|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri May 13, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110513 |
1344.25 |
1353.00 |
1321.75 |
1329.50 |
-13.25 |
93,992 |
252,396 |
-815 |
Aug11 |
110513 |
1341.00 |
1349.75 |
1320.25 |
1326.50 |
-13.50 |
11,653 |
22,080 |
+898 |
Sep11 |
110513 |
1332.75 |
1342.00 |
1313.25 |
1318.00 |
-15.00 |
3,783 |
16,379 |
+136 |
Nov11 |
110513 |
1326.75 |
1336.25 |
1307.00 |
1310.75 |
-15.50 |
35,272 |
199,334 |
+2,897 |
Jan12 |
110513 |
1344.00 |
1344.00 |
1315.75 |
1319.50 |
-15.25 |
784 |
23,120 |
+93 |
Mar12 |
110513 |
1345.50 |
1345.75 |
1317.75 |
1321.25 |
-14.00 |
452 |
14,023 |
-71 |
May12 |
110513 |
1331.50 |
1342.00 |
1313.00 |
1316.75 |
-14.75 |
361 |
10,521 |
+54 |
Total Volume and Open Interest |
147,571 |
554,413 |
+2,787 |
Soybean Meal(CBOT) |
Jul11 |
110513 |
352.80 |
354.70 |
344.80 |
345.40 |
-7.90 |
32,554 |
99,092 |
-66 |
Aug11 |
110513 |
353.30 |
355.50 |
345.50 |
346.00 |
-8.30 |
4,874 |
33,568 |
+1,146 |
Sep11 |
110513 |
352.00 |
353.00 |
344.10 |
344.30 |
-8.30 |
3,198 |
17,049 |
+177 |
Oct11 |
110513 |
345.40 |
348.20 |
339.10 |
339.10 |
-7.90 |
1,622 |
15,892 |
+395 |
Dec11 |
110513 |
346.10 |
348.40 |
339.00 |
339.10 |
-8.00 |
6,919 |
50,543 |
+88 |
Jan12 |
110513 |
345.60 |
345.90 |
340.50 |
340.50 |
-8.00 |
294 |
3,853 |
+33 |
Mar12 |
110513 |
347.40 |
349.90 |
341.90 |
341.90 |
-8.00 |
307 |
3,550 |
+166 |
May12 |
110513 |
345.50 |
346.50 |
340.50 |
340.50 |
-8.00 |
182 |
3,107 |
+47 |
Total Volume and Open Interest |
50,702 |
231,450 |
+1,692 |
Soybean Oil(CBOT) |
Jul11 |
110513 |
56.42 |
56.89 |
55.81 |
56.14 |
-0.32 |
50,035 |
147,444 |
-1,003 |
Aug11 |
110513 |
56.67 |
57.07 |
56.09 |
56.39 |
-0.32 |
8,725 |
30,115 |
-813 |
Sep11 |
110513 |
56.86 |
57.31 |
56.42 |
56.65 |
-0.31 |
5,007 |
22,969 |
+385 |
Oct11 |
110513 |
57.10 |
57.40 |
56.58 |
56.83 |
-0.35 |
1,351 |
14,682 |
-242 |
Dec11 |
110513 |
57.48 |
57.94 |
56.96 |
57.18 |
-0.35 |
13,271 |
74,244 |
-571 |
Jan12 |
110513 |
57.94 |
57.99 |
57.30 |
57.40 |
-0.32 |
324 |
5,194 |
-188 |
Mar12 |
110513 |
57.61 |
57.95 |
57.36 |
57.50 |
-0.32 |
153 |
4,521 |
+49 |
May12 |
110513 |
57.61 |
57.66 |
57.30 |
57.49 |
-0.21 |
82 |
3,403 |
+8 |
Total Volume and Open Interest |
79,699 |
305,718 |
-2,623 |
Canola(WCE) |
May11 |
110513 |
545.8 |
545.8 |
545.8 |
545.8 |
-5.2 |
|
|
|
Jul11 |
110513 |
561.9 |
563.4 |
552.5 |
554.8 |
-5.2 |
7,012 |
76,784 |
-571 |
Nov11 |
110513 |
563.5 |
564.1 |
554.1 |
555.7 |
-3.3 |
3,888 |
76,487 |
+619 |
Jan12 |
110513 |
561.5 |
570.4 |
560.5 |
563.2 |
-3.6 |
501 |
6,758 |
+92 |
Mar12 |
110513 |
567.0 |
567.0 |
567.0 |
567.0 |
-3.5 |
44 |
1,247 |
+41 |
Total Volume and Open Interest |
11,465 |
163,597 |
+186 |
Corn(CBOT) |
Jul11 |
110513 |
682.00 |
690.00 |
676.50 |
682.00 |
+1.50 |
140,445 |
628,327 |
-7,312 |
Sep11 |
110513 |
655.00 |
663.25 |
652.50 |
653.75 |
+0.75 |
35,522 |
163,616 |
-439 |
Dec11 |
110513 |
632.50 |
638.50 |
626.00 |
627.00 |
-3.50 |
109,685 |
452,396 |
-1,332 |
Mar12 |
110513 |
643.25 |
649.75 |
637.50 |
638.50 |
-3.50 |
6,012 |
76,044 |
+139 |
May12 |
110513 |
651.50 |
655.50 |
645.50 |
646.50 |
-3.50 |
1,316 |
17,451 |
+208 |
Jul12 |
110513 |
658.50 |
663.75 |
653.50 |
653.50 |
-4.00 |
1,784 |
40,301 |
+325 |
Total Volume and Open Interest |
301,495 |
1,437,384 |
-8,596 |
Wheat(CBOT) |
Jul11 |
110513 |
737.00 |
749.50 |
723.00 |
727.75 |
-7.75 |
59,300 |
219,998 |
-3,981 |
Sep11 |
110513 |
783.25 |
794.00 |
772.25 |
777.00 |
-5.25 |
18,442 |
72,768 |
+549 |
Dec11 |
110513 |
839.50 |
853.00 |
830.00 |
835.00 |
-3.25 |
19,733 |
97,568 |
-2,249 |
Mar12 |
110513 |
884.75 |
893.00 |
871.50 |
875.00 |
-5.25 |
3,258 |
16,662 |
+711 |
May12 |
110513 |
895.00 |
895.75 |
880.50 |
884.00 |
-4.75 |
894 |
3,849 |
+331 |
Total Volume and Open Interest |
105,807 |
452,319 |
-3,584 |
Wheat(KCBT) |
Jul11 |
110513 |
877.25 |
890.25 |
861.75 |
869.50 |
-6.75 |
16,419 |
88,601 |
-1,265 |
Sep11 |
110513 |
897.00 |
906.50 |
880.75 |
887.00 |
-6.75 |
4,634 |
32,456 |
+203 |
Dec11 |
110513 |
918.00 |
932.00 |
904.75 |
911.00 |
-6.75 |
4,217 |
40,330 |
+157 |
Mar12 |
110513 |
936.75 |
947.25 |
922.50 |
928.00 |
-6.75 |
1,109 |
5,646 |
+523 |
May12 |
110513 |
935.50 |
935.50 |
924.25 |
929.75 |
-7.00 |
41 |
768 |
+16 |
Total Volume and Open Interest |
27,209 |
175,845 |
+29 |
Wheat(MGE) |
May11 |
110513 |
911.75 |
911.75 |
911.75 |
911.75 |
-7.50 |
8 |
1,022 |
-8 |
Jul11 |
110513 |
906.75 |
917.75 |
894.00 |
900.25 |
-4.50 |
3,102 |
19,948 |
-145 |
Sep11 |
110513 |
913.50 |
920.25 |
898.50 |
903.50 |
-3.50 |
1,541 |
16,867 |
+241 |
Dec11 |
110513 |
925.75 |
933.00 |
910.00 |
916.25 |
-4.25 |
1,819 |
12,763 |
+352 |
Mar12 |
110513 |
938.75 |
946.75 |
925.25 |
932.25 |
-2.25 |
234 |
2,511 |
+17 |
Total Volume and Open Interest |
6,790 |
56,186 |
+484 |
Oats(CBOT) |
Jul11 |
110513 |
347.00 |
353.75 |
344.50 |
344.50 |
-2.50 |
525 |
8,875 |
-33 |
Sep11 |
110513 |
356.00 |
356.75 |
350.50 |
352.00 |
-2.00 |
12 |
298 |
+3 |
Dec11 |
110513 |
365.25 |
367.25 |
359.00 |
359.50 |
-1.50 |
241 |
3,278 |
+33 |
Mar12 |
110513 |
371.50 |
373.00 |
371.50 |
371.50 |
-1.50 |
0 |
21 |
+0 |
Total Volume and Open Interest |
778 |
12,536 |
+3 |
Rough Rice(CBOT) |
May11 |
110513 |
13.80 |
13.80 |
13.78 |
13.80 |
+0.02 |
1 |
24 |
+0 |
Jul11 |
110513 |
13.93 |
14.11 |
13.91 |
13.98 |
unch |
769 |
15,367 |
-32 |
Sep11 |
110513 |
14.86 |
14.96 |
14.81 |
14.85 |
-0.01 |
227 |
5,196 |
+82 |
Nov11 |
110513 |
15.12 |
15.28 |
15.12 |
15.17 |
-0.02 |
84 |
1,393 |
+39 |
Total Volume and Open Interest |
1,091 |
22,502 |
+85 |
Live Cattle(CME) |
Jun11 |
110513 |
109.900 |
110.400 |
108.700 |
109.000 |
-0.850 |
29,814 |
98,440 |
-7,159 |
Aug11 |
110513 |
111.230 |
111.885 |
110.180 |
110.550 |
-0.880 |
26,848 |
112,774 |
+5,897 |
Oct11 |
110513 |
116.500 |
116.950 |
115.250 |
115.500 |
-1.050 |
11,180 |
75,858 |
+1,219 |
Dec11 |
110513 |
118.680 |
119.250 |
117.500 |
117.800 |
-1.180 |
4,247 |
46,159 |
+198 |
Feb12 |
110513 |
119.450 |
119.930 |
118.100 |
118.400 |
-1.280 |
1,641 |
12,425 |
+352 |
Apr12 |
110513 |
120.050 |
120.450 |
118.730 |
119.000 |
-1.250 |
427 |
5,563 |
+219 |
Total Volume and Open Interest |
74,209 |
352,406 |
+749 |
Feeder Cattle(CME) |
May11 |
110513 |
129.235 |
129.900 |
128.400 |
128.700 |
-0.835 |
1,388 |
4,275 |
-479 |
Aug11 |
110513 |
133.650 |
134.435 |
132.400 |
132.450 |
-1.485 |
3,059 |
23,991 |
+375 |
Sep11 |
110513 |
134.435 |
134.950 |
133.000 |
133.035 |
-1.465 |
764 |
5,022 |
+27 |
Oct11 |
110513 |
134.825 |
135.500 |
133.650 |
133.785 |
-1.450 |
702 |
3,781 |
+180 |
Nov11 |
110513 |
135.150 |
135.150 |
133.500 |
133.800 |
-1.235 |
230 |
1,548 |
+61 |
Jan12 |
110513 |
133.685 |
133.700 |
132.900 |
132.900 |
-1.730 |
102 |
458 |
+15 |
Mar12 |
110513 |
133.300 |
133.300 |
133.300 |
133.300 |
unch |
2 |
37 |
+2 |
Total Volume and Open Interest |
6,249 |
39,114 |
+181 |
Lean Hogs(CME) |
May11 |
110513 |
92.650 |
92.850 |
92.330 |
92.850 |
+0.215 |
409 |
1,400 |
-103 |
Jun11 |
110513 |
94.580 |
94.830 |
93.800 |
94.550 |
+0.350 |
24,620 |
53,586 |
-3,527 |
Jul11 |
110513 |
94.400 |
94.635 |
93.300 |
93.850 |
-0.300 |
11,219 |
45,967 |
+4,824 |
Aug11 |
110513 |
95.150 |
95.285 |
94.200 |
94.480 |
-0.200 |
6,863 |
40,107 |
+425 |
Oct11 |
110513 |
87.785 |
88.100 |
87.250 |
87.750 |
+0.100 |
4,192 |
37,712 |
+1,105 |
Dec11 |
110513 |
84.480 |
84.750 |
84.080 |
84.700 |
+0.470 |
1,337 |
28,940 |
+125 |
Feb12 |
110513 |
85.850 |
86.135 |
85.450 |
86.100 |
+0.400 |
651 |
7,888 |
+260 |
Apr12 |
110513 |
87.000 |
87.200 |
86.400 |
87.100 |
+0.300 |
275 |
4,555 |
+82 |
Total Volume and Open Interest |
49,677 |
222,356 |
+3,234 |
Class III Milk(CME) |
May11 |
110513 |
16.42 |
16.45 |
16.38 |
16.38 |
-0.07 |
120 |
5,325 |
+7 |
Jun11 |
110513 |
16.90 |
17.07 |
16.83 |
16.92 |
-0.04 |
560 |
4,578 |
+38 |
Jul11 |
110513 |
17.51 |
17.67 |
17.42 |
17.50 |
-0.01 |
156 |
3,510 |
+1 |
Aug11 |
110513 |
17.65 |
17.74 |
17.65 |
17.71 |
unch |
175 |
3,387 |
+11 |
Sep11 |
110513 |
17.74 |
17.79 |
17.65 |
17.73 |
+0.01 |
129 |
3,402 |
-24 |
Total Volume and Open Interest |
1,433 |
31,369 |
+82 |
Cocoa(ICE) |
May11 |
110513 |
3000 |
3000 |
3000 |
3000 |
-35 |
77 |
0 |
-98 |
Jul11 |
110513 |
3044 |
3066 |
2990 |
3002 |
-35 |
8,388 |
68,989 |
-187 |
Sep11 |
110513 |
3046 |
3078 |
3005 |
3015 |
-35 |
1,904 |
27,582 |
+222 |
Dec11 |
110513 |
3072 |
3084 |
3035 |
3044 |
-34 |
415 |
26,221 |
+105 |
Mar12 |
110513 |
3125 |
3134 |
3092 |
3095 |
-36 |
218 |
22,665 |
+98 |
May12 |
110513 |
3115 |
3115 |
3087 |
3087 |
-32 |
49 |
5,641 |
+11 |
Jul12 |
110513 |
3101 |
3101 |
3082 |
3082 |
-30 |
86 |
1,763 |
+60 |
Total Volume and Open Interest |
11,148 |
157,859 |
+201 |
Coffee "C"(ICE) |
May11 |
110513 |
277.05 |
277.05 |
269.30 |
269.30 |
-4.65 |
40 |
206 |
-1 |
Jul11 |
110513 |
276.80 |
278.00 |
268.65 |
269.40 |
-5.55 |
18,866 |
63,313 |
-1,753 |
Sep11 |
110513 |
279.00 |
280.75 |
271.55 |
272.30 |
-5.45 |
3,945 |
22,108 |
+52 |
Dec11 |
110513 |
283.80 |
283.80 |
274.70 |
275.50 |
-5.55 |
2,484 |
19,246 |
+100 |
Mar12 |
110513 |
285.00 |
285.00 |
276.35 |
277.15 |
-5.60 |
344 |
4,888 |
+163 |
May12 |
110513 |
281.60 |
281.60 |
277.15 |
277.95 |
-5.35 |
640 |
2,949 |
+533 |
Total Volume and Open Interest |
26,477 |
114,810 |
-875 |
Orange Juice(ICE) |
Jul11 |
110513 |
177.05 |
185.00 |
175.00 |
182.85 |
+5.80 |
1,391 |
23,419 |
-279 |
Sep11 |
110513 |
171.70 |
176.80 |
171.70 |
175.35 |
+4.50 |
648 |
3,267 |
+472 |
Nov11 |
110513 |
169.00 |
171.85 |
169.00 |
171.35 |
+4.10 |
9 |
1,654 |
-7 |
Jan12 |
110513 |
166.00 |
169.00 |
166.00 |
169.00 |
+3.30 |
25 |
236 |
+18 |
Mar12 |
110513 |
164.00 |
166.50 |
164.00 |
166.50 |
+3.00 |
10 |
96 |
+6 |
May12 |
110513 |
163.50 |
165.20 |
163.50 |
165.20 |
+2.40 |
0 |
30 |
+0 |
Total Volume and Open Interest |
2,083 |
28,766 |
+210 |
Sugar #11(ICE) |
Jul11 |
110513 |
21.70 |
22.10 |
21.26 |
21.45 |
+0.12 |
40,057 |
273,347 |
-962 |
Oct11 |
110513 |
21.74 |
22.03 |
21.29 |
21.44 |
-0.07 |
21,230 |
142,261 |
+1,795 |
Mar12 |
110513 |
22.06 |
22.35 |
21.75 |
21.86 |
-0.17 |
8,626 |
82,206 |
+1,782 |
May12 |
110513 |
21.92 |
22.16 |
21.69 |
21.81 |
-0.11 |
1,660 |
24,140 |
-202 |
Jul12 |
110513 |
21.90 |
22.12 |
21.67 |
21.83 |
-0.07 |
1,258 |
19,492 |
-19 |
Total Volume and Open Interest |
73,881 |
585,229 |
+2,599 |
London Cocoa(LCE) |
May11 |
110513 |
1850 |
1859 |
1840 |
1857 |
+12 |
3,472 |
16,680 |
-1,848 |
Jul11 |
110513 |
1880 |
1894 |
1863 |
1871 |
-3 |
6,741 |
66,043 |
+684 |
Sep11 |
110513 |
1906 |
1920 |
1888 |
1896 |
-3 |
2,540 |
30,266 |
+371 |
Dec11 |
110513 |
1930 |
1943 |
1909 |
1920 |
-3 |
849 |
30,790 |
+94 |
Mar12 |
110513 |
1954 |
1960 |
1933 |
1945 |
-1 |
1,373 |
29,128 |
-19 |
May12 |
110513 |
1965 |
1969 |
1952 |
1962 |
-1 |
524 |
9,300 |
+118 |
Jul12 |
110513 |
1978 |
1978 |
1970 |
1973 |
unch |
111 |
4,135 |
+91 |
Total Volume and Open Interest |
15,610 |
196,799 |
-509 |
London Sugar(LCE) |
Aug11 |
110513 |
605.00 |
614.80 |
601.30 |
602.80 |
+0.70 |
2,983 |
24,864 |
-243 |
Oct11 |
110513 |
574.10 |
584.00 |
571.50 |
573.60 |
unch |
1,093 |
7,938 |
-13 |
Dec11 |
110513 |
583.30 |
589.30 |
579.20 |
580.90 |
-1.20 |
172 |
3,744 |
+62 |
Mar12 |
110513 |
580.10 |
582.00 |
575.00 |
576.60 |
-1.60 |
116 |
2,284 |
+49 |
May12 |
110513 |
575.10 |
576.50 |
569.10 |
570.70 |
-4.30 |
94 |
1,382 |
+2 |
Total Volume and Open Interest |
4,634 |
41,681 |
-45 |
Cotton(ICE) |
Jul11 |
110513 |
143.00 |
148.49 |
142.06 |
145.15 |
+0.85 |
11,839 |
69,341 |
-485 |
Oct11 |
110513 |
129.30 |
132.00 |
127.50 |
127.55 |
-1.75 |
42 |
450 |
+7 |
Dec11 |
110513 |
118.22 |
120.61 |
113.76 |
115.61 |
-3.58 |
5,075 |
62,130 |
+403 |
Mar12 |
110513 |
111.91 |
113.85 |
107.80 |
109.47 |
-3.00 |
547 |
8,822 |
+152 |
May12 |
110513 |
107.83 |
108.99 |
104.01 |
105.34 |
-1.47 |
98 |
2,199 |
+26 |
Jul12 |
110513 |
105.26 |
107.50 |
102.07 |
103.85 |
-1.16 |
120 |
3,133 |
+4 |
Total Volume and Open Interest |
17,825 |
148,361 |
+123 |
Lumber(CME) |
May11 |
110513 |
211.9 |
218.9 |
208.3 |
213.0 |
+3.3 |
217 |
262 |
-94 |
Jul11 |
110513 |
232.2 |
233.0 |
227.2 |
229.6 |
+0.6 |
491 |
7,013 |
-7 |
Sep11 |
110513 |
250.1 |
252.4 |
248.2 |
252.4 |
+2.3 |
141 |
1,996 |
+12 |
Nov11 |
110513 |
253.0 |
253.5 |
250.5 |
253.5 |
+0.9 |
16 |
491 |
+4 |
Total Volume and Open Interest |
868 |
9,779 |
-83 |
Crude Oil(NYM) |
Jun11 |
110513 |
98.81 |
100.70 |
97.09 |
99.65 |
+0.68 |
524,761 |
233,531 |
-23,142 |
Jul11 |
110513 |
99.29 |
101.21 |
97.61 |
100.12 |
+0.64 |
200,468 |
334,406 |
+21,935 |
Aug11 |
110513 |
99.62 |
101.54 |
98.01 |
100.48 |
+0.63 |
63,532 |
92,239 |
+4,080 |
Sep11 |
110513 |
100.05 |
101.85 |
98.37 |
100.79 |
+0.65 |
45,809 |
89,878 |
+156 |
Oct11 |
110513 |
99.35 |
101.98 |
98.61 |
101.00 |
+0.68 |
19,921 |
43,745 |
+1,732 |
Nov11 |
110513 |
101.40 |
102.10 |
99.00 |
101.14 |
+0.72 |
16,108 |
37,803 |
+158 |
Dec11 |
110513 |
100.52 |
102.07 |
98.82 |
101.23 |
+0.77 |
79,120 |
191,849 |
+2,039 |
Jan12 |
110513 |
101.14 |
102.04 |
99.48 |
101.21 |
+0.77 |
10,020 |
37,927 |
+935 |
Feb12 |
110513 |
101.74 |
101.98 |
99.77 |
101.15 |
+0.77 |
5,212 |
22,145 |
+1,818 |
Mar12 |
110513 |
101.59 |
101.59 |
99.66 |
101.04 |
+0.78 |
3,729 |
29,546 |
-142 |
Apr12 |
110513 |
98.89 |
100.92 |
98.89 |
100.92 |
+0.80 |
1,799 |
15,914 |
+240 |
May12 |
110513 |
100.69 |
100.78 |
100.69 |
100.78 |
+0.82 |
2,575 |
15,759 |
+144 |
Jun12 |
110513 |
98.96 |
101.42 |
98.45 |
100.64 |
+0.85 |
9,460 |
74,061 |
-425 |
Jul12 |
110513 |
100.38 |
100.38 |
100.38 |
100.38 |
+0.86 |
334 |
20,767 |
+102 |
Aug12 |
110513 |
100.09 |
100.09 |
100.09 |
100.09 |
+0.87 |
137 |
13,303 |
+0 |
Sep12 |
110513 |
99.83 |
99.83 |
99.83 |
99.83 |
+0.86 |
199 |
13,683 |
+52 |
Total Volume and Open Interest |
1,015,422 |
1,664,400 |
+10,601 |
e-miNY Crude Oil(NYM) |
May11 |
110418 |
109.350 |
109.350 |
106.525 |
107.125 |
-2.525 |
7,448 |
2,501 |
-386 |
Jun11 |
110429 |
112.775 |
114.175 |
112.275 |
113.925 |
+1.075 |
11,912 |
3,616 |
+446 |
Jul11 |
110513 |
99.525 |
101.100 |
97.675 |
100.125 |
+0.650 |
1,994 |
874 |
+4 |
Aug11 |
110513 |
99.625 |
101.400 |
98.225 |
100.475 |
+0.625 |
73 |
243 |
-2 |
Sep11 |
110513 |
101.800 |
101.800 |
99.400 |
100.800 |
+0.650 |
6 |
93 |
+0 |
Oct11 |
110513 |
101.000 |
101.000 |
101.000 |
101.000 |
+0.675 |
0 |
43 |
+0 |
Nov11 |
110513 |
101.150 |
101.150 |
101.150 |
101.150 |
+0.725 |
0 |
16 |
+0 |
Dec11 |
110513 |
100.000 |
101.875 |
100.000 |
101.225 |
+0.775 |
12 |
311 |
+2 |
Jan12 |
110513 |
101.200 |
101.200 |
101.200 |
101.200 |
+0.750 |
0 |
6 |
+0 |
Feb12 |
110513 |
101.150 |
101.150 |
101.150 |
101.150 |
+0.775 |
0 |
6 |
+0 |
Total Volume and Open Interest |
24,911 |
4,877 |
-422 |
Heating Oil(NYM) |
Jun11 |
110513 |
291.21 |
295.98 |
288.77 |
294.22 |
+2.85 |
66,431 |
80,988 |
-6,338 |
Jul11 |
110513 |
292.35 |
297.20 |
289.99 |
295.35 |
+2.79 |
29,699 |
61,744 |
+5,113 |
Aug11 |
110513 |
293.78 |
297.67 |
291.60 |
296.50 |
+2.72 |
12,052 |
31,650 |
+396 |
Sep11 |
110513 |
296.74 |
298.49 |
292.68 |
298.00 |
+2.67 |
6,660 |
24,527 |
-34 |
Oct11 |
110513 |
300.84 |
300.84 |
295.63 |
299.53 |
+2.61 |
4,250 |
10,805 |
-17 |
Nov11 |
110513 |
300.54 |
301.29 |
297.14 |
301.08 |
+2.61 |
2,481 |
12,355 |
+273 |
Dec11 |
110513 |
298.20 |
304.29 |
297.36 |
302.54 |
+2.66 |
8,294 |
32,494 |
-100 |
Jan12 |
110513 |
300.82 |
304.05 |
300.82 |
304.05 |
+2.70 |
1,001 |
13,189 |
-216 |
Feb12 |
110513 |
302.02 |
304.34 |
302.02 |
304.34 |
+2.66 |
693 |
5,921 |
+258 |
Mar12 |
110513 |
300.00 |
303.39 |
300.00 |
303.39 |
+2.59 |
147 |
3,197 |
+41 |
Apr12 |
110513 |
301.24 |
301.24 |
301.24 |
301.24 |
+2.41 |
68 |
1,548 |
-11 |
May12 |
110513 |
299.44 |
299.44 |
299.44 |
299.44 |
+2.26 |
66 |
1,462 |
+3 |
Total Volume and Open Interest |
133,087 |
306,830 |
-487 |
Gasoline(NYMEX) |
Jun11 |
110513 |
305.35 |
313.88 |
303.42 |
307.44 |
+1.05 |
100,711 |
65,529 |
-12,305 |
Jul11 |
110513 |
298.81 |
305.77 |
296.95 |
301.63 |
+2.25 |
77,484 |
61,195 |
-82 |
Aug11 |
110513 |
294.63 |
300.21 |
292.98 |
297.48 |
+2.85 |
38,913 |
27,363 |
-1,048 |
Sep11 |
110513 |
289.67 |
295.87 |
289.14 |
294.17 |
+2.85 |
23,141 |
27,647 |
+1,262 |
Oct11 |
110513 |
278.69 |
281.19 |
274.90 |
279.90 |
+3.11 |
12,275 |
26,275 |
+405 |
Nov11 |
110513 |
272.74 |
278.07 |
272.40 |
276.70 |
+2.95 |
5,581 |
11,593 |
+366 |
Dec11 |
110513 |
272.97 |
276.60 |
269.69 |
275.34 |
+2.96 |
10,149 |
27,773 |
+86 |
Jan12 |
110513 |
274.26 |
275.50 |
274.26 |
275.50 |
+2.96 |
460 |
6,032 |
-94 |
Feb12 |
110513 |
276.88 |
276.88 |
276.88 |
276.88 |
+2.83 |
228 |
3,196 |
+50 |
Mar12 |
110513 |
278.26 |
278.26 |
278.26 |
278.26 |
+2.71 |
210 |
5,334 |
-26 |
Total Volume and Open Interest |
269,530 |
279,573 |
-11,235 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110513 |
307.40 |
307.44 |
307.40 |
307.40 |
+1.00 |
1 |
3 |
+1 |
Jul11 |
110513 |
302.40 |
302.40 |
301.00 |
301.60 |
+2.20 |
0 |
1 |
+0 |
Aug11 |
110513 |
297.50 |
297.50 |
297.48 |
297.50 |
+2.90 |
0 |
1 |
+0 |
Sep11 |
110513 |
294.20 |
294.20 |
294.17 |
294.20 |
+2.90 |
|
|
|
Total Volume and Open Interest |
1 |
8 |
+1 |
Natural Gas(NYM) |
Jun11 |
110513 |
4.192 |
4.273 |
4.153 |
4.246 |
+0.052 |
126,357 |
110,212 |
-4,031 |
Jul11 |
110513 |
4.256 |
4.333 |
4.214 |
4.311 |
+0.055 |
64,105 |
209,702 |
+253 |
Aug11 |
110513 |
4.300 |
4.374 |
4.261 |
4.354 |
+0.054 |
28,190 |
79,153 |
+1,306 |
Sep11 |
110513 |
4.305 |
4.400 |
4.287 |
4.379 |
+0.054 |
19,503 |
101,824 |
-1,049 |
Oct11 |
110513 |
4.365 |
4.450 |
4.335 |
4.428 |
+0.052 |
21,928 |
93,445 |
-428 |
Nov11 |
110513 |
4.546 |
4.600 |
4.511 |
4.592 |
+0.041 |
14,061 |
51,383 |
+2,625 |
Dec11 |
110513 |
4.753 |
4.825 |
4.733 |
4.808 |
+0.034 |
6,322 |
37,879 |
-1,267 |
Jan12 |
110513 |
4.880 |
4.926 |
4.850 |
4.923 |
+0.032 |
7,872 |
86,390 |
-2 |
Feb12 |
110513 |
4.869 |
4.912 |
4.840 |
4.912 |
+0.030 |
1,290 |
17,496 |
+57 |
Mar12 |
110513 |
4.784 |
4.871 |
4.784 |
4.850 |
+0.028 |
3,062 |
37,791 |
+68 |
Apr12 |
110513 |
4.669 |
4.727 |
4.665 |
4.719 |
+0.023 |
3,617 |
37,271 |
-131 |
May12 |
110513 |
4.720 |
4.761 |
4.685 |
4.742 |
+0.023 |
704 |
10,725 |
-52 |
Jun12 |
110513 |
4.737 |
4.789 |
4.725 |
4.781 |
+0.023 |
692 |
7,401 |
+199 |
Jul12 |
110513 |
4.793 |
4.834 |
4.793 |
4.827 |
+0.023 |
350 |
5,816 |
+109 |
Aug12 |
110513 |
4.838 |
4.861 |
4.838 |
4.853 |
+0.024 |
228 |
5,972 |
+51 |
Sep12 |
110513 |
4.848 |
4.868 |
4.848 |
4.862 |
+0.024 |
92 |
5,312 |
+21 |
Total Volume and Open Interest |
300,193 |
979,155 |
-2,002 |
Brent Crude Oil(ICE) |
Jun11 |
110513 |
113.10 |
114.92 |
111.72 |
113.83 |
+0.85 |
282,890 |
91,705 |
-15,294 |
Jul11 |
110513 |
112.46 |
114.24 |
111.11 |
113.28 |
+0.95 |
242,271 |
210,563 |
+16,623 |
Aug11 |
110513 |
111.50 |
113.71 |
110.65 |
112.79 |
+0.94 |
105,973 |
131,120 |
+8,965 |
Sep11 |
110513 |
110.68 |
113.17 |
110.14 |
112.28 |
+0.94 |
50,932 |
64,129 |
+4,250 |
Oct11 |
110513 |
110.33 |
112.56 |
109.70 |
111.82 |
+0.95 |
26,265 |
44,696 |
+2,484 |
Nov11 |
110513 |
110.06 |
112.15 |
109.31 |
111.46 |
+0.96 |
16,285 |
23,410 |
+942 |
Dec11 |
110513 |
109.70 |
111.88 |
108.92 |
111.12 |
+0.97 |
52,606 |
97,342 |
-4,507 |
Jan12 |
110513 |
111.11 |
111.11 |
109.27 |
110.84 |
+0.98 |
5,538 |
19,034 |
-934 |
Feb12 |
110513 |
110.59 |
110.62 |
108.96 |
110.56 |
+0.99 |
2,987 |
17,090 |
+201 |
Mar12 |
110513 |
110.24 |
110.24 |
110.24 |
110.24 |
+0.99 |
4,528 |
29,984 |
+1,155 |
Apr12 |
110513 |
109.95 |
109.95 |
109.90 |
109.90 |
+1.02 |
1,209 |
7,982 |
-17 |
May12 |
110513 |
109.54 |
109.54 |
109.54 |
109.54 |
+1.04 |
754 |
6,116 |
+54 |
Jun12 |
110513 |
109.49 |
109.50 |
107.03 |
109.16 |
+1.06 |
6,748 |
34,644 |
-874 |
Jul12 |
110513 |
108.78 |
108.78 |
108.78 |
108.78 |
+1.07 |
387 |
3,334 |
+255 |
Total Volume and Open Interest |
818,989 |
909,196 |
+15,467 |
Gas Oil(ICE) |
Jun11 |
110513 |
916.75 |
934.50 |
910.50 |
917.25 |
+3.75 |
136,181 |
139,806 |
+6,548 |
Jul11 |
110513 |
920.00 |
938.00 |
914.50 |
921.00 |
+3.50 |
54,096 |
71,711 |
+1,884 |
Aug11 |
110513 |
926.75 |
941.75 |
918.25 |
924.75 |
+3.50 |
16,214 |
44,332 |
+485 |
Sep11 |
110513 |
930.25 |
945.00 |
922.00 |
928.25 |
+3.50 |
11,841 |
48,526 |
+782 |
Oct11 |
110513 |
932.75 |
942.50 |
929.50 |
930.50 |
+3.25 |
5,971 |
31,483 |
+375 |
Nov11 |
110513 |
932.75 |
944.00 |
930.75 |
931.25 |
+3.00 |
3,748 |
23,829 |
+721 |
Dec11 |
110513 |
929.50 |
949.25 |
927.00 |
932.50 |
+3.00 |
21,518 |
54,052 |
+347 |
Jan12 |
110513 |
944.75 |
947.25 |
932.50 |
935.00 |
+3.00 |
3,263 |
24,790 |
-300 |
Feb12 |
110513 |
945.25 |
945.25 |
935.50 |
935.50 |
+3.00 |
773 |
7,447 |
+228 |
Mar12 |
110513 |
944.75 |
945.50 |
935.00 |
935.00 |
+2.75 |
854 |
5,485 |
+154 |
Total Volume and Open Interest |
312,688 |
543,418 |
-8,307 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110513 |
2.522 |
2.522 |
2.495 |
2.503 |
+0.011 |
320 |
1,093 |
-190 |
Jul11 |
110513 |
2.515 |
2.519 |
2.495 |
2.504 |
+0.013 |
179 |
1,108 |
-40 |
Aug11 |
110513 |
2.515 |
2.516 |
2.490 |
2.502 |
+0.010 |
70 |
1,075 |
+7 |
Sep11 |
110513 |
2.474 |
2.475 |
2.456 |
2.465 |
+0.005 |
99 |
917 |
-9 |
Oct11 |
110513 |
2.390 |
2.393 |
2.373 |
2.380 |
-0.001 |
59 |
985 |
+18 |
Nov11 |
110513 |
2.357 |
2.357 |
2.337 |
2.340 |
+0.006 |
47 |
635 |
+8 |
Dec11 |
110513 |
2.357 |
2.357 |
2.334 |
2.339 |
+0.007 |
45 |
931 |
-4 |
Total Volume and Open Interest |
891 |
7,595 |
-188 |
WTI Crude Oil(ICE |
Jun11 |
110512 |
99.06 |
100.48 |
95.24 |
98.97 |
+0.76 |
107,734 |
78,650 |
-5,187 |
Jul11 |
110513 |
99.02 |
101.15 |
97.60 |
100.12 |
+0.64 |
59,203 |
86,483 |
-1,910 |
Aug11 |
110513 |
98.88 |
101.40 |
98.14 |
100.48 |
+0.63 |
23,626 |
32,641 |
+2,387 |
Sep11 |
110513 |
99.76 |
101.71 |
98.48 |
100.79 |
+0.65 |
17,951 |
38,131 |
+11 |
Oct11 |
110513 |
101.76 |
101.82 |
98.67 |
101.00 |
+0.68 |
8,504 |
18,421 |
-509 |
Nov11 |
110513 |
101.83 |
101.91 |
99.29 |
101.14 |
+0.72 |
7,352 |
14,961 |
-1,152 |
Dec11 |
110513 |
100.13 |
102.01 |
98.80 |
101.23 |
+0.77 |
26,443 |
80,567 |
-2,192 |
Jan12 |
110513 |
101.31 |
101.31 |
98.90 |
101.21 |
+0.77 |
2,137 |
11,838 |
-65 |
Feb12 |
110513 |
99.80 |
101.15 |
99.80 |
101.15 |
+0.77 |
804 |
3,571 |
-43 |
Mar12 |
110513 |
101.04 |
101.04 |
101.04 |
101.04 |
+0.78 |
1,252 |
11,301 |
+409 |
Apr12 |
110513 |
100.92 |
100.92 |
100.92 |
100.92 |
+0.80 |
641 |
4,457 |
+463 |
May12 |
110513 |
100.78 |
100.78 |
100.78 |
100.78 |
+0.82 |
219 |
2,275 |
-7 |
Jun12 |
110513 |
99.23 |
100.64 |
98.28 |
100.64 |
+0.85 |
1,814 |
26,045 |
+82 |
Jul12 |
110513 |
100.38 |
100.38 |
100.38 |
100.38 |
+0.86 |
41 |
1,644 |
+31 |
Aug12 |
110513 |
100.09 |
100.09 |
100.09 |
100.09 |
+0.87 |
14 |
886 |
+10 |
Sep12 |
110513 |
99.83 |
99.83 |
99.83 |
99.83 |
+0.86 |
62 |
4,281 |
+62 |
Total Volume and Open Interest |
284,414 |
510,489 |
-8,723 |
US Dollar Index(ICE) |
Jun11 |
110513 |
75.415 |
76.140 |
74.945 |
75.938 |
+0.520 |
55,123 |
55,574 |
+4,081 |
Sep11 |
110513 |
76.010 |
76.645 |
75.490 |
76.427 |
+0.505 |
441 |
969 |
+103 |
Dec11 |
110513 |
76.923 |
76.923 |
76.923 |
76.923 |
+0.490 |
0 |
2 |
+0 |
Total Volume and Open Interest |
55,564 |
56,546 |
+4,184 |
Australian Dollar(CME) |
Jun11 |
110513 |
106.29 |
106.78 |
104.79 |
105.43 |
-0.72 |
143,921 |
122,897 |
-4,430 |
Sep11 |
110513 |
104.85 |
105.35 |
103.64 |
104.09 |
-0.71 |
252 |
964 |
+56 |
Dec11 |
110513 |
102.85 |
103.55 |
102.85 |
102.85 |
-0.70 |
0 |
78 |
+0 |
Total Volume and Open Interest |
144,174 |
123,941 |
-4,373 |
British Pound(CME) |
Jun11 |
110513 |
162.84 |
163.02 |
161.39 |
161.68 |
-1.10 |
149,889 |
112,819 |
+5,382 |
Sep11 |
110513 |
162.60 |
162.61 |
161.42 |
161.45 |
-1.10 |
90 |
627 |
-9 |
Dec11 |
110513 |
161.21 |
162.29 |
161.21 |
161.21 |
-1.08 |
0 |
39 |
+0 |
Total Volume and Open Interest |
149,979 |
113,490 |
+5,373 |
Canadian Dollar(CME) |
Jun11 |
110513 |
103.80 |
104.04 |
102.54 |
103.21 |
-0.53 |
101,341 |
114,724 |
+511 |
Sep11 |
110513 |
103.34 |
103.76 |
102.30 |
102.95 |
-0.53 |
564 |
4,094 |
+21 |
Dec11 |
110513 |
103.06 |
103.18 |
102.50 |
102.66 |
-0.52 |
26 |
2,691 |
+7 |
Mar12 |
110513 |
102.67 |
102.84 |
102.00 |
102.32 |
-0.52 |
29 |
304 |
-14 |
Total Volume and Open Interest |
101,966 |
122,006 |
+528 |
Japanese Yen(CME) |
Jun11 |
110513 |
123.50 |
124.49 |
123.33 |
123.71 |
+0.11 |
121,909 |
100,012 |
+325 |
Sep11 |
110513 |
123.72 |
124.56 |
123.51 |
123.77 |
+0.11 |
439 |
2,398 |
+27 |
Dec11 |
110513 |
124.50 |
124.50 |
123.76 |
123.88 |
+0.12 |
0 |
224 |
+0 |
Total Volume and Open Interest |
122,350 |
102,643 |
+354 |
Swiss Franc(CME) |
Jun11 |
110513 |
113.08 |
113.69 |
111.77 |
112.11 |
-0.90 |
41,921 |
71,286 |
-706 |
Sep11 |
110513 |
113.11 |
113.58 |
111.95 |
112.16 |
-0.90 |
121 |
247 |
-46 |
Dec11 |
110513 |
113.00 |
113.10 |
112.20 |
112.20 |
-0.90 |
1 |
24 |
-1 |
Total Volume and Open Interest |
42,043 |
71,559 |
-753 |
EuroFX(CME) |
Jun11 |
110513 |
142.31 |
143.30 |
140.56 |
141.00 |
-1.19 |
360,158 |
242,322 |
+4,007 |
Sep11 |
110513 |
141.81 |
142.85 |
140.18 |
140.58 |
-1.18 |
1,431 |
3,957 |
-162 |
Dec11 |
110513 |
140.35 |
141.29 |
140.11 |
140.11 |
-1.18 |
7 |
114 |
+0 |
Total Volume and Open Interest |
361,596 |
246,772 |
+3,845 |
Mexican Peso(CME) |
May11 |
110513 |
851.8 |
858.5 |
851.8 |
851.8 |
-6.8 |
|
|
|
Jun11 |
110513 |
856.8 |
858.8 |
845.5 |
849.8 |
-6.8 |
48,461 |
153,688 |
-4,472 |
Total Volume and Open Interest |
48,468 |
153,907 |
-4,479 |
30-Year T-Bonds(CBOT) |
Jun11 |
110513 |
123~310 |
124~300 |
123~300 |
124~140 |
+0~200 |
|
|
|
Sep11 |
110513 |
122~110 |
123~270 |
122~110 |
123~040 |
+0~200 |
6,327 |
16,924 |
+2,878 |
Dec11 |
110513 |
121~210 |
121~210 |
121~010 |
121~210 |
+0~200 |
0 |
2 |
+0 |
Total Volume and Open Interest |
328,917 |
690,839 |
+30,203 |
10-Year T-Notes(CBOT) |
Jun11 |
110513 |
122~060 |
122~310 |
122~020 |
122~160 |
+0~105 |
1,273,064 |
1,744,860 |
+19,735 |
Sep11 |
110513 |
120~225 |
121~165 |
120~200 |
121~015 |
+0~110 |
10,006 |
30,147 |
+3,712 |
Dec11 |
110513 |
120~015 |
120~015 |
119~225 |
120~015 |
+0~110 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,283,070 |
1,775,013 |
+23,447 |
5-Year T-Notes(CBOT) |
Jun11 |
110513 |
118~125 |
119~040 |
118~125 |
119~025 |
+0~023 |
|
|
|
Sep11 |
110513 |
117~117 |
118~039 |
117~097 |
118~002 |
+0~025 |
11,191 |
35,525 |
+8,092 |
Dec11 |
110513 |
117~026 |
117~026 |
117~001 |
117~026 |
+0~025 |
|
|
|
Total Volume and Open Interest |
693,005 |
1,523,163 |
+19,123 |
2 Year T-Notes(CBOT) |
Jun11 |
110513 |
109~090 |
109~099 |
109~085 |
109~095 |
+0~005 |
319,244 |
1,017,579 |
-8,967 |
Sep11 |
110513 |
109~033 |
109~044 |
109~029 |
109~039 |
+0~006 |
3,608 |
22,103 |
+1,795 |
Dec11 |
110513 |
108~105 |
108~106 |
108~105 |
108~105 |
+0~006 |
0 |
20 |
+0 |
Total Volume and Open Interest |
322,852 |
1,039,702 |
-7,172 |
Eurodollars(CME) |
Jun11 |
110513 |
99.735 |
99.740 |
99.730 |
99.735 |
unch |
125,004 |
947,715 |
-8,553 |
Sep11 |
110513 |
99.685 |
99.690 |
99.675 |
99.675 |
-0.015 |
179,509 |
1,412,992 |
-7,308 |
Dec11 |
110513 |
99.590 |
99.600 |
99.580 |
99.580 |
-0.015 |
284,691 |
1,685,586 |
+57,061 |
Mar12 |
110513 |
99.450 |
99.465 |
99.430 |
99.445 |
-0.010 |
244,643 |
1,566,829 |
+8,330 |
Jun12 |
110513 |
99.215 |
99.255 |
99.185 |
99.225 |
+0.005 |
334,778 |
1,358,024 |
+12,248 |
Sep12 |
110513 |
98.920 |
98.985 |
98.890 |
98.945 |
+0.020 |
232,043 |
711,718 |
+3,452 |
Dec12 |
110513 |
98.610 |
98.700 |
98.580 |
98.645 |
+0.030 |
245,312 |
529,567 |
-9,889 |
Mar13 |
110513 |
98.335 |
98.440 |
98.305 |
98.380 |
+0.040 |
211,462 |
376,577 |
-3,297 |
Jun13 |
110513 |
98.065 |
98.190 |
98.040 |
98.120 |
+0.045 |
142,245 |
274,632 |
+2,492 |
Sep13 |
110513 |
97.810 |
97.940 |
97.780 |
97.860 |
+0.045 |
116,948 |
240,976 |
+4,774 |
Dec13 |
110513 |
97.555 |
97.685 |
97.525 |
97.600 |
+0.045 |
77,554 |
180,643 |
+1,135 |
Mar14 |
110513 |
97.320 |
97.460 |
97.300 |
97.370 |
+0.040 |
62,426 |
172,206 |
+106 |
Jun14 |
110513 |
97.105 |
97.230 |
97.080 |
97.145 |
+0.040 |
13,793 |
103,608 |
+293 |
Sep14 |
110513 |
96.885 |
97.010 |
96.865 |
96.925 |
+0.040 |
10,580 |
60,247 |
+134 |
Dec14 |
110513 |
96.670 |
96.785 |
96.645 |
96.700 |
+0.035 |
10,837 |
69,852 |
-364 |
Mar15 |
110513 |
96.485 |
96.585 |
96.455 |
96.505 |
+0.030 |
9,442 |
49,944 |
-373 |
Jun15 |
110513 |
4.545 |
4.640 |
4.520 |
4.565 |
+0.030 |
5,119 |
41,356 |
+306 |
Sep15 |
110513 |
4.370 |
4.465 |
4.345 |
4.390 |
+0.030 |
5,083 |
38,044 |
+692 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110513 |
99.908 |
99.910 |
99.905 |
99.908 |
unch |
1,135 |
80,972 |
-56 |
Jun11 |
110513 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
1,446 |
62,341 |
+640 |
Jul11 |
110513 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
1,218 |
51,767 |
+436 |
Aug11 |
110513 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
7,295 |
55,299 |
+1,519 |
Sep11 |
110513 |
99.875 |
99.875 |
99.870 |
99.870 |
unch |
7,732 |
41,804 |
+1,264 |
Oct11 |
110513 |
99.860 |
99.870 |
99.860 |
99.860 |
unch |
6,751 |
55,312 |
+2,101 |
Total Volume and Open Interest |
58,612 |
691,851 |
+10,231 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110513 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110513 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec11 |
110513 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
0 |
75 |
+0 |
Mar12 |
110513 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun12 |
110513 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
Sep12 |
110513 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Dec12 |
110513 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Mar13 |
110513 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Jun13 |
110513 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Sep13 |
110513 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110513 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
6,003 |
+200 |
Sep11 |
110513 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,466 |
-8 |
Dec11 |
110513 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110513 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
100 |
3,877 |
+105 |
Jun12 |
110513 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110513 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
411 |
+0 |
Dec12 |
110513 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
24 |
+0 |
Mar13 |
110513 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
100 |
14,993 |
+297 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110510 |
140.65 |
140.83 |
140.57 |
140.58 |
-0.22 |
3,806 |
16,984 |
+16,984 |
Sep11 |
110513 |
140.53 |
140.53 |
140.53 |
140.53 |
-0.04 |
1 |
44 |
+2 |
Dec11 |
110513 |
138.44 |
138.44 |
138.44 |
138.44 |
-0.04 |
|
|
|
Total Volume and Open Interest |
1,481 |
19,859 |
+268 |
Euro-Bund(EUREX) |
Jun11 |
110513 |
123.99 |
124.63 |
123.82 |
124.42 |
+0.12 |
1,055,035 |
995,449 |
+29,800 |
Sep11 |
110513 |
123.76 |
124.28 |
123.56 |
124.17 |
+0.14 |
5,208 |
18,152 |
+845 |
Dec11 |
110513 |
123.27 |
123.27 |
123.27 |
123.27 |
+0.07 |
382 |
0 |
+0 |
Total Volume and Open Interest |
1,060,625 |
1,013,601 |
+30,645 |
Euro-Bobl(EUREX) |
Jun11 |
110506 |
115.41 |
115.82 |
115.22 |
115.71 |
+0.23 |
725,341 |
811,181 |
+16,712 |
Sep11 |
110513 |
115.22 |
115.53 |
115.22 |
115.53 |
unch |
3,472 |
36,407 |
+1,888 |
Dec11 |
110513 |
115.68 |
115.68 |
115.68 |
115.68 |
unch |
|
|
|
Total Volume and Open Interest |
666,139 |
857,842 |
+19,567 |
3-Mth Euribor(EUREX) |
Jun11 |
110513 |
98.475 |
98.485 |
98.475 |
98.485 |
-0.005 |
7 |
5,336 |
+4 |
Sep11 |
110513 |
98.205 |
98.205 |
98.195 |
98.200 |
-0.025 |
31 |
2,262 |
+25 |
Dec11 |
110513 |
97.995 |
98.000 |
97.980 |
98.000 |
-0.030 |
30 |
1,078 |
-23 |
Total Volume and Open Interest |
139 |
11,366 |
+6 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110513 |
118~30 |
119~12 |
118~30 |
119~11 |
+0~02 |
0 |
4 |
-1 |
Total Volume and Open Interest |
153,106 |
340,807 |
-8,010 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110513 |
99.17 |
99.18 |
99.16 |
99.17 |
unch |
44,412 |
461,062 |
+12,635 |
Sep11 |
110513 |
99.08 |
99.09 |
99.07 |
99.08 |
unch |
151,092 |
536,470 |
+86,027 |
Dec11 |
110513 |
98.91 |
98.93 |
98.90 |
98.93 |
+0.01 |
180,847 |
541,167 |
+91,930 |
Mar12 |
110513 |
98.72 |
98.77 |
98.72 |
98.76 |
+0.01 |
172,926 |
461,021 |
+67,976 |
Jun12 |
110513 |
98.50 |
98.56 |
98.50 |
98.55 |
+0.02 |
169,810 |
423,778 |
+61,632 |
Sep12 |
110513 |
98.27 |
98.34 |
98.27 |
98.33 |
+0.02 |
111,799 |
266,490 |
+40,520 |
Total Volume and Open Interest |
984,788 |
3,230,730 |
+426,133 |
3-Mth Euribor(LIFFE) |
Jun11 |
110513 |
98.480 |
98.485 |
98.465 |
98.485 |
-0.005 |
124,331 |
776,899 |
+22,092 |
Sep11 |
110513 |
98.210 |
98.215 |
98.185 |
98.200 |
-0.025 |
171,390 |
739,547 |
+3,088 |
Dec11 |
110513 |
98.010 |
98.035 |
97.975 |
98.000 |
-0.030 |
184,245 |
712,505 |
+37,222 |
Total Volume and Open Interest |
1,090,532 |
4,243,951 |
+187,544 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110513 |
94.97 |
94.98 |
94.94 |
94.96 |
-0.01 |
39,086 |
186,969 |
+1,701 |
Sep11 |
110513 |
94.88 |
94.90 |
94.86 |
94.88 |
-0.01 |
47,942 |
221,117 |
+4,798 |
Dec11 |
110513 |
94.82 |
94.83 |
94.78 |
94.81 |
-0.01 |
36,202 |
151,264 |
+2,996 |
Mar12 |
110513 |
94.74 |
94.76 |
94.70 |
94.74 |
unch |
9,669 |
81,127 |
+848 |
Jun12 |
110513 |
94.70 |
94.70 |
94.66 |
94.68 |
-0.01 |
3,799 |
50,543 |
-94 |
Sep12 |
110513 |
94.65 |
94.66 |
94.63 |
94.64 |
unch |
1,776 |
51,319 |
-491 |
Dec12 |
110513 |
94.55 |
94.61 |
94.55 |
94.60 |
unch |
1,974 |
26,705 |
+570 |
Mar13 |
110513 |
94.52 |
94.58 |
94.52 |
94.57 |
unch |
1,123 |
17,811 |
-123 |
Jun13 |
110513 |
94.52 |
94.55 |
94.52 |
94.52 |
-0.01 |
123 |
1,811 |
+102 |
Sep13 |
110513 |
94.50 |
94.50 |
94.47 |
94.47 |
-0.01 |
126 |
1,087 |
+113 |
Total Volume and Open Interest |
141,825 |
790,608 |
+10,420 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110513 |
94.65 |
94.66 |
94.59 |
94.63 |
-0.01 |
53,141 |
428,150 |
+13,111 |
Sep11 |
110513 |
94.63 |
94.63 |
94.63 |
94.63 |
-0.01 |
|
|
|
Total Volume and Open Interest |
53,141 |
428,150 |
+13,111 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110505 |
94.89 |
94.96 |
94.87 |
94.95 |
+0.05 |
181,608 |
631,593 |
+43,310 |
Sep11 |
110513 |
94.93 |
94.93 |
94.93 |
94.93 |
unch |
|
|
|
Total Volume and Open Interest |
219,351 |
752,459 |
+64,262 |
Gold(CMX) |
Jun11 |
110513 |
1506.5 |
1516.4 |
1482.0 |
1493.6 |
-13.2 |
198,028 |
285,212 |
-4,078 |
Aug11 |
110513 |
1508.0 |
1517.3 |
1484.5 |
1494.8 |
-13.2 |
11,062 |
94,373 |
+2,745 |
Oct11 |
110513 |
1505.0 |
1517.4 |
1487.4 |
1496.0 |
-13.3 |
511 |
6,402 |
-179 |
Dec11 |
110513 |
1510.2 |
1520.0 |
1487.3 |
1497.2 |
-13.5 |
3,696 |
53,084 |
+1,357 |
Feb12 |
110513 |
1509.5 |
1517.3 |
1497.8 |
1498.4 |
-13.4 |
365 |
7,146 |
-92 |
Apr12 |
110513 |
1513.3 |
1513.3 |
1494.3 |
1499.7 |
-13.4 |
76 |
4,622 |
+52 |
Jun12 |
110513 |
1511.3 |
1511.3 |
1501.4 |
1501.4 |
-13.3 |
339 |
10,774 |
+51 |
Aug12 |
110513 |
1503.4 |
1503.4 |
1503.4 |
1503.4 |
-13.5 |
143 |
2,978 |
-133 |
Oct12 |
110513 |
1505.8 |
1505.8 |
1505.8 |
1505.8 |
-13.5 |
0 |
3,346 |
+0 |
Dec12 |
110513 |
1521.3 |
1525.0 |
1500.0 |
1509.1 |
-13.4 |
43 |
12,304 |
-13 |
Feb13 |
110513 |
1512.3 |
1512.3 |
1512.3 |
1512.3 |
-13.6 |
0 |
130 |
+0 |
Total Volume and Open Interest |
215,664 |
510,544 |
+393 |
Silver(CMX) |
May11 |
110513 |
3449.5 |
3640.5 |
3402.5 |
3501.1 |
+21.8 |
332 |
325 |
-14 |
Jul11 |
110513 |
3459.5 |
3645.0 |
3391.5 |
3501.3 |
+21.6 |
137,582 |
66,164 |
-391 |
Sep11 |
110513 |
3494.0 |
3644.5 |
3401.5 |
3502.7 |
+21.5 |
3,508 |
9,019 |
-235 |
Dec11 |
110513 |
3460.0 |
3620.0 |
3397.5 |
3502.7 |
+21.5 |
6,579 |
23,057 |
-93 |
Mar12 |
110513 |
3572.0 |
3637.0 |
3498.5 |
3498.5 |
+21.5 |
218 |
3,038 |
+174 |
May12 |
110513 |
3470.0 |
3494.9 |
3409.0 |
3494.9 |
+21.7 |
35 |
1,025 |
-3 |
Jul12 |
110513 |
3445.5 |
3580.0 |
3445.5 |
3491.2 |
+21.9 |
61 |
1,694 |
+23 |
Total Volume and Open Interest |
152,710 |
123,121 |
-416 |
Platinum(NYMEX) |
Jul11 |
110513 |
1770.3 |
1789.0 |
1757.0 |
1769.3 |
-1.7 |
4,915 |
34,468 |
-7 |
Oct11 |
110513 |
1772.0 |
1780.0 |
1761.1 |
1773.0 |
-1.6 |
142 |
1,939 |
+126 |
Jan12 |
110513 |
1775.5 |
1775.5 |
1775.5 |
1775.5 |
-1.6 |
5 |
69 |
+5 |
Apr12 |
110513 |
1777.5 |
1777.5 |
1777.5 |
1777.5 |
-1.6 |
0 |
24 |
+0 |
Total Volume and Open Interest |
5,064 |
36,515 |
+124 |
Palladium(NYMEX) |
Jun11 |
110513 |
716.85 |
724.55 |
702.15 |
706.45 |
-10.40 |
5,778 |
16,967 |
-1,098 |
Sep11 |
110513 |
718.45 |
725.25 |
705.60 |
708.10 |
-10.35 |
1,432 |
3,270 |
+1,030 |
Dec11 |
110513 |
714.35 |
714.35 |
709.25 |
709.25 |
-10.25 |
40 |
436 |
+36 |
Total Volume and Open Interest |
7,250 |
20,678 |
-32 |
Copper(CMX) |
May11 |
110513 |
400.50 |
400.50 |
397.35 |
397.50 |
+1.45 |
510 |
1,574 |
-209 |
Jul11 |
110513 |
397.15 |
404.70 |
395.05 |
398.35 |
+1.30 |
41,755 |
73,317 |
+601 |
Sep11 |
110513 |
399.00 |
405.90 |
397.30 |
400.10 |
+1.30 |
2,677 |
23,649 |
-286 |
Dec11 |
110513 |
399.35 |
407.35 |
399.35 |
401.85 |
+1.30 |
2,992 |
12,627 |
+996 |
Mar12 |
110513 |
406.50 |
408.60 |
402.80 |
402.80 |
+1.15 |
257 |
3,452 |
+57 |
Total Volume and Open Interest |
49,921 |
122,360 |
+2,057 |
DJIA Index(CBOT) |
Jun11 |
110513 |
12662 |
12710 |
12515 |
12556 |
-116 |
948 |
23,755 |
+19 |
Sep11 |
110513 |
12488 |
12604 |
12488 |
12488 |
-116 |
0 |
15 |
+0 |
Dec11 |
110513 |
12417 |
12533 |
12417 |
12417 |
-116 |
0 |
1 |
+0 |
Mar12 |
110513 |
12357 |
12473 |
12357 |
12357 |
-116 |
|
|
|
Total Volume and Open Interest |
948 |
23,771 |
+19 |
S & P 500(CME) |
Jun11 |
110513 |
1347.50 |
1352.50 |
1330.80 |
1334.00 |
-13.50 |
17,260 |
309,593 |
-446 |
Sep11 |
110513 |
1330.50 |
1330.50 |
1328.60 |
1328.60 |
-13.50 |
65 |
6,787 |
+15 |
Dec11 |
110513 |
1323.10 |
1323.60 |
1323.10 |
1323.10 |
-13.50 |
0 |
4,817 |
-1 |
Mar12 |
110513 |
1318.10 |
1318.60 |
1318.10 |
1318.10 |
-13.50 |
|
|
|
Total Volume and Open Interest |
17,325 |
321,202 |
-432 |
S & P 500 E-Mini(Globex) |
Jun11 |
110513 |
1347.25 |
1352.50 |
1330.50 |
1334.00 |
-13.50 |
|
|
|
Sep11 |
110513 |
1341.25 |
1346.75 |
1326.00 |
1328.50 |
-13.50 |
987 |
23,445 |
+164 |
Total Volume and Open Interest |
2,191,912 |
2,692,080 |
-15,627 |
NASDAQ 100(CME) |
Jun11 |
110513 |
2406.00 |
2414.00 |
2369.00 |
2370.00 |
-37.00 |
2,025 |
23,005 |
-1,398 |
Sep11 |
110513 |
2366.30 |
2367.00 |
2366.30 |
2366.30 |
-37.00 |
0 |
52 |
+0 |
Dec11 |
110513 |
2362.80 |
2364.80 |
2362.80 |
2362.80 |
-37.00 |
|
|
|
Total Volume and Open Interest |
2,025 |
23,057 |
-1,398 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110513 |
2408.00 |
2414.30 |
2369.00 |
2370.00 |
-37.00 |
297,723 |
382,128 |
-16,144 |
Sep11 |
110513 |
2399.00 |
2410.00 |
2366.30 |
2366.30 |
-37.00 |
223 |
1,146 |
+42 |
Total Volume and Open Interest |
297,948 |
383,283 |
-16,100 |
S & P Midcap 400(CME) |
Jun11 |
110513 |
990.50 |
991.00 |
990.50 |
990.50 |
-13.00 |
0 |
1,600 |
+0 |
Sep11 |
110513 |
988.30 |
989.30 |
988.30 |
988.30 |
-13.00 |
|
|
|
Dec11 |
110513 |
986.70 |
987.70 |
986.70 |
986.70 |
-13.00 |
|
|
|
Total Volume and Open Interest |
0 |
1,600 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110513 |
9590 |
9590 |
9590 |
9590 |
-185 |
|
|
|
Sep11 |
110513 |
9725 |
9805 |
9620 |
9620 |
-185 |
2 |
42 |
+1 |
Total Volume and Open Interest |
9,755 |
49,457 |
-235 |
Nikkei 225(SGX) |
Jun11 |
110513 |
9755 |
9770 |
9545 |
9680 |
-30 |
79,637 |
235,511 |
+531 |
Sep11 |
110513 |
9690 |
9690 |
9550 |
9675 |
-40 |
18 |
1,433 |
+10 |
Dec11 |
110513 |
9620 |
9620 |
9620 |
9620 |
-30 |
0 |
6,259 |
+0 |
Total Volume and Open Interest |
81,113 |
250,936 |
+1,100 |
CAC 40(EURONEXT) |
May11 |
110513 |
4016.0 |
4037.0 |
3956.5 |
3987.0 |
-4.5 |
133,272 |
319,087 |
+11,506 |
Jun11 |
110513 |
3975.5 |
3988.0 |
3920.5 |
3945.0 |
-4.0 |
8,122 |
96,598 |
+7,754 |
Jul11 |
110513 |
3957.0 |
3957.0 |
3957.0 |
3957.0 |
+9.0 |
|
|
|
Total Volume and Open Interest |
141,394 |
415,686 |
+19,260 |
Hang Seng Index(HKFE) |
May11 |
110513 |
22950 |
23354 |
22811 |
23283 |
+418 |
80,929 |
84,166 |
-1,161 |
Jun11 |
110513 |
22635 |
23188 |
22635 |
23138 |
+420 |
1,704 |
9,016 |
+325 |
Total Volume and Open Interest |
83,105 |
94,978 |
-628 |
DAX(EUREX) |
Jun11 |
110513 |
7499.5 |
7519.5 |
7356.5 |
7410.5 |
-42.0 |
135,220 |
179,437 |
+20 |
Sep11 |
110513 |
7525.0 |
7540.0 |
7385.5 |
7436.0 |
-41.5 |
130 |
6,177 |
+19 |
Dec11 |
110513 |
7563.5 |
7567.5 |
7449.0 |
7470.0 |
-41.0 |
53 |
1,151 |
+41 |
Total Volume and Open Interest |
135,403 |
186,765 |
+80 |
FT-SE 100(EURONEXT) |
Jun11 |
110513 |
5953.00 |
5984.00 |
5874.50 |
5905.00 |
-21.00 |
100,447 |
677,967 |
+13,772 |
Sep11 |
110513 |
5934.50 |
5941.50 |
5844.00 |
5869.00 |
-21.00 |
55 |
677 |
+34 |
Dec11 |
110513 |
5911.00 |
5911.00 |
5847.00 |
5847.00 |
-21.00 |
100 |
251 |
+96 |
Total Volume and Open Interest |
100,612 |
678,985 |
+13,912 |
SPI 200(SFE) |
Jun11 |
110513 |
4684.0 |
4717.0 |
4661.0 |
4713.0 |
+25.0 |
41,268 |
194,109 |
+9,719 |
Sep11 |
110513 |
4675.0 |
4702.0 |
4669.0 |
4702.0 |
+25.0 |
29 |
3,677 |
+2 |
Dec11 |
110513 |
4725.0 |
4725.0 |
4725.0 |
4725.0 |
+24.0 |
346 |
2,521 |
-2 |
Total Volume and Open Interest |
41,954 |
202,992 |
+9,800 |
GSCI(CME) |
May11 |
110513 |
31.64 |
32.14 |
18.34 |
27.64 |
+2.00 |
2,319 |
5,660 |
-1,661 |
Jun11 |
110513 |
32.54 |
33.14 |
18.94 |
28.44 |
+1.85 |
2,249 |
7,854 |
+1,991 |
Jul11 |
110513 |
27.44 |
29.14 |
17.94 |
27.44 |
+2.40 |
|
|
|
Total Volume and Open Interest |
4,568 |
13,514 |
+330 |
Reuters CCI(ICE) |
Jun11 |
110513 |
339.20 |
339.20 |
339.20 |
339.20 |
-0.20 |
|
|
|
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. |
|
|