|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed June 15, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110615 |
1367.75 |
1375.50 |
1354.50 |
1368.00 |
unch |
77,738 |
155,198 |
-9,459 |
Aug11 |
110615 |
1362.50 |
1370.00 |
1351.75 |
1364.75 |
+2.25 |
9,680 |
41,180 |
+908 |
Sep11 |
110615 |
1361.75 |
1366.50 |
1349.25 |
1362.75 |
+2.00 |
3,244 |
21,412 |
+483 |
Nov11 |
110615 |
1362.25 |
1371.00 |
1352.25 |
1366.75 |
+3.00 |
50,049 |
263,583 |
+10,179 |
Jan12 |
110615 |
1374.00 |
1380.00 |
1363.00 |
1376.00 |
+2.25 |
3,418 |
37,979 |
+1,396 |
Mar12 |
110615 |
1382.25 |
1385.75 |
1368.00 |
1379.25 |
+0.75 |
1,929 |
21,762 |
-97 |
May12 |
110615 |
1378.25 |
1384.50 |
1364.25 |
1374.75 |
-0.50 |
2,644 |
24,662 |
-38 |
Total Volume and Open Interest |
151,275 |
594,294 |
+4,033 |
Soybean Meal(CBOT) |
Jul11 |
110615 |
359.90 |
361.40 |
354.50 |
360.00 |
+1.30 |
30,096 |
73,262 |
-3,333 |
Aug11 |
110615 |
358.40 |
359.10 |
353.00 |
359.10 |
+2.40 |
10,685 |
44,013 |
+1,291 |
Sep11 |
110615 |
358.30 |
358.60 |
352.10 |
358.50 |
+3.00 |
3,871 |
21,507 |
+607 |
Oct11 |
110615 |
354.50 |
356.50 |
350.40 |
356.50 |
+3.60 |
1,269 |
16,745 |
-138 |
Dec11 |
110615 |
355.60 |
358.00 |
351.70 |
358.00 |
+3.30 |
11,880 |
65,174 |
+735 |
Jan12 |
110615 |
358.60 |
366.70 |
353.50 |
359.70 |
+3.40 |
771 |
5,620 |
+303 |
Mar12 |
110615 |
360.50 |
361.20 |
355.50 |
361.20 |
+3.30 |
351 |
3,404 |
-52 |
May12 |
110615 |
358.80 |
359.50 |
354.30 |
359.50 |
+3.40 |
424 |
5,170 |
-115 |
Total Volume and Open Interest |
59,712 |
240,016 |
-708 |
Soybean Oil(CBOT) |
Jul11 |
110615 |
56.80 |
57.40 |
56.48 |
57.05 |
+0.20 |
47,556 |
98,233 |
-5,485 |
Aug11 |
110615 |
57.14 |
57.63 |
56.69 |
57.26 |
+0.17 |
6,591 |
34,465 |
+481 |
Sep11 |
110615 |
57.50 |
57.91 |
56.94 |
57.51 |
+0.14 |
3,752 |
30,378 |
+100 |
Oct11 |
110615 |
57.78 |
58.10 |
57.20 |
57.76 |
+0.12 |
496 |
15,567 |
+35 |
Dec11 |
110615 |
58.21 |
58.70 |
57.69 |
58.30 |
+0.12 |
23,068 |
120,137 |
+4,130 |
Jan12 |
110615 |
58.58 |
58.92 |
58.15 |
58.53 |
+0.10 |
1,098 |
11,360 |
+164 |
Mar12 |
110615 |
58.98 |
59.35 |
58.40 |
58.83 |
+0.10 |
648 |
7,165 |
+173 |
May12 |
110615 |
58.99 |
59.30 |
58.52 |
58.93 |
+0.10 |
109 |
5,511 |
-59 |
Total Volume and Open Interest |
83,742 |
326,325 |
-490 |
Canola(WCE) |
Jul11 |
110615 |
582.7 |
587.1 |
581.0 |
585.5 |
+2.8 |
4,102 |
44,253 |
-3,147 |
Nov11 |
110615 |
585.2 |
591.0 |
583.6 |
588.7 |
+3.3 |
4,332 |
108,261 |
+2,785 |
Jan12 |
110615 |
593.4 |
595.6 |
590.5 |
595.6 |
+3.5 |
62 |
11,753 |
-2 |
Mar12 |
110615 |
598.1 |
602.0 |
597.5 |
602.0 |
+3.6 |
51 |
3,722 |
+16 |
May12 |
110615 |
601.6 |
604.4 |
600.0 |
604.4 |
+2.8 |
177 |
1,456 |
+119 |
Total Volume and Open Interest |
8,727 |
172,492 |
-246 |
Corn(CBOT) |
Jul11 |
110615 |
760.25 |
762.25 |
725.50 |
725.75 |
-29.75 |
162,361 |
439,443 |
-10,201 |
Sep11 |
110615 |
733.00 |
734.50 |
699.00 |
704.75 |
-24.25 |
76,441 |
308,409 |
+18,762 |
Dec11 |
110615 |
688.75 |
690.00 |
657.50 |
666.00 |
-19.00 |
76,119 |
494,751 |
+5,238 |
Mar12 |
110615 |
699.50 |
701.00 |
669.50 |
677.50 |
-20.00 |
7,410 |
88,050 |
+1,366 |
May12 |
110615 |
707.00 |
707.00 |
677.00 |
684.75 |
-19.75 |
2,661 |
19,859 |
+125 |
Jul12 |
110615 |
710.25 |
712.50 |
684.50 |
691.00 |
-18.50 |
2,541 |
53,774 |
+752 |
Total Volume and Open Interest |
335,605 |
1,492,160 |
+20,319 |
Wheat(CBOT) |
Jul11 |
110615 |
731.00 |
734.25 |
701.00 |
708.50 |
-22.75 |
74,394 |
104,006 |
-12,073 |
Sep11 |
110615 |
760.25 |
763.50 |
733.50 |
739.25 |
-22.75 |
54,460 |
135,447 |
+7,357 |
Dec11 |
110615 |
802.00 |
805.00 |
774.75 |
779.75 |
-22.75 |
37,374 |
107,481 |
+5,176 |
Mar12 |
110615 |
840.50 |
841.75 |
814.00 |
819.00 |
-22.50 |
6,315 |
28,513 |
+1,002 |
May12 |
110615 |
852.00 |
852.25 |
826.75 |
830.50 |
-22.75 |
956 |
9,030 |
+166 |
Total Volume and Open Interest |
177,235 |
446,269 |
+1,955 |
Wheat(KCBT) |
Jul11 |
110615 |
840.00 |
843.25 |
814.75 |
819.25 |
-20.50 |
15,836 |
43,216 |
-2,652 |
Sep11 |
110615 |
859.00 |
861.25 |
833.50 |
838.00 |
-20.75 |
10,049 |
60,204 |
+1,340 |
Dec11 |
110615 |
884.00 |
886.50 |
859.25 |
863.50 |
-20.25 |
5,750 |
46,534 |
+450 |
Mar12 |
110615 |
899.25 |
899.50 |
876.00 |
878.75 |
-19.00 |
596 |
9,100 |
+134 |
May12 |
110615 |
895.25 |
901.50 |
878.50 |
883.75 |
-17.75 |
98 |
1,539 |
+0 |
Total Volume and Open Interest |
32,797 |
175,005 |
-614 |
Wheat(MGE) |
Jul11 |
110615 |
969.50 |
974.00 |
931.50 |
937.00 |
-31.50 |
897 |
7,385 |
-765 |
Sep11 |
110615 |
918.00 |
924.00 |
888.75 |
896.00 |
-22.00 |
1,913 |
22,818 |
+59 |
Dec11 |
110615 |
914.00 |
920.25 |
890.00 |
895.25 |
-19.75 |
1,208 |
18,295 |
+248 |
Mar12 |
110615 |
926.75 |
930.50 |
901.00 |
906.25 |
-20.50 |
462 |
3,753 |
+134 |
May12 |
110615 |
929.25 |
933.25 |
904.50 |
909.50 |
-22.50 |
57 |
1,210 |
+17 |
Total Volume and Open Interest |
4,642 |
60,144 |
-271 |
Oats(CBOT) |
Jul11 |
110615 |
391.75 |
391.75 |
367.50 |
367.50 |
-20.00 |
1,026 |
5,419 |
-200 |
Sep11 |
110615 |
395.00 |
395.00 |
374.00 |
374.00 |
-20.00 |
57 |
2,970 |
-6 |
Dec11 |
110615 |
407.50 |
408.25 |
385.00 |
385.00 |
-20.00 |
330 |
3,906 |
+20 |
Mar12 |
110615 |
408.00 |
410.00 |
397.00 |
397.00 |
-20.00 |
0 |
23 |
+0 |
Total Volume and Open Interest |
1,413 |
12,335 |
-186 |
Rough Rice(CBOT) |
Jul11 |
110615 |
14.38 |
14.40 |
14.15 |
14.20 |
-0.13 |
891 |
10,216 |
-419 |
Sep11 |
110615 |
15.51 |
15.51 |
15.25 |
15.28 |
-0.16 |
547 |
7,146 |
+211 |
Nov11 |
110615 |
15.85 |
15.85 |
15.57 |
15.60 |
-0.18 |
70 |
2,202 |
+9 |
Jan12 |
110615 |
16.00 |
16.00 |
15.91 |
15.91 |
-0.18 |
3 |
253 |
+2 |
Total Volume and Open Interest |
1,511 |
20,118 |
-197 |
Live Cattle(CME) |
Jun11 |
110615 |
104.500 |
105.135 |
104.035 |
104.200 |
-0.085 |
2,034 |
14,037 |
-897 |
Aug11 |
110615 |
105.330 |
105.980 |
104.680 |
104.850 |
-0.500 |
14,881 |
146,142 |
-976 |
Oct11 |
110615 |
111.785 |
112.300 |
110.750 |
111.035 |
-0.500 |
6,792 |
80,646 |
-110 |
Dec11 |
110615 |
116.000 |
116.285 |
114.450 |
114.700 |
-1.130 |
5,001 |
60,337 |
+856 |
Feb12 |
110615 |
118.200 |
118.750 |
116.500 |
116.800 |
-1.650 |
3,138 |
16,813 |
+469 |
Apr12 |
110615 |
120.800 |
120.850 |
119.000 |
119.180 |
-1.520 |
480 |
8,282 |
+27 |
Total Volume and Open Interest |
32,741 |
328,770 |
-355 |
Feeder Cattle(CME) |
Aug11 |
110615 |
127.580 |
128.500 |
126.500 |
126.980 |
-0.270 |
1,650 |
20,967 |
-88 |
Sep11 |
110615 |
128.735 |
129.700 |
127.600 |
128.250 |
-0.435 |
290 |
5,968 |
+26 |
Oct11 |
110615 |
129.535 |
130.535 |
128.400 |
129.150 |
-0.450 |
533 |
4,819 |
+38 |
Nov11 |
110615 |
130.800 |
131.630 |
129.650 |
129.750 |
-0.985 |
197 |
2,453 |
+62 |
Jan12 |
110615 |
131.350 |
131.500 |
130.250 |
130.350 |
-0.050 |
82 |
1,155 |
+42 |
Mar12 |
110615 |
131.000 |
131.150 |
130.250 |
130.500 |
unch |
18 |
92 |
+4 |
Apr12 |
110615 |
130.200 |
130.825 |
130.000 |
130.000 |
unch |
2 |
15 |
+2 |
Total Volume and Open Interest |
2,772 |
35,481 |
+86 |
Lean Hogs(CME) |
Jul11 |
110615 |
94.480 |
95.750 |
94.350 |
95.250 |
+0.800 |
19,278 |
31,665 |
-3,871 |
Aug11 |
110615 |
94.000 |
95.050 |
94.000 |
94.535 |
+0.535 |
15,933 |
75,612 |
+7,302 |
Oct11 |
110615 |
87.700 |
88.285 |
87.680 |
88.135 |
+0.455 |
7,048 |
46,997 |
-693 |
Dec11 |
110615 |
85.930 |
86.050 |
85.285 |
85.700 |
unch |
5,721 |
39,336 |
+1,118 |
Feb12 |
110615 |
88.500 |
88.500 |
87.750 |
88.100 |
-0.580 |
1,638 |
11,155 |
+388 |
Apr12 |
110615 |
89.500 |
89.650 |
88.750 |
89.430 |
-0.420 |
406 |
5,361 |
-71 |
May12 |
110615 |
93.000 |
93.350 |
93.000 |
93.350 |
-0.500 |
4 |
331 |
+3 |
Jun12 |
110615 |
96.400 |
96.550 |
95.650 |
96.285 |
-0.665 |
412 |
3,675 |
+213 |
Total Volume and Open Interest |
53,891 |
220,824 |
+4,390 |
Class III Milk(CME) |
Jun11 |
110615 |
19.20 |
19.22 |
19.16 |
19.17 |
+0.02 |
48 |
4,961 |
+7 |
Jul11 |
110615 |
20.08 |
20.08 |
19.75 |
19.83 |
-0.15 |
222 |
5,361 |
+52 |
Aug11 |
110615 |
19.04 |
19.15 |
18.77 |
18.82 |
-0.20 |
118 |
4,955 |
+8 |
Sep11 |
110615 |
18.64 |
18.70 |
18.40 |
18.40 |
-0.25 |
73 |
4,745 |
+30 |
Oct11 |
110615 |
17.95 |
17.98 |
17.76 |
17.79 |
-0.16 |
44 |
3,657 |
+23 |
Total Volume and Open Interest |
767 |
33,876 |
+188 |
Cocoa(ICE) |
Jul11 |
110615 |
3034 |
3034 |
2948 |
2987 |
-27 |
5,301 |
6,574 |
-3,914 |
Sep11 |
110615 |
3010 |
3014 |
2934 |
2975 |
-19 |
8,469 |
68,198 |
+1,715 |
Dec11 |
110615 |
3027 |
3031 |
2969 |
3007 |
-12 |
1,070 |
34,165 |
+346 |
Mar12 |
110615 |
3066 |
3071 |
3010 |
3043 |
-18 |
1,411 |
29,556 |
+1,207 |
May12 |
110615 |
3048 |
3056 |
3010 |
3039 |
-19 |
144 |
7,942 |
+24 |
Jul12 |
110615 |
3054 |
3062 |
3015 |
3043 |
-20 |
153 |
3,462 |
+64 |
Sep12 |
110615 |
3044 |
3047 |
3027 |
3047 |
-21 |
43 |
5,725 |
+30 |
Total Volume and Open Interest |
16,620 |
161,888 |
-534 |
Coffee "C"(ICE) |
Jul11 |
110615 |
267.70 |
270.00 |
260.35 |
262.65 |
-6.60 |
13,277 |
19,358 |
-3,292 |
Sep11 |
110615 |
271.15 |
273.00 |
263.45 |
265.85 |
-6.45 |
11,182 |
49,160 |
+4,558 |
Dec11 |
110615 |
274.80 |
276.70 |
268.10 |
270.20 |
-6.05 |
1,954 |
27,112 |
+115 |
Mar12 |
110615 |
278.20 |
279.25 |
270.90 |
273.20 |
-6.00 |
448 |
6,135 |
+210 |
May12 |
110615 |
280.00 |
280.40 |
275.00 |
275.00 |
-6.00 |
95 |
3,233 |
-4 |
Jul12 |
110615 |
280.75 |
280.75 |
275.20 |
275.30 |
-6.00 |
61 |
1,485 |
-29 |
Total Volume and Open Interest |
27,122 |
108,669 |
+1,625 |
Orange Juice(ICE) |
Jul11 |
110615 |
186.00 |
186.00 |
183.05 |
183.15 |
-2.80 |
2,055 |
18,958 |
-1,057 |
Sep11 |
110615 |
182.15 |
182.50 |
180.10 |
180.20 |
-2.35 |
1,667 |
12,800 |
+1,195 |
Nov11 |
110615 |
175.85 |
176.70 |
174.90 |
174.90 |
-2.15 |
78 |
3,665 |
+36 |
Jan12 |
110615 |
172.65 |
172.65 |
171.00 |
171.00 |
-2.75 |
140 |
737 |
+116 |
Mar12 |
110615 |
170.50 |
170.50 |
170.50 |
170.50 |
-2.35 |
15 |
140 |
+5 |
May12 |
110615 |
171.50 |
171.50 |
169.65 |
169.65 |
-2.35 |
7 |
126 |
+5 |
Total Volume and Open Interest |
3,962 |
36,490 |
+300 |
Sugar #11(ICE) |
Jul11 |
110615 |
25.20 |
25.51 |
25.01 |
25.08 |
-0.07 |
65,799 |
144,152 |
-14,409 |
Oct11 |
110615 |
24.35 |
24.54 |
24.05 |
24.15 |
-0.08 |
58,498 |
251,672 |
+13,565 |
Mar12 |
110615 |
24.04 |
24.29 |
23.79 |
23.88 |
-0.14 |
17,624 |
105,812 |
+2,930 |
May12 |
110615 |
23.60 |
23.89 |
23.44 |
23.49 |
-0.13 |
3,528 |
31,897 |
+315 |
Jul12 |
110615 |
23.33 |
23.62 |
23.17 |
23.22 |
-0.11 |
2,032 |
51,193 |
+1,109 |
Total Volume and Open Interest |
148,539 |
638,813 |
+3,657 |
London Cocoa(LCE) |
Jul11 |
110615 |
1857 |
1866 |
1834 |
1837 |
-12 |
3,028 |
69,795 |
-1,421 |
Sep11 |
110615 |
1856 |
1862 |
1840 |
1845 |
-1 |
4,431 |
41,958 |
+790 |
Dec11 |
110615 |
1871 |
1888 |
1868 |
1872 |
+1 |
1,080 |
35,289 |
+238 |
Mar12 |
110615 |
1893 |
1910 |
1891 |
1894 |
unch |
144 |
39,614 |
-11 |
May12 |
110615 |
1916 |
1919 |
1899 |
1905 |
unch |
20 |
9,829 |
-3 |
Jul12 |
110615 |
1909 |
1911 |
1909 |
1911 |
unch |
0 |
4,376 |
+0 |
Sep12 |
110615 |
1917 |
1920 |
1916 |
1916 |
-1 |
0 |
3,195 |
+0 |
Total Volume and Open Interest |
8,703 |
211,987 |
-407 |
London Sugar(LCE) |
Aug11 |
110615 |
705.40 |
709.00 |
703.00 |
706.50 |
+3.50 |
2,819 |
25,349 |
+34 |
Oct11 |
110615 |
651.10 |
654.30 |
646.50 |
648.90 |
+3.40 |
1,194 |
13,201 |
+228 |
Dec11 |
110615 |
638.50 |
638.90 |
632.60 |
635.00 |
+1.50 |
150 |
5,605 |
+101 |
Mar12 |
110615 |
623.80 |
625.70 |
621.60 |
622.00 |
+3.40 |
302 |
4,974 |
+159 |
May12 |
110615 |
614.20 |
617.10 |
613.60 |
613.90 |
+1.90 |
79 |
2,113 |
+38 |
Total Volume and Open Interest |
4,553 |
53,892 |
+560 |
Cotton(ICE) |
Jul11 |
110615 |
155.50 |
158.00 |
150.29 |
151.96 |
-3.58 |
13,639 |
31,057 |
-5,259 |
Oct11 |
110615 |
137.17 |
137.17 |
132.54 |
133.45 |
-5.09 |
32 |
480 |
+19 |
Dec11 |
110615 |
130.89 |
132.24 |
125.78 |
125.80 |
-5.98 |
11,689 |
92,556 |
+1,868 |
Mar12 |
110615 |
123.47 |
125.02 |
119.11 |
119.60 |
-5.51 |
1,069 |
13,726 |
+517 |
May12 |
110615 |
115.47 |
117.02 |
111.90 |
112.69 |
-4.42 |
264 |
3,589 |
+198 |
Jul12 |
110615 |
109.87 |
112.20 |
106.00 |
106.75 |
-5.22 |
40 |
5,995 |
+8 |
Total Volume and Open Interest |
26,859 |
150,493 |
-2,640 |
Lumber(CME) |
Jul11 |
110615 |
223.1 |
223.1 |
213.6 |
217.0 |
-6.6 |
957 |
3,548 |
-707 |
Sep11 |
110615 |
240.7 |
240.7 |
228.3 |
234.5 |
-3.8 |
923 |
5,490 |
+216 |
Nov11 |
110615 |
246.1 |
246.1 |
237.5 |
239.0 |
-8.5 |
45 |
1,311 |
+13 |
Jan12 |
110615 |
263.5 |
263.5 |
260.1 |
262.5 |
-2.6 |
3 |
69 |
+0 |
Total Volume and Open Interest |
1,928 |
10,424 |
-478 |
Crude Oil(NYM) |
Jul11 |
110615 |
99.68 |
99.95 |
94.02 |
94.81 |
-4.56 |
381,993 |
189,858 |
-13,468 |
Aug11 |
110615 |
100.00 |
100.39 |
94.47 |
95.26 |
-4.60 |
140,488 |
230,489 |
+27,576 |
Sep11 |
110615 |
100.53 |
100.79 |
94.97 |
95.71 |
-4.60 |
64,992 |
153,730 |
+6,374 |
Oct11 |
110615 |
100.69 |
101.12 |
95.36 |
96.11 |
-4.60 |
28,982 |
60,102 |
+1,166 |
Nov11 |
110615 |
100.62 |
101.49 |
96.00 |
96.50 |
-4.58 |
22,363 |
56,775 |
+3,840 |
Dec11 |
110615 |
101.48 |
101.75 |
96.05 |
96.80 |
-4.56 |
69,395 |
188,365 |
+4,226 |
Jan12 |
110615 |
101.05 |
101.93 |
96.81 |
97.07 |
-4.53 |
11,142 |
49,561 |
+1,678 |
Feb12 |
110615 |
101.15 |
101.98 |
97.28 |
97.32 |
-4.51 |
4,802 |
25,419 |
+424 |
Mar12 |
110615 |
101.19 |
102.08 |
97.50 |
97.56 |
-4.49 |
5,590 |
29,292 |
+199 |
Apr12 |
110615 |
101.35 |
101.35 |
97.78 |
97.78 |
-4.47 |
2,556 |
18,124 |
-239 |
May12 |
110615 |
101.38 |
102.60 |
97.99 |
97.99 |
-4.45 |
2,081 |
17,335 |
+238 |
Jun12 |
110615 |
101.98 |
102.74 |
97.52 |
98.19 |
-4.42 |
13,041 |
74,484 |
+1,815 |
Jul12 |
110615 |
101.14 |
101.14 |
97.71 |
98.33 |
-4.41 |
3,343 |
32,140 |
-1,044 |
Aug12 |
110615 |
98.38 |
98.38 |
98.38 |
98.38 |
-4.40 |
2,726 |
11,895 |
-1,094 |
Sep12 |
110615 |
98.41 |
98.41 |
98.41 |
98.41 |
-4.40 |
2,437 |
14,683 |
+275 |
Oct12 |
110615 |
98.50 |
98.50 |
98.47 |
98.47 |
-4.38 |
1,637 |
9,336 |
-3 |
Total Volume and Open Interest |
816,715 |
1,587,920 |
+40,477 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110615 |
99.600 |
99.950 |
94.075 |
94.800 |
-4.575 |
9,613 |
2,997 |
+149 |
Aug11 |
110615 |
100.075 |
100.375 |
94.500 |
95.250 |
-4.600 |
906 |
1,303 |
+251 |
Sep11 |
110615 |
99.575 |
100.325 |
95.700 |
95.700 |
-4.600 |
278 |
573 |
+135 |
Oct11 |
110615 |
100.000 |
100.000 |
96.000 |
96.100 |
-4.600 |
135 |
336 |
+130 |
Nov11 |
110615 |
98.700 |
98.700 |
96.500 |
96.500 |
-4.575 |
1 |
21 |
+0 |
Dec11 |
110615 |
100.650 |
100.650 |
96.775 |
96.800 |
-4.550 |
16 |
297 |
-3 |
Jan12 |
110615 |
97.075 |
97.075 |
97.075 |
97.075 |
-4.525 |
0 |
6 |
+0 |
Feb12 |
110615 |
97.400 |
97.400 |
97.325 |
97.325 |
-4.500 |
0 |
3 |
+0 |
Mar12 |
110615 |
97.550 |
97.550 |
97.550 |
97.550 |
-4.500 |
0 |
8 |
+0 |
Total Volume and Open Interest |
10,949 |
5,705 |
+662 |
Heating Oil(NYM) |
Jul11 |
110615 |
313.39 |
313.39 |
297.02 |
298.48 |
-14.10 |
48,019 |
80,513 |
-1,706 |
Aug11 |
110615 |
313.81 |
314.29 |
298.50 |
299.84 |
-14.07 |
20,272 |
63,214 |
+5,003 |
Sep11 |
110615 |
315.65 |
315.65 |
300.32 |
301.62 |
-14.01 |
9,735 |
42,968 |
+2,295 |
Oct11 |
110615 |
315.20 |
315.20 |
302.42 |
303.42 |
-13.92 |
4,837 |
18,350 |
+83 |
Nov11 |
110615 |
319.11 |
319.11 |
304.44 |
305.23 |
-13.91 |
3,472 |
18,481 |
+589 |
Dec11 |
110615 |
320.68 |
321.00 |
305.55 |
306.79 |
-13.90 |
4,526 |
35,276 |
-479 |
Jan12 |
110615 |
317.84 |
319.67 |
308.30 |
308.32 |
-13.91 |
1,665 |
18,840 |
-204 |
Feb12 |
110615 |
318.05 |
320.25 |
308.29 |
308.59 |
-13.85 |
1,308 |
7,202 |
-66 |
Mar12 |
110615 |
313.94 |
314.30 |
307.60 |
307.60 |
-13.59 |
622 |
5,566 |
+38 |
Apr12 |
110615 |
316.63 |
316.63 |
305.44 |
305.44 |
-13.30 |
129 |
2,035 |
-32 |
May12 |
110615 |
306.00 |
306.00 |
303.33 |
303.33 |
-13.08 |
86 |
2,118 |
+9 |
Jun12 |
110615 |
315.11 |
315.11 |
302.08 |
302.08 |
-12.93 |
1,277 |
19,625 |
+182 |
Total Volume and Open Interest |
96,977 |
326,644 |
+6,098 |
Gasoline(NYMEX) |
Jul11 |
110615 |
307.08 |
307.08 |
291.01 |
292.35 |
-14.11 |
49,631 |
59,972 |
-5,483 |
Aug11 |
110615 |
302.50 |
302.50 |
286.88 |
287.71 |
-14.79 |
34,895 |
54,934 |
+5,416 |
Sep11 |
110615 |
300.50 |
300.50 |
285.08 |
285.87 |
-14.82 |
22,875 |
42,492 |
+588 |
Oct11 |
110615 |
288.91 |
288.91 |
273.38 |
274.21 |
-14.76 |
11,899 |
25,258 |
+2,198 |
Nov11 |
110615 |
282.82 |
284.21 |
272.09 |
272.09 |
-14.67 |
4,589 |
15,018 |
+624 |
Dec11 |
110615 |
285.11 |
285.11 |
270.10 |
270.93 |
-14.61 |
5,538 |
28,482 |
+1,278 |
Jan12 |
110615 |
281.36 |
283.29 |
271.49 |
271.49 |
-14.65 |
755 |
7,472 |
-77 |
Feb12 |
110615 |
273.01 |
273.01 |
273.01 |
273.01 |
-14.63 |
310 |
4,156 |
+14 |
Mar12 |
110615 |
274.67 |
274.67 |
274.67 |
274.67 |
-14.62 |
260 |
4,662 |
+31 |
Apr12 |
110615 |
286.42 |
286.42 |
286.42 |
286.42 |
-14.45 |
196 |
4,189 |
+71 |
Total Volume and Open Interest |
131,948 |
262,623 |
+4,960 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110615 |
292.40 |
292.40 |
292.35 |
292.40 |
-7.30 |
0 |
3 |
+0 |
Aug11 |
110615 |
287.70 |
287.71 |
287.70 |
287.70 |
-14.80 |
0 |
2 |
+0 |
Sep11 |
110615 |
285.90 |
285.90 |
285.87 |
285.90 |
-14.80 |
|
|
|
Oct11 |
110615 |
274.20 |
274.21 |
274.20 |
274.20 |
-14.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
9 |
+1 |
Natural Gas(NYM) |
Jul11 |
110615 |
4.573 |
4.605 |
4.522 |
4.577 |
-0.004 |
142,856 |
133,637 |
-22,362 |
Aug11 |
110615 |
4.611 |
4.638 |
4.555 |
4.611 |
-0.002 |
58,543 |
101,847 |
+4,960 |
Sep11 |
110615 |
4.610 |
4.660 |
4.577 |
4.635 |
unch |
57,510 |
192,794 |
+14,820 |
Oct11 |
110615 |
4.643 |
4.692 |
4.613 |
4.670 |
+0.002 |
35,273 |
115,579 |
-252 |
Nov11 |
110615 |
4.765 |
4.817 |
4.740 |
4.796 |
+0.003 |
20,444 |
80,028 |
+1,963 |
Dec11 |
110615 |
4.952 |
4.992 |
4.921 |
4.975 |
+0.008 |
12,606 |
47,694 |
+1,228 |
Jan12 |
110615 |
5.050 |
5.088 |
5.015 |
5.071 |
+0.009 |
11,901 |
91,234 |
-717 |
Feb12 |
110615 |
5.035 |
5.074 |
5.009 |
5.059 |
+0.009 |
1,357 |
20,693 |
-48 |
Mar12 |
110615 |
4.974 |
5.015 |
4.946 |
5.001 |
+0.009 |
4,614 |
40,738 |
+449 |
Apr12 |
110615 |
4.820 |
4.858 |
4.800 |
4.844 |
+0.005 |
5,437 |
44,704 |
+1,489 |
May12 |
110615 |
4.839 |
4.870 |
4.835 |
4.856 |
+0.005 |
264 |
9,809 |
-30 |
Jun12 |
110615 |
4.862 |
4.882 |
4.845 |
4.882 |
+0.005 |
1,097 |
11,316 |
+458 |
Jul12 |
110615 |
4.886 |
4.936 |
4.878 |
4.924 |
+0.005 |
353 |
7,185 |
+152 |
Aug12 |
110615 |
4.930 |
4.965 |
4.913 |
4.952 |
+0.005 |
296 |
7,014 |
+33 |
Sep12 |
110615 |
4.949 |
4.977 |
4.927 |
4.962 |
+0.005 |
105 |
7,150 |
-7 |
Oct12 |
110615 |
4.990 |
5.022 |
4.959 |
5.009 |
+0.007 |
1,501 |
21,665 |
+205 |
Total Volume and Open Interest |
355,354 |
1,009,000 |
+2,598 |
Brent Crude Oil(ICE) |
Jul11 |
110615 |
120.22 |
121.47 |
116.80 |
117.10 |
-3.06 |
232,153 |
70,672 |
-46,120 |
Aug11 |
110615 |
119.09 |
119.38 |
112.32 |
113.01 |
-6.34 |
239,618 |
219,943 |
+16,906 |
Sep11 |
110615 |
118.59 |
118.85 |
112.02 |
112.61 |
-6.25 |
87,152 |
127,489 |
+2,671 |
Oct11 |
110615 |
118.35 |
118.52 |
111.87 |
112.33 |
-6.19 |
33,685 |
63,185 |
+3,664 |
Nov11 |
110615 |
118.08 |
118.30 |
111.77 |
112.14 |
-6.16 |
14,634 |
37,230 |
+229 |
Dec11 |
110615 |
118.08 |
118.08 |
111.37 |
111.95 |
-6.14 |
52,404 |
86,540 |
-3,372 |
Jan12 |
110615 |
117.71 |
117.71 |
111.23 |
111.76 |
-6.10 |
4,622 |
21,531 |
+507 |
Feb12 |
110615 |
117.28 |
117.33 |
111.52 |
111.54 |
-6.07 |
2,558 |
18,435 |
+239 |
Mar12 |
110615 |
117.03 |
117.07 |
110.83 |
111.33 |
-6.03 |
2,966 |
31,684 |
+151 |
Apr12 |
110615 |
111.08 |
111.08 |
111.08 |
111.08 |
-6.00 |
1,475 |
8,647 |
-400 |
May12 |
110615 |
110.82 |
110.82 |
110.82 |
110.82 |
-5.96 |
953 |
5,427 |
+36 |
Jun12 |
110615 |
116.07 |
116.07 |
110.10 |
110.58 |
-5.90 |
4,458 |
41,263 |
-217 |
Jul12 |
110615 |
110.36 |
110.36 |
110.36 |
110.36 |
-5.84 |
596 |
6,342 |
+118 |
Aug12 |
110615 |
110.13 |
110.13 |
110.13 |
110.13 |
-5.78 |
320 |
4,288 |
-114 |
Total Volume and Open Interest |
707,328 |
877,410 |
-26,685 |
Gas Oil(ICE) |
Jul11 |
110615 |
987.25 |
988.25 |
937.25 |
978.50 |
-13.50 |
60,595 |
150,027 |
-417 |
Aug11 |
110615 |
991.50 |
991.75 |
941.25 |
982.50 |
-13.75 |
38,304 |
91,459 |
+4,526 |
Sep11 |
110615 |
991.50 |
994.50 |
944.75 |
986.00 |
-13.50 |
18,444 |
56,375 |
-683 |
Oct11 |
110615 |
994.50 |
994.50 |
954.50 |
988.50 |
-13.25 |
6,673 |
30,566 |
+1,137 |
Nov11 |
110615 |
996.50 |
996.50 |
956.50 |
989.75 |
-13.00 |
2,234 |
27,077 |
+561 |
Dec11 |
110615 |
996.50 |
997.00 |
950.75 |
991.00 |
-13.00 |
17,655 |
64,680 |
+2,703 |
Jan12 |
110615 |
999.00 |
999.00 |
953.50 |
993.50 |
-12.75 |
2,710 |
26,507 |
+535 |
Feb12 |
110615 |
998.75 |
998.75 |
953.50 |
993.25 |
-12.75 |
1,068 |
9,123 |
+287 |
Mar12 |
110615 |
997.25 |
999.00 |
959.00 |
992.00 |
-12.50 |
339 |
10,608 |
+146 |
Apr12 |
110615 |
985.00 |
990.50 |
959.25 |
990.00 |
-12.25 |
547 |
5,934 |
+27 |
Total Volume and Open Interest |
155,129 |
568,646 |
+9,639 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110615 |
2.735 |
2.735 |
2.676 |
2.688 |
-0.063 |
178 |
983 |
-44 |
Aug11 |
110615 |
2.719 |
2.719 |
2.658 |
2.666 |
-0.069 |
396 |
1,747 |
+148 |
Sep11 |
110615 |
2.665 |
2.665 |
2.599 |
2.608 |
-0.071 |
75 |
1,368 |
-10 |
Oct11 |
110615 |
2.560 |
2.560 |
2.493 |
2.499 |
-0.067 |
105 |
1,122 |
+18 |
Nov11 |
110615 |
2.475 |
2.475 |
2.426 |
2.433 |
-0.060 |
45 |
911 |
+7 |
Dec11 |
110615 |
2.470 |
2.470 |
2.410 |
2.416 |
-0.062 |
83 |
1,308 |
+25 |
Jan12 |
110615 |
2.420 |
2.420 |
2.389 |
2.397 |
-0.052 |
38 |
695 |
+28 |
Total Volume and Open Interest |
1,102 |
9,554 |
+183 |
WTI Crude Oil(ICE |
Jul11 |
110615 |
99.49 |
99.95 |
94.02 |
94.81 |
-4.56 |
96,635 |
60,504 |
-4,629 |
Aug11 |
110615 |
99.99 |
100.39 |
94.46 |
95.26 |
-4.60 |
48,037 |
59,434 |
+3,083 |
Sep11 |
110615 |
100.44 |
100.76 |
94.92 |
95.71 |
-4.60 |
20,688 |
42,148 |
+133 |
Oct11 |
110615 |
100.46 |
101.10 |
95.49 |
96.11 |
-4.60 |
12,490 |
23,760 |
+860 |
Nov11 |
110615 |
100.82 |
101.47 |
96.06 |
96.50 |
-4.58 |
10,159 |
19,716 |
-402 |
Dec11 |
110615 |
101.14 |
101.72 |
96.16 |
96.80 |
-4.56 |
34,312 |
87,751 |
+1,546 |
Jan12 |
110615 |
101.40 |
101.91 |
96.62 |
97.07 |
-4.53 |
2,542 |
15,689 |
+141 |
Feb12 |
110615 |
101.60 |
102.00 |
97.31 |
97.32 |
-4.51 |
804 |
4,493 |
-51 |
Mar12 |
110615 |
101.05 |
101.89 |
97.56 |
97.56 |
-4.49 |
1,297 |
12,355 |
+52 |
Apr12 |
110615 |
97.78 |
97.78 |
97.78 |
97.78 |
-4.47 |
476 |
4,136 |
+2 |
May12 |
110615 |
97.99 |
97.99 |
97.99 |
97.99 |
-4.45 |
475 |
3,142 |
+28 |
Jun12 |
110615 |
101.95 |
102.55 |
97.70 |
98.19 |
-4.42 |
4,145 |
28,449 |
+768 |
Jul12 |
110615 |
98.33 |
98.33 |
98.33 |
98.33 |
-4.41 |
218 |
4,313 |
+25 |
Aug12 |
110615 |
98.38 |
98.38 |
98.38 |
98.38 |
-4.40 |
21 |
903 |
+16 |
Sep12 |
110615 |
98.41 |
98.41 |
98.41 |
98.41 |
-4.40 |
1 |
4,300 |
+0 |
Oct12 |
110615 |
98.47 |
98.47 |
98.47 |
98.47 |
-4.38 |
0 |
511 |
+0 |
Total Volume and Open Interest |
253,861 |
487,576 |
+4,496 |
US Dollar Index(ICE) |
Sep11 |
110615 |
74.820 |
76.135 |
74.820 |
76.073 |
+1.380 |
25,437 |
52,793 |
+1,280 |
Dec11 |
110615 |
75.990 |
76.522 |
75.990 |
76.522 |
+1.380 |
2 |
517 |
+1 |
Mar12 |
110615 |
77.082 |
77.082 |
77.082 |
77.082 |
+1.380 |
0 |
1 |
+0 |
Total Volume and Open Interest |
25,439 |
53,311 |
-24,967 |
Australian Dollar(CME) |
Sep11 |
110615 |
105.51 |
105.85 |
104.05 |
104.18 |
-1.47 |
86,967 |
109,175 |
-299 |
Dec11 |
110615 |
104.25 |
104.43 |
102.99 |
102.99 |
-1.44 |
12 |
82 |
+10 |
Mar12 |
110615 |
101.80 |
103.24 |
101.80 |
101.80 |
-1.44 |
|
|
|
Total Volume and Open Interest |
86,979 |
109,260 |
-58,001 |
British Pound(CME) |
Sep11 |
110615 |
163.53 |
163.64 |
161.48 |
161.60 |
-2.04 |
108,546 |
91,511 |
+6,133 |
Dec11 |
110615 |
163.22 |
163.43 |
161.40 |
161.40 |
-2.03 |
12 |
105 |
+6 |
Mar12 |
110615 |
161.19 |
163.19 |
161.19 |
161.19 |
-2.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
108,558 |
91,624 |
-27,810 |
Canadian Dollar(CME) |
Sep11 |
110615 |
102.98 |
103.16 |
101.50 |
101.68 |
-1.40 |
61,898 |
85,011 |
+527 |
Dec11 |
110615 |
102.67 |
102.91 |
101.30 |
101.45 |
-1.39 |
115 |
3,639 |
+91 |
Mar12 |
110615 |
102.20 |
102.60 |
101.21 |
101.21 |
-1.39 |
68 |
507 |
+41 |
Jun12 |
110615 |
101.90 |
102.30 |
100.90 |
100.90 |
-1.40 |
32 |
246 |
+30 |
Total Volume and Open Interest |
65,593 |
132,999 |
-1,676 |
Japanese Yen(CME) |
Sep11 |
110615 |
124.26 |
124.46 |
123.41 |
123.61 |
-0.70 |
82,965 |
97,624 |
+2,056 |
Dec11 |
110615 |
123.84 |
124.39 |
123.70 |
123.70 |
-0.69 |
4 |
285 |
+2 |
Mar12 |
110615 |
123.87 |
124.53 |
123.87 |
123.87 |
-0.66 |
0 |
42 |
+0 |
Total Volume and Open Interest |
82,970 |
97,957 |
-28,086 |
Swiss Franc(CME) |
Sep11 |
110615 |
118.37 |
118.51 |
117.01 |
117.28 |
-1.21 |
33,886 |
57,627 |
+2,730 |
Dec11 |
110615 |
118.54 |
118.56 |
117.24 |
117.37 |
-1.19 |
8 |
101 |
-3 |
Mar12 |
110615 |
117.48 |
118.65 |
117.48 |
117.48 |
-1.17 |
|
|
|
Total Volume and Open Interest |
33,894 |
57,731 |
-32,277 |
EuroFX(CME) |
Sep11 |
110615 |
144.01 |
144.10 |
141.18 |
141.32 |
-2.94 |
210,274 |
186,442 |
+2,804 |
Dec11 |
110615 |
143.45 |
143.84 |
140.83 |
140.95 |
-2.89 |
70 |
272 |
+51 |
Mar12 |
110615 |
141.90 |
143.41 |
140.59 |
140.59 |
-2.82 |
0 |
357 |
+0 |
Total Volume and Open Interest |
210,344 |
187,099 |
-109,601 |
Mexican Peso(CME) |
Jul11 |
110615 |
836.0 |
847.0 |
836.0 |
836.0 |
-11.0 |
|
|
|
Aug11 |
110615 |
834.0 |
845.0 |
834.0 |
834.0 |
-11.0 |
|
|
|
Total Volume and Open Interest |
21,824 |
104,264 |
-61,638 |
30-Year T-Bonds(CBOT) |
Jun11 |
110531 |
125~260 |
126~090 |
125~110 |
126~050 |
+0~090 |
370,649 |
125,465 |
-108,773 |
Sep11 |
110615 |
123~300 |
125~190 |
123~260 |
125~150 |
+1~190 |
263,117 |
649,841 |
-3,001 |
Dec11 |
110615 |
123~250 |
124~010 |
122~140 |
124~010 |
+1~190 |
1 |
29 |
-1 |
Total Volume and Open Interest |
266,750 |
675,014 |
-4,577 |
10-Year T-Notes(CBOT) |
Jun11 |
110615 |
124~010 |
125~070 |
123~315 |
125~035 |
+1~040 |
14,948 |
56,212 |
-4,175 |
Sep11 |
110615 |
122~185 |
123~265 |
122~175 |
123~220 |
+1~050 |
995,275 |
1,764,381 |
-2,226 |
Dec11 |
110615 |
122~110 |
122~110 |
121~070 |
122~110 |
+1~040 |
1 |
24 |
+1 |
Total Volume and Open Interest |
1,010,224 |
1,820,617 |
-6,400 |
5-Year T-Notes(CBOT) |
Jun11 |
110613 |
120~120 |
121~001 |
120~087 |
120~108 |
+0~072 |
272,931 |
205,061 |
-65,504 |
Sep11 |
110615 |
119~031 |
120~000 |
119~029 |
119~117 |
+0~086 |
619,594 |
1,553,537 |
+12,573 |
Dec11 |
110615 |
118~101 |
118~101 |
118~015 |
118~101 |
+0~086 |
0 |
2 |
+0 |
Total Volume and Open Interest |
637,449 |
1,588,459 |
+8,225 |
2 Year T-Notes(CBOT) |
Jun11 |
110615 |
109~124 |
110~005 |
109~121 |
110~005 |
+0~012 |
4,240 |
22,378 |
-2,058 |
Sep11 |
110615 |
109~087 |
109~105 |
109~086 |
109~104 |
+0~017 |
176,673 |
992,193 |
-125 |
Dec11 |
110615 |
109~093 |
109~093 |
109~049 |
109~076 |
+0~027 |
0 |
21 |
+0 |
Total Volume and Open Interest |
180,913 |
1,014,592 |
-2,183 |
Eurodollars(CME) |
Sep11 |
110615 |
99.665 |
99.670 |
99.610 |
99.615 |
-0.055 |
207,513 |
1,243,611 |
+29,737 |
Dec11 |
110615 |
99.585 |
99.595 |
99.535 |
99.545 |
-0.045 |
169,148 |
1,503,588 |
-7,647 |
Mar12 |
110615 |
99.510 |
99.525 |
99.485 |
99.490 |
-0.020 |
224,699 |
1,724,212 |
+4,253 |
Jun12 |
110615 |
99.395 |
99.425 |
99.385 |
99.410 |
+0.020 |
233,672 |
1,491,166 |
+18,811 |
Sep12 |
110615 |
99.225 |
99.280 |
99.215 |
99.275 |
+0.055 |
179,860 |
872,739 |
+11,241 |
Dec12 |
110615 |
98.985 |
99.085 |
98.980 |
99.070 |
+0.080 |
193,216 |
682,089 |
+12,319 |
Mar13 |
110615 |
98.750 |
98.875 |
98.740 |
98.850 |
+0.095 |
198,326 |
478,763 |
+7,239 |
Jun13 |
110615 |
98.490 |
98.625 |
98.480 |
98.600 |
+0.105 |
160,407 |
335,113 |
-3,966 |
Sep13 |
110615 |
98.220 |
98.375 |
98.215 |
98.340 |
+0.110 |
93,047 |
287,589 |
+1,018 |
Dec13 |
110615 |
97.950 |
98.115 |
97.940 |
98.075 |
+0.115 |
73,537 |
280,389 |
+5,616 |
Mar14 |
110615 |
97.695 |
97.860 |
97.690 |
97.825 |
+0.125 |
81,487 |
223,434 |
-1,304 |
Jun14 |
110615 |
97.445 |
97.605 |
97.435 |
97.575 |
+0.130 |
77,556 |
150,108 |
+14,245 |
Sep14 |
110615 |
97.205 |
97.365 |
97.190 |
97.335 |
+0.135 |
28,293 |
81,279 |
+4,690 |
Dec14 |
110615 |
96.965 |
97.115 |
96.940 |
97.085 |
+0.140 |
20,426 |
82,824 |
+1,239 |
Mar15 |
110615 |
96.730 |
96.900 |
96.720 |
96.870 |
+0.145 |
14,879 |
74,208 |
+1,239 |
Jun15 |
110615 |
4.770 |
4.935 |
4.750 |
4.900 |
+0.145 |
14,148 |
58,274 |
+1,090 |
Sep15 |
110615 |
4.550 |
4.730 |
4.540 |
4.695 |
+0.150 |
7,459 |
55,043 |
+584 |
Dec15 |
110615 |
4.360 |
4.535 |
4.345 |
4.500 |
+0.150 |
9,297 |
48,318 |
+582 |
Total Volume and Open Interest |
2,046,564 |
9,902,716 |
+124,039 |
30 Day Federal Funds(CBOT) |
Jun11 |
110615 |
99.897 |
99.900 |
99.895 |
99.897 |
-0.003 |
2,423 |
58,390 |
-1,009 |
Jul11 |
110615 |
99.895 |
99.895 |
99.885 |
99.890 |
-0.005 |
3,482 |
56,701 |
+1,054 |
Aug11 |
110615 |
99.875 |
99.880 |
99.875 |
99.880 |
unch |
2,106 |
51,815 |
+815 |
Sep11 |
110615 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
1,575 |
44,113 |
+792 |
Oct11 |
110615 |
99.845 |
99.855 |
99.845 |
99.850 |
unch |
1,724 |
52,300 |
-462 |
Nov11 |
110615 |
99.830 |
99.845 |
99.830 |
99.835 |
unch |
781 |
54,654 |
+19 |
Total Volume and Open Interest |
24,588 |
725,651 |
+3,709 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110613 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110615 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.002 |
0 |
75 |
+0 |
Mar12 |
110615 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.003 |
|
|
|
Jun12 |
110615 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.003 |
|
|
|
Sep12 |
110615 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec12 |
110615 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Mar13 |
110615 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Jun13 |
110615 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Sep13 |
110615 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Dec13 |
110615 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
75 |
-750 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110615 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
300 |
1,201 |
-500 |
Dec11 |
110615 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
500 |
1,362 |
-400 |
Mar12 |
110615 |
99.67 |
99.67 |
99.66 |
99.66 |
0.00 |
300 |
4,177 |
+0 |
Jun12 |
110615 |
99.65 |
99.66 |
99.65 |
99.66 |
0.00 |
0 |
1,454 |
+0 |
Sep12 |
110615 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110615 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110615 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Jun13 |
110615 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
Total Volume and Open Interest |
1,100 |
8,630 |
-6,535 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110615 |
140.83 |
140.83 |
140.55 |
140.61 |
-0.31 |
1,690 |
21,380 |
+207 |
Dec11 |
110615 |
138.69 |
138.69 |
138.69 |
138.69 |
-0.20 |
0 |
1 |
+0 |
Mar12 |
110615 |
136.60 |
136.60 |
136.60 |
136.60 |
-0.20 |
|
|
|
Total Volume and Open Interest |
1,183 |
21,621 |
+108 |
Euro-Bund(EUREX) |
Sep11 |
110615 |
125.61 |
126.35 |
125.47 |
125.95 |
+0.54 |
599,469 |
937,390 |
-12,902 |
Dec11 |
110615 |
124.32 |
124.99 |
124.32 |
124.73 |
+0.53 |
11 |
225 |
+1 |
Mar12 |
110615 |
124.66 |
124.66 |
124.66 |
124.66 |
+0.54 |
|
|
|
Total Volume and Open Interest |
599,480 |
937,615 |
-12,901 |
Euro-Bobl(EUREX) |
Sep11 |
110614 |
116.98 |
117.03 |
116.67 |
116.71 |
-0.32 |
696,503 |
837,334 |
+54,753 |
Dec11 |
110615 |
116.19 |
116.23 |
116.18 |
116.18 |
+0.42 |
0 |
501 |
-1 |
Mar12 |
110615 |
116.18 |
116.18 |
116.18 |
116.18 |
+0.42 |
|
|
|
Total Volume and Open Interest |
377,480 |
824,917 |
-13,821 |
3-Mth Euribor(EUREX) |
Jun11 |
110613 |
98.530 |
98.530 |
98.530 |
98.530 |
+0.005 |
299 |
4,770 |
+0 |
Sep11 |
110615 |
98.300 |
98.300 |
98.285 |
98.285 |
-0.015 |
4 |
2,561 |
+3 |
Dec11 |
110615 |
98.175 |
98.175 |
98.175 |
98.175 |
+0.020 |
0 |
1,347 |
+0 |
Total Volume and Open Interest |
4 |
6,768 |
-4,828 |
Long Gilt(LIFFE) |
Jun11 |
110615 |
121~26 |
122~17 |
121~22 |
122~09 |
+0~13 |
2,582 |
13,470 |
-527 |
Sep11 |
110615 |
120~25 |
121~09 |
120~12 |
121~01 |
+0~13 |
74,350 |
346,993 |
-13,077 |
Total Volume and Open Interest |
76,932 |
360,463 |
-13,604 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110615 |
99.18 |
99.18 |
99.17 |
99.18 |
+0.01 |
21,734 |
393,945 |
-5,990 |
Sep11 |
110615 |
99.13 |
99.13 |
99.06 |
99.08 |
-0.04 |
63,518 |
432,351 |
+4,725 |
Dec11 |
110615 |
99.02 |
99.04 |
98.99 |
99.00 |
-0.02 |
53,610 |
450,085 |
+1,538 |
Mar12 |
110615 |
98.92 |
98.94 |
98.90 |
98.91 |
unch |
41,395 |
416,012 |
-153 |
Jun12 |
110615 |
98.78 |
98.84 |
98.75 |
98.79 |
+0.02 |
49,390 |
351,502 |
+9,426 |
Sep12 |
110615 |
98.61 |
98.69 |
98.58 |
98.63 |
+0.03 |
26,264 |
223,458 |
+1,369 |
Total Volume and Open Interest |
317,213 |
2,936,495 |
+8,875 |
3-Mth Euribor(LIFFE) |
Sep11 |
110615 |
98.300 |
98.320 |
98.275 |
98.285 |
-0.015 |
131,952 |
726,958 |
+18,270 |
Dec11 |
110615 |
98.155 |
98.185 |
98.155 |
98.175 |
+0.020 |
157,417 |
572,295 |
-8,034 |
Mar12 |
110615 |
98.065 |
98.130 |
98.060 |
98.110 |
+0.045 |
120,472 |
518,817 |
+3,807 |
Total Volume and Open Interest |
755,168 |
3,312,356 |
-598,240 |
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 |
110615 |
95.02 |
95.03 |
94.97 |
94.99 |
-0.04 |
31,022 |
258,352 |
-3,935 |
Dec11 |
110615 |
95.00 |
95.01 |
94.92 |
94.96 |
-0.04 |
32,248 |
206,621 |
+13,694 |
Mar12 |
110615 |
94.96 |
94.98 |
94.89 |
94.93 |
-0.04 |
12,020 |
104,831 |
+4,278 |
Jun12 |
110615 |
94.94 |
94.96 |
94.86 |
94.90 |
-0.04 |
5,314 |
70,909 |
+2,225 |
Sep12 |
110615 |
94.90 |
94.92 |
94.84 |
94.86 |
-0.04 |
2,287 |
49,903 |
-76 |
Dec12 |
110615 |
94.87 |
94.88 |
94.79 |
94.81 |
-0.05 |
1,545 |
35,062 |
+564 |
Mar13 |
110615 |
94.83 |
94.85 |
94.76 |
94.79 |
-0.04 |
690 |
23,849 |
-78 |
Jun13 |
110615 |
94.77 |
94.77 |
94.71 |
94.75 |
-0.04 |
600 |
5,279 |
+341 |
Sep13 |
110615 |
94.73 |
94.74 |
94.72 |
94.72 |
-0.04 |
24 |
1,576 |
+0 |
Total Volume and Open Interest |
85,761 |
757,621 |
+17,006 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110615 |
94.80 |
94.82 |
94.73 |
94.76 |
-0.05 |
192,848 |
294,043 |
-53,575 |
Sep11 |
110615 |
94.79 |
94.82 |
94.73 |
94.78 |
-0.02 |
186,545 |
389,579 |
+114,154 |
Total Volume and Open Interest |
379,393 |
683,622 |
+60,579 |
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 |
110615 |
95.17 |
95.18 |
95.10 |
95.13 |
-0.04 |
199,176 |
534,030 |
+181,333 |
Total Volume and Open Interest |
419,573 |
1,081,400 |
+116,626 |
Gold(CMX) |
Jun11 |
110615 |
1525.0 |
1533.4 |
1515.0 |
1525.6 |
+1.8 |
851 |
1,570 |
-281 |
Aug11 |
110615 |
1525.1 |
1535.7 |
1514.5 |
1526.2 |
+1.8 |
117,009 |
331,390 |
-2,087 |
Oct11 |
110615 |
1528.7 |
1536.6 |
1516.2 |
1527.3 |
+1.8 |
469 |
10,736 |
+184 |
Dec11 |
110615 |
1529.5 |
1537.2 |
1517.0 |
1528.5 |
+1.8 |
2,581 |
68,161 |
+681 |
Feb12 |
110615 |
1531.6 |
1538.0 |
1520.0 |
1529.7 |
+1.8 |
178 |
9,051 |
+73 |
Apr12 |
110615 |
1532.2 |
1536.8 |
1530.2 |
1531.1 |
+1.8 |
334 |
5,794 |
+244 |
Jun12 |
110615 |
1532.5 |
1532.5 |
1532.5 |
1532.5 |
+1.9 |
125 |
12,875 |
+28 |
Aug12 |
110615 |
1533.0 |
1534.3 |
1533.0 |
1534.3 |
+1.9 |
5 |
4,478 |
-2 |
Oct12 |
110615 |
1536.2 |
1536.2 |
1536.2 |
1536.2 |
+1.8 |
35 |
4,089 |
+35 |
Dec12 |
110615 |
1535.4 |
1538.4 |
1532.3 |
1538.4 |
+1.7 |
324 |
12,231 |
+185 |
Feb13 |
110615 |
1541.1 |
1541.1 |
1541.1 |
1541.1 |
+1.5 |
125 |
384 |
+122 |
Apr13 |
110615 |
1553.0 |
1553.0 |
1544.0 |
1544.0 |
+1.3 |
0 |
50 |
+0 |
Total Volume and Open Interest |
123,761 |
498,657 |
-9 |
Silver(CMX) |
Jul11 |
110615 |
3544.0 |
3597.5 |
3481.0 |
3541.0 |
-0.1 |
73,660 |
42,810 |
-1,634 |
Sep11 |
110615 |
3552.0 |
3597.0 |
3482.0 |
3542.1 |
-0.2 |
14,542 |
27,237 |
+1,398 |
Dec11 |
110615 |
3549.5 |
3591.0 |
3492.0 |
3543.4 |
-0.5 |
5,514 |
23,101 |
+72 |
Mar12 |
110615 |
3540.6 |
3556.0 |
3540.6 |
3540.6 |
-0.4 |
582 |
3,889 |
+89 |
May12 |
110615 |
3537.3 |
3537.3 |
3537.3 |
3537.3 |
-0.4 |
33 |
1,276 |
+14 |
Jul12 |
110615 |
3537.0 |
3537.0 |
3535.1 |
3535.1 |
-0.4 |
84 |
1,827 |
+17 |
Sep12 |
110615 |
3533.0 |
3533.0 |
3533.0 |
3533.0 |
-0.6 |
127 |
207 |
+95 |
Total Volume and Open Interest |
95,294 |
118,698 |
+68 |
Platinum(NYMEX) |
Jul11 |
110615 |
1798.6 |
1804.0 |
1772.2 |
1774.2 |
-20.7 |
6,743 |
26,787 |
-1,051 |
Oct11 |
110615 |
1802.8 |
1804.4 |
1775.9 |
1777.6 |
-20.4 |
1,983 |
10,193 |
+1,041 |
Jan12 |
110615 |
1781.6 |
1781.6 |
1781.6 |
1781.6 |
-20.9 |
96 |
355 |
+74 |
Apr12 |
110615 |
1783.5 |
1783.5 |
1783.5 |
1783.5 |
-20.9 |
39 |
64 |
+39 |
Total Volume and Open Interest |
8,862 |
37,408 |
+104 |
Palladium(NYMEX) |
Jun11 |
110615 |
795.00 |
795.00 |
774.00 |
774.00 |
-16.90 |
31 |
362 |
+10 |
Sep11 |
110615 |
793.75 |
799.95 |
773.85 |
776.00 |
-16.75 |
2,632 |
20,811 |
-62 |
Dec11 |
110615 |
791.10 |
791.45 |
777.15 |
777.15 |
-16.65 |
3 |
652 |
+1 |
Total Volume and Open Interest |
2,671 |
21,840 |
-50 |
Copper(CMX) |
Jul11 |
110615 |
415.70 |
418.30 |
409.85 |
412.20 |
-3.30 |
31,910 |
38,327 |
-1,731 |
Sep11 |
110615 |
417.05 |
420.00 |
411.70 |
413.90 |
-3.45 |
10,551 |
54,258 |
+3,248 |
Dec11 |
110615 |
419.30 |
421.30 |
413.50 |
415.80 |
-3.50 |
2,631 |
23,384 |
+1,052 |
Mar12 |
110615 |
419.50 |
419.50 |
416.75 |
416.80 |
-3.65 |
740 |
8,172 |
+540 |
May12 |
110615 |
417.00 |
417.00 |
417.00 |
417.00 |
-3.65 |
34 |
1,622 |
+29 |
Total Volume and Open Interest |
46,584 |
131,288 |
+3,495 |
DJIA Index(CBOT) |
Jun11 |
110615 |
12061 |
12061 |
11873 |
11901 |
-186 |
808 |
20,818 |
+24 |
Sep11 |
110615 |
12013 |
12013 |
11810 |
11831 |
-187 |
1,182 |
2,879 |
+676 |
Dec11 |
110615 |
11759 |
11952 |
11759 |
11759 |
-193 |
0 |
30 |
+0 |
Mar12 |
110615 |
11700 |
11887 |
11700 |
11700 |
-187 |
|
|
|
Total Volume and Open Interest |
1,990 |
23,727 |
+700 |
S & P 500(CME) |
Jun11 |
110615 |
1277.50 |
1281.00 |
1262.50 |
1265.40 |
-24.50 |
39,582 |
214,283 |
-24,279 |
Sep11 |
110615 |
1283.10 |
1283.80 |
1255.80 |
1259.90 |
-24.60 |
46,379 |
140,975 |
+27,789 |
Dec11 |
110615 |
1264.00 |
1267.00 |
1251.30 |
1254.50 |
-24.50 |
133 |
7,751 |
+58 |
Mar12 |
110615 |
1249.00 |
1249.00 |
1246.00 |
1249.00 |
-24.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
86,094 |
363,015 |
+3,568 |
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 |
110615 |
1283.75 |
1283.75 |
1255.75 |
1260.00 |
-24.50 |
2,517,553 |
1,584,108 |
+382,126 |
Total Volume and Open Interest |
3,317,255 |
3,317,904 |
+95,669 |
NASDAQ 100(CME) |
Jun11 |
110615 |
2229.00 |
2242.00 |
2205.00 |
2209.00 |
-41.80 |
2,377 |
17,566 |
-242 |
Sep11 |
110615 |
2244.50 |
2246.00 |
2199.00 |
2205.00 |
-42.00 |
1,606 |
1,943 |
+930 |
Dec11 |
110615 |
2201.00 |
2203.80 |
2201.00 |
2201.00 |
-42.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,983 |
19,510 |
+688 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110615 |
2249.50 |
2250.30 |
2204.30 |
2209.00 |
-41.80 |
91,589 |
223,420 |
-33,130 |
Sep11 |
110615 |
2245.50 |
2246.80 |
2199.80 |
2205.00 |
-42.00 |
256,048 |
138,966 |
+47,495 |
Total Volume and Open Interest |
347,638 |
362,404 |
+14,366 |
S & P Midcap 400(CME) |
Jun11 |
110615 |
942.00 |
942.00 |
925.00 |
930.90 |
-18.20 |
565 |
1,980 |
+151 |
Sep11 |
110615 |
937.00 |
937.00 |
925.00 |
928.60 |
-18.20 |
565 |
576 |
+530 |
Dec11 |
110615 |
927.20 |
927.60 |
927.20 |
927.20 |
-18.20 |
|
|
|
Total Volume and Open Interest |
1,130 |
2,556 |
+681 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110615 |
9615 |
9640 |
9455 |
9485 |
-130 |
6,395 |
27,248 |
-1,804 |
Dec11 |
110615 |
9470 |
9500 |
9470 |
9470 |
-130 |
|
|
|
Total Volume and Open Interest |
6,395 |
27,248 |
-1,477 |
Nikkei 225(SGX) |
Sep11 |
110615 |
9545 |
9610 |
9510 |
9580 |
+45 |
66,824 |
159,604 |
+3,048 |
Dec11 |
110615 |
9495 |
9525 |
9495 |
9525 |
+45 |
3 |
6,778 |
-71 |
Mar12 |
110615 |
9515 |
9515 |
9515 |
9515 |
+40 |
0 |
10 |
+0 |
Total Volume and Open Interest |
67,896 |
176,529 |
+3,986 |
CAC 40(EURONEXT) |
Jun11 |
110615 |
3860.0 |
3860.0 |
3768.0 |
3807.0 |
-56.5 |
123,896 |
339,231 |
-21,731 |
Jul11 |
110615 |
3853.5 |
3857.5 |
3765.5 |
3804.0 |
-57.0 |
36,555 |
81,715 |
+17,992 |
Aug11 |
110615 |
3851.0 |
3851.0 |
3779.0 |
3808.0 |
-57.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
165,944 |
427,668 |
+1,302 |
Hang Seng Index(HKFE) |
Jun11 |
110615 |
22512 |
22539 |
22232 |
22240 |
-251 |
70,944 |
96,170 |
-1,751 |
Jul11 |
110615 |
22597 |
22597 |
22242 |
22246 |
-254 |
985 |
3,158 |
+382 |
Total Volume and Open Interest |
72,664 |
104,283 |
-1,412 |
DAX(EUREX) |
Jun11 |
110615 |
7191.5 |
7203.5 |
7072.0 |
7120.0 |
-81.0 |
108,331 |
147,369 |
-8,378 |
Sep11 |
110615 |
7219.0 |
7229.5 |
7098.0 |
7146.0 |
-81.5 |
14,697 |
34,188 |
+4,784 |
Dec11 |
110615 |
7249.5 |
7257.5 |
7129.5 |
7176.0 |
-80.5 |
2,617 |
4,320 |
-67 |
Total Volume and Open Interest |
125,645 |
185,877 |
-3,661 |
FT-SE 100(EURONEXT) |
Jun11 |
110615 |
5810.00 |
5810.00 |
5696.00 |
5749.00 |
-60.00 |
198,578 |
443,920 |
-125,000 |
Sep11 |
110615 |
5774.50 |
5774.50 |
5661.00 |
5713.50 |
-59.50 |
112,567 |
246,269 |
+103,620 |
Dec11 |
110615 |
5728.50 |
5728.50 |
5688.00 |
5688.00 |
-61.00 |
1 |
540 |
+1 |
Total Volume and Open Interest |
311,146 |
690,879 |
-21,379 |
SPI 200(SFE) |
Jun11 |
110615 |
4599.0 |
4605.0 |
4552.0 |
4570.0 |
-16.0 |
140,593 |
215,661 |
+20,332 |
Sep11 |
110615 |
4591.0 |
4592.0 |
4539.0 |
4556.0 |
-18.0 |
109,880 |
116,220 |
+90,337 |
Dec11 |
110615 |
4583.0 |
4583.0 |
4570.0 |
4576.0 |
-14.0 |
330 |
3,899 |
+231 |
Total Volume and Open Interest |
250,957 |
338,946 |
+110,709 |
GSCI(CME) |
Jul11 |
110615 |
40.64 |
42.64 |
23.39 |
23.39 |
-22.75 |
2,539 |
9,984 |
+1,897 |
Aug11 |
110615 |
24.14 |
24.14 |
24.14 |
24.14 |
-23.50 |
0 |
2 |
+0 |
Sep11 |
110615 |
23.64 |
23.64 |
23.64 |
23.64 |
|
|
|
|
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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