|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon April 25, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110425 |
1380.75 |
1391.25 |
1372.00 |
1389.50 |
+9.00 |
71,712 |
111,302 |
-8,019 |
Jul11 |
110425 |
1390.00 |
1398.50 |
1380.75 |
1396.50 |
+6.75 |
107,973 |
244,062 |
+8,461 |
Aug11 |
110425 |
1390.00 |
1395.75 |
1380.50 |
1394.50 |
+5.00 |
5,113 |
15,046 |
-444 |
Sep11 |
110425 |
1388.25 |
1389.25 |
1377.00 |
1388.25 |
+3.00 |
2,263 |
14,382 |
+29 |
Nov11 |
110425 |
1383.50 |
1390.75 |
1371.75 |
1382.50 |
unch |
24,617 |
191,806 |
-117 |
Jan12 |
110425 |
1390.00 |
1397.25 |
1379.50 |
1390.00 |
+0.75 |
1,022 |
22,157 |
+35 |
Mar12 |
110425 |
1383.75 |
1395.25 |
1382.00 |
1389.00 |
unch |
815 |
13,353 |
+122 |
Total Volume and Open Interest |
215,902 |
636,641 |
+601 |
Soybean Meal(CBOT) |
May11 |
110425 |
357.00 |
362.50 |
352.50 |
361.10 |
+2.30 |
26,324 |
32,117 |
-5,605 |
Jul11 |
110425 |
363.90 |
366.50 |
360.80 |
365.90 |
+2.00 |
39,029 |
86,058 |
+1,285 |
Aug11 |
110425 |
364.80 |
367.30 |
361.90 |
367.00 |
+1.80 |
5,595 |
24,673 |
+815 |
Sep11 |
110425 |
362.20 |
365.60 |
360.60 |
365.50 |
+1.20 |
2,992 |
15,492 |
+855 |
Oct11 |
110425 |
361.60 |
361.80 |
357.50 |
361.50 |
+0.10 |
1,710 |
14,195 |
+73 |
Dec11 |
110425 |
359.00 |
361.90 |
356.60 |
361.10 |
-0.30 |
6,551 |
46,529 |
-127 |
Jan12 |
110425 |
361.00 |
363.00 |
359.20 |
362.50 |
-0.50 |
121 |
3,330 |
-21 |
Mar12 |
110425 |
361.50 |
364.60 |
361.10 |
364.20 |
-0.40 |
91 |
3,157 |
+0 |
Total Volume and Open Interest |
82,852 |
231,528 |
-2,621 |
Soybean Oil(CBOT) |
May11 |
110425 |
58.20 |
58.76 |
57.85 |
58.21 |
-0.06 |
40,079 |
55,230 |
-4,238 |
Jul11 |
110425 |
58.87 |
59.39 |
58.47 |
58.82 |
-0.09 |
59,869 |
162,476 |
+5,250 |
Aug11 |
110425 |
59.26 |
59.59 |
58.84 |
59.06 |
-0.11 |
6,372 |
19,291 |
+1,409 |
Sep11 |
110425 |
59.58 |
59.85 |
59.07 |
59.31 |
-0.12 |
2,691 |
17,249 |
+334 |
Oct11 |
110425 |
59.68 |
59.69 |
59.29 |
59.37 |
-0.14 |
1,000 |
13,701 |
-40 |
Dec11 |
110425 |
59.84 |
60.18 |
59.34 |
59.58 |
-0.16 |
8,215 |
75,586 |
+217 |
Jan12 |
110425 |
60.00 |
60.00 |
59.74 |
59.74 |
-0.13 |
1,028 |
4,403 |
+27 |
Mar12 |
110425 |
60.00 |
60.00 |
59.68 |
59.68 |
-0.14 |
502 |
4,320 |
+130 |
Total Volume and Open Interest |
120,433 |
356,350 |
+3,345 |
Canola(WCE) |
May11 |
110425 |
579.6 |
583.1 |
572.9 |
575.9 |
-2.6 |
9,255 |
27,273 |
+305 |
Jul11 |
110425 |
588.5 |
592.2 |
582.6 |
586.0 |
-2.2 |
7,854 |
66,647 |
+2,666 |
Nov11 |
110425 |
587.0 |
591.9 |
584.9 |
587.9 |
-0.4 |
3,531 |
76,366 |
+972 |
Jan12 |
110425 |
592.4 |
597.7 |
592.4 |
594.4 |
-0.8 |
202 |
4,699 |
-63 |
Mar12 |
110425 |
597.6 |
598.1 |
594.3 |
596.5 |
-1.6 |
16 |
1,058 |
+16 |
Total Volume and Open Interest |
20,952 |
178,218 |
+3,915 |
Corn(CBOT) |
May11 |
110425 |
748.25 |
765.25 |
746.00 |
762.50 |
+25.25 |
118,858 |
261,018 |
-24,538 |
Jul11 |
110425 |
756.75 |
771.25 |
753.25 |
768.50 |
+24.00 |
192,343 |
632,258 |
+16,006 |
Sep11 |
110425 |
710.75 |
725.50 |
710.75 |
724.00 |
+19.75 |
23,248 |
143,895 |
+3,689 |
Dec11 |
110425 |
674.75 |
682.75 |
673.50 |
681.50 |
+16.00 |
80,284 |
447,544 |
+1,140 |
Mar12 |
110425 |
680.50 |
690.00 |
680.50 |
689.75 |
+16.50 |
5,208 |
69,763 |
+205 |
May12 |
110425 |
688.25 |
696.75 |
688.25 |
696.75 |
+16.50 |
1,024 |
13,995 |
+118 |
Total Volume and Open Interest |
426,043 |
1,647,573 |
-2,818 |
Wheat(CBOT) |
May11 |
110425 |
808.50 |
830.00 |
806.75 |
826.00 |
+26.50 |
30,711 |
54,133 |
-4,309 |
Jul11 |
110425 |
848.25 |
865.00 |
842.00 |
861.25 |
+26.50 |
54,469 |
221,183 |
+3,622 |
Sep11 |
110425 |
884.00 |
905.00 |
882.75 |
902.75 |
+27.75 |
9,305 |
65,642 |
+400 |
Dec11 |
110425 |
918.75 |
938.75 |
911.25 |
937.00 |
+25.75 |
19,689 |
99,967 |
-1,606 |
Mar12 |
110425 |
942.00 |
963.75 |
937.75 |
962.00 |
+24.25 |
2,000 |
12,590 |
+109 |
Total Volume and Open Interest |
119,904 |
485,304 |
-599 |
Wheat(KCBT) |
May11 |
110425 |
938.00 |
963.50 |
938.00 |
960.75 |
+28.25 |
8,999 |
33,310 |
-2,480 |
Jul11 |
110425 |
947.75 |
974.25 |
947.75 |
971.00 |
+28.00 |
13,526 |
89,560 |
-19 |
Sep11 |
110425 |
963.00 |
987.75 |
963.00 |
986.75 |
+28.50 |
3,794 |
27,704 |
+771 |
Dec11 |
110425 |
981.50 |
1006.00 |
981.50 |
1005.25 |
+28.50 |
5,380 |
32,647 |
+1,384 |
Mar12 |
110425 |
998.00 |
1015.25 |
998.00 |
1015.25 |
+27.00 |
380 |
4,017 |
-21 |
Total Volume and Open Interest |
32,453 |
193,633 |
-226 |
Wheat(MGE) |
May11 |
110425 |
958.25 |
985.00 |
958.25 |
980.75 |
+29.25 |
3,334 |
8,400 |
-999 |
Jul11 |
110425 |
965.00 |
993.75 |
965.00 |
989.25 |
+28.50 |
2,737 |
19,528 |
+490 |
Sep11 |
110425 |
966.25 |
996.00 |
966.25 |
991.75 |
+26.50 |
939 |
15,798 |
+239 |
Dec11 |
110425 |
977.50 |
1007.25 |
977.50 |
1002.50 |
+25.00 |
1,233 |
12,633 |
-53 |
Mar12 |
110425 |
1000.00 |
1015.00 |
1000.00 |
1010.75 |
+24.00 |
277 |
2,276 |
+62 |
Total Volume and Open Interest |
8,606 |
60,917 |
-209 |
Oats(CBOT) |
May11 |
110425 |
394.25 |
400.00 |
389.75 |
398.00 |
+8.25 |
498 |
2,070 |
-287 |
Jul11 |
110425 |
406.00 |
409.50 |
401.00 |
407.50 |
+10.50 |
1,218 |
8,744 |
+429 |
Sep11 |
110425 |
411.00 |
411.00 |
401.50 |
411.00 |
+9.50 |
10 |
229 |
+2 |
Dec11 |
110425 |
411.50 |
415.50 |
406.00 |
414.25 |
+8.25 |
165 |
2,709 |
+62 |
Total Volume and Open Interest |
1,891 |
13,757 |
+206 |
Rough Rice(CBOT) |
May11 |
110425 |
14.05 |
14.49 |
14.05 |
14.48 |
+0.48 |
2,507 |
4,899 |
-1,310 |
Jul11 |
110425 |
14.32 |
14.81 |
14.32 |
14.81 |
+0.50 |
2,511 |
13,799 |
+1,401 |
Sep11 |
110425 |
15.13 |
15.51 |
15.05 |
15.47 |
+0.42 |
386 |
4,491 |
+167 |
Nov11 |
110425 |
15.40 |
15.80 |
15.33 |
15.74 |
+0.41 |
35 |
953 |
+10 |
Total Volume and Open Interest |
5,447 |
24,617 |
+271 |
Live Cattle(CME) |
Apr11 |
110425 |
118.750 |
118.800 |
115.785 |
116.035 |
-2.365 |
4,690 |
11,420 |
-2,289 |
Jun11 |
110425 |
115.300 |
115.730 |
112.600 |
112.800 |
-2.430 |
26,984 |
166,319 |
+249 |
Aug11 |
110425 |
116.800 |
117.035 |
114.300 |
114.450 |
-2.230 |
8,634 |
88,314 |
+1,398 |
Oct11 |
110425 |
121.480 |
121.750 |
119.430 |
119.535 |
-1.945 |
4,929 |
54,217 |
+632 |
Dec11 |
110425 |
122.900 |
123.100 |
120.930 |
121.300 |
-1.585 |
2,981 |
39,883 |
-187 |
Feb12 |
110425 |
122.785 |
122.950 |
121.035 |
121.430 |
-1.620 |
1,073 |
11,256 |
+222 |
Total Volume and Open Interest |
49,574 |
376,989 |
+94 |
Feeder Cattle(CME) |
Apr11 |
110425 |
132.130 |
132.130 |
132.130 |
132.130 |
-0.155 |
685 |
1,452 |
-67 |
May11 |
110425 |
132.700 |
132.700 |
129.985 |
129.985 |
-3.000 |
1,931 |
9,109 |
-209 |
Aug11 |
110425 |
136.650 |
136.650 |
133.950 |
133.950 |
-3.000 |
7,204 |
23,298 |
+969 |
Sep11 |
110425 |
136.485 |
136.685 |
135.100 |
135.100 |
-3.000 |
381 |
4,572 |
+125 |
Oct11 |
110425 |
136.900 |
136.900 |
135.200 |
135.200 |
-3.000 |
236 |
2,614 |
+39 |
Nov11 |
110425 |
137.035 |
137.035 |
135.200 |
135.200 |
-3.000 |
148 |
1,349 |
+48 |
Jan12 |
110425 |
136.500 |
136.500 |
133.685 |
133.700 |
-2.800 |
28 |
312 |
+13 |
Total Volume and Open Interest |
10,634 |
42,731 |
+926 |
Lean Hogs(CME) |
May11 |
110425 |
101.580 |
101.700 |
100.000 |
100.650 |
-1.400 |
548 |
5,284 |
-58 |
Jun11 |
110425 |
100.400 |
100.450 |
98.180 |
98.535 |
-1.515 |
17,589 |
89,583 |
+1 |
Jul11 |
110425 |
100.450 |
100.580 |
98.450 |
99.250 |
-1.080 |
3,616 |
30,271 |
-67 |
Aug11 |
110425 |
100.480 |
100.480 |
98.730 |
99.480 |
-0.770 |
2,963 |
36,295 |
+110 |
Oct11 |
110425 |
92.050 |
92.350 |
90.700 |
91.300 |
-0.750 |
3,541 |
33,635 |
+64 |
Dec11 |
110425 |
88.480 |
88.550 |
86.750 |
87.550 |
-0.930 |
2,261 |
26,407 |
+589 |
Feb12 |
110425 |
89.000 |
89.200 |
87.680 |
88.300 |
-0.300 |
781 |
6,433 |
+423 |
Apr12 |
110425 |
89.950 |
90.000 |
88.700 |
89.650 |
-0.050 |
158 |
3,788 |
+72 |
Total Volume and Open Interest |
31,649 |
233,690 |
+1,293 |
Class III Milk(CME) |
Apr11 |
110425 |
16.78 |
16.80 |
16.77 |
16.80 |
unch |
8 |
5,413 |
-8 |
May11 |
110425 |
16.20 |
16.35 |
16.14 |
16.16 |
-0.11 |
159 |
5,577 |
-32 |
Jun11 |
110425 |
16.93 |
17.02 |
16.81 |
16.91 |
+0.03 |
217 |
4,574 |
+101 |
Jul11 |
110425 |
17.36 |
17.49 |
17.36 |
17.40 |
unch |
22 |
3,416 |
+2 |
Aug11 |
110425 |
17.79 |
17.79 |
17.70 |
17.79 |
+0.04 |
10 |
3,245 |
+7 |
Total Volume and Open Interest |
496 |
35,438 |
+116 |
Cocoa(ICE) |
May11 |
110425 |
3075 |
3132 |
3070 |
3128 |
-2 |
47 |
459 |
-13 |
Jul11 |
110425 |
3088 |
3116 |
3036 |
3060 |
-28 |
5,806 |
70,527 |
-198 |
Sep11 |
110425 |
3099 |
3124 |
3052 |
3072 |
-27 |
1,192 |
23,937 |
+195 |
Dec11 |
110425 |
3140 |
3140 |
3069 |
3087 |
-27 |
663 |
23,345 |
+93 |
Mar12 |
110425 |
3186 |
3186 |
3120 |
3137 |
-28 |
132 |
23,170 |
+108 |
May12 |
110425 |
3132 |
3132 |
3132 |
3132 |
-28 |
15 |
5,853 |
+3 |
Jul12 |
110425 |
3127 |
3127 |
3127 |
3127 |
-32 |
0 |
1,524 |
+0 |
Total Volume and Open Interest |
7,915 |
153,277 |
+218 |
Coffee "C"(ICE) |
May11 |
110425 |
293.45 |
293.45 |
286.60 |
287.90 |
-3.40 |
1,292 |
1,700 |
-1,691 |
Jul11 |
110425 |
296.80 |
296.90 |
289.10 |
290.80 |
-3.75 |
13,993 |
71,642 |
+1,113 |
Sep11 |
110425 |
298.40 |
299.40 |
292.50 |
293.65 |
-3.60 |
5,443 |
18,530 |
+1,026 |
Dec11 |
110425 |
300.35 |
301.70 |
295.05 |
296.20 |
-3.50 |
967 |
18,339 |
+294 |
Mar12 |
110425 |
298.00 |
300.30 |
295.35 |
296.45 |
-3.50 |
710 |
3,690 |
+150 |
May12 |
110425 |
299.90 |
299.90 |
295.00 |
296.10 |
-3.60 |
97 |
2,125 |
+13 |
Total Volume and Open Interest |
22,580 |
117,578 |
+930 |
Orange Juice(ICE) |
May11 |
110425 |
169.40 |
171.55 |
167.50 |
168.50 |
-0.90 |
1,006 |
4,525 |
-710 |
Jul11 |
110425 |
167.90 |
170.00 |
165.65 |
166.95 |
-0.95 |
1,644 |
21,178 |
+1,040 |
Sep11 |
110425 |
164.90 |
165.95 |
162.75 |
164.20 |
-0.75 |
416 |
1,720 |
+134 |
Nov11 |
110425 |
162.25 |
162.25 |
161.20 |
161.20 |
-0.35 |
126 |
1,543 |
+47 |
Jan12 |
110425 |
159.95 |
159.95 |
159.95 |
159.95 |
-0.35 |
31 |
170 |
+1 |
Mar12 |
110425 |
159.35 |
159.35 |
159.35 |
159.35 |
-0.80 |
0 |
41 |
+0 |
Total Volume and Open Interest |
3,223 |
29,266 |
+512 |
Sugar #11(ICE) |
May11 |
110425 |
25.50 |
25.60 |
25.00 |
25.07 |
-0.41 |
26,682 |
71,975 |
-3,859 |
Jul11 |
110425 |
23.95 |
23.96 |
23.31 |
23.40 |
-0.40 |
41,297 |
279,212 |
+3,821 |
Oct11 |
110425 |
23.60 |
23.68 |
23.06 |
23.19 |
-0.37 |
12,768 |
121,812 |
+658 |
Mar12 |
110425 |
23.74 |
23.74 |
23.19 |
23.34 |
-0.33 |
4,942 |
71,469 |
+901 |
May12 |
110425 |
22.97 |
22.97 |
22.72 |
22.86 |
-0.24 |
1,325 |
19,888 |
+6 |
Total Volume and Open Interest |
88,172 |
616,795 |
+1,725 |
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 |
110425 |
189.43 |
190.70 |
186.96 |
188.08 |
+1.41 |
7,907 |
15,503 |
-6,299 |
Jul11 |
110425 |
168.65 |
172.44 |
165.22 |
166.39 |
-1.12 |
15,071 |
76,124 |
+731 |
Oct11 |
110425 |
151.00 |
151.60 |
150.00 |
151.42 |
+3.22 |
13 |
457 |
-2 |
Dec11 |
110425 |
132.40 |
134.61 |
131.75 |
133.96 |
+1.82 |
3,574 |
60,052 |
-232 |
Mar12 |
110425 |
123.50 |
125.25 |
123.50 |
125.07 |
+1.63 |
298 |
7,413 |
+67 |
May12 |
110425 |
116.00 |
117.50 |
116.00 |
117.42 |
+1.38 |
161 |
2,346 |
+141 |
Total Volume and Open Interest |
27,269 |
166,731 |
-5,409 |
Lumber(CME) |
May11 |
110425 |
232.0 |
236.5 |
229.9 |
234.0 |
+3.0 |
560 |
2,445 |
-159 |
Jul11 |
110425 |
250.2 |
254.9 |
249.4 |
252.5 |
+3.5 |
733 |
5,454 |
+69 |
Sep11 |
110425 |
268.2 |
270.6 |
266.6 |
269.3 |
+2.6 |
213 |
1,434 |
+47 |
Nov11 |
110425 |
272.4 |
273.0 |
269.2 |
269.3 |
unch |
20 |
336 |
+15 |
Total Volume and Open Interest |
1,526 |
9,680 |
-28 |
Crude Oil(NYM) |
Jun11 |
110425 |
112.34 |
113.48 |
111.08 |
112.28 |
-0.01 |
291,546 |
361,085 |
+2,453 |
Jul11 |
110425 |
112.40 |
113.92 |
111.57 |
112.75 |
unch |
65,500 |
182,504 |
-3,696 |
Aug11 |
110425 |
112.91 |
114.19 |
111.87 |
113.01 |
-0.01 |
28,013 |
70,632 |
-188 |
Sep11 |
110425 |
113.17 |
114.29 |
112.00 |
113.09 |
-0.04 |
22,583 |
69,297 |
+1,475 |
Oct11 |
110425 |
113.80 |
114.21 |
112.27 |
113.08 |
-0.06 |
8,509 |
40,173 |
+763 |
Nov11 |
110425 |
113.23 |
114.05 |
112.20 |
113.02 |
-0.09 |
6,588 |
36,268 |
-211 |
Dec11 |
110425 |
113.02 |
114.18 |
111.91 |
112.94 |
-0.10 |
43,211 |
186,152 |
+2,296 |
Jan12 |
110425 |
113.77 |
113.90 |
111.95 |
112.76 |
-0.10 |
5,247 |
37,114 |
+754 |
Feb12 |
110425 |
111.98 |
112.53 |
111.98 |
112.53 |
-0.10 |
1,723 |
17,336 |
+57 |
Mar12 |
110425 |
112.85 |
113.40 |
111.30 |
112.29 |
-0.11 |
1,741 |
30,471 |
+68 |
Apr12 |
110425 |
112.12 |
112.12 |
111.32 |
112.02 |
-0.10 |
1,193 |
13,874 |
+43 |
May12 |
110425 |
112.69 |
112.73 |
111.09 |
111.73 |
-0.07 |
1,088 |
12,852 |
+179 |
Jun12 |
110425 |
112.16 |
112.23 |
110.46 |
111.41 |
-0.05 |
7,685 |
67,944 |
+1,299 |
Jul12 |
110425 |
111.02 |
111.02 |
111.02 |
111.02 |
-0.04 |
589 |
16,479 |
+64 |
Aug12 |
110425 |
110.63 |
110.63 |
110.63 |
110.63 |
-0.03 |
279 |
10,820 |
+1 |
Sep12 |
110425 |
110.27 |
110.27 |
110.27 |
110.27 |
-0.02 |
739 |
12,267 |
+305 |
Total Volume and Open Interest |
520,703 |
1,547,306 |
+10,713 |
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 |
110425 |
112.350 |
113.475 |
111.100 |
112.275 |
-0.025 |
9,279 |
2,790 |
+232 |
Jul11 |
110425 |
113.050 |
113.900 |
111.600 |
112.750 |
unch |
340 |
497 |
+23 |
Aug11 |
110425 |
113.325 |
113.900 |
112.125 |
113.000 |
-0.025 |
32 |
70 |
+3 |
Sep11 |
110425 |
112.800 |
113.100 |
112.800 |
113.100 |
-0.025 |
13 |
56 |
+6 |
Oct11 |
110425 |
113.075 |
113.075 |
113.075 |
113.075 |
-0.075 |
3 |
42 |
+0 |
Nov11 |
110425 |
113.800 |
113.800 |
112.125 |
113.025 |
-0.075 |
7 |
15 |
+2 |
Dec11 |
110425 |
113.975 |
113.975 |
112.475 |
112.950 |
-0.100 |
11 |
315 |
+6 |
Jan12 |
110425 |
112.750 |
112.750 |
112.750 |
112.750 |
-0.100 |
0 |
5 |
+0 |
Total Volume and Open Interest |
9,685 |
3,964 |
+272 |
Heating Oil(NYM) |
May11 |
110425 |
319.90 |
321.87 |
315.29 |
318.20 |
-1.72 |
29,098 |
44,953 |
-5,527 |
Jun11 |
110425 |
321.62 |
323.56 |
316.88 |
319.89 |
-1.73 |
44,946 |
98,031 |
+5,580 |
Jul11 |
110425 |
323.36 |
325.41 |
318.79 |
321.73 |
-1.79 |
13,192 |
45,711 |
+1,016 |
Aug11 |
110425 |
326.78 |
327.20 |
320.77 |
323.54 |
-1.81 |
8,628 |
25,959 |
+362 |
Sep11 |
110425 |
328.65 |
328.93 |
322.50 |
325.31 |
-1.80 |
6,086 |
19,833 |
-360 |
Oct11 |
110425 |
330.26 |
330.57 |
324.40 |
326.98 |
-1.82 |
3,329 |
9,770 |
+409 |
Nov11 |
110425 |
331.35 |
331.35 |
326.30 |
328.56 |
-1.85 |
1,642 |
8,039 |
-108 |
Dec11 |
110425 |
333.12 |
333.83 |
327.49 |
330.03 |
-1.93 |
7,383 |
30,431 |
-704 |
Jan12 |
110425 |
331.09 |
332.09 |
331.09 |
331.50 |
-1.93 |
1,035 |
10,586 |
-4 |
Feb12 |
110425 |
331.99 |
331.99 |
331.39 |
331.65 |
-1.88 |
482 |
4,408 |
+85 |
Mar12 |
110425 |
330.01 |
330.25 |
330.01 |
330.25 |
-1.81 |
552 |
2,605 |
+120 |
Apr12 |
110425 |
327.58 |
327.65 |
327.58 |
327.65 |
-1.76 |
46 |
1,001 |
-5 |
Total Volume and Open Interest |
118,428 |
317,390 |
+1,354 |
Gasoline(NYMEX) |
May11 |
110425 |
331.55 |
334.16 |
328.85 |
332.29 |
+1.43 |
38,410 |
46,000 |
-7,374 |
Jun11 |
110425 |
327.44 |
330.27 |
324.71 |
327.85 |
+0.62 |
53,795 |
88,707 |
+7,622 |
Jul11 |
110425 |
325.93 |
327.13 |
321.48 |
324.44 |
+0.19 |
20,182 |
44,215 |
+1,400 |
Aug11 |
110425 |
323.19 |
324.03 |
318.72 |
321.27 |
-0.14 |
8,340 |
22,723 |
+1,270 |
Sep11 |
110425 |
318.96 |
320.95 |
315.50 |
318.17 |
-0.31 |
6,257 |
22,262 |
-723 |
Oct11 |
110425 |
304.70 |
305.60 |
300.12 |
302.93 |
-0.44 |
3,669 |
18,369 |
+190 |
Nov11 |
110425 |
301.79 |
301.80 |
297.00 |
299.43 |
-0.53 |
1,675 |
7,587 |
+27 |
Dec11 |
110425 |
300.30 |
300.30 |
295.14 |
297.73 |
-0.59 |
4,596 |
25,050 |
+251 |
Jan12 |
110425 |
295.75 |
297.76 |
295.08 |
297.76 |
-0.60 |
658 |
6,685 |
+48 |
Feb12 |
110425 |
296.50 |
299.01 |
296.50 |
299.01 |
-0.62 |
788 |
2,539 |
-52 |
Total Volume and Open Interest |
142,117 |
302,389 |
+4,001 |
e-miNY RBOB Gasoline(NYM) |
May11 |
110425 |
332.30 |
332.30 |
332.29 |
332.30 |
+1.40 |
0 |
3 |
+0 |
Jun11 |
110425 |
327.90 |
327.90 |
327.85 |
327.90 |
+0.70 |
0 |
1 |
+0 |
Jul11 |
110425 |
324.40 |
324.44 |
324.40 |
324.40 |
+0.10 |
0 |
1 |
+0 |
Aug11 |
110425 |
321.30 |
321.30 |
321.27 |
321.30 |
-0.10 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
May11 |
110425 |
4.404 |
4.445 |
4.344 |
4.389 |
-0.023 |
108,724 |
50,620 |
-19,062 |
Jun11 |
110425 |
4.470 |
4.505 |
4.403 |
4.452 |
-0.014 |
60,416 |
149,304 |
-5,624 |
Jul11 |
110425 |
4.545 |
4.573 |
4.477 |
4.522 |
-0.013 |
28,269 |
206,129 |
+2,633 |
Aug11 |
110425 |
4.569 |
4.618 |
4.525 |
4.566 |
-0.015 |
16,146 |
65,602 |
+3,076 |
Sep11 |
110425 |
4.602 |
4.627 |
4.537 |
4.578 |
-0.012 |
13,047 |
72,176 |
+304 |
Oct11 |
110425 |
4.643 |
4.667 |
4.579 |
4.620 |
-0.010 |
21,458 |
84,891 |
+1,349 |
Nov11 |
110425 |
4.803 |
4.816 |
4.741 |
4.773 |
-0.007 |
6,441 |
35,485 |
+612 |
Dec11 |
110425 |
5.020 |
5.037 |
4.966 |
5.000 |
-0.002 |
2,910 |
29,001 |
-289 |
Jan12 |
110425 |
5.127 |
5.156 |
5.078 |
5.115 |
unch |
10,168 |
85,494 |
+396 |
Feb12 |
110425 |
5.125 |
5.130 |
5.063 |
5.099 |
+0.002 |
874 |
17,013 |
+84 |
Mar12 |
110425 |
5.050 |
5.060 |
4.996 |
5.029 |
-0.002 |
2,341 |
31,041 |
-443 |
Apr12 |
110425 |
4.913 |
4.917 |
4.864 |
4.889 |
unch |
2,468 |
31,914 |
+31 |
May12 |
110425 |
4.919 |
4.932 |
4.880 |
4.907 |
unch |
316 |
9,481 |
+81 |
Jun12 |
110425 |
4.952 |
4.952 |
4.928 |
4.940 |
unch |
55 |
5,543 |
-12 |
Jul12 |
110425 |
4.974 |
4.983 |
4.956 |
4.983 |
-0.001 |
35 |
5,191 |
-10 |
Aug12 |
110425 |
4.993 |
5.008 |
4.984 |
5.008 |
-0.001 |
33 |
5,673 |
+1 |
Total Volume and Open Interest |
274,907 |
961,850 |
-16,730 |
Brent Crude Oil(ICE) |
Jun11 |
110425 |
124.35 |
124.75 |
122.71 |
123.66 |
-0.33 |
168,554 |
236,402 |
-929 |
Jul11 |
110425 |
124.00 |
124.38 |
122.35 |
123.29 |
-0.34 |
58,158 |
133,039 |
+1,615 |
Aug11 |
110425 |
123.80 |
124.04 |
122.08 |
122.97 |
-0.33 |
28,669 |
48,271 |
-532 |
Sep11 |
110425 |
123.44 |
123.51 |
121.65 |
122.57 |
-0.33 |
14,979 |
44,817 |
+255 |
Oct11 |
110425 |
123.06 |
123.06 |
121.30 |
122.18 |
-0.34 |
8,631 |
28,418 |
+584 |
Nov11 |
110425 |
122.57 |
122.59 |
120.97 |
121.80 |
-0.33 |
5,336 |
20,945 |
-472 |
Dec11 |
110425 |
122.31 |
122.47 |
120.52 |
121.41 |
-0.32 |
26,027 |
100,403 |
-331 |
Jan12 |
110425 |
120.48 |
121.03 |
120.27 |
121.03 |
-0.33 |
1,926 |
18,851 |
-141 |
Feb12 |
110425 |
120.64 |
120.64 |
120.64 |
120.64 |
-0.34 |
1,730 |
14,687 |
+791 |
Mar12 |
110425 |
120.24 |
120.24 |
120.24 |
120.24 |
-0.35 |
668 |
29,395 |
-50 |
Apr12 |
110425 |
119.79 |
119.79 |
119.79 |
119.79 |
-0.37 |
162 |
5,587 |
-21 |
May12 |
110425 |
119.33 |
119.33 |
119.33 |
119.33 |
-0.37 |
138 |
5,573 |
-14 |
Jun12 |
110425 |
119.83 |
119.90 |
118.12 |
118.86 |
-0.39 |
1,942 |
35,676 |
+171 |
Jul12 |
110425 |
118.41 |
118.41 |
118.41 |
118.41 |
-0.38 |
3 |
2,270 |
+0 |
Total Volume and Open Interest |
326,903 |
848,331 |
+2,106 |
Gas Oil(ICE) |
May11 |
110425 |
1021.75 |
1024.25 |
1005.00 |
1009.25 |
-4.75 |
43,650 |
115,808 |
-3,371 |
Jun11 |
110425 |
1025.75 |
1027.75 |
1008.50 |
1013.00 |
-4.75 |
61,955 |
123,900 |
+2,906 |
Jul11 |
110425 |
1029.50 |
1031.50 |
1012.50 |
1016.75 |
-4.50 |
21,069 |
60,043 |
+1,581 |
Aug11 |
110425 |
1033.75 |
1034.00 |
1015.75 |
1020.00 |
-4.50 |
11,046 |
30,496 |
+76 |
Sep11 |
110425 |
1035.25 |
1035.25 |
1018.50 |
1022.75 |
-4.75 |
8,853 |
47,505 |
+1,210 |
Oct11 |
110425 |
1037.25 |
1037.25 |
1021.50 |
1024.50 |
-5.00 |
4,321 |
31,945 |
+859 |
Nov11 |
110425 |
1037.50 |
1037.50 |
1022.25 |
1025.00 |
-4.75 |
3,285 |
21,275 |
+754 |
Dec11 |
110425 |
1037.75 |
1040.25 |
1021.50 |
1025.75 |
-5.00 |
15,399 |
67,185 |
+822 |
Jan12 |
110425 |
1037.75 |
1037.75 |
1026.00 |
1028.00 |
-4.75 |
1,800 |
25,341 |
+950 |
Feb12 |
110425 |
1025.25 |
1027.50 |
1025.25 |
1027.50 |
-4.75 |
598 |
6,880 |
+303 |
Total Volume and Open Interest |
176,460 |
616,188 |
+6,800 |
Ethanol(CBOT) |
Apr11 |
110405 |
2.695 |
2.710 |
2.695 |
2.706 |
-0.009 |
94 |
259 |
-79 |
May11 |
110425 |
2.620 |
2.633 |
2.615 |
2.631 |
+0.045 |
96 |
825 |
-33 |
Jun11 |
110425 |
2.635 |
2.660 |
2.630 |
2.641 |
+0.040 |
296 |
929 |
-142 |
Jul11 |
110425 |
2.640 |
2.665 |
2.635 |
2.653 |
+0.051 |
92 |
1,138 |
+10 |
Aug11 |
110425 |
2.646 |
2.672 |
2.645 |
2.669 |
+0.059 |
76 |
701 |
+39 |
Sep11 |
110425 |
2.629 |
2.647 |
2.616 |
2.639 |
+0.047 |
87 |
971 |
-15 |
Oct11 |
110425 |
2.555 |
2.570 |
2.538 |
2.542 |
+0.048 |
131 |
807 |
-11 |
Nov11 |
110425 |
2.490 |
2.500 |
2.483 |
2.484 |
+0.018 |
8 |
569 |
+1 |
Total Volume and Open Interest |
844 |
7,389 |
-138 |
WTI Crude Oil(ICE |
Jun11 |
110425 |
112.82 |
113.48 |
111.08 |
112.28 |
-0.01 |
69,098 |
101,212 |
-245 |
Jul11 |
110425 |
113.16 |
113.91 |
111.60 |
112.75 |
unch |
19,912 |
71,404 |
-415 |
Aug11 |
110425 |
113.49 |
113.99 |
111.95 |
113.01 |
-0.01 |
10,249 |
28,163 |
+947 |
Sep11 |
110425 |
113.54 |
114.08 |
112.08 |
113.09 |
-0.04 |
10,069 |
29,451 |
+1,054 |
Oct11 |
110425 |
113.56 |
114.09 |
112.11 |
113.08 |
-0.06 |
5,187 |
18,605 |
-697 |
Nov11 |
110425 |
113.54 |
114.05 |
112.28 |
113.02 |
-0.09 |
3,616 |
14,992 |
+198 |
Dec11 |
110425 |
113.46 |
114.17 |
111.95 |
112.94 |
-0.10 |
19,543 |
88,254 |
+1,872 |
Jan12 |
110425 |
113.26 |
113.56 |
112.03 |
112.76 |
-0.10 |
1,351 |
12,109 |
+144 |
Feb12 |
110425 |
113.12 |
113.37 |
111.81 |
112.53 |
-0.10 |
453 |
3,004 |
+85 |
Mar12 |
110425 |
112.29 |
112.29 |
112.29 |
112.29 |
-0.11 |
353 |
10,759 |
-41 |
Apr12 |
110425 |
112.02 |
112.02 |
112.02 |
112.02 |
-0.10 |
386 |
3,334 |
+115 |
May12 |
110425 |
111.73 |
111.73 |
111.73 |
111.73 |
-0.07 |
307 |
2,007 |
+109 |
Jun12 |
110425 |
112.00 |
112.00 |
110.41 |
111.41 |
-0.05 |
1,912 |
26,070 |
-407 |
Jul12 |
110425 |
111.02 |
111.02 |
111.02 |
111.02 |
-0.04 |
9 |
1,130 |
+1 |
Aug12 |
110425 |
110.63 |
110.63 |
110.63 |
110.63 |
-0.03 |
13 |
808 |
+1 |
Sep12 |
110425 |
110.27 |
110.27 |
110.27 |
110.27 |
-0.02 |
205 |
4,118 |
+91 |
Total Volume and Open Interest |
148,560 |
520,081 |
+3,261 |
US Dollar Index(ICE) |
Jun11 |
110425 |
74.300 |
74.470 |
74.010 |
74.180 |
unch |
28,199 |
48,497 |
-1,009 |
Sep11 |
110425 |
74.625 |
74.785 |
74.480 |
74.595 |
-0.010 |
43 |
667 |
+16 |
Dec11 |
110425 |
75.025 |
75.025 |
75.025 |
75.025 |
-0.005 |
0 |
1 |
+0 |
Total Volume and Open Interest |
28,242 |
49,166 |
-993 |
Australian Dollar(CME) |
Jun11 |
110425 |
106.91 |
107.13 |
106.19 |
106.57 |
-0.24 |
94,027 |
146,579 |
+3,596 |
Sep11 |
110425 |
105.78 |
105.78 |
105.02 |
105.27 |
-0.23 |
194 |
709 |
+19 |
Dec11 |
110425 |
104.07 |
104.30 |
104.07 |
104.07 |
-0.23 |
0 |
59 |
+0 |
Total Volume and Open Interest |
94,221 |
147,347 |
+3,615 |
British Pound(CME) |
Jun11 |
110425 |
165.05 |
165.42 |
164.58 |
164.96 |
-0.42 |
121,211 |
112,115 |
+3,735 |
Sep11 |
110425 |
164.96 |
165.14 |
164.73 |
164.73 |
-0.41 |
190 |
430 |
+44 |
Dec11 |
110425 |
164.48 |
164.89 |
164.48 |
164.48 |
-0.41 |
1 |
36 |
-1 |
Total Volume and Open Interest |
121,402 |
112,586 |
+3,778 |
Canadian Dollar(CME) |
Jun11 |
110425 |
104.78 |
105.10 |
104.46 |
104.67 |
-0.24 |
72,898 |
139,545 |
+3,032 |
Sep11 |
110425 |
104.50 |
104.80 |
104.23 |
104.40 |
-0.23 |
318 |
2,781 |
+66 |
Dec11 |
110425 |
104.34 |
104.41 |
103.99 |
104.10 |
-0.21 |
42 |
2,481 |
+24 |
Mar12 |
110425 |
104.07 |
104.07 |
103.70 |
103.76 |
-0.21 |
8 |
248 |
+2 |
Total Volume and Open Interest |
73,268 |
145,087 |
+3,126 |
Japanese Yen(CME) |
Jun11 |
110425 |
122.26 |
122.47 |
121.34 |
122.31 |
-0.01 |
117,391 |
125,635 |
-888 |
Sep11 |
110425 |
122.21 |
122.41 |
121.45 |
122.39 |
-0.02 |
226 |
1,312 |
+124 |
Dec11 |
110425 |
121.85 |
122.54 |
121.85 |
122.52 |
-0.02 |
1 |
119 |
-1 |
Total Volume and Open Interest |
117,618 |
127,073 |
-765 |
Swiss Franc(CME) |
Jun11 |
110425 |
113.03 |
114.03 |
112.73 |
113.57 |
+0.33 |
44,314 |
71,895 |
+2,747 |
Sep11 |
110425 |
113.24 |
114.00 |
113.24 |
113.62 |
+0.33 |
14 |
123 |
+2 |
Dec11 |
110425 |
113.65 |
113.65 |
113.32 |
113.65 |
+0.33 |
0 |
11 |
+0 |
Total Volume and Open Interest |
44,328 |
72,030 |
+2,749 |
EuroFX(CME) |
Jun11 |
110425 |
145.47 |
146.09 |
145.08 |
145.67 |
+0.12 |
310,725 |
246,358 |
+5,904 |
Sep11 |
110425 |
145.04 |
145.60 |
144.69 |
145.25 |
+0.13 |
458 |
3,137 |
-11 |
Dec11 |
110425 |
144.80 |
144.80 |
144.68 |
144.80 |
+0.12 |
22 |
86 |
+8 |
Total Volume and Open Interest |
311,205 |
249,907 |
+5,901 |
Mexican Peso(CME) |
May11 |
110425 |
859.8 |
860.0 |
859.8 |
859.8 |
-0.2 |
|
|
|
Jun11 |
110425 |
856.0 |
859.2 |
855.0 |
857.8 |
-0.2 |
19,641 |
172,588 |
-1,576 |
Total Volume and Open Interest |
19,642 |
172,724 |
-1,575 |
30-Year T-Bonds(CBOT) |
Jun11 |
110425 |
121~090 |
121~160 |
121~050 |
121~160 |
+0~150 |
|
|
|
Sep11 |
110425 |
119~190 |
120~020 |
119~170 |
120~000 |
+0~150 |
129 |
1,996 |
+13 |
Dec11 |
110425 |
118~170 |
118~170 |
118~020 |
118~170 |
+0~150 |
0 |
31 |
+0 |
Total Volume and Open Interest |
224,867 |
566,113 |
+4,432 |
10-Year T-Notes(CBOT) |
Jun11 |
110425 |
120~005 |
120~115 |
119~300 |
120~105 |
+0~110 |
842,609 |
1,634,446 |
+13,224 |
Sep11 |
110425 |
118~165 |
118~270 |
118~160 |
118~265 |
+0~105 |
568 |
5,256 |
+366 |
Dec11 |
110425 |
117~265 |
117~265 |
117~160 |
117~265 |
+0~105 |
0 |
4 |
+0 |
Total Volume and Open Interest |
843,177 |
1,639,706 |
+13,590 |
5-Year T-Notes(CBOT) |
Jun11 |
110425 |
117~068 |
117~101 |
117~061 |
117~098 |
+0~033 |
517,998 |
1,385,681 |
+1,385,681 |
Sep11 |
110425 |
116~063 |
116~063 |
116~063 |
116~063 |
+0~034 |
19 |
2,729 |
+9 |
Dec11 |
110425 |
115~087 |
115~087 |
115~087 |
115~087 |
+0~034 |
|
|
|
Total Volume and Open Interest |
518,017 |
1,388,410 |
+33,456 |
2 Year T-Notes(CBOT) |
Jun11 |
110425 |
109~047 |
109~056 |
109~046 |
109~055 |
+0~008 |
191,996 |
1,042,405 |
-8,119 |
Sep11 |
110425 |
108~112 |
108~120 |
108~112 |
108~120 |
+0~011 |
158 |
4,308 |
+38 |
Dec11 |
110425 |
108~058 |
108~058 |
108~047 |
108~058 |
+0~011 |
|
|
|
Total Volume and Open Interest |
192,154 |
1,046,713 |
-8,081 |
Eurodollars(CME) |
Jun11 |
110425 |
99.695 |
99.700 |
99.685 |
99.695 |
-0.005 |
117,289 |
1,028,424 |
+1,226 |
Sep11 |
110425 |
99.635 |
99.635 |
99.625 |
99.630 |
-0.005 |
140,290 |
1,434,273 |
+12,447 |
Dec11 |
110425 |
99.525 |
99.535 |
99.520 |
99.525 |
unch |
195,334 |
1,563,379 |
+32,742 |
Mar12 |
110425 |
99.345 |
99.365 |
99.340 |
99.355 |
+0.015 |
209,623 |
1,469,105 |
+25,172 |
Jun12 |
110425 |
99.060 |
99.100 |
99.055 |
99.090 |
+0.035 |
323,001 |
1,150,179 |
+18,448 |
Sep12 |
110425 |
98.715 |
98.760 |
98.700 |
98.750 |
+0.050 |
206,836 |
686,850 |
+4,839 |
Dec12 |
110425 |
98.325 |
98.400 |
98.325 |
98.390 |
+0.055 |
173,696 |
506,898 |
+9,479 |
Mar13 |
110425 |
98.020 |
98.090 |
98.015 |
98.080 |
+0.060 |
164,381 |
332,822 |
+3,333 |
Jun13 |
110425 |
97.735 |
97.800 |
97.725 |
97.790 |
+0.065 |
107,617 |
258,825 |
+1,243 |
Sep13 |
110425 |
97.450 |
97.520 |
97.445 |
97.510 |
+0.065 |
89,658 |
247,035 |
-1,838 |
Dec13 |
110425 |
97.180 |
97.250 |
97.170 |
97.240 |
+0.065 |
68,465 |
181,615 |
+1,989 |
Mar14 |
110425 |
96.955 |
97.015 |
96.940 |
97.005 |
+0.060 |
63,426 |
168,922 |
-4,633 |
Jun14 |
110425 |
96.720 |
96.790 |
96.715 |
96.780 |
+0.060 |
16,843 |
107,966 |
-775 |
Sep14 |
110425 |
96.510 |
96.575 |
96.500 |
96.565 |
+0.060 |
12,109 |
61,659 |
-36 |
Dec14 |
110425 |
96.285 |
96.360 |
96.285 |
96.350 |
+0.060 |
11,720 |
75,551 |
-993 |
Mar15 |
110425 |
96.105 |
96.185 |
96.105 |
96.175 |
+0.065 |
11,928 |
55,745 |
-1,411 |
Jun15 |
110425 |
4.180 |
4.265 |
4.180 |
4.255 |
+0.070 |
6,738 |
39,937 |
-255 |
Sep15 |
110425 |
4.030 |
4.105 |
4.030 |
4.100 |
+0.075 |
5,581 |
37,863 |
-233 |
Total Volume and Open Interest |
1,947,128 |
9,602,336 |
+101,166 |
30 Day Federal Funds(CBOT) |
Apr11 |
110425 |
99.900 |
99.900 |
99.897 |
99.900 |
unch |
3,831 |
79,558 |
-2,029 |
May11 |
110425 |
99.890 |
99.895 |
99.890 |
99.890 |
unch |
1,993 |
80,532 |
-158 |
Jun11 |
110425 |
99.875 |
99.880 |
99.875 |
99.875 |
unch |
670 |
56,175 |
+505 |
Jul11 |
110425 |
99.855 |
99.860 |
99.855 |
99.860 |
unch |
1,613 |
47,550 |
+408 |
Aug11 |
110425 |
99.840 |
99.845 |
99.840 |
99.840 |
unch |
1,322 |
44,675 |
-65 |
Sep11 |
110425 |
99.825 |
99.835 |
99.825 |
99.830 |
unch |
518 |
34,608 |
+204 |
Total Volume and Open Interest |
30,045 |
684,967 |
+2,185 |
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 |
110425 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
750 |
+0 |
Sep11 |
110425 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec11 |
110425 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110425 |
99.652 |
99.652 |
99.652 |
99.652 |
+0.002 |
|
|
|
Jun12 |
110425 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep12 |
110425 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Dec12 |
110425 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Mar13 |
110425 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Jun13 |
110425 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Sep13 |
110425 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110425 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
1 |
5,403 |
+0 |
Sep11 |
110425 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,533 |
+0 |
Dec11 |
110425 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,991 |
+0 |
Mar12 |
110425 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.00 |
0 |
3,572 |
+0 |
Jun12 |
110425 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110425 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110425 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110425 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
14,189 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110425 |
139.85 |
139.96 |
139.59 |
139.65 |
-0.05 |
1,023 |
11,655 |
+626 |
Sep11 |
110425 |
138.75 |
138.75 |
138.75 |
138.75 |
-0.05 |
0 |
1 |
+0 |
Dec11 |
110425 |
136.66 |
136.66 |
136.66 |
136.66 |
-0.05 |
|
|
|
Total Volume and Open Interest |
1,023 |
11,656 |
+626 |
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 |
110425 |
1513.3 |
1518.0 |
1502.8 |
1508.6 |
+5.4 |
386 |
600 |
-185 |
Jun11 |
110425 |
1510.7 |
1519.2 |
1502.2 |
1509.1 |
+5.3 |
147,867 |
362,978 |
-3,428 |
Aug11 |
110425 |
1510.7 |
1519.7 |
1503.8 |
1510.3 |
+5.3 |
4,750 |
58,066 |
+3,378 |
Oct11 |
110425 |
1513.5 |
1520.0 |
1506.8 |
1511.5 |
+5.4 |
86 |
6,185 |
+13 |
Dec11 |
110425 |
1513.0 |
1522.5 |
1507.0 |
1512.6 |
+5.4 |
1,133 |
36,924 |
+276 |
Feb12 |
110425 |
1515.9 |
1522.4 |
1508.1 |
1514.1 |
+5.4 |
145 |
6,922 |
+16 |
Apr12 |
110425 |
1524.0 |
1524.0 |
1511.2 |
1515.8 |
+5.4 |
26 |
5,391 |
+20 |
Jun12 |
110425 |
1526.2 |
1526.2 |
1518.0 |
1518.0 |
+5.5 |
20 |
8,317 |
-116 |
Aug12 |
110425 |
1520.3 |
1520.3 |
1520.3 |
1520.3 |
+5.5 |
0 |
2,792 |
+0 |
Oct12 |
110425 |
1523.7 |
1523.7 |
1523.7 |
1523.7 |
+5.6 |
5 |
3,347 |
+3 |
Dec12 |
110425 |
1530.1 |
1536.8 |
1521.5 |
1527.8 |
+5.4 |
290 |
12,281 |
-60 |
Feb13 |
110425 |
1545.3 |
1545.3 |
1532.6 |
1532.6 |
+5.3 |
0 |
104 |
+0 |
Total Volume and Open Interest |
155,371 |
537,767 |
-179 |
Silver(CMX) |
May11 |
110425 |
4725.0 |
4982.0 |
4564.5 |
4714.9 |
+109.0 |
141,351 |
46,839 |
-3,677 |
Jul11 |
110425 |
4713.0 |
4984.5 |
4567.0 |
4717.3 |
+109.6 |
23,359 |
49,863 |
+2,498 |
Sep11 |
110425 |
4650.5 |
4951.0 |
4584.0 |
4717.8 |
+109.9 |
2,376 |
9,271 |
+286 |
Dec11 |
110425 |
4715.0 |
4981.0 |
4576.0 |
4718.4 |
+110.3 |
1,686 |
18,001 |
+84 |
Mar12 |
110425 |
4766.5 |
4918.5 |
4624.5 |
4715.1 |
+109.3 |
381 |
1,677 |
+157 |
May12 |
110425 |
4775.5 |
4909.5 |
4609.0 |
4713.1 |
+108.9 |
29 |
475 |
+11 |
Jul12 |
110425 |
4766.0 |
4946.5 |
4700.0 |
4710.9 |
+108.9 |
29 |
1,492 |
+2 |
Total Volume and Open Interest |
170,342 |
144,301 |
-680 |
Platinum(NYMEX) |
Apr11 |
110425 |
1847.0 |
1847.0 |
1835.1 |
1835.1 |
+1.4 |
5 |
72 |
+0 |
Jul11 |
110425 |
1821.3 |
1844.9 |
1811.1 |
1828.1 |
+7.4 |
6,306 |
34,801 |
+861 |
Oct11 |
110425 |
1824.5 |
1843.8 |
1824.5 |
1831.8 |
+7.6 |
9 |
1,276 |
-3 |
Jan12 |
110425 |
1833.8 |
1833.8 |
1833.8 |
1833.8 |
+7.3 |
1 |
21 |
+1 |
Total Volume and Open Interest |
6,365 |
36,246 |
+894 |
Palladium(NYMEX) |
Jun11 |
110425 |
773.00 |
777.45 |
749.15 |
760.80 |
-8.25 |
6,401 |
19,954 |
+43 |
Sep11 |
110425 |
777.30 |
777.30 |
757.60 |
762.30 |
-8.25 |
43 |
897 |
+19 |
Dec11 |
110425 |
774.15 |
774.15 |
763.40 |
763.40 |
-8.65 |
0 |
337 |
+0 |
Total Volume and Open Interest |
6,445 |
21,192 |
+63 |
Copper(CMX) |
May11 |
110425 |
439.90 |
440.05 |
426.00 |
430.30 |
-9.70 |
38,834 |
27,268 |
-3,330 |
Jul11 |
110425 |
441.15 |
441.95 |
428.00 |
432.35 |
-9.55 |
15,987 |
66,413 |
+1,512 |
Sep11 |
110425 |
440.15 |
440.50 |
430.00 |
433.85 |
-9.60 |
1,237 |
21,069 |
+374 |
Dec11 |
110425 |
444.00 |
444.00 |
431.05 |
434.90 |
-9.65 |
780 |
8,589 |
-217 |
Mar12 |
110425 |
435.35 |
435.35 |
435.35 |
435.35 |
-9.65 |
67 |
2,559 |
+2 |
Total Volume and Open Interest |
58,528 |
130,845 |
-1,538 |
DJIA Index(CBOT) |
Jun11 |
110425 |
12430 |
12468 |
12395 |
12427 |
-7 |
728 |
14,878 |
-40 |
Sep11 |
110425 |
12358 |
12364 |
12358 |
12358 |
-6 |
1 |
11 |
+0 |
Dec11 |
110425 |
12291 |
12297 |
12291 |
12291 |
-6 |
0 |
1 |
+0 |
Mar12 |
110425 |
12233 |
12239 |
12233 |
12233 |
-6 |
|
|
|
Total Volume and Open Interest |
729 |
14,890 |
-40 |
S & P 500(CME) |
Jun11 |
110425 |
1330.80 |
1335.40 |
1327.30 |
1330.80 |
-0.20 |
19,179 |
306,872 |
-2,419 |
Sep11 |
110425 |
1326.00 |
1327.20 |
1322.70 |
1325.50 |
-0.20 |
2 |
6,188 |
-21 |
Dec11 |
110425 |
1320.00 |
1321.80 |
1317.30 |
1320.00 |
-0.30 |
0 |
2,725 |
-5 |
Mar12 |
110425 |
1315.40 |
1317.20 |
1312.70 |
1315.40 |
-0.30 |
|
|
|
Total Volume and Open Interest |
19,181 |
315,790 |
-2,445 |
S & P 500 E-Mini(Globex) |
Jun11 |
110425 |
1330.75 |
1331.00 |
1330.50 |
1331.00 |
unch |
|
|
|
Sep11 |
110425 |
1325.25 |
1329.25 |
1323.00 |
1325.50 |
-0.25 |
1,301 |
12,720 |
+80 |
Total Volume and Open Interest |
1,873,615 |
2,709,915 |
+1,447 |
NASDAQ 100(CME) |
Jun11 |
110425 |
2372.80 |
2382.00 |
2372.00 |
2377.50 |
+2.00 |
2,858 |
15,956 |
+1,586 |
Sep11 |
110425 |
2373.50 |
2378.00 |
2373.50 |
2373.50 |
+2.00 |
0 |
3 |
+0 |
Dec11 |
110425 |
2370.00 |
2372.00 |
2369.00 |
2370.00 |
+2.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,858 |
15,961 |
+1,586 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110425 |
2373.00 |
2382.30 |
2371.80 |
2377.50 |
+2.00 |
307,353 |
343,666 |
+28,493 |
Sep11 |
110425 |
2375.50 |
2377.80 |
2367.50 |
2373.50 |
+2.00 |
214 |
651 |
+14 |
Total Volume and Open Interest |
307,570 |
344,334 |
+28,508 |
S & P Midcap 400(CME) |
Jun11 |
110425 |
991.70 |
992.50 |
991.70 |
991.70 |
+0.70 |
291 |
1,809 |
+291 |
Sep11 |
110425 |
989.50 |
990.30 |
989.50 |
989.50 |
+0.70 |
|
|
|
Dec11 |
110425 |
987.90 |
988.70 |
987.90 |
987.90 |
+0.70 |
|
|
|
Total Volume and Open Interest |
291 |
1,809 |
+291 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110425 |
9680 |
9760 |
9645 |
9670 |
+5 |
8,072 |
55,629 |
-175 |
Sep11 |
110425 |
9700 |
9700 |
9695 |
9700 |
+5 |
0 |
11 |
+0 |
Total Volume and Open Interest |
8,072 |
55,640 |
-175 |
Nikkei 225(SGX) |
Jun11 |
110425 |
9680 |
9750 |
9655 |
9670 |
-10 |
88,364 |
232,828 |
+961 |
Sep11 |
110425 |
9705 |
9710 |
9665 |
9665 |
-10 |
5 |
1,356 |
+6 |
Dec11 |
110425 |
9615 |
9615 |
9615 |
9615 |
-5 |
500 |
5,859 |
+0 |
Total Volume and Open Interest |
88,933 |
245,354 |
+946 |
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 |
110425 |
102.44 |
102.44 |
90.34 |
95.64 |
-2.50 |
409 |
12,003 |
-37 |
Jun11 |
110425 |
103.94 |
103.94 |
93.64 |
97.24 |
-2.00 |
2 |
0 |
+0 |
Jul11 |
110425 |
94.24 |
100.64 |
90.64 |
94.24 |
-0.40 |
|
|
|
Total Volume and Open Interest |
411 |
12,003 |
-37 |
Reuters CCI(ICE) |
Jun11 |
110425 |
367.30 |
367.30 |
367.30 |
367.30 |
-0.90 |
|
|
|
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. |
|
|