|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue June 21, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110621 |
1338.25 |
1354.75 |
1337.75 |
1348.75 |
+13.00 |
84,043 |
122,504 |
-8,097 |
Aug11 |
110621 |
1339.75 |
1354.75 |
1338.75 |
1348.75 |
+12.75 |
17,791 |
45,929 |
+445 |
Sep11 |
110621 |
1335.25 |
1352.75 |
1335.25 |
1347.00 |
+13.50 |
4,884 |
22,123 |
+164 |
Nov11 |
110621 |
1337.25 |
1356.00 |
1337.25 |
1349.75 |
+14.25 |
58,100 |
292,931 |
+8,601 |
Jan12 |
110621 |
1349.25 |
1365.00 |
1348.75 |
1359.50 |
+14.25 |
2,964 |
37,065 |
-654 |
Mar12 |
110621 |
1356.50 |
1368.50 |
1356.50 |
1363.25 |
+15.00 |
464 |
21,483 |
+14 |
May12 |
110621 |
1347.00 |
1366.75 |
1346.25 |
1362.25 |
+16.00 |
1,361 |
24,299 |
+51 |
Total Volume and Open Interest |
170,752 |
595,225 |
+536 |
Soybean Meal(CBOT) |
Jul11 |
110621 |
350.90 |
355.10 |
350.60 |
351.70 |
+1.70 |
35,142 |
50,903 |
-5,133 |
Aug11 |
110621 |
350.30 |
355.00 |
350.30 |
351.70 |
+2.10 |
14,170 |
46,551 |
+2,217 |
Sep11 |
110621 |
349.30 |
354.30 |
344.30 |
349.80 |
+1.50 |
3,970 |
22,071 |
+89 |
Oct11 |
110621 |
347.60 |
351.80 |
346.90 |
346.90 |
+1.10 |
2,087 |
16,377 |
+383 |
Dec11 |
110621 |
347.50 |
352.70 |
347.50 |
347.70 |
+1.00 |
16,832 |
66,688 |
+1,450 |
Jan12 |
110621 |
351.70 |
354.00 |
349.30 |
349.30 |
+1.00 |
346 |
6,017 |
+16 |
Mar12 |
110621 |
353.10 |
355.10 |
350.90 |
350.90 |
+1.10 |
357 |
3,503 |
-56 |
May12 |
110621 |
352.00 |
354.30 |
348.40 |
349.90 |
+1.50 |
245 |
5,187 |
+0 |
Total Volume and Open Interest |
73,418 |
222,552 |
-1,036 |
Soybean Oil(CBOT) |
Jul11 |
110621 |
56.18 |
56.70 |
56.10 |
56.60 |
+0.58 |
54,337 |
84,958 |
-212 |
Aug11 |
110621 |
56.40 |
56.95 |
56.40 |
56.84 |
+0.59 |
12,241 |
37,487 |
+1,297 |
Sep11 |
110621 |
56.68 |
57.23 |
56.68 |
57.12 |
+0.59 |
3,899 |
31,948 |
-222 |
Oct11 |
110621 |
57.09 |
57.51 |
57.03 |
57.40 |
+0.60 |
2,252 |
16,360 |
+397 |
Dec11 |
110621 |
57.54 |
58.05 |
57.43 |
57.95 |
+0.59 |
32,588 |
131,630 |
+4,719 |
Jan12 |
110621 |
58.17 |
58.30 |
58.06 |
58.22 |
+0.61 |
1,799 |
12,964 |
+167 |
Mar12 |
110621 |
58.41 |
58.60 |
58.41 |
58.57 |
+0.63 |
1,260 |
9,350 |
+1,028 |
May12 |
110621 |
58.62 |
58.75 |
58.53 |
58.70 |
+0.64 |
234 |
5,878 |
+59 |
Total Volume and Open Interest |
108,763 |
334,160 |
+7,274 |
Canola(WCE) |
Jul11 |
110621 |
579.3 |
581.4 |
579.0 |
579.7 |
+0.4 |
9,151 |
28,460 |
-5,330 |
Nov11 |
110621 |
581.8 |
584.3 |
581.7 |
582.1 |
unch |
11,711 |
117,660 |
+4,133 |
Jan12 |
110621 |
589.2 |
590.7 |
588.7 |
589.1 |
+1.3 |
553 |
12,423 |
+200 |
Mar12 |
110621 |
595.6 |
597.2 |
594.4 |
595.4 |
+2.8 |
35 |
4,265 |
-1 |
May12 |
110621 |
596.2 |
600.5 |
596.2 |
599.1 |
+2.8 |
9 |
1,869 |
+1 |
Total Volume and Open Interest |
21,567 |
167,858 |
-890 |
Corn(CBOT) |
Jul11 |
110621 |
703.00 |
719.25 |
702.25 |
707.50 |
+7.00 |
174,752 |
328,159 |
-27,212 |
Sep11 |
110621 |
688.75 |
708.00 |
688.75 |
702.25 |
+14.75 |
91,788 |
338,312 |
+8,745 |
Dec11 |
110621 |
661.50 |
683.75 |
661.00 |
680.25 |
+19.75 |
106,296 |
501,273 |
+1,519 |
Mar12 |
110621 |
672.50 |
695.00 |
672.50 |
692.50 |
+19.50 |
9,277 |
91,740 |
+160 |
May12 |
110621 |
683.25 |
702.00 |
680.25 |
698.00 |
+17.75 |
3,308 |
20,822 |
+208 |
Jul12 |
110621 |
686.50 |
707.50 |
685.75 |
705.50 |
+19.75 |
4,920 |
56,389 |
+813 |
Total Volume and Open Interest |
395,993 |
1,432,021 |
-15,556 |
Wheat(CBOT) |
Jul11 |
110621 |
660.75 |
679.50 |
655.75 |
674.25 |
+15.00 |
51,422 |
85,573 |
-6,337 |
Sep11 |
110621 |
697.75 |
713.75 |
691.25 |
705.50 |
+9.75 |
34,779 |
148,099 |
+1,076 |
Dec11 |
110621 |
749.25 |
762.25 |
741.75 |
754.25 |
+9.00 |
29,851 |
113,619 |
+1,560 |
Mar12 |
110621 |
788.00 |
799.50 |
782.50 |
793.50 |
+9.50 |
5,404 |
35,473 |
+1,288 |
May12 |
110621 |
797.75 |
811.50 |
793.25 |
806.25 |
+9.00 |
881 |
9,671 |
+69 |
Total Volume and Open Interest |
125,310 |
455,072 |
-2,327 |
Wheat(KCBT) |
Jul11 |
110621 |
801.75 |
814.00 |
794.00 |
803.50 |
+2.50 |
17,545 |
32,031 |
-2,575 |
Sep11 |
110621 |
821.00 |
832.25 |
813.50 |
821.50 |
+1.50 |
8,494 |
63,950 |
+218 |
Dec11 |
110621 |
846.50 |
856.75 |
837.25 |
846.00 |
+2.25 |
5,272 |
50,152 |
-219 |
Mar12 |
110621 |
859.75 |
869.50 |
850.00 |
858.75 |
+1.00 |
725 |
10,026 |
+9 |
May12 |
110621 |
857.75 |
869.25 |
857.75 |
859.00 |
+0.75 |
150 |
1,556 |
-26 |
Total Volume and Open Interest |
32,560 |
171,992 |
-2,741 |
Wheat(MGE) |
Jul11 |
110621 |
899.75 |
916.00 |
898.00 |
902.75 |
+2.25 |
1,182 |
6,193 |
+61 |
Sep11 |
110621 |
879.25 |
894.25 |
877.00 |
885.25 |
+6.25 |
3,084 |
22,765 |
+225 |
Dec11 |
110621 |
880.50 |
896.25 |
878.25 |
887.50 |
+7.00 |
1,318 |
18,586 |
-271 |
Mar12 |
110621 |
895.00 |
907.25 |
895.00 |
898.25 |
+6.00 |
650 |
4,035 |
-18 |
May12 |
110621 |
896.50 |
909.00 |
896.50 |
903.25 |
+8.50 |
340 |
1,924 |
+252 |
Total Volume and Open Interest |
6,669 |
60,239 |
+213 |
Oats(CBOT) |
Jul11 |
110621 |
351.00 |
361.00 |
351.00 |
353.50 |
+3.50 |
1,556 |
3,585 |
-782 |
Sep11 |
110621 |
358.00 |
368.75 |
358.00 |
361.50 |
+3.50 |
178 |
3,213 |
-54 |
Dec11 |
110621 |
368.50 |
380.00 |
368.50 |
371.00 |
+3.50 |
992 |
5,563 |
+650 |
Mar12 |
110621 |
383.00 |
383.00 |
379.50 |
383.00 |
+3.50 |
20 |
44 |
+17 |
Total Volume and Open Interest |
2,746 |
12,434 |
-169 |
Rough Rice(CBOT) |
Jul11 |
110621 |
13.81 |
14.00 |
13.81 |
13.81 |
+0.00 |
984 |
6,701 |
-474 |
Sep11 |
110621 |
14.85 |
15.00 |
14.84 |
14.85 |
+0.01 |
692 |
7,514 |
+45 |
Nov11 |
110621 |
15.20 |
15.31 |
15.16 |
15.17 |
+0.01 |
440 |
3,831 |
+130 |
Jan12 |
110621 |
15.60 |
15.60 |
15.46 |
15.48 |
+0.02 |
63 |
311 |
-5 |
Total Volume and Open Interest |
2,179 |
18,658 |
-304 |
Live Cattle(CME) |
Jun11 |
110621 |
111.900 |
113.250 |
110.830 |
113.200 |
+1.370 |
4,123 |
8,306 |
-1,662 |
Aug11 |
110621 |
111.980 |
113.250 |
111.550 |
113.150 |
+1.170 |
27,685 |
142,955 |
-153 |
Oct11 |
110621 |
117.600 |
119.050 |
117.400 |
118.950 |
+1.150 |
13,039 |
77,452 |
-1,068 |
Dec11 |
110621 |
120.285 |
122.300 |
120.285 |
122.250 |
+1.670 |
11,041 |
59,368 |
-571 |
Feb12 |
110621 |
121.635 |
124.000 |
121.550 |
123.900 |
+2.000 |
5,934 |
20,185 |
+1,525 |
Apr12 |
110621 |
123.400 |
125.650 |
123.230 |
125.650 |
+1.970 |
1,282 |
9,266 |
+171 |
Total Volume and Open Interest |
63,425 |
321,326 |
-1,639 |
Feeder Cattle(CME) |
Aug11 |
110621 |
136.185 |
138.435 |
134.985 |
137.825 |
+2.325 |
4,640 |
20,506 |
-144 |
Sep11 |
110621 |
137.000 |
139.000 |
135.850 |
138.350 |
+1.775 |
850 |
5,877 |
-26 |
Oct11 |
110621 |
137.150 |
139.100 |
136.235 |
138.900 |
+1.850 |
1,323 |
4,806 |
-103 |
Nov11 |
110621 |
137.150 |
139.500 |
136.735 |
139.500 |
+2.000 |
429 |
2,511 |
+41 |
Jan12 |
110621 |
137.000 |
138.700 |
136.350 |
138.200 |
+1.800 |
166 |
1,243 |
+7 |
Mar12 |
110621 |
136.630 |
138.300 |
135.900 |
138.300 |
+1.700 |
41 |
135 |
+15 |
Apr12 |
110621 |
136.250 |
136.850 |
135.500 |
136.700 |
+1.200 |
6 |
32 |
+3 |
Total Volume and Open Interest |
7,457 |
35,129 |
-206 |
Lean Hogs(CME) |
Jul11 |
110621 |
97.830 |
99.400 |
97.500 |
99.000 |
+1.450 |
9,999 |
22,094 |
-795 |
Aug11 |
110621 |
96.785 |
98.350 |
96.635 |
97.980 |
+1.300 |
10,271 |
77,541 |
+369 |
Oct11 |
110621 |
89.300 |
90.180 |
89.000 |
90.000 |
+0.600 |
6,502 |
46,953 |
+211 |
Dec11 |
110621 |
86.600 |
87.200 |
86.180 |
87.000 |
+0.420 |
4,202 |
39,555 |
+531 |
Feb12 |
110621 |
88.700 |
89.250 |
88.200 |
89.150 |
+0.450 |
2,007 |
13,550 |
+804 |
Apr12 |
110621 |
89.700 |
90.300 |
89.200 |
90.180 |
+0.680 |
471 |
6,257 |
+220 |
May12 |
110621 |
93.500 |
94.000 |
93.000 |
93.900 |
+0.600 |
9 |
362 |
+6 |
Jun12 |
110621 |
95.900 |
96.500 |
95.500 |
96.450 |
+0.550 |
174 |
4,145 |
+89 |
Total Volume and Open Interest |
33,994 |
211,994 |
+1,637 |
Class III Milk(CME) |
Jun11 |
110621 |
19.13 |
19.15 |
19.10 |
19.14 |
-0.01 |
211 |
4,984 |
+67 |
Jul11 |
110621 |
20.08 |
20.15 |
20.00 |
20.07 |
+0.01 |
227 |
5,492 |
+20 |
Aug11 |
110621 |
19.16 |
19.32 |
19.15 |
19.27 |
+0.12 |
203 |
5,126 |
+28 |
Sep11 |
110621 |
18.44 |
18.60 |
18.44 |
18.51 |
+0.10 |
70 |
4,807 |
+16 |
Oct11 |
110621 |
17.85 |
17.90 |
17.77 |
17.85 |
unch |
92 |
3,739 |
+29 |
Total Volume and Open Interest |
966 |
34,637 |
+198 |
Cocoa(ICE) |
Jul11 |
110621 |
2988 |
3037 |
2982 |
3027 |
+60 |
30 |
277 |
+45 |
Sep11 |
110621 |
2979 |
3045 |
2979 |
3026 |
+58 |
4,919 |
68,786 |
-7 |
Dec11 |
110621 |
3018 |
3068 |
3014 |
3052 |
+56 |
1,718 |
36,782 |
+232 |
Mar12 |
110621 |
3054 |
3101 |
3054 |
3088 |
+55 |
1,279 |
29,803 |
-47 |
May12 |
110621 |
3045 |
3100 |
3045 |
3086 |
+53 |
41 |
8,538 |
+3 |
Jul12 |
110621 |
3076 |
3096 |
3076 |
3088 |
+54 |
4 |
3,578 |
+4 |
Sep12 |
110621 |
3092 |
3092 |
3092 |
3092 |
+53 |
5 |
6,193 |
+4 |
Total Volume and Open Interest |
8,002 |
160,817 |
+240 |
Coffee "C"(ICE) |
Jul11 |
110621 |
245.00 |
246.85 |
242.80 |
243.50 |
-0.10 |
4,909 |
10,419 |
-1,838 |
Sep11 |
110621 |
246.80 |
250.00 |
245.70 |
246.95 |
+0.65 |
19,383 |
56,658 |
+2,380 |
Dec11 |
110621 |
250.70 |
254.15 |
249.90 |
251.25 |
+0.75 |
4,630 |
29,433 |
+905 |
Mar12 |
110621 |
254.25 |
256.85 |
254.25 |
255.00 |
+0.75 |
1,116 |
6,986 |
+364 |
May12 |
110621 |
258.90 |
260.00 |
257.00 |
257.25 |
+0.60 |
81 |
3,271 |
-23 |
Jul12 |
110621 |
259.85 |
259.85 |
258.15 |
258.15 |
+1.05 |
16 |
1,516 |
-4 |
Total Volume and Open Interest |
30,158 |
110,562 |
+1,737 |
Orange Juice(ICE) |
Jul11 |
110621 |
187.50 |
195.95 |
185.05 |
194.85 |
+7.80 |
3,171 |
9,490 |
-3,344 |
Sep11 |
110621 |
182.45 |
190.50 |
180.85 |
189.35 |
+6.65 |
2,815 |
17,984 |
+1,883 |
Nov11 |
110621 |
178.20 |
182.40 |
175.95 |
182.30 |
+4.10 |
849 |
5,631 |
+679 |
Jan12 |
110621 |
174.65 |
178.35 |
173.15 |
178.30 |
+2.85 |
20 |
860 |
+13 |
Mar12 |
110621 |
172.00 |
176.60 |
172.00 |
176.60 |
+2.15 |
0 |
181 |
+0 |
May12 |
110621 |
173.00 |
175.30 |
173.00 |
175.30 |
+2.10 |
0 |
157 |
+0 |
Total Volume and Open Interest |
6,855 |
34,367 |
-769 |
Sugar #11(ICE) |
Jul11 |
110621 |
27.50 |
27.53 |
26.86 |
27.49 |
+0.02 |
48,189 |
93,038 |
-12,322 |
Oct11 |
110621 |
26.21 |
26.31 |
25.57 |
26.26 |
+0.05 |
51,018 |
277,149 |
+1,914 |
Mar12 |
110621 |
25.64 |
25.75 |
25.05 |
25.70 |
+0.06 |
16,591 |
115,739 |
+2,524 |
May12 |
110621 |
24.86 |
25.03 |
24.40 |
24.99 |
+0.13 |
5,007 |
36,070 |
+1,658 |
Jul12 |
110621 |
24.34 |
24.45 |
23.98 |
24.43 |
+0.08 |
4,077 |
54,757 |
+1,391 |
Total Volume and Open Interest |
126,741 |
633,829 |
-4,238 |
London Cocoa(LCE) |
Jul11 |
110621 |
1859 |
1890 |
1850 |
1867 |
+19 |
999 |
58,034 |
-506 |
Sep11 |
110621 |
1868 |
1904 |
1866 |
1884 |
+27 |
4,695 |
46,903 |
+331 |
Dec11 |
110621 |
1892 |
1925 |
1891 |
1908 |
+27 |
1,224 |
36,417 |
+349 |
Mar12 |
110621 |
1918 |
1940 |
1906 |
1924 |
+27 |
1,127 |
40,094 |
-137 |
May12 |
110621 |
1950 |
1950 |
1936 |
1937 |
+27 |
140 |
10,291 |
-7 |
Jul12 |
110621 |
1940 |
1950 |
1940 |
1946 |
+27 |
77 |
4,602 |
+11 |
Sep12 |
110621 |
1952 |
1952 |
1952 |
1952 |
+29 |
37 |
3,232 |
+18 |
Total Volume and Open Interest |
8,357 |
207,565 |
+115 |
London Sugar(LCE) |
Aug11 |
110621 |
747.20 |
747.80 |
730.00 |
743.60 |
+4.00 |
3,851 |
24,531 |
-453 |
Oct11 |
110621 |
675.50 |
680.00 |
665.80 |
673.60 |
+1.10 |
1,435 |
13,805 |
+214 |
Dec11 |
110621 |
659.50 |
659.50 |
647.20 |
656.50 |
+2.70 |
249 |
5,623 |
-24 |
Mar12 |
110621 |
646.10 |
650.70 |
637.70 |
648.00 |
+4.60 |
710 |
5,426 |
+239 |
May12 |
110621 |
636.80 |
640.00 |
631.20 |
638.70 |
+5.20 |
79 |
2,195 |
-33 |
Total Volume and Open Interest |
6,342 |
54,228 |
-56 |
Cotton(ICE) |
Jul11 |
110621 |
149.05 |
154.73 |
149.04 |
154.73 |
+6.00 |
7,442 |
23,566 |
-2,390 |
Oct11 |
110621 |
130.10 |
131.40 |
130.00 |
130.33 |
+1.04 |
16 |
465 |
-34 |
Dec11 |
110621 |
124.46 |
127.72 |
123.24 |
124.00 |
-0.07 |
12,097 |
99,142 |
+1,906 |
Mar12 |
110621 |
118.05 |
120.76 |
116.00 |
116.88 |
-1.06 |
1,156 |
14,953 |
+494 |
May12 |
110621 |
112.40 |
114.32 |
110.93 |
110.93 |
-1.06 |
83 |
3,575 |
-22 |
Jul12 |
110621 |
110.00 |
110.00 |
106.64 |
106.65 |
-1.44 |
147 |
5,607 |
-278 |
Total Volume and Open Interest |
21,000 |
150,525 |
-296 |
Lumber(CME) |
Jul11 |
110621 |
232.5 |
238.8 |
230.8 |
232.4 |
+1.6 |
415 |
2,616 |
-192 |
Sep11 |
110621 |
244.8 |
250.0 |
240.0 |
243.9 |
+2.3 |
309 |
5,996 |
+83 |
Nov11 |
110621 |
255.9 |
258.0 |
252.0 |
253.0 |
-0.8 |
149 |
1,575 |
+19 |
Jan12 |
110621 |
273.8 |
276.0 |
272.5 |
276.0 |
+6.2 |
2 |
82 |
+0 |
Total Volume and Open Interest |
875 |
10,275 |
-90 |
Crude Oil(NYM) |
Jul11 |
110621 |
93.49 |
94.74 |
92.50 |
93.40 |
+0.14 |
245,013 |
65,994 |
-23,813 |
Aug11 |
110621 |
93.76 |
95.10 |
92.88 |
94.17 |
+0.54 |
196,081 |
295,536 |
+15,657 |
Sep11 |
110621 |
94.21 |
95.52 |
93.33 |
94.60 |
+0.53 |
58,295 |
155,921 |
-1,678 |
Oct11 |
110621 |
94.70 |
95.91 |
93.72 |
94.96 |
+0.50 |
25,948 |
69,175 |
+1,849 |
Nov11 |
110621 |
95.13 |
96.18 |
94.09 |
95.33 |
+0.48 |
18,545 |
58,136 |
+749 |
Dec11 |
110621 |
95.36 |
96.61 |
94.43 |
95.66 |
+0.47 |
65,596 |
188,553 |
-2,315 |
Jan12 |
110621 |
95.82 |
96.58 |
95.04 |
95.96 |
+0.44 |
9,581 |
50,425 |
+1,230 |
Feb12 |
110621 |
96.46 |
96.46 |
95.12 |
96.26 |
+0.42 |
4,826 |
24,019 |
+483 |
Mar12 |
110621 |
96.92 |
97.18 |
95.43 |
96.55 |
+0.40 |
6,156 |
31,369 |
-1,310 |
Apr12 |
110621 |
96.83 |
96.83 |
96.83 |
96.83 |
+0.39 |
2,718 |
18,446 |
+112 |
May12 |
110621 |
96.85 |
97.10 |
96.85 |
97.10 |
+0.38 |
2,643 |
18,648 |
+195 |
Jun12 |
110621 |
97.49 |
97.93 |
96.23 |
97.34 |
+0.37 |
11,418 |
73,675 |
-486 |
Jul12 |
110621 |
97.85 |
97.94 |
96.64 |
97.52 |
+0.35 |
2,816 |
30,176 |
-30 |
Aug12 |
110621 |
97.60 |
97.60 |
97.60 |
97.60 |
+0.34 |
2,142 |
12,490 |
+335 |
Sep12 |
110621 |
97.65 |
97.65 |
97.65 |
97.65 |
+0.34 |
910 |
15,043 |
+172 |
Oct12 |
110621 |
97.72 |
97.72 |
97.72 |
97.72 |
+0.33 |
608 |
10,304 |
+74 |
Total Volume and Open Interest |
690,630 |
1,538,331 |
-10,925 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110620 |
92.875 |
93.450 |
91.175 |
93.250 |
+0.250 |
7,233 |
2,382 |
-199 |
Aug11 |
110621 |
93.825 |
95.075 |
92.900 |
94.175 |
+0.550 |
6,062 |
2,125 |
+251 |
Sep11 |
110621 |
94.200 |
95.250 |
93.400 |
94.600 |
+0.525 |
154 |
657 |
+21 |
Oct11 |
110621 |
95.300 |
95.600 |
94.000 |
94.950 |
+0.500 |
7 |
333 |
-1 |
Nov11 |
110621 |
96.125 |
96.125 |
95.325 |
95.325 |
+0.475 |
1 |
21 |
+0 |
Dec11 |
110621 |
96.000 |
96.250 |
95.650 |
95.650 |
+0.450 |
9 |
300 |
+0 |
Jan12 |
110621 |
95.950 |
95.950 |
95.950 |
95.950 |
+0.425 |
0 |
6 |
+0 |
Feb12 |
110621 |
96.250 |
96.250 |
96.250 |
96.250 |
+0.400 |
3 |
3 |
+0 |
Mar12 |
110621 |
96.550 |
96.550 |
96.550 |
96.550 |
+0.400 |
0 |
8 |
+0 |
Total Volume and Open Interest |
12,319 |
5,822 |
+97 |
Heating Oil(NYM) |
Jul11 |
110621 |
293.02 |
296.20 |
286.38 |
289.00 |
-4.20 |
41,495 |
67,856 |
-4,853 |
Aug11 |
110621 |
294.29 |
297.72 |
287.98 |
290.62 |
-4.07 |
22,578 |
72,387 |
+2,821 |
Sep11 |
110621 |
295.85 |
298.75 |
290.05 |
292.49 |
-4.06 |
9,263 |
45,452 |
+907 |
Oct11 |
110621 |
297.29 |
299.80 |
291.82 |
294.41 |
-4.02 |
3,022 |
19,433 |
+356 |
Nov11 |
110621 |
299.99 |
301.09 |
293.70 |
296.34 |
-3.97 |
2,556 |
19,816 |
-274 |
Dec11 |
110621 |
301.75 |
303.86 |
295.50 |
298.14 |
-3.88 |
8,516 |
35,400 |
-568 |
Jan12 |
110621 |
304.20 |
304.20 |
297.30 |
299.82 |
-3.81 |
1,296 |
17,400 |
+149 |
Feb12 |
110621 |
301.50 |
302.51 |
297.76 |
300.30 |
-3.72 |
641 |
7,216 |
-246 |
Mar12 |
110621 |
301.65 |
302.26 |
297.13 |
299.60 |
-3.53 |
510 |
5,806 |
-283 |
Apr12 |
110621 |
299.75 |
299.76 |
295.20 |
297.73 |
-3.35 |
515 |
2,282 |
+199 |
May12 |
110621 |
298.01 |
298.01 |
294.59 |
295.90 |
-3.15 |
579 |
2,217 |
+216 |
Jun12 |
110621 |
297.64 |
298.33 |
292.71 |
294.80 |
-3.07 |
2,054 |
21,009 |
+1,156 |
Total Volume and Open Interest |
93,624 |
329,435 |
-318 |
Gasoline(NYMEX) |
Jul11 |
110621 |
291.26 |
293.84 |
285.21 |
288.26 |
-2.89 |
41,383 |
42,934 |
-5,953 |
Aug11 |
110621 |
285.30 |
288.17 |
280.05 |
282.97 |
-2.29 |
34,162 |
64,185 |
+997 |
Sep11 |
110621 |
283.44 |
286.19 |
278.30 |
281.16 |
-2.08 |
13,486 |
43,181 |
+1,139 |
Oct11 |
110621 |
271.67 |
274.00 |
267.07 |
269.96 |
-1.69 |
4,364 |
25,584 |
-548 |
Nov11 |
110621 |
271.29 |
271.67 |
265.07 |
267.96 |
-1.57 |
2,685 |
15,909 |
+50 |
Dec11 |
110621 |
268.48 |
271.13 |
264.23 |
267.05 |
-1.43 |
3,864 |
28,244 |
-262 |
Jan12 |
110621 |
269.91 |
270.22 |
265.50 |
267.62 |
-1.32 |
527 |
6,530 |
-41 |
Feb12 |
110621 |
270.57 |
271.49 |
267.16 |
269.21 |
-1.29 |
212 |
4,298 |
+33 |
Mar12 |
110621 |
272.24 |
272.24 |
270.73 |
271.04 |
-1.24 |
48 |
4,937 |
+36 |
Apr12 |
110621 |
280.56 |
282.81 |
280.06 |
282.81 |
-1.22 |
5 |
4,134 |
+3 |
Total Volume and Open Interest |
100,912 |
256,076 |
-4,440 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110621 |
288.30 |
288.30 |
288.26 |
288.30 |
-2.90 |
1 |
3 |
+0 |
Aug11 |
110621 |
283.00 |
283.00 |
282.97 |
283.00 |
-2.30 |
0 |
2 |
+0 |
Sep11 |
110621 |
281.20 |
281.20 |
281.16 |
281.20 |
-2.00 |
|
|
|
Oct11 |
110621 |
270.00 |
270.00 |
269.96 |
270.00 |
-1.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
8 |
+0 |
Natural Gas(NYM) |
Jul11 |
110621 |
4.309 |
4.413 |
4.305 |
4.388 |
+0.071 |
110,415 |
91,374 |
-12,680 |
Aug11 |
110621 |
4.364 |
4.449 |
4.339 |
4.423 |
+0.071 |
55,295 |
120,579 |
+6,836 |
Sep11 |
110621 |
4.389 |
4.473 |
4.369 |
4.448 |
+0.068 |
26,626 |
200,278 |
+578 |
Oct11 |
110621 |
4.413 |
4.510 |
4.409 |
4.489 |
+0.068 |
22,249 |
112,869 |
-631 |
Nov11 |
110621 |
4.581 |
4.640 |
4.576 |
4.621 |
+0.062 |
12,479 |
77,671 |
-979 |
Dec11 |
110621 |
4.745 |
4.824 |
4.738 |
4.806 |
+0.058 |
10,230 |
45,771 |
-156 |
Jan12 |
110621 |
4.841 |
4.924 |
4.841 |
4.909 |
+0.058 |
11,935 |
90,982 |
+617 |
Feb12 |
110621 |
4.866 |
4.914 |
4.834 |
4.899 |
+0.057 |
1,445 |
20,689 |
+18 |
Mar12 |
110621 |
4.810 |
4.858 |
4.796 |
4.842 |
+0.056 |
3,797 |
42,754 |
-353 |
Apr12 |
110621 |
4.664 |
4.720 |
4.659 |
4.704 |
+0.054 |
4,805 |
44,104 |
-715 |
May12 |
110621 |
4.689 |
4.737 |
4.689 |
4.724 |
+0.054 |
514 |
9,673 |
+7 |
Jun12 |
110621 |
4.690 |
4.761 |
4.690 |
4.755 |
+0.054 |
882 |
11,441 |
+134 |
Jul12 |
110621 |
4.775 |
4.816 |
4.775 |
4.800 |
+0.052 |
240 |
8,247 |
+37 |
Aug12 |
110621 |
4.798 |
4.845 |
4.798 |
4.829 |
+0.051 |
135 |
7,013 |
+52 |
Sep12 |
110621 |
4.813 |
4.851 |
4.813 |
4.840 |
+0.051 |
208 |
7,186 |
-11 |
Oct12 |
110621 |
4.855 |
4.889 |
4.838 |
4.884 |
+0.051 |
1,594 |
24,380 |
+555 |
Total Volume and Open Interest |
263,673 |
991,893 |
-6,849 |
Brent Crude Oil(ICE) |
Aug11 |
110621 |
111.54 |
113.10 |
109.92 |
110.95 |
-0.74 |
213,256 |
206,117 |
-3,839 |
Sep11 |
110621 |
111.25 |
112.75 |
109.52 |
110.55 |
-0.81 |
76,855 |
138,449 |
+6,135 |
Oct11 |
110621 |
111.13 |
112.43 |
109.32 |
110.28 |
-0.90 |
32,576 |
65,480 |
-5,193 |
Nov11 |
110621 |
111.03 |
112.19 |
109.15 |
110.10 |
-0.96 |
16,312 |
37,603 |
-829 |
Dec11 |
110621 |
110.90 |
112.20 |
109.00 |
109.93 |
-1.00 |
44,513 |
91,501 |
+1,235 |
Jan12 |
110621 |
110.88 |
111.28 |
108.92 |
109.79 |
-1.02 |
5,098 |
22,922 |
-150 |
Feb12 |
110621 |
110.74 |
111.12 |
108.79 |
109.65 |
-1.03 |
2,503 |
18,167 |
-153 |
Mar12 |
110621 |
110.60 |
111.09 |
108.66 |
109.52 |
-1.03 |
2,576 |
33,655 |
+323 |
Apr12 |
110621 |
110.38 |
110.43 |
109.24 |
109.35 |
-1.03 |
1,657 |
9,378 |
+368 |
May12 |
110621 |
109.18 |
109.18 |
109.18 |
109.18 |
-1.02 |
1,103 |
5,497 |
-159 |
Jun12 |
110621 |
110.02 |
111.02 |
108.20 |
109.01 |
-1.01 |
5,784 |
39,575 |
+478 |
Jul12 |
110621 |
108.88 |
108.88 |
108.88 |
108.88 |
-1.00 |
591 |
6,360 |
-112 |
Aug12 |
110621 |
109.70 |
109.70 |
108.74 |
108.74 |
-0.99 |
739 |
4,458 |
+258 |
Sep12 |
110621 |
108.58 |
108.58 |
108.58 |
108.58 |
-0.97 |
715 |
5,318 |
+191 |
Total Volume and Open Interest |
419,760 |
820,945 |
+133 |
Gas Oil(ICE) |
Jul11 |
110621 |
924.00 |
936.75 |
904.75 |
921.25 |
-11.25 |
71,239 |
103,648 |
-17,073 |
Aug11 |
110621 |
928.00 |
940.75 |
909.50 |
925.50 |
-11.50 |
69,110 |
112,293 |
+3,710 |
Sep11 |
110621 |
934.00 |
944.00 |
915.00 |
929.25 |
-11.25 |
22,694 |
64,138 |
+2,418 |
Oct11 |
110621 |
938.00 |
946.50 |
918.50 |
932.25 |
-11.25 |
9,658 |
31,588 |
-1,260 |
Nov11 |
110621 |
938.25 |
946.50 |
925.75 |
934.00 |
-11.00 |
5,706 |
28,036 |
-246 |
Dec11 |
110621 |
941.25 |
951.00 |
920.50 |
936.25 |
-10.75 |
24,331 |
68,283 |
-831 |
Jan12 |
110621 |
944.50 |
946.25 |
930.00 |
939.25 |
-10.75 |
8,115 |
29,429 |
+1,361 |
Feb12 |
110621 |
944.25 |
947.00 |
931.25 |
940.50 |
-10.25 |
3,098 |
10,037 |
+1,091 |
Mar12 |
110621 |
944.00 |
953.75 |
938.75 |
940.25 |
-10.25 |
1,575 |
11,629 |
-328 |
Apr12 |
110621 |
943.00 |
950.00 |
932.00 |
939.75 |
-9.75 |
749 |
6,108 |
+176 |
Total Volume and Open Interest |
227,023 |
565,243 |
-8,890 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110621 |
2.700 |
2.736 |
2.700 |
2.727 |
+0.061 |
298 |
797 |
-151 |
Aug11 |
110621 |
2.647 |
2.706 |
2.647 |
2.698 |
+0.058 |
267 |
1,591 |
+15 |
Sep11 |
110621 |
2.590 |
2.655 |
2.590 |
2.649 |
+0.057 |
136 |
1,371 |
-35 |
Oct11 |
110621 |
2.496 |
2.555 |
2.496 |
2.552 |
+0.056 |
85 |
1,277 |
+27 |
Nov11 |
110621 |
2.468 |
2.485 |
2.468 |
2.480 |
+0.052 |
28 |
985 |
+10 |
Dec11 |
110621 |
2.460 |
2.465 |
2.449 |
2.459 |
+0.046 |
109 |
1,352 |
+18 |
Jan12 |
110621 |
2.425 |
2.436 |
2.420 |
2.431 |
+0.050 |
36 |
660 |
-6 |
Total Volume and Open Interest |
1,129 |
9,716 |
-27 |
WTI Crude Oil(ICE |
Aug11 |
110621 |
94.12 |
95.08 |
92.88 |
94.17 |
+0.54 |
65,354 |
72,306 |
+3,927 |
Sep11 |
110621 |
94.61 |
95.52 |
93.35 |
94.60 |
+0.53 |
20,262 |
44,005 |
+1,550 |
Oct11 |
110621 |
95.02 |
95.87 |
93.74 |
94.96 |
+0.50 |
7,613 |
24,525 |
+11 |
Nov11 |
110621 |
95.05 |
96.06 |
94.20 |
95.33 |
+0.48 |
5,709 |
22,016 |
+360 |
Dec11 |
110621 |
95.41 |
96.60 |
94.55 |
95.66 |
+0.47 |
20,299 |
83,806 |
-56 |
Jan12 |
110621 |
96.17 |
96.32 |
95.07 |
95.96 |
+0.44 |
2,300 |
15,748 |
+19 |
Feb12 |
110621 |
96.59 |
96.62 |
95.39 |
96.26 |
+0.42 |
1,553 |
4,490 |
+103 |
Mar12 |
110621 |
96.90 |
97.09 |
95.68 |
96.55 |
+0.40 |
1,785 |
12,580 |
-330 |
Apr12 |
110621 |
97.30 |
97.30 |
96.17 |
96.83 |
+0.39 |
544 |
4,393 |
+6 |
May12 |
110621 |
97.10 |
97.10 |
97.10 |
97.10 |
+0.38 |
484 |
2,963 |
+6 |
Jun12 |
110621 |
97.65 |
97.81 |
96.46 |
97.34 |
+0.37 |
2,913 |
27,933 |
+284 |
Jul12 |
110621 |
97.52 |
97.52 |
97.52 |
97.52 |
+0.35 |
578 |
4,275 |
-184 |
Aug12 |
110621 |
97.60 |
97.60 |
97.60 |
97.60 |
+0.34 |
28 |
956 |
+0 |
Sep12 |
110621 |
97.65 |
97.65 |
97.65 |
97.65 |
+0.34 |
1 |
4,496 |
+0 |
Oct12 |
110621 |
97.72 |
97.72 |
97.72 |
97.72 |
+0.33 |
0 |
511 |
+0 |
Nov12 |
110621 |
97.82 |
97.82 |
97.82 |
97.82 |
+0.32 |
18 |
1,612 |
-18 |
Total Volume and Open Interest |
176,297 |
468,074 |
-4,151 |
US Dollar Index(ICE) |
Sep11 |
110621 |
75.260 |
75.455 |
74.920 |
74.930 |
-0.570 |
33,730 |
46,694 |
-3,861 |
Dec11 |
110621 |
75.440 |
75.440 |
75.380 |
75.380 |
-0.565 |
23 |
514 |
-13 |
Mar12 |
110621 |
75.940 |
75.940 |
75.940 |
75.940 |
-0.565 |
0 |
1 |
+0 |
Total Volume and Open Interest |
33,753 |
47,209 |
-3,874 |
Australian Dollar(CME) |
Sep11 |
110621 |
104.60 |
105.01 |
104.14 |
104.92 |
+0.38 |
111,366 |
98,789 |
-96 |
Dec11 |
110621 |
103.75 |
103.77 |
103.13 |
103.74 |
+0.38 |
65 |
190 |
+54 |
Mar12 |
110621 |
102.60 |
102.60 |
102.20 |
102.60 |
+0.40 |
|
|
|
Total Volume and Open Interest |
111,431 |
98,982 |
-42 |
British Pound(CME) |
Sep11 |
110621 |
161.82 |
162.36 |
161.48 |
162.29 |
+0.66 |
88,736 |
90,692 |
-2,114 |
Dec11 |
110621 |
162.11 |
162.11 |
161.45 |
162.11 |
+0.66 |
3 |
118 |
+2 |
Mar12 |
110621 |
161.91 |
161.91 |
161.25 |
161.91 |
+0.66 |
0 |
2 |
+0 |
Total Volume and Open Interest |
88,739 |
90,818 |
-2,112 |
Canadian Dollar(CME) |
Sep11 |
110621 |
101.84 |
102.76 |
101.76 |
102.74 |
+0.87 |
85,366 |
88,370 |
-980 |
Dec11 |
110621 |
101.85 |
102.54 |
101.65 |
102.52 |
+0.87 |
44 |
3,782 |
+11 |
Mar12 |
110621 |
101.85 |
102.28 |
101.41 |
102.28 |
+0.87 |
6 |
529 |
+2 |
Jun12 |
110621 |
102.01 |
102.01 |
101.15 |
102.01 |
+0.86 |
1 |
250 |
+1 |
Total Volume and Open Interest |
85,417 |
93,060 |
-966 |
Japanese Yen(CME) |
Sep11 |
110621 |
124.66 |
124.99 |
124.50 |
124.88 |
+0.27 |
108,403 |
98,976 |
+3,739 |
Dec11 |
110621 |
124.87 |
125.00 |
124.73 |
125.00 |
+0.27 |
38 |
388 |
+1 |
Mar12 |
110621 |
125.15 |
125.15 |
124.90 |
125.15 |
+0.25 |
0 |
42 |
+0 |
Total Volume and Open Interest |
108,442 |
99,413 |
+3,741 |
Swiss Franc(CME) |
Sep11 |
110621 |
118.25 |
119.12 |
118.22 |
119.05 |
+0.83 |
40,611 |
51,964 |
-655 |
Dec11 |
110621 |
118.69 |
119.17 |
118.33 |
119.17 |
+0.84 |
7 |
124 |
+1 |
Mar12 |
110621 |
119.29 |
119.29 |
118.45 |
119.29 |
+0.84 |
0 |
1 |
+0 |
Total Volume and Open Interest |
40,618 |
52,092 |
-654 |
EuroFX(CME) |
Sep11 |
110621 |
142.70 |
143.85 |
142.60 |
143.80 |
+1.13 |
319,613 |
186,950 |
+6,027 |
Dec11 |
110621 |
142.52 |
143.41 |
142.27 |
143.41 |
+1.12 |
120 |
339 |
+5 |
Mar12 |
110621 |
143.01 |
143.01 |
141.91 |
143.01 |
+1.10 |
2 |
361 |
-1 |
Total Volume and Open Interest |
319,735 |
188,481 |
+6,031 |
Mexican Peso(CME) |
Jul11 |
110621 |
847.8 |
847.8 |
841.8 |
847.8 |
+6.0 |
|
|
|
Aug11 |
110621 |
845.8 |
845.8 |
839.8 |
845.8 |
+6.0 |
|
|
|
Total Volume and Open Interest |
27,158 |
101,713 |
+156 |
30-Year T-Bonds(CBOT) |
Jun11 |
110620 |
127~060 |
127~290 |
126~280 |
127~030 |
-0~030 |
4,474 |
13,682 |
-430 |
Sep11 |
110621 |
125~290 |
126~020 |
125~070 |
125~130 |
-0~130 |
287,232 |
640,070 |
-4,399 |
Dec11 |
110621 |
124~140 |
124~140 |
123~310 |
123~310 |
-0~130 |
7 |
36 |
+6 |
Total Volume and Open Interest |
291,331 |
651,418 |
-6,763 |
10-Year T-Notes(CBOT) |
Jun11 |
110621 |
125~110 |
125~125 |
125~020 |
125~080 |
-0~020 |
23,253 |
22,876 |
-9,677 |
Sep11 |
110621 |
123~275 |
123~300 |
123~175 |
123~205 |
-0~055 |
1,135,289 |
1,802,696 |
-14,486 |
Dec11 |
110621 |
122~090 |
122~140 |
122~090 |
122~090 |
-0~050 |
0 |
248 |
+0 |
Total Volume and Open Interest |
1,158,542 |
1,825,820 |
-24,163 |
5-Year T-Notes(CBOT) |
Jun11 |
110613 |
120~120 |
121~001 |
120~087 |
120~108 |
+0~072 |
272,931 |
205,061 |
-65,504 |
Sep11 |
110621 |
119~124 |
120~006 |
119~103 |
119~117 |
-0~005 |
538,810 |
1,591,486 |
+9,072 |
Dec11 |
110621 |
118~101 |
118~106 |
118~101 |
118~101 |
-0~005 |
1 |
3 |
+1 |
Total Volume and Open Interest |
547,223 |
1,620,065 |
+8,235 |
2 Year T-Notes(CBOT) |
Jun11 |
110621 |
110~004 |
110~010 |
110~002 |
110~007 |
+0~002 |
1,265 |
19,574 |
-490 |
Sep11 |
110621 |
109~105 |
109~107 |
109~100 |
109~105 |
unch |
403,933 |
989,050 |
+10,670 |
Dec11 |
110621 |
109~077 |
109~077 |
109~077 |
109~077 |
unch |
0 |
21 |
+0 |
Total Volume and Open Interest |
405,198 |
1,008,645 |
+10,180 |
Eurodollars(CME) |
Sep11 |
110621 |
99.605 |
99.630 |
99.605 |
99.625 |
+0.025 |
412,632 |
1,208,766 |
-38,049 |
Dec11 |
110621 |
99.530 |
99.555 |
99.530 |
99.550 |
+0.025 |
295,490 |
1,460,678 |
-36,859 |
Mar12 |
110621 |
99.480 |
99.495 |
99.475 |
99.490 |
+0.015 |
264,226 |
1,626,479 |
-5,176 |
Jun12 |
110621 |
99.390 |
99.405 |
99.375 |
99.395 |
+0.005 |
234,329 |
1,443,966 |
-29,079 |
Sep12 |
110621 |
99.255 |
99.260 |
99.225 |
99.245 |
-0.005 |
198,709 |
936,211 |
+11,480 |
Dec12 |
110621 |
99.060 |
99.065 |
99.015 |
99.040 |
-0.015 |
203,923 |
696,759 |
+15,304 |
Mar13 |
110621 |
98.850 |
98.860 |
98.800 |
98.835 |
-0.010 |
144,430 |
484,168 |
-333 |
Jun13 |
110621 |
98.605 |
98.620 |
98.555 |
98.600 |
-0.005 |
135,899 |
328,044 |
+8,924 |
Sep13 |
110621 |
98.360 |
98.375 |
98.310 |
98.355 |
-0.005 |
94,838 |
299,991 |
+63 |
Dec13 |
110621 |
98.100 |
98.115 |
98.050 |
98.095 |
-0.010 |
71,865 |
248,078 |
-961 |
Mar14 |
110621 |
97.850 |
97.865 |
97.805 |
97.845 |
-0.010 |
59,473 |
220,952 |
+4,786 |
Jun14 |
110621 |
97.590 |
97.610 |
97.555 |
97.590 |
-0.015 |
47,999 |
163,338 |
+4,244 |
Sep14 |
110621 |
97.355 |
97.365 |
97.315 |
97.340 |
-0.020 |
18,124 |
91,372 |
+1,012 |
Dec14 |
110621 |
97.095 |
97.115 |
97.060 |
97.085 |
-0.020 |
19,144 |
83,070 |
-1,259 |
Mar15 |
110621 |
96.885 |
96.895 |
96.840 |
96.865 |
-0.020 |
13,568 |
79,028 |
+670 |
Jun15 |
110621 |
4.915 |
4.920 |
4.870 |
4.895 |
-0.020 |
13,692 |
61,041 |
+767 |
Sep15 |
110621 |
4.715 |
4.715 |
4.660 |
4.685 |
-0.020 |
6,480 |
55,122 |
+833 |
Dec15 |
110621 |
4.515 |
4.520 |
4.465 |
4.485 |
-0.020 |
6,088 |
47,994 |
+118 |
Total Volume and Open Interest |
2,276,501 |
9,812,956 |
-60,622 |
30 Day Federal Funds(CBOT) |
Jun11 |
110621 |
99.897 |
99.900 |
99.897 |
99.900 |
+0.003 |
2,450 |
61,230 |
+1,217 |
Jul11 |
110621 |
99.890 |
99.895 |
99.885 |
99.890 |
unch |
1,992 |
58,221 |
-281 |
Aug11 |
110621 |
99.875 |
99.880 |
99.870 |
99.875 |
unch |
818 |
54,643 |
+62 |
Sep11 |
110621 |
99.860 |
99.865 |
99.850 |
99.860 |
unch |
1,422 |
44,312 |
+106 |
Oct11 |
110621 |
99.855 |
99.855 |
99.840 |
99.850 |
unch |
2,712 |
53,087 |
+533 |
Nov11 |
110621 |
99.845 |
99.845 |
99.830 |
99.835 |
-0.005 |
2,534 |
51,552 |
-611 |
Total Volume and Open Interest |
32,718 |
751,915 |
+1,388 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110613 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110621 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110621 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110621 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Sep12 |
110621 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110621 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Mar13 |
110621 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Jun13 |
110621 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Sep13 |
110621 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Dec13 |
110621 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
2 |
127 |
+2 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110621 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,252 |
+0 |
Dec11 |
110621 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110621 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
305 |
2,123 |
-162 |
Jun12 |
110621 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,554 |
+0 |
Sep12 |
110621 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110621 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
24 |
+0 |
Mar13 |
110621 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1 |
+0 |
Jun13 |
110621 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
305 |
6,757 |
-162 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110616 |
140.67 |
141.09 |
140.67 |
141.03 |
+0.42 |
2,173 |
21,567 |
+187 |
Dec11 |
110621 |
139.23 |
139.23 |
139.23 |
139.23 |
-0.11 |
0 |
1 |
+0 |
Mar12 |
110621 |
137.14 |
137.14 |
137.14 |
137.14 |
-0.11 |
|
|
|
Total Volume and Open Interest |
4,234 |
23,695 |
+2,067 |
Euro-Bund(EUREX) |
Sep11 |
110621 |
126.06 |
126.24 |
125.73 |
125.89 |
-0.26 |
1,149,191 |
1,018,149 |
-78,041 |
Dec11 |
110621 |
124.90 |
124.92 |
124.55 |
124.68 |
-0.25 |
8 |
233 |
+2 |
Mar12 |
110621 |
124.60 |
124.60 |
124.60 |
124.60 |
-0.26 |
|
|
|
Total Volume and Open Interest |
1,149,199 |
1,018,382 |
-78,039 |
Euro-Bobl(EUREX) |
Sep11 |
110617 |
117.52 |
117.55 |
117.02 |
117.13 |
+0.42 |
377,480 |
824,416 |
-12,918 |
Dec11 |
110621 |
116.11 |
116.11 |
116.10 |
116.10 |
-0.12 |
3 |
524 |
+3 |
Mar12 |
110621 |
116.09 |
116.09 |
116.09 |
116.09 |
-0.13 |
|
|
|
Total Volume and Open Interest |
817,194 |
823,297 |
-27,334 |
3-Mth Euribor(EUREX) |
Jun11 |
110613 |
98.530 |
98.530 |
98.530 |
98.530 |
+0.005 |
299 |
4,770 |
+0 |
Sep11 |
110621 |
98.285 |
98.290 |
98.275 |
98.275 |
-0.005 |
192 |
2,528 |
+95 |
Dec11 |
110621 |
98.145 |
98.145 |
98.145 |
98.145 |
-0.015 |
200 |
1,347 |
+200 |
Total Volume and Open Interest |
492 |
6,909 |
+395 |
Long Gilt(LIFFE) |
Jun11 |
110621 |
122~19 |
122~22 |
122~19 |
122~20 |
-0~05 |
2,900 |
11,661 |
+5 |
Sep11 |
110621 |
121~15 |
121~17 |
121~08 |
121~12 |
-0~05 |
90,295 |
349,560 |
+8,169 |
Total Volume and Open Interest |
93,195 |
361,221 |
+8,174 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110621 |
99.10 |
99.11 |
99.09 |
99.10 |
-0.01 |
85,165 |
464,719 |
+13,775 |
Dec11 |
110621 |
99.03 |
99.04 |
99.02 |
99.03 |
-0.01 |
149,767 |
448,610 |
+6,112 |
Mar12 |
110621 |
98.94 |
98.96 |
98.93 |
98.94 |
-0.01 |
110,363 |
457,158 |
+27,175 |
Jun12 |
110621 |
98.83 |
98.85 |
98.81 |
98.82 |
-0.02 |
88,714 |
318,114 |
-4,071 |
Sep12 |
110621 |
98.68 |
98.71 |
98.67 |
98.68 |
-0.02 |
74,085 |
281,829 |
+20,518 |
Dec12 |
110621 |
98.49 |
98.52 |
98.48 |
98.49 |
-0.02 |
46,138 |
230,581 |
+4,040 |
Total Volume and Open Interest |
620,911 |
2,559,859 |
+55,838 |
3-Mth Euribor(LIFFE) |
Sep11 |
110621 |
98.280 |
98.300 |
98.270 |
98.275 |
-0.005 |
194,829 |
753,628 |
+29,908 |
Dec11 |
110621 |
98.160 |
98.180 |
98.135 |
98.145 |
-0.015 |
170,036 |
574,254 |
+12,395 |
Mar12 |
110621 |
98.100 |
98.125 |
98.065 |
98.080 |
-0.020 |
179,003 |
557,305 |
+14,588 |
Total Volume and Open Interest |
1,183,137 |
3,485,862 |
+75,618 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110621 |
95.09 |
95.16 |
95.05 |
95.12 |
+0.03 |
29,918 |
271,969 |
-31,407 |
Dec11 |
110621 |
95.08 |
95.15 |
95.03 |
95.12 |
+0.04 |
25,610 |
215,503 |
-54,997 |
Mar12 |
110621 |
95.06 |
95.13 |
95.00 |
95.09 |
+0.03 |
16,342 |
120,378 |
+656 |
Jun12 |
110621 |
95.04 |
95.09 |
94.97 |
95.07 |
+0.03 |
7,845 |
80,941 |
-988 |
Sep12 |
110621 |
94.99 |
95.06 |
94.94 |
95.05 |
+0.03 |
1,408 |
51,129 |
-980 |
Dec12 |
110621 |
94.94 |
95.03 |
94.90 |
95.02 |
+0.04 |
1,963 |
36,630 |
-713 |
Mar13 |
110621 |
94.93 |
95.00 |
94.91 |
95.00 |
+0.04 |
831 |
24,139 |
-63 |
Jun13 |
110621 |
94.90 |
94.97 |
94.88 |
94.96 |
+0.03 |
629 |
6,429 |
+179 |
Sep13 |
110621 |
94.87 |
94.93 |
94.83 |
94.92 |
+0.02 |
36 |
1,623 |
+35 |
Dec13 |
110621 |
94.82 |
94.88 |
94.82 |
94.88 |
+0.02 |
33 |
1,243 |
-25 |
Total Volume and Open Interest |
84,617 |
809,991 |
-88,303 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110621 |
94.94 |
94.96 |
94.88 |
94.91 |
-0.02 |
40,316 |
391,614 |
-19,940 |
Dec11 |
110621 |
94.91 |
94.91 |
94.91 |
94.91 |
-0.02 |
|
|
|
Total Volume and Open Interest |
40,316 |
391,614 |
-19,940 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110621 |
95.33 |
95.39 |
95.27 |
95.34 |
unch |
145,798 |
621,212 |
-73,865 |
Dec11 |
110621 |
95.34 |
95.34 |
95.34 |
95.34 |
unch |
|
|
|
Total Volume and Open Interest |
145,798 |
621,212 |
-73,865 |
Gold(CMX) |
Jun11 |
110621 |
1540.1 |
1547.5 |
1540.0 |
1546.0 |
+4.5 |
72 |
933 |
-266 |
Aug11 |
110621 |
1541.1 |
1549.0 |
1539.3 |
1546.4 |
+4.4 |
119,736 |
340,606 |
+7,524 |
Oct11 |
110621 |
1542.6 |
1549.8 |
1540.6 |
1547.5 |
+4.4 |
1,760 |
11,818 |
-97 |
Dec11 |
110621 |
1543.8 |
1551.1 |
1542.0 |
1548.6 |
+4.3 |
10,664 |
68,551 |
+2,954 |
Feb12 |
110621 |
1543.8 |
1551.7 |
1543.8 |
1549.9 |
+4.3 |
135 |
9,177 |
+64 |
Apr12 |
110621 |
1547.2 |
1553.0 |
1547.2 |
1551.4 |
+4.2 |
182 |
6,435 |
-15 |
Jun12 |
110621 |
1548.4 |
1552.9 |
1548.4 |
1552.9 |
+4.2 |
9 |
13,220 |
-5 |
Aug12 |
110621 |
1554.8 |
1554.9 |
1554.8 |
1554.9 |
+4.2 |
4 |
4,509 |
+0 |
Oct12 |
110621 |
1557.0 |
1557.0 |
1557.0 |
1557.0 |
+4.2 |
0 |
4,089 |
+0 |
Dec12 |
110621 |
1555.1 |
1560.0 |
1555.1 |
1559.4 |
+4.1 |
136 |
12,474 |
+79 |
Feb13 |
110621 |
1562.3 |
1562.3 |
1562.3 |
1562.3 |
+4.1 |
0 |
394 |
+0 |
Apr13 |
110621 |
1565.7 |
1565.7 |
1565.7 |
1565.7 |
+4.1 |
1 |
52 |
+1 |
Total Volume and Open Interest |
133,546 |
511,261 |
+10,172 |
Silver(CMX) |
Jul11 |
110621 |
3602.5 |
3657.5 |
3566.5 |
3637.9 |
+30.8 |
56,863 |
36,070 |
-1,855 |
Sep11 |
110621 |
3603.5 |
3657.5 |
3568.0 |
3639.3 |
+30.9 |
14,636 |
31,508 |
+613 |
Dec11 |
110621 |
3584.0 |
3658.5 |
3584.0 |
3640.8 |
+31.0 |
1,852 |
22,812 |
+39 |
Mar12 |
110621 |
3638.5 |
3638.5 |
3638.5 |
3638.5 |
+31.0 |
74 |
4,399 |
+64 |
May12 |
110621 |
3651.0 |
3651.0 |
3635.8 |
3635.8 |
+31.0 |
0 |
1,300 |
+0 |
Jul12 |
110621 |
3593.0 |
3649.0 |
3593.0 |
3633.3 |
+31.0 |
2 |
1,791 |
-2 |
Sep12 |
110621 |
3628.5 |
3630.9 |
3628.5 |
3630.9 |
+31.0 |
0 |
207 |
+0 |
Total Volume and Open Interest |
73,657 |
116,676 |
-1,135 |
Platinum(NYMEX) |
Jul11 |
110621 |
1735.0 |
1752.8 |
1735.0 |
1747.2 |
+16.7 |
8,857 |
19,890 |
-1,475 |
Oct11 |
110621 |
1741.0 |
1756.0 |
1740.9 |
1750.6 |
+17.0 |
1,997 |
14,818 |
+1,246 |
Jan12 |
110621 |
1754.6 |
1754.6 |
1753.8 |
1753.8 |
+16.9 |
2 |
389 |
+0 |
Apr12 |
110621 |
1756.3 |
1756.3 |
1756.3 |
1756.3 |
+16.9 |
0 |
70 |
+0 |
Total Volume and Open Interest |
10,859 |
35,174 |
-232 |
Palladium(NYMEX) |
Jun11 |
110621 |
760.35 |
764.75 |
760.35 |
764.75 |
+18.25 |
6 |
360 |
+0 |
Sep11 |
110621 |
748.65 |
769.50 |
746.20 |
767.25 |
+19.05 |
4,578 |
19,355 |
-122 |
Dec11 |
110621 |
753.15 |
768.45 |
753.15 |
768.45 |
+19.05 |
9 |
680 |
-3 |
Total Volume and Open Interest |
4,597 |
20,410 |
-125 |
Copper(CMX) |
Jul11 |
110621 |
407.40 |
412.85 |
405.80 |
408.85 |
+1.50 |
34,117 |
31,010 |
-4,856 |
Sep11 |
110621 |
409.35 |
414.65 |
407.75 |
410.70 |
+1.45 |
10,175 |
59,493 |
+2,697 |
Dec11 |
110621 |
411.80 |
416.10 |
409.60 |
412.45 |
+1.35 |
1,305 |
24,775 |
+349 |
Mar12 |
110621 |
414.40 |
416.20 |
412.80 |
413.35 |
+1.25 |
162 |
8,577 |
+53 |
May12 |
110621 |
413.45 |
413.45 |
413.10 |
413.45 |
+1.15 |
0 |
1,621 |
+0 |
Total Volume and Open Interest |
46,153 |
131,251 |
-1,778 |
DJIA Index(CBOT) |
Sep11 |
110621 |
12028 |
12149 |
12028 |
12088 |
+75 |
434 |
6,963 |
+3 |
Dec11 |
110621 |
12018 |
12018 |
11944 |
12018 |
+74 |
0 |
85 |
+0 |
Mar12 |
110621 |
11959 |
11959 |
11885 |
11959 |
+74 |
|
|
|
Jun12 |
110621 |
11892 |
11892 |
11818 |
11892 |
+74 |
|
|
|
Total Volume and Open Interest |
434 |
7,048 |
-21,027 |
Mini DJIA Index(CBOT) |
Jun11 |
110617 |
11968 |
12078 |
11927 |
12047 |
+80 |
34,294 |
49,515 |
-5,412 |
Sep11 |
110621 |
12008 |
12150 |
12000 |
12088 |
+75 |
131,672 |
77,859 |
+697 |
Dec11 |
110621 |
11998 |
12075 |
11965 |
12018 |
+74 |
142 |
293 |
+73 |
Mar12 |
110621 |
11959 |
11959 |
11959 |
11959 |
+74 |
0 |
10 |
+0 |
Total Volume and Open Interest |
131,814 |
78,162 |
-45,009 |
S & P 500(CME) |
Sep11 |
110621 |
1273.30 |
1292.50 |
1271.70 |
1287.90 |
+14.10 |
13,810 |
251,987 |
+1,194 |
Dec11 |
110621 |
1282.50 |
1287.40 |
1282.50 |
1282.50 |
+14.10 |
6 |
10,471 |
+1 |
Mar12 |
110621 |
1277.00 |
1281.90 |
1277.00 |
1277.00 |
+14.10 |
0 |
4 |
+0 |
Jun12 |
110621 |
1272.00 |
1276.90 |
1272.00 |
1272.00 |
+14.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
13,816 |
262,467 |
-120,369 |
S & P 500 E-Mini(Globex) |
Sep11 |
110621 |
1273.25 |
1292.75 |
1271.75 |
1288.00 |
+14.25 |
2,335,210 |
2,572,371 |
+14,647 |
Dec11 |
110621 |
1268.00 |
1287.25 |
1267.25 |
1282.50 |
+14.00 |
319 |
6,725 |
+35 |
Total Volume and Open Interest |
2,335,533 |
2,579,146 |
-964,099 |
NASDAQ 100(CME) |
Sep11 |
110621 |
2201.00 |
2250.00 |
2198.50 |
2244.00 |
+44.00 |
784 |
8,327 |
+3,026 |
Dec11 |
110621 |
2240.00 |
2242.00 |
2239.00 |
2240.00 |
+44.00 |
0 |
2 |
+0 |
Mar12 |
110621 |
2237.50 |
2238.50 |
2237.50 |
2237.50 |
+44.00 |
|
|
|
Total Volume and Open Interest |
784 |
8,329 |
-14,340 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110621 |
2199.50 |
2249.80 |
2198.00 |
2244.00 |
+44.00 |
308,529 |
281,390 |
+7,809 |
Dec11 |
110621 |
2206.00 |
2244.00 |
2205.30 |
2240.00 |
+44.00 |
17 |
26 |
+1 |
Total Volume and Open Interest |
308,546 |
281,416 |
-136,762 |
S & P Midcap 400(CME) |
Sep11 |
110621 |
953.30 |
956.50 |
953.30 |
953.50 |
+13.90 |
5 |
638 |
+5 |
Dec11 |
110621 |
952.50 |
953.60 |
952.50 |
952.50 |
+13.90 |
|
|
|
Mar12 |
110621 |
950.50 |
951.60 |
950.50 |
950.50 |
+13.90 |
|
|
|
Total Volume and Open Interest |
5 |
638 |
-2,865 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110621 |
9445 |
9565 |
9395 |
9540 |
+95 |
7,085 |
28,173 |
-277 |
Dec11 |
110621 |
9515 |
9515 |
9425 |
9515 |
+90 |
3 |
1 |
-1 |
Total Volume and Open Interest |
7,088 |
28,174 |
-278 |
Nikkei 225(SGX) |
Sep11 |
110621 |
9340 |
9465 |
9325 |
9465 |
+105 |
107,637 |
175,195 |
+13,837 |
Dec11 |
110621 |
9410 |
9410 |
9410 |
9410 |
+110 |
20 |
6,780 |
-11 |
Mar12 |
110621 |
9405 |
9405 |
9405 |
9405 |
+105 |
0 |
10 |
+0 |
Total Volume and Open Interest |
107,905 |
193,369 |
+13,993 |
CAC 40(EURONEXT) |
Jul11 |
110621 |
3809.0 |
3886.0 |
3807.0 |
3871.0 |
+70.0 |
183,899 |
343,358 |
+39,607 |
Aug11 |
110621 |
3819.5 |
3876.0 |
3819.5 |
3876.0 |
+71.0 |
15 |
17 |
-4 |
Sep11 |
110621 |
3816.0 |
3891.0 |
3816.0 |
3877.0 |
+71.0 |
306 |
19,568 |
+1,037 |
Total Volume and Open Interest |
184,220 |
362,973 |
-146,766 |
Hang Seng Index(HKFE) |
Jun11 |
110621 |
21789 |
21871 |
21651 |
21834 |
+212 |
82,604 |
98,119 |
+1,247 |
Jul11 |
110621 |
21784 |
21871 |
21657 |
21831 |
+213 |
1,607 |
4,588 |
+536 |
Total Volume and Open Interest |
84,741 |
108,144 |
+1,880 |
DAX(EUREX) |
Jun11 |
110617 |
7076.5 |
7203.5 |
7036.0 |
7203.5 |
+96.5 |
251,111 |
90,589 |
-25,846 |
Sep11 |
110621 |
7199.0 |
7339.0 |
7198.5 |
7305.0 |
+125.5 |
218,687 |
131,901 |
+8,288 |
Dec11 |
110621 |
7238.5 |
7365.5 |
7238.5 |
7333.5 |
+125.5 |
4,861 |
7,453 |
+62 |
Total Volume and Open Interest |
264,953 |
139,354 |
-63,239 |
FT-SE 100(EURONEXT) |
Sep11 |
110621 |
5666.00 |
5754.00 |
5653.00 |
5734.50 |
+75.00 |
150,300 |
634,473 |
+9,634 |
Dec11 |
110621 |
5660.00 |
5710.00 |
5660.00 |
5710.00 |
+75.00 |
19 |
680 |
+0 |
Mar12 |
110621 |
5621.50 |
5673.00 |
5621.50 |
5673.00 |
+74.50 |
0 |
150 |
+0 |
Total Volume and Open Interest |
150,319 |
635,303 |
-91,886 |
SPI 200(SFE) |
Jun11 |
110617 |
4517.5 |
4517.5 |
4517.5 |
4517.5 |
-0.5 |
19,344 |
54,828 |
-132,003 |
Sep11 |
110621 |
4440.0 |
4514.0 |
4436.0 |
4509.0 |
+60.0 |
36,560 |
188,092 |
-8,072 |
Dec11 |
110621 |
4528.0 |
4528.0 |
4528.0 |
4528.0 |
+59.0 |
30 |
4,703 |
-30 |
Total Volume and Open Interest |
36,670 |
196,107 |
-47,612 |
GSCI(CME) |
Jul11 |
110621 |
15.64 |
15.64 |
7.49 |
12.64 |
+1.20 |
169 |
10,162 |
-23 |
Aug11 |
110621 |
16.84 |
16.84 |
9.14 |
13.84 |
+1.10 |
0 |
2 |
+0 |
Sep11 |
110621 |
14.14 |
16.14 |
10.64 |
14.14 |
+1.00 |
|
|
|
Total Volume and Open Interest |
169 |
10,164 |
-23 |
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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