|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri May 20, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110520 |
1377.25 |
1396.00 |
1364.00 |
1380.25 |
+0.75 |
118,262 |
243,089 |
+136 |
Aug11 |
110520 |
1368.00 |
1386.75 |
1357.50 |
1371.75 |
unch |
12,881 |
24,053 |
+199 |
Sep11 |
110520 |
1358.75 |
1372.25 |
1349.50 |
1360.25 |
unch |
4,583 |
16,860 |
-62 |
Nov11 |
110520 |
1347.00 |
1361.00 |
1337.25 |
1350.50 |
+1.00 |
39,027 |
197,777 |
+1,674 |
Jan12 |
110520 |
1359.00 |
1368.75 |
1346.25 |
1358.75 |
-0.25 |
4,994 |
23,048 |
-978 |
Mar12 |
110520 |
1360.00 |
1371.75 |
1353.25 |
1361.00 |
unch |
4,352 |
14,273 |
+510 |
May12 |
110520 |
1354.50 |
1366.00 |
1345.00 |
1355.00 |
-0.50 |
2,824 |
12,185 |
+688 |
Total Volume and Open Interest |
189,079 |
547,695 |
+2,500 |
Soybean Meal(CBOT) |
Jul11 |
110520 |
360.60 |
366.20 |
357.60 |
360.60 |
-0.80 |
55,361 |
95,223 |
+1,883 |
Aug11 |
110520 |
360.40 |
365.10 |
356.80 |
360.00 |
-0.50 |
8,648 |
34,109 |
-240 |
Sep11 |
110520 |
357.10 |
361.30 |
354.20 |
357.10 |
-0.50 |
2,736 |
18,028 |
-23 |
Oct11 |
110520 |
350.00 |
354.00 |
348.00 |
350.40 |
-0.40 |
2,042 |
16,261 |
+515 |
Dec11 |
110520 |
349.60 |
353.60 |
347.50 |
350.30 |
-0.20 |
7,461 |
50,460 |
-166 |
Jan12 |
110520 |
352.90 |
354.50 |
351.10 |
351.90 |
-0.20 |
377 |
4,009 |
-8 |
Mar12 |
110520 |
354.80 |
356.80 |
354.00 |
354.00 |
-0.30 |
561 |
3,714 |
+4 |
May12 |
110520 |
355.80 |
356.30 |
351.70 |
352.00 |
-0.60 |
816 |
3,651 |
+180 |
Total Volume and Open Interest |
78,339 |
230,020 |
+2,108 |
Soybean Oil(CBOT) |
Jul11 |
110520 |
57.47 |
58.06 |
56.99 |
57.46 |
unch |
73,625 |
142,007 |
-5,605 |
Aug11 |
110520 |
57.70 |
58.29 |
57.24 |
57.69 |
unch |
8,378 |
33,311 |
+531 |
Sep11 |
110520 |
57.88 |
58.53 |
57.51 |
57.94 |
unch |
7,443 |
22,100 |
-150 |
Oct11 |
110520 |
58.02 |
58.69 |
57.76 |
58.10 |
-0.01 |
1,463 |
14,825 |
+243 |
Dec11 |
110520 |
58.39 |
59.05 |
58.00 |
58.46 |
-0.02 |
15,870 |
76,965 |
+579 |
Jan12 |
110520 |
58.55 |
59.23 |
58.55 |
58.64 |
-0.03 |
326 |
6,040 |
+109 |
Mar12 |
110520 |
58.55 |
59.20 |
58.55 |
58.74 |
-0.03 |
111 |
4,591 |
-40 |
May12 |
110520 |
58.70 |
59.18 |
58.55 |
58.74 |
-0.03 |
491 |
4,008 |
+104 |
Total Volume and Open Interest |
107,947 |
306,525 |
-4,252 |
Canola(WCE) |
May11 |
110513 |
545.8 |
545.8 |
545.8 |
545.8 |
-5.2 |
|
|
|
Jul11 |
110520 |
575.0 |
579.9 |
569.2 |
577.1 |
+2.6 |
9,967 |
76,104 |
+38 |
Nov11 |
110520 |
579.5 |
586.0 |
574.7 |
583.3 |
+2.9 |
6,755 |
77,080 |
+252 |
Jan12 |
110520 |
585.9 |
593.0 |
585.2 |
590.5 |
+3.1 |
473 |
7,601 |
+137 |
Mar12 |
110520 |
594.3 |
597.3 |
589.1 |
594.9 |
+4.0 |
211 |
1,303 |
+23 |
Total Volume and Open Interest |
17,873 |
164,631 |
+680 |
Corn(CBOT) |
Jul11 |
110520 |
748.00 |
765.00 |
743.25 |
759.50 |
+11.25 |
164,860 |
600,039 |
-5,979 |
Sep11 |
110520 |
711.25 |
723.00 |
704.25 |
717.50 |
+6.00 |
43,105 |
173,713 |
+3,548 |
Dec11 |
110520 |
660.75 |
671.50 |
653.50 |
666.50 |
+4.50 |
75,393 |
451,122 |
-334 |
Mar12 |
110520 |
670.50 |
681.00 |
663.50 |
676.75 |
+4.75 |
5,182 |
76,794 |
+236 |
May12 |
110520 |
677.25 |
686.50 |
672.00 |
683.75 |
+4.75 |
1,411 |
17,085 |
-200 |
Jul12 |
110520 |
683.25 |
694.00 |
678.50 |
688.50 |
+4.25 |
1,668 |
41,368 |
+163 |
Total Volume and Open Interest |
294,816 |
1,419,248 |
-2,241 |
Wheat(CBOT) |
Jul11 |
110520 |
812.50 |
818.50 |
790.00 |
806.50 |
-5.50 |
96,596 |
221,886 |
+2,876 |
Sep11 |
110520 |
855.25 |
861.25 |
833.75 |
849.25 |
-6.00 |
27,926 |
69,794 |
-1,923 |
Dec11 |
110520 |
900.50 |
907.50 |
882.50 |
893.00 |
-8.00 |
26,424 |
94,131 |
-268 |
Mar12 |
110520 |
929.00 |
936.75 |
912.50 |
920.50 |
-9.25 |
7,667 |
21,283 |
+1,397 |
May12 |
110520 |
932.00 |
942.50 |
925.50 |
927.50 |
-9.50 |
996 |
7,103 |
+334 |
Total Volume and Open Interest |
166,044 |
458,257 |
+3,718 |
Wheat(KCBT) |
Jul11 |
110520 |
944.50 |
950.25 |
922.25 |
933.25 |
-11.50 |
16,716 |
82,519 |
-353 |
Sep11 |
110520 |
960.00 |
964.50 |
942.75 |
949.75 |
-12.00 |
5,295 |
32,651 |
-552 |
Dec11 |
110520 |
980.50 |
984.25 |
960.00 |
967.75 |
-13.00 |
7,468 |
40,029 |
-1,017 |
Mar12 |
110520 |
988.50 |
992.50 |
974.75 |
977.25 |
-13.50 |
1,323 |
6,155 |
-422 |
May12 |
110520 |
978.75 |
990.00 |
972.75 |
973.75 |
-13.50 |
27 |
765 |
-6 |
Total Volume and Open Interest |
31,412 |
170,925 |
-2,054 |
Wheat(MGE) |
May11 |
110513 |
911.75 |
911.75 |
911.75 |
911.75 |
-7.50 |
8 |
1,022 |
-8 |
Jul11 |
110520 |
1006.00 |
1011.75 |
978.00 |
999.75 |
-6.50 |
4,821 |
20,555 |
+966 |
Sep11 |
110520 |
988.75 |
996.00 |
969.00 |
980.75 |
-8.75 |
2,661 |
15,925 |
-475 |
Dec11 |
110520 |
992.00 |
1000.00 |
974.00 |
981.25 |
-11.00 |
1,811 |
12,276 |
-219 |
Mar12 |
110520 |
990.25 |
1000.00 |
978.50 |
983.50 |
-11.00 |
256 |
2,552 |
-26 |
Total Volume and Open Interest |
9,788 |
54,644 |
+374 |
Oats(CBOT) |
Jul11 |
110520 |
364.50 |
367.50 |
361.00 |
364.00 |
unch |
1,167 |
8,342 |
-5 |
Sep11 |
110520 |
370.25 |
373.50 |
369.00 |
371.50 |
unch |
41 |
304 |
-2 |
Dec11 |
110520 |
375.00 |
378.25 |
372.50 |
375.50 |
+0.50 |
361 |
3,472 |
+115 |
Mar12 |
110520 |
387.00 |
387.00 |
387.00 |
387.00 |
unch |
3 |
22 |
+1 |
Total Volume and Open Interest |
1,572 |
12,141 |
+109 |
Rough Rice(CBOT) |
May11 |
110513 |
13.80 |
13.80 |
13.78 |
13.80 |
+0.02 |
1 |
24 |
+0 |
Jul11 |
110520 |
14.99 |
15.11 |
14.70 |
15.10 |
+0.09 |
1,144 |
15,271 |
-47 |
Sep11 |
110520 |
15.81 |
15.96 |
15.55 |
15.95 |
+0.10 |
299 |
5,254 |
-52 |
Nov11 |
110520 |
16.04 |
16.26 |
15.91 |
16.26 |
+0.11 |
137 |
1,630 |
+56 |
Total Volume and Open Interest |
1,580 |
22,710 |
-45 |
Live Cattle(CME) |
Jun11 |
110520 |
104.750 |
105.450 |
104.300 |
104.980 |
+0.130 |
28,251 |
71,489 |
-6,150 |
Aug11 |
110520 |
107.500 |
107.800 |
106.930 |
107.100 |
-0.830 |
25,250 |
129,253 |
+5,746 |
Oct11 |
110520 |
113.600 |
114.050 |
113.100 |
113.580 |
-0.400 |
7,374 |
77,131 |
+680 |
Dec11 |
110520 |
116.500 |
117.050 |
116.080 |
116.830 |
-0.020 |
5,715 |
48,769 |
+644 |
Feb12 |
110520 |
117.250 |
118.000 |
117.050 |
117.900 |
+0.200 |
3,150 |
13,058 |
+490 |
Apr12 |
110520 |
118.330 |
118.930 |
118.080 |
118.750 |
-0.150 |
988 |
6,242 |
+442 |
Total Volume and Open Interest |
70,810 |
347,271 |
+1,894 |
Feeder Cattle(CME) |
May11 |
110520 |
125.535 |
125.980 |
124.900 |
125.450 |
-0.050 |
873 |
3,163 |
-140 |
Aug11 |
110520 |
126.550 |
126.930 |
125.300 |
125.750 |
-0.900 |
3,765 |
23,279 |
+104 |
Sep11 |
110520 |
128.075 |
128.075 |
126.535 |
127.080 |
-0.720 |
612 |
5,245 |
+117 |
Oct11 |
110520 |
128.985 |
129.050 |
127.500 |
128.130 |
-0.855 |
632 |
4,431 |
+82 |
Nov11 |
110520 |
128.800 |
129.435 |
128.000 |
128.750 |
-0.435 |
177 |
1,672 |
+23 |
Jan12 |
110520 |
128.200 |
128.685 |
127.400 |
128.050 |
-0.750 |
46 |
505 |
+27 |
Mar12 |
110520 |
128.235 |
128.600 |
128.235 |
128.600 |
-0.900 |
1 |
43 |
+0 |
Total Volume and Open Interest |
6,106 |
38,341 |
+213 |
Lean Hogs(CME) |
Jun11 |
110520 |
91.250 |
92.100 |
91.135 |
91.980 |
+0.650 |
24,291 |
34,864 |
-4,829 |
Jul11 |
110520 |
91.550 |
92.400 |
91.430 |
92.330 |
+0.695 |
11,808 |
61,562 |
+1,963 |
Aug11 |
110520 |
92.885 |
93.785 |
92.850 |
93.500 |
+0.420 |
10,665 |
41,631 |
+1,837 |
Oct11 |
110520 |
86.350 |
87.080 |
86.200 |
86.500 |
-0.035 |
5,075 |
41,452 |
+1,014 |
Dec11 |
110520 |
83.800 |
84.500 |
83.635 |
84.100 |
+0.050 |
3,173 |
31,134 |
+373 |
Feb12 |
110520 |
85.400 |
85.580 |
85.000 |
85.350 |
+0.250 |
767 |
8,163 |
+152 |
Apr12 |
110520 |
86.200 |
86.350 |
85.830 |
86.300 |
+0.070 |
184 |
4,574 |
+10 |
May12 |
110520 |
90.000 |
90.000 |
90.000 |
90.000 |
unch |
22 |
171 |
+10 |
Total Volume and Open Interest |
56,006 |
225,870 |
+543 |
Class III Milk(CME) |
May11 |
110520 |
16.45 |
16.49 |
16.44 |
16.48 |
+0.04 |
62 |
5,443 |
+6 |
Jun11 |
110520 |
17.73 |
18.06 |
17.66 |
18.01 |
+0.35 |
247 |
4,677 |
-2 |
Jul11 |
110520 |
18.40 |
19.00 |
18.36 |
18.96 |
+0.60 |
376 |
3,911 |
+119 |
Aug11 |
110520 |
18.24 |
18.74 |
18.21 |
18.71 |
+0.50 |
211 |
3,642 |
+72 |
Sep11 |
110520 |
18.22 |
18.59 |
18.20 |
18.57 |
+0.37 |
127 |
3,638 |
+44 |
Total Volume and Open Interest |
1,154 |
33,063 |
+305 |
Cocoa(ICE) |
Jul11 |
110520 |
2981 |
2993 |
2898 |
2902 |
-77 |
6,746 |
62,960 |
-1,182 |
Sep11 |
110520 |
3001 |
3005 |
2918 |
2920 |
-74 |
2,469 |
28,520 |
+316 |
Dec11 |
110520 |
3035 |
3038 |
2945 |
2951 |
-71 |
1,310 |
26,569 |
+74 |
Mar12 |
110520 |
3078 |
3078 |
3001 |
3005 |
-74 |
267 |
23,597 |
+63 |
May12 |
110520 |
3075 |
3075 |
3000 |
3002 |
-73 |
120 |
6,180 |
+1 |
Jul12 |
110520 |
3000 |
3000 |
2993 |
2995 |
-75 |
1 |
2,047 |
+0 |
Sep12 |
110520 |
3008 |
3008 |
2996 |
2996 |
-75 |
0 |
2,162 |
+0 |
Total Volume and Open Interest |
10,917 |
154,826 |
-724 |
Coffee "C"(ICE) |
May11 |
110518 |
268.00 |
268.45 |
268.00 |
268.45 |
+3.35 |
31 |
147 |
-51 |
Jul11 |
110520 |
265.00 |
267.95 |
258.60 |
259.15 |
-4.55 |
10,591 |
56,957 |
-292 |
Sep11 |
110520 |
268.00 |
270.65 |
261.50 |
262.10 |
-4.55 |
3,277 |
24,512 |
+637 |
Dec11 |
110520 |
272.10 |
272.75 |
265.00 |
265.50 |
-4.60 |
641 |
20,125 |
+392 |
Mar12 |
110520 |
271.50 |
273.05 |
267.30 |
267.35 |
-4.35 |
199 |
4,924 |
+108 |
May12 |
110520 |
272.20 |
273.75 |
267.50 |
268.15 |
-4.25 |
69 |
2,922 |
+59 |
Total Volume and Open Interest |
15,012 |
111,769 |
+1,044 |
Orange Juice(ICE) |
Jul11 |
110520 |
183.70 |
183.70 |
179.00 |
181.75 |
-3.20 |
704 |
25,905 |
+204 |
Sep11 |
110520 |
177.75 |
177.75 |
172.60 |
175.40 |
-2.35 |
189 |
4,610 |
+98 |
Nov11 |
110520 |
173.00 |
173.00 |
168.30 |
171.10 |
-1.75 |
85 |
1,794 |
+39 |
Jan12 |
110520 |
166.50 |
168.00 |
165.50 |
167.95 |
-1.40 |
7 |
237 |
+5 |
Mar12 |
110520 |
166.00 |
166.00 |
166.00 |
166.00 |
-1.20 |
6 |
117 |
+0 |
May12 |
110520 |
164.00 |
164.00 |
164.00 |
164.00 |
-1.00 |
0 |
40 |
+0 |
Total Volume and Open Interest |
991 |
32,767 |
+346 |
Sugar #11(ICE) |
Jul11 |
110520 |
21.85 |
22.54 |
21.65 |
22.41 |
+0.59 |
51,361 |
261,950 |
-153 |
Oct11 |
110520 |
21.82 |
22.14 |
21.49 |
22.07 |
+0.46 |
28,154 |
142,373 |
-3,077 |
Mar12 |
110520 |
21.90 |
22.36 |
21.78 |
22.34 |
+0.42 |
15,644 |
88,593 |
+793 |
May12 |
110520 |
21.80 |
22.20 |
21.71 |
22.20 |
+0.40 |
2,769 |
24,935 |
+146 |
Jul12 |
110520 |
21.71 |
22.07 |
21.64 |
22.07 |
+0.36 |
1,363 |
20,766 |
+95 |
Total Volume and Open Interest |
101,257 |
582,750 |
-1,862 |
London Cocoa(LCE) |
Jul11 |
110520 |
1859 |
1861 |
1814 |
1816 |
-49 |
5,673 |
74,010 |
-526 |
Sep11 |
110520 |
1845 |
1887 |
1844 |
1845 |
-45 |
2,067 |
32,354 |
-201 |
Dec11 |
110520 |
1907 |
1915 |
1873 |
1874 |
-45 |
2,107 |
30,483 |
-3 |
Mar12 |
110520 |
1932 |
1935 |
1897 |
1897 |
-45 |
316 |
31,254 |
-114 |
May12 |
110520 |
1950 |
1950 |
1911 |
1911 |
-45 |
12 |
9,936 |
+3 |
Jul12 |
110520 |
1935 |
1935 |
1917 |
1917 |
-48 |
0 |
4,257 |
+0 |
Sep12 |
110520 |
1962 |
1962 |
1927 |
1927 |
-48 |
0 |
3,033 |
+0 |
Total Volume and Open Interest |
10,175 |
192,764 |
-841 |
London Sugar(LCE) |
Aug11 |
110520 |
618.50 |
626.30 |
613.00 |
625.30 |
+6.80 |
3,976 |
24,195 |
-292 |
Oct11 |
110520 |
579.00 |
588.70 |
577.20 |
586.50 |
+5.00 |
1,068 |
8,221 |
+215 |
Dec11 |
110520 |
579.20 |
588.30 |
578.40 |
586.30 |
+4.10 |
147 |
4,000 |
+46 |
Mar12 |
110520 |
575.00 |
581.20 |
574.50 |
579.40 |
+5.20 |
63 |
2,448 |
-5 |
May12 |
110520 |
570.10 |
575.00 |
570.10 |
574.80 |
+6.30 |
18 |
1,424 |
+4 |
Total Volume and Open Interest |
5,297 |
41,997 |
-33 |
Cotton(ICE) |
Jul11 |
110520 |
155.00 |
157.02 |
150.06 |
155.61 |
-0.04 |
8,593 |
70,012 |
+59 |
Oct11 |
110520 |
130.54 |
134.11 |
130.54 |
134.11 |
+1.92 |
9 |
418 |
-5 |
Dec11 |
110520 |
119.10 |
120.24 |
117.11 |
119.76 |
+0.57 |
3,713 |
62,274 |
-296 |
Mar12 |
110520 |
112.00 |
112.05 |
110.12 |
111.77 |
+0.56 |
1,179 |
9,906 |
+769 |
May12 |
110520 |
108.00 |
108.43 |
106.30 |
108.38 |
+0.67 |
173 |
2,461 |
+28 |
Jul12 |
110520 |
105.23 |
106.62 |
105.00 |
106.56 |
+0.62 |
122 |
3,155 |
+49 |
Total Volume and Open Interest |
13,795 |
150,620 |
+1,003 |
Lumber(CME) |
Jul11 |
110520 |
231.2 |
233.5 |
227.0 |
227.2 |
-4.7 |
627 |
7,279 |
-11 |
Sep11 |
110520 |
250.6 |
252.8 |
247.7 |
250.8 |
-0.6 |
266 |
2,130 |
+33 |
Nov11 |
110520 |
253.0 |
253.0 |
249.8 |
250.0 |
-1.0 |
26 |
529 |
+12 |
Jan12 |
110520 |
267.0 |
267.0 |
267.0 |
267.0 |
unch |
7 |
29 |
-1 |
Total Volume and Open Interest |
927 |
9,970 |
+33 |
Crude Oil(NYM) |
Jun11 |
110520 |
98.60 |
99.90 |
95.99 |
99.49 |
+1.05 |
285,299 |
60,674 |
-42,057 |
Jul11 |
110520 |
99.06 |
100.42 |
96.35 |
100.10 |
+1.17 |
286,251 |
403,840 |
+17,242 |
Aug11 |
110520 |
99.46 |
100.78 |
96.75 |
100.48 |
+1.16 |
54,187 |
88,984 |
-2,270 |
Sep11 |
110520 |
99.85 |
101.10 |
97.13 |
100.82 |
+1.15 |
38,765 |
89,781 |
+704 |
Oct11 |
110520 |
100.44 |
101.18 |
97.60 |
101.05 |
+1.12 |
12,532 |
47,378 |
+516 |
Nov11 |
110520 |
100.48 |
101.38 |
97.69 |
101.22 |
+1.10 |
10,612 |
37,431 |
+470 |
Dec11 |
110520 |
100.67 |
101.69 |
97.79 |
101.36 |
+1.08 |
54,981 |
192,481 |
+1,402 |
Jan12 |
110520 |
100.78 |
101.71 |
98.39 |
101.42 |
+1.08 |
5,627 |
38,564 |
-46 |
Feb12 |
110520 |
101.17 |
101.44 |
98.42 |
101.41 |
+1.08 |
2,761 |
22,785 |
+14 |
Mar12 |
110520 |
101.19 |
101.37 |
98.33 |
101.37 |
+1.09 |
5,858 |
29,420 |
-544 |
Apr12 |
110520 |
101.32 |
101.32 |
101.31 |
101.31 |
+1.09 |
1,704 |
16,160 |
+418 |
May12 |
110520 |
101.61 |
101.61 |
101.24 |
101.24 |
+1.08 |
1,647 |
16,892 |
+238 |
Jun12 |
110520 |
100.09 |
101.36 |
98.30 |
101.18 |
+1.09 |
7,737 |
75,285 |
+746 |
Jul12 |
110520 |
101.04 |
101.04 |
101.04 |
101.04 |
+1.12 |
1,303 |
21,288 |
+28 |
Aug12 |
110520 |
100.86 |
100.86 |
100.86 |
100.86 |
+1.16 |
1,874 |
14,604 |
+640 |
Sep12 |
110520 |
100.71 |
100.71 |
100.71 |
100.71 |
+1.20 |
193 |
14,179 |
+113 |
Total Volume and Open Interest |
803,153 |
1,560,617 |
-22,251 |
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 |
110520 |
99.775 |
100.700 |
96.750 |
100.475 |
+1.150 |
96 |
345 |
+3 |
Sep11 |
110520 |
100.050 |
100.975 |
97.500 |
100.825 |
+1.150 |
19 |
184 |
+5 |
Oct11 |
110520 |
99.100 |
101.050 |
99.100 |
101.050 |
+1.125 |
4 |
41 |
-1 |
Nov11 |
110520 |
101.225 |
101.225 |
101.225 |
101.225 |
+1.100 |
0 |
18 |
+0 |
Dec11 |
110520 |
99.900 |
101.350 |
98.675 |
101.350 |
+1.075 |
20 |
332 |
+17 |
Jan12 |
110520 |
101.425 |
101.425 |
101.425 |
101.425 |
+1.075 |
0 |
6 |
+0 |
Feb12 |
110520 |
101.400 |
101.400 |
101.400 |
101.400 |
+1.075 |
0 |
7 |
+0 |
Total Volume and Open Interest |
10,802 |
4,928 |
-112 |
Heating Oil(NYM) |
Jun11 |
110520 |
289.67 |
294.04 |
282.61 |
291.83 |
+2.36 |
45,391 |
57,189 |
-4,162 |
Jul11 |
110520 |
291.17 |
295.32 |
283.96 |
293.20 |
+2.35 |
30,270 |
81,137 |
+4,753 |
Aug11 |
110520 |
292.38 |
296.68 |
285.45 |
294.61 |
+2.35 |
12,000 |
32,828 |
+54 |
Sep11 |
110520 |
293.75 |
297.80 |
287.65 |
296.37 |
+2.43 |
9,012 |
26,481 |
+1,558 |
Oct11 |
110520 |
296.29 |
299.00 |
289.73 |
298.02 |
+2.49 |
3,808 |
12,162 |
+419 |
Nov11 |
110520 |
297.58 |
299.79 |
290.28 |
299.63 |
+2.49 |
2,511 |
14,118 |
+226 |
Dec11 |
110520 |
298.94 |
303.06 |
291.89 |
301.19 |
+2.50 |
9,281 |
35,375 |
-77 |
Jan12 |
110520 |
300.50 |
302.97 |
296.16 |
302.73 |
+2.47 |
2,196 |
14,709 |
+305 |
Feb12 |
110520 |
299.00 |
303.43 |
299.00 |
303.11 |
+2.43 |
965 |
6,443 |
+61 |
Mar12 |
110520 |
294.60 |
302.73 |
294.60 |
302.29 |
+2.41 |
254 |
3,155 |
-90 |
Apr12 |
110520 |
293.98 |
300.25 |
293.98 |
300.25 |
+2.37 |
91 |
1,700 |
-39 |
May12 |
110520 |
298.53 |
298.53 |
298.53 |
298.53 |
+2.33 |
229 |
1,800 |
+92 |
Total Volume and Open Interest |
117,067 |
313,789 |
+3,018 |
Gasoline(NYMEX) |
Jun11 |
110520 |
290.75 |
295.87 |
285.79 |
293.58 |
+0.98 |
48,886 |
48,998 |
-2,165 |
Jul11 |
110520 |
289.05 |
294.35 |
284.35 |
292.03 |
+1.63 |
49,655 |
76,730 |
+638 |
Aug11 |
110520 |
286.80 |
291.94 |
282.83 |
290.14 |
+1.70 |
25,517 |
27,450 |
-578 |
Sep11 |
110520 |
285.00 |
288.80 |
280.79 |
288.06 |
+1.83 |
13,121 |
29,319 |
+826 |
Oct11 |
110520 |
272.38 |
275.63 |
267.79 |
275.33 |
+1.92 |
5,913 |
22,215 |
-101 |
Nov11 |
110520 |
270.27 |
273.34 |
265.19 |
272.90 |
+2.04 |
2,943 |
11,308 |
-305 |
Dec11 |
110520 |
269.02 |
272.78 |
264.02 |
271.86 |
+2.17 |
4,687 |
26,110 |
-216 |
Jan12 |
110520 |
268.01 |
272.32 |
268.01 |
272.32 |
+2.22 |
447 |
6,836 |
+211 |
Feb12 |
110520 |
273.85 |
273.85 |
273.85 |
273.85 |
+2.25 |
37 |
3,683 |
-5 |
Mar12 |
110520 |
275.45 |
275.45 |
275.45 |
275.45 |
+2.32 |
27 |
4,890 |
-11 |
Total Volume and Open Interest |
151,617 |
276,238 |
-1,379 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110520 |
293.60 |
293.60 |
293.58 |
293.60 |
+1.00 |
1 |
2 |
+1 |
Jul11 |
110520 |
292.00 |
292.03 |
292.00 |
292.00 |
+1.60 |
1 |
3 |
+0 |
Aug11 |
110520 |
290.10 |
290.14 |
290.10 |
290.10 |
+1.70 |
0 |
1 |
+0 |
Sep11 |
110520 |
288.10 |
288.10 |
288.06 |
288.10 |
+1.90 |
|
|
|
Total Volume and Open Interest |
2 |
9 |
+1 |
Natural Gas(NYM) |
Jun11 |
110520 |
4.088 |
4.266 |
4.077 |
4.230 |
+0.136 |
75,968 |
75,603 |
-11,018 |
Jul11 |
110520 |
4.160 |
4.320 |
4.140 |
4.290 |
+0.129 |
44,499 |
213,820 |
+378 |
Aug11 |
110520 |
4.229 |
4.366 |
4.192 |
4.340 |
+0.126 |
23,943 |
73,150 |
-587 |
Sep11 |
110520 |
4.246 |
4.403 |
4.219 |
4.367 |
+0.123 |
9,238 |
103,149 |
+1,597 |
Oct11 |
110520 |
4.305 |
4.444 |
4.270 |
4.414 |
+0.120 |
11,663 |
92,693 |
+695 |
Nov11 |
110520 |
4.465 |
4.606 |
4.443 |
4.576 |
+0.109 |
3,799 |
52,890 |
-243 |
Dec11 |
110520 |
4.705 |
4.829 |
4.670 |
4.794 |
+0.101 |
3,291 |
39,218 |
+638 |
Jan12 |
110520 |
4.800 |
4.950 |
4.786 |
4.911 |
+0.097 |
5,008 |
85,275 |
-464 |
Feb12 |
110520 |
4.788 |
4.938 |
4.780 |
4.902 |
+0.096 |
1,088 |
19,409 |
+60 |
Mar12 |
110520 |
4.730 |
4.857 |
4.730 |
4.843 |
+0.092 |
1,763 |
38,118 |
+197 |
Apr12 |
110520 |
4.615 |
4.750 |
4.608 |
4.709 |
+0.079 |
1,650 |
37,664 |
+194 |
May12 |
110520 |
4.630 |
4.770 |
4.630 |
4.731 |
+0.076 |
258 |
9,484 |
-91 |
Jun12 |
110520 |
4.674 |
4.803 |
4.670 |
4.771 |
+0.077 |
250 |
8,053 |
+122 |
Jul12 |
110520 |
4.720 |
4.818 |
4.720 |
4.818 |
+0.075 |
37 |
6,020 |
-17 |
Aug12 |
110520 |
4.815 |
4.859 |
4.815 |
4.846 |
+0.074 |
56 |
5,996 |
+29 |
Sep12 |
110520 |
4.810 |
4.856 |
4.810 |
4.856 |
+0.074 |
95 |
5,483 |
-28 |
Total Volume and Open Interest |
183,408 |
947,767 |
-8,307 |
Brent Crude Oil(ICE) |
Jul11 |
110520 |
111.66 |
112.88 |
108.60 |
112.39 |
+0.97 |
182,842 |
231,787 |
-2,633 |
Aug11 |
110520 |
111.28 |
112.50 |
108.25 |
112.02 |
+1.01 |
61,752 |
154,014 |
+7,590 |
Sep11 |
110520 |
110.81 |
112.00 |
107.91 |
111.59 |
+1.03 |
31,185 |
74,181 |
+3,297 |
Oct11 |
110520 |
110.59 |
111.57 |
107.47 |
111.20 |
+1.05 |
12,396 |
45,247 |
-1,847 |
Nov11 |
110520 |
110.26 |
111.30 |
107.50 |
110.87 |
+1.06 |
9,572 |
24,970 |
-1,033 |
Dec11 |
110520 |
109.78 |
111.05 |
106.91 |
110.57 |
+1.07 |
42,154 |
88,066 |
-6,115 |
Jan12 |
110520 |
109.78 |
110.62 |
107.77 |
110.35 |
+1.09 |
5,277 |
21,301 |
-506 |
Feb12 |
110520 |
109.35 |
110.39 |
107.56 |
110.12 |
+1.10 |
2,699 |
19,198 |
+217 |
Mar12 |
110520 |
108.84 |
110.15 |
106.46 |
109.87 |
+1.11 |
2,504 |
30,993 |
-170 |
Apr12 |
110520 |
109.65 |
109.65 |
109.59 |
109.59 |
+1.13 |
1,650 |
8,089 |
+316 |
May12 |
110520 |
109.30 |
109.30 |
109.30 |
109.30 |
+1.15 |
2,150 |
5,637 |
-158 |
Jun12 |
110520 |
107.93 |
109.29 |
105.61 |
109.00 |
+1.16 |
5,159 |
34,744 |
+323 |
Jul12 |
110520 |
108.66 |
108.66 |
108.66 |
108.66 |
+1.16 |
379 |
3,376 |
-119 |
Aug12 |
110520 |
108.31 |
108.31 |
108.31 |
108.31 |
+1.17 |
299 |
2,268 |
+158 |
Total Volume and Open Interest |
381,455 |
867,209 |
-1,461 |
Gas Oil(ICE) |
Jun11 |
110520 |
917.25 |
928.75 |
895.25 |
909.25 |
-8.50 |
80,518 |
121,738 |
-10,136 |
Jul11 |
110520 |
921.00 |
932.25 |
898.50 |
912.50 |
-8.75 |
90,787 |
89,119 |
-796 |
Aug11 |
110520 |
924.75 |
935.50 |
902.00 |
915.75 |
-9.00 |
28,217 |
47,347 |
-1,019 |
Sep11 |
110520 |
926.50 |
938.25 |
906.00 |
919.00 |
-9.00 |
10,834 |
49,119 |
+497 |
Oct11 |
110520 |
930.75 |
940.75 |
908.00 |
921.50 |
-9.25 |
5,178 |
32,417 |
+1,341 |
Nov11 |
110520 |
934.25 |
938.50 |
909.25 |
922.50 |
-9.50 |
1,544 |
22,443 |
+23 |
Dec11 |
110520 |
933.25 |
943.25 |
910.75 |
924.00 |
-9.25 |
20,395 |
56,952 |
+878 |
Jan12 |
110520 |
934.75 |
945.75 |
926.25 |
926.75 |
-9.25 |
2,966 |
24,362 |
-99 |
Feb12 |
110520 |
935.25 |
946.25 |
919.25 |
927.50 |
-9.25 |
1,143 |
7,168 |
+416 |
Mar12 |
110520 |
934.75 |
945.75 |
915.50 |
927.00 |
-9.50 |
1,029 |
6,755 |
+441 |
Total Volume and Open Interest |
246,586 |
547,239 |
-6,946 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110520 |
2.648 |
2.688 |
2.648 |
2.669 |
+0.019 |
132 |
1,003 |
-15 |
Jul11 |
110520 |
2.645 |
2.675 |
2.645 |
2.666 |
+0.019 |
235 |
1,310 |
+19 |
Aug11 |
110520 |
2.616 |
2.657 |
2.616 |
2.649 |
+0.014 |
218 |
1,089 |
+19 |
Sep11 |
110520 |
2.568 |
2.605 |
2.568 |
2.598 |
+0.009 |
110 |
1,022 |
+5 |
Oct11 |
110520 |
2.490 |
2.500 |
2.481 |
2.490 |
+0.005 |
93 |
1,061 |
-40 |
Nov11 |
110520 |
2.420 |
2.425 |
2.415 |
2.419 |
+0.001 |
39 |
664 |
-4 |
Dec11 |
110520 |
2.410 |
2.410 |
2.395 |
2.400 |
-0.003 |
39 |
950 |
+7 |
Total Volume and Open Interest |
974 |
8,194 |
+67 |
WTI Crude Oil(ICE |
Jul11 |
110520 |
99.32 |
100.42 |
96.36 |
100.10 |
+1.17 |
88,511 |
97,998 |
+6,756 |
Aug11 |
110520 |
99.79 |
100.73 |
96.76 |
100.48 |
+1.16 |
21,605 |
40,722 |
+306 |
Sep11 |
110520 |
100.08 |
101.10 |
97.12 |
100.82 |
+1.15 |
14,262 |
40,150 |
-225 |
Oct11 |
110520 |
100.79 |
101.29 |
97.84 |
101.05 |
+1.12 |
5,025 |
18,310 |
+243 |
Nov11 |
110520 |
100.95 |
101.41 |
98.06 |
101.22 |
+1.10 |
3,962 |
15,454 |
-56 |
Dec11 |
110520 |
100.66 |
101.59 |
97.77 |
101.36 |
+1.08 |
23,339 |
82,471 |
+335 |
Jan12 |
110520 |
101.18 |
101.63 |
99.59 |
101.42 |
+1.08 |
2,741 |
11,811 |
+413 |
Feb12 |
110520 |
100.61 |
101.46 |
98.66 |
101.41 |
+1.08 |
954 |
3,541 |
-6 |
Mar12 |
110520 |
100.95 |
101.37 |
99.86 |
101.37 |
+1.09 |
834 |
12,006 |
+159 |
Apr12 |
110520 |
101.31 |
101.31 |
101.31 |
101.31 |
+1.09 |
324 |
4,341 |
-49 |
May12 |
110520 |
101.24 |
101.24 |
101.24 |
101.24 |
+1.08 |
276 |
2,292 |
-24 |
Jun12 |
110520 |
100.26 |
101.18 |
98.30 |
101.18 |
+1.09 |
1,143 |
26,170 |
+82 |
Jul12 |
110520 |
101.04 |
101.04 |
101.04 |
101.04 |
+1.12 |
47 |
1,822 |
-22 |
Aug12 |
110520 |
100.86 |
100.86 |
100.86 |
100.86 |
+1.16 |
21 |
891 |
+5 |
Sep12 |
110520 |
100.71 |
100.71 |
100.71 |
100.71 |
+1.20 |
64 |
4,296 |
+0 |
Oct12 |
110520 |
100.58 |
100.58 |
100.58 |
100.58 |
+1.23 |
14 |
506 |
+0 |
Total Volume and Open Interest |
223,773 |
496,687 |
+935 |
US Dollar Index(ICE) |
Jun11 |
110520 |
75.195 |
75.920 |
75.085 |
75.580 |
+0.303 |
31,703 |
55,506 |
+839 |
Sep11 |
110520 |
75.755 |
76.395 |
75.620 |
76.070 |
+0.287 |
106 |
1,099 |
-22 |
Dec11 |
110520 |
76.600 |
76.600 |
76.600 |
76.600 |
+0.307 |
0 |
2 |
+0 |
Total Volume and Open Interest |
31,809 |
56,608 |
+817 |
Australian Dollar(CME) |
Jun11 |
110520 |
106.34 |
106.82 |
105.81 |
106.67 |
+0.37 |
103,063 |
112,359 |
-1,547 |
Sep11 |
110520 |
105.10 |
105.39 |
104.56 |
105.32 |
+0.37 |
313 |
1,267 |
+163 |
Dec11 |
110520 |
104.08 |
104.08 |
103.72 |
104.08 |
+0.36 |
0 |
78 |
+0 |
Total Volume and Open Interest |
103,376 |
113,706 |
-1,384 |
British Pound(CME) |
Jun11 |
110520 |
162.20 |
163.01 |
161.62 |
162.73 |
+0.64 |
161,431 |
107,340 |
+4,251 |
Sep11 |
110520 |
162.01 |
162.71 |
161.47 |
162.52 |
+0.65 |
213 |
741 |
+130 |
Dec11 |
110520 |
162.28 |
162.28 |
161.62 |
162.28 |
+0.66 |
0 |
48 |
+0 |
Total Volume and Open Interest |
161,644 |
108,134 |
+4,381 |
Canadian Dollar(CME) |
Jun11 |
110520 |
103.25 |
103.66 |
102.28 |
102.82 |
-0.30 |
70,242 |
113,012 |
-2,493 |
Sep11 |
110520 |
103.05 |
103.35 |
102.05 |
102.58 |
-0.29 |
428 |
4,756 |
+259 |
Dec11 |
110520 |
102.79 |
102.79 |
101.94 |
102.33 |
-0.27 |
95 |
2,928 |
+55 |
Mar12 |
110520 |
101.90 |
102.30 |
101.90 |
102.03 |
-0.27 |
7 |
321 |
+4 |
Total Volume and Open Interest |
70,773 |
121,211 |
-2,175 |
Japanese Yen(CME) |
Jun11 |
110520 |
122.44 |
122.73 |
122.15 |
122.57 |
unch |
111,753 |
99,491 |
-828 |
Sep11 |
110520 |
122.49 |
122.70 |
122.25 |
122.63 |
unch |
555 |
3,059 |
+157 |
Dec11 |
110520 |
122.72 |
122.73 |
122.72 |
122.72 |
-0.01 |
1 |
223 |
+0 |
Total Volume and Open Interest |
112,309 |
102,782 |
-671 |
Swiss Franc(CME) |
Jun11 |
110520 |
113.48 |
114.34 |
112.92 |
114.05 |
+0.60 |
40,704 |
69,285 |
+1,307 |
Sep11 |
110520 |
113.49 |
114.11 |
113.29 |
114.10 |
+0.60 |
168 |
377 |
+76 |
Dec11 |
110520 |
114.16 |
114.16 |
113.55 |
114.16 |
+0.61 |
0 |
23 |
+0 |
Total Volume and Open Interest |
40,872 |
69,687 |
+1,383 |
EuroFX(CME) |
Jun11 |
110520 |
143.03 |
143.39 |
141.26 |
141.98 |
-1.05 |
288,025 |
251,848 |
+5,558 |
Sep11 |
110520 |
142.71 |
142.95 |
140.88 |
141.57 |
-1.04 |
1,265 |
4,023 |
+283 |
Dec11 |
110520 |
140.65 |
142.14 |
140.50 |
141.12 |
-1.02 |
18 |
142 |
+18 |
Total Volume and Open Interest |
289,308 |
256,392 |
+5,859 |
Mexican Peso(CME) |
Jun11 |
110520 |
858.0 |
860.8 |
853.0 |
858.2 |
+0.5 |
22,104 |
146,769 |
-584 |
Jul11 |
110520 |
856.5 |
856.5 |
856.0 |
856.5 |
+0.5 |
|
|
|
Total Volume and Open Interest |
22,115 |
146,989 |
-593 |
30-Year T-Bonds(CBOT) |
Jun11 |
110520 |
124~280 |
124~280 |
124~160 |
124~270 |
+0~070 |
|
|
|
Sep11 |
110520 |
123~120 |
123~230 |
123~040 |
123~180 |
+0~070 |
11,486 |
25,397 |
+2,596 |
Dec11 |
110520 |
122~030 |
122~030 |
121~280 |
122~030 |
+0~070 |
0 |
3 |
+0 |
Total Volume and Open Interest |
386,351 |
723,893 |
+2,840 |
10-Year T-Notes(CBOT) |
Jun11 |
110520 |
122~185 |
122~285 |
122~165 |
122~260 |
+0~065 |
1,333,625 |
1,822,063 |
-8,358 |
Sep11 |
110520 |
121~065 |
121~155 |
121~040 |
121~135 |
+0~075 |
42,610 |
70,137 |
+6,551 |
Dec11 |
110520 |
120~135 |
120~135 |
120~060 |
120~135 |
+0~075 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,376,235 |
1,892,206 |
-1,807 |
5-Year T-Notes(CBOT) |
Jun11 |
110520 |
119~063 |
119~063 |
119~062 |
119~062 |
+0~015 |
|
|
|
Sep11 |
110520 |
118~017 |
118~048 |
118~017 |
118~041 |
+0~019 |
51,458 |
95,124 |
+22,403 |
Dec11 |
110520 |
117~065 |
117~065 |
117~046 |
117~065 |
+0~019 |
|
|
|
Total Volume and Open Interest |
736,967 |
1,587,563 |
+26,869 |
2 Year T-Notes(CBOT) |
Jun11 |
110520 |
109~098 |
109~104 |
109~097 |
109~104 |
+0~005 |
228,023 |
1,025,131 |
+8,795 |
Sep11 |
110520 |
109~045 |
109~053 |
109~044 |
109~053 |
+0~008 |
20,292 |
52,951 |
+9,240 |
Dec11 |
110520 |
108~119 |
108~119 |
108~111 |
108~119 |
+0~008 |
0 |
20 |
+0 |
Total Volume and Open Interest |
248,315 |
1,078,102 |
+18,035 |
Eurodollars(CME) |
Jun11 |
110520 |
99.732 |
99.735 |
99.725 |
99.728 |
-0.003 |
220,622 |
917,253 |
-12,447 |
Sep11 |
110520 |
99.680 |
99.680 |
99.665 |
99.675 |
-0.005 |
383,231 |
1,369,945 |
-28,214 |
Dec11 |
110520 |
99.605 |
99.605 |
99.590 |
99.600 |
unch |
302,141 |
1,616,923 |
-25,859 |
Mar12 |
110520 |
99.480 |
99.485 |
99.465 |
99.480 |
+0.005 |
355,027 |
1,637,439 |
+16,557 |
Jun12 |
110520 |
99.265 |
99.285 |
99.250 |
99.275 |
+0.010 |
376,034 |
1,401,112 |
+39,489 |
Sep12 |
110520 |
98.990 |
99.015 |
98.975 |
99.010 |
+0.020 |
228,453 |
757,286 |
+1,468 |
Dec12 |
110520 |
98.685 |
98.730 |
98.680 |
98.720 |
+0.025 |
204,640 |
542,143 |
+4,652 |
Mar13 |
110520 |
98.425 |
98.470 |
98.415 |
98.460 |
+0.035 |
173,283 |
373,785 |
-1,842 |
Jun13 |
110520 |
98.160 |
98.205 |
98.150 |
98.200 |
+0.045 |
126,815 |
253,464 |
-5,611 |
Sep13 |
110520 |
97.900 |
97.950 |
97.890 |
97.940 |
+0.045 |
88,338 |
240,653 |
-3,627 |
Dec13 |
110520 |
97.635 |
97.685 |
97.625 |
97.675 |
+0.045 |
62,432 |
187,232 |
-2,521 |
Mar14 |
110520 |
97.400 |
97.450 |
97.390 |
97.440 |
+0.045 |
42,724 |
171,617 |
-2,240 |
Jun14 |
110520 |
97.165 |
97.215 |
97.165 |
97.205 |
+0.040 |
16,208 |
99,378 |
-491 |
Sep14 |
110520 |
96.945 |
96.990 |
96.940 |
96.980 |
+0.035 |
11,745 |
59,206 |
+421 |
Dec14 |
110520 |
96.720 |
96.765 |
96.715 |
96.755 |
+0.035 |
11,005 |
68,274 |
-1,059 |
Mar15 |
110520 |
96.525 |
96.570 |
96.520 |
96.560 |
+0.035 |
8,550 |
49,696 |
+83 |
Jun15 |
110520 |
4.590 |
4.625 |
4.580 |
4.615 |
+0.030 |
5,454 |
44,218 |
+728 |
Sep15 |
110520 |
4.405 |
4.450 |
4.395 |
4.435 |
+0.025 |
5,077 |
39,350 |
+551 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110520 |
99.905 |
99.910 |
99.905 |
99.908 |
unch |
7,375 |
76,245 |
-1,075 |
Jun11 |
110520 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
1,826 |
62,962 |
-728 |
Jul11 |
110520 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
1,934 |
51,123 |
-401 |
Aug11 |
110520 |
99.885 |
99.890 |
99.880 |
99.885 |
unch |
3,129 |
52,706 |
-468 |
Sep11 |
110520 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
3,026 |
42,246 |
-1,061 |
Oct11 |
110520 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
4,113 |
53,041 |
+374 |
Total Volume and Open Interest |
58,248 |
702,467 |
+3,090 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110520 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110520 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec11 |
110520 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
0 |
75 |
+0 |
Mar12 |
110520 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun12 |
110520 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep12 |
110520 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Dec12 |
110520 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Mar13 |
110520 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Jun13 |
110520 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Sep13 |
110520 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110520 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
6,003 |
+0 |
Sep11 |
110520 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,466 |
+0 |
Dec11 |
110520 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110520 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
3,877 |
+0 |
Jun12 |
110520 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110520 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110520 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110520 |
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 |
110520 |
140.52 |
140.90 |
140.45 |
140.85 |
+0.25 |
1,541 |
20,876 |
+512 |
Sep11 |
110520 |
140.55 |
140.64 |
140.55 |
140.64 |
+0.25 |
3 |
41 |
+2 |
Dec11 |
110520 |
138.55 |
138.55 |
138.55 |
138.55 |
+0.25 |
|
|
|
Total Volume and Open Interest |
1,544 |
20,917 |
+514 |
Euro-Bund(EUREX) |
Jun11 |
110520 |
124.21 |
124.83 |
124.12 |
124.76 |
+0.63 |
865,098 |
994,549 |
-25,460 |
Sep11 |
110520 |
123.88 |
124.56 |
123.85 |
124.51 |
+0.67 |
4,084 |
28,444 |
+2,077 |
Dec11 |
110520 |
123.56 |
123.56 |
123.56 |
123.56 |
+0.63 |
|
|
|
Total Volume and Open Interest |
869,182 |
1,022,993 |
-23,383 |
Euro-Bobl(EUREX) |
Jun11 |
110517 |
116.01 |
116.09 |
115.77 |
115.98 |
+0.27 |
814,418 |
795,459 |
-15,722 |
Sep11 |
110520 |
115.42 |
115.69 |
115.42 |
115.69 |
+0.41 |
6,105 |
49,670 |
+1,921 |
Dec11 |
110520 |
115.81 |
115.81 |
115.81 |
115.81 |
+0.38 |
|
|
|
Total Volume and Open Interest |
699,424 |
853,395 |
+481 |
3-Mth Euribor(EUREX) |
Jun11 |
110520 |
98.465 |
98.470 |
98.465 |
98.465 |
+0.005 |
319 |
5,011 |
-81 |
Sep11 |
110520 |
98.175 |
98.195 |
98.175 |
98.195 |
+0.035 |
36 |
2,017 |
+1 |
Dec11 |
110520 |
97.965 |
98.005 |
97.965 |
98.005 |
+0.050 |
20 |
1,078 |
+0 |
Total Volume and Open Interest |
426 |
10,781 |
-79 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110520 |
119~08 |
119~20 |
119~06 |
119~19 |
+0~12 |
6,606 |
4,038 |
+2,465 |
Total Volume and Open Interest |
117,516 |
292,156 |
-57,525 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110520 |
99.17 |
99.17 |
99.16 |
99.17 |
+0.01 |
48,572 |
481,976 |
+45,639 |
Sep11 |
110520 |
99.09 |
99.11 |
99.08 |
99.10 |
+0.02 |
65,507 |
489,115 |
+46,589 |
Dec11 |
110520 |
98.94 |
98.97 |
98.93 |
98.96 |
+0.03 |
67,782 |
490,556 |
+42,596 |
Mar12 |
110520 |
98.77 |
98.80 |
98.76 |
98.80 |
+0.04 |
63,993 |
437,178 |
+41,960 |
Jun12 |
110520 |
98.56 |
98.60 |
98.54 |
98.59 |
+0.05 |
73,774 |
389,087 |
+52,516 |
Sep12 |
110520 |
98.33 |
98.37 |
98.32 |
98.36 |
+0.06 |
43,079 |
243,174 |
+25,332 |
Total Volume and Open Interest |
456,195 |
3,117,050 |
+318,154 |
3-Mth Euribor(LIFFE) |
Jun11 |
110520 |
98.465 |
98.480 |
98.460 |
98.465 |
+0.005 |
109,197 |
770,288 |
+74,318 |
Sep11 |
110520 |
98.165 |
98.205 |
98.155 |
98.195 |
+0.035 |
136,678 |
711,193 |
+90,451 |
Dec11 |
110520 |
97.960 |
98.015 |
97.950 |
98.005 |
+0.050 |
130,572 |
683,761 |
+79,842 |
Total Volume and Open Interest |
828,375 |
4,096,959 |
+482,062 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110520 |
94.96 |
94.97 |
94.95 |
94.97 |
unch |
12,820 |
158,351 |
-9,649 |
Sep11 |
110520 |
94.89 |
94.90 |
94.87 |
94.89 |
unch |
14,652 |
216,955 |
-8,466 |
Dec11 |
110520 |
94.81 |
94.84 |
94.79 |
94.82 |
unch |
7,798 |
139,923 |
+1,163 |
Mar12 |
110520 |
94.75 |
94.76 |
94.72 |
94.75 |
unch |
7,284 |
84,008 |
+2,762 |
Jun12 |
110520 |
94.69 |
94.70 |
94.68 |
94.68 |
-0.01 |
1,283 |
54,642 |
-816 |
Sep12 |
110520 |
94.64 |
94.65 |
94.62 |
94.64 |
-0.01 |
974 |
52,733 |
+300 |
Dec12 |
110520 |
94.60 |
94.61 |
94.58 |
94.59 |
-0.01 |
555 |
27,993 |
+344 |
Mar13 |
110520 |
94.57 |
94.59 |
94.55 |
94.57 |
unch |
682 |
19,237 |
+553 |
Jun13 |
110520 |
94.52 |
94.54 |
94.51 |
94.52 |
-0.02 |
25 |
1,944 |
+10 |
Sep13 |
110520 |
94.50 |
94.50 |
94.47 |
94.48 |
-0.02 |
2 |
1,138 |
+0 |
Total Volume and Open Interest |
46,075 |
757,778 |
-13,799 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110520 |
94.65 |
94.70 |
94.63 |
94.69 |
+0.03 |
43,328 |
413,701 |
+7,300 |
Sep11 |
110520 |
94.69 |
94.69 |
94.69 |
94.69 |
+0.03 |
|
|
|
Total Volume and Open Interest |
43,328 |
413,701 |
+7,300 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110520 |
94.96 |
94.99 |
94.94 |
94.98 |
+0.01 |
99,317 |
659,071 |
-151 |
Sep11 |
110520 |
94.98 |
94.98 |
94.98 |
94.98 |
+0.01 |
|
|
|
Total Volume and Open Interest |
99,317 |
659,071 |
-151 |
Gold(CMX) |
Jun11 |
110520 |
1493.5 |
1515.8 |
1486.4 |
1508.9 |
+16.5 |
145,016 |
247,929 |
-4,751 |
Aug11 |
110520 |
1495.9 |
1517.0 |
1487.8 |
1510.0 |
+16.4 |
16,160 |
119,614 |
+5,706 |
Oct11 |
110520 |
1497.8 |
1516.9 |
1490.1 |
1511.2 |
+16.4 |
324 |
6,406 |
-42 |
Dec11 |
110520 |
1498.0 |
1519.3 |
1492.0 |
1512.5 |
+16.5 |
3,522 |
60,275 |
+1,324 |
Feb12 |
110520 |
1499.5 |
1518.9 |
1495.0 |
1513.6 |
+16.4 |
307 |
7,303 |
+81 |
Apr12 |
110520 |
1501.5 |
1519.3 |
1493.0 |
1514.9 |
+16.4 |
183 |
5,071 |
+114 |
Jun12 |
110520 |
1506.8 |
1516.4 |
1506.5 |
1516.4 |
+16.4 |
389 |
11,404 |
+116 |
Aug12 |
110520 |
1518.4 |
1518.4 |
1518.4 |
1518.4 |
+16.4 |
125 |
4,070 |
+25 |
Oct12 |
110520 |
1520.9 |
1520.9 |
1520.9 |
1520.9 |
+16.3 |
11 |
3,436 |
+0 |
Dec12 |
110520 |
1527.6 |
1530.0 |
1524.0 |
1524.0 |
+16.3 |
169 |
12,296 |
-5 |
Feb13 |
110520 |
1527.2 |
1527.2 |
1527.2 |
1527.2 |
+16.0 |
15 |
205 |
+0 |
Total Volume and Open Interest |
166,911 |
512,008 |
+2,844 |
Silver(CMX) |
May11 |
110520 |
3465.5 |
3522.0 |
3426.0 |
3508.2 |
+15.5 |
34 |
303 |
-12 |
Jul11 |
110520 |
3496.0 |
3557.0 |
3419.0 |
3508.7 |
+15.5 |
73,993 |
64,150 |
+502 |
Sep11 |
110520 |
3510.5 |
3552.5 |
3425.0 |
3510.5 |
+15.5 |
1,783 |
8,994 |
+438 |
Dec11 |
110520 |
3518.5 |
3551.0 |
3426.0 |
3511.9 |
+15.9 |
4,725 |
23,413 |
+861 |
Mar12 |
110520 |
3494.5 |
3507.9 |
3494.5 |
3507.9 |
+15.7 |
34 |
3,553 |
+2 |
May12 |
110520 |
3504.3 |
3504.3 |
3504.3 |
3504.3 |
+15.9 |
9 |
1,023 |
-2 |
Jul12 |
110520 |
3499.5 |
3500.8 |
3499.5 |
3500.8 |
+15.9 |
27 |
1,707 |
+5 |
Total Volume and Open Interest |
81,976 |
121,972 |
+1,745 |
Platinum(NYMEX) |
Jul11 |
110520 |
1767.0 |
1779.4 |
1757.5 |
1769.4 |
+0.4 |
6,732 |
32,672 |
-291 |
Oct11 |
110520 |
1776.5 |
1780.7 |
1760.2 |
1772.5 |
+0.6 |
60 |
2,153 |
+10 |
Jan12 |
110520 |
1775.0 |
1775.0 |
1775.0 |
1775.0 |
+0.6 |
0 |
80 |
+0 |
Apr12 |
110520 |
1777.0 |
1777.0 |
1777.0 |
1777.0 |
+0.6 |
0 |
24 |
+0 |
Total Volume and Open Interest |
6,792 |
34,934 |
-281 |
Palladium(NYMEX) |
Jun11 |
110520 |
726.85 |
738.40 |
723.60 |
735.50 |
+7.35 |
5,026 |
13,085 |
-1,437 |
Sep11 |
110520 |
728.90 |
740.00 |
728.00 |
737.20 |
+7.30 |
1,992 |
6,450 |
+1,591 |
Dec11 |
110520 |
730.00 |
738.45 |
730.00 |
738.45 |
+7.30 |
0 |
471 |
+0 |
Total Volume and Open Interest |
7,020 |
20,013 |
+156 |
Copper(CMX) |
May11 |
110520 |
403.25 |
412.05 |
403.25 |
411.90 |
+7.20 |
450 |
1,077 |
-69 |
Jul11 |
110520 |
404.90 |
414.85 |
403.80 |
412.15 |
+6.90 |
38,343 |
67,651 |
-190 |
Sep11 |
110520 |
406.05 |
416.55 |
406.05 |
413.95 |
+6.90 |
2,600 |
25,463 |
+249 |
Dec11 |
110520 |
409.50 |
417.50 |
409.50 |
415.80 |
+6.80 |
665 |
13,957 |
-106 |
Mar12 |
110520 |
415.40 |
416.70 |
415.35 |
416.70 |
+6.70 |
202 |
4,271 |
+22 |
Total Volume and Open Interest |
43,242 |
119,742 |
-7 |
DJIA Index(CBOT) |
Jun11 |
110520 |
12587 |
12600 |
12466 |
12466 |
-125 |
237 |
24,225 |
-106 |
Sep11 |
110520 |
12397 |
12521 |
12397 |
12397 |
-124 |
0 |
19 |
+0 |
Dec11 |
110520 |
12326 |
12450 |
12326 |
12326 |
-124 |
0 |
7 |
+0 |
Mar12 |
110520 |
12266 |
12390 |
12266 |
12266 |
-124 |
|
|
|
Total Volume and Open Interest |
237 |
24,251 |
-106 |
S & P 500(CME) |
Jun11 |
110520 |
1341.70 |
1344.00 |
1327.00 |
1327.80 |
-13.90 |
12,651 |
313,042 |
+285 |
Sep11 |
110520 |
1325.00 |
1325.00 |
1322.40 |
1322.40 |
-13.90 |
356 |
7,422 |
+242 |
Dec11 |
110520 |
1316.80 |
1317.70 |
1316.80 |
1316.80 |
-13.90 |
102 |
5,501 |
+83 |
Mar12 |
110520 |
1311.80 |
1312.70 |
1311.80 |
1311.80 |
-13.90 |
|
|
|
Total Volume and Open Interest |
13,109 |
325,970 |
+610 |
S & P 500 E-Mini(Globex) |
Jun11 |
110520 |
1341.50 |
1344.00 |
1327.00 |
1327.75 |
-13.75 |
|
|
|
Sep11 |
110520 |
1336.25 |
1338.50 |
1321.25 |
1322.50 |
-13.75 |
4,397 |
35,996 |
+3,147 |
Total Volume and Open Interest |
1,616,646 |
2,735,782 |
+10,238 |
NASDAQ 100(CME) |
Jun11 |
110520 |
2366.50 |
2372.50 |
2342.00 |
2343.50 |
-25.50 |
2,765 |
18,514 |
-1,946 |
Sep11 |
110520 |
2361.00 |
2361.00 |
2339.80 |
2339.80 |
-25.50 |
80 |
111 |
+59 |
Dec11 |
110520 |
2336.30 |
2337.80 |
2336.30 |
2336.30 |
-25.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,845 |
18,626 |
-1,887 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110520 |
2368.50 |
2372.80 |
2342.30 |
2343.50 |
-25.50 |
232,300 |
341,719 |
-19,774 |
Sep11 |
110520 |
2364.00 |
2364.50 |
2339.30 |
2339.80 |
-25.50 |
152 |
1,529 |
+214 |
Total Volume and Open Interest |
232,453 |
343,262 |
-19,561 |
S & P Midcap 400(CME) |
Jun11 |
110520 |
983.60 |
987.00 |
975.00 |
983.60 |
-10.30 |
0 |
1,598 |
+0 |
Sep11 |
110520 |
981.10 |
982.30 |
981.10 |
981.10 |
-10.20 |
|
|
|
Dec11 |
110520 |
979.50 |
980.70 |
979.50 |
979.50 |
-10.20 |
|
|
|
Total Volume and Open Interest |
0 |
1,598 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110520 |
9535 |
9535 |
9535 |
9535 |
-90 |
|
|
|
Sep11 |
110520 |
9630 |
9660 |
9570 |
9570 |
-90 |
0 |
68 |
+0 |
Total Volume and Open Interest |
5,258 |
48,151 |
-60 |
Nikkei 225(SGX) |
Jun11 |
110520 |
9655 |
9685 |
9600 |
9615 |
-20 |
96,647 |
239,212 |
+7,198 |
Sep11 |
110520 |
9600 |
9650 |
9600 |
9610 |
-20 |
20 |
1,460 |
-1 |
Dec11 |
110520 |
9555 |
9555 |
9555 |
9555 |
-20 |
0 |
6,259 |
+0 |
Total Volume and Open Interest |
96,735 |
250,801 |
+7,246 |
CAC 40(EURONEXT) |
May11 |
110520 |
4030.0 |
4050.5 |
4010.0 |
4020.5 |
+9.5 |
245,575 |
287,554 |
-33,131 |
Jun11 |
110520 |
3987.5 |
4009.0 |
3939.5 |
3949.5 |
-19.0 |
141,607 |
280,179 |
+81,143 |
Jul11 |
110520 |
3984.0 |
3984.0 |
3946.5 |
3948.0 |
-19.0 |
|
|
|
Total Volume and Open Interest |
387,182 |
567,734 |
+48,012 |
Hang Seng Index(HKFE) |
May11 |
110520 |
23197 |
23239 |
23113 |
23145 |
-5 |
61,177 |
83,214 |
-3,449 |
Jun11 |
110520 |
23050 |
23088 |
22965 |
22997 |
+2 |
1,753 |
10,753 |
+97 |
Total Volume and Open Interest |
63,189 |
95,765 |
-3,367 |
DAX(EUREX) |
Jun11 |
110520 |
7384.0 |
7417.5 |
7232.5 |
7271.5 |
-82.0 |
128,740 |
182,828 |
-661 |
Sep11 |
110520 |
7408.0 |
7440.0 |
7267.5 |
7296.0 |
-82.5 |
690 |
7,066 |
+336 |
Dec11 |
110520 |
7443.0 |
7443.5 |
7300.0 |
7328.0 |
-83.0 |
143 |
1,380 |
+5 |
Total Volume and Open Interest |
129,573 |
191,274 |
-320 |
FT-SE 100(EURONEXT) |
Jun11 |
110520 |
5964.50 |
6006.00 |
5912.00 |
5929.50 |
-19.50 |
91,802 |
663,965 |
+41,354 |
Sep11 |
110520 |
5925.00 |
5953.00 |
5885.00 |
5894.50 |
-19.00 |
38 |
3,846 |
+20 |
Dec11 |
110520 |
5940.50 |
5940.50 |
5871.50 |
5871.50 |
-19.50 |
0 |
253 |
+0 |
Total Volume and Open Interest |
91,840 |
668,159 |
+41,374 |
SPI 200(SFE) |
Jun11 |
110520 |
4765.0 |
4775.0 |
4733.0 |
4740.0 |
-20.0 |
38,658 |
178,266 |
-2,227 |
Sep11 |
110520 |
4750.0 |
4750.0 |
4723.0 |
4728.0 |
-19.0 |
129 |
3,760 |
+47 |
Dec11 |
110520 |
4750.0 |
4750.0 |
4750.0 |
4750.0 |
-20.0 |
75 |
2,595 |
+25 |
Total Volume and Open Interest |
39,029 |
188,589 |
-2,030 |
GSCI(CME) |
Jun11 |
110520 |
30.14 |
35.64 |
16.14 |
35.64 |
+7.80 |
290 |
10,754 |
+157 |
Jul11 |
110520 |
27.14 |
32.64 |
13.64 |
32.64 |
+7.30 |
4 |
0 |
+0 |
Aug11 |
110520 |
33.64 |
33.64 |
15.14 |
33.64 |
+7.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
296 |
10,754 |
+157 |
Reuters CCI(ICE) |
Jun11 |
110520 |
342.50 |
342.50 |
342.50 |
342.50 |
+2.70 |
|
|
|
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. |
|
|