|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed May 04, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110504 |
1362.25 |
1362.25 |
1344.00 |
1350.50 |
-8.75 |
5,234 |
7,768 |
-2,389 |
Jul11 |
110504 |
1363.75 |
1367.50 |
1347.25 |
1352.00 |
-11.75 |
71,429 |
267,432 |
+2,124 |
Aug11 |
110504 |
1364.50 |
1366.75 |
1346.50 |
1350.75 |
-12.75 |
3,227 |
18,268 |
+101 |
Sep11 |
110504 |
1356.00 |
1359.25 |
1339.25 |
1343.50 |
-14.25 |
1,542 |
16,838 |
+67 |
Nov11 |
110504 |
1353.75 |
1355.50 |
1334.00 |
1338.50 |
-15.75 |
16,476 |
200,515 |
+586 |
Jan12 |
110504 |
1361.75 |
1361.75 |
1342.25 |
1346.50 |
-15.25 |
731 |
22,712 |
+59 |
Mar12 |
110504 |
1361.00 |
1362.50 |
1344.00 |
1346.25 |
-15.00 |
633 |
14,311 |
+204 |
Total Volume and Open Interest |
100,321 |
574,019 |
+1,060 |
Soybean Meal(CBOT) |
May11 |
110504 |
348.00 |
349.60 |
346.60 |
347.60 |
-1.90 |
5,362 |
3,340 |
-1,318 |
Jul11 |
110504 |
355.10 |
355.80 |
351.40 |
352.50 |
-2.40 |
33,171 |
99,383 |
-689 |
Aug11 |
110504 |
356.30 |
356.80 |
352.60 |
353.50 |
-2.50 |
2,326 |
27,751 |
-161 |
Sep11 |
110504 |
354.30 |
354.90 |
351.20 |
351.90 |
-3.00 |
2,741 |
16,568 |
-177 |
Oct11 |
110504 |
351.60 |
351.60 |
346.60 |
347.40 |
-4.20 |
692 |
14,160 |
-5 |
Dec11 |
110504 |
352.70 |
353.00 |
346.70 |
347.50 |
-4.50 |
4,352 |
50,836 |
-118 |
Jan12 |
110504 |
353.20 |
353.20 |
348.00 |
348.80 |
-4.40 |
277 |
3,593 |
+88 |
Mar12 |
110504 |
354.90 |
354.90 |
350.60 |
350.60 |
-4.30 |
183 |
3,138 |
-22 |
Total Volume and Open Interest |
49,497 |
225,476 |
-2,231 |
Soybean Oil(CBOT) |
May11 |
110504 |
57.27 |
57.32 |
56.50 |
56.76 |
-0.51 |
2,863 |
3,158 |
-1,204 |
Jul11 |
110504 |
57.73 |
57.89 |
56.87 |
57.17 |
-0.54 |
46,977 |
161,597 |
+203 |
Aug11 |
110504 |
58.01 |
58.12 |
57.14 |
57.43 |
-0.55 |
3,560 |
28,350 |
+333 |
Sep11 |
110504 |
58.14 |
58.34 |
57.44 |
57.71 |
-0.53 |
6,278 |
22,974 |
+1,323 |
Oct11 |
110504 |
58.42 |
58.42 |
57.62 |
57.86 |
-0.51 |
752 |
14,225 |
+203 |
Dec11 |
110504 |
58.61 |
58.76 |
57.80 |
58.11 |
-0.49 |
6,902 |
81,524 |
+340 |
Jan12 |
110504 |
58.22 |
58.78 |
58.03 |
58.28 |
-0.50 |
361 |
5,013 |
+109 |
Mar12 |
110504 |
58.35 |
58.83 |
58.13 |
58.33 |
-0.50 |
229 |
4,431 |
+45 |
Total Volume and Open Interest |
68,362 |
326,242 |
+1,430 |
Canola(WCE) |
May11 |
110504 |
562.4 |
562.4 |
554.7 |
554.7 |
-8.1 |
478 |
752 |
-328 |
Jul11 |
110504 |
562.5 |
564.9 |
557.3 |
560.5 |
-3.2 |
6,330 |
80,570 |
-1,155 |
Nov11 |
110504 |
557.0 |
559.6 |
552.8 |
557.0 |
-3.5 |
1,493 |
74,922 |
+1 |
Jan12 |
110504 |
564.8 |
565.3 |
563.9 |
564.9 |
-3.4 |
81 |
5,905 |
+28 |
Mar12 |
110504 |
565.3 |
568.4 |
565.3 |
568.4 |
-3.4 |
2 |
1,157 |
+0 |
Total Volume and Open Interest |
8,426 |
165,636 |
-1,402 |
Corn(CBOT) |
May11 |
110504 |
719.50 |
730.75 |
711.75 |
726.50 |
+7.50 |
22,670 |
21,548 |
-7,146 |
Jul11 |
110504 |
724.25 |
734.75 |
716.25 |
729.50 |
+5.75 |
167,828 |
685,837 |
-7,481 |
Sep11 |
110504 |
698.50 |
707.25 |
689.75 |
703.50 |
+4.75 |
28,568 |
163,706 |
+3,000 |
Dec11 |
110504 |
662.00 |
668.00 |
650.50 |
665.25 |
+3.00 |
66,767 |
449,436 |
+2,893 |
Mar12 |
110504 |
673.25 |
678.00 |
661.50 |
676.00 |
+3.00 |
3,496 |
73,421 |
+730 |
May12 |
110504 |
676.50 |
685.25 |
671.00 |
684.00 |
+3.00 |
372 |
15,734 |
+48 |
Total Volume and Open Interest |
294,944 |
1,496,704 |
-7,269 |
Wheat(CBOT) |
May11 |
110504 |
758.00 |
760.75 |
740.00 |
741.00 |
-19.75 |
3,035 |
2,404 |
-1,413 |
Jul11 |
110504 |
794.00 |
795.00 |
767.75 |
772.00 |
-21.25 |
48,460 |
233,037 |
-612 |
Sep11 |
110504 |
834.50 |
834.50 |
810.25 |
813.75 |
-20.25 |
10,637 |
72,712 |
+623 |
Dec11 |
110504 |
876.25 |
877.50 |
851.75 |
854.25 |
-22.50 |
11,552 |
98,874 |
+1,330 |
Mar12 |
110504 |
905.75 |
909.75 |
885.75 |
888.25 |
-21.50 |
1,892 |
13,994 |
+596 |
Total Volume and Open Interest |
79,805 |
458,679 |
+1,828 |
Wheat(KCBT) |
May11 |
110504 |
869.00 |
877.00 |
867.75 |
867.75 |
-21.25 |
1,585 |
675 |
-1,378 |
Jul11 |
110504 |
897.50 |
898.00 |
876.00 |
877.75 |
-20.25 |
13,707 |
88,987 |
-1,620 |
Sep11 |
110504 |
913.00 |
913.00 |
894.25 |
895.25 |
-21.00 |
5,112 |
31,087 |
-657 |
Dec11 |
110504 |
930.00 |
932.75 |
915.50 |
915.50 |
-21.75 |
3,022 |
37,328 |
+315 |
Mar12 |
110504 |
945.50 |
947.50 |
930.00 |
930.00 |
-23.25 |
338 |
4,828 |
+116 |
Total Volume and Open Interest |
23,955 |
170,493 |
-3,132 |
Wheat(MGE) |
May11 |
110504 |
930.00 |
932.00 |
923.00 |
923.00 |
-20.50 |
727 |
1,433 |
-558 |
Jul11 |
110504 |
932.25 |
932.50 |
911.75 |
915.25 |
-17.00 |
3,439 |
21,395 |
+122 |
Sep11 |
110504 |
930.00 |
930.50 |
914.25 |
918.00 |
-16.00 |
997 |
16,428 |
+38 |
Dec11 |
110504 |
944.00 |
944.00 |
924.75 |
927.00 |
-17.50 |
717 |
12,442 |
-183 |
Mar12 |
110504 |
952.75 |
952.75 |
936.25 |
937.25 |
-19.00 |
157 |
2,586 |
+43 |
Total Volume and Open Interest |
6,082 |
56,954 |
-525 |
Oats(CBOT) |
May11 |
110504 |
337.00 |
337.00 |
335.00 |
337.00 |
+2.00 |
6 |
728 |
-4 |
Jul11 |
110504 |
344.00 |
348.00 |
338.00 |
346.00 |
+2.00 |
1,034 |
9,438 |
-124 |
Sep11 |
110504 |
348.25 |
356.00 |
348.25 |
354.00 |
+2.00 |
52 |
282 |
+33 |
Dec11 |
110504 |
367.00 |
367.00 |
357.50 |
364.00 |
+2.00 |
295 |
2,983 |
+76 |
Total Volume and Open Interest |
1,387 |
13,451 |
-19 |
Rough Rice(CBOT) |
May11 |
110504 |
15.00 |
15.10 |
14.60 |
14.60 |
-0.55 |
500 |
407 |
-712 |
Jul11 |
110504 |
15.38 |
15.55 |
14.89 |
14.89 |
-0.50 |
1,820 |
17,085 |
-53 |
Sep11 |
110504 |
16.15 |
16.28 |
15.66 |
15.66 |
-0.50 |
475 |
4,856 |
+106 |
Nov11 |
110504 |
16.45 |
16.55 |
15.95 |
15.95 |
-0.50 |
165 |
1,018 |
+17 |
Total Volume and Open Interest |
2,974 |
23,877 |
-632 |
Live Cattle(CME) |
Jun11 |
110504 |
110.800 |
111.430 |
110.450 |
110.550 |
-0.050 |
25,987 |
142,813 |
-2,558 |
Aug11 |
110504 |
113.150 |
113.800 |
112.800 |
112.950 |
-0.130 |
13,315 |
94,241 |
+2,036 |
Oct11 |
110504 |
118.400 |
118.750 |
117.785 |
118.230 |
+0.180 |
5,276 |
60,465 |
+1,360 |
Dec11 |
110504 |
120.150 |
120.800 |
119.900 |
120.200 |
unch |
3,842 |
44,338 |
+621 |
Feb12 |
110504 |
120.550 |
121.200 |
120.300 |
120.550 |
+0.050 |
1,253 |
11,822 |
+27 |
Apr12 |
110504 |
121.080 |
121.830 |
121.035 |
121.250 |
-0.080 |
210 |
5,173 |
+16 |
Total Volume and Open Interest |
49,908 |
359,972 |
+1,510 |
Feeder Cattle(CME) |
May11 |
110504 |
129.500 |
130.235 |
128.800 |
129.285 |
-0.040 |
1,100 |
6,866 |
-170 |
Aug11 |
110504 |
133.130 |
134.075 |
132.550 |
132.935 |
-0.115 |
2,128 |
25,025 |
+14 |
Sep11 |
110504 |
134.485 |
135.000 |
133.575 |
134.200 |
-0.100 |
357 |
4,679 |
+25 |
Oct11 |
110504 |
134.825 |
135.400 |
134.000 |
134.535 |
unch |
232 |
3,182 |
+74 |
Nov11 |
110504 |
134.800 |
135.075 |
134.035 |
134.500 |
-0.350 |
112 |
1,434 |
+12 |
Jan12 |
110504 |
133.250 |
133.350 |
132.950 |
133.100 |
-0.400 |
28 |
355 |
+22 |
Mar12 |
110504 |
131.100 |
132.800 |
131.100 |
132.800 |
-1.300 |
9 |
32 |
+4 |
Total Volume and Open Interest |
3,966 |
41,574 |
-19 |
Lean Hogs(CME) |
May11 |
110504 |
92.450 |
92.500 |
90.500 |
90.600 |
-2.050 |
979 |
4,126 |
-31 |
Jun11 |
110504 |
92.450 |
93.135 |
91.850 |
92.150 |
-0.330 |
17,292 |
77,483 |
-1,176 |
Jul11 |
110504 |
92.730 |
93.700 |
92.285 |
92.885 |
-0.595 |
4,813 |
31,056 |
+999 |
Aug11 |
110504 |
94.450 |
94.850 |
93.535 |
94.330 |
-0.250 |
5,590 |
37,228 |
+1,173 |
Oct11 |
110504 |
86.580 |
87.100 |
85.680 |
86.785 |
+0.335 |
3,165 |
33,804 |
+625 |
Dec11 |
110504 |
83.285 |
83.900 |
82.500 |
83.785 |
+0.455 |
2,239 |
27,389 |
+90 |
Feb12 |
110504 |
84.785 |
85.400 |
84.135 |
85.400 |
+0.600 |
402 |
6,977 |
+99 |
Apr12 |
110504 |
85.700 |
86.400 |
85.300 |
86.400 |
+0.400 |
95 |
4,113 |
+36 |
Total Volume and Open Interest |
34,656 |
224,275 |
+1,856 |
Class III Milk(CME) |
May11 |
110504 |
16.45 |
16.56 |
16.44 |
16.52 |
+0.06 |
139 |
5,347 |
-58 |
Jun11 |
110504 |
17.34 |
17.40 |
17.19 |
17.29 |
-0.09 |
221 |
4,734 |
+17 |
Jul11 |
110504 |
17.65 |
17.75 |
17.58 |
17.75 |
unch |
45 |
3,446 |
+13 |
Aug11 |
110504 |
17.92 |
18.00 |
17.83 |
18.00 |
+0.03 |
58 |
3,303 |
+19 |
Sep11 |
110504 |
18.10 |
18.10 |
18.05 |
18.10 |
unch |
39 |
3,336 |
+17 |
Total Volume and Open Interest |
834 |
30,927 |
+213 |
Cocoa(ICE) |
May11 |
110504 |
3287 |
3287 |
3236 |
3236 |
-35 |
17 |
335 |
-9 |
Jul11 |
110504 |
3270 |
3330 |
3158 |
3211 |
-60 |
9,661 |
77,436 |
+674 |
Sep11 |
110504 |
3275 |
3330 |
3161 |
3212 |
-65 |
895 |
24,531 |
+206 |
Dec11 |
110504 |
3296 |
3342 |
3168 |
3228 |
-65 |
1,065 |
23,081 |
-809 |
Mar12 |
110504 |
3331 |
3379 |
3217 |
3266 |
-61 |
20 |
22,576 |
+0 |
May12 |
110504 |
3319 |
3335 |
3213 |
3252 |
-65 |
0 |
5,674 |
+0 |
Jul12 |
110504 |
3333 |
3333 |
3247 |
3247 |
-67 |
2 |
1,504 |
+0 |
Total Volume and Open Interest |
11,660 |
159,676 |
+62 |
Coffee "C"(ICE) |
May11 |
110504 |
305.30 |
305.40 |
291.80 |
293.75 |
-11.15 |
31 |
445 |
-8 |
Jul11 |
110504 |
305.20 |
306.80 |
291.20 |
294.50 |
-11.65 |
9,129 |
72,096 |
+640 |
Sep11 |
110504 |
307.80 |
309.50 |
294.10 |
297.30 |
-11.60 |
2,524 |
20,074 |
+203 |
Dec11 |
110504 |
310.55 |
312.05 |
297.10 |
300.15 |
-11.45 |
1,073 |
18,657 |
+206 |
Mar12 |
110504 |
311.85 |
312.10 |
298.00 |
301.05 |
-11.05 |
321 |
3,970 |
+5 |
May12 |
110504 |
310.35 |
310.60 |
300.00 |
300.10 |
-10.80 |
257 |
2,337 |
+103 |
Total Volume and Open Interest |
13,607 |
119,380 |
+1,236 |
Orange Juice(ICE) |
May11 |
110504 |
179.40 |
180.30 |
179.00 |
179.00 |
-1.55 |
206 |
326 |
-482 |
Jul11 |
110504 |
172.20 |
172.80 |
166.50 |
172.30 |
-0.60 |
1,125 |
23,489 |
+417 |
Sep11 |
110504 |
168.00 |
168.50 |
164.55 |
168.35 |
+0.45 |
213 |
2,197 |
+131 |
Nov11 |
110504 |
164.00 |
165.95 |
163.50 |
165.95 |
+0.75 |
20 |
1,607 |
+8 |
Jan12 |
110504 |
163.65 |
164.70 |
163.65 |
164.70 |
+1.10 |
8 |
212 |
+8 |
Mar12 |
110504 |
164.05 |
164.05 |
164.05 |
164.05 |
+0.95 |
0 |
70 |
+0 |
Total Volume and Open Interest |
1,572 |
27,995 |
+82 |
Sugar #11(ICE) |
Jul11 |
110504 |
21.93 |
22.00 |
21.33 |
21.35 |
-0.70 |
29,233 |
278,090 |
+1,552 |
Oct11 |
110504 |
22.44 |
22.44 |
21.72 |
21.75 |
-0.64 |
13,593 |
134,845 |
+2,875 |
Mar12 |
110504 |
22.86 |
22.86 |
22.28 |
22.30 |
-0.57 |
6,077 |
68,764 |
+1,683 |
May12 |
110504 |
22.65 |
22.71 |
22.20 |
22.24 |
-0.47 |
2,640 |
22,646 |
+948 |
Jul12 |
110504 |
22.59 |
22.59 |
22.09 |
22.21 |
-0.42 |
1,274 |
16,435 |
+565 |
Total Volume and Open Interest |
55,387 |
562,087 |
+8,742 |
London Cocoa(LCE) |
May11 |
110504 |
1980 |
1997 |
1932 |
1937 |
-34 |
0 |
33,637 |
-4,075 |
Jul11 |
110504 |
1992 |
2012 |
1940 |
1945 |
-39 |
0 |
56,706 |
-910 |
Sep11 |
110504 |
2012 |
2023 |
1954 |
1956 |
-40 |
0 |
30,334 |
+436 |
Dec11 |
110504 |
2025 |
2043 |
1975 |
1976 |
-40 |
0 |
31,248 |
+397 |
Mar12 |
110504 |
2041 |
2059 |
1990 |
1994 |
-38 |
0 |
27,728 |
+436 |
May12 |
110504 |
2059 |
2067 |
2003 |
2003 |
-42 |
0 |
7,420 |
-174 |
Jul12 |
110504 |
2062 |
2064 |
2007 |
2007 |
-44 |
0 |
3,975 |
+0 |
Total Volume and Open Interest |
19,792 |
201,323 |
-3,890 |
London Sugar(LCE) |
Aug11 |
110504 |
604.60 |
604.60 |
589.30 |
592.70 |
-16.80 |
0 |
23,358 |
+146 |
Oct11 |
110504 |
588.40 |
589.30 |
577.60 |
580.70 |
-14.60 |
0 |
7,860 |
+418 |
Dec11 |
110504 |
595.90 |
597.40 |
586.10 |
589.10 |
-16.00 |
0 |
2,855 |
+48 |
Mar12 |
110504 |
595.60 |
596.60 |
585.00 |
587.80 |
-15.90 |
0 |
1,811 |
+50 |
May12 |
110504 |
592.60 |
592.60 |
580.00 |
582.80 |
-15.90 |
0 |
1,116 |
+32 |
Total Volume and Open Interest |
6,566 |
37,804 |
+823 |
Cotton(ICE) |
May11 |
110504 |
177.00 |
177.05 |
170.99 |
173.19 |
-6.02 |
398 |
3,335 |
-1,847 |
Jul11 |
110504 |
156.60 |
157.23 |
151.51 |
151.51 |
-6.00 |
8,130 |
71,833 |
-98 |
Oct11 |
110504 |
140.00 |
141.12 |
137.40 |
138.59 |
-2.84 |
11 |
480 |
+1 |
Dec11 |
110504 |
128.40 |
129.93 |
123.81 |
125.59 |
-2.78 |
2,481 |
60,384 |
+221 |
Mar12 |
110504 |
120.21 |
120.75 |
117.15 |
118.43 |
-2.34 |
260 |
8,410 |
+87 |
May12 |
110504 |
114.10 |
114.10 |
112.20 |
112.33 |
-2.29 |
49 |
2,224 |
-23 |
Total Volume and Open Interest |
11,380 |
151,977 |
-1,667 |
Lumber(CME) |
May11 |
110504 |
235.1 |
235.7 |
227.3 |
229.5 |
-9.5 |
703 |
1,022 |
-399 |
Jul11 |
110504 |
255.0 |
255.9 |
248.0 |
248.6 |
-7.1 |
1,106 |
6,634 |
+438 |
Sep11 |
110504 |
273.5 |
273.5 |
268.0 |
269.6 |
-8.4 |
186 |
1,821 |
+85 |
Nov11 |
110504 |
272.2 |
272.2 |
268.1 |
269.3 |
-8.7 |
15 |
435 |
+9 |
Total Volume and Open Interest |
2,010 |
9,925 |
+133 |
Crude Oil(NYM) |
Jun11 |
110504 |
110.68 |
111.22 |
108.48 |
109.24 |
-1.81 |
310,994 |
340,962 |
-658 |
Jul11 |
110504 |
111.16 |
111.70 |
109.00 |
109.73 |
-1.83 |
66,686 |
222,101 |
+10,114 |
Aug11 |
110504 |
111.50 |
111.99 |
109.32 |
110.00 |
-1.85 |
25,956 |
82,069 |
+1,752 |
Sep11 |
110504 |
111.69 |
112.10 |
109.52 |
110.17 |
-1.82 |
18,820 |
81,339 |
+2,426 |
Oct11 |
110504 |
111.75 |
112.13 |
109.80 |
110.21 |
-1.78 |
7,621 |
42,038 |
-248 |
Nov11 |
110504 |
112.03 |
112.05 |
109.65 |
110.24 |
-1.73 |
6,210 |
37,331 |
+156 |
Dec11 |
110504 |
111.54 |
112.16 |
109.63 |
110.26 |
-1.69 |
29,973 |
189,288 |
+467 |
Jan12 |
110504 |
111.11 |
111.84 |
109.86 |
110.18 |
-1.65 |
2,187 |
37,130 |
-131 |
Feb12 |
110504 |
111.11 |
111.22 |
109.75 |
110.06 |
-1.61 |
1,354 |
18,399 |
-13 |
Mar12 |
110504 |
111.37 |
111.72 |
109.60 |
109.94 |
-1.56 |
1,210 |
30,513 |
+2 |
Apr12 |
110504 |
111.00 |
111.16 |
109.44 |
109.80 |
-1.52 |
887 |
14,592 |
+65 |
May12 |
110504 |
111.03 |
111.24 |
109.25 |
109.64 |
-1.48 |
1,216 |
14,541 |
-5 |
Jun12 |
110504 |
110.61 |
111.00 |
108.89 |
109.47 |
-1.43 |
7,409 |
73,002 |
+1,172 |
Jul12 |
110504 |
110.10 |
110.10 |
109.14 |
109.14 |
-1.39 |
1,323 |
20,460 |
+548 |
Aug12 |
110504 |
109.70 |
109.70 |
108.79 |
108.79 |
-1.35 |
701 |
13,065 |
+409 |
Sep12 |
110504 |
109.66 |
109.66 |
108.49 |
108.49 |
-1.32 |
856 |
12,965 |
-157 |
Total Volume and Open Interest |
499,312 |
1,625,407 |
+17,213 |
e-miNY Crude Oil(NYM) |
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 |
110504 |
111.100 |
111.600 |
109.100 |
109.725 |
-1.825 |
511 |
819 |
-52 |
Aug11 |
110504 |
111.375 |
112.000 |
109.600 |
110.000 |
-1.850 |
83 |
108 |
+20 |
Sep11 |
110504 |
112.000 |
112.000 |
110.000 |
110.175 |
-1.825 |
11 |
134 |
-26 |
Oct11 |
110504 |
111.275 |
111.575 |
110.200 |
110.200 |
-1.800 |
0 |
42 |
+0 |
Nov11 |
110504 |
110.250 |
110.250 |
110.250 |
110.250 |
-1.725 |
2 |
17 |
+0 |
Dec11 |
110504 |
111.575 |
111.575 |
109.850 |
110.250 |
-1.700 |
17 |
318 |
-1 |
Jan12 |
110504 |
110.175 |
110.175 |
110.175 |
110.175 |
-1.650 |
0 |
8 |
+0 |
Feb12 |
110504 |
109.800 |
110.050 |
109.700 |
110.050 |
-1.625 |
1 |
1 |
+0 |
Total Volume and Open Interest |
12,641 |
5,447 |
+219 |
Heating Oil(NYM) |
Jun11 |
110504 |
319.00 |
320.61 |
313.36 |
314.30 |
-4.78 |
47,482 |
119,080 |
+923 |
Jul11 |
110504 |
320.58 |
322.15 |
314.94 |
315.81 |
-4.83 |
13,977 |
49,468 |
+827 |
Aug11 |
110504 |
322.14 |
323.23 |
316.30 |
317.33 |
-4.88 |
6,718 |
30,269 |
+784 |
Sep11 |
110504 |
323.29 |
324.38 |
318.00 |
319.07 |
-4.84 |
3,827 |
21,179 |
+30 |
Oct11 |
110504 |
325.67 |
325.67 |
320.06 |
320.71 |
-4.78 |
2,167 |
10,087 |
+36 |
Nov11 |
110504 |
327.01 |
327.25 |
321.31 |
322.33 |
-4.68 |
1,946 |
10,386 |
+449 |
Dec11 |
110504 |
327.89 |
329.54 |
322.89 |
323.89 |
-4.62 |
6,428 |
33,363 |
+1,345 |
Jan12 |
110504 |
327.30 |
327.34 |
325.43 |
325.43 |
-4.52 |
506 |
11,279 |
+216 |
Feb12 |
110504 |
326.08 |
326.08 |
325.59 |
325.59 |
-4.43 |
452 |
4,846 |
+2 |
Mar12 |
110504 |
326.05 |
326.05 |
324.36 |
324.47 |
-4.29 |
288 |
3,105 |
+174 |
Apr12 |
110504 |
322.34 |
322.34 |
322.34 |
322.34 |
-4.16 |
5 |
1,058 |
+3 |
May12 |
110504 |
320.54 |
320.54 |
320.54 |
320.54 |
-4.03 |
0 |
1,138 |
+10 |
Total Volume and Open Interest |
85,909 |
314,034 |
+5,235 |
Gasoline(NYMEX) |
Jun11 |
110504 |
331.74 |
333.69 |
327.74 |
332.25 |
-0.69 |
52,022 |
103,692 |
+326 |
Jul11 |
110504 |
326.31 |
328.31 |
322.77 |
325.80 |
-1.81 |
23,341 |
54,224 |
+2,694 |
Aug11 |
110504 |
321.00 |
323.69 |
318.37 |
320.77 |
-2.39 |
13,656 |
28,544 |
+1,190 |
Sep11 |
110504 |
318.17 |
319.60 |
314.33 |
316.59 |
-2.58 |
8,456 |
26,674 |
+442 |
Oct11 |
110504 |
302.76 |
303.08 |
298.40 |
300.34 |
-2.92 |
4,633 |
21,960 |
-64 |
Nov11 |
110504 |
298.11 |
298.70 |
294.70 |
296.53 |
-2.92 |
2,031 |
8,745 |
+313 |
Dec11 |
110504 |
296.30 |
297.98 |
293.19 |
294.88 |
-2.79 |
3,064 |
25,902 |
+235 |
Jan12 |
110504 |
296.13 |
296.34 |
293.90 |
294.80 |
-2.81 |
893 |
6,415 |
+309 |
Feb12 |
110504 |
295.18 |
296.02 |
295.08 |
296.02 |
-2.82 |
271 |
2,799 |
+86 |
Mar12 |
110504 |
296.69 |
297.25 |
296.45 |
297.25 |
-2.84 |
133 |
4,309 |
+105 |
Total Volume and Open Interest |
108,573 |
299,807 |
+5,630 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110504 |
332.30 |
332.30 |
332.25 |
332.30 |
-0.60 |
0 |
2 |
+0 |
Jul11 |
110504 |
325.80 |
325.80 |
325.80 |
325.80 |
-1.80 |
0 |
1 |
+0 |
Aug11 |
110504 |
320.80 |
320.80 |
320.77 |
320.80 |
-2.40 |
0 |
1 |
+0 |
Sep11 |
110504 |
316.60 |
316.60 |
316.59 |
316.60 |
-2.60 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jun11 |
110504 |
4.670 |
4.685 |
4.561 |
4.577 |
-0.093 |
118,632 |
159,194 |
+607 |
Jul11 |
110504 |
4.738 |
4.753 |
4.624 |
4.644 |
-0.094 |
42,145 |
214,535 |
+1,259 |
Aug11 |
110504 |
4.769 |
4.797 |
4.668 |
4.687 |
-0.096 |
20,312 |
73,873 |
-636 |
Sep11 |
110504 |
4.790 |
4.817 |
4.686 |
4.706 |
-0.095 |
17,587 |
80,527 |
+3,037 |
Oct11 |
110504 |
4.824 |
4.852 |
4.726 |
4.745 |
-0.093 |
26,285 |
97,527 |
+1,352 |
Nov11 |
110504 |
4.980 |
4.980 |
4.871 |
4.880 |
-0.095 |
12,144 |
45,691 |
+556 |
Dec11 |
110504 |
5.161 |
5.193 |
5.076 |
5.092 |
-0.093 |
14,388 |
36,078 |
+3,051 |
Jan12 |
110504 |
5.322 |
5.323 |
5.204 |
5.212 |
-0.092 |
12,150 |
86,068 |
-721 |
Feb12 |
110504 |
5.270 |
5.279 |
5.175 |
5.189 |
-0.090 |
947 |
17,257 |
-103 |
Mar12 |
110504 |
5.208 |
5.208 |
5.089 |
5.112 |
-0.089 |
6,930 |
37,671 |
+1,186 |
Apr12 |
110504 |
5.029 |
5.039 |
4.945 |
4.960 |
-0.064 |
4,642 |
33,821 |
-59 |
May12 |
110504 |
5.022 |
5.040 |
4.972 |
4.972 |
-0.064 |
801 |
10,896 |
+300 |
Jun12 |
110504 |
5.046 |
5.071 |
5.005 |
5.005 |
-0.065 |
320 |
6,384 |
+183 |
Jul12 |
110504 |
5.090 |
5.103 |
5.043 |
5.046 |
-0.066 |
80 |
5,440 |
+14 |
Aug12 |
110504 |
5.128 |
5.128 |
5.065 |
5.071 |
-0.066 |
49 |
5,884 |
+2 |
Sep12 |
110504 |
5.097 |
5.097 |
5.081 |
5.081 |
-0.066 |
28 |
5,304 |
-3 |
Total Volume and Open Interest |
279,182 |
992,434 |
+10,613 |
Brent Crude Oil(ICE) |
Jun11 |
110504 |
122.14 |
123.06 |
120.49 |
121.19 |
-1.26 |
131,015 |
203,482 |
-6,218 |
Jul11 |
110504 |
121.93 |
122.77 |
120.26 |
120.96 |
-1.26 |
40,338 |
137,646 |
-100 |
Aug11 |
110504 |
121.52 |
122.49 |
120.00 |
120.69 |
-1.28 |
19,071 |
60,625 |
+4,950 |
Sep11 |
110504 |
121.15 |
122.12 |
119.71 |
120.32 |
-1.29 |
5,146 |
45,084 |
+242 |
Oct11 |
110504 |
120.80 |
121.69 |
119.28 |
119.93 |
-1.30 |
3,445 |
32,183 |
-60 |
Nov11 |
110504 |
120.08 |
121.20 |
119.03 |
119.54 |
-1.31 |
2,006 |
19,342 |
-140 |
Dec11 |
110504 |
119.97 |
120.98 |
118.53 |
119.15 |
-1.31 |
10,026 |
98,086 |
+252 |
Jan12 |
110504 |
119.85 |
120.55 |
118.60 |
118.83 |
-1.31 |
548 |
18,671 |
-477 |
Feb12 |
110504 |
120.02 |
120.02 |
118.41 |
118.52 |
-1.31 |
420 |
14,444 |
-477 |
Mar12 |
110504 |
118.19 |
118.19 |
118.19 |
118.19 |
-1.31 |
608 |
30,359 |
+84 |
Apr12 |
110504 |
117.85 |
117.85 |
117.85 |
117.85 |
-1.30 |
170 |
5,871 |
-177 |
May12 |
110504 |
117.45 |
117.45 |
117.45 |
117.45 |
-1.30 |
138 |
5,859 |
+2 |
Jun12 |
110504 |
117.86 |
118.78 |
116.65 |
117.02 |
-1.32 |
753 |
34,867 |
+32 |
Jul12 |
110504 |
116.57 |
116.57 |
116.57 |
116.57 |
-1.33 |
0 |
2,251 |
-100 |
Total Volume and Open Interest |
215,920 |
829,929 |
-2,216 |
Gas Oil(ICE) |
May11 |
110504 |
1008.75 |
1015.25 |
991.50 |
998.25 |
-20.75 |
18,835 |
84,966 |
-1,733 |
Jun11 |
110504 |
1012.50 |
1018.25 |
994.75 |
1001.75 |
-20.00 |
46,613 |
139,564 |
+1,557 |
Jul11 |
110504 |
1014.75 |
1021.25 |
999.00 |
1005.50 |
-19.50 |
10,400 |
61,202 |
+452 |
Aug11 |
110504 |
1018.25 |
1023.00 |
1002.00 |
1008.50 |
-19.25 |
3,404 |
33,843 |
-162 |
Sep11 |
110504 |
1021.00 |
1025.50 |
1006.50 |
1011.25 |
-18.75 |
2,050 |
48,536 |
+350 |
Oct11 |
110504 |
1022.25 |
1025.75 |
1008.50 |
1013.25 |
-18.25 |
1,222 |
33,175 |
-285 |
Nov11 |
110504 |
1022.00 |
1025.25 |
1008.75 |
1013.50 |
-18.00 |
889 |
22,473 |
+74 |
Dec11 |
110504 |
1021.25 |
1029.50 |
1007.50 |
1014.25 |
-18.00 |
3,070 |
59,442 |
-250 |
Jan12 |
110504 |
1026.25 |
1031.25 |
1009.50 |
1016.25 |
-17.75 |
232 |
27,026 |
-53 |
Feb12 |
110504 |
1029.00 |
1030.00 |
1014.25 |
1016.00 |
-17.50 |
89 |
6,593 |
+2 |
Total Volume and Open Interest |
87,833 |
604,774 |
-215 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110504 |
2.615 |
2.647 |
2.612 |
2.642 |
+0.024 |
280 |
1,384 |
+16 |
Jul11 |
110504 |
2.610 |
2.651 |
2.610 |
2.639 |
+0.012 |
88 |
1,106 |
+9 |
Aug11 |
110504 |
2.630 |
2.645 |
2.610 |
2.635 |
+0.016 |
29 |
886 |
+7 |
Sep11 |
110504 |
2.590 |
2.620 |
2.590 |
2.610 |
+0.027 |
70 |
1,016 |
+13 |
Oct11 |
110504 |
2.500 |
2.525 |
2.495 |
2.513 |
+0.026 |
38 |
924 |
+13 |
Nov11 |
110504 |
2.435 |
2.445 |
2.435 |
2.440 |
+0.013 |
10 |
631 |
+0 |
Dec11 |
110504 |
2.425 |
2.445 |
2.423 |
2.440 |
+0.019 |
36 |
960 |
+23 |
Total Volume and Open Interest |
619 |
7,695 |
-53 |
WTI Crude Oil(ICE |
Jun11 |
110504 |
110.93 |
111.20 |
108.48 |
109.24 |
-1.81 |
74,117 |
92,063 |
-296 |
Jul11 |
110504 |
111.25 |
111.67 |
109.00 |
109.73 |
-1.83 |
16,041 |
73,479 |
+1,042 |
Aug11 |
110504 |
111.09 |
111.93 |
109.32 |
110.00 |
-1.85 |
7,260 |
30,967 |
-301 |
Sep11 |
110504 |
111.69 |
112.07 |
109.71 |
110.17 |
-1.82 |
6,538 |
33,231 |
+1,305 |
Oct11 |
110504 |
111.64 |
112.09 |
109.84 |
110.21 |
-1.78 |
3,684 |
19,191 |
-470 |
Nov11 |
110504 |
112.09 |
112.09 |
109.82 |
110.24 |
-1.73 |
3,092 |
16,827 |
+158 |
Dec11 |
110504 |
111.69 |
112.08 |
109.63 |
110.26 |
-1.69 |
10,542 |
88,805 |
+672 |
Jan12 |
110504 |
111.53 |
111.53 |
109.87 |
110.18 |
-1.65 |
506 |
12,141 |
-211 |
Feb12 |
110504 |
111.39 |
111.39 |
110.06 |
110.06 |
-1.61 |
331 |
3,444 |
+63 |
Mar12 |
110504 |
109.94 |
109.94 |
109.94 |
109.94 |
-1.56 |
233 |
11,011 |
+84 |
Apr12 |
110504 |
109.80 |
109.80 |
109.80 |
109.80 |
-1.52 |
90 |
3,512 |
-21 |
May12 |
110504 |
109.64 |
109.64 |
109.64 |
109.64 |
-1.48 |
75 |
2,145 |
+22 |
Jun12 |
110504 |
110.69 |
110.75 |
109.15 |
109.47 |
-1.43 |
1,138 |
26,653 |
+280 |
Jul12 |
110504 |
109.14 |
109.14 |
109.14 |
109.14 |
-1.39 |
37 |
1,514 |
+37 |
Aug12 |
110504 |
108.79 |
108.79 |
108.79 |
108.79 |
-1.35 |
0 |
891 |
+0 |
Sep12 |
110504 |
108.49 |
108.49 |
108.49 |
108.49 |
-1.32 |
0 |
4,124 |
+0 |
Total Volume and Open Interest |
125,917 |
521,615 |
+2,466 |
US Dollar Index(ICE) |
Jun11 |
110504 |
73.260 |
73.480 |
72.860 |
73.213 |
-0.103 |
23,137 |
51,082 |
+2,447 |
Sep11 |
110504 |
73.690 |
73.890 |
73.370 |
73.662 |
-0.083 |
247 |
630 |
-99 |
Dec11 |
110504 |
74.128 |
74.128 |
74.128 |
74.128 |
-0.082 |
0 |
2 |
+0 |
Total Volume and Open Interest |
23,384 |
51,715 |
+2,348 |
Australian Dollar(CME) |
Jun11 |
110504 |
107.84 |
108.24 |
106.75 |
106.99 |
-0.86 |
83,888 |
142,572 |
+1,866 |
Sep11 |
110504 |
106.50 |
106.81 |
105.51 |
105.64 |
-0.86 |
298 |
928 |
+5 |
Dec11 |
110504 |
104.39 |
105.22 |
104.39 |
104.39 |
-0.83 |
0 |
59 |
+0 |
Total Volume and Open Interest |
84,186 |
143,559 |
+1,871 |
British Pound(CME) |
Jun11 |
110504 |
164.77 |
165.66 |
164.44 |
165.07 |
+0.49 |
69,127 |
124,587 |
+4,442 |
Sep11 |
110504 |
164.90 |
165.24 |
164.34 |
164.83 |
+0.49 |
225 |
614 |
+115 |
Dec11 |
110504 |
164.00 |
164.58 |
164.00 |
164.58 |
+0.49 |
1 |
36 |
+0 |
Total Volume and Open Interest |
69,353 |
125,242 |
+4,557 |
Canadian Dollar(CME) |
Jun11 |
110504 |
104.83 |
105.12 |
104.02 |
104.33 |
-0.41 |
66,631 |
134,061 |
+821 |
Sep11 |
110504 |
104.65 |
104.73 |
103.80 |
104.07 |
-0.41 |
196 |
3,182 |
-13 |
Dec11 |
110504 |
104.11 |
104.20 |
103.61 |
103.78 |
-0.42 |
37 |
2,455 |
-11 |
Mar12 |
110504 |
103.45 |
103.85 |
103.43 |
103.43 |
-0.42 |
0 |
269 |
+0 |
Total Volume and Open Interest |
66,898 |
140,022 |
+815 |
Japanese Yen(CME) |
Jun11 |
110504 |
123.55 |
124.35 |
123.18 |
124.10 |
+0.49 |
81,744 |
101,765 |
+1,679 |
Sep11 |
110504 |
123.51 |
124.26 |
123.33 |
124.17 |
+0.48 |
165 |
1,716 |
+74 |
Dec11 |
110504 |
124.28 |
124.28 |
123.81 |
124.28 |
+0.47 |
44 |
205 |
+35 |
Total Volume and Open Interest |
81,953 |
103,693 |
+1,788 |
Swiss Franc(CME) |
Jun11 |
110504 |
116.13 |
116.97 |
115.62 |
116.33 |
+0.24 |
33,199 |
72,167 |
+452 |
Sep11 |
110504 |
116.14 |
116.82 |
115.85 |
116.37 |
+0.24 |
88 |
158 |
+4 |
Dec11 |
110504 |
116.39 |
116.39 |
116.15 |
116.39 |
+0.24 |
10 |
27 |
+10 |
Total Volume and Open Interest |
33,297 |
72,353 |
+466 |
EuroFX(CME) |
Jun11 |
110504 |
148.07 |
149.25 |
147.58 |
148.33 |
+0.30 |
214,345 |
255,876 |
+9,830 |
Sep11 |
110504 |
147.66 |
148.75 |
147.13 |
147.83 |
+0.28 |
793 |
3,479 |
+19 |
Dec11 |
110504 |
147.20 |
147.29 |
147.06 |
147.29 |
+0.23 |
0 |
89 |
+0 |
Total Volume and Open Interest |
215,138 |
259,822 |
+9,849 |
Mexican Peso(CME) |
May11 |
110504 |
859.8 |
862.2 |
859.8 |
859.8 |
-2.5 |
|
|
|
Jun11 |
110504 |
861.0 |
863.0 |
854.2 |
857.8 |
-2.5 |
17,201 |
165,324 |
+654 |
Total Volume and Open Interest |
17,201 |
165,530 |
+654 |
30-Year T-Bonds(CBOT) |
Jun11 |
110504 |
123~050 |
123~200 |
123~040 |
123~170 |
+0~140 |
|
|
|
Sep11 |
110504 |
121~250 |
122~100 |
121~210 |
122~040 |
+0~150 |
233 |
4,446 |
+19 |
Dec11 |
110504 |
120~210 |
120~210 |
120~060 |
120~210 |
+0~150 |
1 |
30 |
-1 |
Total Volume and Open Interest |
197,731 |
596,366 |
+5,678 |
10-Year T-Notes(CBOT) |
Jun11 |
110504 |
121~155 |
121~250 |
121~085 |
121~205 |
+0~065 |
762,139 |
1,651,962 |
+11,431 |
Sep11 |
110504 |
119~315 |
120~110 |
119~270 |
120~065 |
+0~065 |
2,418 |
13,146 |
+727 |
Dec11 |
110504 |
119~065 |
119~065 |
119~000 |
119~065 |
+0~065 |
0 |
4 |
+0 |
Total Volume and Open Interest |
764,557 |
1,665,112 |
+12,158 |
5-Year T-Notes(CBOT) |
Jun11 |
110504 |
118~076 |
118~097 |
118~051 |
118~082 |
+0~006 |
|
|
|
Sep11 |
110504 |
117~060 |
117~060 |
117~047 |
117~055 |
+0~008 |
807 |
7,432 |
+517 |
Dec11 |
110504 |
116~079 |
116~079 |
116~071 |
116~079 |
+0~008 |
|
|
|
Total Volume and Open Interest |
470,103 |
1,448,215 |
-4,540 |
2 Year T-Notes(CBOT) |
Jun11 |
110504 |
109~077 |
109~082 |
109~069 |
109~079 |
+0~001 |
210,170 |
1,060,495 |
-13,491 |
Sep11 |
110504 |
109~020 |
109~024 |
109~019 |
109~021 |
+0~002 |
4,377 |
13,971 |
+3,550 |
Dec11 |
110504 |
108~087 |
108~087 |
108~085 |
108~087 |
+0~002 |
0 |
20 |
+0 |
Total Volume and Open Interest |
214,547 |
1,074,486 |
-9,941 |
Eurodollars(CME) |
Jun11 |
110504 |
99.720 |
99.730 |
99.715 |
99.720 |
+0.005 |
83,121 |
1,044,581 |
+9,834 |
Sep11 |
110504 |
99.655 |
99.675 |
99.645 |
99.665 |
+0.010 |
108,567 |
1,450,524 |
+8,211 |
Dec11 |
110504 |
99.550 |
99.580 |
99.535 |
99.570 |
+0.020 |
181,273 |
1,682,231 |
+43,206 |
Mar12 |
110504 |
99.395 |
99.425 |
99.365 |
99.415 |
+0.020 |
170,489 |
1,542,024 |
+1,530 |
Jun12 |
110504 |
99.145 |
99.180 |
99.110 |
99.170 |
+0.020 |
174,123 |
1,257,055 |
+15,243 |
Sep12 |
110504 |
98.840 |
98.875 |
98.790 |
98.860 |
+0.015 |
152,683 |
692,692 |
+3,707 |
Dec12 |
110504 |
98.530 |
98.560 |
98.470 |
98.545 |
+0.015 |
155,571 |
540,421 |
-13,283 |
Mar13 |
110504 |
98.255 |
98.290 |
98.190 |
98.275 |
+0.020 |
124,605 |
371,090 |
+5,400 |
Jun13 |
110504 |
97.990 |
98.030 |
97.930 |
98.010 |
+0.020 |
75,775 |
271,836 |
-3,057 |
Sep13 |
110504 |
97.730 |
97.770 |
97.670 |
97.750 |
+0.020 |
48,497 |
253,412 |
-1,835 |
Dec13 |
110504 |
97.475 |
97.510 |
97.410 |
97.485 |
+0.015 |
38,601 |
193,576 |
-2,242 |
Mar14 |
110504 |
97.250 |
97.285 |
97.185 |
97.260 |
+0.015 |
33,485 |
185,503 |
+2,503 |
Jun14 |
110504 |
97.030 |
97.060 |
96.965 |
97.035 |
+0.015 |
13,032 |
107,437 |
+607 |
Sep14 |
110504 |
96.805 |
96.845 |
96.760 |
96.820 |
+0.020 |
9,784 |
61,181 |
-1,207 |
Dec14 |
110504 |
96.600 |
96.630 |
96.545 |
96.600 |
+0.020 |
11,801 |
72,424 |
-2,203 |
Mar15 |
110504 |
96.410 |
96.445 |
96.365 |
96.415 |
+0.020 |
9,249 |
52,231 |
-1,197 |
Jun15 |
110504 |
4.480 |
4.510 |
4.430 |
4.480 |
+0.020 |
6,935 |
40,343 |
+219 |
Sep15 |
110504 |
4.290 |
4.340 |
4.260 |
4.310 |
+0.020 |
6,607 |
36,656 |
-476 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110504 |
99.905 |
99.908 |
99.902 |
99.905 |
+0.003 |
7,504 |
83,691 |
+158 |
Jun11 |
110504 |
99.900 |
99.905 |
99.895 |
99.900 |
+0.005 |
4,939 |
59,377 |
+1,464 |
Jul11 |
110504 |
99.885 |
99.890 |
99.880 |
99.890 |
+0.010 |
3,085 |
48,883 |
+817 |
Aug11 |
110504 |
99.870 |
99.875 |
99.865 |
99.870 |
+0.005 |
1,227 |
44,047 |
-8 |
Sep11 |
110504 |
99.855 |
99.865 |
99.850 |
99.860 |
+0.005 |
1,007 |
35,936 |
+294 |
Oct11 |
110504 |
99.840 |
99.855 |
99.840 |
99.850 |
+0.010 |
1,354 |
47,163 |
+67 |
Total Volume and Open Interest |
42,070 |
647,237 |
-75,269 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110504 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
750 |
+0 |
Sep11 |
110504 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec11 |
110504 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
75 |
+0 |
Mar12 |
110504 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Jun12 |
110504 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Sep12 |
110504 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Dec12 |
110504 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Mar13 |
110504 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Jun13 |
110504 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
Sep13 |
110504 |
99.390 |
99.390 |
99.390 |
99.390 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110504 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
1 |
5,401 |
+0 |
Sep11 |
110504 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,533 |
+0 |
Dec11 |
110504 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,944 |
+0 |
Mar12 |
110504 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
3,672 |
+0 |
Jun12 |
110504 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110504 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110504 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110504 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
14,240 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110428 |
139.83 |
140.80 |
139.76 |
140.07 |
+0.15 |
1,654 |
13,254 |
+739 |
Sep11 |
110502 |
139.29 |
139.29 |
139.29 |
139.29 |
+0.12 |
0 |
1 |
+0 |
Dec11 |
110502 |
137.20 |
137.20 |
137.20 |
137.20 |
+0.12 |
|
|
|
Total Volume and Open Interest |
3,128 |
14,115 |
+860 |
Euro-Bund(EUREX) |
Jun11 |
110504 |
122.80 |
122.82 |
122.15 |
122.48 |
-0.16 |
276,902 |
903,612 |
+25,537 |
Sep11 |
110504 |
122.28 |
122.28 |
121.90 |
122.12 |
-0.17 |
522 |
12,273 |
-25 |
Dec11 |
110504 |
121.38 |
121.38 |
121.38 |
121.38 |
-0.16 |
|
|
|
Total Volume and Open Interest |
277,424 |
915,885 |
-605 |
Euro-Bobl(EUREX) |
Jun11 |
110504 |
115.01 |
115.03 |
114.53 |
114.73 |
-0.45 |
538,197 |
783,048 |
+1,443 |
Sep11 |
110504 |
113.96 |
114.12 |
113.96 |
114.10 |
-0.14 |
0 |
20,092 |
+1 |
Dec11 |
110504 |
114.31 |
114.31 |
114.31 |
114.31 |
-0.16 |
|
|
|
Total Volume and Open Interest |
165,384 |
812,648 |
-3,887 |
3-Mth Euribor(EUREX) |
Jun11 |
110504 |
98.430 |
98.430 |
98.400 |
98.405 |
-0.025 |
13 |
6,342 |
+1 |
Sep11 |
110504 |
98.120 |
98.120 |
98.080 |
98.080 |
-0.055 |
12 |
2,672 |
+7 |
Dec11 |
110504 |
97.870 |
97.870 |
97.825 |
97.830 |
-0.060 |
22 |
1,106 |
+5 |
Total Volume and Open Interest |
109 |
12,493 |
-32 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
66,199 |
329,696 |
-26,275 |
Sep11 |
110504 |
118~29 |
118~29 |
118~29 |
118~29 |
+0~12 |
0 |
10 |
+0 |
Total Volume and Open Interest |
97,056 |
316,850 |
-55,933 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110504 |
99.16 |
99.17 |
99.16 |
99.16 |
unch |
0 |
454,305 |
-57,642 |
Sep11 |
110504 |
99.07 |
99.08 |
99.05 |
99.06 |
-0.01 |
0 |
389,230 |
-85,284 |
Dec11 |
110504 |
98.92 |
98.93 |
98.88 |
98.91 |
-0.01 |
0 |
393,298 |
-99,987 |
Mar12 |
110504 |
98.75 |
98.77 |
98.70 |
98.75 |
unch |
0 |
357,904 |
-89,712 |
Jun12 |
110504 |
98.53 |
98.55 |
98.48 |
98.53 |
unch |
0 |
275,201 |
-68,708 |
Sep12 |
110504 |
98.29 |
98.31 |
98.24 |
98.29 |
unch |
0 |
178,962 |
-41,496 |
Total Volume and Open Interest |
451,095 |
2,410,511 |
-508,965 |
3-Mth Euribor(LIFFE) |
Jun11 |
110504 |
98.425 |
98.430 |
98.400 |
98.405 |
-0.025 |
46,231 |
717,569 |
+14,066 |
Sep11 |
110504 |
98.135 |
98.140 |
98.070 |
98.080 |
-0.055 |
41,571 |
670,963 |
+562 |
Dec11 |
110504 |
97.895 |
97.900 |
97.810 |
97.830 |
-0.060 |
57,852 |
638,820 |
+15,060 |
Total Volume and Open Interest |
325,580 |
3,689,328 |
+75,566 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110504 |
95.01 |
95.02 |
94.96 |
94.98 |
-0.04 |
59,617 |
184,676 |
+22,695 |
Sep11 |
110504 |
94.92 |
94.94 |
94.87 |
94.88 |
-0.05 |
57,597 |
219,592 |
+7,333 |
Dec11 |
110504 |
94.83 |
94.86 |
94.79 |
94.80 |
-0.05 |
30,238 |
148,415 |
+2,613 |
Mar12 |
110504 |
94.75 |
94.78 |
94.70 |
94.72 |
-0.04 |
11,551 |
78,250 |
+575 |
Jun12 |
110504 |
94.66 |
94.72 |
94.63 |
94.64 |
-0.03 |
4,075 |
48,655 |
+724 |
Sep12 |
110504 |
94.58 |
94.66 |
94.57 |
94.58 |
-0.02 |
4,023 |
50,274 |
+2,528 |
Dec12 |
110504 |
94.53 |
94.60 |
94.51 |
94.53 |
-0.01 |
5,287 |
22,576 |
+2,391 |
Mar13 |
110504 |
94.51 |
94.56 |
94.47 |
94.49 |
-0.01 |
1,162 |
12,176 |
+531 |
Jun13 |
110504 |
94.45 |
94.52 |
94.44 |
94.45 |
unch |
54 |
1,036 |
-14 |
Sep13 |
110504 |
94.30 |
94.39 |
94.30 |
94.39 |
unch |
1 |
900 |
+0 |
Total Volume and Open Interest |
173,606 |
767,408 |
+39,377 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110504 |
94.58 |
94.63 |
94.55 |
94.60 |
+0.01 |
54,216 |
383,439 |
+16,656 |
Sep11 |
110504 |
94.60 |
94.60 |
94.60 |
94.60 |
+0.01 |
|
|
|
Total Volume and Open Interest |
54,216 |
383,439 |
+16,656 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110504 |
94.90 |
94.95 |
94.88 |
94.90 |
-0.01 |
149,783 |
588,283 |
+39,352 |
Sep11 |
110504 |
94.90 |
94.90 |
94.90 |
94.90 |
-0.01 |
|
|
|
Total Volume and Open Interest |
149,783 |
588,283 |
+23,842 |
Gold(CMX) |
Jun11 |
110504 |
1537.7 |
1543.5 |
1505.5 |
1515.3 |
-25.1 |
211,656 |
342,856 |
-5,727 |
Aug11 |
110504 |
1537.4 |
1544.7 |
1506.9 |
1516.5 |
-25.2 |
8,084 |
73,827 |
+2,667 |
Oct11 |
110504 |
1536.2 |
1544.8 |
1508.8 |
1517.7 |
-25.2 |
388 |
6,185 |
-11 |
Dec11 |
110504 |
1541.2 |
1546.8 |
1509.8 |
1518.8 |
-25.2 |
3,098 |
38,685 |
+31 |
Feb12 |
110504 |
1541.3 |
1546.6 |
1512.4 |
1520.1 |
-25.3 |
909 |
7,260 |
+205 |
Apr12 |
110504 |
1542.7 |
1542.7 |
1516.2 |
1521.8 |
-25.2 |
242 |
5,139 |
-36 |
Jun12 |
110504 |
1544.6 |
1544.6 |
1522.0 |
1523.4 |
-25.4 |
142 |
8,816 |
-28 |
Aug12 |
110504 |
1531.3 |
1531.3 |
1525.5 |
1525.5 |
-25.5 |
45 |
3,069 |
-25 |
Oct12 |
110504 |
1528.1 |
1528.1 |
1528.1 |
1528.1 |
-25.6 |
0 |
3,272 |
+0 |
Dec12 |
110504 |
1552.5 |
1552.5 |
1528.3 |
1531.5 |
-25.7 |
372 |
12,136 |
-46 |
Feb13 |
110504 |
1550.5 |
1552.8 |
1535.3 |
1535.3 |
-25.9 |
0 |
111 |
+0 |
Total Volume and Open Interest |
227,238 |
527,884 |
-3,998 |
Silver(CMX) |
May11 |
110504 |
4150.0 |
4225.5 |
3898.0 |
3938.3 |
-319.3 |
3,936 |
1,052 |
-466 |
Jul11 |
110504 |
4166.5 |
4232.5 |
3894.0 |
3938.8 |
-319.7 |
177,804 |
78,417 |
-2,003 |
Sep11 |
110504 |
4165.0 |
4233.0 |
3899.0 |
3939.6 |
-320.1 |
2,624 |
10,618 |
+220 |
Dec11 |
110504 |
4167.0 |
4231.5 |
3898.0 |
3939.6 |
-320.4 |
4,353 |
18,552 |
+474 |
Mar12 |
110504 |
4120.5 |
4141.0 |
3904.0 |
3932.6 |
-322.6 |
321 |
2,316 |
+189 |
May12 |
110504 |
4105.0 |
4105.0 |
3926.1 |
3926.1 |
-324.1 |
67 |
843 |
+23 |
Jul12 |
110504 |
4157.5 |
4157.5 |
3890.0 |
3920.8 |
-324.6 |
254 |
1,734 |
+84 |
Total Volume and Open Interest |
200,758 |
130,567 |
-1,633 |
Platinum(NYMEX) |
Jul11 |
110504 |
1856.0 |
1859.1 |
1816.7 |
1826.3 |
-34.2 |
6,745 |
38,249 |
+1,276 |
Oct11 |
110504 |
1847.0 |
1847.0 |
1826.1 |
1829.9 |
-34.4 |
83 |
1,490 |
+63 |
Jan12 |
110504 |
1852.0 |
1852.0 |
1831.9 |
1831.9 |
-34.4 |
5 |
29 |
+0 |
Apr12 |
110504 |
1833.9 |
1833.9 |
1833.9 |
1833.9 |
-34.4 |
3 |
24 |
+3 |
Total Volume and Open Interest |
6,838 |
39,807 |
+1,344 |
Palladium(NYMEX) |
Jun11 |
110504 |
770.00 |
779.55 |
741.60 |
746.70 |
-35.70 |
3,894 |
19,216 |
-84 |
Sep11 |
110504 |
774.75 |
777.00 |
746.45 |
748.30 |
-35.70 |
250 |
1,690 |
+137 |
Dec11 |
110504 |
755.50 |
755.50 |
749.30 |
749.30 |
-35.25 |
12 |
349 |
+0 |
Total Volume and Open Interest |
4,162 |
21,263 |
+54 |
Copper(CMX) |
May11 |
110504 |
422.75 |
422.75 |
411.40 |
412.05 |
-11.95 |
899 |
4,375 |
-1,172 |
Jul11 |
110504 |
424.60 |
425.45 |
412.50 |
413.40 |
-11.90 |
25,093 |
84,241 |
+2,352 |
Sep11 |
110504 |
425.40 |
425.75 |
414.30 |
415.05 |
-11.90 |
856 |
23,601 |
+524 |
Dec11 |
110504 |
428.50 |
428.50 |
416.20 |
416.80 |
-11.75 |
225 |
8,528 |
-84 |
Mar12 |
110504 |
422.00 |
422.00 |
418.05 |
418.05 |
-11.40 |
117 |
2,558 |
+13 |
Total Volume and Open Interest |
27,917 |
130,066 |
+1,664 |
DJIA Index(CBOT) |
Jun11 |
110504 |
12737 |
12775 |
12625 |
12672 |
-77 |
1,293 |
21,837 |
+113 |
Sep11 |
110504 |
12596 |
12603 |
12596 |
12603 |
-77 |
0 |
13 |
+0 |
Dec11 |
110504 |
12532 |
12613 |
12532 |
12532 |
-81 |
0 |
1 |
+0 |
Mar12 |
110504 |
12472 |
12555 |
12472 |
12472 |
-83 |
|
|
|
Total Volume and Open Interest |
1,293 |
21,851 |
+113 |
S & P 500(CME) |
Jun11 |
110504 |
1351.90 |
1355.00 |
1337.80 |
1343.00 |
-9.10 |
12,461 |
311,423 |
-3,397 |
Sep11 |
110504 |
1344.50 |
1344.50 |
1333.80 |
1337.70 |
-9.10 |
111 |
6,204 |
+73 |
Dec11 |
110504 |
1332.30 |
1332.40 |
1328.40 |
1332.30 |
-9.10 |
30 |
3,966 |
+25 |
Mar12 |
110504 |
1327.70 |
1327.80 |
1323.80 |
1327.70 |
-9.10 |
|
|
|
Total Volume and Open Interest |
12,602 |
321,598 |
-3,299 |
S & P 500 E-Mini(Globex) |
Jun11 |
110504 |
1343.25 |
1344.50 |
1343.00 |
1344.00 |
-6.75 |
|
|
|
Sep11 |
110504 |
1345.50 |
1349.25 |
1332.50 |
1337.75 |
-9.00 |
1,783 |
18,268 |
+786 |
Total Volume and Open Interest |
1,708,875 |
2,763,092 |
+198 |
NASDAQ 100(CME) |
Jun11 |
110504 |
2387.00 |
2396.00 |
2364.00 |
2384.00 |
-5.80 |
569 |
23,070 |
+45 |
Sep11 |
110504 |
2367.00 |
2387.00 |
2367.00 |
2380.30 |
-5.50 |
0 |
53 |
+0 |
Dec11 |
110504 |
2366.50 |
2376.80 |
2366.50 |
2376.80 |
-5.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
569 |
23,125 |
+45 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110504 |
2389.80 |
2396.00 |
2364.80 |
2384.00 |
-5.80 |
286,554 |
397,399 |
+6,031 |
Sep11 |
110504 |
2384.30 |
2389.00 |
2362.30 |
2380.30 |
-5.50 |
128 |
1,199 |
+30 |
Total Volume and Open Interest |
286,682 |
398,615 |
+6,061 |
S & P Midcap 400(CME) |
Jun11 |
110504 |
987.20 |
990.00 |
984.00 |
987.20 |
-10.70 |
218 |
2,098 |
+109 |
Sep11 |
110504 |
985.00 |
985.70 |
985.00 |
985.00 |
-10.70 |
|
|
|
Dec11 |
110504 |
983.40 |
984.10 |
983.40 |
983.40 |
-10.70 |
|
|
|
Total Volume and Open Interest |
218 |
2,098 |
+109 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110504 |
9855 |
9855 |
9855 |
9855 |
-85 |
|
|
|
Sep11 |
110504 |
9885 |
9920 |
9885 |
9885 |
-85 |
5 |
16 |
-3 |
Total Volume and Open Interest |
5,600 |
56,023 |
+438 |
Nikkei 225(SGX) |
Jun11 |
110502 |
9940 |
10045 |
9880 |
10030 |
+170 |
88,894 |
231,350 |
+377 |
Sep11 |
110502 |
9950 |
10030 |
9950 |
10030 |
+170 |
25 |
1,403 |
+35 |
Dec11 |
110502 |
9975 |
9975 |
9975 |
9975 |
+170 |
0 |
6,259 |
+0 |
Total Volume and Open Interest |
89,012 |
244,871 |
+542 |
CAC 40(EURONEXT) |
May11 |
110504 |
4021.0 |
4067.0 |
3980.5 |
3994.5 |
-49.0 |
70,622 |
313,375 |
+5,349 |
Jun11 |
110504 |
3978.0 |
4022.5 |
3941.0 |
3951.5 |
-49.0 |
1,282 |
28,064 |
+857 |
Jul11 |
110504 |
3948.5 |
3948.5 |
3948.5 |
3948.5 |
-50.0 |
|
|
|
Total Volume and Open Interest |
71,904 |
341,440 |
+6,206 |
Hang Seng Index(HKFE) |
May11 |
110504 |
23333 |
23382 |
23033 |
23060 |
-334 |
68,532 |
88,485 |
-6,987 |
Jun11 |
110504 |
23172 |
23220 |
22890 |
22911 |
-342 |
668 |
7,218 |
-74 |
Total Volume and Open Interest |
69,464 |
96,942 |
-20,576 |
DAX(EUREX) |
Jun11 |
110504 |
7479.0 |
7561.5 |
7378.5 |
7394.0 |
-126.0 |
98,478 |
177,851 |
+1,222 |
Sep11 |
110504 |
7509.5 |
7585.5 |
7411.0 |
7421.0 |
-125.5 |
316 |
5,772 |
-109 |
Dec11 |
110504 |
7542.0 |
7571.5 |
7445.5 |
7455.5 |
-124.0 |
114 |
802 |
+78 |
Total Volume and Open Interest |
98,908 |
184,425 |
+1,191 |
FT-SE 100(EURONEXT) |
Jun11 |
110504 |
6006.00 |
6046.00 |
5945.00 |
5957.00 |
-86.50 |
0 |
626,453 |
-39,007 |
Sep11 |
110504 |
5970.00 |
5991.50 |
5912.00 |
5921.00 |
-87.00 |
0 |
552 |
-18 |
Dec11 |
110504 |
5900.00 |
5900.00 |
5900.00 |
5900.00 |
-86.50 |
0 |
165 |
+0 |
Total Volume and Open Interest |
83,680 |
627,170 |
-39,025 |
SPI 200(SFE) |
Jun11 |
110504 |
4784.0 |
4784.0 |
4719.0 |
4725.0 |
-59.0 |
38,249 |
192,209 |
+3,731 |
Sep11 |
110504 |
4760.0 |
4760.0 |
4713.0 |
4713.0 |
-59.0 |
115 |
3,697 |
+11 |
Dec11 |
110504 |
4735.0 |
4735.0 |
4735.0 |
4735.0 |
-59.0 |
61 |
2,595 |
+0 |
Total Volume and Open Interest |
38,749 |
200,183 |
+3,745 |
GSCI(CME) |
May11 |
110504 |
85.04 |
86.14 |
73.64 |
75.64 |
-10.00 |
196 |
12,007 |
+91 |
Jun11 |
110504 |
86.64 |
87.64 |
75.29 |
77.29 |
-10.00 |
2 |
0 |
+0 |
Jul11 |
110504 |
74.64 |
85.64 |
73.64 |
74.64 |
-10.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
200 |
12,007 |
+91 |
Reuters CCI(ICE) |
Jun11 |
110504 |
359.60 |
359.60 |
359.60 |
359.60 |
-5.80 |
|
|
|
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. |
|
|