|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed April 13, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110413 |
1332.50 |
1349.00 |
1328.25 |
1333.50 |
+3.75 |
114,512 |
166,185 |
-15,783 |
Jul11 |
110413 |
1343.25 |
1360.00 |
1340.00 |
1345.00 |
+4.00 |
87,471 |
198,576 |
+7,067 |
Aug11 |
110413 |
1348.75 |
1361.75 |
1341.75 |
1347.50 |
+4.25 |
3,120 |
13,282 |
+458 |
Sep11 |
110413 |
1344.00 |
1363.00 |
1344.00 |
1349.50 |
+5.25 |
1,924 |
14,613 |
+249 |
Nov11 |
110413 |
1344.25 |
1363.75 |
1343.25 |
1351.50 |
+7.25 |
40,109 |
192,999 |
+3,256 |
Jan12 |
110413 |
1354.75 |
1370.00 |
1354.00 |
1360.25 |
+7.50 |
1,535 |
22,206 |
-428 |
Mar12 |
110413 |
1362.00 |
1366.75 |
1350.75 |
1360.75 |
+10.00 |
559 |
13,171 |
+38 |
Total Volume and Open Interest |
251,166 |
644,423 |
-5,173 |
Soybean Meal(CBOT) |
May11 |
110413 |
342.40 |
346.80 |
341.10 |
342.20 |
-0.20 |
34,022 |
60,687 |
-4,565 |
Jul11 |
110413 |
347.50 |
351.80 |
346.50 |
347.60 |
+0.20 |
25,449 |
66,937 |
+2,630 |
Aug11 |
110413 |
349.50 |
353.80 |
348.90 |
349.50 |
unch |
5,358 |
18,219 |
+610 |
Sep11 |
110413 |
350.50 |
353.80 |
349.40 |
350.10 |
-0.30 |
1,881 |
13,465 |
+94 |
Oct11 |
110413 |
350.10 |
352.70 |
348.30 |
348.90 |
-0.70 |
1,474 |
12,842 |
+220 |
Dec11 |
110413 |
351.40 |
353.70 |
349.00 |
350.20 |
-0.20 |
6,332 |
41,506 |
+1,223 |
Jan12 |
110413 |
354.80 |
354.80 |
351.40 |
351.90 |
-0.20 |
167 |
3,314 |
+48 |
Mar12 |
110413 |
355.40 |
355.40 |
352.40 |
353.20 |
+0.80 |
222 |
3,070 |
+84 |
Total Volume and Open Interest |
75,765 |
225,602 |
+422 |
Soybean Oil(CBOT) |
May11 |
110413 |
57.29 |
58.01 |
57.18 |
57.36 |
+0.12 |
65,477 |
108,788 |
-10,412 |
Jul11 |
110413 |
58.00 |
58.63 |
57.81 |
57.99 |
+0.12 |
41,536 |
136,535 |
+4,566 |
Aug11 |
110413 |
58.20 |
58.80 |
58.05 |
58.19 |
+0.10 |
3,295 |
16,092 |
-125 |
Sep11 |
110413 |
58.41 |
59.07 |
58.28 |
58.43 |
+0.11 |
2,207 |
14,468 |
+282 |
Oct11 |
110413 |
58.40 |
59.00 |
58.34 |
58.48 |
+0.14 |
819 |
13,957 |
+292 |
Dec11 |
110413 |
58.51 |
59.27 |
58.42 |
58.61 |
+0.15 |
11,500 |
74,445 |
+1,594 |
Jan12 |
110413 |
59.07 |
59.17 |
58.75 |
58.78 |
+0.16 |
1,012 |
3,921 |
+748 |
Mar12 |
110413 |
59.04 |
59.12 |
58.52 |
58.68 |
+0.16 |
133 |
4,137 |
+51 |
Total Volume and Open Interest |
126,332 |
376,088 |
-2,826 |
Canola(WCE) |
May11 |
110413 |
568.6 |
573.9 |
568.2 |
572.5 |
+3.9 |
6,980 |
53,613 |
-1,070 |
Jul11 |
110413 |
580.0 |
582.6 |
577.0 |
581.2 |
+3.9 |
3,368 |
50,433 |
+1,397 |
Nov11 |
110413 |
565.2 |
571.8 |
564.5 |
570.3 |
+5.1 |
1,538 |
71,260 |
+557 |
Jan12 |
110413 |
577.1 |
577.1 |
577.1 |
577.1 |
+5.4 |
1 |
4,453 |
+0 |
Mar12 |
110413 |
576.6 |
577.7 |
576.6 |
577.7 |
+5.4 |
0 |
1,000 |
+0 |
Total Volume and Open Interest |
12,025 |
182,863 |
+969 |
Corn(CBOT) |
May11 |
110413 |
753.25 |
768.50 |
746.50 |
755.50 |
+3.00 |
166,109 |
428,161 |
-14,917 |
Jul11 |
110413 |
758.00 |
773.00 |
751.50 |
761.00 |
+3.50 |
132,057 |
525,452 |
+16,427 |
Sep11 |
110413 |
696.75 |
710.50 |
691.25 |
702.50 |
+6.00 |
23,070 |
126,268 |
+5,500 |
Dec11 |
110413 |
637.25 |
653.00 |
634.00 |
645.00 |
+8.50 |
36,628 |
434,100 |
+4,174 |
Mar12 |
110413 |
644.75 |
661.00 |
643.75 |
653.75 |
+7.25 |
2,867 |
67,375 |
+386 |
May12 |
110413 |
657.00 |
667.00 |
653.50 |
661.25 |
+7.75 |
1,031 |
11,244 |
+334 |
Total Volume and Open Interest |
363,236 |
1,669,432 |
+12,037 |
Wheat(CBOT) |
May11 |
110413 |
761.00 |
769.50 |
741.25 |
752.75 |
-6.75 |
60,407 |
111,998 |
-13,102 |
Jul11 |
110413 |
793.75 |
803.00 |
775.75 |
788.00 |
-4.25 |
46,295 |
180,271 |
+5,035 |
Sep11 |
110413 |
833.25 |
839.25 |
814.75 |
827.25 |
-3.25 |
16,242 |
56,610 |
+3,073 |
Dec11 |
110413 |
860.50 |
868.00 |
845.00 |
858.50 |
-2.00 |
14,733 |
101,955 |
+1,492 |
Mar12 |
110413 |
885.50 |
893.50 |
868.50 |
882.50 |
-3.25 |
1,504 |
12,084 |
+219 |
Total Volume and Open Interest |
141,195 |
491,541 |
-2,721 |
Wheat(KCBT) |
May11 |
110413 |
895.25 |
905.50 |
871.50 |
885.00 |
-9.00 |
17,278 |
54,440 |
-2,183 |
Jul11 |
110413 |
903.75 |
915.25 |
882.00 |
895.50 |
-9.00 |
14,837 |
83,033 |
+995 |
Sep11 |
110413 |
917.00 |
928.25 |
895.00 |
908.50 |
-9.00 |
3,090 |
23,017 |
+405 |
Dec11 |
110413 |
934.50 |
943.25 |
911.50 |
924.50 |
-9.00 |
4,213 |
29,066 |
+677 |
Mar12 |
110413 |
940.25 |
951.75 |
922.00 |
934.50 |
-8.00 |
417 |
3,228 |
+256 |
Total Volume and Open Interest |
40,143 |
198,681 |
-29 |
Wheat(MGE) |
May11 |
110413 |
911.25 |
923.25 |
892.00 |
904.00 |
-7.75 |
3,382 |
13,552 |
-988 |
Jul11 |
110413 |
919.00 |
930.50 |
900.00 |
912.00 |
-7.50 |
3,330 |
18,087 |
+1,503 |
Sep11 |
110413 |
922.25 |
930.50 |
904.00 |
915.00 |
-6.50 |
940 |
14,943 |
+144 |
Dec11 |
110413 |
934.25 |
943.00 |
916.50 |
927.00 |
-6.00 |
1,167 |
11,757 |
+192 |
Mar12 |
110413 |
944.75 |
951.50 |
926.00 |
935.25 |
-8.25 |
273 |
1,856 |
+57 |
Total Volume and Open Interest |
9,230 |
62,195 |
+982 |
Oats(CBOT) |
May11 |
110413 |
387.00 |
398.75 |
378.25 |
386.75 |
-4.25 |
697 |
4,282 |
-167 |
Jul11 |
110413 |
402.25 |
407.00 |
387.25 |
395.50 |
-4.00 |
788 |
6,750 |
+255 |
Sep11 |
110413 |
406.50 |
406.50 |
398.00 |
399.50 |
-4.00 |
12 |
223 |
+5 |
Dec11 |
110413 |
406.50 |
412.00 |
398.25 |
404.00 |
-4.00 |
78 |
2,574 |
+7 |
Total Volume and Open Interest |
1,575 |
13,832 |
+100 |
Rough Rice(CBOT) |
May11 |
110413 |
13.40 |
13.69 |
13.37 |
13.62 |
+0.26 |
591 |
9,999 |
-31 |
Jul11 |
110413 |
13.69 |
14.02 |
13.69 |
13.95 |
+0.26 |
491 |
9,505 |
+200 |
Sep11 |
110413 |
14.56 |
14.74 |
14.48 |
14.74 |
+0.27 |
113 |
3,900 |
+45 |
Nov11 |
110413 |
14.85 |
15.04 |
14.81 |
15.04 |
+0.26 |
38 |
911 |
+10 |
Total Volume and Open Interest |
1,234 |
24,730 |
+223 |
Live Cattle(CME) |
Apr11 |
110413 |
117.950 |
118.930 |
117.700 |
118.285 |
+0.605 |
3,806 |
21,130 |
-491 |
Jun11 |
110413 |
115.700 |
116.580 |
115.400 |
115.785 |
+0.185 |
17,560 |
180,683 |
-912 |
Aug11 |
110413 |
117.330 |
118.330 |
117.250 |
117.680 |
+0.280 |
5,913 |
85,088 |
-72 |
Oct11 |
110413 |
121.550 |
122.650 |
121.500 |
122.285 |
+0.435 |
4,826 |
49,442 |
+538 |
Dec11 |
110413 |
122.650 |
123.285 |
122.330 |
123.100 |
+0.565 |
3,170 |
38,493 |
+354 |
Feb12 |
110413 |
122.080 |
122.650 |
121.800 |
122.580 |
+0.500 |
282 |
10,151 |
+91 |
Total Volume and Open Interest |
35,648 |
389,862 |
-486 |
Feeder Cattle(CME) |
Apr11 |
110413 |
131.950 |
132.600 |
131.535 |
131.985 |
+0.185 |
335 |
2,527 |
-155 |
May11 |
110413 |
132.600 |
133.435 |
132.235 |
133.035 |
+0.785 |
1,785 |
11,787 |
-465 |
Aug11 |
110413 |
135.550 |
136.935 |
135.535 |
136.575 |
+1.175 |
2,355 |
21,332 |
+181 |
Sep11 |
110413 |
136.350 |
137.350 |
135.935 |
137.285 |
+1.235 |
563 |
4,020 |
+20 |
Oct11 |
110413 |
136.150 |
137.300 |
135.850 |
136.750 |
+0.650 |
336 |
2,235 |
+177 |
Nov11 |
110413 |
135.700 |
137.000 |
135.600 |
136.825 |
+1.390 |
98 |
1,195 |
+32 |
Jan12 |
110413 |
134.285 |
135.700 |
134.285 |
135.700 |
+1.000 |
13 |
257 |
+6 |
Total Volume and Open Interest |
5,489 |
43,366 |
-202 |
Lean Hogs(CME) |
Apr11 |
110413 |
93.580 |
94.035 |
93.400 |
93.950 |
+0.500 |
5,175 |
11,479 |
-1,447 |
May11 |
110413 |
100.450 |
103.080 |
100.450 |
103.000 |
+2.800 |
1,045 |
4,866 |
+381 |
Jun11 |
110413 |
99.700 |
102.080 |
99.700 |
101.450 |
+2.100 |
16,053 |
90,580 |
-376 |
Jul11 |
110413 |
99.400 |
101.650 |
99.400 |
101.035 |
+2.000 |
3,290 |
30,544 |
-23 |
Aug11 |
110413 |
99.930 |
101.730 |
99.930 |
101.350 |
+1.900 |
6,724 |
35,517 |
-395 |
Oct11 |
110413 |
92.050 |
93.830 |
92.050 |
93.680 |
+1.730 |
5,273 |
30,759 |
+976 |
Dec11 |
110413 |
88.600 |
90.000 |
88.600 |
89.980 |
+1.530 |
1,989 |
23,154 |
+407 |
Feb12 |
110413 |
88.700 |
90.250 |
88.700 |
90.100 |
+1.200 |
109 |
5,039 |
+14 |
Total Volume and Open Interest |
39,771 |
237,011 |
-400 |
Class III Milk(CME) |
Apr11 |
110413 |
16.73 |
16.75 |
16.71 |
16.74 |
-0.01 |
198 |
5,318 |
+36 |
May11 |
110413 |
17.07 |
17.18 |
16.92 |
16.94 |
-0.15 |
190 |
5,659 |
+1 |
Jun11 |
110413 |
17.51 |
17.67 |
17.45 |
17.51 |
-0.13 |
205 |
4,284 |
+41 |
Jul11 |
110413 |
17.86 |
17.92 |
17.82 |
17.82 |
-0.08 |
135 |
3,253 |
+56 |
Aug11 |
110413 |
17.85 |
17.85 |
17.80 |
17.81 |
-0.04 |
96 |
3,129 |
+30 |
Total Volume and Open Interest |
1,015 |
34,200 |
+242 |
Cocoa(ICE) |
May11 |
110413 |
3086 |
3095 |
3049 |
3066 |
+13 |
12,155 |
14,327 |
-4,061 |
Jul11 |
110413 |
3076 |
3095 |
3049 |
3070 |
+14 |
12,590 |
72,996 |
+2,486 |
Sep11 |
110413 |
3090 |
3106 |
3068 |
3084 |
+14 |
2,586 |
20,945 |
-176 |
Dec11 |
110413 |
3125 |
3125 |
3089 |
3105 |
+11 |
370 |
21,633 |
-66 |
Mar12 |
110413 |
3151 |
3162 |
3135 |
3146 |
+8 |
210 |
23,578 |
+31 |
May12 |
110413 |
3140 |
3140 |
3140 |
3140 |
+10 |
98 |
5,762 |
+0 |
Jul12 |
110413 |
3138 |
3138 |
3138 |
3138 |
+10 |
0 |
547 |
+0 |
Total Volume and Open Interest |
28,065 |
164,095 |
-1,764 |
Coffee "C"(ICE) |
May11 |
110413 |
273.25 |
282.05 |
272.35 |
280.70 |
+6.90 |
17,746 |
32,455 |
-6,857 |
Jul11 |
110413 |
275.75 |
285.05 |
275.40 |
283.70 |
+6.80 |
14,375 |
50,478 |
+3,672 |
Sep11 |
110413 |
278.45 |
287.20 |
278.45 |
286.00 |
+6.55 |
2,907 |
15,346 |
+1,268 |
Dec11 |
110413 |
280.35 |
289.50 |
280.35 |
288.40 |
+6.80 |
536 |
15,724 |
+48 |
Mar12 |
110413 |
281.75 |
290.85 |
281.75 |
289.90 |
+6.70 |
312 |
3,392 |
+141 |
May12 |
110413 |
285.00 |
291.70 |
285.00 |
290.85 |
+6.20 |
90 |
1,883 |
+67 |
Total Volume and Open Interest |
36,019 |
120,505 |
-1,637 |
Orange Juice(ICE) |
May11 |
110413 |
168.25 |
169.00 |
165.65 |
168.15 |
-0.40 |
2,007 |
12,105 |
-582 |
Jul11 |
110413 |
164.00 |
164.00 |
160.90 |
163.40 |
-0.60 |
1,751 |
11,327 |
+538 |
Sep11 |
110413 |
159.95 |
160.40 |
159.20 |
160.40 |
-0.30 |
108 |
1,486 |
+43 |
Nov11 |
110413 |
156.00 |
156.85 |
156.00 |
156.85 |
-0.20 |
289 |
1,156 |
+285 |
Jan12 |
110413 |
156.35 |
156.35 |
156.00 |
156.35 |
-0.10 |
3 |
169 |
+0 |
Mar12 |
110413 |
156.80 |
156.80 |
156.45 |
156.80 |
+0.30 |
0 |
40 |
+0 |
Total Volume and Open Interest |
4,158 |
26,290 |
+284 |
Sugar #11(ICE) |
May11 |
110413 |
25.61 |
25.92 |
24.70 |
24.79 |
-0.79 |
52,378 |
142,124 |
-16,774 |
Jul11 |
110413 |
24.42 |
24.67 |
23.51 |
23.65 |
-0.72 |
43,697 |
234,902 |
+5,007 |
Oct11 |
110413 |
24.45 |
24.55 |
23.62 |
23.90 |
-0.43 |
14,109 |
112,614 |
+4,125 |
Mar12 |
110413 |
24.28 |
24.45 |
23.63 |
23.92 |
-0.37 |
4,562 |
66,819 |
-175 |
May12 |
110413 |
23.96 |
23.99 |
23.25 |
23.47 |
-0.41 |
1,390 |
18,986 |
+73 |
Total Volume and Open Interest |
120,529 |
624,777 |
-7,926 |
London Cocoa(LCE) |
May11 |
110413 |
1944 |
1967 |
1935 |
1948 |
+10 |
4,920 |
44,057 |
-739 |
Jul11 |
110413 |
1941 |
1964 |
1932 |
1946 |
+9 |
5,698 |
53,196 |
-42 |
Sep11 |
110413 |
1952 |
1973 |
1943 |
1961 |
+13 |
3,768 |
30,696 |
+1,147 |
Dec11 |
110413 |
1976 |
1985 |
1957 |
1982 |
+19 |
1,244 |
29,524 |
-54 |
Mar12 |
110413 |
1992 |
2000 |
1973 |
1999 |
+19 |
246 |
25,639 |
+44 |
May12 |
110413 |
1996 |
2011 |
1983 |
2008 |
+20 |
282 |
6,853 |
+33 |
Jul12 |
110413 |
1992 |
2015 |
1992 |
2015 |
+22 |
0 |
3,588 |
+0 |
Total Volume and Open Interest |
16,220 |
202,166 |
+451 |
London Sugar(LCE) |
Aug11 |
110413 |
652.50 |
656.50 |
640.00 |
641.20 |
-7.90 |
2,789 |
27,765 |
+730 |
Oct11 |
110413 |
640.90 |
644.00 |
628.70 |
629.60 |
-7.50 |
251 |
7,053 |
+0 |
Dec11 |
110413 |
631.70 |
636.90 |
624.70 |
625.60 |
-6.80 |
178 |
2,053 |
+65 |
Mar12 |
110413 |
628.40 |
630.00 |
620.50 |
620.50 |
-4.50 |
72 |
1,521 |
+7 |
May12 |
110413 |
611.00 |
612.00 |
605.60 |
605.60 |
-2.40 |
28 |
926 |
+0 |
Total Volume and Open Interest |
8,776 |
60,631 |
-789 |
Cotton(ICE) |
May11 |
110413 |
201.85 |
206.73 |
196.70 |
197.35 |
-2.38 |
15,241 |
57,820 |
-3,382 |
Jul11 |
110413 |
188.00 |
189.11 |
178.62 |
180.64 |
-4.93 |
10,642 |
66,009 |
+3,177 |
Oct11 |
110413 |
157.00 |
159.50 |
152.16 |
156.35 |
-0.37 |
14 |
455 |
+3 |
Dec11 |
110413 |
136.10 |
139.00 |
130.76 |
134.70 |
-0.86 |
2,864 |
60,974 |
-23 |
Mar12 |
110413 |
128.62 |
129.20 |
122.40 |
125.40 |
-0.45 |
667 |
6,683 |
+217 |
May12 |
110413 |
119.40 |
120.52 |
116.41 |
117.68 |
-0.52 |
219 |
2,015 |
+201 |
Total Volume and Open Interest |
29,760 |
198,426 |
+223 |
Lumber(CME) |
May11 |
110413 |
243.9 |
251.0 |
241.7 |
251.0 |
+10.0 |
748 |
3,185 |
-105 |
Jul11 |
110413 |
268.4 |
276.0 |
267.1 |
276.0 |
+10.0 |
713 |
5,161 |
+35 |
Sep11 |
110413 |
279.0 |
298.5 |
279.0 |
291.0 |
+2.5 |
129 |
1,264 |
+4 |
Nov11 |
110413 |
295.0 |
295.0 |
282.0 |
292.9 |
+6.9 |
64 |
214 |
+49 |
Total Volume and Open Interest |
1,654 |
9,830 |
-17 |
Crude Oil(NYM) |
May11 |
110413 |
106.02 |
107.43 |
105.31 |
107.11 |
+0.86 |
364,348 |
209,195 |
-41,294 |
Jun11 |
110413 |
106.62 |
108.14 |
105.98 |
107.71 |
+0.74 |
165,103 |
245,531 |
+24,426 |
Jul11 |
110413 |
107.44 |
108.76 |
106.59 |
108.24 |
+0.60 |
67,868 |
160,209 |
+9,239 |
Aug11 |
110413 |
107.87 |
109.22 |
107.06 |
108.64 |
+0.54 |
23,248 |
55,938 |
+962 |
Sep11 |
110413 |
108.72 |
109.58 |
107.38 |
108.96 |
+0.54 |
21,718 |
62,794 |
+1,372 |
Oct11 |
110413 |
108.36 |
109.63 |
107.87 |
109.17 |
+0.57 |
11,437 |
37,050 |
-2,250 |
Nov11 |
110413 |
108.18 |
109.46 |
108.02 |
109.29 |
+0.62 |
9,574 |
34,473 |
-274 |
Dec11 |
110413 |
108.33 |
110.00 |
107.72 |
109.35 |
+0.66 |
39,248 |
181,921 |
-554 |
Jan12 |
110413 |
108.21 |
109.69 |
108.05 |
109.33 |
+0.69 |
4,878 |
36,003 |
+56 |
Feb12 |
110413 |
109.44 |
109.55 |
108.14 |
109.24 |
+0.70 |
3,042 |
17,211 |
-49 |
Mar12 |
110413 |
109.00 |
109.75 |
107.94 |
109.10 |
+0.70 |
4,162 |
29,480 |
+113 |
Apr12 |
110413 |
108.90 |
108.90 |
108.90 |
108.90 |
+0.70 |
2,389 |
14,129 |
+321 |
May12 |
110413 |
108.85 |
108.90 |
107.35 |
108.65 |
+0.70 |
2,147 |
12,927 |
+411 |
Jun12 |
110413 |
108.13 |
108.98 |
108.07 |
108.36 |
+0.72 |
4,598 |
66,138 |
-604 |
Jul12 |
110413 |
108.01 |
108.01 |
108.01 |
108.01 |
+0.75 |
433 |
15,420 |
+82 |
Aug12 |
110413 |
107.90 |
107.90 |
107.65 |
107.65 |
+0.76 |
271 |
9,421 |
+141 |
Total Volume and Open Interest |
747,902 |
1,567,492 |
-6,184 |
e-miNY Crude Oil(NYM) |
Apr11 |
110321 |
102.050 |
103.350 |
101.650 |
102.325 |
+1.250 |
11,151 |
2,230 |
-312 |
May11 |
110413 |
106.225 |
107.425 |
105.325 |
107.100 |
+0.850 |
13,012 |
3,170 |
-173 |
Jun11 |
110413 |
107.100 |
108.125 |
106.000 |
107.700 |
+0.725 |
1,026 |
1,011 |
+131 |
Jul11 |
110413 |
107.300 |
108.750 |
107.050 |
108.250 |
+0.600 |
192 |
299 |
+66 |
Aug11 |
110413 |
108.400 |
108.650 |
107.600 |
108.650 |
+0.550 |
12 |
61 |
+4 |
Sep11 |
110413 |
108.950 |
108.950 |
108.950 |
108.950 |
+0.525 |
2 |
17 |
+1 |
Oct11 |
110413 |
109.000 |
109.175 |
109.000 |
109.175 |
+0.575 |
1 |
42 |
+0 |
Nov11 |
110413 |
109.300 |
109.300 |
109.300 |
109.300 |
+0.625 |
0 |
11 |
+0 |
Dec11 |
110413 |
109.250 |
109.750 |
109.250 |
109.350 |
+0.650 |
14 |
241 |
+5 |
Jan12 |
110413 |
109.325 |
109.325 |
109.325 |
109.325 |
+0.675 |
4 |
7 |
+1 |
Total Volume and Open Interest |
14,264 |
4,998 |
+36 |
Heating Oil(NYM) |
May11 |
110413 |
317.95 |
321.82 |
315.76 |
320.28 |
+3.02 |
51,525 |
88,823 |
-6,095 |
Jun11 |
110413 |
319.40 |
322.96 |
317.18 |
321.61 |
+2.98 |
28,911 |
61,540 |
+2,633 |
Jul11 |
110413 |
321.29 |
324.48 |
318.82 |
323.30 |
+3.08 |
15,630 |
38,487 |
+1,028 |
Aug11 |
110413 |
323.01 |
325.81 |
320.50 |
324.97 |
+3.13 |
8,212 |
26,304 |
+889 |
Sep11 |
110413 |
324.64 |
326.68 |
323.00 |
326.61 |
+3.18 |
5,815 |
16,732 |
+201 |
Oct11 |
110413 |
324.86 |
328.44 |
324.76 |
328.17 |
+3.24 |
2,817 |
9,013 |
+542 |
Nov11 |
110413 |
327.63 |
329.94 |
327.63 |
329.85 |
+3.33 |
2,140 |
8,274 |
+233 |
Dec11 |
110413 |
330.66 |
331.77 |
326.69 |
331.50 |
+3.42 |
7,465 |
29,193 |
-66 |
Jan12 |
110413 |
329.45 |
333.06 |
329.25 |
333.06 |
+3.45 |
1,287 |
8,782 |
-76 |
Feb12 |
110413 |
332.50 |
333.21 |
332.50 |
333.21 |
+3.45 |
795 |
4,106 |
+407 |
Mar12 |
110413 |
331.81 |
331.81 |
331.81 |
331.81 |
+3.48 |
140 |
2,494 |
-13 |
Apr12 |
110413 |
328.91 |
328.91 |
328.91 |
328.91 |
+3.53 |
174 |
943 |
-3 |
Total Volume and Open Interest |
126,767 |
310,480 |
+385 |
Gasoline(NYMEX) |
May11 |
110413 |
317.60 |
324.77 |
316.21 |
324.24 |
+7.83 |
45,629 |
84,725 |
-6,569 |
Jun11 |
110413 |
315.09 |
322.10 |
314.07 |
321.62 |
+7.13 |
27,925 |
58,185 |
+1,850 |
Jul11 |
110413 |
313.20 |
319.47 |
312.53 |
319.15 |
+6.33 |
15,976 |
37,173 |
+3,781 |
Aug11 |
110413 |
312.80 |
317.12 |
312.02 |
316.61 |
+5.83 |
7,422 |
17,355 |
+1,146 |
Sep11 |
110413 |
307.99 |
313.42 |
307.99 |
313.42 |
+5.32 |
6,768 |
19,946 |
-1,267 |
Oct11 |
110413 |
293.89 |
298.75 |
293.89 |
298.64 |
+4.75 |
3,273 |
16,597 |
-541 |
Nov11 |
110413 |
292.03 |
295.11 |
291.75 |
295.11 |
+4.45 |
1,242 |
6,618 |
+69 |
Dec11 |
110413 |
291.74 |
294.40 |
288.55 |
293.64 |
+4.22 |
993 |
24,564 |
-22 |
Jan12 |
110413 |
292.75 |
294.25 |
290.25 |
293.69 |
+4.16 |
25 |
6,380 |
+8 |
Feb12 |
110413 |
295.07 |
295.07 |
295.07 |
295.07 |
+4.16 |
15 |
2,381 |
+5 |
Total Volume and Open Interest |
109,382 |
290,154 |
-1,433 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110413 |
324.20 |
324.24 |
324.20 |
324.20 |
+7.80 |
0 |
3 |
+0 |
Jun11 |
110413 |
321.60 |
321.62 |
321.60 |
321.60 |
+7.10 |
0 |
1 |
+0 |
Jul11 |
110413 |
319.20 |
319.20 |
319.15 |
319.20 |
+6.40 |
0 |
1 |
+0 |
Aug11 |
110413 |
316.60 |
316.61 |
316.60 |
316.60 |
+5.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
May11 |
110413 |
4.090 |
4.182 |
4.075 |
4.141 |
+0.043 |
157,366 |
170,600 |
-20,280 |
Jun11 |
110413 |
4.171 |
4.248 |
4.144 |
4.206 |
+0.038 |
58,531 |
111,276 |
+5,526 |
Jul11 |
110413 |
4.253 |
4.328 |
4.227 |
4.283 |
+0.030 |
72,742 |
160,602 |
+18,830 |
Aug11 |
110413 |
4.314 |
4.372 |
4.276 |
4.333 |
+0.029 |
19,050 |
54,473 |
+799 |
Sep11 |
110413 |
4.319 |
4.390 |
4.302 |
4.355 |
+0.030 |
16,071 |
60,257 |
+1,846 |
Oct11 |
110413 |
4.376 |
4.443 |
4.343 |
4.404 |
+0.029 |
17,571 |
76,352 |
+1,204 |
Nov11 |
110413 |
4.565 |
4.606 |
4.530 |
4.579 |
+0.025 |
5,243 |
34,424 |
+207 |
Dec11 |
110413 |
4.797 |
4.858 |
4.774 |
4.831 |
+0.021 |
3,328 |
27,751 |
+250 |
Jan12 |
110413 |
4.950 |
4.986 |
4.903 |
4.963 |
+0.021 |
7,747 |
76,176 |
+661 |
Feb12 |
110413 |
4.939 |
4.969 |
4.928 |
4.946 |
+0.019 |
699 |
15,654 |
-2 |
Mar12 |
110413 |
4.841 |
4.895 |
4.837 |
4.877 |
+0.020 |
2,518 |
32,374 |
-376 |
Apr12 |
110413 |
4.715 |
4.756 |
4.715 |
4.740 |
+0.015 |
2,404 |
31,351 |
-113 |
May12 |
110413 |
4.753 |
4.777 |
4.746 |
4.764 |
+0.013 |
438 |
8,580 |
+159 |
Jun12 |
110413 |
4.800 |
4.800 |
4.800 |
4.800 |
+0.012 |
100 |
5,315 |
-42 |
Jul12 |
110413 |
4.853 |
4.853 |
4.832 |
4.845 |
+0.011 |
92 |
5,070 |
+36 |
Aug12 |
110413 |
4.866 |
4.871 |
4.866 |
4.871 |
+0.010 |
137 |
5,550 |
-109 |
Total Volume and Open Interest |
365,518 |
951,593 |
+9,109 |
Brent Crude Oil(ICE) |
May11 |
110413 |
120.80 |
123.26 |
120.20 |
122.88 |
+1.96 |
169,924 |
101,111 |
-10,419 |
Jun11 |
110413 |
120.48 |
122.72 |
119.75 |
122.33 |
+1.90 |
183,500 |
250,234 |
-4,092 |
Jul11 |
110413 |
119.92 |
122.31 |
119.49 |
121.92 |
+1.86 |
64,715 |
103,412 |
+8,002 |
Aug11 |
110413 |
119.58 |
121.92 |
119.19 |
121.54 |
+1.84 |
24,652 |
38,581 |
+1,904 |
Sep11 |
110413 |
119.39 |
121.49 |
118.85 |
121.13 |
+1.82 |
16,758 |
37,279 |
+673 |
Oct11 |
110413 |
119.03 |
121.11 |
118.54 |
120.78 |
+1.82 |
8,724 |
25,144 |
+909 |
Nov11 |
110413 |
118.65 |
120.67 |
118.22 |
120.42 |
+1.82 |
5,861 |
20,516 |
+76 |
Dec11 |
110413 |
118.08 |
120.36 |
117.91 |
120.07 |
+1.82 |
29,692 |
105,848 |
-343 |
Jan12 |
110413 |
119.51 |
119.79 |
117.82 |
119.79 |
+1.83 |
3,289 |
19,686 |
+407 |
Feb12 |
110413 |
119.48 |
119.48 |
119.48 |
119.48 |
+1.84 |
2,417 |
12,982 |
+305 |
Mar12 |
110413 |
119.15 |
119.15 |
119.15 |
119.15 |
+1.85 |
2,796 |
29,025 |
-47 |
Apr12 |
110413 |
118.78 |
118.78 |
118.78 |
118.78 |
+1.85 |
891 |
6,180 |
-271 |
May12 |
110413 |
117.80 |
118.40 |
117.80 |
118.40 |
+1.84 |
576 |
4,807 |
+98 |
Jun12 |
110413 |
116.03 |
118.25 |
116.03 |
118.01 |
+1.84 |
3,167 |
37,532 |
+210 |
Total Volume and Open Interest |
524,220 |
910,283 |
-1,902 |
Gas Oil(ICE) |
May11 |
110413 |
1009.00 |
1020.50 |
1002.25 |
1014.75 |
+6.25 |
145,959 |
165,156 |
+19,108 |
Jun11 |
110413 |
1015.00 |
1023.00 |
1005.25 |
1017.75 |
+7.25 |
86,574 |
103,148 |
+11,780 |
Jul11 |
110413 |
1014.25 |
1025.25 |
1008.00 |
1020.50 |
+7.75 |
25,145 |
50,548 |
+6,525 |
Aug11 |
110413 |
1019.00 |
1027.50 |
1010.75 |
1023.00 |
+8.00 |
8,894 |
26,864 |
+1,077 |
Sep11 |
110413 |
1021.00 |
1029.50 |
1014.00 |
1025.25 |
+8.00 |
9,450 |
43,459 |
+1,953 |
Oct11 |
110413 |
1018.50 |
1031.25 |
1015.50 |
1027.00 |
+8.50 |
7,574 |
27,759 |
+1,719 |
Nov11 |
110413 |
1022.00 |
1030.25 |
1018.75 |
1027.25 |
+8.75 |
3,967 |
20,880 |
+352 |
Dec11 |
110413 |
1018.25 |
1032.75 |
1015.00 |
1028.25 |
+9.00 |
16,969 |
70,021 |
+4,126 |
Jan12 |
090519 |
640.75 |
640.75 |
640.75 |
640.75 |
unch |
|
|
|
Feb12 |
090519 |
642.50 |
642.50 |
642.50 |
642.50 |
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 |
110413 |
2.679 |
2.699 |
2.655 |
2.658 |
-0.002 |
40 |
855 |
-15 |
Jun11 |
110413 |
2.689 |
2.689 |
2.645 |
2.662 |
+0.005 |
131 |
1,049 |
+67 |
Jul11 |
110413 |
2.687 |
2.687 |
2.645 |
2.662 |
+0.007 |
39 |
1,481 |
+13 |
Aug11 |
110413 |
2.665 |
2.676 |
2.634 |
2.651 |
+0.012 |
26 |
580 |
+3 |
Sep11 |
110413 |
2.580 |
2.580 |
2.565 |
2.570 |
+0.018 |
21 |
889 |
+2 |
Oct11 |
110413 |
2.430 |
2.430 |
2.427 |
2.427 |
+0.010 |
7 |
715 |
+2 |
Nov11 |
110413 |
2.415 |
2.415 |
2.398 |
2.405 |
+0.013 |
29 |
582 |
-22 |
Total Volume and Open Interest |
316 |
7,574 |
+48 |
WTI Crude Oil(ICE |
May11 |
110413 |
105.85 |
107.43 |
105.32 |
107.11 |
+0.86 |
69,941 |
68,262 |
-3,378 |
Jun11 |
110413 |
106.60 |
108.12 |
105.98 |
107.71 |
+0.74 |
44,106 |
96,344 |
+4,916 |
Jul11 |
110413 |
107.36 |
108.74 |
106.58 |
108.24 |
+0.60 |
16,317 |
68,282 |
+2,940 |
Aug11 |
110413 |
108.68 |
109.22 |
107.04 |
108.64 |
+0.54 |
7,063 |
25,971 |
+967 |
Sep11 |
110413 |
107.79 |
109.25 |
107.41 |
108.96 |
+0.54 |
6,866 |
29,795 |
-16 |
Oct11 |
110413 |
107.96 |
109.40 |
107.64 |
109.17 |
+0.57 |
3,372 |
19,862 |
-124 |
Nov11 |
110413 |
108.04 |
109.56 |
107.76 |
109.29 |
+0.62 |
3,102 |
14,408 |
+89 |
Dec11 |
110413 |
108.42 |
109.96 |
107.74 |
109.35 |
+0.66 |
16,319 |
90,676 |
+1,124 |
Jan12 |
110413 |
109.07 |
109.33 |
108.10 |
109.33 |
+0.69 |
1,436 |
12,725 |
-154 |
Feb12 |
110413 |
108.29 |
109.24 |
108.29 |
109.24 |
+0.70 |
521 |
2,862 |
-45 |
Mar12 |
110413 |
109.10 |
109.10 |
109.10 |
109.10 |
+0.70 |
919 |
10,272 |
+13 |
Apr12 |
110413 |
108.90 |
108.90 |
108.90 |
108.90 |
+0.70 |
411 |
3,067 |
+32 |
May12 |
110413 |
108.65 |
108.65 |
108.65 |
108.65 |
+0.70 |
440 |
1,698 |
+114 |
Jun12 |
110413 |
108.72 |
108.72 |
108.24 |
108.36 |
+0.72 |
1,519 |
28,493 |
+99 |
Jul12 |
110413 |
108.21 |
108.21 |
108.01 |
108.01 |
+0.75 |
47 |
787 |
+23 |
Aug12 |
110413 |
107.65 |
107.65 |
107.65 |
107.65 |
+0.76 |
82 |
368 |
+1 |
Total Volume and Open Interest |
175,966 |
577,499 |
+6,950 |
US Dollar Index(ICE) |
Jun11 |
110413 |
75.065 |
75.340 |
74.950 |
75.190 |
+0.125 |
16,983 |
50,409 |
-178 |
Sep11 |
110413 |
75.660 |
75.730 |
75.400 |
75.620 |
+0.120 |
36 |
549 |
+5 |
Dec11 |
110413 |
76.050 |
76.050 |
76.050 |
76.050 |
+0.120 |
0 |
1 |
+0 |
Total Volume and Open Interest |
17,019 |
50,960 |
-173 |
Australian Dollar(CME) |
Jun11 |
110413 |
103.61 |
104.59 |
103.49 |
104.18 |
+0.28 |
59,886 |
149,069 |
-1,588 |
Sep11 |
110413 |
102.76 |
102.95 |
102.62 |
102.89 |
+0.27 |
34 |
706 |
-4 |
Dec11 |
110413 |
101.70 |
101.70 |
101.45 |
101.70 |
+0.25 |
0 |
56 |
+0 |
Total Volume and Open Interest |
59,920 |
149,831 |
-1,592 |
British Pound(CME) |
Jun11 |
110413 |
162.47 |
162.98 |
162.24 |
162.61 |
+0.19 |
85,638 |
122,651 |
+3,276 |
Sep11 |
110413 |
162.12 |
162.56 |
162.10 |
162.36 |
+0.18 |
73 |
200 |
+55 |
Dec11 |
110413 |
162.07 |
162.07 |
161.90 |
162.07 |
+0.17 |
0 |
37 |
+0 |
Total Volume and Open Interest |
85,711 |
122,890 |
+3,331 |
Canadian Dollar(CME) |
Jun11 |
110413 |
103.76 |
104.18 |
103.41 |
103.73 |
-0.16 |
55,620 |
138,994 |
-3,702 |
Sep11 |
110413 |
103.62 |
103.90 |
103.21 |
103.46 |
-0.16 |
48 |
2,521 |
+19 |
Dec11 |
110413 |
103.39 |
103.56 |
102.97 |
103.15 |
-0.15 |
4 |
2,405 |
-2 |
Mar12 |
110413 |
102.77 |
102.98 |
102.77 |
102.83 |
-0.15 |
6 |
202 |
-4 |
Total Volume and Open Interest |
55,678 |
144,148 |
-3,689 |
Japanese Yen(CME) |
Jun11 |
110413 |
119.67 |
119.80 |
118.71 |
119.32 |
-0.16 |
98,187 |
131,342 |
-1,229 |
Sep11 |
110413 |
119.41 |
119.57 |
118.97 |
119.41 |
-0.16 |
226 |
1,004 |
+22 |
Dec11 |
110413 |
119.81 |
119.81 |
119.20 |
119.53 |
-0.17 |
0 |
56 |
+0 |
Total Volume and Open Interest |
98,413 |
132,409 |
-1,207 |
Swiss Franc(CME) |
Jun11 |
110413 |
111.57 |
112.04 |
111.23 |
111.63 |
+0.07 |
28,908 |
57,855 |
+788 |
Sep11 |
110413 |
111.50 |
112.00 |
111.32 |
111.66 |
+0.07 |
7 |
75 |
+0 |
Dec11 |
110413 |
111.67 |
111.67 |
111.60 |
111.67 |
+0.07 |
4 |
13 |
-1 |
Total Volume and Open Interest |
28,919 |
57,944 |
+787 |
EuroFX(CME) |
Jun11 |
110413 |
144.59 |
145.00 |
143.92 |
144.20 |
-0.46 |
174,733 |
241,452 |
-3,540 |
Sep11 |
110413 |
144.51 |
144.59 |
143.60 |
143.77 |
-0.47 |
249 |
2,147 |
+31 |
Dec11 |
110413 |
143.80 |
143.86 |
143.30 |
143.30 |
-0.47 |
2 |
73 |
+2 |
Total Volume and Open Interest |
174,984 |
243,990 |
-3,507 |
Mexican Peso(CME) |
Apr11 |
110413 |
849.5 |
849.5 |
846.2 |
849.5 |
+3.2 |
|
|
|
May11 |
110413 |
846.0 |
846.0 |
842.8 |
846.0 |
+3.2 |
|
|
|
Total Volume and Open Interest |
15,897 |
167,277 |
+1,891 |
30-Year T-Bonds(CBOT) |
Jun11 |
110413 |
118~310 |
119~260 |
118~310 |
119~260 |
+0~150 |
|
|
|
Sep11 |
110413 |
117~180 |
118~100 |
117~150 |
118~080 |
+0~150 |
207 |
1,500 |
+145 |
Dec11 |
110413 |
116~250 |
116~250 |
116~100 |
116~250 |
+0~150 |
|
|
|
Total Volume and Open Interest |
243,680 |
567,488 |
-8,168 |
10-Year T-Notes(CBOT) |
Jun11 |
110413 |
119~030 |
119~135 |
118~240 |
119~125 |
+0~095 |
724,832 |
1,695,406 |
+10,690 |
Sep11 |
110413 |
117~140 |
117~275 |
117~060 |
117~275 |
+0~100 |
141 |
2,478 |
+60 |
Dec11 |
110413 |
116~275 |
116~275 |
116~175 |
116~275 |
+0~100 |
0 |
4 |
+0 |
Total Volume and Open Interest |
724,973 |
1,697,888 |
+10,750 |
5-Year T-Notes(CBOT) |
Jun11 |
110413 |
116~122 |
117~020 |
116~095 |
117~017 |
+0~023 |
355,925 |
1,349,373 |
+13,708 |
Sep11 |
110413 |
115~107 |
115~107 |
115~082 |
115~107 |
+0~025 |
0 |
2,681 |
+0 |
Dec11 |
110413 |
115~003 |
115~003 |
114~106 |
115~003 |
+0~025 |
|
|
|
Total Volume and Open Interest |
355,925 |
1,352,054 |
+13,708 |
2 Year T-Notes(CBOT) |
Jun11 |
110413 |
109~021 |
109~027 |
109~013 |
109~025 |
+0~006 |
190,436 |
1,030,352 |
+18,117 |
Sep11 |
110413 |
108~076 |
108~082 |
108~075 |
108~082 |
+0~006 |
788 |
698 |
+585 |
Dec11 |
110413 |
108~020 |
108~020 |
108~014 |
108~020 |
+0~006 |
|
|
|
Total Volume and Open Interest |
191,224 |
1,031,050 |
+18,702 |
Eurodollars(CME) |
Jun11 |
110413 |
99.705 |
99.720 |
99.705 |
99.710 |
+0.005 |
119,781 |
1,080,397 |
-6,468 |
Sep11 |
110413 |
99.630 |
99.645 |
99.620 |
99.635 |
+0.010 |
144,636 |
1,386,637 |
-6,018 |
Dec11 |
110413 |
99.465 |
99.490 |
99.445 |
99.480 |
+0.020 |
152,337 |
1,452,715 |
-1,544 |
Mar12 |
110413 |
99.215 |
99.250 |
99.175 |
99.240 |
+0.035 |
160,111 |
1,385,058 |
+1,964 |
Jun12 |
110413 |
98.870 |
98.910 |
98.815 |
98.905 |
+0.045 |
204,107 |
1,014,190 |
+937 |
Sep12 |
110413 |
98.475 |
98.530 |
98.425 |
98.525 |
+0.050 |
160,444 |
675,626 |
+7,325 |
Dec12 |
110413 |
98.110 |
98.165 |
98.055 |
98.160 |
+0.055 |
112,985 |
477,672 |
+1,572 |
Mar13 |
110413 |
97.805 |
97.860 |
97.750 |
97.855 |
+0.060 |
96,965 |
325,425 |
+5,313 |
Jun13 |
110413 |
97.530 |
97.585 |
97.470 |
97.580 |
+0.065 |
58,348 |
275,241 |
+3,989 |
Sep13 |
110413 |
97.260 |
97.330 |
97.215 |
97.320 |
+0.060 |
40,930 |
252,138 |
+2,015 |
Dec13 |
110413 |
97.025 |
97.090 |
96.970 |
97.075 |
+0.060 |
32,852 |
185,930 |
+239 |
Mar14 |
110413 |
96.785 |
96.875 |
96.755 |
96.860 |
+0.060 |
33,674 |
178,541 |
-1,118 |
Jun14 |
110413 |
96.575 |
96.665 |
96.545 |
96.645 |
+0.060 |
9,286 |
107,851 |
-848 |
Sep14 |
110413 |
96.360 |
96.460 |
96.340 |
96.440 |
+0.055 |
10,178 |
61,357 |
-74 |
Dec14 |
110413 |
96.175 |
96.255 |
96.125 |
96.230 |
+0.055 |
12,027 |
77,572 |
+354 |
Mar15 |
110413 |
95.980 |
96.080 |
95.955 |
96.055 |
+0.055 |
8,543 |
57,537 |
-898 |
Jun15 |
110413 |
4.055 |
4.155 |
4.030 |
4.130 |
+0.050 |
5,747 |
36,805 |
+911 |
Sep15 |
110413 |
3.920 |
3.995 |
3.875 |
3.970 |
+0.045 |
4,277 |
38,177 |
-24 |
Total Volume and Open Interest |
1,395,997 |
9,312,470 |
+10,936 |
30 Day Federal Funds(CBOT) |
Apr11 |
110413 |
99.902 |
99.905 |
99.900 |
99.902 |
+0.002 |
7,277 |
75,025 |
+95 |
May11 |
110413 |
99.895 |
99.905 |
99.890 |
99.895 |
+0.005 |
2,292 |
72,144 |
+960 |
Jun11 |
110413 |
99.875 |
99.885 |
99.875 |
99.880 |
+0.005 |
1,491 |
55,098 |
+567 |
Jul11 |
110413 |
99.860 |
99.865 |
99.860 |
99.865 |
+0.005 |
1,561 |
46,851 |
-140 |
Aug11 |
110413 |
99.840 |
99.850 |
99.840 |
99.845 |
+0.005 |
1,473 |
43,557 |
+235 |
Sep11 |
110413 |
99.830 |
99.835 |
99.825 |
99.830 |
unch |
1,829 |
32,253 |
-501 |
Total Volume and Open Interest |
38,274 |
647,376 |
-909 |
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 |
110413 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
100 |
750 |
+0 |
Sep11 |
110413 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
100 |
100 |
+100 |
Dec11 |
110413 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110413 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
|
|
|
Jun12 |
110413 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep12 |
110413 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Dec12 |
110413 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Mar13 |
110413 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Jun13 |
110413 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Sep13 |
110413 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Total Volume and Open Interest |
200 |
925 |
+100 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110413 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
4,400 |
+571 |
Sep11 |
110413 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
52 |
1,173 |
+0 |
Dec11 |
110413 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,991 |
+0 |
Mar12 |
110413 |
99.65 |
99.65 |
99.64 |
99.64 |
unch |
0 |
3,157 |
+100 |
Jun12 |
110413 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110413 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110413 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110413 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
52 |
12,411 |
+671 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110413 |
138.60 |
138.83 |
138.55 |
138.77 |
+0.10 |
3,656 |
11,745 |
-220 |
Sep11 |
110413 |
137.87 |
137.87 |
137.87 |
137.87 |
+0.17 |
0 |
1 |
+0 |
Dec11 |
110413 |
135.78 |
135.78 |
135.78 |
135.78 |
+0.17 |
|
|
|
Total Volume and Open Interest |
1,625 |
12,874 |
+1,128 |
Euro-Bund(EUREX) |
Jun11 |
110413 |
120.35 |
120.80 |
120.20 |
120.47 |
+0.01 |
577,375 |
867,448 |
-6,498 |
Sep11 |
110413 |
119.83 |
120.27 |
119.74 |
119.98 |
+0.02 |
554 |
2,859 |
+529 |
Dec11 |
110413 |
119.37 |
119.37 |
119.37 |
119.37 |
+0.01 |
|
|
|
Total Volume and Open Interest |
577,929 |
870,307 |
-5,969 |
Euro-Bobl(EUREX) |
Jun11 |
110413 |
114.17 |
114.44 |
114.00 |
114.20 |
-0.04 |
336,509 |
827,285 |
-10,278 |
Sep11 |
110413 |
113.46 |
113.53 |
113.37 |
113.48 |
-0.06 |
698 |
16,500 |
+198 |
Dec11 |
110413 |
113.65 |
113.65 |
113.65 |
113.65 |
-0.04 |
|
|
|
Total Volume and Open Interest |
337,207 |
843,785 |
-10,080 |
3-Mth Euribor(EUREX) |
Jun11 |
110413 |
98.440 |
98.445 |
98.435 |
98.445 |
-0.010 |
3 |
11,450 |
-84 |
Sep11 |
110413 |
98.110 |
98.110 |
98.095 |
98.105 |
-0.015 |
1 |
3,387 |
-317 |
Dec11 |
110413 |
97.845 |
97.845 |
97.810 |
97.840 |
-0.015 |
0 |
5,261 |
-33 |
Total Volume and Open Interest |
4 |
22,684 |
-448 |
Long Gilt(LIFFE) |
Jun11 |
110413 |
116~29 |
117~05 |
116~20 |
116~30 |
-0~03 |
68,208 |
286,397 |
-1,331 |
Sep11 |
110413 |
115~14 |
115~29 |
115~11 |
115~29 |
-0~03 |
|
|
|
Total Volume and Open Interest |
68,208 |
286,397 |
-1,331 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110413 |
99.13 |
99.15 |
99.10 |
99.11 |
-0.02 |
46,419 |
449,243 |
+9,027 |
Sep11 |
110413 |
98.95 |
98.95 |
98.90 |
98.91 |
-0.05 |
45,617 |
377,916 |
+4,744 |
Dec11 |
110413 |
98.73 |
98.73 |
98.66 |
98.68 |
-0.05 |
46,084 |
347,973 |
+4,902 |
Mar12 |
110413 |
98.48 |
98.48 |
98.41 |
98.43 |
-0.04 |
40,819 |
299,478 |
+5,602 |
Jun12 |
110413 |
98.17 |
98.17 |
98.10 |
98.13 |
-0.03 |
48,999 |
224,871 |
+7,275 |
Sep12 |
110413 |
97.84 |
97.87 |
97.79 |
97.82 |
-0.03 |
27,038 |
156,539 |
+364 |
Total Volume and Open Interest |
303,431 |
2,182,129 |
+38,361 |
3-Mth Euribor(LIFFE) |
Jun11 |
110413 |
98.445 |
98.450 |
98.420 |
98.445 |
-0.010 |
150,814 |
782,870 |
+24,393 |
Sep11 |
110413 |
98.115 |
98.120 |
98.075 |
98.105 |
-0.015 |
84,663 |
650,508 |
-2,509 |
Dec11 |
110413 |
97.855 |
97.870 |
97.805 |
97.840 |
-0.015 |
106,717 |
604,327 |
+17,128 |
Total Volume and Open Interest |
642,946 |
3,610,138 |
+49,704 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110413 |
95.07 |
95.08 |
95.05 |
95.06 |
-0.01 |
26,826 |
173,218 |
-13,629 |
Sep11 |
110413 |
95.02 |
95.04 |
94.98 |
95.00 |
-0.02 |
48,318 |
215,135 |
-6,054 |
Dec11 |
110413 |
94.91 |
94.94 |
94.87 |
94.88 |
-0.03 |
30,522 |
131,388 |
+1,807 |
Mar12 |
110413 |
94.76 |
94.80 |
94.72 |
94.74 |
-0.02 |
8,123 |
69,130 |
-2,498 |
Jun12 |
110413 |
94.63 |
94.67 |
94.59 |
94.61 |
-0.03 |
3,910 |
45,294 |
+242 |
Sep12 |
110413 |
94.51 |
94.56 |
94.48 |
94.49 |
-0.02 |
4,194 |
45,036 |
+2,911 |
Dec12 |
110413 |
94.41 |
94.42 |
94.38 |
94.38 |
-0.03 |
896 |
18,511 |
+136 |
Mar13 |
110413 |
94.33 |
94.34 |
94.31 |
94.31 |
-0.03 |
383 |
8,718 |
-41 |
Jun13 |
110413 |
94.24 |
94.24 |
94.24 |
94.24 |
-0.02 |
6 |
1,050 |
+2 |
Sep13 |
110413 |
94.17 |
94.17 |
94.17 |
94.17 |
-0.02 |
4 |
901 |
+0 |
Total Volume and Open Interest |
123,182 |
709,238 |
-17,124 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110413 |
94.37 |
94.40 |
94.35 |
94.36 |
-0.01 |
57,947 |
361,060 |
-8,267 |
Sep11 |
110413 |
94.36 |
94.36 |
94.36 |
94.36 |
-0.01 |
|
|
|
Total Volume and Open Interest |
57,947 |
361,060 |
-8,267 |
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 |
110413 |
94.79 |
94.79 |
94.79 |
94.79 |
-0.02 |
|
|
|
Total Volume and Open Interest |
168,450 |
528,120 |
-13,614 |
Gold(CMX) |
Apr11 |
110413 |
1455.0 |
1462.0 |
1454.0 |
1454.9 |
+2.0 |
378 |
1,730 |
+78 |
Jun11 |
110413 |
1454.0 |
1463.7 |
1452.0 |
1455.6 |
+2.0 |
110,657 |
360,059 |
-1,307 |
Aug11 |
110413 |
1454.2 |
1464.1 |
1453.5 |
1456.8 |
+2.0 |
2,090 |
40,481 |
-581 |
Oct11 |
110413 |
1457.0 |
1462.5 |
1455.8 |
1458.1 |
+2.0 |
85 |
5,984 |
-38 |
Dec11 |
110413 |
1457.6 |
1466.8 |
1456.0 |
1459.4 |
+1.9 |
2,384 |
33,713 |
+174 |
Feb12 |
110413 |
1465.2 |
1468.4 |
1460.9 |
1460.9 |
+1.8 |
8 |
7,031 |
-1 |
Apr12 |
110413 |
1464.6 |
1464.6 |
1462.8 |
1462.8 |
+1.8 |
81 |
5,345 |
+75 |
Jun12 |
110413 |
1466.7 |
1466.7 |
1464.6 |
1465.2 |
+1.6 |
37 |
6,957 |
+5 |
Aug12 |
110413 |
1467.9 |
1467.9 |
1467.9 |
1467.9 |
+1.4 |
0 |
2,607 |
+0 |
Oct12 |
110413 |
1471.5 |
1471.5 |
1471.5 |
1471.5 |
+1.4 |
0 |
3,463 |
+0 |
Dec12 |
110413 |
1480.0 |
1483.8 |
1475.9 |
1475.9 |
+1.2 |
139 |
12,338 |
+4 |
Feb13 |
110413 |
1480.7 |
1480.7 |
1480.7 |
1480.7 |
+0.9 |
105 |
104 |
+102 |
Total Volume and Open Interest |
120,187 |
517,568 |
+1,182 |
Silver(CMX) |
May11 |
110413 |
4011.5 |
4078.0 |
4003.5 |
4023.7 |
+17.1 |
114,562 |
64,269 |
-2,909 |
Jul11 |
110413 |
4017.0 |
4080.0 |
4008.5 |
4026.8 |
+17.3 |
13,342 |
34,468 |
+2,977 |
Sep11 |
110413 |
4019.0 |
4077.0 |
4019.0 |
4029.2 |
+17.4 |
1,683 |
9,130 |
+724 |
Dec11 |
110413 |
4013.5 |
4084.0 |
4013.0 |
4031.3 |
+17.4 |
1,953 |
17,646 |
+34 |
Mar12 |
110413 |
4063.5 |
4070.0 |
4030.4 |
4030.4 |
+17.1 |
39 |
1,805 |
-5 |
May12 |
110413 |
4062.5 |
4070.0 |
4030.1 |
4030.1 |
+17.0 |
37 |
530 |
+17 |
Jul12 |
110413 |
4029.2 |
4029.2 |
4029.2 |
4029.2 |
+16.8 |
45 |
1,440 |
-10 |
Total Volume and Open Interest |
132,213 |
145,772 |
+849 |
Platinum(NYMEX) |
Apr11 |
110413 |
1781.7 |
1781.7 |
1779.0 |
1781.7 |
+2.9 |
0 |
107 |
-1 |
Jul11 |
110413 |
1775.0 |
1793.0 |
1772.5 |
1777.2 |
+2.9 |
5,373 |
35,122 |
+177 |
Oct11 |
110413 |
1790.0 |
1792.5 |
1780.0 |
1780.9 |
+2.9 |
34 |
1,198 |
+34 |
Jan12 |
110413 |
1790.7 |
1790.7 |
1782.1 |
1782.6 |
+2.9 |
1 |
16 |
+0 |
Total Volume and Open Interest |
5,410 |
36,483 |
+212 |
Palladium(NYMEX) |
Jun11 |
110413 |
763.95 |
776.40 |
760.55 |
765.30 |
-4.80 |
2,936 |
21,400 |
+307 |
Sep11 |
110413 |
766.50 |
769.30 |
766.20 |
766.50 |
-4.80 |
17 |
718 |
+12 |
Dec11 |
110413 |
768.40 |
768.40 |
768.40 |
768.40 |
-4.80 |
0 |
18 |
+0 |
Total Volume and Open Interest |
2,953 |
22,140 |
+319 |
Copper(CMX) |
May11 |
110413 |
438.30 |
440.70 |
427.80 |
429.45 |
-8.90 |
38,601 |
60,496 |
-4,086 |
Jul11 |
110413 |
440.15 |
442.55 |
429.95 |
431.45 |
-8.85 |
15,566 |
52,743 |
+6,002 |
Sep11 |
110413 |
440.70 |
442.90 |
432.75 |
433.05 |
-8.75 |
3,474 |
14,841 |
+1,651 |
Dec11 |
110413 |
442.00 |
443.55 |
433.00 |
434.10 |
-8.65 |
925 |
7,626 |
+703 |
Mar12 |
110413 |
434.75 |
434.75 |
434.55 |
434.55 |
-8.55 |
16 |
2,080 |
+6 |
Total Volume and Open Interest |
59,495 |
141,485 |
+4,291 |
DJIA Index(CBOT) |
Jun11 |
110413 |
12193 |
12285 |
12175 |
12199 |
+6 |
1,331 |
14,711 |
+1,108 |
Sep11 |
110413 |
12129 |
12129 |
12123 |
12129 |
+6 |
0 |
6 |
+0 |
Dec11 |
110413 |
12062 |
12062 |
12056 |
12062 |
+6 |
0 |
1 |
+0 |
Mar12 |
110413 |
12004 |
12004 |
11998 |
12004 |
+6 |
|
|
|
Total Volume and Open Interest |
1,331 |
14,718 |
+1,108 |
S & P 500(CME) |
Jun11 |
110413 |
1307.90 |
1318.70 |
1305.30 |
1308.70 |
+0.40 |
12,024 |
296,105 |
+375 |
Sep11 |
110413 |
1303.30 |
1310.90 |
1300.90 |
1303.30 |
+0.40 |
700 |
5,285 |
+648 |
Dec11 |
110413 |
1298.00 |
1305.60 |
1295.60 |
1298.00 |
+0.40 |
0 |
1,689 |
+0 |
Mar12 |
110413 |
1293.40 |
1301.00 |
1291.00 |
1293.40 |
+0.40 |
|
|
|
Total Volume and Open Interest |
12,724 |
303,084 |
+1,023 |
S & P 500 E-Mini(Globex) |
Jun11 |
110413 |
1309.25 |
1309.75 |
1308.75 |
1309.00 |
+1.25 |
|
|
|
Sep11 |
110413 |
1306.50 |
1313.00 |
1300.00 |
1303.25 |
+0.25 |
966 |
8,556 |
-16 |
Total Volume and Open Interest |
1,528,448 |
2,705,080 |
+6,694 |
NASDAQ 100(CME) |
Jun11 |
110413 |
2293.80 |
2319.50 |
2292.50 |
2308.50 |
+15.50 |
515 |
17,795 |
-41 |
Sep11 |
110413 |
2304.30 |
2310.00 |
2304.30 |
2304.30 |
+14.80 |
0 |
3 |
+0 |
Dec11 |
110413 |
2301.80 |
2304.00 |
2301.80 |
2301.80 |
+14.80 |
|
|
|
Total Volume and Open Interest |
515 |
17,798 |
-41 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110413 |
2292.30 |
2319.50 |
2291.50 |
2308.50 |
+15.50 |
224,000 |
348,113 |
-1,383 |
Sep11 |
110413 |
2290.80 |
2315.80 |
2290.80 |
2304.30 |
+14.80 |
145 |
224 |
-71 |
Total Volume and Open Interest |
224,145 |
348,343 |
-1,454 |
S & P Midcap 400(CME) |
Jun11 |
110413 |
973.50 |
975.00 |
965.00 |
971.60 |
+3.90 |
0 |
1,629 |
+0 |
Sep11 |
110413 |
969.40 |
969.50 |
969.40 |
969.40 |
+3.90 |
|
|
|
Dec11 |
110413 |
967.80 |
967.90 |
967.80 |
967.80 |
+3.90 |
|
|
|
Total Volume and Open Interest |
0 |
1,629 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110413 |
9515 |
9685 |
9490 |
9595 |
+75 |
12,294 |
54,501 |
-1,467 |
Sep11 |
110413 |
9625 |
9625 |
9550 |
9625 |
+75 |
0 |
9 |
+0 |
Total Volume and Open Interest |
12,294 |
54,510 |
-1,467 |
Nikkei 225(SGX) |
Jun11 |
110413 |
9555 |
9665 |
9480 |
9630 |
+80 |
70,792 |
237,914 |
+10,358 |
Sep11 |
110413 |
9555 |
9635 |
9555 |
9635 |
+90 |
2 |
1,339 |
+1 |
Dec11 |
110413 |
9575 |
9575 |
9575 |
9575 |
+80 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
70,929 |
249,725 |
+10,723 |
CAC 40(EURONEXT) |
Apr11 |
110413 |
3992.0 |
4030.5 |
3977.5 |
4005.0 |
+28.5 |
95,780 |
274,316 |
-15,844 |
May11 |
110413 |
3923.5 |
3961.5 |
3909.5 |
3936.5 |
+29.5 |
6,423 |
89,825 |
-1,195 |
Jun11 |
110413 |
3883.0 |
3915.5 |
3868.0 |
3894.0 |
+28.5 |
190 |
26,718 |
+53 |
Total Volume and Open Interest |
102,393 |
390,859 |
-16,986 |
Hang Seng Index(HKFE) |
Apr11 |
110413 |
23940 |
24218 |
23850 |
24117 |
+149 |
59,180 |
96,525 |
-695 |
May11 |
110413 |
23763 |
24040 |
23680 |
23949 |
+149 |
718 |
3,091 |
+341 |
Jun11 |
110413 |
23613 |
23888 |
23540 |
23799 |
+155 |
305 |
5,673 |
+43 |
Total Volume and Open Interest |
60,338 |
106,399 |
-292 |
DAX(EUREX) |
Jun11 |
110413 |
7152.0 |
7222.5 |
7143.5 |
7201.5 |
+73.5 |
109,021 |
172,063 |
+1,027 |
Sep11 |
110413 |
7178.0 |
7242.5 |
7170.5 |
7227.5 |
+74.5 |
178 |
5,366 |
+48 |
Dec11 |
110413 |
7213.0 |
7274.5 |
7212.5 |
7258.5 |
+74.0 |
228 |
652 |
+106 |
Total Volume and Open Interest |
109,427 |
178,081 |
+1,181 |
FT-SE 100(EURONEXT) |
Jun11 |
110413 |
5930.00 |
6008.50 |
5930.00 |
5967.50 |
+43.50 |
71,318 |
612,832 |
+2,697 |
Sep11 |
110413 |
5947.00 |
5968.50 |
5932.50 |
5932.50 |
+43.00 |
12 |
525 |
+2 |
Dec11 |
110413 |
5912.50 |
5912.50 |
5912.50 |
5912.50 |
+42.50 |
10 |
170 |
+8 |
Total Volume and Open Interest |
71,340 |
613,527 |
+2,707 |
SPI 200(SFE) |
Jun11 |
110413 |
4916.0 |
4935.0 |
4884.0 |
4913.0 |
-4.0 |
47,050 |
198,185 |
-5,803 |
Sep11 |
110413 |
4905.0 |
4914.0 |
4888.0 |
4903.0 |
-3.0 |
7 |
3,566 |
+0 |
Dec11 |
110413 |
4927.0 |
4927.0 |
4927.0 |
4927.0 |
-3.0 |
0 |
3,014 |
+0 |
Total Volume and Open Interest |
47,251 |
206,409 |
-5,773 |
GSCI(CME) |
Apr11 |
110413 |
79.34 |
79.94 |
71.39 |
77.64 |
+3.05 |
2,787 |
6,757 |
-2,036 |
May11 |
110413 |
80.84 |
82.34 |
72.64 |
78.69 |
+2.55 |
2,587 |
7,113 |
+2,383 |
Jun11 |
110413 |
80.39 |
83.64 |
74.64 |
80.39 |
+2.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,374 |
13,871 |
+347 |
Reuters CCI(ICE) |
Jun11 |
110413 |
360.40 |
360.40 |
360.40 |
360.40 |
+0.70 |
|
|
|
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. |
|
|