|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu June 30, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110630 |
1335.50 |
1342.50 |
1290.00 |
1306.25 |
-28.00 |
48,313 |
26,390 |
-19,403 |
Aug11 |
110630 |
1328.00 |
1335.00 |
1287.25 |
1299.50 |
-28.00 |
33,923 |
63,320 |
+3,034 |
Sep11 |
110630 |
1322.25 |
1330.50 |
1284.50 |
1295.50 |
-28.00 |
8,313 |
27,136 |
+1,221 |
Nov11 |
110630 |
1323.00 |
1333.00 |
1286.00 |
1294.00 |
-29.00 |
77,722 |
295,089 |
-101 |
Jan12 |
110630 |
1331.50 |
1342.00 |
1296.50 |
1304.25 |
-28.50 |
4,330 |
41,116 |
+955 |
Mar12 |
110630 |
1339.25 |
1348.25 |
1299.00 |
1307.00 |
-30.50 |
1,579 |
21,358 |
-196 |
May12 |
110630 |
1337.50 |
1348.25 |
1303.50 |
1308.25 |
-29.00 |
2,521 |
25,864 |
+612 |
Total Volume and Open Interest |
177,603 |
530,785 |
-13,636 |
Soybean Meal(CBOT) |
Jul11 |
110630 |
340.40 |
341.70 |
327.70 |
332.20 |
-5.70 |
22,237 |
12,489 |
-6,392 |
Aug11 |
110630 |
342.00 |
344.00 |
330.00 |
334.50 |
-5.90 |
19,761 |
51,820 |
+2,770 |
Sep11 |
110630 |
340.80 |
343.40 |
330.20 |
333.50 |
-6.30 |
3,487 |
24,257 |
+609 |
Oct11 |
110630 |
340.00 |
341.70 |
329.50 |
330.50 |
-7.40 |
2,874 |
16,284 |
+54 |
Dec11 |
110630 |
339.90 |
342.20 |
329.10 |
330.90 |
-7.20 |
25,939 |
76,863 |
+875 |
Jan12 |
110630 |
342.70 |
343.20 |
332.10 |
332.50 |
-7.50 |
468 |
6,852 |
-100 |
Mar12 |
110630 |
343.20 |
345.00 |
330.10 |
333.70 |
-8.40 |
488 |
3,991 |
+86 |
May12 |
110630 |
345.00 |
345.50 |
334.20 |
334.20 |
-7.80 |
375 |
5,666 |
+28 |
Total Volume and Open Interest |
75,697 |
203,355 |
-2,062 |
Soybean Oil(CBOT) |
Jul11 |
110630 |
55.80 |
56.15 |
54.44 |
55.04 |
-0.79 |
30,547 |
24,623 |
-7,599 |
Aug11 |
110630 |
56.05 |
56.45 |
54.51 |
55.22 |
-0.82 |
29,248 |
39,839 |
-2,873 |
Sep11 |
110630 |
56.28 |
56.65 |
54.75 |
55.45 |
-0.83 |
9,026 |
34,044 |
-222 |
Oct11 |
110630 |
56.53 |
56.88 |
55.00 |
55.69 |
-0.83 |
2,159 |
17,444 |
+257 |
Dec11 |
110630 |
57.01 |
57.46 |
55.48 |
56.15 |
-0.86 |
41,205 |
139,060 |
-1,207 |
Jan12 |
110630 |
57.51 |
57.51 |
56.09 |
56.42 |
-0.86 |
649 |
14,006 |
+195 |
Mar12 |
110630 |
57.70 |
57.70 |
56.18 |
56.63 |
-0.95 |
566 |
10,927 |
+57 |
May12 |
110630 |
56.75 |
57.75 |
56.53 |
56.75 |
-1.00 |
278 |
6,252 |
+24 |
Total Volume and Open Interest |
113,735 |
290,459 |
-11,349 |
Canola(WCE) |
Jul11 |
110630 |
586.0 |
586.0 |
560.2 |
560.2 |
-25.0 |
3,903 |
3,177 |
-2,663 |
Nov11 |
110630 |
571.0 |
571.0 |
550.7 |
552.6 |
-16.1 |
9,353 |
123,960 |
+1,186 |
Jan12 |
110630 |
578.0 |
578.0 |
559.3 |
559.6 |
-15.8 |
332 |
12,898 |
+153 |
Mar12 |
110630 |
568.1 |
570.0 |
563.3 |
563.7 |
-16.1 |
130 |
4,580 |
+11 |
May12 |
110630 |
571.0 |
574.0 |
566.5 |
566.6 |
-16.3 |
163 |
2,023 |
-1 |
Total Volume and Open Interest |
13,885 |
149,921 |
-1,310 |
Corn(CBOT) |
Jul11 |
110630 |
699.00 |
708.50 |
615.00 |
629.00 |
-69.00 |
135,555 |
97,408 |
-46,205 |
Sep11 |
110630 |
678.25 |
685.75 |
648.00 |
648.00 |
-30.00 |
120,864 |
378,409 |
+9,652 |
Dec11 |
110630 |
650.50 |
656.00 |
620.50 |
620.50 |
-30.00 |
146,382 |
496,180 |
+3,228 |
Mar12 |
110630 |
662.75 |
668.25 |
632.75 |
632.75 |
-30.00 |
13,929 |
102,114 |
+1,748 |
May12 |
110630 |
669.25 |
674.25 |
639.00 |
639.00 |
-30.00 |
3,633 |
21,536 |
-164 |
Jul12 |
110630 |
676.00 |
680.00 |
646.00 |
646.00 |
-30.00 |
5,602 |
58,040 |
+206 |
Total Volume and Open Interest |
429,556 |
1,251,856 |
-31,396 |
Wheat(CBOT) |
Jul11 |
110630 |
643.25 |
651.00 |
580.25 |
584.75 |
-56.50 |
21,684 |
17,810 |
-13,793 |
Sep11 |
110630 |
674.50 |
680.25 |
614.25 |
614.25 |
-60.00 |
56,021 |
174,087 |
+6,730 |
Dec11 |
110630 |
717.50 |
721.50 |
657.50 |
657.50 |
-60.00 |
24,922 |
129,967 |
+4,728 |
Mar12 |
110630 |
755.00 |
759.25 |
695.50 |
695.50 |
-60.00 |
6,013 |
35,854 |
-478 |
May12 |
110630 |
768.75 |
770.50 |
711.25 |
718.00 |
-53.25 |
1,364 |
9,856 |
-104 |
Total Volume and Open Interest |
113,163 |
430,282 |
-2,149 |
Wheat(KCBT) |
Jul11 |
110630 |
746.00 |
748.25 |
679.25 |
688.75 |
-56.25 |
11,925 |
8,895 |
-4,133 |
Sep11 |
110630 |
764.50 |
769.00 |
704.00 |
707.25 |
-56.75 |
17,066 |
74,505 |
+2,629 |
Dec11 |
110630 |
791.25 |
794.25 |
730.00 |
733.25 |
-56.75 |
10,337 |
55,124 |
-475 |
Mar12 |
110630 |
806.50 |
809.00 |
746.50 |
749.75 |
-56.75 |
3,070 |
11,148 |
-1,167 |
May12 |
110630 |
813.00 |
813.00 |
753.50 |
759.75 |
-52.75 |
467 |
2,088 |
+229 |
Total Volume and Open Interest |
44,307 |
166,241 |
-2,529 |
Wheat(MGE) |
Jul11 |
110630 |
888.00 |
888.00 |
804.50 |
823.25 |
-52.75 |
743 |
2,936 |
-610 |
Sep11 |
110630 |
850.25 |
853.00 |
789.50 |
795.00 |
-54.50 |
3,899 |
24,220 |
+971 |
Dec11 |
110630 |
850.50 |
851.25 |
788.25 |
792.25 |
-56.00 |
2,152 |
19,656 |
+628 |
Mar12 |
110630 |
859.00 |
859.00 |
799.00 |
800.25 |
-56.50 |
712 |
4,996 |
+237 |
May12 |
110630 |
860.00 |
860.00 |
800.00 |
800.00 |
-59.75 |
245 |
2,496 |
+49 |
Total Volume and Open Interest |
8,171 |
61,130 |
+1,375 |
Oats(CBOT) |
Jul11 |
110630 |
345.00 |
345.00 |
325.00 |
334.00 |
-11.00 |
925 |
644 |
-1,016 |
Sep11 |
110630 |
352.50 |
356.25 |
332.50 |
341.00 |
-11.50 |
752 |
3,669 |
+279 |
Dec11 |
110630 |
359.00 |
362.50 |
338.50 |
347.00 |
-11.50 |
1,122 |
7,249 |
+228 |
Mar12 |
110630 |
356.00 |
357.50 |
349.25 |
357.50 |
-11.50 |
29 |
263 |
+19 |
Total Volume and Open Interest |
2,828 |
11,854 |
-490 |
Rough Rice(CBOT) |
Jul11 |
110630 |
13.28 |
14.00 |
13.10 |
13.89 |
+0.62 |
1,315 |
1,783 |
-1,094 |
Sep11 |
110630 |
14.35 |
14.85 |
14.05 |
14.85 |
+0.50 |
1,232 |
9,848 |
+681 |
Nov11 |
110630 |
14.69 |
15.17 |
14.37 |
15.17 |
+0.50 |
463 |
5,198 |
+293 |
Jan12 |
110630 |
15.00 |
15.49 |
14.77 |
15.49 |
+0.50 |
1 |
307 |
+0 |
Total Volume and Open Interest |
3,012 |
17,540 |
-120 |
Live Cattle(CME) |
Jun11 |
110630 |
112.000 |
114.000 |
110.000 |
112.750 |
+1.020 |
1,078 |
1,411 |
-638 |
Aug11 |
110630 |
111.535 |
111.980 |
109.600 |
110.885 |
-0.695 |
14,920 |
141,928 |
-132 |
Oct11 |
110630 |
118.250 |
118.800 |
116.100 |
117.200 |
-1.200 |
9,971 |
84,674 |
+328 |
Dec11 |
110630 |
121.635 |
122.100 |
118.785 |
120.000 |
-1.785 |
3,951 |
62,455 |
+791 |
Feb12 |
110630 |
122.950 |
123.330 |
120.330 |
121.180 |
-2.150 |
1,935 |
22,227 |
+405 |
Apr12 |
110630 |
124.330 |
124.400 |
121.430 |
122.580 |
-1.850 |
725 |
10,661 |
+121 |
Total Volume and Open Interest |
32,777 |
327,517 |
+899 |
Feeder Cattle(CME) |
Aug11 |
110630 |
137.685 |
139.685 |
137.485 |
138.075 |
+0.290 |
3,064 |
20,232 |
+41 |
Sep11 |
110630 |
138.400 |
140.000 |
138.250 |
138.935 |
+0.360 |
964 |
7,017 |
+108 |
Oct11 |
110630 |
138.400 |
140.000 |
138.285 |
139.235 |
+0.410 |
541 |
5,176 |
-17 |
Nov11 |
110630 |
138.325 |
140.000 |
138.325 |
139.075 |
+0.325 |
546 |
3,093 |
-49 |
Jan12 |
110630 |
137.150 |
138.600 |
136.600 |
137.500 |
+0.150 |
418 |
1,274 |
-63 |
Mar12 |
110630 |
136.285 |
137.000 |
136.250 |
137.000 |
+0.200 |
6 |
210 |
-1 |
Apr12 |
110630 |
137.000 |
137.785 |
137.000 |
137.000 |
unch |
11 |
68 |
+8 |
Total Volume and Open Interest |
5,559 |
37,104 |
+36 |
Lean Hogs(CME) |
Jul11 |
110630 |
95.135 |
96.035 |
93.980 |
94.400 |
-0.830 |
6,024 |
13,183 |
-1,178 |
Aug11 |
110630 |
93.250 |
93.885 |
91.250 |
91.680 |
-1.500 |
16,174 |
80,569 |
-1,548 |
Oct11 |
110630 |
87.650 |
88.135 |
85.330 |
86.230 |
-1.470 |
6,788 |
57,612 |
+1,007 |
Dec11 |
110630 |
86.100 |
86.450 |
83.000 |
83.950 |
-1.900 |
4,787 |
44,418 |
+439 |
Feb12 |
110630 |
88.650 |
88.800 |
85.550 |
86.200 |
-2.350 |
2,246 |
17,715 |
-599 |
Apr12 |
110630 |
90.000 |
90.200 |
87.150 |
87.750 |
-2.400 |
1,863 |
8,671 |
+491 |
May12 |
110630 |
93.980 |
93.980 |
90.800 |
91.250 |
-2.550 |
13 |
513 |
+8 |
Jun12 |
110630 |
95.885 |
95.885 |
93.000 |
93.600 |
-2.400 |
298 |
5,068 |
+138 |
Total Volume and Open Interest |
38,602 |
230,340 |
-998 |
Class III Milk(CME) |
Jun11 |
110627 |
19.20 |
19.23 |
19.15 |
19.23 |
unch |
34 |
5,048 |
-4 |
Jul11 |
110630 |
20.54 |
20.60 |
20.25 |
20.52 |
+0.03 |
130 |
5,965 |
-2 |
Aug11 |
110630 |
19.31 |
19.39 |
18.90 |
19.07 |
-0.32 |
245 |
5,779 |
+52 |
Sep11 |
110630 |
18.74 |
18.74 |
18.30 |
18.44 |
-0.30 |
251 |
5,073 |
+50 |
Oct11 |
110630 |
18.07 |
18.10 |
17.77 |
17.83 |
-0.24 |
124 |
4,047 |
+67 |
Total Volume and Open Interest |
951 |
37,065 |
+202 |
Cocoa(ICE) |
Jul11 |
110630 |
3146 |
3170 |
3146 |
3170 |
+56 |
4 |
29 |
+0 |
Sep11 |
110630 |
3119 |
3161 |
3104 |
3151 |
+32 |
7,226 |
67,586 |
-633 |
Dec11 |
110630 |
3146 |
3183 |
3133 |
3171 |
+32 |
1,502 |
37,205 |
-326 |
Mar12 |
110630 |
3173 |
3216 |
3170 |
3207 |
+32 |
617 |
30,834 |
+239 |
May12 |
110630 |
3162 |
3207 |
3162 |
3205 |
+34 |
380 |
9,206 |
+252 |
Jul12 |
110630 |
3177 |
3210 |
3177 |
3209 |
+33 |
360 |
3,945 |
+320 |
Sep12 |
110630 |
3180 |
3214 |
3179 |
3214 |
+35 |
75 |
6,253 |
+40 |
Total Volume and Open Interest |
10,243 |
161,999 |
-82 |
Coffee "C"(ICE) |
Jul11 |
110630 |
264.40 |
266.20 |
264.40 |
265.35 |
+5.10 |
51 |
478 |
-17 |
Sep11 |
110630 |
262.85 |
266.80 |
261.25 |
265.60 |
+4.90 |
12,378 |
56,290 |
-1,023 |
Dec11 |
110630 |
265.30 |
270.15 |
264.70 |
269.00 |
+4.95 |
2,905 |
32,195 |
+990 |
Mar12 |
110630 |
268.10 |
272.30 |
267.75 |
271.60 |
+4.85 |
937 |
9,125 |
+83 |
May12 |
110630 |
269.35 |
273.25 |
269.05 |
272.90 |
+4.80 |
911 |
3,787 |
+197 |
Jul12 |
110630 |
269.55 |
273.55 |
269.25 |
273.55 |
+5.05 |
213 |
1,649 |
+156 |
Total Volume and Open Interest |
17,482 |
106,103 |
+427 |
Orange Juice(ICE) |
Jul11 |
110630 |
194.00 |
198.75 |
194.00 |
198.60 |
+3.90 |
808 |
3,073 |
-806 |
Sep11 |
110630 |
186.80 |
187.80 |
185.50 |
187.10 |
+0.30 |
1,287 |
26,050 |
+279 |
Nov11 |
110630 |
179.00 |
179.10 |
177.85 |
178.60 |
-0.25 |
144 |
5,939 |
+36 |
Jan12 |
110630 |
174.75 |
175.50 |
174.50 |
174.85 |
-0.25 |
5 |
1,174 |
+5 |
Mar12 |
110630 |
174.00 |
174.00 |
173.60 |
173.60 |
-0.20 |
0 |
255 |
+0 |
May12 |
110630 |
173.90 |
174.00 |
172.85 |
172.85 |
-0.40 |
0 |
171 |
+0 |
Total Volume and Open Interest |
2,244 |
36,761 |
-486 |
Sugar #11(ICE) |
Jul11 |
110630 |
29.55 |
30.88 |
27.97 |
28.36 |
-0.92 |
30,891 |
25,983 |
-13,179 |
Oct11 |
110630 |
26.95 |
27.30 |
25.50 |
26.34 |
-0.58 |
75,616 |
301,837 |
+2,382 |
Mar12 |
110630 |
26.03 |
26.42 |
24.87 |
25.71 |
-0.46 |
27,420 |
131,597 |
+6,667 |
May12 |
110630 |
25.21 |
25.44 |
24.15 |
24.99 |
-0.23 |
9,590 |
37,526 |
+748 |
Jul12 |
110630 |
24.57 |
24.80 |
23.63 |
24.49 |
-0.14 |
5,895 |
61,469 |
+2,869 |
Total Volume and Open Interest |
151,216 |
618,878 |
+189 |
London Cocoa(LCE) |
Jul11 |
110630 |
1940 |
1960 |
1936 |
1954 |
+19 |
1,597 |
49,473 |
-685 |
Sep11 |
110630 |
1965 |
1990 |
1962 |
1983 |
+24 |
5,213 |
50,680 |
+171 |
Dec11 |
110630 |
1987 |
2014 |
1986 |
2009 |
+26 |
1,910 |
37,484 |
-388 |
Mar12 |
110630 |
2011 |
2025 |
1999 |
2021 |
+27 |
3,266 |
38,749 |
-1,710 |
May12 |
110630 |
2021 |
2033 |
2010 |
2030 |
+24 |
1,155 |
11,681 |
+646 |
Jul12 |
110630 |
2031 |
2039 |
2022 |
2039 |
+24 |
87 |
4,998 |
-14 |
Sep12 |
110630 |
2025 |
2045 |
2025 |
2040 |
+20 |
31 |
3,214 |
+13 |
Total Volume and Open Interest |
13,261 |
204,277 |
-1,965 |
London Sugar(LCE) |
Aug11 |
110630 |
765.70 |
769.50 |
736.60 |
739.00 |
-27.70 |
3,153 |
19,448 |
+92 |
Oct11 |
110630 |
695.60 |
700.00 |
667.70 |
670.30 |
-23.50 |
2,820 |
16,037 |
+376 |
Dec11 |
110630 |
671.00 |
678.50 |
647.40 |
648.60 |
-21.50 |
508 |
5,823 |
+105 |
Mar12 |
110630 |
660.50 |
666.50 |
641.30 |
643.00 |
-14.30 |
1,185 |
6,676 |
+522 |
May12 |
110630 |
646.60 |
651.00 |
633.50 |
633.50 |
-10.80 |
303 |
2,663 |
+94 |
Total Volume and Open Interest |
8,123 |
53,569 |
+1,264 |
Cotton(ICE) |
Jul11 |
110630 |
162.75 |
163.00 |
158.00 |
159.79 |
-2.35 |
76 |
1,829 |
-68 |
Oct11 |
110630 |
128.00 |
129.37 |
122.24 |
123.69 |
-3.55 |
39 |
476 |
+19 |
Dec11 |
110630 |
121.40 |
123.00 |
116.40 |
118.59 |
-2.81 |
6,690 |
102,754 |
+349 |
Mar12 |
110630 |
113.40 |
114.16 |
107.50 |
109.62 |
-2.88 |
744 |
16,923 |
+302 |
May12 |
110630 |
110.26 |
110.30 |
103.77 |
107.07 |
-1.70 |
759 |
4,247 |
+565 |
Jul12 |
110630 |
106.76 |
106.80 |
101.04 |
104.04 |
-1.08 |
945 |
6,462 |
+833 |
Total Volume and Open Interest |
9,310 |
135,984 |
+2,022 |
Lumber(CME) |
Jul11 |
110630 |
237.9 |
245.0 |
237.9 |
244.9 |
+8.9 |
279 |
1,392 |
-122 |
Sep11 |
110630 |
249.0 |
259.0 |
249.0 |
259.0 |
+10.0 |
374 |
6,287 |
-2 |
Nov11 |
110630 |
260.2 |
268.0 |
260.2 |
268.0 |
+10.0 |
168 |
1,892 |
+47 |
Jan12 |
110630 |
280.9 |
289.9 |
280.9 |
289.9 |
+10.0 |
2 |
112 |
+0 |
Total Volume and Open Interest |
823 |
9,690 |
-77 |
Crude Oil(NYM) |
Aug11 |
110630 |
95.08 |
95.82 |
93.88 |
95.42 |
+0.65 |
279,024 |
316,712 |
-1,760 |
Sep11 |
110630 |
95.47 |
96.32 |
94.43 |
95.96 |
+0.64 |
78,880 |
183,770 |
+9,855 |
Oct11 |
110630 |
96.03 |
96.80 |
95.01 |
96.50 |
+0.66 |
40,292 |
74,297 |
+2,896 |
Nov11 |
110630 |
96.36 |
97.30 |
95.68 |
97.04 |
+0.68 |
27,152 |
59,899 |
+1,173 |
Dec11 |
110630 |
97.21 |
97.70 |
95.99 |
97.53 |
+0.72 |
61,515 |
187,392 |
+929 |
Jan12 |
110630 |
97.71 |
98.01 |
96.83 |
97.96 |
+0.77 |
9,214 |
53,143 |
+831 |
Feb12 |
110630 |
97.47 |
98.42 |
97.02 |
98.38 |
+0.81 |
6,193 |
25,413 |
+772 |
Mar12 |
110630 |
97.82 |
98.83 |
97.77 |
98.78 |
+0.86 |
5,502 |
31,980 |
+624 |
Apr12 |
110630 |
99.21 |
99.21 |
99.16 |
99.16 |
+0.90 |
3,757 |
18,338 |
+718 |
May12 |
110630 |
99.05 |
99.58 |
99.05 |
99.54 |
+0.95 |
3,109 |
17,488 |
+1,251 |
Jun12 |
110630 |
98.91 |
100.00 |
98.29 |
99.91 |
+1.00 |
12,251 |
72,738 |
-197 |
Jul12 |
110630 |
99.74 |
100.17 |
99.48 |
100.17 |
+1.04 |
2,542 |
30,369 |
+759 |
Aug12 |
110630 |
100.32 |
100.32 |
100.32 |
100.32 |
+1.07 |
1,643 |
12,581 |
+56 |
Sep12 |
110630 |
99.90 |
100.43 |
99.90 |
100.43 |
+1.08 |
1,079 |
14,444 |
+292 |
Oct12 |
110630 |
100.00 |
100.55 |
100.00 |
100.55 |
+1.07 |
644 |
10,178 |
+218 |
Nov12 |
110630 |
100.70 |
100.70 |
100.70 |
100.70 |
+1.05 |
846 |
22,328 |
-226 |
Total Volume and Open Interest |
574,444 |
1,524,313 |
+21,254 |
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 |
110627 |
91.150 |
91.275 |
89.600 |
90.600 |
-0.550 |
20,792 |
2,759 |
+173 |
Sep11 |
110630 |
95.725 |
96.250 |
94.425 |
95.950 |
+0.625 |
365 |
1,551 |
+0 |
Oct11 |
110630 |
95.625 |
96.500 |
95.525 |
96.500 |
+0.650 |
25 |
245 |
-1 |
Nov11 |
110630 |
96.500 |
97.050 |
96.300 |
97.050 |
+0.700 |
0 |
23 |
-1 |
Dec11 |
110630 |
97.025 |
97.525 |
96.850 |
97.525 |
+0.725 |
6 |
304 |
+1 |
Jan12 |
110630 |
97.950 |
97.950 |
97.950 |
97.950 |
+0.750 |
0 |
6 |
+0 |
Feb12 |
110630 |
98.375 |
98.375 |
98.375 |
98.375 |
+0.800 |
0 |
3 |
+0 |
Mar12 |
110630 |
98.775 |
98.775 |
98.775 |
98.775 |
+0.850 |
0 |
11 |
+0 |
Total Volume and Open Interest |
8,855 |
5,110 |
-198 |
Heating Oil(NYM) |
Jul11 |
110630 |
292.00 |
295.17 |
289.98 |
293.27 |
+1.25 |
22,732 |
15,260 |
-6,390 |
Aug11 |
110630 |
293.54 |
296.48 |
290.55 |
294.63 |
+1.16 |
45,031 |
94,798 |
+3,009 |
Sep11 |
110630 |
295.00 |
298.09 |
292.42 |
296.16 |
+0.85 |
13,004 |
46,523 |
+671 |
Oct11 |
110630 |
297.29 |
299.89 |
295.08 |
297.84 |
+0.58 |
7,023 |
22,103 |
+592 |
Nov11 |
110630 |
298.61 |
301.21 |
298.05 |
299.64 |
+0.41 |
3,256 |
21,430 |
+512 |
Dec11 |
110630 |
300.76 |
303.48 |
298.37 |
301.44 |
+0.31 |
9,740 |
34,665 |
+877 |
Jan12 |
110630 |
303.05 |
304.93 |
300.99 |
303.11 |
+0.19 |
1,486 |
19,099 |
+535 |
Feb12 |
110630 |
303.98 |
305.37 |
300.89 |
303.58 |
-0.02 |
619 |
8,606 |
+155 |
Mar12 |
110630 |
303.43 |
304.53 |
301.81 |
303.07 |
-0.21 |
297 |
6,840 |
+68 |
Apr12 |
110630 |
303.50 |
303.50 |
298.86 |
301.28 |
-0.43 |
94 |
2,938 |
+3 |
May12 |
110630 |
299.95 |
300.00 |
299.51 |
299.51 |
-0.59 |
29 |
2,600 |
+10 |
Jun12 |
110630 |
298.20 |
299.28 |
297.10 |
298.31 |
-0.67 |
1,123 |
20,317 |
-52 |
Total Volume and Open Interest |
104,796 |
309,256 |
+102 |
Gasoline(NYMEX) |
Jul11 |
110630 |
300.52 |
304.04 |
298.23 |
303.16 |
+2.19 |
22,419 |
11,376 |
-4,464 |
Aug11 |
110630 |
293.88 |
297.15 |
290.57 |
296.92 |
+3.43 |
42,137 |
71,536 |
+1,503 |
Sep11 |
110630 |
289.51 |
293.50 |
286.98 |
292.94 |
+2.77 |
16,652 |
44,815 |
+2,632 |
Oct11 |
110630 |
278.33 |
280.03 |
275.46 |
279.81 |
+1.35 |
7,419 |
23,209 |
-91 |
Nov11 |
110630 |
275.05 |
276.69 |
273.97 |
276.56 |
+0.86 |
3,552 |
13,640 |
-48 |
Dec11 |
110630 |
273.91 |
275.47 |
270.85 |
275.25 |
+0.73 |
4,420 |
30,948 |
-213 |
Jan12 |
110630 |
275.00 |
275.75 |
271.25 |
275.54 |
+0.70 |
605 |
7,255 |
+42 |
Feb12 |
110630 |
274.80 |
277.06 |
274.78 |
276.99 |
+0.67 |
118 |
4,752 |
+29 |
Mar12 |
110630 |
278.68 |
278.68 |
278.68 |
278.68 |
+0.64 |
69 |
5,612 |
+47 |
Apr12 |
110630 |
290.00 |
290.39 |
290.00 |
290.39 |
+0.50 |
73 |
3,838 |
-1 |
Total Volume and Open Interest |
98,126 |
234,667 |
-631 |
e-miNY RBOB Gasoline(NYM) |
Aug11 |
110630 |
296.90 |
296.92 |
296.90 |
296.90 |
+3.40 |
0 |
1 |
+0 |
Sep11 |
110630 |
292.90 |
292.94 |
292.90 |
292.90 |
+2.70 |
|
|
|
Oct11 |
110630 |
279.80 |
279.81 |
279.80 |
279.80 |
+1.30 |
0 |
1 |
+0 |
Nov11 |
110630 |
276.60 |
276.60 |
276.56 |
276.60 |
+0.90 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Aug11 |
110630 |
4.313 |
4.422 |
4.213 |
4.374 |
+0.059 |
92,105 |
156,514 |
-1,065 |
Sep11 |
110630 |
4.340 |
4.437 |
4.231 |
4.393 |
+0.059 |
23,453 |
210,619 |
+1,528 |
Oct11 |
110630 |
4.377 |
4.473 |
4.272 |
4.432 |
+0.059 |
25,930 |
116,889 |
-791 |
Nov11 |
110630 |
4.500 |
4.590 |
4.399 |
4.553 |
+0.060 |
11,286 |
80,678 |
+839 |
Dec11 |
110630 |
4.676 |
4.773 |
4.586 |
4.739 |
+0.063 |
8,333 |
45,801 |
+64 |
Jan12 |
110630 |
4.751 |
4.873 |
4.686 |
4.844 |
+0.067 |
17,007 |
91,712 |
-102 |
Feb12 |
110630 |
4.760 |
4.868 |
4.687 |
4.839 |
+0.067 |
2,326 |
21,168 |
-65 |
Mar12 |
110630 |
4.740 |
4.820 |
4.630 |
4.790 |
+0.071 |
6,656 |
44,890 |
+616 |
Apr12 |
110630 |
4.560 |
4.698 |
4.519 |
4.677 |
+0.083 |
6,162 |
43,164 |
-641 |
May12 |
110630 |
4.544 |
4.720 |
4.544 |
4.700 |
+0.084 |
1,329 |
10,173 |
+319 |
Jun12 |
110630 |
4.631 |
4.752 |
4.576 |
4.732 |
+0.083 |
976 |
11,100 |
-48 |
Jul12 |
110630 |
4.675 |
4.798 |
4.636 |
4.776 |
+0.082 |
430 |
9,605 |
+139 |
Aug12 |
110630 |
4.700 |
4.815 |
4.640 |
4.804 |
+0.082 |
307 |
7,579 |
+11 |
Sep12 |
110630 |
4.685 |
4.826 |
4.670 |
4.814 |
+0.082 |
92 |
7,332 |
+16 |
Oct12 |
110630 |
4.717 |
4.874 |
4.701 |
4.854 |
+0.082 |
945 |
25,031 |
-198 |
Nov12 |
110630 |
4.880 |
4.995 |
4.850 |
4.990 |
+0.082 |
183 |
4,501 |
+63 |
Total Volume and Open Interest |
198,822 |
959,390 |
-8,587 |
Brent Crude Oil(ICE) |
Aug11 |
110630 |
112.30 |
113.24 |
110.72 |
112.48 |
+0.08 |
212,658 |
153,396 |
-21,723 |
Sep11 |
110630 |
112.70 |
113.13 |
110.70 |
112.41 |
+0.03 |
128,762 |
149,418 |
-364 |
Oct11 |
110630 |
112.82 |
113.22 |
110.86 |
112.57 |
+0.04 |
67,408 |
59,201 |
+2,251 |
Nov11 |
110630 |
112.95 |
113.31 |
111.01 |
112.72 |
+0.06 |
31,009 |
40,050 |
+505 |
Dec11 |
110630 |
113.00 |
113.36 |
111.08 |
112.80 |
+0.07 |
79,894 |
93,275 |
-4,616 |
Jan12 |
110630 |
112.65 |
113.29 |
111.30 |
112.82 |
+0.09 |
11,415 |
21,774 |
-865 |
Feb12 |
110630 |
112.68 |
113.21 |
111.48 |
112.80 |
+0.09 |
6,947 |
17,687 |
+234 |
Mar12 |
110630 |
112.62 |
113.14 |
111.42 |
112.78 |
+0.10 |
5,253 |
31,915 |
-308 |
Apr12 |
110630 |
112.45 |
113.06 |
111.70 |
112.73 |
+0.08 |
3,126 |
10,724 |
+0 |
May12 |
110630 |
112.68 |
112.68 |
112.68 |
112.68 |
+0.06 |
2,415 |
7,262 |
+461 |
Jun12 |
110630 |
112.26 |
112.89 |
111.07 |
112.61 |
+0.04 |
10,431 |
40,312 |
-1,306 |
Jul12 |
110630 |
112.51 |
112.51 |
112.51 |
112.51 |
+0.03 |
1,607 |
7,010 |
-102 |
Aug12 |
110630 |
112.39 |
112.39 |
112.39 |
112.39 |
+0.02 |
1,390 |
4,996 |
+13 |
Sep12 |
110630 |
112.25 |
112.25 |
112.25 |
112.25 |
+0.03 |
996 |
6,715 |
+117 |
Total Volume and Open Interest |
597,742 |
776,198 |
-31,370 |
Gas Oil(ICE) |
Jul11 |
110630 |
926.50 |
932.50 |
913.75 |
926.50 |
+3.25 |
81,926 |
93,035 |
-146 |
Aug11 |
110630 |
930.00 |
935.50 |
917.25 |
929.50 |
+2.75 |
107,531 |
134,788 |
+8,584 |
Sep11 |
110630 |
933.00 |
938.50 |
920.50 |
932.50 |
+2.50 |
51,623 |
76,906 |
-587 |
Oct11 |
110630 |
932.00 |
941.25 |
926.00 |
935.00 |
+2.50 |
19,924 |
42,878 |
+2,673 |
Nov11 |
110630 |
934.75 |
942.50 |
927.25 |
937.00 |
+2.00 |
9,131 |
29,467 |
+245 |
Dec11 |
110630 |
940.50 |
945.50 |
929.00 |
939.25 |
+1.75 |
40,492 |
59,740 |
-5,991 |
Jan12 |
110630 |
943.25 |
947.75 |
931.75 |
941.75 |
+1.25 |
4,173 |
30,226 |
-253 |
Feb12 |
110630 |
939.25 |
949.25 |
934.25 |
943.25 |
+0.75 |
2,826 |
11,749 |
+534 |
Mar12 |
110630 |
946.75 |
950.75 |
934.75 |
944.50 |
+0.50 |
2,544 |
11,061 |
-303 |
Apr12 |
110630 |
940.00 |
951.25 |
935.00 |
944.75 |
unch |
1,034 |
7,086 |
-12 |
Total Volume and Open Interest |
330,803 |
600,386 |
+5,917 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110630 |
2.599 |
2.599 |
2.530 |
2.555 |
-0.178 |
336 |
259 |
-134 |
Aug11 |
110630 |
2.448 |
2.475 |
2.427 |
2.436 |
-0.188 |
503 |
1,417 |
+241 |
Sep11 |
110630 |
2.360 |
2.399 |
2.349 |
2.357 |
-0.199 |
219 |
1,446 |
-32 |
Oct11 |
110630 |
2.290 |
2.301 |
2.246 |
2.256 |
-0.193 |
79 |
1,250 |
+37 |
Nov11 |
110630 |
2.230 |
2.258 |
2.194 |
2.197 |
-0.190 |
76 |
826 |
+30 |
Dec11 |
110630 |
2.208 |
2.236 |
2.170 |
2.175 |
-0.188 |
52 |
1,272 |
+3 |
Jan12 |
110630 |
2.217 |
2.217 |
2.139 |
2.143 |
-0.184 |
30 |
546 |
+6 |
Total Volume and Open Interest |
1,470 |
9,015 |
+236 |
WTI Crude Oil(ICE |
Aug11 |
110630 |
95.17 |
95.82 |
93.88 |
95.42 |
+0.65 |
62,041 |
68,567 |
+722 |
Sep11 |
110630 |
95.72 |
96.30 |
94.44 |
95.96 |
+0.64 |
25,657 |
51,239 |
+3,894 |
Oct11 |
110630 |
96.03 |
96.78 |
94.97 |
96.50 |
+0.66 |
18,946 |
32,094 |
+1,630 |
Nov11 |
110630 |
96.72 |
97.26 |
95.49 |
97.04 |
+0.68 |
10,737 |
23,976 |
+351 |
Dec11 |
110630 |
96.61 |
97.72 |
95.95 |
97.53 |
+0.72 |
25,616 |
86,438 |
+1,780 |
Jan12 |
110630 |
96.58 |
98.07 |
96.57 |
97.96 |
+0.77 |
4,108 |
18,014 |
+192 |
Feb12 |
110630 |
97.24 |
98.49 |
96.96 |
98.38 |
+0.81 |
1,626 |
5,200 |
+120 |
Mar12 |
110630 |
98.30 |
98.78 |
97.20 |
98.78 |
+0.86 |
1,858 |
13,000 |
-38 |
Apr12 |
110630 |
97.67 |
99.16 |
97.67 |
99.16 |
+0.90 |
952 |
4,527 |
-168 |
May12 |
110630 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.95 |
904 |
3,169 |
+130 |
Jun12 |
110630 |
98.32 |
99.91 |
98.26 |
99.91 |
+1.00 |
2,112 |
27,751 |
+409 |
Jul12 |
110630 |
100.17 |
100.17 |
100.17 |
100.17 |
+1.04 |
152 |
4,013 |
-45 |
Aug12 |
110630 |
100.32 |
100.32 |
100.32 |
100.32 |
+1.07 |
70 |
979 |
+16 |
Sep12 |
110630 |
100.43 |
100.43 |
100.43 |
100.43 |
+1.08 |
79 |
5,085 |
+41 |
Oct12 |
110630 |
100.55 |
100.55 |
100.55 |
100.55 |
+1.07 |
1 |
527 |
+1 |
Nov12 |
110630 |
100.70 |
100.70 |
100.70 |
100.70 |
+1.05 |
0 |
1,626 |
+0 |
Total Volume and Open Interest |
160,711 |
458,820 |
+9,252 |
US Dollar Index(ICE) |
Sep11 |
110630 |
74.915 |
74.915 |
74.540 |
74.635 |
-0.440 |
26,630 |
49,889 |
-2,290 |
Dec11 |
110630 |
75.375 |
75.375 |
75.020 |
75.105 |
-0.410 |
3 |
529 |
+0 |
Mar12 |
110630 |
75.605 |
75.605 |
75.605 |
75.605 |
-0.410 |
0 |
1 |
+0 |
Total Volume and Open Interest |
26,633 |
50,419 |
-2,290 |
Australian Dollar(CME) |
Sep11 |
110630 |
105.64 |
106.46 |
105.63 |
106.26 |
+0.61 |
98,497 |
93,567 |
-1,316 |
Dec11 |
110630 |
104.59 |
105.30 |
104.47 |
105.07 |
+0.60 |
84 |
212 |
+4 |
Mar12 |
110630 |
103.90 |
103.90 |
103.32 |
103.90 |
+0.58 |
0 |
2 |
+0 |
Total Volume and Open Interest |
98,581 |
93,784 |
-1,312 |
British Pound(CME) |
Sep11 |
110630 |
160.48 |
161.02 |
159.57 |
160.51 |
+0.13 |
132,708 |
102,281 |
+1,408 |
Dec11 |
110630 |
160.38 |
160.73 |
159.70 |
160.34 |
+0.13 |
7 |
125 |
+1 |
Mar12 |
110630 |
160.15 |
160.15 |
160.03 |
160.15 |
+0.12 |
0 |
2 |
+0 |
Total Volume and Open Interest |
132,715 |
102,414 |
+1,409 |
Canadian Dollar(CME) |
Sep11 |
110630 |
102.86 |
103.70 |
102.81 |
103.58 |
+0.77 |
73,337 |
87,449 |
-868 |
Dec11 |
110630 |
102.69 |
103.41 |
102.59 |
103.33 |
+0.74 |
84 |
3,985 |
+15 |
Mar12 |
110630 |
102.99 |
103.10 |
102.39 |
103.10 |
+0.71 |
2 |
545 |
+2 |
Jun12 |
110630 |
102.50 |
102.82 |
102.15 |
102.82 |
+0.67 |
0 |
249 |
+0 |
Total Volume and Open Interest |
73,425 |
92,360 |
-849 |
Japanese Yen(CME) |
Sep11 |
110630 |
123.78 |
124.64 |
123.67 |
124.33 |
+0.66 |
104,784 |
93,818 |
-1,436 |
Dec11 |
110630 |
123.98 |
124.66 |
123.78 |
124.43 |
+0.65 |
48 |
410 |
-37 |
Mar12 |
110630 |
124.49 |
124.58 |
123.95 |
124.58 |
+0.63 |
0 |
42 |
+0 |
Total Volume and Open Interest |
104,832 |
94,286 |
-1,473 |
Swiss Franc(CME) |
Sep11 |
110630 |
119.88 |
120.47 |
118.19 |
119.07 |
-0.81 |
42,855 |
51,076 |
+1,507 |
Dec11 |
110630 |
120.07 |
120.35 |
118.31 |
119.17 |
-0.82 |
16 |
147 |
+3 |
Mar12 |
110630 |
119.27 |
120.10 |
119.27 |
119.27 |
-0.83 |
0 |
1 |
+0 |
Total Volume and Open Interest |
42,871 |
51,227 |
+1,510 |
EuroFX(CME) |
Sep11 |
110630 |
144.01 |
145.07 |
143.94 |
144.88 |
+0.94 |
365,362 |
181,584 |
+3,155 |
Dec11 |
110630 |
143.66 |
144.62 |
143.55 |
144.47 |
+0.92 |
93 |
426 |
+19 |
Mar12 |
110630 |
144.04 |
144.04 |
143.13 |
144.04 |
+0.91 |
0 |
365 |
+0 |
Total Volume and Open Interest |
365,455 |
183,206 |
+3,174 |
Mexican Peso(CME) |
Jul11 |
110630 |
854.5 |
854.5 |
850.2 |
854.5 |
+4.2 |
|
|
|
Aug11 |
110630 |
852.5 |
852.5 |
848.2 |
852.5 |
+4.2 |
|
|
|
Total Volume and Open Interest |
26,905 |
98,930 |
+7,924 |
30-Year T-Bonds(CBOT) |
Sep11 |
110630 |
123~150 |
123~260 |
122~050 |
123~010 |
-0~170 |
385,938 |
634,314 |
-19,990 |
Dec11 |
110630 |
122~080 |
122~090 |
120~280 |
121~180 |
-0~170 |
99 |
93 |
+40 |
Mar12 |
110630 |
120~040 |
120~210 |
120~040 |
120~040 |
-0~170 |
|
|
|
Total Volume and Open Interest |
386,037 |
634,407 |
-19,950 |
10-Year T-Notes(CBOT) |
Sep11 |
110630 |
122~275 |
123~025 |
121~280 |
122~105 |
-0~165 |
1,455,697 |
1,784,734 |
-38,507 |
Dec11 |
110630 |
121~135 |
121~135 |
120~135 |
120~265 |
-0~180 |
14 |
7,780 |
+5 |
Mar12 |
110630 |
119~265 |
120~125 |
119~265 |
119~265 |
-0~180 |
|
|
|
Total Volume and Open Interest |
1,455,711 |
1,792,514 |
-38,502 |
5-Year T-Notes(CBOT) |
Jun11 |
110630 |
120~089 |
120~097 |
120~034 |
120~054 |
-0~028 |
1,805 |
19,880 |
-523 |
Sep11 |
110630 |
119~068 |
119~087 |
118~111 |
119~025 |
-0~039 |
833,652 |
1,544,712 |
-25,487 |
Dec11 |
110630 |
118~009 |
118~048 |
118~009 |
118~009 |
-0~039 |
1 |
4 |
+1 |
Total Volume and Open Interest |
835,458 |
1,564,596 |
-26,009 |
2 Year T-Notes(CBOT) |
Jun11 |
110630 |
109~118 |
109~124 |
109~118 |
109~122 |
unch |
285 |
14,612 |
-50 |
Sep11 |
110630 |
109~088 |
109~097 |
109~074 |
109~086 |
-0~001 |
400,502 |
1,011,555 |
-40,005 |
Dec11 |
110630 |
109~058 |
109~059 |
109~058 |
109~058 |
-0~001 |
0 |
31 |
+0 |
Total Volume and Open Interest |
400,787 |
1,026,198 |
-40,055 |
Eurodollars(CME) |
Sep11 |
110630 |
99.640 |
99.665 |
99.635 |
99.655 |
+0.020 |
359,550 |
1,303,741 |
-6,915 |
Dec11 |
110630 |
99.550 |
99.590 |
99.545 |
99.580 |
+0.035 |
325,284 |
1,303,258 |
-32,734 |
Mar12 |
110630 |
99.475 |
99.525 |
99.475 |
99.515 |
+0.045 |
339,637 |
1,532,450 |
-46,840 |
Jun12 |
110630 |
99.350 |
99.400 |
99.330 |
99.385 |
+0.040 |
344,904 |
1,407,759 |
-46,364 |
Sep12 |
110630 |
99.160 |
99.220 |
99.110 |
99.180 |
+0.025 |
342,208 |
1,021,597 |
+5,905 |
Dec12 |
110630 |
98.930 |
98.990 |
98.845 |
98.930 |
+0.005 |
309,582 |
674,432 |
-13,759 |
Mar13 |
110630 |
98.695 |
98.760 |
98.585 |
98.680 |
-0.020 |
290,656 |
541,639 |
-9,857 |
Jun13 |
110630 |
98.455 |
98.520 |
98.315 |
98.415 |
-0.050 |
255,772 |
343,953 |
-9,516 |
Sep13 |
110630 |
98.225 |
98.280 |
98.060 |
98.155 |
-0.075 |
187,120 |
349,477 |
+826 |
Dec13 |
110630 |
97.975 |
98.020 |
97.790 |
97.885 |
-0.090 |
157,400 |
281,276 |
+11,171 |
Mar14 |
110630 |
97.735 |
97.780 |
97.540 |
97.630 |
-0.105 |
124,818 |
245,926 |
+4,661 |
Jun14 |
110630 |
97.485 |
97.525 |
97.285 |
97.370 |
-0.115 |
109,551 |
175,170 |
-974 |
Sep14 |
110630 |
97.235 |
97.275 |
97.040 |
97.120 |
-0.115 |
56,936 |
90,707 |
-5,415 |
Dec14 |
110630 |
96.980 |
97.020 |
96.790 |
96.865 |
-0.115 |
39,497 |
96,660 |
+7,697 |
Mar15 |
110630 |
96.755 |
96.800 |
96.575 |
96.650 |
-0.110 |
49,323 |
84,227 |
+1,798 |
Jun15 |
110630 |
4.780 |
4.825 |
4.605 |
4.680 |
-0.105 |
27,638 |
70,822 |
+4,576 |
Sep15 |
110630 |
4.585 |
4.620 |
4.410 |
4.480 |
-0.095 |
17,705 |
56,733 |
+109 |
Dec15 |
110630 |
4.370 |
4.420 |
4.215 |
4.285 |
-0.090 |
16,043 |
52,299 |
+641 |
Total Volume and Open Interest |
3,395,507 |
9,932,668 |
+9,932,668 |
30 Day Federal Funds(CBOT) |
Jun11 |
110630 |
99.908 |
99.910 |
99.905 |
99.908 |
+0.003 |
1,416 |
62,190 |
-553 |
Jul11 |
110630 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
9,388 |
68,370 |
+1,843 |
Aug11 |
110630 |
99.875 |
99.885 |
99.875 |
99.880 |
unch |
10,335 |
59,553 |
+1,915 |
Sep11 |
110630 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
6,346 |
42,159 |
-2,339 |
Oct11 |
110630 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
6,880 |
52,025 |
-353 |
Nov11 |
110630 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
6,116 |
45,145 |
-589 |
Total Volume and Open Interest |
112,447 |
775,250 |
-9,914 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110628 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.003 |
|
|
|
Dec11 |
110630 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110630 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110630 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
|
|
|
Sep12 |
110630 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110630 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Mar13 |
110630 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Jun13 |
110630 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Sep13 |
110630 |
99.355 |
99.355 |
99.355 |
99.355 |
unch |
|
|
|
Dec13 |
110630 |
99.215 |
99.215 |
99.215 |
99.215 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110630 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,235 |
+0 |
Dec11 |
110630 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110630 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110630 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
20 |
1,494 |
-20 |
Sep12 |
110630 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110630 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
24 |
+0 |
Mar13 |
110630 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1 |
+0 |
Jun13 |
110630 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
20 |
6,380 |
-20 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110630 |
141.25 |
141.35 |
141.01 |
141.12 |
-0.23 |
2,166 |
24,460 |
+688 |
Dec11 |
110630 |
140.67 |
140.67 |
140.67 |
140.67 |
-0.23 |
0 |
2 |
+0 |
Mar12 |
110630 |
138.58 |
138.58 |
138.58 |
138.58 |
-0.23 |
|
|
|
Total Volume and Open Interest |
2,166 |
24,462 |
+688 |
Euro-Bund(EUREX) |
Sep11 |
110630 |
125.81 |
126.08 |
125.26 |
125.48 |
-0.42 |
1,121,596 |
972,679 |
+6,042 |
Dec11 |
110630 |
124.69 |
124.76 |
124.10 |
124.23 |
-0.40 |
469 |
241 |
+4 |
Mar12 |
110630 |
124.20 |
124.20 |
124.20 |
124.20 |
-0.42 |
|
|
|
Total Volume and Open Interest |
1,122,065 |
972,920 |
+6,046 |
Euro-Bobl(EUREX) |
Sep11 |
110627 |
118.13 |
118.16 |
117.75 |
117.81 |
-0.22 |
680,531 |
778,512 |
-4,116 |
Dec11 |
110630 |
115.61 |
115.61 |
115.61 |
115.61 |
-0.37 |
221 |
676 |
-33 |
Mar12 |
110630 |
115.59 |
115.59 |
115.59 |
115.59 |
-0.36 |
|
|
|
Total Volume and Open Interest |
704,773 |
752,812 |
-27,163 |
3-Mth Euribor(EUREX) |
Jun11 |
110613 |
98.530 |
98.530 |
98.530 |
98.530 |
+0.005 |
299 |
4,770 |
+0 |
Sep11 |
110630 |
98.280 |
98.280 |
98.265 |
98.270 |
-0.015 |
400 |
2,198 |
-400 |
Dec11 |
110630 |
98.140 |
98.140 |
98.120 |
98.120 |
-0.025 |
0 |
1,406 |
+0 |
Total Volume and Open Interest |
402 |
7,034 |
-537 |
Long Gilt(LIFFE) |
Sep11 |
110629 |
121~06 |
121~06 |
120~12 |
120~22 |
-0~23 |
84,026 |
359,346 |
-16 |
Dec11 |
110630 |
122~13 |
122~13 |
122~13 |
122~13 |
-0~18 |
|
|
|
Total Volume and Open Interest |
206,757 |
378,594 |
+12,151 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110630 |
99.12 |
99.13 |
99.11 |
99.12 |
+0.01 |
50,758 |
455,011 |
+539 |
Dec11 |
110630 |
99.04 |
99.06 |
99.03 |
99.05 |
+0.02 |
56,908 |
481,770 |
+19,942 |
Mar12 |
110630 |
98.93 |
98.96 |
98.92 |
98.95 |
+0.02 |
50,667 |
450,639 |
+5,791 |
Jun12 |
110630 |
98.82 |
98.84 |
98.78 |
98.81 |
+0.01 |
70,352 |
318,605 |
+10,561 |
Sep12 |
110630 |
98.66 |
98.68 |
98.61 |
98.63 |
-0.01 |
66,247 |
293,461 |
+6,148 |
Dec12 |
110630 |
98.45 |
98.48 |
98.37 |
98.41 |
-0.03 |
78,860 |
251,775 |
+1,410 |
Total Volume and Open Interest |
505,285 |
2,628,366 |
+50,774 |
3-Mth Euribor(LIFFE) |
Sep11 |
110630 |
98.285 |
98.295 |
98.260 |
98.270 |
-0.015 |
174,155 |
744,815 |
-5,841 |
Dec11 |
110630 |
98.140 |
98.155 |
98.110 |
98.120 |
-0.025 |
153,289 |
547,954 |
-3,825 |
Mar12 |
110630 |
98.065 |
98.085 |
98.010 |
98.030 |
-0.035 |
157,429 |
534,537 |
-2,565 |
Total Volume and Open Interest |
1,004,737 |
3,605,921 |
+43,003 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110630 |
95.17 |
95.18 |
95.10 |
95.15 |
-0.02 |
58,644 |
258,494 |
-10,540 |
Dec11 |
110630 |
95.15 |
95.18 |
95.10 |
95.13 |
-0.03 |
57,568 |
258,821 |
+12,935 |
Mar12 |
110630 |
95.10 |
95.13 |
95.06 |
95.09 |
-0.03 |
20,179 |
124,866 |
+1,980 |
Jun12 |
110630 |
95.04 |
95.07 |
94.99 |
95.02 |
-0.05 |
11,106 |
83,194 |
+201 |
Sep12 |
110630 |
94.99 |
95.02 |
94.95 |
94.97 |
-0.05 |
6,216 |
53,370 |
-1,149 |
Dec12 |
110630 |
94.95 |
94.96 |
94.90 |
94.92 |
-0.05 |
5,111 |
35,400 |
-1,198 |
Mar13 |
110630 |
94.90 |
94.93 |
94.85 |
94.88 |
-0.06 |
1,385 |
28,891 |
+590 |
Jun13 |
110630 |
94.87 |
94.87 |
94.81 |
94.82 |
-0.07 |
803 |
9,679 |
+440 |
Sep13 |
110630 |
94.71 |
94.79 |
94.71 |
94.76 |
-0.09 |
4 |
1,940 |
+2 |
Dec13 |
110630 |
94.69 |
94.69 |
94.69 |
94.69 |
-0.09 |
1 |
1,411 |
+1 |
Total Volume and Open Interest |
161,017 |
856,211 |
+3,262 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110630 |
94.79 |
94.81 |
94.75 |
94.79 |
-0.02 |
65,824 |
405,700 |
-2,491 |
Dec11 |
110630 |
94.79 |
94.79 |
94.79 |
94.79 |
-0.02 |
|
|
|
Total Volume and Open Interest |
65,824 |
405,700 |
-2,491 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110630 |
95.26 |
95.28 |
95.19 |
95.22 |
-0.06 |
212,102 |
621,363 |
+20,552 |
Dec11 |
110630 |
95.22 |
95.22 |
95.22 |
95.22 |
-0.06 |
|
|
|
Total Volume and Open Interest |
212,102 |
621,363 |
+20,552 |
Gold(CMX) |
Aug11 |
110630 |
1512.3 |
1514.8 |
1499.2 |
1502.8 |
-7.6 |
101,389 |
313,438 |
-4,186 |
Oct11 |
110630 |
1513.3 |
1515.4 |
1501.3 |
1503.8 |
-7.7 |
752 |
12,566 |
+230 |
Dec11 |
110630 |
1513.8 |
1516.4 |
1501.7 |
1505.0 |
-7.7 |
10,950 |
77,849 |
+2,071 |
Feb12 |
110630 |
1516.7 |
1516.7 |
1506.3 |
1506.4 |
-7.7 |
68 |
9,574 |
+3 |
Apr12 |
110630 |
1510.9 |
1510.9 |
1507.9 |
1507.9 |
-7.7 |
61 |
6,428 |
+15 |
Jun12 |
110630 |
1514.0 |
1514.0 |
1509.6 |
1509.6 |
-7.7 |
37 |
13,338 |
+23 |
Aug12 |
110630 |
1512.3 |
1516.3 |
1509.9 |
1511.6 |
-7.7 |
45 |
4,558 |
+39 |
Oct12 |
110630 |
1513.9 |
1513.9 |
1513.9 |
1513.9 |
-7.6 |
25 |
4,109 |
+10 |
Dec12 |
110630 |
1523.3 |
1523.3 |
1516.4 |
1516.4 |
-7.6 |
669 |
13,571 |
+88 |
Feb13 |
110630 |
1518.0 |
1519.5 |
1518.0 |
1519.5 |
-7.8 |
115 |
664 |
+84 |
Apr13 |
110630 |
1523.4 |
1523.4 |
1523.4 |
1523.4 |
-7.8 |
1 |
201 |
-1 |
Jun13 |
110630 |
1527.8 |
1527.8 |
1527.8 |
1527.8 |
-7.8 |
26 |
9,764 |
+9 |
Total Volume and Open Interest |
115,253 |
495,662 |
-2,130 |
Silver(CMX) |
Jul11 |
110630 |
3488.5 |
3514.0 |
3445.0 |
3481.2 |
+6.2 |
60,150 |
10,737 |
-8,887 |
Sep11 |
110630 |
3489.0 |
3516.0 |
3447.0 |
3483.2 |
+6.3 |
40,137 |
51,449 |
+4,385 |
Dec11 |
110630 |
3488.5 |
3515.0 |
3448.5 |
3485.1 |
+6.2 |
3,866 |
24,817 |
+698 |
Mar12 |
110630 |
3499.0 |
3507.5 |
3469.5 |
3485.0 |
+6.7 |
81 |
4,954 |
+20 |
May12 |
110630 |
3478.5 |
3485.0 |
3474.5 |
3484.3 |
+7.3 |
16 |
1,360 |
+5 |
Jul12 |
110630 |
3483.9 |
3483.9 |
3483.9 |
3483.9 |
+7.5 |
29 |
1,825 |
+7 |
Sep12 |
110630 |
3483.1 |
3483.1 |
3483.1 |
3483.1 |
+7.8 |
0 |
212 |
+0 |
Total Volume and Open Interest |
105,168 |
114,321 |
-3,689 |
Platinum(NYMEX) |
Jul11 |
110630 |
1724.1 |
1730.3 |
1721.2 |
1724.8 |
+1.0 |
5,459 |
1,732 |
-3,294 |
Oct11 |
110630 |
1730.1 |
1733.4 |
1720.5 |
1726.1 |
-0.5 |
7,404 |
28,367 |
+626 |
Jan12 |
110630 |
1735.6 |
1736.8 |
1729.3 |
1729.3 |
-0.5 |
57 |
750 |
+49 |
Apr12 |
110630 |
1731.8 |
1731.8 |
1731.8 |
1731.8 |
-0.5 |
0 |
73 |
+0 |
Total Volume and Open Interest |
12,926 |
30,935 |
-2,613 |
Palladium(NYMEX) |
Sep11 |
110630 |
751.95 |
763.00 |
751.50 |
760.65 |
+8.75 |
2,633 |
18,733 |
-47 |
Dec11 |
110630 |
760.10 |
763.30 |
760.10 |
761.80 |
+8.65 |
8 |
706 |
-2 |
Mar12 |
110630 |
105.09 |
107.64 |
105.04 |
107.64 |
+8.65 |
0 |
46 |
+0 |
Total Volume and Open Interest |
2,641 |
19,487 |
-56 |
Copper(CMX) |
Jul11 |
110630 |
421.25 |
427.40 |
419.40 |
427.20 |
+6.25 |
23,941 |
12,276 |
-4,786 |
Sep11 |
110630 |
422.60 |
428.75 |
420.60 |
428.25 |
+5.85 |
21,751 |
66,664 |
+2,084 |
Dec11 |
110630 |
423.70 |
430.00 |
422.05 |
429.75 |
+5.80 |
2,005 |
27,021 |
+609 |
Mar12 |
110630 |
422.80 |
430.80 |
422.80 |
430.55 |
+5.95 |
848 |
9,732 |
+813 |
May12 |
110630 |
427.50 |
430.50 |
427.50 |
430.50 |
+5.90 |
1 |
1,623 |
+0 |
Total Volume and Open Interest |
48,785 |
124,153 |
-1,320 |
DJIA Index(CBOT) |
Sep11 |
110630 |
12209 |
12360 |
12200 |
12345 |
+127 |
221 |
7,450 |
-29 |
Dec11 |
110630 |
12274 |
12274 |
12147 |
12274 |
+127 |
0 |
85 |
+0 |
Mar12 |
110630 |
12215 |
12215 |
12088 |
12215 |
+127 |
|
|
|
Jun12 |
110630 |
12148 |
12148 |
12021 |
12148 |
+127 |
|
|
|
Total Volume and Open Interest |
221 |
7,535 |
-29 |
Mini DJIA Index(CBOT) |
Jun11 |
110617 |
11968 |
12078 |
11927 |
12047 |
+80 |
34,294 |
49,515 |
-5,412 |
Sep11 |
110630 |
12212 |
12363 |
12198 |
12345 |
+127 |
104,735 |
78,862 |
+3,277 |
Dec11 |
110630 |
12150 |
12289 |
12135 |
12274 |
+127 |
78 |
318 |
+21 |
Mar12 |
110630 |
12215 |
12215 |
12215 |
12215 |
+127 |
0 |
11 |
+0 |
Total Volume and Open Interest |
104,813 |
79,191 |
+3,298 |
S & P 500(CME) |
Sep11 |
110630 |
1303.70 |
1317.50 |
1302.10 |
1315.50 |
+11.20 |
12,012 |
253,546 |
+1,130 |
Dec11 |
110630 |
1310.10 |
1310.40 |
1310.10 |
1310.10 |
+11.20 |
111 |
10,475 |
-10 |
Mar12 |
110630 |
1304.60 |
1304.90 |
1304.60 |
1304.60 |
+11.20 |
0 |
4 |
+0 |
Jun12 |
110630 |
1299.60 |
1299.90 |
1299.60 |
1299.60 |
+11.20 |
0 |
5 |
+0 |
Total Volume and Open Interest |
12,123 |
264,030 |
+1,120 |
S & P 500 E-Mini(Globex) |
Sep11 |
110629 |
1293.50 |
1305.50 |
1291.50 |
1304.25 |
+9.75 |
2,000,732 |
2,536,579 |
-39,017 |
Dec11 |
110630 |
1298.00 |
1311.25 |
1297.25 |
1310.00 |
+11.00 |
1,166 |
8,967 |
-177 |
Total Volume and Open Interest |
1,915,047 |
2,516,434 |
-29,341 |
NASDAQ 100(CME) |
Sep11 |
110630 |
2293.80 |
2324.00 |
2288.30 |
2321.00 |
+27.00 |
1,738 |
10,097 |
+497 |
Dec11 |
110630 |
2315.50 |
2315.50 |
2315.00 |
2315.50 |
+26.20 |
0 |
2 |
+0 |
Mar12 |
110630 |
2313.00 |
2313.00 |
2312.50 |
2313.00 |
+26.20 |
|
|
|
Total Volume and Open Interest |
1,738 |
10,099 |
+497 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110630 |
2293.30 |
2323.50 |
2287.50 |
2321.00 |
+27.00 |
237,750 |
267,788 |
+2,334 |
Dec11 |
110630 |
2295.30 |
2317.80 |
2294.30 |
2315.50 |
+26.20 |
86 |
82 |
+22 |
Total Volume and Open Interest |
237,836 |
267,870 |
+2,356 |
S & P Midcap 400(CME) |
Sep11 |
110630 |
978.00 |
978.20 |
976.50 |
976.50 |
+5.40 |
0 |
905 |
+0 |
Dec11 |
110630 |
975.20 |
976.60 |
975.20 |
975.20 |
+5.10 |
|
|
|
Mar12 |
110630 |
973.50 |
974.60 |
973.50 |
973.50 |
+5.40 |
|
|
|
Total Volume and Open Interest |
0 |
905 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110630 |
9865 |
9940 |
9805 |
9900 |
+220 |
11,736 |
31,666 |
+3,008 |
Dec11 |
110630 |
9875 |
9875 |
9845 |
9875 |
+30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,236 |
31,013 |
-21 |
Nikkei 225(SGX) |
Sep11 |
110630 |
9790 |
9860 |
9775 |
9815 |
+35 |
77,366 |
159,347 |
-2,441 |
Dec11 |
110630 |
9780 |
9790 |
9735 |
9760 |
+40 |
31 |
8,183 |
-15 |
Mar12 |
110630 |
9730 |
9755 |
9730 |
9755 |
+40 |
0 |
10 |
+0 |
Total Volume and Open Interest |
77,941 |
181,650 |
-2,049 |
CAC 40(EURONEXT) |
Jul11 |
110630 |
3941.0 |
3991.0 |
3922.5 |
3979.5 |
+60.5 |
140,210 |
330,648 |
+12,208 |
Aug11 |
110630 |
3947.0 |
3991.5 |
3928.0 |
3984.0 |
+60.5 |
88 |
83 |
+45 |
Sep11 |
110630 |
3946.0 |
3992.0 |
3928.5 |
3981.5 |
+58.0 |
445 |
19,413 |
-125 |
Total Volume and Open Interest |
140,743 |
350,175 |
+12,128 |
Hang Seng Index(HKFE) |
Jun11 |
110629 |
22240 |
22279 |
22104 |
22117 |
+124 |
103,731 |
75,297 |
-11,350 |
Jul11 |
110630 |
22205 |
22486 |
22168 |
22428 |
+311 |
82,014 |
90,481 |
+39,661 |
Aug11 |
110630 |
22202 |
22441 |
22132 |
22381 |
|
|
|
|
DAX(EUREX) |
Jun11 |
110617 |
7076.5 |
7203.5 |
7036.0 |
7203.5 |
+96.5 |
251,111 |
90,589 |
-25,846 |
Sep11 |
110630 |
7344.0 |
7415.5 |
7309.0 |
7391.5 |
+69.0 |
153,919 |
140,748 |
-3,870 |
Dec11 |
110630 |
7362.5 |
7444.0 |
7341.5 |
7421.0 |
+70.0 |
271 |
7,618 |
-46 |
Total Volume and Open Interest |
154,236 |
148,505 |
-3,907 |
FT-SE 100(EURONEXT) |
Sep11 |
110630 |
5826.50 |
5925.00 |
5825.50 |
5902.50 |
+74.50 |
102,935 |
645,212 |
-233 |
Dec11 |
110630 |
5827.00 |
5883.50 |
5825.50 |
5878.50 |
+75.00 |
4 |
674 |
+0 |
Mar12 |
110630 |
5840.00 |
5843.00 |
5840.00 |
5841.50 |
+74.50 |
10 |
160 |
+10 |
Total Volume and Open Interest |
102,949 |
646,056 |
-223 |
SPI 200(SFE) |
Jun11 |
110617 |
4517.5 |
4517.5 |
4517.5 |
4517.5 |
-0.5 |
19,344 |
54,828 |
-132,003 |
Sep11 |
110630 |
4526.0 |
4604.0 |
4521.0 |
4601.0 |
+82.0 |
36,329 |
186,006 |
-2,362 |
Dec11 |
110630 |
4542.0 |
4618.0 |
4542.0 |
4618.0 |
+83.0 |
622 |
4,634 |
-108 |
Total Volume and Open Interest |
36,990 |
194,737 |
-2,434 |
GSCI(CME) |
Jul11 |
110630 |
11.39 |
15.74 |
6.14 |
10.54 |
-5.10 |
341 |
10,553 |
+156 |
Aug11 |
110630 |
12.54 |
17.74 |
8.14 |
12.54 |
-5.10 |
42 |
42 |
+32 |
Sep11 |
110630 |
13.54 |
18.74 |
9.14 |
13.54 |
-5.10 |
|
|
|
Total Volume and Open Interest |
383 |
10,595 |
+188 |
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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