|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu May 19, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110519 |
1377.00 |
1389.00 |
1369.25 |
1379.50 |
unch |
103,046 |
242,953 |
-2,225 |
Aug11 |
110519 |
1370.00 |
1381.75 |
1362.50 |
1371.75 |
-1.00 |
13,956 |
23,854 |
+534 |
Sep11 |
110519 |
1357.50 |
1370.25 |
1352.75 |
1360.25 |
-2.75 |
3,119 |
16,922 |
+235 |
Nov11 |
110519 |
1351.25 |
1361.50 |
1342.75 |
1349.50 |
-3.75 |
31,621 |
196,103 |
-625 |
Jan12 |
110519 |
1359.50 |
1370.00 |
1353.25 |
1359.00 |
-3.50 |
3,136 |
24,026 |
-155 |
Mar12 |
110519 |
1360.00 |
1373.00 |
1355.75 |
1361.00 |
-4.50 |
3,257 |
13,763 |
+119 |
May12 |
110519 |
1355.00 |
1366.50 |
1350.25 |
1355.50 |
-3.50 |
1,453 |
11,497 |
+447 |
Total Volume and Open Interest |
160,635 |
545,195 |
-1,663 |
Soybean Meal(CBOT) |
Jul11 |
110519 |
361.00 |
365.50 |
358.70 |
361.40 |
+0.40 |
42,266 |
93,340 |
-3,223 |
Aug11 |
110519 |
360.40 |
364.70 |
351.50 |
360.50 |
+0.10 |
7,008 |
34,349 |
-174 |
Sep11 |
110519 |
358.10 |
361.90 |
355.30 |
357.60 |
-0.40 |
2,698 |
18,051 |
+208 |
Oct11 |
110519 |
352.40 |
356.50 |
348.70 |
350.80 |
-0.80 |
1,673 |
15,746 |
+85 |
Dec11 |
110519 |
351.90 |
356.10 |
348.10 |
350.50 |
-1.10 |
8,658 |
50,626 |
-740 |
Jan12 |
110519 |
352.30 |
353.10 |
350.30 |
352.10 |
-1.00 |
318 |
4,017 |
+41 |
Mar12 |
110519 |
353.70 |
358.20 |
353.70 |
354.30 |
-0.90 |
393 |
3,710 |
+23 |
May12 |
110519 |
353.50 |
353.50 |
351.80 |
352.60 |
-0.80 |
236 |
3,471 |
-4 |
Total Volume and Open Interest |
63,461 |
227,912 |
-3,793 |
Soybean Oil(CBOT) |
Jul11 |
110519 |
57.26 |
57.74 |
57.12 |
57.46 |
+0.16 |
65,553 |
147,612 |
-1,028 |
Aug11 |
110519 |
57.49 |
57.97 |
57.37 |
57.69 |
+0.17 |
8,988 |
32,780 |
+1,691 |
Sep11 |
110519 |
57.80 |
58.22 |
57.63 |
57.94 |
+0.16 |
6,362 |
22,250 |
-418 |
Oct11 |
110519 |
57.95 |
58.28 |
57.80 |
58.11 |
+0.17 |
1,313 |
14,582 |
-112 |
Dec11 |
110519 |
58.31 |
58.78 |
58.14 |
58.48 |
+0.16 |
15,545 |
76,386 |
-1,088 |
Jan12 |
110519 |
58.77 |
58.86 |
58.44 |
58.67 |
+0.16 |
470 |
5,931 |
+230 |
Mar12 |
110519 |
58.88 |
58.88 |
58.60 |
58.77 |
+0.16 |
463 |
4,631 |
-55 |
May12 |
110519 |
58.53 |
58.85 |
58.53 |
58.77 |
+0.16 |
179 |
3,904 |
+106 |
Total Volume and Open Interest |
98,911 |
310,777 |
-679 |
Canola(WCE) |
May11 |
110513 |
545.8 |
545.8 |
545.8 |
545.8 |
-5.2 |
|
|
|
Jul11 |
110519 |
571.0 |
578.8 |
566.3 |
574.5 |
+2.4 |
10,407 |
76,066 |
-80 |
Nov11 |
110519 |
576.8 |
583.6 |
571.6 |
580.4 |
+3.6 |
6,969 |
76,828 |
-357 |
Jan12 |
110519 |
583.6 |
588.5 |
579.6 |
587.4 |
+3.5 |
419 |
7,464 |
+209 |
Mar12 |
110519 |
586.5 |
591.6 |
586.5 |
590.9 |
+2.2 |
7 |
1,280 |
+6 |
Total Volume and Open Interest |
17,820 |
163,951 |
-222 |
Corn(CBOT) |
Jul11 |
110519 |
749.25 |
760.25 |
742.50 |
748.25 |
-1.50 |
147,132 |
606,018 |
-1,795 |
Sep11 |
110519 |
717.00 |
724.50 |
707.00 |
711.50 |
-6.00 |
38,642 |
170,165 |
+5,997 |
Dec11 |
110519 |
671.75 |
678.50 |
658.50 |
662.00 |
-10.75 |
65,985 |
451,456 |
+2,606 |
Mar12 |
110519 |
681.75 |
687.50 |
668.75 |
672.00 |
-10.25 |
4,943 |
76,558 |
-21 |
May12 |
110519 |
688.25 |
691.00 |
676.25 |
679.00 |
-10.25 |
3,572 |
17,285 |
-392 |
Jul12 |
110519 |
695.00 |
700.00 |
681.75 |
684.25 |
-10.50 |
2,970 |
41,205 |
+39 |
Total Volume and Open Interest |
267,313 |
1,421,489 |
+5,902 |
Wheat(CBOT) |
Jul11 |
110519 |
816.00 |
834.50 |
805.00 |
812.00 |
-5.00 |
57,826 |
219,010 |
-314 |
Sep11 |
110519 |
858.50 |
876.50 |
847.25 |
855.25 |
-3.25 |
15,598 |
71,717 |
-1,915 |
Dec11 |
110519 |
902.50 |
921.00 |
892.00 |
901.00 |
-1.75 |
21,674 |
94,399 |
-1,839 |
Mar12 |
110519 |
928.00 |
948.25 |
919.50 |
929.75 |
unch |
5,597 |
19,886 |
-81 |
May12 |
110519 |
945.00 |
954.00 |
933.50 |
937.00 |
-3.00 |
2,286 |
6,769 |
+448 |
Total Volume and Open Interest |
108,137 |
454,539 |
-3,777 |
Wheat(KCBT) |
Jul11 |
110519 |
938.00 |
958.00 |
933.25 |
944.75 |
+6.75 |
11,614 |
82,872 |
+54 |
Sep11 |
110519 |
956.25 |
972.75 |
949.25 |
961.75 |
+8.25 |
3,175 |
33,203 |
+354 |
Dec11 |
110519 |
972.75 |
990.75 |
966.25 |
980.75 |
+9.25 |
4,220 |
41,046 |
+314 |
Mar12 |
110519 |
987.00 |
1001.50 |
980.00 |
990.75 |
+9.25 |
609 |
6,577 |
+80 |
May12 |
110519 |
991.00 |
991.25 |
984.25 |
987.25 |
+9.75 |
14 |
771 |
-1 |
Total Volume and Open Interest |
20,158 |
172,979 |
+943 |
Wheat(MGE) |
May11 |
110513 |
911.75 |
911.75 |
911.75 |
911.75 |
-7.50 |
8 |
1,022 |
-8 |
Jul11 |
110519 |
994.75 |
1024.00 |
993.25 |
1006.25 |
+10.00 |
3,454 |
19,589 |
-148 |
Sep11 |
110519 |
981.75 |
1004.50 |
981.75 |
989.50 |
+5.75 |
1,624 |
16,400 |
-135 |
Dec11 |
110519 |
987.00 |
1009.00 |
984.75 |
992.25 |
+4.25 |
1,232 |
12,495 |
-356 |
Mar12 |
110519 |
997.50 |
1013.25 |
991.50 |
994.50 |
-0.50 |
198 |
2,578 |
-43 |
Total Volume and Open Interest |
6,678 |
54,270 |
-663 |
Oats(CBOT) |
Jul11 |
110519 |
367.50 |
374.75 |
360.25 |
364.00 |
-3.00 |
544 |
8,347 |
-232 |
Sep11 |
110519 |
370.00 |
374.50 |
369.50 |
371.50 |
-3.00 |
12 |
306 |
+2 |
Dec11 |
110519 |
381.00 |
385.75 |
373.50 |
375.00 |
-3.00 |
103 |
3,357 |
+5 |
Mar12 |
110519 |
387.00 |
390.00 |
387.00 |
387.00 |
-3.00 |
0 |
21 |
+0 |
Total Volume and Open Interest |
659 |
12,032 |
-225 |
Rough Rice(CBOT) |
May11 |
110513 |
13.80 |
13.80 |
13.78 |
13.80 |
+0.02 |
1 |
24 |
+0 |
Jul11 |
110519 |
14.96 |
15.09 |
14.57 |
15.02 |
+0.12 |
870 |
15,318 |
-43 |
Sep11 |
110519 |
15.86 |
15.93 |
15.42 |
15.85 |
+0.08 |
280 |
5,306 |
-13 |
Nov11 |
110519 |
16.24 |
16.24 |
15.73 |
16.16 |
+0.06 |
170 |
1,574 |
+50 |
Total Volume and Open Interest |
1,332 |
22,755 |
-2 |
Live Cattle(CME) |
Jun11 |
110519 |
106.550 |
106.650 |
104.500 |
104.850 |
-1.400 |
25,109 |
77,639 |
-3,430 |
Aug11 |
110519 |
109.480 |
109.480 |
107.385 |
107.930 |
-1.250 |
18,888 |
123,507 |
+941 |
Oct11 |
110519 |
115.000 |
115.250 |
113.550 |
113.980 |
-0.805 |
7,024 |
76,451 |
+411 |
Dec11 |
110519 |
117.600 |
117.980 |
116.500 |
116.850 |
-0.650 |
6,780 |
48,125 |
+312 |
Feb12 |
110519 |
118.250 |
118.830 |
117.350 |
117.700 |
-0.450 |
2,385 |
12,568 |
+50 |
Apr12 |
110519 |
119.350 |
119.800 |
118.285 |
118.900 |
-0.600 |
1,113 |
5,800 |
+115 |
Total Volume and Open Interest |
61,363 |
345,377 |
-1,564 |
Feeder Cattle(CME) |
May11 |
110519 |
126.700 |
126.850 |
125.330 |
125.500 |
-1.600 |
1,163 |
3,303 |
-552 |
Aug11 |
110519 |
128.325 |
128.450 |
126.350 |
126.650 |
-1.350 |
4,635 |
23,175 |
-630 |
Sep11 |
110519 |
129.550 |
129.550 |
127.635 |
127.800 |
-1.235 |
790 |
5,128 |
+159 |
Oct11 |
110519 |
130.000 |
130.235 |
128.550 |
128.985 |
-1.015 |
1,018 |
4,349 |
+210 |
Nov11 |
110519 |
130.250 |
130.250 |
129.000 |
129.185 |
-1.115 |
207 |
1,649 |
+55 |
Jan12 |
110519 |
129.500 |
129.500 |
128.380 |
128.800 |
-1.300 |
27 |
478 |
+0 |
Mar12 |
110519 |
129.100 |
129.500 |
129.100 |
129.500 |
-1.000 |
9 |
43 |
+6 |
Total Volume and Open Interest |
7,850 |
38,128 |
-751 |
Lean Hogs(CME) |
Jun11 |
110519 |
91.350 |
92.050 |
90.500 |
91.330 |
-0.320 |
14,739 |
39,693 |
-3,650 |
Jul11 |
110519 |
91.285 |
92.035 |
90.730 |
91.635 |
+0.085 |
6,779 |
59,599 |
+1,439 |
Aug11 |
110519 |
92.930 |
93.450 |
92.250 |
93.080 |
+0.030 |
4,316 |
39,794 |
-206 |
Oct11 |
110519 |
86.100 |
86.800 |
85.550 |
86.535 |
+0.235 |
1,778 |
40,438 |
+186 |
Dec11 |
110519 |
83.250 |
84.050 |
82.650 |
84.050 |
+0.550 |
1,834 |
30,761 |
+608 |
Feb12 |
110519 |
84.650 |
85.385 |
84.400 |
85.100 |
+0.200 |
308 |
8,011 |
+47 |
Apr12 |
110519 |
85.900 |
86.250 |
85.230 |
86.230 |
+0.080 |
64 |
4,564 |
+10 |
May12 |
110519 |
89.480 |
90.000 |
89.480 |
90.000 |
unch |
0 |
161 |
+0 |
Total Volume and Open Interest |
29,825 |
225,327 |
-1,562 |
Class III Milk(CME) |
May11 |
110519 |
16.41 |
16.45 |
16.39 |
16.44 |
+0.01 |
106 |
5,437 |
-12 |
Jun11 |
110519 |
17.40 |
17.75 |
17.39 |
17.66 |
+0.24 |
217 |
4,679 |
-39 |
Jul11 |
110519 |
18.10 |
18.49 |
18.10 |
18.36 |
+0.26 |
269 |
3,792 |
+87 |
Aug11 |
110519 |
18.07 |
18.24 |
18.05 |
18.21 |
+0.14 |
174 |
3,570 |
+18 |
Sep11 |
110519 |
18.10 |
18.20 |
18.05 |
18.20 |
+0.11 |
119 |
3,594 |
+37 |
Total Volume and Open Interest |
1,306 |
32,758 |
+207 |
Cocoa(ICE) |
Jul11 |
110519 |
2991 |
2997 |
2971 |
2979 |
-16 |
9,877 |
64,142 |
-2,568 |
Sep11 |
110519 |
3014 |
3014 |
2990 |
2994 |
-17 |
2,590 |
28,204 |
-79 |
Dec11 |
110519 |
3030 |
3039 |
3018 |
3022 |
-19 |
1,730 |
26,495 |
-155 |
Mar12 |
110519 |
3080 |
3094 |
3075 |
3079 |
-17 |
581 |
23,534 |
-6 |
May12 |
110519 |
3080 |
3080 |
3070 |
3075 |
-20 |
338 |
6,179 |
+131 |
Jul12 |
110519 |
3067 |
3070 |
3067 |
3070 |
-21 |
117 |
2,047 |
+93 |
Sep12 |
110519 |
3065 |
3071 |
3065 |
3071 |
-21 |
29 |
2,162 |
-24 |
Total Volume and Open Interest |
15,262 |
155,550 |
-2,608 |
Coffee "C"(ICE) |
May11 |
110518 |
268.00 |
268.45 |
268.00 |
268.45 |
+3.35 |
31 |
147 |
-51 |
Jul11 |
110519 |
270.40 |
271.50 |
262.45 |
263.70 |
-6.35 |
10,470 |
57,249 |
-2,410 |
Sep11 |
110519 |
273.90 |
274.20 |
265.45 |
266.65 |
-6.30 |
3,138 |
23,875 |
+532 |
Dec11 |
110519 |
277.55 |
277.65 |
269.00 |
270.10 |
-6.25 |
1,052 |
19,733 |
-191 |
Mar12 |
110519 |
276.85 |
276.85 |
270.70 |
271.70 |
-6.25 |
124 |
4,816 |
-91 |
May12 |
110519 |
273.50 |
274.55 |
272.15 |
272.40 |
-6.25 |
48 |
2,863 |
-13 |
Total Volume and Open Interest |
15,022 |
110,725 |
-2,323 |
Orange Juice(ICE) |
Jul11 |
110519 |
180.50 |
185.55 |
180.50 |
184.95 |
+4.45 |
1,166 |
25,701 |
+14 |
Sep11 |
110519 |
174.50 |
178.00 |
174.50 |
177.75 |
+3.75 |
246 |
4,512 |
+72 |
Nov11 |
110519 |
171.75 |
172.85 |
170.00 |
172.85 |
+2.80 |
95 |
1,755 |
-55 |
Jan12 |
110519 |
169.00 |
169.35 |
166.50 |
169.35 |
+1.60 |
8 |
232 |
-4 |
Mar12 |
110519 |
166.00 |
167.20 |
166.00 |
167.20 |
+1.45 |
4 |
117 |
+4 |
May12 |
110519 |
164.00 |
165.00 |
164.00 |
165.00 |
+0.50 |
10 |
40 |
+0 |
Total Volume and Open Interest |
1,529 |
32,421 |
+31 |
Sugar #11(ICE) |
Jul11 |
110519 |
22.60 |
22.69 |
21.70 |
21.82 |
-1.03 |
54,509 |
262,103 |
-6,592 |
Oct11 |
110519 |
22.07 |
22.15 |
21.54 |
21.61 |
-0.66 |
19,294 |
145,450 |
-590 |
Mar12 |
110519 |
22.22 |
22.26 |
21.82 |
21.92 |
-0.35 |
7,979 |
87,800 |
+1,443 |
May12 |
110519 |
21.95 |
22.06 |
21.71 |
21.80 |
-0.32 |
1,464 |
24,789 |
+372 |
Jul12 |
110519 |
21.80 |
21.93 |
21.58 |
21.71 |
-0.31 |
714 |
20,671 |
-57 |
Total Volume and Open Interest |
84,580 |
584,612 |
-5,240 |
London Cocoa(LCE) |
Jul11 |
110519 |
1860 |
1875 |
1851 |
1865 |
unch |
6,031 |
74,536 |
+685 |
Sep11 |
110519 |
1887 |
1900 |
1877 |
1890 |
-2 |
3,112 |
32,555 |
+1,240 |
Dec11 |
110519 |
1910 |
1925 |
1908 |
1919 |
-2 |
2,280 |
30,486 |
+64 |
Mar12 |
110519 |
1940 |
1948 |
1931 |
1942 |
-1 |
1,003 |
31,368 |
+331 |
May12 |
110519 |
1952 |
1963 |
1950 |
1956 |
-2 |
205 |
9,933 |
+4 |
Jul12 |
110519 |
1965 |
1965 |
1961 |
1965 |
-1 |
0 |
4,257 |
+0 |
Sep12 |
110519 |
1975 |
1975 |
1975 |
1975 |
+2 |
0 |
3,033 |
+0 |
Total Volume and Open Interest |
12,643 |
193,605 |
+2,336 |
London Sugar(LCE) |
Aug11 |
110519 |
632.20 |
632.40 |
614.00 |
618.50 |
-14.50 |
2,887 |
24,487 |
-139 |
Oct11 |
110519 |
588.90 |
589.30 |
575.00 |
581.50 |
-10.50 |
1,111 |
8,006 |
+216 |
Dec11 |
110519 |
587.30 |
587.30 |
576.20 |
582.20 |
-10.10 |
198 |
3,954 |
+41 |
Mar12 |
110519 |
578.30 |
578.30 |
567.50 |
574.20 |
-7.60 |
153 |
2,453 |
+62 |
May12 |
110519 |
572.60 |
572.60 |
563.50 |
568.50 |
-5.50 |
101 |
1,420 |
+27 |
Total Volume and Open Interest |
4,517 |
42,030 |
+251 |
Cotton(ICE) |
Jul11 |
110519 |
159.64 |
161.32 |
153.86 |
155.65 |
-4.21 |
13,445 |
69,953 |
+1,710 |
Oct11 |
110519 |
135.55 |
135.85 |
132.19 |
132.19 |
-3.79 |
20 |
423 |
+2 |
Dec11 |
110519 |
122.98 |
123.39 |
116.98 |
119.19 |
-3.79 |
4,846 |
62,570 |
+639 |
Mar12 |
110519 |
114.97 |
115.79 |
109.50 |
111.21 |
-3.76 |
365 |
9,137 |
+130 |
May12 |
110519 |
110.00 |
110.00 |
106.52 |
107.71 |
-2.35 |
52 |
2,433 |
-4 |
Jul12 |
110519 |
108.00 |
108.15 |
105.00 |
105.94 |
-0.92 |
44 |
3,106 |
+12 |
Total Volume and Open Interest |
18,818 |
149,617 |
+2,103 |
Lumber(CME) |
Jul11 |
110519 |
225.2 |
234.5 |
225.2 |
231.9 |
+7.4 |
501 |
7,290 |
+84 |
Sep11 |
110519 |
247.7 |
254.4 |
246.1 |
251.4 |
+4.2 |
222 |
2,097 |
+72 |
Nov11 |
110519 |
250.3 |
255.1 |
250.3 |
251.0 |
+2.0 |
28 |
517 |
+6 |
Jan12 |
110519 |
267.1 |
273.0 |
266.5 |
267.0 |
+1.0 |
2 |
30 |
+0 |
Total Volume and Open Interest |
754 |
9,937 |
+162 |
Crude Oil(NYM) |
Jun11 |
110519 |
99.76 |
100.79 |
98.16 |
98.44 |
-1.66 |
399,128 |
102,731 |
-62,350 |
Jul11 |
110519 |
100.23 |
101.24 |
98.63 |
98.93 |
-1.63 |
242,871 |
386,598 |
+14,092 |
Aug11 |
110519 |
100.57 |
101.56 |
99.07 |
99.32 |
-1.57 |
49,138 |
91,254 |
+313 |
Sep11 |
110519 |
100.84 |
101.82 |
99.45 |
99.67 |
-1.49 |
34,829 |
89,077 |
+857 |
Oct11 |
110519 |
101.15 |
101.90 |
99.73 |
99.93 |
-1.40 |
14,041 |
46,862 |
+1,470 |
Nov11 |
110519 |
101.10 |
101.92 |
99.95 |
100.12 |
-1.32 |
8,121 |
36,961 |
-522 |
Dec11 |
110519 |
101.27 |
102.20 |
99.98 |
100.28 |
-1.24 |
49,378 |
191,079 |
+2,029 |
Jan12 |
110519 |
101.65 |
102.03 |
100.30 |
100.34 |
-1.18 |
3,358 |
38,610 |
-202 |
Feb12 |
110519 |
101.65 |
101.97 |
100.31 |
100.33 |
-1.13 |
2,466 |
22,771 |
-64 |
Mar12 |
110519 |
101.52 |
101.52 |
100.28 |
100.28 |
-1.08 |
3,650 |
29,964 |
+505 |
Apr12 |
110519 |
100.18 |
100.22 |
100.18 |
100.22 |
-1.03 |
1,059 |
15,742 |
-147 |
May12 |
110519 |
100.16 |
100.16 |
100.16 |
100.16 |
-0.98 |
1,663 |
16,654 |
+389 |
Jun12 |
110519 |
101.02 |
101.62 |
99.95 |
100.09 |
-0.93 |
6,630 |
74,539 |
-239 |
Jul12 |
110519 |
100.22 |
100.23 |
99.92 |
99.92 |
-0.89 |
555 |
21,260 |
+12 |
Aug12 |
110519 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.86 |
262 |
13,964 |
+98 |
Sep12 |
110519 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.82 |
440 |
14,066 |
+144 |
Total Volume and Open Interest |
845,336 |
1,582,868 |
-46,978 |
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 |
110519 |
100.075 |
101.250 |
98.625 |
98.925 |
-1.625 |
2,805 |
1,468 |
+175 |
Aug11 |
110519 |
100.625 |
101.250 |
99.200 |
99.325 |
-1.575 |
62 |
342 |
+8 |
Sep11 |
110519 |
100.825 |
101.250 |
99.675 |
99.675 |
-1.475 |
9 |
179 |
+1 |
Oct11 |
110519 |
99.925 |
99.925 |
99.925 |
99.925 |
-1.400 |
2 |
42 |
-1 |
Nov11 |
110519 |
100.125 |
100.125 |
100.125 |
100.125 |
-1.325 |
0 |
18 |
+0 |
Dec11 |
110519 |
101.400 |
101.400 |
100.275 |
100.275 |
-1.250 |
9 |
315 |
-1 |
Jan12 |
110519 |
100.350 |
100.350 |
100.350 |
100.350 |
-1.175 |
0 |
6 |
+0 |
Feb12 |
110519 |
100.325 |
100.325 |
100.325 |
100.325 |
-1.125 |
0 |
7 |
+0 |
Total Volume and Open Interest |
11,508 |
5,040 |
-113 |
Heating Oil(NYM) |
Jun11 |
110519 |
289.86 |
292.50 |
288.05 |
289.47 |
-1.12 |
62,017 |
61,351 |
-7,766 |
Jul11 |
110519 |
291.20 |
293.75 |
289.42 |
290.85 |
-1.08 |
39,819 |
76,384 |
+2,783 |
Aug11 |
110519 |
292.67 |
295.05 |
291.30 |
292.26 |
-1.15 |
18,107 |
32,774 |
-605 |
Sep11 |
110519 |
294.71 |
296.04 |
293.55 |
293.94 |
-1.19 |
11,972 |
24,923 |
+178 |
Oct11 |
110519 |
296.64 |
297.57 |
295.13 |
295.53 |
-1.25 |
4,824 |
11,743 |
+330 |
Nov11 |
110519 |
297.51 |
299.32 |
297.14 |
297.14 |
-1.32 |
3,016 |
13,892 |
+166 |
Dec11 |
110519 |
299.59 |
301.60 |
297.66 |
298.69 |
-1.37 |
13,889 |
35,452 |
+382 |
Jan12 |
110519 |
300.00 |
302.34 |
300.00 |
300.26 |
-1.40 |
1,851 |
14,404 |
+245 |
Feb12 |
110519 |
302.85 |
302.85 |
300.54 |
300.68 |
-1.42 |
994 |
6,382 |
+247 |
Mar12 |
110519 |
302.00 |
302.00 |
299.74 |
299.88 |
-1.40 |
333 |
3,245 |
-71 |
Apr12 |
110519 |
300.02 |
300.02 |
297.23 |
297.88 |
-1.37 |
191 |
1,739 |
+44 |
May12 |
110519 |
295.79 |
296.20 |
295.79 |
296.20 |
-1.37 |
218 |
1,708 |
+79 |
Total Volume and Open Interest |
159,732 |
310,771 |
-3,649 |
Gasoline(NYMEX) |
Jun11 |
110519 |
294.45 |
300.48 |
290.57 |
292.60 |
-2.95 |
61,755 |
51,163 |
-4,589 |
Jul11 |
110519 |
291.31 |
296.98 |
288.90 |
290.40 |
-2.20 |
62,721 |
76,092 |
+5,647 |
Aug11 |
110519 |
289.54 |
293.75 |
287.35 |
288.44 |
-1.89 |
28,642 |
28,028 |
+1,772 |
Sep11 |
110519 |
288.55 |
291.19 |
285.22 |
286.23 |
-1.92 |
14,998 |
28,493 |
-144 |
Oct11 |
110519 |
276.12 |
276.80 |
273.41 |
273.41 |
-1.82 |
9,196 |
22,316 |
-801 |
Nov11 |
110519 |
272.66 |
274.11 |
270.82 |
270.86 |
-1.71 |
4,569 |
11,613 |
-71 |
Dec11 |
110519 |
271.42 |
273.16 |
268.38 |
269.69 |
-1.70 |
7,625 |
26,326 |
-1,029 |
Jan12 |
110519 |
269.60 |
270.10 |
269.50 |
270.10 |
-1.71 |
1,153 |
6,625 |
-90 |
Feb12 |
110519 |
271.60 |
271.60 |
271.60 |
271.60 |
-1.72 |
1,149 |
3,688 |
+253 |
Mar12 |
110519 |
273.13 |
273.13 |
273.13 |
273.13 |
-1.73 |
524 |
4,901 |
-209 |
Total Volume and Open Interest |
192,900 |
277,617 |
+787 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110519 |
295.60 |
295.60 |
292.60 |
292.60 |
-3.00 |
2 |
1 |
-2 |
Jul11 |
110519 |
290.40 |
290.40 |
290.40 |
290.40 |
-2.20 |
0 |
3 |
+0 |
Aug11 |
110519 |
288.40 |
288.44 |
288.40 |
288.40 |
-1.90 |
0 |
1 |
+0 |
Sep11 |
110519 |
286.20 |
286.23 |
286.20 |
286.20 |
-2.00 |
|
|
|
Total Volume and Open Interest |
2 |
8 |
-2 |
Natural Gas(NYM) |
Jun11 |
110519 |
4.190 |
4.197 |
4.088 |
4.094 |
-0.104 |
114,026 |
86,621 |
-1,172 |
Jul11 |
110519 |
4.257 |
4.264 |
4.158 |
4.161 |
-0.105 |
68,277 |
213,442 |
+2,738 |
Aug11 |
110519 |
4.300 |
4.305 |
4.212 |
4.214 |
-0.102 |
20,156 |
73,737 |
-1,716 |
Sep11 |
110519 |
4.343 |
4.343 |
4.239 |
4.244 |
-0.100 |
12,060 |
101,552 |
+728 |
Oct11 |
110519 |
4.373 |
4.380 |
4.288 |
4.294 |
-0.099 |
18,807 |
91,998 |
+657 |
Nov11 |
110519 |
4.539 |
4.550 |
4.462 |
4.467 |
-0.095 |
8,135 |
53,133 |
-5 |
Dec11 |
110519 |
4.772 |
4.777 |
4.692 |
4.693 |
-0.093 |
7,069 |
38,580 |
+694 |
Jan12 |
110519 |
4.889 |
4.894 |
4.809 |
4.814 |
-0.089 |
11,654 |
85,739 |
-702 |
Feb12 |
110519 |
4.877 |
4.877 |
4.802 |
4.806 |
-0.089 |
1,765 |
19,349 |
+126 |
Mar12 |
110519 |
4.818 |
4.827 |
4.750 |
4.751 |
-0.089 |
4,099 |
37,921 |
-226 |
Apr12 |
110519 |
4.700 |
4.705 |
4.623 |
4.630 |
-0.089 |
3,965 |
37,470 |
-156 |
May12 |
110519 |
4.695 |
4.700 |
4.655 |
4.655 |
-0.088 |
3,007 |
9,575 |
-962 |
Jun12 |
110519 |
4.755 |
4.755 |
4.694 |
4.694 |
-0.089 |
477 |
7,931 |
+124 |
Jul12 |
110519 |
4.764 |
4.777 |
4.743 |
4.743 |
-0.087 |
171 |
6,037 |
+92 |
Aug12 |
110519 |
4.790 |
4.811 |
4.772 |
4.772 |
-0.085 |
100 |
5,967 |
-7 |
Sep12 |
110519 |
4.850 |
4.850 |
4.782 |
4.782 |
-0.085 |
101 |
5,511 |
+42 |
Total Volume and Open Interest |
275,100 |
956,074 |
+251 |
Brent Crude Oil(ICE) |
Jul11 |
110519 |
112.50 |
113.04 |
111.16 |
111.42 |
-0.88 |
226,249 |
234,420 |
-4,189 |
Aug11 |
110519 |
111.92 |
112.56 |
110.79 |
111.01 |
-0.88 |
79,966 |
146,424 |
+6,548 |
Sep11 |
110519 |
111.61 |
112.05 |
110.36 |
110.56 |
-0.88 |
41,377 |
70,884 |
+8 |
Oct11 |
110519 |
111.16 |
111.60 |
109.95 |
110.15 |
-0.87 |
24,472 |
47,094 |
-768 |
Nov11 |
110519 |
110.81 |
111.22 |
109.71 |
109.81 |
-0.87 |
12,396 |
26,003 |
+434 |
Dec11 |
110519 |
110.37 |
110.91 |
109.24 |
109.50 |
-0.87 |
51,721 |
94,181 |
-2,532 |
Jan12 |
110519 |
110.22 |
110.56 |
109.07 |
109.26 |
-0.86 |
4,148 |
21,807 |
+420 |
Feb12 |
110519 |
109.94 |
110.00 |
108.83 |
109.02 |
-0.85 |
3,401 |
18,981 |
+536 |
Mar12 |
110519 |
109.63 |
109.99 |
108.57 |
108.76 |
-0.84 |
3,874 |
31,163 |
+36 |
Apr12 |
110519 |
108.40 |
108.46 |
108.40 |
108.46 |
-0.83 |
1,425 |
7,773 |
+73 |
May12 |
110519 |
108.15 |
108.15 |
108.15 |
108.15 |
-0.82 |
1,148 |
5,795 |
-430 |
Jun12 |
110519 |
108.65 |
109.06 |
107.67 |
107.84 |
-0.81 |
5,836 |
34,421 |
-183 |
Jul12 |
110519 |
107.50 |
107.50 |
107.50 |
107.50 |
-0.80 |
420 |
3,495 |
+55 |
Aug12 |
110519 |
107.14 |
107.14 |
107.14 |
107.14 |
-0.78 |
192 |
2,110 |
+112 |
Total Volume and Open Interest |
471,797 |
868,670 |
-1,028 |
Gas Oil(ICE) |
Jun11 |
110519 |
919.00 |
926.00 |
912.00 |
917.75 |
+3.00 |
77,073 |
131,874 |
-6,656 |
Jul11 |
110519 |
922.75 |
929.50 |
915.50 |
921.25 |
+2.75 |
66,655 |
89,915 |
+1,032 |
Aug11 |
110519 |
925.00 |
932.75 |
919.00 |
924.75 |
+2.75 |
23,533 |
48,366 |
+1,909 |
Sep11 |
110519 |
931.50 |
935.75 |
923.00 |
928.00 |
+2.50 |
12,543 |
48,622 |
+438 |
Oct11 |
110519 |
931.25 |
938.00 |
925.50 |
930.75 |
+2.50 |
8,455 |
31,076 |
-2,072 |
Nov11 |
110519 |
932.50 |
938.50 |
929.75 |
932.00 |
+2.25 |
6,184 |
22,420 |
-483 |
Dec11 |
110519 |
937.75 |
941.50 |
928.00 |
933.25 |
+2.00 |
29,671 |
56,074 |
+1,549 |
Jan12 |
110519 |
934.00 |
940.75 |
934.00 |
936.00 |
+1.75 |
3,653 |
24,461 |
-366 |
Feb12 |
110519 |
941.25 |
941.25 |
935.00 |
936.75 |
+1.75 |
1,627 |
6,752 |
-542 |
Mar12 |
110519 |
941.00 |
941.00 |
931.25 |
936.50 |
+1.75 |
1,348 |
6,314 |
+354 |
Total Volume and Open Interest |
237,156 |
554,185 |
-4,951 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110519 |
2.674 |
2.674 |
2.640 |
2.650 |
+0.002 |
159 |
1,018 |
-23 |
Jul11 |
110519 |
2.656 |
2.668 |
2.632 |
2.647 |
-0.002 |
253 |
1,291 |
+110 |
Aug11 |
110519 |
2.670 |
2.670 |
2.630 |
2.635 |
-0.009 |
87 |
1,070 |
-20 |
Sep11 |
110519 |
2.626 |
2.626 |
2.571 |
2.589 |
-0.011 |
145 |
1,017 |
+63 |
Oct11 |
110519 |
2.508 |
2.512 |
2.467 |
2.485 |
-0.020 |
148 |
1,101 |
+38 |
Nov11 |
110519 |
2.444 |
2.444 |
2.400 |
2.418 |
-0.026 |
40 |
668 |
-6 |
Dec11 |
110519 |
2.420 |
2.420 |
2.381 |
2.403 |
-0.021 |
27 |
943 |
-2 |
Total Volume and Open Interest |
994 |
8,127 |
+228 |
WTI Crude Oil(ICE |
Jun11 |
110519 |
99.90 |
100.78 |
98.20 |
98.44 |
-1.66 |
60,914 |
41,128 |
-2,713 |
Jul11 |
110519 |
100.41 |
101.24 |
98.62 |
98.93 |
-1.63 |
75,507 |
91,242 |
-685 |
Aug11 |
110519 |
100.82 |
101.58 |
99.04 |
99.32 |
-1.57 |
20,945 |
40,416 |
+2,499 |
Sep11 |
110519 |
101.37 |
101.81 |
99.49 |
99.67 |
-1.49 |
13,718 |
40,375 |
+231 |
Oct11 |
110519 |
101.06 |
101.86 |
99.74 |
99.93 |
-1.40 |
6,231 |
18,067 |
-544 |
Nov11 |
110519 |
101.28 |
101.78 |
100.05 |
100.12 |
-1.32 |
5,503 |
15,510 |
-126 |
Dec11 |
110519 |
101.55 |
102.12 |
100.05 |
100.28 |
-1.24 |
20,659 |
82,136 |
+1,155 |
Jan12 |
110519 |
101.37 |
101.68 |
100.34 |
100.34 |
-1.18 |
1,534 |
11,398 |
+187 |
Feb12 |
110519 |
101.16 |
101.48 |
100.33 |
100.33 |
-1.13 |
624 |
3,547 |
-17 |
Mar12 |
110519 |
100.28 |
100.28 |
100.28 |
100.28 |
-1.08 |
853 |
11,847 |
+45 |
Apr12 |
110519 |
100.22 |
100.22 |
100.22 |
100.22 |
-1.03 |
443 |
4,390 |
-32 |
May12 |
110519 |
100.16 |
100.16 |
100.16 |
100.16 |
-0.98 |
130 |
2,316 |
-17 |
Jun12 |
110519 |
101.42 |
101.42 |
100.04 |
100.09 |
-0.93 |
1,074 |
26,088 |
-57 |
Jul12 |
110519 |
99.92 |
99.92 |
99.92 |
99.92 |
-0.89 |
179 |
1,844 |
+94 |
Aug12 |
110519 |
99.70 |
99.70 |
99.70 |
99.70 |
-0.86 |
45 |
886 |
+0 |
Sep12 |
110519 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.82 |
45 |
4,296 |
+0 |
Total Volume and Open Interest |
214,708 |
495,752 |
-246 |
US Dollar Index(ICE) |
Jun11 |
110519 |
75.485 |
75.710 |
75.185 |
75.277 |
-0.355 |
40,035 |
54,667 |
-1,522 |
Sep11 |
110519 |
75.900 |
76.195 |
75.715 |
75.783 |
-0.350 |
116 |
1,121 |
+31 |
Dec11 |
110519 |
76.293 |
76.293 |
76.293 |
76.293 |
-0.350 |
0 |
2 |
+0 |
Total Volume and Open Interest |
40,151 |
55,791 |
-1,491 |
Australian Dollar(CME) |
Jun11 |
110519 |
105.99 |
106.51 |
105.63 |
106.30 |
+0.52 |
120,776 |
113,906 |
-94 |
Sep11 |
110519 |
104.75 |
105.01 |
104.40 |
104.95 |
+0.51 |
244 |
1,104 |
+69 |
Dec11 |
110519 |
103.72 |
103.72 |
103.21 |
103.72 |
+0.51 |
0 |
78 |
+0 |
Total Volume and Open Interest |
121,020 |
115,090 |
-25 |
British Pound(CME) |
Jun11 |
110519 |
161.61 |
162.37 |
161.24 |
162.09 |
+0.71 |
127,018 |
103,089 |
-3,838 |
Sep11 |
110519 |
161.40 |
162.10 |
161.15 |
161.87 |
+0.71 |
50 |
611 |
-82 |
Dec11 |
110519 |
161.62 |
161.62 |
160.91 |
161.62 |
+0.71 |
9 |
48 |
+9 |
Total Volume and Open Interest |
127,077 |
103,753 |
-3,911 |
Canadian Dollar(CME) |
Jun11 |
110519 |
103.04 |
103.54 |
102.75 |
103.12 |
+0.37 |
85,242 |
115,505 |
+654 |
Sep11 |
110519 |
102.83 |
103.26 |
102.50 |
102.87 |
+0.37 |
317 |
4,497 |
+32 |
Dec11 |
110519 |
102.77 |
102.90 |
102.25 |
102.60 |
+0.35 |
71 |
2,873 |
+46 |
Mar12 |
110519 |
102.54 |
102.59 |
101.93 |
102.30 |
+0.37 |
14 |
317 |
+1 |
Total Volume and Open Interest |
85,644 |
123,386 |
+733 |
Japanese Yen(CME) |
Jun11 |
110519 |
122.46 |
122.77 |
121.61 |
122.57 |
-0.01 |
121,535 |
100,319 |
-3,435 |
Sep11 |
110519 |
122.42 |
122.71 |
121.69 |
122.63 |
-0.01 |
364 |
2,902 |
-230 |
Dec11 |
110519 |
122.60 |
122.83 |
122.00 |
122.73 |
-0.01 |
12 |
223 |
-1 |
Total Volume and Open Interest |
121,911 |
103,453 |
-3,666 |
Swiss Franc(CME) |
Jun11 |
110519 |
113.46 |
114.09 |
112.62 |
113.45 |
-0.03 |
33,168 |
67,978 |
-1,697 |
Sep11 |
110519 |
113.85 |
114.10 |
112.79 |
113.50 |
-0.04 |
121 |
301 |
+14 |
Dec11 |
110519 |
113.55 |
113.59 |
113.55 |
113.55 |
-0.04 |
1 |
23 |
+0 |
Total Volume and Open Interest |
33,290 |
68,304 |
-1,683 |
EuroFX(CME) |
Jun11 |
110519 |
142.44 |
143.19 |
141.98 |
143.03 |
+0.87 |
349,355 |
246,290 |
-4,732 |
Sep11 |
110519 |
142.06 |
142.76 |
141.58 |
142.61 |
+0.87 |
1,161 |
3,740 |
-679 |
Dec11 |
110519 |
141.39 |
142.25 |
141.27 |
142.14 |
+0.87 |
11 |
124 |
+8 |
Total Volume and Open Interest |
350,527 |
250,533 |
-5,403 |
Mexican Peso(CME) |
Jun11 |
110519 |
851.8 |
859.0 |
851.0 |
857.8 |
+7.8 |
31,033 |
147,353 |
-4,625 |
Jul11 |
110519 |
856.0 |
856.0 |
848.2 |
856.0 |
+7.8 |
|
|
|
Total Volume and Open Interest |
31,033 |
147,582 |
-4,625 |
30-Year T-Bonds(CBOT) |
Jun11 |
110519 |
124~160 |
124~210 |
123~260 |
124~200 |
-0~030 |
|
|
|
Sep11 |
110519 |
123~070 |
123~140 |
122~130 |
123~110 |
-0~030 |
10,161 |
22,801 |
+1,374 |
Dec11 |
110519 |
121~150 |
121~310 |
121~150 |
121~280 |
-0~030 |
3 |
3 |
+1 |
Total Volume and Open Interest |
405,669 |
721,053 |
+2,439 |
10-Year T-Notes(CBOT) |
Jun11 |
110519 |
122~140 |
122~205 |
121~305 |
122~195 |
+0~025 |
1,300,709 |
1,830,421 |
+12,327 |
Sep11 |
110519 |
120~310 |
121~070 |
120~175 |
121~060 |
+0~030 |
30,707 |
63,586 |
+14,744 |
Dec11 |
110519 |
120~060 |
120~060 |
120~030 |
120~060 |
+0~030 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,331,416 |
1,894,013 |
+27,071 |
5-Year T-Notes(CBOT) |
Jun11 |
110519 |
118~113 |
119~047 |
118~113 |
119~047 |
+0~015 |
|
|
|
Sep11 |
110519 |
118~004 |
118~023 |
117~086 |
118~022 |
+0~013 |
29,281 |
72,721 |
+12,463 |
Dec11 |
110519 |
117~046 |
117~047 |
117~033 |
117~046 |
+0~013 |
|
|
|
Total Volume and Open Interest |
706,402 |
1,560,694 |
+1,308 |
2 Year T-Notes(CBOT) |
Jun11 |
110519 |
109~092 |
109~100 |
109~082 |
109~099 |
+0~007 |
225,536 |
1,016,336 |
+4,708 |
Sep11 |
110519 |
109~038 |
109~046 |
109~026 |
109~045 |
+0~007 |
16,888 |
43,711 |
+7,060 |
Dec11 |
110519 |
108~111 |
108~111 |
108~104 |
108~111 |
+0~007 |
0 |
20 |
+0 |
Total Volume and Open Interest |
242,424 |
1,060,067 |
+11,768 |
Eurodollars(CME) |
Jun11 |
110519 |
99.725 |
99.732 |
99.717 |
99.730 |
+0.005 |
107,973 |
929,700 |
+3,830 |
Sep11 |
110519 |
99.665 |
99.685 |
99.650 |
99.680 |
+0.015 |
158,331 |
1,398,159 |
+4,704 |
Dec11 |
110519 |
99.575 |
99.605 |
99.560 |
99.600 |
+0.025 |
206,741 |
1,642,782 |
+10,390 |
Mar12 |
110519 |
99.435 |
99.480 |
99.415 |
99.475 |
+0.040 |
274,817 |
1,620,882 |
+16,100 |
Jun12 |
110519 |
99.215 |
99.270 |
99.175 |
99.265 |
+0.050 |
248,740 |
1,361,623 |
-10,528 |
Sep12 |
110519 |
98.935 |
98.995 |
98.875 |
98.990 |
+0.050 |
201,569 |
755,818 |
+5,447 |
Dec12 |
110519 |
98.635 |
98.700 |
98.565 |
98.695 |
+0.050 |
184,219 |
537,491 |
+1,928 |
Mar13 |
110519 |
98.365 |
98.430 |
98.285 |
98.425 |
+0.045 |
135,392 |
375,627 |
-4,574 |
Jun13 |
110519 |
98.100 |
98.165 |
98.015 |
98.155 |
+0.040 |
114,146 |
259,075 |
-1,034 |
Sep13 |
110519 |
97.835 |
97.905 |
97.760 |
97.895 |
+0.035 |
74,935 |
244,280 |
-1,890 |
Dec13 |
110519 |
97.580 |
97.640 |
97.500 |
97.630 |
+0.025 |
64,266 |
189,753 |
+4,963 |
Mar14 |
110519 |
97.355 |
97.405 |
97.275 |
97.395 |
+0.015 |
48,491 |
173,857 |
+113 |
Jun14 |
110519 |
97.125 |
97.175 |
97.055 |
97.165 |
+0.010 |
17,066 |
99,869 |
-1,326 |
Sep14 |
110519 |
96.920 |
96.955 |
96.840 |
96.945 |
+0.005 |
12,025 |
58,785 |
-535 |
Dec14 |
110519 |
96.700 |
96.730 |
96.620 |
96.720 |
unch |
11,416 |
69,333 |
-81 |
Mar15 |
110519 |
96.515 |
96.535 |
96.430 |
96.525 |
-0.005 |
10,331 |
49,613 |
-352 |
Jun15 |
110519 |
4.570 |
4.590 |
4.495 |
4.585 |
-0.005 |
5,853 |
43,490 |
+466 |
Sep15 |
110519 |
4.405 |
4.410 |
4.325 |
4.410 |
-0.005 |
4,826 |
38,799 |
+342 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110519 |
99.908 |
99.910 |
99.905 |
99.908 |
unch |
608 |
77,320 |
+5 |
Jun11 |
110519 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
427 |
63,690 |
+29 |
Jul11 |
110519 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
795 |
51,524 |
+129 |
Aug11 |
110519 |
99.880 |
99.885 |
99.875 |
99.885 |
unch |
1,717 |
53,174 |
-1,068 |
Sep11 |
110519 |
99.870 |
99.875 |
99.860 |
99.870 |
unch |
3,222 |
43,307 |
+392 |
Oct11 |
110519 |
99.855 |
99.865 |
99.845 |
99.860 |
+0.005 |
4,428 |
52,667 |
-1,726 |
Total Volume and Open Interest |
43,523 |
699,377 |
+1,443 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110519 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110519 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec11 |
110519 |
99.683 |
99.683 |
99.683 |
99.683 |
+0.007 |
0 |
75 |
+0 |
Mar12 |
110519 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun12 |
110519 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep12 |
110519 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Dec12 |
110519 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Mar13 |
110519 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Jun13 |
110519 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Sep13 |
110519 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110519 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
6,003 |
+0 |
Sep11 |
110519 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,466 |
+0 |
Dec11 |
110519 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110519 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
3,877 |
+0 |
Jun12 |
110519 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110519 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110519 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110519 |
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 |
110519 |
140.67 |
140.71 |
140.50 |
140.60 |
-0.05 |
1,744 |
20,364 |
+192 |
Sep11 |
110519 |
140.33 |
140.39 |
140.30 |
140.39 |
-0.05 |
128 |
39 |
-5 |
Dec11 |
110519 |
138.30 |
138.30 |
138.30 |
138.30 |
-0.05 |
|
|
|
Total Volume and Open Interest |
1,872 |
20,403 |
+187 |
Euro-Bund(EUREX) |
Jun11 |
110519 |
124.05 |
124.23 |
123.73 |
124.13 |
-0.18 |
1,074,337 |
1,020,009 |
+4,107 |
Sep11 |
110519 |
123.79 |
123.91 |
123.49 |
123.84 |
-0.19 |
6,250 |
26,367 |
-1,414 |
Dec11 |
110519 |
122.93 |
122.93 |
122.93 |
122.93 |
-0.23 |
270 |
0 |
+0 |
Total Volume and Open Interest |
1,080,857 |
1,046,376 |
+2,693 |
Euro-Bobl(EUREX) |
Jun11 |
110517 |
116.01 |
116.09 |
115.77 |
115.98 |
+0.27 |
814,418 |
795,459 |
-15,722 |
Sep11 |
110519 |
115.23 |
115.30 |
115.10 |
115.28 |
-0.11 |
13,756 |
47,749 |
+6,304 |
Dec11 |
110519 |
115.43 |
115.43 |
115.43 |
115.43 |
-0.10 |
|
|
|
Total Volume and Open Interest |
663,275 |
852,914 |
-8,390 |
3-Mth Euribor(EUREX) |
Jun11 |
110519 |
98.470 |
98.475 |
98.460 |
98.460 |
-0.015 |
6 |
5,092 |
+2 |
Sep11 |
110519 |
98.170 |
98.170 |
98.145 |
98.160 |
-0.015 |
224 |
2,016 |
+4 |
Dec11 |
110519 |
97.965 |
97.965 |
97.920 |
97.955 |
-0.020 |
0 |
1,078 |
+0 |
Total Volume and Open Interest |
245 |
10,860 |
+6 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110519 |
119~04 |
119~09 |
118~29 |
119~07 |
-0~06 |
2,292 |
1,573 |
+1,246 |
Total Volume and Open Interest |
136,694 |
349,681 |
+9,372 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110519 |
99.17 |
99.17 |
99.16 |
99.16 |
unch |
44,226 |
436,337 |
+1,163 |
Sep11 |
110519 |
99.08 |
99.09 |
99.07 |
99.08 |
unch |
111,325 |
442,526 |
-4,410 |
Dec11 |
110519 |
98.92 |
98.94 |
98.90 |
98.93 |
+0.01 |
136,910 |
447,960 |
-20,605 |
Mar12 |
110519 |
98.74 |
98.77 |
98.71 |
98.76 |
+0.01 |
144,091 |
395,218 |
-9,411 |
Jun12 |
110519 |
98.51 |
98.55 |
98.48 |
98.54 |
unch |
124,280 |
336,571 |
-5,758 |
Sep12 |
110519 |
98.30 |
98.32 |
98.25 |
98.30 |
-0.02 |
87,017 |
217,842 |
-9,072 |
Total Volume and Open Interest |
778,631 |
2,798,896 |
-74,029 |
3-Mth Euribor(LIFFE) |
Jun11 |
110519 |
98.470 |
98.480 |
98.460 |
98.460 |
-0.015 |
99,186 |
695,970 |
-145,715 |
Sep11 |
110519 |
98.165 |
98.180 |
98.135 |
98.160 |
-0.015 |
178,688 |
620,742 |
-72,432 |
Dec11 |
110519 |
97.960 |
97.975 |
97.915 |
97.955 |
-0.020 |
151,445 |
603,919 |
-96,175 |
Total Volume and Open Interest |
868,191 |
3,614,897 |
-600,243 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110519 |
94.98 |
94.98 |
94.95 |
94.97 |
-0.01 |
26,881 |
168,000 |
-15,728 |
Sep11 |
110519 |
94.89 |
94.91 |
94.87 |
94.89 |
-0.01 |
36,652 |
225,421 |
+7,154 |
Dec11 |
110519 |
94.83 |
94.85 |
94.79 |
94.82 |
-0.02 |
18,032 |
138,760 |
-3,705 |
Mar12 |
110519 |
94.77 |
94.79 |
94.73 |
94.75 |
-0.02 |
6,931 |
81,246 |
-1,048 |
Jun12 |
110519 |
94.72 |
94.73 |
94.67 |
94.69 |
-0.02 |
3,674 |
55,458 |
+1,145 |
Sep12 |
110519 |
94.67 |
94.68 |
94.62 |
94.65 |
-0.02 |
1,591 |
52,433 |
-574 |
Dec12 |
110519 |
94.63 |
94.64 |
94.57 |
94.60 |
-0.02 |
1,666 |
27,649 |
+102 |
Mar13 |
110519 |
94.61 |
94.61 |
94.54 |
94.57 |
-0.03 |
634 |
18,684 |
+474 |
Jun13 |
110519 |
94.52 |
94.56 |
94.51 |
94.54 |
-0.01 |
50 |
1,934 |
+50 |
Sep13 |
110519 |
94.48 |
94.52 |
94.48 |
94.50 |
unch |
0 |
1,138 |
+0 |
Total Volume and Open Interest |
96,111 |
771,577 |
-12,130 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110519 |
94.65 |
94.68 |
94.63 |
94.66 |
unch |
55,769 |
406,401 |
-39,302 |
Sep11 |
110519 |
94.66 |
94.66 |
94.66 |
94.66 |
unch |
|
|
|
Total Volume and Open Interest |
55,769 |
406,401 |
-39,302 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110519 |
94.99 |
95.01 |
94.94 |
94.97 |
-0.02 |
176,499 |
659,222 |
-120,490 |
Sep11 |
110519 |
94.97 |
94.97 |
94.97 |
94.97 |
-0.02 |
|
|
|
Total Volume and Open Interest |
176,499 |
659,222 |
-120,490 |
Gold(CMX) |
Jun11 |
110519 |
1495.5 |
1499.6 |
1485.8 |
1492.4 |
-3.4 |
190,079 |
252,680 |
-10,347 |
Aug11 |
110519 |
1497.6 |
1500.6 |
1487.2 |
1493.6 |
-3.5 |
14,607 |
113,908 |
+5,071 |
Oct11 |
110519 |
1499.1 |
1500.2 |
1490.0 |
1494.8 |
-3.5 |
401 |
6,448 |
-2 |
Dec11 |
110519 |
1501.0 |
1502.7 |
1489.5 |
1496.0 |
-3.6 |
3,441 |
58,951 |
-1,595 |
Feb12 |
110519 |
1501.1 |
1504.0 |
1492.0 |
1497.2 |
-3.6 |
224 |
7,222 |
+17 |
Apr12 |
110519 |
1497.0 |
1499.8 |
1492.9 |
1498.5 |
-3.6 |
301 |
4,957 |
+176 |
Jun12 |
110519 |
1497.0 |
1502.5 |
1494.9 |
1500.0 |
-3.7 |
421 |
11,288 |
+331 |
Aug12 |
110519 |
1502.0 |
1502.0 |
1502.0 |
1502.0 |
-3.8 |
54 |
4,045 |
+52 |
Oct12 |
110519 |
1504.6 |
1504.6 |
1504.6 |
1504.6 |
-3.8 |
177 |
3,436 |
+60 |
Dec12 |
110519 |
1505.3 |
1513.0 |
1505.3 |
1507.7 |
-3.8 |
343 |
12,301 |
-63 |
Feb13 |
110519 |
1511.2 |
1511.2 |
1511.2 |
1511.2 |
-3.7 |
0 |
205 |
+0 |
Total Volume and Open Interest |
211,217 |
509,164 |
-5,686 |
Silver(CMX) |
May11 |
110519 |
3540.0 |
3569.5 |
3489.5 |
3492.7 |
-16.7 |
24 |
315 |
-8 |
Jul11 |
110519 |
3509.5 |
3575.0 |
3452.5 |
3493.2 |
-16.5 |
81,915 |
63,648 |
-977 |
Sep11 |
110519 |
3530.0 |
3574.5 |
3460.0 |
3495.0 |
-16.4 |
2,143 |
8,556 |
+13 |
Dec11 |
110519 |
3526.5 |
3571.0 |
3471.0 |
3496.0 |
-15.9 |
3,085 |
22,552 |
-1,028 |
Mar12 |
110519 |
3492.2 |
3495.0 |
3492.2 |
3492.2 |
-15.7 |
36 |
3,551 |
+12 |
May12 |
110519 |
3505.0 |
3505.0 |
3488.4 |
3488.4 |
-15.7 |
2 |
1,025 |
+1 |
Jul12 |
110519 |
3484.9 |
3484.9 |
3484.9 |
3484.9 |
-15.7 |
3 |
1,702 |
+1 |
Total Volume and Open Interest |
91,431 |
120,227 |
-2,004 |
Platinum(NYMEX) |
Jul11 |
110519 |
1773.1 |
1793.4 |
1765.3 |
1769.0 |
-10.9 |
5,148 |
32,963 |
+72 |
Oct11 |
110519 |
1794.6 |
1794.6 |
1769.8 |
1771.9 |
-11.3 |
75 |
2,143 |
+44 |
Jan12 |
110519 |
1774.4 |
1774.4 |
1774.4 |
1774.4 |
-11.2 |
2 |
80 |
+2 |
Apr12 |
110519 |
1786.0 |
1786.0 |
1776.4 |
1776.4 |
-11.2 |
0 |
24 |
+0 |
Total Volume and Open Interest |
5,235 |
35,215 |
+108 |
Palladium(NYMEX) |
Jun11 |
110519 |
735.00 |
739.60 |
724.00 |
728.15 |
-9.05 |
4,138 |
14,522 |
-564 |
Sep11 |
110519 |
740.65 |
740.65 |
725.95 |
729.90 |
-9.05 |
1,475 |
4,859 |
+367 |
Dec11 |
110519 |
737.45 |
737.45 |
730.60 |
731.15 |
-8.95 |
1 |
471 |
+0 |
Total Volume and Open Interest |
5,614 |
19,857 |
-197 |
Copper(CMX) |
May11 |
110519 |
408.75 |
408.75 |
403.80 |
404.70 |
-5.25 |
360 |
1,146 |
-82 |
Jul11 |
110519 |
409.60 |
411.95 |
403.45 |
405.25 |
-5.25 |
38,003 |
67,841 |
+504 |
Sep11 |
110519 |
411.60 |
412.85 |
405.35 |
407.05 |
-5.30 |
4,411 |
25,214 |
+644 |
Dec11 |
110519 |
414.40 |
414.40 |
407.80 |
409.00 |
-5.30 |
2,571 |
14,063 |
+385 |
Mar12 |
110519 |
410.00 |
410.00 |
410.00 |
410.00 |
-5.30 |
1,030 |
4,249 |
+691 |
Total Volume and Open Interest |
48,434 |
119,749 |
+1,972 |
DJIA Index(CBOT) |
Jun11 |
110519 |
12540 |
12613 |
12508 |
12591 |
+59 |
4,872 |
24,331 |
+626 |
Sep11 |
110519 |
12521 |
12521 |
12463 |
12521 |
+58 |
8 |
19 |
+4 |
Dec11 |
110519 |
12450 |
12450 |
12392 |
12450 |
+58 |
6 |
7 |
+6 |
Mar12 |
110519 |
12390 |
12390 |
12332 |
12390 |
+58 |
|
|
|
Total Volume and Open Interest |
4,886 |
24,357 |
+636 |
S & P 500(CME) |
Jun11 |
110519 |
1338.70 |
1345.30 |
1334.60 |
1341.70 |
+3.10 |
18,182 |
312,757 |
+1,460 |
Sep11 |
110519 |
1336.30 |
1337.50 |
1330.20 |
1336.30 |
+3.10 |
6 |
7,180 |
-35 |
Dec11 |
110519 |
1330.70 |
1332.20 |
1324.70 |
1330.70 |
+3.00 |
1,002 |
5,418 |
+573 |
Mar12 |
110519 |
1325.70 |
1327.20 |
1319.70 |
1325.70 |
+3.00 |
|
|
|
Total Volume and Open Interest |
19,190 |
325,360 |
+1,998 |
S & P 500 E-Mini(Globex) |
Jun11 |
110519 |
1341.50 |
1342.00 |
1341.25 |
1341.50 |
+3.00 |
|
|
|
Sep11 |
110519 |
1333.25 |
1339.50 |
1329.25 |
1336.25 |
+3.00 |
3,724 |
32,849 |
+372 |
Total Volume and Open Interest |
2,296,915 |
2,725,544 |
+22,767 |
NASDAQ 100(CME) |
Jun11 |
110519 |
2366.30 |
2373.00 |
2354.00 |
2369.00 |
+7.50 |
502 |
20,460 |
-764 |
Sep11 |
110519 |
2365.30 |
2365.30 |
2362.00 |
2365.30 |
+7.30 |
0 |
52 |
+0 |
Dec11 |
110519 |
2361.80 |
2361.80 |
2361.50 |
2361.80 |
+7.30 |
1 |
1 |
+1 |
Total Volume and Open Interest |
503 |
20,513 |
-763 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110519 |
2362.00 |
2373.30 |
2353.50 |
2369.00 |
+7.50 |
338,037 |
361,493 |
-4,488 |
Sep11 |
110519 |
2360.00 |
2369.30 |
2353.30 |
2365.30 |
+7.30 |
275 |
1,315 |
+58 |
Total Volume and Open Interest |
338,314 |
362,823 |
-4,426 |
S & P Midcap 400(CME) |
Jun11 |
110519 |
993.90 |
993.90 |
991.00 |
993.90 |
+2.00 |
24 |
1,598 |
-2 |
Sep11 |
110519 |
991.30 |
991.30 |
991.00 |
991.30 |
+1.80 |
|
|
|
Dec11 |
110519 |
989.70 |
989.70 |
989.40 |
989.70 |
+1.80 |
|
|
|
Total Volume and Open Interest |
24 |
1,598 |
-2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110519 |
9625 |
9625 |
9625 |
9625 |
-80 |
|
|
|
Sep11 |
110519 |
9690 |
9740 |
9660 |
9660 |
-80 |
37 |
68 |
+15 |
Total Volume and Open Interest |
8,991 |
48,211 |
+717 |
Nikkei 225(SGX) |
Jun11 |
110519 |
9675 |
9730 |
9600 |
9635 |
-20 |
98,443 |
232,014 |
-4,884 |
Sep11 |
110519 |
9665 |
9700 |
9605 |
9630 |
-20 |
8 |
1,461 |
+8 |
Dec11 |
110519 |
9575 |
9575 |
9575 |
9575 |
-20 |
0 |
6,259 |
+0 |
Total Volume and Open Interest |
100,161 |
243,555 |
-3,189 |
CAC 40(EURONEXT) |
May11 |
110519 |
3980.5 |
4035.5 |
3962.5 |
4011.0 |
+50.0 |
269,375 |
320,685 |
+4,885 |
Jun11 |
110519 |
3935.5 |
3993.0 |
3920.5 |
3968.5 |
+50.0 |
112,718 |
199,036 |
+59,123 |
Jul11 |
110519 |
3967.0 |
3967.0 |
3967.0 |
3967.0 |
+49.5 |
|
|
|
Total Volume and Open Interest |
382,093 |
519,722 |
+64,008 |
Hang Seng Index(HKFE) |
May11 |
110519 |
23037 |
23241 |
22982 |
23150 |
+191 |
70,604 |
86,663 |
+1,309 |
Jun11 |
110519 |
22890 |
23090 |
22837 |
22995 |
+187 |
1,420 |
10,656 |
+204 |
Total Volume and Open Interest |
72,668 |
99,132 |
+1,557 |
DAX(EUREX) |
Jun11 |
110519 |
7345.0 |
7429.0 |
7321.0 |
7353.5 |
+40.5 |
183,374 |
183,489 |
-2,411 |
Sep11 |
110519 |
7371.0 |
7450.0 |
7351.0 |
7378.5 |
+40.5 |
946 |
6,730 |
+266 |
Dec11 |
110519 |
7408.0 |
7480.5 |
7408.0 |
7411.0 |
+41.0 |
112 |
1,375 |
-1 |
Total Volume and Open Interest |
184,432 |
191,594 |
-2,146 |
FT-SE 100(EURONEXT) |
Jun11 |
110519 |
5949.00 |
5991.50 |
5922.50 |
5949.00 |
+35.50 |
123,918 |
622,611 |
-58,757 |
Sep11 |
110519 |
5903.00 |
5948.00 |
5891.00 |
5913.50 |
+35.00 |
74 |
3,826 |
-10 |
Dec11 |
110519 |
5891.00 |
5891.00 |
5891.00 |
5891.00 |
+35.00 |
11 |
253 |
+1 |
Total Volume and Open Interest |
124,003 |
626,785 |
-58,766 |
SPI 200(SFE) |
Jun11 |
110519 |
4699.0 |
4773.0 |
4680.0 |
4760.0 |
+63.0 |
31,669 |
180,493 |
-26,112 |
Sep11 |
110519 |
4675.0 |
4756.0 |
4672.0 |
4747.0 |
+62.0 |
280 |
3,713 |
-84 |
Dec11 |
110519 |
4770.0 |
4770.0 |
4770.0 |
4770.0 |
+63.0 |
0 |
2,570 |
+0 |
Total Volume and Open Interest |
33,219 |
190,619 |
-25,650 |
GSCI(CME) |
Jun11 |
110519 |
34.64 |
37.39 |
27.49 |
27.84 |
-7.80 |
221 |
10,597 |
-84 |
Jul11 |
110519 |
31.64 |
34.39 |
24.64 |
25.34 |
-7.80 |
2 |
0 |
+0 |
Aug11 |
110519 |
26.14 |
34.89 |
25.64 |
26.14 |
-7.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
225 |
10,597 |
-84 |
Reuters CCI(ICE) |
Jun11 |
110519 |
339.80 |
339.80 |
339.80 |
339.80 |
-4.80 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|