|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon May 31, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul10 |
100528 |
951.75 |
956.00 |
936.50 |
937.75 |
-14.00 |
65,148 |
211,687 |
-4,816 |
Aug10 |
100528 |
942.50 |
945.00 |
926.25 |
927.75 |
-13.75 |
5,378 |
16,569 |
+247 |
Sep10 |
100528 |
928.25 |
930.25 |
912.25 |
914.75 |
-11.50 |
1,706 |
12,336 |
-134 |
Nov10 |
100528 |
917.75 |
921.75 |
906.25 |
907.75 |
-11.00 |
27,016 |
160,120 |
+2,404 |
Jan11 |
100528 |
928.00 |
931.00 |
916.00 |
917.25 |
-11.25 |
1,772 |
14,965 |
+735 |
Mar11 |
100528 |
936.00 |
936.00 |
925.50 |
925.50 |
-10.75 |
454 |
6,165 |
+45 |
May11 |
100528 |
940.00 |
941.25 |
930.25 |
931.00 |
-10.25 |
352 |
5,875 |
+178 |
Total Volume and Open Interest |
102,686 |
452,273 |
-1,160 |
Soybean Meal(CBOT) |
Jul10 |
100528 |
276.00 |
277.70 |
272.30 |
273.50 |
-2.50 |
30,928 |
81,567 |
-3,443 |
Aug10 |
100528 |
269.90 |
270.90 |
266.20 |
267.50 |
-2.20 |
3,703 |
17,907 |
+461 |
Sep10 |
100528 |
264.50 |
264.80 |
260.00 |
261.50 |
-1.60 |
2,485 |
11,668 |
+48 |
Oct10 |
100528 |
254.90 |
256.60 |
252.70 |
254.10 |
-1.20 |
1,005 |
7,973 |
+75 |
Dec10 |
100528 |
253.80 |
255.10 |
250.80 |
252.40 |
-1.30 |
7,134 |
37,170 |
+533 |
Jan11 |
100528 |
254.10 |
255.70 |
252.50 |
252.90 |
-1.60 |
104 |
4,417 |
+22 |
Mar11 |
100528 |
256.40 |
258.10 |
254.50 |
254.60 |
-1.80 |
312 |
4,176 |
+162 |
May11 |
100528 |
258.40 |
258.40 |
255.50 |
255.50 |
-1.90 |
407 |
1,957 |
+217 |
Total Volume and Open Interest |
46,465 |
170,249 |
-1,810 |
Soybean Oil(CBOT) |
Jul10 |
100528 |
38.18 |
38.26 |
37.58 |
37.61 |
-0.57 |
54,067 |
179,820 |
-3,101 |
Aug10 |
100528 |
38.38 |
38.41 |
37.79 |
37.84 |
-0.57 |
11,934 |
28,705 |
+2,221 |
Sep10 |
100528 |
38.67 |
38.71 |
38.05 |
38.07 |
-0.56 |
4,858 |
16,575 |
+1,427 |
Oct10 |
100528 |
38.63 |
38.78 |
38.25 |
38.25 |
-0.56 |
2,082 |
12,326 |
+219 |
Dec10 |
100528 |
39.12 |
39.32 |
38.64 |
38.68 |
-0.56 |
10,080 |
73,699 |
+431 |
Jan11 |
100528 |
39.36 |
39.54 |
38.98 |
38.98 |
-0.56 |
178 |
4,573 |
+34 |
Mar11 |
100528 |
39.54 |
39.70 |
39.30 |
39.30 |
-0.55 |
175 |
1,847 |
+90 |
May11 |
100528 |
39.83 |
39.94 |
39.60 |
39.60 |
-0.53 |
40 |
1,480 |
-10 |
Total Volume and Open Interest |
83,639 |
322,496 |
+1,429 |
Canola(WCE) |
Jul10 |
100531 |
375.0 |
375.6 |
371.7 |
373.5 |
-1.8 |
6,775 |
87,587 |
-1,250 |
Nov10 |
100531 |
381.9 |
382.1 |
377.9 |
380.4 |
-2.1 |
6,404 |
47,572 |
+1,136 |
Jan11 |
100531 |
384.0 |
387.3 |
384.0 |
385.6 |
-2.0 |
1,395 |
4,085 |
-480 |
Mar11 |
100531 |
388.0 |
390.4 |
388.0 |
390.4 |
-2.0 |
663 |
2,863 |
+418 |
May11 |
100531 |
391.0 |
395.3 |
391.0 |
395.0 |
-1.2 |
78 |
1,154 |
+43 |
Total Volume and Open Interest |
15,457 |
144,342 |
-27 |
Corn(CBOT) |
Jul10 |
100528 |
372.00 |
373.00 |
358.25 |
359.00 |
-14.25 |
97,272 |
478,609 |
-4,547 |
Sep10 |
100528 |
381.75 |
382.75 |
368.00 |
369.00 |
-14.25 |
28,295 |
189,051 |
+5,063 |
Dec10 |
100528 |
391.75 |
393.00 |
379.25 |
380.00 |
-13.50 |
44,363 |
377,931 |
+2,424 |
Mar11 |
100528 |
404.75 |
405.25 |
392.50 |
392.75 |
-13.50 |
3,587 |
57,042 |
+912 |
May11 |
100528 |
414.00 |
414.00 |
401.00 |
401.25 |
-13.50 |
1,184 |
9,272 |
+132 |
Jul11 |
100528 |
420.75 |
422.75 |
409.25 |
409.25 |
-13.50 |
2,617 |
33,116 |
+640 |
Total Volume and Open Interest |
179,546 |
1,216,757 |
+5,603 |
Wheat(CBOT) |
Jul10 |
100528 |
468.50 |
473.50 |
456.50 |
457.75 |
-10.00 |
30,745 |
240,199 |
-1,958 |
Sep10 |
100528 |
487.00 |
495.00 |
474.00 |
475.25 |
-10.00 |
8,279 |
98,541 |
+2,803 |
Dec10 |
100528 |
515.50 |
519.50 |
504.50 |
505.50 |
-9.50 |
7,917 |
72,858 |
+749 |
Mar11 |
100528 |
546.25 |
548.50 |
533.75 |
535.00 |
-8.50 |
1,516 |
28,263 |
+211 |
May11 |
100528 |
561.00 |
563.00 |
550.00 |
551.50 |
-8.75 |
298 |
8,667 |
-8 |
Total Volume and Open Interest |
51,067 |
496,092 |
+2,498 |
Wheat(KCBT) |
Jul10 |
100528 |
494.00 |
498.00 |
480.00 |
481.50 |
-11.25 |
7,947 |
60,109 |
-1,713 |
Sep10 |
100528 |
504.75 |
509.75 |
493.00 |
493.50 |
-11.25 |
1,663 |
21,982 |
+752 |
Dec10 |
100528 |
523.25 |
527.50 |
510.50 |
510.75 |
-11.75 |
2,355 |
41,010 |
+205 |
Mar11 |
100528 |
542.50 |
544.75 |
528.25 |
528.25 |
-12.25 |
476 |
15,652 |
-106 |
May11 |
100528 |
550.00 |
556.00 |
540.25 |
540.25 |
-12.25 |
35 |
6,452 |
+14 |
Total Volume and Open Interest |
12,990 |
163,460 |
-520 |
Wheat(MGE) |
Jul10 |
100528 |
513.00 |
517.25 |
504.25 |
506.00 |
-7.75 |
1,977 |
16,845 |
-463 |
Sep10 |
100528 |
527.00 |
529.50 |
517.25 |
518.75 |
-7.00 |
513 |
9,879 |
+224 |
Dec10 |
100528 |
543.75 |
547.00 |
534.75 |
535.50 |
-7.25 |
178 |
10,055 |
-78 |
Mar11 |
100528 |
560.25 |
565.00 |
553.00 |
553.75 |
-7.75 |
32 |
3,179 |
-141 |
May11 |
100528 |
573.25 |
576.00 |
565.00 |
565.25 |
-8.75 |
11 |
1,484 |
+1 |
Total Volume and Open Interest |
2,905 |
46,386 |
-531 |
Oats(CBOT) |
Jul10 |
100528 |
198.00 |
201.00 |
191.00 |
191.00 |
-5.50 |
579 |
11,513 |
+29 |
Sep10 |
100528 |
203.75 |
203.75 |
199.25 |
199.25 |
-5.50 |
92 |
1,476 |
+44 |
Dec10 |
100528 |
217.25 |
219.50 |
210.50 |
210.50 |
-5.50 |
186 |
4,533 |
+21 |
Mar11 |
100528 |
220.00 |
226.00 |
220.00 |
220.50 |
-5.50 |
2 |
564 |
-1 |
Total Volume and Open Interest |
859 |
18,086 |
+93 |
Rough Rice(CBOT) |
Jul10 |
100528 |
11.69 |
11.80 |
11.63 |
11.64 |
-0.05 |
569 |
7,893 |
-164 |
Sep10 |
100528 |
11.60 |
11.69 |
11.51 |
11.66 |
+0.03 |
362 |
4,015 |
+82 |
Nov10 |
100528 |
11.74 |
11.77 |
11.65 |
11.77 |
+0.03 |
140 |
2,097 |
+14 |
Jan11 |
100528 |
11.93 |
12.04 |
11.93 |
12.04 |
+0.03 |
4 |
451 |
-1 |
Total Volume and Open Interest |
1,076 |
15,370 |
-70 |
Live Cattle(CME) |
Jun10 |
100528 |
91.700 |
91.785 |
90.330 |
90.535 |
-1.045 |
12,597 |
44,411 |
-3,024 |
Aug10 |
100528 |
90.800 |
90.900 |
89.150 |
89.250 |
-1.535 |
16,108 |
146,038 |
+1,087 |
Oct10 |
100528 |
91.750 |
92.000 |
90.480 |
90.785 |
-1.000 |
7,627 |
80,041 |
+988 |
Dec10 |
100528 |
93.050 |
93.200 |
91.950 |
92.300 |
-0.850 |
3,722 |
42,352 |
+662 |
Feb11 |
100528 |
94.430 |
94.430 |
93.385 |
93.800 |
-0.800 |
1,038 |
18,624 |
+165 |
Apr11 |
100528 |
95.400 |
95.430 |
94.550 |
95.000 |
-0.700 |
246 |
9,278 |
+2 |
Total Volume and Open Interest |
41,815 |
344,370 |
+150 |
Feeder Cattle(CME) |
Aug10 |
100528 |
108.650 |
108.700 |
108.100 |
108.430 |
-0.070 |
2,074 |
22,417 |
-53 |
Sep10 |
100528 |
108.500 |
108.750 |
108.350 |
108.500 |
-0.100 |
418 |
5,114 |
+60 |
Oct10 |
100528 |
108.150 |
108.150 |
107.900 |
108.150 |
-0.250 |
672 |
3,273 |
+361 |
Nov10 |
100528 |
108.050 |
108.050 |
107.700 |
107.850 |
-0.200 |
180 |
1,253 |
-21 |
Jan11 |
100528 |
106.000 |
106.000 |
106.000 |
106.000 |
-0.400 |
17 |
461 |
+0 |
Mar11 |
100528 |
105.800 |
105.800 |
105.800 |
105.800 |
unch |
3 |
58 |
+2 |
Apr11 |
100528 |
106.900 |
106.900 |
106.900 |
106.900 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
3,804 |
34,478 |
+316 |
Lean Hogs(CME) |
Jun10 |
100528 |
81.350 |
82.100 |
81.285 |
81.850 |
+0.670 |
6,205 |
21,345 |
-1,187 |
Jul10 |
100528 |
82.785 |
83.700 |
82.385 |
82.600 |
-0.100 |
8,527 |
66,545 |
-165 |
Aug10 |
100528 |
83.100 |
83.550 |
82.535 |
82.800 |
-0.100 |
6,265 |
44,908 |
+1,107 |
Oct10 |
100528 |
75.135 |
75.450 |
74.750 |
75.250 |
+0.300 |
2,585 |
38,257 |
-332 |
Dec10 |
100528 |
71.800 |
72.080 |
71.500 |
71.930 |
+0.350 |
2,311 |
23,969 |
+883 |
Feb11 |
100528 |
72.300 |
72.400 |
71.650 |
72.400 |
unch |
132 |
7,154 |
+29 |
Apr11 |
100528 |
72.650 |
72.750 |
72.500 |
72.700 |
+0.200 |
55 |
3,544 |
+37 |
May11 |
100528 |
75.650 |
75.650 |
75.650 |
75.650 |
+0.400 |
1 |
146 |
+0 |
Total Volume and Open Interest |
26,103 |
206,750 |
+386 |
Pork Bellies(CME) |
Jul10 |
100528 |
101.750 |
102.900 |
101.750 |
102.900 |
+0.850 |
7 |
141 |
-1 |
Aug10 |
100528 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
25 |
+0 |
Feb11 |
100528 |
100.500 |
100.500 |
100.500 |
100.500 |
unch |
0 |
3 |
+0 |
Mar11 |
100528 |
101.000 |
101.000 |
101.000 |
101.000 |
unch |
0 |
1 |
+0 |
May11 |
100528 |
101.500 |
101.500 |
101.500 |
101.500 |
unch |
|
|
|
Total Volume and Open Interest |
7 |
170 |
-1 |
Class III Milk(CME) |
May10 |
100528 |
13.35 |
13.36 |
13.34 |
13.35 |
-0.01 |
11 |
4,543 |
-10 |
Jun10 |
100528 |
13.85 |
13.89 |
13.55 |
13.60 |
-0.29 |
229 |
4,380 |
-76 |
Jul10 |
100528 |
13.85 |
13.92 |
13.50 |
13.50 |
-0.43 |
405 |
4,505 |
-8 |
Aug10 |
100528 |
14.45 |
14.45 |
14.00 |
14.00 |
-0.45 |
237 |
3,728 |
-2 |
Sep10 |
100528 |
14.83 |
14.89 |
14.49 |
14.49 |
-0.34 |
105 |
3,553 |
+14 |
Total Volume and Open Interest |
1,375 |
31,012 |
+17 |
Cocoa(ICE) |
Jul10 |
100528 |
2984 |
3001 |
2946 |
2965 |
-8 |
8,326 |
48,504 |
-1,902 |
Sep10 |
100528 |
3006 |
3025 |
2975 |
2993 |
-7 |
3,452 |
30,580 |
+266 |
Dec10 |
100528 |
3035 |
3042 |
3003 |
3017 |
-10 |
831 |
16,526 |
+212 |
Mar11 |
100528 |
3063 |
3070 |
3037 |
3045 |
-11 |
379 |
15,994 |
-196 |
May11 |
100528 |
3065 |
3065 |
3056 |
3056 |
-11 |
17 |
6,558 |
+7 |
Jul11 |
100528 |
3079 |
3079 |
3061 |
3061 |
-12 |
125 |
3,191 |
+106 |
Sep11 |
100528 |
3079 |
3079 |
3067 |
3067 |
-12 |
120 |
1,211 |
+41 |
Total Volume and Open Interest |
13,447 |
127,222 |
-1,396 |
Coffee "C"(ICE) |
Jul10 |
100528 |
135.00 |
135.45 |
133.90 |
134.25 |
-0.50 |
11,173 |
66,403 |
-2,163 |
Sep10 |
100528 |
136.30 |
136.95 |
135.40 |
135.80 |
-0.50 |
4,652 |
34,836 |
+718 |
Dec10 |
100528 |
137.95 |
138.50 |
137.20 |
137.40 |
-0.50 |
3,529 |
19,895 |
-430 |
Mar11 |
100528 |
139.00 |
139.50 |
138.25 |
138.45 |
-0.55 |
437 |
7,631 |
-22 |
May11 |
100528 |
138.30 |
138.45 |
138.30 |
138.45 |
-0.60 |
145 |
4,390 |
+32 |
Jul11 |
100528 |
138.70 |
138.70 |
138.70 |
138.70 |
-0.50 |
31 |
2,483 |
-23 |
Total Volume and Open Interest |
19,995 |
136,493 |
-1,862 |
Orange Juice(ICE) |
Jul10 |
100528 |
142.20 |
144.20 |
142.00 |
142.90 |
+1.70 |
983 |
17,869 |
-387 |
Sep10 |
100528 |
142.00 |
144.95 |
142.00 |
144.00 |
+1.80 |
209 |
7,955 |
+104 |
Nov10 |
100528 |
144.60 |
145.00 |
144.00 |
144.00 |
+1.65 |
114 |
2,147 |
+59 |
Jan11 |
100528 |
144.40 |
144.40 |
143.95 |
143.95 |
+1.45 |
10 |
814 |
+1 |
Mar11 |
100528 |
144.75 |
144.75 |
144.30 |
144.30 |
+1.60 |
0 |
169 |
+0 |
May11 |
100528 |
144.45 |
144.45 |
144.45 |
144.45 |
+1.60 |
0 |
154 |
+0 |
Total Volume and Open Interest |
1,316 |
29,307 |
-223 |
Sugar #11(ICE) |
Jul10 |
100528 |
14.99 |
15.04 |
14.16 |
14.19 |
-0.73 |
39,667 |
266,718 |
-5,839 |
Oct10 |
100528 |
15.43 |
15.43 |
14.65 |
14.69 |
-0.65 |
25,120 |
183,787 |
+150 |
Mar11 |
100528 |
16.20 |
16.25 |
15.50 |
15.65 |
-0.50 |
6,672 |
91,486 |
+348 |
May11 |
100528 |
16.07 |
16.07 |
15.53 |
15.67 |
-0.36 |
1,467 |
24,804 |
-96 |
Jul11 |
100528 |
15.86 |
15.89 |
15.62 |
15.80 |
-0.20 |
2,571 |
33,604 |
+642 |
Total Volume and Open Interest |
78,773 |
671,823 |
-4,091 |
London Cocoa(LCE) |
Jul10 |
100528 |
2432 |
2445 |
2396 |
2420 |
-14 |
6,108 |
65,050 |
+2,447 |
Sep10 |
100528 |
2350 |
2361 |
2312 |
2341 |
-14 |
2,695 |
34,470 |
+357 |
Dec10 |
100528 |
2306 |
2311 |
2259 |
2283 |
-23 |
711 |
25,553 |
+66 |
Mar11 |
100528 |
2276 |
2281 |
2246 |
2253 |
-23 |
297 |
21,550 |
-54 |
May11 |
100528 |
2276 |
2277 |
2246 |
2246 |
-24 |
112 |
4,966 |
+13 |
Jul11 |
100528 |
2262 |
2264 |
2246 |
2246 |
-24 |
7 |
940 |
-5 |
Sep11 |
100528 |
2272 |
2272 |
2250 |
2250 |
-24 |
0 |
1,843 |
+0 |
Total Volume and Open Interest |
9,930 |
160,106 |
+2,824 |
London Sugar(LCE) |
Aug10 |
100528 |
478.30 |
478.30 |
463.20 |
468.60 |
-10.80 |
4,457 |
31,871 |
+372 |
Oct10 |
100528 |
442.50 |
443.10 |
427.70 |
429.10 |
-13.60 |
3,465 |
17,128 |
+324 |
Dec10 |
100528 |
433.00 |
433.00 |
417.10 |
417.90 |
-13.80 |
529 |
5,522 |
+352 |
Mar11 |
100528 |
438.10 |
438.10 |
425.50 |
426.80 |
-11.70 |
21 |
3,921 |
+9 |
May11 |
100528 |
437.60 |
438.80 |
427.60 |
428.80 |
-11.30 |
8 |
1,816 |
+3 |
Total Volume and Open Interest |
8,480 |
61,061 |
+1,060 |
Cotton(ICE) |
Jul10 |
100528 |
81.45 |
81.46 |
80.00 |
80.05 |
-1.23 |
9,478 |
98,561 |
-2,983 |
Oct10 |
100528 |
78.41 |
78.50 |
77.90 |
78.06 |
-0.51 |
146 |
1,669 |
+5 |
Dec10 |
100528 |
79.00 |
79.00 |
78.14 |
78.61 |
-0.47 |
7,709 |
76,473 |
+1,867 |
Mar11 |
100528 |
79.78 |
79.82 |
79.45 |
79.81 |
-0.43 |
505 |
10,418 |
+66 |
May11 |
100528 |
80.41 |
80.41 |
80.11 |
80.40 |
-0.33 |
255 |
473 |
+156 |
Jul11 |
100528 |
80.20 |
80.51 |
80.20 |
80.51 |
-0.39 |
290 |
3,699 |
+139 |
Total Volume and Open Interest |
18,389 |
192,768 |
-750 |
Lumber(CME) |
Jul10 |
100528 |
229.1 |
232.3 |
224.1 |
225.5 |
-3.6 |
755 |
4,632 |
-4 |
Sep10 |
100528 |
239.8 |
242.0 |
234.1 |
242.0 |
+6.2 |
429 |
2,403 |
-2 |
Nov10 |
100528 |
228.0 |
231.8 |
226.0 |
231.8 |
unch |
24 |
694 |
+1 |
Jan11 |
100528 |
245.0 |
248.0 |
245.0 |
248.0 |
unch |
1 |
37 |
+0 |
Total Volume and Open Interest |
1,209 |
7,774 |
-5 |
Crude Oil(NYM) |
Jul10 |
100528 |
74.90 |
75.72 |
73.13 |
73.97 |
-0.58 |
401,812 |
381,461 |
-9,957 |
Aug10 |
100528 |
75.97 |
76.79 |
74.31 |
75.16 |
-0.46 |
117,594 |
127,796 |
+5,884 |
Sep10 |
100528 |
76.74 |
77.66 |
75.18 |
76.12 |
-0.38 |
46,855 |
101,748 |
+2,383 |
Oct10 |
100528 |
77.22 |
78.29 |
75.87 |
76.88 |
-0.30 |
17,085 |
44,746 |
+582 |
Nov10 |
100528 |
78.05 |
78.70 |
76.82 |
77.58 |
-0.25 |
10,837 |
37,990 |
+422 |
Dec10 |
100528 |
78.97 |
79.57 |
77.13 |
78.24 |
-0.21 |
51,046 |
200,634 |
+1,402 |
Jan11 |
100528 |
79.10 |
79.10 |
78.00 |
78.69 |
-0.18 |
3,656 |
36,486 |
-23 |
Feb11 |
100528 |
78.02 |
79.10 |
78.02 |
79.10 |
-0.14 |
1,256 |
17,506 |
-102 |
Mar11 |
100528 |
79.60 |
79.76 |
78.80 |
79.48 |
-0.10 |
1,842 |
17,851 |
-301 |
Apr11 |
100528 |
79.23 |
79.89 |
79.23 |
79.83 |
-0.07 |
1,117 |
11,046 |
-116 |
May11 |
100528 |
80.35 |
80.35 |
80.00 |
80.15 |
-0.05 |
1,117 |
7,080 |
-45 |
Jun11 |
100528 |
80.66 |
81.40 |
79.60 |
80.44 |
-0.02 |
5,298 |
40,540 |
+610 |
Jul11 |
100528 |
79.63 |
80.72 |
79.63 |
80.69 |
unch |
419 |
6,395 |
+49 |
Aug11 |
100528 |
80.91 |
80.91 |
80.91 |
80.91 |
+0.03 |
377 |
6,041 |
+25 |
Sep11 |
100528 |
81.11 |
81.11 |
81.11 |
81.11 |
+0.04 |
59 |
7,641 |
+3 |
Oct11 |
100528 |
81.32 |
81.32 |
81.32 |
81.32 |
+0.05 |
16 |
4,351 |
-3 |
Total Volume and Open Interest |
691,648 |
1,361,036 |
-24 |
e-miNY Crude Oil(NYM) |
May10 |
100419 |
82.975 |
82.975 |
80.525 |
81.450 |
-1.800 |
13,915 |
4,660 |
-166 |
Jun10 |
100519 |
69.025 |
70.025 |
67.625 |
69.875 |
+0.475 |
9,007 |
3,745 |
-1,490 |
Jul10 |
100528 |
74.825 |
75.750 |
73.125 |
73.975 |
-0.575 |
15,293 |
4,612 |
+120 |
Aug10 |
100528 |
75.875 |
76.600 |
74.350 |
75.150 |
-0.475 |
781 |
784 |
+180 |
Sep10 |
100528 |
76.600 |
77.400 |
76.125 |
76.125 |
-0.375 |
61 |
216 |
+8 |
Oct10 |
100528 |
77.000 |
77.000 |
76.875 |
76.875 |
-0.300 |
6 |
21 |
+1 |
Nov10 |
100528 |
77.750 |
77.875 |
77.575 |
77.575 |
-0.250 |
7 |
9 |
+4 |
Dec10 |
100528 |
78.350 |
78.350 |
78.250 |
78.250 |
-0.200 |
14 |
90 |
+1 |
Jan11 |
100528 |
78.700 |
78.700 |
78.700 |
78.700 |
-0.175 |
0 |
2 |
+0 |
Feb11 |
100528 |
79.100 |
79.100 |
79.100 |
79.100 |
-0.150 |
|
|
|
Total Volume and Open Interest |
16,162 |
5,789 |
+314 |
Heating Oil(NYM) |
Jun10 |
100528 |
200.15 |
203.03 |
197.10 |
198.02 |
-1.92 |
24,126 |
6,655 |
-8,447 |
Jul10 |
100528 |
201.70 |
204.10 |
198.47 |
200.45 |
-0.52 |
56,215 |
80,013 |
+2,086 |
Aug10 |
100528 |
202.96 |
205.74 |
200.40 |
202.38 |
-0.34 |
12,907 |
42,918 |
+1,985 |
Sep10 |
100528 |
205.54 |
207.95 |
202.84 |
204.88 |
-0.16 |
11,354 |
30,046 |
+1,787 |
Oct10 |
100528 |
207.70 |
209.63 |
205.24 |
207.35 |
unch |
3,618 |
18,968 |
+872 |
Nov10 |
100528 |
210.25 |
212.56 |
209.20 |
209.86 |
-0.01 |
1,984 |
12,409 |
-134 |
Dec10 |
100528 |
212.78 |
215.28 |
210.54 |
212.41 |
+0.05 |
8,922 |
40,215 |
-30 |
Jan11 |
100528 |
217.65 |
217.65 |
214.01 |
215.11 |
+0.11 |
1,615 |
17,395 |
-18 |
Feb11 |
100528 |
219.43 |
219.43 |
216.84 |
216.88 |
+0.04 |
1,360 |
7,827 |
+151 |
Mar11 |
100528 |
218.56 |
219.53 |
216.98 |
217.73 |
+0.02 |
796 |
6,441 |
-65 |
Apr11 |
100528 |
218.55 |
219.46 |
216.82 |
217.61 |
+0.05 |
343 |
3,831 |
-23 |
May11 |
100528 |
217.96 |
217.96 |
217.59 |
217.59 |
+0.08 |
259 |
3,053 |
+5 |
Total Volume and Open Interest |
125,200 |
303,529 |
-1,580 |
Gasoline(NYMEX) |
Jun10 |
100528 |
204.05 |
205.26 |
200.50 |
201.98 |
-1.91 |
23,218 |
6,541 |
-9,413 |
Jul10 |
100528 |
204.45 |
205.12 |
199.50 |
202.66 |
-0.88 |
45,704 |
90,267 |
+3,548 |
Aug10 |
100528 |
204.52 |
205.15 |
199.85 |
202.92 |
-0.71 |
16,994 |
40,304 |
+1,899 |
Sep10 |
100528 |
204.97 |
205.00 |
200.50 |
203.03 |
-0.64 |
10,267 |
35,519 |
+279 |
Oct10 |
100528 |
194.89 |
195.05 |
190.37 |
193.38 |
-0.48 |
3,822 |
19,273 |
-144 |
Nov10 |
100528 |
194.00 |
194.80 |
191.25 |
193.23 |
-0.39 |
2,707 |
18,206 |
+66 |
Dec10 |
100528 |
194.90 |
195.74 |
192.14 |
194.21 |
-0.29 |
4,232 |
13,695 |
+17 |
Jan11 |
100528 |
196.00 |
196.00 |
196.00 |
196.00 |
-0.32 |
940 |
4,010 |
-53 |
Feb11 |
100528 |
198.16 |
198.16 |
198.16 |
198.16 |
-0.31 |
374 |
1,994 |
+42 |
Mar11 |
100528 |
200.35 |
200.35 |
200.35 |
200.35 |
-0.27 |
118 |
1,882 |
+91 |
Total Volume and Open Interest |
108,407 |
246,094 |
-3,670 |
e-miNY RBOB Gasoline(NYM) |
Jul10 |
100528 |
203.50 |
203.50 |
202.70 |
202.70 |
-0.80 |
0 |
2 |
+0 |
Aug10 |
100528 |
202.90 |
202.92 |
202.90 |
202.90 |
-0.70 |
1 |
2 |
-1 |
Sep10 |
100528 |
203.00 |
203.03 |
203.00 |
203.00 |
-0.70 |
|
|
|
Oct10 |
100528 |
193.40 |
193.40 |
193.38 |
193.40 |
-0.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2 |
11 |
-5 |
Natural Gas(NYM) |
Jul10 |
100528 |
4.337 |
4.399 |
4.260 |
4.341 |
+0.047 |
92,962 |
228,221 |
+3,529 |
Aug10 |
100528 |
4.402 |
4.470 |
4.335 |
4.409 |
+0.041 |
20,807 |
70,126 |
-1,174 |
Sep10 |
100528 |
4.460 |
4.520 |
4.400 |
4.464 |
+0.042 |
13,589 |
77,833 |
+1,579 |
Oct10 |
100528 |
4.582 |
4.622 |
4.493 |
4.572 |
+0.045 |
20,408 |
81,140 |
+1,568 |
Nov10 |
100528 |
4.925 |
4.953 |
4.837 |
4.915 |
+0.039 |
5,396 |
23,234 |
+547 |
Dec10 |
100528 |
5.256 |
5.291 |
5.184 |
5.257 |
+0.030 |
4,973 |
34,464 |
-462 |
Jan11 |
100528 |
5.459 |
5.504 |
5.400 |
5.467 |
+0.026 |
12,286 |
53,663 |
-537 |
Feb11 |
100528 |
5.433 |
5.462 |
5.373 |
5.438 |
+0.026 |
1,481 |
17,466 |
-506 |
Mar11 |
100528 |
5.330 |
5.370 |
5.268 |
5.336 |
+0.026 |
2,991 |
45,428 |
-215 |
Apr11 |
100528 |
5.130 |
5.175 |
5.085 |
5.151 |
+0.030 |
2,810 |
38,161 |
-128 |
May11 |
100528 |
5.170 |
5.187 |
5.154 |
5.172 |
+0.027 |
532 |
22,907 |
+59 |
Jun11 |
100528 |
5.191 |
5.244 |
5.183 |
5.226 |
+0.029 |
321 |
7,708 |
+162 |
Jul11 |
100528 |
5.294 |
5.304 |
5.278 |
5.287 |
+0.026 |
205 |
5,135 |
+21 |
Aug11 |
100528 |
5.342 |
5.342 |
5.337 |
5.337 |
+0.024 |
37 |
5,271 |
+10 |
Sep11 |
100528 |
5.386 |
5.387 |
5.356 |
5.367 |
+0.023 |
50 |
5,236 |
+2 |
Oct11 |
100528 |
5.471 |
5.481 |
5.437 |
5.461 |
+0.022 |
395 |
18,391 |
+75 |
Total Volume and Open Interest |
183,173 |
839,576 |
+3,665 |
Brent Crude Oil(ICE) |
Jul10 |
100531 |
74.02 |
74.72 |
74.02 |
74.65 |
+0.63 |
136,524 |
207,329 |
+0 |
Aug10 |
100531 |
74.80 |
75.50 |
74.80 |
75.40 |
+0.60 |
60,198 |
128,292 |
+0 |
Sep10 |
100531 |
75.52 |
76.14 |
75.52 |
76.07 |
+0.56 |
31,490 |
74,515 |
+0 |
Oct10 |
100531 |
76.81 |
76.82 |
76.54 |
76.73 |
+0.51 |
13,761 |
38,948 |
+0 |
Nov10 |
100531 |
77.49 |
77.50 |
77.22 |
77.41 |
+0.51 |
7,441 |
21,534 |
+0 |
Dec10 |
100531 |
77.87 |
78.24 |
77.79 |
78.08 |
+0.52 |
20,117 |
100,251 |
+0 |
Jan11 |
100531 |
78.70 |
78.70 |
78.69 |
78.69 |
+0.51 |
3,079 |
22,673 |
+0 |
Feb11 |
100531 |
79.24 |
79.24 |
79.23 |
79.23 |
+0.52 |
1,207 |
11,953 |
+0 |
Mar11 |
100531 |
79.73 |
79.73 |
79.72 |
79.72 |
+0.53 |
1,007 |
8,461 |
+0 |
Apr11 |
100531 |
80.16 |
80.16 |
80.16 |
80.16 |
+0.53 |
904 |
5,605 |
+0 |
May11 |
100531 |
80.55 |
80.55 |
80.55 |
80.55 |
+0.53 |
661 |
14,029 |
+0 |
Jun11 |
100531 |
81.11 |
81.11 |
80.78 |
80.88 |
+0.52 |
1,619 |
19,525 |
+0 |
Jul11 |
100531 |
81.19 |
81.19 |
81.19 |
81.19 |
+0.52 |
210 |
3,495 |
+0 |
Aug11 |
100531 |
81.45 |
81.45 |
81.45 |
81.45 |
+0.51 |
76 |
3,329 |
+0 |
Total Volume and Open Interest |
281,888 |
763,122 |
+0 |
Gas Oil(ICE) |
Jun10 |
100531 |
636.00 |
640.75 |
636.00 |
637.75 |
+1.75 |
35,493 |
76,082 |
+0 |
Jul10 |
100531 |
638.75 |
643.75 |
637.50 |
640.50 |
+1.50 |
51,911 |
83,602 |
+0 |
Aug10 |
100531 |
643.00 |
647.50 |
642.75 |
644.50 |
+1.50 |
15,538 |
44,108 |
+0 |
Sep10 |
100531 |
650.00 |
652.75 |
648.50 |
649.50 |
+1.50 |
5,185 |
43,857 |
+0 |
Oct10 |
100531 |
656.75 |
657.50 |
653.50 |
654.50 |
+1.50 |
4,221 |
35,337 |
+0 |
Nov10 |
100531 |
658.00 |
659.00 |
658.00 |
659.00 |
+1.50 |
3,085 |
24,126 |
+0 |
Dec10 |
100531 |
664.00 |
666.75 |
662.00 |
663.50 |
+1.50 |
12,821 |
92,243 |
+0 |
Jan11 |
100531 |
669.25 |
669.50 |
668.50 |
668.50 |
+1.50 |
2,755 |
27,826 |
+0 |
Feb11 |
100531 |
676.25 |
676.25 |
673.00 |
673.00 |
+1.50 |
591 |
13,954 |
+0 |
Mar11 |
100531 |
678.00 |
680.25 |
677.00 |
677.00 |
+1.50 |
749 |
10,593 |
+0 |
Total Volume and Open Interest |
139,381 |
551,604 |
+0 |
Ethanol(CBOT) |
May10 |
100505 |
1.590 |
1.593 |
1.590 |
1.593 |
-0.006 |
18 |
50 |
-22 |
Jun10 |
100528 |
1.615 |
1.615 |
1.600 |
1.600 |
-0.016 |
154 |
269 |
-98 |
Jul10 |
100528 |
1.606 |
1.610 |
1.590 |
1.594 |
-0.018 |
110 |
1,337 |
-20 |
Aug10 |
100528 |
1.615 |
1.615 |
1.600 |
1.604 |
-0.020 |
25 |
1,070 |
+5 |
Sep10 |
100528 |
1.610 |
1.610 |
1.599 |
1.600 |
-0.020 |
32 |
942 |
+20 |
Oct10 |
100528 |
1.611 |
1.611 |
1.599 |
1.601 |
-0.023 |
31 |
957 |
+18 |
Nov10 |
100528 |
1.621 |
1.624 |
1.591 |
1.597 |
-0.028 |
23 |
841 |
+2 |
Dec10 |
100528 |
1.625 |
1.625 |
1.600 |
1.608 |
-0.026 |
20 |
1,559 |
-5 |
Total Volume and Open Interest |
560 |
10,443 |
+51 |
WTI Crude Oil(ICE |
Jul10 |
100531 |
74.45 |
74.66 |
73.86 |
74.49 |
+0.52 |
76,255 |
114,250 |
+0 |
Aug10 |
100531 |
75.43 |
75.76 |
75.30 |
75.65 |
+0.49 |
24,284 |
59,951 |
+0 |
Sep10 |
100531 |
76.38 |
76.76 |
76.34 |
76.57 |
+0.45 |
8,584 |
35,004 |
+0 |
Oct10 |
100531 |
77.31 |
77.31 |
77.31 |
77.31 |
+0.43 |
3,492 |
25,866 |
+0 |
Nov10 |
100531 |
78.00 |
78.00 |
78.00 |
78.00 |
+0.42 |
3,202 |
20,548 |
+0 |
Dec10 |
100531 |
78.65 |
78.65 |
78.65 |
78.65 |
+0.41 |
12,547 |
91,071 |
+0 |
Jan11 |
100531 |
79.10 |
79.10 |
79.10 |
79.10 |
+0.41 |
1,651 |
18,225 |
+0 |
Feb11 |
100531 |
79.50 |
79.50 |
79.50 |
79.50 |
+0.40 |
1,814 |
9,796 |
+0 |
Mar11 |
100531 |
79.88 |
79.88 |
79.88 |
79.88 |
+0.40 |
1,319 |
9,206 |
+0 |
Apr11 |
100531 |
80.23 |
80.23 |
80.23 |
80.23 |
+0.40 |
2,015 |
4,857 |
+0 |
May11 |
100531 |
80.54 |
80.54 |
80.54 |
80.54 |
+0.39 |
2,584 |
4,390 |
+0 |
Jun11 |
100531 |
80.82 |
80.82 |
80.82 |
80.82 |
+0.38 |
1,707 |
20,368 |
+0 |
Jul11 |
100531 |
81.06 |
81.06 |
81.06 |
81.06 |
+0.37 |
56 |
2,638 |
+0 |
Aug11 |
100531 |
81.27 |
81.27 |
81.27 |
81.27 |
+0.36 |
40 |
1,683 |
+0 |
Sep11 |
100531 |
81.46 |
81.46 |
81.46 |
81.46 |
+0.35 |
6 |
2,480 |
+0 |
Oct11 |
100531 |
81.66 |
81.66 |
81.66 |
81.66 |
+0.34 |
0 |
1,921 |
+0 |
Total Volume and Open Interest |
142,786 |
530,556 |
+0 |
US Dollar Index(ICE) |
Jun10 |
100528 |
86.340 |
86.895 |
85.935 |
86.582 |
+0.300 |
30,115 |
35,787 |
-339 |
Sep10 |
100528 |
86.670 |
87.220 |
86.290 |
86.923 |
+0.300 |
254 |
2,652 |
+126 |
Dec10 |
100528 |
87.323 |
87.323 |
87.323 |
87.323 |
+0.300 |
1 |
18 |
+0 |
Total Volume and Open Interest |
30,370 |
38,457 |
-213 |
Australian Dollar(CME) |
Jun10 |
100528 |
84.90 |
85.37 |
84.14 |
84.45 |
-0.22 |
146,026 |
104,719 |
-90 |
Sep10 |
100528 |
84.04 |
84.48 |
83.27 |
83.57 |
-0.23 |
2,671 |
5,681 |
+1,122 |
Dec10 |
100528 |
82.73 |
82.96 |
82.73 |
82.73 |
-0.23 |
0 |
365 |
+0 |
Total Volume and Open Interest |
148,702 |
110,774 |
+1,032 |
British Pound(CME) |
Jun10 |
100528 |
145.62 |
146.13 |
144.35 |
144.88 |
-0.99 |
138,585 |
133,457 |
-2,066 |
Sep10 |
100528 |
145.70 |
146.19 |
144.40 |
144.92 |
-0.98 |
1,600 |
10,696 |
-262 |
Dec10 |
100528 |
144.97 |
145.96 |
144.97 |
144.97 |
-0.99 |
0 |
32 |
+0 |
Total Volume and Open Interest |
140,185 |
144,185 |
-2,328 |
Canadian Dollar(CME) |
Jun10 |
100528 |
95.29 |
95.75 |
94.83 |
95.13 |
-0.07 |
100,576 |
105,900 |
-4,093 |
Sep10 |
100528 |
95.28 |
95.66 |
94.77 |
95.09 |
-0.08 |
2,952 |
9,360 |
+556 |
Dec10 |
100528 |
95.59 |
95.59 |
94.77 |
95.01 |
-0.13 |
74 |
1,953 |
-24 |
Mar11 |
100528 |
95.02 |
95.02 |
94.89 |
94.89 |
-0.13 |
27 |
309 |
+7 |
Total Volume and Open Interest |
103,629 |
117,606 |
-3,554 |
Japanese Yen(CME) |
Jun10 |
100528 |
109.99 |
110.40 |
109.41 |
110.17 |
+0.06 |
140,891 |
127,159 |
-5,307 |
Sep10 |
100528 |
110.20 |
110.50 |
109.60 |
110.33 |
+0.05 |
1,470 |
5,782 |
+424 |
Dec10 |
100528 |
110.57 |
110.57 |
110.52 |
110.57 |
+0.05 |
0 |
127 |
+0 |
Total Volume and Open Interest |
142,361 |
133,071 |
-4,883 |
Swiss Franc(CME) |
Jun10 |
100528 |
86.90 |
87.15 |
86.17 |
86.48 |
-0.50 |
58,182 |
45,080 |
-1,938 |
Sep10 |
100528 |
87.13 |
87.38 |
86.44 |
86.72 |
-0.51 |
1,557 |
2,893 |
+945 |
Dec10 |
100528 |
86.98 |
87.52 |
86.98 |
86.98 |
-0.54 |
2 |
13 |
+0 |
Total Volume and Open Interest |
59,741 |
47,986 |
-993 |
EuroFX(CME) |
Jun10 |
100528 |
123.60 |
124.56 |
122.67 |
123.24 |
-0.55 |
479,857 |
266,649 |
-1,502 |
Sep10 |
100528 |
123.73 |
124.67 |
122.80 |
123.36 |
-0.55 |
9,475 |
15,451 |
+1,026 |
Dec10 |
100528 |
123.50 |
124.03 |
123.48 |
123.48 |
-0.55 |
6 |
430 |
+3 |
Total Volume and Open Interest |
489,338 |
282,579 |
-473 |
Mexican Peso(CME) |
Jun10 |
100528 |
777.5 |
782.0 |
770.2 |
774.2 |
-4.8 |
32,054 |
79,966 |
-3,425 |
Jul10 |
100528 |
772.5 |
777.2 |
772.5 |
772.5 |
-4.8 |
|
|
|
Total Volume and Open Interest |
32,171 |
80,968 |
-3,506 |
30-Year T-Bonds(CBOT) |
Jun10 |
100528 |
122~240 |
123~150 |
122~230 |
123~070 |
+0~090 |
543,239 |
128,922 |
-152,817 |
Sep10 |
100528 |
122~090 |
122~300 |
122~060 |
122~210 |
+0~070 |
321,306 |
618,840 |
+127,306 |
Dec10 |
100528 |
121~100 |
121~100 |
121~030 |
121~100 |
+0~070 |
5 |
88 |
+3 |
Total Volume and Open Interest |
864,550 |
747,850 |
-25,508 |
10-Year T-Notes(CBOT) |
Jun10 |
100528 |
120~065 |
120~230 |
120~055 |
120~215 |
+0~115 |
1,987,347 |
382,848 |
-391,590 |
Sep10 |
100528 |
119~120 |
119~305 |
119~115 |
119~280 |
+0~120 |
1,083,165 |
1,579,749 |
+381,409 |
Dec10 |
100528 |
117~135 |
118~205 |
117~135 |
118~205 |
+0~120 |
3 |
89 |
-1 |
Total Volume and Open Interest |
3,070,515 |
1,962,706 |
-10,182 |
5-Year T-Notes(CBOT) |
Jun10 |
100528 |
116~125 |
117~064 |
116~125 |
117~056 |
+0~049 |
844,097 |
238,536 |
-240,787 |
Sep10 |
100528 |
116~026 |
116~095 |
116~023 |
116~086 |
+0~055 |
469,366 |
752,935 |
+192,880 |
Dec10 |
100528 |
115~077 |
115~077 |
115~022 |
115~077 |
+0~055 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,313,463 |
991,473 |
-47,907 |
2 Year T-Notes(CBOT) |
Jun10 |
100528 |
109~024 |
109~048 |
109~023 |
109~045 |
+0~024 |
524,946 |
180,111 |
-190,204 |
Sep10 |
100528 |
108~113 |
109~012 |
108~112 |
109~009 |
+0~027 |
377,447 |
782,241 |
+166,792 |
Dec10 |
100528 |
108~101 |
108~101 |
108~071 |
108~101 |
+0~030 |
0 |
1 |
+0 |
Total Volume and Open Interest |
902,393 |
962,353 |
-23,412 |
Eurodollars(CME) |
Jun10 |
100528 |
99.400 |
99.440 |
99.380 |
99.400 |
-0.002 |
274,486 |
1,099,603 |
-6,705 |
Sep10 |
100528 |
99.180 |
99.250 |
99.145 |
99.155 |
-0.015 |
438,955 |
1,036,550 |
-36,279 |
Dec10 |
100528 |
98.995 |
99.065 |
98.980 |
99.005 |
+0.030 |
312,687 |
1,049,228 |
-10,880 |
Mar11 |
100528 |
98.835 |
98.895 |
98.825 |
98.875 |
+0.065 |
291,525 |
745,242 |
-5,229 |
Jun11 |
100528 |
98.635 |
98.730 |
98.625 |
98.705 |
+0.090 |
295,967 |
811,532 |
-16,184 |
Sep11 |
100528 |
98.405 |
98.530 |
98.400 |
98.495 |
+0.090 |
237,449 |
735,871 |
-8,654 |
Dec11 |
100528 |
98.150 |
98.280 |
98.140 |
98.245 |
+0.090 |
203,169 |
535,074 |
+1,375 |
Mar12 |
100528 |
97.920 |
98.045 |
97.910 |
98.010 |
+0.080 |
159,608 |
390,155 |
+1,289 |
Jun12 |
100528 |
97.675 |
97.795 |
97.675 |
97.760 |
+0.070 |
101,046 |
237,929 |
+1,869 |
Sep12 |
100528 |
97.430 |
97.545 |
97.430 |
97.510 |
+0.060 |
76,941 |
182,400 |
+787 |
Dec12 |
100528 |
97.195 |
97.290 |
97.190 |
97.260 |
+0.055 |
62,635 |
142,613 |
+453 |
Mar13 |
100528 |
96.995 |
97.080 |
96.995 |
97.055 |
+0.055 |
61,445 |
134,008 |
+1,503 |
Jun13 |
100528 |
96.760 |
96.865 |
96.760 |
96.845 |
+0.055 |
27,937 |
80,516 |
-1,673 |
Sep13 |
100528 |
96.580 |
96.670 |
96.580 |
96.650 |
+0.055 |
21,884 |
72,722 |
+4 |
Dec13 |
100528 |
96.375 |
96.470 |
96.375 |
96.450 |
+0.055 |
22,388 |
38,649 |
-594 |
Mar14 |
100528 |
96.205 |
96.315 |
96.205 |
96.290 |
+0.050 |
21,081 |
39,272 |
+1,545 |
Jun14 |
100528 |
96.065 |
96.150 |
96.065 |
96.130 |
+0.050 |
14,689 |
31,563 |
+1,095 |
Sep14 |
100528 |
95.950 |
96.010 |
95.920 |
95.985 |
+0.050 |
8,575 |
22,525 |
-309 |
Total Volume and Open Interest |
2,661,949 |
7,540,426 |
-74,026 |
30 Day Federal Funds(CBOT) |
May10 |
100528 |
99.795 |
99.798 |
99.795 |
99.795 |
unch |
2,188 |
59,914 |
-973 |
Jun10 |
100528 |
99.780 |
99.785 |
99.775 |
99.780 |
-0.005 |
5,119 |
67,668 |
-1,218 |
Jul10 |
100528 |
99.770 |
99.770 |
99.765 |
99.770 |
unch |
6,004 |
48,474 |
-2,223 |
Aug10 |
100528 |
99.760 |
99.765 |
99.755 |
99.760 |
unch |
7,150 |
75,906 |
-2,861 |
Sep10 |
100528 |
99.745 |
99.755 |
99.745 |
99.750 |
unch |
5,300 |
48,272 |
-608 |
Oct10 |
100528 |
99.735 |
99.740 |
99.730 |
99.735 |
unch |
5,905 |
70,582 |
-157 |
Total Volume and Open Interest |
53,107 |
661,770 |
-6,735 |
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 |
100528 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
426 |
2,498 |
+20 |
Sep10 |
100528 |
99.618 |
99.618 |
99.618 |
99.618 |
unch |
0 |
1,031 |
+0 |
Dec10 |
100528 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
342 |
+0 |
Mar11 |
100528 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
167 |
+0 |
Jun11 |
100528 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Sep11 |
100528 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Dec11 |
100528 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Mar12 |
100528 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
Jun12 |
100528 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep12 |
100528 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Total Volume and Open Interest |
426 |
4,038 |
+20 |
3-Mth Euro-Yen(SGX) |
Jun10 |
100531 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
5,236 |
-1 |
Sep10 |
100531 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
262 |
3,156 |
+0 |
Dec10 |
100531 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,461 |
+0 |
Mar11 |
100531 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,792 |
+100 |
Jun11 |
100531 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
102 |
+0 |
Sep11 |
100531 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
53 |
+0 |
Dec11 |
100531 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
102 |
+0 |
Mar12 |
100531 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
305 |
+0 |
Total Volume and Open Interest |
262 |
13,273 |
+99 |
Japanese Gov't Bonds(SGX) |
Jun10 |
100531 |
140.52 |
140.66 |
140.35 |
140.42 |
-0.04 |
2,519 |
21,403 |
-218 |
Sep10 |
100531 |
140.11 |
140.16 |
139.97 |
140.03 |
-0.08 |
53 |
263 |
+20 |
Dec10 |
100531 |
137.94 |
137.94 |
137.94 |
137.94 |
-0.08 |
|
|
|
Total Volume and Open Interest |
2,572 |
21,666 |
-198 |
Euro-Bund(EUREX) |
Jun10 |
100531 |
128.61 |
128.85 |
128.52 |
128.80 |
+0.30 |
771,500 |
1,012,610 |
-55,105 |
Sep10 |
100531 |
128.03 |
128.30 |
127.98 |
128.26 |
+0.30 |
23,659 |
61,666 |
+13,054 |
Dec10 |
100531 |
126.40 |
126.40 |
126.40 |
126.40 |
+0.32 |
167 |
5 |
+0 |
Total Volume and Open Interest |
795,326 |
1,074,281 |
-42,051 |
Euro-Bobl(EUREX) |
Jun10 |
100531 |
120.50 |
120.67 |
120.47 |
120.57 |
+0.08 |
456,100 |
790,985 |
-11,561 |
Sep10 |
100531 |
120.05 |
120.18 |
120.03 |
120.09 |
+0.09 |
35,582 |
63,130 |
+9,916 |
Dec10 |
100531 |
119.97 |
119.97 |
119.97 |
119.97 |
+0.08 |
500 |
0 |
+0 |
Total Volume and Open Interest |
492,182 |
854,115 |
-1,645 |
3-Mth Euribor(EUREX) |
Jun10 |
100531 |
99.265 |
99.270 |
99.265 |
99.265 |
unch |
30 |
6,897 |
+0 |
Sep10 |
100531 |
99.085 |
99.085 |
99.085 |
99.085 |
-0.010 |
20 |
3,391 |
+16 |
Dec10 |
100531 |
98.990 |
98.990 |
98.980 |
98.980 |
-0.005 |
25 |
2,122 |
+22 |
Total Volume and Open Interest |
76 |
18,269 |
+39 |
Long Gilt(LIFFE) |
Jun10 |
100528 |
119~16 |
120~03 |
119~15 |
119~25 |
+0~10 |
97,529 |
48,654 |
-20,005 |
Sep10 |
100528 |
118~04 |
118~23 |
118~02 |
118~13 |
+0~09 |
114,752 |
263,801 |
+12,957 |
Total Volume and Open Interest |
212,281 |
312,455 |
-7,048 |
3-Mth Short Sterling(LIFFE) |
Jun10 |
100528 |
99.25 |
99.27 |
99.22 |
99.26 |
unch |
31,403 |
357,393 |
+5,976 |
Sep10 |
100528 |
99.08 |
99.12 |
99.06 |
99.11 |
+0.03 |
74,909 |
391,735 |
-9,824 |
Dec10 |
100528 |
98.92 |
98.97 |
98.92 |
98.96 |
+0.03 |
74,685 |
343,871 |
+1,780 |
Mar11 |
100528 |
98.82 |
98.85 |
98.80 |
98.84 |
+0.03 |
68,200 |
243,629 |
+3,674 |
Jun11 |
100528 |
98.64 |
98.69 |
98.61 |
98.67 |
+0.03 |
67,098 |
307,457 |
+6,763 |
Sep11 |
100528 |
98.45 |
98.48 |
98.40 |
98.46 |
+0.02 |
56,584 |
248,148 |
-3,063 |
Total Volume and Open Interest |
499,404 |
2,425,596 |
-5,178 |
3-Mth Euribor(LIFFE) |
Jun10 |
100531 |
99.265 |
99.290 |
99.260 |
99.265 |
unch |
69,308 |
850,882 |
-3,342 |
Sep10 |
100531 |
99.065 |
99.100 |
99.055 |
99.085 |
-0.010 |
141,338 |
620,429 |
-7,066 |
Dec10 |
100531 |
98.980 |
98.995 |
98.945 |
98.980 |
-0.005 |
167,836 |
517,754 |
+7,384 |
Total Volume and Open Interest |
1,043,773 |
3,940,344 |
-31,807 |
3-Mth Aus T-Bills(SFE) |
Jun10 |
100531 |
95.23 |
95.25 |
95.21 |
95.23 |
unch |
18,926 |
247,061 |
-4,976 |
Sep10 |
100531 |
95.26 |
95.30 |
95.23 |
95.27 |
+0.01 |
21,497 |
263,043 |
+3,219 |
Dec10 |
100531 |
95.12 |
95.17 |
95.09 |
95.16 |
+0.04 |
9,174 |
131,109 |
-1,743 |
Mar11 |
100531 |
95.00 |
95.06 |
94.96 |
95.02 |
+0.03 |
3,842 |
61,075 |
-527 |
Jun11 |
100531 |
94.83 |
94.93 |
94.82 |
94.88 |
+0.04 |
2,549 |
44,433 |
-686 |
Sep11 |
100531 |
94.75 |
94.77 |
94.74 |
94.76 |
+0.04 |
157 |
30,703 |
-716 |
Dec11 |
100531 |
94.67 |
94.68 |
94.65 |
94.66 |
+0.03 |
467 |
24,611 |
-737 |
Mar12 |
100531 |
94.56 |
94.63 |
94.55 |
94.61 |
+0.05 |
433 |
17,521 |
-79 |
Jun12 |
100531 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.04 |
200 |
4,648 |
-206 |
Sep12 |
100531 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.04 |
0 |
3,026 |
+0 |
Total Volume and Open Interest |
57,245 |
829,048 |
-6,451 |
10-Year Aus T-Bonds(SFE) |
Jun10 |
100531 |
94.58 |
94.68 |
94.58 |
94.63 |
+0.04 |
21,934 |
412,585 |
-18,589 |
Sep10 |
100531 |
94.59 |
94.59 |
94.59 |
94.59 |
+0.03 |
0 |
138 |
+0 |
Total Volume and Open Interest |
21,934 |
412,723 |
-18,589 |
3-Year Aus T-Bonds(SFE) |
Jun10 |
100531 |
95.16 |
95.26 |
95.13 |
95.21 |
+0.05 |
86,873 |
893,525 |
-30,864 |
Sep10 |
100531 |
95.04 |
95.11 |
95.04 |
95.10 |
+0.05 |
35 |
1,535 |
+35 |
Total Volume and Open Interest |
86,908 |
895,060 |
-30,829 |
Gold(CMX) |
Jun10 |
100528 |
1210.4 |
1214.8 |
1201.1 |
1212.2 |
+0.3 |
109,434 |
11,356 |
-49,751 |
Aug10 |
100528 |
1213.4 |
1217.3 |
1203.8 |
1215.0 |
+0.6 |
138,265 |
343,246 |
+39,642 |
Oct10 |
100528 |
1214.9 |
1218.6 |
1206.0 |
1217.0 |
+0.5 |
3,779 |
20,903 |
-1,016 |
Dec10 |
100528 |
1217.4 |
1221.3 |
1207.9 |
1219.0 |
+0.3 |
5,422 |
66,797 |
+722 |
Feb11 |
100528 |
1219.5 |
1223.0 |
1211.0 |
1221.3 |
+0.2 |
445 |
19,007 |
+205 |
Apr11 |
100528 |
1225.9 |
1225.9 |
1223.6 |
1223.6 |
+0.1 |
291 |
15,005 |
+115 |
Jun11 |
100528 |
1222.6 |
1227.9 |
1218.5 |
1226.3 |
unch |
334 |
13,296 |
+41 |
Aug11 |
100528 |
1229.3 |
1229.3 |
1229.3 |
1229.3 |
-0.1 |
254 |
3,953 |
+104 |
Oct11 |
100528 |
1232.3 |
1232.3 |
1232.3 |
1232.3 |
-0.3 |
65 |
6,928 |
+19 |
Dec11 |
100528 |
1228.8 |
1235.6 |
1228.8 |
1235.6 |
-0.5 |
641 |
15,577 |
+128 |
Feb12 |
100528 |
1239.8 |
1239.8 |
1239.8 |
1239.8 |
-0.8 |
0 |
3,960 |
+0 |
Apr12 |
100528 |
1244.1 |
1244.1 |
1244.1 |
1244.1 |
-1.0 |
|
|
|
Total Volume and Open Interest |
260,905 |
555,653 |
|
Silver(CMX) |
Jul10 |
100528 |
1852.0 |
1864.5 |
1824.0 |
1842.2 |
-4.6 |
27,464 |
70,554 |
-1,167 |
Sep10 |
100528 |
1860.0 |
1866.0 |
1828.0 |
1846.1 |
-4.5 |
2,293 |
14,515 |
+521 |
Dec10 |
100528 |
1871.5 |
1871.5 |
1835.0 |
1851.1 |
-4.6 |
1,488 |
17,194 |
-13 |
Mar11 |
100528 |
1850.0 |
1855.1 |
1847.0 |
1855.1 |
-4.9 |
207 |
6,946 |
+205 |
May11 |
100528 |
1853.0 |
1857.6 |
1853.0 |
1857.6 |
-5.1 |
3 |
2,700 |
+0 |
Jul11 |
100528 |
1860.0 |
1860.0 |
1860.0 |
1860.0 |
-5.3 |
1 |
1,679 |
-1 |
Sep11 |
100528 |
1862.4 |
1862.4 |
1862.4 |
1862.4 |
-5.6 |
0 |
255 |
+0 |
Total Volume and Open Interest |
32,391 |
120,480 |
-902 |
Platinum(NYMEX) |
Jul10 |
100528 |
1562.9 |
1572.5 |
1541.0 |
1549.4 |
-3.5 |
5,504 |
27,782 |
+813 |
Oct10 |
100528 |
1567.3 |
1578.0 |
1551.0 |
1555.5 |
-3.1 |
467 |
2,370 |
+70 |
Jan11 |
100528 |
1564.8 |
1564.8 |
1556.4 |
1556.4 |
-3.2 |
18 |
331 |
+9 |
Apr11 |
100528 |
1556.4 |
1556.4 |
1556.4 |
1556.4 |
-3.2 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,002 |
30,486 |
+889 |
Palladium(NYMEX) |
Jun10 |
100528 |
464.55 |
470.45 |
452.20 |
461.85 |
-0.40 |
3,238 |
1,117 |
-1,752 |
Sep10 |
100528 |
466.45 |
473.75 |
454.00 |
463.45 |
-1.60 |
4,989 |
20,280 |
+2,423 |
Dec10 |
100528 |
461.75 |
464.30 |
461.75 |
464.30 |
-1.55 |
6 |
266 |
+6 |
Total Volume and Open Interest |
8,243 |
21,739 |
+686 |
Copper(CMX) |
Jul10 |
100528 |
316.75 |
318.70 |
308.90 |
310.45 |
-5.40 |
26,106 |
70,110 |
-1,451 |
Sep10 |
100528 |
319.00 |
320.05 |
311.90 |
312.40 |
-5.40 |
3,032 |
28,955 |
+1,000 |
Dec10 |
100528 |
318.25 |
322.15 |
314.30 |
314.30 |
-5.40 |
1,072 |
11,585 |
-262 |
Mar11 |
100528 |
315.60 |
315.60 |
315.40 |
315.40 |
-5.35 |
676 |
5,931 |
+124 |
May11 |
100528 |
315.90 |
315.90 |
315.90 |
315.90 |
-5.15 |
220 |
1,113 |
+216 |
Total Volume and Open Interest |
33,021 |
125,818 |
-1,022 |
DJIA Index(CBOT) |
Jun10 |
100528 |
10242 |
10272 |
10090 |
10126 |
-109 |
787 |
12,622 |
+239 |
Sep10 |
100528 |
10150 |
10150 |
10069 |
10069 |
-109 |
5 |
228 |
+2 |
Dec10 |
100528 |
10011 |
10120 |
10011 |
10011 |
-109 |
0 |
2 |
+0 |
Mar11 |
100528 |
9958 |
10067 |
9958 |
9958 |
-109 |
|
|
|
Total Volume and Open Interest |
792 |
12,852 |
+241 |
S & P 500(CME) |
Jun10 |
100528 |
1100.40 |
1106.70 |
1083.30 |
1088.50 |
-12.60 |
34,665 |
296,548 |
-1,907 |
Sep10 |
100528 |
1093.00 |
1095.00 |
1079.80 |
1084.20 |
-12.60 |
2,364 |
31,961 |
+2,147 |
Dec10 |
100528 |
1080.10 |
1093.20 |
1075.70 |
1080.10 |
-12.60 |
181 |
4,407 |
+81 |
Mar11 |
100528 |
1076.70 |
1089.80 |
1072.30 |
1076.70 |
-12.60 |
150 |
476 |
-1 |
Total Volume and Open Interest |
37,360 |
333,437 |
+320 |
S & P 500 E-Mini(Globex) |
Jun10 |
100528 |
1100.25 |
1106.75 |
1083.25 |
1088.50 |
-12.50 |
2,613,372 |
2,645,964 |
-46,159 |
Sep10 |
100528 |
1095.50 |
1102.75 |
1079.25 |
1084.25 |
-12.50 |
37,691 |
96,776 |
+16,201 |
Total Volume and Open Interest |
2,651,115 |
2,745,834 |
-29,939 |
NASDAQ 100(CME) |
Jun10 |
100528 |
1860.80 |
1874.50 |
1833.00 |
1852.00 |
-11.80 |
1,858 |
21,442 |
-1,053 |
Sep10 |
100528 |
1850.50 |
1863.00 |
1840.00 |
1850.50 |
-12.00 |
4 |
967 |
+0 |
Dec10 |
100528 |
1847.80 |
1847.80 |
1847.80 |
1847.80 |
-12.00 |
|
|
|
Total Volume and Open Interest |
1,862 |
22,409 |
-1,053 |
NASDAQ 100 E-Mini(Globex) |
Jun10 |
100528 |
1862.30 |
1874.30 |
1835.50 |
1852.00 |
-11.80 |
326,868 |
341,266 |
-16,184 |
Sep10 |
100528 |
1862.80 |
1872.50 |
1834.30 |
1850.50 |
-12.00 |
692 |
2,074 |
+61 |
Total Volume and Open Interest |
327,563 |
343,395 |
-16,120 |
S & P Midcap 400(CME) |
Jun10 |
100528 |
767.50 |
770.30 |
759.00 |
762.20 |
-6.20 |
7 |
3,646 |
-2 |
Sep10 |
100528 |
760.70 |
761.50 |
760.70 |
760.70 |
-6.20 |
|
|
|
Dec10 |
100528 |
758.70 |
759.50 |
758.70 |
758.70 |
-6.20 |
|
|
|
Total Volume and Open Interest |
7 |
3,646 |
-2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun10 |
100528 |
9800 |
9870 |
9630 |
9650 |
-140 |
14,656 |
46,536 |
+230 |
Sep10 |
100528 |
9890 |
9915 |
9710 |
9710 |
-135 |
34 |
33 |
+8 |
Total Volume and Open Interest |
14,690 |
46,569 |
+238 |
Nikkei 225(SGX) |
Jun10 |
100531 |
9775 |
9865 |
9625 |
9750 |
-25 |
137,383 |
190,416 |
+654 |
Sep10 |
100531 |
9775 |
9845 |
9705 |
9745 |
-25 |
1,084 |
8,584 |
+344 |
Dec10 |
100531 |
9700 |
9700 |
9700 |
9700 |
-25 |
0 |
1,497 |
+0 |
Total Volume and Open Interest |
138,867 |
202,794 |
+1,016 |
CAC 40(EURONEXT) |
Jun10 |
100531 |
3514.5 |
3517.0 |
3484.0 |
3496.5 |
-2.0 |
137,924 |
494,621 |
+5,881 |
Jul10 |
100531 |
3502.0 |
3509.0 |
3485.0 |
3492.5 |
-2.0 |
217 |
686 |
+153 |
Aug10 |
100531 |
3493.5 |
3493.5 |
3493.5 |
3493.5 |
-2.0 |
53 |
83 |
+53 |
Total Volume and Open Interest |
138,197 |
497,061 |
+6,079 |
Hang Seng Index(HKFE) |
May10 |
100528 |
19736 |
19827 |
19705 |
19786 |
+374 |
90,103 |
25,518 |
-7,052 |
Jun10 |
100531 |
19701 |
19792 |
19580 |
19713 |
-3 |
83,976 |
73,396 |
+162 |
Jul10 |
100531 |
19610 |
19724 |
19540 |
19651 |
|
|
|
|
DAX(EUREX) |
Jun10 |
100531 |
5967.5 |
5996.0 |
5931.5 |
5962.5 |
+20.0 |
143,921 |
181,491 |
-2,653 |
Sep10 |
100531 |
5972.5 |
6000.0 |
5938.5 |
5967.5 |
+20.0 |
1,385 |
11,211 |
-353 |
Dec10 |
100531 |
5980.0 |
6007.5 |
5946.5 |
5974.5 |
+20.0 |
1,002 |
2,518 |
+30 |
Total Volume and Open Interest |
146,308 |
195,220 |
-2,976 |
FT-SE 100(EURONEXT) |
Jun10 |
100528 |
5212.00 |
5228.50 |
5140.00 |
5187.00 |
+7.50 |
147,345 |
681,402 |
-13,927 |
Sep10 |
100528 |
5160.00 |
5183.00 |
5122.50 |
5145.50 |
+7.50 |
367 |
2,358 |
+196 |
Dec10 |
100528 |
5138.00 |
5140.00 |
5109.00 |
5120.00 |
+7.50 |
9 |
3,178 |
-14 |
Total Volume and Open Interest |
147,721 |
687,480 |
-13,745 |
SPI 200(SFE) |
Jun10 |
100531 |
4465.0 |
4496.0 |
4415.0 |
4438.0 |
-28.0 |
33,097 |
232,752 |
-42,560 |
Sep10 |
100531 |
4478.0 |
4478.0 |
4416.0 |
4424.0 |
-28.0 |
26 |
3,807 |
-99 |
Dec10 |
100531 |
4482.0 |
4482.0 |
4442.0 |
4442.0 |
-25.0 |
1 |
2,745 |
-13 |
Total Volume and Open Interest |
33,268 |
240,613 |
-42,672 |
GSCI(CME) |
Jun10 |
100528 |
493.60 |
494.00 |
484.70 |
489.50 |
-2.50 |
427 |
16,974 |
-201 |
Jul10 |
100528 |
498.60 |
499.00 |
489.80 |
494.50 |
-2.50 |
12 |
77 |
+10 |
Aug10 |
100528 |
497.50 |
502.00 |
493.30 |
497.50 |
-2.50 |
|
|
|
Total Volume and Open Interest |
439 |
17,051 |
-191 |
Reuters CCI(ICE) |
Jun10 |
100528 |
255.40 |
255.40 |
255.40 |
255.40 |
-2.90 |
|
|
|
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. |
|
|