|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu April 07, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110407 |
1376.00 |
1383.25 |
1360.50 |
1363.50 |
-13.00 |
86,278 |
202,594 |
-8,229 |
Jul11 |
110407 |
1387.25 |
1395.00 |
1372.50 |
1375.50 |
-12.75 |
48,224 |
166,999 |
+4,645 |
Aug11 |
110407 |
1390.00 |
1392.50 |
1373.75 |
1375.50 |
-13.50 |
2,700 |
11,831 |
+336 |
Sep11 |
110407 |
1388.75 |
1392.00 |
1372.50 |
1372.50 |
-13.25 |
1,354 |
13,260 |
+282 |
Nov11 |
110407 |
1374.75 |
1385.00 |
1362.75 |
1365.50 |
-10.75 |
27,659 |
181,350 |
-529 |
Jan12 |
110407 |
1382.50 |
1390.25 |
1369.50 |
1371.50 |
-11.00 |
2,115 |
22,916 |
+357 |
Mar12 |
110407 |
1375.00 |
1383.50 |
1368.00 |
1368.00 |
-11.00 |
635 |
12,881 |
-47 |
Total Volume and Open Interest |
169,924 |
634,186 |
-3,069 |
Soybean Meal(CBOT) |
May11 |
110407 |
355.20 |
357.50 |
350.70 |
350.90 |
-4.70 |
38,780 |
72,414 |
-3,508 |
Jul11 |
110407 |
360.60 |
362.80 |
356.00 |
356.30 |
-4.40 |
19,971 |
57,500 |
+917 |
Aug11 |
110407 |
362.00 |
363.50 |
357.90 |
357.90 |
-4.00 |
2,615 |
15,777 |
+722 |
Sep11 |
110407 |
362.30 |
363.90 |
357.50 |
358.00 |
-4.00 |
1,749 |
12,693 |
+201 |
Oct11 |
110407 |
359.80 |
361.50 |
355.20 |
355.90 |
-3.70 |
1,987 |
12,845 |
-72 |
Dec11 |
110407 |
357.80 |
360.80 |
354.40 |
355.70 |
-2.50 |
7,316 |
38,853 |
+1,099 |
Jan12 |
110407 |
360.00 |
361.50 |
356.80 |
357.20 |
-2.00 |
178 |
3,252 |
-20 |
Mar12 |
110407 |
360.00 |
362.00 |
357.50 |
357.70 |
-1.90 |
111 |
2,975 |
+50 |
Total Volume and Open Interest |
73,093 |
221,496 |
-528 |
Soybean Oil(CBOT) |
May11 |
110407 |
58.68 |
59.01 |
58.15 |
58.32 |
-0.46 |
46,308 |
133,623 |
+677 |
Jul11 |
110407 |
59.28 |
59.60 |
58.76 |
58.94 |
-0.44 |
28,725 |
116,960 |
+4,659 |
Aug11 |
110407 |
59.56 |
59.57 |
59.00 |
59.14 |
-0.44 |
5,436 |
15,197 |
+117 |
Sep11 |
110407 |
59.79 |
59.96 |
59.22 |
59.34 |
-0.42 |
2,480 |
14,049 |
+287 |
Oct11 |
110407 |
59.71 |
59.93 |
59.20 |
59.31 |
-0.41 |
894 |
13,587 |
-49 |
Dec11 |
110407 |
59.70 |
60.01 |
59.15 |
59.38 |
-0.40 |
9,483 |
73,375 |
+1,050 |
Jan12 |
110407 |
59.62 |
59.83 |
59.39 |
59.47 |
-0.36 |
39 |
3,077 |
-6 |
Mar12 |
110407 |
59.38 |
59.73 |
59.38 |
59.38 |
-0.35 |
77 |
4,030 |
+12 |
Total Volume and Open Interest |
93,479 |
377,348 |
+6,744 |
Canola(WCE) |
May11 |
110407 |
587.7 |
590.3 |
580.9 |
582.1 |
-5.2 |
9,565 |
57,182 |
-117 |
Jul11 |
110407 |
596.5 |
598.9 |
590.0 |
590.7 |
-5.4 |
3,241 |
45,341 |
+584 |
Nov11 |
110407 |
580.5 |
583.5 |
574.0 |
575.4 |
-5.0 |
399 |
69,112 |
+61 |
Jan12 |
110407 |
586.4 |
586.4 |
579.8 |
581.3 |
-5.1 |
32 |
4,167 |
+2 |
Mar12 |
110407 |
583.8 |
583.8 |
583.8 |
583.8 |
-3.6 |
1 |
978 |
+1 |
Total Volume and Open Interest |
13,245 |
178,697 |
+538 |
Corn(CBOT) |
May11 |
110407 |
762.75 |
773.25 |
752.75 |
759.00 |
-4.00 |
165,996 |
487,694 |
-14,109 |
Jul11 |
110407 |
769.75 |
781.00 |
760.50 |
766.25 |
-4.25 |
116,204 |
449,489 |
+5,176 |
Sep11 |
110407 |
702.75 |
709.50 |
695.00 |
702.00 |
-1.50 |
19,621 |
109,886 |
+3,264 |
Dec11 |
110407 |
647.00 |
649.75 |
636.50 |
644.25 |
-3.25 |
52,138 |
418,885 |
+5,000 |
Mar12 |
110407 |
654.25 |
657.75 |
645.00 |
652.50 |
-3.25 |
2,404 |
66,011 |
+170 |
May12 |
110407 |
660.00 |
664.00 |
655.00 |
658.75 |
-3.25 |
523 |
10,556 |
+215 |
Total Volume and Open Interest |
358,915 |
1,618,509 |
-376 |
Wheat(CBOT) |
May11 |
110407 |
782.00 |
794.00 |
757.25 |
773.25 |
-9.00 |
65,767 |
147,387 |
-6,740 |
Jul11 |
110407 |
818.00 |
828.00 |
788.00 |
809.00 |
-9.25 |
36,087 |
161,974 |
+4,024 |
Sep11 |
110407 |
855.25 |
860.50 |
829.75 |
845.25 |
-10.50 |
10,258 |
48,255 |
+1,665 |
Dec11 |
110407 |
886.25 |
896.00 |
859.25 |
875.00 |
-12.00 |
11,746 |
96,438 |
+2,249 |
Mar12 |
110407 |
909.50 |
919.00 |
891.25 |
901.50 |
-13.00 |
2,140 |
11,248 |
+729 |
Total Volume and Open Interest |
128,620 |
491,848 |
+2,812 |
Wheat(KCBT) |
May11 |
110407 |
938.75 |
948.00 |
909.00 |
922.75 |
-16.75 |
14,898 |
61,286 |
-826 |
Jul11 |
110407 |
948.75 |
958.75 |
919.50 |
933.75 |
-16.50 |
9,627 |
76,763 |
-138 |
Sep11 |
110407 |
958.75 |
969.00 |
942.50 |
947.00 |
-16.25 |
2,331 |
21,124 |
+72 |
Dec11 |
110407 |
974.25 |
985.00 |
951.00 |
961.25 |
-16.25 |
3,042 |
23,944 |
+911 |
Mar12 |
110407 |
979.00 |
988.75 |
958.50 |
968.25 |
-14.75 |
285 |
2,550 |
+31 |
Total Volume and Open Interest |
30,567 |
191,243 |
+113 |
Wheat(MGE) |
May11 |
110407 |
954.75 |
966.25 |
929.00 |
940.75 |
-13.75 |
4,920 |
16,187 |
-1,753 |
Jul11 |
110407 |
963.00 |
975.25 |
938.50 |
950.00 |
-13.00 |
2,780 |
15,733 |
+1,224 |
Sep11 |
110407 |
964.25 |
975.00 |
940.50 |
952.00 |
-14.00 |
705 |
14,420 |
+168 |
Dec11 |
110407 |
976.00 |
987.00 |
950.00 |
961.25 |
-15.00 |
652 |
11,640 |
+53 |
Mar12 |
110407 |
981.25 |
984.25 |
958.25 |
967.25 |
-14.00 |
149 |
1,616 |
+43 |
Total Volume and Open Interest |
9,307 |
61,291 |
-204 |
Oats(CBOT) |
May11 |
110407 |
388.25 |
396.75 |
373.50 |
373.50 |
-18.50 |
775 |
4,739 |
-61 |
Jul11 |
110407 |
399.00 |
405.25 |
382.00 |
382.00 |
-18.50 |
579 |
6,257 |
+137 |
Sep11 |
110407 |
407.00 |
407.00 |
389.00 |
389.00 |
-16.00 |
0 |
200 |
+0 |
Dec11 |
110407 |
409.00 |
412.00 |
395.50 |
396.50 |
-13.00 |
110 |
2,533 |
-13 |
Total Volume and Open Interest |
1,464 |
13,732 |
+63 |
Rough Rice(CBOT) |
May11 |
110407 |
14.08 |
14.08 |
13.60 |
13.62 |
-0.45 |
652 |
10,981 |
+3 |
Jul11 |
110407 |
14.40 |
14.40 |
13.91 |
13.94 |
-0.46 |
259 |
8,427 |
+48 |
Sep11 |
110407 |
14.94 |
15.09 |
14.69 |
14.72 |
-0.38 |
178 |
3,805 |
+77 |
Nov11 |
110407 |
15.20 |
15.29 |
14.98 |
15.00 |
-0.38 |
42 |
890 |
-9 |
Total Volume and Open Interest |
1,153 |
24,514 |
+124 |
Live Cattle(CME) |
Apr11 |
110407 |
120.600 |
121.250 |
119.385 |
119.900 |
-0.985 |
6,307 |
28,028 |
-971 |
Jun11 |
110407 |
118.400 |
118.900 |
117.080 |
117.650 |
-0.600 |
23,776 |
183,959 |
+448 |
Aug11 |
110407 |
119.350 |
119.930 |
118.385 |
119.080 |
-0.270 |
7,695 |
82,758 |
+522 |
Oct11 |
110407 |
123.250 |
123.850 |
122.450 |
123.285 |
-0.115 |
4,876 |
46,754 |
-172 |
Dec11 |
110407 |
123.750 |
124.450 |
123.200 |
124.035 |
-0.065 |
2,800 |
37,342 |
-188 |
Feb12 |
110407 |
123.730 |
124.300 |
123.050 |
123.900 |
-0.235 |
644 |
10,014 |
+7 |
Total Volume and Open Interest |
46,267 |
393,601 |
-328 |
Feeder Cattle(CME) |
Apr11 |
110407 |
135.650 |
135.900 |
134.500 |
135.130 |
-0.570 |
834 |
3,296 |
-253 |
May11 |
110407 |
136.350 |
136.700 |
135.100 |
135.735 |
-0.715 |
2,928 |
13,493 |
-711 |
Aug11 |
110407 |
139.380 |
140.100 |
138.435 |
139.050 |
-0.750 |
2,862 |
19,700 |
+594 |
Sep11 |
110407 |
139.130 |
139.985 |
138.400 |
139.100 |
-0.500 |
501 |
3,436 |
+127 |
Oct11 |
110407 |
138.750 |
139.500 |
137.880 |
138.700 |
-0.900 |
251 |
1,904 |
+83 |
Nov11 |
110407 |
138.735 |
139.200 |
137.700 |
138.380 |
-0.920 |
104 |
1,088 |
+60 |
Jan12 |
110407 |
136.800 |
137.400 |
136.200 |
136.825 |
-1.025 |
10 |
223 |
+2 |
Total Volume and Open Interest |
7,492 |
43,148 |
-96 |
Lean Hogs(CME) |
Apr11 |
110407 |
93.300 |
93.430 |
92.300 |
92.750 |
-1.230 |
4,643 |
15,088 |
-595 |
May11 |
110407 |
101.000 |
101.900 |
99.700 |
100.450 |
-1.650 |
266 |
4,508 |
+60 |
Jun11 |
110407 |
101.000 |
101.830 |
99.535 |
100.100 |
-1.400 |
15,956 |
96,371 |
+164 |
Jul11 |
110407 |
101.350 |
101.785 |
99.535 |
100.135 |
-1.365 |
2,354 |
30,120 |
+35 |
Aug11 |
110407 |
101.450 |
102.250 |
100.100 |
100.850 |
-1.250 |
4,089 |
37,006 |
+654 |
Oct11 |
110407 |
91.800 |
92.950 |
90.830 |
92.430 |
-0.300 |
5,358 |
29,975 |
+811 |
Dec11 |
110407 |
87.885 |
89.500 |
87.050 |
89.400 |
+0.700 |
2,529 |
21,287 |
+874 |
Feb12 |
110407 |
88.250 |
89.350 |
87.535 |
89.350 |
+0.350 |
442 |
4,884 |
+176 |
Total Volume and Open Interest |
36,189 |
243,995 |
+2,580 |
Class III Milk(CME) |
Apr11 |
110407 |
16.68 |
16.68 |
16.50 |
16.59 |
-0.04 |
125 |
5,353 |
-187 |
May11 |
110407 |
16.49 |
16.85 |
16.45 |
16.70 |
+0.25 |
408 |
5,528 |
+115 |
Jun11 |
110407 |
16.68 |
17.00 |
16.65 |
16.88 |
+0.23 |
196 |
4,199 |
-17 |
Jul11 |
110407 |
17.25 |
17.50 |
17.15 |
17.40 |
+0.25 |
112 |
3,153 |
+26 |
Aug11 |
110407 |
17.60 |
17.82 |
17.60 |
17.75 |
+0.15 |
64 |
3,041 |
+15 |
Total Volume and Open Interest |
1,147 |
33,466 |
+35 |
Cocoa(ICE) |
May11 |
110407 |
2975 |
3028 |
2975 |
2987 |
-12 |
16,399 |
37,812 |
-7,005 |
Jul11 |
110407 |
3014 |
3038 |
2994 |
3002 |
-12 |
13,884 |
55,452 |
+4,200 |
Sep11 |
110407 |
3025 |
3049 |
3013 |
3017 |
-13 |
1,208 |
19,006 |
-12 |
Dec11 |
110407 |
3058 |
3071 |
3033 |
3040 |
-11 |
1,186 |
20,654 |
+482 |
Mar12 |
110407 |
3099 |
3110 |
3085 |
3085 |
-13 |
401 |
23,546 |
+57 |
May12 |
110407 |
3077 |
3077 |
3077 |
3077 |
-14 |
18 |
5,770 |
+5 |
Jul12 |
110407 |
3070 |
3070 |
3070 |
3070 |
-18 |
2 |
547 |
+0 |
Total Volume and Open Interest |
33,101 |
167,050 |
-2,273 |
Coffee "C"(ICE) |
May11 |
110407 |
265.20 |
275.85 |
265.10 |
272.80 |
+7.65 |
19,833 |
51,666 |
-2,116 |
Jul11 |
110407 |
267.75 |
278.70 |
267.75 |
275.65 |
+7.75 |
7,894 |
39,975 |
+1,688 |
Sep11 |
110407 |
270.75 |
280.95 |
270.65 |
278.10 |
+7.80 |
2,296 |
11,959 |
-529 |
Dec11 |
110407 |
273.00 |
283.00 |
273.00 |
280.40 |
+7.75 |
1,071 |
15,255 |
+472 |
Mar12 |
110407 |
274.10 |
283.00 |
274.10 |
282.20 |
+8.25 |
152 |
2,911 |
+27 |
May12 |
110407 |
276.55 |
284.55 |
276.05 |
283.45 |
+8.45 |
137 |
1,591 |
+104 |
Total Volume and Open Interest |
31,509 |
124,409 |
-298 |
Orange Juice(ICE) |
May11 |
110407 |
165.05 |
166.00 |
164.55 |
165.20 |
+1.15 |
1,120 |
14,052 |
-497 |
Jul11 |
110407 |
161.00 |
161.70 |
160.70 |
161.10 |
+0.75 |
511 |
8,969 |
+383 |
Sep11 |
110407 |
158.00 |
158.20 |
157.95 |
158.20 |
+1.10 |
38 |
1,305 |
+6 |
Nov11 |
110407 |
155.50 |
155.50 |
155.45 |
155.45 |
+1.15 |
0 |
838 |
+0 |
Jan12 |
110407 |
155.20 |
155.20 |
155.20 |
155.20 |
+0.95 |
0 |
154 |
+0 |
Mar12 |
110407 |
155.25 |
155.25 |
155.25 |
155.25 |
+0.95 |
0 |
40 |
+0 |
Total Volume and Open Interest |
1,669 |
25,365 |
-108 |
Sugar #11(ICE) |
May11 |
110407 |
26.71 |
26.97 |
26.20 |
26.50 |
-0.21 |
30,388 |
194,256 |
-2,829 |
Jul11 |
110407 |
25.03 |
25.36 |
24.67 |
25.27 |
+0.30 |
23,475 |
206,809 |
+4,577 |
Oct11 |
110407 |
24.70 |
24.98 |
24.39 |
24.94 |
+0.39 |
16,522 |
93,687 |
+4,667 |
Mar12 |
110407 |
24.20 |
24.62 |
24.05 |
24.60 |
+0.35 |
10,651 |
65,582 |
+3,361 |
May12 |
110407 |
23.69 |
24.07 |
23.51 |
24.05 |
+0.32 |
900 |
18,656 |
+238 |
Total Volume and Open Interest |
83,630 |
626,615 |
+10,664 |
London Cocoa(LCE) |
May11 |
110407 |
1929 |
1944 |
1911 |
1921 |
-7 |
7,789 |
46,304 |
-696 |
Jul11 |
110407 |
1925 |
1935 |
1903 |
1914 |
-7 |
6,178 |
51,657 |
+228 |
Sep11 |
110407 |
1938 |
1946 |
1919 |
1927 |
-6 |
2,110 |
28,700 |
+586 |
Dec11 |
110407 |
1946 |
1949 |
1933 |
1941 |
-8 |
3,060 |
30,023 |
-852 |
Mar12 |
110407 |
1953 |
1959 |
1946 |
1954 |
-4 |
2,111 |
25,349 |
+221 |
May12 |
110407 |
1962 |
1965 |
1957 |
1959 |
-8 |
783 |
6,745 |
+118 |
Jul12 |
110407 |
1961 |
1963 |
1961 |
1963 |
-8 |
0 |
3,516 |
+0 |
Total Volume and Open Interest |
22,031 |
200,845 |
-395 |
London Sugar(LCE) |
May11 |
110407 |
705.50 |
713.00 |
701.50 |
707.70 |
+1.90 |
3,450 |
24,040 |
+558 |
Aug11 |
110407 |
654.80 |
661.20 |
650.70 |
655.40 |
+2.00 |
2,397 |
23,721 |
+1,008 |
Oct11 |
110407 |
643.40 |
652.40 |
640.60 |
646.30 |
+2.50 |
377 |
6,196 |
+100 |
Dec11 |
110407 |
637.60 |
641.40 |
634.40 |
639.60 |
+4.90 |
62 |
1,938 |
+24 |
Mar12 |
110407 |
630.70 |
633.40 |
628.30 |
632.50 |
+6.70 |
15 |
1,417 |
+0 |
Total Volume and Open Interest |
6,355 |
58,476 |
+1,731 |
Cotton(ICE) |
May11 |
110407 |
210.05 |
215.06 |
207.14 |
208.22 |
+0.16 |
19,038 |
70,372 |
-168 |
Jul11 |
110407 |
194.50 |
198.81 |
191.31 |
194.57 |
-0.85 |
15,012 |
54,494 |
+1,846 |
Oct11 |
110407 |
159.00 |
166.00 |
159.00 |
164.64 |
+4.14 |
34 |
420 |
-6 |
Dec11 |
110407 |
140.52 |
141.07 |
135.64 |
137.94 |
-4.03 |
6,362 |
58,390 |
+177 |
Mar12 |
110407 |
130.96 |
131.55 |
127.35 |
129.25 |
-3.26 |
1,015 |
6,300 |
+259 |
May12 |
110407 |
123.50 |
123.50 |
121.80 |
121.80 |
-2.63 |
350 |
1,577 |
+176 |
Total Volume and Open Interest |
42,110 |
195,689 |
+2,425 |
Lumber(CME) |
May11 |
110407 |
277.6 |
279.4 |
272.1 |
272.1 |
-10.0 |
839 |
3,975 |
-281 |
Jul11 |
110407 |
298.5 |
298.9 |
289.1 |
289.1 |
-10.0 |
679 |
4,765 |
+34 |
Sep11 |
110407 |
306.7 |
306.7 |
298.0 |
298.0 |
-10.0 |
244 |
1,264 |
+96 |
Nov11 |
110407 |
304.0 |
304.0 |
301.0 |
301.0 |
-10.0 |
34 |
106 |
-1 |
Total Volume and Open Interest |
1,796 |
10,112 |
-152 |
Crude Oil(NYM) |
May11 |
110407 |
108.67 |
110.44 |
108.23 |
110.30 |
+1.47 |
249,358 |
315,901 |
-15,495 |
Jun11 |
110407 |
109.34 |
111.02 |
108.87 |
110.88 |
+1.40 |
105,482 |
185,607 |
+12,204 |
Jul11 |
110407 |
109.79 |
111.47 |
109.49 |
111.37 |
+1.32 |
40,843 |
136,535 |
+6,627 |
Aug11 |
110407 |
110.07 |
111.73 |
109.83 |
111.66 |
+1.27 |
19,985 |
49,275 |
+948 |
Sep11 |
110407 |
110.32 |
111.85 |
110.15 |
111.85 |
+1.24 |
15,205 |
60,284 |
+241 |
Oct11 |
110407 |
110.34 |
111.96 |
110.34 |
111.96 |
+1.19 |
8,756 |
36,814 |
+410 |
Nov11 |
110407 |
110.57 |
111.95 |
110.32 |
111.95 |
+1.14 |
6,186 |
37,933 |
-276 |
Dec11 |
110407 |
110.30 |
111.97 |
110.23 |
111.87 |
+1.10 |
41,172 |
179,959 |
+692 |
Jan12 |
110407 |
110.12 |
111.65 |
110.12 |
111.65 |
+1.08 |
4,175 |
36,049 |
-445 |
Feb12 |
110407 |
110.32 |
111.39 |
110.14 |
111.39 |
+1.06 |
3,067 |
17,441 |
+217 |
Mar12 |
110407 |
110.03 |
111.12 |
109.91 |
111.12 |
+1.05 |
4,202 |
27,135 |
+1,189 |
Apr12 |
110407 |
110.78 |
110.82 |
110.77 |
110.82 |
+1.04 |
1,318 |
13,478 |
+433 |
May12 |
110407 |
109.45 |
110.48 |
109.38 |
110.48 |
+1.02 |
1,171 |
12,319 |
+12 |
Jun12 |
110407 |
109.36 |
110.12 |
109.05 |
110.12 |
+1.00 |
4,143 |
63,969 |
-138 |
Jul12 |
110407 |
109.68 |
109.68 |
109.68 |
109.68 |
+0.96 |
604 |
14,138 |
-129 |
Aug12 |
110407 |
109.22 |
109.22 |
109.22 |
109.22 |
+0.91 |
843 |
8,603 |
+462 |
Total Volume and Open Interest |
523,365 |
1,566,762 |
+6,664 |
e-miNY Crude Oil(NYM) |
Apr11 |
110321 |
102.050 |
103.350 |
101.650 |
102.325 |
+1.250 |
11,151 |
2,230 |
-312 |
May11 |
110407 |
108.625 |
110.450 |
108.225 |
110.300 |
+1.475 |
6,811 |
3,205 |
+28 |
Jun11 |
110407 |
109.225 |
111.000 |
108.900 |
110.875 |
+1.400 |
407 |
697 |
-14 |
Jul11 |
110407 |
109.750 |
111.375 |
109.650 |
111.375 |
+1.325 |
78 |
179 |
-19 |
Aug11 |
110407 |
111.300 |
111.650 |
111.300 |
111.650 |
+1.250 |
1 |
42 |
+0 |
Sep11 |
110407 |
111.850 |
111.850 |
111.675 |
111.850 |
+1.250 |
3 |
12 |
-2 |
Oct11 |
110407 |
111.950 |
111.950 |
111.950 |
111.950 |
+1.175 |
2 |
43 |
+1 |
Nov11 |
110407 |
111.950 |
111.950 |
111.950 |
111.950 |
+1.150 |
0 |
11 |
+0 |
Dec11 |
110407 |
110.025 |
111.875 |
110.025 |
111.875 |
+1.100 |
0 |
226 |
+0 |
Jan12 |
110407 |
111.650 |
111.650 |
111.650 |
111.650 |
+1.075 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,302 |
4,561 |
-6 |
Heating Oil(NYM) |
May11 |
110407 |
319.01 |
321.09 |
317.24 |
320.60 |
+1.48 |
43,963 |
104,115 |
-1,725 |
Jun11 |
110407 |
320.30 |
322.20 |
318.42 |
321.80 |
+1.35 |
17,257 |
56,916 |
+207 |
Jul11 |
110407 |
321.05 |
323.43 |
319.76 |
323.11 |
+1.27 |
8,205 |
34,401 |
-207 |
Aug11 |
110407 |
322.39 |
324.80 |
321.36 |
324.50 |
+1.27 |
6,062 |
23,569 |
+869 |
Sep11 |
110407 |
323.91 |
326.09 |
323.07 |
325.98 |
+1.38 |
4,450 |
15,083 |
+519 |
Oct11 |
110407 |
325.44 |
327.42 |
324.86 |
327.42 |
+1.43 |
1,551 |
7,956 |
+214 |
Nov11 |
110407 |
326.26 |
328.86 |
326.18 |
328.86 |
+1.44 |
973 |
8,031 |
+125 |
Dec11 |
110407 |
328.83 |
330.43 |
326.74 |
330.28 |
+1.45 |
6,305 |
26,621 |
-469 |
Jan12 |
110407 |
329.22 |
331.66 |
329.19 |
331.66 |
+1.43 |
569 |
8,273 |
+64 |
Feb12 |
110407 |
329.47 |
331.88 |
329.47 |
331.88 |
+1.38 |
305 |
3,595 |
+26 |
Mar12 |
110407 |
328.23 |
330.58 |
328.23 |
330.58 |
+1.28 |
309 |
2,265 |
+155 |
Apr12 |
110407 |
325.99 |
327.58 |
325.99 |
327.58 |
+1.18 |
41 |
683 |
+0 |
Total Volume and Open Interest |
91,389 |
305,837 |
+216 |
Gasoline(NYMEX) |
May11 |
110407 |
318.88 |
319.61 |
316.00 |
318.65 |
-0.64 |
48,044 |
103,837 |
+310 |
Jun11 |
110407 |
316.75 |
317.74 |
314.28 |
317.23 |
-0.26 |
23,921 |
49,286 |
+1,348 |
Jul11 |
110407 |
315.05 |
316.28 |
313.00 |
315.95 |
+0.07 |
12,621 |
27,727 |
-89 |
Aug11 |
110407 |
312.56 |
314.24 |
311.05 |
314.17 |
+0.30 |
7,050 |
14,890 |
-939 |
Sep11 |
110407 |
310.30 |
311.62 |
308.57 |
311.62 |
+0.55 |
6,762 |
20,021 |
+371 |
Oct11 |
110407 |
296.11 |
298.33 |
294.80 |
298.26 |
+0.93 |
3,241 |
16,741 |
-106 |
Nov11 |
110407 |
293.96 |
295.37 |
292.95 |
295.27 |
+1.02 |
1,716 |
5,780 |
+602 |
Dec11 |
110407 |
292.01 |
294.14 |
291.20 |
294.01 |
+1.15 |
1,868 |
24,115 |
-143 |
Jan12 |
110407 |
294.19 |
294.19 |
293.63 |
294.19 |
+1.21 |
333 |
5,809 |
+253 |
Feb12 |
110407 |
295.57 |
295.57 |
295.57 |
295.57 |
+1.21 |
15 |
2,303 |
+1 |
Total Volume and Open Interest |
105,603 |
286,614 |
+1,630 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110407 |
318.70 |
318.70 |
318.65 |
318.70 |
-0.60 |
0 |
3 |
+0 |
Jun11 |
110407 |
317.20 |
317.23 |
317.20 |
317.20 |
-0.30 |
0 |
1 |
+0 |
Jul11 |
110407 |
316.00 |
316.00 |
315.95 |
316.00 |
+0.10 |
0 |
1 |
+0 |
Aug11 |
110407 |
314.20 |
314.20 |
314.17 |
314.20 |
+0.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
May11 |
110407 |
4.145 |
4.160 |
4.033 |
4.057 |
-0.089 |
83,124 |
238,783 |
-7,676 |
Jun11 |
110407 |
4.222 |
4.228 |
4.106 |
4.126 |
-0.094 |
25,492 |
84,189 |
+1,059 |
Jul11 |
110407 |
4.291 |
4.310 |
4.190 |
4.209 |
-0.093 |
32,949 |
97,770 |
-1,261 |
Aug11 |
110407 |
4.328 |
4.357 |
4.240 |
4.259 |
-0.093 |
23,296 |
45,166 |
+1,758 |
Sep11 |
110407 |
4.357 |
4.371 |
4.256 |
4.275 |
-0.092 |
8,768 |
52,084 |
+443 |
Oct11 |
110407 |
4.395 |
4.423 |
4.310 |
4.327 |
-0.091 |
16,545 |
77,788 |
-241 |
Nov11 |
110407 |
4.602 |
4.604 |
4.497 |
4.521 |
-0.081 |
4,483 |
33,930 |
+210 |
Dec11 |
110407 |
4.820 |
4.853 |
4.760 |
4.787 |
-0.062 |
5,323 |
27,305 |
+30 |
Jan12 |
110407 |
4.972 |
4.981 |
4.890 |
4.923 |
-0.053 |
10,416 |
72,100 |
+1,380 |
Feb12 |
110407 |
4.960 |
4.960 |
4.877 |
4.909 |
-0.048 |
1,012 |
15,573 |
+219 |
Mar12 |
110407 |
4.880 |
4.893 |
4.815 |
4.844 |
-0.048 |
4,025 |
33,261 |
+710 |
Apr12 |
110407 |
4.740 |
4.765 |
4.679 |
4.712 |
-0.038 |
2,250 |
29,316 |
-109 |
May12 |
110407 |
4.757 |
4.782 |
4.710 |
4.744 |
-0.034 |
279 |
7,775 |
+49 |
Jun12 |
110407 |
4.815 |
4.825 |
4.750 |
4.783 |
-0.032 |
68 |
5,325 |
+5 |
Jul12 |
110407 |
4.866 |
4.866 |
4.810 |
4.829 |
-0.031 |
32 |
4,982 |
+18 |
Aug12 |
110407 |
4.870 |
4.895 |
4.835 |
4.856 |
-0.029 |
81 |
5,734 |
+0 |
Total Volume and Open Interest |
218,965 |
906,245 |
-3,304 |
Brent Crude Oil(ICE) |
May11 |
110407 |
122.35 |
122.89 |
121.38 |
122.67 |
+0.37 |
199,747 |
143,852 |
-3,953 |
Jun11 |
110407 |
121.67 |
122.50 |
121.01 |
122.26 |
+0.33 |
158,266 |
248,916 |
-2,718 |
Jul11 |
110407 |
121.08 |
122.06 |
120.65 |
121.90 |
+0.31 |
51,188 |
90,133 |
+2,081 |
Aug11 |
110407 |
120.71 |
121.68 |
120.32 |
121.55 |
+0.30 |
21,508 |
31,650 |
+1,711 |
Sep11 |
110407 |
120.34 |
121.29 |
119.96 |
121.17 |
+0.31 |
19,645 |
33,470 |
-2,536 |
Oct11 |
110407 |
119.96 |
120.92 |
119.63 |
120.81 |
+0.32 |
8,215 |
23,871 |
+201 |
Nov11 |
110407 |
119.57 |
120.45 |
119.28 |
120.44 |
+0.33 |
6,465 |
20,241 |
+121 |
Dec11 |
110407 |
119.19 |
120.21 |
118.85 |
120.07 |
+0.33 |
45,161 |
108,203 |
-607 |
Jan12 |
110407 |
119.60 |
119.75 |
118.81 |
119.73 |
+0.34 |
4,045 |
19,495 |
-668 |
Feb12 |
110407 |
119.37 |
119.37 |
119.37 |
119.37 |
+0.34 |
3,078 |
12,702 |
-442 |
Mar12 |
110407 |
118.52 |
119.00 |
118.52 |
119.00 |
+0.34 |
2,384 |
27,345 |
+509 |
Apr12 |
110407 |
118.60 |
118.60 |
118.60 |
118.60 |
+0.34 |
467 |
6,525 |
-121 |
May12 |
110407 |
118.17 |
118.17 |
118.17 |
118.17 |
+0.32 |
291 |
4,557 |
+60 |
Jun12 |
110407 |
117.42 |
117.74 |
116.65 |
117.72 |
+0.30 |
5,023 |
36,693 |
-368 |
Total Volume and Open Interest |
539,023 |
922,118 |
-5,925 |
Gas Oil(ICE) |
Apr11 |
110407 |
1023.50 |
1030.00 |
1019.00 |
1024.50 |
-1.00 |
51,497 |
78,988 |
-7,071 |
May11 |
110407 |
1022.50 |
1026.50 |
1015.00 |
1020.75 |
-1.00 |
89,584 |
133,682 |
-2,403 |
Jun11 |
110407 |
1015.75 |
1024.75 |
1013.50 |
1019.25 |
-1.00 |
52,875 |
87,944 |
+3,835 |
Jul11 |
110407 |
1016.00 |
1025.50 |
1014.25 |
1020.00 |
-1.00 |
15,968 |
35,944 |
-967 |
Aug11 |
110407 |
1018.50 |
1026.50 |
1017.25 |
1021.00 |
-1.25 |
8,301 |
26,255 |
+42 |
Sep11 |
110407 |
1018.25 |
1027.25 |
1017.75 |
1022.25 |
-1.25 |
7,876 |
42,537 |
+1,949 |
Oct11 |
110407 |
1019.50 |
1027.75 |
1019.50 |
1023.25 |
-1.25 |
3,911 |
26,729 |
-160 |
Nov11 |
110407 |
1018.75 |
1027.25 |
1018.75 |
1023.00 |
-1.00 |
1,371 |
20,703 |
-209 |
Dec11 |
110407 |
1019.25 |
1028.00 |
1017.50 |
1023.25 |
-0.75 |
9,453 |
62,270 |
+888 |
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 |
110407 |
2.700 |
2.700 |
2.690 |
2.694 |
-0.006 |
318 |
934 |
+28 |
Jun11 |
110407 |
2.688 |
2.695 |
2.677 |
2.681 |
-0.006 |
144 |
939 |
+94 |
Jul11 |
110407 |
2.681 |
2.682 |
2.671 |
2.677 |
-0.007 |
82 |
1,420 |
+10 |
Aug11 |
110407 |
2.652 |
2.660 |
2.642 |
2.647 |
-0.001 |
90 |
569 |
+11 |
Sep11 |
110407 |
2.559 |
2.566 |
2.545 |
2.554 |
-0.005 |
61 |
821 |
+10 |
Oct11 |
110407 |
2.431 |
2.431 |
2.424 |
2.428 |
-0.016 |
26 |
717 |
+11 |
Nov11 |
110407 |
2.411 |
2.415 |
2.398 |
2.404 |
-0.008 |
17 |
601 |
+12 |
Total Volume and Open Interest |
888 |
7,308 |
+65 |
WTI Crude Oil(ICE |
May11 |
110407 |
108.55 |
110.44 |
108.26 |
110.30 |
+1.47 |
59,721 |
83,711 |
+2,116 |
Jun11 |
110407 |
109.17 |
111.03 |
108.98 |
110.88 |
+1.40 |
34,404 |
88,095 |
+2,458 |
Jul11 |
110407 |
109.64 |
111.42 |
109.58 |
111.37 |
+1.32 |
13,157 |
55,915 |
+3,048 |
Aug11 |
110407 |
110.46 |
111.67 |
109.88 |
111.66 |
+1.27 |
6,398 |
22,271 |
+986 |
Sep11 |
110407 |
110.68 |
111.87 |
110.25 |
111.85 |
+1.24 |
7,942 |
28,305 |
-625 |
Oct11 |
110407 |
110.85 |
111.96 |
110.72 |
111.96 |
+1.19 |
3,415 |
18,561 |
-176 |
Nov11 |
110407 |
110.83 |
111.95 |
110.57 |
111.95 |
+1.14 |
2,207 |
14,205 |
+45 |
Dec11 |
110407 |
110.84 |
111.92 |
110.24 |
111.87 |
+1.10 |
22,089 |
89,285 |
-220 |
Jan12 |
110407 |
110.68 |
111.65 |
110.68 |
111.65 |
+1.08 |
801 |
12,666 |
+140 |
Feb12 |
110407 |
111.39 |
111.39 |
111.39 |
111.39 |
+1.06 |
490 |
2,733 |
+87 |
Mar12 |
110407 |
111.12 |
111.12 |
111.12 |
111.12 |
+1.05 |
697 |
10,282 |
-37 |
Apr12 |
110407 |
110.82 |
110.82 |
110.82 |
110.82 |
+1.04 |
288 |
2,982 |
+13 |
May12 |
110407 |
110.48 |
110.48 |
110.48 |
110.48 |
+1.02 |
414 |
1,519 |
+33 |
Jun12 |
110407 |
109.88 |
110.12 |
109.88 |
110.12 |
+1.00 |
2,277 |
28,818 |
-90 |
Jul12 |
110407 |
109.68 |
109.68 |
109.68 |
109.68 |
+0.96 |
27 |
691 |
+8 |
Aug12 |
110407 |
109.22 |
109.22 |
109.22 |
109.22 |
+0.91 |
32 |
343 |
+15 |
Total Volume and Open Interest |
160,572 |
560,198 |
+9,500 |
US Dollar Index(ICE) |
Jun11 |
110407 |
75.780 |
76.055 |
75.735 |
75.810 |
+0.052 |
23,699 |
49,776 |
-415 |
Sep11 |
110407 |
76.260 |
76.300 |
76.230 |
76.230 |
+0.058 |
31 |
531 |
-15 |
Dec11 |
110407 |
76.590 |
76.590 |
76.590 |
76.590 |
+0.057 |
0 |
1 |
+0 |
Total Volume and Open Interest |
23,730 |
50,309 |
-430 |
Australian Dollar(CME) |
Jun11 |
110407 |
103.48 |
104.23 |
103.28 |
103.67 |
+0.17 |
89,401 |
145,441 |
+1,291 |
Sep11 |
110407 |
102.58 |
102.81 |
102.05 |
102.40 |
+0.16 |
27 |
611 |
+9 |
Dec11 |
110407 |
101.23 |
101.23 |
101.09 |
101.23 |
+0.14 |
3 |
56 |
+3 |
Total Volume and Open Interest |
89,431 |
146,108 |
+1,303 |
British Pound(CME) |
Jun11 |
110407 |
163.15 |
163.65 |
162.46 |
163.01 |
-0.11 |
148,504 |
111,033 |
+11,587 |
Sep11 |
110407 |
162.83 |
162.90 |
162.46 |
162.70 |
-0.11 |
29 |
147 |
+6 |
Dec11 |
110407 |
162.36 |
162.46 |
162.36 |
162.36 |
-0.10 |
0 |
37 |
+0 |
Total Volume and Open Interest |
148,533 |
111,219 |
+11,593 |
Canadian Dollar(CME) |
Jun11 |
110407 |
103.94 |
104.34 |
103.76 |
104.12 |
+0.03 |
51,747 |
133,226 |
+3,494 |
Sep11 |
110407 |
103.65 |
104.04 |
103.50 |
103.84 |
+0.03 |
98 |
2,413 |
-1 |
Dec11 |
110407 |
103.40 |
103.79 |
103.40 |
103.53 |
+0.03 |
33 |
2,412 |
+15 |
Mar12 |
110407 |
103.31 |
103.40 |
102.95 |
103.20 |
+0.03 |
6 |
185 |
+6 |
Total Volume and Open Interest |
51,885 |
138,257 |
+3,514 |
Japanese Yen(CME) |
Jun11 |
110407 |
117.11 |
118.25 |
116.99 |
117.79 |
+0.66 |
125,532 |
119,757 |
+8,604 |
Sep11 |
110407 |
117.38 |
118.27 |
117.12 |
117.89 |
+0.66 |
135 |
812 |
+9 |
Dec11 |
110407 |
117.56 |
118.02 |
117.37 |
118.02 |
+0.65 |
0 |
56 |
-1 |
Total Volume and Open Interest |
125,667 |
120,632 |
+8,612 |
Swiss Franc(CME) |
Jun11 |
110407 |
108.88 |
109.30 |
108.72 |
109.18 |
+0.38 |
36,388 |
59,868 |
+1,114 |
Sep11 |
110407 |
109.10 |
109.30 |
108.86 |
109.24 |
+0.38 |
9 |
72 |
-7 |
Dec11 |
110407 |
109.40 |
109.40 |
108.91 |
109.28 |
+0.37 |
0 |
13 |
+0 |
Total Volume and Open Interest |
36,397 |
59,954 |
+1,107 |
EuroFX(CME) |
Jun11 |
110407 |
143.09 |
143.16 |
142.22 |
142.78 |
-0.36 |
258,552 |
234,057 |
+4,555 |
Sep11 |
110407 |
142.62 |
142.75 |
141.93 |
142.39 |
-0.36 |
288 |
1,849 |
-5 |
Dec11 |
110407 |
141.95 |
142.33 |
141.95 |
141.95 |
-0.38 |
0 |
70 |
+0 |
Total Volume and Open Interest |
258,853 |
236,270 |
+4,553 |
Mexican Peso(CME) |
Apr11 |
110407 |
849.0 |
849.0 |
848.0 |
849.0 |
+1.0 |
|
|
|
May11 |
110407 |
845.5 |
845.5 |
844.5 |
845.5 |
+1.0 |
|
|
|
Total Volume and Open Interest |
23,460 |
158,825 |
+4,941 |
30-Year T-Bonds(CBOT) |
Jun11 |
110407 |
118~170 |
119~000 |
118~170 |
118~210 |
-0~100 |
|
|
|
Sep11 |
110407 |
117~090 |
117~150 |
117~010 |
117~040 |
-0~110 |
43 |
379 |
+24 |
Dec11 |
110407 |
115~210 |
116~000 |
115~210 |
115~210 |
-0~110 |
|
|
|
Total Volume and Open Interest |
305,984 |
593,161 |
-645 |
10-Year T-Notes(CBOT) |
Jun11 |
110407 |
118~115 |
118~225 |
118~040 |
118~150 |
+0~030 |
1,156,248 |
1,604,635 |
+6,057 |
Sep11 |
110407 |
116~220 |
117~030 |
116~220 |
117~015 |
+0~035 |
703 |
734 |
+632 |
Dec11 |
110407 |
116~015 |
116~015 |
115~300 |
116~015 |
+0~035 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,156,951 |
1,605,373 |
+6,689 |
5-Year T-Notes(CBOT) |
Jun11 |
110407 |
116~045 |
116~086 |
116~029 |
116~070 |
+0~025 |
625,226 |
1,301,221 |
+11,050 |
Sep11 |
110407 |
115~000 |
115~038 |
115~000 |
115~030 |
+0~025 |
975 |
1,159 |
+930 |
Dec11 |
110407 |
114~054 |
114~054 |
114~029 |
114~054 |
+0~025 |
|
|
|
Total Volume and Open Interest |
626,201 |
1,302,380 |
+11,980 |
2 Year T-Notes(CBOT) |
Jun11 |
110407 |
108~122 |
109~009 |
108~118 |
109~005 |
+0~012 |
317,688 |
971,544 |
+22,191 |
Sep11 |
110407 |
108~050 |
108~057 |
108~047 |
108~057 |
+0~010 |
110 |
112 |
+101 |
Dec11 |
110407 |
107~123 |
107~123 |
107~113 |
107~123 |
+0~010 |
|
|
|
Total Volume and Open Interest |
317,798 |
971,656 |
+22,292 |
Eurodollars(CME) |
Jun11 |
110407 |
99.685 |
99.700 |
99.680 |
99.695 |
+0.015 |
290,679 |
1,066,017 |
-212 |
Sep11 |
110407 |
99.575 |
99.610 |
99.570 |
99.600 |
+0.030 |
288,273 |
1,367,806 |
-2,009 |
Dec11 |
110407 |
99.380 |
99.430 |
99.370 |
99.420 |
+0.045 |
363,152 |
1,448,545 |
+13,315 |
Mar12 |
110407 |
99.095 |
99.150 |
99.080 |
99.145 |
+0.055 |
356,510 |
1,393,615 |
+14,882 |
Jun12 |
110407 |
98.715 |
98.785 |
98.695 |
98.775 |
+0.065 |
439,642 |
1,033,682 |
+21 |
Sep12 |
110407 |
98.315 |
98.395 |
98.295 |
98.375 |
+0.065 |
255,776 |
659,669 |
-3,728 |
Dec12 |
110407 |
97.940 |
98.025 |
97.915 |
98.000 |
+0.065 |
268,694 |
476,509 |
+8,424 |
Mar13 |
110407 |
97.635 |
97.715 |
97.605 |
97.690 |
+0.060 |
228,760 |
324,755 |
+9,198 |
Jun13 |
110407 |
97.355 |
97.440 |
97.330 |
97.410 |
+0.055 |
129,952 |
264,026 |
+1,103 |
Sep13 |
110407 |
97.095 |
97.190 |
97.075 |
97.150 |
+0.050 |
85,180 |
243,101 |
+6,725 |
Dec13 |
110407 |
96.850 |
96.940 |
96.830 |
96.905 |
+0.045 |
60,562 |
188,860 |
+537 |
Mar14 |
110407 |
96.645 |
96.730 |
96.620 |
96.690 |
+0.040 |
65,728 |
174,097 |
+2,683 |
Jun14 |
110407 |
96.435 |
96.515 |
96.410 |
96.475 |
+0.030 |
14,809 |
111,331 |
-99 |
Sep14 |
110407 |
96.235 |
96.315 |
96.210 |
96.270 |
+0.020 |
12,073 |
63,022 |
-120 |
Dec14 |
110407 |
96.035 |
96.105 |
96.005 |
96.065 |
+0.015 |
10,845 |
78,262 |
+827 |
Mar15 |
110407 |
95.880 |
95.940 |
95.840 |
95.900 |
+0.010 |
9,720 |
57,715 |
-450 |
Jun15 |
110407 |
3.955 |
4.015 |
3.925 |
3.985 |
+0.010 |
7,240 |
34,873 |
-37 |
Sep15 |
110407 |
3.810 |
3.870 |
3.775 |
3.835 |
+0.010 |
6,031 |
37,624 |
+584 |
Total Volume and Open Interest |
2,926,404 |
9,254,557 |
+53,898 |
30 Day Federal Funds(CBOT) |
Apr11 |
110407 |
99.895 |
99.895 |
99.893 |
99.893 |
unch |
14,694 |
75,319 |
-4,171 |
May11 |
110407 |
99.885 |
99.890 |
99.885 |
99.885 |
unch |
18,029 |
70,181 |
-5,718 |
Jun11 |
110407 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
9,972 |
55,651 |
+1,082 |
Jul11 |
110407 |
99.850 |
99.860 |
99.845 |
99.855 |
+0.005 |
11,115 |
49,169 |
-559 |
Aug11 |
110407 |
99.825 |
99.835 |
99.825 |
99.830 |
+0.005 |
7,200 |
42,876 |
+1,735 |
Sep11 |
110407 |
99.805 |
99.825 |
99.800 |
99.815 |
+0.005 |
3,936 |
31,471 |
+463 |
Total Volume and Open Interest |
102,627 |
638,687 |
-7,497 |
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 |
110407 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+600 |
Sep11 |
110407 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec11 |
110407 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110407 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
|
|
|
Jun12 |
110407 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep12 |
110407 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Dec12 |
110407 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Mar13 |
110407 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Jun13 |
110407 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Sep13 |
110407 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+600 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110407 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
1 |
3,829 |
+473 |
Sep11 |
110407 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,221 |
+0 |
Dec11 |
110407 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,991 |
-25 |
Mar12 |
110407 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
105 |
2,952 |
+0 |
Jun12 |
110407 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110407 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110407 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110407 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
106 |
11,683 |
+448 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110407 |
138.71 |
138.85 |
138.63 |
138.67 |
-0.67 |
1,582 |
13,088 |
-116 |
Sep11 |
110407 |
137.77 |
137.77 |
137.77 |
137.77 |
-0.33 |
0 |
1 |
+0 |
Dec11 |
110407 |
135.68 |
135.68 |
135.68 |
135.68 |
-0.33 |
|
|
|
Total Volume and Open Interest |
1,925 |
11,966 |
-1,078 |
Euro-Bund(EUREX) |
Jun11 |
110407 |
120.55 |
120.82 |
120.30 |
120.71 |
+0.09 |
742,115 |
1,348,670 |
+57,044 |
Sep11 |
110407 |
120.04 |
120.28 |
119.88 |
120.21 |
+0.05 |
77 |
2,376 |
+4 |
Dec11 |
110407 |
119.59 |
119.59 |
119.59 |
119.59 |
+0.09 |
|
|
|
Total Volume and Open Interest |
742,192 |
1,351,046 |
+57,048 |
Euro-Bobl(EUREX) |
Jun11 |
110407 |
114.19 |
114.36 |
114.02 |
114.27 |
+0.02 |
349,067 |
1,054,571 |
+243,331 |
Sep11 |
110407 |
113.57 |
113.57 |
113.57 |
113.57 |
+0.02 |
50 |
16,100 |
+26 |
Dec11 |
110407 |
113.72 |
113.72 |
113.72 |
113.72 |
+0.02 |
|
|
|
Total Volume and Open Interest |
349,117 |
1,070,671 |
+62,701 |
3-Mth Euribor(EUREX) |
Jun11 |
110407 |
98.480 |
98.485 |
98.450 |
98.450 |
-0.025 |
81 |
11,532 |
+16 |
Sep11 |
110407 |
98.145 |
98.145 |
98.130 |
98.130 |
-0.010 |
48 |
2,686 |
+0 |
Dec11 |
110407 |
97.875 |
97.880 |
97.860 |
97.870 |
unch |
7 |
5,310 |
+10 |
Total Volume and Open Interest |
209 |
22,135 |
+48 |
Long Gilt(LIFFE) |
Jun11 |
110407 |
116~12 |
116~25 |
116~07 |
116~20 |
+0~01 |
131,650 |
289,114 |
-3,340 |
Sep11 |
110407 |
115~21 |
115~21 |
115~21 |
115~21 |
-0~31 |
|
|
|
Total Volume and Open Interest |
131,650 |
289,114 |
-3,340 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110407 |
98.95 |
99.00 |
98.94 |
98.98 |
+0.03 |
71,033 |
444,035 |
+13,695 |
Sep11 |
110407 |
98.74 |
98.79 |
98.73 |
98.78 |
+0.04 |
66,783 |
348,067 |
-2,612 |
Dec11 |
110407 |
98.50 |
98.55 |
98.48 |
98.54 |
+0.04 |
52,785 |
346,603 |
+1,934 |
Mar12 |
110407 |
98.22 |
98.29 |
98.21 |
98.27 |
+0.04 |
68,972 |
295,011 |
-1,838 |
Jun12 |
110407 |
97.93 |
97.98 |
97.91 |
97.96 |
+0.04 |
79,141 |
200,023 |
+4,327 |
Sep12 |
110407 |
97.61 |
97.68 |
97.60 |
97.66 |
+0.04 |
59,695 |
148,153 |
+8,070 |
Total Volume and Open Interest |
489,427 |
2,090,805 |
+29,040 |
3-Mth Euribor(LIFFE) |
Jun11 |
110407 |
98.475 |
98.485 |
98.435 |
98.450 |
-0.025 |
102,584 |
740,151 |
-3,685 |
Sep11 |
110407 |
98.145 |
98.155 |
98.105 |
98.130 |
-0.010 |
74,009 |
641,150 |
+993 |
Dec11 |
110407 |
97.870 |
97.905 |
97.840 |
97.870 |
unch |
114,898 |
579,671 |
+11,115 |
Total Volume and Open Interest |
654,143 |
3,515,206 |
+13,856 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110407 |
95.09 |
95.10 |
95.06 |
95.07 |
-0.03 |
15,303 |
188,513 |
-5,573 |
Sep11 |
110407 |
95.04 |
95.05 |
94.98 |
94.99 |
-0.06 |
16,264 |
215,267 |
-3,831 |
Dec11 |
110407 |
94.95 |
94.95 |
94.86 |
94.87 |
-0.08 |
13,331 |
123,934 |
-1,087 |
Mar12 |
110407 |
94.82 |
94.82 |
94.73 |
94.74 |
-0.09 |
12,078 |
65,901 |
+3,641 |
Jun12 |
110407 |
94.70 |
94.71 |
94.61 |
94.63 |
-0.08 |
1,368 |
44,466 |
+46 |
Sep12 |
110407 |
94.59 |
94.61 |
94.52 |
94.52 |
-0.09 |
801 |
40,975 |
-1,079 |
Dec12 |
110407 |
94.49 |
94.51 |
94.42 |
94.43 |
-0.08 |
654 |
18,604 |
-107 |
Mar13 |
110407 |
94.41 |
94.42 |
94.36 |
94.36 |
-0.09 |
374 |
8,004 |
+176 |
Jun13 |
110407 |
94.33 |
94.33 |
94.30 |
94.30 |
-0.08 |
0 |
1,018 |
+0 |
Sep13 |
110407 |
94.23 |
94.23 |
94.23 |
94.23 |
-0.08 |
0 |
901 |
+0 |
Total Volume and Open Interest |
60,173 |
708,440 |
-7,814 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110407 |
94.44 |
94.45 |
94.36 |
94.39 |
-0.05 |
66,252 |
356,202 |
-503 |
Sep11 |
110407 |
94.39 |
94.39 |
94.39 |
94.39 |
-0.05 |
|
|
|
Total Volume and Open Interest |
66,252 |
356,202 |
-503 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110407 |
94.91 |
94.92 |
94.81 |
94.83 |
-0.09 |
129,440 |
531,395 |
-59,453 |
Sep11 |
110407 |
94.83 |
94.83 |
94.83 |
94.83 |
-0.09 |
|
|
|
Total Volume and Open Interest |
129,440 |
531,395 |
+28,430 |
Gold(CMX) |
Apr11 |
110407 |
1459.7 |
1462.5 |
1453.9 |
1458.5 |
+0.8 |
2,609 |
2,722 |
-1,626 |
Jun11 |
110407 |
1460.1 |
1466.5 |
1453.7 |
1459.3 |
+0.8 |
166,355 |
359,408 |
+20,320 |
Aug11 |
110407 |
1463.9 |
1466.1 |
1456.1 |
1460.6 |
+0.8 |
1,954 |
35,577 |
+82 |
Oct11 |
110407 |
1463.7 |
1468.5 |
1458.6 |
1462.0 |
+0.8 |
1,010 |
6,277 |
-250 |
Dec11 |
110407 |
1466.6 |
1469.8 |
1457.8 |
1463.5 |
+0.8 |
1,885 |
32,255 |
-300 |
Feb12 |
110407 |
1463.2 |
1471.5 |
1460.5 |
1465.2 |
+0.7 |
40 |
7,153 |
-4 |
Apr12 |
110407 |
1466.7 |
1467.2 |
1466.7 |
1467.2 |
+0.6 |
197 |
5,270 |
+146 |
Jun12 |
110407 |
1468.2 |
1472.0 |
1468.1 |
1469.8 |
+0.5 |
518 |
6,873 |
+88 |
Aug12 |
110407 |
1472.8 |
1472.8 |
1472.8 |
1472.8 |
+0.5 |
1 |
2,372 |
+1 |
Oct12 |
110407 |
1476.5 |
1476.5 |
1476.5 |
1476.5 |
+0.5 |
460 |
3,504 |
+460 |
Dec12 |
110407 |
1481.2 |
1481.2 |
1481.2 |
1481.2 |
+0.4 |
1,291 |
12,208 |
+1,082 |
Feb13 |
110407 |
1486.7 |
1486.7 |
1486.7 |
1486.7 |
+0.3 |
1 |
1 |
+1 |
Total Volume and Open Interest |
178,825 |
508,956 |
+20,941 |
Silver(CMX) |
May11 |
110407 |
3950.5 |
3971.0 |
3920.0 |
3955.2 |
+16.5 |
79,389 |
73,132 |
+853 |
Jul11 |
110407 |
3959.5 |
3973.0 |
3922.5 |
3958.1 |
+16.7 |
6,756 |
25,102 |
+517 |
Sep11 |
110407 |
3943.0 |
3971.0 |
3933.0 |
3960.0 |
+16.8 |
449 |
7,476 |
+62 |
Dec11 |
110407 |
3965.0 |
3974.0 |
3936.0 |
3961.8 |
+17.0 |
1,499 |
17,085 |
+110 |
Mar12 |
110407 |
3955.5 |
3973.0 |
3953.0 |
3960.8 |
+16.9 |
115 |
1,848 |
+41 |
May12 |
110407 |
3960.6 |
3960.6 |
3960.6 |
3960.6 |
+16.9 |
60 |
499 |
+54 |
Jul12 |
110407 |
3960.1 |
3960.1 |
3960.1 |
3960.1 |
+16.9 |
2 |
1,443 |
+1 |
Total Volume and Open Interest |
88,589 |
143,013 |
+1,745 |
Platinum(NYMEX) |
Apr11 |
110407 |
1786.9 |
1790.6 |
1781.3 |
1790.6 |
-7.2 |
21 |
120 |
-11 |
Jul11 |
110407 |
1796.0 |
1809.2 |
1777.1 |
1790.6 |
-7.2 |
5,910 |
32,656 |
+616 |
Oct11 |
110407 |
1786.1 |
1794.4 |
1785.3 |
1794.2 |
-7.2 |
237 |
1,141 |
+186 |
Jan12 |
110407 |
1795.9 |
1795.9 |
1795.9 |
1795.9 |
-7.2 |
1 |
14 |
+0 |
Total Volume and Open Interest |
6,171 |
33,967 |
+791 |
Palladium(NYMEX) |
Jun11 |
110407 |
785.05 |
795.40 |
773.15 |
780.25 |
-4.35 |
4,070 |
20,738 |
+417 |
Sep11 |
110407 |
780.70 |
786.10 |
777.15 |
781.70 |
-4.30 |
17 |
569 |
+8 |
Dec11 |
110407 |
783.70 |
783.70 |
783.70 |
783.70 |
-3.80 |
2 |
17 |
+0 |
Total Volume and Open Interest |
4,089 |
21,328 |
+421 |
Copper(CMX) |
May11 |
110407 |
437.30 |
443.70 |
435.00 |
441.65 |
+4.65 |
32,009 |
77,392 |
-1,229 |
Jul11 |
110407 |
439.60 |
445.25 |
436.80 |
443.50 |
+4.70 |
4,705 |
35,905 |
+843 |
Sep11 |
110407 |
438.75 |
445.90 |
438.55 |
444.85 |
+4.80 |
440 |
9,757 |
+288 |
Dec11 |
110407 |
440.25 |
446.65 |
439.45 |
445.65 |
+4.80 |
251 |
5,979 |
+138 |
Mar12 |
110407 |
445.70 |
445.90 |
445.40 |
445.90 |
+4.75 |
1 |
2,054 |
+1 |
Total Volume and Open Interest |
37,880 |
134,293 |
+53 |
DJIA Index(CBOT) |
Jun11 |
110407 |
12359 |
12390 |
12270 |
12351 |
-6 |
601 |
12,579 |
+44 |
Sep11 |
110407 |
12283 |
12289 |
12283 |
12283 |
-6 |
0 |
6 |
+0 |
Dec11 |
110407 |
12216 |
12222 |
12216 |
12216 |
-6 |
0 |
1 |
+0 |
Mar12 |
110407 |
12158 |
12164 |
12158 |
12158 |
-6 |
|
|
|
Total Volume and Open Interest |
601 |
12,586 |
+44 |
S & P 500(CME) |
Jun11 |
110407 |
1329.20 |
1335.00 |
1322.50 |
1328.50 |
-0.40 |
11,366 |
296,590 |
-260 |
Sep11 |
110407 |
1323.00 |
1329.60 |
1317.60 |
1323.20 |
-0.40 |
0 |
4,047 |
-8 |
Dec11 |
110407 |
1318.10 |
1324.50 |
1312.50 |
1318.10 |
-0.40 |
0 |
1,714 |
+0 |
Mar12 |
110407 |
1313.50 |
1319.90 |
1307.90 |
1313.50 |
-0.40 |
|
|
|
Total Volume and Open Interest |
11,366 |
302,356 |
-268 |
S & P 500 E-Mini(Globex) |
Jun11 |
110407 |
1328.50 |
1329.00 |
1328.25 |
1328.50 |
-0.75 |
|
|
|
Sep11 |
110407 |
1324.25 |
1329.25 |
1318.50 |
1323.25 |
-0.25 |
608 |
6,036 |
-44 |
Total Volume and Open Interest |
1,558,899 |
2,682,037 |
+28,860 |
NASDAQ 100(CME) |
Jun11 |
110407 |
2326.80 |
2344.50 |
2312.00 |
2329.30 |
+3.80 |
3,345 |
17,939 |
+1,226 |
Sep11 |
110407 |
2325.00 |
2333.00 |
2320.00 |
2325.00 |
+3.70 |
2 |
3 |
+2 |
Dec11 |
110407 |
2322.50 |
2322.50 |
2321.50 |
2322.50 |
+3.70 |
|
|
|
Total Volume and Open Interest |
3,347 |
17,942 |
+1,228 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110407 |
2325.50 |
2344.30 |
2311.80 |
2329.30 |
+3.80 |
246,330 |
360,711 |
+699 |
Sep11 |
110407 |
2320.00 |
2335.00 |
2314.50 |
2325.00 |
+3.70 |
148 |
281 |
+28 |
Total Volume and Open Interest |
246,478 |
360,997 |
+727 |
S & P Midcap 400(CME) |
Jun11 |
110407 |
992.90 |
1002.00 |
992.00 |
992.90 |
-4.60 |
109 |
1,476 |
+109 |
Sep11 |
110407 |
990.70 |
991.30 |
990.70 |
990.70 |
-4.60 |
|
|
|
Dec11 |
110407 |
989.10 |
989.70 |
989.10 |
989.10 |
-4.60 |
|
|
|
Total Volume and Open Interest |
109 |
1,476 |
+109 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110407 |
9655 |
9705 |
9420 |
9525 |
-150 |
7,727 |
57,175 |
+65 |
Sep11 |
110407 |
9555 |
9585 |
9555 |
9555 |
-150 |
0 |
8 |
+0 |
Total Volume and Open Interest |
7,727 |
57,183 |
+65 |
Nikkei 225(SGX) |
Jun11 |
110407 |
9665 |
9695 |
9580 |
9595 |
-10 |
96,458 |
230,560 |
+4,368 |
Sep11 |
110407 |
9655 |
9660 |
9590 |
9595 |
-5 |
37 |
1,328 |
+9 |
Dec11 |
110407 |
9540 |
9540 |
9540 |
9540 |
-10 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
96,946 |
275,894 |
+5,862 |
CAC 40(EURONEXT) |
Apr11 |
110407 |
4046.0 |
4072.5 |
4022.5 |
4027.5 |
-21.5 |
97,173 |
266,820 |
+8,335 |
May11 |
110407 |
3986.0 |
4000.5 |
3955.0 |
3958.5 |
-22.0 |
121 |
1,310 |
+98 |
Jun11 |
110407 |
3942.0 |
3952.0 |
3913.5 |
3914.5 |
-22.5 |
367 |
26,925 |
-164 |
Total Volume and Open Interest |
97,661 |
295,055 |
+8,269 |
Hang Seng Index(HKFE) |
Apr11 |
110407 |
24318 |
24380 |
24209 |
24302 |
+8 |
71,270 |
85,355 |
+1,456 |
May11 |
110407 |
24145 |
24160 |
24010 |
24101 |
+7 |
833 |
1,472 |
+319 |
Jun11 |
110407 |
24060 |
24060 |
23888 |
23977 |
+6 |
1,046 |
5,655 |
-240 |
Total Volume and Open Interest |
73,348 |
93,621 |
+1,551 |
DAX(EUREX) |
Jun11 |
110407 |
7224.0 |
7261.0 |
7192.5 |
7200.5 |
-36.0 |
106,986 |
234,532 |
+13,126 |
Sep11 |
110407 |
7258.0 |
7285.0 |
7220.0 |
7225.5 |
-36.0 |
173 |
5,209 |
-43 |
Dec11 |
110407 |
7289.5 |
7289.5 |
7256.0 |
7256.0 |
-36.5 |
37 |
537 |
+374 |
Total Volume and Open Interest |
107,196 |
240,278 |
+13,457 |
FT-SE 100(EURONEXT) |
Jun11 |
110407 |
5995.00 |
6013.00 |
5959.50 |
5977.00 |
-25.00 |
70,928 |
603,108 |
+743 |
Sep11 |
110407 |
5963.00 |
5963.00 |
5943.00 |
5943.00 |
-25.00 |
10 |
504 |
+0 |
Dec11 |
110407 |
5929.50 |
5929.50 |
5925.50 |
5925.50 |
-25.00 |
2 |
192 |
+2 |
Total Volume and Open Interest |
70,940 |
603,804 |
+745 |
SPI 200(SFE) |
Jun11 |
110407 |
4940.0 |
4968.0 |
4918.0 |
4938.0 |
-3.0 |
35,094 |
185,212 |
+4,924 |
Sep11 |
110407 |
4950.0 |
4951.0 |
4925.0 |
4925.0 |
-4.0 |
1 |
3,564 |
+1 |
Dec11 |
110407 |
4949.0 |
4949.0 |
4949.0 |
4949.0 |
-3.0 |
3 |
2,702 |
-60 |
Total Volume and Open Interest |
35,456 |
192,952 |
+4,980 |
GSCI(CME) |
Apr11 |
110407 |
87.64 |
90.89 |
82.64 |
89.34 |
+2.70 |
67 |
12,800 |
-27 |
May11 |
110407 |
88.64 |
91.64 |
84.14 |
90.64 |
+2.95 |
20 |
616 |
+20 |
Jun11 |
110407 |
92.34 |
93.14 |
87.14 |
92.34 |
+2.95 |
0 |
1 |
+0 |
Total Volume and Open Interest |
87 |
13,417 |
-7 |
Reuters CCI(ICE) |
Jun11 |
110407 |
365.10 |
365.10 |
365.10 |
365.10 |
+1.00 |
|
|
|
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. |
|
|