|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed April 27, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110427 |
1382.75 |
1390.25 |
1361.50 |
1378.00 |
-4.75 |
63,654 |
69,699 |
-19,973 |
Jul11 |
110427 |
1389.00 |
1397.00 |
1368.00 |
1384.50 |
-4.75 |
94,112 |
247,394 |
-46 |
Aug11 |
110427 |
1387.75 |
1394.75 |
1367.50 |
1383.00 |
-5.00 |
6,063 |
16,945 |
+1,234 |
Sep11 |
110427 |
1383.00 |
1386.75 |
1361.50 |
1375.50 |
-5.25 |
1,745 |
14,533 |
+6 |
Nov11 |
110427 |
1374.50 |
1380.00 |
1352.00 |
1368.50 |
-6.25 |
18,797 |
195,248 |
+2,116 |
Jan12 |
110427 |
1383.00 |
1386.00 |
1358.00 |
1375.50 |
-7.75 |
553 |
22,030 |
-26 |
Mar12 |
110427 |
1365.25 |
1384.50 |
1361.00 |
1375.75 |
-6.25 |
334 |
13,496 |
+84 |
Total Volume and Open Interest |
186,472 |
604,356 |
-16,335 |
Soybean Meal(CBOT) |
May11 |
110427 |
359.80 |
361.70 |
354.30 |
356.70 |
-3.10 |
21,702 |
19,481 |
-6,587 |
Jul11 |
110427 |
364.40 |
366.80 |
358.90 |
361.80 |
-2.60 |
35,771 |
93,937 |
+4,337 |
Aug11 |
110427 |
365.50 |
367.00 |
359.90 |
362.40 |
-3.20 |
5,793 |
27,257 |
+1,287 |
Sep11 |
110427 |
362.40 |
365.40 |
358.90 |
361.20 |
-3.20 |
2,826 |
15,739 |
-166 |
Oct11 |
110427 |
360.10 |
360.60 |
353.80 |
356.50 |
-3.40 |
929 |
14,011 |
+1 |
Dec11 |
110427 |
359.40 |
361.00 |
352.90 |
355.90 |
-3.60 |
5,013 |
47,142 |
+213 |
Jan12 |
110427 |
355.60 |
360.70 |
355.60 |
357.20 |
-3.50 |
76 |
3,331 |
-5 |
Mar12 |
110427 |
356.40 |
362.10 |
356.40 |
359.00 |
-3.10 |
55 |
3,165 |
+11 |
Total Volume and Open Interest |
72,391 |
230,165 |
-833 |
Soybean Oil(CBOT) |
May11 |
110427 |
58.05 |
58.23 |
57.24 |
57.86 |
-0.19 |
25,959 |
39,287 |
-7,212 |
Jul11 |
110427 |
58.60 |
58.80 |
57.80 |
58.41 |
-0.21 |
40,596 |
162,726 |
+1,735 |
Aug11 |
110427 |
58.84 |
59.00 |
58.10 |
58.65 |
-0.22 |
3,756 |
24,291 |
+146 |
Sep11 |
110427 |
59.12 |
59.21 |
58.40 |
58.89 |
-0.23 |
1,586 |
17,984 |
+143 |
Oct11 |
110427 |
59.05 |
59.25 |
58.42 |
58.93 |
-0.27 |
653 |
13,504 |
-19 |
Dec11 |
110427 |
59.47 |
59.55 |
58.56 |
59.14 |
-0.27 |
4,156 |
77,389 |
+760 |
Jan12 |
110427 |
59.13 |
59.50 |
59.13 |
59.34 |
-0.24 |
37 |
4,523 |
+18 |
Mar12 |
110427 |
59.38 |
59.50 |
59.25 |
59.28 |
-0.24 |
13 |
4,311 |
+5 |
Total Volume and Open Interest |
77,014 |
348,244 |
-4,313 |
Canola(WCE) |
May11 |
110427 |
566.0 |
569.8 |
557.3 |
567.8 |
+1.6 |
8,647 |
13,236 |
-6,085 |
Jul11 |
110427 |
576.5 |
579.8 |
567.5 |
577.2 |
+0.7 |
10,700 |
73,241 |
+2,972 |
Nov11 |
110427 |
577.2 |
578.2 |
568.5 |
575.6 |
-2.4 |
918 |
77,894 |
+295 |
Jan12 |
110427 |
579.6 |
583.4 |
577.6 |
583.4 |
-2.0 |
191 |
4,671 |
-76 |
Mar12 |
110427 |
584.0 |
585.5 |
583.8 |
585.5 |
-2.0 |
67 |
1,151 |
+67 |
Total Volume and Open Interest |
20,539 |
172,413 |
-2,818 |
Corn(CBOT) |
May11 |
110427 |
766.75 |
767.75 |
750.00 |
752.25 |
-14.00 |
144,141 |
186,571 |
-44,506 |
Jul11 |
110427 |
773.00 |
775.00 |
757.00 |
759.25 |
-13.50 |
201,194 |
659,259 |
+19,257 |
Sep11 |
110427 |
724.00 |
725.00 |
710.00 |
714.25 |
-10.25 |
15,676 |
149,209 |
+1,156 |
Dec11 |
110427 |
675.75 |
676.50 |
657.75 |
667.25 |
-8.50 |
52,949 |
452,231 |
+2,928 |
Mar12 |
110427 |
684.50 |
686.00 |
667.75 |
677.75 |
-7.75 |
4,114 |
69,870 |
+407 |
May12 |
110427 |
693.00 |
693.00 |
676.00 |
686.25 |
-7.25 |
801 |
14,490 |
+103 |
Total Volume and Open Interest |
423,293 |
1,612,143 |
-19,622 |
Wheat(CBOT) |
May11 |
110427 |
811.75 |
817.25 |
765.00 |
777.00 |
-34.25 |
24,882 |
29,011 |
-11,880 |
Jul11 |
110427 |
846.75 |
853.00 |
800.25 |
812.00 |
-35.00 |
55,091 |
226,784 |
+4,805 |
Sep11 |
110427 |
890.00 |
895.00 |
845.75 |
856.75 |
-33.25 |
7,195 |
69,593 |
+1,795 |
Dec11 |
110427 |
927.75 |
932.00 |
886.50 |
896.25 |
-31.00 |
4,683 |
101,366 |
+599 |
Mar12 |
110427 |
955.75 |
958.25 |
915.00 |
923.50 |
-30.00 |
629 |
12,939 |
+76 |
Total Volume and Open Interest |
94,617 |
472,645 |
-4,030 |
Wheat(KCBT) |
May11 |
110427 |
950.00 |
965.00 |
905.50 |
912.50 |
-37.75 |
10,733 |
20,912 |
-5,764 |
Jul11 |
110427 |
960.00 |
975.75 |
915.25 |
923.00 |
-37.75 |
15,111 |
93,076 |
+3,150 |
Sep11 |
110427 |
976.00 |
990.75 |
931.50 |
939.50 |
-37.00 |
2,776 |
29,281 |
+124 |
Dec11 |
110427 |
994.50 |
1008.50 |
950.50 |
956.75 |
-37.00 |
1,621 |
33,465 |
+172 |
Mar12 |
110427 |
1003.00 |
1008.50 |
964.00 |
969.00 |
-34.25 |
380 |
4,432 |
+76 |
Total Volume and Open Interest |
30,990 |
187,917 |
-1,997 |
Wheat(MGE) |
May11 |
110427 |
973.50 |
986.50 |
929.50 |
947.50 |
-26.00 |
2,523 |
7,466 |
-360 |
Jul11 |
110427 |
980.25 |
994.75 |
936.25 |
954.25 |
-27.25 |
2,726 |
20,419 |
+641 |
Sep11 |
110427 |
982.50 |
994.50 |
939.00 |
949.50 |
-33.00 |
909 |
16,069 |
+230 |
Dec11 |
110427 |
995.00 |
1007.25 |
950.00 |
958.75 |
-34.75 |
745 |
12,738 |
+52 |
Mar12 |
110427 |
1009.25 |
1009.25 |
961.00 |
969.75 |
-33.25 |
80 |
2,328 |
+27 |
Total Volume and Open Interest |
7,127 |
61,401 |
+673 |
Oats(CBOT) |
May11 |
110427 |
388.25 |
388.75 |
369.75 |
369.75 |
-20.00 |
309 |
1,841 |
-150 |
Jul11 |
110427 |
400.00 |
401.00 |
380.00 |
380.00 |
-20.00 |
593 |
9,192 |
+341 |
Sep11 |
110427 |
405.00 |
405.00 |
384.50 |
385.50 |
-19.00 |
0 |
232 |
+0 |
Dec11 |
110427 |
405.25 |
405.25 |
391.00 |
392.50 |
-16.50 |
106 |
2,719 |
+9 |
Total Volume and Open Interest |
1,008 |
13,989 |
+200 |
Rough Rice(CBOT) |
May11 |
110427 |
14.30 |
14.37 |
14.12 |
14.18 |
-0.17 |
1,463 |
3,591 |
-988 |
Jul11 |
110427 |
14.65 |
14.70 |
14.45 |
14.51 |
-0.16 |
2,300 |
14,991 |
+929 |
Sep11 |
110427 |
15.34 |
15.44 |
15.22 |
15.30 |
-0.10 |
265 |
4,516 |
-2 |
Nov11 |
110427 |
15.65 |
15.65 |
15.53 |
15.59 |
-0.09 |
153 |
894 |
-60 |
Total Volume and Open Interest |
4,233 |
24,486 |
-104 |
Live Cattle(CME) |
Apr11 |
110427 |
116.150 |
117.400 |
115.980 |
117.285 |
+1.250 |
4,167 |
6,653 |
-2,777 |
Jun11 |
110427 |
112.450 |
113.800 |
112.230 |
113.550 |
+1.250 |
32,104 |
159,015 |
-5,002 |
Aug11 |
110427 |
114.430 |
116.150 |
114.300 |
116.100 |
+1.650 |
12,581 |
89,633 |
+7 |
Oct11 |
110427 |
119.650 |
121.050 |
119.250 |
121.035 |
+1.650 |
5,466 |
55,402 |
+810 |
Dec11 |
110427 |
121.500 |
123.200 |
121.330 |
123.150 |
+1.670 |
3,478 |
40,458 |
+368 |
Feb12 |
110427 |
121.535 |
123.200 |
121.535 |
123.180 |
+1.545 |
1,757 |
11,796 |
+440 |
Total Volume and Open Interest |
59,832 |
368,643 |
-6,120 |
Feeder Cattle(CME) |
Apr11 |
110425 |
132.130 |
132.130 |
132.130 |
132.130 |
-0.155 |
685 |
1,452 |
-67 |
May11 |
110427 |
129.075 |
130.850 |
129.075 |
130.400 |
+1.650 |
1,965 |
8,313 |
-567 |
Aug11 |
110427 |
133.250 |
135.150 |
132.950 |
134.850 |
+1.900 |
6,586 |
23,311 |
+2 |
Sep11 |
110427 |
134.285 |
136.100 |
133.950 |
135.800 |
+2.000 |
356 |
4,722 |
+58 |
Oct11 |
110427 |
134.185 |
136.575 |
134.150 |
136.100 |
+2.050 |
185 |
2,689 |
+38 |
Nov11 |
110427 |
134.150 |
136.300 |
134.150 |
136.150 |
+1.850 |
69 |
1,370 |
-11 |
Jan12 |
110427 |
133.800 |
134.600 |
133.800 |
134.600 |
+2.100 |
29 |
313 |
+3 |
Total Volume and Open Interest |
9,190 |
40,743 |
-1,630 |
Lean Hogs(CME) |
May11 |
110427 |
98.500 |
98.980 |
96.500 |
97.750 |
-0.885 |
639 |
4,987 |
-160 |
Jun11 |
110427 |
97.300 |
97.850 |
96.285 |
96.700 |
-0.400 |
21,718 |
85,694 |
-2,973 |
Jul11 |
110427 |
98.050 |
98.400 |
97.200 |
97.700 |
-0.130 |
4,626 |
30,872 |
+373 |
Aug11 |
110427 |
98.230 |
98.550 |
97.500 |
97.850 |
-0.130 |
5,357 |
35,277 |
-1,082 |
Oct11 |
110427 |
89.580 |
90.100 |
89.285 |
89.700 |
-0.050 |
4,192 |
32,635 |
-1,067 |
Dec11 |
110427 |
85.580 |
86.300 |
85.400 |
85.700 |
-0.050 |
2,568 |
27,101 |
+213 |
Feb12 |
110427 |
86.500 |
87.400 |
86.400 |
87.300 |
+0.400 |
378 |
6,625 |
+85 |
Apr12 |
110427 |
87.500 |
88.600 |
87.500 |
88.150 |
-0.050 |
62 |
3,847 |
+4 |
Total Volume and Open Interest |
39,560 |
229,055 |
-4,593 |
Class III Milk(CME) |
Apr11 |
110427 |
16.80 |
16.80 |
16.76 |
16.80 |
unch |
10 |
5,455 |
+44 |
May11 |
110427 |
16.28 |
16.54 |
16.26 |
16.48 |
+0.22 |
105 |
5,475 |
-1 |
Jun11 |
110427 |
17.20 |
17.39 |
17.18 |
17.39 |
+0.21 |
158 |
4,645 |
+46 |
Jul11 |
110427 |
17.63 |
17.75 |
17.62 |
17.75 |
+0.13 |
23 |
3,413 |
-5 |
Aug11 |
110427 |
17.96 |
18.00 |
17.89 |
17.98 |
+0.04 |
21 |
3,240 |
-8 |
Total Volume and Open Interest |
488 |
35,564 |
+181 |
Cocoa(ICE) |
May11 |
110427 |
3148 |
3206 |
3148 |
3206 |
+75 |
5 |
357 |
-91 |
Jul11 |
110427 |
3093 |
3200 |
3073 |
3168 |
+75 |
4,059 |
71,834 |
+758 |
Sep11 |
110427 |
3118 |
3193 |
3092 |
3178 |
+76 |
329 |
23,545 |
+96 |
Dec11 |
110427 |
3124 |
3216 |
3100 |
3194 |
+76 |
648 |
23,544 |
+86 |
Mar12 |
110427 |
3174 |
3243 |
3168 |
3239 |
+73 |
76 |
23,105 |
-62 |
May12 |
110427 |
3164 |
3234 |
3164 |
3234 |
+73 |
0 |
5,852 |
+0 |
Jul12 |
110427 |
3164 |
3229 |
3151 |
3229 |
+73 |
0 |
1,524 |
+0 |
Total Volume and Open Interest |
5,247 |
154,317 |
+867 |
Coffee "C"(ICE) |
May11 |
110427 |
294.95 |
296.80 |
292.25 |
295.55 |
+0.60 |
207 |
819 |
-278 |
Jul11 |
110427 |
295.65 |
298.75 |
293.50 |
296.40 |
+0.10 |
7,259 |
70,021 |
-1,102 |
Sep11 |
110427 |
298.90 |
301.50 |
296.40 |
299.15 |
unch |
1,469 |
19,296 |
+345 |
Dec11 |
110427 |
301.80 |
304.00 |
298.90 |
301.75 |
-0.05 |
516 |
18,388 |
+63 |
Mar12 |
110427 |
302.00 |
304.10 |
299.45 |
302.15 |
-0.10 |
48 |
3,665 |
-12 |
May12 |
110427 |
301.70 |
303.35 |
298.75 |
301.65 |
-0.30 |
29 |
2,119 |
+8 |
Total Volume and Open Interest |
9,552 |
115,876 |
-966 |
Orange Juice(ICE) |
May11 |
110427 |
168.50 |
173.35 |
168.50 |
172.70 |
+4.50 |
672 |
2,739 |
-606 |
Jul11 |
110427 |
165.30 |
166.60 |
164.85 |
165.75 |
+0.40 |
1,162 |
22,146 |
+446 |
Sep11 |
110427 |
162.50 |
163.00 |
161.85 |
162.50 |
-0.10 |
27 |
1,868 |
+1 |
Nov11 |
110427 |
159.25 |
160.30 |
159.25 |
159.80 |
-0.10 |
5 |
1,557 |
+3 |
Jan12 |
110427 |
159.00 |
159.15 |
159.00 |
159.05 |
+0.40 |
0 |
172 |
+0 |
Mar12 |
110427 |
159.00 |
159.00 |
159.00 |
159.00 |
+0.95 |
0 |
66 |
+0 |
Total Volume and Open Interest |
1,866 |
28,642 |
-156 |
Sugar #11(ICE) |
May11 |
110427 |
24.92 |
24.94 |
24.28 |
24.55 |
-0.39 |
10,365 |
59,412 |
-4,854 |
Jul11 |
110427 |
23.28 |
23.28 |
22.61 |
22.96 |
-0.28 |
20,433 |
281,147 |
-524 |
Oct11 |
110427 |
23.20 |
23.27 |
22.84 |
23.16 |
+0.05 |
5,646 |
124,159 |
-349 |
Mar12 |
110427 |
23.31 |
23.55 |
23.14 |
23.49 |
+0.23 |
1,143 |
72,021 |
-62 |
May12 |
110427 |
22.89 |
23.34 |
22.77 |
23.28 |
+0.38 |
101 |
20,261 |
+2 |
Total Volume and Open Interest |
38,100 |
609,251 |
-5,993 |
London Cocoa(LCE) |
May11 |
110427 |
1905 |
1925 |
1882 |
1916 |
+17 |
2,720 |
39,849 |
-1,977 |
Jul11 |
110427 |
1911 |
1938 |
1891 |
1927 |
+20 |
5,498 |
56,208 |
-4,051 |
Sep11 |
110427 |
1925 |
1954 |
1909 |
1944 |
+20 |
2,538 |
29,382 |
-3,405 |
Dec11 |
110427 |
1941 |
1975 |
1927 |
1965 |
+24 |
2,777 |
30,492 |
-1,981 |
Mar12 |
110427 |
1955 |
1990 |
1941 |
1983 |
+28 |
1,969 |
27,041 |
-480 |
May12 |
110427 |
1956 |
1996 |
1956 |
1996 |
+29 |
117 |
7,718 |
-72 |
Jul12 |
110427 |
1965 |
2005 |
1961 |
2005 |
+30 |
5 |
3,954 |
-5 |
Total Volume and Open Interest |
16,074 |
204,919 |
-11,521 |
London Sugar(LCE) |
Aug11 |
110427 |
630.40 |
631.40 |
624.30 |
626.50 |
-6.60 |
1,489 |
23,883 |
-3,470 |
Oct11 |
110427 |
608.40 |
612.40 |
605.50 |
609.20 |
-3.90 |
385 |
7,941 |
-253 |
Dec11 |
110427 |
610.50 |
616.30 |
607.20 |
613.70 |
-3.20 |
102 |
2,422 |
+65 |
Mar12 |
110427 |
608.50 |
613.00 |
606.20 |
612.20 |
+2.20 |
38 |
1,721 |
+13 |
May12 |
110427 |
597.70 |
600.80 |
595.00 |
600.80 |
+5.30 |
4 |
1,073 |
-14 |
Total Volume and Open Interest |
2,018 |
37,713 |
-3,659 |
Cotton(ICE) |
May11 |
110427 |
179.94 |
179.94 |
171.66 |
174.89 |
-6.95 |
721 |
5,936 |
-653 |
Jul11 |
110427 |
160.00 |
160.39 |
153.39 |
153.39 |
-7.00 |
6,048 |
74,135 |
-1,729 |
Oct11 |
110427 |
144.50 |
146.30 |
138.42 |
139.50 |
-5.92 |
6 |
484 |
+3 |
Dec11 |
110427 |
129.70 |
129.93 |
122.50 |
124.60 |
-4.84 |
2,961 |
59,905 |
-419 |
Mar12 |
110427 |
120.22 |
120.22 |
114.80 |
116.82 |
-4.10 |
284 |
7,664 |
+189 |
May12 |
110427 |
111.25 |
111.42 |
109.03 |
110.29 |
-3.58 |
18 |
2,340 |
-2 |
Total Volume and Open Interest |
10,090 |
155,497 |
-2,582 |
Lumber(CME) |
May11 |
110427 |
229.7 |
229.7 |
221.1 |
224.0 |
-6.6 |
615 |
1,893 |
-410 |
Jul11 |
110427 |
248.0 |
248.0 |
239.0 |
244.5 |
-4.5 |
550 |
5,633 |
+122 |
Sep11 |
110427 |
263.5 |
263.5 |
256.9 |
260.0 |
-6.9 |
64 |
1,420 |
+4 |
Nov11 |
110427 |
265.0 |
265.0 |
259.3 |
260.8 |
-8.5 |
42 |
402 |
+37 |
Total Volume and Open Interest |
1,273 |
9,361 |
-246 |
Crude Oil(NYM) |
Jun11 |
110427 |
111.89 |
113.40 |
110.71 |
112.76 |
+0.55 |
209,683 |
350,537 |
-4,690 |
Jul11 |
110427 |
112.34 |
113.91 |
111.25 |
113.28 |
+0.57 |
44,387 |
187,283 |
+3,081 |
Aug11 |
110427 |
112.86 |
114.23 |
111.57 |
113.57 |
+0.59 |
17,791 |
72,503 |
+1,010 |
Sep11 |
110427 |
113.08 |
114.37 |
111.72 |
113.69 |
+0.59 |
17,157 |
69,312 |
+617 |
Oct11 |
110427 |
112.72 |
114.34 |
111.83 |
113.70 |
+0.57 |
7,760 |
40,396 |
+159 |
Nov11 |
110427 |
113.24 |
114.30 |
111.94 |
113.68 |
+0.56 |
5,074 |
35,778 |
-497 |
Dec11 |
110427 |
112.99 |
114.37 |
111.80 |
113.64 |
+0.56 |
23,365 |
187,773 |
-798 |
Jan12 |
110427 |
113.17 |
114.14 |
112.24 |
113.49 |
+0.56 |
1,545 |
37,369 |
+114 |
Feb12 |
110427 |
113.15 |
113.75 |
111.82 |
113.28 |
+0.55 |
1,068 |
17,852 |
+243 |
Mar12 |
110427 |
112.60 |
113.23 |
111.71 |
113.06 |
+0.55 |
2,071 |
31,096 |
+107 |
Apr12 |
110427 |
112.35 |
112.86 |
112.35 |
112.83 |
+0.55 |
553 |
13,848 |
+130 |
May12 |
110427 |
112.22 |
112.93 |
111.87 |
112.57 |
+0.56 |
581 |
12,934 |
+142 |
Jun12 |
110427 |
111.72 |
112.65 |
111.72 |
112.29 |
+0.57 |
3,773 |
68,929 |
+106 |
Jul12 |
110427 |
111.91 |
111.91 |
111.91 |
111.91 |
+0.55 |
775 |
17,080 |
+484 |
Aug12 |
110427 |
111.52 |
111.52 |
111.52 |
111.52 |
+0.51 |
180 |
10,839 |
+33 |
Sep12 |
110427 |
111.18 |
111.18 |
111.18 |
111.18 |
+0.48 |
211 |
12,313 |
+96 |
Total Volume and Open Interest |
346,707 |
1,548,333 |
+675 |
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 |
110426 |
112.125 |
112.625 |
111.150 |
112.200 |
-0.075 |
8,000 |
2,896 |
+106 |
Jul11 |
110427 |
112.675 |
113.900 |
111.300 |
113.275 |
+0.575 |
186 |
540 |
+9 |
Aug11 |
110427 |
113.325 |
114.200 |
111.500 |
113.575 |
+0.600 |
40 |
96 |
+15 |
Sep11 |
110427 |
113.100 |
114.200 |
113.100 |
113.700 |
+0.600 |
1 |
56 |
+1 |
Oct11 |
110427 |
113.700 |
113.700 |
113.700 |
113.700 |
+0.575 |
0 |
44 |
+0 |
Nov11 |
110427 |
113.675 |
113.675 |
113.675 |
113.675 |
+0.550 |
8 |
20 |
+5 |
Dec11 |
110427 |
113.650 |
114.050 |
113.650 |
113.650 |
+0.575 |
8 |
322 |
+4 |
Jan12 |
110427 |
113.500 |
113.500 |
113.500 |
113.500 |
+0.575 |
0 |
5 |
+0 |
Total Volume and Open Interest |
6,826 |
3,990 |
-129 |
Heating Oil(NYM) |
May11 |
110427 |
320.30 |
325.53 |
319.17 |
323.34 |
+2.23 |
26,420 |
30,441 |
-8,462 |
Jun11 |
110427 |
321.73 |
327.06 |
320.69 |
324.81 |
+2.08 |
44,822 |
105,956 |
+4,486 |
Jul11 |
110427 |
323.50 |
328.55 |
322.54 |
326.46 |
+2.03 |
11,940 |
46,387 |
+587 |
Aug11 |
110427 |
327.35 |
330.10 |
324.62 |
328.16 |
+1.98 |
4,757 |
26,237 |
+743 |
Sep11 |
110427 |
329.95 |
331.79 |
326.13 |
329.87 |
+1.93 |
3,807 |
20,474 |
-48 |
Oct11 |
110427 |
329.33 |
333.16 |
327.73 |
331.46 |
+1.85 |
2,057 |
9,937 |
-2 |
Nov11 |
110427 |
331.73 |
334.80 |
328.97 |
333.00 |
+1.84 |
1,291 |
7,814 |
-20 |
Dec11 |
110427 |
334.00 |
336.26 |
330.36 |
334.42 |
+1.81 |
5,654 |
30,223 |
+405 |
Jan12 |
110427 |
333.85 |
337.25 |
332.00 |
335.86 |
+1.81 |
208 |
10,759 |
+0 |
Feb12 |
110427 |
332.84 |
336.99 |
332.84 |
336.01 |
+1.81 |
53 |
4,477 |
+28 |
Mar12 |
110427 |
333.07 |
335.65 |
333.04 |
334.63 |
+1.85 |
10 |
2,653 |
+4 |
Apr12 |
110427 |
328.44 |
332.10 |
328.44 |
332.10 |
+1.94 |
3 |
939 |
+0 |
Total Volume and Open Interest |
101,567 |
313,067 |
-2,308 |
Gasoline(NYMEX) |
May11 |
110427 |
335.42 |
344.30 |
334.77 |
341.94 |
+6.22 |
35,001 |
36,234 |
-6,075 |
Jun11 |
110427 |
330.49 |
337.80 |
329.79 |
335.82 |
+5.10 |
42,071 |
92,435 |
+2,613 |
Jul11 |
110427 |
327.40 |
332.84 |
325.66 |
331.13 |
+4.29 |
16,561 |
45,380 |
-326 |
Aug11 |
110427 |
322.95 |
328.79 |
322.43 |
327.31 |
+3.98 |
7,702 |
23,572 |
+306 |
Sep11 |
110427 |
319.98 |
325.23 |
318.75 |
323.68 |
+3.70 |
3,799 |
22,494 |
+452 |
Oct11 |
110427 |
305.13 |
309.01 |
304.00 |
307.94 |
+3.42 |
1,598 |
18,887 |
+355 |
Nov11 |
110427 |
301.45 |
304.96 |
300.51 |
304.05 |
+3.18 |
549 |
7,274 |
-156 |
Dec11 |
110427 |
298.38 |
303.27 |
297.48 |
302.05 |
+3.01 |
1,572 |
25,498 |
+290 |
Jan12 |
110427 |
300.25 |
302.00 |
299.42 |
301.90 |
+2.89 |
238 |
6,603 |
+75 |
Feb12 |
110427 |
302.53 |
303.09 |
302.53 |
303.09 |
+2.83 |
53 |
2,664 |
+8 |
Total Volume and Open Interest |
109,497 |
300,241 |
-2,251 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110427 |
341.90 |
341.94 |
341.90 |
341.90 |
+6.20 |
0 |
3 |
+0 |
Jun11 |
110427 |
335.80 |
335.82 |
335.80 |
335.80 |
+5.10 |
0 |
1 |
+0 |
Jul11 |
110427 |
331.10 |
331.13 |
331.10 |
331.10 |
+4.30 |
0 |
1 |
+0 |
Aug11 |
110427 |
327.30 |
327.31 |
327.30 |
327.30 |
+4.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
May11 |
110427 |
4.378 |
4.425 |
4.365 |
4.377 |
-0.010 |
82,725 |
31,070 |
-3,477 |
Jun11 |
110427 |
4.454 |
4.494 |
4.398 |
4.408 |
-0.036 |
69,167 |
143,097 |
-6,603 |
Jul11 |
110427 |
4.518 |
4.564 |
4.466 |
4.476 |
-0.036 |
21,223 |
206,462 |
-511 |
Aug11 |
110427 |
4.564 |
4.610 |
4.514 |
4.522 |
-0.036 |
10,882 |
66,737 |
-773 |
Sep11 |
110427 |
4.584 |
4.620 |
4.529 |
4.537 |
-0.035 |
9,339 |
74,655 |
+1,079 |
Oct11 |
110427 |
4.634 |
4.670 |
4.571 |
4.581 |
-0.035 |
15,254 |
85,454 |
-548 |
Nov11 |
110427 |
4.807 |
4.810 |
4.723 |
4.730 |
-0.037 |
6,035 |
37,501 |
+508 |
Dec11 |
110427 |
5.011 |
5.039 |
4.945 |
4.954 |
-0.039 |
3,817 |
29,549 |
+326 |
Jan12 |
110427 |
5.145 |
5.147 |
5.063 |
5.071 |
-0.039 |
7,580 |
84,614 |
-1,083 |
Feb12 |
110427 |
5.091 |
5.130 |
5.045 |
5.051 |
-0.041 |
1,535 |
17,260 |
+107 |
Mar12 |
110427 |
5.053 |
5.060 |
4.978 |
4.985 |
-0.039 |
2,305 |
31,978 |
+125 |
Apr12 |
110427 |
4.896 |
4.915 |
4.840 |
4.845 |
-0.037 |
3,086 |
31,780 |
-112 |
May12 |
110427 |
4.906 |
4.932 |
4.859 |
4.865 |
-0.037 |
580 |
9,673 |
+262 |
Jun12 |
110427 |
4.954 |
4.959 |
4.894 |
4.898 |
-0.037 |
394 |
5,713 |
+184 |
Jul12 |
110427 |
4.971 |
5.000 |
4.938 |
4.941 |
-0.037 |
172 |
5,146 |
+28 |
Aug12 |
110427 |
4.970 |
4.970 |
4.966 |
4.966 |
-0.037 |
43 |
5,641 |
+7 |
Total Volume and Open Interest |
235,231 |
943,702 |
-10,683 |
Brent Crude Oil(ICE) |
Jun11 |
110427 |
123.90 |
125.80 |
123.25 |
125.13 |
+0.99 |
133,916 |
232,382 |
+0 |
Jul11 |
110427 |
123.55 |
125.51 |
122.92 |
124.86 |
+1.08 |
38,280 |
135,103 |
+0 |
Aug11 |
110427 |
123.32 |
125.19 |
122.60 |
124.56 |
+1.11 |
17,471 |
48,818 |
+0 |
Sep11 |
110427 |
122.92 |
124.77 |
122.22 |
124.16 |
+1.11 |
11,289 |
46,032 |
+0 |
Oct11 |
110427 |
122.53 |
124.33 |
121.83 |
123.75 |
+1.10 |
6,663 |
29,474 |
+0 |
Nov11 |
110427 |
122.14 |
123.93 |
121.57 |
123.36 |
+1.11 |
3,802 |
20,625 |
+0 |
Dec11 |
110427 |
121.73 |
123.58 |
121.04 |
122.97 |
+1.14 |
19,284 |
99,902 |
+0 |
Jan12 |
110427 |
121.22 |
122.74 |
121.13 |
122.60 |
+1.15 |
1,684 |
18,431 |
+0 |
Feb12 |
110427 |
121.34 |
122.24 |
121.34 |
122.24 |
+1.17 |
441 |
14,582 |
+0 |
Mar12 |
110427 |
120.76 |
121.86 |
120.76 |
121.86 |
+1.17 |
416 |
29,427 |
+0 |
Apr12 |
110427 |
121.45 |
121.45 |
121.45 |
121.45 |
+1.19 |
697 |
5,753 |
+0 |
May12 |
110427 |
121.02 |
121.02 |
121.02 |
121.02 |
+1.19 |
702 |
5,709 |
+0 |
Jun12 |
110427 |
119.40 |
120.90 |
118.77 |
120.57 |
+1.17 |
2,338 |
35,400 |
+0 |
Jul12 |
110427 |
120.10 |
120.10 |
120.10 |
120.10 |
+1.16 |
237 |
2,247 |
+0 |
Total Volume and Open Interest |
244,414 |
847,968 |
+0 |
Gas Oil(ICE) |
May11 |
110427 |
1019.25 |
1033.50 |
1015.00 |
1024.25 |
+6.50 |
43,215 |
112,341 |
+0 |
Jun11 |
110427 |
1023.00 |
1036.75 |
1018.00 |
1027.50 |
+6.00 |
51,378 |
127,604 |
+0 |
Jul11 |
110427 |
1026.75 |
1040.00 |
1021.50 |
1030.75 |
+5.75 |
15,957 |
62,106 |
+0 |
Aug11 |
110427 |
1029.75 |
1042.75 |
1024.75 |
1033.75 |
+5.50 |
4,983 |
29,997 |
+0 |
Sep11 |
110427 |
1036.00 |
1045.50 |
1027.50 |
1036.75 |
+5.50 |
7,083 |
46,877 |
+0 |
Oct11 |
110427 |
1037.75 |
1045.00 |
1029.75 |
1038.75 |
+5.50 |
5,465 |
33,174 |
+0 |
Nov11 |
110427 |
1038.00 |
1047.25 |
1029.75 |
1039.00 |
+5.25 |
3,154 |
21,257 |
+0 |
Dec11 |
110427 |
1035.50 |
1048.50 |
1030.00 |
1039.50 |
+5.00 |
14,774 |
64,910 |
+0 |
Jan12 |
110427 |
1041.75 |
1049.25 |
1032.25 |
1041.25 |
+4.75 |
1,160 |
25,778 |
+0 |
Feb12 |
110427 |
1038.25 |
1046.25 |
1031.50 |
1040.50 |
+4.75 |
853 |
6,658 |
+0 |
Total Volume and Open Interest |
151,464 |
616,663 |
+0 |
Ethanol(CBOT) |
Apr11 |
110405 |
2.695 |
2.710 |
2.695 |
2.706 |
-0.009 |
94 |
259 |
-79 |
May11 |
110427 |
2.645 |
2.675 |
2.635 |
2.635 |
-0.010 |
338 |
479 |
-306 |
Jun11 |
110427 |
2.631 |
2.693 |
2.630 |
2.647 |
-0.013 |
248 |
898 |
-73 |
Jul11 |
110427 |
2.666 |
2.705 |
2.651 |
2.663 |
-0.010 |
171 |
1,144 |
-12 |
Aug11 |
110427 |
2.668 |
2.709 |
2.655 |
2.657 |
-0.020 |
216 |
791 |
+54 |
Sep11 |
110427 |
2.645 |
2.660 |
2.621 |
2.624 |
-0.020 |
301 |
1,047 |
+47 |
Oct11 |
110427 |
2.518 |
2.540 |
2.515 |
2.518 |
-0.020 |
167 |
903 |
+64 |
Nov11 |
110427 |
2.475 |
2.475 |
2.458 |
2.458 |
-0.017 |
32 |
575 |
+5 |
Total Volume and Open Interest |
1,574 |
7,326 |
-191 |
WTI Crude Oil(ICE |
Jun11 |
110427 |
112.16 |
113.40 |
110.69 |
112.76 |
+0.55 |
58,566 |
103,578 |
+0 |
Jul11 |
110427 |
112.65 |
113.92 |
111.24 |
113.28 |
+0.57 |
15,262 |
72,281 |
+0 |
Aug11 |
110427 |
112.93 |
114.22 |
111.68 |
113.57 |
+0.59 |
10,672 |
28,932 |
+0 |
Sep11 |
110427 |
113.01 |
114.32 |
112.14 |
113.69 |
+0.59 |
8,219 |
29,327 |
+0 |
Oct11 |
110427 |
113.27 |
114.38 |
112.21 |
113.70 |
+0.57 |
3,348 |
18,881 |
+0 |
Nov11 |
110427 |
113.06 |
114.37 |
112.08 |
113.68 |
+0.56 |
2,543 |
15,120 |
+0 |
Dec11 |
110427 |
112.99 |
114.39 |
111.81 |
113.64 |
+0.56 |
14,289 |
89,727 |
+0 |
Jan12 |
110427 |
112.22 |
113.86 |
112.22 |
113.49 |
+0.56 |
807 |
12,132 |
+0 |
Feb12 |
110427 |
112.17 |
113.56 |
112.17 |
113.28 |
+0.55 |
623 |
3,121 |
+0 |
Mar12 |
110427 |
113.06 |
113.06 |
113.06 |
113.06 |
+0.55 |
386 |
10,706 |
+0 |
Apr12 |
110427 |
112.83 |
112.83 |
112.83 |
112.83 |
+0.55 |
160 |
3,334 |
+0 |
May12 |
110427 |
112.57 |
112.57 |
112.57 |
112.57 |
+0.56 |
136 |
2,007 |
+0 |
Jun12 |
110427 |
112.05 |
112.96 |
111.15 |
112.29 |
+0.57 |
1,042 |
26,300 |
+0 |
Jul12 |
110427 |
111.48 |
111.91 |
111.48 |
111.91 |
+0.55 |
266 |
1,361 |
+0 |
Aug12 |
110427 |
111.52 |
111.52 |
111.52 |
111.52 |
+0.51 |
95 |
825 |
+0 |
Sep12 |
110427 |
111.18 |
111.18 |
111.18 |
111.18 |
+0.48 |
72 |
4,118 |
+0 |
Total Volume and Open Interest |
121,235 |
526,138 |
+0 |
US Dollar Index(ICE) |
Jun11 |
110427 |
73.730 |
74.205 |
73.435 |
73.690 |
-0.335 |
15,436 |
50,385 |
+435 |
Sep11 |
110427 |
74.220 |
74.555 |
73.890 |
74.115 |
-0.335 |
87 |
702 |
+9 |
Dec11 |
110427 |
74.500 |
74.580 |
74.500 |
74.580 |
-0.335 |
0 |
1 |
+0 |
Total Volume and Open Interest |
15,523 |
51,089 |
+444 |
Australian Dollar(CME) |
Jun11 |
110427 |
107.24 |
108.15 |
107.12 |
107.83 |
+0.71 |
40,155 |
142,668 |
-1,687 |
Sep11 |
110427 |
105.97 |
106.77 |
105.80 |
106.50 |
+0.69 |
77 |
771 |
+35 |
Dec11 |
110427 |
105.26 |
105.26 |
104.59 |
105.26 |
+0.67 |
0 |
59 |
+0 |
Total Volume and Open Interest |
40,232 |
143,498 |
-1,652 |
British Pound(CME) |
Jun11 |
110427 |
164.74 |
166.28 |
164.25 |
165.68 |
+1.02 |
34,404 |
115,333 |
-2,829 |
Sep11 |
110427 |
164.82 |
165.44 |
164.36 |
165.44 |
+1.02 |
25 |
471 |
+19 |
Dec11 |
110427 |
165.16 |
165.16 |
164.16 |
165.16 |
+1.00 |
0 |
36 |
+0 |
Total Volume and Open Interest |
34,429 |
115,845 |
-2,810 |
Canadian Dollar(CME) |
Jun11 |
110427 |
104.99 |
105.28 |
104.29 |
104.91 |
+0.11 |
37,822 |
137,134 |
-4,085 |
Sep11 |
110427 |
104.85 |
104.86 |
104.05 |
104.64 |
+0.10 |
107 |
2,842 |
+37 |
Dec11 |
110427 |
104.61 |
104.61 |
104.00 |
104.33 |
+0.10 |
17 |
2,488 |
+6 |
Mar12 |
110427 |
103.98 |
103.98 |
103.88 |
103.98 |
+0.10 |
26 |
258 |
+11 |
Total Volume and Open Interest |
37,973 |
142,755 |
-4,030 |
Japanese Yen(CME) |
Jun11 |
110427 |
122.59 |
123.09 |
120.75 |
121.65 |
-0.91 |
55,398 |
116,300 |
-5,563 |
Sep11 |
110427 |
122.85 |
123.15 |
121.06 |
121.73 |
-0.92 |
131 |
1,416 |
+52 |
Dec11 |
110427 |
123.20 |
123.20 |
121.31 |
121.86 |
-0.92 |
2 |
125 |
+2 |
Total Volume and Open Interest |
55,531 |
117,848 |
-5,509 |
Swiss Franc(CME) |
Jun11 |
110427 |
114.50 |
115.39 |
113.22 |
114.11 |
+0.15 |
19,504 |
70,765 |
+151 |
Sep11 |
110427 |
115.18 |
115.32 |
113.52 |
114.16 |
+0.15 |
20 |
148 |
+0 |
Dec11 |
110427 |
114.90 |
114.90 |
114.04 |
114.19 |
+0.15 |
0 |
11 |
+0 |
Total Volume and Open Interest |
19,524 |
70,925 |
+151 |
EuroFX(CME) |
Jun11 |
110427 |
146.29 |
147.77 |
146.14 |
147.21 |
+1.07 |
103,252 |
245,082 |
+1,716 |
Sep11 |
110427 |
145.98 |
147.33 |
145.71 |
146.77 |
+1.05 |
256 |
3,241 |
+28 |
Dec11 |
110427 |
145.95 |
147.01 |
145.27 |
146.30 |
+1.03 |
0 |
85 |
-1 |
Total Volume and Open Interest |
103,508 |
248,734 |
+1,743 |
Mexican Peso(CME) |
May11 |
110427 |
864.0 |
864.0 |
862.2 |
864.0 |
+1.8 |
|
|
|
Jun11 |
110427 |
860.0 |
864.5 |
857.8 |
862.0 |
+1.8 |
10,043 |
171,487 |
-286 |
Total Volume and Open Interest |
10,043 |
171,623 |
-286 |
30-Year T-Bonds(CBOT) |
Jun11 |
110427 |
121~270 |
121~270 |
121~130 |
121~120 |
-0~250 |
|
|
|
Sep11 |
110427 |
120~130 |
120~130 |
119~280 |
119~290 |
-0~240 |
421 |
2,171 |
+88 |
Dec11 |
110427 |
118~140 |
119~060 |
118~140 |
118~140 |
-0~240 |
0 |
31 |
+0 |
Total Volume and Open Interest |
129,219 |
573,628 |
+5,239 |
10-Year T-Notes(CBOT) |
Jun11 |
110427 |
120~230 |
120~235 |
120~045 |
120~135 |
-0~080 |
375,081 |
1,647,651 |
+8,824 |
Sep11 |
110427 |
119~065 |
119~065 |
118~280 |
118~300 |
-0~080 |
581 |
7,276 |
+350 |
Dec11 |
110427 |
117~300 |
118~060 |
117~300 |
117~300 |
-0~080 |
0 |
4 |
+0 |
Total Volume and Open Interest |
375,662 |
1,654,931 |
+9,174 |
5-Year T-Notes(CBOT) |
Jun11 |
110427 |
118~005 |
118~011 |
117~076 |
117~123 |
-0~004 |
252,467 |
1,423,206 |
+16,286 |
Sep11 |
110427 |
116~067 |
116~094 |
116~067 |
116~089 |
-0~005 |
48 |
3,750 |
+21 |
Dec11 |
110427 |
115~113 |
115~118 |
115~113 |
115~113 |
-0~005 |
|
|
|
Total Volume and Open Interest |
252,515 |
1,426,956 |
+16,307 |
2 Year T-Notes(CBOT) |
Jun11 |
110427 |
109~063 |
109~067 |
109~047 |
109~061 |
-0~001 |
125,495 |
1,059,585 |
+6,666 |
Sep11 |
110427 |
108~116 |
109~002 |
108~116 |
108~127 |
unch |
579 |
5,237 |
+566 |
Dec11 |
110427 |
108~065 |
108~065 |
108~065 |
108~065 |
unch |
|
|
|
Total Volume and Open Interest |
126,074 |
1,064,822 |
+7,232 |
Eurodollars(CME) |
Jun11 |
110427 |
99.700 |
99.710 |
99.685 |
99.695 |
unch |
67,939 |
1,022,585 |
-2,213 |
Sep11 |
110427 |
99.640 |
99.655 |
99.605 |
99.635 |
unch |
76,255 |
1,424,110 |
+460 |
Dec11 |
110427 |
99.540 |
99.555 |
99.485 |
99.530 |
-0.005 |
120,271 |
1,574,611 |
+2,273 |
Mar12 |
110427 |
99.375 |
99.390 |
99.305 |
99.360 |
-0.015 |
149,551 |
1,491,594 |
+14,265 |
Jun12 |
110427 |
99.120 |
99.130 |
99.025 |
99.100 |
-0.015 |
173,377 |
1,180,142 |
+15,117 |
Sep12 |
110427 |
98.800 |
98.805 |
98.690 |
98.770 |
-0.020 |
135,239 |
686,512 |
+2,983 |
Dec12 |
110427 |
98.460 |
98.465 |
98.345 |
98.430 |
-0.015 |
126,130 |
515,820 |
+11,556 |
Mar13 |
110427 |
98.165 |
98.170 |
98.045 |
98.130 |
-0.015 |
98,714 |
342,602 |
+11,928 |
Jun13 |
110427 |
97.885 |
97.890 |
97.765 |
97.850 |
-0.010 |
73,041 |
253,034 |
-5,239 |
Sep13 |
110427 |
97.610 |
97.615 |
97.490 |
97.575 |
-0.010 |
54,430 |
247,081 |
-2,722 |
Dec13 |
110427 |
97.340 |
97.345 |
97.225 |
97.305 |
-0.015 |
32,687 |
183,253 |
+711 |
Mar14 |
110427 |
97.105 |
97.105 |
96.990 |
97.070 |
-0.015 |
37,114 |
168,581 |
-69 |
Jun14 |
110427 |
96.870 |
96.870 |
96.765 |
96.840 |
-0.015 |
14,151 |
108,251 |
+28 |
Sep14 |
110427 |
96.655 |
96.655 |
96.545 |
96.620 |
-0.020 |
16,395 |
59,763 |
-1,635 |
Dec14 |
110427 |
96.440 |
96.440 |
96.340 |
96.400 |
-0.025 |
12,364 |
75,045 |
+133 |
Mar15 |
110427 |
96.260 |
96.260 |
96.170 |
96.215 |
-0.030 |
12,306 |
55,190 |
-390 |
Jun15 |
110427 |
4.330 |
4.330 |
4.260 |
4.285 |
-0.030 |
7,996 |
39,592 |
-977 |
Sep15 |
110427 |
4.170 |
4.170 |
4.075 |
4.120 |
-0.035 |
8,109 |
38,094 |
-291 |
Total Volume and Open Interest |
1,234,289 |
9,658,979 |
+43,992 |
30 Day Federal Funds(CBOT) |
Apr11 |
110427 |
99.900 |
99.902 |
99.897 |
99.900 |
unch |
136 |
80,913 |
-31 |
May11 |
110427 |
99.895 |
99.895 |
99.890 |
99.890 |
unch |
4,056 |
82,100 |
+1,983 |
Jun11 |
110427 |
99.880 |
99.885 |
99.875 |
99.880 |
unch |
55 |
55,323 |
-5 |
Jul11 |
110427 |
99.860 |
99.870 |
99.860 |
99.860 |
unch |
1,065 |
47,782 |
+109 |
Aug11 |
110427 |
99.845 |
99.850 |
99.840 |
99.845 |
unch |
148 |
45,206 |
+39 |
Sep11 |
110427 |
99.840 |
99.840 |
99.830 |
99.835 |
unch |
350 |
34,559 |
+44 |
Total Volume and Open Interest |
13,646 |
689,916 |
+3,591 |
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 |
110427 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
750 |
+0 |
Sep11 |
110427 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec11 |
110427 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110427 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Jun12 |
110427 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep12 |
110427 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Dec12 |
110427 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Mar13 |
110427 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Jun13 |
110427 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Sep13 |
110427 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110427 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
5,402 |
+0 |
Sep11 |
110427 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
2 |
1,533 |
+0 |
Dec11 |
110427 |
99.68 |
99.68 |
99.67 |
99.67 |
unch |
0 |
1,953 |
+0 |
Mar12 |
110427 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
3,672 |
+0 |
Jun12 |
110427 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110427 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110427 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110427 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
2 |
14,250 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110427 |
139.85 |
140.00 |
139.75 |
139.92 |
+0.10 |
919 |
12,515 |
+281 |
Sep11 |
110427 |
139.02 |
139.02 |
139.02 |
139.02 |
+0.10 |
0 |
1 |
+0 |
Dec11 |
110427 |
136.93 |
136.93 |
136.93 |
136.93 |
+0.10 |
|
|
|
Total Volume and Open Interest |
919 |
12,516 |
+281 |
Euro-Bund(EUREX) |
Jun11 |
110427 |
122.52 |
122.55 |
121.89 |
121.99 |
-0.52 |
782,295 |
897,866 |
+8,278 |
Sep11 |
110427 |
122.19 |
122.19 |
121.61 |
121.61 |
-0.53 |
271 |
6,363 |
+0 |
Dec11 |
110427 |
120.89 |
120.89 |
120.89 |
120.89 |
-0.52 |
|
|
|
Total Volume and Open Interest |
782,566 |
904,229 |
+8,278 |
Euro-Bobl(EUREX) |
Jun11 |
110426 |
115.12 |
115.24 |
115.00 |
115.18 |
+0.43 |
574,118 |
781,605 |
-8,826 |
Sep11 |
110427 |
114.10 |
114.10 |
114.10 |
114.10 |
-0.39 |
330 |
19,017 |
+275 |
Dec11 |
110427 |
114.35 |
114.35 |
114.35 |
114.35 |
-0.38 |
|
|
|
Total Volume and Open Interest |
538,527 |
802,065 |
+7,323 |
3-Mth Euribor(EUREX) |
Jun11 |
110427 |
98.460 |
98.460 |
98.450 |
98.450 |
-0.025 |
765 |
6,542 |
-593 |
Sep11 |
110427 |
98.210 |
98.210 |
98.170 |
98.170 |
-0.040 |
18 |
2,690 |
+0 |
Dec11 |
110427 |
97.975 |
97.975 |
97.940 |
97.940 |
-0.055 |
6 |
1,095 |
-1 |
Total Volume and Open Interest |
809 |
12,644 |
-594 |
Long Gilt(LIFFE) |
Jun11 |
110427 |
119~08 |
119~09 |
118~11 |
118~12 |
-0~22 |
89,816 |
355,971 |
-11,823 |
Sep11 |
110427 |
117~04 |
117~04 |
117~04 |
117~04 |
-0~22 |
0 |
10 |
+0 |
Total Volume and Open Interest |
89,816 |
355,981 |
-11,823 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110427 |
99.15 |
99.17 |
99.13 |
99.14 |
unch |
52,482 |
482,326 |
-52,453 |
Sep11 |
110427 |
98.99 |
99.05 |
98.98 |
98.99 |
-0.03 |
58,711 |
433,141 |
-47,984 |
Dec11 |
110427 |
98.78 |
98.87 |
98.76 |
98.78 |
-0.06 |
77,681 |
438,968 |
-53,529 |
Mar12 |
110427 |
98.66 |
98.67 |
98.53 |
98.55 |
-0.08 |
54,077 |
384,085 |
-44,740 |
Jun12 |
110427 |
98.40 |
98.41 |
98.27 |
98.28 |
-0.09 |
74,341 |
317,212 |
-12,498 |
Sep12 |
110427 |
98.12 |
98.15 |
98.00 |
98.00 |
-0.10 |
51,036 |
202,870 |
-8,922 |
Total Volume and Open Interest |
440,141 |
2,660,937 |
-253,131 |
3-Mth Euribor(LIFFE) |
Jun11 |
110427 |
98.485 |
98.485 |
98.440 |
98.450 |
-0.025 |
165,862 |
786,717 |
-204,856 |
Sep11 |
110427 |
98.215 |
98.225 |
98.165 |
98.170 |
-0.040 |
209,972 |
794,118 |
+31,691 |
Dec11 |
110427 |
98.000 |
98.005 |
97.930 |
97.940 |
-0.050 |
121,682 |
683,198 |
-7,150 |
Total Volume and Open Interest |
844,360 |
4,058,101 |
-234,648 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110427 |
95.08 |
95.09 |
95.02 |
95.04 |
-0.05 |
11,843 |
163,976 |
+3,573 |
Sep11 |
110427 |
95.04 |
95.06 |
94.93 |
94.95 |
-0.09 |
15,469 |
221,576 |
+1,385 |
Dec11 |
110427 |
94.96 |
94.96 |
94.83 |
94.86 |
-0.08 |
9,910 |
135,575 |
-1,486 |
Mar12 |
110427 |
94.84 |
94.84 |
94.72 |
94.76 |
-0.06 |
6,316 |
71,408 |
+1,262 |
Jun12 |
110427 |
94.71 |
94.72 |
94.61 |
94.65 |
-0.04 |
798 |
45,454 |
-453 |
Sep12 |
110427 |
94.66 |
94.66 |
94.52 |
94.55 |
-0.03 |
1,544 |
46,835 |
+606 |
Dec12 |
110427 |
94.49 |
94.51 |
94.42 |
94.45 |
-0.02 |
599 |
19,341 |
-274 |
Mar13 |
110427 |
94.42 |
94.43 |
94.35 |
94.38 |
-0.01 |
480 |
10,201 |
+364 |
Jun13 |
110427 |
94.35 |
94.36 |
94.32 |
94.32 |
unch |
0 |
1,048 |
+0 |
Sep13 |
110427 |
94.23 |
94.23 |
94.23 |
94.23 |
-0.01 |
0 |
900 |
+0 |
Total Volume and Open Interest |
46,959 |
717,171 |
+4,977 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110427 |
94.52 |
94.58 |
94.49 |
94.54 |
+0.06 |
29,686 |
364,549 |
-4,911 |
Sep11 |
110427 |
94.54 |
94.54 |
94.54 |
94.54 |
+0.06 |
|
|
|
Total Volume and Open Interest |
29,686 |
364,549 |
-4,911 |
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 |
110427 |
94.86 |
94.86 |
94.86 |
94.86 |
-0.01 |
|
|
|
Total Volume and Open Interest |
83,442 |
536,287 |
-5,603 |
Gold(CMX) |
Apr11 |
110427 |
1507.1 |
1516.7 |
1505.2 |
1516.7 |
+13.7 |
233 |
596 |
-4 |
Jun11 |
110427 |
1506.9 |
1530.7 |
1503.3 |
1517.1 |
+13.6 |
123,686 |
349,893 |
-4,429 |
Aug11 |
110427 |
1508.4 |
1531.4 |
1505.2 |
1518.3 |
+13.6 |
5,884 |
62,950 |
+2,736 |
Oct11 |
110427 |
1510.3 |
1532.7 |
1507.0 |
1519.4 |
+13.6 |
106 |
6,130 |
+10 |
Dec11 |
110427 |
1510.0 |
1533.7 |
1508.0 |
1520.5 |
+13.6 |
1,569 |
36,971 |
+212 |
Feb12 |
110427 |
1511.5 |
1535.0 |
1509.2 |
1522.0 |
+13.6 |
70 |
6,931 |
+14 |
Apr12 |
110427 |
1515.0 |
1523.7 |
1515.0 |
1523.7 |
+13.6 |
8 |
5,393 |
-6 |
Jun12 |
110427 |
1516.8 |
1536.1 |
1513.3 |
1525.7 |
+13.6 |
47 |
8,568 |
+25 |
Aug12 |
110427 |
1527.8 |
1527.8 |
1527.8 |
1527.8 |
+13.5 |
0 |
2,792 |
+0 |
Oct12 |
110427 |
1530.9 |
1530.9 |
1530.9 |
1530.9 |
+13.4 |
0 |
3,347 |
+0 |
Dec12 |
110427 |
1525.9 |
1547.8 |
1523.5 |
1535.0 |
+13.5 |
283 |
12,263 |
+148 |
Feb13 |
110427 |
1539.3 |
1539.3 |
1539.3 |
1539.3 |
+13.2 |
1 |
104 |
+0 |
Total Volume and Open Interest |
132,387 |
530,092 |
-1,411 |
Silver(CMX) |
May11 |
110427 |
4545.5 |
4830.5 |
4483.0 |
4595.8 |
+90.8 |
225,865 |
41,008 |
-2,162 |
Jul11 |
110427 |
4542.0 |
4833.0 |
4485.0 |
4598.7 |
+90.8 |
83,425 |
64,193 |
+4,918 |
Sep11 |
110427 |
4545.0 |
4821.0 |
4496.5 |
4599.6 |
+90.7 |
2,117 |
9,533 |
+1 |
Dec11 |
110427 |
4546.5 |
4829.5 |
4492.0 |
4600.0 |
+90.6 |
4,021 |
17,624 |
+116 |
Mar12 |
110427 |
4563.5 |
4822.5 |
4563.0 |
4596.4 |
+90.6 |
233 |
1,770 |
+38 |
May12 |
110427 |
4523.0 |
4813.5 |
4507.0 |
4593.7 |
+90.1 |
98 |
504 |
+24 |
Jul12 |
110427 |
4590.5 |
4777.5 |
4590.5 |
4590.5 |
+89.6 |
174 |
1,597 |
+104 |
Total Volume and Open Interest |
319,204 |
152,945 |
+3,046 |
Platinum(NYMEX) |
Jul11 |
110427 |
1807.6 |
1831.0 |
1805.5 |
1819.2 |
+13.8 |
3,384 |
35,605 |
+458 |
Oct11 |
110427 |
1822.6 |
1829.5 |
1813.1 |
1822.9 |
+13.8 |
79 |
1,265 |
-24 |
Jan12 |
110427 |
1824.9 |
1824.9 |
1824.9 |
1824.9 |
+13.8 |
0 |
21 |
+0 |
Apr12 |
110427 |
1822.0 |
1824.9 |
1822.0 |
1824.9 |
+13.8 |
0 |
23 |
+0 |
Total Volume and Open Interest |
3,469 |
36,978 |
+373 |
Palladium(NYMEX) |
Jun11 |
110427 |
753.95 |
770.00 |
750.00 |
758.10 |
+2.40 |
3,211 |
19,599 |
-57 |
Sep11 |
110427 |
754.75 |
759.85 |
754.70 |
759.70 |
+2.40 |
340 |
1,197 |
+27 |
Dec11 |
110427 |
758.40 |
761.10 |
758.40 |
761.10 |
+2.40 |
5 |
340 |
+3 |
Total Volume and Open Interest |
3,556 |
21,141 |
-27 |
Copper(CMX) |
May11 |
110427 |
432.25 |
434.95 |
420.90 |
422.80 |
-9.10 |
27,014 |
22,642 |
-2,913 |
Jul11 |
110427 |
434.50 |
437.00 |
422.80 |
424.65 |
-9.30 |
18,950 |
71,488 |
+3,104 |
Sep11 |
110427 |
435.20 |
435.20 |
425.50 |
426.20 |
-9.25 |
678 |
22,260 |
+307 |
Dec11 |
110427 |
439.75 |
439.75 |
427.35 |
427.45 |
-9.15 |
54 |
8,384 |
+19 |
Mar12 |
110427 |
430.95 |
432.65 |
428.05 |
428.05 |
-8.95 |
0 |
2,555 |
+0 |
Total Volume and Open Interest |
47,397 |
132,595 |
+532 |
DJIA Index(CBOT) |
Jun11 |
110427 |
12526 |
12650 |
12525 |
12641 |
+123 |
1,649 |
16,212 |
+1,257 |
Sep11 |
110427 |
12448 |
12571 |
12448 |
12571 |
+122 |
0 |
11 |
+0 |
Dec11 |
110427 |
12504 |
12504 |
12382 |
12504 |
+122 |
0 |
1 |
+0 |
Mar12 |
110427 |
12446 |
12446 |
12324 |
12446 |
+122 |
|
|
|
Total Volume and Open Interest |
1,649 |
16,224 |
+1,257 |
S & P 500(CME) |
Jun11 |
110427 |
1341.10 |
1354.00 |
1340.10 |
1351.00 |
+10.10 |
7,700 |
308,691 |
-184 |
Sep11 |
110427 |
1337.50 |
1348.60 |
1334.50 |
1345.70 |
+10.10 |
31 |
6,140 |
-30 |
Dec11 |
110427 |
1340.20 |
1343.10 |
1340.00 |
1340.20 |
+10.10 |
800 |
3,494 |
+800 |
Mar12 |
110427 |
1335.60 |
1338.50 |
1335.40 |
1335.60 |
+10.10 |
|
|
|
Total Volume and Open Interest |
8,531 |
318,330 |
+586 |
S & P 500 E-Mini(Globex) |
Jun11 |
110427 |
1351.50 |
1351.75 |
1350.75 |
1351.00 |
+10.00 |
|
|
|
Sep11 |
110427 |
1336.50 |
1348.50 |
1335.50 |
1345.75 |
+10.25 |
1,807 |
16,820 |
+1,439 |
Total Volume and Open Interest |
601,274 |
2,712,722 |
+13,079 |
NASDAQ 100(CME) |
Jun11 |
110427 |
2389.00 |
2413.50 |
2387.50 |
2409.00 |
+24.20 |
639 |
17,140 |
+459 |
Sep11 |
110427 |
2385.00 |
2405.00 |
2385.00 |
2405.00 |
+24.20 |
0 |
3 |
+0 |
Dec11 |
110427 |
2401.50 |
2405.00 |
2401.50 |
2401.50 |
+24.20 |
0 |
2 |
+0 |
Total Volume and Open Interest |
639 |
17,145 |
+459 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110427 |
2388.00 |
2412.80 |
2387.30 |
2409.00 |
+24.20 |
115,169 |
353,674 |
+1,928 |
Sep11 |
110427 |
2389.80 |
2406.80 |
2382.50 |
2405.00 |
+24.20 |
27 |
899 |
+2 |
Total Volume and Open Interest |
115,196 |
354,590 |
+1,930 |
S & P Midcap 400(CME) |
Jun11 |
110427 |
1009.30 |
1011.00 |
999.50 |
1009.30 |
+9.20 |
109 |
1,917 |
+109 |
Sep11 |
110427 |
1007.10 |
1007.10 |
1006.90 |
1007.10 |
+9.20 |
|
|
|
Dec11 |
110427 |
1005.50 |
1005.50 |
1005.30 |
1005.50 |
+9.20 |
|
|
|
Total Volume and Open Interest |
109 |
1,917 |
+109 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110427 |
9735 |
9735 |
9735 |
9735 |
+100 |
2,372 |
55,374 |
-90 |
Sep11 |
110427 |
9695 |
9765 |
9665 |
9765 |
+100 |
0 |
11 |
+0 |
Total Volume and Open Interest |
2,372 |
55,385 |
-90 |
Nikkei 225(SGX) |
Jun11 |
110427 |
9575 |
9730 |
9570 |
9715 |
+145 |
31,827 |
232,047 |
+7,374 |
Sep11 |
110427 |
9595 |
9710 |
9595 |
9710 |
+140 |
12 |
1,353 |
-1 |
Dec11 |
110427 |
9655 |
9655 |
9655 |
9655 |
+140 |
0 |
6,259 |
+400 |
Total Volume and Open Interest |
31,839 |
245,369 |
+8,172 |
CAC 40(EURONEXT) |
May11 |
110427 |
3977.5 |
4034.5 |
3966.5 |
4000.5 |
+25.5 |
87,725 |
300,024 |
-5,540 |
Jun11 |
110427 |
3934.5 |
3990.0 |
3926.0 |
3957.0 |
+25.0 |
304 |
26,400 |
-218 |
Jul11 |
110427 |
3955.0 |
3955.0 |
3955.0 |
3955.0 |
+25.5 |
|
|
|
Total Volume and Open Interest |
88,029 |
326,425 |
-5,758 |
Hang Seng Index(HKFE) |
Apr11 |
110427 |
24164 |
24284 |
23790 |
23825 |
-131 |
73,684 |
82,897 |
-4,432 |
May11 |
110427 |
24040 |
24117 |
23635 |
23661 |
-119 |
9,427 |
14,657 |
+6,832 |
Jun11 |
110427 |
23856 |
23955 |
23493 |
23525 |
-119 |
1,007 |
6,009 |
+47 |
Total Volume and Open Interest |
84,207 |
104,752 |
+2,440 |
DAX(EUREX) |
Jun11 |
110427 |
7385.5 |
7479.0 |
7373.5 |
7418.0 |
+46.0 |
92,588 |
177,786 |
-1,769 |
Sep11 |
110427 |
7415.0 |
7504.0 |
7405.0 |
7444.5 |
+46.0 |
1,128 |
5,891 |
+400 |
Dec11 |
110427 |
7438.0 |
7533.0 |
7438.0 |
7476.0 |
+47.0 |
181 |
715 |
+65 |
Total Volume and Open Interest |
93,897 |
184,392 |
-1,304 |
FT-SE 100(EURONEXT) |
Jun11 |
110427 |
6029.00 |
6058.00 |
6013.00 |
6039.00 |
+7.50 |
69,584 |
657,763 |
-26,632 |
Sep11 |
110427 |
6022.00 |
6022.00 |
5988.00 |
6004.00 |
+8.50 |
10 |
561 |
-3 |
Dec11 |
110427 |
5983.50 |
5983.50 |
5983.50 |
5983.50 |
+9.00 |
1 |
167 |
+1 |
Total Volume and Open Interest |
69,595 |
658,491 |
-26,634 |
SPI 200(SFE) |
Jun11 |
110427 |
4910.0 |
4951.0 |
4871.0 |
4873.0 |
-48.0 |
29,954 |
184,827 |
-3,511 |
Sep11 |
110427 |
4915.0 |
4920.0 |
4862.0 |
4862.0 |
-48.0 |
88 |
3,555 |
-10 |
Dec11 |
110427 |
4885.0 |
4885.0 |
4885.0 |
4885.0 |
-46.0 |
0 |
2,595 |
-189 |
Total Volume and Open Interest |
30,225 |
193,949 |
-3,947 |
GSCI(CME) |
May11 |
110427 |
95.64 |
100.14 |
89.64 |
97.14 |
+1.00 |
144 |
12,006 |
-8 |
Jun11 |
110427 |
97.14 |
101.64 |
92.14 |
98.74 |
+1.00 |
2 |
0 |
+0 |
Jul11 |
110427 |
96.14 |
99.14 |
89.64 |
96.14 |
+1.50 |
|
|
|
Total Volume and Open Interest |
146 |
12,006 |
-8 |
Reuters CCI(ICE) |
Jun11 |
110427 |
366.70 |
366.70 |
366.70 |
366.70 |
-0.10 |
|
|
|
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. |
|
|