|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri April 15, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110415 |
1332.75 |
1338.50 |
1322.25 |
1331.75 |
+0.75 |
96,885 |
143,609 |
-9,981 |
Jul11 |
110415 |
1343.25 |
1349.75 |
1333.75 |
1343.25 |
+0.50 |
74,283 |
210,901 |
+6,169 |
Aug11 |
110415 |
1345.00 |
1351.00 |
1336.00 |
1344.50 |
-0.50 |
4,906 |
12,957 |
-133 |
Sep11 |
110415 |
1340.25 |
1348.50 |
1334.25 |
1342.25 |
-2.75 |
3,651 |
14,447 |
+98 |
Nov11 |
110415 |
1345.75 |
1351.25 |
1332.00 |
1339.75 |
-5.50 |
27,731 |
191,295 |
-900 |
Jan12 |
110415 |
1353.50 |
1357.75 |
1340.00 |
1347.25 |
-6.50 |
1,443 |
21,864 |
-175 |
Mar12 |
110415 |
1349.50 |
1355.00 |
1347.00 |
1347.75 |
-7.25 |
283 |
13,192 |
-60 |
Total Volume and Open Interest |
211,503 |
631,631 |
-4,962 |
Soybean Meal(CBOT) |
May11 |
110415 |
344.00 |
346.60 |
341.30 |
345.20 |
+2.70 |
31,769 |
50,003 |
-4,920 |
Jul11 |
110415 |
349.80 |
352.00 |
346.80 |
350.50 |
+2.40 |
22,239 |
73,925 |
+3,260 |
Aug11 |
110415 |
351.50 |
353.00 |
348.90 |
351.60 |
+1.90 |
2,838 |
19,553 |
+827 |
Sep11 |
110415 |
351.00 |
352.60 |
349.30 |
351.10 |
+1.10 |
2,108 |
13,891 |
+449 |
Oct11 |
110415 |
349.20 |
349.90 |
345.80 |
347.90 |
+0.20 |
1,161 |
12,665 |
-19 |
Dec11 |
110415 |
350.20 |
351.30 |
346.70 |
348.50 |
-0.20 |
7,140 |
43,362 |
+945 |
Jan12 |
110415 |
350.10 |
351.50 |
349.50 |
350.20 |
-0.30 |
93 |
3,344 |
+48 |
Mar12 |
110415 |
352.60 |
352.70 |
351.90 |
351.90 |
-0.40 |
61 |
3,157 |
+30 |
Total Volume and Open Interest |
68,142 |
225,671 |
+399 |
Soybean Oil(CBOT) |
May11 |
110415 |
56.90 |
57.33 |
56.47 |
56.84 |
-0.03 |
55,905 |
86,237 |
-10,599 |
Jul11 |
110415 |
57.59 |
57.90 |
57.06 |
57.45 |
-0.02 |
45,555 |
145,081 |
+3,197 |
Aug11 |
110415 |
57.81 |
57.85 |
57.28 |
57.66 |
-0.03 |
4,028 |
16,474 |
+510 |
Sep11 |
110415 |
58.02 |
58.08 |
57.50 |
57.89 |
-0.02 |
3,434 |
14,501 |
+476 |
Oct11 |
110415 |
57.80 |
58.15 |
57.69 |
57.99 |
unch |
1,023 |
13,779 |
-145 |
Dec11 |
110415 |
58.21 |
58.60 |
57.73 |
58.18 |
+0.06 |
15,045 |
74,478 |
+181 |
Jan12 |
110415 |
58.04 |
58.40 |
58.03 |
58.28 |
+0.01 |
485 |
4,230 |
+98 |
Mar12 |
110415 |
58.25 |
58.35 |
58.25 |
58.26 |
+0.04 |
176 |
4,246 |
+53 |
Total Volume and Open Interest |
126,219 |
362,885 |
-6,175 |
Canola(WCE) |
May11 |
110415 |
570.4 |
572.5 |
564.6 |
568.3 |
-2.0 |
13,279 |
46,071 |
-2,518 |
Jul11 |
110415 |
581.3 |
581.3 |
573.4 |
576.9 |
-2.2 |
5,910 |
55,352 |
+2,910 |
Nov11 |
110415 |
572.0 |
575.6 |
567.8 |
573.7 |
+2.2 |
1,112 |
72,295 |
+542 |
Jan12 |
110415 |
578.4 |
581.7 |
575.5 |
580.8 |
+2.5 |
4 |
4,450 |
+0 |
Mar12 |
110415 |
579.0 |
581.1 |
577.4 |
581.1 |
+2.2 |
3 |
1,001 |
+1 |
Total Volume and Open Interest |
20,310 |
181,292 |
+937 |
Corn(CBOT) |
May11 |
110415 |
755.00 |
758.25 |
739.50 |
742.00 |
-12.25 |
207,989 |
368,368 |
-32,668 |
Jul11 |
110415 |
761.75 |
765.00 |
747.00 |
749.50 |
-11.50 |
176,917 |
553,736 |
+12,766 |
Sep11 |
110415 |
706.75 |
709.00 |
696.00 |
701.50 |
-5.00 |
32,369 |
132,227 |
+4,049 |
Dec11 |
110415 |
655.25 |
660.00 |
648.00 |
656.00 |
+0.50 |
56,420 |
432,455 |
+421 |
Mar12 |
110415 |
663.75 |
667.75 |
658.00 |
664.50 |
+0.75 |
2,013 |
68,038 |
+213 |
May12 |
110415 |
671.00 |
674.00 |
665.00 |
669.00 |
-2.00 |
1,501 |
13,447 |
+1,080 |
Total Volume and Open Interest |
479,814 |
1,646,447 |
-13,421 |
Wheat(CBOT) |
May11 |
110415 |
742.50 |
748.75 |
730.00 |
744.25 |
+3.75 |
77,742 |
90,439 |
-10,441 |
Jul11 |
110415 |
777.75 |
784.50 |
765.25 |
780.00 |
+3.75 |
58,827 |
197,404 |
+8,576 |
Sep11 |
110415 |
816.25 |
820.00 |
806.00 |
817.25 |
+2.50 |
9,806 |
60,158 |
+1,660 |
Dec11 |
110415 |
845.00 |
851.50 |
835.50 |
848.00 |
+2.50 |
10,857 |
101,493 |
+928 |
Mar12 |
110415 |
871.00 |
874.25 |
861.75 |
870.00 |
-0.25 |
654 |
12,128 |
+0 |
Total Volume and Open Interest |
159,275 |
490,457 |
+900 |
Wheat(KCBT) |
May11 |
110415 |
868.25 |
872.00 |
854.25 |
865.50 |
+1.50 |
14,980 |
49,169 |
-2,247 |
Jul11 |
110415 |
876.00 |
883.25 |
865.00 |
876.00 |
+1.75 |
11,981 |
85,491 |
-20 |
Sep11 |
110415 |
892.25 |
895.00 |
879.00 |
889.50 |
+2.25 |
3,215 |
23,147 |
-254 |
Dec11 |
110415 |
908.00 |
913.00 |
897.00 |
908.25 |
+3.50 |
2,862 |
28,960 |
-141 |
Mar12 |
110415 |
921.00 |
923.75 |
908.75 |
920.50 |
+4.25 |
493 |
3,463 |
+212 |
Total Volume and Open Interest |
33,755 |
196,150 |
-2,413 |
Wheat(MGE) |
May11 |
110415 |
890.00 |
894.25 |
880.00 |
889.00 |
-0.75 |
2,328 |
11,793 |
-790 |
Jul11 |
110415 |
897.00 |
902.75 |
888.25 |
897.75 |
+0.25 |
1,293 |
18,172 |
-71 |
Sep11 |
110415 |
900.00 |
905.25 |
893.00 |
899.75 |
-0.25 |
865 |
15,292 |
+290 |
Dec11 |
110415 |
914.00 |
918.00 |
905.25 |
913.75 |
+1.50 |
863 |
12,281 |
+287 |
Mar12 |
110415 |
920.50 |
926.25 |
915.00 |
922.25 |
+1.25 |
235 |
2,002 |
+156 |
Total Volume and Open Interest |
5,620 |
61,587 |
-103 |
Oats(CBOT) |
May11 |
110415 |
382.00 |
388.50 |
377.25 |
383.00 |
+1.00 |
609 |
3,874 |
-189 |
Jul11 |
110415 |
390.50 |
397.50 |
387.00 |
392.00 |
+1.00 |
446 |
6,908 |
+117 |
Sep11 |
110415 |
397.00 |
397.00 |
396.00 |
397.00 |
+1.00 |
16 |
220 |
+0 |
Dec11 |
110415 |
401.50 |
405.00 |
396.50 |
402.00 |
+1.00 |
93 |
2,620 |
+45 |
Total Volume and Open Interest |
1,164 |
13,625 |
-27 |
Rough Rice(CBOT) |
May11 |
110415 |
13.67 |
13.83 |
13.59 |
13.64 |
-0.03 |
2,351 |
7,961 |
-1,502 |
Jul11 |
110415 |
14.00 |
14.12 |
13.92 |
13.97 |
-0.02 |
2,096 |
11,097 |
+1,396 |
Sep11 |
110415 |
14.77 |
14.89 |
14.72 |
14.73 |
-0.06 |
222 |
4,100 |
+111 |
Nov11 |
110415 |
15.03 |
15.09 |
14.95 |
15.00 |
-0.09 |
8 |
912 |
+3 |
Total Volume and Open Interest |
4,683 |
24,522 |
+10 |
Live Cattle(CME) |
Apr11 |
110415 |
118.650 |
118.800 |
117.300 |
117.400 |
-1.400 |
2,798 |
19,218 |
-775 |
Jun11 |
110415 |
116.450 |
116.635 |
115.200 |
115.300 |
-1.200 |
18,323 |
174,422 |
-3,367 |
Aug11 |
110415 |
118.250 |
118.400 |
117.000 |
117.250 |
-1.100 |
6,559 |
85,191 |
+411 |
Oct11 |
110415 |
122.850 |
122.930 |
121.580 |
121.830 |
-1.070 |
3,820 |
51,410 |
+894 |
Dec11 |
110415 |
123.830 |
123.900 |
122.680 |
122.885 |
-0.945 |
2,980 |
39,880 |
+413 |
Feb12 |
110415 |
123.250 |
123.300 |
122.350 |
122.730 |
-0.770 |
751 |
10,570 |
+164 |
Total Volume and Open Interest |
35,556 |
385,965 |
-2,090 |
Feeder Cattle(CME) |
Apr11 |
110415 |
132.900 |
133.150 |
132.000 |
132.150 |
-0.950 |
733 |
2,127 |
-223 |
May11 |
110415 |
133.750 |
134.050 |
132.950 |
133.300 |
-0.485 |
2,557 |
10,689 |
-498 |
Aug11 |
110415 |
137.300 |
137.550 |
136.250 |
136.535 |
-0.845 |
3,592 |
21,875 |
+467 |
Sep11 |
110415 |
137.550 |
137.550 |
136.600 |
136.900 |
-0.650 |
1,012 |
4,312 |
+140 |
Oct11 |
110415 |
137.325 |
137.500 |
136.575 |
136.900 |
-0.635 |
187 |
2,271 |
-19 |
Nov11 |
110415 |
137.400 |
137.400 |
136.380 |
137.000 |
-0.500 |
139 |
1,211 |
+1 |
Jan12 |
110415 |
135.185 |
135.500 |
135.035 |
135.500 |
-0.600 |
38 |
263 |
+2 |
Total Volume and Open Interest |
8,260 |
42,762 |
-129 |
Lean Hogs(CME) |
May11 |
110415 |
103.250 |
103.250 |
101.635 |
102.430 |
-1.705 |
1,786 |
5,091 |
+104 |
Jun11 |
110415 |
102.450 |
102.450 |
100.480 |
101.080 |
-1.555 |
17,564 |
89,538 |
+518 |
Jul11 |
110415 |
101.800 |
101.800 |
100.180 |
101.135 |
-1.000 |
4,229 |
30,680 |
+300 |
Aug11 |
110415 |
102.430 |
102.430 |
100.580 |
101.350 |
-1.130 |
3,919 |
34,245 |
-368 |
Oct11 |
110415 |
93.150 |
93.150 |
91.580 |
92.450 |
-1.150 |
3,448 |
32,260 |
+728 |
Dec11 |
110415 |
89.500 |
89.500 |
87.535 |
88.750 |
-0.500 |
1,518 |
24,063 |
+630 |
Feb12 |
110415 |
89.600 |
89.600 |
88.100 |
88.750 |
-0.950 |
526 |
5,341 |
+300 |
Apr12 |
110415 |
90.050 |
90.050 |
88.900 |
89.700 |
-1.200 |
294 |
3,584 |
+150 |
Total Volume and Open Interest |
36,272 |
236,400 |
+1,509 |
Class III Milk(CME) |
Apr11 |
110415 |
16.75 |
16.75 |
16.72 |
16.74 |
unch |
|
|
|
May11 |
110415 |
16.89 |
16.95 |
16.70 |
16.78 |
-0.07 |
278 |
5,673 |
+6 |
Jun11 |
110415 |
17.50 |
17.61 |
17.40 |
17.42 |
-0.03 |
155 |
4,369 |
+65 |
Jul11 |
110415 |
17.66 |
17.75 |
17.62 |
17.68 |
+0.02 |
67 |
3,359 |
+27 |
Aug11 |
110415 |
17.73 |
17.81 |
17.73 |
17.81 |
+0.05 |
43 |
3,176 |
+19 |
Total Volume and Open Interest |
794 |
34,869 |
+250 |
Cocoa(ICE) |
May11 |
110415 |
3200 |
3270 |
3177 |
3239 |
+114 |
7,280 |
4,499 |
-3,283 |
Jul11 |
110415 |
3127 |
3175 |
3112 |
3157 |
+30 |
13,039 |
72,481 |
-659 |
Sep11 |
110415 |
3149 |
3187 |
3125 |
3168 |
+30 |
2,029 |
22,937 |
+335 |
Dec11 |
110415 |
3160 |
3208 |
3140 |
3190 |
+35 |
858 |
22,496 |
+595 |
Mar12 |
110415 |
3208 |
3252 |
3193 |
3233 |
+30 |
1,471 |
22,745 |
-1,034 |
May12 |
110415 |
3201 |
3252 |
3199 |
3233 |
+31 |
61 |
5,721 |
-40 |
Jul12 |
110415 |
3210 |
3262 |
3209 |
3235 |
+29 |
1,010 |
1,518 |
+971 |
Total Volume and Open Interest |
25,775 |
156,712 |
-3,107 |
Coffee "C"(ICE) |
May11 |
110415 |
283.50 |
288.65 |
282.40 |
288.10 |
+5.70 |
17,553 |
24,168 |
-3,249 |
Jul11 |
110415 |
285.85 |
291.65 |
285.20 |
291.10 |
+5.95 |
19,240 |
60,241 |
+4,887 |
Sep11 |
110415 |
287.10 |
294.05 |
287.10 |
293.55 |
+5.90 |
3,215 |
16,738 |
-54 |
Dec11 |
110415 |
290.15 |
296.60 |
290.15 |
296.15 |
+6.00 |
1,045 |
16,287 |
+568 |
Mar12 |
110415 |
291.55 |
297.40 |
291.55 |
296.90 |
+5.35 |
232 |
3,392 |
-26 |
May12 |
110415 |
295.40 |
297.80 |
294.60 |
297.50 |
+5.10 |
160 |
1,988 |
+75 |
Total Volume and Open Interest |
41,601 |
124,157 |
+2,282 |
Orange Juice(ICE) |
May11 |
110415 |
170.95 |
172.90 |
168.30 |
169.60 |
-1.30 |
1,389 |
10,111 |
-619 |
Jul11 |
110415 |
166.20 |
169.50 |
166.10 |
167.40 |
+1.20 |
2,125 |
13,752 |
+834 |
Sep11 |
110415 |
163.00 |
164.80 |
162.45 |
163.45 |
+1.00 |
9 |
1,491 |
+6 |
Nov11 |
110415 |
160.55 |
160.55 |
159.15 |
159.45 |
+0.70 |
75 |
1,286 |
+67 |
Jan12 |
110415 |
160.05 |
160.05 |
158.95 |
158.95 |
+1.50 |
0 |
169 |
+0 |
Mar12 |
110415 |
159.20 |
159.20 |
159.20 |
159.20 |
+1.90 |
0 |
40 |
+0 |
Total Volume and Open Interest |
3,598 |
26,856 |
+288 |
Sugar #11(ICE) |
May11 |
110415 |
24.50 |
25.09 |
24.38 |
24.59 |
+0.15 |
64,623 |
114,860 |
-18,399 |
Jul11 |
110415 |
22.96 |
23.52 |
22.87 |
22.97 |
-0.09 |
50,862 |
259,997 |
+14,835 |
Oct11 |
110415 |
23.24 |
23.54 |
23.00 |
23.11 |
-0.12 |
14,515 |
118,591 |
+3,099 |
Mar12 |
110415 |
23.33 |
23.61 |
23.15 |
23.25 |
-0.16 |
6,636 |
69,200 |
+1,651 |
May12 |
110415 |
22.95 |
23.24 |
22.80 |
22.87 |
-0.25 |
2,262 |
19,390 |
+117 |
Total Volume and Open Interest |
142,722 |
632,457 |
+1,882 |
London Cocoa(LCE) |
May11 |
110415 |
1964 |
1984 |
1960 |
1972 |
+9 |
2,214 |
42,375 |
+101 |
Jul11 |
110415 |
1958 |
1983 |
1954 |
1979 |
+19 |
3,817 |
55,203 |
+292 |
Sep11 |
110415 |
1985 |
1997 |
1969 |
1993 |
+18 |
2,332 |
30,968 |
+202 |
Dec11 |
110415 |
1989 |
2012 |
1981 |
2010 |
+20 |
1,161 |
30,867 |
+588 |
Mar12 |
110415 |
2005 |
2028 |
1997 |
2026 |
+19 |
3,058 |
26,343 |
+666 |
May12 |
110415 |
2028 |
2036 |
2012 |
2036 |
+18 |
1,472 |
7,518 |
+665 |
Jul12 |
110415 |
2036 |
2039 |
2036 |
2039 |
+13 |
417 |
3,982 |
+394 |
Total Volume and Open Interest |
16,799 |
207,049 |
+4,088 |
London Sugar(LCE) |
Aug11 |
110415 |
628.40 |
638.00 |
625.30 |
632.70 |
-5.70 |
3,553 |
27,954 |
-85 |
Oct11 |
110415 |
614.90 |
620.90 |
610.40 |
615.70 |
-8.60 |
409 |
7,319 |
+245 |
Dec11 |
110415 |
615.50 |
615.50 |
606.60 |
611.70 |
-7.30 |
92 |
2,057 |
+9 |
Mar12 |
110415 |
607.70 |
609.80 |
606.20 |
609.80 |
-4.60 |
114 |
1,603 |
+72 |
May12 |
110415 |
595.00 |
597.70 |
591.00 |
594.10 |
-9.10 |
67 |
964 |
+38 |
Total Volume and Open Interest |
10,337 |
55,147 |
-2,592 |
Cotton(ICE) |
May11 |
110415 |
196.04 |
198.01 |
194.25 |
195.52 |
-0.52 |
17,671 |
49,009 |
-4,063 |
Jul11 |
110415 |
178.51 |
179.95 |
176.46 |
177.40 |
-0.60 |
20,233 |
73,337 |
+3,284 |
Oct11 |
110415 |
154.34 |
154.34 |
151.50 |
151.67 |
-2.69 |
67 |
463 |
+16 |
Dec11 |
110415 |
132.45 |
133.01 |
128.61 |
129.18 |
-3.27 |
5,000 |
61,104 |
-155 |
Mar12 |
110415 |
123.65 |
124.48 |
120.33 |
120.93 |
-2.85 |
888 |
6,982 |
+113 |
May12 |
110415 |
117.00 |
117.00 |
114.60 |
114.75 |
-2.05 |
203 |
2,084 |
+48 |
Total Volume and Open Interest |
44,292 |
197,502 |
-721 |
Lumber(CME) |
May11 |
110415 |
245.0 |
252.0 |
244.6 |
250.3 |
+8.3 |
698 |
3,092 |
-24 |
Jul11 |
110415 |
267.0 |
276.0 |
266.7 |
276.0 |
+10.0 |
506 |
5,304 |
+29 |
Sep11 |
110415 |
281.9 |
287.5 |
281.9 |
286.2 |
+5.2 |
158 |
1,283 |
-16 |
Nov11 |
110415 |
284.2 |
286.5 |
284.2 |
284.2 |
+1.3 |
11 |
269 |
+1 |
Total Volume and Open Interest |
1,373 |
9,957 |
-10 |
Crude Oil(NYM) |
May11 |
110415 |
108.45 |
110.10 |
107.21 |
109.66 |
+1.55 |
456,863 |
140,054 |
-37,106 |
Jun11 |
110415 |
109.09 |
110.67 |
107.77 |
110.22 |
+1.52 |
268,856 |
291,951 |
+24,229 |
Jul11 |
110415 |
109.65 |
111.13 |
108.26 |
110.68 |
+1.49 |
108,996 |
183,242 |
+8,720 |
Aug11 |
110415 |
109.93 |
111.41 |
108.56 |
110.96 |
+1.47 |
45,350 |
62,534 |
+1,554 |
Sep11 |
110415 |
109.93 |
111.59 |
109.05 |
111.12 |
+1.45 |
31,333 |
68,272 |
+1,468 |
Oct11 |
110415 |
110.04 |
111.66 |
108.94 |
111.18 |
+1.43 |
10,527 |
36,517 |
-395 |
Nov11 |
110415 |
109.21 |
111.26 |
108.89 |
111.18 |
+1.41 |
9,955 |
35,044 |
-544 |
Dec11 |
110415 |
110.35 |
111.63 |
108.93 |
111.14 |
+1.38 |
53,549 |
184,070 |
+3,769 |
Jan12 |
110415 |
109.27 |
111.09 |
108.86 |
111.01 |
+1.34 |
4,996 |
36,328 |
+47 |
Feb12 |
110415 |
109.39 |
111.00 |
109.39 |
110.82 |
+1.31 |
1,785 |
17,256 |
+202 |
Mar12 |
110415 |
109.46 |
111.00 |
109.46 |
110.60 |
+1.29 |
2,672 |
29,785 |
+455 |
Apr12 |
110415 |
110.36 |
110.36 |
110.25 |
110.32 |
+1.28 |
2,374 |
13,632 |
-225 |
May12 |
110415 |
109.90 |
110.00 |
109.85 |
110.00 |
+1.28 |
2,117 |
12,456 |
-521 |
Jun12 |
110415 |
109.00 |
110.00 |
107.76 |
109.65 |
+1.28 |
6,116 |
65,765 |
-613 |
Jul12 |
110415 |
109.14 |
109.28 |
109.14 |
109.26 |
+1.29 |
1,102 |
15,945 |
+486 |
Aug12 |
110415 |
108.78 |
108.86 |
108.78 |
108.86 |
+1.30 |
1,018 |
10,343 |
+828 |
Total Volume and Open Interest |
1,031,639 |
1,588,835 |
+4,318 |
e-miNY Crude Oil(NYM) |
Apr11 |
110321 |
102.050 |
103.350 |
101.650 |
102.325 |
+1.250 |
11,151 |
2,230 |
-312 |
May11 |
110415 |
108.525 |
110.075 |
107.225 |
109.650 |
+1.550 |
12,318 |
3,131 |
+46 |
Jun11 |
110415 |
109.075 |
110.650 |
107.775 |
110.225 |
+1.525 |
1,598 |
1,296 |
+123 |
Jul11 |
110415 |
109.575 |
110.925 |
108.475 |
110.675 |
+1.475 |
149 |
342 |
+37 |
Aug11 |
110415 |
109.850 |
110.950 |
109.250 |
110.950 |
+1.450 |
9 |
56 |
-12 |
Sep11 |
110415 |
110.850 |
111.300 |
110.850 |
111.125 |
+1.450 |
5 |
19 |
-1 |
Oct11 |
110415 |
110.000 |
111.175 |
110.000 |
111.175 |
+1.425 |
1 |
42 |
+0 |
Nov11 |
110415 |
111.175 |
111.175 |
111.175 |
111.175 |
+1.400 |
0 |
11 |
+0 |
Dec11 |
110415 |
109.075 |
111.300 |
109.075 |
111.150 |
+1.400 |
9 |
246 |
+4 |
Jan12 |
110415 |
111.000 |
111.000 |
111.000 |
111.000 |
+1.325 |
0 |
5 |
+0 |
Total Volume and Open Interest |
14,089 |
5,287 |
+197 |
Heating Oil(NYM) |
May11 |
110415 |
320.00 |
324.25 |
318.80 |
322.42 |
+3.52 |
58,933 |
72,369 |
-7,616 |
Jun11 |
110415 |
322.02 |
325.44 |
320.01 |
323.67 |
+3.51 |
32,049 |
68,914 |
+5,968 |
Jul11 |
110415 |
322.52 |
326.57 |
321.64 |
325.11 |
+3.33 |
14,494 |
38,937 |
+1,202 |
Aug11 |
110415 |
323.60 |
328.19 |
323.20 |
326.63 |
+3.18 |
6,539 |
24,746 |
-453 |
Sep11 |
110415 |
325.57 |
328.88 |
324.92 |
328.16 |
+3.05 |
5,132 |
18,014 |
+824 |
Oct11 |
110415 |
327.18 |
330.29 |
327.18 |
329.66 |
+2.99 |
1,904 |
9,134 |
-25 |
Nov11 |
110415 |
328.49 |
331.69 |
328.41 |
331.26 |
+2.91 |
1,152 |
8,085 |
-122 |
Dec11 |
110415 |
331.90 |
334.24 |
329.45 |
332.83 |
+2.83 |
5,805 |
29,369 |
-175 |
Jan12 |
110415 |
334.64 |
334.64 |
334.37 |
334.37 |
+2.79 |
552 |
9,067 |
+38 |
Feb12 |
110415 |
332.75 |
334.75 |
332.55 |
334.47 |
+2.74 |
158 |
4,172 |
+42 |
Mar12 |
110415 |
333.31 |
333.31 |
332.92 |
333.04 |
+2.67 |
31 |
2,510 |
-1 |
Apr12 |
110415 |
330.55 |
330.55 |
330.14 |
330.14 |
+2.62 |
181 |
1,026 |
+77 |
Total Volume and Open Interest |
127,490 |
302,280 |
-281 |
Gasoline(NYMEX) |
May11 |
110415 |
324.45 |
329.91 |
323.31 |
328.92 |
+5.45 |
70,733 |
75,050 |
-5,748 |
Jun11 |
110415 |
321.50 |
326.34 |
320.00 |
325.43 |
+5.05 |
59,916 |
68,303 |
+5,620 |
Jul11 |
110415 |
318.25 |
323.23 |
317.73 |
322.50 |
+4.71 |
26,010 |
42,925 |
+2,817 |
Aug11 |
110415 |
315.43 |
320.58 |
315.05 |
319.79 |
+4.36 |
14,231 |
19,004 |
+1,555 |
Sep11 |
110415 |
313.10 |
316.95 |
312.13 |
316.65 |
+4.18 |
9,567 |
19,032 |
-429 |
Oct11 |
110415 |
299.40 |
302.12 |
297.23 |
301.84 |
+3.89 |
4,396 |
17,271 |
+512 |
Nov11 |
110415 |
295.14 |
298.47 |
295.14 |
298.35 |
+3.77 |
2,423 |
7,389 |
+457 |
Dec11 |
110415 |
294.31 |
297.34 |
292.22 |
296.76 |
+3.62 |
4,880 |
24,654 |
+83 |
Jan12 |
110415 |
293.00 |
297.07 |
293.00 |
296.78 |
+3.62 |
788 |
6,404 |
+37 |
Feb12 |
110415 |
298.11 |
298.11 |
298.11 |
298.11 |
+3.59 |
450 |
2,623 |
+154 |
Total Volume and Open Interest |
193,935 |
299,048 |
+5,216 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110415 |
328.90 |
328.92 |
328.90 |
328.90 |
+5.40 |
0 |
3 |
+0 |
Jun11 |
110415 |
325.40 |
325.43 |
325.40 |
325.40 |
+5.00 |
0 |
1 |
+0 |
Jul11 |
110415 |
322.50 |
322.50 |
322.50 |
322.50 |
+4.70 |
0 |
1 |
+0 |
Aug11 |
110415 |
319.80 |
319.80 |
319.79 |
319.80 |
+4.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
May11 |
110415 |
4.218 |
4.240 |
4.173 |
4.204 |
-0.008 |
172,801 |
121,514 |
-24,790 |
Jun11 |
110415 |
4.280 |
4.298 |
4.226 |
4.264 |
-0.005 |
96,978 |
122,297 |
+7,921 |
Jul11 |
110415 |
4.342 |
4.368 |
4.294 |
4.338 |
-0.004 |
77,614 |
190,871 |
+14,013 |
Aug11 |
110415 |
4.386 |
4.416 |
4.341 |
4.387 |
-0.002 |
19,451 |
57,182 |
+3,456 |
Sep11 |
110415 |
4.395 |
4.423 |
4.367 |
4.405 |
-0.003 |
23,109 |
67,775 |
+4,556 |
Oct11 |
110415 |
4.440 |
4.471 |
4.405 |
4.452 |
-0.003 |
24,225 |
78,468 |
+1,806 |
Nov11 |
110415 |
4.596 |
4.640 |
4.576 |
4.622 |
-0.001 |
7,056 |
34,172 |
-512 |
Dec11 |
110415 |
4.855 |
4.880 |
4.816 |
4.860 |
-0.001 |
3,730 |
28,513 |
+452 |
Jan12 |
110415 |
4.954 |
5.005 |
4.935 |
4.980 |
-0.001 |
9,502 |
79,446 |
+1,881 |
Feb12 |
110415 |
4.929 |
4.981 |
4.922 |
4.962 |
-0.001 |
962 |
15,814 |
+244 |
Mar12 |
110415 |
4.855 |
4.912 |
4.853 |
4.894 |
unch |
2,635 |
31,533 |
+381 |
Apr12 |
110415 |
4.764 |
4.764 |
4.719 |
4.750 |
-0.001 |
2,849 |
31,704 |
+96 |
May12 |
110415 |
4.758 |
4.815 |
4.741 |
4.770 |
-0.003 |
266 |
8,772 |
+73 |
Jun12 |
110415 |
4.794 |
4.820 |
4.794 |
4.805 |
-0.004 |
97 |
5,302 |
-42 |
Jul12 |
110415 |
4.827 |
4.867 |
4.827 |
4.851 |
-0.003 |
92 |
5,082 |
+10 |
Aug12 |
110415 |
4.851 |
4.893 |
4.851 |
4.876 |
-0.003 |
32 |
5,505 |
-8 |
Total Volume and Open Interest |
442,116 |
960,109 |
+9,627 |
Brent Crude Oil(ICE) |
Jun11 |
110415 |
122.40 |
124.02 |
121.59 |
123.45 |
+1.45 |
273,903 |
247,843 |
+5,857 |
Jul11 |
110415 |
122.10 |
123.63 |
121.25 |
123.12 |
+1.48 |
67,572 |
113,225 |
+9,165 |
Aug11 |
110415 |
121.76 |
123.23 |
120.96 |
122.78 |
+1.50 |
26,512 |
39,454 |
+843 |
Sep11 |
110415 |
121.35 |
122.81 |
120.54 |
122.38 |
+1.52 |
17,558 |
38,844 |
+1,419 |
Oct11 |
110415 |
120.57 |
122.28 |
120.17 |
121.99 |
+1.52 |
9,115 |
25,422 |
+404 |
Nov11 |
110415 |
120.79 |
121.85 |
119.80 |
121.60 |
+1.51 |
7,472 |
21,052 |
+172 |
Dec11 |
110415 |
120.20 |
121.64 |
119.35 |
121.21 |
+1.49 |
48,552 |
100,884 |
+1,695 |
Jan12 |
110415 |
119.22 |
120.99 |
119.21 |
120.88 |
+1.47 |
6,205 |
20,394 |
+203 |
Feb12 |
110415 |
119.20 |
120.59 |
119.10 |
120.53 |
+1.45 |
3,506 |
12,999 |
-43 |
Mar12 |
110415 |
120.17 |
120.17 |
120.17 |
120.17 |
+1.44 |
4,513 |
29,351 |
+268 |
Apr12 |
110415 |
119.73 |
119.73 |
119.73 |
119.73 |
+1.42 |
1,555 |
6,313 |
+295 |
May12 |
110415 |
119.00 |
119.29 |
119.00 |
119.29 |
+1.41 |
861 |
5,172 |
+104 |
Jun12 |
110415 |
118.08 |
118.99 |
117.27 |
118.85 |
+1.42 |
6,544 |
36,669 |
+619 |
Jul12 |
110415 |
118.35 |
118.35 |
118.35 |
118.35 |
+1.41 |
389 |
2,369 |
-53 |
Total Volume and Open Interest |
605,675 |
853,479 |
-14,971 |
Gas Oil(ICE) |
May11 |
110415 |
1015.00 |
1027.50 |
1011.00 |
1024.50 |
+12.00 |
88,518 |
145,115 |
-10,125 |
Jun11 |
110415 |
1018.50 |
1029.75 |
1013.75 |
1027.25 |
+12.00 |
102,609 |
108,841 |
+1,814 |
Jul11 |
110415 |
1022.75 |
1032.75 |
1016.50 |
1030.00 |
+11.75 |
28,116 |
54,661 |
-3,651 |
Aug11 |
110415 |
1025.25 |
1035.00 |
1019.25 |
1032.50 |
+11.50 |
11,797 |
26,589 |
+232 |
Sep11 |
110415 |
1028.00 |
1035.00 |
1022.25 |
1034.75 |
+11.00 |
12,167 |
45,322 |
+902 |
Oct11 |
110415 |
1025.00 |
1038.25 |
1024.00 |
1036.25 |
+10.75 |
6,601 |
28,799 |
+854 |
Nov11 |
110415 |
1025.50 |
1036.50 |
1023.25 |
1036.50 |
+10.75 |
4,225 |
20,284 |
-143 |
Dec11 |
110415 |
1031.50 |
1039.50 |
1024.75 |
1037.25 |
+10.75 |
21,194 |
65,965 |
-4,002 |
Jan12 |
110415 |
1027.50 |
1039.25 |
1027.25 |
1039.25 |
+10.50 |
1,842 |
24,031 |
+472 |
Feb12 |
110415 |
1027.25 |
1039.00 |
1027.25 |
1039.00 |
+10.50 |
382 |
6,600 |
-18 |
Total Volume and Open Interest |
282,049 |
611,118 |
-12,313 |
Ethanol(CBOT) |
Apr11 |
110405 |
2.695 |
2.710 |
2.695 |
2.706 |
-0.009 |
94 |
259 |
-79 |
May11 |
110415 |
2.611 |
2.642 |
2.610 |
2.618 |
-0.021 |
165 |
855 |
-39 |
Jun11 |
110415 |
2.650 |
2.657 |
2.623 |
2.631 |
-0.026 |
237 |
1,122 |
+47 |
Jul11 |
110415 |
2.662 |
2.662 |
2.636 |
2.641 |
-0.020 |
224 |
1,361 |
-16 |
Aug11 |
110415 |
2.659 |
2.659 |
2.639 |
2.640 |
-0.017 |
116 |
636 |
+28 |
Sep11 |
110415 |
2.602 |
2.605 |
2.591 |
2.596 |
-0.010 |
48 |
917 |
+22 |
Oct11 |
110415 |
2.464 |
2.470 |
2.435 |
2.453 |
-0.004 |
25 |
763 |
-20 |
Nov11 |
110415 |
2.425 |
2.439 |
2.425 |
2.435 |
-0.003 |
73 |
565 |
-6 |
Total Volume and Open Interest |
1,023 |
7,610 |
+20 |
WTI Crude Oil(ICE |
May11 |
110415 |
108.68 |
110.07 |
107.22 |
109.66 |
+1.55 |
87,283 |
44,828 |
-10,017 |
Jun11 |
110415 |
109.24 |
110.65 |
107.78 |
110.22 |
+1.52 |
81,260 |
103,123 |
+3,327 |
Jul11 |
110415 |
109.64 |
111.11 |
108.30 |
110.68 |
+1.49 |
34,410 |
69,279 |
-501 |
Aug11 |
110415 |
109.63 |
111.38 |
108.62 |
110.96 |
+1.47 |
14,898 |
25,022 |
-2,088 |
Sep11 |
110415 |
109.81 |
111.49 |
108.83 |
111.12 |
+1.45 |
11,039 |
29,952 |
+66 |
Oct11 |
110415 |
109.50 |
111.57 |
109.05 |
111.18 |
+1.43 |
5,374 |
19,434 |
-652 |
Nov11 |
110415 |
109.96 |
111.57 |
109.08 |
111.18 |
+1.41 |
4,651 |
14,392 |
-772 |
Dec11 |
110415 |
109.84 |
111.62 |
108.93 |
111.14 |
+1.38 |
20,310 |
88,506 |
+90 |
Jan12 |
110415 |
109.33 |
111.20 |
109.33 |
111.01 |
+1.34 |
1,305 |
12,347 |
-206 |
Feb12 |
110415 |
110.82 |
110.82 |
110.82 |
110.82 |
+1.31 |
456 |
2,724 |
-78 |
Mar12 |
110415 |
110.60 |
110.60 |
110.60 |
110.60 |
+1.29 |
855 |
10,455 |
+347 |
Apr12 |
110415 |
110.32 |
110.32 |
110.32 |
110.32 |
+1.28 |
312 |
3,127 |
+28 |
May12 |
110415 |
110.00 |
110.00 |
110.00 |
110.00 |
+1.28 |
271 |
1,721 |
+25 |
Jun12 |
110415 |
107.78 |
109.72 |
107.78 |
109.65 |
+1.28 |
2,641 |
27,067 |
-116 |
Jul12 |
110415 |
109.26 |
109.26 |
109.26 |
109.26 |
+1.29 |
161 |
841 |
+24 |
Aug12 |
110415 |
108.86 |
108.86 |
108.86 |
108.86 |
+1.30 |
183 |
427 |
+55 |
Total Volume and Open Interest |
270,610 |
558,086 |
-10,212 |
US Dollar Index(ICE) |
Jun11 |
110415 |
74.880 |
75.220 |
74.825 |
75.027 |
+0.140 |
22,243 |
49,779 |
+490 |
Sep11 |
110415 |
75.495 |
75.620 |
75.410 |
75.457 |
+0.140 |
29 |
550 |
-2 |
Dec11 |
110415 |
75.887 |
75.887 |
75.887 |
75.887 |
+0.140 |
0 |
1 |
+0 |
Total Volume and Open Interest |
22,272 |
50,331 |
+488 |
Australian Dollar(CME) |
Jun11 |
110415 |
104.64 |
105.04 |
104.36 |
104.94 |
+0.30 |
90,413 |
147,551 |
-724 |
Sep11 |
110415 |
103.40 |
103.66 |
103.10 |
103.65 |
+0.30 |
43 |
703 |
+1 |
Dec11 |
110415 |
102.50 |
102.50 |
102.17 |
102.46 |
+0.29 |
0 |
56 |
+0 |
Total Volume and Open Interest |
90,456 |
148,310 |
-723 |
British Pound(CME) |
Jun11 |
110415 |
163.32 |
163.61 |
162.79 |
162.94 |
-0.46 |
91,241 |
112,491 |
-7,539 |
Sep11 |
110415 |
163.15 |
163.15 |
162.69 |
162.69 |
-0.46 |
179 |
331 |
+87 |
Dec11 |
110415 |
162.41 |
162.87 |
162.41 |
162.41 |
-0.46 |
0 |
37 |
+0 |
Total Volume and Open Interest |
91,420 |
112,864 |
-7,452 |
Canadian Dollar(CME) |
Jun11 |
110415 |
103.92 |
104.15 |
103.48 |
103.96 |
unch |
78,315 |
137,189 |
+399 |
Sep11 |
110415 |
103.58 |
103.86 |
103.34 |
103.71 |
+0.01 |
100 |
2,644 |
+51 |
Dec11 |
110415 |
103.18 |
103.57 |
103.18 |
103.41 |
+0.01 |
14 |
2,408 |
+7 |
Mar12 |
110415 |
103.09 |
103.09 |
103.08 |
103.09 |
+0.01 |
20 |
218 |
+7 |
Total Volume and Open Interest |
78,451 |
142,487 |
+465 |
Japanese Yen(CME) |
Jun11 |
110415 |
119.77 |
120.58 |
119.37 |
120.33 |
+0.43 |
118,878 |
131,874 |
+2,879 |
Sep11 |
110415 |
119.61 |
120.60 |
119.52 |
120.42 |
+0.43 |
143 |
1,017 |
-7 |
Dec11 |
110415 |
120.28 |
120.52 |
120.12 |
120.52 |
+0.40 |
55 |
95 |
+37 |
Total Volume and Open Interest |
119,076 |
132,993 |
+2,909 |
Swiss Franc(CME) |
Jun11 |
110415 |
112.09 |
112.21 |
111.65 |
112.00 |
-0.10 |
38,938 |
63,030 |
+1,644 |
Sep11 |
110415 |
112.04 |
112.13 |
112.04 |
112.04 |
-0.09 |
26 |
113 |
+8 |
Dec11 |
110415 |
112.05 |
112.14 |
112.05 |
112.05 |
-0.09 |
0 |
13 |
+0 |
Total Volume and Open Interest |
38,964 |
63,157 |
+1,652 |
EuroFX(CME) |
Jun11 |
110415 |
144.68 |
144.84 |
143.70 |
144.16 |
-0.55 |
269,514 |
240,006 |
-658 |
Sep11 |
110415 |
144.40 |
144.40 |
143.49 |
143.73 |
-0.55 |
407 |
2,327 |
+185 |
Dec11 |
110415 |
143.00 |
143.81 |
143.00 |
143.26 |
-0.55 |
4 |
74 |
+1 |
Total Volume and Open Interest |
269,925 |
242,731 |
-472 |
Mexican Peso(CME) |
Apr11 |
110415 |
857.5 |
857.5 |
853.5 |
857.5 |
+4.0 |
|
|
|
May11 |
110415 |
854.0 |
854.0 |
850.0 |
854.0 |
+4.0 |
|
|
|
Total Volume and Open Interest |
31,586 |
170,443 |
+3,824 |
30-Year T-Bonds(CBOT) |
Jun11 |
110415 |
119~310 |
120~260 |
119~310 |
120~260 |
+1~040 |
|
|
|
Sep11 |
110415 |
118~120 |
119~120 |
118~120 |
119~090 |
+1~050 |
159 |
1,687 |
+73 |
Dec11 |
110415 |
116~190 |
117~260 |
116~190 |
117~260 |
+1~050 |
|
|
|
Total Volume and Open Interest |
319,900 |
552,736 |
-9,948 |
10-Year T-Notes(CBOT) |
Jun11 |
110415 |
119~015 |
119~295 |
119~015 |
119~260 |
+0~195 |
1,122,371 |
1,621,824 |
-28,627 |
Sep11 |
110415 |
118~000 |
118~110 |
117~215 |
118~100 |
+0~205 |
1,083 |
4,797 |
+1,052 |
Dec11 |
110415 |
117~100 |
117~100 |
116~215 |
117~100 |
+0~205 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,123,454 |
1,626,625 |
-27,575 |
5-Year T-Notes(CBOT) |
Jun11 |
110415 |
116~110 |
117~058 |
116~109 |
117~051 |
+0~060 |
556,733 |
1,326,328 |
+3,383 |
Sep11 |
110415 |
116~013 |
116~013 |
115~081 |
116~013 |
+0~060 |
0 |
2,691 |
+0 |
Dec11 |
110415 |
115~037 |
115~037 |
114~105 |
115~037 |
+0~060 |
|
|
|
Total Volume and Open Interest |
556,733 |
1,329,019 |
+3,383 |
2 Year T-Notes(CBOT) |
Jun11 |
110415 |
109~017 |
109~039 |
109~015 |
109~037 |
+0~020 |
338,068 |
1,039,821 |
+6,821 |
Sep11 |
110415 |
108~072 |
108~103 |
108~070 |
108~097 |
+0~022 |
15 |
2,327 |
+4 |
Dec11 |
110415 |
108~035 |
108~035 |
108~035 |
108~035 |
+0~022 |
|
|
|
Total Volume and Open Interest |
338,083 |
1,042,148 |
+6,825 |
Eurodollars(CME) |
Jun11 |
110415 |
99.705 |
99.715 |
99.700 |
99.710 |
+0.005 |
180,390 |
1,044,204 |
+4,967 |
Sep11 |
110415 |
99.615 |
99.640 |
99.615 |
99.635 |
+0.020 |
259,787 |
1,412,900 |
-2,151 |
Dec11 |
110415 |
99.450 |
99.505 |
99.450 |
99.500 |
+0.045 |
294,477 |
1,494,979 |
+16,373 |
Mar12 |
110415 |
99.205 |
99.295 |
99.200 |
99.290 |
+0.080 |
344,223 |
1,411,960 |
+8,535 |
Jun12 |
110415 |
98.860 |
98.980 |
98.855 |
98.975 |
+0.105 |
454,787 |
1,067,818 |
+17,419 |
Sep12 |
110415 |
98.470 |
98.620 |
98.470 |
98.610 |
+0.125 |
289,238 |
664,224 |
-9,607 |
Dec12 |
110415 |
98.100 |
98.265 |
98.100 |
98.255 |
+0.140 |
259,374 |
479,700 |
-7,414 |
Mar13 |
110415 |
97.800 |
97.975 |
97.800 |
97.960 |
+0.145 |
234,861 |
331,794 |
+6,307 |
Jun13 |
110415 |
97.525 |
97.695 |
97.525 |
97.685 |
+0.140 |
144,505 |
286,225 |
+13,805 |
Sep13 |
110415 |
97.280 |
97.435 |
97.270 |
97.425 |
+0.135 |
96,603 |
252,080 |
-738 |
Dec13 |
110415 |
97.035 |
97.180 |
97.025 |
97.170 |
+0.125 |
72,495 |
189,251 |
+2,431 |
Mar14 |
110415 |
96.815 |
96.955 |
96.810 |
96.940 |
+0.110 |
66,916 |
178,598 |
-369 |
Jun14 |
110415 |
96.605 |
96.730 |
96.590 |
96.715 |
+0.105 |
17,021 |
107,067 |
-317 |
Sep14 |
110415 |
96.395 |
96.520 |
96.385 |
96.500 |
+0.100 |
16,032 |
60,902 |
+359 |
Dec14 |
110415 |
96.175 |
96.305 |
96.175 |
96.285 |
+0.095 |
14,646 |
76,568 |
-963 |
Mar15 |
110415 |
96.000 |
96.125 |
96.000 |
96.105 |
+0.090 |
15,428 |
57,659 |
+371 |
Jun15 |
110415 |
4.085 |
4.200 |
4.085 |
4.175 |
+0.085 |
9,398 |
38,195 |
+655 |
Sep15 |
110415 |
3.935 |
4.035 |
3.920 |
4.015 |
+0.080 |
10,220 |
37,819 |
-343 |
Total Volume and Open Interest |
2,806,241 |
9,438,626 |
+48,802 |
30 Day Federal Funds(CBOT) |
Apr11 |
110415 |
99.900 |
99.902 |
99.897 |
99.900 |
unch |
5,836 |
77,809 |
+871 |
May11 |
110415 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
11,361 |
78,200 |
+4,104 |
Jun11 |
110415 |
99.885 |
99.885 |
99.880 |
99.880 |
unch |
3,999 |
55,715 |
+397 |
Jul11 |
110415 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
5,369 |
47,868 |
+904 |
Aug11 |
110415 |
99.835 |
99.850 |
99.835 |
99.845 |
+0.005 |
3,104 |
45,727 |
+578 |
Sep11 |
110415 |
99.825 |
99.835 |
99.825 |
99.835 |
+0.010 |
2,148 |
32,884 |
-512 |
Total Volume and Open Interest |
63,855 |
660,934 |
+8,549 |
30 Day Fed Funds(e-CBOT) |
Apr11 |
090519 |
98.165 |
98.165 |
98.165 |
98.165 |
unch |
1 |
10 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Jun11 |
110415 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110415 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec11 |
110415 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110415 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
|
|
|
Jun12 |
110415 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep12 |
110415 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Dec12 |
110415 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Mar13 |
110415 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Jun13 |
110415 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Sep13 |
110415 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
-100 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110415 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
535 |
5,002 |
+2 |
Sep11 |
110415 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
700 |
1,443 |
+0 |
Dec11 |
110415 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,991 |
+0 |
Mar12 |
110415 |
99.65 |
99.65 |
99.64 |
99.64 |
unch |
136 |
3,362 |
+100 |
Jun12 |
110415 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110415 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110415 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110415 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,371 |
13,488 |
+102 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110413 |
138.60 |
138.83 |
138.55 |
138.77 |
+0.10 |
3,656 |
11,745 |
-220 |
Sep11 |
110415 |
138.20 |
138.20 |
138.20 |
138.20 |
-0.03 |
0 |
1 |
+0 |
Dec11 |
110415 |
136.11 |
136.11 |
136.11 |
136.11 |
-0.03 |
|
|
|
Total Volume and Open Interest |
1,310 |
12,952 |
-47 |
Euro-Bund(EUREX) |
Jun11 |
110415 |
120.69 |
121.25 |
120.59 |
121.20 |
+0.51 |
866,969 |
877,506 |
-3,621 |
Sep11 |
110415 |
120.16 |
120.75 |
120.12 |
120.72 |
+0.52 |
1,173 |
6,399 |
+1,012 |
Dec11 |
110415 |
120.10 |
120.10 |
120.10 |
120.10 |
+0.51 |
25 |
0 |
+0 |
Total Volume and Open Interest |
868,167 |
883,905 |
-2,609 |
Euro-Bobl(EUREX) |
Jun11 |
110415 |
114.30 |
114.56 |
114.23 |
114.50 |
+0.20 |
546,503 |
831,685 |
+23,656 |
Sep11 |
110415 |
113.60 |
113.83 |
113.60 |
113.82 |
+0.20 |
124 |
16,551 |
+5 |
Dec11 |
110415 |
113.95 |
113.95 |
113.95 |
113.95 |
+0.20 |
|
|
|
Total Volume and Open Interest |
546,627 |
848,236 |
+23,661 |
3-Mth Euribor(EUREX) |
Jun11 |
110415 |
98.450 |
98.450 |
98.445 |
98.445 |
-0.010 |
72 |
11,451 |
+0 |
Sep11 |
110415 |
98.110 |
98.110 |
98.110 |
98.110 |
-0.005 |
318 |
3,898 |
+258 |
Dec11 |
110415 |
97.850 |
97.855 |
97.840 |
97.855 |
unch |
15 |
5,315 |
+0 |
Total Volume and Open Interest |
468 |
23,260 |
+253 |
Long Gilt(LIFFE) |
Jun11 |
110415 |
117~07 |
117~31 |
117~02 |
117~29 |
+0~26 |
125,673 |
297,328 |
+8,148 |
Sep11 |
110415 |
116~25 |
116~25 |
116~25 |
116~25 |
+0~26 |
50 |
10 |
+10 |
Total Volume and Open Interest |
125,723 |
297,338 |
+8,158 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110415 |
99.11 |
99.13 |
99.10 |
99.12 |
+0.01 |
92,892 |
427,309 |
-27,576 |
Sep11 |
110415 |
98.93 |
98.95 |
98.92 |
98.94 |
+0.01 |
94,073 |
370,888 |
-1,175 |
Dec11 |
110415 |
98.71 |
98.74 |
98.69 |
98.73 |
+0.03 |
105,538 |
366,719 |
-104 |
Mar12 |
110415 |
98.46 |
98.51 |
98.44 |
98.50 |
+0.05 |
74,665 |
305,117 |
+6,059 |
Jun12 |
110415 |
98.16 |
98.23 |
98.14 |
98.22 |
+0.06 |
93,240 |
240,759 |
-2,304 |
Sep12 |
110415 |
97.87 |
97.93 |
97.85 |
97.93 |
+0.07 |
64,491 |
147,958 |
-666 |
Total Volume and Open Interest |
623,948 |
2,200,808 |
-12,696 |
3-Mth Euribor(LIFFE) |
Jun11 |
110415 |
98.445 |
98.455 |
98.430 |
98.445 |
-0.010 |
148,949 |
771,399 |
+21,670 |
Sep11 |
110415 |
98.110 |
98.120 |
98.085 |
98.110 |
-0.005 |
170,027 |
661,297 |
+3,696 |
Dec11 |
110415 |
97.850 |
97.870 |
97.825 |
97.855 |
unch |
143,795 |
597,136 |
+4,994 |
Total Volume and Open Interest |
841,784 |
3,594,834 |
+41,088 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110415 |
95.07 |
95.09 |
95.06 |
95.07 |
unch |
20,479 |
163,889 |
+73 |
Sep11 |
110415 |
95.01 |
95.03 |
94.99 |
95.01 |
+0.01 |
14,789 |
209,058 |
-223 |
Dec11 |
110415 |
94.89 |
94.92 |
94.87 |
94.90 |
+0.01 |
13,164 |
131,117 |
+1,148 |
Mar12 |
110415 |
94.75 |
94.78 |
94.73 |
94.77 |
+0.02 |
6,309 |
69,050 |
-873 |
Jun12 |
110415 |
94.62 |
94.64 |
94.61 |
94.63 |
+0.01 |
2,756 |
45,452 |
-193 |
Sep12 |
110415 |
94.50 |
94.52 |
94.48 |
94.51 |
+0.01 |
1,899 |
45,119 |
+255 |
Dec12 |
110415 |
94.39 |
94.41 |
94.38 |
94.41 |
+0.02 |
984 |
19,361 |
+219 |
Mar13 |
110415 |
94.34 |
94.34 |
94.28 |
94.33 |
+0.03 |
241 |
8,995 |
+206 |
Jun13 |
110415 |
94.26 |
94.26 |
94.26 |
94.26 |
+0.02 |
0 |
1,048 |
+0 |
Sep13 |
110415 |
94.19 |
94.19 |
94.19 |
94.19 |
+0.02 |
0 |
900 |
+0 |
Total Volume and Open Interest |
60,621 |
694,846 |
+612 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110415 |
94.39 |
94.41 |
94.35 |
94.40 |
+0.02 |
37,830 |
363,788 |
+3,819 |
Sep11 |
110415 |
94.40 |
94.40 |
94.40 |
94.40 |
+0.02 |
|
|
|
Total Volume and Open Interest |
37,830 |
363,788 |
+3,819 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110414 |
94.78 |
94.82 |
94.76 |
94.79 |
unch |
130,698 |
545,855 |
+11,625 |
Sep11 |
110415 |
94.80 |
94.80 |
94.80 |
94.80 |
+0.01 |
|
|
|
Total Volume and Open Interest |
81,891 |
532,872 |
-8,271 |
Gold(CMX) |
Apr11 |
110415 |
1477.6 |
1487.5 |
1473.2 |
1485.3 |
+13.6 |
197 |
1,425 |
-198 |
Jun11 |
110415 |
1476.6 |
1489.1 |
1472.2 |
1486.0 |
+13.6 |
121,237 |
348,804 |
-4,018 |
Aug11 |
110415 |
1479.6 |
1490.0 |
1473.5 |
1487.0 |
+13.5 |
2,092 |
43,706 |
+20 |
Oct11 |
110415 |
1481.0 |
1490.1 |
1475.0 |
1488.2 |
+13.5 |
322 |
6,027 |
+39 |
Dec11 |
110415 |
1479.4 |
1492.0 |
1475.8 |
1489.4 |
+13.5 |
3,186 |
35,618 |
+958 |
Feb12 |
110415 |
1483.1 |
1493.5 |
1478.5 |
1490.9 |
+13.5 |
503 |
6,971 |
-28 |
Apr12 |
110415 |
1486.0 |
1492.8 |
1486.0 |
1492.8 |
+13.5 |
660 |
5,332 |
-25 |
Jun12 |
110415 |
1496.7 |
1496.7 |
1494.3 |
1495.2 |
+13.4 |
579 |
6,927 |
-18 |
Aug12 |
110415 |
1487.4 |
1497.7 |
1487.4 |
1497.7 |
+13.1 |
280 |
2,757 |
+150 |
Oct12 |
110415 |
1501.1 |
1501.1 |
1501.1 |
1501.1 |
+13.0 |
30 |
3,413 |
-25 |
Dec12 |
110415 |
1498.8 |
1506.8 |
1498.1 |
1505.9 |
+13.0 |
323 |
12,487 |
+122 |
Feb13 |
110415 |
1510.8 |
1510.8 |
1510.8 |
1510.8 |
+12.9 |
0 |
104 |
+0 |
Total Volume and Open Interest |
130,200 |
511,904 |
-2,967 |
Silver(CMX) |
May11 |
110415 |
4215.5 |
4291.0 |
4181.5 |
4257.1 |
+90.7 |
87,465 |
58,365 |
-2,168 |
Jul11 |
110415 |
4222.5 |
4293.0 |
4187.0 |
4259.9 |
+90.5 |
15,725 |
39,868 |
+2,981 |
Sep11 |
110415 |
4231.0 |
4309.5 |
4191.0 |
4261.6 |
+89.9 |
1,712 |
9,080 |
-183 |
Dec11 |
110415 |
4226.0 |
4307.0 |
4190.0 |
4263.5 |
+89.8 |
744 |
17,494 |
-2 |
Mar12 |
110415 |
4266.0 |
4303.0 |
4245.5 |
4262.5 |
+89.8 |
69 |
1,804 |
-5 |
May12 |
110415 |
4233.0 |
4267.0 |
4233.0 |
4261.9 |
+89.7 |
8 |
529 |
+0 |
Jul12 |
110415 |
4260.5 |
4260.5 |
4260.5 |
4260.5 |
+89.3 |
0 |
1,439 |
+0 |
Total Volume and Open Interest |
106,025 |
145,065 |
+395 |
Platinum(NYMEX) |
Apr11 |
110415 |
1799.0 |
1799.0 |
1796.4 |
1797.8 |
-0.8 |
5 |
106 |
-2 |
Jul11 |
110415 |
1798.7 |
1801.2 |
1788.8 |
1794.8 |
-0.8 |
4,571 |
34,431 |
+95 |
Oct11 |
110415 |
1798.4 |
1798.5 |
1798.4 |
1798.5 |
-0.6 |
22 |
1,243 |
+17 |
Jan12 |
110415 |
1799.3 |
1800.2 |
1798.0 |
1800.2 |
-0.6 |
3 |
17 |
+1 |
Total Volume and Open Interest |
4,602 |
35,838 |
+111 |
Palladium(NYMEX) |
Jun11 |
110415 |
777.00 |
779.45 |
764.00 |
768.10 |
-6.15 |
4,438 |
20,220 |
-650 |
Sep11 |
110415 |
772.30 |
772.30 |
768.60 |
769.45 |
-6.00 |
4 |
875 |
-2 |
Dec11 |
110415 |
772.85 |
772.85 |
771.00 |
771.00 |
-6.05 |
4 |
322 |
+0 |
Total Volume and Open Interest |
4,447 |
21,422 |
-651 |
Copper(CMX) |
May11 |
110415 |
430.50 |
431.50 |
423.25 |
425.75 |
-2.65 |
51,316 |
46,291 |
-6,905 |
Jul11 |
110415 |
432.30 |
433.35 |
425.20 |
427.75 |
-2.60 |
18,621 |
64,039 |
+6,467 |
Sep11 |
110415 |
432.85 |
433.40 |
426.90 |
429.25 |
-2.55 |
3,814 |
19,372 |
+2,613 |
Dec11 |
110415 |
435.00 |
435.60 |
428.00 |
430.25 |
-2.60 |
1,128 |
8,318 |
+302 |
Mar12 |
110415 |
430.35 |
430.70 |
430.35 |
430.70 |
-2.60 |
37 |
2,525 |
+35 |
Total Volume and Open Interest |
75,506 |
144,734 |
+2,649 |
DJIA Index(CBOT) |
Jun11 |
110415 |
12228 |
12315 |
12192 |
12303 |
+75 |
365 |
14,635 |
-49 |
Sep11 |
110415 |
12231 |
12231 |
12159 |
12231 |
+72 |
0 |
6 |
+0 |
Dec11 |
110415 |
12164 |
12164 |
12092 |
12164 |
+72 |
0 |
1 |
+0 |
Mar12 |
110415 |
12106 |
12106 |
12034 |
12106 |
+72 |
|
|
|
Total Volume and Open Interest |
365 |
14,642 |
-49 |
S & P 500(CME) |
Jun11 |
110415 |
1310.50 |
1319.30 |
1305.80 |
1318.70 |
+8.50 |
16,505 |
300,128 |
+4,121 |
Sep11 |
110415 |
1313.30 |
1313.30 |
1311.30 |
1313.30 |
+8.50 |
25 |
5,918 |
+65 |
Dec11 |
110415 |
1308.00 |
1308.00 |
1306.00 |
1308.00 |
+8.50 |
75 |
2,340 |
+101 |
Mar12 |
110415 |
1303.40 |
1303.40 |
1301.40 |
1303.40 |
+8.50 |
|
|
|
Total Volume and Open Interest |
16,605 |
308,391 |
+4,287 |
S & P 500 E-Mini(Globex) |
Jun11 |
110415 |
1310.50 |
1319.25 |
1305.75 |
1318.75 |
+8.50 |
|
|
|
Sep11 |
110415 |
1304.50 |
1313.50 |
1301.00 |
1313.25 |
+8.50 |
1,557 |
9,045 |
+82 |
Total Volume and Open Interest |
1,921,825 |
2,678,515 |
-16,830 |
NASDAQ 100(CME) |
Jun11 |
110415 |
2303.00 |
2313.50 |
2289.50 |
2309.80 |
+9.00 |
578 |
17,911 |
+656 |
Sep11 |
110415 |
2305.30 |
2307.00 |
2290.00 |
2305.30 |
+8.80 |
0 |
3 |
+0 |
Dec11 |
110415 |
2301.80 |
2301.80 |
2300.00 |
2301.80 |
+8.80 |
|
|
|
Total Volume and Open Interest |
578 |
17,914 |
+656 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110415 |
2301.80 |
2313.80 |
2289.30 |
2309.80 |
+9.00 |
287,483 |
334,580 |
-881 |
Sep11 |
110415 |
2303.30 |
2309.30 |
2290.00 |
2305.30 |
+8.80 |
209 |
582 |
-55 |
Total Volume and Open Interest |
287,692 |
335,172 |
-936 |
S & P Midcap 400(CME) |
Jun11 |
110415 |
982.40 |
983.00 |
982.40 |
982.40 |
+9.60 |
3 |
1,499 |
-3 |
Sep11 |
110415 |
980.20 |
980.20 |
979.60 |
980.20 |
+9.60 |
|
|
|
Dec11 |
110415 |
978.60 |
978.60 |
978.00 |
978.60 |
+9.60 |
|
|
|
Total Volume and Open Interest |
3 |
1,499 |
-3 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110415 |
9640 |
9665 |
9565 |
9600 |
-30 |
8,918 |
54,802 |
+259 |
Sep11 |
110415 |
9630 |
9660 |
9630 |
9630 |
-30 |
0 |
10 |
+0 |
Total Volume and Open Interest |
8,918 |
54,812 |
+259 |
Nikkei 225(SGX) |
Jun11 |
110415 |
9605 |
9655 |
9550 |
9580 |
-55 |
99,883 |
235,229 |
+55 |
Sep11 |
110415 |
9600 |
9600 |
9580 |
9580 |
-50 |
41 |
1,348 |
-17 |
Dec11 |
110415 |
9525 |
9525 |
9525 |
9525 |
-50 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
100,025 |
247,119 |
+47 |
CAC 40(EURONEXT) |
Apr11 |
110415 |
3974.0 |
3976.0 |
3950.0 |
3963.0 |
-6.0 |
247,669 |
304,012 |
-25,257 |
May11 |
110415 |
3904.5 |
3916.0 |
3881.0 |
3906.0 |
+5.5 |
152,363 |
230,975 |
+79,825 |
Jun11 |
110415 |
3863.5 |
3870.0 |
3840.0 |
3863.5 |
+5.5 |
286 |
25,970 |
-440 |
Total Volume and Open Interest |
400,318 |
560,957 |
+54,128 |
Hang Seng Index(HKFE) |
Apr11 |
110415 |
24099 |
24254 |
23870 |
23962 |
-51 |
74,627 |
100,578 |
+1,233 |
May11 |
110415 |
23914 |
24080 |
23704 |
23797 |
-44 |
2,463 |
4,381 |
+1,254 |
Jun11 |
110415 |
23791 |
23924 |
23570 |
23646 |
-45 |
680 |
5,804 |
-82 |
Total Volume and Open Interest |
77,886 |
111,894 |
+2,419 |
DAX(EUREX) |
Jun11 |
110415 |
7172.0 |
7212.0 |
7160.5 |
7192.0 |
+23.5 |
134,371 |
181,929 |
+4,794 |
Sep11 |
110415 |
7217.0 |
7228.5 |
7188.0 |
7217.0 |
+23.5 |
102 |
5,374 |
+31 |
Dec11 |
110415 |
7245.5 |
7259.5 |
7243.5 |
7249.5 |
+24.0 |
47 |
628 |
+7 |
Total Volume and Open Interest |
134,520 |
187,931 |
+4,832 |
FT-SE 100(EURONEXT) |
Jun11 |
110415 |
5945.00 |
5971.00 |
5921.50 |
5953.00 |
+23.50 |
104,757 |
615,972 |
+8,093 |
Sep11 |
110415 |
5896.50 |
5918.00 |
5895.50 |
5918.00 |
+23.50 |
8 |
531 |
+7 |
Dec11 |
110415 |
5897.50 |
5897.50 |
5897.50 |
5897.50 |
+24.00 |
0 |
170 |
+0 |
Total Volume and Open Interest |
104,765 |
616,673 |
+8,100 |
SPI 200(SFE) |
Jun11 |
110415 |
4884.0 |
4905.0 |
4858.0 |
4863.0 |
-29.0 |
36,827 |
191,208 |
-1,204 |
Sep11 |
110415 |
4870.0 |
4882.0 |
4853.0 |
4853.0 |
-29.0 |
1 |
3,567 |
+0 |
Dec11 |
110415 |
4874.0 |
4874.0 |
4874.0 |
4874.0 |
-29.0 |
4 |
2,791 |
-3 |
Total Volume and Open Interest |
37,576 |
199,589 |
-843 |
GSCI(CME) |
May11 |
110415 |
80.54 |
89.34 |
77.64 |
86.64 |
+4.60 |
2,216 |
11,352 |
+1,882 |
Jun11 |
110415 |
87.89 |
90.14 |
78.64 |
87.89 |
+4.45 |
|
|
|
Jul11 |
110415 |
83.64 |
83.64 |
83.64 |
83.64 |
|
|
|
|
Reuters CCI(ICE) |
Jun11 |
110415 |
363.40 |
363.40 |
363.40 |
363.40 |
+1.60 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|