|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri April 08, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110408 |
1363.00 |
1394.00 |
1362.50 |
1392.25 |
+28.75 |
88,358 |
197,314 |
-5,280 |
Jul11 |
110408 |
1374.75 |
1405.50 |
1374.75 |
1403.75 |
+28.25 |
58,235 |
174,328 |
+7,329 |
Aug11 |
110408 |
1375.50 |
1405.00 |
1375.50 |
1404.00 |
+28.50 |
4,269 |
12,167 |
+336 |
Sep11 |
110408 |
1387.25 |
1401.25 |
1380.00 |
1401.00 |
+28.50 |
4,403 |
14,830 |
+1,570 |
Nov11 |
110408 |
1365.00 |
1396.25 |
1365.00 |
1396.00 |
+30.50 |
31,888 |
186,271 |
+4,921 |
Jan12 |
110408 |
1371.00 |
1402.00 |
1371.00 |
1402.00 |
+30.50 |
1,004 |
22,721 |
-195 |
Mar12 |
110408 |
1372.50 |
1398.00 |
1368.00 |
1398.00 |
+30.00 |
283 |
12,967 |
+86 |
Total Volume and Open Interest |
189,929 |
643,311 |
+9,125 |
Soybean Meal(CBOT) |
May11 |
110408 |
351.50 |
357.50 |
350.40 |
357.20 |
+6.30 |
30,585 |
70,251 |
-2,163 |
Jul11 |
110408 |
356.70 |
362.60 |
355.60 |
362.60 |
+6.30 |
19,247 |
59,077 |
+1,577 |
Aug11 |
110408 |
358.00 |
364.50 |
358.00 |
364.50 |
+6.60 |
3,672 |
16,781 |
+1,004 |
Sep11 |
110408 |
359.70 |
364.30 |
358.70 |
364.30 |
+6.30 |
1,347 |
12,777 |
+84 |
Oct11 |
110408 |
355.30 |
361.80 |
355.10 |
361.80 |
+5.90 |
2,205 |
12,874 |
+29 |
Dec11 |
110408 |
355.30 |
361.90 |
354.90 |
361.90 |
+6.20 |
8,607 |
40,346 |
+1,493 |
Jan12 |
110408 |
358.30 |
363.20 |
357.00 |
363.20 |
+6.00 |
123 |
3,230 |
-22 |
Mar12 |
110408 |
358.80 |
363.60 |
357.70 |
363.60 |
+5.90 |
23 |
2,955 |
-20 |
Total Volume and Open Interest |
66,152 |
223,498 |
+2,002 |
Soybean Oil(CBOT) |
May11 |
110408 |
58.29 |
59.94 |
58.29 |
59.77 |
+1.45 |
54,535 |
129,670 |
-3,953 |
Jul11 |
110408 |
58.94 |
60.55 |
58.92 |
60.39 |
+1.45 |
33,576 |
122,893 |
+5,933 |
Aug11 |
110408 |
59.14 |
60.74 |
59.13 |
60.60 |
+1.46 |
3,744 |
15,405 |
+208 |
Sep11 |
110408 |
59.34 |
60.92 |
59.34 |
60.80 |
+1.46 |
1,566 |
13,964 |
-85 |
Oct11 |
110408 |
59.31 |
60.84 |
59.31 |
60.77 |
+1.46 |
783 |
13,748 |
+161 |
Dec11 |
110408 |
59.38 |
60.98 |
59.38 |
60.82 |
+1.44 |
12,336 |
70,707 |
-2,668 |
Jan12 |
110408 |
60.00 |
61.03 |
60.00 |
60.92 |
+1.45 |
72 |
3,077 |
+0 |
Mar12 |
110408 |
60.09 |
60.83 |
60.01 |
60.83 |
+1.45 |
89 |
4,044 |
+14 |
Total Volume and Open Interest |
107,026 |
376,991 |
-357 |
Canola(WCE) |
May11 |
110408 |
583.8 |
591.6 |
578.6 |
588.9 |
+6.8 |
7,640 |
56,686 |
-496 |
Jul11 |
110408 |
591.0 |
600.2 |
587.9 |
597.8 |
+7.1 |
2,903 |
46,458 |
+1,117 |
Nov11 |
110408 |
575.4 |
585.9 |
573.2 |
583.5 |
+8.1 |
1,817 |
69,664 |
+552 |
Jan12 |
110408 |
585.8 |
592.4 |
580.7 |
590.0 |
+8.7 |
129 |
4,106 |
-61 |
Mar12 |
110408 |
590.8 |
595.9 |
588.0 |
592.4 |
+8.6 |
8 |
986 |
+8 |
Total Volume and Open Interest |
12,545 |
179,848 |
+1,151 |
Corn(CBOT) |
May11 |
110408 |
759.00 |
769.25 |
751.25 |
768.00 |
+9.00 |
139,675 |
474,958 |
-12,736 |
Jul11 |
110408 |
766.00 |
776.00 |
758.00 |
774.00 |
+7.75 |
108,624 |
467,861 |
+18,372 |
Sep11 |
110408 |
702.00 |
711.50 |
698.00 |
711.00 |
+9.00 |
22,209 |
112,941 |
+3,055 |
Dec11 |
110408 |
644.00 |
653.00 |
642.25 |
653.00 |
+8.75 |
43,968 |
422,553 |
+3,668 |
Mar12 |
110408 |
652.50 |
662.50 |
650.75 |
662.50 |
+10.00 |
2,404 |
66,211 |
+200 |
May12 |
110408 |
658.25 |
669.00 |
653.75 |
669.00 |
+10.25 |
626 |
10,610 |
+54 |
Total Volume and Open Interest |
318,688 |
1,631,128 |
+12,619 |
Wheat(CBOT) |
May11 |
110408 |
772.25 |
802.25 |
765.75 |
797.50 |
+24.25 |
45,490 |
144,821 |
-2,566 |
Jul11 |
110408 |
808.75 |
836.75 |
801.75 |
832.25 |
+23.25 |
28,299 |
166,993 |
+5,019 |
Sep11 |
110408 |
843.50 |
871.00 |
838.75 |
867.50 |
+22.25 |
7,414 |
49,291 |
+1,036 |
Dec11 |
110408 |
873.75 |
900.50 |
865.50 |
896.50 |
+21.50 |
7,237 |
97,936 |
+1,498 |
Mar12 |
110408 |
898.50 |
925.00 |
894.00 |
921.25 |
+19.75 |
980 |
11,378 |
+130 |
Total Volume and Open Interest |
90,249 |
497,294 |
+5,446 |
Wheat(KCBT) |
May11 |
110408 |
922.75 |
937.75 |
914.00 |
932.75 |
+10.00 |
12,564 |
61,154 |
-132 |
Jul11 |
110408 |
935.75 |
948.25 |
925.00 |
943.00 |
+9.25 |
10,042 |
78,211 |
+1,448 |
Sep11 |
110408 |
946.50 |
961.50 |
940.00 |
957.00 |
+10.00 |
3,373 |
22,040 |
+916 |
Dec11 |
110408 |
961.50 |
977.75 |
952.50 |
972.00 |
+10.75 |
4,379 |
25,725 |
+1,781 |
Mar12 |
110408 |
966.50 |
982.50 |
961.25 |
978.50 |
+10.25 |
152 |
2,555 |
+5 |
Total Volume and Open Interest |
30,639 |
195,327 |
+4,084 |
Wheat(MGE) |
May11 |
110408 |
941.75 |
958.00 |
933.25 |
953.25 |
+12.50 |
4,145 |
15,183 |
-1,004 |
Jul11 |
110408 |
950.50 |
966.75 |
941.75 |
961.25 |
+11.25 |
1,806 |
16,036 |
+303 |
Sep11 |
110408 |
953.25 |
966.50 |
946.25 |
963.25 |
+11.25 |
734 |
14,507 |
+87 |
Dec11 |
110408 |
960.75 |
977.75 |
953.50 |
973.25 |
+12.00 |
410 |
11,697 |
+57 |
Mar12 |
110408 |
967.00 |
984.50 |
959.25 |
981.00 |
+13.75 |
74 |
1,646 |
+30 |
Total Volume and Open Interest |
7,229 |
60,815 |
-476 |
Oats(CBOT) |
May11 |
110408 |
377.50 |
393.50 |
377.50 |
393.50 |
+20.00 |
668 |
4,673 |
-66 |
Jul11 |
110408 |
385.00 |
402.00 |
385.00 |
402.00 |
+20.00 |
528 |
6,428 |
+171 |
Sep11 |
110408 |
401.00 |
409.00 |
401.00 |
409.00 |
+20.00 |
15 |
202 |
+2 |
Dec11 |
110408 |
404.00 |
416.25 |
400.75 |
415.25 |
+18.75 |
137 |
2,575 |
+42 |
Total Volume and Open Interest |
1,348 |
13,881 |
+149 |
Rough Rice(CBOT) |
May11 |
110408 |
13.60 |
13.88 |
13.52 |
13.69 |
+0.06 |
986 |
10,893 |
-88 |
Jul11 |
110408 |
13.90 |
14.15 |
13.84 |
14.01 |
+0.07 |
506 |
8,648 |
+221 |
Sep11 |
110408 |
14.65 |
14.90 |
14.62 |
14.78 |
+0.06 |
155 |
3,799 |
-6 |
Nov11 |
110408 |
14.94 |
15.15 |
14.93 |
15.07 |
+0.07 |
31 |
892 |
+2 |
Total Volume and Open Interest |
1,679 |
24,644 |
+130 |
Live Cattle(CME) |
Apr11 |
110408 |
119.650 |
120.230 |
118.680 |
118.830 |
-1.070 |
9,625 |
24,170 |
-3,858 |
Jun11 |
110408 |
117.830 |
118.385 |
116.885 |
116.950 |
-0.700 |
27,909 |
183,677 |
-282 |
Aug11 |
110408 |
118.750 |
119.680 |
118.500 |
118.680 |
-0.400 |
8,254 |
83,896 |
+1,138 |
Oct11 |
110408 |
123.000 |
123.800 |
122.750 |
122.930 |
-0.355 |
6,085 |
47,592 |
+838 |
Dec11 |
110408 |
123.480 |
124.430 |
123.430 |
123.680 |
-0.355 |
3,114 |
37,654 |
+312 |
Feb12 |
110408 |
123.300 |
123.980 |
123.200 |
123.385 |
-0.515 |
1,266 |
9,650 |
-364 |
Total Volume and Open Interest |
56,496 |
391,449 |
-2,152 |
Feeder Cattle(CME) |
Apr11 |
110408 |
134.900 |
135.785 |
134.600 |
134.600 |
-0.530 |
717 |
3,045 |
-251 |
May11 |
110408 |
136.000 |
136.500 |
135.485 |
135.500 |
-0.235 |
2,578 |
13,056 |
-437 |
Aug11 |
110408 |
139.035 |
139.575 |
138.435 |
138.550 |
-0.500 |
3,317 |
20,163 |
+463 |
Sep11 |
110408 |
138.650 |
139.400 |
138.500 |
138.850 |
-0.250 |
1,180 |
3,803 |
+367 |
Oct11 |
110408 |
138.500 |
139.285 |
138.050 |
138.575 |
-0.125 |
273 |
2,017 |
+113 |
Nov11 |
110408 |
138.250 |
138.950 |
137.575 |
137.735 |
-0.645 |
69 |
1,097 |
+9 |
Jan12 |
110408 |
136.700 |
136.750 |
136.550 |
136.735 |
-0.090 |
40 |
237 |
+14 |
Total Volume and Open Interest |
8,177 |
43,428 |
+280 |
Lean Hogs(CME) |
Apr11 |
110408 |
93.000 |
93.535 |
92.700 |
93.150 |
+0.400 |
5,898 |
14,119 |
-969 |
May11 |
110408 |
100.950 |
101.200 |
100.285 |
100.980 |
+0.530 |
248 |
4,526 |
+18 |
Jun11 |
110408 |
100.350 |
101.100 |
100.250 |
100.650 |
+0.550 |
16,045 |
95,635 |
-736 |
Jul11 |
110408 |
100.500 |
100.950 |
100.200 |
100.400 |
+0.265 |
2,442 |
30,452 |
+332 |
Aug11 |
110408 |
101.135 |
101.600 |
100.700 |
100.885 |
+0.035 |
3,643 |
37,898 |
+892 |
Oct11 |
110408 |
92.430 |
92.900 |
92.180 |
92.850 |
+0.420 |
3,161 |
29,428 |
-547 |
Dec11 |
110408 |
88.700 |
89.730 |
88.700 |
89.480 |
+0.080 |
794 |
21,281 |
-6 |
Feb12 |
110408 |
89.000 |
89.800 |
89.000 |
89.600 |
+0.250 |
330 |
4,902 |
+18 |
Total Volume and Open Interest |
32,692 |
243,060 |
-935 |
Class III Milk(CME) |
Apr11 |
110408 |
16.64 |
16.73 |
16.56 |
16.71 |
+0.12 |
85 |
5,337 |
-16 |
May11 |
110408 |
16.69 |
17.16 |
16.69 |
17.08 |
+0.38 |
131 |
5,534 |
+6 |
Jun11 |
110408 |
17.00 |
17.35 |
16.88 |
17.34 |
+0.46 |
256 |
4,240 |
+41 |
Jul11 |
110408 |
17.50 |
17.75 |
17.40 |
17.70 |
+0.30 |
65 |
3,157 |
+4 |
Aug11 |
110408 |
17.84 |
18.00 |
17.82 |
17.88 |
+0.13 |
36 |
3,051 |
+10 |
Total Volume and Open Interest |
719 |
33,572 |
+106 |
Cocoa(ICE) |
May11 |
110408 |
2991 |
3019 |
2941 |
2974 |
-13 |
13,051 |
31,343 |
-6,469 |
Jul11 |
110408 |
3001 |
3018 |
2947 |
2985 |
-17 |
9,574 |
61,876 |
+6,424 |
Sep11 |
110408 |
3040 |
3040 |
2960 |
2999 |
-18 |
920 |
19,561 |
+555 |
Dec11 |
110408 |
3037 |
3050 |
2985 |
3026 |
-14 |
654 |
20,835 |
+181 |
Mar12 |
110408 |
3085 |
3085 |
3036 |
3073 |
-12 |
31 |
23,563 |
+17 |
May12 |
110408 |
3052 |
3065 |
3052 |
3065 |
-12 |
2 |
5,771 |
+1 |
Jul12 |
110408 |
3052 |
3060 |
3052 |
3060 |
-10 |
0 |
547 |
+0 |
Total Volume and Open Interest |
24,253 |
167,780 |
+730 |
Coffee "C"(ICE) |
May11 |
110408 |
272.80 |
278.50 |
272.10 |
274.95 |
+2.15 |
11,875 |
50,906 |
-760 |
Jul11 |
110408 |
275.65 |
281.25 |
274.90 |
277.85 |
+2.20 |
5,024 |
41,177 |
+1,202 |
Sep11 |
110408 |
277.75 |
283.50 |
277.75 |
280.30 |
+2.20 |
1,227 |
12,156 |
+197 |
Dec11 |
110408 |
280.40 |
285.55 |
280.30 |
282.50 |
+2.10 |
464 |
15,409 |
+154 |
Mar12 |
110408 |
282.00 |
287.25 |
282.00 |
284.15 |
+1.95 |
102 |
2,923 |
+12 |
May12 |
110408 |
283.00 |
288.25 |
283.00 |
285.35 |
+1.90 |
81 |
1,646 |
+55 |
Total Volume and Open Interest |
18,820 |
125,301 |
+892 |
Orange Juice(ICE) |
May11 |
110408 |
165.55 |
167.10 |
163.60 |
166.75 |
+1.55 |
871 |
13,461 |
-591 |
Jul11 |
110408 |
161.50 |
163.00 |
159.70 |
162.80 |
+1.70 |
466 |
9,583 |
+614 |
Sep11 |
110408 |
156.65 |
159.80 |
156.65 |
159.50 |
+1.30 |
33 |
1,370 |
+65 |
Nov11 |
110408 |
154.30 |
156.75 |
154.30 |
156.75 |
+1.30 |
11 |
833 |
-5 |
Jan12 |
110408 |
154.25 |
156.15 |
154.25 |
156.15 |
+0.95 |
11 |
163 |
+9 |
Mar12 |
110408 |
156.20 |
156.20 |
156.20 |
156.20 |
+0.95 |
0 |
40 |
+0 |
Total Volume and Open Interest |
1,392 |
25,457 |
+92 |
Sugar #11(ICE) |
May11 |
110408 |
26.54 |
26.78 |
25.51 |
25.66 |
-0.84 |
50,510 |
191,505 |
-2,751 |
Jul11 |
110408 |
25.35 |
25.54 |
24.66 |
24.88 |
-0.39 |
39,012 |
213,688 |
+6,879 |
Oct11 |
110408 |
24.94 |
25.08 |
24.47 |
24.67 |
-0.27 |
21,097 |
98,405 |
+4,718 |
Mar12 |
110408 |
24.56 |
24.69 |
24.26 |
24.48 |
-0.12 |
8,162 |
65,196 |
-386 |
May12 |
110408 |
24.05 |
24.10 |
23.75 |
24.02 |
-0.03 |
3,003 |
18,599 |
-57 |
Total Volume and Open Interest |
124,527 |
635,293 |
+8,678 |
London Cocoa(LCE) |
May11 |
110408 |
1913 |
1929 |
1883 |
1898 |
-23 |
5,121 |
45,953 |
-351 |
Jul11 |
110408 |
1905 |
1921 |
1871 |
1889 |
-25 |
4,196 |
52,383 |
+726 |
Sep11 |
110408 |
1919 |
1934 |
1885 |
1904 |
-23 |
2,367 |
28,302 |
-398 |
Dec11 |
110408 |
1933 |
1947 |
1900 |
1915 |
-26 |
1,777 |
29,723 |
-300 |
Mar12 |
110408 |
1946 |
1963 |
1915 |
1929 |
-25 |
902 |
25,905 |
+556 |
May12 |
110408 |
1950 |
1970 |
1928 |
1935 |
-24 |
74 |
6,759 |
+14 |
Jul12 |
110408 |
1960 |
1966 |
1935 |
1937 |
-26 |
0 |
3,516 |
+0 |
Total Volume and Open Interest |
14,437 |
201,092 |
+247 |
London Sugar(LCE) |
Aug11 |
110408 |
662.30 |
667.70 |
648.90 |
651.60 |
-3.80 |
2,272 |
24,629 |
+908 |
Oct11 |
110408 |
652.80 |
655.60 |
640.10 |
642.50 |
-3.80 |
703 |
6,425 |
+229 |
Dec11 |
110408 |
647.00 |
647.00 |
633.50 |
636.60 |
-3.00 |
50 |
1,981 |
+43 |
Mar12 |
110408 |
635.00 |
638.70 |
627.10 |
631.70 |
-0.80 |
35 |
1,434 |
+17 |
May12 |
110408 |
618.70 |
618.90 |
614.50 |
617.10 |
+3.10 |
70 |
902 |
+56 |
Total Volume and Open Interest |
7,890 |
59,260 |
+784 |
Cotton(ICE) |
May11 |
110408 |
208.22 |
212.40 |
201.25 |
202.97 |
-5.25 |
7,325 |
70,654 |
+282 |
Jul11 |
110408 |
194.50 |
198.07 |
188.50 |
189.90 |
-4.67 |
12,672 |
55,727 |
+1,233 |
Oct11 |
110408 |
163.04 |
163.04 |
160.76 |
160.76 |
-3.88 |
69 |
431 |
+11 |
Dec11 |
110408 |
137.54 |
138.85 |
135.69 |
138.08 |
+0.14 |
8,240 |
59,824 |
+1,434 |
Mar12 |
110408 |
128.95 |
130.35 |
127.81 |
129.46 |
+0.21 |
1,050 |
6,427 |
+127 |
May12 |
110408 |
122.00 |
122.02 |
120.00 |
121.89 |
+0.09 |
512 |
1,775 |
+198 |
Total Volume and Open Interest |
30,203 |
199,158 |
+3,469 |
Lumber(CME) |
May11 |
110408 |
270.1 |
270.9 |
257.1 |
257.2 |
-14.9 |
346 |
3,895 |
-80 |
Jul11 |
110408 |
288.0 |
289.5 |
274.5 |
279.9 |
-9.2 |
565 |
4,768 |
+3 |
Sep11 |
110408 |
293.0 |
296.5 |
285.1 |
291.0 |
-7.0 |
115 |
1,272 |
+8 |
Nov11 |
110408 |
296.0 |
297.2 |
286.0 |
287.5 |
-13.5 |
47 |
136 |
+30 |
Total Volume and Open Interest |
1,073 |
10,073 |
-39 |
Crude Oil(NYM) |
May11 |
110408 |
110.32 |
113.18 |
110.11 |
112.79 |
+2.49 |
255,598 |
303,406 |
-12,495 |
Jun11 |
110408 |
110.88 |
113.79 |
110.64 |
113.37 |
+2.49 |
102,162 |
187,849 |
+2,242 |
Jul11 |
110408 |
111.24 |
114.26 |
111.12 |
113.86 |
+2.49 |
54,678 |
142,535 |
+6,000 |
Aug11 |
110408 |
111.50 |
114.52 |
111.35 |
114.14 |
+2.48 |
20,177 |
53,168 |
+3,893 |
Sep11 |
110408 |
112.46 |
114.61 |
112.45 |
114.29 |
+2.44 |
12,711 |
60,028 |
-256 |
Oct11 |
110408 |
112.52 |
114.67 |
112.52 |
114.35 |
+2.39 |
7,799 |
36,897 |
+83 |
Nov11 |
110408 |
111.87 |
114.61 |
111.87 |
114.29 |
+2.34 |
5,678 |
37,295 |
-638 |
Dec11 |
110408 |
111.64 |
114.50 |
111.64 |
114.18 |
+2.31 |
32,722 |
178,543 |
-1,416 |
Jan12 |
110408 |
112.14 |
113.98 |
112.14 |
113.94 |
+2.29 |
2,996 |
35,696 |
-353 |
Feb12 |
110408 |
110.80 |
114.00 |
110.80 |
113.67 |
+2.28 |
2,167 |
17,091 |
-350 |
Mar12 |
110408 |
112.23 |
113.71 |
112.23 |
113.40 |
+2.28 |
2,157 |
27,717 |
+582 |
Apr12 |
110408 |
111.95 |
113.10 |
111.95 |
113.10 |
+2.28 |
617 |
13,668 |
+190 |
May12 |
110408 |
111.70 |
112.74 |
111.70 |
112.74 |
+2.26 |
351 |
12,387 |
+68 |
Jun12 |
110408 |
110.50 |
112.65 |
110.50 |
112.37 |
+2.25 |
4,647 |
65,308 |
+1,339 |
Jul12 |
110408 |
111.91 |
111.91 |
111.91 |
111.91 |
+2.23 |
1,330 |
14,584 |
+446 |
Aug12 |
110408 |
111.45 |
111.45 |
111.45 |
111.45 |
+2.23 |
432 |
8,933 |
+330 |
Total Volume and Open Interest |
522,046 |
1,569,111 |
+2,349 |
e-miNY Crude Oil(NYM) |
Apr11 |
110321 |
102.050 |
103.350 |
101.650 |
102.325 |
+1.250 |
11,151 |
2,230 |
-312 |
May11 |
110408 |
110.275 |
113.225 |
110.125 |
112.800 |
+2.500 |
7,274 |
3,388 |
+183 |
Jun11 |
110408 |
111.175 |
113.800 |
110.650 |
113.375 |
+2.500 |
385 |
732 |
+35 |
Jul11 |
110408 |
111.200 |
114.225 |
111.200 |
113.850 |
+2.475 |
34 |
178 |
-1 |
Aug11 |
110408 |
112.975 |
114.150 |
112.975 |
114.150 |
+2.500 |
1 |
43 |
+1 |
Sep11 |
110408 |
112.850 |
114.300 |
112.850 |
114.300 |
+2.450 |
3 |
14 |
+2 |
Oct11 |
110408 |
112.675 |
114.350 |
112.675 |
114.350 |
+2.400 |
0 |
43 |
+0 |
Nov11 |
110408 |
113.775 |
114.300 |
113.775 |
114.300 |
+2.350 |
0 |
11 |
+0 |
Dec11 |
110408 |
112.500 |
114.175 |
112.500 |
114.175 |
+2.300 |
2 |
226 |
+0 |
Jan12 |
110408 |
112.975 |
113.950 |
112.975 |
113.950 |
+2.300 |
2 |
4 |
+1 |
Total Volume and Open Interest |
7,702 |
4,783 |
+222 |
Heating Oil(NYM) |
May11 |
110408 |
320.50 |
333.00 |
320.00 |
331.97 |
+11.37 |
51,339 |
101,838 |
-2,277 |
Jun11 |
110408 |
321.79 |
333.72 |
321.35 |
332.92 |
+11.12 |
27,752 |
57,691 |
+775 |
Jul11 |
110408 |
323.35 |
334.47 |
323.35 |
334.04 |
+10.93 |
12,267 |
35,109 |
+708 |
Aug11 |
110408 |
327.93 |
335.90 |
327.70 |
335.22 |
+10.72 |
6,159 |
24,621 |
+1,052 |
Sep11 |
110408 |
329.38 |
336.65 |
329.38 |
336.56 |
+10.58 |
4,756 |
14,631 |
-452 |
Oct11 |
110408 |
332.02 |
337.86 |
331.96 |
337.86 |
+10.44 |
1,116 |
7,987 |
+31 |
Nov11 |
110408 |
333.54 |
339.21 |
333.50 |
339.21 |
+10.35 |
583 |
8,043 |
+12 |
Dec11 |
110408 |
329.96 |
341.27 |
329.96 |
340.54 |
+10.26 |
6,853 |
27,444 |
+823 |
Jan12 |
110408 |
341.87 |
341.88 |
341.67 |
341.82 |
+10.16 |
917 |
8,585 |
+312 |
Feb12 |
110408 |
341.89 |
341.89 |
341.89 |
341.89 |
+10.01 |
200 |
3,715 |
+120 |
Mar12 |
110408 |
339.46 |
340.39 |
339.46 |
340.39 |
+9.81 |
355 |
2,416 |
+151 |
Apr12 |
110408 |
337.24 |
337.24 |
337.24 |
337.24 |
+9.66 |
521 |
1,029 |
+346 |
Total Volume and Open Interest |
114,307 |
307,812 |
+1,975 |
Gasoline(NYMEX) |
May11 |
110408 |
318.54 |
327.15 |
317.90 |
326.07 |
+7.42 |
51,209 |
99,626 |
-4,211 |
Jun11 |
110408 |
317.39 |
325.53 |
317.10 |
324.62 |
+7.39 |
31,067 |
49,910 |
+624 |
Jul11 |
110408 |
317.15 |
323.63 |
317.15 |
323.31 |
+7.36 |
12,640 |
28,609 |
+882 |
Aug11 |
110408 |
315.50 |
322.19 |
315.50 |
321.51 |
+7.34 |
5,717 |
15,142 |
+252 |
Sep11 |
110408 |
313.05 |
319.87 |
313.00 |
319.02 |
+7.40 |
5,713 |
20,036 |
+15 |
Oct11 |
110408 |
300.87 |
305.49 |
300.39 |
305.34 |
+7.08 |
3,227 |
17,131 |
+390 |
Nov11 |
110408 |
298.06 |
302.69 |
297.20 |
302.29 |
+7.02 |
1,665 |
6,349 |
+569 |
Dec11 |
110408 |
295.20 |
301.40 |
295.20 |
301.04 |
+7.03 |
3,121 |
24,572 |
+457 |
Jan12 |
110408 |
296.15 |
301.19 |
295.80 |
301.19 |
+7.00 |
384 |
5,940 |
+131 |
Feb12 |
110408 |
302.57 |
302.57 |
302.57 |
302.57 |
+7.00 |
91 |
2,369 |
+66 |
Total Volume and Open Interest |
114,859 |
285,804 |
-810 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110408 |
326.10 |
326.10 |
326.07 |
326.10 |
+7.40 |
0 |
3 |
+0 |
Jun11 |
110408 |
324.60 |
324.62 |
324.60 |
324.60 |
+7.40 |
0 |
1 |
+0 |
Jul11 |
110408 |
323.30 |
323.31 |
323.30 |
323.30 |
+7.30 |
0 |
1 |
+0 |
Aug11 |
110408 |
321.50 |
321.51 |
321.50 |
321.50 |
+7.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
May11 |
110408 |
4.061 |
4.079 |
4.014 |
4.041 |
-0.016 |
129,319 |
236,931 |
-1,852 |
Jun11 |
110408 |
4.131 |
4.140 |
4.080 |
4.107 |
-0.019 |
44,436 |
89,233 |
+5,044 |
Jul11 |
110408 |
4.210 |
4.220 |
4.165 |
4.192 |
-0.017 |
52,725 |
106,501 |
+8,731 |
Aug11 |
110408 |
4.258 |
4.267 |
4.214 |
4.243 |
-0.016 |
23,219 |
51,546 |
+6,380 |
Sep11 |
110408 |
4.266 |
4.278 |
4.230 |
4.259 |
-0.016 |
10,020 |
53,672 |
+1,588 |
Oct11 |
110408 |
4.330 |
4.330 |
4.280 |
4.308 |
-0.019 |
13,826 |
76,983 |
-805 |
Nov11 |
110408 |
4.496 |
4.518 |
4.469 |
4.494 |
-0.027 |
5,680 |
33,553 |
-377 |
Dec11 |
110408 |
4.775 |
4.783 |
4.728 |
4.754 |
-0.033 |
4,666 |
27,410 |
+105 |
Jan12 |
110408 |
4.900 |
4.914 |
4.862 |
4.890 |
-0.033 |
8,312 |
72,450 |
+350 |
Feb12 |
110408 |
4.891 |
4.891 |
4.850 |
4.876 |
-0.033 |
1,167 |
15,614 |
+41 |
Mar12 |
110408 |
4.818 |
4.824 |
4.786 |
4.810 |
-0.034 |
2,696 |
33,214 |
-47 |
Apr12 |
110408 |
4.690 |
4.694 |
4.655 |
4.679 |
-0.033 |
3,598 |
30,006 |
+690 |
May12 |
110408 |
4.750 |
4.750 |
4.685 |
4.708 |
-0.036 |
305 |
7,776 |
+1 |
Jun12 |
110408 |
4.742 |
4.757 |
4.730 |
4.747 |
-0.036 |
47 |
5,326 |
+1 |
Jul12 |
110408 |
4.791 |
4.806 |
4.780 |
4.793 |
-0.036 |
113 |
4,995 |
+13 |
Aug12 |
110408 |
4.830 |
4.844 |
4.800 |
4.820 |
-0.036 |
61 |
5,702 |
-32 |
Total Volume and Open Interest |
301,790 |
926,224 |
+19,979 |
Brent Crude Oil(ICE) |
May11 |
110408 |
122.45 |
126.91 |
122.28 |
126.65 |
+3.98 |
154,915 |
129,900 |
-13,952 |
Jun11 |
110408 |
121.96 |
126.39 |
121.89 |
126.12 |
+3.86 |
122,427 |
249,130 |
+214 |
Jul11 |
110408 |
121.84 |
125.94 |
121.84 |
125.64 |
+3.74 |
41,280 |
91,612 |
+1,479 |
Aug11 |
110408 |
122.18 |
125.50 |
122.18 |
125.16 |
+3.61 |
21,017 |
33,260 |
+1,610 |
Sep11 |
110408 |
122.10 |
124.99 |
122.07 |
124.63 |
+3.46 |
12,339 |
33,398 |
-72 |
Oct11 |
110408 |
122.00 |
124.37 |
121.71 |
124.15 |
+3.34 |
6,350 |
23,741 |
-130 |
Nov11 |
110408 |
120.75 |
123.97 |
120.75 |
123.68 |
+3.24 |
4,801 |
19,886 |
-355 |
Dec11 |
110408 |
120.35 |
123.60 |
120.35 |
123.23 |
+3.16 |
36,280 |
105,975 |
-2,228 |
Jan12 |
110408 |
120.88 |
123.02 |
120.55 |
122.84 |
+3.11 |
2,550 |
18,988 |
-507 |
Feb12 |
110408 |
122.44 |
122.44 |
122.44 |
122.44 |
+3.07 |
1,980 |
12,726 |
+24 |
Mar12 |
110408 |
122.05 |
122.05 |
122.05 |
122.05 |
+3.05 |
2,038 |
27,714 |
+369 |
Apr12 |
110408 |
121.61 |
121.61 |
121.61 |
121.61 |
+3.01 |
953 |
6,025 |
-500 |
May12 |
110408 |
121.17 |
121.17 |
121.17 |
121.17 |
+3.00 |
288 |
4,576 |
+19 |
Jun12 |
110408 |
118.30 |
120.78 |
118.30 |
120.68 |
+2.96 |
2,958 |
37,169 |
+476 |
Total Volume and Open Interest |
421,259 |
909,731 |
-12,387 |
Gas Oil(ICE) |
Apr11 |
110408 |
1034.00 |
1064.50 |
1034.00 |
1053.00 |
+28.50 |
35,303 |
74,662 |
-4,326 |
May11 |
110408 |
1023.25 |
1060.50 |
1022.50 |
1048.25 |
+27.50 |
67,394 |
134,366 |
+684 |
Jun11 |
110408 |
1021.25 |
1058.00 |
1020.50 |
1046.00 |
+26.75 |
37,058 |
88,356 |
+412 |
Jul11 |
110408 |
1028.50 |
1058.75 |
1028.25 |
1046.50 |
+26.50 |
13,112 |
36,589 |
+645 |
Aug11 |
110408 |
1029.75 |
1058.50 |
1029.75 |
1047.50 |
+26.50 |
6,369 |
26,398 |
+143 |
Sep11 |
110408 |
1030.75 |
1060.75 |
1030.75 |
1048.50 |
+26.25 |
5,377 |
42,396 |
-141 |
Oct11 |
110408 |
1031.75 |
1061.25 |
1031.75 |
1049.25 |
+26.00 |
3,928 |
27,038 |
+309 |
Nov11 |
110408 |
1036.50 |
1060.50 |
1036.25 |
1048.50 |
+25.50 |
1,079 |
20,752 |
+49 |
Dec11 |
110408 |
1033.50 |
1061.00 |
1033.50 |
1048.50 |
+25.25 |
7,727 |
62,677 |
+407 |
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 |
110408 |
2.685 |
2.739 |
2.685 |
2.726 |
+0.032 |
67 |
927 |
-7 |
Jun11 |
110408 |
2.669 |
2.723 |
2.669 |
2.720 |
+0.039 |
84 |
957 |
+18 |
Jul11 |
110408 |
2.669 |
2.720 |
2.669 |
2.715 |
+0.038 |
69 |
1,445 |
+25 |
Aug11 |
110408 |
2.649 |
2.695 |
2.633 |
2.689 |
+0.042 |
65 |
569 |
+0 |
Sep11 |
110408 |
2.572 |
2.609 |
2.572 |
2.599 |
+0.045 |
52 |
860 |
+39 |
Oct11 |
110408 |
2.450 |
2.469 |
2.448 |
2.458 |
+0.030 |
30 |
706 |
-11 |
Nov11 |
110408 |
2.409 |
2.446 |
2.409 |
2.446 |
+0.042 |
17 |
596 |
-5 |
Total Volume and Open Interest |
450 |
7,390 |
+82 |
WTI Crude Oil(ICE |
May11 |
110408 |
110.17 |
113.19 |
110.14 |
112.79 |
+2.49 |
53,393 |
77,625 |
-6,086 |
Jun11 |
110408 |
111.00 |
113.87 |
111.00 |
113.37 |
+2.49 |
29,872 |
85,747 |
-2,348 |
Jul11 |
110408 |
111.46 |
114.37 |
111.46 |
113.86 |
+2.49 |
12,300 |
57,700 |
+1,785 |
Aug11 |
110408 |
112.11 |
114.31 |
112.11 |
114.14 |
+2.48 |
6,240 |
23,451 |
+1,180 |
Sep11 |
110408 |
112.90 |
114.45 |
112.50 |
114.29 |
+2.44 |
4,982 |
27,747 |
-558 |
Oct11 |
110408 |
112.60 |
114.50 |
112.60 |
114.35 |
+2.39 |
3,079 |
18,985 |
+424 |
Nov11 |
110408 |
112.96 |
114.32 |
112.68 |
114.29 |
+2.34 |
1,828 |
14,162 |
-43 |
Dec11 |
110408 |
112.37 |
114.36 |
112.29 |
114.18 |
+2.31 |
14,453 |
89,637 |
+352 |
Jan12 |
110408 |
112.58 |
114.00 |
112.36 |
113.94 |
+2.29 |
601 |
12,852 |
+186 |
Feb12 |
110408 |
113.67 |
113.67 |
113.67 |
113.67 |
+2.28 |
267 |
2,723 |
-10 |
Mar12 |
110408 |
113.40 |
113.40 |
113.40 |
113.40 |
+2.28 |
708 |
10,306 |
+24 |
Apr12 |
110408 |
113.10 |
113.10 |
113.10 |
113.10 |
+2.28 |
120 |
3,016 |
+34 |
May12 |
110408 |
112.74 |
112.74 |
112.74 |
112.74 |
+2.26 |
123 |
1,537 |
+18 |
Jun12 |
110408 |
111.26 |
112.37 |
111.07 |
112.37 |
+2.25 |
1,043 |
28,809 |
-9 |
Jul12 |
110408 |
111.91 |
111.91 |
111.91 |
111.91 |
+2.23 |
105 |
732 |
+41 |
Aug12 |
110408 |
111.45 |
111.45 |
111.45 |
111.45 |
+2.23 |
53 |
335 |
-8 |
Total Volume and Open Interest |
132,854 |
556,037 |
-4,161 |
US Dollar Index(ICE) |
Jun11 |
110408 |
75.795 |
75.835 |
75.060 |
75.272 |
-0.537 |
22,027 |
50,238 |
+462 |
Sep11 |
110408 |
76.000 |
76.010 |
75.550 |
75.702 |
-0.528 |
8 |
535 |
+4 |
Dec11 |
110408 |
76.300 |
76.300 |
76.062 |
76.062 |
-0.527 |
0 |
1 |
+0 |
Total Volume and Open Interest |
22,035 |
50,775 |
+466 |
Australian Dollar(CME) |
Jun11 |
110408 |
103.81 |
105.00 |
103.67 |
104.37 |
+0.70 |
81,336 |
148,046 |
+2,605 |
Sep11 |
110408 |
102.60 |
103.50 |
102.40 |
103.08 |
+0.68 |
170 |
691 |
+80 |
Dec11 |
110408 |
101.88 |
101.88 |
101.23 |
101.88 |
+0.65 |
0 |
56 |
+0 |
Total Volume and Open Interest |
81,506 |
148,793 |
+2,685 |
British Pound(CME) |
Jun11 |
110408 |
163.07 |
164.14 |
163.00 |
163.36 |
+0.35 |
123,654 |
111,826 |
+793 |
Sep11 |
110408 |
162.80 |
163.64 |
162.70 |
163.06 |
+0.36 |
67 |
150 |
+3 |
Dec11 |
110408 |
163.28 |
163.28 |
162.36 |
162.76 |
+0.40 |
0 |
37 |
+0 |
Total Volume and Open Interest |
123,721 |
112,015 |
+796 |
Canadian Dollar(CME) |
Jun11 |
110408 |
104.15 |
104.81 |
104.07 |
104.28 |
+0.16 |
59,562 |
137,253 |
+4,027 |
Sep11 |
110408 |
104.07 |
104.45 |
103.84 |
103.99 |
+0.15 |
239 |
2,419 |
+6 |
Dec11 |
110408 |
103.58 |
104.22 |
103.53 |
103.66 |
+0.13 |
32 |
2,416 |
+4 |
Mar12 |
110408 |
103.71 |
103.71 |
103.20 |
103.32 |
+0.12 |
5 |
185 |
+0 |
Total Volume and Open Interest |
59,842 |
142,294 |
+4,037 |
Japanese Yen(CME) |
Jun11 |
110408 |
117.66 |
118.14 |
117.14 |
117.93 |
+0.14 |
137,457 |
125,717 |
+5,960 |
Sep11 |
110408 |
117.90 |
118.17 |
117.26 |
118.02 |
+0.13 |
464 |
901 |
+89 |
Dec11 |
110408 |
118.15 |
118.15 |
118.02 |
118.15 |
+0.13 |
2 |
58 |
+2 |
Total Volume and Open Interest |
137,923 |
126,683 |
+6,051 |
Swiss Franc(CME) |
Jun11 |
110408 |
109.16 |
110.39 |
109.12 |
109.93 |
+0.75 |
48,983 |
59,184 |
-684 |
Sep11 |
110408 |
109.76 |
109.97 |
109.24 |
109.97 |
+0.73 |
13 |
71 |
-1 |
Dec11 |
110408 |
109.63 |
109.99 |
109.28 |
109.99 |
+0.71 |
2 |
13 |
+0 |
Total Volume and Open Interest |
48,998 |
59,269 |
-685 |
EuroFX(CME) |
Jun11 |
110408 |
142.82 |
144.68 |
142.70 |
144.14 |
+1.36 |
312,891 |
243,650 |
+9,593 |
Sep11 |
110408 |
142.75 |
144.08 |
142.39 |
143.71 |
+1.32 |
424 |
1,909 |
+60 |
Dec11 |
110408 |
143.24 |
143.24 |
141.95 |
143.24 |
+1.29 |
1 |
71 |
+1 |
Total Volume and Open Interest |
313,316 |
245,924 |
+9,654 |
Mexican Peso(CME) |
Apr11 |
110408 |
852.0 |
852.0 |
849.0 |
852.0 |
+3.0 |
|
|
|
May11 |
110408 |
848.5 |
848.5 |
845.5 |
848.5 |
+3.0 |
|
|
|
Total Volume and Open Interest |
20,470 |
162,027 |
+3,202 |
30-Year T-Bonds(CBOT) |
Jun11 |
110408 |
118~050 |
118~170 |
118~050 |
118~170 |
-0~040 |
|
|
|
Sep11 |
110408 |
116~210 |
117~040 |
116~160 |
116~310 |
-0~050 |
572 |
878 |
+499 |
Dec11 |
110408 |
115~160 |
115~210 |
115~160 |
115~160 |
-0~050 |
|
|
|
Total Volume and Open Interest |
308,975 |
584,286 |
-8,875 |
10-Year T-Notes(CBOT) |
Jun11 |
110408 |
118~150 |
118~155 |
117~295 |
118~120 |
-0~030 |
1,076,993 |
1,642,237 |
+37,602 |
Sep11 |
110408 |
116~220 |
117~015 |
116~170 |
116~275 |
-0~060 |
277 |
1,005 |
+271 |
Dec11 |
110408 |
115~275 |
116~015 |
115~275 |
115~275 |
-0~060 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,077,270 |
1,643,246 |
+37,873 |
5-Year T-Notes(CBOT) |
Jun11 |
110408 |
116~072 |
116~073 |
116~026 |
116~058 |
-0~012 |
565,473 |
1,312,785 |
+11,564 |
Sep11 |
110408 |
115~018 |
115~030 |
115~018 |
115~018 |
-0~012 |
3 |
1,160 |
+1 |
Dec11 |
110408 |
114~042 |
114~054 |
114~042 |
114~042 |
-0~012 |
|
|
|
Total Volume and Open Interest |
565,476 |
1,313,945 |
+11,565 |
2 Year T-Notes(CBOT) |
Jun11 |
110408 |
109~007 |
109~008 |
108~047 |
109~001 |
-0~004 |
265,695 |
980,920 |
+9,376 |
Sep11 |
110408 |
108~050 |
108~057 |
108~050 |
108~053 |
-0~004 |
11 |
113 |
+1 |
Dec11 |
110408 |
107~119 |
107~123 |
107~119 |
107~119 |
-0~004 |
|
|
|
Total Volume and Open Interest |
265,706 |
981,033 |
+9,377 |
Eurodollars(CME) |
Jun11 |
110408 |
99.700 |
99.710 |
99.695 |
99.705 |
+0.010 |
150,066 |
1,060,936 |
-5,081 |
Sep11 |
110408 |
99.605 |
99.615 |
99.590 |
99.610 |
+0.010 |
211,462 |
1,373,174 |
+5,368 |
Dec11 |
110408 |
99.425 |
99.425 |
99.390 |
99.415 |
-0.005 |
221,882 |
1,450,133 |
+1,588 |
Mar12 |
110408 |
99.150 |
99.150 |
99.095 |
99.125 |
-0.020 |
253,232 |
1,383,497 |
-10,118 |
Jun12 |
110408 |
98.785 |
98.785 |
98.705 |
98.750 |
-0.025 |
292,429 |
1,020,712 |
-12,970 |
Sep12 |
110408 |
98.390 |
98.390 |
98.300 |
98.355 |
-0.020 |
209,298 |
658,359 |
-1,310 |
Dec12 |
110408 |
98.010 |
98.015 |
97.920 |
97.985 |
-0.015 |
212,159 |
485,328 |
+8,819 |
Mar13 |
110408 |
97.705 |
97.705 |
97.605 |
97.675 |
-0.015 |
190,340 |
318,434 |
-6,321 |
Jun13 |
110408 |
97.415 |
97.415 |
97.320 |
97.395 |
-0.015 |
116,932 |
266,702 |
+2,676 |
Sep13 |
110408 |
97.155 |
97.155 |
97.060 |
97.140 |
-0.010 |
84,151 |
244,162 |
+1,061 |
Dec13 |
110408 |
96.905 |
96.905 |
96.815 |
96.900 |
-0.005 |
71,469 |
186,794 |
-2,066 |
Mar14 |
110408 |
96.690 |
96.695 |
96.605 |
96.685 |
-0.005 |
64,223 |
176,661 |
+2,564 |
Jun14 |
110408 |
96.455 |
96.475 |
96.390 |
96.470 |
-0.005 |
18,862 |
109,318 |
-2,013 |
Sep14 |
110408 |
96.275 |
96.275 |
96.190 |
96.265 |
-0.005 |
16,353 |
61,357 |
-1,665 |
Dec14 |
110408 |
96.045 |
96.065 |
95.985 |
96.055 |
-0.010 |
17,247 |
77,265 |
-997 |
Mar15 |
110408 |
95.870 |
95.895 |
95.815 |
95.890 |
-0.010 |
14,668 |
57,119 |
-596 |
Jun15 |
110408 |
3.960 |
3.980 |
3.900 |
3.975 |
-0.010 |
9,686 |
35,280 |
+407 |
Sep15 |
110408 |
3.810 |
3.830 |
3.745 |
3.825 |
-0.010 |
8,010 |
37,734 |
+110 |
Total Volume and Open Interest |
2,186,922 |
9,236,183 |
-18,374 |
30 Day Federal Funds(CBOT) |
Apr11 |
110408 |
99.895 |
99.897 |
99.893 |
99.895 |
+0.002 |
7,307 |
75,909 |
+590 |
May11 |
110408 |
99.885 |
99.890 |
99.885 |
99.885 |
unch |
8,267 |
71,215 |
+1,034 |
Jun11 |
110408 |
99.875 |
99.875 |
99.870 |
99.870 |
unch |
4,655 |
55,167 |
-484 |
Jul11 |
110408 |
99.860 |
99.860 |
99.855 |
99.855 |
unch |
4,797 |
49,004 |
-165 |
Aug11 |
110408 |
99.835 |
99.840 |
99.830 |
99.835 |
+0.005 |
3,104 |
43,494 |
+618 |
Sep11 |
110408 |
99.815 |
99.830 |
99.810 |
99.825 |
+0.010 |
1,850 |
31,867 |
+396 |
Total Volume and Open Interest |
61,773 |
644,069 |
+5,382 |
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 |
110408 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
600 |
750 |
+0 |
Sep11 |
110408 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec11 |
110408 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110408 |
99.647 |
99.647 |
99.647 |
99.647 |
unch |
|
|
|
Jun12 |
110408 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep12 |
110408 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Dec12 |
110408 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Mar13 |
110408 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Jun13 |
110408 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Sep13 |
110408 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Total Volume and Open Interest |
600 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110408 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
501 |
3,829 |
+0 |
Sep11 |
110408 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,221 |
+0 |
Dec11 |
110408 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
27 |
1,991 |
+0 |
Mar12 |
110408 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
2,952 |
+0 |
Jun12 |
110408 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110408 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110408 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110408 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
528 |
11,683 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110407 |
138.71 |
138.85 |
138.63 |
138.67 |
-0.67 |
1,582 |
13,088 |
-116 |
Sep11 |
110408 |
137.64 |
137.64 |
137.64 |
137.64 |
-0.13 |
0 |
1 |
+0 |
Dec11 |
110408 |
135.55 |
135.55 |
135.55 |
135.55 |
-0.13 |
|
|
|
Total Volume and Open Interest |
3,373 |
11,878 |
-88 |
Euro-Bund(EUREX) |
Jun11 |
110408 |
120.47 |
120.56 |
119.95 |
120.04 |
-0.67 |
873,771 |
1,473,778 |
+125,108 |
Sep11 |
110408 |
119.96 |
119.96 |
119.49 |
119.53 |
-0.68 |
75 |
2,344 |
-32 |
Dec11 |
110408 |
118.94 |
118.94 |
118.94 |
118.94 |
-0.65 |
|
|
|
Total Volume and Open Interest |
873,846 |
1,476,122 |
+125,076 |
Euro-Bobl(EUREX) |
Jun11 |
110408 |
114.20 |
114.23 |
113.82 |
113.91 |
-0.36 |
433,428 |
1,119,557 |
+64,986 |
Sep11 |
110408 |
113.21 |
113.28 |
113.19 |
113.19 |
-0.38 |
31 |
16,730 |
+630 |
Dec11 |
110408 |
113.36 |
113.36 |
113.36 |
113.36 |
-0.36 |
|
|
|
Total Volume and Open Interest |
433,459 |
1,136,287 |
+65,616 |
3-Mth Euribor(EUREX) |
Jun11 |
110408 |
98.440 |
98.440 |
98.420 |
98.420 |
-0.030 |
31 |
11,532 |
+0 |
Sep11 |
110408 |
98.100 |
98.100 |
98.075 |
98.080 |
-0.050 |
0 |
3,500 |
+814 |
Dec11 |
110408 |
97.805 |
97.805 |
97.805 |
97.805 |
-0.065 |
15 |
5,319 |
+9 |
Total Volume and Open Interest |
91 |
22,955 |
+820 |
Long Gilt(LIFFE) |
Jun11 |
110408 |
116~12 |
116~14 |
116~02 |
116~03 |
-0~17 |
135,001 |
296,137 |
+7,023 |
Sep11 |
110408 |
115~02 |
115~02 |
115~02 |
115~02 |
-0~20 |
|
|
|
Total Volume and Open Interest |
135,001 |
296,137 |
+7,023 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110408 |
98.98 |
99.04 |
98.97 |
99.04 |
+0.06 |
105,086 |
431,437 |
-12,598 |
Sep11 |
110408 |
98.77 |
98.83 |
98.74 |
98.82 |
+0.04 |
112,490 |
356,805 |
+8,738 |
Dec11 |
110408 |
98.53 |
98.57 |
98.49 |
98.57 |
+0.03 |
133,727 |
351,396 |
+4,793 |
Mar12 |
110408 |
98.26 |
98.29 |
98.21 |
98.28 |
+0.01 |
115,143 |
304,245 |
+9,234 |
Jun12 |
110408 |
97.93 |
97.96 |
97.90 |
97.95 |
-0.01 |
92,235 |
199,529 |
-494 |
Sep12 |
110408 |
97.64 |
97.65 |
97.59 |
97.63 |
-0.03 |
52,831 |
148,626 |
+473 |
Total Volume and Open Interest |
683,228 |
2,104,581 |
+13,776 |
3-Mth Euribor(LIFFE) |
Jun11 |
110408 |
98.460 |
98.460 |
98.410 |
98.420 |
-0.030 |
90,896 |
750,993 |
+10,842 |
Sep11 |
110408 |
98.130 |
98.130 |
98.065 |
98.080 |
-0.050 |
81,001 |
652,480 |
+11,330 |
Dec11 |
110408 |
97.875 |
97.875 |
97.790 |
97.805 |
-0.065 |
79,357 |
584,307 |
+4,636 |
Total Volume and Open Interest |
588,552 |
3,530,044 |
+14,838 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110408 |
95.06 |
95.08 |
95.04 |
95.05 |
-0.02 |
40,784 |
185,130 |
-3,383 |
Sep11 |
110408 |
94.99 |
95.02 |
94.95 |
94.97 |
-0.02 |
40,550 |
217,485 |
+2,218 |
Dec11 |
110408 |
94.87 |
94.91 |
94.83 |
94.84 |
-0.03 |
25,889 |
128,462 |
+4,528 |
Mar12 |
110408 |
94.73 |
94.78 |
94.70 |
94.71 |
-0.03 |
13,339 |
69,725 |
+3,824 |
Jun12 |
110408 |
94.60 |
94.66 |
94.58 |
94.59 |
-0.04 |
3,735 |
44,224 |
-242 |
Sep12 |
110408 |
94.51 |
94.55 |
94.49 |
94.49 |
-0.03 |
3,382 |
41,879 |
+904 |
Dec12 |
110408 |
94.42 |
94.46 |
94.39 |
94.39 |
-0.04 |
1,525 |
18,556 |
-48 |
Mar13 |
110408 |
94.36 |
94.38 |
94.31 |
94.31 |
-0.05 |
177 |
8,040 |
+36 |
Jun13 |
110408 |
94.31 |
94.31 |
94.25 |
94.25 |
-0.05 |
1 |
1,019 |
+1 |
Sep13 |
110408 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.05 |
0 |
901 |
+0 |
Total Volume and Open Interest |
129,382 |
716,278 |
+7,838 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110408 |
94.38 |
94.41 |
94.33 |
94.34 |
-0.05 |
72,961 |
340,697 |
-15,505 |
Sep11 |
110408 |
94.34 |
94.34 |
94.34 |
94.34 |
-0.05 |
|
|
|
Total Volume and Open Interest |
72,961 |
340,697 |
-15,505 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110408 |
94.82 |
94.85 |
94.78 |
94.79 |
-0.04 |
200,305 |
534,230 |
+2,835 |
Sep11 |
110408 |
94.79 |
94.79 |
94.79 |
94.79 |
-0.04 |
|
|
|
Total Volume and Open Interest |
200,305 |
534,230 |
+2,835 |
Gold(CMX) |
Apr11 |
110408 |
1457.6 |
1475.5 |
1457.5 |
1473.4 |
+14.9 |
901 |
2,390 |
-332 |
Jun11 |
110408 |
1459.8 |
1476.4 |
1457.7 |
1474.1 |
+14.8 |
131,975 |
358,923 |
-485 |
Aug11 |
110408 |
1461.0 |
1477.7 |
1459.6 |
1475.4 |
+14.8 |
12,713 |
37,725 |
+2,148 |
Oct11 |
110408 |
1463.0 |
1479.2 |
1461.5 |
1476.8 |
+14.8 |
582 |
6,056 |
-221 |
Dec11 |
110408 |
1461.9 |
1480.5 |
1461.9 |
1478.3 |
+14.8 |
987 |
32,581 |
+326 |
Feb12 |
110408 |
1466.0 |
1481.7 |
1466.0 |
1480.0 |
+14.8 |
118 |
7,133 |
-20 |
Apr12 |
110408 |
1482.1 |
1482.1 |
1482.1 |
1482.1 |
+14.9 |
5 |
5,272 |
+2 |
Jun12 |
110408 |
1479.4 |
1485.5 |
1478.4 |
1484.9 |
+15.1 |
67 |
6,882 |
+9 |
Aug12 |
110408 |
1488.0 |
1488.0 |
1488.0 |
1488.0 |
+15.2 |
50 |
2,422 |
+50 |
Oct12 |
110408 |
1491.7 |
1491.7 |
1491.7 |
1491.7 |
+15.2 |
0 |
3,504 |
+0 |
Dec12 |
110408 |
1489.0 |
1498.2 |
1488.9 |
1496.8 |
+15.6 |
238 |
12,344 |
+136 |
Feb13 |
110408 |
1500.6 |
1502.4 |
1499.1 |
1502.4 |
+15.7 |
0 |
1 |
+0 |
Total Volume and Open Interest |
149,026 |
510,574 |
+1,618 |
Silver(CMX) |
May11 |
110408 |
3967.0 |
4096.0 |
3951.5 |
4060.8 |
+105.6 |
72,001 |
71,707 |
-1,425 |
Jul11 |
110408 |
3968.5 |
4097.5 |
3955.0 |
4063.7 |
+105.6 |
7,845 |
26,838 |
+1,736 |
Sep11 |
110408 |
3986.5 |
4101.0 |
3985.0 |
4065.8 |
+105.8 |
1,149 |
7,929 |
+453 |
Dec11 |
110408 |
3965.5 |
4103.5 |
3964.5 |
4067.9 |
+106.1 |
2,421 |
17,491 |
+406 |
Mar12 |
110408 |
3981.0 |
4067.3 |
3981.0 |
4067.3 |
+106.5 |
110 |
1,866 |
+18 |
May12 |
110408 |
4023.5 |
4067.1 |
4011.5 |
4067.1 |
+106.5 |
1 |
499 |
+0 |
Jul12 |
110408 |
4066.7 |
4066.7 |
4066.7 |
4066.7 |
+106.6 |
3 |
1,445 |
+2 |
Total Volume and Open Interest |
83,713 |
144,221 |
+1,208 |
Platinum(NYMEX) |
Apr11 |
110408 |
1790.1 |
1812.1 |
1790.1 |
1812.1 |
+21.5 |
10 |
108 |
-12 |
Jul11 |
110408 |
1791.0 |
1822.1 |
1778.4 |
1812.1 |
+21.5 |
5,289 |
32,800 |
+144 |
Oct11 |
110408 |
1790.6 |
1824.0 |
1790.5 |
1815.7 |
+21.5 |
7 |
1,147 |
+6 |
Jan12 |
110408 |
1817.4 |
1817.4 |
1817.4 |
1817.4 |
+21.5 |
0 |
14 |
+0 |
Total Volume and Open Interest |
5,308 |
34,107 |
+140 |
Palladium(NYMEX) |
Jun11 |
110408 |
776.65 |
804.00 |
767.50 |
794.20 |
+13.95 |
4,340 |
20,748 |
+10 |
Sep11 |
110408 |
786.00 |
798.00 |
786.00 |
795.50 |
+13.80 |
18 |
587 |
+18 |
Dec11 |
110408 |
797.20 |
797.20 |
797.20 |
797.20 |
+13.50 |
3 |
18 |
+1 |
Total Volume and Open Interest |
4,362 |
21,357 |
+29 |
Copper(CMX) |
May11 |
110408 |
442.10 |
452.50 |
440.20 |
450.15 |
+8.50 |
37,703 |
75,216 |
-2,176 |
Jul11 |
110408 |
444.40 |
454.30 |
442.40 |
452.00 |
+8.50 |
8,176 |
38,039 |
+2,134 |
Sep11 |
110408 |
445.10 |
454.20 |
444.50 |
453.35 |
+8.50 |
1,364 |
10,506 |
+749 |
Dec11 |
110408 |
446.45 |
456.00 |
446.45 |
454.20 |
+8.55 |
414 |
6,052 |
+73 |
Mar12 |
110408 |
454.45 |
454.60 |
454.45 |
454.45 |
+8.55 |
0 |
2,054 |
+0 |
Total Volume and Open Interest |
48,093 |
135,087 |
+794 |
DJIA Index(CBOT) |
Jun11 |
110408 |
12360 |
12404 |
12265 |
12326 |
-25 |
1,124 |
13,462 |
+883 |
Sep11 |
110408 |
12257 |
12283 |
12257 |
12257 |
-26 |
0 |
6 |
+0 |
Dec11 |
110408 |
12190 |
12216 |
12190 |
12190 |
-26 |
0 |
1 |
+0 |
Mar12 |
110408 |
12132 |
12158 |
12132 |
12132 |
-26 |
|
|
|
Total Volume and Open Interest |
1,124 |
13,469 |
+883 |
S & P 500(CME) |
Jun11 |
110408 |
1328.50 |
1335.70 |
1318.50 |
1323.80 |
-4.70 |
17,258 |
295,531 |
-1,059 |
Sep11 |
110408 |
1318.50 |
1329.20 |
1314.20 |
1318.50 |
-4.70 |
70 |
4,165 |
+118 |
Dec11 |
110408 |
1313.40 |
1324.10 |
1309.10 |
1313.40 |
-4.70 |
44 |
1,689 |
-25 |
Mar12 |
110408 |
1308.80 |
1319.50 |
1304.50 |
1308.80 |
-4.70 |
|
|
|
Total Volume and Open Interest |
17,372 |
301,390 |
-966 |
S & P 500 E-Mini(Globex) |
Jun11 |
110408 |
1328.50 |
1335.75 |
1318.75 |
1323.75 |
-4.75 |
|
|
|
Sep11 |
110408 |
1324.50 |
1330.25 |
1313.25 |
1318.50 |
-4.75 |
481 |
6,042 |
+6 |
Total Volume and Open Interest |
1,656,919 |
2,672,478 |
-9,559 |
NASDAQ 100(CME) |
Jun11 |
110408 |
2331.30 |
2343.00 |
2304.00 |
2318.00 |
-11.30 |
1,816 |
18,260 |
+321 |
Sep11 |
110408 |
2313.80 |
2328.00 |
2313.80 |
2313.80 |
-11.20 |
0 |
3 |
+0 |
Dec11 |
110408 |
2311.30 |
2311.50 |
2311.30 |
2311.30 |
-11.20 |
|
|
|
Total Volume and Open Interest |
1,816 |
18,263 |
+321 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110408 |
2329.00 |
2342.80 |
2304.80 |
2318.00 |
-11.30 |
260,050 |
358,939 |
-1,772 |
Sep11 |
110408 |
2335.00 |
2335.00 |
2302.50 |
2313.80 |
-11.20 |
141 |
276 |
-5 |
Total Volume and Open Interest |
260,191 |
359,220 |
-1,777 |
S & P Midcap 400(CME) |
Jun11 |
110408 |
990.00 |
990.00 |
980.00 |
986.10 |
-6.80 |
145 |
1,621 |
+145 |
Sep11 |
110408 |
983.90 |
984.20 |
983.90 |
983.90 |
-6.80 |
|
|
|
Dec11 |
110408 |
982.30 |
982.60 |
982.30 |
982.30 |
-6.80 |
|
|
|
Total Volume and Open Interest |
145 |
1,621 |
+145 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110408 |
9540 |
9820 |
9500 |
9730 |
+205 |
7,680 |
57,385 |
+210 |
Sep11 |
110408 |
9760 |
9760 |
9555 |
9760 |
+205 |
1 |
9 |
+1 |
Total Volume and Open Interest |
7,681 |
57,394 |
+211 |
Nikkei 225(SGX) |
Jun11 |
110408 |
9610 |
9815 |
9405 |
9770 |
+175 |
105,550 |
230,560 |
+0 |
Sep11 |
110408 |
9620 |
9770 |
9550 |
9765 |
+170 |
2 |
1,328 |
+0 |
Dec11 |
110408 |
9710 |
9710 |
9710 |
9710 |
+170 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
109,834 |
283,175 |
+7,281 |
CAC 40(EURONEXT) |
Apr11 |
110408 |
4059.0 |
4070.0 |
4030.5 |
4063.0 |
+35.5 |
109,052 |
0 |
-266,820 |
May11 |
110408 |
3990.0 |
4000.5 |
3962.0 |
3994.5 |
+36.0 |
187 |
0 |
-1,310 |
Jun11 |
110408 |
3949.5 |
3958.0 |
3920.0 |
3952.0 |
+37.5 |
224 |
0 |
-26,925 |
Total Volume and Open Interest |
109,463 |
300,371 |
+5,316 |
Hang Seng Index(HKFE) |
Apr11 |
110408 |
24310 |
24480 |
24247 |
24416 |
+114 |
80,326 |
92,629 |
+7,274 |
May11 |
110408 |
24102 |
24275 |
24048 |
24221 |
+120 |
1,221 |
1,951 |
+479 |
Jun11 |
110408 |
23966 |
24150 |
23937 |
24089 |
+112 |
867 |
5,791 |
+136 |
Total Volume and Open Interest |
82,584 |
101,492 |
+7,871 |
DAX(EUREX) |
Jun11 |
110408 |
7241.0 |
7253.0 |
7189.0 |
7223.0 |
+22.5 |
134,508 |
228,864 |
-5,668 |
Sep11 |
110408 |
7271.0 |
7275.0 |
7219.0 |
7249.0 |
+23.5 |
173 |
5,315 |
+106 |
Dec11 |
110408 |
7299.5 |
7299.5 |
7280.5 |
7280.5 |
+24.5 |
385 |
535 |
-2 |
Total Volume and Open Interest |
135,066 |
234,714 |
-5,564 |
FT-SE 100(EURONEXT) |
Jun11 |
110408 |
5998.00 |
6026.00 |
5972.50 |
5998.50 |
+21.50 |
84,070 |
604,985 |
+1,877 |
Sep11 |
110408 |
5977.00 |
5984.50 |
5964.00 |
5964.00 |
+21.00 |
10 |
509 |
+5 |
Dec11 |
110408 |
5963.00 |
5967.00 |
5946.50 |
5946.50 |
+21.00 |
10 |
192 |
+0 |
Total Volume and Open Interest |
84,090 |
605,686 |
+1,882 |
SPI 200(SFE) |
Jun11 |
110408 |
4941.0 |
4969.0 |
4919.0 |
4965.0 |
+27.0 |
29,315 |
182,256 |
-2,956 |
Sep11 |
110408 |
4930.0 |
4954.0 |
4930.0 |
4954.0 |
+29.0 |
6 |
3,568 |
+4 |
Dec11 |
110408 |
4978.0 |
4978.0 |
4978.0 |
4978.0 |
+29.0 |
0 |
2,702 |
+0 |
Total Volume and Open Interest |
29,401 |
190,074 |
-2,878 |
GSCI(CME) |
Apr11 |
110408 |
99.14 |
103.89 |
89.29 |
102.89 |
+13.55 |
396 |
12,550 |
-250 |
May11 |
110408 |
100.34 |
105.14 |
90.59 |
104.09 |
+13.45 |
378 |
924 |
+308 |
Jun11 |
110408 |
105.64 |
105.64 |
92.29 |
105.64 |
+13.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
774 |
13,475 |
+58 |
Reuters CCI(ICE) |
Jun11 |
110408 |
369.30 |
369.30 |
369.30 |
369.30 |
+4.20 |
|
|
|
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. |
|
|