|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed May 12, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May10 |
100512 |
958.75 |
968.00 |
955.00 |
959.50 |
+1.25 |
2,194 |
1,890 |
-1,327 |
Jul10 |
100512 |
965.25 |
976.00 |
959.50 |
965.50 |
-0.50 |
53,751 |
229,517 |
+397 |
Aug10 |
100512 |
962.00 |
970.75 |
952.75 |
960.25 |
-2.25 |
1,715 |
18,790 |
-278 |
Sep10 |
100512 |
946.00 |
954.00 |
936.75 |
944.25 |
-1.75 |
447 |
12,430 |
+153 |
Nov10 |
100512 |
936.50 |
946.50 |
930.50 |
937.50 |
unch |
11,540 |
157,113 |
-1,088 |
Jan11 |
100512 |
945.50 |
955.00 |
940.00 |
946.50 |
+0.25 |
364 |
10,475 |
+83 |
Mar11 |
100512 |
955.00 |
955.00 |
946.00 |
952.75 |
+0.75 |
298 |
5,209 |
-16 |
Total Volume and Open Interest |
71,226 |
456,758 |
-1,721 |
Soybean Meal(CBOT) |
May10 |
100512 |
283.50 |
284.00 |
280.00 |
281.30 |
-1.00 |
1,328 |
1,550 |
-1,505 |
Jul10 |
100512 |
281.20 |
283.60 |
278.70 |
279.70 |
-1.90 |
23,662 |
99,003 |
-627 |
Aug10 |
100512 |
278.20 |
279.80 |
274.50 |
276.20 |
-2.20 |
1,667 |
15,116 |
+133 |
Sep10 |
100512 |
271.90 |
273.00 |
267.60 |
269.60 |
-2.00 |
598 |
12,018 |
+9 |
Oct10 |
100512 |
263.00 |
265.20 |
260.20 |
261.60 |
-2.00 |
279 |
8,109 |
-52 |
Dec10 |
100512 |
262.30 |
264.00 |
258.70 |
260.30 |
-2.10 |
3,061 |
31,478 |
+212 |
Jan11 |
100512 |
263.80 |
264.60 |
260.50 |
260.90 |
-2.20 |
35 |
4,398 |
+6 |
Mar11 |
100512 |
264.60 |
265.90 |
262.10 |
262.10 |
-2.40 |
63 |
3,505 |
-14 |
Total Volume and Open Interest |
30,737 |
179,461 |
-1,837 |
Soybean Oil(CBOT) |
May10 |
100512 |
38.00 |
38.35 |
37.95 |
38.16 |
+0.13 |
1,220 |
1,051 |
-925 |
Jul10 |
100512 |
38.33 |
38.75 |
38.11 |
38.43 |
+0.11 |
35,068 |
168,096 |
+1,452 |
Aug10 |
100512 |
38.52 |
38.92 |
38.32 |
38.62 |
+0.10 |
6,784 |
21,923 |
-533 |
Sep10 |
100512 |
38.70 |
39.08 |
38.47 |
38.79 |
+0.11 |
1,172 |
14,161 |
-134 |
Oct10 |
100512 |
38.85 |
39.15 |
38.65 |
38.95 |
+0.12 |
793 |
11,015 |
-131 |
Dec10 |
100512 |
39.23 |
39.65 |
39.02 |
39.33 |
+0.12 |
5,218 |
61,480 |
+299 |
Jan11 |
100512 |
39.80 |
39.89 |
39.35 |
39.60 |
+0.12 |
226 |
3,519 |
-13 |
Mar11 |
100512 |
39.93 |
40.00 |
39.65 |
39.85 |
+0.12 |
9 |
1,802 |
+0 |
Total Volume and Open Interest |
50,511 |
286,508 |
+24 |
Canola(WCE) |
May10 |
100512 |
391.0 |
391.0 |
360.0 |
380.4 |
+3.8 |
587 |
0 |
-587 |
Jul10 |
100512 |
379.9 |
383.2 |
371.6 |
380.2 |
+3.8 |
10,329 |
91,854 |
+1,645 |
Nov10 |
100512 |
386.0 |
386.0 |
376.0 |
383.8 |
+3.6 |
3,622 |
31,941 |
-163 |
Jan11 |
100512 |
387.0 |
390.5 |
386.7 |
388.4 |
+3.4 |
154 |
2,650 |
+14 |
Mar11 |
100512 |
390.2 |
393.3 |
390.2 |
392.1 |
+3.3 |
83 |
1,662 |
+57 |
Total Volume and Open Interest |
14,786 |
129,636 |
+966 |
Corn(CBOT) |
May10 |
100512 |
369.50 |
379.00 |
367.75 |
371.75 |
+2.00 |
4,549 |
4,217 |
-2,066 |
Jul10 |
100512 |
376.25 |
385.00 |
374.50 |
378.25 |
+1.25 |
115,542 |
502,182 |
-3,192 |
Sep10 |
100512 |
383.50 |
391.00 |
380.75 |
384.25 |
+0.25 |
21,116 |
163,589 |
+340 |
Dec10 |
100512 |
392.00 |
399.00 |
389.00 |
392.50 |
-0.50 |
50,205 |
349,951 |
+4,338 |
Mar11 |
100512 |
404.25 |
410.25 |
401.25 |
404.25 |
-1.00 |
3,390 |
51,497 |
+1,023 |
May11 |
100512 |
412.00 |
418.00 |
410.00 |
412.50 |
-1.25 |
466 |
9,285 |
-74 |
Total Volume and Open Interest |
200,882 |
1,166,257 |
+2,687 |
Wheat(CBOT) |
May10 |
100512 |
485.00 |
496.00 |
482.00 |
482.75 |
-1.00 |
776 |
854 |
-274 |
Jul10 |
100512 |
493.25 |
508.50 |
490.00 |
491.50 |
-1.75 |
51,113 |
247,046 |
-1,581 |
Sep10 |
100512 |
510.25 |
524.75 |
507.00 |
508.50 |
-1.75 |
13,215 |
78,724 |
-1,111 |
Dec10 |
100512 |
539.75 |
552.75 |
536.00 |
538.00 |
-1.75 |
13,181 |
72,687 |
-2,122 |
Mar11 |
100512 |
567.00 |
580.25 |
564.00 |
565.75 |
-1.50 |
2,779 |
19,984 |
+1,048 |
Total Volume and Open Interest |
84,240 |
456,432 |
-2,546 |
Wheat(KCBT) |
May10 |
100512 |
512.00 |
512.00 |
499.50 |
500.00 |
-2.50 |
6 |
32 |
-6 |
Jul10 |
100512 |
508.75 |
524.00 |
505.50 |
507.00 |
-2.50 |
7,718 |
65,271 |
+13 |
Sep10 |
100512 |
521.00 |
535.00 |
516.50 |
518.75 |
-2.50 |
1,552 |
17,791 |
+294 |
Dec10 |
100512 |
539.00 |
552.75 |
535.00 |
536.50 |
-2.50 |
1,529 |
45,378 |
+4 |
Mar11 |
100512 |
556.00 |
568.75 |
552.50 |
553.75 |
-2.25 |
763 |
11,149 |
+354 |
Total Volume and Open Interest |
12,468 |
153,173 |
+1,227 |
Wheat(MGE) |
May10 |
100512 |
527.25 |
527.25 |
524.50 |
524.50 |
-2.75 |
6 |
17 |
-6 |
Jul10 |
100512 |
532.25 |
543.50 |
527.50 |
530.00 |
-3.25 |
2,550 |
18,091 |
-384 |
Sep10 |
100512 |
544.50 |
555.25 |
540.00 |
541.00 |
-4.00 |
258 |
8,244 |
+11 |
Dec10 |
100512 |
562.00 |
572.75 |
557.00 |
557.75 |
-4.25 |
298 |
8,678 |
+60 |
Mar11 |
100512 |
582.00 |
588.00 |
575.00 |
575.00 |
-4.00 |
110 |
2,118 |
+32 |
Total Volume and Open Interest |
3,442 |
41,337 |
-199 |
Oats(CBOT) |
May10 |
100512 |
196.75 |
199.50 |
196.75 |
198.00 |
+0.25 |
1 |
28 |
-1 |
Jul10 |
100512 |
202.75 |
208.00 |
202.00 |
203.00 |
+0.25 |
1,102 |
11,973 |
-543 |
Sep10 |
100512 |
211.50 |
215.00 |
211.00 |
211.00 |
-0.25 |
64 |
1,281 |
+2 |
Dec10 |
100512 |
222.75 |
226.75 |
220.75 |
222.00 |
-1.25 |
711 |
3,496 |
+635 |
Total Volume and Open Interest |
1,886 |
16,852 |
+101 |
Rough Rice(CBOT) |
May10 |
100512 |
11.83 |
11.83 |
11.69 |
11.78 |
+0.10 |
84 |
80 |
-80 |
Jul10 |
100512 |
11.92 |
12.10 |
11.90 |
11.98 |
+0.09 |
705 |
8,755 |
-141 |
Sep10 |
100512 |
11.42 |
11.57 |
11.42 |
11.56 |
+0.14 |
205 |
3,363 |
+52 |
Nov10 |
100512 |
11.64 |
11.74 |
11.64 |
11.73 |
+0.12 |
52 |
1,676 |
+17 |
Total Volume and Open Interest |
1,047 |
15,136 |
-153 |
Live Cattle(CME) |
Jun10 |
100512 |
96.550 |
96.900 |
95.550 |
95.700 |
-1.100 |
37,844 |
121,794 |
-11,893 |
Aug10 |
100512 |
95.150 |
95.535 |
94.400 |
94.700 |
-0.685 |
24,196 |
114,874 |
+5,944 |
Oct10 |
100512 |
96.635 |
96.900 |
95.750 |
95.980 |
-0.870 |
11,936 |
68,955 |
+3,805 |
Dec10 |
100512 |
97.850 |
98.150 |
97.150 |
97.480 |
-0.620 |
4,802 |
38,418 |
+378 |
Feb11 |
100512 |
98.980 |
99.250 |
98.285 |
98.500 |
-0.750 |
1,365 |
18,730 |
+590 |
Apr11 |
100512 |
99.200 |
99.550 |
98.750 |
99.100 |
-0.535 |
638 |
7,252 |
+295 |
Total Volume and Open Interest |
80,844 |
372,978 |
-847 |
Feeder Cattle(CME) |
May10 |
100512 |
112.000 |
112.250 |
111.300 |
111.500 |
-0.600 |
1,285 |
7,031 |
-458 |
Aug10 |
100512 |
115.500 |
115.700 |
114.535 |
114.785 |
-0.815 |
2,344 |
25,530 |
+387 |
Sep10 |
100512 |
115.535 |
115.750 |
114.600 |
114.850 |
-0.950 |
420 |
5,549 |
+58 |
Oct10 |
100512 |
115.100 |
115.100 |
114.150 |
114.730 |
-0.620 |
210 |
2,603 |
+33 |
Nov10 |
100512 |
114.700 |
114.700 |
113.550 |
113.730 |
-0.670 |
57 |
1,296 |
+13 |
Jan11 |
100512 |
112.850 |
112.850 |
112.000 |
112.730 |
-0.170 |
18 |
339 |
+4 |
Mar11 |
100512 |
111.100 |
111.500 |
111.050 |
111.500 |
-0.400 |
11 |
48 |
+8 |
Total Volume and Open Interest |
4,345 |
42,400 |
+45 |
Lean Hogs(CME) |
May10 |
100512 |
88.100 |
88.600 |
87.885 |
88.450 |
+0.520 |
471 |
4,101 |
-189 |
Jun10 |
100512 |
85.330 |
86.000 |
84.900 |
85.650 |
+0.320 |
19,696 |
60,366 |
-8,203 |
Jul10 |
100512 |
85.500 |
86.180 |
85.035 |
86.080 |
+0.600 |
13,208 |
43,693 |
+4,412 |
Aug10 |
100512 |
85.200 |
85.750 |
84.950 |
85.250 |
+0.215 |
6,602 |
47,857 |
-613 |
Oct10 |
100512 |
76.100 |
76.850 |
75.850 |
76.750 |
+0.465 |
3,777 |
33,249 |
+1,001 |
Dec10 |
100512 |
72.150 |
73.150 |
71.800 |
73.035 |
+0.635 |
1,457 |
20,972 |
+261 |
Feb11 |
100512 |
72.250 |
72.725 |
71.950 |
72.650 |
+0.200 |
320 |
6,141 |
+140 |
Apr11 |
100512 |
73.100 |
73.250 |
72.500 |
73.250 |
-0.100 |
41 |
2,831 |
+15 |
Total Volume and Open Interest |
45,575 |
220,117 |
-3,175 |
Pork Bellies(CME) |
May10 |
100512 |
102.500 |
102.500 |
102.000 |
102.000 |
unch |
4 |
44 |
-2 |
Jul10 |
100512 |
100.100 |
101.200 |
100.100 |
100.100 |
-1.400 |
4 |
139 |
+2 |
Aug10 |
100512 |
98.300 |
98.300 |
97.000 |
97.000 |
+0.450 |
0 |
22 |
+0 |
Feb11 |
100512 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
3 |
+0 |
Mar11 |
100512 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
8 |
209 |
+0 |
Class III Milk(CME) |
May10 |
100512 |
13.29 |
13.29 |
13.23 |
13.24 |
unch |
25 |
4,768 |
+4 |
Jun10 |
100512 |
13.71 |
13.83 |
13.65 |
13.73 |
+0.01 |
68 |
4,744 |
-13 |
Jul10 |
100512 |
14.49 |
14.56 |
14.42 |
14.50 |
+0.04 |
173 |
3,673 |
+17 |
Aug10 |
100512 |
15.25 |
15.25 |
15.14 |
15.20 |
+0.02 |
130 |
3,373 |
+32 |
Sep10 |
100512 |
15.41 |
15.42 |
15.32 |
15.40 |
unch |
56 |
3,119 |
+26 |
Total Volume and Open Interest |
636 |
28,348 |
+161 |
Cocoa(ICE) |
May10 |
100512 |
2960 |
2960 |
2959 |
2959 |
+4 |
0 |
9 |
+0 |
Jul10 |
100512 |
2951 |
3000 |
2943 |
2972 |
+21 |
10,442 |
61,155 |
+350 |
Sep10 |
100512 |
2971 |
3022 |
2966 |
2992 |
+19 |
1,248 |
27,592 |
+264 |
Dec10 |
100512 |
3000 |
3045 |
2995 |
3023 |
+22 |
351 |
15,117 |
+14 |
Mar11 |
100512 |
3043 |
3070 |
3024 |
3048 |
+23 |
121 |
15,053 |
-11 |
May11 |
100512 |
3038 |
3063 |
3038 |
3060 |
+25 |
2 |
6,440 |
+65 |
Jul11 |
100512 |
3072 |
3073 |
3070 |
3070 |
+25 |
0 |
2,856 |
+0 |
Total Volume and Open Interest |
12,167 |
133,671 |
+684 |
Coffee "C"(ICE) |
May10 |
100512 |
137.80 |
137.80 |
136.80 |
136.80 |
+1.55 |
11 |
86 |
-85 |
Jul10 |
100512 |
135.90 |
138.60 |
135.55 |
136.85 |
+0.70 |
9,091 |
76,240 |
-298 |
Sep10 |
100512 |
137.60 |
140.00 |
137.40 |
138.30 |
+0.70 |
3,294 |
26,893 |
+834 |
Dec10 |
100512 |
139.05 |
141.50 |
139.05 |
139.90 |
+0.70 |
814 |
18,957 |
+240 |
Mar11 |
100512 |
141.00 |
142.80 |
141.00 |
141.20 |
+0.65 |
393 |
7,786 |
-5 |
May11 |
100512 |
142.70 |
143.00 |
141.85 |
141.85 |
+0.60 |
189 |
4,374 |
+145 |
Total Volume and Open Interest |
13,920 |
137,301 |
+845 |
Orange Juice(ICE) |
Jul10 |
100512 |
142.20 |
142.50 |
140.35 |
140.95 |
-0.90 |
2,403 |
18,674 |
-284 |
Sep10 |
100512 |
143.40 |
144.00 |
141.80 |
142.20 |
-1.15 |
493 |
6,809 |
+281 |
Nov10 |
100512 |
144.75 |
144.85 |
143.00 |
143.30 |
-1.20 |
94 |
1,439 |
+88 |
Jan11 |
100512 |
145.00 |
145.00 |
143.75 |
143.75 |
-1.05 |
0 |
835 |
+0 |
Mar11 |
100512 |
144.50 |
144.50 |
144.05 |
144.05 |
-1.35 |
0 |
169 |
+0 |
May11 |
100512 |
144.10 |
144.10 |
144.10 |
144.10 |
-1.55 |
0 |
116 |
+0 |
Total Volume and Open Interest |
2,990 |
28,241 |
-1,053 |
Sugar #11(ICE) |
Jul10 |
100512 |
13.88 |
14.70 |
13.77 |
14.67 |
+0.76 |
35,534 |
296,207 |
-215 |
Oct10 |
100512 |
14.56 |
15.28 |
14.44 |
15.23 |
+0.65 |
12,357 |
154,999 |
+1,935 |
Mar11 |
100512 |
15.35 |
16.03 |
15.25 |
16.01 |
+0.63 |
6,851 |
77,103 |
-772 |
May11 |
100512 |
15.17 |
15.86 |
15.17 |
15.86 |
+0.61 |
3,603 |
24,641 |
+19 |
Jul11 |
100512 |
15.04 |
15.80 |
15.04 |
15.80 |
+0.64 |
2,205 |
27,090 |
+405 |
Total Volume and Open Interest |
62,213 |
643,988 |
+1,701 |
London Cocoa(LCE) |
May10 |
100430 |
2360 |
2370 |
2355 |
2370 |
+6 |
2,691 |
40,097 |
-627 |
Jul10 |
100512 |
2267 |
2305 |
2252 |
2287 |
+14 |
5,851 |
54,176 |
-600 |
Sep10 |
100512 |
2239 |
2276 |
2222 |
2261 |
+26 |
1,237 |
28,302 |
-407 |
Dec10 |
100512 |
2200 |
2240 |
2195 |
2227 |
+22 |
338 |
19,937 |
+171 |
Mar11 |
100512 |
2165 |
2219 |
2165 |
2201 |
+26 |
92 |
20,582 |
-2 |
May11 |
100512 |
2216 |
2217 |
2179 |
2202 |
+26 |
23 |
4,126 |
+2 |
Jul11 |
100512 |
2205 |
2207 |
2200 |
2204 |
+24 |
0 |
893 |
+0 |
Total Volume and Open Interest |
8,888 |
163,253 |
-1,264 |
London Sugar(LCE) |
Aug10 |
100512 |
447.50 |
471.90 |
447.20 |
471.00 |
+19.80 |
3,280 |
32,361 |
+62 |
Oct10 |
100512 |
418.20 |
440.00 |
417.60 |
439.40 |
+18.00 |
1,238 |
13,252 |
+230 |
Dec10 |
100512 |
409.50 |
428.20 |
408.60 |
427.70 |
+13.70 |
348 |
3,949 |
+168 |
Mar11 |
100512 |
419.80 |
436.10 |
419.60 |
434.90 |
+11.90 |
312 |
2,593 |
+74 |
May11 |
100512 |
429.80 |
436.90 |
427.10 |
436.40 |
+11.10 |
80 |
1,593 |
+57 |
Total Volume and Open Interest |
5,274 |
54,149 |
+587 |
Cotton(ICE) |
Jul10 |
100512 |
80.75 |
82.49 |
80.29 |
80.37 |
-0.16 |
6,943 |
105,330 |
-114 |
Oct10 |
100512 |
78.29 |
78.53 |
76.63 |
76.67 |
-1.13 |
340 |
2,723 |
+307 |
Dec10 |
100512 |
76.30 |
77.45 |
76.30 |
77.29 |
+0.99 |
3,619 |
57,380 |
+696 |
Mar11 |
100512 |
77.47 |
78.57 |
77.47 |
78.49 |
+1.02 |
353 |
6,699 |
+152 |
May11 |
100512 |
77.70 |
78.69 |
77.70 |
78.69 |
+1.02 |
1 |
188 |
+0 |
Jul11 |
100512 |
77.70 |
78.69 |
77.70 |
78.69 |
+0.92 |
2 |
2,888 |
+1 |
Total Volume and Open Interest |
11,259 |
176,496 |
+1,043 |
Lumber(CME) |
May10 |
100512 |
271.0 |
275.6 |
263.9 |
271.5 |
+0.7 |
109 |
791 |
-61 |
Jul10 |
100512 |
268.7 |
269.5 |
259.5 |
263.9 |
-5.6 |
923 |
4,901 |
-200 |
Sep10 |
100512 |
276.0 |
276.0 |
269.0 |
272.5 |
-6.5 |
171 |
2,309 |
-44 |
Nov10 |
100512 |
259.0 |
260.5 |
256.0 |
260.5 |
-5.5 |
47 |
697 |
+36 |
Total Volume and Open Interest |
1,256 |
8,718 |
-266 |
Crude Oil(NYM) |
Jun10 |
100512 |
75.89 |
77.00 |
74.75 |
75.65 |
-0.72 |
447,158 |
293,209 |
-35,188 |
Jul10 |
100512 |
79.85 |
80.97 |
79.05 |
80.15 |
-0.07 |
189,964 |
272,211 |
+27,979 |
Aug10 |
100512 |
81.92 |
83.13 |
81.44 |
82.55 |
+0.37 |
51,906 |
98,276 |
+372 |
Sep10 |
100512 |
83.08 |
84.07 |
82.62 |
83.74 |
+0.47 |
26,421 |
85,870 |
-3,188 |
Oct10 |
100512 |
83.86 |
85.01 |
83.59 |
84.58 |
+0.51 |
15,626 |
38,759 |
-228 |
Nov10 |
100512 |
84.50 |
85.29 |
84.31 |
85.27 |
+0.53 |
10,010 |
31,566 |
+616 |
Dec10 |
100512 |
84.88 |
86.17 |
84.72 |
85.82 |
+0.53 |
42,873 |
198,183 |
-2,937 |
Jan11 |
100512 |
85.70 |
86.41 |
85.23 |
86.21 |
+0.54 |
4,612 |
33,387 |
-358 |
Feb11 |
100512 |
86.23 |
86.73 |
85.84 |
86.55 |
+0.53 |
3,021 |
14,992 |
+196 |
Mar11 |
100512 |
86.53 |
86.86 |
86.33 |
86.86 |
+0.53 |
2,331 |
17,051 |
+221 |
Apr11 |
100512 |
87.16 |
87.16 |
87.16 |
87.16 |
+0.54 |
1,455 |
12,507 |
-270 |
May11 |
100512 |
87.45 |
87.45 |
87.45 |
87.45 |
+0.56 |
1,029 |
6,901 |
+142 |
Jun11 |
100512 |
87.34 |
87.70 |
86.85 |
87.70 |
+0.57 |
3,580 |
41,448 |
+609 |
Jul11 |
100512 |
87.92 |
87.92 |
87.92 |
87.92 |
+0.59 |
108 |
5,816 |
+3 |
Aug11 |
100512 |
88.11 |
88.11 |
88.11 |
88.11 |
+0.60 |
39 |
4,618 |
+8 |
Sep11 |
100512 |
88.31 |
88.31 |
88.31 |
88.31 |
+0.61 |
89 |
7,073 |
+7 |
Total Volume and Open Interest |
824,838 |
1,462,043 |
-12,539 |
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 |
100512 |
79.800 |
80.900 |
79.100 |
80.150 |
-0.075 |
1,388 |
2,466 |
+42 |
Aug10 |
100512 |
81.850 |
82.800 |
81.500 |
82.550 |
+0.375 |
121 |
392 |
-3 |
Sep10 |
100512 |
82.825 |
83.750 |
82.825 |
83.750 |
+0.475 |
33 |
128 |
-27 |
Oct10 |
100512 |
84.575 |
84.575 |
84.575 |
84.575 |
+0.500 |
1 |
11 |
+0 |
Nov10 |
100512 |
85.275 |
85.275 |
85.275 |
85.275 |
+0.525 |
1 |
1 |
+0 |
Dec10 |
100512 |
85.825 |
85.825 |
85.825 |
85.825 |
+0.525 |
2 |
75 |
+1 |
Jan11 |
100512 |
86.200 |
86.200 |
86.200 |
86.200 |
+0.525 |
0 |
1 |
+0 |
Feb11 |
100512 |
86.550 |
86.550 |
86.550 |
86.550 |
+0.525 |
|
|
|
Total Volume and Open Interest |
16,611 |
8,546 |
-299 |
Heating Oil(NYM) |
Jun10 |
100512 |
213.15 |
217.19 |
212.41 |
215.91 |
+1.90 |
52,076 |
76,906 |
-8,207 |
Jul10 |
100512 |
215.16 |
218.88 |
214.37 |
217.66 |
+1.68 |
22,262 |
53,371 |
+3,205 |
Aug10 |
100512 |
218.40 |
220.78 |
217.36 |
219.74 |
+1.49 |
8,091 |
29,523 |
+1,150 |
Sep10 |
100512 |
220.31 |
223.01 |
219.50 |
222.25 |
+1.39 |
5,704 |
23,856 |
+482 |
Oct10 |
100512 |
224.82 |
225.29 |
223.40 |
224.85 |
+1.31 |
3,229 |
15,976 |
+324 |
Nov10 |
100512 |
228.00 |
228.00 |
226.82 |
227.61 |
+1.32 |
2,029 |
11,048 |
+63 |
Dec10 |
100512 |
228.50 |
230.93 |
228.18 |
230.39 |
+1.39 |
8,894 |
39,017 |
+344 |
Jan11 |
100512 |
233.02 |
233.65 |
232.30 |
233.30 |
+1.43 |
2,417 |
16,247 |
+632 |
Feb11 |
100512 |
234.99 |
235.58 |
234.50 |
235.30 |
+1.36 |
457 |
6,860 |
+154 |
Mar11 |
100512 |
235.97 |
236.62 |
234.50 |
236.19 |
+1.32 |
247 |
5,814 |
-12 |
Apr11 |
100512 |
236.68 |
236.70 |
235.22 |
236.19 |
+1.32 |
311 |
3,182 |
-26 |
May11 |
100512 |
236.62 |
236.62 |
235.50 |
236.25 |
+1.28 |
310 |
2,167 |
-82 |
Total Volume and Open Interest |
111,012 |
317,009 |
+412 |
Gasoline(NYMEX) |
Jun10 |
100512 |
218.77 |
223.45 |
217.80 |
221.04 |
+1.52 |
47,097 |
78,243 |
-9,219 |
Jul10 |
100512 |
219.00 |
223.55 |
218.26 |
221.35 |
+1.36 |
26,770 |
64,363 |
+2,306 |
Aug10 |
100512 |
220.28 |
223.60 |
219.61 |
221.60 |
+1.31 |
11,940 |
33,761 |
-405 |
Sep10 |
100512 |
219.40 |
222.91 |
219.40 |
221.55 |
+1.35 |
8,972 |
38,234 |
-956 |
Oct10 |
100512 |
209.40 |
212.33 |
209.40 |
211.67 |
+1.29 |
7,521 |
23,359 |
+1,344 |
Nov10 |
100512 |
210.11 |
211.43 |
210.11 |
211.43 |
+1.28 |
4,257 |
15,836 |
+183 |
Dec10 |
100512 |
211.67 |
212.85 |
210.35 |
212.22 |
+1.21 |
4,477 |
12,359 |
+362 |
Jan11 |
100512 |
214.09 |
214.09 |
214.09 |
214.09 |
+1.18 |
255 |
5,719 |
-79 |
Feb11 |
100512 |
216.24 |
216.24 |
216.24 |
216.24 |
+1.15 |
85 |
1,950 |
+66 |
Mar11 |
100512 |
218.57 |
218.57 |
218.57 |
218.57 |
+1.12 |
10 |
1,126 |
-4 |
Total Volume and Open Interest |
111,646 |
287,310 |
-6,368 |
e-miNY RBOB Gasoline(NYM) |
Jun10 |
100512 |
221.00 |
221.04 |
221.00 |
221.00 |
+1.50 |
0 |
7 |
+0 |
Jul10 |
100512 |
221.40 |
221.40 |
221.35 |
221.40 |
+1.40 |
0 |
1 |
+0 |
Aug10 |
100512 |
220.50 |
221.60 |
220.50 |
221.60 |
+1.30 |
0 |
3 |
+0 |
Sep10 |
100512 |
221.60 |
221.60 |
221.55 |
221.60 |
+1.40 |
|
|
|
Total Volume and Open Interest |
0 |
18 |
+0 |
Natural Gas(NYM) |
Jun10 |
100512 |
4.138 |
4.292 |
4.133 |
4.284 |
+0.153 |
127,282 |
132,261 |
-18,998 |
Jul10 |
100512 |
4.235 |
4.389 |
4.230 |
4.385 |
+0.160 |
52,874 |
162,912 |
+3,294 |
Aug10 |
100512 |
4.321 |
4.471 |
4.321 |
4.464 |
+0.153 |
25,413 |
71,769 |
+2,706 |
Sep10 |
100512 |
4.415 |
4.528 |
4.399 |
4.524 |
+0.142 |
20,450 |
67,081 |
+4,154 |
Oct10 |
100512 |
4.541 |
4.650 |
4.536 |
4.644 |
+0.135 |
19,504 |
75,460 |
+1,214 |
Nov10 |
100512 |
5.002 |
5.097 |
4.995 |
5.097 |
+0.121 |
5,536 |
16,662 |
+721 |
Dec10 |
100512 |
5.485 |
5.550 |
5.467 |
5.550 |
+0.104 |
6,915 |
33,162 |
-570 |
Jan11 |
100512 |
5.705 |
5.762 |
5.683 |
5.762 |
+0.103 |
11,815 |
50,489 |
+1,076 |
Feb11 |
100512 |
5.661 |
5.729 |
5.660 |
5.729 |
+0.098 |
1,488 |
17,364 |
+200 |
Mar11 |
100512 |
5.575 |
5.631 |
5.570 |
5.631 |
+0.093 |
3,361 |
41,974 |
+301 |
Apr11 |
100512 |
5.400 |
5.456 |
5.400 |
5.455 |
+0.075 |
4,128 |
37,801 |
-567 |
May11 |
100512 |
5.415 |
5.480 |
5.415 |
5.480 |
+0.073 |
1,451 |
21,413 |
+725 |
Jun11 |
100512 |
5.470 |
5.529 |
5.470 |
5.529 |
+0.070 |
348 |
6,724 |
+39 |
Jul11 |
100512 |
5.555 |
5.594 |
5.554 |
5.594 |
+0.069 |
142 |
4,793 |
+11 |
Aug11 |
100512 |
5.635 |
5.647 |
5.629 |
5.647 |
+0.068 |
131 |
5,210 |
+16 |
Sep11 |
100512 |
5.645 |
5.680 |
5.640 |
5.677 |
+0.067 |
141 |
4,903 |
-14 |
Total Volume and Open Interest |
286,184 |
868,697 |
-4,118 |
Brent Crude Oil(ICE) |
Jun10 |
100512 |
80.20 |
81.72 |
79.93 |
81.20 |
+0.71 |
167,470 |
128,026 |
-3,583 |
Jul10 |
100512 |
81.36 |
82.86 |
81.10 |
82.40 |
+0.75 |
154,422 |
184,135 |
+10,574 |
Aug10 |
100512 |
82.33 |
83.77 |
82.09 |
83.39 |
+0.75 |
56,187 |
84,553 |
+7,420 |
Sep10 |
100512 |
83.30 |
84.44 |
83.03 |
84.23 |
+0.74 |
20,131 |
57,728 |
+4,891 |
Oct10 |
100512 |
84.01 |
84.93 |
83.75 |
84.93 |
+0.73 |
9,498 |
25,602 |
+108 |
Nov10 |
100512 |
84.64 |
85.55 |
84.38 |
85.55 |
+0.72 |
8,375 |
20,097 |
+714 |
Dec10 |
100512 |
85.20 |
86.14 |
84.87 |
86.10 |
+0.71 |
25,192 |
104,249 |
+2,271 |
Jan11 |
100512 |
85.66 |
86.55 |
85.66 |
86.54 |
+0.69 |
3,117 |
20,809 |
+917 |
Feb11 |
100512 |
86.66 |
86.94 |
86.31 |
86.94 |
+0.65 |
1,619 |
10,495 |
+221 |
Mar11 |
100512 |
87.32 |
87.32 |
87.32 |
87.32 |
+0.63 |
1,424 |
6,990 |
-7 |
Apr11 |
100512 |
87.68 |
87.68 |
87.68 |
87.68 |
+0.62 |
1,140 |
4,714 |
+225 |
May11 |
100512 |
88.02 |
88.02 |
88.02 |
88.02 |
+0.63 |
1,070 |
4,540 |
-6 |
Jun11 |
100512 |
88.06 |
88.32 |
87.32 |
88.32 |
+0.63 |
3,289 |
18,202 |
-311 |
Jul11 |
100512 |
88.60 |
88.60 |
88.60 |
88.60 |
+0.63 |
224 |
3,108 |
+38 |
Total Volume and Open Interest |
460,892 |
771,460 |
+24,225 |
Gas Oil(ICE) |
May10 |
100512 |
672.00 |
682.25 |
672.00 |
677.25 |
unch |
32,887 |
26,251 |
-9,913 |
Jun10 |
100512 |
678.50 |
689.75 |
677.00 |
678.75 |
-3.25 |
86,182 |
106,643 |
-3,393 |
Jul10 |
100512 |
683.75 |
694.50 |
682.25 |
684.25 |
-3.50 |
29,213 |
62,095 |
+5,174 |
Aug10 |
100512 |
688.75 |
700.25 |
688.25 |
690.25 |
-3.75 |
11,135 |
31,310 |
-112 |
Sep10 |
100512 |
703.00 |
705.00 |
696.00 |
696.50 |
-3.75 |
6,127 |
35,763 |
-1,672 |
Oct10 |
100512 |
710.25 |
711.00 |
701.50 |
702.50 |
-3.75 |
3,566 |
28,304 |
+130 |
Nov10 |
100512 |
715.00 |
716.25 |
707.50 |
707.75 |
-4.00 |
1,366 |
22,033 |
-75 |
Dec10 |
100512 |
711.50 |
722.25 |
711.50 |
712.75 |
-4.25 |
12,645 |
92,593 |
+240 |
Jan11 |
100512 |
725.75 |
726.00 |
718.25 |
718.50 |
-4.50 |
972 |
25,590 |
+243 |
Feb11 |
100512 |
723.00 |
723.25 |
723.00 |
723.25 |
-4.50 |
424 |
12,867 |
+222 |
Total Volume and Open Interest |
186,920 |
527,847 |
-8,457 |
Ethanol(CBOT) |
May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
Jun10 |
100512 |
1.643 |
1.645 |
1.640 |
1.643 |
+0.005 |
62 |
995 |
-47 |
Jul10 |
100512 |
1.661 |
1.666 |
1.650 |
1.657 |
+0.005 |
36 |
1,324 |
+14 |
Aug10 |
100512 |
1.655 |
1.662 |
1.654 |
1.658 |
+0.005 |
20 |
711 |
-5 |
Sep10 |
100512 |
1.660 |
1.662 |
1.655 |
1.658 |
+0.006 |
2 |
790 |
+2 |
Oct10 |
100512 |
1.655 |
1.655 |
1.655 |
1.655 |
unch |
15 |
824 |
+15 |
Nov10 |
100512 |
1.658 |
1.665 |
1.658 |
1.660 |
+0.002 |
95 |
673 |
-80 |
Dec10 |
100512 |
1.680 |
1.680 |
1.671 |
1.674 |
+0.001 |
105 |
1,285 |
-83 |
Total Volume and Open Interest |
552 |
8,535 |
-162 |
US Dollar Index(ICE) |
Jun10 |
100512 |
84.855 |
85.100 |
84.330 |
84.967 |
+0.355 |
37,048 |
41,363 |
-1,624 |
Sep10 |
100512 |
85.230 |
85.312 |
84.835 |
85.312 |
+0.350 |
160 |
2,307 |
+15 |
Dec10 |
100512 |
85.260 |
85.573 |
85.260 |
85.573 |
+0.350 |
0 |
15 |
+0 |
Total Volume and Open Interest |
37,208 |
43,685 |
-1,609 |
Australian Dollar(CME) |
Jun10 |
100512 |
89.11 |
89.46 |
88.55 |
88.89 |
-0.56 |
141,829 |
114,230 |
-11,205 |
Sep10 |
100512 |
88.12 |
88.51 |
87.78 |
87.95 |
-0.56 |
350 |
778 |
+29 |
Dec10 |
100512 |
87.02 |
87.58 |
87.02 |
87.02 |
-0.56 |
0 |
17 |
+0 |
Total Volume and Open Interest |
142,181 |
115,027 |
-11,176 |
British Pound(CME) |
Jun10 |
100512 |
149.30 |
150.43 |
148.15 |
148.19 |
-1.32 |
192,465 |
139,596 |
+6,418 |
Sep10 |
100512 |
149.22 |
150.39 |
148.13 |
148.17 |
-1.31 |
2,834 |
3,506 |
+1,330 |
Dec10 |
100512 |
148.15 |
149.45 |
148.15 |
148.15 |
-1.30 |
9 |
33 |
+3 |
Total Volume and Open Interest |
195,308 |
143,136 |
+7,751 |
Canadian Dollar(CME) |
Jun10 |
100512 |
97.98 |
98.49 |
97.58 |
98.06 |
-0.09 |
107,320 |
117,252 |
-1,091 |
Sep10 |
100512 |
97.90 |
98.42 |
97.55 |
98.01 |
-0.09 |
1,206 |
5,061 |
+135 |
Dec10 |
100512 |
97.80 |
98.26 |
97.76 |
97.86 |
-0.11 |
221 |
1,330 |
+20 |
Mar11 |
100512 |
97.94 |
97.94 |
97.64 |
97.64 |
-0.14 |
60 |
230 |
-44 |
Total Volume and Open Interest |
108,815 |
123,957 |
-979 |
Japanese Yen(CME) |
Jun10 |
100512 |
107.93 |
108.21 |
107.23 |
107.32 |
-0.49 |
161,283 |
142,392 |
-66 |
Sep10 |
100512 |
108.11 |
108.29 |
107.39 |
107.44 |
-0.50 |
487 |
3,057 |
+97 |
Dec10 |
100512 |
107.61 |
108.11 |
107.61 |
107.61 |
-0.50 |
16 |
121 |
-1 |
Total Volume and Open Interest |
161,786 |
145,571 |
+30 |
Swiss Franc(CME) |
Jun10 |
100512 |
89.95 |
90.47 |
89.84 |
90.14 |
-0.04 |
81,960 |
49,007 |
-3,061 |
Sep10 |
100512 |
90.38 |
90.61 |
90.18 |
90.30 |
-0.07 |
235 |
767 |
+42 |
Dec10 |
100512 |
90.47 |
90.57 |
90.47 |
90.47 |
-0.10 |
2 |
15 |
+0 |
Total Volume and Open Interest |
82,197 |
49,789 |
-3,019 |
EuroFX(CME) |
Jun10 |
100512 |
126.36 |
127.42 |
126.07 |
126.34 |
-0.62 |
606,839 |
291,997 |
+39,102 |
Sep10 |
100512 |
126.48 |
127.46 |
126.18 |
126.40 |
-0.62 |
4,236 |
6,981 |
+707 |
Dec10 |
100512 |
126.88 |
127.15 |
126.47 |
126.47 |
-0.60 |
26 |
128 |
+13 |
Total Volume and Open Interest |
611,113 |
299,154 |
+39,814 |
Mexican Peso(CME) |
May10 |
100512 |
808.0 |
808.0 |
800.0 |
808.0 |
+8.0 |
|
|
|
Jun10 |
100512 |
797.0 |
806.2 |
793.0 |
805.2 |
+8.0 |
45,512 |
96,224 |
-11,968 |
Total Volume and Open Interest |
45,573 |
96,802 |
-12,005 |
30-Year T-Bonds(CBOT) |
Jun10 |
100512 |
120~130 |
120~220 |
120~100 |
120~100 |
-0~150 |
|
|
|
Sep10 |
100512 |
120~080 |
120~160 |
119~120 |
119~200 |
-0~150 |
5,564 |
16,769 |
+1,711 |
Dec10 |
100512 |
118~080 |
118~180 |
118~080 |
118~090 |
-0~090 |
5 |
13 |
-5 |
Total Volume and Open Interest |
314,360 |
734,293 |
+16,693 |
10-Year T-Notes(CBOT) |
Jun10 |
100512 |
119~045 |
119~130 |
118~220 |
118~255 |
-0~070 |
1,339,715 |
1,778,082 |
+20,140 |
Sep10 |
100512 |
117~310 |
118~060 |
117~195 |
117~210 |
-0~070 |
9,126 |
36,707 |
+2,001 |
Dec10 |
100512 |
116~070 |
116~140 |
116~070 |
116~070 |
-0~070 |
0 |
32 |
+0 |
Total Volume and Open Interest |
1,348,842 |
1,814,825 |
+22,142 |
5-Year T-Notes(CBOT) |
Jun10 |
100512 |
116~088 |
116~113 |
116~062 |
116~069 |
+58~029 |
|
|
|
Sep10 |
100512 |
115~071 |
115~087 |
115~069 |
115~076 |
-0~011 |
9,243 |
14,985 |
+1,448 |
Dec10 |
100512 |
114~067 |
114~078 |
114~067 |
114~067 |
-0~011 |
0 |
2 |
+0 |
Total Volume and Open Interest |
606,877 |
1,014,833 |
+18,949 |
2 Year T-Notes(CBOT) |
Jun10 |
100512 |
54~065 |
54~065 |
54~065 |
54~065 |
-0~001 |
|
|
|
Sep10 |
100512 |
108~081 |
108~081 |
108~068 |
108~071 |
-0~002 |
4,867 |
22,345 |
+111 |
Dec10 |
100512 |
108~012 |
108~013 |
108~012 |
108~012 |
-0~001 |
0 |
1 |
+0 |
Total Volume and Open Interest |
367,245 |
1,018,271 |
+6,435 |
Eurodollars(CME) |
Jun10 |
100512 |
99.455 |
99.495 |
99.445 |
99.485 |
+0.025 |
614,320 |
1,184,392 |
+2,432 |
Sep10 |
100512 |
99.340 |
99.395 |
99.330 |
99.380 |
+0.040 |
451,245 |
1,110,657 |
-36,571 |
Dec10 |
100512 |
99.200 |
99.250 |
99.180 |
99.230 |
+0.040 |
429,816 |
1,045,667 |
-5,118 |
Mar11 |
100512 |
98.975 |
99.025 |
98.950 |
99.005 |
+0.035 |
378,141 |
749,945 |
+12,664 |
Jun11 |
100512 |
98.720 |
98.760 |
98.690 |
98.735 |
+0.020 |
446,974 |
870,672 |
-535 |
Sep11 |
100512 |
98.455 |
98.485 |
98.420 |
98.455 |
+0.005 |
310,968 |
680,493 |
+1,944 |
Dec11 |
100512 |
98.175 |
98.200 |
98.125 |
98.145 |
-0.015 |
252,761 |
526,287 |
-2,102 |
Mar12 |
100512 |
97.900 |
97.940 |
97.850 |
97.870 |
-0.025 |
197,341 |
348,259 |
-6,791 |
Jun12 |
100512 |
97.620 |
97.655 |
97.550 |
97.575 |
-0.030 |
110,451 |
248,481 |
-2,951 |
Sep12 |
100512 |
97.340 |
97.365 |
97.265 |
97.290 |
-0.030 |
72,865 |
190,809 |
-628 |
Dec12 |
100512 |
97.060 |
97.090 |
96.990 |
97.010 |
-0.030 |
54,381 |
150,553 |
+920 |
Mar13 |
100512 |
96.830 |
96.860 |
96.765 |
96.785 |
-0.025 |
48,120 |
130,954 |
+116 |
Jun13 |
100512 |
96.595 |
96.630 |
96.535 |
96.560 |
-0.015 |
18,478 |
83,350 |
-664 |
Sep13 |
100512 |
96.395 |
96.420 |
96.330 |
96.350 |
-0.015 |
17,147 |
80,749 |
-1,564 |
Dec13 |
100512 |
96.175 |
96.205 |
96.120 |
96.135 |
-0.010 |
12,761 |
43,878 |
-957 |
Mar14 |
100512 |
96.005 |
96.015 |
95.950 |
95.965 |
-0.005 |
10,776 |
39,533 |
-234 |
Jun14 |
100512 |
95.835 |
95.850 |
95.780 |
95.800 |
unch |
7,321 |
35,015 |
-203 |
Sep14 |
100512 |
95.680 |
95.695 |
95.635 |
95.650 |
unch |
6,257 |
26,085 |
+327 |
Total Volume and Open Interest |
3,506,287 |
7,762,975 |
-42,554 |
30 Day Federal Funds(CBOT) |
May10 |
100512 |
99.787 |
99.793 |
99.787 |
99.790 |
+0.003 |
20,062 |
69,313 |
+1,726 |
Jun10 |
100512 |
99.780 |
99.790 |
99.780 |
99.785 |
+0.005 |
20,972 |
70,413 |
-5,405 |
Jul10 |
100512 |
99.770 |
99.775 |
99.765 |
99.770 |
+0.005 |
13,590 |
61,438 |
-1,812 |
Aug10 |
100512 |
99.750 |
99.760 |
99.745 |
99.755 |
+0.010 |
9,734 |
82,552 |
-1,026 |
Sep10 |
100512 |
99.725 |
99.740 |
99.725 |
99.735 |
+0.010 |
10,777 |
47,152 |
-1,564 |
Oct10 |
100512 |
99.700 |
99.710 |
99.695 |
99.705 |
+0.010 |
13,186 |
73,594 |
-1,844 |
Total Volume and Open Interest |
125,172 |
627,088 |
-9,916 |
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 |
100512 |
99.615 |
99.620 |
99.615 |
99.620 |
unch |
0 |
2,628 |
+0 |
Sep10 |
100512 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
0 |
1,031 |
+0 |
Dec10 |
100512 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
0 |
342 |
+0 |
Mar11 |
100512 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
0 |
167 |
+0 |
Jun11 |
100512 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.005 |
|
|
|
Sep11 |
100512 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.005 |
|
|
|
Dec11 |
100512 |
99.530 |
99.530 |
99.530 |
99.530 |
+0.005 |
|
|
|
Mar12 |
100512 |
99.495 |
99.495 |
99.495 |
99.495 |
+0.005 |
|
|
|
Jun12 |
100512 |
99.545 |
99.545 |
99.545 |
99.545 |
-0.005 |
|
|
|
Sep12 |
100512 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
4,168 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun10 |
100512 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
5,518 |
+275 |
Sep10 |
100512 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
531 |
3,151 |
+351 |
Dec10 |
100512 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
100 |
1,761 |
-100 |
Mar11 |
100512 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,707 |
-6 |
Jun11 |
100512 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
106 |
+0 |
Sep11 |
100512 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
2 |
53 |
+2 |
Dec11 |
100512 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
0 |
102 |
+0 |
Mar12 |
100512 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
0 |
305 |
+0 |
Total Volume and Open Interest |
633 |
13,769 |
+228 |
Japanese Gov't Bonds(SGX) |
Jun10 |
100512 |
139.80 |
139.90 |
139.65 |
139.83 |
+0.21 |
4,666 |
19,546 |
-715 |
Sep10 |
100512 |
139.30 |
139.38 |
139.20 |
139.38 |
+0.05 |
0 |
2 |
-1 |
Dec10 |
100512 |
137.29 |
137.29 |
137.29 |
137.29 |
+0.05 |
|
|
|
Total Volume and Open Interest |
2,912 |
20,143 |
+1,033 |
Euro-Bund(EUREX) |
Jun10 |
100512 |
125.88 |
125.95 |
125.43 |
125.67 |
+0.04 |
1,358,798 |
1,162,154 |
+76,977 |
Sep10 |
100512 |
125.29 |
125.30 |
124.89 |
125.11 |
+0.05 |
2,161 |
13,897 |
+1,254 |
Dec10 |
100512 |
123.67 |
123.67 |
123.67 |
123.67 |
+0.04 |
342 |
3 |
+0 |
Total Volume and Open Interest |
1,361,301 |
1,176,054 |
+78,231 |
Euro-Bobl(EUREX) |
Jun10 |
100512 |
119.34 |
119.41 |
119.14 |
119.18 |
-0.52 |
978,399 |
809,928 |
+645 |
Sep10 |
100512 |
118.93 |
118.95 |
118.84 |
118.91 |
+0.08 |
2,440 |
18,479 |
+1,075 |
Dec10 |
100512 |
118.67 |
118.67 |
118.67 |
118.67 |
+0.08 |
|
|
|
Total Volume and Open Interest |
800,037 |
848,549 |
+21,900 |
3-Mth Euribor(EUREX) |
Jun10 |
100512 |
99.245 |
99.260 |
99.245 |
99.260 |
+0.030 |
302 |
6,170 |
-96 |
Sep10 |
100512 |
99.145 |
99.175 |
99.145 |
99.170 |
+0.040 |
679 |
3,437 |
+464 |
Dec10 |
100512 |
99.095 |
99.095 |
99.095 |
99.095 |
+0.030 |
100 |
1,594 |
-53 |
Total Volume and Open Interest |
1,249 |
16,918 |
+281 |
Long Gilt(LIFFE) |
Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
Sep10 |
100512 |
115~16 |
115~24 |
115~16 |
115~24 |
+0~18 |
3 |
14 |
-3 |
Total Volume and Open Interest |
124,022 |
304,381 |
-2,117 |
3-Mth Short Sterling(LIFFE) |
Jun10 |
100512 |
99.18 |
99.23 |
99.17 |
99.22 |
+0.05 |
83,908 |
338,518 |
-6,866 |
Sep10 |
100512 |
99.04 |
99.11 |
99.02 |
99.09 |
+0.07 |
171,640 |
408,398 |
+10,013 |
Dec10 |
100512 |
98.83 |
98.96 |
98.81 |
98.93 |
+0.11 |
118,005 |
374,157 |
-4,231 |
Mar11 |
100512 |
98.59 |
98.77 |
98.57 |
98.74 |
+0.15 |
95,150 |
231,553 |
+1,844 |
Jun11 |
100512 |
98.34 |
98.54 |
98.32 |
98.50 |
+0.16 |
86,253 |
301,376 |
-2,015 |
Sep11 |
100512 |
98.06 |
98.28 |
98.06 |
98.24 |
+0.16 |
74,561 |
191,467 |
+673 |
Total Volume and Open Interest |
760,816 |
2,357,319 |
+5,058 |
3-Mth Euribor(LIFFE) |
Jun10 |
100512 |
99.230 |
99.265 |
99.225 |
99.260 |
+0.030 |
385,089 |
894,703 |
+8,289 |
Sep10 |
100512 |
99.145 |
99.175 |
99.130 |
99.170 |
+0.035 |
482,176 |
869,889 |
+9,601 |
Dec10 |
100512 |
99.075 |
99.110 |
99.065 |
99.095 |
+0.030 |
323,807 |
527,019 |
+11,157 |
Total Volume and Open Interest |
2,308,721 |
4,227,563 |
+31,126 |
3-Mth Aus T-Bills(SFE) |
Jun10 |
100512 |
95.19 |
95.20 |
95.17 |
95.19 |
unch |
33,839 |
272,544 |
-20,020 |
Sep10 |
100512 |
95.05 |
95.06 |
95.01 |
95.05 |
unch |
30,947 |
235,399 |
-35,193 |
Dec10 |
100512 |
94.91 |
94.92 |
94.85 |
94.90 |
-0.01 |
16,642 |
129,002 |
-36,750 |
Mar11 |
100512 |
94.74 |
94.77 |
94.71 |
94.77 |
+0.01 |
6,780 |
56,539 |
-1,794 |
Jun11 |
100512 |
94.57 |
94.61 |
94.55 |
94.60 |
+0.01 |
3,785 |
44,588 |
-2,496 |
Sep11 |
100512 |
94.39 |
94.46 |
94.39 |
94.45 |
+0.02 |
2,788 |
28,000 |
-340 |
Dec11 |
100512 |
94.27 |
94.34 |
94.26 |
94.33 |
+0.02 |
1,904 |
24,421 |
+158 |
Mar12 |
100512 |
94.22 |
94.30 |
94.22 |
94.29 |
+0.03 |
904 |
11,830 |
+409 |
Jun12 |
100512 |
94.26 |
94.26 |
94.26 |
94.26 |
+0.02 |
508 |
5,415 |
+355 |
Sep12 |
100512 |
94.26 |
94.26 |
94.26 |
94.26 |
+0.01 |
204 |
2,562 |
+104 |
Total Volume and Open Interest |
98,503 |
811,426 |
-95,465 |
10-Year Aus T-Bonds(SFE) |
Jun10 |
100512 |
94.50 |
94.53 |
94.43 |
94.52 |
+0.01 |
59,076 |
408,640 |
-48,457 |
Sep10 |
100512 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.01 |
|
|
|
Total Volume and Open Interest |
59,076 |
408,640 |
-48,457 |
3-Year Aus T-Bonds(SFE) |
Jun10 |
100512 |
94.90 |
94.94 |
94.84 |
94.94 |
+0.03 |
136,301 |
958,921 |
-8,062 |
Sep10 |
100512 |
94.94 |
94.94 |
94.94 |
94.94 |
+0.03 |
|
|
|
Total Volume and Open Interest |
136,301 |
958,921 |
-8,062 |
Gold(CMX) |
Jun10 |
100512 |
1232.0 |
1249.2 |
1227.2 |
1243.1 |
+22.8 |
176,641 |
327,035 |
-3,360 |
Aug10 |
100512 |
1234.8 |
1251.0 |
1229.2 |
1244.9 |
+22.8 |
21,204 |
76,053 |
+6,380 |
Oct10 |
100512 |
1235.5 |
1252.0 |
1230.7 |
1246.5 |
+22.8 |
1,316 |
22,758 |
-445 |
Dec10 |
100512 |
1237.5 |
1254.1 |
1232.8 |
1248.2 |
+22.8 |
5,849 |
48,969 |
+942 |
Feb11 |
100512 |
1238.8 |
1253.6 |
1238.8 |
1250.0 |
+22.7 |
282 |
17,604 |
-53 |
Apr11 |
100512 |
1245.0 |
1251.9 |
1245.0 |
1251.9 |
+22.5 |
804 |
13,193 |
+631 |
Jun11 |
100512 |
596.5 |
598.7 |
594.9 |
598.7 |
+22.3 |
395 |
8,033 |
+155 |
Aug11 |
100512 |
1257.0 |
1257.0 |
1257.0 |
1257.0 |
+22.1 |
6 |
3,871 |
-2 |
Oct11 |
100512 |
1260.2 |
1260.2 |
1260.2 |
1260.2 |
+22.0 |
234 |
6,604 |
+230 |
Dec11 |
100512 |
1251.2 |
1268.5 |
1251.0 |
1263.5 |
+22.0 |
1,454 |
14,904 |
+559 |
Feb12 |
100512 |
1267.6 |
1267.6 |
1267.6 |
1267.6 |
+22.1 |
350 |
3,960 |
+335 |
Total Volume and Open Interest |
210,064 |
576,868 |
+5,941 |
Silver(CMX) |
May10 |
100512 |
1934.0 |
1965.0 |
1929.5 |
1964.0 |
+36.8 |
173 |
337 |
-58 |
Jul10 |
100512 |
1936.0 |
1973.5 |
1911.0 |
1966.3 |
+36.9 |
31,061 |
75,100 |
+452 |
Sep10 |
100512 |
1938.5 |
1976.0 |
1920.0 |
1969.6 |
+37.1 |
1,406 |
10,470 |
+155 |
Dec10 |
100512 |
1941.5 |
1981.0 |
1920.0 |
1974.3 |
+37.1 |
1,582 |
15,498 |
+594 |
Mar11 |
100512 |
1978.0 |
1978.3 |
1971.0 |
1978.3 |
+37.1 |
35 |
3,705 |
+9 |
May11 |
100512 |
1980.9 |
1980.9 |
1980.9 |
1980.9 |
+37.1 |
123 |
2,162 |
+11 |
Jul11 |
100512 |
1983.5 |
1983.5 |
1983.5 |
1983.5 |
+37.1 |
53 |
3,281 |
+17 |
Total Volume and Open Interest |
35,588 |
119,406 |
+1,237 |
Platinum(NYMEX) |
Jul10 |
100512 |
1707.7 |
1753.4 |
1695.5 |
1747.3 |
+46.5 |
5,749 |
33,909 |
-345 |
Oct10 |
100512 |
1711.0 |
1751.1 |
1711.0 |
1751.1 |
+46.5 |
102 |
1,380 |
+82 |
Jan11 |
100512 |
1703.0 |
1752.9 |
1703.0 |
1752.9 |
+46.6 |
6 |
271 |
+3 |
Apr11 |
100512 |
1752.9 |
1752.9 |
1752.9 |
1752.9 |
+46.6 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,859 |
35,570 |
-260 |
Palladium(NYMEX) |
Jun10 |
100512 |
531.50 |
550.05 |
526.50 |
547.45 |
+15.25 |
5,291 |
21,603 |
+47 |
Sep10 |
100512 |
532.70 |
551.40 |
528.50 |
548.95 |
+15.55 |
1,057 |
2,810 |
+979 |
Dec10 |
100512 |
531.10 |
552.00 |
531.10 |
550.15 |
+15.60 |
0 |
217 |
+0 |
Total Volume and Open Interest |
6,356 |
24,658 |
+1,031 |
Copper(CMX) |
May10 |
100512 |
316.95 |
321.05 |
313.00 |
317.60 |
-1.80 |
241 |
1,509 |
-311 |
Jul10 |
100512 |
317.25 |
324.40 |
313.50 |
318.80 |
-1.85 |
32,687 |
85,015 |
+1,465 |
Sep10 |
100512 |
319.00 |
326.00 |
315.40 |
320.65 |
-1.80 |
2,532 |
18,742 |
+297 |
Dec10 |
100512 |
322.30 |
327.50 |
319.35 |
322.60 |
-1.65 |
1,636 |
11,309 |
-20 |
Mar11 |
100512 |
323.00 |
323.70 |
323.00 |
323.70 |
-1.60 |
323 |
3,431 |
+243 |
Total Volume and Open Interest |
37,955 |
133,729 |
+1,665 |
DJIA Index(CBOT) |
Jun10 |
100512 |
10694 |
10880 |
10625 |
10876 |
+167 |
763 |
11,075 |
+11 |
Sep10 |
100512 |
10800 |
10818 |
10795 |
10818 |
+166 |
20 |
16 |
-3 |
Dec10 |
100512 |
10757 |
10757 |
10590 |
10757 |
+167 |
0 |
2 |
+0 |
Mar11 |
100512 |
10702 |
10702 |
10535 |
10702 |
+167 |
|
|
|
Total Volume and Open Interest |
783 |
11,093 |
+8 |
S & P 500(CME) |
Jun10 |
100512 |
1151.70 |
1171.00 |
1140.00 |
1169.70 |
+17.50 |
42,615 |
306,799 |
-2,622 |
Sep10 |
100512 |
1160.50 |
1166.80 |
1157.80 |
1165.30 |
+17.50 |
1,107 |
11,498 |
+729 |
Dec10 |
100512 |
1160.80 |
1162.40 |
1160.40 |
1160.80 |
+17.40 |
280 |
4,186 |
+249 |
Mar11 |
100512 |
1156.60 |
1158.20 |
1156.20 |
1156.60 |
+17.40 |
145 |
477 |
+102 |
Total Volume and Open Interest |
44,167 |
323,005 |
-1,522 |
S & P 500 E-Mini(Globex) |
Jun10 |
100512 |
1151.75 |
1171.25 |
1141.00 |
1169.75 |
+17.50 |
3,640,288 |
2,646,663 |
-652 |
Sep10 |
100512 |
1146.75 |
1166.75 |
1137.00 |
1165.25 |
+17.50 |
6,642 |
37,800 |
+2,213 |
Total Volume and Open Interest |
3,647,080 |
2,687,008 |
+1,597 |
NASDAQ 100(CME) |
Jun10 |
100512 |
1936.30 |
1977.00 |
1917.50 |
1972.80 |
+37.50 |
1,662 |
23,596 |
-527 |
Sep10 |
100512 |
1970.00 |
1971.00 |
1970.00 |
1971.00 |
+37.50 |
5 |
160 |
-3 |
Dec10 |
100512 |
1968.30 |
1968.30 |
1965.80 |
1968.30 |
+37.50 |
|
|
|
Total Volume and Open Interest |
1,667 |
23,756 |
-530 |
NASDAQ 100 E-Mini(Globex) |
Jun10 |
100512 |
1934.80 |
1976.30 |
1917.00 |
1972.80 |
+37.50 |
489,875 |
339,079 |
-17,212 |
Sep10 |
100512 |
1927.00 |
1974.00 |
1916.50 |
1971.00 |
+37.50 |
272 |
1,795 |
+35 |
Total Volume and Open Interest |
490,159 |
340,896 |
-17,175 |
S & P Midcap 400(CME) |
Jun10 |
100512 |
802.00 |
816.00 |
789.60 |
813.60 |
+17.90 |
6 |
2,069 |
-4 |
Sep10 |
100512 |
811.60 |
812.00 |
811.60 |
811.60 |
+17.90 |
|
|
|
Dec10 |
100512 |
809.60 |
810.00 |
809.60 |
809.60 |
+17.90 |
|
|
|
Total Volume and Open Interest |
6 |
2,069 |
-4 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun10 |
100512 |
10555 |
10555 |
10555 |
10555 |
+110 |
|
|
|
Sep10 |
100512 |
10610 |
10610 |
10605 |
10610 |
+110 |
1 |
5 |
+0 |
Total Volume and Open Interest |
26,435 |
56,896 |
+3,158 |
Nikkei 225(SGX) |
Jun10 |
100512 |
10400 |
10595 |
10340 |
10365 |
-35 |
224,250 |
188,419 |
-14,707 |
Sep10 |
100512 |
10505 |
10505 |
10350 |
10365 |
-30 |
357 |
1,349 |
+50 |
Dec10 |
100512 |
10320 |
10320 |
10320 |
10320 |
-30 |
0 |
968 |
+0 |
Total Volume and Open Interest |
224,868 |
195,282 |
-2,497 |
CAC 40(EURONEXT) |
May10 |
100512 |
3606.5 |
3730.5 |
3597.0 |
3701.5 |
+44.5 |
306,930 |
541,023 |
-56,484 |
Jun10 |
100512 |
3573.5 |
3693.5 |
3572.5 |
3669.0 |
+44.0 |
3,408 |
65,389 |
+1,351 |
Jul10 |
100512 |
3652.0 |
3684.5 |
3652.0 |
3665.5 |
+44.0 |
4 |
43 |
+3 |
Total Volume and Open Interest |
310,351 |
607,987 |
-55,125 |
Hang Seng Index(HKFE) |
May10 |
100512 |
19935 |
20150 |
19822 |
20144 |
+208 |
90,127 |
73,493 |
+611 |
Jun10 |
100512 |
19967 |
20124 |
19801 |
20119 |
+195 |
2,365 |
7,230 |
+107 |
Total Volume and Open Interest |
92,594 |
81,961 |
+791 |
DAX(EUREX) |
Jun10 |
100512 |
6025.0 |
6226.0 |
6006.5 |
6196.0 |
+153.5 |
280,354 |
187,745 |
-10,172 |
Sep10 |
100512 |
6022.0 |
6229.5 |
6016.5 |
6201.0 |
+153.5 |
845 |
10,343 |
+87 |
Dec10 |
100512 |
6029.5 |
6228.0 |
6029.5 |
6208.5 |
+154.0 |
665 |
1,822 |
+215 |
Total Volume and Open Interest |
281,864 |
199,910 |
-9,870 |
FT-SE 100(EURONEXT) |
Jun10 |
100512 |
5280.00 |
5398.50 |
5261.50 |
5361.00 |
+48.50 |
248,041 |
657,070 |
-21,760 |
Sep10 |
100512 |
5256.50 |
5320.50 |
5256.50 |
5320.50 |
+48.00 |
124 |
1,422 |
+6 |
Dec10 |
100512 |
5204.00 |
5311.50 |
5200.00 |
5294.50 |
+48.00 |
260 |
2,932 |
+1 |
Total Volume and Open Interest |
248,545 |
661,589 |
-21,633 |
SPI 200(SFE) |
Jun10 |
100512 |
4561.0 |
4636.0 |
4545.0 |
4583.0 |
+26.0 |
50,550 |
245,006 |
-14,702 |
Sep10 |
100512 |
4568.0 |
4610.0 |
4555.0 |
4569.0 |
+26.0 |
43 |
2,783 |
-29 |
Dec10 |
100512 |
4591.0 |
4591.0 |
4591.0 |
4591.0 |
+26.0 |
75 |
2,659 |
+2 |
Total Volume and Open Interest |
50,668 |
251,287 |
-14,729 |
GSCI(CME) |
May10 |
100512 |
513.10 |
514.10 |
507.70 |
510.25 |
+2.50 |
4,893 |
15,968 |
-2,643 |
Jun10 |
100512 |
522.50 |
525.50 |
518.50 |
523.00 |
+3.90 |
3,962 |
5,152 |
+3,576 |
Jul10 |
100512 |
531.50 |
533.50 |
527.70 |
531.50 |
+3.00 |
|
|
|
Total Volume and Open Interest |
8,855 |
21,120 |
+933 |
Reuters CCI(ICE) |
Jun10 |
100512 |
267.20 |
267.20 |
267.20 |
267.20 |
+1.80 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|