|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed April 20, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110420 |
1341.25 |
1373.25 |
1340.75 |
1357.75 |
+15.75 |
83,080 |
124,182 |
-10,256 |
Jul11 |
110420 |
1353.00 |
1385.00 |
1352.25 |
1369.25 |
+15.25 |
77,101 |
229,839 |
+7,870 |
Aug11 |
110420 |
1355.50 |
1387.00 |
1355.50 |
1371.25 |
+13.75 |
4,999 |
13,707 |
+313 |
Sep11 |
110420 |
1356.00 |
1384.25 |
1356.00 |
1368.50 |
+13.50 |
2,061 |
14,549 |
+24 |
Nov11 |
110420 |
1353.25 |
1384.00 |
1351.75 |
1366.00 |
+12.00 |
23,272 |
193,029 |
+1,512 |
Jan12 |
110420 |
1360.00 |
1391.50 |
1360.00 |
1373.25 |
+11.25 |
1,202 |
22,149 |
+10 |
Mar12 |
110420 |
1370.00 |
1389.25 |
1361.75 |
1374.00 |
+12.25 |
540 |
13,238 |
+40 |
Total Volume and Open Interest |
193,423 |
634,525 |
-252 |
Soybean Meal(CBOT) |
May11 |
110420 |
346.00 |
354.00 |
345.40 |
349.20 |
+2.80 |
28,735 |
39,391 |
-2,852 |
Jul11 |
110420 |
351.70 |
359.60 |
350.90 |
354.60 |
+2.70 |
24,401 |
80,942 |
+4,467 |
Aug11 |
110420 |
353.20 |
360.70 |
352.60 |
355.90 |
+2.30 |
2,216 |
21,310 |
+628 |
Sep11 |
110420 |
353.30 |
360.40 |
353.30 |
355.30 |
+1.80 |
960 |
14,446 |
-251 |
Oct11 |
110420 |
351.90 |
357.90 |
351.90 |
353.00 |
+1.30 |
907 |
13,563 |
+60 |
Dec11 |
110420 |
351.20 |
359.20 |
350.70 |
353.50 |
+1.50 |
5,698 |
45,989 |
+1,054 |
Jan12 |
110420 |
357.20 |
360.70 |
353.60 |
355.00 |
+1.40 |
156 |
3,342 |
+52 |
Mar12 |
110420 |
358.80 |
360.40 |
355.20 |
356.50 |
+1.30 |
215 |
3,151 |
+42 |
Total Volume and Open Interest |
63,519 |
227,892 |
+3,244 |
Soybean Oil(CBOT) |
May11 |
110420 |
57.58 |
58.80 |
57.50 |
58.14 |
+0.61 |
43,990 |
66,085 |
-7,141 |
Jul11 |
110420 |
58.17 |
59.44 |
58.13 |
58.79 |
+0.63 |
51,065 |
154,709 |
+7,770 |
Aug11 |
110420 |
58.83 |
59.69 |
58.82 |
59.06 |
+0.66 |
3,620 |
16,739 |
+83 |
Sep11 |
110420 |
59.03 |
59.94 |
59.03 |
59.32 |
+0.66 |
2,364 |
15,622 |
+587 |
Oct11 |
110420 |
58.87 |
60.05 |
58.86 |
59.40 |
+0.64 |
822 |
13,931 |
+128 |
Dec11 |
110420 |
58.97 |
60.26 |
58.97 |
59.61 |
+0.65 |
8,471 |
74,806 |
-562 |
Jan12 |
110420 |
60.05 |
60.30 |
59.11 |
59.71 |
+0.60 |
15 |
4,335 |
+1 |
Mar12 |
110420 |
59.98 |
60.30 |
59.06 |
59.69 |
+0.63 |
328 |
4,153 |
+42 |
Total Volume and Open Interest |
110,702 |
354,302 |
+906 |
Canola(WCE) |
May11 |
110420 |
572.8 |
582.8 |
571.1 |
574.0 |
+3.6 |
10,482 |
31,585 |
-6,863 |
Jul11 |
110420 |
581.8 |
591.6 |
581.8 |
583.8 |
+4.5 |
9,452 |
63,014 |
+4,213 |
Nov11 |
110420 |
580.9 |
588.1 |
577.8 |
582.8 |
+4.5 |
3,443 |
74,984 |
+1,136 |
Jan12 |
110420 |
584.0 |
593.9 |
584.0 |
589.2 |
+3.9 |
32 |
4,728 |
+0 |
Mar12 |
110420 |
589.2 |
595.7 |
589.2 |
591.2 |
+4.6 |
6 |
1,042 |
+6 |
Total Volume and Open Interest |
23,457 |
177,506 |
-1,490 |
Corn(CBOT) |
May11 |
110420 |
749.00 |
768.00 |
728.75 |
732.75 |
-16.25 |
196,248 |
301,301 |
-20,719 |
Jul11 |
110420 |
757.25 |
775.75 |
736.50 |
740.50 |
-16.50 |
198,752 |
598,727 |
+23,566 |
Sep11 |
110420 |
715.00 |
728.75 |
693.25 |
697.25 |
-18.25 |
17,961 |
136,446 |
+1,953 |
Dec11 |
110420 |
675.00 |
684.00 |
652.00 |
655.50 |
-20.50 |
59,590 |
440,765 |
+4,426 |
Mar12 |
110420 |
683.75 |
692.00 |
660.00 |
663.25 |
-21.00 |
3,995 |
68,854 |
+684 |
May12 |
110420 |
689.50 |
698.00 |
667.25 |
669.75 |
-21.25 |
732 |
13,786 |
+175 |
Total Volume and Open Interest |
478,935 |
1,637,914 |
+10,248 |
Wheat(CBOT) |
May11 |
110420 |
785.75 |
808.50 |
780.25 |
785.00 |
-0.75 |
47,853 |
65,427 |
-7,156 |
Jul11 |
110420 |
821.50 |
843.75 |
816.25 |
820.75 |
-0.25 |
48,338 |
213,295 |
+4,805 |
Sep11 |
110420 |
860.00 |
882.25 |
855.25 |
859.75 |
+1.00 |
8,372 |
62,853 |
+1,255 |
Dec11 |
110420 |
894.00 |
918.00 |
891.75 |
896.25 |
+3.50 |
12,115 |
102,351 |
+1,292 |
Mar12 |
110420 |
918.00 |
942.25 |
918.00 |
924.75 |
+6.00 |
356 |
12,354 |
+86 |
Total Volume and Open Interest |
117,838 |
485,965 |
+608 |
Wheat(KCBT) |
May11 |
110420 |
924.50 |
950.00 |
916.00 |
920.00 |
-6.00 |
12,353 |
39,043 |
-4,434 |
Jul11 |
110420 |
935.50 |
960.75 |
926.50 |
930.75 |
-6.00 |
10,859 |
85,822 |
+2,251 |
Sep11 |
110420 |
950.00 |
974.25 |
941.00 |
945.00 |
-5.75 |
2,358 |
25,108 |
+814 |
Dec11 |
110420 |
970.00 |
993.50 |
960.25 |
964.25 |
-5.50 |
2,317 |
30,347 |
+165 |
Mar12 |
110420 |
983.25 |
1000.75 |
972.50 |
974.75 |
-5.25 |
162 |
3,986 |
-230 |
Total Volume and Open Interest |
28,160 |
190,481 |
-1,381 |
Wheat(MGE) |
May11 |
110420 |
943.00 |
968.75 |
934.50 |
938.75 |
-4.25 |
2,626 |
10,060 |
-247 |
Jul11 |
110420 |
950.50 |
977.50 |
943.75 |
948.50 |
-3.00 |
2,093 |
19,119 |
+23 |
Sep11 |
110420 |
954.00 |
981.50 |
948.75 |
952.25 |
-3.00 |
1,153 |
15,430 |
+50 |
Dec11 |
110420 |
970.00 |
993.00 |
960.50 |
964.50 |
-3.25 |
1,033 |
12,417 |
+60 |
Mar12 |
110420 |
980.00 |
1000.50 |
972.50 |
974.25 |
-2.00 |
68 |
2,126 |
+16 |
Total Volume and Open Interest |
7,025 |
61,312 |
-89 |
Oats(CBOT) |
May11 |
110420 |
391.25 |
404.00 |
385.75 |
387.50 |
-6.50 |
674 |
2,776 |
-364 |
Jul11 |
110420 |
403.00 |
413.50 |
395.25 |
397.00 |
-6.50 |
445 |
7,888 |
+162 |
Sep11 |
110420 |
410.00 |
416.00 |
402.00 |
402.00 |
-6.50 |
0 |
227 |
+0 |
Dec11 |
110420 |
412.50 |
419.00 |
407.00 |
407.00 |
-6.50 |
149 |
2,631 |
+30 |
Total Volume and Open Interest |
1,268 |
13,527 |
-172 |
Rough Rice(CBOT) |
May11 |
110420 |
13.67 |
14.14 |
13.64 |
13.90 |
+0.22 |
631 |
6,900 |
-321 |
Jul11 |
110420 |
13.97 |
14.47 |
13.97 |
14.22 |
+0.20 |
461 |
11,737 |
+201 |
Sep11 |
110420 |
14.82 |
15.18 |
14.82 |
14.97 |
+0.19 |
37 |
4,293 |
+18 |
Nov11 |
110420 |
15.29 |
15.47 |
15.06 |
15.27 |
+0.20 |
13 |
918 |
+5 |
Total Volume and Open Interest |
1,142 |
24,320 |
-97 |
Live Cattle(CME) |
Apr11 |
110420 |
119.385 |
120.230 |
117.650 |
119.000 |
-0.250 |
2,538 |
14,683 |
-982 |
Jun11 |
110420 |
117.250 |
117.980 |
115.150 |
116.500 |
-0.680 |
19,718 |
167,227 |
-821 |
Aug11 |
110420 |
118.330 |
119.000 |
116.450 |
117.700 |
-0.480 |
8,982 |
86,446 |
+569 |
Oct11 |
110420 |
122.980 |
123.650 |
121.500 |
122.500 |
-0.480 |
4,602 |
53,388 |
+673 |
Dec11 |
110420 |
124.080 |
124.650 |
122.680 |
123.635 |
-0.345 |
3,034 |
39,874 |
-177 |
Feb12 |
110420 |
124.200 |
124.650 |
122.800 |
123.750 |
-0.330 |
528 |
10,890 |
+176 |
Total Volume and Open Interest |
39,711 |
377,888 |
-507 |
Feeder Cattle(CME) |
Apr11 |
110420 |
132.750 |
132.950 |
132.400 |
132.700 |
-0.150 |
619 |
1,651 |
-212 |
May11 |
110420 |
134.750 |
135.500 |
133.000 |
134.300 |
-0.185 |
2,220 |
9,796 |
-695 |
Aug11 |
110420 |
138.325 |
139.300 |
136.935 |
138.485 |
+0.250 |
6,353 |
22,406 |
+219 |
Sep11 |
110420 |
139.000 |
139.900 |
137.535 |
139.075 |
+0.140 |
362 |
4,379 |
-30 |
Oct11 |
110420 |
139.000 |
139.900 |
137.630 |
138.850 |
-0.030 |
406 |
2,355 |
+70 |
Nov11 |
110420 |
138.900 |
139.825 |
137.900 |
139.035 |
+0.035 |
206 |
1,274 |
+24 |
Jan12 |
110420 |
138.000 |
138.100 |
136.450 |
136.700 |
-0.300 |
63 |
295 |
+23 |
Total Volume and Open Interest |
10,229 |
42,170 |
-601 |
Lean Hogs(CME) |
May11 |
110420 |
103.050 |
103.430 |
101.885 |
102.900 |
-0.135 |
308 |
5,261 |
+45 |
Jun11 |
110420 |
102.000 |
102.900 |
100.785 |
101.400 |
-0.635 |
10,289 |
89,893 |
-294 |
Jul11 |
110420 |
101.830 |
102.635 |
100.785 |
101.180 |
-0.550 |
2,038 |
30,511 |
-191 |
Aug11 |
110420 |
102.100 |
102.550 |
100.800 |
101.285 |
-0.615 |
1,657 |
35,359 |
+349 |
Oct11 |
110420 |
92.900 |
93.550 |
92.300 |
92.850 |
+0.020 |
1,501 |
32,902 |
+150 |
Dec11 |
110420 |
88.900 |
89.350 |
88.150 |
88.800 |
+0.015 |
1,294 |
25,311 |
+141 |
Feb12 |
110420 |
89.000 |
89.500 |
88.480 |
88.850 |
-0.050 |
422 |
5,805 |
+247 |
Apr12 |
110420 |
89.700 |
90.400 |
89.400 |
90.050 |
+0.350 |
28 |
3,713 |
-11 |
Total Volume and Open Interest |
17,542 |
230,556 |
+431 |
Class III Milk(CME) |
Apr11 |
110420 |
16.72 |
16.74 |
16.71 |
16.74 |
unch |
2 |
5,439 |
+0 |
May11 |
110420 |
16.43 |
16.54 |
16.33 |
16.41 |
+0.05 |
346 |
5,567 |
-94 |
Jun11 |
110420 |
17.02 |
17.25 |
16.92 |
17.15 |
+0.18 |
145 |
4,391 |
-19 |
Jul11 |
110420 |
17.46 |
17.53 |
17.36 |
17.52 |
+0.16 |
76 |
3,382 |
-11 |
Aug11 |
110420 |
17.78 |
17.82 |
17.72 |
17.82 |
+0.10 |
31 |
3,206 |
+7 |
Total Volume and Open Interest |
700 |
35,030 |
-92 |
Cocoa(ICE) |
May11 |
110420 |
3156 |
3185 |
3093 |
3131 |
+14 |
71 |
481 |
-27 |
Jul11 |
110420 |
3086 |
3130 |
3055 |
3106 |
+39 |
10,889 |
72,451 |
+28 |
Sep11 |
110420 |
3099 |
3140 |
3069 |
3116 |
+35 |
1,084 |
23,134 |
+282 |
Dec11 |
110420 |
3119 |
3156 |
3090 |
3135 |
+32 |
655 |
22,827 |
+210 |
Mar12 |
110420 |
3187 |
3208 |
3183 |
3188 |
+36 |
471 |
23,051 |
+274 |
May12 |
110420 |
3183 |
3183 |
3183 |
3183 |
+36 |
124 |
5,715 |
-10 |
Jul12 |
110420 |
3178 |
3178 |
3178 |
3178 |
+36 |
164 |
1,519 |
+6 |
Total Volume and Open Interest |
13,628 |
153,610 |
+818 |
Coffee "C"(ICE) |
May11 |
110420 |
292.10 |
298.50 |
291.40 |
294.40 |
+3.20 |
13,163 |
8,196 |
-7,233 |
Jul11 |
110420 |
294.25 |
302.50 |
294.25 |
299.45 |
+5.20 |
17,098 |
68,160 |
+2,566 |
Sep11 |
110420 |
296.95 |
304.65 |
296.95 |
302.05 |
+5.35 |
1,989 |
17,166 |
-217 |
Dec11 |
110420 |
299.25 |
307.00 |
299.25 |
304.35 |
+5.10 |
766 |
17,696 |
+233 |
Mar12 |
110420 |
299.20 |
307.00 |
299.20 |
304.40 |
+4.70 |
140 |
3,527 |
+25 |
May12 |
110420 |
300.00 |
306.00 |
300.00 |
304.10 |
+4.00 |
62 |
2,069 |
+15 |
Total Volume and Open Interest |
33,284 |
118,279 |
-4,559 |
Orange Juice(ICE) |
May11 |
110420 |
170.40 |
173.40 |
170.40 |
172.40 |
+2.40 |
1,762 |
6,197 |
-1,600 |
Jul11 |
110420 |
168.50 |
171.25 |
168.50 |
170.45 |
+2.25 |
2,090 |
18,827 |
+1,677 |
Sep11 |
110420 |
165.00 |
167.00 |
165.00 |
166.55 |
+2.45 |
26 |
1,557 |
+14 |
Nov11 |
110420 |
162.10 |
162.95 |
161.55 |
162.95 |
+2.65 |
1 |
1,387 |
+0 |
Jan12 |
110420 |
161.75 |
161.75 |
161.35 |
161.75 |
+2.00 |
0 |
169 |
+0 |
Mar12 |
110420 |
161.95 |
161.95 |
161.95 |
161.95 |
+2.20 |
0 |
40 |
+0 |
Total Volume and Open Interest |
3,879 |
28,184 |
+91 |
Sugar #11(ICE) |
May11 |
110420 |
24.48 |
25.30 |
24.47 |
25.20 |
+0.93 |
31,949 |
82,846 |
-8,060 |
Jul11 |
110420 |
22.79 |
23.67 |
22.78 |
23.53 |
+0.91 |
46,310 |
274,301 |
+5,109 |
Oct11 |
110420 |
22.82 |
23.58 |
22.82 |
23.47 |
+0.75 |
13,512 |
118,851 |
+402 |
Mar12 |
110420 |
22.98 |
23.69 |
22.98 |
23.57 |
+0.75 |
4,151 |
71,085 |
+470 |
May12 |
110420 |
22.64 |
23.23 |
22.64 |
23.17 |
+0.67 |
1,205 |
19,909 |
+62 |
Total Volume and Open Interest |
98,458 |
618,630 |
-1,930 |
London Cocoa(LCE) |
May11 |
110420 |
1929 |
1936 |
1910 |
1912 |
-12 |
2,499 |
44,126 |
+452 |
Jul11 |
110420 |
1935 |
1942 |
1918 |
1922 |
-7 |
3,658 |
58,055 |
+506 |
Sep11 |
110420 |
1950 |
1956 |
1935 |
1937 |
-8 |
1,450 |
31,855 |
+862 |
Dec11 |
110420 |
1967 |
1972 |
1955 |
1957 |
-4 |
1,747 |
32,059 |
+317 |
Mar12 |
110420 |
1983 |
1987 |
1971 |
1973 |
-5 |
220 |
26,624 |
-179 |
May12 |
110420 |
1992 |
1994 |
1982 |
1985 |
-4 |
56 |
7,716 |
-51 |
Jul12 |
110420 |
1993 |
1993 |
1993 |
1993 |
-3 |
0 |
3,959 |
-10 |
Total Volume and Open Interest |
9,630 |
214,219 |
+1,897 |
London Sugar(LCE) |
Aug11 |
110420 |
625.70 |
641.50 |
625.70 |
638.70 |
+13.70 |
2,672 |
26,427 |
-4,088 |
Oct11 |
110420 |
608.80 |
618.90 |
608.70 |
615.70 |
+9.90 |
688 |
7,886 |
+154 |
Dec11 |
110420 |
605.20 |
616.70 |
605.20 |
615.50 |
+10.30 |
225 |
2,268 |
+104 |
Mar12 |
110420 |
601.50 |
613.30 |
601.10 |
613.30 |
+11.40 |
61 |
1,650 |
+36 |
May12 |
110420 |
587.60 |
597.60 |
587.60 |
597.60 |
+8.80 |
40 |
1,030 |
+16 |
Total Volume and Open Interest |
3,749 |
39,887 |
-3,717 |
Cotton(ICE) |
May11 |
110420 |
190.30 |
193.75 |
183.02 |
183.17 |
-6.65 |
13,327 |
30,203 |
-11,083 |
Jul11 |
110420 |
171.00 |
174.60 |
166.27 |
167.06 |
-4.10 |
17,585 |
76,955 |
+1,164 |
Oct11 |
110420 |
150.99 |
150.99 |
147.00 |
147.00 |
-1.73 |
8 |
464 |
+6 |
Dec11 |
110420 |
128.65 |
132.39 |
128.40 |
128.80 |
+0.07 |
2,561 |
60,686 |
+104 |
Mar12 |
110420 |
121.20 |
123.15 |
119.45 |
120.68 |
-0.29 |
424 |
7,343 |
+225 |
May12 |
110420 |
115.00 |
116.30 |
113.55 |
114.35 |
-0.42 |
129 |
2,216 |
+88 |
Total Volume and Open Interest |
34,202 |
182,494 |
-9,425 |
Lumber(CME) |
May11 |
110420 |
244.2 |
245.7 |
234.0 |
234.1 |
-9.9 |
403 |
2,751 |
-68 |
Jul11 |
110420 |
267.5 |
268.9 |
256.5 |
256.6 |
-9.9 |
640 |
5,441 |
+4 |
Sep11 |
110420 |
286.9 |
287.0 |
275.5 |
276.5 |
-9.0 |
148 |
1,356 |
+25 |
Nov11 |
110420 |
281.0 |
282.4 |
275.1 |
279.0 |
-6.0 |
26 |
310 |
+14 |
Total Volume and Open Interest |
1,217 |
9,869 |
-25 |
Crude Oil(NYM) |
May11 |
110419 |
107.52 |
108.45 |
105.50 |
108.15 |
+1.03 |
224,394 |
60,327 |
-27,428 |
Jun11 |
110420 |
108.45 |
111.66 |
107.96 |
111.45 |
+3.17 |
288,280 |
351,785 |
+28,323 |
Jul11 |
110420 |
108.88 |
112.09 |
108.38 |
111.91 |
+3.18 |
40,338 |
186,376 |
+629 |
Aug11 |
110420 |
108.65 |
112.30 |
108.65 |
112.17 |
+3.18 |
20,204 |
68,123 |
+2,340 |
Sep11 |
110420 |
109.12 |
112.40 |
109.10 |
112.28 |
+3.17 |
18,871 |
64,234 |
-56 |
Oct11 |
110420 |
109.95 |
112.34 |
109.89 |
112.30 |
+3.13 |
8,378 |
38,307 |
+131 |
Nov11 |
110420 |
109.99 |
112.29 |
109.99 |
112.29 |
+3.08 |
5,582 |
36,266 |
-128 |
Dec11 |
110420 |
109.19 |
112.33 |
109.19 |
112.25 |
+3.03 |
33,337 |
186,699 |
-1,117 |
Jan12 |
110420 |
110.50 |
112.09 |
110.16 |
112.09 |
+2.97 |
1,476 |
35,722 |
-22 |
Feb12 |
110420 |
109.90 |
111.89 |
109.90 |
111.89 |
+2.91 |
1,209 |
16,874 |
-210 |
Mar12 |
110420 |
109.75 |
111.74 |
109.75 |
111.68 |
+2.88 |
933 |
30,238 |
+268 |
Apr12 |
110420 |
111.05 |
111.40 |
111.05 |
111.40 |
+2.84 |
930 |
13,802 |
+210 |
May12 |
110420 |
109.71 |
111.09 |
109.71 |
111.09 |
+2.80 |
1,197 |
12,703 |
+267 |
Jun12 |
110420 |
108.04 |
110.77 |
108.04 |
110.74 |
+2.75 |
2,867 |
67,547 |
+284 |
Jul12 |
110420 |
109.82 |
110.33 |
109.82 |
110.33 |
+2.70 |
349 |
16,384 |
+71 |
Aug12 |
110420 |
109.60 |
109.92 |
109.60 |
109.92 |
+2.66 |
279 |
10,659 |
+90 |
Total Volume and Open Interest |
574,331 |
1,545,215 |
-7,807 |
e-miNY Crude Oil(NYM) |
Apr11 |
110321 |
102.050 |
103.350 |
101.650 |
102.325 |
+1.250 |
11,151 |
2,230 |
-312 |
May11 |
110418 |
109.350 |
109.350 |
106.525 |
107.125 |
-2.525 |
9,006 |
2,887 |
-244 |
Jun11 |
110420 |
108.425 |
111.650 |
107.975 |
111.450 |
+3.175 |
7,237 |
2,216 |
+317 |
Jul11 |
110420 |
108.825 |
112.000 |
108.550 |
111.900 |
+3.175 |
134 |
402 |
+26 |
Aug11 |
110420 |
109.900 |
112.200 |
109.800 |
112.175 |
+3.175 |
23 |
59 |
+1 |
Sep11 |
110420 |
110.000 |
112.275 |
110.000 |
112.275 |
+3.175 |
6 |
50 |
-1 |
Oct11 |
110420 |
110.325 |
112.300 |
110.325 |
112.300 |
+3.125 |
0 |
42 |
+0 |
Nov11 |
110420 |
110.400 |
112.300 |
110.400 |
112.300 |
+3.100 |
0 |
11 |
+0 |
Dec11 |
110420 |
110.000 |
112.250 |
110.000 |
112.250 |
+3.025 |
25 |
254 |
+2 |
Jan12 |
110420 |
112.100 |
112.100 |
112.100 |
112.100 |
+2.975 |
0 |
5 |
+0 |
Total Volume and Open Interest |
7,426 |
3,173 |
-2,155 |
Heating Oil(NYM) |
May11 |
110420 |
315.70 |
323.37 |
315.11 |
322.14 |
+6.29 |
34,459 |
59,318 |
-6,532 |
Jun11 |
110420 |
316.77 |
324.80 |
316.38 |
323.59 |
+6.34 |
34,571 |
86,997 |
+8,284 |
Jul11 |
110420 |
318.62 |
326.48 |
318.61 |
325.33 |
+6.38 |
10,113 |
42,502 |
+845 |
Aug11 |
110420 |
322.55 |
328.15 |
322.04 |
327.04 |
+6.42 |
5,241 |
25,361 |
+620 |
Sep11 |
110420 |
324.37 |
329.62 |
324.04 |
328.68 |
+6.42 |
4,075 |
19,500 |
+963 |
Oct11 |
110420 |
326.03 |
331.41 |
325.71 |
330.30 |
+6.39 |
1,225 |
9,175 |
+103 |
Nov11 |
110420 |
327.83 |
332.37 |
327.79 |
331.88 |
+6.29 |
352 |
8,080 |
+68 |
Dec11 |
110420 |
327.23 |
334.52 |
327.19 |
333.38 |
+6.15 |
4,936 |
30,766 |
-162 |
Jan12 |
110420 |
330.70 |
335.25 |
330.70 |
334.84 |
+6.02 |
650 |
10,112 |
-7 |
Feb12 |
110420 |
331.12 |
334.91 |
331.12 |
334.91 |
+5.99 |
594 |
4,357 |
+161 |
Mar12 |
110420 |
329.65 |
334.00 |
329.65 |
333.34 |
+5.92 |
424 |
2,514 |
-23 |
Apr12 |
110420 |
326.92 |
330.59 |
326.92 |
330.59 |
+5.92 |
48 |
1,012 |
-10 |
Total Volume and Open Interest |
97,265 |
315,486 |
+4,285 |
Gasoline(NYMEX) |
May11 |
110420 |
322.96 |
328.16 |
322.55 |
327.73 |
+4.42 |
35,964 |
56,811 |
-6,166 |
Jun11 |
110420 |
319.58 |
325.27 |
319.00 |
324.84 |
+4.91 |
36,524 |
78,052 |
+4,377 |
Jul11 |
110420 |
318.95 |
322.67 |
318.00 |
322.39 |
+5.17 |
12,969 |
41,997 |
-559 |
Aug11 |
110420 |
316.81 |
320.15 |
316.09 |
319.97 |
+5.20 |
6,616 |
20,123 |
+457 |
Sep11 |
110420 |
312.03 |
317.28 |
312.03 |
317.24 |
+5.20 |
3,957 |
20,246 |
+513 |
Oct11 |
110420 |
299.26 |
302.36 |
298.21 |
302.29 |
+5.40 |
1,977 |
17,776 |
+216 |
Nov11 |
110420 |
295.17 |
299.05 |
295.17 |
299.05 |
+5.49 |
1,161 |
7,490 |
-33 |
Dec11 |
110420 |
292.04 |
297.60 |
292.04 |
297.54 |
+5.50 |
2,944 |
25,127 |
-50 |
Jan12 |
110420 |
295.49 |
297.62 |
295.49 |
297.62 |
+5.51 |
949 |
6,406 |
-232 |
Feb12 |
110420 |
298.92 |
298.92 |
298.92 |
298.92 |
+5.49 |
312 |
2,673 |
-16 |
Total Volume and Open Interest |
104,601 |
293,374 |
-1,219 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110420 |
327.70 |
327.73 |
327.70 |
327.70 |
+2.40 |
0 |
3 |
+0 |
Jun11 |
110420 |
324.80 |
324.84 |
324.80 |
324.80 |
+4.90 |
0 |
1 |
+0 |
Jul11 |
110420 |
322.40 |
322.40 |
322.39 |
322.40 |
+5.20 |
0 |
1 |
+0 |
Aug11 |
110420 |
320.00 |
320.00 |
319.97 |
320.00 |
+5.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
May11 |
110420 |
4.281 |
4.344 |
4.271 |
4.310 |
+0.048 |
158,471 |
89,434 |
-12,512 |
Jun11 |
110420 |
4.338 |
4.388 |
4.317 |
4.357 |
+0.047 |
73,559 |
151,601 |
+13,034 |
Jul11 |
110420 |
4.401 |
4.454 |
4.387 |
4.429 |
+0.047 |
29,819 |
199,371 |
+1,853 |
Aug11 |
110420 |
4.440 |
4.498 |
4.430 |
4.476 |
+0.050 |
9,138 |
60,115 |
+908 |
Sep11 |
110420 |
4.468 |
4.508 |
4.449 |
4.489 |
+0.051 |
5,117 |
71,288 |
-43 |
Oct11 |
110420 |
4.510 |
4.552 |
4.485 |
4.531 |
+0.050 |
14,208 |
81,603 |
-103 |
Nov11 |
110420 |
4.684 |
4.700 |
4.650 |
4.689 |
+0.051 |
6,497 |
33,995 |
+59 |
Dec11 |
110420 |
4.889 |
4.927 |
4.868 |
4.915 |
+0.050 |
5,115 |
29,354 |
+246 |
Jan12 |
110420 |
4.995 |
5.040 |
4.984 |
5.029 |
+0.050 |
9,197 |
84,050 |
+639 |
Feb12 |
110420 |
4.961 |
5.020 |
4.961 |
5.010 |
+0.048 |
1,550 |
16,531 |
+281 |
Mar12 |
110420 |
4.907 |
4.948 |
4.901 |
4.944 |
+0.049 |
2,468 |
31,498 |
-21 |
Apr12 |
110420 |
4.765 |
4.813 |
4.765 |
4.804 |
+0.046 |
2,776 |
32,092 |
-419 |
May12 |
110420 |
4.790 |
4.830 |
4.790 |
4.824 |
+0.044 |
1,478 |
9,400 |
+397 |
Jun12 |
110420 |
4.830 |
4.865 |
4.830 |
4.859 |
+0.043 |
64 |
5,548 |
+25 |
Jul12 |
110420 |
4.874 |
4.909 |
4.874 |
4.904 |
+0.043 |
81 |
5,190 |
+21 |
Aug12 |
110420 |
4.934 |
4.934 |
4.927 |
4.929 |
+0.044 |
45 |
5,689 |
+23 |
Total Volume and Open Interest |
320,315 |
983,802 |
+4,482 |
Brent Crude Oil(ICE) |
Jun11 |
110420 |
121.22 |
124.23 |
121.10 |
123.85 |
+2.52 |
158,605 |
243,085 |
-5,391 |
Jul11 |
110420 |
120.96 |
123.87 |
120.83 |
123.50 |
+2.47 |
50,022 |
128,670 |
+8,364 |
Aug11 |
110420 |
120.60 |
123.47 |
120.52 |
123.14 |
+2.44 |
19,955 |
46,895 |
+1,561 |
Sep11 |
110420 |
120.24 |
122.95 |
120.13 |
122.73 |
+2.42 |
12,065 |
43,008 |
-59 |
Oct11 |
110420 |
119.88 |
122.55 |
119.77 |
122.34 |
+2.40 |
5,701 |
27,203 |
+905 |
Nov11 |
110420 |
120.19 |
122.15 |
120.02 |
121.95 |
+2.39 |
5,077 |
21,794 |
-198 |
Dec11 |
110420 |
119.14 |
121.83 |
119.03 |
121.56 |
+2.38 |
29,195 |
97,871 |
-2,734 |
Jan12 |
110420 |
120.07 |
121.35 |
120.07 |
121.20 |
+2.34 |
2,531 |
19,017 |
-625 |
Feb12 |
110420 |
118.92 |
120.83 |
118.92 |
120.83 |
+2.30 |
2,472 |
13,784 |
+448 |
Mar12 |
110420 |
118.93 |
120.46 |
118.93 |
120.46 |
+2.27 |
1,268 |
29,434 |
-42 |
Apr12 |
110420 |
118.50 |
120.05 |
118.50 |
120.05 |
+2.26 |
734 |
5,502 |
-123 |
May12 |
110420 |
119.63 |
119.63 |
119.63 |
119.63 |
+2.24 |
901 |
5,611 |
+185 |
Jun12 |
110420 |
116.98 |
119.41 |
116.98 |
119.20 |
+2.22 |
3,521 |
35,100 |
-453 |
Jul12 |
110420 |
118.74 |
118.74 |
118.74 |
118.74 |
+2.22 |
218 |
2,268 |
-26 |
Total Volume and Open Interest |
304,347 |
839,442 |
+3,128 |
Gas Oil(ICE) |
May11 |
110420 |
1003.75 |
1027.50 |
1003.00 |
1020.50 |
+20.25 |
51,726 |
119,036 |
-9,433 |
Jun11 |
110420 |
1006.75 |
1031.00 |
1005.75 |
1023.50 |
+20.25 |
66,626 |
120,629 |
+2,455 |
Jul11 |
110420 |
1009.25 |
1033.50 |
1009.00 |
1026.50 |
+20.50 |
16,515 |
56,074 |
+1,202 |
Aug11 |
110420 |
1019.25 |
1036.00 |
1017.00 |
1029.50 |
+20.75 |
10,262 |
29,391 |
+2,446 |
Sep11 |
110420 |
1022.00 |
1037.75 |
1019.75 |
1032.25 |
+20.75 |
4,743 |
45,526 |
-527 |
Oct11 |
110420 |
1023.75 |
1040.50 |
1022.75 |
1034.00 |
+20.50 |
7,227 |
30,603 |
+1,845 |
Nov11 |
110420 |
1024.25 |
1037.25 |
1023.75 |
1034.00 |
+20.25 |
4,450 |
19,981 |
+447 |
Dec11 |
110420 |
1023.25 |
1041.75 |
1023.25 |
1034.75 |
+20.00 |
10,940 |
68,682 |
+1,282 |
Jan12 |
110420 |
1030.00 |
1040.00 |
1030.00 |
1036.75 |
+19.75 |
375 |
24,169 |
-17 |
Feb12 |
110420 |
1030.75 |
1036.25 |
1030.75 |
1036.25 |
+19.50 |
191 |
6,483 |
-13 |
Total Volume and Open Interest |
175,530 |
605,594 |
-248 |
Ethanol(CBOT) |
Apr11 |
110405 |
2.695 |
2.710 |
2.695 |
2.706 |
-0.009 |
94 |
259 |
-79 |
May11 |
110420 |
2.660 |
2.660 |
2.565 |
2.569 |
-0.052 |
63 |
873 |
+33 |
Jun11 |
110420 |
2.665 |
2.682 |
2.565 |
2.573 |
-0.056 |
136 |
1,060 |
+14 |
Jul11 |
110420 |
2.670 |
2.670 |
2.574 |
2.576 |
-0.066 |
118 |
1,130 |
-36 |
Aug11 |
110420 |
2.650 |
2.678 |
2.570 |
2.576 |
-0.066 |
34 |
664 |
-11 |
Sep11 |
110420 |
2.630 |
2.645 |
2.535 |
2.543 |
-0.063 |
15 |
937 |
+8 |
Oct11 |
110420 |
2.515 |
2.540 |
2.424 |
2.441 |
-0.050 |
32 |
790 |
+19 |
Nov11 |
110420 |
2.430 |
2.436 |
2.430 |
2.432 |
-0.029 |
12 |
577 |
+5 |
Total Volume and Open Interest |
468 |
7,442 |
+61 |
WTI Crude Oil(ICE |
Jun11 |
110420 |
108.30 |
111.65 |
108.24 |
111.45 |
+3.17 |
60,589 |
101,784 |
+517 |
Jul11 |
110420 |
108.78 |
112.08 |
108.78 |
111.91 |
+3.18 |
13,415 |
73,187 |
+763 |
Aug11 |
110420 |
109.07 |
112.23 |
109.07 |
112.17 |
+3.18 |
7,256 |
25,582 |
-485 |
Sep11 |
110420 |
109.83 |
112.31 |
109.83 |
112.28 |
+3.17 |
6,612 |
28,523 |
-238 |
Oct11 |
110420 |
109.87 |
112.33 |
109.87 |
112.30 |
+3.13 |
3,120 |
19,450 |
-301 |
Nov11 |
110420 |
110.35 |
112.29 |
110.18 |
112.29 |
+3.08 |
1,556 |
14,553 |
-120 |
Dec11 |
110420 |
109.91 |
112.35 |
109.91 |
112.25 |
+3.03 |
14,888 |
86,164 |
-826 |
Jan12 |
110420 |
111.05 |
112.18 |
110.97 |
112.09 |
+2.97 |
903 |
11,819 |
-343 |
Feb12 |
110420 |
109.89 |
111.98 |
109.89 |
111.89 |
+2.91 |
173 |
2,768 |
+18 |
Mar12 |
110420 |
111.68 |
111.68 |
111.68 |
111.68 |
+2.88 |
700 |
10,718 |
+38 |
Apr12 |
110420 |
111.40 |
111.40 |
111.40 |
111.40 |
+2.84 |
121 |
3,204 |
+10 |
May12 |
110420 |
111.09 |
111.09 |
111.09 |
111.09 |
+2.80 |
151 |
1,876 |
+54 |
Jun12 |
110420 |
109.27 |
110.74 |
108.87 |
110.74 |
+2.75 |
1,178 |
26,323 |
-146 |
Jul12 |
110420 |
110.33 |
110.33 |
110.33 |
110.33 |
+2.70 |
0 |
1,133 |
+0 |
Aug12 |
110420 |
109.92 |
109.92 |
109.92 |
109.92 |
+2.66 |
20 |
796 |
+20 |
Sep12 |
110420 |
109.54 |
109.54 |
109.54 |
109.54 |
+2.61 |
20 |
3,828 |
+0 |
Total Volume and Open Interest |
116,926 |
516,048 |
-30,055 |
US Dollar Index(ICE) |
Jun11 |
110420 |
75.190 |
75.210 |
74.455 |
74.567 |
-0.683 |
39,092 |
49,319 |
+744 |
Sep11 |
110420 |
75.530 |
75.530 |
74.950 |
75.012 |
-0.663 |
80 |
596 |
+25 |
Dec11 |
110420 |
75.457 |
75.457 |
75.457 |
75.457 |
-0.643 |
0 |
1 |
+0 |
Total Volume and Open Interest |
39,172 |
49,917 |
+769 |
Australian Dollar(CME) |
Jun11 |
110420 |
104.58 |
106.50 |
104.47 |
106.04 |
+1.57 |
118,116 |
147,213 |
+986 |
Sep11 |
110420 |
103.79 |
104.85 |
103.20 |
104.74 |
+1.54 |
85 |
705 |
+10 |
Dec11 |
110420 |
103.54 |
103.54 |
102.03 |
103.54 |
+1.51 |
4 |
58 |
+1 |
Total Volume and Open Interest |
118,205 |
147,976 |
+997 |
British Pound(CME) |
Jun11 |
110420 |
163.09 |
164.18 |
162.96 |
163.97 |
+0.93 |
157,132 |
109,986 |
-3,058 |
Sep11 |
110420 |
163.20 |
163.73 |
162.80 |
163.73 |
+0.93 |
47 |
381 |
+13 |
Dec11 |
110420 |
162.86 |
163.48 |
162.52 |
163.48 |
+0.96 |
0 |
37 |
+0 |
Total Volume and Open Interest |
157,179 |
110,409 |
-3,045 |
Canadian Dollar(CME) |
Jun11 |
110420 |
104.45 |
105.17 |
104.37 |
104.64 |
+0.27 |
97,236 |
135,605 |
-2,273 |
Sep11 |
110420 |
104.27 |
104.85 |
104.10 |
104.37 |
+0.27 |
326 |
2,750 |
+140 |
Dec11 |
110420 |
104.00 |
104.50 |
103.80 |
104.07 |
+0.27 |
41 |
2,441 |
+24 |
Mar12 |
110420 |
103.71 |
103.73 |
103.46 |
103.73 |
+0.27 |
52 |
271 |
+53 |
Total Volume and Open Interest |
97,657 |
141,097 |
-2,054 |
Japanese Yen(CME) |
Jun11 |
110420 |
121.14 |
121.60 |
120.35 |
121.39 |
unch |
152,191 |
131,174 |
-921 |
Sep11 |
110420 |
121.01 |
121.63 |
120.58 |
121.48 |
-0.01 |
434 |
1,201 |
+29 |
Dec11 |
110420 |
120.85 |
121.62 |
120.85 |
121.61 |
-0.01 |
25 |
118 |
+2 |
Total Volume and Open Interest |
152,650 |
132,500 |
-890 |
Swiss Franc(CME) |
Jun11 |
110420 |
111.20 |
112.72 |
111.15 |
112.53 |
+1.29 |
55,402 |
67,287 |
+2,551 |
Sep11 |
110420 |
111.45 |
112.57 |
111.29 |
112.57 |
+1.28 |
147 |
117 |
+3 |
Dec11 |
110420 |
112.60 |
112.60 |
111.33 |
112.60 |
+1.27 |
0 |
11 |
+0 |
Total Volume and Open Interest |
55,549 |
67,416 |
+2,554 |
EuroFX(CME) |
Jun11 |
110420 |
143.14 |
145.32 |
143.11 |
144.97 |
+1.76 |
408,656 |
238,658 |
-1,204 |
Sep11 |
110420 |
142.82 |
144.82 |
142.79 |
144.54 |
+1.75 |
1,130 |
2,855 |
+523 |
Dec11 |
110420 |
143.60 |
144.64 |
142.33 |
144.08 |
+1.75 |
7 |
77 |
+0 |
Total Volume and Open Interest |
409,797 |
241,916 |
-679 |
Mexican Peso(CME) |
May11 |
110420 |
859.2 |
859.2 |
854.2 |
859.2 |
+5.0 |
|
|
|
Jun11 |
110420 |
852.8 |
858.5 |
852.2 |
857.2 |
+5.0 |
40,134 |
171,950 |
+5 |
Total Volume and Open Interest |
40,134 |
172,085 |
+5 |
30-Year T-Bonds(CBOT) |
Jun11 |
110420 |
121~000 |
121~100 |
121~000 |
121~000 |
-0~150 |
|
|
|
Sep11 |
110420 |
119~280 |
119~280 |
119~130 |
119~160 |
-0~140 |
451 |
1,935 |
+152 |
Dec11 |
110420 |
118~010 |
118~150 |
118~010 |
118~010 |
-0~140 |
14 |
31 |
+0 |
Total Volume and Open Interest |
414,482 |
562,696 |
+5,531 |
10-Year T-Notes(CBOT) |
Jun11 |
110420 |
120~055 |
120~060 |
119~255 |
119~290 |
-0~110 |
1,452,206 |
1,637,537 |
-3,898 |
Sep11 |
110420 |
118~165 |
118~230 |
118~100 |
118~125 |
-0~105 |
1,217 |
4,619 |
+177 |
Dec11 |
110420 |
117~125 |
117~230 |
117~125 |
117~125 |
-0~105 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,453,423 |
1,642,160 |
-3,721 |
5-Year T-Notes(CBOT) |
Jun11 |
110420 |
117~062 |
117~063 |
117~062 |
117~063 |
-0~033 |
789,880 |
1,341,826 |
-9,053 |
Sep11 |
110420 |
116~058 |
116~060 |
116~025 |
116~025 |
-0~035 |
18 |
2,708 |
+17 |
Dec11 |
110420 |
115~049 |
115~084 |
115~049 |
115~049 |
-0~035 |
|
|
|
Total Volume and Open Interest |
789,898 |
1,344,534 |
-9,036 |
2 Year T-Notes(CBOT) |
Jun11 |
110420 |
109~049 |
109~050 |
109~039 |
109~045 |
-0~004 |
312,879 |
1,038,794 |
-10,554 |
Sep11 |
110420 |
108~106 |
108~113 |
108~106 |
108~106 |
-0~007 |
1,126 |
4,224 |
+814 |
Dec11 |
110420 |
108~044 |
108~051 |
108~044 |
108~044 |
-0~007 |
|
|
|
Total Volume and Open Interest |
314,005 |
1,043,018 |
-9,740 |
Eurodollars(CME) |
Jun11 |
110420 |
99.695 |
99.705 |
99.690 |
99.700 |
+0.005 |
251,990 |
1,039,286 |
-13,245 |
Sep11 |
110420 |
99.630 |
99.635 |
99.620 |
99.630 |
unch |
280,085 |
1,423,975 |
+11,652 |
Dec11 |
110420 |
99.525 |
99.525 |
99.505 |
99.520 |
unch |
389,911 |
1,524,551 |
-5,762 |
Mar12 |
110420 |
99.345 |
99.350 |
99.310 |
99.340 |
-0.005 |
414,609 |
1,419,480 |
-19,599 |
Jun12 |
110420 |
99.065 |
99.065 |
99.010 |
99.050 |
-0.015 |
497,705 |
1,080,020 |
-328 |
Sep12 |
110420 |
98.710 |
98.710 |
98.650 |
98.690 |
-0.025 |
375,108 |
668,274 |
-5,337 |
Dec12 |
110420 |
98.360 |
98.360 |
98.285 |
98.330 |
-0.040 |
334,160 |
493,172 |
-271 |
Mar13 |
110420 |
98.065 |
98.065 |
97.980 |
98.020 |
-0.055 |
266,798 |
322,634 |
+822 |
Jun13 |
110420 |
97.785 |
97.785 |
97.700 |
97.735 |
-0.060 |
190,964 |
261,731 |
-9,116 |
Sep13 |
110420 |
97.520 |
97.520 |
97.430 |
97.465 |
-0.065 |
130,841 |
250,292 |
-3,453 |
Dec13 |
110420 |
97.255 |
97.260 |
97.170 |
97.200 |
-0.070 |
96,556 |
180,338 |
-3,557 |
Mar14 |
110420 |
97.020 |
97.020 |
96.940 |
96.970 |
-0.070 |
112,809 |
175,717 |
-4,021 |
Jun14 |
110420 |
96.775 |
96.780 |
96.715 |
96.745 |
-0.070 |
48,688 |
109,281 |
-3,100 |
Sep14 |
110420 |
96.580 |
96.580 |
96.500 |
96.530 |
-0.070 |
29,375 |
62,325 |
+214 |
Dec14 |
110420 |
96.345 |
96.350 |
96.285 |
96.315 |
-0.070 |
24,280 |
76,511 |
+650 |
Mar15 |
110420 |
96.160 |
96.170 |
96.105 |
96.135 |
-0.065 |
24,657 |
58,596 |
+489 |
Jun15 |
110420 |
4.230 |
4.245 |
4.180 |
4.205 |
-0.065 |
12,878 |
40,709 |
+1,137 |
Sep15 |
110420 |
4.090 |
4.090 |
4.015 |
4.045 |
-0.060 |
10,903 |
38,354 |
+499 |
Total Volume and Open Interest |
3,535,412 |
9,415,107 |
-114,706 |
30 Day Federal Funds(CBOT) |
Apr11 |
110420 |
99.897 |
99.900 |
99.897 |
99.900 |
unch |
4,759 |
78,261 |
+509 |
May11 |
110420 |
99.900 |
99.900 |
99.890 |
99.895 |
unch |
5,439 |
79,087 |
+1,356 |
Jun11 |
110420 |
99.875 |
99.880 |
99.875 |
99.880 |
unch |
1,510 |
56,724 |
-155 |
Jul11 |
110420 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
1,263 |
46,924 |
-1,271 |
Aug11 |
110420 |
99.845 |
99.845 |
99.845 |
99.845 |
unch |
2,109 |
44,604 |
-932 |
Sep11 |
110420 |
99.835 |
99.835 |
99.825 |
99.835 |
unch |
1,723 |
34,316 |
+141 |
Total Volume and Open Interest |
52,092 |
675,570 |
+6,592 |
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 |
110420 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.003 |
0 |
750 |
+0 |
Sep11 |
110420 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.003 |
|
|
|
Dec11 |
110420 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.003 |
0 |
75 |
+0 |
Mar12 |
110420 |
99.647 |
99.647 |
99.647 |
99.647 |
+0.003 |
|
|
|
Jun12 |
110420 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep12 |
110420 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Dec12 |
110420 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Mar13 |
110420 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Jun13 |
110420 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Sep13 |
110420 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110420 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
5,402 |
+0 |
Sep11 |
110420 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
100 |
1,533 |
+0 |
Dec11 |
110420 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1,991 |
+0 |
Mar12 |
110420 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
3,572 |
+105 |
Jun12 |
110420 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110420 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110420 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110420 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
100 |
14,188 |
+105 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110420 |
139.43 |
139.56 |
139.38 |
139.50 |
+0.03 |
2,366 |
11,338 |
-1,044 |
Sep11 |
110420 |
138.60 |
138.60 |
138.60 |
138.60 |
+0.03 |
0 |
1 |
+0 |
Dec11 |
110420 |
136.51 |
136.51 |
136.51 |
136.51 |
+0.03 |
|
|
|
Total Volume and Open Interest |
2,366 |
11,339 |
-1,044 |
Euro-Bund(EUREX) |
Jun11 |
110420 |
122.00 |
122.07 |
121.67 |
121.94 |
-0.23 |
1,280,268 |
910,281 |
+24,269 |
Sep11 |
110420 |
121.52 |
121.65 |
121.35 |
121.55 |
-0.21 |
548 |
6,410 |
-140 |
Dec11 |
110420 |
120.84 |
120.84 |
120.84 |
120.84 |
-0.23 |
640 |
0 |
+0 |
Total Volume and Open Interest |
1,281,456 |
916,691 |
+24,129 |
Euro-Bobl(EUREX) |
Jun11 |
110420 |
114.88 |
114.89 |
114.61 |
114.75 |
-0.22 |
710,914 |
790,431 |
-8,287 |
Sep11 |
110420 |
114.05 |
114.05 |
114.05 |
114.05 |
-0.24 |
4,557 |
17,038 |
+521 |
Dec11 |
110420 |
114.30 |
114.30 |
114.30 |
114.30 |
-0.12 |
|
|
|
Total Volume and Open Interest |
715,471 |
807,469 |
-7,766 |
3-Mth Euribor(EUREX) |
Jun11 |
110420 |
98.425 |
98.435 |
98.425 |
98.435 |
-0.005 |
25 |
7,260 |
-10 |
Sep11 |
110420 |
98.115 |
98.130 |
98.110 |
98.130 |
-0.005 |
60 |
4,129 |
-50 |
Dec11 |
110420 |
97.885 |
97.895 |
97.875 |
97.895 |
-0.015 |
51 |
1,716 |
-59 |
Total Volume and Open Interest |
236 |
15,810 |
-69 |
Long Gilt(LIFFE) |
Jun11 |
110420 |
118~05 |
118~11 |
118~00 |
118~07 |
-0~04 |
144,076 |
357,563 |
+63,496 |
Sep11 |
110420 |
116~31 |
116~31 |
116~31 |
116~31 |
-0~04 |
0 |
10 |
+0 |
Total Volume and Open Interest |
144,076 |
357,573 |
+63,496 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110420 |
99.12 |
99.15 |
99.11 |
99.15 |
+0.03 |
51,765 |
473,946 |
+31,596 |
Sep11 |
110420 |
98.96 |
99.00 |
98.95 |
99.00 |
+0.04 |
66,970 |
432,125 |
+51,656 |
Dec11 |
110420 |
98.76 |
98.81 |
98.75 |
98.80 |
+0.03 |
109,100 |
452,468 |
+72,595 |
Mar12 |
110420 |
98.55 |
98.61 |
98.53 |
98.58 |
+0.02 |
99,413 |
389,723 |
+67,891 |
Jun12 |
110420 |
98.29 |
98.35 |
98.27 |
98.31 |
+0.01 |
88,483 |
304,555 |
+54,201 |
Sep12 |
110420 |
98.02 |
98.07 |
97.99 |
98.03 |
+0.01 |
56,702 |
187,541 |
+33,716 |
Total Volume and Open Interest |
615,982 |
2,667,842 |
+396,581 |
3-Mth Euribor(LIFFE) |
Jun11 |
110420 |
98.440 |
98.450 |
98.420 |
98.435 |
-0.005 |
162,820 |
966,543 |
+207,126 |
Sep11 |
110420 |
98.130 |
98.140 |
98.105 |
98.130 |
-0.005 |
183,464 |
763,224 |
+111,871 |
Dec11 |
110420 |
97.890 |
97.905 |
97.865 |
97.895 |
-0.015 |
174,173 |
705,604 |
+92,625 |
Total Volume and Open Interest |
1,152,254 |
4,356,149 |
+745,023 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110420 |
95.10 |
95.11 |
95.09 |
95.10 |
-0.01 |
23,957 |
161,945 |
+906 |
Sep11 |
110420 |
95.06 |
95.06 |
95.03 |
95.05 |
-0.01 |
31,980 |
220,713 |
+8,940 |
Dec11 |
110420 |
94.97 |
94.97 |
94.93 |
94.94 |
-0.03 |
26,430 |
140,177 |
+8,310 |
Mar12 |
110420 |
94.83 |
94.84 |
94.80 |
94.82 |
-0.02 |
9,811 |
69,505 |
+1,257 |
Jun12 |
110420 |
94.71 |
94.72 |
94.68 |
94.69 |
-0.03 |
1,753 |
45,836 |
+435 |
Sep12 |
110420 |
94.59 |
94.59 |
94.56 |
94.59 |
-0.02 |
1,165 |
45,901 |
+425 |
Dec12 |
110420 |
94.50 |
94.50 |
94.47 |
94.49 |
-0.01 |
417 |
19,186 |
-238 |
Mar13 |
110420 |
94.41 |
94.42 |
94.40 |
94.41 |
-0.01 |
110 |
9,549 |
+1 |
Jun13 |
110420 |
94.33 |
94.33 |
94.33 |
94.33 |
-0.01 |
0 |
1,048 |
+0 |
Sep13 |
110420 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.01 |
0 |
900 |
+0 |
Total Volume and Open Interest |
95,624 |
715,617 |
+20,036 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110420 |
94.49 |
94.53 |
94.45 |
94.47 |
-0.03 |
70,040 |
375,267 |
+17,537 |
Sep11 |
110420 |
94.47 |
94.47 |
94.47 |
94.47 |
-0.03 |
|
|
|
Total Volume and Open Interest |
70,040 |
375,267 |
+17,537 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110418 |
94.79 |
94.84 |
94.79 |
94.81 |
+0.02 |
81,891 |
532,872 |
-12,983 |
Sep11 |
110420 |
94.88 |
94.88 |
94.88 |
94.88 |
-0.04 |
|
|
|
Total Volume and Open Interest |
160,976 |
549,531 |
+44,095 |
Gold(CMX) |
Apr11 |
110420 |
1494.0 |
1505.3 |
1494.0 |
1498.3 |
+3.8 |
650 |
1,140 |
+13 |
Jun11 |
110420 |
1496.1 |
1506.5 |
1493.8 |
1498.9 |
+3.8 |
199,123 |
368,030 |
+4,330 |
Aug11 |
110420 |
1496.5 |
1507.2 |
1495.1 |
1500.0 |
+3.8 |
5,401 |
54,292 |
+1,077 |
Oct11 |
110420 |
1497.5 |
1506.2 |
1497.5 |
1501.1 |
+3.8 |
187 |
6,124 |
+28 |
Dec11 |
110420 |
1498.0 |
1509.8 |
1498.0 |
1502.1 |
+3.8 |
2,447 |
36,319 |
+268 |
Feb12 |
110420 |
1501.2 |
1509.8 |
1500.7 |
1503.6 |
+3.9 |
102 |
6,913 |
-16 |
Apr12 |
110420 |
1508.5 |
1508.8 |
1504.7 |
1505.3 |
+3.9 |
39 |
5,339 |
+0 |
Jun12 |
110420 |
1510.8 |
1511.8 |
1507.4 |
1507.4 |
+3.9 |
73 |
8,294 |
+10 |
Aug12 |
110420 |
1509.6 |
1509.6 |
1509.6 |
1509.6 |
+3.9 |
37 |
2,777 |
+14 |
Oct12 |
110420 |
1513.0 |
1513.0 |
1513.0 |
1513.0 |
+4.0 |
268 |
3,460 |
+47 |
Dec12 |
110420 |
1522.9 |
1524.4 |
1515.9 |
1517.2 |
+4.1 |
507 |
12,327 |
-247 |
Feb13 |
110420 |
1522.2 |
1522.2 |
1522.2 |
1522.2 |
+4.3 |
0 |
104 |
+0 |
Total Volume and Open Interest |
215,403 |
538,938 |
+462 |
Silver(CMX) |
May11 |
110420 |
4396.5 |
4540.0 |
4383.5 |
4446.1 |
+54.8 |
149,522 |
52,264 |
-3,405 |
Jul11 |
110420 |
4393.0 |
4540.5 |
4384.0 |
4447.7 |
+55.0 |
27,865 |
45,008 |
+908 |
Sep11 |
110420 |
4391.0 |
4539.5 |
4391.0 |
4447.9 |
+55.0 |
1,807 |
8,931 |
+234 |
Dec11 |
110420 |
4394.5 |
4540.5 |
4394.5 |
4448.1 |
+54.8 |
4,815 |
17,542 |
-19 |
Mar12 |
110420 |
4430.5 |
4527.0 |
4430.5 |
4446.2 |
+54.2 |
122 |
1,508 |
-100 |
May12 |
110420 |
4391.0 |
4524.0 |
4387.0 |
4445.1 |
+54.1 |
171 |
451 |
-108 |
Jul12 |
110420 |
4449.0 |
4492.5 |
4443.4 |
4443.4 |
+54.1 |
36 |
1,508 |
+22 |
Total Volume and Open Interest |
185,250 |
143,803 |
-2,467 |
Platinum(NYMEX) |
Apr11 |
110420 |
1801.1 |
1820.1 |
1791.6 |
1816.3 |
+33.7 |
0 |
72 |
-50 |
Jul11 |
110420 |
1774.9 |
1813.9 |
1774.9 |
1802.8 |
+31.5 |
5,315 |
34,605 |
-243 |
Oct11 |
110420 |
1810.5 |
1810.5 |
1805.8 |
1805.8 |
+31.4 |
35 |
1,283 |
+23 |
Jan12 |
110420 |
1809.6 |
1809.6 |
1808.1 |
1808.1 |
+32.0 |
0 |
20 |
+0 |
Total Volume and Open Interest |
5,350 |
36,021 |
-270 |
Palladium(NYMEX) |
Jun11 |
110420 |
732.45 |
763.80 |
731.05 |
758.90 |
+27.80 |
6,285 |
19,619 |
-196 |
Sep11 |
110420 |
737.05 |
762.50 |
737.00 |
760.40 |
+27.80 |
30 |
878 |
-9 |
Dec11 |
110420 |
761.90 |
761.90 |
761.90 |
761.90 |
+27.80 |
9 |
329 |
+4 |
Total Volume and Open Interest |
6,325 |
20,830 |
-202 |
Copper(CMX) |
May11 |
110420 |
423.80 |
434.80 |
423.50 |
433.95 |
+11.00 |
48,881 |
34,035 |
-4,329 |
Jul11 |
110420 |
424.65 |
436.75 |
424.65 |
435.90 |
+11.05 |
14,507 |
65,072 |
+1,201 |
Sep11 |
110420 |
428.70 |
438.00 |
428.70 |
437.55 |
+11.05 |
933 |
20,234 |
+99 |
Dec11 |
110420 |
428.50 |
439.15 |
428.45 |
438.70 |
+11.10 |
397 |
8,803 |
+286 |
Mar12 |
110420 |
439.20 |
439.70 |
439.20 |
439.20 |
+11.10 |
21 |
2,558 |
+0 |
Total Volume and Open Interest |
66,118 |
135,335 |
-2,387 |
DJIA Index(CBOT) |
Jun11 |
110420 |
12249 |
12420 |
12239 |
12396 |
+170 |
744 |
14,679 |
-58 |
Sep11 |
110420 |
12326 |
12326 |
12156 |
12326 |
+170 |
5 |
11 |
+5 |
Dec11 |
110420 |
12259 |
12259 |
12089 |
12259 |
+170 |
4 |
1 |
+0 |
Mar12 |
110420 |
12201 |
12201 |
12031 |
12201 |
+170 |
|
|
|
Total Volume and Open Interest |
753 |
14,691 |
-53 |
S & P 500(CME) |
Jun11 |
110420 |
1310.00 |
1330.20 |
1308.90 |
1328.30 |
+19.70 |
18,345 |
309,222 |
+2,915 |
Sep11 |
110420 |
1321.00 |
1324.30 |
1321.00 |
1323.00 |
+19.70 |
101 |
6,152 |
+117 |
Dec11 |
110420 |
1317.60 |
1318.90 |
1317.60 |
1317.60 |
+19.70 |
51 |
2,730 |
+66 |
Mar12 |
110420 |
1313.00 |
1314.30 |
1313.00 |
1313.00 |
+19.70 |
|
|
|
Total Volume and Open Interest |
18,497 |
318,109 |
+3,098 |
S & P 500 E-Mini(Globex) |
Jun11 |
110420 |
1328.50 |
1332.75 |
1328.00 |
1331.25 |
+19.50 |
|
|
|
Sep11 |
110420 |
1304.50 |
1324.75 |
1303.50 |
1323.00 |
+19.75 |
3,106 |
12,622 |
+716 |
Total Volume and Open Interest |
2,259,491 |
2,702,973 |
+5,777 |
NASDAQ 100(CME) |
Jun11 |
110420 |
2321.00 |
2365.00 |
2314.00 |
2355.00 |
+44.00 |
3,902 |
15,231 |
-2,635 |
Sep11 |
110420 |
2351.00 |
2351.00 |
2350.00 |
2351.00 |
+44.70 |
0 |
3 |
+0 |
Dec11 |
110420 |
2347.50 |
2348.00 |
2347.50 |
2347.50 |
+44.70 |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,902 |
15,236 |
-2,635 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110420 |
2313.80 |
2363.80 |
2313.00 |
2355.00 |
+44.00 |
376,034 |
321,974 |
-10,197 |
Sep11 |
110420 |
2315.00 |
2355.80 |
2312.50 |
2351.00 |
+44.70 |
357 |
605 |
+30 |
Total Volume and Open Interest |
376,393 |
322,595 |
-10,157 |
S & P Midcap 400(CME) |
Jun11 |
110420 |
988.00 |
991.00 |
988.00 |
988.00 |
+18.30 |
364 |
1,500 |
+1 |
Sep11 |
110420 |
985.80 |
988.80 |
985.80 |
985.80 |
+18.30 |
|
|
|
Dec11 |
110420 |
984.20 |
987.20 |
984.20 |
984.20 |
+18.30 |
|
|
|
Total Volume and Open Interest |
364 |
1,500 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110420 |
9505 |
9720 |
9505 |
9690 |
+175 |
11,208 |
55,288 |
-100 |
Sep11 |
110420 |
9720 |
9720 |
9680 |
9720 |
+175 |
1 |
11 |
+1 |
Total Volume and Open Interest |
11,209 |
55,299 |
-99 |
Nikkei 225(SGX) |
Jun11 |
110420 |
9425 |
9635 |
9415 |
9620 |
+185 |
62,219 |
238,956 |
+6,943 |
Sep11 |
110420 |
9565 |
9620 |
9565 |
9620 |
+190 |
1 |
1,345 |
-4 |
Dec11 |
110420 |
9565 |
9565 |
9565 |
9565 |
+190 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
62,220 |
250,965 |
+6,951 |
CAC 40(EURONEXT) |
May11 |
110420 |
3880.5 |
3942.5 |
3877.0 |
3932.0 |
+92.0 |
169,591 |
310,948 |
+20,471 |
Jun11 |
110420 |
3825.0 |
3898.0 |
3825.0 |
3888.5 |
+91.5 |
1,298 |
26,156 |
+64 |
Jul11 |
110420 |
3883.5 |
3883.5 |
3883.5 |
3883.5 |
+91.5 |
|
|
|
Total Volume and Open Interest |
170,890 |
337,105 |
+20,536 |
Hang Seng Index(HKFE) |
Apr11 |
110420 |
23665 |
23884 |
23620 |
23880 |
+445 |
91,411 |
97,287 |
-1,681 |
May11 |
110420 |
23466 |
23712 |
23449 |
23712 |
+447 |
1,526 |
5,965 |
+222 |
Jun11 |
110420 |
23330 |
23558 |
23312 |
23558 |
+440 |
354 |
5,835 |
+70 |
Total Volume and Open Interest |
93,414 |
110,250 |
-1,403 |
DAX(EUREX) |
Jun11 |
110420 |
7136.0 |
7281.5 |
7128.0 |
7257.5 |
+208.5 |
174,516 |
177,442 |
-1,261 |
Sep11 |
110420 |
7151.0 |
7305.0 |
7151.0 |
7283.5 |
+209.0 |
397 |
5,359 |
+8 |
Dec11 |
110420 |
7180.5 |
7333.5 |
7180.5 |
7315.0 |
+210.0 |
58 |
572 |
-31 |
Total Volume and Open Interest |
174,971 |
183,373 |
-1,284 |
FT-SE 100(EURONEXT) |
Jun11 |
110420 |
5912.00 |
6000.00 |
5912.00 |
5982.50 |
+129.50 |
124,025 |
672,374 |
+58,040 |
Sep11 |
110420 |
5920.00 |
5955.00 |
5920.00 |
5946.50 |
+129.00 |
13 |
537 |
+10 |
Dec11 |
110420 |
5924.50 |
5931.00 |
5924.50 |
5925.50 |
+129.50 |
0 |
161 |
+0 |
Total Volume and Open Interest |
124,038 |
673,072 |
+58,050 |
SPI 200(SFE) |
Jun11 |
110420 |
4793.0 |
4872.0 |
4785.0 |
4865.0 |
+70.0 |
44,561 |
188,587 |
+965 |
Sep11 |
110420 |
4842.0 |
4855.0 |
4842.0 |
4855.0 |
+69.0 |
71 |
3,622 |
+52 |
Dec11 |
110420 |
4876.0 |
4876.0 |
4876.0 |
4876.0 |
+69.0 |
9 |
2,786 |
-9 |
Total Volume and Open Interest |
45,469 |
197,743 |
+1,488 |
GSCI(CME) |
May11 |
110420 |
89.64 |
96.24 |
87.64 |
92.64 |
+13.00 |
614 |
12,161 |
+250 |
Jun11 |
110420 |
90.94 |
97.64 |
88.94 |
93.89 |
+13.05 |
2 |
0 |
+0 |
Jul11 |
110420 |
89.64 |
93.64 |
89.64 |
89.64 |
+13.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
618 |
12,161 |
+250 |
Reuters CCI(ICE) |
Jun11 |
110420 |
366.30 |
366.30 |
366.30 |
366.30 |
+4.70 |
|
|
|
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. |
|
|