|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu May 05, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110505 |
1354.00 |
1354.00 |
1309.00 |
1319.75 |
-30.75 |
5,704 |
5,686 |
-2,082 |
Jul11 |
110505 |
1352.25 |
1361.50 |
1310.00 |
1321.75 |
-30.25 |
89,294 |
268,348 |
+916 |
Aug11 |
110505 |
1350.75 |
1358.00 |
1308.25 |
1320.75 |
-30.00 |
4,493 |
18,175 |
-93 |
Sep11 |
110505 |
1344.00 |
1349.00 |
1298.75 |
1312.75 |
-30.75 |
1,884 |
16,769 |
-69 |
Nov11 |
110505 |
1338.00 |
1347.75 |
1292.00 |
1306.75 |
-31.75 |
20,095 |
199,421 |
-1,094 |
Jan12 |
110505 |
1346.00 |
1352.00 |
1300.50 |
1314.75 |
-31.75 |
641 |
22,701 |
-11 |
Mar12 |
110505 |
1350.00 |
1350.00 |
1310.00 |
1315.75 |
-30.50 |
332 |
14,160 |
-151 |
Total Volume and Open Interest |
123,090 |
571,505 |
-2,514 |
Soybean Meal(CBOT) |
May11 |
110505 |
347.00 |
349.50 |
339.80 |
342.70 |
-4.90 |
4,255 |
2,687 |
-653 |
Jul11 |
110505 |
352.50 |
355.00 |
344.20 |
347.50 |
-5.00 |
33,451 |
99,626 |
+243 |
Aug11 |
110505 |
353.50 |
355.90 |
345.00 |
348.50 |
-5.00 |
3,684 |
28,507 |
+756 |
Sep11 |
110505 |
351.90 |
354.40 |
343.30 |
346.70 |
-5.20 |
2,311 |
16,709 |
+141 |
Oct11 |
110505 |
346.70 |
346.70 |
338.30 |
341.80 |
-5.60 |
671 |
14,303 |
+143 |
Dec11 |
110505 |
347.70 |
350.10 |
338.20 |
341.70 |
-5.80 |
6,437 |
50,751 |
-85 |
Jan12 |
110505 |
350.00 |
350.00 |
341.80 |
343.10 |
-5.70 |
430 |
3,647 |
+54 |
Mar12 |
110505 |
347.00 |
347.00 |
342.50 |
345.10 |
-5.50 |
212 |
3,095 |
-43 |
Total Volume and Open Interest |
51,899 |
226,128 |
+652 |
Soybean Oil(CBOT) |
May11 |
110505 |
56.78 |
56.78 |
54.65 |
55.36 |
-1.40 |
3,400 |
2,907 |
-251 |
Jul11 |
110505 |
57.20 |
57.58 |
54.94 |
55.73 |
-1.44 |
52,114 |
158,852 |
-2,745 |
Aug11 |
110505 |
57.55 |
57.80 |
55.21 |
56.00 |
-1.43 |
4,487 |
29,066 |
+716 |
Sep11 |
110505 |
57.83 |
58.04 |
55.50 |
56.27 |
-1.44 |
4,920 |
23,704 |
+730 |
Oct11 |
110505 |
57.32 |
57.86 |
55.63 |
56.41 |
-1.45 |
1,023 |
14,359 |
+134 |
Dec11 |
110505 |
58.16 |
58.50 |
55.86 |
56.65 |
-1.46 |
14,723 |
78,251 |
-3,273 |
Jan12 |
110505 |
58.10 |
58.28 |
56.25 |
56.86 |
-1.42 |
283 |
5,126 |
+113 |
Mar12 |
110505 |
58.30 |
58.33 |
56.33 |
56.91 |
-1.42 |
188 |
4,437 |
+6 |
Total Volume and Open Interest |
81,177 |
321,664 |
-4,578 |
Canola(WCE) |
May11 |
110505 |
540.0 |
540.0 |
540.0 |
540.0 |
-14.7 |
551 |
212 |
-540 |
Jul11 |
110505 |
561.0 |
565.9 |
545.2 |
552.5 |
-8.0 |
6,551 |
80,293 |
-277 |
Nov11 |
110505 |
557.0 |
562.7 |
540.0 |
548.9 |
-8.1 |
3,583 |
74,984 |
+62 |
Jan12 |
110505 |
555.0 |
558.7 |
549.6 |
556.5 |
-8.4 |
344 |
6,137 |
+232 |
Mar12 |
110505 |
556.8 |
566.2 |
551.4 |
557.5 |
-10.9 |
0 |
1,157 |
+0 |
Total Volume and Open Interest |
11,052 |
165,071 |
-565 |
Corn(CBOT) |
May11 |
110505 |
728.25 |
733.50 |
699.00 |
705.00 |
-21.50 |
18,933 |
13,983 |
-7,565 |
Jul11 |
110505 |
732.00 |
737.50 |
701.00 |
708.75 |
-20.75 |
173,908 |
679,705 |
-6,132 |
Sep11 |
110505 |
704.00 |
710.00 |
677.25 |
687.75 |
-15.75 |
23,836 |
165,789 |
+2,083 |
Dec11 |
110505 |
664.00 |
671.00 |
640.50 |
655.75 |
-9.50 |
73,374 |
452,060 |
+2,624 |
Mar12 |
110505 |
676.00 |
681.00 |
654.25 |
666.50 |
-9.50 |
4,916 |
74,326 |
+905 |
May12 |
110505 |
682.75 |
687.75 |
664.75 |
674.50 |
-9.50 |
1,829 |
16,380 |
+646 |
Total Volume and Open Interest |
304,560 |
1,492,620 |
-4,084 |
Wheat(CBOT) |
May11 |
110505 |
741.00 |
741.00 |
718.00 |
722.50 |
-18.50 |
1,722 |
1,544 |
-860 |
Jul11 |
110505 |
770.50 |
780.75 |
748.50 |
754.00 |
-18.00 |
39,940 |
234,146 |
+1,109 |
Sep11 |
110505 |
812.25 |
822.50 |
791.25 |
797.25 |
-16.50 |
8,187 |
72,727 |
+15 |
Dec11 |
110505 |
853.25 |
866.25 |
835.00 |
841.50 |
-12.75 |
8,652 |
99,713 |
+839 |
Mar12 |
110505 |
889.00 |
897.00 |
868.25 |
873.25 |
-15.00 |
1,509 |
14,140 |
+146 |
Total Volume and Open Interest |
62,449 |
460,447 |
+1,768 |
Wheat(KCBT) |
May11 |
110505 |
871.50 |
871.50 |
848.00 |
848.00 |
-19.75 |
352 |
355 |
-320 |
Jul11 |
110505 |
877.25 |
884.25 |
855.00 |
857.00 |
-20.75 |
19,616 |
89,416 |
+429 |
Sep11 |
110505 |
895.25 |
900.00 |
873.00 |
875.25 |
-20.00 |
2,716 |
31,017 |
-70 |
Dec11 |
110505 |
917.00 |
921.25 |
896.25 |
898.50 |
-17.00 |
3,640 |
37,305 |
-23 |
Mar12 |
110505 |
932.75 |
932.75 |
910.75 |
914.00 |
-16.00 |
539 |
4,999 |
+171 |
Total Volume and Open Interest |
27,268 |
170,792 |
+299 |
Wheat(MGE) |
May11 |
110505 |
909.50 |
909.50 |
906.00 |
906.00 |
-17.00 |
184 |
1,263 |
-170 |
Jul11 |
110505 |
915.25 |
919.00 |
890.75 |
895.50 |
-19.75 |
3,162 |
21,212 |
-183 |
Sep11 |
110505 |
917.50 |
920.50 |
893.75 |
898.50 |
-19.50 |
1,544 |
16,924 |
+496 |
Dec11 |
110505 |
926.75 |
931.50 |
905.00 |
908.00 |
-19.00 |
965 |
12,707 |
+265 |
Mar12 |
110505 |
939.50 |
940.50 |
914.75 |
918.75 |
-18.50 |
167 |
2,568 |
-18 |
Total Volume and Open Interest |
6,233 |
57,421 |
+467 |
Oats(CBOT) |
May11 |
110505 |
325.00 |
337.00 |
325.00 |
325.00 |
-12.00 |
98 |
458 |
-270 |
Jul11 |
110505 |
348.25 |
353.25 |
330.00 |
334.00 |
-12.00 |
1,056 |
9,302 |
-136 |
Sep11 |
110505 |
338.75 |
354.00 |
338.25 |
342.00 |
-12.00 |
39 |
269 |
-13 |
Dec11 |
110505 |
364.50 |
364.50 |
349.50 |
352.00 |
-12.00 |
338 |
3,001 |
+18 |
Total Volume and Open Interest |
1,531 |
13,050 |
-401 |
Rough Rice(CBOT) |
May11 |
110505 |
14.45 |
14.45 |
13.93 |
13.93 |
-0.68 |
230 |
332 |
-75 |
Jul11 |
110505 |
14.79 |
14.89 |
14.14 |
14.14 |
-0.75 |
1,637 |
16,831 |
-254 |
Sep11 |
110505 |
15.55 |
15.60 |
14.03 |
14.96 |
-0.70 |
252 |
4,813 |
-43 |
Nov11 |
110505 |
15.84 |
15.90 |
15.20 |
15.25 |
-0.70 |
87 |
1,045 |
+27 |
Total Volume and Open Interest |
2,220 |
23,542 |
-335 |
Live Cattle(CME) |
Jun11 |
110505 |
110.950 |
111.150 |
108.635 |
109.750 |
-0.800 |
33,800 |
135,372 |
-7,441 |
Aug11 |
110505 |
113.285 |
113.430 |
110.750 |
111.885 |
-1.065 |
19,421 |
95,523 |
+1,282 |
Oct11 |
110505 |
118.450 |
118.480 |
115.900 |
117.100 |
-1.130 |
8,409 |
61,515 |
+1,050 |
Dec11 |
110505 |
119.950 |
120.480 |
117.850 |
118.885 |
-1.315 |
3,829 |
44,278 |
-60 |
Feb12 |
110505 |
120.400 |
120.400 |
118.250 |
119.180 |
-1.370 |
2,366 |
11,818 |
-4 |
Apr12 |
110505 |
121.400 |
121.400 |
119.080 |
120.200 |
-1.050 |
263 |
5,186 |
+13 |
Total Volume and Open Interest |
68,169 |
354,805 |
-5,167 |
Feeder Cattle(CME) |
May11 |
110505 |
129.185 |
129.185 |
127.885 |
128.630 |
-0.655 |
968 |
6,572 |
-294 |
Aug11 |
110505 |
133.035 |
133.285 |
131.235 |
131.750 |
-1.185 |
3,223 |
25,305 |
+280 |
Sep11 |
110505 |
133.450 |
133.600 |
132.000 |
132.800 |
-1.400 |
477 |
4,729 |
+50 |
Oct11 |
110505 |
134.000 |
134.000 |
132.325 |
133.000 |
-1.535 |
440 |
3,357 |
+175 |
Nov11 |
110505 |
134.350 |
134.400 |
132.380 |
133.000 |
-1.500 |
136 |
1,481 |
+47 |
Jan12 |
110505 |
132.650 |
132.650 |
131.350 |
132.400 |
-0.700 |
41 |
376 |
+21 |
Mar12 |
110505 |
132.800 |
132.800 |
132.800 |
132.800 |
unch |
0 |
32 |
+0 |
Total Volume and Open Interest |
5,285 |
41,853 |
+279 |
Lean Hogs(CME) |
May11 |
110505 |
90.950 |
91.700 |
89.650 |
91.580 |
+0.980 |
2,314 |
2,997 |
-1,129 |
Jun11 |
110505 |
92.580 |
93.285 |
91.350 |
92.430 |
+0.280 |
24,527 |
74,536 |
-2,947 |
Jul11 |
110505 |
93.430 |
93.850 |
92.035 |
93.285 |
+0.400 |
8,260 |
31,770 |
+714 |
Aug11 |
110505 |
94.700 |
95.300 |
93.600 |
94.200 |
-0.130 |
6,086 |
37,360 |
+132 |
Oct11 |
110505 |
87.000 |
87.950 |
86.285 |
86.930 |
+0.145 |
4,277 |
33,754 |
-50 |
Dec11 |
110505 |
83.800 |
84.800 |
83.450 |
84.150 |
+0.365 |
2,581 |
27,657 |
+268 |
Feb12 |
110505 |
85.250 |
85.980 |
84.700 |
85.450 |
+0.050 |
1,516 |
7,193 |
+216 |
Apr12 |
110505 |
86.400 |
87.000 |
86.000 |
86.800 |
+0.400 |
477 |
4,230 |
+117 |
Total Volume and Open Interest |
50,096 |
221,571 |
-2,704 |
Class III Milk(CME) |
May11 |
110505 |
16.52 |
16.59 |
16.49 |
16.58 |
+0.06 |
74 |
5,360 |
+13 |
Jun11 |
110505 |
17.25 |
17.29 |
17.00 |
17.10 |
-0.19 |
88 |
4,714 |
-20 |
Jul11 |
110505 |
17.60 |
17.75 |
17.43 |
17.60 |
-0.15 |
57 |
3,463 |
+17 |
Aug11 |
110505 |
17.95 |
18.00 |
17.76 |
17.87 |
-0.13 |
33 |
3,320 |
+17 |
Sep11 |
110505 |
18.10 |
18.10 |
17.95 |
18.04 |
-0.06 |
50 |
3,362 |
+26 |
Total Volume and Open Interest |
441 |
31,075 |
+148 |
Cocoa(ICE) |
May11 |
110505 |
3150 |
3156 |
3087 |
3087 |
-149 |
222 |
119 |
-216 |
Jul11 |
110505 |
3176 |
3177 |
3050 |
3055 |
-156 |
8,614 |
75,887 |
-1,549 |
Sep11 |
110505 |
3160 |
3160 |
3059 |
3062 |
-150 |
1,248 |
24,889 |
+358 |
Dec11 |
110505 |
3164 |
3171 |
3079 |
3084 |
-144 |
1,071 |
23,734 |
+653 |
Mar12 |
110505 |
3197 |
3206 |
3124 |
3133 |
-133 |
501 |
22,470 |
-106 |
May12 |
110505 |
3185 |
3185 |
3119 |
3119 |
-133 |
30 |
5,691 |
+17 |
Jul12 |
110505 |
3115 |
3115 |
3115 |
3115 |
-132 |
67 |
1,533 |
+29 |
Total Volume and Open Interest |
11,961 |
158,881 |
-795 |
Coffee "C"(ICE) |
May11 |
110505 |
294.85 |
294.90 |
284.15 |
287.50 |
-6.25 |
50 |
422 |
-23 |
Jul11 |
110505 |
294.50 |
295.20 |
284.10 |
288.25 |
-6.25 |
10,706 |
71,759 |
-337 |
Sep11 |
110505 |
296.50 |
298.00 |
287.30 |
291.05 |
-6.25 |
3,123 |
21,151 |
+1,077 |
Dec11 |
110505 |
300.30 |
300.55 |
289.95 |
293.70 |
-6.45 |
1,438 |
18,807 |
+150 |
Mar12 |
110505 |
300.95 |
301.05 |
290.90 |
294.60 |
-6.45 |
291 |
4,027 |
+57 |
May12 |
110505 |
299.70 |
299.70 |
289.85 |
293.30 |
-6.80 |
63 |
2,348 |
+11 |
Total Volume and Open Interest |
15,773 |
120,301 |
+921 |
Orange Juice(ICE) |
May11 |
110505 |
179.75 |
179.75 |
177.00 |
177.65 |
-1.35 |
158 |
229 |
-97 |
Jul11 |
110505 |
172.30 |
172.30 |
170.05 |
171.25 |
-1.05 |
975 |
23,767 |
+278 |
Sep11 |
110505 |
167.05 |
167.30 |
166.25 |
166.95 |
-1.40 |
265 |
2,318 |
+121 |
Nov11 |
110505 |
164.55 |
164.80 |
164.30 |
164.30 |
-1.65 |
26 |
1,611 |
+4 |
Jan12 |
110505 |
163.30 |
163.30 |
163.30 |
163.30 |
-1.40 |
0 |
212 |
+0 |
Mar12 |
110505 |
163.05 |
163.05 |
163.05 |
163.05 |
-1.00 |
0 |
70 |
+0 |
Total Volume and Open Interest |
1,424 |
28,301 |
+306 |
Sugar #11(ICE) |
Jul11 |
110505 |
21.35 |
21.38 |
20.50 |
20.86 |
-0.49 |
33,615 |
279,048 |
+958 |
Oct11 |
110505 |
21.77 |
21.77 |
20.81 |
21.10 |
-0.65 |
18,642 |
138,850 |
+4,005 |
Mar12 |
110505 |
22.30 |
22.31 |
21.43 |
21.69 |
-0.61 |
7,673 |
68,790 |
+26 |
May12 |
110505 |
22.25 |
22.25 |
21.44 |
21.63 |
-0.61 |
3,416 |
23,250 |
+604 |
Jul12 |
110505 |
22.11 |
22.12 |
21.44 |
21.63 |
-0.58 |
1,396 |
16,888 |
+453 |
Total Volume and Open Interest |
66,449 |
568,473 |
+6,386 |
London Cocoa(LCE) |
May11 |
110505 |
1913 |
1916 |
1860 |
1870 |
-67 |
3,043 |
33,202 |
-435 |
Jul11 |
110505 |
1922 |
1928 |
1874 |
1885 |
-60 |
7,587 |
56,703 |
-3 |
Sep11 |
110505 |
1938 |
1943 |
1892 |
1901 |
-55 |
2,316 |
29,755 |
-579 |
Dec11 |
110505 |
1955 |
1961 |
1909 |
1924 |
-52 |
1,504 |
31,394 |
+146 |
Mar12 |
110505 |
1952 |
1975 |
1926 |
1944 |
-50 |
767 |
27,825 |
+97 |
May12 |
110505 |
1989 |
1989 |
1950 |
1958 |
-45 |
752 |
6,978 |
-442 |
Jul12 |
110505 |
1989 |
1989 |
1961 |
1968 |
-39 |
0 |
3,975 |
+0 |
Total Volume and Open Interest |
15,969 |
200,107 |
-1,216 |
London Sugar(LCE) |
Aug11 |
110505 |
591.40 |
591.60 |
571.90 |
582.30 |
-10.40 |
4,262 |
24,049 |
+691 |
Oct11 |
110505 |
579.90 |
579.90 |
559.90 |
567.00 |
-13.70 |
1,933 |
8,126 |
+266 |
Dec11 |
110505 |
585.00 |
585.00 |
570.00 |
576.10 |
-13.00 |
443 |
3,177 |
+322 |
Mar12 |
110505 |
580.00 |
580.00 |
568.20 |
572.50 |
-15.30 |
259 |
1,972 |
+161 |
May12 |
110505 |
579.00 |
579.00 |
565.00 |
568.00 |
-14.80 |
149 |
1,228 |
+112 |
Total Volume and Open Interest |
7,130 |
39,428 |
+1,624 |
Cotton(ICE) |
May11 |
110505 |
170.99 |
170.99 |
165.20 |
165.36 |
-7.83 |
294 |
3,045 |
-290 |
Jul11 |
110505 |
151.50 |
151.50 |
144.51 |
146.86 |
-4.65 |
8,275 |
70,342 |
-1,491 |
Oct11 |
110505 |
137.01 |
137.01 |
135.00 |
135.37 |
-3.22 |
62 |
457 |
-23 |
Dec11 |
110505 |
125.59 |
125.59 |
121.20 |
122.08 |
-3.51 |
3,268 |
59,576 |
-808 |
Mar12 |
110505 |
116.00 |
116.40 |
114.37 |
114.80 |
-3.63 |
238 |
8,384 |
-26 |
May12 |
110505 |
109.50 |
109.50 |
108.96 |
109.05 |
-3.28 |
52 |
2,214 |
-10 |
Total Volume and Open Interest |
12,284 |
149,384 |
-2,593 |
Lumber(CME) |
May11 |
110505 |
227.3 |
235.1 |
227.3 |
231.0 |
+1.5 |
131 |
879 |
-143 |
Jul11 |
110505 |
249.1 |
256.3 |
246.8 |
248.5 |
-0.1 |
415 |
6,783 |
+149 |
Sep11 |
110505 |
267.2 |
274.6 |
265.1 |
270.5 |
+0.9 |
93 |
1,850 |
+29 |
Nov11 |
110505 |
269.3 |
273.1 |
269.0 |
269.3 |
unch |
46 |
475 |
+40 |
Total Volume and Open Interest |
685 |
10,000 |
+75 |
Crude Oil(NYM) |
Jun11 |
110505 |
108.78 |
109.38 |
98.25 |
99.80 |
-9.44 |
300,333 |
328,010 |
-12,952 |
Jul11 |
110505 |
109.32 |
109.85 |
98.77 |
100.34 |
-9.39 |
65,723 |
230,191 |
+8,090 |
Aug11 |
110505 |
109.41 |
110.10 |
99.12 |
100.64 |
-9.36 |
29,124 |
83,285 |
+1,216 |
Sep11 |
110505 |
109.71 |
110.27 |
99.35 |
100.85 |
-9.32 |
23,888 |
84,786 |
+3,447 |
Oct11 |
110505 |
109.50 |
109.94 |
99.48 |
100.92 |
-9.29 |
9,822 |
41,157 |
-881 |
Nov11 |
110505 |
109.88 |
109.93 |
99.48 |
100.96 |
-9.28 |
4,753 |
37,259 |
-72 |
Dec11 |
110505 |
109.90 |
110.42 |
99.43 |
101.00 |
-9.26 |
37,835 |
188,158 |
-1,130 |
Jan12 |
110505 |
108.59 |
108.59 |
99.41 |
100.93 |
-9.25 |
2,848 |
37,296 |
+166 |
Feb12 |
110505 |
109.68 |
109.71 |
99.30 |
100.81 |
-9.25 |
2,661 |
18,246 |
-153 |
Mar12 |
110505 |
107.21 |
107.30 |
99.87 |
100.69 |
-9.25 |
3,087 |
30,292 |
-221 |
Apr12 |
110505 |
108.50 |
108.50 |
100.57 |
100.57 |
-9.23 |
2,101 |
14,989 |
+397 |
May12 |
110505 |
105.84 |
105.84 |
98.91 |
100.42 |
-9.22 |
2,427 |
15,026 |
+485 |
Jun12 |
110505 |
108.94 |
108.94 |
98.86 |
100.27 |
-9.20 |
9,068 |
71,718 |
-1,284 |
Jul12 |
110505 |
102.95 |
102.95 |
99.98 |
99.98 |
-9.16 |
667 |
20,642 |
+182 |
Aug12 |
110505 |
99.67 |
99.67 |
99.67 |
99.67 |
-9.12 |
612 |
13,216 |
+151 |
Sep12 |
110505 |
99.41 |
99.41 |
99.41 |
99.41 |
-9.08 |
373 |
13,071 |
+106 |
Total Volume and Open Interest |
529,239 |
1,624,328 |
-1,079 |
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 |
110505 |
109.425 |
109.900 |
98.800 |
100.350 |
-9.375 |
511 |
839 |
+20 |
Aug11 |
110505 |
109.375 |
109.375 |
99.100 |
100.650 |
-9.350 |
132 |
125 |
+17 |
Sep11 |
110505 |
109.375 |
109.375 |
100.000 |
100.850 |
-9.325 |
24 |
140 |
+6 |
Oct11 |
110505 |
106.100 |
106.100 |
100.925 |
100.925 |
-9.275 |
2 |
40 |
-2 |
Nov11 |
110505 |
100.950 |
100.950 |
100.950 |
100.950 |
-9.300 |
2 |
16 |
-1 |
Dec11 |
110505 |
110.000 |
110.000 |
100.250 |
101.000 |
-9.250 |
15 |
317 |
-1 |
Jan12 |
110505 |
100.925 |
100.925 |
100.925 |
100.925 |
-9.250 |
1 |
7 |
-1 |
Feb12 |
110505 |
109.825 |
109.825 |
100.800 |
100.800 |
-9.250 |
6 |
6 |
+5 |
Total Volume and Open Interest |
12,197 |
5,094 |
-353 |
Heating Oil(NYM) |
Jun11 |
110505 |
314.01 |
317.00 |
285.23 |
288.69 |
-25.61 |
55,052 |
117,614 |
-1,466 |
Jul11 |
110505 |
315.00 |
318.25 |
286.88 |
290.20 |
-25.61 |
17,614 |
47,568 |
-1,900 |
Aug11 |
110505 |
317.33 |
318.25 |
288.95 |
291.69 |
-25.64 |
11,503 |
30,208 |
-61 |
Sep11 |
110505 |
318.00 |
320.12 |
290.38 |
293.45 |
-25.62 |
7,157 |
21,924 |
+745 |
Oct11 |
110505 |
319.00 |
319.00 |
292.05 |
295.13 |
-25.58 |
3,174 |
10,122 |
+35 |
Nov11 |
110505 |
318.34 |
318.34 |
294.35 |
296.76 |
-25.57 |
2,214 |
10,426 |
+40 |
Dec11 |
110505 |
323.20 |
324.96 |
295.34 |
298.35 |
-25.54 |
15,883 |
33,879 |
+516 |
Jan12 |
110505 |
322.00 |
322.00 |
297.32 |
299.90 |
-25.53 |
775 |
11,379 |
+100 |
Feb12 |
110505 |
315.00 |
316.32 |
297.20 |
300.15 |
-25.44 |
627 |
4,951 |
+105 |
Mar12 |
110505 |
314.89 |
314.89 |
296.97 |
299.12 |
-25.35 |
470 |
3,154 |
+49 |
Apr12 |
110505 |
305.30 |
305.30 |
294.60 |
297.12 |
-25.22 |
442 |
1,228 |
+170 |
May12 |
110505 |
301.10 |
303.96 |
295.41 |
295.41 |
-25.13 |
290 |
1,170 |
+32 |
Total Volume and Open Interest |
122,168 |
314,173 |
+139 |
Gasoline(NYMEX) |
Jun11 |
110505 |
331.50 |
333.50 |
306.00 |
309.54 |
-22.71 |
61,521 |
104,288 |
+596 |
Jul11 |
110505 |
324.53 |
326.70 |
298.89 |
302.28 |
-23.52 |
32,676 |
53,771 |
-453 |
Aug11 |
110505 |
316.31 |
316.70 |
293.21 |
296.86 |
-23.91 |
20,091 |
28,219 |
-325 |
Sep11 |
110505 |
316.03 |
316.71 |
288.94 |
292.56 |
-24.03 |
12,310 |
27,226 |
+552 |
Oct11 |
110505 |
299.20 |
299.91 |
272.55 |
276.24 |
-24.10 |
5,192 |
22,595 |
+635 |
Nov11 |
110505 |
288.31 |
288.56 |
268.67 |
272.44 |
-24.09 |
1,812 |
8,499 |
-246 |
Dec11 |
110505 |
293.84 |
294.86 |
267.25 |
270.87 |
-24.01 |
2,973 |
26,509 |
+607 |
Jan12 |
110505 |
284.29 |
285.32 |
267.29 |
270.84 |
-23.96 |
321 |
6,431 |
+16 |
Feb12 |
110505 |
272.09 |
272.09 |
272.09 |
272.09 |
-23.93 |
117 |
2,778 |
-21 |
Mar12 |
110505 |
273.34 |
273.34 |
273.34 |
273.34 |
-23.91 |
69 |
4,367 |
+58 |
Total Volume and Open Interest |
137,199 |
301,213 |
+1,406 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110505 |
309.50 |
309.54 |
309.50 |
309.50 |
-22.80 |
0 |
2 |
+0 |
Jul11 |
110505 |
302.30 |
302.30 |
302.28 |
302.30 |
-23.50 |
0 |
1 |
+0 |
Aug11 |
110505 |
296.90 |
296.90 |
296.86 |
296.90 |
-23.90 |
0 |
1 |
+0 |
Sep11 |
110505 |
292.60 |
292.60 |
292.56 |
292.60 |
-24.00 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jun11 |
110505 |
4.565 |
4.572 |
4.205 |
4.261 |
-0.316 |
84,226 |
160,827 |
+1,633 |
Jul11 |
110505 |
4.633 |
4.638 |
4.276 |
4.331 |
-0.313 |
31,326 |
212,737 |
-1,798 |
Aug11 |
110505 |
4.667 |
4.678 |
4.323 |
4.376 |
-0.311 |
28,941 |
70,597 |
-3,276 |
Sep11 |
110505 |
4.681 |
4.699 |
4.343 |
4.396 |
-0.310 |
25,328 |
88,104 |
+7,577 |
Oct11 |
110505 |
4.729 |
4.736 |
4.388 |
4.438 |
-0.307 |
16,507 |
100,852 |
+3,325 |
Nov11 |
110505 |
4.855 |
4.862 |
4.581 |
4.594 |
-0.286 |
10,713 |
46,604 |
+913 |
Dec11 |
110505 |
5.075 |
5.075 |
4.788 |
4.815 |
-0.277 |
5,111 |
36,671 |
+593 |
Jan12 |
110505 |
5.194 |
5.207 |
4.921 |
4.935 |
-0.277 |
7,781 |
85,942 |
-126 |
Feb12 |
110505 |
5.170 |
5.183 |
4.908 |
4.919 |
-0.270 |
788 |
17,325 |
+68 |
Mar12 |
110505 |
5.110 |
5.110 |
4.830 |
4.852 |
-0.260 |
4,327 |
37,924 |
+253 |
Apr12 |
110505 |
4.925 |
4.932 |
4.680 |
4.723 |
-0.237 |
3,986 |
34,525 |
+704 |
May12 |
110505 |
4.937 |
4.937 |
4.732 |
4.743 |
-0.229 |
1,384 |
10,424 |
-472 |
Jun12 |
110505 |
4.988 |
4.988 |
4.766 |
4.781 |
-0.224 |
833 |
6,946 |
+562 |
Jul12 |
110505 |
4.992 |
4.992 |
4.824 |
4.826 |
-0.220 |
102 |
5,431 |
-9 |
Aug12 |
110505 |
5.047 |
5.047 |
4.830 |
4.855 |
-0.216 |
167 |
5,992 |
+108 |
Sep12 |
110505 |
4.954 |
4.954 |
4.830 |
4.867 |
-0.214 |
216 |
5,475 |
+171 |
Total Volume and Open Interest |
223,787 |
1,003,421 |
+10,987 |
Brent Crude Oil(ICE) |
Jun11 |
110505 |
120.50 |
121.96 |
109.02 |
110.80 |
-10.39 |
194,417 |
183,325 |
-20,157 |
Jul11 |
110505 |
120.40 |
121.66 |
108.80 |
110.57 |
-10.39 |
98,946 |
147,725 |
+10,079 |
Aug11 |
110505 |
120.25 |
121.31 |
108.57 |
110.32 |
-10.37 |
42,738 |
68,220 |
+7,595 |
Sep11 |
110505 |
120.45 |
120.80 |
108.34 |
109.97 |
-10.35 |
19,625 |
45,302 |
+218 |
Oct11 |
110505 |
120.04 |
120.39 |
107.96 |
109.62 |
-10.31 |
7,222 |
32,458 |
+275 |
Nov11 |
110505 |
119.54 |
119.98 |
107.66 |
109.31 |
-10.23 |
4,524 |
19,991 |
+649 |
Dec11 |
110505 |
118.73 |
119.71 |
107.23 |
109.00 |
-10.15 |
30,562 |
99,296 |
+1,210 |
Jan12 |
110505 |
118.65 |
118.65 |
106.95 |
108.73 |
-10.10 |
3,409 |
18,897 |
+226 |
Feb12 |
110505 |
115.71 |
117.53 |
106.67 |
108.46 |
-10.06 |
2,234 |
15,287 |
+843 |
Mar12 |
110505 |
110.90 |
110.90 |
108.17 |
108.17 |
-10.02 |
2,716 |
30,616 |
+257 |
Apr12 |
110505 |
107.95 |
107.95 |
107.87 |
107.87 |
-9.98 |
1,144 |
6,347 |
+476 |
May12 |
110505 |
107.53 |
107.53 |
107.53 |
107.53 |
-9.92 |
763 |
5,844 |
-15 |
Jun12 |
110505 |
116.55 |
116.55 |
106.50 |
107.19 |
-9.83 |
3,768 |
34,475 |
-392 |
Jul12 |
110505 |
106.83 |
106.83 |
106.83 |
106.83 |
-9.74 |
443 |
2,305 |
+54 |
Total Volume and Open Interest |
424,416 |
830,331 |
+402 |
Gas Oil(ICE) |
May11 |
110505 |
990.00 |
1003.00 |
902.50 |
938.25 |
-60.00 |
46,455 |
81,636 |
-3,330 |
Jun11 |
110505 |
993.50 |
1006.50 |
905.75 |
941.50 |
-60.25 |
77,376 |
139,545 |
-19 |
Jul11 |
110505 |
996.75 |
1009.25 |
912.00 |
945.00 |
-60.50 |
23,301 |
61,319 |
+117 |
Aug11 |
110505 |
1000.00 |
1010.50 |
914.50 |
948.25 |
-60.25 |
8,791 |
34,355 |
+512 |
Sep11 |
110505 |
1007.50 |
1013.25 |
917.50 |
951.50 |
-59.75 |
6,313 |
48,939 |
+403 |
Oct11 |
110505 |
1011.50 |
1015.00 |
920.25 |
953.75 |
-59.50 |
2,512 |
32,792 |
-383 |
Nov11 |
110505 |
1011.75 |
1015.25 |
921.00 |
954.25 |
-59.25 |
2,570 |
22,464 |
-9 |
Dec11 |
110505 |
1007.00 |
1016.25 |
920.75 |
955.25 |
-59.00 |
14,633 |
59,093 |
-349 |
Jan12 |
110505 |
1007.50 |
1007.50 |
935.50 |
957.50 |
-58.75 |
1,425 |
26,929 |
-97 |
Feb12 |
110505 |
1004.50 |
1004.50 |
954.00 |
957.50 |
-58.50 |
518 |
6,399 |
-194 |
Total Volume and Open Interest |
191,975 |
603,376 |
-1,398 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110505 |
2.640 |
2.640 |
2.555 |
2.580 |
-0.062 |
203 |
1,393 |
+9 |
Jul11 |
110505 |
2.580 |
2.590 |
2.555 |
2.578 |
-0.061 |
234 |
1,131 |
+25 |
Aug11 |
110505 |
2.640 |
2.640 |
2.568 |
2.575 |
-0.060 |
196 |
891 |
+5 |
Sep11 |
110505 |
2.573 |
2.573 |
2.540 |
2.547 |
-0.063 |
131 |
994 |
-22 |
Oct11 |
110505 |
2.466 |
2.471 |
2.445 |
2.457 |
-0.056 |
114 |
919 |
-5 |
Nov11 |
110505 |
2.400 |
2.410 |
2.390 |
2.395 |
-0.045 |
16 |
633 |
+2 |
Dec11 |
110505 |
2.400 |
2.406 |
2.382 |
2.391 |
-0.049 |
43 |
971 |
+11 |
Total Volume and Open Interest |
1,073 |
7,635 |
-60 |
WTI Crude Oil(ICE |
Jun11 |
110505 |
108.54 |
109.38 |
98.24 |
99.80 |
-9.44 |
75,719 |
92,202 |
+139 |
Jul11 |
110505 |
109.20 |
109.81 |
98.80 |
100.34 |
-9.39 |
20,989 |
74,665 |
+1,186 |
Aug11 |
110505 |
109.46 |
110.05 |
99.10 |
100.64 |
-9.36 |
11,014 |
30,581 |
-386 |
Sep11 |
110505 |
109.16 |
109.16 |
99.30 |
100.85 |
-9.32 |
7,696 |
34,100 |
+869 |
Oct11 |
110505 |
109.87 |
109.87 |
99.44 |
100.92 |
-9.29 |
3,788 |
20,077 |
+886 |
Nov11 |
110505 |
109.92 |
109.92 |
99.69 |
100.96 |
-9.28 |
2,009 |
16,992 |
+165 |
Dec11 |
110505 |
109.71 |
110.14 |
99.47 |
101.00 |
-9.26 |
12,816 |
89,116 |
+311 |
Jan12 |
110505 |
108.44 |
108.44 |
99.97 |
100.93 |
-9.25 |
433 |
12,131 |
-10 |
Feb12 |
110505 |
107.77 |
107.77 |
99.82 |
100.81 |
-9.25 |
344 |
3,498 |
+54 |
Mar12 |
110505 |
100.69 |
100.69 |
100.69 |
100.69 |
-9.25 |
1,463 |
11,199 |
+188 |
Apr12 |
110505 |
100.57 |
100.57 |
100.57 |
100.57 |
-9.23 |
307 |
3,649 |
+137 |
May12 |
110505 |
100.42 |
100.42 |
100.42 |
100.42 |
-9.22 |
282 |
2,186 |
+41 |
Jun12 |
110505 |
107.44 |
107.44 |
99.50 |
100.27 |
-9.20 |
2,132 |
25,929 |
-724 |
Jul12 |
110505 |
99.98 |
99.98 |
99.98 |
99.98 |
-9.16 |
21 |
1,530 |
+16 |
Aug12 |
110505 |
99.67 |
99.67 |
99.67 |
99.67 |
-9.12 |
46 |
905 |
+14 |
Sep12 |
110505 |
99.41 |
99.41 |
99.41 |
99.41 |
-9.08 |
23 |
4,146 |
+22 |
Total Volume and Open Interest |
144,269 |
523,888 |
+2,273 |
US Dollar Index(ICE) |
Jun11 |
110505 |
73.280 |
74.420 |
72.985 |
74.375 |
+1.162 |
24,543 |
53,277 |
+2,195 |
Sep11 |
110505 |
73.650 |
74.880 |
73.500 |
74.855 |
+1.193 |
44 |
621 |
-9 |
Dec11 |
110505 |
75.350 |
75.350 |
75.350 |
75.350 |
+1.222 |
0 |
2 |
+0 |
Total Volume and Open Interest |
24,587 |
53,901 |
+2,186 |
Australian Dollar(CME) |
Jun11 |
110505 |
106.89 |
107.22 |
104.87 |
105.31 |
-1.68 |
115,143 |
141,289 |
-1,283 |
Sep11 |
110505 |
105.63 |
105.74 |
103.67 |
103.97 |
-1.67 |
166 |
955 |
+27 |
Dec11 |
110505 |
102.74 |
104.39 |
102.74 |
102.74 |
-1.65 |
25 |
84 |
+25 |
Total Volume and Open Interest |
115,334 |
142,328 |
-1,231 |
British Pound(CME) |
Jun11 |
110505 |
164.86 |
165.36 |
163.49 |
163.70 |
-1.37 |
132,925 |
123,347 |
-1,240 |
Sep11 |
110505 |
165.03 |
165.03 |
163.34 |
163.46 |
-1.37 |
64 |
613 |
-1 |
Dec11 |
110505 |
163.35 |
164.58 |
163.21 |
163.21 |
-1.37 |
2 |
38 |
+2 |
Total Volume and Open Interest |
132,991 |
124,003 |
-1,239 |
Canadian Dollar(CME) |
Jun11 |
110505 |
104.17 |
104.42 |
102.85 |
103.05 |
-1.28 |
84,092 |
133,707 |
-354 |
Sep11 |
110505 |
104.00 |
104.14 |
102.64 |
102.80 |
-1.27 |
374 |
3,353 |
+171 |
Dec11 |
110505 |
103.10 |
103.78 |
102.51 |
102.51 |
-1.27 |
144 |
2,534 |
+79 |
Mar12 |
110505 |
102.82 |
103.43 |
102.03 |
102.17 |
-1.26 |
1 |
270 |
+1 |
Total Volume and Open Interest |
84,614 |
139,919 |
-103 |
Japanese Yen(CME) |
Jun11 |
110505 |
124.05 |
125.70 |
123.95 |
124.68 |
+0.58 |
74,000 |
102,513 |
+748 |
Sep11 |
110505 |
124.08 |
125.70 |
124.08 |
124.75 |
+0.58 |
320 |
1,860 |
+144 |
Dec11 |
110505 |
124.35 |
125.21 |
124.28 |
124.86 |
+0.58 |
5 |
210 |
+5 |
Total Volume and Open Interest |
74,325 |
104,590 |
+897 |
Swiss Franc(CME) |
Jun11 |
110505 |
116.14 |
116.90 |
114.78 |
114.92 |
-1.41 |
38,536 |
72,588 |
+421 |
Sep11 |
110505 |
116.23 |
116.80 |
114.96 |
114.96 |
-1.41 |
41 |
162 |
+4 |
Dec11 |
110505 |
115.30 |
116.39 |
114.99 |
114.99 |
-1.40 |
0 |
27 |
+0 |
Total Volume and Open Interest |
38,577 |
72,778 |
+425 |
EuroFX(CME) |
Jun11 |
110505 |
148.13 |
148.84 |
144.96 |
145.08 |
-3.25 |
288,611 |
260,329 |
+4,453 |
Sep11 |
110505 |
147.65 |
148.31 |
144.59 |
144.63 |
-3.20 |
815 |
3,539 |
+60 |
Dec11 |
110505 |
147.31 |
147.31 |
144.15 |
144.15 |
-3.14 |
3 |
91 |
+2 |
Total Volume and Open Interest |
289,429 |
264,337 |
+4,515 |
Mexican Peso(CME) |
May11 |
110505 |
851.8 |
859.8 |
851.8 |
851.8 |
-8.0 |
|
|
|
Jun11 |
110505 |
855.8 |
856.8 |
846.8 |
849.8 |
-8.0 |
32,152 |
162,757 |
-2,567 |
Total Volume and Open Interest |
32,268 |
162,963 |
-2,567 |
30-Year T-Bonds(CBOT) |
Jun11 |
110505 |
124~000 |
124~090 |
123~310 |
124~090 |
+0~240 |
|
|
|
Sep11 |
110505 |
122~070 |
123~070 |
122~040 |
122~290 |
+0~250 |
454 |
4,685 |
+239 |
Dec11 |
110505 |
121~100 |
121~270 |
120~210 |
121~140 |
+0~250 |
0 |
30 |
+0 |
Total Volume and Open Interest |
221,993 |
607,225 |
+10,859 |
10-Year T-Notes(CBOT) |
Jun11 |
110505 |
121~205 |
122~070 |
121~180 |
122~020 |
+0~135 |
831,647 |
1,689,405 |
+37,443 |
Sep11 |
110505 |
120~115 |
120~250 |
120~065 |
120~200 |
+0~135 |
2,266 |
14,773 |
+1,627 |
Dec11 |
110505 |
119~030 |
119~200 |
119~030 |
119~200 |
+0~135 |
0 |
4 |
+0 |
Total Volume and Open Interest |
833,913 |
1,704,182 |
+39,070 |
5-Year T-Notes(CBOT) |
Jun11 |
110505 |
118~083 |
118~123 |
118~073 |
118~112 |
+0~030 |
497,592 |
1,449,610 |
+1,449,610 |
Sep11 |
110505 |
117~076 |
117~092 |
117~072 |
117~086 |
+0~031 |
926 |
8,178 |
+746 |
Dec11 |
110505 |
116~110 |
116~110 |
116~079 |
116~110 |
+0~031 |
|
|
|
Total Volume and Open Interest |
498,518 |
1,457,788 |
+9,573 |
2 Year T-Notes(CBOT) |
Jun11 |
110505 |
109~078 |
109~087 |
109~076 |
109~081 |
+0~002 |
189,502 |
1,053,539 |
-6,956 |
Sep11 |
110505 |
109~024 |
109~027 |
109~021 |
109~023 |
+0~002 |
636 |
14,309 |
+338 |
Dec11 |
110505 |
108~089 |
108~089 |
108~087 |
108~089 |
+0~002 |
0 |
20 |
+0 |
Total Volume and Open Interest |
190,138 |
1,067,868 |
-6,618 |
Eurodollars(CME) |
Jun11 |
110505 |
99.730 |
99.735 |
99.720 |
99.730 |
+0.010 |
87,710 |
1,040,642 |
-3,939 |
Sep11 |
110505 |
99.670 |
99.685 |
99.660 |
99.670 |
+0.005 |
153,605 |
1,465,016 |
+14,492 |
Dec11 |
110505 |
99.570 |
99.590 |
99.565 |
99.570 |
unch |
169,297 |
1,660,232 |
-21,999 |
Mar12 |
110505 |
99.415 |
99.450 |
99.405 |
99.420 |
+0.005 |
212,655 |
1,556,839 |
+14,815 |
Jun12 |
110505 |
99.165 |
99.220 |
99.160 |
99.175 |
+0.005 |
265,787 |
1,289,143 |
+32,088 |
Sep12 |
110505 |
98.860 |
98.925 |
98.850 |
98.875 |
+0.015 |
222,427 |
704,176 |
+11,484 |
Dec12 |
110505 |
98.545 |
98.620 |
98.535 |
98.570 |
+0.025 |
192,720 |
549,650 |
+9,229 |
Mar13 |
110505 |
98.270 |
98.350 |
98.265 |
98.305 |
+0.030 |
143,788 |
370,813 |
-277 |
Jun13 |
110505 |
98.020 |
98.090 |
98.005 |
98.055 |
+0.045 |
92,988 |
278,641 |
+6,805 |
Sep13 |
110505 |
97.750 |
97.830 |
97.740 |
97.805 |
+0.055 |
66,882 |
255,349 |
+1,937 |
Dec13 |
110505 |
97.495 |
97.575 |
97.480 |
97.550 |
+0.065 |
63,299 |
193,719 |
+143 |
Mar14 |
110505 |
97.255 |
97.350 |
97.255 |
97.330 |
+0.070 |
48,556 |
185,025 |
-478 |
Jun14 |
110505 |
97.045 |
97.125 |
97.030 |
97.110 |
+0.075 |
14,719 |
104,558 |
-2,879 |
Sep14 |
110505 |
96.830 |
96.915 |
96.815 |
96.895 |
+0.075 |
9,458 |
60,891 |
-290 |
Dec14 |
110505 |
96.610 |
96.695 |
96.595 |
96.680 |
+0.080 |
10,992 |
71,548 |
-876 |
Mar15 |
110505 |
96.425 |
96.510 |
96.410 |
96.495 |
+0.080 |
9,360 |
51,726 |
-505 |
Jun15 |
110505 |
4.485 |
4.570 |
4.485 |
4.560 |
+0.080 |
5,086 |
39,494 |
-849 |
Sep15 |
110505 |
4.320 |
4.405 |
4.305 |
4.390 |
+0.080 |
5,126 |
35,804 |
-852 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110505 |
99.908 |
99.908 |
99.902 |
99.905 |
unch |
5,390 |
83,080 |
-611 |
Jun11 |
110505 |
99.905 |
99.905 |
99.895 |
99.900 |
unch |
1,782 |
59,208 |
-169 |
Jul11 |
110505 |
99.895 |
99.900 |
99.885 |
99.890 |
unch |
1,803 |
47,975 |
-908 |
Aug11 |
110505 |
99.875 |
99.880 |
99.865 |
99.870 |
unch |
1,470 |
44,046 |
-1 |
Sep11 |
110505 |
99.865 |
99.875 |
99.855 |
99.865 |
+0.005 |
3,135 |
35,570 |
-366 |
Oct11 |
110505 |
99.855 |
99.860 |
99.840 |
99.850 |
unch |
1,585 |
46,659 |
-504 |
Total Volume and Open Interest |
28,129 |
646,665 |
-572 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110505 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
750 |
+0 |
Sep11 |
110505 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec11 |
110505 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
75 |
+0 |
Mar12 |
110505 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Jun12 |
110505 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Sep12 |
110505 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Dec12 |
110505 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Mar13 |
110505 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Jun13 |
110505 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
Sep13 |
110505 |
99.390 |
99.390 |
99.390 |
99.390 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110505 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
5,401 |
+0 |
Sep11 |
110505 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,533 |
+0 |
Dec11 |
110505 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,944 |
+0 |
Mar12 |
110505 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
3,672 |
+0 |
Jun12 |
110505 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110505 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110505 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110505 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
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 |
110505 |
122.30 |
123.39 |
122.07 |
123.07 |
+0.59 |
744,572 |
913,335 |
+9,723 |
Sep11 |
110505 |
121.97 |
123.12 |
121.79 |
122.75 |
+0.63 |
3,686 |
12,915 |
+642 |
Dec11 |
110505 |
121.97 |
121.97 |
121.97 |
121.97 |
+0.59 |
|
|
|
Total Volume and Open Interest |
748,258 |
926,250 |
+10,365 |
Euro-Bobl(EUREX) |
Jun11 |
110505 |
114.66 |
115.49 |
114.57 |
115.48 |
+0.75 |
463,749 |
794,469 |
+11,421 |
Sep11 |
110505 |
114.30 |
114.80 |
114.30 |
114.66 |
+0.56 |
3,863 |
22,858 |
+2,766 |
Dec11 |
110505 |
114.86 |
114.86 |
114.86 |
114.86 |
+0.55 |
|
|
|
Total Volume and Open Interest |
467,612 |
817,327 |
+4,679 |
3-Mth Euribor(EUREX) |
Jun11 |
110505 |
98.405 |
98.500 |
98.395 |
98.495 |
+0.090 |
209 |
6,342 |
+0 |
Sep11 |
110505 |
98.075 |
98.220 |
98.075 |
98.215 |
+0.135 |
355 |
2,331 |
-341 |
Dec11 |
110505 |
97.800 |
97.990 |
97.800 |
97.990 |
+0.160 |
46 |
1,144 |
+38 |
Total Volume and Open Interest |
621 |
12,190 |
-303 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
66,199 |
329,696 |
-26,275 |
Sep11 |
110505 |
118~31 |
118~31 |
118~28 |
118~29 |
unch |
0 |
10 |
+0 |
Total Volume and Open Interest |
110,112 |
373,709 |
+56,859 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110505 |
99.16 |
99.18 |
99.16 |
99.17 |
+0.01 |
57,579 |
482,430 |
+28,125 |
Sep11 |
110505 |
99.06 |
99.09 |
99.05 |
99.07 |
+0.01 |
116,618 |
480,265 |
+91,035 |
Dec11 |
110505 |
98.91 |
98.94 |
98.89 |
98.91 |
unch |
127,705 |
482,790 |
+89,492 |
Mar12 |
110505 |
98.75 |
98.78 |
98.72 |
98.75 |
unch |
150,938 |
462,412 |
+104,508 |
Jun12 |
110505 |
98.53 |
98.57 |
98.50 |
98.54 |
+0.01 |
125,356 |
359,972 |
+84,771 |
Sep12 |
110505 |
98.29 |
98.33 |
98.25 |
98.30 |
+0.01 |
76,447 |
233,459 |
+54,497 |
Total Volume and Open Interest |
829,192 |
2,983,900 |
+573,389 |
3-Mth Euribor(LIFFE) |
Jun11 |
110505 |
98.405 |
98.505 |
98.380 |
98.495 |
+0.090 |
152,401 |
789,152 |
+71,583 |
Sep11 |
110505 |
98.080 |
98.225 |
98.050 |
98.215 |
+0.135 |
110,789 |
711,286 |
+40,323 |
Dec11 |
110505 |
97.825 |
98.010 |
97.795 |
97.990 |
+0.160 |
164,832 |
712,222 |
+73,402 |
Total Volume and Open Interest |
895,009 |
4,039,829 |
+350,501 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110505 |
94.97 |
95.01 |
94.95 |
95.00 |
+0.02 |
31,095 |
184,342 |
-334 |
Sep11 |
110505 |
94.88 |
94.92 |
94.86 |
94.90 |
+0.02 |
58,081 |
216,420 |
-3,172 |
Dec11 |
110505 |
94.79 |
94.85 |
94.77 |
94.83 |
+0.03 |
26,053 |
146,923 |
-1,492 |
Mar12 |
110505 |
94.70 |
94.77 |
94.68 |
94.75 |
+0.03 |
16,965 |
81,224 |
+2,974 |
Jun12 |
110505 |
94.62 |
94.71 |
94.62 |
94.68 |
+0.04 |
3,262 |
47,890 |
-765 |
Sep12 |
110505 |
94.56 |
94.65 |
94.56 |
94.63 |
+0.05 |
2,668 |
49,916 |
-358 |
Dec12 |
110505 |
94.52 |
94.60 |
94.52 |
94.58 |
+0.05 |
4,348 |
24,511 |
+1,935 |
Mar13 |
110505 |
94.47 |
94.56 |
94.47 |
94.55 |
+0.06 |
2,480 |
14,211 |
+2,035 |
Jun13 |
110505 |
94.42 |
94.50 |
94.42 |
94.50 |
+0.05 |
151 |
1,187 |
+151 |
Sep13 |
110505 |
94.39 |
94.46 |
94.39 |
94.46 |
+0.07 |
1 |
901 |
+1 |
Total Volume and Open Interest |
145,104 |
768,383 |
+975 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110505 |
94.59 |
94.63 |
94.57 |
94.62 |
+0.02 |
71,141 |
403,578 |
+20,139 |
Sep11 |
110505 |
94.62 |
94.62 |
94.62 |
94.62 |
+0.02 |
|
|
|
Total Volume and Open Interest |
71,141 |
403,578 |
+20,139 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110505 |
94.89 |
94.96 |
94.87 |
94.95 |
+0.05 |
181,608 |
631,593 |
+43,310 |
Sep11 |
110505 |
94.95 |
94.95 |
94.95 |
94.95 |
+0.05 |
|
|
|
Total Volume and Open Interest |
181,608 |
631,593 |
+43,310 |
Gold(CMX) |
Jun11 |
110505 |
1517.0 |
1522.1 |
1462.5 |
1481.4 |
-33.9 |
206,734 |
335,266 |
-7,590 |
Aug11 |
110505 |
1517.7 |
1523.3 |
1464.1 |
1482.6 |
-33.9 |
6,246 |
75,726 |
+1,899 |
Oct11 |
110505 |
1523.8 |
1523.8 |
1468.0 |
1483.8 |
-33.9 |
760 |
6,329 |
+144 |
Dec11 |
110505 |
1520.6 |
1524.7 |
1465.9 |
1484.9 |
-33.9 |
2,918 |
38,777 |
+92 |
Feb12 |
110505 |
1521.6 |
1521.6 |
1475.9 |
1486.1 |
-34.0 |
401 |
7,048 |
-212 |
Apr12 |
110505 |
1487.6 |
1487.6 |
1487.6 |
1487.6 |
-34.2 |
221 |
5,232 |
+93 |
Jun12 |
110505 |
1489.4 |
1492.2 |
1481.0 |
1489.1 |
-34.3 |
125 |
8,864 |
+48 |
Aug12 |
110505 |
1488.8 |
1491.1 |
1488.8 |
1491.1 |
-34.4 |
0 |
3,069 |
+0 |
Oct12 |
110505 |
1492.0 |
1493.6 |
1492.0 |
1493.6 |
-34.5 |
0 |
3,272 |
+0 |
Dec12 |
110505 |
1530.0 |
1530.0 |
1478.9 |
1496.9 |
-34.6 |
142 |
11,990 |
-146 |
Feb13 |
110505 |
1500.5 |
1500.5 |
1500.5 |
1500.5 |
-34.8 |
0 |
111 |
+0 |
Total Volume and Open Interest |
218,289 |
522,323 |
-5,561 |
Silver(CMX) |
May11 |
110505 |
3921.5 |
3952.0 |
3444.0 |
3623.1 |
-315.2 |
1,682 |
692 |
-360 |
Jul11 |
110505 |
3920.0 |
3956.5 |
3425.0 |
3624.0 |
-314.8 |
162,613 |
77,868 |
-549 |
Sep11 |
110505 |
3923.5 |
3951.0 |
3427.0 |
3624.4 |
-315.2 |
2,239 |
10,571 |
-47 |
Dec11 |
110505 |
3925.0 |
3945.0 |
3426.0 |
3623.0 |
-316.6 |
5,685 |
20,545 |
+1,993 |
Mar12 |
110505 |
3925.0 |
3925.0 |
3547.0 |
3615.9 |
-316.7 |
365 |
2,446 |
+130 |
May12 |
110505 |
3898.5 |
3905.5 |
3580.0 |
3610.6 |
-315.5 |
65 |
851 |
+8 |
Jul12 |
110505 |
3885.0 |
3900.0 |
3604.0 |
3604.0 |
-316.8 |
292 |
1,759 |
+25 |
Total Volume and Open Interest |
179,916 |
131,907 |
+1,340 |
Platinum(NYMEX) |
Jul11 |
110505 |
1826.0 |
1832.8 |
1756.8 |
1778.2 |
-48.1 |
5,060 |
38,628 |
+379 |
Oct11 |
110505 |
1829.0 |
1829.0 |
1774.2 |
1782.0 |
-47.9 |
114 |
1,560 |
+70 |
Jan12 |
110505 |
1784.3 |
1784.3 |
1776.0 |
1784.0 |
-47.9 |
30 |
52 |
+23 |
Apr12 |
110505 |
1786.0 |
1786.0 |
1786.0 |
1786.0 |
-47.9 |
0 |
24 |
+0 |
Total Volume and Open Interest |
5,205 |
40,279 |
+472 |
Palladium(NYMEX) |
Jun11 |
110505 |
749.00 |
753.00 |
697.20 |
710.80 |
-35.90 |
4,304 |
18,970 |
-246 |
Sep11 |
110505 |
750.00 |
753.00 |
699.35 |
712.45 |
-35.85 |
197 |
1,809 |
+119 |
Dec11 |
110505 |
730.00 |
730.30 |
705.50 |
713.45 |
-35.85 |
3 |
351 |
+2 |
Total Volume and Open Interest |
4,510 |
21,133 |
-130 |
Copper(CMX) |
May11 |
110505 |
411.55 |
412.60 |
396.00 |
398.55 |
-13.50 |
824 |
3,772 |
-603 |
Jul11 |
110505 |
412.60 |
414.20 |
396.45 |
399.80 |
-13.60 |
36,914 |
80,721 |
-3,520 |
Sep11 |
110505 |
414.90 |
415.70 |
398.80 |
401.50 |
-13.55 |
1,313 |
23,843 |
+242 |
Dec11 |
110505 |
416.35 |
416.65 |
400.00 |
403.25 |
-13.55 |
719 |
8,392 |
-136 |
Mar12 |
110505 |
402.50 |
404.55 |
402.50 |
404.55 |
-13.50 |
276 |
2,504 |
-54 |
Total Volume and Open Interest |
40,771 |
125,898 |
-4,168 |
DJIA Index(CBOT) |
Jun11 |
110505 |
12681 |
12718 |
12480 |
12570 |
-102 |
369 |
21,913 |
+76 |
Sep11 |
110505 |
12501 |
12603 |
12501 |
12501 |
-102 |
1 |
14 |
+1 |
Dec11 |
110505 |
12430 |
12532 |
12430 |
12430 |
-102 |
1 |
1 |
+0 |
Mar12 |
110505 |
12370 |
12472 |
12370 |
12370 |
-102 |
|
|
|
Total Volume and Open Interest |
371 |
21,928 |
+77 |
S & P 500(CME) |
Jun11 |
110505 |
1343.10 |
1348.70 |
1325.50 |
1335.00 |
-8.00 |
13,190 |
311,501 |
+78 |
Sep11 |
110505 |
1330.80 |
1339.70 |
1319.70 |
1329.60 |
-8.10 |
10 |
6,230 |
+26 |
Dec11 |
110505 |
1324.10 |
1334.30 |
1314.30 |
1324.10 |
-8.20 |
0 |
3,966 |
+0 |
Mar12 |
110505 |
1319.50 |
1329.70 |
1309.70 |
1319.50 |
-8.20 |
|
|
|
Total Volume and Open Interest |
13,200 |
321,702 |
+104 |
S & P 500 E-Mini(Globex) |
Jun11 |
110505 |
1334.25 |
1334.75 |
1333.25 |
1334.50 |
-9.50 |
|
|
|
Sep11 |
110505 |
1339.00 |
1343.00 |
1320.00 |
1329.50 |
-8.25 |
1,867 |
19,884 |
+1,616 |
Total Volume and Open Interest |
1,675,972 |
2,816,881 |
+53,789 |
NASDAQ 100(CME) |
Jun11 |
110505 |
2386.50 |
2400.00 |
2363.50 |
2379.00 |
-5.00 |
1,346 |
24,065 |
+995 |
Sep11 |
110505 |
2374.80 |
2393.00 |
2368.00 |
2374.80 |
-5.50 |
0 |
53 |
+0 |
Dec11 |
110505 |
2371.30 |
2371.80 |
2371.30 |
2371.30 |
-5.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,346 |
24,120 |
+995 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110505 |
2385.00 |
2399.80 |
2363.50 |
2379.00 |
-5.00 |
287,245 |
411,354 |
+13,955 |
Sep11 |
110505 |
2387.00 |
2395.50 |
2361.00 |
2374.80 |
-5.50 |
693 |
1,205 |
+6 |
Total Volume and Open Interest |
287,938 |
412,576 |
+13,961 |
S & P Midcap 400(CME) |
Jun11 |
110505 |
986.00 |
996.00 |
985.00 |
986.80 |
-0.40 |
0 |
1,989 |
-109 |
Sep11 |
110505 |
984.60 |
984.60 |
983.50 |
984.60 |
-0.40 |
|
|
|
Dec11 |
110505 |
983.00 |
983.00 |
981.90 |
983.00 |
-0.40 |
|
|
|
Total Volume and Open Interest |
0 |
1,989 |
-109 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110505 |
9800 |
9800 |
9770 |
9770 |
-85 |
|
|
|
Sep11 |
110505 |
9810 |
9850 |
9800 |
9800 |
-85 |
2 |
16 |
+0 |
Total Volume and Open Interest |
6,387 |
55,193 |
-830 |
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 |
110505 |
4010.0 |
4015.0 |
3942.5 |
3968.0 |
-26.5 |
107,851 |
324,326 |
+10,951 |
Jun11 |
110505 |
3964.0 |
3971.0 |
3901.5 |
3925.0 |
-26.5 |
306 |
28,107 |
+43 |
Jul11 |
110505 |
3921.0 |
3921.0 |
3921.0 |
3921.0 |
-27.5 |
|
|
|
Total Volume and Open Interest |
108,157 |
352,434 |
+10,994 |
Hang Seng Index(HKFE) |
May11 |
110505 |
23055 |
23153 |
22974 |
23105 |
+45 |
80,775 |
90,908 |
+2,423 |
Jun11 |
110505 |
22880 |
23009 |
22830 |
22964 |
+53 |
1,439 |
7,550 |
+332 |
Total Volume and Open Interest |
82,398 |
99,717 |
+2,775 |
DAX(EUREX) |
Jun11 |
110505 |
7428.5 |
7443.5 |
7309.0 |
7386.5 |
-7.5 |
120,267 |
182,341 |
+4,490 |
Sep11 |
110505 |
7454.0 |
7467.0 |
7339.0 |
7412.0 |
-9.0 |
285 |
5,761 |
-11 |
Dec11 |
110505 |
7450.0 |
7478.0 |
7380.0 |
7445.0 |
-10.5 |
157 |
843 |
+41 |
Total Volume and Open Interest |
120,709 |
188,945 |
+4,520 |
FT-SE 100(EURONEXT) |
Jun11 |
110505 |
5982.00 |
5982.00 |
5885.00 |
5890.00 |
-67.00 |
101,248 |
683,788 |
+57,335 |
Sep11 |
110505 |
5915.00 |
5915.00 |
5853.50 |
5853.50 |
-67.50 |
62 |
577 |
+25 |
Dec11 |
110505 |
5851.00 |
5851.00 |
5831.50 |
5831.50 |
-68.50 |
10 |
175 |
+10 |
Total Volume and Open Interest |
101,320 |
684,540 |
+57,370 |
SPI 200(SFE) |
Jun11 |
110505 |
4727.0 |
4756.0 |
4681.0 |
4752.0 |
+27.0 |
43,369 |
195,323 |
+3,114 |
Sep11 |
110505 |
4706.0 |
4740.0 |
4672.0 |
4740.0 |
+27.0 |
11 |
3,693 |
-4 |
Dec11 |
110505 |
4763.0 |
4763.0 |
4763.0 |
4763.0 |
+28.0 |
21 |
2,537 |
-58 |
Total Volume and Open Interest |
43,690 |
203,220 |
+3,037 |
GSCI(CME) |
May11 |
110505 |
55.64 |
55.64 |
26.14 |
26.14 |
-49.50 |
215 |
11,945 |
-62 |
Jun11 |
110505 |
55.64 |
56.64 |
27.64 |
27.64 |
-49.65 |
29 |
27 |
+27 |
Jul11 |
110505 |
54.64 |
55.64 |
26.14 |
26.14 |
-48.50 |
|
|
|
Total Volume and Open Interest |
244 |
11,972 |
-35 |
Reuters CCI(ICE) |
Jun11 |
110505 |
341.50 |
341.50 |
341.50 |
341.50 |
-18.10 |
|
|
|
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. |
|
|