|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue April 12, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110412 |
1369.00 |
1370.25 |
1318.25 |
1329.75 |
-38.75 |
111,015 |
181,968 |
-958 |
Jul11 |
110412 |
1379.75 |
1381.50 |
1329.25 |
1341.00 |
-38.75 |
75,358 |
191,509 |
+7,361 |
Aug11 |
110412 |
1376.25 |
1381.50 |
1331.25 |
1343.25 |
-38.00 |
4,764 |
12,824 |
+367 |
Sep11 |
110412 |
1381.50 |
1382.00 |
1332.50 |
1344.25 |
-37.50 |
2,434 |
14,364 |
-407 |
Nov11 |
110412 |
1380.00 |
1381.50 |
1328.50 |
1344.25 |
-36.00 |
31,537 |
189,743 |
+2,405 |
Jan12 |
110412 |
1376.75 |
1387.25 |
1330.00 |
1352.75 |
-34.50 |
1,492 |
22,634 |
+147 |
Mar12 |
110412 |
1383.00 |
1384.50 |
1335.00 |
1350.75 |
-33.75 |
538 |
13,133 |
+56 |
Total Volume and Open Interest |
229,373 |
649,596 |
+9,372 |
Soybean Meal(CBOT) |
May11 |
110412 |
350.70 |
351.00 |
339.70 |
342.40 |
-7.30 |
42,354 |
65,252 |
-3,314 |
Jul11 |
110412 |
356.20 |
356.30 |
345.00 |
347.40 |
-7.50 |
25,809 |
64,307 |
+3,890 |
Aug11 |
110412 |
357.50 |
358.00 |
346.80 |
349.50 |
-7.40 |
3,333 |
17,609 |
+236 |
Sep11 |
110412 |
358.00 |
358.00 |
348.00 |
350.40 |
-7.10 |
1,525 |
13,371 |
+236 |
Oct11 |
110412 |
356.60 |
357.40 |
345.60 |
349.60 |
-6.70 |
867 |
12,622 |
-210 |
Dec11 |
110412 |
357.50 |
358.60 |
346.40 |
350.40 |
-6.80 |
5,977 |
40,283 |
+190 |
Jan12 |
110412 |
354.00 |
358.80 |
349.10 |
352.10 |
-6.70 |
261 |
3,266 |
+27 |
Mar12 |
110412 |
359.80 |
359.80 |
350.30 |
352.40 |
-7.40 |
195 |
2,986 |
+33 |
Total Volume and Open Interest |
80,696 |
225,180 |
+1,153 |
Soybean Oil(CBOT) |
May11 |
110412 |
58.89 |
58.89 |
56.55 |
57.24 |
-1.58 |
74,993 |
119,200 |
-2,285 |
Jul11 |
110412 |
59.49 |
59.51 |
57.17 |
57.87 |
-1.57 |
40,877 |
131,969 |
+3,559 |
Aug11 |
110412 |
59.65 |
59.65 |
57.38 |
58.09 |
-1.56 |
4,154 |
16,217 |
+303 |
Sep11 |
110412 |
59.86 |
59.86 |
57.60 |
58.32 |
-1.54 |
1,163 |
14,186 |
+178 |
Oct11 |
110412 |
59.68 |
59.69 |
57.53 |
58.34 |
-1.47 |
382 |
13,665 |
-68 |
Dec11 |
110412 |
59.78 |
59.89 |
57.62 |
58.46 |
-1.43 |
11,380 |
72,851 |
+2,177 |
Jan12 |
110412 |
58.90 |
60.03 |
58.21 |
58.62 |
-1.41 |
241 |
3,173 |
+54 |
Mar12 |
110412 |
58.86 |
59.90 |
57.71 |
58.52 |
-1.38 |
84 |
4,086 |
+44 |
Total Volume and Open Interest |
133,366 |
378,914 |
+4,020 |
Canola(WCE) |
May11 |
110412 |
582.6 |
582.6 |
565.5 |
568.6 |
-13.6 |
14,894 |
54,683 |
-1,608 |
Jul11 |
110412 |
591.0 |
591.0 |
574.2 |
577.3 |
-13.7 |
7,162 |
49,036 |
+1,878 |
Nov11 |
110412 |
578.0 |
578.0 |
563.4 |
565.2 |
-13.2 |
2,618 |
70,703 |
+632 |
Jan12 |
110412 |
576.7 |
576.7 |
570.1 |
571.7 |
-13.2 |
766 |
4,453 |
+388 |
Mar12 |
110412 |
573.8 |
573.8 |
572.3 |
572.3 |
-16.8 |
37 |
1,000 |
+14 |
Total Volume and Open Interest |
25,584 |
181,894 |
+1,373 |
Corn(CBOT) |
May11 |
110412 |
775.25 |
775.50 |
746.75 |
752.50 |
-23.50 |
240,918 |
443,078 |
-10,850 |
Jul11 |
110412 |
780.25 |
780.75 |
751.25 |
757.50 |
-23.75 |
216,145 |
509,025 |
+22,382 |
Sep11 |
110412 |
717.00 |
717.50 |
688.50 |
696.50 |
-22.00 |
31,183 |
120,768 |
+3,439 |
Dec11 |
110412 |
655.00 |
656.75 |
627.25 |
636.50 |
-20.75 |
58,532 |
429,926 |
+4,774 |
Mar12 |
110412 |
662.50 |
664.25 |
635.50 |
646.50 |
-18.75 |
3,402 |
66,989 |
+439 |
May12 |
110412 |
669.75 |
669.75 |
644.00 |
653.50 |
-18.00 |
926 |
10,910 |
+205 |
Total Volume and Open Interest |
553,420 |
1,657,395 |
+21,038 |
Wheat(CBOT) |
May11 |
110412 |
800.50 |
802.75 |
750.50 |
759.50 |
-38.75 |
74,701 |
125,100 |
-10,672 |
Jul11 |
110412 |
832.00 |
835.25 |
783.25 |
792.25 |
-39.50 |
51,245 |
175,236 |
+4,470 |
Sep11 |
110412 |
866.50 |
869.00 |
820.25 |
830.50 |
-36.50 |
11,847 |
53,537 |
+2,443 |
Dec11 |
110412 |
894.00 |
895.50 |
851.00 |
860.50 |
-32.50 |
12,990 |
100,463 |
+705 |
Mar12 |
110412 |
915.00 |
915.00 |
875.50 |
885.75 |
-28.25 |
1,016 |
11,865 |
+86 |
Total Volume and Open Interest |
152,989 |
494,262 |
-2,580 |
Wheat(KCBT) |
May11 |
110412 |
921.00 |
925.00 |
879.50 |
894.00 |
-25.00 |
14,586 |
56,623 |
-2,047 |
Jul11 |
110412 |
932.25 |
935.25 |
889.75 |
904.50 |
-24.75 |
11,301 |
82,038 |
-1,394 |
Sep11 |
110412 |
945.75 |
948.25 |
904.00 |
917.50 |
-25.75 |
2,628 |
22,612 |
+315 |
Dec11 |
110412 |
960.00 |
962.50 |
920.00 |
933.50 |
-24.75 |
4,364 |
28,389 |
+1,498 |
Mar12 |
110412 |
967.50 |
968.50 |
929.00 |
942.50 |
-24.00 |
504 |
2,972 |
+267 |
Total Volume and Open Interest |
33,626 |
198,710 |
-1,206 |
Wheat(MGE) |
May11 |
110412 |
936.00 |
939.00 |
897.50 |
911.75 |
-24.00 |
2,362 |
14,540 |
-356 |
Jul11 |
110412 |
945.50 |
947.00 |
906.00 |
919.50 |
-24.50 |
1,310 |
16,584 |
+304 |
Sep11 |
110412 |
947.00 |
950.75 |
910.50 |
921.50 |
-26.75 |
721 |
14,799 |
+206 |
Dec11 |
110412 |
960.00 |
962.50 |
923.00 |
933.00 |
-26.75 |
591 |
11,565 |
+51 |
Mar12 |
110412 |
967.50 |
967.50 |
932.00 |
943.50 |
-25.25 |
179 |
1,799 |
+81 |
Total Volume and Open Interest |
5,271 |
61,213 |
+340 |
Oats(CBOT) |
May11 |
110412 |
400.75 |
400.75 |
386.50 |
391.00 |
-10.50 |
873 |
4,449 |
-169 |
Jul11 |
110412 |
407.25 |
407.50 |
395.25 |
399.50 |
-10.50 |
780 |
6,495 |
+154 |
Sep11 |
110412 |
405.00 |
412.50 |
402.25 |
403.50 |
-9.00 |
62 |
218 |
+15 |
Dec11 |
110412 |
412.00 |
412.00 |
405.00 |
408.00 |
-7.00 |
306 |
2,567 |
+28 |
Total Volume and Open Interest |
2,021 |
13,732 |
+28 |
Rough Rice(CBOT) |
May11 |
110412 |
13.72 |
13.81 |
13.35 |
13.37 |
-0.35 |
1,060 |
10,030 |
-423 |
Jul11 |
110412 |
14.03 |
14.12 |
13.68 |
13.69 |
-0.35 |
765 |
9,305 |
+483 |
Sep11 |
110412 |
14.69 |
14.87 |
14.45 |
14.47 |
-0.30 |
89 |
3,855 |
+15 |
Nov11 |
110412 |
14.98 |
15.06 |
14.78 |
14.78 |
-0.29 |
29 |
901 |
+11 |
Total Volume and Open Interest |
1,947 |
24,507 |
+90 |
Live Cattle(CME) |
Apr11 |
110412 |
119.080 |
119.100 |
116.850 |
117.680 |
-1.355 |
2,739 |
21,621 |
-738 |
Jun11 |
110412 |
117.000 |
117.080 |
114.885 |
115.600 |
-1.300 |
18,477 |
181,595 |
-1,571 |
Aug11 |
110412 |
118.680 |
118.680 |
116.830 |
117.400 |
-1.330 |
6,591 |
85,160 |
+257 |
Oct11 |
110412 |
122.885 |
122.885 |
121.050 |
121.850 |
-1.035 |
5,584 |
48,904 |
+402 |
Dec11 |
110412 |
123.500 |
123.500 |
121.635 |
122.535 |
-1.100 |
4,248 |
38,139 |
-73 |
Feb12 |
110412 |
122.980 |
122.980 |
121.350 |
122.080 |
-1.220 |
565 |
10,060 |
+195 |
Total Volume and Open Interest |
38,321 |
390,348 |
-1,508 |
Feeder Cattle(CME) |
Apr11 |
110412 |
134.035 |
134.035 |
131.575 |
131.800 |
-2.080 |
467 |
2,682 |
-107 |
May11 |
110412 |
135.075 |
135.075 |
132.235 |
132.250 |
-2.630 |
2,435 |
12,252 |
-384 |
Aug11 |
110412 |
137.825 |
137.825 |
135.250 |
135.400 |
-2.230 |
2,262 |
21,151 |
+238 |
Sep11 |
110412 |
137.700 |
137.985 |
135.685 |
136.050 |
-2.050 |
1,661 |
4,000 |
-91 |
Oct11 |
110412 |
137.750 |
137.750 |
135.600 |
136.100 |
-2.000 |
220 |
2,058 |
+8 |
Nov11 |
110412 |
136.800 |
136.800 |
135.200 |
135.435 |
-1.800 |
115 |
1,163 |
+11 |
Jan12 |
110412 |
135.100 |
135.100 |
134.500 |
134.700 |
-1.700 |
27 |
251 |
+1 |
Total Volume and Open Interest |
7,188 |
43,568 |
-323 |
Lean Hogs(CME) |
Apr11 |
110412 |
93.250 |
93.730 |
92.850 |
93.450 |
+0.200 |
4,514 |
12,926 |
-530 |
May11 |
110412 |
101.000 |
101.000 |
99.285 |
100.200 |
-1.300 |
184 |
4,485 |
-4 |
Jun11 |
110412 |
101.285 |
101.285 |
98.900 |
99.350 |
-1.700 |
12,859 |
90,956 |
-2,380 |
Jul11 |
110412 |
100.730 |
100.730 |
98.500 |
99.035 |
-1.415 |
2,448 |
30,567 |
-31 |
Aug11 |
110412 |
100.800 |
100.930 |
98.850 |
99.450 |
-1.400 |
5,923 |
35,912 |
-990 |
Oct11 |
110412 |
92.700 |
92.885 |
90.700 |
91.950 |
-1.085 |
5,450 |
29,783 |
+487 |
Dec11 |
110412 |
89.330 |
89.400 |
87.350 |
88.450 |
-1.250 |
4,214 |
22,747 |
+666 |
Feb12 |
110412 |
89.650 |
89.650 |
87.785 |
88.900 |
-1.000 |
86 |
5,025 |
+32 |
Total Volume and Open Interest |
35,853 |
237,411 |
-2,678 |
Class III Milk(CME) |
Apr11 |
110412 |
16.85 |
16.85 |
16.69 |
16.75 |
-0.03 |
208 |
5,282 |
+24 |
May11 |
110412 |
17.27 |
17.28 |
17.06 |
17.09 |
-0.16 |
219 |
5,658 |
+49 |
Jun11 |
110412 |
17.75 |
17.75 |
17.50 |
17.64 |
-0.01 |
212 |
4,243 |
+47 |
Jul11 |
110412 |
18.05 |
18.07 |
17.85 |
17.90 |
-0.09 |
84 |
3,197 |
+30 |
Aug11 |
110412 |
17.95 |
17.96 |
17.80 |
17.85 |
-0.10 |
50 |
3,099 |
+32 |
Total Volume and Open Interest |
1,044 |
33,958 |
+324 |
Cocoa(ICE) |
May11 |
110412 |
3019 |
3082 |
3013 |
3053 |
+31 |
17,786 |
18,388 |
-7,385 |
Jul11 |
110412 |
3023 |
3086 |
3021 |
3056 |
+28 |
19,023 |
70,510 |
+5,991 |
Sep11 |
110412 |
3034 |
3099 |
3033 |
3070 |
+32 |
2,656 |
21,121 |
+607 |
Dec11 |
110412 |
3059 |
3123 |
3059 |
3094 |
+32 |
1,473 |
21,699 |
+667 |
Mar12 |
110412 |
3107 |
3167 |
3104 |
3138 |
+34 |
155 |
23,547 |
-16 |
May12 |
110412 |
3101 |
3130 |
3101 |
3130 |
+34 |
2 |
5,762 |
-1 |
Jul12 |
110412 |
3101 |
3128 |
3101 |
3128 |
+35 |
1 |
547 |
+0 |
Total Volume and Open Interest |
41,132 |
165,859 |
-128 |
Coffee "C"(ICE) |
May11 |
110412 |
272.20 |
275.70 |
270.20 |
273.80 |
-0.80 |
14,108 |
39,312 |
-7,247 |
Jul11 |
110412 |
275.40 |
278.65 |
273.50 |
276.90 |
-0.70 |
9,022 |
46,806 |
+2,533 |
Sep11 |
110412 |
277.90 |
280.95 |
276.05 |
279.45 |
-0.70 |
2,564 |
14,078 |
+772 |
Dec11 |
110412 |
279.90 |
282.80 |
278.85 |
281.60 |
-0.45 |
792 |
15,676 |
+183 |
Mar12 |
110412 |
282.50 |
284.30 |
281.00 |
283.20 |
-0.35 |
183 |
3,251 |
-25 |
May12 |
110412 |
285.50 |
285.50 |
283.00 |
284.65 |
-0.40 |
136 |
1,816 |
+78 |
Total Volume and Open Interest |
26,929 |
122,142 |
-3,660 |
Orange Juice(ICE) |
May11 |
110412 |
169.95 |
170.20 |
167.60 |
168.55 |
-1.15 |
1,819 |
12,687 |
-507 |
Jul11 |
110412 |
164.95 |
165.15 |
162.80 |
164.00 |
-1.20 |
1,291 |
10,789 |
+836 |
Sep11 |
110412 |
160.95 |
160.95 |
159.95 |
160.70 |
-0.80 |
83 |
1,443 |
+49 |
Nov11 |
110412 |
157.70 |
157.70 |
156.75 |
157.05 |
-0.90 |
37 |
871 |
+33 |
Jan12 |
110412 |
156.45 |
156.45 |
156.45 |
156.45 |
-0.85 |
6 |
169 |
+6 |
Mar12 |
110412 |
156.50 |
156.50 |
156.50 |
156.50 |
-0.70 |
0 |
40 |
+0 |
Total Volume and Open Interest |
3,236 |
26,006 |
+417 |
Sugar #11(ICE) |
May11 |
110412 |
25.95 |
26.39 |
25.47 |
25.58 |
-0.46 |
74,030 |
158,898 |
-19,204 |
Jul11 |
110412 |
24.65 |
25.03 |
23.96 |
24.37 |
-0.47 |
59,047 |
229,895 |
+9,485 |
Oct11 |
110412 |
24.57 |
24.78 |
23.87 |
24.33 |
-0.33 |
26,032 |
108,489 |
+5,061 |
Mar12 |
110412 |
24.24 |
24.53 |
23.80 |
24.29 |
-0.20 |
8,935 |
66,994 |
+1,173 |
May12 |
110412 |
23.83 |
24.00 |
23.39 |
23.88 |
-0.12 |
2,822 |
18,913 |
+327 |
Total Volume and Open Interest |
176,779 |
632,703 |
-2,465 |
London Cocoa(LCE) |
May11 |
110412 |
1915 |
1943 |
1902 |
1938 |
+24 |
5,237 |
44,796 |
-1,209 |
Jul11 |
110412 |
1910 |
1943 |
1903 |
1937 |
+27 |
3,611 |
53,238 |
+453 |
Sep11 |
110412 |
1933 |
1951 |
1914 |
1948 |
+26 |
1,646 |
29,549 |
+201 |
Dec11 |
110412 |
1943 |
1965 |
1929 |
1963 |
+28 |
1,739 |
29,578 |
-248 |
Mar12 |
110412 |
1960 |
1983 |
1947 |
1980 |
+29 |
1,395 |
25,595 |
-249 |
May12 |
110412 |
1970 |
1988 |
1970 |
1988 |
+30 |
250 |
6,820 |
+61 |
Jul12 |
110412 |
1993 |
1993 |
1993 |
1993 |
+30 |
174 |
3,588 |
+71 |
Total Volume and Open Interest |
14,052 |
201,715 |
-920 |
London Sugar(LCE) |
Aug11 |
110412 |
657.00 |
663.30 |
645.00 |
649.10 |
-7.90 |
3,379 |
27,035 |
+1,675 |
Oct11 |
110412 |
647.00 |
648.60 |
633.20 |
637.10 |
-10.20 |
1,030 |
7,053 |
+424 |
Dec11 |
110412 |
642.00 |
642.50 |
628.80 |
632.40 |
-9.10 |
176 |
1,988 |
+10 |
Mar12 |
110412 |
633.00 |
633.00 |
622.20 |
625.00 |
-8.00 |
177 |
1,514 |
+76 |
May12 |
110412 |
614.30 |
614.30 |
608.00 |
608.00 |
-6.10 |
16 |
926 |
+6 |
Total Volume and Open Interest |
10,428 |
61,420 |
+1,981 |
Cotton(ICE) |
May11 |
110412 |
205.50 |
206.08 |
197.60 |
199.73 |
-4.85 |
16,082 |
61,202 |
-6,913 |
Jul11 |
110412 |
191.10 |
192.37 |
183.91 |
185.57 |
-5.34 |
10,366 |
62,832 |
+3,645 |
Oct11 |
110412 |
158.00 |
159.00 |
155.68 |
156.72 |
-5.96 |
10 |
452 |
+0 |
Dec11 |
110412 |
138.85 |
140.25 |
133.69 |
135.56 |
-3.62 |
3,391 |
60,997 |
+1,209 |
Mar12 |
110412 |
131.00 |
131.00 |
124.90 |
125.85 |
-4.34 |
353 |
6,466 |
+70 |
May12 |
110412 |
122.50 |
122.50 |
118.00 |
118.20 |
-3.96 |
59 |
1,814 |
+20 |
Total Volume and Open Interest |
30,468 |
198,203 |
-1,848 |
Lumber(CME) |
May11 |
110412 |
247.0 |
247.1 |
237.2 |
241.0 |
-6.2 |
1,525 |
3,290 |
-520 |
Jul11 |
110412 |
270.5 |
270.5 |
259.9 |
266.0 |
-3.9 |
1,329 |
5,126 |
+322 |
Sep11 |
110412 |
276.8 |
288.5 |
271.0 |
288.5 |
+7.5 |
308 |
1,260 |
+30 |
Nov11 |
110412 |
277.9 |
286.0 |
267.5 |
286.0 |
+8.5 |
50 |
165 |
+28 |
Total Volume and Open Interest |
3,212 |
9,847 |
-140 |
Crude Oil(NYM) |
May11 |
110412 |
108.97 |
110.24 |
105.47 |
106.25 |
-3.67 |
319,475 |
250,489 |
-27,348 |
Jun11 |
110412 |
109.49 |
110.86 |
106.14 |
106.97 |
-3.60 |
166,536 |
221,105 |
+22,887 |
Jul11 |
110412 |
110.15 |
111.42 |
106.81 |
107.64 |
-3.53 |
65,747 |
150,970 |
+2,437 |
Aug11 |
110412 |
110.41 |
111.78 |
107.27 |
108.10 |
-3.45 |
31,859 |
54,976 |
+2,221 |
Sep11 |
110412 |
110.76 |
111.84 |
107.47 |
108.42 |
-3.35 |
23,442 |
61,422 |
+82 |
Oct11 |
110412 |
110.51 |
111.91 |
107.78 |
108.60 |
-3.28 |
9,985 |
39,300 |
+530 |
Nov11 |
110412 |
110.08 |
111.47 |
107.99 |
108.67 |
-3.21 |
9,002 |
34,747 |
-1,501 |
Dec11 |
110412 |
110.63 |
112.20 |
107.70 |
108.69 |
-3.14 |
48,880 |
182,475 |
+3,150 |
Jan12 |
110412 |
110.17 |
111.21 |
107.84 |
108.64 |
-3.04 |
3,219 |
35,947 |
+327 |
Feb12 |
110412 |
110.00 |
111.16 |
108.09 |
108.54 |
-2.95 |
1,132 |
17,260 |
+27 |
Mar12 |
110412 |
109.50 |
111.34 |
107.49 |
108.40 |
-2.86 |
2,921 |
29,367 |
+669 |
Apr12 |
110412 |
109.73 |
109.73 |
107.70 |
108.20 |
-2.78 |
1,110 |
13,808 |
+210 |
May12 |
110412 |
109.19 |
109.19 |
107.95 |
107.95 |
-2.71 |
1,827 |
12,516 |
-120 |
Jun12 |
110412 |
109.00 |
109.66 |
106.62 |
107.64 |
-2.67 |
6,649 |
66,742 |
+1,187 |
Jul12 |
110412 |
107.26 |
107.26 |
107.26 |
107.26 |
-2.62 |
1,419 |
15,338 |
+759 |
Aug12 |
110412 |
106.89 |
106.89 |
106.89 |
106.89 |
-2.56 |
826 |
9,280 |
+313 |
Total Volume and Open Interest |
719,115 |
1,573,676 |
+5,259 |
e-miNY Crude Oil(NYM) |
Apr11 |
110321 |
102.050 |
103.350 |
101.650 |
102.325 |
+1.250 |
11,151 |
2,230 |
-312 |
May11 |
110412 |
108.975 |
110.225 |
105.450 |
106.250 |
-3.675 |
9,974 |
3,343 |
-159 |
Jun11 |
110412 |
110.000 |
110.825 |
106.175 |
106.975 |
-3.600 |
995 |
880 |
+105 |
Jul11 |
110412 |
109.775 |
111.100 |
106.875 |
107.650 |
-3.525 |
225 |
233 |
+43 |
Aug11 |
110412 |
111.000 |
111.000 |
107.775 |
108.100 |
-3.450 |
9 |
57 |
+9 |
Sep11 |
110412 |
107.850 |
108.425 |
107.850 |
108.425 |
-3.350 |
6 |
16 |
+1 |
Oct11 |
110412 |
108.600 |
108.600 |
108.600 |
108.600 |
-3.275 |
1 |
42 |
-1 |
Nov11 |
110412 |
108.675 |
108.675 |
108.675 |
108.675 |
-3.200 |
2 |
11 |
+0 |
Dec11 |
110412 |
111.575 |
111.600 |
108.075 |
108.700 |
-3.125 |
11 |
236 |
+10 |
Jan12 |
110412 |
108.650 |
108.650 |
108.650 |
108.650 |
-3.025 |
2 |
6 |
+1 |
Total Volume and Open Interest |
11,231 |
4,962 |
+3 |
Heating Oil(NYM) |
May11 |
110412 |
324.29 |
328.10 |
315.15 |
317.26 |
-7.99 |
58,055 |
94,918 |
-5,064 |
Jun11 |
110412 |
324.89 |
329.25 |
316.62 |
318.63 |
-7.84 |
32,352 |
58,907 |
+1,271 |
Jul11 |
110412 |
325.00 |
330.56 |
318.11 |
320.22 |
-7.62 |
13,515 |
37,459 |
+1,161 |
Aug11 |
110412 |
330.40 |
330.40 |
320.33 |
321.84 |
-7.47 |
6,677 |
25,415 |
+135 |
Sep11 |
110412 |
329.74 |
333.39 |
322.16 |
323.43 |
-7.42 |
4,202 |
16,531 |
+941 |
Oct11 |
110412 |
330.01 |
333.31 |
323.33 |
324.93 |
-7.37 |
2,504 |
8,471 |
+348 |
Nov11 |
110412 |
336.16 |
336.16 |
325.89 |
326.52 |
-7.21 |
1,588 |
8,041 |
+49 |
Dec11 |
110412 |
332.00 |
337.84 |
326.00 |
328.08 |
-7.05 |
6,922 |
29,259 |
+1,154 |
Jan12 |
110412 |
329.00 |
329.76 |
328.89 |
329.61 |
-6.92 |
779 |
8,858 |
+268 |
Feb12 |
110412 |
329.69 |
329.88 |
329.36 |
329.76 |
-6.90 |
151 |
3,699 |
-22 |
Mar12 |
110412 |
327.73 |
328.33 |
327.73 |
328.33 |
-6.85 |
147 |
2,507 |
-41 |
Apr12 |
110412 |
325.38 |
325.38 |
325.38 |
325.38 |
-6.73 |
176 |
946 |
-61 |
Total Volume and Open Interest |
128,067 |
310,095 |
+260 |
Gasoline(NYMEX) |
May11 |
110412 |
320.14 |
323.00 |
313.09 |
316.41 |
-3.64 |
54,189 |
91,294 |
-4,017 |
Jun11 |
110412 |
318.11 |
321.33 |
311.42 |
314.49 |
-4.18 |
31,920 |
56,335 |
+2,368 |
Jul11 |
110412 |
316.15 |
319.80 |
309.77 |
312.82 |
-4.59 |
15,932 |
33,392 |
+3,145 |
Aug11 |
110412 |
313.45 |
317.89 |
308.48 |
310.78 |
-4.84 |
6,093 |
16,209 |
+212 |
Sep11 |
110412 |
311.62 |
315.27 |
305.69 |
308.10 |
-4.95 |
6,155 |
21,213 |
+567 |
Oct11 |
110412 |
300.25 |
300.25 |
291.35 |
293.89 |
-5.20 |
4,559 |
17,138 |
-381 |
Nov11 |
110412 |
297.13 |
297.13 |
289.56 |
290.66 |
-5.36 |
2,454 |
6,549 |
-125 |
Dec11 |
110412 |
292.22 |
294.47 |
287.04 |
289.42 |
-5.40 |
2,923 |
24,586 |
-59 |
Jan12 |
110412 |
295.00 |
295.00 |
287.53 |
289.53 |
-5.47 |
755 |
6,372 |
+234 |
Feb12 |
110412 |
290.91 |
290.91 |
290.91 |
290.91 |
-5.47 |
16 |
2,376 |
+7 |
Total Volume and Open Interest |
124,999 |
291,587 |
+1,954 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110412 |
316.40 |
316.41 |
316.40 |
316.40 |
-3.70 |
0 |
3 |
+0 |
Jun11 |
110412 |
314.50 |
314.50 |
314.49 |
314.50 |
-4.20 |
0 |
1 |
+0 |
Jul11 |
110412 |
312.80 |
312.82 |
312.80 |
312.80 |
-4.60 |
0 |
1 |
+0 |
Aug11 |
110412 |
310.80 |
310.80 |
310.78 |
310.80 |
-4.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
May11 |
110412 |
4.110 |
4.145 |
4.058 |
4.098 |
-0.010 |
158,299 |
190,880 |
-18,134 |
Jun11 |
110412 |
4.193 |
4.215 |
4.127 |
4.168 |
-0.008 |
68,614 |
105,750 |
+8,068 |
Jul11 |
110412 |
4.291 |
4.298 |
4.212 |
4.253 |
-0.007 |
78,085 |
141,772 |
+14,836 |
Aug11 |
110412 |
4.346 |
4.346 |
4.260 |
4.304 |
-0.005 |
26,926 |
53,674 |
+548 |
Sep11 |
110412 |
4.337 |
4.345 |
4.280 |
4.325 |
+0.001 |
12,110 |
58,411 |
+2,193 |
Oct11 |
110412 |
4.410 |
4.410 |
4.330 |
4.375 |
+0.002 |
16,752 |
75,148 |
-640 |
Nov11 |
110412 |
4.526 |
4.565 |
4.513 |
4.554 |
-0.002 |
4,771 |
34,217 |
+207 |
Dec11 |
110412 |
4.815 |
4.816 |
4.772 |
4.810 |
-0.003 |
4,193 |
27,501 |
-34 |
Jan12 |
110412 |
4.920 |
4.953 |
4.900 |
4.942 |
-0.002 |
8,744 |
75,515 |
+861 |
Feb12 |
110412 |
4.913 |
4.931 |
4.893 |
4.927 |
-0.003 |
1,068 |
15,656 |
+20 |
Mar12 |
110412 |
4.863 |
4.863 |
4.819 |
4.857 |
-0.005 |
2,137 |
32,750 |
+16 |
Apr12 |
110412 |
4.694 |
4.730 |
4.694 |
4.725 |
-0.006 |
2,514 |
31,464 |
+131 |
May12 |
110412 |
4.729 |
4.751 |
4.719 |
4.751 |
-0.008 |
863 |
8,421 |
+211 |
Jun12 |
110412 |
4.770 |
4.788 |
4.770 |
4.788 |
-0.009 |
106 |
5,357 |
+1 |
Jul12 |
110412 |
4.847 |
4.848 |
4.798 |
4.834 |
-0.009 |
68 |
5,034 |
+3 |
Aug12 |
110412 |
4.833 |
4.865 |
4.833 |
4.861 |
-0.009 |
66 |
5,659 |
-6 |
Total Volume and Open Interest |
386,536 |
942,484 |
+8,310 |
Brent Crude Oil(ICE) |
May11 |
110412 |
123.34 |
125.38 |
120.00 |
120.92 |
-3.06 |
153,923 |
111,530 |
-12,153 |
Jun11 |
110412 |
122.75 |
124.80 |
119.54 |
120.43 |
-2.99 |
165,497 |
254,326 |
+6,333 |
Jul11 |
110412 |
121.61 |
124.30 |
119.17 |
120.06 |
-2.88 |
58,577 |
95,410 |
+457 |
Aug11 |
110412 |
120.94 |
123.81 |
118.84 |
119.70 |
-2.81 |
27,118 |
36,677 |
+816 |
Sep11 |
110412 |
120.51 |
123.30 |
118.44 |
119.31 |
-2.75 |
14,664 |
36,606 |
+2,180 |
Oct11 |
110412 |
120.10 |
122.88 |
118.08 |
118.96 |
-2.69 |
7,564 |
24,235 |
+651 |
Nov11 |
110412 |
119.70 |
122.47 |
117.73 |
118.60 |
-2.64 |
6,170 |
20,440 |
+577 |
Dec11 |
110412 |
119.32 |
122.15 |
117.35 |
118.25 |
-2.58 |
38,910 |
106,191 |
+478 |
Jan12 |
110412 |
118.92 |
121.65 |
117.96 |
117.96 |
-2.53 |
4,612 |
19,279 |
+303 |
Feb12 |
110412 |
117.64 |
117.64 |
117.64 |
117.64 |
-2.49 |
2,962 |
12,677 |
-101 |
Mar12 |
110412 |
119.70 |
120.30 |
117.30 |
117.30 |
-2.45 |
2,867 |
29,072 |
+1,114 |
Apr12 |
110412 |
116.93 |
116.93 |
116.93 |
116.93 |
-2.40 |
858 |
6,451 |
+387 |
May12 |
110412 |
116.56 |
116.56 |
116.56 |
116.56 |
-2.36 |
340 |
4,709 |
+94 |
Jun12 |
110412 |
116.91 |
119.36 |
115.40 |
116.17 |
-2.29 |
1,302 |
37,322 |
-145 |
Total Volume and Open Interest |
494,446 |
912,185 |
+2,245 |
Gas Oil(ICE) |
Apr11 |
110412 |
1029.00 |
1050.50 |
1012.50 |
1050.50 |
unch |
74,437 |
38,810 |
-21,900 |
May11 |
110412 |
1030.25 |
1044.00 |
1002.75 |
1008.50 |
-39.75 |
138,012 |
146,048 |
+10,388 |
Jun11 |
110412 |
1031.00 |
1044.25 |
1004.50 |
1010.50 |
-36.75 |
76,016 |
91,368 |
+2,333 |
Jul11 |
110412 |
1032.25 |
1045.50 |
1006.50 |
1012.75 |
-35.75 |
24,742 |
44,023 |
+5,644 |
Aug11 |
110412 |
1025.50 |
1047.00 |
1009.25 |
1015.00 |
-34.75 |
7,840 |
25,787 |
-921 |
Sep11 |
110412 |
1026.00 |
1049.00 |
1012.00 |
1017.25 |
-34.00 |
6,706 |
41,506 |
-1,218 |
Oct11 |
110412 |
1026.25 |
1050.25 |
1013.25 |
1018.50 |
-33.75 |
3,597 |
26,040 |
-732 |
Nov11 |
110412 |
1026.75 |
1049.50 |
1016.50 |
1018.50 |
-33.25 |
2,507 |
20,528 |
+32 |
Dec11 |
110412 |
1026.75 |
1050.25 |
1013.50 |
1019.25 |
-32.75 |
13,192 |
65,895 |
+2,061 |
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 |
110412 |
2.680 |
2.685 |
2.652 |
2.660 |
-0.070 |
108 |
870 |
-21 |
Jun11 |
110412 |
2.680 |
2.680 |
2.653 |
2.657 |
-0.064 |
121 |
982 |
+2 |
Jul11 |
110412 |
2.680 |
2.683 |
2.650 |
2.655 |
-0.064 |
139 |
1,468 |
+1 |
Aug11 |
110412 |
2.654 |
2.669 |
2.635 |
2.639 |
-0.061 |
53 |
577 |
+4 |
Sep11 |
110412 |
2.587 |
2.587 |
2.551 |
2.552 |
-0.054 |
9 |
887 |
+9 |
Oct11 |
110412 |
2.420 |
2.435 |
2.414 |
2.417 |
-0.041 |
9 |
713 |
+7 |
Nov11 |
110412 |
2.400 |
2.400 |
2.386 |
2.392 |
-0.043 |
17 |
604 |
+13 |
Total Volume and Open Interest |
612 |
7,526 |
+99 |
WTI Crude Oil(ICE |
May11 |
110412 |
109.12 |
110.23 |
105.48 |
106.25 |
-3.67 |
60,096 |
71,640 |
-1,786 |
Jun11 |
110412 |
109.39 |
110.84 |
106.15 |
106.97 |
-3.60 |
48,128 |
91,428 |
+4,126 |
Jul11 |
110412 |
109.97 |
111.36 |
106.79 |
107.64 |
-3.53 |
20,968 |
65,342 |
+4,633 |
Aug11 |
110412 |
110.81 |
111.65 |
107.21 |
108.10 |
-3.45 |
9,619 |
25,004 |
+844 |
Sep11 |
110412 |
110.08 |
111.92 |
107.53 |
108.42 |
-3.35 |
9,896 |
29,811 |
+1,697 |
Oct11 |
110412 |
110.53 |
112.05 |
107.71 |
108.60 |
-3.28 |
3,908 |
19,986 |
+1,003 |
Nov11 |
110412 |
111.18 |
112.07 |
107.88 |
108.67 |
-3.21 |
3,303 |
14,319 |
+474 |
Dec11 |
110412 |
110.25 |
112.19 |
107.72 |
108.69 |
-3.14 |
18,424 |
89,552 |
+686 |
Jan12 |
110412 |
111.26 |
111.53 |
108.28 |
108.64 |
-3.04 |
755 |
12,879 |
+6 |
Feb12 |
110412 |
108.54 |
108.54 |
108.54 |
108.54 |
-2.95 |
433 |
2,907 |
+66 |
Mar12 |
110412 |
108.40 |
108.40 |
108.40 |
108.40 |
-2.86 |
520 |
10,259 |
-134 |
Apr12 |
110412 |
108.20 |
108.20 |
108.20 |
108.20 |
-2.78 |
293 |
3,035 |
+8 |
May12 |
110412 |
107.95 |
107.95 |
107.95 |
107.95 |
-2.71 |
257 |
1,584 |
+38 |
Jun12 |
110412 |
110.42 |
110.42 |
106.78 |
107.64 |
-2.67 |
973 |
28,394 |
-269 |
Jul12 |
110412 |
107.26 |
107.26 |
107.26 |
107.26 |
-2.62 |
109 |
764 |
+30 |
Aug12 |
110412 |
106.89 |
106.89 |
106.89 |
106.89 |
-2.56 |
100 |
367 |
+23 |
Total Volume and Open Interest |
185,132 |
570,549 |
+12,585 |
US Dollar Index(ICE) |
Jun11 |
110412 |
75.255 |
75.455 |
74.930 |
75.065 |
-0.217 |
20,979 |
50,587 |
+410 |
Sep11 |
110412 |
75.800 |
75.805 |
75.375 |
75.500 |
-0.207 |
20 |
544 |
+5 |
Dec11 |
110412 |
75.930 |
75.930 |
75.930 |
75.930 |
-0.207 |
1 |
1 |
+0 |
Total Volume and Open Interest |
21,000 |
51,133 |
+415 |
Australian Dollar(CME) |
Jun11 |
110412 |
104.11 |
104.41 |
103.10 |
103.90 |
-0.25 |
72,683 |
150,657 |
-170 |
Sep11 |
110412 |
102.71 |
103.03 |
101.89 |
102.62 |
-0.24 |
193 |
710 |
-7 |
Dec11 |
110412 |
101.45 |
101.66 |
101.45 |
101.45 |
-0.21 |
0 |
56 |
+0 |
Total Volume and Open Interest |
72,876 |
151,423 |
-177 |
British Pound(CME) |
Jun11 |
110412 |
163.34 |
163.35 |
162.14 |
162.42 |
-0.90 |
107,021 |
119,375 |
+7,249 |
Sep11 |
110412 |
162.44 |
163.04 |
161.99 |
162.18 |
-0.86 |
90 |
145 |
-4 |
Dec11 |
110412 |
161.90 |
162.74 |
161.90 |
161.90 |
-0.84 |
1 |
37 |
+0 |
Total Volume and Open Interest |
107,112 |
119,559 |
+7,245 |
Canadian Dollar(CME) |
Jun11 |
110412 |
104.43 |
104.48 |
103.38 |
103.89 |
-0.46 |
70,589 |
142,696 |
+5,061 |
Sep11 |
110412 |
104.00 |
104.07 |
103.15 |
103.62 |
-0.45 |
217 |
2,502 |
+74 |
Dec11 |
110412 |
103.60 |
103.74 |
103.00 |
103.30 |
-0.44 |
90 |
2,407 |
-22 |
Mar12 |
110412 |
103.39 |
103.40 |
102.87 |
102.98 |
-0.42 |
16 |
206 |
+8 |
Total Volume and Open Interest |
70,913 |
147,837 |
+5,121 |
Japanese Yen(CME) |
Jun11 |
110412 |
118.13 |
119.86 |
117.98 |
119.48 |
+1.32 |
127,578 |
132,571 |
+5,051 |
Sep11 |
110412 |
118.22 |
119.90 |
118.22 |
119.57 |
+1.32 |
267 |
982 |
+66 |
Dec11 |
110412 |
119.40 |
119.70 |
118.38 |
119.70 |
+1.32 |
0 |
56 |
+0 |
Total Volume and Open Interest |
127,845 |
133,616 |
+5,117 |
Swiss Franc(CME) |
Jun11 |
110412 |
110.37 |
111.88 |
110.21 |
111.56 |
+1.20 |
38,664 |
57,067 |
-1,634 |
Sep11 |
110412 |
110.70 |
111.59 |
110.39 |
111.59 |
+1.20 |
29 |
75 |
+4 |
Dec11 |
110412 |
111.60 |
111.60 |
110.40 |
111.60 |
+1.20 |
1 |
14 |
-1 |
Total Volume and Open Interest |
38,694 |
57,157 |
-1,631 |
EuroFX(CME) |
Jun11 |
110412 |
144.15 |
145.00 |
143.56 |
144.66 |
+0.58 |
257,705 |
244,992 |
+5,249 |
Sep11 |
110412 |
143.46 |
144.54 |
143.21 |
144.24 |
+0.59 |
952 |
2,116 |
+113 |
Dec11 |
110412 |
143.77 |
143.77 |
143.17 |
143.77 |
+0.60 |
0 |
71 |
+0 |
Total Volume and Open Interest |
258,657 |
247,497 |
+5,362 |
Mexican Peso(CME) |
Apr11 |
110412 |
846.2 |
852.0 |
846.2 |
846.2 |
-5.8 |
|
|
|
May11 |
110412 |
842.8 |
848.5 |
842.8 |
842.8 |
-5.8 |
|
|
|
Total Volume and Open Interest |
18,546 |
165,386 |
+1,217 |
30-Year T-Bonds(CBOT) |
Jun11 |
110412 |
118~280 |
119~230 |
118~280 |
119~110 |
+0~270 |
|
|
|
Sep11 |
110412 |
117~160 |
118~010 |
116~300 |
117~250 |
+0~270 |
106 |
1,355 |
+22 |
Dec11 |
110412 |
116~100 |
116~100 |
115~150 |
116~100 |
+0~270 |
|
|
|
Total Volume and Open Interest |
232,046 |
575,656 |
-143 |
10-Year T-Notes(CBOT) |
Jun11 |
110412 |
118~090 |
119~095 |
118~080 |
119~030 |
+0~205 |
969,577 |
1,684,716 |
+25,166 |
Sep11 |
110412 |
116~270 |
117~200 |
116~270 |
117~175 |
+0~200 |
1,422 |
2,418 |
+1,171 |
Dec11 |
110412 |
116~175 |
116~175 |
115~295 |
116~175 |
+0~200 |
0 |
4 |
+0 |
Total Volume and Open Interest |
970,999 |
1,687,138 |
+26,337 |
5-Year T-Notes(CBOT) |
Jun11 |
110412 |
116~047 |
117~006 |
116~046 |
116~122 |
+0~060 |
398,220 |
1,335,665 |
+8,168 |
Sep11 |
110412 |
115~059 |
115~082 |
115~022 |
115~082 |
+0~060 |
1,551 |
2,681 |
+1,520 |
Dec11 |
110412 |
114~106 |
114~106 |
114~046 |
114~106 |
+0~060 |
|
|
|
Total Volume and Open Interest |
399,771 |
1,338,346 |
+9,688 |
2 Year T-Notes(CBOT) |
Jun11 |
110412 |
108~125 |
109~022 |
108~123 |
109~019 |
+0~020 |
260,338 |
1,012,235 |
+9,177 |
Sep11 |
110412 |
108~064 |
108~077 |
108~050 |
108~076 |
+0~026 |
2 |
113 |
+0 |
Dec11 |
110412 |
108~014 |
108~014 |
107~116 |
108~014 |
+0~026 |
|
|
|
Total Volume and Open Interest |
260,340 |
1,012,348 |
+9,177 |
Eurodollars(CME) |
Jun11 |
110412 |
99.705 |
99.710 |
99.700 |
99.705 |
unch |
162,682 |
1,086,865 |
+14,559 |
Sep11 |
110412 |
99.600 |
99.630 |
99.600 |
99.625 |
+0.020 |
221,556 |
1,392,655 |
+15,732 |
Dec11 |
110412 |
99.400 |
99.470 |
99.395 |
99.460 |
+0.050 |
212,587 |
1,454,259 |
-1,037 |
Mar12 |
110412 |
99.105 |
99.220 |
99.100 |
99.205 |
+0.090 |
240,287 |
1,383,094 |
+12,748 |
Jun12 |
110412 |
98.730 |
98.875 |
98.725 |
98.860 |
+0.120 |
256,233 |
1,013,253 |
-9,223 |
Sep12 |
110412 |
98.330 |
98.485 |
98.325 |
98.475 |
+0.125 |
190,797 |
668,301 |
+10,546 |
Dec12 |
110412 |
97.960 |
98.120 |
97.960 |
98.105 |
+0.125 |
187,618 |
476,100 |
-1,507 |
Mar13 |
110412 |
97.650 |
97.815 |
97.650 |
97.795 |
+0.120 |
148,986 |
320,112 |
+2,811 |
Jun13 |
110412 |
97.370 |
97.535 |
97.365 |
97.515 |
+0.115 |
118,969 |
271,252 |
+4,519 |
Sep13 |
110412 |
97.110 |
97.280 |
97.110 |
97.260 |
+0.115 |
100,421 |
250,123 |
+3,868 |
Dec13 |
110412 |
96.860 |
97.030 |
96.860 |
97.015 |
+0.115 |
63,198 |
185,691 |
+1,172 |
Mar14 |
110412 |
96.655 |
96.820 |
96.655 |
96.800 |
+0.115 |
61,514 |
179,659 |
+1,078 |
Jun14 |
110412 |
96.450 |
96.615 |
96.450 |
96.585 |
+0.115 |
13,833 |
108,699 |
-794 |
Sep14 |
110412 |
96.245 |
96.415 |
96.245 |
96.385 |
+0.115 |
10,768 |
61,431 |
-92 |
Dec14 |
110412 |
96.035 |
96.210 |
96.035 |
96.175 |
+0.110 |
12,168 |
77,218 |
-298 |
Mar15 |
110412 |
95.890 |
96.040 |
95.890 |
96.000 |
+0.100 |
10,395 |
58,435 |
+690 |
Jun15 |
110412 |
3.985 |
4.120 |
3.985 |
4.080 |
+0.095 |
6,743 |
35,894 |
+577 |
Sep15 |
110412 |
3.855 |
3.970 |
3.855 |
3.925 |
+0.090 |
5,633 |
38,201 |
+349 |
Total Volume and Open Interest |
2,061,820 |
9,301,534 |
+57,339 |
30 Day Federal Funds(CBOT) |
Apr11 |
110412 |
99.900 |
99.902 |
99.895 |
99.900 |
+0.003 |
5,193 |
74,930 |
-466 |
May11 |
110412 |
99.895 |
99.900 |
99.890 |
99.890 |
unch |
914 |
71,184 |
+215 |
Jun11 |
110412 |
99.880 |
99.880 |
99.875 |
99.875 |
unch |
4,133 |
54,531 |
+164 |
Jul11 |
110412 |
99.860 |
99.865 |
99.855 |
99.860 |
+0.005 |
3,870 |
46,991 |
-1,581 |
Aug11 |
110412 |
99.840 |
99.850 |
99.835 |
99.840 |
+0.005 |
3,125 |
43,322 |
-1,092 |
Sep11 |
110412 |
99.820 |
99.835 |
99.820 |
99.830 |
+0.010 |
3,052 |
32,754 |
+383 |
Total Volume and Open Interest |
48,801 |
648,285 |
+1,240 |
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 |
110412 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110412 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
|
|
|
Dec11 |
110412 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110412 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Jun12 |
110412 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep12 |
110412 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Dec12 |
110412 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Mar13 |
110412 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Jun13 |
110412 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Sep13 |
110412 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110412 |
99.68 |
99.68 |
99.67 |
99.67 |
unch |
0 |
3,829 |
+0 |
Sep11 |
110412 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,173 |
-48 |
Dec11 |
110412 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,991 |
+0 |
Mar12 |
110412 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
205 |
3,057 |
+0 |
Jun12 |
110412 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110412 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110412 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110412 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
205 |
11,740 |
-48 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110411 |
138.56 |
138.69 |
138.45 |
138.67 |
unch |
3,373 |
11,965 |
-1,123 |
Sep11 |
110412 |
137.70 |
137.70 |
137.70 |
137.70 |
-0.07 |
0 |
1 |
+0 |
Dec11 |
110412 |
135.61 |
135.61 |
135.61 |
135.61 |
-0.07 |
|
|
|
Total Volume and Open Interest |
3,656 |
11,746 |
+95 |
Euro-Bund(EUREX) |
Jun11 |
110412 |
120.10 |
120.57 |
120.08 |
120.46 |
+0.56 |
839,733 |
873,946 |
-449,155 |
Sep11 |
110412 |
119.63 |
120.00 |
119.63 |
119.96 |
+0.56 |
42 |
2,330 |
-18 |
Dec11 |
110412 |
119.36 |
119.36 |
119.36 |
119.36 |
+0.56 |
200 |
0 |
-200 |
Total Volume and Open Interest |
839,975 |
876,276 |
-449,373 |
Euro-Bobl(EUREX) |
Jun11 |
110412 |
113.98 |
114.30 |
113.95 |
114.24 |
+0.40 |
427,415 |
837,563 |
-206,484 |
Sep11 |
110412 |
113.34 |
113.54 |
113.34 |
113.54 |
+0.44 |
630 |
16,302 |
-503 |
Dec11 |
110412 |
113.69 |
113.69 |
113.69 |
113.69 |
+0.40 |
|
|
|
Total Volume and Open Interest |
428,045 |
853,865 |
-206,987 |
3-Mth Euribor(EUREX) |
Jun11 |
110412 |
98.435 |
98.455 |
98.435 |
98.455 |
+0.030 |
48 |
11,534 |
-10 |
Sep11 |
110412 |
98.095 |
98.120 |
98.095 |
98.120 |
+0.050 |
706 |
3,704 |
+0 |
Dec11 |
110412 |
97.835 |
97.855 |
97.825 |
97.855 |
+0.070 |
5 |
5,294 |
+0 |
Total Volume and Open Interest |
771 |
23,132 |
-10 |
Long Gilt(LIFFE) |
Jun11 |
110412 |
116~11 |
117~04 |
116~08 |
117~01 |
+1~02 |
115,572 |
287,728 |
+2,607 |
Sep11 |
110412 |
115~32 |
115~32 |
115~32 |
115~32 |
+1~02 |
|
|
|
Total Volume and Open Interest |
115,572 |
287,728 |
+2,607 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110412 |
99.08 |
99.16 |
99.07 |
99.13 |
+0.08 |
117,617 |
440,216 |
+926 |
Sep11 |
110412 |
98.87 |
98.99 |
98.86 |
98.96 |
+0.13 |
96,380 |
373,172 |
+13,016 |
Dec11 |
110412 |
98.62 |
98.75 |
98.60 |
98.73 |
+0.16 |
67,796 |
343,071 |
-2,331 |
Mar12 |
110412 |
98.32 |
98.49 |
98.31 |
98.47 |
+0.19 |
52,514 |
293,876 |
-226 |
Jun12 |
110412 |
98.00 |
98.18 |
97.99 |
98.16 |
+0.21 |
70,482 |
217,596 |
+6,672 |
Sep12 |
110412 |
97.69 |
97.87 |
97.67 |
97.85 |
+0.21 |
54,186 |
156,175 |
+6,079 |
Total Volume and Open Interest |
521,811 |
2,143,768 |
+25,370 |
3-Mth Euribor(LIFFE) |
Jun11 |
110412 |
98.435 |
98.460 |
98.430 |
98.455 |
+0.030 |
134,608 |
758,477 |
+3,764 |
Sep11 |
110412 |
98.085 |
98.125 |
98.080 |
98.120 |
+0.050 |
162,346 |
653,017 |
-8,937 |
Dec11 |
110412 |
97.805 |
97.865 |
97.800 |
97.855 |
+0.070 |
129,046 |
587,199 |
+8,132 |
Total Volume and Open Interest |
837,022 |
3,560,434 |
+17,332 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110412 |
95.04 |
95.09 |
95.04 |
95.07 |
+0.02 |
24,466 |
186,847 |
+2,083 |
Sep11 |
110412 |
94.96 |
95.05 |
94.95 |
95.02 |
+0.05 |
27,028 |
221,189 |
+625 |
Dec11 |
110412 |
94.84 |
94.94 |
94.82 |
94.91 |
+0.07 |
15,807 |
129,581 |
+663 |
Mar12 |
110412 |
94.69 |
94.80 |
94.68 |
94.76 |
+0.06 |
7,449 |
71,628 |
+1,527 |
Jun12 |
110412 |
94.58 |
94.67 |
94.56 |
94.64 |
+0.06 |
2,033 |
45,052 |
+840 |
Sep12 |
110412 |
94.48 |
94.56 |
94.47 |
94.51 |
+0.04 |
568 |
42,125 |
+287 |
Dec12 |
110412 |
94.37 |
94.46 |
94.37 |
94.41 |
+0.05 |
186 |
18,375 |
-186 |
Mar13 |
110412 |
94.30 |
94.36 |
94.29 |
94.34 |
+0.05 |
392 |
8,759 |
+152 |
Jun13 |
110412 |
94.21 |
94.29 |
94.21 |
94.26 |
+0.04 |
30 |
1,048 |
+30 |
Sep13 |
110412 |
94.24 |
94.24 |
94.19 |
94.19 |
+0.04 |
0 |
901 |
+0 |
Total Volume and Open Interest |
77,959 |
726,362 |
+6,021 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110412 |
94.31 |
94.39 |
94.30 |
94.37 |
+0.05 |
57,872 |
369,327 |
+25,828 |
Sep11 |
110412 |
94.37 |
94.37 |
94.37 |
94.37 |
+0.05 |
|
|
|
Total Volume and Open Interest |
57,872 |
369,327 |
+25,828 |
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 |
110412 |
94.81 |
94.81 |
94.81 |
94.81 |
+0.05 |
|
|
|
Total Volume and Open Interest |
102,859 |
541,734 |
-4,121 |
Gold(CMX) |
Apr11 |
110412 |
1461.8 |
1467.2 |
1444.4 |
1452.9 |
-14.5 |
1,407 |
1,652 |
-808 |
Jun11 |
110412 |
1465.2 |
1468.5 |
1445.0 |
1453.6 |
-14.5 |
123,693 |
361,366 |
-900 |
Aug11 |
110412 |
1464.6 |
1469.0 |
1446.2 |
1454.8 |
-14.5 |
8,551 |
41,062 |
+3,896 |
Oct11 |
110412 |
1460.0 |
1460.3 |
1451.7 |
1456.1 |
-14.6 |
688 |
6,022 |
-5 |
Dec11 |
110412 |
1469.0 |
1471.2 |
1450.0 |
1457.5 |
-14.7 |
2,273 |
33,539 |
+635 |
Feb12 |
110412 |
1467.7 |
1473.8 |
1454.5 |
1459.1 |
-14.8 |
180 |
7,032 |
-62 |
Apr12 |
110412 |
1459.4 |
1461.0 |
1457.6 |
1461.0 |
-14.9 |
4 |
5,270 |
+1 |
Jun12 |
110412 |
1469.4 |
1473.0 |
1461.5 |
1463.6 |
-15.0 |
468 |
6,952 |
+2 |
Aug12 |
110412 |
1466.5 |
1466.5 |
1466.5 |
1466.5 |
-15.2 |
200 |
2,607 |
+100 |
Oct12 |
110412 |
1470.1 |
1470.1 |
1470.1 |
1470.1 |
-15.3 |
0 |
3,463 |
+0 |
Dec12 |
110412 |
1482.1 |
1487.1 |
1472.3 |
1474.7 |
-15.7 |
287 |
12,334 |
+73 |
Feb13 |
110412 |
1479.8 |
1479.8 |
1479.8 |
1479.8 |
-16.0 |
2 |
2 |
+1 |
Total Volume and Open Interest |
139,009 |
516,386 |
+2,600 |
Silver(CMX) |
May11 |
110412 |
4025.0 |
4091.0 |
3970.5 |
4006.6 |
-54.6 |
69,426 |
67,178 |
-2,377 |
Jul11 |
110412 |
4022.0 |
4093.0 |
3975.0 |
4009.5 |
-54.7 |
6,121 |
31,491 |
+2,457 |
Sep11 |
110412 |
4012.5 |
4090.0 |
3998.0 |
4011.8 |
-54.6 |
651 |
8,406 |
+196 |
Dec11 |
110412 |
4005.0 |
4096.0 |
3980.0 |
4013.9 |
-54.7 |
976 |
17,612 |
+66 |
Mar12 |
110412 |
4020.0 |
4078.5 |
3998.5 |
4013.3 |
-54.9 |
128 |
1,810 |
-86 |
May12 |
110412 |
4000.0 |
4013.1 |
4000.0 |
4013.1 |
-54.9 |
8 |
513 |
+4 |
Jul12 |
110412 |
4011.0 |
4012.4 |
4011.0 |
4012.4 |
-55.0 |
2 |
1,450 |
+0 |
Total Volume and Open Interest |
77,842 |
144,923 |
+276 |
Platinum(NYMEX) |
Apr11 |
110412 |
1786.0 |
1786.0 |
1776.9 |
1778.8 |
-20.7 |
3 |
108 |
+0 |
Jul11 |
110412 |
1793.5 |
1796.5 |
1770.4 |
1774.3 |
-18.5 |
6,179 |
34,945 |
+838 |
Oct11 |
110412 |
1795.8 |
1795.8 |
1777.5 |
1778.0 |
-18.5 |
15 |
1,164 |
+11 |
Jan12 |
110412 |
1781.5 |
1783.2 |
1779.7 |
1779.7 |
-18.5 |
2 |
16 |
+2 |
Total Volume and Open Interest |
6,199 |
36,271 |
+651 |
Palladium(NYMEX) |
Jun11 |
110412 |
778.25 |
788.55 |
760.30 |
770.10 |
-18.15 |
6,028 |
21,093 |
+350 |
Sep11 |
110412 |
773.30 |
786.00 |
764.95 |
771.30 |
-18.15 |
13 |
706 |
-3 |
Dec11 |
110412 |
779.20 |
781.05 |
773.20 |
773.20 |
-18.15 |
0 |
18 |
+0 |
Total Volume and Open Interest |
6,042 |
21,821 |
+347 |
Copper(CMX) |
May11 |
110412 |
445.75 |
447.50 |
436.10 |
438.35 |
-7.65 |
41,844 |
64,582 |
-4,134 |
Jul11 |
110412 |
447.40 |
449.35 |
438.05 |
440.30 |
-7.55 |
14,208 |
46,741 |
+4,709 |
Sep11 |
110412 |
447.60 |
448.60 |
439.90 |
441.80 |
-7.45 |
2,429 |
13,190 |
+1,198 |
Dec11 |
110412 |
449.90 |
449.90 |
441.10 |
442.75 |
-7.30 |
1,149 |
6,923 |
+516 |
Mar12 |
110412 |
449.25 |
449.25 |
441.00 |
443.10 |
-7.15 |
31 |
2,074 |
+18 |
Total Volume and Open Interest |
60,678 |
137,194 |
+2,596 |
DJIA Index(CBOT) |
Jun11 |
110412 |
12307 |
12307 |
12182 |
12193 |
-128 |
373 |
13,603 |
+116 |
Sep11 |
110412 |
12123 |
12251 |
12123 |
12123 |
-128 |
0 |
6 |
+0 |
Dec11 |
110412 |
12056 |
12184 |
12056 |
12056 |
-128 |
0 |
1 |
+0 |
Mar12 |
110412 |
11998 |
12126 |
11998 |
11998 |
-128 |
|
|
|
Total Volume and Open Interest |
373 |
13,610 |
+116 |
S & P 500(CME) |
Jun11 |
110412 |
1320.20 |
1320.50 |
1305.50 |
1308.30 |
-11.30 |
12,964 |
295,730 |
+334 |
Sep11 |
110412 |
1302.90 |
1302.90 |
1302.30 |
1302.90 |
-11.40 |
0 |
4,637 |
+5 |
Dec11 |
110412 |
1297.60 |
1297.60 |
1297.10 |
1297.60 |
-11.50 |
0 |
1,689 |
+0 |
Mar12 |
110412 |
1293.00 |
1293.00 |
1292.50 |
1293.00 |
-11.50 |
|
|
|
Total Volume and Open Interest |
12,964 |
302,061 |
+339 |
S & P 500 E-Mini(Globex) |
Jun11 |
110412 |
1308.25 |
1308.25 |
1307.50 |
1307.75 |
-12.00 |
|
|
|
Sep11 |
110412 |
1313.25 |
1313.25 |
1300.50 |
1303.00 |
-11.25 |
3,311 |
8,572 |
+2,465 |
Total Volume and Open Interest |
1,862,209 |
2,698,386 |
+19,210 |
NASDAQ 100(CME) |
Jun11 |
110412 |
2308.00 |
2309.30 |
2284.00 |
2293.00 |
-15.00 |
969 |
17,836 |
-522 |
Sep11 |
110412 |
2289.50 |
2289.50 |
2287.00 |
2289.50 |
-13.80 |
0 |
3 |
+0 |
Dec11 |
110412 |
2287.00 |
2287.00 |
2284.50 |
2287.00 |
-13.80 |
|
|
|
Total Volume and Open Interest |
969 |
17,839 |
-522 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110412 |
2309.50 |
2310.00 |
2285.00 |
2293.00 |
-15.00 |
231,045 |
349,496 |
-3,056 |
Sep11 |
110412 |
2299.30 |
2299.30 |
2282.50 |
2289.50 |
-13.80 |
71 |
295 |
+7 |
Total Volume and Open Interest |
231,117 |
349,797 |
-3,048 |
S & P Midcap 400(CME) |
Jun11 |
110412 |
967.70 |
968.00 |
965.00 |
967.70 |
-10.50 |
39 |
1,629 |
+8 |
Sep11 |
110412 |
965.50 |
967.00 |
965.50 |
965.50 |
-10.50 |
|
|
|
Dec11 |
110412 |
963.90 |
965.40 |
963.90 |
963.90 |
-10.50 |
|
|
|
Total Volume and Open Interest |
39 |
1,629 |
+8 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110412 |
9635 |
9635 |
9495 |
9520 |
-130 |
11,612 |
55,968 |
-921 |
Sep11 |
110412 |
9620 |
9620 |
9550 |
9550 |
-130 |
0 |
9 |
+0 |
Total Volume and Open Interest |
11,612 |
55,977 |
-921 |
Nikkei 225(SGX) |
Jun11 |
110412 |
9730 |
9730 |
9500 |
9550 |
-175 |
141,504 |
227,556 |
-11,319 |
Sep11 |
110412 |
9590 |
9590 |
9530 |
9545 |
-175 |
95 |
1,338 |
-2 |
Dec11 |
110412 |
9495 |
9495 |
9495 |
9495 |
-175 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
141,621 |
239,002 |
-11,296 |
CAC 40(EURONEXT) |
Apr11 |
110412 |
4013.0 |
4020.5 |
3967.0 |
3976.5 |
-63.5 |
299,092 |
290,160 |
+21,842 |
May11 |
110412 |
3948.5 |
3951.5 |
3898.0 |
3907.0 |
-64.5 |
209,652 |
91,020 |
+85,434 |
Jun11 |
110412 |
3903.0 |
3907.5 |
3859.5 |
3865.5 |
-66.0 |
1,140 |
26,665 |
+198 |
Total Volume and Open Interest |
509,884 |
407,845 |
+107,474 |
Hang Seng Index(HKFE) |
Apr11 |
110412 |
24200 |
24205 |
23920 |
23968 |
-377 |
68,848 |
97,220 |
+2,345 |
May11 |
110412 |
24025 |
24025 |
23750 |
23800 |
-340 |
1,300 |
2,750 |
+497 |
Jun11 |
110412 |
23853 |
23853 |
23600 |
23644 |
-375 |
869 |
5,630 |
-147 |
Total Volume and Open Interest |
71,112 |
106,691 |
+2,644 |
DAX(EUREX) |
Jun11 |
110412 |
7175.0 |
7200.5 |
7109.0 |
7128.0 |
-98.5 |
93,424 |
171,036 |
-42,398 |
Sep11 |
110412 |
7189.0 |
7206.5 |
7136.5 |
7153.0 |
-99.5 |
150 |
5,318 |
-69 |
Dec11 |
110412 |
7210.0 |
7210.0 |
7184.5 |
7184.5 |
-99.5 |
19 |
546 |
-2 |
Total Volume and Open Interest |
93,593 |
176,900 |
-42,469 |
FT-SE 100(EURONEXT) |
Jun11 |
110412 |
5994.00 |
5994.00 |
5915.50 |
5924.00 |
-87.00 |
71,733 |
610,135 |
+2,693 |
Sep11 |
110412 |
5915.00 |
5915.00 |
5889.50 |
5889.50 |
-87.00 |
21 |
523 |
+15 |
Dec11 |
110412 |
5899.50 |
5899.50 |
5866.50 |
5870.00 |
-89.00 |
40 |
162 |
-30 |
Total Volume and Open Interest |
71,794 |
610,820 |
+2,678 |
SPI 200(SFE) |
Jun11 |
110412 |
5005.0 |
5012.0 |
4903.0 |
4917.0 |
-84.0 |
38,200 |
203,988 |
+12,194 |
Sep11 |
110412 |
4970.0 |
4970.0 |
4902.0 |
4906.0 |
-84.0 |
6 |
3,566 |
+0 |
Dec11 |
110412 |
4930.0 |
4930.0 |
4930.0 |
4930.0 |
-84.0 |
272 |
3,014 |
+259 |
Total Volume and Open Interest |
38,833 |
212,182 |
+12,513 |
GSCI(CME) |
Apr11 |
110412 |
74.59 |
94.64 |
71.14 |
74.59 |
-19.95 |
2,854 |
8,793 |
-2,427 |
May11 |
110412 |
92.14 |
92.14 |
73.14 |
76.14 |
-19.50 |
2,380 |
4,730 |
+2,221 |
Jun11 |
110412 |
77.89 |
97.39 |
74.64 |
77.89 |
-19.45 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,234 |
13,524 |
-206 |
Reuters CCI(ICE) |
Jun11 |
110412 |
359.70 |
359.70 |
359.70 |
359.70 |
-6.30 |
|
|
|
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. |
|
|