|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue May 18, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100518 |
943.00 |
949.50 |
936.00 |
939.50 |
-1.50 |
59,375 |
226,755 |
+691 |
Aug10 |
100518 |
937.75 |
943.00 |
931.00 |
933.75 |
-1.50 |
3,435 |
17,193 |
-10 |
Sep10 |
100518 |
924.00 |
928.00 |
917.00 |
918.00 |
-2.75 |
1,432 |
13,191 |
+73 |
Nov10 |
100518 |
917.75 |
924.75 |
911.75 |
913.50 |
-3.00 |
17,128 |
158,300 |
+1,254 |
Jan11 |
100518 |
926.25 |
932.25 |
921.00 |
922.50 |
-3.00 |
150 |
10,413 |
-25 |
Mar11 |
100518 |
935.00 |
935.50 |
929.50 |
930.25 |
-2.50 |
157 |
5,310 |
-45 |
May11 |
100518 |
939.75 |
943.00 |
934.25 |
935.25 |
-2.00 |
143 |
4,562 |
+40 |
Total Volume and Open Interest |
82,559 |
453,349 |
+1,802 |
Soybean Meal(CBOT) |
Jul10 |
100518 |
275.00 |
276.70 |
272.80 |
273.60 |
-0.30 |
28,696 |
95,988 |
-1,032 |
Aug10 |
100518 |
271.10 |
272.60 |
268.90 |
269.60 |
-1.00 |
4,002 |
15,550 |
-260 |
Sep10 |
100518 |
265.90 |
267.50 |
263.60 |
263.70 |
-1.30 |
1,184 |
12,397 |
-180 |
Oct10 |
100518 |
261.30 |
262.40 |
256.80 |
256.80 |
-2.00 |
390 |
8,077 |
+37 |
Dec10 |
100518 |
259.10 |
261.50 |
255.00 |
255.80 |
-2.10 |
5,995 |
35,100 |
+134 |
Jan11 |
100518 |
260.80 |
262.20 |
256.50 |
256.50 |
-2.10 |
16 |
4,495 |
-7 |
Mar11 |
100518 |
260.30 |
261.40 |
257.80 |
257.80 |
-2.00 |
15 |
3,844 |
+2 |
May11 |
100518 |
261.60 |
261.60 |
258.50 |
258.50 |
-1.50 |
2 |
1,604 |
+2 |
Total Volume and Open Interest |
40,324 |
179,776 |
-1,438 |
Soybean Oil(CBOT) |
Jul10 |
100518 |
37.15 |
37.52 |
37.08 |
37.19 |
+0.06 |
48,915 |
169,685 |
+257 |
Aug10 |
100518 |
37.33 |
37.70 |
37.30 |
37.41 |
+0.06 |
16,705 |
23,020 |
+1,924 |
Sep10 |
100518 |
37.52 |
37.83 |
37.52 |
37.60 |
+0.07 |
2,532 |
14,859 |
+53 |
Oct10 |
100518 |
37.72 |
38.04 |
37.68 |
37.77 |
+0.09 |
881 |
11,744 |
+181 |
Dec10 |
100518 |
38.11 |
38.75 |
37.85 |
38.14 |
+0.09 |
7,701 |
64,351 |
-216 |
Jan11 |
100518 |
38.40 |
38.62 |
38.35 |
38.43 |
+0.08 |
245 |
3,661 |
+121 |
Mar11 |
100518 |
38.77 |
39.03 |
38.71 |
38.73 |
+0.06 |
277 |
1,797 |
-18 |
May11 |
100518 |
39.08 |
39.25 |
38.96 |
38.96 |
+0.06 |
91 |
1,396 |
+9 |
Total Volume and Open Interest |
78,219 |
292,831 |
+2,202 |
Canola(WCE) |
May10 |
100514 |
379.9 |
379.9 |
379.9 |
379.9 |
+1.2 |
3 |
0 |
+0 |
Jul10 |
100518 |
375.4 |
377.7 |
372.1 |
372.8 |
-2.6 |
5,948 |
94,261 |
+536 |
Nov10 |
100518 |
382.4 |
383.0 |
378.0 |
378.7 |
-3.2 |
4,675 |
33,941 |
+1,335 |
Jan11 |
100518 |
387.5 |
387.5 |
383.3 |
383.3 |
-3.4 |
189 |
3,114 |
+102 |
Mar11 |
100518 |
389.0 |
389.0 |
388.0 |
388.0 |
-3.4 |
87 |
1,932 |
+25 |
Total Volume and Open Interest |
11,319 |
134,902 |
+2,091 |
Corn(CBOT) |
Jul10 |
100518 |
358.00 |
362.75 |
357.00 |
359.75 |
+3.75 |
127,487 |
520,212 |
+5,578 |
Sep10 |
100518 |
366.00 |
371.00 |
365.50 |
368.25 |
+4.25 |
18,760 |
159,210 |
+595 |
Dec10 |
100518 |
375.75 |
381.00 |
374.75 |
378.50 |
+4.75 |
46,224 |
369,569 |
-310 |
Mar11 |
100518 |
388.00 |
393.50 |
388.00 |
391.00 |
+4.50 |
4,281 |
52,689 |
-253 |
May11 |
100518 |
396.75 |
401.50 |
395.25 |
399.50 |
+4.25 |
550 |
9,370 |
+76 |
Jul11 |
100518 |
403.75 |
409.00 |
403.75 |
406.50 |
+3.75 |
1,236 |
29,122 |
+20 |
Total Volume and Open Interest |
202,398 |
1,206,290 |
+6,647 |
Wheat(CBOT) |
Jul10 |
100518 |
469.00 |
473.50 |
466.00 |
467.75 |
-1.25 |
34,507 |
244,610 |
-149 |
Sep10 |
100518 |
487.00 |
490.00 |
483.75 |
485.25 |
-1.00 |
8,175 |
77,733 |
-416 |
Dec10 |
100518 |
518.00 |
521.00 |
514.50 |
516.50 |
-1.00 |
11,616 |
72,052 |
-1,695 |
Mar11 |
100518 |
547.00 |
550.00 |
543.75 |
545.50 |
-1.00 |
2,392 |
22,941 |
+710 |
May11 |
100518 |
564.00 |
565.00 |
559.75 |
560.75 |
-1.50 |
641 |
6,916 |
+271 |
Total Volume and Open Interest |
61,651 |
459,803 |
+366 |
Wheat(KCBT) |
Jul10 |
100518 |
490.00 |
494.00 |
487.00 |
488.00 |
-2.00 |
8,528 |
62,863 |
+434 |
Sep10 |
100518 |
501.50 |
509.50 |
499.25 |
499.50 |
-2.00 |
809 |
18,657 |
-36 |
Dec10 |
100518 |
519.50 |
522.50 |
516.75 |
517.25 |
-2.00 |
3,386 |
44,890 |
-599 |
Mar11 |
100518 |
536.75 |
540.25 |
534.75 |
534.75 |
-2.00 |
1,894 |
13,069 |
+601 |
May11 |
100518 |
551.25 |
552.75 |
546.75 |
546.75 |
-2.50 |
559 |
4,494 |
+280 |
Total Volume and Open Interest |
17,448 |
156,258 |
+1,928 |
Wheat(MGE) |
May10 |
100514 |
507.50 |
507.50 |
507.50 |
507.50 |
-5.75 |
11 |
13 |
-4 |
Jul10 |
100518 |
512.00 |
516.25 |
511.00 |
511.25 |
-0.50 |
2,545 |
17,962 |
+512 |
Sep10 |
100518 |
525.00 |
528.00 |
522.75 |
523.00 |
-1.00 |
413 |
8,891 |
-2 |
Dec10 |
100518 |
541.50 |
544.25 |
540.25 |
541.00 |
-0.25 |
267 |
8,735 |
-12 |
Mar11 |
100518 |
561.00 |
561.00 |
557.75 |
558.00 |
unch |
198 |
2,205 |
+28 |
Total Volume and Open Interest |
3,496 |
42,202 |
+558 |
Oats(CBOT) |
Jul10 |
100518 |
192.00 |
194.75 |
190.00 |
193.00 |
+2.25 |
567 |
12,259 |
+33 |
Sep10 |
100518 |
199.50 |
201.00 |
198.75 |
200.75 |
+2.00 |
12 |
1,307 |
+8 |
Dec10 |
100518 |
211.00 |
213.25 |
209.00 |
211.75 |
+2.25 |
270 |
3,512 |
-55 |
Mar11 |
100518 |
222.50 |
223.25 |
221.00 |
223.25 |
+2.25 |
5 |
77 |
+1 |
Total Volume and Open Interest |
854 |
17,155 |
-17 |
Rough Rice(CBOT) |
May10 |
100517 |
11.60 |
11.60 |
11.60 |
11.60 |
unch |
4 |
4 |
-1 |
Jul10 |
100518 |
11.67 |
11.73 |
11.50 |
11.62 |
unch |
214 |
8,813 |
-26 |
Sep10 |
100518 |
11.26 |
11.33 |
11.15 |
11.23 |
+0.09 |
85 |
3,448 |
+27 |
Nov10 |
100518 |
11.44 |
11.53 |
11.32 |
11.42 |
+0.10 |
46 |
1,839 |
+16 |
Total Volume and Open Interest |
354 |
15,386 |
+19 |
Live Cattle(CME) |
Jun10 |
100518 |
92.650 |
93.385 |
92.500 |
92.750 |
+0.250 |
35,745 |
81,530 |
-6,144 |
Aug10 |
100518 |
91.300 |
92.135 |
91.200 |
91.535 |
+0.335 |
28,189 |
142,067 |
+440 |
Oct10 |
100518 |
92.600 |
93.385 |
92.535 |
92.850 |
+0.270 |
8,333 |
73,955 |
+314 |
Dec10 |
100518 |
94.500 |
95.285 |
94.500 |
94.885 |
+0.335 |
3,932 |
41,855 |
+757 |
Feb11 |
100518 |
96.200 |
96.535 |
95.900 |
96.150 |
+0.250 |
789 |
19,535 |
-93 |
Apr11 |
100518 |
97.000 |
97.250 |
96.850 |
96.980 |
+0.380 |
537 |
8,307 |
+46 |
Total Volume and Open Interest |
77,588 |
370,311 |
-4,653 |
Feeder Cattle(CME) |
May10 |
100518 |
109.950 |
110.400 |
109.600 |
109.750 |
+0.100 |
1,487 |
4,766 |
-505 |
Aug10 |
100518 |
112.400 |
113.200 |
112.230 |
112.580 |
+0.530 |
3,759 |
25,395 |
-426 |
Sep10 |
100518 |
112.750 |
113.200 |
112.135 |
112.400 |
+0.350 |
396 |
5,399 |
-93 |
Oct10 |
100518 |
112.400 |
112.730 |
111.830 |
112.250 |
+0.350 |
210 |
2,780 |
+9 |
Nov10 |
100518 |
111.885 |
112.200 |
111.180 |
111.650 |
+0.250 |
107 |
1,287 |
-17 |
Jan11 |
100518 |
110.600 |
110.600 |
110.000 |
110.000 |
unch |
15 |
450 |
+8 |
Mar11 |
100518 |
110.000 |
110.000 |
109.600 |
109.600 |
+0.100 |
1 |
55 |
+0 |
Total Volume and Open Interest |
5,976 |
40,139 |
-1,023 |
Lean Hogs(CME) |
Jun10 |
100518 |
81.580 |
82.385 |
81.150 |
81.300 |
-0.200 |
14,749 |
43,560 |
-1,728 |
Jul10 |
100518 |
81.680 |
82.500 |
81.300 |
81.885 |
+0.285 |
11,179 |
63,235 |
+2,142 |
Aug10 |
100518 |
81.580 |
82.350 |
81.385 |
81.700 |
+0.200 |
4,587 |
47,598 |
-70 |
Oct10 |
100518 |
73.200 |
73.950 |
72.975 |
73.400 |
+0.220 |
2,456 |
36,851 |
+609 |
Dec10 |
100518 |
69.700 |
70.430 |
69.550 |
70.000 |
+0.300 |
1,160 |
22,432 |
+54 |
Feb11 |
100518 |
70.430 |
70.600 |
70.050 |
70.450 |
+0.650 |
310 |
6,735 |
+141 |
Apr11 |
100518 |
70.900 |
71.200 |
70.900 |
71.200 |
+0.400 |
56 |
3,162 |
-44 |
May11 |
100518 |
74.500 |
75.100 |
74.500 |
74.900 |
-0.100 |
0 |
132 |
+0 |
Total Volume and Open Interest |
34,497 |
224,528 |
-1,841 |
Pork Bellies(CME) |
May10 |
100518 |
105.230 |
105.230 |
102.250 |
102.250 |
unch |
1 |
28 |
+0 |
Jul10 |
100518 |
98.500 |
99.750 |
98.500 |
99.750 |
+1.200 |
2 |
144 |
+1 |
Aug10 |
100518 |
97.500 |
97.500 |
97.500 |
97.500 |
-0.500 |
3 |
25 |
+3 |
Feb11 |
100518 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
3 |
+0 |
Mar11 |
100518 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
6 |
201 |
+4 |
Class III Milk(CME) |
May10 |
100518 |
13.34 |
13.37 |
13.32 |
13.32 |
-0.05 |
56 |
4,726 |
-10 |
Jun10 |
100518 |
13.72 |
13.82 |
13.50 |
13.52 |
-0.23 |
608 |
4,558 |
-194 |
Jul10 |
100518 |
14.27 |
14.34 |
13.96 |
14.00 |
-0.31 |
316 |
3,951 |
+41 |
Aug10 |
100518 |
14.90 |
14.99 |
14.53 |
14.65 |
-0.26 |
122 |
3,380 |
-12 |
Sep10 |
100518 |
15.00 |
15.10 |
14.70 |
14.85 |
-0.20 |
109 |
3,172 |
-1 |
Total Volume and Open Interest |
1,416 |
28,656 |
-90 |
Cocoa(ICE) |
Jul10 |
100518 |
2834 |
2855 |
2804 |
2849 |
+35 |
11,829 |
54,360 |
-416 |
Sep10 |
100518 |
2860 |
2878 |
2830 |
2876 |
+36 |
2,368 |
27,997 |
+324 |
Dec10 |
100518 |
2883 |
2908 |
2861 |
2906 |
+37 |
1,122 |
16,103 |
+355 |
Mar11 |
100518 |
2903 |
2934 |
2903 |
2932 |
+37 |
429 |
16,082 |
+460 |
May11 |
100518 |
2939 |
2947 |
2939 |
2945 |
+39 |
80 |
6,369 |
+11 |
Jul11 |
100518 |
2952 |
2955 |
2952 |
2953 |
+39 |
68 |
2,938 |
+52 |
Sep11 |
100518 |
2960 |
2960 |
2960 |
2960 |
+36 |
9 |
1,155 |
+8 |
Total Volume and Open Interest |
16,045 |
129,520 |
+831 |
Coffee "C"(ICE) |
May10 |
100518 |
132.45 |
137.50 |
132.45 |
136.25 |
+1.70 |
10 |
18 |
-12 |
Jul10 |
100518 |
133.05 |
134.85 |
133.00 |
134.25 |
+1.70 |
17,535 |
73,953 |
-404 |
Sep10 |
100518 |
134.40 |
136.10 |
134.40 |
135.60 |
+1.60 |
4,500 |
28,320 |
+1,353 |
Dec10 |
100518 |
136.25 |
137.50 |
136.05 |
137.05 |
+1.45 |
1,850 |
19,363 |
+443 |
Mar11 |
100518 |
137.50 |
138.50 |
137.50 |
138.15 |
+1.25 |
1,168 |
7,704 |
+147 |
May11 |
100518 |
137.35 |
138.40 |
137.35 |
138.05 |
+1.35 |
165 |
4,264 |
-85 |
Total Volume and Open Interest |
25,256 |
136,711 |
+1,470 |
Orange Juice(ICE) |
Jul10 |
100518 |
143.20 |
144.95 |
142.25 |
144.50 |
+1.65 |
1,968 |
19,735 |
+477 |
Sep10 |
100518 |
143.65 |
145.25 |
143.05 |
145.25 |
+1.65 |
304 |
6,750 |
+3 |
Nov10 |
100518 |
143.95 |
145.95 |
143.75 |
145.95 |
+2.00 |
43 |
1,577 |
+24 |
Jan11 |
100518 |
146.30 |
146.30 |
146.30 |
146.30 |
+1.75 |
2 |
817 |
+2 |
Mar11 |
100518 |
146.75 |
146.75 |
146.75 |
146.75 |
+2.00 |
0 |
169 |
+0 |
May11 |
100518 |
146.75 |
146.75 |
146.75 |
146.75 |
+2.45 |
0 |
154 |
+0 |
Total Volume and Open Interest |
2,317 |
29,401 |
+506 |
Sugar #11(ICE) |
Jul10 |
100518 |
13.95 |
14.83 |
13.95 |
14.80 |
+0.91 |
42,969 |
291,628 |
+1,062 |
Oct10 |
100518 |
14.44 |
15.30 |
14.44 |
15.27 |
+0.83 |
15,878 |
163,722 |
+4,179 |
Mar11 |
100518 |
15.40 |
16.18 |
15.33 |
16.15 |
+0.89 |
7,269 |
80,700 |
+865 |
May11 |
100518 |
15.38 |
16.07 |
15.38 |
16.07 |
+0.84 |
2,389 |
24,926 |
+249 |
Jul11 |
100518 |
15.50 |
16.12 |
15.38 |
16.11 |
+0.80 |
1,643 |
28,716 |
+630 |
Total Volume and Open Interest |
73,670 |
655,476 |
+7,395 |
London Cocoa(LCE) |
Jul10 |
100513 |
2282 |
2291 |
2252 |
2256 |
-31 |
28,703 |
59,743 |
+5,567 |
Sep10 |
100518 |
2203 |
2230 |
2188 |
2226 |
+24 |
2,574 |
33,270 |
+469 |
Dec10 |
100518 |
2174 |
2199 |
2151 |
2193 |
+20 |
872 |
21,911 |
-58 |
Mar11 |
100518 |
2163 |
2184 |
2140 |
2177 |
+17 |
252 |
20,713 |
-2 |
May11 |
100518 |
2150 |
2187 |
2150 |
2180 |
+17 |
45 |
4,165 |
+33 |
Jul11 |
100518 |
2184 |
2184 |
2184 |
2184 |
+17 |
15 |
929 |
+13 |
Sep11 |
100518 |
2187 |
2187 |
2187 |
2187 |
+17 |
0 |
1,843 |
+0 |
Total Volume and Open Interest |
11,229 |
151,326 |
+296 |
London Sugar(LCE) |
Aug10 |
100518 |
471.00 |
483.50 |
470.10 |
481.10 |
+12.60 |
2,819 |
32,619 |
-173 |
Oct10 |
100518 |
429.30 |
440.20 |
426.60 |
438.00 |
+11.80 |
1,500 |
14,758 |
-356 |
Dec10 |
100518 |
418.70 |
428.60 |
415.80 |
425.50 |
+10.30 |
500 |
4,515 |
+120 |
Mar11 |
100518 |
424.00 |
436.90 |
424.00 |
434.80 |
+11.30 |
196 |
3,637 |
+37 |
May11 |
100518 |
424.50 |
436.50 |
424.50 |
436.00 |
+12.00 |
16 |
1,891 |
+2 |
Total Volume and Open Interest |
5,050 |
57,835 |
-359 |
Cotton(ICE) |
Jul10 |
100518 |
81.40 |
82.44 |
81.35 |
82.20 |
+1.00 |
6,271 |
103,245 |
-223 |
Oct10 |
100518 |
77.95 |
77.99 |
77.50 |
77.77 |
+0.56 |
184 |
2,262 |
-126 |
Dec10 |
100518 |
77.40 |
77.95 |
77.40 |
77.91 |
+0.49 |
2,452 |
60,449 |
+111 |
Mar11 |
100518 |
79.05 |
79.13 |
78.90 |
79.11 |
+0.48 |
162 |
8,333 |
+122 |
May11 |
100518 |
78.95 |
79.01 |
78.95 |
78.99 |
+0.42 |
12 |
158 |
-10 |
Jul11 |
100518 |
78.95 |
79.20 |
78.95 |
78.99 |
+0.39 |
43 |
3,041 |
+30 |
Total Volume and Open Interest |
9,130 |
178,787 |
-91 |
Lumber(CME) |
Jul10 |
100518 |
250.0 |
250.0 |
241.3 |
242.7 |
-8.6 |
567 |
4,613 |
-39 |
Sep10 |
100518 |
260.2 |
260.4 |
252.0 |
254.6 |
-7.4 |
230 |
2,024 |
-49 |
Nov10 |
100518 |
246.7 |
246.7 |
240.0 |
244.6 |
-5.4 |
76 |
661 |
+9 |
Jan11 |
100518 |
266.0 |
266.0 |
260.0 |
260.0 |
-6.0 |
1 |
21 |
+0 |
Total Volume and Open Interest |
875 |
7,323 |
-327 |
Crude Oil(NYM) |
Jun10 |
100518 |
70.50 |
72.52 |
68.91 |
69.41 |
-0.67 |
373,981 |
158,173 |
-27,445 |
Jul10 |
100518 |
73.87 |
75.34 |
72.17 |
72.70 |
-0.52 |
249,080 |
379,884 |
+5,219 |
Aug10 |
100518 |
75.58 |
76.80 |
73.88 |
74.39 |
-0.67 |
91,907 |
110,029 |
+6,786 |
Sep10 |
100518 |
76.73 |
77.82 |
74.98 |
75.48 |
-0.69 |
43,345 |
90,042 |
+2,199 |
Oct10 |
100518 |
77.39 |
78.38 |
75.75 |
76.18 |
-0.72 |
21,055 |
41,266 |
+43 |
Nov10 |
100518 |
78.15 |
78.99 |
76.30 |
76.78 |
-0.73 |
13,799 |
35,676 |
-237 |
Dec10 |
100518 |
78.67 |
79.60 |
76.82 |
77.30 |
-0.73 |
57,997 |
204,595 |
-348 |
Jan11 |
100518 |
79.10 |
79.74 |
77.65 |
77.69 |
-0.73 |
6,314 |
31,706 |
-811 |
Feb11 |
100518 |
79.94 |
80.04 |
77.90 |
78.06 |
-0.72 |
4,096 |
17,567 |
-172 |
Mar11 |
100518 |
79.88 |
80.44 |
78.10 |
78.42 |
-0.70 |
3,757 |
18,828 |
+420 |
Apr11 |
100518 |
80.82 |
80.82 |
78.77 |
78.77 |
-0.68 |
1,688 |
11,878 |
-145 |
May11 |
100518 |
79.09 |
79.09 |
79.09 |
79.09 |
-0.67 |
1,446 |
7,200 |
+6 |
Jun11 |
100518 |
81.30 |
81.32 |
79.18 |
79.39 |
-0.65 |
5,968 |
42,935 |
+638 |
Jul11 |
100518 |
79.66 |
79.66 |
79.66 |
79.66 |
-0.64 |
949 |
6,267 |
+32 |
Aug11 |
100518 |
79.89 |
79.89 |
79.89 |
79.89 |
-0.62 |
784 |
5,505 |
+616 |
Sep11 |
100518 |
80.12 |
80.12 |
80.12 |
80.12 |
-0.60 |
274 |
7,296 |
+103 |
Total Volume and Open Interest |
899,276 |
1,470,927 |
-11,176 |
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 |
100518 |
73.825 |
75.325 |
72.200 |
72.700 |
-0.525 |
2,699 |
3,155 |
+587 |
Aug10 |
100518 |
75.550 |
76.675 |
74.000 |
74.400 |
-0.650 |
343 |
541 |
+8 |
Sep10 |
100518 |
76.850 |
77.500 |
75.125 |
75.475 |
-0.700 |
187 |
173 |
+35 |
Oct10 |
100518 |
77.975 |
78.875 |
76.000 |
76.175 |
-0.725 |
1 |
18 |
+1 |
Nov10 |
100518 |
76.650 |
76.775 |
76.650 |
76.775 |
-0.725 |
0 |
6 |
+0 |
Dec10 |
100518 |
79.600 |
79.725 |
77.300 |
77.300 |
-0.725 |
7 |
78 |
+5 |
Jan11 |
100518 |
79.750 |
79.750 |
77.700 |
77.700 |
-0.725 |
1 |
0 |
-1 |
Feb11 |
100518 |
78.050 |
78.050 |
78.050 |
78.050 |
-0.725 |
|
|
|
Total Volume and Open Interest |
18,289 |
9,126 |
+207 |
Heating Oil(NYM) |
Jun10 |
100518 |
199.11 |
202.20 |
194.81 |
196.15 |
-2.37 |
50,547 |
56,273 |
-6,242 |
Jul10 |
100518 |
201.32 |
203.84 |
196.50 |
197.85 |
-2.35 |
31,248 |
62,549 |
+1,162 |
Aug10 |
100518 |
203.43 |
205.56 |
198.55 |
199.89 |
-2.25 |
13,825 |
33,431 |
+736 |
Sep10 |
100518 |
206.46 |
207.99 |
201.59 |
202.58 |
-2.12 |
7,411 |
25,659 |
+865 |
Oct10 |
100518 |
210.57 |
210.81 |
204.38 |
205.31 |
-2.13 |
1,754 |
16,890 |
+216 |
Nov10 |
100518 |
213.22 |
213.25 |
207.20 |
208.08 |
-2.11 |
1,177 |
12,084 |
+161 |
Dec10 |
100518 |
214.51 |
216.14 |
209.70 |
210.85 |
-2.10 |
10,342 |
41,098 |
+353 |
Jan11 |
100518 |
218.88 |
218.93 |
213.00 |
213.80 |
-2.12 |
1,662 |
17,463 |
+89 |
Feb11 |
100518 |
221.04 |
221.04 |
215.45 |
215.95 |
-2.05 |
281 |
7,052 |
+63 |
Mar11 |
100518 |
221.99 |
222.27 |
216.76 |
216.90 |
-2.00 |
314 |
6,158 |
+28 |
Apr11 |
100518 |
222.32 |
222.32 |
215.70 |
216.76 |
-2.02 |
226 |
3,214 |
+23 |
May11 |
100518 |
221.35 |
221.49 |
215.60 |
216.71 |
-2.05 |
193 |
2,344 |
+27 |
Total Volume and Open Interest |
121,189 |
318,340 |
-2,416 |
Gasoline(NYMEX) |
Jun10 |
100518 |
205.80 |
209.05 |
201.90 |
204.31 |
unch |
52,001 |
57,368 |
-2,932 |
Jul10 |
100518 |
205.74 |
208.89 |
201.65 |
203.86 |
-0.38 |
37,820 |
77,156 |
+2,722 |
Aug10 |
100518 |
205.45 |
208.55 |
201.40 |
203.47 |
-0.68 |
18,574 |
36,654 |
-92 |
Sep10 |
100518 |
205.50 |
206.85 |
201.43 |
203.06 |
-0.83 |
15,114 |
36,492 |
-443 |
Oct10 |
100518 |
195.41 |
197.61 |
191.50 |
192.71 |
-1.04 |
4,347 |
20,090 |
-605 |
Nov10 |
100518 |
195.07 |
195.07 |
192.24 |
192.24 |
-1.16 |
2,981 |
16,589 |
+176 |
Dec10 |
100518 |
197.98 |
198.00 |
191.29 |
192.81 |
-1.22 |
4,740 |
12,050 |
+46 |
Jan11 |
100518 |
194.50 |
194.62 |
194.50 |
194.62 |
-1.28 |
101 |
5,454 |
-5 |
Feb11 |
100518 |
196.80 |
196.80 |
196.75 |
196.80 |
-1.25 |
3 |
1,972 |
-1 |
Mar11 |
100518 |
203.15 |
203.15 |
199.00 |
199.02 |
-1.28 |
4 |
1,139 |
+0 |
Total Volume and Open Interest |
135,985 |
277,435 |
-1,258 |
e-miNY RBOB Gasoline(NYM) |
Jun10 |
100518 |
204.00 |
204.30 |
203.80 |
204.30 |
unch |
0 |
6 |
+0 |
Jul10 |
100518 |
203.90 |
203.90 |
203.86 |
203.90 |
-0.30 |
0 |
1 |
+0 |
Aug10 |
100518 |
203.50 |
203.50 |
203.47 |
203.50 |
-0.70 |
0 |
1 |
-1 |
Sep10 |
100518 |
203.10 |
203.10 |
203.06 |
203.10 |
-0.80 |
|
|
|
Total Volume and Open Interest |
0 |
15 |
-1 |
Natural Gas(NYM) |
Jun10 |
100518 |
4.412 |
4.494 |
4.296 |
4.342 |
-0.056 |
109,172 |
89,757 |
-8,492 |
Jul10 |
100518 |
4.504 |
4.587 |
4.391 |
4.436 |
-0.053 |
71,501 |
191,793 |
+9,370 |
Aug10 |
100518 |
4.566 |
4.655 |
4.459 |
4.507 |
-0.050 |
19,005 |
66,975 |
-1,083 |
Sep10 |
100518 |
4.615 |
4.702 |
4.525 |
4.561 |
-0.047 |
18,247 |
69,459 |
+734 |
Oct10 |
100518 |
4.715 |
4.795 |
4.611 |
4.655 |
-0.050 |
25,373 |
82,056 |
-59 |
Nov10 |
100518 |
5.086 |
5.127 |
4.962 |
5.003 |
-0.062 |
6,350 |
19,718 |
-461 |
Dec10 |
100518 |
5.474 |
5.512 |
5.334 |
5.373 |
-0.065 |
8,546 |
33,757 |
-770 |
Jan11 |
100518 |
5.705 |
5.705 |
5.555 |
5.587 |
-0.064 |
16,241 |
52,335 |
+1,704 |
Feb11 |
100518 |
5.661 |
5.661 |
5.515 |
5.545 |
-0.066 |
2,310 |
17,827 |
-159 |
Mar11 |
100518 |
5.540 |
5.560 |
5.393 |
5.435 |
-0.068 |
3,363 |
42,680 |
+126 |
Apr11 |
100518 |
5.330 |
5.338 |
5.202 |
5.235 |
-0.070 |
4,107 |
37,446 |
-689 |
May11 |
100518 |
5.351 |
5.351 |
5.225 |
5.256 |
-0.070 |
505 |
22,762 |
+166 |
Jun11 |
100518 |
5.403 |
5.403 |
5.299 |
5.302 |
-0.070 |
271 |
6,779 |
+4 |
Jul11 |
100518 |
5.404 |
5.425 |
5.359 |
5.365 |
-0.070 |
90 |
4,792 |
+15 |
Aug11 |
100518 |
5.506 |
5.514 |
5.416 |
5.416 |
-0.071 |
65 |
5,237 |
+9 |
Sep11 |
100518 |
5.500 |
5.500 |
5.447 |
5.447 |
-0.070 |
106 |
4,919 |
+12 |
Total Volume and Open Interest |
286,623 |
870,734 |
+639 |
Brent Crude Oil(ICE) |
Jul10 |
100518 |
75.77 |
76.60 |
74.01 |
74.43 |
-0.67 |
220,960 |
222,325 |
+1,917 |
Aug10 |
100518 |
76.75 |
77.55 |
74.94 |
75.36 |
-0.75 |
64,620 |
103,324 |
-1,765 |
Sep10 |
100518 |
77.41 |
78.28 |
75.70 |
76.11 |
-0.83 |
27,544 |
72,061 |
+775 |
Oct10 |
100518 |
78.05 |
78.86 |
76.42 |
76.71 |
-0.88 |
15,684 |
28,642 |
+8 |
Nov10 |
100518 |
78.78 |
79.42 |
77.02 |
77.25 |
-0.90 |
12,004 |
21,471 |
+425 |
Dec10 |
100518 |
79.33 |
79.93 |
77.34 |
77.75 |
-0.91 |
33,879 |
103,706 |
-886 |
Jan11 |
100518 |
80.12 |
80.19 |
78.18 |
78.19 |
-0.91 |
5,615 |
20,987 |
+84 |
Feb11 |
100518 |
80.60 |
80.60 |
78.61 |
78.62 |
-0.90 |
3,784 |
11,542 |
+992 |
Mar11 |
100518 |
81.00 |
81.00 |
79.03 |
79.04 |
-0.89 |
929 |
7,698 |
+243 |
Apr11 |
100518 |
79.50 |
79.50 |
79.44 |
79.44 |
-0.88 |
376 |
4,984 |
+16 |
May11 |
100518 |
79.82 |
79.82 |
79.82 |
79.82 |
-0.87 |
341 |
13,001 |
+8,633 |
Jun11 |
100518 |
81.80 |
82.26 |
80.18 |
80.18 |
-0.85 |
1,308 |
16,724 |
-404 |
Jul11 |
100518 |
80.52 |
80.52 |
80.52 |
80.52 |
-0.82 |
133 |
3,305 |
+37 |
Aug11 |
100518 |
80.80 |
80.80 |
80.80 |
80.80 |
-0.81 |
133 |
2,146 |
-54 |
Total Volume and Open Interest |
394,599 |
730,394 |
-33,059 |
Gas Oil(ICE) |
Jun10 |
100518 |
639.75 |
644.75 |
622.75 |
638.25 |
+1.00 |
69,555 |
105,445 |
+1,553 |
Jul10 |
100518 |
643.50 |
648.75 |
626.75 |
642.50 |
+1.25 |
58,677 |
79,088 |
+764 |
Aug10 |
100518 |
649.00 |
653.50 |
632.75 |
648.25 |
+1.50 |
13,442 |
33,329 |
-210 |
Sep10 |
100518 |
656.00 |
660.25 |
641.75 |
654.50 |
+1.50 |
6,478 |
35,357 |
+323 |
Oct10 |
100518 |
660.50 |
665.25 |
644.50 |
660.00 |
+1.50 |
3,678 |
29,944 |
+157 |
Nov10 |
100518 |
667.00 |
670.25 |
654.00 |
665.25 |
+1.50 |
2,135 |
22,546 |
+270 |
Dec10 |
100518 |
667.50 |
676.50 |
655.00 |
670.25 |
+1.50 |
19,863 |
92,514 |
+2,011 |
Jan11 |
100518 |
679.00 |
679.50 |
663.75 |
676.00 |
+1.50 |
380 |
25,241 |
-86 |
Feb11 |
100518 |
685.00 |
685.00 |
669.25 |
680.75 |
+1.50 |
391 |
13,064 |
+10 |
Mar11 |
100518 |
682.75 |
689.25 |
673.75 |
684.75 |
+1.25 |
1,292 |
8,824 |
+134 |
Total Volume and Open Interest |
183,097 |
526,447 |
+7,489 |
Ethanol(CBOT) |
May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
Jun10 |
100518 |
1.606 |
1.606 |
1.595 |
1.606 |
+0.003 |
164 |
836 |
-33 |
Jul10 |
100518 |
1.608 |
1.622 |
1.608 |
1.619 |
+0.009 |
196 |
1,210 |
+38 |
Aug10 |
100518 |
1.620 |
1.630 |
1.620 |
1.630 |
+0.015 |
48 |
960 |
+15 |
Sep10 |
100518 |
1.624 |
1.629 |
1.624 |
1.627 |
+0.011 |
6 |
843 |
+3 |
Oct10 |
100518 |
1.636 |
1.636 |
1.619 |
1.625 |
+0.005 |
24 |
887 |
+18 |
Nov10 |
100518 |
1.639 |
1.639 |
1.630 |
1.632 |
+0.005 |
34 |
735 |
+8 |
Dec10 |
100518 |
1.645 |
1.645 |
1.643 |
1.644 |
+0.008 |
51 |
1,343 |
-3 |
Total Volume and Open Interest |
647 |
9,193 |
+114 |
US Dollar Index(ICE) |
Jun10 |
100518 |
86.370 |
87.525 |
86.045 |
87.315 |
+0.938 |
32,266 |
38,051 |
-969 |
Sep10 |
100518 |
86.655 |
87.865 |
86.390 |
87.645 |
+0.938 |
106 |
2,337 |
+10 |
Dec10 |
100518 |
86.960 |
87.905 |
86.960 |
87.905 |
+0.938 |
0 |
15 |
+0 |
Total Volume and Open Interest |
32,372 |
40,403 |
-959 |
Australian Dollar(CME) |
Jun10 |
100518 |
87.47 |
87.62 |
85.97 |
86.16 |
-0.87 |
114,490 |
104,883 |
-4,992 |
Sep10 |
100518 |
86.57 |
86.68 |
85.15 |
85.26 |
-0.87 |
675 |
6,343 |
+74 |
Dec10 |
100518 |
85.12 |
85.22 |
84.38 |
84.38 |
-0.84 |
0 |
17 |
+0 |
Total Volume and Open Interest |
115,165 |
111,245 |
-4,918 |
British Pound(CME) |
Jun10 |
100518 |
144.83 |
145.22 |
143.04 |
143.21 |
-1.55 |
155,463 |
141,790 |
-5,418 |
Sep10 |
100518 |
144.89 |
145.16 |
143.13 |
143.20 |
-1.55 |
1,261 |
7,554 |
-3 |
Dec10 |
100518 |
143.22 |
144.76 |
143.22 |
143.22 |
-1.54 |
11 |
36 |
+3 |
Total Volume and Open Interest |
156,735 |
149,381 |
-5,418 |
Canadian Dollar(CME) |
Jun10 |
100518 |
96.90 |
97.60 |
96.05 |
96.12 |
-0.48 |
104,871 |
116,343 |
+1,446 |
Sep10 |
100518 |
96.55 |
97.54 |
96.05 |
96.08 |
-0.49 |
988 |
7,008 |
+154 |
Dec10 |
100518 |
97.27 |
97.27 |
95.97 |
95.97 |
-0.48 |
38 |
1,318 |
+0 |
Mar11 |
100518 |
95.92 |
96.28 |
95.80 |
95.80 |
-0.48 |
17 |
232 |
+11 |
Total Volume and Open Interest |
105,917 |
124,984 |
+1,612 |
Japanese Yen(CME) |
Jun10 |
100518 |
108.00 |
108.62 |
107.59 |
108.40 |
+0.29 |
137,104 |
139,233 |
+327 |
Sep10 |
100518 |
108.19 |
108.75 |
107.76 |
108.54 |
+0.28 |
438 |
3,853 |
+14 |
Dec10 |
100518 |
108.50 |
108.73 |
108.45 |
108.73 |
+0.28 |
0 |
115 |
+0 |
Total Volume and Open Interest |
137,542 |
143,202 |
+341 |
Swiss Franc(CME) |
Jun10 |
100518 |
88.43 |
88.79 |
86.88 |
87.20 |
-1.21 |
67,419 |
48,946 |
+2,519 |
Sep10 |
100518 |
88.69 |
88.90 |
87.11 |
87.36 |
-1.24 |
83 |
928 |
-1 |
Dec10 |
100518 |
88.55 |
88.80 |
87.59 |
87.59 |
-1.21 |
0 |
18 |
+0 |
Total Volume and Open Interest |
67,502 |
49,892 |
+2,518 |
EuroFX(CME) |
Jun10 |
100518 |
123.99 |
124.47 |
121.63 |
122.07 |
-1.82 |
460,512 |
286,914 |
+5,607 |
Sep10 |
100518 |
124.09 |
124.53 |
121.71 |
122.15 |
-1.82 |
4,995 |
9,915 |
+1,878 |
Dec10 |
100518 |
124.52 |
124.52 |
121.66 |
122.24 |
-1.83 |
21 |
291 |
+7 |
Total Volume and Open Interest |
465,529 |
297,171 |
+7,493 |
Mexican Peso(CME) |
May10 |
100517 |
794.5 |
794.5 |
792.8 |
794.5 |
+1.8 |
|
|
|
Jun10 |
100518 |
791.2 |
796.8 |
778.8 |
780.0 |
-7.8 |
37,687 |
95,499 |
+1,187 |
Total Volume and Open Interest |
37,695 |
96,146 |
+1,193 |
30-Year T-Bonds(CBOT) |
Jun10 |
100518 |
121~140 |
122~220 |
121~140 |
122~220 |
+0~210 |
|
|
|
Sep10 |
100518 |
120~230 |
122~170 |
120~190 |
122~040 |
+1~100 |
8,889 |
24,127 |
+1,369 |
Dec10 |
100518 |
120~100 |
121~000 |
119~150 |
120~250 |
+1~100 |
24 |
55 |
+4 |
Total Volume and Open Interest |
421,889 |
761,232 |
+1,600 |
10-Year T-Notes(CBOT) |
Jun10 |
100518 |
119~140 |
120~130 |
119~100 |
120~065 |
+0~200 |
1,331,469 |
1,774,138 |
+3,916 |
Sep10 |
100518 |
118~125 |
119~110 |
118~080 |
119~050 |
+0~205 |
23,059 |
64,862 |
+9,368 |
Dec10 |
100518 |
117~230 |
117~230 |
117~025 |
117~230 |
+0~205 |
0 |
32 |
+0 |
Total Volume and Open Interest |
1,354,528 |
1,839,037 |
+13,284 |
5-Year T-Notes(CBOT) |
Jun10 |
100518 |
58~093 |
58~093 |
58~093 |
58~093 |
+0~025 |
|
|
|
Sep10 |
100518 |
116~015 |
116~077 |
115~125 |
116~072 |
+0~052 |
23,317 |
66,402 |
+16,071 |
Dec10 |
100518 |
115~063 |
115~063 |
115~011 |
115~063 |
+0~052 |
0 |
2 |
+0 |
Total Volume and Open Interest |
742,181 |
1,084,837 |
+9,421 |
2 Year T-Notes(CBOT) |
Jun10 |
100518 |
54~072 |
54~080 |
54~072 |
54~080 |
+0~005 |
|
|
|
Sep10 |
100518 |
108~091 |
108~115 |
108~089 |
108~113 |
+0~018 |
9,534 |
45,108 |
+4,607 |
Dec10 |
100518 |
108~066 |
108~066 |
108~044 |
108~066 |
+0~022 |
0 |
1 |
+0 |
Total Volume and Open Interest |
318,884 |
1,043,891 |
-4,253 |
Eurodollars(CME) |
Jun10 |
100518 |
99.400 |
99.442 |
99.365 |
99.382 |
-0.018 |
426,736 |
1,118,436 |
-24,374 |
Sep10 |
100518 |
99.270 |
99.320 |
99.215 |
99.240 |
-0.040 |
448,374 |
1,060,155 |
-108 |
Dec10 |
100518 |
99.150 |
99.180 |
99.105 |
99.125 |
-0.030 |
452,451 |
1,026,162 |
-35,468 |
Mar11 |
100518 |
98.995 |
99.030 |
98.990 |
99.005 |
unch |
366,247 |
775,853 |
-315 |
Jun11 |
100518 |
98.770 |
98.820 |
98.755 |
98.810 |
+0.025 |
406,136 |
849,283 |
-43,090 |
Sep11 |
100518 |
98.515 |
98.595 |
98.500 |
98.580 |
+0.045 |
293,946 |
695,576 |
+15,108 |
Dec11 |
100518 |
98.230 |
98.335 |
98.205 |
98.305 |
+0.060 |
266,669 |
522,050 |
-10,355 |
Mar12 |
100518 |
97.955 |
98.090 |
97.940 |
98.055 |
+0.075 |
191,787 |
358,262 |
-846 |
Jun12 |
100518 |
97.670 |
97.825 |
97.655 |
97.785 |
+0.090 |
109,846 |
234,607 |
-5,794 |
Sep12 |
100518 |
97.405 |
97.555 |
97.385 |
97.515 |
+0.095 |
74,004 |
185,547 |
-6,464 |
Dec12 |
100518 |
97.155 |
97.290 |
97.115 |
97.250 |
+0.100 |
78,576 |
150,087 |
+3,477 |
Mar13 |
100518 |
96.940 |
97.070 |
96.895 |
97.030 |
+0.100 |
58,895 |
137,968 |
+5,001 |
Jun13 |
100518 |
96.700 |
96.840 |
96.675 |
96.805 |
+0.095 |
20,754 |
82,136 |
-990 |
Sep13 |
100518 |
96.470 |
96.635 |
96.470 |
96.595 |
+0.090 |
19,812 |
70,074 |
-2,781 |
Dec13 |
100518 |
96.255 |
96.415 |
96.255 |
96.380 |
+0.085 |
15,242 |
41,170 |
-53 |
Mar14 |
100518 |
96.125 |
96.245 |
96.095 |
96.210 |
+0.080 |
15,585 |
37,165 |
-2,015 |
Jun14 |
100518 |
95.955 |
96.080 |
95.930 |
96.040 |
+0.080 |
8,948 |
31,711 |
-705 |
Sep14 |
100518 |
95.815 |
95.925 |
95.795 |
95.885 |
+0.075 |
9,125 |
23,073 |
-1,900 |
Total Volume and Open Interest |
3,297,772 |
7,604,950 |
-119,707 |
30 Day Federal Funds(CBOT) |
May10 |
100518 |
99.795 |
99.795 |
99.790 |
99.793 |
unch |
1,982 |
65,857 |
+456 |
Jun10 |
100518 |
99.785 |
99.785 |
99.780 |
99.785 |
unch |
3,712 |
68,052 |
+177 |
Jul10 |
100518 |
99.775 |
99.775 |
99.770 |
99.770 |
unch |
4,239 |
56,677 |
+880 |
Aug10 |
100518 |
99.765 |
99.765 |
99.755 |
99.760 |
unch |
2,119 |
81,628 |
+375 |
Sep10 |
100518 |
99.745 |
99.750 |
99.740 |
99.745 |
unch |
2,128 |
46,584 |
+736 |
Oct10 |
100518 |
99.725 |
99.730 |
99.715 |
99.725 |
unch |
3,776 |
73,109 |
+285 |
Total Volume and Open Interest |
49,028 |
631,285 |
+3,338 |
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 |
100518 |
99.622 |
99.622 |
99.622 |
99.622 |
-0.003 |
0 |
3,081 |
+53 |
Sep10 |
100518 |
99.647 |
99.647 |
99.647 |
99.647 |
-0.003 |
0 |
1,031 |
-60 |
Dec10 |
100518 |
99.652 |
99.652 |
99.652 |
99.652 |
-0.003 |
0 |
342 |
+0 |
Mar11 |
100518 |
99.643 |
99.643 |
99.643 |
99.643 |
-0.002 |
0 |
167 |
+0 |
Jun11 |
100518 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep11 |
100518 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec11 |
100518 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
Mar12 |
100518 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun12 |
100518 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Sep12 |
100518 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
4,621 |
-7 |
3-Mth Euro-Yen(SGX) |
Jun10 |
100518 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
5,942 |
+100 |
Sep10 |
100518 |
99.64 |
99.65 |
99.64 |
99.65 |
unch |
1 |
2,901 |
-60 |
Dec10 |
100518 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,761 |
+0 |
Mar11 |
100518 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,707 |
+0 |
Jun11 |
100518 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
102 |
-4 |
Sep11 |
100518 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
53 |
+0 |
Dec11 |
100518 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
102 |
+0 |
Mar12 |
100518 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
305 |
+0 |
Total Volume and Open Interest |
1 |
13,759 |
-180 |
Japanese Gov't Bonds(SGX) |
Jun10 |
100518 |
139.87 |
139.93 |
139.78 |
139.85 |
+0.02 |
2,444 |
20,180 |
+1,072 |
Sep10 |
100518 |
139.42 |
139.42 |
139.42 |
139.42 |
-0.13 |
30 |
36 |
+30 |
Dec10 |
100518 |
137.33 |
137.33 |
137.33 |
137.33 |
-0.13 |
|
|
|
Total Volume and Open Interest |
1,318 |
20,665 |
+263 |
Euro-Bund(EUREX) |
Jun10 |
100518 |
126.41 |
127.81 |
126.26 |
126.86 |
+0.26 |
0 |
1,103,737 |
+1,103,737 |
Sep10 |
100518 |
125.84 |
127.18 |
125.66 |
126.27 |
+0.29 |
0 |
15,077 |
+15,077 |
Dec10 |
100518 |
124.76 |
124.76 |
124.76 |
124.76 |
+0.26 |
0 |
3 |
+3 |
Total Volume and Open Interest |
903,548 |
1,118,817 |
+9,740 |
Euro-Bobl(EUREX) |
Jun10 |
100518 |
119.62 |
120.30 |
119.55 |
119.84 |
+0.66 |
529,051 |
793,541 |
-16,387 |
Sep10 |
100518 |
119.40 |
119.76 |
119.33 |
119.51 |
+0.14 |
1,444 |
19,542 |
+623 |
Dec10 |
100518 |
119.24 |
119.24 |
119.24 |
119.24 |
+0.14 |
50 |
0 |
+0 |
Total Volume and Open Interest |
429,844 |
806,776 |
-8,941 |
3-Mth Euribor(EUREX) |
Jun10 |
100518 |
99.250 |
99.250 |
99.245 |
99.245 |
+0.010 |
0 |
6,050 |
+6,050 |
Sep10 |
100518 |
99.115 |
99.140 |
99.115 |
99.140 |
+0.040 |
0 |
2,923 |
+2,923 |
Dec10 |
100518 |
99.055 |
99.080 |
99.050 |
99.080 |
+0.035 |
0 |
1,836 |
+1,836 |
Total Volume and Open Interest |
778 |
17,581 |
-546 |
Long Gilt(LIFFE) |
Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
Sep10 |
100518 |
116~11 |
116~18 |
116~08 |
116~18 |
+0~00 |
15 |
1,465 |
+15 |
Total Volume and Open Interest |
101,076 |
304,006 |
-1,660 |
3-Mth Short Sterling(LIFFE) |
Jun10 |
100518 |
99.24 |
99.27 |
99.24 |
99.26 |
+0.02 |
45,884 |
325,867 |
+4,351 |
Sep10 |
100518 |
99.09 |
99.12 |
99.07 |
99.11 |
+0.02 |
79,172 |
409,307 |
+3,237 |
Dec10 |
100518 |
98.95 |
98.97 |
98.92 |
98.96 |
-0.01 |
93,783 |
376,859 |
+6,143 |
Mar11 |
100518 |
98.83 |
98.85 |
98.78 |
98.82 |
-0.03 |
67,003 |
233,488 |
-1,072 |
Jun11 |
100518 |
98.64 |
98.67 |
98.59 |
98.63 |
-0.04 |
107,694 |
320,351 |
-15,494 |
Sep11 |
100518 |
98.42 |
98.46 |
98.36 |
98.41 |
-0.04 |
79,939 |
223,505 |
+11,673 |
Total Volume and Open Interest |
634,658 |
2,377,505 |
+6,542 |
3-Mth Euribor(LIFFE) |
Jun10 |
100518 |
99.230 |
99.255 |
99.195 |
99.245 |
+0.010 |
202,279 |
888,969 |
+6,528 |
Sep10 |
100518 |
99.090 |
99.145 |
99.085 |
99.140 |
+0.040 |
275,408 |
761,263 |
-16,216 |
Dec10 |
100518 |
99.035 |
99.085 |
99.020 |
99.080 |
+0.035 |
221,512 |
523,604 |
+8,904 |
Total Volume and Open Interest |
1,362,088 |
4,145,579 |
-9,995 |
3-Mth Aus T-Bills(SFE) |
Jun10 |
100518 |
95.18 |
95.22 |
95.16 |
95.21 |
+0.02 |
15,987 |
250,209 |
+5,229 |
Sep10 |
100518 |
95.05 |
95.11 |
95.01 |
95.07 |
+0.02 |
31,805 |
233,780 |
+12,758 |
Dec10 |
100518 |
94.90 |
94.97 |
94.86 |
94.92 |
+0.01 |
25,017 |
132,500 |
+11,819 |
Mar11 |
100518 |
94.76 |
94.85 |
94.72 |
94.79 |
+0.01 |
9,485 |
60,730 |
+4,839 |
Jun11 |
100518 |
94.61 |
94.70 |
94.56 |
94.64 |
+0.02 |
5,605 |
46,176 |
+822 |
Sep11 |
100518 |
94.48 |
94.56 |
94.45 |
94.52 |
+0.03 |
4,483 |
29,615 |
+1,963 |
Dec11 |
100518 |
94.38 |
94.48 |
94.36 |
94.43 |
+0.03 |
1,433 |
25,047 |
+501 |
Mar12 |
100518 |
94.40 |
94.47 |
94.36 |
94.41 |
+0.04 |
1,373 |
14,123 |
+764 |
Jun12 |
100518 |
94.40 |
94.42 |
94.40 |
94.40 |
+0.05 |
90 |
5,839 |
+89 |
Sep12 |
100518 |
94.41 |
94.41 |
94.31 |
94.41 |
+0.03 |
100 |
2,755 |
+100 |
Total Volume and Open Interest |
95,508 |
802,487 |
+39,014 |
10-Year Aus T-Bonds(SFE) |
Jun10 |
100518 |
94.52 |
94.58 |
94.48 |
94.50 |
-0.03 |
47,905 |
431,194 |
+15,103 |
Sep10 |
100518 |
94.50 |
94.50 |
94.50 |
94.50 |
-0.03 |
|
|
|
Total Volume and Open Interest |
47,905 |
431,194 |
+15,103 |
3-Year Aus T-Bonds(SFE) |
Jun10 |
100518 |
95.01 |
95.08 |
94.96 |
95.01 |
-0.02 |
184,335 |
825,419 |
+54,867 |
Sep10 |
100518 |
95.01 |
95.01 |
95.01 |
95.01 |
-0.02 |
|
|
|
Total Volume and Open Interest |
184,335 |
825,419 |
+54,867 |
Gold(CMX) |
Jun10 |
100518 |
1223.9 |
1229.6 |
1206.6 |
1214.6 |
-13.5 |
242,404 |
304,602 |
-16,706 |
Aug10 |
100518 |
1226.0 |
1231.1 |
1208.7 |
1216.4 |
-13.5 |
22,144 |
99,343 |
+2,780 |
Oct10 |
100518 |
1229.2 |
1230.8 |
1211.9 |
1218.1 |
-13.6 |
698 |
23,346 |
+170 |
Dec10 |
100518 |
1229.2 |
1233.6 |
1212.4 |
1219.9 |
-13.6 |
4,824 |
52,396 |
-107 |
Feb11 |
100518 |
1227.2 |
1234.6 |
1215.3 |
1221.8 |
-13.6 |
351 |
18,405 |
+154 |
Apr11 |
100518 |
1234.9 |
1236.9 |
1218.6 |
1223.7 |
-13.6 |
94 |
14,729 |
+50 |
Jun11 |
100518 |
564.9 |
574.1 |
564.9 |
570.5 |
-13.6 |
1,391 |
11,689 |
+1,243 |
Aug11 |
100518 |
1228.5 |
1228.5 |
1228.5 |
1228.5 |
-13.7 |
0 |
3,858 |
+0 |
Oct11 |
100518 |
1231.4 |
1231.4 |
1231.4 |
1231.4 |
-13.7 |
0 |
6,724 |
+0 |
Dec11 |
100518 |
1233.4 |
1244.0 |
1229.9 |
1234.5 |
-13.7 |
893 |
14,290 |
-253 |
Feb12 |
100518 |
1238.0 |
1238.0 |
1238.0 |
1238.0 |
-13.9 |
0 |
3,960 |
+0 |
Total Volume and Open Interest |
279,380 |
586,074 |
-12,984 |
Silver(CMX) |
May10 |
100518 |
1879.0 |
1892.5 |
1864.0 |
1885.5 |
+2.0 |
170 |
248 |
-53 |
Jul10 |
100518 |
1889.5 |
1914.5 |
1865.0 |
1887.9 |
+2.0 |
45,516 |
81,317 |
+776 |
Sep10 |
100518 |
1900.0 |
1912.0 |
1869.0 |
1891.1 |
+2.0 |
954 |
11,476 |
-355 |
Dec10 |
100518 |
1908.0 |
1918.0 |
1873.5 |
1895.8 |
+2.0 |
1,389 |
15,286 |
-233 |
Mar11 |
100518 |
1899.7 |
1899.7 |
1899.7 |
1899.7 |
+2.0 |
571 |
5,613 |
+501 |
May11 |
100518 |
1901.8 |
1901.8 |
1901.8 |
1901.8 |
+1.9 |
118 |
2,364 |
+116 |
Jul11 |
100518 |
1903.9 |
1903.9 |
1903.9 |
1903.9 |
+1.9 |
1,044 |
2,344 |
-1,000 |
Total Volume and Open Interest |
50,761 |
126,644 |
-402 |
Platinum(NYMEX) |
Jul10 |
100518 |
1671.0 |
1699.4 |
1665.7 |
1690.5 |
+27.3 |
4,641 |
33,563 |
+401 |
Oct10 |
100518 |
1694.8 |
1694.8 |
1678.4 |
1694.4 |
+27.4 |
38 |
1,541 |
+17 |
Jan11 |
100518 |
1696.1 |
1696.1 |
1696.1 |
1696.1 |
+27.4 |
1 |
289 |
+0 |
Apr11 |
100518 |
1696.1 |
1696.1 |
1696.1 |
1696.1 |
+27.4 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,681 |
35,402 |
+419 |
Palladium(NYMEX) |
Jun10 |
100518 |
505.00 |
510.50 |
495.90 |
507.00 |
+3.40 |
2,576 |
18,937 |
-736 |
Sep10 |
100518 |
509.55 |
512.00 |
497.90 |
508.60 |
+3.45 |
551 |
4,910 |
+300 |
Dec10 |
100518 |
507.25 |
510.00 |
505.00 |
509.55 |
+3.20 |
1 |
237 |
+1 |
Total Volume and Open Interest |
3,130 |
24,112 |
-435 |
Copper(CMX) |
May10 |
100518 |
295.00 |
305.50 |
293.50 |
302.25 |
+9.95 |
639 |
1,013 |
-162 |
Jul10 |
100518 |
296.60 |
306.90 |
294.10 |
303.10 |
+9.90 |
34,653 |
81,151 |
-188 |
Sep10 |
100518 |
298.55 |
308.40 |
298.05 |
305.00 |
+9.90 |
1,185 |
19,831 |
+202 |
Dec10 |
100518 |
299.85 |
310.15 |
299.85 |
306.85 |
+9.90 |
879 |
11,315 |
-148 |
Mar11 |
100518 |
306.55 |
307.95 |
306.55 |
307.95 |
+9.90 |
198 |
4,893 |
+36 |
Total Volume and Open Interest |
38,305 |
130,420 |
+147 |
DJIA Index(CBOT) |
Jun10 |
100518 |
10595 |
10695 |
10470 |
10490 |
-109 |
1,137 |
11,854 |
+578 |
Sep10 |
100518 |
10560 |
10560 |
10433 |
10433 |
-109 |
3 |
17 |
+2 |
Dec10 |
100518 |
10371 |
10480 |
10371 |
10371 |
-109 |
0 |
2 |
+0 |
Mar11 |
100518 |
10316 |
10425 |
10316 |
10316 |
-109 |
|
|
|
Total Volume and Open Interest |
1,140 |
11,873 |
+580 |
S & P 500(CME) |
Jun10 |
100518 |
1135.40 |
1147.00 |
1115.30 |
1118.70 |
-15.80 |
23,773 |
296,740 |
-3,136 |
Sep10 |
100518 |
1140.00 |
1142.00 |
1111.30 |
1114.50 |
-15.80 |
1,073 |
14,236 |
+762 |
Dec10 |
100518 |
1110.10 |
1135.90 |
1106.90 |
1110.10 |
-15.80 |
3 |
4,189 |
+2 |
Mar11 |
100518 |
1105.90 |
1131.70 |
1102.70 |
1105.90 |
-15.80 |
0 |
477 |
+0 |
Total Volume and Open Interest |
24,849 |
315,687 |
-2,407 |
S & P 500 E-Mini(Globex) |
Jun10 |
100518 |
1135.50 |
1147.50 |
1115.25 |
1118.75 |
-15.75 |
2,979,512 |
2,589,750 |
+13,199 |
Sep10 |
100518 |
1130.75 |
1142.75 |
1111.50 |
1114.50 |
-15.75 |
3,901 |
49,801 |
+1,539 |
Total Volume and Open Interest |
2,983,447 |
2,642,131 |
+14,752 |
NASDAQ 100(CME) |
Jun10 |
100518 |
1914.30 |
1931.50 |
1876.00 |
1888.00 |
-25.50 |
1,635 |
23,141 |
+22 |
Sep10 |
100518 |
1885.00 |
1926.00 |
1878.00 |
1886.80 |
-25.50 |
0 |
227 |
+0 |
Dec10 |
100518 |
1884.00 |
1884.00 |
1881.50 |
1884.00 |
-25.50 |
|
|
|
Total Volume and Open Interest |
1,635 |
23,368 |
+22 |
NASDAQ 100 E-Mini(Globex) |
Jun10 |
100518 |
1912.30 |
1932.00 |
1876.80 |
1888.00 |
-25.50 |
449,745 |
340,182 |
-734 |
Sep10 |
100518 |
1914.80 |
1930.00 |
1875.80 |
1886.80 |
-25.50 |
177 |
1,934 |
+25 |
Total Volume and Open Interest |
449,927 |
342,145 |
-708 |
S & P Midcap 400(CME) |
Jun10 |
100518 |
800.00 |
801.00 |
776.00 |
778.10 |
-10.60 |
3 |
2,132 |
-3 |
Sep10 |
100518 |
776.10 |
776.70 |
776.10 |
776.10 |
-10.60 |
0 |
1 |
+0 |
Dec10 |
100518 |
774.10 |
774.70 |
774.10 |
774.10 |
-10.60 |
|
|
|
Total Volume and Open Interest |
3 |
2,133 |
-3 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun10 |
100518 |
10175 |
10350 |
10175 |
10175 |
-145 |
|
|
|
Sep10 |
100518 |
10350 |
10350 |
10230 |
10230 |
-120 |
0 |
5 |
+0 |
Total Volume and Open Interest |
15,759 |
42,884 |
-1,381 |
Nikkei 225(SGX) |
Jun10 |
100518 |
10290 |
10350 |
10125 |
10270 |
+15 |
99,741 |
176,098 |
-539 |
Sep10 |
100518 |
10265 |
10315 |
10235 |
10265 |
+10 |
32 |
2,325 |
+5 |
Dec10 |
100518 |
10220 |
10220 |
10220 |
10220 |
+10 |
0 |
1,168 |
+0 |
Total Volume and Open Interest |
151,410 |
187,680 |
-1,478 |
CAC 40(EURONEXT) |
May10 |
100518 |
3545.0 |
3614.5 |
3509.5 |
3592.0 |
+74.5 |
208,930 |
476,842 |
+46,474 |
Jun10 |
100518 |
3510.5 |
3582.0 |
3482.0 |
3560.5 |
+74.5 |
3,999 |
69,548 |
+1,474 |
Jul10 |
100518 |
3549.5 |
3565.0 |
3531.0 |
3558.5 |
+75.0 |
43 |
97 |
+20 |
Total Volume and Open Interest |
212,988 |
548,079 |
+47,984 |
Hang Seng Index(HKFE) |
May10 |
100518 |
19633 |
19880 |
19536 |
19812 |
+178 |
71,949 |
77,338 |
+5,254 |
Jun10 |
100518 |
19610 |
19850 |
19513 |
19776 |
+168 |
878 |
7,281 |
+211 |
Total Volume and Open Interest |
73,089 |
86,023 |
+5,458 |
DAX(EUREX) |
Jun10 |
100518 |
6115.0 |
6187.0 |
6096.0 |
6160.0 |
+93.0 |
0 |
191,971 |
+191,971 |
Sep10 |
100518 |
6122.0 |
6190.0 |
6103.0 |
6165.0 |
+93.0 |
0 |
10,123 |
+10,123 |
Dec10 |
100518 |
6129.5 |
6188.5 |
6117.5 |
6172.5 |
+92.5 |
0 |
1,954 |
+1,954 |
Total Volume and Open Interest |
249,933 |
204,048 |
-2,740 |
FT-SE 100(EURONEXT) |
Jun10 |
100518 |
5292.00 |
5322.00 |
5185.00 |
5291.50 |
+52.50 |
161,540 |
665,082 |
-4,294 |
Sep10 |
100518 |
5246.50 |
5248.50 |
5150.00 |
5248.50 |
+51.50 |
66 |
1,604 |
-17 |
Dec10 |
100518 |
5225.00 |
5250.00 |
5163.00 |
5223.50 |
+52.00 |
30 |
3,180 |
+1 |
Total Volume and Open Interest |
161,636 |
670,121 |
-4,310 |
SPI 200(SFE) |
Jun10 |
100518 |
4504.0 |
4540.0 |
4439.0 |
4492.0 |
-3.0 |
45,733 |
231,247 |
+14,800 |
Sep10 |
100518 |
4516.0 |
4519.0 |
4450.0 |
4478.0 |
-4.0 |
41 |
2,885 |
+41 |
Dec10 |
100518 |
4500.0 |
4500.0 |
4500.0 |
4500.0 |
unch |
12 |
2,598 |
+10 |
Total Volume and Open Interest |
45,786 |
237,880 |
+14,851 |
GSCI(CME) |
Jun10 |
100518 |
495.00 |
496.00 |
485.00 |
486.50 |
+0.50 |
2,592 |
16,711 |
+1,211 |
Jul10 |
100518 |
499.50 |
502.50 |
493.00 |
493.00 |
-2.00 |
|
|
|
Aug10 |
100518 |
502.90 |
506.00 |
496.50 |
496.50 |
-1.50 |
|
|
|
Total Volume and Open Interest |
4,639 |
23,209 |
|
Reuters CCI(ICE) |
Jun10 |
100518 |
255.50 |
255.50 |
255.50 |
255.50 |
+1.60 |
|
|
|
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. |
|
|