|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu May 27, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul10 |
100527 |
936.75 |
953.75 |
936.00 |
951.75 |
+13.75 |
59,077 |
220,712 |
+719 |
| Aug10 |
100527 |
926.75 |
943.50 |
926.75 |
941.50 |
+12.00 |
7,124 |
15,674 |
+664 |
| Sep10 |
100527 |
913.75 |
929.25 |
913.75 |
926.25 |
+9.75 |
2,073 |
12,983 |
+77 |
| Nov10 |
100527 |
907.25 |
921.25 |
906.00 |
918.75 |
+8.75 |
25,909 |
157,826 |
+1,051 |
| Jan11 |
100527 |
916.25 |
930.00 |
916.25 |
928.50 |
+8.75 |
1,819 |
12,391 |
+417 |
| Mar11 |
100527 |
923.75 |
938.00 |
923.75 |
936.25 |
+7.75 |
1,327 |
5,857 |
+395 |
| May11 |
100527 |
930.25 |
943.50 |
930.25 |
941.25 |
+7.75 |
687 |
5,626 |
+208 |
| Total Volume and Open Interest |
101,420 |
455,445 |
+4,848 |
| Soybean Meal(CBOT) |
| Jul10 |
100527 |
271.00 |
276.50 |
271.00 |
276.00 |
+4.70 |
27,165 |
85,622 |
+616 |
| Aug10 |
100527 |
265.40 |
271.00 |
265.40 |
269.70 |
+4.20 |
5,742 |
17,135 |
+776 |
| Sep10 |
100527 |
260.20 |
265.00 |
259.80 |
263.10 |
+3.40 |
1,292 |
11,500 |
+32 |
| Oct10 |
100527 |
252.30 |
255.30 |
251.90 |
255.30 |
+3.00 |
1,345 |
8,166 |
+288 |
| Dec10 |
100527 |
251.30 |
254.10 |
250.20 |
253.70 |
+2.90 |
8,753 |
35,716 |
+1,035 |
| Jan11 |
100527 |
251.60 |
254.50 |
251.20 |
254.50 |
+2.90 |
443 |
4,374 |
+29 |
| Mar11 |
100527 |
254.30 |
256.40 |
253.10 |
256.40 |
+2.10 |
152 |
3,981 |
+23 |
| May11 |
100527 |
254.60 |
257.40 |
254.10 |
257.40 |
+2.80 |
367 |
1,740 |
+65 |
| Total Volume and Open Interest |
46,014 |
171,451 |
+3,148 |
| Soybean Oil(CBOT) |
| Jul10 |
100527 |
37.79 |
38.52 |
37.65 |
38.18 |
+0.33 |
40,204 |
185,427 |
-478 |
| Aug10 |
100527 |
38.03 |
38.74 |
37.86 |
38.41 |
+0.34 |
6,181 |
25,292 |
+768 |
| Sep10 |
100527 |
38.11 |
38.95 |
38.08 |
38.63 |
+0.35 |
2,186 |
15,392 |
+193 |
| Oct10 |
100527 |
38.31 |
39.10 |
38.31 |
38.81 |
+0.33 |
1,512 |
11,587 |
+212 |
| Dec10 |
100527 |
38.72 |
39.55 |
38.69 |
39.24 |
+0.34 |
12,375 |
69,813 |
+2,072 |
| Jan11 |
100527 |
39.04 |
39.83 |
39.04 |
39.54 |
+0.33 |
512 |
4,437 |
+360 |
| Mar11 |
100527 |
39.96 |
40.10 |
39.53 |
39.85 |
+0.32 |
90 |
1,769 |
-46 |
| May11 |
100527 |
40.13 |
40.13 |
39.81 |
40.13 |
+0.32 |
55 |
1,507 |
-21 |
| Total Volume and Open Interest |
63,385 |
318,500 |
+3,167 |
| Canola(WCE) |
| Jul10 |
100527 |
378.0 |
378.9 |
375.4 |
375.7 |
-2.1 |
7,515 |
92,116 |
+328 |
| Nov10 |
100527 |
383.2 |
383.8 |
381.1 |
381.6 |
-1.4 |
7,987 |
42,574 |
+3,467 |
| Jan11 |
100527 |
385.0 |
388.0 |
385.0 |
386.3 |
-1.7 |
346 |
4,371 |
-8 |
| Mar11 |
100527 |
387.8 |
392.2 |
387.8 |
391.0 |
-1.2 |
168 |
2,431 |
+94 |
| May11 |
100527 |
395.2 |
397.0 |
394.5 |
395.1 |
-1.6 |
60 |
1,107 |
+25 |
| Total Volume and Open Interest |
16,218 |
143,547 |
+3,964 |
| Corn(CBOT) |
| Jul10 |
100527 |
369.50 |
373.75 |
368.25 |
373.25 |
+1.75 |
122,528 |
491,587 |
-12,198 |
| Sep10 |
100527 |
378.25 |
383.50 |
378.00 |
383.25 |
+2.25 |
24,186 |
175,798 |
+2,742 |
| Dec10 |
100527 |
388.50 |
393.50 |
387.50 |
393.50 |
+2.75 |
47,428 |
373,026 |
-294 |
| Mar11 |
100527 |
401.00 |
406.25 |
400.50 |
406.25 |
+3.00 |
4,581 |
55,836 |
+1,204 |
| May11 |
100527 |
410.75 |
414.75 |
410.00 |
414.75 |
+3.25 |
830 |
8,995 |
-64 |
| Jul11 |
100527 |
416.75 |
422.75 |
416.25 |
422.75 |
+3.25 |
3,491 |
31,939 |
+1,281 |
| Total Volume and Open Interest |
208,216 |
1,207,240 |
-4,932 |
| Wheat(CBOT) |
| Jul10 |
100527 |
460.50 |
473.50 |
458.00 |
467.75 |
+6.00 |
41,281 |
246,683 |
-1,846 |
| Sep10 |
100527 |
476.25 |
490.75 |
476.25 |
485.25 |
+6.25 |
10,529 |
90,257 |
+2,697 |
| Dec10 |
100527 |
508.50 |
521.00 |
506.50 |
515.00 |
+5.00 |
15,505 |
70,618 |
-92 |
| Mar11 |
100527 |
539.50 |
547.75 |
539.00 |
543.50 |
+4.50 |
3,375 |
27,879 |
-27 |
| May11 |
100527 |
561.00 |
564.50 |
555.50 |
560.25 |
+4.75 |
1,436 |
8,199 |
+427 |
| Total Volume and Open Interest |
80,521 |
488,828 |
+4,043 |
| Wheat(KCBT) |
| Jul10 |
100527 |
487.75 |
501.00 |
485.25 |
492.75 |
+4.00 |
9,173 |
61,935 |
-1,288 |
| Sep10 |
100527 |
500.75 |
512.50 |
500.75 |
504.75 |
+4.00 |
2,323 |
20,472 |
+826 |
| Dec10 |
100527 |
517.00 |
530.50 |
517.00 |
522.50 |
+4.25 |
3,150 |
41,660 |
-28 |
| Mar11 |
100527 |
536.25 |
547.75 |
536.25 |
540.50 |
+4.25 |
747 |
15,520 |
+374 |
| May11 |
100527 |
550.00 |
558.50 |
550.00 |
552.50 |
+4.25 |
647 |
5,981 |
+409 |
| Total Volume and Open Interest |
18,133 |
162,204 |
+1,514 |
| Wheat(MGE) |
| Jul10 |
100527 |
508.00 |
520.50 |
506.50 |
513.75 |
+5.00 |
2,938 |
17,992 |
-296 |
| Sep10 |
100527 |
520.00 |
531.00 |
520.00 |
525.75 |
+5.25 |
781 |
9,569 |
+19 |
| Dec10 |
100527 |
542.00 |
550.00 |
542.00 |
542.75 |
+4.50 |
793 |
9,864 |
+155 |
| Mar11 |
100527 |
560.00 |
565.00 |
560.00 |
561.50 |
+5.75 |
405 |
2,948 |
+111 |
| May11 |
100527 |
572.00 |
574.00 |
572.00 |
574.00 |
+6.00 |
27 |
1,488 |
+7 |
| Total Volume and Open Interest |
5,547 |
46,321 |
+524 |
| Oats(CBOT) |
| Jul10 |
100527 |
192.50 |
197.50 |
191.50 |
196.50 |
+4.00 |
1,575 |
11,432 |
-520 |
| Sep10 |
100527 |
203.00 |
204.75 |
201.00 |
204.75 |
+3.75 |
70 |
1,431 |
+50 |
| Dec10 |
100527 |
212.50 |
216.00 |
210.00 |
216.00 |
+3.50 |
1,132 |
4,499 |
+835 |
| Mar11 |
100527 |
224.00 |
226.00 |
224.00 |
226.00 |
+2.00 |
2 |
565 |
-2 |
| Total Volume and Open Interest |
2,779 |
17,927 |
+363 |
| Rough Rice(CBOT) |
| Jul10 |
100527 |
11.70 |
11.94 |
11.68 |
11.69 |
-0.03 |
1,501 |
8,201 |
-515 |
| Sep10 |
100527 |
11.60 |
11.77 |
11.59 |
11.63 |
-0.05 |
1,050 |
3,916 |
+392 |
| Nov10 |
100527 |
11.85 |
11.89 |
11.70 |
11.74 |
-0.07 |
166 |
2,081 |
+15 |
| Jan11 |
100527 |
12.02 |
12.10 |
11.98 |
12.01 |
-0.09 |
72 |
458 |
+1 |
| Total Volume and Open Interest |
2,873 |
15,536 |
-90 |
| Live Cattle(CME) |
| Jun10 |
100527 |
90.500 |
91.730 |
90.480 |
91.580 |
+0.780 |
12,410 |
51,817 |
-4,291 |
| Aug10 |
100527 |
89.700 |
90.850 |
89.635 |
90.785 |
+0.855 |
19,341 |
144,587 |
-199 |
| Oct10 |
100527 |
90.785 |
91.980 |
90.730 |
91.785 |
+0.685 |
7,718 |
78,300 |
+1,323 |
| Dec10 |
100527 |
91.900 |
93.200 |
91.900 |
93.150 |
+0.970 |
3,347 |
42,102 |
+134 |
| Feb11 |
100527 |
93.700 |
94.600 |
93.600 |
94.600 |
+1.050 |
792 |
18,428 |
+113 |
| Apr11 |
100527 |
95.000 |
95.700 |
94.750 |
95.700 |
+0.970 |
445 |
9,319 |
+126 |
| Total Volume and Open Interest |
44,163 |
347,889 |
-2,752 |
| Feeder Cattle(CME) |
| May10 |
100527 |
108.400 |
108.600 |
108.330 |
108.550 |
+0.070 |
878 |
2,223 |
-336 |
| Aug10 |
100527 |
107.950 |
108.850 |
107.500 |
108.500 |
+0.200 |
3,487 |
22,606 |
+37 |
| Sep10 |
100527 |
108.000 |
108.950 |
108.000 |
108.600 |
+0.300 |
899 |
5,197 |
+27 |
| Oct10 |
100527 |
108.000 |
108.400 |
107.980 |
108.400 |
+0.350 |
643 |
2,948 |
+52 |
| Nov10 |
100527 |
107.750 |
108.050 |
107.680 |
108.050 |
+0.265 |
214 |
1,339 |
+45 |
| Jan11 |
100527 |
106.500 |
106.700 |
106.050 |
106.400 |
+0.050 |
30 |
460 |
+1 |
| Mar11 |
100527 |
105.700 |
105.800 |
105.200 |
105.800 |
unch |
6 |
54 |
-4 |
| Total Volume and Open Interest |
6,157 |
34,838 |
-178 |
| Lean Hogs(CME) |
| Jun10 |
100527 |
81.300 |
81.750 |
80.900 |
81.180 |
-0.470 |
6,470 |
24,048 |
-1,575 |
| Jul10 |
100527 |
82.450 |
83.250 |
82.385 |
82.700 |
+0.100 |
7,847 |
66,764 |
-537 |
| Aug10 |
100527 |
82.730 |
83.600 |
82.730 |
82.900 |
-0.330 |
6,190 |
43,813 |
-1,071 |
| Oct10 |
100527 |
74.950 |
75.600 |
74.830 |
74.950 |
-0.380 |
2,100 |
38,275 |
+144 |
| Dec10 |
100527 |
71.330 |
72.300 |
71.225 |
71.580 |
unch |
1,688 |
22,527 |
+564 |
| Feb11 |
100527 |
71.850 |
72.500 |
71.800 |
72.400 |
+0.550 |
80 |
7,102 |
+26 |
| Apr11 |
100527 |
72.580 |
73.050 |
72.385 |
72.500 |
-0.050 |
162 |
3,496 |
+86 |
| May11 |
100527 |
75.930 |
75.930 |
75.250 |
75.250 |
+0.450 |
0 |
144 |
+0 |
| Total Volume and Open Interest |
24,540 |
207,008 |
-2,362 |
| Pork Bellies(CME) |
| Jul10 |
100527 |
102.250 |
102.500 |
101.600 |
102.050 |
-0.550 |
5 |
141 |
+1 |
| Aug10 |
100527 |
100.500 |
100.500 |
100.500 |
100.500 |
-0.250 |
2 |
25 |
+0 |
| Feb11 |
100527 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
3 |
+0 |
| Mar11 |
100527 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
| May11 |
100527 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
| Total Volume and Open Interest |
7 |
170 |
-26 |
| Class III Milk(CME) |
| May10 |
100527 |
13.36 |
13.37 |
13.36 |
13.36 |
-0.01 |
7 |
4,556 |
+3 |
| Jun10 |
100527 |
13.73 |
13.98 |
13.68 |
13.89 |
+0.17 |
258 |
4,465 |
-55 |
| Jul10 |
100527 |
13.69 |
13.99 |
13.63 |
13.93 |
+0.28 |
656 |
4,502 |
+208 |
| Aug10 |
100527 |
14.16 |
14.50 |
14.16 |
14.45 |
+0.29 |
520 |
3,675 |
+162 |
| Sep10 |
100527 |
14.58 |
14.90 |
14.54 |
14.83 |
+0.29 |
251 |
3,528 |
+122 |
| Total Volume and Open Interest |
2,406 |
30,861 |
+920 |
| Cocoa(ICE) |
| Jul10 |
100527 |
2920 |
3018 |
2899 |
2973 |
+69 |
6,151 |
52,822 |
-931 |
| Sep10 |
100527 |
2939 |
3043 |
2927 |
3000 |
+69 |
2,421 |
30,131 |
+840 |
| Dec10 |
100527 |
2956 |
3059 |
2952 |
3027 |
+71 |
741 |
16,365 |
+89 |
| Mar11 |
100527 |
2978 |
3085 |
2978 |
3056 |
+72 |
333 |
16,521 |
-112 |
| May11 |
100527 |
3013 |
3096 |
3013 |
3067 |
+73 |
86 |
6,394 |
-5 |
| Jul11 |
100527 |
2995 |
3101 |
2995 |
3073 |
+72 |
27 |
2,960 |
+6 |
| Sep11 |
100527 |
3002 |
3101 |
3002 |
3079 |
+72 |
37 |
1,162 |
-5 |
| Total Volume and Open Interest |
9,808 |
130,900 |
-118 |
| Coffee "C"(ICE) |
| Jul10 |
100527 |
134.00 |
135.15 |
133.55 |
134.75 |
+1.05 |
12,739 |
69,720 |
-2,161 |
| Sep10 |
100527 |
135.15 |
136.60 |
135.00 |
136.30 |
+1.05 |
6,205 |
33,820 |
+2,062 |
| Dec10 |
100527 |
136.90 |
138.00 |
136.90 |
137.90 |
+1.20 |
2,541 |
20,132 |
+184 |
| Mar11 |
100527 |
137.90 |
139.25 |
137.90 |
139.00 |
+1.25 |
989 |
7,690 |
+108 |
| May11 |
100527 |
138.50 |
139.10 |
138.50 |
139.05 |
+1.20 |
111 |
4,291 |
+20 |
| Jul11 |
100527 |
139.10 |
139.20 |
139.10 |
139.20 |
+1.20 |
120 |
2,498 |
+9 |
| Total Volume and Open Interest |
22,717 |
138,973 |
+231 |
| Orange Juice(ICE) |
| Jul10 |
100527 |
140.00 |
142.00 |
139.25 |
141.20 |
+1.60 |
2,215 |
19,063 |
-912 |
| Sep10 |
100527 |
140.95 |
142.95 |
140.40 |
142.20 |
+1.45 |
629 |
7,362 |
-53 |
| Nov10 |
100527 |
141.20 |
142.90 |
141.20 |
142.35 |
+2.15 |
57 |
2,064 |
+26 |
| Jan11 |
100527 |
142.50 |
142.50 |
142.50 |
142.50 |
+2.00 |
21 |
810 |
+0 |
| Mar11 |
100527 |
142.70 |
142.70 |
142.70 |
142.70 |
+1.90 |
3 |
169 |
+0 |
| May11 |
100527 |
142.85 |
142.85 |
142.85 |
142.85 |
+1.85 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
2,925 |
29,821 |
-939 |
| Sugar #11(ICE) |
| Jul10 |
100527 |
15.40 |
15.47 |
14.81 |
14.92 |
-0.44 |
47,881 |
273,528 |
-2,020 |
| Oct10 |
100527 |
15.69 |
15.73 |
15.22 |
15.34 |
-0.31 |
29,528 |
183,231 |
+1,147 |
| Mar11 |
100527 |
16.45 |
16.48 |
16.09 |
16.15 |
-0.24 |
6,991 |
90,265 |
-98 |
| May11 |
100527 |
16.24 |
16.27 |
15.97 |
16.03 |
-0.21 |
2,350 |
24,980 |
-7 |
| Jul11 |
100527 |
16.17 |
16.24 |
15.93 |
16.00 |
-0.20 |
2,424 |
32,918 |
+237 |
| Total Volume and Open Interest |
93,738 |
675,602 |
-23 |
| London Cocoa(LCE) |
| Jul10 |
100513 |
2282 |
2291 |
2252 |
2256 |
-31 |
28,703 |
59,743 |
+5,567 |
| Sep10 |
100527 |
2344 |
2360 |
2325 |
2355 |
+11 |
2,928 |
35,278 |
-445 |
| Dec10 |
100527 |
2306 |
2313 |
2281 |
2306 |
+4 |
1,797 |
23,799 |
+262 |
| Mar11 |
100527 |
2268 |
2279 |
2247 |
2276 |
+14 |
783 |
21,703 |
+272 |
| May11 |
100527 |
2238 |
2273 |
2238 |
2270 |
+14 |
139 |
4,898 |
-27 |
| Jul11 |
100527 |
2242 |
2271 |
2242 |
2270 |
+12 |
47 |
940 |
+0 |
| Sep11 |
100527 |
2274 |
2274 |
2274 |
2274 |
+12 |
0 |
1,843 |
+0 |
| Total Volume and Open Interest |
11,166 |
156,680 |
-553 |
| London Sugar(LCE) |
| Aug10 |
100527 |
496.00 |
497.70 |
476.70 |
479.40 |
-13.20 |
3,342 |
30,569 |
-177 |
| Oct10 |
100527 |
453.90 |
456.50 |
440.20 |
442.70 |
-8.90 |
2,141 |
16,185 |
+634 |
| Dec10 |
100527 |
439.30 |
441.00 |
428.40 |
431.70 |
-4.70 |
238 |
5,170 |
+41 |
| Mar11 |
100527 |
442.50 |
442.50 |
435.40 |
438.50 |
-3.50 |
261 |
3,878 |
+70 |
| May11 |
100527 |
444.50 |
444.50 |
440.10 |
440.10 |
-3.80 |
20 |
1,823 |
+4 |
| Total Volume and Open Interest |
6,014 |
58,433 |
+572 |
| Cotton(ICE) |
| Jul10 |
100527 |
81.84 |
82.36 |
81.20 |
81.28 |
-0.56 |
10,991 |
102,174 |
-2,481 |
| Oct10 |
100527 |
78.10 |
78.57 |
77.96 |
78.57 |
+0.42 |
138 |
1,943 |
-112 |
| Dec10 |
100527 |
78.75 |
79.20 |
78.41 |
79.08 |
+0.15 |
6,422 |
70,697 |
+1,896 |
| Mar11 |
100527 |
80.05 |
80.35 |
79.90 |
80.24 |
+0.23 |
480 |
10,189 |
+219 |
| May11 |
100527 |
80.49 |
80.73 |
80.49 |
80.73 |
+0.21 |
100 |
131 |
+2 |
| Jul11 |
100527 |
80.66 |
80.90 |
80.66 |
80.90 |
+0.12 |
447 |
3,526 |
+140 |
| Total Volume and Open Interest |
18,591 |
189,973 |
-332 |
| Lumber(CME) |
| Jul10 |
100527 |
225.0 |
234.5 |
221.2 |
229.1 |
+4.1 |
250 |
4,525 |
-35 |
| Sep10 |
100527 |
236.1 |
242.7 |
233.0 |
235.8 |
-1.7 |
250 |
2,310 |
+87 |
| Nov10 |
100527 |
224.8 |
232.8 |
224.8 |
231.8 |
+4.3 |
43 |
712 |
+27 |
| Jan11 |
100527 |
248.0 |
248.0 |
248.0 |
248.0 |
+4.5 |
2 |
37 |
+1 |
| Total Volume and Open Interest |
545 |
7,590 |
+80 |
| Crude Oil(NYM) |
| Jul10 |
100527 |
70.74 |
74.75 |
70.67 |
74.55 |
+3.04 |
395,399 |
388,902 |
-1,547 |
| Aug10 |
100527 |
71.78 |
76.00 |
71.75 |
75.62 |
+3.08 |
98,452 |
115,305 |
+842 |
| Sep10 |
100527 |
72.63 |
76.77 |
72.63 |
76.50 |
+3.14 |
49,754 |
98,630 |
-451 |
| Oct10 |
100527 |
73.48 |
77.40 |
73.47 |
77.18 |
+3.16 |
18,176 |
41,981 |
+964 |
| Nov10 |
100527 |
73.94 |
78.14 |
73.94 |
77.83 |
+3.19 |
14,262 |
36,522 |
+156 |
| Dec10 |
100527 |
74.65 |
78.65 |
74.50 |
78.45 |
+3.22 |
66,562 |
196,033 |
-1,405 |
| Jan11 |
100527 |
76.81 |
79.05 |
76.81 |
78.87 |
+3.25 |
5,526 |
37,024 |
+122 |
| Feb11 |
100527 |
77.46 |
79.25 |
77.43 |
79.24 |
+3.26 |
4,460 |
17,245 |
+765 |
| Mar11 |
100527 |
77.87 |
79.65 |
77.41 |
79.58 |
+3.26 |
3,892 |
17,881 |
+142 |
| Apr11 |
100527 |
77.18 |
79.91 |
77.14 |
79.90 |
+3.26 |
1,397 |
11,707 |
+18 |
| May11 |
100527 |
78.45 |
80.22 |
78.18 |
80.20 |
+3.27 |
1,256 |
6,947 |
+200 |
| Jun11 |
100527 |
76.50 |
80.51 |
76.50 |
80.46 |
+3.27 |
6,160 |
40,883 |
+99 |
| Jul11 |
100527 |
80.69 |
80.69 |
80.69 |
80.69 |
+3.27 |
487 |
6,149 |
+54 |
| Aug11 |
100527 |
80.88 |
80.88 |
80.88 |
80.88 |
+3.26 |
517 |
5,811 |
-128 |
| Sep11 |
100527 |
81.07 |
81.07 |
81.07 |
81.07 |
+3.25 |
1,312 |
7,607 |
+438 |
| Oct11 |
100527 |
81.27 |
81.27 |
81.27 |
81.27 |
+3.24 |
320 |
4,351 |
-33 |
| Total Volume and Open Interest |
709,721 |
1,345,993 |
+3,439 |
| 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 |
100527 |
70.700 |
74.950 |
70.700 |
74.550 |
+3.050 |
17,892 |
4,103 |
+639 |
| Aug10 |
100527 |
71.800 |
75.975 |
71.800 |
75.625 |
+3.075 |
614 |
629 |
-32 |
| Sep10 |
100527 |
73.000 |
76.750 |
72.800 |
76.500 |
+3.150 |
93 |
217 |
+1 |
| Oct10 |
100527 |
74.500 |
77.300 |
74.500 |
77.175 |
+3.150 |
3 |
20 |
-3 |
| Nov10 |
100527 |
74.500 |
77.825 |
74.500 |
77.825 |
+3.175 |
1 |
5 |
-1 |
| Dec10 |
100527 |
74.700 |
78.450 |
74.700 |
78.450 |
+3.225 |
5 |
89 |
+0 |
| Jan11 |
100527 |
78.875 |
78.875 |
78.875 |
78.875 |
+3.250 |
0 |
2 |
+0 |
| Feb11 |
100527 |
79.250 |
79.250 |
79.250 |
79.250 |
+3.275 |
|
|
|
| Total Volume and Open Interest |
18,616 |
5,120 |
-294 |
| Heating Oil(NYM) |
| Jun10 |
100527 |
191.40 |
200.48 |
191.40 |
199.94 |
+7.87 |
30,266 |
20,565 |
-8,471 |
| Jul10 |
100527 |
193.25 |
201.50 |
192.00 |
200.97 |
+7.73 |
50,559 |
74,772 |
+2,474 |
| Aug10 |
100527 |
194.35 |
203.23 |
194.35 |
202.72 |
+7.59 |
15,596 |
38,182 |
+1,140 |
| Sep10 |
100527 |
199.85 |
205.51 |
199.85 |
205.04 |
+7.47 |
8,615 |
26,589 |
+457 |
| Oct10 |
100527 |
202.13 |
207.66 |
202.13 |
207.35 |
+7.38 |
2,900 |
17,623 |
+341 |
| Nov10 |
100527 |
202.55 |
210.22 |
202.55 |
209.87 |
+7.41 |
2,590 |
12,689 |
+18 |
| Dec10 |
100527 |
203.96 |
212.76 |
203.96 |
212.36 |
+7.43 |
9,061 |
40,351 |
-121 |
| Jan11 |
100527 |
211.64 |
215.19 |
211.04 |
215.00 |
+7.30 |
1,621 |
17,526 |
-104 |
| Feb11 |
100527 |
213.17 |
216.98 |
213.10 |
216.84 |
+7.16 |
945 |
7,779 |
-55 |
| Mar11 |
100527 |
214.30 |
218.05 |
214.12 |
217.71 |
+7.12 |
572 |
6,452 |
+274 |
| Apr11 |
100527 |
213.50 |
217.68 |
213.50 |
217.56 |
+7.09 |
231 |
3,849 |
+82 |
| May11 |
100527 |
214.17 |
217.51 |
214.17 |
217.51 |
+7.08 |
105 |
3,033 |
+10 |
| Total Volume and Open Interest |
124,546 |
302,958 |
-3,996 |
| Gasoline(NYMEX) |
| Jun10 |
100527 |
196.00 |
204.55 |
196.00 |
203.89 |
+6.85 |
31,992 |
24,205 |
-9,768 |
| Jul10 |
100527 |
195.41 |
204.53 |
194.99 |
203.54 |
+7.06 |
44,501 |
83,577 |
-1,541 |
| Aug10 |
100527 |
196.47 |
204.15 |
196.47 |
203.63 |
+7.21 |
14,675 |
37,651 |
-1,298 |
| Sep10 |
100527 |
196.67 |
204.43 |
196.67 |
203.67 |
+7.40 |
7,407 |
33,988 |
+856 |
| Oct10 |
100527 |
186.39 |
194.35 |
186.39 |
193.86 |
+7.49 |
4,035 |
20,008 |
-210 |
| Nov10 |
100527 |
188.95 |
194.25 |
188.95 |
193.62 |
+7.52 |
2,619 |
17,995 |
-15 |
| Dec10 |
100527 |
186.82 |
194.58 |
186.82 |
194.50 |
+7.64 |
4,917 |
13,678 |
+286 |
| Jan11 |
100527 |
196.32 |
196.32 |
196.32 |
196.32 |
+7.60 |
939 |
4,317 |
-299 |
| Feb11 |
100527 |
198.47 |
198.47 |
198.47 |
198.47 |
+7.60 |
322 |
1,952 |
-7 |
| Mar11 |
100527 |
200.62 |
200.62 |
200.62 |
200.62 |
+7.62 |
244 |
1,802 |
+205 |
| Total Volume and Open Interest |
113,046 |
253,511 |
-11,326 |
| e-miNY RBOB Gasoline(NYM) |
| Jun10 |
100527 |
203.90 |
203.90 |
203.89 |
203.90 |
+6.90 |
0 |
3 |
+0 |
| Jul10 |
100527 |
203.50 |
203.54 |
203.50 |
203.50 |
+7.00 |
0 |
2 |
+0 |
| Aug10 |
100527 |
201.00 |
203.60 |
201.00 |
203.60 |
+7.20 |
0 |
3 |
+0 |
| Sep10 |
100527 |
203.70 |
203.70 |
203.67 |
203.70 |
+7.40 |
|
|
|
| Total Volume and Open Interest |
0 |
16 |
+0 |
| Natural Gas(NYM) |
| Jun10 |
100526 |
4.098 |
4.245 |
4.070 |
4.155 |
+0.104 |
62,436 |
28,430 |
-5,082 |
| Jul10 |
100527 |
4.175 |
4.336 |
4.154 |
4.294 |
+0.115 |
70,379 |
220,079 |
-210 |
| Aug10 |
100527 |
4.242 |
4.405 |
4.229 |
4.368 |
+0.115 |
15,281 |
73,169 |
+1,657 |
| Sep10 |
100527 |
4.292 |
4.463 |
4.290 |
4.422 |
+0.113 |
12,566 |
75,881 |
-1,279 |
| Oct10 |
100527 |
4.432 |
4.570 |
4.394 |
4.527 |
+0.110 |
13,327 |
79,646 |
+187 |
| Nov10 |
100527 |
4.810 |
4.908 |
4.769 |
4.876 |
+0.100 |
3,826 |
22,438 |
+37 |
| Dec10 |
100527 |
5.141 |
5.266 |
5.128 |
5.227 |
+0.086 |
3,671 |
35,155 |
-796 |
| Jan11 |
100527 |
5.380 |
5.473 |
5.339 |
5.441 |
+0.083 |
6,476 |
53,643 |
+624 |
| Feb11 |
100527 |
5.364 |
5.424 |
5.315 |
5.412 |
+0.083 |
697 |
17,969 |
+6 |
| Mar11 |
100527 |
5.264 |
5.335 |
5.214 |
5.310 |
+0.081 |
3,211 |
45,257 |
-143 |
| Apr11 |
100527 |
5.057 |
5.147 |
5.037 |
5.121 |
+0.076 |
2,326 |
38,276 |
-19 |
| May11 |
100527 |
5.118 |
5.145 |
5.117 |
5.145 |
+0.075 |
316 |
23,039 |
-170 |
| Jun11 |
100527 |
5.123 |
5.213 |
5.123 |
5.197 |
+0.074 |
245 |
7,425 |
+21 |
| Jul11 |
100527 |
5.220 |
5.284 |
5.189 |
5.261 |
+0.073 |
139 |
4,950 |
-12 |
| Aug11 |
100527 |
5.270 |
5.314 |
5.270 |
5.313 |
+0.071 |
75 |
5,298 |
+0 |
| Sep11 |
100527 |
5.310 |
5.344 |
5.305 |
5.344 |
+0.070 |
57 |
5,241 |
+19 |
| Total Volume and Open Interest |
179,408 |
840,409 |
-19,650 |
| Brent Crude Oil(ICE) |
| Jul10 |
100527 |
71.14 |
74.95 |
71.08 |
74.66 |
+2.92 |
185,342 |
213,889 |
-5,059 |
| Aug10 |
100527 |
72.05 |
75.68 |
71.89 |
75.43 |
+2.95 |
77,613 |
117,992 |
-3,530 |
| Sep10 |
100527 |
72.70 |
76.34 |
72.53 |
76.12 |
+2.98 |
37,107 |
73,596 |
+145 |
| Oct10 |
100527 |
73.32 |
76.85 |
73.27 |
76.78 |
+3.01 |
17,328 |
35,044 |
-1,709 |
| Nov10 |
100527 |
73.91 |
77.46 |
73.86 |
77.41 |
+3.04 |
11,281 |
22,535 |
+1,366 |
| Dec10 |
100527 |
74.50 |
78.20 |
74.45 |
78.01 |
+3.06 |
38,275 |
102,028 |
+954 |
| Jan11 |
100527 |
76.81 |
78.59 |
76.52 |
78.57 |
+3.09 |
5,961 |
21,607 |
+863 |
| Feb11 |
100527 |
77.31 |
79.07 |
76.98 |
79.06 |
+3.10 |
2,591 |
11,607 |
+122 |
| Mar11 |
100527 |
75.98 |
79.51 |
75.98 |
79.49 |
+3.10 |
2,884 |
8,757 |
+626 |
| Apr11 |
100527 |
80.00 |
80.00 |
79.90 |
79.90 |
+3.11 |
2,122 |
6,268 |
+823 |
| May11 |
100527 |
80.30 |
80.30 |
80.26 |
80.26 |
+3.11 |
1,338 |
13,684 |
+359 |
| Jun11 |
100527 |
77.00 |
80.56 |
77.00 |
80.56 |
+3.10 |
3,305 |
19,917 |
+1,340 |
| Jul11 |
100527 |
80.85 |
80.85 |
80.85 |
80.85 |
+3.10 |
785 |
3,462 |
+60 |
| Aug11 |
100527 |
81.10 |
81.10 |
81.10 |
81.10 |
+3.09 |
612 |
3,395 |
+245 |
| Total Volume and Open Interest |
402,661 |
759,459 |
+1,212 |
| Gas Oil(ICE) |
| Jun10 |
100527 |
609.75 |
637.75 |
608.25 |
633.00 |
+24.00 |
54,373 |
82,206 |
-2,529 |
| Jul10 |
100527 |
612.25 |
641.00 |
611.00 |
636.00 |
+23.75 |
63,536 |
76,364 |
+2,855 |
| Aug10 |
100527 |
618.50 |
644.25 |
618.50 |
640.00 |
+23.50 |
21,618 |
40,566 |
-470 |
| Sep10 |
100527 |
621.25 |
649.00 |
621.25 |
645.00 |
+23.25 |
12,999 |
39,586 |
-646 |
| Oct10 |
100527 |
633.00 |
653.75 |
632.50 |
650.00 |
+22.75 |
6,810 |
35,114 |
+991 |
| Nov10 |
100527 |
631.25 |
658.25 |
631.25 |
654.50 |
+22.75 |
5,003 |
24,172 |
+253 |
| Dec10 |
100527 |
635.75 |
663.00 |
635.75 |
659.00 |
+22.50 |
29,180 |
92,395 |
-375 |
| Jan11 |
100527 |
656.50 |
668.00 |
654.00 |
664.00 |
+22.25 |
3,095 |
28,194 |
+498 |
| Feb11 |
100527 |
645.50 |
671.75 |
645.50 |
668.25 |
+22.00 |
1,968 |
13,850 |
+160 |
| Mar11 |
100527 |
649.75 |
676.25 |
649.75 |
672.00 |
+21.50 |
1,761 |
10,312 |
+893 |
| Total Volume and Open Interest |
213,431 |
540,375 |
+4,952 |
| Ethanol(CBOT) |
| May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
62 |
72 |
-160 |
| Jun10 |
100527 |
1.603 |
1.620 |
1.600 |
1.616 |
+0.017 |
60 |
424 |
-45 |
| Jul10 |
100527 |
1.604 |
1.615 |
1.604 |
1.612 |
+0.011 |
79 |
1,367 |
+17 |
| Aug10 |
100527 |
1.614 |
1.624 |
1.614 |
1.624 |
+0.015 |
38 |
1,062 |
+15 |
| Sep10 |
100527 |
1.614 |
1.620 |
1.614 |
1.620 |
+0.012 |
23 |
902 |
+9 |
| Oct10 |
100527 |
1.621 |
1.630 |
1.621 |
1.624 |
+0.012 |
46 |
925 |
+21 |
| Nov10 |
100527 |
1.623 |
1.627 |
1.623 |
1.625 |
+0.009 |
27 |
824 |
+3 |
| Dec10 |
100527 |
1.631 |
1.643 |
1.631 |
1.634 |
+0.013 |
198 |
1,530 |
+156 |
| Total Volume and Open Interest |
658 |
10,305 |
+351 |
| US Dollar Index(ICE) |
| Jun10 |
100527 |
87.370 |
87.375 |
86.205 |
86.283 |
-0.963 |
37,321 |
35,401 |
-1,272 |
| Sep10 |
100527 |
87.665 |
87.665 |
86.535 |
86.622 |
-0.963 |
74 |
2,533 |
+17 |
| Dec10 |
100527 |
86.650 |
87.022 |
86.650 |
87.022 |
-0.823 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
37,395 |
37,952 |
-1,255 |
| Australian Dollar(CME) |
| Jun10 |
100527 |
82.10 |
85.14 |
82.04 |
84.67 |
+2.31 |
146,968 |
101,448 |
-1,479 |
| Sep10 |
100527 |
81.32 |
84.23 |
81.20 |
83.80 |
+2.28 |
860 |
4,650 |
+155 |
| Dec10 |
100527 |
82.96 |
82.96 |
80.72 |
82.96 |
+2.24 |
7 |
366 |
+6 |
| Total Volume and Open Interest |
147,835 |
106,473 |
-1,318 |
| British Pound(CME) |
| Jun10 |
100527 |
143.73 |
146.09 |
143.73 |
145.87 |
+1.76 |
105,256 |
140,369 |
-639 |
| Sep10 |
100527 |
143.92 |
146.10 |
143.84 |
145.90 |
+1.74 |
1,448 |
10,811 |
+540 |
| Dec10 |
100527 |
145.96 |
145.96 |
144.26 |
145.96 |
+1.70 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
106,704 |
151,212 |
-99 |
| Canadian Dollar(CME) |
| Jun10 |
100527 |
93.43 |
95.42 |
93.37 |
95.20 |
+1.27 |
126,564 |
111,679 |
-2,448 |
| Sep10 |
100527 |
93.44 |
95.39 |
93.38 |
95.17 |
+1.25 |
2,264 |
8,647 |
+678 |
| Dec10 |
100527 |
94.90 |
95.25 |
93.90 |
95.14 |
+1.24 |
163 |
1,930 |
+97 |
| Mar11 |
100527 |
94.50 |
95.02 |
93.78 |
95.02 |
+1.24 |
4 |
302 |
+1 |
| Total Volume and Open Interest |
128,996 |
122,642 |
-1,671 |
| Japanese Yen(CME) |
| Jun10 |
100527 |
111.15 |
111.27 |
109.76 |
110.11 |
-0.97 |
172,240 |
135,133 |
-2,133 |
| Sep10 |
100527 |
111.40 |
111.40 |
109.95 |
110.28 |
-1.01 |
2,098 |
5,506 |
+688 |
| Dec10 |
100527 |
110.52 |
111.56 |
110.52 |
110.52 |
-1.04 |
1 |
127 |
+1 |
| Total Volume and Open Interest |
174,339 |
140,769 |
-1,444 |
| Swiss Franc(CME) |
| Jun10 |
100527 |
86.21 |
87.12 |
85.83 |
86.98 |
+0.69 |
68,960 |
46,212 |
-1,725 |
| Sep10 |
100527 |
86.44 |
87.33 |
86.09 |
87.23 |
+0.66 |
1,817 |
1,938 |
+652 |
| Dec10 |
100527 |
86.51 |
87.52 |
86.51 |
87.52 |
+0.63 |
4 |
13 |
-1 |
| Total Volume and Open Interest |
70,781 |
48,163 |
-1,074 |
| EuroFX(CME) |
| Jun10 |
100527 |
121.66 |
123.97 |
121.55 |
123.79 |
+1.78 |
400,948 |
267,552 |
-1,770 |
| Sep10 |
100527 |
121.84 |
124.08 |
121.69 |
123.91 |
+1.75 |
4,702 |
13,939 |
+224 |
| Dec10 |
100527 |
122.90 |
124.03 |
122.31 |
124.03 |
+1.72 |
14 |
425 |
+0 |
| Total Volume and Open Interest |
405,665 |
281,966 |
-1,547 |
| Mexican Peso(CME) |
| Jun10 |
100527 |
761.8 |
782.0 |
761.5 |
779.0 |
+15.2 |
37,776 |
84,207 |
+2,308 |
| Jul10 |
100527 |
777.2 |
777.2 |
762.0 |
777.2 |
+15.2 |
|
|
|
| Total Volume and Open Interest |
37,906 |
85,238 |
+2,303 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100527 |
123~230 |
123~230 |
122~290 |
122~300 |
-1~170 |
|
|
|
| Sep10 |
100527 |
124~100 |
124~130 |
122~050 |
122~140 |
-1~190 |
240,475 |
294,151 |
+133,615 |
| Dec10 |
100527 |
121~150 |
122~220 |
121~030 |
121~030 |
-1~190 |
27 |
83 |
+21 |
| Total Volume and Open Interest |
932,429 |
757,180 |
+22,212 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100527 |
121~125 |
121~135 |
120~045 |
120~100 |
-0~270 |
2,139,365 |
1,085,236 |
-364,735 |
| Sep10 |
100527 |
120~170 |
120~185 |
119~090 |
119~160 |
-0~265 |
657,677 |
754,551 |
+343,719 |
| Dec10 |
100527 |
118~210 |
119~025 |
118~085 |
118~085 |
-0~260 |
95 |
90 |
+65 |
| Total Volume and Open Interest |
2,797,147 |
1,839,897 |
-20,941 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100527 |
58~087 |
58~087 |
58~067 |
58~067 |
-0~028 |
|
|
|
| Sep10 |
100527 |
116~112 |
116~117 |
116~017 |
116~031 |
-0~056 |
360,038 |
353,682 |
+127,729 |
| Dec10 |
100527 |
115~022 |
115~078 |
115~022 |
115~022 |
-0~056 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,368,618 |
1,064,314 |
-43,982 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100527 |
54~078 |
54~078 |
54~073 |
54~074 |
-0~006 |
|
|
|
| Sep10 |
100527 |
109~000 |
109~000 |
108~105 |
108~110 |
-0~011 |
282,058 |
343,447 |
+162,256 |
| Dec10 |
100527 |
108~071 |
108~082 |
108~071 |
108~071 |
-0~011 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
877,891 |
985,918 |
-2,976 |
| Eurodollars(CME) |
| Jun10 |
100527 |
99.312 |
99.408 |
99.312 |
99.402 |
+0.092 |
370,183 |
1,110,424 |
-39,667 |
| Sep10 |
100527 |
99.025 |
99.180 |
99.015 |
99.170 |
+0.120 |
693,097 |
1,107,562 |
+40,025 |
| Dec10 |
100527 |
98.880 |
98.990 |
98.865 |
98.975 |
+0.080 |
500,388 |
1,065,630 |
-15,444 |
| Mar11 |
100527 |
98.760 |
98.835 |
98.755 |
98.810 |
+0.035 |
451,081 |
774,949 |
-24,614 |
| Jun11 |
100527 |
98.610 |
98.660 |
98.590 |
98.615 |
+0.005 |
435,339 |
846,771 |
-25,301 |
| Sep11 |
100527 |
98.440 |
98.465 |
98.375 |
98.405 |
-0.020 |
296,711 |
750,201 |
+6,019 |
| Dec11 |
100527 |
98.240 |
98.250 |
98.125 |
98.155 |
-0.050 |
222,979 |
530,952 |
-3,574 |
| Mar12 |
100527 |
98.030 |
98.050 |
97.895 |
97.930 |
-0.075 |
178,444 |
388,286 |
+3,875 |
| Jun12 |
100527 |
97.810 |
97.835 |
97.655 |
97.690 |
-0.095 |
93,851 |
237,221 |
+2,246 |
| Sep12 |
100527 |
97.595 |
97.610 |
97.415 |
97.450 |
-0.115 |
67,855 |
179,687 |
-1,646 |
| Dec12 |
100527 |
97.370 |
97.385 |
97.170 |
97.205 |
-0.130 |
61,428 |
141,482 |
-5,868 |
| Mar13 |
100527 |
97.190 |
97.195 |
96.970 |
97.000 |
-0.145 |
49,975 |
135,937 |
-2,347 |
| Jun13 |
100527 |
96.985 |
96.995 |
96.755 |
96.790 |
-0.160 |
22,306 |
82,636 |
-1,253 |
| Sep13 |
100527 |
96.805 |
96.815 |
96.560 |
96.595 |
-0.170 |
19,929 |
72,888 |
-422 |
| Dec13 |
100527 |
96.615 |
96.625 |
96.355 |
96.395 |
-0.175 |
14,295 |
39,833 |
+578 |
| Mar14 |
100527 |
96.475 |
96.475 |
96.190 |
96.240 |
-0.180 |
10,322 |
38,263 |
-31 |
| Jun14 |
100527 |
96.315 |
96.320 |
96.035 |
96.080 |
-0.185 |
7,085 |
30,712 |
-42 |
| Sep14 |
100527 |
96.180 |
96.185 |
95.890 |
95.935 |
-0.190 |
5,508 |
22,707 |
-101 |
| Total Volume and Open Interest |
3,524,488 |
7,708,165 |
-66,789 |
| 30 Day Federal Funds(CBOT) |
| May10 |
100527 |
99.795 |
99.798 |
99.793 |
99.795 |
+0.002 |
2,440 |
63,402 |
+763 |
| Jun10 |
100527 |
99.785 |
99.785 |
99.780 |
99.785 |
unch |
7,479 |
68,429 |
-1,353 |
| Jul10 |
100527 |
99.765 |
99.770 |
99.765 |
99.770 |
unch |
7,780 |
49,268 |
-814 |
| Aug10 |
100527 |
99.765 |
99.765 |
99.755 |
99.760 |
unch |
7,994 |
78,978 |
-785 |
| Sep10 |
100527 |
99.750 |
99.755 |
99.745 |
99.750 |
unch |
4,897 |
48,872 |
+508 |
| Oct10 |
100527 |
99.740 |
99.745 |
99.730 |
99.735 |
-0.005 |
9,936 |
70,448 |
-2,662 |
| Total Volume and Open Interest |
85,202 |
666,266 |
+2,717 |
| 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 |
100527 |
99.615 |
99.615 |
99.610 |
99.610 |
unch |
2 |
2,482 |
-376 |
| Sep10 |
100527 |
99.618 |
99.618 |
99.618 |
99.618 |
unch |
0 |
1,031 |
+0 |
| Dec10 |
100527 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.002 |
0 |
342 |
+0 |
| Mar11 |
100527 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
167 |
+0 |
| Jun11 |
100527 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
| Sep11 |
100527 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
| Dec11 |
100527 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
| Mar12 |
100527 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
| Jun12 |
100527 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
| Sep12 |
100527 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Total Volume and Open Interest |
2 |
4,022 |
-376 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100527 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
42 |
5,418 |
-123 |
| Sep10 |
100527 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
3,037 |
+18 |
| Dec10 |
100527 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,461 |
+0 |
| Mar11 |
100527 |
99.60 |
99.61 |
99.60 |
99.61 |
unch |
25 |
1,697 |
+0 |
| Jun11 |
100527 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
102 |
+0 |
| Sep11 |
100527 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
53 |
+0 |
| Dec11 |
100527 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
102 |
+0 |
| Mar12 |
100527 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
67 |
13,241 |
-105 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100521 |
140.55 |
140.62 |
140.30 |
140.34 |
+0.12 |
3,012 |
20,874 |
-445 |
| Sep10 |
100527 |
140.23 |
140.40 |
140.02 |
140.13 |
-0.12 |
217 |
233 |
+19 |
| Dec10 |
100527 |
138.04 |
138.04 |
138.04 |
138.04 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
2,449 |
22,758 |
+704 |
| Euro-Bund(EUREX) |
| Jun10 |
100527 |
128.62 |
128.76 |
128.11 |
128.33 |
-0.39 |
1,015,407 |
990,642 |
-13,189 |
| Sep10 |
100527 |
128.09 |
128.21 |
127.59 |
127.78 |
-0.38 |
14,840 |
37,597 |
+6,198 |
| Dec10 |
100527 |
126.26 |
126.26 |
125.93 |
125.93 |
-0.39 |
91 |
6 |
+1 |
| Total Volume and Open Interest |
1,030,338 |
1,028,245 |
-6,990 |
| Euro-Bobl(EUREX) |
| Jun10 |
100526 |
120.91 |
121.02 |
120.69 |
120.74 |
+0.21 |
680,396 |
792,388 |
-506 |
| Sep10 |
100527 |
120.21 |
120.26 |
119.86 |
119.94 |
-0.35 |
15,059 |
32,630 |
+1,936 |
| Dec10 |
100527 |
119.83 |
119.83 |
119.83 |
119.83 |
-0.31 |
|
|
|
| Total Volume and Open Interest |
585,966 |
791,268 |
-36,166 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100527 |
99.250 |
99.265 |
99.250 |
99.255 |
+0.005 |
313 |
6,475 |
-50 |
| Sep10 |
100527 |
99.065 |
99.100 |
99.065 |
99.080 |
+0.025 |
267 |
2,950 |
+162 |
| Dec10 |
100527 |
98.965 |
99.010 |
98.965 |
98.980 |
+0.015 |
49 |
2,052 |
+38 |
| Total Volume and Open Interest |
1,497 |
17,399 |
+316 |
| Long Gilt(LIFFE) |
| Jun10 |
100527 |
119~19 |
119~31 |
119~10 |
119~16 |
+3~18 |
|
|
|
| Sep10 |
100527 |
118~12 |
118~19 |
117~30 |
118~04 |
-0~18 |
228,638 |
186,918 |
+142,227 |
| Total Volume and Open Interest |
555,487 |
326,705 |
+28,723 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100527 |
99.24 |
99.26 |
99.23 |
99.26 |
+0.02 |
66,914 |
356,337 |
-3,168 |
| Sep10 |
100527 |
99.05 |
99.10 |
99.04 |
99.08 |
+0.05 |
108,561 |
405,190 |
+4,124 |
| Dec10 |
100527 |
98.91 |
98.96 |
98.90 |
98.93 |
+0.03 |
128,609 |
342,023 |
-16,373 |
| Mar11 |
100527 |
98.82 |
98.85 |
98.79 |
98.81 |
unch |
86,498 |
241,787 |
-10,693 |
| Jun11 |
100527 |
98.68 |
98.70 |
98.61 |
98.64 |
-0.04 |
69,619 |
296,829 |
-3,642 |
| Sep11 |
100527 |
98.48 |
98.51 |
98.39 |
98.44 |
-0.06 |
72,447 |
247,866 |
+3,668 |
| Total Volume and Open Interest |
691,024 |
2,426,287 |
-32,601 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100527 |
99.250 |
99.265 |
99.250 |
99.255 |
+0.060 |
196,618 |
846,046 |
+441 |
| Sep10 |
100527 |
99.050 |
99.115 |
99.050 |
99.080 |
+0.025 |
325,150 |
647,687 |
-18,883 |
| Dec10 |
100527 |
98.965 |
99.015 |
98.955 |
98.980 |
+0.015 |
233,559 |
493,602 |
-12,571 |
| Total Volume and Open Interest |
1,375,503 |
3,949,818 |
-48,722 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100527 |
95.22 |
95.25 |
95.21 |
95.23 |
unch |
14,931 |
272,902 |
+2,434 |
| Sep10 |
100527 |
95.34 |
95.35 |
95.27 |
95.28 |
-0.06 |
32,059 |
282,802 |
+284 |
| Dec10 |
100527 |
95.26 |
95.27 |
95.14 |
95.15 |
-0.10 |
17,566 |
146,106 |
-6,801 |
| Mar11 |
100527 |
95.12 |
95.13 |
95.02 |
95.02 |
-0.11 |
6,976 |
65,859 |
-1,692 |
| Jun11 |
100527 |
94.98 |
94.98 |
94.87 |
94.88 |
-0.10 |
5,460 |
47,500 |
+495 |
| Sep11 |
100527 |
94.80 |
94.86 |
94.75 |
94.76 |
-0.09 |
2,517 |
32,567 |
-515 |
| Dec11 |
100527 |
94.70 |
94.77 |
94.65 |
94.66 |
-0.09 |
2,669 |
24,908 |
-1,353 |
| Mar12 |
100527 |
94.63 |
94.67 |
94.61 |
94.61 |
-0.07 |
2,223 |
17,478 |
+771 |
| Jun12 |
100527 |
94.61 |
94.61 |
94.57 |
94.57 |
-0.06 |
700 |
5,185 |
-702 |
| Sep12 |
100527 |
94.57 |
94.57 |
94.57 |
94.57 |
-0.05 |
6 |
3,111 |
+6 |
| Total Volume and Open Interest |
85,107 |
900,303 |
-7,073 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100527 |
94.68 |
94.72 |
94.61 |
94.63 |
-0.05 |
53,497 |
447,810 |
+4,730 |
| Sep10 |
100527 |
94.59 |
94.59 |
94.59 |
94.59 |
-0.09 |
6 |
6 |
+6 |
| Total Volume and Open Interest |
53,503 |
447,816 |
+4,736 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100527 |
95.29 |
95.31 |
95.18 |
95.20 |
-0.09 |
172,989 |
912,337 |
+70 |
| Sep10 |
100527 |
95.10 |
95.10 |
95.10 |
95.10 |
-0.19 |
100 |
100 |
+100 |
| Total Volume and Open Interest |
173,089 |
912,437 |
+170 |
| Gold(CMX) |
| Jun10 |
100527 |
1211.7 |
1218.5 |
1205.4 |
1211.9 |
-1.5 |
218,485 |
156,156 |
-46,052 |
| Aug10 |
100527 |
1213.5 |
1220.6 |
1207.4 |
1214.4 |
-0.9 |
95,515 |
240,074 |
+52,391 |
| Oct10 |
100527 |
1216.2 |
1222.1 |
1210.4 |
1216.5 |
-1.0 |
2,628 |
21,792 |
-1,412 |
| Dec10 |
100527 |
1218.0 |
1225.0 |
1212.0 |
1218.7 |
-1.2 |
10,098 |
61,497 |
+3,011 |
| Feb11 |
100527 |
1221.0 |
1227.0 |
1214.9 |
1221.1 |
-1.3 |
304 |
18,797 |
+80 |
| Apr11 |
100527 |
1219.5 |
1224.5 |
1219.5 |
1223.5 |
-1.5 |
70 |
14,891 |
+70 |
| Jun11 |
100527 |
571.5 |
575.3 |
565.6 |
570.9 |
-1.5 |
352 |
13,461 |
+15 |
| Aug11 |
100527 |
1229.4 |
1229.4 |
1229.4 |
1229.4 |
-1.4 |
46 |
3,849 |
-4 |
| Oct11 |
100527 |
1232.6 |
1232.6 |
1232.6 |
1232.6 |
-1.5 |
185 |
6,909 |
+160 |
| Dec11 |
100527 |
1230.0 |
1236.1 |
1230.0 |
1236.1 |
-1.5 |
263 |
15,214 |
+258 |
| Feb12 |
100527 |
1240.6 |
1240.6 |
1240.6 |
1240.6 |
-1.3 |
0 |
3,960 |
+0 |
| Apr12 |
100527 |
1245.1 |
1245.1 |
1245.1 |
1245.1 |
|
|
|
|
| Silver(CMX) |
| May10 |
100526 |
1802.0 |
1829.2 |
1798.0 |
1829.2 |
+52.9 |
48 |
47 |
-44 |
| Jul10 |
100527 |
1806.0 |
1858.0 |
1801.0 |
1846.8 |
+16.2 |
34,394 |
70,975 |
-253 |
| Sep10 |
100527 |
1809.5 |
1860.0 |
1805.5 |
1850.6 |
+16.2 |
1,818 |
13,872 |
+177 |
| Dec10 |
100527 |
1815.0 |
1865.0 |
1815.0 |
1855.7 |
+16.1 |
2,484 |
16,823 |
-21 |
| Mar11 |
100527 |
1848.5 |
1860.0 |
1848.5 |
1860.0 |
+16.0 |
595 |
6,633 |
+431 |
| May11 |
100527 |
1862.5 |
1862.7 |
1862.5 |
1862.7 |
+16.1 |
626 |
2,699 |
+94 |
| Jul11 |
100527 |
1865.0 |
1865.3 |
1865.0 |
1865.3 |
+16.2 |
510 |
1,694 |
-58 |
| Total Volume and Open Interest |
40,936 |
120,120 |
+243 |
| Platinum(NYMEX) |
| Jul10 |
100527 |
1522.9 |
1567.0 |
1517.0 |
1552.9 |
+22.6 |
4,788 |
27,860 |
-430 |
| Oct10 |
100527 |
1540.5 |
1564.0 |
1540.5 |
1558.6 |
+23.0 |
50 |
2,095 |
+33 |
| Jan11 |
100527 |
1559.6 |
1559.6 |
1559.6 |
1559.6 |
+23.2 |
5 |
322 |
+0 |
| Apr11 |
100527 |
1559.6 |
1559.6 |
1559.6 |
1559.6 |
+23.2 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,844 |
30,283 |
-402 |
| Palladium(NYMEX) |
| Jun10 |
100527 |
437.75 |
464.90 |
434.00 |
462.25 |
+15.90 |
4,707 |
5,549 |
-2,054 |
| Sep10 |
100527 |
440.00 |
468.40 |
434.00 |
465.05 |
+16.55 |
3,044 |
15,309 |
+1,829 |
| Dec10 |
100527 |
465.85 |
467.00 |
465.85 |
465.85 |
+16.55 |
1 |
251 |
+0 |
| Total Volume and Open Interest |
7,755 |
21,175 |
-225 |
| Copper(CMX) |
| May10 |
100526 |
307.25 |
309.00 |
307.15 |
307.15 |
+3.80 |
391 |
252 |
-22 |
| Jul10 |
100527 |
305.15 |
318.10 |
304.50 |
315.85 |
+7.80 |
37,344 |
73,200 |
-1,818 |
| Sep10 |
100527 |
307.45 |
320.00 |
306.95 |
317.80 |
+7.80 |
5,109 |
28,099 |
+2,019 |
| Dec10 |
100527 |
310.35 |
321.90 |
310.35 |
319.70 |
+7.85 |
816 |
11,850 |
+50 |
| Mar11 |
100527 |
320.60 |
320.75 |
320.60 |
320.75 |
+7.80 |
226 |
5,764 |
+10 |
| Total Volume and Open Interest |
45,470 |
128,730 |
+148 |
| DJIA Index(CBOT) |
| Jun10 |
100527 |
9905 |
10255 |
9853 |
10235 |
+314 |
533 |
12,353 |
+112 |
| Sep10 |
100527 |
10115 |
10178 |
10115 |
10178 |
+314 |
2 |
225 |
+2 |
| Dec10 |
100527 |
10120 |
10120 |
9806 |
10120 |
+314 |
0 |
2 |
+0 |
| Mar11 |
100527 |
10067 |
10067 |
9753 |
10067 |
+314 |
|
|
|
| Total Volume and Open Interest |
535 |
12,580 |
+114 |
| S & P 500(CME) |
| Jun10 |
100527 |
1060.00 |
1103.00 |
1055.90 |
1101.10 |
+39.90 |
43,076 |
296,397 |
+1,402 |
| Sep10 |
100527 |
1083.00 |
1098.00 |
1079.00 |
1096.80 |
+39.80 |
6,850 |
26,966 |
+5,373 |
| Dec10 |
100527 |
1088.80 |
1094.10 |
1086.10 |
1092.70 |
+39.60 |
7 |
4,326 |
+0 |
| Mar11 |
100527 |
1089.30 |
1090.30 |
1089.30 |
1089.30 |
+40.00 |
0 |
477 |
+0 |
| Total Volume and Open Interest |
49,933 |
328,211 |
+6,775 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100527 |
1060.00 |
1103.00 |
1055.50 |
1101.00 |
+39.75 |
3,433,912 |
2,656,785 |
+5,462 |
| Sep10 |
100527 |
1056.00 |
1098.50 |
1045.00 |
1096.75 |
+39.75 |
31,958 |
75,646 |
+13,394 |
| Total Volume and Open Interest |
3,465,944 |
2,735,512 |
+18,843 |
| NASDAQ 100(CME) |
| Jun10 |
100527 |
1788.30 |
1865.00 |
1783.30 |
1863.80 |
+72.30 |
2,350 |
20,674 |
-373 |
| Sep10 |
100527 |
1843.00 |
1862.50 |
1841.00 |
1862.50 |
+72.50 |
0 |
967 |
+0 |
| Dec10 |
100527 |
1859.80 |
1859.80 |
1855.30 |
1859.80 |
+72.50 |
|
|
|
| Total Volume and Open Interest |
2,350 |
21,641 |
-373 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100527 |
1788.30 |
1864.50 |
1781.80 |
1863.80 |
+72.30 |
425,513 |
348,839 |
+7,344 |
| Sep10 |
100527 |
1785.00 |
1862.50 |
1783.30 |
1862.50 |
+72.50 |
629 |
1,997 |
+29 |
| Total Volume and Open Interest |
426,153 |
350,891 |
+7,375 |
| S & P Midcap 400(CME) |
| Jun10 |
100527 |
758.50 |
771.00 |
755.00 |
768.40 |
+30.20 |
304 |
3,620 |
+289 |
| Sep10 |
100527 |
766.90 |
769.70 |
766.90 |
766.90 |
+30.20 |
|
|
|
| Dec10 |
100527 |
764.90 |
767.70 |
764.90 |
764.90 |
+30.20 |
|
|
|
| Total Volume and Open Interest |
304 |
3,620 |
+289 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100527 |
9445 |
9835 |
9420 |
9790 |
+355 |
20,259 |
46,461 |
+46,461 |
| Sep10 |
100527 |
9480 |
9880 |
9480 |
9845 |
+355 |
7 |
11 |
+4 |
| Total Volume and Open Interest |
20,266 |
46,472 |
+3,367 |
| Nikkei 225(SGX) |
| Jun10 |
100527 |
9445 |
9650 |
9380 |
9630 |
+145 |
172,491 |
185,517 |
+2 |
| Sep10 |
100527 |
9455 |
9630 |
9395 |
9625 |
+145 |
3,881 |
6,573 |
+196 |
| Dec10 |
100527 |
9580 |
9580 |
9580 |
9580 |
+145 |
0 |
1,499 |
+50 |
| Total Volume and Open Interest |
176,372 |
195,670 |
+248 |
| CAC 40(EURONEXT) |
| Jun10 |
100527 |
3370.5 |
3534.0 |
3370.5 |
3510.0 |
+130.0 |
201,968 |
488,170 |
+43,540 |
| Jul10 |
100527 |
3379.5 |
3520.0 |
3379.5 |
3506.0 |
+130.0 |
456 |
259 |
+99 |
| Aug10 |
100527 |
3467.0 |
3507.0 |
3467.0 |
3507.0 |
+130.0 |
|
|
|
| Total Volume and Open Interest |
202,426 |
490,101 |
+43,630 |
| Hang Seng Index(HKFE) |
| May10 |
100527 |
19025 |
19542 |
18957 |
19412 |
+257 |
111,942 |
53,038 |
-12,990 |
| Jun10 |
100527 |
18993 |
19513 |
18928 |
19386 |
+265 |
27,020 |
55,989 |
+24,110 |
| Total Volume and Open Interest |
139,156 |
110,784 |
+11,298 |
| DAX(EUREX) |
| Jun10 |
100527 |
5752.5 |
5974.0 |
5752.0 |
5948.5 |
+185.5 |
232,558 |
186,768 |
+797 |
| Sep10 |
100527 |
5765.5 |
5976.5 |
5765.5 |
5954.0 |
+185.5 |
1,824 |
11,836 |
-238 |
| Dec10 |
100527 |
5776.5 |
5975.5 |
5776.0 |
5961.0 |
+185.5 |
1,025 |
2,499 |
+464 |
| Total Volume and Open Interest |
235,407 |
201,103 |
+1,023 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100527 |
5065.50 |
5220.00 |
5058.00 |
5179.50 |
+161.50 |
179,009 |
696,179 |
+2,435 |
| Sep10 |
100527 |
5026.00 |
5150.00 |
5018.00 |
5138.00 |
+162.00 |
621 |
2,120 |
+106 |
| Dec10 |
100527 |
5040.00 |
5112.50 |
5040.00 |
5112.50 |
+162.00 |
159 |
3,177 |
+43 |
| Total Volume and Open Interest |
179,819 |
702,018 |
+2,584 |
| SPI 200(SFE) |
| Jun10 |
100527 |
4302.0 |
4390.0 |
4283.0 |
4382.0 |
+82.0 |
48,868 |
291,723 |
+13,249 |
| Sep10 |
100527 |
4327.0 |
4366.0 |
4327.0 |
4366.0 |
+81.0 |
347 |
3,827 |
+197 |
| Dec10 |
100527 |
4380.0 |
4380.0 |
4380.0 |
4380.0 |
+81.0 |
0 |
2,635 |
-36 |
| Total Volume and Open Interest |
49,215 |
299,335 |
+13,410 |
| GSCI(CME) |
| Jun10 |
100527 |
485.10 |
492.90 |
484.20 |
492.00 |
+15.00 |
300 |
17,042 |
-50 |
| Jul10 |
100527 |
489.60 |
497.50 |
489.00 |
497.00 |
+15.00 |
2 |
67 |
+0 |
| Aug10 |
100527 |
500.00 |
500.00 |
500.00 |
500.00 |
+15.00 |
|
|
|
| Total Volume and Open Interest |
302 |
17,109 |
-50 |
| Reuters CCI(ICE) |
| Jun10 |
100527 |
258.30 |
258.30 |
258.30 |
258.30 |
+5.00 |
|
|
|
| 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. |
|
|