|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon May 23, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110523 |
1386.00 |
1393.00 |
1366.00 |
1373.75 |
-6.50 |
80,605 |
244,067 |
+978 |
Aug11 |
110523 |
1375.00 |
1385.75 |
1359.00 |
1367.25 |
-4.50 |
8,229 |
24,062 |
+9 |
Sep11 |
110523 |
1365.75 |
1373.00 |
1347.50 |
1358.25 |
-2.00 |
2,518 |
16,444 |
-416 |
Nov11 |
110523 |
1354.50 |
1363.00 |
1336.50 |
1350.75 |
+0.25 |
27,845 |
198,590 |
+813 |
Jan12 |
110523 |
1359.00 |
1370.00 |
1348.75 |
1358.25 |
-0.50 |
1,350 |
23,017 |
-31 |
Mar12 |
110523 |
1364.00 |
1373.00 |
1351.00 |
1361.00 |
unch |
2,053 |
14,899 |
+626 |
May12 |
110523 |
1367.25 |
1367.50 |
1344.00 |
1355.75 |
+0.75 |
1,433 |
12,510 |
+325 |
Total Volume and Open Interest |
124,844 |
549,947 |
+2,252 |
Soybean Meal(CBOT) |
Jul11 |
110523 |
362.30 |
364.80 |
357.20 |
358.80 |
-1.80 |
37,488 |
93,583 |
-1,640 |
Aug11 |
110523 |
362.70 |
364.50 |
357.10 |
358.80 |
-1.20 |
6,813 |
33,732 |
-377 |
Sep11 |
110523 |
359.70 |
361.40 |
354.40 |
356.50 |
-0.60 |
2,452 |
17,867 |
-161 |
Oct11 |
110523 |
353.50 |
353.60 |
347.40 |
350.30 |
-0.10 |
1,587 |
16,269 |
+8 |
Dec11 |
110523 |
350.20 |
354.20 |
347.10 |
350.30 |
unch |
10,455 |
49,258 |
-1,202 |
Jan12 |
110523 |
353.60 |
353.70 |
348.70 |
351.90 |
unch |
243 |
4,121 |
+112 |
Mar12 |
110523 |
356.30 |
356.30 |
351.20 |
353.90 |
-0.10 |
269 |
3,702 |
-12 |
May12 |
110523 |
353.90 |
355.00 |
350.00 |
351.90 |
-0.10 |
244 |
3,764 |
+113 |
Total Volume and Open Interest |
59,599 |
226,863 |
-3,157 |
Soybean Oil(CBOT) |
Jul11 |
110523 |
57.54 |
57.94 |
56.90 |
57.22 |
-0.24 |
60,744 |
141,795 |
-212 |
Aug11 |
110523 |
57.89 |
58.17 |
57.13 |
57.47 |
-0.22 |
4,932 |
33,454 |
+143 |
Sep11 |
110523 |
58.18 |
58.34 |
57.38 |
57.75 |
-0.19 |
3,749 |
21,733 |
-367 |
Oct11 |
110523 |
58.03 |
58.05 |
57.54 |
57.93 |
-0.17 |
1,075 |
14,756 |
-69 |
Dec11 |
110523 |
58.58 |
58.93 |
57.90 |
58.30 |
-0.16 |
11,358 |
77,882 |
+917 |
Jan12 |
110523 |
58.28 |
58.64 |
58.12 |
58.44 |
-0.20 |
671 |
6,360 |
+320 |
Mar12 |
110523 |
58.42 |
58.74 |
58.31 |
58.54 |
-0.20 |
101 |
4,517 |
-74 |
May12 |
110523 |
58.52 |
58.71 |
58.36 |
58.54 |
-0.20 |
121 |
4,019 |
+11 |
Total Volume and Open Interest |
82,934 |
307,203 |
+678 |
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 |
110523 |
769.00 |
775.00 |
750.00 |
754.00 |
-5.50 |
156,387 |
597,557 |
-2,482 |
Sep11 |
110523 |
725.00 |
729.75 |
709.00 |
719.75 |
+2.25 |
28,671 |
176,022 |
+2,309 |
Dec11 |
110523 |
670.75 |
679.00 |
656.50 |
670.50 |
+4.00 |
62,446 |
450,203 |
-919 |
Mar12 |
110523 |
680.25 |
686.75 |
667.00 |
683.00 |
+6.25 |
3,931 |
76,707 |
-87 |
May12 |
110523 |
687.25 |
693.25 |
675.00 |
690.25 |
+6.50 |
1,040 |
17,235 |
+150 |
Jul12 |
110523 |
692.75 |
699.00 |
680.00 |
696.00 |
+7.50 |
1,385 |
41,257 |
-111 |
Total Volume and Open Interest |
256,641 |
1,417,995 |
-1,253 |
Wheat(CBOT) |
Jul11 |
110523 |
816.50 |
821.00 |
785.25 |
803.00 |
-3.50 |
75,227 |
216,940 |
-4,946 |
Sep11 |
110523 |
860.00 |
863.25 |
830.00 |
850.50 |
+1.25 |
13,097 |
69,344 |
-450 |
Dec11 |
110523 |
902.25 |
907.75 |
874.25 |
898.25 |
+5.25 |
19,332 |
95,301 |
+1,170 |
Mar12 |
110523 |
930.00 |
930.00 |
903.50 |
928.25 |
+7.75 |
3,411 |
21,554 |
+271 |
May12 |
110523 |
914.50 |
935.75 |
913.00 |
933.75 |
+6.25 |
767 |
7,288 |
+185 |
Total Volume and Open Interest |
117,132 |
455,908 |
-2,349 |
Wheat(KCBT) |
Jul11 |
110523 |
943.75 |
947.00 |
918.00 |
931.00 |
-2.25 |
12,471 |
83,477 |
+958 |
Sep11 |
110523 |
952.00 |
962.00 |
935.25 |
949.75 |
unch |
4,307 |
33,106 |
+455 |
Dec11 |
110523 |
972.75 |
980.75 |
955.00 |
971.50 |
+3.75 |
4,436 |
41,275 |
+1,246 |
Mar12 |
110523 |
987.50 |
989.75 |
966.00 |
982.00 |
+4.75 |
672 |
6,151 |
-4 |
May12 |
110523 |
964.75 |
985.75 |
964.75 |
978.50 |
+4.75 |
55 |
802 |
+37 |
Total Volume and Open Interest |
22,394 |
173,965 |
+3,040 |
Wheat(MGE) |
May11 |
110513 |
911.75 |
911.75 |
911.75 |
911.75 |
-7.50 |
8 |
1,022 |
-8 |
Jul11 |
110523 |
1007.25 |
1019.25 |
985.75 |
1001.00 |
+1.25 |
5,335 |
21,231 |
+676 |
Sep11 |
110523 |
986.00 |
1000.00 |
970.25 |
987.50 |
+6.75 |
2,578 |
15,907 |
-18 |
Dec11 |
110523 |
985.00 |
1000.00 |
972.50 |
990.00 |
+8.75 |
1,805 |
12,355 |
+79 |
Mar12 |
110523 |
1000.00 |
1000.00 |
977.00 |
993.75 |
+10.25 |
447 |
2,616 |
+64 |
Total Volume and Open Interest |
10,634 |
55,667 |
+1,023 |
Oats(CBOT) |
Jul11 |
110523 |
366.25 |
373.50 |
349.75 |
361.00 |
-3.00 |
631 |
8,454 |
+112 |
Sep11 |
110523 |
376.00 |
376.00 |
360.00 |
369.50 |
-2.00 |
4 |
305 |
+1 |
Dec11 |
110523 |
379.75 |
383.00 |
364.50 |
375.00 |
-0.50 |
118 |
3,493 |
+21 |
Mar12 |
110523 |
383.00 |
387.00 |
383.00 |
386.50 |
-0.50 |
0 |
22 |
+0 |
Total Volume and Open Interest |
753 |
12,275 |
+134 |
Rough Rice(CBOT) |
Jul11 |
110523 |
15.12 |
15.19 |
14.90 |
15.08 |
-0.02 |
1,054 |
15,270 |
-1 |
Sep11 |
110523 |
15.95 |
16.06 |
15.77 |
15.93 |
-0.02 |
370 |
5,135 |
-119 |
Nov11 |
110523 |
16.35 |
16.37 |
16.12 |
16.24 |
-0.03 |
267 |
1,679 |
+49 |
Jan12 |
110523 |
16.55 |
16.55 |
16.55 |
16.55 |
unch |
5 |
254 |
+0 |
Total Volume and Open Interest |
1,696 |
22,639 |
-71 |
Live Cattle(CME) |
Jun11 |
110523 |
104.150 |
104.250 |
101.980 |
102.150 |
-2.830 |
23,854 |
66,300 |
-5,189 |
Aug11 |
110523 |
106.200 |
106.200 |
104.100 |
104.100 |
-3.000 |
22,528 |
131,990 |
+2,737 |
Oct11 |
110523 |
112.200 |
112.450 |
110.580 |
110.580 |
-3.000 |
10,535 |
76,244 |
-887 |
Dec11 |
110523 |
116.000 |
116.000 |
113.830 |
113.830 |
-3.000 |
3,740 |
49,151 |
+382 |
Feb12 |
110523 |
116.830 |
116.930 |
114.900 |
115.180 |
-2.720 |
1,041 |
13,184 |
+126 |
Apr12 |
110523 |
117.885 |
118.180 |
115.750 |
115.800 |
-2.950 |
791 |
6,610 |
+368 |
Total Volume and Open Interest |
62,513 |
344,821 |
-2,450 |
Feeder Cattle(CME) |
May11 |
110523 |
125.350 |
125.500 |
123.550 |
123.800 |
-1.650 |
1,044 |
2,777 |
-386 |
Aug11 |
110523 |
125.100 |
125.100 |
122.750 |
122.750 |
-3.000 |
4,256 |
22,727 |
-552 |
Sep11 |
110523 |
126.300 |
126.300 |
124.080 |
124.080 |
-3.000 |
803 |
5,260 |
+15 |
Oct11 |
110523 |
127.480 |
127.480 |
125.135 |
125.135 |
-2.995 |
726 |
4,470 |
+39 |
Nov11 |
110523 |
128.235 |
128.235 |
125.750 |
125.750 |
-3.000 |
271 |
1,691 |
+19 |
Jan12 |
110523 |
127.000 |
127.000 |
125.050 |
125.050 |
-3.000 |
56 |
520 |
+15 |
Mar12 |
110523 |
125.600 |
125.600 |
125.600 |
125.600 |
-3.000 |
2 |
43 |
+0 |
Total Volume and Open Interest |
7,158 |
37,491 |
-850 |
Lean Hogs(CME) |
Jun11 |
110523 |
91.500 |
91.500 |
88.980 |
89.250 |
-2.730 |
20,883 |
30,465 |
-4,399 |
Jul11 |
110523 |
90.885 |
91.180 |
89.330 |
89.330 |
-3.000 |
11,094 |
61,346 |
-216 |
Aug11 |
110523 |
92.400 |
92.650 |
90.500 |
90.500 |
-3.000 |
6,312 |
41,817 |
+186 |
Oct11 |
110523 |
86.000 |
86.000 |
83.500 |
83.700 |
-2.800 |
3,178 |
41,682 |
+230 |
Dec11 |
110523 |
83.650 |
83.700 |
81.100 |
81.900 |
-2.200 |
1,659 |
31,485 |
+351 |
Feb12 |
110523 |
84.900 |
84.900 |
82.400 |
83.430 |
-1.920 |
237 |
8,231 |
+68 |
Apr12 |
110523 |
85.600 |
85.600 |
83.385 |
84.400 |
-1.900 |
83 |
4,596 |
+22 |
May12 |
110523 |
88.535 |
89.000 |
87.330 |
89.000 |
-1.000 |
5 |
169 |
-2 |
Total Volume and Open Interest |
43,485 |
222,135 |
-3,735 |
Class III Milk(CME) |
May11 |
110523 |
16.50 |
16.50 |
16.45 |
16.48 |
unch |
114 |
5,367 |
-76 |
Jun11 |
110523 |
18.05 |
18.25 |
17.80 |
17.84 |
-0.17 |
612 |
4,678 |
+1 |
Jul11 |
110523 |
19.10 |
19.30 |
18.70 |
18.78 |
-0.18 |
552 |
4,033 |
+122 |
Aug11 |
110523 |
18.82 |
19.00 |
18.53 |
18.62 |
-0.09 |
339 |
3,721 |
+79 |
Sep11 |
110523 |
18.72 |
18.81 |
18.33 |
18.52 |
-0.05 |
169 |
3,694 |
+56 |
Total Volume and Open Interest |
2,021 |
33,348 |
+285 |
Cocoa(ICE) |
Jul11 |
110523 |
2888 |
2906 |
2861 |
2865 |
-37 |
7,503 |
62,297 |
-663 |
Sep11 |
110523 |
2917 |
2922 |
2878 |
2882 |
-38 |
2,753 |
28,947 |
+427 |
Dec11 |
110523 |
2950 |
2950 |
2907 |
2911 |
-40 |
1,336 |
26,440 |
-129 |
Mar12 |
110523 |
3000 |
3004 |
2965 |
2969 |
-36 |
758 |
23,664 |
+67 |
May12 |
110523 |
3000 |
3009 |
2969 |
2969 |
-33 |
256 |
6,328 |
+148 |
Jul12 |
110523 |
2998 |
2998 |
2965 |
2965 |
-30 |
1 |
2,047 |
+0 |
Sep12 |
110523 |
2985 |
2985 |
2962 |
2962 |
-34 |
1 |
2,162 |
+0 |
Total Volume and Open Interest |
12,864 |
154,926 |
+100 |
Coffee "C"(ICE) |
Jul11 |
110523 |
259.15 |
264.65 |
258.90 |
262.55 |
+3.40 |
15,012 |
55,446 |
-1,511 |
Sep11 |
110523 |
263.30 |
267.50 |
261.95 |
265.50 |
+3.40 |
4,614 |
24,608 |
+96 |
Dec11 |
110523 |
265.50 |
270.70 |
265.25 |
268.95 |
+3.45 |
1,877 |
20,387 |
+262 |
Mar12 |
110523 |
268.70 |
272.25 |
268.70 |
270.90 |
+3.55 |
46 |
4,938 |
+14 |
May12 |
110523 |
269.30 |
273.10 |
268.05 |
271.65 |
+3.50 |
23 |
2,938 |
+16 |
Jul12 |
110523 |
266.90 |
270.45 |
265.40 |
269.15 |
+3.05 |
10 |
641 |
+0 |
Total Volume and Open Interest |
21,620 |
110,665 |
-1,104 |
Orange Juice(ICE) |
Jul11 |
110523 |
181.45 |
182.25 |
177.15 |
180.85 |
-0.90 |
1,099 |
26,544 |
+639 |
Sep11 |
110523 |
172.75 |
176.65 |
172.75 |
175.95 |
+0.55 |
362 |
4,717 |
+107 |
Nov11 |
110523 |
169.55 |
171.60 |
168.50 |
171.20 |
+0.10 |
205 |
1,790 |
-4 |
Jan12 |
110523 |
167.00 |
168.00 |
165.00 |
167.65 |
-0.30 |
22 |
253 |
+16 |
Mar12 |
110523 |
165.70 |
165.70 |
165.70 |
165.70 |
-0.30 |
10 |
122 |
+5 |
May12 |
110523 |
164.25 |
164.25 |
164.25 |
164.25 |
+0.25 |
5 |
45 |
+5 |
Total Volume and Open Interest |
1,703 |
33,535 |
+768 |
Sugar #11(ICE) |
Jul11 |
110523 |
22.24 |
22.29 |
21.32 |
21.51 |
-0.90 |
44,957 |
262,150 |
+200 |
Oct11 |
110523 |
22.03 |
22.03 |
21.04 |
21.24 |
-0.83 |
22,692 |
143,758 |
+1,385 |
Mar12 |
110523 |
22.29 |
22.29 |
21.46 |
21.72 |
-0.62 |
12,632 |
87,039 |
-1,554 |
May12 |
110523 |
22.05 |
22.05 |
21.38 |
21.54 |
-0.66 |
2,154 |
25,144 |
+209 |
Jul12 |
110523 |
21.78 |
21.79 |
21.31 |
21.48 |
-0.59 |
1,695 |
20,842 |
+76 |
Total Volume and Open Interest |
86,308 |
582,968 |
+218 |
London Cocoa(LCE) |
Jul11 |
110523 |
1810 |
1815 |
1790 |
1792 |
-24 |
3,999 |
73,113 |
-897 |
Sep11 |
110523 |
1843 |
1844 |
1820 |
1822 |
-23 |
1,637 |
32,744 |
+390 |
Dec11 |
110523 |
1871 |
1872 |
1850 |
1850 |
-24 |
585 |
30,530 |
+47 |
Mar12 |
110523 |
1894 |
1894 |
1875 |
1875 |
-22 |
6,064 |
34,242 |
+2,988 |
May12 |
110523 |
1910 |
1910 |
1890 |
1890 |
-21 |
114 |
9,861 |
-75 |
Jul12 |
110523 |
1915 |
1920 |
1900 |
1900 |
-17 |
2 |
4,257 |
+0 |
Sep12 |
110523 |
1925 |
1931 |
1907 |
1907 |
-20 |
0 |
3,033 |
+0 |
Total Volume and Open Interest |
12,566 |
195,317 |
+2,553 |
London Sugar(LCE) |
Aug11 |
110523 |
622.90 |
623.10 |
606.20 |
612.90 |
-12.40 |
2,806 |
24,422 |
+227 |
Oct11 |
110523 |
586.40 |
586.40 |
569.60 |
577.60 |
-8.90 |
1,044 |
8,654 |
+433 |
Dec11 |
110523 |
579.00 |
581.90 |
569.00 |
575.60 |
-10.70 |
97 |
4,053 |
+53 |
Mar12 |
110523 |
576.20 |
576.50 |
564.60 |
571.00 |
-8.40 |
51 |
2,462 |
+14 |
May12 |
110523 |
565.00 |
569.10 |
563.00 |
567.00 |
-7.80 |
74 |
1,447 |
+23 |
Total Volume and Open Interest |
4,104 |
42,760 |
+763 |
Cotton(ICE) |
Jul11 |
110523 |
155.85 |
157.47 |
153.21 |
153.89 |
-1.72 |
9,046 |
70,262 |
+250 |
Oct11 |
110523 |
134.11 |
134.11 |
133.57 |
133.57 |
-0.54 |
32 |
424 |
+6 |
Dec11 |
110523 |
119.77 |
121.78 |
118.50 |
119.76 |
unch |
3,014 |
61,960 |
-314 |
Mar12 |
110523 |
112.21 |
113.88 |
111.41 |
112.04 |
+0.27 |
643 |
10,059 |
+153 |
May12 |
110523 |
109.14 |
109.14 |
108.60 |
109.03 |
+0.65 |
149 |
2,484 |
+23 |
Jul12 |
110523 |
108.00 |
108.00 |
106.00 |
107.76 |
+1.20 |
154 |
3,200 |
+45 |
Total Volume and Open Interest |
13,087 |
150,799 |
+179 |
Lumber(CME) |
Jul11 |
110523 |
227.8 |
227.8 |
217.8 |
218.1 |
-9.1 |
373 |
7,180 |
-99 |
Sep11 |
110523 |
248.2 |
248.2 |
240.8 |
241.0 |
-9.8 |
188 |
2,147 |
+17 |
Nov11 |
110523 |
249.1 |
249.1 |
240.9 |
243.5 |
-6.5 |
37 |
538 |
+9 |
Jan12 |
110523 |
261.0 |
261.0 |
260.0 |
261.0 |
-6.0 |
3 |
30 |
+1 |
Total Volume and Open Interest |
602 |
9,898 |
-72 |
Crude Oil(NYM) |
Jul11 |
110523 |
99.68 |
100.04 |
96.37 |
97.70 |
-2.40 |
311,515 |
417,459 |
+13,619 |
Aug11 |
110523 |
100.03 |
100.34 |
96.79 |
98.14 |
-2.34 |
44,031 |
89,043 |
+59 |
Sep11 |
110523 |
100.70 |
100.70 |
97.16 |
98.53 |
-2.29 |
29,891 |
92,184 |
+2,403 |
Oct11 |
110523 |
100.54 |
100.54 |
97.46 |
98.83 |
-2.22 |
10,841 |
47,502 |
+124 |
Nov11 |
110523 |
100.09 |
100.09 |
97.63 |
99.07 |
-2.15 |
6,563 |
37,319 |
-112 |
Dec11 |
110523 |
100.75 |
101.20 |
97.77 |
99.27 |
-2.09 |
35,240 |
196,415 |
+3,934 |
Jan12 |
110523 |
99.88 |
99.88 |
98.17 |
99.36 |
-2.06 |
3,884 |
38,630 |
+66 |
Feb12 |
110523 |
99.45 |
99.59 |
97.95 |
99.40 |
-2.01 |
1,510 |
22,589 |
-196 |
Mar12 |
110523 |
99.67 |
99.68 |
98.25 |
99.40 |
-1.97 |
2,708 |
29,094 |
-326 |
Apr12 |
110523 |
98.07 |
99.43 |
98.07 |
99.39 |
-1.92 |
1,080 |
15,894 |
-266 |
May12 |
110523 |
99.38 |
99.38 |
99.38 |
99.38 |
-1.86 |
1,189 |
16,830 |
-62 |
Jun12 |
110523 |
100.55 |
100.55 |
98.00 |
99.38 |
-1.80 |
5,641 |
76,181 |
+896 |
Jul12 |
110523 |
99.27 |
99.27 |
99.27 |
99.27 |
-1.77 |
1,266 |
21,680 |
+392 |
Aug12 |
110523 |
99.11 |
99.11 |
99.11 |
99.11 |
-1.75 |
300 |
14,687 |
+83 |
Sep12 |
110523 |
98.97 |
98.97 |
98.97 |
98.97 |
-1.74 |
141 |
14,167 |
-12 |
Oct12 |
110523 |
98.85 |
98.85 |
98.85 |
98.85 |
-1.73 |
127 |
8,379 |
+15 |
Total Volume and Open Interest |
618,965 |
1,546,119 |
-14,498 |
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 |
110523 |
100.025 |
100.250 |
96.825 |
98.150 |
-2.325 |
239 |
450 |
+105 |
Sep11 |
110523 |
99.150 |
99.150 |
97.475 |
98.525 |
-2.300 |
126 |
208 |
+24 |
Oct11 |
110523 |
98.825 |
98.825 |
98.825 |
98.825 |
-2.225 |
0 |
41 |
+0 |
Nov11 |
110523 |
99.075 |
99.075 |
99.075 |
99.075 |
-2.150 |
0 |
18 |
+0 |
Dec11 |
110523 |
98.750 |
99.275 |
98.000 |
99.275 |
-2.075 |
43 |
337 |
+5 |
Jan12 |
110523 |
99.350 |
99.350 |
99.350 |
99.350 |
-2.075 |
0 |
6 |
+0 |
Feb12 |
110523 |
99.400 |
99.400 |
99.400 |
99.400 |
-2.000 |
0 |
7 |
+0 |
Total Volume and Open Interest |
9,204 |
3,712 |
-1,216 |
Heating Oil(NYM) |
Jun11 |
110523 |
290.50 |
291.08 |
283.00 |
284.71 |
-7.12 |
33,109 |
51,912 |
-5,277 |
Jul11 |
110523 |
291.76 |
292.80 |
284.26 |
285.97 |
-7.23 |
37,852 |
85,089 |
+3,952 |
Aug11 |
110523 |
293.49 |
293.49 |
285.77 |
287.49 |
-7.12 |
8,406 |
33,278 |
+450 |
Sep11 |
110523 |
293.55 |
293.55 |
287.74 |
289.30 |
-7.07 |
3,849 |
27,242 |
+761 |
Oct11 |
110523 |
291.97 |
292.06 |
289.33 |
291.02 |
-7.00 |
2,231 |
12,423 |
+261 |
Nov11 |
110523 |
293.00 |
293.85 |
291.06 |
292.74 |
-6.89 |
1,554 |
14,325 |
+207 |
Dec11 |
110523 |
300.03 |
300.03 |
292.60 |
294.40 |
-6.79 |
4,659 |
35,755 |
+380 |
Jan12 |
110523 |
295.05 |
297.15 |
295.02 |
296.02 |
-6.71 |
1,615 |
14,475 |
-234 |
Feb12 |
110523 |
295.07 |
297.06 |
295.00 |
296.47 |
-6.64 |
707 |
6,161 |
-282 |
Mar12 |
110523 |
295.56 |
296.76 |
293.90 |
295.74 |
-6.55 |
163 |
3,142 |
-13 |
Apr12 |
110523 |
293.46 |
294.20 |
293.46 |
293.77 |
-6.48 |
62 |
1,738 |
+38 |
May12 |
110523 |
292.02 |
292.02 |
292.02 |
292.02 |
-6.51 |
26 |
1,806 |
+6 |
Total Volume and Open Interest |
96,303 |
313,972 |
+183 |
Gasoline(NYMEX) |
Jun11 |
110523 |
294.00 |
295.52 |
286.61 |
293.81 |
+0.23 |
36,813 |
47,430 |
-1,568 |
Jul11 |
110523 |
292.10 |
293.34 |
284.77 |
290.59 |
-1.44 |
45,863 |
79,262 |
+2,532 |
Aug11 |
110523 |
290.95 |
290.95 |
282.86 |
287.39 |
-2.75 |
22,166 |
28,924 |
+1,474 |
Sep11 |
110523 |
288.50 |
288.50 |
280.61 |
284.51 |
-3.55 |
12,922 |
30,720 |
+1,401 |
Oct11 |
110523 |
268.98 |
271.80 |
268.10 |
271.11 |
-4.22 |
5,642 |
22,303 |
+88 |
Nov11 |
110523 |
266.49 |
268.92 |
264.92 |
268.34 |
-4.56 |
2,865 |
11,499 |
+191 |
Dec11 |
110523 |
271.09 |
271.09 |
263.45 |
267.05 |
-4.81 |
3,319 |
26,294 |
+184 |
Jan12 |
110523 |
266.23 |
268.07 |
265.60 |
267.50 |
-4.82 |
453 |
6,903 |
+67 |
Feb12 |
110523 |
269.00 |
269.01 |
269.00 |
269.01 |
-4.84 |
229 |
3,819 |
+136 |
Mar12 |
110523 |
270.86 |
270.86 |
270.60 |
270.60 |
-4.85 |
105 |
4,830 |
-60 |
Total Volume and Open Interest |
130,429 |
280,688 |
+4,450 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110523 |
293.80 |
293.81 |
293.80 |
293.80 |
+0.20 |
1 |
2 |
+0 |
Jul11 |
110523 |
290.60 |
290.60 |
290.59 |
290.60 |
-1.40 |
0 |
2 |
-1 |
Aug11 |
110523 |
287.40 |
287.40 |
287.39 |
287.40 |
-2.70 |
0 |
1 |
+0 |
Sep11 |
110523 |
284.50 |
284.51 |
284.50 |
284.50 |
-3.60 |
|
|
|
Total Volume and Open Interest |
1 |
8 |
-1 |
Natural Gas(NYM) |
Jun11 |
110523 |
4.238 |
4.379 |
4.220 |
4.346 |
+0.116 |
131,204 |
66,743 |
-8,860 |
Jul11 |
110523 |
4.293 |
4.428 |
4.276 |
4.393 |
+0.103 |
91,888 |
221,553 |
+7,733 |
Aug11 |
110523 |
4.341 |
4.472 |
4.326 |
4.438 |
+0.098 |
20,922 |
72,521 |
-629 |
Sep11 |
110523 |
4.370 |
4.498 |
4.353 |
4.465 |
+0.098 |
16,964 |
103,860 |
+711 |
Oct11 |
110523 |
4.414 |
4.544 |
4.401 |
4.510 |
+0.096 |
18,483 |
93,356 |
+663 |
Nov11 |
110523 |
4.579 |
4.698 |
4.575 |
4.667 |
+0.091 |
8,360 |
52,600 |
-290 |
Dec11 |
110523 |
4.798 |
4.914 |
4.787 |
4.885 |
+0.091 |
5,161 |
39,097 |
-121 |
Jan12 |
110523 |
4.915 |
5.035 |
4.899 |
5.002 |
+0.091 |
10,373 |
85,459 |
+184 |
Feb12 |
110523 |
4.922 |
5.025 |
4.922 |
4.993 |
+0.091 |
1,608 |
19,258 |
-151 |
Mar12 |
110523 |
4.843 |
4.966 |
4.843 |
4.935 |
+0.092 |
3,001 |
38,088 |
-30 |
Apr12 |
110523 |
4.705 |
4.823 |
4.705 |
4.801 |
+0.092 |
4,474 |
38,115 |
+451 |
May12 |
110523 |
4.773 |
4.836 |
4.770 |
4.821 |
+0.090 |
531 |
9,467 |
-17 |
Jun12 |
110523 |
4.771 |
4.875 |
4.771 |
4.861 |
+0.090 |
573 |
8,224 |
+171 |
Jul12 |
110523 |
4.885 |
4.929 |
4.885 |
4.907 |
+0.089 |
95 |
6,025 |
+5 |
Aug12 |
110523 |
4.935 |
4.935 |
4.925 |
4.935 |
+0.089 |
20 |
5,997 |
+1 |
Sep12 |
110523 |
4.977 |
4.977 |
4.933 |
4.945 |
+0.089 |
79 |
5,465 |
-18 |
Total Volume and Open Interest |
315,365 |
947,797 |
+30 |
Brent Crude Oil(ICE) |
Jul11 |
110523 |
112.12 |
112.23 |
108.58 |
110.10 |
-2.29 |
163,742 |
222,657 |
-9,130 |
Aug11 |
110523 |
111.75 |
111.75 |
108.27 |
109.78 |
-2.24 |
61,077 |
152,988 |
-1,026 |
Sep11 |
110523 |
111.05 |
111.05 |
107.91 |
109.39 |
-2.20 |
33,108 |
76,698 |
+2,517 |
Oct11 |
110523 |
110.65 |
110.65 |
107.64 |
109.04 |
-2.16 |
15,955 |
42,809 |
-2,438 |
Nov11 |
110523 |
110.31 |
110.31 |
107.37 |
108.75 |
-2.12 |
8,173 |
25,066 |
+96 |
Dec11 |
110523 |
110.02 |
110.03 |
107.00 |
108.50 |
-2.07 |
31,164 |
90,510 |
+2,444 |
Jan12 |
110523 |
109.20 |
109.20 |
107.21 |
108.31 |
-2.04 |
4,157 |
21,128 |
-173 |
Feb12 |
110523 |
108.98 |
108.98 |
107.34 |
108.10 |
-2.02 |
1,847 |
19,302 |
+104 |
Mar12 |
110523 |
108.75 |
108.75 |
106.99 |
107.88 |
-1.99 |
1,437 |
31,181 |
+188 |
Apr12 |
110523 |
107.50 |
107.63 |
107.50 |
107.63 |
-1.96 |
554 |
8,039 |
-50 |
May12 |
110523 |
107.36 |
107.36 |
107.36 |
107.36 |
-1.94 |
744 |
5,506 |
-131 |
Jun12 |
110523 |
107.50 |
107.50 |
105.79 |
107.10 |
-1.90 |
4,812 |
34,064 |
-680 |
Jul12 |
110523 |
106.80 |
106.80 |
106.80 |
106.80 |
-1.86 |
1,095 |
3,749 |
+373 |
Aug12 |
110523 |
106.48 |
106.48 |
106.48 |
106.48 |
-1.83 |
118 |
2,298 |
+30 |
Total Volume and Open Interest |
336,578 |
860,124 |
-7,085 |
Gas Oil(ICE) |
Jun11 |
110523 |
920.00 |
920.75 |
895.50 |
899.50 |
-9.75 |
48,316 |
121,615 |
-123 |
Jul11 |
110523 |
923.75 |
924.75 |
898.75 |
903.00 |
-9.50 |
51,705 |
89,912 |
+793 |
Aug11 |
110523 |
926.75 |
927.50 |
902.50 |
906.50 |
-9.25 |
18,417 |
50,232 |
+2,885 |
Sep11 |
110523 |
926.00 |
926.00 |
906.75 |
910.00 |
-9.00 |
7,904 |
49,075 |
-44 |
Oct11 |
110523 |
923.00 |
923.00 |
909.75 |
912.50 |
-9.00 |
4,897 |
31,253 |
-1,164 |
Nov11 |
110523 |
921.25 |
921.25 |
911.50 |
913.75 |
-8.75 |
2,196 |
22,745 |
+302 |
Dec11 |
110523 |
935.25 |
936.00 |
911.25 |
915.50 |
-8.50 |
12,505 |
55,059 |
-1,893 |
Jan12 |
110523 |
918.75 |
922.50 |
918.25 |
918.25 |
-8.50 |
1,257 |
24,529 |
+167 |
Feb12 |
110523 |
919.75 |
923.25 |
918.75 |
918.75 |
-8.75 |
276 |
7,088 |
-80 |
Mar12 |
110523 |
923.00 |
923.00 |
918.50 |
918.50 |
-8.50 |
377 |
6,779 |
+24 |
Total Volume and Open Interest |
150,441 |
549,382 |
+2,143 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110523 |
2.710 |
2.710 |
2.635 |
2.650 |
-0.019 |
235 |
984 |
-19 |
Jul11 |
110523 |
2.662 |
2.675 |
2.642 |
2.645 |
-0.021 |
249 |
1,230 |
-80 |
Aug11 |
110523 |
2.648 |
2.664 |
2.631 |
2.636 |
-0.013 |
121 |
1,100 |
+11 |
Sep11 |
110523 |
2.600 |
2.607 |
2.573 |
2.587 |
-0.011 |
136 |
1,063 |
+41 |
Oct11 |
110523 |
2.473 |
2.485 |
2.464 |
2.477 |
-0.013 |
64 |
1,037 |
-24 |
Nov11 |
110523 |
2.405 |
2.409 |
2.390 |
2.398 |
-0.021 |
44 |
678 |
+14 |
Dec11 |
110523 |
2.385 |
2.394 |
2.369 |
2.378 |
-0.022 |
71 |
991 |
+41 |
Total Volume and Open Interest |
972 |
8,197 |
+3 |
WTI Crude Oil(ICE |
Jul11 |
110523 |
99.66 |
100.12 |
96.34 |
97.70 |
-2.40 |
81,284 |
98,011 |
+13 |
Aug11 |
110523 |
99.75 |
99.75 |
96.75 |
98.14 |
-2.34 |
18,935 |
41,415 |
+693 |
Sep11 |
110523 |
100.08 |
100.08 |
97.17 |
98.53 |
-2.29 |
13,743 |
40,243 |
+93 |
Oct11 |
110523 |
98.98 |
98.98 |
97.46 |
98.83 |
-2.22 |
6,754 |
18,262 |
-48 |
Nov11 |
110523 |
99.17 |
99.17 |
97.67 |
99.07 |
-2.15 |
3,659 |
15,439 |
-15 |
Dec11 |
110523 |
100.85 |
100.85 |
97.76 |
99.27 |
-2.09 |
16,544 |
82,227 |
-244 |
Jan12 |
110523 |
98.78 |
99.36 |
97.97 |
99.36 |
-2.06 |
928 |
12,028 |
+217 |
Feb12 |
110523 |
98.43 |
99.40 |
98.43 |
99.40 |
-2.01 |
402 |
3,516 |
-25 |
Mar12 |
110523 |
99.26 |
99.40 |
99.26 |
99.40 |
-1.97 |
453 |
11,974 |
-32 |
Apr12 |
110523 |
99.39 |
99.39 |
99.39 |
99.39 |
-1.92 |
303 |
4,304 |
-37 |
May12 |
110523 |
99.38 |
99.38 |
99.38 |
99.38 |
-1.86 |
263 |
2,256 |
-36 |
Jun12 |
110523 |
98.28 |
99.38 |
98.10 |
99.38 |
-1.80 |
899 |
26,109 |
-61 |
Jul12 |
110523 |
99.27 |
99.27 |
99.27 |
99.27 |
-1.77 |
31 |
1,830 |
+8 |
Aug12 |
110523 |
99.11 |
99.11 |
99.11 |
99.11 |
-1.75 |
2 |
891 |
+0 |
Sep12 |
110523 |
98.97 |
98.97 |
98.97 |
98.97 |
-1.74 |
2 |
4,296 |
+0 |
Oct12 |
110523 |
98.85 |
98.85 |
98.85 |
98.85 |
-1.73 |
0 |
506 |
+0 |
Total Volume and Open Interest |
148,228 |
462,642 |
-34,045 |
US Dollar Index(ICE) |
Jun11 |
110523 |
75.845 |
76.540 |
75.825 |
76.235 |
+0.655 |
41,059 |
56,534 |
+1,028 |
Sep11 |
110523 |
76.350 |
77.015 |
76.350 |
76.720 |
+0.650 |
365 |
1,318 |
+219 |
Dec11 |
110523 |
77.250 |
77.250 |
77.250 |
77.250 |
+0.650 |
0 |
2 |
+0 |
Total Volume and Open Interest |
41,424 |
57,855 |
+1,247 |
Australian Dollar(CME) |
Jun11 |
110523 |
106.17 |
106.67 |
104.51 |
104.98 |
-1.69 |
104,734 |
113,374 |
+1,015 |
Sep11 |
110523 |
104.78 |
105.32 |
103.26 |
103.67 |
-1.65 |
162 |
1,297 |
+30 |
Dec11 |
110523 |
102.47 |
104.08 |
102.47 |
102.47 |
-1.61 |
0 |
78 |
+0 |
Total Volume and Open Interest |
104,896 |
114,751 |
+1,045 |
British Pound(CME) |
Jun11 |
110523 |
162.23 |
162.73 |
160.81 |
161.13 |
-1.60 |
122,755 |
106,748 |
-592 |
Sep11 |
110523 |
162.00 |
162.52 |
160.68 |
160.93 |
-1.59 |
217 |
873 |
+132 |
Dec11 |
110523 |
160.71 |
162.28 |
160.71 |
160.71 |
-1.57 |
0 |
48 |
+0 |
Total Volume and Open Interest |
122,974 |
107,676 |
-458 |
Canadian Dollar(CME) |
Jun11 |
110523 |
102.60 |
102.82 |
101.88 |
102.33 |
-0.49 |
77,163 |
111,866 |
-1,146 |
Sep11 |
110523 |
102.29 |
102.58 |
101.65 |
102.09 |
-0.49 |
572 |
5,015 |
+259 |
Dec11 |
110523 |
101.87 |
102.33 |
101.40 |
101.85 |
-0.48 |
79 |
2,970 |
+42 |
Mar12 |
110523 |
101.62 |
102.03 |
101.39 |
101.55 |
-0.48 |
15 |
331 |
+10 |
Total Volume and Open Interest |
77,829 |
120,376 |
-835 |
Japanese Yen(CME) |
Jun11 |
110523 |
122.32 |
122.98 |
121.86 |
122.06 |
-0.51 |
119,030 |
99,100 |
-391 |
Sep11 |
110523 |
122.43 |
123.01 |
121.96 |
122.12 |
-0.51 |
628 |
3,148 |
+89 |
Dec11 |
110523 |
122.23 |
122.72 |
122.23 |
122.23 |
-0.49 |
9 |
220 |
-3 |
Total Volume and Open Interest |
119,667 |
102,477 |
-305 |
Swiss Franc(CME) |
Jun11 |
110523 |
113.84 |
114.22 |
113.01 |
113.30 |
-0.75 |
45,086 |
69,833 |
+548 |
Sep11 |
110523 |
113.97 |
114.20 |
113.12 |
113.37 |
-0.73 |
152 |
400 |
+23 |
Dec11 |
110523 |
113.42 |
114.16 |
113.42 |
113.42 |
-0.74 |
0 |
23 |
+0 |
Total Volume and Open Interest |
45,238 |
70,258 |
+571 |
EuroFX(CME) |
Jun11 |
110523 |
141.30 |
141.39 |
139.63 |
140.54 |
-1.44 |
346,643 |
257,087 |
+5,239 |
Sep11 |
110523 |
140.91 |
141.57 |
139.25 |
140.16 |
-1.41 |
910 |
4,088 |
+65 |
Dec11 |
110523 |
139.50 |
141.12 |
139.11 |
139.71 |
-1.41 |
6 |
143 |
+1 |
Total Volume and Open Interest |
347,560 |
261,698 |
+5,306 |
Mexican Peso(CME) |
Jun11 |
110523 |
857.8 |
858.2 |
848.8 |
850.5 |
-7.8 |
47,629 |
149,360 |
+2,591 |
Jul11 |
110523 |
849.0 |
856.5 |
849.0 |
849.0 |
-7.5 |
|
|
|
Total Volume and Open Interest |
47,739 |
149,616 |
+2,627 |
30-Year T-Bonds(CBOT) |
Jun11 |
110520 |
124~280 |
124~280 |
124~160 |
124~270 |
+0~070 |
|
|
|
Sep11 |
110523 |
123~210 |
124~110 |
123~210 |
123~260 |
+0~080 |
26,675 |
37,217 |
+11,820 |
Dec11 |
110523 |
122~290 |
122~290 |
122~030 |
122~110 |
+0~080 |
1 |
3 |
+0 |
Total Volume and Open Interest |
494,202 |
745,688 |
+21,795 |
10-Year T-Notes(CBOT) |
Jun11 |
110523 |
122~280 |
123~130 |
122~280 |
123~000 |
+0~060 |
1,633,918 |
1,823,448 |
+1,385 |
Sep11 |
110523 |
121~160 |
122~000 |
121~135 |
121~200 |
+0~065 |
63,380 |
94,629 |
+24,492 |
Dec11 |
110523 |
121~060 |
121~060 |
120~135 |
120~200 |
+0~065 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,697,298 |
1,918,083 |
+25,877 |
5-Year T-Notes(CBOT) |
Jun11 |
110520 |
119~063 |
119~063 |
119~062 |
119~062 |
+0~015 |
|
|
|
Sep11 |
110523 |
118~050 |
118~085 |
118~044 |
118~048 |
+0~007 |
37,678 |
115,399 |
+20,275 |
Dec11 |
110523 |
117~072 |
117~072 |
117~065 |
117~072 |
+0~007 |
|
|
|
Total Volume and Open Interest |
881,833 |
1,583,684 |
-3,879 |
2 Year T-Notes(CBOT) |
Jun11 |
110523 |
109~103 |
109~108 |
109~098 |
109~099 |
-0~005 |
272,606 |
1,012,949 |
-12,182 |
Sep11 |
110523 |
109~054 |
109~057 |
109~048 |
109~049 |
-0~004 |
25,596 |
62,598 |
+9,647 |
Dec11 |
110523 |
108~115 |
108~119 |
108~115 |
108~115 |
-0~004 |
0 |
20 |
+0 |
Total Volume and Open Interest |
298,202 |
1,075,567 |
-2,535 |
Eurodollars(CME) |
Jun11 |
110523 |
99.728 |
99.728 |
99.717 |
99.723 |
-0.005 |
280,623 |
919,168 |
+1,915 |
Sep11 |
110523 |
99.675 |
99.675 |
99.650 |
99.655 |
-0.020 |
433,847 |
1,363,618 |
-6,327 |
Dec11 |
110523 |
99.600 |
99.605 |
99.580 |
99.585 |
-0.015 |
368,890 |
1,593,084 |
-23,839 |
Mar12 |
110523 |
99.485 |
99.490 |
99.465 |
99.470 |
-0.010 |
425,427 |
1,675,374 |
+37,935 |
Jun12 |
110523 |
99.280 |
99.300 |
99.260 |
99.265 |
-0.010 |
489,841 |
1,462,970 |
+61,858 |
Sep12 |
110523 |
99.015 |
99.045 |
98.995 |
99.000 |
-0.010 |
343,603 |
768,357 |
+11,071 |
Dec12 |
110523 |
98.725 |
98.770 |
98.705 |
98.715 |
-0.005 |
325,691 |
561,210 |
+19,067 |
Mar13 |
110523 |
98.465 |
98.525 |
98.455 |
98.460 |
unch |
275,751 |
387,005 |
+13,220 |
Jun13 |
110523 |
98.205 |
98.275 |
98.200 |
98.205 |
+0.005 |
189,382 |
247,477 |
-5,987 |
Sep13 |
110523 |
97.950 |
98.020 |
97.945 |
97.950 |
+0.010 |
126,226 |
243,183 |
+2,530 |
Dec13 |
110523 |
97.685 |
97.755 |
97.680 |
97.685 |
+0.010 |
93,203 |
190,762 |
+3,530 |
Mar14 |
110523 |
97.450 |
97.525 |
97.445 |
97.450 |
+0.010 |
88,850 |
178,890 |
+7,273 |
Jun14 |
110523 |
97.220 |
97.295 |
97.210 |
97.220 |
+0.015 |
31,035 |
103,271 |
+3,893 |
Sep14 |
110523 |
97.000 |
97.075 |
96.990 |
97.000 |
+0.020 |
27,390 |
61,006 |
+1,800 |
Dec14 |
110523 |
96.775 |
96.850 |
96.765 |
96.775 |
+0.020 |
21,964 |
69,878 |
+1,604 |
Mar15 |
110523 |
96.605 |
96.655 |
96.570 |
96.585 |
+0.025 |
14,682 |
49,642 |
-54 |
Jun15 |
110523 |
4.645 |
4.710 |
4.635 |
4.645 |
+0.030 |
11,347 |
43,989 |
-229 |
Sep15 |
110523 |
4.465 |
4.530 |
4.455 |
4.470 |
+0.035 |
7,522 |
39,507 |
+157 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110523 |
99.910 |
99.910 |
99.905 |
99.908 |
unch |
2,317 |
75,104 |
-1,141 |
Jun11 |
110523 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
1,164 |
62,777 |
-185 |
Jul11 |
110523 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
1,142 |
50,926 |
-197 |
Aug11 |
110523 |
99.885 |
99.885 |
99.880 |
99.885 |
unch |
7,737 |
49,950 |
-2,756 |
Sep11 |
110523 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
7,268 |
41,278 |
-968 |
Oct11 |
110523 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
9,153 |
51,370 |
-1,671 |
Total Volume and Open Interest |
71,447 |
701,402 |
-1,065 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110523 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110523 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec11 |
110523 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
0 |
75 |
+0 |
Mar12 |
110523 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun12 |
110523 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep12 |
110523 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
|
|
|
Dec12 |
110523 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Mar13 |
110523 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
Jun13 |
110523 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Sep13 |
110523 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110523 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
6,003 |
+0 |
Sep11 |
110523 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,466 |
+0 |
Dec11 |
110523 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110523 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
3,877 |
+0 |
Jun12 |
110523 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110523 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
411 |
+0 |
Dec12 |
110523 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
24 |
+0 |
Mar13 |
110523 |
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 |
110523 |
140.68 |
140.75 |
140.68 |
140.70 |
+0.06 |
15 |
56 |
+15 |
Dec11 |
110523 |
138.61 |
138.61 |
138.61 |
138.61 |
+0.06 |
|
|
|
Total Volume and Open Interest |
1,247 |
21,372 |
+455 |
Euro-Bund(EUREX) |
Jun11 |
110523 |
124.93 |
125.33 |
124.87 |
125.18 |
+0.42 |
1,015,497 |
993,638 |
-911 |
Sep11 |
110523 |
124.70 |
125.09 |
124.64 |
124.94 |
+0.43 |
2,898 |
29,930 |
+1,486 |
Dec11 |
110523 |
123.98 |
123.98 |
123.98 |
123.98 |
+0.42 |
272 |
0 |
+0 |
Total Volume and Open Interest |
1,018,667 |
1,023,568 |
+575 |
Euro-Bobl(EUREX) |
Jun11 |
110517 |
116.01 |
116.09 |
115.77 |
115.98 |
+0.27 |
814,418 |
795,459 |
-15,722 |
Sep11 |
110523 |
115.87 |
116.14 |
115.82 |
116.01 |
+0.32 |
4,995 |
51,881 |
+2,211 |
Dec11 |
110523 |
116.11 |
116.11 |
116.11 |
116.11 |
+0.30 |
53 |
0 |
+0 |
Total Volume and Open Interest |
669,263 |
879,580 |
+26,185 |
3-Mth Euribor(EUREX) |
Jun11 |
110523 |
98.485 |
98.495 |
98.485 |
98.490 |
+0.025 |
167 |
5,135 |
+124 |
Sep11 |
110523 |
98.235 |
98.250 |
98.230 |
98.235 |
+0.040 |
194 |
2,080 |
+63 |
Dec11 |
110523 |
98.065 |
98.070 |
98.065 |
98.065 |
+0.060 |
177 |
1,105 |
+27 |
Total Volume and Open Interest |
659 |
11,074 |
+293 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110523 |
120~00 |
120~06 |
119~29 |
119~31 |
+0~13 |
3,339 |
6,887 |
+2,849 |
Total Volume and Open Interest |
147,538 |
361,388 |
+69,232 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110523 |
99.18 |
99.18 |
99.16 |
99.16 |
-0.01 |
20,980 |
457,806 |
-24,170 |
Sep11 |
110523 |
99.10 |
99.12 |
99.09 |
99.09 |
-0.01 |
43,749 |
473,725 |
-15,390 |
Dec11 |
110523 |
98.97 |
98.99 |
98.96 |
98.97 |
+0.01 |
68,769 |
495,953 |
+5,397 |
Mar12 |
110523 |
98.81 |
98.85 |
98.81 |
98.83 |
+0.03 |
77,777 |
461,323 |
+24,145 |
Jun12 |
110523 |
98.62 |
98.67 |
98.61 |
98.65 |
+0.06 |
78,472 |
381,635 |
-7,452 |
Sep12 |
110523 |
98.39 |
98.47 |
98.38 |
98.44 |
+0.08 |
48,643 |
251,229 |
+8,055 |
Total Volume and Open Interest |
426,637 |
3,093,378 |
-23,672 |
3-Mth Euribor(LIFFE) |
Jun11 |
110523 |
98.470 |
98.500 |
98.465 |
98.490 |
+0.025 |
148,565 |
799,568 |
+29,280 |
Sep11 |
110523 |
98.195 |
98.255 |
98.195 |
98.235 |
+0.040 |
159,212 |
690,854 |
-20,339 |
Dec11 |
110523 |
98.000 |
98.085 |
98.000 |
98.065 |
+0.060 |
157,657 |
689,388 |
+5,627 |
Total Volume and Open Interest |
1,096,257 |
4,209,674 |
+112,715 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110523 |
94.97 |
95.00 |
94.96 |
95.00 |
+0.03 |
5,055 |
155,548 |
-2,803 |
Sep11 |
110523 |
94.89 |
94.95 |
94.88 |
94.94 |
+0.05 |
11,042 |
217,412 |
+457 |
Dec11 |
110523 |
94.82 |
94.89 |
94.81 |
94.88 |
+0.06 |
7,364 |
138,866 |
-1,057 |
Mar12 |
110523 |
94.75 |
94.83 |
94.74 |
94.82 |
+0.07 |
8,238 |
87,708 |
+3,700 |
Jun12 |
110523 |
94.69 |
94.77 |
94.68 |
94.76 |
+0.08 |
1,987 |
53,876 |
-766 |
Sep12 |
110523 |
94.63 |
94.72 |
94.63 |
94.71 |
+0.07 |
1,697 |
52,748 |
+15 |
Dec12 |
110523 |
94.64 |
94.67 |
94.64 |
94.67 |
+0.08 |
592 |
28,055 |
+62 |
Mar13 |
110523 |
94.56 |
94.65 |
94.56 |
94.64 |
+0.07 |
302 |
19,269 |
+32 |
Jun13 |
110523 |
94.51 |
94.62 |
94.51 |
94.61 |
+0.09 |
23 |
1,955 |
+11 |
Sep13 |
110523 |
94.44 |
94.57 |
94.44 |
94.55 |
+0.07 |
9 |
1,141 |
+3 |
Total Volume and Open Interest |
36,309 |
757,432 |
-346 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110523 |
94.69 |
94.74 |
94.66 |
94.74 |
+0.05 |
39,857 |
418,678 |
+4,977 |
Sep11 |
110523 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.05 |
|
|
|
Total Volume and Open Interest |
39,857 |
418,678 |
+4,977 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110520 |
94.96 |
94.99 |
94.94 |
94.98 |
+0.01 |
99,317 |
659,071 |
-151 |
Sep11 |
110523 |
95.07 |
95.07 |
95.07 |
95.07 |
+0.09 |
|
|
|
Total Volume and Open Interest |
102,307 |
674,352 |
+15,281 |
Gold(CMX) |
Jun11 |
110523 |
1512.8 |
1519.0 |
1503.7 |
1515.4 |
+6.5 |
162,309 |
230,248 |
-17,681 |
Aug11 |
110523 |
1513.5 |
1520.0 |
1504.9 |
1516.5 |
+6.5 |
40,379 |
131,639 |
+12,025 |
Oct11 |
110523 |
1514.5 |
1521.5 |
1506.8 |
1517.7 |
+6.5 |
1,856 |
7,180 |
+774 |
Dec11 |
110523 |
1515.7 |
1521.6 |
1508.4 |
1519.0 |
+6.5 |
6,046 |
62,570 |
+2,295 |
Feb12 |
110523 |
1519.0 |
1522.4 |
1513.0 |
1520.2 |
+6.6 |
1,056 |
7,150 |
-153 |
Apr12 |
110523 |
1518.5 |
1523.2 |
1518.5 |
1521.4 |
+6.5 |
296 |
5,088 |
+17 |
Jun12 |
110523 |
1522.9 |
1523.1 |
1522.9 |
1522.9 |
+6.5 |
1,356 |
11,591 |
+187 |
Aug12 |
110523 |
1524.9 |
1524.9 |
1524.9 |
1524.9 |
+6.5 |
27 |
4,070 |
+0 |
Oct12 |
110523 |
1527.4 |
1527.4 |
1527.4 |
1527.4 |
+6.5 |
100 |
3,489 |
+53 |
Dec12 |
110523 |
1532.1 |
1532.1 |
1520.0 |
1530.5 |
+6.5 |
192 |
12,317 |
+21 |
Feb13 |
110523 |
1533.8 |
1533.8 |
1533.8 |
1533.8 |
+6.6 |
0 |
205 |
+0 |
Total Volume and Open Interest |
214,525 |
509,970 |
-2,038 |
Silver(CMX) |
May11 |
110523 |
3461.0 |
3510.5 |
3439.5 |
3490.1 |
-18.1 |
58 |
214 |
-89 |
Jul11 |
110523 |
3501.5 |
3540.0 |
3434.0 |
3490.4 |
-18.3 |
61,347 |
64,023 |
-127 |
Sep11 |
110523 |
3510.5 |
3539.0 |
3440.0 |
3492.3 |
-18.2 |
1,673 |
9,537 |
+543 |
Dec11 |
110523 |
3510.5 |
3541.5 |
3440.0 |
3493.9 |
-18.0 |
3,644 |
23,721 |
+308 |
Mar12 |
110523 |
3531.0 |
3531.0 |
3490.3 |
3490.3 |
-17.6 |
43 |
3,554 |
+1 |
May12 |
110523 |
3486.7 |
3486.7 |
3486.7 |
3486.7 |
-17.6 |
13 |
1,017 |
-6 |
Jul12 |
110523 |
3455.5 |
3483.2 |
3448.0 |
3483.2 |
-17.6 |
2 |
1,708 |
+1 |
Total Volume and Open Interest |
67,517 |
122,613 |
+641 |
Platinum(NYMEX) |
Jul11 |
110523 |
1776.0 |
1783.8 |
1742.2 |
1755.9 |
-13.5 |
4,201 |
33,093 |
+421 |
Oct11 |
110523 |
1772.0 |
1772.0 |
1750.0 |
1759.2 |
-13.3 |
129 |
2,237 |
+84 |
Jan12 |
110523 |
1753.0 |
1761.8 |
1752.6 |
1761.8 |
-13.2 |
0 |
80 |
+0 |
Apr12 |
110523 |
1763.8 |
1763.8 |
1763.8 |
1763.8 |
-13.2 |
2 |
26 |
+2 |
Total Volume and Open Interest |
4,334 |
35,442 |
+508 |
Palladium(NYMEX) |
Jun11 |
110523 |
738.00 |
738.40 |
721.60 |
731.80 |
-3.70 |
2,975 |
12,689 |
-396 |
Sep11 |
110523 |
739.90 |
739.95 |
723.80 |
733.60 |
-3.60 |
358 |
6,621 |
+171 |
Dec11 |
110523 |
734.85 |
734.85 |
734.85 |
734.85 |
-3.60 |
5 |
474 |
+3 |
Total Volume and Open Interest |
3,338 |
19,791 |
-222 |
Copper(CMX) |
May11 |
110523 |
401.35 |
401.35 |
395.35 |
399.00 |
-12.90 |
204 |
983 |
-94 |
Jul11 |
110523 |
410.20 |
411.05 |
395.05 |
399.15 |
-13.00 |
32,120 |
68,612 |
+961 |
Sep11 |
110523 |
412.05 |
412.75 |
397.15 |
401.00 |
-12.95 |
1,752 |
25,778 |
+315 |
Dec11 |
110523 |
410.50 |
412.65 |
399.65 |
402.85 |
-12.95 |
173 |
13,964 |
+7 |
Mar12 |
110523 |
401.35 |
403.75 |
401.35 |
403.75 |
-12.95 |
4 |
4,273 |
+2 |
Total Volume and Open Interest |
34,867 |
121,225 |
+1,483 |
DJIA Index(CBOT) |
Jun11 |
110523 |
12435 |
12448 |
12310 |
12362 |
-104 |
428 |
24,334 |
+109 |
Sep11 |
110523 |
12292 |
12397 |
12292 |
12292 |
-105 |
0 |
19 |
+0 |
Dec11 |
110523 |
12221 |
12326 |
12221 |
12221 |
-105 |
0 |
7 |
+0 |
Mar12 |
110523 |
12161 |
12266 |
12161 |
12161 |
-105 |
|
|
|
Total Volume and Open Interest |
428 |
24,360 |
+109 |
S & P 500(CME) |
Jun11 |
110523 |
1326.00 |
1326.70 |
1310.90 |
1315.20 |
-12.60 |
10,256 |
313,845 |
+803 |
Sep11 |
110523 |
1311.00 |
1313.40 |
1307.50 |
1309.80 |
-12.60 |
97 |
7,415 |
-7 |
Dec11 |
110523 |
1304.30 |
1304.80 |
1302.80 |
1304.30 |
-12.50 |
200 |
5,701 |
+200 |
Mar12 |
110523 |
1299.30 |
1299.80 |
1297.80 |
1299.30 |
-12.50 |
|
|
|
Total Volume and Open Interest |
10,553 |
326,966 |
+996 |
S & P 500 E-Mini(Globex) |
Jun11 |
110520 |
1341.50 |
1344.00 |
1327.00 |
1327.75 |
-13.75 |
|
|
|
Sep11 |
110523 |
1316.75 |
1320.00 |
1306.25 |
1309.75 |
-12.75 |
1,757 |
35,839 |
-157 |
Total Volume and Open Interest |
1,827,070 |
2,747,253 |
+11,471 |
NASDAQ 100(CME) |
Jun11 |
110523 |
2337.50 |
2343.30 |
2304.00 |
2315.50 |
-28.00 |
597 |
18,810 |
+296 |
Sep11 |
110523 |
2311.80 |
2311.80 |
2303.00 |
2311.80 |
-28.00 |
0 |
111 |
+0 |
Dec11 |
110523 |
2308.30 |
2308.30 |
2307.30 |
2308.30 |
-28.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
597 |
18,922 |
+296 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110523 |
2335.00 |
2340.80 |
2304.50 |
2315.50 |
-28.00 |
228,801 |
345,695 |
+3,976 |
Sep11 |
110523 |
2333.30 |
2336.30 |
2301.50 |
2311.80 |
-28.00 |
337 |
1,536 |
+7 |
Total Volume and Open Interest |
229,138 |
347,245 |
+3,983 |
S & P Midcap 400(CME) |
Jun11 |
110523 |
970.60 |
971.00 |
968.00 |
970.60 |
-13.00 |
0 |
1,598 |
+0 |
Sep11 |
110523 |
968.10 |
969.10 |
968.10 |
968.10 |
-13.00 |
|
|
|
Dec11 |
110523 |
966.50 |
967.50 |
966.50 |
966.50 |
-13.00 |
|
|
|
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 |
110523 |
9465 |
9470 |
9430 |
9445 |
-125 |
1 |
69 |
+1 |
Total Volume and Open Interest |
5,219 |
47,762 |
-389 |
Nikkei 225(SGX) |
Jun11 |
110523 |
9600 |
9625 |
9435 |
9470 |
-145 |
89,007 |
242,392 |
+3,180 |
Sep11 |
110523 |
9600 |
9600 |
9445 |
9475 |
-135 |
28 |
1,472 |
+12 |
Dec11 |
110523 |
9410 |
9410 |
9410 |
9410 |
-145 |
400 |
6,659 |
+400 |
Total Volume and Open Interest |
89,482 |
254,402 |
+3,601 |
CAC 40(EURONEXT) |
Jun11 |
110523 |
3913.0 |
3916.5 |
3870.5 |
3882.5 |
-67.0 |
116,609 |
338,357 |
+58,178 |
Jul11 |
110523 |
3899.0 |
3901.5 |
3880.5 |
3880.5 |
-67.5 |
|
|
|
Aug11 |
110523 |
3881.0 |
3881.0 |
3881.0 |
3881.0 |
|
|
|
|
Hang Seng Index(HKFE) |
May11 |
110523 |
22887 |
22904 |
22622 |
22655 |
-490 |
81,953 |
82,120 |
-1,094 |
Jun11 |
110523 |
22733 |
22753 |
22474 |
22500 |
-497 |
2,480 |
11,102 |
+349 |
Total Volume and Open Interest |
84,643 |
95,004 |
-761 |
DAX(EUREX) |
Jun11 |
110523 |
7200.0 |
7202.0 |
7107.0 |
7139.0 |
-132.5 |
156,016 |
183,556 |
+728 |
Sep11 |
110523 |
7242.0 |
7242.0 |
7131.0 |
7162.0 |
-134.0 |
1,146 |
7,369 |
+303 |
Dec11 |
110523 |
7270.0 |
7270.0 |
7168.0 |
7193.5 |
-134.5 |
171 |
1,338 |
-42 |
Total Volume and Open Interest |
157,333 |
192,263 |
+989 |
FT-SE 100(EURONEXT) |
Jun11 |
110523 |
5850.00 |
5925.50 |
5804.00 |
5828.50 |
-101.00 |
114,104 |
674,756 |
+10,791 |
Sep11 |
110523 |
5844.00 |
5844.00 |
5775.00 |
5792.50 |
-102.00 |
456 |
4,861 |
+1,015 |
Dec11 |
110523 |
5769.50 |
5769.50 |
5769.50 |
5769.50 |
-102.00 |
0 |
253 |
+0 |
Total Volume and Open Interest |
114,560 |
679,965 |
+11,806 |
SPI 200(SFE) |
Jun11 |
110523 |
4736.0 |
4753.0 |
4641.0 |
4647.0 |
-93.0 |
25,217 |
178,097 |
-169 |
Sep11 |
110523 |
4720.0 |
4720.0 |
4635.0 |
4635.0 |
-93.0 |
16 |
3,771 |
+11 |
Dec11 |
110523 |
4724.0 |
4724.0 |
4657.0 |
4657.0 |
-93.0 |
1 |
2,596 |
+1 |
Total Volume and Open Interest |
25,286 |
188,455 |
-134 |
GSCI(CME) |
Jun11 |
110523 |
18.89 |
23.64 |
16.14 |
21.14 |
-14.50 |
135 |
10,760 |
+6 |
Jul11 |
110523 |
16.04 |
20.64 |
13.89 |
18.64 |
-14.00 |
2 |
0 |
+0 |
Aug11 |
110523 |
19.64 |
19.64 |
15.14 |
19.64 |
-14.00 |
|
|
|
Total Volume and Open Interest |
137 |
10,760 |
+6 |
Reuters CCI(ICE) |
Jun11 |
110523 |
337.40 |
337.40 |
337.40 |
337.40 |
-5.10 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|