|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu May 12, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May11 |
110512 |
1333.50 |
1352.25 |
1320.50 |
1345.25 |
+11.75 |
820 |
1,039 |
-413 |
Jul11 |
110512 |
1329.00 |
1359.75 |
1313.50 |
1342.75 |
+11.00 |
78,485 |
253,211 |
-5,384 |
Aug11 |
110512 |
1328.25 |
1355.50 |
1313.00 |
1340.00 |
+8.75 |
11,554 |
21,182 |
+1,724 |
Sep11 |
110512 |
1323.25 |
1346.75 |
1306.00 |
1333.00 |
+7.75 |
2,156 |
16,243 |
+202 |
Nov11 |
110512 |
1319.00 |
1339.50 |
1300.75 |
1326.25 |
+5.25 |
25,986 |
196,437 |
-1,945 |
Jan12 |
110512 |
1324.00 |
1347.00 |
1313.50 |
1334.75 |
+5.75 |
842 |
23,027 |
+32 |
Mar12 |
110512 |
1328.00 |
1344.00 |
1309.75 |
1335.25 |
+6.00 |
391 |
14,094 |
-112 |
Total Volume and Open Interest |
121,887 |
551,626 |
-5,873 |
Soybean Meal(CBOT) |
May11 |
110512 |
340.10 |
350.70 |
339.70 |
349.10 |
+5.00 |
863 |
592 |
-375 |
Jul11 |
110512 |
346.90 |
357.70 |
343.80 |
353.30 |
+5.70 |
31,308 |
99,158 |
+146 |
Aug11 |
110512 |
347.80 |
358.20 |
345.20 |
354.30 |
+5.20 |
7,672 |
32,422 |
+852 |
Sep11 |
110512 |
347.30 |
355.50 |
343.40 |
352.60 |
+5.00 |
1,542 |
16,872 |
+158 |
Oct11 |
110512 |
343.40 |
349.00 |
338.40 |
347.00 |
+4.50 |
1,349 |
15,497 |
+99 |
Dec11 |
110512 |
342.40 |
350.70 |
338.60 |
347.10 |
+4.30 |
7,415 |
50,455 |
+23 |
Jan12 |
110512 |
343.70 |
350.20 |
342.00 |
348.50 |
+4.30 |
204 |
3,820 |
+84 |
Mar12 |
110512 |
346.30 |
350.50 |
345.20 |
349.90 |
+4.10 |
101 |
3,384 |
+16 |
Total Volume and Open Interest |
50,938 |
229,758 |
+1,124 |
Soybean Oil(CBOT) |
May11 |
110512 |
56.00 |
56.27 |
55.56 |
56.21 |
+0.14 |
152 |
853 |
-304 |
Jul11 |
110512 |
56.45 |
56.77 |
55.60 |
56.46 |
+0.16 |
44,540 |
148,447 |
+191 |
Aug11 |
110512 |
56.61 |
57.01 |
55.86 |
56.71 |
+0.15 |
7,488 |
30,928 |
+1,730 |
Sep11 |
110512 |
56.92 |
57.25 |
56.12 |
56.96 |
+0.15 |
5,091 |
22,584 |
-327 |
Oct11 |
110512 |
57.05 |
57.60 |
56.35 |
57.18 |
+0.17 |
3,078 |
14,924 |
+447 |
Dec11 |
110512 |
57.50 |
57.83 |
56.67 |
57.53 |
+0.14 |
8,835 |
74,815 |
+406 |
Jan12 |
110512 |
57.16 |
57.80 |
56.93 |
57.72 |
+0.11 |
1,197 |
5,382 |
+141 |
Mar12 |
110512 |
57.16 |
57.98 |
57.10 |
57.82 |
+0.11 |
42 |
4,472 |
+0 |
Total Volume and Open Interest |
70,729 |
308,341 |
+2,486 |
Canola(WCE) |
May11 |
110512 |
551.0 |
551.0 |
551.0 |
551.0 |
-5.3 |
|
|
|
Jul11 |
110512 |
566.5 |
566.6 |
555.0 |
560.0 |
-5.3 |
5,730 |
77,355 |
-568 |
Nov11 |
110512 |
560.0 |
563.8 |
552.0 |
559.0 |
-1.3 |
2,997 |
75,868 |
+1,411 |
Jan12 |
110512 |
561.4 |
571.7 |
561.4 |
566.8 |
-0.7 |
165 |
6,666 |
+78 |
Mar12 |
110512 |
571.1 |
571.1 |
570.5 |
570.5 |
-0.7 |
0 |
1,206 |
+0 |
Total Volume and Open Interest |
8,915 |
163,411 |
+921 |
Corn(CBOT) |
May11 |
110512 |
669.75 |
693.00 |
659.25 |
681.25 |
+12.50 |
2,550 |
2,621 |
-1,517 |
Jul11 |
110512 |
672.00 |
692.50 |
659.00 |
680.50 |
+3.25 |
142,843 |
635,639 |
-8,758 |
Sep11 |
110512 |
651.25 |
663.50 |
638.00 |
653.00 |
+1.75 |
36,963 |
164,055 |
-967 |
Dec11 |
110512 |
627.00 |
635.00 |
615.25 |
630.50 |
+4.50 |
72,070 |
453,728 |
+720 |
Mar12 |
110512 |
639.00 |
646.50 |
626.75 |
642.00 |
+4.75 |
5,212 |
75,905 |
+582 |
May12 |
110512 |
645.00 |
653.50 |
636.75 |
650.00 |
+4.75 |
1,901 |
17,243 |
+519 |
Total Volume and Open Interest |
266,682 |
1,445,980 |
-8,310 |
Wheat(CBOT) |
May11 |
110512 |
713.50 |
727.75 |
700.50 |
700.50 |
-27.25 |
21 |
97 |
-21 |
Jul11 |
110512 |
757.75 |
765.00 |
728.50 |
735.50 |
-23.50 |
56,822 |
223,979 |
-2,220 |
Sep11 |
110512 |
804.25 |
809.75 |
776.00 |
782.25 |
-22.75 |
19,677 |
72,219 |
+706 |
Dec11 |
110512 |
856.00 |
862.25 |
832.00 |
838.25 |
-18.50 |
16,863 |
99,817 |
+762 |
Mar12 |
110512 |
895.50 |
901.50 |
872.25 |
880.25 |
-16.25 |
3,636 |
15,951 |
+633 |
Total Volume and Open Interest |
105,435 |
455,903 |
+1,920 |
Wheat(KCBT) |
May11 |
110512 |
869.00 |
869.00 |
869.00 |
869.00 |
-36.00 |
8 |
9 |
-6 |
Jul11 |
110512 |
897.50 |
904.75 |
870.50 |
876.25 |
-23.75 |
16,337 |
89,866 |
+127 |
Sep11 |
110512 |
915.75 |
921.50 |
888.75 |
893.75 |
-23.75 |
6,603 |
32,253 |
+579 |
Dec11 |
110512 |
938.00 |
943.50 |
911.75 |
917.75 |
-22.25 |
7,426 |
40,173 |
+1,316 |
Mar12 |
110512 |
953.00 |
958.00 |
927.25 |
934.75 |
-20.25 |
1,099 |
5,123 |
+122 |
Total Volume and Open Interest |
32,296 |
175,816 |
+2,379 |
Wheat(MGE) |
May11 |
110512 |
919.25 |
919.25 |
919.25 |
919.25 |
-17.75 |
3 |
1,030 |
-2 |
Jul11 |
110512 |
925.50 |
932.00 |
900.75 |
904.75 |
-20.75 |
2,715 |
20,093 |
+77 |
Sep11 |
110512 |
928.00 |
934.50 |
905.00 |
907.00 |
-20.75 |
995 |
16,626 |
+185 |
Dec11 |
110512 |
941.00 |
947.00 |
918.50 |
920.50 |
-19.75 |
1,204 |
12,411 |
+293 |
Mar12 |
110512 |
953.00 |
959.00 |
932.25 |
934.50 |
-17.75 |
357 |
2,494 |
-110 |
Total Volume and Open Interest |
5,469 |
55,702 |
+506 |
Oats(CBOT) |
May11 |
110512 |
347.00 |
347.00 |
337.00 |
347.00 |
+10.00 |
4 |
63 |
-1 |
Jul11 |
110512 |
342.25 |
352.50 |
336.25 |
347.00 |
+5.00 |
543 |
8,908 |
-52 |
Sep11 |
110512 |
346.00 |
356.50 |
345.00 |
354.00 |
+5.00 |
17 |
295 |
+1 |
Dec11 |
110512 |
355.50 |
365.25 |
352.25 |
361.00 |
+4.00 |
360 |
3,245 |
+41 |
Total Volume and Open Interest |
924 |
12,533 |
-11 |
Rough Rice(CBOT) |
May11 |
110512 |
13.69 |
13.78 |
13.69 |
13.78 |
+0.03 |
0 |
24 |
+0 |
Jul11 |
110512 |
14.00 |
14.24 |
13.64 |
13.98 |
+0.03 |
451 |
15,399 |
+108 |
Sep11 |
110512 |
14.97 |
15.15 |
14.60 |
14.86 |
-0.02 |
256 |
5,114 |
+31 |
Nov11 |
110512 |
15.34 |
15.34 |
14.90 |
15.19 |
-0.02 |
138 |
1,354 |
+41 |
Total Volume and Open Interest |
850 |
22,417 |
+178 |
Live Cattle(CME) |
Jun11 |
110512 |
109.285 |
110.400 |
108.550 |
109.850 |
+0.800 |
29,806 |
105,599 |
-7,406 |
Aug11 |
110512 |
110.680 |
111.785 |
110.035 |
111.430 |
+0.780 |
24,896 |
106,877 |
+5,128 |
Oct11 |
110512 |
116.300 |
117.000 |
115.150 |
116.550 |
+0.250 |
10,551 |
74,639 |
+2,509 |
Dec11 |
110512 |
118.500 |
119.150 |
117.450 |
118.980 |
+0.280 |
3,602 |
45,961 |
+430 |
Feb12 |
110512 |
119.000 |
119.700 |
118.135 |
119.680 |
+0.330 |
1,298 |
12,073 |
+180 |
Apr12 |
110512 |
119.580 |
120.250 |
118.680 |
120.250 |
+0.500 |
172 |
5,344 |
+53 |
Total Volume and Open Interest |
70,360 |
351,657 |
+908 |
Feeder Cattle(CME) |
May11 |
110512 |
129.185 |
129.785 |
128.000 |
129.535 |
+0.710 |
808 |
4,754 |
-266 |
Aug11 |
110512 |
133.250 |
134.285 |
131.650 |
133.935 |
+0.900 |
2,088 |
23,616 |
-56 |
Sep11 |
110512 |
134.250 |
134.900 |
132.750 |
134.500 |
+0.500 |
504 |
4,995 |
+100 |
Oct11 |
110512 |
134.450 |
135.500 |
133.000 |
135.235 |
+0.660 |
391 |
3,601 |
+58 |
Nov11 |
110512 |
133.785 |
135.300 |
132.935 |
135.035 |
+0.935 |
158 |
1,487 |
-6 |
Jan12 |
110512 |
133.035 |
134.650 |
133.000 |
134.630 |
+0.595 |
67 |
443 |
+29 |
Mar12 |
110512 |
133.300 |
133.300 |
133.300 |
133.300 |
+0.300 |
0 |
35 |
+0 |
Total Volume and Open Interest |
4,016 |
38,933 |
-141 |
Lean Hogs(CME) |
May11 |
110512 |
92.400 |
92.750 |
91.950 |
92.635 |
+0.600 |
503 |
1,503 |
-40 |
Jun11 |
110512 |
93.635 |
94.550 |
93.300 |
94.200 |
+0.970 |
25,509 |
57,113 |
-5,980 |
Jul11 |
110512 |
93.800 |
94.350 |
93.180 |
94.150 |
+0.720 |
14,160 |
41,143 |
+3,874 |
Aug11 |
110512 |
94.580 |
95.035 |
93.750 |
94.680 |
+0.580 |
6,780 |
39,682 |
+626 |
Oct11 |
110512 |
87.230 |
87.830 |
86.400 |
87.650 |
+0.750 |
4,647 |
36,607 |
+898 |
Dec11 |
110512 |
83.830 |
84.400 |
83.080 |
84.230 |
+0.750 |
3,462 |
28,815 |
-12 |
Feb12 |
110512 |
85.500 |
85.700 |
84.785 |
85.700 |
+0.400 |
545 |
7,628 |
+156 |
Apr12 |
110512 |
85.900 |
86.800 |
85.750 |
86.800 |
+0.550 |
169 |
4,473 |
+53 |
Total Volume and Open Interest |
55,850 |
219,122 |
-379 |
Class III Milk(CME) |
May11 |
110512 |
16.39 |
16.50 |
16.30 |
16.45 |
+0.09 |
43 |
5,318 |
+4 |
Jun11 |
110512 |
16.65 |
16.99 |
16.55 |
16.96 |
+0.20 |
319 |
4,540 |
-113 |
Jul11 |
110512 |
17.19 |
17.59 |
17.10 |
17.51 |
+0.27 |
146 |
3,509 |
+10 |
Aug11 |
110512 |
17.52 |
17.80 |
17.45 |
17.71 |
+0.19 |
78 |
3,376 |
+8 |
Sep11 |
110512 |
17.56 |
17.80 |
17.48 |
17.72 |
+0.16 |
14 |
3,426 |
+0 |
Total Volume and Open Interest |
667 |
31,287 |
-84 |
Cocoa(ICE) |
May11 |
110512 |
3035 |
3035 |
3035 |
3035 |
-80 |
0 |
98 |
+0 |
Jul11 |
110512 |
3101 |
3109 |
2994 |
3037 |
-81 |
6,743 |
69,176 |
-190 |
Sep11 |
110512 |
3111 |
3111 |
3010 |
3050 |
-78 |
3,637 |
27,360 |
+1,306 |
Dec11 |
110512 |
3130 |
3135 |
3040 |
3078 |
-74 |
2,015 |
26,116 |
+72 |
Mar12 |
110512 |
3171 |
3171 |
3093 |
3131 |
-67 |
703 |
22,567 |
+230 |
May12 |
110512 |
3136 |
3136 |
3100 |
3119 |
-68 |
123 |
5,630 |
+15 |
Jul12 |
110512 |
3127 |
3127 |
3109 |
3112 |
-66 |
119 |
1,703 |
+105 |
Total Volume and Open Interest |
13,367 |
157,658 |
+1,534 |
Coffee "C"(ICE) |
May11 |
110512 |
273.25 |
275.95 |
271.10 |
273.95 |
+1.45 |
41 |
207 |
-125 |
Jul11 |
110512 |
273.65 |
276.80 |
270.90 |
274.95 |
+1.80 |
11,838 |
65,066 |
-1,470 |
Sep11 |
110512 |
276.50 |
279.45 |
273.70 |
277.75 |
+1.80 |
3,390 |
22,056 |
+259 |
Dec11 |
110512 |
280.00 |
282.60 |
277.50 |
281.05 |
+1.60 |
1,670 |
19,146 |
+227 |
Mar12 |
110512 |
280.45 |
284.00 |
280.45 |
282.75 |
+1.60 |
401 |
4,725 |
+107 |
May12 |
110512 |
281.80 |
283.30 |
280.35 |
283.30 |
+1.30 |
163 |
2,416 |
+51 |
Total Volume and Open Interest |
17,585 |
115,685 |
-927 |
Orange Juice(ICE) |
Jul11 |
110512 |
172.00 |
179.00 |
171.55 |
177.05 |
+5.05 |
1,215 |
23,698 |
+172 |
Sep11 |
110512 |
167.00 |
172.55 |
166.30 |
170.85 |
+3.95 |
191 |
2,795 |
+107 |
Nov11 |
110512 |
163.40 |
168.00 |
163.35 |
167.25 |
+3.40 |
32 |
1,661 |
+23 |
Jan12 |
110512 |
162.50 |
165.70 |
162.50 |
165.70 |
+3.10 |
25 |
218 |
+10 |
Mar12 |
110512 |
163.50 |
163.50 |
163.50 |
163.50 |
+1.50 |
5 |
90 |
+4 |
May12 |
110512 |
162.80 |
162.80 |
162.80 |
162.80 |
+1.10 |
0 |
30 |
+0 |
Total Volume and Open Interest |
1,468 |
28,556 |
+102 |
Sugar #11(ICE) |
Jul11 |
110512 |
20.91 |
21.69 |
20.61 |
21.33 |
+0.39 |
53,150 |
274,309 |
-3,254 |
Oct11 |
110512 |
21.00 |
21.78 |
20.79 |
21.51 |
+0.32 |
31,716 |
140,466 |
+6,791 |
Mar12 |
110512 |
21.70 |
22.20 |
21.37 |
22.03 |
+0.22 |
13,333 |
80,424 |
+3,767 |
May12 |
110512 |
21.57 |
22.05 |
21.32 |
21.92 |
+0.19 |
5,195 |
24,342 |
+775 |
Jul12 |
110512 |
21.58 |
21.98 |
21.30 |
21.90 |
+0.15 |
3,561 |
19,511 |
+1,669 |
Total Volume and Open Interest |
108,785 |
582,630 |
+10,270 |
London Cocoa(LCE) |
May11 |
110512 |
1894 |
1895 |
1822 |
1845 |
-38 |
10,793 |
18,528 |
-9,552 |
Jul11 |
110512 |
1911 |
1923 |
1857 |
1874 |
-38 |
13,831 |
65,359 |
+3,220 |
Sep11 |
110512 |
1930 |
1935 |
1882 |
1899 |
-32 |
3,055 |
29,895 |
-359 |
Dec11 |
110512 |
1952 |
1957 |
1904 |
1923 |
-30 |
2,069 |
30,696 |
-833 |
Mar12 |
110512 |
1979 |
1979 |
1930 |
1946 |
-29 |
1,097 |
29,147 |
+135 |
May12 |
110512 |
1987 |
1990 |
1946 |
1963 |
-27 |
648 |
9,182 |
+145 |
Jul12 |
110512 |
1996 |
1997 |
1953 |
1973 |
-27 |
1 |
4,044 |
+1 |
Total Volume and Open Interest |
31,494 |
197,308 |
-7,243 |
London Sugar(LCE) |
Aug11 |
110512 |
589.20 |
604.00 |
586.10 |
602.10 |
+7.70 |
4,766 |
25,107 |
+262 |
Oct11 |
110512 |
563.50 |
576.00 |
558.00 |
573.60 |
+6.20 |
1,594 |
7,951 |
-78 |
Dec11 |
110512 |
572.00 |
584.00 |
568.40 |
582.10 |
+5.40 |
158 |
3,682 |
+99 |
Mar12 |
110512 |
570.00 |
580.10 |
567.00 |
578.20 |
+5.30 |
163 |
2,235 |
-8 |
May12 |
110512 |
565.00 |
578.50 |
565.00 |
575.00 |
+6.90 |
57 |
1,380 |
+35 |
Total Volume and Open Interest |
6,962 |
41,726 |
+460 |
Cotton(ICE) |
Jul11 |
110512 |
151.61 |
151.92 |
144.30 |
144.30 |
-6.00 |
12,510 |
69,826 |
+648 |
Oct11 |
110512 |
132.01 |
134.02 |
129.30 |
129.30 |
-6.00 |
16 |
443 |
+1 |
Dec11 |
110512 |
124.99 |
124.99 |
119.19 |
119.19 |
-6.00 |
4,969 |
61,727 |
+773 |
Mar12 |
110512 |
118.29 |
118.29 |
112.47 |
112.47 |
-6.00 |
346 |
8,670 |
+86 |
May12 |
110512 |
112.79 |
112.79 |
106.79 |
106.81 |
-5.98 |
27 |
2,173 |
-1 |
Jul12 |
110512 |
106.50 |
108.17 |
105.00 |
105.01 |
-4.08 |
73 |
3,129 |
+13 |
Total Volume and Open Interest |
17,963 |
148,238 |
+1,536 |
Lumber(CME) |
May11 |
110512 |
214.5 |
216.0 |
208.1 |
209.7 |
-7.1 |
104 |
356 |
-112 |
Jul11 |
110512 |
235.1 |
236.3 |
229.0 |
229.0 |
-5.1 |
440 |
7,020 |
+34 |
Sep11 |
110512 |
254.3 |
254.3 |
249.5 |
250.1 |
-7.9 |
128 |
1,984 |
+45 |
Nov11 |
110512 |
253.3 |
254.9 |
252.6 |
252.6 |
-5.4 |
10 |
487 |
+1 |
Total Volume and Open Interest |
684 |
9,862 |
-30 |
Crude Oil(NYM) |
Jun11 |
110512 |
98.59 |
100.49 |
95.25 |
98.97 |
+0.76 |
439,607 |
256,673 |
-33,926 |
Jul11 |
110512 |
99.02 |
101.00 |
95.78 |
99.48 |
+0.71 |
148,235 |
312,471 |
+16,830 |
Aug11 |
110512 |
99.73 |
101.31 |
96.03 |
99.85 |
+0.73 |
60,868 |
88,159 |
+7,101 |
Sep11 |
110512 |
99.70 |
101.60 |
96.36 |
100.14 |
+0.77 |
37,912 |
89,722 |
-1,334 |
Oct11 |
110512 |
100.60 |
101.72 |
96.70 |
100.32 |
+0.81 |
16,148 |
42,013 |
+868 |
Nov11 |
110512 |
101.05 |
101.75 |
96.88 |
100.42 |
+0.84 |
11,291 |
37,645 |
-558 |
Dec11 |
110512 |
100.15 |
101.94 |
96.86 |
100.46 |
+0.84 |
52,788 |
189,810 |
-2,525 |
Jan12 |
110512 |
100.40 |
101.35 |
97.08 |
100.44 |
+0.85 |
5,605 |
36,992 |
+250 |
Feb12 |
110512 |
100.43 |
101.15 |
97.50 |
100.38 |
+0.86 |
5,378 |
20,327 |
+1,806 |
Mar12 |
110512 |
99.44 |
101.55 |
96.87 |
100.26 |
+0.85 |
3,323 |
29,688 |
+73 |
Apr12 |
110512 |
98.48 |
101.20 |
98.48 |
100.12 |
+0.84 |
1,994 |
15,674 |
-791 |
May12 |
110512 |
97.56 |
101.13 |
97.56 |
99.96 |
+0.84 |
1,529 |
15,615 |
-317 |
Jun12 |
110512 |
98.96 |
100.76 |
97.03 |
99.79 |
+0.83 |
6,325 |
74,486 |
-599 |
Jul12 |
110512 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.83 |
312 |
20,665 |
+22 |
Aug12 |
110512 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.84 |
205 |
13,303 |
+5 |
Sep12 |
110512 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.86 |
470 |
13,631 |
+287 |
Total Volume and Open Interest |
819,697 |
1,653,799 |
-8,540 |
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 |
110512 |
99.175 |
100.950 |
95.800 |
99.475 |
+0.700 |
1,118 |
870 |
+89 |
Aug11 |
110512 |
100.250 |
101.175 |
96.325 |
99.850 |
+0.725 |
149 |
245 |
+115 |
Sep11 |
110512 |
100.600 |
100.600 |
97.975 |
100.150 |
+0.775 |
10 |
93 |
+1 |
Oct11 |
110512 |
100.700 |
100.700 |
100.325 |
100.325 |
+0.825 |
7 |
43 |
+0 |
Nov11 |
110512 |
98.125 |
100.425 |
98.125 |
100.425 |
+0.850 |
0 |
16 |
+0 |
Dec11 |
110512 |
100.775 |
100.775 |
97.000 |
100.450 |
+0.825 |
22 |
309 |
-5 |
Jan12 |
110512 |
100.450 |
100.450 |
100.450 |
100.450 |
+0.850 |
0 |
6 |
+0 |
Feb12 |
110512 |
100.375 |
100.375 |
100.375 |
100.375 |
+0.850 |
0 |
6 |
+0 |
Total Volume and Open Interest |
20,638 |
5,299 |
+676 |
Heating Oil(NYM) |
Jun11 |
110512 |
290.70 |
295.09 |
284.79 |
291.37 |
+1.54 |
59,458 |
87,326 |
-2,733 |
Jul11 |
110512 |
292.61 |
296.36 |
286.11 |
292.56 |
+1.33 |
32,731 |
56,631 |
+2,803 |
Aug11 |
110512 |
294.89 |
296.81 |
287.94 |
293.78 |
+1.16 |
14,786 |
31,254 |
+592 |
Sep11 |
110512 |
297.91 |
298.67 |
290.00 |
295.33 |
+1.07 |
12,089 |
24,561 |
-555 |
Oct11 |
110512 |
296.63 |
300.53 |
292.41 |
296.92 |
+1.05 |
6,144 |
10,822 |
+170 |
Nov11 |
110512 |
297.94 |
300.40 |
294.06 |
298.47 |
+1.07 |
3,550 |
12,082 |
+618 |
Dec11 |
110512 |
301.54 |
303.42 |
293.84 |
299.88 |
+1.04 |
10,389 |
32,594 |
-412 |
Jan12 |
110512 |
299.70 |
301.35 |
296.50 |
301.35 |
+1.03 |
2,386 |
13,405 |
+333 |
Feb12 |
110512 |
297.92 |
301.98 |
297.92 |
301.68 |
+0.99 |
1,088 |
5,663 |
+607 |
Mar12 |
110512 |
297.50 |
300.80 |
297.05 |
300.80 |
+0.93 |
407 |
3,156 |
+4 |
Apr12 |
110512 |
294.82 |
298.83 |
294.82 |
298.83 |
+0.83 |
183 |
1,559 |
+24 |
May12 |
110512 |
295.87 |
297.18 |
295.87 |
297.18 |
+0.83 |
19 |
1,459 |
+3 |
Total Volume and Open Interest |
145,023 |
307,317 |
+1,623 |
Gasoline(NYMEX) |
Jun11 |
110512 |
311.72 |
317.25 |
302.20 |
306.39 |
-5.89 |
92,426 |
77,834 |
-5,876 |
Jul11 |
110512 |
304.68 |
308.40 |
295.50 |
299.38 |
-4.79 |
64,132 |
61,277 |
+3,153 |
Aug11 |
110512 |
298.99 |
301.81 |
290.96 |
294.63 |
-3.15 |
33,267 |
28,411 |
+1,422 |
Sep11 |
110512 |
294.68 |
294.68 |
287.00 |
291.32 |
-1.99 |
18,085 |
26,385 |
-1,180 |
Oct11 |
110512 |
276.19 |
279.45 |
272.20 |
276.79 |
-0.76 |
11,088 |
25,870 |
+784 |
Nov11 |
110512 |
276.23 |
277.07 |
268.01 |
273.75 |
-0.30 |
4,746 |
11,227 |
+596 |
Dec11 |
110512 |
274.14 |
275.72 |
266.21 |
272.38 |
+0.13 |
7,879 |
27,687 |
+324 |
Jan12 |
110512 |
272.54 |
272.54 |
272.22 |
272.54 |
+0.37 |
1,432 |
6,126 |
-234 |
Feb12 |
110512 |
274.05 |
274.05 |
273.73 |
274.05 |
+0.50 |
1,139 |
3,146 |
+15 |
Mar12 |
110512 |
275.55 |
275.55 |
275.23 |
275.55 |
+0.62 |
474 |
5,360 |
+384 |
Total Volume and Open Interest |
234,979 |
290,808 |
-437 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110512 |
306.40 |
306.40 |
306.39 |
306.40 |
-5.90 |
0 |
2 |
+0 |
Jul11 |
110512 |
299.40 |
299.40 |
299.38 |
299.40 |
-4.80 |
0 |
1 |
+0 |
Aug11 |
110512 |
294.60 |
294.63 |
294.60 |
294.60 |
-3.20 |
0 |
1 |
+0 |
Sep11 |
110512 |
291.30 |
291.32 |
291.30 |
291.30 |
-2.00 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jun11 |
110512 |
4.189 |
4.236 |
4.109 |
4.194 |
+0.013 |
107,180 |
114,243 |
+2,577 |
Jul11 |
110512 |
4.252 |
4.296 |
4.167 |
4.256 |
+0.015 |
54,031 |
209,449 |
+4,563 |
Aug11 |
110512 |
4.288 |
4.333 |
4.208 |
4.300 |
+0.016 |
25,062 |
77,847 |
+260 |
Sep11 |
110512 |
4.316 |
4.350 |
4.242 |
4.325 |
+0.017 |
18,196 |
102,873 |
-1,996 |
Oct11 |
110512 |
4.367 |
4.403 |
4.285 |
4.376 |
+0.018 |
20,079 |
93,873 |
-2,210 |
Nov11 |
110512 |
4.510 |
4.564 |
4.491 |
4.551 |
+0.022 |
11,594 |
48,758 |
-1,221 |
Dec11 |
110512 |
4.752 |
4.785 |
4.679 |
4.774 |
+0.026 |
8,384 |
39,146 |
+1,123 |
Jan12 |
110512 |
4.882 |
4.905 |
4.792 |
4.891 |
+0.025 |
8,460 |
86,392 |
+340 |
Feb12 |
110512 |
4.790 |
4.893 |
4.785 |
4.882 |
+0.026 |
1,090 |
17,439 |
+84 |
Mar12 |
110512 |
4.730 |
4.828 |
4.730 |
4.822 |
+0.024 |
3,466 |
37,723 |
+282 |
Apr12 |
110512 |
4.665 |
4.715 |
4.608 |
4.696 |
+0.025 |
3,634 |
37,402 |
-147 |
May12 |
110512 |
4.690 |
4.727 |
4.660 |
4.719 |
+0.025 |
408 |
10,777 |
+10 |
Jun12 |
110512 |
4.733 |
4.758 |
4.720 |
4.758 |
+0.025 |
309 |
7,202 |
+97 |
Jul12 |
110512 |
4.774 |
4.812 |
4.765 |
4.804 |
+0.025 |
116 |
5,707 |
+39 |
Aug12 |
110512 |
4.800 |
4.829 |
4.800 |
4.829 |
+0.025 |
176 |
5,921 |
+6 |
Sep12 |
110512 |
4.814 |
4.838 |
4.795 |
4.838 |
+0.024 |
192 |
5,291 |
+45 |
Total Volume and Open Interest |
263,389 |
981,157 |
+3,777 |
Brent Crude Oil(ICE) |
Jun11 |
110512 |
113.23 |
114.56 |
110.15 |
112.98 |
+0.41 |
267,712 |
106,999 |
-20,699 |
Jul11 |
110512 |
112.60 |
113.91 |
109.59 |
112.33 |
+0.37 |
201,425 |
193,940 |
+2,186 |
Aug11 |
110512 |
112.30 |
113.38 |
109.15 |
111.85 |
+0.37 |
87,698 |
122,155 |
+13,621 |
Sep11 |
110512 |
111.77 |
112.79 |
108.66 |
111.34 |
+0.39 |
46,624 |
59,879 |
+6,228 |
Oct11 |
110512 |
111.27 |
112.31 |
108.23 |
110.87 |
+0.43 |
23,024 |
42,212 |
+1,917 |
Nov11 |
110512 |
110.85 |
111.87 |
107.86 |
110.50 |
+0.48 |
16,066 |
22,468 |
+1,094 |
Dec11 |
110512 |
110.47 |
111.55 |
107.53 |
110.15 |
+0.53 |
57,449 |
101,849 |
-2,970 |
Jan12 |
110512 |
109.86 |
111.24 |
107.42 |
109.86 |
+0.58 |
4,594 |
19,968 |
+113 |
Feb12 |
110512 |
109.52 |
110.64 |
107.12 |
109.57 |
+0.63 |
2,363 |
16,889 |
+25 |
Mar12 |
110512 |
109.25 |
109.25 |
109.25 |
109.25 |
+0.68 |
2,997 |
28,829 |
-408 |
Apr12 |
110512 |
108.88 |
108.88 |
108.88 |
108.88 |
+0.69 |
3,247 |
7,999 |
+129 |
May12 |
110512 |
108.50 |
108.50 |
108.50 |
108.50 |
+0.68 |
1,080 |
6,062 |
-127 |
Jun12 |
110512 |
107.45 |
109.45 |
105.69 |
108.10 |
+0.65 |
5,015 |
35,518 |
-63 |
Jul12 |
110512 |
107.71 |
107.71 |
107.71 |
107.71 |
+0.66 |
244 |
3,079 |
+9 |
Total Volume and Open Interest |
738,953 |
893,729 |
+3,912 |
Gas Oil(ICE) |
Jun11 |
110512 |
924.00 |
930.75 |
899.25 |
913.50 |
-23.00 |
146,059 |
133,258 |
-2,696 |
Jul11 |
110512 |
929.75 |
934.75 |
903.00 |
917.50 |
-22.75 |
55,221 |
69,827 |
+1,070 |
Aug11 |
110512 |
934.50 |
937.25 |
906.75 |
921.25 |
-22.75 |
27,457 |
43,847 |
+3,016 |
Sep11 |
110512 |
937.50 |
941.00 |
910.25 |
924.75 |
-22.75 |
18,711 |
47,744 |
+764 |
Oct11 |
110512 |
940.00 |
943.50 |
915.25 |
927.25 |
-22.75 |
6,548 |
31,108 |
+31 |
Nov11 |
110512 |
928.50 |
943.75 |
918.00 |
928.25 |
-22.75 |
3,988 |
23,108 |
+90 |
Dec11 |
110512 |
941.50 |
945.00 |
915.75 |
929.50 |
-22.75 |
32,905 |
53,705 |
-1,179 |
Jan12 |
110512 |
925.00 |
947.00 |
923.00 |
932.00 |
-22.75 |
3,025 |
25,090 |
+1,071 |
Feb12 |
110512 |
944.50 |
944.50 |
922.50 |
932.50 |
-22.75 |
1,458 |
7,219 |
+424 |
Mar12 |
110512 |
944.00 |
947.25 |
921.75 |
932.25 |
-22.75 |
1,041 |
5,331 |
+412 |
Total Volume and Open Interest |
341,025 |
551,725 |
-7,734 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110512 |
2.460 |
2.510 |
2.460 |
2.492 |
+0.011 |
214 |
1,283 |
+0 |
Jul11 |
110512 |
2.460 |
2.510 |
2.450 |
2.491 |
+0.012 |
250 |
1,148 |
-46 |
Aug11 |
110512 |
2.466 |
2.517 |
2.466 |
2.492 |
+0.012 |
64 |
1,068 |
-21 |
Sep11 |
110512 |
2.429 |
2.470 |
2.429 |
2.460 |
+0.015 |
29 |
926 |
+0 |
Oct11 |
110512 |
2.370 |
2.392 |
2.370 |
2.381 |
+0.013 |
77 |
967 |
+17 |
Nov11 |
110512 |
2.343 |
2.343 |
2.332 |
2.334 |
+0.016 |
16 |
627 |
+1 |
Dec11 |
110512 |
2.330 |
2.347 |
2.329 |
2.332 |
+0.017 |
24 |
935 |
-1 |
Total Volume and Open Interest |
704 |
7,783 |
-32 |
WTI Crude Oil(ICE |
Jun11 |
110512 |
99.06 |
100.48 |
95.24 |
98.97 |
+0.76 |
107,734 |
78,650 |
-5,187 |
Jul11 |
110512 |
99.74 |
100.99 |
95.85 |
99.48 |
+0.71 |
42,076 |
88,393 |
+3,272 |
Aug11 |
110512 |
100.20 |
101.09 |
96.23 |
99.85 |
+0.73 |
22,746 |
30,254 |
+2,487 |
Sep11 |
110512 |
99.17 |
101.43 |
96.65 |
100.14 |
+0.77 |
15,740 |
38,120 |
-638 |
Oct11 |
110512 |
99.75 |
101.59 |
96.82 |
100.32 |
+0.81 |
7,408 |
18,930 |
-568 |
Nov11 |
110512 |
100.87 |
101.65 |
96.92 |
100.42 |
+0.84 |
4,404 |
16,113 |
-569 |
Dec11 |
110512 |
100.94 |
101.71 |
96.99 |
100.46 |
+0.84 |
22,161 |
82,759 |
-2,220 |
Jan12 |
110512 |
98.34 |
100.44 |
97.53 |
100.44 |
+0.85 |
1,424 |
11,903 |
-9 |
Feb12 |
110512 |
99.10 |
100.38 |
99.10 |
100.38 |
+0.86 |
930 |
3,614 |
-12 |
Mar12 |
110512 |
100.26 |
100.26 |
100.26 |
100.26 |
+0.85 |
881 |
10,892 |
-115 |
Apr12 |
110512 |
100.12 |
100.12 |
100.12 |
100.12 |
+0.84 |
350 |
3,994 |
+61 |
May12 |
110512 |
99.96 |
99.96 |
99.96 |
99.96 |
+0.84 |
255 |
2,282 |
+22 |
Jun12 |
110512 |
97.71 |
100.95 |
96.99 |
99.79 |
+0.83 |
1,603 |
25,963 |
-395 |
Jul12 |
110512 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.83 |
40 |
1,613 |
+40 |
Aug12 |
110512 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.84 |
0 |
876 |
+0 |
Sep12 |
110512 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.86 |
43 |
4,219 |
+5 |
Total Volume and Open Interest |
233,577 |
519,212 |
-3,714 |
US Dollar Index(ICE) |
Jun11 |
110512 |
75.495 |
75.835 |
75.205 |
75.418 |
-0.100 |
32,107 |
51,493 |
-236 |
Sep11 |
110512 |
75.975 |
76.305 |
75.745 |
75.923 |
-0.085 |
393 |
866 |
+72 |
Dec11 |
110512 |
76.433 |
76.433 |
76.433 |
76.433 |
-0.065 |
0 |
2 |
+0 |
Total Volume and Open Interest |
32,500 |
52,362 |
-164 |
Australian Dollar(CME) |
Jun11 |
110512 |
106.63 |
106.73 |
105.26 |
106.15 |
-0.24 |
82,549 |
127,327 |
-2,232 |
Sep11 |
110512 |
105.24 |
105.28 |
103.98 |
104.80 |
-0.23 |
81 |
908 |
-20 |
Dec11 |
110512 |
103.55 |
103.74 |
103.55 |
103.55 |
-0.19 |
0 |
78 |
+0 |
Total Volume and Open Interest |
82,630 |
128,314 |
-2,252 |
British Pound(CME) |
Jun11 |
110512 |
163.46 |
163.75 |
162.29 |
162.78 |
-0.59 |
77,266 |
107,437 |
-2,059 |
Sep11 |
110512 |
163.42 |
163.42 |
162.10 |
162.55 |
-0.59 |
35 |
636 |
+19 |
Dec11 |
110512 |
162.29 |
162.88 |
162.29 |
162.29 |
-0.59 |
0 |
39 |
+0 |
Total Volume and Open Interest |
77,301 |
108,117 |
-2,040 |
Canadian Dollar(CME) |
Jun11 |
110512 |
103.99 |
104.08 |
103.06 |
103.74 |
-0.15 |
72,796 |
114,213 |
+1,147 |
Sep11 |
110512 |
103.72 |
103.75 |
102.82 |
103.48 |
-0.14 |
300 |
4,073 |
-12 |
Dec11 |
110512 |
102.86 |
103.33 |
102.85 |
103.18 |
-0.15 |
18 |
2,684 |
+9 |
Mar12 |
110512 |
103.01 |
103.02 |
102.60 |
102.84 |
-0.16 |
61 |
318 |
+2 |
Total Volume and Open Interest |
73,190 |
121,478 |
+1,146 |
Japanese Yen(CME) |
Jun11 |
110512 |
123.27 |
123.96 |
122.95 |
123.60 |
+0.01 |
83,973 |
99,687 |
-674 |
Sep11 |
110512 |
123.33 |
124.00 |
123.09 |
123.66 |
+0.01 |
377 |
2,371 |
+106 |
Dec11 |
110512 |
124.14 |
124.14 |
123.75 |
123.76 |
+0.01 |
0 |
224 |
+0 |
Total Volume and Open Interest |
84,350 |
102,289 |
-568 |
Swiss Franc(CME) |
Jun11 |
110512 |
112.81 |
113.31 |
112.30 |
113.01 |
+0.38 |
47,553 |
71,992 |
+1,243 |
Sep11 |
110512 |
112.88 |
113.23 |
112.47 |
113.06 |
+0.38 |
102 |
293 |
+43 |
Dec11 |
110512 |
113.10 |
113.10 |
112.73 |
113.10 |
+0.37 |
1 |
25 |
-1 |
Total Volume and Open Interest |
47,656 |
72,312 |
+1,285 |
EuroFX(CME) |
Jun11 |
110512 |
141.90 |
142.67 |
141.15 |
142.19 |
+0.35 |
320,311 |
238,315 |
-2,059 |
Sep11 |
110512 |
141.48 |
142.24 |
140.76 |
141.76 |
+0.34 |
465 |
4,119 |
-14 |
Dec11 |
110512 |
141.35 |
141.35 |
140.94 |
141.29 |
+0.35 |
4 |
114 |
-1 |
Total Volume and Open Interest |
320,780 |
242,927 |
-2,074 |
Mexican Peso(CME) |
May11 |
110512 |
858.5 |
858.5 |
856.5 |
858.5 |
+2.0 |
|
|
|
Jun11 |
110512 |
854.2 |
858.2 |
850.0 |
856.5 |
+2.0 |
28,294 |
158,160 |
-2,167 |
Total Volume and Open Interest |
28,295 |
158,386 |
-2,168 |
30-Year T-Bonds(CBOT) |
Jun11 |
110512 |
124~170 |
124~180 |
123~190 |
123~260 |
-0~190 |
|
|
|
Sep11 |
110512 |
123~020 |
123~130 |
122~070 |
122~160 |
-0~190 |
7,185 |
14,046 |
+2,850 |
Dec11 |
110512 |
121~010 |
121~200 |
121~010 |
121~010 |
-0~190 |
0 |
2 |
+0 |
Total Volume and Open Interest |
266,623 |
660,636 |
+13,816 |
10-Year T-Notes(CBOT) |
Jun11 |
110512 |
122~130 |
122~215 |
122~005 |
122~055 |
-0~080 |
959,921 |
1,725,125 |
+3,594 |
Sep11 |
110512 |
121~000 |
121~060 |
120~180 |
120~225 |
-0~085 |
13,413 |
26,435 |
+5,820 |
Dec11 |
110512 |
119~225 |
119~310 |
119~225 |
119~225 |
-0~085 |
1 |
6 |
+1 |
Total Volume and Open Interest |
973,335 |
1,751,566 |
+9,415 |
5-Year T-Notes(CBOT) |
Jun11 |
110512 |
119~026 |
119~026 |
118~117 |
119~002 |
-0~017 |
|
|
|
Sep11 |
110512 |
117~121 |
118~004 |
117~093 |
117~105 |
-0~017 |
8,130 |
27,433 |
+5,170 |
Dec11 |
110512 |
117~001 |
117~018 |
117~001 |
117~001 |
-0~017 |
|
|
|
Total Volume and Open Interest |
532,537 |
1,504,040 |
+9,068 |
2 Year T-Notes(CBOT) |
Jun11 |
110512 |
109~091 |
109~095 |
109~087 |
109~090 |
-0~002 |
171,101 |
1,026,546 |
+5,640 |
Sep11 |
110512 |
109~035 |
109~038 |
109~032 |
109~033 |
-0~003 |
2,512 |
20,308 |
+1,508 |
Dec11 |
110512 |
108~099 |
108~102 |
108~099 |
108~099 |
-0~003 |
0 |
20 |
+0 |
Total Volume and Open Interest |
173,613 |
1,046,874 |
+7,148 |
Eurodollars(CME) |
Jun11 |
110512 |
99.735 |
99.740 |
99.730 |
99.735 |
unch |
114,127 |
956,268 |
+901 |
Sep11 |
110512 |
99.690 |
99.695 |
99.680 |
99.690 |
+0.005 |
150,882 |
1,420,300 |
+9,728 |
Dec11 |
110512 |
99.600 |
99.605 |
99.585 |
99.595 |
unch |
194,162 |
1,628,525 |
-8,726 |
Mar12 |
110512 |
99.455 |
99.465 |
99.445 |
99.455 |
unch |
243,533 |
1,558,499 |
+6,003 |
Jun12 |
110512 |
99.225 |
99.240 |
99.205 |
99.220 |
-0.005 |
262,025 |
1,345,776 |
+9,960 |
Sep12 |
110512 |
98.935 |
98.955 |
98.905 |
98.925 |
-0.010 |
229,657 |
708,266 |
+5,582 |
Dec12 |
110512 |
98.635 |
98.650 |
98.590 |
98.615 |
-0.015 |
203,144 |
539,456 |
+11,647 |
Mar13 |
110512 |
98.365 |
98.385 |
98.310 |
98.340 |
-0.025 |
183,373 |
379,874 |
+7,668 |
Jun13 |
110512 |
98.100 |
98.120 |
98.040 |
98.075 |
-0.030 |
104,485 |
272,140 |
-2,378 |
Sep13 |
110512 |
97.855 |
97.870 |
97.780 |
97.815 |
-0.035 |
93,278 |
236,202 |
+6,711 |
Dec13 |
110512 |
97.595 |
97.615 |
97.525 |
97.555 |
-0.040 |
61,362 |
179,508 |
-2,585 |
Mar14 |
110512 |
97.380 |
97.395 |
97.300 |
97.330 |
-0.045 |
73,617 |
172,100 |
-781 |
Jun14 |
110512 |
97.160 |
97.180 |
97.075 |
97.105 |
-0.050 |
17,722 |
103,315 |
+1,771 |
Sep14 |
110512 |
96.940 |
96.970 |
96.860 |
96.885 |
-0.055 |
18,806 |
60,113 |
-771 |
Dec14 |
110512 |
96.715 |
96.750 |
96.640 |
96.665 |
-0.060 |
14,474 |
70,216 |
-3,009 |
Mar15 |
110512 |
96.530 |
96.555 |
96.450 |
96.475 |
-0.060 |
13,633 |
50,317 |
-1,176 |
Jun15 |
110512 |
4.590 |
4.620 |
4.505 |
4.535 |
-0.060 |
5,938 |
41,050 |
+706 |
Sep15 |
110512 |
4.415 |
4.450 |
4.330 |
4.360 |
-0.060 |
8,512 |
37,352 |
+301 |
Total Volume and Open Interest |
2,022,578 |
9,973,664 |
+40,499 |
30 Day Federal Funds(CBOT) |
May11 |
110512 |
99.908 |
99.910 |
99.905 |
99.908 |
+0.003 |
1,201 |
81,028 |
-249 |
Jun11 |
110512 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
1,329 |
61,701 |
+546 |
Jul11 |
110512 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
3,725 |
51,331 |
-563 |
Aug11 |
110512 |
99.885 |
99.890 |
99.880 |
99.885 |
+0.005 |
4,307 |
53,780 |
+964 |
Sep11 |
110512 |
99.870 |
99.875 |
99.870 |
99.870 |
unch |
5,666 |
40,540 |
+1,712 |
Oct11 |
110512 |
99.860 |
99.870 |
99.860 |
99.860 |
unch |
5,725 |
53,211 |
+2,790 |
Total Volume and Open Interest |
48,828 |
681,620 |
+8,038 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110512 |
99.673 |
99.673 |
99.673 |
99.673 |
-0.003 |
0 |
750 |
+0 |
Sep11 |
110512 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.003 |
|
|
|
Dec11 |
110512 |
99.683 |
99.683 |
99.683 |
99.683 |
-0.002 |
0 |
75 |
+0 |
Mar12 |
110512 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
|
|
|
Jun12 |
110512 |
99.690 |
99.690 |
99.690 |
99.690 |
unch |
|
|
|
Sep12 |
110512 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Dec12 |
110512 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Mar13 |
110512 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Jun13 |
110512 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Sep13 |
110512 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110512 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
200 |
5,803 |
+0 |
Sep11 |
110512 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
0 |
1,474 |
+0 |
Dec11 |
110512 |
99.68 |
99.68 |
99.68 |
99.68 |
0.00 |
130 |
1,957 |
+0 |
Mar12 |
110512 |
99.68 |
99.68 |
99.67 |
99.67 |
0.00 |
16 |
3,772 |
+100 |
Jun12 |
110512 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110512 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
411 |
+0 |
Dec12 |
110512 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
24 |
+0 |
Mar13 |
110512 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
346 |
14,696 |
+100 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110510 |
140.65 |
140.83 |
140.57 |
140.58 |
-0.22 |
3,806 |
16,984 |
+16,984 |
Sep11 |
110512 |
140.57 |
140.57 |
140.57 |
140.57 |
+0.19 |
24 |
42 |
+0 |
Dec11 |
110512 |
138.48 |
138.48 |
138.48 |
138.48 |
+0.19 |
|
|
|
Total Volume and Open Interest |
2,485 |
19,591 |
+76 |
Euro-Bund(EUREX) |
Jun11 |
110512 |
124.21 |
124.49 |
123.90 |
124.30 |
+0.37 |
1,046,423 |
965,649 |
-26,764 |
Sep11 |
110512 |
123.95 |
124.20 |
123.65 |
124.03 |
+0.40 |
5,368 |
17,307 |
+1,147 |
Dec11 |
110512 |
123.20 |
123.20 |
123.20 |
123.20 |
+0.42 |
120 |
0 |
+0 |
Total Volume and Open Interest |
1,051,911 |
982,956 |
-25,617 |
Euro-Bobl(EUREX) |
Jun11 |
110506 |
115.41 |
115.82 |
115.22 |
115.71 |
+0.23 |
725,341 |
811,181 |
+16,712 |
Sep11 |
110512 |
115.54 |
115.58 |
115.28 |
115.53 |
+0.27 |
352 |
34,519 |
+309 |
Dec11 |
110512 |
115.68 |
115.68 |
115.68 |
115.68 |
+0.25 |
|
|
|
Total Volume and Open Interest |
540,559 |
838,275 |
+15,031 |
3-Mth Euribor(EUREX) |
Jun11 |
110512 |
98.490 |
98.500 |
98.490 |
98.490 |
+0.005 |
185 |
5,332 |
-134 |
Sep11 |
110512 |
98.210 |
98.225 |
98.210 |
98.225 |
+0.020 |
431 |
2,237 |
-374 |
Dec11 |
110512 |
98.015 |
98.035 |
98.015 |
98.030 |
+0.030 |
7 |
1,101 |
-7 |
Total Volume and Open Interest |
663 |
11,360 |
-511 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110512 |
119~06 |
119~09 |
119~06 |
119~09 |
+0~20 |
1 |
5 |
+1 |
Total Volume and Open Interest |
124,695 |
348,817 |
+15,578 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110512 |
99.17 |
99.18 |
99.16 |
99.17 |
+0.01 |
24,771 |
448,427 |
-3,144 |
Sep11 |
110512 |
99.07 |
99.09 |
99.06 |
99.08 |
+0.03 |
45,279 |
450,443 |
+12,423 |
Dec11 |
110512 |
98.89 |
98.93 |
98.88 |
98.92 |
+0.05 |
49,455 |
449,237 |
-2,987 |
Mar12 |
110512 |
98.71 |
98.76 |
98.70 |
98.75 |
+0.07 |
49,573 |
393,045 |
-2,443 |
Jun12 |
110512 |
98.49 |
98.54 |
98.47 |
98.53 |
+0.08 |
56,769 |
362,146 |
+6,718 |
Sep12 |
110512 |
98.26 |
98.32 |
98.23 |
98.31 |
+0.09 |
38,844 |
225,970 |
-4,907 |
Total Volume and Open Interest |
336,244 |
2,804,597 |
-27,484 |
3-Mth Euribor(LIFFE) |
Jun11 |
110512 |
98.495 |
98.500 |
98.480 |
98.490 |
+0.005 |
116,817 |
754,807 |
-4,614 |
Sep11 |
110512 |
98.210 |
98.240 |
98.200 |
98.225 |
+0.020 |
163,970 |
736,459 |
-9,994 |
Dec11 |
110512 |
98.020 |
98.050 |
98.000 |
98.030 |
+0.030 |
110,611 |
675,283 |
-35,428 |
Total Volume and Open Interest |
824,993 |
4,056,407 |
-160,272 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110512 |
94.92 |
94.99 |
94.92 |
94.97 |
+0.05 |
22,120 |
185,268 |
+3,193 |
Sep11 |
110512 |
94.82 |
94.93 |
94.81 |
94.89 |
+0.07 |
30,338 |
216,319 |
-1,129 |
Dec11 |
110512 |
94.73 |
94.87 |
94.72 |
94.82 |
+0.09 |
19,795 |
148,268 |
-10,085 |
Mar12 |
110512 |
94.66 |
94.79 |
94.64 |
94.74 |
+0.08 |
7,658 |
80,279 |
-1,826 |
Jun12 |
110512 |
94.61 |
94.71 |
94.58 |
94.69 |
+0.09 |
3,750 |
50,637 |
+1,029 |
Sep12 |
110512 |
94.54 |
94.66 |
94.54 |
94.64 |
+0.08 |
3,304 |
51,810 |
+840 |
Dec12 |
110512 |
94.50 |
94.62 |
94.50 |
94.60 |
+0.09 |
3,131 |
26,135 |
+1,217 |
Mar13 |
110512 |
94.45 |
94.59 |
94.45 |
94.57 |
+0.09 |
1,826 |
17,934 |
+798 |
Jun13 |
110512 |
94.43 |
94.56 |
94.43 |
94.53 |
+0.09 |
1 |
1,709 |
+0 |
Sep13 |
110512 |
94.45 |
94.50 |
94.45 |
94.48 |
+0.10 |
0 |
974 |
+0 |
Total Volume and Open Interest |
91,923 |
780,188 |
-5,963 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110512 |
94.55 |
94.65 |
94.54 |
94.64 |
+0.09 |
53,133 |
415,039 |
+12,218 |
Sep11 |
110512 |
94.64 |
94.64 |
94.64 |
94.64 |
+0.09 |
|
|
|
Total Volume and Open Interest |
53,133 |
415,039 |
+12,218 |
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 |
110512 |
94.93 |
94.93 |
94.93 |
94.93 |
+0.10 |
|
|
|
Total Volume and Open Interest |
128,366 |
688,197 |
+14,302 |
Gold(CMX) |
Jun11 |
110512 |
1499.2 |
1509.7 |
1477.6 |
1506.8 |
+5.4 |
149,351 |
289,290 |
-4,404 |
Aug11 |
110512 |
1500.0 |
1510.0 |
1479.0 |
1508.0 |
+5.3 |
14,618 |
91,628 |
-1,303 |
Oct11 |
110512 |
1506.6 |
1510.0 |
1480.3 |
1509.3 |
+5.3 |
594 |
6,581 |
-116 |
Dec11 |
110512 |
1506.2 |
1511.9 |
1482.4 |
1510.7 |
+5.4 |
6,888 |
51,727 |
+3,416 |
Feb12 |
110512 |
1510.4 |
1512.8 |
1490.0 |
1511.8 |
+5.4 |
477 |
7,238 |
+15 |
Apr12 |
110512 |
1504.0 |
1513.5 |
1494.6 |
1513.1 |
+5.4 |
617 |
4,570 |
-578 |
Jun12 |
110512 |
1502.8 |
1514.7 |
1490.2 |
1514.7 |
+5.4 |
2,217 |
10,723 |
+1,817 |
Aug12 |
110512 |
1516.9 |
1516.9 |
1516.9 |
1516.9 |
+5.4 |
25 |
3,111 |
+7 |
Oct12 |
110512 |
1519.3 |
1519.3 |
1519.3 |
1519.3 |
+5.4 |
156 |
3,346 |
+75 |
Dec12 |
110512 |
1519.3 |
1522.5 |
1498.7 |
1522.5 |
+5.4 |
273 |
12,317 |
+181 |
Feb13 |
110512 |
1525.9 |
1525.9 |
1525.9 |
1525.9 |
+5.2 |
77 |
130 |
+22 |
Total Volume and Open Interest |
176,434 |
510,151 |
-419 |
Silver(CMX) |
May11 |
110512 |
3484.5 |
3515.0 |
3259.5 |
3479.3 |
-71.6 |
171 |
339 |
-17 |
Jul11 |
110512 |
3511.0 |
3589.0 |
3230.0 |
3479.7 |
-71.8 |
89,894 |
66,555 |
-200 |
Sep11 |
110512 |
3524.5 |
3589.0 |
3235.0 |
3481.2 |
-71.6 |
4,487 |
9,254 |
-681 |
Dec11 |
110512 |
3525.0 |
3583.5 |
3250.0 |
3481.2 |
-71.6 |
4,457 |
23,150 |
-2 |
Mar12 |
110512 |
3390.5 |
3477.0 |
3270.5 |
3477.0 |
-71.0 |
82 |
2,864 |
+34 |
May12 |
110512 |
3408.0 |
3473.2 |
3281.5 |
3473.2 |
-70.6 |
35 |
1,028 |
+15 |
Jul12 |
110512 |
3281.5 |
3469.3 |
3281.0 |
3469.3 |
-70.6 |
51 |
1,671 |
+0 |
Total Volume and Open Interest |
101,898 |
123,537 |
-698 |
Platinum(NYMEX) |
Jul11 |
110512 |
1774.7 |
1785.0 |
1752.0 |
1771.0 |
-6.8 |
3,929 |
34,475 |
-183 |
Oct11 |
110512 |
1784.7 |
1786.0 |
1760.9 |
1774.6 |
-6.9 |
84 |
1,813 |
+78 |
Jan12 |
110512 |
1781.0 |
1781.0 |
1773.0 |
1777.1 |
-4.4 |
14 |
64 |
+12 |
Apr12 |
110512 |
1779.1 |
1779.1 |
1779.1 |
1779.1 |
-4.4 |
0 |
24 |
+0 |
Total Volume and Open Interest |
4,031 |
36,391 |
-93 |
Palladium(NYMEX) |
Jun11 |
110512 |
716.05 |
723.75 |
695.75 |
716.85 |
+1.45 |
3,618 |
18,065 |
-45 |
Sep11 |
110512 |
717.60 |
724.05 |
699.00 |
718.45 |
+1.35 |
211 |
2,240 |
+197 |
Dec11 |
110512 |
709.80 |
719.50 |
707.00 |
719.50 |
+1.00 |
22 |
400 |
+18 |
Total Volume and Open Interest |
3,851 |
20,710 |
+170 |
Copper(CMX) |
May11 |
110512 |
389.60 |
398.00 |
384.60 |
396.05 |
+5.85 |
274 |
1,783 |
-763 |
Jul11 |
110512 |
391.20 |
399.35 |
385.35 |
397.05 |
+5.70 |
27,824 |
72,716 |
-898 |
Sep11 |
110512 |
393.25 |
400.90 |
387.25 |
398.80 |
+5.65 |
2,812 |
23,935 |
-1,599 |
Dec11 |
110512 |
394.80 |
402.00 |
389.00 |
400.55 |
+5.65 |
2,769 |
11,631 |
+825 |
Mar12 |
110512 |
390.35 |
403.50 |
390.25 |
401.65 |
+5.60 |
303 |
3,395 |
+70 |
Total Volume and Open Interest |
34,456 |
120,303 |
-2,348 |
DJIA Index(CBOT) |
Jun11 |
110512 |
12596 |
12679 |
12519 |
12672 |
+75 |
529 |
23,736 |
+111 |
Sep11 |
110512 |
12604 |
12604 |
12528 |
12604 |
+76 |
3 |
15 |
+1 |
Dec11 |
110512 |
12533 |
12533 |
12457 |
12533 |
+76 |
0 |
1 |
+0 |
Mar12 |
110512 |
12473 |
12473 |
12397 |
12473 |
+76 |
|
|
|
Total Volume and Open Interest |
532 |
23,752 |
+112 |
S & P 500(CME) |
Jun11 |
110512 |
1339.00 |
1348.50 |
1329.00 |
1347.50 |
+8.80 |
9,313 |
310,039 |
-1,925 |
Sep11 |
110512 |
1328.50 |
1343.00 |
1324.30 |
1342.10 |
+8.80 |
36 |
6,772 |
+13 |
Dec11 |
110512 |
1336.60 |
1336.60 |
1318.90 |
1336.60 |
+8.70 |
0 |
4,818 |
+0 |
Mar12 |
110512 |
1331.60 |
1331.60 |
1313.90 |
1331.60 |
+8.70 |
|
|
|
Total Volume and Open Interest |
9,349 |
321,634 |
-1,912 |
S & P 500 E-Mini(Globex) |
Jun11 |
110512 |
1347.25 |
1347.50 |
1346.75 |
1347.50 |
+9.50 |
|
|
|
Sep11 |
110512 |
1334.00 |
1343.00 |
1323.75 |
1342.00 |
+8.75 |
842 |
23,281 |
-10 |
Total Volume and Open Interest |
1,572,066 |
2,707,707 |
+3,626 |
NASDAQ 100(CME) |
Jun11 |
110512 |
2383.00 |
2410.00 |
2370.00 |
2407.00 |
+13.50 |
584 |
24,403 |
-209 |
Sep11 |
110512 |
2395.00 |
2403.30 |
2370.00 |
2403.30 |
+13.50 |
0 |
52 |
+0 |
Dec11 |
110512 |
2399.80 |
2399.80 |
2397.80 |
2399.80 |
+13.50 |
|
|
|
Total Volume and Open Interest |
584 |
24,455 |
-209 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110512 |
2393.80 |
2409.30 |
2369.00 |
2407.00 |
+13.50 |
291,892 |
398,272 |
+2,941 |
Sep11 |
110512 |
2376.00 |
2404.00 |
2370.00 |
2403.30 |
+13.50 |
170 |
1,104 |
-81 |
Total Volume and Open Interest |
292,062 |
399,383 |
+2,860 |
S & P Midcap 400(CME) |
Jun11 |
110512 |
1003.50 |
1003.50 |
989.00 |
1003.50 |
+6.50 |
0 |
1,600 |
+0 |
Sep11 |
110512 |
1001.30 |
1001.30 |
997.80 |
1001.30 |
+6.50 |
|
|
|
Dec11 |
110512 |
999.70 |
999.70 |
996.20 |
999.70 |
+6.50 |
|
|
|
Total Volume and Open Interest |
0 |
1,600 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110512 |
9775 |
9775 |
9775 |
9775 |
-15 |
|
|
|
Sep11 |
110512 |
9710 |
9820 |
9710 |
9805 |
-15 |
1 |
41 |
+1 |
Total Volume and Open Interest |
6,686 |
49,692 |
+207 |
Nikkei 225(SGX) |
Jun11 |
110512 |
9850 |
9885 |
9690 |
9710 |
-150 |
78,289 |
234,980 |
-1,835 |
Sep11 |
110512 |
9800 |
9810 |
9690 |
9715 |
-150 |
163 |
1,423 |
+12 |
Dec11 |
110512 |
9650 |
9650 |
9650 |
9650 |
-155 |
0 |
6,259 |
+0 |
Total Volume and Open Interest |
78,917 |
249,836 |
-1,252 |
CAC 40(EURONEXT) |
May11 |
110512 |
3995.0 |
4020.5 |
3955.0 |
3991.5 |
-38.5 |
153,525 |
307,581 |
+1,446 |
Jun11 |
110512 |
3952.5 |
3976.5 |
3917.0 |
3949.0 |
-38.0 |
1,350 |
88,844 |
+791 |
Jul11 |
110512 |
3948.0 |
3948.0 |
3948.0 |
3948.0 |
-35.0 |
|
|
|
Total Volume and Open Interest |
154,875 |
396,426 |
+2,237 |
Hang Seng Index(HKFE) |
May11 |
110512 |
22970 |
23010 |
22838 |
22865 |
-270 |
61,848 |
85,327 |
-559 |
Jun11 |
110512 |
22821 |
22860 |
22690 |
22718 |
-268 |
1,362 |
8,691 |
+563 |
Total Volume and Open Interest |
63,655 |
95,606 |
+158 |
DAX(EUREX) |
Jun11 |
110512 |
7454.0 |
7504.5 |
7366.0 |
7452.5 |
-61.0 |
134,840 |
179,417 |
+3,152 |
Sep11 |
110512 |
7488.0 |
7525.0 |
7399.5 |
7477.5 |
-61.5 |
288 |
6,158 |
+131 |
Dec11 |
110512 |
7510.0 |
7555.0 |
7436.5 |
7511.0 |
-61.5 |
32 |
1,110 |
+24 |
Total Volume and Open Interest |
135,160 |
186,685 |
+3,307 |
FT-SE 100(EURONEXT) |
Jun11 |
110512 |
5930.50 |
5963.50 |
5863.00 |
5926.00 |
-31.50 |
89,876 |
664,195 |
-12,443 |
Sep11 |
110512 |
5865.50 |
5921.00 |
5848.50 |
5890.00 |
-31.50 |
13 |
643 |
+9 |
Dec11 |
110512 |
5868.00 |
5868.00 |
5868.00 |
5868.00 |
-31.50 |
20 |
155 |
-20 |
Total Volume and Open Interest |
89,924 |
665,073 |
-12,439 |
SPI 200(SFE) |
Jun11 |
110512 |
4782.0 |
4787.0 |
4685.0 |
4688.0 |
-97.0 |
35,298 |
184,390 |
+1,486 |
Sep11 |
110512 |
4753.0 |
4754.0 |
4675.0 |
4677.0 |
-97.0 |
13 |
3,675 |
+3 |
Dec11 |
110512 |
4701.0 |
4701.0 |
4701.0 |
4701.0 |
-97.0 |
2 |
2,523 |
+2 |
Total Volume and Open Interest |
35,678 |
193,192 |
+1,587 |
GSCI(CME) |
May11 |
110512 |
14.64 |
32.14 |
12.94 |
25.64 |
-1.50 |
2,354 |
7,321 |
-1,691 |
Jun11 |
110512 |
15.54 |
33.04 |
13.94 |
26.59 |
-1.45 |
1,890 |
5,863 |
+2,244 |
Jul11 |
110512 |
25.04 |
31.64 |
12.64 |
25.04 |
-0.60 |
4 |
0 |
+0 |
Total Volume and Open Interest |
4,248 |
13,184 |
+553 |
Reuters CCI(ICE) |
Jun11 |
110512 |
339.40 |
339.40 |
339.40 |
339.40 |
-0.10 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|