |
235.30 |
235.30 |
227.33 |
228.52 |
-7.33 |
1,266 |
14,379 |
-2 |
| Nov10 |
100505 |
235.00 |
235.00 |
230.00 |
231.16 |
-7.17 |
960 |
11,415 |
+96 |
| Dec10 |
100505 |
239.68 |
239.68 |
232.54 |
233.92 |
-6.96 |
5,791 |
36,406 |
+992 |
| Jan11 |
100505 |
238.93 |
239.18 |
235.76 |
236.88 |
-6.70 |
675 |
14,678 |
+10 |
| Feb11 |
100505 |
242.64 |
242.64 |
237.45 |
238.96 |
-6.42 |
423 |
5,357 |
+164 |
| Mar11 |
100505 |
242.40 |
242.40 |
238.32 |
239.86 |
-6.22 |
218 |
6,019 |
+65 |
| Apr11 |
100505 |
244.94 |
245.50 |
238.57 |
239.76 |
-5.99 |
129 |
2,663 |
+11 |
| May11 |
100505 |
238.27 |
241.72 |
238.27 |
239.89 |
-5.79 |
202 |
1,790 |
+36 |
| Total Volume and Open Interest |
71,621 |
314,144 |
+921 |
| Gasoline(NYMEX) |
| Jun10 |
100505 |
230.71 |
232.40 |
221.48 |
222.04 |
-10.18 |
47,104 |
116,569 |
-1,015 |
| Jul10 |
100505 |
232.58 |
232.88 |
222.59 |
223.07 |
-9.90 |
21,675 |
57,645 |
-665 |
| Aug10 |
100505 |
232.86 |
233.55 |
223.54 |
223.91 |
-9.44 |
9,020 |
30,794 |
-1,155 |
| Sep10 |
100505 |
232.51 |
232.53 |
223.23 |
223.92 |
-9.00 |
7,119 |
36,801 |
+733 |
| Oct10 |
100505 |
223.08 |
223.08 |
213.77 |
214.40 |
-8.40 |
3,318 |
18,507 |
+772 |
| Nov10 |
100505 |
222.25 |
222.25 |
213.75 |
214.07 |
-8.01 |
1,099 |
15,372 |
+184 |
| Dec10 |
100505 |
221.27 |
221.27 |
214.02 |
214.76 |
-7.71 |
1,260 |
12,199 |
-23 |
| Jan11 |
100505 |
217.47 |
218.53 |
216.50 |
216.58 |
-7.63 |
133 |
7,179 |
+61 |
| Feb11 |
100505 |
220.50 |
222.35 |
218.77 |
218.77 |
-7.59 |
19 |
1,580 |
+14 |
| Mar11 |
100505 |
220.60 |
221.17 |
220.60 |
221.17 |
-7.43 |
0 |
1,149 |
+0 |
| Total Volume and Open Interest |
91,182 |
309,371 |
-909 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100505 |
222.00 |
222.04 |
222.00 |
222.00 |
-10.20 |
0 |
17 |
+0 |
| Jul10 |
100505 |
223.10 |
223.10 |
223.07 |
223.10 |
-9.90 |
0 |
1 |
+0 |
| Aug10 |
100505 |
232.00 |
232.00 |
223.90 |
223.90 |
-9.50 |
0 |
1 |
+0 |
| Sep10 |
100505 |
223.90 |
223.92 |
223.90 |
223.90 |
-9.00 |
|
|
|
| Total Volume and Open Interest |
0 |
24 |
+0 |
| Natural Gas(NYM) |
| Jun10 |
100505 |
4.030 |
4.040 |
3.925 |
3.991 |
-0.022 |
79,141 |
168,583 |
-3,101 |
| Jul10 |
100505 |
4.143 |
4.153 |
4.041 |
4.107 |
-0.026 |
20,651 |
159,292 |
+640 |
| Aug10 |
100505 |
4.239 |
4.249 |
4.142 |
4.207 |
-0.030 |
9,586 |
55,443 |
+417 |
| Sep10 |
100505 |
4.284 |
4.316 |
4.211 |
4.278 |
-0.029 |
7,743 |
51,584 |
+505 |
| Oct10 |
100505 |
4.435 |
4.440 |
4.341 |
4.401 |
-0.028 |
11,282 |
71,099 |
+329 |
| Nov10 |
100505 |
4.850 |
4.851 |
4.778 |
4.834 |
-0.016 |
2,259 |
15,748 |
+265 |
| Dec10 |
100505 |
5.291 |
5.303 |
5.236 |
5.299 |
+0.007 |
2,426 |
32,881 |
+263 |
| Jan11 |
100505 |
5.512 |
5.530 |
5.458 |
5.525 |
+0.013 |
6,495 |
48,181 |
-287 |
| Feb11 |
100505 |
5.475 |
5.494 |
5.432 |
5.494 |
+0.018 |
680 |
17,592 |
+104 |
| Mar11 |
100505 |
5.379 |
5.417 |
5.350 |
5.415 |
+0.025 |
1,698 |
41,710 |
-55 |
| Apr11 |
100505 |
5.232 |
5.268 |
5.194 |
5.263 |
+0.037 |
1,811 |
37,652 |
+346 |
| May11 |
100505 |
5.241 |
5.288 |
5.241 |
5.288 |
+0.039 |
539 |
19,633 |
+145 |
| Jun11 |
100505 |
5.320 |
5.343 |
5.285 |
5.343 |
+0.041 |
239 |
6,612 |
+40 |
| Jul11 |
100505 |
5.375 |
5.413 |
5.365 |
5.413 |
+0.042 |
91 |
4,755 |
+3 |
| Aug11 |
100505 |
5.436 |
5.468 |
5.425 |
5.468 |
+0.044 |
61 |
5,112 |
+10 |
| Sep11 |
100505 |
5.460 |
5.503 |
5.447 |
5.503 |
+0.044 |
189 |
4,532 |
-84 |
| Total Volume and Open Interest |
146,434 |
857,736 |
-28 |
| Brent Crude Oil(ICE) |
| Jun10 |
100505 |
85.20 |
85.95 |
82.13 |
82.61 |
-3.06 |
91,311 |
202,629 |
-19,755 |
| Jul10 |
100505 |
86.18 |
86.89 |
83.19 |
83.66 |
-3.00 |
48,903 |
173,295 |
+5,065 |
| Aug10 |
100505 |
86.99 |
87.68 |
84.18 |
84.56 |
-2.95 |
18,704 |
72,347 |
+1,070 |
| Sep10 |
100505 |
87.70 |
88.33 |
84.91 |
85.30 |
-2.89 |
7,870 |
52,382 |
+6,283 |
| Oct10 |
100505 |
88.16 |
88.77 |
85.38 |
85.93 |
-2.82 |
5,304 |
22,395 |
+76 |
| Nov10 |
100505 |
88.60 |
89.15 |
85.86 |
86.47 |
-2.73 |
4,555 |
18,787 |
+425 |
| Dec10 |
100505 |
89.00 |
89.68 |
86.21 |
86.95 |
-2.66 |
12,835 |
96,460 |
-1,867 |
| Jan11 |
100505 |
89.38 |
89.42 |
87.03 |
87.34 |
-2.62 |
1,848 |
18,319 |
-53 |
| Feb11 |
100505 |
89.73 |
89.73 |
87.71 |
87.71 |
-2.59 |
786 |
9,855 |
+256 |
| Mar11 |
100505 |
88.01 |
88.07 |
88.01 |
88.07 |
-2.56 |
662 |
7,780 |
+164 |
| Apr11 |
100505 |
88.42 |
88.42 |
88.42 |
88.42 |
-2.52 |
384 |
4,622 |
+166 |
| May11 |
100505 |
88.74 |
88.74 |
88.74 |
88.74 |
-2.48 |
284 |
4,276 |
+86 |
| Jun11 |
100505 |
90.80 |
90.91 |
88.47 |
89.04 |
-2.44 |
724 |
18,455 |
-188 |
| Jul11 |
100505 |
89.31 |
89.31 |
89.31 |
89.31 |
-2.43 |
266 |
3,178 |
+127 |
| Total Volume and Open Interest |
198,003 |
804,278 |
-8,859 |
| Gas Oil(ICE) |
| May10 |
100505 |
713.25 |
717.75 |
689.75 |
699.00 |
-25.25 |
14,009 |
68,430 |
-16,812 |
| Jun10 |
100505 |
718.50 |
721.50 |
693.50 |
702.75 |
-25.00 |
31,098 |
119,424 |
-3,905 |
| Jul10 |
100505 |
721.75 |
726.50 |
698.75 |
707.75 |
-24.50 |
7,263 |
59,738 |
+3,543 |
| Aug10 |
100505 |
727.50 |
731.75 |
704.50 |
713.75 |
-24.00 |
1,202 |
31,850 |
-1,387 |
| Sep10 |
100505 |
731.25 |
738.00 |
711.25 |
719.50 |
-23.75 |
745 |
33,088 |
+720 |
| Oct10 |
100505 |
738.75 |
740.75 |
716.75 |
725.25 |
-23.00 |
799 |
26,501 |
+1,665 |
| Nov10 |
100505 |
746.00 |
746.00 |
721.75 |
730.25 |
-22.75 |
684 |
20,968 |
+826 |
| Dec10 |
100505 |
748.25 |
751.25 |
726.75 |
735.00 |
-22.75 |
3,773 |
94,248 |
+578 |
| Jan11 |
100505 |
753.75 |
756.00 |
732.25 |
740.50 |
-22.50 |
88 |
25,652 |
+236 |
| Feb11 |
100505 |
758.25 |
758.25 |
736.50 |
745.00 |
-22.25 |
285 |
13,371 |
+336 |
| Total Volume and Open Interest |
60,687 |
569,997 |
-12,658 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100505 |
1.610 |
1.623 |
1.610 |
1.619 |
unch |
180 |
1,377 |
-37 |
| Jul10 |
100505 |
1.630 |
1.645 |
1.625 |
1.642 |
+0.007 |
108 |
1,382 |
-15 |
| Aug10 |
100505 |
1.640 |
1.643 |
1.637 |
1.643 |
+0.005 |
19 |
576 |
+1 |
| Sep10 |
100505 |
1.636 |
1.643 |
1.636 |
1.643 |
+0.007 |
28 |
732 |
+8 |
| Oct10 |
100505 |
1.640 |
1.650 |
1.640 |
1.645 |
+0.004 |
20 |
751 |
+10 |
| Nov10 |
100505 |
1.650 |
1.656 |
1.650 |
1.656 |
+0.007 |
31 |
697 |
+16 |
| Dec10 |
100505 |
1.660 |
1.666 |
1.660 |
1.666 |
+0.005 |
23 |
1,368 |
+6 |
| Total Volume and Open Interest |
630 |
8,561 |
-42 |
| US Dollar Index(ICE) |
| Jun10 |
100505 |
83.615 |
84.435 |
83.470 |
84.200 |
+0.780 |
13,004 |
45,938 |
-722 |
| Sep10 |
100505 |
84.000 |
84.625 |
83.795 |
84.500 |
+0.800 |
66 |
2,239 |
+5 |
| Dec10 |
100505 |
84.810 |
85.120 |
84.750 |
84.750 |
+0.800 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
13,070 |
48,179 |
-717 |
| Australian Dollar(CME) |
| Jun10 |
100505 |
90.45 |
90.76 |
89.79 |
90.10 |
-0.31 |
64,717 |
145,613 |
-960 |
| Sep10 |
100505 |
89.53 |
89.74 |
88.86 |
89.14 |
-0.30 |
59 |
667 |
+12 |
| Dec10 |
100505 |
88.18 |
88.47 |
88.18 |
88.18 |
-0.29 |
6 |
17 |
+1 |
| Total Volume and Open Interest |
64,782 |
146,297 |
-947 |
| British Pound(CME) |
| Jun10 |
100505 |
151.37 |
151.71 |
150.66 |
151.00 |
-0.59 |
60,398 |
123,465 |
+2,856 |
| Sep10 |
100505 |
151.30 |
151.66 |
150.69 |
150.97 |
-0.58 |
93 |
1,764 |
+14 |
| Dec10 |
100505 |
151.13 |
151.61 |
150.61 |
150.95 |
-0.57 |
3 |
29 |
+3 |
| Total Volume and Open Interest |
60,494 |
125,259 |
+2,873 |
| Canadian Dollar(CME) |
| Jun10 |
100505 |
97.59 |
97.73 |
96.57 |
96.95 |
-0.59 |
56,974 |
132,781 |
-2,776 |
| Sep10 |
100505 |
97.52 |
97.67 |
96.62 |
96.91 |
-0.58 |
216 |
4,419 |
+71 |
| Dec10 |
100505 |
97.35 |
97.45 |
96.46 |
96.76 |
-0.57 |
16 |
1,153 |
+5 |
| Mar11 |
100505 |
97.01 |
97.10 |
96.58 |
96.58 |
-0.49 |
2 |
268 |
+1 |
| Total Volume and Open Interest |
57,208 |
138,690 |
-2,699 |
| Japanese Yen(CME) |
| Jun10 |
100505 |
105.68 |
106.96 |
105.32 |
106.80 |
+0.83 |
79,871 |
146,627 |
+1,334 |
| Sep10 |
100505 |
105.87 |
107.09 |
105.48 |
106.93 |
+0.84 |
256 |
1,350 |
+62 |
| Dec10 |
100505 |
105.85 |
107.10 |
105.61 |
107.10 |
+0.86 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
80,127 |
148,064 |
+1,396 |
| Swiss Franc(CME) |
| Jun10 |
100505 |
90.63 |
90.77 |
89.44 |
89.60 |
-1.23 |
38,281 |
52,105 |
+1,343 |
| Sep10 |
100505 |
90.70 |
90.96 |
89.70 |
89.75 |
-1.21 |
185 |
606 |
+82 |
| Dec10 |
100505 |
89.82 |
91.08 |
89.82 |
89.90 |
-1.18 |
16 |
13 |
+3 |
| Total Volume and Open Interest |
38,482 |
52,724 |
+1,428 |
| EuroFX(CME) |
| Jun10 |
100505 |
129.77 |
129.99 |
128.06 |
128.27 |
-1.78 |
250,178 |
250,359 |
+8,128 |
| Sep10 |
100505 |
129.78 |
129.97 |
128.12 |
128.30 |
-1.77 |
753 |
3,565 |
+61 |
| Dec10 |
100505 |
129.40 |
130.09 |
128.35 |
128.35 |
-1.74 |
0 |
106 |
+0 |
| Total Volume and Open Interest |
250,931 |
254,083 |
+8,189 |
| Mexican Peso(CME) |
| May10 |
100505 |
785.0 |
797.2 |
785.0 |
785.0 |
-12.2 |
|
|
|
| Jun10 |
100505 |
793.5 |
797.0 |
779.8 |
782.2 |
-12.2 |
14,844 |
118,249 |
-738 |
| Total Volume and Open Interest |
14,844 |
118,818 |
-738 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100505 |
120~240 |
120~260 |
120~240 |
120~260 |
+0~260 |
|
|
|
| Sep10 |
100505 |
119~100 |
120~180 |
119~030 |
119~230 |
+0~200 |
720 |
5,351 |
+374 |
| Dec10 |
100505 |
118~210 |
118~210 |
117~250 |
118~090 |
+0~160 |
1 |
19 |
-3 |
| Total Volume and Open Interest |
202,332 |
716,942 |
+1,528 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100505 |
118~060 |
119~045 |
118~020 |
118~215 |
+0~170 |
613,266 |
1,695,187 |
-7,605 |
| Sep10 |
100505 |
116~295 |
117~285 |
116~255 |
117~130 |
+0~175 |
1,398 |
18,959 |
+678 |
| Dec10 |
100505 |
115~250 |
116~240 |
115~135 |
115~310 |
+0~175 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
614,664 |
1,714,154 |
-6,927 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100505 |
115~126 |
116~087 |
115~120 |
116~044 |
+58~047 |
|
|
|
| Sep10 |
100505 |
114~126 |
115~087 |
114~120 |
115~046 |
+0~054 |
103 |
4,383 |
+86 |
| Dec10 |
100505 |
114~037 |
114~037 |
113~112 |
114~037 |
+0~053 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
327,211 |
986,484 |
+145 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100505 |
108~105 |
109~018 |
108~105 |
108~125 |
+0~020 |
279,384 |
1,079,693 |
+16,761 |
| Sep10 |
100505 |
108~040 |
108~070 |
108~037 |
108~061 |
+0~024 |
1,653 |
13,276 |
+1,044 |
| Dec10 |
100505 |
107~125 |
107~125 |
107~097 |
107~125 |
+0~028 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
281,037 |
1,092,970 |
+17,805 |
| Eurodollars(CME) |
| Jun10 |
100505 |
99.495 |
99.505 |
99.410 |
99.475 |
-0.020 |
152,285 |
1,226,002 |
+19,598 |
| Sep10 |
100505 |
99.350 |
99.360 |
99.285 |
99.350 |
+0.010 |
225,554 |
1,123,529 |
-295 |
| Dec10 |
100505 |
99.130 |
99.160 |
99.100 |
99.155 |
+0.035 |
275,016 |
1,129,561 |
-15,479 |
| Mar11 |
100505 |
98.845 |
98.925 |
98.840 |
98.905 |
+0.065 |
286,167 |
761,004 |
+5,871 |
| Jun11 |
100505 |
98.535 |
98.660 |
98.535 |
98.620 |
+0.090 |
299,804 |
863,771 |
-9,837 |
| Sep11 |
100505 |
98.235 |
98.385 |
98.225 |
98.330 |
+0.105 |
187,163 |
688,075 |
+4,957 |
| Dec11 |
100505 |
97.920 |
98.090 |
97.920 |
98.030 |
+0.110 |
128,916 |
567,537 |
+5,893 |
| Mar12 |
100505 |
97.660 |
97.830 |
97.650 |
97.765 |
+0.115 |
127,857 |
358,553 |
+4,959 |
| Jun12 |
100505 |
97.375 |
97.560 |
97.375 |
97.495 |
+0.115 |
44,547 |
241,986 |
+1,568 |
| Sep12 |
100505 |
97.120 |
97.300 |
97.115 |
97.240 |
+0.115 |
43,718 |
195,073 |
-2,795 |
| Dec12 |
100505 |
96.870 |
97.045 |
96.865 |
96.985 |
+0.110 |
29,210 |
154,697 |
+1,242 |
| Mar13 |
100505 |
96.650 |
96.830 |
96.645 |
96.770 |
+0.110 |
29,553 |
131,408 |
+655 |
| Jun13 |
100505 |
96.465 |
96.610 |
96.445 |
96.550 |
+0.105 |
12,795 |
82,944 |
+277 |
| Sep13 |
100505 |
96.270 |
96.405 |
96.250 |
96.350 |
+0.105 |
11,732 |
82,665 |
-458 |
| Dec13 |
100505 |
96.050 |
96.200 |
96.050 |
96.145 |
+0.100 |
9,459 |
42,591 |
-805 |
| Mar14 |
100505 |
95.895 |
96.035 |
95.895 |
95.985 |
+0.100 |
6,982 |
40,797 |
-168 |
| Jun14 |
100505 |
95.735 |
95.870 |
95.735 |
95.825 |
+0.100 |
4,712 |
37,962 |
-397 |
| Sep14 |
100505 |
95.590 |
95.730 |
95.590 |
95.680 |
+0.095 |
3,569 |
26,745 |
+357 |
| Total Volume and Open Interest |
1,897,874 |
7,963,743 |
+18,854 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100505 |
99.785 |
99.785 |
99.780 |
99.783 |
-0.003 |
3,186 |
71,528 |
+503 |
| Jun10 |
100505 |
99.775 |
99.775 |
99.770 |
99.775 |
unch |
10,665 |
79,952 |
-269 |
| Jul10 |
100505 |
99.755 |
99.755 |
99.745 |
99.750 |
-0.005 |
10,982 |
59,087 |
-4,405 |
| Aug10 |
100505 |
99.735 |
99.745 |
99.725 |
99.730 |
-0.010 |
14,290 |
74,957 |
+780 |
| Sep10 |
100505 |
99.710 |
99.720 |
99.700 |
99.710 |
unch |
3,913 |
48,563 |
-404 |
| Oct10 |
100505 |
99.670 |
99.690 |
99.660 |
99.675 |
unch |
5,725 |
70,215 |
-266 |
| Total Volume and Open Interest |
69,832 |
618,579 |
-75,224 |
| 30 Day Fed Funds(e-CBOT) |
| 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 |
|
| Oct10 |
090519 |
98.820 |
98.820 |
98.810 |
98.820 |
unch |
0 |
454 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Jun10 |
100505 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
200 |
2,504 |
+100 |
| Sep10 |
100505 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
0 |
1,031 |
+0 |
| Dec10 |
100505 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
342 |
+0 |
| Mar11 |
100505 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
167 |
+0 |
| Jun11 |
100505 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
| Sep11 |
100505 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
| Dec11 |
100505 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Mar12 |
100505 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
| Jun12 |
100505 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
| Sep12 |
100505 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
| Total Volume and Open Interest |
200 |
4,044 |
+100 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100505 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
32 |
4,939 |
-52 |
| Sep10 |
100505 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
3,042 |
+0 |
| Dec10 |
100505 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,418 |
+0 |
| Mar11 |
100505 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,735 |
+0 |
| Jun11 |
100505 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
106 |
+0 |
| Sep11 |
100505 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
51 |
+0 |
| Dec11 |
100505 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
102 |
+0 |
| Mar12 |
100505 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
32 |
12,764 |
-125 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100430 |
139.75 |
139.78 |
139.64 |
139.64 |
-0.13 |
1,157 |
16,941 |
+452 |
| Sep10 |
100430 |
139.78 |
139.78 |
139.59 |
139.59 |
-0.13 |
0 |
1 |
+1 |
| Dec10 |
100430 |
137.50 |
137.50 |
137.50 |
137.50 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
1,157 |
17,188 |
+247 |
| Euro-Bund(EUREX) |
| Jun10 |
100505 |
125.61 |
126.59 |
125.44 |
126.35 |
+0.84 |
353,576 |
1,035,483 |
-31,049 |
| Sep10 |
100505 |
125.05 |
126.10 |
124.98 |
125.88 |
+0.92 |
50 |
7,676 |
-1 |
| Dec10 |
100505 |
124.15 |
124.55 |
124.15 |
124.55 |
+0.54 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
353,626 |
1,043,160 |
-31,050 |
| Euro-Bobl(EUREX) |
| Jun10 |
100505 |
118.61 |
119.26 |
118.52 |
119.14 |
+1.02 |
524,210 |
815,503 |
+13,464 |
| Sep10 |
100505 |
118.25 |
118.87 |
118.18 |
118.77 |
+0.58 |
21 |
16,003 |
+20 |
| Dec10 |
100505 |
118.48 |
118.48 |
118.48 |
118.48 |
+0.55 |
|
|
|
| Total Volume and Open Interest |
217,287 |
825,780 |
-16,475 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100505 |
99.145 |
99.175 |
99.130 |
99.160 |
+0.030 |
25 |
6,319 |
+1 |
| Sep10 |
100505 |
99.035 |
99.085 |
99.025 |
99.070 |
+0.050 |
55 |
3,190 |
-24 |
| Dec10 |
100505 |
98.950 |
99.025 |
98.950 |
99.025 |
+0.090 |
63 |
1,607 |
+46 |
| Total Volume and Open Interest |
209 |
16,608 |
+30 |
| Long Gilt(LIFFE) |
| Jun10 |
100429 |
115~07 |
115~11 |
114~28 |
115~01 |
-0~02 |
100,428 |
287,007 |
+4,941 |
| Sep10 |
100505 |
115~14 |
115~23 |
115~14 |
115~23 |
+0~12 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
103,115 |
294,935 |
+1,370 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100505 |
99.18 |
99.21 |
99.14 |
99.17 |
-0.01 |
52,946 |
333,675 |
-13,793 |
| Sep10 |
100505 |
99.04 |
99.09 |
99.02 |
99.06 |
+0.02 |
42,691 |
436,219 |
-7,713 |
| Dec10 |
100505 |
98.86 |
98.92 |
98.85 |
98.90 |
+0.05 |
76,445 |
415,966 |
-17,276 |
| Mar11 |
100505 |
98.63 |
98.72 |
98.62 |
98.69 |
+0.08 |
90,235 |
255,933 |
-5,384 |
| Jun11 |
100505 |
98.30 |
98.45 |
98.30 |
98.42 |
+0.11 |
82,487 |
292,850 |
-1,383 |
| Sep11 |
100505 |
97.99 |
98.15 |
97.98 |
98.11 |
+0.12 |
55,945 |
191,552 |
-9,966 |
| Total Volume and Open Interest |
495,987 |
2,405,071 |
-54,859 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100505 |
99.140 |
99.190 |
99.115 |
99.160 |
+0.025 |
63,889 |
912,109 |
-4,393 |
| Sep10 |
100505 |
99.025 |
99.095 |
99.005 |
99.070 |
+0.050 |
72,266 |
836,929 |
+4,025 |
| Dec10 |
100505 |
98.940 |
99.060 |
98.925 |
99.025 |
+0.085 |
98,588 |
520,970 |
-346 |
| Total Volume and Open Interest |
458,799 |
4,177,844 |
-11,541 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100505 |
95.20 |
95.22 |
95.17 |
95.20 |
unch |
40,499 |
296,269 |
+13,539 |
| Sep10 |
100505 |
94.91 |
94.95 |
94.90 |
94.93 |
+0.02 |
35,845 |
204,059 |
+10,791 |
| Dec10 |
100505 |
94.70 |
94.76 |
94.70 |
94.75 |
+0.04 |
15,835 |
129,181 |
+3,783 |
| Mar11 |
100505 |
94.54 |
94.60 |
94.54 |
94.59 |
+0.05 |
4,075 |
56,861 |
+1,235 |
| Jun11 |
100505 |
94.42 |
94.46 |
94.40 |
94.43 |
+0.05 |
3,198 |
43,321 |
+864 |
| Sep11 |
100505 |
94.28 |
94.33 |
94.26 |
94.28 |
+0.05 |
2,272 |
25,412 |
+592 |
| Dec11 |
100505 |
94.15 |
94.21 |
94.15 |
94.17 |
+0.05 |
1,392 |
22,359 |
+895 |
| Mar12 |
100505 |
94.10 |
94.12 |
94.10 |
94.11 |
+0.07 |
535 |
10,434 |
+164 |
| Jun12 |
100505 |
94.07 |
94.07 |
94.07 |
94.07 |
+0.06 |
250 |
2,621 |
+200 |
| Sep12 |
100505 |
94.06 |
94.06 |
94.06 |
94.06 |
+0.05 |
327 |
2,256 |
+325 |
| Total Volume and Open Interest |
104,228 |
793,647 |
+32,388 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100505 |
94.26 |
94.36 |
94.25 |
94.33 |
+0.08 |
28,184 |
416,788 |
+6,586 |
| Sep10 |
100505 |
94.33 |
94.33 |
94.33 |
94.33 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
28,184 |
416,788 |
+6,586 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100505 |
94.61 |
94.71 |
94.60 |
94.70 |
+0.09 |
134,588 |
743,850 |
+62,574 |
| Sep10 |
100505 |
94.70 |
94.70 |
94.70 |
94.70 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
134,588 |
743,850 |
+62,574 |
| Gold(CMX) |
| Jun10 |
100505 |
1171.2 |
1177.7 |
1156.2 |
1175.0 |
+5.8 |
87,366 |
343,357 |
+4,284 |
| Aug10 |
100505 |
1173.7 |
1179.1 |
1157.6 |
1176.4 |
+5.8 |
2,411 |
42,644 |
+1,215 |
| Oct10 |
100505 |
1172.1 |
1179.0 |
1160.6 |
1177.7 |
+5.9 |
585 |
22,925 |
-175 |
| Dec10 |
100505 |
1175.9 |
1180.7 |
1161.2 |
1179.2 |
+5.9 |
1,007 |
43,965 |
+204 |
| Feb11 |
100505 |
1176.3 |
1181.7 |
1165.0 |
1181.1 |
+5.9 |
91 |
17,773 |
-33 |
| Apr11 |
100505 |
1168.7 |
1183.1 |
1165.6 |
1183.1 |
+5.9 |
55 |
12,360 |
-4 |
| Jun11 |
100505 |
526.7 |
531.2 |
526.7 |
530.1 |
+5.8 |
161 |
7,643 |
+117 |
| Aug11 |
100505 |
1188.2 |
1188.2 |
1188.2 |
1188.2 |
+5.6 |
0 |
3,813 |
+0 |
| Oct11 |
100505 |
1191.5 |
1191.5 |
1191.5 |
1191.5 |
+5.5 |
0 |
6,374 |
+0 |
| Dec11 |
100505 |
1189.2 |
1195.5 |
1185.9 |
1195.1 |
+5.4 |
18 |
14,123 |
+5 |
| Feb12 |
100505 |
1199.3 |
1199.3 |
1199.3 |
1199.3 |
+5.3 |
0 |
3,625 |
+0 |
| Total Volume and Open Interest |
91,887 |
550,942 |
+5,602 |
| Silver(CMX) |
| May10 |
100505 |
1781.5 |
1783.5 |
1709.0 |
1751.1 |
-30.7 |
409 |
1,047 |
-156 |
| Jul10 |
100505 |
1786.5 |
1789.5 |
1708.0 |
1753.4 |
-30.8 |
22,953 |
81,134 |
+728 |
| Sep10 |
100505 |
1779.5 |
1789.5 |
1715.0 |
1756.1 |
-30.7 |
101 |
9,006 |
-53 |
| Dec10 |
100505 |
1795.5 |
1795.5 |
1717.0 |
1759.8 |
-30.7 |
201 |
15,373 |
+43 |
| Mar11 |
100505 |
1777.0 |
1777.0 |
1751.0 |
1763.1 |
-30.9 |
18 |
3,578 |
+6 |
| May11 |
100505 |
1765.4 |
1765.4 |
1765.4 |
1765.4 |
-31.0 |
27 |
2,153 |
+10 |
| Jul11 |
100505 |
1767.6 |
1767.6 |
1767.6 |
1767.6 |
-31.2 |
9 |
3,235 |
+22 |
| Total Volume and Open Interest |
24,144 |
124,819 |
+603 |
| Platinum(NYMEX) |
| Jul10 |
100505 |
1673.0 |
1689.9 |
1627.1 |
1649.6 |
-36.2 |
2,603 |
36,141 |
+136 |
| Oct10 |
100505 |
1673.1 |
1680.0 |
1637.3 |
1652.7 |
-37.1 |
17 |
1,143 |
+8 |
| Jan11 |
100505 |
1655.0 |
1655.0 |
1642.6 |
1654.4 |
-36.7 |
1 |
251 |
+1 |
| Apr11 |
100505 |
1654.4 |
1654.4 |
1654.4 |
1654.4 |
-36.7 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,651 |
37,570 |
+174 |
| Palladium(NYMEX) |
| Jun10 |
100505 |
516.05 |
516.05 |
485.00 |
508.55 |
-6.70 |
1,697 |
22,786 |
-317 |
| Sep10 |
100505 |
516.80 |
516.80 |
487.55 |
509.90 |
-6.75 |
73 |
1,241 |
+49 |
| Dec10 |
100505 |
514.75 |
515.50 |
490.40 |
510.35 |
-7.45 |
53 |
172 |
+51 |
| Total Volume and Open Interest |
1,824 |
24,224 |
-216 |
| Copper(CMX) |
| May10 |
100505 |
315.65 |
318.75 |
299.55 |
313.80 |
-2.65 |
924 |
3,781 |
-617 |
| Jul10 |
100505 |
317.05 |
320.55 |
300.55 |
315.15 |
-2.70 |
24,515 |
97,840 |
+54 |
| Sep10 |
100505 |
318.95 |
322.20 |
302.80 |
316.90 |
-2.70 |
889 |
15,876 |
+24 |
| Dec10 |
100505 |
320.10 |
323.15 |
304.20 |
318.40 |
-2.75 |
314 |
11,301 |
-105 |
| Mar11 |
100505 |
320.00 |
320.00 |
306.30 |
319.15 |
-2.85 |
38 |
2,911 |
+3 |
| Total Volume and Open Interest |
27,199 |
146,794 |
-694 |
| DJIA Index(CBOT) |
| Jun10 |
100505 |
10869 |
10908 |
10775 |
10834 |
-58 |
623 |
10,782 |
+92 |
| Sep10 |
100505 |
10840 |
10840 |
10776 |
10776 |
-57 |
0 |
13 |
+0 |
| Dec10 |
100505 |
10715 |
10773 |
10715 |
10715 |
-58 |
0 |
1 |
+0 |
| Mar11 |
100505 |
10660 |
10718 |
10660 |
10660 |
-58 |
|
|
|
| Total Volume and Open Interest |
623 |
10,796 |
+92 |
| S & P 500(CME) |
| Jun10 |
100505 |
1171.10 |
1174.80 |
1155.00 |
1163.90 |
-8.50 |
16,024 |
309,898 |
+2,209 |
| Sep10 |
100505 |
1154.00 |
1166.90 |
1151.50 |
1159.50 |
-8.40 |
386 |
7,662 |
+210 |
| Dec10 |
100505 |
1150.50 |
1162.50 |
1147.50 |
1155.20 |
-8.30 |
30 |
3,492 |
+33 |
| Mar11 |
100505 |
1151.30 |
1158.60 |
1143.60 |
1151.30 |
-8.30 |
0 |
377 |
+0 |
| Total Volume and Open Interest |
16,440 |
321,454 |
+2,452 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100505 |
1171.75 |
1175.00 |
1154.75 |
1164.00 |
-8.50 |
1,797,282 |
2,546,897 |
+40,810 |
| Sep10 |
100505 |
1166.00 |
1170.25 |
1150.75 |
1159.50 |
-8.50 |
1,243 |
23,868 |
+186 |
| Total Volume and Open Interest |
1,798,536 |
2,572,950 |
+40,996 |
| NASDAQ 100(CME) |
| Jun10 |
100505 |
1966.80 |
1972.00 |
1935.00 |
1958.50 |
-11.00 |
1,769 |
21,441 |
+755 |
| Sep10 |
100505 |
1942.00 |
1964.00 |
1942.00 |
1957.00 |
-11.30 |
0 |
160 |
+0 |
| Dec10 |
100505 |
1954.50 |
1955.80 |
1954.50 |
1954.50 |
-11.30 |
|
|
|
| Total Volume and Open Interest |
1,769 |
21,601 |
+755 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100505 |
1969.30 |
1972.00 |
1934.50 |
1958.50 |
-11.00 |
256,440 |
392,030 |
+15,582 |
| Sep10 |
100505 |
1968.00 |
1970.00 |
1934.00 |
1957.00 |
-11.30 |
60 |
1,694 |
-2 |
| Total Volume and Open Interest |
256,506 |
393,741 |
+15,585 |
| S & P Midcap 400(CME) |
| Jun10 |
100505 |
803.00 |
814.05 |
797.00 |
803.60 |
-9.60 |
17 |
1,566 |
+4 |
| Sep10 |
100505 |
801.40 |
801.40 |
801.20 |
801.40 |
-9.80 |
|
|
|
| Dec10 |
100505 |
799.40 |
799.40 |
799.20 |
799.40 |
-9.80 |
|
|
|
| Total Volume and Open Interest |
17 |
1,566 |
+4 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100430 |
11005 |
11100 |
10990 |
11005 |
-90 |
22,842 |
47,301 |
+47,301 |
| Sep10 |
100505 |
10720 |
10740 |
10720 |
10720 |
-60 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
8,250 |
42,832 |
-574 |
| Nikkei 225(SGX) |
| Jun10 |
100430 |
11065 |
11095 |
11035 |
11040 |
+105 |
94,951 |
187,232 |
+1,900 |
| Sep10 |
100430 |
11040 |
11040 |
11040 |
11040 |
+105 |
6 |
355 |
-1 |
| Dec10 |
100430 |
11000 |
11000 |
11000 |
11000 |
+105 |
0 |
968 |
+0 |
| Total Volume and Open Interest |
95,099 |
189,772 |
+1,900 |
| CAC 40(EURONEXT) |
| May10 |
100505 |
3634.0 |
3657.0 |
3563.0 |
3589.5 |
-44.0 |
94,382 |
423,925 |
-5,200 |
| Jun10 |
100505 |
3602.0 |
3623.0 |
3536.0 |
3557.5 |
-44.5 |
2,941 |
59,515 |
+457 |
| Jul10 |
100505 |
3559.0 |
3574.0 |
3530.0 |
3553.5 |
-43.0 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
97,323 |
484,877 |
-4,743 |
| Hang Seng Index(HKFE) |
| May10 |
100505 |
20134 |
20274 |
20045 |
20120 |
-414 |
52,049 |
71,146 |
-60 |
| Jun10 |
100505 |
20098 |
20250 |
20029 |
20096 |
-416 |
1,041 |
5,135 |
+139 |
| Total Volume and Open Interest |
53,216 |
77,340 |
+111 |
| DAX(EUREX) |
| Jun10 |
100505 |
6023.5 |
6039.0 |
5941.0 |
5972.5 |
-43.5 |
136,404 |
169,345 |
-124 |
| Sep10 |
100505 |
6028.0 |
6044.0 |
5952.0 |
5978.5 |
-43.5 |
133 |
10,183 |
-6 |
| Dec10 |
100505 |
6037.0 |
6053.0 |
5966.5 |
5987.5 |
-44.0 |
75 |
1,221 |
+12 |
| Total Volume and Open Interest |
136,612 |
180,749 |
-118 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100505 |
5398.00 |
5408.50 |
5284.00 |
5329.00 |
-47.00 |
162,006 |
671,277 |
-13,328 |
| Sep10 |
100505 |
5360.00 |
5360.00 |
5259.00 |
5288.00 |
-47.00 |
170 |
1,409 |
+122 |
| Dec10 |
100505 |
5286.50 |
5323.00 |
5220.00 |
5262.50 |
-47.00 |
0 |
2,886 |
+0 |
| Total Volume and Open Interest |
162,176 |
675,572 |
-13,206 |
| SPI 200(SFE) |
| Jun10 |
100505 |
4738.0 |
4746.0 |
4617.0 |
4691.0 |
-53.0 |
30,198 |
201,467 |
-9,109 |
| Sep10 |
100505 |
4700.0 |
4700.0 |
4638.0 |
4677.0 |
-55.0 |
13 |
2,724 |
-40 |
| Dec10 |
100505 |
4703.0 |
4703.0 |
4703.0 |
4703.0 |
-58.0 |
0 |
2,616 |
-20 |
| Total Volume and Open Interest |
30,211 |
207,712 |
-9,169 |
| GSCI(CME) |
| May10 |
100505 |
519.00 |
524.00 |
517.00 |
521.00 |
-14.50 |
418 |
19,543 |
-77 |
| Jun10 |
100505 |
530.30 |
545.30 |
528.50 |
530.30 |
-14.95 |
2 |
4 |
+0 |
| Jul10 |
100505 |
537.00 |
551.05 |
534.00 |
537.00 |
-14.00 |
|
|
|
| Total Volume and Open Interest |
420 |
19,547 |
-77 |
| Reuters CCI(ICE) |
| Jun10 |
100505 |
268.40 |
268.40 |
268.40 |
268.40 |
-3.90 |
|
|
|
| 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. |
|
|