|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon April 18, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110418 |
1331.75 |
1350.50 |
1320.75 |
1344.25 |
+12.50 |
79,709 |
140,009 |
-3,600 |
Jul11 |
110418 |
1343.25 |
1361.75 |
1332.00 |
1355.75 |
+12.50 |
63,737 |
216,582 |
+5,681 |
Aug11 |
110418 |
1343.75 |
1362.25 |
1334.25 |
1356.75 |
+12.25 |
3,269 |
13,074 |
+117 |
Sep11 |
110418 |
1342.00 |
1356.25 |
1333.50 |
1352.75 |
+10.50 |
2,352 |
14,540 |
+93 |
Nov11 |
110418 |
1339.75 |
1354.75 |
1330.50 |
1349.25 |
+9.50 |
23,673 |
190,593 |
-702 |
Jan12 |
110418 |
1343.75 |
1361.50 |
1338.25 |
1357.75 |
+10.50 |
1,876 |
22,113 |
+249 |
Mar12 |
110418 |
1344.25 |
1362.25 |
1340.00 |
1356.75 |
+9.00 |
960 |
13,308 |
+116 |
Total Volume and Open Interest |
177,561 |
633,673 |
+2,042 |
Soybean Meal(CBOT) |
May11 |
110418 |
346.00 |
349.60 |
341.60 |
347.80 |
+2.60 |
31,312 |
44,960 |
-5,043 |
Jul11 |
110418 |
351.50 |
355.00 |
347.00 |
353.20 |
+2.70 |
25,634 |
75,634 |
+1,709 |
Aug11 |
110418 |
351.60 |
356.10 |
349.80 |
354.70 |
+3.10 |
2,929 |
20,120 |
+567 |
Sep11 |
110418 |
350.00 |
355.20 |
348.50 |
353.80 |
+2.70 |
2,215 |
14,446 |
+555 |
Oct11 |
110418 |
348.00 |
351.80 |
345.70 |
350.40 |
+2.50 |
1,763 |
13,071 |
+406 |
Dec11 |
110418 |
348.00 |
352.30 |
346.30 |
350.70 |
+2.20 |
6,466 |
43,810 |
+448 |
Jan12 |
110418 |
349.20 |
353.70 |
349.20 |
352.50 |
+2.30 |
454 |
3,217 |
-127 |
Mar12 |
110418 |
351.90 |
356.00 |
351.90 |
354.20 |
+2.30 |
488 |
3,108 |
-49 |
Total Volume and Open Interest |
72,442 |
224,071 |
-1,600 |
Soybean Oil(CBOT) |
May11 |
110418 |
56.55 |
57.64 |
56.34 |
57.39 |
+0.55 |
47,798 |
80,435 |
-5,802 |
Jul11 |
110418 |
57.15 |
58.26 |
56.95 |
58.01 |
+0.56 |
48,583 |
144,816 |
-265 |
Aug11 |
110418 |
57.40 |
58.45 |
57.30 |
58.23 |
+0.57 |
5,844 |
16,590 |
+116 |
Sep11 |
110418 |
57.50 |
58.58 |
57.40 |
58.48 |
+0.59 |
3,795 |
15,066 |
+565 |
Oct11 |
110418 |
57.64 |
58.60 |
57.64 |
58.58 |
+0.59 |
1,731 |
13,860 |
+81 |
Dec11 |
110418 |
57.95 |
59.01 |
57.70 |
58.79 |
+0.61 |
11,705 |
75,613 |
+1,135 |
Jan12 |
110418 |
58.16 |
58.94 |
58.16 |
58.94 |
+0.66 |
275 |
4,233 |
+3 |
Mar12 |
110418 |
58.17 |
59.15 |
57.95 |
58.89 |
+0.63 |
129 |
4,246 |
+0 |
Total Volume and Open Interest |
120,015 |
358,738 |
-4,147 |
Canola(WCE) |
May11 |
110418 |
566.5 |
575.5 |
562.0 |
573.9 |
+5.6 |
11,533 |
40,145 |
-5,926 |
Jul11 |
110418 |
576.9 |
584.2 |
570.6 |
582.8 |
+5.9 |
5,538 |
57,927 |
+2,575 |
Nov11 |
110418 |
573.7 |
583.0 |
567.7 |
581.8 |
+8.1 |
2,505 |
72,691 |
+396 |
Jan12 |
110418 |
576.3 |
587.9 |
576.3 |
587.9 |
+7.1 |
82 |
4,455 |
+5 |
Mar12 |
110418 |
585.1 |
590.1 |
585.1 |
590.1 |
+9.0 |
0 |
1,001 |
+0 |
Total Volume and Open Interest |
19,666 |
178,348 |
-2,944 |
Corn(CBOT) |
May11 |
110418 |
740.50 |
753.25 |
733.75 |
751.75 |
+9.75 |
158,742 |
345,506 |
-22,862 |
Jul11 |
110418 |
747.75 |
760.75 |
741.00 |
759.50 |
+10.00 |
130,182 |
563,370 |
+9,634 |
Sep11 |
110418 |
701.25 |
712.75 |
696.00 |
712.00 |
+10.50 |
22,520 |
132,424 |
+197 |
Dec11 |
110418 |
656.00 |
670.00 |
653.75 |
668.25 |
+12.25 |
59,390 |
435,117 |
+2,662 |
Mar12 |
110418 |
663.50 |
677.75 |
662.50 |
676.50 |
+12.00 |
2,057 |
68,078 |
+40 |
May12 |
110418 |
671.25 |
684.00 |
671.00 |
683.25 |
+14.25 |
625 |
13,558 |
+111 |
Total Volume and Open Interest |
376,550 |
1,636,459 |
-9,988 |
Wheat(CBOT) |
May11 |
110418 |
745.00 |
780.00 |
740.50 |
775.00 |
+30.75 |
47,045 |
85,955 |
-4,484 |
Jul11 |
110418 |
780.00 |
815.75 |
775.75 |
810.75 |
+30.75 |
37,761 |
199,909 |
+2,505 |
Sep11 |
110418 |
813.75 |
851.00 |
813.75 |
846.75 |
+29.50 |
9,632 |
61,145 |
+987 |
Dec11 |
110418 |
849.00 |
880.75 |
841.75 |
876.50 |
+28.50 |
14,163 |
100,455 |
-1,038 |
Mar12 |
110418 |
868.00 |
902.75 |
866.50 |
899.50 |
+29.50 |
1,518 |
12,457 |
+329 |
Total Volume and Open Interest |
111,541 |
489,027 |
-1,430 |
Wheat(KCBT) |
May11 |
110418 |
867.50 |
905.00 |
863.25 |
896.00 |
+30.50 |
11,968 |
47,218 |
-1,951 |
Jul11 |
110418 |
877.00 |
915.50 |
874.00 |
906.50 |
+30.50 |
10,795 |
85,455 |
-36 |
Sep11 |
110418 |
889.50 |
929.50 |
889.50 |
920.00 |
+30.50 |
3,238 |
23,564 |
+417 |
Dec11 |
110418 |
909.50 |
946.50 |
906.00 |
936.75 |
+28.50 |
4,377 |
29,551 |
+591 |
Mar12 |
110418 |
921.50 |
956.50 |
921.50 |
946.75 |
+26.25 |
593 |
3,860 |
+397 |
Total Volume and Open Interest |
31,385 |
195,717 |
-433 |
Wheat(MGE) |
May11 |
110418 |
888.75 |
924.00 |
888.00 |
914.00 |
+25.00 |
4,160 |
10,798 |
-995 |
Jul11 |
110418 |
897.00 |
932.00 |
895.75 |
922.75 |
+25.00 |
2,718 |
18,733 |
+561 |
Sep11 |
110418 |
899.75 |
936.00 |
898.00 |
926.50 |
+26.75 |
774 |
15,347 |
+55 |
Dec11 |
110418 |
913.75 |
948.00 |
912.00 |
939.75 |
+26.00 |
667 |
12,253 |
-28 |
Mar12 |
110418 |
923.25 |
955.00 |
923.25 |
948.75 |
+26.50 |
95 |
2,021 |
+19 |
Total Volume and Open Interest |
8,497 |
61,262 |
-325 |
Oats(CBOT) |
May11 |
110418 |
383.25 |
390.00 |
378.75 |
387.50 |
+4.50 |
623 |
3,706 |
-168 |
Jul11 |
110418 |
390.25 |
399.00 |
389.25 |
396.50 |
+4.50 |
283 |
6,950 |
+42 |
Sep11 |
110418 |
399.00 |
401.50 |
399.00 |
401.50 |
+4.50 |
12 |
227 |
+7 |
Dec11 |
110418 |
400.00 |
409.00 |
399.00 |
406.50 |
+4.50 |
38 |
2,589 |
-31 |
Total Volume and Open Interest |
956 |
13,475 |
-150 |
Rough Rice(CBOT) |
May11 |
110418 |
13.69 |
13.77 |
13.57 |
13.65 |
+0.01 |
1,060 |
7,541 |
-420 |
Jul11 |
110418 |
13.94 |
14.09 |
13.90 |
13.98 |
+0.01 |
695 |
11,174 |
+77 |
Sep11 |
110418 |
14.73 |
14.85 |
14.69 |
14.75 |
+0.02 |
225 |
4,201 |
+101 |
Nov11 |
110418 |
14.99 |
15.08 |
14.99 |
15.02 |
+0.02 |
79 |
911 |
-1 |
Total Volume and Open Interest |
2,102 |
24,299 |
-223 |
Live Cattle(CME) |
Apr11 |
110418 |
117.200 |
118.500 |
116.500 |
118.180 |
+0.780 |
4,117 |
17,930 |
-1,288 |
Jun11 |
110418 |
115.000 |
116.150 |
114.480 |
115.800 |
+0.500 |
18,618 |
171,336 |
-3,086 |
Aug11 |
110418 |
116.830 |
117.700 |
116.385 |
117.300 |
+0.050 |
6,133 |
85,286 |
+95 |
Oct11 |
110418 |
121.500 |
122.480 |
120.900 |
122.150 |
+0.320 |
5,915 |
52,360 |
+950 |
Dec11 |
110418 |
122.385 |
123.500 |
121.850 |
123.330 |
+0.445 |
3,085 |
39,837 |
-43 |
Feb12 |
110418 |
122.350 |
123.300 |
121.700 |
123.250 |
+0.520 |
617 |
10,688 |
+118 |
Total Volume and Open Interest |
38,764 |
382,784 |
-3,181 |
Feeder Cattle(CME) |
Apr11 |
110418 |
132.500 |
132.800 |
132.200 |
132.630 |
+0.480 |
1,130 |
1,930 |
-197 |
May11 |
110418 |
133.000 |
133.600 |
132.300 |
133.235 |
-0.065 |
1,731 |
10,495 |
-194 |
Aug11 |
110418 |
136.035 |
137.300 |
135.785 |
136.880 |
+0.345 |
2,228 |
22,062 |
+187 |
Sep11 |
110418 |
136.150 |
137.600 |
136.150 |
137.400 |
+0.500 |
322 |
4,333 |
+21 |
Oct11 |
110418 |
136.000 |
137.575 |
135.950 |
137.250 |
+0.350 |
158 |
2,302 |
+31 |
Nov11 |
110418 |
136.000 |
137.550 |
136.000 |
137.325 |
+0.325 |
61 |
1,206 |
-5 |
Jan12 |
110418 |
134.735 |
136.035 |
134.600 |
135.800 |
+0.300 |
8 |
262 |
-1 |
Total Volume and Open Interest |
5,638 |
42,604 |
-158 |
Lean Hogs(CME) |
May11 |
110418 |
101.785 |
102.800 |
101.350 |
102.600 |
+0.170 |
1,177 |
5,361 |
+270 |
Jun11 |
110418 |
100.650 |
101.680 |
100.300 |
101.285 |
+0.205 |
14,857 |
89,577 |
+39 |
Jul11 |
110418 |
100.150 |
101.500 |
100.150 |
101.135 |
unch |
2,199 |
30,618 |
-62 |
Aug11 |
110418 |
100.700 |
101.650 |
100.600 |
101.550 |
+0.200 |
3,280 |
34,661 |
+416 |
Oct11 |
110418 |
91.950 |
92.500 |
91.730 |
92.250 |
-0.200 |
2,663 |
32,818 |
+558 |
Dec11 |
110418 |
88.400 |
88.500 |
87.830 |
88.480 |
-0.270 |
2,273 |
25,419 |
+1,356 |
Feb12 |
110418 |
88.450 |
88.750 |
88.150 |
88.550 |
-0.200 |
528 |
5,554 |
+213 |
Apr12 |
110418 |
89.000 |
89.700 |
89.000 |
89.700 |
unch |
217 |
3,679 |
+95 |
Total Volume and Open Interest |
27,238 |
229,428 |
-6,972 |
Class III Milk(CME) |
Apr11 |
110418 |
16.74 |
16.74 |
16.74 |
16.74 |
unch |
27 |
5,451 |
+5,451 |
May11 |
110418 |
16.71 |
16.78 |
16.30 |
16.35 |
-0.43 |
154 |
5,638 |
-35 |
Jun11 |
110418 |
17.52 |
17.52 |
16.85 |
16.93 |
-0.49 |
118 |
4,378 |
+9 |
Jul11 |
110418 |
17.63 |
17.70 |
17.29 |
17.30 |
-0.38 |
67 |
3,385 |
+26 |
Aug11 |
110418 |
17.81 |
17.81 |
17.61 |
17.69 |
-0.12 |
30 |
3,196 |
+20 |
Total Volume and Open Interest |
491 |
34,940 |
+71 |
Cocoa(ICE) |
May11 |
110418 |
3256 |
3259 |
3118 |
3127 |
-112 |
5,372 |
855 |
-3,644 |
Jul11 |
110418 |
3157 |
3175 |
3026 |
3057 |
-100 |
11,167 |
72,990 |
+509 |
Sep11 |
110418 |
3180 |
3188 |
3042 |
3070 |
-98 |
1,091 |
22,867 |
-70 |
Dec11 |
110418 |
3197 |
3206 |
3064 |
3092 |
-98 |
537 |
22,522 |
+26 |
Mar12 |
110418 |
3239 |
3239 |
3127 |
3147 |
-86 |
289 |
22,745 |
+0 |
May12 |
110418 |
3229 |
3229 |
3125 |
3146 |
-87 |
144 |
5,717 |
-4 |
Jul12 |
110418 |
3238 |
3238 |
3115 |
3144 |
-91 |
100 |
1,494 |
-24 |
Total Volume and Open Interest |
18,920 |
153,591 |
-3,121 |
Coffee "C"(ICE) |
May11 |
110418 |
288.45 |
290.20 |
282.80 |
284.45 |
-3.65 |
11,989 |
18,331 |
-5,837 |
Jul11 |
110418 |
291.00 |
293.10 |
285.70 |
287.40 |
-3.70 |
16,178 |
62,929 |
+2,688 |
Sep11 |
110418 |
293.50 |
295.50 |
288.30 |
289.85 |
-3.70 |
1,615 |
17,031 |
+293 |
Dec11 |
110418 |
296.30 |
298.25 |
291.70 |
292.40 |
-3.75 |
927 |
16,897 |
+610 |
Mar12 |
110418 |
296.00 |
298.70 |
292.45 |
293.00 |
-3.90 |
103 |
3,426 |
+34 |
May12 |
110418 |
297.00 |
299.00 |
292.80 |
293.35 |
-4.15 |
15 |
1,990 |
+2 |
Total Volume and Open Interest |
30,851 |
121,961 |
-2,196 |
Orange Juice(ICE) |
May11 |
110418 |
168.50 |
169.60 |
166.60 |
168.55 |
-1.05 |
1,446 |
9,445 |
-666 |
Jul11 |
110418 |
167.40 |
167.50 |
164.60 |
166.65 |
-0.75 |
1,497 |
14,995 |
+1,243 |
Sep11 |
110418 |
161.50 |
163.00 |
161.50 |
162.65 |
-0.80 |
42 |
1,495 |
+4 |
Nov11 |
110418 |
158.75 |
158.90 |
158.75 |
158.90 |
-0.55 |
0 |
1,286 |
+0 |
Jan12 |
110418 |
158.10 |
158.10 |
158.10 |
158.10 |
-0.85 |
0 |
169 |
+0 |
Mar12 |
110418 |
158.60 |
158.60 |
158.60 |
158.60 |
-0.60 |
0 |
40 |
+0 |
Total Volume and Open Interest |
2,985 |
27,437 |
+581 |
Sugar #11(ICE) |
May11 |
110418 |
24.70 |
24.88 |
24.00 |
24.40 |
-0.19 |
35,787 |
111,163 |
-3,697 |
Jul11 |
110418 |
22.97 |
23.16 |
22.40 |
22.79 |
-0.18 |
38,838 |
265,125 |
+5,128 |
Oct11 |
110418 |
23.20 |
23.27 |
22.57 |
22.97 |
-0.14 |
10,137 |
119,805 |
+1,214 |
Mar12 |
110418 |
23.32 |
23.39 |
22.74 |
23.16 |
-0.09 |
3,978 |
69,689 |
+489 |
May12 |
110418 |
22.98 |
22.98 |
22.45 |
22.87 |
unch |
1,760 |
19,864 |
+474 |
Total Volume and Open Interest |
95,164 |
636,587 |
+4,130 |
London Cocoa(LCE) |
May11 |
110418 |
1975 |
1990 |
1924 |
1927 |
-45 |
1,049 |
42,342 |
-33 |
Jul11 |
110418 |
1985 |
1996 |
1925 |
1931 |
-48 |
4,138 |
55,168 |
-35 |
Sep11 |
110418 |
1999 |
2007 |
1948 |
1948 |
-45 |
1,363 |
30,620 |
-348 |
Dec11 |
110418 |
2015 |
2021 |
1963 |
1964 |
-46 |
627 |
31,004 |
+137 |
Mar12 |
110418 |
2028 |
2034 |
1980 |
1980 |
-46 |
503 |
26,371 |
+28 |
May12 |
110418 |
2038 |
2038 |
1990 |
1990 |
-46 |
199 |
7,632 |
+114 |
Jul12 |
110418 |
1997 |
1997 |
1997 |
1997 |
-42 |
7 |
3,969 |
-13 |
Total Volume and Open Interest |
8,086 |
206,931 |
-118 |
London Sugar(LCE) |
Aug11 |
110418 |
626.40 |
634.20 |
617.90 |
622.00 |
-10.70 |
5,977 |
26,639 |
-1,315 |
Oct11 |
110418 |
613.90 |
615.10 |
599.30 |
603.20 |
-12.50 |
644 |
7,408 |
+89 |
Dec11 |
110418 |
611.70 |
611.70 |
595.00 |
602.80 |
-8.90 |
153 |
2,055 |
-2 |
Mar12 |
110418 |
606.00 |
606.00 |
595.00 |
601.00 |
-8.80 |
17 |
1,599 |
-4 |
May12 |
110418 |
592.50 |
592.50 |
584.90 |
586.90 |
-7.20 |
36 |
986 |
+22 |
Total Volume and Open Interest |
12,759 |
50,792 |
-4,355 |
Cotton(ICE) |
May11 |
110418 |
195.52 |
197.97 |
192.00 |
196.45 |
+0.93 |
7,352 |
45,891 |
-3,118 |
Jul11 |
110418 |
176.97 |
179.80 |
173.16 |
178.16 |
+0.76 |
10,431 |
73,486 |
+149 |
Oct11 |
110418 |
151.00 |
153.00 |
151.00 |
152.62 |
+0.95 |
7 |
465 |
+2 |
Dec11 |
110418 |
129.50 |
131.10 |
127.54 |
130.63 |
+1.45 |
1,796 |
61,148 |
+44 |
Mar12 |
110418 |
121.00 |
122.85 |
120.00 |
122.48 |
+1.55 |
162 |
7,068 |
+86 |
May12 |
110418 |
115.00 |
115.20 |
114.93 |
114.93 |
+0.18 |
34 |
2,114 |
+30 |
Total Volume and Open Interest |
19,853 |
194,708 |
-2,794 |
Lumber(CME) |
May11 |
110418 |
254.0 |
255.0 |
244.0 |
246.1 |
-4.2 |
614 |
2,927 |
-165 |
Jul11 |
110418 |
278.0 |
280.2 |
266.0 |
270.0 |
-6.0 |
747 |
5,355 |
+51 |
Sep11 |
110418 |
288.5 |
294.3 |
282.2 |
286.2 |
unch |
186 |
1,333 |
+50 |
Nov11 |
110418 |
288.0 |
292.0 |
285.0 |
292.0 |
+7.8 |
82 |
296 |
+27 |
Total Volume and Open Interest |
1,632 |
9,922 |
-35 |
Crude Oil(NYM) |
May11 |
110418 |
109.43 |
109.44 |
106.54 |
107.12 |
-2.54 |
352,072 |
87,755 |
-52,299 |
Jun11 |
110418 |
110.05 |
110.06 |
107.10 |
107.69 |
-2.53 |
208,695 |
311,358 |
+19,407 |
Jul11 |
110418 |
110.46 |
110.48 |
107.57 |
108.15 |
-2.53 |
58,228 |
183,388 |
+146 |
Aug11 |
110418 |
110.65 |
110.68 |
107.85 |
108.42 |
-2.54 |
29,583 |
64,037 |
+1,503 |
Sep11 |
110418 |
110.55 |
110.61 |
108.04 |
108.56 |
-2.56 |
25,674 |
64,597 |
-3,675 |
Oct11 |
110418 |
111.05 |
111.05 |
108.18 |
108.63 |
-2.55 |
11,678 |
36,635 |
+118 |
Nov11 |
110418 |
110.25 |
110.26 |
108.34 |
108.67 |
-2.51 |
11,146 |
35,948 |
+904 |
Dec11 |
110418 |
110.66 |
110.92 |
108.16 |
108.67 |
-2.47 |
57,880 |
185,982 |
+1,912 |
Jan12 |
110418 |
110.13 |
110.13 |
108.26 |
108.57 |
-2.44 |
4,082 |
36,193 |
-135 |
Feb12 |
110418 |
110.40 |
110.40 |
107.97 |
108.41 |
-2.41 |
1,382 |
17,114 |
-142 |
Mar12 |
110418 |
110.18 |
110.18 |
107.82 |
108.22 |
-2.38 |
2,561 |
30,166 |
+381 |
Apr12 |
110418 |
107.97 |
107.97 |
107.97 |
107.97 |
-2.35 |
667 |
13,538 |
-94 |
May12 |
110418 |
107.90 |
108.59 |
107.68 |
107.68 |
-2.32 |
594 |
12,432 |
-24 |
Jun12 |
110418 |
108.40 |
108.56 |
106.94 |
107.36 |
-2.29 |
6,229 |
66,778 |
+1,013 |
Jul12 |
110418 |
106.71 |
107.00 |
106.71 |
107.00 |
-2.26 |
441 |
16,007 |
+62 |
Aug12 |
110418 |
106.63 |
106.63 |
106.63 |
106.63 |
-2.23 |
174 |
10,397 |
+54 |
Total Volume and Open Interest |
794,369 |
1,559,249 |
-29,586 |
e-miNY Crude Oil(NYM) |
Apr11 |
110321 |
102.050 |
103.350 |
101.650 |
102.325 |
+1.250 |
11,151 |
2,230 |
-312 |
May11 |
110418 |
109.350 |
109.350 |
106.525 |
107.125 |
-2.525 |
9,006 |
2,887 |
-244 |
Jun11 |
110418 |
110.000 |
110.150 |
107.100 |
107.700 |
-2.525 |
2,431 |
1,397 |
+101 |
Jul11 |
110418 |
110.400 |
110.400 |
107.825 |
108.150 |
-2.525 |
104 |
360 |
+18 |
Aug11 |
110418 |
110.300 |
110.450 |
108.300 |
108.425 |
-2.525 |
3 |
55 |
-1 |
Sep11 |
110418 |
108.425 |
108.550 |
108.425 |
108.550 |
-2.575 |
15 |
30 |
+11 |
Oct11 |
110418 |
108.625 |
108.625 |
108.625 |
108.625 |
-2.550 |
1 |
42 |
+0 |
Nov11 |
110418 |
108.675 |
108.675 |
108.675 |
108.675 |
-2.500 |
0 |
11 |
+0 |
Dec11 |
110418 |
109.575 |
109.575 |
108.325 |
108.675 |
-2.475 |
4 |
246 |
+0 |
Jan12 |
110418 |
108.575 |
108.575 |
108.575 |
108.575 |
-2.425 |
1 |
4 |
-1 |
Total Volume and Open Interest |
11,565 |
5,171 |
-116 |
Heating Oil(NYM) |
May11 |
110418 |
322.55 |
323.90 |
316.35 |
318.28 |
-4.14 |
43,457 |
69,633 |
-2,736 |
Jun11 |
110418 |
323.81 |
323.89 |
317.58 |
319.52 |
-4.15 |
31,375 |
74,245 |
+5,331 |
Jul11 |
110418 |
325.05 |
325.05 |
319.10 |
320.96 |
-4.15 |
11,392 |
41,003 |
+2,066 |
Aug11 |
110418 |
325.05 |
325.05 |
320.63 |
322.41 |
-4.22 |
5,819 |
24,876 |
+130 |
Sep11 |
110418 |
325.05 |
325.05 |
322.17 |
323.91 |
-4.25 |
4,414 |
19,009 |
+995 |
Oct11 |
110418 |
325.72 |
326.16 |
323.60 |
325.44 |
-4.22 |
1,899 |
8,914 |
-220 |
Nov11 |
110418 |
327.40 |
327.96 |
326.18 |
327.09 |
-4.17 |
1,371 |
8,123 |
+38 |
Dec11 |
110418 |
332.16 |
332.16 |
326.97 |
328.68 |
-4.15 |
8,487 |
30,419 |
+1,050 |
Jan12 |
110418 |
330.30 |
331.08 |
329.72 |
330.22 |
-4.15 |
1,021 |
9,540 |
+473 |
Feb12 |
110418 |
330.13 |
330.30 |
329.00 |
330.30 |
-4.17 |
47 |
4,163 |
-9 |
Mar12 |
110418 |
328.66 |
330.27 |
327.50 |
328.78 |
-4.26 |
9 |
2,515 |
+5 |
Apr12 |
110418 |
324.50 |
325.91 |
324.50 |
325.91 |
-4.23 |
17 |
1,017 |
-9 |
Total Volume and Open Interest |
109,600 |
309,454 |
+7,174 |
Gasoline(NYMEX) |
May11 |
110418 |
329.30 |
329.33 |
323.33 |
325.28 |
-3.64 |
56,670 |
70,481 |
-4,569 |
Jun11 |
110418 |
324.93 |
325.67 |
319.77 |
321.84 |
-3.59 |
45,536 |
70,455 |
+2,152 |
Jul11 |
110418 |
322.78 |
322.78 |
316.96 |
318.83 |
-3.67 |
23,791 |
43,204 |
+279 |
Aug11 |
110418 |
319.80 |
319.80 |
314.10 |
316.08 |
-3.71 |
10,469 |
20,024 |
+1,020 |
Sep11 |
110418 |
314.95 |
314.95 |
310.90 |
312.89 |
-3.76 |
6,622 |
19,471 |
+439 |
Oct11 |
110418 |
297.64 |
299.00 |
295.93 |
297.76 |
-4.08 |
2,728 |
17,292 |
+21 |
Nov11 |
110418 |
294.33 |
294.79 |
292.39 |
294.23 |
-4.12 |
841 |
7,607 |
+218 |
Dec11 |
110418 |
296.28 |
296.28 |
290.69 |
292.61 |
-4.15 |
2,849 |
24,991 |
+337 |
Jan12 |
110418 |
293.90 |
293.90 |
290.85 |
292.62 |
-4.16 |
281 |
6,437 |
+33 |
Feb12 |
110418 |
293.92 |
293.92 |
293.92 |
293.92 |
-4.19 |
311 |
2,714 |
+91 |
Total Volume and Open Interest |
150,266 |
298,966 |
-82 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110418 |
325.30 |
325.30 |
325.28 |
325.30 |
-3.60 |
0 |
3 |
+0 |
Jun11 |
110418 |
321.80 |
321.84 |
321.80 |
321.80 |
-3.60 |
0 |
1 |
+0 |
Jul11 |
110418 |
318.80 |
318.83 |
318.80 |
318.80 |
-3.70 |
0 |
1 |
+0 |
Aug11 |
110418 |
316.10 |
316.10 |
316.08 |
316.10 |
-3.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
May11 |
110418 |
4.210 |
4.270 |
4.087 |
4.138 |
-0.066 |
191,972 |
109,726 |
-11,788 |
Jun11 |
110418 |
4.285 |
4.323 |
4.144 |
4.190 |
-0.074 |
79,262 |
132,959 |
+10,662 |
Jul11 |
110418 |
4.345 |
4.393 |
4.221 |
4.262 |
-0.076 |
40,359 |
194,560 |
+3,689 |
Aug11 |
110418 |
4.370 |
4.435 |
4.269 |
4.309 |
-0.078 |
19,459 |
58,151 |
+969 |
Sep11 |
110418 |
4.403 |
4.452 |
4.289 |
4.326 |
-0.079 |
15,432 |
70,405 |
+2,630 |
Oct11 |
110418 |
4.449 |
4.500 |
4.338 |
4.373 |
-0.079 |
30,549 |
80,458 |
+1,990 |
Nov11 |
110418 |
4.603 |
4.661 |
4.514 |
4.546 |
-0.076 |
13,807 |
33,878 |
-294 |
Dec11 |
110418 |
4.830 |
4.901 |
4.750 |
4.782 |
-0.078 |
8,347 |
28,933 |
+420 |
Jan12 |
110418 |
4.970 |
5.018 |
4.870 |
4.899 |
-0.081 |
18,201 |
82,764 |
+3,318 |
Feb12 |
110418 |
4.952 |
5.001 |
4.856 |
4.883 |
-0.079 |
1,929 |
16,284 |
+470 |
Mar12 |
110418 |
4.850 |
4.914 |
4.791 |
4.817 |
-0.077 |
4,255 |
31,645 |
+112 |
Apr12 |
110418 |
4.775 |
4.775 |
4.657 |
4.687 |
-0.063 |
4,254 |
32,533 |
+829 |
May12 |
110418 |
4.769 |
4.790 |
4.675 |
4.712 |
-0.058 |
470 |
8,795 |
+23 |
Jun12 |
110418 |
4.774 |
4.774 |
4.720 |
4.752 |
-0.053 |
376 |
5,344 |
+42 |
Jul12 |
110418 |
4.820 |
4.820 |
4.785 |
4.798 |
-0.053 |
393 |
5,180 |
+98 |
Aug12 |
110418 |
4.830 |
4.830 |
4.823 |
4.823 |
-0.053 |
279 |
5,602 |
+97 |
Total Volume and Open Interest |
431,564 |
973,956 |
+13,847 |
Brent Crude Oil(ICE) |
Jun11 |
110418 |
123.25 |
123.66 |
121.00 |
121.61 |
-1.84 |
217,218 |
250,780 |
+2,937 |
Jul11 |
110418 |
122.90 |
123.15 |
120.72 |
121.30 |
-1.82 |
65,109 |
116,314 |
+3,089 |
Aug11 |
110418 |
122.42 |
122.84 |
120.38 |
120.97 |
-1.81 |
29,404 |
46,386 |
+6,932 |
Sep11 |
110418 |
121.97 |
121.97 |
120.02 |
120.57 |
-1.81 |
14,966 |
39,936 |
+1,092 |
Oct11 |
110418 |
121.57 |
121.60 |
119.65 |
120.18 |
-1.81 |
9,922 |
26,206 |
+784 |
Nov11 |
110418 |
121.19 |
121.19 |
119.28 |
119.79 |
-1.81 |
7,631 |
22,195 |
+1,143 |
Dec11 |
110418 |
120.93 |
120.94 |
118.82 |
119.41 |
-1.80 |
35,477 |
100,079 |
-805 |
Jan12 |
110418 |
119.45 |
119.59 |
118.78 |
119.08 |
-1.80 |
1,311 |
20,330 |
-64 |
Feb12 |
110418 |
118.73 |
118.73 |
118.73 |
118.73 |
-1.80 |
1,120 |
12,990 |
-9 |
Mar12 |
110418 |
118.37 |
118.37 |
118.37 |
118.37 |
-1.80 |
1,525 |
29,407 |
+56 |
Apr12 |
110418 |
117.95 |
117.95 |
117.95 |
117.95 |
-1.78 |
547 |
5,817 |
-496 |
May12 |
110418 |
117.53 |
117.53 |
117.53 |
117.53 |
-1.76 |
666 |
5,282 |
+110 |
Jun12 |
110418 |
117.59 |
117.68 |
116.54 |
117.11 |
-1.74 |
4,203 |
36,520 |
-149 |
Jul12 |
110418 |
116.63 |
116.63 |
116.63 |
116.63 |
-1.72 |
176 |
2,325 |
-44 |
Total Volume and Open Interest |
399,795 |
832,966 |
-20,513 |
Gas Oil(ICE) |
May11 |
110418 |
1022.00 |
1022.50 |
1003.50 |
1004.75 |
-19.75 |
64,211 |
136,879 |
-8,236 |
Jun11 |
110418 |
1025.75 |
1025.75 |
1006.75 |
1007.75 |
-19.50 |
81,043 |
110,401 |
+1,560 |
Jul11 |
110418 |
1025.25 |
1027.00 |
1009.50 |
1010.50 |
-19.50 |
22,380 |
53,931 |
-730 |
Aug11 |
110418 |
1023.00 |
1023.00 |
1012.25 |
1013.00 |
-19.50 |
10,978 |
26,926 |
+337 |
Sep11 |
110418 |
1026.00 |
1026.00 |
1015.00 |
1015.50 |
-19.25 |
10,185 |
44,675 |
-647 |
Oct11 |
110418 |
1030.25 |
1030.25 |
1016.75 |
1017.25 |
-19.00 |
3,720 |
29,258 |
+459 |
Nov11 |
110418 |
1021.00 |
1025.00 |
1017.25 |
1017.25 |
-19.25 |
2,879 |
20,501 |
+217 |
Dec11 |
110418 |
1033.25 |
1033.25 |
1017.00 |
1017.75 |
-19.50 |
17,134 |
65,417 |
-548 |
Jan12 |
110418 |
1023.75 |
1025.00 |
1020.00 |
1020.00 |
-19.25 |
1,884 |
24,025 |
-6 |
Feb12 |
110418 |
1020.75 |
1022.75 |
1019.50 |
1019.50 |
-19.50 |
139 |
6,604 |
+4 |
Total Volume and Open Interest |
217,049 |
603,288 |
-7,830 |
Ethanol(CBOT) |
Apr11 |
110405 |
2.695 |
2.710 |
2.695 |
2.706 |
-0.009 |
94 |
259 |
-79 |
May11 |
110418 |
2.625 |
2.634 |
2.625 |
2.631 |
+0.013 |
44 |
872 |
+17 |
Jun11 |
110418 |
2.639 |
2.646 |
2.635 |
2.644 |
+0.013 |
198 |
1,034 |
-88 |
Jul11 |
110418 |
2.650 |
2.664 |
2.647 |
2.659 |
+0.018 |
296 |
1,164 |
-197 |
Aug11 |
110418 |
2.660 |
2.660 |
2.655 |
2.659 |
+0.019 |
79 |
666 |
+30 |
Sep11 |
110418 |
2.615 |
2.630 |
2.595 |
2.630 |
+0.034 |
20 |
916 |
-1 |
Oct11 |
110418 |
2.485 |
2.499 |
2.483 |
2.494 |
+0.041 |
2 |
765 |
+2 |
Nov11 |
110418 |
2.459 |
2.459 |
2.444 |
2.454 |
+0.019 |
6 |
572 |
+7 |
Total Volume and Open Interest |
667 |
7,394 |
-216 |
WTI Crude Oil(ICE |
May11 |
110415 |
108.68 |
110.07 |
107.22 |
109.66 |
+1.55 |
87,283 |
44,828 |
-10,017 |
Jun11 |
110418 |
109.85 |
109.90 |
107.10 |
107.69 |
-2.53 |
80,924 |
100,538 |
-2,585 |
Jul11 |
110418 |
110.13 |
110.25 |
107.59 |
108.15 |
-2.53 |
23,826 |
70,084 |
+805 |
Aug11 |
110418 |
109.95 |
110.09 |
107.86 |
108.42 |
-2.54 |
9,578 |
25,508 |
+486 |
Sep11 |
110418 |
110.02 |
110.12 |
108.12 |
108.56 |
-2.56 |
10,450 |
28,967 |
-985 |
Oct11 |
110418 |
110.14 |
110.50 |
108.22 |
108.63 |
-2.55 |
4,740 |
19,027 |
-407 |
Nov11 |
110418 |
110.27 |
110.27 |
108.28 |
108.67 |
-2.51 |
3,345 |
14,386 |
-6 |
Dec11 |
110418 |
110.09 |
110.26 |
108.16 |
108.67 |
-2.47 |
23,855 |
86,809 |
-1,697 |
Jan12 |
110418 |
109.63 |
109.63 |
108.42 |
108.57 |
-2.44 |
851 |
12,287 |
-60 |
Feb12 |
110418 |
108.41 |
108.41 |
108.41 |
108.41 |
-2.41 |
440 |
2,756 |
+32 |
Mar12 |
110418 |
108.22 |
108.22 |
108.22 |
108.22 |
-2.38 |
695 |
10,677 |
+222 |
Apr12 |
110418 |
107.97 |
107.97 |
107.97 |
107.97 |
-2.35 |
279 |
3,149 |
+22 |
May12 |
110418 |
107.68 |
107.68 |
107.68 |
107.68 |
-2.32 |
212 |
1,719 |
-2 |
Jun12 |
110418 |
108.38 |
108.39 |
106.95 |
107.36 |
-2.29 |
2,387 |
26,631 |
-436 |
Jul12 |
110418 |
107.00 |
107.00 |
107.00 |
107.00 |
-2.26 |
25 |
852 |
+11 |
Aug12 |
110418 |
106.63 |
106.63 |
106.63 |
106.63 |
-2.23 |
34 |
434 |
+7 |
Total Volume and Open Interest |
220,265 |
544,569 |
-13,517 |
US Dollar Index(ICE) |
Jun11 |
110418 |
75.085 |
76.055 |
75.055 |
75.730 |
+0.703 |
24,245 |
48,924 |
-855 |
Sep11 |
110418 |
75.620 |
76.350 |
75.620 |
76.150 |
+0.693 |
9 |
549 |
-1 |
Dec11 |
110418 |
76.570 |
76.570 |
76.570 |
76.570 |
+0.683 |
0 |
1 |
+0 |
Total Volume and Open Interest |
24,254 |
49,475 |
-856 |
Australian Dollar(CME) |
Jun11 |
110418 |
104.80 |
104.99 |
103.80 |
104.42 |
-0.52 |
87,827 |
147,424 |
-127 |
Sep11 |
110418 |
103.37 |
103.65 |
102.80 |
103.15 |
-0.50 |
37 |
699 |
-4 |
Dec11 |
110418 |
102.20 |
102.46 |
101.96 |
101.96 |
-0.50 |
0 |
56 |
+0 |
Total Volume and Open Interest |
87,864 |
148,179 |
-131 |
British Pound(CME) |
Jun11 |
110418 |
163.11 |
163.18 |
161.54 |
162.41 |
-0.53 |
107,846 |
114,510 |
+2,019 |
Sep11 |
110418 |
162.50 |
162.69 |
161.46 |
162.18 |
-0.51 |
72 |
365 |
+34 |
Dec11 |
110418 |
161.91 |
162.41 |
161.91 |
161.91 |
-0.50 |
0 |
37 |
+0 |
Total Volume and Open Interest |
107,918 |
114,917 |
+2,053 |
Canadian Dollar(CME) |
Jun11 |
110418 |
104.09 |
104.14 |
102.72 |
103.55 |
-0.41 |
76,858 |
138,792 |
+1,603 |
Sep11 |
110418 |
103.76 |
103.76 |
102.50 |
103.31 |
-0.40 |
94 |
2,613 |
-31 |
Dec11 |
110418 |
103.04 |
103.41 |
102.49 |
103.02 |
-0.39 |
31 |
2,417 |
+9 |
Mar12 |
110418 |
102.70 |
103.09 |
102.00 |
102.69 |
-0.40 |
0 |
218 |
+0 |
Total Volume and Open Interest |
76,983 |
144,068 |
+1,581 |
Japanese Yen(CME) |
Jun11 |
110418 |
120.30 |
121.71 |
120.13 |
121.04 |
+0.71 |
145,709 |
135,975 |
+4,101 |
Sep11 |
110418 |
120.49 |
121.76 |
120.31 |
121.14 |
+0.72 |
374 |
1,057 |
+40 |
Dec11 |
110418 |
120.82 |
121.44 |
120.52 |
121.27 |
+0.75 |
14 |
97 |
+2 |
Total Volume and Open Interest |
146,097 |
137,136 |
+4,143 |
Swiss Franc(CME) |
Jun11 |
110418 |
112.07 |
112.33 |
111.12 |
111.55 |
-0.45 |
39,796 |
65,078 |
+2,048 |
Sep11 |
110418 |
111.60 |
112.04 |
111.33 |
111.60 |
-0.44 |
20 |
114 |
+1 |
Dec11 |
110418 |
111.64 |
112.05 |
111.64 |
111.64 |
-0.41 |
0 |
11 |
-2 |
Total Volume and Open Interest |
39,816 |
65,204 |
+2,047 |
EuroFX(CME) |
Jun11 |
110418 |
143.99 |
144.02 |
141.37 |
142.15 |
-2.01 |
299,102 |
241,420 |
+1,414 |
Sep11 |
110418 |
143.48 |
143.73 |
141.00 |
141.74 |
-1.99 |
303 |
2,294 |
-33 |
Dec11 |
110418 |
141.68 |
143.26 |
140.74 |
141.29 |
-1.97 |
4 |
77 |
+3 |
Total Volume and Open Interest |
299,409 |
244,115 |
+1,384 |
Mexican Peso(CME) |
Apr11 |
110418 |
847.5 |
857.5 |
847.5 |
847.5 |
-10.0 |
|
|
|
May11 |
110418 |
849.8 |
854.0 |
849.8 |
849.8 |
-4.2 |
|
|
|
Total Volume and Open Interest |
26,867 |
172,553 |
+2,110 |
30-Year T-Bonds(CBOT) |
Jun11 |
110418 |
121~080 |
121~080 |
120~130 |
121~050 |
+0~110 |
|
|
|
Sep11 |
110418 |
119~080 |
119~260 |
118~150 |
119~200 |
+0~110 |
60 |
1,696 |
+9 |
Dec11 |
110418 |
118~050 |
118~050 |
117~260 |
118~050 |
+0~110 |
|
|
|
Total Volume and Open Interest |
367,984 |
548,661 |
-4,075 |
10-Year T-Notes(CBOT) |
Jun11 |
110418 |
119~255 |
120~080 |
119~165 |
120~060 |
+0~120 |
1,414,270 |
1,611,306 |
-10,518 |
Sep11 |
110418 |
118~130 |
118~230 |
118~020 |
118~205 |
+0~105 |
275 |
4,808 |
+11 |
Dec11 |
110418 |
117~205 |
117~205 |
117~100 |
117~205 |
+0~105 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,414,545 |
1,616,118 |
-10,507 |
5-Year T-Notes(CBOT) |
Jun11 |
110418 |
117~054 |
117~101 |
117~040 |
117~096 |
+0~045 |
707,584 |
1,336,457 |
+10,129 |
Sep11 |
110418 |
116~040 |
116~059 |
116~040 |
116~059 |
+0~046 |
0 |
2,691 |
+0 |
Dec11 |
110418 |
115~083 |
115~083 |
115~037 |
115~083 |
+0~046 |
|
|
|
Total Volume and Open Interest |
707,584 |
1,339,148 |
+10,129 |
2 Year T-Notes(CBOT) |
Jun11 |
110418 |
109~037 |
109~052 |
109~034 |
109~047 |
+0~010 |
297,810 |
1,059,045 |
+19,224 |
Sep11 |
110418 |
108~108 |
108~112 |
108~108 |
108~110 |
+0~013 |
1,608 |
3,302 |
+975 |
Dec11 |
110418 |
108~048 |
108~048 |
108~048 |
108~048 |
+0~013 |
|
|
|
Total Volume and Open Interest |
299,418 |
1,062,347 |
+20,199 |
Eurodollars(CME) |
Jun11 |
110418 |
99.710 |
99.715 |
99.675 |
99.700 |
-0.010 |
204,504 |
1,038,214 |
-5,990 |
Sep11 |
110418 |
99.640 |
99.640 |
99.605 |
99.630 |
-0.005 |
247,502 |
1,409,791 |
-3,109 |
Dec11 |
110418 |
99.500 |
99.525 |
99.485 |
99.515 |
+0.015 |
305,963 |
1,504,626 |
+9,647 |
Mar12 |
110418 |
99.280 |
99.345 |
99.275 |
99.335 |
+0.045 |
342,028 |
1,425,770 |
+13,810 |
Jun12 |
110418 |
98.970 |
99.065 |
98.955 |
99.050 |
+0.075 |
440,551 |
1,081,567 |
+13,749 |
Sep12 |
110418 |
98.600 |
98.725 |
98.590 |
98.705 |
+0.095 |
354,154 |
667,910 |
+3,686 |
Dec12 |
110418 |
98.245 |
98.385 |
98.235 |
98.360 |
+0.105 |
343,077 |
487,680 |
+7,980 |
Mar13 |
110418 |
97.955 |
98.100 |
97.940 |
98.075 |
+0.115 |
268,235 |
324,251 |
-7,543 |
Jun13 |
110418 |
97.675 |
97.825 |
97.665 |
97.805 |
+0.120 |
179,282 |
282,273 |
-3,952 |
Sep13 |
110418 |
97.420 |
97.565 |
97.405 |
97.540 |
+0.115 |
148,448 |
250,808 |
-1,272 |
Dec13 |
110418 |
97.170 |
97.300 |
97.155 |
97.280 |
+0.110 |
95,111 |
183,605 |
-5,646 |
Mar14 |
110418 |
96.945 |
97.065 |
96.930 |
97.045 |
+0.105 |
88,002 |
181,553 |
+2,955 |
Jun14 |
110418 |
96.720 |
96.830 |
96.710 |
96.815 |
+0.100 |
22,774 |
107,789 |
+722 |
Sep14 |
110418 |
96.505 |
96.610 |
96.495 |
96.600 |
+0.100 |
30,897 |
62,453 |
+1,551 |
Dec14 |
110418 |
96.290 |
96.395 |
96.275 |
96.380 |
+0.095 |
18,676 |
75,341 |
-1,227 |
Mar15 |
110418 |
96.105 |
96.210 |
96.100 |
96.195 |
+0.090 |
15,808 |
58,429 |
+770 |
Jun15 |
110418 |
4.205 |
4.280 |
4.170 |
4.265 |
+0.090 |
7,636 |
39,428 |
+1,233 |
Sep15 |
110418 |
4.030 |
4.115 |
4.005 |
4.100 |
+0.085 |
8,168 |
38,303 |
+484 |
Total Volume and Open Interest |
3,160,938 |
9,467,030 |
+28,404 |
30 Day Federal Funds(CBOT) |
Apr11 |
110418 |
99.897 |
99.902 |
99.897 |
99.900 |
unch |
7,608 |
79,353 |
+1,544 |
May11 |
110418 |
99.895 |
99.900 |
99.890 |
99.895 |
unch |
5,165 |
78,317 |
+117 |
Jun11 |
110418 |
99.880 |
99.880 |
99.875 |
99.880 |
unch |
5,179 |
57,335 |
+1,620 |
Jul11 |
110418 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
4,201 |
47,856 |
-12 |
Aug11 |
110418 |
99.845 |
99.850 |
99.840 |
99.845 |
unch |
2,314 |
45,913 |
+186 |
Sep11 |
110418 |
99.830 |
99.840 |
99.825 |
99.835 |
unch |
1,599 |
33,291 |
+407 |
Total Volume and Open Interest |
61,996 |
668,024 |
+7,090 |
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 |
110418 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110418 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec11 |
110418 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110418 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Jun12 |
110418 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep12 |
110418 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Dec12 |
110418 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Mar13 |
110418 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Jun13 |
110418 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Sep13 |
110418 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110418 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
2 |
5,402 |
+400 |
Sep11 |
110418 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,443 |
+0 |
Dec11 |
110418 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,991 |
+0 |
Mar12 |
110418 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
100 |
3,467 |
+105 |
Jun12 |
110418 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110418 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110418 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110418 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
102 |
13,993 |
+505 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110418 |
139.13 |
139.45 |
139.06 |
139.45 |
+0.68 |
2,866 |
12,998 |
+1,253 |
Sep11 |
110418 |
138.55 |
138.55 |
138.55 |
138.55 |
+0.35 |
0 |
1 |
+0 |
Dec11 |
110418 |
136.46 |
136.46 |
136.46 |
136.46 |
+0.35 |
|
|
|
Total Volume and Open Interest |
2,011 |
12,606 |
-346 |
Euro-Bund(EUREX) |
Jun11 |
110418 |
121.24 |
122.60 |
121.13 |
122.45 |
+1.25 |
1,046,236 |
896,854 |
+19,348 |
Sep11 |
110418 |
120.84 |
122.10 |
120.84 |
122.03 |
+1.31 |
54 |
6,394 |
-5 |
Dec11 |
110418 |
121.35 |
121.35 |
121.35 |
121.35 |
+1.25 |
|
|
|
Total Volume and Open Interest |
1,046,290 |
903,248 |
+19,343 |
Euro-Bobl(EUREX) |
Jun11 |
110418 |
114.52 |
115.28 |
114.43 |
115.21 |
+0.71 |
616,354 |
815,697 |
-15,988 |
Sep11 |
110418 |
114.30 |
114.56 |
114.30 |
114.56 |
+0.74 |
107 |
16,551 |
+0 |
Dec11 |
110418 |
114.66 |
114.66 |
114.66 |
114.66 |
+0.71 |
|
|
|
Total Volume and Open Interest |
616,461 |
832,248 |
-15,988 |
3-Mth Euribor(EUREX) |
Jun11 |
110418 |
98.445 |
98.460 |
98.445 |
98.460 |
+0.015 |
5,813 |
7,316 |
-4,135 |
Sep11 |
110418 |
98.140 |
98.165 |
98.140 |
98.165 |
+0.055 |
479 |
4,179 |
+281 |
Dec11 |
110418 |
97.885 |
97.950 |
97.885 |
97.950 |
+0.095 |
4,007 |
1,657 |
-3,658 |
Total Volume and Open Interest |
10,321 |
15,756 |
-7,504 |
Long Gilt(LIFFE) |
Jun11 |
110418 |
118~03 |
118~14 |
118~00 |
118~12 |
+0~15 |
130,141 |
307,647 |
+10,319 |
Sep11 |
110418 |
117~07 |
117~07 |
117~07 |
117~07 |
+0~15 |
0 |
10 |
+0 |
Total Volume and Open Interest |
130,141 |
307,657 |
+10,319 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110418 |
99.12 |
99.15 |
99.12 |
99.14 |
+0.02 |
46,825 |
436,755 |
+9,446 |
Sep11 |
110418 |
98.95 |
98.99 |
98.95 |
98.99 |
+0.05 |
54,351 |
374,804 |
+3,916 |
Dec11 |
110418 |
98.74 |
98.80 |
98.73 |
98.79 |
+0.06 |
57,096 |
372,546 |
+5,827 |
Mar12 |
110418 |
98.51 |
98.58 |
98.50 |
98.58 |
+0.08 |
65,395 |
319,658 |
+14,541 |
Jun12 |
110418 |
98.22 |
98.32 |
98.22 |
98.32 |
+0.10 |
57,553 |
247,702 |
+6,943 |
Sep12 |
110418 |
97.93 |
98.05 |
97.93 |
98.05 |
+0.12 |
51,510 |
145,610 |
-2,348 |
Total Volume and Open Interest |
418,064 |
2,232,173 |
+31,365 |
3-Mth Euribor(LIFFE) |
Jun11 |
110418 |
98.445 |
98.465 |
98.440 |
98.460 |
+0.015 |
122,074 |
773,852 |
+2,453 |
Sep11 |
110418 |
98.115 |
98.165 |
98.105 |
98.165 |
+0.055 |
126,688 |
668,047 |
+6,750 |
Dec11 |
110418 |
97.870 |
97.950 |
97.850 |
97.950 |
+0.095 |
149,255 |
605,167 |
+8,031 |
Total Volume and Open Interest |
921,841 |
3,618,888 |
+24,054 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110418 |
95.07 |
95.08 |
95.06 |
95.08 |
+0.01 |
13,015 |
165,616 |
+1,727 |
Sep11 |
110418 |
95.01 |
95.03 |
95.00 |
95.02 |
+0.01 |
12,568 |
209,034 |
-24 |
Dec11 |
110418 |
94.90 |
94.93 |
94.89 |
94.91 |
+0.01 |
9,136 |
131,944 |
+827 |
Mar12 |
110418 |
94.76 |
94.79 |
94.76 |
94.77 |
unch |
3,273 |
68,201 |
-849 |
Jun12 |
110418 |
94.62 |
94.65 |
94.62 |
94.64 |
+0.01 |
984 |
45,316 |
-136 |
Sep12 |
110418 |
94.51 |
94.52 |
94.51 |
94.52 |
+0.01 |
1,949 |
45,772 |
+653 |
Dec12 |
110418 |
94.40 |
94.42 |
94.40 |
94.41 |
unch |
1,509 |
19,716 |
+355 |
Mar13 |
110418 |
94.31 |
94.34 |
94.31 |
94.33 |
unch |
721 |
9,446 |
+451 |
Jun13 |
110418 |
94.25 |
94.25 |
94.25 |
94.25 |
-0.01 |
0 |
1,048 |
+0 |
Sep13 |
110418 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.01 |
0 |
900 |
+0 |
Total Volume and Open Interest |
43,155 |
697,850 |
+3,004 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110418 |
94.39 |
94.44 |
94.38 |
94.39 |
-0.01 |
44,827 |
361,349 |
-2,439 |
Sep11 |
110418 |
94.39 |
94.39 |
94.39 |
94.39 |
-0.01 |
|
|
|
Total Volume and Open Interest |
44,827 |
361,349 |
-2,439 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110418 |
94.79 |
94.84 |
94.79 |
94.81 |
+0.02 |
81,891 |
532,872 |
-12,983 |
Sep11 |
110418 |
94.81 |
94.81 |
94.81 |
94.81 |
+0.01 |
|
|
|
Total Volume and Open Interest |
105,863 |
542,507 |
+9,635 |
Gold(CMX) |
Apr11 |
110418 |
1486.3 |
1497.3 |
1477.5 |
1492.3 |
+7.0 |
535 |
1,382 |
-43 |
Jun11 |
110418 |
1488.0 |
1498.6 |
1477.8 |
1492.9 |
+6.9 |
166,787 |
356,182 |
+7,378 |
Aug11 |
110418 |
1488.0 |
1499.2 |
1479.0 |
1493.9 |
+6.9 |
13,110 |
51,765 |
+8,059 |
Oct11 |
110418 |
1490.0 |
1500.0 |
1483.1 |
1495.1 |
+6.9 |
305 |
6,100 |
+73 |
Dec11 |
110418 |
1491.1 |
1501.1 |
1481.8 |
1496.2 |
+6.8 |
2,599 |
36,043 |
+425 |
Feb12 |
110418 |
1493.2 |
1502.1 |
1489.0 |
1497.6 |
+6.7 |
132 |
6,941 |
-30 |
Apr12 |
110418 |
1499.3 |
1499.3 |
1499.3 |
1499.3 |
+6.5 |
1 |
5,332 |
+0 |
Jun12 |
110418 |
1496.9 |
1506.9 |
1496.9 |
1501.6 |
+6.4 |
10 |
6,927 |
+0 |
Aug12 |
110418 |
1500.4 |
1508.0 |
1500.4 |
1503.9 |
+6.2 |
10 |
2,767 |
+10 |
Oct12 |
110418 |
1507.2 |
1507.2 |
1507.2 |
1507.2 |
+6.1 |
0 |
3,413 |
+0 |
Dec12 |
110418 |
1507.5 |
1517.5 |
1505.5 |
1511.8 |
+5.9 |
190 |
12,573 |
+86 |
Feb13 |
110418 |
1516.6 |
1516.6 |
1516.6 |
1516.6 |
+5.8 |
0 |
104 |
+0 |
Total Volume and Open Interest |
185,452 |
528,213 |
+16,309 |
Silver(CMX) |
May11 |
110418 |
4303.5 |
4356.0 |
4220.0 |
4295.6 |
+38.5 |
99,886 |
59,770 |
+1,405 |
Jul11 |
110418 |
4308.5 |
4357.5 |
4223.0 |
4298.0 |
+38.1 |
9,815 |
42,193 |
+2,325 |
Sep11 |
110418 |
4315.0 |
4359.0 |
4239.5 |
4299.4 |
+37.8 |
983 |
9,113 |
+33 |
Dec11 |
110418 |
4315.0 |
4355.5 |
4228.5 |
4300.8 |
+37.3 |
1,365 |
17,365 |
-129 |
Mar12 |
110418 |
4350.0 |
4350.0 |
4280.0 |
4299.8 |
+37.3 |
276 |
1,619 |
-185 |
May12 |
110418 |
4249.0 |
4299.0 |
4249.0 |
4299.0 |
+37.1 |
22 |
532 |
+3 |
Jul12 |
110418 |
4324.5 |
4326.0 |
4297.5 |
4297.5 |
+37.0 |
144 |
1,486 |
+47 |
Total Volume and Open Interest |
112,983 |
148,652 |
+3,587 |
Platinum(NYMEX) |
Apr11 |
110418 |
1785.8 |
1785.8 |
1785.8 |
1785.8 |
-12.0 |
7 |
106 |
+0 |
Jul11 |
110418 |
1794.4 |
1800.0 |
1774.3 |
1782.8 |
-12.0 |
5,015 |
34,805 |
+374 |
Oct11 |
110418 |
1798.3 |
1798.6 |
1786.5 |
1786.5 |
-12.0 |
10 |
1,251 |
+8 |
Jan12 |
110418 |
1788.2 |
1788.2 |
1788.2 |
1788.2 |
-12.0 |
1 |
18 |
+1 |
Total Volume and Open Interest |
5,033 |
36,221 |
+383 |
Palladium(NYMEX) |
Jun11 |
110418 |
764.20 |
770.05 |
735.10 |
739.10 |
-29.00 |
4,035 |
20,229 |
+9 |
Sep11 |
110418 |
767.05 |
769.85 |
740.45 |
740.45 |
-29.00 |
36 |
885 |
+10 |
Dec11 |
110418 |
750.70 |
750.70 |
741.95 |
741.95 |
-29.05 |
2 |
324 |
+2 |
Total Volume and Open Interest |
4,075 |
21,443 |
+21 |
Copper(CMX) |
May11 |
110418 |
425.20 |
428.80 |
417.20 |
419.80 |
-5.95 |
38,043 |
42,491 |
-3,800 |
Jul11 |
110418 |
426.85 |
430.50 |
419.20 |
421.75 |
-6.00 |
9,511 |
62,515 |
-1,524 |
Sep11 |
110418 |
429.85 |
431.20 |
421.00 |
423.35 |
-5.90 |
1,668 |
19,862 |
+490 |
Dec11 |
110418 |
431.95 |
432.40 |
422.00 |
424.45 |
-5.80 |
304 |
8,464 |
+146 |
Mar12 |
110418 |
422.85 |
424.95 |
422.85 |
424.95 |
-5.75 |
117 |
2,556 |
+31 |
Total Volume and Open Interest |
50,237 |
140,047 |
-4,687 |
DJIA Index(CBOT) |
Jun11 |
110418 |
12294 |
12294 |
12045 |
12140 |
-163 |
463 |
14,686 |
+51 |
Sep11 |
110418 |
12072 |
12231 |
12072 |
12072 |
-159 |
0 |
6 |
+0 |
Dec11 |
110418 |
12005 |
12164 |
12005 |
12005 |
-159 |
0 |
1 |
+0 |
Mar12 |
110418 |
11947 |
12106 |
11947 |
11947 |
-159 |
|
|
|
Total Volume and Open Interest |
463 |
14,693 |
+51 |
S & P 500(CME) |
Jun11 |
110418 |
1318.00 |
1318.50 |
1290.50 |
1301.10 |
-17.60 |
14,114 |
303,395 |
+3,267 |
Sep11 |
110418 |
1293.70 |
1295.70 |
1285.30 |
1295.70 |
-17.60 |
0 |
5,854 |
-64 |
Dec11 |
110418 |
1289.50 |
1290.40 |
1280.00 |
1290.40 |
-17.60 |
350 |
2,664 |
+324 |
Mar12 |
110418 |
1285.80 |
1285.80 |
1275.40 |
1285.80 |
-17.60 |
|
|
|
Total Volume and Open Interest |
14,464 |
311,918 |
+3,527 |
S & P 500 E-Mini(Globex) |
Jun11 |
110418 |
1301.00 |
1301.25 |
1299.25 |
1299.75 |
-19.00 |
|
|
|
Sep11 |
110418 |
1311.75 |
1312.25 |
1285.25 |
1295.75 |
-17.50 |
1,061 |
9,048 |
+3 |
Total Volume and Open Interest |
2,028,857 |
2,701,418 |
+22,903 |
NASDAQ 100(CME) |
Jun11 |
110418 |
2307.00 |
2308.50 |
2250.00 |
2290.00 |
-19.80 |
1,126 |
17,647 |
-264 |
Sep11 |
110418 |
2285.80 |
2286.80 |
2255.00 |
2285.80 |
-19.50 |
0 |
3 |
+0 |
Dec11 |
110418 |
2282.30 |
2283.30 |
2273.00 |
2282.30 |
-19.50 |
2 |
2 |
+2 |
Total Volume and Open Interest |
1,128 |
17,652 |
-262 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110418 |
2308.00 |
2310.00 |
2250.30 |
2290.00 |
-19.80 |
291,384 |
334,992 |
+412 |
Sep11 |
110418 |
2294.80 |
2294.80 |
2248.80 |
2285.80 |
-19.50 |
52 |
578 |
-4 |
Total Volume and Open Interest |
291,437 |
335,581 |
+409 |
S & P Midcap 400(CME) |
Jun11 |
110418 |
958.50 |
971.00 |
954.00 |
967.40 |
-15.00 |
0 |
1,499 |
+0 |
Sep11 |
110418 |
965.20 |
966.20 |
965.20 |
965.20 |
-15.00 |
|
|
|
Dec11 |
110418 |
963.60 |
964.60 |
963.60 |
963.60 |
-15.00 |
|
|
|
Total Volume and Open Interest |
0 |
1,499 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110418 |
9600 |
9620 |
9375 |
9505 |
-95 |
7,061 |
54,739 |
-63 |
Sep11 |
110418 |
9465 |
9630 |
9465 |
9535 |
-95 |
0 |
10 |
+0 |
Total Volume and Open Interest |
7,061 |
54,749 |
-63 |
Nikkei 225(SGX) |
Jun11 |
110418 |
9585 |
9620 |
9540 |
9550 |
-30 |
86,453 |
239,885 |
+4,656 |
Sep11 |
110418 |
9595 |
9595 |
9550 |
9550 |
-30 |
7 |
1,350 |
+2 |
Dec11 |
110418 |
9495 |
9495 |
9495 |
9495 |
-30 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
86,524 |
251,887 |
+4,768 |
CAC 40(EURONEXT) |
May11 |
110418 |
3908.5 |
3908.5 |
3793.0 |
3810.0 |
-96.0 |
115,220 |
271,236 |
+40,261 |
Jun11 |
110418 |
3857.0 |
3859.0 |
3752.0 |
3766.5 |
-97.0 |
379 |
25,993 |
+23 |
Jul11 |
110418 |
3767.0 |
3767.0 |
3767.0 |
3767.0 |
|
|
|
|
Hang Seng Index(HKFE) |
Apr11 |
110418 |
23936 |
24158 |
23722 |
23779 |
-183 |
64,231 |
98,257 |
-2,321 |
May11 |
110418 |
23770 |
23988 |
23560 |
23604 |
-193 |
1,672 |
5,335 |
+954 |
Jun11 |
110418 |
23650 |
23835 |
23405 |
23462 |
-184 |
338 |
5,835 |
+31 |
Total Volume and Open Interest |
66,370 |
110,584 |
-1,310 |
DAX(EUREX) |
Jun11 |
110418 |
7198.0 |
7201.5 |
7009.0 |
7046.5 |
-145.5 |
147,091 |
180,206 |
-1,723 |
Sep11 |
110418 |
7210.5 |
7210.5 |
7042.5 |
7071.0 |
-146.0 |
270 |
5,373 |
-1 |
Dec11 |
110418 |
7185.0 |
7185.0 |
7079.5 |
7102.0 |
-147.5 |
79 |
605 |
-23 |
Total Volume and Open Interest |
147,440 |
186,184 |
-1,747 |
FT-SE 100(EURONEXT) |
Jun11 |
110418 |
5955.00 |
5955.00 |
5817.00 |
5843.00 |
-110.00 |
100,753 |
612,305 |
-3,667 |
Sep11 |
110418 |
5889.00 |
5897.50 |
5807.50 |
5807.50 |
-110.50 |
8 |
529 |
-2 |
Dec11 |
110418 |
5785.00 |
5785.00 |
5785.00 |
5785.00 |
-112.50 |
32 |
161 |
-9 |
Total Volume and Open Interest |
100,793 |
612,995 |
-3,678 |
SPI 200(SFE) |
Jun11 |
110418 |
4865.0 |
4896.0 |
4852.0 |
4867.0 |
+4.0 |
32,287 |
192,917 |
+1,709 |
Sep11 |
110418 |
4871.0 |
4882.0 |
4846.0 |
4857.0 |
+4.0 |
7 |
3,567 |
+0 |
Dec11 |
110418 |
4878.0 |
4878.0 |
4878.0 |
4878.0 |
+4.0 |
7 |
2,791 |
+0 |
Total Volume and Open Interest |
32,444 |
201,367 |
+1,778 |
GSCI(CME) |
May11 |
110418 |
80.64 |
81.14 |
75.14 |
78.64 |
-8.00 |
450 |
11,739 |
+387 |
Jun11 |
110418 |
81.84 |
82.34 |
76.14 |
79.64 |
-8.25 |
|
|
|
Jul11 |
110418 |
78.64 |
79.14 |
73.14 |
74.64 |
-9.00 |
|
|
|
Total Volume and Open Interest |
857 |
14,158 |
|
Reuters CCI(ICE) |
Jun11 |
110418 |
360.30 |
360.30 |
360.30 |
360.30 |
-3.10 |
|
|
|
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. |
|
|