|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue April 19, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110419 |
1344.50 |
1349.00 |
1336.50 |
1342.00 |
-2.25 |
73,463 |
134,438 |
-5,571 |
Jul11 |
110419 |
1355.75 |
1360.50 |
1348.00 |
1354.00 |
-1.75 |
62,777 |
221,969 |
+5,387 |
Aug11 |
110419 |
1359.25 |
1361.75 |
1349.75 |
1357.50 |
+0.75 |
3,353 |
13,394 |
+320 |
Sep11 |
110419 |
1352.00 |
1357.75 |
1346.00 |
1355.00 |
+2.25 |
2,532 |
14,525 |
-15 |
Nov11 |
110419 |
1348.00 |
1355.50 |
1341.25 |
1354.00 |
+4.75 |
23,332 |
191,517 |
+924 |
Jan12 |
110419 |
1357.75 |
1363.00 |
1350.00 |
1362.00 |
+4.25 |
353 |
22,139 |
+26 |
Mar12 |
110419 |
1357.00 |
1362.00 |
1350.00 |
1361.75 |
+5.00 |
278 |
13,198 |
-110 |
Total Volume and Open Interest |
167,230 |
634,777 |
+1,104 |
Soybean Meal(CBOT) |
May11 |
110419 |
347.50 |
348.60 |
344.50 |
346.40 |
-1.40 |
23,631 |
42,243 |
-2,717 |
Jul11 |
110419 |
353.10 |
354.20 |
349.80 |
351.90 |
-1.30 |
21,487 |
76,475 |
+841 |
Aug11 |
110419 |
353.90 |
355.40 |
351.70 |
353.60 |
-1.10 |
3,065 |
20,682 |
+562 |
Sep11 |
110419 |
353.70 |
354.50 |
352.00 |
353.50 |
-0.30 |
1,924 |
14,697 |
+251 |
Oct11 |
110419 |
349.30 |
351.70 |
348.20 |
351.70 |
+1.30 |
1,727 |
13,503 |
+432 |
Dec11 |
110419 |
350.70 |
352.00 |
348.20 |
352.00 |
+1.30 |
7,687 |
44,935 |
+1,125 |
Jan12 |
110419 |
353.00 |
353.60 |
351.20 |
353.60 |
+1.10 |
134 |
3,290 |
+73 |
Mar12 |
110419 |
355.20 |
355.20 |
353.30 |
355.20 |
+1.00 |
29 |
3,109 |
+1 |
Total Volume and Open Interest |
59,833 |
224,648 |
+577 |
Soybean Oil(CBOT) |
May11 |
110419 |
57.48 |
57.83 |
57.03 |
57.53 |
+0.14 |
40,231 |
73,226 |
-7,209 |
Jul11 |
110419 |
58.16 |
58.46 |
57.65 |
58.16 |
+0.15 |
35,109 |
146,939 |
+2,123 |
Aug11 |
110419 |
58.40 |
58.67 |
57.88 |
58.40 |
+0.17 |
2,427 |
16,656 |
+66 |
Sep11 |
110419 |
58.63 |
58.91 |
58.25 |
58.66 |
+0.18 |
2,462 |
15,035 |
-31 |
Oct11 |
110419 |
58.74 |
58.98 |
58.38 |
58.76 |
+0.18 |
950 |
13,803 |
-57 |
Dec11 |
110419 |
58.90 |
59.22 |
58.44 |
58.96 |
+0.17 |
9,183 |
75,368 |
-245 |
Jan12 |
110419 |
58.99 |
59.34 |
58.83 |
59.11 |
+0.17 |
428 |
4,334 |
+101 |
Mar12 |
110419 |
58.76 |
59.25 |
58.76 |
59.06 |
+0.17 |
808 |
4,111 |
-135 |
Total Volume and Open Interest |
91,687 |
353,396 |
-5,342 |
Canola(WCE) |
May11 |
110419 |
573.5 |
575.8 |
569.1 |
570.4 |
-3.5 |
7,785 |
38,448 |
-1,697 |
Jul11 |
110419 |
582.0 |
584.6 |
578.0 |
579.3 |
-3.5 |
4,732 |
58,801 |
+874 |
Nov11 |
110419 |
582.0 |
583.5 |
576.0 |
578.3 |
-3.5 |
2,487 |
73,848 |
+1,157 |
Jan12 |
110419 |
587.7 |
589.4 |
582.3 |
585.3 |
-2.6 |
397 |
4,728 |
+273 |
Mar12 |
110419 |
587.3 |
587.3 |
586.6 |
586.6 |
-3.5 |
85 |
1,036 |
+35 |
Total Volume and Open Interest |
15,500 |
178,996 |
+648 |
Corn(CBOT) |
May11 |
110419 |
752.25 |
757.25 |
747.50 |
749.00 |
-2.75 |
164,728 |
322,020 |
-23,486 |
Jul11 |
110419 |
760.00 |
765.00 |
755.50 |
757.00 |
-2.50 |
156,786 |
575,161 |
+11,791 |
Sep11 |
110419 |
711.50 |
719.75 |
711.25 |
715.50 |
+3.50 |
18,120 |
134,493 |
+2,069 |
Dec11 |
110419 |
668.00 |
680.00 |
667.50 |
676.00 |
+7.75 |
56,992 |
436,339 |
+1,222 |
Mar12 |
110419 |
676.00 |
687.50 |
676.00 |
684.25 |
+7.75 |
2,662 |
68,170 |
+92 |
May12 |
110419 |
683.00 |
693.00 |
683.00 |
691.00 |
+7.75 |
608 |
13,611 |
+53 |
Total Volume and Open Interest |
402,004 |
1,627,666 |
-8,793 |
Wheat(CBOT) |
May11 |
110419 |
775.25 |
794.00 |
774.75 |
785.75 |
+10.75 |
55,742 |
72,583 |
-13,372 |
Jul11 |
110419 |
811.50 |
829.75 |
810.25 |
821.00 |
+10.25 |
51,400 |
208,490 |
+8,581 |
Sep11 |
110419 |
846.75 |
866.00 |
846.50 |
858.75 |
+12.00 |
7,638 |
61,598 |
+453 |
Dec11 |
110419 |
877.75 |
898.75 |
875.75 |
892.75 |
+16.25 |
11,750 |
101,059 |
+604 |
Mar12 |
110419 |
900.00 |
924.25 |
899.50 |
918.75 |
+19.25 |
1,713 |
12,268 |
-189 |
Total Volume and Open Interest |
129,121 |
485,357 |
-3,670 |
Wheat(KCBT) |
May11 |
110419 |
899.00 |
931.50 |
898.25 |
926.00 |
+30.00 |
15,829 |
43,477 |
-3,741 |
Jul11 |
110419 |
908.50 |
942.25 |
908.50 |
936.75 |
+30.25 |
13,295 |
83,571 |
-1,884 |
Sep11 |
110419 |
920.50 |
956.25 |
920.50 |
950.75 |
+30.75 |
3,477 |
24,294 |
+730 |
Dec11 |
110419 |
939.75 |
975.00 |
939.75 |
969.75 |
+33.00 |
5,604 |
30,182 |
+631 |
Mar12 |
110419 |
952.00 |
985.00 |
950.75 |
980.00 |
+33.25 |
561 |
4,216 |
+356 |
Total Volume and Open Interest |
38,948 |
191,862 |
-3,855 |
Wheat(MGE) |
May11 |
110419 |
916.00 |
951.75 |
914.25 |
943.00 |
+29.00 |
2,901 |
10,307 |
-491 |
Jul11 |
110419 |
924.50 |
960.00 |
923.00 |
951.50 |
+28.75 |
2,603 |
19,096 |
+363 |
Sep11 |
110419 |
930.00 |
963.75 |
927.25 |
955.25 |
+28.75 |
951 |
15,380 |
+33 |
Dec11 |
110419 |
940.25 |
976.00 |
940.25 |
967.75 |
+28.00 |
837 |
12,357 |
+104 |
Mar12 |
110419 |
952.25 |
985.00 |
952.25 |
976.25 |
+27.50 |
222 |
2,110 |
+89 |
Total Volume and Open Interest |
7,567 |
61,401 |
+139 |
Oats(CBOT) |
May11 |
110419 |
387.50 |
394.50 |
387.25 |
394.00 |
+6.50 |
1,032 |
3,140 |
-566 |
Jul11 |
110419 |
399.00 |
404.00 |
396.50 |
403.50 |
+7.00 |
1,032 |
7,726 |
+776 |
Sep11 |
110419 |
403.50 |
408.50 |
401.50 |
408.50 |
+7.00 |
0 |
227 |
+0 |
Dec11 |
110419 |
408.50 |
413.50 |
406.50 |
413.50 |
+7.00 |
57 |
2,601 |
+12 |
Total Volume and Open Interest |
2,123 |
13,699 |
+224 |
Rough Rice(CBOT) |
May11 |
110419 |
13.64 |
13.70 |
13.60 |
13.69 |
+0.04 |
908 |
7,221 |
-320 |
Jul11 |
110419 |
13.93 |
14.03 |
13.93 |
14.02 |
+0.04 |
908 |
11,536 |
+362 |
Sep11 |
110419 |
14.69 |
14.81 |
14.68 |
14.78 |
+0.03 |
217 |
4,275 |
+74 |
Nov11 |
110419 |
14.98 |
15.07 |
14.98 |
15.06 |
+0.04 |
64 |
913 |
+2 |
Total Volume and Open Interest |
2,097 |
24,417 |
+118 |
Live Cattle(CME) |
Apr11 |
110419 |
118.330 |
119.500 |
118.080 |
119.250 |
+1.070 |
3,916 |
15,665 |
-2,265 |
Jun11 |
110419 |
116.150 |
117.400 |
115.600 |
117.180 |
+1.380 |
18,823 |
168,048 |
-3,288 |
Aug11 |
110419 |
117.350 |
118.550 |
117.250 |
118.180 |
+0.880 |
5,206 |
85,877 |
+591 |
Oct11 |
110419 |
122.150 |
123.180 |
121.950 |
122.980 |
+0.830 |
2,186 |
52,715 |
+355 |
Dec11 |
110419 |
123.430 |
124.180 |
123.150 |
123.980 |
+0.650 |
2,306 |
40,051 |
+214 |
Feb12 |
110419 |
123.180 |
124.180 |
123.080 |
124.080 |
+0.830 |
553 |
10,714 |
+26 |
Total Volume and Open Interest |
33,180 |
378,395 |
-4,389 |
Feeder Cattle(CME) |
Apr11 |
110419 |
132.800 |
132.880 |
132.400 |
132.850 |
+0.220 |
510 |
1,863 |
-67 |
May11 |
110419 |
133.435 |
134.785 |
133.350 |
134.485 |
+1.250 |
1,106 |
10,491 |
-4 |
Aug11 |
110419 |
136.880 |
138.400 |
136.880 |
138.235 |
+1.355 |
4,063 |
22,187 |
+125 |
Sep11 |
110419 |
137.550 |
139.000 |
137.550 |
138.935 |
+1.535 |
320 |
4,409 |
+76 |
Oct11 |
110419 |
137.535 |
139.050 |
137.535 |
138.880 |
+1.630 |
136 |
2,285 |
-17 |
Nov11 |
110419 |
137.485 |
139.000 |
137.450 |
139.000 |
+1.675 |
117 |
1,250 |
+44 |
Jan12 |
110419 |
136.000 |
137.235 |
136.000 |
137.000 |
+1.200 |
20 |
272 |
+10 |
Total Volume and Open Interest |
6,272 |
42,771 |
+167 |
Lean Hogs(CME) |
May11 |
110419 |
102.500 |
103.285 |
101.930 |
103.035 |
+0.435 |
804 |
5,216 |
-145 |
Jun11 |
110419 |
101.100 |
102.400 |
101.050 |
102.035 |
+0.750 |
15,447 |
90,187 |
+610 |
Jul11 |
110419 |
101.200 |
102.000 |
100.650 |
101.730 |
+0.595 |
2,159 |
30,702 |
+84 |
Aug11 |
110419 |
101.250 |
102.050 |
100.800 |
101.900 |
+0.350 |
1,953 |
35,010 |
+349 |
Oct11 |
110419 |
92.250 |
93.035 |
91.885 |
92.830 |
+0.580 |
1,673 |
32,752 |
-66 |
Dec11 |
110419 |
88.100 |
88.850 |
87.885 |
88.785 |
+0.305 |
1,234 |
25,170 |
-249 |
Feb12 |
110419 |
88.400 |
89.000 |
88.250 |
88.900 |
+0.350 |
195 |
5,558 |
+4 |
Apr12 |
110419 |
89.250 |
89.900 |
89.250 |
89.700 |
unch |
125 |
3,724 |
+45 |
Total Volume and Open Interest |
23,678 |
230,125 |
+697 |
Class III Milk(CME) |
Apr11 |
110419 |
16.74 |
16.76 |
16.67 |
16.74 |
unch |
142 |
5,439 |
-12 |
May11 |
110419 |
16.35 |
16.53 |
16.30 |
16.36 |
+0.01 |
260 |
5,661 |
+23 |
Jun11 |
110419 |
16.95 |
17.13 |
16.78 |
16.97 |
+0.04 |
162 |
4,410 |
+32 |
Jul11 |
110419 |
17.30 |
17.45 |
17.22 |
17.36 |
+0.06 |
34 |
3,393 |
+8 |
Aug11 |
110419 |
17.67 |
17.85 |
17.67 |
17.72 |
+0.03 |
18 |
3,199 |
+3 |
Total Volume and Open Interest |
847 |
35,122 |
+182 |
Cocoa(ICE) |
May11 |
110419 |
3085 |
3124 |
3068 |
3117 |
-10 |
521 |
508 |
-347 |
Jul11 |
110419 |
3034 |
3087 |
3020 |
3067 |
+10 |
5,736 |
72,423 |
-567 |
Sep11 |
110419 |
3054 |
3100 |
3035 |
3081 |
+11 |
1,234 |
22,852 |
-15 |
Dec11 |
110419 |
3064 |
3122 |
3061 |
3103 |
+11 |
547 |
22,617 |
+95 |
Mar12 |
110419 |
3142 |
3165 |
3118 |
3152 |
+5 |
296 |
22,777 |
+32 |
May12 |
110419 |
3140 |
3148 |
3128 |
3147 |
+1 |
79 |
5,725 |
+8 |
Jul12 |
110419 |
3142 |
3144 |
3142 |
3142 |
-2 |
94 |
1,513 |
+19 |
Total Volume and Open Interest |
8,630 |
152,792 |
-799 |
Coffee "C"(ICE) |
May11 |
110419 |
284.90 |
291.65 |
283.35 |
291.20 |
+6.75 |
5,926 |
15,429 |
-2,902 |
Jul11 |
110419 |
287.50 |
294.65 |
286.00 |
294.25 |
+6.85 |
12,474 |
65,594 |
+2,665 |
Sep11 |
110419 |
288.50 |
297.00 |
288.50 |
296.70 |
+6.85 |
1,238 |
17,383 |
+352 |
Dec11 |
110419 |
292.00 |
299.50 |
292.00 |
299.25 |
+6.85 |
915 |
17,463 |
+566 |
Mar12 |
110419 |
293.50 |
299.90 |
293.05 |
299.70 |
+6.70 |
272 |
3,502 |
+76 |
May12 |
110419 |
293.10 |
300.10 |
293.10 |
300.10 |
+6.75 |
97 |
2,054 |
+64 |
Total Volume and Open Interest |
21,025 |
122,838 |
+877 |
Orange Juice(ICE) |
May11 |
110419 |
169.50 |
170.40 |
168.00 |
170.00 |
+1.45 |
2,683 |
7,797 |
-1,648 |
Jul11 |
110419 |
165.65 |
168.50 |
165.65 |
168.20 |
+1.55 |
2,924 |
17,150 |
+2,155 |
Sep11 |
110419 |
163.00 |
164.35 |
163.00 |
164.10 |
+1.45 |
59 |
1,543 |
+48 |
Nov11 |
110419 |
160.35 |
160.35 |
159.50 |
160.30 |
+1.40 |
105 |
1,387 |
+101 |
Jan12 |
110419 |
159.75 |
159.75 |
159.75 |
159.75 |
+1.65 |
4 |
169 |
+0 |
Mar12 |
110419 |
159.75 |
159.75 |
159.75 |
159.75 |
+1.15 |
0 |
40 |
+0 |
Total Volume and Open Interest |
5,775 |
28,093 |
+656 |
Sugar #11(ICE) |
May11 |
110419 |
24.40 |
24.71 |
24.15 |
24.27 |
-0.13 |
73,598 |
90,906 |
-20,257 |
Jul11 |
110419 |
22.82 |
23.20 |
22.54 |
22.62 |
-0.17 |
44,061 |
269,192 |
+4,067 |
Oct11 |
110419 |
23.33 |
23.33 |
22.64 |
22.72 |
-0.25 |
18,990 |
118,449 |
-1,356 |
Mar12 |
110419 |
23.18 |
23.34 |
22.76 |
22.82 |
-0.34 |
5,626 |
70,615 |
+926 |
May12 |
110419 |
22.81 |
23.02 |
22.45 |
22.50 |
-0.37 |
2,413 |
19,847 |
-17 |
Total Volume and Open Interest |
148,495 |
620,560 |
-16,027 |
London Cocoa(LCE) |
May11 |
110419 |
1924 |
1924 |
1924 |
1924 |
-3 |
1,502 |
43,674 |
+1,332 |
Jul11 |
110419 |
1929 |
1929 |
1929 |
1929 |
-2 |
3,181 |
57,549 |
+2,381 |
Sep11 |
110419 |
1945 |
1945 |
1945 |
1945 |
-3 |
534 |
30,993 |
+373 |
Dec11 |
110419 |
1961 |
1961 |
1961 |
1961 |
-3 |
946 |
31,742 |
+738 |
Mar12 |
110419 |
1978 |
1978 |
1978 |
1978 |
-2 |
516 |
26,803 |
+432 |
May12 |
110419 |
1989 |
1989 |
1989 |
1989 |
-1 |
161 |
7,767 |
+135 |
Jul12 |
110419 |
1996 |
1996 |
1996 |
1996 |
-1 |
9 |
3,969 |
+0 |
Total Volume and Open Interest |
6,849 |
212,322 |
+5,391 |
London Sugar(LCE) |
Aug11 |
110419 |
625.00 |
625.00 |
625.00 |
625.00 |
+3.00 |
5,907 |
30,515 |
+3,876 |
Oct11 |
110419 |
605.80 |
605.80 |
605.80 |
605.80 |
+2.60 |
626 |
7,732 |
+324 |
Dec11 |
110419 |
605.20 |
605.20 |
605.20 |
605.20 |
+2.40 |
145 |
2,164 |
+109 |
Mar12 |
110419 |
601.90 |
601.90 |
601.90 |
601.90 |
+0.90 |
20 |
1,614 |
+15 |
May12 |
110419 |
588.80 |
588.80 |
588.80 |
588.80 |
+1.90 |
43 |
1,014 |
+28 |
Total Volume and Open Interest |
6,821 |
43,604 |
-7,188 |
Cotton(ICE) |
May11 |
110419 |
196.45 |
196.86 |
189.61 |
189.82 |
-6.63 |
7,282 |
41,286 |
-4,605 |
Jul11 |
110419 |
178.35 |
179.10 |
171.16 |
171.16 |
-7.00 |
9,072 |
75,791 |
+2,305 |
Oct11 |
110419 |
150.00 |
150.00 |
146.60 |
148.73 |
-3.89 |
20 |
458 |
-7 |
Dec11 |
110419 |
130.00 |
131.40 |
126.40 |
128.73 |
-1.90 |
3,150 |
60,582 |
-566 |
Mar12 |
110419 |
122.10 |
122.10 |
118.78 |
120.97 |
-1.51 |
238 |
7,118 |
+50 |
May12 |
110419 |
114.27 |
114.98 |
114.14 |
114.77 |
-0.16 |
37 |
2,128 |
+14 |
Total Volume and Open Interest |
19,836 |
191,919 |
-2,789 |
Lumber(CME) |
May11 |
110419 |
248.0 |
253.7 |
244.0 |
244.0 |
-2.1 |
491 |
2,819 |
-108 |
Jul11 |
110419 |
270.0 |
277.0 |
266.5 |
266.5 |
-3.5 |
473 |
5,437 |
+82 |
Sep11 |
110419 |
288.8 |
293.6 |
285.2 |
285.5 |
-0.7 |
36 |
1,331 |
-2 |
Nov11 |
110419 |
286.9 |
292.5 |
285.0 |
285.0 |
-7.0 |
0 |
296 |
+0 |
Total Volume and Open Interest |
1,000 |
9,894 |
-28 |
Crude Oil(NYM) |
May11 |
110419 |
107.52 |
108.45 |
105.50 |
108.15 |
+1.03 |
224,394 |
60,327 |
-27,428 |
Jun11 |
110419 |
108.06 |
109.10 |
106.01 |
108.28 |
+0.59 |
190,936 |
323,462 |
+12,104 |
Jul11 |
110419 |
108.37 |
109.48 |
106.44 |
108.73 |
+0.58 |
46,822 |
185,747 |
+2,359 |
Aug11 |
110419 |
108.55 |
109.65 |
106.75 |
108.99 |
+0.57 |
19,412 |
65,783 |
+1,746 |
Sep11 |
110419 |
108.58 |
109.72 |
106.91 |
109.11 |
+0.55 |
17,042 |
64,290 |
-307 |
Oct11 |
110419 |
108.40 |
109.66 |
107.30 |
109.17 |
+0.54 |
10,589 |
38,176 |
+1,541 |
Nov11 |
110419 |
108.77 |
109.77 |
107.00 |
109.21 |
+0.54 |
6,448 |
36,394 |
+446 |
Dec11 |
110419 |
108.78 |
109.89 |
106.96 |
109.22 |
+0.55 |
35,305 |
187,816 |
+1,834 |
Jan12 |
110419 |
106.96 |
109.14 |
106.96 |
109.12 |
+0.55 |
2,059 |
35,744 |
-449 |
Feb12 |
110419 |
107.60 |
108.98 |
106.80 |
108.98 |
+0.57 |
1,045 |
17,084 |
-30 |
Mar12 |
110419 |
107.79 |
109.32 |
107.28 |
108.80 |
+0.58 |
1,802 |
29,970 |
-196 |
Apr12 |
110419 |
108.01 |
108.90 |
107.96 |
108.56 |
+0.59 |
674 |
13,592 |
+54 |
May12 |
110419 |
108.29 |
108.29 |
108.29 |
108.29 |
+0.61 |
867 |
12,436 |
+4 |
Jun12 |
110419 |
107.44 |
108.40 |
105.85 |
107.99 |
+0.63 |
4,694 |
67,263 |
+485 |
Jul12 |
110419 |
107.63 |
107.63 |
107.63 |
107.63 |
+0.63 |
755 |
16,313 |
+306 |
Aug12 |
110419 |
107.26 |
107.26 |
107.26 |
107.26 |
+0.63 |
477 |
10,569 |
+172 |
Total Volume and Open Interest |
578,026 |
1,553,022 |
-6,227 |
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 |
110419 |
108.075 |
109.125 |
106.025 |
108.275 |
+0.575 |
3,317 |
1,899 |
+502 |
Jul11 |
110419 |
108.400 |
109.400 |
106.450 |
108.725 |
+0.575 |
85 |
376 |
+16 |
Aug11 |
110419 |
108.900 |
109.400 |
106.800 |
109.000 |
+0.575 |
10 |
58 |
+3 |
Sep11 |
110419 |
109.100 |
109.100 |
109.100 |
109.100 |
+0.550 |
25 |
51 |
+21 |
Oct11 |
110419 |
107.875 |
109.175 |
107.875 |
109.175 |
+0.550 |
1 |
42 |
+0 |
Nov11 |
110419 |
109.200 |
109.200 |
109.200 |
109.200 |
+0.525 |
0 |
11 |
+0 |
Dec11 |
110419 |
108.350 |
109.225 |
107.525 |
109.225 |
+0.550 |
15 |
252 |
+6 |
Jan12 |
110419 |
109.125 |
109.125 |
109.125 |
109.125 |
+0.550 |
2 |
5 |
+1 |
Total Volume and Open Interest |
10,909 |
5,328 |
+157 |
Heating Oil(NYM) |
May11 |
110419 |
318.70 |
318.91 |
311.97 |
315.85 |
-2.43 |
37,325 |
65,850 |
-3,783 |
Jun11 |
110419 |
320.42 |
320.42 |
313.25 |
317.25 |
-2.27 |
25,076 |
78,713 |
+4,468 |
Jul11 |
110419 |
320.47 |
321.44 |
314.99 |
318.95 |
-2.01 |
10,486 |
41,657 |
+654 |
Aug11 |
110419 |
321.50 |
323.27 |
316.49 |
320.62 |
-1.79 |
3,355 |
24,741 |
-135 |
Sep11 |
110419 |
322.90 |
324.64 |
318.10 |
322.26 |
-1.65 |
3,690 |
18,537 |
-472 |
Oct11 |
110419 |
325.33 |
326.20 |
320.67 |
323.91 |
-1.53 |
1,584 |
9,072 |
+158 |
Nov11 |
110419 |
326.00 |
327.30 |
323.21 |
325.59 |
-1.50 |
1,000 |
8,012 |
-111 |
Dec11 |
110419 |
328.76 |
329.49 |
322.80 |
327.23 |
-1.45 |
6,075 |
30,928 |
+509 |
Jan12 |
110419 |
330.50 |
330.50 |
328.13 |
328.82 |
-1.40 |
951 |
10,119 |
+579 |
Feb12 |
110419 |
328.96 |
328.96 |
328.92 |
328.92 |
-1.38 |
148 |
4,196 |
+33 |
Mar12 |
110419 |
327.00 |
327.42 |
327.00 |
327.42 |
-1.36 |
101 |
2,537 |
+22 |
Apr12 |
110419 |
324.67 |
324.67 |
324.67 |
324.67 |
-1.24 |
58 |
1,022 |
+5 |
Total Volume and Open Interest |
90,207 |
311,201 |
+1,747 |
Gasoline(NYMEX) |
May11 |
110419 |
325.70 |
325.91 |
319.79 |
323.31 |
-1.97 |
44,128 |
62,977 |
-7,504 |
Jun11 |
110419 |
322.25 |
322.46 |
316.17 |
319.93 |
-1.91 |
32,517 |
73,675 |
+3,220 |
Jul11 |
110419 |
319.15 |
319.39 |
313.17 |
317.22 |
-1.61 |
14,156 |
42,556 |
-648 |
Aug11 |
110419 |
316.43 |
316.75 |
310.50 |
314.77 |
-1.31 |
6,110 |
19,666 |
-358 |
Sep11 |
110419 |
313.24 |
313.32 |
307.48 |
312.04 |
-0.85 |
4,975 |
19,733 |
+262 |
Oct11 |
110419 |
298.10 |
298.67 |
292.66 |
296.89 |
-0.87 |
1,652 |
17,560 |
+268 |
Nov11 |
110419 |
290.49 |
293.56 |
290.49 |
293.56 |
-0.67 |
941 |
7,523 |
-84 |
Dec11 |
110419 |
292.90 |
294.10 |
287.31 |
292.04 |
-0.57 |
2,528 |
25,177 |
+186 |
Jan12 |
110419 |
292.11 |
292.11 |
292.11 |
292.11 |
-0.51 |
492 |
6,638 |
+201 |
Feb12 |
110419 |
293.43 |
293.43 |
293.43 |
293.43 |
-0.49 |
197 |
2,689 |
-25 |
Total Volume and Open Interest |
107,808 |
294,593 |
-4,373 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110418 |
325.30 |
325.30 |
325.28 |
325.30 |
-3.60 |
0 |
3 |
+0 |
Jun11 |
110419 |
319.90 |
319.93 |
319.90 |
319.90 |
-1.90 |
0 |
1 |
+0 |
Jul11 |
110419 |
317.20 |
317.22 |
317.20 |
317.20 |
-1.60 |
0 |
1 |
+0 |
Aug11 |
110419 |
314.80 |
314.80 |
314.77 |
314.80 |
-1.30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
May11 |
110419 |
4.143 |
4.293 |
4.129 |
4.262 |
+0.124 |
103,666 |
101,946 |
-7,780 |
Jun11 |
110419 |
4.190 |
4.340 |
4.177 |
4.310 |
+0.120 |
56,213 |
138,567 |
+5,608 |
Jul11 |
110419 |
4.256 |
4.410 |
4.253 |
4.382 |
+0.120 |
37,193 |
197,518 |
+2,958 |
Aug11 |
110419 |
4.311 |
4.453 |
4.299 |
4.426 |
+0.117 |
13,984 |
59,207 |
+1,056 |
Sep11 |
110419 |
4.314 |
4.462 |
4.314 |
4.438 |
+0.112 |
12,591 |
71,331 |
+926 |
Oct11 |
110419 |
4.373 |
4.496 |
4.363 |
4.481 |
+0.108 |
14,522 |
81,706 |
+1,248 |
Nov11 |
110419 |
4.556 |
4.650 |
4.556 |
4.638 |
+0.092 |
2,723 |
33,936 |
+58 |
Dec11 |
110419 |
4.779 |
4.880 |
4.771 |
4.865 |
+0.083 |
3,121 |
29,108 |
+175 |
Jan12 |
110419 |
4.898 |
4.999 |
4.894 |
4.979 |
+0.080 |
8,011 |
83,411 |
+647 |
Feb12 |
110419 |
4.877 |
4.975 |
4.877 |
4.962 |
+0.079 |
833 |
16,250 |
-34 |
Mar12 |
110419 |
4.817 |
4.907 |
4.817 |
4.895 |
+0.078 |
1,600 |
31,519 |
-126 |
Apr12 |
110419 |
4.696 |
4.769 |
4.692 |
4.758 |
+0.071 |
2,033 |
32,511 |
-22 |
May12 |
110419 |
4.763 |
4.794 |
4.754 |
4.780 |
+0.068 |
745 |
9,003 |
+208 |
Jun12 |
110419 |
4.786 |
4.824 |
4.775 |
4.816 |
+0.064 |
395 |
5,523 |
+179 |
Jul12 |
110419 |
4.806 |
4.861 |
4.806 |
4.861 |
+0.063 |
259 |
5,169 |
-11 |
Aug12 |
110419 |
4.850 |
4.885 |
4.850 |
4.885 |
+0.062 |
224 |
5,666 |
+64 |
Total Volume and Open Interest |
259,552 |
979,320 |
+5,364 |
Brent Crude Oil(ICE) |
Jun11 |
110419 |
121.77 |
122.29 |
119.03 |
121.33 |
-0.28 |
143,884 |
248,476 |
-2,304 |
Jul11 |
110419 |
121.33 |
121.98 |
118.79 |
121.03 |
-0.27 |
41,067 |
120,306 |
+3,992 |
Aug11 |
110419 |
120.99 |
121.62 |
118.52 |
120.70 |
-0.27 |
19,927 |
45,334 |
-1,052 |
Sep11 |
110419 |
120.61 |
121.18 |
118.16 |
120.31 |
-0.26 |
12,919 |
43,067 |
+3,131 |
Oct11 |
110419 |
120.12 |
120.79 |
117.82 |
119.94 |
-0.24 |
6,025 |
26,298 |
+92 |
Nov11 |
110419 |
119.87 |
120.40 |
117.47 |
119.56 |
-0.23 |
4,630 |
21,992 |
-203 |
Dec11 |
110419 |
119.50 |
120.09 |
117.08 |
119.18 |
-0.23 |
26,189 |
100,605 |
+526 |
Jan12 |
110419 |
118.28 |
118.86 |
117.27 |
118.86 |
-0.22 |
2,347 |
19,642 |
-688 |
Feb12 |
110419 |
117.95 |
118.53 |
116.92 |
118.53 |
-0.20 |
1,232 |
13,336 |
+346 |
Mar12 |
110419 |
117.28 |
118.19 |
117.28 |
118.19 |
-0.18 |
1,319 |
29,476 |
+69 |
Apr12 |
110419 |
116.81 |
117.79 |
116.81 |
117.79 |
-0.16 |
966 |
5,625 |
-192 |
May12 |
110419 |
116.40 |
117.39 |
116.40 |
117.39 |
-0.14 |
1,212 |
5,426 |
+144 |
Jun12 |
110419 |
117.18 |
117.76 |
115.30 |
116.98 |
-0.13 |
4,129 |
35,553 |
-967 |
Jul12 |
110419 |
115.55 |
116.52 |
115.55 |
116.52 |
-0.11 |
109 |
2,294 |
-31 |
Total Volume and Open Interest |
280,286 |
836,314 |
+3,348 |
Gas Oil(ICE) |
May11 |
110419 |
1007.75 |
1012.50 |
990.00 |
1000.25 |
-4.50 |
52,778 |
128,469 |
-8,410 |
Jun11 |
110419 |
1011.00 |
1015.25 |
992.50 |
1003.25 |
-4.50 |
64,261 |
118,174 |
+7,773 |
Jul11 |
110419 |
1014.00 |
1018.25 |
995.75 |
1006.00 |
-4.50 |
18,063 |
54,872 |
+941 |
Aug11 |
110419 |
1016.00 |
1021.00 |
998.50 |
1008.75 |
-4.25 |
9,205 |
26,945 |
+19 |
Sep11 |
110419 |
1018.50 |
1022.75 |
1001.50 |
1011.50 |
-4.00 |
7,766 |
46,053 |
+1,378 |
Oct11 |
110419 |
1018.50 |
1024.25 |
1004.75 |
1013.50 |
-3.75 |
5,680 |
28,758 |
-500 |
Nov11 |
110419 |
1020.25 |
1023.00 |
1005.00 |
1013.75 |
-3.50 |
2,649 |
19,534 |
-967 |
Dec11 |
110419 |
1022.50 |
1025.75 |
1004.50 |
1014.75 |
-3.00 |
12,290 |
67,400 |
+1,983 |
Jan12 |
110419 |
1023.00 |
1026.00 |
1010.00 |
1017.00 |
-3.00 |
3,213 |
24,186 |
+161 |
Feb12 |
110419 |
1012.50 |
1025.75 |
1009.75 |
1016.75 |
-2.75 |
187 |
6,496 |
-108 |
Total Volume and Open Interest |
178,917 |
605,842 |
+2,554 |
Ethanol(CBOT) |
Apr11 |
110405 |
2.695 |
2.710 |
2.695 |
2.706 |
-0.009 |
94 |
259 |
-79 |
May11 |
110419 |
2.625 |
2.625 |
2.620 |
2.621 |
-0.010 |
98 |
840 |
-32 |
Jun11 |
110419 |
2.635 |
2.635 |
2.622 |
2.629 |
-0.015 |
139 |
1,046 |
+12 |
Jul11 |
110419 |
2.650 |
2.650 |
2.635 |
2.642 |
-0.017 |
72 |
1,166 |
+2 |
Aug11 |
110419 |
2.634 |
2.650 |
2.632 |
2.642 |
-0.017 |
21 |
675 |
+9 |
Sep11 |
110419 |
2.628 |
2.634 |
2.595 |
2.606 |
-0.024 |
29 |
929 |
+13 |
Oct11 |
110419 |
2.508 |
2.520 |
2.482 |
2.491 |
-0.003 |
39 |
771 |
+6 |
Nov11 |
110419 |
2.450 |
2.466 |
2.450 |
2.461 |
+0.007 |
40 |
572 |
+0 |
Total Volume and Open Interest |
499 |
7,381 |
-13 |
WTI Crude Oil(ICE |
May11 |
110415 |
108.68 |
110.07 |
107.22 |
109.66 |
+1.55 |
87,283 |
44,828 |
-10,017 |
Jun11 |
110419 |
107.72 |
109.09 |
105.99 |
108.28 |
+0.59 |
58,534 |
101,267 |
+729 |
Jul11 |
110419 |
108.25 |
109.47 |
106.48 |
108.73 |
+0.58 |
16,019 |
72,424 |
+2,340 |
Aug11 |
110419 |
108.50 |
109.56 |
106.77 |
108.99 |
+0.57 |
6,785 |
26,067 |
+559 |
Sep11 |
110419 |
108.25 |
109.79 |
106.89 |
109.11 |
+0.55 |
6,165 |
28,761 |
-206 |
Oct11 |
110419 |
107.65 |
109.69 |
106.99 |
109.17 |
+0.54 |
3,187 |
19,751 |
+724 |
Nov11 |
110419 |
107.65 |
109.85 |
107.04 |
109.21 |
+0.54 |
2,373 |
14,673 |
+287 |
Dec11 |
110419 |
108.23 |
109.89 |
106.93 |
109.22 |
+0.55 |
11,260 |
86,990 |
+181 |
Jan12 |
110419 |
108.32 |
109.77 |
108.13 |
109.12 |
+0.55 |
556 |
12,162 |
-125 |
Feb12 |
110419 |
108.86 |
109.60 |
108.86 |
108.98 |
+0.57 |
198 |
2,750 |
-6 |
Mar12 |
110419 |
108.80 |
108.80 |
108.80 |
108.80 |
+0.58 |
158 |
10,680 |
+3 |
Apr12 |
110419 |
108.56 |
108.56 |
108.56 |
108.56 |
+0.59 |
333 |
3,194 |
+45 |
May12 |
110419 |
108.29 |
108.29 |
108.29 |
108.29 |
+0.61 |
222 |
1,822 |
+103 |
Jun12 |
110419 |
106.68 |
108.62 |
106.39 |
107.99 |
+0.63 |
1,091 |
26,469 |
-162 |
Jul12 |
110419 |
107.63 |
107.63 |
107.63 |
107.63 |
+0.63 |
349 |
1,133 |
+281 |
Aug12 |
110419 |
107.26 |
107.26 |
107.26 |
107.26 |
+0.63 |
610 |
776 |
+342 |
Total Volume and Open Interest |
146,657 |
546,103 |
+1,534 |
US Dollar Index(ICE) |
Jun11 |
110419 |
75.685 |
75.845 |
75.205 |
75.250 |
-0.480 |
19,083 |
48,575 |
-349 |
Sep11 |
110419 |
76.165 |
76.255 |
75.675 |
75.675 |
-0.475 |
37 |
571 |
+22 |
Dec11 |
110419 |
76.100 |
76.100 |
76.100 |
76.100 |
-0.470 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,120 |
49,148 |
-327 |
Australian Dollar(CME) |
Jun11 |
110419 |
104.30 |
104.62 |
103.71 |
104.47 |
+0.05 |
66,142 |
146,227 |
-1,197 |
Sep11 |
110419 |
102.74 |
103.29 |
102.47 |
103.20 |
+0.05 |
114 |
695 |
-4 |
Dec11 |
110419 |
101.90 |
102.03 |
101.90 |
102.03 |
+0.07 |
1 |
57 |
+1 |
Total Volume and Open Interest |
66,257 |
146,979 |
-1,200 |
British Pound(CME) |
Jun11 |
110419 |
162.59 |
163.30 |
162.19 |
163.04 |
+0.63 |
85,559 |
113,044 |
-1,466 |
Sep11 |
110419 |
162.80 |
162.80 |
162.18 |
162.80 |
+0.62 |
25 |
368 |
+3 |
Dec11 |
110419 |
162.52 |
162.52 |
161.91 |
162.52 |
+0.61 |
0 |
37 |
+0 |
Total Volume and Open Interest |
85,584 |
113,454 |
-1,463 |
Canadian Dollar(CME) |
Jun11 |
110419 |
103.55 |
104.59 |
103.32 |
104.37 |
+0.82 |
62,728 |
137,878 |
-914 |
Sep11 |
110419 |
103.32 |
104.30 |
103.13 |
104.10 |
+0.79 |
29 |
2,610 |
-3 |
Dec11 |
110419 |
102.99 |
103.92 |
102.99 |
103.80 |
+0.78 |
21 |
2,417 |
+0 |
Mar12 |
110419 |
103.54 |
103.54 |
102.69 |
103.46 |
+0.77 |
0 |
218 |
+0 |
Total Volume and Open Interest |
62,778 |
143,151 |
-917 |
Japanese Yen(CME) |
Jun11 |
110419 |
121.21 |
121.50 |
120.86 |
121.39 |
+0.35 |
93,530 |
132,095 |
-3,880 |
Sep11 |
110419 |
121.30 |
121.49 |
121.03 |
121.49 |
+0.35 |
197 |
1,172 |
+115 |
Dec11 |
110419 |
121.35 |
121.70 |
121.27 |
121.62 |
+0.35 |
36 |
116 |
+19 |
Total Volume and Open Interest |
93,763 |
133,390 |
-3,746 |
Swiss Franc(CME) |
Jun11 |
110419 |
111.62 |
111.82 |
111.05 |
111.24 |
-0.31 |
25,777 |
64,736 |
-342 |
Sep11 |
110419 |
111.40 |
111.60 |
111.22 |
111.29 |
-0.31 |
0 |
114 |
+0 |
Dec11 |
110419 |
111.33 |
111.64 |
111.33 |
111.33 |
-0.31 |
0 |
11 |
+0 |
Total Volume and Open Interest |
25,777 |
64,862 |
-342 |
EuroFX(CME) |
Jun11 |
110419 |
142.14 |
143.34 |
141.86 |
143.21 |
+1.06 |
255,421 |
239,862 |
-1,558 |
Sep11 |
110419 |
141.70 |
142.85 |
141.48 |
142.79 |
+1.05 |
216 |
2,332 |
+38 |
Dec11 |
110419 |
141.30 |
142.51 |
141.29 |
142.33 |
+1.04 |
1 |
77 |
+0 |
Total Volume and Open Interest |
255,638 |
242,595 |
-1,520 |
Mexican Peso(CME) |
Apr11 |
110418 |
847.5 |
857.5 |
847.5 |
847.5 |
-10.0 |
|
|
|
May11 |
110419 |
854.2 |
854.2 |
849.8 |
854.2 |
+4.5 |
|
|
|
Total Volume and Open Interest |
25,376 |
172,080 |
-473 |
30-Year T-Bonds(CBOT) |
Jun11 |
110419 |
120~280 |
121~150 |
120~280 |
121~150 |
+0~100 |
|
|
|
Sep11 |
110419 |
119~130 |
119~310 |
119~060 |
119~300 |
+0~100 |
256 |
1,783 |
+87 |
Dec11 |
110419 |
118~150 |
118~150 |
118~050 |
118~150 |
+0~100 |
44 |
31 |
+31 |
Total Volume and Open Interest |
283,217 |
557,165 |
+8,504 |
10-Year T-Notes(CBOT) |
Jun11 |
110419 |
120~035 |
120~115 |
119~275 |
120~080 |
+0~020 |
1,129,867 |
1,641,435 |
+30,129 |
Sep11 |
110419 |
118~175 |
118~265 |
118~160 |
118~230 |
+0~025 |
415 |
4,442 |
-366 |
Dec11 |
110419 |
117~230 |
117~230 |
117~205 |
117~230 |
+0~025 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,130,282 |
1,645,881 |
+29,763 |
5-Year T-Notes(CBOT) |
Jun11 |
110419 |
117~090 |
117~102 |
117~061 |
117~096 |
unch |
618,144 |
1,350,879 |
+14,422 |
Sep11 |
110419 |
116~060 |
116~060 |
116~059 |
116~060 |
+0~001 |
0 |
2,691 |
+0 |
Dec11 |
110419 |
115~084 |
115~084 |
115~083 |
115~084 |
+0~001 |
|
|
|
Total Volume and Open Interest |
618,144 |
1,353,570 |
+14,422 |
2 Year T-Notes(CBOT) |
Jun11 |
110419 |
109~047 |
109~051 |
109~040 |
109~049 |
+0~002 |
232,652 |
1,049,348 |
-9,697 |
Sep11 |
110419 |
108~107 |
108~113 |
108~107 |
108~113 |
+0~003 |
225 |
3,410 |
+108 |
Dec11 |
110419 |
108~051 |
108~051 |
108~048 |
108~051 |
+0~003 |
|
|
|
Total Volume and Open Interest |
232,877 |
1,052,758 |
-9,589 |
Eurodollars(CME) |
Jun11 |
110419 |
99.700 |
99.700 |
99.690 |
99.695 |
-0.005 |
129,188 |
1,052,531 |
+14,317 |
Sep11 |
110419 |
99.630 |
99.635 |
99.620 |
99.630 |
unch |
157,823 |
1,412,323 |
+2,532 |
Dec11 |
110419 |
99.515 |
99.525 |
99.500 |
99.520 |
+0.005 |
257,486 |
1,530,313 |
+25,687 |
Mar12 |
110419 |
99.330 |
99.350 |
99.305 |
99.345 |
+0.010 |
290,253 |
1,439,079 |
+13,309 |
Jun12 |
110419 |
99.040 |
99.070 |
99.005 |
99.065 |
+0.015 |
445,637 |
1,080,348 |
-1,219 |
Sep12 |
110419 |
98.690 |
98.725 |
98.650 |
98.715 |
+0.010 |
270,958 |
673,611 |
+5,701 |
Dec12 |
110419 |
98.350 |
98.375 |
98.295 |
98.370 |
+0.010 |
261,357 |
493,443 |
+5,763 |
Mar13 |
110419 |
98.060 |
98.090 |
98.005 |
98.075 |
unch |
222,307 |
321,812 |
-2,439 |
Jun13 |
110419 |
97.800 |
97.815 |
97.730 |
97.795 |
-0.010 |
164,575 |
270,847 |
-11,426 |
Sep13 |
110419 |
97.530 |
97.550 |
97.465 |
97.530 |
-0.010 |
101,879 |
253,745 |
+2,937 |
Dec13 |
110419 |
97.275 |
97.295 |
97.210 |
97.270 |
-0.010 |
72,741 |
183,895 |
+290 |
Mar14 |
110419 |
97.050 |
97.065 |
96.975 |
97.040 |
-0.005 |
81,039 |
179,738 |
-1,815 |
Jun14 |
110419 |
96.825 |
96.830 |
96.750 |
96.815 |
unch |
29,471 |
112,381 |
+4,592 |
Sep14 |
110419 |
96.605 |
96.615 |
96.535 |
96.600 |
unch |
17,655 |
62,111 |
-342 |
Dec14 |
110419 |
96.385 |
96.395 |
96.320 |
96.385 |
+0.005 |
18,226 |
75,861 |
+520 |
Mar15 |
110419 |
96.195 |
96.210 |
96.140 |
96.200 |
+0.005 |
15,355 |
58,107 |
-322 |
Jun15 |
110419 |
4.265 |
4.275 |
4.215 |
4.270 |
+0.005 |
5,834 |
39,572 |
+144 |
Sep15 |
110419 |
4.100 |
4.115 |
4.050 |
4.105 |
+0.005 |
6,690 |
37,855 |
-448 |
Total Volume and Open Interest |
2,578,088 |
9,529,813 |
+62,783 |
30 Day Federal Funds(CBOT) |
Apr11 |
110419 |
99.900 |
99.902 |
99.897 |
99.900 |
unch |
4,761 |
77,752 |
-1,601 |
May11 |
110419 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
3,990 |
77,731 |
-586 |
Jun11 |
110419 |
99.880 |
99.880 |
99.875 |
99.880 |
unch |
2,770 |
56,879 |
-456 |
Jul11 |
110419 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
1,514 |
48,195 |
+339 |
Aug11 |
110419 |
99.845 |
99.850 |
99.845 |
99.845 |
unch |
1,401 |
45,536 |
-377 |
Sep11 |
110419 |
99.830 |
99.840 |
99.830 |
99.835 |
unch |
1,856 |
34,175 |
+884 |
Total Volume and Open Interest |
46,951 |
668,978 |
+954 |
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 |
110419 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110419 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec11 |
110419 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110419 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Jun12 |
110419 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep12 |
110419 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Dec12 |
110419 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Mar13 |
110419 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
Jun13 |
110419 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Sep13 |
110419 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110419 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
400 |
5,402 |
+0 |
Sep11 |
110419 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,533 |
+90 |
Dec11 |
110419 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,991 |
+0 |
Mar12 |
110419 |
99.65 |
99.65 |
99.64 |
99.64 |
unch |
105 |
3,467 |
+0 |
Jun12 |
110419 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110419 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110419 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110419 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
505 |
14,083 |
+90 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110419 |
139.40 |
139.63 |
139.40 |
139.47 |
+0.02 |
1,145 |
12,382 |
-616 |
Sep11 |
110419 |
138.57 |
138.57 |
138.57 |
138.57 |
+0.02 |
0 |
1 |
+0 |
Dec11 |
110419 |
136.48 |
136.48 |
136.48 |
136.48 |
+0.02 |
|
|
|
Total Volume and Open Interest |
1,145 |
12,383 |
-223 |
Euro-Bund(EUREX) |
Jun11 |
110419 |
122.65 |
122.65 |
121.85 |
122.17 |
-0.28 |
885,361 |
886,012 |
-10,842 |
Sep11 |
110419 |
121.97 |
121.97 |
121.49 |
121.76 |
-0.27 |
598 |
6,550 |
+156 |
Dec11 |
110419 |
121.07 |
121.07 |
121.07 |
121.07 |
-0.28 |
|
|
|
Total Volume and Open Interest |
885,959 |
892,562 |
-10,686 |
Euro-Bobl(EUREX) |
Jun11 |
110419 |
115.33 |
115.39 |
114.78 |
114.97 |
-0.24 |
472,687 |
798,718 |
-16,979 |
Sep11 |
110419 |
114.42 |
114.42 |
114.19 |
114.29 |
-0.27 |
77 |
16,517 |
-34 |
Dec11 |
110419 |
114.42 |
114.42 |
114.42 |
114.42 |
-0.24 |
|
|
|
Total Volume and Open Interest |
472,764 |
815,235 |
-17,013 |
3-Mth Euribor(EUREX) |
Jun11 |
110419 |
98.450 |
98.450 |
98.435 |
98.440 |
-0.020 |
50 |
7,270 |
-46 |
Sep11 |
110419 |
98.130 |
98.135 |
98.130 |
98.135 |
-0.030 |
0 |
4,179 |
+0 |
Dec11 |
110419 |
97.910 |
97.910 |
97.885 |
97.910 |
-0.040 |
271 |
1,775 |
+118 |
Total Volume and Open Interest |
372 |
15,879 |
+123 |
Long Gilt(LIFFE) |
Jun11 |
110419 |
118~11 |
118~12 |
118~04 |
118~10 |
-0~02 |
107,665 |
294,067 |
-13,580 |
Sep11 |
110419 |
117~02 |
117~02 |
117~02 |
117~02 |
-0~05 |
0 |
10 |
+0 |
Total Volume and Open Interest |
107,665 |
294,077 |
-13,580 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110419 |
99.14 |
99.14 |
99.12 |
99.12 |
-0.02 |
41,307 |
442,350 |
+5,595 |
Sep11 |
110419 |
98.99 |
98.99 |
98.95 |
98.96 |
-0.03 |
49,208 |
380,469 |
+5,665 |
Dec11 |
110419 |
98.79 |
98.80 |
98.75 |
98.77 |
-0.02 |
81,939 |
379,873 |
+7,327 |
Mar12 |
110419 |
98.60 |
98.60 |
98.54 |
98.56 |
-0.02 |
54,739 |
321,832 |
+2,174 |
Jun12 |
110419 |
98.33 |
98.33 |
98.28 |
98.30 |
-0.02 |
68,516 |
250,354 |
+2,652 |
Sep12 |
110419 |
98.05 |
98.06 |
98.00 |
98.02 |
-0.03 |
46,618 |
153,825 |
+8,215 |
Total Volume and Open Interest |
428,682 |
2,271,261 |
+39,088 |
3-Mth Euribor(LIFFE) |
Jun11 |
110419 |
98.455 |
98.465 |
98.430 |
98.440 |
-0.020 |
79,156 |
759,417 |
-14,435 |
Sep11 |
110419 |
98.165 |
98.175 |
98.115 |
98.135 |
-0.030 |
120,250 |
651,353 |
-16,694 |
Dec11 |
110419 |
97.945 |
97.955 |
97.880 |
97.910 |
-0.040 |
97,343 |
612,979 |
+7,812 |
Total Volume and Open Interest |
588,244 |
3,611,126 |
-7,762 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110419 |
95.07 |
95.12 |
95.07 |
95.11 |
+0.03 |
6,008 |
161,039 |
-4,577 |
Sep11 |
110419 |
95.02 |
95.08 |
95.01 |
95.06 |
+0.04 |
11,615 |
211,773 |
+2,739 |
Dec11 |
110419 |
94.91 |
94.99 |
94.90 |
94.97 |
+0.06 |
5,974 |
131,867 |
-77 |
Mar12 |
110419 |
94.77 |
94.86 |
94.77 |
94.84 |
+0.07 |
3,171 |
68,248 |
+47 |
Jun12 |
110419 |
94.64 |
94.73 |
94.64 |
94.72 |
+0.08 |
858 |
45,401 |
+85 |
Sep12 |
110419 |
94.52 |
94.61 |
94.52 |
94.61 |
+0.09 |
666 |
45,476 |
-296 |
Dec12 |
110419 |
94.43 |
94.51 |
94.43 |
94.50 |
+0.09 |
559 |
19,424 |
-292 |
Mar13 |
110419 |
94.35 |
94.44 |
94.35 |
94.42 |
+0.09 |
132 |
9,548 |
+102 |
Jun13 |
110419 |
94.34 |
94.34 |
94.34 |
94.34 |
+0.09 |
0 |
1,048 |
+0 |
Sep13 |
110419 |
94.27 |
94.27 |
94.27 |
94.27 |
+0.09 |
0 |
900 |
+0 |
Total Volume and Open Interest |
28,983 |
695,581 |
-2,269 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110419 |
94.40 |
94.51 |
94.39 |
94.50 |
+0.11 |
32,595 |
357,730 |
-3,619 |
Sep11 |
110419 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.11 |
|
|
|
Total Volume and Open Interest |
32,595 |
357,730 |
-3,619 |
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 |
110419 |
94.92 |
94.92 |
94.92 |
94.92 |
+0.11 |
|
|
|
Total Volume and Open Interest |
62,031 |
505,436 |
-37,071 |
Gold(CMX) |
Apr11 |
110419 |
1493.3 |
1499.5 |
1489.0 |
1494.5 |
+2.2 |
293 |
1,127 |
-255 |
Jun11 |
110419 |
1496.6 |
1500.5 |
1488.2 |
1495.1 |
+2.2 |
160,619 |
363,700 |
+7,518 |
Aug11 |
110419 |
1497.2 |
1501.5 |
1489.5 |
1496.2 |
+2.3 |
2,592 |
53,215 |
+1,450 |
Oct11 |
110419 |
1497.0 |
1500.0 |
1492.7 |
1497.3 |
+2.2 |
365 |
6,096 |
-4 |
Dec11 |
110419 |
1499.3 |
1503.0 |
1492.8 |
1498.3 |
+2.1 |
1,968 |
36,051 |
+8 |
Feb12 |
110419 |
1497.8 |
1502.5 |
1494.2 |
1499.7 |
+2.1 |
247 |
6,929 |
-12 |
Apr12 |
110419 |
1502.0 |
1502.0 |
1501.4 |
1501.4 |
+2.1 |
280 |
5,339 |
+7 |
Jun12 |
110419 |
1500.2 |
1503.7 |
1500.1 |
1503.5 |
+1.9 |
1,982 |
8,284 |
+1,357 |
Aug12 |
110419 |
1505.7 |
1505.7 |
1505.7 |
1505.7 |
+1.8 |
6 |
2,763 |
-4 |
Oct12 |
110419 |
1509.0 |
1509.0 |
1509.0 |
1509.0 |
+1.8 |
0 |
3,413 |
+0 |
Dec12 |
110419 |
1511.9 |
1515.2 |
1510.4 |
1513.1 |
+1.3 |
116 |
12,574 |
+1 |
Feb13 |
110419 |
1517.9 |
1517.9 |
1517.9 |
1517.9 |
+1.3 |
0 |
104 |
+0 |
Total Volume and Open Interest |
169,456 |
538,476 |
+10,263 |
Silver(CMX) |
May11 |
110419 |
4342.5 |
4417.5 |
4275.5 |
4391.3 |
+95.7 |
109,635 |
55,669 |
-4,101 |
Jul11 |
110419 |
4336.0 |
4418.5 |
4278.0 |
4392.7 |
+94.7 |
17,804 |
44,100 |
+1,907 |
Sep11 |
110419 |
4330.5 |
4418.0 |
4283.5 |
4392.9 |
+93.5 |
1,962 |
8,697 |
-416 |
Dec11 |
110419 |
4326.0 |
4418.0 |
4281.5 |
4393.3 |
+92.5 |
2,174 |
17,561 |
+196 |
Mar12 |
110419 |
4334.5 |
4392.0 |
4300.0 |
4392.0 |
+92.2 |
188 |
1,608 |
-11 |
May12 |
110419 |
4391.0 |
4391.0 |
4391.0 |
4391.0 |
+92.0 |
63 |
559 |
+27 |
Jul12 |
110419 |
4306.0 |
4389.3 |
4298.0 |
4389.3 |
+91.8 |
0 |
1,486 |
+0 |
Total Volume and Open Interest |
132,545 |
146,270 |
-2,382 |
Platinum(NYMEX) |
Apr11 |
110419 |
1782.6 |
1782.6 |
1782.6 |
1782.6 |
-3.2 |
15 |
122 |
+16 |
Jul11 |
110419 |
1783.5 |
1791.0 |
1765.0 |
1771.3 |
-11.5 |
3,304 |
34,848 |
+43 |
Oct11 |
110419 |
1778.9 |
1778.9 |
1774.0 |
1774.4 |
-12.1 |
9 |
1,260 |
+9 |
Jan12 |
110419 |
1776.1 |
1776.1 |
1776.1 |
1776.1 |
-12.1 |
2 |
20 |
+2 |
Total Volume and Open Interest |
3,331 |
36,291 |
+70 |
Palladium(NYMEX) |
Jun11 |
110419 |
735.35 |
745.50 |
726.65 |
731.10 |
-8.00 |
4,013 |
19,815 |
-414 |
Sep11 |
110419 |
736.25 |
736.60 |
732.60 |
732.60 |
-7.85 |
17 |
887 |
+2 |
Dec11 |
110419 |
739.70 |
747.70 |
734.10 |
734.10 |
-7.85 |
1 |
325 |
+1 |
Total Volume and Open Interest |
4,031 |
21,032 |
-411 |
Copper(CMX) |
May11 |
110419 |
421.50 |
426.10 |
418.20 |
422.95 |
+3.15 |
36,242 |
38,364 |
-4,127 |
Jul11 |
110419 |
423.90 |
428.00 |
420.15 |
424.85 |
+3.10 |
11,463 |
63,871 |
+1,356 |
Sep11 |
110419 |
426.50 |
428.40 |
422.40 |
426.50 |
+3.15 |
713 |
20,135 |
+273 |
Dec11 |
110419 |
427.25 |
428.90 |
426.15 |
427.60 |
+3.15 |
158 |
8,517 |
+53 |
Mar12 |
110419 |
428.00 |
428.10 |
428.00 |
428.10 |
+3.15 |
6 |
2,558 |
+2 |
Total Volume and Open Interest |
49,225 |
137,722 |
-2,325 |
DJIA Index(CBOT) |
Jun11 |
110419 |
12133 |
12240 |
12098 |
12226 |
+86 |
897 |
14,737 |
+51 |
Sep11 |
110419 |
12156 |
12156 |
12072 |
12156 |
+84 |
0 |
6 |
+0 |
Dec11 |
110419 |
12089 |
12089 |
12005 |
12089 |
+84 |
0 |
1 |
+0 |
Mar12 |
110419 |
12031 |
12031 |
11947 |
12031 |
+84 |
|
|
|
Total Volume and Open Interest |
897 |
14,744 |
+51 |
S & P 500(CME) |
Jun11 |
110419 |
1300.50 |
1311.00 |
1294.10 |
1308.60 |
+7.50 |
23,154 |
306,307 |
+2,912 |
Sep11 |
110419 |
1303.30 |
1303.70 |
1295.20 |
1303.30 |
+7.60 |
200 |
6,035 |
+181 |
Dec11 |
110419 |
1297.90 |
1298.40 |
1289.90 |
1297.90 |
+7.50 |
0 |
2,664 |
+0 |
Mar12 |
110419 |
1293.30 |
1293.80 |
1285.30 |
1293.30 |
+7.50 |
|
|
|
Total Volume and Open Interest |
23,354 |
315,011 |
+3,093 |
S & P 500 E-Mini(Globex) |
Jun11 |
110419 |
1308.75 |
1312.50 |
1308.50 |
1311.75 |
+12.00 |
|
|
|
Sep11 |
110419 |
1294.50 |
1303.75 |
1289.00 |
1303.25 |
+7.50 |
4,419 |
11,906 |
+2,858 |
Total Volume and Open Interest |
1,648,621 |
2,697,196 |
-4,222 |
NASDAQ 100(CME) |
Jun11 |
110419 |
2288.50 |
2315.00 |
2278.50 |
2311.00 |
+21.00 |
2,135 |
17,866 |
+219 |
Sep11 |
110419 |
2306.30 |
2309.80 |
2280.00 |
2306.30 |
+20.50 |
0 |
3 |
+0 |
Dec11 |
110419 |
2302.80 |
2306.30 |
2302.80 |
2302.80 |
+20.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,135 |
17,871 |
+219 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110419 |
2289.00 |
2317.50 |
2277.80 |
2311.00 |
+21.00 |
236,995 |
332,171 |
-2,821 |
Sep11 |
110419 |
2282.30 |
2311.30 |
2278.80 |
2306.30 |
+20.50 |
315 |
575 |
-3 |
Total Volume and Open Interest |
237,315 |
332,752 |
-2,829 |
S & P Midcap 400(CME) |
Jun11 |
110419 |
966.00 |
970.00 |
965.95 |
969.70 |
+2.30 |
0 |
1,499 |
+0 |
Sep11 |
110419 |
967.50 |
967.50 |
967.20 |
967.50 |
+2.30 |
|
|
|
Dec11 |
110419 |
965.90 |
965.90 |
965.60 |
965.90 |
+2.30 |
|
|
|
Total Volume and Open Interest |
0 |
1,499 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110419 |
9485 |
9525 |
9410 |
9515 |
+10 |
6,518 |
55,388 |
+649 |
Sep11 |
110419 |
9545 |
9545 |
9535 |
9545 |
+10 |
0 |
10 |
+0 |
Total Volume and Open Interest |
6,518 |
55,398 |
+649 |
Nikkei 225(SGX) |
Jun11 |
110419 |
9540 |
9550 |
9360 |
9435 |
-115 |
88,883 |
232,013 |
-7,872 |
Sep11 |
110419 |
9485 |
9485 |
9405 |
9430 |
-120 |
14 |
1,349 |
-1 |
Dec11 |
110419 |
9375 |
9375 |
9375 |
9375 |
-120 |
0 |
5,359 |
+0 |
Total Volume and Open Interest |
89,101 |
244,014 |
-7,873 |
CAC 40(EURONEXT) |
May11 |
110419 |
3814.0 |
3860.5 |
3814.0 |
3840.0 |
+30.0 |
120,186 |
290,477 |
+19,241 |
Jun11 |
110419 |
3762.0 |
3816.0 |
3762.0 |
3797.0 |
+30.5 |
323 |
26,092 |
+99 |
Jul11 |
110419 |
3792.0 |
3792.0 |
3792.0 |
3792.0 |
+25.0 |
|
|
|
Total Volume and Open Interest |
120,509 |
316,569 |
|
Hang Seng Index(HKFE) |
Apr11 |
110419 |
23640 |
23654 |
23417 |
23435 |
-344 |
94,267 |
98,968 |
+711 |
May11 |
110419 |
23515 |
23515 |
23249 |
23265 |
-339 |
1,800 |
5,743 |
+408 |
Jun11 |
110419 |
23312 |
23330 |
23105 |
23118 |
-344 |
563 |
5,765 |
-70 |
Total Volume and Open Interest |
96,668 |
111,653 |
+1,069 |
DAX(EUREX) |
Jun11 |
110419 |
7051.0 |
7098.0 |
7043.5 |
7049.0 |
+2.5 |
128,499 |
178,703 |
-1,503 |
Sep11 |
110419 |
7090.0 |
7117.5 |
7070.0 |
7074.5 |
+3.5 |
76 |
5,351 |
-22 |
Dec11 |
110419 |
7120.0 |
7139.5 |
7105.0 |
7105.0 |
+3.0 |
17 |
603 |
-2 |
Total Volume and Open Interest |
128,592 |
184,657 |
-1,527 |
FT-SE 100(EURONEXT) |
Jun11 |
110419 |
5845.00 |
5879.00 |
5845.00 |
5853.00 |
+10.00 |
83,836 |
614,334 |
+2,029 |
Sep11 |
110419 |
5837.00 |
5837.00 |
5817.50 |
5817.50 |
+10.00 |
11 |
527 |
-2 |
Dec11 |
110419 |
5796.00 |
5796.00 |
5796.00 |
5796.00 |
+11.00 |
0 |
161 |
+0 |
Total Volume and Open Interest |
83,847 |
615,022 |
+2,027 |
SPI 200(SFE) |
Jun11 |
110419 |
4864.0 |
4865.0 |
4791.0 |
4795.0 |
-72.0 |
33,988 |
187,622 |
-5,295 |
Sep11 |
110419 |
4843.0 |
4850.0 |
4786.0 |
4786.0 |
-71.0 |
23 |
3,570 |
+3 |
Dec11 |
110419 |
4807.0 |
4807.0 |
4807.0 |
4807.0 |
-71.0 |
4 |
2,795 |
+4 |
Total Volume and Open Interest |
34,284 |
196,255 |
-5,112 |
GSCI(CME) |
May11 |
110419 |
71.64 |
84.14 |
70.34 |
79.64 |
+1.00 |
351 |
11,911 |
+172 |
Jun11 |
110419 |
72.94 |
85.14 |
72.84 |
80.84 |
+1.20 |
|
|
|
Jul11 |
110419 |
68.64 |
80.14 |
68.64 |
76.64 |
+2.00 |
|
|
|
Total Volume and Open Interest |
351 |
11,911 |
-2,247 |
Reuters CCI(ICE) |
Jun11 |
110419 |
361.60 |
361.60 |
361.60 |
361.60 |
+1.30 |
|
|
|
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. |
|
|