|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu April 21, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110421 |
1357.00 |
1382.00 |
1351.75 |
1380.50 |
+22.75 |
74,374 |
119,321 |
-4,861 |
Jul11 |
110421 |
1369.00 |
1392.25 |
1363.00 |
1389.75 |
+20.50 |
74,385 |
235,601 |
+5,762 |
Aug11 |
110421 |
1375.50 |
1391.75 |
1368.00 |
1389.50 |
+18.25 |
6,191 |
15,490 |
+1,783 |
Sep11 |
110421 |
1367.25 |
1386.75 |
1365.50 |
1385.25 |
+16.75 |
3,154 |
14,353 |
-196 |
Nov11 |
110421 |
1365.25 |
1384.00 |
1360.00 |
1382.50 |
+16.50 |
24,739 |
191,923 |
-1,106 |
Jan12 |
110421 |
1372.00 |
1390.25 |
1367.75 |
1389.25 |
+16.00 |
1,510 |
22,122 |
-27 |
Mar12 |
110421 |
1373.00 |
1390.25 |
1368.50 |
1389.00 |
+15.00 |
440 |
13,231 |
-7 |
Total Volume and Open Interest |
186,265 |
636,040 |
+1,515 |
Soybean Meal(CBOT) |
May11 |
110421 |
349.70 |
359.00 |
348.20 |
358.80 |
+9.60 |
22,932 |
37,722 |
-1,669 |
Jul11 |
110421 |
355.00 |
364.50 |
353.40 |
363.90 |
+9.30 |
28,222 |
84,773 |
+3,831 |
Aug11 |
110421 |
356.00 |
365.20 |
355.00 |
365.20 |
+9.30 |
6,610 |
23,858 |
+2,548 |
Sep11 |
110421 |
357.00 |
364.30 |
355.80 |
364.30 |
+9.00 |
1,516 |
14,637 |
+191 |
Oct11 |
110421 |
355.70 |
361.40 |
353.40 |
361.40 |
+8.40 |
2,958 |
14,122 |
+559 |
Dec11 |
110421 |
353.40 |
361.40 |
352.40 |
361.40 |
+7.90 |
7,289 |
46,656 |
+667 |
Jan12 |
110421 |
355.80 |
363.00 |
355.00 |
363.00 |
+8.00 |
87 |
3,351 |
+9 |
Mar12 |
110421 |
358.70 |
364.60 |
356.50 |
364.60 |
+8.10 |
55 |
3,157 |
+6 |
Total Volume and Open Interest |
70,134 |
234,149 |
+6,257 |
Soybean Oil(CBOT) |
May11 |
110421 |
58.18 |
58.42 |
57.72 |
58.27 |
+0.13 |
38,374 |
59,468 |
-6,617 |
Jul11 |
110421 |
58.81 |
59.09 |
58.37 |
58.91 |
+0.12 |
46,917 |
157,226 |
+2,517 |
Aug11 |
110421 |
59.30 |
59.32 |
58.66 |
59.17 |
+0.11 |
4,956 |
17,882 |
+1,143 |
Sep11 |
110421 |
59.36 |
59.51 |
58.95 |
59.43 |
+0.11 |
3,800 |
16,915 |
+1,293 |
Oct11 |
110421 |
59.29 |
59.62 |
59.07 |
59.51 |
+0.11 |
1,240 |
13,741 |
-190 |
Dec11 |
110421 |
59.71 |
59.86 |
59.21 |
59.74 |
+0.13 |
10,247 |
75,369 |
+563 |
Jan12 |
110421 |
59.60 |
59.87 |
59.60 |
59.87 |
+0.16 |
410 |
4,376 |
+41 |
Mar12 |
110421 |
59.56 |
59.82 |
59.56 |
59.82 |
+0.13 |
73 |
4,190 |
+37 |
Total Volume and Open Interest |
106,543 |
353,005 |
-1,297 |
Canola(WCE) |
May11 |
110421 |
574.5 |
579.7 |
569.1 |
578.5 |
+4.5 |
9,549 |
26,968 |
-4,617 |
Jul11 |
110421 |
583.8 |
589.8 |
578.5 |
588.2 |
+4.4 |
6,653 |
63,981 |
+967 |
Nov11 |
110421 |
582.8 |
589.9 |
579.5 |
588.3 |
+5.5 |
1,424 |
75,394 |
+410 |
Jan12 |
110421 |
588.5 |
596.0 |
588.5 |
595.2 |
+6.0 |
44 |
4,762 |
+34 |
Mar12 |
110421 |
587.0 |
598.1 |
587.0 |
598.1 |
+6.9 |
10 |
1,042 |
+0 |
Total Volume and Open Interest |
17,693 |
174,303 |
-3,203 |
Corn(CBOT) |
May11 |
110421 |
733.25 |
741.50 |
728.50 |
737.25 |
+4.50 |
113,079 |
285,556 |
-15,745 |
Jul11 |
110421 |
741.50 |
749.00 |
736.00 |
744.50 |
+4.00 |
150,965 |
616,252 |
+17,525 |
Sep11 |
110421 |
698.00 |
705.50 |
694.00 |
704.25 |
+7.00 |
23,284 |
140,206 |
+3,760 |
Dec11 |
110421 |
655.50 |
666.00 |
654.75 |
665.50 |
+10.00 |
65,053 |
446,404 |
+5,639 |
Mar12 |
110421 |
662.75 |
673.75 |
662.50 |
673.25 |
+10.00 |
3,906 |
69,558 |
+704 |
May12 |
110421 |
668.75 |
680.25 |
668.75 |
680.25 |
+10.50 |
729 |
13,877 |
+91 |
Total Volume and Open Interest |
360,149 |
1,650,391 |
+12,477 |
Wheat(CBOT) |
May11 |
110421 |
785.50 |
801.00 |
780.00 |
799.50 |
+14.50 |
37,885 |
58,442 |
-6,985 |
Jul11 |
110421 |
821.25 |
836.00 |
815.50 |
834.75 |
+14.00 |
55,282 |
217,561 |
+4,266 |
Sep11 |
110421 |
860.00 |
875.50 |
856.25 |
875.00 |
+15.25 |
11,631 |
65,242 |
+2,389 |
Dec11 |
110421 |
896.25 |
911.50 |
892.75 |
911.25 |
+15.00 |
18,935 |
101,573 |
-778 |
Mar12 |
110421 |
925.00 |
938.00 |
921.00 |
937.75 |
+13.00 |
2,055 |
12,481 |
+127 |
Total Volume and Open Interest |
128,851 |
485,903 |
-62 |
Wheat(KCBT) |
May11 |
110421 |
920.00 |
937.75 |
919.25 |
932.50 |
+12.50 |
14,628 |
35,790 |
-3,253 |
Jul11 |
110421 |
931.00 |
948.00 |
930.00 |
943.00 |
+12.25 |
17,088 |
89,579 |
+3,757 |
Sep11 |
110421 |
945.00 |
962.25 |
944.75 |
958.25 |
+13.25 |
5,792 |
26,933 |
+1,825 |
Dec11 |
110421 |
964.50 |
981.00 |
964.00 |
976.75 |
+12.50 |
5,815 |
31,263 |
+916 |
Mar12 |
110421 |
977.50 |
991.25 |
976.25 |
988.25 |
+13.50 |
405 |
4,038 |
+52 |
Total Volume and Open Interest |
43,934 |
193,859 |
+3,378 |
Wheat(MGE) |
May11 |
110421 |
938.75 |
956.75 |
938.75 |
951.50 |
+12.75 |
3,533 |
9,399 |
-661 |
Jul11 |
110421 |
947.00 |
965.75 |
947.00 |
960.75 |
+12.25 |
1,787 |
19,038 |
-81 |
Sep11 |
110421 |
952.00 |
969.75 |
951.75 |
965.25 |
+13.00 |
1,164 |
15,559 |
+129 |
Dec11 |
110421 |
964.00 |
981.50 |
964.00 |
977.50 |
+13.00 |
1,363 |
12,686 |
+269 |
Mar12 |
110421 |
985.50 |
990.00 |
970.50 |
986.75 |
+12.50 |
320 |
2,214 |
+88 |
Total Volume and Open Interest |
8,347 |
61,126 |
-186 |
Oats(CBOT) |
May11 |
110421 |
387.50 |
392.00 |
386.75 |
389.75 |
+2.25 |
880 |
2,357 |
-419 |
Jul11 |
110421 |
397.25 |
401.25 |
396.25 |
397.00 |
unch |
1,041 |
8,315 |
+427 |
Sep11 |
110421 |
405.00 |
405.00 |
401.50 |
401.50 |
-0.50 |
1 |
227 |
+0 |
Dec11 |
110421 |
409.75 |
410.00 |
403.00 |
406.00 |
-1.00 |
47 |
2,647 |
+16 |
Total Volume and Open Interest |
1,969 |
13,551 |
+24 |
Rough Rice(CBOT) |
May11 |
110421 |
13.90 |
14.06 |
13.90 |
13.99 |
+0.09 |
800 |
6,209 |
-691 |
Jul11 |
110421 |
14.27 |
14.38 |
14.22 |
14.31 |
+0.09 |
934 |
12,398 |
+661 |
Sep11 |
110421 |
14.97 |
15.10 |
14.97 |
15.05 |
+0.08 |
72 |
4,324 |
+31 |
Nov11 |
110421 |
15.28 |
15.37 |
15.27 |
15.33 |
+0.06 |
47 |
943 |
+25 |
Total Volume and Open Interest |
1,858 |
24,346 |
+26 |
Live Cattle(CME) |
Apr11 |
110421 |
119.150 |
119.430 |
118.150 |
118.400 |
-0.600 |
2,411 |
13,709 |
-974 |
Jun11 |
110421 |
116.700 |
116.700 |
115.150 |
115.230 |
-1.270 |
20,875 |
166,070 |
-1,157 |
Aug11 |
110421 |
117.650 |
117.850 |
116.535 |
116.680 |
-1.020 |
6,875 |
86,916 |
+470 |
Oct11 |
110421 |
122.300 |
122.480 |
121.285 |
121.480 |
-1.020 |
3,845 |
53,585 |
+197 |
Dec11 |
110421 |
123.300 |
123.800 |
122.650 |
122.885 |
-0.750 |
2,324 |
40,070 |
+196 |
Feb12 |
110421 |
123.430 |
123.900 |
122.700 |
123.050 |
-0.700 |
960 |
11,034 |
+144 |
Total Volume and Open Interest |
37,709 |
376,895 |
-993 |
Feeder Cattle(CME) |
Apr11 |
110421 |
132.750 |
132.750 |
132.130 |
132.285 |
-0.415 |
393 |
1,519 |
-132 |
May11 |
110421 |
134.000 |
134.380 |
131.785 |
132.985 |
-1.315 |
1,552 |
9,318 |
-478 |
Aug11 |
110421 |
138.200 |
138.485 |
135.500 |
136.950 |
-1.535 |
5,649 |
22,329 |
-77 |
Sep11 |
110421 |
138.575 |
139.075 |
136.450 |
138.100 |
-0.975 |
381 |
4,447 |
+68 |
Oct11 |
110421 |
139.100 |
139.100 |
136.600 |
138.200 |
-0.650 |
422 |
2,575 |
+220 |
Nov11 |
110421 |
138.985 |
139.000 |
137.550 |
138.200 |
-0.835 |
62 |
1,301 |
+27 |
Jan12 |
110421 |
136.100 |
136.500 |
134.850 |
136.500 |
-0.200 |
6 |
299 |
+4 |
Total Volume and Open Interest |
8,468 |
41,805 |
-365 |
Lean Hogs(CME) |
May11 |
110421 |
102.885 |
103.135 |
101.500 |
102.050 |
-0.850 |
529 |
5,342 |
+81 |
Jun11 |
110421 |
101.680 |
102.230 |
99.900 |
100.050 |
-1.350 |
10,120 |
89,582 |
-311 |
Jul11 |
110421 |
101.600 |
102.230 |
100.035 |
100.330 |
-0.850 |
1,604 |
30,338 |
-173 |
Aug11 |
110421 |
101.580 |
102.035 |
100.050 |
100.250 |
-1.035 |
2,694 |
36,185 |
+826 |
Oct11 |
110421 |
93.100 |
93.580 |
91.785 |
92.050 |
-0.800 |
2,732 |
33,571 |
+669 |
Dec11 |
110421 |
89.000 |
89.400 |
87.950 |
88.480 |
-0.320 |
1,263 |
25,818 |
+507 |
Feb12 |
110421 |
89.285 |
89.550 |
88.285 |
88.600 |
-0.250 |
502 |
6,010 |
+205 |
Apr12 |
110421 |
90.230 |
90.230 |
89.000 |
89.700 |
-0.350 |
112 |
3,716 |
+3 |
Total Volume and Open Interest |
19,668 |
232,397 |
+1,841 |
Class III Milk(CME) |
Apr11 |
110421 |
16.76 |
16.82 |
16.71 |
16.80 |
+0.06 |
84 |
5,421 |
-18 |
May11 |
110421 |
16.42 |
16.45 |
16.00 |
16.27 |
-0.14 |
255 |
5,609 |
+42 |
Jun11 |
110421 |
17.10 |
17.15 |
16.80 |
16.88 |
-0.27 |
292 |
4,473 |
+82 |
Jul11 |
110421 |
17.46 |
17.52 |
17.26 |
17.40 |
-0.12 |
72 |
3,414 |
+32 |
Aug11 |
110421 |
17.86 |
17.86 |
17.70 |
17.75 |
-0.07 |
40 |
3,238 |
+32 |
Total Volume and Open Interest |
945 |
35,322 |
+292 |
Cocoa(ICE) |
May11 |
110421 |
3125 |
3158 |
3106 |
3130 |
-1 |
13 |
472 |
-9 |
Jul11 |
110421 |
3070 |
3120 |
3060 |
3088 |
-18 |
7,527 |
70,725 |
-1,726 |
Sep11 |
110421 |
3095 |
3126 |
3081 |
3099 |
-17 |
1,447 |
23,742 |
+608 |
Dec11 |
110421 |
3118 |
3140 |
3095 |
3114 |
-21 |
848 |
23,252 |
+425 |
Mar12 |
110421 |
3159 |
3170 |
3154 |
3165 |
-23 |
281 |
23,062 |
+11 |
May12 |
110421 |
3159 |
3160 |
3150 |
3160 |
-23 |
145 |
5,850 |
+135 |
Jul12 |
110421 |
3162 |
3162 |
3139 |
3159 |
-19 |
5 |
1,524 |
+5 |
Total Volume and Open Interest |
10,271 |
153,059 |
-551 |
Coffee "C"(ICE) |
May11 |
110421 |
294.80 |
295.70 |
291.20 |
291.30 |
-3.10 |
9,901 |
3,391 |
-4,805 |
Jul11 |
110421 |
299.15 |
300.55 |
293.75 |
294.55 |
-4.90 |
17,650 |
70,529 |
+2,369 |
Sep11 |
110421 |
301.00 |
302.55 |
296.50 |
297.25 |
-4.80 |
1,058 |
17,504 |
+338 |
Dec11 |
110421 |
303.25 |
304.05 |
299.45 |
299.70 |
-4.65 |
788 |
18,045 |
+349 |
Mar12 |
110421 |
303.35 |
303.35 |
299.65 |
299.95 |
-4.45 |
144 |
3,540 |
+13 |
May12 |
110421 |
303.05 |
303.05 |
299.65 |
299.70 |
-4.40 |
75 |
2,112 |
+43 |
Total Volume and Open Interest |
29,722 |
116,648 |
-1,631 |
Orange Juice(ICE) |
May11 |
110421 |
172.00 |
172.60 |
168.00 |
169.40 |
-3.00 |
1,175 |
5,235 |
-962 |
Jul11 |
110421 |
170.50 |
171.00 |
166.00 |
167.90 |
-2.55 |
1,592 |
20,138 |
+1,311 |
Sep11 |
110421 |
166.00 |
166.95 |
163.00 |
164.95 |
-1.60 |
225 |
1,586 |
+29 |
Nov11 |
110421 |
161.55 |
162.45 |
160.55 |
161.55 |
-1.40 |
195 |
1,496 |
+109 |
Jan12 |
110421 |
161.80 |
161.80 |
160.30 |
160.30 |
-1.45 |
4 |
169 |
+0 |
Mar12 |
110421 |
162.05 |
162.05 |
160.15 |
160.15 |
-1.80 |
3 |
41 |
+1 |
Total Volume and Open Interest |
3,276 |
28,754 |
+570 |
Sugar #11(ICE) |
May11 |
110421 |
25.25 |
25.52 |
24.80 |
25.48 |
+0.28 |
19,907 |
75,834 |
-7,012 |
Jul11 |
110421 |
23.45 |
23.84 |
23.01 |
23.80 |
+0.27 |
37,882 |
275,391 |
+1,090 |
Oct11 |
110421 |
23.45 |
23.61 |
22.86 |
23.56 |
+0.09 |
13,305 |
121,154 |
+2,303 |
Mar12 |
110421 |
23.43 |
23.73 |
22.94 |
23.67 |
+0.10 |
3,706 |
70,568 |
-517 |
May12 |
110421 |
22.88 |
23.15 |
22.57 |
23.10 |
-0.07 |
977 |
19,882 |
-27 |
Total Volume and Open Interest |
77,737 |
615,070 |
-3,560 |
London Cocoa(LCE) |
May11 |
110421 |
1903 |
1915 |
1873 |
1874 |
-38 |
1,072 |
42,104 |
-2,022 |
Jul11 |
110421 |
1913 |
1918 |
1889 |
1890 |
-32 |
3,995 |
59,027 |
+972 |
Sep11 |
110421 |
1925 |
1934 |
1905 |
1908 |
-29 |
991 |
31,211 |
-644 |
Dec11 |
110421 |
1940 |
1950 |
1925 |
1925 |
-32 |
923 |
32,384 |
+325 |
Mar12 |
110421 |
1963 |
1967 |
1943 |
1943 |
-30 |
466 |
26,855 |
+231 |
May12 |
110421 |
1972 |
1979 |
1955 |
1955 |
-30 |
46 |
7,751 |
+35 |
Jul12 |
110421 |
1966 |
1966 |
1963 |
1963 |
-30 |
0 |
3,959 |
+0 |
Total Volume and Open Interest |
7,493 |
213,116 |
-1,103 |
London Sugar(LCE) |
Aug11 |
110421 |
637.50 |
639.40 |
626.80 |
639.10 |
+0.40 |
2,103 |
26,087 |
-340 |
Oct11 |
110421 |
615.10 |
620.60 |
605.60 |
619.10 |
+3.40 |
867 |
7,958 |
+72 |
Dec11 |
110421 |
613.90 |
620.30 |
607.00 |
619.50 |
+4.00 |
237 |
2,299 |
+31 |
Mar12 |
110421 |
615.00 |
615.00 |
613.80 |
613.80 |
+0.50 |
175 |
1,721 |
+71 |
May12 |
110421 |
598.30 |
598.30 |
596.90 |
597.40 |
-0.20 |
114 |
1,076 |
+46 |
Total Volume and Open Interest |
3,545 |
39,814 |
-73 |
Cotton(ICE) |
May11 |
110421 |
183.30 |
188.82 |
180.55 |
186.67 |
+3.50 |
15,638 |
21,802 |
-8,401 |
Jul11 |
110421 |
166.25 |
169.73 |
164.00 |
167.51 |
+0.45 |
15,792 |
75,393 |
-1,562 |
Oct11 |
110421 |
148.30 |
149.09 |
148.20 |
148.20 |
+1.20 |
13 |
459 |
-5 |
Dec11 |
110421 |
128.20 |
132.18 |
128.20 |
132.14 |
+3.34 |
3,729 |
60,284 |
-402 |
Mar12 |
110421 |
122.50 |
123.44 |
120.11 |
123.44 |
+2.76 |
212 |
7,346 |
+3 |
May12 |
110421 |
115.50 |
116.04 |
114.20 |
116.04 |
+1.69 |
51 |
2,205 |
-11 |
Total Volume and Open Interest |
35,515 |
172,140 |
-10,354 |
Lumber(CME) |
May11 |
110421 |
230.9 |
244.0 |
224.1 |
231.0 |
-3.1 |
455 |
2,604 |
-147 |
Jul11 |
110421 |
255.1 |
264.4 |
246.6 |
249.0 |
-7.6 |
522 |
5,385 |
-56 |
Sep11 |
110421 |
272.6 |
282.9 |
266.5 |
266.7 |
-9.8 |
216 |
1,387 |
+31 |
Nov11 |
110421 |
272.0 |
280.5 |
269.0 |
269.3 |
-9.7 |
19 |
321 |
+11 |
Total Volume and Open Interest |
1,212 |
9,708 |
-161 |
Crude Oil(NYM) |
Jun11 |
110421 |
111.37 |
112.48 |
111.00 |
112.29 |
+0.84 |
324,778 |
358,632 |
+6,847 |
Jul11 |
110421 |
111.89 |
112.95 |
111.44 |
112.75 |
+0.84 |
56,749 |
186,200 |
-176 |
Aug11 |
110421 |
112.30 |
113.21 |
111.71 |
113.02 |
+0.85 |
29,350 |
70,820 |
+2,697 |
Sep11 |
110421 |
112.57 |
113.22 |
111.86 |
113.13 |
+0.85 |
25,614 |
67,822 |
+3,588 |
Oct11 |
110421 |
112.84 |
113.17 |
111.90 |
113.14 |
+0.84 |
10,306 |
39,410 |
+1,103 |
Nov11 |
110421 |
113.00 |
113.14 |
111.97 |
113.11 |
+0.82 |
5,975 |
36,479 |
+213 |
Dec11 |
110421 |
112.17 |
113.19 |
111.77 |
113.04 |
+0.79 |
35,628 |
183,856 |
-2,843 |
Jan12 |
110421 |
112.75 |
112.86 |
111.63 |
112.86 |
+0.77 |
2,658 |
36,360 |
+638 |
Feb12 |
110421 |
112.23 |
112.63 |
112.23 |
112.63 |
+0.74 |
2,311 |
17,279 |
+405 |
Mar12 |
110421 |
112.15 |
112.45 |
111.20 |
112.40 |
+0.72 |
2,495 |
30,403 |
+165 |
Apr12 |
110421 |
111.85 |
112.12 |
111.18 |
112.12 |
+0.72 |
994 |
13,831 |
+29 |
May12 |
110421 |
111.82 |
112.32 |
111.80 |
111.80 |
+0.71 |
676 |
12,673 |
-30 |
Jun12 |
110421 |
111.15 |
111.47 |
110.29 |
111.46 |
+0.72 |
6,059 |
66,645 |
-902 |
Jul12 |
110421 |
111.06 |
111.06 |
111.06 |
111.06 |
+0.73 |
576 |
16,415 |
+31 |
Aug12 |
110421 |
110.66 |
110.66 |
110.66 |
110.66 |
+0.74 |
770 |
10,819 |
+160 |
Sep12 |
110421 |
110.29 |
110.29 |
110.29 |
110.29 |
+0.75 |
538 |
11,962 |
-369 |
Total Volume and Open Interest |
519,935 |
1,536,593 |
-8,622 |
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 |
110421 |
111.325 |
112.475 |
111.000 |
112.300 |
+0.850 |
10,231 |
2,558 |
+342 |
Jul11 |
110421 |
112.100 |
112.850 |
111.525 |
112.750 |
+0.850 |
402 |
474 |
+72 |
Aug11 |
110421 |
112.900 |
113.025 |
112.100 |
113.025 |
+0.850 |
41 |
67 |
+8 |
Sep11 |
110421 |
113.100 |
113.125 |
113.100 |
113.125 |
+0.850 |
0 |
50 |
+0 |
Oct11 |
110421 |
112.550 |
113.150 |
112.550 |
113.150 |
+0.850 |
4 |
42 |
+0 |
Nov11 |
110421 |
113.100 |
113.100 |
113.100 |
113.100 |
+0.800 |
2 |
13 |
+2 |
Dec11 |
110421 |
113.025 |
113.050 |
111.925 |
113.050 |
+0.800 |
70 |
309 |
+55 |
Jan12 |
110421 |
112.175 |
112.850 |
112.175 |
112.850 |
+0.750 |
0 |
5 |
+0 |
Total Volume and Open Interest |
10,802 |
3,692 |
+519 |
Heating Oil(NYM) |
May11 |
110421 |
321.80 |
323.68 |
318.41 |
319.92 |
-2.22 |
41,191 |
50,480 |
-8,838 |
Jun11 |
110421 |
323.33 |
325.39 |
320.02 |
321.62 |
-1.97 |
51,114 |
92,451 |
+5,454 |
Jul11 |
110421 |
324.99 |
326.98 |
321.86 |
323.52 |
-1.81 |
16,826 |
44,695 |
+2,193 |
Aug11 |
110421 |
326.70 |
326.79 |
323.79 |
325.35 |
-1.69 |
7,425 |
25,597 |
+236 |
Sep11 |
110421 |
329.49 |
329.49 |
325.64 |
327.11 |
-1.57 |
4,492 |
20,193 |
+693 |
Oct11 |
110421 |
329.51 |
329.77 |
327.24 |
328.80 |
-1.50 |
2,283 |
9,361 |
+186 |
Nov11 |
110421 |
329.71 |
330.55 |
328.94 |
330.41 |
-1.47 |
822 |
8,147 |
+67 |
Dec11 |
110421 |
333.51 |
334.72 |
330.44 |
331.96 |
-1.42 |
7,792 |
31,135 |
+369 |
Jan12 |
110421 |
333.10 |
333.60 |
331.97 |
333.43 |
-1.41 |
986 |
10,590 |
+478 |
Feb12 |
110421 |
332.38 |
333.53 |
332.38 |
333.53 |
-1.38 |
176 |
4,323 |
-34 |
Mar12 |
110421 |
331.72 |
332.06 |
330.98 |
332.06 |
-1.28 |
296 |
2,485 |
-29 |
Apr12 |
110421 |
329.38 |
329.41 |
328.73 |
329.41 |
-1.18 |
48 |
1,006 |
-6 |
Total Volume and Open Interest |
135,330 |
316,036 |
+550 |
Gasoline(NYMEX) |
May11 |
110421 |
327.30 |
331.80 |
326.43 |
330.86 |
+3.13 |
36,370 |
53,374 |
-3,437 |
Jun11 |
110421 |
324.45 |
328.05 |
323.63 |
327.23 |
+2.39 |
45,054 |
81,085 |
+3,033 |
Jul11 |
110421 |
322.26 |
325.00 |
321.10 |
324.25 |
+1.86 |
18,904 |
42,815 |
+818 |
Aug11 |
110421 |
320.30 |
322.00 |
318.69 |
321.41 |
+1.44 |
10,105 |
21,453 |
+1,330 |
Sep11 |
110421 |
317.08 |
318.63 |
316.08 |
318.48 |
+1.24 |
10,463 |
22,985 |
+2,739 |
Oct11 |
110421 |
302.54 |
303.53 |
301.00 |
303.37 |
+1.08 |
2,635 |
18,179 |
+403 |
Nov11 |
110421 |
300.63 |
300.63 |
297.96 |
299.96 |
+0.91 |
1,107 |
7,560 |
+70 |
Dec11 |
110421 |
298.34 |
299.47 |
296.24 |
298.32 |
+0.78 |
2,276 |
24,799 |
-328 |
Jan12 |
110421 |
297.00 |
298.36 |
296.95 |
298.36 |
+0.74 |
303 |
6,637 |
+231 |
Feb12 |
110421 |
298.76 |
299.63 |
298.76 |
299.63 |
+0.71 |
139 |
2,591 |
-82 |
Total Volume and Open Interest |
127,648 |
298,388 |
+5,014 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110421 |
330.90 |
330.90 |
330.86 |
330.90 |
+3.20 |
0 |
3 |
+0 |
Jun11 |
110421 |
327.20 |
327.23 |
327.20 |
327.20 |
+2.40 |
0 |
1 |
+0 |
Jul11 |
110421 |
324.30 |
324.30 |
324.25 |
324.30 |
+1.90 |
0 |
1 |
+0 |
Aug11 |
110421 |
321.40 |
321.41 |
321.40 |
321.40 |
+1.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
May11 |
110421 |
4.316 |
4.428 |
4.271 |
4.412 |
+0.102 |
122,122 |
69,682 |
-19,752 |
Jun11 |
110421 |
4.360 |
4.477 |
4.317 |
4.466 |
+0.109 |
64,536 |
154,928 |
+3,327 |
Jul11 |
110421 |
4.442 |
4.544 |
4.390 |
4.535 |
+0.106 |
31,768 |
203,496 |
+4,125 |
Aug11 |
110421 |
4.492 |
4.590 |
4.440 |
4.581 |
+0.105 |
14,649 |
62,526 |
+2,411 |
Sep11 |
110421 |
4.515 |
4.599 |
4.454 |
4.590 |
+0.101 |
8,636 |
71,872 |
+584 |
Oct11 |
110421 |
4.535 |
4.638 |
4.517 |
4.630 |
+0.099 |
18,258 |
83,542 |
+1,939 |
Nov11 |
110421 |
4.725 |
4.785 |
4.686 |
4.780 |
+0.091 |
5,711 |
34,873 |
+878 |
Dec11 |
110421 |
4.945 |
5.009 |
4.900 |
5.002 |
+0.087 |
5,679 |
29,290 |
-64 |
Jan12 |
110421 |
5.061 |
5.125 |
5.030 |
5.115 |
+0.086 |
10,104 |
85,098 |
+1,048 |
Feb12 |
110421 |
5.048 |
5.110 |
5.010 |
5.097 |
+0.087 |
1,327 |
16,929 |
+398 |
Mar12 |
110421 |
4.974 |
5.034 |
4.949 |
5.031 |
+0.087 |
2,707 |
31,484 |
-14 |
Apr12 |
110421 |
4.824 |
4.894 |
4.808 |
4.889 |
+0.085 |
2,563 |
31,883 |
-209 |
May12 |
110421 |
4.874 |
4.909 |
4.870 |
4.907 |
+0.083 |
431 |
9,400 |
+0 |
Jun12 |
110421 |
4.864 |
4.940 |
4.864 |
4.940 |
+0.081 |
151 |
5,555 |
+7 |
Jul12 |
110421 |
4.963 |
4.984 |
4.954 |
4.984 |
+0.080 |
176 |
5,201 |
+11 |
Aug12 |
110421 |
4.988 |
5.009 |
4.988 |
5.009 |
+0.080 |
109 |
5,672 |
-17 |
Total Volume and Open Interest |
289,495 |
978,580 |
-5,222 |
Brent Crude Oil(ICE) |
Jun11 |
110421 |
123.85 |
124.81 |
123.20 |
123.99 |
+0.14 |
228,889 |
237,331 |
-5,754 |
Jul11 |
110421 |
123.59 |
124.44 |
122.84 |
123.63 |
+0.13 |
61,775 |
131,424 |
+2,754 |
Aug11 |
110421 |
123.57 |
124.05 |
122.53 |
123.30 |
+0.16 |
33,381 |
48,803 |
+1,908 |
Sep11 |
110421 |
123.15 |
123.61 |
122.13 |
122.90 |
+0.17 |
16,034 |
44,562 |
+1,554 |
Oct11 |
110421 |
122.78 |
123.16 |
121.74 |
122.52 |
+0.18 |
8,027 |
27,834 |
+631 |
Nov11 |
110421 |
122.35 |
122.81 |
121.34 |
122.13 |
+0.18 |
6,978 |
21,417 |
-377 |
Dec11 |
110421 |
121.96 |
122.42 |
120.91 |
121.73 |
+0.17 |
44,197 |
100,734 |
+2,863 |
Jan12 |
110421 |
121.65 |
122.06 |
120.76 |
121.36 |
+0.16 |
2,925 |
18,992 |
-25 |
Feb12 |
110421 |
121.14 |
121.15 |
120.98 |
120.98 |
+0.15 |
1,454 |
13,896 |
+112 |
Mar12 |
110421 |
120.50 |
120.59 |
120.50 |
120.59 |
+0.13 |
1,935 |
29,445 |
+11 |
Apr12 |
110421 |
120.90 |
120.90 |
120.16 |
120.16 |
+0.11 |
664 |
5,608 |
+106 |
May12 |
110421 |
119.70 |
119.70 |
119.70 |
119.70 |
+0.07 |
549 |
5,587 |
-24 |
Jun12 |
110421 |
119.60 |
119.95 |
118.58 |
119.25 |
+0.05 |
4,338 |
35,505 |
+405 |
Jul12 |
110421 |
119.50 |
119.50 |
118.79 |
118.79 |
+0.05 |
215 |
2,270 |
+2 |
Total Volume and Open Interest |
428,021 |
846,225 |
+6,783 |
Gas Oil(ICE) |
May11 |
110421 |
1023.50 |
1030.75 |
1013.25 |
1014.00 |
-6.50 |
65,839 |
119,179 |
+143 |
Jun11 |
110421 |
1026.75 |
1033.75 |
1017.00 |
1017.75 |
-5.75 |
84,931 |
120,994 |
+365 |
Jul11 |
110421 |
1032.00 |
1036.50 |
1020.50 |
1021.25 |
-5.25 |
22,827 |
58,462 |
+2,388 |
Aug11 |
110421 |
1037.00 |
1037.00 |
1024.00 |
1024.50 |
-5.00 |
10,315 |
30,420 |
+1,029 |
Sep11 |
110421 |
1034.50 |
1037.75 |
1027.00 |
1027.50 |
-4.75 |
6,454 |
46,295 |
+769 |
Oct11 |
110421 |
1036.25 |
1039.50 |
1029.00 |
1029.50 |
-4.50 |
4,589 |
31,086 |
+483 |
Nov11 |
110421 |
1038.50 |
1038.50 |
1029.25 |
1029.75 |
-4.25 |
3,440 |
20,521 |
+540 |
Dec11 |
110421 |
1039.25 |
1044.50 |
1029.50 |
1030.75 |
-4.00 |
16,881 |
66,363 |
-2,319 |
Jan12 |
110421 |
1039.25 |
1042.25 |
1032.75 |
1032.75 |
-4.00 |
1,154 |
24,391 |
+222 |
Feb12 |
110421 |
1038.50 |
1038.50 |
1032.25 |
1032.25 |
-4.00 |
488 |
6,577 |
+94 |
Total Volume and Open Interest |
220,983 |
609,388 |
+3,794 |
Ethanol(CBOT) |
Apr11 |
110405 |
2.695 |
2.710 |
2.695 |
2.706 |
-0.009 |
94 |
259 |
-79 |
May11 |
110421 |
2.580 |
2.593 |
2.570 |
2.586 |
+0.017 |
60 |
858 |
-15 |
Jun11 |
110421 |
2.570 |
2.608 |
2.570 |
2.601 |
+0.028 |
98 |
1,071 |
+11 |
Jul11 |
110421 |
2.576 |
2.610 |
2.576 |
2.602 |
+0.026 |
59 |
1,128 |
-2 |
Aug11 |
110421 |
2.599 |
2.613 |
2.595 |
2.610 |
+0.034 |
28 |
662 |
-2 |
Sep11 |
110421 |
2.577 |
2.600 |
2.574 |
2.592 |
+0.049 |
101 |
986 |
+49 |
Oct11 |
110421 |
2.495 |
2.510 |
2.476 |
2.494 |
+0.053 |
108 |
818 |
+28 |
Nov11 |
110421 |
2.433 |
2.470 |
2.433 |
2.466 |
+0.034 |
53 |
568 |
-9 |
Total Volume and Open Interest |
570 |
7,527 |
+85 |
WTI Crude Oil(ICE |
Jun11 |
110421 |
111.60 |
112.50 |
111.00 |
112.29 |
+0.84 |
82,975 |
101,457 |
-327 |
Jul11 |
110421 |
112.43 |
112.90 |
111.47 |
112.75 |
+0.84 |
23,846 |
71,819 |
-1,368 |
Aug11 |
110421 |
112.62 |
113.15 |
111.73 |
113.02 |
+0.85 |
10,500 |
27,216 |
+1,634 |
Sep11 |
110421 |
112.17 |
113.13 |
111.84 |
113.13 |
+0.85 |
8,641 |
28,397 |
-126 |
Oct11 |
110421 |
112.86 |
113.15 |
111.86 |
113.14 |
+0.84 |
3,598 |
19,302 |
-148 |
Nov11 |
110421 |
112.99 |
113.14 |
111.93 |
113.11 |
+0.82 |
2,480 |
14,794 |
+241 |
Dec11 |
110421 |
112.79 |
113.14 |
111.77 |
113.04 |
+0.79 |
19,369 |
86,382 |
+218 |
Jan12 |
110421 |
112.47 |
112.91 |
111.60 |
112.86 |
+0.77 |
922 |
11,965 |
+146 |
Feb12 |
110421 |
112.55 |
112.69 |
111.38 |
112.63 |
+0.74 |
442 |
2,919 |
+151 |
Mar12 |
110421 |
112.40 |
112.40 |
112.40 |
112.40 |
+0.72 |
331 |
10,800 |
+82 |
Apr12 |
110421 |
112.12 |
112.12 |
112.12 |
112.12 |
+0.72 |
78 |
3,219 |
+15 |
May12 |
110421 |
111.80 |
111.80 |
111.80 |
111.80 |
+0.71 |
74 |
1,898 |
+22 |
Jun12 |
110421 |
110.48 |
111.52 |
110.48 |
111.46 |
+0.72 |
3,518 |
26,477 |
+154 |
Jul12 |
110421 |
111.06 |
111.06 |
111.06 |
111.06 |
+0.73 |
44 |
1,129 |
-4 |
Aug12 |
110421 |
110.66 |
110.66 |
110.66 |
110.66 |
+0.74 |
56 |
807 |
+11 |
Sep12 |
110421 |
110.29 |
110.29 |
110.29 |
110.29 |
+0.75 |
272 |
4,027 |
+199 |
Total Volume and Open Interest |
163,554 |
516,820 |
+772 |
US Dollar Index(ICE) |
Jun11 |
110421 |
74.195 |
74.535 |
73.935 |
74.180 |
-0.387 |
22,092 |
49,506 |
+187 |
Sep11 |
110421 |
74.760 |
74.875 |
74.510 |
74.605 |
-0.407 |
161 |
651 |
+55 |
Dec11 |
110421 |
75.030 |
75.030 |
75.030 |
75.030 |
-0.427 |
0 |
1 |
+0 |
Total Volume and Open Interest |
22,253 |
50,159 |
+242 |
Australian Dollar(CME) |
Jun11 |
110421 |
106.36 |
107.10 |
106.04 |
106.81 |
+0.77 |
85,586 |
142,983 |
-4,230 |
Sep11 |
110421 |
105.35 |
105.65 |
104.74 |
105.50 |
+0.76 |
36 |
690 |
-15 |
Dec11 |
110421 |
104.30 |
104.30 |
103.54 |
104.30 |
+0.76 |
1 |
59 |
+1 |
Total Volume and Open Interest |
85,623 |
143,732 |
-4,244 |
British Pound(CME) |
Jun11 |
110421 |
163.87 |
165.90 |
163.76 |
165.38 |
+1.41 |
107,014 |
108,380 |
-1,606 |
Sep11 |
110421 |
164.60 |
165.25 |
163.73 |
165.14 |
+1.41 |
21 |
386 |
+5 |
Dec11 |
110421 |
164.89 |
164.89 |
163.48 |
164.89 |
+1.41 |
0 |
37 |
+0 |
Total Volume and Open Interest |
107,035 |
108,808 |
-1,601 |
Canadian Dollar(CME) |
Jun11 |
110421 |
104.86 |
105.63 |
104.64 |
104.91 |
+0.27 |
82,977 |
136,513 |
+908 |
Sep11 |
110421 |
104.75 |
105.28 |
104.37 |
104.63 |
+0.26 |
284 |
2,715 |
-35 |
Dec11 |
110421 |
104.78 |
105.00 |
104.07 |
104.31 |
+0.24 |
50 |
2,457 |
+16 |
Mar12 |
110421 |
104.41 |
104.41 |
103.73 |
103.97 |
+0.24 |
23 |
246 |
-25 |
Total Volume and Open Interest |
83,340 |
141,961 |
+864 |
Japanese Yen(CME) |
Jun11 |
110421 |
121.11 |
122.56 |
121.11 |
122.32 |
+0.93 |
107,862 |
126,523 |
-4,651 |
Sep11 |
110421 |
121.36 |
122.60 |
121.36 |
122.41 |
+0.93 |
49 |
1,188 |
-13 |
Dec11 |
110421 |
121.93 |
122.54 |
121.61 |
122.54 |
+0.93 |
3 |
120 |
+2 |
Total Volume and Open Interest |
107,914 |
127,838 |
-4,662 |
Swiss Franc(CME) |
Jun11 |
110421 |
112.56 |
113.92 |
112.49 |
113.24 |
+0.71 |
37,392 |
69,148 |
+1,861 |
Sep11 |
110421 |
112.75 |
113.77 |
112.57 |
113.29 |
+0.72 |
5 |
121 |
+4 |
Dec11 |
110421 |
113.32 |
113.32 |
112.60 |
113.32 |
+0.72 |
0 |
11 |
+0 |
Total Volume and Open Interest |
37,397 |
69,281 |
+1,865 |
EuroFX(CME) |
Jun11 |
110421 |
145.05 |
146.31 |
144.87 |
145.55 |
+0.58 |
258,471 |
240,454 |
+1,796 |
Sep11 |
110421 |
144.54 |
145.84 |
144.54 |
145.12 |
+0.58 |
441 |
3,148 |
+293 |
Dec11 |
110421 |
144.44 |
144.68 |
144.08 |
144.68 |
+0.60 |
5 |
78 |
+1 |
Total Volume and Open Interest |
258,917 |
244,006 |
+2,090 |
Mexican Peso(CME) |
May11 |
110421 |
860.0 |
860.2 |
859.2 |
860.0 |
+0.8 |
|
|
|
Jun11 |
110421 |
857.5 |
860.5 |
854.5 |
858.0 |
+0.8 |
21,491 |
174,164 |
+2,214 |
Total Volume and Open Interest |
21,491 |
174,299 |
+2,214 |
30-Year T-Bonds(CBOT) |
Jun11 |
110421 |
121~070 |
121~140 |
121~000 |
121~010 |
+0~010 |
|
|
|
Sep11 |
110421 |
119~250 |
119~310 |
119~160 |
119~170 |
+0~010 |
171 |
1,983 |
+48 |
Dec11 |
110421 |
118~020 |
118~020 |
118~010 |
118~020 |
+0~010 |
8 |
31 |
+0 |
Total Volume and Open Interest |
244,388 |
561,681 |
-1,015 |
10-Year T-Notes(CBOT) |
Jun11 |
110421 |
119~265 |
120~075 |
119~240 |
119~315 |
+0~025 |
923,723 |
1,621,222 |
-16,315 |
Sep11 |
110421 |
118~110 |
118~200 |
118~085 |
118~160 |
+0~035 |
516 |
4,890 |
+271 |
Dec11 |
110421 |
117~160 |
117~160 |
117~125 |
117~160 |
+0~035 |
0 |
4 |
+0 |
Total Volume and Open Interest |
924,239 |
1,626,116 |
-16,044 |
5-Year T-Notes(CBOT) |
Jun11 |
110421 |
117~057 |
117~081 |
117~048 |
117~065 |
+0~002 |
|
|
|
Sep11 |
110421 |
116~029 |
116~029 |
116~025 |
116~029 |
+0~004 |
12 |
2,720 |
+12 |
Dec11 |
110421 |
115~053 |
115~053 |
115~049 |
115~053 |
+0~004 |
|
|
|
Total Volume and Open Interest |
522,661 |
1,354,954 |
+10,420 |
2 Year T-Notes(CBOT) |
Jun11 |
110421 |
109~044 |
109~051 |
109~042 |
109~047 |
+0~002 |
197,415 |
1,050,524 |
+11,730 |
Sep11 |
110421 |
108~109 |
108~109 |
108~106 |
108~109 |
+0~003 |
55 |
4,270 |
+46 |
Dec11 |
110421 |
108~047 |
108~047 |
108~044 |
108~047 |
+0~003 |
|
|
|
Total Volume and Open Interest |
197,470 |
1,054,794 |
+11,776 |
Eurodollars(CME) |
Jun11 |
110421 |
99.695 |
99.700 |
99.695 |
99.700 |
unch |
136,696 |
1,027,198 |
-12,088 |
Sep11 |
110421 |
99.630 |
99.640 |
99.625 |
99.635 |
+0.005 |
143,674 |
1,421,826 |
-2,149 |
Dec11 |
110421 |
99.520 |
99.535 |
99.510 |
99.525 |
+0.005 |
206,892 |
1,530,637 |
+6,086 |
Mar12 |
110421 |
99.330 |
99.355 |
99.320 |
99.340 |
unch |
270,846 |
1,443,933 |
+24,453 |
Jun12 |
110421 |
99.040 |
99.075 |
99.030 |
99.055 |
+0.005 |
366,383 |
1,131,731 |
+51,711 |
Sep12 |
110421 |
98.675 |
98.720 |
98.665 |
98.700 |
+0.010 |
227,859 |
682,011 |
+13,737 |
Dec12 |
110421 |
98.310 |
98.355 |
98.300 |
98.335 |
+0.005 |
234,151 |
497,419 |
+4,247 |
Mar13 |
110421 |
97.995 |
98.045 |
97.990 |
98.020 |
unch |
169,459 |
329,489 |
+6,855 |
Jun13 |
110421 |
97.705 |
97.760 |
97.700 |
97.725 |
-0.010 |
113,435 |
257,582 |
-4,149 |
Sep13 |
110421 |
97.435 |
97.485 |
97.425 |
97.445 |
-0.020 |
75,601 |
248,873 |
-1,419 |
Dec13 |
110421 |
97.170 |
97.220 |
97.160 |
97.175 |
-0.025 |
67,748 |
179,626 |
-712 |
Mar14 |
110421 |
96.940 |
96.990 |
96.925 |
96.945 |
-0.025 |
58,148 |
173,555 |
-2,162 |
Jun14 |
110421 |
96.710 |
96.765 |
96.700 |
96.720 |
-0.025 |
16,991 |
108,741 |
-540 |
Sep14 |
110421 |
96.505 |
96.550 |
96.490 |
96.505 |
-0.025 |
12,496 |
61,695 |
-630 |
Dec14 |
110421 |
96.285 |
96.340 |
96.270 |
96.290 |
-0.025 |
9,891 |
76,544 |
+33 |
Mar15 |
110421 |
96.105 |
96.165 |
96.090 |
96.110 |
-0.025 |
9,765 |
57,156 |
-1,440 |
Jun15 |
110421 |
4.180 |
4.235 |
4.165 |
4.185 |
-0.020 |
5,176 |
40,192 |
-517 |
Sep15 |
110421 |
4.015 |
4.080 |
4.000 |
4.025 |
-0.020 |
3,870 |
38,096 |
-258 |
Total Volume and Open Interest |
2,147,528 |
9,501,170 |
+86,063 |
30 Day Federal Funds(CBOT) |
Apr11 |
110421 |
99.897 |
99.900 |
99.897 |
99.900 |
unch |
5,032 |
81,587 |
+3,326 |
May11 |
110421 |
99.890 |
99.895 |
99.885 |
99.890 |
-0.005 |
2,840 |
80,690 |
+1,603 |
Jun11 |
110421 |
99.875 |
99.880 |
99.870 |
99.875 |
-0.005 |
1,464 |
55,670 |
-1,054 |
Jul11 |
110421 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
630 |
47,142 |
+218 |
Aug11 |
110421 |
99.845 |
99.845 |
99.840 |
99.840 |
-0.005 |
576 |
44,740 |
+136 |
Sep11 |
110421 |
99.835 |
99.835 |
99.825 |
99.830 |
-0.005 |
357 |
34,404 |
+88 |
Total Volume and Open Interest |
34,532 |
682,782 |
+7,212 |
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 |
110421 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
750 |
+0 |
Sep11 |
110421 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec11 |
110421 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110421 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.003 |
|
|
|
Jun12 |
110421 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.005 |
|
|
|
Sep12 |
110421 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.005 |
|
|
|
Dec12 |
110421 |
99.570 |
99.570 |
99.570 |
99.570 |
+0.005 |
|
|
|
Mar13 |
110421 |
99.570 |
99.570 |
99.570 |
99.570 |
+0.005 |
|
|
|
Jun13 |
110421 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.005 |
|
|
|
Sep13 |
110421 |
99.385 |
99.385 |
99.385 |
99.385 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110421 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
5,403 |
+1 |
Sep11 |
110421 |
99.68 |
99.68 |
99.67 |
99.67 |
unch |
0 |
1,533 |
+0 |
Dec11 |
110421 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,991 |
+0 |
Mar12 |
110421 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
105 |
3,572 |
+0 |
Jun12 |
110421 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
1,254 |
+0 |
Sep12 |
110421 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
411 |
+0 |
Dec12 |
110421 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.00 |
0 |
24 |
+0 |
Mar13 |
110421 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
105 |
14,189 |
+1 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110421 |
139.50 |
139.70 |
139.35 |
139.70 |
+0.20 |
3,671 |
11,029 |
-309 |
Sep11 |
110421 |
138.80 |
138.80 |
138.80 |
138.80 |
+0.20 |
0 |
1 |
+0 |
Dec11 |
110421 |
136.71 |
136.71 |
136.71 |
136.71 |
+0.20 |
|
|
|
Total Volume and Open Interest |
3,671 |
11,030 |
-309 |
Euro-Bund(EUREX) |
Jun11 |
110421 |
121.74 |
122.40 |
121.67 |
122.31 |
+0.37 |
1,031,444 |
895,016 |
-15,265 |
Sep11 |
110421 |
121.40 |
121.92 |
121.40 |
121.92 |
+0.37 |
244 |
6,330 |
-80 |
Dec11 |
110421 |
121.21 |
121.21 |
121.21 |
121.21 |
+0.37 |
|
|
|
Total Volume and Open Interest |
1,031,688 |
901,346 |
-15,345 |
Euro-Bobl(EUREX) |
Jun11 |
110420 |
114.88 |
114.89 |
114.61 |
114.75 |
-0.22 |
710,914 |
790,431 |
-8,287 |
Sep11 |
110421 |
113.97 |
114.35 |
113.97 |
114.35 |
+0.30 |
1,045 |
17,942 |
+904 |
Dec11 |
110421 |
114.58 |
114.58 |
114.58 |
114.58 |
+0.28 |
|
|
|
Total Volume and Open Interest |
575,163 |
799,547 |
-7,922 |
3-Mth Euribor(EUREX) |
Jun11 |
110421 |
98.425 |
98.470 |
98.425 |
98.465 |
+0.030 |
157 |
7,205 |
-55 |
Sep11 |
110421 |
98.130 |
98.190 |
98.130 |
98.190 |
+0.060 |
1,012 |
3,124 |
-1,005 |
Dec11 |
110421 |
97.920 |
97.970 |
97.920 |
97.970 |
+0.075 |
767 |
1,096 |
-620 |
Total Volume and Open Interest |
3,499 |
13,742 |
-2,068 |
Long Gilt(LIFFE) |
Jun11 |
110421 |
118~04 |
118~23 |
118~00 |
118~21 |
+0~14 |
117,618 |
366,126 |
+8,563 |
Sep11 |
110421 |
117~13 |
117~13 |
117~13 |
117~13 |
+0~14 |
0 |
10 |
+0 |
Total Volume and Open Interest |
117,618 |
366,136 |
+8,563 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110421 |
99.14 |
99.16 |
99.13 |
99.16 |
+0.01 |
48,973 |
485,002 |
+11,056 |
Sep11 |
110421 |
98.99 |
99.04 |
98.97 |
99.03 |
+0.03 |
52,073 |
442,065 |
+9,940 |
Dec11 |
110421 |
98.80 |
98.84 |
98.77 |
98.83 |
+0.03 |
53,785 |
438,433 |
-14,035 |
Mar12 |
110421 |
98.58 |
98.62 |
98.54 |
98.61 |
+0.03 |
47,068 |
384,058 |
-5,665 |
Jun12 |
110421 |
98.31 |
98.35 |
98.27 |
98.34 |
+0.03 |
56,218 |
291,447 |
-13,108 |
Sep12 |
110421 |
98.04 |
98.07 |
97.99 |
98.05 |
+0.02 |
51,261 |
194,391 |
+6,850 |
Total Volume and Open Interest |
389,044 |
2,633,376 |
-34,466 |
3-Mth Euribor(LIFFE) |
Jun11 |
110421 |
98.430 |
98.475 |
98.420 |
98.465 |
+0.030 |
81,167 |
930,613 |
-35,930 |
Sep11 |
110421 |
98.135 |
98.200 |
98.120 |
98.190 |
+0.060 |
119,038 |
748,624 |
-14,600 |
Dec11 |
110421 |
97.890 |
97.985 |
97.885 |
97.970 |
+0.075 |
122,078 |
691,870 |
-13,734 |
Total Volume and Open Interest |
782,299 |
4,268,462 |
-87,687 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110421 |
95.09 |
95.10 |
95.08 |
95.09 |
-0.01 |
9,044 |
160,403 |
-1,542 |
Sep11 |
110421 |
95.04 |
95.05 |
95.02 |
95.04 |
-0.01 |
12,282 |
220,191 |
-522 |
Dec11 |
110421 |
94.93 |
94.96 |
94.90 |
94.94 |
unch |
14,203 |
137,061 |
-3,116 |
Mar12 |
110421 |
94.81 |
94.83 |
94.77 |
94.82 |
unch |
5,038 |
70,146 |
+641 |
Jun12 |
110421 |
94.67 |
94.69 |
94.65 |
94.69 |
unch |
448 |
45,907 |
+71 |
Sep12 |
110421 |
94.56 |
94.59 |
94.54 |
94.58 |
-0.01 |
730 |
46,229 |
+328 |
Dec12 |
110421 |
94.47 |
94.48 |
94.44 |
94.47 |
-0.02 |
868 |
19,615 |
+429 |
Mar13 |
110421 |
94.38 |
94.41 |
94.37 |
94.39 |
-0.02 |
627 |
9,837 |
+288 |
Jun13 |
110421 |
94.32 |
94.32 |
94.32 |
94.32 |
-0.01 |
0 |
1,048 |
+0 |
Sep13 |
110421 |
94.24 |
94.24 |
94.24 |
94.24 |
-0.02 |
0 |
900 |
+0 |
Total Volume and Open Interest |
43,240 |
712,194 |
-3,423 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110421 |
94.47 |
94.48 |
94.43 |
94.48 |
+0.01 |
37,422 |
369,460 |
-5,807 |
Sep11 |
110421 |
94.48 |
94.48 |
94.48 |
94.48 |
+0.01 |
|
|
|
Total Volume and Open Interest |
37,422 |
369,460 |
-5,807 |
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 |
110421 |
94.87 |
94.87 |
94.87 |
94.87 |
-0.01 |
|
|
|
Total Volume and Open Interest |
100,905 |
541,890 |
-7,641 |
Gold(CMX) |
Apr11 |
110421 |
1503.7 |
1508.3 |
1501.7 |
1503.2 |
+4.9 |
168 |
785 |
-355 |
Jun11 |
110421 |
1502.0 |
1509.6 |
1500.4 |
1503.8 |
+4.9 |
131,690 |
366,406 |
-1,624 |
Aug11 |
110421 |
1503.9 |
1510.2 |
1502.4 |
1505.0 |
+5.0 |
3,980 |
54,688 |
+396 |
Oct11 |
110421 |
1508.9 |
1510.0 |
1505.5 |
1506.1 |
+5.0 |
130 |
6,172 |
+48 |
Dec11 |
110421 |
1505.5 |
1512.5 |
1504.7 |
1507.2 |
+5.1 |
808 |
36,648 |
+329 |
Feb12 |
110421 |
1507.4 |
1512.4 |
1507.1 |
1508.7 |
+5.1 |
79 |
6,906 |
-7 |
Apr12 |
110421 |
1513.1 |
1513.1 |
1509.2 |
1510.4 |
+5.1 |
66 |
5,371 |
+32 |
Jun12 |
110421 |
1516.4 |
1516.4 |
1512.5 |
1512.5 |
+5.1 |
180 |
8,433 |
+139 |
Aug12 |
110421 |
1514.8 |
1514.8 |
1514.8 |
1514.8 |
+5.2 |
15 |
2,792 |
+15 |
Oct12 |
110421 |
1518.1 |
1518.1 |
1518.1 |
1518.1 |
+5.1 |
152 |
3,344 |
-116 |
Dec12 |
110421 |
1525.1 |
1528.0 |
1521.8 |
1522.4 |
+5.2 |
407 |
12,341 |
+14 |
Feb13 |
110421 |
1527.3 |
1527.3 |
1527.3 |
1527.3 |
+5.1 |
0 |
104 |
+0 |
Total Volume and Open Interest |
138,785 |
537,946 |
-992 |
Silver(CMX) |
May11 |
110421 |
4520.0 |
4669.0 |
4506.0 |
4605.9 |
+159.8 |
105,713 |
50,516 |
-1,748 |
Jul11 |
110421 |
4517.5 |
4670.0 |
4508.0 |
4607.7 |
+160.0 |
18,725 |
47,365 |
+2,357 |
Sep11 |
110421 |
4511.0 |
4663.0 |
4511.0 |
4607.9 |
+160.0 |
1,536 |
8,985 |
+54 |
Dec11 |
110421 |
4520.5 |
4667.0 |
4513.0 |
4608.1 |
+160.0 |
2,064 |
17,917 |
+375 |
Mar12 |
110421 |
4572.0 |
4605.8 |
4565.0 |
4605.8 |
+159.6 |
81 |
1,520 |
+12 |
May12 |
110421 |
4599.5 |
4653.5 |
4580.0 |
4604.2 |
+159.1 |
21 |
464 |
+13 |
Jul12 |
110421 |
4584.0 |
4657.0 |
4576.0 |
4602.0 |
+158.6 |
27 |
1,490 |
-18 |
Total Volume and Open Interest |
129,203 |
144,981 |
+1,178 |
Platinum(NYMEX) |
Apr11 |
110421 |
1827.9 |
1833.7 |
1827.9 |
1833.7 |
+17.4 |
0 |
72 |
+0 |
Jul11 |
110421 |
1806.8 |
1821.9 |
1803.0 |
1820.7 |
+17.9 |
6,182 |
33,940 |
-665 |
Oct11 |
110421 |
1809.9 |
1824.7 |
1809.9 |
1824.2 |
+18.4 |
12 |
1,279 |
-4 |
Jan12 |
110421 |
1826.5 |
1826.5 |
1826.5 |
1826.5 |
+18.4 |
0 |
20 |
+0 |
Total Volume and Open Interest |
6,196 |
35,352 |
-669 |
Palladium(NYMEX) |
Jun11 |
110421 |
763.60 |
772.75 |
757.55 |
769.05 |
+10.15 |
4,505 |
19,911 |
+292 |
Sep11 |
110421 |
768.45 |
771.60 |
765.50 |
770.55 |
+10.15 |
19 |
878 |
+0 |
Dec11 |
110421 |
772.05 |
772.05 |
772.05 |
772.05 |
+10.15 |
8 |
337 |
+8 |
Total Volume and Open Interest |
4,532 |
21,129 |
+299 |
Copper(CMX) |
May11 |
110421 |
434.90 |
440.30 |
432.25 |
440.00 |
+6.05 |
38,515 |
30,598 |
-3,437 |
Jul11 |
110421 |
436.20 |
442.20 |
434.05 |
441.90 |
+6.00 |
13,028 |
64,901 |
-171 |
Sep11 |
110421 |
439.05 |
443.75 |
435.95 |
443.45 |
+5.90 |
639 |
20,695 |
+461 |
Dec11 |
110421 |
438.35 |
444.80 |
438.35 |
444.55 |
+5.85 |
32 |
8,806 |
+3 |
Mar12 |
110421 |
445.00 |
445.00 |
444.40 |
445.00 |
+5.80 |
9 |
2,557 |
-1 |
Total Volume and Open Interest |
54,574 |
132,383 |
-2,952 |
DJIA Index(CBOT) |
Jun11 |
110421 |
12457 |
12466 |
12400 |
12434 |
+38 |
726 |
14,918 |
+239 |
Sep11 |
110421 |
12364 |
12364 |
12326 |
12364 |
+38 |
0 |
11 |
+0 |
Dec11 |
110421 |
12297 |
12297 |
12259 |
12297 |
+38 |
0 |
1 |
+0 |
Mar12 |
110421 |
12239 |
12239 |
12201 |
12239 |
+38 |
|
|
|
Total Volume and Open Interest |
726 |
14,930 |
+239 |
S & P 500(CME) |
Jun11 |
110421 |
1329.00 |
1337.70 |
1328.40 |
1331.00 |
+2.70 |
11,673 |
309,291 |
+69 |
Sep11 |
110421 |
1325.70 |
1329.00 |
1325.50 |
1325.70 |
+2.70 |
1 |
6,209 |
+57 |
Dec11 |
110421 |
1320.30 |
1323.60 |
1320.30 |
1320.30 |
+2.70 |
0 |
2,730 |
+0 |
Mar12 |
110421 |
1315.70 |
1319.00 |
1315.70 |
1315.70 |
+2.70 |
|
|
|
Total Volume and Open Interest |
11,674 |
318,235 |
+126 |
S & P 500 E-Mini(Globex) |
Jun11 |
110421 |
1328.50 |
1337.75 |
1328.00 |
1331.00 |
-0.25 |
|
|
|
Sep11 |
110421 |
1324.50 |
1332.00 |
1324.00 |
1325.75 |
+2.75 |
561 |
12,640 |
+18 |
Total Volume and Open Interest |
1,529,562 |
2,708,468 |
+5,495 |
NASDAQ 100(CME) |
Jun11 |
110421 |
2357.80 |
2382.30 |
2357.80 |
2375.50 |
+20.50 |
1,068 |
14,370 |
-861 |
Sep11 |
110421 |
2371.50 |
2373.00 |
2370.00 |
2371.50 |
+20.50 |
0 |
3 |
+0 |
Dec11 |
110421 |
2368.00 |
2373.00 |
2368.00 |
2368.00 |
+20.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,068 |
14,375 |
-861 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110421 |
2356.00 |
2382.80 |
2356.00 |
2375.50 |
+20.50 |
226,895 |
315,173 |
-6,801 |
Sep11 |
110421 |
2365.30 |
2376.00 |
2365.00 |
2371.50 |
+20.50 |
88 |
637 |
+32 |
Total Volume and Open Interest |
226,983 |
315,826 |
-6,769 |
S & P Midcap 400(CME) |
Jun11 |
110421 |
992.00 |
996.00 |
991.00 |
991.00 |
+3.00 |
106 |
1,518 |
+18 |
Sep11 |
110421 |
988.80 |
989.80 |
988.80 |
988.80 |
+3.00 |
|
|
|
Dec11 |
110421 |
987.20 |
988.20 |
987.20 |
987.20 |
+3.00 |
|
|
|
Total Volume and Open Interest |
106 |
1,518 |
+18 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110421 |
9725 |
9775 |
9655 |
9665 |
-25 |
8,561 |
55,804 |
+516 |
Sep11 |
110421 |
9695 |
9720 |
9695 |
9695 |
-25 |
0 |
11 |
+0 |
Total Volume and Open Interest |
8,561 |
55,815 |
+516 |
Nikkei 225(SGX) |
Jun11 |
110421 |
9610 |
9730 |
9610 |
9680 |
+60 |
109,374 |
231,867 |
-7,089 |
Sep11 |
110421 |
9700 |
9700 |
9660 |
9675 |
+55 |
49 |
1,350 |
+5 |
Dec11 |
110421 |
9620 |
9620 |
9620 |
9620 |
+55 |
0 |
5,859 |
+500 |
Total Volume and Open Interest |
109,496 |
244,408 |
-6,557 |
CAC 40(EURONEXT) |
May11 |
110421 |
3952.0 |
3965.5 |
3941.0 |
3954.0 |
+22.0 |
113,005 |
303,093 |
-7,855 |
Jun11 |
110421 |
3909.5 |
3918.5 |
3899.0 |
3911.0 |
+22.5 |
422 |
26,252 |
+96 |
Jul11 |
110421 |
3909.0 |
3909.0 |
3909.0 |
3909.0 |
+25.5 |
|
|
|
Total Volume and Open Interest |
113,427 |
329,346 |
-7,759 |
Hang Seng Index(HKFE) |
Apr11 |
110421 |
24061 |
24200 |
24031 |
24102 |
+222 |
88,602 |
92,346 |
-4,941 |
May11 |
110421 |
23920 |
24027 |
23862 |
23930 |
+218 |
3,633 |
6,730 |
+765 |
Jun11 |
110421 |
23755 |
23870 |
23713 |
23781 |
+223 |
555 |
5,894 |
+59 |
Total Volume and Open Interest |
92,925 |
106,189 |
-4,061 |
DAX(EUREX) |
Jun11 |
110421 |
7305.0 |
7334.5 |
7293.0 |
7313.0 |
+55.5 |
106,707 |
173,173 |
-4,269 |
Sep11 |
110421 |
7327.0 |
7359.5 |
7321.5 |
7339.5 |
+56.0 |
127 |
5,360 |
+1 |
Dec11 |
110421 |
7359.5 |
7387.0 |
7357.0 |
7370.5 |
+55.5 |
51 |
583 |
+11 |
Total Volume and Open Interest |
106,885 |
179,116 |
-4,257 |
FT-SE 100(EURONEXT) |
Jun11 |
110421 |
6010.00 |
6020.00 |
5967.50 |
5980.50 |
-2.00 |
72,546 |
667,543 |
-4,831 |
Sep11 |
110421 |
5969.00 |
5970.00 |
5945.00 |
5945.00 |
-1.50 |
2 |
533 |
-4 |
Dec11 |
110421 |
5938.50 |
5938.50 |
5923.50 |
5923.50 |
-2.00 |
0 |
161 |
+0 |
Total Volume and Open Interest |
72,548 |
668,237 |
-4,835 |
SPI 200(SFE) |
Jun11 |
110421 |
4868.0 |
4930.0 |
4868.0 |
4921.0 |
+56.0 |
37,813 |
188,338 |
-249 |
Sep11 |
110421 |
4880.0 |
4916.0 |
4880.0 |
4910.0 |
+55.0 |
1 |
3,565 |
-57 |
Dec11 |
110421 |
4931.0 |
4931.0 |
4931.0 |
4931.0 |
+55.0 |
2 |
2,784 |
-2 |
Total Volume and Open Interest |
39,010 |
197,896 |
+153 |
GSCI(CME) |
May11 |
110421 |
94.64 |
98.14 |
92.14 |
98.14 |
+5.50 |
186 |
12,040 |
-121 |
Jun11 |
110421 |
95.94 |
99.24 |
93.64 |
99.24 |
+5.35 |
4 |
0 |
+0 |
Jul11 |
110421 |
94.64 |
94.64 |
89.39 |
94.64 |
+5.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
192 |
12,040 |
-121 |
Reuters CCI(ICE) |
Jun11 |
110421 |
368.20 |
368.20 |
368.20 |
368.20 |
+1.90 |
|
|
|
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. |
|
|