|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon May 17, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100517 |
954.00 |
955.00 |
937.50 |
941.00 |
-12.50 |
48,237 |
226,064 |
-1,616 |
| Aug10 |
100517 |
947.75 |
948.50 |
934.00 |
935.25 |
-12.25 |
2,259 |
17,203 |
-3,250 |
| Sep10 |
100517 |
931.50 |
931.50 |
918.00 |
920.75 |
-10.75 |
1,087 |
13,118 |
+122 |
| Nov10 |
100517 |
927.00 |
927.25 |
911.75 |
916.50 |
-9.75 |
13,552 |
157,046 |
-1,573 |
| Jan11 |
100517 |
934.25 |
935.00 |
921.50 |
925.50 |
-9.50 |
556 |
10,438 |
+38 |
| Mar11 |
100517 |
937.75 |
941.75 |
929.00 |
932.75 |
-9.00 |
168 |
5,355 |
+38 |
| May11 |
100517 |
937.25 |
945.00 |
933.75 |
937.25 |
-7.75 |
96 |
4,522 |
+57 |
| Total Volume and Open Interest |
67,661 |
451,547 |
-6,501 |
| Soybean Meal(CBOT) |
| Jul10 |
100517 |
278.00 |
278.40 |
272.90 |
273.90 |
-2.90 |
27,533 |
97,020 |
+1,020 |
| Aug10 |
100517 |
273.60 |
274.00 |
269.80 |
270.60 |
-2.20 |
2,370 |
15,810 |
-152 |
| Sep10 |
100517 |
268.00 |
268.00 |
264.20 |
265.00 |
-1.40 |
1,368 |
12,577 |
+98 |
| Oct10 |
100517 |
261.30 |
261.30 |
257.80 |
258.80 |
-0.80 |
599 |
8,040 |
-197 |
| Dec10 |
100517 |
260.00 |
260.50 |
256.40 |
257.90 |
-0.70 |
5,774 |
34,966 |
+10 |
| Jan11 |
100517 |
260.40 |
260.90 |
258.10 |
258.60 |
-0.60 |
88 |
4,502 |
+25 |
| Mar11 |
100517 |
262.20 |
262.20 |
259.70 |
259.80 |
-0.60 |
360 |
3,842 |
+119 |
| May11 |
100517 |
260.50 |
261.50 |
260.00 |
260.00 |
-0.60 |
90 |
1,602 |
-34 |
| Total Volume and Open Interest |
38,993 |
181,214 |
+493 |
| Soybean Oil(CBOT) |
| Jul10 |
100517 |
37.60 |
37.69 |
36.92 |
37.13 |
-0.38 |
28,011 |
169,428 |
+215 |
| Aug10 |
100517 |
37.88 |
37.90 |
37.15 |
37.35 |
-0.36 |
2,629 |
21,096 |
+20 |
| Sep10 |
100517 |
37.89 |
37.98 |
37.37 |
37.53 |
-0.35 |
801 |
14,806 |
+65 |
| Oct10 |
100517 |
38.16 |
38.20 |
37.47 |
37.68 |
-0.35 |
741 |
11,563 |
+32 |
| Dec10 |
100517 |
38.58 |
38.59 |
37.85 |
38.05 |
-0.35 |
10,409 |
64,567 |
+2,372 |
| Jan11 |
100517 |
38.50 |
38.50 |
38.19 |
38.35 |
-0.32 |
170 |
3,540 |
+33 |
| Mar11 |
100517 |
38.75 |
38.97 |
38.60 |
38.67 |
-0.30 |
82 |
1,815 |
-10 |
| May11 |
100517 |
39.00 |
39.17 |
38.86 |
38.90 |
-0.27 |
87 |
1,387 |
+10 |
| Total Volume and Open Interest |
43,311 |
290,629 |
+2,610 |
| Canola(WCE) |
| May10 |
100514 |
379.9 |
379.9 |
379.9 |
379.9 |
+1.2 |
3 |
0 |
+0 |
| Jul10 |
100517 |
375.7 |
379.7 |
375.1 |
375.4 |
-4.3 |
4,034 |
93,725 |
-378 |
| Nov10 |
100517 |
384.3 |
384.3 |
379.8 |
381.9 |
-2.7 |
1,990 |
32,606 |
+1,013 |
| Jan11 |
100517 |
385.0 |
387.7 |
385.0 |
386.7 |
-2.3 |
469 |
3,012 |
+323 |
| Mar11 |
100517 |
390.2 |
391.6 |
390.0 |
391.4 |
-1.9 |
279 |
1,907 |
+235 |
| Total Volume and Open Interest |
6,806 |
132,811 |
+1,201 |
| Corn(CBOT) |
| Jul10 |
100517 |
364.00 |
364.50 |
355.50 |
356.00 |
-7.00 |
103,452 |
514,634 |
-3,165 |
| Sep10 |
100517 |
371.50 |
372.25 |
363.50 |
364.00 |
-6.25 |
23,075 |
158,615 |
-11 |
| Dec10 |
100517 |
380.75 |
382.00 |
373.00 |
373.75 |
-6.25 |
47,631 |
369,879 |
+1,704 |
| Mar11 |
100517 |
393.75 |
394.00 |
385.00 |
386.50 |
-6.00 |
2,687 |
52,942 |
+171 |
| May11 |
100517 |
402.75 |
403.00 |
394.25 |
395.25 |
-5.75 |
628 |
9,294 |
-136 |
| Jul11 |
100517 |
409.00 |
409.00 |
401.25 |
402.75 |
-5.50 |
2,648 |
29,102 |
+813 |
| Total Volume and Open Interest |
183,703 |
1,199,643 |
-582 |
| Wheat(CBOT) |
| Jul10 |
100517 |
471.00 |
474.50 |
466.25 |
469.00 |
-2.50 |
44,535 |
244,759 |
+2,254 |
| Sep10 |
100517 |
488.25 |
491.00 |
483.75 |
486.25 |
-2.50 |
10,059 |
78,149 |
-90 |
| Dec10 |
100517 |
519.00 |
522.50 |
515.00 |
517.50 |
-2.00 |
11,087 |
73,747 |
+678 |
| Mar11 |
100517 |
550.00 |
551.50 |
544.25 |
546.50 |
-2.00 |
2,968 |
22,231 |
+600 |
| May11 |
100517 |
560.50 |
565.50 |
560.50 |
562.25 |
-1.00 |
378 |
6,645 |
+202 |
| Total Volume and Open Interest |
70,689 |
459,437 |
+3,668 |
| Wheat(KCBT) |
| Jul10 |
100517 |
490.75 |
493.50 |
486.00 |
490.00 |
-1.00 |
14,745 |
62,429 |
-1,390 |
| Sep10 |
100517 |
501.00 |
505.25 |
498.25 |
501.50 |
-0.75 |
2,809 |
18,693 |
+100 |
| Dec10 |
100517 |
520.00 |
522.25 |
516.00 |
519.25 |
-0.75 |
8,789 |
45,489 |
+144 |
| Mar11 |
100517 |
536.50 |
540.75 |
533.75 |
536.75 |
-0.50 |
1,107 |
12,468 |
+334 |
| May11 |
100517 |
547.50 |
552.50 |
546.75 |
549.25 |
-0.25 |
265 |
4,214 |
+188 |
| Total Volume and Open Interest |
28,103 |
154,330 |
-445 |
| Wheat(MGE) |
| May10 |
100514 |
507.50 |
507.50 |
507.50 |
507.50 |
-5.75 |
11 |
13 |
-4 |
| Jul10 |
100517 |
513.25 |
514.00 |
508.50 |
511.75 |
-1.00 |
2,282 |
17,450 |
-22 |
| Sep10 |
100517 |
522.50 |
525.75 |
520.00 |
524.00 |
unch |
458 |
8,893 |
+148 |
| Dec10 |
100517 |
540.00 |
542.75 |
537.25 |
541.25 |
unch |
379 |
8,747 |
-25 |
| Mar11 |
100517 |
558.25 |
560.25 |
555.00 |
558.00 |
-0.50 |
450 |
2,177 |
+55 |
| Total Volume and Open Interest |
3,603 |
41,644 |
+134 |
| Oats(CBOT) |
| Jul10 |
100517 |
195.00 |
196.25 |
188.25 |
190.75 |
-5.00 |
341 |
12,226 |
+26 |
| Sep10 |
100517 |
204.00 |
204.00 |
195.75 |
198.75 |
-5.00 |
28 |
1,299 |
+10 |
| Dec10 |
100517 |
211.50 |
214.50 |
206.75 |
209.50 |
-5.00 |
78 |
3,567 |
+40 |
| Mar11 |
100517 |
219.00 |
226.00 |
219.00 |
221.00 |
-5.00 |
10 |
76 |
+0 |
| Total Volume and Open Interest |
463 |
17,172 |
+80 |
| Rough Rice(CBOT) |
| May10 |
100517 |
11.60 |
11.60 |
11.60 |
11.60 |
unch |
4 |
4 |
-1 |
| Jul10 |
100517 |
11.81 |
11.88 |
11.52 |
11.62 |
-0.18 |
370 |
8,839 |
+54 |
| Sep10 |
100517 |
11.30 |
11.30 |
11.00 |
11.14 |
-0.18 |
100 |
3,421 |
+24 |
| Nov10 |
100517 |
11.49 |
11.54 |
11.20 |
11.32 |
-0.18 |
39 |
1,823 |
+0 |
| Total Volume and Open Interest |
533 |
15,367 |
+83 |
| Live Cattle(CME) |
| Jun10 |
100517 |
93.250 |
93.500 |
92.430 |
92.500 |
-0.750 |
31,867 |
87,674 |
-11,467 |
| Aug10 |
100517 |
92.000 |
92.230 |
91.150 |
91.200 |
-0.800 |
27,872 |
141,627 |
+8,966 |
| Oct10 |
100517 |
93.450 |
93.600 |
92.450 |
92.580 |
-0.750 |
6,906 |
73,641 |
+914 |
| Dec10 |
100517 |
95.400 |
95.635 |
94.450 |
94.550 |
-0.780 |
4,113 |
41,098 |
+893 |
| Feb11 |
100517 |
96.680 |
96.750 |
95.580 |
95.900 |
-0.500 |
302 |
19,628 |
+30 |
| Apr11 |
100517 |
96.900 |
97.000 |
96.000 |
96.600 |
-0.535 |
415 |
8,261 |
+176 |
| Total Volume and Open Interest |
71,519 |
374,964 |
-470 |
| Feeder Cattle(CME) |
| May10 |
100517 |
110.385 |
110.385 |
109.500 |
109.650 |
-0.580 |
1,020 |
5,271 |
-471 |
| Aug10 |
100517 |
113.100 |
113.350 |
112.000 |
112.050 |
-0.930 |
1,512 |
25,821 |
+425 |
| Sep10 |
100517 |
112.700 |
113.100 |
111.900 |
112.050 |
-0.600 |
615 |
5,492 |
-120 |
| Oct10 |
100517 |
112.100 |
112.700 |
111.600 |
111.900 |
-0.600 |
254 |
2,771 |
+79 |
| Nov10 |
100517 |
112.050 |
112.050 |
111.150 |
111.400 |
-0.650 |
114 |
1,304 |
+8 |
| Jan11 |
100517 |
110.430 |
110.500 |
109.800 |
110.000 |
-0.400 |
66 |
442 |
+26 |
| Mar11 |
100517 |
109.500 |
109.500 |
109.500 |
109.500 |
-0.500 |
3 |
55 |
+3 |
| Total Volume and Open Interest |
3,584 |
41,162 |
-50 |
| Lean Hogs(CME) |
| Jun10 |
100517 |
83.350 |
83.500 |
81.450 |
81.500 |
-2.050 |
22,643 |
45,288 |
-3,998 |
| Jul10 |
100517 |
83.635 |
83.830 |
81.550 |
81.600 |
-2.230 |
16,514 |
61,093 |
+6,018 |
| Aug10 |
100517 |
83.500 |
83.550 |
81.450 |
81.500 |
-2.000 |
6,534 |
47,668 |
-421 |
| Oct10 |
100517 |
75.285 |
75.285 |
72.830 |
73.180 |
-2.105 |
6,153 |
36,242 |
+1,064 |
| Dec10 |
100517 |
71.580 |
71.580 |
69.225 |
69.700 |
-2.000 |
3,048 |
22,378 |
+801 |
| Feb11 |
100517 |
71.150 |
71.150 |
69.500 |
69.800 |
-2.350 |
647 |
6,594 |
+307 |
| Apr11 |
100517 |
71.535 |
72.000 |
70.200 |
70.800 |
-2.100 |
233 |
3,206 |
+184 |
| May11 |
100517 |
73.830 |
75.000 |
73.830 |
75.000 |
-1.000 |
0 |
132 |
+0 |
| Total Volume and Open Interest |
56,357 |
226,369 |
+3,796 |
| Pork Bellies(CME) |
| May10 |
100517 |
102.250 |
102.250 |
102.250 |
102.250 |
-1.000 |
11 |
28 |
+1 |
| Jul10 |
100517 |
99.535 |
100.200 |
98.550 |
98.550 |
-2.850 |
5 |
143 |
-1 |
| Aug10 |
100517 |
98.000 |
98.000 |
98.000 |
98.000 |
unch |
1 |
22 |
+0 |
| Feb11 |
100517 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
3 |
+0 |
| Mar11 |
100517 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
17 |
197 |
+0 |
| Class III Milk(CME) |
| May10 |
100517 |
13.41 |
13.41 |
13.29 |
13.37 |
+0.04 |
46 |
4,736 |
-9 |
| Jun10 |
100517 |
13.92 |
13.98 |
13.72 |
13.75 |
-0.13 |
147 |
4,752 |
+29 |
| Jul10 |
100517 |
14.69 |
14.69 |
14.30 |
14.31 |
-0.22 |
184 |
3,910 |
+84 |
| Aug10 |
100517 |
15.07 |
15.16 |
14.90 |
14.91 |
-0.15 |
42 |
3,392 |
+6 |
| Sep10 |
100517 |
15.19 |
15.30 |
15.03 |
15.05 |
-0.14 |
62 |
3,173 |
+30 |
| Total Volume and Open Interest |
543 |
28,746 |
+164 |
| Cocoa(ICE) |
| May10 |
100514 |
2931 |
2946 |
2931 |
2900 |
unch |
6 |
0 |
-6 |
| Jul10 |
100517 |
2812 |
2824 |
2767 |
2814 |
+2 |
9,526 |
54,776 |
-1,174 |
| Sep10 |
100517 |
2830 |
2847 |
2794 |
2840 |
+4 |
1,565 |
27,673 |
-116 |
| Dec10 |
100517 |
2880 |
2880 |
2830 |
2869 |
+1 |
1,051 |
15,748 |
-208 |
| Mar11 |
100517 |
2910 |
2910 |
2876 |
2895 |
-1 |
177 |
15,622 |
+89 |
| May11 |
100517 |
2900 |
2906 |
2900 |
2906 |
-1 |
25 |
6,358 |
-8 |
| Jul11 |
100517 |
2914 |
2914 |
2912 |
2914 |
+2 |
30 |
2,886 |
+21 |
| Total Volume and Open Interest |
12,485 |
128,689 |
-1,366 |
| Coffee "C"(ICE) |
| May10 |
100517 |
133.40 |
134.55 |
133.00 |
134.55 |
+0.30 |
1 |
30 |
-1 |
| Jul10 |
100517 |
134.05 |
134.05 |
132.00 |
132.55 |
-1.75 |
6,383 |
74,357 |
-739 |
| Sep10 |
100517 |
135.20 |
135.30 |
133.50 |
134.00 |
-1.80 |
2,321 |
26,967 |
-195 |
| Dec10 |
100517 |
136.65 |
136.75 |
135.20 |
135.60 |
-1.85 |
1,513 |
18,920 |
+77 |
| Mar11 |
100517 |
137.90 |
138.00 |
136.75 |
136.90 |
-1.90 |
302 |
7,557 |
-117 |
| May11 |
100517 |
138.60 |
138.60 |
136.40 |
136.70 |
-2.85 |
170 |
4,349 |
-5 |
| Total Volume and Open Interest |
10,870 |
135,241 |
-909 |
| Orange Juice(ICE) |
| Jul10 |
100517 |
142.20 |
144.05 |
141.80 |
142.85 |
+0.25 |
776 |
19,258 |
+102 |
| Sep10 |
100517 |
144.20 |
144.70 |
143.10 |
143.60 |
+0.10 |
178 |
6,747 |
+11 |
| Nov10 |
100517 |
143.95 |
144.20 |
143.80 |
143.95 |
unch |
89 |
1,553 |
-10 |
| Jan11 |
100517 |
145.00 |
145.00 |
144.55 |
144.55 |
-0.05 |
21 |
815 |
-5 |
| Mar11 |
100517 |
144.75 |
144.75 |
144.75 |
144.75 |
-0.55 |
15 |
169 |
+0 |
| May11 |
100517 |
144.30 |
144.30 |
144.30 |
144.30 |
-0.55 |
33 |
154 |
+31 |
| Total Volume and Open Interest |
1,112 |
28,895 |
+129 |
| Sugar #11(ICE) |
| Jul10 |
100517 |
14.03 |
14.53 |
13.81 |
13.89 |
-0.24 |
33,847 |
290,566 |
-4,315 |
| Oct10 |
100517 |
14.60 |
15.08 |
14.37 |
14.44 |
-0.29 |
14,867 |
159,543 |
-805 |
| Mar11 |
100517 |
15.26 |
15.84 |
15.20 |
15.26 |
-0.26 |
4,955 |
79,835 |
-220 |
| May11 |
100517 |
15.24 |
15.68 |
15.15 |
15.23 |
-0.20 |
808 |
24,677 |
-182 |
| Jul11 |
100517 |
15.31 |
15.65 |
15.16 |
15.31 |
-0.16 |
738 |
28,086 |
+122 |
| Total Volume and Open Interest |
56,544 |
648,081 |
-5,047 |
| London Cocoa(LCE) |
| Jul10 |
100513 |
2282 |
2291 |
2252 |
2256 |
-31 |
28,703 |
59,743 |
+5,567 |
| Sep10 |
100517 |
2185 |
2206 |
2161 |
2202 |
+10 |
4,010 |
32,801 |
+1,405 |
| Dec10 |
100517 |
2149 |
2174 |
2130 |
2173 |
+16 |
1,478 |
21,969 |
+274 |
| Mar11 |
100517 |
2129 |
2160 |
2119 |
2160 |
+19 |
1,326 |
20,715 |
+180 |
| May11 |
100517 |
2136 |
2163 |
2123 |
2163 |
+19 |
0 |
4,132 |
+0 |
| Jul11 |
100517 |
2132 |
2167 |
2131 |
2167 |
+19 |
0 |
916 |
+0 |
| Sep11 |
100517 |
2170 |
2170 |
2170 |
2170 |
+18 |
0 |
1,843 |
+0 |
| Total Volume and Open Interest |
12,565 |
151,030 |
+487 |
| London Sugar(LCE) |
| Aug10 |
100517 |
463.80 |
478.10 |
460.30 |
468.50 |
+2.50 |
4,208 |
32,792 |
-429 |
| Oct10 |
100517 |
424.10 |
436.00 |
424.10 |
426.20 |
-2.30 |
1,597 |
15,114 |
+292 |
| Dec10 |
100517 |
423.80 |
424.00 |
413.00 |
415.20 |
-1.50 |
418 |
4,395 |
-102 |
| Mar11 |
100517 |
424.00 |
432.00 |
421.30 |
423.50 |
-1.50 |
814 |
3,600 |
+391 |
| May11 |
100517 |
426.50 |
428.30 |
421.10 |
424.00 |
-1.40 |
162 |
1,889 |
+52 |
| Total Volume and Open Interest |
7,215 |
58,194 |
+205 |
| Cotton(ICE) |
| Jul10 |
100517 |
80.85 |
81.64 |
80.51 |
81.20 |
+0.48 |
7,777 |
103,468 |
-511 |
| Oct10 |
100517 |
76.81 |
77.50 |
76.81 |
77.21 |
+0.41 |
257 |
2,388 |
-138 |
| Dec10 |
100517 |
77.60 |
78.00 |
77.05 |
77.42 |
-0.05 |
5,018 |
60,338 |
+1,396 |
| Mar11 |
100517 |
78.80 |
79.09 |
78.26 |
78.63 |
unch |
187 |
8,211 |
+138 |
| May11 |
100517 |
78.57 |
78.57 |
78.57 |
78.57 |
-0.17 |
14 |
168 |
-13 |
| Jul11 |
100517 |
78.99 |
78.99 |
78.39 |
78.60 |
-0.23 |
39 |
3,011 |
+31 |
| Total Volume and Open Interest |
13,293 |
178,878 |
+904 |
| Lumber(CME) |
| Jul10 |
100517 |
261.7 |
261.7 |
251.3 |
251.3 |
-10.0 |
1,040 |
4,652 |
-42 |
| Sep10 |
100517 |
268.5 |
271.2 |
262.0 |
262.0 |
-10.0 |
275 |
2,073 |
-96 |
| Nov10 |
100517 |
255.8 |
257.8 |
250.0 |
250.0 |
-10.0 |
63 |
652 |
-16 |
| Jan11 |
100517 |
266.0 |
266.0 |
266.0 |
266.0 |
-10.0 |
1 |
21 |
+1 |
| Total Volume and Open Interest |
1,549 |
7,650 |
-288 |
| Crude Oil(NYM) |
| Jun10 |
100517 |
71.79 |
72.25 |
69.27 |
70.08 |
-1.53 |
532,331 |
185,618 |
-29,030 |
| Jul10 |
100517 |
75.63 |
75.94 |
72.77 |
73.22 |
-2.21 |
335,848 |
374,665 |
+36,559 |
| Aug10 |
100517 |
77.81 |
78.03 |
74.81 |
75.06 |
-2.61 |
117,949 |
103,243 |
-1,000 |
| Sep10 |
100517 |
78.97 |
79.19 |
75.90 |
76.17 |
-2.81 |
54,590 |
87,843 |
-396 |
| Oct10 |
100517 |
79.68 |
80.03 |
76.69 |
76.90 |
-2.90 |
21,294 |
41,223 |
+1,663 |
| Nov10 |
100517 |
80.00 |
80.58 |
77.36 |
77.51 |
-2.96 |
13,198 |
35,913 |
+1,842 |
| Dec10 |
100517 |
81.50 |
81.50 |
77.82 |
78.03 |
-3.00 |
52,936 |
204,943 |
+1,386 |
| Jan11 |
100517 |
81.03 |
81.03 |
78.42 |
78.42 |
-3.01 |
4,645 |
32,517 |
-801 |
| Feb11 |
100517 |
81.83 |
81.96 |
78.78 |
78.78 |
-3.02 |
3,229 |
17,739 |
+725 |
| Mar11 |
100517 |
80.87 |
80.89 |
79.12 |
79.12 |
-3.03 |
3,714 |
18,408 |
+1,253 |
| Apr11 |
100517 |
80.01 |
80.01 |
79.45 |
79.45 |
-3.04 |
1,690 |
12,023 |
-134 |
| May11 |
100517 |
80.04 |
80.10 |
79.76 |
79.76 |
-3.05 |
1,706 |
7,194 |
-95 |
| Jun11 |
100517 |
82.50 |
83.19 |
80.04 |
80.04 |
-3.06 |
5,538 |
42,297 |
+745 |
| Jul11 |
100517 |
80.30 |
80.30 |
80.27 |
80.30 |
-3.07 |
852 |
6,235 |
+275 |
| Aug11 |
100517 |
80.51 |
80.51 |
80.48 |
80.51 |
-3.09 |
408 |
4,889 |
+74 |
| Sep11 |
100517 |
80.72 |
80.72 |
80.69 |
80.72 |
-3.11 |
435 |
7,193 |
-28 |
| Total Volume and Open Interest |
1,169,169 |
1,482,103 |
+12,258 |
| 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 |
100517 |
75.100 |
75.725 |
72.775 |
73.225 |
-2.200 |
2,338 |
2,568 |
+137 |
| Aug10 |
100517 |
77.800 |
77.850 |
74.950 |
75.050 |
-2.625 |
155 |
533 |
+58 |
| Sep10 |
100517 |
78.600 |
78.600 |
76.125 |
76.175 |
-2.800 |
28 |
138 |
+4 |
| Oct10 |
100517 |
79.475 |
79.475 |
76.900 |
76.900 |
-2.900 |
6 |
17 |
+6 |
| Nov10 |
100517 |
80.100 |
80.100 |
77.500 |
77.500 |
-2.975 |
5 |
6 |
+5 |
| Dec10 |
100517 |
79.100 |
79.100 |
78.025 |
78.025 |
-3.000 |
2 |
73 |
-2 |
| Jan11 |
100517 |
80.500 |
80.500 |
78.425 |
78.425 |
-3.000 |
0 |
1 |
+0 |
| Feb11 |
100517 |
78.775 |
78.775 |
78.775 |
78.775 |
-3.025 |
|
|
|
| Total Volume and Open Interest |
19,114 |
8,919 |
-411 |
| Heating Oil(NYM) |
| Jun10 |
100517 |
206.16 |
206.98 |
198.16 |
198.52 |
-7.54 |
54,455 |
62,515 |
-6,360 |
| Jul10 |
100517 |
207.61 |
208.45 |
199.75 |
200.20 |
-7.32 |
37,033 |
61,387 |
+4,477 |
| Aug10 |
100517 |
209.68 |
209.77 |
201.72 |
202.14 |
-7.17 |
15,540 |
32,695 |
+1,035 |
| Sep10 |
100517 |
210.50 |
211.49 |
204.17 |
204.70 |
-6.99 |
6,149 |
24,794 |
+271 |
| Oct10 |
100517 |
212.65 |
215.09 |
206.82 |
207.44 |
-6.86 |
3,930 |
16,674 |
+326 |
| Nov10 |
100517 |
215.00 |
217.83 |
209.73 |
210.19 |
-6.80 |
2,014 |
11,923 |
+245 |
| Dec10 |
100517 |
218.78 |
220.55 |
212.48 |
212.95 |
-6.76 |
8,533 |
40,745 |
-136 |
| Jan11 |
100517 |
223.51 |
223.51 |
215.48 |
215.92 |
-6.70 |
1,338 |
17,374 |
+0 |
| Feb11 |
100517 |
225.62 |
225.62 |
217.63 |
218.00 |
-6.63 |
827 |
6,989 |
+146 |
| Mar11 |
100517 |
226.49 |
226.49 |
218.50 |
218.90 |
-6.53 |
488 |
6,130 |
+186 |
| Apr11 |
100517 |
226.61 |
226.61 |
218.78 |
218.78 |
-6.55 |
266 |
3,191 |
+11 |
| May11 |
100517 |
223.57 |
223.57 |
218.76 |
218.76 |
-6.55 |
205 |
2,317 |
-7 |
| Total Volume and Open Interest |
132,425 |
320,756 |
+452 |
| Gasoline(NYMEX) |
| Jun10 |
100517 |
213.53 |
214.10 |
204.15 |
204.31 |
-8.77 |
55,287 |
60,300 |
-7,662 |
| Jul10 |
100517 |
212.80 |
213.85 |
204.03 |
204.24 |
-8.68 |
34,479 |
74,434 |
+4,424 |
| Aug10 |
100517 |
212.60 |
213.00 |
204.01 |
204.15 |
-8.56 |
15,412 |
36,746 |
+2,454 |
| Sep10 |
100517 |
210.70 |
212.03 |
203.74 |
203.89 |
-8.30 |
9,192 |
36,935 |
-1,032 |
| Oct10 |
100517 |
198.20 |
202.00 |
193.61 |
193.75 |
-8.00 |
2,995 |
20,695 |
-25 |
| Nov10 |
100517 |
199.60 |
199.60 |
193.40 |
193.40 |
-7.86 |
1,639 |
16,413 |
-60 |
| Dec10 |
100517 |
200.05 |
202.05 |
193.85 |
194.03 |
-7.82 |
2,435 |
12,004 |
-218 |
| Jan11 |
100517 |
201.95 |
201.95 |
195.90 |
195.90 |
-7.71 |
251 |
5,459 |
-27 |
| Feb11 |
100517 |
203.75 |
203.75 |
198.05 |
198.05 |
-7.71 |
98 |
1,973 |
+10 |
| Mar11 |
100517 |
205.95 |
205.95 |
200.30 |
200.30 |
-7.70 |
66 |
1,139 |
+12 |
| Total Volume and Open Interest |
122,025 |
278,693 |
-2,070 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100517 |
204.30 |
204.31 |
204.30 |
204.30 |
-8.80 |
0 |
6 |
+0 |
| Jul10 |
100517 |
204.20 |
204.24 |
204.20 |
204.20 |
-8.70 |
0 |
1 |
+0 |
| Aug10 |
100517 |
204.20 |
204.20 |
204.15 |
204.20 |
-8.50 |
0 |
2 |
+0 |
| Sep10 |
100517 |
203.90 |
203.90 |
203.89 |
203.90 |
-8.30 |
|
|
|
| Total Volume and Open Interest |
0 |
16 |
+0 |
| Natural Gas(NYM) |
| Jun10 |
100517 |
4.325 |
4.413 |
4.282 |
4.398 |
+0.086 |
173,506 |
98,249 |
-18,635 |
| Jul10 |
100517 |
4.416 |
4.500 |
4.372 |
4.489 |
+0.080 |
97,984 |
182,423 |
+7,221 |
| Aug10 |
100517 |
4.472 |
4.570 |
4.444 |
4.557 |
+0.079 |
26,448 |
68,058 |
-3,013 |
| Sep10 |
100517 |
4.554 |
4.616 |
4.497 |
4.608 |
+0.078 |
23,741 |
68,725 |
+164 |
| Oct10 |
100517 |
4.639 |
4.718 |
4.600 |
4.705 |
+0.067 |
29,663 |
82,115 |
+4,118 |
| Nov10 |
100517 |
5.060 |
5.086 |
4.979 |
5.065 |
+0.051 |
8,581 |
20,179 |
+1,385 |
| Dec10 |
100517 |
5.429 |
5.470 |
5.375 |
5.438 |
+0.029 |
9,700 |
34,527 |
+1,220 |
| Jan11 |
100517 |
5.682 |
5.682 |
5.589 |
5.651 |
+0.028 |
13,096 |
50,631 |
+351 |
| Feb11 |
100517 |
5.615 |
5.632 |
5.577 |
5.611 |
+0.026 |
1,947 |
17,986 |
+154 |
| Mar11 |
100517 |
5.473 |
5.538 |
5.452 |
5.503 |
+0.020 |
5,666 |
42,554 |
+666 |
| Apr11 |
100517 |
5.362 |
5.362 |
5.273 |
5.305 |
-0.003 |
6,081 |
38,135 |
+305 |
| May11 |
100517 |
5.364 |
5.365 |
5.300 |
5.326 |
-0.005 |
1,669 |
22,596 |
+731 |
| Jun11 |
100517 |
5.400 |
5.421 |
5.347 |
5.372 |
-0.007 |
356 |
6,775 |
+71 |
| Jul11 |
100517 |
5.414 |
5.435 |
5.414 |
5.435 |
-0.009 |
152 |
4,777 |
-8 |
| Aug11 |
100517 |
5.469 |
5.487 |
5.469 |
5.487 |
-0.009 |
114 |
5,228 |
+32 |
| Sep11 |
100517 |
5.502 |
5.517 |
5.495 |
5.517 |
-0.009 |
97 |
4,907 |
+7 |
| Total Volume and Open Interest |
402,506 |
870,095 |
-3,662 |
| Brent Crude Oil(ICE) |
| Jul10 |
100517 |
78.05 |
78.47 |
74.75 |
75.10 |
-2.83 |
217,546 |
220,408 |
+23,986 |
| Aug10 |
100517 |
79.00 |
79.49 |
75.75 |
76.11 |
-2.85 |
69,943 |
105,089 |
+11,923 |
| Sep10 |
100517 |
79.80 |
80.25 |
76.59 |
76.94 |
-2.86 |
26,474 |
71,286 |
+5,039 |
| Oct10 |
100517 |
80.41 |
80.88 |
77.24 |
77.59 |
-2.88 |
14,117 |
28,634 |
+998 |
| Nov10 |
100517 |
80.97 |
81.38 |
77.81 |
78.15 |
-2.92 |
10,400 |
21,046 |
+391 |
| Dec10 |
100517 |
81.50 |
81.99 |
78.33 |
78.66 |
-2.95 |
28,332 |
104,592 |
+1,248 |
| Jan11 |
100517 |
81.82 |
82.15 |
79.10 |
79.10 |
-2.95 |
5,112 |
20,903 |
+332 |
| Feb11 |
100517 |
82.25 |
82.58 |
79.52 |
79.52 |
-2.96 |
3,964 |
10,550 |
-445 |
| Mar11 |
100517 |
82.77 |
83.00 |
79.93 |
79.93 |
-2.96 |
1,482 |
7,455 |
+419 |
| Apr11 |
100517 |
80.32 |
80.32 |
80.32 |
80.32 |
-2.96 |
629 |
4,968 |
+40 |
| May11 |
100517 |
80.69 |
80.69 |
80.69 |
80.69 |
-2.96 |
468 |
4,368 |
-127 |
| Jun11 |
100517 |
82.47 |
84.15 |
81.00 |
81.03 |
-2.97 |
1,932 |
17,128 |
-883 |
| Jul11 |
100517 |
81.34 |
81.34 |
81.34 |
81.34 |
-2.97 |
158 |
3,268 |
+48 |
| Aug11 |
100517 |
81.61 |
81.61 |
81.61 |
81.61 |
-2.97 |
66 |
2,200 |
-1 |
| Total Volume and Open Interest |
494,701 |
763,453 |
-5,795 |
| Gas Oil(ICE) |
| Jun10 |
100517 |
655.00 |
658.50 |
632.25 |
637.25 |
-25.00 |
54,392 |
103,892 |
-5,478 |
| Jul10 |
100517 |
659.25 |
663.00 |
636.25 |
641.25 |
-25.75 |
36,044 |
78,324 |
+7,305 |
| Aug10 |
100517 |
654.25 |
668.25 |
641.75 |
646.75 |
-25.75 |
11,011 |
33,539 |
+733 |
| Sep10 |
100517 |
662.25 |
673.75 |
647.75 |
653.00 |
-25.50 |
6,747 |
35,034 |
-657 |
| Oct10 |
100517 |
671.50 |
677.75 |
653.50 |
658.50 |
-25.50 |
4,829 |
29,787 |
+269 |
| Nov10 |
100517 |
674.25 |
682.50 |
659.00 |
663.75 |
-25.25 |
2,018 |
22,276 |
+65 |
| Dec10 |
100517 |
681.75 |
689.50 |
663.75 |
668.75 |
-25.25 |
13,474 |
90,503 |
+668 |
| Jan11 |
100517 |
685.00 |
691.75 |
674.00 |
674.50 |
-25.25 |
1,574 |
25,327 |
-12 |
| Feb11 |
100517 |
689.50 |
698.25 |
676.00 |
679.25 |
-25.25 |
582 |
13,054 |
+279 |
| Mar11 |
100517 |
690.00 |
700.00 |
680.25 |
683.50 |
-25.25 |
443 |
8,690 |
-140 |
| Total Volume and Open Interest |
135,142 |
518,958 |
+3,571 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100517 |
1.623 |
1.623 |
1.596 |
1.603 |
-0.016 |
58 |
869 |
-37 |
| Jul10 |
100517 |
1.615 |
1.620 |
1.609 |
1.610 |
-0.019 |
57 |
1,172 |
-8 |
| Aug10 |
100517 |
1.615 |
1.615 |
1.615 |
1.615 |
-0.016 |
25 |
945 |
-6 |
| Sep10 |
100517 |
1.621 |
1.621 |
1.615 |
1.616 |
-0.015 |
47 |
840 |
+19 |
| Oct10 |
100517 |
1.621 |
1.621 |
1.620 |
1.620 |
-0.012 |
34 |
869 |
+25 |
| Nov10 |
100517 |
1.631 |
1.631 |
1.622 |
1.627 |
-0.011 |
40 |
727 |
+33 |
| Dec10 |
100517 |
1.645 |
1.645 |
1.635 |
1.636 |
-0.011 |
46 |
1,346 |
+21 |
| Total Volume and Open Interest |
626 |
9,079 |
+277 |
| US Dollar Index(ICE) |
| Jun10 |
100517 |
86.410 |
87.210 |
86.200 |
86.378 |
+0.147 |
20,742 |
39,020 |
-584 |
| Sep10 |
100517 |
87.000 |
87.430 |
86.660 |
86.707 |
+0.147 |
15 |
2,327 |
+4 |
| Dec10 |
100517 |
86.967 |
86.967 |
86.967 |
86.967 |
+0.147 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
20,757 |
41,362 |
-580 |
| Australian Dollar(CME) |
| Jun10 |
100517 |
88.20 |
88.35 |
86.57 |
87.03 |
-1.22 |
101,116 |
109,875 |
-4,374 |
| Sep10 |
100517 |
87.40 |
87.42 |
85.75 |
86.13 |
-1.19 |
5,671 |
6,269 |
+5,499 |
| Dec10 |
100517 |
86.00 |
86.41 |
85.22 |
85.22 |
-1.19 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
106,787 |
116,163 |
+1,125 |
| British Pound(CME) |
| Jun10 |
100517 |
145.18 |
145.58 |
142.50 |
144.76 |
-0.82 |
131,077 |
147,208 |
+1,455 |
| Sep10 |
100517 |
145.17 |
145.57 |
142.61 |
144.75 |
-0.82 |
5,279 |
7,557 |
+3,988 |
| Dec10 |
100517 |
143.77 |
145.56 |
143.77 |
144.76 |
-0.80 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
136,356 |
154,799 |
+5,443 |
| Canadian Dollar(CME) |
| Jun10 |
100517 |
96.59 |
96.91 |
95.79 |
96.60 |
-0.30 |
76,603 |
114,897 |
-932 |
| Sep10 |
100517 |
96.60 |
96.87 |
95.83 |
96.57 |
-0.30 |
3,044 |
6,854 |
+1,703 |
| Dec10 |
100517 |
95.90 |
96.83 |
95.75 |
96.45 |
-0.30 |
84 |
1,318 |
-17 |
| Mar11 |
100517 |
95.74 |
96.58 |
95.74 |
96.28 |
-0.30 |
1 |
221 |
+0 |
| Total Volume and Open Interest |
79,732 |
123,372 |
+754 |
| Japanese Yen(CME) |
| Jun10 |
100517 |
108.35 |
109.03 |
107.91 |
108.11 |
-0.37 |
111,990 |
138,906 |
-1,051 |
| Sep10 |
100517 |
108.51 |
109.12 |
108.13 |
108.26 |
-0.36 |
1,054 |
3,839 |
+736 |
| Dec10 |
100517 |
108.45 |
108.82 |
108.45 |
108.45 |
-0.37 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
113,044 |
142,861 |
-315 |
| Swiss Franc(CME) |
| Jun10 |
100517 |
88.26 |
88.57 |
87.42 |
88.41 |
-0.05 |
38,605 |
46,427 |
-817 |
| Sep10 |
100517 |
87.90 |
88.65 |
87.90 |
88.60 |
-0.05 |
184 |
929 |
+113 |
| Dec10 |
100517 |
88.47 |
88.85 |
88.47 |
88.80 |
-0.05 |
8 |
18 |
+3 |
| Total Volume and Open Interest |
38,797 |
47,374 |
-701 |
| EuroFX(CME) |
| Jun10 |
100517 |
123.53 |
124.17 |
122.35 |
123.89 |
+0.02 |
288,648 |
281,307 |
+1,598 |
| Sep10 |
100517 |
123.63 |
124.27 |
122.44 |
123.97 |
+0.02 |
2,357 |
8,037 |
+1,033 |
| Dec10 |
100517 |
123.75 |
124.10 |
123.25 |
124.07 |
+0.02 |
160 |
284 |
+160 |
| Total Volume and Open Interest |
291,165 |
289,678 |
+2,791 |
| Mexican Peso(CME) |
| May10 |
100517 |
794.5 |
794.5 |
792.8 |
794.5 |
+1.8 |
|
|
|
| Jun10 |
100517 |
790.5 |
794.8 |
775.8 |
787.8 |
-2.2 |
20,391 |
94,312 |
-228 |
| Total Volume and Open Interest |
20,464 |
94,953 |
-205 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100517 |
121~090 |
122~140 |
121~090 |
122~010 |
unch |
|
|
|
| Sep10 |
100517 |
121~020 |
122~070 |
120~190 |
120~260 |
-0~200 |
10,218 |
22,758 |
+4,001 |
| Dec10 |
100517 |
120~140 |
120~140 |
119~150 |
119~150 |
-0~200 |
0 |
51 |
-1 |
| Total Volume and Open Interest |
435,658 |
759,632 |
+5,419 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100517 |
119~205 |
120~085 |
119~120 |
119~185 |
-0~060 |
1,110,421 |
1,770,222 |
+2,343 |
| Sep10 |
100517 |
118~190 |
119~050 |
118~110 |
118~165 |
-0~060 |
25,240 |
55,494 |
+10,299 |
| Dec10 |
100517 |
117~190 |
117~190 |
117~025 |
117~025 |
-0~060 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
1,135,661 |
1,825,753 |
+12,642 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100517 |
58~083 |
58~083 |
58~068 |
58~068 |
+0~032 |
|
|
|
| Sep10 |
100517 |
116~041 |
116~064 |
116~005 |
116~020 |
-0~018 |
34,478 |
50,331 |
+24,045 |
| Dec10 |
100517 |
115~011 |
115~029 |
115~011 |
115~011 |
-0~018 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
491,606 |
1,075,416 |
+33,745 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100517 |
54~075 |
54~075 |
54~075 |
54~075 |
unch |
|
|
|
| Sep10 |
100517 |
108~097 |
108~109 |
108~091 |
108~095 |
-0~003 |
14,456 |
40,501 |
+11,858 |
| Dec10 |
100517 |
108~044 |
108~046 |
108~044 |
108~044 |
-0~002 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
248,835 |
1,048,144 |
+24,823 |
| Eurodollars(CME) |
| Jun10 |
100517 |
99.400 |
99.412 |
99.363 |
99.400 |
+0.005 |
236,451 |
1,142,810 |
-28,801 |
| Sep10 |
100517 |
99.275 |
99.295 |
99.245 |
99.280 |
+0.015 |
250,599 |
1,060,263 |
+6,441 |
| Dec10 |
100517 |
99.150 |
99.170 |
99.125 |
99.155 |
+0.020 |
238,790 |
1,061,630 |
-1,225 |
| Mar11 |
100517 |
98.995 |
99.040 |
98.980 |
99.005 |
+0.020 |
209,317 |
776,168 |
+9,406 |
| Jun11 |
100517 |
98.775 |
98.835 |
98.755 |
98.785 |
+0.010 |
224,132 |
892,373 |
+4,644 |
| Sep11 |
100517 |
98.535 |
98.605 |
98.505 |
98.535 |
-0.005 |
167,526 |
680,468 |
+640 |
| Dec11 |
100517 |
98.250 |
98.335 |
98.215 |
98.245 |
-0.020 |
139,393 |
532,405 |
+617 |
| Mar12 |
100517 |
97.995 |
98.085 |
97.955 |
97.980 |
-0.025 |
111,096 |
359,108 |
+1,634 |
| Jun12 |
100517 |
97.710 |
97.800 |
97.670 |
97.695 |
-0.025 |
59,753 |
240,401 |
+112 |
| Sep12 |
100517 |
97.430 |
97.520 |
97.395 |
97.420 |
-0.020 |
36,639 |
192,011 |
+1,154 |
| Dec12 |
100517 |
97.185 |
97.255 |
97.125 |
97.150 |
-0.015 |
32,972 |
146,610 |
-4,290 |
| Mar13 |
100517 |
96.955 |
97.035 |
96.905 |
96.930 |
-0.015 |
30,070 |
132,967 |
-1,737 |
| Jun13 |
100517 |
96.750 |
96.815 |
96.680 |
96.710 |
-0.015 |
12,673 |
83,126 |
+711 |
| Sep13 |
100517 |
96.550 |
96.610 |
96.475 |
96.505 |
-0.015 |
11,447 |
72,855 |
-626 |
| Dec13 |
100517 |
96.335 |
96.400 |
96.265 |
96.295 |
-0.015 |
9,509 |
41,223 |
-767 |
| Mar14 |
100517 |
96.185 |
96.240 |
96.095 |
96.130 |
-0.015 |
8,009 |
39,180 |
+304 |
| Jun14 |
100517 |
96.005 |
96.070 |
95.925 |
95.960 |
-0.020 |
4,417 |
32,416 |
-111 |
| Sep14 |
100517 |
95.860 |
95.920 |
95.775 |
95.810 |
-0.020 |
5,013 |
24,973 |
-255 |
| Total Volume and Open Interest |
1,811,248 |
7,724,657 |
-8,839 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100517 |
99.790 |
99.795 |
99.790 |
99.793 |
+0.003 |
6,818 |
65,401 |
-1,668 |
| Jun10 |
100517 |
99.785 |
99.785 |
99.780 |
99.785 |
unch |
7,660 |
67,875 |
+70 |
| Jul10 |
100517 |
99.770 |
99.775 |
99.770 |
99.770 |
unch |
6,577 |
55,797 |
-1,843 |
| Aug10 |
100517 |
99.760 |
99.765 |
99.755 |
99.760 |
unch |
4,771 |
81,253 |
+624 |
| Sep10 |
100517 |
99.755 |
99.755 |
99.740 |
99.745 |
unch |
3,339 |
45,848 |
+68 |
| Oct10 |
100517 |
99.725 |
99.735 |
99.720 |
99.725 |
unch |
10,098 |
72,824 |
-355 |
| Total Volume and Open Interest |
74,963 |
627,947 |
+6,180 |
| 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 |
100517 |
99.630 |
99.630 |
99.625 |
99.625 |
+0.005 |
250 |
3,028 |
+250 |
| Sep10 |
100517 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
0 |
1,091 |
+0 |
| Dec10 |
100517 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.005 |
0 |
342 |
+0 |
| Mar11 |
100517 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
0 |
167 |
+0 |
| Jun11 |
100517 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
| Sep11 |
100517 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Dec11 |
100517 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
| Mar12 |
100517 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
| Jun12 |
100517 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Sep12 |
100517 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
| Total Volume and Open Interest |
250 |
4,628 |
+250 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100517 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
309 |
5,842 |
+0 |
| Sep10 |
100517 |
99.64 |
99.65 |
99.64 |
99.65 |
+0.00 |
80 |
2,961 |
+0 |
| Dec10 |
100517 |
99.64 |
99.65 |
99.64 |
99.65 |
+0.00 |
0 |
1,761 |
+0 |
| Mar11 |
100517 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
1,707 |
+0 |
| Jun11 |
100517 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
106 |
+0 |
| Sep11 |
100517 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
53 |
+0 |
| Dec11 |
100517 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
102 |
+0 |
| Mar12 |
100517 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
389 |
13,939 |
+36 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100512 |
139.80 |
139.90 |
139.65 |
139.83 |
+0.21 |
4,666 |
19,108 |
-438 |
| Sep10 |
100517 |
139.51 |
139.55 |
139.51 |
139.55 |
+0.06 |
0 |
6 |
+0 |
| Dec10 |
100517 |
137.46 |
137.46 |
137.46 |
137.46 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
1,906 |
20,402 |
+179 |
| Euro-Bund(EUREX) |
| Jun10 |
100517 |
126.95 |
126.97 |
126.21 |
126.60 |
+0.07 |
722,392 |
0 |
-1,090,357 |
| Sep10 |
100517 |
126.30 |
126.30 |
125.64 |
125.98 |
+0.07 |
1,039 |
0 |
-14,656 |
| Dec10 |
100517 |
124.50 |
124.50 |
124.50 |
124.50 |
+0.07 |
69 |
0 |
-3 |
| Total Volume and Open Interest |
723,500 |
1,109,077 |
+4,061 |
| Euro-Bobl(EUREX) |
| Jun10 |
100512 |
119.34 |
119.41 |
119.14 |
119.18 |
-0.52 |
978,399 |
809,928 |
+645 |
| Sep10 |
100517 |
119.49 |
119.49 |
119.23 |
119.37 |
-0.03 |
2,102 |
18,919 |
+161 |
| Dec10 |
100517 |
119.10 |
119.10 |
119.10 |
119.10 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
436,197 |
815,717 |
+9,380 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100517 |
99.200 |
99.235 |
99.195 |
99.235 |
+0.020 |
790 |
0 |
-6,185 |
| Sep10 |
100517 |
99.080 |
99.105 |
99.060 |
99.100 |
+0.015 |
597 |
0 |
-3,436 |
| Dec10 |
100517 |
99.025 |
99.045 |
99.025 |
99.045 |
-0.015 |
292 |
0 |
-1,617 |
| Total Volume and Open Interest |
3,150 |
18,127 |
+831 |
| Long Gilt(LIFFE) |
| Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
| Sep10 |
100517 |
116~13 |
116~20 |
116~08 |
116~18 |
+0~04 |
937 |
1,450 |
+935 |
| Total Volume and Open Interest |
95,628 |
305,666 |
-5,025 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100517 |
99.19 |
99.24 |
99.18 |
99.24 |
+0.03 |
48,990 |
321,516 |
+3,180 |
| Sep10 |
100517 |
99.03 |
99.10 |
99.02 |
99.09 |
+0.03 |
64,878 |
406,070 |
+2,085 |
| Dec10 |
100517 |
98.93 |
98.98 |
98.91 |
98.97 |
+0.04 |
101,805 |
370,716 |
+15,930 |
| Mar11 |
100517 |
98.82 |
98.87 |
98.81 |
98.85 |
+0.04 |
97,420 |
234,560 |
-778 |
| Jun11 |
100517 |
98.66 |
98.71 |
98.62 |
98.67 |
+0.03 |
89,952 |
335,845 |
+15,815 |
| Sep11 |
100517 |
98.46 |
98.51 |
98.40 |
98.45 |
+0.02 |
95,246 |
211,832 |
+13,723 |
| Total Volume and Open Interest |
675,744 |
2,370,963 |
+49,025 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100517 |
99.220 |
99.240 |
99.185 |
99.235 |
+0.020 |
120,232 |
882,441 |
-437 |
| Sep10 |
100517 |
99.095 |
99.105 |
99.055 |
99.100 |
+0.010 |
162,214 |
777,479 |
-2,612 |
| Dec10 |
100517 |
99.055 |
99.075 |
99.010 |
99.045 |
-0.015 |
154,385 |
514,700 |
+3,416 |
| Total Volume and Open Interest |
957,061 |
4,155,574 |
+17,328 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100517 |
95.18 |
95.19 |
95.16 |
95.19 |
+0.01 |
10,640 |
244,980 |
-7,327 |
| Sep10 |
100517 |
95.01 |
95.10 |
95.00 |
95.05 |
+0.03 |
13,363 |
221,022 |
-7,411 |
| Dec10 |
100517 |
94.83 |
94.97 |
94.83 |
94.91 |
+0.07 |
6,766 |
120,681 |
-1,883 |
| Mar11 |
100517 |
94.71 |
94.85 |
94.71 |
94.78 |
+0.08 |
3,508 |
55,891 |
-556 |
| Jun11 |
100517 |
94.55 |
94.71 |
94.55 |
94.62 |
+0.07 |
4,311 |
45,354 |
-1,366 |
| Sep11 |
100517 |
94.42 |
94.57 |
94.41 |
94.49 |
+0.08 |
2,882 |
27,652 |
-29 |
| Dec11 |
100517 |
94.29 |
94.45 |
94.29 |
94.40 |
+0.09 |
2,138 |
24,546 |
-17 |
| Mar12 |
100517 |
94.37 |
94.42 |
94.37 |
94.37 |
+0.09 |
1,786 |
13,359 |
+586 |
| Jun12 |
100517 |
94.35 |
94.35 |
94.34 |
94.35 |
+0.09 |
316 |
5,750 |
+290 |
| Sep12 |
100517 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.10 |
151 |
2,655 |
+101 |
| Total Volume and Open Interest |
46,281 |
763,473 |
-17,257 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100517 |
94.49 |
94.59 |
94.49 |
94.53 |
+0.04 |
49,322 |
416,091 |
+10,251 |
| Sep10 |
100517 |
94.53 |
94.53 |
94.53 |
94.53 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
49,322 |
416,091 |
+10,251 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100517 |
94.91 |
95.07 |
94.90 |
95.03 |
+0.12 |
111,337 |
770,552 |
+16,998 |
| Sep10 |
100517 |
95.03 |
95.03 |
95.03 |
95.03 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
111,337 |
770,552 |
+16,998 |
| Gold(CMX) |
| Jun10 |
100517 |
1232.0 |
1242.8 |
1219.1 |
1228.1 |
+0.3 |
163,428 |
321,308 |
-5,935 |
| Aug10 |
100517 |
1234.2 |
1244.3 |
1221.0 |
1229.9 |
+0.3 |
22,481 |
96,563 |
+12,125 |
| Oct10 |
100517 |
1238.8 |
1245.7 |
1224.0 |
1231.7 |
+0.4 |
824 |
23,176 |
+338 |
| Dec10 |
100517 |
1235.1 |
1248.0 |
1224.5 |
1233.5 |
+0.4 |
5,020 |
52,503 |
+1,902 |
| Feb11 |
100517 |
1245.0 |
1248.9 |
1227.3 |
1235.4 |
+0.4 |
573 |
18,251 |
+424 |
| Apr11 |
100517 |
1245.0 |
1249.7 |
1230.2 |
1237.3 |
+0.4 |
376 |
14,679 |
+144 |
| Jun11 |
100517 |
584.1 |
584.1 |
584.1 |
584.1 |
+0.4 |
2,280 |
10,446 |
+1,211 |
| Aug11 |
100517 |
1242.2 |
1242.2 |
1242.2 |
1242.2 |
+0.4 |
293 |
3,858 |
-13 |
| Oct11 |
100517 |
1245.1 |
1245.1 |
1245.1 |
1245.1 |
+0.3 |
120 |
6,724 |
+120 |
| Dec11 |
100517 |
1252.4 |
1256.0 |
1240.2 |
1248.2 |
+0.2 |
1,572 |
14,543 |
+1,092 |
| Feb12 |
100517 |
1251.9 |
1251.9 |
1251.9 |
1251.9 |
+0.1 |
0 |
3,960 |
+0 |
| Total Volume and Open Interest |
203,648 |
599,058 |
+10,952 |
| Silver(CMX) |
| May10 |
100517 |
1916.0 |
1931.0 |
1880.0 |
1883.5 |
-36.7 |
85 |
301 |
+21 |
| Jul10 |
100517 |
1933.0 |
1944.5 |
1873.5 |
1885.9 |
-36.6 |
41,261 |
80,541 |
+1,992 |
| Sep10 |
100517 |
1935.0 |
1940.0 |
1880.0 |
1889.1 |
-36.7 |
2,107 |
11,831 |
+240 |
| Dec10 |
100517 |
1940.0 |
1950.0 |
1887.0 |
1893.8 |
-36.7 |
2,404 |
15,519 |
+490 |
| Mar11 |
100517 |
1945.0 |
1945.0 |
1897.7 |
1897.7 |
-36.8 |
1,438 |
5,112 |
+1,309 |
| May11 |
100517 |
1899.9 |
1899.9 |
1899.9 |
1899.9 |
-36.9 |
64 |
2,248 |
+41 |
| Jul11 |
100517 |
1902.0 |
1902.0 |
1902.0 |
1902.0 |
-37.0 |
61 |
3,344 |
+39 |
| Total Volume and Open Interest |
48,497 |
127,046 |
+3,997 |
| Platinum(NYMEX) |
| Jul10 |
100517 |
1718.0 |
1727.0 |
1653.6 |
1663.2 |
-52.2 |
3,386 |
33,162 |
-61 |
| Oct10 |
100517 |
1711.0 |
1711.0 |
1661.5 |
1667.0 |
-52.2 |
51 |
1,524 |
+45 |
| Jan11 |
100517 |
1668.7 |
1668.7 |
1668.7 |
1668.7 |
-52.2 |
1 |
289 |
+0 |
| Apr11 |
100517 |
1668.7 |
1668.7 |
1668.7 |
1668.7 |
-52.2 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,448 |
34,983 |
-16 |
| Palladium(NYMEX) |
| Jun10 |
100517 |
526.80 |
529.05 |
495.00 |
503.60 |
-24.30 |
2,737 |
19,673 |
-1,217 |
| Sep10 |
100517 |
529.45 |
529.45 |
497.50 |
505.15 |
-24.30 |
533 |
4,610 |
+455 |
| Dec10 |
100517 |
518.35 |
521.60 |
499.80 |
506.35 |
-24.30 |
2 |
236 |
+0 |
| Total Volume and Open Interest |
3,272 |
24,547 |
-762 |
| Copper(CMX) |
| May10 |
100517 |
310.00 |
310.00 |
291.00 |
292.30 |
-20.00 |
404 |
1,175 |
-127 |
| Jul10 |
100517 |
311.40 |
312.30 |
291.40 |
293.20 |
-20.20 |
28,671 |
81,339 |
-2,514 |
| Sep10 |
100517 |
312.65 |
313.70 |
293.55 |
295.10 |
-20.15 |
3,575 |
19,629 |
-422 |
| Dec10 |
100517 |
315.00 |
315.00 |
295.80 |
296.95 |
-20.10 |
2,737 |
11,463 |
+245 |
| Mar11 |
100517 |
308.50 |
309.25 |
298.05 |
298.05 |
-20.00 |
898 |
4,857 |
+858 |
| Total Volume and Open Interest |
37,321 |
130,273 |
-1,912 |
| DJIA Index(CBOT) |
| Jun10 |
100517 |
10557 |
10630 |
10415 |
10599 |
-10 |
310 |
11,276 |
+75 |
| Sep10 |
100517 |
10536 |
10551 |
10536 |
10542 |
-9 |
0 |
15 |
+0 |
| Dec10 |
100517 |
10480 |
10490 |
10480 |
10480 |
-10 |
0 |
2 |
+0 |
| Mar11 |
100517 |
10425 |
10435 |
10425 |
10425 |
-10 |
|
|
|
| Total Volume and Open Interest |
310 |
11,293 |
+75 |
| S & P 500(CME) |
| Jun10 |
100517 |
1133.10 |
1140.20 |
1113.00 |
1134.50 |
-0.80 |
15,955 |
299,876 |
-3,671 |
| Sep10 |
100517 |
1135.80 |
1135.80 |
1113.10 |
1130.30 |
-0.80 |
611 |
13,474 |
+310 |
| Dec10 |
100517 |
1129.80 |
1131.20 |
1109.20 |
1125.90 |
-0.80 |
126 |
4,187 |
+0 |
| Mar11 |
100517 |
1121.70 |
1127.00 |
1105.00 |
1121.70 |
-0.80 |
0 |
477 |
+0 |
| Total Volume and Open Interest |
16,692 |
318,094 |
-3,361 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100517 |
1133.75 |
1140.25 |
1112.75 |
1134.50 |
-0.75 |
1,963,587 |
2,576,551 |
-18,787 |
| Sep10 |
100517 |
1128.00 |
1135.50 |
1108.75 |
1130.25 |
-0.75 |
4,038 |
48,262 |
+1,621 |
| Total Volume and Open Interest |
1,967,663 |
2,627,379 |
-17,233 |
| NASDAQ 100(CME) |
| Jun10 |
100517 |
1909.80 |
1920.00 |
1870.00 |
1913.50 |
+3.70 |
1,867 |
23,119 |
-348 |
| Sep10 |
100517 |
1911.80 |
1913.00 |
1878.00 |
1912.30 |
+4.00 |
60 |
227 |
+60 |
| Dec10 |
100517 |
1909.00 |
1909.50 |
1909.00 |
1909.50 |
+4.00 |
|
|
|
| Total Volume and Open Interest |
1,927 |
23,346 |
-288 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100517 |
1907.80 |
1919.50 |
1870.50 |
1913.50 |
+3.70 |
329,770 |
340,916 |
-2,680 |
| Sep10 |
100517 |
1917.30 |
1917.30 |
1869.80 |
1912.30 |
+4.00 |
145 |
1,909 |
+10 |
| Total Volume and Open Interest |
329,917 |
342,853 |
-2,672 |
| S & P Midcap 400(CME) |
| Jun10 |
100517 |
795.50 |
800.00 |
771.00 |
788.70 |
-1.20 |
185 |
2,135 |
-1 |
| Sep10 |
100517 |
786.70 |
786.70 |
785.90 |
786.70 |
-1.20 |
0 |
1 |
+0 |
| Dec10 |
100517 |
784.70 |
784.70 |
783.90 |
784.70 |
-1.20 |
|
|
|
| Total Volume and Open Interest |
185 |
2,136 |
-1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100517 |
10320 |
10320 |
10180 |
10320 |
unch |
|
|
|
| Sep10 |
100517 |
10350 |
10375 |
10350 |
10350 |
-25 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
11,450 |
44,265 |
+745 |
| Nikkei 225(SGX) |
| Jun10 |
100517 |
10275 |
10330 |
10155 |
10255 |
-210 |
136,568 |
176,637 |
+0 |
| Sep10 |
100517 |
10295 |
10315 |
10155 |
10255 |
-210 |
126 |
2,320 |
+0 |
| Dec10 |
100517 |
10210 |
10210 |
10210 |
10210 |
-205 |
0 |
1,168 |
+0 |
| Total Volume and Open Interest |
141,814 |
189,158 |
+458 |
| CAC 40(EURONEXT) |
| May10 |
100517 |
3489.0 |
3569.5 |
3469.5 |
3517.5 |
-15.0 |
113,831 |
430,368 |
-41,256 |
| Jun10 |
100517 |
3467.0 |
3536.0 |
3438.0 |
3486.0 |
-14.5 |
1,729 |
68,074 |
+962 |
| Jul10 |
100517 |
3440.5 |
3483.5 |
3440.5 |
3483.5 |
-13.0 |
8 |
77 |
+2 |
| Total Volume and Open Interest |
115,568 |
500,095 |
-40,292 |
| Hang Seng Index(HKFE) |
| May10 |
100517 |
19752 |
19752 |
19420 |
19634 |
-293 |
79,642 |
72,084 |
+1,687 |
| Jun10 |
100517 |
19723 |
19723 |
19400 |
19608 |
-302 |
4,108 |
7,070 |
-55 |
| Total Volume and Open Interest |
84,016 |
80,565 |
+1,636 |
| DAX(EUREX) |
| Jun10 |
100517 |
5997.5 |
6156.0 |
5982.0 |
6067.0 |
+32.0 |
151,201 |
0 |
-191,470 |
| Sep10 |
100517 |
6005.0 |
6160.0 |
5995.0 |
6072.0 |
+31.5 |
190 |
0 |
-10,147 |
| Dec10 |
100517 |
6003.0 |
6160.0 |
6003.0 |
6080.0 |
+32.0 |
215 |
0 |
-1,922 |
| Total Volume and Open Interest |
151,606 |
206,788 |
+3,249 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100517 |
5207.00 |
5310.00 |
5192.00 |
5239.00 |
-4.00 |
124,269 |
669,376 |
-8,265 |
| Sep10 |
100517 |
5194.00 |
5262.00 |
5176.00 |
5197.00 |
-4.50 |
104 |
1,621 |
+31 |
| Dec10 |
100517 |
5180.00 |
5218.50 |
5128.50 |
5171.50 |
-5.00 |
10 |
3,179 |
+1 |
| Total Volume and Open Interest |
124,388 |
674,431 |
-8,233 |
| SPI 200(SFE) |
| Jun10 |
100517 |
4607.0 |
4611.0 |
4467.0 |
4495.0 |
-115.0 |
27,099 |
216,447 |
-2,493 |
| Sep10 |
100517 |
4565.0 |
4565.0 |
4482.0 |
4482.0 |
-114.0 |
45 |
2,844 |
+41 |
| Dec10 |
100517 |
4525.0 |
4525.0 |
4500.0 |
4500.0 |
-119.0 |
109 |
2,588 |
-1 |
| Total Volume and Open Interest |
27,253 |
223,029 |
-2,453 |
| GSCI(CME) |
| Jun10 |
100517 |
497.50 |
498.00 |
486.00 |
486.00 |
-14.50 |
3,757 |
15,500 |
+3,350 |
| Jul10 |
100517 |
495.00 |
509.05 |
495.00 |
495.00 |
-14.00 |
|
|
|
| Aug10 |
100517 |
498.00 |
498.00 |
498.00 |
498.00 |
|
|
|
|
| Reuters CCI(ICE) |
| Jun10 |
100517 |
253.90 |
253.90 |
253.90 |
253.90 |
-5.10 |
|
|
|
| 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. |
|
|