|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon April 04, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110404 |
1393.50 |
1402.75 |
1379.00 |
1384.00 |
-9.75 |
108,576 |
220,942 |
-2,610 |
Jul11 |
110404 |
1404.50 |
1413.50 |
1390.00 |
1395.25 |
-9.00 |
59,469 |
157,655 |
+9,078 |
Aug11 |
110404 |
1403.00 |
1412.50 |
1392.00 |
1396.50 |
-8.00 |
3,902 |
11,065 |
+113 |
Sep11 |
110404 |
1400.75 |
1400.75 |
1386.75 |
1392.75 |
-4.25 |
4,135 |
12,318 |
-115 |
Nov11 |
110404 |
1387.75 |
1398.00 |
1382.25 |
1389.00 |
-0.25 |
45,187 |
179,133 |
+5,655 |
Jan12 |
110404 |
1391.00 |
1401.50 |
1390.75 |
1394.00 |
+0.25 |
2,488 |
21,282 |
-301 |
Mar12 |
110404 |
1386.25 |
1396.50 |
1386.25 |
1390.50 |
+1.00 |
1,238 |
12,550 |
+416 |
Total Volume and Open Interest |
227,711 |
636,557 |
+13,292 |
Soybean Meal(CBOT) |
May11 |
110404 |
361.50 |
365.00 |
356.60 |
357.00 |
-3.90 |
39,919 |
83,072 |
+3,158 |
Jul11 |
110404 |
367.20 |
370.30 |
361.90 |
362.20 |
-4.00 |
24,526 |
54,269 |
+1,457 |
Aug11 |
110404 |
370.50 |
370.50 |
363.50 |
363.70 |
-3.50 |
3,391 |
14,314 |
-59 |
Sep11 |
110404 |
370.20 |
370.20 |
364.50 |
364.70 |
-2.30 |
2,913 |
11,875 |
+403 |
Oct11 |
110404 |
365.60 |
367.30 |
363.00 |
363.90 |
-0.30 |
4,474 |
12,278 |
+1,089 |
Dec11 |
110404 |
365.00 |
366.70 |
362.60 |
363.50 |
+0.30 |
19,849 |
36,797 |
+4,373 |
Jan12 |
110404 |
365.90 |
366.20 |
363.90 |
364.40 |
+0.50 |
562 |
3,275 |
-75 |
Mar12 |
110404 |
367.20 |
367.20 |
363.70 |
364.50 |
+0.80 |
535 |
2,923 |
+119 |
Total Volume and Open Interest |
96,364 |
223,870 |
+10,474 |
Soybean Oil(CBOT) |
May11 |
110404 |
58.75 |
59.07 |
58.45 |
58.88 |
+0.20 |
67,576 |
130,960 |
+3,867 |
Jul11 |
110404 |
59.33 |
59.68 |
59.05 |
59.48 |
+0.20 |
43,305 |
105,621 |
+1,008 |
Aug11 |
110404 |
59.47 |
59.69 |
59.23 |
59.68 |
+0.21 |
5,711 |
14,121 |
+148 |
Sep11 |
110404 |
59.62 |
60.01 |
59.37 |
59.85 |
+0.23 |
2,975 |
13,954 |
+62 |
Oct11 |
110404 |
59.49 |
59.77 |
59.36 |
59.77 |
+0.28 |
2,004 |
13,700 |
+99 |
Dec11 |
110404 |
59.59 |
59.99 |
59.35 |
59.85 |
+0.27 |
17,640 |
71,428 |
+1,754 |
Jan12 |
110404 |
59.90 |
59.90 |
59.58 |
59.90 |
+0.32 |
379 |
3,088 |
+80 |
Mar12 |
110404 |
59.55 |
59.80 |
59.49 |
59.80 |
+0.31 |
382 |
3,689 |
+230 |
Total Volume and Open Interest |
139,989 |
360,012 |
+7,250 |
Canola(WCE) |
May11 |
110404 |
591.0 |
597.4 |
590.1 |
594.4 |
+3.5 |
16,203 |
65,888 |
+502 |
Jul11 |
110404 |
599.7 |
606.0 |
599.1 |
603.3 |
+3.6 |
7,734 |
43,520 |
+2,909 |
Nov11 |
110404 |
577.0 |
584.4 |
577.0 |
581.5 |
+4.1 |
4,015 |
68,923 |
+2,509 |
Jan12 |
110404 |
585.7 |
588.0 |
583.3 |
587.1 |
+4.6 |
169 |
4,109 |
+70 |
Mar12 |
110404 |
582.4 |
587.2 |
582.4 |
587.2 |
+3.2 |
20 |
961 |
+16 |
Total Volume and Open Interest |
28,175 |
185,338 |
+5,992 |
Corn(CBOT) |
May11 |
110404 |
736.00 |
765.00 |
734.00 |
760.25 |
+24.25 |
64,247 |
510,067 |
+837 |
Jul11 |
110404 |
742.75 |
771.50 |
740.75 |
767.50 |
+24.50 |
74,208 |
411,311 |
+9,891 |
Sep11 |
110404 |
681.00 |
701.00 |
678.75 |
701.00 |
+19.50 |
17,038 |
91,678 |
+617 |
Dec11 |
110404 |
635.00 |
645.50 |
634.00 |
645.50 |
+8.00 |
78,606 |
399,453 |
+6,728 |
Mar12 |
110404 |
641.75 |
654.75 |
641.75 |
654.75 |
+8.75 |
10,311 |
64,095 |
+3,003 |
May12 |
110404 |
650.00 |
660.75 |
649.50 |
660.75 |
+8.25 |
3,478 |
10,230 |
+1,738 |
Total Volume and Open Interest |
266,143 |
1,562,097 |
+27,386 |
Wheat(CBOT) |
May11 |
110404 |
765.50 |
792.00 |
764.25 |
790.00 |
+30.50 |
58,811 |
165,449 |
-4,575 |
Jul11 |
110404 |
802.00 |
829.00 |
801.00 |
826.75 |
+30.75 |
32,383 |
150,434 |
+6,150 |
Sep11 |
110404 |
838.75 |
867.75 |
838.50 |
865.75 |
+31.50 |
7,547 |
44,330 |
+103 |
Dec11 |
110404 |
869.75 |
897.50 |
869.00 |
895.50 |
+32.00 |
10,877 |
90,702 |
+1,311 |
Mar12 |
110404 |
888.00 |
922.25 |
888.00 |
921.25 |
+33.25 |
867 |
9,330 |
+256 |
Total Volume and Open Interest |
112,826 |
484,851 |
+4,231 |
Wheat(KCBT) |
May11 |
110404 |
911.00 |
949.25 |
908.50 |
948.00 |
+41.50 |
17,644 |
65,756 |
+55 |
Jul11 |
110404 |
920.00 |
959.50 |
920.00 |
958.50 |
+41.25 |
12,744 |
70,596 |
+2,908 |
Sep11 |
110404 |
933.00 |
972.00 |
933.00 |
971.75 |
+40.25 |
2,697 |
19,279 |
-144 |
Dec11 |
110404 |
950.00 |
987.00 |
949.75 |
985.75 |
+37.50 |
2,499 |
21,270 |
+507 |
Mar12 |
110404 |
959.25 |
991.25 |
959.25 |
991.25 |
+37.00 |
313 |
2,314 |
+62 |
Total Volume and Open Interest |
36,541 |
184,175 |
+3,710 |
Wheat(MGE) |
May11 |
110404 |
922.75 |
963.75 |
922.50 |
961.50 |
+39.00 |
4,051 |
17,279 |
+286 |
Jul11 |
110404 |
930.00 |
971.75 |
930.00 |
969.25 |
+38.75 |
1,650 |
13,904 |
+138 |
Sep11 |
110404 |
933.00 |
973.50 |
933.00 |
971.75 |
+37.75 |
1,039 |
13,493 |
+367 |
Dec11 |
110404 |
944.25 |
984.00 |
944.25 |
981.50 |
+36.50 |
1,251 |
11,308 |
+378 |
Mar12 |
110404 |
955.25 |
990.50 |
955.25 |
986.00 |
+34.25 |
128 |
1,536 |
+0 |
Total Volume and Open Interest |
8,191 |
59,065 |
+1,172 |
Oats(CBOT) |
May11 |
110404 |
375.50 |
387.00 |
375.00 |
385.75 |
+10.75 |
2,369 |
5,802 |
-537 |
Jul11 |
110404 |
383.75 |
395.00 |
383.75 |
394.00 |
+10.00 |
1,920 |
5,150 |
+602 |
Sep11 |
110404 |
395.75 |
400.25 |
391.00 |
399.00 |
+8.00 |
33 |
199 |
-1 |
Dec11 |
110404 |
400.00 |
406.00 |
399.50 |
404.25 |
+4.75 |
325 |
2,495 |
+117 |
Total Volume and Open Interest |
4,647 |
13,647 |
+181 |
Rough Rice(CBOT) |
May11 |
110404 |
13.82 |
14.08 |
13.79 |
13.91 |
+0.10 |
2,628 |
11,949 |
-1,125 |
Jul11 |
110404 |
14.14 |
14.40 |
14.12 |
14.23 |
+0.10 |
1,710 |
7,635 |
+1,083 |
Sep11 |
110404 |
14.88 |
15.09 |
14.87 |
14.98 |
+0.11 |
386 |
3,628 |
+21 |
Nov11 |
110404 |
15.30 |
15.35 |
15.25 |
15.28 |
+0.12 |
75 |
877 |
+0 |
Total Volume and Open Interest |
4,838 |
24,486 |
-4 |
Live Cattle(CME) |
Apr11 |
110404 |
122.500 |
122.700 |
121.535 |
122.385 |
+0.305 |
10,349 |
43,033 |
-1,503 |
Jun11 |
110404 |
121.535 |
121.635 |
120.480 |
120.900 |
-0.350 |
30,010 |
178,882 |
+6,721 |
Aug11 |
110404 |
122.900 |
122.900 |
121.830 |
122.135 |
-0.465 |
11,357 |
79,158 |
+1,077 |
Oct11 |
110404 |
126.200 |
126.385 |
125.635 |
125.980 |
-0.020 |
6,492 |
45,871 |
+655 |
Dec11 |
110404 |
126.100 |
126.450 |
125.550 |
126.230 |
+0.150 |
5,494 |
35,591 |
+2,068 |
Feb12 |
110404 |
125.250 |
125.800 |
124.785 |
125.800 |
+0.600 |
1,042 |
9,436 |
+414 |
Total Volume and Open Interest |
65,349 |
396,265 |
+9,758 |
Feeder Cattle(CME) |
Apr11 |
110404 |
138.250 |
138.400 |
137.285 |
137.750 |
-0.350 |
918 |
3,792 |
-173 |
May11 |
110404 |
139.750 |
139.750 |
138.380 |
138.400 |
-1.000 |
2,176 |
14,784 |
+93 |
Aug11 |
110404 |
141.880 |
142.000 |
140.630 |
141.400 |
-0.480 |
2,411 |
18,121 |
+828 |
Sep11 |
110404 |
141.485 |
141.700 |
140.380 |
141.250 |
-0.130 |
242 |
3,170 |
+99 |
Oct11 |
110404 |
141.000 |
141.235 |
139.850 |
141.000 |
-0.075 |
150 |
1,756 |
+41 |
Nov11 |
110404 |
139.950 |
141.075 |
139.950 |
140.750 |
-0.300 |
126 |
999 |
+29 |
Jan12 |
110404 |
137.300 |
138.700 |
137.300 |
138.250 |
unch |
17 |
203 |
+15 |
Total Volume and Open Interest |
6,648 |
44,480 |
+893 |
Lean Hogs(CME) |
Apr11 |
110404 |
94.000 |
94.385 |
93.635 |
94.200 |
-0.030 |
5,810 |
17,313 |
-540 |
May11 |
110404 |
102.150 |
103.300 |
102.100 |
103.300 |
+0.220 |
289 |
4,561 |
-24 |
Jun11 |
110404 |
103.580 |
104.300 |
102.900 |
103.850 |
+0.270 |
13,946 |
95,853 |
+2,396 |
Jul11 |
110404 |
103.400 |
104.050 |
103.035 |
103.550 |
+0.150 |
1,957 |
29,405 |
+211 |
Aug11 |
110404 |
103.300 |
104.400 |
103.150 |
104.100 |
+0.700 |
3,503 |
34,210 |
+438 |
Oct11 |
110404 |
93.200 |
94.500 |
92.930 |
94.300 |
+1.015 |
4,351 |
27,357 |
+1,365 |
Dec11 |
110404 |
89.150 |
90.400 |
89.000 |
90.150 |
+0.865 |
2,157 |
19,385 |
+824 |
Feb12 |
110404 |
89.300 |
90.550 |
89.300 |
90.200 |
+0.900 |
531 |
4,422 |
+257 |
Total Volume and Open Interest |
33,017 |
236,653 |
+5,256 |
Class III Milk(CME) |
Apr11 |
110404 |
16.51 |
16.65 |
16.49 |
16.52 |
-0.13 |
126 |
5,496 |
-22 |
May11 |
110404 |
16.50 |
16.60 |
16.16 |
16.20 |
-0.38 |
250 |
5,281 |
+75 |
Jun11 |
110404 |
16.62 |
16.70 |
16.45 |
16.49 |
-0.21 |
94 |
4,233 |
+16 |
Jul11 |
110404 |
17.24 |
17.32 |
17.00 |
17.00 |
-0.32 |
72 |
3,095 |
+5 |
Aug11 |
110404 |
17.73 |
17.73 |
17.42 |
17.45 |
-0.25 |
38 |
3,007 |
+20 |
Total Volume and Open Interest |
748 |
40,524 |
+138 |
Cocoa(ICE) |
May11 |
110404 |
3011 |
3099 |
2994 |
3020 |
+9 |
14,221 |
55,755 |
-1,270 |
Jul11 |
110404 |
3040 |
3114 |
3012 |
3039 |
+11 |
8,263 |
41,540 |
+2,277 |
Sep11 |
110404 |
3044 |
3108 |
3027 |
3052 |
+8 |
2,032 |
18,267 |
+529 |
Dec11 |
110404 |
3071 |
3128 |
3047 |
3074 |
+3 |
2,467 |
19,534 |
+1,230 |
Mar12 |
110404 |
3171 |
3171 |
3087 |
3113 |
+3 |
379 |
23,304 |
+66 |
May12 |
110404 |
3098 |
3110 |
3085 |
3108 |
+7 |
188 |
5,640 |
+81 |
Jul12 |
110404 |
3102 |
3111 |
3088 |
3111 |
+10 |
0 |
547 |
+0 |
Total Volume and Open Interest |
27,552 |
168,846 |
+2,912 |
Coffee "C"(ICE) |
May11 |
110404 |
260.05 |
261.00 |
255.65 |
256.05 |
-3.85 |
9,917 |
58,608 |
-1,051 |
Jul11 |
110404 |
262.80 |
263.50 |
258.30 |
258.70 |
-3.95 |
4,353 |
33,352 |
+1,397 |
Sep11 |
110404 |
265.00 |
265.60 |
260.55 |
260.95 |
-4.05 |
1,566 |
11,752 |
+279 |
Dec11 |
110404 |
267.30 |
267.50 |
263.00 |
263.25 |
-4.05 |
378 |
14,613 |
+149 |
Mar12 |
110404 |
266.65 |
268.00 |
264.50 |
264.50 |
-4.00 |
215 |
2,952 |
-24 |
May12 |
110404 |
267.45 |
269.25 |
265.55 |
265.60 |
-4.10 |
138 |
1,321 |
+130 |
Total Volume and Open Interest |
16,590 |
123,596 |
+884 |
Orange Juice(ICE) |
May11 |
110404 |
162.65 |
165.70 |
162.65 |
165.20 |
+2.30 |
1,413 |
15,392 |
-745 |
Jul11 |
110404 |
160.70 |
162.85 |
160.40 |
161.65 |
+1.00 |
645 |
6,656 |
+674 |
Sep11 |
110404 |
158.85 |
159.15 |
158.70 |
159.15 |
+0.50 |
33 |
1,278 |
+12 |
Nov11 |
110404 |
155.55 |
156.00 |
155.55 |
156.00 |
+0.15 |
21 |
832 |
+12 |
Jan12 |
110404 |
154.75 |
155.35 |
154.50 |
155.35 |
+0.40 |
18 |
139 |
+17 |
Mar12 |
110404 |
155.30 |
155.30 |
155.30 |
155.30 |
+0.30 |
0 |
40 |
+0 |
Total Volume and Open Interest |
2,130 |
24,344 |
-30 |
Sugar #11(ICE) |
May11 |
110404 |
27.55 |
28.13 |
27.49 |
28.00 |
+0.56 |
38,800 |
194,814 |
-4,723 |
Jul11 |
110404 |
25.47 |
25.95 |
25.47 |
25.93 |
+0.53 |
24,596 |
193,542 |
+2,613 |
Oct11 |
110404 |
24.55 |
25.04 |
24.55 |
25.03 |
+0.51 |
8,275 |
84,490 |
+1,166 |
Mar12 |
110404 |
24.08 |
24.55 |
24.08 |
24.48 |
+0.32 |
4,760 |
58,667 |
+610 |
May12 |
110404 |
23.70 |
23.95 |
23.59 |
23.84 |
+0.18 |
1,267 |
17,913 |
+189 |
Total Volume and Open Interest |
79,103 |
595,667 |
-170 |
London Cocoa(LCE) |
May11 |
110404 |
1964 |
1989 |
1943 |
1956 |
+9 |
11,634 |
48,771 |
-4,233 |
Jul11 |
110404 |
1966 |
1988 |
1940 |
1955 |
+5 |
12,928 |
50,238 |
+1,651 |
Sep11 |
110404 |
1983 |
2003 |
1952 |
1968 |
+3 |
4,360 |
26,724 |
-881 |
Dec11 |
110404 |
1999 |
2021 |
1974 |
1989 |
+6 |
7,093 |
31,589 |
-1,351 |
Mar12 |
110404 |
2026 |
2031 |
1980 |
1998 |
+4 |
3,087 |
24,378 |
-344 |
May12 |
110404 |
2021 |
2021 |
2000 |
2007 |
+4 |
893 |
6,611 |
-136 |
Jul12 |
110404 |
2022 |
2022 |
2015 |
2015 |
+5 |
44 |
3,516 |
+39 |
Total Volume and Open Interest |
40,039 |
199,823 |
-5,255 |
London Sugar(LCE) |
May11 |
110404 |
714.00 |
727.40 |
712.00 |
716.20 |
+3.00 |
2,637 |
21,970 |
-199 |
Aug11 |
110404 |
665.00 |
679.50 |
664.40 |
667.30 |
+4.10 |
2,277 |
21,044 |
+286 |
Oct11 |
110404 |
649.40 |
660.60 |
649.40 |
650.00 |
+2.90 |
487 |
5,951 |
+318 |
Dec11 |
110404 |
638.80 |
647.50 |
637.10 |
638.20 |
+1.60 |
80 |
1,811 |
+54 |
Mar12 |
110404 |
628.00 |
637.50 |
628.00 |
628.80 |
+1.70 |
16 |
1,402 |
-5 |
Total Volume and Open Interest |
5,522 |
53,139 |
+479 |
Cotton(ICE) |
May11 |
110404 |
195.01 |
196.49 |
192.21 |
195.55 |
unch |
16,902 |
72,646 |
+359 |
Jul11 |
110404 |
187.00 |
188.28 |
184.14 |
187.27 |
-0.83 |
10,753 |
48,552 |
+1,555 |
Oct11 |
110404 |
152.00 |
155.00 |
151.66 |
154.00 |
+2.32 |
42 |
421 |
+5 |
Dec11 |
110404 |
131.50 |
136.50 |
130.50 |
136.09 |
+3.91 |
10,350 |
57,386 |
+2,587 |
Mar12 |
110404 |
124.50 |
129.20 |
124.50 |
128.92 |
+3.67 |
926 |
5,773 |
+316 |
May12 |
110404 |
119.15 |
122.48 |
119.15 |
122.07 |
+2.92 |
179 |
1,358 |
+6 |
Total Volume and Open Interest |
39,831 |
189,812 |
+5,216 |
Lumber(CME) |
May11 |
110404 |
297.7 |
298.0 |
293.8 |
295.3 |
-1.7 |
1,669 |
4,744 |
-492 |
Jul11 |
110404 |
318.9 |
318.9 |
313.5 |
313.5 |
-6.4 |
1,158 |
4,023 |
+633 |
Sep11 |
110404 |
322.7 |
323.4 |
320.0 |
323.4 |
-1.5 |
157 |
958 |
+113 |
Nov11 |
110404 |
320.0 |
320.0 |
320.0 |
320.0 |
unch |
0 |
107 |
+0 |
Total Volume and Open Interest |
2,984 |
9,834 |
+254 |
Crude Oil(NYM) |
May11 |
110404 |
108.29 |
108.78 |
107.58 |
108.47 |
+0.53 |
270,630 |
345,009 |
-1,579 |
Jun11 |
110404 |
108.79 |
109.34 |
108.15 |
109.05 |
+0.55 |
92,911 |
164,314 |
+4,627 |
Jul11 |
110404 |
109.32 |
109.75 |
108.63 |
109.53 |
+0.59 |
45,451 |
120,749 |
+5,459 |
Aug11 |
110404 |
109.44 |
109.97 |
108.92 |
109.83 |
+0.66 |
18,287 |
45,611 |
-944 |
Sep11 |
110404 |
109.94 |
110.15 |
109.15 |
110.03 |
+0.72 |
14,841 |
61,217 |
+884 |
Oct11 |
110404 |
109.79 |
110.31 |
109.31 |
110.19 |
+0.78 |
8,759 |
32,913 |
+1,281 |
Nov11 |
110404 |
109.49 |
110.26 |
109.38 |
110.26 |
+0.84 |
8,713 |
37,706 |
-1,520 |
Dec11 |
110404 |
109.65 |
110.39 |
109.24 |
110.25 |
+0.90 |
40,973 |
177,733 |
-669 |
Jan12 |
110404 |
109.89 |
110.11 |
109.28 |
110.06 |
+0.90 |
2,547 |
36,618 |
-320 |
Feb12 |
110404 |
109.36 |
109.93 |
109.36 |
109.82 |
+0.90 |
2,232 |
16,691 |
-182 |
Mar12 |
110404 |
109.57 |
109.57 |
109.57 |
109.57 |
+0.90 |
4,115 |
24,183 |
+297 |
Apr12 |
110404 |
109.28 |
109.28 |
109.28 |
109.28 |
+0.91 |
2,457 |
11,835 |
+638 |
May12 |
110404 |
108.96 |
108.96 |
108.96 |
108.96 |
+0.92 |
1,571 |
11,639 |
-70 |
Jun12 |
110404 |
107.70 |
108.68 |
107.70 |
108.62 |
+0.93 |
8,567 |
64,129 |
+2,551 |
Jul12 |
110404 |
108.22 |
108.22 |
108.22 |
108.22 |
+0.94 |
2,670 |
13,818 |
+228 |
Aug12 |
110404 |
107.81 |
107.81 |
107.81 |
107.81 |
+0.95 |
1,232 |
7,991 |
+58 |
Total Volume and Open Interest |
546,886 |
1,537,665 |
+12,011 |
e-miNY Crude Oil(NYM) |
Apr11 |
110301 |
96.900 |
100.750 |
96.275 |
99.625 |
+2.650 |
|
|
|
May11 |
110404 |
108.175 |
108.800 |
107.600 |
108.475 |
+0.525 |
8,613 |
3,016 |
+560 |
Jun11 |
110404 |
108.800 |
109.275 |
108.150 |
109.050 |
+0.550 |
445 |
621 |
+51 |
Jul11 |
110404 |
109.325 |
109.700 |
109.050 |
109.525 |
+0.575 |
89 |
205 |
-8 |
Aug11 |
110404 |
109.375 |
109.825 |
109.350 |
109.825 |
+0.650 |
0 |
42 |
+0 |
Sep11 |
110404 |
110.025 |
110.025 |
110.025 |
110.025 |
+0.725 |
4 |
14 |
+1 |
Oct11 |
110404 |
110.200 |
110.200 |
110.200 |
110.200 |
+0.800 |
4 |
42 |
-4 |
Nov11 |
110404 |
110.250 |
110.250 |
110.250 |
110.250 |
+0.825 |
0 |
11 |
+0 |
Dec11 |
110404 |
110.500 |
110.500 |
110.250 |
110.250 |
+0.900 |
3 |
225 |
+1 |
Jan12 |
110404 |
109.425 |
110.050 |
109.425 |
110.050 |
+0.900 |
0 |
2 |
+0 |
Total Volume and Open Interest |
9,158 |
4,321 |
+601 |
Heating Oil(NYM) |
May11 |
110404 |
313.44 |
317.67 |
313.44 |
317.14 |
+3.69 |
52,958 |
109,328 |
+1,447 |
Jun11 |
110404 |
315.02 |
318.68 |
314.71 |
318.14 |
+3.62 |
23,641 |
55,443 |
+15 |
Jul11 |
110404 |
316.06 |
319.55 |
315.84 |
319.19 |
+3.54 |
11,468 |
34,572 |
+1,147 |
Aug11 |
110404 |
317.95 |
320.35 |
317.53 |
320.33 |
+3.46 |
5,462 |
21,876 |
+634 |
Sep11 |
110404 |
319.71 |
321.74 |
318.90 |
321.61 |
+3.34 |
4,456 |
14,706 |
-546 |
Oct11 |
110404 |
320.91 |
322.97 |
320.75 |
322.97 |
+3.29 |
1,804 |
7,778 |
+46 |
Nov11 |
110404 |
322.32 |
324.38 |
322.30 |
324.38 |
+3.24 |
1,013 |
7,697 |
+50 |
Dec11 |
110404 |
324.20 |
326.23 |
322.68 |
325.74 |
+3.18 |
5,132 |
27,041 |
+324 |
Jan12 |
110404 |
325.10 |
327.09 |
325.10 |
327.09 |
+3.16 |
448 |
8,055 |
+37 |
Feb12 |
110404 |
325.28 |
327.34 |
325.28 |
327.34 |
+3.11 |
217 |
3,674 |
-87 |
Mar12 |
110404 |
325.30 |
326.19 |
325.30 |
326.19 |
+3.06 |
264 |
1,754 |
-37 |
Apr12 |
110404 |
323.00 |
323.39 |
323.00 |
323.39 |
+2.96 |
105 |
602 |
+92 |
Total Volume and Open Interest |
107,043 |
306,085 |
-3,135 |
Gasoline(NYMEX) |
May11 |
110404 |
316.54 |
317.58 |
314.09 |
316.88 |
+1.75 |
50,490 |
102,848 |
-1,546 |
Jun11 |
110404 |
314.82 |
315.35 |
312.31 |
315.12 |
+2.10 |
26,510 |
46,961 |
+1,807 |
Jul11 |
110404 |
312.36 |
313.44 |
310.75 |
313.43 |
+2.41 |
11,702 |
26,054 |
+1,652 |
Aug11 |
110404 |
309.65 |
311.49 |
308.86 |
311.35 |
+2.77 |
4,734 |
13,481 |
+382 |
Sep11 |
110404 |
306.38 |
308.45 |
305.35 |
308.33 |
+3.03 |
4,766 |
17,564 |
+501 |
Oct11 |
110404 |
291.68 |
294.71 |
291.51 |
294.71 |
+3.20 |
3,067 |
15,095 |
+702 |
Nov11 |
110404 |
288.89 |
291.46 |
288.86 |
291.46 |
+3.44 |
1,126 |
4,539 |
+44 |
Dec11 |
110404 |
288.30 |
290.35 |
286.77 |
290.11 |
+3.67 |
2,692 |
24,040 |
+172 |
Jan12 |
110404 |
288.00 |
290.19 |
287.50 |
290.19 |
+3.68 |
461 |
6,010 |
+241 |
Feb12 |
110404 |
291.44 |
291.44 |
291.44 |
291.44 |
+3.68 |
81 |
2,307 |
+68 |
Total Volume and Open Interest |
105,833 |
274,041 |
-2,913 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110404 |
316.90 |
316.90 |
316.88 |
316.90 |
+1.80 |
1 |
3 |
+1 |
Jun11 |
110404 |
315.10 |
315.12 |
315.10 |
315.10 |
+2.10 |
0 |
1 |
+0 |
Jul11 |
110404 |
313.40 |
313.43 |
313.40 |
313.40 |
+2.40 |
0 |
1 |
+0 |
Aug11 |
110404 |
311.40 |
311.40 |
311.35 |
311.40 |
+2.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
9 |
+1 |
Natural Gas(NYM) |
May11 |
110404 |
4.334 |
4.364 |
4.233 |
4.289 |
-0.073 |
186,367 |
249,301 |
+723 |
Jun11 |
110404 |
4.390 |
4.434 |
4.310 |
4.363 |
-0.074 |
42,547 |
77,587 |
+2,004 |
Jul11 |
110404 |
4.469 |
4.507 |
4.391 |
4.441 |
-0.074 |
33,664 |
107,391 |
+2,411 |
Aug11 |
110404 |
4.507 |
4.548 |
4.433 |
4.486 |
-0.068 |
14,932 |
37,483 |
+1,373 |
Sep11 |
110404 |
4.526 |
4.560 |
4.444 |
4.497 |
-0.065 |
15,723 |
49,719 |
+1,001 |
Oct11 |
110404 |
4.566 |
4.610 |
4.498 |
4.548 |
-0.064 |
31,894 |
77,217 |
+1,750 |
Nov11 |
110404 |
4.750 |
4.775 |
4.679 |
4.725 |
-0.052 |
9,526 |
33,811 |
+46 |
Dec11 |
110404 |
4.974 |
5.005 |
4.927 |
4.967 |
-0.045 |
6,055 |
27,973 |
-200 |
Jan12 |
110404 |
5.090 |
5.136 |
5.054 |
5.090 |
-0.044 |
16,714 |
67,335 |
+1,890 |
Feb12 |
110404 |
5.080 |
5.100 |
5.040 |
5.070 |
-0.046 |
2,428 |
14,398 |
+67 |
Mar12 |
110404 |
5.000 |
5.029 |
4.983 |
5.007 |
-0.047 |
6,731 |
31,186 |
+702 |
Apr12 |
110404 |
4.870 |
4.881 |
4.832 |
4.851 |
-0.055 |
5,399 |
28,953 |
+306 |
May12 |
110404 |
4.897 |
4.901 |
4.865 |
4.877 |
-0.053 |
1,382 |
6,864 |
+434 |
Jun12 |
110404 |
4.905 |
4.941 |
4.903 |
4.913 |
-0.054 |
407 |
4,813 |
+78 |
Jul12 |
110404 |
4.952 |
4.975 |
4.946 |
4.955 |
-0.054 |
1,525 |
4,874 |
+428 |
Aug12 |
110404 |
4.980 |
4.998 |
4.970 |
4.980 |
-0.056 |
482 |
5,793 |
+206 |
Total Volume and Open Interest |
377,915 |
899,335 |
+13,937 |
Brent Crude Oil(ICE) |
May11 |
110404 |
119.05 |
121.29 |
118.75 |
121.06 |
+2.36 |
178,835 |
170,297 |
+11,557 |
Jun11 |
110404 |
118.76 |
120.88 |
118.52 |
120.66 |
+2.25 |
108,470 |
221,452 |
+18,030 |
Jul11 |
110404 |
118.72 |
120.48 |
118.18 |
120.27 |
+2.15 |
38,520 |
79,622 |
+6,611 |
Aug11 |
110404 |
118.48 |
120.11 |
118.15 |
119.90 |
+2.09 |
12,337 |
27,536 |
+999 |
Sep11 |
110404 |
117.58 |
119.66 |
117.58 |
119.49 |
+2.03 |
8,686 |
35,954 |
+146 |
Oct11 |
110404 |
117.86 |
119.27 |
117.43 |
119.11 |
+1.98 |
4,208 |
24,053 |
+1,107 |
Nov11 |
110404 |
116.92 |
118.87 |
116.92 |
118.74 |
+1.94 |
3,474 |
19,909 |
+496 |
Dec11 |
110404 |
117.14 |
118.54 |
116.61 |
118.38 |
+1.91 |
25,078 |
106,789 |
+1,191 |
Jan12 |
110404 |
116.52 |
118.18 |
116.52 |
118.04 |
+1.86 |
2,920 |
20,064 |
-278 |
Feb12 |
110404 |
117.69 |
117.69 |
117.69 |
117.69 |
+1.82 |
1,886 |
13,876 |
-427 |
Mar12 |
110404 |
117.33 |
117.33 |
117.33 |
117.33 |
+1.78 |
3,778 |
24,991 |
+914 |
Apr12 |
110404 |
116.91 |
116.91 |
116.91 |
116.91 |
+1.73 |
835 |
6,353 |
+231 |
May12 |
110404 |
116.45 |
116.45 |
116.45 |
116.45 |
+1.68 |
258 |
4,294 |
+66 |
Jun12 |
110404 |
114.90 |
116.11 |
114.90 |
115.98 |
+1.64 |
3,249 |
37,466 |
+1,057 |
Total Volume and Open Interest |
399,115 |
905,993 |
+40,925 |
Gas Oil(ICE) |
Apr11 |
110404 |
1004.75 |
1016.00 |
1001.50 |
1008.75 |
+8.25 |
61,057 |
93,394 |
-3,495 |
May11 |
110404 |
998.00 |
1012.50 |
998.00 |
1005.50 |
+8.50 |
103,602 |
126,991 |
+2,116 |
Jun11 |
110404 |
1000.00 |
1011.00 |
997.00 |
1004.25 |
+9.25 |
56,404 |
79,963 |
+2,730 |
Jul11 |
110404 |
1002.00 |
1011.25 |
999.50 |
1005.25 |
+9.50 |
24,460 |
38,644 |
+1,727 |
Aug11 |
110404 |
1004.00 |
1011.75 |
1000.75 |
1006.25 |
+9.50 |
13,032 |
27,351 |
+619 |
Sep11 |
110404 |
1005.00 |
1013.75 |
1001.75 |
1007.25 |
+9.50 |
14,073 |
39,310 |
-28 |
Oct11 |
110404 |
1007.75 |
1013.75 |
1003.25 |
1008.25 |
+9.50 |
7,573 |
26,612 |
+23 |
Nov11 |
110404 |
1008.75 |
1012.75 |
1007.75 |
1007.75 |
+9.25 |
4,780 |
21,029 |
+1,858 |
Dec11 |
110404 |
1004.75 |
1014.00 |
1002.25 |
1008.00 |
+9.25 |
14,908 |
59,018 |
+721 |
Jan12 |
090519 |
640.75 |
640.75 |
640.75 |
640.75 |
unch |
|
|
|
Total Volume and Open Interest |
212,424 |
630,107 |
|
Ethanol(CBOT) |
Apr11 |
110404 |
2.709 |
2.715 |
2.700 |
2.715 |
+0.035 |
147 |
338 |
-48 |
May11 |
110404 |
2.674 |
2.705 |
2.674 |
2.700 |
+0.043 |
112 |
871 |
+72 |
Jun11 |
110404 |
2.670 |
2.699 |
2.670 |
2.680 |
+0.034 |
96 |
1,090 |
-15 |
Jul11 |
110404 |
2.660 |
2.685 |
2.660 |
2.668 |
+0.032 |
117 |
1,361 |
-30 |
Aug11 |
110404 |
2.634 |
2.661 |
2.625 |
2.625 |
+0.026 |
76 |
560 |
-35 |
Sep11 |
110404 |
2.560 |
2.579 |
2.550 |
2.550 |
+0.020 |
10 |
813 |
+4 |
Oct11 |
110404 |
2.470 |
2.482 |
2.451 |
2.451 |
+0.013 |
6 |
694 |
+1 |
Nov11 |
110404 |
2.430 |
2.430 |
2.420 |
2.421 |
+0.020 |
11 |
607 |
+2 |
Total Volume and Open Interest |
593 |
7,507 |
-44 |
WTI Crude Oil(ICE |
May11 |
110404 |
108.20 |
108.80 |
107.59 |
108.47 |
+0.53 |
51,319 |
81,476 |
+655 |
Jun11 |
110404 |
108.80 |
109.34 |
108.17 |
109.05 |
+0.55 |
26,210 |
85,322 |
+1,226 |
Jul11 |
110404 |
109.64 |
109.72 |
108.64 |
109.53 |
+0.59 |
11,414 |
48,825 |
+1,637 |
Aug11 |
110404 |
109.75 |
109.91 |
108.90 |
109.83 |
+0.66 |
5,415 |
19,580 |
-333 |
Sep11 |
110404 |
109.87 |
110.07 |
109.15 |
110.03 |
+0.72 |
5,469 |
29,051 |
-12 |
Oct11 |
110404 |
109.95 |
110.19 |
109.39 |
110.19 |
+0.78 |
2,870 |
19,532 |
-98 |
Nov11 |
110404 |
110.12 |
110.35 |
109.43 |
110.26 |
+0.84 |
2,004 |
14,274 |
+34 |
Dec11 |
110404 |
109.87 |
110.35 |
109.26 |
110.25 |
+0.90 |
14,089 |
89,905 |
-175 |
Jan12 |
110404 |
109.62 |
110.14 |
109.62 |
110.06 |
+0.90 |
1,138 |
12,538 |
+63 |
Feb12 |
110404 |
109.82 |
109.82 |
109.82 |
109.82 |
+0.90 |
533 |
2,613 |
+73 |
Mar12 |
110404 |
109.57 |
109.57 |
109.57 |
109.57 |
+0.90 |
999 |
10,274 |
+606 |
Apr12 |
110404 |
109.28 |
109.28 |
109.28 |
109.28 |
+0.91 |
197 |
2,979 |
+3 |
May12 |
110404 |
108.96 |
108.96 |
108.96 |
108.96 |
+0.92 |
221 |
1,434 |
-66 |
Jun12 |
110404 |
107.85 |
108.62 |
107.85 |
108.62 |
+0.93 |
1,692 |
29,913 |
+743 |
Jul12 |
110404 |
108.22 |
108.22 |
108.22 |
108.22 |
+0.94 |
39 |
639 |
-3 |
Aug12 |
110404 |
107.81 |
107.81 |
107.81 |
107.81 |
+0.95 |
44 |
331 |
+0 |
Total Volume and Open Interest |
128,423 |
545,373 |
+6,093 |
US Dollar Index(ICE) |
Jun11 |
110404 |
76.230 |
76.235 |
75.935 |
76.160 |
+0.078 |
23,111 |
53,687 |
+1,101 |
Sep11 |
110404 |
76.500 |
76.570 |
76.340 |
76.570 |
+0.073 |
4 |
526 |
+1 |
Dec11 |
110404 |
76.930 |
76.930 |
76.930 |
76.930 |
+0.073 |
0 |
1 |
+0 |
Total Volume and Open Interest |
23,115 |
54,215 |
+1,102 |
Australian Dollar(CME) |
Jun11 |
110404 |
103.01 |
103.27 |
102.46 |
102.67 |
-0.30 |
75,086 |
142,589 |
+344 |
Sep11 |
110404 |
101.80 |
101.81 |
101.25 |
101.43 |
-0.30 |
66 |
487 |
+21 |
Dec11 |
110404 |
100.28 |
100.58 |
100.28 |
100.28 |
-0.30 |
0 |
53 |
+0 |
Total Volume and Open Interest |
75,152 |
143,129 |
+365 |
British Pound(CME) |
Jun11 |
110404 |
160.97 |
161.62 |
160.92 |
161.12 |
+0.08 |
132,387 |
98,256 |
-1,555 |
Sep11 |
110404 |
160.82 |
160.82 |
160.74 |
160.82 |
+0.08 |
7 |
139 |
-1 |
Dec11 |
110404 |
160.47 |
160.47 |
160.41 |
160.47 |
+0.06 |
0 |
37 |
+0 |
Total Volume and Open Interest |
132,394 |
98,434 |
-1,556 |
Canadian Dollar(CME) |
Jun11 |
110404 |
103.46 |
103.83 |
103.06 |
103.20 |
-0.29 |
60,652 |
119,578 |
-2,092 |
Sep11 |
110404 |
103.44 |
103.44 |
102.85 |
102.93 |
-0.29 |
31 |
2,206 |
-2 |
Dec11 |
110404 |
103.08 |
103.08 |
102.54 |
102.65 |
-0.29 |
25 |
2,235 |
+3 |
Mar12 |
110404 |
102.33 |
102.62 |
102.33 |
102.33 |
-0.29 |
0 |
175 |
+0 |
Total Volume and Open Interest |
60,708 |
124,214 |
-2,091 |
Japanese Yen(CME) |
Jun11 |
110404 |
118.87 |
119.31 |
118.55 |
118.98 |
+0.01 |
136,459 |
90,370 |
-1,393 |
Sep11 |
110404 |
119.01 |
119.39 |
119.00 |
119.09 |
+0.01 |
100 |
755 |
+41 |
Dec11 |
110404 |
119.52 |
119.52 |
119.23 |
119.23 |
-0.01 |
0 |
52 |
+0 |
Total Volume and Open Interest |
136,559 |
91,184 |
-1,352 |
Swiss Franc(CME) |
Jun11 |
110404 |
108.19 |
108.84 |
108.02 |
108.31 |
unch |
37,099 |
55,377 |
-140 |
Sep11 |
110404 |
108.53 |
108.72 |
108.39 |
108.39 |
unch |
5 |
73 |
+0 |
Dec11 |
110404 |
108.73 |
108.83 |
108.45 |
108.45 |
unch |
0 |
12 |
+0 |
Total Volume and Open Interest |
37,104 |
55,463 |
-140 |
EuroFX(CME) |
Jun11 |
110404 |
142.17 |
142.49 |
141.73 |
141.98 |
-0.18 |
313,084 |
224,859 |
+3,498 |
Sep11 |
110404 |
141.70 |
141.95 |
141.49 |
141.61 |
-0.19 |
231 |
1,765 |
+35 |
Dec11 |
110404 |
141.52 |
141.52 |
141.20 |
141.20 |
-0.20 |
1 |
70 |
+0 |
Total Volume and Open Interest |
313,317 |
226,985 |
+3,534 |
Mexican Peso(CME) |
Apr11 |
110404 |
843.8 |
845.2 |
843.8 |
843.8 |
-1.5 |
|
|
|
May11 |
110404 |
840.2 |
841.8 |
840.2 |
840.2 |
-1.5 |
|
|
|
Total Volume and Open Interest |
36,764 |
139,099 |
+9,280 |
30-Year T-Bonds(CBOT) |
Jun11 |
110404 |
120~120 |
120~230 |
120~120 |
120~120 |
unch |
|
|
|
Sep11 |
110404 |
118~260 |
119~070 |
118~260 |
118~290 |
unch |
41 |
218 |
+1 |
Dec11 |
110404 |
117~140 |
117~140 |
117~140 |
117~140 |
unch |
|
|
|
Total Volume and Open Interest |
398,362 |
582,463 |
-7,357 |
10-Year T-Notes(CBOT) |
Jun11 |
110404 |
119~000 |
119~145 |
118~280 |
119~070 |
+0~080 |
1,327,957 |
1,563,026 |
+6,940 |
Sep11 |
110404 |
117~300 |
117~300 |
117~190 |
117~260 |
+0~070 |
9 |
68 |
+3 |
Dec11 |
110404 |
116~260 |
116~260 |
116~190 |
116~260 |
+0~070 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,327,966 |
1,563,098 |
+6,943 |
5-Year T-Notes(CBOT) |
Jun11 |
110404 |
116~085 |
117~007 |
116~082 |
116~117 |
+0~034 |
629,534 |
1,251,311 |
+16,224 |
Sep11 |
110404 |
115~084 |
115~087 |
115~084 |
115~084 |
-0~003 |
|
|
|
Dec11 |
110404 |
114~108 |
114~111 |
114~108 |
114~108 |
-0~003 |
|
|
|
Total Volume and Open Interest |
629,534 |
1,251,311 |
+11,662 |
2 Year T-Notes(CBOT) |
Jun11 |
110404 |
109~002 |
109~015 |
109~000 |
109~010 |
+0~008 |
351,542 |
925,850 |
+28,721 |
Sep11 |
110404 |
108~076 |
108~076 |
108~068 |
108~076 |
+0~008 |
|
|
|
Dec11 |
110404 |
108~014 |
108~014 |
108~006 |
108~014 |
+0~008 |
|
|
|
Total Volume and Open Interest |
351,542 |
925,850 |
+23,968 |
Eurodollars(CME) |
Jun11 |
110404 |
99.660 |
99.685 |
99.655 |
99.680 |
+0.025 |
386,293 |
1,048,563 |
-8,680 |
Sep11 |
110404 |
99.545 |
99.595 |
99.545 |
99.585 |
+0.040 |
354,725 |
1,314,182 |
+23,020 |
Dec11 |
110404 |
99.390 |
99.445 |
99.390 |
99.430 |
+0.040 |
470,797 |
1,410,319 |
+45,030 |
Mar12 |
110404 |
99.120 |
99.195 |
99.120 |
99.170 |
+0.045 |
549,699 |
1,342,720 |
+5,779 |
Jun12 |
110404 |
98.745 |
98.835 |
98.745 |
98.805 |
+0.055 |
641,874 |
1,028,087 |
+75,511 |
Sep12 |
110404 |
98.340 |
98.445 |
98.335 |
98.410 |
+0.065 |
384,251 |
668,876 |
+19,853 |
Dec12 |
110404 |
97.975 |
98.080 |
97.970 |
98.040 |
+0.065 |
338,468 |
472,730 |
+6,981 |
Mar13 |
110404 |
97.680 |
97.785 |
97.675 |
97.745 |
+0.065 |
264,090 |
293,747 |
+531 |
Jun13 |
110404 |
97.425 |
97.520 |
97.415 |
97.480 |
+0.060 |
163,219 |
238,821 |
+14,708 |
Sep13 |
110404 |
97.180 |
97.275 |
97.170 |
97.235 |
+0.055 |
124,608 |
241,579 |
+15,184 |
Dec13 |
110404 |
96.955 |
97.050 |
96.940 |
97.005 |
+0.055 |
76,631 |
188,295 |
+2,523 |
Mar14 |
110404 |
96.750 |
96.845 |
96.745 |
96.805 |
+0.055 |
80,159 |
168,385 |
+418 |
Jun14 |
110404 |
96.550 |
96.645 |
96.545 |
96.605 |
+0.055 |
19,096 |
112,300 |
-214 |
Sep14 |
110404 |
96.355 |
96.450 |
96.355 |
96.410 |
+0.050 |
20,159 |
64,007 |
-658 |
Dec14 |
110404 |
96.165 |
96.250 |
96.155 |
96.205 |
+0.045 |
13,940 |
78,471 |
+328 |
Mar15 |
110404 |
95.995 |
96.085 |
95.990 |
96.040 |
+0.045 |
15,609 |
57,895 |
-53 |
Jun15 |
110404 |
4.085 |
4.165 |
4.085 |
4.125 |
+0.045 |
7,845 |
36,302 |
-5 |
Sep15 |
110404 |
3.935 |
4.020 |
3.935 |
3.975 |
+0.040 |
9,370 |
36,746 |
-83 |
Total Volume and Open Interest |
3,963,193 |
9,025,337 |
+206,795 |
30 Day Federal Funds(CBOT) |
Apr11 |
110404 |
99.885 |
99.893 |
99.880 |
99.890 |
+0.010 |
7,615 |
77,788 |
-420 |
May11 |
110404 |
99.880 |
99.895 |
99.875 |
99.885 |
+0.010 |
3,738 |
70,985 |
-724 |
Jun11 |
110404 |
99.870 |
99.885 |
99.865 |
99.875 |
+0.010 |
3,498 |
45,853 |
+238 |
Jul11 |
110404 |
99.855 |
99.865 |
99.850 |
99.860 |
+0.010 |
4,439 |
50,334 |
+1,986 |
Aug11 |
110404 |
99.840 |
99.845 |
99.830 |
99.840 |
+0.010 |
3,960 |
39,898 |
+899 |
Sep11 |
110404 |
99.820 |
99.830 |
99.805 |
99.825 |
+0.020 |
2,034 |
30,553 |
+250 |
Total Volume and Open Interest |
88,824 |
696,369 |
+23,120 |
30 Day Fed Funds(e-CBOT) |
Apr11 |
090519 |
98.165 |
98.165 |
98.165 |
98.165 |
unch |
1 |
10 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Jun11 |
110404 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
150 |
+0 |
Sep11 |
110404 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110404 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
75 |
+0 |
Mar12 |
110404 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Jun12 |
110404 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110404 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110404 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Mar13 |
110404 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Jun13 |
110404 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep13 |
110404 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110404 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
3,257 |
+0 |
Sep11 |
110404 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,221 |
+0 |
Dec11 |
110404 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
2,016 |
+75 |
Mar12 |
110404 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
100 |
2,742 |
+0 |
Jun12 |
110404 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110404 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110404 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110404 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
100 |
10,926 |
+75 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110401 |
139.57 |
139.73 |
139.13 |
139.13 |
-0.62 |
1,473 |
13,557 |
+431 |
Sep11 |
110404 |
138.23 |
138.23 |
138.23 |
138.23 |
unch |
0 |
1 |
+0 |
Dec11 |
110404 |
136.14 |
136.14 |
136.14 |
136.14 |
unch |
|
|
|
Total Volume and Open Interest |
2,084 |
13,205 |
-241 |
Euro-Bund(EUREX) |
Jun11 |
110404 |
121.11 |
121.20 |
120.84 |
121.17 |
-0.11 |
706,367 |
1,421,017 |
+225,284 |
Sep11 |
110404 |
120.55 |
120.72 |
120.43 |
120.68 |
-0.18 |
53 |
2,347 |
+106 |
Dec11 |
110404 |
120.05 |
120.05 |
120.05 |
120.05 |
-0.11 |
2 |
0 |
+0 |
Total Volume and Open Interest |
706,422 |
1,423,364 |
+225,390 |
Euro-Bobl(EUREX) |
Jun11 |
110322 |
115.08 |
115.14 |
114.85 |
115.04 |
-0.03 |
537,973 |
1,010,693 |
+55,899 |
Sep11 |
110404 |
113.86 |
113.86 |
113.86 |
113.86 |
-0.06 |
1,154 |
15,536 |
-1 |
Dec11 |
110404 |
113.97 |
113.97 |
113.97 |
113.97 |
-0.05 |
|
|
|
Total Volume and Open Interest |
433,741 |
1,196,501 |
+152,504 |
3-Mth Euribor(EUREX) |
Jun11 |
110404 |
98.480 |
98.490 |
98.480 |
98.490 |
+0.010 |
0 |
11,876 |
+102 |
Sep11 |
110404 |
98.160 |
98.160 |
98.160 |
98.160 |
unch |
204 |
2,876 |
+17 |
Dec11 |
110404 |
97.895 |
97.895 |
97.895 |
97.895 |
-0.005 |
203 |
5,335 |
+36 |
Total Volume and Open Interest |
427 |
22,738 |
+192 |
Long Gilt(LIFFE) |
Jun11 |
110404 |
117~00 |
117~00 |
116~18 |
116~30 |
+0~04 |
141,239 |
298,940 |
+4,195 |
Sep11 |
110404 |
118~01 |
118~01 |
118~01 |
118~01 |
+0~04 |
|
|
|
Total Volume and Open Interest |
141,239 |
298,940 |
+4,195 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110404 |
98.95 |
98.96 |
98.94 |
98.95 |
+0.02 |
52,694 |
415,847 |
+20 |
Sep11 |
110404 |
98.73 |
98.75 |
98.72 |
98.74 |
+0.03 |
87,988 |
360,405 |
+5,022 |
Dec11 |
110404 |
98.48 |
98.50 |
98.47 |
98.49 |
+0.03 |
80,462 |
337,893 |
-11,212 |
Mar12 |
110404 |
98.21 |
98.24 |
98.20 |
98.23 |
+0.04 |
69,812 |
324,873 |
-8,911 |
Jun12 |
110404 |
97.92 |
97.94 |
97.91 |
97.93 |
+0.03 |
72,233 |
203,310 |
-1,314 |
Sep12 |
110404 |
97.63 |
97.65 |
97.62 |
97.64 |
+0.03 |
44,884 |
152,262 |
+1,071 |
Total Volume and Open Interest |
484,258 |
2,110,046 |
-9,504 |
3-Mth Euribor(LIFFE) |
Jun11 |
110404 |
98.475 |
98.490 |
98.470 |
98.490 |
+0.015 |
151,712 |
742,396 |
+13,500 |
Sep11 |
110404 |
98.150 |
98.165 |
98.145 |
98.160 |
+0.010 |
155,446 |
627,510 |
-10,445 |
Dec11 |
110404 |
97.880 |
97.900 |
97.870 |
97.895 |
+0.015 |
156,746 |
551,283 |
+2,948 |
Total Volume and Open Interest |
1,000,748 |
3,424,897 |
+46,619 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110404 |
95.10 |
95.11 |
95.07 |
95.09 |
unch |
17,623 |
203,167 |
+5,081 |
Sep11 |
110404 |
95.02 |
95.05 |
95.01 |
95.04 |
+0.01 |
34,197 |
225,632 |
+11,338 |
Dec11 |
110404 |
94.91 |
94.94 |
94.88 |
94.93 |
+0.01 |
13,583 |
125,414 |
+3,227 |
Mar12 |
110404 |
94.78 |
94.80 |
94.74 |
94.80 |
+0.01 |
7,369 |
66,388 |
+1,152 |
Jun12 |
110404 |
94.66 |
94.68 |
94.63 |
94.68 |
+0.01 |
1,282 |
45,641 |
-253 |
Sep12 |
110404 |
94.56 |
94.58 |
94.51 |
94.58 |
+0.01 |
1,784 |
41,989 |
+515 |
Dec12 |
110404 |
94.47 |
94.50 |
94.47 |
94.49 |
+0.01 |
736 |
19,295 |
+336 |
Mar13 |
110404 |
94.40 |
94.44 |
94.40 |
94.43 |
+0.01 |
1,106 |
7,440 |
-79 |
Jun13 |
110404 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.01 |
23 |
1,047 |
-56 |
Sep13 |
110404 |
94.31 |
94.31 |
94.31 |
94.31 |
unch |
11 |
901 |
-11 |
Total Volume and Open Interest |
77,716 |
737,771 |
+21,250 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110404 |
94.44 |
94.47 |
94.40 |
94.45 |
unch |
43,264 |
366,835 |
+256 |
Sep11 |
110404 |
94.45 |
94.45 |
94.45 |
94.45 |
unch |
|
|
|
Total Volume and Open Interest |
43,264 |
366,835 |
+256 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110401 |
94.93 |
94.96 |
94.87 |
94.89 |
-0.04 |
142,245 |
540,129 |
+35,398 |
Sep11 |
110404 |
94.90 |
94.90 |
94.90 |
94.90 |
+0.01 |
|
|
|
Total Volume and Open Interest |
135,389 |
590,848 |
+50,719 |
Gold(CMX) |
Apr11 |
110404 |
1429.1 |
1439.1 |
1428.8 |
1432.2 |
+4.1 |
8,230 |
6,534 |
-5,265 |
Jun11 |
110404 |
1430.0 |
1440.3 |
1429.1 |
1433.0 |
+4.1 |
129,306 |
341,711 |
+9,209 |
Aug11 |
110404 |
1432.2 |
1441.2 |
1431.4 |
1434.4 |
+4.1 |
1,986 |
35,338 |
+466 |
Oct11 |
110404 |
1434.5 |
1442.4 |
1434.5 |
1435.9 |
+4.1 |
116 |
6,569 |
+77 |
Dec11 |
110404 |
1435.3 |
1444.7 |
1434.6 |
1437.4 |
+4.0 |
933 |
31,959 |
+321 |
Feb12 |
110404 |
1437.1 |
1445.3 |
1437.1 |
1439.1 |
+4.0 |
24 |
7,169 |
+5 |
Apr12 |
110404 |
1443.9 |
1445.8 |
1441.0 |
1441.0 |
+3.8 |
33 |
5,009 |
-8 |
Jun12 |
110404 |
1447.0 |
1447.0 |
1443.5 |
1443.5 |
+3.7 |
60 |
6,765 |
+2 |
Aug12 |
110404 |
1446.4 |
1446.4 |
1446.4 |
1446.4 |
+3.5 |
105 |
2,321 |
+105 |
Oct12 |
110404 |
1449.8 |
1449.8 |
1449.8 |
1449.8 |
+3.3 |
0 |
3,044 |
+0 |
Dec12 |
110404 |
1455.0 |
1460.1 |
1454.1 |
1454.1 |
+3.0 |
106 |
11,610 |
+64 |
Feb13 |
110404 |
1459.3 |
1459.3 |
1459.3 |
1459.3 |
+2.5 |
|
|
|
Total Volume and Open Interest |
142,758 |
492,154 |
+5,014 |
Silver(CMX) |
May11 |
110404 |
3784.5 |
3862.0 |
3781.0 |
3849.4 |
+76.2 |
52,152 |
73,502 |
-1,492 |
Jul11 |
110404 |
3785.0 |
3864.5 |
3785.0 |
3851.9 |
+76.2 |
3,173 |
20,293 |
+1,202 |
Sep11 |
110404 |
3809.0 |
3866.0 |
3804.5 |
3853.4 |
+76.1 |
491 |
7,318 |
+116 |
Dec11 |
110404 |
3793.0 |
3865.0 |
3790.0 |
3854.4 |
+75.9 |
1,005 |
16,585 |
+141 |
Mar12 |
110404 |
3808.0 |
3852.7 |
3807.5 |
3852.7 |
+76.0 |
19 |
1,724 |
+13 |
May12 |
110404 |
3846.0 |
3852.0 |
3846.0 |
3852.0 |
+76.0 |
0 |
347 |
+0 |
Jul12 |
110404 |
3843.0 |
3851.4 |
3843.0 |
3851.4 |
+75.9 |
2 |
1,439 |
+0 |
Total Volume and Open Interest |
57,010 |
137,580 |
-32 |
Platinum(NYMEX) |
Apr11 |
110404 |
1781.0 |
1785.1 |
1775.6 |
1783.4 |
+8.5 |
224 |
311 |
-565 |
Jul11 |
110404 |
1769.5 |
1793.0 |
1765.0 |
1787.0 |
+10.1 |
5,335 |
32,080 |
+937 |
Oct11 |
110404 |
1777.5 |
1795.6 |
1771.7 |
1790.8 |
+9.7 |
149 |
922 |
+134 |
Jan12 |
110404 |
1795.1 |
1795.1 |
1792.5 |
1792.5 |
+9.0 |
0 |
14 |
+0 |
Total Volume and Open Interest |
5,709 |
33,363 |
+505 |
Palladium(NYMEX) |
Jun11 |
110404 |
775.75 |
790.30 |
775.05 |
784.40 |
+9.35 |
2,773 |
20,307 |
+238 |
Sep11 |
110404 |
789.50 |
789.50 |
785.05 |
785.75 |
+9.35 |
4 |
544 |
+3 |
Dec11 |
110404 |
785.00 |
787.25 |
785.00 |
787.25 |
+9.35 |
2 |
18 |
-2 |
Total Volume and Open Interest |
2,779 |
20,873 |
+227 |
Copper(CMX) |
May11 |
110404 |
425.95 |
431.05 |
422.35 |
425.50 |
-0.35 |
29,789 |
79,649 |
-193 |
Jul11 |
110404 |
427.40 |
432.65 |
424.40 |
427.30 |
-0.30 |
6,111 |
32,894 |
-115 |
Sep11 |
110404 |
428.35 |
432.25 |
426.50 |
428.65 |
-0.30 |
747 |
9,252 |
+27 |
Dec11 |
110404 |
429.45 |
434.00 |
428.75 |
429.70 |
-0.30 |
482 |
5,674 |
+241 |
Mar12 |
110404 |
430.00 |
430.00 |
430.00 |
430.00 |
-0.30 |
11 |
2,047 |
-1 |
Total Volume and Open Interest |
37,979 |
132,728 |
-1,369 |
DJIA Index(CBOT) |
Jun11 |
110404 |
12310 |
12345 |
12286 |
12337 |
+19 |
147 |
10,216 |
+50 |
Sep11 |
110404 |
12268 |
12268 |
12250 |
12268 |
+18 |
0 |
6 |
+0 |
Dec11 |
110404 |
12201 |
12201 |
12183 |
12201 |
+18 |
0 |
1 |
+0 |
Mar12 |
110404 |
12143 |
12143 |
12125 |
12143 |
+18 |
|
|
|
Total Volume and Open Interest |
147 |
10,223 |
+50 |
S & P 500(CME) |
Jun11 |
110404 |
1326.70 |
1332.50 |
1324.60 |
1329.20 |
+1.50 |
18,646 |
291,290 |
+507 |
Sep11 |
110404 |
1324.00 |
1326.60 |
1319.20 |
1324.00 |
+1.40 |
105 |
4,032 |
+9 |
Dec11 |
110404 |
1318.80 |
1321.50 |
1314.10 |
1318.80 |
+1.30 |
490 |
1,764 |
+315 |
Mar12 |
110404 |
1314.20 |
1316.90 |
1309.50 |
1314.20 |
+1.30 |
|
|
|
Total Volume and Open Interest |
19,241 |
297,091 |
+831 |
S & P 500 E-Mini(Globex) |
Jun11 |
110404 |
1329.75 |
1330.50 |
1329.75 |
1330.00 |
+2.25 |
|
|
|
Sep11 |
110404 |
1322.50 |
1326.00 |
1319.75 |
1324.00 |
+1.50 |
798 |
4,927 |
+344 |
Total Volume and Open Interest |
1,522,765 |
2,653,534 |
+9,754 |
NASDAQ 100(CME) |
Jun11 |
110404 |
2338.50 |
2349.50 |
2321.00 |
2340.50 |
+2.00 |
1,912 |
13,389 |
+1,413 |
Sep11 |
110404 |
2337.30 |
2337.30 |
2325.00 |
2337.30 |
+1.80 |
0 |
1 |
+0 |
Dec11 |
110404 |
2334.80 |
2334.80 |
2333.00 |
2334.80 |
+1.80 |
|
|
|
Total Volume and Open Interest |
1,912 |
13,390 |
+1,413 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110404 |
2337.30 |
2349.80 |
2322.00 |
2340.50 |
+2.00 |
177,992 |
329,784 |
+12,008 |
Sep11 |
110404 |
2334.80 |
2345.00 |
2320.50 |
2337.30 |
+1.80 |
114 |
236 |
+41 |
Total Volume and Open Interest |
178,106 |
330,025 |
+12,049 |
S & P Midcap 400(CME) |
Jun11 |
110404 |
994.50 |
997.00 |
994.50 |
994.50 |
unch |
71 |
1,329 |
+70 |
Sep11 |
110404 |
992.70 |
992.70 |
992.30 |
992.70 |
+0.40 |
|
|
|
Dec11 |
110404 |
991.10 |
991.10 |
990.70 |
991.10 |
+0.40 |
|
|
|
Total Volume and Open Interest |
71 |
1,329 |
+70 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110404 |
9850 |
9850 |
9725 |
9745 |
-80 |
7,191 |
55,038 |
-1,175 |
Sep11 |
110404 |
9775 |
9855 |
9775 |
9775 |
-80 |
5 |
8 |
-4 |
Total Volume and Open Interest |
7,196 |
55,046 |
-1,179 |
Nikkei 225(SGX) |
Jun11 |
110404 |
9730 |
9835 |
9690 |
9725 |
+20 |
108,424 |
223,349 |
+163 |
Sep11 |
110404 |
9725 |
9725 |
9725 |
9725 |
+20 |
19 |
1,310 |
-12 |
Dec11 |
110404 |
9670 |
9670 |
9670 |
9670 |
+20 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
108,885 |
264,703 |
+596 |
CAC 40(EURONEXT) |
Apr11 |
110404 |
4048.0 |
4061.0 |
4036.0 |
4046.0 |
-11.0 |
124,403 |
260,216 |
+11,118 |
May11 |
110404 |
3976.0 |
3987.0 |
3968.0 |
3977.0 |
-11.5 |
145 |
1,121 |
+75 |
Jun11 |
110404 |
3937.0 |
3945.0 |
3928.0 |
3934.0 |
-14.0 |
505 |
27,007 |
+229 |
Total Volume and Open Interest |
125,053 |
288,344 |
+11,422 |
Hang Seng Index(HKFE) |
Apr11 |
110404 |
23944 |
24197 |
23900 |
24185 |
+344 |
68,603 |
81,668 |
+2,438 |
May11 |
110404 |
23847 |
23991 |
23705 |
23984 |
+344 |
1,460 |
746 |
+746 |
Jun11 |
110404 |
23636 |
23864 |
23590 |
23861 |
+343 |
476 |
5,916 |
+43 |
Total Volume and Open Interest |
70,683 |
89,300 |
-19,158 |
DAX(EUREX) |
Jun11 |
110404 |
7195.5 |
7220.0 |
7182.0 |
7199.5 |
+121.0 |
114,964 |
216,215 |
+317 |
Sep11 |
110404 |
7227.0 |
7241.5 |
7213.5 |
7224.5 |
+121.0 |
173 |
5,185 |
+129 |
Dec11 |
110404 |
7257.5 |
7257.5 |
7254.5 |
7254.5 |
+121.0 |
23 |
124 |
-1 |
Total Volume and Open Interest |
115,160 |
221,524 |
+445 |
FT-SE 100(EURONEXT) |
Jun11 |
110404 |
5963.00 |
6000.00 |
5944.00 |
5977.50 |
+5.00 |
113,403 |
598,770 |
+7,340 |
Sep11 |
110404 |
5948.00 |
5948.00 |
5943.50 |
5943.50 |
+5.50 |
0 |
513 |
+0 |
Dec11 |
110404 |
5925.50 |
5925.50 |
5925.50 |
5925.50 |
+5.00 |
20 |
190 |
+0 |
Total Volume and Open Interest |
113,423 |
599,473 |
+7,340 |
SPI 200(SFE) |
Jun11 |
110404 |
4873.0 |
4924.0 |
4872.0 |
4909.0 |
+35.0 |
32,064 |
197,509 |
+3,242 |
Sep11 |
110404 |
4885.0 |
4905.0 |
4885.0 |
4898.0 |
+35.0 |
158 |
3,668 |
+93 |
Dec11 |
110404 |
4919.0 |
4919.0 |
4919.0 |
4919.0 |
+37.0 |
2 |
2,654 |
+0 |
Total Volume and Open Interest |
32,487 |
205,342 |
+3,346 |
GSCI(CME) |
Apr11 |
110404 |
83.24 |
83.24 |
74.59 |
83.24 |
+8.60 |
1,141 |
13,568 |
+778 |
May11 |
110404 |
84.44 |
84.44 |
74.59 |
84.44 |
+9.80 |
38 |
587 |
+0 |
Jun11 |
110404 |
85.44 |
85.44 |
74.59 |
85.44 |
+10.80 |
|
|
|
Total Volume and Open Interest |
1,179 |
14,155 |
+778 |
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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