|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri May 07, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100507 |
945.75 |
955.50 |
940.00 |
951.25 |
+5.75 |
9,530 |
4,504 |
-993 |
| Jul10 |
100507 |
954.00 |
964.50 |
948.50 |
960.00 |
+6.00 |
74,030 |
239,297 |
-3,793 |
| Aug10 |
100507 |
950.50 |
960.50 |
944.50 |
956.25 |
+6.00 |
3,371 |
19,346 |
-125 |
| Sep10 |
100507 |
933.50 |
946.00 |
929.00 |
941.75 |
+6.75 |
1,245 |
12,162 |
-92 |
| Nov10 |
100507 |
928.75 |
938.25 |
921.00 |
934.25 |
+5.50 |
13,980 |
159,231 |
-885 |
| Jan11 |
100507 |
934.50 |
945.25 |
930.00 |
942.50 |
+5.50 |
356 |
10,458 |
+37 |
| Mar11 |
100507 |
943.75 |
950.75 |
941.50 |
948.00 |
+6.25 |
453 |
5,221 |
+127 |
| Total Volume and Open Interest |
104,327 |
470,705 |
-5,183 |
| Soybean Meal(CBOT) |
| May10 |
100507 |
275.00 |
278.80 |
273.30 |
276.40 |
+0.20 |
2,735 |
4,178 |
-1,036 |
| Jul10 |
100507 |
277.40 |
280.10 |
275.30 |
278.40 |
unch |
34,462 |
102,815 |
-3,799 |
| Aug10 |
100507 |
274.60 |
277.00 |
272.50 |
275.60 |
+0.10 |
3,235 |
14,601 |
+19 |
| Sep10 |
100507 |
268.20 |
271.10 |
266.00 |
269.50 |
+0.10 |
1,607 |
11,779 |
+267 |
| Oct10 |
100507 |
260.60 |
263.70 |
259.00 |
261.90 |
-0.30 |
1,353 |
8,249 |
+0 |
| Dec10 |
100507 |
260.10 |
263.20 |
257.60 |
260.90 |
-0.50 |
7,627 |
31,210 |
-685 |
| Jan11 |
100507 |
261.20 |
263.50 |
259.50 |
261.60 |
-0.50 |
106 |
4,416 |
+5 |
| Mar11 |
100507 |
265.00 |
265.00 |
262.80 |
262.80 |
-0.50 |
99 |
3,487 |
-26 |
| Total Volume and Open Interest |
51,237 |
185,009 |
-5,258 |
| Soybean Oil(CBOT) |
| May10 |
100507 |
37.76 |
38.13 |
37.48 |
38.13 |
+0.29 |
2,973 |
2,563 |
-446 |
| Jul10 |
100507 |
38.10 |
38.45 |
37.71 |
38.44 |
+0.32 |
53,720 |
163,089 |
+1,618 |
| Aug10 |
100507 |
38.23 |
38.64 |
37.91 |
38.64 |
+0.33 |
8,350 |
22,002 |
+531 |
| Sep10 |
100507 |
38.47 |
38.80 |
38.09 |
38.80 |
+0.33 |
2,966 |
14,561 |
+473 |
| Oct10 |
100507 |
38.56 |
38.95 |
38.23 |
38.95 |
+0.33 |
2,007 |
10,717 |
-145 |
| Dec10 |
100507 |
38.93 |
39.32 |
38.60 |
39.32 |
+0.32 |
14,362 |
60,572 |
+3,027 |
| Jan11 |
100507 |
39.12 |
39.58 |
38.95 |
39.58 |
+0.32 |
380 |
3,486 |
+46 |
| Mar11 |
100507 |
39.34 |
39.83 |
39.34 |
39.83 |
+0.32 |
379 |
1,870 |
-71 |
| Total Volume and Open Interest |
85,494 |
282,280 |
+5,084 |
| Canola(WCE) |
| May10 |
100507 |
388.0 |
388.0 |
388.0 |
388.0 |
-1.1 |
25 |
590 |
-19 |
| Jul10 |
100507 |
389.1 |
391.2 |
386.5 |
388.0 |
-1.1 |
7,867 |
89,526 |
+802 |
| Nov10 |
100507 |
390.7 |
393.0 |
387.0 |
390.4 |
-0.3 |
4,158 |
31,081 |
+82 |
| Jan11 |
100507 |
394.3 |
397.0 |
393.7 |
394.5 |
-0.2 |
592 |
2,532 |
+234 |
| Mar11 |
100507 |
397.8 |
398.4 |
397.6 |
397.7 |
-0.2 |
201 |
1,491 |
+74 |
| Total Volume and Open Interest |
13,006 |
126,605 |
+1,247 |
| Corn(CBOT) |
| May10 |
100507 |
362.25 |
367.75 |
360.75 |
364.75 |
+0.75 |
14,167 |
9,703 |
-3,464 |
| Jul10 |
100507 |
368.50 |
375.00 |
367.25 |
372.00 |
+0.75 |
129,567 |
520,377 |
-3,383 |
| Sep10 |
100507 |
375.50 |
381.25 |
373.50 |
378.50 |
+0.75 |
25,806 |
163,582 |
+2,005 |
| Dec10 |
100507 |
382.50 |
388.75 |
380.50 |
386.00 |
+1.25 |
45,046 |
340,178 |
+2,002 |
| Mar11 |
100507 |
394.00 |
401.50 |
393.50 |
399.00 |
+1.00 |
3,380 |
49,250 |
+706 |
| May11 |
100507 |
401.25 |
410.25 |
401.25 |
408.00 |
+1.50 |
666 |
9,445 |
-177 |
| Total Volume and Open Interest |
226,601 |
1,169,117 |
-1,521 |
| Wheat(CBOT) |
| May10 |
100507 |
492.50 |
506.25 |
490.00 |
500.25 |
+3.00 |
4,338 |
2,819 |
-800 |
| Jul10 |
100507 |
504.25 |
517.00 |
498.50 |
510.50 |
+2.25 |
39,540 |
248,846 |
+2,738 |
| Sep10 |
100507 |
520.00 |
532.00 |
514.75 |
526.50 |
+2.50 |
4,858 |
81,245 |
+91 |
| Dec10 |
100507 |
546.00 |
558.25 |
540.75 |
553.00 |
+2.75 |
6,438 |
73,259 |
+1,763 |
| Mar11 |
100507 |
573.75 |
585.00 |
568.75 |
580.00 |
+2.50 |
1,499 |
17,402 |
+507 |
| Total Volume and Open Interest |
58,152 |
457,307 |
+4,894 |
| Wheat(KCBT) |
| May10 |
100507 |
510.00 |
512.50 |
510.00 |
512.50 |
+1.25 |
225 |
70 |
-232 |
| Jul10 |
100507 |
515.00 |
528.25 |
511.75 |
521.00 |
+1.50 |
8,072 |
65,665 |
+417 |
| Sep10 |
100507 |
525.75 |
539.25 |
523.25 |
532.50 |
+1.50 |
1,500 |
17,047 |
+79 |
| Dec10 |
100507 |
544.00 |
556.50 |
540.75 |
549.75 |
+1.25 |
1,550 |
45,740 |
+179 |
| Mar11 |
100507 |
565.00 |
574.00 |
562.75 |
567.00 |
+1.00 |
176 |
10,559 |
+33 |
| Total Volume and Open Interest |
12,171 |
151,475 |
+803 |
| Wheat(MGE) |
| May10 |
100507 |
529.50 |
529.50 |
529.50 |
529.50 |
unch |
105 |
33 |
-105 |
| Jul10 |
100507 |
534.25 |
546.00 |
530.00 |
541.50 |
+4.50 |
2,558 |
18,724 |
-508 |
| Sep10 |
100507 |
545.00 |
557.00 |
541.75 |
552.50 |
+4.25 |
378 |
7,938 |
+79 |
| Dec10 |
100507 |
562.50 |
575.00 |
559.25 |
569.50 |
+3.50 |
821 |
8,249 |
+719 |
| Mar11 |
100507 |
581.50 |
592.00 |
580.75 |
586.25 |
+3.25 |
191 |
1,859 |
+147 |
| Total Volume and Open Interest |
4,196 |
40,672 |
+426 |
| Oats(CBOT) |
| May10 |
100507 |
200.00 |
202.00 |
198.25 |
201.00 |
-1.00 |
30 |
42 |
-26 |
| Jul10 |
100507 |
207.00 |
207.00 |
202.50 |
206.00 |
-1.00 |
639 |
12,310 |
+99 |
| Sep10 |
100507 |
215.00 |
215.50 |
212.50 |
214.50 |
-1.00 |
12 |
1,272 |
-2 |
| Dec10 |
100507 |
227.00 |
227.50 |
222.50 |
226.50 |
-1.00 |
192 |
2,790 |
-9 |
| Total Volume and Open Interest |
949 |
16,478 |
+113 |
| Rough Rice(CBOT) |
| May10 |
100507 |
11.60 |
11.60 |
11.42 |
11.53 |
-0.11 |
131 |
332 |
-140 |
| Jul10 |
100507 |
11.87 |
11.94 |
11.62 |
11.74 |
-0.10 |
544 |
9,108 |
-118 |
| Sep10 |
100507 |
11.50 |
11.50 |
11.24 |
11.34 |
-0.14 |
107 |
3,357 |
+3 |
| Nov10 |
100507 |
11.63 |
11.63 |
11.43 |
11.52 |
-0.11 |
47 |
1,582 |
+29 |
| Total Volume and Open Interest |
891 |
15,594 |
-194 |
| Live Cattle(CME) |
| Jun10 |
100507 |
95.900 |
96.430 |
95.300 |
95.900 |
+0.050 |
36,973 |
145,169 |
-2,498 |
| Aug10 |
100507 |
94.430 |
94.850 |
93.600 |
94.200 |
-0.250 |
22,001 |
100,890 |
+937 |
| Oct10 |
100507 |
95.550 |
96.200 |
95.100 |
96.135 |
+0.385 |
10,794 |
60,299 |
-684 |
| Dec10 |
100507 |
96.900 |
97.285 |
96.285 |
97.200 |
+0.220 |
3,050 |
35,675 |
-136 |
| Feb11 |
100507 |
98.000 |
98.250 |
97.480 |
98.250 |
+0.050 |
840 |
17,717 |
-96 |
| Apr11 |
100507 |
97.980 |
98.500 |
97.500 |
98.480 |
-0.070 |
187 |
6,794 |
+24 |
| Total Volume and Open Interest |
73,876 |
369,435 |
-2,485 |
| Feeder Cattle(CME) |
| May10 |
100507 |
112.580 |
113.180 |
112.250 |
112.430 |
-0.920 |
797 |
8,571 |
-357 |
| Aug10 |
100507 |
115.250 |
115.680 |
114.300 |
114.885 |
-0.650 |
2,233 |
25,741 |
-128 |
| Sep10 |
100507 |
115.035 |
115.550 |
114.500 |
115.100 |
-0.600 |
299 |
5,352 |
-27 |
| Oct10 |
100507 |
114.885 |
115.080 |
113.850 |
114.700 |
-0.500 |
210 |
2,467 |
+5 |
| Nov10 |
100507 |
114.650 |
114.800 |
113.800 |
114.300 |
-0.680 |
135 |
1,289 |
+55 |
| Jan11 |
100507 |
111.900 |
112.300 |
111.500 |
112.300 |
-0.650 |
13 |
322 |
-15 |
| Mar11 |
100507 |
111.600 |
111.800 |
111.000 |
111.600 |
-0.350 |
8 |
39 |
+4 |
| Total Volume and Open Interest |
3,697 |
43,783 |
-461 |
| Lean Hogs(CME) |
| May10 |
100507 |
88.980 |
89.000 |
88.100 |
88.500 |
-0.535 |
1,585 |
5,429 |
-316 |
| Jun10 |
100507 |
83.750 |
85.830 |
83.450 |
85.535 |
+1.435 |
23,060 |
75,418 |
-3,359 |
| Jul10 |
100507 |
84.400 |
86.200 |
83.950 |
86.035 |
+1.385 |
7,558 |
36,590 |
+1,348 |
| Aug10 |
100507 |
84.300 |
86.500 |
84.200 |
86.300 |
+1.250 |
5,325 |
45,835 |
+797 |
| Oct10 |
100507 |
74.200 |
76.800 |
74.150 |
76.650 |
+1.850 |
2,833 |
31,363 |
+490 |
| Dec10 |
100507 |
71.200 |
73.135 |
70.975 |
73.000 |
+1.600 |
1,278 |
20,698 |
-24 |
| Feb11 |
100507 |
71.750 |
73.500 |
71.180 |
73.200 |
+1.050 |
178 |
5,710 |
+6 |
| Apr11 |
100507 |
72.700 |
73.950 |
72.100 |
73.950 |
+1.150 |
38 |
2,626 |
+7 |
| Total Volume and Open Interest |
41,876 |
224,558 |
-1,049 |
| Pork Bellies(CME) |
| May10 |
100507 |
101.000 |
102.800 |
101.000 |
102.700 |
unch |
21 |
51 |
-12 |
| Jul10 |
100507 |
102.500 |
102.800 |
100.250 |
101.180 |
-1.520 |
50 |
144 |
+19 |
| Aug10 |
100507 |
96.500 |
97.900 |
96.500 |
96.500 |
unch |
0 |
22 |
+0 |
| Feb11 |
100507 |
98.500 |
98.500 |
98.500 |
98.500 |
unch |
0 |
3 |
+0 |
| Mar11 |
100507 |
99.000 |
99.000 |
99.000 |
99.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
71 |
221 |
+7 |
| Class III Milk(CME) |
| May10 |
100507 |
13.11 |
13.24 |
13.11 |
13.24 |
+0.12 |
144 |
4,740 |
+6 |
| Jun10 |
100507 |
13.42 |
13.75 |
13.30 |
13.64 |
+0.26 |
206 |
4,598 |
+88 |
| Jul10 |
100507 |
14.08 |
14.46 |
14.02 |
14.37 |
+0.25 |
267 |
3,392 |
+28 |
| Aug10 |
100507 |
14.84 |
15.17 |
14.70 |
15.15 |
+0.31 |
86 |
3,128 |
+34 |
| Sep10 |
100507 |
15.00 |
15.42 |
14.96 |
15.35 |
+0.29 |
38 |
2,973 |
+18 |
| Total Volume and Open Interest |
876 |
27,137 |
+215 |
| Cocoa(ICE) |
| May10 |
100507 |
3118 |
3118 |
3000 |
3000 |
-190 |
7 |
28 |
-7 |
| Jul10 |
100507 |
3149 |
3169 |
3010 |
3016 |
-187 |
9,043 |
62,072 |
+656 |
| Sep10 |
100507 |
3150 |
3183 |
3033 |
3037 |
-187 |
1,219 |
26,453 |
+359 |
| Dec10 |
100507 |
3155 |
3200 |
3056 |
3058 |
-183 |
270 |
15,543 |
+54 |
| Mar11 |
100507 |
3180 |
3215 |
3075 |
3078 |
-183 |
267 |
14,877 |
+395 |
| May11 |
100507 |
3182 |
3207 |
3085 |
3086 |
-187 |
32 |
6,385 |
+20 |
| Jul11 |
100507 |
3196 |
3212 |
3092 |
3092 |
-187 |
6 |
2,849 |
+0 |
| Total Volume and Open Interest |
10,848 |
133,248 |
+1,481 |
| Coffee "C"(ICE) |
| May10 |
100507 |
133.55 |
134.00 |
131.25 |
133.00 |
-0.15 |
48 |
211 |
-46 |
| Jul10 |
100507 |
133.20 |
134.60 |
131.25 |
133.90 |
+0.70 |
8,709 |
77,389 |
+334 |
| Sep10 |
100507 |
135.00 |
136.00 |
132.75 |
135.35 |
+0.75 |
1,234 |
25,841 |
+603 |
| Dec10 |
100507 |
136.00 |
137.50 |
134.30 |
136.95 |
+0.80 |
657 |
18,217 |
+214 |
| Mar11 |
100507 |
138.55 |
138.55 |
135.65 |
138.40 |
+0.85 |
297 |
7,566 |
+31 |
| May11 |
100507 |
139.20 |
139.30 |
139.20 |
139.30 |
+0.95 |
207 |
4,049 |
+50 |
| Total Volume and Open Interest |
11,558 |
136,185 |
+1,223 |
| Orange Juice(ICE) |
| May10 |
100507 |
133.00 |
133.00 |
132.05 |
132.50 |
+0.30 |
192 |
1,320 |
-128 |
| Jul10 |
100507 |
135.00 |
137.45 |
135.00 |
136.00 |
+0.90 |
1,010 |
19,094 |
+17 |
| Sep10 |
100507 |
136.65 |
138.75 |
136.65 |
137.60 |
+0.95 |
89 |
6,374 |
+42 |
| Nov10 |
100507 |
138.70 |
138.90 |
138.70 |
138.80 |
+0.80 |
23 |
1,346 |
+15 |
| Jan11 |
100507 |
139.40 |
139.50 |
139.40 |
139.50 |
+1.00 |
2 |
839 |
-2 |
| Mar11 |
100507 |
139.70 |
139.85 |
139.70 |
139.85 |
+1.00 |
1 |
169 |
+0 |
| Total Volume and Open Interest |
1,317 |
29,457 |
-56 |
| Sugar #11(ICE) |
| Jul10 |
100507 |
13.59 |
13.98 |
13.00 |
13.75 |
+0.08 |
52,810 |
296,971 |
+1,472 |
| Oct10 |
100507 |
14.20 |
14.63 |
13.67 |
14.40 |
+0.07 |
24,349 |
151,553 |
+2,606 |
| Mar11 |
100507 |
15.00 |
15.38 |
14.56 |
15.21 |
+0.08 |
11,838 |
77,531 |
+811 |
| May11 |
100507 |
15.00 |
15.18 |
14.50 |
15.04 |
+0.05 |
3,126 |
23,542 |
+31 |
| Jul11 |
100507 |
14.61 |
14.94 |
14.49 |
14.94 |
+0.05 |
3,567 |
25,386 |
+1,136 |
| Total Volume and Open Interest |
101,763 |
637,180 |
+6,457 |
| London Cocoa(LCE) |
| May10 |
100430 |
2360 |
2370 |
2355 |
2370 |
+6 |
2,691 |
40,097 |
-627 |
| Jul10 |
100507 |
2412 |
2430 |
2346 |
2349 |
-77 |
4,004 |
53,530 |
+499 |
| Sep10 |
100507 |
2373 |
2393 |
2306 |
2308 |
-81 |
1,754 |
27,810 |
+172 |
| Dec10 |
100507 |
2333 |
2345 |
2268 |
2271 |
-77 |
177 |
19,660 |
+62 |
| Mar11 |
100507 |
2287 |
2310 |
2235 |
2238 |
-77 |
898 |
20,029 |
+513 |
| May11 |
100507 |
2294 |
2312 |
2240 |
2240 |
-76 |
114 |
4,084 |
+4 |
| Jul11 |
100507 |
2305 |
2305 |
2244 |
2244 |
-77 |
0 |
774 |
+0 |
| Total Volume and Open Interest |
7,627 |
165,024 |
+1,115 |
| London Sugar(LCE) |
| Aug10 |
100507 |
435.50 |
440.00 |
421.20 |
437.80 |
-4.70 |
5,384 |
32,479 |
+40 |
| Oct10 |
100507 |
409.80 |
412.80 |
395.90 |
410.80 |
-5.80 |
2,220 |
12,834 |
+486 |
| Dec10 |
100507 |
400.50 |
408.20 |
392.50 |
406.10 |
-5.80 |
96 |
3,645 |
+14 |
| Mar11 |
100507 |
406.40 |
416.00 |
406.40 |
413.60 |
-6.90 |
273 |
2,454 |
+19 |
| May11 |
100507 |
410.00 |
419.50 |
410.00 |
416.10 |
-6.40 |
93 |
1,463 |
+21 |
| Total Volume and Open Interest |
8,086 |
53,280 |
+593 |
| Cotton(ICE) |
| May10 |
100506 |
80.41 |
80.41 |
78.25 |
78.25 |
-2.13 |
43 |
30 |
-20 |
| Jul10 |
100507 |
80.01 |
82.29 |
80.01 |
80.71 |
+0.86 |
16,610 |
108,621 |
-4,810 |
| Oct10 |
100507 |
78.06 |
78.60 |
78.02 |
78.30 |
+0.24 |
541 |
2,084 |
+473 |
| Dec10 |
100507 |
75.50 |
76.49 |
75.41 |
75.67 |
+0.16 |
4,751 |
58,392 |
-75 |
| Mar11 |
100507 |
76.62 |
77.25 |
76.62 |
76.77 |
+0.15 |
240 |
6,470 |
+207 |
| May11 |
100507 |
76.97 |
76.97 |
76.97 |
76.97 |
+0.15 |
2 |
188 |
+0 |
| Total Volume and Open Interest |
22,151 |
179,943 |
-4,222 |
| Lumber(CME) |
| May10 |
100507 |
273.9 |
279.1 |
270.5 |
272.6 |
-2.4 |
313 |
1,077 |
-160 |
| Jul10 |
100507 |
281.3 |
282.5 |
277.0 |
277.0 |
-8.5 |
605 |
6,060 |
-264 |
| Sep10 |
100507 |
285.2 |
289.3 |
284.2 |
284.5 |
-5.5 |
166 |
2,389 |
-24 |
| Nov10 |
100507 |
271.2 |
280.0 |
271.2 |
274.6 |
-5.4 |
55 |
661 |
+0 |
| Total Volume and Open Interest |
1,139 |
10,200 |
-448 |
| Crude Oil(NYM) |
| Jun10 |
100507 |
76.95 |
78.19 |
74.51 |
75.11 |
-2.00 |
512,285 |
333,696 |
-6,931 |
| Jul10 |
100507 |
79.96 |
81.17 |
77.74 |
78.51 |
-1.67 |
191,388 |
220,356 |
-896 |
| Aug10 |
100507 |
81.59 |
82.64 |
79.40 |
80.22 |
-1.58 |
77,065 |
98,330 |
+6,366 |
| Sep10 |
100507 |
82.46 |
83.56 |
80.43 |
81.22 |
-1.48 |
48,757 |
87,519 |
-307 |
| Oct10 |
100507 |
83.26 |
84.00 |
81.06 |
81.98 |
-1.32 |
21,012 |
37,224 |
-932 |
| Nov10 |
100507 |
83.58 |
84.35 |
81.83 |
82.61 |
-1.18 |
18,849 |
28,757 |
-1,346 |
| Dec10 |
100507 |
83.94 |
85.11 |
82.09 |
83.11 |
-1.10 |
80,199 |
203,661 |
-325 |
| Jan11 |
100507 |
85.03 |
85.41 |
82.89 |
83.47 |
-1.03 |
6,877 |
32,220 |
+192 |
| Feb11 |
100507 |
85.04 |
85.04 |
83.25 |
83.81 |
-0.96 |
4,077 |
13,960 |
-210 |
| Mar11 |
100507 |
83.57 |
84.28 |
83.25 |
84.12 |
-0.92 |
6,056 |
16,223 |
-1,683 |
| Apr11 |
100507 |
84.40 |
84.43 |
84.40 |
84.43 |
-0.87 |
2,901 |
12,644 |
+313 |
| May11 |
100507 |
84.82 |
84.82 |
84.71 |
84.71 |
-0.84 |
2,187 |
6,495 |
+382 |
| Jun11 |
100507 |
85.60 |
85.75 |
84.00 |
84.97 |
-0.81 |
5,425 |
40,638 |
-149 |
| Jul11 |
100507 |
85.00 |
85.21 |
85.00 |
85.21 |
-0.77 |
767 |
5,677 |
-16 |
| Aug11 |
100507 |
85.00 |
85.43 |
85.00 |
85.43 |
-0.73 |
467 |
4,131 |
+101 |
| Sep11 |
100507 |
85.00 |
85.67 |
85.00 |
85.67 |
-0.70 |
516 |
7,274 |
+83 |
| Total Volume and Open Interest |
1,034,022 |
1,443,681 |
-1,645 |
| e-miNY Crude Oil(NYM) |
| May10 |
100419 |
82.975 |
82.975 |
80.525 |
81.450 |
-1.800 |
13,915 |
4,660 |
-166 |
| Jun10 |
100430 |
85.525 |
86.500 |
85.125 |
86.150 |
+0.975 |
10,604 |
5,783 |
-119 |
| Jul10 |
100507 |
79.975 |
81.075 |
77.750 |
78.500 |
-1.675 |
2,097 |
1,981 |
+109 |
| Aug10 |
100507 |
81.500 |
82.450 |
79.550 |
80.225 |
-1.575 |
173 |
472 |
-9 |
| Sep10 |
100507 |
83.050 |
83.075 |
80.600 |
81.225 |
-1.475 |
8 |
149 |
-1 |
| Oct10 |
100507 |
83.100 |
83.100 |
81.200 |
81.975 |
-1.325 |
0 |
11 |
+0 |
| Nov10 |
100507 |
84.025 |
84.025 |
81.750 |
82.600 |
-1.200 |
1 |
1 |
+1 |
| Dec10 |
100507 |
84.675 |
84.675 |
82.350 |
83.100 |
-1.100 |
14 |
72 |
-4 |
| Jan11 |
100507 |
83.475 |
83.475 |
83.475 |
83.475 |
-1.025 |
|
|
|
| Feb11 |
100507 |
83.800 |
83.800 |
83.800 |
83.800 |
-0.975 |
3 |
0 |
+0 |
| Total Volume and Open Interest |
21,994 |
8,778 |
+539 |
| Heating Oil(NYM) |
| Jun10 |
100507 |
210.60 |
213.28 |
205.94 |
207.95 |
-3.42 |
79,763 |
93,180 |
-8,804 |
| Jul10 |
100507 |
213.49 |
215.57 |
208.04 |
209.98 |
-3.79 |
28,387 |
44,563 |
+1,259 |
| Aug10 |
100507 |
216.01 |
217.19 |
210.58 |
212.33 |
-3.98 |
10,506 |
27,291 |
+282 |
| Sep10 |
100507 |
217.96 |
219.90 |
213.03 |
214.97 |
-3.95 |
10,757 |
23,590 |
+50 |
| Oct10 |
100507 |
220.85 |
222.17 |
216.00 |
217.63 |
-3.78 |
4,597 |
15,230 |
+498 |
| Nov10 |
100507 |
224.89 |
225.40 |
219.30 |
220.45 |
-3.60 |
3,799 |
10,768 |
-557 |
| Dec10 |
100507 |
226.81 |
228.22 |
221.24 |
223.28 |
-3.53 |
18,799 |
35,569 |
-1,268 |
| Jan11 |
100507 |
230.58 |
230.58 |
224.50 |
226.26 |
-3.50 |
3,996 |
15,469 |
+642 |
| Feb11 |
100507 |
232.72 |
232.72 |
227.00 |
228.29 |
-3.52 |
1,505 |
5,626 |
+228 |
| Mar11 |
100507 |
233.68 |
233.68 |
227.94 |
229.22 |
-3.54 |
1,224 |
5,881 |
-47 |
| Apr11 |
100507 |
232.98 |
232.98 |
227.95 |
229.22 |
-3.52 |
1,178 |
2,837 |
+155 |
| May11 |
100507 |
233.15 |
233.15 |
229.36 |
229.36 |
-3.55 |
822 |
2,104 |
+256 |
| Total Volume and Open Interest |
176,414 |
308,793 |
-4,620 |
| Gasoline(NYMEX) |
| Jun10 |
100507 |
215.35 |
218.84 |
210.21 |
212.51 |
-3.12 |
87,060 |
96,365 |
-9,386 |
| Jul10 |
100507 |
215.90 |
219.57 |
211.48 |
213.48 |
-3.11 |
49,772 |
61,195 |
+3,734 |
| Aug10 |
100507 |
218.43 |
219.87 |
212.40 |
214.27 |
-3.19 |
25,726 |
33,951 |
+2,553 |
| Sep10 |
100507 |
217.11 |
219.55 |
212.67 |
214.49 |
-3.12 |
26,373 |
39,001 |
+2,290 |
| Oct10 |
100507 |
207.58 |
210.40 |
203.79 |
205.12 |
-2.99 |
13,806 |
21,687 |
+1,664 |
| Nov10 |
100507 |
206.84 |
209.54 |
204.92 |
204.96 |
-2.81 |
8,621 |
15,444 |
+113 |
| Dec10 |
100507 |
208.12 |
209.76 |
203.70 |
205.82 |
-2.63 |
13,157 |
12,519 |
-56 |
| Jan11 |
100507 |
205.95 |
209.26 |
205.95 |
207.71 |
-2.53 |
1,224 |
6,665 |
-598 |
| Feb11 |
100507 |
210.25 |
210.25 |
209.87 |
209.87 |
-2.45 |
388 |
1,746 |
-18 |
| Mar11 |
100507 |
212.75 |
212.75 |
212.27 |
212.27 |
-2.45 |
264 |
1,114 |
-30 |
| Total Volume and Open Interest |
227,640 |
301,656 |
+429 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100507 |
212.00 |
212.50 |
212.00 |
212.50 |
-3.10 |
0 |
17 |
+0 |
| Jul10 |
100507 |
213.50 |
213.50 |
213.48 |
213.50 |
-3.10 |
0 |
1 |
+0 |
| Aug10 |
100507 |
217.50 |
217.50 |
214.30 |
214.30 |
-3.20 |
1 |
2 |
+1 |
| Sep10 |
100507 |
214.50 |
214.50 |
214.49 |
214.50 |
-3.10 |
|
|
|
| Total Volume and Open Interest |
1 |
27 |
+1 |
| Natural Gas(NYM) |
| Jun10 |
100507 |
3.936 |
4.039 |
3.900 |
4.015 |
+0.086 |
70,781 |
165,625 |
+1,497 |
| Jul10 |
100507 |
4.043 |
4.150 |
4.013 |
4.124 |
+0.082 |
26,154 |
157,212 |
-4,037 |
| Aug10 |
100507 |
4.143 |
4.243 |
4.111 |
4.221 |
+0.078 |
18,150 |
60,086 |
-188 |
| Sep10 |
100507 |
4.217 |
4.322 |
4.186 |
4.298 |
+0.080 |
14,252 |
53,733 |
+535 |
| Oct10 |
100507 |
4.317 |
4.446 |
4.306 |
4.425 |
+0.082 |
14,222 |
71,935 |
+483 |
| Nov10 |
100507 |
4.779 |
4.855 |
4.744 |
4.854 |
+0.078 |
3,062 |
15,999 |
-48 |
| Dec10 |
100507 |
5.251 |
5.324 |
5.190 |
5.308 |
+0.067 |
3,785 |
32,809 |
-225 |
| Jan11 |
100507 |
5.468 |
5.536 |
5.411 |
5.525 |
+0.058 |
7,714 |
47,191 |
-494 |
| Feb11 |
100507 |
5.440 |
5.500 |
5.386 |
5.492 |
+0.052 |
1,146 |
17,384 |
-46 |
| Mar11 |
100507 |
5.370 |
5.415 |
5.317 |
5.415 |
+0.048 |
2,556 |
41,911 |
+342 |
| Apr11 |
100507 |
5.225 |
5.277 |
5.176 |
5.267 |
+0.042 |
3,076 |
37,966 |
+289 |
| May11 |
100507 |
5.264 |
5.292 |
5.233 |
5.292 |
+0.040 |
701 |
20,254 |
+182 |
| Jun11 |
100507 |
5.319 |
5.346 |
5.260 |
5.346 |
+0.037 |
264 |
6,613 |
-21 |
| Jul11 |
100507 |
5.379 |
5.414 |
5.360 |
5.414 |
+0.035 |
164 |
4,753 |
-8 |
| Aug11 |
100507 |
5.445 |
5.469 |
5.420 |
5.469 |
+0.033 |
608 |
5,185 |
+71 |
| Sep11 |
100507 |
5.460 |
5.502 |
5.434 |
5.502 |
+0.031 |
601 |
4,891 |
+360 |
| Total Volume and Open Interest |
171,910 |
860,271 |
-1,604 |
| Brent Crude Oil(ICE) |
| Jun10 |
100507 |
79.87 |
80.65 |
77.58 |
78.27 |
-1.56 |
212,261 |
164,297 |
-31,448 |
| Jul10 |
100507 |
80.90 |
81.70 |
78.65 |
79.34 |
-1.55 |
133,769 |
178,133 |
-2,171 |
| Aug10 |
100507 |
81.78 |
82.59 |
79.76 |
80.30 |
-1.51 |
47,007 |
74,431 |
+111 |
| Sep10 |
100507 |
82.45 |
83.35 |
80.60 |
81.12 |
-1.43 |
30,488 |
53,699 |
+1,192 |
| Oct10 |
100507 |
83.21 |
83.98 |
80.97 |
81.81 |
-1.37 |
18,055 |
24,245 |
+1,486 |
| Nov10 |
100507 |
83.73 |
84.51 |
81.52 |
82.42 |
-1.29 |
15,496 |
19,464 |
-19 |
| Dec10 |
100507 |
84.19 |
85.00 |
82.02 |
82.98 |
-1.21 |
50,351 |
96,828 |
+461 |
| Jan11 |
100507 |
84.85 |
85.18 |
83.04 |
83.43 |
-1.15 |
5,128 |
19,662 |
+1,262 |
| Feb11 |
100507 |
85.64 |
85.64 |
83.57 |
83.86 |
-1.09 |
2,527 |
9,804 |
+110 |
| Mar11 |
100507 |
85.65 |
85.65 |
84.25 |
84.26 |
-1.05 |
1,750 |
7,454 |
-132 |
| Apr11 |
100507 |
84.70 |
84.70 |
84.50 |
84.64 |
-1.02 |
1,031 |
4,674 |
-2 |
| May11 |
100507 |
85.01 |
85.01 |
85.01 |
85.01 |
-0.98 |
1,320 |
4,415 |
-66 |
| Jun11 |
100507 |
86.13 |
86.65 |
84.84 |
85.35 |
-0.93 |
3,038 |
18,109 |
-591 |
| Jul11 |
100507 |
85.65 |
85.65 |
85.65 |
85.65 |
-0.89 |
495 |
3,127 |
-48 |
| Total Volume and Open Interest |
532,584 |
775,178 |
-30,544 |
| Gas Oil(ICE) |
| May10 |
100507 |
669.00 |
675.75 |
652.50 |
657.75 |
-25.25 |
50,407 |
50,980 |
-9,275 |
| Jun10 |
100507 |
673.00 |
680.75 |
656.75 |
661.75 |
-25.25 |
95,486 |
120,214 |
-2,390 |
| Jul10 |
100507 |
679.00 |
685.50 |
662.25 |
667.25 |
-25.00 |
24,662 |
54,781 |
+159 |
| Aug10 |
100507 |
690.25 |
690.25 |
668.75 |
673.50 |
-24.75 |
9,829 |
33,169 |
+1,530 |
| Sep10 |
100507 |
696.50 |
696.50 |
675.00 |
679.75 |
-24.75 |
9,578 |
34,658 |
+1,118 |
| Oct10 |
100507 |
702.50 |
702.50 |
681.25 |
685.50 |
-24.50 |
6,529 |
27,295 |
+379 |
| Nov10 |
100507 |
707.75 |
707.75 |
687.00 |
691.00 |
-24.25 |
4,331 |
21,747 |
+670 |
| Dec10 |
100507 |
709.25 |
714.00 |
691.00 |
696.50 |
-24.00 |
19,505 |
94,188 |
-1,364 |
| Jan11 |
100507 |
717.50 |
718.75 |
700.00 |
702.50 |
-23.75 |
3,346 |
26,212 |
+388 |
| Feb11 |
100507 |
722.00 |
722.50 |
705.00 |
707.25 |
-23.75 |
2,255 |
13,303 |
-179 |
| Total Volume and Open Interest |
234,661 |
557,429 |
-7,053 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100507 |
1.622 |
1.630 |
1.615 |
1.627 |
+0.005 |
194 |
1,168 |
+24 |
| Jul10 |
100507 |
1.625 |
1.649 |
1.625 |
1.644 |
+0.004 |
86 |
1,337 |
-10 |
| Aug10 |
100507 |
1.640 |
1.650 |
1.640 |
1.643 |
+0.003 |
94 |
735 |
+21 |
| Sep10 |
100507 |
1.651 |
1.652 |
1.645 |
1.647 |
+0.002 |
22 |
757 |
+15 |
| Oct10 |
100507 |
1.659 |
1.659 |
1.645 |
1.648 |
+0.001 |
70 |
781 |
+20 |
| Nov10 |
100507 |
1.658 |
1.658 |
1.644 |
1.649 |
-0.003 |
25 |
732 |
+15 |
| Dec10 |
100507 |
1.660 |
1.660 |
1.658 |
1.658 |
-0.003 |
31 |
1,378 |
+5 |
| Total Volume and Open Interest |
637 |
8,649 |
+123 |
| US Dollar Index(ICE) |
| Jun10 |
100507 |
84.995 |
85.355 |
84.235 |
84.660 |
-0.387 |
39,431 |
45,431 |
-828 |
| Sep10 |
100507 |
85.540 |
85.590 |
84.870 |
85.000 |
-0.378 |
166 |
2,314 |
+58 |
| Dec10 |
100507 |
85.250 |
85.250 |
85.250 |
85.250 |
-0.378 |
5 |
7 |
+5 |
| Total Volume and Open Interest |
39,602 |
47,752 |
-765 |
| Australian Dollar(CME) |
| Jun10 |
100507 |
88.28 |
89.02 |
87.66 |
88.44 |
+0.56 |
164,341 |
132,750 |
-2,937 |
| Sep10 |
100507 |
87.40 |
88.10 |
86.94 |
87.54 |
+0.60 |
423 |
695 |
-38 |
| Dec10 |
100507 |
86.66 |
86.66 |
86.04 |
86.66 |
+0.62 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
164,765 |
133,463 |
-2,974 |
| British Pound(CME) |
| Jun10 |
100507 |
147.83 |
149.37 |
144.76 |
148.08 |
+0.27 |
154,094 |
131,566 |
-522 |
| Sep10 |
100507 |
147.85 |
149.36 |
144.78 |
148.09 |
+0.27 |
615 |
2,054 |
+187 |
| Dec10 |
100507 |
147.39 |
148.21 |
146.81 |
148.10 |
+0.27 |
2 |
34 |
+2 |
| Total Volume and Open Interest |
154,711 |
133,655 |
-333 |
| Canadian Dollar(CME) |
| Jun10 |
100507 |
95.00 |
96.74 |
94.61 |
95.91 |
+1.84 |
117,581 |
126,814 |
-4,422 |
| Sep10 |
100507 |
94.82 |
96.66 |
94.07 |
95.91 |
+1.84 |
571 |
4,347 |
-78 |
| Dec10 |
100507 |
94.90 |
96.54 |
93.94 |
95.85 |
+1.91 |
67 |
1,214 |
+45 |
| Mar11 |
100507 |
95.71 |
96.08 |
93.78 |
95.71 |
+1.93 |
6 |
274 |
+3 |
| Total Volume and Open Interest |
118,239 |
132,731 |
-4,450 |
| Japanese Yen(CME) |
| Jun10 |
100507 |
110.19 |
111.23 |
107.27 |
109.41 |
-3.08 |
180,925 |
144,513 |
-1,181 |
| Sep10 |
100507 |
110.33 |
112.67 |
107.50 |
109.59 |
-3.08 |
3,791 |
1,587 |
+125 |
| Dec10 |
100507 |
110.64 |
112.87 |
108.40 |
109.81 |
-3.06 |
19 |
93 |
+7 |
| Total Volume and Open Interest |
184,735 |
146,194 |
-1,049 |
| Swiss Franc(CME) |
| Jun10 |
100507 |
89.93 |
90.58 |
89.58 |
90.30 |
+0.38 |
82,043 |
52,835 |
+2,189 |
| Sep10 |
100507 |
90.24 |
90.77 |
89.88 |
90.55 |
+0.38 |
240 |
782 |
+102 |
| Dec10 |
100507 |
90.80 |
91.02 |
90.39 |
90.80 |
+0.38 |
5 |
10 |
-3 |
| Total Volume and Open Interest |
82,288 |
53,627 |
+2,288 |
| EuroFX(CME) |
| Jun10 |
100507 |
126.43 |
128.03 |
125.91 |
127.40 |
+1.37 |
569,862 |
272,461 |
+15,531 |
| Sep10 |
100507 |
126.53 |
128.11 |
126.01 |
127.48 |
+1.37 |
4,491 |
5,263 |
+1,282 |
| Dec10 |
100507 |
126.84 |
127.89 |
126.15 |
127.56 |
+1.41 |
18 |
109 |
-1 |
| Total Volume and Open Interest |
574,373 |
277,888 |
+16,812 |
| Mexican Peso(CME) |
| May10 |
100507 |
776.0 |
776.0 |
759.2 |
776.0 |
+16.8 |
7 |
17 |
+7 |
| Jun10 |
100507 |
763.8 |
780.0 |
759.0 |
773.2 |
+16.8 |
62,916 |
113,346 |
-4,278 |
| Total Volume and Open Interest |
62,936 |
113,942 |
-4,264 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100507 |
121~290 |
123~080 |
121~290 |
122~000 |
+0~080 |
|
|
|
| Sep10 |
100507 |
122~130 |
123~160 |
121~000 |
121~120 |
-1~170 |
4,853 |
7,731 |
+1,519 |
| Dec10 |
100507 |
121~000 |
121~150 |
119~260 |
119~270 |
-1~200 |
4 |
19 |
+0 |
| Total Volume and Open Interest |
502,115 |
718,843 |
-370 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100507 |
119~280 |
120~215 |
118~285 |
119~220 |
-0~075 |
1,634,975 |
1,674,737 |
-6,546 |
| Sep10 |
100507 |
118~240 |
119~160 |
117~310 |
118~175 |
-0~095 |
12,038 |
24,648 |
+3,314 |
| Dec10 |
100507 |
117~035 |
117~130 |
117~035 |
117~035 |
-0~095 |
28 |
29 |
+19 |
| Total Volume and Open Interest |
1,647,041 |
1,699,415 |
-3,213 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100507 |
116~121 |
117~055 |
116~033 |
116~115 |
unch |
729,078 |
998,829 |
+5,879 |
| Sep10 |
100507 |
116~010 |
116~036 |
115~104 |
115~125 |
-0~010 |
3,196 |
10,157 |
+2,537 |
| Dec10 |
100507 |
114~116 |
114~126 |
114~116 |
114~116 |
-0~010 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
732,274 |
1,008,988 |
+8,416 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100507 |
54~069 |
54~070 |
54~068 |
54~070 |
-54~083 |
523,921 |
1,071,820 |
-10,389 |
| Sep10 |
100507 |
108~096 |
108~102 |
108~068 |
108~082 |
-0~011 |
5,581 |
18,965 |
+3,060 |
| Dec10 |
100507 |
108~023 |
108~033 |
108~023 |
108~023 |
-0~010 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
529,502 |
1,090,786 |
-7,329 |
| Eurodollars(CME) |
| Jun10 |
100507 |
99.330 |
99.375 |
99.250 |
99.350 |
+0.060 |
588,745 |
1,225,747 |
-16,297 |
| Sep10 |
100507 |
99.250 |
99.260 |
99.150 |
99.250 |
+0.045 |
533,933 |
1,139,227 |
+6,337 |
| Dec10 |
100507 |
99.085 |
99.115 |
99.005 |
99.105 |
+0.040 |
395,366 |
1,086,050 |
-11,253 |
| Mar11 |
100507 |
98.895 |
98.940 |
98.760 |
98.910 |
+0.025 |
408,699 |
739,713 |
+4,100 |
| Jun11 |
100507 |
98.680 |
98.730 |
98.515 |
98.680 |
unch |
480,523 |
850,945 |
+11,356 |
| Sep11 |
100507 |
98.460 |
98.520 |
98.270 |
98.445 |
-0.025 |
357,393 |
690,241 |
+11,767 |
| Dec11 |
100507 |
98.215 |
98.290 |
98.010 |
98.190 |
-0.035 |
303,056 |
552,781 |
-12,144 |
| Mar12 |
100507 |
97.975 |
98.075 |
97.775 |
97.955 |
-0.045 |
245,314 |
360,045 |
-3,161 |
| Jun12 |
100507 |
97.700 |
97.820 |
97.515 |
97.695 |
-0.045 |
120,093 |
241,438 |
+3,497 |
| Sep12 |
100507 |
97.435 |
97.560 |
97.250 |
97.435 |
-0.040 |
75,065 |
193,486 |
+968 |
| Dec12 |
100507 |
97.165 |
97.290 |
96.985 |
97.170 |
-0.040 |
66,157 |
154,811 |
-1,445 |
| Mar13 |
100507 |
96.950 |
97.065 |
96.760 |
96.945 |
-0.040 |
57,932 |
132,720 |
+479 |
| Jun13 |
100507 |
96.715 |
96.835 |
96.535 |
96.715 |
-0.040 |
23,031 |
81,710 |
-362 |
| Sep13 |
100507 |
96.500 |
96.625 |
96.325 |
96.505 |
-0.040 |
21,431 |
81,422 |
+365 |
| Dec13 |
100507 |
96.290 |
96.405 |
96.115 |
96.285 |
-0.045 |
18,546 |
42,902 |
+675 |
| Mar14 |
100507 |
96.115 |
96.235 |
95.960 |
96.115 |
-0.045 |
15,195 |
39,899 |
-221 |
| Jun14 |
100507 |
95.960 |
96.060 |
95.820 |
95.945 |
-0.050 |
10,082 |
37,233 |
-248 |
| Sep14 |
100507 |
95.755 |
95.915 |
95.655 |
95.795 |
-0.055 |
7,997 |
27,084 |
+836 |
| Total Volume and Open Interest |
3,771,042 |
7,893,919 |
-4,127 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100507 |
99.772 |
99.780 |
99.757 |
99.772 |
-0.007 |
9,185 |
75,425 |
-1,059 |
| Jun10 |
100507 |
99.765 |
99.775 |
99.760 |
99.770 |
unch |
13,184 |
87,209 |
+2,153 |
| Jul10 |
100507 |
99.740 |
99.750 |
99.735 |
99.745 |
unch |
24,838 |
67,520 |
+2,504 |
| Aug10 |
100507 |
99.720 |
99.730 |
99.715 |
99.730 |
unch |
31,592 |
77,733 |
+2,053 |
| Sep10 |
100507 |
99.695 |
99.715 |
99.695 |
99.715 |
unch |
10,932 |
47,623 |
-539 |
| Oct10 |
100507 |
99.695 |
99.695 |
99.665 |
99.685 |
-0.010 |
13,319 |
72,432 |
+1,569 |
| Total Volume and Open Interest |
152,286 |
645,117 |
+10,514 |
| 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 |
100507 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
2,328 |
-726 |
| Sep10 |
100507 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
1,031 |
+0 |
| Dec10 |
100507 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
342 |
+0 |
| Mar11 |
100507 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
0 |
167 |
+0 |
| Jun11 |
100507 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
| Sep11 |
100507 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
| Dec11 |
100507 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
| Mar12 |
100507 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
| Jun12 |
100507 |
99.550 |
99.550 |
99.550 |
99.550 |
+0.010 |
|
|
|
| Sep12 |
100507 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
0 |
3,868 |
-726 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100507 |
99.62 |
99.62 |
99.61 |
99.62 |
unch |
0 |
5,356 |
+117 |
| Sep10 |
100507 |
99.64 |
99.65 |
99.64 |
99.65 |
+0.01 |
0 |
2,967 |
-75 |
| Dec10 |
100507 |
99.64 |
99.65 |
99.64 |
99.65 |
+0.01 |
0 |
1,415 |
-3 |
| Mar11 |
100507 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1,710 |
-25 |
| Jun11 |
100507 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
106 |
+0 |
| Sep11 |
100507 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
100507 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
102 |
+0 |
| Mar12 |
100507 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
0 |
13,078 |
+14 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100507 |
140.15 |
140.16 |
139.72 |
139.90 |
+0.10 |
2,175 |
20,261 |
+20,261 |
| Sep10 |
100507 |
139.63 |
139.63 |
139.44 |
139.45 |
-0.30 |
2 |
2 |
+2 |
| Dec10 |
100507 |
137.36 |
137.36 |
137.36 |
137.36 |
-0.30 |
|
|
|
| Total Volume and Open Interest |
2,177 |
20,263 |
+2,861 |
| Euro-Bund(EUREX) |
| Jun10 |
100507 |
127.20 |
127.65 |
126.41 |
126.97 |
-0.04 |
1,487,658 |
1,056,158 |
-29,869 |
| Sep10 |
100507 |
126.65 |
127.13 |
125.96 |
126.47 |
-0.03 |
3,026 |
9,805 |
+1,927 |
| Dec10 |
100507 |
124.97 |
124.97 |
124.97 |
124.97 |
-0.24 |
197 |
2 |
+1 |
| Total Volume and Open Interest |
1,490,881 |
1,065,965 |
-27,941 |
| Euro-Bobl(EUREX) |
| Jun10 |
100507 |
119.87 |
120.08 |
119.37 |
119.70 |
-0.53 |
995,180 |
809,283 |
-9,292 |
| Sep10 |
100507 |
119.59 |
119.75 |
119.00 |
119.45 |
-0.06 |
2,042 |
15,571 |
-458 |
| Dec10 |
100507 |
119.16 |
119.16 |
119.16 |
119.16 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
997,222 |
824,854 |
-9,750 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100507 |
99.020 |
99.100 |
99.020 |
99.100 |
-0.005 |
106 |
6,263 |
+10 |
| Sep10 |
100507 |
98.960 |
99.015 |
98.955 |
98.995 |
-0.050 |
667 |
3,347 |
+640 |
| Dec10 |
100507 |
98.990 |
98.990 |
98.965 |
98.965 |
-0.060 |
59 |
1,647 |
+52 |
| Total Volume and Open Interest |
880 |
16,736 |
+723 |
| Long Gilt(LIFFE) |
| Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
| Sep10 |
100507 |
116~25 |
116~25 |
115~17 |
115~17 |
-0~12 |
3 |
6 |
+3 |
| Total Volume and Open Interest |
119,469 |
289,287 |
+854 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100507 |
99.10 |
99.13 |
98.94 |
99.00 |
-0.15 |
91,425 |
304,877 |
-9,650 |
| Sep10 |
100507 |
99.00 |
99.03 |
98.78 |
98.82 |
-0.23 |
98,210 |
423,098 |
+2,007 |
| Dec10 |
100507 |
98.88 |
98.91 |
98.64 |
98.67 |
-0.24 |
101,374 |
402,635 |
+189 |
| Mar11 |
100507 |
98.70 |
98.76 |
98.45 |
98.53 |
-0.19 |
117,734 |
240,011 |
-7,215 |
| Jun11 |
100507 |
98.48 |
98.56 |
98.23 |
98.33 |
-0.15 |
115,378 |
302,647 |
-2,639 |
| Sep11 |
100507 |
98.21 |
98.30 |
98.01 |
98.10 |
-0.09 |
83,234 |
186,078 |
-10,449 |
| Total Volume and Open Interest |
777,880 |
2,354,392 |
-19,283 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100507 |
99.030 |
99.120 |
98.995 |
99.085 |
-0.020 |
349,586 |
941,316 |
-18,510 |
| Sep10 |
100507 |
98.980 |
99.025 |
98.925 |
98.975 |
-0.070 |
383,010 |
866,524 |
+10,835 |
| Dec10 |
100507 |
98.995 |
99.020 |
98.920 |
98.950 |
-0.075 |
343,496 |
529,103 |
-12,055 |
| Total Volume and Open Interest |
2,372,066 |
4,305,178 |
-19,576 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100507 |
95.17 |
95.26 |
95.10 |
95.25 |
+0.07 |
30,061 |
291,185 |
+1,475 |
| Sep10 |
100507 |
94.95 |
95.20 |
94.91 |
95.10 |
+0.15 |
36,705 |
221,681 |
+9,478 |
| Dec10 |
100507 |
94.79 |
95.07 |
94.75 |
94.95 |
+0.16 |
26,660 |
142,148 |
+11,854 |
| Mar11 |
100507 |
94.66 |
94.97 |
94.62 |
94.82 |
+0.16 |
11,384 |
57,185 |
+3,241 |
| Jun11 |
100507 |
94.48 |
94.81 |
94.48 |
94.68 |
+0.17 |
5,650 |
43,560 |
+535 |
| Sep11 |
100507 |
94.35 |
94.64 |
94.35 |
94.52 |
+0.16 |
4,556 |
27,567 |
+1,853 |
| Dec11 |
100507 |
94.51 |
94.54 |
94.35 |
94.41 |
+0.16 |
2,659 |
23,386 |
+487 |
| Mar12 |
100507 |
94.39 |
94.45 |
94.28 |
94.36 |
+0.16 |
1,802 |
11,840 |
+1,016 |
| Jun12 |
100507 |
94.36 |
94.38 |
94.29 |
94.34 |
+0.17 |
858 |
4,004 |
+833 |
| Sep12 |
100507 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.17 |
123 |
2,358 |
+102 |
| Total Volume and Open Interest |
121,207 |
825,988 |
+31,074 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100507 |
94.47 |
94.65 |
94.42 |
94.52 |
+0.06 |
57,692 |
429,704 |
+1,194 |
| Sep10 |
100507 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
57,692 |
429,704 |
+1,194 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100507 |
94.82 |
95.09 |
94.77 |
94.97 |
+0.27 |
161,931 |
756,454 |
+12,604 |
| Sep10 |
100507 |
94.97 |
94.97 |
94.97 |
94.97 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
217,749 |
829,192 |
+72,738 |
| Gold(CMX) |
| Jun10 |
100507 |
1208.4 |
1214.9 |
1193.0 |
1210.4 |
+13.1 |
180,541 |
339,508 |
-1,602 |
| Aug10 |
100507 |
1209.1 |
1216.1 |
1195.0 |
1212.2 |
+13.4 |
10,756 |
46,334 |
+1,267 |
| Oct10 |
100507 |
1212.0 |
1218.0 |
1198.7 |
1213.9 |
+13.6 |
1,005 |
22,412 |
-104 |
| Dec10 |
100507 |
1212.5 |
1220.0 |
1198.6 |
1215.8 |
+13.9 |
4,041 |
46,237 |
+1,426 |
| Feb11 |
100507 |
1210.9 |
1220.6 |
1203.0 |
1217.9 |
+14.0 |
173 |
17,711 |
-19 |
| Apr11 |
100507 |
1214.9 |
1222.1 |
1207.6 |
1220.1 |
+14.1 |
306 |
12,609 |
+250 |
| Jun11 |
100507 |
557.9 |
568.9 |
557.9 |
567.2 |
+14.1 |
315 |
7,703 |
-7 |
| Aug11 |
100507 |
1225.5 |
1225.5 |
1225.5 |
1225.5 |
+14.1 |
160 |
3,873 |
+60 |
| Oct11 |
100507 |
1228.8 |
1228.8 |
1228.8 |
1228.8 |
+14.1 |
0 |
6,374 |
+0 |
| Dec11 |
100507 |
1218.9 |
1233.0 |
1217.5 |
1232.3 |
+14.0 |
634 |
14,249 |
+147 |
| Feb12 |
100507 |
1236.1 |
1236.1 |
1236.1 |
1236.1 |
+13.8 |
0 |
3,625 |
+0 |
| Total Volume and Open Interest |
199,252 |
552,683 |
+1,067 |
| Silver(CMX) |
| May10 |
100507 |
1765.5 |
1861.5 |
1748.0 |
1842.9 |
+93.6 |
470 |
506 |
+9 |
| Jul10 |
100507 |
1758.5 |
1869.0 |
1747.5 |
1845.1 |
+93.6 |
61,742 |
77,581 |
-2,493 |
| Sep10 |
100507 |
1763.0 |
1870.0 |
1754.5 |
1848.2 |
+93.8 |
497 |
9,294 |
+81 |
| Dec10 |
100507 |
1771.5 |
1874.5 |
1758.0 |
1852.6 |
+94.2 |
641 |
15,220 |
-106 |
| Mar11 |
100507 |
1806.5 |
1872.0 |
1806.5 |
1856.6 |
+94.7 |
32 |
3,644 |
+19 |
| May11 |
100507 |
1859.3 |
1859.3 |
1859.3 |
1859.3 |
+94.9 |
2 |
2,145 |
-1 |
| Jul11 |
100507 |
1786.0 |
1863.5 |
1786.0 |
1861.9 |
+95.0 |
10 |
3,232 |
-70 |
| Total Volume and Open Interest |
63,811 |
120,913 |
-2,535 |
| Platinum(NYMEX) |
| Jul10 |
100507 |
1655.8 |
1670.3 |
1645.5 |
1665.8 |
-0.7 |
10,256 |
33,576 |
-1,295 |
| Oct10 |
100507 |
1669.6 |
1671.7 |
1655.5 |
1669.5 |
-0.7 |
32 |
1,204 |
+21 |
| Jan11 |
100507 |
1669.2 |
1670.9 |
1662.9 |
1670.9 |
-0.7 |
6 |
266 |
+5 |
| Apr11 |
100507 |
1670.9 |
1670.9 |
1670.9 |
1670.9 |
-0.7 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,294 |
35,051 |
-1,269 |
| Palladium(NYMEX) |
| Jun10 |
100507 |
505.05 |
523.80 |
495.20 |
510.20 |
-3.90 |
6,853 |
21,882 |
-131 |
| Sep10 |
100507 |
500.00 |
523.00 |
497.50 |
511.45 |
-3.90 |
168 |
1,537 |
+67 |
| Dec10 |
100507 |
507.15 |
516.50 |
501.40 |
512.60 |
-3.95 |
38 |
182 |
+10 |
| Total Volume and Open Interest |
7,066 |
23,628 |
-54 |
| Copper(CMX) |
| May10 |
100507 |
307.05 |
314.60 |
305.00 |
313.10 |
+2.75 |
988 |
2,264 |
-1,035 |
| Jul10 |
100507 |
307.75 |
317.90 |
306.20 |
314.45 |
+2.75 |
61,583 |
91,522 |
-1,938 |
| Sep10 |
100507 |
309.85 |
319.25 |
308.00 |
316.20 |
+2.70 |
3,739 |
16,133 |
-115 |
| Dec10 |
100507 |
312.80 |
320.10 |
309.95 |
317.90 |
+2.85 |
1,526 |
11,167 |
+41 |
| Mar11 |
100507 |
318.90 |
318.90 |
318.90 |
318.90 |
+3.05 |
492 |
3,172 |
+255 |
| Total Volume and Open Interest |
69,932 |
139,398 |
-2,920 |
| DJIA Index(CBOT) |
| Jun10 |
100507 |
10462 |
10540 |
10215 |
10335 |
-122 |
675 |
10,970 |
+34 |
| Sep10 |
100507 |
10420 |
10420 |
10281 |
10281 |
-118 |
1 |
14 |
+1 |
| Dec10 |
100507 |
10216 |
10338 |
10216 |
10216 |
-122 |
0 |
2 |
+0 |
| Mar11 |
100507 |
10161 |
10283 |
10161 |
10161 |
-122 |
|
|
|
| Total Volume and Open Interest |
676 |
10,986 |
+35 |
| S & P 500(CME) |
| Jun10 |
100507 |
1124.30 |
1136.50 |
1091.00 |
1107.00 |
-15.40 |
28,727 |
314,809 |
+1,824 |
| Sep10 |
100507 |
1125.00 |
1127.10 |
1088.10 |
1102.70 |
-15.40 |
1,045 |
9,412 |
+911 |
| Dec10 |
100507 |
1118.00 |
1122.90 |
1083.90 |
1098.60 |
-15.30 |
519 |
3,813 |
+343 |
| Mar11 |
100507 |
1094.70 |
1119.00 |
1080.00 |
1094.70 |
-15.30 |
75 |
375 |
-32 |
| Total Volume and Open Interest |
30,366 |
328,434 |
+3,046 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100507 |
1123.75 |
1135.50 |
1090.75 |
1107.00 |
-15.50 |
3,057,926 |
2,591,435 |
+53,726 |
| Sep10 |
100507 |
1119.75 |
1129.75 |
1086.75 |
1102.75 |
-15.25 |
4,160 |
26,557 |
+113 |
| Total Volume and Open Interest |
3,062,139 |
2,620,321 |
+53,706 |
| NASDAQ 100(CME) |
| Jun10 |
100507 |
1887.50 |
1907.30 |
1805.00 |
1848.50 |
-37.50 |
2,051 |
24,765 |
+2,860 |
| Sep10 |
100507 |
1847.00 |
1847.00 |
1840.00 |
1847.00 |
-37.50 |
5 |
163 |
+3 |
| Dec10 |
100507 |
1844.50 |
1844.50 |
1842.00 |
1844.50 |
-37.50 |
|
|
|
| Total Volume and Open Interest |
2,056 |
24,928 |
+2,863 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100507 |
1884.00 |
1909.30 |
1805.80 |
1848.50 |
-37.50 |
401,892 |
392,450 |
+21,031 |
| Sep10 |
100507 |
1886.50 |
1906.30 |
1805.00 |
1847.00 |
-37.50 |
365 |
1,710 |
-3 |
| Total Volume and Open Interest |
402,257 |
394,177 |
+21,028 |
| S & P Midcap 400(CME) |
| Jun10 |
100507 |
770.00 |
779.00 |
745.00 |
754.40 |
-19.50 |
23 |
1,793 |
-15 |
| Sep10 |
100507 |
752.30 |
752.30 |
751.70 |
752.30 |
-19.40 |
|
|
|
| Dec10 |
100507 |
750.30 |
750.30 |
749.70 |
750.30 |
-19.40 |
|
|
|
| Total Volume and Open Interest |
23 |
1,793 |
-15 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100507 |
10185 |
10420 |
10080 |
10185 |
-820 |
|
|
|
| Sep10 |
100507 |
10240 |
10250 |
10240 |
10240 |
-10 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
17,359 |
40,073 |
-3,348 |
| Nikkei 225(SGX) |
| Jun10 |
100507 |
10625 |
10690 |
10150 |
10395 |
-260 |
78,628 |
193,858 |
+193,858 |
| Sep10 |
100507 |
10380 |
10395 |
10325 |
10395 |
-260 |
0 |
854 |
+854 |
| Dec10 |
100507 |
10350 |
10350 |
10350 |
10350 |
-260 |
0 |
968 |
+968 |
| Total Volume and Open Interest |
79,178 |
197,941 |
+8,586 |
| CAC 40(EURONEXT) |
| May10 |
100507 |
3403.5 |
3507.0 |
3310.5 |
3360.0 |
-158.5 |
231,978 |
469,232 |
+10,344 |
| Jun10 |
100507 |
3368.0 |
3472.5 |
3281.0 |
3328.0 |
-159.0 |
1,137 |
59,789 |
-427 |
| Jul10 |
100507 |
3384.0 |
3391.5 |
3303.5 |
3324.0 |
-160.5 |
18 |
30 |
+13 |
| Total Volume and Open Interest |
233,293 |
530,584 |
+10,036 |
| Hang Seng Index(HKFE) |
| May10 |
100507 |
19437 |
19856 |
19434 |
19695 |
-329 |
77,141 |
73,328 |
+1,851 |
| Jun10 |
100507 |
19380 |
19830 |
19380 |
19670 |
-336 |
1,066 |
5,548 |
+486 |
| Total Volume and Open Interest |
78,400 |
80,013 |
+2,334 |
| DAX(EUREX) |
| Jun10 |
100507 |
5749.0 |
5908.5 |
5659.0 |
5722.0 |
-210.5 |
282,983 |
186,657 |
+10,199 |
| Sep10 |
100507 |
5760.0 |
5909.5 |
5684.0 |
5728.0 |
-211.0 |
651 |
10,350 |
+12 |
| Dec10 |
100507 |
5768.5 |
5920.0 |
5693.5 |
5737.5 |
-210.0 |
583 |
1,371 |
+135 |
| Total Volume and Open Interest |
284,217 |
198,378 |
+10,346 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100507 |
5111.00 |
5252.00 |
5020.00 |
5100.50 |
-163.00 |
189,163 |
680,485 |
+2,901 |
| Sep10 |
100507 |
5070.50 |
5181.00 |
5037.00 |
5060.00 |
-163.00 |
30 |
1,426 |
-1 |
| Dec10 |
100507 |
5060.00 |
5154.50 |
5012.00 |
5034.50 |
-163.00 |
240 |
2,935 |
-25 |
| Total Volume and Open Interest |
189,433 |
684,851 |
+2,875 |
| SPI 200(SFE) |
| Jun10 |
100507 |
4560.0 |
4595.0 |
4101.0 |
4474.0 |
-99.0 |
47,759 |
222,278 |
+7,735 |
| Sep10 |
100507 |
4550.0 |
4574.0 |
4345.0 |
4458.0 |
-102.0 |
227 |
2,905 |
+101 |
| Dec10 |
100507 |
4500.0 |
4537.0 |
4483.0 |
4483.0 |
-101.0 |
36 |
2,654 |
+36 |
| Total Volume and Open Interest |
48,282 |
228,734 |
+7,864 |
| GSCI(CME) |
| May10 |
100507 |
507.50 |
507.50 |
498.00 |
500.30 |
-4.20 |
782 |
19,514 |
-1 |
| Jun10 |
100507 |
510.50 |
519.00 |
508.00 |
510.50 |
-3.50 |
97 |
132 |
+48 |
| Jul10 |
100507 |
518.00 |
525.00 |
515.00 |
518.00 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
879 |
19,646 |
+47 |
| Reuters CCI(ICE) |
| Jun10 |
100507 |
262.20 |
262.20 |
262.20 |
262.20 |
+0.20 |
|
|
|
| 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. |
|
|