 |
MRCI's End of Day Prices |
Daily Futures Price Listing Tue April 05, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110405 |
1384.50 |
1389.75 |
1366.50 |
1373.25 |
-10.75 |
113,003 |
217,833 |
-3,109 |
Jul11 |
110405 |
1396.00 |
1401.00 |
1378.00 |
1384.75 |
-10.50 |
64,588 |
158,295 |
+640 |
Aug11 |
110405 |
1398.00 |
1402.00 |
1379.75 |
1386.25 |
-10.25 |
5,347 |
11,110 |
+45 |
Sep11 |
110405 |
1392.75 |
1394.25 |
1378.00 |
1383.00 |
-9.75 |
4,158 |
12,831 |
+513 |
Nov11 |
110405 |
1387.00 |
1392.50 |
1370.50 |
1378.75 |
-10.25 |
38,420 |
181,032 |
+1,899 |
Jan12 |
110405 |
1391.25 |
1397.25 |
1376.25 |
1384.75 |
-9.25 |
3,367 |
22,093 |
+811 |
Mar12 |
110405 |
1387.25 |
1391.50 |
1378.25 |
1381.00 |
-9.50 |
612 |
12,658 |
+108 |
Total Volume and Open Interest |
231,110 |
637,734 |
+1,177 |
Soybean Meal(CBOT) |
May11 |
110405 |
357.50 |
359.20 |
350.90 |
353.60 |
-3.40 |
47,324 |
80,472 |
-2,600 |
Jul11 |
110405 |
362.20 |
364.20 |
356.20 |
358.90 |
-3.30 |
26,764 |
53,850 |
-419 |
Aug11 |
110405 |
364.70 |
365.00 |
358.00 |
360.50 |
-3.20 |
2,740 |
14,081 |
-233 |
Sep11 |
110405 |
365.70 |
365.70 |
360.00 |
361.50 |
-3.20 |
2,008 |
12,233 |
+358 |
Oct11 |
110405 |
364.20 |
364.30 |
357.50 |
360.10 |
-3.80 |
1,432 |
12,554 |
+276 |
Dec11 |
110405 |
363.00 |
364.20 |
357.10 |
359.70 |
-3.80 |
11,901 |
36,378 |
-419 |
Jan12 |
110405 |
362.20 |
364.40 |
360.10 |
360.60 |
-3.80 |
117 |
3,294 |
+19 |
Mar12 |
110405 |
361.90 |
364.50 |
360.50 |
360.90 |
-3.60 |
58 |
2,927 |
+4 |
Total Volume and Open Interest |
92,554 |
220,887 |
-2,983 |
Soybean Oil(CBOT) |
May11 |
110405 |
58.94 |
59.12 |
58.55 |
58.85 |
-0.03 |
53,721 |
131,852 |
+892 |
Jul11 |
110405 |
59.57 |
59.71 |
59.13 |
59.44 |
-0.04 |
26,062 |
109,721 |
+4,100 |
Aug11 |
110405 |
59.74 |
59.85 |
59.33 |
59.62 |
-0.06 |
2,976 |
14,603 |
+482 |
Sep11 |
110405 |
59.65 |
59.90 |
59.52 |
59.80 |
-0.05 |
1,626 |
14,106 |
+152 |
Oct11 |
110405 |
59.58 |
59.78 |
59.50 |
59.73 |
-0.04 |
786 |
13,594 |
-106 |
Dec11 |
110405 |
59.87 |
60.09 |
59.51 |
59.82 |
-0.03 |
11,602 |
71,896 |
+468 |
Jan12 |
110405 |
59.87 |
59.90 |
59.87 |
59.87 |
-0.03 |
74 |
3,083 |
-5 |
Mar12 |
110405 |
59.77 |
59.80 |
59.77 |
59.77 |
-0.03 |
324 |
3,995 |
+306 |
Total Volume and Open Interest |
97,220 |
366,294 |
+6,282 |
Canola(WCE) |
May11 |
110405 |
594.4 |
597.9 |
589.6 |
593.2 |
-1.2 |
9,959 |
56,263 |
-9,625 |
Jul11 |
110405 |
601.9 |
606.6 |
598.4 |
601.8 |
-1.5 |
5,241 |
44,762 |
+1,242 |
Nov11 |
110405 |
580.0 |
583.5 |
578.0 |
582.5 |
+1.0 |
1,771 |
68,848 |
-75 |
Jan12 |
110405 |
586.5 |
588.4 |
584.5 |
588.4 |
+1.3 |
714 |
4,095 |
-14 |
Mar12 |
110405 |
586.6 |
589.5 |
586.6 |
589.5 |
+2.3 |
31 |
973 |
+12 |
Total Volume and Open Interest |
17,767 |
176,851 |
-8,487 |
Corn(CBOT) |
May11 |
110405 |
758.25 |
770.75 |
754.50 |
766.75 |
+6.50 |
224,259 |
511,106 |
+1,039 |
Jul11 |
110405 |
765.50 |
777.75 |
761.50 |
773.75 |
+6.25 |
169,600 |
429,251 |
+17,940 |
Sep11 |
110405 |
697.25 |
706.25 |
692.75 |
703.75 |
+2.75 |
29,184 |
98,123 |
+6,445 |
Dec11 |
110405 |
644.00 |
647.50 |
637.25 |
646.75 |
+1.25 |
104,203 |
408,737 |
+9,284 |
Mar12 |
110405 |
651.75 |
655.75 |
646.50 |
655.25 |
+0.50 |
4,933 |
64,785 |
+690 |
May12 |
110405 |
658.50 |
661.75 |
653.75 |
661.25 |
+0.50 |
1,042 |
10,295 |
+65 |
Total Volume and Open Interest |
537,396 |
1,598,127 |
+36,030 |
Wheat(CBOT) |
May11 |
110405 |
788.75 |
798.25 |
778.50 |
786.25 |
-3.75 |
63,746 |
158,176 |
-7,273 |
Jul11 |
110405 |
825.00 |
835.00 |
815.50 |
822.75 |
-4.00 |
30,953 |
156,125 |
+5,691 |
Sep11 |
110405 |
865.00 |
872.50 |
854.00 |
860.25 |
-5.50 |
5,507 |
44,696 |
+366 |
Dec11 |
110405 |
894.00 |
902.00 |
882.25 |
890.50 |
-5.00 |
10,988 |
93,322 |
+2,620 |
Mar12 |
110405 |
920.00 |
925.50 |
908.25 |
917.75 |
-3.50 |
2,187 |
9,954 |
+624 |
Total Volume and Open Interest |
114,665 |
487,307 |
+2,456 |
Wheat(KCBT) |
May11 |
110405 |
947.75 |
957.75 |
940.00 |
950.00 |
+2.00 |
17,639 |
64,193 |
-1,563 |
Jul11 |
110405 |
958.25 |
968.00 |
950.50 |
960.50 |
+2.00 |
13,354 |
74,817 |
+4,221 |
Sep11 |
110405 |
971.75 |
979.75 |
964.00 |
974.00 |
+2.25 |
3,429 |
19,835 |
+556 |
Dec11 |
110405 |
983.00 |
994.75 |
978.00 |
988.50 |
+2.75 |
3,207 |
21,495 |
+225 |
Mar12 |
110405 |
986.75 |
1000.00 |
984.75 |
993.50 |
+2.25 |
343 |
2,318 |
+4 |
Total Volume and Open Interest |
38,252 |
187,800 |
+3,625 |
Wheat(MGE) |
May11 |
110405 |
961.75 |
973.50 |
956.50 |
962.25 |
+0.75 |
4,261 |
17,227 |
-52 |
Jul11 |
110405 |
969.25 |
981.25 |
964.75 |
970.75 |
+1.50 |
1,977 |
14,510 |
+606 |
Sep11 |
110405 |
971.00 |
981.00 |
966.00 |
972.75 |
+1.00 |
1,055 |
13,734 |
+241 |
Dec11 |
110405 |
981.50 |
992.25 |
977.00 |
981.75 |
+0.25 |
858 |
11,519 |
+211 |
Mar12 |
110405 |
987.50 |
999.75 |
983.75 |
989.75 |
+3.75 |
214 |
1,658 |
+122 |
Total Volume and Open Interest |
8,431 |
60,230 |
+1,165 |
Oats(CBOT) |
May11 |
110405 |
387.25 |
393.00 |
383.75 |
391.50 |
+5.75 |
1,676 |
5,037 |
-765 |
Jul11 |
110405 |
394.75 |
400.00 |
391.50 |
399.00 |
+5.00 |
1,554 |
6,033 |
+883 |
Sep11 |
110405 |
403.00 |
403.00 |
399.00 |
403.00 |
+4.00 |
18 |
198 |
-1 |
Dec11 |
110405 |
404.00 |
409.00 |
401.50 |
407.50 |
+3.25 |
250 |
2,534 |
+39 |
Total Volume and Open Interest |
3,498 |
13,803 |
+156 |
Rough Rice(CBOT) |
May11 |
110405 |
13.95 |
14.21 |
13.90 |
14.11 |
+0.19 |
1,564 |
11,240 |
-709 |
Jul11 |
110405 |
14.30 |
14.52 |
14.30 |
14.43 |
+0.20 |
996 |
8,209 |
+574 |
Sep11 |
110405 |
15.13 |
15.24 |
15.06 |
15.16 |
+0.19 |
101 |
3,648 |
+20 |
Nov11 |
110405 |
15.32 |
15.48 |
15.32 |
15.45 |
+0.17 |
7 |
876 |
-1 |
Total Volume and Open Interest |
2,682 |
24,379 |
-107 |
Live Cattle(CME) |
Apr11 |
110405 |
122.550 |
122.885 |
121.000 |
121.750 |
-0.635 |
17,788 |
38,958 |
-4,075 |
Jun11 |
110405 |
120.900 |
121.285 |
118.950 |
120.000 |
-0.900 |
22,039 |
181,573 |
+2,691 |
Aug11 |
110405 |
121.930 |
122.300 |
120.180 |
121.180 |
-0.955 |
7,216 |
80,016 |
+858 |
Oct11 |
110405 |
125.950 |
126.135 |
124.300 |
125.080 |
-0.900 |
4,371 |
46,757 |
+886 |
Dec11 |
110405 |
126.150 |
126.180 |
124.700 |
125.580 |
-0.650 |
4,650 |
36,952 |
+1,361 |
Feb12 |
110405 |
125.600 |
125.750 |
124.230 |
125.350 |
-0.450 |
819 |
9,854 |
+418 |
Total Volume and Open Interest |
57,375 |
398,748 |
+2,483 |
Feeder Cattle(CME) |
Apr11 |
110405 |
137.500 |
137.900 |
136.350 |
137.100 |
-0.650 |
712 |
3,669 |
-123 |
May11 |
110405 |
138.535 |
139.050 |
137.285 |
137.685 |
-0.715 |
2,157 |
14,414 |
-370 |
Aug11 |
110405 |
141.550 |
141.950 |
140.650 |
141.350 |
-0.050 |
2,158 |
18,572 |
+451 |
Sep11 |
110405 |
141.100 |
141.650 |
140.380 |
141.150 |
-0.100 |
421 |
3,239 |
+69 |
Oct11 |
110405 |
141.300 |
141.300 |
139.985 |
140.550 |
-0.450 |
155 |
1,792 |
+36 |
Nov11 |
110405 |
140.380 |
141.000 |
139.600 |
140.450 |
-0.300 |
133 |
1,042 |
+43 |
Jan12 |
110405 |
138.000 |
138.000 |
137.750 |
137.900 |
-0.350 |
7 |
209 |
+6 |
Total Volume and Open Interest |
5,747 |
42,941 |
-1,539 |
Lean Hogs(CME) |
Apr11 |
110405 |
94.200 |
94.285 |
92.700 |
93.700 |
-0.500 |
4,947 |
16,636 |
-677 |
May11 |
110405 |
103.150 |
103.150 |
101.450 |
102.950 |
-0.350 |
674 |
4,442 |
-119 |
Jun11 |
110405 |
104.180 |
104.300 |
102.300 |
103.250 |
-0.600 |
10,781 |
96,104 |
+251 |
Jul11 |
110405 |
104.050 |
104.050 |
102.350 |
103.250 |
-0.300 |
1,975 |
29,339 |
-66 |
Aug11 |
110405 |
104.135 |
104.450 |
102.750 |
103.680 |
-0.420 |
2,768 |
34,803 |
+593 |
Oct11 |
110405 |
94.450 |
94.600 |
93.100 |
94.100 |
-0.200 |
2,006 |
27,629 |
+272 |
Dec11 |
110405 |
90.135 |
90.450 |
89.135 |
90.035 |
-0.115 |
1,637 |
19,795 |
+410 |
Feb12 |
110405 |
90.580 |
90.580 |
89.400 |
90.200 |
unch |
205 |
4,534 |
+112 |
Total Volume and Open Interest |
25,082 |
237,507 |
+854 |
Class III Milk(CME) |
Apr11 |
110405 |
16.49 |
16.64 |
16.43 |
16.54 |
+0.02 |
253 |
5,586 |
+90 |
May11 |
110405 |
16.16 |
16.52 |
16.08 |
16.25 |
+0.05 |
456 |
5,491 |
+210 |
Jun11 |
110405 |
16.41 |
16.73 |
16.35 |
16.48 |
-0.01 |
79 |
4,255 |
+22 |
Jul11 |
110405 |
17.00 |
17.19 |
16.92 |
16.97 |
-0.03 |
71 |
3,112 |
+17 |
Aug11 |
110405 |
17.42 |
17.61 |
17.34 |
17.47 |
+0.02 |
32 |
3,023 |
+16 |
Total Volume and Open Interest |
1,075 |
33,501 |
-7,023 |
Cocoa(ICE) |
May11 |
110405 |
2992 |
2992 |
2927 |
2975 |
-45 |
14,541 |
49,349 |
-6,406 |
Jul11 |
110405 |
2990 |
3010 |
2945 |
2993 |
-46 |
9,741 |
45,325 |
+3,785 |
Sep11 |
110405 |
2991 |
3020 |
2963 |
3011 |
-41 |
1,722 |
18,983 |
+716 |
Dec11 |
110405 |
3054 |
3054 |
2990 |
3035 |
-39 |
1,510 |
20,302 |
+768 |
Mar12 |
110405 |
3060 |
3081 |
3031 |
3079 |
-34 |
261 |
23,386 |
+82 |
May12 |
110405 |
3050 |
3071 |
3029 |
3071 |
-37 |
56 |
5,655 |
+15 |
Jul12 |
110405 |
3054 |
3075 |
3054 |
3075 |
-36 |
0 |
547 |
+0 |
Total Volume and Open Interest |
27,831 |
167,806 |
-1,040 |
Coffee "C"(ICE) |
May11 |
110405 |
255.10 |
269.95 |
254.05 |
268.25 |
+12.20 |
14,062 |
55,585 |
-3,023 |
Jul11 |
110405 |
258.20 |
272.50 |
256.75 |
270.95 |
+12.25 |
6,073 |
36,727 |
+3,375 |
Sep11 |
110405 |
260.40 |
274.50 |
259.40 |
273.35 |
+12.40 |
1,511 |
12,163 |
+411 |
Dec11 |
110405 |
262.50 |
276.70 |
261.85 |
275.65 |
+12.40 |
481 |
14,664 |
+51 |
Mar12 |
110405 |
265.00 |
277.50 |
263.30 |
277.00 |
+12.50 |
291 |
2,880 |
-72 |
May12 |
110405 |
265.35 |
278.45 |
264.30 |
278.15 |
+12.55 |
160 |
1,423 |
+102 |
Total Volume and Open Interest |
22,636 |
124,466 |
+870 |
Orange Juice(ICE) |
May11 |
110405 |
164.80 |
166.50 |
164.80 |
166.00 |
+0.80 |
1,134 |
14,734 |
-658 |
Jul11 |
110405 |
161.50 |
162.50 |
161.40 |
161.95 |
+0.30 |
796 |
7,555 |
+899 |
Sep11 |
110405 |
159.00 |
159.30 |
158.80 |
159.30 |
+0.15 |
31 |
1,297 |
+19 |
Nov11 |
110405 |
155.95 |
155.95 |
155.95 |
155.95 |
-0.05 |
1 |
831 |
-1 |
Jan12 |
110405 |
155.30 |
155.30 |
155.30 |
155.30 |
-0.05 |
0 |
139 |
+0 |
Mar12 |
110405 |
155.25 |
155.25 |
155.25 |
155.25 |
-0.05 |
0 |
40 |
+0 |
Total Volume and Open Interest |
1,962 |
24,603 |
+259 |
Sugar #11(ICE) |
May11 |
110405 |
27.86 |
28.07 |
27.43 |
27.55 |
-0.45 |
38,273 |
197,434 |
+2,620 |
Jul11 |
110405 |
25.82 |
25.93 |
25.51 |
25.62 |
-0.31 |
22,631 |
199,091 |
+5,549 |
Oct11 |
110405 |
24.89 |
25.04 |
24.70 |
24.98 |
-0.05 |
6,813 |
85,327 |
+837 |
Mar12 |
110405 |
24.30 |
24.51 |
24.18 |
24.46 |
-0.02 |
2,167 |
59,191 |
+524 |
May12 |
110405 |
23.55 |
23.91 |
23.53 |
23.89 |
+0.05 |
751 |
18,028 |
+115 |
Total Volume and Open Interest |
72,033 |
605,837 |
+10,170 |
London Cocoa(LCE) |
May11 |
110405 |
1900 |
1922 |
1888 |
1912 |
-44 |
6,575 |
48,151 |
-620 |
Jul11 |
110405 |
1901 |
1919 |
1886 |
1911 |
-44 |
6,436 |
51,732 |
+1,494 |
Sep11 |
110405 |
1930 |
1934 |
1902 |
1927 |
-41 |
3,575 |
28,536 |
+1,812 |
Dec11 |
110405 |
1930 |
1950 |
1920 |
1946 |
-43 |
2,115 |
31,138 |
-451 |
Mar12 |
110405 |
1944 |
1957 |
1934 |
1956 |
-42 |
2,527 |
25,067 |
+689 |
May12 |
110405 |
1960 |
1967 |
1940 |
1965 |
-42 |
63 |
6,625 |
+14 |
Jul12 |
110405 |
1969 |
1969 |
1969 |
1969 |
-46 |
10 |
3,516 |
+0 |
Total Volume and Open Interest |
21,873 |
203,316 |
+3,493 |
London Sugar(LCE) |
May11 |
110405 |
718.70 |
727.00 |
715.80 |
722.30 |
+6.10 |
4,348 |
21,779 |
-191 |
Aug11 |
110405 |
668.10 |
677.90 |
667.40 |
670.80 |
+3.50 |
2,139 |
22,094 |
+1,050 |
Oct11 |
110405 |
653.00 |
657.90 |
652.30 |
657.10 |
+7.10 |
498 |
6,054 |
+103 |
Dec11 |
110405 |
643.00 |
644.20 |
639.00 |
642.70 |
+4.50 |
159 |
1,888 |
+77 |
Mar12 |
110405 |
634.90 |
635.50 |
633.20 |
633.20 |
+4.40 |
60 |
1,431 |
+29 |
Total Volume and Open Interest |
7,309 |
54,308 |
+1,169 |
Cotton(ICE) |
May11 |
110405 |
194.58 |
202.55 |
188.85 |
201.06 |
+5.51 |
11,462 |
71,838 |
-808 |
Jul11 |
110405 |
187.25 |
193.66 |
180.27 |
191.39 |
+4.12 |
8,423 |
51,422 |
+2,870 |
Oct11 |
110405 |
154.75 |
156.00 |
150.00 |
155.39 |
+1.39 |
10 |
417 |
-4 |
Dec11 |
110405 |
135.00 |
139.69 |
131.00 |
137.76 |
+1.67 |
4,589 |
57,633 |
+247 |
Mar12 |
110405 |
129.00 |
132.00 |
124.19 |
129.83 |
+0.91 |
519 |
5,911 |
+138 |
May12 |
110405 |
122.00 |
122.37 |
118.18 |
122.37 |
+0.30 |
57 |
1,366 |
+8 |
Total Volume and Open Interest |
25,251 |
192,446 |
+2,634 |
Lumber(CME) |
May11 |
110405 |
295.5 |
295.5 |
285.3 |
292.1 |
-3.2 |
2,240 |
4,396 |
-348 |
Jul11 |
110405 |
314.6 |
314.6 |
304.3 |
309.1 |
-4.4 |
1,743 |
4,713 |
+690 |
Sep11 |
110405 |
320.5 |
322.1 |
313.4 |
318.0 |
-5.4 |
237 |
1,056 |
+98 |
Nov11 |
110405 |
319.9 |
321.0 |
316.2 |
321.0 |
+1.0 |
1 |
107 |
+0 |
Total Volume and Open Interest |
4,221 |
10,274 |
+440 |
Crude Oil(NYM) |
May11 |
110405 |
108.20 |
108.60 |
107.50 |
108.34 |
-0.13 |
283,710 |
338,384 |
-6,625 |
Jun11 |
110405 |
108.86 |
109.22 |
108.08 |
108.99 |
-0.06 |
97,213 |
167,363 |
+3,049 |
Jul11 |
110405 |
109.38 |
109.73 |
108.65 |
109.56 |
+0.03 |
40,587 |
127,113 |
+6,364 |
Aug11 |
110405 |
109.70 |
110.03 |
109.01 |
109.91 |
+0.08 |
18,301 |
47,714 |
+2,103 |
Sep11 |
110405 |
109.80 |
110.26 |
109.40 |
110.15 |
+0.12 |
16,902 |
59,397 |
-1,820 |
Oct11 |
110405 |
109.56 |
110.42 |
109.56 |
110.33 |
+0.14 |
9,104 |
35,455 |
+2,542 |
Nov11 |
110405 |
109.90 |
110.55 |
109.51 |
110.40 |
+0.14 |
5,409 |
37,504 |
-202 |
Dec11 |
110405 |
109.92 |
110.55 |
109.41 |
110.39 |
+0.14 |
36,837 |
176,514 |
-1,219 |
Jan12 |
110405 |
109.68 |
110.34 |
109.30 |
110.22 |
+0.16 |
2,069 |
36,546 |
-72 |
Feb12 |
110405 |
109.55 |
110.10 |
109.42 |
109.99 |
+0.17 |
1,944 |
16,776 |
+85 |
Mar12 |
110405 |
109.37 |
109.88 |
109.36 |
109.76 |
+0.19 |
4,412 |
24,948 |
+765 |
Apr12 |
110405 |
109.38 |
109.49 |
109.20 |
109.49 |
+0.21 |
2,422 |
12,857 |
+1,022 |
May12 |
110405 |
109.20 |
109.20 |
109.20 |
109.20 |
+0.24 |
1,900 |
12,018 |
+379 |
Jun12 |
110405 |
108.42 |
108.91 |
108.42 |
108.88 |
+0.26 |
6,927 |
63,235 |
-894 |
Jul12 |
110405 |
108.50 |
108.50 |
108.50 |
108.50 |
+0.28 |
2,205 |
14,013 |
+195 |
Aug12 |
110405 |
108.11 |
108.11 |
108.11 |
108.11 |
+0.30 |
814 |
8,111 |
+120 |
Total Volume and Open Interest |
554,646 |
1,547,722 |
+10,057 |
e-miNY Crude Oil(NYM) |
Apr11 |
110301 |
96.900 |
100.750 |
96.275 |
99.625 |
+2.650 |
|
|
|
May11 |
110405 |
108.250 |
108.600 |
107.475 |
108.350 |
-0.125 |
9,661 |
3,115 |
+99 |
Jun11 |
110405 |
109.000 |
109.200 |
108.125 |
109.000 |
-0.050 |
728 |
731 |
+110 |
Jul11 |
110405 |
109.000 |
109.700 |
108.900 |
109.550 |
+0.025 |
52 |
208 |
+3 |
Aug11 |
110405 |
109.825 |
109.900 |
109.825 |
109.900 |
+0.075 |
1 |
43 |
+1 |
Sep11 |
110405 |
109.575 |
110.150 |
109.575 |
110.150 |
+0.125 |
2 |
14 |
+0 |
Oct11 |
110405 |
109.675 |
110.325 |
109.675 |
110.325 |
+0.125 |
0 |
42 |
+0 |
Nov11 |
110405 |
110.400 |
110.400 |
110.400 |
110.400 |
+0.150 |
0 |
11 |
+0 |
Dec11 |
110405 |
110.400 |
110.400 |
110.400 |
110.400 |
+0.150 |
0 |
225 |
+0 |
Jan12 |
110405 |
110.225 |
110.225 |
110.225 |
110.225 |
+0.175 |
0 |
2 |
+0 |
Total Volume and Open Interest |
10,444 |
4,534 |
+213 |
Heating Oil(NYM) |
May11 |
110405 |
315.99 |
319.52 |
314.36 |
318.50 |
+1.36 |
42,461 |
107,117 |
-2,211 |
Jun11 |
110405 |
317.10 |
320.58 |
315.45 |
319.72 |
+1.58 |
16,524 |
56,339 |
+896 |
Jul11 |
110405 |
318.40 |
321.73 |
317.08 |
320.96 |
+1.77 |
6,083 |
34,968 |
+396 |
Aug11 |
110405 |
319.76 |
322.73 |
319.54 |
322.24 |
+1.91 |
4,039 |
22,584 |
+708 |
Sep11 |
110405 |
320.44 |
324.23 |
319.48 |
323.59 |
+1.98 |
2,403 |
14,955 |
+249 |
Oct11 |
110405 |
322.86 |
324.96 |
322.86 |
324.96 |
+1.99 |
1,829 |
7,826 |
+48 |
Nov11 |
110405 |
324.10 |
326.36 |
324.10 |
326.36 |
+1.98 |
1,601 |
7,648 |
-49 |
Dec11 |
110405 |
324.00 |
328.36 |
324.00 |
327.76 |
+2.02 |
4,917 |
27,027 |
-14 |
Jan12 |
110405 |
329.55 |
329.55 |
328.35 |
329.14 |
+2.05 |
661 |
8,153 |
+98 |
Feb12 |
110405 |
329.45 |
329.78 |
329.41 |
329.41 |
+2.07 |
329 |
3,557 |
-117 |
Mar12 |
110405 |
328.21 |
328.21 |
328.21 |
328.21 |
+2.02 |
551 |
2,005 |
+251 |
Apr12 |
110405 |
325.31 |
325.31 |
325.31 |
325.31 |
+1.92 |
8 |
603 |
+1 |
Total Volume and Open Interest |
81,437 |
306,366 |
+281 |
Gasoline(NYMEX) |
May11 |
110405 |
316.03 |
320.73 |
314.63 |
320.13 |
+3.25 |
52,136 |
102,651 |
-197 |
Jun11 |
110405 |
314.45 |
318.89 |
312.64 |
318.37 |
+3.25 |
29,023 |
48,591 |
+1,630 |
Jul11 |
110405 |
312.81 |
317.19 |
311.24 |
316.72 |
+3.29 |
12,823 |
26,465 |
+411 |
Aug11 |
110405 |
310.66 |
315.00 |
310.66 |
314.65 |
+3.30 |
7,283 |
14,496 |
+1,015 |
Sep11 |
110405 |
307.36 |
312.03 |
306.01 |
311.77 |
+3.44 |
6,658 |
19,065 |
+1,501 |
Oct11 |
110405 |
293.53 |
298.36 |
293.53 |
298.02 |
+3.31 |
4,260 |
16,735 |
+1,640 |
Nov11 |
110405 |
292.85 |
294.75 |
292.85 |
294.75 |
+3.29 |
2,364 |
4,898 |
+359 |
Dec11 |
110405 |
289.38 |
293.69 |
289.38 |
293.32 |
+3.21 |
2,882 |
23,927 |
-113 |
Jan12 |
110405 |
292.18 |
293.40 |
292.06 |
293.40 |
+3.21 |
996 |
5,513 |
-497 |
Feb12 |
110405 |
294.69 |
294.69 |
294.69 |
294.69 |
+3.25 |
10 |
2,317 |
+10 |
Total Volume and Open Interest |
119,345 |
280,686 |
+6,645 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110405 |
320.10 |
320.13 |
320.10 |
320.10 |
+3.20 |
0 |
3 |
+0 |
Jun11 |
110405 |
318.40 |
318.40 |
318.37 |
318.40 |
+3.30 |
0 |
1 |
+0 |
Jul11 |
110405 |
316.70 |
316.72 |
316.70 |
316.70 |
+3.30 |
0 |
1 |
+0 |
Aug11 |
110405 |
314.70 |
314.70 |
314.65 |
314.70 |
+3.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
May11 |
110405 |
4.282 |
4.322 |
4.221 |
4.231 |
-0.058 |
113,930 |
248,211 |
-1,090 |
Jun11 |
110405 |
4.356 |
4.394 |
4.293 |
4.304 |
-0.059 |
28,884 |
80,166 |
+2,579 |
Jul11 |
110405 |
4.439 |
4.471 |
4.379 |
4.384 |
-0.057 |
26,800 |
107,367 |
-24 |
Aug11 |
110405 |
4.485 |
4.517 |
4.426 |
4.433 |
-0.053 |
15,376 |
39,443 |
+1,960 |
Sep11 |
110405 |
4.460 |
4.525 |
4.439 |
4.446 |
-0.051 |
10,465 |
50,442 |
+723 |
Oct11 |
110405 |
4.532 |
4.575 |
4.489 |
4.497 |
-0.051 |
20,624 |
76,195 |
-1,022 |
Nov11 |
110405 |
4.713 |
4.745 |
4.670 |
4.678 |
-0.047 |
10,871 |
33,903 |
+92 |
Dec11 |
110405 |
4.957 |
4.988 |
4.917 |
4.922 |
-0.045 |
5,208 |
28,225 |
+252 |
Jan12 |
110405 |
5.090 |
5.111 |
5.043 |
5.047 |
-0.043 |
11,013 |
67,776 |
+441 |
Feb12 |
110405 |
5.050 |
5.089 |
5.020 |
5.026 |
-0.044 |
1,813 |
15,012 |
+614 |
Mar12 |
110405 |
4.990 |
5.026 |
4.960 |
4.961 |
-0.046 |
4,798 |
32,060 |
+874 |
Apr12 |
110405 |
4.844 |
4.867 |
4.810 |
4.811 |
-0.040 |
4,447 |
28,982 |
+29 |
May12 |
110405 |
4.868 |
4.889 |
4.835 |
4.837 |
-0.040 |
1,156 |
7,379 |
+515 |
Jun12 |
110405 |
4.917 |
4.917 |
4.873 |
4.873 |
-0.040 |
72 |
4,828 |
+15 |
Jul12 |
110405 |
4.964 |
4.964 |
4.917 |
4.917 |
-0.038 |
28 |
4,881 |
+7 |
Aug12 |
110405 |
4.980 |
4.980 |
4.942 |
4.942 |
-0.038 |
145 |
5,736 |
-57 |
Total Volume and Open Interest |
256,592 |
905,502 |
+6,167 |
Brent Crude Oil(ICE) |
May11 |
110405 |
120.81 |
122.89 |
119.95 |
122.22 |
+1.16 |
184,821 |
163,076 |
-7,221 |
Jun11 |
110405 |
120.42 |
122.42 |
119.55 |
121.89 |
+1.23 |
145,444 |
240,823 |
+19,371 |
Jul11 |
110405 |
120.01 |
122.00 |
119.22 |
121.57 |
+1.30 |
52,890 |
83,864 |
+4,242 |
Aug11 |
110405 |
119.56 |
121.61 |
118.97 |
121.24 |
+1.34 |
22,437 |
29,822 |
+2,286 |
Sep11 |
110405 |
119.14 |
121.19 |
118.58 |
120.86 |
+1.37 |
13,644 |
35,136 |
-818 |
Oct11 |
110405 |
118.74 |
120.77 |
118.22 |
120.47 |
+1.36 |
7,994 |
22,973 |
-1,080 |
Nov11 |
110405 |
118.34 |
120.38 |
117.87 |
120.08 |
+1.34 |
5,808 |
19,606 |
-303 |
Dec11 |
110405 |
117.90 |
120.03 |
117.41 |
119.69 |
+1.31 |
25,678 |
109,241 |
+2,452 |
Jan12 |
110405 |
117.69 |
119.46 |
117.35 |
119.35 |
+1.31 |
3,324 |
20,245 |
+181 |
Feb12 |
110405 |
117.25 |
118.99 |
117.25 |
118.99 |
+1.30 |
1,710 |
13,447 |
-429 |
Mar12 |
110405 |
118.62 |
118.62 |
118.62 |
118.62 |
+1.29 |
1,834 |
25,802 |
+811 |
Apr12 |
110405 |
118.21 |
118.21 |
118.21 |
118.21 |
+1.30 |
1,130 |
6,693 |
+340 |
May12 |
110405 |
117.79 |
117.79 |
117.79 |
117.79 |
+1.34 |
423 |
4,485 |
+191 |
Jun12 |
110405 |
115.23 |
117.60 |
115.23 |
117.34 |
+1.36 |
950 |
37,927 |
+461 |
Total Volume and Open Interest |
473,484 |
926,620 |
+20,627 |
Gas Oil(ICE) |
Apr11 |
110405 |
1011.75 |
1022.75 |
1007.50 |
1021.50 |
+12.75 |
41,169 |
88,882 |
-4,512 |
May11 |
110405 |
1008.50 |
1019.25 |
1004.00 |
1018.25 |
+12.75 |
82,241 |
129,485 |
+2,494 |
Jun11 |
110405 |
1007.50 |
1018.00 |
1002.50 |
1017.25 |
+13.00 |
38,981 |
77,635 |
-2,328 |
Jul11 |
110405 |
1008.75 |
1019.25 |
1003.75 |
1018.50 |
+13.25 |
7,626 |
38,072 |
-572 |
Aug11 |
110405 |
1009.75 |
1020.50 |
1004.75 |
1020.00 |
+13.75 |
5,003 |
27,004 |
-347 |
Sep11 |
110405 |
1010.75 |
1021.25 |
1006.00 |
1021.25 |
+14.00 |
6,042 |
39,830 |
+520 |
Oct11 |
110405 |
1011.75 |
1022.00 |
1007.00 |
1022.00 |
+13.75 |
2,416 |
26,864 |
+252 |
Nov11 |
110405 |
1011.25 |
1021.50 |
1007.25 |
1021.50 |
+13.75 |
1,174 |
20,865 |
-164 |
Dec11 |
110405 |
1011.00 |
1022.25 |
1006.75 |
1021.75 |
+13.75 |
6,134 |
59,283 |
+265 |
Jan12 |
090519 |
640.75 |
640.75 |
640.75 |
640.75 |
unch |
|
|
|
Total Volume and Open Interest |
212,424 |
630,107 |
|
Ethanol(CBOT) |
Apr11 |
110405 |
2.695 |
2.710 |
2.695 |
2.706 |
-0.009 |
94 |
259 |
-79 |
May11 |
110405 |
2.680 |
2.720 |
2.680 |
2.719 |
+0.019 |
161 |
912 |
+41 |
Jun11 |
110405 |
2.680 |
2.708 |
2.673 |
2.705 |
+0.025 |
179 |
1,124 |
+34 |
Jul11 |
110405 |
2.681 |
2.700 |
2.676 |
2.695 |
+0.027 |
77 |
1,393 |
+32 |
Aug11 |
110405 |
2.635 |
2.662 |
2.635 |
2.653 |
+0.028 |
35 |
561 |
+1 |
Sep11 |
110405 |
2.560 |
2.571 |
2.558 |
2.568 |
+0.018 |
15 |
815 |
+2 |
Oct11 |
110405 |
2.460 |
2.464 |
2.445 |
2.449 |
-0.002 |
21 |
695 |
+1 |
Nov11 |
110405 |
2.415 |
2.425 |
2.415 |
2.420 |
-0.001 |
6 |
605 |
-2 |
Total Volume and Open Interest |
652 |
7,579 |
+72 |
WTI Crude Oil(ICE |
May11 |
110405 |
108.14 |
108.60 |
107.50 |
108.34 |
-0.13 |
61,635 |
81,731 |
+255 |
Jun11 |
110405 |
108.69 |
109.20 |
108.08 |
108.99 |
-0.06 |
33,535 |
87,196 |
+1,874 |
Jul11 |
110405 |
109.20 |
109.68 |
108.58 |
109.56 |
+0.03 |
11,868 |
50,689 |
+1,864 |
Aug11 |
110405 |
109.34 |
109.97 |
109.17 |
109.91 |
+0.08 |
6,220 |
20,332 |
+752 |
Sep11 |
110405 |
109.40 |
110.23 |
109.40 |
110.15 |
+0.12 |
4,710 |
28,083 |
-968 |
Oct11 |
110405 |
109.58 |
110.39 |
109.58 |
110.33 |
+0.14 |
2,322 |
18,665 |
-867 |
Nov11 |
110405 |
109.65 |
110.41 |
109.65 |
110.40 |
+0.14 |
1,546 |
13,910 |
-364 |
Dec11 |
110405 |
110.00 |
110.55 |
109.41 |
110.39 |
+0.14 |
13,914 |
90,742 |
+837 |
Jan12 |
110405 |
109.74 |
110.22 |
109.74 |
110.22 |
+0.16 |
723 |
12,556 |
+18 |
Feb12 |
110405 |
109.99 |
109.99 |
109.99 |
109.99 |
+0.17 |
598 |
2,687 |
+74 |
Mar12 |
110405 |
109.76 |
109.76 |
109.76 |
109.76 |
+0.19 |
353 |
10,340 |
+66 |
Apr12 |
110405 |
109.49 |
109.49 |
109.49 |
109.49 |
+0.21 |
119 |
2,969 |
-10 |
May12 |
110405 |
109.20 |
109.20 |
109.20 |
109.20 |
+0.24 |
234 |
1,476 |
+42 |
Jun12 |
110405 |
108.55 |
108.99 |
108.32 |
108.88 |
+0.26 |
2,413 |
29,480 |
-433 |
Jul12 |
110405 |
108.50 |
108.50 |
108.50 |
108.50 |
+0.28 |
0 |
639 |
+0 |
Aug12 |
110405 |
108.11 |
108.11 |
108.11 |
108.11 |
+0.30 |
25 |
331 |
+0 |
Total Volume and Open Interest |
146,180 |
550,037 |
+4,664 |
US Dollar Index(ICE) |
Jun11 |
110405 |
76.250 |
76.400 |
75.995 |
76.110 |
-0.050 |
32,624 |
51,054 |
-2,633 |
Sep11 |
110405 |
76.635 |
76.720 |
76.500 |
76.525 |
-0.045 |
37 |
548 |
+22 |
Dec11 |
110405 |
76.885 |
76.885 |
76.885 |
76.885 |
-0.045 |
0 |
1 |
+0 |
Total Volume and Open Interest |
32,661 |
51,604 |
-2,611 |
Australian Dollar(CME) |
Jun11 |
110405 |
102.77 |
102.81 |
102.00 |
102.53 |
-0.14 |
94,695 |
145,787 |
+3,198 |
Sep11 |
110405 |
101.49 |
101.54 |
101.02 |
101.29 |
-0.14 |
27 |
503 |
+16 |
Dec11 |
110405 |
100.15 |
100.28 |
100.14 |
100.14 |
-0.14 |
0 |
53 |
+0 |
Total Volume and Open Interest |
94,722 |
146,343 |
+3,214 |
British Pound(CME) |
Jun11 |
110405 |
161.18 |
162.84 |
160.75 |
162.70 |
+1.58 |
153,680 |
98,411 |
+155 |
Sep11 |
110405 |
162.00 |
162.37 |
160.82 |
162.37 |
+1.55 |
29 |
141 |
+2 |
Dec11 |
110405 |
162.01 |
162.01 |
160.47 |
162.01 |
+1.54 |
0 |
37 |
+0 |
Total Volume and Open Interest |
153,709 |
98,591 |
+157 |
Canadian Dollar(CME) |
Jun11 |
110405 |
103.27 |
103.72 |
103.00 |
103.66 |
+0.46 |
88,173 |
130,489 |
+10,911 |
Sep11 |
110405 |
103.01 |
103.41 |
102.76 |
103.39 |
+0.46 |
126 |
2,214 |
+8 |
Dec11 |
110405 |
102.55 |
103.13 |
102.55 |
103.09 |
+0.44 |
57 |
2,274 |
+39 |
Mar12 |
110405 |
102.54 |
102.77 |
102.33 |
102.77 |
+0.44 |
7 |
179 |
+4 |
Total Volume and Open Interest |
88,363 |
135,176 |
+10,962 |
Japanese Yen(CME) |
Jun11 |
110405 |
118.91 |
119.01 |
117.85 |
117.93 |
-1.05 |
220,454 |
112,085 |
+21,715 |
Sep11 |
110405 |
118.83 |
119.09 |
117.98 |
118.03 |
-1.06 |
521 |
795 |
+40 |
Dec11 |
110405 |
118.18 |
119.23 |
118.18 |
118.18 |
-1.05 |
41 |
65 |
+13 |
Total Volume and Open Interest |
221,056 |
112,952 |
+21,768 |
Swiss Franc(CME) |
Jun11 |
110405 |
108.32 |
108.69 |
107.88 |
108.08 |
-0.23 |
70,180 |
60,185 |
+4,808 |
Sep11 |
110405 |
108.20 |
108.39 |
108.15 |
108.15 |
-0.24 |
39 |
77 |
+4 |
Dec11 |
110405 |
108.21 |
108.45 |
108.21 |
108.21 |
-0.24 |
0 |
12 |
+0 |
Total Volume and Open Interest |
70,219 |
60,275 |
+4,812 |
EuroFX(CME) |
Jun11 |
110405 |
142.00 |
142.26 |
141.31 |
142.05 |
+0.07 |
402,264 |
227,645 |
+2,786 |
Sep11 |
110405 |
141.75 |
141.85 |
140.97 |
141.68 |
+0.07 |
179 |
1,808 |
+43 |
Dec11 |
110405 |
141.26 |
141.26 |
141.20 |
141.26 |
+0.06 |
0 |
70 |
+0 |
Total Volume and Open Interest |
402,443 |
229,814 |
+2,829 |
Mexican Peso(CME) |
Apr11 |
110405 |
846.5 |
846.5 |
843.8 |
846.5 |
+2.8 |
|
|
|
May11 |
110405 |
843.0 |
843.0 |
840.2 |
843.0 |
+2.8 |
|
|
|
Total Volume and Open Interest |
37,037 |
152,326 |
+13,227 |
30-Year T-Bonds(CBOT) |
Jun11 |
110405 |
120~190 |
120~190 |
119~260 |
119~270 |
-0~170 |
|
|
|
Sep11 |
110405 |
118~230 |
119~050 |
118~100 |
118~120 |
-0~170 |
201 |
313 |
+95 |
Dec11 |
110405 |
116~290 |
117~140 |
116~290 |
116~290 |
-0~170 |
|
|
|
Total Volume and Open Interest |
308,334 |
584,083 |
+1,620 |
10-Year T-Notes(CBOT) |
Jun11 |
110405 |
119~075 |
119~130 |
118~210 |
118~245 |
-0~145 |
1,225,517 |
1,597,199 |
+34,173 |
Sep11 |
110405 |
117~250 |
117~260 |
117~105 |
117~105 |
-0~155 |
57 |
81 |
+13 |
Dec11 |
110405 |
116~105 |
116~260 |
116~105 |
116~105 |
-0~155 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,225,574 |
1,597,284 |
+34,186 |
5-Year T-Notes(CBOT) |
Jun11 |
110405 |
116~123 |
117~004 |
116~065 |
116~071 |
-0~046 |
863,364 |
1,304,365 |
+53,054 |
Sep11 |
110405 |
115~036 |
115~084 |
115~036 |
115~036 |
-0~048 |
|
|
|
Dec11 |
110405 |
114~060 |
114~108 |
114~060 |
114~060 |
-0~048 |
|
|
|
Total Volume and Open Interest |
863,364 |
1,304,365 |
+53,054 |
2 Year T-Notes(CBOT) |
Jun11 |
110405 |
109~013 |
109~015 |
108~120 |
108~124 |
-0~014 |
464,712 |
927,979 |
+2,129 |
Sep11 |
110405 |
108~114 |
108~114 |
108~049 |
108~052 |
-0~024 |
11 |
11 |
+11 |
Dec11 |
110405 |
107~118 |
108~014 |
107~118 |
107~118 |
-0~024 |
|
|
|
Total Volume and Open Interest |
464,723 |
927,990 |
+2,140 |
Eurodollars(CME) |
Jun11 |
110405 |
99.685 |
99.695 |
99.670 |
99.675 |
-0.005 |
355,283 |
1,046,303 |
-2,260 |
Sep11 |
110405 |
99.590 |
99.600 |
99.550 |
99.565 |
-0.020 |
474,490 |
1,341,048 |
+26,866 |
Dec11 |
110405 |
99.435 |
99.445 |
99.355 |
99.380 |
-0.050 |
583,389 |
1,417,979 |
+7,660 |
Mar12 |
110405 |
99.175 |
99.190 |
99.080 |
99.105 |
-0.065 |
649,681 |
1,384,909 |
+42,189 |
Jun12 |
110405 |
98.815 |
98.830 |
98.705 |
98.735 |
-0.070 |
761,492 |
1,034,475 |
+6,388 |
Sep12 |
110405 |
98.420 |
98.440 |
98.310 |
98.340 |
-0.070 |
478,127 |
673,295 |
+4,419 |
Dec12 |
110405 |
98.055 |
98.070 |
97.945 |
97.965 |
-0.075 |
461,310 |
466,120 |
-6,610 |
Mar13 |
110405 |
97.755 |
97.770 |
97.645 |
97.660 |
-0.085 |
386,635 |
307,284 |
+13,537 |
Jun13 |
110405 |
97.480 |
97.505 |
97.375 |
97.390 |
-0.090 |
187,524 |
257,362 |
+18,541 |
Sep13 |
110405 |
97.245 |
97.260 |
97.135 |
97.145 |
-0.090 |
134,176 |
246,241 |
+4,662 |
Dec13 |
110405 |
96.995 |
97.030 |
96.900 |
96.910 |
-0.095 |
99,702 |
190,005 |
+1,710 |
Mar14 |
110405 |
96.780 |
96.830 |
96.700 |
96.710 |
-0.095 |
94,792 |
170,041 |
+1,656 |
Jun14 |
110405 |
96.575 |
96.625 |
96.495 |
96.505 |
-0.100 |
25,903 |
111,258 |
-1,042 |
Sep14 |
110405 |
96.390 |
96.430 |
96.300 |
96.310 |
-0.100 |
15,701 |
63,538 |
-469 |
Dec14 |
110405 |
96.185 |
96.230 |
96.100 |
96.110 |
-0.095 |
13,660 |
77,889 |
-582 |
Mar15 |
110405 |
96.020 |
96.065 |
95.935 |
95.950 |
-0.090 |
14,050 |
58,157 |
+262 |
Jun15 |
110405 |
4.105 |
4.145 |
4.020 |
4.035 |
-0.090 |
10,413 |
35,728 |
-574 |
Sep15 |
110405 |
3.965 |
4.000 |
3.865 |
3.885 |
-0.090 |
9,798 |
37,509 |
+763 |
Total Volume and Open Interest |
4,801,857 |
9,147,335 |
+121,998 |
30 Day Federal Funds(CBOT) |
Apr11 |
110405 |
99.895 |
99.897 |
99.887 |
99.890 |
unch |
21,458 |
79,435 |
+1,647 |
May11 |
110405 |
99.890 |
99.900 |
99.875 |
99.880 |
-0.005 |
14,119 |
72,960 |
+1,975 |
Jun11 |
110405 |
99.880 |
99.880 |
99.865 |
99.870 |
-0.005 |
14,928 |
53,271 |
+7,418 |
Jul11 |
110405 |
99.865 |
99.870 |
99.845 |
99.850 |
-0.010 |
7,157 |
50,424 |
+90 |
Aug11 |
110405 |
99.845 |
99.845 |
99.820 |
99.825 |
-0.015 |
5,910 |
40,158 |
+260 |
Sep11 |
110405 |
99.825 |
99.830 |
99.800 |
99.805 |
-0.020 |
8,105 |
31,220 |
+667 |
Total Volume and Open Interest |
161,024 |
640,085 |
-56,284 |
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 |
110405 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.005 |
0 |
150 |
+0 |
Sep11 |
110405 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.005 |
|
|
|
Dec11 |
110405 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
0 |
75 |
+0 |
Mar12 |
110405 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
|
|
|
Jun12 |
110405 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.005 |
|
|
|
Sep12 |
110405 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.005 |
|
|
|
Dec12 |
110405 |
99.565 |
99.565 |
99.565 |
99.565 |
+0.005 |
|
|
|
Mar13 |
110405 |
99.565 |
99.565 |
99.565 |
99.565 |
+0.005 |
|
|
|
Jun13 |
110405 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
|
|
|
Sep13 |
110405 |
99.380 |
99.380 |
99.380 |
99.380 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
225 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110405 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
3,357 |
+100 |
Sep11 |
110405 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
199 |
1,221 |
+0 |
Dec11 |
110405 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
279 |
2,016 |
+0 |
Mar12 |
110405 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
2,847 |
+105 |
Jun12 |
110405 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
1,254 |
+0 |
Sep12 |
110405 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
411 |
+0 |
Dec12 |
110405 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
0 |
24 |
+0 |
Mar13 |
110405 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
0 |
1 |
+0 |
Total Volume and Open Interest |
478 |
11,131 |
+205 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110405 |
139.21 |
139.41 |
138.98 |
139.34 |
+0.21 |
2,084 |
13,204 |
-353 |
Sep11 |
110405 |
138.44 |
138.44 |
138.44 |
138.44 |
+0.21 |
0 |
1 |
+0 |
Dec11 |
110405 |
136.35 |
136.35 |
136.35 |
136.35 |
+0.21 |
|
|
|
Total Volume and Open Interest |
2,466 |
13,089 |
-116 |
Euro-Bund(EUREX) |
Jun11 |
110405 |
120.98 |
121.23 |
120.82 |
120.93 |
-0.24 |
888,943 |
1,202,655 |
-218,362 |
Sep11 |
110405 |
120.35 |
120.73 |
120.35 |
120.46 |
-0.22 |
66 |
3,002 |
+655 |
Dec11 |
110405 |
119.81 |
119.81 |
119.81 |
119.81 |
-0.24 |
|
|
|
Total Volume and Open Interest |
889,009 |
1,205,657 |
-217,707 |
Euro-Bobl(EUREX) |
Jun11 |
110405 |
114.40 |
114.54 |
114.28 |
114.30 |
-0.74 |
568,313 |
1,020,862 |
+10,169 |
Sep11 |
110405 |
113.75 |
113.75 |
113.69 |
113.69 |
-0.17 |
611 |
16,024 |
+488 |
Dec11 |
110405 |
113.83 |
113.83 |
113.83 |
113.83 |
-0.14 |
|
|
|
Total Volume and Open Interest |
560,763 |
1,053,786 |
-142,715 |
3-Mth Euribor(EUREX) |
Jun11 |
110405 |
98.490 |
98.490 |
98.480 |
98.480 |
-0.010 |
181 |
11,488 |
-388 |
Sep11 |
110405 |
98.165 |
98.165 |
98.155 |
98.155 |
-0.005 |
6 |
2,726 |
-150 |
Dec11 |
110405 |
97.910 |
97.910 |
97.890 |
97.890 |
-0.005 |
105 |
5,300 |
-35 |
Total Volume and Open Interest |
295 |
22,112 |
-626 |
Long Gilt(LIFFE) |
Jun11 |
110405 |
116~27 |
116~31 |
116~17 |
116~19 |
-0~11 |
144,238 |
297,856 |
-1,084 |
Sep11 |
110405 |
117~22 |
117~22 |
117~22 |
117~22 |
-0~11 |
|
|
|
Total Volume and Open Interest |
144,238 |
297,856 |
-1,084 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110405 |
98.95 |
98.96 |
98.90 |
98.92 |
-0.03 |
74,770 |
421,949 |
+6,102 |
Sep11 |
110405 |
98.74 |
98.75 |
98.66 |
98.71 |
-0.03 |
91,183 |
350,396 |
-10,009 |
Dec11 |
110405 |
98.48 |
98.50 |
98.41 |
98.45 |
-0.04 |
98,377 |
340,243 |
+2,350 |
Mar12 |
110405 |
98.23 |
98.23 |
98.13 |
98.17 |
-0.06 |
94,168 |
304,967 |
-19,906 |
Jun12 |
110405 |
97.93 |
97.93 |
97.82 |
97.85 |
-0.08 |
102,842 |
190,814 |
-12,496 |
Sep12 |
110405 |
97.63 |
97.64 |
97.53 |
97.55 |
-0.09 |
64,279 |
141,203 |
-11,059 |
Total Volume and Open Interest |
638,968 |
2,060,954 |
-49,092 |
3-Mth Euribor(LIFFE) |
Jun11 |
110405 |
98.490 |
98.500 |
98.460 |
98.480 |
-0.010 |
125,713 |
741,975 |
-421 |
Sep11 |
110405 |
98.160 |
98.175 |
98.130 |
98.155 |
-0.005 |
120,814 |
635,623 |
+8,113 |
Dec11 |
110405 |
97.895 |
97.910 |
97.860 |
97.890 |
-0.005 |
184,429 |
566,789 |
+15,506 |
Total Volume and Open Interest |
1,027,626 |
3,482,565 |
+57,668 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110405 |
95.09 |
95.11 |
95.08 |
95.10 |
+0.01 |
18,080 |
196,782 |
-6,385 |
Sep11 |
110405 |
95.04 |
95.07 |
95.03 |
95.06 |
+0.02 |
29,092 |
213,866 |
-11,766 |
Dec11 |
110405 |
94.92 |
94.97 |
94.91 |
94.97 |
+0.04 |
13,063 |
124,106 |
-1,308 |
Mar12 |
110405 |
94.79 |
94.85 |
94.79 |
94.85 |
+0.05 |
2,531 |
63,542 |
-2,846 |
Jun12 |
110405 |
94.67 |
94.73 |
94.67 |
94.73 |
+0.05 |
983 |
44,544 |
-1,097 |
Sep12 |
110405 |
94.57 |
94.63 |
94.57 |
94.63 |
+0.05 |
1,203 |
41,756 |
-233 |
Dec12 |
110405 |
94.48 |
94.53 |
94.48 |
94.53 |
+0.04 |
307 |
18,783 |
-512 |
Mar13 |
110405 |
94.42 |
94.47 |
94.41 |
94.47 |
+0.04 |
468 |
7,799 |
+359 |
Jun13 |
110405 |
94.35 |
94.42 |
94.35 |
94.41 |
+0.03 |
0 |
1,047 |
+0 |
Sep13 |
110405 |
94.34 |
94.34 |
94.34 |
94.34 |
+0.03 |
0 |
901 |
+0 |
Total Volume and Open Interest |
65,727 |
713,983 |
-23,788 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110405 |
94.44 |
94.49 |
94.43 |
94.48 |
+0.03 |
36,611 |
329,296 |
-37,539 |
Sep11 |
110405 |
94.48 |
94.48 |
94.48 |
94.48 |
+0.03 |
|
|
|
Total Volume and Open Interest |
36,611 |
329,296 |
-37,539 |
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 |
110405 |
94.95 |
94.95 |
94.95 |
94.95 |
+0.05 |
|
|
|
Total Volume and Open Interest |
102,032 |
514,046 |
-76,802 |
Gold(CMX) |
Apr11 |
110405 |
1437.9 |
1457.6 |
1430.3 |
1451.8 |
+19.6 |
5,318 |
4,371 |
-2,163 |
Jun11 |
110405 |
1435.6 |
1458.6 |
1431.0 |
1452.5 |
+19.5 |
165,275 |
344,153 |
+2,442 |
Aug11 |
110405 |
1436.5 |
1459.5 |
1433.1 |
1453.9 |
+19.5 |
1,108 |
35,416 |
+78 |
Oct11 |
110405 |
1437.9 |
1460.7 |
1437.8 |
1455.3 |
+19.4 |
77 |
6,592 |
+23 |
Dec11 |
110405 |
1440.3 |
1462.8 |
1436.7 |
1456.8 |
+19.4 |
1,349 |
32,135 |
+176 |
Feb12 |
110405 |
1442.7 |
1464.2 |
1442.7 |
1458.6 |
+19.5 |
38 |
7,180 |
+11 |
Apr12 |
110405 |
1460.7 |
1462.6 |
1460.7 |
1460.7 |
+19.7 |
103 |
5,025 |
+16 |
Jun12 |
110405 |
1449.2 |
1465.5 |
1443.3 |
1463.4 |
+19.9 |
56 |
6,805 |
+40 |
Aug12 |
110405 |
1464.0 |
1466.3 |
1464.0 |
1466.3 |
+19.9 |
0 |
2,321 |
+0 |
Oct12 |
110405 |
1469.9 |
1469.9 |
1469.9 |
1469.9 |
+20.1 |
0 |
3,044 |
+0 |
Dec12 |
110405 |
1460.8 |
1477.4 |
1460.8 |
1474.7 |
+20.6 |
30 |
11,614 |
+4 |
Feb13 |
110405 |
1486.7 |
1486.7 |
1480.2 |
1480.2 |
+20.9 |
|
|
|
Total Volume and Open Interest |
174,502 |
493,137 |
+983 |
Silver(CMX) |
May11 |
110405 |
3859.5 |
3930.0 |
3807.0 |
3918.3 |
+68.9 |
75,651 |
72,038 |
-1,464 |
Jul11 |
110405 |
3863.5 |
3935.0 |
3815.0 |
3921.0 |
+69.1 |
7,240 |
23,233 |
+2,940 |
Sep11 |
110405 |
3876.5 |
3935.0 |
3830.0 |
3922.6 |
+69.2 |
778 |
7,426 |
+108 |
Dec11 |
110405 |
3866.0 |
3934.5 |
3816.5 |
3923.9 |
+69.5 |
1,425 |
16,801 |
+216 |
Mar12 |
110405 |
3873.0 |
3927.0 |
3833.5 |
3922.7 |
+70.0 |
180 |
1,781 |
+57 |
May12 |
110405 |
3856.5 |
3922.0 |
3811.5 |
3922.0 |
+70.0 |
167 |
444 |
+97 |
Jul12 |
110405 |
3921.4 |
3921.4 |
3921.4 |
3921.4 |
+70.0 |
11 |
1,441 |
+2 |
Total Volume and Open Interest |
85,963 |
139,454 |
+1,874 |
Platinum(NYMEX) |
Apr11 |
110405 |
1791.5 |
1797.5 |
1787.0 |
1796.8 |
+13.4 |
18 |
143 |
-168 |
Jul11 |
110405 |
1788.9 |
1800.7 |
1784.0 |
1796.8 |
+9.8 |
4,378 |
31,982 |
-98 |
Oct11 |
110405 |
1793.2 |
1802.0 |
1790.0 |
1800.5 |
+9.7 |
106 |
952 |
+30 |
Jan12 |
110405 |
1802.0 |
1802.2 |
1802.0 |
1802.2 |
+9.7 |
0 |
14 |
+0 |
Total Volume and Open Interest |
4,502 |
33,127 |
-236 |
Palladium(NYMEX) |
Jun11 |
110405 |
788.80 |
794.30 |
775.75 |
793.10 |
+8.70 |
3,046 |
20,302 |
-5 |
Sep11 |
110405 |
790.85 |
794.45 |
790.55 |
794.45 |
+8.70 |
83 |
545 |
+1 |
Dec11 |
110405 |
783.00 |
795.95 |
783.00 |
795.95 |
+8.70 |
0 |
18 |
+0 |
Total Volume and Open Interest |
3,129 |
20,869 |
-4 |
Copper(CMX) |
May11 |
110405 |
425.15 |
428.95 |
421.35 |
426.45 |
+0.95 |
33,624 |
78,664 |
-985 |
Jul11 |
110405 |
427.25 |
430.50 |
423.40 |
428.25 |
+0.95 |
5,131 |
33,829 |
+935 |
Sep11 |
110405 |
428.55 |
431.85 |
425.80 |
429.60 |
+0.95 |
439 |
9,380 |
+128 |
Dec11 |
110405 |
429.50 |
432.80 |
426.10 |
430.60 |
+0.90 |
207 |
5,758 |
+84 |
Mar12 |
110405 |
430.90 |
430.90 |
430.90 |
430.90 |
+0.90 |
32 |
2,053 |
+6 |
Total Volume and Open Interest |
39,975 |
132,868 |
+140 |
DJIA Index(CBOT) |
Jun11 |
110405 |
12344 |
12380 |
12294 |
12327 |
-10 |
721 |
10,750 |
+534 |
Sep11 |
110405 |
12260 |
12268 |
12260 |
12260 |
-8 |
0 |
6 |
+0 |
Dec11 |
110405 |
12193 |
12201 |
12193 |
12193 |
-8 |
0 |
1 |
+0 |
Mar12 |
110405 |
12135 |
12143 |
12135 |
12135 |
-8 |
|
|
|
Total Volume and Open Interest |
721 |
10,757 |
+534 |
S & P 500(CME) |
Jun11 |
110405 |
1329.80 |
1334.00 |
1323.10 |
1326.70 |
-2.50 |
17,839 |
295,176 |
+3,886 |
Sep11 |
110405 |
1321.40 |
1328.00 |
1320.00 |
1321.40 |
-2.60 |
0 |
4,087 |
+55 |
Dec11 |
110405 |
1316.30 |
1322.80 |
1314.80 |
1316.30 |
-2.50 |
0 |
1,714 |
-50 |
Mar12 |
110405 |
1311.70 |
1318.20 |
1310.20 |
1311.70 |
-2.50 |
|
|
|
Total Volume and Open Interest |
17,839 |
300,982 |
+3,891 |
S & P 500 E-Mini(Globex) |
Jun11 |
110405 |
1327.00 |
1327.00 |
1326.00 |
1326.50 |
-3.50 |
|
|
|
Sep11 |
110405 |
1325.00 |
1328.50 |
1318.00 |
1321.50 |
-2.50 |
2,045 |
6,200 |
+1,273 |
Total Volume and Open Interest |
1,662,136 |
2,642,319 |
-11,215 |
NASDAQ 100(CME) |
Jun11 |
110405 |
2342.30 |
2342.30 |
2318.50 |
2323.30 |
-17.20 |
3,925 |
16,214 |
+2,825 |
Sep11 |
110405 |
2320.00 |
2320.00 |
2317.00 |
2319.30 |
-18.00 |
0 |
1 |
+0 |
Dec11 |
110405 |
2316.80 |
2318.80 |
2316.80 |
2316.80 |
-18.00 |
|
|
|
Total Volume and Open Interest |
3,925 |
16,215 |
+2,825 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110405 |
2341.00 |
2343.00 |
2318.30 |
2323.30 |
-17.20 |
227,985 |
347,297 |
+17,513 |
Sep11 |
110405 |
2338.30 |
2338.30 |
2315.30 |
2319.30 |
-18.00 |
112 |
253 |
+17 |
Total Volume and Open Interest |
228,097 |
347,555 |
+17,530 |
S & P Midcap 400(CME) |
Jun11 |
110405 |
996.80 |
1002.20 |
996.80 |
996.80 |
+2.30 |
174 |
1,414 |
+85 |
Sep11 |
110405 |
994.60 |
994.70 |
994.60 |
994.60 |
+1.90 |
|
|
|
Dec11 |
110405 |
993.00 |
993.10 |
993.00 |
993.00 |
+1.90 |
|
|
|
Total Volume and Open Interest |
174 |
1,414 |
+85 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110405 |
9755 |
9760 |
9600 |
9670 |
-75 |
7,310 |
55,464 |
+426 |
Sep11 |
110405 |
9700 |
9775 |
9700 |
9700 |
-75 |
0 |
8 |
+0 |
Total Volume and Open Interest |
7,310 |
55,472 |
+426 |
Nikkei 225(SGX) |
Jun11 |
110405 |
9730 |
9755 |
9570 |
9640 |
-85 |
106,749 |
222,526 |
-823 |
Sep11 |
110405 |
9670 |
9670 |
9610 |
9640 |
-85 |
194 |
1,311 |
+1 |
Dec11 |
110405 |
9585 |
9585 |
9585 |
9585 |
-85 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
108,198 |
266,117 |
+1,414 |
CAC 40(EURONEXT) |
Apr11 |
110405 |
4050.0 |
4053.5 |
4014.5 |
4043.0 |
-3.0 |
113,630 |
257,643 |
-2,573 |
May11 |
110405 |
3975.5 |
3981.0 |
3947.5 |
3974.0 |
-3.0 |
31 |
1,132 |
+11 |
Jun11 |
110405 |
3939.0 |
3939.0 |
3905.5 |
3929.5 |
-4.5 |
457 |
27,014 |
+7 |
Total Volume and Open Interest |
114,118 |
285,789 |
-2,555 |
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 |
110405 |
7213.5 |
7217.0 |
7148.0 |
7198.5 |
-1.0 |
121,898 |
205,390 |
-10,825 |
Sep11 |
110405 |
7224.5 |
7239.0 |
7179.5 |
7224.0 |
-0.5 |
286 |
5,337 |
+152 |
Dec11 |
110405 |
7227.0 |
7253.5 |
7227.0 |
7253.5 |
-1.0 |
23 |
128 |
+4 |
Total Volume and Open Interest |
122,207 |
210,855 |
-10,669 |
FT-SE 100(EURONEXT) |
Jun11 |
110405 |
5977.50 |
5987.50 |
5946.00 |
5969.00 |
-8.50 |
98,950 |
600,020 |
+1,250 |
Sep11 |
110405 |
5934.00 |
5935.00 |
5915.00 |
5935.00 |
-8.50 |
25 |
503 |
-10 |
Dec11 |
110405 |
5916.50 |
5917.00 |
5916.50 |
5917.00 |
-8.50 |
0 |
190 |
+0 |
Total Volume and Open Interest |
98,975 |
600,713 |
+1,240 |
SPI 200(SFE) |
Jun11 |
110405 |
4911.0 |
4931.0 |
4901.0 |
4926.0 |
+17.0 |
27,828 |
178,976 |
-18,533 |
Sep11 |
110405 |
4900.0 |
4921.0 |
4900.0 |
4915.0 |
+17.0 |
4 |
3,563 |
-105 |
Dec11 |
110405 |
4936.0 |
4936.0 |
4936.0 |
4936.0 |
+17.0 |
172 |
2,757 |
+103 |
Total Volume and Open Interest |
28,079 |
186,809 |
-18,533 |
GSCI(CME) |
Apr11 |
110405 |
84.14 |
85.39 |
79.64 |
84.14 |
+0.90 |
352 |
13,609 |
+41 |
May11 |
110405 |
83.14 |
86.64 |
81.89 |
85.49 |
+1.05 |
24 |
588 |
+1 |
Jun11 |
110405 |
87.14 |
88.14 |
83.64 |
87.14 |
+1.70 |
|
|
|
Total Volume and Open Interest |
376 |
14,197 |
+42 |
Reuters CCI(ICE) |
Jun11 |
110405 |
363.50 |
363.50 |
363.50 |
363.50 |
+0.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|