|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon May 16, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110516 |
1330.00 |
1344.00 |
1322.50 |
1326.50 |
-3.00 |
90,636 |
250,534 |
-1,862 |
Aug11 |
110516 |
1327.75 |
1340.00 |
1319.50 |
1322.50 |
-4.00 |
10,064 |
22,411 |
+331 |
Sep11 |
110516 |
1323.50 |
1329.75 |
1311.50 |
1314.25 |
-3.75 |
2,553 |
16,467 |
+88 |
Nov11 |
110516 |
1311.25 |
1323.00 |
1303.00 |
1306.25 |
-4.50 |
28,942 |
198,598 |
-736 |
Jan12 |
110516 |
1325.25 |
1330.00 |
1313.00 |
1315.00 |
-4.50 |
2,269 |
23,905 |
+785 |
Mar12 |
110516 |
1327.75 |
1332.00 |
1315.75 |
1317.00 |
-4.25 |
464 |
14,032 |
+9 |
May12 |
110516 |
1323.25 |
1330.25 |
1313.25 |
1314.75 |
-2.00 |
559 |
10,682 |
+161 |
Total Volume and Open Interest |
136,526 |
552,777 |
-1,636 |
Soybean Meal(CBOT) |
Jul11 |
110516 |
345.80 |
349.50 |
344.30 |
345.70 |
+0.30 |
42,699 |
98,550 |
-542 |
Aug11 |
110516 |
346.00 |
356.00 |
344.50 |
345.90 |
-0.10 |
6,009 |
33,649 |
+81 |
Sep11 |
110516 |
347.00 |
348.20 |
343.30 |
344.20 |
-0.10 |
2,096 |
17,200 |
+151 |
Oct11 |
110516 |
341.50 |
341.70 |
337.60 |
338.80 |
-0.30 |
1,149 |
15,780 |
-112 |
Dec11 |
110516 |
340.00 |
343.20 |
337.80 |
339.00 |
-0.10 |
6,807 |
50,964 |
+421 |
Jan12 |
110516 |
341.60 |
343.00 |
340.50 |
340.70 |
+0.20 |
160 |
3,913 |
+60 |
Mar12 |
110516 |
344.30 |
344.30 |
341.90 |
343.00 |
+1.10 |
201 |
3,646 |
+96 |
May12 |
110516 |
341.80 |
342.90 |
340.50 |
342.70 |
+2.20 |
307 |
3,255 |
+148 |
Total Volume and Open Interest |
59,830 |
231,620 |
+170 |
Soybean Oil(CBOT) |
Jul11 |
110516 |
56.25 |
56.90 |
55.88 |
55.91 |
-0.23 |
52,437 |
147,723 |
+279 |
Aug11 |
110516 |
56.40 |
57.09 |
56.15 |
56.15 |
-0.24 |
4,084 |
30,471 |
+356 |
Sep11 |
110516 |
56.86 |
57.35 |
56.41 |
56.41 |
-0.24 |
2,113 |
23,184 |
+215 |
Oct11 |
110516 |
57.10 |
57.50 |
56.57 |
56.57 |
-0.26 |
719 |
14,490 |
-192 |
Dec11 |
110516 |
57.30 |
57.89 |
56.91 |
56.91 |
-0.27 |
10,119 |
75,312 |
+1,068 |
Jan12 |
110516 |
57.59 |
58.07 |
57.13 |
57.13 |
-0.27 |
320 |
5,390 |
+196 |
Mar12 |
110516 |
57.90 |
58.00 |
57.23 |
57.23 |
-0.27 |
332 |
4,637 |
+116 |
May12 |
110516 |
57.90 |
57.93 |
57.22 |
57.22 |
-0.27 |
292 |
3,601 |
+198 |
Total Volume and Open Interest |
70,723 |
307,610 |
+1,892 |
Canola(WCE) |
May11 |
110513 |
545.8 |
545.8 |
545.8 |
545.8 |
-5.2 |
|
|
|
Jul11 |
110516 |
555.0 |
561.5 |
554.6 |
556.6 |
+1.8 |
9,656 |
76,336 |
-448 |
Nov11 |
110516 |
555.1 |
564.9 |
555.1 |
562.9 |
+7.2 |
5,538 |
76,617 |
+130 |
Jan12 |
110516 |
564.5 |
570.7 |
564.5 |
570.1 |
+6.9 |
555 |
7,224 |
+466 |
Mar12 |
110516 |
566.9 |
576.1 |
566.9 |
575.8 |
+8.8 |
6 |
1,253 |
+6 |
Total Volume and Open Interest |
15,761 |
163,751 |
+154 |
Corn(CBOT) |
Jul11 |
110516 |
689.00 |
708.00 |
688.75 |
697.50 |
+15.50 |
190,247 |
621,175 |
-7,152 |
Sep11 |
110516 |
661.00 |
680.75 |
659.00 |
671.50 |
+17.75 |
45,443 |
161,675 |
-1,941 |
Dec11 |
110516 |
632.00 |
645.75 |
629.25 |
635.50 |
+8.50 |
86,565 |
452,844 |
+448 |
Mar12 |
110516 |
643.00 |
656.00 |
641.00 |
646.25 |
+7.75 |
5,154 |
76,892 |
+848 |
May12 |
110516 |
649.75 |
664.00 |
646.50 |
653.75 |
+7.25 |
727 |
17,553 |
+102 |
Jul12 |
110516 |
659.00 |
670.00 |
653.50 |
660.00 |
+6.50 |
2,921 |
42,023 |
+1,722 |
Total Volume and Open Interest |
336,685 |
1,431,543 |
-5,841 |
Wheat(CBOT) |
Jul11 |
110516 |
730.00 |
747.75 |
729.75 |
736.50 |
+8.75 |
73,988 |
219,238 |
-760 |
Sep11 |
110516 |
778.25 |
795.75 |
777.00 |
784.25 |
+7.25 |
22,263 |
72,151 |
-617 |
Dec11 |
110516 |
835.25 |
853.00 |
835.25 |
840.75 |
+5.75 |
24,158 |
96,991 |
-577 |
Mar12 |
110516 |
880.25 |
892.75 |
873.75 |
879.00 |
+4.00 |
5,428 |
18,126 |
+1,464 |
May12 |
110516 |
893.25 |
897.00 |
884.00 |
891.00 |
+7.00 |
2,371 |
4,728 |
+879 |
Total Volume and Open Interest |
133,138 |
453,781 |
+1,462 |
Wheat(KCBT) |
Jul11 |
110516 |
871.75 |
886.75 |
868.00 |
876.00 |
+6.50 |
17,491 |
86,465 |
-2,136 |
Sep11 |
110516 |
891.00 |
903.50 |
886.00 |
893.50 |
+6.50 |
4,318 |
32,379 |
-77 |
Dec11 |
110516 |
916.25 |
927.50 |
910.50 |
918.00 |
+7.00 |
4,658 |
40,360 |
+30 |
Mar12 |
110516 |
931.50 |
943.25 |
927.25 |
935.50 |
+7.50 |
1,549 |
6,102 |
+456 |
May12 |
110516 |
940.75 |
940.75 |
936.25 |
937.25 |
+7.50 |
48 |
770 |
+2 |
Total Volume and Open Interest |
28,375 |
174,194 |
-1,651 |
Wheat(MGE) |
May11 |
110513 |
911.75 |
911.75 |
911.75 |
911.75 |
-7.50 |
8 |
1,022 |
-8 |
Jul11 |
110516 |
902.50 |
918.75 |
902.25 |
910.25 |
+10.00 |
3,624 |
19,722 |
-226 |
Sep11 |
110516 |
908.00 |
921.50 |
907.00 |
913.50 |
+10.00 |
1,200 |
16,676 |
-191 |
Dec11 |
110516 |
920.00 |
934.25 |
919.75 |
926.25 |
+10.00 |
1,449 |
12,953 |
+190 |
Mar12 |
110516 |
936.50 |
947.50 |
934.00 |
940.75 |
+8.50 |
166 |
2,570 |
+59 |
Total Volume and Open Interest |
6,558 |
56,041 |
-145 |
Oats(CBOT) |
Jul11 |
110516 |
343.00 |
353.50 |
342.75 |
348.00 |
+3.50 |
793 |
8,702 |
-173 |
Sep11 |
110516 |
356.00 |
358.50 |
352.00 |
355.50 |
+3.50 |
19 |
301 |
+3 |
Dec11 |
110516 |
362.00 |
368.25 |
359.50 |
363.00 |
+3.50 |
170 |
3,292 |
+14 |
Mar12 |
110516 |
375.00 |
375.00 |
371.50 |
375.00 |
+3.50 |
0 |
21 |
+0 |
Total Volume and Open Interest |
990 |
12,325 |
-211 |
Rough Rice(CBOT) |
May11 |
110513 |
13.80 |
13.80 |
13.78 |
13.80 |
+0.02 |
1 |
24 |
+0 |
Jul11 |
110516 |
14.00 |
14.25 |
13.91 |
14.10 |
+0.12 |
1,143 |
15,379 |
+12 |
Sep11 |
110516 |
14.94 |
15.06 |
14.83 |
14.94 |
+0.08 |
336 |
5,307 |
+111 |
Nov11 |
110516 |
15.20 |
15.35 |
15.09 |
15.25 |
+0.08 |
169 |
1,464 |
+71 |
Total Volume and Open Interest |
1,749 |
22,744 |
+242 |
Live Cattle(CME) |
Jun11 |
110516 |
109.285 |
109.480 |
108.100 |
108.330 |
-0.670 |
37,754 |
87,278 |
-11,162 |
Aug11 |
110516 |
110.730 |
110.900 |
109.400 |
109.750 |
-0.800 |
32,346 |
117,864 |
+5,090 |
Oct11 |
110516 |
115.600 |
116.000 |
114.700 |
114.930 |
-0.570 |
15,005 |
76,396 |
+538 |
Dec11 |
110516 |
117.885 |
118.050 |
117.000 |
117.285 |
-0.515 |
6,919 |
47,098 |
+939 |
Feb12 |
110516 |
118.450 |
118.800 |
117.800 |
118.000 |
-0.400 |
1,730 |
12,555 |
+130 |
Apr12 |
110516 |
118.850 |
119.250 |
118.450 |
118.700 |
-0.300 |
359 |
5,675 |
+112 |
Total Volume and Open Interest |
94,154 |
348,061 |
-4,345 |
Feeder Cattle(CME) |
May11 |
110516 |
128.735 |
129.500 |
127.850 |
127.950 |
-0.750 |
1,529 |
4,293 |
+18 |
Aug11 |
110516 |
132.485 |
133.450 |
131.200 |
131.235 |
-1.215 |
3,206 |
23,996 |
+5 |
Sep11 |
110516 |
133.035 |
134.000 |
131.935 |
131.950 |
-1.085 |
1,160 |
4,920 |
-102 |
Oct11 |
110516 |
133.900 |
134.575 |
132.600 |
132.750 |
-1.035 |
1,209 |
4,052 |
+271 |
Nov11 |
110516 |
133.685 |
134.350 |
132.550 |
132.750 |
-1.050 |
195 |
1,566 |
+18 |
Jan12 |
110516 |
133.785 |
133.785 |
131.850 |
131.850 |
-1.050 |
25 |
457 |
-1 |
Mar12 |
110516 |
133.000 |
133.000 |
131.500 |
132.500 |
-0.800 |
0 |
37 |
+0 |
Total Volume and Open Interest |
7,324 |
39,323 |
+209 |
Lean Hogs(CME) |
Jun11 |
110516 |
94.635 |
95.050 |
93.400 |
93.600 |
-0.950 |
24,508 |
48,096 |
-5,490 |
Jul11 |
110516 |
94.135 |
94.385 |
92.385 |
92.550 |
-1.300 |
12,555 |
51,610 |
+5,643 |
Aug11 |
110516 |
95.000 |
95.150 |
93.350 |
93.430 |
-1.050 |
6,412 |
40,133 |
+26 |
Oct11 |
110516 |
87.850 |
88.080 |
86.150 |
86.350 |
-1.400 |
4,667 |
39,100 |
+1,388 |
Dec11 |
110516 |
84.750 |
84.800 |
83.035 |
83.200 |
-1.500 |
1,695 |
29,431 |
+491 |
Feb12 |
110516 |
85.950 |
85.950 |
84.600 |
84.650 |
-1.450 |
498 |
8,013 |
+125 |
Apr12 |
110516 |
86.580 |
86.580 |
85.400 |
86.100 |
-1.000 |
177 |
4,579 |
+24 |
May12 |
110516 |
90.250 |
90.700 |
90.250 |
90.700 |
unch |
3 |
161 |
+4 |
Total Volume and Open Interest |
51,028 |
224,761 |
+2,405 |
Class III Milk(CME) |
May11 |
110516 |
16.35 |
16.42 |
16.31 |
16.41 |
+0.03 |
79 |
5,318 |
-7 |
Jun11 |
110516 |
16.87 |
17.00 |
16.87 |
16.98 |
+0.06 |
257 |
4,595 |
+17 |
Jul11 |
110516 |
17.51 |
17.59 |
17.50 |
17.57 |
+0.07 |
333 |
3,539 |
+29 |
Aug11 |
110516 |
17.71 |
17.79 |
17.71 |
17.79 |
+0.08 |
75 |
3,406 |
+19 |
Sep11 |
110516 |
17.74 |
17.86 |
17.73 |
17.80 |
+0.07 |
125 |
3,435 |
+33 |
Total Volume and Open Interest |
1,546 |
31,660 |
+291 |
Cocoa(ICE) |
May11 |
110516 |
3000 |
3000 |
3000 |
3000 |
unch |
|
|
|
Jul11 |
110516 |
3000 |
3036 |
2990 |
3006 |
+4 |
16,186 |
68,022 |
-967 |
Sep11 |
110516 |
3000 |
3048 |
3000 |
3020 |
+5 |
4,178 |
28,488 |
+906 |
Dec11 |
110516 |
3042 |
3079 |
3038 |
3051 |
+7 |
2,457 |
26,702 |
+481 |
Mar12 |
110516 |
3095 |
3110 |
3088 |
3103 |
+8 |
1,221 |
23,099 |
+434 |
May12 |
110516 |
3085 |
3096 |
3080 |
3096 |
+9 |
249 |
5,735 |
+94 |
Jul12 |
110516 |
3089 |
3090 |
3081 |
3090 |
+8 |
196 |
1,903 |
+140 |
Total Volume and Open Interest |
24,582 |
158,936 |
+1,077 |
Coffee "C"(ICE) |
May11 |
110516 |
269.00 |
269.00 |
263.60 |
264.00 |
-5.30 |
20 |
206 |
+0 |
Jul11 |
110516 |
269.30 |
272.15 |
263.05 |
264.10 |
-5.30 |
11,871 |
62,502 |
-811 |
Sep11 |
110516 |
272.20 |
275.00 |
266.00 |
267.05 |
-5.25 |
3,455 |
22,017 |
-91 |
Dec11 |
110516 |
275.90 |
277.60 |
269.45 |
270.20 |
-5.30 |
1,660 |
19,495 |
+249 |
Mar12 |
110516 |
276.55 |
279.20 |
271.05 |
271.70 |
-5.45 |
285 |
4,898 |
+10 |
May12 |
110516 |
277.50 |
277.50 |
272.25 |
272.35 |
-5.60 |
50 |
2,951 |
+2 |
Total Volume and Open Interest |
17,406 |
114,199 |
-611 |
Orange Juice(ICE) |
Jul11 |
110516 |
182.85 |
182.85 |
179.45 |
182.20 |
-0.65 |
1,700 |
23,466 |
+47 |
Sep11 |
110516 |
172.50 |
175.00 |
172.25 |
174.50 |
-0.85 |
757 |
3,556 |
+289 |
Nov11 |
110516 |
169.00 |
171.35 |
169.00 |
170.75 |
-0.60 |
187 |
1,761 |
+107 |
Jan12 |
110516 |
167.00 |
169.15 |
167.00 |
168.70 |
-0.30 |
11 |
237 |
+1 |
Mar12 |
110516 |
165.50 |
165.55 |
165.45 |
165.45 |
-1.05 |
4 |
100 |
+4 |
May12 |
110516 |
164.50 |
164.50 |
164.20 |
164.20 |
-1.00 |
0 |
30 |
+0 |
Total Volume and Open Interest |
2,659 |
29,214 |
+448 |
Sugar #11(ICE) |
Jul11 |
110516 |
21.45 |
21.99 |
21.32 |
21.77 |
+0.32 |
41,980 |
271,409 |
-1,938 |
Oct11 |
110516 |
21.45 |
21.66 |
21.20 |
21.42 |
-0.02 |
28,377 |
141,070 |
-1,191 |
Mar12 |
110516 |
21.85 |
21.86 |
21.41 |
21.56 |
-0.30 |
12,416 |
82,282 |
+76 |
May12 |
110516 |
21.75 |
21.75 |
21.34 |
21.44 |
-0.37 |
3,096 |
24,209 |
+69 |
Jul12 |
110516 |
21.83 |
21.83 |
21.28 |
21.44 |
-0.39 |
1,420 |
19,657 |
+165 |
Total Volume and Open Interest |
89,139 |
582,042 |
-3,187 |
London Cocoa(LCE) |
May11 |
110513 |
1850 |
1859 |
1840 |
1857 |
+12 |
3,472 |
16,680 |
-1,848 |
Jul11 |
110516 |
1869 |
1888 |
1862 |
1869 |
-2 |
26,463 |
74,375 |
+8,332 |
Sep11 |
110516 |
1894 |
1912 |
1887 |
1893 |
-3 |
3,866 |
30,477 |
+211 |
Dec11 |
110516 |
1919 |
1937 |
1912 |
1919 |
-1 |
3,266 |
30,393 |
-397 |
Mar12 |
110516 |
1945 |
1963 |
1937 |
1944 |
-1 |
3,063 |
30,228 |
+1,100 |
May12 |
110516 |
1962 |
1980 |
1957 |
1961 |
-1 |
1,389 |
9,664 |
+364 |
Jul12 |
110516 |
1981 |
1990 |
1967 |
1972 |
-1 |
259 |
4,228 |
+93 |
Total Volume and Open Interest |
56,378 |
192,247 |
-4,552 |
London Sugar(LCE) |
Aug11 |
110516 |
602.80 |
608.10 |
600.60 |
607.00 |
+4.20 |
2,786 |
24,124 |
-740 |
Oct11 |
110516 |
575.30 |
575.30 |
568.10 |
572.10 |
-1.50 |
1,046 |
7,957 |
+19 |
Dec11 |
110516 |
576.60 |
581.80 |
572.70 |
578.20 |
-2.70 |
170 |
3,755 |
+11 |
Mar12 |
110516 |
574.80 |
575.90 |
565.70 |
570.00 |
-6.60 |
82 |
2,314 |
+30 |
May12 |
110516 |
565.50 |
566.70 |
559.10 |
564.40 |
-6.30 |
95 |
1,374 |
-8 |
Total Volume and Open Interest |
4,387 |
41,169 |
-512 |
Cotton(ICE) |
Jul11 |
110516 |
146.70 |
151.15 |
145.18 |
151.15 |
+6.00 |
6,761 |
68,369 |
-972 |
Oct11 |
110516 |
132.90 |
133.52 |
130.81 |
130.81 |
+3.26 |
103 |
456 |
+6 |
Dec11 |
110516 |
115.85 |
121.40 |
114.79 |
120.03 |
+4.42 |
3,180 |
62,257 |
+127 |
Mar12 |
110516 |
109.47 |
115.23 |
109.19 |
113.53 |
+4.06 |
253 |
8,810 |
-12 |
May12 |
110516 |
108.52 |
109.48 |
108.52 |
109.48 |
+4.14 |
257 |
2,334 |
+135 |
Jul12 |
110516 |
106.95 |
107.99 |
106.33 |
107.50 |
+3.65 |
229 |
3,146 |
+13 |
Total Volume and Open Interest |
10,802 |
147,660 |
-701 |
Lumber(CME) |
Jul11 |
110516 |
230.1 |
233.7 |
225.7 |
232.1 |
+2.5 |
417 |
7,085 |
+72 |
Sep11 |
110516 |
249.7 |
253.0 |
246.6 |
251.1 |
-1.3 |
124 |
2,005 |
+9 |
Nov11 |
110516 |
250.1 |
254.5 |
248.0 |
253.6 |
+0.1 |
7 |
496 |
+5 |
Jan12 |
110516 |
270.0 |
270.0 |
267.0 |
270.0 |
-0.1 |
11 |
26 |
+11 |
Total Volume and Open Interest |
689 |
9,822 |
+43 |
Crude Oil(NYM) |
Jun11 |
110516 |
99.36 |
99.65 |
96.83 |
97.37 |
-2.28 |
522,503 |
208,145 |
-25,386 |
Jul11 |
110516 |
99.96 |
100.12 |
97.33 |
97.85 |
-2.27 |
217,844 |
356,216 |
+21,810 |
Aug11 |
110516 |
99.86 |
100.50 |
97.71 |
98.25 |
-2.23 |
53,109 |
93,729 |
+1,490 |
Sep11 |
110516 |
100.39 |
100.83 |
98.11 |
98.59 |
-2.20 |
30,301 |
88,411 |
-1,467 |
Oct11 |
110516 |
100.15 |
101.08 |
98.53 |
98.83 |
-2.17 |
14,297 |
43,871 |
+126 |
Nov11 |
110516 |
99.96 |
101.18 |
98.65 |
99.01 |
-2.13 |
13,044 |
38,364 |
+561 |
Dec11 |
110516 |
101.04 |
101.43 |
98.60 |
99.14 |
-2.09 |
62,331 |
193,127 |
+1,278 |
Jan12 |
110516 |
100.35 |
101.42 |
98.80 |
99.17 |
-2.04 |
4,897 |
37,946 |
+19 |
Feb12 |
110516 |
100.35 |
101.32 |
98.86 |
99.15 |
-2.00 |
3,162 |
22,586 |
+441 |
Mar12 |
110516 |
100.00 |
101.19 |
98.96 |
99.08 |
-1.96 |
4,650 |
28,891 |
-655 |
Apr12 |
110516 |
100.45 |
100.45 |
99.00 |
99.00 |
-1.92 |
1,735 |
16,020 |
+106 |
May12 |
110516 |
99.25 |
99.73 |
98.91 |
98.91 |
-1.87 |
2,448 |
16,075 |
+316 |
Jun12 |
110516 |
100.40 |
100.93 |
98.75 |
98.82 |
-1.82 |
9,267 |
73,445 |
-616 |
Jul12 |
110516 |
99.60 |
99.60 |
98.61 |
98.61 |
-1.77 |
919 |
20,956 |
+189 |
Aug12 |
110516 |
99.30 |
99.30 |
98.35 |
98.35 |
-1.74 |
223 |
13,334 |
+31 |
Sep12 |
110516 |
98.69 |
98.69 |
98.13 |
98.13 |
-1.70 |
1,177 |
13,774 |
+91 |
Total Volume and Open Interest |
978,223 |
1,663,495 |
-905 |
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 |
110516 |
99.875 |
100.100 |
97.300 |
97.850 |
-2.275 |
1,632 |
989 |
+115 |
Aug11 |
110516 |
99.725 |
100.075 |
97.950 |
98.250 |
-2.225 |
169 |
185 |
-58 |
Sep11 |
110516 |
99.975 |
99.975 |
98.600 |
98.600 |
-2.200 |
24 |
94 |
+1 |
Oct11 |
110516 |
98.825 |
98.825 |
98.825 |
98.825 |
-2.175 |
1 |
42 |
-1 |
Nov11 |
110516 |
99.000 |
99.000 |
99.000 |
99.000 |
-2.150 |
2 |
18 |
+2 |
Dec11 |
110516 |
100.200 |
100.200 |
99.150 |
99.150 |
-2.075 |
14 |
312 |
+1 |
Jan12 |
110516 |
99.175 |
99.175 |
99.175 |
99.175 |
-2.025 |
0 |
6 |
+0 |
Feb12 |
110516 |
99.150 |
99.150 |
99.150 |
99.150 |
-2.000 |
1 |
7 |
+1 |
Total Volume and Open Interest |
23,406 |
5,010 |
+133 |
Heating Oil(NYM) |
Jun11 |
110516 |
293.32 |
293.96 |
285.63 |
287.44 |
-6.78 |
64,838 |
75,680 |
-5,308 |
Jul11 |
110516 |
294.68 |
295.12 |
287.12 |
288.86 |
-6.49 |
34,021 |
68,015 |
+6,271 |
Aug11 |
110516 |
294.52 |
296.26 |
288.96 |
290.30 |
-6.20 |
14,918 |
32,780 |
+1,130 |
Sep11 |
110516 |
295.82 |
297.67 |
290.65 |
291.97 |
-6.03 |
6,564 |
24,438 |
-89 |
Oct11 |
110516 |
298.12 |
298.54 |
293.18 |
293.60 |
-5.93 |
3,006 |
11,227 |
+422 |
Nov11 |
110516 |
298.82 |
300.25 |
293.55 |
295.24 |
-5.84 |
2,922 |
12,912 |
+557 |
Dec11 |
110516 |
300.85 |
302.52 |
295.09 |
296.79 |
-5.75 |
9,105 |
33,542 |
+1,048 |
Jan12 |
110516 |
302.67 |
303.32 |
297.07 |
298.34 |
-5.71 |
1,305 |
13,307 |
+118 |
Feb12 |
110516 |
298.71 |
298.71 |
298.71 |
298.71 |
-5.63 |
215 |
5,975 |
+54 |
Mar12 |
110516 |
297.82 |
297.82 |
297.82 |
297.82 |
-5.57 |
77 |
3,206 |
+9 |
Apr12 |
110516 |
300.82 |
300.82 |
295.77 |
295.77 |
-5.47 |
153 |
1,529 |
-19 |
May12 |
110516 |
298.87 |
298.87 |
294.07 |
294.07 |
-5.37 |
130 |
1,480 |
+18 |
Total Volume and Open Interest |
138,713 |
311,202 |
+4,372 |
Gasoline(NYMEX) |
Jun11 |
110516 |
307.71 |
308.10 |
291.83 |
293.11 |
-14.33 |
62,376 |
63,324 |
-2,205 |
Jul11 |
110516 |
302.79 |
302.79 |
288.88 |
290.17 |
-11.46 |
49,503 |
65,403 |
+4,208 |
Aug11 |
110516 |
297.20 |
297.20 |
286.59 |
287.79 |
-9.69 |
24,272 |
27,409 |
+46 |
Sep11 |
110516 |
292.03 |
293.67 |
284.45 |
285.70 |
-8.47 |
13,698 |
27,869 |
+222 |
Oct11 |
110516 |
276.98 |
279.51 |
272.67 |
272.67 |
-7.23 |
7,472 |
25,849 |
-426 |
Nov11 |
110516 |
275.12 |
276.63 |
268.60 |
270.02 |
-6.68 |
3,179 |
12,135 |
+542 |
Dec11 |
110516 |
273.31 |
275.46 |
267.10 |
268.86 |
-6.48 |
6,346 |
27,684 |
-89 |
Jan12 |
110516 |
274.50 |
274.50 |
268.16 |
269.25 |
-6.25 |
1,627 |
6,489 |
+457 |
Feb12 |
110516 |
273.75 |
275.70 |
270.71 |
270.71 |
-6.17 |
892 |
3,228 |
+32 |
Mar12 |
110516 |
272.21 |
272.21 |
272.21 |
272.21 |
-6.05 |
665 |
5,147 |
-187 |
Total Volume and Open Interest |
170,765 |
282,314 |
+2,741 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110516 |
293.10 |
293.11 |
293.10 |
293.10 |
-14.30 |
0 |
3 |
+0 |
Jul11 |
110516 |
290.20 |
290.20 |
290.17 |
290.20 |
-11.40 |
0 |
1 |
+0 |
Aug11 |
110516 |
287.80 |
287.80 |
287.79 |
287.80 |
-9.70 |
0 |
1 |
+0 |
Sep11 |
110516 |
285.70 |
285.70 |
285.70 |
285.70 |
-8.50 |
|
|
|
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Jun11 |
110516 |
4.253 |
4.339 |
4.196 |
4.318 |
+0.072 |
117,519 |
101,072 |
-9,140 |
Jul11 |
110516 |
4.332 |
4.400 |
4.262 |
4.379 |
+0.068 |
78,150 |
207,345 |
-2,357 |
Aug11 |
110516 |
4.355 |
4.444 |
4.305 |
4.423 |
+0.069 |
23,549 |
76,439 |
-2,714 |
Sep11 |
110516 |
4.362 |
4.469 |
4.328 |
4.448 |
+0.069 |
14,067 |
101,908 |
+84 |
Oct11 |
110516 |
4.433 |
4.516 |
4.375 |
4.497 |
+0.069 |
21,448 |
91,394 |
-2,051 |
Nov11 |
110516 |
4.589 |
4.670 |
4.588 |
4.658 |
+0.066 |
12,353 |
53,501 |
+2,118 |
Dec11 |
110516 |
4.800 |
4.885 |
4.755 |
4.871 |
+0.063 |
5,433 |
37,785 |
-94 |
Jan12 |
110516 |
4.920 |
4.997 |
4.869 |
4.985 |
+0.062 |
8,298 |
86,428 |
+38 |
Feb12 |
110516 |
4.939 |
4.989 |
4.936 |
4.976 |
+0.064 |
919 |
17,624 |
+128 |
Mar12 |
110516 |
4.843 |
4.923 |
4.802 |
4.910 |
+0.060 |
2,692 |
37,874 |
+83 |
Apr12 |
110516 |
4.676 |
4.785 |
4.667 |
4.774 |
+0.055 |
2,629 |
37,346 |
+75 |
May12 |
110516 |
4.784 |
4.805 |
4.768 |
4.795 |
+0.053 |
495 |
10,773 |
+48 |
Jun12 |
110516 |
4.764 |
4.832 |
4.764 |
4.832 |
+0.051 |
544 |
7,613 |
+212 |
Jul12 |
110516 |
4.871 |
4.881 |
4.854 |
4.877 |
+0.050 |
227 |
5,949 |
+133 |
Aug12 |
110516 |
4.900 |
4.902 |
4.879 |
4.902 |
+0.049 |
193 |
5,982 |
+10 |
Sep12 |
110516 |
4.909 |
4.911 |
4.890 |
4.911 |
+0.049 |
188 |
5,437 |
+125 |
Total Volume and Open Interest |
289,430 |
966,158 |
-12,997 |
Brent Crude Oil(ICE) |
Jun11 |
110516 |
113.56 |
114.00 |
112.00 |
112.73 |
-1.10 |
247,292 |
71,464 |
-20,241 |
Jul11 |
110516 |
113.00 |
113.50 |
110.14 |
110.84 |
-2.44 |
234,636 |
218,800 |
+8,237 |
Aug11 |
110516 |
112.50 |
113.04 |
109.85 |
110.45 |
-2.34 |
80,596 |
137,156 |
+6,036 |
Sep11 |
110516 |
111.48 |
112.55 |
109.45 |
110.03 |
-2.25 |
38,938 |
66,762 |
+2,633 |
Oct11 |
110516 |
110.90 |
112.06 |
109.06 |
109.64 |
-2.18 |
22,310 |
46,405 |
+1,709 |
Nov11 |
110516 |
110.54 |
111.71 |
108.76 |
109.32 |
-2.14 |
14,787 |
24,114 |
+704 |
Dec11 |
110516 |
110.31 |
111.41 |
108.46 |
109.02 |
-2.10 |
67,060 |
97,669 |
+327 |
Jan12 |
110516 |
110.24 |
111.13 |
108.41 |
108.79 |
-2.05 |
8,715 |
19,545 |
+511 |
Feb12 |
110516 |
109.83 |
110.20 |
108.54 |
108.54 |
-2.02 |
4,998 |
17,559 |
+469 |
Mar12 |
110516 |
108.25 |
108.25 |
108.25 |
108.25 |
-1.99 |
7,548 |
30,879 |
+895 |
Apr12 |
110516 |
107.95 |
107.95 |
107.95 |
107.95 |
-1.95 |
1,973 |
8,072 |
+90 |
May12 |
110516 |
107.63 |
107.63 |
107.63 |
107.63 |
-1.91 |
2,203 |
6,057 |
-59 |
Jun12 |
110516 |
107.60 |
109.17 |
107.10 |
107.29 |
-1.87 |
7,246 |
34,947 |
+303 |
Jul12 |
110516 |
106.94 |
106.94 |
106.94 |
106.94 |
-1.84 |
598 |
3,325 |
-9 |
Total Volume and Open Interest |
759,448 |
909,154 |
-42 |
Gas Oil(ICE) |
Jun11 |
110516 |
924.00 |
928.00 |
903.75 |
924.00 |
+6.75 |
120,597 |
144,436 |
+4,630 |
Jul11 |
110516 |
928.50 |
931.75 |
908.25 |
927.75 |
+6.75 |
63,468 |
78,828 |
+7,117 |
Aug11 |
110516 |
929.25 |
935.25 |
912.00 |
931.50 |
+6.75 |
21,081 |
47,068 |
+2,736 |
Sep11 |
110516 |
933.00 |
938.50 |
915.00 |
935.00 |
+6.75 |
14,500 |
49,896 |
+1,370 |
Oct11 |
110516 |
935.50 |
939.75 |
924.00 |
937.75 |
+7.25 |
5,432 |
32,031 |
+548 |
Nov11 |
110516 |
936.50 |
942.00 |
924.50 |
938.75 |
+7.50 |
2,324 |
23,358 |
-471 |
Dec11 |
110516 |
936.25 |
943.25 |
921.50 |
940.25 |
+7.75 |
23,441 |
53,962 |
-90 |
Jan12 |
110516 |
937.00 |
946.50 |
930.50 |
943.00 |
+8.00 |
1,101 |
25,383 |
+593 |
Feb12 |
110516 |
943.50 |
943.50 |
943.50 |
943.50 |
+8.00 |
1,140 |
7,679 |
+232 |
Mar12 |
110516 |
938.25 |
943.00 |
938.25 |
943.00 |
+8.00 |
1,499 |
5,794 |
+309 |
Total Volume and Open Interest |
264,210 |
554,498 |
+11,080 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110516 |
2.540 |
2.552 |
2.530 |
2.535 |
+0.032 |
280 |
1,115 |
+22 |
Jul11 |
110516 |
2.525 |
2.552 |
2.525 |
2.534 |
+0.030 |
266 |
1,218 |
+110 |
Aug11 |
110516 |
2.551 |
2.552 |
2.533 |
2.534 |
+0.032 |
222 |
1,062 |
-13 |
Sep11 |
110516 |
2.511 |
2.518 |
2.481 |
2.489 |
+0.024 |
136 |
948 |
+31 |
Oct11 |
110516 |
2.420 |
2.420 |
2.392 |
2.403 |
+0.023 |
78 |
1,013 |
+28 |
Nov11 |
110516 |
2.380 |
2.380 |
2.347 |
2.357 |
+0.017 |
37 |
638 |
+3 |
Dec11 |
110516 |
2.351 |
2.368 |
2.339 |
2.351 |
+0.012 |
77 |
912 |
-19 |
Total Volume and Open Interest |
1,156 |
7,786 |
+191 |
WTI Crude Oil(ICE |
Jun11 |
110516 |
98.54 |
99.63 |
96.86 |
97.37 |
-1.60 |
127,208 |
72,316 |
-6,334 |
Jul11 |
110516 |
99.15 |
100.11 |
97.35 |
97.85 |
-2.27 |
60,658 |
90,730 |
+4,247 |
Aug11 |
110516 |
99.37 |
100.47 |
97.85 |
98.25 |
-2.23 |
19,882 |
35,960 |
+3,319 |
Sep11 |
110516 |
99.66 |
100.78 |
98.20 |
98.59 |
-2.20 |
13,217 |
39,007 |
+876 |
Oct11 |
110516 |
99.99 |
100.99 |
98.44 |
98.83 |
-2.17 |
6,579 |
19,007 |
+586 |
Nov11 |
110516 |
100.13 |
100.66 |
98.63 |
99.01 |
-2.13 |
5,417 |
15,223 |
+262 |
Dec11 |
110516 |
100.53 |
101.37 |
98.72 |
99.14 |
-2.09 |
26,022 |
80,517 |
-50 |
Jan12 |
110516 |
99.74 |
99.85 |
98.91 |
99.17 |
-2.04 |
1,445 |
11,657 |
-181 |
Feb12 |
110516 |
99.74 |
99.74 |
99.15 |
99.15 |
-2.00 |
666 |
3,655 |
+84 |
Mar12 |
110516 |
99.08 |
99.08 |
99.08 |
99.08 |
-1.96 |
1,139 |
11,783 |
+482 |
Apr12 |
110516 |
99.00 |
99.00 |
99.00 |
99.00 |
-1.92 |
169 |
4,429 |
-28 |
May12 |
110516 |
98.91 |
98.91 |
98.91 |
98.91 |
-1.87 |
440 |
2,338 |
+63 |
Jun12 |
110516 |
100.19 |
100.19 |
98.51 |
98.82 |
-1.82 |
1,956 |
26,302 |
+257 |
Jul12 |
110516 |
98.61 |
98.61 |
98.61 |
98.61 |
-1.77 |
0 |
1,644 |
+0 |
Aug12 |
110516 |
98.35 |
98.35 |
98.35 |
98.35 |
-1.74 |
10 |
886 |
+0 |
Sep12 |
110516 |
98.13 |
98.13 |
98.13 |
98.13 |
-1.70 |
10 |
4,291 |
+10 |
Total Volume and Open Interest |
278,704 |
515,645 |
+5,156 |
US Dollar Index(ICE) |
Jun11 |
110516 |
76.080 |
76.190 |
75.410 |
75.650 |
-0.287 |
39,107 |
55,135 |
-439 |
Sep11 |
110516 |
76.600 |
76.655 |
75.955 |
76.150 |
-0.277 |
318 |
1,046 |
+77 |
Dec11 |
110516 |
76.650 |
76.650 |
76.650 |
76.650 |
-0.272 |
0 |
2 |
+0 |
Total Volume and Open Interest |
39,425 |
56,184 |
-362 |
Australian Dollar(CME) |
Jun11 |
110516 |
105.32 |
106.07 |
104.73 |
105.59 |
+0.16 |
160,354 |
120,871 |
-2,026 |
Sep11 |
110516 |
103.90 |
104.55 |
103.59 |
104.25 |
+0.16 |
255 |
1,044 |
+80 |
Dec11 |
110516 |
102.99 |
102.99 |
102.85 |
102.99 |
+0.14 |
0 |
78 |
+0 |
Total Volume and Open Interest |
160,609 |
121,995 |
-1,946 |
British Pound(CME) |
Jun11 |
110516 |
161.69 |
162.49 |
161.54 |
162.03 |
+0.35 |
154,745 |
110,677 |
-2,142 |
Sep11 |
110516 |
161.43 |
162.21 |
161.36 |
161.80 |
+0.35 |
66 |
663 |
+36 |
Dec11 |
110516 |
161.56 |
161.56 |
161.21 |
161.56 |
+0.35 |
0 |
39 |
+0 |
Total Volume and Open Interest |
154,811 |
111,384 |
-2,106 |
Canadian Dollar(CME) |
Jun11 |
110516 |
103.08 |
103.20 |
102.28 |
102.71 |
-0.50 |
112,038 |
113,317 |
-1,407 |
Sep11 |
110516 |
102.73 |
102.95 |
102.05 |
102.45 |
-0.50 |
605 |
4,348 |
+254 |
Dec11 |
110516 |
102.43 |
102.66 |
101.94 |
102.16 |
-0.50 |
43 |
2,708 |
+17 |
Mar12 |
110516 |
101.50 |
102.32 |
101.50 |
101.82 |
-0.50 |
20 |
320 |
+16 |
Total Volume and Open Interest |
112,706 |
120,886 |
-1,120 |
Japanese Yen(CME) |
Jun11 |
110516 |
123.70 |
124.03 |
123.37 |
123.84 |
+0.13 |
112,211 |
100,524 |
+512 |
Sep11 |
110516 |
123.65 |
123.93 |
123.45 |
123.91 |
+0.14 |
249 |
2,489 |
+91 |
Dec11 |
110516 |
124.00 |
124.00 |
123.88 |
124.00 |
+0.12 |
2 |
224 |
+0 |
Total Volume and Open Interest |
112,462 |
103,246 |
+603 |
Swiss Franc(CME) |
Jun11 |
110516 |
111.91 |
113.65 |
111.89 |
113.23 |
+1.12 |
37,710 |
70,339 |
-947 |
Sep11 |
110516 |
112.06 |
113.60 |
112.05 |
113.28 |
+1.12 |
100 |
288 |
+41 |
Dec11 |
110516 |
111.89 |
113.32 |
111.80 |
113.32 |
+1.12 |
0 |
24 |
+0 |
Total Volume and Open Interest |
37,810 |
70,653 |
-906 |
EuroFX(CME) |
Jun11 |
110516 |
140.71 |
142.36 |
140.38 |
141.80 |
+0.80 |
369,384 |
237,711 |
-4,611 |
Sep11 |
110516 |
140.21 |
141.90 |
140.00 |
141.38 |
+0.80 |
972 |
3,935 |
-22 |
Dec11 |
110516 |
141.27 |
141.27 |
140.11 |
140.90 |
+0.79 |
1 |
114 |
+0 |
Total Volume and Open Interest |
370,357 |
242,139 |
-4,633 |
Mexican Peso(CME) |
May11 |
110516 |
853.8 |
853.8 |
851.8 |
853.8 |
+2.0 |
|
|
|
Jun11 |
110516 |
849.8 |
853.0 |
846.8 |
849.5 |
-0.2 |
45,026 |
154,066 |
+378 |
Total Volume and Open Interest |
45,026 |
154,285 |
+378 |
30-Year T-Bonds(CBOT) |
Jun11 |
110516 |
124~200 |
124~310 |
124~100 |
124~310 |
+0~170 |
|
|
|
Sep11 |
110516 |
123~150 |
123~250 |
123~000 |
123~220 |
+0~180 |
4,138 |
17,205 |
+281 |
Dec11 |
110516 |
122~070 |
122~070 |
121~210 |
122~070 |
+0~180 |
0 |
2 |
+0 |
Total Volume and Open Interest |
382,512 |
698,558 |
+7,719 |
10-Year T-Notes(CBOT) |
Jun11 |
110516 |
122~210 |
122~260 |
122~130 |
122~240 |
+0~080 |
1,350,916 |
1,791,713 |
+46,853 |
Sep11 |
110516 |
121~095 |
121~115 |
120~315 |
121~100 |
+0~085 |
16,146 |
37,849 |
+7,702 |
Dec11 |
110516 |
120~100 |
120~100 |
120~015 |
120~100 |
+0~085 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,367,062 |
1,829,568 |
+54,555 |
5-Year T-Notes(CBOT) |
Jun11 |
110516 |
119~040 |
119~052 |
119~040 |
119~052 |
+0~027 |
|
|
|
Sep11 |
110516 |
118~007 |
118~033 |
118~000 |
118~029 |
+0~027 |
13,902 |
42,652 |
+7,127 |
Dec11 |
110516 |
117~053 |
117~053 |
117~026 |
117~053 |
+0~027 |
|
|
|
Total Volume and Open Interest |
661,327 |
1,536,467 |
+13,304 |
2 Year T-Notes(CBOT) |
Jun11 |
110516 |
109~097 |
109~101 |
109~094 |
109~099 |
+0~004 |
221,173 |
1,016,711 |
-868 |
Sep11 |
110516 |
109~046 |
109~046 |
109~039 |
109~045 |
+0~006 |
3,852 |
23,642 |
+1,539 |
Dec11 |
110516 |
108~111 |
108~111 |
108~105 |
108~111 |
+0~006 |
0 |
20 |
+0 |
Total Volume and Open Interest |
225,025 |
1,040,373 |
+671 |
Eurodollars(CME) |
Jun11 |
110516 |
99.735 |
99.738 |
99.730 |
99.735 |
unch |
132,714 |
942,665 |
-5,050 |
Sep11 |
110516 |
99.680 |
99.690 |
99.675 |
99.685 |
+0.010 |
142,636 |
1,403,459 |
-9,533 |
Dec11 |
110516 |
99.580 |
99.605 |
99.580 |
99.600 |
+0.020 |
230,098 |
1,674,893 |
-10,693 |
Mar12 |
110516 |
99.450 |
99.475 |
99.445 |
99.470 |
+0.025 |
260,247 |
1,601,202 |
+34,373 |
Jun12 |
110516 |
99.230 |
99.260 |
99.230 |
99.255 |
+0.030 |
291,353 |
1,373,944 |
+15,920 |
Sep12 |
110516 |
98.955 |
98.990 |
98.955 |
98.985 |
+0.040 |
216,517 |
727,074 |
+15,356 |
Dec12 |
110516 |
98.670 |
98.705 |
98.655 |
98.695 |
+0.050 |
207,372 |
531,789 |
+2,222 |
Mar13 |
110516 |
98.400 |
98.445 |
98.390 |
98.435 |
+0.055 |
195,865 |
377,175 |
+598 |
Jun13 |
110516 |
98.130 |
98.190 |
98.130 |
98.175 |
+0.055 |
123,862 |
276,491 |
+1,859 |
Sep13 |
110516 |
97.870 |
97.935 |
97.870 |
97.920 |
+0.060 |
101,057 |
241,726 |
+750 |
Dec13 |
110516 |
97.615 |
97.665 |
97.605 |
97.655 |
+0.055 |
68,720 |
183,472 |
+2,829 |
Mar14 |
110516 |
97.395 |
97.440 |
97.375 |
97.425 |
+0.055 |
68,887 |
171,319 |
-887 |
Jun14 |
110516 |
97.170 |
97.210 |
97.145 |
97.195 |
+0.050 |
12,513 |
103,910 |
+302 |
Sep14 |
110516 |
96.955 |
96.985 |
96.925 |
96.970 |
+0.045 |
12,349 |
58,656 |
-1,591 |
Dec14 |
110516 |
96.735 |
96.765 |
96.695 |
96.745 |
+0.045 |
8,285 |
70,205 |
+353 |
Mar15 |
110516 |
96.555 |
96.565 |
96.505 |
96.550 |
+0.045 |
7,914 |
50,052 |
+108 |
Jun15 |
110516 |
4.610 |
4.620 |
4.560 |
4.605 |
+0.040 |
4,424 |
41,767 |
+411 |
Sep15 |
110516 |
4.440 |
4.445 |
4.380 |
4.430 |
+0.040 |
3,886 |
38,019 |
-25 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110516 |
99.908 |
99.910 |
99.905 |
99.908 |
unch |
4,202 |
79,555 |
-1,417 |
Jun11 |
110516 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
4,065 |
62,967 |
+626 |
Jul11 |
110516 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
4,444 |
51,291 |
-476 |
Aug11 |
110516 |
99.885 |
99.885 |
99.880 |
99.885 |
unch |
5,113 |
54,475 |
-824 |
Sep11 |
110516 |
99.870 |
99.875 |
99.870 |
99.870 |
unch |
4,378 |
42,897 |
+1,093 |
Oct11 |
110516 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
6,920 |
54,577 |
-735 |
Total Volume and Open Interest |
55,975 |
694,694 |
+2,843 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110516 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110516 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec11 |
110516 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
0 |
75 |
+0 |
Mar12 |
110516 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun12 |
110516 |
99.680 |
99.680 |
99.680 |
99.680 |
-0.010 |
|
|
|
Sep12 |
110516 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.010 |
|
|
|
Dec12 |
110516 |
99.570 |
99.570 |
99.570 |
99.570 |
-0.010 |
|
|
|
Mar13 |
110516 |
99.570 |
99.570 |
99.570 |
99.570 |
-0.010 |
|
|
|
Jun13 |
110516 |
99.525 |
99.525 |
99.525 |
99.525 |
-0.010 |
|
|
|
Sep13 |
110516 |
99.385 |
99.385 |
99.385 |
99.385 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110516 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
200 |
6,003 |
+0 |
Sep11 |
110516 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
8 |
1,466 |
+0 |
Dec11 |
110516 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110516 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
205 |
3,877 |
+0 |
Jun12 |
110516 |
99.68 |
99.68 |
99.68 |
99.68 |
-0.01 |
0 |
1,254 |
+0 |
Sep12 |
110516 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
411 |
+0 |
Dec12 |
110516 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
0 |
24 |
+0 |
Mar13 |
110516 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
0 |
1 |
+0 |
Total Volume and Open Interest |
413 |
14,993 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110516 |
140.82 |
140.98 |
140.64 |
140.70 |
+0.12 |
1,724 |
19,473 |
+2,489 |
Sep11 |
110516 |
140.71 |
140.71 |
140.39 |
140.46 |
-0.07 |
102 |
44 |
+0 |
Dec11 |
110516 |
138.37 |
138.37 |
138.37 |
138.37 |
-0.07 |
|
|
|
Total Volume and Open Interest |
2,051 |
19,859 |
+0 |
Euro-Bund(EUREX) |
Jun11 |
110516 |
124.57 |
124.62 |
124.03 |
124.13 |
-0.29 |
1,043,058 |
1,030,886 |
+35,437 |
Sep11 |
110516 |
124.31 |
124.32 |
123.80 |
123.86 |
-0.31 |
8,503 |
24,074 |
+5,922 |
Dec11 |
110516 |
122.98 |
122.98 |
122.98 |
122.98 |
-0.29 |
141 |
0 |
+0 |
Total Volume and Open Interest |
1,051,702 |
1,054,960 |
+41,359 |
Euro-Bobl(EUREX) |
Jun11 |
110506 |
115.41 |
115.82 |
115.22 |
115.71 |
+0.23 |
725,341 |
811,181 |
+16,712 |
Sep11 |
110516 |
115.60 |
115.62 |
115.35 |
115.39 |
-0.14 |
1,717 |
37,005 |
+598 |
Dec11 |
110516 |
115.53 |
115.53 |
115.53 |
115.53 |
-0.15 |
|
|
|
Total Volume and Open Interest |
663,611 |
855,613 |
-2,229 |
3-Mth Euribor(EUREX) |
Jun11 |
110516 |
98.480 |
98.480 |
98.475 |
98.480 |
-0.005 |
75 |
5,363 |
+27 |
Sep11 |
110516 |
98.180 |
98.190 |
98.170 |
98.170 |
-0.030 |
22 |
2,263 |
+1 |
Dec11 |
110516 |
97.980 |
97.995 |
97.965 |
97.965 |
-0.035 |
21 |
1,079 |
+1 |
Total Volume and Open Interest |
187 |
11,445 |
+79 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110516 |
119~17 |
119~17 |
119~08 |
119~08 |
-0~03 |
53 |
57 |
+53 |
Total Volume and Open Interest |
181,722 |
340,631 |
-176 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110516 |
99.18 |
99.18 |
99.16 |
99.17 |
unch |
15,298 |
435,832 |
-25,230 |
Sep11 |
110516 |
99.09 |
99.09 |
99.07 |
99.09 |
+0.01 |
40,700 |
467,662 |
-68,808 |
Dec11 |
110516 |
98.93 |
98.95 |
98.92 |
98.94 |
+0.01 |
56,376 |
474,812 |
-66,355 |
Mar12 |
110516 |
98.77 |
98.78 |
98.75 |
98.77 |
+0.01 |
70,322 |
409,261 |
-51,760 |
Jun12 |
110516 |
98.55 |
98.58 |
98.54 |
98.56 |
+0.01 |
77,304 |
373,215 |
-50,563 |
Sep12 |
110516 |
98.34 |
98.36 |
98.32 |
98.35 |
+0.02 |
52,666 |
238,652 |
-27,838 |
Total Volume and Open Interest |
422,927 |
2,925,276 |
-305,454 |
3-Mth Euribor(LIFFE) |
Jun11 |
110516 |
98.490 |
98.490 |
98.470 |
98.480 |
-0.005 |
164,314 |
803,766 |
+26,867 |
Sep11 |
110516 |
98.205 |
98.210 |
98.165 |
98.170 |
-0.030 |
201,079 |
757,249 |
+17,702 |
Dec11 |
110516 |
98.010 |
98.015 |
97.960 |
97.965 |
-0.035 |
161,197 |
703,560 |
-8,945 |
Total Volume and Open Interest |
1,113,521 |
4,291,212 |
+47,261 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110516 |
94.96 |
94.97 |
94.95 |
94.96 |
unch |
13,219 |
175,723 |
-11,246 |
Sep11 |
110516 |
94.87 |
94.90 |
94.87 |
94.88 |
unch |
18,799 |
211,048 |
-10,069 |
Dec11 |
110516 |
94.81 |
94.84 |
94.79 |
94.82 |
+0.01 |
10,217 |
144,839 |
-6,425 |
Mar12 |
110516 |
94.73 |
94.77 |
94.72 |
94.75 |
+0.01 |
5,054 |
80,439 |
-688 |
Jun12 |
110516 |
94.67 |
94.71 |
94.67 |
94.70 |
+0.02 |
3,888 |
52,246 |
+1,703 |
Sep12 |
110516 |
94.63 |
94.67 |
94.63 |
94.66 |
+0.02 |
2,199 |
51,813 |
+494 |
Dec12 |
110516 |
94.59 |
94.63 |
94.57 |
94.61 |
+0.01 |
484 |
26,848 |
+143 |
Mar13 |
110516 |
94.56 |
94.59 |
94.55 |
94.58 |
+0.01 |
1,113 |
17,899 |
+88 |
Jun13 |
110516 |
94.51 |
94.56 |
94.51 |
94.54 |
+0.02 |
102 |
1,861 |
+50 |
Sep13 |
110516 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.04 |
50 |
1,137 |
+50 |
Total Volume and Open Interest |
55,125 |
764,708 |
-25,900 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110516 |
94.64 |
94.68 |
94.60 |
94.67 |
+0.04 |
36,282 |
430,053 |
+1,903 |
Sep11 |
110516 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.04 |
|
|
|
Total Volume and Open Interest |
36,282 |
430,053 |
+1,903 |
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 |
110516 |
94.96 |
94.96 |
94.96 |
94.96 |
+0.03 |
|
|
|
Total Volume and Open Interest |
113,877 |
751,042 |
-1,417 |
Gold(CMX) |
Jun11 |
110516 |
1494.6 |
1504.3 |
1486.0 |
1490.6 |
-3.0 |
207,428 |
281,683 |
-3,529 |
Aug11 |
110516 |
1494.0 |
1505.3 |
1488.0 |
1491.8 |
-3.0 |
13,613 |
97,728 |
+3,355 |
Oct11 |
110516 |
1491.5 |
1503.0 |
1491.3 |
1493.0 |
-3.0 |
165 |
6,462 |
+60 |
Dec11 |
110516 |
1497.0 |
1507.5 |
1490.1 |
1494.1 |
-3.1 |
2,734 |
54,623 |
+1,539 |
Feb12 |
110516 |
1498.0 |
1508.4 |
1495.3 |
1495.3 |
-3.1 |
273 |
7,144 |
-2 |
Apr12 |
110516 |
1497.0 |
1503.3 |
1494.2 |
1496.6 |
-3.1 |
103 |
4,686 |
+64 |
Jun12 |
110516 |
1509.4 |
1509.4 |
1498.3 |
1498.3 |
-3.1 |
84 |
10,853 |
+79 |
Aug12 |
110516 |
1500.3 |
1500.3 |
1500.3 |
1500.3 |
-3.1 |
20 |
2,993 |
+15 |
Oct12 |
110516 |
1502.7 |
1502.7 |
1502.7 |
1502.7 |
-3.1 |
30 |
3,376 |
+30 |
Dec12 |
110516 |
1505.2 |
1518.3 |
1505.2 |
1505.9 |
-3.2 |
68 |
12,298 |
-6 |
Feb13 |
110516 |
1509.0 |
1509.0 |
1509.0 |
1509.0 |
-3.3 |
25 |
155 |
+25 |
Total Volume and Open Interest |
227,013 |
513,146 |
+2,602 |
Silver(CMX) |
May11 |
110516 |
3521.5 |
3522.5 |
3350.5 |
3412.9 |
-88.2 |
131 |
303 |
-22 |
Jul11 |
110516 |
3524.5 |
3540.0 |
3348.0 |
3413.2 |
-88.1 |
149,061 |
64,417 |
-1,747 |
Sep11 |
110516 |
3496.0 |
3528.5 |
3350.0 |
3414.7 |
-88.0 |
3,266 |
8,666 |
-353 |
Dec11 |
110516 |
3479.5 |
3530.0 |
3360.0 |
3414.9 |
-87.8 |
4,543 |
22,849 |
-208 |
Mar12 |
110516 |
3508.0 |
3508.0 |
3410.7 |
3410.7 |
-87.8 |
583 |
3,502 |
+464 |
May12 |
110516 |
3499.5 |
3500.0 |
3407.1 |
3407.1 |
-87.8 |
56 |
1,039 |
+14 |
Jul12 |
110516 |
3478.0 |
3489.5 |
3403.4 |
3403.4 |
-87.8 |
48 |
1,702 |
+8 |
Total Volume and Open Interest |
163,456 |
121,213 |
-1,908 |
Platinum(NYMEX) |
Jul11 |
110516 |
1767.0 |
1773.0 |
1752.1 |
1760.0 |
-9.3 |
7,096 |
33,873 |
-595 |
Oct11 |
110516 |
1760.5 |
1769.0 |
1760.5 |
1763.5 |
-9.5 |
124 |
1,990 |
+51 |
Jan12 |
110516 |
1765.0 |
1765.6 |
1765.0 |
1765.6 |
-9.9 |
12 |
78 |
+9 |
Apr12 |
110516 |
1767.6 |
1767.6 |
1767.6 |
1767.6 |
-9.9 |
0 |
24 |
+0 |
Total Volume and Open Interest |
7,343 |
36,079 |
-436 |
Palladium(NYMEX) |
Jun11 |
110516 |
705.50 |
719.50 |
704.00 |
713.50 |
+7.05 |
6,269 |
16,428 |
-539 |
Sep11 |
110516 |
707.20 |
720.95 |
707.20 |
715.20 |
+7.10 |
636 |
3,597 |
+327 |
Dec11 |
110516 |
716.35 |
716.35 |
716.35 |
716.35 |
+7.10 |
77 |
470 |
+34 |
Total Volume and Open Interest |
6,982 |
20,500 |
-178 |
Copper(CMX) |
May11 |
110516 |
399.35 |
399.35 |
395.50 |
398.30 |
+0.80 |
423 |
1,342 |
-232 |
Jul11 |
110516 |
400.50 |
401.95 |
394.65 |
399.05 |
+0.70 |
47,791 |
67,395 |
-5,922 |
Sep11 |
110516 |
401.50 |
403.50 |
397.35 |
400.85 |
+0.75 |
3,966 |
24,015 |
+366 |
Dec11 |
110516 |
402.05 |
404.00 |
399.00 |
402.70 |
+0.85 |
1,541 |
13,366 |
+739 |
Mar12 |
110516 |
401.00 |
405.50 |
401.00 |
403.70 |
+0.90 |
255 |
3,445 |
-7 |
Total Volume and Open Interest |
54,698 |
116,979 |
-5,381 |
DJIA Index(CBOT) |
Jun11 |
110516 |
12520 |
12603 |
12479 |
12509 |
-47 |
532 |
23,663 |
-92 |
Sep11 |
110516 |
12439 |
12488 |
12439 |
12439 |
-49 |
0 |
15 |
+0 |
Dec11 |
110516 |
12368 |
12417 |
12368 |
12368 |
-49 |
0 |
1 |
+0 |
Mar12 |
110516 |
12308 |
12357 |
12308 |
12308 |
-49 |
|
|
|
Total Volume and Open Interest |
532 |
23,679 |
-92 |
S & P 500(CME) |
Jun11 |
110516 |
1332.00 |
1341.00 |
1324.90 |
1325.60 |
-8.40 |
13,027 |
309,592 |
-1 |
Sep11 |
110516 |
1334.00 |
1335.10 |
1319.60 |
1320.20 |
-8.40 |
70 |
6,801 |
+14 |
Dec11 |
110516 |
1314.70 |
1329.60 |
1314.10 |
1314.70 |
-8.40 |
0 |
4,817 |
+0 |
Mar12 |
110516 |
1309.70 |
1324.60 |
1309.10 |
1309.70 |
-8.40 |
|
|
|
Total Volume and Open Interest |
13,097 |
321,215 |
+13 |
S & P 500 E-Mini(Globex) |
Jun11 |
110516 |
1325.25 |
1325.75 |
1320.50 |
1322.75 |
-11.25 |
|
|
|
Sep11 |
110516 |
1325.00 |
1335.50 |
1319.50 |
1320.25 |
-8.25 |
847 |
23,583 |
+138 |
Total Volume and Open Interest |
2,255,821 |
2,674,430 |
-17,650 |
NASDAQ 100(CME) |
Jun11 |
110516 |
2364.30 |
2373.00 |
2329.00 |
2334.50 |
-35.50 |
949 |
23,521 |
+516 |
Sep11 |
110516 |
2331.00 |
2332.30 |
2331.00 |
2331.00 |
-35.30 |
0 |
52 |
+0 |
Dec11 |
110516 |
2327.50 |
2328.80 |
2327.50 |
2327.50 |
-35.30 |
|
|
|
Total Volume and Open Interest |
949 |
23,573 |
+516 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110516 |
2366.00 |
2372.80 |
2329.30 |
2334.50 |
-35.50 |
288,507 |
391,246 |
+9,118 |
Sep11 |
110516 |
2361.80 |
2368.00 |
2330.30 |
2331.00 |
-35.30 |
98 |
1,170 |
+24 |
Total Volume and Open Interest |
288,605 |
392,425 |
+9,142 |
S & P Midcap 400(CME) |
Jun11 |
110516 |
981.80 |
991.50 |
981.80 |
981.80 |
-8.70 |
0 |
1,600 |
+0 |
Sep11 |
110516 |
979.60 |
980.30 |
979.60 |
979.60 |
-8.70 |
|
|
|
Dec11 |
110516 |
978.00 |
978.70 |
978.00 |
978.00 |
-8.70 |
|
|
|
Total Volume and Open Interest |
0 |
1,600 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110516 |
9530 |
9530 |
9530 |
9530 |
-60 |
|
|
|
Sep11 |
110516 |
9615 |
9625 |
9560 |
9560 |
-60 |
9 |
43 |
+1 |
Total Volume and Open Interest |
14,191 |
49,412 |
-45 |
Nikkei 225(SGX) |
Jun11 |
110516 |
9670 |
9720 |
9550 |
9565 |
-115 |
97,291 |
235,511 |
+0 |
Sep11 |
110516 |
9700 |
9700 |
9560 |
9560 |
-115 |
30 |
1,433 |
+0 |
Dec11 |
110516 |
9505 |
9505 |
9505 |
9505 |
-115 |
0 |
6,259 |
+0 |
Total Volume and Open Interest |
100,540 |
250,936 |
+0 |
CAC 40(EURONEXT) |
May11 |
110516 |
3950.5 |
3985.5 |
3941.0 |
3975.0 |
-12.0 |
215,891 |
339,510 |
+20,423 |
Jun11 |
110516 |
3908.5 |
3942.5 |
3899.0 |
3932.5 |
-12.5 |
66,779 |
130,161 |
+33,563 |
Jul11 |
110516 |
3931.5 |
3931.5 |
3931.5 |
3931.5 |
-25.5 |
|
|
|
Total Volume and Open Interest |
282,670 |
469,672 |
+53,986 |
Hang Seng Index(HKFE) |
May11 |
110516 |
22935 |
23066 |
22772 |
22776 |
-507 |
64,816 |
82,464 |
-1,702 |
Jun11 |
110516 |
22775 |
22914 |
22630 |
22633 |
-505 |
1,629 |
9,336 |
+320 |
Total Volume and Open Interest |
67,029 |
93,679 |
-1,299 |
DAX(EUREX) |
Jun11 |
110516 |
7348.0 |
7411.5 |
7292.5 |
7389.5 |
-21.0 |
163,730 |
181,848 |
+2,411 |
Sep11 |
110516 |
7388.0 |
7435.0 |
7318.5 |
7414.5 |
-21.5 |
298 |
6,201 |
+24 |
Dec11 |
110516 |
7411.5 |
7466.5 |
7352.0 |
7448.0 |
-22.0 |
96 |
1,218 |
+67 |
Total Volume and Open Interest |
164,124 |
189,267 |
+2,502 |
FT-SE 100(EURONEXT) |
Jun11 |
110516 |
5880.00 |
5919.00 |
5842.00 |
5904.50 |
-0.50 |
111,052 |
679,775 |
+1,808 |
Sep11 |
110516 |
5845.00 |
5874.00 |
5809.00 |
5869.00 |
unch |
207 |
2,233 |
+1,556 |
Dec11 |
110516 |
5846.50 |
5846.50 |
5846.50 |
5846.50 |
-0.50 |
0 |
251 |
+0 |
Total Volume and Open Interest |
111,259 |
682,349 |
+3,364 |
SPI 200(SFE) |
Jun11 |
110516 |
4711.0 |
4727.0 |
4650.0 |
4669.0 |
-44.0 |
37,537 |
195,001 |
+892 |
Sep11 |
110516 |
4675.0 |
4676.0 |
4644.0 |
4659.0 |
-43.0 |
34 |
3,677 |
+0 |
Dec11 |
110516 |
4680.0 |
4680.0 |
4680.0 |
4680.0 |
-45.0 |
6 |
2,515 |
-6 |
Total Volume and Open Interest |
37,881 |
203,979 |
+987 |
GSCI(CME) |
Jun11 |
110516 |
25.44 |
31.14 |
20.64 |
20.64 |
-7.80 |
2,747 |
9,872 |
+2,018 |
Jul11 |
110516 |
19.64 |
28.64 |
19.64 |
19.64 |
-7.80 |
1 |
1 |
+1 |
Aug11 |
110516 |
20.14 |
20.14 |
20.14 |
20.14 |
|
|
|
|
Reuters CCI(ICE) |
Jun11 |
110516 |
337.00 |
337.00 |
337.00 |
337.00 |
-2.20 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|