|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon May 10, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100510 |
954.25 |
960.25 |
951.00 |
952.75 |
+1.50 |
7,481 |
3,797 |
-707 |
| Jul10 |
100510 |
965.00 |
969.00 |
959.25 |
961.00 |
+1.00 |
113,409 |
241,142 |
+1,845 |
| Aug10 |
100510 |
959.75 |
965.25 |
956.00 |
957.75 |
+1.50 |
4,628 |
18,376 |
-970 |
| Sep10 |
100510 |
942.50 |
950.00 |
941.50 |
942.75 |
+1.00 |
1,628 |
12,290 |
+128 |
| Nov10 |
100510 |
938.00 |
942.00 |
933.25 |
934.75 |
+0.50 |
24,888 |
161,045 |
+1,814 |
| Jan11 |
100510 |
942.75 |
949.50 |
942.00 |
943.25 |
+0.75 |
642 |
10,427 |
-31 |
| Mar11 |
100510 |
956.00 |
956.00 |
947.75 |
948.75 |
+0.75 |
637 |
5,293 |
+72 |
| Total Volume and Open Interest |
155,073 |
473,165 |
+2,460 |
| Soybean Meal(CBOT) |
| May10 |
100510 |
277.70 |
280.20 |
276.40 |
278.20 |
+1.80 |
1,222 |
3,437 |
-741 |
| Jul10 |
100510 |
279.50 |
280.90 |
277.40 |
278.70 |
+0.30 |
40,773 |
105,209 |
+2,394 |
| Aug10 |
100510 |
275.90 |
277.70 |
274.30 |
275.50 |
-0.10 |
2,275 |
14,535 |
-66 |
| Sep10 |
100510 |
269.10 |
271.30 |
268.20 |
269.50 |
unch |
1,312 |
12,186 |
+407 |
| Oct10 |
100510 |
261.70 |
264.10 |
260.70 |
262.30 |
+0.40 |
892 |
8,080 |
-169 |
| Dec10 |
100510 |
263.60 |
263.60 |
259.80 |
261.50 |
+0.60 |
5,347 |
31,592 |
+382 |
| Jan11 |
100510 |
261.10 |
263.90 |
260.60 |
262.10 |
+0.50 |
41 |
4,422 |
+6 |
| Mar11 |
100510 |
262.10 |
265.10 |
261.90 |
263.30 |
+0.50 |
49 |
3,529 |
+42 |
| Total Volume and Open Interest |
51,921 |
187,280 |
+2,271 |
| Soybean Oil(CBOT) |
| May10 |
100510 |
38.44 |
38.45 |
38.07 |
38.10 |
-0.03 |
1,756 |
2,145 |
-418 |
| Jul10 |
100510 |
38.44 |
38.88 |
38.32 |
38.39 |
-0.05 |
45,859 |
167,911 |
+4,822 |
| Aug10 |
100510 |
38.66 |
39.05 |
38.53 |
38.59 |
-0.05 |
2,244 |
21,775 |
-227 |
| Sep10 |
100510 |
38.77 |
39.20 |
38.70 |
38.76 |
-0.04 |
1,930 |
14,442 |
-119 |
| Oct10 |
100510 |
38.97 |
39.37 |
38.83 |
38.90 |
-0.05 |
1,196 |
10,803 |
+86 |
| Dec10 |
100510 |
39.30 |
39.73 |
39.19 |
39.26 |
-0.06 |
6,012 |
60,636 |
+64 |
| Jan11 |
100510 |
39.64 |
39.93 |
39.47 |
39.52 |
-0.06 |
139 |
3,535 |
+49 |
| Mar11 |
100510 |
40.00 |
40.03 |
39.77 |
39.77 |
-0.06 |
171 |
1,826 |
-44 |
| Total Volume and Open Interest |
59,438 |
286,484 |
+4,204 |
| Canola(WCE) |
| May10 |
100510 |
386.0 |
386.0 |
382.2 |
382.2 |
-5.8 |
3 |
587 |
-3 |
| Jul10 |
100510 |
387.9 |
387.9 |
380.0 |
382.0 |
-6.0 |
9,450 |
89,925 |
+399 |
| Nov10 |
100510 |
388.0 |
389.5 |
382.5 |
384.4 |
-6.0 |
6,835 |
32,624 |
+1,543 |
| Jan11 |
100510 |
393.0 |
393.7 |
388.1 |
388.8 |
-5.7 |
374 |
2,600 |
+68 |
| Mar11 |
100510 |
396.8 |
396.8 |
392.0 |
392.3 |
-5.4 |
220 |
1,595 |
+104 |
| Total Volume and Open Interest |
17,155 |
128,835 |
+2,230 |
| Corn(CBOT) |
| May10 |
100510 |
363.75 |
369.75 |
361.50 |
363.00 |
-1.75 |
10,329 |
7,665 |
-2,038 |
| Jul10 |
100510 |
372.00 |
377.00 |
369.25 |
370.50 |
-1.50 |
204,340 |
517,726 |
-2,651 |
| Sep10 |
100510 |
378.25 |
384.00 |
376.50 |
377.75 |
-0.75 |
48,603 |
163,288 |
-294 |
| Dec10 |
100510 |
386.00 |
392.25 |
385.00 |
386.50 |
+0.50 |
84,632 |
341,656 |
+1,478 |
| Mar11 |
100510 |
399.00 |
405.00 |
397.50 |
399.25 |
+0.25 |
3,346 |
49,917 |
+667 |
| May11 |
100510 |
408.25 |
413.25 |
406.75 |
408.25 |
+0.25 |
917 |
9,521 |
+76 |
| Total Volume and Open Interest |
362,933 |
1,171,228 |
+2,111 |
| Wheat(CBOT) |
| May10 |
100510 |
498.00 |
503.00 |
481.50 |
482.50 |
-17.75 |
2,863 |
2,121 |
-698 |
| Jul10 |
100510 |
510.75 |
514.50 |
491.50 |
492.75 |
-17.75 |
54,094 |
249,915 |
+1,069 |
| Sep10 |
100510 |
525.00 |
530.50 |
508.75 |
509.50 |
-17.00 |
14,895 |
81,010 |
-235 |
| Dec10 |
100510 |
553.00 |
557.00 |
537.50 |
538.50 |
-14.50 |
15,561 |
74,135 |
+876 |
| Mar11 |
100510 |
580.00 |
583.75 |
565.00 |
566.00 |
-14.00 |
3,808 |
18,767 |
+1,365 |
| Total Volume and Open Interest |
95,053 |
461,119 |
+3,812 |
| Wheat(KCBT) |
| May10 |
100510 |
514.50 |
514.50 |
501.00 |
501.00 |
-11.50 |
26 |
47 |
-23 |
| Jul10 |
100510 |
521.00 |
525.00 |
506.75 |
508.00 |
-13.00 |
7,976 |
65,691 |
+26 |
| Sep10 |
100510 |
533.75 |
536.00 |
518.50 |
519.75 |
-12.75 |
1,163 |
17,388 |
+341 |
| Dec10 |
100510 |
550.00 |
554.00 |
536.00 |
537.50 |
-12.25 |
875 |
45,550 |
-190 |
| Mar11 |
100510 |
566.00 |
571.50 |
553.75 |
554.75 |
-12.25 |
290 |
10,720 |
+161 |
| Total Volume and Open Interest |
11,159 |
152,192 |
+717 |
| Wheat(MGE) |
| May10 |
100510 |
522.00 |
522.00 |
522.00 |
522.00 |
-7.50 |
10 |
23 |
-10 |
| Jul10 |
100510 |
541.00 |
543.00 |
525.75 |
528.00 |
-13.50 |
2,842 |
18,476 |
-248 |
| Sep10 |
100510 |
551.75 |
553.50 |
537.75 |
539.50 |
-13.00 |
507 |
8,193 |
+255 |
| Dec10 |
100510 |
570.00 |
571.00 |
555.50 |
556.50 |
-13.00 |
777 |
8,560 |
+311 |
| Mar11 |
100510 |
586.00 |
587.50 |
571.75 |
573.75 |
-12.50 |
229 |
2,004 |
+145 |
| Total Volume and Open Interest |
4,605 |
41,290 |
+618 |
| Oats(CBOT) |
| May10 |
100510 |
199.75 |
201.00 |
195.25 |
195.25 |
-5.75 |
18 |
31 |
-11 |
| Jul10 |
100510 |
207.50 |
210.00 |
200.25 |
200.25 |
-5.75 |
435 |
12,370 |
+60 |
| Sep10 |
100510 |
214.25 |
217.75 |
208.75 |
208.75 |
-5.75 |
9 |
1,274 |
+2 |
| Dec10 |
100510 |
226.00 |
231.25 |
221.00 |
221.00 |
-5.50 |
105 |
2,829 |
+39 |
| Total Volume and Open Interest |
567 |
16,568 |
+90 |
| Rough Rice(CBOT) |
| May10 |
100510 |
11.71 |
11.77 |
11.53 |
11.69 |
+0.15 |
135 |
217 |
-115 |
| Jul10 |
100510 |
11.76 |
11.97 |
11.76 |
11.90 |
+0.15 |
705 |
8,937 |
-171 |
| Sep10 |
100510 |
11.35 |
11.48 |
11.35 |
11.47 |
+0.13 |
239 |
3,364 |
+7 |
| Nov10 |
100510 |
11.54 |
11.66 |
11.52 |
11.62 |
+0.10 |
199 |
1,599 |
+17 |
| Total Volume and Open Interest |
1,330 |
15,373 |
-221 |
| Live Cattle(CME) |
| Jun10 |
100510 |
96.400 |
97.135 |
95.900 |
96.700 |
+0.800 |
32,993 |
139,312 |
-5,857 |
| Aug10 |
100510 |
94.450 |
95.500 |
94.180 |
95.080 |
+0.880 |
22,028 |
105,144 |
+4,254 |
| Oct10 |
100510 |
96.100 |
96.850 |
95.930 |
96.600 |
+0.465 |
9,841 |
62,101 |
+1,802 |
| Dec10 |
100510 |
97.200 |
98.000 |
97.150 |
97.980 |
+0.780 |
3,069 |
35,992 |
+317 |
| Feb11 |
100510 |
98.000 |
99.035 |
98.000 |
99.035 |
+0.785 |
621 |
17,889 |
+172 |
| Apr11 |
100510 |
98.385 |
99.150 |
98.150 |
99.080 |
+0.600 |
332 |
6,844 |
+50 |
| Total Volume and Open Interest |
68,925 |
370,184 |
+749 |
| Feeder Cattle(CME) |
| May10 |
100510 |
112.850 |
113.200 |
112.500 |
112.635 |
+0.205 |
1,110 |
8,364 |
-207 |
| Aug10 |
100510 |
115.200 |
116.385 |
115.200 |
115.930 |
+1.045 |
2,887 |
25,234 |
-507 |
| Sep10 |
100510 |
115.150 |
116.135 |
115.150 |
115.980 |
+0.880 |
311 |
5,383 |
+31 |
| Oct10 |
100510 |
114.700 |
115.700 |
114.700 |
115.250 |
+0.550 |
346 |
2,519 |
+52 |
| Nov10 |
100510 |
114.730 |
115.180 |
114.250 |
114.850 |
+0.550 |
81 |
1,285 |
-4 |
| Jan11 |
100510 |
112.500 |
112.800 |
111.800 |
112.750 |
+0.450 |
23 |
334 |
+12 |
| Mar11 |
100510 |
111.000 |
111.550 |
111.000 |
111.550 |
-0.050 |
2 |
40 |
+1 |
| Total Volume and Open Interest |
4,760 |
43,161 |
-622 |
| Lean Hogs(CME) |
| May10 |
100510 |
88.900 |
89.180 |
88.050 |
88.600 |
+0.100 |
1,250 |
4,751 |
-678 |
| Jun10 |
100510 |
85.600 |
86.000 |
84.700 |
85.850 |
+0.315 |
24,633 |
72,180 |
-3,238 |
| Jul10 |
100510 |
86.000 |
86.200 |
85.000 |
86.150 |
+0.115 |
8,900 |
36,834 |
+244 |
| Aug10 |
100510 |
86.330 |
86.450 |
85.480 |
85.750 |
-0.550 |
7,606 |
48,669 |
+2,834 |
| Oct10 |
100510 |
76.500 |
77.080 |
75.350 |
76.975 |
+0.325 |
2,394 |
31,830 |
+467 |
| Dec10 |
100510 |
72.930 |
73.430 |
71.750 |
73.330 |
+0.330 |
2,155 |
20,855 |
+157 |
| Feb11 |
100510 |
72.975 |
73.250 |
72.400 |
73.250 |
+0.050 |
157 |
5,746 |
+36 |
| Apr11 |
100510 |
73.700 |
74.300 |
73.300 |
74.300 |
+0.350 |
27 |
2,624 |
-2 |
| Total Volume and Open Interest |
47,145 |
224,392 |
-166 |
| Pork Bellies(CME) |
| May10 |
100510 |
102.700 |
102.800 |
102.000 |
102.700 |
unch |
0 |
51 |
+0 |
| Jul10 |
100510 |
101.500 |
101.500 |
100.900 |
101.500 |
+0.320 |
18 |
147 |
+3 |
| Aug10 |
100510 |
96.550 |
97.000 |
96.550 |
96.550 |
+0.050 |
0 |
22 |
+0 |
| Feb11 |
100510 |
100.500 |
101.500 |
98.550 |
100.500 |
+2.000 |
0 |
3 |
+0 |
| Mar11 |
100510 |
99.250 |
99.250 |
99.050 |
99.250 |
+0.250 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
18 |
224 |
+3 |
| Class III Milk(CME) |
| May10 |
100510 |
13.20 |
13.30 |
13.20 |
13.24 |
unch |
77 |
4,749 |
+9 |
| Jun10 |
100510 |
13.72 |
13.72 |
13.55 |
13.67 |
+0.03 |
316 |
4,727 |
+129 |
| Jul10 |
100510 |
14.37 |
14.45 |
14.26 |
14.37 |
unch |
514 |
3,589 |
+197 |
| Aug10 |
100510 |
15.15 |
15.22 |
15.05 |
15.10 |
-0.05 |
248 |
3,238 |
+110 |
| Sep10 |
100510 |
15.35 |
15.47 |
15.30 |
15.40 |
+0.05 |
124 |
3,035 |
+62 |
| Total Volume and Open Interest |
1,603 |
27,815 |
+678 |
| Cocoa(ICE) |
| May10 |
100510 |
3061 |
3061 |
3061 |
3061 |
+61 |
16 |
12 |
-16 |
| Jul10 |
100510 |
3050 |
3113 |
3050 |
3077 |
+61 |
10,558 |
62,180 |
+108 |
| Sep10 |
100510 |
3075 |
3133 |
3075 |
3098 |
+61 |
1,770 |
26,510 |
+57 |
| Dec10 |
100510 |
3113 |
3154 |
3103 |
3119 |
+61 |
550 |
15,827 |
+284 |
| Mar11 |
100510 |
3163 |
3163 |
3139 |
3141 |
+63 |
181 |
15,045 |
+168 |
| May11 |
100510 |
3151 |
3151 |
3151 |
3151 |
+65 |
17 |
6,385 |
+0 |
| Jul11 |
100510 |
3160 |
3160 |
3160 |
3160 |
+68 |
0 |
2,849 |
+0 |
| Total Volume and Open Interest |
13,256 |
134,013 |
+765 |
| Coffee "C"(ICE) |
| May10 |
100510 |
134.00 |
134.00 |
133.55 |
133.55 |
+0.55 |
97 |
232 |
+21 |
| Jul10 |
100510 |
134.50 |
134.85 |
133.00 |
134.15 |
+0.25 |
17,957 |
76,317 |
-1,072 |
| Sep10 |
100510 |
135.90 |
136.25 |
134.85 |
135.65 |
+0.30 |
2,564 |
26,121 |
+280 |
| Dec10 |
100510 |
137.55 |
137.75 |
136.40 |
137.25 |
+0.30 |
970 |
18,128 |
-89 |
| Mar11 |
100510 |
139.15 |
139.15 |
138.40 |
138.60 |
+0.20 |
322 |
7,624 |
+58 |
| May11 |
100510 |
139.35 |
139.35 |
139.35 |
139.35 |
+0.05 |
40 |
4,079 |
+30 |
| Total Volume and Open Interest |
21,976 |
135,417 |
-768 |
| Orange Juice(ICE) |
| May10 |
100510 |
136.00 |
138.00 |
136.00 |
137.05 |
+4.55 |
109 |
1,254 |
-66 |
| Jul10 |
100510 |
136.85 |
140.90 |
136.85 |
138.05 |
+2.05 |
841 |
19,189 |
+95 |
| Sep10 |
100510 |
138.50 |
141.25 |
138.50 |
139.60 |
+2.00 |
54 |
6,393 |
+19 |
| Nov10 |
100510 |
140.80 |
140.80 |
140.75 |
140.75 |
+1.95 |
5 |
1,347 |
+1 |
| Jan11 |
100510 |
141.45 |
141.45 |
141.45 |
141.45 |
+1.95 |
2 |
839 |
+0 |
| Mar11 |
100510 |
141.80 |
141.80 |
141.80 |
141.80 |
+1.95 |
3 |
169 |
+0 |
| Total Volume and Open Interest |
1,016 |
29,506 |
+49 |
| Sugar #11(ICE) |
| Jul10 |
100510 |
14.00 |
14.55 |
13.87 |
14.18 |
+0.43 |
45,891 |
292,064 |
-4,907 |
| Oct10 |
100510 |
14.70 |
15.15 |
14.52 |
14.82 |
+0.42 |
19,178 |
150,490 |
-1,063 |
| Mar11 |
100510 |
15.40 |
15.85 |
15.32 |
15.59 |
+0.38 |
8,604 |
77,707 |
+176 |
| May11 |
100510 |
15.19 |
15.55 |
15.16 |
15.41 |
+0.37 |
4,424 |
23,907 |
+365 |
| Jul11 |
100510 |
15.13 |
15.43 |
15.04 |
15.29 |
+0.35 |
3,633 |
25,921 |
+535 |
| Total Volume and Open Interest |
85,092 |
633,290 |
-3,890 |
| London Cocoa(LCE) |
| May10 |
100430 |
2360 |
2370 |
2355 |
2370 |
+6 |
2,691 |
40,097 |
-627 |
| Jul10 |
100510 |
2356 |
2374 |
2343 |
2353 |
+4 |
6,831 |
54,339 |
+809 |
| Sep10 |
100510 |
2312 |
2331 |
2305 |
2309 |
+1 |
2,515 |
28,253 |
+443 |
| Dec10 |
100510 |
2275 |
2292 |
2267 |
2273 |
+2 |
623 |
19,703 |
+43 |
| Mar11 |
100510 |
2254 |
2256 |
2237 |
2239 |
+1 |
242 |
20,102 |
+73 |
| May11 |
100510 |
2249 |
2255 |
2241 |
2241 |
+1 |
63 |
4,089 |
+5 |
| Jul11 |
100510 |
2246 |
2246 |
2246 |
2246 |
+2 |
117 |
865 |
+91 |
| Total Volume and Open Interest |
13,107 |
167,160 |
+2,136 |
| London Sugar(LCE) |
| Aug10 |
100510 |
445.20 |
458.30 |
444.00 |
448.00 |
+10.20 |
1,573 |
32,635 |
+156 |
| Oct10 |
100510 |
422.00 |
429.50 |
416.80 |
421.00 |
+10.20 |
515 |
12,886 |
+52 |
| Dec10 |
100510 |
417.60 |
417.70 |
410.80 |
414.00 |
+7.90 |
168 |
3,711 |
+66 |
| Mar11 |
100510 |
423.00 |
426.20 |
421.00 |
422.20 |
+8.60 |
134 |
2,491 |
+37 |
| May11 |
100510 |
426.60 |
427.20 |
423.00 |
424.70 |
+8.60 |
37 |
1,481 |
+18 |
| Total Volume and Open Interest |
2,427 |
53,609 |
+329 |
| Cotton(ICE) |
| Jul10 |
100510 |
81.25 |
82.16 |
81.01 |
81.04 |
+0.33 |
15,139 |
107,067 |
-1,554 |
| Oct10 |
100510 |
78.78 |
79.23 |
78.65 |
79.14 |
+0.84 |
131 |
2,172 |
+88 |
| Dec10 |
100510 |
76.11 |
76.67 |
76.06 |
76.40 |
+0.73 |
4,097 |
57,371 |
-1,021 |
| Mar11 |
100510 |
77.36 |
77.70 |
77.24 |
77.46 |
+0.69 |
371 |
6,485 |
+15 |
| May11 |
100510 |
77.61 |
77.61 |
77.61 |
77.61 |
+0.64 |
0 |
188 |
+0 |
| Jul11 |
100510 |
77.71 |
77.71 |
77.62 |
77.62 |
+0.65 |
0 |
2,887 |
+0 |
| Total Volume and Open Interest |
19,738 |
177,458 |
-2,485 |
| Lumber(CME) |
| May10 |
100510 |
281.5 |
282.5 |
277.2 |
279.6 |
+7.0 |
687 |
923 |
-154 |
| Jul10 |
100510 |
277.0 |
287.0 |
277.0 |
279.5 |
+2.5 |
916 |
5,919 |
-141 |
| Sep10 |
100510 |
286.2 |
292.0 |
285.2 |
289.0 |
+4.5 |
270 |
2,440 |
+51 |
| Nov10 |
100510 |
277.9 |
279.7 |
272.8 |
276.0 |
+1.4 |
27 |
669 |
+8 |
| Total Volume and Open Interest |
1,905 |
9,964 |
-236 |
| Crude Oil(NYM) |
| Jun10 |
100510 |
76.11 |
78.51 |
75.80 |
76.80 |
+1.69 |
605,011 |
331,817 |
-1,879 |
| Jul10 |
100510 |
79.34 |
82.08 |
79.21 |
80.52 |
+2.01 |
217,466 |
233,630 |
+13,274 |
| Aug10 |
100510 |
81.40 |
83.67 |
81.00 |
82.17 |
+1.95 |
77,890 |
97,524 |
-806 |
| Sep10 |
100510 |
82.20 |
84.55 |
81.98 |
83.17 |
+1.95 |
49,521 |
94,271 |
+6,752 |
| Oct10 |
100510 |
82.96 |
85.17 |
82.75 |
83.92 |
+1.94 |
25,212 |
42,529 |
+5,305 |
| Nov10 |
100510 |
83.55 |
85.76 |
83.40 |
84.55 |
+1.94 |
24,439 |
32,721 |
+3,964 |
| Dec10 |
100510 |
84.22 |
86.28 |
83.80 |
85.06 |
+1.95 |
83,449 |
207,215 |
+3,554 |
| Jan11 |
100510 |
84.28 |
86.66 |
84.28 |
85.41 |
+1.94 |
8,111 |
34,293 |
+2,073 |
| Feb11 |
100510 |
86.88 |
86.92 |
85.01 |
85.73 |
+1.92 |
4,757 |
14,708 |
+748 |
| Mar11 |
100510 |
86.49 |
86.72 |
85.10 |
86.03 |
+1.91 |
5,951 |
16,579 |
+356 |
| Apr11 |
100510 |
85.75 |
86.61 |
85.40 |
86.32 |
+1.89 |
2,612 |
12,410 |
-234 |
| May11 |
100510 |
85.97 |
86.89 |
85.68 |
86.59 |
+1.88 |
1,785 |
6,747 |
+252 |
| Jun11 |
100510 |
87.85 |
87.95 |
85.94 |
86.84 |
+1.87 |
5,066 |
40,845 |
+207 |
| Jul11 |
100510 |
87.05 |
87.05 |
87.05 |
87.05 |
+1.84 |
229 |
5,745 |
+68 |
| Aug11 |
100510 |
87.24 |
87.24 |
87.24 |
87.24 |
+1.81 |
88 |
4,136 |
+5 |
| Sep11 |
100510 |
87.45 |
87.45 |
87.45 |
87.45 |
+1.78 |
73 |
7,268 |
-6 |
| Total Volume and Open Interest |
1,160,368 |
1,483,173 |
+39,492 |
| 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 |
100510 |
79.500 |
82.075 |
79.225 |
80.525 |
+2.025 |
2,357 |
2,320 |
+339 |
| Aug10 |
100510 |
81.000 |
83.625 |
81.000 |
82.175 |
+1.950 |
289 |
363 |
-109 |
| Sep10 |
100510 |
84.100 |
84.375 |
82.275 |
83.175 |
+1.950 |
4 |
153 |
+4 |
| Oct10 |
100510 |
83.925 |
85.175 |
83.000 |
83.925 |
+1.950 |
5 |
11 |
+0 |
| Nov10 |
100510 |
84.550 |
85.800 |
83.625 |
84.550 |
+1.950 |
5 |
1 |
+0 |
| Dec10 |
100510 |
85.000 |
85.050 |
85.000 |
85.050 |
+1.950 |
10 |
74 |
+2 |
| Jan11 |
100510 |
85.400 |
86.550 |
84.550 |
85.400 |
+1.925 |
1 |
1 |
+1 |
| Feb11 |
100510 |
85.725 |
86.850 |
84.875 |
85.725 |
+1.925 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
23,730 |
9,058 |
+280 |
| Heating Oil(NYM) |
| Jun10 |
100510 |
208.51 |
216.48 |
208.51 |
212.02 |
+4.07 |
69,375 |
86,310 |
-6,870 |
| Jul10 |
100510 |
212.30 |
218.54 |
211.89 |
214.14 |
+4.16 |
28,946 |
46,275 |
+1,712 |
| Aug10 |
100510 |
218.28 |
220.68 |
214.97 |
216.57 |
+4.24 |
17,371 |
27,826 |
+535 |
| Sep10 |
100510 |
217.85 |
223.22 |
217.30 |
219.24 |
+4.27 |
12,322 |
23,921 |
+331 |
| Oct10 |
100510 |
225.18 |
225.82 |
220.37 |
221.97 |
+4.34 |
4,316 |
15,296 |
+66 |
| Nov10 |
100510 |
226.30 |
227.08 |
223.12 |
224.78 |
+4.33 |
3,205 |
10,775 |
+7 |
| Dec10 |
100510 |
226.51 |
231.25 |
225.90 |
227.58 |
+4.30 |
16,744 |
35,924 |
+355 |
| Jan11 |
100510 |
233.24 |
233.46 |
228.81 |
230.51 |
+4.25 |
4,490 |
15,501 |
+32 |
| Feb11 |
100510 |
233.70 |
235.20 |
230.99 |
232.55 |
+4.26 |
2,623 |
6,618 |
+992 |
| Mar11 |
100510 |
234.70 |
236.11 |
231.95 |
233.48 |
+4.26 |
1,617 |
5,667 |
-214 |
| Apr11 |
100510 |
236.21 |
236.21 |
233.37 |
233.48 |
+4.26 |
919 |
2,944 |
+107 |
| May11 |
100510 |
236.23 |
236.25 |
232.90 |
233.60 |
+4.24 |
635 |
2,114 |
+10 |
| Total Volume and Open Interest |
170,266 |
308,196 |
-597 |
| Gasoline(NYMEX) |
| Jun10 |
100510 |
213.41 |
220.00 |
213.41 |
217.26 |
+4.75 |
69,278 |
92,115 |
-4,250 |
| Jul10 |
100510 |
215.50 |
220.99 |
214.49 |
218.13 |
+4.65 |
32,333 |
61,086 |
-109 |
| Aug10 |
100510 |
219.59 |
221.75 |
217.01 |
218.75 |
+4.48 |
17,529 |
34,462 |
+511 |
| Sep10 |
100510 |
219.00 |
221.94 |
217.07 |
218.83 |
+4.34 |
17,264 |
40,426 |
+1,425 |
| Oct10 |
100510 |
208.75 |
212.07 |
207.44 |
209.23 |
+4.11 |
7,867 |
21,822 |
+135 |
| Nov10 |
100510 |
208.46 |
210.01 |
207.21 |
209.07 |
+4.11 |
5,614 |
15,652 |
+208 |
| Dec10 |
100510 |
211.95 |
213.22 |
208.10 |
209.95 |
+4.13 |
9,954 |
11,748 |
-771 |
| Jan11 |
100510 |
210.09 |
212.47 |
210.04 |
211.83 |
+4.12 |
1,295 |
6,088 |
-577 |
| Feb11 |
100510 |
214.01 |
216.76 |
210.57 |
214.01 |
+4.14 |
322 |
1,782 |
+36 |
| Mar11 |
100510 |
216.37 |
218.68 |
212.44 |
216.37 |
+4.10 |
114 |
1,132 |
+18 |
| Total Volume and Open Interest |
162,153 |
298,363 |
-3,293 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100510 |
217.30 |
217.30 |
217.26 |
217.30 |
+4.80 |
11 |
8 |
-9 |
| Jul10 |
100510 |
218.10 |
218.13 |
218.10 |
218.10 |
+4.60 |
0 |
1 |
+0 |
| Aug10 |
100510 |
218.80 |
218.80 |
218.75 |
218.80 |
+4.50 |
1 |
2 |
+0 |
| Sep10 |
100510 |
218.80 |
218.83 |
218.80 |
218.80 |
+4.30 |
|
|
|
| Total Volume and Open Interest |
12 |
18 |
-9 |
| Natural Gas(NYM) |
| Jun10 |
100510 |
4.015 |
4.235 |
4.006 |
4.170 |
+0.155 |
102,828 |
159,701 |
-5,924 |
| Jul10 |
100510 |
4.131 |
4.335 |
4.116 |
4.271 |
+0.147 |
32,046 |
158,660 |
+1,448 |
| Aug10 |
100510 |
4.230 |
4.420 |
4.226 |
4.357 |
+0.136 |
21,261 |
63,339 |
+3,253 |
| Sep10 |
100510 |
4.325 |
4.492 |
4.302 |
4.430 |
+0.132 |
18,488 |
59,914 |
+6,181 |
| Oct10 |
100510 |
4.446 |
4.610 |
4.444 |
4.552 |
+0.127 |
18,919 |
72,348 |
+413 |
| Nov10 |
100510 |
4.899 |
5.028 |
4.894 |
4.988 |
+0.134 |
5,528 |
15,924 |
-75 |
| Dec10 |
100510 |
5.333 |
5.479 |
5.326 |
5.443 |
+0.135 |
4,845 |
33,252 |
+443 |
| Jan11 |
100510 |
5.564 |
5.691 |
5.552 |
5.658 |
+0.133 |
11,401 |
47,525 |
+334 |
| Feb11 |
100510 |
5.535 |
5.646 |
5.535 |
5.622 |
+0.130 |
1,012 |
17,456 |
+72 |
| Mar11 |
100510 |
5.455 |
5.566 |
5.454 |
5.533 |
+0.118 |
3,240 |
41,915 |
+4 |
| Apr11 |
100510 |
5.350 |
5.401 |
5.325 |
5.375 |
+0.108 |
4,788 |
37,668 |
-298 |
| May11 |
100510 |
5.366 |
5.415 |
5.355 |
5.400 |
+0.108 |
1,019 |
20,584 |
+330 |
| Jun11 |
100510 |
5.370 |
5.477 |
5.370 |
5.452 |
+0.106 |
882 |
6,660 |
+47 |
| Jul11 |
100510 |
5.477 |
5.529 |
5.475 |
5.519 |
+0.105 |
650 |
4,764 |
+11 |
| Aug11 |
100510 |
5.540 |
5.586 |
5.527 |
5.574 |
+0.105 |
145 |
5,182 |
-3 |
| Sep11 |
100510 |
5.570 |
5.611 |
5.570 |
5.606 |
+0.104 |
148 |
4,901 |
+10 |
| Total Volume and Open Interest |
229,874 |
866,108 |
+5,837 |
| Brent Crude Oil(ICE) |
| Jun10 |
100510 |
78.90 |
81.76 |
78.89 |
80.12 |
+1.85 |
222,496 |
147,922 |
-16,375 |
| Jul10 |
100510 |
79.44 |
82.83 |
79.44 |
81.23 |
+1.89 |
149,194 |
179,058 |
+925 |
| Aug10 |
100510 |
81.00 |
83.74 |
81.00 |
82.19 |
+1.89 |
56,699 |
77,503 |
+3,072 |
| Sep10 |
100510 |
82.12 |
84.40 |
82.12 |
83.04 |
+1.92 |
23,996 |
52,506 |
-1,193 |
| Oct10 |
100510 |
83.84 |
85.03 |
82.99 |
83.76 |
+1.95 |
12,381 |
23,568 |
-677 |
| Nov10 |
100510 |
84.44 |
85.60 |
83.56 |
84.40 |
+1.98 |
9,506 |
18,905 |
-559 |
| Dec10 |
100510 |
84.60 |
86.25 |
84.04 |
84.98 |
+2.00 |
35,263 |
98,320 |
+1,492 |
| Jan11 |
100510 |
85.82 |
86.27 |
85.13 |
85.44 |
+2.01 |
4,308 |
19,547 |
-115 |
| Feb11 |
100510 |
85.31 |
85.86 |
85.30 |
85.86 |
+2.00 |
1,741 |
10,162 |
+358 |
| Mar11 |
100510 |
86.26 |
86.26 |
86.26 |
86.26 |
+2.00 |
1,351 |
7,352 |
-102 |
| Apr11 |
100510 |
86.63 |
86.63 |
86.63 |
86.63 |
+1.99 |
737 |
4,601 |
-73 |
| May11 |
100510 |
86.95 |
86.95 |
86.95 |
86.95 |
+1.94 |
349 |
4,338 |
-77 |
| Jun11 |
100510 |
87.11 |
88.32 |
86.63 |
87.24 |
+1.89 |
2,784 |
18,069 |
-40 |
| Jul11 |
100510 |
87.51 |
87.51 |
87.51 |
87.51 |
+1.86 |
11 |
3,122 |
-5 |
| Total Volume and Open Interest |
533,607 |
762,091 |
-13,087 |
| Gas Oil(ICE) |
| May10 |
100510 |
661.25 |
685.50 |
661.25 |
671.75 |
+14.00 |
37,668 |
43,108 |
-7,872 |
| Jun10 |
100510 |
660.00 |
689.50 |
660.00 |
675.75 |
+14.00 |
87,610 |
117,479 |
-2,735 |
| Jul10 |
100510 |
674.25 |
694.50 |
673.75 |
681.00 |
+13.75 |
27,771 |
56,652 |
+1,871 |
| Aug10 |
100510 |
689.25 |
700.25 |
682.50 |
687.25 |
+13.75 |
11,717 |
32,767 |
-402 |
| Sep10 |
100510 |
694.50 |
706.25 |
689.75 |
693.50 |
+13.75 |
9,661 |
35,106 |
+448 |
| Oct10 |
100510 |
709.75 |
710.75 |
696.75 |
699.50 |
+14.00 |
5,475 |
27,913 |
+618 |
| Nov10 |
100510 |
708.75 |
717.50 |
703.75 |
705.00 |
+14.00 |
3,660 |
21,835 |
+88 |
| Dec10 |
100510 |
708.50 |
722.75 |
705.00 |
710.25 |
+13.75 |
23,682 |
92,514 |
-1,674 |
| Jan11 |
100510 |
727.50 |
728.00 |
714.75 |
716.00 |
+13.50 |
7,317 |
25,099 |
-1,113 |
| Feb11 |
100510 |
732.50 |
733.25 |
720.00 |
720.75 |
+13.50 |
4,846 |
12,604 |
-699 |
| Total Volume and Open Interest |
231,707 |
548,537 |
-8,892 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100510 |
1.630 |
1.634 |
1.625 |
1.627 |
unch |
241 |
1,041 |
-127 |
| Jul10 |
100510 |
1.645 |
1.645 |
1.638 |
1.641 |
-0.003 |
67 |
1,308 |
-29 |
| Aug10 |
100510 |
1.640 |
1.649 |
1.640 |
1.641 |
-0.002 |
50 |
722 |
-13 |
| Sep10 |
100510 |
1.647 |
1.647 |
1.643 |
1.643 |
-0.004 |
22 |
772 |
+15 |
| Oct10 |
100510 |
1.644 |
1.644 |
1.644 |
1.644 |
-0.004 |
44 |
805 |
+24 |
| Nov10 |
100510 |
1.645 |
1.645 |
1.645 |
1.645 |
-0.004 |
10 |
736 |
+4 |
| Dec10 |
100510 |
1.665 |
1.665 |
1.660 |
1.660 |
+0.002 |
32 |
1,372 |
-6 |
| Total Volume and Open Interest |
569 |
8,598 |
-51 |
| US Dollar Index(ICE) |
| Jun10 |
100510 |
83.900 |
84.540 |
83.070 |
84.335 |
-0.325 |
68,343 |
43,600 |
-1,831 |
| Sep10 |
100510 |
84.275 |
84.895 |
83.405 |
84.685 |
-0.315 |
138 |
2,288 |
-26 |
| Dec10 |
100510 |
84.945 |
84.945 |
84.945 |
84.945 |
-0.305 |
10 |
15 |
+8 |
| Total Volume and Open Interest |
68,491 |
45,903 |
-1,849 |
| Australian Dollar(CME) |
| Jun10 |
100510 |
89.55 |
90.42 |
88.44 |
89.78 |
+1.34 |
268,773 |
133,987 |
+1,237 |
| Sep10 |
100510 |
88.30 |
89.43 |
87.54 |
88.83 |
+1.29 |
1,200 |
645 |
-50 |
| Dec10 |
100510 |
87.90 |
87.90 |
86.66 |
87.90 |
+1.24 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
269,973 |
134,650 |
+1,187 |
| British Pound(CME) |
| Jun10 |
100510 |
148.29 |
150.54 |
147.58 |
148.77 |
+0.69 |
245,381 |
139,200 |
+7,634 |
| Sep10 |
100510 |
148.03 |
150.47 |
147.63 |
148.74 |
+0.65 |
2,041 |
2,389 |
+335 |
| Dec10 |
100510 |
148.93 |
150.18 |
148.10 |
148.71 |
+0.61 |
20 |
28 |
-6 |
| Total Volume and Open Interest |
247,442 |
141,618 |
+7,963 |
| Canadian Dollar(CME) |
| Jun10 |
100510 |
96.87 |
97.95 |
95.91 |
97.60 |
+1.69 |
220,783 |
131,367 |
+4,553 |
| Sep10 |
100510 |
96.57 |
97.88 |
95.91 |
97.55 |
+1.64 |
1,699 |
4,750 |
+403 |
| Dec10 |
100510 |
96.96 |
97.77 |
95.85 |
97.42 |
+1.57 |
137 |
1,297 |
+83 |
| Mar11 |
100510 |
97.17 |
97.49 |
95.71 |
97.23 |
+1.52 |
6 |
274 |
+0 |
| Total Volume and Open Interest |
222,644 |
137,771 |
+5,040 |
| Japanese Yen(CME) |
| Jun10 |
100510 |
108.00 |
109.16 |
106.94 |
107.38 |
-2.03 |
372,501 |
144,644 |
+131 |
| Sep10 |
100510 |
109.11 |
109.59 |
107.07 |
107.49 |
-2.10 |
4,059 |
2,154 |
+567 |
| Dec10 |
100510 |
107.80 |
109.81 |
107.59 |
107.66 |
-2.15 |
16 |
101 |
+8 |
| Total Volume and Open Interest |
376,576 |
146,900 |
+706 |
| Swiss Franc(CME) |
| Jun10 |
100510 |
90.99 |
91.62 |
90.01 |
90.23 |
-0.07 |
104,597 |
52,728 |
-107 |
| Sep10 |
100510 |
90.96 |
91.77 |
90.19 |
90.40 |
-0.15 |
744 |
854 |
+72 |
| Dec10 |
100510 |
91.52 |
91.74 |
90.62 |
90.62 |
-0.18 |
21 |
15 |
+5 |
| Total Volume and Open Interest |
105,362 |
53,597 |
-30 |
| EuroFX(CME) |
| Jun10 |
100510 |
129.22 |
130.97 |
127.58 |
128.02 |
+0.62 |
828,859 |
282,735 |
+10,274 |
| Sep10 |
100510 |
129.27 |
131.01 |
127.48 |
128.06 |
+0.58 |
4,910 |
6,081 |
+818 |
| Dec10 |
100510 |
130.00 |
131.12 |
127.56 |
128.11 |
+0.55 |
33 |
113 |
+4 |
| Total Volume and Open Interest |
833,803 |
288,985 |
+11,097 |
| Mexican Peso(CME) |
| May10 |
100510 |
801.0 |
801.0 |
776.0 |
801.0 |
+25.0 |
0 |
17 |
+0 |
| Jun10 |
100510 |
781.0 |
799.8 |
777.8 |
798.2 |
+25.0 |
94,387 |
110,950 |
-2,396 |
| Total Volume and Open Interest |
94,442 |
111,575 |
-2,367 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100510 |
120~110 |
120~280 |
120~110 |
120~270 |
-1~050 |
|
|
|
| Sep10 |
100510 |
121~000 |
121~160 |
119~160 |
120~050 |
-1~070 |
14,013 |
14,790 |
+7,059 |
| Dec10 |
100510 |
117~230 |
119~270 |
117~230 |
118~200 |
-1~070 |
6 |
14 |
-5 |
| Total Volume and Open Interest |
696,417 |
734,334 |
+15,491 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100510 |
119~100 |
119~100 |
118~120 |
118~300 |
-0~240 |
2,071,540 |
1,734,329 |
+59,592 |
| Sep10 |
100510 |
118~085 |
118~085 |
117~055 |
117~245 |
-0~250 |
12,816 |
29,657 |
+5,009 |
| Dec10 |
100510 |
116~105 |
117~035 |
116~010 |
116~105 |
-0~250 |
13 |
34 |
+5 |
| Total Volume and Open Interest |
2,084,369 |
1,764,021 |
+64,606 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100507 |
116~121 |
117~055 |
116~033 |
116~115 |
unch |
729,078 |
998,829 |
+5,879 |
| Sep10 |
100510 |
115~066 |
115~125 |
115~005 |
115~083 |
-0~042 |
4,967 |
11,984 |
+1,827 |
| Dec10 |
100510 |
114~074 |
114~116 |
114~074 |
114~074 |
-0~042 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
951,784 |
1,024,786 |
+15,798 |
| 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 |
100510 |
108~055 |
108~075 |
108~040 |
108~072 |
-0~010 |
5,171 |
21,834 |
+2,869 |
| Dec10 |
100510 |
108~011 |
108~023 |
108~011 |
108~011 |
-0~012 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
515,014 |
1,066,208 |
-24,578 |
| Eurodollars(CME) |
| Jun10 |
100510 |
99.375 |
99.535 |
99.360 |
99.490 |
+0.140 |
818,937 |
1,197,694 |
-28,053 |
| Sep10 |
100510 |
99.270 |
99.410 |
99.265 |
99.365 |
+0.115 |
659,014 |
1,134,067 |
-5,160 |
| Dec10 |
100510 |
99.115 |
99.225 |
99.080 |
99.200 |
+0.095 |
581,111 |
1,062,105 |
-23,945 |
| Mar11 |
100510 |
98.885 |
98.980 |
98.840 |
98.970 |
+0.060 |
503,762 |
741,338 |
+1,625 |
| Jun11 |
100510 |
98.635 |
98.720 |
98.575 |
98.710 |
+0.030 |
542,739 |
875,534 |
+24,589 |
| Sep11 |
100510 |
98.405 |
98.460 |
98.310 |
98.445 |
unch |
425,021 |
685,886 |
-4,355 |
| Dec11 |
100510 |
98.145 |
98.185 |
98.020 |
98.165 |
-0.025 |
380,232 |
549,457 |
-3,324 |
| Mar12 |
100510 |
97.940 |
97.940 |
97.770 |
97.905 |
-0.050 |
285,419 |
354,155 |
-5,890 |
| Jun12 |
100510 |
97.605 |
97.650 |
97.495 |
97.620 |
-0.075 |
178,718 |
248,556 |
+7,118 |
| Sep12 |
100510 |
97.350 |
97.380 |
97.230 |
97.335 |
-0.100 |
123,559 |
192,057 |
-1,429 |
| Dec12 |
100510 |
97.105 |
97.115 |
96.960 |
97.055 |
-0.115 |
86,535 |
153,827 |
-984 |
| Mar13 |
100510 |
96.895 |
96.895 |
96.735 |
96.825 |
-0.120 |
64,657 |
131,524 |
-1,196 |
| Jun13 |
100510 |
96.635 |
96.665 |
96.520 |
96.590 |
-0.125 |
31,417 |
82,020 |
+310 |
| Sep13 |
100510 |
96.455 |
96.455 |
96.300 |
96.375 |
-0.130 |
30,960 |
82,363 |
+941 |
| Dec13 |
100510 |
96.165 |
96.195 |
96.085 |
96.155 |
-0.130 |
18,872 |
43,502 |
+600 |
| Mar14 |
100510 |
96.050 |
96.060 |
95.920 |
95.980 |
-0.135 |
16,380 |
39,686 |
-213 |
| Jun14 |
100510 |
95.835 |
95.855 |
95.745 |
95.810 |
-0.135 |
10,806 |
37,211 |
-22 |
| Sep14 |
100510 |
95.670 |
95.710 |
95.600 |
95.660 |
-0.135 |
10,064 |
26,913 |
-171 |
| Total Volume and Open Interest |
4,816,659 |
7,857,673 |
-36,246 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100510 |
99.780 |
99.790 |
99.780 |
99.787 |
+0.015 |
13,102 |
71,859 |
-3,566 |
| Jun10 |
100510 |
99.770 |
99.785 |
99.770 |
99.775 |
+0.005 |
25,609 |
82,493 |
-4,716 |
| Jul10 |
100510 |
99.740 |
99.765 |
99.740 |
99.760 |
+0.015 |
18,731 |
68,017 |
+497 |
| Aug10 |
100510 |
99.715 |
99.750 |
99.715 |
99.740 |
+0.010 |
30,625 |
85,221 |
+7,488 |
| Sep10 |
100510 |
99.720 |
99.730 |
99.705 |
99.720 |
+0.005 |
22,534 |
49,540 |
+1,917 |
| Oct10 |
100510 |
99.680 |
99.705 |
99.670 |
99.690 |
+0.005 |
23,242 |
73,368 |
+936 |
| Total Volume and Open Interest |
188,749 |
654,272 |
+9,155 |
| 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 |
100510 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
300 |
2,628 |
+300 |
| Sep10 |
100510 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
1,031 |
+0 |
| Dec10 |
100510 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
342 |
+0 |
| Mar11 |
100510 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
0 |
167 |
+0 |
| Jun11 |
100510 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
| Sep11 |
100510 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
| Dec11 |
100510 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
| Mar12 |
100510 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
| Jun12 |
100510 |
99.550 |
99.550 |
99.550 |
99.550 |
unch |
|
|
|
| Sep12 |
100510 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
| Total Volume and Open Interest |
300 |
4,168 |
+300 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100510 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
300 |
5,243 |
-113 |
| Sep10 |
100510 |
99.64 |
99.65 |
99.64 |
99.65 |
unch |
431 |
2,800 |
-167 |
| Dec10 |
100510 |
99.64 |
99.65 |
99.64 |
99.65 |
unch |
42 |
1,861 |
+446 |
| Mar11 |
100510 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
39 |
1,713 |
+3 |
| Jun11 |
100510 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
106 |
+0 |
| Sep11 |
100510 |
99.60 |
99.61 |
99.60 |
99.61 |
unch |
0 |
51 |
+0 |
| Dec11 |
100510 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
102 |
+0 |
| Mar12 |
100510 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
812 |
13,247 |
+169 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100510 |
139.79 |
139.80 |
139.52 |
139.62 |
-0.28 |
6,850 |
20,261 |
+0 |
| Sep10 |
100510 |
139.17 |
139.17 |
139.17 |
139.17 |
-0.28 |
1 |
3 |
+1 |
| Dec10 |
100510 |
137.08 |
137.08 |
137.08 |
137.08 |
-0.28 |
|
|
|
| Total Volume and Open Interest |
6,851 |
19,549 |
-714 |
| Euro-Bund(EUREX) |
| Jun10 |
100510 |
125.81 |
125.87 |
124.94 |
125.49 |
-1.48 |
1,620,821 |
1,069,613 |
+13,455 |
| Sep10 |
100510 |
125.30 |
125.30 |
124.37 |
124.83 |
-1.64 |
3,007 |
12,113 |
+2,308 |
| Dec10 |
100510 |
123.49 |
123.49 |
123.49 |
123.49 |
-1.48 |
53 |
3 |
+1 |
| Total Volume and Open Interest |
1,623,881 |
1,081,729 |
+15,764 |
| Euro-Bobl(EUREX) |
| Jun10 |
100507 |
119.87 |
120.08 |
119.37 |
119.70 |
-0.53 |
995,180 |
809,283 |
-9,292 |
| Sep10 |
100510 |
118.67 |
118.76 |
118.20 |
118.72 |
-0.73 |
1,498 |
15,574 |
+3 |
| Dec10 |
100510 |
118.51 |
118.51 |
118.51 |
118.51 |
-0.65 |
|
|
|
| Total Volume and Open Interest |
979,897 |
825,502 |
+648 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100510 |
99.200 |
99.245 |
99.200 |
99.240 |
+0.140 |
1,164 |
6,140 |
-123 |
| Sep10 |
100510 |
99.100 |
99.160 |
99.095 |
99.140 |
+0.145 |
712 |
2,965 |
-382 |
| Dec10 |
100510 |
99.040 |
99.065 |
99.040 |
99.065 |
+0.100 |
9 |
1,647 |
+0 |
| Total Volume and Open Interest |
2,056 |
16,228 |
-508 |
| Long Gilt(LIFFE) |
| Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
| Sep10 |
100510 |
114~08 |
114~26 |
114~08 |
114~26 |
-0~23 |
10 |
16 |
+10 |
| Total Volume and Open Interest |
127,012 |
294,225 |
+4,938 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100510 |
99.13 |
99.21 |
99.11 |
99.17 |
+0.17 |
104,657 |
332,845 |
+27,968 |
| Sep10 |
100510 |
99.02 |
99.10 |
98.96 |
99.06 |
+0.24 |
109,390 |
404,174 |
-18,924 |
| Dec10 |
100510 |
98.77 |
98.90 |
98.76 |
98.86 |
+0.19 |
104,626 |
406,462 |
+3,827 |
| Mar11 |
100510 |
98.53 |
98.69 |
98.52 |
98.63 |
+0.10 |
99,809 |
226,307 |
-13,704 |
| Jun11 |
100510 |
98.30 |
98.47 |
98.21 |
98.37 |
+0.04 |
104,920 |
303,088 |
+441 |
| Sep11 |
100510 |
98.04 |
98.20 |
97.91 |
98.10 |
unch |
69,799 |
196,445 |
+10,367 |
| Total Volume and Open Interest |
752,563 |
2,377,142 |
+22,750 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100510 |
99.105 |
99.265 |
99.105 |
99.240 |
+0.155 |
546,372 |
905,702 |
-35,614 |
| Sep10 |
100510 |
98.985 |
99.170 |
98.985 |
99.140 |
+0.165 |
589,946 |
876,170 |
+9,646 |
| Dec10 |
100510 |
98.955 |
99.090 |
98.955 |
99.065 |
+0.115 |
440,824 |
530,407 |
+1,304 |
| Total Volume and Open Interest |
2,998,824 |
4,297,492 |
-7,686 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100510 |
95.25 |
95.25 |
95.19 |
95.20 |
-0.05 |
59,447 |
324,500 |
+33,315 |
| Sep10 |
100510 |
95.10 |
95.13 |
94.96 |
95.03 |
-0.07 |
89,723 |
281,541 |
+59,860 |
| Dec10 |
100510 |
94.95 |
94.98 |
94.83 |
94.86 |
-0.09 |
56,372 |
178,091 |
+35,943 |
| Mar11 |
100510 |
94.82 |
94.86 |
94.67 |
94.69 |
-0.13 |
20,049 |
66,660 |
+9,475 |
| Jun11 |
100510 |
94.62 |
94.73 |
94.51 |
94.52 |
-0.16 |
10,405 |
50,571 |
+7,011 |
| Sep11 |
100510 |
94.58 |
94.58 |
94.35 |
94.37 |
-0.15 |
4,497 |
31,372 |
+3,805 |
| Dec11 |
100510 |
94.34 |
94.34 |
94.22 |
94.26 |
-0.15 |
3,342 |
25,899 |
+2,513 |
| Mar12 |
100510 |
94.25 |
94.25 |
94.17 |
94.19 |
-0.17 |
809 |
12,297 |
+457 |
| Jun12 |
100510 |
94.20 |
94.20 |
94.16 |
94.17 |
-0.17 |
1,188 |
5,191 |
+1,187 |
| Sep12 |
100510 |
94.16 |
94.16 |
94.16 |
94.16 |
-0.19 |
150 |
2,508 |
+150 |
| Total Volume and Open Interest |
246,032 |
979,754 |
+153,766 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100510 |
94.54 |
94.58 |
94.37 |
94.44 |
-0.08 |
93,232 |
472,856 |
+43,152 |
| Sep10 |
100510 |
94.44 |
94.44 |
94.44 |
94.44 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
93,232 |
472,856 |
+43,152 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100510 |
94.98 |
95.04 |
94.77 |
94.81 |
-0.16 |
355,858 |
1,008,616 |
+252,162 |
| Sep10 |
100510 |
94.81 |
94.81 |
94.81 |
94.81 |
-0.16 |
|
|
|
| Total Volume and Open Interest |
355,858 |
1,008,616 |
+179,424 |
| Gold(CMX) |
| Jun10 |
100510 |
1207.0 |
1207.0 |
1184.4 |
1200.8 |
-9.6 |
271,242 |
341,707 |
+2,199 |
| Aug10 |
100510 |
1208.0 |
1208.0 |
1186.4 |
1202.5 |
-9.7 |
15,073 |
51,412 |
+5,078 |
| Oct10 |
100510 |
1200.4 |
1207.9 |
1189.6 |
1204.0 |
-9.9 |
1,556 |
22,931 |
+519 |
| Dec10 |
100510 |
1215.8 |
1215.8 |
1189.9 |
1205.6 |
-10.2 |
7,748 |
47,186 |
+949 |
| Feb11 |
100510 |
1210.0 |
1213.3 |
1192.2 |
1207.6 |
-10.3 |
340 |
17,662 |
-49 |
| Apr11 |
100510 |
1210.3 |
1212.4 |
1193.5 |
1209.6 |
-10.5 |
130 |
12,641 |
+32 |
| Jun11 |
100510 |
556.5 |
560.4 |
555.1 |
556.6 |
-10.6 |
617 |
7,676 |
-27 |
| Aug11 |
100510 |
1214.9 |
1218.0 |
1209.9 |
1214.9 |
-10.6 |
101 |
3,873 |
+0 |
| Oct11 |
100510 |
1218.0 |
1222.8 |
1203.9 |
1218.0 |
-10.8 |
2 |
6,374 |
+0 |
| Dec11 |
100510 |
1222.9 |
1224.9 |
1216.1 |
1221.1 |
-11.2 |
268 |
14,380 |
+131 |
| Feb12 |
100510 |
1225.0 |
1228.0 |
1225.0 |
1225.0 |
-11.1 |
0 |
3,625 |
+0 |
| Total Volume and Open Interest |
298,487 |
562,229 |
+9,546 |
| Silver(CMX) |
| May10 |
100510 |
1845.0 |
1864.5 |
1821.5 |
1853.0 |
+10.1 |
967 |
657 |
+151 |
| Jul10 |
100510 |
1857.5 |
1868.0 |
1821.5 |
1855.2 |
+10.1 |
51,535 |
77,085 |
-496 |
| Sep10 |
100510 |
1858.0 |
1869.5 |
1825.5 |
1858.1 |
+9.9 |
1,111 |
9,881 |
+587 |
| Dec10 |
100510 |
1855.5 |
1874.0 |
1829.5 |
1862.4 |
+9.8 |
777 |
15,291 |
+71 |
| Mar11 |
100510 |
1860.0 |
1877.0 |
1834.0 |
1866.1 |
+9.5 |
197 |
3,682 |
+38 |
| May11 |
100510 |
1877.5 |
1877.5 |
1868.6 |
1868.6 |
+9.3 |
40 |
2,149 |
+4 |
| Jul11 |
100510 |
1870.9 |
1882.0 |
1839.5 |
1870.9 |
+9.0 |
79 |
3,240 |
+8 |
| Total Volume and Open Interest |
55,529 |
121,649 |
+736 |
| Platinum(NYMEX) |
| Jul10 |
100510 |
1672.0 |
1704.9 |
1665.6 |
1693.5 |
+27.7 |
8,676 |
33,700 |
+124 |
| Oct10 |
100510 |
1702.0 |
1704.3 |
1697.3 |
1697.3 |
+27.8 |
80 |
1,274 |
+70 |
| Jan11 |
100510 |
1675.0 |
1707.8 |
1673.1 |
1699.0 |
+28.1 |
2 |
269 |
+3 |
| Apr11 |
100510 |
1699.0 |
1704.7 |
1671.0 |
1699.0 |
+28.1 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
8,897 |
35,387 |
+336 |
| Palladium(NYMEX) |
| Jun10 |
100510 |
514.25 |
534.65 |
513.00 |
524.50 |
+14.30 |
4,300 |
22,125 |
+243 |
| Sep10 |
100510 |
518.20 |
535.25 |
518.20 |
525.75 |
+14.30 |
209 |
1,713 |
+176 |
| Dec10 |
100510 |
526.90 |
535.85 |
515.50 |
526.90 |
+14.30 |
26 |
200 |
+18 |
| Total Volume and Open Interest |
4,538 |
24,061 |
+433 |
| Copper(CMX) |
| May10 |
100510 |
317.70 |
324.55 |
317.10 |
321.50 |
+8.40 |
585 |
1,980 |
-284 |
| Jul10 |
100510 |
319.05 |
326.75 |
316.65 |
322.80 |
+8.35 |
58,525 |
88,673 |
-2,849 |
| Sep10 |
100510 |
319.65 |
328.00 |
318.65 |
324.65 |
+8.45 |
3,045 |
17,439 |
+1,306 |
| Dec10 |
100510 |
323.50 |
328.80 |
320.25 |
326.40 |
+8.50 |
546 |
11,014 |
-153 |
| Mar11 |
100510 |
326.95 |
327.40 |
326.95 |
327.40 |
+8.50 |
164 |
3,208 |
+36 |
| Total Volume and Open Interest |
64,417 |
137,123 |
-2,275 |
| DJIA Index(CBOT) |
| Jun10 |
100510 |
10490 |
10790 |
10453 |
10741 |
+406 |
891 |
11,027 |
+57 |
| Sep10 |
100510 |
10690 |
10690 |
10408 |
10683 |
+402 |
2 |
16 |
+2 |
| Dec10 |
100510 |
10622 |
10622 |
10216 |
10622 |
+406 |
0 |
2 |
+0 |
| Mar11 |
100510 |
10567 |
10567 |
10161 |
10567 |
+406 |
1 |
0 |
+0 |
| Total Volume and Open Interest |
894 |
11,045 |
+59 |
| S & P 500(CME) |
| Jun10 |
100510 |
1125.60 |
1162.00 |
1121.90 |
1156.60 |
+49.60 |
52,404 |
318,188 |
+3,379 |
| Sep10 |
100510 |
1149.80 |
1155.70 |
1140.20 |
1152.10 |
+49.40 |
2,066 |
10,630 |
+1,218 |
| Dec10 |
100510 |
1147.70 |
1151.60 |
1136.10 |
1147.70 |
+49.10 |
131 |
3,935 |
+122 |
| Mar11 |
100510 |
1143.50 |
1147.70 |
1132.20 |
1143.50 |
+48.80 |
100 |
375 |
+0 |
| Total Volume and Open Interest |
54,701 |
333,153 |
+4,719 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100510 |
1125.25 |
1162.00 |
1121.50 |
1156.50 |
+49.50 |
5,675,645 |
2,688,328 |
+96,893 |
| Sep10 |
100510 |
1124.25 |
1157.50 |
1117.75 |
1152.00 |
+49.25 |
7,490 |
28,584 |
+2,027 |
| Total Volume and Open Interest |
5,683,315 |
2,719,296 |
+98,975 |
| NASDAQ 100(CME) |
| Jun10 |
100510 |
1875.00 |
1943.00 |
1873.00 |
1939.50 |
+91.00 |
4,302 |
26,504 |
+1,739 |
| Sep10 |
100510 |
1933.00 |
1940.00 |
1925.00 |
1937.80 |
+90.80 |
0 |
163 |
+0 |
| Dec10 |
100510 |
1935.30 |
1935.30 |
1934.50 |
1935.30 |
+90.80 |
|
|
|
| Total Volume and Open Interest |
4,302 |
26,667 |
+1,739 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100510 |
1873.80 |
1942.00 |
1872.30 |
1939.50 |
+91.00 |
736,165 |
379,843 |
-12,607 |
| Sep10 |
100510 |
1852.30 |
1939.50 |
1852.30 |
1937.80 |
+90.80 |
612 |
1,709 |
-1 |
| Total Volume and Open Interest |
736,784 |
381,569 |
-12,608 |
| S & P Midcap 400(CME) |
| Jun10 |
100510 |
786.00 |
796.50 |
784.00 |
795.10 |
+40.70 |
115 |
1,788 |
-5 |
| Sep10 |
100510 |
793.00 |
794.30 |
793.00 |
793.00 |
+40.70 |
|
|
|
| Dec10 |
100510 |
791.00 |
792.30 |
791.00 |
791.00 |
+40.70 |
|
|
|
| Total Volume and Open Interest |
115 |
1,788 |
-5 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100510 |
10715 |
10800 |
10715 |
10715 |
+530 |
|
|
|
| Sep10 |
100510 |
10680 |
10790 |
10680 |
10770 |
+530 |
5 |
5 |
+3 |
| Total Volume and Open Interest |
50,187 |
47,880 |
+7,807 |
| Nikkei 225(SGX) |
| Jun10 |
100510 |
10300 |
10565 |
10300 |
10535 |
+140 |
98,963 |
203,126 |
+9,268 |
| Sep10 |
100510 |
10355 |
10555 |
10280 |
10530 |
+135 |
500 |
1,299 |
+445 |
| Dec10 |
100510 |
10485 |
10485 |
10485 |
10485 |
+135 |
0 |
968 |
+0 |
| Total Volume and Open Interest |
100,803 |
208,696 |
+10,755 |
| CAC 40(EURONEXT) |
| May10 |
100510 |
3491.0 |
3693.0 |
3490.5 |
3684.0 |
+324.0 |
297,497 |
487,203 |
+17,971 |
| Jun10 |
100510 |
3443.0 |
3659.0 |
3443.0 |
3652.0 |
+324.0 |
7,456 |
62,117 |
+2,328 |
| Jul10 |
100510 |
3491.0 |
3648.5 |
3491.0 |
3648.5 |
+324.5 |
6 |
35 |
+5 |
| Total Volume and Open Interest |
304,962 |
550,871 |
+20,287 |
| Hang Seng Index(HKFE) |
| May10 |
100510 |
19850 |
20300 |
19833 |
20200 |
+505 |
94,599 |
76,821 |
+3,493 |
| Jun10 |
100510 |
19753 |
20272 |
19753 |
20179 |
+509 |
1,881 |
6,284 |
+736 |
| Total Volume and Open Interest |
96,660 |
84,238 |
+4,225 |
| DAX(EUREX) |
| Jun10 |
100510 |
5852.0 |
6020.0 |
5850.0 |
6000.5 |
+278.5 |
287,228 |
200,099 |
+13,442 |
| Sep10 |
100510 |
5878.5 |
6023.0 |
5877.0 |
6006.5 |
+278.5 |
490 |
10,286 |
-64 |
| Dec10 |
100510 |
5920.0 |
6030.5 |
5895.0 |
6013.5 |
+276.0 |
413 |
1,544 |
+173 |
| Total Volume and Open Interest |
288,131 |
211,929 |
+13,551 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100510 |
5261.00 |
5390.50 |
5240.00 |
5351.00 |
+250.50 |
231,947 |
683,719 |
+3,234 |
| Sep10 |
100510 |
5224.00 |
5342.00 |
5210.00 |
5310.50 |
+250.50 |
22 |
1,417 |
-9 |
| Dec10 |
100510 |
5222.00 |
5312.00 |
5222.00 |
5285.00 |
+250.50 |
44 |
2,931 |
-4 |
| Total Volume and Open Interest |
232,053 |
688,112 |
+3,261 |
| SPI 200(SFE) |
| Jun10 |
100510 |
4465.0 |
4624.0 |
4371.0 |
4610.0 |
+136.0 |
82,876 |
265,829 |
+43,551 |
| Sep10 |
100510 |
4447.0 |
4595.0 |
4398.0 |
4595.0 |
+137.0 |
55 |
2,815 |
-90 |
| Dec10 |
100510 |
4580.0 |
4619.0 |
4580.0 |
4619.0 |
+136.0 |
86 |
2,703 |
+49 |
| Total Volume and Open Interest |
83,017 |
272,186 |
+43,452 |
| GSCI(CME) |
| May10 |
100510 |
513.50 |
515.00 |
507.50 |
509.50 |
+9.20 |
710 |
19,525 |
+11 |
| Jun10 |
100510 |
520.20 |
524.00 |
510.45 |
520.20 |
+9.70 |
57 |
179 |
+47 |
| Jul10 |
100510 |
526.00 |
531.00 |
517.95 |
526.00 |
+8.00 |
|
|
|
| Total Volume and Open Interest |
767 |
19,704 |
+58 |
| Reuters CCI(ICE) |
| Jun10 |
100510 |
266.20 |
266.25 |
266.20 |
266.20 |
+4.00 |
|
|
|
| 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. |
|
|