|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu April 28, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110428 |
1379.25 |
1393.50 |
1334.25 |
1350.25 |
-27.75 |
59,906 |
54,648 |
-15,051 |
Jul11 |
110428 |
1386.00 |
1400.50 |
1338.25 |
1353.50 |
-31.00 |
95,998 |
248,722 |
+1,328 |
Aug11 |
110428 |
1384.00 |
1398.25 |
1336.75 |
1351.75 |
-31.25 |
3,641 |
17,566 |
+621 |
Sep11 |
110428 |
1380.25 |
1384.25 |
1330.75 |
1344.00 |
-31.50 |
2,640 |
15,500 |
+967 |
Nov11 |
110428 |
1369.00 |
1381.00 |
1322.25 |
1337.75 |
-30.75 |
19,014 |
196,762 |
+1,514 |
Jan12 |
110428 |
1375.50 |
1385.25 |
1330.00 |
1345.00 |
-30.50 |
1,312 |
21,844 |
-186 |
Mar12 |
110428 |
1375.00 |
1385.00 |
1332.25 |
1345.50 |
-30.25 |
948 |
13,531 |
+35 |
Total Volume and Open Interest |
185,610 |
593,568 |
-10,788 |
Soybean Meal(CBOT) |
May11 |
110428 |
356.90 |
363.00 |
345.70 |
348.70 |
-8.00 |
24,529 |
13,913 |
-5,568 |
Jul11 |
110428 |
362.00 |
368.60 |
350.70 |
354.20 |
-7.60 |
38,754 |
94,679 |
+742 |
Aug11 |
110428 |
365.00 |
368.70 |
351.20 |
354.60 |
-7.80 |
4,437 |
27,821 |
+564 |
Sep11 |
110428 |
364.00 |
365.30 |
349.90 |
353.40 |
-7.80 |
3,010 |
15,882 |
+143 |
Oct11 |
110428 |
359.40 |
361.40 |
345.30 |
349.20 |
-7.30 |
1,103 |
14,008 |
-3 |
Dec11 |
110428 |
357.80 |
362.00 |
345.10 |
348.80 |
-7.10 |
6,737 |
47,747 |
+605 |
Jan12 |
110428 |
354.20 |
358.70 |
346.50 |
350.00 |
-7.20 |
584 |
3,412 |
+81 |
Mar12 |
110428 |
359.70 |
359.70 |
348.50 |
351.60 |
-7.40 |
301 |
3,255 |
+90 |
Total Volume and Open Interest |
80,155 |
226,777 |
-3,388 |
Soybean Oil(CBOT) |
May11 |
110428 |
57.89 |
58.48 |
56.07 |
56.43 |
-1.43 |
39,014 |
30,275 |
-9,012 |
Jul11 |
110428 |
58.55 |
59.02 |
56.55 |
56.93 |
-1.48 |
62,487 |
160,841 |
-1,885 |
Aug11 |
110428 |
58.87 |
59.25 |
56.80 |
57.19 |
-1.46 |
6,996 |
25,583 |
+1,292 |
Sep11 |
110428 |
59.06 |
59.34 |
57.13 |
57.44 |
-1.45 |
4,274 |
19,664 |
+1,680 |
Oct11 |
110428 |
59.25 |
59.28 |
57.16 |
57.49 |
-1.44 |
323 |
13,494 |
-10 |
Dec11 |
110428 |
59.33 |
59.75 |
57.38 |
57.70 |
-1.44 |
6,925 |
77,107 |
-282 |
Jan12 |
110428 |
59.45 |
59.53 |
57.70 |
57.90 |
-1.44 |
399 |
4,701 |
+178 |
Mar12 |
110428 |
58.15 |
59.28 |
57.65 |
57.88 |
-1.40 |
125 |
4,272 |
-39 |
Total Volume and Open Interest |
120,912 |
340,125 |
-8,119 |
Canola(WCE) |
May11 |
110428 |
569.2 |
570.0 |
550.1 |
552.3 |
-15.5 |
7,547 |
7,707 |
-5,529 |
Jul11 |
110428 |
577.2 |
579.4 |
559.5 |
561.8 |
-15.4 |
16,199 |
77,804 |
+4,563 |
Nov11 |
110428 |
576.9 |
578.2 |
558.0 |
559.1 |
-16.5 |
3,516 |
77,315 |
-579 |
Jan12 |
110428 |
583.9 |
585.3 |
565.8 |
566.2 |
-17.2 |
1,288 |
5,862 |
+1,191 |
Mar12 |
110428 |
585.5 |
585.5 |
567.8 |
568.3 |
-17.2 |
0 |
1,151 |
+0 |
Total Volume and Open Interest |
28,560 |
172,067 |
-346 |
Corn(CBOT) |
May11 |
110428 |
757.00 |
761.25 |
715.50 |
723.00 |
-29.25 |
158,025 |
148,223 |
-38,348 |
Jul11 |
110428 |
763.75 |
768.25 |
729.25 |
729.25 |
-30.00 |
239,993 |
668,440 |
+9,181 |
Sep11 |
110428 |
717.50 |
721.75 |
684.25 |
684.25 |
-30.00 |
23,198 |
152,410 |
+3,201 |
Dec11 |
110428 |
670.00 |
672.25 |
637.25 |
637.50 |
-29.75 |
68,960 |
454,909 |
+2,678 |
Mar12 |
110428 |
679.25 |
682.00 |
647.75 |
648.50 |
-29.25 |
10,185 |
71,272 |
+1,402 |
May12 |
110428 |
687.50 |
689.00 |
656.25 |
657.00 |
-29.25 |
2,159 |
15,032 |
+542 |
Total Volume and Open Interest |
510,153 |
1,592,733 |
-19,410 |
Wheat(CBOT) |
May11 |
110428 |
779.25 |
784.25 |
738.00 |
743.00 |
-34.00 |
22,804 |
22,053 |
-6,958 |
Jul11 |
110428 |
814.00 |
820.50 |
772.50 |
777.50 |
-34.50 |
60,845 |
228,420 |
+1,636 |
Sep11 |
110428 |
857.75 |
865.00 |
818.00 |
822.25 |
-34.50 |
8,421 |
70,669 |
+1,076 |
Dec11 |
110428 |
897.50 |
906.25 |
861.50 |
864.50 |
-31.75 |
11,254 |
102,259 |
+893 |
Mar12 |
110428 |
925.50 |
933.75 |
891.50 |
893.50 |
-30.00 |
1,642 |
13,008 |
+69 |
Total Volume and Open Interest |
108,092 |
470,608 |
-2,037 |
Wheat(KCBT) |
May11 |
110428 |
913.00 |
919.00 |
870.00 |
870.25 |
-42.25 |
12,504 |
15,372 |
-5,540 |
Jul11 |
110428 |
925.00 |
930.75 |
878.25 |
880.00 |
-43.00 |
13,863 |
94,960 |
+1,884 |
Sep11 |
110428 |
941.50 |
946.50 |
897.75 |
898.75 |
-40.75 |
2,368 |
29,907 |
+626 |
Dec11 |
110428 |
959.50 |
964.75 |
916.75 |
918.00 |
-38.75 |
3,908 |
34,684 |
+1,219 |
Mar12 |
110428 |
970.50 |
977.50 |
932.00 |
932.25 |
-36.75 |
257 |
4,411 |
-21 |
Total Volume and Open Interest |
33,339 |
186,380 |
-1,537 |
Wheat(MGE) |
May11 |
110428 |
946.00 |
947.50 |
911.00 |
916.75 |
-30.75 |
5,504 |
5,430 |
-2,036 |
Jul11 |
110428 |
954.00 |
960.25 |
916.50 |
923.75 |
-30.50 |
3,648 |
21,019 |
+600 |
Sep11 |
110428 |
949.50 |
956.25 |
916.50 |
920.25 |
-29.25 |
924 |
16,201 |
+132 |
Dec11 |
110428 |
959.00 |
966.25 |
924.50 |
928.00 |
-30.75 |
1,053 |
13,143 |
+405 |
Mar12 |
110428 |
970.00 |
976.25 |
935.25 |
938.00 |
-31.75 |
197 |
2,398 |
+70 |
Total Volume and Open Interest |
11,432 |
60,607 |
-794 |
Oats(CBOT) |
May11 |
110428 |
367.00 |
372.75 |
330.75 |
339.00 |
-30.75 |
902 |
1,008 |
-833 |
Jul11 |
110428 |
376.75 |
384.75 |
350.00 |
350.00 |
-30.00 |
1,183 |
9,576 |
+384 |
Sep11 |
110428 |
385.00 |
385.00 |
355.50 |
355.50 |
-30.00 |
8 |
235 |
+3 |
Dec11 |
110428 |
392.50 |
398.25 |
362.50 |
362.50 |
-30.00 |
95 |
2,708 |
-11 |
Total Volume and Open Interest |
2,188 |
13,532 |
-457 |
Rough Rice(CBOT) |
May11 |
110428 |
14.15 |
14.30 |
13.91 |
14.12 |
-0.06 |
1,525 |
2,921 |
-670 |
Jul11 |
110428 |
14.46 |
14.63 |
14.25 |
14.43 |
-0.07 |
2,312 |
15,649 |
+658 |
Sep11 |
110428 |
15.30 |
15.33 |
15.07 |
15.24 |
-0.06 |
173 |
4,503 |
-13 |
Nov11 |
110428 |
15.59 |
15.61 |
15.38 |
15.54 |
-0.05 |
51 |
885 |
-9 |
Total Volume and Open Interest |
4,062 |
24,452 |
-34 |
Live Cattle(CME) |
Apr11 |
110428 |
117.000 |
117.200 |
115.900 |
117.150 |
-0.135 |
3,677 |
4,039 |
-2,614 |
Jun11 |
110428 |
113.385 |
113.650 |
112.100 |
113.180 |
-0.370 |
34,471 |
154,132 |
-4,883 |
Aug11 |
110428 |
115.800 |
115.850 |
114.480 |
115.800 |
-0.300 |
13,542 |
91,643 |
+2,010 |
Oct11 |
110428 |
120.980 |
120.980 |
119.600 |
120.730 |
-0.305 |
4,455 |
55,740 |
+338 |
Dec11 |
110428 |
122.700 |
123.035 |
121.900 |
122.800 |
-0.350 |
3,535 |
41,131 |
+673 |
Feb12 |
110428 |
122.650 |
123.100 |
122.035 |
123.100 |
-0.080 |
1,164 |
11,875 |
+79 |
Total Volume and Open Interest |
61,021 |
364,340 |
-4,303 |
Feeder Cattle(CME) |
Apr11 |
110425 |
132.130 |
132.130 |
132.130 |
132.130 |
-0.155 |
685 |
1,452 |
-67 |
May11 |
110428 |
130.750 |
131.800 |
130.000 |
131.380 |
+0.980 |
2,064 |
7,809 |
-504 |
Aug11 |
110428 |
135.000 |
136.500 |
134.130 |
136.130 |
+1.280 |
9,118 |
23,903 |
+592 |
Sep11 |
110428 |
135.500 |
137.325 |
135.285 |
136.950 |
+1.150 |
890 |
4,674 |
-48 |
Oct11 |
110428 |
136.000 |
137.550 |
135.500 |
137.325 |
+1.225 |
842 |
2,776 |
+87 |
Nov11 |
110428 |
135.550 |
137.300 |
135.550 |
137.100 |
+0.950 |
130 |
1,361 |
-9 |
Jan12 |
110428 |
133.900 |
135.600 |
133.900 |
135.600 |
+1.000 |
16 |
322 |
+9 |
Total Volume and Open Interest |
13,060 |
40,870 |
+127 |
Lean Hogs(CME) |
May11 |
110428 |
96.535 |
96.900 |
95.830 |
96.800 |
-0.950 |
891 |
4,907 |
-80 |
Jun11 |
110428 |
96.285 |
96.650 |
95.430 |
96.500 |
-0.200 |
24,301 |
82,994 |
-2,700 |
Jul11 |
110428 |
97.285 |
97.550 |
96.150 |
97.500 |
-0.200 |
3,739 |
31,191 |
+319 |
Aug11 |
110428 |
97.500 |
97.900 |
96.350 |
97.800 |
-0.050 |
5,211 |
35,225 |
-52 |
Oct11 |
110428 |
89.385 |
89.550 |
88.330 |
89.200 |
-0.500 |
4,453 |
32,519 |
-116 |
Dec11 |
110428 |
85.500 |
85.980 |
84.450 |
85.300 |
-0.400 |
2,455 |
27,163 |
+62 |
Feb12 |
110428 |
86.830 |
87.180 |
85.900 |
86.250 |
-1.050 |
356 |
6,742 |
+117 |
Apr12 |
110428 |
88.050 |
88.350 |
86.800 |
87.300 |
-0.850 |
167 |
3,858 |
+11 |
Total Volume and Open Interest |
41,594 |
226,634 |
-2,421 |
Class III Milk(CME) |
Apr11 |
110428 |
16.80 |
16.83 |
16.80 |
16.80 |
unch |
39 |
5,459 |
+4 |
May11 |
110428 |
16.50 |
16.60 |
16.23 |
16.27 |
-0.21 |
143 |
5,453 |
-22 |
Jun11 |
110428 |
17.40 |
17.42 |
17.14 |
17.18 |
-0.21 |
196 |
4,683 |
+38 |
Jul11 |
110428 |
17.73 |
17.75 |
17.50 |
17.60 |
-0.15 |
66 |
3,424 |
+11 |
Aug11 |
110428 |
17.99 |
18.00 |
17.85 |
17.86 |
-0.12 |
18 |
3,236 |
-4 |
Total Volume and Open Interest |
609 |
35,679 |
+115 |
Cocoa(ICE) |
May11 |
110428 |
3330 |
3330 |
3330 |
3330 |
+124 |
2 |
356 |
-1 |
Jul11 |
110428 |
3188 |
3299 |
3170 |
3280 |
+112 |
5,109 |
71,818 |
-16 |
Sep11 |
110428 |
3201 |
3300 |
3178 |
3286 |
+108 |
867 |
23,989 |
+444 |
Dec11 |
110428 |
3229 |
3320 |
3215 |
3305 |
+111 |
520 |
23,445 |
-99 |
Mar12 |
110428 |
3276 |
3354 |
3243 |
3346 |
+107 |
43 |
23,067 |
-38 |
May12 |
110428 |
3294 |
3335 |
3290 |
3335 |
+101 |
4 |
5,852 |
+0 |
Jul12 |
110428 |
3292 |
3340 |
3292 |
3340 |
+111 |
0 |
1,524 |
+0 |
Total Volume and Open Interest |
6,545 |
154,607 |
+290 |
Coffee "C"(ICE) |
May11 |
110428 |
298.15 |
301.05 |
295.80 |
298.60 |
+3.05 |
230 |
687 |
-132 |
Jul11 |
110428 |
297.00 |
303.40 |
296.00 |
299.20 |
+2.80 |
9,977 |
70,694 |
+673 |
Sep11 |
110428 |
299.50 |
305.90 |
298.80 |
301.85 |
+2.70 |
1,439 |
19,511 |
+215 |
Dec11 |
110428 |
301.00 |
308.15 |
301.00 |
304.25 |
+2.50 |
1,019 |
18,290 |
-98 |
Mar12 |
110428 |
302.00 |
307.90 |
300.65 |
303.55 |
+1.40 |
181 |
3,747 |
+82 |
May12 |
110428 |
301.40 |
306.70 |
300.40 |
302.05 |
+0.40 |
94 |
2,146 |
+27 |
Total Volume and Open Interest |
13,074 |
116,698 |
+822 |
Orange Juice(ICE) |
May11 |
110428 |
172.70 |
176.85 |
171.55 |
174.10 |
+1.40 |
956 |
1,996 |
-743 |
Jul11 |
110428 |
166.00 |
169.95 |
164.25 |
166.20 |
+0.45 |
1,619 |
22,242 |
+96 |
Sep11 |
110428 |
162.60 |
166.40 |
161.60 |
163.35 |
+0.85 |
126 |
1,898 |
+30 |
Nov11 |
110428 |
159.50 |
160.70 |
159.00 |
160.70 |
+0.90 |
40 |
1,589 |
+32 |
Jan12 |
110428 |
159.00 |
159.80 |
159.00 |
159.80 |
+0.75 |
0 |
172 |
+0 |
Mar12 |
110428 |
159.00 |
160.00 |
159.00 |
160.00 |
+1.00 |
0 |
66 |
+0 |
Total Volume and Open Interest |
2,741 |
28,057 |
-585 |
Sugar #11(ICE) |
May11 |
110428 |
24.34 |
24.55 |
23.60 |
23.92 |
-0.63 |
29,325 |
50,648 |
-8,764 |
Jul11 |
110428 |
22.78 |
22.87 |
21.94 |
22.51 |
-0.45 |
39,014 |
277,924 |
-3,223 |
Oct11 |
110428 |
23.11 |
23.11 |
22.20 |
22.92 |
-0.24 |
9,878 |
124,042 |
-117 |
Mar12 |
110428 |
23.40 |
23.75 |
22.64 |
23.51 |
+0.02 |
3,776 |
72,521 |
+500 |
May12 |
110428 |
23.11 |
23.40 |
22.56 |
23.31 |
+0.03 |
1,860 |
20,327 |
+66 |
Total Volume and Open Interest |
85,734 |
597,546 |
-11,705 |
London Cocoa(LCE) |
May11 |
110428 |
1918 |
1975 |
1903 |
1975 |
+59 |
2,799 |
38,542 |
-1,307 |
Jul11 |
110428 |
1935 |
1992 |
1917 |
1981 |
+54 |
4,103 |
56,766 |
+558 |
Sep11 |
110428 |
1950 |
2007 |
1933 |
1993 |
+49 |
1,366 |
29,418 |
+36 |
Dec11 |
110428 |
1968 |
2028 |
1957 |
2015 |
+50 |
746 |
30,525 |
+33 |
Mar12 |
110428 |
1992 |
2040 |
1975 |
2030 |
+47 |
333 |
27,195 |
+154 |
May12 |
110428 |
1998 |
2042 |
1996 |
2042 |
+46 |
54 |
7,752 |
+34 |
Jul12 |
110428 |
2049 |
2049 |
2049 |
2049 |
+44 |
0 |
3,954 |
+0 |
Total Volume and Open Interest |
9,401 |
204,427 |
-492 |
London Sugar(LCE) |
Aug11 |
110428 |
624.30 |
624.70 |
605.00 |
615.10 |
-11.40 |
2,124 |
23,393 |
-490 |
Oct11 |
110428 |
607.10 |
607.60 |
589.50 |
601.50 |
-7.70 |
740 |
7,937 |
-4 |
Dec11 |
110428 |
608.90 |
611.00 |
595.00 |
607.40 |
-6.30 |
317 |
2,641 |
+219 |
Mar12 |
110428 |
600.30 |
608.70 |
594.80 |
608.60 |
-3.60 |
177 |
1,777 |
+56 |
May12 |
110428 |
588.50 |
600.60 |
588.50 |
600.60 |
-0.20 |
4 |
1,073 |
+0 |
Total Volume and Open Interest |
3,362 |
37,494 |
-219 |
Cotton(ICE) |
May11 |
110428 |
173.31 |
176.53 |
168.30 |
172.82 |
-2.07 |
398 |
5,674 |
-262 |
Jul11 |
110428 |
152.95 |
154.98 |
146.50 |
152.02 |
-1.37 |
7,315 |
73,643 |
-492 |
Oct11 |
110428 |
135.00 |
143.32 |
134.50 |
143.06 |
+3.56 |
41 |
469 |
-15 |
Dec11 |
110428 |
125.77 |
127.20 |
120.66 |
126.58 |
+1.98 |
3,500 |
60,085 |
+180 |
Mar12 |
110428 |
118.83 |
119.35 |
113.53 |
119.12 |
+2.30 |
284 |
7,730 |
+66 |
May12 |
110428 |
110.00 |
112.35 |
110.00 |
112.35 |
+2.06 |
19 |
2,319 |
-21 |
Total Volume and Open Interest |
11,578 |
154,952 |
-545 |
Lumber(CME) |
May11 |
110428 |
228.0 |
233.3 |
223.3 |
232.5 |
+8.5 |
178 |
1,781 |
-112 |
Jul11 |
110428 |
245.9 |
254.5 |
240.9 |
254.2 |
+9.7 |
388 |
5,690 |
+57 |
Sep11 |
110428 |
263.4 |
270.0 |
257.1 |
269.9 |
+9.9 |
80 |
1,452 |
+32 |
Nov11 |
110428 |
264.0 |
270.8 |
261.6 |
266.5 |
+5.7 |
13 |
399 |
-3 |
Total Volume and Open Interest |
661 |
9,335 |
-26 |
Crude Oil(NYM) |
Jun11 |
110428 |
113.13 |
113.97 |
111.69 |
112.86 |
+0.10 |
234,441 |
346,993 |
-3,544 |
Jul11 |
110428 |
113.61 |
114.49 |
112.18 |
113.34 |
+0.06 |
62,523 |
193,435 |
+6,152 |
Aug11 |
110428 |
114.04 |
114.78 |
112.48 |
113.62 |
+0.05 |
31,673 |
72,959 |
+456 |
Sep11 |
110428 |
114.30 |
114.95 |
112.68 |
113.75 |
+0.06 |
28,411 |
72,264 |
+2,952 |
Oct11 |
110428 |
114.50 |
114.94 |
112.86 |
113.75 |
+0.05 |
10,568 |
40,934 |
+538 |
Nov11 |
110428 |
114.29 |
114.91 |
112.77 |
113.71 |
+0.03 |
5,273 |
35,629 |
-149 |
Dec11 |
110428 |
114.35 |
114.90 |
112.67 |
113.67 |
+0.03 |
38,662 |
185,731 |
-2,042 |
Jan12 |
110428 |
114.27 |
114.32 |
112.88 |
113.52 |
+0.03 |
2,054 |
37,507 |
+138 |
Feb12 |
110428 |
113.77 |
113.91 |
112.80 |
113.31 |
+0.03 |
1,541 |
17,894 |
+42 |
Mar12 |
110428 |
113.55 |
113.71 |
112.16 |
113.09 |
+0.03 |
2,532 |
30,649 |
-447 |
Apr12 |
110428 |
113.28 |
113.98 |
112.80 |
112.85 |
+0.02 |
889 |
13,924 |
+76 |
May12 |
110428 |
112.69 |
112.69 |
111.93 |
112.57 |
unch |
809 |
12,924 |
-10 |
Jun12 |
110428 |
113.08 |
113.38 |
112.18 |
112.28 |
-0.01 |
7,428 |
70,141 |
+1,212 |
Jul12 |
110428 |
111.87 |
112.34 |
111.87 |
111.88 |
-0.03 |
260 |
17,078 |
-2 |
Aug12 |
110428 |
112.13 |
112.13 |
111.47 |
111.47 |
-0.05 |
104 |
10,856 |
+17 |
Sep12 |
110428 |
111.11 |
111.11 |
111.11 |
111.11 |
-0.07 |
242 |
12,357 |
+44 |
Total Volume and Open Interest |
448,963 |
1,553,704 |
+5,371 |
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 |
110428 |
113.725 |
114.425 |
112.200 |
113.350 |
+0.075 |
236 |
558 |
+18 |
Aug11 |
110428 |
114.450 |
114.450 |
112.625 |
113.625 |
+0.050 |
76 |
84 |
-12 |
Sep11 |
110428 |
113.675 |
114.175 |
113.200 |
113.750 |
+0.050 |
6 |
59 |
+3 |
Oct11 |
110428 |
113.750 |
113.750 |
113.750 |
113.750 |
+0.050 |
0 |
44 |
+0 |
Nov11 |
110428 |
113.700 |
113.700 |
113.700 |
113.700 |
+0.025 |
2 |
17 |
-3 |
Dec11 |
110428 |
113.675 |
113.825 |
113.050 |
113.675 |
+0.025 |
2 |
320 |
-2 |
Jan12 |
110428 |
113.525 |
113.525 |
113.525 |
113.525 |
+0.025 |
0 |
5 |
+0 |
Total Volume and Open Interest |
7,354 |
4,089 |
+99 |
Heating Oil(NYM) |
May11 |
110428 |
324.00 |
326.90 |
321.00 |
323.16 |
-0.18 |
27,214 |
22,133 |
-8,308 |
Jun11 |
110428 |
325.61 |
328.37 |
322.25 |
324.59 |
-0.22 |
47,805 |
109,585 |
+3,629 |
Jul11 |
110428 |
328.35 |
329.90 |
323.90 |
326.19 |
-0.27 |
14,096 |
47,794 |
+1,407 |
Aug11 |
110428 |
330.05 |
331.39 |
325.77 |
327.85 |
-0.31 |
8,214 |
26,979 |
+742 |
Sep11 |
110428 |
329.29 |
332.84 |
327.22 |
329.51 |
-0.36 |
4,890 |
20,424 |
-50 |
Oct11 |
110428 |
332.71 |
334.37 |
329.03 |
331.03 |
-0.43 |
3,158 |
10,134 |
+197 |
Nov11 |
110428 |
334.38 |
335.77 |
330.21 |
332.49 |
-0.51 |
1,858 |
8,342 |
+528 |
Dec11 |
110428 |
336.05 |
337.24 |
331.63 |
333.88 |
-0.54 |
6,388 |
30,089 |
-134 |
Jan12 |
110428 |
335.68 |
337.93 |
333.75 |
335.28 |
-0.58 |
494 |
10,881 |
+122 |
Feb12 |
110428 |
335.39 |
335.39 |
335.39 |
335.39 |
-0.62 |
126 |
4,554 |
+77 |
Mar12 |
110428 |
335.02 |
336.50 |
333.98 |
333.98 |
-0.65 |
243 |
2,713 |
+60 |
Apr12 |
110428 |
331.53 |
332.00 |
331.42 |
331.53 |
-0.57 |
68 |
952 |
+13 |
Total Volume and Open Interest |
116,160 |
311,873 |
-1,194 |
Gasoline(NYMEX) |
May11 |
110428 |
343.64 |
347.62 |
339.57 |
342.98 |
+1.04 |
36,523 |
23,377 |
-12,857 |
Jun11 |
110428 |
337.30 |
340.26 |
333.23 |
336.96 |
+1.14 |
57,020 |
96,013 |
+3,578 |
Jul11 |
110428 |
333.21 |
335.14 |
328.50 |
332.30 |
+1.17 |
22,922 |
47,926 |
+2,546 |
Aug11 |
110428 |
329.90 |
331.00 |
325.22 |
328.31 |
+1.00 |
10,895 |
24,389 |
+817 |
Sep11 |
110428 |
325.64 |
327.25 |
321.29 |
324.43 |
+0.75 |
7,444 |
22,683 |
+189 |
Oct11 |
110428 |
308.15 |
311.31 |
305.04 |
308.56 |
+0.62 |
3,822 |
19,289 |
+402 |
Nov11 |
110428 |
304.24 |
307.07 |
301.19 |
304.66 |
+0.61 |
1,236 |
7,547 |
+273 |
Dec11 |
110428 |
304.08 |
305.40 |
299.00 |
302.56 |
+0.51 |
1,749 |
25,508 |
+10 |
Jan12 |
110428 |
303.63 |
303.63 |
300.17 |
302.38 |
+0.48 |
33 |
6,603 |
+0 |
Feb12 |
110428 |
303.58 |
303.58 |
303.58 |
303.58 |
+0.49 |
25 |
2,670 |
+6 |
Total Volume and Open Interest |
141,813 |
295,262 |
-4,979 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110428 |
343.00 |
343.00 |
342.98 |
343.00 |
+1.10 |
1 |
2 |
-1 |
Jun11 |
110428 |
337.00 |
337.00 |
336.96 |
337.00 |
+1.20 |
1 |
2 |
+1 |
Jul11 |
110428 |
332.30 |
332.30 |
332.30 |
332.30 |
+1.20 |
0 |
1 |
+0 |
Aug11 |
110428 |
328.30 |
328.31 |
328.30 |
328.30 |
+1.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2 |
9 |
+0 |
Natural Gas(NYM) |
Jun11 |
110428 |
4.397 |
4.599 |
4.396 |
4.571 |
+0.163 |
89,055 |
146,962 |
+3,865 |
Jul11 |
110428 |
4.480 |
4.659 |
4.474 |
4.633 |
+0.157 |
26,735 |
207,664 |
+1,202 |
Aug11 |
110428 |
4.535 |
4.699 |
4.522 |
4.677 |
+0.155 |
13,248 |
67,404 |
+667 |
Sep11 |
110428 |
4.557 |
4.710 |
4.537 |
4.689 |
+0.152 |
5,408 |
74,591 |
-64 |
Oct11 |
110428 |
4.591 |
4.747 |
4.584 |
4.727 |
+0.146 |
11,599 |
85,487 |
+33 |
Nov11 |
110428 |
4.730 |
4.879 |
4.730 |
4.861 |
+0.131 |
5,069 |
38,026 |
+525 |
Dec11 |
110428 |
4.981 |
5.082 |
4.953 |
5.066 |
+0.112 |
3,852 |
30,508 |
+959 |
Jan12 |
110428 |
5.081 |
5.198 |
5.071 |
5.180 |
+0.109 |
4,884 |
83,919 |
-695 |
Feb12 |
110428 |
5.052 |
5.175 |
5.051 |
5.159 |
+0.108 |
1,616 |
17,205 |
-55 |
Mar12 |
110428 |
4.987 |
5.106 |
4.987 |
5.089 |
+0.104 |
3,998 |
32,376 |
+398 |
Apr12 |
110428 |
4.846 |
4.944 |
4.845 |
4.929 |
+0.084 |
3,427 |
31,781 |
+1 |
May12 |
110428 |
4.877 |
4.958 |
4.869 |
4.945 |
+0.080 |
859 |
9,952 |
+279 |
Jun12 |
110428 |
4.928 |
4.988 |
4.901 |
4.975 |
+0.077 |
157 |
5,798 |
+85 |
Jul12 |
110428 |
4.987 |
5.026 |
4.945 |
5.015 |
+0.074 |
119 |
5,173 |
+27 |
Aug12 |
110428 |
5.009 |
5.040 |
5.009 |
5.040 |
+0.074 |
54 |
5,652 |
+11 |
Sep12 |
110428 |
4.990 |
5.050 |
4.987 |
5.050 |
+0.074 |
52 |
5,170 |
-17 |
Total Volume and Open Interest |
253,268 |
930,153 |
-13,549 |
Brent Crude Oil(ICE) |
Jun11 |
110428 |
125.30 |
126.66 |
124.07 |
125.02 |
-0.11 |
143,786 |
223,419 |
-8,963 |
Jul11 |
110428 |
125.50 |
126.34 |
123.79 |
124.73 |
-0.13 |
54,595 |
134,555 |
-548 |
Aug11 |
110428 |
125.20 |
125.99 |
123.48 |
124.41 |
-0.15 |
23,982 |
50,955 |
+2,137 |
Sep11 |
110428 |
124.80 |
125.46 |
123.16 |
124.00 |
-0.16 |
10,581 |
46,354 |
+322 |
Oct11 |
110428 |
124.40 |
125.16 |
122.67 |
123.60 |
-0.15 |
5,657 |
29,452 |
-22 |
Nov11 |
110428 |
123.74 |
124.75 |
122.29 |
123.22 |
-0.14 |
5,647 |
20,970 |
+345 |
Dec11 |
110428 |
123.53 |
124.34 |
121.89 |
122.83 |
-0.14 |
34,369 |
98,946 |
-956 |
Jan12 |
110428 |
122.39 |
123.52 |
122.39 |
122.47 |
-0.13 |
2,378 |
18,830 |
+399 |
Feb12 |
110428 |
122.47 |
122.50 |
122.11 |
122.11 |
-0.13 |
1,227 |
14,881 |
+299 |
Mar12 |
110428 |
121.50 |
121.74 |
121.50 |
121.74 |
-0.12 |
1,647 |
29,608 |
+181 |
Apr12 |
110428 |
121.33 |
121.33 |
121.33 |
121.33 |
-0.12 |
989 |
5,916 |
+163 |
May12 |
110428 |
120.89 |
120.89 |
120.89 |
120.89 |
-0.13 |
743 |
5,787 |
+78 |
Jun12 |
110428 |
121.17 |
121.83 |
119.63 |
120.43 |
-0.14 |
6,456 |
35,237 |
-163 |
Jul12 |
110428 |
119.95 |
119.95 |
119.95 |
119.95 |
-0.15 |
395 |
2,303 |
+56 |
Total Volume and Open Interest |
307,787 |
840,097 |
-7,871 |
Gas Oil(ICE) |
May11 |
110428 |
1029.50 |
1040.00 |
1021.50 |
1038.25 |
+14.00 |
34,864 |
104,796 |
-7,545 |
Jun11 |
110428 |
1033.00 |
1042.75 |
1024.50 |
1041.00 |
+13.50 |
51,414 |
126,083 |
-1,521 |
Jul11 |
110428 |
1039.00 |
1045.25 |
1027.50 |
1044.00 |
+13.25 |
9,181 |
63,710 |
+1,604 |
Aug11 |
110428 |
1042.75 |
1047.50 |
1029.75 |
1046.25 |
+12.50 |
5,697 |
31,456 |
+1,459 |
Sep11 |
110428 |
1044.50 |
1049.50 |
1032.00 |
1048.50 |
+11.75 |
3,662 |
47,481 |
+604 |
Oct11 |
110428 |
1046.75 |
1051.50 |
1034.75 |
1050.25 |
+11.50 |
2,419 |
33,489 |
+315 |
Nov11 |
110428 |
1047.00 |
1051.50 |
1034.00 |
1050.25 |
+11.25 |
1,375 |
21,782 |
+525 |
Dec11 |
110428 |
1047.50 |
1052.50 |
1034.25 |
1050.50 |
+11.00 |
9,987 |
62,218 |
-2,692 |
Jan12 |
110428 |
1048.50 |
1052.00 |
1040.25 |
1052.00 |
+10.75 |
471 |
25,785 |
+7 |
Feb12 |
110428 |
1052.25 |
1052.50 |
1041.00 |
1051.00 |
+10.50 |
206 |
6,726 |
+68 |
Total Volume and Open Interest |
123,032 |
609,605 |
-7,058 |
Ethanol(CBOT) |
Apr11 |
110405 |
2.695 |
2.710 |
2.695 |
2.706 |
-0.009 |
94 |
259 |
-79 |
May11 |
110428 |
2.630 |
2.635 |
2.541 |
2.563 |
-0.072 |
118 |
402 |
-77 |
Jun11 |
110428 |
2.645 |
2.650 |
2.551 |
2.559 |
-0.088 |
245 |
930 |
+32 |
Jul11 |
110428 |
2.660 |
2.660 |
2.558 |
2.563 |
-0.100 |
184 |
1,152 |
+8 |
Aug11 |
110428 |
2.655 |
2.655 |
2.559 |
2.562 |
-0.095 |
100 |
822 |
+31 |
Sep11 |
110428 |
2.620 |
2.620 |
2.530 |
2.532 |
-0.092 |
88 |
999 |
-48 |
Oct11 |
110428 |
2.495 |
2.495 |
2.420 |
2.421 |
-0.097 |
95 |
947 |
+44 |
Nov11 |
110428 |
2.460 |
2.460 |
2.354 |
2.361 |
-0.097 |
27 |
578 |
+3 |
Total Volume and Open Interest |
915 |
7,334 |
+8 |
WTI Crude Oil(ICE |
Jun11 |
110428 |
113.45 |
113.97 |
111.70 |
112.86 |
+0.10 |
56,931 |
96,806 |
-6,772 |
Jul11 |
110428 |
114.06 |
114.47 |
112.22 |
113.34 |
+0.06 |
17,492 |
72,266 |
-15 |
Aug11 |
110428 |
114.42 |
114.75 |
112.49 |
113.62 |
+0.05 |
9,804 |
29,308 |
+376 |
Sep11 |
110428 |
114.09 |
114.79 |
112.80 |
113.75 |
+0.06 |
9,545 |
28,568 |
-759 |
Oct11 |
110428 |
114.25 |
114.80 |
113.43 |
113.75 |
+0.05 |
4,613 |
19,159 |
+278 |
Nov11 |
110428 |
114.08 |
114.79 |
113.09 |
113.71 |
+0.03 |
2,837 |
15,453 |
+333 |
Dec11 |
110428 |
114.20 |
114.84 |
112.70 |
113.67 |
+0.03 |
20,555 |
89,433 |
-294 |
Jan12 |
110428 |
113.31 |
114.15 |
112.72 |
113.52 |
+0.03 |
613 |
12,262 |
+130 |
Feb12 |
110428 |
113.79 |
114.38 |
112.97 |
113.31 |
+0.03 |
337 |
3,217 |
+96 |
Mar12 |
110428 |
113.09 |
113.09 |
113.09 |
113.09 |
+0.03 |
292 |
10,729 |
+23 |
Apr12 |
110428 |
112.85 |
112.85 |
112.85 |
112.85 |
+0.02 |
111 |
3,386 |
+52 |
May12 |
110428 |
112.57 |
112.57 |
112.57 |
112.57 |
unch |
96 |
2,014 |
+7 |
Jun12 |
110428 |
112.98 |
113.29 |
111.73 |
112.28 |
-0.01 |
3,015 |
26,445 |
+145 |
Jul12 |
110428 |
111.88 |
111.88 |
111.88 |
111.88 |
-0.03 |
22 |
1,361 |
+0 |
Aug12 |
110428 |
111.47 |
111.47 |
111.47 |
111.47 |
-0.05 |
38 |
827 |
+2 |
Sep12 |
110428 |
111.11 |
111.11 |
111.11 |
111.11 |
-0.07 |
69 |
4,118 |
+0 |
Total Volume and Open Interest |
137,085 |
516,105 |
-10,033 |
US Dollar Index(ICE) |
Jun11 |
110428 |
73.500 |
73.500 |
73.050 |
73.310 |
-0.380 |
17,297 |
50,997 |
+612 |
Sep11 |
110428 |
73.875 |
73.875 |
73.535 |
73.735 |
-0.380 |
39 |
694 |
-8 |
Dec11 |
110428 |
74.200 |
74.200 |
74.200 |
74.200 |
-0.380 |
0 |
1 |
+0 |
Total Volume and Open Interest |
17,336 |
51,693 |
+604 |
Australian Dollar(CME) |
Jun11 |
110428 |
107.97 |
108.86 |
107.83 |
108.48 |
+0.65 |
84,855 |
142,613 |
-55 |
Sep11 |
110428 |
106.91 |
107.46 |
106.50 |
107.13 |
+0.63 |
69 |
796 |
+25 |
Dec11 |
110428 |
105.88 |
105.88 |
105.26 |
105.88 |
+0.62 |
0 |
59 |
+0 |
Total Volume and Open Interest |
84,924 |
143,468 |
-30 |
British Pound(CME) |
Jun11 |
110428 |
166.16 |
167.38 |
165.68 |
166.33 |
+0.65 |
93,629 |
117,973 |
+2,640 |
Sep11 |
110428 |
165.96 |
166.93 |
165.44 |
166.09 |
+0.65 |
20 |
472 |
+1 |
Dec11 |
110428 |
165.82 |
165.82 |
165.16 |
165.82 |
+0.66 |
2 |
36 |
+0 |
Total Volume and Open Interest |
93,651 |
118,486 |
+2,641 |
Canadian Dollar(CME) |
Jun11 |
110428 |
105.10 |
105.53 |
104.92 |
105.03 |
+0.12 |
62,748 |
133,289 |
-3,845 |
Sep11 |
110428 |
104.83 |
105.23 |
104.64 |
104.76 |
+0.12 |
137 |
2,880 |
+38 |
Dec11 |
110428 |
104.53 |
104.95 |
104.33 |
104.45 |
+0.12 |
47 |
2,479 |
-9 |
Mar12 |
110428 |
104.06 |
104.10 |
103.98 |
104.10 |
+0.12 |
10 |
258 |
+0 |
Total Volume and Open Interest |
62,942 |
138,939 |
-3,816 |
Japanese Yen(CME) |
Jun11 |
110428 |
121.64 |
122.88 |
121.56 |
122.72 |
+1.07 |
89,869 |
112,587 |
-3,713 |
Sep11 |
110428 |
122.10 |
122.90 |
121.73 |
122.80 |
+1.07 |
93 |
1,415 |
-1 |
Dec11 |
110428 |
122.05 |
122.98 |
121.86 |
122.92 |
+1.06 |
8 |
125 |
+0 |
Total Volume and Open Interest |
89,970 |
114,134 |
-3,714 |
Swiss Franc(CME) |
Jun11 |
110428 |
114.27 |
115.10 |
114.11 |
114.58 |
+0.47 |
38,198 |
71,462 |
+697 |
Sep11 |
110428 |
115.01 |
115.01 |
114.16 |
114.63 |
+0.47 |
41 |
161 |
+13 |
Dec11 |
110428 |
114.66 |
114.66 |
114.19 |
114.66 |
+0.47 |
0 |
11 |
+0 |
Total Volume and Open Interest |
38,239 |
71,635 |
+710 |
EuroFX(CME) |
Jun11 |
110428 |
147.57 |
148.64 |
147.55 |
148.02 |
+0.81 |
241,838 |
245,342 |
+260 |
Sep11 |
110428 |
147.19 |
148.07 |
146.77 |
147.56 |
+0.79 |
781 |
3,197 |
-44 |
Dec11 |
110428 |
147.20 |
147.20 |
146.30 |
147.08 |
+0.78 |
0 |
85 |
+0 |
Total Volume and Open Interest |
242,669 |
249,000 |
+266 |
Mexican Peso(CME) |
May11 |
110428 |
863.5 |
864.0 |
863.5 |
863.5 |
-0.5 |
|
|
|
Jun11 |
110428 |
864.0 |
865.8 |
859.0 |
861.5 |
-0.5 |
14,419 |
170,841 |
-646 |
Total Volume and Open Interest |
14,419 |
170,977 |
-646 |
30-Year T-Bonds(CBOT) |
Jun11 |
110428 |
121~270 |
122~080 |
121~270 |
122~040 |
+0~240 |
|
|
|
Sep11 |
110428 |
120~050 |
120~250 |
119~290 |
120~210 |
+0~240 |
620 |
2,587 |
+416 |
Dec11 |
110428 |
119~060 |
119~060 |
118~140 |
119~060 |
+0~240 |
0 |
31 |
+0 |
Total Volume and Open Interest |
263,858 |
575,695 |
+2,067 |
10-Year T-Notes(CBOT) |
Jun11 |
110428 |
120~170 |
121~045 |
120~155 |
120~305 |
+0~170 |
802,843 |
1,652,037 |
+4,386 |
Sep11 |
110428 |
119~050 |
119~200 |
118~300 |
119~155 |
+0~175 |
1,870 |
8,096 |
+820 |
Dec11 |
110428 |
118~070 |
118~155 |
117~300 |
118~155 |
+0~175 |
0 |
4 |
+0 |
Total Volume and Open Interest |
804,713 |
1,660,137 |
+5,206 |
5-Year T-Notes(CBOT) |
Jun11 |
110428 |
118~003 |
118~058 |
118~002 |
118~045 |
+0~050 |
461,156 |
1,420,073 |
-3,133 |
Sep11 |
110428 |
117~000 |
117~014 |
116~089 |
117~014 |
+0~053 |
242 |
3,857 |
+107 |
Dec11 |
110428 |
116~038 |
116~038 |
115~113 |
116~038 |
+0~053 |
|
|
|
Total Volume and Open Interest |
461,398 |
1,423,930 |
-3,026 |
2 Year T-Notes(CBOT) |
Jun11 |
110428 |
109~064 |
109~075 |
109~061 |
109~070 |
+0~009 |
204,407 |
1,050,567 |
-9,018 |
Sep11 |
110428 |
109~004 |
109~017 |
108~127 |
109~011 |
+0~012 |
1,435 |
6,497 |
+1,260 |
Dec11 |
110428 |
108~077 |
108~077 |
108~065 |
108~077 |
+0~012 |
20 |
20 |
+20 |
Total Volume and Open Interest |
205,862 |
1,057,084 |
-7,738 |
Eurodollars(CME) |
Jun11 |
110428 |
99.700 |
99.710 |
99.700 |
99.705 |
+0.010 |
163,190 |
1,033,724 |
+11,139 |
Sep11 |
110428 |
99.650 |
99.655 |
99.640 |
99.650 |
+0.015 |
162,415 |
1,442,939 |
+18,829 |
Dec11 |
110428 |
99.550 |
99.565 |
99.540 |
99.555 |
+0.025 |
191,259 |
1,589,402 |
+14,791 |
Mar12 |
110428 |
99.385 |
99.410 |
99.375 |
99.395 |
+0.035 |
302,270 |
1,515,680 |
+24,086 |
Jun12 |
110428 |
99.125 |
99.165 |
99.115 |
99.145 |
+0.045 |
341,620 |
1,189,082 |
+8,940 |
Sep12 |
110428 |
98.795 |
98.855 |
98.790 |
98.830 |
+0.060 |
268,885 |
671,499 |
-15,013 |
Dec12 |
110428 |
98.455 |
98.530 |
98.455 |
98.505 |
+0.075 |
228,620 |
537,381 |
+21,561 |
Mar13 |
110428 |
98.160 |
98.245 |
98.155 |
98.225 |
+0.095 |
216,481 |
341,024 |
-1,578 |
Jun13 |
110428 |
97.875 |
97.975 |
97.875 |
97.955 |
+0.105 |
144,118 |
273,875 |
+20,841 |
Sep13 |
110428 |
97.600 |
97.710 |
97.600 |
97.690 |
+0.115 |
116,110 |
253,576 |
+6,495 |
Dec13 |
110428 |
97.330 |
97.440 |
97.330 |
97.425 |
+0.120 |
84,504 |
184,908 |
+1,655 |
Mar14 |
110428 |
97.095 |
97.210 |
97.095 |
97.190 |
+0.120 |
75,927 |
173,045 |
+4,464 |
Jun14 |
110428 |
96.870 |
96.975 |
96.865 |
96.955 |
+0.115 |
23,002 |
107,745 |
-506 |
Sep14 |
110428 |
96.650 |
96.760 |
96.650 |
96.730 |
+0.110 |
18,026 |
59,072 |
-691 |
Dec14 |
110428 |
96.430 |
96.540 |
96.430 |
96.500 |
+0.100 |
13,204 |
73,845 |
-1,200 |
Mar15 |
110428 |
96.245 |
96.355 |
96.245 |
96.305 |
+0.090 |
16,885 |
55,670 |
+480 |
Jun15 |
110428 |
4.315 |
4.415 |
4.315 |
4.365 |
+0.080 |
6,599 |
39,320 |
-272 |
Sep15 |
110428 |
4.155 |
4.245 |
4.155 |
4.185 |
+0.065 |
6,268 |
38,128 |
+34 |
Total Volume and Open Interest |
2,401,031 |
9,773,496 |
+114,517 |
30 Day Federal Funds(CBOT) |
Apr11 |
110428 |
99.900 |
99.902 |
99.900 |
99.900 |
unch |
705 |
80,450 |
-463 |
May11 |
110428 |
99.895 |
99.900 |
99.890 |
99.895 |
+0.005 |
1,085 |
82,177 |
+77 |
Jun11 |
110428 |
99.885 |
99.890 |
99.880 |
99.885 |
+0.005 |
2,499 |
55,798 |
+475 |
Jul11 |
110428 |
99.865 |
99.870 |
99.860 |
99.865 |
+0.005 |
896 |
47,538 |
-244 |
Aug11 |
110428 |
99.850 |
99.850 |
99.845 |
99.845 |
unch |
4,021 |
43,946 |
-1,260 |
Sep11 |
110428 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
1,861 |
35,152 |
+593 |
Total Volume and Open Interest |
39,023 |
695,570 |
+5,654 |
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 |
110428 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
750 |
+0 |
Sep11 |
110428 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec11 |
110428 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110428 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Jun12 |
110428 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep12 |
110428 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Dec12 |
110428 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Mar13 |
110428 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Jun13 |
110428 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Sep13 |
110428 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110428 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
5,402 |
+0 |
Sep11 |
110428 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,533 |
+0 |
Dec11 |
110428 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,944 |
-9 |
Mar12 |
110428 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
3,672 |
+0 |
Jun12 |
110428 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110428 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110428 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110428 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
14,241 |
-9 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110428 |
139.83 |
140.80 |
139.76 |
140.07 |
+0.15 |
1,654 |
13,254 |
+739 |
Sep11 |
110428 |
139.17 |
139.17 |
139.17 |
139.17 |
+0.15 |
0 |
1 |
+0 |
Dec11 |
110428 |
137.08 |
137.08 |
137.08 |
137.08 |
+0.15 |
|
|
|
Total Volume and Open Interest |
1,654 |
13,255 |
+739 |
Euro-Bund(EUREX) |
Jun11 |
110427 |
122.52 |
122.55 |
121.89 |
121.99 |
-0.52 |
782,295 |
897,866 |
+8,278 |
Sep11 |
110428 |
121.90 |
122.40 |
121.75 |
122.32 |
+0.71 |
913 |
7,165 |
+802 |
Dec11 |
110428 |
121.57 |
121.57 |
121.57 |
121.57 |
+0.68 |
|
|
|
Total Volume and Open Interest |
478,090 |
885,240 |
-18,989 |
Euro-Bobl(EUREX) |
Jun11 |
110426 |
115.12 |
115.24 |
115.00 |
115.18 |
+0.43 |
574,118 |
781,605 |
-8,826 |
Sep11 |
110428 |
114.40 |
114.40 |
114.40 |
114.40 |
+0.30 |
1,000 |
20,017 |
+1,000 |
Dec11 |
110428 |
114.64 |
114.64 |
114.64 |
114.64 |
+0.29 |
|
|
|
Total Volume and Open Interest |
254,624 |
796,053 |
-6,012 |
3-Mth Euribor(EUREX) |
Jun11 |
110428 |
98.450 |
98.460 |
98.445 |
98.445 |
-0.005 |
86 |
6,567 |
+25 |
Sep11 |
110428 |
98.185 |
98.195 |
98.180 |
98.190 |
+0.020 |
205 |
2,690 |
+0 |
Dec11 |
110428 |
97.950 |
97.970 |
97.950 |
97.970 |
+0.030 |
1 |
1,095 |
+0 |
Total Volume and Open Interest |
347 |
12,702 |
+58 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
66,199 |
329,696 |
-26,275 |
Sep11 |
110428 |
117~29 |
117~29 |
117~29 |
117~29 |
+0~25 |
0 |
10 |
+0 |
Total Volume and Open Interest |
66,199 |
329,706 |
-26,275 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110428 |
99.15 |
99.16 |
99.14 |
99.15 |
+0.01 |
61,024 |
492,330 |
+10,004 |
Sep11 |
110428 |
99.00 |
99.03 |
99.00 |
99.03 |
+0.04 |
119,919 |
453,078 |
+19,937 |
Dec11 |
110428 |
98.80 |
98.85 |
98.79 |
98.84 |
+0.06 |
98,556 |
445,083 |
+6,115 |
Mar12 |
110428 |
98.59 |
98.65 |
98.57 |
98.63 |
+0.08 |
68,737 |
395,425 |
+11,340 |
Jun12 |
110428 |
98.33 |
98.40 |
98.31 |
98.38 |
+0.10 |
68,285 |
314,980 |
-2,232 |
Sep12 |
110428 |
98.05 |
98.13 |
98.03 |
98.11 |
+0.11 |
39,975 |
194,337 |
-8,533 |
Total Volume and Open Interest |
520,778 |
2,686,719 |
+25,782 |
3-Mth Euribor(LIFFE) |
Jun11 |
110428 |
98.450 |
98.465 |
98.445 |
98.445 |
-0.005 |
145,187 |
757,136 |
-29,581 |
Sep11 |
110428 |
98.180 |
98.225 |
98.175 |
98.190 |
+0.020 |
134,250 |
725,370 |
-68,748 |
Dec11 |
110428 |
97.955 |
97.985 |
97.945 |
97.970 |
+0.030 |
81,098 |
646,265 |
-36,933 |
Total Volume and Open Interest |
626,192 |
3,818,030 |
-240,071 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110428 |
95.04 |
95.04 |
95.01 |
95.03 |
-0.01 |
35,693 |
174,333 |
+10,357 |
Sep11 |
110428 |
94.95 |
94.96 |
94.92 |
94.95 |
unch |
80,901 |
237,779 |
+16,203 |
Dec11 |
110428 |
94.85 |
94.87 |
94.83 |
94.86 |
unch |
29,501 |
143,552 |
+7,977 |
Mar12 |
110428 |
94.75 |
94.78 |
94.72 |
94.76 |
unch |
9,936 |
73,034 |
+1,626 |
Jun12 |
110428 |
94.64 |
94.69 |
94.63 |
94.67 |
+0.02 |
2,759 |
46,066 |
+612 |
Sep12 |
110428 |
94.53 |
94.58 |
94.52 |
94.58 |
+0.03 |
2,349 |
47,279 |
+444 |
Dec12 |
110428 |
94.45 |
94.50 |
94.42 |
94.49 |
+0.04 |
2,377 |
19,665 |
+324 |
Mar13 |
110428 |
94.34 |
94.44 |
94.34 |
94.43 |
+0.05 |
655 |
10,742 |
+541 |
Jun13 |
110428 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.04 |
2 |
1,050 |
+2 |
Sep13 |
110428 |
94.27 |
94.27 |
94.27 |
94.27 |
+0.04 |
0 |
900 |
+0 |
Total Volume and Open Interest |
164,173 |
755,257 |
+38,086 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110428 |
94.53 |
94.56 |
94.49 |
94.55 |
+0.01 |
63,139 |
377,401 |
+12,852 |
Sep11 |
110428 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.01 |
|
|
|
Total Volume and Open Interest |
63,139 |
377,401 |
+12,852 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110428 |
94.86 |
94.90 |
94.82 |
94.87 |
+0.06 |
62,031 |
505,436 |
-27,436 |
Sep11 |
110428 |
94.87 |
94.87 |
94.87 |
94.87 |
+0.01 |
|
|
|
Total Volume and Open Interest |
139,349 |
565,460 |
+29,173 |
Gold(CMX) |
Jun11 |
110428 |
1527.8 |
1538.8 |
1523.9 |
1531.2 |
+14.1 |
145,615 |
346,949 |
-2,944 |
Aug11 |
110428 |
1528.9 |
1540.0 |
1525.5 |
1532.5 |
+14.2 |
5,669 |
64,971 |
+2,021 |
Oct11 |
110428 |
1530.7 |
1540.7 |
1529.1 |
1533.6 |
+14.2 |
152 |
6,157 |
+27 |
Dec11 |
110428 |
1531.4 |
1542.1 |
1529.0 |
1534.7 |
+14.2 |
3,078 |
38,095 |
+1,124 |
Feb12 |
110428 |
1533.3 |
1542.0 |
1530.1 |
1536.1 |
+14.1 |
217 |
6,938 |
+7 |
Apr12 |
110428 |
1538.4 |
1542.9 |
1536.0 |
1537.7 |
+14.0 |
375 |
5,151 |
-242 |
Jun12 |
110428 |
1542.2 |
1544.8 |
1539.6 |
1539.6 |
+13.9 |
379 |
8,655 |
+87 |
Aug12 |
110428 |
1541.6 |
1541.6 |
1541.6 |
1541.6 |
+13.8 |
161 |
2,931 |
+139 |
Oct12 |
110428 |
1544.6 |
1544.6 |
1544.6 |
1544.6 |
+13.7 |
76 |
3,272 |
-75 |
Dec12 |
110428 |
1547.4 |
1555.4 |
1544.7 |
1548.5 |
+13.5 |
409 |
12,337 |
+74 |
Feb13 |
110428 |
1552.7 |
1559.9 |
1552.7 |
1552.7 |
+13.4 |
0 |
104 |
+0 |
Total Volume and Open Interest |
157,091 |
530,132 |
+40 |
Silver(CMX) |
May11 |
110428 |
4782.5 |
4952.0 |
4724.5 |
4752.0 |
+156.2 |
181,766 |
26,890 |
-14,118 |
Jul11 |
110428 |
4781.0 |
4956.0 |
4725.5 |
4754.1 |
+155.4 |
95,423 |
68,528 |
+4,335 |
Sep11 |
110428 |
4793.5 |
4953.0 |
4735.0 |
4755.4 |
+155.8 |
2,070 |
9,498 |
-35 |
Dec11 |
110428 |
4810.5 |
4954.0 |
4733.5 |
4756.0 |
+156.0 |
3,770 |
17,369 |
-255 |
Mar12 |
110428 |
4850.0 |
4950.0 |
4750.5 |
4752.4 |
+156.0 |
271 |
1,929 |
+159 |
May12 |
110428 |
4806.0 |
4931.5 |
4748.9 |
4748.9 |
+155.2 |
66 |
526 |
+22 |
Jul12 |
110428 |
4911.0 |
4911.0 |
4745.0 |
4745.0 |
+154.5 |
66 |
1,611 |
+14 |
Total Volume and Open Interest |
286,820 |
143,341 |
-9,604 |
Platinum(NYMEX) |
Jul11 |
110428 |
1828.1 |
1851.9 |
1820.6 |
1839.9 |
+20.7 |
4,219 |
35,710 |
+105 |
Oct11 |
110428 |
1829.3 |
1850.0 |
1827.0 |
1843.6 |
+20.7 |
83 |
1,298 |
+33 |
Jan12 |
110428 |
1833.0 |
1845.6 |
1829.6 |
1845.6 |
+20.7 |
2 |
23 |
+2 |
Apr12 |
110428 |
1847.6 |
1847.6 |
1847.6 |
1847.6 |
+22.7 |
0 |
23 |
+0 |
Total Volume and Open Interest |
4,309 |
37,110 |
+132 |
Palladium(NYMEX) |
Jun11 |
110428 |
769.00 |
784.40 |
767.05 |
775.30 |
+17.20 |
3,067 |
19,498 |
-101 |
Sep11 |
110428 |
775.45 |
782.30 |
771.90 |
776.95 |
+17.25 |
123 |
1,276 |
+79 |
Dec11 |
110428 |
780.00 |
780.00 |
773.20 |
778.35 |
+17.25 |
0 |
338 |
-2 |
Total Volume and Open Interest |
3,190 |
21,117 |
-24 |
Copper(CMX) |
May11 |
110428 |
425.50 |
430.60 |
420.70 |
424.50 |
+1.70 |
31,238 |
15,307 |
-7,335 |
Jul11 |
110428 |
427.10 |
432.50 |
422.50 |
426.15 |
+1.50 |
21,973 |
76,127 |
+4,639 |
Sep11 |
110428 |
429.70 |
432.80 |
424.90 |
427.75 |
+1.55 |
831 |
22,428 |
+168 |
Dec11 |
110428 |
431.55 |
434.00 |
426.00 |
429.25 |
+1.80 |
549 |
8,861 |
+477 |
Mar12 |
110428 |
434.05 |
434.30 |
427.30 |
430.10 |
+2.05 |
245 |
2,764 |
+209 |
Total Volume and Open Interest |
56,631 |
130,849 |
-1,746 |
DJIA Index(CBOT) |
Jun11 |
110428 |
12644 |
12725 |
12614 |
12708 |
+67 |
6,541 |
21,713 |
+5,501 |
Sep11 |
110428 |
12639 |
12639 |
12571 |
12639 |
+68 |
0 |
11 |
+0 |
Dec11 |
110428 |
12572 |
12572 |
12504 |
12572 |
+68 |
0 |
1 |
+0 |
Mar12 |
110428 |
12514 |
12514 |
12446 |
12514 |
+68 |
|
|
|
Total Volume and Open Interest |
6,541 |
21,725 |
+5,501 |
S & P 500(CME) |
Jun11 |
110428 |
1351.00 |
1358.20 |
1347.00 |
1354.90 |
+3.90 |
17,359 |
313,438 |
+4,747 |
Sep11 |
110428 |
1351.20 |
1353.70 |
1344.70 |
1349.60 |
+3.90 |
22 |
6,133 |
-7 |
Dec11 |
110428 |
1344.20 |
1348.20 |
1339.20 |
1344.20 |
+4.00 |
0 |
3,494 |
+0 |
Mar12 |
110428 |
1339.60 |
1343.60 |
1334.60 |
1339.60 |
+4.00 |
|
|
|
Total Volume and Open Interest |
17,381 |
323,070 |
+4,740 |
S & P 500 E-Mini(Globex) |
Jun11 |
110428 |
1355.00 |
1355.25 |
1354.25 |
1354.25 |
+3.25 |
|
|
|
Sep11 |
110428 |
1346.25 |
1351.50 |
1342.25 |
1349.50 |
+3.75 |
891 |
16,796 |
-24 |
Total Volume and Open Interest |
1,386,939 |
2,745,754 |
+33,032 |
NASDAQ 100(CME) |
Jun11 |
110428 |
2409.50 |
2415.50 |
2395.50 |
2401.80 |
-7.20 |
1,878 |
18,379 |
+1,239 |
Sep11 |
110428 |
2398.00 |
2400.00 |
2394.00 |
2398.00 |
-7.00 |
0 |
3 |
+0 |
Dec11 |
110428 |
2394.50 |
2396.50 |
2394.50 |
2394.50 |
-7.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,878 |
18,384 |
+1,239 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110428 |
2409.30 |
2415.80 |
2396.30 |
2401.80 |
-7.20 |
226,453 |
364,476 |
+10,802 |
Sep11 |
110428 |
2406.30 |
2410.80 |
2392.80 |
2398.00 |
-7.00 |
131 |
936 |
+37 |
Total Volume and Open Interest |
226,584 |
365,429 |
+10,839 |
S & P Midcap 400(CME) |
Jun11 |
110428 |
1009.70 |
1018.00 |
1006.00 |
1009.70 |
+0.40 |
376 |
2,117 |
+200 |
Sep11 |
110428 |
1007.50 |
1007.50 |
1007.10 |
1007.50 |
+0.40 |
|
|
|
Dec11 |
110428 |
1005.90 |
1005.90 |
1005.50 |
1005.90 |
+0.40 |
|
|
|
Total Volume and Open Interest |
376 |
2,117 |
+200 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110428 |
9735 |
9960 |
9725 |
9935 |
+200 |
|
|
|
Sep11 |
110428 |
9825 |
9965 |
9825 |
9965 |
+200 |
0 |
11 |
+0 |
Total Volume and Open Interest |
8,293 |
55,806 |
+421 |
Nikkei 225(SGX) |
Jun11 |
110428 |
9695 |
9875 |
9680 |
9860 |
+145 |
67,935 |
230,973 |
-1,074 |
Sep11 |
110428 |
9720 |
9860 |
9720 |
9860 |
+150 |
30 |
1,368 |
+15 |
Dec11 |
110428 |
9805 |
9805 |
9805 |
9805 |
+150 |
400 |
6,259 |
+0 |
Total Volume and Open Interest |
69,272 |
244,329 |
-1,040 |
CAC 40(EURONEXT) |
May11 |
110428 |
4036.0 |
4045.5 |
4009.5 |
4036.5 |
+36.0 |
81,899 |
298,541 |
-1,483 |
Jun11 |
110428 |
3990.5 |
3995.5 |
3970.0 |
3993.0 |
+36.0 |
617 |
26,665 |
+265 |
Jul11 |
110428 |
3991.0 |
3991.0 |
3991.0 |
3991.0 |
+36.0 |
|
|
|
Total Volume and Open Interest |
82,516 |
325,207 |
-1,218 |
Hang Seng Index(HKFE) |
Apr11 |
110428 |
24040 |
24161 |
23945 |
23953 |
+128 |
113,608 |
60,697 |
-22,200 |
May11 |
110428 |
23881 |
24019 |
23573 |
23600 |
-61 |
51,547 |
53,736 |
+39,079 |
Jun11 |
110428 |
23754 |
23860 |
23437 |
23456 |
-69 |
1,369 |
6,883 |
+874 |
Total Volume and Open Interest |
166,646 |
122,541 |
+17,789 |
DAX(EUREX) |
Jun11 |
110428 |
7484.5 |
7516.0 |
7442.5 |
7494.5 |
+76.5 |
90,374 |
176,368 |
-1,418 |
Sep11 |
110428 |
7507.0 |
7542.0 |
7471.0 |
7521.0 |
+76.5 |
128 |
5,912 |
+21 |
Dec11 |
110428 |
7535.5 |
7566.5 |
7514.0 |
7552.5 |
+76.5 |
17 |
691 |
-24 |
Total Volume and Open Interest |
90,519 |
182,971 |
-1,421 |
FT-SE 100(EURONEXT) |
Jun11 |
110428 |
6060.00 |
6061.50 |
6019.00 |
6033.00 |
-6.00 |
80,132 |
660,803 |
+3,040 |
Sep11 |
110428 |
6016.00 |
6024.00 |
5998.00 |
5998.00 |
-6.00 |
8 |
556 |
-5 |
Dec11 |
110428 |
5977.50 |
5977.50 |
5977.50 |
5977.50 |
-6.00 |
0 |
165 |
-2 |
Total Volume and Open Interest |
80,140 |
661,524 |
+3,033 |
SPI 200(SFE) |
Jun11 |
110428 |
4871.0 |
4924.0 |
4861.0 |
4873.0 |
unch |
34,592 |
190,743 |
+5,916 |
Sep11 |
110428 |
4875.0 |
4895.0 |
4863.0 |
4863.0 |
+1.0 |
8 |
3,552 |
-3 |
Dec11 |
110428 |
4886.0 |
4886.0 |
4886.0 |
4886.0 |
+1.0 |
0 |
2,595 |
+0 |
Total Volume and Open Interest |
34,863 |
198,238 |
+4,289 |
GSCI(CME) |
May11 |
110428 |
99.29 |
101.64 |
91.24 |
95.14 |
-2.00 |
96 |
11,948 |
-58 |
Jun11 |
110428 |
100.89 |
103.14 |
93.14 |
96.84 |
-1.90 |
2 |
0 |
+0 |
Jul11 |
110428 |
94.64 |
101.14 |
90.64 |
94.64 |
-1.50 |
|
|
|
Total Volume and Open Interest |
98 |
11,948 |
-58 |
Reuters CCI(ICE) |
Jun11 |
110428 |
367.20 |
367.20 |
367.20 |
367.20 |
+0.50 |
|
|
|
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. |
|
|