|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed May 11, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110511 |
1340.00 |
1340.00 |
1319.00 |
1333.50 |
-6.50 |
1,158 |
1,452 |
-637 |
Jul11 |
110511 |
1338.00 |
1343.50 |
1313.50 |
1331.75 |
-6.25 |
59,154 |
258,595 |
-3,786 |
Aug11 |
110511 |
1337.00 |
1342.25 |
1313.50 |
1331.25 |
-5.75 |
5,843 |
19,458 |
+711 |
Sep11 |
110511 |
1329.50 |
1333.75 |
1309.75 |
1325.25 |
-4.50 |
1,444 |
16,041 |
-3 |
Nov11 |
110511 |
1322.50 |
1328.25 |
1303.75 |
1321.00 |
-1.50 |
17,355 |
198,382 |
-619 |
Jan12 |
110511 |
1329.50 |
1335.00 |
1317.25 |
1329.00 |
-0.50 |
1,588 |
22,995 |
-62 |
Mar12 |
110511 |
1329.00 |
1331.75 |
1318.75 |
1329.25 |
-2.50 |
449 |
14,206 |
+67 |
Total Volume and Open Interest |
88,771 |
557,499 |
-4,130 |
Soybean Meal(CBOT) |
May11 |
110511 |
344.90 |
346.30 |
339.00 |
344.10 |
-2.20 |
423 |
967 |
-59 |
Jul11 |
110511 |
349.00 |
350.70 |
342.00 |
347.60 |
-2.70 |
26,319 |
99,012 |
+555 |
Aug11 |
110511 |
350.50 |
351.00 |
343.60 |
349.10 |
-2.60 |
3,010 |
31,570 |
+495 |
Sep11 |
110511 |
349.50 |
349.80 |
342.50 |
347.60 |
-2.40 |
1,151 |
16,714 |
+252 |
Oct11 |
110511 |
341.00 |
344.50 |
339.00 |
342.50 |
-2.00 |
510 |
15,398 |
+155 |
Dec11 |
110511 |
343.60 |
344.90 |
338.50 |
342.80 |
-1.60 |
4,592 |
50,432 |
-44 |
Jan12 |
110511 |
342.70 |
345.00 |
340.00 |
344.20 |
-1.50 |
74 |
3,736 |
+5 |
Mar12 |
110511 |
342.50 |
347.50 |
342.50 |
345.80 |
-1.70 |
138 |
3,368 |
+68 |
Total Volume and Open Interest |
36,558 |
228,634 |
+1,539 |
Soybean Oil(CBOT) |
May11 |
110511 |
56.21 |
56.21 |
55.80 |
56.07 |
-0.42 |
370 |
1,157 |
-234 |
Jul11 |
110511 |
56.84 |
57.02 |
55.85 |
56.30 |
-0.50 |
33,025 |
148,256 |
-1,648 |
Aug11 |
110511 |
57.03 |
57.24 |
56.13 |
56.56 |
-0.49 |
3,242 |
29,198 |
+169 |
Sep11 |
110511 |
57.30 |
57.35 |
56.36 |
56.81 |
-0.49 |
2,482 |
22,911 |
-227 |
Oct11 |
110511 |
57.64 |
57.65 |
56.70 |
57.01 |
-0.45 |
487 |
14,477 |
-45 |
Dec11 |
110511 |
57.73 |
57.97 |
56.92 |
57.39 |
-0.39 |
6,948 |
74,409 |
-980 |
Jan12 |
110511 |
57.51 |
57.98 |
57.30 |
57.61 |
-0.37 |
96 |
5,241 |
-8 |
Mar12 |
110511 |
57.61 |
58.02 |
57.55 |
57.71 |
-0.31 |
40 |
4,472 |
+1 |
Total Volume and Open Interest |
47,098 |
305,855 |
-2,853 |
Canola(WCE) |
May11 |
110511 |
556.3 |
556.3 |
556.3 |
556.3 |
-8.4 |
1 |
0 |
-9 |
Jul11 |
110511 |
574.1 |
575.9 |
561.0 |
565.3 |
-8.4 |
11,155 |
77,923 |
-2,118 |
Nov11 |
110511 |
567.5 |
568.5 |
555.7 |
560.3 |
-6.9 |
3,897 |
74,457 |
-254 |
Jan12 |
110511 |
574.3 |
574.3 |
562.7 |
567.5 |
-6.8 |
64 |
6,588 |
+0 |
Mar12 |
110511 |
571.9 |
571.9 |
571.2 |
571.2 |
-5.9 |
28 |
1,206 |
+26 |
Total Volume and Open Interest |
15,163 |
162,490 |
-2,344 |
Corn(CBOT) |
May11 |
110511 |
708.00 |
711.25 |
668.50 |
668.75 |
-37.25 |
4,106 |
4,138 |
-1,355 |
Jul11 |
110511 |
708.75 |
712.25 |
677.25 |
677.25 |
-30.00 |
142,441 |
644,397 |
-5,152 |
Sep11 |
110511 |
682.00 |
685.75 |
651.25 |
651.25 |
-30.00 |
38,315 |
165,022 |
-1,981 |
Dec11 |
110511 |
652.75 |
657.00 |
622.75 |
626.00 |
-26.75 |
60,300 |
453,008 |
+92 |
Mar12 |
110511 |
663.75 |
668.00 |
634.75 |
637.25 |
-27.50 |
6,358 |
75,323 |
-139 |
May12 |
110511 |
675.25 |
675.25 |
644.00 |
645.25 |
-27.25 |
1,456 |
16,724 |
+40 |
Total Volume and Open Interest |
257,609 |
1,454,290 |
-7,828 |
Wheat(CBOT) |
May11 |
110511 |
754.75 |
769.00 |
727.75 |
727.75 |
-41.25 |
955 |
118 |
-63 |
Jul11 |
110511 |
798.75 |
804.50 |
756.50 |
759.00 |
-39.75 |
57,813 |
226,199 |
-2,193 |
Sep11 |
110511 |
840.75 |
846.75 |
803.00 |
805.00 |
-36.50 |
15,426 |
71,513 |
-1,010 |
Dec11 |
110511 |
887.50 |
893.00 |
855.00 |
856.75 |
-31.00 |
18,149 |
99,055 |
+984 |
Mar12 |
110511 |
922.50 |
924.75 |
893.75 |
896.50 |
-26.00 |
3,148 |
15,318 |
+680 |
Total Volume and Open Interest |
100,011 |
453,983 |
-358 |
Wheat(KCBT) |
May11 |
110511 |
922.00 |
922.00 |
905.00 |
905.00 |
-27.50 |
215 |
15 |
-127 |
Jul11 |
110511 |
930.25 |
935.00 |
895.75 |
900.00 |
-28.50 |
13,337 |
89,739 |
+366 |
Sep11 |
110511 |
945.50 |
949.00 |
914.25 |
917.50 |
-27.75 |
4,332 |
31,674 |
+570 |
Dec11 |
110511 |
965.25 |
969.00 |
936.00 |
940.00 |
-22.50 |
5,265 |
38,857 |
+515 |
Mar12 |
110511 |
980.00 |
980.00 |
950.75 |
955.00 |
-23.50 |
559 |
5,001 |
+71 |
Total Volume and Open Interest |
24,185 |
173,437 |
+1,511 |
Wheat(MGE) |
May11 |
110511 |
956.00 |
956.00 |
937.00 |
937.00 |
-34.00 |
5 |
1,032 |
-52 |
Jul11 |
110511 |
959.00 |
964.00 |
920.75 |
925.50 |
-33.75 |
2,495 |
20,016 |
-121 |
Sep11 |
110511 |
959.50 |
964.00 |
924.50 |
927.75 |
-31.75 |
881 |
16,441 |
-152 |
Dec11 |
110511 |
972.00 |
975.50 |
936.00 |
940.25 |
-31.25 |
1,145 |
12,118 |
-287 |
Mar12 |
110511 |
981.25 |
984.75 |
948.75 |
952.25 |
-29.00 |
179 |
2,604 |
+21 |
Total Volume and Open Interest |
4,888 |
55,196 |
-532 |
Oats(CBOT) |
May11 |
110511 |
337.00 |
347.00 |
337.00 |
337.00 |
-10.00 |
10 |
64 |
+9 |
Jul11 |
110511 |
355.25 |
357.25 |
336.00 |
342.00 |
-10.00 |
527 |
8,960 |
-64 |
Sep11 |
110511 |
350.25 |
359.00 |
349.00 |
349.00 |
-10.00 |
10 |
294 |
+8 |
Dec11 |
110511 |
368.00 |
370.75 |
353.00 |
357.00 |
-10.00 |
111 |
3,204 |
+32 |
Total Volume and Open Interest |
658 |
12,544 |
-15 |
Rough Rice(CBOT) |
May11 |
110511 |
14.13 |
14.13 |
13.75 |
13.75 |
-0.23 |
2 |
24 |
-1 |
Jul11 |
110511 |
14.26 |
14.38 |
13.92 |
13.95 |
-0.22 |
636 |
15,291 |
-159 |
Sep11 |
110511 |
15.16 |
15.26 |
14.84 |
14.88 |
-0.19 |
243 |
5,083 |
-58 |
Nov11 |
110511 |
15.44 |
15.44 |
15.18 |
15.21 |
-0.18 |
84 |
1,313 |
+54 |
Total Volume and Open Interest |
969 |
22,239 |
-162 |
Live Cattle(CME) |
Jun11 |
110511 |
109.580 |
110.200 |
108.980 |
109.050 |
-0.130 |
29,626 |
113,005 |
-8,144 |
Aug11 |
110511 |
111.135 |
111.730 |
110.500 |
110.650 |
-0.080 |
26,858 |
101,749 |
+1,471 |
Oct11 |
110511 |
117.400 |
117.750 |
116.180 |
116.300 |
-0.780 |
12,165 |
72,130 |
+3,192 |
Dec11 |
110511 |
119.730 |
120.050 |
118.400 |
118.700 |
-0.730 |
3,796 |
45,531 |
-29 |
Feb12 |
110511 |
120.450 |
120.500 |
119.035 |
119.350 |
-0.650 |
1,585 |
11,893 |
-102 |
Apr12 |
110511 |
121.000 |
121.000 |
119.650 |
119.750 |
-1.150 |
239 |
5,291 |
+46 |
Total Volume and Open Interest |
74,293 |
350,749 |
-3,553 |
Feeder Cattle(CME) |
May11 |
110511 |
128.825 |
129.685 |
128.600 |
128.825 |
+0.750 |
898 |
5,020 |
-287 |
Aug11 |
110511 |
132.900 |
134.050 |
132.825 |
133.035 |
+0.655 |
2,911 |
23,672 |
-329 |
Sep11 |
110511 |
134.100 |
135.000 |
133.750 |
134.000 |
+0.650 |
505 |
4,895 |
-14 |
Oct11 |
110511 |
134.600 |
135.600 |
134.285 |
134.575 |
+0.475 |
385 |
3,543 |
+65 |
Nov11 |
110511 |
134.600 |
135.400 |
134.100 |
134.100 |
+0.600 |
81 |
1,493 |
+10 |
Jan12 |
110511 |
134.350 |
134.950 |
133.850 |
134.035 |
+0.235 |
40 |
414 |
+6 |
Mar12 |
110511 |
133.000 |
133.000 |
132.500 |
133.000 |
+0.500 |
0 |
35 |
+0 |
Total Volume and Open Interest |
4,820 |
39,074 |
-549 |
Lean Hogs(CME) |
May11 |
110511 |
92.200 |
92.430 |
92.000 |
92.035 |
-0.015 |
500 |
1,543 |
-142 |
Jun11 |
110511 |
93.885 |
94.230 |
92.950 |
93.230 |
-0.250 |
23,229 |
63,093 |
-4,472 |
Jul11 |
110511 |
94.180 |
94.500 |
93.000 |
93.430 |
-0.455 |
11,191 |
37,269 |
+3,493 |
Aug11 |
110511 |
95.350 |
95.400 |
93.830 |
94.100 |
-0.800 |
6,753 |
39,056 |
+571 |
Oct11 |
110511 |
87.850 |
87.950 |
86.300 |
86.900 |
-0.600 |
3,621 |
35,709 |
+839 |
Dec11 |
110511 |
84.650 |
84.730 |
82.950 |
83.480 |
-0.770 |
1,308 |
28,827 |
+167 |
Feb12 |
110511 |
86.250 |
86.250 |
84.535 |
85.300 |
-0.850 |
367 |
7,472 |
+102 |
Apr12 |
110511 |
87.035 |
87.250 |
85.300 |
86.250 |
-0.900 |
154 |
4,420 |
+50 |
Total Volume and Open Interest |
47,193 |
219,501 |
+608 |
Class III Milk(CME) |
May11 |
110511 |
16.51 |
16.51 |
16.32 |
16.36 |
-0.13 |
30 |
5,314 |
-4 |
Jun11 |
110511 |
17.39 |
17.40 |
16.69 |
16.76 |
-0.62 |
137 |
4,653 |
-7 |
Jul11 |
110511 |
17.77 |
17.77 |
17.22 |
17.24 |
-0.57 |
63 |
3,499 |
+0 |
Aug11 |
110511 |
17.90 |
17.95 |
17.50 |
17.52 |
-0.43 |
27 |
3,368 |
+3 |
Sep11 |
110511 |
17.96 |
18.01 |
17.53 |
17.56 |
-0.45 |
8 |
3,426 |
+0 |
Total Volume and Open Interest |
360 |
31,371 |
+43 |
Cocoa(ICE) |
May11 |
110511 |
3115 |
3115 |
3115 |
3115 |
-20 |
2 |
98 |
-2 |
Jul11 |
110511 |
3119 |
3172 |
3069 |
3118 |
+13 |
9,193 |
69,366 |
-1,642 |
Sep11 |
110511 |
3135 |
3170 |
3081 |
3128 |
+12 |
2,152 |
26,054 |
+339 |
Dec11 |
110511 |
3102 |
3200 |
3102 |
3152 |
+16 |
1,404 |
26,044 |
+490 |
Mar12 |
110511 |
3150 |
3218 |
3150 |
3198 |
+14 |
260 |
22,337 |
+126 |
May12 |
110511 |
3184 |
3187 |
3184 |
3187 |
+12 |
36 |
5,615 |
+10 |
Jul12 |
110511 |
3130 |
3191 |
3130 |
3178 |
+8 |
64 |
1,598 |
+50 |
Total Volume and Open Interest |
13,173 |
156,124 |
-628 |
Coffee "C"(ICE) |
May11 |
110511 |
282.20 |
282.65 |
272.50 |
272.50 |
-9.20 |
33 |
332 |
-3 |
Jul11 |
110511 |
283.00 |
283.60 |
272.55 |
273.15 |
-9.45 |
8,780 |
66,536 |
+208 |
Sep11 |
110511 |
285.45 |
286.00 |
275.50 |
275.95 |
-9.50 |
2,485 |
21,797 |
-431 |
Dec11 |
110511 |
287.00 |
287.55 |
279.40 |
279.45 |
-9.45 |
1,655 |
18,919 |
+330 |
Mar12 |
110511 |
289.60 |
289.60 |
280.70 |
281.15 |
-9.75 |
463 |
4,618 |
+233 |
May12 |
110511 |
284.75 |
284.80 |
281.60 |
282.00 |
-8.95 |
34 |
2,365 |
+8 |
Total Volume and Open Interest |
13,622 |
116,612 |
+460 |
Orange Juice(ICE) |
May11 |
110511 |
170.75 |
170.75 |
170.75 |
170.75 |
unch |
1 |
214 |
-1 |
Jul11 |
110511 |
170.95 |
174.80 |
170.85 |
172.00 |
+1.30 |
883 |
23,526 |
+39 |
Sep11 |
110511 |
169.80 |
169.80 |
166.25 |
166.90 |
+0.65 |
70 |
2,688 |
-5 |
Nov11 |
110511 |
163.85 |
163.85 |
163.85 |
163.85 |
+0.85 |
14 |
1,638 |
+14 |
Jan12 |
110511 |
163.25 |
163.25 |
162.60 |
162.60 |
+0.75 |
4 |
208 |
+4 |
Mar12 |
110511 |
162.25 |
162.25 |
162.00 |
162.00 |
+0.45 |
0 |
86 |
+0 |
Total Volume and Open Interest |
972 |
28,454 |
+51 |
Sugar #11(ICE) |
Jul11 |
110511 |
22.07 |
22.08 |
20.79 |
20.94 |
-0.93 |
31,650 |
277,563 |
+2,792 |
Oct11 |
110511 |
22.30 |
22.30 |
21.01 |
21.19 |
-0.80 |
18,058 |
133,675 |
+134 |
Mar12 |
110511 |
22.48 |
22.53 |
21.62 |
21.81 |
-0.67 |
8,113 |
76,657 |
+1,140 |
May12 |
110511 |
22.31 |
22.33 |
21.54 |
21.73 |
-0.58 |
3,010 |
23,567 |
+230 |
Jul12 |
110511 |
22.20 |
22.20 |
21.54 |
21.75 |
-0.45 |
2,296 |
17,842 |
+396 |
Total Volume and Open Interest |
64,248 |
572,360 |
+5,033 |
London Cocoa(LCE) |
May11 |
110511 |
1889 |
1904 |
1858 |
1883 |
+4 |
3,331 |
28,080 |
-1,428 |
Jul11 |
110511 |
1917 |
1937 |
1887 |
1912 |
+3 |
5,640 |
62,139 |
+1,297 |
Sep11 |
110511 |
1935 |
1953 |
1905 |
1931 |
+3 |
1,561 |
30,254 |
+40 |
Dec11 |
110511 |
1957 |
1975 |
1927 |
1953 |
+4 |
1,322 |
31,529 |
-205 |
Mar12 |
110511 |
1978 |
1998 |
1950 |
1975 |
+3 |
892 |
29,012 |
-124 |
May12 |
110511 |
1995 |
2009 |
1967 |
1990 |
+3 |
91 |
9,037 |
+12 |
Jul12 |
110511 |
2007 |
2016 |
2000 |
2000 |
+2 |
13 |
4,043 |
+1 |
Total Volume and Open Interest |
12,850 |
204,551 |
-407 |
London Sugar(LCE) |
Aug11 |
110511 |
607.50 |
609.10 |
592.00 |
594.40 |
-18.20 |
2,164 |
24,845 |
-33 |
Oct11 |
110511 |
580.00 |
582.40 |
565.00 |
567.40 |
-19.30 |
590 |
8,029 |
-118 |
Dec11 |
110511 |
588.50 |
590.90 |
574.50 |
576.70 |
-19.70 |
232 |
3,583 |
+175 |
Mar12 |
110511 |
587.50 |
588.60 |
571.50 |
572.90 |
-20.00 |
86 |
2,243 |
+61 |
May12 |
110511 |
580.70 |
582.00 |
568.00 |
568.10 |
-17.50 |
29 |
1,345 |
-12 |
Total Volume and Open Interest |
3,280 |
41,266 |
+178 |
Cotton(ICE) |
Jul11 |
110511 |
152.00 |
155.12 |
147.76 |
150.30 |
-1.10 |
7,286 |
69,178 |
+521 |
Oct11 |
110511 |
141.00 |
141.00 |
132.00 |
135.30 |
-3.02 |
14 |
442 |
-4 |
Dec11 |
110511 |
126.09 |
126.26 |
122.30 |
125.19 |
-0.73 |
1,972 |
60,954 |
+502 |
Mar12 |
110511 |
121.10 |
121.10 |
115.53 |
118.47 |
-0.35 |
259 |
8,584 |
+28 |
May12 |
110511 |
110.87 |
112.79 |
110.36 |
112.79 |
+0.23 |
10 |
2,174 |
-16 |
Jul12 |
110511 |
109.75 |
109.75 |
106.20 |
109.09 |
+0.32 |
3 |
3,116 |
+2 |
Total Volume and Open Interest |
9,544 |
146,702 |
+1,033 |
Lumber(CME) |
May11 |
110511 |
224.5 |
225.5 |
213.0 |
216.8 |
-7.6 |
234 |
468 |
-132 |
Jul11 |
110511 |
240.6 |
244.0 |
234.1 |
234.1 |
-6.9 |
397 |
6,986 |
+62 |
Sep11 |
110511 |
261.0 |
261.9 |
253.0 |
258.0 |
-3.5 |
90 |
1,939 |
+33 |
Nov11 |
110511 |
261.5 |
263.0 |
255.0 |
258.0 |
-5.2 |
1 |
486 |
+1 |
Total Volume and Open Interest |
722 |
9,892 |
-36 |
Crude Oil(NYM) |
Jun11 |
110511 |
103.69 |
104.60 |
97.50 |
98.21 |
-5.67 |
469,290 |
290,599 |
-18,128 |
Jul11 |
110511 |
104.37 |
105.16 |
98.07 |
98.77 |
-5.70 |
196,542 |
295,641 |
+24,297 |
Aug11 |
110511 |
104.84 |
105.52 |
98.40 |
99.12 |
-5.75 |
68,307 |
81,058 |
+3,046 |
Sep11 |
110511 |
104.82 |
105.73 |
98.70 |
99.37 |
-5.81 |
42,782 |
91,056 |
+157 |
Oct11 |
110511 |
104.94 |
105.81 |
98.87 |
99.51 |
-5.84 |
17,720 |
41,145 |
+111 |
Nov11 |
110511 |
105.07 |
105.74 |
98.82 |
99.58 |
-5.88 |
14,473 |
38,203 |
+1,165 |
Dec11 |
110511 |
105.15 |
106.14 |
98.84 |
99.62 |
-5.90 |
56,220 |
192,335 |
+3,710 |
Jan12 |
110511 |
105.07 |
105.30 |
99.15 |
99.59 |
-5.88 |
4,350 |
36,742 |
-62 |
Feb12 |
110511 |
104.77 |
104.82 |
98.76 |
99.52 |
-5.84 |
2,762 |
18,521 |
+39 |
Mar12 |
110511 |
105.79 |
105.80 |
99.41 |
99.41 |
-5.81 |
5,771 |
29,615 |
-350 |
Apr12 |
110511 |
104.88 |
104.88 |
99.26 |
99.28 |
-5.79 |
2,705 |
16,465 |
+855 |
May12 |
110511 |
102.93 |
102.93 |
99.12 |
99.12 |
-5.77 |
2,252 |
15,932 |
+600 |
Jun12 |
110511 |
104.60 |
104.72 |
98.30 |
98.96 |
-5.74 |
6,972 |
75,085 |
+406 |
Jul12 |
110511 |
98.69 |
98.69 |
98.69 |
98.69 |
-5.69 |
449 |
20,643 |
+141 |
Aug12 |
110511 |
98.38 |
98.38 |
98.38 |
98.38 |
-5.64 |
234 |
13,298 |
-15 |
Sep12 |
110511 |
98.11 |
98.11 |
98.11 |
98.11 |
-5.60 |
441 |
13,344 |
+180 |
Total Volume and Open Interest |
909,483 |
1,662,339 |
+16,892 |
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 |
110511 |
104.400 |
105.200 |
98.075 |
98.775 |
-5.700 |
1,051 |
781 |
+77 |
Aug11 |
110511 |
105.525 |
105.525 |
98.525 |
99.125 |
-5.750 |
178 |
130 |
-14 |
Sep11 |
110511 |
103.600 |
103.600 |
99.375 |
99.375 |
-5.800 |
10 |
92 |
-4 |
Oct11 |
110511 |
99.500 |
99.500 |
99.500 |
99.500 |
-5.850 |
7 |
43 |
+0 |
Nov11 |
110511 |
99.575 |
99.575 |
99.575 |
99.575 |
-5.875 |
3 |
16 |
+0 |
Dec11 |
110511 |
105.825 |
105.825 |
99.625 |
99.625 |
-5.900 |
31 |
314 |
+1 |
Jan12 |
110511 |
99.600 |
99.600 |
99.600 |
99.600 |
-5.875 |
1 |
6 |
-1 |
Feb12 |
110511 |
99.525 |
99.525 |
99.525 |
99.525 |
-5.825 |
0 |
6 |
+0 |
Total Volume and Open Interest |
16,535 |
4,623 |
-174 |
Heating Oil(NYM) |
Jun11 |
110511 |
301.25 |
302.24 |
289.11 |
289.83 |
-10.29 |
73,747 |
90,059 |
-9,810 |
Jul11 |
110511 |
301.77 |
303.27 |
290.53 |
291.23 |
-10.22 |
31,013 |
53,828 |
+3,889 |
Aug11 |
110511 |
304.40 |
304.40 |
292.00 |
292.62 |
-10.18 |
13,677 |
30,662 |
+907 |
Sep11 |
110511 |
304.76 |
305.85 |
294.01 |
294.26 |
-10.11 |
6,432 |
25,116 |
+344 |
Oct11 |
110511 |
306.63 |
307.00 |
295.12 |
295.87 |
-10.03 |
3,053 |
10,652 |
-123 |
Nov11 |
110511 |
308.36 |
308.41 |
297.40 |
297.40 |
-10.06 |
2,502 |
11,464 |
+239 |
Dec11 |
110511 |
308.85 |
310.32 |
298.12 |
298.84 |
-10.10 |
12,709 |
33,006 |
-188 |
Jan12 |
110511 |
306.87 |
306.87 |
300.12 |
300.32 |
-10.10 |
1,955 |
13,072 |
+430 |
Feb12 |
110511 |
306.09 |
307.84 |
300.69 |
300.69 |
-10.09 |
411 |
5,056 |
-17 |
Mar12 |
110511 |
306.12 |
306.12 |
299.87 |
299.87 |
-10.09 |
280 |
3,152 |
+19 |
Apr12 |
110511 |
301.33 |
301.33 |
298.00 |
298.00 |
-10.09 |
223 |
1,535 |
+24 |
May12 |
110511 |
300.00 |
300.00 |
296.35 |
296.35 |
-10.09 |
245 |
1,456 |
+39 |
Total Volume and Open Interest |
150,930 |
305,694 |
-2,633 |
Gasoline(NYMEX) |
Jun11 |
110511 |
334.05 |
335.90 |
307.71 |
312.28 |
-25.69 |
73,321 |
83,710 |
-8,995 |
Jul11 |
110511 |
323.47 |
324.04 |
300.89 |
304.17 |
-21.21 |
52,350 |
58,124 |
+1,520 |
Aug11 |
110511 |
314.93 |
315.40 |
296.10 |
297.78 |
-18.00 |
33,736 |
26,989 |
-1,383 |
Sep11 |
110511 |
308.58 |
309.34 |
291.96 |
293.31 |
-15.67 |
20,158 |
27,565 |
-2,048 |
Oct11 |
110511 |
291.01 |
291.01 |
275.59 |
277.55 |
-13.73 |
9,739 |
25,086 |
+830 |
Nov11 |
110511 |
286.70 |
287.00 |
272.29 |
274.05 |
-13.30 |
4,713 |
10,631 |
+1,315 |
Dec11 |
110511 |
284.62 |
286.57 |
270.19 |
272.25 |
-13.07 |
7,243 |
27,363 |
-430 |
Jan12 |
110511 |
282.31 |
282.31 |
272.17 |
272.17 |
-13.05 |
547 |
6,360 |
-67 |
Feb12 |
110511 |
273.55 |
273.55 |
273.55 |
273.55 |
-12.89 |
270 |
3,131 |
+136 |
Mar12 |
110511 |
274.93 |
274.93 |
274.93 |
274.93 |
-12.74 |
178 |
4,976 |
-44 |
Total Volume and Open Interest |
202,529 |
291,245 |
-9,033 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110511 |
315.60 |
315.60 |
312.30 |
312.30 |
-25.70 |
0 |
2 |
+0 |
Jul11 |
110511 |
304.20 |
304.20 |
304.17 |
304.20 |
-21.20 |
0 |
1 |
+0 |
Aug11 |
110511 |
297.80 |
297.80 |
297.78 |
297.80 |
-18.00 |
0 |
1 |
+0 |
Sep11 |
110511 |
293.30 |
293.31 |
293.30 |
293.30 |
-15.70 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jun11 |
110511 |
4.280 |
4.292 |
4.153 |
4.181 |
-0.065 |
119,280 |
111,666 |
-10,438 |
Jul11 |
110511 |
4.330 |
4.349 |
4.213 |
4.241 |
-0.062 |
65,241 |
204,886 |
-2,566 |
Aug11 |
110511 |
4.354 |
4.388 |
4.260 |
4.284 |
-0.061 |
35,214 |
77,587 |
+2,155 |
Sep11 |
110511 |
4.389 |
4.407 |
4.285 |
4.308 |
-0.058 |
20,423 |
104,869 |
+1,854 |
Oct11 |
110511 |
4.450 |
4.450 |
4.333 |
4.358 |
-0.055 |
29,452 |
96,083 |
-2,315 |
Nov11 |
110511 |
4.558 |
4.609 |
4.501 |
4.529 |
-0.048 |
13,843 |
49,979 |
+1,975 |
Dec11 |
110511 |
4.820 |
4.825 |
4.723 |
4.748 |
-0.044 |
5,659 |
38,023 |
-351 |
Jan12 |
110511 |
4.914 |
4.943 |
4.842 |
4.866 |
-0.042 |
10,162 |
86,052 |
-571 |
Feb12 |
110511 |
4.876 |
4.928 |
4.836 |
4.856 |
-0.041 |
1,670 |
17,355 |
-41 |
Mar12 |
110511 |
4.866 |
4.868 |
4.778 |
4.798 |
-0.039 |
3,385 |
37,441 |
+92 |
Apr12 |
110511 |
4.710 |
4.735 |
4.647 |
4.671 |
-0.036 |
3,437 |
37,549 |
+595 |
May12 |
110511 |
4.732 |
4.756 |
4.675 |
4.694 |
-0.036 |
423 |
10,767 |
+46 |
Jun12 |
110511 |
4.769 |
4.795 |
4.710 |
4.733 |
-0.036 |
480 |
7,105 |
+130 |
Jul12 |
110511 |
4.776 |
4.792 |
4.756 |
4.779 |
-0.035 |
90 |
5,668 |
+17 |
Aug12 |
110511 |
4.820 |
4.861 |
4.787 |
4.804 |
-0.035 |
43 |
5,915 |
-18 |
Sep12 |
110511 |
4.847 |
4.867 |
4.796 |
4.814 |
-0.034 |
78 |
5,246 |
-29 |
Total Volume and Open Interest |
309,561 |
977,380 |
-9,409 |
Brent Crude Oil(ICE) |
Jun11 |
110511 |
117.87 |
118.43 |
111.95 |
112.57 |
-5.06 |
326,044 |
127,698 |
-29,371 |
Jul11 |
110511 |
117.32 |
117.88 |
111.36 |
111.96 |
-5.13 |
228,717 |
191,754 |
+16,010 |
Aug11 |
110511 |
116.83 |
117.45 |
110.88 |
111.48 |
-5.18 |
97,581 |
108,534 |
+10,578 |
Sep11 |
110511 |
116.47 |
116.95 |
110.35 |
110.95 |
-5.22 |
47,316 |
53,651 |
+1 |
Oct11 |
110511 |
115.85 |
116.38 |
109.84 |
110.44 |
-5.26 |
24,018 |
40,295 |
-3,013 |
Nov11 |
110511 |
115.59 |
115.95 |
109.46 |
110.02 |
-5.26 |
14,179 |
21,374 |
-1 |
Dec11 |
110511 |
115.01 |
115.55 |
109.03 |
109.62 |
-5.25 |
55,309 |
104,819 |
+3,954 |
Jan12 |
110511 |
114.77 |
114.77 |
109.28 |
109.28 |
-5.24 |
4,035 |
19,855 |
+320 |
Feb12 |
110511 |
113.91 |
113.94 |
108.94 |
108.94 |
-5.23 |
2,117 |
16,864 |
+257 |
Mar12 |
110511 |
108.57 |
108.57 |
108.57 |
108.57 |
-5.22 |
2,852 |
29,237 |
+139 |
Apr12 |
110511 |
108.25 |
108.25 |
108.19 |
108.19 |
-5.20 |
3,013 |
7,870 |
+175 |
May12 |
110511 |
107.82 |
107.82 |
107.82 |
107.82 |
-5.17 |
1,383 |
6,189 |
-19 |
Jun12 |
110511 |
112.58 |
112.58 |
106.96 |
107.45 |
-5.13 |
4,141 |
35,581 |
+704 |
Jul12 |
110511 |
107.05 |
107.05 |
107.05 |
107.05 |
-5.10 |
266 |
3,070 |
+84 |
Total Volume and Open Interest |
821,901 |
889,817 |
+7 |
Gas Oil(ICE) |
May11 |
110511 |
946.00 |
950.75 |
910.00 |
932.25 |
-9.00 |
43,502 |
40,914 |
-11,144 |
Jun11 |
110511 |
950.00 |
954.50 |
914.00 |
936.50 |
-8.25 |
129,394 |
135,954 |
-835 |
Jul11 |
110511 |
956.00 |
958.00 |
917.75 |
940.25 |
-8.00 |
43,814 |
68,757 |
+29 |
Aug11 |
110511 |
957.00 |
960.25 |
922.25 |
944.00 |
-7.50 |
14,385 |
40,831 |
+1,840 |
Sep11 |
110511 |
959.25 |
963.75 |
925.50 |
947.50 |
-7.25 |
12,138 |
46,980 |
+65 |
Oct11 |
110511 |
961.50 |
965.25 |
927.00 |
950.00 |
-7.25 |
3,831 |
31,077 |
-2,080 |
Nov11 |
110511 |
965.75 |
966.25 |
928.25 |
951.00 |
-7.00 |
4,612 |
23,018 |
-619 |
Dec11 |
110511 |
964.00 |
969.00 |
929.25 |
952.25 |
-7.00 |
28,382 |
54,884 |
-2,236 |
Jan12 |
110511 |
967.25 |
968.75 |
936.75 |
954.75 |
-7.00 |
4,435 |
24,019 |
-899 |
Feb12 |
110511 |
956.00 |
956.75 |
937.25 |
955.25 |
-6.75 |
1,020 |
6,795 |
+207 |
Total Volume and Open Interest |
294,097 |
559,459 |
-19,703 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110511 |
2.500 |
2.505 |
2.475 |
2.481 |
-0.094 |
289 |
1,283 |
-31 |
Jul11 |
110511 |
2.523 |
2.523 |
2.475 |
2.479 |
-0.097 |
599 |
1,194 |
-73 |
Aug11 |
110511 |
2.514 |
2.514 |
2.470 |
2.480 |
-0.092 |
194 |
1,089 |
+55 |
Sep11 |
110511 |
2.461 |
2.470 |
2.435 |
2.445 |
-0.097 |
165 |
926 |
-17 |
Oct11 |
110511 |
2.395 |
2.396 |
2.357 |
2.368 |
-0.089 |
110 |
950 |
-2 |
Nov11 |
110511 |
2.331 |
2.331 |
2.310 |
2.318 |
-0.066 |
100 |
626 |
-21 |
Dec11 |
110511 |
2.323 |
2.323 |
2.311 |
2.315 |
-0.055 |
104 |
936 |
-18 |
Total Volume and Open Interest |
1,649 |
7,815 |
-83 |
WTI Crude Oil(ICE |
Jun11 |
110511 |
103.92 |
104.60 |
97.51 |
98.21 |
-5.67 |
114,583 |
83,837 |
-718 |
Jul11 |
110511 |
104.48 |
105.15 |
98.08 |
98.77 |
-5.70 |
51,485 |
85,121 |
-96 |
Aug11 |
110511 |
104.99 |
105.48 |
98.45 |
99.12 |
-5.75 |
24,010 |
27,767 |
-1,543 |
Sep11 |
110511 |
105.20 |
105.20 |
98.79 |
99.37 |
-5.81 |
16,907 |
38,758 |
+30 |
Oct11 |
110511 |
105.13 |
105.16 |
99.02 |
99.51 |
-5.84 |
8,394 |
19,498 |
-1,229 |
Nov11 |
110511 |
105.47 |
105.47 |
99.06 |
99.58 |
-5.88 |
5,535 |
16,682 |
+485 |
Dec11 |
110511 |
105.52 |
105.52 |
98.83 |
99.62 |
-5.90 |
24,148 |
84,979 |
-36 |
Jan12 |
110511 |
105.30 |
105.30 |
99.05 |
99.59 |
-5.88 |
1,725 |
11,912 |
-130 |
Feb12 |
110511 |
105.16 |
105.20 |
98.97 |
99.52 |
-5.84 |
968 |
3,626 |
+140 |
Mar12 |
110511 |
99.41 |
99.41 |
99.41 |
99.41 |
-5.81 |
1,933 |
11,007 |
-87 |
Apr12 |
110511 |
99.28 |
99.28 |
99.28 |
99.28 |
-5.79 |
826 |
3,933 |
+355 |
May12 |
110511 |
99.12 |
99.12 |
99.12 |
99.12 |
-5.77 |
459 |
2,260 |
+70 |
Jun12 |
110511 |
104.56 |
104.60 |
98.96 |
98.96 |
-5.74 |
1,947 |
26,358 |
+369 |
Jul12 |
110511 |
98.69 |
98.69 |
98.69 |
98.69 |
-5.69 |
18 |
1,573 |
+18 |
Aug12 |
110511 |
98.38 |
98.38 |
98.38 |
98.38 |
-5.64 |
303 |
876 |
-70 |
Sep12 |
110511 |
98.11 |
98.11 |
98.11 |
98.11 |
-5.60 |
550 |
4,214 |
+0 |
Total Volume and Open Interest |
259,929 |
522,926 |
-1,978 |
US Dollar Index(ICE) |
Jun11 |
110511 |
74.735 |
75.620 |
74.530 |
75.518 |
+0.735 |
51,554 |
51,729 |
-4,130 |
Sep11 |
110511 |
75.230 |
76.080 |
75.020 |
76.007 |
+0.735 |
227 |
794 |
+34 |
Dec11 |
110511 |
76.497 |
76.497 |
76.497 |
76.497 |
+0.735 |
0 |
2 |
+0 |
Total Volume and Open Interest |
51,781 |
52,526 |
-4,096 |
Australian Dollar(CME) |
Jun11 |
110511 |
107.93 |
108.44 |
106.19 |
106.39 |
-1.42 |
95,610 |
129,559 |
-7,778 |
Sep11 |
110511 |
106.60 |
107.00 |
104.85 |
105.03 |
-1.41 |
167 |
928 |
-33 |
Dec11 |
110511 |
103.74 |
105.15 |
103.74 |
103.74 |
-1.41 |
0 |
78 |
+0 |
Total Volume and Open Interest |
95,777 |
130,566 |
-7,811 |
British Pound(CME) |
Jun11 |
110511 |
163.60 |
165.12 |
163.15 |
163.37 |
-0.06 |
125,994 |
109,496 |
-6,343 |
Sep11 |
110511 |
163.34 |
164.82 |
163.00 |
163.14 |
-0.06 |
124 |
617 |
-69 |
Dec11 |
110511 |
162.88 |
162.96 |
162.88 |
162.88 |
-0.08 |
0 |
39 |
+0 |
Total Volume and Open Interest |
126,118 |
110,157 |
-6,412 |
Canadian Dollar(CME) |
Jun11 |
110511 |
104.37 |
105.03 |
103.65 |
103.89 |
-0.32 |
80,119 |
113,066 |
-8,661 |
Sep11 |
110511 |
104.15 |
104.73 |
103.40 |
103.62 |
-0.33 |
633 |
4,085 |
+227 |
Dec11 |
110511 |
103.93 |
104.10 |
103.27 |
103.33 |
-0.34 |
45 |
2,675 |
+26 |
Mar12 |
110511 |
103.73 |
103.80 |
102.90 |
103.00 |
-0.35 |
37 |
316 |
+25 |
Total Volume and Open Interest |
80,838 |
120,332 |
-8,382 |
Japanese Yen(CME) |
Jun11 |
110511 |
123.70 |
124.08 |
122.97 |
123.59 |
-0.21 |
91,702 |
100,361 |
-638 |
Sep11 |
110511 |
123.71 |
124.12 |
123.09 |
123.65 |
-0.22 |
242 |
2,265 |
+20 |
Dec11 |
110511 |
123.75 |
123.97 |
123.75 |
123.75 |
-0.22 |
46 |
224 |
+4 |
Total Volume and Open Interest |
91,990 |
102,857 |
-614 |
Swiss Franc(CME) |
Jun11 |
110511 |
113.61 |
113.87 |
112.57 |
112.63 |
-0.90 |
37,867 |
70,749 |
-2,910 |
Sep11 |
110511 |
113.70 |
113.88 |
112.67 |
112.68 |
-0.90 |
44 |
250 |
+1 |
Dec11 |
110511 |
113.00 |
113.62 |
112.73 |
112.73 |
-0.89 |
0 |
26 |
+0 |
Total Volume and Open Interest |
37,911 |
71,027 |
-2,909 |
EuroFX(CME) |
Jun11 |
110511 |
143.99 |
144.13 |
141.61 |
141.84 |
-1.99 |
386,539 |
240,374 |
-6,529 |
Sep11 |
110511 |
143.53 |
143.66 |
141.19 |
141.42 |
-1.99 |
979 |
4,133 |
+143 |
Dec11 |
110511 |
141.00 |
142.92 |
140.94 |
140.94 |
-1.98 |
37 |
115 |
+5 |
Total Volume and Open Interest |
387,555 |
245,001 |
-6,382 |
Mexican Peso(CME) |
May11 |
110511 |
856.5 |
864.2 |
856.5 |
856.5 |
-7.8 |
|
|
|
Jun11 |
110511 |
862.8 |
864.0 |
852.8 |
854.5 |
-7.8 |
39,746 |
160,327 |
-1,611 |
Total Volume and Open Interest |
39,746 |
160,554 |
-1,611 |
30-Year T-Bonds(CBOT) |
Jun11 |
110511 |
123~220 |
124~150 |
123~190 |
124~130 |
+0~170 |
|
|
|
Sep11 |
110511 |
122~040 |
123~050 |
122~040 |
123~030 |
+0~180 |
4,008 |
11,196 |
+2,477 |
Dec11 |
110511 |
121~200 |
121~200 |
121~020 |
121~200 |
+0~180 |
0 |
2 |
+0 |
Total Volume and Open Interest |
275,593 |
646,820 |
+8,284 |
10-Year T-Notes(CBOT) |
Jun11 |
110511 |
121~290 |
122~155 |
121~235 |
122~135 |
+0~105 |
1,010,936 |
1,721,531 |
+17,021 |
Sep11 |
110511 |
120~120 |
121~010 |
120~085 |
120~310 |
+0~105 |
6,424 |
20,615 |
+2,292 |
Dec11 |
110511 |
119~310 |
119~310 |
119~205 |
119~310 |
+0~105 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,017,360 |
1,742,151 |
+19,313 |
5-Year T-Notes(CBOT) |
Jun11 |
110511 |
118~099 |
119~019 |
118~099 |
119~019 |
+0~029 |
|
|
|
Sep11 |
110511 |
117~062 |
117~127 |
117~060 |
117~122 |
+0~030 |
8,502 |
22,263 |
+4,634 |
Dec11 |
110511 |
117~018 |
117~018 |
116~116 |
117~018 |
+0~030 |
|
|
|
Total Volume and Open Interest |
515,088 |
1,494,972 |
+18,416 |
2 Year T-Notes(CBOT) |
Jun11 |
110511 |
109~081 |
109~095 |
109~078 |
109~092 |
+0~009 |
202,201 |
1,020,906 |
-13,353 |
Sep11 |
110511 |
109~021 |
109~038 |
109~021 |
109~036 |
+0~010 |
3,760 |
18,800 |
+2,377 |
Dec11 |
110511 |
108~102 |
108~102 |
108~092 |
108~102 |
+0~010 |
0 |
20 |
+0 |
Total Volume and Open Interest |
205,961 |
1,039,726 |
-10,976 |
Eurodollars(CME) |
Jun11 |
110511 |
99.730 |
99.740 |
99.725 |
99.735 |
+0.005 |
155,851 |
955,367 |
-43,352 |
Sep11 |
110511 |
99.680 |
99.690 |
99.675 |
99.685 |
+0.005 |
162,719 |
1,410,572 |
-48,204 |
Dec11 |
110511 |
99.580 |
99.605 |
99.570 |
99.595 |
+0.010 |
193,623 |
1,637,251 |
-30,544 |
Mar12 |
110511 |
99.420 |
99.460 |
99.405 |
99.455 |
+0.025 |
235,098 |
1,552,496 |
-11,514 |
Jun12 |
110511 |
99.180 |
99.230 |
99.155 |
99.225 |
+0.035 |
255,113 |
1,335,816 |
-24,055 |
Sep12 |
110511 |
98.875 |
98.940 |
98.845 |
98.935 |
+0.045 |
187,953 |
702,684 |
-14,455 |
Dec12 |
110511 |
98.560 |
98.635 |
98.530 |
98.630 |
+0.055 |
177,219 |
527,809 |
-21,307 |
Mar13 |
110511 |
98.280 |
98.370 |
98.250 |
98.365 |
+0.065 |
146,298 |
372,206 |
-1,987 |
Jun13 |
110511 |
98.020 |
98.105 |
97.980 |
98.105 |
+0.065 |
94,964 |
274,518 |
+869 |
Sep13 |
110511 |
97.765 |
97.855 |
97.725 |
97.850 |
+0.060 |
74,311 |
229,491 |
-5,311 |
Dec13 |
110511 |
97.510 |
97.600 |
97.470 |
97.595 |
+0.055 |
61,601 |
182,093 |
-8,859 |
Mar14 |
110511 |
97.290 |
97.375 |
97.255 |
97.375 |
+0.055 |
54,337 |
172,881 |
-8,787 |
Jun14 |
110511 |
97.070 |
97.155 |
97.035 |
97.155 |
+0.050 |
14,122 |
101,544 |
-134 |
Sep14 |
110511 |
96.865 |
96.940 |
96.830 |
96.940 |
+0.045 |
11,690 |
60,884 |
-1,584 |
Dec14 |
110511 |
96.645 |
96.725 |
96.615 |
96.725 |
+0.045 |
9,961 |
73,225 |
-1,622 |
Mar15 |
110511 |
96.455 |
96.535 |
96.430 |
96.535 |
+0.040 |
12,849 |
51,493 |
+444 |
Jun15 |
110511 |
4.515 |
4.595 |
4.495 |
4.595 |
+0.035 |
6,986 |
40,344 |
+142 |
Sep15 |
110511 |
4.350 |
4.430 |
4.325 |
4.420 |
+0.030 |
7,323 |
37,051 |
+842 |
Total Volume and Open Interest |
1,890,185 |
9,933,165 |
+9,933,165 |
30 Day Federal Funds(CBOT) |
May11 |
110511 |
99.908 |
99.908 |
99.905 |
99.905 |
unch |
3,175 |
81,277 |
-1,091 |
Jun11 |
110511 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
1,367 |
61,155 |
-111 |
Jul11 |
110511 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
2,909 |
51,894 |
-157 |
Aug11 |
110511 |
99.875 |
99.885 |
99.875 |
99.880 |
+0.005 |
2,179 |
52,816 |
+225 |
Sep11 |
110511 |
99.865 |
99.875 |
99.865 |
99.870 |
+0.005 |
4,341 |
38,828 |
+1,796 |
Oct11 |
110511 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
3,241 |
50,421 |
+1,506 |
Total Volume and Open Interest |
40,026 |
673,582 |
+1,537 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110511 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
0 |
750 |
+0 |
Sep11 |
110511 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
|
|
|
Dec11 |
110511 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
0 |
75 |
+0 |
Mar12 |
110511 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Jun12 |
110511 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
Sep12 |
110511 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Dec12 |
110511 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Mar13 |
110511 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Jun13 |
110511 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Sep13 |
110511 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110511 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
5,803 |
-200 |
Sep11 |
110511 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
54 |
1,474 |
+0 |
Dec11 |
110511 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
126 |
1,957 |
+120 |
Mar12 |
110511 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
3,672 |
+0 |
Jun12 |
110511 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110511 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
411 |
+0 |
Dec12 |
110511 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
24 |
+0 |
Mar13 |
110511 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
180 |
14,596 |
-80 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110510 |
140.65 |
140.83 |
140.57 |
140.58 |
-0.22 |
3,806 |
16,984 |
+16,984 |
Sep11 |
110511 |
140.45 |
140.45 |
140.38 |
140.38 |
+0.05 |
0 |
42 |
+22 |
Dec11 |
110511 |
138.29 |
138.29 |
138.29 |
138.29 |
+0.05 |
|
|
|
Total Volume and Open Interest |
1,724 |
19,515 |
+661 |
Euro-Bund(EUREX) |
Jun11 |
110511 |
123.85 |
124.32 |
123.58 |
123.93 |
-0.08 |
1,091,005 |
992,413 |
+25,561 |
Sep11 |
110511 |
123.57 |
124.00 |
123.28 |
123.63 |
-0.09 |
1,286 |
16,160 |
+571 |
Dec11 |
110511 |
122.78 |
122.78 |
122.78 |
122.78 |
-0.13 |
|
|
|
Total Volume and Open Interest |
1,092,291 |
1,008,573 |
+26,132 |
Euro-Bobl(EUREX) |
Jun11 |
110506 |
115.41 |
115.82 |
115.22 |
115.71 |
+0.23 |
725,341 |
811,181 |
+16,712 |
Sep11 |
110511 |
115.17 |
115.26 |
115.10 |
115.26 |
+0.02 |
2,646 |
34,210 |
+2,523 |
Dec11 |
110511 |
115.43 |
115.43 |
115.43 |
115.43 |
+0.02 |
|
|
|
Total Volume and Open Interest |
612,702 |
823,244 |
-7,478 |
3-Mth Euribor(EUREX) |
Jun11 |
110511 |
98.495 |
98.495 |
98.485 |
98.485 |
-0.005 |
323 |
5,466 |
+147 |
Sep11 |
110511 |
98.220 |
98.220 |
98.195 |
98.205 |
-0.005 |
443 |
2,611 |
+312 |
Dec11 |
110511 |
98.020 |
98.020 |
98.000 |
98.000 |
-0.005 |
129 |
1,108 |
+0 |
Total Volume and Open Interest |
1,370 |
11,871 |
+775 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110511 |
118~22 |
118~22 |
118~22 |
118~22 |
-0~17 |
0 |
4 |
+0 |
Total Volume and Open Interest |
102,628 |
333,239 |
-61,515 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110511 |
99.17 |
99.18 |
99.14 |
99.16 |
-0.02 |
30,357 |
451,571 |
-8,231 |
Sep11 |
110511 |
99.06 |
99.10 |
99.04 |
99.05 |
-0.04 |
44,659 |
438,020 |
-2,823 |
Dec11 |
110511 |
98.88 |
98.94 |
98.86 |
98.87 |
-0.06 |
57,520 |
452,224 |
-7,639 |
Mar12 |
110511 |
98.76 |
98.77 |
98.67 |
98.68 |
-0.09 |
52,604 |
395,488 |
-10,898 |
Jun12 |
110511 |
98.55 |
98.57 |
98.44 |
98.45 |
-0.11 |
50,758 |
355,428 |
-12,020 |
Sep12 |
110511 |
98.32 |
98.33 |
98.20 |
98.22 |
-0.12 |
47,084 |
230,877 |
+250 |
Total Volume and Open Interest |
421,488 |
2,832,081 |
-20,655 |
3-Mth Euribor(LIFFE) |
Jun11 |
110511 |
98.495 |
98.505 |
98.480 |
98.485 |
-0.005 |
121,081 |
759,421 |
-157,618 |
Sep11 |
110511 |
98.210 |
98.235 |
98.185 |
98.205 |
-0.005 |
169,802 |
746,453 |
-168,855 |
Dec11 |
110511 |
98.025 |
98.035 |
97.965 |
98.000 |
-0.005 |
186,047 |
710,711 |
-82,696 |
Total Volume and Open Interest |
1,103,101 |
4,216,679 |
-596,635 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110511 |
94.93 |
94.93 |
94.91 |
94.92 |
-0.02 |
35,762 |
182,075 |
+8,412 |
Sep11 |
110511 |
94.83 |
94.83 |
94.80 |
94.82 |
-0.02 |
50,309 |
217,448 |
-691 |
Dec11 |
110511 |
94.75 |
94.75 |
94.70 |
94.73 |
-0.02 |
42,501 |
158,353 |
+7,575 |
Mar12 |
110511 |
94.67 |
94.68 |
94.64 |
94.66 |
-0.02 |
9,100 |
82,105 |
-3,152 |
Jun12 |
110511 |
94.62 |
94.62 |
94.59 |
94.60 |
-0.03 |
1,833 |
49,608 |
-271 |
Sep12 |
110511 |
94.58 |
94.58 |
94.54 |
94.56 |
-0.02 |
2,602 |
50,970 |
+1,069 |
Dec12 |
110511 |
94.50 |
94.53 |
94.49 |
94.51 |
-0.03 |
448 |
24,918 |
+165 |
Mar13 |
110511 |
94.49 |
94.50 |
94.46 |
94.48 |
-0.03 |
582 |
17,136 |
-145 |
Jun13 |
110511 |
94.46 |
94.46 |
94.44 |
94.44 |
-0.03 |
125 |
1,709 |
+100 |
Sep13 |
110511 |
94.38 |
94.38 |
94.38 |
94.38 |
-0.03 |
15 |
974 |
+0 |
Total Volume and Open Interest |
143,283 |
786,151 |
+13,063 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110511 |
94.60 |
94.61 |
94.53 |
94.55 |
-0.06 |
44,547 |
402,821 |
-4,101 |
Sep11 |
110511 |
94.55 |
94.55 |
94.55 |
94.55 |
-0.06 |
|
|
|
Total Volume and Open Interest |
44,547 |
402,821 |
-4,101 |
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 |
110511 |
94.83 |
94.83 |
94.83 |
94.83 |
-0.04 |
|
|
|
Total Volume and Open Interest |
172,258 |
673,895 |
-1,765 |
Gold(CMX) |
Jun11 |
110511 |
1515.9 |
1526.8 |
1495.4 |
1501.4 |
-15.5 |
153,908 |
293,694 |
-10,331 |
Aug11 |
110511 |
1518.1 |
1527.9 |
1497.1 |
1502.7 |
-15.5 |
18,075 |
92,931 |
+6,257 |
Oct11 |
110511 |
1522.2 |
1526.3 |
1500.0 |
1504.0 |
-15.5 |
519 |
6,697 |
+70 |
Dec11 |
110511 |
1522.2 |
1530.0 |
1499.6 |
1505.3 |
-15.5 |
3,950 |
48,311 |
+1,512 |
Feb12 |
110511 |
1528.1 |
1531.6 |
1501.3 |
1506.4 |
-15.6 |
708 |
7,223 |
+252 |
Apr12 |
110511 |
1517.6 |
1517.6 |
1503.0 |
1507.7 |
-15.7 |
36 |
5,148 |
+4 |
Jun12 |
110511 |
1530.8 |
1530.8 |
1509.3 |
1509.3 |
-15.7 |
261 |
8,906 |
+85 |
Aug12 |
110511 |
1511.5 |
1511.5 |
1511.5 |
1511.5 |
-15.8 |
5 |
3,104 |
+0 |
Oct12 |
110511 |
1513.9 |
1513.9 |
1513.9 |
1513.9 |
-16.0 |
0 |
3,271 |
+0 |
Dec12 |
110511 |
1533.3 |
1539.8 |
1512.5 |
1517.1 |
-16.0 |
39 |
12,136 |
+15 |
Feb13 |
110511 |
1520.7 |
1520.7 |
1520.7 |
1520.7 |
-16.1 |
0 |
108 |
+0 |
Total Volume and Open Interest |
178,065 |
510,570 |
-2,130 |
Silver(CMX) |
May11 |
110511 |
3883.0 |
3938.0 |
3502.5 |
3550.9 |
-297.1 |
283 |
356 |
-259 |
Jul11 |
110511 |
3852.0 |
3947.0 |
3501.5 |
3551.5 |
-297.1 |
96,763 |
66,755 |
-5,437 |
Sep11 |
110511 |
3862.5 |
3945.0 |
3504.5 |
3552.8 |
-296.9 |
2,118 |
9,935 |
-125 |
Dec11 |
110511 |
3851.5 |
3937.0 |
3505.0 |
3552.8 |
-296.4 |
5,515 |
23,152 |
+469 |
Mar12 |
110511 |
3894.0 |
3894.0 |
3531.0 |
3548.0 |
-296.3 |
179 |
2,830 |
+59 |
May12 |
110511 |
3740.0 |
3740.0 |
3543.8 |
3543.8 |
-296.3 |
19 |
1,013 |
+9 |
Jul12 |
110511 |
3866.5 |
3920.0 |
3504.0 |
3539.9 |
-296.3 |
89 |
1,671 |
-58 |
Total Volume and Open Interest |
109,120 |
124,235 |
-5,219 |
Platinum(NYMEX) |
Jul11 |
110511 |
1802.7 |
1812.0 |
1775.0 |
1777.8 |
-23.1 |
3,874 |
34,658 |
-531 |
Oct11 |
110511 |
1809.0 |
1809.0 |
1779.0 |
1781.5 |
-23.3 |
62 |
1,735 |
+60 |
Jan12 |
110511 |
1801.7 |
1801.7 |
1781.5 |
1781.5 |
-25.3 |
2 |
52 |
+2 |
Apr12 |
110511 |
1783.5 |
1783.5 |
1783.5 |
1783.5 |
-25.3 |
0 |
24 |
+0 |
Total Volume and Open Interest |
3,938 |
36,484 |
-469 |
Palladium(NYMEX) |
Jun11 |
110511 |
730.00 |
737.00 |
713.00 |
715.40 |
-17.25 |
2,507 |
18,110 |
-52 |
Sep11 |
110511 |
731.65 |
739.00 |
716.40 |
717.10 |
-17.20 |
43 |
2,043 |
+26 |
Dec11 |
110511 |
740.40 |
740.40 |
718.50 |
718.50 |
-16.80 |
2 |
382 |
+2 |
Total Volume and Open Interest |
2,554 |
20,540 |
-22 |
Copper(CMX) |
May11 |
110511 |
401.10 |
403.30 |
389.40 |
390.20 |
-12.75 |
585 |
2,546 |
-95 |
Jul11 |
110511 |
404.45 |
406.85 |
389.80 |
391.35 |
-12.85 |
31,872 |
73,614 |
-1,648 |
Sep11 |
110511 |
405.50 |
407.95 |
391.90 |
393.15 |
-12.80 |
3,341 |
25,534 |
+42 |
Dec11 |
110511 |
409.05 |
410.20 |
394.30 |
394.90 |
-12.80 |
1,898 |
10,806 |
+122 |
Mar12 |
110511 |
400.45 |
400.45 |
395.00 |
396.05 |
-12.75 |
534 |
3,325 |
+384 |
Total Volume and Open Interest |
38,720 |
122,651 |
-1,249 |
DJIA Index(CBOT) |
Jun11 |
110511 |
12712 |
12736 |
12545 |
12597 |
-103 |
351 |
23,625 |
+60 |
Sep11 |
110511 |
12528 |
12630 |
12528 |
12528 |
-102 |
0 |
14 |
+0 |
Dec11 |
110511 |
12457 |
12559 |
12457 |
12457 |
-102 |
0 |
1 |
+0 |
Mar12 |
110511 |
12397 |
12499 |
12397 |
12397 |
-102 |
|
|
|
Total Volume and Open Interest |
351 |
23,640 |
+60 |
S & P 500(CME) |
Jun11 |
110511 |
1353.60 |
1358.40 |
1333.20 |
1338.70 |
-15.10 |
11,521 |
311,964 |
+3,031 |
Sep11 |
110511 |
1343.20 |
1343.20 |
1327.90 |
1333.30 |
-15.10 |
36 |
6,759 |
+35 |
Dec11 |
110511 |
1327.90 |
1328.00 |
1322.50 |
1327.90 |
-15.10 |
100 |
4,818 |
+0 |
Mar12 |
110511 |
1322.90 |
1323.00 |
1317.50 |
1322.90 |
-15.10 |
|
|
|
Total Volume and Open Interest |
11,657 |
323,546 |
+3,066 |
S & P 500 E-Mini(Globex) |
Jun11 |
110511 |
1339.25 |
1339.50 |
1337.75 |
1338.00 |
-15.75 |
|
|
|
Sep11 |
110511 |
1348.00 |
1352.75 |
1328.00 |
1333.25 |
-15.25 |
2,238 |
23,291 |
-62 |
Total Volume and Open Interest |
1,668,850 |
2,704,081 |
-74,531 |
NASDAQ 100(CME) |
Jun11 |
110511 |
2409.50 |
2414.80 |
2374.50 |
2393.50 |
-15.80 |
215 |
24,612 |
-250 |
Sep11 |
110511 |
2389.80 |
2390.00 |
2376.00 |
2389.80 |
-15.70 |
0 |
52 |
+0 |
Dec11 |
110511 |
2386.30 |
2387.00 |
2386.30 |
2386.30 |
-15.70 |
|
|
|
Total Volume and Open Interest |
215 |
24,664 |
-250 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110511 |
2407.50 |
2415.30 |
2374.00 |
2393.50 |
-15.80 |
265,715 |
395,331 |
-5,214 |
Sep11 |
110511 |
2401.80 |
2411.50 |
2375.00 |
2389.80 |
-15.70 |
100 |
1,185 |
+1 |
Total Volume and Open Interest |
265,815 |
396,523 |
-5,213 |
S & P Midcap 400(CME) |
Jun11 |
110511 |
997.00 |
997.00 |
992.00 |
997.00 |
-10.60 |
0 |
1,600 |
-390 |
Sep11 |
110511 |
994.80 |
994.80 |
992.80 |
994.80 |
-10.60 |
|
|
|
Dec11 |
110511 |
993.20 |
993.20 |
991.20 |
993.20 |
-10.60 |
|
|
|
Total Volume and Open Interest |
0 |
1,600 |
-390 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110511 |
9790 |
9790 |
9790 |
9790 |
-120 |
|
|
|
Sep11 |
110511 |
9795 |
9840 |
9795 |
9820 |
-120 |
27 |
40 |
+22 |
Total Volume and Open Interest |
4,745 |
49,485 |
-5,968 |
Nikkei 225(SGX) |
Jun11 |
110511 |
9840 |
9945 |
9830 |
9860 |
+35 |
79,614 |
236,815 |
+1,711 |
Sep11 |
110511 |
9845 |
9920 |
9845 |
9865 |
+40 |
10 |
1,411 |
-4 |
Dec11 |
110511 |
9805 |
9805 |
9805 |
9805 |
+40 |
0 |
6,259 |
+0 |
Total Volume and Open Interest |
79,866 |
251,088 |
+2,008 |
CAC 40(EURONEXT) |
May11 |
110511 |
4035.5 |
4047.0 |
3982.0 |
4030.0 |
+10.0 |
154,436 |
306,135 |
+3,887 |
Jun11 |
110511 |
3992.5 |
4001.0 |
3940.0 |
3987.0 |
+9.5 |
8,682 |
88,053 |
+8,392 |
Jul11 |
110511 |
3983.0 |
3983.0 |
3983.0 |
3983.0 |
+10.0 |
|
|
|
Total Volume and Open Interest |
163,118 |
394,189 |
+12,279 |
Hang Seng Index(HKFE) |
May11 |
110511 |
23315 |
23409 |
23077 |
23135 |
-26 |
65,743 |
85,886 |
-1,036 |
Jun11 |
110511 |
23195 |
23260 |
22933 |
22986 |
-33 |
1,283 |
8,128 |
+79 |
Total Volume and Open Interest |
67,307 |
95,448 |
-911 |
DAX(EUREX) |
Jun11 |
110511 |
7535.0 |
7579.5 |
7450.0 |
7513.5 |
+6.5 |
133,592 |
176,265 |
-685 |
Sep11 |
110511 |
7567.5 |
7604.0 |
7476.5 |
7539.0 |
+6.5 |
353 |
6,027 |
-44 |
Dec11 |
110511 |
7600.5 |
7610.0 |
7510.0 |
7572.5 |
+7.0 |
190 |
1,086 |
+130 |
Total Volume and Open Interest |
134,135 |
183,378 |
-599 |
FT-SE 100(EURONEXT) |
Jun11 |
110511 |
6010.00 |
6024.00 |
5903.50 |
5957.50 |
-33.00 |
105,630 |
676,638 |
-15,129 |
Sep11 |
110511 |
5967.00 |
5978.00 |
5879.50 |
5921.50 |
-32.50 |
2 |
634 |
-1 |
Dec11 |
110511 |
5948.50 |
5948.50 |
5899.50 |
5899.50 |
-32.50 |
10 |
175 |
+0 |
Total Volume and Open Interest |
105,697 |
677,512 |
-15,075 |
SPI 200(SFE) |
Jun11 |
110511 |
4723.0 |
4786.0 |
4721.0 |
4785.0 |
+66.0 |
36,920 |
182,904 |
-1,018 |
Sep11 |
110511 |
4756.0 |
4774.0 |
4750.0 |
4774.0 |
+64.0 |
186 |
3,672 |
-20 |
Dec11 |
110511 |
4798.0 |
4798.0 |
4798.0 |
4798.0 |
+69.0 |
0 |
2,521 |
+0 |
Total Volume and Open Interest |
37,445 |
191,605 |
-769 |
GSCI(CME) |
May11 |
110511 |
44.64 |
46.79 |
20.14 |
27.14 |
-26.00 |
2,406 |
9,012 |
-1,625 |
Jun11 |
110511 |
45.54 |
47.64 |
20.64 |
28.04 |
-25.70 |
1,956 |
3,619 |
+1,815 |
Jul11 |
110511 |
32.64 |
51.49 |
19.64 |
25.64 |
-25.80 |
|
|
|
Total Volume and Open Interest |
4,362 |
12,631 |
+190 |
Reuters CCI(ICE) |
Jun11 |
110511 |
339.50 |
339.50 |
339.50 |
339.50 |
-9.80 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|