|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue June 14, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110614 |
1382.25 |
1387.00 |
1353.50 |
1368.00 |
-14.75 |
97,627 |
164,657 |
-16,124 |
Aug11 |
110614 |
1377.00 |
1381.25 |
1348.50 |
1362.50 |
-15.00 |
16,038 |
40,272 |
+165 |
Sep11 |
110614 |
1373.00 |
1378.00 |
1345.75 |
1360.75 |
-14.50 |
3,924 |
20,929 |
+99 |
Nov11 |
110614 |
1375.00 |
1379.75 |
1347.50 |
1363.75 |
-13.00 |
51,997 |
253,404 |
+7,042 |
Jan12 |
110614 |
1386.50 |
1388.50 |
1357.50 |
1373.75 |
-12.75 |
4,045 |
36,583 |
+1,774 |
Mar12 |
110614 |
1390.00 |
1391.00 |
1363.00 |
1378.50 |
-12.25 |
2,068 |
21,859 |
+197 |
May12 |
110614 |
1385.00 |
1389.00 |
1360.00 |
1375.25 |
-11.25 |
2,152 |
24,700 |
+435 |
Total Volume and Open Interest |
178,909 |
590,261 |
-6,069 |
Soybean Meal(CBOT) |
Jul11 |
110614 |
369.10 |
370.10 |
355.30 |
358.70 |
-11.40 |
34,395 |
76,595 |
-1,091 |
Aug11 |
110614 |
364.90 |
366.60 |
353.40 |
356.70 |
-9.70 |
14,118 |
42,722 |
-1,614 |
Sep11 |
110614 |
362.00 |
363.30 |
352.00 |
355.50 |
-8.30 |
3,566 |
20,900 |
+537 |
Oct11 |
110614 |
358.60 |
359.60 |
349.00 |
352.90 |
-8.00 |
1,176 |
16,883 |
+22 |
Dec11 |
110614 |
360.70 |
362.70 |
351.00 |
354.70 |
-8.30 |
13,372 |
64,439 |
+1,471 |
Jan12 |
110614 |
362.90 |
364.60 |
353.90 |
356.30 |
-8.30 |
283 |
5,317 |
+30 |
Mar12 |
110614 |
362.00 |
362.00 |
355.00 |
357.90 |
-7.90 |
365 |
3,456 |
+6 |
May12 |
110614 |
359.60 |
363.50 |
356.00 |
356.10 |
-7.40 |
225 |
5,285 |
+7 |
Total Volume and Open Interest |
67,709 |
240,724 |
-531 |
Soybean Oil(CBOT) |
Jul11 |
110614 |
56.90 |
57.08 |
56.33 |
56.85 |
+0.03 |
69,306 |
103,718 |
-5,521 |
Aug11 |
110614 |
57.20 |
57.35 |
56.58 |
57.09 |
unch |
20,617 |
33,984 |
-1,989 |
Sep11 |
110614 |
57.54 |
57.63 |
56.88 |
57.37 |
unch |
6,090 |
30,278 |
+854 |
Oct11 |
110614 |
57.73 |
57.87 |
57.17 |
57.64 |
-0.03 |
1,290 |
15,532 |
+186 |
Dec11 |
110614 |
58.27 |
58.47 |
57.71 |
58.18 |
-0.03 |
27,309 |
116,007 |
+4,873 |
Jan12 |
110614 |
58.62 |
58.64 |
58.02 |
58.43 |
-0.04 |
926 |
11,196 |
+233 |
Mar12 |
110614 |
58.90 |
58.90 |
58.28 |
58.73 |
-0.03 |
684 |
6,992 |
+129 |
May12 |
110614 |
58.61 |
58.83 |
58.46 |
58.83 |
unch |
448 |
5,570 |
-63 |
Total Volume and Open Interest |
126,697 |
326,815 |
-1,296 |
Canola(WCE) |
Jul11 |
110614 |
588.5 |
588.5 |
581.3 |
582.7 |
-6.3 |
3,631 |
47,400 |
-1,449 |
Nov11 |
110614 |
591.4 |
591.4 |
584.3 |
585.4 |
-6.4 |
4,744 |
105,476 |
+1,135 |
Jan12 |
110614 |
595.2 |
596.7 |
591.0 |
592.1 |
-6.3 |
294 |
11,755 |
+83 |
Mar12 |
110614 |
601.5 |
603.6 |
597.6 |
598.4 |
-6.0 |
767 |
3,706 |
+285 |
May12 |
110614 |
603.5 |
605.0 |
601.5 |
601.6 |
-6.0 |
526 |
1,337 |
+260 |
Total Volume and Open Interest |
10,257 |
172,738 |
+290 |
Corn(CBOT) |
Jul11 |
110614 |
779.25 |
779.50 |
752.50 |
755.50 |
-27.00 |
171,077 |
449,644 |
-17,141 |
Sep11 |
110614 |
748.50 |
748.50 |
721.75 |
729.00 |
-22.75 |
81,861 |
289,647 |
+17,381 |
Dec11 |
110614 |
700.00 |
700.75 |
674.75 |
685.00 |
-19.50 |
82,905 |
489,513 |
+3,960 |
Mar12 |
110614 |
710.50 |
711.25 |
686.25 |
697.50 |
-18.75 |
7,219 |
86,684 |
+505 |
May12 |
110614 |
716.25 |
716.25 |
694.00 |
704.50 |
-17.75 |
2,055 |
19,734 |
+159 |
Jul12 |
110614 |
720.75 |
721.50 |
699.50 |
709.50 |
-18.00 |
2,755 |
53,022 |
+442 |
Total Volume and Open Interest |
355,175 |
1,471,841 |
+7,766 |
Wheat(CBOT) |
Jul11 |
110614 |
743.00 |
748.00 |
714.25 |
731.25 |
-11.75 |
110,637 |
116,079 |
-23,832 |
Sep11 |
110614 |
776.25 |
780.00 |
746.00 |
762.00 |
-14.00 |
67,988 |
128,090 |
+9,016 |
Dec11 |
110614 |
812.25 |
819.25 |
788.75 |
802.50 |
-14.00 |
60,184 |
102,305 |
-1,078 |
Mar12 |
110614 |
858.00 |
858.50 |
827.00 |
841.50 |
-14.00 |
11,046 |
27,511 |
+2,510 |
May12 |
110614 |
869.75 |
869.75 |
839.75 |
853.25 |
-15.00 |
2,645 |
8,864 |
-113 |
Total Volume and Open Interest |
259,524 |
444,314 |
-12,869 |
Wheat(KCBT) |
Jul11 |
110614 |
851.00 |
854.75 |
827.75 |
839.75 |
-11.25 |
19,317 |
45,868 |
-4,739 |
Sep11 |
110614 |
868.75 |
871.50 |
845.50 |
858.75 |
-10.25 |
11,836 |
58,864 |
+702 |
Dec11 |
110614 |
895.00 |
896.00 |
870.25 |
883.75 |
-8.75 |
7,160 |
46,084 |
+239 |
Mar12 |
110614 |
908.00 |
910.50 |
884.50 |
897.75 |
-10.25 |
990 |
8,966 |
-56 |
May12 |
110614 |
912.25 |
912.25 |
887.75 |
901.50 |
-10.25 |
153 |
1,539 |
+9 |
Total Volume and Open Interest |
39,907 |
175,619 |
-4,027 |
Wheat(MGE) |
Jul11 |
110614 |
987.75 |
996.00 |
966.00 |
968.50 |
-16.75 |
1,218 |
8,150 |
-348 |
Sep11 |
110614 |
936.00 |
939.50 |
911.00 |
918.00 |
-17.25 |
2,464 |
22,759 |
+211 |
Dec11 |
110614 |
936.00 |
937.50 |
910.00 |
915.00 |
-19.25 |
2,301 |
18,047 |
+401 |
Mar12 |
110614 |
943.25 |
947.00 |
921.25 |
926.75 |
-19.00 |
571 |
3,619 |
+102 |
May12 |
110614 |
949.50 |
949.50 |
924.75 |
932.00 |
-16.50 |
205 |
1,193 |
-40 |
Total Volume and Open Interest |
7,061 |
60,415 |
+344 |
Oats(CBOT) |
Jul11 |
110614 |
401.25 |
401.25 |
381.25 |
387.50 |
-13.50 |
763 |
5,619 |
+8 |
Sep11 |
110614 |
395.00 |
398.00 |
388.50 |
394.00 |
-7.00 |
43 |
2,976 |
+12 |
Dec11 |
110614 |
401.50 |
409.00 |
400.00 |
405.00 |
-4.00 |
394 |
3,886 |
+67 |
Mar12 |
110614 |
415.50 |
421.00 |
411.75 |
417.00 |
-4.00 |
0 |
23 |
+0 |
Total Volume and Open Interest |
1,232 |
12,521 |
+103 |
Rough Rice(CBOT) |
Jul11 |
110614 |
14.60 |
14.64 |
14.23 |
14.34 |
-0.27 |
455 |
10,635 |
-114 |
Sep11 |
110614 |
15.68 |
15.72 |
15.33 |
15.44 |
-0.26 |
244 |
6,935 |
+62 |
Nov11 |
110614 |
16.04 |
16.04 |
15.66 |
15.77 |
-0.23 |
87 |
2,193 |
+32 |
Jan12 |
110614 |
16.20 |
16.20 |
16.09 |
16.09 |
-0.22 |
2 |
251 |
+0 |
Total Volume and Open Interest |
788 |
20,315 |
-20 |
Live Cattle(CME) |
Jun11 |
110614 |
103.100 |
104.635 |
102.950 |
104.285 |
+1.085 |
2,355 |
14,934 |
-877 |
Aug11 |
110614 |
103.950 |
105.800 |
103.750 |
105.350 |
+1.315 |
22,199 |
147,118 |
+2,037 |
Oct11 |
110614 |
110.600 |
111.850 |
110.080 |
111.535 |
+0.805 |
8,763 |
80,756 |
+407 |
Dec11 |
110614 |
115.700 |
116.330 |
115.000 |
115.830 |
+0.130 |
6,261 |
59,481 |
+762 |
Feb12 |
110614 |
118.550 |
119.350 |
118.050 |
118.450 |
-0.300 |
2,850 |
16,344 |
-97 |
Apr12 |
110614 |
120.200 |
121.250 |
119.980 |
120.700 |
+0.200 |
1,065 |
8,255 |
+201 |
Total Volume and Open Interest |
43,671 |
329,125 |
+2,490 |
Feeder Cattle(CME) |
Aug11 |
110614 |
124.800 |
127.600 |
124.650 |
127.250 |
+2.465 |
2,831 |
21,055 |
+171 |
Sep11 |
110614 |
126.400 |
128.785 |
126.100 |
128.685 |
+2.385 |
426 |
5,942 |
-5 |
Oct11 |
110614 |
127.500 |
129.750 |
127.400 |
129.600 |
+2.450 |
656 |
4,781 |
+21 |
Nov11 |
110614 |
128.750 |
130.850 |
128.535 |
130.735 |
+1.950 |
308 |
2,391 |
+59 |
Jan12 |
110614 |
129.250 |
131.185 |
129.250 |
130.400 |
+1.400 |
58 |
1,113 |
+37 |
Mar12 |
110614 |
128.935 |
131.000 |
128.935 |
130.500 |
+1.250 |
21 |
88 |
+12 |
Apr12 |
110614 |
129.000 |
130.100 |
129.000 |
130.000 |
+1.800 |
0 |
13 |
+0 |
Total Volume and Open Interest |
4,301 |
35,395 |
+295 |
Lean Hogs(CME) |
Jun11 |
110614 |
92.100 |
92.230 |
91.535 |
91.850 |
-0.630 |
3,065 |
5,934 |
-500 |
Jul11 |
110614 |
93.350 |
94.950 |
92.850 |
94.450 |
+0.915 |
17,434 |
35,536 |
-6,168 |
Aug11 |
110614 |
92.285 |
94.330 |
92.000 |
94.000 |
+1.615 |
14,989 |
68,310 |
+4,151 |
Oct11 |
110614 |
86.700 |
87.980 |
86.400 |
87.680 |
+0.750 |
7,015 |
47,690 |
-928 |
Dec11 |
110614 |
85.550 |
86.050 |
84.885 |
85.700 |
-0.300 |
5,925 |
38,218 |
-436 |
Feb12 |
110614 |
88.550 |
88.800 |
87.700 |
88.680 |
-0.120 |
2,632 |
10,767 |
+311 |
Apr12 |
110614 |
89.900 |
90.000 |
88.850 |
89.850 |
+0.550 |
402 |
5,432 |
+2 |
May12 |
110614 |
93.135 |
93.850 |
93.135 |
93.850 |
+0.050 |
34 |
328 |
+34 |
Total Volume and Open Interest |
52,176 |
216,434 |
-3,215 |
Class III Milk(CME) |
Jun11 |
110613 |
19.05 |
19.16 |
19.03 |
19.15 |
+0.08 |
39 |
4,954 |
+14 |
Jul11 |
110614 |
19.77 |
20.07 |
19.73 |
19.98 |
+0.21 |
171 |
5,309 |
+19 |
Aug11 |
110614 |
18.92 |
19.09 |
18.85 |
19.02 |
+0.17 |
99 |
4,947 |
+23 |
Sep11 |
110614 |
18.47 |
18.65 |
18.47 |
18.65 |
+0.13 |
47 |
4,715 |
-7 |
Oct11 |
110614 |
17.88 |
17.98 |
17.84 |
17.95 |
+0.05 |
22 |
3,634 |
-4 |
Total Volume and Open Interest |
431 |
33,688 |
+47 |
Cocoa(ICE) |
Jul11 |
110614 |
2999 |
3066 |
2999 |
3014 |
+13 |
7,007 |
10,488 |
-4,910 |
Sep11 |
110614 |
2963 |
3020 |
2960 |
2994 |
+26 |
9,955 |
66,483 |
+511 |
Dec11 |
110614 |
3000 |
3035 |
2994 |
3019 |
+23 |
2,478 |
33,819 |
+1,047 |
Mar12 |
110614 |
3032 |
3071 |
3032 |
3061 |
+25 |
1,236 |
28,349 |
+791 |
May12 |
110614 |
3030 |
3069 |
3030 |
3058 |
+18 |
278 |
7,918 |
+54 |
Jul12 |
110614 |
3060 |
3063 |
3060 |
3063 |
+18 |
936 |
3,398 |
+183 |
Sep12 |
110614 |
3059 |
3073 |
3059 |
3068 |
+17 |
149 |
5,695 |
+138 |
Total Volume and Open Interest |
22,844 |
162,422 |
-1,388 |
Coffee "C"(ICE) |
Jul11 |
110614 |
268.65 |
269.70 |
265.00 |
269.25 |
+1.80 |
14,477 |
22,650 |
-7,561 |
Sep11 |
110614 |
270.95 |
272.75 |
268.10 |
272.30 |
+1.80 |
10,554 |
44,602 |
+2,856 |
Dec11 |
110614 |
274.50 |
276.60 |
273.00 |
276.25 |
+1.75 |
2,476 |
26,997 |
+680 |
Mar12 |
110614 |
278.30 |
279.50 |
276.90 |
279.20 |
+1.75 |
260 |
5,925 |
+59 |
May12 |
110614 |
278.85 |
281.00 |
278.85 |
281.00 |
+1.85 |
68 |
3,237 |
+41 |
Jul12 |
110614 |
280.00 |
281.30 |
279.45 |
281.30 |
+1.80 |
53 |
1,514 |
+26 |
Total Volume and Open Interest |
27,954 |
107,044 |
-3,863 |
Orange Juice(ICE) |
Jul11 |
110614 |
183.15 |
186.65 |
182.70 |
185.95 |
+2.80 |
876 |
20,015 |
-322 |
Sep11 |
110614 |
179.15 |
183.30 |
179.05 |
182.55 |
+2.95 |
744 |
11,605 |
+247 |
Nov11 |
110614 |
174.20 |
177.65 |
173.95 |
177.05 |
+2.90 |
149 |
3,629 |
-4 |
Jan12 |
110614 |
171.95 |
173.75 |
171.95 |
173.75 |
+3.00 |
188 |
621 |
+181 |
Mar12 |
110614 |
171.40 |
173.10 |
171.40 |
172.85 |
+3.00 |
8 |
135 |
+1 |
May12 |
110614 |
168.00 |
172.00 |
168.00 |
172.00 |
+3.55 |
31 |
121 |
+27 |
Total Volume and Open Interest |
1,996 |
36,190 |
+130 |
Sugar #11(ICE) |
Jul11 |
110614 |
25.42 |
25.73 |
24.91 |
25.15 |
-0.44 |
60,632 |
158,561 |
-9,807 |
Oct11 |
110614 |
24.40 |
24.59 |
23.89 |
24.23 |
-0.15 |
53,231 |
238,107 |
+16,976 |
Mar12 |
110614 |
24.20 |
24.32 |
23.64 |
24.02 |
-0.16 |
21,033 |
102,882 |
+3,742 |
May12 |
110614 |
23.82 |
23.94 |
23.30 |
23.62 |
-0.20 |
4,903 |
31,582 |
+634 |
Jul12 |
110614 |
23.50 |
23.60 |
22.97 |
23.33 |
-0.20 |
3,641 |
50,084 |
+302 |
Total Volume and Open Interest |
145,284 |
635,156 |
+12,599 |
London Cocoa(LCE) |
Jul11 |
110614 |
1826 |
1870 |
1826 |
1849 |
+11 |
3,847 |
71,216 |
-596 |
Sep11 |
110614 |
1837 |
1866 |
1830 |
1846 |
+1 |
6,726 |
41,168 |
+812 |
Dec11 |
110614 |
1864 |
1889 |
1856 |
1871 |
-2 |
1,624 |
35,051 |
+453 |
Mar12 |
110614 |
1883 |
1910 |
1880 |
1894 |
-1 |
1,118 |
39,625 |
+304 |
May12 |
110614 |
1889 |
1915 |
1887 |
1905 |
+2 |
51 |
9,832 |
-24 |
Jul12 |
110614 |
1895 |
1912 |
1895 |
1911 |
+2 |
13 |
4,376 |
-1 |
Sep12 |
110614 |
1907 |
1920 |
1907 |
1917 |
+1 |
5 |
3,195 |
+3 |
Total Volume and Open Interest |
13,419 |
212,394 |
+981 |
London Sugar(LCE) |
Aug11 |
110614 |
719.80 |
722.00 |
698.70 |
703.00 |
-20.50 |
4,308 |
25,315 |
-728 |
Oct11 |
110614 |
656.40 |
660.00 |
642.90 |
645.50 |
-13.20 |
766 |
12,973 |
+398 |
Dec11 |
110614 |
640.60 |
640.80 |
632.00 |
633.50 |
-8.90 |
205 |
5,504 |
+106 |
Mar12 |
110614 |
619.60 |
627.00 |
613.10 |
618.60 |
-6.10 |
351 |
4,815 |
+220 |
May12 |
110614 |
615.00 |
617.60 |
609.00 |
612.00 |
-4.00 |
21 |
2,075 |
+0 |
Total Volume and Open Interest |
5,675 |
53,332 |
-5 |
Cotton(ICE) |
Jul11 |
110614 |
150.70 |
155.85 |
149.32 |
155.54 |
+4.59 |
22,392 |
36,316 |
-11,166 |
Oct11 |
110614 |
138.50 |
139.67 |
135.50 |
138.54 |
-1.04 |
16 |
461 |
-6 |
Dec11 |
110614 |
131.45 |
132.08 |
128.52 |
131.78 |
+0.20 |
13,599 |
90,688 |
+1,943 |
Mar12 |
110614 |
123.80 |
125.28 |
121.96 |
125.11 |
+0.20 |
1,400 |
13,209 |
+764 |
May12 |
110614 |
115.51 |
117.12 |
114.00 |
117.11 |
+0.20 |
175 |
3,391 |
+86 |
Jul12 |
110614 |
110.50 |
111.97 |
109.03 |
111.97 |
+0.28 |
24 |
5,987 |
-6 |
Total Volume and Open Interest |
37,708 |
153,133 |
-8,349 |
Lumber(CME) |
Jul11 |
110614 |
225.4 |
227.4 |
222.5 |
223.6 |
+0.1 |
517 |
4,255 |
-118 |
Sep11 |
110614 |
240.0 |
243.4 |
238.0 |
238.3 |
-1.0 |
627 |
5,274 |
-124 |
Nov11 |
110614 |
247.3 |
251.5 |
247.3 |
247.5 |
+2.0 |
163 |
1,298 |
+92 |
Jan12 |
110614 |
266.1 |
266.1 |
265.1 |
265.1 |
+0.1 |
11 |
69 |
+6 |
Total Volume and Open Interest |
1,319 |
10,902 |
-144 |
Crude Oil(NYM) |
Jul11 |
110614 |
97.09 |
99.64 |
96.51 |
99.37 |
+2.07 |
379,238 |
203,326 |
-31,153 |
Aug11 |
110614 |
97.73 |
100.11 |
97.01 |
99.86 |
+2.02 |
147,708 |
202,913 |
+28,225 |
Sep11 |
110614 |
98.09 |
100.50 |
97.52 |
100.31 |
+1.95 |
75,422 |
147,356 |
+11,107 |
Oct11 |
110614 |
98.16 |
100.77 |
97.99 |
100.71 |
+1.89 |
30,975 |
58,936 |
+2,134 |
Nov11 |
110614 |
99.40 |
101.10 |
98.45 |
101.08 |
+1.84 |
21,580 |
52,935 |
+2,559 |
Dec11 |
110614 |
99.02 |
101.50 |
98.76 |
101.36 |
+1.81 |
61,440 |
184,139 |
-448 |
Jan12 |
110614 |
99.67 |
101.65 |
99.08 |
101.60 |
+1.77 |
13,124 |
47,883 |
+956 |
Feb12 |
110614 |
99.92 |
101.83 |
99.92 |
101.83 |
+1.73 |
8,273 |
24,995 |
+681 |
Mar12 |
110614 |
100.18 |
102.06 |
100.09 |
102.05 |
+1.70 |
7,503 |
29,093 |
-530 |
Apr12 |
110614 |
101.28 |
102.25 |
101.15 |
102.25 |
+1.67 |
3,995 |
18,363 |
+84 |
May12 |
110614 |
100.59 |
102.44 |
100.53 |
102.44 |
+1.63 |
3,263 |
17,097 |
+265 |
Jun12 |
110614 |
100.27 |
102.61 |
100.27 |
102.61 |
+1.58 |
15,549 |
72,669 |
+462 |
Jul12 |
110614 |
102.74 |
102.74 |
102.74 |
102.74 |
+1.55 |
3,798 |
33,184 |
-688 |
Aug12 |
110614 |
102.78 |
102.78 |
102.78 |
102.78 |
+1.54 |
1,764 |
12,989 |
-112 |
Sep12 |
110614 |
102.81 |
102.81 |
102.81 |
102.81 |
+1.54 |
1,185 |
14,408 |
+323 |
Oct12 |
110614 |
102.85 |
102.85 |
102.85 |
102.85 |
+1.53 |
581 |
9,339 |
+13 |
Total Volume and Open Interest |
816,977 |
1,547,443 |
+17,472 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110614 |
97.075 |
99.625 |
96.500 |
99.375 |
+2.075 |
9,255 |
2,848 |
+45 |
Aug11 |
110614 |
97.525 |
100.125 |
97.050 |
99.850 |
+2.000 |
556 |
1,052 |
+7 |
Sep11 |
110614 |
97.925 |
100.300 |
97.625 |
100.300 |
+1.950 |
47 |
438 |
+5 |
Oct11 |
110614 |
98.750 |
100.700 |
98.650 |
100.700 |
+1.875 |
3 |
206 |
+3 |
Nov11 |
110614 |
101.075 |
101.075 |
101.075 |
101.075 |
+1.825 |
0 |
21 |
+0 |
Dec11 |
110614 |
99.450 |
101.350 |
99.450 |
101.350 |
+1.800 |
26 |
300 |
-1 |
Jan12 |
110614 |
101.600 |
101.600 |
101.600 |
101.600 |
+1.775 |
2 |
6 |
+0 |
Feb12 |
110614 |
101.825 |
101.825 |
101.825 |
101.825 |
+1.725 |
0 |
3 |
+0 |
Mar12 |
110614 |
102.050 |
102.050 |
102.050 |
102.050 |
+1.700 |
0 |
8 |
+0 |
Total Volume and Open Interest |
9,889 |
5,043 |
+59 |
Heating Oil(NYM) |
Jul11 |
110614 |
310.14 |
315.36 |
309.12 |
312.58 |
+2.00 |
41,924 |
82,219 |
-3,463 |
Aug11 |
110614 |
311.36 |
316.67 |
310.53 |
313.91 |
+1.89 |
15,707 |
58,211 |
+3,624 |
Sep11 |
110614 |
313.10 |
318.31 |
313.05 |
315.63 |
+1.87 |
11,858 |
40,673 |
-50 |
Oct11 |
110614 |
314.70 |
319.73 |
314.70 |
317.34 |
+1.80 |
5,168 |
18,267 |
+328 |
Nov11 |
110614 |
316.54 |
321.80 |
316.54 |
319.14 |
+1.81 |
3,349 |
17,892 |
+940 |
Dec11 |
110614 |
318.87 |
323.42 |
318.87 |
320.69 |
+1.82 |
8,301 |
35,755 |
-335 |
Jan12 |
110614 |
322.37 |
322.84 |
322.23 |
322.23 |
+1.83 |
4,036 |
19,044 |
+333 |
Feb12 |
110614 |
323.12 |
323.12 |
322.44 |
322.44 |
+1.85 |
2,789 |
7,268 |
+477 |
Mar12 |
110614 |
321.56 |
321.56 |
321.19 |
321.19 |
+1.87 |
518 |
5,528 |
+258 |
Apr12 |
110614 |
318.88 |
318.88 |
318.50 |
318.74 |
+1.92 |
322 |
2,067 |
+121 |
May12 |
110614 |
316.41 |
316.41 |
316.41 |
316.41 |
+1.97 |
537 |
2,109 |
+57 |
Jun12 |
110614 |
313.90 |
315.01 |
313.90 |
315.01 |
+2.02 |
2,324 |
19,443 |
+601 |
Total Volume and Open Interest |
97,622 |
320,546 |
+3,308 |
Gasoline(NYMEX) |
Jul11 |
110614 |
300.27 |
306.79 |
299.68 |
306.46 |
+6.78 |
47,492 |
65,455 |
-6,487 |
Aug11 |
110614 |
297.89 |
303.37 |
297.41 |
302.50 |
+4.61 |
24,536 |
49,518 |
+2,162 |
Sep11 |
110614 |
296.80 |
301.58 |
296.65 |
300.69 |
+3.99 |
15,683 |
41,904 |
+981 |
Oct11 |
110614 |
285.69 |
289.73 |
285.69 |
288.97 |
+3.41 |
7,136 |
23,060 |
+664 |
Nov11 |
110614 |
285.68 |
287.74 |
285.43 |
286.76 |
+3.14 |
4,318 |
14,394 |
+804 |
Dec11 |
110614 |
281.83 |
286.41 |
281.83 |
285.54 |
+3.01 |
6,420 |
27,204 |
+41 |
Jan12 |
110614 |
284.93 |
286.16 |
284.77 |
286.14 |
+3.00 |
1,001 |
7,549 |
+150 |
Feb12 |
110614 |
287.95 |
287.95 |
286.55 |
287.64 |
+2.94 |
568 |
4,142 |
-228 |
Mar12 |
110614 |
288.62 |
289.50 |
288.46 |
289.29 |
+2.90 |
515 |
4,631 |
+370 |
Apr12 |
110614 |
300.87 |
300.87 |
300.87 |
300.87 |
+2.91 |
207 |
4,118 |
+31 |
Total Volume and Open Interest |
108,468 |
257,663 |
-1,350 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110613 |
300.00 |
300.00 |
299.70 |
299.70 |
-2.10 |
0 |
3 |
+0 |
Aug11 |
110614 |
302.50 |
302.50 |
302.50 |
302.50 |
+4.60 |
0 |
2 |
+0 |
Sep11 |
110614 |
300.70 |
300.70 |
300.69 |
300.70 |
+4.00 |
|
|
|
Oct11 |
110614 |
289.00 |
289.00 |
288.97 |
289.00 |
+3.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Jul11 |
110614 |
4.611 |
4.654 |
4.558 |
4.581 |
-0.065 |
131,200 |
155,999 |
-16,583 |
Aug11 |
110614 |
4.642 |
4.691 |
4.594 |
4.613 |
-0.065 |
49,186 |
96,887 |
+3,513 |
Sep11 |
110614 |
4.670 |
4.713 |
4.615 |
4.635 |
-0.066 |
56,837 |
177,974 |
+14,991 |
Oct11 |
110614 |
4.710 |
4.740 |
4.647 |
4.668 |
-0.061 |
26,782 |
115,831 |
-958 |
Nov11 |
110614 |
4.851 |
4.857 |
4.775 |
4.793 |
-0.059 |
16,226 |
78,065 |
+2,239 |
Dec11 |
110614 |
4.995 |
5.037 |
4.947 |
4.967 |
-0.054 |
8,508 |
46,466 |
-450 |
Jan12 |
110614 |
5.095 |
5.124 |
5.045 |
5.062 |
-0.051 |
9,244 |
91,951 |
-360 |
Feb12 |
110614 |
5.097 |
5.097 |
5.035 |
5.050 |
-0.051 |
1,394 |
20,741 |
+175 |
Mar12 |
110614 |
5.022 |
5.026 |
4.976 |
4.992 |
-0.048 |
3,778 |
40,289 |
+73 |
Apr12 |
110614 |
4.854 |
4.861 |
4.821 |
4.839 |
-0.043 |
4,707 |
43,215 |
+550 |
May12 |
110614 |
4.868 |
4.870 |
4.840 |
4.851 |
-0.042 |
458 |
9,839 |
+37 |
Jun12 |
110614 |
4.891 |
4.895 |
4.869 |
4.877 |
-0.042 |
256 |
10,858 |
+37 |
Jul12 |
110614 |
4.934 |
4.941 |
4.904 |
4.919 |
-0.041 |
372 |
7,033 |
+52 |
Aug12 |
110614 |
4.959 |
4.976 |
4.935 |
4.947 |
-0.039 |
154 |
6,981 |
+74 |
Sep12 |
110614 |
4.960 |
4.980 |
4.943 |
4.957 |
-0.039 |
166 |
7,157 |
+54 |
Oct12 |
110614 |
5.025 |
5.025 |
4.987 |
5.002 |
-0.039 |
1,986 |
21,460 |
+1,084 |
Total Volume and Open Interest |
313,116 |
1,006,402 |
+4,744 |
Brent Crude Oil(ICE) |
Jul11 |
110614 |
118.70 |
120.75 |
118.56 |
120.16 |
+1.06 |
186,204 |
116,792 |
-20,351 |
Aug11 |
110614 |
118.00 |
120.00 |
117.90 |
119.35 |
+0.93 |
132,660 |
203,037 |
+18,430 |
Sep11 |
110614 |
117.45 |
119.45 |
117.33 |
118.86 |
+1.03 |
51,727 |
124,818 |
+4,697 |
Oct11 |
110614 |
116.98 |
119.10 |
116.91 |
118.52 |
+1.10 |
27,079 |
59,521 |
-73 |
Nov11 |
110614 |
117.03 |
118.88 |
116.94 |
118.30 |
+1.14 |
16,797 |
37,001 |
+763 |
Dec11 |
110614 |
116.54 |
118.66 |
116.41 |
118.09 |
+1.16 |
50,964 |
89,912 |
-824 |
Jan12 |
110614 |
116.94 |
118.31 |
116.33 |
117.86 |
+1.19 |
4,580 |
21,024 |
-53 |
Feb12 |
110614 |
116.68 |
117.99 |
116.68 |
117.61 |
+1.20 |
3,627 |
18,196 |
-504 |
Mar12 |
110614 |
116.42 |
117.79 |
116.42 |
117.36 |
+1.21 |
4,412 |
31,533 |
+2,088 |
Apr12 |
110614 |
117.08 |
117.08 |
117.08 |
117.08 |
+1.21 |
1,741 |
9,047 |
-58 |
May12 |
110614 |
116.78 |
116.78 |
116.78 |
116.78 |
+1.20 |
1,481 |
5,391 |
+8 |
Jun12 |
110614 |
115.60 |
116.99 |
115.60 |
116.48 |
+1.21 |
7,610 |
41,480 |
+27 |
Jul12 |
110614 |
116.20 |
116.20 |
116.20 |
116.20 |
+1.21 |
347 |
6,224 |
+126 |
Aug12 |
110614 |
115.91 |
115.91 |
115.91 |
115.91 |
+1.20 |
683 |
4,402 |
+577 |
Total Volume and Open Interest |
511,108 |
904,095 |
+6,443 |
Gas Oil(ICE) |
Jul11 |
110614 |
977.25 |
994.50 |
976.00 |
992.00 |
+4.50 |
99,579 |
150,444 |
+11,735 |
Aug11 |
110614 |
981.00 |
998.50 |
980.00 |
996.25 |
+4.75 |
42,431 |
86,933 |
+5,509 |
Sep11 |
110614 |
990.00 |
1001.75 |
985.75 |
999.50 |
+4.50 |
19,695 |
57,058 |
-890 |
Oct11 |
110614 |
990.00 |
1002.75 |
988.25 |
1001.75 |
+4.50 |
7,196 |
29,429 |
-77 |
Nov11 |
110614 |
993.75 |
1005.25 |
989.50 |
1002.75 |
+4.25 |
4,883 |
26,516 |
+561 |
Dec11 |
110614 |
995.00 |
1006.50 |
990.75 |
1004.00 |
+4.25 |
16,638 |
61,977 |
+215 |
Jan12 |
110614 |
997.50 |
1008.50 |
993.25 |
1006.25 |
+4.00 |
2,252 |
25,972 |
+26 |
Feb12 |
110614 |
1004.75 |
1006.00 |
1000.50 |
1006.00 |
+4.00 |
3,308 |
8,836 |
+371 |
Mar12 |
110614 |
995.50 |
1005.75 |
993.00 |
1004.50 |
+4.00 |
3,040 |
10,462 |
+911 |
Apr12 |
110614 |
1003.25 |
1003.25 |
996.50 |
1002.25 |
+4.25 |
1,805 |
5,907 |
+358 |
Total Volume and Open Interest |
207,512 |
559,007 |
+7,405 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110614 |
2.746 |
2.755 |
2.722 |
2.751 |
-0.026 |
217 |
1,027 |
-45 |
Aug11 |
110614 |
2.758 |
2.758 |
2.708 |
2.735 |
-0.033 |
317 |
1,599 |
+50 |
Sep11 |
110614 |
2.660 |
2.690 |
2.660 |
2.679 |
-0.037 |
77 |
1,378 |
+7 |
Oct11 |
110614 |
2.561 |
2.577 |
2.558 |
2.566 |
-0.039 |
90 |
1,104 |
+26 |
Nov11 |
110614 |
2.496 |
2.501 |
2.492 |
2.493 |
-0.045 |
43 |
904 |
-2 |
Dec11 |
110614 |
2.485 |
2.490 |
2.470 |
2.478 |
-0.044 |
65 |
1,283 |
+24 |
Jan12 |
110614 |
2.458 |
2.458 |
2.447 |
2.449 |
-0.041 |
6 |
667 |
+2 |
Total Volume and Open Interest |
870 |
9,371 |
+107 |
WTI Crude Oil(ICE |
Jul11 |
110614 |
96.79 |
99.62 |
96.50 |
99.37 |
+0.08 |
84,406 |
65,133 |
-8,271 |
Aug11 |
110614 |
97.17 |
100.10 |
97.01 |
99.86 |
+2.02 |
43,384 |
56,351 |
+6,368 |
Sep11 |
110614 |
97.88 |
100.51 |
97.59 |
100.31 |
+1.95 |
25,236 |
42,015 |
+1,151 |
Oct11 |
110614 |
99.02 |
100.91 |
98.03 |
100.71 |
+1.89 |
14,065 |
22,900 |
-432 |
Nov11 |
110614 |
99.31 |
101.28 |
98.56 |
101.08 |
+1.84 |
12,017 |
20,118 |
+1,228 |
Dec11 |
110614 |
98.81 |
101.55 |
98.81 |
101.36 |
+1.81 |
33,669 |
86,205 |
+683 |
Jan12 |
110614 |
99.85 |
101.60 |
99.56 |
101.60 |
+1.77 |
4,054 |
15,548 |
+745 |
Feb12 |
110614 |
100.11 |
101.83 |
99.82 |
101.83 |
+1.73 |
2,231 |
4,544 |
-310 |
Mar12 |
110614 |
100.35 |
102.05 |
100.35 |
102.05 |
+1.70 |
2,165 |
12,303 |
-13 |
Apr12 |
110614 |
102.25 |
102.25 |
102.25 |
102.25 |
+1.67 |
693 |
4,134 |
+96 |
May12 |
110614 |
102.44 |
102.44 |
102.44 |
102.44 |
+1.63 |
599 |
3,114 |
-245 |
Jun12 |
110614 |
101.39 |
102.61 |
101.20 |
102.61 |
+1.58 |
4,882 |
27,681 |
-184 |
Jul12 |
110614 |
102.74 |
102.74 |
102.74 |
102.74 |
+1.55 |
400 |
4,288 |
+70 |
Aug12 |
110614 |
102.78 |
102.78 |
102.78 |
102.78 |
+1.54 |
76 |
887 |
+47 |
Sep12 |
110614 |
102.81 |
102.81 |
102.81 |
102.81 |
+1.54 |
6 |
4,300 |
+0 |
Oct12 |
110614 |
102.85 |
102.85 |
102.85 |
102.85 |
+1.53 |
0 |
511 |
+0 |
Total Volume and Open Interest |
242,708 |
483,080 |
+7,274 |
US Dollar Index(ICE) |
Sep11 |
110614 |
74.875 |
75.005 |
74.590 |
74.692 |
-0.183 |
36,301 |
51,513 |
+11,625 |
Dec11 |
110614 |
75.240 |
75.340 |
75.050 |
75.143 |
-0.197 |
12 |
516 |
+12 |
Mar12 |
110614 |
75.702 |
75.702 |
75.702 |
75.702 |
-0.198 |
0 |
1 |
+0 |
Total Volume and Open Interest |
55,620 |
78,278 |
+8,487 |
Australian Dollar(CME) |
Jun11 |
110613 |
105.31 |
105.83 |
105.24 |
105.74 |
+0.05 |
106,909 |
69,321 |
-10,265 |
Sep11 |
110614 |
104.80 |
105.84 |
104.39 |
105.65 |
+0.73 |
117,274 |
109,474 |
+6,309 |
Dec11 |
110614 |
103.11 |
104.50 |
103.11 |
104.43 |
+0.79 |
3 |
72 |
+0 |
Total Volume and Open Interest |
151,917 |
167,261 |
-5,300 |
British Pound(CME) |
Jun11 |
110613 |
162.33 |
163.42 |
162.18 |
163.20 |
+0.80 |
110,422 |
45,406 |
-18,257 |
Sep11 |
110614 |
163.55 |
164.23 |
163.35 |
163.64 |
+0.10 |
141,743 |
85,378 |
+15,469 |
Dec11 |
110614 |
163.35 |
163.43 |
163.33 |
163.43 |
+0.10 |
1 |
99 |
+0 |
Total Volume and Open Interest |
181,830 |
119,434 |
+4,012 |
Canadian Dollar(CME) |
Jun11 |
110614 |
102.49 |
103.27 |
102.35 |
103.25 |
+0.85 |
30,060 |
45,841 |
-10,870 |
Sep11 |
110614 |
102.21 |
103.13 |
102.09 |
103.08 |
+0.92 |
99,241 |
84,484 |
+15,320 |
Dec11 |
110614 |
101.98 |
102.84 |
101.92 |
102.84 |
+0.92 |
71 |
3,548 |
+49 |
Mar12 |
110614 |
102.60 |
102.61 |
101.68 |
102.60 |
+0.92 |
16 |
466 |
+36 |
Total Volume and Open Interest |
129,389 |
134,675 |
+4,536 |
Japanese Yen(CME) |
Jun11 |
110613 |
124.58 |
124.63 |
123.67 |
124.61 |
+0.12 |
126,139 |
41,478 |
-20,776 |
Sep11 |
110614 |
124.70 |
124.92 |
124.07 |
124.31 |
-0.44 |
95,349 |
95,568 |
+9,357 |
Dec11 |
110614 |
124.75 |
124.89 |
124.19 |
124.39 |
-0.46 |
39 |
283 |
+21 |
Total Volume and Open Interest |
130,518 |
126,043 |
-1,955 |
Swiss Franc(CME) |
Jun11 |
110613 |
118.66 |
119.66 |
118.10 |
119.51 |
+0.75 |
49,751 |
42,172 |
-8,694 |
Sep11 |
110614 |
119.50 |
119.86 |
118.30 |
118.49 |
-0.92 |
42,535 |
54,897 |
+5,977 |
Dec11 |
110614 |
119.30 |
119.71 |
118.44 |
118.56 |
-0.92 |
7 |
104 |
+7 |
Total Volume and Open Interest |
57,411 |
90,008 |
-1,184 |
EuroFX(CME) |
Jun11 |
110613 |
143.34 |
143.97 |
143.22 |
143.94 |
+0.42 |
357,202 |
146,745 |
-42,648 |
Sep11 |
110614 |
143.74 |
144.56 |
143.39 |
144.26 |
+0.54 |
327,614 |
183,638 |
+27,232 |
Dec11 |
110614 |
143.79 |
143.99 |
143.30 |
143.84 |
+0.54 |
98 |
221 |
+52 |
Total Volume and Open Interest |
447,705 |
296,700 |
-7,005 |
Mexican Peso(CME) |
Jun11 |
110613 |
840.5 |
844.0 |
839.2 |
844.0 |
+1.8 |
34,060 |
63,984 |
-5,741 |
Jul11 |
110614 |
847.0 |
847.0 |
842.0 |
847.0 |
+5.0 |
|
|
|
Total Volume and Open Interest |
76,285 |
165,902 |
-2,906 |
30-Year T-Bonds(CBOT) |
Jun11 |
110531 |
125~260 |
126~090 |
125~110 |
126~050 |
+0~090 |
370,649 |
125,465 |
-108,773 |
Sep11 |
110614 |
125~140 |
125~170 |
123~230 |
123~280 |
-1~170 |
294,008 |
652,842 |
+6,116 |
Dec11 |
110614 |
123~070 |
123~310 |
122~130 |
122~140 |
-1~170 |
2 |
30 |
+1 |
Total Volume and Open Interest |
303,577 |
679,591 |
+3,625 |
10-Year T-Notes(CBOT) |
Jun11 |
110614 |
124~280 |
124~280 |
123~300 |
123~315 |
-0~250 |
23,386 |
60,387 |
-5,557 |
Sep11 |
110614 |
123~135 |
123~150 |
122~145 |
122~170 |
-0~260 |
1,076,705 |
1,766,607 |
+15,618 |
Dec11 |
110614 |
121~120 |
122~015 |
121~055 |
121~070 |
-0~265 |
0 |
23 |
+0 |
Total Volume and Open Interest |
1,100,091 |
1,827,017 |
+10,061 |
5-Year T-Notes(CBOT) |
Jun11 |
110613 |
120~120 |
121~001 |
120~087 |
120~108 |
+0~072 |
272,931 |
205,061 |
-65,504 |
Sep11 |
110614 |
119~100 |
119~105 |
119~026 |
119~031 |
-0~065 |
555,934 |
1,540,964 |
+27,411 |
Dec11 |
110614 |
118~015 |
118~080 |
118~015 |
118~015 |
-0~065 |
1 |
2 |
+1 |
Total Volume and Open Interest |
572,149 |
1,580,234 |
+22,413 |
2 Year T-Notes(CBOT) |
Jun11 |
110614 |
110~006 |
110~006 |
109~120 |
109~121 |
-0~013 |
6,061 |
24,436 |
+668 |
Sep11 |
110614 |
109~100 |
109~101 |
109~086 |
109~087 |
-0~012 |
197,456 |
992,318 |
+10,497 |
Dec11 |
110614 |
109~049 |
109~063 |
109~049 |
109~049 |
-0~014 |
2 |
21 |
+1 |
Total Volume and Open Interest |
203,519 |
1,016,775 |
+11,166 |
Eurodollars(CME) |
Sep11 |
110614 |
99.675 |
99.680 |
99.660 |
99.670 |
-0.005 |
176,748 |
1,213,874 |
+23,943 |
Dec11 |
110614 |
99.600 |
99.605 |
99.575 |
99.590 |
-0.015 |
200,131 |
1,511,235 |
-5,313 |
Mar12 |
110614 |
99.540 |
99.540 |
99.500 |
99.510 |
-0.030 |
223,918 |
1,719,959 |
+1,066 |
Jun12 |
110614 |
99.435 |
99.440 |
99.385 |
99.390 |
-0.045 |
359,911 |
1,472,355 |
-75,546 |
Sep12 |
110614 |
99.280 |
99.285 |
99.210 |
99.220 |
-0.055 |
358,513 |
861,498 |
+19,880 |
Dec12 |
110614 |
99.075 |
99.080 |
98.980 |
98.990 |
-0.080 |
281,029 |
669,770 |
+15,679 |
Mar13 |
110614 |
98.860 |
98.865 |
98.745 |
98.755 |
-0.100 |
180,326 |
471,524 |
-22,674 |
Jun13 |
110614 |
98.615 |
98.620 |
98.485 |
98.495 |
-0.115 |
162,506 |
339,079 |
-9,371 |
Sep13 |
110614 |
98.365 |
98.370 |
98.215 |
98.230 |
-0.125 |
95,774 |
286,571 |
+2,233 |
Dec13 |
110614 |
98.095 |
98.105 |
97.945 |
97.960 |
-0.130 |
97,463 |
274,773 |
+4,326 |
Mar14 |
110614 |
97.840 |
97.850 |
97.690 |
97.700 |
-0.135 |
68,795 |
224,738 |
+6,476 |
Jun14 |
110614 |
97.590 |
97.595 |
97.430 |
97.445 |
-0.140 |
46,840 |
135,863 |
+9,724 |
Sep14 |
110614 |
97.350 |
97.350 |
97.185 |
97.200 |
-0.140 |
27,144 |
76,589 |
+5,699 |
Dec14 |
110614 |
97.080 |
97.095 |
96.930 |
96.945 |
-0.140 |
23,930 |
81,585 |
+3,574 |
Mar15 |
110614 |
96.870 |
96.875 |
96.710 |
96.725 |
-0.135 |
20,703 |
72,969 |
+2,361 |
Jun15 |
110614 |
4.895 |
4.895 |
4.740 |
4.755 |
-0.130 |
11,049 |
57,184 |
+1,165 |
Sep15 |
110614 |
4.690 |
4.690 |
4.530 |
4.545 |
-0.130 |
9,547 |
54,459 |
+1,206 |
Dec15 |
110614 |
4.485 |
4.485 |
4.335 |
4.350 |
-0.125 |
8,670 |
47,736 |
+924 |
Total Volume and Open Interest |
2,390,705 |
9,778,677 |
+9,778,677 |
30 Day Federal Funds(CBOT) |
Jun11 |
110614 |
99.900 |
99.902 |
99.900 |
99.900 |
unch |
1,754 |
59,399 |
-384 |
Jul11 |
110614 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
4,305 |
55,647 |
+1,081 |
Aug11 |
110614 |
99.880 |
99.885 |
99.875 |
99.880 |
unch |
1,007 |
51,000 |
+223 |
Sep11 |
110614 |
99.865 |
99.865 |
99.855 |
99.860 |
unch |
4,384 |
43,321 |
-682 |
Oct11 |
110614 |
99.855 |
99.855 |
99.845 |
99.850 |
unch |
1,432 |
52,762 |
+579 |
Nov11 |
110614 |
99.845 |
99.845 |
99.830 |
99.835 |
-0.005 |
486 |
54,635 |
-123 |
Total Volume and Open Interest |
29,994 |
721,942 |
+4,833 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110613 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110614 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
75 |
+0 |
Mar12 |
110614 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun12 |
110614 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
110614 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec12 |
110614 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Mar13 |
110614 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Jun13 |
110614 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Sep13 |
110614 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Dec13 |
110614 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110614 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
200 |
1,701 |
+96 |
Dec11 |
110614 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
400 |
1,762 |
-195 |
Mar12 |
110614 |
99.67 |
99.67 |
99.66 |
99.66 |
unch |
0 |
4,177 |
+0 |
Jun12 |
110614 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,454 |
+0 |
Sep12 |
110614 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110614 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110614 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Jun13 |
110614 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
Total Volume and Open Interest |
850 |
15,165 |
+151 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110610 |
140.71 |
140.97 |
140.58 |
140.92 |
+0.16 |
3,267 |
21,173 |
+8,370 |
Dec11 |
110614 |
138.89 |
138.89 |
138.89 |
138.89 |
-0.14 |
0 |
1 |
+0 |
Mar12 |
110614 |
136.80 |
136.80 |
136.80 |
136.80 |
-0.14 |
|
|
|
Total Volume and Open Interest |
1,597 |
21,513 |
+132 |
Euro-Bund(EUREX) |
Sep11 |
110614 |
125.80 |
125.94 |
125.32 |
125.41 |
-0.53 |
920,970 |
950,292 |
+8,766 |
Dec11 |
110614 |
124.53 |
124.58 |
124.16 |
124.20 |
-0.53 |
133 |
224 |
+2 |
Mar12 |
110614 |
124.12 |
124.12 |
124.12 |
124.12 |
-0.53 |
|
|
|
Total Volume and Open Interest |
921,103 |
950,516 |
+8,768 |
Euro-Bobl(EUREX) |
Sep11 |
110614 |
116.98 |
117.03 |
116.67 |
116.71 |
-0.32 |
696,503 |
837,334 |
+54,753 |
Dec11 |
110614 |
115.76 |
115.76 |
115.76 |
115.76 |
-0.34 |
1 |
502 |
+1 |
Mar12 |
110614 |
115.76 |
115.76 |
115.76 |
115.76 |
-0.34 |
|
|
|
Total Volume and Open Interest |
669,292 |
838,738 |
+903 |
3-Mth Euribor(EUREX) |
Jun11 |
110613 |
98.530 |
98.530 |
98.530 |
98.530 |
+0.005 |
299 |
4,770 |
+0 |
Sep11 |
110614 |
98.305 |
98.310 |
98.295 |
98.300 |
-0.010 |
294 |
2,558 |
-214 |
Dec11 |
110614 |
98.175 |
98.180 |
98.155 |
98.155 |
-0.035 |
250 |
1,347 |
+9 |
Total Volume and Open Interest |
1,707 |
11,596 |
-1,014 |
Long Gilt(LIFFE) |
Jun11 |
110614 |
122~01 |
122~04 |
121~28 |
121~28 |
-0~12 |
14,923 |
13,997 |
+7,704 |
Sep11 |
110614 |
120~25 |
120~31 |
120~17 |
120~20 |
-0~12 |
126,758 |
360,070 |
+12,848 |
Total Volume and Open Interest |
141,681 |
374,067 |
+20,552 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110614 |
99.17 |
99.18 |
99.17 |
99.17 |
-0.01 |
20,709 |
399,935 |
-5,325 |
Sep11 |
110614 |
99.13 |
99.14 |
99.10 |
99.12 |
-0.01 |
57,884 |
427,626 |
+14,628 |
Dec11 |
110614 |
99.03 |
99.05 |
99.02 |
99.02 |
-0.02 |
56,919 |
448,547 |
+6,105 |
Mar12 |
110614 |
98.92 |
98.95 |
98.91 |
98.91 |
-0.03 |
54,995 |
416,165 |
-626 |
Jun12 |
110614 |
98.80 |
98.82 |
98.76 |
98.77 |
-0.04 |
69,168 |
342,076 |
+5,338 |
Sep12 |
110614 |
98.63 |
98.65 |
98.59 |
98.60 |
-0.05 |
47,922 |
222,089 |
-3,085 |
Total Volume and Open Interest |
424,664 |
2,927,620 |
+34,580 |
3-Mth Euribor(LIFFE) |
Sep11 |
110614 |
98.315 |
98.330 |
98.290 |
98.300 |
-0.010 |
231,945 |
708,688 |
+28,453 |
Dec11 |
110614 |
98.185 |
98.195 |
98.145 |
98.155 |
-0.035 |
218,112 |
580,329 |
-884 |
Mar12 |
110614 |
98.100 |
98.115 |
98.050 |
98.065 |
-0.045 |
223,443 |
515,010 |
+10,996 |
Total Volume and Open Interest |
1,415,834 |
3,910,596 |
+60,776 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110609 |
94.99 |
95.02 |
94.98 |
95.02 |
+0.03 |
44,793 |
86,133 |
-11,879 |
Sep11 |
110614 |
95.06 |
95.06 |
95.02 |
95.03 |
-0.02 |
26,725 |
262,287 |
-13,406 |
Dec11 |
110614 |
95.02 |
95.03 |
94.99 |
95.00 |
-0.01 |
27,824 |
192,927 |
+3,411 |
Mar12 |
110614 |
94.99 |
95.00 |
94.95 |
94.97 |
-0.01 |
13,019 |
100,553 |
-4,674 |
Jun12 |
110614 |
94.96 |
94.97 |
94.93 |
94.94 |
unch |
7,095 |
68,684 |
+261 |
Sep12 |
110614 |
94.90 |
94.93 |
94.89 |
94.90 |
+0.01 |
2,812 |
49,979 |
-2,578 |
Dec12 |
110614 |
94.86 |
94.88 |
94.85 |
94.86 |
unch |
2,126 |
34,498 |
-894 |
Mar13 |
110614 |
94.83 |
94.85 |
94.82 |
94.83 |
unch |
343 |
23,927 |
-33 |
Jun13 |
110614 |
94.81 |
94.81 |
94.78 |
94.79 |
-0.01 |
314 |
4,938 |
+6 |
Sep13 |
110614 |
94.77 |
94.77 |
94.76 |
94.76 |
-0.01 |
107 |
1,576 |
-95 |
Total Volume and Open Interest |
80,673 |
740,615 |
-19,476 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110614 |
94.83 |
94.85 |
94.81 |
94.81 |
-0.02 |
331,730 |
347,618 |
-90,980 |
Sep11 |
110614 |
94.84 |
94.86 |
94.80 |
94.80 |
-0.03 |
298,014 |
275,425 |
+184,712 |
Total Volume and Open Interest |
629,744 |
623,043 |
+93,732 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110614 |
95.22 |
95.22 |
95.19 |
95.19 |
+0.11 |
132,304 |
772,869 |
+4,001 |
Sep11 |
110614 |
95.19 |
95.20 |
95.16 |
95.17 |
unch |
212,879 |
352,697 |
+166,897 |
Total Volume and Open Interest |
490,544 |
964,774 |
+14,143 |
Gold(CMX) |
Jun11 |
110614 |
1517.2 |
1526.2 |
1513.1 |
1523.8 |
+8.8 |
632 |
1,851 |
-409 |
Aug11 |
110614 |
1516.5 |
1527.6 |
1512.8 |
1524.4 |
+8.8 |
129,478 |
333,477 |
-7,421 |
Oct11 |
110614 |
1518.6 |
1528.0 |
1514.2 |
1525.5 |
+8.7 |
964 |
10,552 |
+111 |
Dec11 |
110614 |
1520.3 |
1528.6 |
1515.2 |
1526.7 |
+8.7 |
3,748 |
67,480 |
-1,512 |
Feb12 |
110614 |
1523.4 |
1530.0 |
1523.4 |
1527.9 |
+8.7 |
722 |
8,978 |
+183 |
Apr12 |
110614 |
1521.9 |
1529.6 |
1521.6 |
1529.3 |
+8.7 |
81 |
5,550 |
+4 |
Jun12 |
110614 |
1523.0 |
1530.6 |
1523.0 |
1530.6 |
+8.7 |
106 |
12,847 |
-44 |
Aug12 |
110614 |
1532.4 |
1534.5 |
1532.4 |
1532.4 |
+8.9 |
29 |
4,480 |
-23 |
Oct12 |
110614 |
1534.4 |
1534.4 |
1534.4 |
1534.4 |
+9.0 |
75 |
4,054 |
+0 |
Dec12 |
110614 |
1530.0 |
1536.7 |
1530.0 |
1536.7 |
+9.1 |
165 |
12,046 |
+93 |
Feb13 |
110614 |
1539.6 |
1539.6 |
1539.6 |
1539.6 |
+9.4 |
25 |
262 |
+3 |
Apr13 |
110614 |
1542.7 |
1542.7 |
1542.7 |
1542.7 |
+9.5 |
25 |
50 |
+25 |
Total Volume and Open Interest |
137,494 |
498,666 |
-8,312 |
Silver(CMX) |
Jul11 |
110614 |
3477.0 |
3560.0 |
3440.0 |
3541.1 |
+67.4 |
62,371 |
44,444 |
-3,257 |
Sep11 |
110614 |
3475.5 |
3560.0 |
3442.0 |
3542.3 |
+67.8 |
9,203 |
25,839 |
+1,149 |
Dec11 |
110614 |
3487.5 |
3553.0 |
3445.0 |
3543.9 |
+67.8 |
3,525 |
23,029 |
-720 |
Mar12 |
110614 |
3541.0 |
3541.0 |
3541.0 |
3541.0 |
+68.1 |
64 |
3,800 |
-14 |
May12 |
110614 |
3512.5 |
3537.7 |
3506.0 |
3537.7 |
+68.4 |
9 |
1,262 |
+2 |
Jul12 |
110614 |
3535.5 |
3535.5 |
3535.5 |
3535.5 |
+68.7 |
45 |
1,810 |
+2 |
Sep12 |
110614 |
3533.6 |
3533.6 |
3533.6 |
3533.6 |
+69.0 |
3 |
112 |
+3 |
Total Volume and Open Interest |
75,456 |
118,630 |
-2,882 |
Platinum(NYMEX) |
Jul11 |
110614 |
1799.8 |
1812.6 |
1788.7 |
1794.9 |
-11.9 |
5,294 |
27,838 |
-659 |
Oct11 |
110614 |
1811.7 |
1812.6 |
1792.8 |
1798.0 |
-12.2 |
1,568 |
9,152 |
+702 |
Jan12 |
110614 |
1804.2 |
1804.2 |
1802.5 |
1802.5 |
-12.9 |
109 |
281 |
+103 |
Apr12 |
110614 |
1804.4 |
1804.4 |
1804.4 |
1804.4 |
-12.9 |
1 |
25 |
+0 |
Total Volume and Open Interest |
6,972 |
37,304 |
+146 |
Palladium(NYMEX) |
Jun11 |
110614 |
798.25 |
798.25 |
790.90 |
790.90 |
-7.55 |
6 |
352 |
+2 |
Sep11 |
110614 |
794.50 |
805.85 |
787.50 |
792.75 |
-7.60 |
2,914 |
20,873 |
-23 |
Dec11 |
110614 |
796.80 |
796.80 |
793.80 |
793.80 |
-7.60 |
1 |
651 |
+1 |
Total Volume and Open Interest |
2,922 |
21,890 |
-19 |
Copper(CMX) |
Jul11 |
110614 |
403.55 |
416.65 |
402.85 |
415.50 |
+12.05 |
44,947 |
40,058 |
-1,735 |
Sep11 |
110614 |
405.45 |
418.45 |
404.95 |
417.35 |
+12.00 |
14,506 |
51,010 |
+3,741 |
Dec11 |
110614 |
408.50 |
420.20 |
408.50 |
419.30 |
+11.85 |
5,244 |
22,332 |
+3,378 |
Mar12 |
110614 |
415.45 |
420.85 |
415.45 |
420.45 |
+11.70 |
959 |
7,632 |
+308 |
May12 |
110614 |
420.65 |
420.65 |
420.65 |
420.65 |
+11.65 |
13 |
1,593 |
-3 |
Total Volume and Open Interest |
66,288 |
127,793 |
+5,843 |
DJIA Index(CBOT) |
Jun11 |
110614 |
11950 |
12105 |
11950 |
12087 |
+134 |
793 |
20,794 |
-344 |
Sep11 |
110614 |
11945 |
12050 |
11932 |
12018 |
+133 |
475 |
2,203 |
+119 |
Dec11 |
110614 |
11952 |
11952 |
11819 |
11952 |
+133 |
0 |
30 |
+0 |
Mar12 |
110614 |
11887 |
11887 |
11754 |
11887 |
+133 |
|
|
|
Total Volume and Open Interest |
1,268 |
23,027 |
-225 |
S & P 500(CME) |
Jun11 |
110614 |
1283.70 |
1291.50 |
1282.70 |
1289.90 |
+18.30 |
56,129 |
238,562 |
-37,049 |
Sep11 |
110614 |
1266.80 |
1286.90 |
1265.20 |
1284.50 |
+18.30 |
54,168 |
113,186 |
+33,944 |
Dec11 |
110614 |
1279.00 |
1279.60 |
1275.60 |
1279.00 |
+18.40 |
16 |
7,693 |
-3 |
Mar12 |
110614 |
1273.50 |
1274.10 |
1270.10 |
1273.50 |
+18.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
110,313 |
359,447 |
-3,108 |
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 |
110614 |
1267.50 |
1287.00 |
1265.25 |
1284.50 |
+18.25 |
2,355,546 |
1,201,982 |
+393,150 |
Total Volume and Open Interest |
3,809,195 |
3,222,235 |
+112,442 |
NASDAQ 100(CME) |
Jun11 |
110614 |
2238.00 |
2257.00 |
2238.00 |
2250.80 |
+27.50 |
1,612 |
17,808 |
-178 |
Sep11 |
110614 |
2220.50 |
2253.00 |
2216.50 |
2247.00 |
+27.20 |
646 |
1,013 |
-24 |
Dec11 |
110614 |
2243.50 |
2243.50 |
2243.50 |
2243.50 |
+27.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,258 |
18,822 |
-202 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110614 |
2226.00 |
2256.30 |
2220.30 |
2250.80 |
+27.50 |
136,078 |
256,550 |
-31,668 |
Sep11 |
110614 |
2223.50 |
2252.80 |
2216.80 |
2247.00 |
+27.20 |
226,830 |
91,471 |
+33,931 |
Total Volume and Open Interest |
362,909 |
348,038 |
+2,263 |
S & P Midcap 400(CME) |
Jun11 |
110614 |
947.50 |
949.10 |
947.00 |
949.10 |
+18.90 |
11 |
1,829 |
-35 |
Sep11 |
110614 |
944.75 |
946.80 |
943.00 |
946.80 |
+18.90 |
11 |
46 |
+4 |
Dec11 |
110614 |
945.40 |
945.40 |
944.50 |
945.40 |
+18.90 |
|
|
|
Total Volume and Open Interest |
22 |
1,875 |
-31 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110614 |
9435 |
9640 |
9435 |
9615 |
+165 |
13,537 |
29,052 |
+1,727 |
Dec11 |
110614 |
9550 |
9605 |
9550 |
9600 |
+175 |
|
|
|
Total Volume and Open Interest |
7,096 |
28,725 |
-28,397 |
Nikkei 225(SGX) |
Sep11 |
110614 |
9440 |
9560 |
9380 |
9535 |
+85 |
103,314 |
156,556 |
+10,502 |
Dec11 |
110614 |
9460 |
9490 |
9460 |
9480 |
+85 |
168 |
6,849 |
+173 |
Mar12 |
110614 |
9475 |
9475 |
9475 |
9475 |
+85 |
0 |
10 |
+0 |
Total Volume and Open Interest |
103,650 |
172,543 |
-189,683 |
CAC 40(EURONEXT) |
Jun11 |
110614 |
3818.5 |
3878.5 |
3818.5 |
3863.5 |
+57.0 |
145,091 |
360,962 |
-3,018 |
Jul11 |
110614 |
3811.5 |
3875.5 |
3811.5 |
3861.0 |
+57.0 |
9,274 |
63,723 |
+6,887 |
Aug11 |
110614 |
3843.5 |
3865.0 |
3843.5 |
3865.0 |
+57.5 |
1 |
1 |
+1 |
Total Volume and Open Interest |
154,539 |
426,366 |
+3,991 |
Hang Seng Index(HKFE) |
Jun11 |
110614 |
22266 |
22617 |
22241 |
22491 |
+71 |
81,271 |
97,921 |
+912 |
Jul11 |
110614 |
22270 |
22622 |
22250 |
22500 |
+95 |
765 |
2,776 |
+69 |
Total Volume and Open Interest |
82,496 |
105,695 |
+1,037 |
DAX(EUREX) |
Jun11 |
110614 |
7131.5 |
7234.0 |
7126.0 |
7201.0 |
+108.5 |
159,799 |
155,747 |
-3,522 |
Sep11 |
110614 |
7155.5 |
7259.0 |
7154.5 |
7227.5 |
+110.5 |
5,959 |
29,404 |
+2,084 |
Dec11 |
110614 |
7185.0 |
7287.5 |
7185.0 |
7256.5 |
+111.0 |
2,879 |
4,387 |
+930 |
Total Volume and Open Interest |
168,637 |
189,538 |
-508 |
FT-SE 100(EURONEXT) |
Jun11 |
110614 |
5763.00 |
5826.00 |
5756.00 |
5809.00 |
+30.50 |
162,899 |
568,920 |
-28,338 |
Sep11 |
110614 |
5727.50 |
5789.00 |
5727.50 |
5773.00 |
+30.00 |
44,902 |
142,649 |
+26,431 |
Dec11 |
110614 |
5749.00 |
5749.00 |
5749.00 |
5749.00 |
+29.50 |
300 |
539 |
+234 |
Total Volume and Open Interest |
208,101 |
712,258 |
-1,673 |
SPI 200(SFE) |
Jun11 |
110614 |
4537.0 |
4598.0 |
4512.0 |
4586.0 |
+9.0 |
54,482 |
195,329 |
-4,424 |
Sep11 |
110614 |
4526.0 |
4586.0 |
4501.0 |
4574.0 |
+8.0 |
23,973 |
25,883 |
+17,871 |
Dec11 |
110614 |
4536.0 |
4590.0 |
4536.0 |
4590.0 |
+7.0 |
38 |
3,668 |
+38 |
Total Volume and Open Interest |
79,270 |
228,237 |
+14,138 |
GSCI(CME) |
Jun11 |
110614 |
48.04 |
48.04 |
48.04 |
48.04 |
+7.40 |
1,863 |
2,983 |
-1,687 |
Jul11 |
110614 |
46.14 |
46.14 |
46.14 |
46.14 |
+7.35 |
1,817 |
8,087 |
+1,726 |
Aug11 |
110614 |
47.64 |
47.64 |
47.64 |
47.64 |
+7.00 |
2 |
2 |
+0 |
Total Volume and Open Interest |
3,682 |
11,072 |
+39 |
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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