|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri June 17, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110617 |
1350.50 |
1357.25 |
1330.50 |
1333.00 |
-17.50 |
94,166 |
137,151 |
-10,610 |
Aug11 |
110617 |
1349.00 |
1356.00 |
1331.00 |
1333.50 |
-16.50 |
16,780 |
43,307 |
+1,545 |
Sep11 |
110617 |
1348.00 |
1354.25 |
1329.50 |
1332.75 |
-15.25 |
6,182 |
21,411 |
-356 |
Nov11 |
110617 |
1348.75 |
1356.25 |
1330.00 |
1333.25 |
-17.00 |
55,884 |
276,900 |
+2,339 |
Jan12 |
110617 |
1358.75 |
1364.00 |
1340.50 |
1342.75 |
-17.00 |
3,970 |
37,679 |
-470 |
Mar12 |
110617 |
1362.00 |
1367.00 |
1346.25 |
1346.25 |
-17.25 |
1,589 |
21,380 |
-333 |
May12 |
110617 |
1356.50 |
1363.75 |
1342.00 |
1343.50 |
-16.50 |
2,233 |
24,497 |
-286 |
Total Volume and Open Interest |
182,989 |
591,338 |
-8,218 |
Soybean Meal(CBOT) |
Jul11 |
110617 |
354.00 |
356.90 |
348.50 |
349.00 |
-4.70 |
35,881 |
58,275 |
-6,965 |
Aug11 |
110617 |
353.30 |
356.00 |
348.50 |
348.50 |
-4.40 |
13,110 |
45,085 |
-876 |
Sep11 |
110617 |
352.00 |
355.40 |
347.80 |
347.80 |
-4.40 |
4,815 |
22,122 |
+539 |
Oct11 |
110617 |
349.50 |
352.90 |
344.90 |
344.90 |
-4.90 |
1,919 |
16,602 |
-105 |
Dec11 |
110617 |
351.10 |
354.30 |
344.50 |
345.50 |
-5.40 |
14,544 |
64,354 |
-869 |
Jan12 |
110617 |
354.70 |
354.70 |
347.10 |
347.10 |
-5.50 |
707 |
5,894 |
+187 |
Mar12 |
110617 |
355.00 |
356.10 |
348.50 |
348.50 |
-5.60 |
357 |
3,477 |
+18 |
May12 |
110617 |
350.70 |
350.70 |
347.00 |
347.00 |
-5.60 |
442 |
5,153 |
-47 |
Total Volume and Open Interest |
72,323 |
226,233 |
-8,043 |
Soybean Oil(CBOT) |
Jul11 |
110617 |
56.37 |
56.54 |
55.63 |
55.92 |
-0.40 |
60,856 |
89,322 |
-4,936 |
Aug11 |
110617 |
56.73 |
56.75 |
55.88 |
56.19 |
-0.37 |
13,745 |
36,812 |
+911 |
Sep11 |
110617 |
56.89 |
57.00 |
56.15 |
56.45 |
-0.39 |
7,623 |
31,937 |
+449 |
Oct11 |
110617 |
57.16 |
57.27 |
56.43 |
56.73 |
-0.39 |
1,058 |
15,280 |
-50 |
Dec11 |
110617 |
57.81 |
57.81 |
56.96 |
57.26 |
-0.39 |
27,797 |
123,070 |
+1,737 |
Jan12 |
110617 |
57.89 |
57.92 |
57.27 |
57.52 |
-0.37 |
1,351 |
12,739 |
+557 |
Mar12 |
110617 |
58.27 |
58.28 |
57.60 |
57.83 |
-0.36 |
1,602 |
8,128 |
+499 |
May12 |
110617 |
58.15 |
58.25 |
57.68 |
57.95 |
-0.36 |
453 |
5,721 |
+167 |
Total Volume and Open Interest |
114,687 |
326,542 |
-662 |
Canola(WCE) |
Jul11 |
110617 |
584.0 |
588.4 |
578.5 |
581.1 |
-3.0 |
10,435 |
37,291 |
-4,021 |
Nov11 |
110617 |
585.7 |
588.9 |
581.3 |
583.1 |
-2.4 |
11,938 |
110,996 |
+2,470 |
Jan12 |
110617 |
591.7 |
594.5 |
588.7 |
589.0 |
-2.5 |
317 |
12,270 |
+40 |
Mar12 |
110617 |
596.5 |
596.5 |
593.5 |
593.9 |
-2.8 |
140 |
4,198 |
+115 |
May12 |
110617 |
600.0 |
600.0 |
596.4 |
597.6 |
-1.7 |
88 |
1,638 |
+88 |
Total Volume and Open Interest |
22,919 |
169,467 |
-1,307 |
Corn(CBOT) |
Jul11 |
110617 |
700.50 |
714.50 |
691.25 |
700.25 |
-1.25 |
235,152 |
394,256 |
-26,333 |
Sep11 |
110617 |
682.50 |
697.50 |
677.50 |
687.00 |
+2.50 |
118,165 |
314,872 |
+117 |
Dec11 |
110617 |
650.00 |
664.75 |
647.75 |
660.00 |
+7.00 |
139,623 |
494,623 |
+183 |
Mar12 |
110617 |
660.00 |
676.00 |
659.75 |
671.75 |
+6.25 |
12,867 |
90,465 |
+1,102 |
May12 |
110617 |
668.50 |
683.00 |
667.25 |
679.25 |
+6.25 |
3,008 |
20,642 |
+130 |
Jul12 |
110617 |
675.00 |
690.00 |
674.50 |
685.75 |
+6.25 |
4,904 |
54,896 |
+726 |
Total Volume and Open Interest |
520,295 |
1,459,909 |
-22,653 |
Wheat(CBOT) |
Jul11 |
110617 |
674.00 |
683.75 |
664.00 |
672.25 |
-1.00 |
57,233 |
97,886 |
-266 |
Sep11 |
110617 |
708.25 |
717.25 |
696.25 |
708.00 |
-0.25 |
32,130 |
142,195 |
+1,351 |
Dec11 |
110617 |
752.50 |
761.00 |
741.75 |
753.25 |
-0.50 |
21,318 |
112,002 |
+3,448 |
Mar12 |
110617 |
795.00 |
801.75 |
784.50 |
790.25 |
-5.25 |
4,444 |
31,350 |
+2,345 |
May12 |
110617 |
805.25 |
813.75 |
799.00 |
804.50 |
-2.75 |
577 |
9,358 |
+139 |
Total Volume and Open Interest |
119,668 |
455,905 |
+7,599 |
Wheat(KCBT) |
Jul11 |
110617 |
800.00 |
811.00 |
790.75 |
804.50 |
+6.50 |
19,470 |
38,622 |
-2,015 |
Sep11 |
110617 |
818.75 |
829.75 |
809.50 |
822.25 |
+5.25 |
8,816 |
61,145 |
-346 |
Dec11 |
110617 |
845.00 |
854.75 |
835.50 |
846.00 |
+4.25 |
7,783 |
50,444 |
+1,908 |
Mar12 |
110617 |
858.00 |
868.00 |
850.25 |
860.00 |
+2.75 |
1,688 |
9,750 |
+520 |
May12 |
110617 |
866.00 |
871.75 |
853.25 |
860.50 |
-1.00 |
291 |
1,621 |
+92 |
Total Volume and Open Interest |
38,556 |
175,875 |
+126 |
Wheat(MGE) |
Jul11 |
110617 |
900.00 |
912.50 |
890.00 |
897.25 |
-3.00 |
1,619 |
6,601 |
-514 |
Sep11 |
110617 |
881.25 |
894.00 |
871.00 |
881.75 |
+4.00 |
3,835 |
22,767 |
+2 |
Dec11 |
110617 |
882.00 |
898.50 |
874.00 |
884.75 |
+4.25 |
2,407 |
18,633 |
+187 |
Mar12 |
110617 |
892.75 |
909.00 |
885.50 |
895.50 |
+2.75 |
935 |
4,149 |
+299 |
May12 |
110617 |
894.50 |
905.00 |
889.00 |
898.75 |
+2.50 |
597 |
1,665 |
+270 |
Total Volume and Open Interest |
9,752 |
60,613 |
+314 |
Oats(CBOT) |
Jul11 |
110617 |
358.50 |
362.25 |
350.00 |
351.50 |
-4.50 |
1,074 |
4,584 |
-458 |
Sep11 |
110617 |
365.25 |
367.50 |
358.50 |
359.00 |
-4.00 |
174 |
3,275 |
+93 |
Dec11 |
110617 |
373.25 |
377.50 |
367.50 |
369.50 |
-3.25 |
805 |
4,849 |
+402 |
Mar12 |
110617 |
381.50 |
384.75 |
381.50 |
381.50 |
-3.25 |
4 |
26 |
+4 |
Total Volume and Open Interest |
2,073 |
12,763 |
+49 |
Rough Rice(CBOT) |
Jul11 |
110617 |
14.05 |
14.07 |
13.85 |
13.97 |
-0.04 |
2,004 |
7,663 |
-1,144 |
Sep11 |
110617 |
15.06 |
15.06 |
14.77 |
14.93 |
-0.09 |
1,448 |
7,466 |
+258 |
Nov11 |
110617 |
15.35 |
15.43 |
15.08 |
15.23 |
-0.12 |
1,063 |
3,598 |
+375 |
Jan12 |
110617 |
15.62 |
15.62 |
15.42 |
15.55 |
-0.11 |
0 |
253 |
+0 |
Total Volume and Open Interest |
4,515 |
19,281 |
-511 |
Live Cattle(CME) |
Jun11 |
110617 |
108.330 |
109.980 |
107.950 |
109.750 |
+2.550 |
3,472 |
11,537 |
-1,235 |
Aug11 |
110617 |
108.500 |
110.430 |
108.300 |
110.200 |
+2.350 |
20,806 |
143,260 |
-927 |
Oct11 |
110617 |
114.385 |
116.450 |
114.150 |
116.135 |
+2.100 |
10,584 |
79,442 |
-832 |
Dec11 |
110617 |
117.750 |
119.000 |
117.350 |
118.850 |
+1.150 |
9,645 |
59,853 |
-397 |
Feb12 |
110617 |
119.035 |
119.800 |
118.430 |
119.750 |
+0.400 |
3,280 |
17,262 |
-54 |
Apr12 |
110617 |
120.800 |
121.700 |
120.385 |
121.635 |
+0.135 |
1,160 |
8,910 |
+168 |
Total Volume and Open Interest |
49,343 |
323,627 |
-3,024 |
Feeder Cattle(CME) |
Aug11 |
110617 |
131.000 |
132.985 |
130.650 |
132.650 |
+2.665 |
3,038 |
20,836 |
+49 |
Sep11 |
110617 |
132.000 |
134.000 |
131.650 |
133.575 |
+2.325 |
573 |
5,887 |
-117 |
Oct11 |
110617 |
132.400 |
134.435 |
132.130 |
134.300 |
+2.150 |
782 |
4,925 |
+166 |
Nov11 |
110617 |
133.000 |
134.900 |
132.900 |
134.750 |
+2.000 |
307 |
2,476 |
+4 |
Jan12 |
110617 |
133.550 |
134.750 |
133.075 |
134.150 |
+1.150 |
96 |
1,207 |
+29 |
Mar12 |
110617 |
132.985 |
134.100 |
132.985 |
134.100 |
+1.000 |
25 |
110 |
+10 |
Apr12 |
110617 |
133.000 |
133.500 |
132.600 |
133.200 |
+0.700 |
7 |
25 |
+2 |
Total Volume and Open Interest |
4,829 |
35,478 |
+143 |
Lean Hogs(CME) |
Jul11 |
110617 |
94.900 |
96.180 |
94.535 |
95.650 |
+0.150 |
12,996 |
24,974 |
-1,950 |
Aug11 |
110617 |
94.680 |
95.330 |
94.300 |
94.850 |
-0.380 |
12,281 |
77,570 |
+539 |
Oct11 |
110617 |
87.800 |
88.400 |
87.300 |
87.900 |
-0.330 |
8,068 |
45,943 |
-898 |
Dec11 |
110617 |
85.350 |
85.750 |
84.900 |
85.180 |
-0.550 |
4,049 |
38,866 |
-290 |
Feb12 |
110617 |
87.600 |
88.135 |
87.550 |
87.750 |
-0.600 |
1,630 |
12,087 |
+428 |
Apr12 |
110617 |
88.950 |
89.180 |
88.400 |
88.750 |
-0.800 |
546 |
5,732 |
+161 |
May12 |
110617 |
92.730 |
92.730 |
92.550 |
92.650 |
-0.550 |
7 |
338 |
+7 |
Jun12 |
110617 |
95.400 |
95.500 |
95.050 |
95.250 |
-0.450 |
251 |
3,956 |
+97 |
Total Volume and Open Interest |
40,237 |
210,671 |
-1,639 |
Class III Milk(CME) |
Jun11 |
110617 |
19.20 |
19.20 |
19.14 |
19.15 |
-0.05 |
17 |
4,927 |
-13 |
Jul11 |
110617 |
20.09 |
20.19 |
19.85 |
20.04 |
-0.05 |
265 |
5,382 |
-2 |
Aug11 |
110617 |
19.22 |
19.29 |
18.98 |
19.05 |
-0.17 |
227 |
5,013 |
+32 |
Sep11 |
110617 |
18.60 |
18.65 |
18.34 |
18.34 |
-0.27 |
133 |
4,764 |
-1 |
Oct11 |
110617 |
17.90 |
17.91 |
17.70 |
17.70 |
-0.20 |
114 |
3,690 |
+5 |
Total Volume and Open Interest |
1,129 |
34,177 |
+147 |
Cocoa(ICE) |
Jul11 |
110617 |
2900 |
2924 |
2893 |
2917 |
+3 |
2,477 |
2,688 |
-1,343 |
Sep11 |
110617 |
2886 |
2923 |
2886 |
2917 |
+31 |
9,320 |
69,842 |
+184 |
Dec11 |
110617 |
2908 |
2951 |
2908 |
2944 |
+26 |
3,747 |
35,755 |
+812 |
Mar12 |
110617 |
2957 |
2985 |
2955 |
2980 |
+23 |
1,376 |
29,963 |
-56 |
May12 |
110617 |
2968 |
2990 |
2963 |
2983 |
+26 |
501 |
8,441 |
+346 |
Jul12 |
110617 |
2986 |
2986 |
2985 |
2985 |
+24 |
87 |
3,467 |
+23 |
Sep12 |
110617 |
2988 |
2988 |
2988 |
2988 |
+24 |
192 |
6,133 |
+102 |
Total Volume and Open Interest |
17,744 |
163,143 |
+67 |
Coffee "C"(ICE) |
Jul11 |
110617 |
258.25 |
260.95 |
249.10 |
249.55 |
-8.35 |
9,603 |
14,475 |
-1,297 |
Sep11 |
110617 |
261.00 |
264.25 |
252.15 |
252.50 |
-8.65 |
14,381 |
52,450 |
+1,528 |
Dec11 |
110617 |
265.50 |
268.00 |
256.50 |
256.70 |
-8.55 |
2,458 |
28,045 |
+649 |
Mar12 |
110617 |
267.50 |
270.10 |
259.75 |
259.90 |
-8.25 |
689 |
6,468 |
+265 |
May12 |
110617 |
269.50 |
269.50 |
261.80 |
261.80 |
-8.20 |
188 |
3,284 |
+25 |
Jul12 |
110617 |
268.25 |
268.25 |
262.10 |
262.10 |
-8.10 |
39 |
1,519 |
+5 |
Total Volume and Open Interest |
27,423 |
108,574 |
+1,221 |
Orange Juice(ICE) |
Jul11 |
110617 |
180.80 |
182.90 |
179.30 |
181.45 |
+0.65 |
1,910 |
16,910 |
-1,206 |
Sep11 |
110617 |
177.00 |
179.70 |
176.15 |
178.25 |
+0.55 |
1,479 |
14,323 |
+695 |
Nov11 |
110617 |
172.55 |
174.85 |
172.10 |
174.00 |
+0.50 |
278 |
4,134 |
+207 |
Jan12 |
110617 |
168.80 |
171.20 |
168.80 |
171.20 |
+0.40 |
56 |
828 |
+34 |
Mar12 |
110617 |
169.45 |
169.45 |
169.45 |
169.45 |
-0.20 |
5 |
182 |
+5 |
May12 |
110617 |
167.95 |
167.95 |
167.95 |
167.95 |
-0.85 |
1 |
157 |
+1 |
Total Volume and Open Interest |
3,729 |
36,598 |
-264 |
Sugar #11(ICE) |
Jul11 |
110617 |
25.78 |
26.42 |
25.72 |
26.37 |
+0.45 |
69,882 |
120,689 |
-18,282 |
Oct11 |
110617 |
24.95 |
25.44 |
24.79 |
25.38 |
+0.45 |
48,517 |
271,762 |
+11,004 |
Mar12 |
110617 |
24.65 |
25.08 |
24.53 |
25.05 |
+0.44 |
12,106 |
109,158 |
+1,066 |
May12 |
110617 |
24.15 |
24.48 |
24.07 |
24.43 |
+0.33 |
3,515 |
32,334 |
+413 |
Jul12 |
110617 |
23.70 |
24.01 |
23.65 |
23.98 |
+0.27 |
3,081 |
53,174 |
+1,725 |
Total Volume and Open Interest |
138,514 |
642,306 |
-3,917 |
London Cocoa(LCE) |
Jul11 |
110617 |
1790 |
1827 |
1790 |
1822 |
+22 |
9,482 |
59,422 |
-7,379 |
Sep11 |
110617 |
1812 |
1835 |
1804 |
1829 |
+18 |
11,685 |
44,533 |
+1,921 |
Dec11 |
110617 |
1840 |
1861 |
1833 |
1855 |
+17 |
2,045 |
35,939 |
+409 |
Mar12 |
110617 |
1864 |
1880 |
1855 |
1871 |
+10 |
1,391 |
39,348 |
-273 |
May12 |
110617 |
1876 |
1889 |
1871 |
1884 |
+9 |
637 |
10,213 |
+457 |
Jul12 |
110617 |
1885 |
1899 |
1881 |
1892 |
+7 |
2 |
4,394 |
+2 |
Sep12 |
110617 |
1895 |
1904 |
1886 |
1896 |
+6 |
12 |
3,208 |
+0 |
Total Volume and Open Interest |
25,256 |
204,990 |
-4,861 |
London Sugar(LCE) |
Aug11 |
110617 |
708.60 |
729.80 |
708.30 |
727.60 |
+22.20 |
3,615 |
24,977 |
-228 |
Oct11 |
110617 |
657.60 |
671.40 |
656.40 |
668.60 |
+16.70 |
1,699 |
13,425 |
+40 |
Dec11 |
110617 |
641.40 |
655.40 |
641.40 |
651.10 |
+13.60 |
401 |
5,736 |
-26 |
Mar12 |
110617 |
632.00 |
642.90 |
632.00 |
639.30 |
+11.60 |
247 |
5,173 |
+94 |
May12 |
110617 |
624.00 |
632.00 |
624.00 |
631.00 |
+10.90 |
33 |
2,129 |
+5 |
Total Volume and Open Interest |
6,013 |
54,087 |
-110 |
Cotton(ICE) |
Jul11 |
110617 |
145.96 |
148.32 |
144.10 |
145.18 |
-0.78 |
8,469 |
26,694 |
-2,507 |
Oct11 |
110617 |
126.61 |
130.61 |
126.61 |
129.61 |
+2.15 |
64 |
477 |
-7 |
Dec11 |
110617 |
120.60 |
124.62 |
117.87 |
123.77 |
+3.59 |
13,197 |
96,248 |
+849 |
Mar12 |
110617 |
115.00 |
118.00 |
112.61 |
117.71 |
+3.17 |
1,985 |
14,317 |
+306 |
May12 |
110617 |
109.94 |
112.51 |
108.00 |
112.51 |
+3.89 |
478 |
3,640 |
+14 |
Jul12 |
110617 |
106.38 |
108.50 |
103.75 |
108.27 |
+3.37 |
864 |
5,846 |
-157 |
Total Volume and Open Interest |
25,356 |
150,329 |
-1,515 |
Lumber(CME) |
Jul11 |
110617 |
221.3 |
226.8 |
220.2 |
223.6 |
+3.7 |
847 |
2,904 |
-350 |
Sep11 |
110617 |
238.4 |
241.0 |
232.5 |
239.0 |
+4.2 |
1,183 |
5,793 |
+309 |
Nov11 |
110617 |
248.1 |
248.7 |
243.5 |
244.0 |
+1.9 |
266 |
1,465 |
+95 |
Jan12 |
110617 |
266.9 |
266.9 |
265.0 |
265.0 |
+3.0 |
17 |
80 |
+11 |
Total Volume and Open Interest |
2,313 |
10,248 |
+65 |
Crude Oil(NYM) |
Jul11 |
110617 |
95.10 |
95.40 |
91.84 |
93.01 |
-1.94 |
508,717 |
131,293 |
-35,948 |
Aug11 |
110617 |
95.50 |
95.81 |
92.23 |
93.40 |
-1.96 |
222,394 |
267,615 |
+25,048 |
Sep11 |
110617 |
95.88 |
96.20 |
92.68 |
93.84 |
-1.93 |
84,180 |
155,587 |
+2,105 |
Oct11 |
110617 |
96.54 |
96.54 |
93.10 |
94.23 |
-1.92 |
35,667 |
62,290 |
+761 |
Nov11 |
110617 |
96.65 |
96.66 |
93.77 |
94.63 |
-1.92 |
19,601 |
56,743 |
+164 |
Dec11 |
110617 |
96.96 |
97.25 |
93.93 |
94.98 |
-1.91 |
72,699 |
190,158 |
-150 |
Jan12 |
110617 |
96.96 |
96.96 |
94.94 |
95.31 |
-1.88 |
10,678 |
48,511 |
-1,793 |
Feb12 |
110617 |
97.66 |
97.66 |
94.68 |
95.63 |
-1.83 |
5,477 |
23,622 |
-329 |
Mar12 |
110617 |
96.44 |
96.90 |
95.15 |
95.94 |
-1.77 |
6,809 |
32,537 |
+361 |
Apr12 |
110617 |
96.24 |
96.24 |
96.24 |
96.24 |
-1.70 |
2,949 |
18,541 |
-285 |
May12 |
110617 |
95.97 |
96.55 |
95.97 |
96.53 |
-1.63 |
2,949 |
18,336 |
+298 |
Jun12 |
110617 |
98.63 |
98.63 |
95.91 |
96.79 |
-1.57 |
14,569 |
73,774 |
-875 |
Jul12 |
110617 |
97.10 |
97.10 |
96.98 |
96.98 |
-1.52 |
3,578 |
30,174 |
-1,338 |
Aug12 |
110617 |
97.07 |
97.07 |
97.07 |
97.07 |
-1.47 |
1,224 |
12,121 |
+87 |
Sep12 |
110617 |
97.12 |
97.12 |
97.12 |
97.12 |
-1.43 |
1,652 |
14,991 |
+6 |
Oct12 |
110617 |
97.19 |
97.19 |
97.19 |
97.19 |
-1.40 |
1,547 |
10,270 |
+77 |
Total Volume and Open Interest |
1,047,627 |
1,570,694 |
-14,233 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110617 |
95.100 |
95.375 |
91.825 |
93.000 |
-1.950 |
13,662 |
2,581 |
-154 |
Aug11 |
110617 |
95.600 |
95.825 |
92.250 |
93.400 |
-1.950 |
3,341 |
1,703 |
+265 |
Sep11 |
110617 |
95.750 |
96.100 |
92.850 |
93.850 |
-1.925 |
149 |
657 |
+55 |
Oct11 |
110617 |
94.600 |
95.000 |
93.500 |
94.225 |
-1.925 |
7 |
352 |
+1 |
Nov11 |
110617 |
94.725 |
94.725 |
94.625 |
94.625 |
-1.925 |
3 |
20 |
-1 |
Dec11 |
110617 |
94.400 |
95.700 |
94.275 |
94.975 |
-1.925 |
17 |
303 |
+5 |
Jan12 |
110617 |
95.300 |
95.300 |
95.300 |
95.300 |
-1.900 |
0 |
6 |
+0 |
Feb12 |
110617 |
95.625 |
95.625 |
95.625 |
95.625 |
-1.825 |
1 |
3 |
+0 |
Mar12 |
110617 |
95.950 |
95.950 |
95.950 |
95.950 |
-1.750 |
0 |
8 |
+0 |
Total Volume and Open Interest |
17,180 |
5,794 |
+171 |
Heating Oil(NYM) |
Jul11 |
110617 |
300.90 |
301.50 |
293.47 |
298.33 |
-2.05 |
66,662 |
76,433 |
-3,687 |
Aug11 |
110617 |
302.78 |
302.78 |
294.82 |
299.78 |
-2.01 |
23,690 |
66,351 |
+2,412 |
Sep11 |
110617 |
304.36 |
304.36 |
297.36 |
301.57 |
-1.99 |
11,316 |
44,119 |
-724 |
Oct11 |
110617 |
302.82 |
304.12 |
300.00 |
303.38 |
-1.95 |
6,525 |
19,245 |
-415 |
Nov11 |
110617 |
302.50 |
305.88 |
300.45 |
305.21 |
-1.87 |
5,430 |
19,277 |
+615 |
Dec11 |
110617 |
308.60 |
308.60 |
302.60 |
306.83 |
-1.77 |
13,795 |
34,905 |
-739 |
Jan12 |
110617 |
308.79 |
309.08 |
305.70 |
308.39 |
-1.74 |
4,418 |
17,271 |
-1,443 |
Feb12 |
110617 |
308.09 |
308.75 |
306.39 |
308.72 |
-1.71 |
2,046 |
7,211 |
+63 |
Mar12 |
110617 |
307.81 |
307.98 |
305.09 |
307.75 |
-1.71 |
858 |
5,895 |
+369 |
Apr12 |
110617 |
305.00 |
305.60 |
302.97 |
305.60 |
-1.68 |
182 |
2,069 |
+34 |
May12 |
110617 |
303.00 |
303.50 |
301.57 |
303.50 |
-1.67 |
320 |
1,999 |
-119 |
Jun12 |
110617 |
301.04 |
302.25 |
299.75 |
302.25 |
-1.67 |
1,688 |
19,634 |
-15 |
Total Volume and Open Interest |
138,274 |
327,240 |
-3,632 |
Gasoline(NYMEX) |
Jul11 |
110617 |
295.02 |
295.25 |
287.45 |
294.60 |
-0.34 |
60,021 |
53,380 |
-2,354 |
Aug11 |
110617 |
290.00 |
290.23 |
282.30 |
288.94 |
-0.80 |
44,487 |
59,106 |
+308 |
Sep11 |
110617 |
288.25 |
288.25 |
280.47 |
286.99 |
-0.99 |
19,815 |
42,692 |
-447 |
Oct11 |
110617 |
275.21 |
275.93 |
270.18 |
275.22 |
-1.36 |
8,222 |
25,428 |
-120 |
Nov11 |
110617 |
273.35 |
273.66 |
270.60 |
273.04 |
-1.44 |
3,384 |
15,485 |
+101 |
Dec11 |
110617 |
272.35 |
273.07 |
269.19 |
271.89 |
-1.37 |
4,112 |
28,070 |
-310 |
Jan12 |
110617 |
272.34 |
272.47 |
270.09 |
272.36 |
-1.41 |
1,021 |
6,450 |
-416 |
Feb12 |
110617 |
273.70 |
273.95 |
273.70 |
273.91 |
-1.37 |
484 |
4,163 |
-72 |
Mar12 |
110617 |
275.68 |
275.68 |
275.68 |
275.68 |
-1.27 |
300 |
4,847 |
+169 |
Apr12 |
110617 |
287.43 |
287.43 |
287.43 |
287.43 |
-1.22 |
167 |
4,107 |
-76 |
Total Volume and Open Interest |
142,506 |
259,749 |
-3,181 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110617 |
290.00 |
294.60 |
290.00 |
294.60 |
-0.30 |
0 |
4 |
+0 |
Aug11 |
110617 |
288.90 |
288.94 |
288.90 |
288.90 |
-0.80 |
0 |
2 |
+0 |
Sep11 |
110617 |
287.00 |
287.00 |
286.99 |
287.00 |
-1.00 |
|
|
|
Oct11 |
110617 |
275.20 |
275.22 |
275.20 |
275.20 |
-1.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Jul11 |
110617 |
4.440 |
4.449 |
4.317 |
4.325 |
-0.087 |
101,375 |
121,108 |
-4,584 |
Aug11 |
110617 |
4.476 |
4.484 |
4.353 |
4.360 |
-0.090 |
38,557 |
108,571 |
+3,678 |
Sep11 |
110617 |
4.508 |
4.508 |
4.381 |
4.386 |
-0.090 |
26,781 |
197,358 |
+1,011 |
Oct11 |
110617 |
4.542 |
4.542 |
4.418 |
4.424 |
-0.089 |
23,866 |
114,842 |
-1,099 |
Nov11 |
110617 |
4.647 |
4.672 |
4.553 |
4.558 |
-0.091 |
10,868 |
79,511 |
+0 |
Dec11 |
110617 |
4.860 |
4.861 |
4.746 |
4.748 |
-0.091 |
6,233 |
46,181 |
-69 |
Jan12 |
110617 |
4.934 |
4.961 |
4.851 |
4.853 |
-0.089 |
10,210 |
90,261 |
-370 |
Feb12 |
110617 |
4.914 |
4.950 |
4.840 |
4.842 |
-0.090 |
1,713 |
20,798 |
+209 |
Mar12 |
110617 |
4.862 |
4.894 |
4.785 |
4.786 |
-0.089 |
7,090 |
42,781 |
+1,946 |
Apr12 |
110617 |
4.723 |
4.750 |
4.650 |
4.651 |
-0.081 |
6,175 |
45,317 |
+43 |
May12 |
110617 |
4.742 |
4.766 |
4.669 |
4.669 |
-0.078 |
567 |
9,839 |
-93 |
Jun12 |
110617 |
4.759 |
4.795 |
4.700 |
4.701 |
-0.076 |
1,119 |
11,501 |
-126 |
Jul12 |
110617 |
4.827 |
4.827 |
4.744 |
4.746 |
-0.075 |
704 |
8,070 |
-29 |
Aug12 |
110617 |
4.873 |
4.873 |
4.776 |
4.776 |
-0.075 |
523 |
7,021 |
-271 |
Sep12 |
110617 |
4.872 |
4.872 |
4.788 |
4.788 |
-0.075 |
323 |
7,139 |
-200 |
Oct12 |
110617 |
4.908 |
4.911 |
4.833 |
4.833 |
-0.075 |
5,118 |
23,905 |
+999 |
Total Volume and Open Interest |
245,590 |
1,012,430 |
-1,230 |
Brent Crude Oil(ICE) |
Aug11 |
110617 |
114.21 |
114.31 |
111.05 |
113.21 |
-0.81 |
312,925 |
214,796 |
-14,956 |
Sep11 |
110617 |
113.84 |
113.84 |
110.72 |
112.85 |
-0.78 |
112,075 |
129,420 |
-652 |
Oct11 |
110617 |
113.43 |
113.43 |
110.43 |
112.60 |
-0.74 |
52,742 |
66,513 |
-1,228 |
Nov11 |
110617 |
112.71 |
112.84 |
110.33 |
112.44 |
-0.71 |
28,878 |
38,440 |
+1,311 |
Dec11 |
110617 |
112.34 |
112.68 |
110.07 |
112.29 |
-0.67 |
69,418 |
89,940 |
+100 |
Jan12 |
110617 |
111.33 |
112.39 |
109.95 |
112.13 |
-0.64 |
6,737 |
22,550 |
+647 |
Feb12 |
110617 |
110.98 |
112.14 |
110.02 |
111.94 |
-0.61 |
2,963 |
18,548 |
+264 |
Mar12 |
110617 |
110.75 |
111.87 |
109.81 |
111.75 |
-0.57 |
3,421 |
33,130 |
+146 |
Apr12 |
110617 |
110.66 |
111.57 |
110.66 |
111.51 |
-0.56 |
1,895 |
9,060 |
+174 |
May12 |
110617 |
111.27 |
111.27 |
111.27 |
111.27 |
-0.54 |
1,217 |
5,540 |
+26 |
Jun12 |
110617 |
111.13 |
111.22 |
109.05 |
111.01 |
-0.54 |
6,922 |
39,572 |
-1,339 |
Jul12 |
110617 |
110.80 |
110.80 |
110.80 |
110.80 |
-0.51 |
1,182 |
6,463 |
+117 |
Aug12 |
110617 |
110.58 |
110.58 |
110.58 |
110.58 |
-0.49 |
967 |
4,177 |
-28 |
Sep12 |
110617 |
110.33 |
110.33 |
110.33 |
110.33 |
-0.48 |
895 |
5,130 |
+403 |
Total Volume and Open Interest |
632,755 |
817,703 |
-42,861 |
Gas Oil(ICE) |
Jul11 |
110617 |
949.75 |
951.00 |
926.50 |
940.25 |
-8.50 |
77,283 |
127,929 |
-13,325 |
Aug11 |
110617 |
954.75 |
955.25 |
931.00 |
944.50 |
-8.25 |
68,159 |
103,970 |
+6,818 |
Sep11 |
110617 |
958.50 |
958.50 |
935.00 |
948.25 |
-8.00 |
14,132 |
59,020 |
+2,483 |
Oct11 |
110617 |
956.75 |
956.75 |
938.75 |
951.00 |
-8.00 |
8,007 |
32,817 |
+1,148 |
Nov11 |
110617 |
955.50 |
956.00 |
941.25 |
952.50 |
-7.75 |
4,004 |
29,362 |
+1,151 |
Dec11 |
110617 |
964.00 |
964.00 |
941.75 |
954.25 |
-7.50 |
18,515 |
68,008 |
+1,536 |
Jan12 |
110617 |
964.00 |
964.25 |
945.00 |
957.00 |
-7.25 |
3,621 |
27,997 |
+1,220 |
Feb12 |
110617 |
964.00 |
964.25 |
946.00 |
957.50 |
-6.75 |
1,779 |
9,158 |
+24 |
Mar12 |
110617 |
962.75 |
963.00 |
945.00 |
956.75 |
-6.50 |
1,217 |
11,383 |
+107 |
Apr12 |
110617 |
960.75 |
961.00 |
943.50 |
955.00 |
-6.25 |
712 |
5,882 |
-19 |
Total Volume and Open Interest |
207,405 |
574,032 |
+1,900 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110617 |
2.654 |
2.670 |
2.615 |
2.641 |
+0.007 |
209 |
941 |
+2 |
Aug11 |
110617 |
2.625 |
2.650 |
2.600 |
2.625 |
+0.005 |
173 |
1,844 |
+4 |
Sep11 |
110617 |
2.568 |
2.598 |
2.550 |
2.572 |
+0.003 |
321 |
1,400 |
+23 |
Oct11 |
110617 |
2.477 |
2.499 |
2.456 |
2.480 |
+0.009 |
182 |
1,183 |
+28 |
Nov11 |
110617 |
2.410 |
2.420 |
2.407 |
2.413 |
+0.007 |
48 |
943 |
+26 |
Dec11 |
110617 |
2.407 |
2.411 |
2.389 |
2.401 |
+0.009 |
101 |
1,347 |
+55 |
Jan12 |
110617 |
2.364 |
2.381 |
2.363 |
2.372 |
-0.002 |
168 |
645 |
-35 |
Total Volume and Open Interest |
1,308 |
9,815 |
+163 |
WTI Crude Oil(ICE |
Jul11 |
110617 |
95.19 |
95.34 |
91.87 |
93.01 |
-1.94 |
83,364 |
44,328 |
-9,402 |
Aug11 |
110617 |
95.60 |
95.74 |
92.25 |
93.40 |
-1.96 |
95,753 |
66,246 |
+5,291 |
Sep11 |
110617 |
95.94 |
96.00 |
92.71 |
93.84 |
-1.93 |
27,047 |
42,041 |
-580 |
Oct11 |
110617 |
95.55 |
95.55 |
93.22 |
94.23 |
-1.92 |
13,908 |
23,798 |
+439 |
Nov11 |
110617 |
95.98 |
95.98 |
93.59 |
94.63 |
-1.92 |
9,868 |
22,245 |
+173 |
Dec11 |
110617 |
96.28 |
96.28 |
93.91 |
94.98 |
-1.91 |
28,305 |
83,334 |
-1,323 |
Jan12 |
110617 |
95.23 |
96.28 |
94.26 |
95.31 |
-1.88 |
2,382 |
15,980 |
-166 |
Feb12 |
110617 |
95.51 |
96.58 |
94.60 |
95.63 |
-1.83 |
1,232 |
4,304 |
+133 |
Mar12 |
110617 |
96.48 |
96.84 |
94.92 |
95.94 |
-1.77 |
1,701 |
12,638 |
-58 |
Apr12 |
110617 |
96.24 |
96.24 |
96.24 |
96.24 |
-1.70 |
407 |
4,271 |
+3 |
May12 |
110617 |
96.28 |
96.53 |
96.28 |
96.53 |
-1.63 |
362 |
3,147 |
+45 |
Jun12 |
110617 |
97.56 |
97.56 |
95.84 |
96.79 |
-1.57 |
3,505 |
28,267 |
-769 |
Jul12 |
110617 |
96.98 |
96.98 |
96.98 |
96.98 |
-1.52 |
151 |
4,414 |
+0 |
Aug12 |
110617 |
96.90 |
97.07 |
96.90 |
97.07 |
-1.47 |
9 |
968 |
+5 |
Sep12 |
110617 |
97.12 |
97.12 |
97.12 |
97.12 |
-1.43 |
2 |
4,400 |
+0 |
Oct12 |
110617 |
97.19 |
97.19 |
97.19 |
97.19 |
-1.40 |
24 |
511 |
+0 |
Total Volume and Open Interest |
277,674 |
475,061 |
-8,397 |
US Dollar Index(ICE) |
Sep11 |
110617 |
75.920 |
76.250 |
75.355 |
75.460 |
-0.765 |
35,470 |
50,555 |
-2,697 |
Dec11 |
110617 |
76.000 |
76.000 |
75.755 |
75.930 |
-0.765 |
8 |
527 |
+7 |
Mar12 |
110617 |
76.490 |
76.490 |
76.490 |
76.490 |
-0.765 |
0 |
1 |
+0 |
Total Volume and Open Interest |
35,478 |
51,083 |
-2,690 |
Australian Dollar(CME) |
Sep11 |
110617 |
104.44 |
105.13 |
103.82 |
104.92 |
+1.10 |
145,666 |
104,997 |
-9,987 |
Dec11 |
110617 |
102.90 |
103.74 |
102.66 |
103.73 |
+1.07 |
161 |
124 |
-8 |
Mar12 |
110617 |
102.57 |
102.57 |
101.52 |
102.57 |
+1.05 |
|
|
|
Total Volume and Open Interest |
145,827 |
105,124 |
-9,995 |
British Pound(CME) |
Sep11 |
110617 |
161.44 |
161.80 |
160.75 |
161.58 |
+0.71 |
142,039 |
92,766 |
+2,160 |
Dec11 |
110617 |
161.12 |
161.40 |
160.69 |
161.40 |
+0.71 |
15 |
114 |
+9 |
Mar12 |
110617 |
161.20 |
161.20 |
160.49 |
161.20 |
+0.71 |
0 |
2 |
+0 |
Total Volume and Open Interest |
142,054 |
92,888 |
+2,169 |
Canadian Dollar(CME) |
Sep11 |
110617 |
101.65 |
102.06 |
101.11 |
101.77 |
+0.65 |
136,548 |
89,306 |
-5,307 |
Dec11 |
110617 |
101.38 |
101.83 |
100.91 |
101.55 |
+0.64 |
201 |
3,704 |
+69 |
Mar12 |
110617 |
101.33 |
101.33 |
100.69 |
101.33 |
+0.64 |
19 |
522 |
+19 |
Jun12 |
110617 |
100.97 |
101.06 |
100.42 |
101.06 |
+0.64 |
3 |
249 |
+3 |
Total Volume and Open Interest |
136,780 |
93,907 |
-5,210 |
Japanese Yen(CME) |
Sep11 |
110617 |
124.11 |
125.05 |
124.00 |
124.98 |
+0.98 |
134,899 |
96,434 |
+2,286 |
Dec11 |
110617 |
124.28 |
125.19 |
124.14 |
125.11 |
+0.97 |
44 |
330 |
+43 |
Mar12 |
110617 |
125.27 |
125.27 |
124.33 |
125.27 |
+0.94 |
0 |
42 |
+0 |
Total Volume and Open Interest |
134,943 |
96,812 |
+2,329 |
Swiss Franc(CME) |
Sep11 |
110617 |
118.05 |
118.53 |
117.59 |
117.95 |
+0.24 |
55,348 |
53,154 |
-794 |
Dec11 |
110617 |
117.85 |
118.46 |
117.84 |
118.06 |
+0.22 |
52 |
121 |
+25 |
Mar12 |
110617 |
118.18 |
118.18 |
117.97 |
118.18 |
+0.21 |
0 |
1 |
+0 |
Total Volume and Open Interest |
55,400 |
53,279 |
-769 |
EuroFX(CME) |
Sep11 |
110617 |
141.76 |
143.03 |
140.91 |
142.76 |
+1.73 |
412,224 |
188,494 |
-332 |
Dec11 |
110617 |
140.62 |
142.66 |
140.62 |
142.39 |
+1.71 |
461 |
292 |
-64 |
Mar12 |
110617 |
141.45 |
142.10 |
140.33 |
142.01 |
+1.68 |
2 |
362 |
+2 |
Total Volume and Open Interest |
412,687 |
189,979 |
-394 |
Mexican Peso(CME) |
Jul11 |
110617 |
839.0 |
839.0 |
832.2 |
839.0 |
+6.8 |
|
|
|
Aug11 |
110617 |
837.0 |
837.0 |
830.2 |
837.0 |
+6.8 |
|
|
|
Total Volume and Open Interest |
39,272 |
102,131 |
-8,100 |
30-Year T-Bonds(CBOT) |
Jun11 |
110617 |
127~100 |
127~210 |
126~270 |
127~060 |
-0~140 |
15,874 |
14,112 |
-79,158 |
Sep11 |
110617 |
126~030 |
126~150 |
125~160 |
125~280 |
-0~150 |
502,457 |
640,898 |
-5,059 |
Dec11 |
110617 |
124~040 |
124~290 |
124~040 |
124~140 |
-0~150 |
2 |
30 |
+0 |
Total Volume and Open Interest |
518,333 |
655,040 |
-11,979 |
10-Year T-Notes(CBOT) |
Jun11 |
110617 |
125~120 |
125~185 |
125~010 |
125~120 |
-0~065 |
14,997 |
45,919 |
-2,653 |
Sep11 |
110617 |
123~315 |
124~040 |
123~180 |
123~290 |
-0~075 |
1,939,190 |
1,827,314 |
+45,334 |
Dec11 |
110617 |
122~175 |
122~255 |
122~175 |
122~175 |
-0~080 |
0 |
24 |
+0 |
Total Volume and Open Interest |
1,954,187 |
1,873,257 |
+42,681 |
5-Year T-Notes(CBOT) |
Jun11 |
110613 |
120~120 |
121~001 |
120~087 |
120~108 |
+0~072 |
272,931 |
205,061 |
-65,504 |
Sep11 |
110617 |
120~000 |
120~016 |
119~098 |
120~003 |
-0~013 |
953,841 |
1,567,858 |
+3,988 |
Dec11 |
110617 |
118~115 |
119~000 |
118~115 |
118~115 |
-0~013 |
0 |
2 |
+0 |
Total Volume and Open Interest |
958,036 |
1,599,322 |
+2,905 |
2 Year T-Notes(CBOT) |
Jun11 |
110617 |
109~126 |
110~007 |
109~126 |
110~002 |
unch |
2,786 |
20,664 |
-464 |
Sep11 |
110617 |
109~101 |
109~107 |
109~096 |
109~103 |
unch |
345,174 |
983,288 |
-4,027 |
Dec11 |
110617 |
109~075 |
109~075 |
109~075 |
109~075 |
unch |
2 |
21 |
+0 |
Total Volume and Open Interest |
347,962 |
1,003,973 |
-4,491 |
Eurodollars(CME) |
Sep11 |
110617 |
99.570 |
99.630 |
99.570 |
99.605 |
+0.035 |
696,523 |
1,262,969 |
+47,137 |
Dec11 |
110617 |
99.515 |
99.560 |
99.515 |
99.535 |
+0.025 |
602,233 |
1,522,756 |
+40,333 |
Mar12 |
110617 |
99.465 |
99.500 |
99.460 |
99.480 |
+0.025 |
525,054 |
1,688,555 |
-12,820 |
Jun12 |
110617 |
99.375 |
99.400 |
99.370 |
99.385 |
+0.015 |
434,712 |
1,484,049 |
+9,109 |
Sep12 |
110617 |
99.240 |
99.260 |
99.220 |
99.245 |
+0.005 |
348,093 |
901,607 |
+4,156 |
Dec12 |
110617 |
99.050 |
99.065 |
99.015 |
99.050 |
-0.005 |
311,694 |
682,556 |
+4,169 |
Mar13 |
110617 |
98.850 |
98.860 |
98.800 |
98.845 |
-0.015 |
223,942 |
483,525 |
+2,896 |
Jun13 |
110617 |
98.610 |
98.625 |
98.555 |
98.610 |
-0.020 |
254,613 |
306,560 |
-10,574 |
Sep13 |
110617 |
98.360 |
98.385 |
98.305 |
98.365 |
-0.020 |
145,049 |
301,818 |
+1,802 |
Dec13 |
110617 |
98.095 |
98.130 |
98.040 |
98.110 |
-0.015 |
133,748 |
253,353 |
-33,254 |
Mar14 |
110617 |
97.845 |
97.885 |
97.790 |
97.865 |
-0.010 |
89,279 |
217,149 |
-7,148 |
Jun14 |
110617 |
97.600 |
97.635 |
97.540 |
97.615 |
-0.010 |
90,320 |
158,297 |
+2,085 |
Sep14 |
110617 |
97.360 |
97.390 |
97.305 |
97.370 |
-0.015 |
28,658 |
84,716 |
+803 |
Dec14 |
110617 |
97.115 |
97.135 |
97.060 |
97.115 |
-0.020 |
23,373 |
84,286 |
-705 |
Mar15 |
110617 |
96.885 |
96.915 |
96.845 |
96.895 |
-0.025 |
20,350 |
80,546 |
-621 |
Jun15 |
110617 |
4.920 |
4.945 |
4.880 |
4.925 |
-0.025 |
20,419 |
61,674 |
-609 |
Sep15 |
110617 |
4.720 |
4.740 |
4.675 |
4.715 |
-0.030 |
12,732 |
54,999 |
-1,213 |
Dec15 |
110617 |
4.520 |
4.540 |
4.475 |
4.515 |
-0.035 |
17,083 |
50,227 |
+839 |
Total Volume and Open Interest |
4,077,479 |
9,944,537 |
+60,441 |
30 Day Federal Funds(CBOT) |
Jun11 |
110617 |
99.897 |
99.900 |
99.897 |
99.897 |
unch |
6,295 |
56,533 |
-980 |
Jul11 |
110617 |
99.885 |
99.890 |
99.885 |
99.890 |
unch |
6,856 |
59,165 |
+625 |
Aug11 |
110617 |
99.870 |
99.875 |
99.870 |
99.875 |
unch |
5,055 |
53,949 |
+254 |
Sep11 |
110617 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
3,005 |
44,123 |
-321 |
Oct11 |
110617 |
99.850 |
99.855 |
99.850 |
99.850 |
unch |
3,307 |
52,012 |
+506 |
Nov11 |
110617 |
99.845 |
99.845 |
99.840 |
99.840 |
unch |
2,659 |
52,173 |
-573 |
Total Volume and Open Interest |
88,658 |
746,484 |
+17,971 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110613 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110617 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110617 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110617 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Sep12 |
110617 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110617 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Mar13 |
110617 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Jun13 |
110617 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Sep13 |
110617 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Dec13 |
110617 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
75 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110617 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
16 |
1,201 |
+0 |
Dec11 |
110617 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
100 |
1,362 |
+0 |
Mar12 |
110617 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
300 |
3,194 |
-465 |
Jun12 |
110617 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
100 |
1,554 |
+100 |
Sep12 |
110617 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110617 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
24 |
+0 |
Mar13 |
110617 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1 |
+0 |
Jun13 |
110617 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
516 |
7,747 |
-365 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110616 |
140.67 |
141.09 |
140.67 |
141.03 |
+0.42 |
2,173 |
21,567 |
+187 |
Dec11 |
110617 |
139.31 |
139.31 |
139.31 |
139.31 |
+0.20 |
0 |
1 |
+0 |
Mar12 |
110617 |
137.22 |
137.22 |
137.22 |
137.22 |
+0.20 |
|
|
|
Total Volume and Open Interest |
1,957 |
21,154 |
-414 |
Euro-Bund(EUREX) |
Sep11 |
110617 |
126.49 |
126.56 |
125.93 |
126.07 |
-0.41 |
1,074,519 |
952,163 |
+26,978 |
Dec11 |
110617 |
125.28 |
125.31 |
124.85 |
124.85 |
-0.41 |
18 |
218 |
-5 |
Mar12 |
110617 |
124.78 |
124.78 |
124.78 |
124.78 |
-0.41 |
|
|
|
Total Volume and Open Interest |
1,074,537 |
952,381 |
+26,973 |
Euro-Bobl(EUREX) |
Sep11 |
110617 |
117.52 |
117.55 |
117.02 |
117.13 |
+0.42 |
377,480 |
824,416 |
-12,918 |
Dec11 |
110617 |
116.20 |
116.20 |
116.17 |
116.17 |
-0.41 |
21 |
521 |
+20 |
Mar12 |
110617 |
116.17 |
116.17 |
116.17 |
116.17 |
-0.41 |
|
|
|
Total Volume and Open Interest |
666,815 |
814,112 |
+17,113 |
3-Mth Euribor(EUREX) |
Jun11 |
110613 |
98.530 |
98.530 |
98.530 |
98.530 |
+0.005 |
299 |
4,770 |
+0 |
Sep11 |
110617 |
98.245 |
98.270 |
98.245 |
98.270 |
unch |
7 |
2,411 |
+0 |
Dec11 |
110617 |
98.165 |
98.165 |
98.165 |
98.165 |
-0.025 |
0 |
1,347 |
+0 |
Total Volume and Open Interest |
7 |
6,617 |
+0 |
Long Gilt(LIFFE) |
Jun11 |
110617 |
123~02 |
123~02 |
122~27 |
122~27 |
-0~06 |
1,955 |
11,656 |
-465 |
Sep11 |
110617 |
121~23 |
121~28 |
121~09 |
121~18 |
-0~06 |
147,638 |
353,239 |
+1,861 |
Total Volume and Open Interest |
149,593 |
364,895 |
+1,396 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110617 |
99.05 |
99.13 |
99.05 |
99.10 |
+0.03 |
230,903 |
459,922 |
+31,388 |
Dec11 |
110617 |
99.00 |
99.05 |
98.99 |
99.02 |
+0.01 |
159,376 |
460,497 |
+11,082 |
Mar12 |
110617 |
98.91 |
98.95 |
98.91 |
98.93 |
-0.01 |
87,405 |
424,182 |
+1,121 |
Jun12 |
110617 |
98.81 |
98.83 |
98.79 |
98.82 |
-0.02 |
107,221 |
327,155 |
-30,568 |
Sep12 |
110617 |
98.67 |
98.70 |
98.65 |
98.68 |
-0.02 |
108,341 |
247,481 |
+19,047 |
Dec12 |
110617 |
98.51 |
98.52 |
98.46 |
98.50 |
-0.01 |
128,302 |
213,578 |
-24,721 |
Total Volume and Open Interest |
973,875 |
2,502,197 |
-419,467 |
3-Mth Euribor(LIFFE) |
Sep11 |
110617 |
98.260 |
98.280 |
98.235 |
98.270 |
unch |
228,380 |
746,733 |
+3,742 |
Dec11 |
110617 |
98.190 |
98.195 |
98.130 |
98.165 |
-0.025 |
217,300 |
562,581 |
-9,304 |
Mar12 |
110617 |
98.165 |
98.165 |
98.100 |
98.105 |
-0.050 |
176,762 |
539,281 |
+8,531 |
Total Volume and Open Interest |
1,214,820 |
3,415,373 |
+47,724 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110617 |
95.08 |
95.11 |
95.05 |
95.06 |
-0.03 |
89,812 |
306,615 |
+33,491 |
Dec11 |
110617 |
95.08 |
95.11 |
95.02 |
95.05 |
-0.03 |
82,232 |
259,044 |
+40,501 |
Mar12 |
110617 |
95.07 |
95.09 |
95.00 |
95.03 |
-0.04 |
24,536 |
113,207 |
+4,878 |
Jun12 |
110617 |
95.05 |
95.07 |
94.98 |
95.01 |
-0.04 |
9,134 |
77,012 |
+5,337 |
Sep12 |
110617 |
95.02 |
95.03 |
94.96 |
94.98 |
-0.04 |
2,956 |
51,604 |
+767 |
Dec12 |
110617 |
94.93 |
94.97 |
94.90 |
94.94 |
-0.03 |
4,945 |
37,665 |
+1,371 |
Mar13 |
110617 |
94.92 |
94.95 |
94.89 |
94.92 |
-0.03 |
1,710 |
23,785 |
-528 |
Jun13 |
110617 |
94.92 |
94.92 |
94.84 |
94.89 |
-0.02 |
515 |
5,959 |
+112 |
Sep13 |
110617 |
94.89 |
94.89 |
94.78 |
94.85 |
-0.03 |
68 |
1,586 |
+10 |
Dec13 |
110617 |
94.80 |
94.82 |
94.80 |
94.82 |
-0.04 |
36 |
1,264 |
+26 |
Total Volume and Open Interest |
215,944 |
877,748 |
+85,965 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110617 |
94.92 |
94.93 |
94.86 |
94.88 |
-0.04 |
85,788 |
414,081 |
+4,468 |
Dec11 |
110617 |
94.88 |
94.88 |
94.88 |
94.88 |
-0.04 |
|
|
|
Total Volume and Open Interest |
85,788 |
414,081 |
|
3-Year Aus T-Bonds(SFE) |
Sep11 |
110617 |
95.30 |
95.33 |
95.26 |
95.30 |
-0.01 |
314,662 |
687,804 |
+86,335 |
Dec11 |
110617 |
95.30 |
95.30 |
95.30 |
95.30 |
-0.01 |
|
|
|
Total Volume and Open Interest |
314,662 |
687,804 |
|
Gold(CMX) |
Jun11 |
110617 |
1523.0 |
1541.6 |
1523.0 |
1538.6 |
+9.3 |
648 |
1,283 |
-169 |
Aug11 |
110617 |
1529.1 |
1543.0 |
1523.2 |
1539.1 |
+9.2 |
152,879 |
332,533 |
+4,363 |
Oct11 |
110617 |
1531.3 |
1542.7 |
1525.2 |
1540.2 |
+9.2 |
1,704 |
11,601 |
+644 |
Dec11 |
110617 |
1532.1 |
1545.0 |
1525.7 |
1541.3 |
+9.2 |
4,571 |
70,454 |
+932 |
Feb12 |
110617 |
1532.5 |
1543.9 |
1532.4 |
1542.6 |
+9.2 |
214 |
9,094 |
+44 |
Apr12 |
110617 |
1529.5 |
1545.5 |
1528.5 |
1544.2 |
+9.2 |
85 |
5,950 |
+33 |
Jun12 |
110617 |
1545.7 |
1545.7 |
1545.7 |
1545.7 |
+9.2 |
62 |
13,291 |
+6 |
Aug12 |
110617 |
1550.3 |
1550.3 |
1547.6 |
1547.6 |
+9.2 |
27 |
4,504 |
+25 |
Oct12 |
110617 |
1549.7 |
1549.7 |
1549.7 |
1549.7 |
+9.3 |
0 |
4,089 |
+0 |
Dec12 |
110617 |
1551.0 |
1553.2 |
1551.0 |
1552.3 |
+9.2 |
103 |
12,393 |
+37 |
Feb13 |
110617 |
1555.3 |
1555.3 |
1555.3 |
1555.3 |
+9.0 |
1 |
384 |
+0 |
Apr13 |
110617 |
1563.5 |
1563.5 |
1558.6 |
1558.6 |
+8.9 |
2 |
51 |
+1 |
Total Volume and Open Interest |
161,008 |
503,732 |
+5,952 |
Silver(CMX) |
Jul11 |
110617 |
3555.0 |
3592.0 |
3492.5 |
3574.8 |
+18.9 |
63,209 |
40,024 |
-1,450 |
Sep11 |
110617 |
3560.5 |
3590.5 |
3494.0 |
3575.9 |
+18.7 |
5,945 |
30,033 |
+1,211 |
Dec11 |
110617 |
3558.5 |
3592.5 |
3500.0 |
3577.2 |
+18.7 |
989 |
22,466 |
-62 |
Mar12 |
110617 |
3574.6 |
3574.6 |
3574.6 |
3574.6 |
+18.7 |
42 |
4,173 |
+12 |
May12 |
110617 |
3571.7 |
3571.7 |
3571.7 |
3571.7 |
+18.7 |
11 |
1,289 |
-1 |
Jul12 |
110617 |
3569.2 |
3569.2 |
3569.2 |
3569.2 |
+18.7 |
11 |
1,782 |
+0 |
Sep12 |
110617 |
3567.0 |
3567.0 |
3567.0 |
3567.0 |
+18.7 |
0 |
207 |
+0 |
Total Volume and Open Interest |
70,519 |
118,545 |
-301 |
Platinum(NYMEX) |
Jul11 |
110617 |
1759.5 |
1772.5 |
1745.7 |
1752.1 |
-8.6 |
7,229 |
22,755 |
-2,794 |
Oct11 |
110617 |
1764.7 |
1775.0 |
1750.0 |
1755.5 |
-8.3 |
1,751 |
13,022 |
+1,503 |
Jan12 |
110617 |
1758.8 |
1758.8 |
1758.8 |
1758.8 |
-8.6 |
0 |
359 |
+0 |
Apr12 |
110617 |
1761.3 |
1761.3 |
1761.3 |
1761.3 |
-8.5 |
0 |
69 |
+0 |
Total Volume and Open Interest |
8,980 |
36,215 |
-1,291 |
Palladium(NYMEX) |
Jun11 |
110617 |
745.50 |
746.45 |
743.70 |
743.70 |
-17.80 |
20 |
350 |
+3 |
Sep11 |
110617 |
755.50 |
764.05 |
743.55 |
745.40 |
-18.10 |
4,510 |
20,039 |
-751 |
Dec11 |
110617 |
762.80 |
762.80 |
746.60 |
746.60 |
-18.05 |
38 |
677 |
+22 |
Total Volume and Open Interest |
4,568 |
21,080 |
-727 |
Copper(CMX) |
Jul11 |
110617 |
412.40 |
415.60 |
407.65 |
410.20 |
-1.55 |
38,685 |
34,662 |
-1,595 |
Sep11 |
110617 |
414.00 |
417.25 |
409.50 |
412.10 |
-1.50 |
8,208 |
57,266 |
+490 |
Dec11 |
110617 |
415.70 |
418.15 |
411.80 |
414.00 |
-1.55 |
1,917 |
24,032 |
+405 |
Mar12 |
110617 |
417.90 |
417.90 |
415.00 |
415.00 |
-1.55 |
452 |
8,525 |
-37 |
May12 |
110617 |
415.20 |
415.20 |
415.20 |
415.20 |
-1.55 |
77 |
1,621 |
-1 |
Total Volume and Open Interest |
49,701 |
131,890 |
-726 |
DJIA Index(CBOT) |
Sep11 |
110617 |
11921 |
12002 |
11864 |
11938 |
+39 |
1,478 |
6,589 |
+391 |
Dec11 |
110617 |
11865 |
11865 |
11827 |
11865 |
+38 |
71 |
86 |
+56 |
Mar12 |
110617 |
11806 |
11806 |
11768 |
11806 |
+38 |
|
|
|
Jun12 |
110617 |
11739 |
11739 |
11709 |
11739 |
|
|
|
|
Mini DJIA Index(CBOT) |
Jun11 |
110617 |
11968 |
12078 |
11927 |
12047 |
+80 |
34,294 |
49,515 |
-5,412 |
Sep11 |
110617 |
11895 |
12006 |
11858 |
11938 |
+39 |
188,290 |
65,367 |
+9,330 |
Dec11 |
110617 |
11920 |
11926 |
11852 |
11865 |
+38 |
565 |
221 |
+128 |
Mar12 |
110617 |
11806 |
11806 |
11806 |
11806 |
+38 |
0 |
10 |
+0 |
Total Volume and Open Interest |
223,149 |
115,113 |
+4,046 |
S & P 500(CME) |
Sep11 |
110617 |
1263.60 |
1277.30 |
1258.60 |
1266.00 |
+2.50 |
56,855 |
246,377 |
+22,779 |
Dec11 |
110617 |
1260.00 |
1269.20 |
1257.20 |
1260.60 |
+2.40 |
23 |
7,742 |
-204 |
Mar12 |
110617 |
1255.10 |
1263.70 |
1251.70 |
1255.10 |
+2.40 |
0 |
4 |
+3 |
Jun12 |
110617 |
1250.10 |
1258.70 |
1246.70 |
1250.10 |
+2.40 |
0 |
5 |
+0 |
Total Volume and Open Interest |
109,250 |
390,170 |
+2,497 |
S & P 500 E-Mini(Globex) |
Sep11 |
110617 |
1263.75 |
1277.25 |
1258.50 |
1266.00 |
+2.50 |
3,639,073 |
2,472,316 |
+354,532 |
Dec11 |
110617 |
1258.75 |
1270.75 |
1254.25 |
1260.50 |
+2.25 |
165 |
6,006 |
-995 |
Total Volume and Open Interest |
4,396,269 |
3,599,065 |
+173,743 |
NASDAQ 100(CME) |
Sep11 |
110617 |
2198.80 |
2219.00 |
2183.00 |
2190.30 |
-5.20 |
1,714 |
4,749 |
+1,035 |
Dec11 |
110617 |
2186.30 |
2200.00 |
2185.00 |
2186.30 |
-5.20 |
2 |
2 |
+1 |
Mar12 |
110617 |
2183.80 |
2183.80 |
2182.50 |
2183.80 |
-5.20 |
|
|
|
Total Volume and Open Interest |
3,146 |
21,394 |
+1,074 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110617 |
2195.50 |
2218.80 |
2182.50 |
2190.30 |
-5.20 |
408,611 |
257,552 |
+32,733 |
Dec11 |
110617 |
2208.00 |
2208.00 |
2178.00 |
2186.30 |
-5.20 |
44 |
24 |
+5 |
Total Volume and Open Interest |
480,477 |
408,915 |
+7,761 |
S & P Midcap 400(CME) |
Sep11 |
110617 |
930.50 |
936.00 |
930.40 |
930.40 |
-0.10 |
48 |
662 |
+20 |
Dec11 |
110617 |
929.00 |
929.10 |
929.00 |
929.00 |
-0.10 |
|
|
|
Mar12 |
110617 |
927.00 |
927.10 |
927.00 |
927.00 |
-0.10 |
|
|
|
Total Volume and Open Interest |
102 |
2,858 |
+338 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110617 |
9465 |
9465 |
9315 |
9380 |
-40 |
7,017 |
28,016 |
+377 |
Dec11 |
110617 |
9385 |
9400 |
9360 |
9360 |
-40 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,017 |
28,018 |
+377 |
Nikkei 225(SGX) |
Sep11 |
110617 |
9385 |
9450 |
9310 |
9345 |
-55 |
79,592 |
156,957 |
-713 |
Dec11 |
110617 |
9340 |
9340 |
9280 |
9280 |
-65 |
8 |
6,787 |
+0 |
Mar12 |
110617 |
9280 |
9280 |
9280 |
9280 |
-55 |
0 |
10 |
+0 |
Total Volume and Open Interest |
81,013 |
174,810 |
+113 |
CAC 40(EURONEXT) |
Jun11 |
110617 |
3764.5 |
3844.0 |
3742.0 |
3830.0 |
+37.5 |
245,620 |
331,423 |
-24,915 |
Jul11 |
110617 |
3763.0 |
3841.5 |
3739.0 |
3820.5 |
+31.0 |
141,132 |
257,927 |
+97,175 |
Aug11 |
110617 |
3779.0 |
3830.0 |
3763.0 |
3825.0 |
+31.5 |
12 |
5 |
+2 |
Total Volume and Open Interest |
390,377 |
604,536 |
+74,669 |
Hang Seng Index(HKFE) |
Jun11 |
110617 |
21958 |
21990 |
21597 |
21606 |
-335 |
69,346 |
95,833 |
-410 |
Jul11 |
110617 |
21971 |
21990 |
21608 |
21612 |
-337 |
976 |
3,605 |
+296 |
Total Volume and Open Interest |
71,142 |
104,488 |
+38 |
DAX(EUREX) |
Jun11 |
110617 |
7076.5 |
7203.5 |
7036.0 |
7203.5 |
+96.5 |
251,111 |
90,589 |
-25,846 |
Sep11 |
110617 |
7102.5 |
7253.0 |
7062.5 |
7201.5 |
+68.5 |
119,489 |
111,049 |
+40,368 |
Dec11 |
110617 |
7132.5 |
7277.5 |
7091.0 |
7230.5 |
+69.5 |
14,342 |
6,326 |
+1,736 |
Total Volume and Open Interest |
384,942 |
207,964 |
+16,258 |
FT-SE 100(EURONEXT) |
Jun11 |
110617 |
5687.00 |
5687.00 |
5644.50 |
5674.50 |
-27.50 |
298,335 |
178,046 |
-90,715 |
Sep11 |
110617 |
5630.00 |
5694.00 |
5608.50 |
5681.00 |
+16.50 |
219,825 |
560,458 |
+128,604 |
Dec11 |
110617 |
5597.50 |
5660.00 |
5597.50 |
5658.00 |
+18.50 |
7 |
547 |
+7 |
Total Volume and Open Interest |
518,167 |
739,201 |
+37,896 |
SPI 200(SFE) |
Jun11 |
110617 |
4517.5 |
4517.5 |
4517.5 |
4517.5 |
-0.5 |
19,344 |
54,828 |
-132,003 |
Sep11 |
110617 |
4460.0 |
4512.0 |
4441.0 |
4479.0 |
+10.0 |
50,758 |
187,170 |
+14,242 |
Dec11 |
110617 |
4492.0 |
4496.0 |
4492.0 |
4496.0 |
+7.0 |
465 |
4,663 |
+465 |
Total Volume and Open Interest |
70,905 |
250,274 |
-117,041 |
GSCI(CME) |
Jul11 |
110617 |
16.14 |
16.14 |
8.64 |
11.64 |
-6.50 |
945 |
10,221 |
-161 |
Aug11 |
110617 |
12.64 |
19.19 |
9.64 |
12.64 |
-6.50 |
0 |
2 |
+0 |
Sep11 |
110617 |
12.39 |
19.19 |
9.64 |
12.39 |
-6.75 |
|
|
|
Total Volume and Open Interest |
945 |
10,223 |
-2,197 |
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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