|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri May 06, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110506 |
1318.25 |
1338.75 |
1308.50 |
1325.00 |
+5.25 |
2,087 |
4,336 |
-1,350 |
Jul11 |
110506 |
1322.25 |
1341.00 |
1306.50 |
1326.00 |
+4.25 |
69,726 |
267,399 |
-949 |
Aug11 |
110506 |
1320.75 |
1339.75 |
1306.50 |
1325.50 |
+4.75 |
5,859 |
18,122 |
-53 |
Sep11 |
110506 |
1315.50 |
1331.00 |
1298.75 |
1316.50 |
+3.75 |
2,197 |
16,511 |
-258 |
Nov11 |
110506 |
1307.00 |
1324.50 |
1287.25 |
1308.50 |
+1.75 |
19,916 |
199,919 |
+498 |
Jan12 |
110506 |
1314.75 |
1329.50 |
1299.00 |
1317.00 |
+2.25 |
1,029 |
23,035 |
+334 |
Mar12 |
110506 |
1319.50 |
1331.00 |
1300.00 |
1317.50 |
+1.75 |
198 |
14,171 |
+11 |
Total Volume and Open Interest |
102,245 |
569,812 |
-1,693 |
Soybean Meal(CBOT) |
May11 |
110506 |
340.50 |
347.30 |
339.00 |
344.90 |
+2.20 |
4,055 |
1,847 |
-840 |
Jul11 |
110506 |
346.70 |
352.20 |
343.50 |
349.50 |
+2.00 |
30,115 |
99,121 |
-505 |
Aug11 |
110506 |
348.50 |
352.90 |
344.50 |
350.60 |
+2.10 |
7,032 |
29,935 |
+1,428 |
Sep11 |
110506 |
346.90 |
351.10 |
342.80 |
348.70 |
+2.00 |
2,826 |
16,233 |
-476 |
Oct11 |
110506 |
343.50 |
346.30 |
337.90 |
343.00 |
+1.20 |
2,104 |
15,027 |
+724 |
Dec11 |
110506 |
342.10 |
346.30 |
337.40 |
343.10 |
+1.40 |
8,060 |
50,810 |
+59 |
Jan12 |
110506 |
341.80 |
347.00 |
340.60 |
344.40 |
+1.30 |
227 |
3,652 |
+5 |
Mar12 |
110506 |
344.50 |
349.80 |
341.50 |
346.50 |
+1.40 |
236 |
3,157 |
+62 |
Total Volume and Open Interest |
55,741 |
227,074 |
+946 |
Soybean Oil(CBOT) |
May11 |
110506 |
55.53 |
55.90 |
54.85 |
55.37 |
+0.01 |
1,782 |
1,830 |
-1,077 |
Jul11 |
110506 |
55.72 |
56.37 |
54.85 |
55.69 |
-0.04 |
45,220 |
156,284 |
-2,568 |
Aug11 |
110506 |
56.00 |
56.61 |
55.12 |
55.94 |
-0.06 |
5,839 |
28,825 |
-241 |
Sep11 |
110506 |
56.27 |
56.88 |
55.45 |
56.18 |
-0.09 |
3,722 |
23,712 |
+8 |
Oct11 |
110506 |
56.41 |
57.03 |
55.60 |
56.33 |
-0.08 |
644 |
14,463 |
+104 |
Dec11 |
110506 |
56.65 |
57.30 |
55.75 |
56.56 |
-0.09 |
9,750 |
76,185 |
-2,066 |
Jan12 |
110506 |
57.40 |
57.45 |
56.65 |
56.75 |
-0.11 |
356 |
5,213 |
+87 |
Mar12 |
110506 |
56.76 |
57.35 |
56.37 |
56.85 |
-0.06 |
378 |
4,487 |
+50 |
Total Volume and Open Interest |
68,509 |
316,305 |
-5,359 |
Canola(WCE) |
May11 |
110506 |
548.3 |
548.3 |
548.3 |
548.3 |
+8.3 |
383 |
9 |
-203 |
Jul11 |
110506 |
552.5 |
564.0 |
546.6 |
560.8 |
+8.3 |
4,867 |
80,445 |
+152 |
Nov11 |
110506 |
548.9 |
558.7 |
543.8 |
556.7 |
+7.8 |
1,409 |
75,218 |
+234 |
Jan12 |
110506 |
560.8 |
565.1 |
553.5 |
564.6 |
+8.1 |
300 |
6,349 |
+212 |
Mar12 |
110506 |
557.5 |
567.3 |
557.5 |
567.3 |
+9.8 |
1 |
1,158 |
+1 |
Total Volume and Open Interest |
6,963 |
165,469 |
+398 |
Corn(CBOT) |
May11 |
110506 |
704.50 |
715.50 |
677.50 |
682.75 |
-22.25 |
9,003 |
9,948 |
-4,035 |
Jul11 |
110506 |
708.50 |
719.75 |
680.50 |
686.25 |
-22.50 |
135,615 |
678,729 |
-976 |
Sep11 |
110506 |
687.25 |
698.50 |
661.00 |
668.25 |
-19.50 |
20,343 |
167,603 |
+1,814 |
Dec11 |
110506 |
655.00 |
662.75 |
630.00 |
640.25 |
-15.50 |
48,684 |
454,978 |
+2,918 |
Mar12 |
110506 |
665.00 |
673.00 |
641.00 |
650.50 |
-16.00 |
2,089 |
74,493 |
+167 |
May12 |
110506 |
674.25 |
679.50 |
649.00 |
657.00 |
-17.50 |
628 |
16,082 |
-298 |
Total Volume and Open Interest |
222,223 |
1,493,241 |
+621 |
Wheat(CBOT) |
May11 |
110506 |
713.25 |
738.25 |
709.25 |
724.50 |
+2.00 |
1,049 |
750 |
-794 |
Jul11 |
110506 |
754.00 |
778.50 |
740.00 |
759.50 |
+5.50 |
41,298 |
232,109 |
-2,037 |
Sep11 |
110506 |
798.00 |
821.25 |
783.75 |
803.00 |
+5.75 |
9,638 |
72,128 |
-599 |
Dec11 |
110506 |
843.00 |
867.50 |
829.25 |
849.50 |
+8.00 |
12,541 |
99,085 |
-628 |
Mar12 |
110506 |
873.00 |
897.50 |
862.75 |
886.50 |
+13.25 |
894 |
14,087 |
-53 |
Total Volume and Open Interest |
68,978 |
457,245 |
-3,202 |
Wheat(KCBT) |
May11 |
110506 |
862.00 |
868.00 |
855.50 |
868.00 |
+20.00 |
326 |
387 |
+32 |
Jul11 |
110506 |
859.25 |
884.25 |
845.25 |
874.00 |
+17.00 |
11,932 |
90,311 |
+895 |
Sep11 |
110506 |
877.00 |
902.75 |
868.00 |
892.75 |
+17.50 |
2,551 |
30,866 |
-151 |
Dec11 |
110506 |
900.00 |
926.75 |
887.00 |
915.50 |
+17.00 |
2,407 |
37,386 |
+81 |
Mar12 |
110506 |
914.50 |
938.50 |
909.75 |
931.00 |
+17.00 |
244 |
4,913 |
-86 |
Total Volume and Open Interest |
18,013 |
171,683 |
+891 |
Wheat(MGE) |
May11 |
110506 |
916.50 |
918.50 |
910.75 |
910.75 |
+4.75 |
44 |
1,244 |
-19 |
Jul11 |
110506 |
896.25 |
918.00 |
883.75 |
903.75 |
+8.25 |
2,367 |
20,800 |
-412 |
Sep11 |
110506 |
898.75 |
922.00 |
888.50 |
908.25 |
+9.75 |
740 |
16,957 |
+33 |
Dec11 |
110506 |
907.25 |
932.50 |
898.25 |
921.25 |
+13.25 |
692 |
12,578 |
-129 |
Mar12 |
110506 |
918.50 |
942.25 |
915.25 |
932.75 |
+14.00 |
49 |
2,568 |
+0 |
Total Volume and Open Interest |
4,084 |
56,953 |
-468 |
Oats(CBOT) |
May11 |
110506 |
330.00 |
331.00 |
325.00 |
331.00 |
+6.00 |
199 |
205 |
-253 |
Jul11 |
110506 |
334.00 |
340.50 |
326.50 |
339.00 |
+5.00 |
865 |
9,231 |
-71 |
Sep11 |
110506 |
342.00 |
346.50 |
339.50 |
346.50 |
+4.50 |
25 |
290 |
+21 |
Dec11 |
110506 |
355.00 |
358.00 |
346.00 |
355.50 |
+3.50 |
113 |
3,069 |
+68 |
Total Volume and Open Interest |
1,202 |
12,815 |
-235 |
Rough Rice(CBOT) |
May11 |
110506 |
14.02 |
14.10 |
13.69 |
14.10 |
+0.17 |
72 |
180 |
-152 |
Jul11 |
110506 |
14.00 |
14.40 |
13.83 |
14.35 |
+0.21 |
1,667 |
16,610 |
-221 |
Sep11 |
110506 |
14.90 |
15.23 |
14.69 |
15.19 |
+0.23 |
348 |
4,767 |
-46 |
Nov11 |
110506 |
15.15 |
15.50 |
15.00 |
15.49 |
+0.24 |
188 |
1,016 |
-29 |
Total Volume and Open Interest |
2,289 |
23,091 |
-451 |
Live Cattle(CME) |
Jun11 |
110506 |
109.550 |
110.230 |
108.480 |
109.850 |
+0.100 |
24,536 |
131,199 |
-4,173 |
Aug11 |
110506 |
111.500 |
112.285 |
110.650 |
111.580 |
-0.305 |
13,974 |
97,408 |
+1,885 |
Oct11 |
110506 |
116.600 |
117.300 |
115.635 |
116.950 |
-0.150 |
9,414 |
63,660 |
+2,145 |
Dec11 |
110506 |
118.550 |
119.250 |
117.850 |
119.035 |
+0.150 |
2,530 |
44,811 |
+533 |
Feb12 |
110506 |
118.750 |
119.500 |
118.135 |
119.330 |
+0.150 |
1,301 |
11,901 |
+83 |
Apr12 |
110506 |
119.400 |
120.400 |
119.050 |
120.350 |
+0.150 |
220 |
5,240 |
+54 |
Total Volume and Open Interest |
51,996 |
355,341 |
+536 |
Feeder Cattle(CME) |
May11 |
110506 |
128.600 |
129.735 |
127.330 |
129.130 |
+0.500 |
1,002 |
6,329 |
-243 |
Aug11 |
110506 |
131.500 |
133.250 |
130.500 |
132.785 |
+1.035 |
2,293 |
25,332 |
+27 |
Sep11 |
110506 |
132.200 |
134.000 |
131.435 |
133.600 |
+0.800 |
431 |
4,877 |
+148 |
Oct11 |
110506 |
132.800 |
134.400 |
131.825 |
134.380 |
+1.380 |
158 |
3,373 |
+16 |
Nov11 |
110506 |
132.500 |
134.200 |
131.575 |
134.000 |
+1.000 |
62 |
1,491 |
+10 |
Jan12 |
110506 |
131.450 |
133.500 |
130.500 |
133.500 |
+1.100 |
11 |
380 |
+4 |
Mar12 |
110506 |
130.800 |
132.800 |
130.800 |
132.800 |
unch |
1 |
33 |
+1 |
Total Volume and Open Interest |
3,959 |
41,817 |
-36 |
Lean Hogs(CME) |
May11 |
110506 |
91.550 |
93.980 |
91.135 |
93.350 |
+1.770 |
1,601 |
2,098 |
-899 |
Jun11 |
110506 |
92.730 |
92.900 |
91.900 |
92.385 |
-0.045 |
21,791 |
72,595 |
-1,941 |
Jul11 |
110506 |
93.580 |
93.800 |
92.500 |
92.600 |
-0.685 |
7,662 |
31,910 |
+140 |
Aug11 |
110506 |
94.385 |
94.680 |
93.650 |
93.950 |
-0.250 |
7,860 |
37,964 |
+604 |
Oct11 |
110506 |
87.100 |
87.500 |
86.200 |
87.285 |
+0.355 |
4,076 |
34,089 |
+335 |
Dec11 |
110506 |
84.150 |
84.550 |
83.385 |
84.050 |
-0.100 |
2,213 |
28,195 |
+538 |
Feb12 |
110506 |
85.580 |
86.100 |
84.850 |
86.050 |
+0.600 |
486 |
7,202 |
+9 |
Apr12 |
110506 |
86.035 |
86.900 |
86.035 |
86.730 |
-0.070 |
151 |
4,297 |
+67 |
Total Volume and Open Interest |
45,860 |
220,422 |
-1,149 |
Class III Milk(CME) |
May11 |
110506 |
16.58 |
16.58 |
16.50 |
16.58 |
unch |
91 |
5,358 |
-2 |
Jun11 |
110506 |
17.10 |
17.24 |
17.10 |
17.19 |
+0.09 |
142 |
4,728 |
+14 |
Jul11 |
110506 |
17.50 |
17.67 |
17.50 |
17.65 |
+0.05 |
72 |
3,458 |
-5 |
Aug11 |
110506 |
17.88 |
17.92 |
17.84 |
17.86 |
-0.01 |
39 |
3,328 |
+8 |
Sep11 |
110506 |
18.05 |
18.08 |
17.97 |
18.01 |
-0.03 |
31 |
3,372 |
+10 |
Total Volume and Open Interest |
535 |
31,169 |
+94 |
Cocoa(ICE) |
May11 |
110506 |
3109 |
3163 |
3100 |
3137 |
+50 |
8 |
113 |
-6 |
Jul11 |
110506 |
3051 |
3105 |
3016 |
3082 |
+27 |
18,736 |
76,282 |
+395 |
Sep11 |
110506 |
3055 |
3109 |
3025 |
3090 |
+28 |
3,055 |
24,988 |
+99 |
Dec11 |
110506 |
3082 |
3125 |
3050 |
3112 |
+28 |
3,564 |
24,946 |
+1,212 |
Mar12 |
110506 |
3130 |
3172 |
3100 |
3156 |
+23 |
531 |
22,418 |
-52 |
May12 |
110506 |
3101 |
3150 |
3083 |
3146 |
+27 |
96 |
5,732 |
+41 |
Jul12 |
110506 |
3096 |
3144 |
3085 |
3140 |
+25 |
66 |
1,568 |
+35 |
Total Volume and Open Interest |
26,227 |
160,609 |
+1,728 |
Coffee "C"(ICE) |
May11 |
110506 |
287.55 |
293.50 |
287.00 |
287.05 |
-0.45 |
61 |
356 |
-66 |
Jul11 |
110506 |
287.05 |
294.90 |
283.50 |
287.55 |
-0.70 |
18,767 |
68,965 |
-2,794 |
Sep11 |
110506 |
290.50 |
297.60 |
286.40 |
290.40 |
-0.65 |
4,479 |
21,327 |
+176 |
Dec11 |
110506 |
292.30 |
300.15 |
289.00 |
293.30 |
-0.40 |
3,022 |
18,807 |
+0 |
Mar12 |
110506 |
293.00 |
300.35 |
289.95 |
294.80 |
+0.20 |
314 |
4,169 |
+142 |
May12 |
110506 |
295.50 |
299.00 |
292.70 |
293.15 |
-0.15 |
68 |
2,362 |
+14 |
Total Volume and Open Interest |
26,801 |
117,826 |
-2,475 |
Orange Juice(ICE) |
May11 |
110506 |
174.00 |
175.00 |
174.00 |
175.00 |
-2.65 |
11 |
222 |
-7 |
Jul11 |
110506 |
171.50 |
171.50 |
166.80 |
168.75 |
-2.50 |
1,517 |
24,056 |
+289 |
Sep11 |
110506 |
166.60 |
166.80 |
163.90 |
164.65 |
-2.30 |
283 |
2,435 |
+117 |
Nov11 |
110506 |
162.35 |
162.40 |
161.65 |
162.40 |
-1.90 |
30 |
1,611 |
+0 |
Jan12 |
110506 |
161.10 |
161.10 |
161.10 |
161.10 |
-2.20 |
2 |
213 |
+1 |
Mar12 |
110506 |
160.65 |
160.65 |
160.65 |
160.65 |
-2.40 |
0 |
70 |
+0 |
Total Volume and Open Interest |
1,843 |
28,701 |
+400 |
Sugar #11(ICE) |
Jul11 |
110506 |
20.75 |
21.37 |
20.40 |
20.47 |
-0.39 |
32,703 |
278,562 |
-486 |
Oct11 |
110506 |
21.00 |
21.55 |
20.69 |
20.81 |
-0.29 |
16,470 |
139,234 |
+384 |
Mar12 |
110506 |
21.69 |
22.00 |
21.25 |
21.38 |
-0.31 |
6,816 |
69,859 |
+1,069 |
May12 |
110506 |
21.64 |
21.86 |
21.16 |
21.28 |
-0.35 |
1,674 |
23,471 |
+221 |
Jul12 |
110506 |
21.56 |
21.85 |
21.10 |
21.23 |
-0.40 |
1,299 |
17,185 |
+297 |
Total Volume and Open Interest |
61,086 |
570,509 |
+2,036 |
London Cocoa(LCE) |
May11 |
110506 |
1867 |
1872 |
1840 |
1866 |
-4 |
1,346 |
32,500 |
-702 |
Jul11 |
110506 |
1873 |
1902 |
1860 |
1890 |
+5 |
6,989 |
58,205 |
+1,502 |
Sep11 |
110506 |
1890 |
1916 |
1878 |
1907 |
+6 |
2,000 |
29,752 |
-3 |
Dec11 |
110506 |
1918 |
1939 |
1899 |
1930 |
+6 |
2,002 |
31,810 |
+416 |
Mar12 |
110506 |
1940 |
1958 |
1920 |
1949 |
+5 |
575 |
27,874 |
+49 |
May12 |
110506 |
1950 |
1973 |
1935 |
1961 |
+3 |
338 |
6,838 |
-140 |
Jul12 |
110506 |
1948 |
1984 |
1948 |
1969 |
+1 |
39 |
3,980 |
+5 |
Total Volume and Open Interest |
13,289 |
201,234 |
+1,127 |
London Sugar(LCE) |
Aug11 |
110506 |
577.30 |
586.90 |
572.20 |
582.00 |
-0.30 |
3,762 |
24,110 |
+61 |
Oct11 |
110506 |
560.00 |
571.20 |
554.50 |
563.90 |
-3.10 |
757 |
8,134 |
+8 |
Dec11 |
110506 |
566.00 |
580.00 |
565.50 |
572.80 |
-3.30 |
177 |
3,247 |
+70 |
Mar12 |
110506 |
566.30 |
577.70 |
566.30 |
570.40 |
-2.10 |
127 |
2,054 |
+82 |
May12 |
110506 |
568.30 |
571.10 |
561.50 |
565.10 |
-2.90 |
76 |
1,216 |
-12 |
Total Volume and Open Interest |
4,948 |
39,682 |
+254 |
Cotton(ICE) |
May11 |
110506 |
166.97 |
169.62 |
153.80 |
153.80 |
-11.56 |
453 |
2,838 |
-207 |
Jul11 |
110506 |
146.86 |
149.10 |
143.80 |
145.56 |
-1.30 |
4,566 |
70,492 |
+150 |
Oct11 |
110506 |
135.37 |
135.47 |
133.45 |
133.56 |
-1.81 |
12 |
459 |
+2 |
Dec11 |
110506 |
122.20 |
124.50 |
121.75 |
122.29 |
+0.21 |
3,928 |
59,887 |
+311 |
Mar12 |
110506 |
114.91 |
116.37 |
114.55 |
114.67 |
-0.13 |
391 |
8,434 |
+50 |
May12 |
110506 |
109.20 |
110.63 |
108.55 |
108.82 |
-0.23 |
64 |
2,209 |
-5 |
Total Volume and Open Interest |
9,497 |
149,712 |
+328 |
Lumber(CME) |
May11 |
110506 |
227.0 |
233.3 |
227.0 |
231.1 |
+0.1 |
159 |
834 |
-45 |
Jul11 |
110506 |
248.8 |
250.7 |
247.0 |
249.7 |
+1.2 |
524 |
6,980 |
+197 |
Sep11 |
110506 |
267.4 |
272.5 |
267.4 |
272.5 |
+2.0 |
148 |
1,845 |
-5 |
Nov11 |
110506 |
267.4 |
269.9 |
267.4 |
269.9 |
+0.6 |
18 |
485 |
+10 |
Total Volume and Open Interest |
849 |
10,157 |
+157 |
Crude Oil(NYM) |
Jun11 |
110506 |
99.76 |
102.38 |
94.63 |
97.18 |
-2.62 |
333,018 |
321,820 |
-6,190 |
Jul11 |
110506 |
100.34 |
102.93 |
95.18 |
97.77 |
-2.57 |
80,418 |
235,195 |
+5,004 |
Aug11 |
110506 |
100.88 |
103.21 |
95.57 |
98.14 |
-2.50 |
47,242 |
82,744 |
-541 |
Sep11 |
110506 |
101.17 |
103.47 |
95.85 |
98.42 |
-2.43 |
34,830 |
89,917 |
+5,131 |
Oct11 |
110506 |
100.44 |
103.52 |
97.78 |
98.56 |
-2.36 |
13,046 |
39,788 |
-1,369 |
Nov11 |
110506 |
101.20 |
103.61 |
96.04 |
98.65 |
-2.31 |
9,482 |
37,815 |
+556 |
Dec11 |
110506 |
101.24 |
103.66 |
95.79 |
98.72 |
-2.28 |
44,285 |
188,619 |
+461 |
Jan12 |
110506 |
100.54 |
102.63 |
96.46 |
98.67 |
-2.26 |
2,821 |
38,047 |
+751 |
Feb12 |
110506 |
97.52 |
103.40 |
97.50 |
98.58 |
-2.23 |
1,604 |
18,145 |
-101 |
Mar12 |
110506 |
97.95 |
102.49 |
97.95 |
98.47 |
-2.22 |
1,687 |
29,919 |
-373 |
Apr12 |
110506 |
101.00 |
102.32 |
98.00 |
98.34 |
-2.23 |
1,412 |
15,114 |
+125 |
May12 |
110506 |
100.10 |
101.71 |
98.20 |
98.20 |
-2.22 |
962 |
14,744 |
-282 |
Jun12 |
110506 |
100.10 |
102.68 |
95.68 |
98.06 |
-2.21 |
9,749 |
73,372 |
+1,654 |
Jul12 |
110506 |
97.76 |
97.76 |
97.76 |
97.76 |
-2.22 |
763 |
20,803 |
+161 |
Aug12 |
110506 |
101.20 |
101.20 |
97.44 |
97.44 |
-2.23 |
228 |
13,194 |
-22 |
Sep12 |
110506 |
97.18 |
97.18 |
97.18 |
97.18 |
-2.23 |
351 |
12,993 |
-78 |
Total Volume and Open Interest |
610,259 |
1,630,319 |
+5,991 |
e-miNY Crude Oil(NYM) |
May11 |
110418 |
109.350 |
109.350 |
106.525 |
107.125 |
-2.525 |
7,448 |
2,501 |
-386 |
Jun11 |
110429 |
112.775 |
114.175 |
112.275 |
113.925 |
+1.075 |
11,912 |
3,616 |
+446 |
Jul11 |
110506 |
100.800 |
102.950 |
95.250 |
97.775 |
-2.575 |
591 |
861 |
+22 |
Aug11 |
110506 |
101.000 |
102.325 |
96.050 |
98.150 |
-2.500 |
78 |
124 |
-1 |
Sep11 |
110506 |
100.925 |
102.925 |
98.425 |
98.425 |
-2.425 |
9 |
143 |
+3 |
Oct11 |
110506 |
101.700 |
101.700 |
97.650 |
98.550 |
-2.375 |
8 |
40 |
+0 |
Nov11 |
110506 |
100.975 |
100.975 |
98.650 |
98.650 |
-2.300 |
0 |
16 |
+0 |
Dec11 |
110506 |
100.800 |
102.800 |
98.725 |
98.725 |
-2.275 |
42 |
321 |
+4 |
Jan12 |
110506 |
98.675 |
98.675 |
98.675 |
98.675 |
-2.250 |
1 |
7 |
+0 |
Feb12 |
110506 |
98.575 |
98.575 |
98.575 |
98.575 |
-2.225 |
2 |
8 |
+2 |
Total Volume and Open Interest |
13,440 |
4,882 |
-212 |
Heating Oil(NYM) |
Jun11 |
110506 |
289.25 |
296.54 |
276.95 |
284.57 |
-4.12 |
61,183 |
113,461 |
-4,153 |
Jul11 |
110506 |
291.11 |
297.92 |
278.85 |
285.94 |
-4.26 |
21,497 |
48,422 |
+854 |
Aug11 |
110506 |
293.06 |
299.36 |
286.02 |
287.36 |
-4.33 |
13,263 |
30,397 |
+189 |
Sep11 |
110506 |
295.45 |
300.99 |
286.89 |
289.08 |
-4.37 |
7,223 |
22,943 |
+1,019 |
Oct11 |
110506 |
295.48 |
302.63 |
285.00 |
290.75 |
-4.38 |
2,827 |
10,026 |
-96 |
Nov11 |
110506 |
297.11 |
303.99 |
285.20 |
292.39 |
-4.37 |
2,056 |
10,829 |
+403 |
Dec11 |
110506 |
298.80 |
305.79 |
286.84 |
294.00 |
-4.35 |
14,092 |
32,197 |
-1,682 |
Jan12 |
110506 |
300.00 |
306.70 |
294.51 |
295.69 |
-4.21 |
684 |
11,578 |
+199 |
Feb12 |
110506 |
297.40 |
307.30 |
295.05 |
296.04 |
-4.11 |
174 |
4,984 |
+33 |
Mar12 |
110506 |
296.45 |
306.22 |
295.25 |
295.25 |
-3.87 |
306 |
3,221 |
+67 |
Apr12 |
110506 |
293.90 |
304.24 |
293.45 |
293.45 |
-3.67 |
246 |
1,398 |
+170 |
May12 |
110506 |
292.50 |
302.56 |
291.85 |
291.85 |
-3.56 |
89 |
1,186 |
+16 |
Total Volume and Open Interest |
128,396 |
312,166 |
-2,007 |
Gasoline(NYMEX) |
Jun11 |
110506 |
310.32 |
318.22 |
298.56 |
309.01 |
-0.53 |
74,607 |
102,911 |
-1,377 |
Jul11 |
110506 |
304.10 |
310.36 |
291.61 |
299.56 |
-2.72 |
47,528 |
53,404 |
-367 |
Aug11 |
110506 |
301.14 |
303.42 |
288.55 |
292.89 |
-3.97 |
22,612 |
28,370 |
+151 |
Sep11 |
110506 |
293.32 |
300.00 |
281.34 |
288.13 |
-4.43 |
16,850 |
28,791 |
+1,565 |
Oct11 |
110506 |
272.96 |
281.00 |
271.39 |
271.39 |
-4.85 |
7,855 |
23,113 |
+518 |
Nov11 |
110506 |
273.33 |
279.19 |
261.34 |
267.42 |
-5.02 |
3,064 |
8,606 |
+107 |
Dec11 |
110506 |
271.69 |
277.52 |
259.00 |
265.67 |
-5.20 |
7,006 |
27,622 |
+1,113 |
Jan12 |
110506 |
275.05 |
275.05 |
265.66 |
265.66 |
-5.18 |
1,389 |
6,308 |
-123 |
Feb12 |
110506 |
276.50 |
276.50 |
266.89 |
266.89 |
-5.20 |
1,114 |
3,015 |
+237 |
Mar12 |
110506 |
272.33 |
277.25 |
268.12 |
268.12 |
-5.22 |
967 |
4,979 |
+612 |
Total Volume and Open Interest |
183,865 |
304,128 |
+2,915 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110506 |
309.00 |
309.01 |
309.00 |
309.00 |
-0.50 |
0 |
2 |
+0 |
Jul11 |
110506 |
299.60 |
299.60 |
299.56 |
299.60 |
-2.70 |
0 |
1 |
+0 |
Aug11 |
110506 |
292.90 |
292.90 |
292.89 |
292.90 |
-4.00 |
0 |
1 |
+0 |
Sep11 |
110506 |
288.10 |
288.13 |
288.10 |
288.10 |
-4.50 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jun11 |
110506 |
4.235 |
4.344 |
4.217 |
4.235 |
-0.026 |
122,059 |
145,880 |
-14,947 |
Jul11 |
110506 |
4.308 |
4.410 |
4.287 |
4.297 |
-0.034 |
46,784 |
217,411 |
+4,674 |
Aug11 |
110506 |
4.371 |
4.450 |
4.334 |
4.342 |
-0.034 |
49,581 |
75,171 |
+4,574 |
Sep11 |
110506 |
4.363 |
4.469 |
4.351 |
4.364 |
-0.032 |
37,189 |
95,971 |
+7,867 |
Oct11 |
110506 |
4.390 |
4.510 |
4.390 |
4.407 |
-0.031 |
21,762 |
98,223 |
-2,629 |
Nov11 |
110506 |
4.553 |
4.649 |
4.540 |
4.569 |
-0.025 |
9,080 |
47,428 |
+824 |
Dec11 |
110506 |
4.789 |
4.866 |
4.784 |
4.789 |
-0.026 |
5,289 |
37,017 |
+346 |
Jan12 |
110506 |
4.915 |
4.985 |
4.900 |
4.906 |
-0.029 |
11,077 |
86,435 |
+493 |
Feb12 |
110506 |
4.903 |
4.960 |
4.890 |
4.893 |
-0.026 |
897 |
17,463 |
+138 |
Mar12 |
110506 |
4.822 |
4.893 |
4.820 |
4.831 |
-0.021 |
4,550 |
37,586 |
-338 |
Apr12 |
110506 |
4.695 |
4.760 |
4.695 |
4.701 |
-0.022 |
4,969 |
35,297 |
+772 |
May12 |
110506 |
4.725 |
4.776 |
4.717 |
4.721 |
-0.022 |
658 |
10,335 |
-89 |
Jun12 |
110506 |
4.751 |
4.815 |
4.745 |
4.759 |
-0.022 |
308 |
6,849 |
-97 |
Jul12 |
110506 |
4.863 |
4.870 |
4.804 |
4.804 |
-0.022 |
145 |
5,527 |
+96 |
Aug12 |
110506 |
4.878 |
4.878 |
4.830 |
4.830 |
-0.025 |
97 |
5,978 |
-14 |
Sep12 |
110506 |
4.865 |
4.883 |
4.840 |
4.840 |
-0.027 |
315 |
5,303 |
-172 |
Total Volume and Open Interest |
316,850 |
1,004,801 |
+1,380 |
Brent Crude Oil(ICE) |
Jun11 |
110506 |
111.77 |
114.24 |
105.15 |
109.13 |
-1.67 |
221,789 |
176,962 |
-6,363 |
Jul11 |
110506 |
110.99 |
113.94 |
105.00 |
108.85 |
-1.72 |
120,804 |
159,510 |
+11,785 |
Aug11 |
110506 |
110.64 |
113.54 |
104.78 |
108.58 |
-1.74 |
57,717 |
83,833 |
+15,613 |
Sep11 |
110506 |
110.70 |
113.20 |
104.55 |
108.21 |
-1.76 |
33,296 |
47,848 |
+2,546 |
Oct11 |
110506 |
110.24 |
112.66 |
104.16 |
107.84 |
-1.78 |
22,651 |
37,895 |
+5,437 |
Nov11 |
110506 |
109.92 |
112.28 |
103.86 |
107.51 |
-1.80 |
7,191 |
19,401 |
-590 |
Dec11 |
110506 |
109.29 |
111.95 |
103.53 |
107.15 |
-1.85 |
32,049 |
99,875 |
+579 |
Jan12 |
110506 |
106.00 |
111.29 |
104.18 |
106.84 |
-1.89 |
4,139 |
18,609 |
-288 |
Feb12 |
110506 |
103.91 |
109.14 |
103.91 |
106.55 |
-1.91 |
2,792 |
16,058 |
+771 |
Mar12 |
110506 |
106.24 |
106.24 |
106.24 |
106.24 |
-1.93 |
3,017 |
30,603 |
-13 |
Apr12 |
110506 |
106.08 |
106.08 |
105.85 |
105.91 |
-1.96 |
920 |
6,722 |
+375 |
May12 |
110506 |
105.57 |
105.57 |
105.57 |
105.57 |
-1.96 |
808 |
5,868 |
+24 |
Jun12 |
110506 |
106.39 |
109.67 |
101.91 |
105.22 |
-1.97 |
4,464 |
34,693 |
+218 |
Jul12 |
110506 |
104.85 |
104.85 |
104.85 |
104.85 |
-1.98 |
204 |
2,308 |
+3 |
Total Volume and Open Interest |
521,229 |
860,377 |
+30,046 |
Gas Oil(ICE) |
May11 |
110506 |
914.75 |
938.25 |
874.50 |
928.50 |
-9.75 |
47,508 |
69,699 |
-11,937 |
Jun11 |
110506 |
916.00 |
941.50 |
877.75 |
932.00 |
-9.50 |
105,762 |
137,185 |
-2,360 |
Jul11 |
110506 |
933.25 |
944.75 |
881.00 |
935.50 |
-9.50 |
33,472 |
66,918 |
+5,599 |
Aug11 |
110506 |
935.25 |
947.50 |
886.00 |
939.00 |
-9.25 |
14,765 |
35,027 |
+672 |
Sep11 |
110506 |
938.75 |
950.25 |
889.50 |
942.00 |
-9.50 |
10,057 |
50,135 |
+1,196 |
Oct11 |
110506 |
941.25 |
951.75 |
892.00 |
944.25 |
-9.50 |
4,700 |
33,570 |
+778 |
Nov11 |
110506 |
942.00 |
950.25 |
893.00 |
945.25 |
-9.00 |
4,219 |
22,222 |
-242 |
Dec11 |
110506 |
937.50 |
955.00 |
893.75 |
946.50 |
-8.75 |
21,846 |
60,653 |
+1,560 |
Jan12 |
110506 |
930.00 |
955.50 |
910.00 |
948.75 |
-8.75 |
3,576 |
26,512 |
-417 |
Feb12 |
110506 |
930.00 |
955.50 |
897.25 |
948.75 |
-8.75 |
958 |
6,191 |
-208 |
Total Volume and Open Interest |
252,698 |
596,789 |
-6,587 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110506 |
2.579 |
2.592 |
2.514 |
2.522 |
-0.058 |
194 |
1,376 |
-17 |
Jul11 |
110506 |
2.578 |
2.590 |
2.505 |
2.514 |
-0.064 |
287 |
1,216 |
+85 |
Aug11 |
110506 |
2.564 |
2.582 |
2.508 |
2.515 |
-0.060 |
244 |
910 |
+19 |
Sep11 |
110506 |
2.540 |
2.544 |
2.480 |
2.491 |
-0.056 |
220 |
988 |
-6 |
Oct11 |
110506 |
2.450 |
2.450 |
2.391 |
2.400 |
-0.057 |
160 |
943 |
+24 |
Nov11 |
110506 |
2.351 |
2.351 |
2.332 |
2.333 |
-0.062 |
54 |
653 |
+20 |
Dec11 |
110506 |
2.400 |
2.400 |
2.330 |
2.335 |
-0.056 |
48 |
969 |
-2 |
Total Volume and Open Interest |
1,259 |
7,740 |
+105 |
WTI Crude Oil(ICE |
Jun11 |
110506 |
99.51 |
102.38 |
94.65 |
97.18 |
-2.62 |
86,354 |
92,751 |
+549 |
Jul11 |
110506 |
100.12 |
102.92 |
95.24 |
97.77 |
-2.57 |
28,069 |
77,205 |
+2,540 |
Aug11 |
110506 |
100.88 |
103.08 |
95.81 |
98.14 |
-2.50 |
15,123 |
30,058 |
-523 |
Sep11 |
110506 |
101.90 |
103.12 |
96.38 |
98.42 |
-2.43 |
10,758 |
34,866 |
+766 |
Oct11 |
110506 |
101.78 |
103.11 |
96.41 |
98.56 |
-2.36 |
4,752 |
20,509 |
+432 |
Nov11 |
110506 |
101.71 |
103.19 |
96.49 |
98.65 |
-2.31 |
3,364 |
16,915 |
-77 |
Dec11 |
110506 |
101.84 |
103.56 |
95.77 |
98.72 |
-2.28 |
13,935 |
89,401 |
+285 |
Jan12 |
110506 |
98.27 |
102.87 |
98.27 |
98.67 |
-2.26 |
468 |
12,229 |
+98 |
Feb12 |
110506 |
98.14 |
100.56 |
98.14 |
98.58 |
-2.23 |
200 |
3,525 |
+27 |
Mar12 |
110506 |
98.47 |
98.47 |
98.47 |
98.47 |
-2.22 |
431 |
11,095 |
-104 |
Apr12 |
110506 |
98.34 |
98.34 |
98.34 |
98.34 |
-2.23 |
83 |
3,619 |
-30 |
May12 |
110506 |
98.20 |
98.20 |
98.20 |
98.20 |
-2.22 |
87 |
2,203 |
+17 |
Jun12 |
110506 |
97.62 |
102.13 |
97.34 |
98.06 |
-2.21 |
1,302 |
26,004 |
+75 |
Jul12 |
110506 |
97.76 |
97.76 |
97.76 |
97.76 |
-2.22 |
20 |
1,550 |
+20 |
Aug12 |
110506 |
97.44 |
97.44 |
97.44 |
97.44 |
-2.23 |
46 |
928 |
+23 |
Sep12 |
110506 |
97.18 |
97.18 |
97.18 |
97.18 |
-2.23 |
15 |
4,161 |
+15 |
Total Volume and Open Interest |
170,848 |
527,154 |
+3,266 |
US Dollar Index(ICE) |
Jun11 |
110506 |
74.260 |
75.180 |
74.110 |
75.080 |
+0.705 |
36,609 |
55,763 |
+2,486 |
Sep11 |
110506 |
74.750 |
75.550 |
74.610 |
75.550 |
+0.695 |
80 |
641 |
+20 |
Dec11 |
110506 |
76.035 |
76.035 |
76.035 |
76.035 |
+0.685 |
0 |
2 |
+0 |
Total Volume and Open Interest |
36,689 |
56,407 |
+2,506 |
Australian Dollar(CME) |
Jun11 |
110506 |
105.50 |
107.54 |
105.49 |
106.23 |
+0.92 |
135,704 |
140,491 |
-798 |
Sep11 |
110506 |
104.23 |
106.04 |
103.97 |
104.87 |
+0.90 |
343 |
977 |
+22 |
Dec11 |
110506 |
103.95 |
104.40 |
102.74 |
103.58 |
+0.84 |
15 |
84 |
+0 |
Total Volume and Open Interest |
136,063 |
141,553 |
-775 |
British Pound(CME) |
Jun11 |
110506 |
163.81 |
164.56 |
163.47 |
163.58 |
-0.12 |
109,433 |
123,573 |
+226 |
Sep11 |
110506 |
163.87 |
164.06 |
163.32 |
163.34 |
-0.12 |
82 |
642 |
+29 |
Dec11 |
110506 |
163.70 |
163.70 |
163.09 |
163.09 |
-0.12 |
1 |
38 |
+0 |
Total Volume and Open Interest |
109,516 |
124,258 |
+255 |
Canadian Dollar(CME) |
Jun11 |
110506 |
103.35 |
104.37 |
102.97 |
103.08 |
+0.03 |
106,081 |
134,138 |
+431 |
Sep11 |
110506 |
103.10 |
104.09 |
102.73 |
102.82 |
+0.02 |
274 |
3,478 |
+125 |
Dec11 |
110506 |
103.74 |
103.74 |
102.50 |
102.53 |
+0.02 |
38 |
2,528 |
-6 |
Mar12 |
110506 |
102.50 |
102.50 |
102.17 |
102.21 |
+0.04 |
15 |
282 |
+12 |
Total Volume and Open Interest |
106,621 |
140,587 |
+668 |
Japanese Yen(CME) |
Jun11 |
110506 |
124.56 |
124.70 |
123.56 |
124.29 |
-0.39 |
92,720 |
101,009 |
-1,504 |
Sep11 |
110506 |
124.56 |
124.75 |
123.74 |
124.36 |
-0.39 |
73 |
1,893 |
+33 |
Dec11 |
110506 |
123.98 |
124.86 |
123.98 |
124.46 |
-0.40 |
3 |
211 |
+1 |
Total Volume and Open Interest |
92,796 |
103,120 |
-1,470 |
Swiss Franc(CME) |
Jun11 |
110506 |
114.93 |
115.29 |
113.66 |
113.82 |
-1.10 |
42,918 |
74,048 |
+1,460 |
Sep11 |
110506 |
115.09 |
115.29 |
113.75 |
113.86 |
-1.10 |
166 |
227 |
+65 |
Dec11 |
110506 |
113.89 |
114.99 |
113.89 |
113.89 |
-1.10 |
0 |
27 |
+0 |
Total Volume and Open Interest |
43,085 |
74,304 |
+1,526 |
EuroFX(CME) |
Jun11 |
110506 |
145.24 |
145.75 |
142.94 |
143.23 |
-1.85 |
374,774 |
263,141 |
+2,812 |
Sep11 |
110506 |
144.81 |
145.27 |
142.56 |
142.78 |
-1.85 |
895 |
3,771 |
+232 |
Dec11 |
110506 |
144.00 |
144.15 |
142.29 |
142.29 |
-1.86 |
16 |
104 |
+13 |
Total Volume and Open Interest |
375,703 |
267,394 |
+3,057 |
Mexican Peso(CME) |
May11 |
110506 |
857.2 |
857.2 |
851.8 |
857.2 |
+5.5 |
|
|
|
Jun11 |
110506 |
849.8 |
861.0 |
848.8 |
855.2 |
+5.5 |
40,655 |
165,171 |
+2,414 |
Total Volume and Open Interest |
40,689 |
165,399 |
+2,436 |
30-Year T-Bonds(CBOT) |
Jun11 |
110506 |
124~100 |
124~200 |
123~280 |
124~100 |
+0~010 |
|
|
|
Sep11 |
110506 |
123~070 |
123~100 |
122~020 |
123~000 |
+0~030 |
1,016 |
5,058 |
+373 |
Dec11 |
110506 |
121~170 |
121~170 |
121~140 |
121~170 |
+0~030 |
0 |
30 |
+0 |
Total Volume and Open Interest |
333,493 |
618,496 |
+11,271 |
10-Year T-Notes(CBOT) |
Jun11 |
110506 |
122~050 |
122~150 |
121~170 |
122~090 |
+0~070 |
1,109,365 |
1,680,799 |
-8,606 |
Sep11 |
110506 |
120~200 |
121~005 |
120~035 |
120~280 |
+0~080 |
4,008 |
16,147 |
+1,374 |
Dec11 |
110506 |
119~280 |
119~280 |
119~200 |
119~280 |
+0~080 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,113,373 |
1,696,950 |
-7,232 |
5-Year T-Notes(CBOT) |
Jun11 |
110506 |
118~115 |
119~022 |
118~070 |
119~005 |
+0~021 |
685,846 |
1,443,176 |
-6,434 |
Sep11 |
110506 |
117~074 |
117~121 |
117~074 |
117~110 |
+0~024 |
7,638 |
12,954 |
+4,776 |
Dec11 |
110506 |
117~006 |
117~006 |
116~110 |
117~006 |
+0~024 |
|
|
|
Total Volume and Open Interest |
693,484 |
1,456,130 |
-1,658 |
2 Year T-Notes(CBOT) |
Jun11 |
110506 |
109~082 |
109~092 |
109~070 |
109~089 |
+0~008 |
218,663 |
1,039,087 |
-14,452 |
Sep11 |
110506 |
109~022 |
109~034 |
109~021 |
109~033 |
+0~010 |
3,785 |
16,011 |
+1,702 |
Dec11 |
110506 |
108~099 |
108~099 |
108~089 |
108~099 |
+0~010 |
0 |
20 |
+0 |
Total Volume and Open Interest |
222,448 |
1,055,118 |
-12,750 |
Eurodollars(CME) |
Jun11 |
110506 |
99.725 |
99.735 |
99.710 |
99.715 |
-0.015 |
171,527 |
1,013,941 |
-26,701 |
Sep11 |
110506 |
99.665 |
99.680 |
99.650 |
99.660 |
-0.010 |
213,805 |
1,485,666 |
+20,650 |
Dec11 |
110506 |
99.570 |
99.585 |
99.535 |
99.575 |
+0.005 |
229,967 |
1,674,810 |
+14,578 |
Mar12 |
110506 |
99.420 |
99.455 |
99.370 |
99.435 |
+0.015 |
240,963 |
1,549,082 |
-7,757 |
Jun12 |
110506 |
99.180 |
99.230 |
99.110 |
99.205 |
+0.030 |
315,701 |
1,308,988 |
+19,845 |
Sep12 |
110506 |
98.880 |
98.935 |
98.800 |
98.915 |
+0.040 |
260,058 |
713,610 |
+9,434 |
Dec12 |
110506 |
98.575 |
98.635 |
98.485 |
98.610 |
+0.040 |
233,223 |
546,358 |
-3,292 |
Mar13 |
110506 |
98.315 |
98.375 |
98.220 |
98.345 |
+0.040 |
185,951 |
375,829 |
+5,016 |
Jun13 |
110506 |
98.055 |
98.120 |
97.965 |
98.085 |
+0.030 |
123,741 |
285,706 |
+7,065 |
Sep13 |
110506 |
97.810 |
97.870 |
97.715 |
97.835 |
+0.030 |
78,793 |
255,614 |
+265 |
Dec13 |
110506 |
97.560 |
97.620 |
97.465 |
97.580 |
+0.030 |
74,339 |
191,484 |
-2,235 |
Mar14 |
110506 |
97.330 |
97.390 |
97.245 |
97.355 |
+0.025 |
71,037 |
185,767 |
+742 |
Jun14 |
110506 |
97.105 |
97.170 |
97.025 |
97.135 |
+0.025 |
20,974 |
104,443 |
-115 |
Sep14 |
110506 |
96.895 |
96.950 |
96.815 |
96.920 |
+0.025 |
14,524 |
62,520 |
+1,629 |
Dec14 |
110506 |
96.685 |
96.730 |
96.595 |
96.700 |
+0.020 |
14,229 |
71,933 |
+385 |
Mar15 |
110506 |
96.475 |
96.535 |
96.410 |
96.510 |
+0.015 |
13,654 |
51,362 |
-364 |
Jun15 |
110506 |
4.555 |
4.600 |
4.475 |
4.570 |
+0.010 |
11,502 |
39,213 |
-281 |
Sep15 |
110506 |
4.370 |
4.430 |
4.305 |
4.400 |
+0.010 |
8,160 |
36,084 |
+280 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110506 |
99.902 |
99.905 |
99.902 |
99.905 |
unch |
4,652 |
82,187 |
-893 |
Jun11 |
110506 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
5,599 |
60,009 |
+801 |
Jul11 |
110506 |
99.895 |
99.895 |
99.890 |
99.890 |
unch |
5,401 |
48,772 |
+797 |
Aug11 |
110506 |
99.865 |
99.875 |
99.865 |
99.870 |
unch |
6,504 |
47,249 |
+3,203 |
Sep11 |
110506 |
99.855 |
99.870 |
99.855 |
99.865 |
unch |
5,659 |
35,390 |
-180 |
Oct11 |
110506 |
99.845 |
99.860 |
99.840 |
99.850 |
unch |
4,235 |
48,230 |
+1,571 |
Total Volume and Open Interest |
67,408 |
651,217 |
+4,552 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110506 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.005 |
0 |
750 |
+0 |
Sep11 |
110506 |
99.677 |
99.677 |
99.677 |
99.677 |
+0.005 |
|
|
|
Dec11 |
110506 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.010 |
0 |
75 |
+0 |
Mar12 |
110506 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.010 |
|
|
|
Jun12 |
110506 |
99.695 |
99.695 |
99.695 |
99.695 |
+0.010 |
|
|
|
Sep12 |
110506 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.010 |
|
|
|
Dec12 |
110506 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.010 |
|
|
|
Mar13 |
110506 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.010 |
|
|
|
Jun13 |
110506 |
99.540 |
99.540 |
99.540 |
99.540 |
+0.010 |
|
|
|
Sep13 |
110506 |
99.400 |
99.400 |
99.400 |
99.400 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110506 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
5,401 |
+0 |
Sep11 |
110506 |
99.67 |
99.68 |
99.67 |
99.68 |
+0.00 |
0 |
1,533 |
+0 |
Dec11 |
110506 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
0 |
1,944 |
+0 |
Mar12 |
110506 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
3,672 |
+0 |
Jun12 |
110506 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
0 |
1,254 |
+0 |
Sep12 |
110506 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
411 |
+0 |
Dec12 |
110506 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
24 |
+0 |
Mar13 |
110506 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
14,240 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110506 |
140.70 |
140.84 |
140.54 |
140.80 |
+0.73 |
2,269 |
0 |
-14,114 |
Sep11 |
110506 |
140.26 |
140.51 |
140.26 |
140.51 |
+1.22 |
0 |
1 |
+1 |
Dec11 |
110506 |
138.42 |
138.42 |
138.42 |
138.42 |
+1.22 |
|
|
|
Total Volume and Open Interest |
2,269 |
16,373 |
+2,258 |
Euro-Bund(EUREX) |
Jun11 |
110506 |
123.16 |
123.95 |
123.00 |
123.44 |
+0.37 |
1,068,007 |
914,254 |
+919 |
Sep11 |
110506 |
122.83 |
123.64 |
122.83 |
123.14 |
+0.39 |
6,138 |
15,328 |
+2,413 |
Dec11 |
110506 |
122.34 |
122.34 |
122.34 |
122.34 |
+0.37 |
293 |
0 |
+0 |
Total Volume and Open Interest |
1,074,438 |
929,582 |
+3,332 |
Euro-Bobl(EUREX) |
Jun11 |
110506 |
115.41 |
115.82 |
115.22 |
115.71 |
+0.23 |
725,341 |
811,181 |
+16,712 |
Sep11 |
110506 |
114.80 |
115.05 |
114.78 |
114.78 |
+0.12 |
15,560 |
28,746 |
+5,888 |
Dec11 |
110506 |
114.98 |
114.98 |
114.98 |
114.98 |
+0.12 |
|
|
|
Total Volume and Open Interest |
740,901 |
839,927 |
+22,600 |
3-Mth Euribor(EUREX) |
Jun11 |
110506 |
98.490 |
98.495 |
98.475 |
98.480 |
-0.015 |
72 |
6,307 |
-35 |
Sep11 |
110506 |
98.205 |
98.225 |
98.185 |
98.190 |
-0.025 |
15 |
2,342 |
+11 |
Dec11 |
110506 |
97.995 |
98.015 |
97.960 |
97.970 |
-0.020 |
36 |
1,146 |
+2 |
Total Volume and Open Interest |
158 |
12,147 |
-43 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110506 |
119~03 |
119~03 |
119~02 |
119~02 |
+0~04 |
0 |
10 |
+0 |
Total Volume and Open Interest |
172,030 |
408,030 |
+34,321 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110506 |
99.18 |
99.19 |
99.16 |
99.17 |
unch |
37,408 |
477,201 |
-5,229 |
Sep11 |
110506 |
99.07 |
99.08 |
99.06 |
99.07 |
unch |
82,153 |
466,096 |
-14,169 |
Dec11 |
110506 |
98.92 |
98.93 |
98.89 |
98.91 |
unch |
115,620 |
471,249 |
-11,541 |
Mar12 |
110506 |
98.74 |
98.77 |
98.72 |
98.74 |
-0.01 |
92,523 |
399,737 |
-62,675 |
Jun12 |
110506 |
98.55 |
98.57 |
98.52 |
98.53 |
-0.01 |
109,497 |
354,518 |
-5,454 |
Sep12 |
110506 |
98.32 |
98.35 |
98.29 |
98.31 |
+0.01 |
73,116 |
224,650 |
-8,809 |
Total Volume and Open Interest |
644,933 |
2,864,801 |
-119,099 |
3-Mth Euribor(LIFFE) |
Jun11 |
110506 |
98.480 |
98.505 |
98.470 |
98.480 |
-0.015 |
180,186 |
821,756 |
+32,604 |
Sep11 |
110506 |
98.230 |
98.245 |
98.180 |
98.190 |
-0.025 |
238,454 |
781,599 |
+70,313 |
Dec11 |
110506 |
98.015 |
98.025 |
97.950 |
97.970 |
-0.020 |
261,846 |
777,709 |
+65,487 |
Total Volume and Open Interest |
1,347,340 |
4,330,573 |
+290,744 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110506 |
94.99 |
95.02 |
94.90 |
94.91 |
-0.09 |
26,062 |
166,643 |
-17,699 |
Sep11 |
110506 |
94.90 |
94.95 |
94.79 |
94.80 |
-0.10 |
37,918 |
220,648 |
+4,228 |
Dec11 |
110506 |
94.82 |
94.87 |
94.70 |
94.72 |
-0.11 |
24,663 |
145,310 |
-1,613 |
Mar12 |
110506 |
94.74 |
94.80 |
94.64 |
94.66 |
-0.09 |
14,578 |
79,741 |
-1,483 |
Jun12 |
110506 |
94.67 |
94.74 |
94.60 |
94.60 |
-0.08 |
3,352 |
48,410 |
+520 |
Sep12 |
110506 |
94.61 |
94.69 |
94.55 |
94.56 |
-0.07 |
2,119 |
49,451 |
-465 |
Dec12 |
110506 |
94.57 |
94.64 |
94.50 |
94.52 |
-0.06 |
1,757 |
23,870 |
-641 |
Mar13 |
110506 |
94.54 |
94.61 |
94.47 |
94.47 |
-0.08 |
1,630 |
15,839 |
+1,628 |
Jun13 |
110506 |
94.51 |
94.55 |
94.43 |
94.43 |
-0.07 |
128 |
1,269 |
+82 |
Sep13 |
110506 |
94.46 |
94.47 |
94.38 |
94.38 |
-0.08 |
69 |
965 |
+64 |
Total Volume and Open Interest |
112,280 |
753,000 |
-15,383 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110506 |
94.62 |
94.67 |
94.56 |
94.57 |
-0.05 |
49,459 |
388,147 |
-15,431 |
Sep11 |
110506 |
94.57 |
94.57 |
94.57 |
94.57 |
-0.05 |
|
|
|
Total Volume and Open Interest |
49,459 |
388,147 |
-15,431 |
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 |
110506 |
94.85 |
94.85 |
94.85 |
94.85 |
-0.10 |
|
|
|
Total Volume and Open Interest |
167,378 |
595,135 |
-36,458 |
Gold(CMX) |
Jun11 |
110506 |
1475.9 |
1498.5 |
1471.1 |
1491.6 |
+10.2 |
242,222 |
329,173 |
-6,093 |
Aug11 |
110506 |
1475.4 |
1499.5 |
1473.4 |
1492.9 |
+10.3 |
7,745 |
77,189 |
+1,463 |
Oct11 |
110506 |
1473.9 |
1498.5 |
1473.9 |
1494.1 |
+10.3 |
434 |
6,334 |
+5 |
Dec11 |
110506 |
1477.0 |
1501.0 |
1474.7 |
1495.1 |
+10.2 |
4,330 |
39,604 |
+827 |
Feb12 |
110506 |
1479.9 |
1501.4 |
1479.0 |
1496.2 |
+10.1 |
641 |
6,942 |
-106 |
Apr12 |
110506 |
1493.9 |
1497.7 |
1485.0 |
1497.7 |
+10.1 |
335 |
5,372 |
+140 |
Jun12 |
110506 |
1504.2 |
1504.2 |
1499.1 |
1499.2 |
+10.1 |
77 |
8,854 |
-10 |
Aug12 |
110506 |
1501.2 |
1501.2 |
1501.2 |
1501.2 |
+10.1 |
56 |
3,069 |
+0 |
Oct12 |
110506 |
1503.7 |
1503.7 |
1503.7 |
1503.7 |
+10.1 |
0 |
3,272 |
+0 |
Dec12 |
110506 |
1491.1 |
1512.3 |
1486.4 |
1506.9 |
+10.0 |
252 |
12,088 |
+98 |
Feb13 |
110506 |
1510.5 |
1510.5 |
1510.5 |
1510.5 |
+10.0 |
3 |
108 |
-3 |
Total Volume and Open Interest |
258,798 |
520,396 |
-1,927 |
Silver(CMX) |
May11 |
110506 |
3482.0 |
3632.5 |
3353.5 |
3528.3 |
-94.8 |
990 |
700 |
+8 |
Jul11 |
110506 |
3477.0 |
3643.0 |
3303.5 |
3528.7 |
-95.3 |
161,412 |
75,089 |
-2,779 |
Sep11 |
110506 |
3488.0 |
3638.5 |
3311.5 |
3529.4 |
-95.0 |
3,077 |
10,960 |
+389 |
Dec11 |
110506 |
3480.0 |
3634.5 |
3315.5 |
3528.3 |
-94.7 |
4,282 |
21,306 |
+761 |
Mar12 |
110506 |
3551.5 |
3618.0 |
3444.5 |
3522.3 |
-93.6 |
705 |
2,601 |
+155 |
May12 |
110506 |
3452.5 |
3600.0 |
3300.0 |
3517.5 |
-93.1 |
275 |
856 |
+5 |
Jul12 |
110506 |
3410.5 |
3624.0 |
3385.0 |
3512.7 |
-91.3 |
23 |
1,750 |
-9 |
Total Volume and Open Interest |
178,805 |
130,525 |
-1,382 |
Platinum(NYMEX) |
Jul11 |
110506 |
1768.7 |
1803.7 |
1768.7 |
1786.4 |
+8.2 |
5,052 |
38,033 |
-595 |
Oct11 |
110506 |
1800.8 |
1800.8 |
1781.9 |
1789.8 |
+7.8 |
81 |
1,573 |
+13 |
Jan12 |
110506 |
1791.8 |
1791.8 |
1791.8 |
1791.8 |
+7.8 |
2 |
52 |
+0 |
Apr12 |
110506 |
1793.8 |
1793.8 |
1793.8 |
1793.8 |
+7.8 |
0 |
24 |
+0 |
Total Volume and Open Interest |
5,135 |
39,697 |
-582 |
Palladium(NYMEX) |
Jun11 |
110506 |
712.50 |
733.50 |
706.50 |
716.30 |
+5.50 |
6,060 |
19,034 |
+64 |
Sep11 |
110506 |
718.00 |
735.00 |
711.00 |
717.90 |
+5.45 |
196 |
1,958 |
+149 |
Dec11 |
110506 |
714.30 |
729.50 |
712.15 |
718.90 |
+5.45 |
2 |
351 |
+0 |
Total Volume and Open Interest |
6,259 |
21,347 |
+214 |
Copper(CMX) |
May11 |
110506 |
397.30 |
404.35 |
393.15 |
396.35 |
-2.20 |
1,173 |
3,538 |
-234 |
Jul11 |
110506 |
398.60 |
405.95 |
392.80 |
397.55 |
-2.25 |
35,610 |
80,504 |
-217 |
Sep11 |
110506 |
401.70 |
407.45 |
395.10 |
399.25 |
-2.25 |
1,992 |
24,430 |
+587 |
Dec11 |
110506 |
402.30 |
409.00 |
396.75 |
401.00 |
-2.25 |
1,102 |
8,503 |
+111 |
Mar12 |
110506 |
400.00 |
409.60 |
400.00 |
402.20 |
-2.35 |
327 |
2,647 |
+143 |
Total Volume and Open Interest |
41,070 |
126,258 |
+360 |
DJIA Index(CBOT) |
Jun11 |
110506 |
12574 |
12717 |
12559 |
12569 |
-1 |
1,750 |
22,991 |
+1,078 |
Sep11 |
110506 |
12585 |
12585 |
12501 |
12501 |
unch |
3 |
14 |
+0 |
Dec11 |
110506 |
12430 |
12430 |
12430 |
12430 |
unch |
0 |
1 |
+0 |
Mar12 |
110506 |
12370 |
12370 |
12370 |
12370 |
unch |
|
|
|
Total Volume and Open Interest |
1,753 |
23,006 |
+1,078 |
S & P 500(CME) |
Jun11 |
110506 |
1333.40 |
1351.30 |
1332.00 |
1334.60 |
-0.40 |
11,387 |
312,002 |
+501 |
Sep11 |
110506 |
1333.00 |
1343.60 |
1327.00 |
1329.30 |
-0.30 |
75 |
6,237 |
+7 |
Dec11 |
110506 |
1323.80 |
1338.10 |
1322.10 |
1323.80 |
-0.30 |
0 |
3,966 |
+0 |
Mar12 |
110506 |
1318.80 |
1333.50 |
1317.50 |
1318.80 |
-0.70 |
|
|
|
Total Volume and Open Interest |
11,462 |
322,210 |
+508 |
S & P 500 E-Mini(Globex) |
Jun11 |
110506 |
1334.25 |
1351.75 |
1331.75 |
1334.50 |
unch |
|
|
|
Sep11 |
110506 |
1330.25 |
1346.00 |
1326.50 |
1329.25 |
-0.25 |
537 |
20,062 |
+178 |
Total Volume and Open Interest |
2,383,550 |
2,813,462 |
-3,419 |
NASDAQ 100(CME) |
Jun11 |
110506 |
2378.00 |
2408.00 |
2373.00 |
2373.50 |
-5.50 |
1,404 |
24,399 |
+334 |
Sep11 |
110506 |
2369.50 |
2400.00 |
2369.50 |
2369.50 |
-5.30 |
2 |
52 |
-1 |
Dec11 |
110506 |
2367.00 |
2367.00 |
2366.00 |
2366.00 |
-5.30 |
2 |
0 |
-2 |
Total Volume and Open Interest |
1,408 |
24,451 |
+331 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110506 |
2378.50 |
2409.80 |
2372.80 |
2373.50 |
-5.50 |
300,764 |
408,581 |
-2,773 |
Sep11 |
110506 |
2372.80 |
2402.80 |
2369.30 |
2369.50 |
-5.30 |
131 |
1,203 |
-2 |
Total Volume and Open Interest |
300,895 |
409,791 |
-2,785 |
S & P Midcap 400(CME) |
Jun11 |
110506 |
984.40 |
984.80 |
984.40 |
984.40 |
-2.40 |
0 |
1,989 |
+0 |
Sep11 |
110506 |
982.20 |
982.60 |
982.20 |
982.20 |
-2.40 |
|
|
|
Dec11 |
110506 |
980.60 |
981.00 |
980.60 |
980.60 |
-2.40 |
|
|
|
Total Volume and Open Interest |
0 |
1,989 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110506 |
9800 |
9800 |
9800 |
9800 |
+30 |
|
|
|
Sep11 |
110506 |
9840 |
9840 |
9800 |
9830 |
+30 |
1 |
15 |
-1 |
Total Volume and Open Interest |
8,691 |
55,834 |
+641 |
Nikkei 225(SGX) |
Jun11 |
110506 |
9770 |
9880 |
9765 |
9850 |
-180 |
109,736 |
232,398 |
+232,398 |
Sep11 |
110506 |
9795 |
9865 |
9795 |
9850 |
-180 |
49 |
1,401 |
+1,401 |
Dec11 |
110506 |
9795 |
9795 |
9795 |
9795 |
-180 |
0 |
6,259 |
+6,259 |
Total Volume and Open Interest |
109,970 |
245,981 |
+1,110 |
CAC 40(EURONEXT) |
May11 |
110506 |
3968.0 |
4028.5 |
3950.5 |
4022.5 |
+54.5 |
170,024 |
316,139 |
-8,187 |
Jun11 |
110506 |
3924.0 |
3981.5 |
3915.5 |
3980.0 |
+55.0 |
20,504 |
48,250 |
+20,143 |
Jul11 |
110506 |
3978.0 |
3978.0 |
3978.0 |
3978.0 |
+57.0 |
|
|
|
Total Volume and Open Interest |
190,528 |
364,390 |
+11,956 |
Hang Seng Index(HKFE) |
May11 |
110506 |
22832 |
23055 |
22805 |
22970 |
-135 |
83,128 |
90,145 |
-763 |
Jun11 |
110506 |
22650 |
22900 |
22650 |
22817 |
-147 |
1,767 |
7,425 |
-125 |
Total Volume and Open Interest |
85,119 |
98,906 |
-811 |
DAX(EUREX) |
Jun11 |
110506 |
7387.5 |
7519.0 |
7378.0 |
7504.5 |
+118.0 |
179,423 |
176,179 |
-6,162 |
Sep11 |
110506 |
7414.0 |
7540.5 |
7405.0 |
7529.5 |
+117.5 |
1,112 |
6,038 |
+277 |
Dec11 |
110506 |
7458.5 |
7567.0 |
7455.0 |
7563.0 |
+118.0 |
133 |
910 |
+67 |
Total Volume and Open Interest |
180,668 |
183,127 |
-5,818 |
FT-SE 100(EURONEXT) |
Jun11 |
110506 |
5885.00 |
5955.50 |
5841.50 |
5951.50 |
+61.50 |
123,765 |
695,320 |
+11,532 |
Sep11 |
110506 |
5832.50 |
5915.00 |
5832.50 |
5915.00 |
+61.50 |
60 |
629 |
+52 |
Dec11 |
110506 |
5807.50 |
5893.50 |
5807.50 |
5893.50 |
+62.00 |
0 |
175 |
+0 |
Total Volume and Open Interest |
123,825 |
696,124 |
+11,584 |
SPI 200(SFE) |
Jun11 |
110506 |
4749.0 |
4763.0 |
4697.0 |
4743.0 |
-9.0 |
36,683 |
181,244 |
-14,079 |
Sep11 |
110506 |
4700.0 |
4745.0 |
4697.0 |
4731.0 |
-9.0 |
16 |
3,692 |
-1 |
Dec11 |
110506 |
4753.0 |
4753.0 |
4753.0 |
4753.0 |
-10.0 |
56 |
2,577 |
+40 |
Total Volume and Open Interest |
37,011 |
189,365 |
-13,855 |
GSCI(CME) |
May11 |
110506 |
23.64 |
41.14 |
14.64 |
15.64 |
-10.50 |
453 |
11,843 |
-102 |
Jun11 |
110506 |
16.84 |
42.54 |
16.84 |
16.84 |
-10.80 |
12 |
37 |
+10 |
Jul11 |
110506 |
15.64 |
41.14 |
15.64 |
15.64 |
-10.50 |
|
|
|
Total Volume and Open Interest |
465 |
11,880 |
-92 |
Reuters CCI(ICE) |
Jun11 |
110506 |
338.30 |
338.30 |
338.30 |
338.30 |
-3.20 |
|
|
|
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. |
|
|