|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed May 18, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110518 |
1340.75 |
1388.00 |
1340.75 |
1379.50 |
+38.50 |
68,277 |
245,178 |
-2,006 |
Aug11 |
110518 |
1336.25 |
1380.50 |
1336.25 |
1372.75 |
+36.50 |
8,766 |
23,320 |
+98 |
Sep11 |
110518 |
1329.50 |
1370.00 |
1328.25 |
1363.00 |
+34.75 |
1,766 |
16,687 |
-137 |
Nov11 |
110518 |
1320.00 |
1360.25 |
1320.00 |
1353.25 |
+32.75 |
23,358 |
196,728 |
-2,436 |
Jan12 |
110518 |
1331.25 |
1368.25 |
1331.25 |
1362.50 |
+32.00 |
776 |
24,181 |
-63 |
Mar12 |
110518 |
1341.50 |
1371.50 |
1334.00 |
1365.50 |
+31.50 |
733 |
13,644 |
-148 |
May12 |
110518 |
1334.50 |
1365.00 |
1334.00 |
1359.00 |
+27.50 |
977 |
11,050 |
+150 |
Total Volume and Open Interest |
105,469 |
546,858 |
-4,457 |
Soybean Meal(CBOT) |
Jul11 |
110518 |
350.80 |
363.90 |
350.00 |
361.00 |
+10.60 |
28,597 |
96,563 |
-71 |
Aug11 |
110518 |
350.80 |
363.40 |
350.00 |
360.40 |
+10.00 |
5,744 |
34,523 |
+214 |
Sep11 |
110518 |
349.70 |
361.00 |
348.70 |
358.00 |
+9.30 |
2,214 |
17,843 |
+301 |
Oct11 |
110518 |
345.50 |
354.20 |
343.70 |
351.60 |
+8.40 |
1,727 |
15,661 |
+94 |
Dec11 |
110518 |
343.90 |
354.50 |
343.00 |
351.60 |
+8.30 |
5,091 |
51,366 |
+40 |
Jan12 |
110518 |
351.50 |
355.10 |
345.00 |
353.10 |
+8.10 |
150 |
3,976 |
+21 |
Mar12 |
110518 |
348.70 |
357.10 |
345.50 |
355.20 |
+7.90 |
57 |
3,687 |
-15 |
May12 |
110518 |
354.00 |
355.50 |
352.90 |
353.40 |
+7.00 |
540 |
3,475 |
+114 |
Total Volume and Open Interest |
44,274 |
231,705 |
+702 |
Soybean Oil(CBOT) |
Jul11 |
110518 |
56.20 |
57.68 |
56.20 |
57.30 |
+1.26 |
43,115 |
148,640 |
+450 |
Aug11 |
110518 |
56.36 |
57.91 |
56.36 |
57.52 |
+1.25 |
4,201 |
31,089 |
+316 |
Sep11 |
110518 |
56.75 |
58.17 |
56.75 |
57.78 |
+1.24 |
3,291 |
22,668 |
-415 |
Oct11 |
110518 |
57.23 |
58.31 |
57.09 |
57.94 |
+1.23 |
1,680 |
14,694 |
+54 |
Dec11 |
110518 |
57.11 |
58.68 |
57.11 |
58.32 |
+1.24 |
9,611 |
77,474 |
+950 |
Jan12 |
110518 |
58.20 |
58.81 |
58.10 |
58.51 |
+1.21 |
184 |
5,701 |
+165 |
Mar12 |
110518 |
58.49 |
58.97 |
58.36 |
58.61 |
+1.21 |
10 |
4,686 |
+5 |
May12 |
110518 |
58.66 |
58.74 |
58.47 |
58.61 |
+1.14 |
175 |
3,798 |
+52 |
Total Volume and Open Interest |
62,306 |
311,456 |
+1,585 |
Canola(WCE) |
May11 |
110513 |
545.8 |
545.8 |
545.8 |
545.8 |
-5.2 |
|
|
|
Jul11 |
110518 |
563.9 |
580.7 |
563.9 |
572.1 |
+10.2 |
5,537 |
76,146 |
-492 |
Nov11 |
110518 |
567.0 |
583.9 |
567.0 |
576.8 |
+9.7 |
2,482 |
77,185 |
+640 |
Jan12 |
110518 |
579.6 |
590.9 |
579.5 |
583.9 |
+9.4 |
177 |
7,255 |
-43 |
Mar12 |
110518 |
580.0 |
593.0 |
580.0 |
588.7 |
+8.7 |
171 |
1,274 |
+21 |
Total Volume and Open Interest |
8,472 |
164,173 |
+117 |
Corn(CBOT) |
Jul11 |
110518 |
721.75 |
750.25 |
721.50 |
749.75 |
+29.50 |
138,184 |
607,813 |
-7,921 |
Sep11 |
110518 |
693.00 |
721.25 |
693.00 |
717.50 |
+24.75 |
32,531 |
164,168 |
+2,319 |
Dec11 |
110518 |
653.00 |
676.50 |
652.75 |
672.75 |
+19.50 |
64,234 |
448,850 |
-1,551 |
Mar12 |
110518 |
662.75 |
686.00 |
660.25 |
682.25 |
+18.75 |
5,961 |
76,579 |
-516 |
May12 |
110518 |
670.00 |
692.00 |
670.00 |
689.25 |
+18.25 |
2,020 |
17,677 |
+27 |
Jul12 |
110518 |
675.75 |
698.25 |
675.75 |
694.75 |
+18.00 |
2,275 |
41,166 |
-68 |
Total Volume and Open Interest |
247,074 |
1,415,587 |
-7,616 |
Wheat(CBOT) |
Jul11 |
110518 |
768.25 |
822.25 |
767.00 |
817.00 |
+53.00 |
41,678 |
219,324 |
+1,940 |
Sep11 |
110518 |
810.50 |
864.50 |
810.00 |
858.50 |
+51.25 |
7,668 |
73,632 |
-395 |
Dec11 |
110518 |
861.00 |
908.50 |
858.25 |
902.75 |
+44.50 |
12,304 |
96,238 |
-1,543 |
Mar12 |
110518 |
896.00 |
936.50 |
895.00 |
929.75 |
+35.00 |
2,116 |
19,967 |
+623 |
May12 |
110518 |
908.25 |
944.00 |
908.25 |
940.00 |
+34.25 |
1,886 |
6,321 |
+1,020 |
Total Volume and Open Interest |
67,696 |
458,316 |
+1,705 |
Wheat(KCBT) |
Jul11 |
110518 |
896.75 |
947.00 |
895.00 |
938.00 |
+43.50 |
9,362 |
82,818 |
-501 |
Sep11 |
110518 |
914.50 |
963.00 |
912.25 |
953.50 |
+41.50 |
2,543 |
32,849 |
+166 |
Dec11 |
110518 |
939.50 |
982.75 |
936.75 |
971.50 |
+35.50 |
3,385 |
40,732 |
+348 |
Mar12 |
110518 |
951.00 |
992.00 |
951.00 |
981.50 |
+31.50 |
312 |
6,497 |
+98 |
May12 |
110518 |
972.00 |
986.00 |
962.50 |
977.50 |
+28.50 |
12 |
772 |
+0 |
Total Volume and Open Interest |
15,786 |
172,036 |
+131 |
Wheat(MGE) |
May11 |
110513 |
911.75 |
911.75 |
911.75 |
911.75 |
-7.50 |
8 |
1,022 |
-8 |
Jul11 |
110518 |
936.25 |
996.25 |
936.25 |
996.25 |
+60.00 |
1,750 |
19,737 |
+35 |
Sep11 |
110518 |
939.25 |
988.50 |
937.75 |
983.75 |
+47.00 |
796 |
16,535 |
-138 |
Dec11 |
110518 |
948.00 |
994.75 |
946.75 |
988.00 |
+42.50 |
529 |
12,851 |
-35 |
Mar12 |
110518 |
958.50 |
1000.00 |
958.50 |
995.00 |
+37.75 |
178 |
2,621 |
-27 |
Total Volume and Open Interest |
3,423 |
54,933 |
-96 |
Oats(CBOT) |
Jul11 |
110518 |
357.00 |
375.25 |
357.00 |
367.00 |
+10.00 |
737 |
8,579 |
-94 |
Sep11 |
110518 |
374.00 |
376.50 |
364.50 |
374.50 |
+10.00 |
9 |
304 |
+5 |
Dec11 |
110518 |
372.50 |
385.75 |
372.00 |
378.00 |
+6.00 |
145 |
3,352 |
+50 |
Mar12 |
110518 |
389.00 |
397.50 |
384.00 |
390.00 |
+6.00 |
0 |
21 |
+0 |
Total Volume and Open Interest |
891 |
12,257 |
-39 |
Rough Rice(CBOT) |
May11 |
110513 |
13.80 |
13.80 |
13.78 |
13.80 |
+0.02 |
1 |
24 |
+0 |
Jul11 |
110518 |
14.40 |
14.89 |
14.39 |
14.89 |
+0.50 |
574 |
15,361 |
+6 |
Sep11 |
110518 |
15.39 |
15.77 |
15.39 |
15.77 |
+0.50 |
243 |
5,319 |
+14 |
Nov11 |
110518 |
15.89 |
16.09 |
15.89 |
16.09 |
+0.50 |
126 |
1,524 |
+29 |
Total Volume and Open Interest |
953 |
22,757 |
+59 |
Live Cattle(CME) |
Jun11 |
110518 |
107.650 |
108.100 |
106.000 |
106.250 |
-1.500 |
15,015 |
81,069 |
-2,803 |
Aug11 |
110518 |
109.300 |
110.285 |
108.480 |
109.180 |
-0.120 |
13,107 |
122,566 |
+1,824 |
Oct11 |
110518 |
114.800 |
115.850 |
113.850 |
114.785 |
-0.065 |
4,002 |
76,040 |
+414 |
Dec11 |
110518 |
117.330 |
118.480 |
116.450 |
117.500 |
+0.170 |
2,677 |
47,813 |
-28 |
Feb12 |
110518 |
118.100 |
119.300 |
117.500 |
118.150 |
+0.050 |
676 |
12,518 |
+59 |
Apr12 |
110518 |
119.000 |
120.050 |
118.450 |
119.500 |
+0.500 |
267 |
5,685 |
-6 |
Total Volume and Open Interest |
35,782 |
346,941 |
-517 |
Feeder Cattle(CME) |
May11 |
110518 |
127.450 |
127.785 |
126.600 |
127.100 |
-0.550 |
812 |
3,855 |
-231 |
Aug11 |
110518 |
130.250 |
130.300 |
127.980 |
128.000 |
-1.935 |
2,150 |
23,805 |
-152 |
Sep11 |
110518 |
131.285 |
131.300 |
129.000 |
129.035 |
-2.095 |
207 |
4,969 |
+43 |
Oct11 |
110518 |
131.435 |
131.735 |
129.735 |
130.000 |
-1.700 |
261 |
4,139 |
-7 |
Nov11 |
110518 |
131.300 |
131.650 |
130.000 |
130.300 |
-1.350 |
94 |
1,594 |
+10 |
Jan12 |
110518 |
130.200 |
130.650 |
129.250 |
130.100 |
-0.900 |
22 |
478 |
+5 |
Mar12 |
110518 |
130.000 |
130.500 |
130.000 |
130.500 |
-1.500 |
2 |
37 |
+0 |
Total Volume and Open Interest |
3,548 |
38,879 |
-332 |
Lean Hogs(CME) |
Jun11 |
110518 |
93.080 |
93.250 |
91.180 |
91.650 |
-2.235 |
16,670 |
43,343 |
-1,482 |
Jul11 |
110518 |
92.300 |
92.500 |
90.700 |
91.550 |
-1.485 |
10,104 |
58,160 |
+2,613 |
Aug11 |
110518 |
93.330 |
93.430 |
91.850 |
93.050 |
-0.850 |
4,665 |
40,000 |
+57 |
Oct11 |
110518 |
86.000 |
86.350 |
84.700 |
86.300 |
-0.280 |
1,995 |
40,252 |
+52 |
Dec11 |
110518 |
82.800 |
83.580 |
81.635 |
83.500 |
-0.080 |
1,482 |
30,153 |
-7 |
Feb12 |
110518 |
84.550 |
85.000 |
83.450 |
84.900 |
-0.430 |
88 |
7,964 |
-51 |
Apr12 |
110518 |
85.900 |
86.300 |
84.285 |
86.150 |
-0.350 |
24 |
4,554 |
+3 |
May12 |
110518 |
90.250 |
90.250 |
88.785 |
90.000 |
-0.750 |
2 |
161 |
+0 |
Total Volume and Open Interest |
35,038 |
226,889 |
+1,180 |
Class III Milk(CME) |
May11 |
110518 |
16.43 |
16.44 |
16.40 |
16.43 |
+0.01 |
38 |
5,449 |
+139 |
Jun11 |
110518 |
17.30 |
17.45 |
17.21 |
17.42 |
+0.18 |
142 |
4,718 |
+146 |
Jul11 |
110518 |
17.95 |
18.18 |
17.90 |
18.10 |
+0.16 |
88 |
3,705 |
+162 |
Aug11 |
110518 |
17.95 |
18.10 |
17.95 |
18.07 |
+0.09 |
70 |
3,552 |
+132 |
Sep11 |
110518 |
18.00 |
18.13 |
17.97 |
18.09 |
+0.11 |
44 |
3,557 |
+117 |
Total Volume and Open Interest |
504 |
32,551 |
+866 |
Cocoa(ICE) |
Jul11 |
110518 |
2983 |
3024 |
2976 |
2995 |
+15 |
6,029 |
66,710 |
-546 |
Sep11 |
110518 |
3007 |
3038 |
2992 |
3011 |
+17 |
1,255 |
28,283 |
+60 |
Dec11 |
110518 |
3041 |
3050 |
3021 |
3041 |
+17 |
411 |
26,650 |
-161 |
Mar12 |
110518 |
3095 |
3096 |
3075 |
3096 |
+18 |
468 |
23,540 |
+93 |
May12 |
110518 |
3075 |
3095 |
3075 |
3095 |
+18 |
279 |
6,048 |
+66 |
Jul12 |
110518 |
3091 |
3091 |
3091 |
3091 |
+19 |
140 |
1,954 |
+44 |
Sep12 |
110518 |
3092 |
3092 |
3092 |
3092 |
+20 |
83 |
2,186 |
-26 |
Total Volume and Open Interest |
8,723 |
158,158 |
-460 |
Coffee "C"(ICE) |
May11 |
110518 |
268.00 |
268.45 |
268.00 |
268.45 |
+3.35 |
31 |
147 |
-51 |
Jul11 |
110518 |
268.15 |
274.95 |
267.70 |
270.05 |
+3.95 |
13,017 |
59,659 |
-2,044 |
Sep11 |
110518 |
270.10 |
277.65 |
270.10 |
272.95 |
+3.95 |
3,619 |
23,343 |
+919 |
Dec11 |
110518 |
274.90 |
281.00 |
274.90 |
276.35 |
+3.95 |
1,122 |
19,924 |
+187 |
Mar12 |
110518 |
279.20 |
281.95 |
277.30 |
277.95 |
+4.15 |
110 |
4,907 |
+32 |
May12 |
110518 |
279.70 |
281.75 |
278.65 |
278.65 |
+4.30 |
39 |
2,876 |
+20 |
Total Volume and Open Interest |
17,991 |
113,048 |
-928 |
Orange Juice(ICE) |
Jul11 |
110518 |
181.55 |
183.35 |
179.85 |
180.50 |
-1.40 |
1,664 |
25,687 |
+522 |
Sep11 |
110518 |
175.95 |
175.95 |
173.30 |
174.00 |
-0.15 |
295 |
4,440 |
+179 |
Nov11 |
110518 |
172.25 |
172.25 |
168.90 |
170.05 |
unch |
84 |
1,810 |
+19 |
Jan12 |
110518 |
167.75 |
167.75 |
167.75 |
167.75 |
+0.10 |
23 |
236 |
-6 |
Mar12 |
110518 |
165.75 |
165.75 |
165.75 |
165.75 |
+0.75 |
20 |
113 |
+2 |
May12 |
110518 |
164.50 |
164.50 |
164.50 |
164.50 |
+0.75 |
20 |
40 |
+0 |
Total Volume and Open Interest |
2,106 |
32,390 |
+716 |
Sugar #11(ICE) |
Jul11 |
110518 |
22.00 |
22.95 |
21.97 |
22.85 |
+0.92 |
42,461 |
268,695 |
-2,427 |
Oct11 |
110518 |
21.71 |
22.40 |
21.64 |
22.27 |
+0.65 |
31,376 |
146,040 |
+1,406 |
Mar12 |
110518 |
21.75 |
22.38 |
21.74 |
22.27 |
+0.52 |
12,467 |
86,357 |
+3,457 |
May12 |
110518 |
21.66 |
22.19 |
21.64 |
22.12 |
+0.46 |
1,752 |
24,417 |
+160 |
Jul12 |
110518 |
21.58 |
22.08 |
21.58 |
22.02 |
+0.36 |
1,183 |
20,728 |
-139 |
Total Volume and Open Interest |
90,037 |
589,852 |
+2,904 |
London Cocoa(LCE) |
Jul11 |
110518 |
1863 |
1873 |
1854 |
1865 |
+10 |
4,546 |
73,851 |
-755 |
Sep11 |
110518 |
1889 |
1898 |
1881 |
1892 |
+12 |
1,749 |
31,315 |
+524 |
Dec11 |
110518 |
1912 |
1927 |
1906 |
1921 |
+15 |
1,949 |
30,422 |
+86 |
Mar12 |
110518 |
1940 |
1951 |
1932 |
1943 |
+11 |
1,388 |
31,037 |
+644 |
May12 |
110518 |
1953 |
1967 |
1953 |
1958 |
+10 |
448 |
9,929 |
+83 |
Jul12 |
110518 |
1966 |
1966 |
1966 |
1966 |
+11 |
81 |
4,257 |
+18 |
Sep12 |
110518 |
1973 |
1973 |
1973 |
1973 |
+11 |
32 |
3,033 |
-7 |
Total Volume and Open Interest |
10,193 |
191,269 |
+593 |
London Sugar(LCE) |
Aug11 |
110518 |
618.00 |
634.70 |
618.00 |
633.00 |
+20.40 |
1,000 |
24,626 |
+114 |
Oct11 |
110518 |
577.80 |
594.40 |
577.50 |
592.00 |
+18.70 |
716 |
7,790 |
-89 |
Dec11 |
110518 |
582.50 |
594.80 |
582.50 |
592.30 |
+12.90 |
280 |
3,913 |
+137 |
Mar12 |
110518 |
571.40 |
585.90 |
571.40 |
581.80 |
+13.00 |
218 |
2,391 |
+66 |
May12 |
110518 |
570.00 |
576.90 |
567.80 |
574.00 |
+12.60 |
41 |
1,393 |
+28 |
Total Volume and Open Interest |
2,257 |
41,779 |
+256 |
Cotton(ICE) |
Jul11 |
110518 |
155.46 |
160.80 |
155.30 |
159.86 |
+4.82 |
7,981 |
68,243 |
+253 |
Oct11 |
110518 |
135.10 |
136.87 |
135.10 |
135.98 |
+1.68 |
11 |
421 |
-12 |
Dec11 |
110518 |
121.25 |
123.50 |
120.75 |
122.98 |
+1.85 |
4,616 |
61,931 |
-393 |
Mar12 |
110518 |
114.80 |
115.59 |
113.73 |
114.97 |
+1.07 |
330 |
9,007 |
+105 |
May12 |
110518 |
110.20 |
110.80 |
109.50 |
110.06 |
+0.36 |
21 |
2,437 |
-4 |
Jul12 |
110518 |
107.90 |
108.18 |
106.50 |
106.86 |
-0.51 |
22 |
3,094 |
+0 |
Total Volume and Open Interest |
13,005 |
147,514 |
-46 |
Lumber(CME) |
Jul11 |
110518 |
220.1 |
232.5 |
216.5 |
224.5 |
+2.0 |
187 |
7,206 |
-32 |
Sep11 |
110518 |
240.0 |
251.6 |
238.6 |
247.2 |
+3.2 |
62 |
2,025 |
+16 |
Nov11 |
110518 |
243.1 |
250.0 |
240.8 |
249.0 |
+2.0 |
14 |
511 |
+7 |
Jan12 |
110518 |
264.0 |
266.5 |
260.0 |
266.0 |
unch |
6 |
30 |
+4 |
Total Volume and Open Interest |
269 |
9,775 |
-5 |
Crude Oil(NYM) |
Jun11 |
110518 |
97.57 |
100.99 |
97.46 |
100.10 |
+3.19 |
335,318 |
165,081 |
-26,108 |
Jul11 |
110518 |
98.18 |
101.42 |
97.97 |
100.56 |
+3.13 |
171,276 |
372,506 |
+9,062 |
Aug11 |
110518 |
98.28 |
101.72 |
98.28 |
100.89 |
+3.05 |
32,201 |
90,941 |
+425 |
Sep11 |
110518 |
98.89 |
101.92 |
98.79 |
101.16 |
+2.97 |
25,325 |
88,220 |
-550 |
Oct11 |
110518 |
99.25 |
102.09 |
99.15 |
101.33 |
+2.88 |
9,999 |
45,392 |
+81 |
Nov11 |
110518 |
99.75 |
102.21 |
99.25 |
101.44 |
+2.80 |
9,845 |
37,483 |
-1,103 |
Dec11 |
110518 |
99.66 |
102.32 |
99.29 |
101.52 |
+2.73 |
47,357 |
189,050 |
-873 |
Jan12 |
110518 |
99.38 |
102.00 |
99.38 |
101.52 |
+2.68 |
3,726 |
38,812 |
+382 |
Feb12 |
110518 |
99.60 |
101.94 |
99.58 |
101.46 |
+2.63 |
1,730 |
22,835 |
+228 |
Mar12 |
110518 |
99.27 |
101.43 |
99.26 |
101.36 |
+2.59 |
2,228 |
29,459 |
+459 |
Apr12 |
110518 |
101.15 |
101.32 |
101.10 |
101.25 |
+2.55 |
1,023 |
15,889 |
+231 |
May12 |
110518 |
99.52 |
101.44 |
99.52 |
101.14 |
+2.53 |
2,110 |
16,265 |
+200 |
Jun12 |
110518 |
99.33 |
101.62 |
99.33 |
101.02 |
+2.49 |
7,126 |
74,778 |
+645 |
Jul12 |
110518 |
100.81 |
100.81 |
100.81 |
100.81 |
+2.46 |
921 |
21,248 |
+83 |
Aug12 |
110518 |
100.56 |
100.56 |
100.56 |
100.56 |
+2.43 |
414 |
13,866 |
+243 |
Sep12 |
110518 |
100.33 |
100.33 |
100.33 |
100.33 |
+2.39 |
170 |
13,922 |
+106 |
Total Volume and Open Interest |
678,592 |
1,629,846 |
-21,114 |
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 |
110518 |
98.125 |
101.425 |
98.050 |
100.550 |
+3.125 |
2,696 |
1,293 |
+265 |
Aug11 |
110518 |
98.475 |
101.575 |
98.475 |
100.900 |
+3.050 |
72 |
334 |
+17 |
Sep11 |
110518 |
99.675 |
101.750 |
99.675 |
101.150 |
+2.950 |
1 |
178 |
+0 |
Oct11 |
110518 |
98.950 |
101.450 |
98.950 |
101.325 |
+2.875 |
0 |
43 |
+0 |
Nov11 |
110518 |
101.450 |
101.450 |
101.450 |
101.450 |
+2.800 |
0 |
18 |
+0 |
Dec11 |
110518 |
101.750 |
101.750 |
100.950 |
101.525 |
+2.725 |
6 |
316 |
-1 |
Jan12 |
110518 |
101.525 |
101.525 |
101.525 |
101.525 |
+2.675 |
0 |
6 |
+0 |
Feb12 |
110518 |
101.450 |
101.450 |
101.450 |
101.450 |
+2.625 |
0 |
7 |
+0 |
Total Volume and Open Interest |
11,259 |
5,153 |
-3 |
Heating Oil(NYM) |
Jun11 |
110518 |
287.58 |
292.36 |
286.59 |
290.59 |
+6.08 |
50,807 |
69,117 |
-3,651 |
Jul11 |
110518 |
289.34 |
293.60 |
288.08 |
291.93 |
+6.05 |
26,368 |
73,601 |
+2,791 |
Aug11 |
110518 |
289.85 |
295.00 |
289.55 |
293.41 |
+6.01 |
11,833 |
33,379 |
+115 |
Sep11 |
110518 |
292.00 |
296.63 |
292.00 |
295.13 |
+5.92 |
6,743 |
24,745 |
+28 |
Oct11 |
110518 |
293.32 |
298.19 |
293.32 |
296.78 |
+5.82 |
2,784 |
11,413 |
+206 |
Nov11 |
110518 |
295.92 |
299.57 |
295.44 |
298.46 |
+5.72 |
2,210 |
13,726 |
+527 |
Dec11 |
110518 |
296.25 |
301.59 |
296.25 |
300.06 |
+5.67 |
10,416 |
35,070 |
+421 |
Jan12 |
110518 |
298.55 |
302.30 |
298.55 |
301.66 |
+5.60 |
2,366 |
14,159 |
+1,204 |
Feb12 |
110518 |
300.22 |
302.24 |
300.22 |
302.10 |
+5.54 |
137 |
6,135 |
+78 |
Mar12 |
110518 |
299.30 |
301.28 |
299.30 |
301.28 |
+5.48 |
62 |
3,316 |
-12 |
Apr12 |
110518 |
297.46 |
300.31 |
297.46 |
299.25 |
+5.40 |
207 |
1,695 |
+131 |
May12 |
110518 |
297.57 |
297.57 |
297.57 |
297.57 |
+5.32 |
527 |
1,629 |
+147 |
Total Volume and Open Interest |
116,462 |
314,420 |
+2,280 |
Gasoline(NYMEX) |
Jun11 |
110518 |
293.11 |
297.75 |
292.76 |
295.55 |
+3.62 |
60,452 |
55,752 |
-3,942 |
Jul11 |
110518 |
290.30 |
294.67 |
289.00 |
292.60 |
+4.18 |
60,670 |
70,445 |
+2,659 |
Aug11 |
110518 |
287.41 |
292.16 |
286.80 |
290.33 |
+4.62 |
33,024 |
26,256 |
+55 |
Sep11 |
110518 |
285.50 |
289.52 |
284.33 |
288.15 |
+4.82 |
17,589 |
28,637 |
+597 |
Oct11 |
110518 |
272.91 |
276.60 |
272.77 |
275.23 |
+5.07 |
11,949 |
23,117 |
-2,454 |
Nov11 |
110518 |
269.65 |
273.50 |
268.72 |
272.57 |
+5.19 |
6,531 |
11,684 |
+13 |
Dec11 |
110518 |
267.38 |
272.50 |
267.38 |
271.39 |
+5.18 |
10,880 |
27,355 |
-972 |
Jan12 |
110518 |
270.50 |
272.39 |
270.30 |
271.81 |
+5.18 |
1,364 |
6,715 |
+199 |
Feb12 |
110518 |
274.00 |
274.00 |
273.32 |
273.32 |
+5.21 |
567 |
3,435 |
+206 |
Mar12 |
110518 |
273.75 |
274.86 |
273.75 |
274.86 |
+5.24 |
333 |
5,110 |
-37 |
Total Volume and Open Interest |
204,499 |
276,830 |
-3,185 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110518 |
295.60 |
295.60 |
295.55 |
295.60 |
+2.50 |
0 |
3 |
+0 |
Jul11 |
110518 |
292.60 |
292.60 |
292.60 |
292.60 |
+4.20 |
0 |
3 |
+0 |
Aug11 |
110518 |
290.30 |
290.33 |
290.30 |
290.30 |
+4.60 |
0 |
1 |
+0 |
Sep11 |
110518 |
288.20 |
288.20 |
288.15 |
288.20 |
+4.90 |
|
|
|
Total Volume and Open Interest |
0 |
10 |
+0 |
Natural Gas(NYM) |
Jun11 |
110518 |
4.189 |
4.241 |
4.180 |
4.198 |
+0.016 |
113,114 |
87,793 |
-7,595 |
Jul11 |
110518 |
4.250 |
4.305 |
4.246 |
4.266 |
+0.020 |
70,382 |
210,704 |
+1,655 |
Aug11 |
110518 |
4.304 |
4.353 |
4.300 |
4.316 |
+0.022 |
14,529 |
75,453 |
+135 |
Sep11 |
110518 |
4.349 |
4.378 |
4.328 |
4.344 |
+0.023 |
10,078 |
100,824 |
-815 |
Oct11 |
110518 |
4.389 |
4.430 |
4.374 |
4.393 |
+0.022 |
15,618 |
91,341 |
+358 |
Nov11 |
110518 |
4.598 |
4.598 |
4.546 |
4.562 |
+0.019 |
6,385 |
53,138 |
-364 |
Dec11 |
110518 |
4.800 |
4.807 |
4.770 |
4.786 |
+0.021 |
4,331 |
37,886 |
+210 |
Jan12 |
110518 |
4.900 |
4.928 |
4.887 |
4.903 |
+0.022 |
8,344 |
86,441 |
-284 |
Feb12 |
110518 |
4.900 |
4.927 |
4.880 |
4.895 |
+0.022 |
4,237 |
19,223 |
+1,438 |
Mar12 |
110518 |
4.850 |
4.857 |
4.829 |
4.840 |
+0.025 |
2,855 |
38,147 |
+225 |
Apr12 |
110518 |
4.733 |
4.733 |
4.704 |
4.719 |
+0.028 |
2,280 |
37,626 |
+165 |
May12 |
110518 |
4.751 |
4.751 |
4.740 |
4.743 |
+0.028 |
344 |
10,537 |
-123 |
Jun12 |
110518 |
4.789 |
4.789 |
4.759 |
4.783 |
+0.028 |
487 |
7,807 |
+288 |
Jul12 |
110518 |
4.840 |
4.840 |
4.818 |
4.830 |
+0.028 |
138 |
5,945 |
+0 |
Aug12 |
110518 |
4.850 |
4.857 |
4.850 |
4.857 |
+0.028 |
54 |
5,974 |
-5 |
Sep12 |
110518 |
4.871 |
4.871 |
4.850 |
4.867 |
+0.028 |
68 |
5,469 |
+28 |
Total Volume and Open Interest |
253,975 |
955,823 |
-4,784 |
Brent Crude Oil(ICE) |
Jul11 |
110518 |
110.56 |
113.10 |
110.42 |
112.30 |
+2.31 |
221,418 |
238,609 |
+10,462 |
Aug11 |
110518 |
110.29 |
112.70 |
110.10 |
111.89 |
+2.27 |
73,010 |
139,876 |
-1,500 |
Sep11 |
110518 |
110.09 |
112.21 |
109.68 |
111.44 |
+2.25 |
31,584 |
70,876 |
+1,455 |
Oct11 |
110518 |
109.49 |
111.82 |
109.24 |
111.02 |
+2.23 |
14,399 |
47,862 |
+291 |
Nov11 |
110518 |
109.36 |
111.46 |
108.92 |
110.68 |
+2.20 |
9,927 |
25,569 |
+566 |
Dec11 |
110518 |
108.87 |
111.16 |
108.62 |
110.37 |
+2.18 |
35,681 |
96,713 |
-1,709 |
Jan12 |
110518 |
109.14 |
110.12 |
108.84 |
110.12 |
+2.15 |
4,662 |
21,387 |
+451 |
Feb12 |
110518 |
108.71 |
110.15 |
108.47 |
109.87 |
+2.12 |
3,775 |
18,445 |
+452 |
Mar12 |
110518 |
108.41 |
109.88 |
108.21 |
109.60 |
+2.09 |
3,022 |
31,127 |
+52 |
Apr12 |
110518 |
109.40 |
109.40 |
109.29 |
109.29 |
+2.05 |
514 |
7,700 |
-74 |
May12 |
110518 |
108.97 |
108.97 |
108.97 |
108.97 |
+2.02 |
711 |
6,225 |
-230 |
Jun12 |
110518 |
107.57 |
109.42 |
107.35 |
108.65 |
+2.00 |
2,255 |
34,604 |
-339 |
Jul12 |
110518 |
108.30 |
108.30 |
108.30 |
108.30 |
+1.97 |
185 |
3,440 |
-103 |
Aug12 |
110518 |
107.92 |
107.92 |
107.92 |
107.92 |
+1.94 |
127 |
1,998 |
+24 |
Total Volume and Open Interest |
407,925 |
869,698 |
-22,983 |
Gas Oil(ICE) |
Jun11 |
110518 |
908.00 |
925.25 |
906.50 |
914.75 |
+24.25 |
70,695 |
138,530 |
-5,630 |
Jul11 |
110518 |
910.50 |
929.00 |
910.25 |
918.50 |
+24.25 |
63,915 |
88,883 |
+5,993 |
Aug11 |
110518 |
916.75 |
932.25 |
914.25 |
922.00 |
+23.75 |
29,487 |
46,457 |
+780 |
Sep11 |
110518 |
920.50 |
935.75 |
918.00 |
925.50 |
+23.50 |
10,543 |
48,184 |
-1,592 |
Oct11 |
110518 |
922.25 |
935.75 |
921.00 |
928.25 |
+23.25 |
3,850 |
33,148 |
+976 |
Nov11 |
110518 |
928.50 |
939.00 |
925.50 |
929.75 |
+23.25 |
2,758 |
22,903 |
-408 |
Dec11 |
110518 |
926.00 |
941.50 |
925.00 |
931.25 |
+23.00 |
16,480 |
54,525 |
-1,038 |
Jan12 |
110518 |
927.00 |
940.25 |
927.00 |
934.25 |
+22.75 |
2,847 |
24,827 |
-511 |
Feb12 |
110518 |
933.25 |
936.00 |
933.25 |
935.00 |
+22.75 |
964 |
7,294 |
-288 |
Mar12 |
110518 |
933.00 |
935.75 |
933.00 |
934.75 |
+22.75 |
1,196 |
5,960 |
+122 |
Total Volume and Open Interest |
209,635 |
559,136 |
-195 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110518 |
2.617 |
2.654 |
2.617 |
2.648 |
+0.064 |
213 |
1,041 |
-73 |
Jul11 |
110518 |
2.620 |
2.655 |
2.620 |
2.649 |
+0.062 |
235 |
1,181 |
-14 |
Aug11 |
110518 |
2.620 |
2.653 |
2.617 |
2.644 |
+0.058 |
62 |
1,090 |
+14 |
Sep11 |
110518 |
2.577 |
2.604 |
2.571 |
2.600 |
+0.055 |
111 |
954 |
-14 |
Oct11 |
110518 |
2.485 |
2.511 |
2.483 |
2.505 |
+0.048 |
56 |
1,063 |
+15 |
Nov11 |
110518 |
2.430 |
2.447 |
2.425 |
2.444 |
+0.038 |
42 |
674 |
-5 |
Dec11 |
110518 |
2.420 |
2.430 |
2.420 |
2.424 |
+0.035 |
45 |
945 |
+3 |
Total Volume and Open Interest |
914 |
7,899 |
-15 |
WTI Crude Oil(ICE |
Jun11 |
110518 |
97.65 |
100.98 |
97.61 |
100.10 |
+3.19 |
56,338 |
43,841 |
-11,737 |
Jul11 |
110518 |
98.10 |
101.42 |
98.04 |
100.56 |
+3.13 |
66,117 |
91,927 |
-1,135 |
Aug11 |
110518 |
98.64 |
101.68 |
98.50 |
100.89 |
+3.05 |
12,051 |
37,917 |
+2,793 |
Sep11 |
110518 |
98.90 |
101.93 |
98.84 |
101.16 |
+2.97 |
9,421 |
40,144 |
+2,137 |
Oct11 |
110518 |
99.74 |
102.05 |
99.40 |
101.33 |
+2.88 |
3,973 |
18,611 |
+43 |
Nov11 |
110518 |
99.99 |
102.17 |
99.56 |
101.44 |
+2.80 |
4,843 |
15,636 |
+521 |
Dec11 |
110518 |
99.33 |
102.29 |
99.33 |
101.52 |
+2.73 |
16,838 |
80,981 |
+2,298 |
Jan12 |
110518 |
100.23 |
102.04 |
99.73 |
101.52 |
+2.68 |
777 |
11,211 |
-81 |
Feb12 |
110518 |
100.19 |
101.95 |
100.19 |
101.46 |
+2.63 |
325 |
3,564 |
-11 |
Mar12 |
110518 |
101.36 |
101.36 |
101.36 |
101.36 |
+2.59 |
351 |
11,802 |
+25 |
Apr12 |
110518 |
101.25 |
101.25 |
101.25 |
101.25 |
+2.55 |
136 |
4,422 |
-39 |
May12 |
110518 |
101.14 |
101.14 |
101.14 |
101.14 |
+2.53 |
183 |
2,333 |
+8 |
Jun12 |
110518 |
99.68 |
101.72 |
99.50 |
101.02 |
+2.49 |
914 |
26,145 |
-181 |
Jul12 |
110518 |
100.81 |
100.81 |
100.81 |
100.81 |
+2.46 |
109 |
1,750 |
+106 |
Aug12 |
110518 |
100.56 |
100.56 |
100.56 |
100.56 |
+2.43 |
5 |
886 |
+0 |
Sep12 |
110518 |
100.33 |
100.33 |
100.33 |
100.33 |
+2.39 |
5 |
4,296 |
+5 |
Total Volume and Open Interest |
175,997 |
495,998 |
-5,377 |
US Dollar Index(ICE) |
Jun11 |
110518 |
75.415 |
75.735 |
75.230 |
75.632 |
+0.088 |
36,278 |
56,189 |
+1,161 |
Sep11 |
110518 |
75.940 |
76.200 |
75.800 |
76.132 |
+0.073 |
288 |
1,090 |
+62 |
Dec11 |
110518 |
76.643 |
76.643 |
76.643 |
76.643 |
+0.073 |
0 |
2 |
+0 |
Total Volume and Open Interest |
36,566 |
57,282 |
+1,223 |
Australian Dollar(CME) |
Jun11 |
110518 |
105.85 |
106.31 |
105.34 |
105.78 |
-0.05 |
113,465 |
114,000 |
-2,702 |
Sep11 |
110518 |
104.54 |
104.66 |
104.07 |
104.44 |
-0.05 |
73 |
1,035 |
-33 |
Dec11 |
110518 |
103.21 |
103.26 |
103.21 |
103.21 |
-0.05 |
0 |
78 |
+0 |
Total Volume and Open Interest |
113,538 |
115,115 |
-2,735 |
British Pound(CME) |
Jun11 |
110518 |
162.39 |
162.82 |
160.99 |
161.38 |
-1.06 |
90,672 |
106,927 |
+2,294 |
Sep11 |
110518 |
162.22 |
162.22 |
160.93 |
161.16 |
-1.05 |
306 |
693 |
-31 |
Dec11 |
110518 |
160.91 |
161.96 |
160.91 |
160.91 |
-1.05 |
0 |
39 |
+0 |
Total Volume and Open Interest |
90,978 |
107,664 |
+2,263 |
Canadian Dollar(CME) |
Jun11 |
110518 |
102.83 |
103.06 |
102.39 |
102.75 |
+0.02 |
91,697 |
114,851 |
+829 |
Sep11 |
110518 |
102.55 |
102.75 |
102.20 |
102.50 |
+0.03 |
524 |
4,465 |
-131 |
Dec11 |
110518 |
102.00 |
102.44 |
101.97 |
102.25 |
+0.04 |
25 |
2,827 |
+19 |
Mar12 |
110518 |
101.87 |
101.93 |
101.87 |
101.93 |
+0.05 |
6 |
316 |
+6 |
Total Volume and Open Interest |
92,252 |
122,653 |
+723 |
Japanese Yen(CME) |
Jun11 |
110518 |
122.85 |
123.57 |
122.36 |
122.58 |
-0.19 |
86,642 |
103,754 |
+266 |
Sep11 |
110518 |
122.77 |
123.60 |
122.47 |
122.64 |
-0.20 |
627 |
3,132 |
+23 |
Dec11 |
110518 |
123.30 |
123.30 |
122.74 |
122.74 |
-0.19 |
0 |
224 |
+2 |
Total Volume and Open Interest |
87,269 |
107,119 |
+291 |
Swiss Franc(CME) |
Jun11 |
110518 |
113.62 |
113.86 |
113.08 |
113.48 |
-0.10 |
37,370 |
69,675 |
-393 |
Sep11 |
110518 |
113.88 |
113.89 |
113.18 |
113.54 |
-0.09 |
56 |
287 |
-1 |
Dec11 |
110518 |
113.59 |
113.68 |
113.59 |
113.59 |
-0.09 |
3 |
23 |
+0 |
Total Volume and Open Interest |
37,429 |
69,987 |
-394 |
EuroFX(CME) |
Jun11 |
110518 |
142.25 |
142.79 |
141.86 |
142.16 |
-0.02 |
313,519 |
251,022 |
+1,637 |
Sep11 |
110518 |
141.88 |
142.34 |
141.47 |
141.74 |
-0.02 |
793 |
4,419 |
+126 |
Dec11 |
110518 |
141.27 |
141.29 |
141.27 |
141.27 |
-0.02 |
3 |
116 |
+1 |
Total Volume and Open Interest |
314,317 |
255,936 |
+1,764 |
Mexican Peso(CME) |
Jun11 |
110518 |
851.0 |
852.2 |
847.8 |
850.0 |
-0.2 |
31,540 |
151,978 |
-481 |
Jul11 |
110518 |
848.2 |
848.5 |
848.2 |
848.2 |
-0.2 |
|
|
|
Total Volume and Open Interest |
31,540 |
152,207 |
-481 |
30-Year T-Bonds(CBOT) |
Jun11 |
110518 |
125~250 |
125~250 |
124~230 |
124~230 |
-0~230 |
|
|
|
Sep11 |
110518 |
124~060 |
124~200 |
123~070 |
123~140 |
-0~240 |
3,478 |
21,427 |
+1,191 |
Dec11 |
110518 |
121~310 |
122~230 |
121~310 |
121~310 |
-0~240 |
0 |
2 |
+0 |
Total Volume and Open Interest |
255,082 |
718,614 |
+6,028 |
10-Year T-Notes(CBOT) |
Jun11 |
110518 |
122~305 |
123~055 |
122~125 |
122~170 |
-0~130 |
792,300 |
1,818,094 |
+13,328 |
Sep11 |
110518 |
121~170 |
121~235 |
120~310 |
121~030 |
-0~135 |
17,160 |
48,842 |
+7,617 |
Dec11 |
110518 |
120~030 |
120~165 |
120~030 |
120~030 |
-0~135 |
0 |
6 |
+0 |
Total Volume and Open Interest |
809,460 |
1,866,942 |
+20,945 |
5-Year T-Notes(CBOT) |
Jun11 |
110518 |
119~032 |
119~032 |
119~032 |
119~032 |
-0~034 |
420,324 |
1,498,883 |
+1,498,883 |
Sep11 |
110518 |
118~037 |
118~056 |
117~126 |
118~009 |
-0~035 |
21,118 |
60,258 |
+9,853 |
Dec11 |
110518 |
117~033 |
117~068 |
117~033 |
117~033 |
-0~035 |
|
|
|
Total Volume and Open Interest |
441,442 |
1,559,386 |
+13,945 |
2 Year T-Notes(CBOT) |
Jun11 |
110518 |
109~098 |
109~100 |
109~088 |
109~092 |
-0~006 |
220,595 |
1,011,628 |
-3,338 |
Sep11 |
110518 |
109~046 |
109~048 |
109~034 |
109~038 |
-0~008 |
10,475 |
36,651 |
+4,783 |
Dec11 |
110518 |
108~104 |
108~112 |
108~104 |
108~104 |
-0~008 |
0 |
20 |
+0 |
Total Volume and Open Interest |
231,070 |
1,048,299 |
+1,445 |
Eurodollars(CME) |
Jun11 |
110518 |
99.735 |
99.738 |
99.720 |
99.725 |
-0.010 |
97,258 |
925,870 |
-459 |
Sep11 |
110518 |
99.690 |
99.690 |
99.660 |
99.665 |
-0.020 |
116,149 |
1,393,455 |
-14,324 |
Dec11 |
110518 |
99.600 |
99.600 |
99.565 |
99.575 |
-0.020 |
147,216 |
1,632,392 |
-10,045 |
Mar12 |
110518 |
99.460 |
99.465 |
99.430 |
99.435 |
-0.030 |
165,168 |
1,604,782 |
+3,722 |
Jun12 |
110518 |
99.250 |
99.260 |
99.205 |
99.215 |
-0.040 |
183,264 |
1,372,151 |
+8,183 |
Sep12 |
110518 |
98.985 |
98.995 |
98.930 |
98.940 |
-0.050 |
151,721 |
750,371 |
+13,185 |
Dec12 |
110518 |
98.705 |
98.720 |
98.630 |
98.645 |
-0.065 |
133,761 |
535,563 |
+6,486 |
Mar13 |
110518 |
98.455 |
98.470 |
98.365 |
98.380 |
-0.080 |
114,638 |
380,201 |
+2,408 |
Jun13 |
110518 |
98.195 |
98.220 |
98.100 |
98.115 |
-0.090 |
62,937 |
260,109 |
-7,501 |
Sep13 |
110518 |
97.945 |
97.975 |
97.840 |
97.860 |
-0.095 |
48,106 |
246,170 |
+1,402 |
Dec13 |
110518 |
97.685 |
97.715 |
97.580 |
97.605 |
-0.090 |
34,555 |
184,790 |
+858 |
Mar14 |
110518 |
97.460 |
97.495 |
97.355 |
97.380 |
-0.090 |
31,463 |
173,744 |
-604 |
Jun14 |
110518 |
97.230 |
97.270 |
97.135 |
97.155 |
-0.090 |
10,080 |
101,195 |
-409 |
Sep14 |
110518 |
97.005 |
97.055 |
96.920 |
96.940 |
-0.085 |
7,879 |
59,320 |
+261 |
Dec14 |
110518 |
96.785 |
96.830 |
96.695 |
96.720 |
-0.080 |
7,219 |
69,414 |
-961 |
Mar15 |
110518 |
96.580 |
96.630 |
96.510 |
96.530 |
-0.075 |
5,439 |
49,965 |
-362 |
Jun15 |
110518 |
4.645 |
4.690 |
4.575 |
4.590 |
-0.070 |
4,079 |
43,024 |
+297 |
Sep15 |
110518 |
4.465 |
4.510 |
4.400 |
4.415 |
-0.065 |
3,628 |
38,457 |
+277 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110518 |
99.908 |
99.910 |
99.905 |
99.908 |
unch |
1,738 |
77,315 |
-302 |
Jun11 |
110518 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
1,950 |
63,661 |
-287 |
Jul11 |
110518 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
1,899 |
51,395 |
+303 |
Aug11 |
110518 |
99.885 |
99.885 |
99.880 |
99.885 |
unch |
1,564 |
54,242 |
-47 |
Sep11 |
110518 |
99.875 |
99.875 |
99.865 |
99.870 |
unch |
991 |
42,915 |
+370 |
Oct11 |
110518 |
99.865 |
99.865 |
99.850 |
99.855 |
-0.005 |
291 |
54,393 |
+64 |
Total Volume and Open Interest |
23,010 |
697,934 |
+1,114 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110518 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110518 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec11 |
110518 |
99.675 |
99.675 |
99.675 |
99.675 |
-0.007 |
0 |
75 |
+0 |
Mar12 |
110518 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun12 |
110518 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep12 |
110518 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Dec12 |
110518 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Mar13 |
110518 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Jun13 |
110518 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Sep13 |
110518 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110518 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
6,003 |
+0 |
Sep11 |
110518 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,466 |
+0 |
Dec11 |
110518 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110518 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
3,877 |
+0 |
Jun12 |
110518 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110518 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110518 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110518 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
14,993 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110518 |
140.48 |
140.68 |
140.47 |
140.65 |
+0.17 |
1,482 |
20,172 |
+83 |
Sep11 |
110518 |
140.49 |
140.49 |
140.40 |
140.44 |
+0.17 |
11 |
44 |
+0 |
Dec11 |
110518 |
138.35 |
138.35 |
138.35 |
138.35 |
+0.17 |
|
|
|
Total Volume and Open Interest |
1,493 |
20,216 |
+83 |
Euro-Bund(EUREX) |
Jun11 |
110518 |
124.26 |
124.50 |
124.05 |
124.31 |
-0.07 |
810,527 |
1,015,902 |
+9,260 |
Sep11 |
110518 |
124.00 |
124.20 |
123.81 |
124.03 |
-0.05 |
4,006 |
27,781 |
+2,623 |
Dec11 |
110518 |
123.16 |
123.16 |
123.16 |
123.16 |
-0.11 |
|
|
|
Total Volume and Open Interest |
814,533 |
1,043,683 |
+11,883 |
Euro-Bobl(EUREX) |
Jun11 |
110517 |
116.01 |
116.09 |
115.77 |
115.98 |
+0.27 |
814,418 |
795,459 |
-15,722 |
Sep11 |
110518 |
115.28 |
115.51 |
115.28 |
115.39 |
-0.04 |
2,871 |
41,445 |
+2,537 |
Dec11 |
110518 |
115.53 |
115.53 |
115.53 |
115.53 |
-0.07 |
|
|
|
Total Volume and Open Interest |
492,186 |
861,304 |
+14,882 |
3-Mth Euribor(EUREX) |
Jun11 |
110518 |
98.480 |
98.480 |
98.465 |
98.475 |
-0.010 |
29 |
5,090 |
-1 |
Sep11 |
110518 |
98.180 |
98.180 |
98.170 |
98.175 |
-0.005 |
37 |
2,012 |
+2 |
Dec11 |
110518 |
97.980 |
97.985 |
97.970 |
97.975 |
-0.020 |
63 |
1,078 |
-9 |
Total Volume and Open Interest |
159 |
10,854 |
-24 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110518 |
119~11 |
119~20 |
119~08 |
119~12 |
-0~01 |
302 |
327 |
+266 |
Total Volume and Open Interest |
93,533 |
340,309 |
-833 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110518 |
99.17 |
99.18 |
99.16 |
99.16 |
-0.02 |
12,082 |
435,174 |
+8,702 |
Sep11 |
110518 |
99.08 |
99.10 |
99.07 |
99.08 |
-0.01 |
17,294 |
446,936 |
+12,144 |
Dec11 |
110518 |
98.92 |
98.95 |
98.90 |
98.92 |
-0.01 |
39,462 |
468,565 |
+24,579 |
Mar12 |
110518 |
98.76 |
98.78 |
98.72 |
98.75 |
-0.01 |
35,619 |
404,629 |
+25,941 |
Jun12 |
110518 |
98.55 |
98.58 |
98.52 |
98.54 |
-0.02 |
31,596 |
342,329 |
+19,843 |
Sep12 |
110518 |
98.33 |
98.37 |
98.30 |
98.32 |
-0.03 |
25,330 |
226,914 |
+19,168 |
Total Volume and Open Interest |
201,177 |
2,872,925 |
+135,720 |
3-Mth Euribor(LIFFE) |
Jun11 |
110518 |
98.490 |
98.490 |
98.465 |
98.475 |
-0.010 |
96,818 |
841,685 |
+161,863 |
Sep11 |
110518 |
98.190 |
98.190 |
98.160 |
98.175 |
-0.015 |
121,836 |
693,174 |
+87,081 |
Dec11 |
110518 |
97.985 |
97.995 |
97.960 |
97.975 |
-0.020 |
137,596 |
700,094 |
+98,901 |
Total Volume and Open Interest |
781,742 |
4,215,140 |
+603,523 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110518 |
94.95 |
95.00 |
94.94 |
94.98 |
+0.02 |
25,273 |
183,728 |
+6,465 |
Sep11 |
110518 |
94.86 |
94.92 |
94.84 |
94.90 |
+0.04 |
29,367 |
218,267 |
+2,350 |
Dec11 |
110518 |
94.79 |
94.85 |
94.76 |
94.84 |
+0.05 |
18,398 |
142,465 |
-361 |
Mar12 |
110518 |
94.72 |
94.79 |
94.68 |
94.77 |
+0.05 |
6,338 |
82,294 |
+2,068 |
Jun12 |
110518 |
94.66 |
94.73 |
94.64 |
94.71 |
+0.05 |
2,580 |
54,313 |
+999 |
Sep12 |
110518 |
94.58 |
94.68 |
94.58 |
94.67 |
+0.05 |
1,222 |
53,007 |
+492 |
Dec12 |
110518 |
94.58 |
94.62 |
94.55 |
94.62 |
+0.05 |
1,819 |
27,547 |
+547 |
Mar13 |
110518 |
94.54 |
94.60 |
94.53 |
94.60 |
+0.06 |
173 |
18,210 |
+173 |
Jun13 |
110518 |
94.50 |
94.55 |
94.50 |
94.55 |
+0.05 |
3 |
1,884 |
+2 |
Sep13 |
110518 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.04 |
1 |
1,138 |
+1 |
Total Volume and Open Interest |
85,174 |
783,707 |
+12,735 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110518 |
94.61 |
94.66 |
94.59 |
94.66 |
+0.05 |
43,260 |
445,703 |
+4,878 |
Sep11 |
110518 |
94.66 |
94.66 |
94.66 |
94.66 |
+0.05 |
|
|
|
Total Volume and Open Interest |
43,260 |
445,703 |
+4,878 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110518 |
94.92 |
95.00 |
94.90 |
94.99 |
+0.06 |
131,216 |
779,712 |
+184,577 |
Sep11 |
110518 |
94.99 |
94.99 |
94.99 |
94.99 |
+0.06 |
|
|
|
Total Volume and Open Interest |
131,216 |
779,712 |
+15,308 |
Gold(CMX) |
Jun11 |
110518 |
1486.5 |
1499.7 |
1484.6 |
1495.8 |
+15.8 |
127,098 |
263,027 |
-8,492 |
Aug11 |
110518 |
1487.1 |
1500.8 |
1486.2 |
1497.1 |
+15.9 |
12,090 |
108,837 |
+4,200 |
Oct11 |
110518 |
1492.8 |
1501.3 |
1492.0 |
1498.3 |
+15.9 |
263 |
6,450 |
-17 |
Dec11 |
110518 |
1490.6 |
1503.0 |
1489.5 |
1499.6 |
+16.0 |
1,857 |
60,546 |
+496 |
Feb12 |
110518 |
1491.6 |
1504.5 |
1491.6 |
1500.8 |
+16.1 |
132 |
7,205 |
+9 |
Apr12 |
110518 |
1496.1 |
1503.5 |
1494.9 |
1502.1 |
+16.1 |
75 |
4,781 |
+15 |
Jun12 |
110518 |
1500.0 |
1505.2 |
1500.0 |
1503.7 |
+16.1 |
10 |
10,957 |
-1 |
Aug12 |
110518 |
1505.8 |
1505.8 |
1505.8 |
1505.8 |
+16.3 |
1,000 |
3,993 |
+1,000 |
Oct12 |
110518 |
1508.4 |
1508.4 |
1508.4 |
1508.4 |
+16.5 |
0 |
3,376 |
+0 |
Dec12 |
110518 |
1500.1 |
1511.5 |
1500.1 |
1511.5 |
+16.6 |
61 |
12,364 |
+3 |
Feb13 |
110518 |
1514.9 |
1514.9 |
1514.8 |
1514.9 |
+16.9 |
50 |
205 |
+50 |
Total Volume and Open Interest |
145,446 |
514,850 |
-2,340 |
Silver(CMX) |
May11 |
110518 |
3444.0 |
3518.0 |
3444.0 |
3509.4 |
+160.6 |
91 |
323 |
-2 |
Jul11 |
110518 |
3397.5 |
3555.0 |
3385.0 |
3509.7 |
+160.6 |
81,496 |
64,625 |
-970 |
Sep11 |
110518 |
3403.0 |
3551.0 |
3403.0 |
3511.4 |
+160.8 |
1,724 |
8,543 |
-31 |
Dec11 |
110518 |
3419.0 |
3550.0 |
3404.5 |
3511.9 |
+161.0 |
3,944 |
23,580 |
+229 |
Mar12 |
110518 |
3520.0 |
3541.0 |
3507.9 |
3507.9 |
+161.2 |
63 |
3,539 |
+31 |
May12 |
110518 |
3504.1 |
3504.1 |
3504.1 |
3504.1 |
+161.0 |
49 |
1,024 |
-10 |
Jul12 |
110518 |
3383.0 |
3502.0 |
3383.0 |
3500.6 |
+161.2 |
31 |
1,701 |
+0 |
Total Volume and Open Interest |
92,357 |
122,231 |
-855 |
Platinum(NYMEX) |
Jul11 |
110518 |
1768.1 |
1780.7 |
1751.0 |
1779.9 |
+18.9 |
4,158 |
32,891 |
-585 |
Oct11 |
110518 |
1778.1 |
1783.2 |
1761.0 |
1783.2 |
+18.9 |
129 |
2,099 |
+98 |
Jan12 |
110518 |
1785.6 |
1785.6 |
1785.6 |
1785.6 |
+18.9 |
3 |
78 |
+0 |
Apr12 |
110518 |
1787.6 |
1787.6 |
1787.6 |
1787.6 |
+18.9 |
0 |
24 |
+0 |
Total Volume and Open Interest |
4,291 |
35,107 |
-486 |
Palladium(NYMEX) |
Jun11 |
110518 |
721.80 |
738.00 |
720.25 |
737.20 |
+22.95 |
3,268 |
15,086 |
-856 |
Sep11 |
110518 |
723.00 |
739.25 |
722.80 |
738.95 |
+23.00 |
1,083 |
4,492 |
+585 |
Dec11 |
110518 |
740.10 |
740.10 |
740.10 |
740.10 |
+23.00 |
0 |
471 |
+0 |
Total Volume and Open Interest |
4,351 |
20,054 |
-271 |
Copper(CMX) |
May11 |
110518 |
403.95 |
410.95 |
401.60 |
409.95 |
+10.85 |
409 |
1,228 |
-92 |
Jul11 |
110518 |
403.60 |
412.40 |
402.30 |
410.50 |
+10.65 |
29,553 |
67,337 |
-510 |
Sep11 |
110518 |
405.35 |
414.15 |
404.50 |
412.35 |
+10.65 |
3,642 |
24,570 |
+941 |
Dec11 |
110518 |
408.60 |
415.00 |
407.85 |
414.30 |
+10.55 |
1,252 |
13,678 |
+372 |
Mar12 |
110518 |
415.30 |
415.80 |
415.30 |
415.30 |
+10.45 |
169 |
3,558 |
+25 |
Total Volume and Open Interest |
35,400 |
117,777 |
+736 |
DJIA Index(CBOT) |
Jun11 |
110518 |
12455 |
12545 |
12437 |
12532 |
+95 |
210 |
23,705 |
+48 |
Sep11 |
110518 |
12463 |
12463 |
12367 |
12463 |
+96 |
0 |
15 |
+0 |
Dec11 |
110518 |
12392 |
12392 |
12296 |
12392 |
+96 |
0 |
1 |
+0 |
Mar12 |
110518 |
12332 |
12332 |
12236 |
12332 |
+96 |
|
|
|
Total Volume and Open Interest |
210 |
23,721 |
+48 |
S & P 500(CME) |
Jun11 |
110518 |
1326.30 |
1340.20 |
1324.70 |
1338.60 |
+13.20 |
14,586 |
311,297 |
+320 |
Sep11 |
110518 |
1320.80 |
1333.20 |
1320.80 |
1333.20 |
+13.20 |
423 |
7,215 |
+385 |
Dec11 |
110518 |
1327.70 |
1327.70 |
1327.40 |
1327.70 |
+13.30 |
0 |
4,845 |
+28 |
Mar12 |
110518 |
1322.70 |
1322.70 |
1322.40 |
1322.70 |
+13.30 |
|
|
|
Total Volume and Open Interest |
15,009 |
323,362 |
+733 |
S & P 500 E-Mini(Globex) |
Jun11 |
110518 |
1338.25 |
1339.00 |
1338.00 |
1338.50 |
+11.75 |
|
|
|
Sep11 |
110518 |
1319.75 |
1334.50 |
1319.25 |
1333.25 |
+13.25 |
10,483 |
32,477 |
+8,831 |
Total Volume and Open Interest |
2,187,721 |
2,702,777 |
+25,421 |
NASDAQ 100(CME) |
Jun11 |
110518 |
2345.80 |
2365.00 |
2333.80 |
2361.50 |
+24.20 |
4,908 |
21,224 |
-2,024 |
Sep11 |
110518 |
2336.00 |
2360.00 |
2336.00 |
2358.00 |
+24.20 |
0 |
52 |
+0 |
Dec11 |
110518 |
2354.50 |
2355.30 |
2354.50 |
2354.50 |
+24.20 |
|
|
|
Total Volume and Open Interest |
4,908 |
21,276 |
-2,024 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110518 |
2341.30 |
2365.00 |
2333.50 |
2361.50 |
+24.20 |
405,609 |
365,981 |
-4,738 |
Sep11 |
110518 |
2339.80 |
2360.00 |
2331.30 |
2358.00 |
+24.20 |
405 |
1,257 |
+82 |
Total Volume and Open Interest |
406,014 |
367,249 |
-4,656 |
S & P Midcap 400(CME) |
Jun11 |
110518 |
991.90 |
995.00 |
991.90 |
991.90 |
+15.60 |
0 |
1,600 |
+0 |
Sep11 |
110518 |
989.50 |
989.50 |
989.10 |
989.50 |
+15.40 |
|
|
|
Dec11 |
110518 |
987.90 |
987.90 |
987.50 |
987.90 |
+15.40 |
|
|
|
Total Volume and Open Interest |
0 |
1,600 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110518 |
9705 |
9705 |
9705 |
9705 |
+95 |
|
|
|
Sep11 |
110518 |
9740 |
9740 |
9645 |
9740 |
+95 |
46 |
53 |
-17 |
Total Volume and Open Interest |
6,891 |
47,494 |
-351 |
Nikkei 225(SGX) |
Jun11 |
110518 |
9565 |
9695 |
9520 |
9655 |
+85 |
80,202 |
236,898 |
-5,415 |
Sep11 |
110518 |
9565 |
9680 |
9565 |
9650 |
+85 |
32 |
1,453 |
+17 |
Dec11 |
110518 |
9595 |
9595 |
9595 |
9595 |
+85 |
0 |
6,259 |
+0 |
Total Volume and Open Interest |
80,295 |
246,744 |
-5,407 |
CAC 40(EURONEXT) |
May11 |
110518 |
3964.0 |
3985.0 |
3940.5 |
3961.0 |
+34.0 |
136,556 |
315,800 |
-8,697 |
Jun11 |
110518 |
3921.0 |
3943.0 |
3898.5 |
3918.5 |
+33.5 |
10,794 |
139,913 |
+8,633 |
Jul11 |
110518 |
3917.5 |
3917.5 |
3917.5 |
3917.5 |
+34.5 |
|
|
|
Total Volume and Open Interest |
147,350 |
455,714 |
-64 |
Hang Seng Index(HKFE) |
May11 |
110518 |
22870 |
23040 |
22851 |
22959 |
+173 |
67,710 |
85,354 |
+1,918 |
Jun11 |
110518 |
22720 |
22888 |
22713 |
22808 |
+170 |
1,623 |
10,452 |
+573 |
Total Volume and Open Interest |
69,831 |
97,575 |
+2,416 |
DAX(EUREX) |
Jun11 |
110518 |
7330.0 |
7350.0 |
7268.0 |
7313.0 |
+14.5 |
149,470 |
185,900 |
+7,605 |
Sep11 |
110518 |
7360.5 |
7370.0 |
7300.0 |
7338.0 |
+18.0 |
662 |
6,464 |
+237 |
Dec11 |
110518 |
7392.0 |
7392.0 |
7334.0 |
7370.0 |
+18.5 |
200 |
1,376 |
+116 |
Total Volume and Open Interest |
150,332 |
193,740 |
+7,958 |
FT-SE 100(EURONEXT) |
Jun11 |
110518 |
5890.50 |
5948.00 |
5873.00 |
5913.50 |
+60.00 |
123,472 |
681,368 |
+56,162 |
Sep11 |
110518 |
5865.00 |
5900.00 |
5840.00 |
5878.50 |
+60.50 |
1,644 |
3,836 |
+1,550 |
Dec11 |
110518 |
5856.00 |
5856.00 |
5856.00 |
5856.00 |
+60.50 |
0 |
252 |
+0 |
Total Volume and Open Interest |
125,136 |
685,551 |
+57,717 |
SPI 200(SFE) |
Jun11 |
110518 |
4689.0 |
4716.0 |
4655.0 |
4697.0 |
+9.0 |
34,613 |
206,605 |
+5,389 |
Sep11 |
110518 |
4650.0 |
4703.0 |
4647.0 |
4685.0 |
+8.0 |
143 |
3,797 |
+120 |
Dec11 |
110518 |
4707.0 |
4707.0 |
4707.0 |
4707.0 |
+10.0 |
56 |
2,570 |
+56 |
Total Volume and Open Interest |
35,314 |
216,269 |
+5,623 |
GSCI(CME) |
Jun11 |
110518 |
24.64 |
39.64 |
24.14 |
35.64 |
+15.75 |
586 |
10,681 |
+134 |
Jul11 |
110518 |
22.14 |
36.14 |
21.64 |
33.14 |
+14.75 |
|
|
|
Aug11 |
110518 |
22.64 |
36.14 |
22.14 |
33.64 |
+15.25 |
|
|
|
Total Volume and Open Interest |
586 |
10,681 |
-3,214 |
Reuters CCI(ICE) |
Jun11 |
110518 |
344.60 |
344.60 |
344.60 |
344.60 |
+7.30 |
|
|
|
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. |
|
|