|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri April 29, 2011 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May11 |
110429 |
1348.00 |
1393.50 |
1341.75 |
1392.75 |
+42.50 |
53,492 |
38,180 |
-16,468 |
| Jul11 |
110429 |
1352.00 |
1395.00 |
1345.50 |
1394.00 |
+40.50 |
114,040 |
254,585 |
+5,863 |
| Aug11 |
110429 |
1350.50 |
1392.50 |
1348.00 |
1391.25 |
+39.50 |
4,820 |
17,413 |
-153 |
| Sep11 |
110429 |
1342.00 |
1381.50 |
1338.00 |
1381.50 |
+37.50 |
2,799 |
15,969 |
+469 |
| Nov11 |
110429 |
1337.50 |
1375.25 |
1331.50 |
1374.25 |
+36.50 |
29,830 |
198,821 |
+2,059 |
| Jan12 |
110429 |
1343.00 |
1382.00 |
1341.50 |
1381.00 |
+36.00 |
1,860 |
22,558 |
+714 |
| Mar12 |
110429 |
1342.00 |
1381.00 |
1342.00 |
1381.00 |
+35.50 |
1,135 |
14,106 |
+575 |
| Total Volume and Open Interest |
209,584 |
587,043 |
-6,525 |
| Soybean Meal(CBOT) |
| May11 |
110429 |
348.70 |
359.50 |
348.50 |
358.10 |
+9.40 |
27,278 |
9,890 |
-4,023 |
| Jul11 |
110429 |
354.20 |
364.00 |
352.60 |
363.60 |
+9.40 |
46,157 |
98,163 |
+3,484 |
| Aug11 |
110429 |
354.40 |
364.40 |
353.60 |
364.10 |
+9.50 |
6,008 |
27,344 |
-477 |
| Sep11 |
110429 |
354.10 |
363.20 |
352.40 |
362.90 |
+9.50 |
4,088 |
16,710 |
+828 |
| Oct11 |
110429 |
350.10 |
359.20 |
347.00 |
359.20 |
+10.00 |
2,300 |
14,033 |
+25 |
| Dec11 |
110429 |
349.70 |
359.10 |
348.80 |
359.10 |
+10.30 |
13,722 |
50,505 |
+2,758 |
| Jan12 |
110429 |
353.00 |
360.30 |
350.00 |
360.30 |
+10.30 |
206 |
3,462 |
+50 |
| Mar12 |
110429 |
356.30 |
361.60 |
351.60 |
361.60 |
+10.00 |
135 |
3,246 |
-9 |
| Total Volume and Open Interest |
100,492 |
229,631 |
+2,854 |
| Soybean Oil(CBOT) |
| May11 |
110429 |
56.55 |
58.13 |
56.49 |
58.13 |
+1.70 |
30,185 |
18,922 |
-11,353 |
| Jul11 |
110429 |
57.05 |
58.60 |
56.89 |
58.58 |
+1.65 |
56,650 |
161,460 |
+619 |
| Aug11 |
110429 |
57.30 |
58.83 |
57.20 |
58.83 |
+1.64 |
4,262 |
26,133 |
+550 |
| Sep11 |
110429 |
57.60 |
59.09 |
57.52 |
59.09 |
+1.65 |
3,812 |
20,210 |
+546 |
| Oct11 |
110429 |
57.55 |
59.16 |
57.50 |
59.16 |
+1.67 |
1,720 |
13,763 |
+269 |
| Dec11 |
110429 |
57.79 |
59.38 |
57.68 |
59.38 |
+1.68 |
11,865 |
79,662 |
+2,555 |
| Jan12 |
110429 |
58.16 |
59.57 |
58.06 |
59.57 |
+1.67 |
158 |
4,831 |
+130 |
| Mar12 |
110429 |
58.08 |
59.55 |
58.08 |
59.55 |
+1.67 |
87 |
4,250 |
-22 |
| Total Volume and Open Interest |
109,761 |
333,812 |
-6,313 |
| Canola(WCE) |
| May11 |
110429 |
553.0 |
567.0 |
552.6 |
561.0 |
+8.7 |
7,055 |
3,494 |
-4,213 |
| Jul11 |
110429 |
562.0 |
573.9 |
550.2 |
567.4 |
+5.6 |
12,298 |
81,743 |
+3,939 |
| Nov11 |
110429 |
558.2 |
569.8 |
547.5 |
563.6 |
+4.5 |
2,547 |
76,743 |
-572 |
| Jan12 |
110429 |
567.3 |
575.0 |
567.0 |
571.0 |
+4.8 |
37 |
5,872 |
+10 |
| Mar12 |
110429 |
573.5 |
573.5 |
573.5 |
573.5 |
+5.2 |
3 |
1,154 |
+3 |
| Total Volume and Open Interest |
22,240 |
171,252 |
-815 |
| Corn(CBOT) |
| May11 |
110429 |
723.25 |
758.50 |
719.75 |
754.00 |
+31.00 |
160,696 |
97,438 |
-50,785 |
| Jul11 |
110429 |
729.25 |
761.50 |
726.00 |
756.50 |
+27.25 |
235,959 |
678,712 |
+10,272 |
| Sep11 |
110429 |
685.00 |
717.00 |
681.25 |
716.00 |
+31.75 |
22,455 |
156,004 |
+3,594 |
| Dec11 |
110429 |
637.50 |
670.50 |
632.50 |
669.50 |
+32.00 |
77,204 |
449,783 |
-5,126 |
| Mar12 |
110429 |
648.25 |
680.00 |
645.50 |
680.00 |
+31.50 |
7,681 |
71,422 |
+150 |
| May12 |
110429 |
656.50 |
688.00 |
655.75 |
688.00 |
+31.00 |
2,811 |
15,344 |
+312 |
| Total Volume and Open Interest |
513,040 |
1,552,608 |
-40,125 |
| Wheat(CBOT) |
| May11 |
110429 |
743.00 |
769.25 |
736.50 |
769.25 |
+26.25 |
18,882 |
13,411 |
-8,642 |
| Jul11 |
110429 |
778.50 |
806.50 |
766.00 |
801.25 |
+23.75 |
76,160 |
228,788 |
+368 |
| Sep11 |
110429 |
822.75 |
851.00 |
811.25 |
846.50 |
+24.25 |
7,584 |
70,122 |
-547 |
| Dec11 |
110429 |
866.25 |
892.25 |
854.50 |
888.00 |
+23.50 |
14,803 |
102,243 |
-16 |
| Mar12 |
110429 |
886.50 |
921.75 |
886.25 |
919.00 |
+25.50 |
1,227 |
13,102 |
+94 |
| Total Volume and Open Interest |
120,580 |
462,725 |
-7,883 |
| Wheat(KCBT) |
| May11 |
110429 |
868.00 |
893.25 |
865.00 |
893.00 |
+22.75 |
10,382 |
11,396 |
-3,976 |
| Jul11 |
110429 |
881.25 |
908.00 |
871.25 |
902.00 |
+22.00 |
24,960 |
94,441 |
-519 |
| Sep11 |
110429 |
902.75 |
926.25 |
891.25 |
920.50 |
+21.75 |
5,866 |
30,234 |
+327 |
| Dec11 |
110429 |
920.25 |
946.50 |
911.00 |
942.00 |
+24.00 |
8,817 |
36,167 |
+1,483 |
| Mar12 |
110429 |
932.50 |
963.75 |
932.50 |
957.75 |
+25.50 |
257 |
4,426 |
+15 |
| Total Volume and Open Interest |
50,690 |
183,935 |
-2,445 |
| Wheat(MGE) |
| May11 |
110429 |
919.75 |
952.50 |
916.25 |
945.25 |
+28.50 |
3,336 |
4,508 |
-922 |
| Jul11 |
110429 |
923.50 |
955.00 |
915.00 |
948.00 |
+24.25 |
5,867 |
21,800 |
+781 |
| Sep11 |
110429 |
920.00 |
950.75 |
912.00 |
947.00 |
+26.75 |
1,605 |
16,365 |
+164 |
| Dec11 |
110429 |
921.50 |
960.00 |
920.25 |
954.75 |
+26.75 |
1,786 |
12,933 |
-210 |
| Mar12 |
110429 |
931.50 |
969.00 |
931.25 |
966.25 |
+28.25 |
261 |
2,479 |
+81 |
| Total Volume and Open Interest |
12,994 |
60,577 |
-30 |
| Oats(CBOT) |
| May11 |
110429 |
341.50 |
350.75 |
339.00 |
342.50 |
+3.50 |
673 |
883 |
-125 |
| Jul11 |
110429 |
347.75 |
362.25 |
343.25 |
352.50 |
+2.50 |
1,576 |
9,544 |
-32 |
| Sep11 |
110429 |
355.75 |
366.00 |
355.50 |
360.00 |
+4.50 |
36 |
250 |
+15 |
| Dec11 |
110429 |
364.25 |
375.00 |
360.00 |
368.00 |
+5.50 |
501 |
2,830 |
+122 |
| Total Volume and Open Interest |
2,786 |
13,512 |
-20 |
| Rough Rice(CBOT) |
| May11 |
110429 |
14.12 |
14.81 |
14.12 |
14.81 |
+0.69 |
904 |
2,494 |
-427 |
| Jul11 |
110429 |
14.45 |
14.93 |
14.43 |
14.93 |
+0.50 |
1,737 |
16,039 |
+390 |
| Sep11 |
110429 |
15.25 |
15.74 |
15.24 |
15.74 |
+0.50 |
397 |
4,695 |
+192 |
| Nov11 |
110429 |
15.55 |
16.04 |
15.55 |
16.04 |
+0.50 |
101 |
924 |
+39 |
| Total Volume and Open Interest |
3,139 |
24,646 |
+194 |
| Live Cattle(CME) |
| Apr11 |
110429 |
117.250 |
117.730 |
116.350 |
117.050 |
-0.100 |
2,654 |
2,230 |
-1,809 |
| Jun11 |
110429 |
113.350 |
114.035 |
112.885 |
113.350 |
+0.170 |
26,224 |
150,440 |
-3,692 |
| Aug11 |
110429 |
115.580 |
116.430 |
115.285 |
115.700 |
-0.100 |
9,742 |
91,981 |
+338 |
| Oct11 |
110429 |
120.580 |
121.230 |
120.150 |
120.730 |
unch |
6,400 |
57,162 |
+1,422 |
| Dec11 |
110429 |
122.600 |
123.200 |
122.385 |
122.900 |
+0.100 |
4,820 |
42,332 |
+1,201 |
| Feb12 |
110429 |
122.700 |
123.350 |
122.500 |
123.200 |
+0.100 |
1,085 |
11,905 |
+30 |
| Total Volume and Open Interest |
51,434 |
362,191 |
-2,149 |
| Feeder Cattle(CME) |
| May11 |
110429 |
131.380 |
132.435 |
131.350 |
131.900 |
+0.520 |
1,589 |
7,254 |
-555 |
| Aug11 |
110429 |
136.035 |
136.785 |
135.850 |
135.950 |
-0.180 |
2,989 |
24,325 |
+422 |
| Sep11 |
110429 |
137.185 |
137.630 |
136.685 |
136.935 |
-0.015 |
631 |
4,650 |
-24 |
| Oct11 |
110429 |
137.000 |
137.800 |
136.950 |
137.300 |
-0.025 |
531 |
2,996 |
+220 |
| Nov11 |
110429 |
137.000 |
137.650 |
136.750 |
137.235 |
+0.135 |
178 |
1,353 |
-8 |
| Jan12 |
110429 |
135.575 |
136.000 |
135.575 |
135.600 |
unch |
10 |
323 |
+1 |
| Mar12 |
110429 |
134.000 |
134.100 |
134.000 |
134.100 |
+0.200 |
1 |
25 |
+0 |
| Total Volume and Open Interest |
5,929 |
40,926 |
+56 |
| Lean Hogs(CME) |
| May11 |
110429 |
95.850 |
96.300 |
94.480 |
95.285 |
-1.515 |
1,203 |
4,462 |
-445 |
| Jun11 |
110429 |
96.080 |
96.480 |
94.680 |
95.230 |
-1.270 |
19,045 |
79,565 |
-3,429 |
| Jul11 |
110429 |
97.035 |
97.200 |
95.635 |
96.400 |
-1.100 |
3,921 |
30,811 |
-380 |
| Aug11 |
110429 |
97.550 |
97.700 |
96.180 |
97.230 |
-0.570 |
4,273 |
35,174 |
-51 |
| Oct11 |
110429 |
88.980 |
89.100 |
87.580 |
89.035 |
-0.165 |
2,006 |
32,791 |
+272 |
| Dec11 |
110429 |
85.080 |
85.300 |
83.850 |
85.230 |
-0.070 |
3,158 |
27,180 |
+17 |
| Feb12 |
110429 |
85.930 |
86.230 |
85.080 |
86.000 |
-0.250 |
418 |
6,858 |
+116 |
| Apr12 |
110429 |
87.135 |
87.500 |
86.450 |
87.300 |
unch |
323 |
3,963 |
+105 |
| Total Volume and Open Interest |
34,396 |
222,845 |
-3,789 |
| Class III Milk(CME) |
| Apr11 |
110429 |
16.87 |
16.87 |
16.87 |
16.87 |
+0.07 |
38 |
5,452 |
-7 |
| May11 |
110429 |
16.27 |
16.49 |
16.20 |
16.41 |
+0.14 |
180 |
5,370 |
-83 |
| Jun11 |
110429 |
17.15 |
17.38 |
16.96 |
17.33 |
+0.15 |
146 |
4,687 |
+4 |
| Jul11 |
110429 |
17.54 |
17.75 |
17.44 |
17.73 |
+0.13 |
33 |
3,423 |
-1 |
| Aug11 |
110429 |
17.76 |
17.97 |
17.65 |
17.97 |
+0.11 |
28 |
3,237 |
+1 |
| Total Volume and Open Interest |
623 |
35,734 |
+55 |
| Cocoa(ICE) |
| May11 |
110429 |
3350 |
3424 |
3350 |
3390 |
+60 |
9 |
356 |
+0 |
| Jul11 |
110429 |
3282 |
3348 |
3270 |
3340 |
+60 |
11,463 |
73,831 |
+2,013 |
| Sep11 |
110429 |
3286 |
3351 |
3277 |
3345 |
+59 |
1,426 |
23,993 |
+4 |
| Dec11 |
110429 |
3294 |
3361 |
3291 |
3358 |
+53 |
694 |
23,474 |
+29 |
| Mar12 |
110429 |
3387 |
3401 |
3384 |
3398 |
+52 |
373 |
22,958 |
-109 |
| May12 |
110429 |
3367 |
3387 |
3367 |
3387 |
+52 |
4 |
5,854 |
+2 |
| Jul12 |
110429 |
3369 |
3385 |
3361 |
3385 |
+45 |
28 |
1,524 |
+0 |
| Total Volume and Open Interest |
14,103 |
156,567 |
+1,960 |
| Coffee "C"(ICE) |
| May11 |
110429 |
295.90 |
300.00 |
294.60 |
299.35 |
+0.75 |
88 |
607 |
-80 |
| Jul11 |
110429 |
298.30 |
301.50 |
294.70 |
299.85 |
+0.65 |
7,014 |
70,790 |
+96 |
| Sep11 |
110429 |
300.90 |
303.95 |
297.30 |
302.50 |
+0.65 |
1,271 |
19,333 |
-178 |
| Dec11 |
110429 |
304.40 |
305.55 |
299.80 |
304.80 |
+0.55 |
690 |
18,402 |
+112 |
| Mar12 |
110429 |
300.00 |
305.00 |
300.00 |
304.55 |
+1.00 |
390 |
3,904 |
+157 |
| May12 |
110429 |
298.40 |
303.00 |
298.40 |
302.85 |
+0.80 |
165 |
2,225 |
+79 |
| Total Volume and Open Interest |
9,787 |
116,938 |
+240 |
| Orange Juice(ICE) |
| May11 |
110429 |
176.00 |
178.00 |
175.10 |
176.55 |
+2.45 |
753 |
1,442 |
-554 |
| Jul11 |
110429 |
167.05 |
169.65 |
167.05 |
168.70 |
+2.50 |
1,293 |
22,341 |
+99 |
| Sep11 |
110429 |
165.00 |
165.40 |
164.35 |
164.95 |
+1.60 |
45 |
1,910 |
+12 |
| Nov11 |
110429 |
162.25 |
162.90 |
162.20 |
162.20 |
+1.50 |
11 |
1,594 |
+5 |
| Jan12 |
110429 |
161.00 |
161.35 |
161.00 |
161.00 |
+1.20 |
21 |
192 |
+20 |
| Mar12 |
110429 |
161.20 |
161.20 |
161.20 |
161.20 |
+1.20 |
0 |
66 |
+0 |
| Total Volume and Open Interest |
2,123 |
27,639 |
-418 |
| Sugar #11(ICE) |
| May11 |
110429 |
24.09 |
24.15 |
22.81 |
23.38 |
-0.54 |
51,185 |
30,314 |
-20,334 |
| Jul11 |
110429 |
22.48 |
22.61 |
21.75 |
22.25 |
-0.26 |
57,370 |
272,417 |
-5,507 |
| Oct11 |
110429 |
23.00 |
23.00 |
22.22 |
22.65 |
-0.27 |
16,565 |
127,282 |
+3,240 |
| Mar12 |
110429 |
23.53 |
23.61 |
22.88 |
23.24 |
-0.27 |
6,455 |
73,800 |
+1,279 |
| May12 |
110429 |
23.25 |
23.32 |
22.69 |
23.08 |
-0.23 |
2,438 |
20,609 |
+282 |
| Total Volume and Open Interest |
139,453 |
578,053 |
-19,493 |
| London Cocoa(LCE) |
| May11 |
110428 |
1918 |
1975 |
1903 |
1975 |
+59 |
2,799 |
38,542 |
-1,307 |
| Jul11 |
110428 |
1935 |
1992 |
1917 |
1981 |
+54 |
4,103 |
56,766 |
+558 |
| Sep11 |
110428 |
1950 |
2007 |
1933 |
1993 |
+49 |
1,366 |
29,418 |
+36 |
| Dec11 |
110428 |
1968 |
2028 |
1957 |
2015 |
+50 |
746 |
30,525 |
+33 |
| Mar12 |
110428 |
1992 |
2040 |
1975 |
2030 |
+47 |
333 |
27,195 |
+154 |
| May12 |
110428 |
1998 |
2042 |
1996 |
2042 |
+46 |
54 |
7,752 |
+34 |
| Jul12 |
110428 |
2049 |
2049 |
2049 |
2049 |
+44 |
0 |
3,954 |
+0 |
| Total Volume and Open Interest |
9,401 |
204,427 |
-492 |
| London Sugar(LCE) |
| Aug11 |
110428 |
624.30 |
624.70 |
605.00 |
615.10 |
-11.40 |
2,124 |
23,393 |
-490 |
| Oct11 |
110428 |
607.10 |
607.60 |
589.50 |
601.50 |
-7.70 |
740 |
7,937 |
-4 |
| Dec11 |
110428 |
608.90 |
611.00 |
595.00 |
607.40 |
-6.30 |
317 |
2,641 |
+219 |
| Mar12 |
110428 |
600.30 |
608.70 |
594.80 |
608.60 |
-3.60 |
177 |
1,777 |
+56 |
| May12 |
110428 |
588.50 |
600.60 |
588.50 |
600.60 |
-0.20 |
4 |
1,073 |
+0 |
| Total Volume and Open Interest |
3,362 |
37,494 |
-219 |
| Cotton(ICE) |
| May11 |
110429 |
172.98 |
178.86 |
170.76 |
178.78 |
+5.96 |
634 |
5,350 |
-324 |
| Jul11 |
110429 |
152.65 |
158.02 |
147.80 |
158.02 |
+6.00 |
11,762 |
72,935 |
-708 |
| Oct11 |
110429 |
141.80 |
146.00 |
138.00 |
145.80 |
+2.74 |
75 |
478 |
+9 |
| Dec11 |
110429 |
126.57 |
131.20 |
125.14 |
130.93 |
+4.35 |
6,767 |
60,428 |
+343 |
| Mar12 |
110429 |
118.33 |
123.58 |
118.09 |
123.30 |
+4.18 |
1,130 |
8,204 |
+474 |
| May12 |
110429 |
111.80 |
116.72 |
111.80 |
116.72 |
+4.37 |
172 |
2,310 |
-9 |
| Total Volume and Open Interest |
20,628 |
154,763 |
-189 |
| Lumber(CME) |
| May11 |
110429 |
231.7 |
239.5 |
229.0 |
237.0 |
+4.5 |
343 |
1,565 |
-216 |
| Jul11 |
110429 |
253.0 |
264.2 |
252.1 |
263.9 |
+9.7 |
434 |
5,803 |
+113 |
| Sep11 |
110429 |
270.0 |
279.9 |
270.0 |
279.9 |
+10.0 |
112 |
1,478 |
+26 |
| Nov11 |
110429 |
272.0 |
276.5 |
272.0 |
276.5 |
+10.0 |
25 |
410 |
+11 |
| Total Volume and Open Interest |
917 |
9,269 |
-66 |
| Crude Oil(NYM) |
| Jun11 |
110429 |
112.82 |
114.18 |
112.25 |
113.93 |
+1.07 |
338,697 |
348,610 |
+1,617 |
| Jul11 |
110429 |
113.31 |
114.66 |
112.74 |
114.43 |
+1.09 |
72,191 |
199,608 |
+6,173 |
| Aug11 |
110429 |
113.51 |
114.92 |
113.04 |
114.71 |
+1.09 |
38,777 |
75,336 |
+2,377 |
| Sep11 |
110429 |
113.55 |
115.03 |
113.19 |
114.83 |
+1.08 |
27,464 |
75,107 |
+2,843 |
| Oct11 |
110429 |
113.35 |
114.84 |
113.35 |
114.82 |
+1.07 |
12,679 |
41,680 |
+746 |
| Nov11 |
110429 |
113.48 |
115.00 |
113.48 |
114.78 |
+1.07 |
8,956 |
35,616 |
-13 |
| Dec11 |
110429 |
113.68 |
114.95 |
113.20 |
114.73 |
+1.06 |
46,105 |
186,829 |
+1,098 |
| Jan12 |
110429 |
113.50 |
114.58 |
113.14 |
114.58 |
+1.06 |
2,218 |
37,416 |
-91 |
| Feb12 |
110429 |
113.77 |
114.38 |
113.22 |
114.38 |
+1.07 |
1,737 |
17,606 |
-288 |
| Mar12 |
110429 |
112.78 |
114.16 |
112.78 |
114.16 |
+1.07 |
2,339 |
30,461 |
-188 |
| Apr12 |
110429 |
113.47 |
114.07 |
113.30 |
113.92 |
+1.07 |
2,326 |
14,452 |
+528 |
| May12 |
110429 |
112.99 |
113.65 |
112.57 |
113.65 |
+1.08 |
2,668 |
13,597 |
+673 |
| Jun12 |
110429 |
112.65 |
113.50 |
112.29 |
113.35 |
+1.07 |
7,666 |
71,169 |
+1,028 |
| Jul12 |
110429 |
112.95 |
112.95 |
112.95 |
112.95 |
+1.07 |
1,467 |
17,255 |
+177 |
| Aug12 |
110429 |
112.54 |
112.54 |
112.54 |
112.54 |
+1.07 |
1,458 |
12,054 |
+1,198 |
| Sep12 |
110429 |
111.27 |
112.19 |
111.27 |
112.19 |
+1.08 |
595 |
12,605 |
+248 |
| Total Volume and Open Interest |
609,202 |
1,581,277 |
+27,573 |
| 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 |
110426 |
112.125 |
112.625 |
111.150 |
112.200 |
-0.075 |
8,000 |
2,896 |
+106 |
| Jul11 |
110429 |
113.250 |
114.500 |
112.825 |
114.425 |
+1.075 |
512 |
611 |
+53 |
| Aug11 |
110429 |
113.125 |
114.700 |
113.125 |
114.700 |
+1.075 |
93 |
86 |
+2 |
| Sep11 |
110429 |
113.700 |
115.000 |
113.700 |
114.825 |
+1.075 |
10 |
54 |
-5 |
| Oct11 |
110429 |
114.825 |
114.825 |
114.825 |
114.825 |
+1.075 |
0 |
44 |
+0 |
| Nov11 |
110429 |
114.000 |
114.775 |
114.000 |
114.775 |
+1.075 |
0 |
17 |
+0 |
| Dec11 |
110429 |
113.675 |
114.725 |
113.675 |
114.725 |
+1.050 |
1 |
319 |
-1 |
| Jan12 |
110429 |
113.700 |
114.575 |
113.700 |
114.575 |
+1.050 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
12,652 |
4,482 |
+393 |
| Heating Oil(NYM) |
| May11 |
110429 |
323.16 |
327.00 |
322.77 |
325.58 |
+2.42 |
22,922 |
16,913 |
-5,220 |
| Jun11 |
110429 |
324.80 |
328.10 |
323.73 |
327.58 |
+2.99 |
55,111 |
114,053 |
+4,468 |
| Jul11 |
110429 |
325.85 |
329.48 |
325.20 |
329.15 |
+2.96 |
12,528 |
48,763 |
+969 |
| Aug11 |
110429 |
327.39 |
331.10 |
327.39 |
330.74 |
+2.89 |
8,907 |
27,471 |
+492 |
| Sep11 |
110429 |
330.02 |
332.59 |
330.00 |
332.36 |
+2.85 |
5,043 |
20,385 |
-39 |
| Oct11 |
110429 |
330.44 |
334.00 |
330.44 |
333.83 |
+2.80 |
4,028 |
10,048 |
-86 |
| Nov11 |
110429 |
334.14 |
335.33 |
332.97 |
335.25 |
+2.76 |
2,845 |
8,610 |
+268 |
| Dec11 |
110429 |
333.08 |
336.75 |
333.08 |
336.62 |
+2.74 |
10,703 |
30,705 |
+616 |
| Jan12 |
110429 |
335.90 |
337.99 |
335.90 |
337.99 |
+2.71 |
1,233 |
10,864 |
-17 |
| Feb12 |
110429 |
337.01 |
338.21 |
337.01 |
338.06 |
+2.67 |
231 |
4,623 |
+69 |
| Mar12 |
110429 |
335.00 |
336.76 |
334.78 |
336.61 |
+2.63 |
614 |
2,980 |
+267 |
| Apr12 |
110429 |
332.55 |
334.22 |
332.55 |
334.15 |
+2.62 |
98 |
949 |
-3 |
| Total Volume and Open Interest |
126,256 |
314,079 |
+2,206 |
| Gasoline(NYMEX) |
| May11 |
110429 |
343.00 |
348.00 |
342.01 |
346.48 |
+3.50 |
31,073 |
16,370 |
-7,007 |
| Jun11 |
110429 |
336.96 |
340.25 |
335.24 |
339.84 |
+2.88 |
70,338 |
98,746 |
+2,733 |
| Jul11 |
110429 |
331.21 |
335.22 |
330.70 |
334.94 |
+2.64 |
29,553 |
48,691 |
+765 |
| Aug11 |
110429 |
327.59 |
330.73 |
327.03 |
330.62 |
+2.31 |
19,601 |
25,882 |
+1,493 |
| Sep11 |
110429 |
324.02 |
326.72 |
323.20 |
326.62 |
+2.19 |
11,204 |
23,269 |
+586 |
| Oct11 |
110429 |
308.59 |
310.84 |
307.93 |
310.76 |
+2.20 |
6,070 |
19,302 |
+13 |
| Nov11 |
110429 |
305.10 |
306.89 |
304.39 |
306.88 |
+2.22 |
1,960 |
7,557 |
+10 |
| Dec11 |
110429 |
301.62 |
305.04 |
301.15 |
304.93 |
+2.37 |
4,266 |
25,942 |
+434 |
| Jan12 |
110429 |
304.82 |
304.82 |
304.82 |
304.82 |
+2.44 |
1,093 |
6,256 |
-347 |
| Feb12 |
110429 |
306.04 |
306.04 |
306.04 |
306.04 |
+2.46 |
1,269 |
2,644 |
-26 |
| Total Volume and Open Interest |
178,566 |
294,846 |
-416 |
| e-miNY RBOB Gasoline(NYM) |
| Jun11 |
110429 |
339.80 |
339.84 |
339.80 |
339.80 |
+2.80 |
0 |
2 |
+0 |
| Jul11 |
110429 |
334.90 |
334.94 |
334.90 |
334.90 |
+2.60 |
0 |
1 |
+0 |
| Aug11 |
110429 |
330.60 |
330.62 |
330.60 |
330.60 |
+2.30 |
0 |
1 |
+0 |
| Sep11 |
110429 |
326.60 |
326.62 |
326.60 |
326.60 |
+2.20 |
|
|
|
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Natural Gas(NYM) |
| Jun11 |
110429 |
4.570 |
4.705 |
4.555 |
4.698 |
+0.127 |
77,136 |
148,157 |
+1,195 |
| Jul11 |
110429 |
4.643 |
4.766 |
4.618 |
4.761 |
+0.128 |
25,280 |
207,491 |
-173 |
| Aug11 |
110429 |
4.674 |
4.809 |
4.665 |
4.802 |
+0.125 |
10,038 |
69,829 |
+2,425 |
| Sep11 |
110429 |
4.684 |
4.815 |
4.677 |
4.809 |
+0.120 |
5,300 |
75,127 |
+536 |
| Oct11 |
110429 |
4.720 |
4.850 |
4.715 |
4.844 |
+0.117 |
9,079 |
85,943 |
+456 |
| Nov11 |
110429 |
4.900 |
4.975 |
4.857 |
4.969 |
+0.108 |
4,404 |
38,711 |
+685 |
| Dec11 |
110429 |
5.066 |
5.173 |
5.060 |
5.165 |
+0.099 |
2,484 |
30,808 |
+300 |
| Jan12 |
110429 |
5.174 |
5.283 |
5.174 |
5.276 |
+0.096 |
4,754 |
84,092 |
+173 |
| Feb12 |
110429 |
5.170 |
5.260 |
5.160 |
5.252 |
+0.093 |
1,258 |
16,999 |
-206 |
| Mar12 |
110429 |
5.103 |
5.184 |
5.085 |
5.175 |
+0.086 |
2,180 |
32,797 |
+421 |
| Apr12 |
110429 |
4.918 |
5.007 |
4.917 |
5.002 |
+0.073 |
1,606 |
31,872 |
+91 |
| May12 |
110429 |
4.952 |
5.022 |
4.948 |
5.013 |
+0.068 |
202 |
9,928 |
-24 |
| Jun12 |
110429 |
4.977 |
5.043 |
4.977 |
5.043 |
+0.068 |
126 |
5,849 |
+51 |
| Jul12 |
110429 |
5.025 |
5.081 |
5.025 |
5.081 |
+0.066 |
40 |
5,188 |
+15 |
| Aug12 |
110429 |
5.048 |
5.106 |
5.048 |
5.106 |
+0.066 |
4 |
5,652 |
+0 |
| Sep12 |
110429 |
5.071 |
5.115 |
5.070 |
5.115 |
+0.065 |
44 |
5,197 |
+27 |
| Total Volume and Open Interest |
144,433 |
926,370 |
-3,783 |
| Brent Crude Oil(ICE) |
| Jun11 |
110429 |
124.90 |
126.10 |
124.25 |
125.89 |
+0.87 |
209,507 |
214,688 |
-8,731 |
| Jul11 |
110429 |
124.61 |
125.81 |
123.95 |
125.62 |
+0.89 |
81,816 |
136,995 |
+2,440 |
| Aug11 |
110429 |
124.05 |
125.48 |
123.76 |
125.30 |
+0.89 |
41,977 |
52,438 |
+1,483 |
| Sep11 |
110429 |
123.68 |
125.07 |
123.27 |
124.90 |
+0.90 |
28,141 |
45,536 |
-818 |
| Oct11 |
110429 |
123.23 |
124.66 |
123.18 |
124.50 |
+0.90 |
15,243 |
32,423 |
+2,971 |
| Nov11 |
110429 |
122.85 |
124.26 |
122.53 |
124.11 |
+0.89 |
7,254 |
19,492 |
-1,478 |
| Dec11 |
110429 |
122.49 |
123.87 |
122.17 |
123.71 |
+0.88 |
34,096 |
99,307 |
+361 |
| Jan12 |
110429 |
123.12 |
123.35 |
123.04 |
123.35 |
+0.88 |
3,273 |
18,592 |
-238 |
| Feb12 |
110429 |
122.99 |
122.99 |
122.99 |
122.99 |
+0.88 |
3,520 |
14,855 |
-26 |
| Mar12 |
110429 |
122.62 |
122.62 |
122.62 |
122.62 |
+0.88 |
4,812 |
29,576 |
-32 |
| Apr12 |
110429 |
122.20 |
122.20 |
122.20 |
122.20 |
+0.87 |
1,912 |
5,941 |
+25 |
| May12 |
110429 |
121.74 |
121.74 |
121.74 |
121.74 |
+0.85 |
899 |
5,895 |
+108 |
| Jun12 |
110429 |
119.85 |
121.35 |
119.85 |
121.27 |
+0.84 |
3,948 |
35,299 |
+62 |
| Jul12 |
110429 |
120.79 |
120.79 |
120.79 |
120.79 |
+0.84 |
441 |
2,354 |
+51 |
| Total Volume and Open Interest |
455,433 |
834,658 |
-5,439 |
| Gas Oil(ICE) |
| May11 |
110429 |
1029.25 |
1038.75 |
1025.00 |
1033.50 |
-4.75 |
53,551 |
98,295 |
-6,501 |
| Jun11 |
110429 |
1031.75 |
1041.75 |
1027.50 |
1036.25 |
-4.75 |
83,640 |
125,674 |
-409 |
| Jul11 |
110429 |
1031.50 |
1044.00 |
1030.50 |
1039.00 |
-5.00 |
16,738 |
60,438 |
-3,272 |
| Aug11 |
110429 |
1036.00 |
1046.00 |
1035.50 |
1041.25 |
-5.00 |
6,310 |
32,254 |
+798 |
| Sep11 |
110429 |
1037.75 |
1048.50 |
1037.75 |
1043.25 |
-5.25 |
4,615 |
47,131 |
-350 |
| Oct11 |
110429 |
1040.00 |
1048.00 |
1039.50 |
1044.75 |
-5.50 |
3,370 |
33,380 |
-109 |
| Nov11 |
110429 |
1044.50 |
1048.25 |
1043.00 |
1044.75 |
-5.50 |
3,021 |
22,232 |
+450 |
| Dec11 |
110429 |
1040.50 |
1049.75 |
1039.75 |
1045.25 |
-5.25 |
13,123 |
61,343 |
-875 |
| Jan12 |
110429 |
1047.00 |
1050.25 |
1045.00 |
1047.00 |
-5.00 |
1,744 |
25,988 |
+203 |
| Feb12 |
110429 |
1046.00 |
1047.00 |
1044.00 |
1046.00 |
-5.00 |
544 |
6,812 |
+86 |
| Total Volume and Open Interest |
190,922 |
599,916 |
-9,689 |
| Ethanol(CBOT) |
| Apr11 |
110405 |
2.695 |
2.710 |
2.695 |
2.706 |
-0.009 |
94 |
259 |
-79 |
| May11 |
110429 |
2.630 |
2.655 |
2.600 |
2.649 |
+0.086 |
53 |
383 |
-19 |
| Jun11 |
110429 |
2.609 |
2.652 |
2.595 |
2.650 |
+0.091 |
396 |
1,082 |
+152 |
| Jul11 |
110429 |
2.610 |
2.659 |
2.601 |
2.652 |
+0.089 |
496 |
1,073 |
-79 |
| Aug11 |
110429 |
2.610 |
2.659 |
2.610 |
2.652 |
+0.090 |
287 |
855 |
+33 |
| Sep11 |
110429 |
2.581 |
2.631 |
2.581 |
2.614 |
+0.082 |
198 |
958 |
-41 |
| Oct11 |
110429 |
2.505 |
2.510 |
2.495 |
2.501 |
+0.080 |
244 |
889 |
-58 |
| Nov11 |
110429 |
2.436 |
2.453 |
2.435 |
2.441 |
+0.080 |
68 |
600 |
+22 |
| Total Volume and Open Interest |
1,817 |
7,374 |
+40 |
| WTI Crude Oil(ICE |
| Jun11 |
110429 |
112.84 |
114.19 |
112.28 |
113.93 |
+1.07 |
81,316 |
94,124 |
-2,682 |
| Jul11 |
110429 |
113.19 |
114.65 |
112.80 |
114.43 |
+1.09 |
24,010 |
71,615 |
-651 |
| Aug11 |
110429 |
113.27 |
114.91 |
113.07 |
114.71 |
+1.09 |
11,762 |
30,080 |
+772 |
| Sep11 |
110429 |
113.26 |
115.01 |
113.25 |
114.83 |
+1.08 |
8,887 |
29,494 |
+926 |
| Oct11 |
110429 |
113.42 |
115.00 |
113.42 |
114.82 |
+1.07 |
5,538 |
19,506 |
+347 |
| Nov11 |
110429 |
113.66 |
114.96 |
113.66 |
114.78 |
+1.07 |
3,307 |
15,673 |
+220 |
| Dec11 |
110429 |
113.28 |
114.91 |
113.28 |
114.73 |
+1.06 |
19,993 |
88,196 |
-1,237 |
| Jan12 |
110429 |
113.49 |
114.58 |
113.49 |
114.58 |
+1.06 |
533 |
12,269 |
+7 |
| Feb12 |
110429 |
113.30 |
114.38 |
113.30 |
114.38 |
+1.07 |
439 |
3,302 |
+85 |
| Mar12 |
110429 |
114.16 |
114.16 |
114.16 |
114.16 |
+1.07 |
1,119 |
10,808 |
+79 |
| Apr12 |
110429 |
113.92 |
113.92 |
113.92 |
113.92 |
+1.07 |
325 |
3,482 |
+96 |
| May12 |
110429 |
113.65 |
113.65 |
113.65 |
113.65 |
+1.08 |
281 |
2,057 |
+43 |
| Jun12 |
110429 |
112.70 |
113.35 |
112.70 |
113.35 |
+1.07 |
1,910 |
26,420 |
-25 |
| Jul12 |
110429 |
112.95 |
112.95 |
112.95 |
112.95 |
+1.07 |
91 |
1,376 |
+15 |
| Aug12 |
110429 |
112.54 |
112.54 |
112.54 |
112.54 |
+1.07 |
84 |
844 |
+17 |
| Sep12 |
110429 |
112.19 |
112.19 |
112.19 |
112.19 |
+1.08 |
98 |
4,124 |
+6 |
| Total Volume and Open Interest |
172,238 |
516,341 |
+236 |
| US Dollar Index(ICE) |
| Jun11 |
110429 |
73.255 |
73.380 |
73.015 |
73.107 |
-0.202 |
31,592 |
50,170 |
-827 |
| Sep11 |
110429 |
73.685 |
73.750 |
73.500 |
73.533 |
-0.202 |
54 |
683 |
-11 |
| Dec11 |
110429 |
73.997 |
73.997 |
73.997 |
73.997 |
-0.202 |
1 |
2 |
+1 |
| Total Volume and Open Interest |
31,647 |
50,856 |
-837 |
| Australian Dollar(CME) |
| Jun11 |
110429 |
108.67 |
109.20 |
108.23 |
109.13 |
+0.65 |
85,357 |
141,204 |
-1,409 |
| Sep11 |
110429 |
107.32 |
107.81 |
106.99 |
107.78 |
+0.65 |
204 |
843 |
+47 |
| Dec11 |
110429 |
106.51 |
106.51 |
105.88 |
106.51 |
+0.63 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
85,561 |
142,106 |
-1,362 |
| British Pound(CME) |
| Jun11 |
110429 |
166.35 |
167.15 |
166.15 |
167.01 |
+0.68 |
127,699 |
120,283 |
+2,310 |
| Sep11 |
110429 |
166.55 |
166.78 |
166.09 |
166.77 |
+0.68 |
134 |
492 |
+20 |
| Dec11 |
110429 |
166.12 |
166.50 |
165.82 |
166.50 |
+0.68 |
0 |
36 |
+0 |
| Total Volume and Open Interest |
127,833 |
120,816 |
+2,330 |
| Canadian Dollar(CME) |
| Jun11 |
110429 |
105.04 |
105.78 |
104.60 |
105.62 |
+0.59 |
75,558 |
132,227 |
-1,062 |
| Sep11 |
110429 |
104.75 |
105.42 |
104.38 |
105.35 |
+0.59 |
253 |
3,051 |
+171 |
| Dec11 |
110429 |
104.55 |
105.10 |
104.37 |
105.03 |
+0.58 |
7 |
2,477 |
-2 |
| Mar12 |
110429 |
104.25 |
104.70 |
104.10 |
104.70 |
+0.60 |
0 |
258 |
+0 |
| Total Volume and Open Interest |
75,819 |
138,047 |
-892 |
| Japanese Yen(CME) |
| Jun11 |
110429 |
122.66 |
123.42 |
122.48 |
123.30 |
+0.58 |
130,835 |
112,810 |
+223 |
| Sep11 |
110429 |
122.78 |
123.43 |
122.68 |
123.38 |
+0.58 |
516 |
1,598 |
+183 |
| Dec11 |
110429 |
122.90 |
123.50 |
122.90 |
123.50 |
+0.58 |
4 |
126 |
+1 |
| Total Volume and Open Interest |
131,355 |
114,541 |
+407 |
| Swiss Franc(CME) |
| Jun11 |
110429 |
114.49 |
115.96 |
114.34 |
115.81 |
+1.23 |
51,763 |
73,141 |
+1,679 |
| Sep11 |
110429 |
115.31 |
115.95 |
114.63 |
115.86 |
+1.23 |
44 |
168 |
+7 |
| Dec11 |
110429 |
115.40 |
115.86 |
114.66 |
115.86 |
+1.20 |
8 |
15 |
+4 |
| Total Volume and Open Interest |
51,815 |
73,325 |
+1,690 |
| EuroFX(CME) |
| Jun11 |
110429 |
148.07 |
148.62 |
147.81 |
148.20 |
+0.18 |
313,572 |
247,403 |
+2,061 |
| Sep11 |
110429 |
147.80 |
148.08 |
147.38 |
147.74 |
+0.18 |
734 |
3,129 |
-68 |
| Dec11 |
110429 |
147.35 |
147.35 |
147.08 |
147.26 |
+0.18 |
3 |
85 |
+0 |
| Total Volume and Open Interest |
314,311 |
250,993 |
+1,993 |
| Mexican Peso(CME) |
| May11 |
110429 |
868.2 |
868.2 |
863.5 |
868.2 |
+4.8 |
|
|
|
| Jun11 |
110429 |
862.0 |
866.8 |
860.5 |
866.2 |
+4.8 |
19,996 |
171,176 |
+335 |
| Total Volume and Open Interest |
19,997 |
171,312 |
+335 |
| 30-Year T-Bonds(CBOT) |
| Jun11 |
110429 |
122~110 |
122~130 |
122~000 |
122~120 |
+0~080 |
|
|
|
| Sep11 |
110429 |
120~230 |
121~040 |
120~160 |
120~290 |
+0~080 |
1,599 |
3,879 |
+1,292 |
| Dec11 |
110429 |
119~140 |
119~140 |
119~060 |
119~140 |
+0~080 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
273,682 |
578,564 |
+2,869 |
| 10-Year T-Notes(CBOT) |
| Jun11 |
110429 |
120~300 |
121~070 |
120~250 |
121~045 |
+0~060 |
934,592 |
1,637,673 |
-14,364 |
| Sep11 |
110429 |
119~145 |
119~230 |
119~145 |
119~220 |
+0~065 |
2,358 |
10,301 |
+2,205 |
| Dec11 |
110429 |
118~220 |
118~220 |
118~155 |
118~220 |
+0~065 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
936,950 |
1,647,978 |
-12,159 |
| 5-Year T-Notes(CBOT) |
| Jun11 |
110429 |
118~040 |
118~066 |
118~031 |
118~060 |
+0~015 |
667,891 |
1,451,194 |
+31,121 |
| Sep11 |
110429 |
117~029 |
117~029 |
117~014 |
117~029 |
+0~015 |
708 |
4,427 |
+570 |
| Dec11 |
110429 |
116~053 |
116~053 |
116~038 |
116~053 |
+0~015 |
|
|
|
| Total Volume and Open Interest |
668,599 |
1,455,621 |
+31,691 |
| 2 Year T-Notes(CBOT) |
| Jun11 |
110429 |
109~069 |
109~075 |
109~065 |
109~072 |
+0~002 |
279,588 |
1,052,423 |
+1,856 |
| Sep11 |
110429 |
109~013 |
109~013 |
109~011 |
109~013 |
+0~002 |
1,301 |
6,795 |
+298 |
| Dec11 |
110429 |
108~079 |
108~079 |
108~077 |
108~079 |
+0~002 |
6 |
20 |
+0 |
| Total Volume and Open Interest |
280,895 |
1,059,238 |
+2,154 |
| Eurodollars(CME) |
| Jun11 |
110429 |
99.705 |
99.710 |
99.705 |
99.705 |
unch |
175,593 |
1,040,155 |
+6,431 |
| Sep11 |
110429 |
99.650 |
99.655 |
99.645 |
99.645 |
-0.005 |
209,892 |
1,452,710 |
+9,771 |
| Dec11 |
110429 |
99.550 |
99.560 |
99.535 |
99.540 |
-0.015 |
322,835 |
1,609,357 |
+19,955 |
| Mar12 |
110429 |
99.390 |
99.405 |
99.370 |
99.385 |
-0.010 |
304,805 |
1,525,580 |
+9,900 |
| Jun12 |
110429 |
99.135 |
99.155 |
99.110 |
99.140 |
-0.005 |
377,748 |
1,205,961 |
+16,879 |
| Sep12 |
110429 |
98.815 |
98.850 |
98.790 |
98.835 |
+0.005 |
270,480 |
677,549 |
+6,050 |
| Dec12 |
110429 |
98.490 |
98.535 |
98.460 |
98.520 |
+0.015 |
243,049 |
549,766 |
+12,385 |
| Mar13 |
110429 |
98.205 |
98.260 |
98.180 |
98.245 |
+0.020 |
198,450 |
345,923 |
+4,899 |
| Jun13 |
110429 |
97.940 |
97.995 |
97.910 |
97.980 |
+0.025 |
122,435 |
273,635 |
-240 |
| Sep13 |
110429 |
97.670 |
97.735 |
97.650 |
97.715 |
+0.025 |
86,004 |
253,484 |
-92 |
| Dec13 |
110429 |
97.405 |
97.475 |
97.385 |
97.450 |
+0.025 |
60,971 |
187,047 |
+2,139 |
| Mar14 |
110429 |
97.170 |
97.245 |
97.155 |
97.220 |
+0.030 |
54,015 |
175,684 |
+2,639 |
| Jun14 |
110429 |
96.945 |
97.010 |
96.925 |
96.990 |
+0.035 |
20,025 |
106,377 |
-1,368 |
| Sep14 |
110429 |
96.725 |
96.785 |
96.705 |
96.765 |
+0.035 |
13,687 |
59,366 |
+294 |
| Dec14 |
110429 |
96.505 |
96.560 |
96.485 |
96.540 |
+0.040 |
13,804 |
74,307 |
+462 |
| Mar15 |
110429 |
96.310 |
96.360 |
96.295 |
96.345 |
+0.040 |
11,275 |
55,127 |
-543 |
| Jun15 |
110429 |
4.375 |
4.420 |
4.355 |
4.405 |
+0.040 |
7,428 |
39,795 |
+475 |
| Sep15 |
110429 |
4.190 |
4.240 |
4.180 |
4.225 |
+0.040 |
7,422 |
37,628 |
-500 |
| Total Volume and Open Interest |
2,534,635 |
9,864,640 |
+91,144 |
| 30 Day Federal Funds(CBOT) |
| Apr11 |
110429 |
99.900 |
99.902 |
99.900 |
99.900 |
unch |
4,173 |
81,139 |
+689 |
| May11 |
110429 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
3,148 |
82,019 |
-158 |
| Jun11 |
110429 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
4,418 |
56,503 |
+705 |
| Jul11 |
110429 |
99.865 |
99.875 |
99.865 |
99.870 |
+0.005 |
4,485 |
47,829 |
+291 |
| Aug11 |
110429 |
99.845 |
99.860 |
99.845 |
99.855 |
+0.010 |
4,984 |
43,646 |
-300 |
| Sep11 |
110429 |
99.835 |
99.850 |
99.835 |
99.845 |
+0.010 |
3,198 |
35,126 |
-26 |
| Total Volume and Open Interest |
67,705 |
703,311 |
+7,741 |
| 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 |
110429 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
750 |
+0 |
| Sep11 |
110429 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
| Dec11 |
110429 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
| Mar12 |
110429 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
| Jun12 |
110429 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
| Sep12 |
110429 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
| Dec12 |
110429 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
| Mar13 |
110429 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
| Jun13 |
110429 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
| Sep13 |
110429 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
825 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Jun11 |
110429 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
5,402 |
+0 |
| Sep11 |
110429 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,533 |
+0 |
| Dec11 |
110429 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
9 |
1,944 |
+0 |
| Mar12 |
110429 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
3,672 |
+0 |
| Jun12 |
110429 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
| Sep12 |
110429 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
| Dec12 |
110429 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
| Mar13 |
110429 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
9 |
14,241 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Jun11 |
110428 |
139.83 |
140.80 |
139.76 |
140.07 |
+0.15 |
1,654 |
13,254 |
+739 |
| Sep11 |
110428 |
139.17 |
139.17 |
139.17 |
139.17 |
+0.15 |
0 |
1 |
+0 |
| Dec11 |
110428 |
137.08 |
137.08 |
137.08 |
137.08 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
1,654 |
13,255 |
+739 |
| Euro-Bund(EUREX) |
| Jun11 |
110427 |
122.52 |
122.55 |
121.89 |
121.99 |
-0.52 |
782,295 |
897,866 |
+8,278 |
| Sep11 |
110429 |
122.29 |
122.60 |
122.26 |
122.57 |
+0.25 |
5,493 |
11,914 |
+4,749 |
| Dec11 |
110429 |
121.82 |
121.82 |
121.82 |
121.82 |
+0.25 |
|
|
|
| Total Volume and Open Interest |
790,988 |
892,930 |
+7,690 |
| Euro-Bobl(EUREX) |
| Jun11 |
110426 |
115.12 |
115.24 |
115.00 |
115.18 |
+0.43 |
574,118 |
781,605 |
-8,826 |
| Sep11 |
110429 |
114.43 |
114.57 |
114.43 |
114.57 |
+0.17 |
81 |
20,088 |
+71 |
| Dec11 |
110429 |
114.79 |
114.79 |
114.79 |
114.79 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
421,213 |
813,893 |
+17,840 |
| 3-Mth Euribor(EUREX) |
| Jun11 |
110429 |
98.440 |
98.440 |
98.440 |
98.440 |
-0.005 |
2 |
6,567 |
+0 |
| Sep11 |
110429 |
98.180 |
98.180 |
98.180 |
98.180 |
-0.010 |
25 |
2,670 |
-20 |
| Dec11 |
110429 |
97.950 |
97.965 |
97.950 |
97.965 |
-0.005 |
222 |
1,101 |
+6 |
| Total Volume and Open Interest |
252 |
12,688 |
-14 |
| Long Gilt(LIFFE) |
| Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
66,199 |
329,696 |
-26,275 |
| Sep11 |
110428 |
117~29 |
117~29 |
117~29 |
117~29 |
+0~25 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
66,199 |
329,706 |
-26,275 |
| 3-Mth Short Sterling(LIFFE) |
| Jun11 |
110428 |
99.15 |
99.16 |
99.14 |
99.15 |
+0.01 |
61,024 |
492,330 |
+10,004 |
| Sep11 |
110428 |
99.00 |
99.03 |
99.00 |
99.03 |
+0.04 |
119,919 |
453,078 |
+19,937 |
| Dec11 |
110428 |
98.80 |
98.85 |
98.79 |
98.84 |
+0.06 |
98,556 |
445,083 |
+6,115 |
| Mar12 |
110428 |
98.59 |
98.65 |
98.57 |
98.63 |
+0.08 |
68,737 |
395,425 |
+11,340 |
| Jun12 |
110428 |
98.33 |
98.40 |
98.31 |
98.38 |
+0.10 |
68,285 |
314,980 |
-2,232 |
| Sep12 |
110428 |
98.05 |
98.13 |
98.03 |
98.11 |
+0.11 |
39,975 |
194,337 |
-8,533 |
| Total Volume and Open Interest |
520,778 |
2,686,719 |
+25,782 |
| 3-Mth Euribor(LIFFE) |
| Jun11 |
110429 |
98.455 |
98.455 |
98.435 |
98.440 |
-0.005 |
144,683 |
766,987 |
+9,851 |
| Sep11 |
110429 |
98.195 |
98.195 |
98.165 |
98.180 |
-0.010 |
111,337 |
715,852 |
-9,518 |
| Dec11 |
110429 |
97.970 |
97.975 |
97.935 |
97.965 |
-0.005 |
119,296 |
691,520 |
+45,255 |
| Total Volume and Open Interest |
725,391 |
3,912,519 |
+94,489 |
| 3-Mth Aus T-Bills(SFE) |
| Jun11 |
110429 |
95.03 |
95.04 |
95.01 |
95.02 |
-0.01 |
16,809 |
163,675 |
-10,658 |
| Sep11 |
110429 |
94.95 |
94.97 |
94.93 |
94.95 |
unch |
43,846 |
220,794 |
-16,985 |
| Dec11 |
110429 |
94.85 |
94.88 |
94.85 |
94.86 |
unch |
20,687 |
146,287 |
+2,735 |
| Mar12 |
110429 |
94.76 |
94.79 |
94.75 |
94.77 |
+0.01 |
9,498 |
74,607 |
+1,573 |
| Jun12 |
110429 |
94.68 |
94.70 |
94.67 |
94.68 |
+0.01 |
4,194 |
47,172 |
+1,106 |
| Sep12 |
110429 |
94.57 |
94.60 |
94.57 |
94.59 |
+0.01 |
3,306 |
47,483 |
+204 |
| Dec12 |
110429 |
94.48 |
94.52 |
94.48 |
94.52 |
+0.03 |
836 |
19,475 |
-190 |
| Mar13 |
110429 |
94.45 |
94.47 |
94.45 |
94.47 |
+0.04 |
586 |
10,828 |
+86 |
| Jun13 |
110429 |
94.41 |
94.41 |
94.41 |
94.41 |
+0.05 |
0 |
1,050 |
+0 |
| Sep13 |
110429 |
94.28 |
94.35 |
94.28 |
94.35 |
+0.08 |
0 |
900 |
+0 |
| Total Volume and Open Interest |
99,762 |
733,128 |
-22,129 |
| 10-Year Aus T-Bonds(SFE) |
| Jun11 |
110429 |
94.55 |
94.58 |
94.53 |
94.56 |
+0.01 |
60,831 |
378,615 |
+1,214 |
| Sep11 |
110429 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
60,831 |
378,615 |
+1,214 |
| 3-Year Aus T-Bonds(SFE) |
| Jun11 |
110429 |
94.87 |
94.92 |
94.85 |
94.89 |
+0.02 |
175,711 |
604,933 |
+99,497 |
| Sep11 |
110429 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
175,711 |
604,933 |
+39,473 |
| Gold(CMX) |
| Jun11 |
110429 |
1535.3 |
1569.8 |
1532.1 |
1556.4 |
+25.2 |
170,035 |
352,958 |
+6,009 |
| Aug11 |
110429 |
1537.8 |
1570.0 |
1533.8 |
1557.7 |
+25.2 |
4,834 |
66,738 |
+1,767 |
| Oct11 |
110429 |
1536.5 |
1566.0 |
1536.5 |
1558.9 |
+25.3 |
108 |
6,169 |
+12 |
| Dec11 |
110429 |
1539.0 |
1572.5 |
1535.5 |
1560.0 |
+25.3 |
1,144 |
37,933 |
-162 |
| Feb12 |
110429 |
1540.0 |
1571.8 |
1538.1 |
1561.4 |
+25.3 |
672 |
7,072 |
+134 |
| Apr12 |
110429 |
1558.5 |
1565.0 |
1558.5 |
1563.0 |
+25.3 |
2 |
5,151 |
+0 |
| Jun12 |
110429 |
1546.2 |
1573.1 |
1546.2 |
1564.9 |
+25.3 |
186 |
8,732 |
+77 |
| Aug12 |
110429 |
1567.0 |
1567.0 |
1567.0 |
1567.0 |
+25.4 |
25 |
2,956 |
+25 |
| Oct12 |
110429 |
1569.8 |
1569.8 |
1569.8 |
1569.8 |
+25.2 |
0 |
3,272 |
+0 |
| Dec12 |
110429 |
1549.7 |
1581.2 |
1549.7 |
1573.4 |
+24.9 |
386 |
12,043 |
-294 |
| Feb13 |
110429 |
1577.7 |
1577.7 |
1577.7 |
1577.7 |
+25.0 |
0 |
104 |
+0 |
| Total Volume and Open Interest |
178,337 |
537,619 |
+7,487 |
| Silver(CMX) |
| May11 |
110429 |
4846.0 |
4919.0 |
4754.0 |
4858.4 |
+106.4 |
170,297 |
10,963 |
-15,927 |
| Jul11 |
110429 |
4849.0 |
4921.0 |
4755.0 |
4859.9 |
+105.8 |
127,848 |
76,355 |
+7,827 |
| Sep11 |
110429 |
4828.5 |
4919.0 |
4757.0 |
4860.9 |
+105.5 |
3,495 |
9,764 |
+266 |
| Dec11 |
110429 |
4823.0 |
4921.5 |
4758.0 |
4861.2 |
+105.2 |
3,141 |
17,398 |
+29 |
| Mar12 |
110429 |
4857.0 |
4867.5 |
4780.0 |
4856.9 |
+104.5 |
187 |
2,014 |
+85 |
| May12 |
110429 |
4832.5 |
4876.5 |
4832.5 |
4852.9 |
+104.0 |
80 |
531 |
+5 |
| Jul12 |
110429 |
4860.0 |
4860.0 |
4816.0 |
4848.6 |
+103.6 |
21 |
1,604 |
-7 |
| Total Volume and Open Interest |
311,933 |
135,763 |
-7,578 |
| Platinum(NYMEX) |
| Jul11 |
110429 |
1841.8 |
1882.0 |
1841.0 |
1865.5 |
+25.6 |
4,101 |
35,521 |
-189 |
| Oct11 |
110429 |
1846.3 |
1883.4 |
1846.3 |
1868.8 |
+25.2 |
96 |
1,368 |
+70 |
| Jan12 |
110429 |
1852.5 |
1884.2 |
1852.5 |
1870.8 |
+25.2 |
0 |
23 |
+0 |
| Apr12 |
110429 |
1875.0 |
1875.0 |
1872.8 |
1872.8 |
+25.2 |
1 |
22 |
-1 |
| Total Volume and Open Interest |
4,200 |
36,958 |
-152 |
| Palladium(NYMEX) |
| Jun11 |
110429 |
775.30 |
797.80 |
775.30 |
792.15 |
+16.85 |
2,234 |
19,657 |
+159 |
| Sep11 |
110429 |
786.50 |
798.15 |
783.50 |
793.75 |
+16.80 |
75 |
1,332 |
+56 |
| Dec11 |
110429 |
790.20 |
795.15 |
790.20 |
795.15 |
+16.80 |
7 |
342 |
+4 |
| Total Volume and Open Interest |
2,318 |
21,335 |
+218 |
| Copper(CMX) |
| May11 |
110429 |
425.20 |
426.50 |
414.95 |
416.55 |
-7.95 |
35,042 |
11,430 |
-3,877 |
| Jul11 |
110429 |
426.25 |
428.40 |
415.80 |
417.90 |
-8.25 |
30,117 |
80,336 |
+4,209 |
| Sep11 |
110429 |
428.95 |
428.95 |
417.70 |
419.50 |
-8.25 |
1,589 |
23,016 |
+588 |
| Dec11 |
110429 |
428.10 |
428.10 |
419.00 |
421.05 |
-8.20 |
805 |
8,724 |
-137 |
| Mar12 |
110429 |
427.45 |
427.80 |
420.00 |
421.95 |
-8.15 |
224 |
2,736 |
-28 |
| Total Volume and Open Interest |
70,480 |
132,738 |
+1,889 |
| DJIA Index(CBOT) |
| Jun11 |
110429 |
12705 |
12796 |
12688 |
12756 |
+48 |
344 |
21,690 |
-23 |
| Sep11 |
110429 |
12679 |
12687 |
12679 |
12687 |
+48 |
6 |
9 |
-2 |
| Dec11 |
110429 |
12620 |
12620 |
12572 |
12620 |
+48 |
0 |
1 |
+0 |
| Mar12 |
110429 |
12562 |
12562 |
12514 |
12562 |
+48 |
|
|
|
| Total Volume and Open Interest |
350 |
21,700 |
-25 |
| S & P 500(CME) |
| Jun11 |
110429 |
1354.60 |
1363.70 |
1352.80 |
1359.70 |
+4.80 |
17,502 |
314,746 |
+1,308 |
| Sep11 |
110429 |
1352.80 |
1358.60 |
1351.60 |
1354.40 |
+4.80 |
45 |
6,134 |
+1 |
| Dec11 |
110429 |
1349.00 |
1353.20 |
1349.00 |
1349.00 |
+4.80 |
100 |
3,594 |
+100 |
| Mar12 |
110429 |
1344.40 |
1348.60 |
1344.40 |
1344.40 |
+4.80 |
|
|
|
| Total Volume and Open Interest |
17,647 |
324,479 |
+1,409 |
| S & P 500 E-Mini(Globex) |
| Jun11 |
110429 |
1355.00 |
1363.75 |
1352.75 |
1359.75 |
+5.50 |
|
|
|
| Sep11 |
110429 |
1350.00 |
1358.25 |
1347.75 |
1354.50 |
+5.00 |
1,104 |
17,329 |
+533 |
| Total Volume and Open Interest |
1,387,399 |
2,771,732 |
+25,978 |
| NASDAQ 100(CME) |
| Jun11 |
110429 |
2399.50 |
2413.00 |
2398.30 |
2400.80 |
-1.00 |
2,742 |
20,479 |
+2,100 |
| Sep11 |
110429 |
2404.00 |
2407.00 |
2397.00 |
2397.00 |
-1.00 |
1 |
2 |
-1 |
| Dec11 |
110429 |
2393.50 |
2406.00 |
2393.50 |
2393.50 |
-1.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2,743 |
20,483 |
+2,099 |
| NASDAQ 100 E-Mini(Globex) |
| Jun11 |
110429 |
2401.00 |
2412.50 |
2397.30 |
2400.80 |
-1.00 |
213,497 |
379,858 |
+15,382 |
| Sep11 |
110429 |
2393.30 |
2406.80 |
2393.30 |
2397.00 |
-1.00 |
53 |
912 |
-24 |
| Total Volume and Open Interest |
213,550 |
380,787 |
+15,358 |
| S & P Midcap 400(CME) |
| Jun11 |
110429 |
1014.50 |
1017.00 |
1013.00 |
1013.50 |
+3.80 |
0 |
2,117 |
+0 |
| Sep11 |
110429 |
1011.30 |
1011.50 |
1011.30 |
1011.30 |
+3.80 |
|
|
|
| Dec11 |
110429 |
1009.70 |
1009.90 |
1009.70 |
1009.70 |
+3.80 |
|
|
|
| Total Volume and Open Interest |
0 |
2,117 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun11 |
110429 |
9945 |
9945 |
9945 |
9945 |
+10 |
7,327 |
55,564 |
+55,564 |
| Sep11 |
110429 |
9975 |
9975 |
9965 |
9975 |
+10 |
1 |
12 |
+1 |
| Total Volume and Open Interest |
7,328 |
55,576 |
-230 |
| Nikkei 225(SGX) |
| Jun11 |
110428 |
9695 |
9875 |
9680 |
9860 |
+145 |
67,935 |
230,973 |
-1,074 |
| Sep11 |
110428 |
9720 |
9860 |
9720 |
9860 |
+150 |
30 |
1,368 |
+15 |
| Dec11 |
110428 |
9805 |
9805 |
9805 |
9805 |
+150 |
400 |
6,259 |
+0 |
| Total Volume and Open Interest |
69,272 |
244,329 |
-1,040 |
| CAC 40(EURONEXT) |
| May11 |
110429 |
4036.5 |
4061.5 |
4030.0 |
4054.0 |
+17.5 |
112,821 |
318,571 |
+20,030 |
| Jun11 |
110429 |
3993.5 |
4015.5 |
3989.0 |
4010.5 |
+17.5 |
216 |
26,734 |
+69 |
| Jul11 |
110429 |
4008.5 |
4008.5 |
4008.5 |
4008.5 |
+17.5 |
|
|
|
| Total Volume and Open Interest |
113,037 |
345,306 |
+20,099 |
| Hang Seng Index(HKFE) |
| Apr11 |
110428 |
24040 |
24161 |
23945 |
23953 |
+128 |
113,608 |
60,697 |
-22,200 |
| May11 |
110429 |
23553 |
23667 |
23452 |
23485 |
-115 |
76,532 |
87,207 |
+33,471 |
| Jun11 |
110429 |
23424 |
23510 |
23311 |
23338 |
-118 |
1,105 |
7,305 |
+422 |
| Total Volume and Open Interest |
177,628 |
126,718 |
+4,177 |
| DAX(EUREX) |
| Jun11 |
110429 |
7495.5 |
7548.5 |
7484.0 |
7529.5 |
+35.0 |
109,498 |
175,218 |
-1,150 |
| Sep11 |
110429 |
7526.0 |
7574.0 |
7514.0 |
7557.0 |
+36.0 |
414 |
5,935 |
+23 |
| Dec11 |
110429 |
7553.0 |
7605.5 |
7545.0 |
7588.5 |
+36.0 |
14 |
687 |
-4 |
| Total Volume and Open Interest |
109,926 |
181,840 |
-1,131 |
| FT-SE 100(EURONEXT) |
| Jun11 |
110428 |
6060.00 |
6061.50 |
6019.00 |
6033.00 |
-6.00 |
80,132 |
660,803 |
+3,040 |
| Sep11 |
110428 |
6016.00 |
6024.00 |
5998.00 |
5998.00 |
-6.00 |
8 |
556 |
-5 |
| Dec11 |
110428 |
5977.50 |
5977.50 |
5977.50 |
5977.50 |
-6.00 |
0 |
165 |
-2 |
| Total Volume and Open Interest |
80,140 |
661,524 |
+3,033 |
| SPI 200(SFE) |
| Jun11 |
110429 |
4868.0 |
4891.0 |
4796.0 |
4808.0 |
-65.0 |
29,775 |
189,865 |
-878 |
| Sep11 |
110429 |
4850.0 |
4850.0 |
4797.0 |
4797.0 |
-66.0 |
78 |
3,602 |
+50 |
| Dec11 |
110429 |
4820.0 |
4820.0 |
4820.0 |
4820.0 |
-66.0 |
3 |
2,598 |
+3 |
| Total Volume and Open Interest |
30,444 |
197,794 |
-444 |
| GSCI(CME) |
| May11 |
110429 |
96.14 |
104.34 |
94.64 |
103.64 |
+8.50 |
76 |
11,927 |
-21 |
| Jun11 |
110429 |
97.84 |
105.94 |
95.64 |
105.24 |
+8.40 |
2 |
0 |
+0 |
| Jul11 |
110429 |
102.64 |
103.64 |
93.64 |
102.64 |
+8.00 |
|
|
|
| Total Volume and Open Interest |
78 |
11,927 |
-21 |
| Reuters CCI(ICE) |
| Jun11 |
110429 |
371.40 |
371.40 |
371.40 |
371.40 |
+4.20 |
|
|
|
| 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. |
|
|
