|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue June 07, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110607 |
1382.75 |
1394.75 |
1380.25 |
1394.00 |
+10.75 |
79,159 |
244,360 |
+2,247 |
Aug11 |
110607 |
1376.00 |
1388.00 |
1375.75 |
1388.00 |
+10.25 |
10,111 |
33,903 |
-284 |
Sep11 |
110607 |
1375.00 |
1387.00 |
1373.75 |
1387.00 |
+13.25 |
2,891 |
18,941 |
-241 |
Nov11 |
110607 |
1372.50 |
1385.25 |
1370.00 |
1385.25 |
+12.50 |
36,254 |
207,953 |
+567 |
Jan12 |
110607 |
1379.75 |
1393.00 |
1379.50 |
1392.75 |
+12.50 |
3,045 |
32,884 |
+1,300 |
Mar12 |
110607 |
1385.25 |
1392.75 |
1381.50 |
1392.75 |
+14.25 |
1,901 |
19,433 |
+648 |
May12 |
110607 |
1371.25 |
1381.00 |
1371.25 |
1381.00 |
+13.50 |
3,254 |
21,504 |
+843 |
Total Volume and Open Interest |
138,443 |
604,834 |
+5,498 |
Soybean Meal(CBOT) |
Jul11 |
110607 |
360.10 |
368.00 |
359.50 |
368.00 |
+8.60 |
33,110 |
86,884 |
-1,610 |
Aug11 |
110607 |
359.50 |
365.10 |
359.30 |
364.90 |
+5.90 |
9,589 |
39,207 |
+1,198 |
Sep11 |
110607 |
358.00 |
363.00 |
358.00 |
363.00 |
+5.70 |
2,565 |
19,112 |
-217 |
Oct11 |
110607 |
354.70 |
359.00 |
353.50 |
359.00 |
+6.70 |
1,488 |
17,223 |
+138 |
Dec11 |
110607 |
353.90 |
360.00 |
353.90 |
360.00 |
+6.90 |
8,622 |
50,824 |
-282 |
Jan12 |
110607 |
356.30 |
360.90 |
356.00 |
360.90 |
+7.10 |
935 |
4,786 |
+296 |
Mar12 |
110607 |
356.30 |
361.10 |
353.80 |
361.10 |
+7.30 |
788 |
3,589 |
+151 |
May12 |
110607 |
352.30 |
357.30 |
349.80 |
357.30 |
+7.50 |
1,139 |
5,246 |
+252 |
Total Volume and Open Interest |
58,720 |
231,683 |
-25 |
Soybean Oil(CBOT) |
Jul11 |
110607 |
58.03 |
58.37 |
57.91 |
57.93 |
-0.10 |
45,747 |
143,489 |
-1,019 |
Aug11 |
110607 |
58.23 |
58.62 |
58.15 |
58.18 |
-0.10 |
10,404 |
33,959 |
-1,100 |
Sep11 |
110607 |
58.75 |
58.90 |
58.45 |
58.45 |
-0.11 |
7,973 |
24,497 |
+1,311 |
Oct11 |
110607 |
59.09 |
59.18 |
58.75 |
58.75 |
-0.09 |
1,513 |
15,158 |
-37 |
Dec11 |
110607 |
59.30 |
59.71 |
59.24 |
59.30 |
-0.05 |
12,043 |
94,176 |
+1,727 |
Jan12 |
110607 |
59.83 |
59.90 |
59.52 |
59.56 |
-0.05 |
377 |
9,837 |
+92 |
Mar12 |
110607 |
59.79 |
59.94 |
59.70 |
59.71 |
unch |
449 |
6,035 |
+140 |
May12 |
110607 |
59.86 |
59.92 |
59.68 |
59.71 |
+0.05 |
564 |
5,712 |
+78 |
Total Volume and Open Interest |
79,141 |
336,175 |
+1,236 |
Canola(WCE) |
Jul11 |
110607 |
588.7 |
590.2 |
585.7 |
587.2 |
-1.5 |
10,452 |
63,117 |
-1,518 |
Nov11 |
110607 |
592.0 |
593.0 |
589.9 |
590.7 |
-1.6 |
4,832 |
93,655 |
+437 |
Jan12 |
110607 |
598.9 |
601.2 |
598.2 |
598.7 |
-2.1 |
324 |
10,642 |
+27 |
Mar12 |
110607 |
606.0 |
607.1 |
605.9 |
606.6 |
-2.2 |
494 |
2,564 |
+188 |
May12 |
110607 |
611.8 |
611.8 |
610.6 |
610.6 |
-2.2 |
186 |
1,059 |
+10 |
Total Volume and Open Interest |
16,430 |
173,797 |
-770 |
Corn(CBOT) |
Jul11 |
110607 |
732.00 |
737.75 |
729.25 |
736.50 |
+4.50 |
122,238 |
539,941 |
-11,632 |
Sep11 |
110607 |
711.75 |
718.00 |
710.00 |
717.00 |
+5.50 |
31,584 |
219,522 |
+3,797 |
Dec11 |
110607 |
667.50 |
676.50 |
667.00 |
676.50 |
+9.50 |
58,551 |
477,815 |
-1 |
Mar12 |
110607 |
679.00 |
688.50 |
678.50 |
688.50 |
+10.50 |
6,384 |
82,676 |
-3 |
May12 |
110607 |
686.25 |
696.25 |
685.75 |
696.25 |
+11.00 |
1,731 |
18,862 |
+392 |
Jul12 |
110607 |
693.00 |
702.50 |
692.50 |
702.50 |
+10.50 |
3,527 |
49,022 |
+713 |
Total Volume and Open Interest |
228,917 |
1,454,174 |
-7,057 |
Wheat(CBOT) |
Jul11 |
110607 |
742.75 |
747.00 |
731.25 |
733.75 |
-10.25 |
61,218 |
184,782 |
-6,077 |
Sep11 |
110607 |
790.25 |
794.25 |
779.00 |
780.50 |
-9.75 |
21,125 |
94,541 |
+3,135 |
Dec11 |
110607 |
843.50 |
847.00 |
833.75 |
837.00 |
-6.00 |
18,644 |
97,475 |
+1,487 |
Mar12 |
110607 |
879.25 |
883.00 |
869.75 |
876.25 |
-3.75 |
3,325 |
22,730 |
+268 |
May12 |
110607 |
890.00 |
893.25 |
881.75 |
888.25 |
-5.00 |
651 |
8,533 |
+22 |
Total Volume and Open Interest |
116,879 |
461,795 |
+676 |
Wheat(KCBT) |
Jul11 |
110607 |
891.50 |
894.75 |
873.50 |
874.50 |
-15.50 |
14,628 |
64,158 |
-3,008 |
Sep11 |
110607 |
909.00 |
913.25 |
892.00 |
893.25 |
-15.50 |
6,310 |
49,792 |
+2,012 |
Dec11 |
110607 |
933.00 |
935.75 |
916.25 |
917.75 |
-12.25 |
2,386 |
44,263 |
+214 |
Mar12 |
110607 |
945.00 |
946.75 |
930.50 |
931.75 |
-11.25 |
866 |
7,946 |
+225 |
May12 |
110607 |
940.00 |
941.75 |
932.75 |
932.75 |
-9.25 |
325 |
845 |
-98 |
Total Volume and Open Interest |
26,953 |
179,440 |
-8 |
Wheat(MGE) |
Jul11 |
110607 |
1044.00 |
1045.50 |
982.00 |
984.75 |
-57.25 |
4,467 |
15,695 |
-878 |
Sep11 |
110607 |
963.00 |
965.25 |
943.00 |
950.50 |
-12.25 |
3,597 |
19,738 |
+279 |
Dec11 |
110607 |
965.50 |
968.50 |
939.00 |
953.75 |
-11.75 |
2,058 |
14,695 |
+531 |
Mar12 |
110607 |
976.00 |
978.50 |
960.75 |
968.25 |
-7.75 |
669 |
2,929 |
+60 |
May12 |
110607 |
968.50 |
973.50 |
963.25 |
971.00 |
-3.50 |
260 |
1,026 |
+28 |
Total Volume and Open Interest |
12,505 |
59,311 |
+521 |
Oats(CBOT) |
Jul11 |
110607 |
372.00 |
378.75 |
371.00 |
371.00 |
-1.00 |
454 |
5,866 |
-97 |
Sep11 |
110607 |
381.75 |
383.00 |
377.00 |
377.00 |
-2.25 |
69 |
2,948 |
+0 |
Dec11 |
110607 |
387.50 |
393.00 |
387.50 |
387.50 |
-1.50 |
97 |
3,719 |
+12 |
Mar12 |
110607 |
399.50 |
401.00 |
399.50 |
399.50 |
-1.50 |
1 |
23 |
+1 |
Total Volume and Open Interest |
621 |
12,557 |
-84 |
Rough Rice(CBOT) |
Jul11 |
110607 |
14.75 |
14.98 |
14.71 |
14.77 |
+0.03 |
970 |
11,677 |
-279 |
Sep11 |
110607 |
15.82 |
16.02 |
15.81 |
15.85 |
+0.04 |
308 |
6,257 |
-56 |
Nov11 |
110607 |
16.23 |
16.30 |
16.11 |
16.15 |
+0.03 |
117 |
2,096 |
+56 |
Jan12 |
110607 |
16.60 |
16.60 |
16.40 |
16.47 |
+0.07 |
0 |
252 |
+0 |
Total Volume and Open Interest |
1,395 |
20,583 |
-279 |
Live Cattle(CME) |
Jun11 |
110607 |
102.700 |
103.600 |
102.635 |
103.480 |
+1.080 |
22,823 |
31,928 |
-9,133 |
Aug11 |
110607 |
103.700 |
104.550 |
103.400 |
104.450 |
+1.120 |
28,584 |
143,441 |
+649 |
Oct11 |
110607 |
110.000 |
110.650 |
109.650 |
110.600 |
+1.000 |
11,209 |
79,359 |
+2,036 |
Dec11 |
110607 |
114.000 |
115.080 |
113.850 |
115.000 |
+1.300 |
5,068 |
54,327 |
+301 |
Feb12 |
110607 |
115.385 |
116.700 |
115.350 |
116.650 |
+1.515 |
2,794 |
14,898 |
+609 |
Apr12 |
110607 |
117.400 |
118.400 |
117.400 |
118.350 |
+1.050 |
486 |
7,445 |
+96 |
Total Volume and Open Interest |
71,234 |
333,312 |
-5,218 |
Feeder Cattle(CME) |
Aug11 |
110607 |
124.400 |
125.285 |
124.135 |
125.135 |
+1.035 |
2,221 |
21,671 |
+5 |
Sep11 |
110607 |
125.330 |
126.450 |
125.330 |
126.385 |
+1.205 |
923 |
5,864 |
+215 |
Oct11 |
110607 |
126.535 |
127.500 |
126.350 |
127.250 |
+1.000 |
605 |
4,679 |
+124 |
Nov11 |
110607 |
127.550 |
128.450 |
127.550 |
128.450 |
+1.100 |
151 |
2,046 |
+39 |
Jan12 |
110607 |
127.800 |
128.500 |
127.800 |
128.250 |
+1.050 |
109 |
1,051 |
+49 |
Mar12 |
110607 |
127.150 |
127.500 |
127.150 |
127.500 |
+0.100 |
6 |
67 |
+4 |
Apr12 |
110607 |
127.000 |
127.000 |
127.000 |
127.000 |
+0.500 |
1 |
13 |
+0 |
Total Volume and Open Interest |
4,022 |
35,398 |
+442 |
Lean Hogs(CME) |
Jun11 |
110607 |
88.850 |
90.330 |
88.750 |
89.635 |
-0.065 |
5,601 |
14,245 |
-1,163 |
Jul11 |
110607 |
86.750 |
89.850 |
86.650 |
89.500 |
+1.750 |
11,582 |
60,313 |
-2,003 |
Aug11 |
110607 |
88.200 |
90.850 |
88.000 |
90.300 |
+1.250 |
8,245 |
50,008 |
+18 |
Oct11 |
110607 |
83.000 |
85.830 |
82.800 |
85.330 |
+1.400 |
4,650 |
44,997 |
+1,102 |
Dec11 |
110607 |
81.635 |
84.100 |
81.450 |
84.050 |
+1.665 |
2,126 |
35,704 |
+296 |
Feb12 |
110607 |
83.900 |
86.350 |
83.900 |
86.200 |
+1.620 |
295 |
8,650 |
-8 |
Apr12 |
110607 |
85.535 |
87.430 |
85.535 |
87.230 |
+1.480 |
208 |
4,784 |
-37 |
May12 |
110607 |
90.000 |
91.500 |
90.000 |
91.500 |
+1.300 |
0 |
216 |
+0 |
Total Volume and Open Interest |
32,886 |
221,875 |
-1,677 |
Class III Milk(CME) |
Jun11 |
110607 |
19.02 |
19.09 |
18.80 |
18.87 |
-0.14 |
163 |
4,967 |
-27 |
Jul11 |
110607 |
20.13 |
20.25 |
19.42 |
19.42 |
-0.75 |
667 |
5,293 |
+218 |
Aug11 |
110607 |
19.32 |
19.47 |
18.64 |
18.64 |
-0.75 |
910 |
4,622 |
+105 |
Sep11 |
110607 |
18.72 |
18.86 |
18.09 |
18.12 |
-0.72 |
400 |
4,496 |
+110 |
Oct11 |
110607 |
18.18 |
18.18 |
17.55 |
17.70 |
-0.53 |
121 |
3,549 |
+30 |
Total Volume and Open Interest |
2,643 |
32,828 |
-4,725 |
Cocoa(ICE) |
Jul11 |
110607 |
2863 |
2954 |
2863 |
2891 |
+28 |
12,462 |
41,355 |
-9,746 |
Sep11 |
110607 |
2881 |
2964 |
2879 |
2901 |
+22 |
8,976 |
50,193 |
+4,522 |
Dec11 |
110607 |
2910 |
2988 |
2910 |
2934 |
+27 |
1,650 |
29,419 |
+429 |
Mar12 |
110607 |
3002 |
3043 |
2991 |
2991 |
+24 |
368 |
24,486 |
+47 |
May12 |
110607 |
3000 |
3043 |
2989 |
2989 |
+24 |
107 |
7,664 |
+4 |
Jul12 |
110607 |
3040 |
3040 |
2987 |
2987 |
+23 |
56 |
2,772 |
+17 |
Sep12 |
110607 |
3020 |
3020 |
2985 |
2985 |
+24 |
17 |
2,726 |
+0 |
Total Volume and Open Interest |
23,864 |
163,811 |
-4,705 |
Coffee "C"(ICE) |
Jul11 |
110607 |
260.00 |
265.50 |
260.00 |
263.00 |
+2.50 |
19,647 |
44,399 |
-133 |
Sep11 |
110607 |
263.00 |
268.90 |
263.00 |
266.40 |
+2.60 |
8,097 |
37,148 |
+1,583 |
Dec11 |
110607 |
267.70 |
273.20 |
267.70 |
270.90 |
+2.65 |
3,252 |
24,501 |
+176 |
Mar12 |
110607 |
270.45 |
274.85 |
270.45 |
273.55 |
+3.10 |
364 |
5,535 |
-33 |
May12 |
110607 |
273.90 |
275.85 |
272.05 |
274.75 |
+3.05 |
174 |
3,211 |
+38 |
Jul12 |
110607 |
271.50 |
274.70 |
271.50 |
273.55 |
+2.40 |
49 |
997 |
+19 |
Total Volume and Open Interest |
31,761 |
117,772 |
+1,715 |
Orange Juice(ICE) |
Jul11 |
110607 |
186.50 |
186.95 |
183.15 |
184.00 |
-2.05 |
843 |
24,299 |
-485 |
Sep11 |
110607 |
181.50 |
183.00 |
179.50 |
180.15 |
-1.65 |
714 |
7,506 |
+583 |
Nov11 |
110607 |
174.30 |
175.45 |
173.00 |
173.70 |
-0.95 |
203 |
2,623 |
+139 |
Jan12 |
110607 |
170.35 |
170.75 |
169.95 |
170.05 |
-0.60 |
18 |
404 |
+15 |
Mar12 |
110607 |
168.30 |
168.30 |
168.30 |
168.30 |
-0.40 |
0 |
134 |
+0 |
May12 |
110607 |
166.30 |
166.30 |
166.30 |
166.30 |
-0.40 |
0 |
80 |
+0 |
Total Volume and Open Interest |
1,778 |
35,110 |
+252 |
Sugar #11(ICE) |
Jul11 |
110607 |
23.70 |
24.49 |
23.66 |
24.35 |
+0.76 |
74,111 |
234,585 |
-3,740 |
Oct11 |
110607 |
23.26 |
23.68 |
23.23 |
23.50 |
+0.25 |
47,482 |
192,850 |
+8,417 |
Mar12 |
110607 |
23.42 |
23.68 |
23.36 |
23.58 |
+0.16 |
14,990 |
94,562 |
+1,551 |
May12 |
110607 |
23.18 |
23.38 |
23.09 |
23.35 |
+0.18 |
4,895 |
28,820 |
-124 |
Jul12 |
110607 |
23.00 |
23.23 |
22.93 |
23.19 |
+0.16 |
14,482 |
33,389 |
+616 |
Total Volume and Open Interest |
159,675 |
634,731 |
+7,984 |
London Cocoa(LCE) |
Jul11 |
110607 |
1769 |
1808 |
1768 |
1781 |
+9 |
5,288 |
76,369 |
-325 |
Sep11 |
110607 |
1790 |
1826 |
1790 |
1802 |
+9 |
5,743 |
38,480 |
-94 |
Dec11 |
110607 |
1822 |
1856 |
1822 |
1831 |
+9 |
1,825 |
34,036 |
+317 |
Mar12 |
110607 |
1841 |
1876 |
1841 |
1853 |
+10 |
3,027 |
38,524 |
+1,187 |
May12 |
110607 |
1862 |
1875 |
1862 |
1868 |
+10 |
109 |
9,703 |
+63 |
Jul12 |
110607 |
1885 |
1885 |
1875 |
1875 |
+9 |
45 |
4,366 |
+18 |
Sep12 |
110607 |
1895 |
1895 |
1880 |
1880 |
+6 |
58 |
3,198 |
+35 |
Total Volume and Open Interest |
16,212 |
212,562 |
+1,318 |
London Sugar(LCE) |
Aug11 |
110607 |
696.20 |
702.60 |
689.00 |
694.20 |
-2.00 |
3,253 |
25,728 |
-163 |
Oct11 |
110607 |
639.00 |
642.90 |
631.80 |
635.30 |
-3.70 |
1,781 |
12,004 |
+450 |
Dec11 |
110607 |
626.50 |
628.70 |
619.70 |
623.30 |
-3.20 |
587 |
5,127 |
+60 |
Mar12 |
110607 |
611.80 |
615.90 |
608.50 |
612.50 |
-1.60 |
486 |
4,016 |
+180 |
May12 |
110607 |
604.70 |
607.60 |
602.00 |
605.70 |
+0.60 |
80 |
1,882 |
+17 |
Total Volume and Open Interest |
6,253 |
51,148 |
+602 |
Cotton(ICE) |
Jul11 |
110607 |
155.00 |
156.00 |
148.63 |
148.63 |
-7.00 |
12,984 |
57,322 |
-2,893 |
Oct11 |
110607 |
145.80 |
146.00 |
138.83 |
138.83 |
-7.00 |
8 |
452 |
+2 |
Dec11 |
110607 |
135.78 |
137.28 |
129.93 |
129.93 |
-7.00 |
10,398 |
80,196 |
+2,824 |
Mar12 |
110607 |
127.57 |
128.89 |
121.29 |
122.12 |
-5.87 |
803 |
11,608 |
+312 |
May12 |
110607 |
119.00 |
120.31 |
114.25 |
115.01 |
-5.20 |
168 |
3,050 |
+86 |
Jul12 |
110607 |
113.81 |
114.00 |
108.28 |
108.82 |
-4.82 |
139 |
5,763 |
+135 |
Total Volume and Open Interest |
24,507 |
161,193 |
+468 |
Lumber(CME) |
Jul11 |
110607 |
224.0 |
232.4 |
222.5 |
228.5 |
+6.0 |
680 |
5,170 |
-163 |
Sep11 |
110607 |
246.8 |
251.9 |
243.6 |
244.1 |
+2.2 |
390 |
5,008 |
+82 |
Nov11 |
110607 |
257.9 |
258.0 |
251.0 |
251.0 |
+3.0 |
270 |
925 |
+160 |
Jan12 |
110607 |
270.0 |
270.0 |
267.0 |
267.5 |
+3.5 |
2 |
58 |
+2 |
Total Volume and Open Interest |
1,342 |
11,167 |
+81 |
Crude Oil(NYM) |
Jul11 |
110607 |
98.82 |
99.75 |
97.74 |
99.09 |
+0.08 |
351,309 |
328,205 |
-9,927 |
Aug11 |
110607 |
99.38 |
100.30 |
98.35 |
99.69 |
+0.09 |
95,875 |
114,535 |
+3,843 |
Sep11 |
110607 |
99.95 |
100.81 |
98.90 |
100.23 |
+0.12 |
61,075 |
119,776 |
+5,144 |
Oct11 |
110607 |
100.31 |
101.22 |
99.40 |
100.71 |
+0.15 |
22,916 |
51,544 |
-600 |
Nov11 |
110607 |
100.50 |
101.67 |
99.76 |
101.15 |
+0.19 |
10,905 |
35,148 |
-134 |
Dec11 |
110607 |
101.05 |
102.06 |
100.17 |
101.51 |
+0.20 |
57,823 |
183,425 |
-5,256 |
Jan12 |
110607 |
100.93 |
102.32 |
100.50 |
101.76 |
+0.21 |
7,971 |
43,490 |
+44 |
Feb12 |
110607 |
101.18 |
102.50 |
100.69 |
101.99 |
+0.24 |
6,836 |
22,482 |
+551 |
Mar12 |
110607 |
101.41 |
102.60 |
100.90 |
102.21 |
+0.27 |
9,088 |
29,094 |
+1,635 |
Apr12 |
110607 |
102.08 |
102.84 |
101.23 |
102.42 |
+0.29 |
4,519 |
16,618 |
+957 |
May12 |
110607 |
102.42 |
102.96 |
101.57 |
102.64 |
+0.32 |
2,693 |
16,786 |
+27 |
Jun12 |
110607 |
102.23 |
103.24 |
101.50 |
102.86 |
+0.35 |
20,948 |
75,247 |
-1,634 |
Jul12 |
110607 |
101.83 |
103.03 |
101.83 |
103.03 |
+0.39 |
12,464 |
28,739 |
+1,930 |
Aug12 |
110607 |
103.08 |
103.08 |
103.08 |
103.08 |
+0.47 |
1,900 |
15,173 |
-351 |
Sep12 |
110607 |
103.15 |
103.37 |
103.11 |
103.11 |
+0.53 |
971 |
13,373 |
-70 |
Oct12 |
110607 |
103.15 |
103.15 |
103.15 |
103.15 |
+0.59 |
288 |
9,106 |
+14 |
Total Volume and Open Interest |
695,622 |
1,512,379 |
-2,840 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110607 |
98.775 |
99.750 |
97.725 |
99.100 |
+0.100 |
8,386 |
3,199 |
+34 |
Aug11 |
110607 |
99.275 |
100.275 |
98.350 |
99.700 |
+0.100 |
410 |
833 |
+8 |
Sep11 |
110607 |
99.825 |
100.375 |
99.150 |
100.225 |
+0.125 |
45 |
392 |
-14 |
Oct11 |
110607 |
99.825 |
100.700 |
99.825 |
100.700 |
+0.150 |
0 |
113 |
+0 |
Nov11 |
110607 |
101.150 |
101.150 |
101.150 |
101.150 |
+0.200 |
2 |
17 |
-2 |
Dec11 |
110607 |
101.325 |
101.500 |
100.500 |
101.500 |
+0.200 |
21 |
286 |
-3 |
Jan12 |
110607 |
101.750 |
101.750 |
101.750 |
101.750 |
+0.200 |
1 |
9 |
+0 |
Feb12 |
110607 |
102.000 |
102.000 |
102.000 |
102.000 |
+0.250 |
0 |
3 |
+0 |
Mar12 |
110607 |
102.200 |
102.200 |
102.200 |
102.200 |
+0.250 |
1 |
9 |
+1 |
Total Volume and Open Interest |
8,876 |
4,985 |
+26 |
Heating Oil(NYM) |
Jul11 |
110607 |
301.65 |
309.50 |
300.15 |
307.70 |
+5.96 |
55,130 |
100,688 |
-1,478 |
Aug11 |
110607 |
302.25 |
310.82 |
301.73 |
309.12 |
+5.92 |
22,349 |
45,336 |
+2,724 |
Sep11 |
110607 |
305.12 |
312.41 |
304.89 |
310.93 |
+5.91 |
11,934 |
36,446 |
+2,493 |
Oct11 |
110607 |
307.16 |
314.15 |
307.04 |
312.71 |
+5.94 |
6,459 |
17,509 |
+1,084 |
Nov11 |
110607 |
307.76 |
314.51 |
307.76 |
314.35 |
+6.03 |
3,397 |
15,124 |
+683 |
Dec11 |
110607 |
308.50 |
317.39 |
308.26 |
315.83 |
+6.08 |
8,825 |
35,726 |
+483 |
Jan12 |
110607 |
312.78 |
317.35 |
312.76 |
317.35 |
+6.14 |
2,223 |
16,361 |
+380 |
Feb12 |
110607 |
313.25 |
317.57 |
313.25 |
317.57 |
+6.19 |
696 |
6,056 |
+162 |
Mar12 |
110607 |
309.00 |
316.48 |
309.00 |
316.48 |
+6.18 |
351 |
4,208 |
+88 |
Apr12 |
110607 |
309.95 |
314.17 |
309.75 |
314.17 |
+6.15 |
497 |
1,929 |
+14 |
May12 |
110607 |
307.75 |
312.01 |
307.75 |
312.01 |
+6.12 |
640 |
1,808 |
+85 |
Jun12 |
110607 |
304.61 |
310.55 |
304.61 |
310.55 |
+6.16 |
1,307 |
18,382 |
+296 |
Total Volume and Open Interest |
114,543 |
310,558 |
+7,466 |
Gasoline(NYMEX) |
Jul11 |
110607 |
294.85 |
300.22 |
292.84 |
299.19 |
+4.20 |
43,205 |
86,071 |
+471 |
Aug11 |
110607 |
291.61 |
298.47 |
290.73 |
297.52 |
+4.85 |
21,739 |
40,956 |
+570 |
Sep11 |
110607 |
289.16 |
296.74 |
289.16 |
295.93 |
+5.10 |
12,152 |
36,198 |
+793 |
Oct11 |
110607 |
277.78 |
285.10 |
277.59 |
284.36 |
+5.35 |
6,418 |
21,450 |
+132 |
Nov11 |
110607 |
278.77 |
282.40 |
276.95 |
282.00 |
+5.55 |
2,268 |
12,595 |
+35 |
Dec11 |
110607 |
273.95 |
281.50 |
273.95 |
280.94 |
+5.59 |
2,760 |
25,880 |
+261 |
Jan12 |
110607 |
274.68 |
282.13 |
274.68 |
281.56 |
+5.58 |
1,008 |
7,182 |
+309 |
Feb12 |
110607 |
283.24 |
283.24 |
283.24 |
283.24 |
+5.59 |
154 |
4,165 |
+36 |
Mar12 |
110607 |
285.03 |
285.03 |
285.03 |
285.03 |
+5.60 |
58 |
4,400 |
-19 |
Apr12 |
110607 |
296.99 |
297.17 |
296.85 |
296.85 |
+5.68 |
0 |
4,085 |
+0 |
Total Volume and Open Interest |
90,093 |
258,731 |
+2,596 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110607 |
294.00 |
299.20 |
294.00 |
299.20 |
+4.20 |
0 |
3 |
+0 |
Aug11 |
110607 |
297.50 |
297.52 |
297.50 |
297.50 |
+4.80 |
0 |
1 |
+0 |
Sep11 |
110607 |
295.90 |
295.93 |
295.90 |
295.90 |
+5.10 |
|
|
|
Oct11 |
110607 |
284.40 |
284.40 |
284.36 |
284.40 |
+5.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jul11 |
110607 |
4.823 |
4.854 |
4.764 |
4.831 |
+0.004 |
100,399 |
219,009 |
-806 |
Aug11 |
110607 |
4.858 |
4.885 |
4.800 |
4.858 |
+0.001 |
30,672 |
81,246 |
-925 |
Sep11 |
110607 |
4.877 |
4.896 |
4.819 |
4.877 |
+0.008 |
37,762 |
116,520 |
+810 |
Oct11 |
110607 |
4.904 |
4.917 |
4.842 |
4.905 |
+0.012 |
37,997 |
113,042 |
+3,351 |
Nov11 |
110607 |
5.000 |
5.017 |
4.945 |
5.014 |
+0.021 |
17,717 |
65,414 |
+2,971 |
Dec11 |
110607 |
5.186 |
5.198 |
5.128 |
5.192 |
+0.016 |
11,348 |
45,616 |
+2,205 |
Jan12 |
110607 |
5.279 |
5.285 |
5.228 |
5.285 |
+0.010 |
12,609 |
90,819 |
-250 |
Feb12 |
110607 |
5.260 |
5.267 |
5.220 |
5.267 |
+0.011 |
1,391 |
20,005 |
+255 |
Mar12 |
110607 |
5.193 |
5.200 |
5.150 |
5.199 |
+0.013 |
4,430 |
38,213 |
+425 |
Apr12 |
110607 |
4.993 |
5.026 |
4.981 |
5.026 |
+0.015 |
5,582 |
40,754 |
-86 |
May12 |
110607 |
5.030 |
5.032 |
4.992 |
5.032 |
+0.015 |
916 |
9,147 |
-9 |
Jun12 |
110607 |
5.018 |
5.057 |
5.018 |
5.057 |
+0.015 |
1,117 |
10,117 |
-24 |
Jul12 |
110607 |
5.066 |
5.097 |
5.055 |
5.097 |
+0.013 |
983 |
6,690 |
+405 |
Aug12 |
110607 |
5.110 |
5.124 |
5.080 |
5.124 |
+0.013 |
212 |
5,950 |
+49 |
Sep12 |
110607 |
5.130 |
5.133 |
5.107 |
5.133 |
+0.013 |
378 |
5,988 |
+186 |
Oct12 |
110607 |
5.141 |
5.178 |
5.139 |
5.178 |
+0.013 |
1,892 |
17,486 |
+649 |
Total Volume and Open Interest |
268,146 |
957,420 |
+9,354 |
Brent Crude Oil(ICE) |
Jul11 |
110607 |
114.30 |
117.43 |
113.80 |
116.78 |
+2.30 |
194,131 |
194,056 |
-8,100 |
Aug11 |
110607 |
114.08 |
116.98 |
113.45 |
116.34 |
+2.26 |
85,856 |
148,376 |
+1,508 |
Sep11 |
110607 |
113.63 |
116.45 |
112.97 |
115.81 |
+2.18 |
41,003 |
93,304 |
+4,691 |
Oct11 |
110607 |
113.03 |
115.85 |
112.68 |
115.41 |
+2.14 |
21,486 |
60,244 |
+2,366 |
Nov11 |
110607 |
112.53 |
115.78 |
112.44 |
115.13 |
+2.11 |
12,177 |
31,605 |
+1,295 |
Dec11 |
110607 |
112.29 |
115.53 |
112.20 |
114.88 |
+2.11 |
39,335 |
87,513 |
-4,154 |
Jan12 |
110607 |
112.94 |
115.10 |
112.20 |
114.69 |
+2.10 |
2,359 |
20,596 |
+166 |
Feb12 |
110607 |
112.71 |
114.80 |
111.98 |
114.47 |
+2.09 |
2,541 |
19,790 |
+546 |
Mar12 |
110607 |
112.50 |
114.59 |
111.77 |
114.26 |
+2.07 |
3,274 |
30,373 |
-332 |
Apr12 |
110607 |
114.02 |
114.02 |
114.02 |
114.02 |
+2.06 |
1,871 |
8,265 |
+4 |
May12 |
110607 |
113.79 |
113.79 |
113.79 |
113.79 |
+2.05 |
1,337 |
5,486 |
+160 |
Jun12 |
110607 |
111.64 |
113.86 |
111.07 |
113.56 |
+2.03 |
9,073 |
36,177 |
+810 |
Jul12 |
110607 |
113.35 |
113.35 |
113.35 |
113.35 |
+2.01 |
4,019 |
5,616 |
+1,393 |
Aug12 |
110607 |
113.12 |
113.12 |
113.12 |
113.12 |
+1.99 |
1,566 |
3,052 |
+485 |
Total Volume and Open Interest |
430,499 |
873,573 |
+1,923 |
Gas Oil(ICE) |
Jun11 |
110607 |
946.75 |
970.00 |
943.00 |
954.50 |
+4.50 |
37,827 |
91,061 |
-1,322 |
Jul11 |
110607 |
953.50 |
974.00 |
946.50 |
958.25 |
+4.75 |
92,476 |
110,902 |
-3,209 |
Aug11 |
110607 |
952.00 |
977.50 |
950.25 |
961.75 |
+5.00 |
32,739 |
64,872 |
+1,897 |
Sep11 |
110607 |
958.00 |
979.00 |
953.50 |
965.00 |
+5.00 |
10,608 |
47,802 |
+627 |
Oct11 |
110607 |
959.75 |
972.50 |
955.75 |
967.25 |
+5.25 |
4,286 |
29,480 |
-279 |
Nov11 |
110607 |
960.75 |
975.00 |
957.00 |
968.50 |
+5.50 |
1,912 |
25,050 |
-725 |
Dec11 |
110607 |
962.50 |
985.00 |
958.75 |
970.00 |
+5.50 |
12,202 |
58,793 |
+1,136 |
Jan12 |
110607 |
964.25 |
973.00 |
964.25 |
972.50 |
+5.50 |
2,069 |
24,489 |
+101 |
Feb12 |
110607 |
964.75 |
975.50 |
964.75 |
973.00 |
+5.75 |
724 |
7,077 |
-154 |
Mar12 |
110607 |
964.25 |
982.50 |
964.25 |
972.50 |
+5.75 |
537 |
7,132 |
-55 |
Total Volume and Open Interest |
199,914 |
562,211 |
-1,263 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110607 |
2.611 |
2.625 |
2.605 |
2.622 |
+0.022 |
125 |
1,311 |
+27 |
Aug11 |
110607 |
2.620 |
2.630 |
2.611 |
2.623 |
+0.012 |
106 |
1,396 |
-4 |
Sep11 |
110607 |
2.585 |
2.590 |
2.575 |
2.587 |
+0.022 |
104 |
1,214 |
+9 |
Oct11 |
110607 |
2.492 |
2.503 |
2.490 |
2.498 |
+0.027 |
61 |
967 |
+34 |
Nov11 |
110607 |
2.436 |
2.436 |
2.436 |
2.436 |
+0.016 |
88 |
836 |
+29 |
Dec11 |
110607 |
2.423 |
2.436 |
2.416 |
2.427 |
+0.031 |
51 |
1,172 |
+15 |
Jan12 |
110607 |
2.400 |
2.415 |
2.392 |
2.407 |
+0.032 |
40 |
630 |
+26 |
Total Volume and Open Interest |
651 |
8,432 |
+11 |
WTI Crude Oil(ICE |
Jul11 |
110607 |
98.77 |
99.76 |
97.75 |
99.09 |
+0.08 |
74,024 |
90,129 |
-2,005 |
Aug11 |
110607 |
99.13 |
100.30 |
98.40 |
99.69 |
+0.09 |
24,325 |
38,205 |
-593 |
Sep11 |
110607 |
99.57 |
100.73 |
98.94 |
100.23 |
+0.12 |
14,969 |
36,935 |
+21 |
Oct11 |
110607 |
100.00 |
101.22 |
99.41 |
100.71 |
+0.15 |
9,258 |
19,809 |
-844 |
Nov11 |
110607 |
100.38 |
101.52 |
99.82 |
101.15 |
+0.19 |
5,523 |
14,609 |
+111 |
Dec11 |
110607 |
100.90 |
102.00 |
100.16 |
101.51 |
+0.20 |
24,492 |
83,588 |
-357 |
Jan12 |
110607 |
101.38 |
101.99 |
100.68 |
101.76 |
+0.21 |
2,087 |
12,143 |
+397 |
Feb12 |
110607 |
101.59 |
102.21 |
100.94 |
101.99 |
+0.24 |
1,055 |
4,305 |
+128 |
Mar12 |
110607 |
101.63 |
102.34 |
100.96 |
102.21 |
+0.27 |
1,201 |
12,114 |
+28 |
Apr12 |
110607 |
102.42 |
102.42 |
102.42 |
102.42 |
+0.29 |
661 |
4,068 |
+16 |
May12 |
110607 |
102.64 |
102.64 |
102.64 |
102.64 |
+0.32 |
1,303 |
2,868 |
+11 |
Jun12 |
110607 |
102.77 |
103.00 |
101.60 |
102.86 |
+0.35 |
4,395 |
26,102 |
+326 |
Jul12 |
110607 |
103.03 |
103.03 |
103.03 |
103.03 |
+0.39 |
1,448 |
3,668 |
+847 |
Aug12 |
110607 |
103.08 |
103.08 |
103.08 |
103.08 |
+0.47 |
25 |
884 |
-12 |
Sep12 |
110607 |
103.11 |
103.11 |
103.11 |
103.11 |
+0.53 |
14 |
4,300 |
+0 |
Oct12 |
110607 |
103.15 |
103.15 |
103.15 |
103.15 |
+0.59 |
0 |
511 |
+0 |
Total Volume and Open Interest |
170,674 |
459,453 |
-2,120 |
US Dollar Index(ICE) |
Jun11 |
110607 |
73.955 |
74.065 |
73.515 |
73.527 |
-0.473 |
35,286 |
56,930 |
-77 |
Sep11 |
110607 |
74.345 |
74.445 |
73.880 |
73.897 |
-0.473 |
2,121 |
3,190 |
+520 |
Dec11 |
110607 |
74.363 |
74.363 |
74.363 |
74.363 |
-0.472 |
2 |
4 |
+2 |
Total Volume and Open Interest |
37,409 |
60,125 |
+445 |
Australian Dollar(CME) |
Jun11 |
110607 |
107.21 |
107.47 |
106.64 |
107.27 |
+0.27 |
165,195 |
108,416 |
-5,454 |
Sep11 |
110607 |
105.82 |
106.10 |
105.32 |
105.94 |
+0.29 |
12,245 |
9,730 |
+5,274 |
Dec11 |
110607 |
104.62 |
104.70 |
104.39 |
104.70 |
+0.31 |
6 |
70 |
-6 |
Total Volume and Open Interest |
177,446 |
118,218 |
-186 |
British Pound(CME) |
Jun11 |
110607 |
163.51 |
164.73 |
163.23 |
164.50 |
+1.00 |
109,334 |
103,823 |
-2,835 |
Sep11 |
110607 |
163.28 |
164.51 |
163.03 |
164.29 |
+1.00 |
3,089 |
3,971 |
+2,038 |
Dec11 |
110607 |
163.16 |
164.15 |
163.07 |
164.07 |
+1.00 |
12 |
36 |
-5 |
Total Volume and Open Interest |
112,435 |
107,838 |
-802 |
Canadian Dollar(CME) |
Jun11 |
110607 |
101.97 |
102.74 |
101.92 |
102.68 |
+0.75 |
119,834 |
106,735 |
-464 |
Sep11 |
110607 |
101.71 |
102.49 |
101.68 |
102.43 |
+0.75 |
6,732 |
18,646 |
+2,476 |
Dec11 |
110607 |
101.63 |
102.25 |
101.45 |
102.21 |
+0.76 |
148 |
3,328 |
+52 |
Mar12 |
110607 |
101.94 |
101.94 |
101.17 |
101.94 |
+0.77 |
17 |
412 |
+10 |
Total Volume and Open Interest |
126,741 |
129,453 |
+2,084 |
Japanese Yen(CME) |
Jun11 |
110607 |
124.86 |
125.12 |
124.48 |
124.83 |
-0.08 |
138,658 |
93,913 |
+2,167 |
Sep11 |
110607 |
124.92 |
125.14 |
124.55 |
124.88 |
-0.09 |
5,882 |
6,883 |
+1,130 |
Dec11 |
110607 |
125.18 |
125.18 |
124.97 |
124.97 |
-0.09 |
2 |
244 |
+1 |
Total Volume and Open Interest |
144,542 |
101,051 |
+3,298 |
Swiss Franc(CME) |
Jun11 |
110607 |
119.76 |
120.10 |
119.17 |
119.41 |
-0.11 |
50,175 |
65,881 |
-1,934 |
Sep11 |
110607 |
119.84 |
120.17 |
119.25 |
119.48 |
-0.12 |
6,239 |
5,301 |
+2,679 |
Dec11 |
110607 |
119.90 |
119.90 |
119.55 |
119.55 |
-0.13 |
73 |
41 |
+24 |
Total Volume and Open Interest |
56,487 |
71,226 |
+769 |
EuroFX(CME) |
Jun11 |
110607 |
145.79 |
146.95 |
145.62 |
146.92 |
+1.07 |
364,897 |
254,558 |
-2,220 |
Sep11 |
110607 |
145.41 |
146.52 |
145.20 |
146.49 |
+1.06 |
19,338 |
21,124 |
+7,107 |
Dec11 |
110607 |
146.10 |
146.10 |
145.00 |
146.04 |
+1.04 |
7 |
164 |
-4 |
Total Volume and Open Interest |
384,242 |
276,229 |
+4,883 |
Mexican Peso(CME) |
Jun11 |
110607 |
850.8 |
855.0 |
848.5 |
852.8 |
+2.0 |
46,141 |
129,673 |
-3,598 |
Jul11 |
110607 |
851.5 |
851.5 |
849.8 |
851.5 |
+1.8 |
|
|
|
Total Volume and Open Interest |
55,371 |
144,570 |
+3,282 |
30-Year T-Bonds(CBOT) |
Jun11 |
110531 |
125~260 |
126~090 |
125~110 |
126~050 |
+0~090 |
370,649 |
125,465 |
-108,773 |
Sep11 |
110607 |
125~000 |
125~080 |
124~100 |
124~290 |
-0~040 |
406,458 |
666,001 |
-1,983 |
Dec11 |
110607 |
123~130 |
123~180 |
123~120 |
123~140 |
-0~040 |
16 |
58 |
+10 |
Total Volume and Open Interest |
429,655 |
715,182 |
-9,859 |
10-Year T-Notes(CBOT) |
Jun11 |
110607 |
124~240 |
124~290 |
124~100 |
124~210 |
-0~030 |
88,311 |
110,747 |
-28,390 |
Sep11 |
110607 |
123~125 |
123~165 |
122~290 |
123~085 |
-0~025 |
1,607,010 |
1,715,184 |
+39,716 |
Dec11 |
110607 |
121~205 |
122~110 |
121~205 |
121~310 |
-0~120 |
1 |
13 |
+0 |
Total Volume and Open Interest |
1,695,322 |
1,825,944 |
+11,326 |
5-Year T-Notes(CBOT) |
Jun11 |
110531 |
120~025 |
120~044 |
119~120 |
120~036 |
+0~019 |
765,609 |
270,565 |
-196,975 |
Sep11 |
110607 |
119~082 |
119~108 |
119~052 |
119~087 |
+0~008 |
732,678 |
1,414,811 |
+21,929 |
Dec11 |
110607 |
118~111 |
118~111 |
118~103 |
118~111 |
+0~008 |
|
|
|
Total Volume and Open Interest |
796,146 |
1,514,231 |
+7,536 |
2 Year T-Notes(CBOT) |
Jun11 |
110607 |
110~000 |
110~010 |
109~127 |
110~007 |
+0~005 |
31,287 |
46,764 |
-13,624 |
Sep11 |
110607 |
109~090 |
109~101 |
109~086 |
109~097 |
+0~007 |
255,103 |
1,014,885 |
+10,615 |
Dec11 |
110607 |
109~041 |
109~041 |
109~034 |
109~041 |
+0~007 |
0 |
20 |
+0 |
Total Volume and Open Interest |
286,390 |
1,061,669 |
-3,009 |
Eurodollars(CME) |
Jun11 |
110607 |
99.743 |
99.745 |
99.743 |
99.743 |
+0.003 |
88,818 |
900,369 |
-2,201 |
Sep11 |
110607 |
99.665 |
99.670 |
99.660 |
99.665 |
unch |
218,130 |
1,193,067 |
-69 |
Dec11 |
110607 |
99.605 |
99.615 |
99.600 |
99.605 |
unch |
229,473 |
1,556,392 |
+11,331 |
Mar12 |
110607 |
99.535 |
99.545 |
99.525 |
99.535 |
unch |
315,720 |
1,699,756 |
+10,356 |
Jun12 |
110607 |
99.410 |
99.435 |
99.395 |
99.415 |
+0.005 |
364,185 |
1,542,290 |
+25,931 |
Sep12 |
110607 |
99.225 |
99.270 |
99.200 |
99.240 |
+0.015 |
339,456 |
825,560 |
-8,247 |
Dec12 |
110607 |
98.995 |
99.055 |
98.970 |
99.020 |
+0.025 |
278,760 |
612,568 |
+7,961 |
Mar13 |
110607 |
98.760 |
98.830 |
98.740 |
98.795 |
+0.030 |
239,406 |
440,425 |
+9,637 |
Jun13 |
110607 |
98.515 |
98.590 |
98.495 |
98.545 |
+0.025 |
219,131 |
321,051 |
+25,106 |
Sep13 |
110607 |
98.260 |
98.335 |
98.235 |
98.290 |
+0.020 |
159,953 |
248,704 |
+6,941 |
Dec13 |
110607 |
98.005 |
98.075 |
97.975 |
98.025 |
+0.020 |
112,305 |
208,371 |
+4,086 |
Mar14 |
110607 |
97.760 |
97.825 |
97.720 |
97.780 |
+0.020 |
96,937 |
196,503 |
+6,495 |
Jun14 |
110607 |
97.515 |
97.580 |
97.465 |
97.535 |
+0.020 |
31,772 |
111,268 |
+1,159 |
Sep14 |
110607 |
97.270 |
97.335 |
97.220 |
97.295 |
+0.020 |
21,932 |
65,977 |
+263 |
Dec14 |
110607 |
97.025 |
97.080 |
96.965 |
97.045 |
+0.020 |
14,619 |
70,584 |
+649 |
Mar15 |
110607 |
96.810 |
96.860 |
96.745 |
96.830 |
+0.020 |
25,147 |
59,927 |
+6,763 |
Jun15 |
110607 |
4.840 |
4.890 |
4.775 |
4.860 |
+0.015 |
9,826 |
49,297 |
+1,149 |
Sep15 |
110607 |
4.640 |
4.685 |
4.565 |
4.655 |
+0.010 |
9,739 |
44,836 |
+432 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jun11 |
110607 |
99.897 |
99.900 |
99.895 |
99.897 |
unch |
3,626 |
61,464 |
+448 |
Jul11 |
110607 |
99.895 |
99.900 |
99.890 |
99.895 |
unch |
1,989 |
53,034 |
+326 |
Aug11 |
110607 |
99.885 |
99.885 |
99.880 |
99.885 |
unch |
4,884 |
48,895 |
-1,650 |
Sep11 |
110607 |
99.870 |
99.870 |
99.860 |
99.865 |
unch |
6,268 |
43,007 |
-2,218 |
Oct11 |
110607 |
99.855 |
99.855 |
99.845 |
99.855 |
unch |
8,196 |
52,513 |
-922 |
Nov11 |
110607 |
99.840 |
99.840 |
99.830 |
99.840 |
unch |
8,596 |
53,201 |
-1,035 |
Total Volume and Open Interest |
85,265 |
694,440 |
+5,337 |
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 |
110607 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.007 |
|
|
|
Dec11 |
110607 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.007 |
0 |
75 |
+0 |
Mar12 |
110607 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.007 |
|
|
|
Jun12 |
110607 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
|
|
|
Sep12 |
110607 |
99.595 |
99.595 |
99.595 |
99.595 |
-0.005 |
|
|
|
Dec12 |
110607 |
99.555 |
99.555 |
99.555 |
99.555 |
-0.005 |
|
|
|
Mar13 |
110607 |
99.555 |
99.555 |
99.555 |
99.555 |
-0.005 |
|
|
|
Jun13 |
110607 |
99.510 |
99.510 |
99.510 |
99.510 |
-0.005 |
|
|
|
Sep13 |
110607 |
99.370 |
99.370 |
99.370 |
99.370 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110607 |
99.67 |
99.67 |
99.66 |
99.66 |
-0.01 |
0 |
1,466 |
+0 |
Dec11 |
110607 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
1,957 |
+0 |
Mar12 |
110607 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
4,177 |
+0 |
Jun12 |
110607 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
1,254 |
+0 |
Sep12 |
110607 |
99.60 |
99.60 |
99.60 |
99.60 |
0.00 |
0 |
411 |
+0 |
Dec12 |
110607 |
99.56 |
99.56 |
99.56 |
99.56 |
0.00 |
0 |
24 |
+0 |
Mar13 |
110607 |
99.56 |
99.56 |
99.56 |
99.56 |
0.00 |
0 |
1 |
+0 |
Jun13 |
110607 |
99.51 |
99.51 |
99.51 |
99.51 |
0.00 |
|
|
|
Total Volume and Open Interest |
0 |
15,093 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110607 |
140.95 |
141.03 |
140.71 |
140.71 |
-0.23 |
8,257 |
22,169 |
-1,557 |
Sep11 |
110607 |
140.80 |
140.87 |
140.52 |
140.52 |
-0.26 |
5,648 |
6,587 |
+4,766 |
Dec11 |
110607 |
138.43 |
138.43 |
138.43 |
138.43 |
-0.26 |
0 |
1 |
+0 |
Total Volume and Open Interest |
13,905 |
28,757 |
+3,209 |
Euro-Bund(EUREX) |
Jun11 |
110607 |
125.52 |
125.57 |
124.77 |
124.87 |
-0.57 |
1,526,608 |
608,135 |
-161,242 |
Sep11 |
110607 |
125.21 |
125.25 |
124.37 |
124.48 |
-0.66 |
460,119 |
464,183 |
+141,306 |
Dec11 |
110607 |
123.95 |
123.95 |
123.28 |
123.29 |
-0.68 |
1,463 |
161 |
+161 |
Total Volume and Open Interest |
1,988,190 |
1,072,479 |
-19,775 |
Euro-Bobl(EUREX) |
Jun11 |
110607 |
116.81 |
116.89 |
116.40 |
116.50 |
-0.26 |
901,680 |
524,147 |
-172,933 |
Sep11 |
110607 |
116.29 |
116.38 |
115.86 |
115.94 |
-0.29 |
373,329 |
388,292 |
+105,195 |
Dec11 |
110607 |
114.99 |
114.99 |
114.99 |
114.99 |
-0.42 |
|
|
|
Total Volume and Open Interest |
1,275,009 |
912,439 |
+11,771 |
3-Mth Euribor(EUREX) |
Jun11 |
110607 |
98.530 |
98.530 |
98.515 |
98.515 |
-0.015 |
9 |
4,730 |
-1 |
Sep11 |
110607 |
98.275 |
98.275 |
98.255 |
98.255 |
-0.020 |
5 |
2,349 |
+1 |
Dec11 |
110607 |
98.065 |
98.065 |
98.065 |
98.065 |
-0.035 |
1 |
1,313 |
+1 |
Total Volume and Open Interest |
18 |
11,886 |
+2 |
Long Gilt(LIFFE) |
Jun11 |
110607 |
121~28 |
121~28 |
121~07 |
121~10 |
-0~16 |
2,744 |
30,628 |
-1,680 |
Sep11 |
110607 |
120~18 |
120~20 |
119~30 |
120~01 |
-0~16 |
105,208 |
337,827 |
-2,262 |
Total Volume and Open Interest |
107,952 |
368,455 |
-3,942 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110607 |
99.18 |
99.18 |
99.17 |
99.17 |
unch |
22,895 |
421,523 |
-7,973 |
Sep11 |
110607 |
99.11 |
99.11 |
99.09 |
99.10 |
unch |
30,241 |
429,086 |
-1,961 |
Dec11 |
110607 |
99.00 |
99.02 |
98.98 |
98.99 |
unch |
47,878 |
444,101 |
-5,382 |
Mar12 |
110607 |
98.89 |
98.90 |
98.86 |
98.87 |
unch |
50,065 |
400,164 |
-9,766 |
Jun12 |
110607 |
98.74 |
98.75 |
98.70 |
98.72 |
unch |
52,949 |
341,579 |
+4,194 |
Sep12 |
110607 |
98.56 |
98.58 |
98.52 |
98.54 |
unch |
27,548 |
234,618 |
-2,173 |
Total Volume and Open Interest |
316,196 |
2,891,772 |
-21,757 |
3-Mth Euribor(LIFFE) |
Jun11 |
110607 |
98.530 |
98.530 |
98.505 |
98.515 |
-0.015 |
142,521 |
693,763 |
+11,332 |
Sep11 |
110607 |
98.275 |
98.295 |
98.245 |
98.255 |
-0.020 |
119,302 |
659,015 |
-137 |
Dec11 |
110607 |
98.100 |
98.125 |
98.055 |
98.065 |
-0.035 |
141,347 |
562,916 |
+2,278 |
Total Volume and Open Interest |
973,278 |
3,816,311 |
+45,475 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110607 |
94.95 |
95.03 |
94.94 |
95.01 |
+0.05 |
28,750 |
100,615 |
-3,400 |
Sep11 |
110607 |
94.91 |
95.00 |
94.87 |
94.98 |
+0.07 |
39,139 |
256,115 |
+8,623 |
Dec11 |
110607 |
94.84 |
94.94 |
94.80 |
94.91 |
+0.07 |
18,020 |
171,956 |
+976 |
Mar12 |
110607 |
94.79 |
94.90 |
94.76 |
94.86 |
+0.06 |
6,936 |
98,716 |
+623 |
Jun12 |
110607 |
94.77 |
94.87 |
94.75 |
94.83 |
+0.06 |
2,634 |
60,396 |
+164 |
Sep12 |
110607 |
94.72 |
94.82 |
94.71 |
94.79 |
+0.05 |
2,606 |
52,794 |
+760 |
Dec12 |
110607 |
94.69 |
94.78 |
94.67 |
94.75 |
+0.05 |
1,399 |
32,875 |
+566 |
Mar13 |
110607 |
94.65 |
94.74 |
94.64 |
94.72 |
+0.04 |
1,129 |
22,097 |
-281 |
Jun13 |
110607 |
94.62 |
94.71 |
94.61 |
94.69 |
+0.05 |
492 |
3,005 |
+209 |
Sep13 |
110607 |
94.58 |
94.68 |
94.58 |
94.66 |
+0.04 |
109 |
1,669 |
+104 |
Total Volume and Open Interest |
101,230 |
801,161 |
+8,359 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110607 |
94.79 |
94.81 |
94.74 |
94.79 |
-0.01 |
44,158 |
418,467 |
-1,657 |
Sep11 |
110607 |
94.77 |
94.79 |
94.77 |
94.78 |
-0.01 |
282 |
310 |
+276 |
Total Volume and Open Interest |
44,440 |
418,777 |
-1,381 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110606 |
95.09 |
95.15 |
95.05 |
95.09 |
unch |
183,315 |
768,868 |
+7,695 |
Sep11 |
110607 |
95.04 |
95.09 |
95.03 |
95.08 |
+0.05 |
0 |
1,594 |
+0 |
Total Volume and Open Interest |
132,304 |
774,463 |
+13,475 |
Gold(CMX) |
Jun11 |
110607 |
1545.0 |
1549.9 |
1537.2 |
1543.3 |
-3.2 |
1,745 |
4,257 |
-1,185 |
Aug11 |
110607 |
1545.0 |
1551.4 |
1537.0 |
1544.0 |
-3.2 |
153,260 |
336,027 |
+4,649 |
Oct11 |
110607 |
1547.2 |
1551.7 |
1538.6 |
1545.2 |
-3.3 |
652 |
10,617 |
-55 |
Dec11 |
110607 |
1548.0 |
1553.0 |
1540.0 |
1546.4 |
-3.3 |
2,576 |
69,767 |
+861 |
Feb12 |
110607 |
1547.6 |
1550.6 |
1541.9 |
1547.6 |
-3.3 |
18 |
8,752 |
+7 |
Apr12 |
110607 |
1550.7 |
1550.7 |
1542.9 |
1548.8 |
-3.3 |
351 |
5,235 |
+36 |
Jun12 |
110607 |
1550.3 |
1550.3 |
1550.3 |
1550.3 |
-3.3 |
15 |
12,862 |
+1 |
Aug12 |
110607 |
1554.0 |
1555.0 |
1552.1 |
1552.1 |
-3.4 |
0 |
4,520 |
+0 |
Oct12 |
110607 |
1554.0 |
1554.0 |
1554.0 |
1554.0 |
-3.5 |
5 |
4,054 |
+0 |
Dec12 |
110607 |
1560.9 |
1560.9 |
1550.0 |
1556.4 |
-3.6 |
8 |
11,870 |
-2 |
Feb13 |
110607 |
1559.4 |
1559.4 |
1559.4 |
1559.4 |
-3.8 |
0 |
255 |
+0 |
Apr13 |
110607 |
1562.6 |
1562.6 |
1562.6 |
1562.6 |
-4.1 |
|
|
|
Total Volume and Open Interest |
160,381 |
507,822 |
+4,311 |
Silver(CMX) |
Jul11 |
110607 |
3676.0 |
3752.0 |
3644.0 |
3704.6 |
+26.4 |
77,855 |
54,810 |
-2,284 |
Sep11 |
110607 |
3682.0 |
3752.5 |
3651.5 |
3706.9 |
+26.5 |
3,034 |
17,146 |
+561 |
Dec11 |
110607 |
3684.5 |
3755.0 |
3650.0 |
3708.7 |
+26.5 |
2,909 |
24,212 |
-46 |
Mar12 |
110607 |
3691.0 |
3743.0 |
3691.0 |
3704.8 |
+26.5 |
100 |
3,778 |
+63 |
May12 |
110607 |
3727.0 |
3727.0 |
3657.0 |
3701.5 |
+26.5 |
71 |
1,254 |
+7 |
Jul12 |
110607 |
3699.0 |
3699.0 |
3699.0 |
3699.0 |
+26.5 |
14 |
1,814 |
-1 |
Sep12 |
110607 |
3686.0 |
3700.0 |
3685.0 |
3696.9 |
+26.5 |
4 |
101 |
+0 |
Total Volume and Open Interest |
84,565 |
121,606 |
-1,683 |
Platinum(NYMEX) |
Jul11 |
110607 |
1814.0 |
1836.8 |
1806.1 |
1830.7 |
+9.5 |
5,737 |
30,951 |
+329 |
Oct11 |
110607 |
1817.0 |
1838.6 |
1810.3 |
1833.7 |
+9.2 |
169 |
4,356 |
+37 |
Jan12 |
110607 |
1829.7 |
1836.7 |
1829.6 |
1836.7 |
+9.2 |
3 |
128 |
+3 |
Apr12 |
110607 |
1839.2 |
1839.2 |
1839.2 |
1839.2 |
+9.2 |
0 |
26 |
+0 |
Total Volume and Open Interest |
5,909 |
35,466 |
+369 |
Palladium(NYMEX) |
Jun11 |
110607 |
802.85 |
809.40 |
802.35 |
807.80 |
+10.75 |
26 |
397 |
-303 |
Sep11 |
110607 |
787.95 |
811.80 |
785.75 |
809.50 |
+10.80 |
3,219 |
19,452 |
+321 |
Dec11 |
110607 |
810.00 |
810.65 |
808.90 |
810.65 |
+10.75 |
2 |
546 |
+0 |
Total Volume and Open Interest |
3,249 |
20,411 |
+20 |
Copper(CMX) |
Jul11 |
110607 |
412.00 |
416.30 |
410.95 |
414.95 |
+0.75 |
40,578 |
56,303 |
+110 |
Sep11 |
110607 |
413.90 |
418.00 |
412.85 |
416.75 |
+0.75 |
4,716 |
41,787 |
+1,381 |
Dec11 |
110607 |
416.20 |
419.20 |
416.20 |
418.70 |
+0.90 |
650 |
14,874 |
+170 |
Mar12 |
110607 |
418.45 |
420.75 |
417.40 |
419.75 |
+0.95 |
134 |
5,517 |
+236 |
May12 |
110607 |
420.00 |
420.00 |
420.00 |
420.00 |
+0.95 |
26 |
1,596 |
+21 |
Total Volume and Open Interest |
46,549 |
125,218 |
+1,970 |
DJIA Index(CBOT) |
Jun11 |
110607 |
12084 |
12162 |
12045 |
12072 |
-15 |
299 |
24,279 |
+31 |
Sep11 |
110607 |
12002 |
12050 |
12000 |
12004 |
-15 |
0 |
27 |
+0 |
Dec11 |
110607 |
11933 |
11948 |
11933 |
11933 |
-15 |
0 |
7 |
+0 |
Mar12 |
110607 |
11873 |
11888 |
11873 |
11873 |
-15 |
|
|
|
Total Volume and Open Interest |
299 |
24,313 |
+31 |
S & P 500(CME) |
Jun11 |
110607 |
1284.30 |
1295.20 |
1282.70 |
1284.80 |
-0.20 |
22,292 |
315,891 |
+1,568 |
Sep11 |
110607 |
1285.00 |
1289.20 |
1278.00 |
1279.40 |
-0.20 |
1,765 |
15,220 |
+1,130 |
Dec11 |
110607 |
1273.90 |
1283.20 |
1272.50 |
1273.90 |
-0.10 |
102 |
6,851 |
+0 |
Mar12 |
110607 |
1268.90 |
1278.20 |
1267.50 |
1268.90 |
-0.10 |
0 |
1 |
+1 |
Total Volume and Open Interest |
24,159 |
337,968 |
+2,499 |
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 |
110607 |
1280.00 |
1290.00 |
1277.50 |
1279.50 |
unch |
21,962 |
78,565 |
+9,225 |
Total Volume and Open Interest |
2,699,721 |
3,013,826 |
+124,617 |
NASDAQ 100(CME) |
Jun11 |
110607 |
2274.30 |
2289.00 |
2267.00 |
2273.80 |
-0.20 |
1,825 |
17,370 |
-230 |
Sep11 |
110607 |
2272.00 |
2283.00 |
2265.00 |
2270.00 |
-0.50 |
6 |
117 |
+1 |
Dec11 |
110607 |
2266.50 |
2266.50 |
2265.00 |
2266.50 |
-0.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,831 |
17,488 |
-229 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110607 |
2274.00 |
2288.30 |
2268.00 |
2273.80 |
-0.20 |
288,850 |
332,117 |
-6,811 |
Sep11 |
110607 |
2271.30 |
2284.30 |
2264.30 |
2270.00 |
-0.50 |
1,656 |
3,986 |
+1,035 |
Total Volume and Open Interest |
290,506 |
336,117 |
-5,776 |
S & P Midcap 400(CME) |
Jun11 |
110607 |
950.20 |
955.00 |
948.00 |
950.20 |
+2.60 |
0 |
1,723 |
+0 |
Sep11 |
110607 |
947.80 |
952.00 |
947.80 |
947.80 |
+2.60 |
|
|
|
Dec11 |
110607 |
946.20 |
946.20 |
945.10 |
946.20 |
+2.60 |
|
|
|
Total Volume and Open Interest |
0 |
1,723 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110607 |
9360 |
9490 |
9360 |
9415 |
+45 |
9,236 |
45,152 |
-62 |
Sep11 |
110607 |
9395 |
9515 |
9385 |
9440 |
+45 |
1,252 |
2,589 |
+385 |
Total Volume and Open Interest |
10,488 |
47,741 |
+323 |
Nikkei 225(SGX) |
Jun11 |
110607 |
9405 |
9455 |
9355 |
9450 |
+45 |
82,267 |
240,068 |
+2,801 |
Sep11 |
110607 |
9400 |
9455 |
9350 |
9445 |
+45 |
3,320 |
12,340 |
+1,679 |
Dec11 |
110607 |
9385 |
9385 |
9385 |
9385 |
+40 |
0 |
6,659 |
+0 |
Total Volume and Open Interest |
86,173 |
265,128 |
+4,919 |
CAC 40(EURONEXT) |
Jun11 |
110607 |
3843.0 |
3881.0 |
3842.5 |
3864.5 |
+8.5 |
152,784 |
384,378 |
+5,442 |
Jul11 |
110607 |
3840.0 |
3877.0 |
3840.0 |
3861.5 |
+8.5 |
115 |
21,680 |
+95 |
Aug11 |
110607 |
3866.0 |
3866.0 |
3866.0 |
3866.0 |
+8.5 |
|
|
|
Total Volume and Open Interest |
152,917 |
407,480 |
+5,536 |
Hang Seng Index(HKFE) |
Jun11 |
110607 |
22736 |
22904 |
22680 |
22845 |
-95 |
66,558 |
98,727 |
-224 |
Jul11 |
110607 |
22800 |
22900 |
22700 |
22851 |
-92 |
802 |
767 |
+224 |
Total Volume and Open Interest |
67,644 |
104,349 |
+22 |
DAX(EUREX) |
Jun11 |
110607 |
7066.0 |
7152.0 |
7066.0 |
7110.0 |
+16.5 |
161,102 |
176,359 |
-875 |
Sep11 |
110607 |
7093.0 |
7175.0 |
7092.0 |
7134.5 |
+17.5 |
734 |
15,959 |
-39 |
Dec11 |
110607 |
7130.5 |
7200.0 |
7128.5 |
7163.0 |
+17.5 |
320 |
1,673 |
+192 |
Total Volume and Open Interest |
162,156 |
193,991 |
-722 |
FT-SE 100(EURONEXT) |
Jun11 |
110607 |
5830.00 |
5892.00 |
5830.00 |
5870.00 |
+6.50 |
122,432 |
656,094 |
-3,777 |
Sep11 |
110607 |
5803.00 |
5855.00 |
5803.00 |
5835.00 |
+6.50 |
8,400 |
44,886 |
+11,228 |
Dec11 |
110607 |
5812.00 |
5812.00 |
5812.00 |
5812.00 |
+7.00 |
34 |
305 |
+20 |
Total Volume and Open Interest |
130,876 |
701,435 |
+7,481 |
SPI 200(SFE) |
Jun11 |
110607 |
4568.0 |
4581.0 |
4532.0 |
4566.0 |
-3.0 |
32,767 |
192,873 |
-1,514 |
Sep11 |
110607 |
4549.0 |
4566.0 |
4530.0 |
4555.0 |
-2.0 |
590 |
5,169 |
+246 |
Dec11 |
110607 |
4572.0 |
4572.0 |
4572.0 |
4572.0 |
-3.0 |
110 |
3,174 |
+110 |
Total Volume and Open Interest |
33,587 |
203,120 |
-1,228 |
GSCI(CME) |
Jun11 |
110607 |
36.64 |
42.64 |
34.39 |
42.64 |
+6.00 |
251 |
10,591 |
+6 |
Jul11 |
110607 |
42.69 |
42.69 |
34.39 |
42.69 |
+6.05 |
12 |
30 |
+10 |
Aug11 |
110607 |
43.64 |
43.64 |
36.14 |
43.64 |
+6.00 |
2 |
2 |
+2 |
Total Volume and Open Interest |
265 |
10,623 |
+18 |
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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