|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon June 06, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110606 |
1415.75 |
1418.25 |
1382.25 |
1383.25 |
-31.25 |
108,926 |
242,113 |
+4,822 |
Aug11 |
110606 |
1409.00 |
1411.00 |
1376.50 |
1377.75 |
-29.75 |
17,129 |
34,187 |
+1,890 |
Sep11 |
110606 |
1403.50 |
1403.75 |
1371.75 |
1373.75 |
-27.75 |
2,683 |
19,182 |
+253 |
Nov11 |
110606 |
1398.00 |
1401.00 |
1370.00 |
1372.75 |
-24.25 |
42,112 |
207,386 |
+2,739 |
Jan12 |
110606 |
1404.50 |
1406.50 |
1377.75 |
1380.25 |
-24.25 |
7,860 |
31,584 |
+1,567 |
Mar12 |
110606 |
1401.50 |
1401.75 |
1377.00 |
1378.50 |
-22.50 |
4,567 |
18,785 |
+1,477 |
May12 |
110606 |
1390.00 |
1390.00 |
1364.75 |
1367.50 |
-20.00 |
3,636 |
20,661 |
+1,324 |
Total Volume and Open Interest |
194,191 |
599,336 |
+19,600 |
Soybean Meal(CBOT) |
Jul11 |
110606 |
370.00 |
371.90 |
359.00 |
359.40 |
-9.00 |
40,647 |
88,494 |
+759 |
Aug11 |
110606 |
369.70 |
371.40 |
359.00 |
359.00 |
-8.90 |
9,391 |
38,009 |
+1,459 |
Sep11 |
110606 |
367.40 |
368.10 |
357.30 |
357.30 |
-8.00 |
3,146 |
19,329 |
+378 |
Oct11 |
110606 |
362.10 |
362.10 |
352.30 |
352.30 |
-7.20 |
2,496 |
17,085 |
+149 |
Dec11 |
110606 |
361.70 |
363.70 |
353.10 |
353.10 |
-7.30 |
11,232 |
51,106 |
+542 |
Jan12 |
110606 |
360.00 |
361.40 |
353.80 |
353.80 |
-7.00 |
1,029 |
4,490 |
+101 |
Mar12 |
110606 |
360.70 |
361.40 |
353.80 |
353.80 |
-6.50 |
625 |
3,438 |
+19 |
May12 |
110606 |
356.30 |
357.90 |
349.80 |
349.80 |
-6.00 |
782 |
4,994 |
+192 |
Total Volume and Open Interest |
69,752 |
231,708 |
+3,680 |
Soybean Oil(CBOT) |
Jul11 |
110606 |
58.95 |
58.99 |
57.94 |
58.03 |
-0.70 |
55,694 |
144,508 |
+5,894 |
Aug11 |
110606 |
59.19 |
59.19 |
58.21 |
58.28 |
-0.73 |
7,326 |
35,059 |
+949 |
Sep11 |
110606 |
59.43 |
59.43 |
58.49 |
58.56 |
-0.72 |
5,992 |
23,186 |
+631 |
Oct11 |
110606 |
59.67 |
59.70 |
58.76 |
58.84 |
-0.71 |
2,135 |
15,195 |
-13 |
Dec11 |
110606 |
60.22 |
60.23 |
59.27 |
59.35 |
-0.69 |
12,755 |
92,449 |
+2,480 |
Jan12 |
110606 |
59.96 |
60.11 |
59.50 |
59.61 |
-0.64 |
1,693 |
9,745 |
+747 |
Mar12 |
110606 |
60.04 |
60.26 |
59.60 |
59.71 |
-0.63 |
434 |
5,895 |
+196 |
May12 |
110606 |
59.76 |
60.29 |
59.53 |
59.66 |
-0.63 |
429 |
5,634 |
+183 |
Total Volume and Open Interest |
86,631 |
334,939 |
+11,125 |
Canola(WCE) |
Jul11 |
110606 |
597.1 |
599.7 |
587.4 |
588.7 |
-8.4 |
10,047 |
64,635 |
-2,574 |
Nov11 |
110606 |
599.6 |
603.3 |
590.0 |
592.3 |
-7.5 |
9,603 |
93,218 |
+3,017 |
Jan12 |
110606 |
602.5 |
604.5 |
599.4 |
600.8 |
-6.8 |
967 |
10,615 |
+611 |
Mar12 |
110606 |
612.2 |
612.3 |
607.3 |
608.8 |
-5.4 |
132 |
2,376 |
+93 |
May12 |
110606 |
614.7 |
615.2 |
610.2 |
612.8 |
-5.5 |
22 |
1,049 |
+18 |
Total Volume and Open Interest |
20,867 |
174,567 |
+1,236 |
Corn(CBOT) |
Jul11 |
110606 |
754.00 |
758.00 |
731.50 |
732.00 |
-22.00 |
135,173 |
551,573 |
-4,669 |
Sep11 |
110606 |
731.00 |
733.00 |
709.75 |
711.50 |
-19.50 |
46,506 |
215,725 |
+9,895 |
Dec11 |
110606 |
685.75 |
686.50 |
665.00 |
667.00 |
-19.25 |
80,508 |
477,816 |
+7,229 |
Mar12 |
110606 |
696.25 |
697.25 |
675.75 |
678.00 |
-19.25 |
7,099 |
82,679 |
+1,652 |
May12 |
110606 |
703.50 |
704.00 |
684.50 |
685.25 |
-19.00 |
2,499 |
18,470 |
+537 |
Jul12 |
110606 |
708.75 |
710.50 |
690.00 |
692.00 |
-18.75 |
6,519 |
48,309 |
+2,238 |
Total Volume and Open Interest |
283,580 |
1,461,231 |
+19,681 |
Wheat(CBOT) |
Jul11 |
110606 |
772.75 |
778.00 |
741.00 |
744.00 |
-29.75 |
56,763 |
190,859 |
-5,596 |
Sep11 |
110606 |
819.00 |
822.75 |
787.50 |
790.25 |
-29.25 |
19,557 |
91,406 |
+6,233 |
Dec11 |
110606 |
870.75 |
874.00 |
840.50 |
843.00 |
-28.00 |
15,197 |
95,988 |
+791 |
Mar12 |
110606 |
907.50 |
907.75 |
877.75 |
880.00 |
-26.25 |
3,154 |
22,462 |
-204 |
May12 |
110606 |
920.00 |
920.00 |
891.00 |
893.25 |
-25.75 |
1,279 |
8,511 |
+46 |
Total Volume and Open Interest |
105,875 |
461,119 |
+1,418 |
Wheat(KCBT) |
Jul11 |
110606 |
914.25 |
920.50 |
890.00 |
890.00 |
-24.25 |
13,858 |
67,166 |
-1,518 |
Sep11 |
110606 |
934.25 |
938.50 |
908.75 |
908.75 |
-24.75 |
5,230 |
47,780 |
+1,447 |
Dec11 |
110606 |
956.50 |
961.00 |
930.00 |
930.00 |
-25.50 |
3,052 |
44,049 |
-102 |
Mar12 |
110606 |
969.50 |
973.25 |
943.00 |
943.00 |
-26.00 |
728 |
7,721 |
+163 |
May12 |
110606 |
965.50 |
965.50 |
942.00 |
942.00 |
-28.25 |
227 |
943 |
-42 |
Total Volume and Open Interest |
26,436 |
179,448 |
+285 |
Wheat(MGE) |
Jul11 |
110606 |
1070.75 |
1120.00 |
1032.00 |
1042.00 |
-18.50 |
3,497 |
16,573 |
-903 |
Sep11 |
110606 |
994.00 |
1000.00 |
957.25 |
962.75 |
-30.75 |
3,522 |
19,459 |
+283 |
Dec11 |
110606 |
996.50 |
997.75 |
958.00 |
965.50 |
-27.00 |
1,589 |
14,164 |
+103 |
Mar12 |
110606 |
1004.50 |
1008.50 |
970.75 |
976.00 |
-28.00 |
735 |
2,869 |
+86 |
May12 |
110606 |
1000.50 |
1000.50 |
973.00 |
974.50 |
-30.75 |
467 |
998 |
+100 |
Total Volume and Open Interest |
11,394 |
58,790 |
+56 |
Oats(CBOT) |
Jul11 |
110606 |
375.75 |
380.00 |
370.75 |
372.00 |
-6.00 |
1,822 |
5,963 |
-656 |
Sep11 |
110606 |
387.00 |
387.50 |
378.75 |
379.25 |
-7.75 |
1,154 |
2,948 |
+528 |
Dec11 |
110606 |
394.00 |
396.25 |
388.00 |
389.00 |
-6.00 |
150 |
3,707 |
+11 |
Mar12 |
110606 |
401.00 |
407.00 |
401.00 |
401.00 |
-6.00 |
1 |
22 |
+0 |
Total Volume and Open Interest |
3,127 |
12,641 |
-117 |
Rough Rice(CBOT) |
Jul11 |
110606 |
14.50 |
14.80 |
14.44 |
14.74 |
+0.27 |
1,809 |
11,956 |
-871 |
Sep11 |
110606 |
15.44 |
15.85 |
15.44 |
15.81 |
+0.30 |
1,284 |
6,313 |
+770 |
Nov11 |
110606 |
15.75 |
16.12 |
15.75 |
16.11 |
+0.30 |
37 |
2,040 |
+7 |
Jan12 |
110606 |
16.20 |
16.40 |
16.20 |
16.40 |
+0.27 |
3 |
252 |
-1 |
Total Volume and Open Interest |
3,133 |
20,862 |
-95 |
Live Cattle(CME) |
Jun11 |
110606 |
103.850 |
104.200 |
101.700 |
102.400 |
-1.780 |
13,763 |
41,061 |
-1,643 |
Aug11 |
110606 |
104.785 |
105.400 |
102.950 |
103.330 |
-1.770 |
21,268 |
142,792 |
+987 |
Oct11 |
110606 |
110.730 |
111.430 |
109.250 |
109.600 |
-1.550 |
6,426 |
77,323 |
+312 |
Dec11 |
110606 |
114.700 |
115.480 |
113.350 |
113.700 |
-1.280 |
2,898 |
54,026 |
+654 |
Feb12 |
110606 |
115.635 |
116.750 |
114.900 |
115.135 |
-1.315 |
1,009 |
14,289 |
+11 |
Apr12 |
110606 |
117.550 |
118.450 |
116.800 |
117.300 |
-1.130 |
438 |
7,349 |
+89 |
Total Volume and Open Interest |
45,890 |
338,530 |
+473 |
Feeder Cattle(CME) |
Aug11 |
110606 |
124.430 |
126.400 |
123.850 |
124.100 |
-0.150 |
1,826 |
21,666 |
-317 |
Sep11 |
110606 |
125.800 |
127.750 |
125.150 |
125.180 |
-0.620 |
663 |
5,649 |
+80 |
Oct11 |
110606 |
126.500 |
128.650 |
126.100 |
126.250 |
-0.730 |
331 |
4,555 |
+24 |
Nov11 |
110606 |
127.500 |
129.485 |
127.200 |
127.350 |
-0.500 |
154 |
2,007 |
+10 |
Jan12 |
110606 |
128.000 |
129.435 |
127.200 |
127.200 |
-0.700 |
78 |
1,002 |
+20 |
Mar12 |
110606 |
127.385 |
129.050 |
127.250 |
127.400 |
unch |
0 |
63 |
+0 |
Apr12 |
110606 |
126.500 |
127.000 |
126.500 |
126.500 |
unch |
3 |
13 |
+3 |
Total Volume and Open Interest |
3,056 |
34,956 |
-179 |
Lean Hogs(CME) |
Jun11 |
110606 |
89.230 |
89.830 |
88.535 |
89.700 |
+0.470 |
7,450 |
15,408 |
-119 |
Jul11 |
110606 |
88.180 |
88.180 |
86.885 |
87.750 |
-0.100 |
13,751 |
62,316 |
-569 |
Aug11 |
110606 |
89.500 |
89.500 |
88.180 |
89.050 |
-0.430 |
9,286 |
49,990 |
+881 |
Oct11 |
110606 |
83.950 |
83.950 |
83.080 |
83.930 |
-0.020 |
4,406 |
43,895 |
+465 |
Dec11 |
110606 |
82.330 |
82.500 |
81.725 |
82.385 |
-0.165 |
2,388 |
35,408 |
+503 |
Feb12 |
110606 |
84.350 |
84.600 |
83.900 |
84.580 |
-0.270 |
296 |
8,658 |
+19 |
Apr12 |
110606 |
86.000 |
86.180 |
85.400 |
85.750 |
-0.650 |
712 |
4,821 |
+73 |
May12 |
110606 |
90.200 |
90.200 |
90.200 |
90.200 |
unch |
1 |
216 |
+0 |
Total Volume and Open Interest |
38,729 |
223,552 |
+1,537 |
Class III Milk(CME) |
Jun11 |
110606 |
18.84 |
19.04 |
18.84 |
19.01 |
+0.06 |
174 |
4,994 |
-91 |
Jul11 |
110606 |
19.86 |
20.27 |
19.86 |
20.17 |
+0.17 |
314 |
5,075 |
+6 |
Aug11 |
110606 |
19.30 |
19.55 |
19.23 |
19.39 |
+0.04 |
344 |
4,517 |
+51 |
Sep11 |
110606 |
18.96 |
19.08 |
18.77 |
18.84 |
-0.14 |
288 |
4,386 |
+127 |
Oct11 |
110606 |
18.30 |
18.35 |
18.18 |
18.23 |
-0.12 |
91 |
3,519 |
+16 |
Total Volume and Open Interest |
1,598 |
37,553 |
+306 |
Cocoa(ICE) |
Jul11 |
110606 |
2865 |
2905 |
2857 |
2863 |
-15 |
10,659 |
51,101 |
-2,973 |
Sep11 |
110606 |
2890 |
2920 |
2872 |
2879 |
-15 |
6,856 |
45,671 |
+4,728 |
Dec11 |
110606 |
2912 |
2950 |
2905 |
2907 |
-20 |
1,271 |
28,990 |
+114 |
Mar12 |
110606 |
2970 |
2999 |
2963 |
2967 |
-15 |
707 |
24,439 |
+254 |
May12 |
110606 |
2970 |
3000 |
2965 |
2965 |
-13 |
259 |
7,660 |
+166 |
Jul12 |
110606 |
2964 |
2999 |
2957 |
2964 |
-13 |
26 |
2,755 |
+21 |
Sep12 |
110606 |
2955 |
2983 |
2955 |
2961 |
-13 |
101 |
2,726 |
-1 |
Total Volume and Open Interest |
20,975 |
168,516 |
+3,175 |
Coffee "C"(ICE) |
Jul11 |
110606 |
270.35 |
270.75 |
259.50 |
260.50 |
-10.45 |
15,345 |
44,532 |
-2,966 |
Sep11 |
110606 |
273.80 |
273.80 |
262.70 |
263.80 |
-10.35 |
8,427 |
35,565 |
+2,351 |
Dec11 |
110606 |
276.15 |
277.40 |
267.60 |
268.25 |
-9.90 |
2,403 |
24,325 |
+1,123 |
Mar12 |
110606 |
277.60 |
277.60 |
270.20 |
270.45 |
-10.10 |
494 |
5,568 |
+26 |
May12 |
110606 |
273.30 |
273.30 |
271.70 |
271.70 |
-10.25 |
272 |
3,173 |
+36 |
Jul12 |
110606 |
272.95 |
272.95 |
271.15 |
271.15 |
-10.25 |
193 |
978 |
+48 |
Total Volume and Open Interest |
27,267 |
116,057 |
+690 |
Orange Juice(ICE) |
Jul11 |
110606 |
183.50 |
186.80 |
182.95 |
186.05 |
+4.15 |
1,481 |
24,784 |
-784 |
Sep11 |
110606 |
179.25 |
182.40 |
179.05 |
181.80 |
+3.70 |
686 |
6,923 |
+280 |
Nov11 |
110606 |
173.55 |
175.15 |
173.40 |
174.65 |
+2.75 |
527 |
2,484 |
-185 |
Jan12 |
110606 |
169.50 |
171.00 |
169.50 |
170.65 |
+2.25 |
6 |
389 |
+0 |
Mar12 |
110606 |
168.00 |
169.00 |
168.00 |
168.70 |
+1.40 |
0 |
134 |
+0 |
May12 |
110606 |
166.00 |
167.00 |
166.00 |
166.70 |
+0.80 |
0 |
80 |
+0 |
Total Volume and Open Interest |
2,700 |
34,858 |
-689 |
Sugar #11(ICE) |
Jul11 |
110606 |
23.85 |
24.06 |
23.51 |
23.59 |
-0.36 |
70,415 |
238,325 |
-2,615 |
Oct11 |
110606 |
23.64 |
23.68 |
23.18 |
23.25 |
-0.36 |
40,491 |
184,433 |
+6,854 |
Mar12 |
110606 |
23.84 |
23.84 |
23.35 |
23.42 |
-0.35 |
15,681 |
93,011 |
+1,449 |
May12 |
110606 |
23.48 |
23.48 |
23.07 |
23.17 |
-0.24 |
6,205 |
28,944 |
+1,001 |
Jul12 |
110606 |
23.02 |
23.10 |
22.78 |
23.03 |
-0.12 |
20,912 |
32,773 |
+5,536 |
Total Volume and Open Interest |
158,213 |
626,747 |
+13,786 |
London Cocoa(LCE) |
Jul11 |
110606 |
1767 |
1794 |
1765 |
1772 |
-7 |
4,112 |
76,694 |
-104 |
Sep11 |
110606 |
1789 |
1812 |
1787 |
1793 |
-7 |
2,033 |
38,574 |
+260 |
Dec11 |
110606 |
1816 |
1842 |
1814 |
1822 |
-4 |
717 |
33,719 |
-67 |
Mar12 |
110606 |
1840 |
1862 |
1839 |
1843 |
-5 |
830 |
37,337 |
+317 |
May12 |
110606 |
1862 |
1862 |
1855 |
1858 |
-3 |
147 |
9,640 |
-32 |
Jul12 |
110606 |
1865 |
1881 |
1865 |
1866 |
-1 |
52 |
4,348 |
+48 |
Sep12 |
110606 |
1879 |
1895 |
1874 |
1874 |
+1 |
0 |
3,163 |
+0 |
Total Volume and Open Interest |
7,891 |
211,244 |
+422 |
London Sugar(LCE) |
Aug11 |
110606 |
698.30 |
699.50 |
691.10 |
696.20 |
+2.80 |
4,481 |
25,891 |
+319 |
Oct11 |
110606 |
637.90 |
643.00 |
637.20 |
639.00 |
+2.40 |
1,564 |
11,554 |
+621 |
Dec11 |
110606 |
628.00 |
629.40 |
623.50 |
626.50 |
+0.50 |
313 |
5,067 |
+90 |
Mar12 |
110606 |
615.00 |
616.00 |
609.70 |
614.10 |
-0.90 |
425 |
3,836 |
+265 |
May12 |
110606 |
604.60 |
607.10 |
601.40 |
605.10 |
-1.90 |
167 |
1,865 |
+77 |
Total Volume and Open Interest |
7,366 |
50,546 |
+1,777 |
Cotton(ICE) |
Jul11 |
110606 |
161.55 |
163.56 |
155.63 |
155.63 |
-6.00 |
16,791 |
60,215 |
-3,216 |
Oct11 |
110606 |
146.57 |
147.55 |
144.81 |
145.83 |
-1.77 |
74 |
450 |
+21 |
Dec11 |
110606 |
139.40 |
139.64 |
134.72 |
136.93 |
-1.77 |
13,573 |
77,372 |
+5,015 |
Mar12 |
110606 |
130.08 |
130.08 |
126.20 |
127.99 |
-1.00 |
1,435 |
11,296 |
+237 |
May12 |
110606 |
118.00 |
121.10 |
118.00 |
120.21 |
-0.03 |
485 |
2,964 |
+198 |
Jul12 |
110606 |
112.93 |
114.40 |
112.03 |
113.64 |
-0.03 |
378 |
5,628 |
+158 |
Total Volume and Open Interest |
32,859 |
160,725 |
+2,427 |
Lumber(CME) |
Jul11 |
110606 |
226.5 |
226.5 |
220.7 |
222.5 |
-4.5 |
2,555 |
5,333 |
-954 |
Sep11 |
110606 |
247.3 |
247.4 |
241.5 |
241.9 |
-5.3 |
1,998 |
4,926 |
+1,096 |
Nov11 |
110606 |
249.6 |
251.2 |
248.0 |
248.0 |
-4.0 |
46 |
765 |
+20 |
Jan12 |
110606 |
267.2 |
267.2 |
264.0 |
264.0 |
-5.0 |
4 |
56 |
+2 |
Total Volume and Open Interest |
4,603 |
11,086 |
+164 |
Crude Oil(NYM) |
Jul11 |
110606 |
100.42 |
100.68 |
98.55 |
99.01 |
-1.21 |
389,637 |
338,132 |
-17,423 |
Aug11 |
110606 |
100.93 |
101.18 |
99.15 |
99.60 |
-1.20 |
118,378 |
110,692 |
+5,940 |
Sep11 |
110606 |
101.50 |
101.76 |
99.68 |
100.11 |
-1.19 |
71,572 |
114,632 |
+8,683 |
Oct11 |
110606 |
102.10 |
102.10 |
100.11 |
100.56 |
-1.20 |
37,921 |
52,144 |
+935 |
Nov11 |
110606 |
102.47 |
102.47 |
100.57 |
100.96 |
-1.22 |
11,983 |
35,282 |
-863 |
Dec11 |
110606 |
102.46 |
102.70 |
100.86 |
101.31 |
-1.23 |
62,874 |
188,681 |
+29 |
Jan12 |
110606 |
102.44 |
102.44 |
101.11 |
101.55 |
-1.23 |
8,504 |
43,446 |
+814 |
Feb12 |
110606 |
102.98 |
103.01 |
101.39 |
101.75 |
-1.23 |
3,668 |
21,931 |
-285 |
Mar12 |
110606 |
102.50 |
102.52 |
101.49 |
101.94 |
-1.22 |
5,443 |
27,459 |
+39 |
Apr12 |
110606 |
102.48 |
102.90 |
102.04 |
102.13 |
-1.20 |
4,534 |
15,661 |
-736 |
May12 |
110606 |
103.50 |
103.50 |
102.32 |
102.32 |
-1.18 |
3,584 |
16,759 |
-318 |
Jun12 |
110606 |
102.58 |
102.65 |
102.04 |
102.51 |
-1.16 |
20,458 |
76,881 |
-1,134 |
Jul12 |
110606 |
103.27 |
103.30 |
102.64 |
102.64 |
-1.15 |
11,700 |
26,809 |
+570 |
Aug12 |
110606 |
102.61 |
102.61 |
102.61 |
102.61 |
-1.13 |
1,871 |
15,524 |
-386 |
Sep12 |
110606 |
102.58 |
102.58 |
102.58 |
102.58 |
-1.12 |
1,389 |
13,443 |
+21 |
Oct12 |
110606 |
102.56 |
102.56 |
102.56 |
102.56 |
-1.11 |
370 |
9,092 |
-1 |
Total Volume and Open Interest |
785,925 |
1,515,219 |
+3,626 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110606 |
100.425 |
100.675 |
98.575 |
99.000 |
-1.225 |
10,364 |
3,165 |
-201 |
Aug11 |
110606 |
100.675 |
100.700 |
99.200 |
99.600 |
-1.200 |
338 |
825 |
-24 |
Sep11 |
110606 |
100.875 |
100.875 |
99.875 |
100.100 |
-1.200 |
101 |
406 |
+67 |
Oct11 |
110606 |
100.875 |
100.875 |
100.375 |
100.550 |
-1.200 |
5 |
113 |
+1 |
Nov11 |
110606 |
100.950 |
100.950 |
100.950 |
100.950 |
-1.225 |
6 |
19 |
+5 |
Dec11 |
110606 |
102.050 |
102.050 |
101.300 |
101.300 |
-1.250 |
56 |
289 |
-39 |
Jan12 |
110606 |
101.550 |
101.550 |
101.550 |
101.550 |
-1.225 |
0 |
9 |
+0 |
Feb12 |
110606 |
101.750 |
101.750 |
101.750 |
101.750 |
-1.225 |
0 |
3 |
+0 |
Mar12 |
110606 |
101.950 |
101.950 |
101.575 |
101.950 |
-1.200 |
0 |
8 |
+0 |
Total Volume and Open Interest |
10,908 |
4,959 |
-228 |
Heating Oil(NYM) |
Jul11 |
110606 |
306.39 |
306.80 |
300.47 |
301.74 |
-3.93 |
57,321 |
102,166 |
-845 |
Aug11 |
110606 |
307.76 |
307.76 |
301.98 |
303.20 |
-3.83 |
21,078 |
42,612 |
-680 |
Sep11 |
110606 |
308.80 |
308.80 |
303.79 |
305.02 |
-3.78 |
16,754 |
33,953 |
+517 |
Oct11 |
110606 |
308.53 |
310.29 |
306.04 |
306.77 |
-3.78 |
13,494 |
16,425 |
+2,786 |
Nov11 |
110606 |
312.85 |
312.85 |
308.32 |
308.32 |
-3.79 |
3,942 |
14,441 |
+225 |
Dec11 |
110606 |
313.79 |
313.80 |
308.71 |
309.75 |
-3.84 |
10,711 |
35,243 |
+377 |
Jan12 |
110606 |
313.14 |
313.14 |
311.21 |
311.21 |
-3.89 |
2,152 |
15,981 |
+222 |
Feb12 |
110606 |
314.95 |
314.95 |
310.79 |
311.38 |
-3.96 |
308 |
5,894 |
+67 |
Mar12 |
110606 |
313.68 |
313.68 |
309.77 |
310.30 |
-4.02 |
170 |
4,120 |
-38 |
Apr12 |
110606 |
309.50 |
310.00 |
307.80 |
308.02 |
-4.07 |
261 |
1,915 |
-124 |
May12 |
110606 |
307.25 |
307.25 |
305.89 |
305.89 |
-4.17 |
363 |
1,723 |
+196 |
Jun12 |
110606 |
308.80 |
308.81 |
304.00 |
304.39 |
-4.22 |
1,015 |
18,086 |
+56 |
Total Volume and Open Interest |
128,501 |
303,092 |
+2,975 |
Gasoline(NYMEX) |
Jul11 |
110606 |
300.89 |
301.65 |
293.80 |
294.99 |
-4.32 |
63,017 |
85,600 |
-136 |
Aug11 |
110606 |
297.51 |
297.51 |
291.47 |
292.67 |
-3.89 |
34,721 |
40,386 |
+4,595 |
Sep11 |
110606 |
291.75 |
294.87 |
290.18 |
290.83 |
-3.70 |
18,523 |
35,405 |
-388 |
Oct11 |
110606 |
280.17 |
282.62 |
277.95 |
279.01 |
-3.50 |
11,436 |
21,318 |
-494 |
Nov11 |
110606 |
280.31 |
280.31 |
276.45 |
276.45 |
-3.39 |
3,636 |
12,560 |
+64 |
Dec11 |
110606 |
276.29 |
278.40 |
274.07 |
275.35 |
-3.35 |
4,487 |
25,619 |
+125 |
Jan12 |
110606 |
276.23 |
277.58 |
275.31 |
275.98 |
-3.41 |
1,609 |
6,873 |
-476 |
Feb12 |
110606 |
277.65 |
277.65 |
277.65 |
277.65 |
-3.41 |
313 |
4,129 |
-156 |
Mar12 |
110606 |
279.43 |
279.43 |
279.43 |
279.43 |
-3.41 |
135 |
4,419 |
-56 |
Apr12 |
110606 |
291.17 |
291.17 |
291.17 |
291.17 |
-3.37 |
519 |
4,085 |
+24 |
Total Volume and Open Interest |
138,830 |
256,135 |
+2,897 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110606 |
295.00 |
295.00 |
294.99 |
295.00 |
-4.30 |
0 |
3 |
+0 |
Aug11 |
110606 |
292.70 |
292.70 |
292.67 |
292.70 |
-3.90 |
0 |
1 |
+0 |
Sep11 |
110606 |
290.80 |
290.83 |
290.80 |
290.80 |
-3.70 |
|
|
|
Oct11 |
110606 |
279.00 |
279.01 |
279.00 |
279.00 |
-3.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jul11 |
110606 |
4.772 |
4.855 |
4.738 |
4.827 |
+0.120 |
190,715 |
219,815 |
+4,705 |
Aug11 |
110606 |
4.792 |
4.881 |
4.768 |
4.857 |
+0.118 |
68,753 |
82,171 |
+2,785 |
Sep11 |
110606 |
4.796 |
4.885 |
4.781 |
4.869 |
+0.124 |
63,845 |
115,710 |
-5,083 |
Oct11 |
110606 |
4.830 |
4.910 |
4.809 |
4.893 |
+0.119 |
80,123 |
109,691 |
+6,708 |
Nov11 |
110606 |
4.952 |
5.010 |
4.917 |
4.993 |
+0.111 |
37,764 |
62,443 |
+4,911 |
Dec11 |
110606 |
5.150 |
5.198 |
5.100 |
5.176 |
+0.100 |
19,557 |
43,411 |
-132 |
Jan12 |
110606 |
5.232 |
5.295 |
5.197 |
5.275 |
+0.095 |
28,578 |
91,069 |
+3,398 |
Feb12 |
110606 |
5.204 |
5.269 |
5.185 |
5.256 |
+0.095 |
2,817 |
19,750 |
+124 |
Mar12 |
110606 |
5.150 |
5.202 |
5.123 |
5.186 |
+0.092 |
8,961 |
37,788 |
-971 |
Apr12 |
110606 |
5.005 |
5.030 |
4.941 |
5.011 |
+0.078 |
8,373 |
40,840 |
+170 |
May12 |
110606 |
5.020 |
5.029 |
4.967 |
5.017 |
+0.076 |
888 |
9,156 |
+111 |
Jun12 |
110606 |
5.033 |
5.060 |
4.992 |
5.042 |
+0.074 |
1,352 |
10,141 |
+575 |
Jul12 |
110606 |
5.080 |
5.096 |
5.073 |
5.084 |
+0.078 |
990 |
6,285 |
-5 |
Aug12 |
110606 |
5.069 |
5.120 |
5.069 |
5.111 |
+0.078 |
672 |
5,901 |
-6 |
Sep12 |
110606 |
5.122 |
5.127 |
5.080 |
5.120 |
+0.078 |
904 |
5,802 |
+18 |
Oct12 |
110606 |
5.175 |
5.175 |
5.110 |
5.165 |
+0.077 |
3,743 |
16,837 |
+1,456 |
Total Volume and Open Interest |
520,610 |
948,066 |
+19,364 |
Brent Crude Oil(ICE) |
Jul11 |
110606 |
115.94 |
116.14 |
113.96 |
114.48 |
-1.36 |
217,526 |
202,156 |
-5,911 |
Aug11 |
110606 |
115.48 |
115.69 |
113.60 |
114.08 |
-1.38 |
109,376 |
146,868 |
-4,995 |
Sep11 |
110606 |
114.63 |
115.10 |
113.13 |
113.63 |
-1.38 |
61,980 |
88,613 |
+2,183 |
Oct11 |
110606 |
114.06 |
114.27 |
112.95 |
113.27 |
-1.34 |
32,146 |
57,878 |
+3,474 |
Nov11 |
110606 |
113.76 |
114.07 |
112.70 |
113.02 |
-1.31 |
13,615 |
30,310 |
+2,111 |
Dec11 |
110606 |
113.92 |
113.99 |
112.29 |
112.77 |
-1.30 |
35,116 |
91,667 |
-2,680 |
Jan12 |
110606 |
112.86 |
113.57 |
112.34 |
112.59 |
-1.28 |
3,292 |
20,430 |
+150 |
Feb12 |
110606 |
112.65 |
113.25 |
112.14 |
112.38 |
-1.27 |
2,125 |
19,244 |
+312 |
Mar12 |
110606 |
112.46 |
113.02 |
111.95 |
112.19 |
-1.25 |
2,379 |
30,705 |
-523 |
Apr12 |
110606 |
111.96 |
111.96 |
111.96 |
111.96 |
-1.26 |
875 |
8,261 |
+6 |
May12 |
110606 |
111.74 |
111.74 |
111.74 |
111.74 |
-1.26 |
506 |
5,326 |
-78 |
Jun12 |
110606 |
112.80 |
112.80 |
111.18 |
111.53 |
-1.27 |
4,459 |
35,367 |
-402 |
Jul12 |
110606 |
111.34 |
111.34 |
111.34 |
111.34 |
-1.25 |
104 |
4,223 |
+6 |
Aug12 |
110606 |
111.13 |
111.13 |
111.13 |
111.13 |
-1.24 |
36 |
2,567 |
+31 |
Total Volume and Open Interest |
492,119 |
871,650 |
-6,024 |
Gas Oil(ICE) |
Jun11 |
110606 |
961.50 |
962.50 |
944.25 |
950.00 |
-0.75 |
43,221 |
92,383 |
-3,287 |
Jul11 |
110606 |
965.00 |
966.50 |
947.50 |
953.50 |
-0.25 |
81,913 |
114,111 |
+808 |
Aug11 |
110606 |
968.00 |
968.00 |
951.00 |
956.75 |
-0.50 |
22,145 |
62,975 |
+2,877 |
Sep11 |
110606 |
968.00 |
968.25 |
956.00 |
960.00 |
-0.25 |
15,706 |
47,175 |
-466 |
Oct11 |
110606 |
970.00 |
970.25 |
957.75 |
962.00 |
-0.25 |
6,309 |
29,759 |
+820 |
Nov11 |
110606 |
971.00 |
971.25 |
959.00 |
963.00 |
-0.25 |
3,598 |
25,775 |
+785 |
Dec11 |
110606 |
973.75 |
973.75 |
959.25 |
964.50 |
-0.25 |
19,720 |
57,657 |
-638 |
Jan12 |
110606 |
975.25 |
975.50 |
962.75 |
967.00 |
-0.25 |
2,067 |
24,388 |
+236 |
Feb12 |
110606 |
976.00 |
976.25 |
963.25 |
967.25 |
-0.75 |
801 |
7,231 |
-2 |
Mar12 |
110606 |
975.75 |
976.00 |
962.75 |
966.75 |
-1.00 |
790 |
7,187 |
+163 |
Total Volume and Open Interest |
202,983 |
563,474 |
+3,722 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110606 |
2.620 |
2.620 |
2.590 |
2.600 |
-0.049 |
147 |
1,284 |
+25 |
Aug11 |
110606 |
2.631 |
2.631 |
2.604 |
2.611 |
-0.040 |
139 |
1,400 |
+48 |
Sep11 |
110606 |
2.595 |
2.595 |
2.560 |
2.565 |
-0.041 |
190 |
1,205 |
+18 |
Oct11 |
110606 |
2.492 |
2.492 |
2.466 |
2.471 |
-0.041 |
87 |
933 |
+33 |
Nov11 |
110606 |
2.415 |
2.426 |
2.409 |
2.420 |
-0.029 |
43 |
807 |
-5 |
Dec11 |
110606 |
2.400 |
2.400 |
2.390 |
2.396 |
-0.034 |
98 |
1,157 |
+9 |
Jan12 |
110606 |
2.375 |
2.375 |
2.375 |
2.375 |
-0.036 |
31 |
604 |
+7 |
Total Volume and Open Interest |
824 |
8,421 |
+156 |
WTI Crude Oil(ICE |
Jul11 |
110606 |
100.48 |
100.67 |
98.56 |
99.01 |
-1.21 |
86,796 |
92,134 |
-2,619 |
Aug11 |
110606 |
100.60 |
101.09 |
99.15 |
99.60 |
-1.20 |
28,223 |
38,798 |
-1,615 |
Sep11 |
110606 |
101.13 |
101.57 |
99.70 |
100.11 |
-1.19 |
17,432 |
36,914 |
+1,556 |
Oct11 |
110606 |
101.66 |
102.00 |
100.17 |
100.56 |
-1.20 |
11,321 |
20,653 |
+1,208 |
Nov11 |
110606 |
101.82 |
102.40 |
100.53 |
100.96 |
-1.22 |
7,945 |
14,498 |
-92 |
Dec11 |
110606 |
102.40 |
102.71 |
100.86 |
101.31 |
-1.23 |
24,590 |
83,945 |
+357 |
Jan12 |
110606 |
101.91 |
102.81 |
101.42 |
101.55 |
-1.23 |
3,091 |
11,746 |
-363 |
Feb12 |
110606 |
102.01 |
102.01 |
101.75 |
101.75 |
-1.23 |
1,002 |
4,177 |
+41 |
Mar12 |
110606 |
102.19 |
102.19 |
101.94 |
101.94 |
-1.22 |
921 |
12,086 |
+88 |
Apr12 |
110606 |
102.13 |
102.13 |
102.13 |
102.13 |
-1.20 |
539 |
4,052 |
-49 |
May12 |
110606 |
102.32 |
102.32 |
102.32 |
102.32 |
-1.18 |
404 |
2,857 |
+101 |
Jun12 |
110606 |
103.14 |
103.14 |
102.32 |
102.51 |
-1.16 |
4,479 |
25,776 |
-649 |
Jul12 |
110606 |
102.64 |
102.64 |
102.64 |
102.64 |
-1.15 |
1,180 |
2,821 |
+982 |
Aug12 |
110606 |
102.61 |
102.61 |
102.61 |
102.61 |
-1.13 |
0 |
896 |
+0 |
Sep12 |
110606 |
102.58 |
102.58 |
102.58 |
102.58 |
-1.12 |
179 |
4,300 |
+0 |
Oct12 |
110606 |
102.56 |
102.56 |
102.56 |
102.56 |
-1.11 |
0 |
511 |
+0 |
Total Volume and Open Interest |
195,867 |
461,573 |
+94 |
US Dollar Index(ICE) |
Jun11 |
110606 |
73.770 |
74.085 |
73.665 |
74.000 |
+0.192 |
29,806 |
57,007 |
-178 |
Sep11 |
110606 |
74.130 |
74.445 |
74.065 |
74.370 |
+0.153 |
2,654 |
2,670 |
+862 |
Dec11 |
110606 |
74.835 |
74.835 |
74.835 |
74.835 |
+0.152 |
0 |
2 |
+0 |
Total Volume and Open Interest |
32,460 |
59,680 |
+684 |
Australian Dollar(CME) |
Jun11 |
110606 |
107.17 |
107.59 |
106.83 |
107.00 |
-0.21 |
128,483 |
113,870 |
-1,742 |
Sep11 |
110606 |
105.82 |
106.21 |
105.50 |
105.65 |
-0.20 |
1,743 |
4,456 |
+734 |
Dec11 |
110606 |
104.70 |
104.70 |
104.39 |
104.39 |
-0.22 |
10 |
76 |
-10 |
Total Volume and Open Interest |
130,236 |
118,404 |
-1,018 |
British Pound(CME) |
Jun11 |
110606 |
164.18 |
164.59 |
163.39 |
163.50 |
-0.65 |
104,774 |
106,658 |
+667 |
Sep11 |
110606 |
164.01 |
164.38 |
163.20 |
163.29 |
-0.65 |
1,026 |
1,933 |
+397 |
Dec11 |
110606 |
163.11 |
163.72 |
163.07 |
163.07 |
-0.65 |
10 |
41 |
-7 |
Total Volume and Open Interest |
105,811 |
108,640 |
+1,056 |
Canadian Dollar(CME) |
Jun11 |
110606 |
102.25 |
102.37 |
101.84 |
101.93 |
-0.37 |
100,404 |
107,199 |
-3,930 |
Sep11 |
110606 |
102.07 |
102.11 |
101.60 |
101.68 |
-0.38 |
6,080 |
16,170 |
+3,626 |
Dec11 |
110606 |
101.63 |
101.82 |
101.40 |
101.45 |
-0.37 |
246 |
3,276 |
+409 |
Mar12 |
110606 |
101.40 |
101.54 |
101.17 |
101.17 |
-0.37 |
6 |
402 |
+6 |
Total Volume and Open Interest |
106,746 |
127,369 |
+119 |
Japanese Yen(CME) |
Jun11 |
110606 |
124.60 |
125.04 |
124.39 |
124.91 |
+0.31 |
105,782 |
91,746 |
-2,768 |
Sep11 |
110606 |
124.65 |
125.10 |
124.47 |
124.97 |
+0.31 |
2,888 |
5,753 |
+902 |
Dec11 |
110606 |
125.06 |
125.06 |
124.75 |
125.06 |
+0.31 |
0 |
243 |
+0 |
Total Volume and Open Interest |
108,670 |
97,753 |
-1,866 |
Swiss Franc(CME) |
Jun11 |
110606 |
119.78 |
120.08 |
119.24 |
119.52 |
-0.06 |
36,849 |
67,815 |
-942 |
Sep11 |
110606 |
119.89 |
120.14 |
119.34 |
119.60 |
-0.07 |
1,562 |
2,622 |
+905 |
Dec11 |
110606 |
119.68 |
119.74 |
119.68 |
119.68 |
-0.06 |
2 |
17 |
-2 |
Total Volume and Open Interest |
38,413 |
70,457 |
-39 |
EuroFX(CME) |
Jun11 |
110606 |
146.29 |
146.58 |
145.55 |
145.85 |
-0.37 |
339,442 |
256,778 |
-8,524 |
Sep11 |
110606 |
145.90 |
146.16 |
145.13 |
145.43 |
-0.39 |
14,635 |
14,017 |
+4,259 |
Dec11 |
110606 |
145.05 |
145.38 |
145.00 |
145.00 |
-0.38 |
16 |
168 |
-3 |
Total Volume and Open Interest |
354,093 |
271,346 |
-4,268 |
Mexican Peso(CME) |
Jun11 |
110606 |
857.0 |
857.5 |
849.2 |
850.8 |
-6.8 |
33,904 |
133,271 |
-7,107 |
Jul11 |
110606 |
849.8 |
856.5 |
849.8 |
849.8 |
-6.8 |
|
|
|
Total Volume and Open Interest |
42,118 |
141,288 |
+331 |
30-Year T-Bonds(CBOT) |
Jun11 |
110531 |
125~260 |
126~090 |
125~110 |
126~050 |
+0~090 |
370,649 |
125,465 |
-108,773 |
Sep11 |
110606 |
125~120 |
125~140 |
124~170 |
125~010 |
-0~070 |
397,880 |
667,984 |
+3,653 |
Dec11 |
110606 |
123~300 |
123~300 |
123~170 |
123~180 |
-0~070 |
45 |
48 |
+2 |
Total Volume and Open Interest |
440,062 |
725,041 |
-11,692 |
10-Year T-Notes(CBOT) |
Jun11 |
110606 |
124~255 |
124~290 |
124~140 |
124~240 |
+0~005 |
137,451 |
139,137 |
-33,272 |
Sep11 |
110606 |
123~120 |
123~155 |
123~005 |
123~110 |
+0~005 |
1,504,394 |
1,675,468 |
-19,213 |
Dec11 |
110606 |
122~110 |
122~110 |
122~105 |
122~110 |
+0~005 |
0 |
13 |
+0 |
Total Volume and Open Interest |
1,641,845 |
1,814,618 |
-52,485 |
5-Year T-Notes(CBOT) |
Jun11 |
110531 |
120~025 |
120~044 |
119~120 |
120~036 |
+0~019 |
765,609 |
270,565 |
-196,975 |
Sep11 |
110606 |
119~078 |
119~087 |
119~055 |
119~079 |
+0~008 |
724,419 |
1,392,882 |
+22,302 |
Dec11 |
110606 |
118~103 |
118~103 |
118~095 |
118~103 |
+0~008 |
|
|
|
Total Volume and Open Interest |
858,772 |
1,506,695 |
-18,422 |
2 Year T-Notes(CBOT) |
Jun11 |
110606 |
109~127 |
110~005 |
109~126 |
110~002 |
+0~001 |
42,031 |
60,388 |
-9,383 |
Sep11 |
110606 |
109~091 |
109~093 |
109~085 |
109~090 |
+0~001 |
245,683 |
1,004,270 |
+11,165 |
Dec11 |
110606 |
109~034 |
109~034 |
109~033 |
109~034 |
+0~001 |
0 |
20 |
+0 |
Total Volume and Open Interest |
287,714 |
1,064,678 |
+1,782 |
Eurodollars(CME) |
Jun11 |
110606 |
99.743 |
99.745 |
99.740 |
99.740 |
unch |
104,716 |
902,570 |
-7,082 |
Sep11 |
110606 |
99.670 |
99.675 |
99.665 |
99.665 |
unch |
218,246 |
1,193,136 |
-30,428 |
Dec11 |
110606 |
99.605 |
99.620 |
99.600 |
99.605 |
unch |
232,579 |
1,545,061 |
+2,240 |
Mar12 |
110606 |
99.530 |
99.540 |
99.525 |
99.535 |
+0.010 |
245,186 |
1,689,400 |
+19,109 |
Jun12 |
110606 |
99.395 |
99.415 |
99.385 |
99.410 |
+0.015 |
276,183 |
1,516,359 |
+2,452 |
Sep12 |
110606 |
99.205 |
99.230 |
99.190 |
99.225 |
+0.020 |
299,352 |
833,807 |
+1,587 |
Dec12 |
110606 |
98.985 |
99.005 |
98.955 |
98.995 |
+0.025 |
274,137 |
604,607 |
+13,167 |
Mar13 |
110606 |
98.755 |
98.775 |
98.725 |
98.765 |
+0.020 |
211,410 |
430,788 |
+4,328 |
Jun13 |
110606 |
98.500 |
98.535 |
98.470 |
98.520 |
+0.020 |
144,200 |
295,945 |
+9,622 |
Sep13 |
110606 |
98.260 |
98.280 |
98.220 |
98.270 |
+0.015 |
114,058 |
241,763 |
-4,362 |
Dec13 |
110606 |
98.000 |
98.020 |
97.960 |
98.005 |
+0.010 |
98,525 |
204,285 |
+4,426 |
Mar14 |
110606 |
97.755 |
97.775 |
97.710 |
97.760 |
+0.010 |
76,292 |
190,008 |
+3,100 |
Jun14 |
110606 |
97.500 |
97.530 |
97.465 |
97.515 |
+0.010 |
21,894 |
110,109 |
+1,227 |
Sep14 |
110606 |
97.265 |
97.285 |
97.225 |
97.275 |
+0.010 |
19,341 |
65,714 |
-519 |
Dec14 |
110606 |
97.020 |
97.040 |
96.975 |
97.025 |
+0.010 |
14,036 |
69,935 |
-52 |
Mar15 |
110606 |
96.800 |
96.825 |
96.765 |
96.810 |
+0.010 |
13,903 |
53,164 |
+621 |
Jun15 |
110606 |
4.835 |
4.860 |
4.800 |
4.845 |
+0.010 |
9,169 |
48,148 |
-123 |
Sep15 |
110606 |
4.640 |
4.655 |
4.595 |
4.645 |
+0.010 |
9,224 |
44,404 |
+866 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jun11 |
110606 |
99.902 |
99.902 |
99.895 |
99.897 |
-0.003 |
4,774 |
61,016 |
+1,489 |
Jul11 |
110606 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
1,341 |
52,708 |
+44 |
Aug11 |
110606 |
99.885 |
99.885 |
99.880 |
99.885 |
unch |
4,190 |
50,545 |
-343 |
Sep11 |
110606 |
99.870 |
99.870 |
99.865 |
99.865 |
unch |
4,108 |
45,225 |
-13 |
Oct11 |
110606 |
99.855 |
99.855 |
99.850 |
99.855 |
unch |
7,485 |
53,435 |
-2,009 |
Nov11 |
110606 |
99.840 |
99.840 |
99.835 |
99.840 |
unch |
7,218 |
54,236 |
-474 |
Total Volume and Open Interest |
64,862 |
689,103 |
+3,669 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110606 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
750 |
+0 |
Sep11 |
110606 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110606 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
75 |
+0 |
Mar12 |
110606 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Jun12 |
110606 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110606 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110606 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Mar13 |
110606 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Jun13 |
110606 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep13 |
110606 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110606 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
1 |
5,803 |
+0 |
Sep11 |
110606 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,466 |
+0 |
Dec11 |
110606 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110606 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
4,177 |
+0 |
Jun12 |
110606 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110606 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110606 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110606 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
15,093 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110606 |
141.16 |
141.35 |
140.90 |
140.94 |
-0.19 |
5,458 |
23,726 |
+0 |
Sep11 |
110606 |
141.00 |
141.15 |
140.73 |
140.78 |
-0.17 |
442 |
1,821 |
+0 |
Dec11 |
110606 |
138.69 |
138.69 |
138.69 |
138.69 |
-0.17 |
1 |
1 |
+0 |
Total Volume and Open Interest |
5,901 |
25,548 |
+0 |
Euro-Bund(EUREX) |
Jun11 |
110606 |
125.22 |
125.70 |
125.20 |
125.44 |
+0.22 |
1,000,350 |
769,377 |
-179,095 |
Sep11 |
110606 |
124.90 |
125.39 |
124.90 |
125.14 |
+0.23 |
252,116 |
322,877 |
+121,176 |
Dec11 |
110606 |
123.95 |
124.00 |
123.95 |
123.97 |
+0.09 |
25 |
0 |
+0 |
Total Volume and Open Interest |
1,252,491 |
1,092,254 |
+6,338 |
Euro-Bobl(EUREX) |
Jun11 |
110606 |
116.59 |
116.87 |
116.58 |
116.76 |
-0.23 |
820,341 |
697,080 |
-54,156 |
Sep11 |
110606 |
116.08 |
116.35 |
116.06 |
116.23 |
+0.07 |
176,341 |
283,097 |
+57,716 |
Dec11 |
110606 |
115.41 |
115.41 |
115.41 |
115.41 |
+0.11 |
|
|
|
Total Volume and Open Interest |
755,575 |
900,668 |
-21,793 |
3-Mth Euribor(EUREX) |
Jun11 |
110606 |
98.530 |
98.530 |
98.525 |
98.530 |
+0.005 |
129 |
4,731 |
-96 |
Sep11 |
110606 |
98.275 |
98.280 |
98.275 |
98.275 |
unch |
1,718 |
2,348 |
+415 |
Dec11 |
110606 |
98.100 |
98.110 |
98.100 |
98.100 |
unch |
10 |
1,312 |
+0 |
Total Volume and Open Interest |
1,882 |
11,884 |
+302 |
Long Gilt(LIFFE) |
Jun11 |
110606 |
121~27 |
121~30 |
121~24 |
121~26 |
+0~03 |
34,866 |
32,308 |
-24,826 |
Sep11 |
110606 |
120~18 |
120~22 |
120~13 |
120~17 |
+0~02 |
169,244 |
340,089 |
-20,343 |
Total Volume and Open Interest |
204,110 |
372,397 |
-45,169 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110606 |
99.17 |
99.18 |
99.16 |
99.17 |
unch |
7,403 |
429,496 |
+602 |
Sep11 |
110606 |
99.10 |
99.11 |
99.09 |
99.10 |
unch |
18,029 |
431,047 |
-1,116 |
Dec11 |
110606 |
98.99 |
99.01 |
98.98 |
98.99 |
unch |
61,887 |
449,483 |
+14,159 |
Mar12 |
110606 |
98.85 |
98.88 |
98.85 |
98.87 |
+0.01 |
55,904 |
409,930 |
-211 |
Jun12 |
110606 |
98.68 |
98.73 |
98.68 |
98.72 |
+0.02 |
71,506 |
337,385 |
-6,675 |
Sep12 |
110606 |
98.51 |
98.55 |
98.51 |
98.54 |
+0.02 |
60,109 |
236,791 |
-14,707 |
Total Volume and Open Interest |
410,941 |
2,913,529 |
-392 |
3-Mth Euribor(LIFFE) |
Jun11 |
110606 |
98.525 |
98.535 |
98.525 |
98.530 |
+0.005 |
48,763 |
682,431 |
-7,717 |
Sep11 |
110606 |
98.270 |
98.285 |
98.260 |
98.275 |
unch |
88,042 |
659,152 |
+8,619 |
Dec11 |
110606 |
98.085 |
98.120 |
98.080 |
98.100 |
unch |
112,309 |
560,638 |
-3,359 |
Total Volume and Open Interest |
703,581 |
3,770,836 |
-16,811 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110606 |
94.97 |
94.98 |
94.95 |
94.96 |
-0.02 |
7,321 |
104,015 |
-9,536 |
Sep11 |
110606 |
94.92 |
94.95 |
94.89 |
94.91 |
-0.01 |
20,780 |
247,492 |
-4,967 |
Dec11 |
110606 |
94.85 |
94.90 |
94.82 |
94.84 |
-0.01 |
18,649 |
170,980 |
-3,555 |
Mar12 |
110606 |
94.82 |
94.85 |
94.77 |
94.80 |
-0.01 |
10,851 |
98,093 |
+1,092 |
Jun12 |
110606 |
94.78 |
94.83 |
94.75 |
94.77 |
-0.01 |
4,435 |
60,232 |
+2,344 |
Sep12 |
110606 |
94.75 |
94.79 |
94.71 |
94.74 |
-0.01 |
5,053 |
52,034 |
+470 |
Dec12 |
110606 |
94.72 |
94.76 |
94.67 |
94.70 |
-0.01 |
3,189 |
32,309 |
+955 |
Mar13 |
110606 |
94.69 |
94.69 |
94.66 |
94.68 |
unch |
1,633 |
22,378 |
-263 |
Jun13 |
110606 |
94.65 |
94.70 |
94.64 |
94.64 |
-0.01 |
877 |
2,796 |
+598 |
Sep13 |
110606 |
94.61 |
94.66 |
94.61 |
94.62 |
+0.01 |
82 |
1,565 |
+10 |
Total Volume and Open Interest |
72,877 |
792,802 |
-12,850 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110606 |
94.78 |
94.83 |
94.75 |
94.80 |
+0.02 |
47,374 |
420,124 |
-2,795 |
Sep11 |
110606 |
94.78 |
94.79 |
94.78 |
94.79 |
+0.03 |
7 |
34 |
+2 |
Total Volume and Open Interest |
47,381 |
420,158 |
-2,793 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110606 |
95.09 |
95.15 |
95.05 |
95.09 |
unch |
183,315 |
768,868 |
+7,695 |
Sep11 |
110606 |
95.03 |
95.03 |
95.03 |
95.03 |
unch |
0 |
1,594 |
+0 |
Total Volume and Open Interest |
103,965 |
760,988 |
-9,474 |
Gold(CMX) |
Jun11 |
110606 |
1542.9 |
1553.9 |
1542.0 |
1546.5 |
+4.8 |
1,651 |
5,442 |
-350 |
Aug11 |
110606 |
1544.5 |
1555.0 |
1541.6 |
1547.2 |
+4.8 |
151,694 |
331,378 |
-8,865 |
Oct11 |
110606 |
1547.7 |
1556.0 |
1543.8 |
1548.5 |
+4.9 |
1,219 |
10,672 |
+280 |
Dec11 |
110606 |
1545.9 |
1557.0 |
1544.8 |
1549.7 |
+4.8 |
2,121 |
68,906 |
+771 |
Feb12 |
110606 |
1547.4 |
1557.5 |
1547.2 |
1550.9 |
+4.8 |
356 |
8,745 |
+118 |
Apr12 |
110606 |
1548.0 |
1559.4 |
1548.0 |
1552.1 |
+4.8 |
363 |
5,199 |
-90 |
Jun12 |
110606 |
1549.9 |
1554.4 |
1549.9 |
1553.6 |
+4.8 |
364 |
12,861 |
+200 |
Aug12 |
110606 |
1555.5 |
1555.5 |
1555.5 |
1555.5 |
+4.8 |
15 |
4,520 |
-10 |
Oct12 |
110606 |
1557.5 |
1557.5 |
1557.5 |
1557.5 |
+4.8 |
335 |
4,054 |
+100 |
Dec12 |
110606 |
1557.0 |
1565.0 |
1555.4 |
1560.0 |
+4.8 |
541 |
11,872 |
-176 |
Feb13 |
110606 |
1569.5 |
1569.6 |
1563.2 |
1563.2 |
+4.9 |
3 |
255 |
+0 |
Apr13 |
110606 |
1566.7 |
1566.7 |
1566.7 |
1566.7 |
+5.0 |
|
|
|
Total Volume and Open Interest |
160,845 |
503,511 |
-7,118 |
Silver(CMX) |
Jul11 |
110606 |
3624.0 |
3728.5 |
3622.0 |
3678.2 |
+59.1 |
84,564 |
57,094 |
-647 |
Sep11 |
110606 |
3635.5 |
3729.0 |
3635.5 |
3680.4 |
+59.3 |
6,655 |
16,585 |
+2,065 |
Dec11 |
110606 |
3635.0 |
3732.0 |
3635.0 |
3682.2 |
+59.3 |
4,057 |
24,258 |
+102 |
Mar12 |
110606 |
3707.0 |
3709.0 |
3676.5 |
3678.3 |
+59.2 |
343 |
3,715 |
+21 |
May12 |
110606 |
3675.0 |
3675.0 |
3675.0 |
3675.0 |
+59.3 |
101 |
1,247 |
+65 |
Jul12 |
110606 |
3669.0 |
3714.0 |
3669.0 |
3672.5 |
+59.3 |
8 |
1,815 |
+2 |
Sep12 |
110606 |
3670.4 |
3670.4 |
3670.4 |
3670.4 |
+59.3 |
2 |
101 |
+0 |
Total Volume and Open Interest |
95,986 |
123,289 |
+1,587 |
Platinum(NYMEX) |
Jul11 |
110606 |
1816.9 |
1834.0 |
1811.7 |
1821.2 |
-2.5 |
6,675 |
30,622 |
-1,271 |
Oct11 |
110606 |
1827.2 |
1832.7 |
1815.4 |
1824.5 |
-2.7 |
1,658 |
4,319 |
+983 |
Jan12 |
110606 |
1833.4 |
1833.4 |
1827.5 |
1827.5 |
-2.6 |
7 |
125 |
+7 |
Apr12 |
110606 |
1822.0 |
1830.0 |
1822.0 |
1830.0 |
-2.1 |
0 |
26 |
+0 |
Total Volume and Open Interest |
8,340 |
35,097 |
-281 |
Palladium(NYMEX) |
Jun11 |
110606 |
787.35 |
797.05 |
787.00 |
797.05 |
+13.80 |
396 |
700 |
+83 |
Sep11 |
110606 |
783.85 |
800.50 |
783.80 |
798.70 |
+13.30 |
4,364 |
19,131 |
-188 |
Dec11 |
110606 |
792.00 |
800.00 |
792.00 |
799.90 |
+13.20 |
3 |
546 |
+0 |
Total Volume and Open Interest |
4,764 |
20,391 |
-106 |
Copper(CMX) |
Jul11 |
110606 |
411.85 |
417.40 |
411.85 |
414.20 |
+0.75 |
38,221 |
56,193 |
-1,969 |
Sep11 |
110606 |
413.50 |
418.85 |
413.50 |
416.00 |
+0.60 |
4,084 |
40,406 |
+1,128 |
Dec11 |
110606 |
416.90 |
420.25 |
415.95 |
417.80 |
+0.60 |
813 |
14,704 |
+293 |
Mar12 |
110606 |
420.20 |
420.50 |
418.80 |
418.80 |
+0.45 |
232 |
5,281 |
-11 |
May12 |
110606 |
419.05 |
419.05 |
419.05 |
419.05 |
+0.45 |
0 |
1,575 |
+0 |
Total Volume and Open Interest |
43,623 |
123,248 |
-574 |
DJIA Index(CBOT) |
Jun11 |
110606 |
12128 |
12140 |
12055 |
12087 |
-38 |
207 |
24,248 |
-15 |
Sep11 |
110606 |
12050 |
12050 |
12019 |
12019 |
-37 |
6 |
27 |
+0 |
Dec11 |
110606 |
11948 |
11985 |
11948 |
11948 |
-37 |
1 |
7 |
+0 |
Mar12 |
110606 |
11888 |
11925 |
11888 |
11888 |
-37 |
|
|
|
Total Volume and Open Interest |
214 |
24,282 |
-15 |
S & P 500(CME) |
Jun11 |
110606 |
1298.40 |
1299.00 |
1283.50 |
1285.00 |
-11.30 |
19,127 |
314,323 |
+1,374 |
Sep11 |
110606 |
1290.50 |
1292.00 |
1279.20 |
1279.60 |
-11.30 |
3,425 |
14,090 |
+2,779 |
Dec11 |
110606 |
1283.00 |
1283.00 |
1274.00 |
1274.00 |
-11.30 |
104 |
6,851 |
+210 |
Mar12 |
110606 |
1269.00 |
1269.30 |
1269.00 |
1269.00 |
-11.30 |
|
|
|
Total Volume and Open Interest |
22,656 |
335,469 |
+4,563 |
S & P 500 E-Mini(Globex) |
Jun11 |
110531 |
1329.75 |
1345.75 |
1328.25 |
1344.00 |
+14.00 |
1,393,298 |
2,775,088 |
+13,027 |
Sep11 |
110606 |
1293.50 |
1295.00 |
1278.00 |
1279.50 |
-11.50 |
28,755 |
69,340 |
+21,019 |
Total Volume and Open Interest |
2,462,077 |
2,889,209 |
+1,125 |
NASDAQ 100(CME) |
Jun11 |
110606 |
2289.00 |
2299.50 |
2271.00 |
2274.00 |
-13.50 |
844 |
17,600 |
-226 |
Sep11 |
110606 |
2292.00 |
2294.00 |
2269.00 |
2270.50 |
-13.50 |
0 |
116 |
+0 |
Dec11 |
110606 |
2267.00 |
2267.00 |
2265.50 |
2267.00 |
-13.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
844 |
17,717 |
-226 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110606 |
2288.50 |
2299.30 |
2271.30 |
2274.00 |
-13.50 |
278,595 |
338,928 |
-7,085 |
Sep11 |
110606 |
2282.80 |
2296.00 |
2268.30 |
2270.50 |
-13.50 |
1,429 |
2,951 |
+958 |
Total Volume and Open Interest |
280,024 |
341,893 |
-6,127 |
S & P Midcap 400(CME) |
Jun11 |
110606 |
947.60 |
947.60 |
947.00 |
947.60 |
-12.60 |
1 |
1,723 |
+1 |
Sep11 |
110606 |
945.20 |
945.20 |
944.60 |
945.20 |
-12.40 |
|
|
|
Dec11 |
110606 |
943.60 |
943.60 |
943.00 |
943.60 |
-12.40 |
|
|
|
Total Volume and Open Interest |
1 |
1,723 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110606 |
9450 |
9490 |
9330 |
9370 |
-90 |
9,095 |
45,214 |
-930 |
Sep11 |
110606 |
9490 |
9515 |
9360 |
9395 |
-90 |
1,636 |
2,204 |
+1,300 |
Total Volume and Open Interest |
10,731 |
47,418 |
+370 |
Nikkei 225(SGX) |
Jun11 |
110606 |
9520 |
9535 |
9355 |
9405 |
-125 |
98,413 |
237,267 |
+0 |
Sep11 |
110606 |
9520 |
9520 |
9355 |
9400 |
-120 |
5,304 |
10,661 |
+0 |
Dec11 |
110606 |
9345 |
9345 |
9345 |
9345 |
-120 |
0 |
6,659 |
+0 |
Total Volume and Open Interest |
104,761 |
260,209 |
+0 |
CAC 40(EURONEXT) |
Jun11 |
110606 |
3867.0 |
3873.0 |
3828.0 |
3856.0 |
-20.0 |
159,211 |
378,936 |
-6,513 |
Jul11 |
110606 |
3854.0 |
3867.0 |
3830.5 |
3853.0 |
-20.0 |
21,601 |
21,585 |
+21,369 |
Aug11 |
110606 |
3857.5 |
3857.5 |
3857.5 |
3857.5 |
-20.0 |
|
|
|
Total Volume and Open Interest |
180,813 |
401,944 |
+14,857 |
Hang Seng Index(HKFE) |
Jun11 |
110603 |
23206 |
23234 |
22863 |
22940 |
-228 |
60,909 |
98,951 |
+3,975 |
Jul11 |
110603 |
23108 |
23238 |
22876 |
22943 |
-221 |
542 |
543 |
+138 |
Total Volume and Open Interest |
61,714 |
104,327 |
+4,166 |
DAX(EUREX) |
Jun11 |
110606 |
7100.0 |
7128.5 |
7042.0 |
7093.5 |
-9.5 |
155,017 |
177,234 |
+3,313 |
Sep11 |
110606 |
7120.5 |
7151.0 |
7070.0 |
7117.0 |
-9.5 |
1,238 |
15,998 |
+690 |
Dec11 |
110606 |
7147.5 |
7164.5 |
7108.5 |
7145.5 |
-10.0 |
38 |
1,481 |
-19 |
Total Volume and Open Interest |
156,293 |
194,713 |
+3,984 |
FT-SE 100(EURONEXT) |
Jun11 |
110606 |
5850.00 |
5884.00 |
5818.50 |
5863.50 |
+13.50 |
107,118 |
659,871 |
-6,466 |
Sep11 |
110606 |
5800.00 |
5848.00 |
5783.00 |
5828.50 |
+14.00 |
208 |
33,658 |
+1,652 |
Dec11 |
110606 |
5805.00 |
5805.00 |
5805.00 |
5805.00 |
+14.00 |
32 |
285 |
+0 |
Total Volume and Open Interest |
107,358 |
693,954 |
-4,814 |
SPI 200(SFE) |
Jun11 |
110606 |
4578.0 |
4583.0 |
4538.0 |
4569.0 |
-11.0 |
34,842 |
194,387 |
+2,993 |
Sep11 |
110606 |
4556.0 |
4562.0 |
4531.0 |
4557.0 |
-12.0 |
77 |
4,923 |
+17 |
Dec11 |
110606 |
4575.0 |
4575.0 |
4575.0 |
4575.0 |
-11.0 |
550 |
3,064 |
+158 |
Total Volume and Open Interest |
35,632 |
204,348 |
+3,328 |
GSCI(CME) |
Jun11 |
110606 |
40.14 |
43.64 |
36.64 |
36.64 |
-10.00 |
138 |
10,585 |
-97 |
Jul11 |
110606 |
39.64 |
43.14 |
36.64 |
36.64 |
-9.50 |
22 |
20 |
+20 |
Aug11 |
110606 |
37.64 |
37.64 |
37.64 |
37.64 |
-9.00 |
|
|
|
Total Volume and Open Interest |
160 |
10,605 |
-77 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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