|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue May 10, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110510 |
1335.25 |
1352.25 |
1335.25 |
1340.00 |
+5.00 |
2,705 |
2,089 |
-1,288 |
Jul11 |
110510 |
1335.00 |
1353.00 |
1332.00 |
1338.00 |
+3.00 |
103,851 |
262,381 |
-305 |
Aug11 |
110510 |
1334.25 |
1351.50 |
1333.25 |
1337.00 |
+2.25 |
9,142 |
18,747 |
+209 |
Sep11 |
110510 |
1325.00 |
1342.25 |
1325.00 |
1329.75 |
+3.50 |
3,110 |
16,044 |
+164 |
Nov11 |
110510 |
1320.00 |
1336.50 |
1317.00 |
1322.50 |
+3.00 |
48,074 |
199,001 |
-2,440 |
Jan12 |
110510 |
1327.00 |
1343.00 |
1326.00 |
1329.50 |
+2.25 |
724 |
23,057 |
-44 |
Mar12 |
110510 |
1338.00 |
1343.75 |
1328.50 |
1331.75 |
+3.25 |
456 |
14,139 |
-42 |
Total Volume and Open Interest |
169,351 |
561,629 |
-3,702 |
Soybean Meal(CBOT) |
May11 |
110510 |
345.50 |
349.40 |
345.00 |
346.30 |
+0.40 |
516 |
1,026 |
-306 |
Jul11 |
110510 |
350.40 |
354.40 |
348.60 |
350.30 |
-0.10 |
39,694 |
98,457 |
+750 |
Aug11 |
110510 |
351.50 |
355.40 |
349.80 |
351.70 |
unch |
7,380 |
31,075 |
+552 |
Sep11 |
110510 |
349.60 |
353.30 |
348.60 |
350.00 |
+0.20 |
2,457 |
16,462 |
+282 |
Oct11 |
110510 |
344.80 |
348.30 |
342.90 |
344.50 |
+0.30 |
1,490 |
15,243 |
+123 |
Dec11 |
110510 |
344.30 |
348.40 |
342.70 |
344.40 |
+0.30 |
7,334 |
50,476 |
+253 |
Jan12 |
110510 |
348.40 |
348.80 |
345.30 |
345.70 |
+0.40 |
197 |
3,731 |
+16 |
Mar12 |
110510 |
347.10 |
349.90 |
347.00 |
347.50 |
+0.40 |
76 |
3,300 |
+17 |
Total Volume and Open Interest |
59,337 |
227,095 |
+1,710 |
Soybean Oil(CBOT) |
May11 |
110510 |
56.00 |
56.88 |
55.98 |
56.49 |
+0.51 |
463 |
1,391 |
-377 |
Jul11 |
110510 |
56.29 |
57.22 |
56.11 |
56.80 |
+0.51 |
60,242 |
149,904 |
-2,032 |
Aug11 |
110510 |
56.52 |
57.45 |
56.36 |
57.05 |
+0.52 |
8,260 |
29,029 |
-487 |
Sep11 |
110510 |
56.73 |
57.69 |
56.73 |
57.30 |
+0.52 |
5,397 |
23,138 |
-901 |
Oct11 |
110510 |
56.90 |
57.88 |
56.90 |
57.46 |
+0.52 |
1,104 |
14,522 |
+30 |
Dec11 |
110510 |
57.15 |
58.17 |
57.05 |
57.78 |
+0.59 |
10,940 |
75,389 |
-756 |
Jan12 |
110510 |
57.66 |
58.33 |
57.39 |
57.98 |
+0.59 |
1,095 |
5,249 |
-7 |
Mar12 |
110510 |
58.01 |
58.35 |
57.44 |
58.02 |
+0.58 |
396 |
4,471 |
-8 |
Total Volume and Open Interest |
88,034 |
308,708 |
-4,446 |
Canola(WCE) |
May11 |
110510 |
564.7 |
564.7 |
564.7 |
564.7 |
+8.3 |
0 |
9 |
+0 |
Jul11 |
110510 |
570.9 |
580.0 |
570.7 |
573.7 |
+4.8 |
8,153 |
80,041 |
+387 |
Nov11 |
110510 |
566.5 |
573.6 |
565.0 |
567.2 |
+3.9 |
4,846 |
74,711 |
-3 |
Jan12 |
110510 |
576.6 |
579.6 |
573.6 |
574.3 |
+3.5 |
336 |
6,588 |
+239 |
Mar12 |
110510 |
577.1 |
577.1 |
577.1 |
577.1 |
+3.5 |
13 |
1,180 |
+12 |
Total Volume and Open Interest |
13,404 |
164,834 |
+625 |
Corn(CBOT) |
May11 |
110510 |
704.00 |
720.50 |
701.00 |
706.00 |
+1.50 |
5,524 |
5,493 |
-1,762 |
Jul11 |
110510 |
707.50 |
723.75 |
702.00 |
707.25 |
-0.25 |
216,827 |
649,549 |
-14,964 |
Sep11 |
110510 |
684.75 |
697.00 |
679.25 |
681.25 |
-4.75 |
39,634 |
167,003 |
-1,220 |
Dec11 |
110510 |
656.75 |
664.00 |
650.00 |
652.75 |
-4.75 |
87,457 |
452,916 |
-2,921 |
Mar12 |
110510 |
668.00 |
675.00 |
662.00 |
664.75 |
-4.75 |
6,789 |
75,462 |
+713 |
May12 |
110510 |
674.00 |
681.00 |
669.00 |
672.50 |
-5.00 |
2,433 |
16,684 |
+459 |
Total Volume and Open Interest |
366,338 |
1,462,118 |
-17,424 |
Wheat(CBOT) |
May11 |
110510 |
765.75 |
779.00 |
765.75 |
769.00 |
+9.75 |
95 |
181 |
-40 |
Jul11 |
110510 |
793.50 |
816.50 |
790.25 |
798.75 |
+8.25 |
61,877 |
228,392 |
-491 |
Sep11 |
110510 |
833.00 |
857.25 |
832.75 |
841.50 |
+8.50 |
13,335 |
72,523 |
-553 |
Dec11 |
110510 |
880.00 |
901.25 |
877.75 |
887.75 |
+9.00 |
12,542 |
98,071 |
+72 |
Mar12 |
110510 |
917.00 |
938.00 |
915.25 |
922.50 |
+6.50 |
2,015 |
14,638 |
+168 |
Total Volume and Open Interest |
93,608 |
454,341 |
-453 |
Wheat(KCBT) |
May11 |
110510 |
946.00 |
948.50 |
932.50 |
932.50 |
+22.50 |
38 |
142 |
-107 |
Jul11 |
110510 |
915.25 |
945.50 |
915.00 |
928.50 |
+14.00 |
14,255 |
89,373 |
-536 |
Sep11 |
110510 |
932.00 |
962.50 |
932.00 |
945.25 |
+12.75 |
3,198 |
31,104 |
+282 |
Dec11 |
110510 |
953.50 |
980.50 |
953.50 |
962.50 |
+9.00 |
4,257 |
38,342 |
+628 |
Mar12 |
110510 |
969.75 |
990.00 |
969.75 |
978.50 |
+12.00 |
698 |
4,930 |
-132 |
Total Volume and Open Interest |
22,868 |
171,926 |
+274 |
Wheat(MGE) |
May11 |
110510 |
969.00 |
971.00 |
969.00 |
971.00 |
+11.00 |
43 |
1,084 |
-22 |
Jul11 |
110510 |
941.50 |
977.75 |
941.50 |
959.25 |
+14.50 |
4,195 |
20,137 |
-296 |
Sep11 |
110510 |
944.00 |
977.50 |
944.00 |
959.50 |
+12.00 |
1,509 |
16,593 |
-169 |
Dec11 |
110510 |
958.75 |
988.50 |
958.75 |
971.50 |
+12.25 |
1,064 |
12,405 |
+224 |
Mar12 |
110510 |
977.50 |
994.00 |
972.25 |
981.25 |
+11.00 |
243 |
2,583 |
+40 |
Total Volume and Open Interest |
7,382 |
55,728 |
-128 |
Oats(CBOT) |
May11 |
110510 |
344.75 |
347.00 |
344.75 |
347.00 |
+2.00 |
103 |
55 |
-93 |
Jul11 |
110510 |
349.75 |
358.00 |
343.00 |
352.00 |
+2.00 |
1,004 |
9,024 |
-74 |
Sep11 |
110510 |
358.75 |
363.75 |
355.00 |
359.00 |
+2.00 |
32 |
286 |
-6 |
Dec11 |
110510 |
360.00 |
369.75 |
360.00 |
367.00 |
+2.00 |
209 |
3,172 |
+40 |
Total Volume and Open Interest |
1,348 |
12,559 |
-133 |
Rough Rice(CBOT) |
May11 |
110510 |
13.98 |
13.98 |
13.94 |
13.98 |
+0.03 |
0 |
25 |
-1 |
Jul11 |
110510 |
14.24 |
14.44 |
14.12 |
14.17 |
+0.05 |
1,638 |
15,450 |
-292 |
Sep11 |
110510 |
15.11 |
15.24 |
15.03 |
15.07 |
+0.06 |
508 |
5,141 |
+310 |
Nov11 |
110510 |
15.53 |
15.56 |
15.28 |
15.39 |
+0.07 |
147 |
1,259 |
+119 |
Total Volume and Open Interest |
2,303 |
22,401 |
+140 |
Live Cattle(CME) |
Jun11 |
110510 |
109.080 |
109.930 |
108.800 |
109.180 |
+0.180 |
38,820 |
121,149 |
-5,142 |
Aug11 |
110510 |
111.000 |
111.730 |
110.650 |
110.730 |
-0.155 |
31,351 |
100,278 |
+1,419 |
Oct11 |
110510 |
116.700 |
117.635 |
116.600 |
117.080 |
+0.230 |
15,097 |
68,938 |
+4,816 |
Dec11 |
110510 |
119.050 |
120.035 |
118.900 |
119.430 |
+0.330 |
5,421 |
45,560 |
+365 |
Feb12 |
110510 |
119.385 |
120.450 |
119.385 |
120.000 |
+0.520 |
1,261 |
11,995 |
+133 |
Apr12 |
110510 |
120.600 |
121.100 |
120.500 |
120.900 |
+0.500 |
385 |
5,245 |
+7 |
Total Volume and Open Interest |
92,362 |
354,302 |
+1,605 |
Feeder Cattle(CME) |
May11 |
110510 |
128.250 |
128.750 |
128.050 |
128.075 |
+0.075 |
1,338 |
5,307 |
-528 |
Aug11 |
110510 |
132.550 |
133.075 |
132.235 |
132.380 |
+0.080 |
4,095 |
24,001 |
-706 |
Sep11 |
110510 |
133.130 |
134.000 |
133.130 |
133.350 |
+0.250 |
631 |
4,909 |
+38 |
Oct11 |
110510 |
133.735 |
134.500 |
133.535 |
134.100 |
+0.500 |
706 |
3,478 |
+56 |
Nov11 |
110510 |
133.400 |
134.450 |
133.400 |
133.500 |
+0.050 |
236 |
1,483 |
-6 |
Jan12 |
110510 |
133.500 |
133.800 |
133.400 |
133.800 |
+0.600 |
55 |
408 |
+21 |
Mar12 |
110510 |
132.500 |
132.500 |
132.500 |
132.500 |
unch |
4 |
35 |
+2 |
Total Volume and Open Interest |
7,065 |
39,623 |
-1,123 |
Lean Hogs(CME) |
May11 |
110510 |
92.550 |
92.930 |
91.850 |
92.050 |
-0.680 |
499 |
1,685 |
-237 |
Jun11 |
110510 |
92.730 |
93.900 |
92.550 |
93.480 |
+0.830 |
25,032 |
67,565 |
-4,031 |
Jul11 |
110510 |
93.250 |
94.300 |
93.100 |
93.885 |
+0.685 |
11,323 |
33,776 |
+1,264 |
Aug11 |
110510 |
94.350 |
95.300 |
94.135 |
94.900 |
+0.615 |
8,136 |
38,485 |
+600 |
Oct11 |
110510 |
87.350 |
87.885 |
87.000 |
87.500 |
+0.320 |
3,850 |
34,870 |
+749 |
Dec11 |
110510 |
84.400 |
84.830 |
84.200 |
84.250 |
-0.135 |
1,416 |
28,660 |
-61 |
Feb12 |
110510 |
86.100 |
86.480 |
85.850 |
86.150 |
+0.100 |
301 |
7,370 |
+113 |
Apr12 |
110510 |
86.930 |
87.230 |
86.550 |
87.150 |
+0.400 |
106 |
4,370 |
+40 |
Total Volume and Open Interest |
50,702 |
218,893 |
-1,553 |
Class III Milk(CME) |
May11 |
110510 |
16.55 |
16.55 |
16.47 |
16.49 |
-0.03 |
134 |
5,318 |
-52 |
Jun11 |
110510 |
17.23 |
17.42 |
17.23 |
17.38 |
+0.11 |
221 |
4,660 |
-3 |
Jul11 |
110510 |
17.68 |
17.87 |
17.68 |
17.81 |
+0.06 |
44 |
3,499 |
+7 |
Aug11 |
110510 |
17.80 |
17.95 |
17.80 |
17.95 |
+0.09 |
56 |
3,365 |
+16 |
Sep11 |
110510 |
18.06 |
18.06 |
18.01 |
18.01 |
-0.05 |
48 |
3,426 |
+15 |
Total Volume and Open Interest |
673 |
31,328 |
+55 |
Cocoa(ICE) |
May11 |
110510 |
3135 |
3135 |
3135 |
3135 |
-8 |
9 |
100 |
-6 |
Jul11 |
110510 |
3082 |
3126 |
3071 |
3105 |
+23 |
9,792 |
71,008 |
-1,377 |
Sep11 |
110510 |
3096 |
3134 |
3081 |
3116 |
+24 |
2,040 |
25,715 |
+535 |
Dec11 |
110510 |
3119 |
3155 |
3107 |
3136 |
+20 |
982 |
25,554 |
+280 |
Mar12 |
110510 |
3175 |
3190 |
3150 |
3184 |
+29 |
242 |
22,211 |
+32 |
May12 |
110510 |
3166 |
3175 |
3140 |
3175 |
+30 |
66 |
5,605 |
+3 |
Jul12 |
110510 |
3137 |
3170 |
3131 |
3170 |
+28 |
35 |
1,548 |
+12 |
Total Volume and Open Interest |
13,449 |
156,752 |
-297 |
Coffee "C"(ICE) |
May11 |
110510 |
290.25 |
290.25 |
281.70 |
281.70 |
-5.35 |
19 |
335 |
-9 |
Jul11 |
110510 |
288.90 |
290.45 |
281.65 |
282.60 |
-4.80 |
11,676 |
66,328 |
+144 |
Sep11 |
110510 |
291.15 |
293.35 |
284.60 |
285.45 |
-4.85 |
2,168 |
22,228 |
+233 |
Dec11 |
110510 |
294.70 |
296.10 |
287.95 |
288.90 |
-4.50 |
967 |
18,589 |
+161 |
Mar12 |
110510 |
297.35 |
297.75 |
290.20 |
290.90 |
-4.10 |
318 |
4,385 |
+126 |
May12 |
110510 |
296.65 |
296.75 |
290.75 |
290.95 |
-2.90 |
78 |
2,357 |
-5 |
Total Volume and Open Interest |
15,337 |
116,152 |
+737 |
Orange Juice(ICE) |
May11 |
110510 |
170.75 |
170.75 |
170.75 |
170.75 |
-2.85 |
5 |
215 |
-5 |
Jul11 |
110510 |
167.65 |
174.80 |
167.05 |
170.70 |
+3.35 |
1,252 |
23,487 |
-686 |
Sep11 |
110510 |
163.15 |
170.00 |
163.15 |
166.25 |
+3.15 |
291 |
2,693 |
+127 |
Nov11 |
110510 |
163.50 |
166.15 |
163.00 |
163.00 |
+2.30 |
30 |
1,624 |
+15 |
Jan12 |
110510 |
162.90 |
163.15 |
161.85 |
161.85 |
+1.95 |
32 |
204 |
-9 |
Mar12 |
110510 |
162.25 |
162.25 |
161.55 |
161.55 |
+2.05 |
23 |
86 |
+16 |
Total Volume and Open Interest |
1,633 |
28,403 |
-542 |
Sugar #11(ICE) |
Jul11 |
110510 |
21.12 |
22.25 |
21.06 |
21.87 |
+0.91 |
39,330 |
274,771 |
-2,408 |
Oct11 |
110510 |
21.27 |
22.40 |
21.20 |
21.99 |
+0.87 |
17,173 |
133,541 |
-1,921 |
Mar12 |
110510 |
21.75 |
22.88 |
21.69 |
22.48 |
+0.81 |
7,827 |
75,517 |
+2,825 |
May12 |
110510 |
21.44 |
22.63 |
21.44 |
22.31 |
+0.72 |
3,080 |
23,337 |
+11 |
Jul12 |
110510 |
21.37 |
22.48 |
21.37 |
22.20 |
+0.68 |
2,940 |
17,446 |
+219 |
Total Volume and Open Interest |
72,099 |
567,327 |
-1,275 |
London Cocoa(LCE) |
May11 |
110510 |
1872 |
1888 |
1855 |
1879 |
+12 |
3,307 |
29,508 |
-1,707 |
Jul11 |
110510 |
1896 |
1920 |
1884 |
1909 |
+12 |
7,609 |
60,842 |
+1,300 |
Sep11 |
110510 |
1917 |
1937 |
1902 |
1928 |
+16 |
3,647 |
30,214 |
-555 |
Dec11 |
110510 |
1943 |
1953 |
1923 |
1949 |
+15 |
2,678 |
31,734 |
+1 |
Mar12 |
110510 |
1962 |
1980 |
1948 |
1972 |
+17 |
1,670 |
29,136 |
+682 |
May12 |
110510 |
1976 |
1996 |
1963 |
1987 |
+17 |
962 |
9,025 |
+140 |
Jul12 |
110510 |
1987 |
1998 |
1987 |
1998 |
+17 |
217 |
4,042 |
+73 |
Total Volume and Open Interest |
20,375 |
204,958 |
+143 |
London Sugar(LCE) |
Aug11 |
110510 |
583.70 |
613.00 |
583.70 |
612.60 |
+28.90 |
1,878 |
24,878 |
-445 |
Oct11 |
110510 |
564.00 |
587.80 |
564.00 |
586.70 |
+23.10 |
586 |
8,147 |
-225 |
Dec11 |
110510 |
578.00 |
597.80 |
578.00 |
596.40 |
+23.50 |
281 |
3,408 |
+70 |
Mar12 |
110510 |
579.90 |
594.10 |
579.30 |
592.90 |
+23.50 |
229 |
2,182 |
+42 |
May12 |
110510 |
575.60 |
585.60 |
574.70 |
585.60 |
+19.10 |
248 |
1,357 |
+134 |
Total Volume and Open Interest |
3,438 |
41,088 |
-294 |
Cotton(ICE) |
Jul11 |
110510 |
144.57 |
151.40 |
143.00 |
151.40 |
+6.00 |
8,339 |
68,657 |
-545 |
Oct11 |
110510 |
133.50 |
138.32 |
132.90 |
138.32 |
+5.04 |
43 |
446 |
-5 |
Dec11 |
110510 |
123.33 |
126.20 |
122.00 |
125.92 |
+2.14 |
2,991 |
60,452 |
+282 |
Mar12 |
110510 |
116.38 |
118.88 |
115.00 |
118.82 |
+2.05 |
408 |
8,556 |
+9 |
May12 |
110510 |
110.98 |
112.56 |
110.80 |
112.56 |
+1.41 |
44 |
2,190 |
-11 |
Jul12 |
110510 |
108.23 |
109.40 |
108.00 |
108.77 |
+1.15 |
51 |
3,114 |
+3 |
Total Volume and Open Interest |
11,878 |
145,669 |
-2,622 |
Lumber(CME) |
May11 |
110510 |
227.0 |
227.0 |
222.5 |
224.4 |
-3.1 |
256 |
600 |
-77 |
Jul11 |
110510 |
243.6 |
244.0 |
238.7 |
241.0 |
-2.8 |
312 |
6,924 |
+28 |
Sep11 |
110510 |
262.8 |
262.8 |
259.6 |
261.5 |
-3.7 |
86 |
1,906 |
+30 |
Nov11 |
110510 |
264.0 |
264.0 |
261.3 |
263.2 |
-3.7 |
5 |
485 |
+0 |
Total Volume and Open Interest |
659 |
9,928 |
-19 |
Crude Oil(NYM) |
Jun11 |
110510 |
102.44 |
103.95 |
100.12 |
103.88 |
+1.33 |
606,528 |
308,727 |
-22,339 |
Jul11 |
110510 |
103.28 |
104.54 |
100.68 |
104.47 |
+1.37 |
163,459 |
271,344 |
+21,955 |
Aug11 |
110510 |
102.79 |
104.93 |
101.08 |
104.87 |
+1.40 |
59,221 |
78,012 |
-2,580 |
Sep11 |
110510 |
103.35 |
105.21 |
101.39 |
105.18 |
+1.45 |
43,130 |
90,899 |
+708 |
Oct11 |
110510 |
102.31 |
105.37 |
101.52 |
105.35 |
+1.50 |
15,464 |
41,034 |
+287 |
Nov11 |
110510 |
102.50 |
105.49 |
101.58 |
105.46 |
+1.53 |
11,605 |
37,038 |
-879 |
Dec11 |
110510 |
103.50 |
105.53 |
101.70 |
105.52 |
+1.55 |
81,899 |
188,625 |
-1,047 |
Jan12 |
110510 |
102.00 |
105.47 |
102.00 |
105.47 |
+1.58 |
4,561 |
36,804 |
-565 |
Feb12 |
110510 |
103.30 |
105.36 |
102.23 |
105.36 |
+1.60 |
2,701 |
18,482 |
+181 |
Mar12 |
110510 |
102.86 |
105.24 |
102.25 |
105.22 |
+1.61 |
3,357 |
29,965 |
-154 |
Apr12 |
110510 |
103.08 |
105.07 |
102.05 |
105.07 |
+1.62 |
2,271 |
15,610 |
+45 |
May12 |
110510 |
102.12 |
104.89 |
102.02 |
104.89 |
+1.62 |
1,976 |
15,332 |
+638 |
Jun12 |
110510 |
101.68 |
104.70 |
101.68 |
104.70 |
+1.63 |
8,937 |
74,679 |
-109 |
Jul12 |
110510 |
102.08 |
104.38 |
102.08 |
104.38 |
+1.65 |
803 |
20,502 |
-96 |
Aug12 |
110510 |
101.92 |
104.02 |
101.92 |
104.02 |
+1.66 |
539 |
13,313 |
-38 |
Sep12 |
110510 |
103.60 |
103.71 |
103.60 |
103.71 |
+1.67 |
813 |
13,164 |
-64 |
Total Volume and Open Interest |
1,055,664 |
1,645,447 |
-8,061 |
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 |
110510 |
103.000 |
104.500 |
100.750 |
104.475 |
+1.375 |
1,740 |
704 |
-173 |
Aug11 |
110510 |
102.500 |
104.875 |
101.800 |
104.875 |
+1.400 |
217 |
144 |
+23 |
Sep11 |
110510 |
102.200 |
105.175 |
102.200 |
105.175 |
+1.450 |
38 |
96 |
+2 |
Oct11 |
110510 |
105.350 |
105.350 |
105.350 |
105.350 |
+1.500 |
8 |
43 |
+4 |
Nov11 |
110510 |
105.450 |
105.450 |
105.450 |
105.450 |
+1.525 |
1 |
16 |
+0 |
Dec11 |
110510 |
103.000 |
105.525 |
102.625 |
105.525 |
+1.550 |
39 |
313 |
-8 |
Jan12 |
110510 |
105.475 |
105.475 |
105.475 |
105.475 |
+1.575 |
0 |
7 |
+0 |
Feb12 |
110510 |
105.350 |
105.350 |
105.350 |
105.350 |
+1.600 |
0 |
6 |
+0 |
Total Volume and Open Interest |
30,240 |
4,797 |
-977 |
Heating Oil(NYM) |
Jun11 |
110510 |
296.18 |
301.27 |
292.19 |
300.12 |
+3.94 |
85,959 |
99,869 |
-7,632 |
Jul11 |
110510 |
297.28 |
302.53 |
293.67 |
301.45 |
+4.06 |
31,710 |
49,939 |
+655 |
Aug11 |
110510 |
297.47 |
303.75 |
295.10 |
302.80 |
+4.08 |
13,422 |
29,755 |
-459 |
Sep11 |
110510 |
301.10 |
305.18 |
296.67 |
304.37 |
+4.06 |
9,042 |
24,772 |
+194 |
Oct11 |
110510 |
300.72 |
306.80 |
298.78 |
305.90 |
+4.05 |
2,990 |
10,775 |
+333 |
Nov11 |
110510 |
301.20 |
307.59 |
301.20 |
307.46 |
+4.09 |
2,072 |
11,225 |
+113 |
Dec11 |
110510 |
303.05 |
309.93 |
301.02 |
308.94 |
+4.13 |
16,434 |
33,194 |
+831 |
Jan12 |
110510 |
306.43 |
310.42 |
306.43 |
310.42 |
+4.10 |
2,131 |
12,642 |
+569 |
Feb12 |
110510 |
307.50 |
310.78 |
306.88 |
310.78 |
+4.14 |
617 |
5,073 |
+73 |
Mar12 |
110510 |
306.62 |
309.96 |
306.62 |
309.96 |
+4.12 |
223 |
3,133 |
-22 |
Apr12 |
110510 |
303.82 |
308.09 |
303.82 |
308.09 |
+4.05 |
175 |
1,511 |
+33 |
May12 |
110510 |
306.44 |
306.44 |
306.44 |
306.44 |
+3.98 |
236 |
1,417 |
+17 |
Total Volume and Open Interest |
170,899 |
308,327 |
-3,258 |
Gasoline(NYMEX) |
Jun11 |
110510 |
329.55 |
338.53 |
325.93 |
337.97 |
+10.13 |
85,286 |
92,705 |
-3,787 |
Jul11 |
110510 |
316.76 |
325.91 |
313.92 |
325.38 |
+8.94 |
54,142 |
56,604 |
+2,549 |
Aug11 |
110510 |
307.15 |
316.37 |
305.26 |
315.78 |
+7.76 |
22,288 |
28,372 |
-234 |
Sep11 |
110510 |
302.50 |
309.39 |
300.57 |
308.98 |
+6.62 |
15,453 |
29,613 |
+457 |
Oct11 |
110510 |
285.98 |
291.50 |
284.00 |
291.28 |
+6.10 |
6,245 |
24,256 |
+1,356 |
Nov11 |
110510 |
279.75 |
287.37 |
278.40 |
287.35 |
+6.05 |
3,565 |
9,316 |
+838 |
Dec11 |
110510 |
277.55 |
285.70 |
277.20 |
285.32 |
+5.82 |
6,377 |
27,793 |
+235 |
Jan12 |
110510 |
280.40 |
285.22 |
280.40 |
285.22 |
+5.78 |
287 |
6,427 |
+38 |
Feb12 |
110510 |
284.15 |
286.44 |
284.15 |
286.44 |
+5.77 |
116 |
2,995 |
+1 |
Mar12 |
110510 |
287.67 |
287.67 |
287.67 |
287.67 |
+5.75 |
81 |
5,020 |
+20 |
Total Volume and Open Interest |
194,123 |
300,278 |
+1,482 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110510 |
338.00 |
338.00 |
337.97 |
338.00 |
+10.20 |
0 |
2 |
+0 |
Jul11 |
110510 |
325.40 |
325.40 |
325.38 |
325.40 |
+9.00 |
0 |
1 |
+0 |
Aug11 |
110510 |
315.80 |
315.80 |
315.78 |
315.80 |
+7.80 |
0 |
1 |
+0 |
Sep11 |
110510 |
309.00 |
309.00 |
308.98 |
309.00 |
+6.60 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jun11 |
110510 |
4.190 |
4.282 |
4.162 |
4.246 |
+0.092 |
129,874 |
122,104 |
-11,654 |
Jul11 |
110510 |
4.254 |
4.342 |
4.224 |
4.303 |
+0.087 |
69,252 |
207,452 |
-7,716 |
Aug11 |
110510 |
4.302 |
4.380 |
4.266 |
4.345 |
+0.084 |
36,995 |
75,432 |
+659 |
Sep11 |
110510 |
4.326 |
4.400 |
4.290 |
4.366 |
+0.081 |
24,770 |
103,015 |
+4,238 |
Oct11 |
110510 |
4.360 |
4.450 |
4.336 |
4.413 |
+0.082 |
32,116 |
98,398 |
-3,009 |
Nov11 |
110510 |
4.519 |
4.613 |
4.506 |
4.577 |
+0.078 |
10,976 |
48,004 |
+459 |
Dec11 |
110510 |
4.760 |
4.817 |
4.722 |
4.792 |
+0.073 |
6,621 |
38,374 |
+14 |
Jan12 |
110510 |
4.885 |
4.946 |
4.841 |
4.908 |
+0.071 |
11,943 |
86,623 |
-895 |
Feb12 |
110510 |
4.861 |
4.926 |
4.835 |
4.897 |
+0.072 |
1,142 |
17,396 |
+22 |
Mar12 |
110510 |
4.802 |
4.845 |
4.775 |
4.837 |
+0.072 |
3,634 |
37,349 |
+85 |
Apr12 |
110510 |
4.680 |
4.735 |
4.651 |
4.707 |
+0.070 |
4,990 |
36,954 |
+1,048 |
May12 |
110510 |
4.666 |
4.730 |
4.666 |
4.730 |
+0.071 |
805 |
10,721 |
+153 |
Jun12 |
110510 |
4.749 |
4.770 |
4.710 |
4.769 |
+0.070 |
493 |
6,975 |
+53 |
Jul12 |
110510 |
4.767 |
4.828 |
4.767 |
4.814 |
+0.070 |
107 |
5,651 |
+72 |
Aug12 |
110510 |
4.822 |
4.839 |
4.822 |
4.839 |
+0.069 |
27 |
5,933 |
-19 |
Sep12 |
110510 |
4.837 |
4.848 |
4.831 |
4.848 |
+0.069 |
88 |
5,275 |
-33 |
Total Volume and Open Interest |
340,758 |
986,789 |
-11,842 |
Brent Crude Oil(ICE) |
Jun11 |
110510 |
115.40 |
117.95 |
113.58 |
117.63 |
+1.73 |
427,365 |
157,069 |
-8,143 |
Jul11 |
110510 |
114.60 |
117.38 |
113.12 |
117.09 |
+1.73 |
195,764 |
175,744 |
+7,076 |
Aug11 |
110510 |
114.00 |
116.94 |
112.73 |
116.66 |
+1.73 |
73,632 |
97,956 |
+5,508 |
Sep11 |
110510 |
113.26 |
116.42 |
112.28 |
116.17 |
+1.72 |
38,594 |
53,650 |
+3,303 |
Oct11 |
110510 |
112.81 |
115.91 |
111.98 |
115.70 |
+1.72 |
21,370 |
43,308 |
+2,652 |
Nov11 |
110510 |
111.91 |
115.45 |
111.56 |
115.28 |
+1.71 |
12,346 |
21,375 |
+1,108 |
Dec11 |
110510 |
112.00 |
115.04 |
110.95 |
114.87 |
+1.71 |
65,778 |
100,865 |
-102 |
Jan12 |
110510 |
111.32 |
114.52 |
111.29 |
114.52 |
+1.72 |
3,709 |
19,535 |
+595 |
Feb12 |
110510 |
111.46 |
114.17 |
111.27 |
114.17 |
+1.71 |
2,593 |
16,607 |
-35 |
Mar12 |
110510 |
113.79 |
113.79 |
113.79 |
113.79 |
+1.69 |
2,681 |
29,098 |
-1,251 |
Apr12 |
110510 |
113.39 |
113.39 |
113.39 |
113.39 |
+1.67 |
3,080 |
7,695 |
+588 |
May12 |
110510 |
112.99 |
112.99 |
112.99 |
112.99 |
+1.63 |
1,145 |
6,208 |
+217 |
Jun12 |
110510 |
109.37 |
112.69 |
109.37 |
112.58 |
+1.59 |
5,896 |
34,877 |
-203 |
Jul12 |
110510 |
112.15 |
112.15 |
112.15 |
112.15 |
+1.57 |
849 |
2,986 |
+436 |
Total Volume and Open Interest |
877,646 |
889,810 |
+11,662 |
Gas Oil(ICE) |
May11 |
110510 |
932.50 |
948.00 |
922.75 |
941.25 |
+21.50 |
59,002 |
52,058 |
-12,924 |
Jun11 |
110510 |
935.75 |
952.25 |
925.75 |
944.75 |
+21.50 |
181,372 |
136,789 |
+1,802 |
Jul11 |
110510 |
939.00 |
955.25 |
929.00 |
948.25 |
+21.75 |
37,066 |
68,728 |
+1,603 |
Aug11 |
110510 |
939.25 |
958.25 |
933.00 |
951.50 |
+21.75 |
14,594 |
38,991 |
+1,359 |
Sep11 |
110510 |
943.25 |
960.50 |
936.25 |
954.75 |
+22.25 |
16,485 |
46,915 |
-1,978 |
Oct11 |
110510 |
947.75 |
963.75 |
938.75 |
957.25 |
+22.50 |
13,155 |
33,157 |
-931 |
Nov11 |
110510 |
944.50 |
964.75 |
942.00 |
958.00 |
+22.50 |
9,925 |
23,637 |
+1,148 |
Dec11 |
110510 |
947.25 |
966.25 |
940.50 |
959.25 |
+22.50 |
42,080 |
57,120 |
-2,261 |
Jan12 |
110510 |
949.00 |
962.25 |
945.25 |
961.75 |
+22.50 |
4,397 |
24,918 |
-621 |
Feb12 |
110510 |
948.75 |
962.00 |
948.75 |
962.00 |
+22.75 |
2,137 |
6,588 |
+311 |
Total Volume and Open Interest |
388,383 |
579,162 |
-11,077 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110510 |
2.583 |
2.605 |
2.565 |
2.575 |
+0.015 |
138 |
1,314 |
-43 |
Jul11 |
110510 |
2.584 |
2.592 |
2.565 |
2.576 |
+0.017 |
259 |
1,267 |
-15 |
Aug11 |
110510 |
2.585 |
2.590 |
2.560 |
2.572 |
+0.013 |
158 |
1,034 |
+70 |
Sep11 |
110510 |
2.542 |
2.549 |
2.531 |
2.542 |
+0.010 |
210 |
943 |
-71 |
Oct11 |
110510 |
2.470 |
2.470 |
2.448 |
2.457 |
+0.011 |
44 |
952 |
+10 |
Nov11 |
110510 |
2.395 |
2.395 |
2.377 |
2.384 |
+0.009 |
11 |
647 |
+0 |
Dec11 |
110510 |
2.400 |
2.402 |
2.370 |
2.370 |
+0.001 |
26 |
954 |
+1 |
Total Volume and Open Interest |
926 |
7,898 |
+22 |
WTI Crude Oil(ICE |
Jun11 |
110510 |
101.91 |
103.94 |
100.14 |
103.88 |
+1.33 |
177,085 |
84,555 |
-4,968 |
Jul11 |
110510 |
102.30 |
104.52 |
100.70 |
104.47 |
+1.37 |
51,934 |
85,217 |
+6,622 |
Aug11 |
110510 |
102.06 |
104.90 |
101.11 |
104.87 |
+1.40 |
22,761 |
29,310 |
-1,124 |
Sep11 |
110510 |
102.32 |
105.18 |
101.74 |
105.18 |
+1.45 |
15,155 |
38,728 |
+2,064 |
Oct11 |
110510 |
102.46 |
105.35 |
102.20 |
105.35 |
+1.50 |
5,983 |
20,727 |
-156 |
Nov11 |
110510 |
102.54 |
105.46 |
102.15 |
105.46 |
+1.53 |
4,841 |
16,197 |
-267 |
Dec11 |
110510 |
102.78 |
105.52 |
101.73 |
105.52 |
+1.55 |
27,962 |
85,015 |
-3,006 |
Jan12 |
110510 |
102.41 |
105.47 |
102.35 |
105.47 |
+1.58 |
1,625 |
12,042 |
+50 |
Feb12 |
110510 |
104.45 |
105.36 |
104.45 |
105.36 |
+1.60 |
802 |
3,486 |
-223 |
Mar12 |
110510 |
105.22 |
105.22 |
105.22 |
105.22 |
+1.61 |
1,072 |
11,094 |
-31 |
Apr12 |
110510 |
105.07 |
105.07 |
105.07 |
105.07 |
+1.62 |
250 |
3,578 |
-52 |
May12 |
110510 |
104.89 |
104.89 |
104.89 |
104.89 |
+1.62 |
176 |
2,190 |
-8 |
Jun12 |
110510 |
102.56 |
104.70 |
102.56 |
104.70 |
+1.63 |
1,925 |
25,989 |
-50 |
Jul12 |
110510 |
104.38 |
104.38 |
104.38 |
104.38 |
+1.65 |
0 |
1,555 |
+0 |
Aug12 |
110510 |
104.02 |
104.02 |
104.02 |
104.02 |
+1.66 |
0 |
946 |
+0 |
Sep12 |
110510 |
103.71 |
103.71 |
103.71 |
103.71 |
+1.67 |
50 |
4,214 |
+27 |
Total Volume and Open Interest |
319,811 |
524,904 |
-128 |
US Dollar Index(ICE) |
Jun11 |
110510 |
74.775 |
75.175 |
74.685 |
74.783 |
-0.118 |
66,993 |
55,859 |
-1,192 |
Sep11 |
110510 |
75.390 |
75.660 |
75.185 |
75.272 |
-0.113 |
273 |
760 |
+33 |
Dec11 |
110510 |
75.762 |
75.762 |
75.762 |
75.762 |
-0.108 |
0 |
2 |
+0 |
Total Volume and Open Interest |
67,267 |
56,622 |
-1,159 |
Australian Dollar(CME) |
Jun11 |
110510 |
107.41 |
108.03 |
106.89 |
107.81 |
+0.62 |
197,500 |
137,337 |
+2,462 |
Sep11 |
110510 |
106.07 |
106.65 |
105.52 |
106.44 |
+0.62 |
199 |
961 |
+3 |
Dec11 |
110510 |
105.15 |
105.15 |
104.54 |
105.15 |
+0.61 |
12 |
78 |
-6 |
Total Volume and Open Interest |
197,711 |
138,377 |
+2,459 |
British Pound(CME) |
Jun11 |
110510 |
163.84 |
164.15 |
163.08 |
163.43 |
-0.39 |
150,109 |
115,839 |
+818 |
Sep11 |
110510 |
163.30 |
163.60 |
162.94 |
163.20 |
-0.40 |
95 |
686 |
-106 |
Dec11 |
110510 |
162.96 |
163.35 |
162.96 |
162.96 |
-0.39 |
2 |
39 |
+2 |
Total Volume and Open Interest |
150,206 |
116,569 |
+714 |
Canadian Dollar(CME) |
Jun11 |
110510 |
103.73 |
104.42 |
103.50 |
104.21 |
+0.61 |
154,811 |
121,727 |
+47 |
Sep11 |
110510 |
103.47 |
104.10 |
103.25 |
103.95 |
+0.61 |
835 |
3,858 |
+137 |
Dec11 |
110510 |
103.50 |
103.70 |
103.06 |
103.67 |
+0.61 |
51 |
2,649 |
+6 |
Mar12 |
110510 |
102.89 |
103.39 |
102.69 |
103.35 |
+0.60 |
13 |
291 |
+6 |
Total Volume and Open Interest |
155,712 |
128,714 |
+198 |
Japanese Yen(CME) |
Jun11 |
110510 |
124.56 |
124.79 |
123.46 |
123.80 |
-0.70 |
157,252 |
100,999 |
-1,121 |
Sep11 |
110510 |
124.65 |
124.75 |
123.59 |
123.87 |
-0.70 |
295 |
2,245 |
+6 |
Dec11 |
110510 |
123.97 |
124.68 |
123.97 |
123.97 |
-0.71 |
15 |
220 |
+0 |
Total Volume and Open Interest |
157,562 |
103,471 |
-1,115 |
Swiss Franc(CME) |
Jun11 |
110510 |
114.63 |
114.88 |
113.34 |
113.53 |
-1.09 |
65,456 |
73,659 |
+72 |
Sep11 |
110510 |
114.76 |
114.76 |
113.41 |
113.58 |
-1.09 |
172 |
249 |
+47 |
Dec11 |
110510 |
113.62 |
114.70 |
113.62 |
113.62 |
-1.08 |
0 |
26 |
+0 |
Total Volume and Open Interest |
65,628 |
73,936 |
+119 |
EuroFX(CME) |
Jun11 |
110510 |
143.39 |
144.02 |
142.58 |
143.83 |
+0.59 |
541,290 |
246,903 |
-9,825 |
Sep11 |
110510 |
142.96 |
143.58 |
142.20 |
143.41 |
+0.60 |
1,023 |
3,990 |
+44 |
Dec11 |
110510 |
142.67 |
142.92 |
142.18 |
142.92 |
+0.58 |
5 |
110 |
+3 |
Total Volume and Open Interest |
542,320 |
251,383 |
-9,780 |
Mexican Peso(CME) |
May11 |
110510 |
864.2 |
864.2 |
858.5 |
864.2 |
+5.8 |
|
|
|
Jun11 |
110510 |
857.2 |
863.5 |
855.8 |
862.2 |
+5.8 |
60,625 |
161,938 |
-299 |
Total Volume and Open Interest |
60,646 |
162,165 |
-300 |
30-Year T-Bonds(CBOT) |
Jun11 |
110510 |
124~090 |
124~090 |
123~250 |
123~280 |
-0~180 |
|
|
|
Sep11 |
110510 |
122~270 |
123~040 |
122~080 |
122~170 |
-0~190 |
5,842 |
8,719 |
+3,017 |
Dec11 |
110510 |
121~020 |
121~210 |
121~020 |
121~020 |
-0~190 |
0 |
2 |
+0 |
Total Volume and Open Interest |
461,153 |
638,536 |
+10,131 |
10-Year T-Notes(CBOT) |
Jun11 |
110510 |
122~115 |
122~135 |
121~290 |
122~030 |
-0~120 |
1,738,117 |
1,704,510 |
+6,001 |
Sep11 |
110510 |
120~310 |
121~020 |
120~150 |
120~205 |
-0~135 |
7,695 |
18,323 |
+2,140 |
Dec11 |
110510 |
119~190 |
120~020 |
119~190 |
119~205 |
-0~135 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,745,812 |
1,722,838 |
+8,141 |
5-Year T-Notes(CBOT) |
Jun11 |
110510 |
119~010 |
119~010 |
118~118 |
118~118 |
-0~034 |
|
|
|
Sep11 |
110510 |
117~122 |
118~000 |
117~084 |
117~092 |
-0~036 |
2,153 |
17,629 |
+1,474 |
Dec11 |
110510 |
116~116 |
117~024 |
116~116 |
116~116 |
-0~036 |
|
|
|
Total Volume and Open Interest |
913,953 |
1,476,556 |
+25,526 |
2 Year T-Notes(CBOT) |
Jun11 |
110510 |
109~090 |
109~091 |
109~080 |
109~083 |
-0~010 |
402,040 |
1,034,259 |
+2,009 |
Sep11 |
110510 |
109~032 |
109~037 |
109~022 |
109~026 |
-0~011 |
387 |
16,423 |
+153 |
Dec11 |
110510 |
108~092 |
108~103 |
108~092 |
108~092 |
-0~011 |
0 |
20 |
+0 |
Total Volume and Open Interest |
402,427 |
1,050,702 |
+2,162 |
Eurodollars(CME) |
Jun11 |
110510 |
99.725 |
99.735 |
99.720 |
99.730 |
+0.010 |
262,616 |
998,719 |
-10,769 |
Sep11 |
110510 |
99.675 |
99.680 |
99.665 |
99.680 |
+0.010 |
294,882 |
1,458,776 |
-11,197 |
Dec11 |
110510 |
99.590 |
99.595 |
99.575 |
99.585 |
-0.005 |
371,818 |
1,667,795 |
-7,018 |
Mar12 |
110510 |
99.455 |
99.460 |
99.415 |
99.430 |
-0.025 |
404,869 |
1,564,010 |
-10,866 |
Jun12 |
110510 |
99.230 |
99.235 |
99.170 |
99.190 |
-0.045 |
498,823 |
1,359,871 |
+37,088 |
Sep12 |
110510 |
98.945 |
98.945 |
98.870 |
98.890 |
-0.060 |
341,945 |
717,139 |
+11,293 |
Dec12 |
110510 |
98.630 |
98.640 |
98.555 |
98.575 |
-0.075 |
328,415 |
549,116 |
+8,163 |
Mar13 |
110510 |
98.360 |
98.370 |
98.280 |
98.300 |
-0.080 |
304,051 |
374,193 |
-5,469 |
Jun13 |
110510 |
98.105 |
98.110 |
98.020 |
98.040 |
-0.080 |
188,251 |
273,649 |
-5,460 |
Sep13 |
110510 |
97.845 |
97.855 |
97.770 |
97.790 |
-0.075 |
125,980 |
234,802 |
-3,573 |
Dec13 |
110510 |
97.590 |
97.600 |
97.515 |
97.540 |
-0.070 |
102,143 |
190,952 |
-989 |
Mar14 |
110510 |
97.380 |
97.385 |
97.295 |
97.320 |
-0.070 |
77,570 |
181,668 |
-1,748 |
Jun14 |
110510 |
97.155 |
97.165 |
97.075 |
97.105 |
-0.065 |
31,145 |
101,678 |
+126 |
Sep14 |
110510 |
96.950 |
96.955 |
96.860 |
96.895 |
-0.065 |
21,656 |
62,468 |
+118 |
Dec14 |
110510 |
96.730 |
96.745 |
96.650 |
96.680 |
-0.065 |
21,052 |
74,847 |
+1,971 |
Mar15 |
110510 |
96.540 |
96.560 |
96.460 |
96.495 |
-0.065 |
17,585 |
51,049 |
-1,042 |
Jun15 |
110510 |
4.610 |
4.625 |
4.520 |
4.560 |
-0.060 |
9,196 |
40,202 |
+793 |
Sep15 |
110510 |
4.440 |
4.450 |
4.360 |
4.390 |
-0.060 |
10,076 |
36,209 |
+363 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110510 |
99.908 |
99.908 |
99.905 |
99.905 |
unch |
4,223 |
82,368 |
-806 |
Jun11 |
110510 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
1,035 |
61,266 |
-163 |
Jul11 |
110510 |
99.900 |
99.900 |
99.890 |
99.895 |
+0.005 |
2,291 |
52,051 |
-720 |
Aug11 |
110510 |
99.880 |
99.880 |
99.875 |
99.875 |
unch |
4,629 |
52,591 |
+455 |
Sep11 |
110510 |
99.870 |
99.875 |
99.865 |
99.865 |
-0.005 |
5,354 |
37,032 |
+939 |
Oct11 |
110510 |
99.855 |
99.865 |
99.855 |
99.860 |
unch |
5,419 |
48,915 |
+1,049 |
Total Volume and Open Interest |
80,759 |
672,045 |
+9,553 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110510 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.005 |
0 |
750 |
+0 |
Sep11 |
110510 |
99.683 |
99.683 |
99.683 |
99.683 |
+0.005 |
|
|
|
Dec11 |
110510 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.005 |
0 |
75 |
+0 |
Mar12 |
110510 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.005 |
|
|
|
Jun12 |
110510 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
Sep12 |
110510 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Dec12 |
110510 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Mar13 |
110510 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Jun13 |
110510 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Sep13 |
110510 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110510 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
602 |
6,003 |
+602 |
Sep11 |
110510 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
159 |
1,474 |
-59 |
Dec11 |
110510 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
88 |
1,837 |
-107 |
Mar12 |
110510 |
99.68 |
99.68 |
99.67 |
99.67 |
+0.00 |
0 |
3,672 |
+0 |
Jun12 |
110510 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110510 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
411 |
+0 |
Dec12 |
110510 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
24 |
+0 |
Mar13 |
110510 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
849 |
14,676 |
-78 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110510 |
140.65 |
140.83 |
140.57 |
140.58 |
-0.22 |
3,806 |
16,984 |
+16,984 |
Sep11 |
110510 |
140.45 |
140.45 |
140.33 |
140.33 |
-0.02 |
24 |
20 |
+1 |
Dec11 |
110510 |
138.24 |
138.24 |
138.24 |
138.24 |
-0.02 |
|
|
|
Total Volume and Open Interest |
3,330 |
18,854 |
+360 |
Euro-Bund(EUREX) |
Jun11 |
110510 |
124.18 |
124.23 |
123.86 |
124.01 |
-0.27 |
1,238,964 |
966,852 |
+37,017 |
Sep11 |
110510 |
123.93 |
123.93 |
123.60 |
123.72 |
-0.29 |
465 |
15,589 |
+13 |
Dec11 |
110510 |
122.91 |
122.91 |
122.91 |
122.91 |
-0.27 |
94 |
0 |
+0 |
Total Volume and Open Interest |
1,239,523 |
982,441 |
+37,030 |
Euro-Bobl(EUREX) |
Jun11 |
110506 |
115.41 |
115.82 |
115.22 |
115.71 |
+0.23 |
725,341 |
811,181 |
+16,712 |
Sep11 |
110510 |
115.32 |
115.32 |
115.18 |
115.24 |
-0.08 |
1,453 |
31,687 |
+717 |
Dec11 |
110510 |
115.41 |
115.41 |
115.41 |
115.41 |
-0.08 |
|
|
|
Total Volume and Open Interest |
712,642 |
830,722 |
+4,293 |
3-Mth Euribor(EUREX) |
Jun11 |
110510 |
98.480 |
98.490 |
98.480 |
98.490 |
+0.005 |
19 |
5,319 |
-490 |
Sep11 |
110510 |
98.205 |
98.215 |
98.205 |
98.210 |
-0.005 |
76 |
2,299 |
-49 |
Dec11 |
110510 |
98.010 |
98.010 |
98.000 |
98.005 |
-0.010 |
47 |
1,108 |
-24 |
Total Volume and Open Interest |
233 |
11,096 |
-552 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110510 |
119~08 |
119~08 |
119~07 |
119~07 |
-0~07 |
1 |
4 |
-9 |
Total Volume and Open Interest |
123,537 |
394,754 |
-2,151 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110510 |
99.17 |
99.18 |
99.16 |
99.18 |
+0.01 |
34,442 |
459,802 |
-14,734 |
Sep11 |
110510 |
99.07 |
99.09 |
99.06 |
99.09 |
+0.02 |
56,220 |
440,843 |
-11,378 |
Dec11 |
110510 |
98.91 |
98.94 |
98.90 |
98.93 |
+0.02 |
75,363 |
459,863 |
+21,274 |
Mar12 |
110510 |
98.75 |
98.79 |
98.73 |
98.77 |
+0.02 |
79,293 |
406,386 |
+14,779 |
Jun12 |
110510 |
98.54 |
98.58 |
98.53 |
98.56 |
unch |
83,472 |
367,448 |
-3,898 |
Sep12 |
110510 |
98.33 |
98.36 |
98.30 |
98.34 |
-0.01 |
56,331 |
230,627 |
+5,370 |
Total Volume and Open Interest |
505,219 |
2,852,736 |
+38,554 |
3-Mth Euribor(LIFFE) |
Jun11 |
110510 |
98.490 |
98.495 |
98.470 |
98.490 |
+0.005 |
239,646 |
917,039 |
-146,077 |
Sep11 |
110510 |
98.210 |
98.225 |
98.190 |
98.210 |
-0.005 |
376,113 |
915,308 |
-52,477 |
Dec11 |
110510 |
98.010 |
98.020 |
97.980 |
98.005 |
-0.010 |
305,401 |
793,407 |
-68,034 |
Total Volume and Open Interest |
1,875,319 |
4,813,314 |
-280,026 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110510 |
94.91 |
94.95 |
94.91 |
94.94 |
+0.03 |
32,410 |
173,663 |
-11,560 |
Sep11 |
110510 |
94.80 |
94.85 |
94.79 |
94.84 |
+0.04 |
47,651 |
218,139 |
-20,652 |
Dec11 |
110510 |
94.69 |
94.75 |
94.69 |
94.75 |
+0.05 |
42,106 |
150,778 |
-3,422 |
Mar12 |
110510 |
94.63 |
94.69 |
94.62 |
94.68 |
+0.05 |
13,477 |
85,257 |
+1,204 |
Jun12 |
110510 |
94.59 |
94.64 |
94.59 |
94.63 |
+0.04 |
3,290 |
49,879 |
+983 |
Sep12 |
110510 |
94.55 |
94.60 |
94.55 |
94.58 |
+0.03 |
1,308 |
49,901 |
-633 |
Dec12 |
110510 |
94.50 |
94.57 |
94.50 |
94.54 |
+0.04 |
1,847 |
24,753 |
+993 |
Mar13 |
110510 |
94.46 |
94.54 |
94.45 |
94.51 |
+0.05 |
1,611 |
17,281 |
+889 |
Jun13 |
110510 |
94.41 |
94.48 |
94.41 |
94.47 |
+0.05 |
259 |
1,609 |
+239 |
Sep13 |
110510 |
94.36 |
94.41 |
94.36 |
94.41 |
+0.05 |
10 |
974 |
+3 |
Total Volume and Open Interest |
143,969 |
773,088 |
-31,956 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110510 |
94.57 |
94.61 |
94.57 |
94.61 |
+0.03 |
70,435 |
406,922 |
-8,757 |
Sep11 |
110510 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.03 |
|
|
|
Total Volume and Open Interest |
70,435 |
406,922 |
-8,757 |
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 |
110510 |
94.87 |
94.87 |
94.87 |
94.87 |
+0.05 |
|
|
|
Total Volume and Open Interest |
203,367 |
675,660 |
-44,791 |
Gold(CMX) |
Jun11 |
110510 |
1512.5 |
1520.0 |
1505.2 |
1516.9 |
+13.7 |
264,796 |
304,025 |
-16,437 |
Aug11 |
110510 |
1513.8 |
1521.0 |
1507.1 |
1518.2 |
+13.7 |
18,548 |
86,674 |
+7,383 |
Oct11 |
110510 |
1512.9 |
1522.1 |
1510.0 |
1519.5 |
+13.7 |
1,110 |
6,627 |
+302 |
Dec11 |
110510 |
1514.7 |
1523.0 |
1510.0 |
1520.8 |
+13.8 |
12,673 |
46,799 |
+4,426 |
Feb12 |
110510 |
1515.2 |
1524.7 |
1512.4 |
1522.0 |
+13.8 |
960 |
6,971 |
-15 |
Apr12 |
110510 |
1522.7 |
1523.4 |
1522.7 |
1523.4 |
+13.8 |
231 |
5,144 |
-125 |
Jun12 |
110510 |
1525.7 |
1525.7 |
1525.0 |
1525.0 |
+14.0 |
260 |
8,821 |
-44 |
Aug12 |
110510 |
1527.3 |
1527.3 |
1527.3 |
1527.3 |
+14.1 |
6 |
3,104 |
+6 |
Oct12 |
110510 |
1529.9 |
1529.9 |
1529.9 |
1529.9 |
+14.3 |
0 |
3,271 |
+0 |
Dec12 |
110510 |
1529.0 |
1533.1 |
1522.8 |
1533.1 |
+14.3 |
82 |
12,121 |
+38 |
Feb13 |
110510 |
1536.8 |
1536.8 |
1536.8 |
1536.8 |
+14.6 |
0 |
108 |
+0 |
Total Volume and Open Interest |
299,896 |
512,700 |
-4,448 |
Silver(CMX) |
May11 |
110510 |
3770.0 |
3869.5 |
3761.5 |
3848.0 |
+137.0 |
479 |
615 |
-12 |
Jul11 |
110510 |
3773.5 |
3881.5 |
3730.0 |
3848.6 |
+137.0 |
178,981 |
72,192 |
-4,948 |
Sep11 |
110510 |
3768.0 |
3878.0 |
3740.0 |
3849.7 |
+137.2 |
2,761 |
10,060 |
-333 |
Dec11 |
110510 |
3768.5 |
3877.5 |
3735.0 |
3849.2 |
+137.4 |
3,911 |
22,683 |
+13 |
Mar12 |
110510 |
3759.5 |
3844.5 |
3759.5 |
3844.3 |
+138.0 |
56 |
2,771 |
+1 |
May12 |
110510 |
3833.0 |
3840.1 |
3833.0 |
3840.1 |
+138.1 |
68 |
1,004 |
+1 |
Jul12 |
110510 |
3800.0 |
3836.2 |
3786.0 |
3836.2 |
+138.4 |
102 |
1,729 |
-12 |
Total Volume and Open Interest |
194,448 |
129,454 |
-5,350 |
Platinum(NYMEX) |
Jul11 |
110510 |
1796.0 |
1807.8 |
1789.5 |
1800.9 |
+5.8 |
7,134 |
35,189 |
-709 |
Oct11 |
110510 |
1800.0 |
1806.7 |
1793.0 |
1804.8 |
+6.3 |
76 |
1,675 |
-27 |
Jan12 |
110510 |
1806.7 |
1806.8 |
1798.0 |
1806.8 |
+6.3 |
0 |
50 |
+0 |
Apr12 |
110510 |
1808.8 |
1808.8 |
1808.8 |
1808.8 |
+6.3 |
0 |
24 |
+0 |
Total Volume and Open Interest |
7,210 |
36,953 |
-736 |
Palladium(NYMEX) |
Jun11 |
110510 |
728.00 |
740.75 |
727.25 |
732.65 |
+3.65 |
5,910 |
18,162 |
-530 |
Sep11 |
110510 |
729.60 |
741.85 |
729.60 |
734.30 |
+3.70 |
152 |
2,017 |
+30 |
Dec11 |
110510 |
738.60 |
741.85 |
732.85 |
735.30 |
+3.70 |
32 |
380 |
+27 |
Total Volume and Open Interest |
6,094 |
20,562 |
-473 |
Copper(CMX) |
May11 |
110510 |
406.00 |
406.00 |
400.95 |
402.95 |
+2.55 |
965 |
2,641 |
-327 |
Jul11 |
110510 |
405.50 |
408.40 |
400.40 |
404.20 |
+2.55 |
51,081 |
75,262 |
-3,292 |
Sep11 |
110510 |
406.55 |
409.70 |
402.30 |
405.95 |
+2.55 |
5,240 |
25,492 |
+857 |
Dec11 |
110510 |
408.35 |
410.40 |
404.95 |
407.70 |
+2.50 |
2,911 |
10,684 |
+1,854 |
Mar12 |
110510 |
409.85 |
409.85 |
408.50 |
408.80 |
+2.45 |
358 |
2,941 |
+188 |
Total Volume and Open Interest |
61,339 |
123,900 |
-622 |
DJIA Index(CBOT) |
Jun11 |
110510 |
12636 |
12735 |
12603 |
12700 |
+69 |
1,097 |
23,565 |
-22 |
Sep11 |
110510 |
12636 |
12636 |
12630 |
12630 |
+68 |
1 |
14 |
+0 |
Dec11 |
110510 |
12559 |
12559 |
12491 |
12559 |
+68 |
0 |
1 |
+0 |
Mar12 |
110510 |
12499 |
12499 |
12431 |
12499 |
+68 |
|
|
|
Total Volume and Open Interest |
1,098 |
23,580 |
-22 |
S & P 500(CME) |
Jun11 |
110510 |
1342.40 |
1356.30 |
1339.20 |
1353.80 |
+11.10 |
17,738 |
308,933 |
-1,986 |
Sep11 |
110510 |
1348.40 |
1350.90 |
1348.40 |
1348.40 |
+11.10 |
345 |
6,724 |
+254 |
Dec11 |
110510 |
1343.00 |
1345.40 |
1343.00 |
1343.00 |
+11.20 |
861 |
4,818 |
+829 |
Mar12 |
110510 |
1338.00 |
1340.40 |
1338.00 |
1338.00 |
+11.20 |
|
|
|
Total Volume and Open Interest |
18,944 |
320,480 |
-903 |
S & P 500 E-Mini(Globex) |
Jun11 |
110510 |
1353.75 |
1354.00 |
1353.00 |
1353.75 |
+10.00 |
|
|
|
Sep11 |
110510 |
1338.75 |
1350.25 |
1334.00 |
1348.50 |
+11.25 |
3,938 |
23,353 |
+1,912 |
Total Volume and Open Interest |
2,677,394 |
2,778,612 |
-4,993 |
NASDAQ 100(CME) |
Jun11 |
110510 |
2388.50 |
2413.00 |
2383.50 |
2409.30 |
+22.80 |
2,096 |
24,862 |
+419 |
Sep11 |
110510 |
2405.50 |
2405.50 |
2405.00 |
2405.50 |
+22.70 |
0 |
52 |
+0 |
Dec11 |
110510 |
2402.00 |
2402.00 |
2401.50 |
2402.00 |
+22.70 |
|
|
|
Total Volume and Open Interest |
2,096 |
24,914 |
+419 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110510 |
2386.30 |
2412.00 |
2382.80 |
2409.30 |
+22.80 |
358,939 |
400,545 |
-3,932 |
Sep11 |
110510 |
2385.50 |
2407.00 |
2379.50 |
2405.50 |
+22.70 |
193 |
1,184 |
-16 |
Total Volume and Open Interest |
359,132 |
401,736 |
-3,948 |
S & P Midcap 400(CME) |
Jun11 |
110510 |
1007.60 |
1010.00 |
1007.60 |
1007.60 |
+10.60 |
182 |
1,990 |
+0 |
Sep11 |
110510 |
1005.40 |
1007.80 |
1005.40 |
1005.40 |
+10.60 |
|
|
|
Dec11 |
110510 |
1003.80 |
1006.20 |
1003.80 |
1003.80 |
+10.60 |
|
|
|
Total Volume and Open Interest |
182 |
1,990 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110510 |
9910 |
9910 |
9910 |
9910 |
+110 |
|
|
|
Sep11 |
110510 |
9910 |
9940 |
9830 |
9940 |
+110 |
2 |
18 |
-1 |
Total Volume and Open Interest |
11,123 |
55,453 |
+450 |
Nikkei 225(SGX) |
Jun11 |
110510 |
9810 |
9855 |
9755 |
9825 |
+10 |
64,205 |
235,104 |
+9,647 |
Sep11 |
110510 |
9815 |
9825 |
9760 |
9825 |
+10 |
8 |
1,415 |
+14 |
Dec11 |
110510 |
9765 |
9765 |
9765 |
9765 |
+5 |
0 |
6,259 |
+0 |
Total Volume and Open Interest |
64,508 |
249,080 |
+3,514 |
CAC 40(EURONEXT) |
May11 |
110510 |
3969.0 |
4039.5 |
3964.5 |
4020.0 |
+50.5 |
170,795 |
302,248 |
-5,143 |
Jun11 |
110510 |
3930.5 |
3994.0 |
3930.5 |
3977.5 |
+50.5 |
25,344 |
79,661 |
+29,420 |
Jul11 |
110510 |
3973.0 |
3973.0 |
3973.0 |
3973.0 |
+50.5 |
|
|
|
Total Volume and Open Interest |
196,139 |
381,910 |
+24,277 |
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 |
110510 |
7429.5 |
7547.0 |
7426.0 |
7507.0 |
+80.5 |
150,938 |
176,950 |
+2,077 |
Sep11 |
110510 |
7466.0 |
7569.5 |
7466.0 |
7532.5 |
+80.5 |
215 |
6,071 |
-61 |
Dec11 |
110510 |
7505.0 |
7583.0 |
7505.0 |
7565.5 |
+81.0 |
58 |
956 |
-37 |
Total Volume and Open Interest |
151,211 |
183,977 |
+1,979 |
FT-SE 100(EURONEXT) |
Jun11 |
110510 |
5926.50 |
6017.00 |
5913.00 |
5990.50 |
+76.00 |
130,716 |
691,767 |
+7,885 |
Sep11 |
110510 |
5919.00 |
5978.00 |
5919.00 |
5954.00 |
+75.50 |
22 |
635 |
+5 |
Dec11 |
110510 |
5913.50 |
5932.00 |
5913.50 |
5932.00 |
+75.50 |
10 |
175 |
+0 |
Total Volume and Open Interest |
130,748 |
692,587 |
+7,890 |
SPI 200(SFE) |
Jun11 |
110510 |
4762.0 |
4783.0 |
4714.0 |
4719.0 |
-45.0 |
42,725 |
183,922 |
-8,936 |
Sep11 |
110510 |
4760.0 |
4760.0 |
4706.0 |
4710.0 |
-43.0 |
19 |
3,692 |
+3 |
Dec11 |
110510 |
4729.0 |
4729.0 |
4729.0 |
4729.0 |
-45.0 |
0 |
2,521 |
-56 |
Total Volume and Open Interest |
43,230 |
192,374 |
-8,548 |
GSCI(CME) |
May11 |
110510 |
47.64 |
53.14 |
40.14 |
53.14 |
+9.00 |
2,713 |
10,637 |
-1,113 |
Jun11 |
110510 |
48.14 |
54.04 |
41.14 |
53.74 |
+9.00 |
1,887 |
1,804 |
+1,761 |
Jul11 |
110510 |
47.14 |
51.64 |
40.14 |
51.44 |
+8.30 |
|
|
|
Total Volume and Open Interest |
4,600 |
12,441 |
+648 |
Reuters CCI(ICE) |
Jun11 |
110510 |
349.30 |
349.30 |
349.30 |
349.30 |
+4.00 |
|
|
|
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. |
|
|