|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon May 09, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110509 |
1330.00 |
1339.25 |
1329.50 |
1335.00 |
+10.00 |
1,792 |
3,377 |
-959 |
Jul11 |
110509 |
1327.75 |
1342.00 |
1323.25 |
1335.00 |
+9.00 |
105,676 |
262,686 |
-4,713 |
Aug11 |
110509 |
1325.50 |
1340.50 |
1323.50 |
1334.75 |
+9.25 |
7,399 |
18,538 |
+416 |
Sep11 |
110509 |
1320.50 |
1330.00 |
1316.50 |
1326.25 |
+9.75 |
2,960 |
15,880 |
-631 |
Nov11 |
110509 |
1308.50 |
1323.75 |
1305.50 |
1319.50 |
+11.00 |
42,479 |
201,441 |
+1,522 |
Jan12 |
110509 |
1316.75 |
1330.00 |
1316.75 |
1327.25 |
+10.25 |
760 |
23,101 |
+66 |
Mar12 |
110509 |
1323.00 |
1332.50 |
1317.50 |
1328.50 |
+11.00 |
329 |
14,181 |
+10 |
Total Volume and Open Interest |
162,614 |
565,331 |
-4,481 |
Soybean Meal(CBOT) |
May11 |
110509 |
346.10 |
347.50 |
345.00 |
345.90 |
+1.00 |
1,986 |
1,332 |
-515 |
Jul11 |
110509 |
349.60 |
352.40 |
348.30 |
350.40 |
+0.90 |
44,074 |
97,707 |
-1,414 |
Aug11 |
110509 |
351.50 |
353.10 |
349.60 |
351.70 |
+1.10 |
4,570 |
30,523 |
+588 |
Sep11 |
110509 |
349.60 |
351.40 |
348.10 |
349.80 |
+1.10 |
1,773 |
16,180 |
-53 |
Oct11 |
110509 |
344.10 |
345.90 |
342.50 |
344.20 |
+1.20 |
1,809 |
15,120 |
+93 |
Dec11 |
110509 |
343.00 |
346.10 |
341.80 |
344.10 |
+1.00 |
7,581 |
50,223 |
-587 |
Jan12 |
110509 |
345.20 |
346.60 |
344.40 |
345.30 |
+0.90 |
243 |
3,715 |
+63 |
Mar12 |
110509 |
347.10 |
348.20 |
346.50 |
347.10 |
+0.60 |
243 |
3,283 |
+126 |
Total Volume and Open Interest |
62,386 |
225,385 |
-1,689 |
Soybean Oil(CBOT) |
May11 |
110509 |
55.78 |
56.01 |
55.70 |
55.98 |
+0.61 |
1,439 |
1,768 |
-62 |
Jul11 |
110509 |
55.82 |
56.44 |
55.61 |
56.29 |
+0.60 |
78,450 |
151,936 |
-4,348 |
Aug11 |
110509 |
55.93 |
56.67 |
55.85 |
56.53 |
+0.59 |
9,034 |
29,516 |
+691 |
Sep11 |
110509 |
56.29 |
56.91 |
56.29 |
56.78 |
+0.60 |
10,328 |
24,039 |
+327 |
Oct11 |
110509 |
56.61 |
57.87 |
56.50 |
56.94 |
+0.61 |
1,516 |
14,492 |
+29 |
Dec11 |
110509 |
56.63 |
57.33 |
56.46 |
57.19 |
+0.63 |
11,287 |
76,145 |
-40 |
Jan12 |
110509 |
57.03 |
57.50 |
57.02 |
57.39 |
+0.64 |
416 |
5,256 |
+43 |
Mar12 |
110509 |
57.40 |
57.45 |
56.85 |
57.44 |
+0.59 |
187 |
4,479 |
-8 |
Total Volume and Open Interest |
112,940 |
313,154 |
-3,151 |
Canola(WCE) |
May11 |
110509 |
570.3 |
570.3 |
556.4 |
556.4 |
+8.1 |
9 |
9 |
+0 |
Jul11 |
110509 |
557.0 |
574.9 |
554.7 |
568.9 |
+8.1 |
8,686 |
79,654 |
-791 |
Nov11 |
110509 |
555.0 |
569.3 |
551.7 |
563.3 |
+6.6 |
3,012 |
74,714 |
-504 |
Jan12 |
110509 |
568.6 |
576.1 |
568.6 |
570.8 |
+6.2 |
10 |
6,349 |
+0 |
Mar12 |
110509 |
571.5 |
578.2 |
571.5 |
573.6 |
+6.3 |
11 |
1,168 |
+10 |
Total Volume and Open Interest |
11,780 |
164,209 |
-1,260 |
Corn(CBOT) |
May11 |
110509 |
682.75 |
706.00 |
682.75 |
704.50 |
+21.75 |
6,901 |
7,255 |
-2,693 |
Jul11 |
110509 |
690.00 |
711.00 |
685.75 |
707.50 |
+21.25 |
169,037 |
664,513 |
-14,216 |
Sep11 |
110509 |
671.50 |
689.50 |
663.50 |
686.00 |
+17.75 |
30,618 |
168,223 |
+620 |
Dec11 |
110509 |
641.75 |
659.25 |
636.50 |
657.50 |
+17.25 |
72,899 |
455,837 |
+859 |
Mar12 |
110509 |
653.75 |
670.25 |
648.50 |
669.50 |
+19.00 |
2,495 |
74,749 |
+256 |
May12 |
110509 |
659.25 |
677.50 |
657.00 |
677.50 |
+20.50 |
824 |
16,225 |
+143 |
Total Volume and Open Interest |
288,221 |
1,479,542 |
-13,699 |
Wheat(CBOT) |
May11 |
110509 |
752.00 |
761.50 |
752.00 |
759.25 |
+34.75 |
412 |
221 |
-529 |
Jul11 |
110509 |
765.25 |
797.75 |
763.00 |
790.50 |
+31.00 |
55,630 |
228,883 |
-3,226 |
Sep11 |
110509 |
809.25 |
839.50 |
805.75 |
833.00 |
+30.00 |
11,246 |
73,076 |
+948 |
Dec11 |
110509 |
853.00 |
883.50 |
852.25 |
878.75 |
+29.25 |
14,976 |
97,999 |
-1,086 |
Mar12 |
110509 |
890.25 |
921.25 |
886.50 |
916.00 |
+29.50 |
1,482 |
14,470 |
+383 |
Total Volume and Open Interest |
87,952 |
454,794 |
-2,451 |
Wheat(KCBT) |
May11 |
110509 |
888.50 |
910.00 |
888.50 |
910.00 |
+42.00 |
444 |
249 |
-138 |
Jul11 |
110509 |
879.00 |
920.00 |
876.50 |
914.50 |
+40.50 |
16,286 |
89,909 |
-402 |
Sep11 |
110509 |
897.00 |
937.50 |
895.25 |
932.50 |
+39.75 |
3,725 |
30,822 |
-44 |
Dec11 |
110509 |
919.00 |
958.50 |
917.25 |
953.50 |
+38.00 |
3,382 |
37,714 |
+328 |
Mar12 |
110509 |
933.75 |
971.25 |
933.75 |
966.50 |
+35.50 |
587 |
5,062 |
+149 |
Total Volume and Open Interest |
24,796 |
171,652 |
-31 |
Wheat(MGE) |
May11 |
110509 |
960.00 |
960.00 |
960.00 |
960.00 |
+49.25 |
119 |
1,106 |
-138 |
Jul11 |
110509 |
907.75 |
950.50 |
907.75 |
944.75 |
+41.00 |
3,691 |
20,433 |
-367 |
Sep11 |
110509 |
917.25 |
954.75 |
917.25 |
947.50 |
+39.25 |
2,119 |
16,762 |
-195 |
Dec11 |
110509 |
927.00 |
967.00 |
927.00 |
959.25 |
+38.00 |
1,182 |
12,181 |
-397 |
Mar12 |
110509 |
937.75 |
976.25 |
937.75 |
970.25 |
+37.50 |
351 |
2,543 |
-25 |
Total Volume and Open Interest |
7,609 |
55,856 |
-1,097 |
Oats(CBOT) |
May11 |
110509 |
339.75 |
345.00 |
331.00 |
345.00 |
+14.00 |
14 |
148 |
-57 |
Jul11 |
110509 |
339.75 |
350.00 |
336.50 |
350.00 |
+11.00 |
1,268 |
9,098 |
-133 |
Sep11 |
110509 |
347.50 |
357.00 |
346.50 |
357.00 |
+10.50 |
18 |
292 |
+2 |
Dec11 |
110509 |
357.00 |
365.00 |
353.50 |
365.00 |
+9.50 |
280 |
3,132 |
+63 |
Total Volume and Open Interest |
1,582 |
12,692 |
-123 |
Rough Rice(CBOT) |
May11 |
110509 |
14.16 |
14.16 |
13.94 |
13.94 |
-0.15 |
6 |
26 |
-154 |
Jul11 |
110509 |
14.38 |
14.59 |
14.11 |
14.12 |
-0.23 |
2,567 |
15,742 |
-868 |
Sep11 |
110509 |
15.23 |
15.41 |
15.00 |
15.01 |
-0.18 |
878 |
4,831 |
+64 |
Nov11 |
110509 |
15.54 |
15.69 |
15.32 |
15.32 |
-0.17 |
258 |
1,140 |
+124 |
Total Volume and Open Interest |
3,733 |
22,261 |
-830 |
Live Cattle(CME) |
Jun11 |
110509 |
110.150 |
110.285 |
108.930 |
109.000 |
-0.850 |
36,644 |
126,291 |
-4,908 |
Aug11 |
110509 |
111.930 |
112.285 |
110.830 |
110.885 |
-0.695 |
22,010 |
98,859 |
+1,451 |
Oct11 |
110509 |
117.035 |
117.580 |
116.535 |
116.850 |
-0.100 |
10,567 |
64,122 |
+462 |
Dec11 |
110509 |
119.150 |
119.800 |
118.750 |
119.100 |
+0.065 |
4,520 |
45,195 |
+384 |
Feb12 |
110509 |
119.450 |
120.100 |
119.100 |
119.480 |
+0.150 |
2,091 |
11,862 |
-39 |
Apr12 |
110509 |
120.350 |
120.785 |
119.930 |
120.400 |
+0.050 |
464 |
5,238 |
-2 |
Total Volume and Open Interest |
76,371 |
352,697 |
-2,644 |
Feeder Cattle(CME) |
May11 |
110509 |
129.350 |
129.485 |
127.980 |
128.000 |
-1.130 |
1,182 |
5,835 |
-494 |
Aug11 |
110509 |
133.050 |
133.900 |
131.935 |
132.300 |
-0.485 |
3,849 |
24,707 |
-625 |
Sep11 |
110509 |
133.735 |
134.500 |
132.850 |
133.100 |
-0.500 |
550 |
4,871 |
-6 |
Oct11 |
110509 |
134.050 |
134.750 |
133.400 |
133.600 |
-0.780 |
513 |
3,422 |
+49 |
Nov11 |
110509 |
134.285 |
134.600 |
133.400 |
133.450 |
-0.550 |
115 |
1,489 |
-2 |
Jan12 |
110509 |
134.000 |
134.000 |
132.700 |
133.200 |
-0.300 |
49 |
387 |
+7 |
Mar12 |
110509 |
132.500 |
132.500 |
132.500 |
132.500 |
-0.300 |
0 |
33 |
+0 |
Total Volume and Open Interest |
6,259 |
40,746 |
-1,071 |
Lean Hogs(CME) |
May11 |
110509 |
92.635 |
92.750 |
91.650 |
92.730 |
-0.620 |
878 |
1,922 |
-176 |
Jun11 |
110509 |
92.750 |
93.230 |
91.900 |
92.650 |
+0.265 |
25,596 |
71,596 |
-999 |
Jul11 |
110509 |
93.000 |
93.300 |
92.150 |
93.200 |
+0.600 |
6,573 |
32,512 |
+602 |
Aug11 |
110509 |
94.535 |
94.535 |
93.450 |
94.285 |
+0.335 |
7,341 |
37,885 |
-79 |
Oct11 |
110509 |
87.080 |
87.350 |
86.480 |
87.180 |
-0.105 |
5,705 |
34,121 |
+32 |
Dec11 |
110509 |
84.150 |
84.500 |
83.600 |
84.385 |
+0.335 |
3,434 |
28,721 |
+526 |
Feb12 |
110509 |
85.600 |
86.230 |
85.350 |
86.050 |
unch |
463 |
7,257 |
+55 |
Apr12 |
110509 |
86.700 |
87.100 |
86.480 |
86.750 |
+0.020 |
98 |
4,330 |
+33 |
Total Volume and Open Interest |
50,152 |
220,446 |
+24 |
Class III Milk(CME) |
May11 |
110509 |
16.51 |
16.58 |
16.50 |
16.52 |
-0.06 |
56 |
5,370 |
+12 |
Jun11 |
110509 |
17.20 |
17.33 |
17.15 |
17.27 |
+0.08 |
288 |
4,663 |
-65 |
Jul11 |
110509 |
17.60 |
17.75 |
17.58 |
17.75 |
+0.10 |
114 |
3,492 |
+34 |
Aug11 |
110509 |
17.85 |
17.90 |
17.77 |
17.86 |
unch |
80 |
3,349 |
+21 |
Sep11 |
110509 |
18.01 |
18.06 |
17.96 |
18.06 |
+0.05 |
88 |
3,411 |
+39 |
Total Volume and Open Interest |
775 |
31,273 |
+104 |
Cocoa(ICE) |
May11 |
110509 |
3166 |
3166 |
3143 |
3143 |
+6 |
7 |
106 |
-7 |
Jul11 |
110509 |
3081 |
3152 |
3071 |
3082 |
unch |
18,783 |
72,385 |
-3,897 |
Sep11 |
110509 |
3117 |
3156 |
3081 |
3092 |
+2 |
2,966 |
25,180 |
+192 |
Dec11 |
110509 |
3112 |
3179 |
3105 |
3116 |
+4 |
1,318 |
25,274 |
+328 |
Mar12 |
110509 |
3150 |
3221 |
3143 |
3155 |
-1 |
722 |
22,179 |
-239 |
May12 |
110509 |
3200 |
3200 |
3139 |
3145 |
-1 |
185 |
5,602 |
-130 |
Jul12 |
110509 |
3137 |
3195 |
3135 |
3142 |
+2 |
280 |
1,536 |
-32 |
Total Volume and Open Interest |
25,012 |
157,049 |
-3,560 |
Coffee "C"(ICE) |
May11 |
110509 |
292.85 |
293.00 |
287.05 |
287.05 |
unch |
30 |
344 |
-12 |
Jul11 |
110509 |
290.00 |
294.25 |
287.00 |
287.40 |
-0.15 |
18,438 |
66,184 |
-2,781 |
Sep11 |
110509 |
292.00 |
296.75 |
289.90 |
290.30 |
-0.10 |
3,804 |
21,995 |
+668 |
Dec11 |
110509 |
295.70 |
299.75 |
293.05 |
293.40 |
+0.10 |
2,120 |
18,428 |
-379 |
Mar12 |
110509 |
297.05 |
300.00 |
294.45 |
295.00 |
+0.20 |
363 |
4,259 |
+90 |
May12 |
110509 |
294.95 |
294.95 |
293.70 |
293.85 |
+0.70 |
42 |
2,362 |
+0 |
Total Volume and Open Interest |
24,879 |
115,415 |
-2,411 |
Orange Juice(ICE) |
May11 |
110509 |
173.45 |
173.60 |
173.45 |
173.60 |
-1.40 |
8 |
220 |
-2 |
Jul11 |
110509 |
168.00 |
168.50 |
166.25 |
167.35 |
-1.40 |
860 |
24,173 |
+117 |
Sep11 |
110509 |
163.40 |
163.65 |
163.00 |
163.10 |
-1.55 |
211 |
2,566 |
+131 |
Nov11 |
110509 |
161.00 |
161.00 |
160.60 |
160.70 |
-1.70 |
7 |
1,609 |
-2 |
Jan12 |
110509 |
160.00 |
160.00 |
159.90 |
159.90 |
-1.20 |
0 |
213 |
+0 |
Mar12 |
110509 |
159.50 |
159.50 |
159.50 |
159.50 |
-1.15 |
0 |
70 |
+0 |
Total Volume and Open Interest |
1,086 |
28,945 |
+244 |
Sugar #11(ICE) |
Jul11 |
110509 |
20.60 |
21.14 |
20.57 |
20.96 |
+0.49 |
52,907 |
277,179 |
-1,383 |
Oct11 |
110509 |
21.19 |
21.25 |
20.85 |
21.12 |
+0.31 |
30,881 |
135,462 |
-3,772 |
Mar12 |
110509 |
21.45 |
21.72 |
21.36 |
21.67 |
+0.29 |
12,990 |
72,692 |
+2,833 |
May12 |
110509 |
21.29 |
21.64 |
21.27 |
21.59 |
+0.31 |
3,033 |
23,326 |
-145 |
Jul12 |
110509 |
21.20 |
21.59 |
21.20 |
21.52 |
+0.29 |
1,948 |
17,227 |
+42 |
Total Volume and Open Interest |
104,275 |
568,602 |
-1,907 |
London Cocoa(LCE) |
May11 |
110509 |
1866 |
1899 |
1852 |
1867 |
+1 |
3,792 |
31,215 |
-1,285 |
Jul11 |
110509 |
1887 |
1936 |
1882 |
1897 |
+7 |
14,122 |
59,542 |
+1,337 |
Sep11 |
110509 |
1904 |
1947 |
1901 |
1912 |
+5 |
4,638 |
30,769 |
+1,017 |
Dec11 |
110509 |
1926 |
1972 |
1924 |
1934 |
+4 |
2,141 |
31,733 |
-77 |
Mar12 |
110509 |
1946 |
1985 |
1944 |
1955 |
+6 |
4,102 |
28,454 |
+580 |
May12 |
110509 |
1957 |
1983 |
1956 |
1970 |
+9 |
2,482 |
8,885 |
+2,047 |
Jul12 |
110509 |
1967 |
1992 |
1967 |
1981 |
+12 |
178 |
3,969 |
-11 |
Total Volume and Open Interest |
31,524 |
204,815 |
+3,581 |
London Sugar(LCE) |
Aug11 |
110509 |
582.00 |
587.50 |
579.00 |
583.70 |
+1.70 |
4,959 |
25,323 |
+1,213 |
Oct11 |
110509 |
565.20 |
566.20 |
557.70 |
563.60 |
-0.30 |
1,032 |
8,372 |
+238 |
Dec11 |
110509 |
573.20 |
574.10 |
567.50 |
572.90 |
+0.10 |
300 |
3,338 |
+91 |
Mar12 |
110509 |
571.50 |
571.50 |
564.30 |
569.40 |
-1.00 |
114 |
2,140 |
+86 |
May12 |
110509 |
564.30 |
566.50 |
562.20 |
566.50 |
+1.40 |
125 |
1,223 |
+7 |
Total Volume and Open Interest |
6,660 |
41,382 |
+1,700 |
Cotton(ICE) |
May11 |
110509 |
166.97 |
169.62 |
154.26 |
153.80 |
unch |
327 |
2,356 |
-482 |
Jul11 |
110509 |
145.10 |
148.56 |
143.21 |
145.40 |
-0.16 |
14,629 |
69,202 |
-1,290 |
Oct11 |
110509 |
133.30 |
133.94 |
132.90 |
133.28 |
-0.28 |
62 |
451 |
-8 |
Dec11 |
110509 |
123.01 |
125.00 |
121.27 |
123.78 |
+1.49 |
5,600 |
60,170 |
+283 |
Mar12 |
110509 |
116.16 |
116.99 |
115.05 |
116.77 |
+2.10 |
714 |
8,547 |
+113 |
May12 |
110509 |
110.75 |
111.15 |
110.45 |
111.15 |
+2.33 |
131 |
2,201 |
-8 |
Total Volume and Open Interest |
21,542 |
148,291 |
-1,421 |
Lumber(CME) |
May11 |
110509 |
231.4 |
231.5 |
227.3 |
227.5 |
-3.6 |
208 |
677 |
-157 |
Jul11 |
110509 |
249.8 |
251.6 |
243.6 |
243.8 |
-5.9 |
555 |
6,896 |
-84 |
Sep11 |
110509 |
266.7 |
268.6 |
264.0 |
265.2 |
-7.3 |
81 |
1,876 |
+31 |
Nov11 |
110509 |
266.9 |
266.9 |
265.0 |
266.9 |
-3.0 |
14 |
485 |
+0 |
Total Volume and Open Interest |
858 |
9,947 |
-210 |
Crude Oil(NYM) |
Jun11 |
110509 |
98.11 |
103.40 |
97.42 |
102.55 |
+5.37 |
670,082 |
331,066 |
+9,246 |
Jul11 |
110509 |
98.53 |
103.92 |
97.96 |
103.10 |
+5.33 |
144,704 |
249,389 |
+14,194 |
Aug11 |
110509 |
98.71 |
104.29 |
98.48 |
103.47 |
+5.33 |
58,603 |
80,592 |
-2,152 |
Sep11 |
110509 |
100.00 |
104.51 |
98.99 |
103.73 |
+5.31 |
49,110 |
90,191 |
+274 |
Oct11 |
110509 |
100.08 |
104.48 |
99.10 |
103.85 |
+5.29 |
18,368 |
40,747 |
+959 |
Nov11 |
110509 |
100.19 |
104.67 |
100.07 |
103.93 |
+5.28 |
11,986 |
37,917 |
+102 |
Dec11 |
110509 |
100.24 |
104.73 |
99.07 |
103.97 |
+5.25 |
93,020 |
189,672 |
+1,053 |
Jan12 |
110509 |
100.23 |
104.50 |
100.04 |
103.89 |
+5.22 |
5,490 |
37,369 |
-678 |
Feb12 |
110509 |
100.10 |
104.18 |
100.10 |
103.76 |
+5.18 |
2,568 |
18,301 |
+156 |
Mar12 |
110509 |
99.69 |
104.13 |
99.69 |
103.61 |
+5.14 |
2,736 |
30,119 |
+200 |
Apr12 |
110509 |
100.21 |
103.45 |
99.94 |
103.45 |
+5.11 |
1,917 |
15,565 |
+451 |
May12 |
110509 |
99.61 |
103.27 |
99.61 |
103.27 |
+5.07 |
1,673 |
14,694 |
-50 |
Jun12 |
110509 |
99.88 |
103.10 |
99.70 |
103.07 |
+5.01 |
11,084 |
74,788 |
+1,416 |
Jul12 |
110509 |
102.73 |
102.73 |
102.73 |
102.73 |
+4.97 |
497 |
20,598 |
-205 |
Aug12 |
110509 |
102.36 |
102.36 |
102.36 |
102.36 |
+4.92 |
730 |
13,351 |
+157 |
Sep12 |
110509 |
102.04 |
102.04 |
102.04 |
102.04 |
+4.86 |
511 |
13,228 |
+235 |
Total Volume and Open Interest |
1,131,202 |
1,653,508 |
+23,189 |
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 |
110509 |
98.775 |
103.875 |
98.025 |
103.100 |
+5.325 |
1,454 |
877 |
+16 |
Aug11 |
110509 |
98.925 |
104.000 |
98.925 |
103.475 |
+5.325 |
130 |
121 |
-3 |
Sep11 |
110509 |
99.500 |
104.000 |
99.175 |
103.725 |
+5.300 |
161 |
94 |
-49 |
Oct11 |
110509 |
100.275 |
103.850 |
100.175 |
103.850 |
+5.300 |
2 |
39 |
-1 |
Nov11 |
110509 |
102.025 |
103.925 |
102.025 |
103.925 |
+5.275 |
0 |
16 |
+0 |
Dec11 |
110509 |
100.425 |
104.300 |
100.400 |
103.975 |
+5.250 |
44 |
321 |
+0 |
Jan12 |
110509 |
100.675 |
103.900 |
100.675 |
103.900 |
+5.225 |
0 |
7 |
+0 |
Feb12 |
110509 |
103.750 |
103.750 |
103.750 |
103.750 |
+5.175 |
2 |
6 |
-2 |
Total Volume and Open Interest |
28,910 |
5,774 |
+892 |
Heating Oil(NYM) |
Jun11 |
110509 |
286.00 |
298.81 |
285.49 |
296.18 |
+11.61 |
97,060 |
107,501 |
-5,960 |
Jul11 |
110509 |
288.77 |
300.00 |
287.43 |
297.39 |
+11.45 |
30,870 |
49,284 |
+862 |
Aug11 |
110509 |
290.13 |
301.14 |
290.12 |
298.72 |
+11.36 |
18,054 |
30,214 |
-183 |
Sep11 |
110509 |
291.46 |
302.73 |
291.46 |
300.31 |
+11.23 |
13,993 |
24,578 |
+1,635 |
Oct11 |
110509 |
297.15 |
303.95 |
294.20 |
301.85 |
+11.10 |
7,114 |
10,442 |
+416 |
Nov11 |
110509 |
297.20 |
305.46 |
296.57 |
303.37 |
+10.98 |
3,246 |
11,112 |
+283 |
Dec11 |
110509 |
296.04 |
307.12 |
296.04 |
304.81 |
+10.81 |
21,910 |
32,363 |
+166 |
Jan12 |
110509 |
299.27 |
307.68 |
299.27 |
306.32 |
+10.63 |
2,145 |
12,073 |
+495 |
Feb12 |
110509 |
300.26 |
307.63 |
300.26 |
306.64 |
+10.60 |
423 |
5,000 |
+16 |
Mar12 |
110509 |
299.31 |
306.80 |
299.31 |
305.84 |
+10.59 |
262 |
3,155 |
-66 |
Apr12 |
110509 |
297.63 |
304.04 |
297.63 |
304.04 |
+10.59 |
350 |
1,478 |
+80 |
May12 |
110509 |
296.03 |
302.46 |
296.03 |
302.46 |
+10.61 |
509 |
1,400 |
+214 |
Total Volume and Open Interest |
200,539 |
311,585 |
-581 |
Gasoline(NYMEX) |
Jun11 |
110509 |
311.00 |
330.71 |
310.03 |
327.84 |
+18.83 |
89,753 |
96,492 |
-6,419 |
Jul11 |
110509 |
302.56 |
319.02 |
301.06 |
316.44 |
+16.88 |
48,507 |
54,055 |
+651 |
Aug11 |
110509 |
296.00 |
309.80 |
295.69 |
308.02 |
+15.13 |
21,394 |
28,606 |
+236 |
Sep11 |
110509 |
291.36 |
304.31 |
288.37 |
302.36 |
+14.23 |
12,031 |
29,156 |
+365 |
Oct11 |
110509 |
272.69 |
286.57 |
272.54 |
285.18 |
+13.79 |
6,412 |
22,900 |
-213 |
Nov11 |
110509 |
274.12 |
282.94 |
271.91 |
281.30 |
+13.88 |
2,163 |
8,478 |
-128 |
Dec11 |
110509 |
267.52 |
281.07 |
267.00 |
279.50 |
+13.83 |
7,133 |
27,558 |
-64 |
Jan12 |
110509 |
273.80 |
279.44 |
273.80 |
279.44 |
+13.78 |
369 |
6,389 |
+81 |
Feb12 |
110509 |
280.67 |
280.67 |
280.67 |
280.67 |
+13.78 |
89 |
2,994 |
-21 |
Mar12 |
110509 |
278.12 |
281.92 |
278.12 |
281.92 |
+13.80 |
77 |
5,000 |
+21 |
Total Volume and Open Interest |
188,664 |
298,796 |
-5,332 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110509 |
327.80 |
327.84 |
327.80 |
327.80 |
+18.80 |
0 |
2 |
+0 |
Jul11 |
110509 |
316.40 |
316.44 |
316.40 |
316.40 |
+16.80 |
0 |
1 |
+0 |
Aug11 |
110509 |
308.00 |
308.02 |
308.00 |
308.00 |
+15.10 |
0 |
1 |
+0 |
Sep11 |
110509 |
302.40 |
302.40 |
302.36 |
302.40 |
+14.30 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jun11 |
110509 |
4.250 |
4.297 |
4.149 |
4.154 |
-0.081 |
218,239 |
133,758 |
-12,122 |
Jul11 |
110509 |
4.310 |
4.358 |
4.210 |
4.216 |
-0.081 |
68,156 |
215,168 |
-2,243 |
Aug11 |
110509 |
4.376 |
4.400 |
4.257 |
4.261 |
-0.081 |
39,900 |
74,773 |
-398 |
Sep11 |
110509 |
4.398 |
4.421 |
4.279 |
4.285 |
-0.079 |
29,443 |
98,777 |
+2,806 |
Oct11 |
110509 |
4.425 |
4.455 |
4.324 |
4.331 |
-0.076 |
43,724 |
101,407 |
+3,184 |
Nov11 |
110509 |
4.589 |
4.610 |
4.492 |
4.499 |
-0.070 |
21,059 |
47,545 |
+117 |
Dec11 |
110509 |
4.820 |
4.825 |
4.715 |
4.719 |
-0.070 |
12,869 |
38,360 |
+1,343 |
Jan12 |
110509 |
4.932 |
4.939 |
4.829 |
4.837 |
-0.069 |
20,644 |
87,518 |
+1,083 |
Feb12 |
110509 |
4.917 |
4.917 |
4.817 |
4.825 |
-0.068 |
2,249 |
17,374 |
-89 |
Mar12 |
110509 |
4.850 |
4.864 |
4.754 |
4.765 |
-0.066 |
6,991 |
37,264 |
-322 |
Apr12 |
110509 |
4.709 |
4.734 |
4.626 |
4.637 |
-0.064 |
7,846 |
35,906 |
+609 |
May12 |
110509 |
4.719 |
4.719 |
4.658 |
4.659 |
-0.062 |
1,635 |
10,568 |
+233 |
Jun12 |
110509 |
4.750 |
4.750 |
4.699 |
4.699 |
-0.060 |
687 |
6,922 |
+73 |
Jul12 |
110509 |
4.821 |
4.821 |
4.741 |
4.744 |
-0.060 |
219 |
5,579 |
+52 |
Aug12 |
110509 |
4.847 |
4.847 |
4.770 |
4.770 |
-0.060 |
286 |
5,952 |
-26 |
Sep12 |
110509 |
4.790 |
4.817 |
4.779 |
4.779 |
-0.061 |
174 |
5,308 |
+5 |
Total Volume and Open Interest |
476,447 |
998,631 |
-6,170 |
Brent Crude Oil(ICE) |
Jun11 |
110509 |
110.20 |
116.52 |
109.05 |
115.90 |
+6.77 |
403,812 |
165,212 |
-11,750 |
Jul11 |
110509 |
109.99 |
115.97 |
108.82 |
115.36 |
+6.51 |
169,113 |
168,668 |
+9,158 |
Aug11 |
110509 |
109.68 |
115.53 |
108.71 |
114.93 |
+6.35 |
70,123 |
92,448 |
+8,615 |
Sep11 |
110509 |
109.28 |
115.03 |
108.96 |
114.45 |
+6.24 |
30,376 |
50,347 |
+2,499 |
Oct11 |
110509 |
108.86 |
114.57 |
108.56 |
113.98 |
+6.14 |
17,733 |
40,656 |
+2,761 |
Nov11 |
110509 |
108.40 |
114.04 |
108.24 |
113.57 |
+6.06 |
12,167 |
20,267 |
+866 |
Dec11 |
110509 |
108.15 |
113.76 |
107.62 |
113.16 |
+6.01 |
63,059 |
100,967 |
+1,092 |
Jan12 |
110509 |
107.57 |
113.27 |
107.57 |
112.80 |
+5.96 |
4,120 |
18,940 |
+331 |
Feb12 |
110509 |
109.09 |
112.88 |
109.09 |
112.46 |
+5.91 |
3,284 |
16,642 |
+584 |
Mar12 |
110509 |
108.00 |
112.10 |
108.00 |
112.10 |
+5.86 |
4,479 |
30,349 |
-254 |
Apr12 |
110509 |
111.50 |
111.72 |
111.50 |
111.72 |
+5.81 |
2,055 |
7,107 |
+385 |
May12 |
110509 |
111.36 |
111.36 |
111.36 |
111.36 |
+5.79 |
1,582 |
5,991 |
+123 |
Jun12 |
110509 |
107.45 |
111.12 |
107.18 |
110.99 |
+5.77 |
6,342 |
35,080 |
+387 |
Jul12 |
110509 |
110.58 |
110.58 |
110.58 |
110.58 |
+5.73 |
563 |
2,550 |
+242 |
Total Volume and Open Interest |
817,364 |
878,148 |
+17,771 |
Gas Oil(ICE) |
May11 |
110509 |
908.00 |
941.50 |
901.75 |
919.75 |
-8.75 |
67,764 |
64,982 |
-4,717 |
Jun11 |
110509 |
910.75 |
945.00 |
904.25 |
923.25 |
-8.75 |
168,497 |
134,987 |
-2,198 |
Jul11 |
110509 |
917.75 |
948.00 |
916.25 |
926.50 |
-9.00 |
51,047 |
67,125 |
+207 |
Aug11 |
110509 |
911.00 |
951.25 |
911.00 |
929.75 |
-9.25 |
22,544 |
37,632 |
+2,605 |
Sep11 |
110509 |
924.00 |
954.00 |
923.00 |
932.50 |
-9.50 |
17,885 |
48,893 |
-1,242 |
Oct11 |
110509 |
918.25 |
949.50 |
918.25 |
934.75 |
-9.50 |
6,859 |
34,088 |
+518 |
Nov11 |
110509 |
919.75 |
950.50 |
919.75 |
935.50 |
-9.75 |
3,156 |
22,489 |
+267 |
Dec11 |
110509 |
921.25 |
958.25 |
921.25 |
936.75 |
-9.75 |
32,455 |
59,381 |
-1,272 |
Jan12 |
110509 |
932.00 |
946.00 |
931.25 |
939.25 |
-9.50 |
2,464 |
25,539 |
-973 |
Feb12 |
110509 |
941.50 |
946.25 |
932.50 |
939.25 |
-9.50 |
1,226 |
6,277 |
+86 |
Total Volume and Open Interest |
383,456 |
590,239 |
-6,550 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110509 |
2.544 |
2.563 |
2.525 |
2.560 |
+0.038 |
172 |
1,357 |
-19 |
Jul11 |
110509 |
2.535 |
2.570 |
2.531 |
2.559 |
+0.045 |
189 |
1,282 |
+66 |
Aug11 |
110509 |
2.535 |
2.560 |
2.535 |
2.559 |
+0.044 |
155 |
964 |
+54 |
Sep11 |
110509 |
2.515 |
2.534 |
2.511 |
2.532 |
+0.041 |
107 |
1,014 |
+26 |
Oct11 |
110509 |
2.445 |
2.450 |
2.442 |
2.446 |
+0.046 |
107 |
942 |
-1 |
Nov11 |
110509 |
2.370 |
2.376 |
2.356 |
2.375 |
+0.042 |
136 |
647 |
-6 |
Dec11 |
110509 |
2.367 |
2.375 |
2.358 |
2.369 |
+0.034 |
152 |
953 |
-16 |
Total Volume and Open Interest |
1,172 |
7,876 |
+136 |
WTI Crude Oil(ICE |
Jun11 |
110509 |
97.99 |
103.40 |
97.50 |
102.55 |
+5.37 |
182,082 |
89,523 |
-3,228 |
Jul11 |
110509 |
98.90 |
103.92 |
98.17 |
103.10 |
+5.33 |
54,126 |
78,595 |
+1,390 |
Aug11 |
110509 |
99.26 |
104.22 |
98.51 |
103.47 |
+5.33 |
25,471 |
30,434 |
+376 |
Sep11 |
110509 |
99.52 |
104.13 |
99.12 |
103.73 |
+5.31 |
18,781 |
36,664 |
+1,798 |
Oct11 |
110509 |
99.67 |
104.22 |
99.67 |
103.85 |
+5.29 |
8,351 |
20,883 |
+374 |
Nov11 |
110509 |
99.77 |
104.29 |
99.77 |
103.93 |
+5.28 |
5,733 |
16,464 |
-451 |
Dec11 |
110509 |
99.87 |
104.56 |
99.41 |
103.97 |
+5.25 |
35,571 |
88,021 |
-1,380 |
Jan12 |
110509 |
101.60 |
103.89 |
100.53 |
103.89 |
+5.22 |
2,302 |
11,992 |
-237 |
Feb12 |
110509 |
101.08 |
103.76 |
100.37 |
103.76 |
+5.18 |
759 |
3,709 |
+184 |
Mar12 |
110509 |
103.61 |
103.61 |
103.61 |
103.61 |
+5.14 |
893 |
11,125 |
+30 |
Apr12 |
110509 |
103.45 |
103.45 |
103.45 |
103.45 |
+5.11 |
236 |
3,630 |
+11 |
May12 |
110509 |
103.27 |
103.27 |
103.27 |
103.27 |
+5.07 |
161 |
2,198 |
-5 |
Jun12 |
110509 |
100.24 |
103.07 |
99.37 |
103.07 |
+5.01 |
3,062 |
26,039 |
+35 |
Jul12 |
110509 |
102.73 |
102.73 |
102.73 |
102.73 |
+4.97 |
10 |
1,555 |
+5 |
Aug12 |
110509 |
102.36 |
102.36 |
102.36 |
102.36 |
+4.92 |
18 |
946 |
+18 |
Sep12 |
110509 |
102.04 |
102.04 |
102.04 |
102.04 |
+4.86 |
26 |
4,187 |
+26 |
Total Volume and Open Interest |
354,459 |
525,032 |
-2,122 |
US Dollar Index(ICE) |
Jun11 |
110509 |
75.025 |
75.360 |
74.605 |
74.900 |
-0.180 |
60,862 |
57,051 |
+1,288 |
Sep11 |
110509 |
75.640 |
75.830 |
75.135 |
75.385 |
-0.165 |
155 |
727 |
+86 |
Dec11 |
110509 |
75.870 |
75.870 |
75.870 |
75.870 |
-0.165 |
0 |
2 |
+0 |
Total Volume and Open Interest |
61,018 |
57,781 |
+1,374 |
Australian Dollar(CME) |
Jun11 |
110509 |
106.62 |
107.65 |
106.33 |
107.19 |
+0.96 |
164,778 |
134,875 |
-5,616 |
Sep11 |
110509 |
105.25 |
106.31 |
104.87 |
105.82 |
+0.95 |
275 |
958 |
-19 |
Dec11 |
110509 |
104.54 |
104.54 |
103.58 |
104.54 |
+0.96 |
0 |
84 |
+0 |
Total Volume and Open Interest |
165,053 |
135,918 |
-5,635 |
British Pound(CME) |
Jun11 |
110509 |
163.69 |
164.00 |
162.62 |
163.82 |
+0.24 |
151,468 |
115,021 |
-8,552 |
Sep11 |
110509 |
163.42 |
163.76 |
162.49 |
163.60 |
+0.26 |
320 |
792 |
+150 |
Dec11 |
110509 |
163.35 |
163.35 |
163.09 |
163.35 |
+0.26 |
5 |
37 |
-1 |
Total Volume and Open Interest |
151,793 |
115,855 |
-8,403 |
Canadian Dollar(CME) |
Jun11 |
110509 |
103.37 |
104.02 |
103.04 |
103.60 |
+0.52 |
138,987 |
121,680 |
-12,458 |
Sep11 |
110509 |
103.25 |
103.75 |
102.80 |
103.34 |
+0.52 |
643 |
3,721 |
+243 |
Dec11 |
110509 |
103.36 |
103.36 |
102.53 |
103.06 |
+0.53 |
231 |
2,643 |
+115 |
Mar12 |
110509 |
102.31 |
102.83 |
102.21 |
102.75 |
+0.54 |
23 |
285 |
+3 |
Total Volume and Open Interest |
139,922 |
128,516 |
-12,071 |
Japanese Yen(CME) |
Jun11 |
110509 |
124.05 |
124.75 |
123.72 |
124.50 |
+0.21 |
161,688 |
102,120 |
+1,111 |
Sep11 |
110509 |
123.85 |
124.78 |
123.85 |
124.57 |
+0.21 |
1,027 |
2,239 |
+346 |
Dec11 |
110509 |
124.60 |
124.68 |
124.46 |
124.68 |
+0.22 |
17 |
220 |
+9 |
Total Volume and Open Interest |
162,732 |
104,586 |
+1,466 |
Swiss Franc(CME) |
Jun11 |
110509 |
114.06 |
114.84 |
113.81 |
114.62 |
+0.80 |
58,323 |
73,587 |
-461 |
Sep11 |
110509 |
114.05 |
114.67 |
113.86 |
114.67 |
+0.81 |
161 |
202 |
-25 |
Dec11 |
110509 |
114.70 |
114.70 |
113.89 |
114.70 |
+0.81 |
1 |
26 |
-1 |
Total Volume and Open Interest |
58,485 |
73,817 |
-487 |
EuroFX(CME) |
Jun11 |
110509 |
143.51 |
144.30 |
142.42 |
143.24 |
+0.01 |
509,966 |
256,728 |
-6,413 |
Sep11 |
110509 |
143.12 |
143.77 |
142.00 |
142.81 |
+0.03 |
2,025 |
3,946 |
+175 |
Dec11 |
110509 |
142.29 |
142.75 |
142.00 |
142.34 |
+0.05 |
15 |
107 |
+3 |
Total Volume and Open Interest |
512,012 |
261,163 |
-6,231 |
Mexican Peso(CME) |
May11 |
110509 |
858.5 |
858.5 |
857.2 |
858.5 |
+1.2 |
|
|
|
Jun11 |
110509 |
855.2 |
859.8 |
854.0 |
856.5 |
+1.2 |
54,672 |
162,237 |
-2,934 |
Total Volume and Open Interest |
54,684 |
162,465 |
-2,934 |
30-Year T-Bonds(CBOT) |
Jun11 |
110509 |
124~020 |
124~150 |
124~020 |
124~140 |
+0~040 |
|
|
|
Sep11 |
110509 |
122~290 |
123~060 |
122~210 |
123~040 |
+0~040 |
2,936 |
5,702 |
+644 |
Dec11 |
110509 |
121~210 |
121~210 |
121~170 |
121~210 |
+0~040 |
77 |
2 |
-28 |
Total Volume and Open Interest |
364,781 |
628,405 |
+9,909 |
10-Year T-Notes(CBOT) |
Jun11 |
110509 |
122~055 |
122~170 |
122~005 |
122~150 |
+0~060 |
1,288,067 |
1,698,509 |
+17,710 |
Sep11 |
110509 |
120~240 |
121~035 |
120~210 |
121~020 |
+0~060 |
5,989 |
16,183 |
+36 |
Dec11 |
110509 |
120~020 |
120~020 |
119~280 |
120~020 |
+0~060 |
1 |
5 |
+1 |
Total Volume and Open Interest |
1,294,057 |
1,714,697 |
+17,747 |
5-Year T-Notes(CBOT) |
Jun11 |
110509 |
118~126 |
119~024 |
118~126 |
119~024 |
+0~019 |
801,286 |
1,434,875 |
-8,301 |
Sep11 |
110509 |
117~116 |
118~002 |
117~110 |
118~000 |
+0~018 |
4,458 |
16,155 |
+3,201 |
Dec11 |
110509 |
117~024 |
117~024 |
117~006 |
117~024 |
+0~018 |
|
|
|
Total Volume and Open Interest |
805,744 |
1,451,030 |
-5,100 |
2 Year T-Notes(CBOT) |
Jun11 |
110509 |
109~088 |
109~095 |
109~082 |
109~093 |
+0~004 |
220,750 |
1,032,250 |
-6,837 |
Sep11 |
110509 |
109~037 |
109~038 |
109~033 |
109~037 |
+0~004 |
677 |
16,270 |
+259 |
Dec11 |
110509 |
108~103 |
108~103 |
108~099 |
108~103 |
+0~004 |
0 |
20 |
+0 |
Total Volume and Open Interest |
221,427 |
1,048,540 |
-6,578 |
Eurodollars(CME) |
Jun11 |
110509 |
99.715 |
99.725 |
99.715 |
99.720 |
+0.005 |
160,918 |
1,009,488 |
-4,453 |
Sep11 |
110509 |
99.665 |
99.680 |
99.660 |
99.670 |
+0.010 |
236,788 |
1,469,973 |
-15,693 |
Dec11 |
110509 |
99.575 |
99.600 |
99.570 |
99.590 |
+0.015 |
299,095 |
1,674,813 |
+3 |
Mar12 |
110509 |
99.440 |
99.465 |
99.420 |
99.455 |
+0.020 |
346,562 |
1,574,876 |
+25,794 |
Jun12 |
110509 |
99.200 |
99.245 |
99.180 |
99.235 |
+0.030 |
458,466 |
1,322,783 |
+13,795 |
Sep12 |
110509 |
98.915 |
98.960 |
98.885 |
98.950 |
+0.035 |
382,470 |
705,846 |
-7,764 |
Dec12 |
110509 |
98.615 |
98.660 |
98.580 |
98.650 |
+0.040 |
309,791 |
540,953 |
-5,405 |
Mar13 |
110509 |
98.350 |
98.390 |
98.310 |
98.380 |
+0.035 |
261,337 |
379,662 |
+3,833 |
Jun13 |
110509 |
98.090 |
98.130 |
98.050 |
98.120 |
+0.035 |
196,987 |
279,109 |
-6,597 |
Sep13 |
110509 |
97.840 |
97.875 |
97.800 |
97.865 |
+0.030 |
144,466 |
238,375 |
-17,239 |
Dec13 |
110509 |
97.585 |
97.620 |
97.545 |
97.610 |
+0.030 |
104,018 |
191,941 |
+457 |
Mar14 |
110509 |
97.360 |
97.400 |
97.325 |
97.390 |
+0.035 |
85,894 |
183,416 |
-2,351 |
Jun14 |
110509 |
97.135 |
97.185 |
97.105 |
97.170 |
+0.035 |
25,771 |
101,552 |
-2,891 |
Sep14 |
110509 |
96.920 |
96.970 |
96.890 |
96.960 |
+0.040 |
15,487 |
62,350 |
-170 |
Dec14 |
110509 |
96.705 |
96.760 |
96.670 |
96.745 |
+0.045 |
13,963 |
72,876 |
+943 |
Mar15 |
110509 |
96.515 |
96.570 |
96.480 |
96.560 |
+0.050 |
14,246 |
52,091 |
+729 |
Jun15 |
110509 |
4.570 |
4.630 |
4.540 |
4.620 |
+0.050 |
10,238 |
39,409 |
+196 |
Sep15 |
110509 |
4.395 |
4.460 |
4.375 |
4.450 |
+0.050 |
8,340 |
35,846 |
-238 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110509 |
99.905 |
99.908 |
99.905 |
99.905 |
unch |
8,156 |
83,174 |
+987 |
Jun11 |
110509 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
4,849 |
61,429 |
+1,420 |
Jul11 |
110509 |
99.890 |
99.895 |
99.890 |
99.890 |
unch |
11,402 |
52,771 |
+3,999 |
Aug11 |
110509 |
99.875 |
99.880 |
99.870 |
99.875 |
+0.005 |
10,624 |
52,136 |
+4,887 |
Sep11 |
110509 |
99.865 |
99.875 |
99.860 |
99.870 |
+0.005 |
6,840 |
36,093 |
+703 |
Oct11 |
110509 |
99.850 |
99.865 |
99.850 |
99.860 |
+0.010 |
4,289 |
47,866 |
-364 |
Total Volume and Open Interest |
74,524 |
662,492 |
+11,275 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110509 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
750 |
+0 |
Sep11 |
110509 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Dec11 |
110509 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
0 |
75 |
+0 |
Mar12 |
110509 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Jun12 |
110509 |
99.690 |
99.690 |
99.690 |
99.690 |
-0.005 |
|
|
|
Sep12 |
110509 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
|
|
|
Dec12 |
110509 |
99.580 |
99.580 |
99.580 |
99.580 |
-0.005 |
|
|
|
Mar13 |
110509 |
99.580 |
99.580 |
99.580 |
99.580 |
-0.005 |
|
|
|
Jun13 |
110509 |
99.535 |
99.535 |
99.535 |
99.535 |
-0.005 |
|
|
|
Sep13 |
110509 |
99.395 |
99.395 |
99.395 |
99.395 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110509 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
5,401 |
+0 |
Sep11 |
110509 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,533 |
+0 |
Dec11 |
110509 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,944 |
+0 |
Mar12 |
110509 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
3,672 |
+0 |
Jun12 |
110509 |
99.69 |
99.69 |
99.69 |
99.69 |
0.00 |
0 |
1,254 |
+0 |
Sep12 |
110509 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
411 |
+0 |
Dec12 |
110509 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
0 |
24 |
+0 |
Mar13 |
110509 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
14,754 |
+514 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110506 |
140.70 |
140.84 |
140.54 |
140.80 |
+0.73 |
2,269 |
0 |
-14,114 |
Sep11 |
110509 |
140.35 |
140.35 |
140.35 |
140.35 |
-0.16 |
0 |
19 |
+18 |
Dec11 |
110509 |
138.26 |
138.26 |
138.26 |
138.26 |
-0.16 |
|
|
|
Total Volume and Open Interest |
3,806 |
18,494 |
+2,121 |
Euro-Bund(EUREX) |
Jun11 |
110509 |
123.68 |
124.44 |
123.55 |
124.28 |
+0.84 |
1,304,304 |
929,835 |
+15,581 |
Sep11 |
110509 |
123.37 |
124.16 |
123.28 |
124.01 |
+0.87 |
1,544 |
15,576 |
+248 |
Dec11 |
110509 |
123.18 |
123.18 |
123.18 |
123.18 |
+0.84 |
|
|
|
Total Volume and Open Interest |
1,305,848 |
945,411 |
+15,829 |
Euro-Bobl(EUREX) |
Jun11 |
110506 |
115.41 |
115.82 |
115.22 |
115.71 |
+0.23 |
725,341 |
811,181 |
+16,712 |
Sep11 |
110509 |
114.98 |
115.34 |
114.98 |
115.32 |
+0.54 |
6,143 |
30,970 |
+2,224 |
Dec11 |
110509 |
115.49 |
115.49 |
115.49 |
115.49 |
+0.51 |
|
|
|
Total Volume and Open Interest |
820,561 |
826,429 |
-13,498 |
3-Mth Euribor(EUREX) |
Jun11 |
110509 |
98.475 |
98.485 |
98.475 |
98.485 |
+0.005 |
1,028 |
5,809 |
-498 |
Sep11 |
110509 |
98.190 |
98.220 |
98.190 |
98.215 |
+0.025 |
10 |
2,348 |
+6 |
Dec11 |
110509 |
97.965 |
98.020 |
97.965 |
98.015 |
+0.045 |
25 |
1,132 |
-14 |
Total Volume and Open Interest |
1,088 |
11,648 |
-499 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110509 |
119~14 |
119~14 |
119~14 |
119~14 |
+0~12 |
13 |
13 |
+3 |
Total Volume and Open Interest |
130,252 |
396,905 |
-11,125 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110509 |
99.16 |
99.18 |
99.16 |
99.17 |
unch |
48,440 |
474,536 |
-2,665 |
Sep11 |
110509 |
99.06 |
99.09 |
99.06 |
99.07 |
unch |
60,926 |
452,221 |
-13,875 |
Dec11 |
110509 |
98.91 |
98.94 |
98.90 |
98.91 |
unch |
56,346 |
438,589 |
-32,660 |
Mar12 |
110509 |
98.75 |
98.79 |
98.74 |
98.75 |
+0.01 |
70,831 |
391,607 |
-8,130 |
Jun12 |
110509 |
98.54 |
98.60 |
98.54 |
98.56 |
+0.03 |
113,885 |
371,346 |
+16,828 |
Sep12 |
110509 |
98.33 |
98.39 |
98.32 |
98.35 |
+0.04 |
56,912 |
225,257 |
+607 |
Total Volume and Open Interest |
509,123 |
2,814,182 |
-50,619 |
3-Mth Euribor(LIFFE) |
Jun11 |
110509 |
98.470 |
98.495 |
98.470 |
98.485 |
+0.005 |
529,782 |
1,063,116 |
+241,360 |
Sep11 |
110509 |
98.200 |
98.230 |
98.185 |
98.215 |
+0.025 |
492,316 |
967,785 |
+186,186 |
Dec11 |
110509 |
97.985 |
98.035 |
97.960 |
98.015 |
+0.045 |
422,889 |
861,441 |
+83,732 |
Total Volume and Open Interest |
2,498,761 |
5,093,340 |
+762,767 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110509 |
94.91 |
94.92 |
94.87 |
94.91 |
unch |
46,750 |
185,223 |
+18,580 |
Sep11 |
110509 |
94.80 |
94.83 |
94.77 |
94.80 |
unch |
89,421 |
238,791 |
+18,143 |
Dec11 |
110509 |
94.72 |
94.76 |
94.67 |
94.70 |
-0.02 |
52,349 |
154,200 |
+8,890 |
Mar12 |
110509 |
94.66 |
94.69 |
94.61 |
94.63 |
-0.03 |
19,550 |
84,053 |
+4,312 |
Jun12 |
110509 |
94.61 |
94.63 |
94.56 |
94.59 |
-0.01 |
4,751 |
48,896 |
+486 |
Sep12 |
110509 |
94.58 |
94.58 |
94.52 |
94.55 |
-0.01 |
6,701 |
50,534 |
+1,083 |
Dec12 |
110509 |
94.53 |
94.54 |
94.47 |
94.50 |
-0.02 |
3,760 |
23,760 |
-110 |
Mar13 |
110509 |
94.48 |
94.50 |
94.44 |
94.46 |
-0.01 |
2,320 |
16,392 |
+553 |
Jun13 |
110509 |
94.43 |
94.47 |
94.39 |
94.42 |
-0.01 |
206 |
1,370 |
+101 |
Sep13 |
110509 |
94.37 |
94.40 |
94.35 |
94.36 |
-0.02 |
51 |
971 |
+6 |
Total Volume and Open Interest |
225,859 |
805,044 |
+52,044 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110509 |
94.56 |
94.61 |
94.54 |
94.58 |
+0.01 |
76,111 |
415,679 |
+27,532 |
Sep11 |
110509 |
94.58 |
94.58 |
94.58 |
94.58 |
+0.01 |
|
|
|
Total Volume and Open Interest |
76,111 |
415,679 |
+27,532 |
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 |
110509 |
94.82 |
94.82 |
94.82 |
94.82 |
-0.03 |
|
|
|
Total Volume and Open Interest |
309,078 |
720,451 |
+125,316 |
Gold(CMX) |
Jun11 |
110509 |
1496.6 |
1513.9 |
1489.0 |
1503.2 |
+11.6 |
334,047 |
320,462 |
-8,711 |
Aug11 |
110509 |
1495.5 |
1515.2 |
1492.2 |
1504.5 |
+11.6 |
16,564 |
79,291 |
+2,102 |
Oct11 |
110509 |
1501.5 |
1514.7 |
1501.5 |
1505.8 |
+11.7 |
374 |
6,325 |
-9 |
Dec11 |
110509 |
1498.1 |
1517.8 |
1494.0 |
1507.0 |
+11.9 |
9,095 |
42,373 |
+2,769 |
Feb12 |
110509 |
1496.0 |
1517.0 |
1496.0 |
1508.2 |
+12.0 |
555 |
6,986 |
+44 |
Apr12 |
110509 |
1510.0 |
1510.0 |
1509.6 |
1509.6 |
+11.9 |
314 |
5,269 |
-103 |
Jun12 |
110509 |
1511.0 |
1522.0 |
1511.0 |
1511.0 |
+11.8 |
91 |
8,865 |
+11 |
Aug12 |
110509 |
1513.2 |
1513.2 |
1513.1 |
1513.2 |
+12.0 |
31 |
3,098 |
+29 |
Oct12 |
110509 |
1515.6 |
1515.6 |
1515.6 |
1515.6 |
+11.9 |
1 |
3,271 |
-1 |
Dec12 |
110509 |
1509.3 |
1525.6 |
1509.3 |
1518.8 |
+11.9 |
67 |
12,083 |
-5 |
Feb13 |
110509 |
1522.2 |
1522.2 |
1522.2 |
1522.2 |
+11.7 |
0 |
108 |
+0 |
Total Volume and Open Interest |
362,675 |
517,148 |
-3,248 |
Silver(CMX) |
May11 |
110509 |
3554.0 |
3793.0 |
3554.0 |
3711.0 |
+182.7 |
963 |
627 |
-73 |
Jul11 |
110509 |
3569.0 |
3797.5 |
3519.0 |
3711.6 |
+182.9 |
195,073 |
77,140 |
+2,051 |
Sep11 |
110509 |
3594.5 |
3794.5 |
3548.5 |
3712.5 |
+183.1 |
8,598 |
10,393 |
-567 |
Dec11 |
110509 |
3568.5 |
3795.0 |
3540.0 |
3711.8 |
+183.5 |
10,508 |
22,670 |
+1,364 |
Mar12 |
110509 |
3590.0 |
3747.5 |
3574.5 |
3706.3 |
+184.0 |
534 |
2,770 |
+169 |
May12 |
110509 |
3700.0 |
3702.0 |
3700.0 |
3702.0 |
+184.5 |
286 |
1,003 |
+147 |
Jul12 |
110509 |
3553.5 |
3697.8 |
3553.5 |
3697.8 |
+185.1 |
48 |
1,741 |
-9 |
Total Volume and Open Interest |
227,180 |
134,804 |
+4,279 |
Platinum(NYMEX) |
Jul11 |
110509 |
1781.6 |
1803.2 |
1781.6 |
1795.1 |
+8.7 |
10,045 |
35,898 |
-2,135 |
Oct11 |
110509 |
1805.1 |
1805.1 |
1795.0 |
1798.5 |
+8.7 |
164 |
1,702 |
+129 |
Jan12 |
110509 |
1807.8 |
1807.8 |
1800.5 |
1800.5 |
+8.7 |
7 |
50 |
-2 |
Apr12 |
110509 |
1802.5 |
1802.5 |
1802.5 |
1802.5 |
+8.7 |
0 |
24 |
+0 |
Total Volume and Open Interest |
10,217 |
37,689 |
-2,008 |
Palladium(NYMEX) |
Jun11 |
110509 |
716.25 |
735.00 |
715.35 |
729.00 |
+12.70 |
11,862 |
18,692 |
-342 |
Sep11 |
110509 |
721.55 |
736.00 |
721.55 |
730.60 |
+12.70 |
91 |
1,987 |
+29 |
Dec11 |
110509 |
720.00 |
731.60 |
720.00 |
731.60 |
+12.70 |
11 |
353 |
+2 |
Total Volume and Open Interest |
11,965 |
21,035 |
-312 |
Copper(CMX) |
May11 |
110509 |
402.00 |
404.60 |
399.65 |
400.40 |
+4.05 |
705 |
2,968 |
-570 |
Jul11 |
110509 |
398.50 |
407.05 |
397.50 |
401.65 |
+4.10 |
50,795 |
78,554 |
-1,950 |
Sep11 |
110509 |
400.15 |
407.60 |
400.15 |
403.40 |
+4.15 |
1,794 |
24,635 |
+205 |
Dec11 |
110509 |
406.95 |
409.50 |
403.25 |
405.20 |
+4.20 |
1,433 |
8,830 |
+327 |
Mar12 |
110509 |
408.90 |
410.25 |
406.20 |
406.35 |
+4.15 |
438 |
2,753 |
+106 |
Total Volume and Open Interest |
56,097 |
124,522 |
-1,736 |
DJIA Index(CBOT) |
Jun11 |
110509 |
12637 |
12668 |
12578 |
12631 |
+62 |
642 |
23,587 |
+596 |
Sep11 |
110509 |
12562 |
12562 |
12501 |
12562 |
+61 |
0 |
14 |
+0 |
Dec11 |
110509 |
12491 |
12491 |
12430 |
12491 |
+61 |
0 |
1 |
+0 |
Mar12 |
110509 |
12431 |
12431 |
12370 |
12431 |
+61 |
|
|
|
Total Volume and Open Interest |
642 |
23,602 |
+596 |
S & P 500(CME) |
Jun11 |
110509 |
1337.00 |
1346.50 |
1334.40 |
1342.70 |
+8.10 |
21,293 |
310,919 |
-1,083 |
Sep11 |
110509 |
1337.30 |
1340.30 |
1337.30 |
1337.30 |
+8.00 |
195 |
6,470 |
+233 |
Dec11 |
110509 |
1331.80 |
1334.80 |
1331.80 |
1331.80 |
+8.00 |
0 |
3,989 |
+23 |
Mar12 |
110509 |
1326.80 |
1329.80 |
1326.80 |
1326.80 |
+8.00 |
|
|
|
Total Volume and Open Interest |
21,488 |
321,383 |
-827 |
S & P 500 E-Mini(Globex) |
Jun11 |
110509 |
1342.50 |
1344.00 |
1342.25 |
1343.75 |
+9.25 |
|
|
|
Sep11 |
110509 |
1335.00 |
1340.75 |
1330.00 |
1337.25 |
+8.00 |
2,911 |
21,441 |
+1,379 |
Total Volume and Open Interest |
2,918,378 |
2,783,605 |
-29,857 |
NASDAQ 100(CME) |
Jun11 |
110509 |
2384.30 |
2399.00 |
2375.00 |
2386.50 |
+13.00 |
1,659 |
24,443 |
+44 |
Sep11 |
110509 |
2382.80 |
2384.00 |
2382.80 |
2382.80 |
+13.30 |
0 |
52 |
+0 |
Dec11 |
110509 |
2379.30 |
2379.30 |
2379.00 |
2379.30 |
+13.30 |
|
|
|
Total Volume and Open Interest |
1,659 |
24,495 |
+44 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110509 |
2378.00 |
2398.00 |
2374.00 |
2386.50 |
+13.00 |
393,338 |
404,477 |
-4,104 |
Sep11 |
110509 |
2377.30 |
2392.30 |
2373.00 |
2382.80 |
+13.30 |
150 |
1,200 |
-3 |
Total Volume and Open Interest |
393,488 |
405,684 |
-4,107 |
S & P Midcap 400(CME) |
Jun11 |
110509 |
997.00 |
998.00 |
997.00 |
997.00 |
+12.60 |
2 |
1,990 |
+1 |
Sep11 |
110509 |
994.80 |
995.20 |
994.80 |
994.80 |
+12.60 |
|
|
|
Dec11 |
110509 |
993.20 |
993.60 |
993.20 |
993.20 |
+12.60 |
|
|
|
Total Volume and Open Interest |
2 |
1,990 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110509 |
9800 |
9800 |
9800 |
9800 |
unch |
|
|
|
Sep11 |
110509 |
9840 |
9840 |
9830 |
9830 |
unch |
14 |
19 |
+4 |
Total Volume and Open Interest |
12,121 |
55,003 |
-831 |
Nikkei 225(SGX) |
Jun11 |
110509 |
9830 |
9925 |
9780 |
9815 |
-35 |
59,508 |
225,457 |
-6,941 |
Sep11 |
110509 |
9830 |
9835 |
9815 |
9815 |
-35 |
5 |
1,401 |
+0 |
Dec11 |
110509 |
9760 |
9760 |
9760 |
9760 |
-35 |
0 |
6,259 |
+0 |
Total Volume and Open Interest |
59,770 |
245,566 |
-415 |
CAC 40(EURONEXT) |
May11 |
110509 |
3993.0 |
4021.5 |
3953.5 |
3969.5 |
-53.0 |
155,226 |
307,391 |
-8,748 |
Jun11 |
110509 |
3950.0 |
3977.5 |
3914.5 |
3927.0 |
-53.0 |
7,317 |
50,241 |
+1,991 |
Jul11 |
110509 |
3922.5 |
3922.5 |
3922.5 |
3922.5 |
-55.5 |
|
|
|
Total Volume and Open Interest |
162,543 |
357,633 |
-6,757 |
Hang Seng Index(HKFE) |
May11 |
110509 |
23056 |
23235 |
23031 |
23161 |
+191 |
63,616 |
86,922 |
-3,223 |
Jun11 |
110509 |
22929 |
23080 |
22888 |
23019 |
+202 |
1,152 |
8,049 |
+624 |
Total Volume and Open Interest |
64,969 |
96,359 |
-2,547 |
DAX(EUREX) |
Jun11 |
110509 |
7452.5 |
7502.0 |
7390.5 |
7426.5 |
-78.0 |
170,820 |
174,873 |
-1,306 |
Sep11 |
110509 |
7490.5 |
7527.0 |
7428.0 |
7452.0 |
-77.5 |
577 |
6,132 |
+94 |
Dec11 |
110509 |
7527.0 |
7539.0 |
7475.0 |
7484.5 |
-78.5 |
205 |
993 |
+83 |
Total Volume and Open Interest |
171,602 |
181,998 |
-1,129 |
FT-SE 100(EURONEXT) |
Jun11 |
110509 |
5916.00 |
5968.50 |
5893.50 |
5914.50 |
-37.00 |
115,113 |
683,882 |
-11,438 |
Sep11 |
110509 |
5893.50 |
5893.50 |
5875.50 |
5878.50 |
-36.50 |
28 |
630 |
+1 |
Dec11 |
110509 |
5856.00 |
5856.50 |
5856.00 |
5856.50 |
-37.00 |
3 |
175 |
+0 |
Total Volume and Open Interest |
115,154 |
684,697 |
-11,427 |
SPI 200(SFE) |
Jun11 |
110509 |
4746.0 |
4797.0 |
4736.0 |
4764.0 |
+21.0 |
45,838 |
192,858 |
+11,614 |
Sep11 |
110509 |
4753.0 |
4780.0 |
4748.0 |
4753.0 |
+22.0 |
16 |
3,689 |
-3 |
Dec11 |
110509 |
4774.0 |
4774.0 |
4774.0 |
4774.0 |
+21.0 |
0 |
2,577 |
+0 |
Total Volume and Open Interest |
45,856 |
200,922 |
+11,557 |
GSCI(CME) |
May11 |
110509 |
29.64 |
47.79 |
27.89 |
44.14 |
+28.50 |
663 |
11,750 |
-93 |
Jun11 |
110509 |
30.49 |
48.29 |
16.79 |
44.74 |
+27.90 |
8 |
43 |
+6 |
Jul11 |
110509 |
43.14 |
47.14 |
15.59 |
43.14 |
+27.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
673 |
11,793 |
-87 |
Reuters CCI(ICE) |
Jun11 |
110509 |
345.30 |
345.30 |
345.30 |
345.30 |
+7.00 |
|
|
|
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. |
|
|