|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu May 26, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110526 |
1378.00 |
1398.25 |
1377.00 |
1384.75 |
+7.75 |
81,161 |
237,781 |
-4,083 |
Aug11 |
110526 |
1374.00 |
1394.00 |
1370.00 |
1381.00 |
+8.00 |
10,985 |
26,925 |
+1,412 |
Sep11 |
110526 |
1366.50 |
1387.50 |
1366.25 |
1377.00 |
+10.00 |
1,912 |
16,995 |
+388 |
Nov11 |
110526 |
1361.00 |
1382.75 |
1360.75 |
1372.50 |
+11.50 |
32,887 |
202,011 |
+2,154 |
Jan12 |
110526 |
1368.50 |
1390.50 |
1368.50 |
1381.00 |
+11.25 |
3,612 |
24,423 |
+1,155 |
Mar12 |
110526 |
1376.00 |
1389.00 |
1375.75 |
1379.25 |
+9.25 |
2,048 |
15,059 |
-134 |
May12 |
110526 |
1362.00 |
1380.00 |
1362.00 |
1368.25 |
+6.25 |
1,863 |
14,596 |
+898 |
Total Volume and Open Interest |
135,010 |
554,958 |
+2,005 |
Soybean Meal(CBOT) |
Jul11 |
110526 |
357.90 |
363.90 |
357.60 |
360.30 |
+2.00 |
30,245 |
93,669 |
+233 |
Aug11 |
110526 |
358.20 |
364.20 |
358.20 |
361.00 |
+2.10 |
4,733 |
32,893 |
-390 |
Sep11 |
110526 |
359.90 |
362.60 |
357.50 |
359.70 |
+2.40 |
1,745 |
18,531 |
+53 |
Oct11 |
110526 |
353.10 |
356.80 |
351.60 |
354.70 |
+3.10 |
1,302 |
16,564 |
+56 |
Dec11 |
110526 |
351.90 |
357.40 |
351.30 |
355.10 |
+3.20 |
5,571 |
49,172 |
+496 |
Jan12 |
110526 |
353.30 |
358.90 |
353.30 |
356.30 |
+3.00 |
428 |
4,291 |
-12 |
Mar12 |
110526 |
356.80 |
360.00 |
353.90 |
356.80 |
+2.10 |
392 |
3,707 |
-101 |
May12 |
110526 |
354.50 |
356.70 |
350.50 |
353.40 |
+0.90 |
248 |
4,125 |
+113 |
Total Volume and Open Interest |
44,716 |
227,569 |
+463 |
Soybean Oil(CBOT) |
Jul11 |
110526 |
58.00 |
58.94 |
57.92 |
58.70 |
+0.74 |
47,873 |
143,604 |
+553 |
Aug11 |
110526 |
58.25 |
59.20 |
58.25 |
58.98 |
+0.75 |
7,087 |
34,570 |
+796 |
Sep11 |
110526 |
58.62 |
59.48 |
58.62 |
59.28 |
+0.76 |
5,385 |
23,242 |
+883 |
Oct11 |
110526 |
58.83 |
59.63 |
58.83 |
59.49 |
+0.77 |
1,836 |
15,093 |
+191 |
Dec11 |
110526 |
59.23 |
60.08 |
59.07 |
59.90 |
+0.79 |
13,123 |
81,901 |
+2,327 |
Jan12 |
110526 |
59.60 |
60.08 |
59.58 |
60.05 |
+0.81 |
2,143 |
7,864 |
+1,131 |
Mar12 |
110526 |
59.64 |
60.24 |
59.64 |
60.10 |
+0.76 |
162 |
4,499 |
+31 |
May12 |
110526 |
59.63 |
60.14 |
59.63 |
60.05 |
+0.73 |
673 |
4,305 |
+166 |
Total Volume and Open Interest |
78,291 |
317,766 |
+6,088 |
Canola(WCE) |
Jul11 |
110526 |
585.5 |
594.5 |
585.5 |
592.1 |
+8.6 |
8,891 |
77,578 |
+698 |
Nov11 |
110526 |
589.8 |
596.6 |
589.8 |
593.6 |
+7.1 |
6,045 |
79,042 |
+839 |
Jan12 |
110526 |
598.5 |
602.2 |
597.3 |
599.9 |
+6.5 |
399 |
7,878 |
+51 |
Mar12 |
110526 |
601.7 |
605.2 |
601.7 |
603.5 |
+7.0 |
141 |
1,410 |
+25 |
May12 |
110526 |
605.7 |
608.9 |
605.0 |
606.0 |
+5.3 |
146 |
609 |
+101 |
Total Volume and Open Interest |
15,648 |
168,805 |
+1,739 |
Corn(CBOT) |
Jul11 |
110526 |
744.00 |
758.50 |
743.50 |
745.50 |
+3.25 |
167,096 |
574,174 |
-9,190 |
Sep11 |
110526 |
715.25 |
728.50 |
715.25 |
718.25 |
+3.50 |
44,631 |
179,743 |
+1,992 |
Dec11 |
110526 |
670.75 |
684.75 |
670.50 |
676.25 |
+5.50 |
82,377 |
453,335 |
+1,342 |
Mar12 |
110526 |
681.75 |
695.50 |
681.50 |
688.25 |
+6.50 |
5,134 |
78,773 |
+527 |
May12 |
110526 |
688.25 |
702.25 |
688.25 |
692.50 |
+4.25 |
995 |
17,248 |
+147 |
Jul12 |
110526 |
695.00 |
708.25 |
695.00 |
698.25 |
+3.00 |
2,867 |
42,243 |
+468 |
Total Volume and Open Interest |
306,103 |
1,405,435 |
-4,024 |
Wheat(CBOT) |
Jul11 |
110526 |
800.00 |
828.75 |
799.25 |
814.50 |
+18.00 |
50,702 |
212,788 |
-3,433 |
Sep11 |
110526 |
849.25 |
876.75 |
849.25 |
863.00 |
+17.50 |
15,027 |
72,474 |
+2,399 |
Dec11 |
110526 |
898.00 |
923.25 |
895.75 |
907.00 |
+11.25 |
10,663 |
97,727 |
+107 |
Mar12 |
110526 |
931.25 |
954.75 |
931.25 |
939.75 |
+9.75 |
2,713 |
21,697 |
+151 |
May12 |
110526 |
942.75 |
960.50 |
939.75 |
945.50 |
+5.75 |
583 |
8,040 |
+191 |
Total Volume and Open Interest |
83,957 |
460,407 |
-27 |
Wheat(KCBT) |
Jul11 |
110526 |
931.25 |
962.25 |
931.25 |
942.75 |
+14.00 |
12,296 |
79,962 |
-2,569 |
Sep11 |
110526 |
949.75 |
981.00 |
949.75 |
962.00 |
+14.00 |
3,832 |
37,104 |
+1,071 |
Dec11 |
110526 |
971.50 |
1001.75 |
966.50 |
984.75 |
+13.25 |
2,768 |
42,197 |
+106 |
Mar12 |
110526 |
990.25 |
1014.25 |
990.25 |
999.25 |
+11.75 |
868 |
6,312 |
+235 |
May12 |
110526 |
999.50 |
1014.00 |
993.25 |
998.25 |
+10.75 |
40 |
832 |
-17 |
Total Volume and Open Interest |
20,324 |
176,141 |
-966 |
Wheat(MGE) |
Jul11 |
110526 |
1024.50 |
1078.00 |
1022.75 |
1045.75 |
+25.75 |
3,033 |
20,668 |
-273 |
Sep11 |
110526 |
1005.00 |
1055.25 |
1004.00 |
1022.00 |
+17.25 |
1,172 |
16,106 |
+15 |
Dec11 |
110526 |
1005.75 |
1055.25 |
1005.75 |
1025.75 |
+17.00 |
1,091 |
12,744 |
+319 |
Mar12 |
110526 |
1019.00 |
1055.75 |
1017.50 |
1030.25 |
+18.50 |
442 |
2,695 |
+66 |
May12 |
110526 |
1021.25 |
1056.00 |
1021.25 |
1029.50 |
+15.25 |
122 |
557 |
+14 |
Total Volume and Open Interest |
6,298 |
56,228 |
+380 |
Oats(CBOT) |
Jul11 |
110526 |
371.50 |
382.75 |
371.50 |
378.00 |
+9.00 |
865 |
8,175 |
-124 |
Sep11 |
110526 |
387.00 |
390.50 |
378.25 |
387.00 |
+8.75 |
104 |
697 |
+87 |
Dec11 |
110526 |
389.00 |
396.25 |
389.00 |
393.00 |
+7.50 |
158 |
3,584 |
+14 |
Mar12 |
110526 |
403.50 |
405.00 |
397.50 |
405.00 |
+7.50 |
0 |
23 |
+0 |
Total Volume and Open Interest |
1,127 |
12,480 |
-23 |
Rough Rice(CBOT) |
Jul11 |
110526 |
15.18 |
15.27 |
15.09 |
15.14 |
-0.04 |
1,389 |
14,900 |
-101 |
Sep11 |
110526 |
16.10 |
16.20 |
16.01 |
16.08 |
-0.03 |
380 |
5,093 |
+8 |
Nov11 |
110526 |
16.42 |
16.51 |
16.33 |
16.38 |
-0.02 |
167 |
1,853 |
+102 |
Jan12 |
110526 |
16.67 |
16.72 |
16.67 |
16.67 |
-0.05 |
0 |
254 |
+0 |
Total Volume and Open Interest |
1,936 |
22,401 |
+9 |
Live Cattle(CME) |
Jun11 |
110526 |
104.680 |
105.000 |
103.785 |
104.035 |
-0.515 |
17,447 |
57,938 |
-2,241 |
Aug11 |
110526 |
105.580 |
105.785 |
104.500 |
104.580 |
-0.650 |
21,686 |
133,741 |
+124 |
Oct11 |
110526 |
111.150 |
111.150 |
110.000 |
110.300 |
-0.500 |
11,282 |
76,103 |
-711 |
Dec11 |
110526 |
114.800 |
114.950 |
113.700 |
114.000 |
-0.450 |
4,789 |
49,799 |
+841 |
Feb12 |
110526 |
116.330 |
116.330 |
115.250 |
115.750 |
-0.350 |
2,083 |
13,314 |
+29 |
Apr12 |
110526 |
117.250 |
117.350 |
116.600 |
116.785 |
-0.365 |
652 |
6,901 |
+122 |
Total Volume and Open Interest |
58,014 |
339,216 |
-1,818 |
Feeder Cattle(CME) |
May11 |
110526 |
124.830 |
124.980 |
124.785 |
124.950 |
+0.270 |
600 |
2,089 |
-295 |
Aug11 |
110526 |
124.980 |
125.300 |
123.000 |
123.035 |
-1.500 |
4,710 |
22,164 |
-404 |
Sep11 |
110526 |
126.050 |
126.300 |
124.150 |
124.150 |
-1.400 |
853 |
5,161 |
-40 |
Oct11 |
110526 |
126.650 |
126.930 |
124.800 |
124.900 |
-1.450 |
1,030 |
4,399 |
-121 |
Nov11 |
110526 |
126.885 |
126.900 |
125.430 |
125.600 |
-0.950 |
288 |
1,643 |
-36 |
Jan12 |
110526 |
126.400 |
126.400 |
124.900 |
124.900 |
-1.000 |
48 |
524 |
-1 |
Mar12 |
110526 |
125.000 |
125.000 |
124.400 |
124.400 |
-1.700 |
3 |
43 |
+2 |
Total Volume and Open Interest |
7,539 |
36,029 |
-892 |
Lean Hogs(CME) |
Jun11 |
110526 |
88.580 |
88.700 |
87.430 |
87.800 |
-0.500 |
12,118 |
24,945 |
-1,368 |
Jul11 |
110526 |
87.680 |
88.050 |
87.200 |
87.285 |
-0.115 |
14,423 |
62,753 |
+308 |
Aug11 |
110526 |
89.580 |
89.650 |
88.680 |
89.035 |
-0.265 |
8,565 |
43,155 |
+1,319 |
Oct11 |
110526 |
83.700 |
84.135 |
83.330 |
83.635 |
-0.150 |
4,975 |
41,176 |
+183 |
Dec11 |
110526 |
81.850 |
82.000 |
81.300 |
81.700 |
-0.100 |
2,468 |
32,443 |
+71 |
Feb12 |
110526 |
83.100 |
83.535 |
82.885 |
83.400 |
+0.015 |
266 |
8,226 |
-59 |
Apr12 |
110526 |
84.050 |
84.550 |
84.050 |
84.550 |
+0.070 |
292 |
4,797 |
+109 |
May12 |
110526 |
88.800 |
88.800 |
88.800 |
88.800 |
unch |
1 |
182 |
+1 |
Total Volume and Open Interest |
43,165 |
220,067 |
+595 |
Class III Milk(CME) |
May11 |
110526 |
16.47 |
16.51 |
16.46 |
16.51 |
+0.02 |
107 |
5,371 |
-37 |
Jun11 |
110526 |
18.23 |
18.44 |
18.23 |
18.41 |
+0.09 |
191 |
4,756 |
-5 |
Jul11 |
110526 |
18.97 |
19.18 |
18.93 |
19.08 |
+0.09 |
412 |
4,560 |
+165 |
Aug11 |
110526 |
18.85 |
19.02 |
18.84 |
18.98 |
+0.08 |
378 |
4,168 |
+136 |
Sep11 |
110526 |
18.60 |
18.79 |
18.60 |
18.77 |
+0.10 |
155 |
3,970 |
+86 |
Total Volume and Open Interest |
1,569 |
35,184 |
+454 |
Cocoa(ICE) |
Jul11 |
110526 |
2982 |
3062 |
2964 |
3010 |
+48 |
13,172 |
61,272 |
+1,182 |
Sep11 |
110526 |
3002 |
3070 |
2977 |
3022 |
+44 |
5,036 |
31,693 |
+1,825 |
Dec11 |
110526 |
3029 |
3090 |
3003 |
3041 |
+37 |
1,212 |
26,875 |
+84 |
Mar12 |
110526 |
3083 |
3140 |
3070 |
3102 |
+42 |
991 |
24,124 |
+406 |
May12 |
110526 |
3110 |
3110 |
3097 |
3097 |
+41 |
349 |
6,695 |
+204 |
Jul12 |
110526 |
3093 |
3093 |
3093 |
3093 |
+43 |
10 |
2,050 |
+4 |
Sep12 |
110526 |
3060 |
3092 |
3060 |
3092 |
+42 |
55 |
2,165 |
+3 |
Total Volume and Open Interest |
20,843 |
158,250 |
+3,713 |
Coffee "C"(ICE) |
Jul11 |
110526 |
266.50 |
267.50 |
262.15 |
265.60 |
+0.75 |
10,003 |
53,775 |
-1,154 |
Sep11 |
110526 |
269.55 |
270.40 |
265.25 |
268.70 |
+0.80 |
4,015 |
27,174 |
+1,889 |
Dec11 |
110526 |
273.25 |
274.15 |
269.50 |
272.55 |
+0.95 |
902 |
21,071 |
+182 |
Mar12 |
110526 |
276.00 |
276.00 |
274.35 |
274.70 |
+1.05 |
336 |
5,052 |
+110 |
May12 |
110526 |
275.85 |
275.85 |
275.65 |
275.65 |
+1.05 |
208 |
3,069 |
+111 |
Jul12 |
110526 |
273.40 |
273.85 |
273.40 |
273.75 |
+1.00 |
84 |
728 |
+66 |
Total Volume and Open Interest |
15,592 |
112,608 |
+1,196 |
Orange Juice(ICE) |
Jul11 |
110526 |
186.85 |
187.25 |
182.30 |
185.35 |
-1.45 |
622 |
26,838 |
+94 |
Sep11 |
110526 |
179.80 |
179.90 |
177.30 |
179.60 |
-0.20 |
178 |
5,034 |
+64 |
Nov11 |
110526 |
172.70 |
173.00 |
171.10 |
172.95 |
-0.25 |
96 |
1,868 |
+28 |
Jan12 |
110526 |
169.00 |
169.00 |
169.00 |
169.00 |
-0.50 |
23 |
292 |
+16 |
Mar12 |
110526 |
166.70 |
166.70 |
166.70 |
166.70 |
-0.50 |
11 |
128 |
+6 |
May12 |
110526 |
165.25 |
165.25 |
165.25 |
165.25 |
-0.50 |
10 |
55 |
+10 |
Total Volume and Open Interest |
940 |
34,279 |
+218 |
Sugar #11(ICE) |
Jul11 |
110526 |
22.69 |
22.84 |
22.18 |
22.69 |
+0.05 |
30,572 |
258,857 |
-2,442 |
Oct11 |
110526 |
22.31 |
22.53 |
21.89 |
22.47 |
+0.17 |
19,766 |
145,623 |
+3,001 |
Mar12 |
110526 |
22.50 |
22.69 |
22.15 |
22.68 |
+0.16 |
7,294 |
86,907 |
+251 |
May12 |
110526 |
22.24 |
22.37 |
21.93 |
22.36 |
+0.12 |
2,580 |
26,399 |
+924 |
Jul12 |
110526 |
22.14 |
22.23 |
21.82 |
22.23 |
+0.08 |
1,384 |
22,003 |
+639 |
Total Volume and Open Interest |
63,394 |
584,931 |
+2,828 |
London Cocoa(LCE) |
Jul11 |
110526 |
1848 |
1883 |
1833 |
1849 |
+8 |
7,147 |
73,276 |
-339 |
Sep11 |
110526 |
1874 |
1904 |
1859 |
1873 |
+6 |
3,954 |
33,003 |
+714 |
Dec11 |
110526 |
1890 |
1929 |
1884 |
1900 |
+8 |
1,539 |
31,256 |
+38 |
Mar12 |
110526 |
1916 |
1952 |
1915 |
1926 |
+8 |
768 |
35,905 |
+377 |
May12 |
110526 |
1925 |
1962 |
1925 |
1939 |
+7 |
18 |
9,960 |
+12 |
Jul12 |
110526 |
1950 |
1962 |
1946 |
1946 |
+4 |
47 |
4,295 |
+38 |
Sep12 |
110526 |
1954 |
1954 |
1954 |
1954 |
+4 |
95 |
3,245 |
+70 |
Total Volume and Open Interest |
13,577 |
198,641 |
+919 |
London Sugar(LCE) |
Aug11 |
110526 |
648.00 |
652.50 |
640.00 |
650.00 |
+2.00 |
2,648 |
24,534 |
+762 |
Oct11 |
110526 |
601.40 |
605.20 |
593.00 |
602.10 |
+2.10 |
1,051 |
9,376 |
+177 |
Dec11 |
110526 |
596.40 |
599.10 |
589.00 |
595.20 |
-0.10 |
136 |
4,277 |
+84 |
Mar12 |
110526 |
591.10 |
592.00 |
586.10 |
587.90 |
-2.10 |
184 |
2,535 |
+15 |
May12 |
110526 |
582.20 |
583.40 |
578.10 |
579.70 |
-1.30 |
72 |
1,430 |
-21 |
Total Volume and Open Interest |
4,129 |
43,921 |
+1,043 |
Cotton(ICE) |
Jul11 |
110526 |
156.03 |
158.44 |
150.75 |
151.03 |
-5.00 |
7,935 |
70,220 |
-898 |
Oct11 |
110526 |
144.00 |
144.00 |
140.10 |
140.10 |
-4.00 |
8 |
413 |
-2 |
Dec11 |
110526 |
130.00 |
131.50 |
127.00 |
127.57 |
-3.78 |
7,768 |
63,838 |
+1,235 |
Mar12 |
110526 |
120.55 |
121.89 |
118.01 |
118.87 |
-3.18 |
1,982 |
10,551 |
+404 |
May12 |
110526 |
116.98 |
116.98 |
114.00 |
114.52 |
-2.46 |
948 |
2,464 |
-13 |
Jul12 |
110526 |
113.45 |
113.45 |
111.21 |
113.04 |
-0.31 |
1,305 |
3,974 |
+605 |
Total Volume and Open Interest |
20,128 |
153,975 |
+1,346 |
Lumber(CME) |
Jul11 |
110526 |
231.6 |
241.5 |
230.6 |
241.5 |
+10.0 |
438 |
7,296 |
+19 |
Sep11 |
110526 |
252.0 |
259.0 |
252.0 |
259.0 |
+10.0 |
215 |
2,395 |
+91 |
Nov11 |
110526 |
254.7 |
261.1 |
254.7 |
260.1 |
+9.0 |
14 |
569 |
+1 |
Jan12 |
110526 |
277.0 |
279.7 |
277.0 |
278.1 |
+8.3 |
1 |
30 |
+0 |
Total Volume and Open Interest |
668 |
10,293 |
+111 |
Crude Oil(NYM) |
Jul11 |
110526 |
101.24 |
101.90 |
99.62 |
100.23 |
-1.09 |
339,530 |
397,628 |
-13,983 |
Aug11 |
110526 |
101.74 |
102.37 |
100.18 |
100.82 |
-1.00 |
63,694 |
93,794 |
+3,442 |
Sep11 |
110526 |
102.23 |
102.80 |
100.66 |
101.32 |
-0.92 |
41,221 |
96,351 |
-517 |
Oct11 |
110526 |
102.49 |
103.09 |
101.07 |
101.70 |
-0.84 |
13,489 |
47,283 |
+411 |
Nov11 |
110526 |
102.99 |
103.13 |
101.47 |
102.00 |
-0.76 |
7,927 |
35,782 |
-1,501 |
Dec11 |
110526 |
102.93 |
103.50 |
101.65 |
102.24 |
-0.70 |
41,234 |
192,677 |
-1,057 |
Jan12 |
110526 |
103.50 |
103.50 |
101.89 |
102.40 |
-0.64 |
7,061 |
40,367 |
+364 |
Feb12 |
110526 |
103.45 |
103.47 |
102.17 |
102.51 |
-0.59 |
3,413 |
22,122 |
-550 |
Mar12 |
110526 |
103.01 |
103.01 |
102.06 |
102.59 |
-0.54 |
3,947 |
28,789 |
+232 |
Apr12 |
110526 |
103.42 |
103.44 |
102.19 |
102.66 |
-0.49 |
2,334 |
16,088 |
-182 |
May12 |
110526 |
103.42 |
103.43 |
102.24 |
102.73 |
-0.45 |
1,683 |
17,031 |
-74 |
Jun12 |
110526 |
103.67 |
103.67 |
102.30 |
102.79 |
-0.41 |
12,258 |
79,022 |
+692 |
Jul12 |
110526 |
102.77 |
102.77 |
102.77 |
102.77 |
-0.37 |
2,173 |
23,149 |
+563 |
Aug12 |
110526 |
102.67 |
102.67 |
102.67 |
102.67 |
-0.33 |
586 |
15,013 |
+194 |
Sep12 |
110526 |
102.60 |
102.60 |
102.60 |
102.60 |
-0.29 |
2,113 |
13,829 |
-12 |
Oct12 |
110526 |
102.55 |
102.55 |
102.55 |
102.55 |
-0.26 |
193 |
8,482 |
+24 |
Total Volume and Open Interest |
569,773 |
1,522,066 |
-11,944 |
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 |
110526 |
101.200 |
101.875 |
99.500 |
100.225 |
+1.300 |
4,487 |
1,720 |
+252 |
Aug11 |
110526 |
102.000 |
102.350 |
100.100 |
100.825 |
-1.000 |
315 |
552 |
+7 |
Sep11 |
110526 |
102.650 |
102.650 |
101.000 |
101.325 |
-0.925 |
60 |
219 |
+1 |
Oct11 |
110526 |
101.700 |
101.700 |
101.700 |
101.700 |
-0.850 |
14 |
48 |
+7 |
Nov11 |
110526 |
102.750 |
102.750 |
102.000 |
102.000 |
-0.750 |
1 |
20 |
+0 |
Dec11 |
110526 |
103.175 |
103.175 |
101.925 |
102.250 |
-0.700 |
11 |
341 |
+5 |
Jan12 |
110526 |
102.400 |
102.400 |
102.400 |
102.400 |
-0.650 |
3 |
6 |
+0 |
Feb12 |
110526 |
102.500 |
102.500 |
102.500 |
102.500 |
-0.600 |
0 |
7 |
+0 |
Total Volume and Open Interest |
11,997 |
3,856 |
+278 |
Heating Oil(NYM) |
Jun11 |
110526 |
298.72 |
300.00 |
296.57 |
298.29 |
+0.26 |
26,565 |
33,677 |
-8,750 |
Jul11 |
110526 |
299.55 |
301.34 |
297.68 |
299.34 |
+0.11 |
46,861 |
95,580 |
+3,374 |
Aug11 |
110526 |
301.12 |
302.25 |
299.22 |
300.70 |
+0.14 |
10,034 |
35,745 |
+147 |
Sep11 |
110526 |
302.95 |
304.00 |
300.79 |
302.39 |
+0.16 |
5,957 |
28,251 |
+169 |
Oct11 |
110526 |
303.72 |
303.99 |
303.16 |
303.97 |
+0.17 |
3,389 |
12,259 |
-187 |
Nov11 |
110526 |
305.41 |
306.04 |
304.43 |
305.53 |
+0.15 |
1,836 |
14,355 |
-56 |
Dec11 |
110526 |
308.70 |
308.70 |
305.42 |
307.05 |
+0.17 |
5,880 |
36,309 |
+32 |
Jan12 |
110526 |
308.40 |
309.03 |
306.98 |
308.57 |
+0.19 |
1,107 |
14,852 |
+259 |
Feb12 |
110526 |
308.78 |
309.72 |
308.78 |
308.89 |
+0.17 |
222 |
5,812 |
-24 |
Mar12 |
110526 |
308.12 |
308.12 |
308.01 |
308.01 |
+0.14 |
94 |
3,609 |
+14 |
Apr12 |
110526 |
304.92 |
306.77 |
304.92 |
305.86 |
+0.09 |
140 |
1,828 |
+30 |
May12 |
110526 |
303.37 |
303.93 |
303.37 |
303.93 |
+0.06 |
376 |
1,633 |
-164 |
Total Volume and Open Interest |
103,310 |
310,794 |
-5,217 |
Gasoline(NYMEX) |
Jun11 |
110526 |
302.85 |
305.86 |
301.27 |
304.83 |
+3.21 |
41,960 |
32,662 |
-4,576 |
Jul11 |
110526 |
299.86 |
301.55 |
297.67 |
300.74 |
+2.07 |
53,992 |
84,366 |
+2,403 |
Aug11 |
110526 |
298.13 |
298.45 |
295.09 |
297.66 |
+1.53 |
20,831 |
27,071 |
+626 |
Sep11 |
110526 |
294.00 |
295.26 |
292.53 |
294.89 |
+1.30 |
12,715 |
30,013 |
+3 |
Oct11 |
110526 |
280.50 |
281.83 |
279.99 |
281.83 |
+1.04 |
5,554 |
21,920 |
-325 |
Nov11 |
110526 |
277.45 |
279.00 |
277.45 |
279.00 |
+0.67 |
2,352 |
12,194 |
+110 |
Dec11 |
110526 |
278.12 |
278.60 |
275.49 |
277.75 |
+0.50 |
4,183 |
25,822 |
-457 |
Jan12 |
110526 |
277.69 |
278.21 |
277.64 |
278.21 |
+0.44 |
343 |
7,280 |
-40 |
Feb12 |
110526 |
278.20 |
279.76 |
277.90 |
279.76 |
+0.40 |
32 |
3,988 |
+4 |
Mar12 |
110526 |
279.58 |
281.41 |
277.69 |
281.41 |
+0.38 |
10 |
4,453 |
-3 |
Total Volume and Open Interest |
142,112 |
268,867 |
-2,151 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110526 |
304.80 |
304.83 |
304.80 |
304.80 |
+3.20 |
0 |
1 |
+0 |
Jul11 |
110526 |
300.70 |
300.74 |
300.70 |
300.70 |
+2.00 |
0 |
2 |
+0 |
Aug11 |
110526 |
297.70 |
297.70 |
297.66 |
297.70 |
+1.60 |
0 |
1 |
+0 |
Sep11 |
110526 |
294.90 |
294.90 |
294.89 |
294.90 |
+1.30 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jun11 |
110526 |
4.370 |
4.414 |
4.195 |
4.326 |
-0.053 |
94,231 |
19,326 |
-15,087 |
Jul11 |
110526 |
4.405 |
4.459 |
4.232 |
4.360 |
-0.063 |
77,628 |
221,251 |
-1,729 |
Aug11 |
110526 |
4.456 |
4.504 |
4.290 |
4.405 |
-0.064 |
18,149 |
74,372 |
+580 |
Sep11 |
110526 |
4.492 |
4.529 |
4.311 |
4.429 |
-0.067 |
16,343 |
110,056 |
+1,984 |
Oct11 |
110526 |
4.547 |
4.574 |
4.352 |
4.469 |
-0.069 |
17,178 |
96,655 |
+1,099 |
Nov11 |
110526 |
4.710 |
4.725 |
4.552 |
4.622 |
-0.073 |
7,269 |
52,751 |
+543 |
Dec11 |
110526 |
4.931 |
4.931 |
4.750 |
4.839 |
-0.068 |
3,585 |
39,868 |
+63 |
Jan12 |
110526 |
5.028 |
5.048 |
4.870 |
4.954 |
-0.068 |
8,074 |
86,482 |
-29 |
Feb12 |
110526 |
4.992 |
4.992 |
4.880 |
4.945 |
-0.065 |
827 |
19,157 |
+48 |
Mar12 |
110526 |
4.975 |
4.975 |
4.826 |
4.885 |
-0.063 |
3,087 |
38,773 |
+250 |
Apr12 |
110526 |
4.800 |
4.800 |
4.706 |
4.749 |
-0.058 |
3,034 |
38,267 |
-154 |
May12 |
110526 |
4.775 |
4.849 |
4.726 |
4.766 |
-0.059 |
638 |
8,985 |
-82 |
Jun12 |
110526 |
4.854 |
4.854 |
4.800 |
4.804 |
-0.060 |
505 |
8,868 |
+191 |
Jul12 |
110526 |
4.926 |
4.927 |
4.810 |
4.849 |
-0.060 |
77 |
6,091 |
+9 |
Aug12 |
110526 |
4.912 |
4.913 |
4.864 |
4.877 |
-0.060 |
106 |
5,956 |
-38 |
Sep12 |
110526 |
4.923 |
4.923 |
4.883 |
4.887 |
-0.060 |
130 |
5,549 |
+84 |
Total Volume and Open Interest |
252,053 |
915,318 |
-11,856 |
Brent Crude Oil(ICE) |
Jul11 |
110526 |
114.73 |
115.47 |
114.10 |
115.05 |
+0.12 |
193,617 |
211,902 |
+473 |
Aug11 |
110526 |
114.95 |
115.02 |
113.73 |
114.68 |
+0.13 |
75,459 |
145,770 |
-1,514 |
Sep11 |
110526 |
114.50 |
114.64 |
113.30 |
114.24 |
+0.13 |
41,283 |
79,005 |
-1,398 |
Oct11 |
110526 |
113.86 |
114.15 |
112.93 |
113.85 |
+0.13 |
22,576 |
44,585 |
+1,264 |
Nov11 |
110526 |
113.39 |
113.81 |
112.64 |
113.53 |
+0.13 |
9,199 |
23,641 |
-761 |
Dec11 |
110526 |
113.37 |
113.60 |
112.28 |
113.25 |
+0.11 |
33,305 |
91,248 |
-436 |
Jan12 |
110526 |
112.93 |
113.03 |
112.27 |
113.03 |
+0.10 |
2,741 |
20,140 |
-421 |
Feb12 |
110526 |
112.69 |
112.91 |
112.13 |
112.80 |
+0.09 |
1,102 |
19,458 |
-199 |
Mar12 |
110526 |
112.47 |
112.82 |
111.89 |
112.56 |
+0.07 |
926 |
31,616 |
+50 |
Apr12 |
110526 |
112.40 |
112.40 |
112.30 |
112.30 |
+0.06 |
406 |
8,302 |
+105 |
May12 |
110526 |
112.04 |
112.04 |
112.04 |
112.04 |
+0.07 |
273 |
5,699 |
+7 |
Jun12 |
110526 |
111.94 |
112.08 |
110.96 |
111.78 |
+0.07 |
3,543 |
34,073 |
+227 |
Jul12 |
110526 |
111.50 |
111.50 |
111.50 |
111.50 |
+0.08 |
289 |
4,022 |
-16 |
Aug12 |
110526 |
111.19 |
111.19 |
111.19 |
111.19 |
+0.07 |
70 |
2,312 |
+8 |
Total Volume and Open Interest |
407,601 |
844,663 |
-5,200 |
Gas Oil(ICE) |
Jun11 |
110526 |
943.50 |
947.25 |
936.00 |
941.75 |
+4.75 |
39,938 |
113,776 |
-3,074 |
Jul11 |
110526 |
944.75 |
950.50 |
939.25 |
945.00 |
+4.50 |
50,209 |
99,591 |
+4,924 |
Aug11 |
110526 |
952.25 |
952.25 |
942.50 |
948.25 |
+4.50 |
10,061 |
54,041 |
+1,426 |
Sep11 |
110526 |
950.50 |
955.00 |
945.75 |
951.25 |
+4.25 |
5,360 |
50,959 |
+1,132 |
Oct11 |
110526 |
957.75 |
957.75 |
948.75 |
953.50 |
+4.00 |
2,166 |
30,798 |
-166 |
Nov11 |
110526 |
959.00 |
959.00 |
950.25 |
954.50 |
+3.75 |
888 |
22,591 |
+272 |
Dec11 |
110526 |
961.25 |
961.25 |
950.75 |
956.00 |
+4.00 |
10,045 |
58,815 |
+1,853 |
Jan12 |
110526 |
960.50 |
960.50 |
957.50 |
958.50 |
+4.00 |
1,044 |
24,209 |
+105 |
Feb12 |
110526 |
963.50 |
963.50 |
959.00 |
959.00 |
+4.00 |
282 |
7,065 |
+77 |
Mar12 |
110526 |
963.25 |
963.25 |
958.75 |
958.75 |
+4.00 |
543 |
6,591 |
+56 |
Total Volume and Open Interest |
123,454 |
557,381 |
+6,713 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110526 |
2.655 |
2.660 |
2.636 |
2.641 |
+0.009 |
131 |
792 |
-54 |
Jul11 |
110526 |
2.660 |
2.670 |
2.639 |
2.644 |
+0.009 |
342 |
1,398 |
-25 |
Aug11 |
110526 |
2.658 |
2.668 |
2.644 |
2.645 |
+0.010 |
102 |
1,230 |
+30 |
Sep11 |
110526 |
2.613 |
2.624 |
2.598 |
2.602 |
+0.012 |
146 |
1,087 |
-5 |
Oct11 |
110526 |
2.495 |
2.512 |
2.485 |
2.491 |
+0.009 |
196 |
948 |
-64 |
Nov11 |
110526 |
2.430 |
2.440 |
2.413 |
2.422 |
+0.020 |
94 |
741 |
+37 |
Dec11 |
110526 |
2.410 |
2.425 |
2.401 |
2.408 |
+0.022 |
66 |
1,075 |
+21 |
Total Volume and Open Interest |
1,206 |
8,505 |
-7 |
WTI Crude Oil(ICE |
Jul11 |
110526 |
101.15 |
101.90 |
99.63 |
100.23 |
-1.09 |
77,214 |
100,943 |
+855 |
Aug11 |
110526 |
102.25 |
102.32 |
100.20 |
100.82 |
-1.00 |
25,698 |
40,674 |
+1,493 |
Sep11 |
110526 |
102.70 |
102.73 |
100.65 |
101.32 |
-0.92 |
13,340 |
36,696 |
-1,150 |
Oct11 |
110526 |
102.93 |
102.93 |
101.05 |
101.70 |
-0.84 |
4,919 |
17,678 |
+107 |
Nov11 |
110526 |
102.09 |
102.68 |
101.54 |
102.00 |
-0.76 |
2,781 |
15,494 |
+132 |
Dec11 |
110526 |
103.42 |
103.42 |
101.68 |
102.24 |
-0.70 |
15,915 |
81,675 |
-214 |
Jan12 |
110526 |
102.34 |
102.73 |
102.19 |
102.40 |
-0.64 |
1,434 |
11,671 |
-20 |
Feb12 |
110526 |
102.99 |
102.99 |
102.51 |
102.51 |
-0.59 |
634 |
3,560 |
-37 |
Mar12 |
110526 |
102.46 |
102.75 |
102.46 |
102.59 |
-0.54 |
771 |
11,968 |
+17 |
Apr12 |
110526 |
102.66 |
102.66 |
102.66 |
102.66 |
-0.49 |
466 |
3,899 |
-154 |
May12 |
110526 |
102.73 |
102.73 |
102.73 |
102.73 |
-0.45 |
329 |
2,288 |
-32 |
Jun12 |
110526 |
103.55 |
103.55 |
102.55 |
102.79 |
-0.41 |
1,946 |
25,916 |
-361 |
Jul12 |
110526 |
102.77 |
102.77 |
102.77 |
102.77 |
-0.37 |
90 |
1,848 |
-5 |
Aug12 |
110526 |
102.67 |
102.67 |
102.67 |
102.67 |
-0.33 |
11 |
897 |
+6 |
Sep12 |
110526 |
102.60 |
102.60 |
102.60 |
102.60 |
-0.29 |
38 |
4,296 |
+0 |
Oct12 |
110526 |
102.55 |
102.55 |
102.55 |
102.55 |
-0.26 |
0 |
506 |
+0 |
Total Volume and Open Interest |
150,870 |
458,632 |
+831 |
US Dollar Index(ICE) |
Jun11 |
110526 |
76.095 |
76.095 |
75.415 |
75.632 |
-0.397 |
27,182 |
60,404 |
-2 |
Sep11 |
110526 |
76.370 |
76.405 |
75.935 |
76.128 |
-0.387 |
181 |
1,426 |
-41 |
Dec11 |
110526 |
76.658 |
76.658 |
76.658 |
76.658 |
-0.387 |
0 |
2 |
+0 |
Total Volume and Open Interest |
27,363 |
61,833 |
-43 |
Australian Dollar(CME) |
Jun11 |
110526 |
105.05 |
106.30 |
104.90 |
106.18 |
+1.20 |
90,032 |
109,246 |
-5,084 |
Sep11 |
110526 |
103.77 |
104.89 |
103.66 |
104.85 |
+1.19 |
440 |
1,640 |
+114 |
Dec11 |
110526 |
103.60 |
103.63 |
102.44 |
103.63 |
+1.19 |
3 |
80 |
+2 |
Total Volume and Open Interest |
90,475 |
110,968 |
-4,968 |
British Pound(CME) |
Jun11 |
110526 |
162.69 |
164.06 |
162.67 |
163.89 |
+1.15 |
105,695 |
109,322 |
-1,903 |
Sep11 |
110526 |
162.70 |
163.80 |
162.60 |
163.68 |
+1.14 |
150 |
958 |
-31 |
Dec11 |
110526 |
163.63 |
163.63 |
162.32 |
163.46 |
+1.14 |
0 |
48 |
+0 |
Total Volume and Open Interest |
105,845 |
110,336 |
-1,934 |
Canadian Dollar(CME) |
Jun11 |
110526 |
102.22 |
102.45 |
101.82 |
102.16 |
-0.13 |
64,547 |
111,062 |
-345 |
Sep11 |
110526 |
102.00 |
102.18 |
101.60 |
101.92 |
-0.13 |
446 |
5,413 |
+110 |
Dec11 |
110526 |
101.81 |
101.81 |
101.37 |
101.67 |
-0.14 |
106 |
3,108 |
+41 |
Mar12 |
110526 |
101.20 |
101.51 |
101.20 |
101.38 |
-0.13 |
42 |
357 |
+23 |
Total Volume and Open Interest |
65,142 |
120,245 |
-170 |
Japanese Yen(CME) |
Jun11 |
110526 |
121.92 |
123.24 |
121.83 |
122.98 |
+1.03 |
94,796 |
95,553 |
-450 |
Sep11 |
110526 |
122.00 |
123.27 |
121.95 |
123.04 |
+1.03 |
395 |
3,482 |
+88 |
Dec11 |
110526 |
123.14 |
123.14 |
122.11 |
123.14 |
+1.03 |
1 |
220 |
+0 |
Total Volume and Open Interest |
95,192 |
99,264 |
-362 |
Swiss Franc(CME) |
Jun11 |
110526 |
114.60 |
115.62 |
114.52 |
115.46 |
+0.86 |
38,767 |
66,310 |
-683 |
Sep11 |
110526 |
114.68 |
115.64 |
114.68 |
115.54 |
+0.85 |
442 |
448 |
+85 |
Dec11 |
110526 |
115.62 |
115.62 |
114.77 |
115.62 |
+0.85 |
2 |
16 |
-2 |
Total Volume and Open Interest |
39,211 |
66,776 |
-600 |
EuroFX(CME) |
Jun11 |
110526 |
140.78 |
142.03 |
140.63 |
141.37 |
+0.67 |
310,004 |
253,109 |
-7,027 |
Sep11 |
110526 |
140.43 |
141.62 |
140.32 |
140.99 |
+0.67 |
1,620 |
5,001 |
+343 |
Dec11 |
110526 |
140.70 |
141.10 |
139.93 |
140.61 |
+0.68 |
1 |
170 |
-1 |
Total Volume and Open Interest |
311,627 |
258,663 |
-6,683 |
Mexican Peso(CME) |
Jun11 |
110526 |
855.2 |
858.0 |
852.0 |
855.8 |
+1.2 |
24,793 |
146,974 |
-2,401 |
Jul11 |
110526 |
854.5 |
854.5 |
853.2 |
854.5 |
+1.2 |
|
|
|
Total Volume and Open Interest |
24,876 |
147,410 |
-2,372 |
30-Year T-Bonds(CBOT) |
Jun11 |
110520 |
124~280 |
124~280 |
124~160 |
124~270 |
+0~070 |
|
|
|
Sep11 |
110526 |
123~240 |
124~240 |
123~110 |
124~210 |
+0~280 |
157,168 |
188,001 |
+65,499 |
Dec11 |
110526 |
123~080 |
123~230 |
122~100 |
123~060 |
+0~280 |
5 |
5 |
+3 |
Total Volume and Open Interest |
606,321 |
774,703 |
-9,324 |
10-Year T-Notes(CBOT) |
Jun11 |
110526 |
123~040 |
123~270 |
122~290 |
123~240 |
+0~195 |
1,320,691 |
1,485,080 |
-205,841 |
Sep11 |
110526 |
121~230 |
122~145 |
121~165 |
122~125 |
+0~200 |
371,545 |
458,263 |
+189,305 |
Dec11 |
110526 |
120~200 |
121~125 |
120~200 |
121~125 |
+0~200 |
1 |
10 |
+1 |
Total Volume and Open Interest |
1,692,237 |
1,943,353 |
-16,535 |
5-Year T-Notes(CBOT) |
Jun11 |
110520 |
119~063 |
119~063 |
119~062 |
119~062 |
+0~015 |
|
|
|
Sep11 |
110526 |
118~070 |
119~000 |
118~052 |
118~124 |
+0~054 |
404,148 |
426,936 |
+203,341 |
Dec11 |
110526 |
118~020 |
118~020 |
117~094 |
118~020 |
+0~054 |
|
|
|
Total Volume and Open Interest |
1,323,638 |
1,515,861 |
-54,565 |
2 Year T-Notes(CBOT) |
Jun11 |
110526 |
109~104 |
109~116 |
109~101 |
109~116 |
+0~013 |
402,697 |
850,305 |
-119,200 |
Sep11 |
110526 |
109~056 |
109~071 |
109~051 |
109~071 |
+0~016 |
218,653 |
253,447 |
+99,928 |
Dec11 |
110526 |
109~009 |
109~009 |
108~121 |
109~009 |
+0~016 |
0 |
20 |
+0 |
Total Volume and Open Interest |
621,350 |
1,103,772 |
-19,272 |
Eurodollars(CME) |
Jun11 |
110526 |
99.725 |
99.732 |
99.725 |
99.730 |
+0.003 |
107,524 |
923,325 |
+15,362 |
Sep11 |
110526 |
99.645 |
99.665 |
99.640 |
99.655 |
+0.005 |
161,306 |
1,305,347 |
-9,933 |
Dec11 |
110526 |
99.575 |
99.595 |
99.565 |
99.590 |
+0.010 |
183,349 |
1,559,177 |
+6,409 |
Mar12 |
110526 |
99.475 |
99.505 |
99.460 |
99.500 |
+0.025 |
204,790 |
1,684,631 |
+47 |
Jun12 |
110526 |
99.290 |
99.340 |
99.265 |
99.335 |
+0.050 |
227,134 |
1,480,916 |
+24,977 |
Sep12 |
110526 |
99.040 |
99.110 |
99.005 |
99.100 |
+0.070 |
215,746 |
795,597 |
+23,405 |
Dec12 |
110526 |
98.755 |
98.845 |
98.720 |
98.835 |
+0.085 |
167,511 |
583,130 |
+19,296 |
Mar13 |
110526 |
98.500 |
98.600 |
98.460 |
98.590 |
+0.095 |
149,189 |
406,963 |
+17,758 |
Jun13 |
110526 |
98.245 |
98.345 |
98.210 |
98.340 |
+0.100 |
87,407 |
259,763 |
+11,975 |
Sep13 |
110526 |
97.985 |
98.090 |
97.950 |
98.085 |
+0.100 |
63,692 |
249,426 |
+9,663 |
Dec13 |
110526 |
97.720 |
97.825 |
97.685 |
97.820 |
+0.100 |
52,969 |
186,983 |
+1,842 |
Mar14 |
110526 |
97.485 |
97.595 |
97.455 |
97.590 |
+0.105 |
34,435 |
176,012 |
+2,476 |
Jun14 |
110526 |
97.245 |
97.360 |
97.220 |
97.355 |
+0.100 |
14,018 |
104,136 |
+1,401 |
Sep14 |
110526 |
97.030 |
97.130 |
96.995 |
97.125 |
+0.095 |
11,181 |
61,006 |
+1,511 |
Dec14 |
110526 |
96.805 |
96.905 |
96.765 |
96.895 |
+0.090 |
8,802 |
69,807 |
+1,325 |
Mar15 |
110526 |
96.605 |
96.710 |
96.570 |
96.700 |
+0.090 |
6,934 |
50,058 |
+1,539 |
Jun15 |
110526 |
4.645 |
4.760 |
4.625 |
4.755 |
+0.090 |
5,131 |
43,720 |
+1,276 |
Sep15 |
110526 |
4.480 |
4.575 |
4.445 |
4.570 |
+0.085 |
6,100 |
39,307 |
+1,001 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110526 |
99.905 |
99.908 |
99.905 |
99.908 |
unch |
1,998 |
74,167 |
-461 |
Jun11 |
110526 |
99.895 |
99.905 |
99.895 |
99.900 |
unch |
12,959 |
58,823 |
-1,107 |
Jul11 |
110526 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
5,584 |
52,170 |
+243 |
Aug11 |
110526 |
99.880 |
99.885 |
99.880 |
99.880 |
unch |
9,455 |
50,694 |
+168 |
Sep11 |
110526 |
99.860 |
99.870 |
99.860 |
99.865 |
+0.005 |
13,250 |
46,076 |
+2,904 |
Oct11 |
110526 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
6,388 |
50,395 |
-1,267 |
Total Volume and Open Interest |
93,204 |
714,235 |
+5,064 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110526 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110526 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec11 |
110526 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
75 |
+0 |
Mar12 |
110526 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun12 |
110526 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110526 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110526 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Mar13 |
110526 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Jun13 |
110526 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep13 |
110526 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110526 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
6,003 |
+0 |
Sep11 |
110526 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,466 |
+0 |
Dec11 |
110526 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110526 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
3,877 |
+0 |
Jun12 |
110526 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110526 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110526 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110526 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
14,993 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110520 |
140.52 |
140.90 |
140.45 |
140.85 |
+0.25 |
1,541 |
20,876 |
+512 |
Sep11 |
110526 |
140.65 |
140.69 |
140.41 |
140.41 |
-0.24 |
56 |
109 |
+27 |
Dec11 |
110526 |
138.32 |
138.32 |
138.32 |
138.32 |
-0.24 |
|
|
|
Total Volume and Open Interest |
1,466 |
21,875 |
+251 |
Euro-Bund(EUREX) |
Jun11 |
110526 |
124.80 |
125.59 |
124.74 |
125.51 |
+0.50 |
965,413 |
1,000,709 |
+26,045 |
Sep11 |
110526 |
124.56 |
125.33 |
124.49 |
125.25 |
+0.49 |
10,685 |
42,103 |
+7,105 |
Dec11 |
110526 |
124.31 |
124.31 |
124.31 |
124.31 |
+0.50 |
|
|
|
Total Volume and Open Interest |
976,098 |
1,042,812 |
+33,150 |
Euro-Bobl(EUREX) |
Jun11 |
110524 |
116.55 |
116.60 |
116.39 |
116.41 |
+0.43 |
489,315 |
819,859 |
+24,400 |
Sep11 |
110526 |
116.04 |
116.45 |
115.93 |
116.42 |
+0.27 |
42,607 |
81,722 |
+16,908 |
Dec11 |
110526 |
116.47 |
116.47 |
116.47 |
116.47 |
+0.25 |
1,000 |
0 |
+0 |
Total Volume and Open Interest |
640,594 |
909,568 |
+22,782 |
3-Mth Euribor(EUREX) |
Jun11 |
110526 |
98.515 |
98.530 |
98.515 |
98.530 |
+0.010 |
313 |
4,902 |
-145 |
Sep11 |
110526 |
98.260 |
98.290 |
98.260 |
98.290 |
+0.015 |
150 |
2,093 |
-55 |
Dec11 |
110526 |
98.090 |
98.135 |
98.085 |
98.135 |
+0.025 |
220 |
1,174 |
+37 |
Total Volume and Open Interest |
1,775 |
10,963 |
-174 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110526 |
119~17 |
120~05 |
118~23 |
120~01 |
+0~05 |
130,647 |
122,379 |
+75,405 |
Total Volume and Open Interest |
382,429 |
368,879 |
+7,281 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110526 |
99.16 |
99.17 |
99.16 |
99.17 |
unch |
46,573 |
439,253 |
-6,951 |
Sep11 |
110526 |
99.08 |
99.09 |
99.07 |
99.09 |
unch |
60,859 |
447,284 |
-4,626 |
Dec11 |
110526 |
98.96 |
98.98 |
98.95 |
98.97 |
unch |
66,248 |
453,223 |
+2,093 |
Mar12 |
110526 |
98.82 |
98.85 |
98.81 |
98.83 |
-0.01 |
60,826 |
413,247 |
+1,471 |
Jun12 |
110526 |
98.64 |
98.68 |
98.62 |
98.65 |
-0.02 |
68,858 |
325,016 |
+1,572 |
Sep12 |
110526 |
98.42 |
98.47 |
98.41 |
98.45 |
-0.02 |
40,317 |
231,001 |
+2,547 |
Total Volume and Open Interest |
455,947 |
2,855,125 |
+4,983 |
3-Mth Euribor(LIFFE) |
Jun11 |
110526 |
98.520 |
98.535 |
98.510 |
98.530 |
+0.010 |
145,154 |
663,069 |
-20,429 |
Sep11 |
110526 |
98.265 |
98.300 |
98.255 |
98.290 |
+0.015 |
169,100 |
580,976 |
+278 |
Dec11 |
110526 |
98.095 |
98.145 |
98.075 |
98.135 |
+0.025 |
113,328 |
568,410 |
-20,639 |
Total Volume and Open Interest |
883,524 |
3,597,833 |
-10,547 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110526 |
94.99 |
95.01 |
94.97 |
94.99 |
-0.01 |
17,153 |
139,150 |
-8,658 |
Sep11 |
110526 |
94.95 |
94.95 |
94.89 |
94.91 |
-0.04 |
26,791 |
231,743 |
-1,268 |
Dec11 |
110526 |
94.89 |
94.89 |
94.83 |
94.86 |
-0.03 |
20,053 |
149,281 |
+1,556 |
Mar12 |
110526 |
94.84 |
94.84 |
94.78 |
94.80 |
-0.04 |
6,906 |
86,282 |
+1,526 |
Jun12 |
110526 |
94.79 |
94.79 |
94.74 |
94.75 |
-0.04 |
3,768 |
54,841 |
+1,104 |
Sep12 |
110526 |
94.73 |
94.74 |
94.68 |
94.70 |
-0.04 |
1,487 |
52,272 |
-260 |
Dec12 |
110526 |
94.69 |
94.71 |
94.64 |
94.66 |
-0.04 |
1,971 |
27,412 |
-613 |
Mar13 |
110526 |
94.66 |
94.68 |
94.61 |
94.63 |
-0.05 |
1,404 |
20,996 |
+1,297 |
Jun13 |
110526 |
94.62 |
94.63 |
94.60 |
94.60 |
-0.05 |
563 |
2,387 |
+418 |
Sep13 |
110526 |
94.60 |
94.60 |
94.55 |
94.55 |
-0.05 |
122 |
1,244 |
+102 |
Total Volume and Open Interest |
80,232 |
766,473 |
-4,785 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110526 |
94.74 |
94.75 |
94.71 |
94.72 |
-0.03 |
65,191 |
428,333 |
+17,982 |
Sep11 |
110526 |
94.72 |
94.72 |
94.72 |
94.72 |
-0.03 |
|
|
|
Total Volume and Open Interest |
65,191 |
428,333 |
+17,982 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110526 |
95.08 |
95.10 |
95.02 |
95.04 |
-0.05 |
161,144 |
733,529 |
-2,496 |
Sep11 |
110526 |
95.04 |
95.04 |
95.04 |
95.04 |
-0.05 |
|
|
|
Total Volume and Open Interest |
161,144 |
733,529 |
-2,496 |
Gold(CMX) |
Jun11 |
110526 |
1526.0 |
1531.1 |
1514.6 |
1522.8 |
-3.9 |
234,391 |
149,020 |
-52,579 |
Aug11 |
110526 |
1526.8 |
1532.1 |
1515.6 |
1523.7 |
-4.1 |
114,878 |
222,345 |
+56,611 |
Oct11 |
110526 |
1532.5 |
1533.2 |
1517.5 |
1525.0 |
-4.1 |
5,476 |
9,763 |
+1,687 |
Dec11 |
110526 |
1529.8 |
1534.2 |
1518.1 |
1526.3 |
-4.1 |
7,310 |
67,954 |
+2,920 |
Feb12 |
110526 |
1535.0 |
1535.3 |
1520.0 |
1527.6 |
-4.1 |
1,862 |
8,106 |
+966 |
Apr12 |
110526 |
1533.3 |
1533.3 |
1525.3 |
1528.9 |
-4.1 |
39 |
5,343 |
+32 |
Jun12 |
110526 |
1527.4 |
1530.3 |
1524.4 |
1530.3 |
-4.2 |
231 |
12,319 |
+213 |
Aug12 |
110526 |
1532.3 |
1532.3 |
1532.3 |
1532.3 |
-4.2 |
125 |
4,188 |
+118 |
Oct12 |
110526 |
1534.4 |
1534.4 |
1534.4 |
1534.4 |
-4.3 |
125 |
3,564 |
+75 |
Dec12 |
110526 |
1537.1 |
1537.4 |
1536.1 |
1537.4 |
-4.3 |
175 |
12,223 |
-77 |
Feb13 |
110526 |
1540.6 |
1540.6 |
1540.6 |
1540.6 |
-4.4 |
0 |
255 |
+0 |
Total Volume and Open Interest |
365,466 |
531,180 |
+10,131 |
Silver(CMX) |
May11 |
110526 |
3819.0 |
3882.5 |
3693.0 |
3732.6 |
-31.4 |
104 |
191 |
-13 |
Jul11 |
110526 |
3792.0 |
3884.5 |
3626.5 |
3733.0 |
-31.2 |
78,124 |
61,299 |
-1,124 |
Sep11 |
110526 |
3777.5 |
3882.5 |
3640.5 |
3735.1 |
-31.2 |
4,259 |
10,439 |
+810 |
Dec11 |
110526 |
3775.0 |
3879.5 |
3638.0 |
3737.1 |
-31.3 |
3,021 |
24,120 |
+204 |
Mar12 |
110526 |
3763.0 |
3763.0 |
3710.0 |
3733.7 |
-31.5 |
66 |
3,616 |
+46 |
May12 |
110526 |
3776.0 |
3819.0 |
3730.0 |
3730.2 |
-31.6 |
27 |
1,021 |
+4 |
Jul12 |
110526 |
3812.0 |
3870.0 |
3698.5 |
3727.5 |
-31.7 |
206 |
1,799 |
+95 |
Total Volume and Open Interest |
86,928 |
121,395 |
+38 |
Platinum(NYMEX) |
Jul11 |
110526 |
1786.5 |
1790.0 |
1766.1 |
1778.1 |
-1.7 |
4,349 |
32,510 |
-147 |
Oct11 |
110526 |
1789.0 |
1792.1 |
1775.8 |
1781.4 |
-1.7 |
84 |
2,328 |
+48 |
Jan12 |
110526 |
1783.7 |
1783.7 |
1783.7 |
1783.7 |
-1.7 |
1 |
88 |
+0 |
Apr12 |
110526 |
1785.7 |
1785.7 |
1785.7 |
1785.7 |
-1.7 |
0 |
26 |
+0 |
Total Volume and Open Interest |
4,438 |
34,956 |
-100 |
Palladium(NYMEX) |
Jun11 |
110526 |
748.30 |
757.45 |
743.50 |
757.20 |
+9.85 |
7,247 |
7,009 |
-2,958 |
Sep11 |
110526 |
752.00 |
759.95 |
745.30 |
759.15 |
+9.95 |
4,277 |
12,607 |
+3,274 |
Dec11 |
110526 |
754.05 |
760.50 |
749.85 |
760.50 |
+9.90 |
18 |
496 |
+16 |
Total Volume and Open Interest |
11,550 |
20,122 |
+335 |
Copper(CMX) |
May11 |
110526 |
411.75 |
411.85 |
409.60 |
410.70 |
+0.50 |
462 |
495 |
-197 |
Jul11 |
110526 |
410.25 |
413.70 |
407.15 |
411.10 |
+0.40 |
33,378 |
62,139 |
-4,573 |
Sep11 |
110526 |
412.25 |
415.45 |
409.05 |
412.90 |
+0.50 |
9,262 |
31,321 |
+4,500 |
Dec11 |
110526 |
413.60 |
416.30 |
411.95 |
414.60 |
+0.55 |
758 |
14,683 |
+184 |
Mar12 |
110526 |
416.60 |
416.60 |
414.85 |
415.45 |
+0.70 |
11 |
4,882 |
+3 |
Total Volume and Open Interest |
45,573 |
120,829 |
-329 |
DJIA Index(CBOT) |
Jun11 |
110526 |
12355 |
12425 |
12300 |
12409 |
+58 |
178 |
24,413 |
-30 |
Sep11 |
110526 |
12339 |
12339 |
12282 |
12339 |
+57 |
13 |
21 |
+1 |
Dec11 |
110526 |
12268 |
12268 |
12211 |
12268 |
+57 |
0 |
7 |
+0 |
Mar12 |
110526 |
12208 |
12208 |
12151 |
12208 |
+57 |
|
|
|
Total Volume and Open Interest |
191 |
24,441 |
-29 |
S & P 500(CME) |
Jun11 |
110526 |
1316.70 |
1327.30 |
1312.70 |
1326.50 |
+9.90 |
17,297 |
320,592 |
+3,247 |
Sep11 |
110526 |
1310.00 |
1321.20 |
1308.20 |
1321.10 |
+9.90 |
815 |
8,391 |
+595 |
Dec11 |
110526 |
1315.50 |
1315.70 |
1302.70 |
1315.50 |
+9.80 |
450 |
6,545 |
+415 |
Mar12 |
110526 |
1310.50 |
1310.70 |
1297.70 |
1310.50 |
+9.80 |
|
|
|
Total Volume and Open Interest |
18,562 |
335,533 |
+4,257 |
S & P 500 E-Mini(Globex) |
Jun11 |
110520 |
1341.50 |
1344.00 |
1327.00 |
1327.75 |
-13.75 |
|
|
|
Sep11 |
110526 |
1311.00 |
1322.00 |
1307.00 |
1321.00 |
+9.75 |
2,560 |
37,733 |
+1,253 |
Total Volume and Open Interest |
1,863,191 |
2,803,618 |
+10,137 |
NASDAQ 100(CME) |
Jun11 |
110526 |
2309.50 |
2331.50 |
2303.00 |
2325.30 |
+15.80 |
838 |
18,522 |
-487 |
Sep11 |
110526 |
2321.50 |
2321.50 |
2318.00 |
2321.50 |
+15.70 |
0 |
111 |
+0 |
Dec11 |
110526 |
2305.00 |
2318.00 |
2305.00 |
2318.00 |
+15.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
838 |
18,634 |
-487 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110526 |
2309.80 |
2331.00 |
2302.00 |
2325.30 |
+15.80 |
244,139 |
343,278 |
-2,606 |
Sep11 |
110526 |
2305.50 |
2326.30 |
2299.30 |
2321.50 |
+15.70 |
220 |
1,446 |
-25 |
Total Volume and Open Interest |
244,360 |
344,740 |
-2,630 |
S & P Midcap 400(CME) |
Jun11 |
110526 |
985.00 |
986.00 |
971.00 |
985.80 |
+13.20 |
185 |
1,729 |
+131 |
Sep11 |
110526 |
983.30 |
983.30 |
983.10 |
983.30 |
+13.20 |
|
|
|
Dec11 |
110526 |
981.70 |
981.70 |
981.50 |
981.70 |
+13.20 |
|
|
|
Total Volume and Open Interest |
185 |
1,729 |
+131 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110526 |
9500 |
9575 |
9485 |
9555 |
+20 |
|
|
|
Sep11 |
110526 |
9580 |
9585 |
9515 |
9585 |
+70 |
43 |
87 |
+8 |
Total Volume and Open Interest |
8,403 |
46,675 |
-1,045 |
Nikkei 225(SGX) |
Jun11 |
110526 |
9440 |
9570 |
9425 |
9550 |
+130 |
92,789 |
239,665 |
+761 |
Sep11 |
110526 |
9435 |
9555 |
9425 |
9555 |
+130 |
2,433 |
3,788 |
+2,333 |
Dec11 |
110526 |
9495 |
9495 |
9495 |
9495 |
+135 |
0 |
6,659 |
+0 |
Total Volume and Open Interest |
95,450 |
254,972 |
+3,298 |
CAC 40(EURONEXT) |
Jun11 |
110526 |
3913.0 |
3932.5 |
3880.0 |
3895.5 |
-8.5 |
104,495 |
370,717 |
-11,651 |
Jul11 |
110526 |
3913.5 |
3919.0 |
3882.0 |
3893.5 |
-8.0 |
28 |
58 |
+5 |
Aug11 |
110526 |
3895.0 |
3895.0 |
3895.0 |
3895.0 |
-7.5 |
|
|
|
Total Volume and Open Interest |
104,524 |
370,778 |
-11,646 |
Hang Seng Index(HKFE) |
May11 |
110526 |
22845 |
22988 |
22808 |
22866 |
+122 |
67,158 |
78,496 |
-3,727 |
Jun11 |
110526 |
22715 |
22831 |
22658 |
22715 |
+125 |
10,283 |
20,373 |
+6,920 |
Total Volume and Open Interest |
78,545 |
102,326 |
+3,599 |
DAX(EUREX) |
Jun11 |
110526 |
7200.5 |
7221.5 |
7091.0 |
7118.5 |
-62.0 |
141,285 |
178,701 |
-6,743 |
Sep11 |
110526 |
7232.0 |
7241.0 |
7117.0 |
7140.5 |
-62.5 |
1,757 |
8,873 |
+867 |
Dec11 |
110526 |
7264.5 |
7264.5 |
7150.0 |
7170.0 |
-63.0 |
128 |
1,428 |
-8 |
Total Volume and Open Interest |
143,170 |
189,002 |
-5,884 |
FT-SE 100(EURONEXT) |
Jun11 |
110526 |
5890.00 |
5913.50 |
5851.50 |
5873.50 |
+16.00 |
106,864 |
614,109 |
-4,980 |
Sep11 |
110526 |
5826.50 |
5870.00 |
5826.50 |
5838.00 |
+16.00 |
265 |
4,818 |
-74 |
Dec11 |
110526 |
5815.00 |
5815.00 |
5815.00 |
5815.00 |
+16.00 |
3 |
275 |
+1 |
Total Volume and Open Interest |
107,132 |
619,297 |
-5,053 |
SPI 200(SFE) |
Jun11 |
110526 |
4597.0 |
4670.0 |
4597.0 |
4669.0 |
+80.0 |
43,636 |
191,062 |
+8,953 |
Sep11 |
110526 |
4597.0 |
4656.0 |
4597.0 |
4656.0 |
+80.0 |
48 |
3,836 |
+23 |
Dec11 |
110526 |
4673.0 |
4673.0 |
4673.0 |
4673.0 |
+75.0 |
266 |
2,736 |
+113 |
Total Volume and Open Interest |
44,022 |
199,327 |
+9,139 |
GSCI(CME) |
Jun11 |
110526 |
42.64 |
42.64 |
36.64 |
40.64 |
+0.50 |
145 |
10,671 |
+13 |
Jul11 |
110526 |
41.64 |
41.64 |
35.64 |
39.64 |
+0.25 |
2 |
0 |
+0 |
Aug11 |
110526 |
40.64 |
42.64 |
37.64 |
40.64 |
-0.50 |
|
|
|
Total Volume and Open Interest |
147 |
10,671 |
+13 |
Reuters CCI(ICE) |
Jun11 |
110526 |
344.00 |
344.00 |
344.00 |
344.00 |
-1.00 |
|
|
|
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. |
|
|