|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue May 25, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100525 |
939.00 |
941.00 |
927.50 |
930.50 |
-10.00 |
64,210 |
221,247 |
-7,186 |
| Aug10 |
100525 |
934.50 |
934.50 |
920.25 |
921.00 |
-14.00 |
3,941 |
15,780 |
-391 |
| Sep10 |
100525 |
920.00 |
920.00 |
908.00 |
909.50 |
-13.25 |
877 |
12,877 |
-20 |
| Nov10 |
100525 |
914.50 |
915.50 |
900.00 |
903.00 |
-12.50 |
20,081 |
156,575 |
-1,286 |
| Jan11 |
100525 |
923.25 |
923.50 |
910.00 |
912.75 |
-12.00 |
582 |
11,364 |
+149 |
| Mar11 |
100525 |
928.00 |
928.00 |
916.75 |
920.50 |
-11.25 |
216 |
5,347 |
+15 |
| May11 |
100525 |
930.25 |
936.50 |
922.25 |
926.00 |
-10.50 |
489 |
5,282 |
+294 |
| Total Volume and Open Interest |
91,760 |
451,413 |
-8,132 |
| Soybean Meal(CBOT) |
| Jul10 |
100525 |
273.40 |
274.40 |
270.00 |
271.10 |
-2.60 |
27,780 |
84,846 |
-3,464 |
| Aug10 |
100525 |
269.70 |
270.40 |
264.60 |
265.60 |
-4.10 |
4,785 |
16,847 |
+492 |
| Sep10 |
100525 |
264.00 |
264.00 |
259.50 |
260.00 |
-4.30 |
1,479 |
11,805 |
-146 |
| Oct10 |
100525 |
255.70 |
255.70 |
251.80 |
252.50 |
-4.30 |
1,505 |
7,913 |
-65 |
| Dec10 |
100525 |
255.50 |
255.60 |
250.50 |
251.40 |
-4.00 |
4,856 |
33,950 |
-475 |
| Jan11 |
100525 |
252.70 |
256.10 |
251.60 |
252.20 |
-3.90 |
56 |
4,302 |
-12 |
| Mar11 |
100525 |
254.30 |
265.50 |
254.00 |
254.20 |
-3.80 |
82 |
3,946 |
-5 |
| May11 |
100525 |
256.10 |
256.90 |
255.20 |
255.20 |
-3.80 |
133 |
1,673 |
+53 |
| Total Volume and Open Interest |
40,960 |
168,197 |
-3,497 |
| Soybean Oil(CBOT) |
| Jul10 |
100525 |
37.48 |
37.49 |
36.82 |
37.17 |
-0.35 |
29,470 |
187,303 |
+1,856 |
| Aug10 |
100525 |
37.63 |
37.69 |
37.04 |
37.39 |
-0.35 |
4,740 |
25,300 |
+753 |
| Sep10 |
100525 |
37.68 |
37.70 |
37.25 |
37.61 |
-0.33 |
2,052 |
15,300 |
+89 |
| Oct10 |
100525 |
37.71 |
38.13 |
37.46 |
37.81 |
-0.32 |
1,461 |
11,586 |
-294 |
| Dec10 |
100525 |
38.42 |
38.49 |
37.83 |
38.20 |
-0.31 |
7,369 |
66,135 |
+776 |
| Jan11 |
100525 |
38.29 |
38.81 |
38.25 |
38.50 |
-0.31 |
574 |
3,978 |
+199 |
| Mar11 |
100525 |
38.47 |
39.70 |
38.47 |
38.82 |
-0.31 |
249 |
1,815 |
+64 |
| May11 |
100525 |
38.88 |
39.40 |
38.88 |
39.10 |
-0.30 |
275 |
1,527 |
+98 |
| Total Volume and Open Interest |
46,420 |
316,112 |
+3,486 |
| Canola(WCE) |
| Jul10 |
100525 |
380.9 |
380.9 |
375.2 |
378.7 |
+0.4 |
6,421 |
91,727 |
+196 |
| Nov10 |
100525 |
381.3 |
385.7 |
380.0 |
384.2 |
+0.9 |
3,074 |
37,111 |
+122 |
| Jan11 |
100525 |
386.0 |
390.0 |
385.2 |
388.4 |
+0.7 |
944 |
3,955 |
+480 |
| Mar11 |
100525 |
388.8 |
394.2 |
388.8 |
392.5 |
+0.4 |
348 |
2,215 |
+153 |
| May11 |
100525 |
397.8 |
397.8 |
395.4 |
396.3 |
unch |
154 |
1,089 |
+22 |
| Total Volume and Open Interest |
11,197 |
136,954 |
+1,001 |
| Corn(CBOT) |
| Jul10 |
100525 |
369.00 |
370.25 |
362.50 |
364.25 |
-6.75 |
147,199 |
506,941 |
-7,391 |
| Sep10 |
100525 |
378.00 |
379.00 |
371.00 |
373.25 |
-6.75 |
27,945 |
170,149 |
+6,461 |
| Dec10 |
100525 |
387.50 |
388.50 |
380.25 |
382.75 |
-6.25 |
50,418 |
371,803 |
-515 |
| Mar11 |
100525 |
399.50 |
400.00 |
393.00 |
395.50 |
-5.50 |
2,381 |
54,274 |
+347 |
| May11 |
100525 |
405.75 |
406.25 |
401.25 |
404.25 |
-5.00 |
391 |
9,001 |
-27 |
| Jul11 |
100525 |
413.75 |
414.50 |
408.50 |
412.00 |
-4.25 |
1,744 |
30,522 |
+278 |
| Total Volume and Open Interest |
234,494 |
1,209,882 |
-119 |
| Wheat(CBOT) |
| Jul10 |
100525 |
465.50 |
466.75 |
456.25 |
460.50 |
-7.00 |
32,362 |
247,718 |
+226 |
| Sep10 |
100525 |
482.75 |
483.75 |
474.00 |
478.00 |
-7.00 |
7,978 |
83,063 |
+656 |
| Dec10 |
100525 |
514.75 |
515.50 |
505.00 |
508.75 |
-7.75 |
9,992 |
70,680 |
-103 |
| Mar11 |
100525 |
545.00 |
545.50 |
536.75 |
538.25 |
-8.25 |
1,928 |
27,568 |
+725 |
| May11 |
100525 |
554.00 |
557.50 |
553.50 |
554.25 |
-7.50 |
320 |
7,562 |
+30 |
| Total Volume and Open Interest |
55,896 |
478,142 |
+2,557 |
| Wheat(KCBT) |
| Jul10 |
100525 |
488.25 |
491.00 |
480.50 |
484.75 |
-5.75 |
5,887 |
63,521 |
+397 |
| Sep10 |
100525 |
499.25 |
502.00 |
492.50 |
496.75 |
-5.75 |
1,025 |
19,434 |
+62 |
| Dec10 |
100525 |
517.50 |
519.75 |
510.25 |
514.25 |
-5.75 |
2,304 |
41,335 |
-656 |
| Mar11 |
100525 |
533.50 |
537.25 |
529.00 |
532.25 |
-5.25 |
1,441 |
14,915 |
+326 |
| May11 |
100525 |
540.75 |
549.50 |
540.75 |
544.25 |
-5.25 |
685 |
5,404 |
+107 |
| Total Volume and Open Interest |
12,323 |
159,516 |
+696 |
| Wheat(MGE) |
| Jul10 |
100525 |
509.00 |
509.00 |
502.00 |
503.25 |
-6.75 |
3,743 |
18,518 |
+515 |
| Sep10 |
100525 |
519.00 |
521.25 |
514.00 |
515.50 |
-7.50 |
744 |
9,548 |
+496 |
| Dec10 |
100525 |
538.75 |
538.75 |
531.50 |
532.75 |
-6.25 |
864 |
9,451 |
+149 |
| Mar11 |
100525 |
553.25 |
556.25 |
549.25 |
550.00 |
-8.50 |
1,198 |
2,942 |
+797 |
| May11 |
100525 |
566.00 |
567.50 |
561.00 |
561.50 |
-5.50 |
212 |
1,538 |
+162 |
| Total Volume and Open Interest |
7,185 |
45,912 |
+2,402 |
| Oats(CBOT) |
| Jul10 |
100525 |
198.75 |
200.50 |
191.50 |
191.50 |
-7.50 |
269 |
12,093 |
-10 |
| Sep10 |
100525 |
206.25 |
206.75 |
200.00 |
200.00 |
-6.75 |
23 |
1,314 |
+10 |
| Dec10 |
100525 |
216.75 |
216.75 |
211.50 |
211.50 |
-6.25 |
38 |
3,614 |
+6 |
| Mar11 |
100525 |
224.50 |
229.25 |
223.00 |
223.00 |
-6.25 |
1 |
567 |
-1 |
| Total Volume and Open Interest |
331 |
17,588 |
+5 |
| Rough Rice(CBOT) |
| Jul10 |
100525 |
12.02 |
12.02 |
11.57 |
11.62 |
-0.45 |
487 |
8,673 |
-83 |
| Sep10 |
100525 |
11.60 |
11.75 |
11.46 |
11.75 |
+0.07 |
207 |
3,498 |
-15 |
| Nov10 |
100525 |
11.64 |
11.87 |
11.60 |
11.87 |
+0.07 |
132 |
2,041 |
+69 |
| Jan11 |
100525 |
12.15 |
12.15 |
12.07 |
12.15 |
+0.07 |
32 |
457 |
-2 |
| Total Volume and Open Interest |
925 |
15,526 |
-28 |
| Live Cattle(CME) |
| Jun10 |
100525 |
91.100 |
91.135 |
89.330 |
90.035 |
-1.100 |
14,006 |
60,427 |
-2,510 |
| Aug10 |
100525 |
90.200 |
90.200 |
88.500 |
89.080 |
-1.120 |
20,690 |
144,894 |
-1,986 |
| Oct10 |
100525 |
91.285 |
91.285 |
89.350 |
90.350 |
-1.080 |
8,163 |
76,485 |
+626 |
| Dec10 |
100525 |
92.500 |
92.635 |
90.980 |
91.385 |
-1.365 |
3,181 |
42,152 |
+181 |
| Feb11 |
100525 |
93.830 |
93.830 |
92.500 |
92.750 |
-1.250 |
1,047 |
18,439 |
-235 |
| Apr11 |
100525 |
94.900 |
94.900 |
93.680 |
94.050 |
-1.150 |
511 |
9,077 |
-61 |
| Total Volume and Open Interest |
47,729 |
354,765 |
-3,937 |
| Feeder Cattle(CME) |
| May10 |
100525 |
108.150 |
108.285 |
107.885 |
108.000 |
-0.080 |
709 |
2,628 |
-253 |
| Aug10 |
100525 |
108.800 |
108.830 |
107.200 |
107.285 |
-1.565 |
2,797 |
23,506 |
-482 |
| Sep10 |
100525 |
108.785 |
108.850 |
107.250 |
107.500 |
-1.400 |
368 |
5,269 |
-72 |
| Oct10 |
100525 |
108.330 |
108.330 |
107.000 |
107.250 |
-1.650 |
210 |
2,854 |
+27 |
| Nov10 |
100525 |
108.400 |
108.400 |
106.850 |
107.000 |
-1.500 |
99 |
1,307 |
-29 |
| Jan11 |
100525 |
106.850 |
106.850 |
105.400 |
106.000 |
-1.400 |
21 |
461 |
-6 |
| Mar11 |
100525 |
105.000 |
106.000 |
105.000 |
105.800 |
-1.200 |
2 |
56 |
+1 |
| Total Volume and Open Interest |
4,207 |
36,088 |
-814 |
| Lean Hogs(CME) |
| Jun10 |
100525 |
81.680 |
81.785 |
80.580 |
81.150 |
-0.735 |
10,524 |
27,861 |
-2,288 |
| Jul10 |
100525 |
82.250 |
82.400 |
81.225 |
82.000 |
-0.385 |
9,840 |
67,881 |
-893 |
| Aug10 |
100525 |
82.400 |
82.400 |
81.250 |
82.035 |
-0.615 |
6,408 |
44,838 |
-1,689 |
| Oct10 |
100525 |
74.350 |
74.350 |
73.475 |
73.975 |
-0.625 |
1,883 |
38,045 |
+65 |
| Dec10 |
100525 |
70.450 |
70.650 |
69.450 |
70.580 |
+0.045 |
2,242 |
21,839 |
+283 |
| Feb11 |
100525 |
70.200 |
70.800 |
69.950 |
70.750 |
-0.450 |
435 |
7,027 |
+201 |
| Apr11 |
100525 |
70.950 |
71.475 |
70.800 |
71.475 |
-0.125 |
191 |
3,372 |
+72 |
| May11 |
100525 |
74.000 |
74.000 |
74.000 |
74.000 |
-0.500 |
1 |
144 |
+0 |
| Total Volume and Open Interest |
31,533 |
211,847 |
-4,244 |
| Pork Bellies(CME) |
| May10 |
100525 |
112.000 |
112.000 |
111.980 |
112.000 |
unch |
1 |
29 |
+0 |
| Jul10 |
100525 |
102.000 |
102.800 |
102.000 |
102.650 |
-0.050 |
1 |
143 |
+1 |
| Aug10 |
100525 |
100.500 |
101.000 |
100.500 |
100.600 |
+0.600 |
1 |
25 |
+0 |
| Feb11 |
100525 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
3 |
+0 |
| Mar11 |
100525 |
100.250 |
100.250 |
100.250 |
100.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3 |
201 |
+1 |
| Class III Milk(CME) |
| May10 |
100525 |
13.36 |
13.37 |
13.35 |
13.37 |
+0.01 |
16 |
4,568 |
-5 |
| Jun10 |
100525 |
13.84 |
13.89 |
13.55 |
13.60 |
-0.26 |
147 |
4,510 |
+29 |
| Jul10 |
100525 |
14.00 |
14.05 |
13.46 |
13.50 |
-0.55 |
266 |
4,248 |
-25 |
| Aug10 |
100525 |
14.50 |
14.53 |
13.99 |
14.00 |
-0.53 |
150 |
3,509 |
+48 |
| Sep10 |
100525 |
14.80 |
14.80 |
14.36 |
14.39 |
-0.41 |
62 |
3,383 |
+23 |
| Total Volume and Open Interest |
801 |
29,819 |
+152 |
| Cocoa(ICE) |
| Jul10 |
100525 |
2886 |
2938 |
2874 |
2922 |
+7 |
10,675 |
52,971 |
+533 |
| Sep10 |
100525 |
2920 |
2955 |
2895 |
2944 |
+8 |
3,263 |
28,654 |
-584 |
| Dec10 |
100525 |
2919 |
2981 |
2918 |
2969 |
+12 |
653 |
16,085 |
-50 |
| Mar11 |
100525 |
2967 |
3001 |
2966 |
2986 |
+14 |
387 |
16,680 |
+162 |
| May11 |
100525 |
2995 |
3006 |
2980 |
2995 |
+12 |
33 |
6,399 |
-6 |
| Jul11 |
100525 |
2984 |
3015 |
2984 |
3004 |
+13 |
0 |
2,954 |
+0 |
| Sep11 |
100525 |
2996 |
3013 |
2996 |
3013 |
+12 |
4 |
1,167 |
-1 |
| Total Volume and Open Interest |
15,020 |
129,455 |
+57 |
| Coffee "C"(ICE) |
| Jul10 |
100525 |
131.90 |
133.30 |
130.60 |
132.75 |
+0.50 |
7,864 |
72,423 |
-120 |
| Sep10 |
100525 |
133.40 |
134.65 |
132.05 |
134.25 |
+0.60 |
2,355 |
31,719 |
+664 |
| Dec10 |
100525 |
134.95 |
136.25 |
133.65 |
135.75 |
+0.60 |
813 |
19,993 |
+282 |
| Mar11 |
100525 |
135.50 |
137.30 |
134.90 |
136.80 |
+0.60 |
380 |
7,628 |
-53 |
| May11 |
100525 |
135.50 |
137.25 |
135.50 |
136.95 |
+0.45 |
216 |
4,219 |
-54 |
| Jul11 |
100525 |
135.50 |
137.25 |
135.50 |
137.25 |
+0.40 |
110 |
2,489 |
-14 |
| Total Volume and Open Interest |
11,798 |
139,284 |
+705 |
| Orange Juice(ICE) |
| Jul10 |
100525 |
143.50 |
143.50 |
137.85 |
139.40 |
-5.50 |
943 |
19,844 |
-263 |
| Sep10 |
100525 |
142.75 |
142.75 |
138.00 |
139.40 |
-5.45 |
465 |
7,270 |
+251 |
| Nov10 |
100525 |
143.20 |
143.20 |
138.00 |
139.65 |
-5.15 |
231 |
2,017 |
+155 |
| Jan11 |
100525 |
143.30 |
143.30 |
139.30 |
140.15 |
-4.90 |
9 |
810 |
+0 |
| Mar11 |
100525 |
140.00 |
143.00 |
140.00 |
140.80 |
-4.65 |
1 |
169 |
+0 |
| May11 |
100525 |
141.00 |
141.00 |
141.00 |
141.00 |
-4.60 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
1,649 |
30,463 |
+143 |
| Sugar #11(ICE) |
| Jul10 |
100525 |
15.00 |
15.60 |
14.67 |
15.25 |
+0.06 |
51,763 |
277,310 |
+1,446 |
| Oct10 |
100525 |
15.45 |
15.88 |
15.00 |
15.58 |
+0.03 |
34,123 |
180,132 |
+4,026 |
| Mar11 |
100525 |
16.14 |
16.55 |
15.80 |
16.30 |
+0.02 |
9,838 |
89,996 |
+2,332 |
| May11 |
100525 |
16.00 |
16.36 |
15.67 |
16.16 |
+0.02 |
1,594 |
24,884 |
+96 |
| Jul11 |
100525 |
15.88 |
16.40 |
15.66 |
16.15 |
+0.02 |
3,490 |
32,103 |
+1,069 |
| Total Volume and Open Interest |
103,441 |
674,079 |
+9,424 |
| London Cocoa(LCE) |
| Jul10 |
100513 |
2282 |
2291 |
2252 |
2256 |
-31 |
28,703 |
59,743 |
+5,567 |
| Sep10 |
100525 |
2289 |
2335 |
2279 |
2328 |
+39 |
4,202 |
35,766 |
-571 |
| Dec10 |
100525 |
2227 |
2280 |
2227 |
2274 |
+40 |
2,147 |
23,606 |
+889 |
| Mar11 |
100525 |
2203 |
2250 |
2200 |
2242 |
+33 |
256 |
21,358 |
-53 |
| May11 |
100525 |
2201 |
2242 |
2196 |
2238 |
+32 |
32 |
4,925 |
+23 |
| Jul11 |
100525 |
2210 |
2245 |
2210 |
2240 |
+29 |
0 |
940 |
+0 |
| Sep11 |
100525 |
2246 |
2246 |
2246 |
2246 |
+31 |
0 |
1,843 |
+0 |
| Total Volume and Open Interest |
11,500 |
156,971 |
+255 |
| London Sugar(LCE) |
| Aug10 |
100525 |
493.70 |
507.00 |
487.80 |
500.20 |
+0.40 |
1,870 |
31,512 |
+237 |
| Oct10 |
100525 |
448.90 |
465.30 |
445.00 |
457.80 |
+3.50 |
923 |
15,564 |
+279 |
| Dec10 |
100525 |
432.80 |
447.00 |
428.20 |
440.00 |
+2.00 |
186 |
5,117 |
-8 |
| Mar11 |
100525 |
436.80 |
450.90 |
433.20 |
444.50 |
+2.60 |
66 |
3,770 |
+10 |
| May11 |
100525 |
438.00 |
451.90 |
438.00 |
445.70 |
+3.30 |
0 |
1,799 |
+0 |
| Total Volume and Open Interest |
3,125 |
58,570 |
+518 |
| Cotton(ICE) |
| Jul10 |
100525 |
82.25 |
82.27 |
81.15 |
82.07 |
-0.18 |
7,599 |
105,024 |
-280 |
| Oct10 |
100525 |
77.05 |
77.57 |
76.67 |
77.53 |
+0.18 |
123 |
2,100 |
-52 |
| Dec10 |
100525 |
77.81 |
78.19 |
77.01 |
78.15 |
+0.20 |
4,761 |
68,039 |
+1,289 |
| Mar11 |
100525 |
78.84 |
79.40 |
78.29 |
79.35 |
+0.23 |
285 |
10,028 |
+216 |
| May11 |
100525 |
79.40 |
79.86 |
79.40 |
79.81 |
+0.34 |
1 |
132 |
+0 |
| Jul11 |
100525 |
79.40 |
80.24 |
79.40 |
80.24 |
+0.43 |
85 |
3,343 |
+44 |
| Total Volume and Open Interest |
12,854 |
189,965 |
+1,217 |
| Lumber(CME) |
| Jul10 |
100525 |
245.2 |
248.1 |
235.0 |
235.0 |
-10.0 |
440 |
4,649 |
+9 |
| Sep10 |
100525 |
257.0 |
257.0 |
247.5 |
247.5 |
-10.0 |
240 |
2,295 |
+161 |
| Nov10 |
100525 |
247.3 |
247.3 |
237.5 |
237.5 |
-10.0 |
200 |
826 |
+58 |
| Jan11 |
100525 |
259.8 |
259.8 |
252.0 |
252.0 |
-10.0 |
4 |
39 |
+1 |
| Total Volume and Open Interest |
884 |
7,815 |
+229 |
| Crude Oil(NYM) |
| Jul10 |
100525 |
69.90 |
70.04 |
67.15 |
68.75 |
-1.46 |
449,428 |
397,031 |
-1,735 |
| Aug10 |
100525 |
71.35 |
71.35 |
68.59 |
70.10 |
-1.52 |
113,143 |
114,362 |
+3,225 |
| Sep10 |
100525 |
72.24 |
72.27 |
69.62 |
71.04 |
-1.55 |
52,128 |
98,771 |
+693 |
| Oct10 |
100525 |
72.63 |
72.76 |
70.35 |
71.76 |
-1.57 |
20,425 |
41,150 |
-1,643 |
| Nov10 |
100525 |
73.52 |
73.52 |
70.96 |
72.42 |
-1.56 |
14,465 |
36,078 |
-182 |
| Dec10 |
100525 |
74.16 |
74.23 |
71.50 |
73.04 |
-1.53 |
66,757 |
194,844 |
+3,306 |
| Jan11 |
100525 |
74.53 |
74.53 |
72.06 |
73.45 |
-1.51 |
8,386 |
35,912 |
+1,952 |
| Feb11 |
100525 |
72.76 |
74.00 |
72.76 |
73.83 |
-1.50 |
3,200 |
16,314 |
+108 |
| Mar11 |
100525 |
74.18 |
74.65 |
72.64 |
74.17 |
-1.51 |
3,386 |
17,736 |
-155 |
| Apr11 |
100525 |
73.52 |
74.50 |
73.52 |
74.50 |
-1.50 |
2,196 |
11,815 |
+325 |
| May11 |
100525 |
73.66 |
74.81 |
73.29 |
74.81 |
-1.50 |
2,154 |
6,844 |
-168 |
| Jun11 |
100525 |
76.09 |
76.09 |
73.51 |
75.08 |
-1.51 |
5,667 |
42,076 |
-594 |
| Jul11 |
100525 |
74.20 |
75.33 |
74.20 |
75.33 |
-1.52 |
592 |
5,818 |
-140 |
| Aug11 |
100525 |
74.43 |
75.55 |
74.43 |
75.55 |
-1.53 |
398 |
5,436 |
-77 |
| Sep11 |
100525 |
74.66 |
75.77 |
74.66 |
75.77 |
-1.54 |
267 |
7,150 |
+4 |
| Oct11 |
100525 |
74.89 |
76.00 |
74.89 |
76.00 |
-1.54 |
151 |
4,376 |
-34 |
| Total Volume and Open Interest |
777,204 |
1,342,688 |
+8,363 |
| 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 |
100519 |
72.550 |
73.175 |
70.600 |
72.475 |
-0.225 |
4,712 |
3,414 |
+259 |
| Aug10 |
100525 |
71.175 |
71.300 |
68.650 |
70.100 |
-1.525 |
522 |
647 |
+15 |
| Sep10 |
100525 |
71.925 |
72.150 |
69.975 |
71.050 |
-1.550 |
80 |
217 |
-4 |
| Oct10 |
100525 |
71.350 |
71.750 |
70.300 |
71.750 |
-1.575 |
0 |
23 |
+0 |
| Nov10 |
100525 |
72.650 |
72.650 |
72.425 |
72.425 |
-1.550 |
1 |
6 |
+0 |
| Dec10 |
100525 |
72.500 |
73.500 |
72.075 |
73.050 |
-1.525 |
4 |
87 |
+1 |
| Jan11 |
100525 |
73.450 |
73.450 |
73.450 |
73.450 |
-1.500 |
1 |
2 |
+0 |
| Feb11 |
100525 |
73.825 |
73.825 |
73.825 |
73.825 |
-1.500 |
|
|
|
| Total Volume and Open Interest |
24,266 |
5,414 |
+560 |
| Heating Oil(NYM) |
| Jun10 |
100525 |
189.50 |
189.67 |
183.68 |
187.17 |
-2.76 |
30,514 |
36,137 |
-3,281 |
| Jul10 |
100525 |
191.25 |
191.41 |
184.83 |
188.42 |
-2.94 |
50,012 |
68,656 |
+458 |
| Aug10 |
100525 |
191.52 |
192.23 |
186.77 |
190.24 |
-2.92 |
10,688 |
36,432 |
+1,193 |
| Sep10 |
100525 |
193.70 |
193.72 |
189.24 |
192.65 |
-2.98 |
4,771 |
26,332 |
+154 |
| Oct10 |
100525 |
195.00 |
196.14 |
191.72 |
195.11 |
-3.03 |
1,451 |
17,049 |
-48 |
| Nov10 |
100525 |
197.10 |
198.65 |
194.27 |
197.60 |
-3.07 |
1,414 |
12,712 |
-13 |
| Dec10 |
100525 |
202.40 |
202.40 |
196.88 |
200.17 |
-3.05 |
9,542 |
39,360 |
+154 |
| Jan11 |
100525 |
202.72 |
204.03 |
199.76 |
203.06 |
-3.03 |
2,213 |
17,372 |
-73 |
| Feb11 |
100525 |
202.92 |
206.16 |
201.91 |
205.12 |
-3.07 |
683 |
7,557 |
+69 |
| Mar11 |
100525 |
205.00 |
207.14 |
202.90 |
206.04 |
-3.07 |
746 |
6,268 |
+130 |
| Apr11 |
100525 |
203.14 |
206.97 |
203.14 |
205.90 |
-3.07 |
327 |
3,695 |
+120 |
| May11 |
100525 |
203.94 |
207.08 |
202.85 |
205.84 |
-3.08 |
471 |
2,939 |
+166 |
| Total Volume and Open Interest |
117,068 |
308,062 |
-1,387 |
| Gasoline(NYMEX) |
| Jun10 |
100525 |
196.00 |
196.20 |
190.08 |
193.08 |
-4.00 |
25,078 |
39,055 |
-1,970 |
| Jul10 |
100525 |
195.00 |
195.26 |
188.88 |
191.93 |
-3.78 |
37,019 |
85,016 |
-954 |
| Aug10 |
100525 |
191.14 |
194.34 |
188.60 |
191.66 |
-3.71 |
11,077 |
37,625 |
-840 |
| Sep10 |
100525 |
191.53 |
192.56 |
188.66 |
191.41 |
-3.67 |
8,200 |
33,418 |
-206 |
| Oct10 |
100525 |
178.72 |
181.64 |
178.50 |
181.46 |
-3.65 |
5,655 |
20,300 |
+292 |
| Nov10 |
100525 |
183.91 |
184.12 |
178.62 |
181.18 |
-3.64 |
4,520 |
17,507 |
+210 |
| Dec10 |
100525 |
184.40 |
184.40 |
179.07 |
181.94 |
-3.66 |
5,618 |
13,449 |
+556 |
| Jan11 |
100525 |
182.32 |
183.77 |
182.32 |
183.77 |
-3.63 |
19 |
4,614 |
+8 |
| Feb11 |
100525 |
185.92 |
185.92 |
185.92 |
185.92 |
-3.61 |
4 |
1,959 |
+0 |
| Mar11 |
100525 |
186.02 |
188.10 |
186.00 |
188.10 |
-3.61 |
296 |
1,294 |
-51 |
| Total Volume and Open Interest |
98,844 |
267,852 |
-2,708 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100525 |
193.10 |
193.10 |
193.08 |
193.10 |
-4.00 |
2 |
3 |
+0 |
| Jul10 |
100525 |
191.90 |
191.93 |
191.90 |
191.90 |
-3.80 |
1 |
2 |
+0 |
| Aug10 |
100525 |
191.70 |
191.70 |
191.66 |
191.70 |
-3.70 |
2 |
3 |
+1 |
| Sep10 |
100525 |
191.40 |
191.41 |
191.40 |
191.40 |
-3.70 |
|
|
|
| Total Volume and Open Interest |
5 |
16 |
+1 |
| Natural Gas(NYM) |
| Jun10 |
100525 |
4.045 |
4.082 |
3.986 |
4.051 |
+0.034 |
84,607 |
33,512 |
-16,579 |
| Jul10 |
100525 |
4.105 |
4.167 |
4.036 |
4.114 |
+0.039 |
52,927 |
211,957 |
+8,166 |
| Aug10 |
100525 |
4.167 |
4.225 |
4.108 |
4.186 |
+0.040 |
14,372 |
72,182 |
+543 |
| Sep10 |
100525 |
4.205 |
4.285 |
4.168 |
4.243 |
+0.037 |
9,655 |
75,539 |
+747 |
| Oct10 |
100525 |
4.325 |
4.382 |
4.270 |
4.347 |
+0.041 |
13,677 |
76,508 |
-2,119 |
| Nov10 |
100525 |
4.660 |
4.750 |
4.647 |
4.722 |
+0.039 |
4,448 |
21,959 |
+188 |
| Dec10 |
100525 |
5.057 |
5.120 |
5.026 |
5.098 |
+0.030 |
3,023 |
36,068 |
+167 |
| Jan11 |
100525 |
5.250 |
5.335 |
5.228 |
5.312 |
+0.030 |
6,512 |
52,703 |
+743 |
| Feb11 |
100525 |
5.205 |
5.307 |
5.205 |
5.283 |
+0.031 |
1,076 |
18,010 |
+8 |
| Mar11 |
100525 |
5.138 |
5.206 |
5.115 |
5.181 |
+0.031 |
2,318 |
45,148 |
-176 |
| Apr11 |
100525 |
4.950 |
5.035 |
4.940 |
5.006 |
+0.034 |
2,894 |
38,134 |
+457 |
| May11 |
100525 |
5.003 |
5.030 |
4.970 |
5.030 |
+0.034 |
412 |
23,458 |
+50 |
| Jun11 |
100525 |
5.036 |
5.110 |
5.025 |
5.083 |
+0.034 |
255 |
7,113 |
-6 |
| Jul11 |
100525 |
5.100 |
5.147 |
5.098 |
5.147 |
+0.034 |
138 |
4,936 |
+28 |
| Aug11 |
100525 |
5.159 |
5.201 |
5.159 |
5.201 |
+0.035 |
49 |
5,281 |
+11 |
| Sep11 |
100525 |
5.180 |
5.266 |
5.180 |
5.233 |
+0.035 |
73 |
5,222 |
+42 |
| Total Volume and Open Interest |
198,339 |
851,810 |
-7,048 |
| Brent Crude Oil(ICE) |
| Jul10 |
100525 |
70.92 |
70.95 |
68.15 |
69.55 |
-1.62 |
177,639 |
222,955 |
+1,561 |
| Aug10 |
100525 |
71.80 |
71.80 |
69.03 |
70.38 |
-1.62 |
55,575 |
124,545 |
+661 |
| Sep10 |
100525 |
72.50 |
72.50 |
69.77 |
71.09 |
-1.60 |
31,679 |
74,901 |
-357 |
| Oct10 |
100525 |
72.92 |
72.92 |
70.41 |
71.74 |
-1.56 |
16,780 |
35,744 |
+2,091 |
| Nov10 |
100525 |
73.45 |
73.53 |
71.01 |
72.38 |
-1.51 |
13,406 |
20,897 |
-2,108 |
| Dec10 |
100525 |
74.01 |
74.13 |
71.59 |
73.00 |
-1.47 |
34,488 |
103,466 |
-4,243 |
| Jan11 |
100525 |
74.61 |
74.61 |
72.26 |
73.55 |
-1.43 |
4,092 |
21,078 |
+306 |
| Feb11 |
100525 |
74.52 |
74.53 |
72.74 |
74.04 |
-1.40 |
2,233 |
11,438 |
+285 |
| Mar11 |
100525 |
75.49 |
75.49 |
73.19 |
74.49 |
-1.38 |
1,664 |
8,072 |
-341 |
| Apr11 |
100525 |
74.90 |
74.90 |
74.90 |
74.90 |
-1.35 |
998 |
5,364 |
+32 |
| May11 |
100525 |
75.26 |
75.26 |
75.26 |
75.26 |
-1.34 |
940 |
13,258 |
+29 |
| Jun11 |
100525 |
76.42 |
76.42 |
74.13 |
75.56 |
-1.36 |
3,831 |
18,235 |
+1,351 |
| Jul11 |
100525 |
75.86 |
75.86 |
75.86 |
75.86 |
-1.36 |
345 |
3,097 |
+4 |
| Aug11 |
100525 |
76.12 |
76.12 |
76.12 |
76.12 |
-1.37 |
543 |
3,122 |
+455 |
| Total Volume and Open Interest |
356,279 |
769,009 |
-1,104 |
| Gas Oil(ICE) |
| Jun10 |
100525 |
605.25 |
605.25 |
585.75 |
592.50 |
-11.75 |
63,546 |
87,441 |
-2,774 |
| Jul10 |
100525 |
608.25 |
608.50 |
589.50 |
595.50 |
-12.50 |
61,977 |
72,633 |
-5,042 |
| Aug10 |
100525 |
613.25 |
613.25 |
594.00 |
599.75 |
-13.00 |
25,267 |
40,317 |
+2,409 |
| Sep10 |
100525 |
617.00 |
617.00 |
599.75 |
605.00 |
-13.25 |
13,805 |
38,558 |
+988 |
| Oct10 |
100525 |
624.25 |
624.25 |
605.50 |
610.25 |
-13.25 |
11,510 |
33,086 |
+727 |
| Nov10 |
100525 |
618.00 |
618.00 |
610.25 |
615.25 |
-13.25 |
5,900 |
23,870 |
+494 |
| Dec10 |
100525 |
634.00 |
634.00 |
614.75 |
620.00 |
-13.25 |
20,090 |
91,969 |
+366 |
| Jan11 |
100525 |
625.75 |
629.25 |
620.50 |
625.25 |
-13.50 |
3,439 |
27,681 |
+2,064 |
| Feb11 |
100525 |
626.25 |
633.75 |
625.25 |
629.75 |
-13.50 |
591 |
13,611 |
-26 |
| Mar11 |
100525 |
632.75 |
639.00 |
629.75 |
634.00 |
-13.50 |
1,508 |
9,434 |
+350 |
| Total Volume and Open Interest |
216,258 |
531,004 |
+2,167 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100525 |
1.581 |
1.584 |
1.578 |
1.580 |
-0.023 |
110 |
511 |
-52 |
| Jul10 |
100525 |
1.581 |
1.586 |
1.578 |
1.582 |
-0.026 |
120 |
1,417 |
+79 |
| Aug10 |
100525 |
1.589 |
1.594 |
1.589 |
1.591 |
-0.029 |
41 |
1,036 |
+7 |
| Sep10 |
100525 |
1.584 |
1.591 |
1.584 |
1.585 |
-0.027 |
49 |
880 |
-9 |
| Oct10 |
100525 |
1.591 |
1.591 |
1.589 |
1.590 |
-0.023 |
91 |
889 |
+2 |
| Nov10 |
100525 |
1.595 |
1.603 |
1.595 |
1.596 |
-0.029 |
52 |
826 |
+12 |
| Dec10 |
100525 |
1.605 |
1.615 |
1.595 |
1.600 |
-0.022 |
21 |
1,364 |
+16 |
| Total Volume and Open Interest |
631 |
9,914 |
+157 |
| US Dollar Index(ICE) |
| Jun10 |
100525 |
86.600 |
87.550 |
86.425 |
86.887 |
+0.550 |
35,808 |
35,527 |
-550 |
| Sep10 |
100525 |
86.960 |
87.850 |
86.900 |
87.228 |
+0.540 |
45 |
2,499 |
-7 |
| Dec10 |
100525 |
87.488 |
87.488 |
87.488 |
87.488 |
+0.540 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
35,853 |
38,044 |
-557 |
| Australian Dollar(CME) |
| Jun10 |
100525 |
82.31 |
82.63 |
80.49 |
81.74 |
-1.26 |
208,834 |
103,297 |
-6,382 |
| Sep10 |
100525 |
81.37 |
82.13 |
79.70 |
80.93 |
-1.20 |
1,700 |
4,427 |
-41 |
| Dec10 |
100525 |
80.50 |
81.34 |
79.50 |
80.18 |
-1.16 |
2 |
360 |
-35 |
| Total Volume and Open Interest |
210,542 |
108,093 |
-6,458 |
| British Pound(CME) |
| Jun10 |
100525 |
144.11 |
144.45 |
142.60 |
143.65 |
-0.80 |
137,365 |
141,094 |
-3,618 |
| Sep10 |
100525 |
144.03 |
144.48 |
142.71 |
143.72 |
-0.76 |
2,100 |
9,802 |
+463 |
| Dec10 |
100525 |
143.80 |
144.52 |
143.80 |
143.80 |
-0.72 |
13 |
32 |
-5 |
| Total Volume and Open Interest |
139,478 |
150,928 |
-3,160 |
| Canadian Dollar(CME) |
| Jun10 |
100525 |
94.05 |
94.11 |
92.13 |
92.96 |
-1.59 |
152,250 |
113,510 |
-5,089 |
| Sep10 |
100525 |
94.05 |
94.54 |
92.22 |
92.98 |
-1.56 |
1,766 |
7,969 |
+212 |
| Dec10 |
100525 |
93.50 |
94.49 |
92.30 |
92.99 |
-1.50 |
476 |
1,833 |
+186 |
| Mar11 |
100525 |
92.94 |
94.35 |
92.87 |
92.87 |
-1.48 |
8 |
295 |
+5 |
| Total Volume and Open Interest |
154,500 |
123,690 |
-4,686 |
| Japanese Yen(CME) |
| Jun10 |
100525 |
110.79 |
112.09 |
110.76 |
110.99 |
+0.42 |
221,907 |
141,476 |
-5,092 |
| Sep10 |
100525 |
110.99 |
112.30 |
110.77 |
111.24 |
+0.47 |
1,206 |
4,568 |
+103 |
| Dec10 |
100525 |
112.28 |
112.28 |
111.02 |
111.54 |
+0.52 |
53 |
126 |
+5 |
| Total Volume and Open Interest |
223,166 |
146,173 |
-4,984 |
| Swiss Franc(CME) |
| Jun10 |
100525 |
86.26 |
86.59 |
85.62 |
86.41 |
-0.13 |
76,534 |
48,742 |
+2 |
| Sep10 |
100525 |
86.55 |
86.87 |
85.92 |
86.74 |
-0.08 |
135 |
1,261 |
+1 |
| Dec10 |
100525 |
87.00 |
87.14 |
87.00 |
87.06 |
-0.08 |
7 |
14 |
+0 |
| Total Volume and Open Interest |
76,676 |
50,017 |
+3 |
| EuroFX(CME) |
| Jun10 |
100525 |
123.53 |
123.58 |
121.81 |
123.18 |
-0.84 |
431,396 |
273,415 |
-12,501 |
| Sep10 |
100525 |
123.58 |
124.15 |
122.02 |
123.34 |
-0.81 |
5,179 |
13,626 |
+351 |
| Dec10 |
100525 |
123.72 |
124.29 |
122.31 |
123.51 |
-0.78 |
158 |
432 |
+66 |
| Total Volume and Open Interest |
436,736 |
287,524 |
-12,082 |
| Mexican Peso(CME) |
| Jun10 |
100525 |
767.0 |
767.0 |
744.8 |
761.5 |
-10.0 |
30,521 |
82,679 |
-695 |
| Jul10 |
100525 |
759.8 |
769.8 |
759.8 |
759.8 |
-10.0 |
|
|
|
| Total Volume and Open Interest |
30,567 |
83,570 |
-671 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100525 |
125~140 |
125~310 |
125~060 |
125~080 |
+0~280 |
|
|
|
| Sep10 |
100525 |
124~150 |
126~050 |
124~010 |
124~290 |
+0~280 |
37,971 |
72,317 |
+15,324 |
| Dec10 |
100525 |
124~070 |
124~110 |
122~220 |
123~180 |
+0~280 |
1 |
62 |
+1 |
| Total Volume and Open Interest |
591,454 |
728,664 |
-12,858 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100525 |
121~135 |
122~145 |
121~125 |
121~215 |
+0~160 |
2,114,686 |
1,627,320 |
-175,962 |
| Sep10 |
100525 |
120~180 |
121~205 |
120~180 |
120~285 |
+0~180 |
192,740 |
222,854 |
+67,316 |
| Dec10 |
100525 |
119~220 |
120~125 |
118~285 |
119~205 |
+0~240 |
2 |
25 |
+2 |
| Total Volume and Open Interest |
2,307,428 |
1,850,209 |
-108,644 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100525 |
59~005 |
59~014 |
58~119 |
58~119 |
-58~101 |
788,294 |
969,413 |
-39,665 |
| Sep10 |
100525 |
117~013 |
117~089 |
117~002 |
117~009 |
+0~022 |
57,400 |
136,161 |
+16,395 |
| Dec10 |
100525 |
116~000 |
116~000 |
115~106 |
116~000 |
+0~022 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
845,694 |
1,105,576 |
-23,270 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100525 |
54~089 |
54~090 |
54~085 |
54~085 |
+0~002 |
|
|
|
| Sep10 |
100525 |
109~005 |
109~017 |
108~124 |
109~004 |
+0~008 |
50,670 |
114,835 |
+21,993 |
| Dec10 |
100525 |
108~094 |
108~094 |
108~082 |
108~094 |
+0~012 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
432,556 |
993,117 |
-13,712 |
| Eurodollars(CME) |
| Jun10 |
100525 |
99.272 |
99.285 |
99.195 |
99.268 |
-0.022 |
340,066 |
1,147,748 |
-31,334 |
| Sep10 |
100525 |
99.015 |
99.055 |
98.865 |
99.025 |
-0.010 |
610,608 |
1,065,496 |
+23,849 |
| Dec10 |
100525 |
98.910 |
98.935 |
98.780 |
98.900 |
-0.030 |
535,289 |
1,084,617 |
+26,644 |
| Mar11 |
100525 |
98.835 |
98.850 |
98.730 |
98.800 |
-0.050 |
386,344 |
804,605 |
-6,778 |
| Jun11 |
100525 |
98.705 |
98.725 |
98.625 |
98.645 |
-0.060 |
375,772 |
872,422 |
-13,876 |
| Sep11 |
100525 |
98.520 |
98.555 |
98.455 |
98.465 |
-0.055 |
306,078 |
730,787 |
+6,674 |
| Dec11 |
100525 |
98.300 |
98.350 |
98.245 |
98.250 |
-0.040 |
237,414 |
530,317 |
-5,310 |
| Mar12 |
100525 |
98.105 |
98.165 |
98.055 |
98.055 |
-0.030 |
187,059 |
383,444 |
+3,007 |
| Jun12 |
100525 |
97.875 |
97.955 |
97.840 |
97.840 |
-0.020 |
121,496 |
235,937 |
-836 |
| Sep12 |
100525 |
97.650 |
97.745 |
97.615 |
97.625 |
-0.010 |
94,777 |
183,417 |
-1,141 |
| Dec12 |
100525 |
97.420 |
97.530 |
97.385 |
97.400 |
unch |
87,403 |
150,493 |
+6,126 |
| Mar13 |
100525 |
97.210 |
97.355 |
97.195 |
97.215 |
+0.010 |
79,125 |
141,936 |
+26 |
| Jun13 |
100525 |
97.030 |
97.160 |
97.000 |
97.015 |
+0.015 |
35,291 |
83,990 |
+350 |
| Sep13 |
100525 |
96.835 |
96.975 |
96.815 |
96.830 |
+0.025 |
28,525 |
74,081 |
+1,811 |
| Dec13 |
100525 |
96.645 |
96.780 |
96.610 |
96.635 |
+0.035 |
23,247 |
39,713 |
+1,549 |
| Mar14 |
100525 |
96.450 |
96.615 |
96.450 |
96.480 |
+0.040 |
18,867 |
37,976 |
+545 |
| Jun14 |
100525 |
96.315 |
96.455 |
96.295 |
96.320 |
+0.045 |
11,227 |
31,057 |
-298 |
| Sep14 |
100525 |
96.190 |
96.300 |
96.155 |
96.175 |
+0.050 |
8,804 |
23,254 |
+386 |
| Total Volume and Open Interest |
3,519,798 |
7,774,241 |
+14,796 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100525 |
99.795 |
99.795 |
99.793 |
99.793 |
unch |
1,834 |
62,287 |
+186 |
| Jun10 |
100525 |
99.780 |
99.790 |
99.780 |
99.785 |
unch |
1,023 |
69,552 |
+0 |
| Jul10 |
100525 |
99.770 |
99.785 |
99.765 |
99.780 |
+0.005 |
1,501 |
55,632 |
-515 |
| Aug10 |
100525 |
99.760 |
99.775 |
99.755 |
99.770 |
+0.005 |
5,780 |
80,026 |
+345 |
| Sep10 |
100525 |
99.750 |
99.760 |
99.745 |
99.755 |
+0.005 |
7,710 |
47,642 |
+971 |
| Oct10 |
100525 |
99.740 |
99.745 |
99.735 |
99.740 |
+0.005 |
8,049 |
75,926 |
+800 |
| Total Volume and Open Interest |
61,733 |
668,875 |
+5,748 |
| 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 |
100525 |
99.618 |
99.618 |
99.618 |
99.618 |
-0.003 |
50 |
2,718 |
-381 |
| Sep10 |
100525 |
99.643 |
99.643 |
99.643 |
99.643 |
-0.002 |
0 |
1,031 |
+0 |
| Dec10 |
100525 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
0 |
342 |
+0 |
| Mar11 |
100525 |
99.637 |
99.637 |
99.637 |
99.637 |
-0.005 |
0 |
167 |
+0 |
| Jun11 |
100525 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.005 |
|
|
|
| Sep11 |
100525 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.005 |
|
|
|
| Dec11 |
100525 |
99.520 |
99.520 |
99.520 |
99.520 |
-0.005 |
|
|
|
| Mar12 |
100525 |
99.485 |
99.485 |
99.485 |
99.485 |
-0.005 |
|
|
|
| Jun12 |
100525 |
99.535 |
99.535 |
99.535 |
99.535 |
-0.005 |
|
|
|
| Sep12 |
100525 |
99.595 |
99.595 |
99.595 |
99.595 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
50 |
4,258 |
-381 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100525 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
1 |
5,607 |
-89 |
| Sep10 |
100525 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
3,019 |
+0 |
| Dec10 |
100525 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
2 |
1,461 |
-102 |
| Mar11 |
100525 |
99.63 |
99.64 |
99.63 |
99.64 |
-0.01 |
0 |
1,702 |
-5 |
| Jun11 |
100525 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
0 |
102 |
+0 |
| Sep11 |
100525 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.01 |
0 |
53 |
+0 |
| Dec11 |
100525 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
0 |
102 |
+0 |
| Mar12 |
100525 |
99.49 |
99.49 |
99.49 |
99.49 |
0.00 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
3 |
13,417 |
-196 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100521 |
140.55 |
140.62 |
140.30 |
140.34 |
+0.12 |
3,012 |
20,874 |
-445 |
| Sep10 |
100525 |
140.01 |
140.58 |
140.01 |
140.58 |
+0.67 |
33 |
52 |
-2 |
| Dec10 |
100525 |
138.49 |
138.49 |
138.49 |
138.49 |
+0.67 |
|
|
|
| Total Volume and Open Interest |
3,496 |
21,887 |
+0 |
| Euro-Bund(EUREX) |
| Jun10 |
100525 |
128.85 |
129.55 |
128.82 |
129.38 |
+0.77 |
1,176,464 |
1,054,342 |
+12,277 |
| Sep10 |
100525 |
128.34 |
129.10 |
128.34 |
128.90 |
+0.77 |
9,755 |
29,954 |
+4,511 |
| Dec10 |
100525 |
127.02 |
127.03 |
127.02 |
127.03 |
+0.57 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,186,219 |
1,084,300 |
+16,788 |
| Euro-Bobl(EUREX) |
| Jun10 |
100521 |
120.46 |
120.85 |
120.39 |
120.53 |
-0.07 |
556,211 |
792,894 |
-6,820 |
| Sep10 |
100525 |
120.33 |
120.78 |
120.29 |
120.69 |
+0.50 |
6,992 |
29,034 |
+3,679 |
| Dec10 |
100525 |
120.47 |
120.47 |
120.47 |
120.47 |
+0.49 |
|
|
|
| Total Volume and Open Interest |
661,702 |
824,668 |
+6,925 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100525 |
99.200 |
99.225 |
99.170 |
99.220 |
+0.020 |
46 |
6,516 |
+20 |
| Sep10 |
100525 |
98.985 |
99.030 |
98.955 |
99.015 |
-0.005 |
859 |
2,788 |
-145 |
| Dec10 |
100525 |
98.895 |
98.920 |
98.880 |
98.920 |
-0.030 |
15 |
2,007 |
+3 |
| Total Volume and Open Interest |
2,011 |
17,051 |
-368 |
| Long Gilt(LIFFE) |
| Jun10 |
100430 |
115~10 |
116~02 |
115~07 |
115~30 |
+0~29 |
80,989 |
293,562 |
+765 |
| Sep10 |
100525 |
118~30 |
119~19 |
118~29 |
119~13 |
+0~26 |
6,303 |
10,086 |
+3,626 |
| Total Volume and Open Interest |
140,092 |
292,746 |
-7,019 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100525 |
99.18 |
99.24 |
99.16 |
99.22 |
+0.01 |
58,386 |
352,711 |
+5,647 |
| Sep10 |
100525 |
98.92 |
98.97 |
98.86 |
98.96 |
-0.01 |
96,114 |
392,725 |
-10,579 |
| Dec10 |
100525 |
98.81 |
98.89 |
98.75 |
98.86 |
+0.01 |
98,581 |
371,787 |
+2,765 |
| Mar11 |
100525 |
98.75 |
98.83 |
98.72 |
98.81 |
+0.03 |
75,271 |
253,507 |
-813 |
| Jun11 |
100525 |
98.65 |
98.72 |
98.60 |
98.70 |
+0.05 |
94,317 |
306,460 |
+2,460 |
| Sep11 |
100525 |
98.46 |
98.56 |
98.42 |
98.55 |
+0.07 |
84,947 |
246,339 |
-1,319 |
| Total Volume and Open Interest |
700,385 |
2,467,513 |
-5,762 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100521 |
99.225 |
99.230 |
99.180 |
99.195 |
-0.025 |
120,861 |
845,605 |
-8,743 |
| Sep10 |
100525 |
99.005 |
99.040 |
98.940 |
99.015 |
-0.005 |
229,017 |
673,505 |
-47,734 |
| Dec10 |
100525 |
98.920 |
98.950 |
98.850 |
98.920 |
-0.030 |
171,255 |
520,415 |
-12,440 |
| Total Volume and Open Interest |
1,143,932 |
4,027,133 |
-77,760 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100525 |
95.25 |
95.26 |
95.19 |
95.24 |
-0.02 |
21,713 |
269,832 |
+2,607 |
| Sep10 |
100525 |
95.31 |
95.37 |
95.25 |
95.36 |
+0.04 |
46,829 |
268,086 |
+10,263 |
| Dec10 |
100525 |
95.18 |
95.28 |
95.12 |
95.28 |
+0.09 |
20,175 |
143,182 |
-375 |
| Mar11 |
100525 |
95.06 |
95.18 |
95.01 |
95.17 |
+0.10 |
9,313 |
64,224 |
+2,125 |
| Jun11 |
100525 |
94.90 |
95.04 |
94.89 |
95.04 |
+0.11 |
4,753 |
46,965 |
-792 |
| Sep11 |
100525 |
94.77 |
94.91 |
94.77 |
94.91 |
+0.11 |
2,330 |
32,805 |
+189 |
| Dec11 |
100525 |
94.68 |
94.82 |
94.68 |
94.82 |
+0.11 |
2,856 |
26,827 |
+420 |
| Mar12 |
100525 |
94.63 |
94.77 |
94.63 |
94.76 |
+0.10 |
982 |
16,666 |
+356 |
| Jun12 |
100525 |
94.63 |
94.71 |
94.63 |
94.71 |
+0.09 |
138 |
5,844 |
-3 |
| Sep12 |
100525 |
94.70 |
94.70 |
94.70 |
94.70 |
+0.08 |
2 |
3,105 |
+0 |
| Total Volume and Open Interest |
109,091 |
879,421 |
+14,790 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100525 |
94.65 |
94.75 |
94.65 |
94.74 |
+0.07 |
54,401 |
471,588 |
+10,857 |
| Sep10 |
100525 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
54,401 |
471,588 |
+10,857 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100525 |
95.21 |
95.36 |
95.20 |
95.36 |
+0.14 |
129,642 |
920,702 |
-116,986 |
| Sep10 |
100525 |
95.36 |
95.36 |
95.36 |
95.36 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
129,642 |
920,702 |
-116,986 |
| Gold(CMX) |
| Jun10 |
100525 |
1192.4 |
1200.7 |
1185.2 |
1198.0 |
+4.0 |
164,813 |
245,569 |
-14,194 |
| Aug10 |
100525 |
1194.0 |
1202.5 |
1186.9 |
1199.8 |
+4.0 |
28,510 |
142,135 |
+11,480 |
| Oct10 |
100525 |
1195.4 |
1204.8 |
1190.0 |
1201.9 |
+4.1 |
1,156 |
23,257 |
-206 |
| Dec10 |
100525 |
1199.0 |
1210.7 |
1192.0 |
1204.3 |
+4.3 |
3,970 |
57,359 |
+1,376 |
| Feb11 |
100525 |
1199.5 |
1208.8 |
1195.9 |
1206.8 |
+4.5 |
189 |
18,672 |
+11 |
| Apr11 |
100525 |
1209.3 |
1209.3 |
1209.3 |
1209.3 |
+4.6 |
127 |
14,797 |
+26 |
| Jun11 |
100525 |
552.1 |
562.5 |
552.1 |
556.6 |
+4.7 |
106 |
13,328 |
+51 |
| Aug11 |
100525 |
1210.4 |
1214.8 |
1210.4 |
1214.8 |
+4.8 |
530 |
3,798 |
-70 |
| Oct11 |
100525 |
1217.8 |
1217.8 |
1217.8 |
1217.8 |
+4.9 |
275 |
6,724 |
+0 |
| Dec11 |
100525 |
1209.0 |
1221.7 |
1209.0 |
1221.2 |
+5.2 |
728 |
14,336 |
-102 |
| Feb12 |
100525 |
1225.0 |
1225.0 |
1224.8 |
1225.0 |
+5.4 |
0 |
3,960 |
+0 |
| Total Volume and Open Interest |
201,677 |
578,243 |
-1,796 |
| Silver(CMX) |
| May10 |
100525 |
1793.0 |
1793.0 |
1756.5 |
1776.3 |
-21.9 |
33 |
91 |
-21 |
| Jul10 |
100525 |
1791.5 |
1799.0 |
1753.0 |
1778.1 |
-21.9 |
38,170 |
71,968 |
-5,984 |
| Sep10 |
100525 |
1795.5 |
1795.5 |
1758.5 |
1781.7 |
-21.9 |
5,411 |
12,806 |
+819 |
| Dec10 |
100525 |
1794.5 |
1795.0 |
1766.0 |
1786.8 |
-21.7 |
2,258 |
16,681 |
+910 |
| Mar11 |
100525 |
1773.0 |
1791.1 |
1773.0 |
1791.1 |
-21.6 |
272 |
6,191 |
+236 |
| May11 |
100525 |
1793.6 |
1793.6 |
1793.6 |
1793.6 |
-21.3 |
80 |
2,474 |
-15 |
| Jul11 |
100525 |
1795.8 |
1795.8 |
1795.8 |
1795.8 |
-21.2 |
76 |
1,746 |
-3 |
| Total Volume and Open Interest |
48,448 |
119,449 |
-4,366 |
| Platinum(NYMEX) |
| Jul10 |
100525 |
1529.0 |
1532.0 |
1484.5 |
1491.9 |
-42.6 |
11,165 |
28,794 |
-2,127 |
| Oct10 |
100525 |
1511.0 |
1511.0 |
1495.0 |
1496.8 |
-42.6 |
562 |
2,008 |
+337 |
| Jan11 |
100525 |
1494.5 |
1502.2 |
1494.5 |
1498.0 |
-42.4 |
13 |
322 |
+13 |
| Apr11 |
100525 |
1498.0 |
1498.0 |
1498.0 |
1498.0 |
-42.4 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,749 |
31,136 |
-1,774 |
| Palladium(NYMEX) |
| Jun10 |
100525 |
446.70 |
446.70 |
423.00 |
430.40 |
-23.15 |
7,079 |
10,909 |
-1,243 |
| Sep10 |
100525 |
449.50 |
449.50 |
425.00 |
432.30 |
-23.25 |
1,790 |
10,190 |
+754 |
| Dec10 |
100525 |
435.70 |
435.70 |
433.15 |
433.15 |
-22.95 |
33 |
251 |
+3 |
| Total Volume and Open Interest |
8,950 |
21,416 |
-453 |
| Copper(CMX) |
| May10 |
100525 |
306.00 |
308.10 |
300.65 |
303.35 |
-10.30 |
298 |
274 |
-15 |
| Jul10 |
100525 |
311.90 |
311.95 |
300.75 |
304.20 |
-10.55 |
47,969 |
75,899 |
-2,932 |
| Sep10 |
100525 |
312.30 |
312.65 |
302.80 |
306.15 |
-10.35 |
5,176 |
25,144 |
+1,471 |
| Dec10 |
100525 |
311.55 |
311.60 |
304.80 |
308.05 |
-10.00 |
1,163 |
11,769 |
-464 |
| Mar11 |
100525 |
309.00 |
311.00 |
306.30 |
309.10 |
-9.75 |
503 |
5,749 |
+452 |
| Total Volume and Open Interest |
56,401 |
128,536 |
-1,449 |
| DJIA Index(CBOT) |
| Jun10 |
100525 |
10013 |
10035 |
9760 |
10025 |
-18 |
696 |
12,229 |
-68 |
| Sep10 |
100525 |
9778 |
9968 |
9735 |
9968 |
-18 |
0 |
222 |
+0 |
| Dec10 |
100525 |
9910 |
9928 |
9910 |
9910 |
-18 |
0 |
2 |
+0 |
| Mar11 |
100525 |
9857 |
9873 |
9857 |
9857 |
-16 |
|
|
|
| Total Volume and Open Interest |
696 |
12,453 |
-68 |
| S & P 500(CME) |
| Jun10 |
100525 |
1069.10 |
1074.50 |
1036.60 |
1073.00 |
+2.00 |
44,620 |
291,325 |
-7,219 |
| Sep10 |
100525 |
1041.00 |
1069.80 |
1034.80 |
1068.90 |
+2.10 |
1,512 |
20,520 |
+747 |
| Dec10 |
100525 |
1044.00 |
1065.60 |
1030.60 |
1064.90 |
+2.30 |
253 |
4,502 |
+404 |
| Mar11 |
100525 |
1061.10 |
1061.70 |
1026.70 |
1061.10 |
+2.40 |
0 |
477 |
+0 |
| Total Volume and Open Interest |
46,385 |
316,869 |
-6,068 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100525 |
1069.50 |
1074.75 |
1036.75 |
1073.00 |
+2.00 |
4,024,607 |
2,604,744 |
-123,311 |
| Sep10 |
100525 |
1064.00 |
1070.00 |
1032.75 |
1069.00 |
+2.25 |
8,272 |
60,587 |
+3,682 |
| Total Volume and Open Interest |
4,032,957 |
2,668,432 |
-119,626 |
| NASDAQ 100(CME) |
| Jun10 |
100525 |
1807.00 |
1820.00 |
1753.00 |
1815.50 |
+3.00 |
1,847 |
23,253 |
-42 |
| Sep10 |
100525 |
1814.00 |
1817.00 |
1763.00 |
1814.00 |
+3.00 |
0 |
965 |
+0 |
| Dec10 |
100525 |
1811.30 |
1811.30 |
1809.30 |
1811.30 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
1,847 |
24,218 |
-42 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100525 |
1809.80 |
1819.50 |
1754.30 |
1815.50 |
+3.00 |
514,060 |
347,056 |
+621 |
| Sep10 |
100525 |
1803.50 |
1816.80 |
1753.80 |
1814.00 |
+3.00 |
375 |
1,972 |
+19 |
| Total Volume and Open Interest |
514,469 |
349,078 |
+644 |
| S & P Midcap 400(CME) |
| Jun10 |
100525 |
723.50 |
741.00 |
712.50 |
738.80 |
-2.60 |
48 |
3,254 |
-45 |
| Sep10 |
100525 |
737.10 |
738.40 |
737.10 |
737.10 |
-2.80 |
|
|
|
| Dec10 |
100525 |
735.10 |
736.40 |
735.10 |
735.10 |
-2.80 |
|
|
|
| Total Volume and Open Interest |
48 |
3,254 |
-46 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100525 |
9555 |
9555 |
9325 |
9555 |
-145 |
|
|
|
| Sep10 |
100525 |
9725 |
9725 |
9560 |
9610 |
-145 |
4 |
7 |
+3 |
| Total Volume and Open Interest |
21,562 |
45,898 |
+2,758 |
| Nikkei 225(SGX) |
| Jun10 |
100525 |
9795 |
9800 |
9390 |
9420 |
-350 |
197,237 |
186,907 |
-6,053 |
| Sep10 |
100525 |
9720 |
9720 |
9395 |
9415 |
-350 |
774 |
3,485 |
+273 |
| Dec10 |
100525 |
9370 |
9370 |
9370 |
9370 |
-350 |
100 |
1,449 |
+0 |
| Total Volume and Open Interest |
199,911 |
193,922 |
-5,775 |
| CAC 40(EURONEXT) |
| Jun10 |
100525 |
3297.0 |
3367.5 |
3256.0 |
3301.0 |
-101.0 |
283,798 |
451,719 |
+68,112 |
| Jul10 |
100525 |
3338.0 |
3356.5 |
3263.5 |
3297.0 |
-101.0 |
30 |
145 |
+7 |
| Aug10 |
100525 |
3299.0 |
3299.0 |
3299.0 |
3299.0 |
-99.0 |
|
|
|
| Total Volume and Open Interest |
283,829 |
453,540 |
|
| Hang Seng Index(HKFE) |
| May10 |
100525 |
19327 |
19327 |
18922 |
18922 |
-626 |
102,200 |
72,755 |
-4,740 |
| Jun10 |
100525 |
19296 |
19296 |
18899 |
18899 |
-621 |
3,934 |
13,943 |
+4,147 |
| Total Volume and Open Interest |
106,457 |
88,200 |
-464 |
| DAX(EUREX) |
| Jun10 |
100525 |
5658.5 |
5749.0 |
5608.0 |
5682.5 |
-118.0 |
307,905 |
190,429 |
+993 |
| Sep10 |
100525 |
5660.0 |
5745.5 |
5615.0 |
5687.5 |
-118.5 |
914 |
12,047 |
+492 |
| Dec10 |
100525 |
5710.0 |
5753.0 |
5625.0 |
5695.5 |
-118.0 |
396 |
2,052 |
+88 |
| Total Volume and Open Interest |
309,215 |
204,528 |
+1,573 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100525 |
4920.00 |
5008.00 |
4883.50 |
4936.00 |
-116.50 |
271,443 |
695,630 |
+12,429 |
| Sep10 |
100525 |
4887.50 |
4963.00 |
4852.00 |
4894.00 |
-116.50 |
77 |
1,927 |
+26 |
| Dec10 |
100525 |
4856.00 |
4878.50 |
4819.00 |
4870.50 |
-115.50 |
93 |
3,135 |
+9 |
| Total Volume and Open Interest |
271,673 |
701,234 |
+12,524 |
| SPI 200(SFE) |
| Jun10 |
100525 |
4425.0 |
4437.0 |
4263.0 |
4274.0 |
-142.0 |
57,493 |
273,155 |
-2,497 |
| Sep10 |
100525 |
4380.0 |
4380.0 |
4252.0 |
4259.0 |
-141.0 |
377 |
3,495 |
+14 |
| Dec10 |
100525 |
4274.0 |
4274.0 |
4274.0 |
4274.0 |
-147.0 |
50 |
2,738 |
+50 |
| Total Volume and Open Interest |
57,920 |
280,538 |
-2,433 |
| GSCI(CME) |
| Jun10 |
100525 |
458.50 |
466.20 |
458.00 |
466.00 |
-8.00 |
710 |
17,429 |
-169 |
| Jul10 |
100525 |
464.50 |
472.00 |
464.50 |
472.00 |
-7.50 |
4 |
67 |
+0 |
| Aug10 |
100525 |
475.50 |
475.50 |
469.00 |
475.50 |
-7.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
716 |
17,496 |
-169 |
| Reuters CCI(ICE) |
| Jun10 |
100525 |
249.70 |
249.70 |
249.70 |
249.70 |
-2.80 |
|
|
|
| Total Volume and Open Interest |
0 |
6 |
+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. |
|
|