|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu June 23, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110623 |
1331.25 |
1333.25 |
1292.75 |
1317.75 |
-12.50 |
51,448 |
110,344 |
-8,878 |
Aug11 |
110623 |
1331.00 |
1334.25 |
1293.50 |
1316.00 |
-15.00 |
15,633 |
48,554 |
+1,596 |
Sep11 |
110623 |
1329.75 |
1332.50 |
1291.25 |
1314.25 |
-14.75 |
5,240 |
23,187 |
+798 |
Nov11 |
110623 |
1333.00 |
1336.25 |
1292.25 |
1317.25 |
-15.25 |
47,040 |
295,874 |
+2,008 |
Jan12 |
110623 |
1342.75 |
1344.75 |
1307.25 |
1327.50 |
-14.75 |
1,924 |
38,029 |
+291 |
Mar12 |
110623 |
1346.75 |
1349.00 |
1308.50 |
1332.25 |
-14.00 |
1,135 |
21,689 |
+41 |
May12 |
110623 |
1341.75 |
1349.50 |
1308.00 |
1331.75 |
-12.75 |
2,017 |
25,477 |
+700 |
Total Volume and Open Interest |
126,724 |
592,787 |
-2,788 |
Soybean Meal(CBOT) |
Jul11 |
110623 |
347.00 |
348.00 |
339.00 |
340.60 |
-6.50 |
27,965 |
43,953 |
-3,122 |
Aug11 |
110623 |
347.90 |
348.50 |
340.20 |
341.50 |
-6.40 |
12,407 |
47,102 |
-48 |
Sep11 |
110623 |
346.30 |
347.00 |
338.20 |
340.50 |
-5.50 |
4,103 |
22,005 |
-66 |
Oct11 |
110623 |
342.80 |
344.00 |
335.00 |
338.00 |
-5.20 |
3,105 |
16,463 |
+171 |
Dec11 |
110623 |
343.60 |
345.10 |
335.40 |
339.20 |
-5.10 |
14,024 |
68,451 |
+1,485 |
Jan12 |
110623 |
346.00 |
347.10 |
338.00 |
340.80 |
-5.10 |
445 |
6,183 |
+65 |
Mar12 |
110623 |
347.60 |
347.60 |
340.00 |
342.70 |
-4.90 |
135 |
3,609 |
+24 |
May12 |
110623 |
345.40 |
346.70 |
342.20 |
342.20 |
-4.50 |
173 |
5,121 |
-61 |
Total Volume and Open Interest |
62,783 |
217,894 |
-1,795 |
Soybean Oil(CBOT) |
Jul11 |
110623 |
56.09 |
56.09 |
54.25 |
55.15 |
-1.00 |
46,797 |
72,444 |
-6,102 |
Aug11 |
110623 |
56.26 |
56.34 |
54.46 |
55.37 |
-1.00 |
13,551 |
37,859 |
+1,339 |
Sep11 |
110623 |
56.65 |
56.65 |
54.75 |
55.62 |
-1.03 |
4,557 |
33,493 |
+761 |
Oct11 |
110623 |
56.93 |
56.93 |
55.05 |
55.88 |
-1.05 |
3,519 |
16,453 |
+316 |
Dec11 |
110623 |
57.40 |
57.43 |
55.56 |
56.38 |
-1.12 |
34,944 |
137,143 |
+2,317 |
Jan12 |
110623 |
56.90 |
56.90 |
55.90 |
56.66 |
-1.10 |
908 |
13,364 |
+345 |
Mar12 |
110623 |
57.98 |
57.99 |
56.58 |
57.01 |
-1.10 |
188 |
9,516 |
+125 |
May12 |
110623 |
57.10 |
58.85 |
56.66 |
57.16 |
-1.10 |
242 |
5,896 |
+26 |
Total Volume and Open Interest |
105,264 |
329,710 |
-933 |
Canola(WCE) |
Jul11 |
110623 |
573.0 |
573.3 |
557.2 |
570.4 |
-2.8 |
5,865 |
21,806 |
-3,962 |
Nov11 |
110623 |
575.5 |
575.5 |
555.7 |
563.4 |
-9.4 |
9,670 |
123,619 |
+5,229 |
Jan12 |
110623 |
574.3 |
574.3 |
564.0 |
569.9 |
-9.8 |
751 |
12,852 |
+353 |
Mar12 |
110623 |
573.4 |
575.2 |
569.7 |
575.2 |
-10.6 |
466 |
4,600 |
+328 |
May12 |
110623 |
578.6 |
582.1 |
578.6 |
580.8 |
-11.0 |
229 |
1,995 |
+125 |
Total Volume and Open Interest |
16,986 |
168,059 |
+2,078 |
Corn(CBOT) |
Jul11 |
110623 |
675.00 |
688.00 |
639.00 |
680.50 |
+3.00 |
172,807 |
290,443 |
-20,931 |
Sep11 |
110623 |
671.50 |
673.00 |
636.00 |
668.00 |
-4.25 |
112,564 |
355,509 |
+9,815 |
Dec11 |
110623 |
650.00 |
653.00 |
620.00 |
646.00 |
-4.25 |
118,840 |
502,107 |
-2,625 |
Mar12 |
110623 |
661.75 |
666.00 |
632.00 |
657.75 |
-4.75 |
9,206 |
92,939 |
+1,031 |
May12 |
110623 |
668.50 |
671.75 |
640.50 |
665.00 |
-4.00 |
2,130 |
21,723 |
+340 |
Jul12 |
110623 |
675.00 |
678.00 |
647.00 |
672.00 |
-3.50 |
1,889 |
56,527 |
+71 |
Total Volume and Open Interest |
421,595 |
1,414,879 |
-12,555 |
Wheat(CBOT) |
Jul11 |
110623 |
636.25 |
652.00 |
606.00 |
649.00 |
+10.75 |
33,872 |
76,530 |
-3,725 |
Sep11 |
110623 |
671.75 |
678.75 |
641.50 |
669.25 |
-4.00 |
31,938 |
154,674 |
+3,983 |
Dec11 |
110623 |
719.50 |
724.00 |
690.50 |
714.25 |
-5.25 |
16,469 |
117,722 |
+2,546 |
Mar12 |
110623 |
755.50 |
758.50 |
729.75 |
745.50 |
-9.75 |
2,275 |
35,847 |
-22 |
May12 |
110623 |
772.75 |
774.00 |
749.75 |
763.00 |
-11.00 |
581 |
9,977 |
+81 |
Total Volume and Open Interest |
87,177 |
457,077 |
+2,445 |
Wheat(KCBT) |
Jul11 |
110623 |
770.00 |
774.75 |
740.00 |
760.00 |
-10.00 |
12,911 |
27,210 |
-2,064 |
Sep11 |
110623 |
788.75 |
793.25 |
758.50 |
778.25 |
-10.50 |
7,772 |
66,458 |
+873 |
Dec11 |
110623 |
815.25 |
819.00 |
783.50 |
803.00 |
-11.00 |
3,102 |
51,721 |
+367 |
Mar12 |
110623 |
828.75 |
831.00 |
797.50 |
815.50 |
-11.00 |
759 |
10,716 |
+317 |
May12 |
110623 |
830.75 |
831.25 |
805.75 |
821.50 |
-11.00 |
21 |
1,553 |
+3 |
Total Volume and Open Interest |
24,828 |
171,924 |
-479 |
Wheat(MGE) |
Jul11 |
110623 |
862.00 |
862.00 |
830.50 |
844.00 |
-16.50 |
879 |
5,965 |
-96 |
Sep11 |
110623 |
851.50 |
854.25 |
819.75 |
835.50 |
-16.00 |
1,527 |
23,296 |
-8 |
Dec11 |
110623 |
853.25 |
855.00 |
821.75 |
838.25 |
-14.25 |
819 |
18,658 |
+85 |
Mar12 |
110623 |
865.00 |
865.00 |
834.25 |
848.50 |
-15.00 |
258 |
4,111 |
+6 |
May12 |
110623 |
868.50 |
868.50 |
841.25 |
850.75 |
-15.75 |
99 |
2,075 |
+55 |
Total Volume and Open Interest |
3,683 |
60,830 |
+8 |
Oats(CBOT) |
Jul11 |
110623 |
352.00 |
352.00 |
335.75 |
348.75 |
-3.25 |
488 |
3,356 |
-130 |
Sep11 |
110623 |
355.50 |
355.50 |
342.00 |
354.25 |
-4.75 |
122 |
3,293 |
+21 |
Dec11 |
110623 |
364.75 |
364.75 |
346.00 |
361.25 |
-3.75 |
693 |
5,942 |
+282 |
Mar12 |
110623 |
370.50 |
373.75 |
358.75 |
373.75 |
-3.25 |
10 |
53 |
+9 |
Total Volume and Open Interest |
1,313 |
12,673 |
+182 |
Rough Rice(CBOT) |
Jul11 |
110623 |
13.59 |
13.70 |
13.41 |
13.70 |
+0.10 |
903 |
5,827 |
-443 |
Sep11 |
110623 |
14.60 |
14.75 |
14.43 |
14.73 |
+0.11 |
843 |
8,120 |
+342 |
Nov11 |
110623 |
14.97 |
15.06 |
14.77 |
15.06 |
+0.11 |
518 |
4,107 |
+175 |
Jan12 |
110623 |
15.26 |
15.38 |
15.12 |
15.38 |
+0.11 |
20 |
317 |
+7 |
Total Volume and Open Interest |
2,381 |
18,761 |
+170 |
Live Cattle(CME) |
Jun11 |
110623 |
111.035 |
112.250 |
109.750 |
112.250 |
+0.965 |
2,762 |
5,824 |
-1,311 |
Aug11 |
110623 |
111.400 |
112.785 |
109.800 |
112.730 |
+1.030 |
23,602 |
140,601 |
-1,102 |
Oct11 |
110623 |
117.300 |
118.900 |
115.900 |
118.850 |
+0.965 |
9,521 |
79,250 |
+99 |
Dec11 |
110623 |
120.600 |
122.050 |
119.350 |
122.000 |
+0.750 |
6,696 |
59,838 |
+276 |
Feb12 |
110623 |
122.150 |
123.000 |
120.800 |
123.000 |
+0.200 |
3,052 |
20,826 |
+268 |
Apr12 |
110623 |
123.700 |
124.450 |
122.230 |
124.430 |
+0.045 |
1,368 |
9,763 |
+366 |
Total Volume and Open Interest |
47,502 |
320,098 |
-1,270 |
Feeder Cattle(CME) |
Aug11 |
110623 |
137.300 |
138.200 |
135.250 |
137.850 |
-0.150 |
4,193 |
20,894 |
+44 |
Sep11 |
110623 |
138.250 |
138.850 |
136.075 |
138.685 |
+0.285 |
970 |
6,085 |
+194 |
Oct11 |
110623 |
138.000 |
138.900 |
136.300 |
138.850 |
-0.050 |
927 |
4,774 |
+75 |
Nov11 |
110623 |
138.550 |
139.300 |
136.900 |
139.300 |
-0.100 |
807 |
2,745 |
+262 |
Jan12 |
110623 |
137.800 |
138.300 |
136.300 |
138.130 |
+0.180 |
145 |
1,270 |
+16 |
Mar12 |
110623 |
135.950 |
137.100 |
135.950 |
136.935 |
-0.640 |
36 |
174 |
+28 |
Apr12 |
110623 |
135.380 |
136.800 |
135.200 |
136.700 |
unch |
10 |
52 |
+7 |
Total Volume and Open Interest |
7,088 |
36,015 |
+626 |
Lean Hogs(CME) |
Jul11 |
110623 |
97.500 |
97.980 |
96.035 |
97.000 |
-1.285 |
9,793 |
19,596 |
-1,313 |
Aug11 |
110623 |
96.385 |
97.050 |
94.930 |
95.900 |
-1.430 |
16,187 |
79,474 |
+738 |
Oct11 |
110623 |
88.900 |
89.150 |
87.385 |
88.050 |
-1.650 |
7,657 |
49,834 |
+1,194 |
Dec11 |
110623 |
86.330 |
86.330 |
84.200 |
84.680 |
-1.820 |
4,428 |
41,226 |
+469 |
Feb12 |
110623 |
87.900 |
88.100 |
86.050 |
86.650 |
-1.735 |
1,963 |
15,771 |
+1,045 |
Apr12 |
110623 |
89.200 |
89.385 |
87.200 |
87.500 |
-2.400 |
596 |
6,812 |
+200 |
May12 |
110623 |
92.750 |
92.750 |
91.250 |
92.000 |
-1.500 |
38 |
432 |
+24 |
Jun12 |
110623 |
95.600 |
95.600 |
93.385 |
93.600 |
-2.100 |
372 |
4,559 |
+253 |
Total Volume and Open Interest |
41,268 |
219,550 |
+2,746 |
Class III Milk(CME) |
Jun11 |
110623 |
19.13 |
19.15 |
19.10 |
19.14 |
unch |
99 |
4,969 |
-57 |
Jul11 |
110623 |
19.87 |
19.92 |
19.65 |
19.85 |
-0.07 |
344 |
5,815 |
-75 |
Aug11 |
110623 |
19.10 |
19.12 |
18.73 |
18.77 |
-0.35 |
267 |
5,353 |
+133 |
Sep11 |
110623 |
18.41 |
18.41 |
18.10 |
18.20 |
-0.21 |
137 |
4,825 |
+23 |
Oct11 |
110623 |
17.77 |
17.77 |
17.45 |
17.55 |
-0.22 |
26 |
3,763 |
+6 |
Total Volume and Open Interest |
1,083 |
35,358 |
+128 |
Cocoa(ICE) |
Jul11 |
110623 |
3009 |
3009 |
2970 |
2986 |
-54 |
49 |
170 |
-34 |
Sep11 |
110623 |
3041 |
3069 |
2961 |
2987 |
-54 |
7,705 |
68,984 |
-131 |
Dec11 |
110623 |
3068 |
3091 |
2990 |
3013 |
-55 |
1,962 |
37,013 |
+279 |
Mar12 |
110623 |
3104 |
3114 |
3026 |
3048 |
-57 |
1,188 |
29,892 |
+42 |
May12 |
110623 |
3110 |
3110 |
3038 |
3048 |
-55 |
537 |
8,897 |
+199 |
Jul12 |
110623 |
3105 |
3105 |
3050 |
3050 |
-56 |
107 |
3,598 |
-29 |
Sep12 |
110623 |
3107 |
3107 |
3056 |
3056 |
-56 |
7 |
6,198 |
+4 |
Total Volume and Open Interest |
11,586 |
161,630 |
+338 |
Coffee "C"(ICE) |
Jul11 |
110623 |
244.15 |
250.70 |
239.65 |
247.70 |
+3.95 |
3,426 |
3,101 |
-1,954 |
Sep11 |
110623 |
246.30 |
251.80 |
241.45 |
248.70 |
+2.50 |
14,370 |
59,012 |
+87 |
Dec11 |
110623 |
251.15 |
255.55 |
245.80 |
252.95 |
+2.40 |
2,871 |
29,908 |
+107 |
Mar12 |
110623 |
254.80 |
259.25 |
249.65 |
256.75 |
+2.50 |
1,971 |
7,919 |
+662 |
May12 |
110623 |
258.55 |
258.85 |
252.00 |
258.85 |
+2.40 |
142 |
3,406 |
-4 |
Jul12 |
110623 |
259.15 |
259.85 |
253.00 |
259.85 |
+2.70 |
61 |
1,547 |
-4 |
Total Volume and Open Interest |
22,871 |
107,398 |
-1,091 |
Orange Juice(ICE) |
Jul11 |
110623 |
195.95 |
195.95 |
192.45 |
193.55 |
-0.65 |
2,109 |
6,719 |
-1,292 |
Sep11 |
110623 |
190.00 |
190.00 |
186.15 |
187.10 |
-0.65 |
4,842 |
22,646 |
+2,977 |
Nov11 |
110623 |
181.00 |
181.75 |
179.40 |
179.80 |
-1.20 |
528 |
5,704 |
+28 |
Jan12 |
110623 |
176.25 |
177.00 |
175.65 |
175.65 |
-1.50 |
373 |
1,106 |
+224 |
Mar12 |
110623 |
174.50 |
174.50 |
174.50 |
174.50 |
-1.30 |
83 |
255 |
+69 |
May12 |
110623 |
173.35 |
173.35 |
173.35 |
173.35 |
-0.85 |
42 |
167 |
+10 |
Total Volume and Open Interest |
8,012 |
36,696 |
+2,051 |
Sugar #11(ICE) |
Jul11 |
110623 |
27.20 |
27.65 |
25.69 |
27.58 |
+0.35 |
30,707 |
73,482 |
-9,584 |
Oct11 |
110623 |
25.88 |
26.14 |
24.30 |
26.08 |
+0.08 |
60,484 |
286,576 |
+4,397 |
Mar12 |
110623 |
25.40 |
25.53 |
23.94 |
25.50 |
+0.02 |
17,745 |
117,512 |
-21 |
May12 |
110623 |
24.71 |
24.81 |
23.39 |
24.80 |
-0.01 |
4,946 |
37,293 |
+452 |
Jul12 |
110623 |
24.20 |
24.34 |
23.01 |
24.27 |
-0.01 |
2,502 |
56,953 |
+176 |
Total Volume and Open Interest |
118,217 |
629,831 |
-4,485 |
London Cocoa(LCE) |
Jul11 |
110623 |
1889 |
1920 |
1859 |
1879 |
-5 |
3,341 |
54,952 |
-1,672 |
Sep11 |
110623 |
1908 |
1938 |
1872 |
1894 |
-7 |
7,001 |
47,383 |
+352 |
Dec11 |
110623 |
1929 |
1959 |
1895 |
1917 |
-7 |
1,997 |
36,923 |
+368 |
Mar12 |
110623 |
1958 |
1973 |
1916 |
1933 |
-6 |
1,739 |
40,436 |
+216 |
May12 |
110623 |
1970 |
1971 |
1928 |
1944 |
-6 |
343 |
10,416 |
+67 |
Jul12 |
110623 |
1985 |
1985 |
1953 |
1953 |
-7 |
12 |
5,083 |
+12 |
Sep12 |
110623 |
1980 |
1980 |
1950 |
1959 |
-9 |
0 |
3,231 |
+0 |
Total Volume and Open Interest |
14,433 |
206,416 |
-657 |
London Sugar(LCE) |
Aug11 |
110623 |
740.60 |
740.90 |
710.00 |
733.30 |
-6.60 |
4,166 |
20,928 |
-2,217 |
Oct11 |
110623 |
674.40 |
677.60 |
641.00 |
663.50 |
-8.70 |
1,505 |
14,946 |
+530 |
Dec11 |
110623 |
653.40 |
656.40 |
625.00 |
647.20 |
-6.20 |
252 |
5,590 |
+82 |
Mar12 |
110623 |
646.00 |
647.00 |
615.80 |
639.10 |
-6.70 |
577 |
5,945 |
+109 |
May12 |
110623 |
635.30 |
638.00 |
608.50 |
630.50 |
-3.60 |
90 |
2,443 |
+66 |
Total Volume and Open Interest |
6,592 |
52,600 |
-1,430 |
Cotton(ICE) |
Jul11 |
110623 |
162.00 |
166.70 |
162.00 |
164.55 |
+3.33 |
9,639 |
15,753 |
-4,870 |
Oct11 |
110623 |
127.21 |
129.04 |
125.00 |
125.00 |
-3.22 |
26 |
473 |
+16 |
Dec11 |
110623 |
120.77 |
123.02 |
118.69 |
119.40 |
-2.05 |
10,937 |
102,201 |
+848 |
Mar12 |
110623 |
113.30 |
115.79 |
111.53 |
111.59 |
-2.53 |
797 |
15,045 |
+76 |
May12 |
110623 |
108.00 |
112.00 |
106.88 |
106.90 |
-1.85 |
165 |
3,671 |
+63 |
Jul12 |
110623 |
104.35 |
107.03 |
103.33 |
103.35 |
-1.56 |
316 |
5,694 |
+86 |
Total Volume and Open Interest |
21,921 |
146,074 |
-3,772 |
Lumber(CME) |
Jul11 |
110623 |
235.1 |
236.1 |
228.2 |
234.0 |
-3.1 |
627 |
2,069 |
-296 |
Sep11 |
110623 |
246.6 |
246.6 |
240.5 |
245.8 |
-4.7 |
773 |
6,204 |
+40 |
Nov11 |
110623 |
254.5 |
255.0 |
250.0 |
253.1 |
-5.4 |
314 |
1,784 |
+58 |
Jan12 |
110623 |
273.1 |
281.1 |
271.0 |
274.8 |
-6.2 |
22 |
105 |
+15 |
Total Volume and Open Interest |
1,737 |
10,168 |
-183 |
Crude Oil(NYM) |
Aug11 |
110623 |
94.40 |
94.47 |
89.70 |
91.02 |
-4.39 |
323,911 |
345,510 |
+19,106 |
Sep11 |
110623 |
95.07 |
95.07 |
90.28 |
91.54 |
-4.38 |
52,766 |
157,402 |
+655 |
Oct11 |
110623 |
95.30 |
95.30 |
90.82 |
92.04 |
-4.31 |
21,236 |
71,000 |
+1,682 |
Nov11 |
110623 |
95.69 |
95.72 |
91.57 |
92.57 |
-4.21 |
12,127 |
58,414 |
+202 |
Dec11 |
110623 |
96.13 |
96.24 |
91.84 |
93.04 |
-4.11 |
42,849 |
189,983 |
+2,765 |
Jan12 |
110623 |
96.20 |
96.20 |
92.55 |
93.45 |
-4.04 |
5,432 |
50,374 |
+282 |
Feb12 |
110623 |
96.68 |
96.68 |
93.45 |
93.87 |
-3.95 |
3,264 |
23,686 |
-69 |
Mar12 |
110623 |
97.11 |
97.11 |
93.46 |
94.28 |
-3.85 |
3,035 |
31,450 |
+73 |
Apr12 |
110623 |
94.70 |
94.70 |
94.66 |
94.68 |
-3.75 |
2,155 |
18,612 |
+161 |
May12 |
110623 |
97.15 |
97.15 |
95.07 |
95.07 |
-3.64 |
2,109 |
18,347 |
-184 |
Jun12 |
110623 |
97.52 |
97.57 |
94.15 |
95.45 |
-3.52 |
9,723 |
74,599 |
-143 |
Jul12 |
110623 |
95.67 |
95.85 |
95.67 |
95.72 |
-3.43 |
1,465 |
30,294 |
-197 |
Aug12 |
110623 |
95.88 |
95.88 |
95.88 |
95.88 |
-3.34 |
630 |
12,263 |
-274 |
Sep12 |
110623 |
96.01 |
96.01 |
96.01 |
96.01 |
-3.26 |
645 |
14,941 |
-17 |
Oct12 |
110623 |
96.16 |
96.16 |
96.16 |
96.16 |
-3.18 |
129 |
10,265 |
+2 |
Nov12 |
110623 |
96.36 |
96.36 |
96.36 |
96.36 |
-3.08 |
112 |
24,169 |
-39 |
Total Volume and Open Interest |
511,345 |
1,524,334 |
-8,234 |
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 |
110623 |
94.400 |
94.450 |
89.700 |
91.025 |
-4.375 |
12,029 |
2,106 |
-154 |
Sep11 |
110623 |
94.625 |
94.775 |
90.300 |
91.550 |
-4.375 |
314 |
724 |
+140 |
Oct11 |
110623 |
94.550 |
94.550 |
91.625 |
92.050 |
-4.300 |
56 |
266 |
-3 |
Nov11 |
110623 |
92.500 |
93.450 |
92.500 |
92.575 |
-4.200 |
2 |
23 |
+2 |
Dec11 |
110623 |
96.000 |
96.000 |
93.050 |
93.050 |
-4.100 |
5 |
293 |
-2 |
Jan12 |
110623 |
93.450 |
93.450 |
93.450 |
93.450 |
-4.050 |
1 |
6 |
+0 |
Feb12 |
110623 |
93.875 |
93.875 |
93.875 |
93.875 |
-3.950 |
0 |
3 |
+0 |
Mar12 |
110623 |
94.825 |
94.825 |
94.275 |
94.275 |
-3.850 |
2 |
10 |
+2 |
Total Volume and Open Interest |
12,412 |
3,593 |
-16 |
Heating Oil(NYM) |
Jul11 |
110623 |
293.20 |
293.55 |
275.70 |
278.17 |
-17.32 |
45,919 |
48,509 |
-13,269 |
Aug11 |
110623 |
295.03 |
295.13 |
277.15 |
279.94 |
-17.15 |
58,819 |
80,092 |
+4,475 |
Sep11 |
110623 |
295.86 |
296.41 |
279.32 |
281.98 |
-16.97 |
16,891 |
44,489 |
-1,284 |
Oct11 |
110623 |
298.00 |
298.00 |
281.15 |
284.06 |
-16.77 |
10,478 |
20,010 |
+159 |
Nov11 |
110623 |
299.50 |
299.88 |
283.35 |
286.14 |
-16.62 |
7,013 |
20,680 |
+543 |
Dec11 |
110623 |
301.70 |
301.70 |
284.98 |
288.13 |
-16.41 |
14,679 |
35,511 |
+289 |
Jan12 |
110623 |
303.00 |
303.00 |
287.45 |
290.02 |
-16.21 |
3,234 |
17,529 |
-85 |
Feb12 |
110623 |
303.75 |
303.75 |
290.00 |
290.72 |
-15.98 |
788 |
7,395 |
+240 |
Mar12 |
110623 |
297.00 |
297.00 |
289.85 |
290.25 |
-15.67 |
679 |
6,067 |
+186 |
Apr12 |
110623 |
295.10 |
295.10 |
288.58 |
288.58 |
-15.44 |
144 |
2,475 |
+55 |
May12 |
110623 |
286.50 |
289.80 |
286.50 |
286.91 |
-15.21 |
79 |
2,460 |
+14 |
Jun12 |
110623 |
297.00 |
297.00 |
285.02 |
285.86 |
-15.11 |
2,003 |
20,849 |
+42 |
Total Volume and Open Interest |
161,939 |
319,215 |
-8,824 |
Gasoline(NYMEX) |
Jul11 |
110623 |
295.01 |
295.50 |
278.50 |
283.76 |
-13.57 |
29,247 |
42,051 |
+2,803 |
Aug11 |
110623 |
290.35 |
290.92 |
273.31 |
277.64 |
-15.24 |
39,444 |
66,763 |
+23 |
Sep11 |
110623 |
287.75 |
287.79 |
271.23 |
275.47 |
-15.28 |
13,648 |
43,373 |
-328 |
Oct11 |
110623 |
273.66 |
273.66 |
260.03 |
264.05 |
-14.81 |
5,817 |
25,434 |
+281 |
Nov11 |
110623 |
272.58 |
272.67 |
258.62 |
262.21 |
-14.55 |
3,114 |
15,140 |
-634 |
Dec11 |
110623 |
272.50 |
272.95 |
257.38 |
261.44 |
-14.21 |
4,468 |
28,540 |
-346 |
Jan12 |
110623 |
266.67 |
266.67 |
258.50 |
261.94 |
-14.12 |
1,135 |
6,839 |
+287 |
Feb12 |
110623 |
262.00 |
263.53 |
262.00 |
263.53 |
-13.97 |
255 |
4,418 |
+60 |
Mar12 |
110623 |
265.87 |
265.87 |
265.37 |
265.37 |
-13.85 |
54 |
5,024 |
-5 |
Apr12 |
110623 |
278.02 |
278.02 |
275.79 |
277.02 |
-13.80 |
154 |
4,034 |
-90 |
Total Volume and Open Interest |
97,915 |
257,509 |
+1,853 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110623 |
283.80 |
283.80 |
283.76 |
283.80 |
-13.50 |
0 |
3 |
+0 |
Aug11 |
110623 |
280.50 |
280.50 |
277.60 |
277.60 |
-15.30 |
0 |
2 |
+0 |
Sep11 |
110623 |
275.50 |
275.50 |
275.47 |
275.50 |
-15.30 |
|
|
|
Oct11 |
110623 |
264.10 |
264.10 |
264.05 |
264.10 |
-14.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Jul11 |
110623 |
4.301 |
4.335 |
4.154 |
4.193 |
-0.124 |
115,659 |
61,014 |
-21,332 |
Aug11 |
110623 |
4.333 |
4.370 |
4.186 |
4.217 |
-0.133 |
59,353 |
125,642 |
+5,709 |
Sep11 |
110623 |
4.364 |
4.395 |
4.212 |
4.243 |
-0.132 |
27,973 |
208,157 |
+6,537 |
Oct11 |
110623 |
4.400 |
4.435 |
4.255 |
4.287 |
-0.131 |
19,700 |
116,090 |
+1,975 |
Nov11 |
110623 |
4.541 |
4.550 |
4.398 |
4.424 |
-0.127 |
8,643 |
77,016 |
-600 |
Dec11 |
110623 |
4.740 |
4.763 |
4.593 |
4.615 |
-0.123 |
5,539 |
44,710 |
-77 |
Jan12 |
110623 |
4.850 |
4.858 |
4.697 |
4.720 |
-0.120 |
9,830 |
91,132 |
-342 |
Feb12 |
110623 |
4.829 |
4.831 |
4.693 |
4.714 |
-0.117 |
1,165 |
20,763 |
-49 |
Mar12 |
110623 |
4.778 |
4.778 |
4.639 |
4.657 |
-0.117 |
2,918 |
43,126 |
+287 |
Apr12 |
110623 |
4.640 |
4.660 |
4.511 |
4.528 |
-0.113 |
3,477 |
43,774 |
-656 |
May12 |
110623 |
4.649 |
4.679 |
4.535 |
4.552 |
-0.111 |
533 |
9,743 |
+82 |
Jun12 |
110623 |
4.687 |
4.709 |
4.568 |
4.586 |
-0.108 |
765 |
11,216 |
+69 |
Jul12 |
110623 |
4.735 |
4.754 |
4.615 |
4.634 |
-0.105 |
443 |
8,609 |
+117 |
Aug12 |
110623 |
4.750 |
4.783 |
4.644 |
4.663 |
-0.105 |
393 |
7,190 |
+200 |
Sep12 |
110623 |
4.757 |
4.793 |
4.656 |
4.674 |
-0.105 |
108 |
7,252 |
+6 |
Oct12 |
110623 |
4.822 |
4.834 |
4.698 |
4.716 |
-0.107 |
545 |
24,373 |
+70 |
Total Volume and Open Interest |
257,698 |
976,498 |
-7,942 |
Brent Crude Oil(ICE) |
Aug11 |
110623 |
113.19 |
113.40 |
105.72 |
107.26 |
-6.95 |
230,044 |
190,272 |
-14,755 |
Sep11 |
110623 |
112.79 |
112.93 |
105.65 |
107.13 |
-6.63 |
99,729 |
147,989 |
+797 |
Oct11 |
110623 |
112.42 |
112.62 |
105.69 |
107.22 |
-6.22 |
54,526 |
57,607 |
-3,476 |
Nov11 |
110623 |
112.22 |
112.40 |
105.72 |
107.32 |
-5.93 |
16,103 |
39,289 |
+490 |
Dec11 |
110623 |
112.05 |
112.21 |
105.70 |
107.37 |
-5.69 |
64,754 |
94,212 |
+454 |
Jan12 |
110623 |
112.00 |
112.00 |
105.96 |
107.37 |
-5.52 |
6,334 |
22,300 |
-433 |
Feb12 |
110623 |
111.65 |
111.65 |
105.74 |
107.34 |
-5.36 |
2,701 |
18,599 |
+245 |
Mar12 |
110623 |
111.49 |
111.49 |
105.72 |
107.29 |
-5.23 |
3,234 |
34,003 |
+197 |
Apr12 |
110623 |
110.49 |
110.49 |
106.14 |
107.22 |
-5.10 |
953 |
9,527 |
+10 |
May12 |
110623 |
107.13 |
107.13 |
107.13 |
107.13 |
-4.99 |
993 |
5,666 |
+80 |
Jun12 |
110623 |
110.91 |
110.91 |
105.47 |
107.03 |
-4.88 |
8,231 |
41,263 |
+1,106 |
Jul12 |
110623 |
106.95 |
106.95 |
106.95 |
106.95 |
-4.79 |
900 |
7,043 |
+449 |
Aug12 |
110623 |
106.86 |
106.86 |
106.86 |
106.86 |
-4.71 |
151 |
4,576 |
+26 |
Sep12 |
110623 |
106.74 |
106.74 |
106.74 |
106.74 |
-4.64 |
24 |
5,360 |
+0 |
Total Volume and Open Interest |
517,915 |
814,890 |
-10,538 |
Gas Oil(ICE) |
Jul11 |
110623 |
927.75 |
927.75 |
871.75 |
889.00 |
-37.50 |
72,804 |
91,059 |
-9,218 |
Aug11 |
110623 |
932.25 |
932.25 |
875.75 |
893.25 |
-37.75 |
76,384 |
119,663 |
+6,044 |
Sep11 |
110623 |
933.00 |
933.25 |
880.25 |
897.25 |
-37.75 |
25,034 |
64,785 |
-760 |
Oct11 |
110623 |
936.00 |
936.00 |
884.50 |
900.75 |
-37.25 |
6,959 |
32,837 |
+705 |
Nov11 |
110623 |
938.00 |
938.00 |
887.00 |
903.00 |
-36.75 |
5,059 |
28,766 |
+762 |
Dec11 |
110623 |
939.75 |
940.75 |
888.50 |
905.50 |
-36.50 |
23,180 |
67,796 |
+856 |
Jan12 |
110623 |
939.50 |
939.50 |
898.00 |
908.75 |
-36.25 |
3,556 |
26,958 |
-1,495 |
Feb12 |
110623 |
937.50 |
937.50 |
899.50 |
910.25 |
-36.00 |
1,571 |
10,865 |
+172 |
Mar12 |
110623 |
944.50 |
944.50 |
900.00 |
910.75 |
-35.75 |
1,659 |
10,848 |
+28 |
Apr12 |
110623 |
943.75 |
943.75 |
910.50 |
910.50 |
-35.25 |
689 |
6,292 |
+287 |
Total Volume and Open Interest |
222,818 |
560,177 |
-2,800 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110623 |
2.561 |
2.652 |
2.553 |
2.647 |
-0.011 |
306 |
498 |
-171 |
Aug11 |
110623 |
2.556 |
2.620 |
2.528 |
2.618 |
-0.008 |
380 |
1,172 |
-40 |
Sep11 |
110623 |
2.490 |
2.573 |
2.485 |
2.569 |
-0.006 |
415 |
1,588 |
+105 |
Oct11 |
110623 |
2.405 |
2.469 |
2.395 |
2.466 |
-0.009 |
138 |
1,295 |
+9 |
Nov11 |
110623 |
2.340 |
2.404 |
2.340 |
2.401 |
-0.009 |
67 |
997 |
+15 |
Dec11 |
110623 |
2.335 |
2.380 |
2.320 |
2.377 |
-0.012 |
67 |
1,327 |
-19 |
Jan12 |
110623 |
2.300 |
2.344 |
2.290 |
2.342 |
-0.018 |
34 |
667 |
+1 |
Total Volume and Open Interest |
1,519 |
9,318 |
-41 |
WTI Crude Oil(ICE |
Aug11 |
110623 |
94.27 |
94.35 |
89.70 |
91.02 |
-4.39 |
85,125 |
79,944 |
+3,286 |
Sep11 |
110623 |
94.68 |
94.84 |
90.29 |
91.54 |
-4.38 |
20,552 |
45,941 |
+129 |
Oct11 |
110623 |
95.09 |
95.22 |
90.94 |
92.04 |
-4.31 |
11,213 |
25,820 |
+1,135 |
Nov11 |
110623 |
95.23 |
95.32 |
91.36 |
92.57 |
-4.21 |
6,965 |
22,181 |
+436 |
Dec11 |
110623 |
96.05 |
96.05 |
91.81 |
93.04 |
-4.11 |
21,576 |
83,662 |
+457 |
Jan12 |
110623 |
95.77 |
95.77 |
92.26 |
93.45 |
-4.04 |
2,197 |
16,079 |
+400 |
Feb12 |
110623 |
96.00 |
96.06 |
92.67 |
93.87 |
-3.95 |
737 |
4,576 |
+108 |
Mar12 |
110623 |
96.24 |
96.38 |
93.07 |
94.28 |
-3.85 |
975 |
12,665 |
+111 |
Apr12 |
110623 |
94.79 |
94.89 |
94.68 |
94.68 |
-3.75 |
505 |
4,498 |
+140 |
May12 |
110623 |
95.07 |
95.07 |
95.07 |
95.07 |
-3.64 |
360 |
2,960 |
-4 |
Jun12 |
110623 |
95.21 |
95.85 |
94.79 |
95.45 |
-3.52 |
1,964 |
28,192 |
+107 |
Jul12 |
110623 |
95.72 |
95.72 |
95.72 |
95.72 |
-3.43 |
137 |
4,113 |
-29 |
Aug12 |
110623 |
95.45 |
95.88 |
95.45 |
95.88 |
-3.34 |
3 |
947 |
+0 |
Sep12 |
110623 |
96.01 |
96.01 |
96.01 |
96.01 |
-3.26 |
0 |
4,494 |
+0 |
Oct12 |
110623 |
96.16 |
96.16 |
96.16 |
96.16 |
-3.18 |
0 |
511 |
+0 |
Nov12 |
110623 |
96.36 |
96.36 |
96.36 |
96.36 |
-3.08 |
5 |
1,612 |
+0 |
Total Volume and Open Interest |
162,439 |
447,616 |
+5,441 |
US Dollar Index(ICE) |
Sep11 |
110623 |
75.350 |
76.250 |
75.350 |
75.905 |
+0.717 |
27,038 |
45,763 |
-353 |
Dec11 |
110623 |
76.600 |
76.600 |
76.345 |
76.345 |
+0.702 |
1 |
515 |
-1 |
Mar12 |
110623 |
76.845 |
76.845 |
76.845 |
76.845 |
+0.702 |
0 |
1 |
+0 |
Total Volume and Open Interest |
27,039 |
46,279 |
-354 |
Australian Dollar(CME) |
Sep11 |
110623 |
104.57 |
104.74 |
103.41 |
103.85 |
-0.89 |
82,339 |
99,899 |
+2,684 |
Dec11 |
110623 |
103.20 |
103.56 |
102.40 |
102.71 |
-0.85 |
33 |
177 |
+25 |
Mar12 |
110623 |
101.50 |
102.41 |
101.50 |
101.59 |
-0.82 |
|
|
|
Total Volume and Open Interest |
82,372 |
100,079 |
+2,709 |
British Pound(CME) |
Sep11 |
110623 |
160.57 |
160.62 |
159.22 |
159.80 |
-0.82 |
75,919 |
92,688 |
-1,711 |
Dec11 |
110623 |
160.00 |
160.44 |
159.15 |
159.64 |
-0.80 |
0 |
128 |
+0 |
Mar12 |
110623 |
159.47 |
160.25 |
159.47 |
159.47 |
-0.78 |
0 |
2 |
+0 |
Total Volume and Open Interest |
75,919 |
92,824 |
-1,711 |
Canadian Dollar(CME) |
Sep11 |
110623 |
102.50 |
102.73 |
101.58 |
101.85 |
-0.82 |
85,569 |
83,220 |
-4,243 |
Dec11 |
110623 |
102.16 |
102.45 |
101.40 |
101.66 |
-0.79 |
155 |
3,777 |
-26 |
Mar12 |
110623 |
101.28 |
102.21 |
101.28 |
101.42 |
-0.79 |
9 |
529 |
-1 |
Jun12 |
110623 |
101.17 |
101.94 |
101.17 |
101.17 |
-0.77 |
0 |
250 |
+0 |
Total Volume and Open Interest |
85,733 |
87,905 |
-4,270 |
Japanese Yen(CME) |
Sep11 |
110623 |
124.59 |
124.60 |
123.82 |
124.18 |
-0.40 |
63,954 |
98,628 |
+2,111 |
Dec11 |
110623 |
124.11 |
124.69 |
124.11 |
124.30 |
-0.39 |
8 |
384 |
-5 |
Mar12 |
110623 |
124.47 |
124.84 |
124.47 |
124.47 |
-0.37 |
0 |
42 |
+0 |
Total Volume and Open Interest |
63,972 |
99,071 |
+2,116 |
Swiss Franc(CME) |
Sep11 |
110623 |
119.20 |
119.63 |
118.55 |
119.36 |
+0.10 |
28,845 |
51,130 |
-1,208 |
Dec11 |
110623 |
118.70 |
119.59 |
118.70 |
119.49 |
+0.12 |
16 |
170 |
-1 |
Mar12 |
110623 |
119.62 |
119.62 |
119.49 |
119.62 |
+0.13 |
0 |
1 |
+0 |
Total Volume and Open Interest |
28,861 |
51,304 |
-1,209 |
EuroFX(CME) |
Sep11 |
110623 |
143.03 |
143.04 |
140.93 |
141.82 |
-1.56 |
259,111 |
187,603 |
+763 |
Dec11 |
110623 |
142.43 |
142.99 |
140.67 |
141.48 |
-1.51 |
358 |
395 |
-1 |
Mar12 |
110623 |
141.13 |
142.60 |
141.13 |
141.13 |
-1.47 |
1 |
361 |
+0 |
Total Volume and Open Interest |
259,470 |
189,190 |
+762 |
Mexican Peso(CME) |
Jul11 |
110623 |
841.2 |
848.5 |
841.2 |
841.2 |
-7.2 |
|
|
|
Aug11 |
110623 |
839.2 |
846.5 |
839.2 |
839.2 |
-7.2 |
|
|
|
Total Volume and Open Interest |
28,545 |
98,383 |
-4,105 |
30-Year T-Bonds(CBOT) |
Sep11 |
110623 |
125~170 |
126~220 |
125~170 |
126~140 |
+1~020 |
295,638 |
645,452 |
+2,745 |
Dec11 |
110623 |
124~240 |
125~000 |
123~300 |
125~000 |
+1~020 |
1 |
45 |
+0 |
Mar12 |
110623 |
123~180 |
123~180 |
122~160 |
123~180 |
+1~020 |
|
|
|
Total Volume and Open Interest |
295,639 |
645,497 |
-6,186 |
10-Year T-Notes(CBOT) |
Sep11 |
110623 |
123~255 |
124~185 |
123~235 |
124~110 |
+0~220 |
1,064,595 |
1,843,216 |
+196 |
Dec11 |
110623 |
122~315 |
123~005 |
122~085 |
122~310 |
+0~225 |
2 |
248 |
+0 |
Mar12 |
110623 |
121~310 |
121~310 |
121~085 |
121~310 |
+0~225 |
|
|
|
Total Volume and Open Interest |
1,064,597 |
1,843,464 |
-15,701 |
5-Year T-Notes(CBOT) |
Jun11 |
110613 |
120~120 |
121~001 |
120~087 |
120~108 |
+0~072 |
272,931 |
205,061 |
-65,504 |
Sep11 |
110623 |
119~127 |
120~073 |
119~126 |
120~056 |
+0~062 |
646,979 |
1,675,788 |
+52,415 |
Dec11 |
110623 |
119~040 |
119~040 |
118~106 |
119~040 |
+0~062 |
0 |
3 |
+0 |
Total Volume and Open Interest |
651,600 |
1,699,982 |
+50,750 |
2 Year T-Notes(CBOT) |
Jun11 |
110623 |
110~009 |
110~013 |
110~006 |
110~012 |
+0~006 |
5,312 |
16,240 |
-2,905 |
Sep11 |
110623 |
109~105 |
109~116 |
109~105 |
109~112 |
+0~007 |
176,732 |
1,033,703 |
+19,761 |
Dec11 |
110623 |
109~084 |
109~084 |
109~077 |
109~084 |
+0~007 |
0 |
21 |
+0 |
Total Volume and Open Interest |
182,044 |
1,049,964 |
+16,856 |
Eurodollars(CME) |
Sep11 |
110623 |
99.630 |
99.635 |
99.580 |
99.605 |
-0.025 |
301,712 |
1,249,378 |
+14,455 |
Dec11 |
110623 |
99.560 |
99.565 |
99.520 |
99.535 |
-0.020 |
201,692 |
1,422,476 |
-17,735 |
Mar12 |
110623 |
99.505 |
99.510 |
99.480 |
99.490 |
-0.010 |
173,380 |
1,608,134 |
-8,867 |
Jun12 |
110623 |
99.415 |
99.430 |
99.410 |
99.420 |
+0.010 |
148,606 |
1,446,983 |
-2,034 |
Sep12 |
110623 |
99.260 |
99.305 |
99.260 |
99.290 |
+0.025 |
174,751 |
949,118 |
+7,158 |
Dec12 |
110623 |
99.050 |
99.130 |
99.050 |
99.110 |
+0.050 |
172,505 |
688,297 |
+6,358 |
Mar13 |
110623 |
98.845 |
98.955 |
98.845 |
98.930 |
+0.080 |
148,569 |
512,996 |
+8,369 |
Jun13 |
110623 |
98.625 |
98.745 |
98.620 |
98.715 |
+0.100 |
151,206 |
342,975 |
+19,023 |
Sep13 |
110623 |
98.385 |
98.510 |
98.380 |
98.480 |
+0.110 |
103,758 |
324,753 |
+15,859 |
Dec13 |
110623 |
98.120 |
98.250 |
98.120 |
98.225 |
+0.120 |
80,723 |
258,767 |
+10,133 |
Mar14 |
110623 |
97.870 |
98.005 |
97.870 |
97.980 |
+0.130 |
51,210 |
225,595 |
+3,569 |
Jun14 |
110623 |
97.625 |
97.755 |
97.615 |
97.725 |
+0.130 |
48,009 |
166,361 |
+1,646 |
Sep14 |
110623 |
97.370 |
97.505 |
97.370 |
97.475 |
+0.125 |
15,510 |
91,959 |
+359 |
Dec14 |
110623 |
97.110 |
97.245 |
97.110 |
97.220 |
+0.125 |
17,226 |
83,595 |
+1,954 |
Mar15 |
110623 |
96.900 |
97.020 |
96.895 |
97.000 |
+0.125 |
11,422 |
78,760 |
+963 |
Jun15 |
110623 |
4.935 |
5.045 |
4.925 |
5.025 |
+0.120 |
13,490 |
62,557 |
+1,307 |
Sep15 |
110623 |
4.715 |
4.835 |
4.710 |
4.810 |
+0.115 |
7,375 |
55,698 |
+582 |
Dec15 |
110623 |
4.505 |
4.630 |
4.505 |
4.605 |
+0.115 |
7,694 |
49,392 |
+631 |
Total Volume and Open Interest |
1,870,155 |
9,901,104 |
+67,066 |
30 Day Federal Funds(CBOT) |
Jun11 |
110623 |
99.902 |
99.905 |
99.902 |
99.902 |
unch |
7,195 |
61,639 |
+117 |
Jul11 |
110623 |
99.900 |
99.905 |
99.895 |
99.900 |
+0.005 |
3,361 |
59,207 |
+822 |
Aug11 |
110623 |
99.875 |
99.885 |
99.875 |
99.880 |
+0.005 |
2,251 |
54,924 |
+840 |
Sep11 |
110623 |
99.860 |
99.870 |
99.860 |
99.865 |
+0.005 |
2,185 |
43,098 |
-561 |
Oct11 |
110623 |
99.850 |
99.860 |
99.850 |
99.855 |
+0.005 |
5,881 |
51,939 |
-390 |
Nov11 |
110623 |
99.835 |
99.850 |
99.835 |
99.845 |
+0.010 |
5,487 |
49,608 |
-1,300 |
Total Volume and Open Interest |
51,095 |
758,735 |
+1,502 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110613 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110623 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110623 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110623 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.002 |
|
|
|
Sep12 |
110623 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110623 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Mar13 |
110623 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Jun13 |
110623 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Sep13 |
110623 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Dec13 |
110623 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
127 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110623 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,251 |
+0 |
Dec11 |
110623 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110623 |
99.66 |
99.66 |
99.65 |
99.65 |
unch |
651 |
1,823 |
-305 |
Jun12 |
110623 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,554 |
+0 |
Sep12 |
110623 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110623 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
24 |
+0 |
Mar13 |
110623 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1 |
+0 |
Jun13 |
110623 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
651 |
6,456 |
-305 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110623 |
141.24 |
141.30 |
141.20 |
141.30 |
+0.08 |
1,441 |
23,666 |
+2,513 |
Dec11 |
110623 |
140.50 |
140.50 |
140.50 |
140.50 |
+1.20 |
0 |
1 |
+0 |
Mar12 |
110623 |
138.41 |
138.41 |
138.41 |
138.41 |
+1.20 |
|
|
|
Total Volume and Open Interest |
1,441 |
23,667 |
-90 |
Euro-Bund(EUREX) |
Sep11 |
110621 |
126.06 |
126.24 |
125.73 |
125.89 |
-0.26 |
1,149,191 |
1,018,149 |
-78,041 |
Dec11 |
110623 |
125.17 |
125.92 |
125.17 |
125.92 |
+0.93 |
10 |
235 |
+1 |
Mar12 |
110623 |
125.90 |
125.90 |
125.90 |
125.90 |
+0.98 |
|
|
|
Total Volume and Open Interest |
859,772 |
980,206 |
-37,047 |
Euro-Bobl(EUREX) |
Sep11 |
110623 |
117.20 |
118.05 |
117.20 |
117.99 |
+0.75 |
544,050 |
781,438 |
-68,672 |
Dec11 |
110623 |
116.80 |
117.03 |
116.77 |
117.03 |
+0.73 |
151 |
654 |
+130 |
Mar12 |
110623 |
117.04 |
117.04 |
117.04 |
117.04 |
+0.75 |
|
|
|
Total Volume and Open Interest |
544,201 |
782,092 |
-17,060 |
3-Mth Euribor(EUREX) |
Jun11 |
110613 |
98.530 |
98.530 |
98.530 |
98.530 |
+0.005 |
299 |
4,770 |
+0 |
Sep11 |
110623 |
98.310 |
98.320 |
98.310 |
98.320 |
+0.025 |
324 |
2,599 |
+71 |
Dec11 |
110623 |
98.230 |
98.240 |
98.230 |
98.240 |
+0.065 |
1 |
1,348 |
+1 |
Total Volume and Open Interest |
325 |
6,981 |
+72 |
Long Gilt(LIFFE) |
Jun11 |
110623 |
123~01 |
123~19 |
123~01 |
123~19 |
+0~18 |
143 |
11,348 |
-747 |
Sep11 |
110623 |
121~25 |
122~13 |
121~21 |
122~11 |
+0~18 |
108,585 |
350,471 |
+7,686 |
Total Volume and Open Interest |
108,728 |
361,819 |
+6,939 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110623 |
99.12 |
99.13 |
99.09 |
99.10 |
-0.03 |
26,004 |
463,228 |
+166 |
Dec11 |
110623 |
99.06 |
99.07 |
99.04 |
99.05 |
-0.01 |
45,429 |
446,575 |
-4,100 |
Mar12 |
110623 |
98.99 |
99.00 |
98.96 |
98.98 |
unch |
53,458 |
458,706 |
+10,095 |
Jun12 |
110623 |
98.90 |
98.91 |
98.87 |
98.89 |
+0.01 |
35,113 |
314,437 |
+5,924 |
Sep12 |
110623 |
98.77 |
98.80 |
98.75 |
98.77 |
+0.02 |
29,913 |
289,345 |
+93 |
Dec12 |
110623 |
98.60 |
98.64 |
98.59 |
98.60 |
+0.03 |
38,895 |
246,057 |
+8,686 |
Total Volume and Open Interest |
283,827 |
2,573,656 |
+18,941 |
3-Mth Euribor(LIFFE) |
Sep11 |
110623 |
98.290 |
98.325 |
98.250 |
98.320 |
+0.025 |
156,024 |
772,337 |
+18,129 |
Dec11 |
110623 |
98.175 |
98.255 |
98.140 |
98.240 |
+0.065 |
123,432 |
557,014 |
+10,344 |
Mar12 |
110623 |
98.120 |
98.225 |
98.115 |
98.210 |
+0.090 |
105,711 |
543,853 |
-2,206 |
Total Volume and Open Interest |
764,272 |
3,483,408 |
+38,723 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110623 |
95.10 |
95.13 |
95.09 |
95.12 |
+0.02 |
39,951 |
261,445 |
-8,970 |
Dec11 |
110623 |
95.09 |
95.12 |
95.08 |
95.12 |
+0.03 |
38,589 |
227,878 |
+5,834 |
Mar12 |
110623 |
95.06 |
95.09 |
95.05 |
95.09 |
+0.04 |
12,337 |
120,270 |
-1,364 |
Jun12 |
110623 |
95.02 |
95.07 |
95.02 |
95.06 |
+0.03 |
6,279 |
81,160 |
-2,647 |
Sep12 |
110623 |
95.02 |
95.04 |
95.01 |
95.04 |
+0.03 |
3,880 |
52,717 |
-24 |
Dec12 |
110623 |
95.00 |
95.02 |
94.99 |
95.01 |
+0.03 |
2,808 |
37,190 |
+233 |
Mar13 |
110623 |
94.98 |
95.00 |
94.97 |
94.99 |
+0.03 |
2,889 |
27,035 |
+1,240 |
Jun13 |
110623 |
94.94 |
94.95 |
94.92 |
94.94 |
+0.03 |
3,456 |
9,228 |
+2,348 |
Sep13 |
110623 |
94.88 |
94.90 |
94.86 |
94.90 |
+0.03 |
143 |
1,930 |
+117 |
Dec13 |
110623 |
94.85 |
94.86 |
94.82 |
94.86 |
+0.04 |
210 |
1,400 |
+104 |
Total Volume and Open Interest |
110,652 |
820,370 |
-3,019 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110623 |
94.89 |
94.92 |
94.87 |
94.90 |
+0.02 |
49,587 |
394,458 |
-4,537 |
Dec11 |
110623 |
94.90 |
94.90 |
94.90 |
94.90 |
+0.02 |
|
|
|
Total Volume and Open Interest |
49,587 |
394,458 |
-4,537 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110623 |
95.31 |
95.35 |
95.29 |
95.33 |
-0.01 |
273,125 |
640,933 |
+19,721 |
Dec11 |
110623 |
95.33 |
95.33 |
95.33 |
95.33 |
+0.03 |
|
|
|
Total Volume and Open Interest |
132,270 |
581,759 |
-59,174 |
Gold(CMX) |
Jun11 |
110623 |
1547.2 |
1547.2 |
1514.7 |
1520.1 |
-32.8 |
125 |
827 |
-58 |
Aug11 |
110623 |
1548.5 |
1549.6 |
1511.5 |
1520.5 |
-32.9 |
95,541 |
342,491 |
+2,391 |
Oct11 |
110623 |
1550.1 |
1550.1 |
1515.0 |
1521.5 |
-33.0 |
593 |
11,948 |
+46 |
Dec11 |
110623 |
1550.7 |
1551.4 |
1514.1 |
1522.6 |
-33.0 |
5,744 |
69,364 |
-1,099 |
Feb12 |
110623 |
1551.0 |
1552.4 |
1520.0 |
1524.0 |
-32.9 |
169 |
9,224 |
+24 |
Apr12 |
110623 |
1553.9 |
1553.9 |
1519.6 |
1525.5 |
-32.9 |
95 |
6,359 |
-65 |
Jun12 |
110623 |
1551.1 |
1551.1 |
1523.5 |
1526.9 |
-33.0 |
15 |
13,267 |
-9 |
Aug12 |
110623 |
1556.1 |
1556.1 |
1527.7 |
1528.8 |
-33.1 |
2 |
4,511 |
+2 |
Oct12 |
110623 |
1530.7 |
1530.7 |
1530.7 |
1530.7 |
-33.2 |
0 |
4,099 |
+0 |
Dec12 |
110623 |
1533.0 |
1533.0 |
1533.0 |
1533.0 |
-33.3 |
14 |
12,528 |
+9 |
Feb13 |
110623 |
1556.5 |
1556.5 |
1534.0 |
1535.6 |
-33.5 |
0 |
584 |
+0 |
Apr13 |
110623 |
1538.9 |
1538.9 |
1538.9 |
1538.9 |
-33.6 |
0 |
201 |
+0 |
Total Volume and Open Interest |
103,490 |
515,016 |
+1,416 |
Silver(CMX) |
Jul11 |
110623 |
3633.5 |
3636.0 |
3463.0 |
3500.2 |
-173.7 |
56,779 |
33,656 |
-1,167 |
Sep11 |
110623 |
3633.0 |
3635.5 |
3466.0 |
3501.6 |
-173.8 |
12,140 |
35,715 |
+2,456 |
Dec11 |
110623 |
3632.0 |
3636.0 |
3470.0 |
3503.2 |
-173.9 |
5,379 |
24,141 |
+1,386 |
Mar12 |
110623 |
3619.0 |
3619.0 |
3501.1 |
3501.1 |
-173.9 |
121 |
4,805 |
+53 |
May12 |
110623 |
3485.0 |
3505.5 |
3484.0 |
3498.4 |
-173.9 |
3 |
1,304 |
-2 |
Jul12 |
110623 |
3620.0 |
3629.0 |
3495.9 |
3495.9 |
-173.9 |
4 |
1,795 |
+2 |
Sep12 |
110623 |
3493.4 |
3493.4 |
3493.4 |
3493.4 |
-173.9 |
3 |
210 |
+3 |
Total Volume and Open Interest |
74,604 |
120,238 |
+2,735 |
Platinum(NYMEX) |
Jul11 |
110623 |
1745.0 |
1747.5 |
1689.2 |
1694.5 |
-57.9 |
7,020 |
16,099 |
-2,297 |
Oct11 |
110623 |
1750.7 |
1750.7 |
1692.4 |
1697.5 |
-58.2 |
4,166 |
18,916 |
+2,574 |
Jan12 |
110623 |
1732.2 |
1732.2 |
1700.0 |
1701.0 |
-57.7 |
119 |
570 |
+108 |
Apr12 |
110623 |
1703.5 |
1703.5 |
1703.5 |
1703.5 |
-57.7 |
0 |
70 |
+0 |
Total Volume and Open Interest |
11,306 |
35,659 |
+385 |
Palladium(NYMEX) |
Jun11 |
110623 |
742.00 |
742.00 |
741.55 |
741.55 |
-27.30 |
29 |
283 |
-36 |
Sep11 |
110623 |
766.00 |
766.35 |
741.00 |
743.35 |
-27.30 |
3,994 |
19,233 |
+369 |
Dec11 |
110623 |
763.00 |
763.75 |
744.00 |
744.50 |
-27.30 |
11 |
689 |
-1 |
Total Volume and Open Interest |
4,047 |
20,244 |
+345 |
Copper(CMX) |
Jul11 |
110623 |
405.65 |
407.75 |
401.50 |
403.90 |
-4.90 |
34,444 |
29,155 |
-1,990 |
Sep11 |
110623 |
407.50 |
409.45 |
403.35 |
405.65 |
-5.05 |
12,978 |
62,393 |
+1,222 |
Dec11 |
110623 |
408.80 |
410.00 |
405.35 |
407.45 |
-5.00 |
2,305 |
25,784 |
+726 |
Mar12 |
110623 |
406.90 |
409.00 |
406.55 |
408.45 |
-4.95 |
473 |
8,654 |
+72 |
May12 |
110623 |
408.00 |
408.60 |
408.00 |
408.60 |
-4.90 |
40 |
1,620 |
-4 |
Total Volume and Open Interest |
51,347 |
133,849 |
+444 |
DJIA Index(CBOT) |
Sep11 |
110623 |
12023 |
12023 |
11805 |
11976 |
-47 |
464 |
7,406 |
-68 |
Dec11 |
110623 |
11908 |
11953 |
11908 |
11908 |
-45 |
0 |
85 |
+0 |
Mar12 |
110623 |
11849 |
11894 |
11849 |
11849 |
-45 |
|
|
|
Jun12 |
110623 |
11782 |
11827 |
11782 |
11782 |
-45 |
|
|
|
Total Volume and Open Interest |
464 |
7,491 |
-68 |
Mini DJIA Index(CBOT) |
Jun11 |
110617 |
11968 |
12078 |
11927 |
12047 |
+80 |
34,294 |
49,515 |
-5,412 |
Sep11 |
110623 |
12029 |
12032 |
11803 |
11976 |
-47 |
113,211 |
82,236 |
+1,742 |
Dec11 |
110623 |
11927 |
11927 |
11800 |
11908 |
-45 |
81 |
327 |
+27 |
Mar12 |
110623 |
11849 |
11849 |
11849 |
11849 |
-45 |
0 |
10 |
+0 |
Total Volume and Open Interest |
113,292 |
82,573 |
+1,769 |
S & P 500(CME) |
Sep11 |
110623 |
1279.90 |
1280.80 |
1257.00 |
1277.00 |
-2.80 |
14,553 |
253,499 |
-386 |
Dec11 |
110623 |
1271.70 |
1271.70 |
1254.40 |
1271.70 |
-2.70 |
1 |
10,472 |
-1 |
Mar12 |
110623 |
1266.20 |
1266.20 |
1248.90 |
1266.20 |
-2.70 |
0 |
4 |
+0 |
Jun12 |
110623 |
1261.20 |
1261.20 |
1243.90 |
1261.20 |
-2.70 |
0 |
5 |
+0 |
Total Volume and Open Interest |
14,554 |
263,980 |
-387 |
S & P 500 E-Mini(Globex) |
Sep11 |
110623 |
1280.00 |
1280.75 |
1257.00 |
1277.00 |
-2.75 |
2,075,568 |
2,531,071 |
-9,102 |
Dec11 |
110623 |
1274.25 |
1274.25 |
1252.25 |
1271.75 |
-2.75 |
303 |
6,847 |
-6 |
Total Volume and Open Interest |
2,075,872 |
2,537,969 |
-9,109 |
NASDAQ 100(CME) |
Sep11 |
110623 |
2228.00 |
2252.50 |
2200.00 |
2237.50 |
+8.00 |
1,503 |
7,843 |
+817 |
Dec11 |
110623 |
2233.50 |
2245.00 |
2215.00 |
2233.50 |
+8.00 |
0 |
2 |
+0 |
Mar12 |
110623 |
2231.00 |
2233.00 |
2231.00 |
2231.00 |
+8.00 |
|
|
|
Total Volume and Open Interest |
1,503 |
7,845 |
+817 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110623 |
2229.00 |
2253.50 |
2199.50 |
2237.50 |
+8.00 |
339,993 |
287,392 |
+10,517 |
Dec11 |
110623 |
2217.50 |
2249.30 |
2196.50 |
2233.50 |
+8.00 |
77 |
41 |
-34 |
Total Volume and Open Interest |
340,070 |
287,433 |
+10,483 |
S & P Midcap 400(CME) |
Sep11 |
110623 |
949.70 |
958.00 |
930.00 |
949.70 |
+0.50 |
128 |
766 |
+128 |
Dec11 |
110623 |
948.70 |
948.70 |
948.20 |
948.70 |
+0.50 |
|
|
|
Mar12 |
110623 |
946.70 |
946.70 |
946.20 |
946.70 |
+0.50 |
|
|
|
Total Volume and Open Interest |
128 |
766 |
+128 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110623 |
9580 |
9650 |
9505 |
9590 |
+10 |
7,988 |
28,717 |
+620 |
Dec11 |
110623 |
9565 |
9565 |
9555 |
9565 |
+10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,988 |
28,718 |
+620 |
Nikkei 225(SGX) |
Sep11 |
110623 |
9590 |
9650 |
9545 |
9600 |
-10 |
81,130 |
165,373 |
-4,199 |
Dec11 |
110623 |
9525 |
9545 |
9520 |
9545 |
-10 |
0 |
7,295 |
-2 |
Mar12 |
110623 |
9535 |
9535 |
9535 |
9535 |
-15 |
0 |
10 |
+0 |
Total Volume and Open Interest |
81,231 |
185,785 |
-4,195 |
CAC 40(EURONEXT) |
Jul11 |
110623 |
3843.0 |
3851.0 |
3769.5 |
3785.0 |
-84.0 |
126,390 |
317,784 |
+12,350 |
Aug11 |
110623 |
3846.5 |
3849.5 |
3779.5 |
3790.0 |
-84.0 |
14 |
23 |
+2 |
Sep11 |
110623 |
3846.5 |
3856.0 |
3780.0 |
3791.0 |
-84.0 |
383 |
19,538 |
-30 |
Total Volume and Open Interest |
126,787 |
337,375 |
+12,322 |
Hang Seng Index(HKFE) |
Jun11 |
110623 |
21777 |
21919 |
21616 |
21684 |
-148 |
73,767 |
95,257 |
+525 |
Jul11 |
110623 |
21776 |
21922 |
21628 |
21692 |
-143 |
2,713 |
6,747 |
+1,437 |
Total Volume and Open Interest |
77,057 |
107,683 |
+2,057 |
DAX(EUREX) |
Jun11 |
110617 |
7076.5 |
7203.5 |
7036.0 |
7203.5 |
+96.5 |
251,111 |
90,589 |
-25,846 |
Sep11 |
110623 |
7261.5 |
7275.5 |
7143.0 |
7171.0 |
-140.5 |
137,633 |
137,809 |
+6,039 |
Dec11 |
110623 |
7292.0 |
7292.0 |
7171.5 |
7199.0 |
-141.0 |
198 |
7,584 |
+84 |
Total Volume and Open Interest |
137,924 |
145,484 |
+6,213 |
FT-SE 100(EURONEXT) |
Sep11 |
110623 |
5710.50 |
5713.50 |
5625.50 |
5635.50 |
-104.00 |
85,859 |
634,785 |
-1,350 |
Dec11 |
110623 |
5640.00 |
5666.00 |
5611.00 |
5611.00 |
-104.00 |
1 |
679 |
-1 |
Mar12 |
110623 |
5574.00 |
5574.00 |
5574.00 |
5574.00 |
-104.00 |
10 |
150 |
+0 |
Total Volume and Open Interest |
85,870 |
635,614 |
-1,351 |
SPI 200(SFE) |
Jun11 |
110617 |
4517.5 |
4517.5 |
4517.5 |
4517.5 |
-0.5 |
19,344 |
54,828 |
-132,003 |
Sep11 |
110623 |
4527.0 |
4547.0 |
4480.0 |
4487.0 |
-44.0 |
31,547 |
189,755 |
-818 |
Dec11 |
110623 |
4503.0 |
4503.0 |
4503.0 |
4503.0 |
-45.0 |
10 |
4,634 |
+5 |
Total Volume and Open Interest |
31,690 |
198,329 |
-726 |
GSCI(CME) |
Jul11 |
110623 |
654.00 |
654.00 |
644.00 |
649.50 |
+630.36 |
69 |
10,201 |
+25 |
Aug11 |
110623 |
0.14 |
0.14 |
645.00 |
651.00 |
+630.61 |
2 |
10 |
+0 |
Sep11 |
110623 |
652.00 |
21.19 |
646.00 |
652.00 |
+630.86 |
|
|
|
Total Volume and Open Interest |
71 |
10,211 |
+25 |
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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