|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue May 24, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110524 |
1373.75 |
1389.00 |
1365.75 |
1372.25 |
-1.50 |
85,706 |
245,957 |
+1,890 |
Aug11 |
110524 |
1368.00 |
1383.50 |
1361.75 |
1368.00 |
+0.75 |
7,951 |
24,302 |
+240 |
Sep11 |
110524 |
1359.75 |
1374.75 |
1354.25 |
1360.50 |
+2.25 |
2,313 |
16,415 |
-29 |
Nov11 |
110524 |
1351.00 |
1368.50 |
1346.25 |
1354.25 |
+3.50 |
24,803 |
198,585 |
-5 |
Jan12 |
110524 |
1358.25 |
1375.00 |
1355.75 |
1362.25 |
+4.00 |
1,611 |
22,957 |
-60 |
Mar12 |
110524 |
1360.25 |
1376.00 |
1356.75 |
1363.50 |
+2.50 |
1,912 |
15,328 |
+429 |
May12 |
110524 |
1359.00 |
1371.75 |
1350.00 |
1356.25 |
+0.50 |
1,544 |
13,079 |
+569 |
Total Volume and Open Interest |
126,471 |
553,075 |
+3,128 |
Soybean Meal(CBOT) |
Jul11 |
110524 |
359.20 |
362.80 |
356.60 |
359.20 |
+0.40 |
34,973 |
95,055 |
+1,472 |
Aug11 |
110524 |
358.80 |
362.80 |
356.90 |
359.60 |
+0.80 |
6,634 |
33,641 |
-91 |
Sep11 |
110524 |
356.80 |
360.50 |
355.80 |
357.90 |
+1.40 |
2,801 |
18,094 |
+227 |
Oct11 |
110524 |
351.90 |
354.90 |
350.00 |
352.20 |
+1.90 |
1,715 |
16,548 |
+279 |
Dec11 |
110524 |
350.80 |
355.30 |
348.80 |
352.60 |
+2.30 |
9,441 |
48,569 |
-689 |
Jan12 |
110524 |
355.20 |
356.50 |
351.90 |
354.20 |
+2.30 |
319 |
4,188 |
+67 |
Mar12 |
110524 |
357.30 |
358.80 |
352.80 |
355.80 |
+1.90 |
325 |
3,776 |
+74 |
May12 |
110524 |
355.30 |
356.70 |
350.60 |
353.60 |
+1.70 |
510 |
3,938 |
+174 |
Total Volume and Open Interest |
56,851 |
228,423 |
+1,560 |
Soybean Oil(CBOT) |
Jul11 |
110524 |
57.23 |
57.87 |
57.11 |
57.48 |
+0.26 |
47,360 |
142,697 |
+902 |
Aug11 |
110524 |
57.48 |
58.11 |
57.37 |
57.74 |
+0.27 |
3,310 |
33,193 |
-261 |
Sep11 |
110524 |
57.83 |
58.39 |
57.65 |
58.03 |
+0.28 |
4,299 |
21,631 |
-102 |
Oct11 |
110524 |
58.06 |
58.56 |
57.83 |
58.22 |
+0.29 |
887 |
15,076 |
+320 |
Dec11 |
110524 |
58.40 |
58.93 |
58.19 |
58.60 |
+0.30 |
10,030 |
78,226 |
+344 |
Jan12 |
110524 |
58.85 |
59.03 |
58.36 |
58.73 |
+0.29 |
578 |
6,261 |
-99 |
Mar12 |
110524 |
59.10 |
59.18 |
58.46 |
58.83 |
+0.29 |
230 |
4,462 |
-55 |
May12 |
110524 |
58.70 |
59.10 |
58.44 |
58.81 |
+0.27 |
354 |
4,099 |
+80 |
Total Volume and Open Interest |
67,166 |
308,326 |
+1,123 |
Canola(WCE) |
Jul11 |
110524 |
577.9 |
583.7 |
577.9 |
580.2 |
+3.1 |
9,138 |
76,652 |
+548 |
Nov11 |
110524 |
584.5 |
589.5 |
584.5 |
586.0 |
+2.7 |
9,262 |
78,097 |
+1,017 |
Jan12 |
110524 |
594.9 |
595.9 |
591.2 |
592.9 |
+2.4 |
276 |
7,646 |
+45 |
Mar12 |
110524 |
589.9 |
599.6 |
589.9 |
596.3 |
+1.4 |
30 |
1,305 |
+2 |
May12 |
110524 |
603.1 |
603.5 |
600.0 |
601.0 |
+1.8 |
61 |
427 |
+59 |
Total Volume and Open Interest |
18,804 |
166,322 |
+1,691 |
Corn(CBOT) |
Jul11 |
110524 |
754.25 |
759.00 |
726.75 |
733.25 |
-20.75 |
153,228 |
594,008 |
-3,549 |
Sep11 |
110524 |
719.25 |
724.00 |
698.50 |
705.00 |
-14.75 |
25,503 |
175,273 |
-749 |
Dec11 |
110524 |
670.00 |
679.50 |
655.25 |
662.50 |
-8.00 |
51,705 |
448,735 |
-1,468 |
Mar12 |
110524 |
681.00 |
689.50 |
662.75 |
672.75 |
-10.25 |
6,188 |
77,843 |
+1,136 |
May12 |
110524 |
687.75 |
696.75 |
673.50 |
679.75 |
-10.50 |
1,181 |
17,198 |
-37 |
Jul12 |
110524 |
693.00 |
702.75 |
679.50 |
685.50 |
-10.50 |
1,487 |
41,326 |
+69 |
Total Volume and Open Interest |
240,580 |
1,413,568 |
-4,427 |
Wheat(CBOT) |
Jul11 |
110524 |
803.50 |
809.75 |
777.50 |
779.75 |
-23.25 |
63,777 |
217,287 |
+347 |
Sep11 |
110524 |
850.00 |
857.00 |
826.00 |
828.50 |
-22.00 |
12,456 |
69,899 |
+555 |
Dec11 |
110524 |
895.25 |
904.75 |
876.75 |
878.75 |
-19.50 |
14,391 |
96,190 |
+889 |
Mar12 |
110524 |
923.50 |
936.00 |
912.25 |
914.75 |
-13.50 |
1,669 |
21,501 |
-53 |
May12 |
110524 |
929.00 |
940.00 |
925.25 |
925.50 |
-8.25 |
450 |
7,343 |
+55 |
Total Volume and Open Interest |
96,564 |
458,433 |
+2,525 |
Wheat(KCBT) |
Jul11 |
110524 |
931.50 |
937.25 |
912.00 |
912.00 |
-19.00 |
13,007 |
83,495 |
+18 |
Sep11 |
110524 |
949.75 |
956.00 |
930.75 |
930.75 |
-19.00 |
5,263 |
34,046 |
+940 |
Dec11 |
110524 |
970.00 |
978.00 |
953.50 |
953.50 |
-18.00 |
5,798 |
42,102 |
+827 |
Mar12 |
110524 |
979.75 |
989.25 |
969.50 |
969.50 |
-12.50 |
418 |
6,044 |
-107 |
May12 |
110524 |
976.00 |
985.00 |
971.00 |
971.00 |
-7.50 |
59 |
823 |
+21 |
Total Volume and Open Interest |
25,013 |
175,809 |
+1,844 |
Wheat(MGE) |
Jul11 |
110524 |
1002.75 |
1004.00 |
985.75 |
988.75 |
-12.25 |
4,378 |
21,150 |
-81 |
Sep11 |
110524 |
988.00 |
991.75 |
974.50 |
975.50 |
-12.00 |
1,860 |
15,999 |
+92 |
Dec11 |
110524 |
986.25 |
995.50 |
978.00 |
979.00 |
-11.00 |
1,108 |
12,280 |
-75 |
Mar12 |
110524 |
988.75 |
999.00 |
983.50 |
986.50 |
-7.25 |
432 |
2,602 |
-14 |
May12 |
110524 |
990.25 |
1000.25 |
989.50 |
990.00 |
-2.50 |
92 |
489 |
+5 |
Total Volume and Open Interest |
8,274 |
55,568 |
-99 |
Oats(CBOT) |
Jul11 |
110524 |
364.00 |
367.00 |
357.50 |
360.00 |
-1.00 |
359 |
8,448 |
-6 |
Sep11 |
110524 |
370.00 |
373.00 |
368.00 |
368.50 |
-1.00 |
9 |
303 |
-2 |
Dec11 |
110524 |
375.50 |
379.50 |
373.25 |
374.50 |
-0.50 |
133 |
3,562 |
+69 |
Mar12 |
110524 |
386.00 |
386.50 |
386.00 |
386.00 |
-0.50 |
0 |
22 |
+0 |
Total Volume and Open Interest |
501 |
12,336 |
+61 |
Rough Rice(CBOT) |
Jul11 |
110524 |
15.04 |
15.32 |
14.93 |
15.13 |
+0.05 |
1,238 |
15,102 |
-168 |
Sep11 |
110524 |
15.89 |
16.19 |
15.82 |
16.03 |
+0.10 |
172 |
5,079 |
-56 |
Nov11 |
110524 |
16.23 |
16.49 |
16.14 |
16.33 |
+0.10 |
139 |
1,737 |
+58 |
Jan12 |
110524 |
16.73 |
16.73 |
16.55 |
16.61 |
+0.07 |
0 |
254 |
+0 |
Total Volume and Open Interest |
1,549 |
22,473 |
-166 |
Live Cattle(CME) |
Jun11 |
110524 |
102.000 |
103.850 |
101.635 |
102.385 |
+0.235 |
16,740 |
62,382 |
-3,918 |
Aug11 |
110524 |
103.885 |
105.230 |
103.480 |
103.900 |
-0.200 |
22,160 |
133,977 |
+1,987 |
Oct11 |
110524 |
110.050 |
111.000 |
109.535 |
109.680 |
-0.900 |
6,626 |
76,897 |
+653 |
Dec11 |
110524 |
113.285 |
114.600 |
112.950 |
113.450 |
-0.380 |
4,984 |
48,914 |
-237 |
Feb12 |
110524 |
114.650 |
115.900 |
114.330 |
115.080 |
-0.100 |
1,675 |
13,269 |
+85 |
Apr12 |
110524 |
115.700 |
116.730 |
115.350 |
116.035 |
+0.235 |
587 |
6,748 |
+138 |
Total Volume and Open Interest |
52,831 |
343,546 |
-1,275 |
Feeder Cattle(CME) |
May11 |
110524 |
123.800 |
124.450 |
123.700 |
123.950 |
+0.150 |
925 |
2,606 |
-171 |
Aug11 |
110524 |
121.750 |
123.900 |
120.450 |
122.785 |
+0.035 |
4,207 |
22,553 |
-174 |
Sep11 |
110524 |
123.080 |
125.050 |
121.900 |
124.230 |
+0.150 |
611 |
5,184 |
-76 |
Oct11 |
110524 |
124.250 |
126.000 |
123.000 |
124.980 |
-0.155 |
541 |
4,510 |
+40 |
Nov11 |
110524 |
124.750 |
126.450 |
123.350 |
125.385 |
-0.365 |
178 |
1,690 |
-1 |
Jan12 |
110524 |
123.580 |
125.950 |
123.500 |
124.500 |
-0.550 |
83 |
539 |
+19 |
Mar12 |
110524 |
125.500 |
125.500 |
125.000 |
125.000 |
-0.600 |
2 |
41 |
-2 |
Total Volume and Open Interest |
6,547 |
37,126 |
-365 |
Lean Hogs(CME) |
Jun11 |
110524 |
88.700 |
88.980 |
86.930 |
87.450 |
-1.800 |
10,136 |
28,945 |
-1,520 |
Jul11 |
110524 |
88.635 |
88.850 |
86.600 |
86.930 |
-2.400 |
7,751 |
62,450 |
+1,104 |
Aug11 |
110524 |
89.830 |
90.385 |
88.550 |
89.100 |
-1.400 |
4,895 |
41,980 |
+163 |
Oct11 |
110524 |
83.500 |
83.900 |
82.580 |
82.885 |
-0.815 |
3,172 |
42,051 |
+369 |
Dec11 |
110524 |
81.600 |
81.885 |
80.680 |
80.950 |
-0.950 |
2,342 |
31,970 |
+485 |
Feb12 |
110524 |
82.680 |
83.350 |
82.200 |
82.650 |
-0.780 |
691 |
8,250 |
+19 |
Apr12 |
110524 |
84.180 |
84.300 |
83.285 |
83.800 |
-0.600 |
138 |
4,654 |
+58 |
May12 |
110524 |
87.800 |
87.800 |
87.800 |
87.800 |
-1.200 |
0 |
169 |
+0 |
Total Volume and Open Interest |
29,130 |
222,813 |
+678 |
Class III Milk(CME) |
May11 |
110524 |
16.48 |
16.50 |
16.44 |
16.46 |
-0.02 |
62 |
5,387 |
+20 |
Jun11 |
110524 |
17.90 |
17.99 |
17.71 |
17.96 |
+0.12 |
394 |
4,755 |
+77 |
Jul11 |
110524 |
18.74 |
19.10 |
18.66 |
19.01 |
+0.23 |
853 |
4,339 |
+306 |
Aug11 |
110524 |
18.56 |
18.99 |
18.51 |
18.89 |
+0.27 |
447 |
3,952 |
+231 |
Sep11 |
110524 |
18.41 |
18.80 |
18.41 |
18.66 |
+0.14 |
233 |
3,808 |
+114 |
Total Volume and Open Interest |
2,453 |
34,306 |
+958 |
Cocoa(ICE) |
Jul11 |
110524 |
2878 |
2923 |
2860 |
2884 |
+19 |
15,893 |
60,804 |
-1,493 |
Sep11 |
110524 |
2897 |
2936 |
2877 |
2898 |
+16 |
4,914 |
29,418 |
+471 |
Dec11 |
110524 |
2929 |
2960 |
2910 |
2927 |
+16 |
1,778 |
26,568 |
+128 |
Mar12 |
110524 |
2976 |
3024 |
2965 |
2984 |
+15 |
637 |
23,723 |
+59 |
May12 |
110524 |
2970 |
3004 |
2970 |
2978 |
+9 |
598 |
6,350 |
+22 |
Jul12 |
110524 |
2971 |
2971 |
2971 |
2971 |
+6 |
64 |
2,049 |
+2 |
Sep12 |
110524 |
2962 |
2972 |
2962 |
2972 |
+10 |
2 |
2,162 |
+0 |
Total Volume and Open Interest |
24,200 |
154,428 |
-498 |
Coffee "C"(ICE) |
Jul11 |
110524 |
263.40 |
265.50 |
260.70 |
261.20 |
-1.35 |
13,839 |
55,308 |
-138 |
Sep11 |
110524 |
265.50 |
268.35 |
264.00 |
264.20 |
-1.30 |
3,208 |
25,133 |
+525 |
Dec11 |
110524 |
269.95 |
271.75 |
267.35 |
267.70 |
-1.25 |
1,173 |
20,859 |
+472 |
Mar12 |
110524 |
273.50 |
273.80 |
269.40 |
269.70 |
-1.20 |
622 |
4,944 |
+6 |
May12 |
110524 |
273.60 |
273.60 |
270.75 |
270.75 |
-0.90 |
32 |
2,953 |
+15 |
Jul12 |
110524 |
271.10 |
271.10 |
268.85 |
268.85 |
-0.30 |
5 |
644 |
+3 |
Total Volume and Open Interest |
18,908 |
111,564 |
+899 |
Orange Juice(ICE) |
Jul11 |
110524 |
180.85 |
183.00 |
179.80 |
182.75 |
+1.90 |
1,415 |
26,590 |
+46 |
Sep11 |
110524 |
174.85 |
177.75 |
174.85 |
177.40 |
+1.45 |
258 |
4,806 |
+89 |
Nov11 |
110524 |
172.00 |
173.35 |
169.95 |
172.30 |
+1.10 |
230 |
1,783 |
-7 |
Jan12 |
110524 |
168.70 |
169.00 |
168.70 |
169.00 |
+1.35 |
14 |
264 |
+11 |
Mar12 |
110524 |
165.75 |
166.70 |
165.70 |
166.70 |
+1.00 |
0 |
122 |
+0 |
May12 |
110524 |
165.00 |
165.00 |
165.00 |
165.00 |
+0.75 |
0 |
45 |
+0 |
Total Volume and Open Interest |
1,917 |
33,674 |
+139 |
Sugar #11(ICE) |
Jul11 |
110524 |
21.80 |
22.37 |
21.65 |
21.91 |
+0.40 |
43,463 |
264,643 |
+2,493 |
Oct11 |
110524 |
21.49 |
22.00 |
21.32 |
21.68 |
+0.44 |
17,288 |
146,145 |
+2,387 |
Mar12 |
110524 |
21.75 |
22.34 |
21.75 |
22.14 |
+0.42 |
9,391 |
87,936 |
+897 |
May12 |
110524 |
21.55 |
22.12 |
21.55 |
21.91 |
+0.37 |
3,468 |
25,326 |
+182 |
Jul12 |
110524 |
21.48 |
22.00 |
21.48 |
21.81 |
+0.33 |
1,791 |
21,153 |
+311 |
Total Volume and Open Interest |
78,569 |
589,725 |
+6,757 |
London Cocoa(LCE) |
Jul11 |
110524 |
1790 |
1811 |
1784 |
1791 |
-1 |
7,361 |
73,043 |
-70 |
Sep11 |
110524 |
1823 |
1837 |
1812 |
1819 |
-3 |
3,956 |
32,517 |
-227 |
Dec11 |
110524 |
1851 |
1865 |
1840 |
1847 |
-3 |
2,092 |
30,857 |
+327 |
Mar12 |
110524 |
1875 |
1891 |
1865 |
1873 |
-2 |
2,001 |
35,291 |
+1,049 |
May12 |
110524 |
1884 |
1891 |
1880 |
1887 |
-3 |
205 |
9,929 |
+68 |
Jul12 |
110524 |
1900 |
1900 |
1892 |
1897 |
-3 |
28 |
4,244 |
-13 |
Sep12 |
110524 |
1902 |
1911 |
1900 |
1905 |
-2 |
217 |
3,140 |
+107 |
Total Volume and Open Interest |
16,032 |
196,660 |
+1,343 |
London Sugar(LCE) |
Aug11 |
110524 |
620.50 |
631.00 |
618.60 |
623.10 |
+10.20 |
1,512 |
24,404 |
-18 |
Oct11 |
110524 |
583.10 |
590.00 |
581.00 |
582.50 |
+4.90 |
508 |
8,836 |
+182 |
Dec11 |
110524 |
583.00 |
583.30 |
580.60 |
581.50 |
+5.90 |
94 |
4,097 |
+44 |
Mar12 |
110524 |
571.00 |
582.80 |
571.00 |
578.70 |
+7.70 |
11 |
2,462 |
+0 |
May12 |
110524 |
571.20 |
576.60 |
569.50 |
571.90 |
+4.90 |
3 |
1,444 |
-3 |
Total Volume and Open Interest |
2,131 |
42,965 |
+205 |
Cotton(ICE) |
Jul11 |
110524 |
153.89 |
157.74 |
153.50 |
153.88 |
-0.01 |
7,329 |
70,958 |
+696 |
Oct11 |
110524 |
137.00 |
138.68 |
137.00 |
138.68 |
+5.11 |
11 |
414 |
-10 |
Dec11 |
110524 |
120.12 |
125.76 |
120.12 |
125.76 |
+6.00 |
2,936 |
62,501 |
+541 |
Mar12 |
110524 |
112.94 |
117.80 |
112.94 |
116.62 |
+4.58 |
569 |
10,079 |
+20 |
May12 |
110524 |
109.75 |
113.34 |
109.75 |
113.34 |
+4.31 |
319 |
2,475 |
-9 |
Jul12 |
110524 |
108.00 |
111.00 |
108.00 |
110.94 |
+3.18 |
254 |
3,376 |
+176 |
Total Volume and Open Interest |
11,478 |
152,234 |
+1,435 |
Lumber(CME) |
Jul11 |
110524 |
218.6 |
223.5 |
215.0 |
221.5 |
+3.4 |
352 |
7,194 |
+14 |
Sep11 |
110524 |
240.0 |
244.8 |
236.1 |
242.0 |
+1.0 |
180 |
2,247 |
+100 |
Nov11 |
110524 |
240.8 |
245.1 |
237.6 |
243.5 |
unch |
22 |
556 |
+18 |
Jan12 |
110524 |
260.0 |
260.0 |
260.0 |
260.0 |
-1.0 |
2 |
30 |
+0 |
Total Volume and Open Interest |
556 |
10,030 |
+132 |
Crude Oil(NYM) |
Jul11 |
110524 |
97.54 |
100.08 |
96.61 |
99.59 |
+1.89 |
394,911 |
416,630 |
-829 |
Aug11 |
110524 |
97.97 |
100.54 |
97.13 |
100.06 |
+1.92 |
54,049 |
88,300 |
-743 |
Sep11 |
110524 |
98.30 |
100.89 |
97.48 |
100.48 |
+1.95 |
37,748 |
90,689 |
-1,495 |
Oct11 |
110524 |
98.38 |
101.21 |
97.87 |
100.79 |
+1.96 |
14,838 |
48,248 |
+746 |
Nov11 |
110524 |
99.24 |
101.33 |
99.24 |
101.02 |
+1.95 |
9,788 |
36,618 |
-701 |
Dec11 |
110524 |
99.20 |
101.60 |
98.77 |
101.21 |
+1.94 |
39,672 |
195,512 |
-903 |
Jan12 |
110524 |
99.29 |
101.45 |
99.04 |
101.30 |
+1.94 |
6,706 |
40,057 |
+1,427 |
Feb12 |
110524 |
100.00 |
101.64 |
100.00 |
101.34 |
+1.94 |
3,326 |
23,335 |
+746 |
Mar12 |
110524 |
98.15 |
101.39 |
98.15 |
101.35 |
+1.95 |
2,976 |
28,953 |
-141 |
Apr12 |
110524 |
100.41 |
101.56 |
100.07 |
101.35 |
+1.96 |
930 |
15,862 |
-32 |
May12 |
110524 |
100.03 |
101.59 |
100.03 |
101.35 |
+1.97 |
1,488 |
16,893 |
+63 |
Jun12 |
110524 |
98.52 |
101.36 |
98.52 |
101.35 |
+1.97 |
7,085 |
76,262 |
+81 |
Jul12 |
110524 |
101.25 |
101.25 |
101.25 |
101.25 |
+1.98 |
976 |
22,131 |
+451 |
Aug12 |
110524 |
101.09 |
101.09 |
101.09 |
101.09 |
+1.98 |
245 |
14,758 |
+71 |
Sep12 |
110524 |
100.95 |
100.95 |
100.95 |
100.95 |
+1.98 |
361 |
14,001 |
-166 |
Oct12 |
110524 |
100.84 |
100.84 |
100.84 |
100.84 |
+1.99 |
399 |
8,462 |
+83 |
Total Volume and Open Interest |
603,035 |
1,526,828 |
-19,291 |
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 |
110524 |
97.875 |
100.400 |
97.125 |
100.050 |
+1.900 |
374 |
530 |
+80 |
Sep11 |
110524 |
99.200 |
100.475 |
99.075 |
100.475 |
+1.950 |
84 |
212 |
+4 |
Oct11 |
110524 |
100.650 |
100.800 |
99.375 |
100.800 |
+1.975 |
6 |
41 |
+0 |
Nov11 |
110524 |
100.225 |
101.025 |
100.225 |
101.025 |
+1.950 |
2 |
20 |
+2 |
Dec11 |
110524 |
100.600 |
101.200 |
100.200 |
101.200 |
+1.925 |
5 |
336 |
-1 |
Jan12 |
110524 |
99.975 |
101.300 |
99.975 |
101.300 |
+1.950 |
0 |
6 |
+0 |
Feb12 |
110524 |
101.350 |
101.350 |
101.350 |
101.350 |
+1.950 |
0 |
7 |
+0 |
Total Volume and Open Interest |
15,055 |
3,636 |
-76 |
Heating Oil(NYM) |
Jun11 |
110524 |
284.59 |
291.76 |
282.79 |
290.97 |
+6.26 |
24,105 |
47,629 |
-4,283 |
Jul11 |
110524 |
286.06 |
293.00 |
284.01 |
292.13 |
+6.16 |
42,000 |
88,639 |
+3,550 |
Aug11 |
110524 |
286.49 |
294.46 |
286.49 |
293.50 |
+6.01 |
7,951 |
34,570 |
+1,292 |
Sep11 |
110524 |
288.90 |
295.94 |
288.15 |
295.17 |
+5.87 |
5,615 |
27,503 |
+261 |
Oct11 |
110524 |
296.00 |
297.20 |
294.00 |
296.83 |
+5.81 |
3,333 |
12,446 |
+23 |
Nov11 |
110524 |
291.50 |
298.70 |
291.50 |
298.51 |
+5.77 |
2,123 |
14,397 |
+72 |
Dec11 |
110524 |
293.49 |
301.15 |
293.45 |
300.13 |
+5.73 |
5,551 |
35,572 |
-183 |
Jan12 |
110524 |
302.21 |
302.21 |
297.93 |
301.71 |
+5.69 |
907 |
14,321 |
-154 |
Feb12 |
110524 |
299.43 |
302.13 |
299.43 |
302.13 |
+5.66 |
437 |
5,939 |
-222 |
Mar12 |
110524 |
301.12 |
301.43 |
299.14 |
301.38 |
+5.64 |
869 |
3,543 |
+401 |
Apr12 |
110524 |
298.77 |
299.38 |
298.77 |
299.38 |
+5.61 |
11 |
1,742 |
+4 |
May12 |
110524 |
297.00 |
297.58 |
297.00 |
297.58 |
+5.56 |
67 |
1,859 |
+53 |
Total Volume and Open Interest |
93,768 |
314,901 |
+929 |
Gasoline(NYMEX) |
Jun11 |
110524 |
293.42 |
302.56 |
291.85 |
299.28 |
+5.47 |
33,539 |
41,824 |
-5,606 |
Jul11 |
110524 |
289.69 |
298.50 |
288.33 |
295.80 |
+5.21 |
48,765 |
79,645 |
+383 |
Aug11 |
110524 |
286.24 |
294.77 |
286.24 |
292.59 |
+5.20 |
18,544 |
27,376 |
-1,548 |
Sep11 |
110524 |
282.09 |
291.48 |
282.09 |
289.56 |
+5.05 |
8,439 |
30,181 |
-539 |
Oct11 |
110524 |
273.82 |
277.46 |
273.52 |
276.33 |
+5.22 |
4,803 |
22,143 |
-160 |
Nov11 |
110524 |
269.47 |
274.00 |
269.47 |
273.52 |
+5.18 |
2,108 |
11,671 |
+172 |
Dec11 |
110524 |
267.32 |
273.35 |
267.26 |
272.22 |
+5.17 |
3,023 |
26,299 |
+5 |
Jan12 |
110524 |
272.62 |
272.62 |
272.62 |
272.62 |
+5.12 |
516 |
7,027 |
+124 |
Feb12 |
110524 |
272.37 |
274.10 |
272.37 |
274.10 |
+5.09 |
96 |
3,822 |
+3 |
Mar12 |
110524 |
275.69 |
275.69 |
275.69 |
275.69 |
+5.09 |
297 |
4,435 |
-395 |
Total Volume and Open Interest |
120,156 |
273,153 |
-7,535 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110524 |
299.30 |
299.30 |
299.28 |
299.30 |
+5.50 |
0 |
2 |
+0 |
Jul11 |
110524 |
295.80 |
295.80 |
295.80 |
295.80 |
+5.20 |
0 |
2 |
+0 |
Aug11 |
110524 |
292.60 |
292.60 |
292.59 |
292.60 |
+5.20 |
0 |
1 |
+0 |
Sep11 |
110524 |
289.60 |
289.60 |
289.56 |
289.60 |
+5.10 |
|
|
|
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Jun11 |
110524 |
4.328 |
4.397 |
4.270 |
4.345 |
-0.001 |
116,154 |
50,038 |
-16,705 |
Jul11 |
110524 |
4.389 |
4.446 |
4.312 |
4.391 |
-0.002 |
80,781 |
220,625 |
-928 |
Aug11 |
110524 |
4.421 |
4.489 |
4.360 |
4.437 |
-0.001 |
16,016 |
72,377 |
-144 |
Sep11 |
110524 |
4.442 |
4.518 |
4.392 |
4.464 |
-0.001 |
11,377 |
106,242 |
+2,382 |
Oct11 |
110524 |
4.481 |
4.562 |
4.433 |
4.506 |
-0.004 |
18,099 |
94,944 |
+1,588 |
Nov11 |
110524 |
4.674 |
4.719 |
4.589 |
4.661 |
-0.006 |
7,060 |
52,308 |
-292 |
Dec11 |
110524 |
4.864 |
4.937 |
4.811 |
4.875 |
-0.010 |
6,405 |
39,894 |
+797 |
Jan12 |
110524 |
4.998 |
5.056 |
4.933 |
4.992 |
-0.010 |
10,367 |
86,346 |
+887 |
Feb12 |
110524 |
4.976 |
5.041 |
4.928 |
4.982 |
-0.011 |
1,139 |
19,169 |
-89 |
Mar12 |
110524 |
4.959 |
4.980 |
4.866 |
4.920 |
-0.015 |
2,859 |
38,001 |
-87 |
Apr12 |
110524 |
4.772 |
4.852 |
4.725 |
4.781 |
-0.020 |
3,153 |
38,033 |
-82 |
May12 |
110524 |
4.789 |
4.870 |
4.781 |
4.799 |
-0.022 |
396 |
9,412 |
-55 |
Jun12 |
110524 |
4.825 |
4.879 |
4.798 |
4.838 |
-0.023 |
418 |
8,363 |
+139 |
Jul12 |
110524 |
4.833 |
4.883 |
4.832 |
4.883 |
-0.024 |
87 |
6,057 |
+32 |
Aug12 |
110524 |
4.872 |
4.911 |
4.872 |
4.911 |
-0.024 |
16 |
5,993 |
-4 |
Sep12 |
110524 |
4.952 |
4.952 |
4.884 |
4.921 |
-0.024 |
3 |
5,466 |
+1 |
Total Volume and Open Interest |
275,548 |
935,423 |
-12,374 |
Brent Crude Oil(ICE) |
Jul11 |
110524 |
109.54 |
112.65 |
109.50 |
112.53 |
+2.43 |
214,848 |
228,739 |
+6,082 |
Aug11 |
110524 |
109.80 |
112.32 |
109.73 |
112.17 |
+2.39 |
57,117 |
153,268 |
+280 |
Sep11 |
110524 |
109.76 |
111.89 |
109.57 |
111.74 |
+2.35 |
33,015 |
79,441 |
+2,743 |
Oct11 |
110524 |
109.40 |
111.49 |
109.23 |
111.36 |
+2.32 |
15,505 |
40,915 |
-1,894 |
Nov11 |
110524 |
109.12 |
111.18 |
108.94 |
111.07 |
+2.32 |
6,607 |
24,285 |
-781 |
Dec11 |
110524 |
108.87 |
110.92 |
108.66 |
110.81 |
+2.31 |
30,538 |
93,151 |
+2,641 |
Jan12 |
110524 |
109.20 |
110.60 |
109.03 |
110.60 |
+2.29 |
2,461 |
21,433 |
+305 |
Feb12 |
110524 |
109.10 |
110.38 |
108.90 |
110.38 |
+2.28 |
1,729 |
19,792 |
+490 |
Mar12 |
110524 |
108.87 |
110.23 |
108.52 |
110.15 |
+2.27 |
1,202 |
31,223 |
+42 |
Apr12 |
110524 |
109.90 |
109.90 |
109.90 |
109.90 |
+2.27 |
735 |
8,249 |
+210 |
May12 |
110524 |
109.62 |
109.62 |
109.62 |
109.62 |
+2.26 |
646 |
5,393 |
-113 |
Jun12 |
110524 |
108.05 |
109.43 |
107.62 |
109.35 |
+2.25 |
2,911 |
33,918 |
-146 |
Jul12 |
110524 |
109.05 |
109.05 |
109.05 |
109.05 |
+2.25 |
677 |
4,016 |
+267 |
Aug12 |
110524 |
108.73 |
108.73 |
108.73 |
108.73 |
+2.25 |
176 |
2,304 |
+6 |
Total Volume and Open Interest |
380,710 |
868,800 |
+8,676 |
Gas Oil(ICE) |
Jun11 |
110524 |
899.50 |
922.25 |
899.50 |
919.25 |
+19.75 |
68,539 |
119,455 |
-2,160 |
Jul11 |
110524 |
902.75 |
925.75 |
902.00 |
922.75 |
+19.75 |
76,116 |
93,222 |
+3,310 |
Aug11 |
110524 |
913.75 |
929.00 |
912.75 |
926.25 |
+19.75 |
20,820 |
52,156 |
+1,924 |
Sep11 |
110524 |
916.50 |
931.75 |
916.50 |
929.75 |
+19.75 |
10,226 |
49,382 |
+307 |
Oct11 |
110524 |
919.25 |
933.50 |
918.75 |
932.50 |
+20.00 |
3,556 |
30,890 |
-363 |
Nov11 |
110524 |
925.00 |
935.25 |
923.25 |
933.75 |
+20.00 |
916 |
22,521 |
-224 |
Dec11 |
110524 |
922.25 |
938.25 |
921.75 |
935.25 |
+19.75 |
13,019 |
55,697 |
+638 |
Jan12 |
110524 |
938.00 |
938.50 |
924.25 |
938.00 |
+19.75 |
1,080 |
24,249 |
-280 |
Feb12 |
110524 |
938.75 |
938.75 |
938.50 |
938.75 |
+20.00 |
597 |
7,016 |
-72 |
Mar12 |
110524 |
933.00 |
939.25 |
931.25 |
938.50 |
+20.00 |
1,451 |
6,468 |
-311 |
Total Volume and Open Interest |
199,787 |
552,540 |
+3,158 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110524 |
2.650 |
2.650 |
2.590 |
2.611 |
-0.039 |
182 |
977 |
-7 |
Jul11 |
110524 |
2.645 |
2.645 |
2.596 |
2.611 |
-0.034 |
259 |
1,291 |
+61 |
Aug11 |
110524 |
2.640 |
2.641 |
2.594 |
2.603 |
-0.033 |
119 |
1,172 |
+72 |
Sep11 |
110524 |
2.585 |
2.590 |
2.550 |
2.558 |
-0.029 |
128 |
1,064 |
+1 |
Oct11 |
110524 |
2.470 |
2.470 |
2.430 |
2.450 |
-0.027 |
79 |
1,014 |
-23 |
Nov11 |
110524 |
2.420 |
2.420 |
2.361 |
2.377 |
-0.021 |
39 |
689 |
+11 |
Dec11 |
110524 |
2.405 |
2.405 |
2.358 |
2.360 |
-0.018 |
25 |
999 |
+8 |
Total Volume and Open Interest |
893 |
8,352 |
+155 |
WTI Crude Oil(ICE |
Jul11 |
110524 |
97.05 |
100.09 |
96.99 |
99.59 |
+1.89 |
99,601 |
96,920 |
-1,091 |
Aug11 |
110524 |
98.31 |
100.52 |
98.31 |
100.06 |
+1.92 |
21,950 |
39,315 |
-2,100 |
Sep11 |
110524 |
98.72 |
100.88 |
98.70 |
100.48 |
+1.95 |
16,748 |
38,170 |
-2,073 |
Oct11 |
110524 |
99.28 |
101.23 |
99.28 |
100.79 |
+1.96 |
6,944 |
18,460 |
+198 |
Nov11 |
110524 |
100.10 |
101.36 |
99.60 |
101.02 |
+1.95 |
4,291 |
15,459 |
+20 |
Dec11 |
110524 |
99.99 |
101.60 |
99.58 |
101.21 |
+1.94 |
17,428 |
82,377 |
+150 |
Jan12 |
110524 |
100.36 |
101.67 |
99.88 |
101.30 |
+1.94 |
1,984 |
11,731 |
-297 |
Feb12 |
110524 |
101.33 |
101.56 |
101.27 |
101.34 |
+1.94 |
469 |
3,612 |
+96 |
Mar12 |
110524 |
101.16 |
101.67 |
101.16 |
101.35 |
+1.95 |
342 |
11,956 |
-18 |
Apr12 |
110524 |
101.35 |
101.35 |
101.35 |
101.35 |
+1.96 |
106 |
4,325 |
+21 |
May12 |
110524 |
101.35 |
101.35 |
101.35 |
101.35 |
+1.97 |
151 |
2,252 |
-4 |
Jun12 |
110524 |
101.11 |
101.63 |
100.21 |
101.35 |
+1.97 |
1,119 |
26,204 |
+95 |
Jul12 |
110524 |
101.25 |
101.25 |
101.25 |
101.25 |
+1.98 |
37 |
1,841 |
+11 |
Aug12 |
110524 |
101.09 |
101.09 |
101.09 |
101.09 |
+1.98 |
9 |
891 |
+0 |
Sep12 |
110524 |
100.95 |
100.95 |
100.95 |
100.95 |
+1.98 |
0 |
4,296 |
+0 |
Oct12 |
110524 |
100.84 |
100.84 |
100.84 |
100.84 |
+1.99 |
0 |
506 |
+0 |
Total Volume and Open Interest |
176,866 |
457,409 |
-5,233 |
US Dollar Index(ICE) |
Jun11 |
110524 |
76.445 |
76.450 |
75.960 |
76.022 |
-0.213 |
41,776 |
59,015 |
+2,481 |
Sep11 |
110524 |
76.980 |
76.980 |
76.460 |
76.512 |
-0.208 |
408 |
1,398 |
+80 |
Dec11 |
110524 |
77.043 |
77.043 |
77.043 |
77.043 |
-0.207 |
0 |
2 |
+0 |
Total Volume and Open Interest |
42,184 |
60,416 |
+2,561 |
Australian Dollar(CME) |
Jun11 |
110524 |
104.83 |
105.56 |
104.52 |
105.34 |
+0.36 |
106,278 |
116,554 |
+3,180 |
Sep11 |
110524 |
103.40 |
104.21 |
103.27 |
104.02 |
+0.35 |
221 |
1,424 |
+127 |
Dec11 |
110524 |
102.95 |
102.95 |
102.47 |
102.79 |
+0.32 |
0 |
78 |
+0 |
Total Volume and Open Interest |
106,499 |
118,058 |
+3,307 |
British Pound(CME) |
Jun11 |
110524 |
161.20 |
162.06 |
160.53 |
161.78 |
+0.65 |
129,077 |
106,251 |
-497 |
Sep11 |
110524 |
160.50 |
161.81 |
160.46 |
161.58 |
+0.65 |
239 |
887 |
+14 |
Dec11 |
110524 |
161.35 |
161.35 |
160.71 |
161.35 |
+0.64 |
0 |
48 |
+0 |
Total Volume and Open Interest |
129,316 |
107,193 |
-483 |
Canadian Dollar(CME) |
Jun11 |
110524 |
102.25 |
102.46 |
102.06 |
102.28 |
-0.05 |
106,244 |
111,632 |
-234 |
Sep11 |
110524 |
102.03 |
102.21 |
101.82 |
102.04 |
-0.05 |
706 |
5,096 |
+81 |
Dec11 |
110524 |
101.73 |
101.93 |
101.72 |
101.81 |
-0.04 |
60 |
3,007 |
+37 |
Mar12 |
110524 |
101.50 |
101.55 |
101.46 |
101.51 |
-0.04 |
11 |
327 |
-4 |
Total Volume and Open Interest |
107,131 |
120,366 |
-10 |
Japanese Yen(CME) |
Jun11 |
110524 |
122.07 |
122.54 |
121.63 |
122.10 |
+0.04 |
78,404 |
98,145 |
-955 |
Sep11 |
110524 |
121.95 |
122.58 |
121.73 |
122.16 |
+0.04 |
220 |
3,203 |
+55 |
Dec11 |
110524 |
122.26 |
122.26 |
122.23 |
122.26 |
+0.03 |
0 |
220 |
+0 |
Total Volume and Open Interest |
78,624 |
101,577 |
-900 |
Swiss Franc(CME) |
Jun11 |
110524 |
113.17 |
113.88 |
112.40 |
113.74 |
+0.44 |
54,794 |
68,762 |
-1,071 |
Sep11 |
110524 |
113.05 |
113.92 |
112.53 |
113.81 |
+0.44 |
152 |
393 |
-7 |
Dec11 |
110524 |
113.89 |
113.89 |
113.42 |
113.89 |
+0.47 |
5 |
18 |
-5 |
Total Volume and Open Interest |
54,951 |
69,175 |
-1,083 |
EuroFX(CME) |
Jun11 |
110524 |
140.44 |
141.27 |
139.95 |
141.03 |
+0.49 |
421,575 |
260,163 |
+3,076 |
Sep11 |
110524 |
140.08 |
140.82 |
139.62 |
140.63 |
+0.47 |
1,190 |
4,133 |
+45 |
Dec11 |
110524 |
139.83 |
140.20 |
139.71 |
140.20 |
+0.49 |
15 |
155 |
+12 |
Total Volume and Open Interest |
422,781 |
264,832 |
+3,134 |
Mexican Peso(CME) |
Jun11 |
110524 |
850.5 |
854.8 |
849.2 |
854.2 |
+3.8 |
39,929 |
152,239 |
+2,879 |
Jul11 |
110524 |
852.8 |
852.8 |
849.0 |
852.8 |
+3.8 |
|
|
|
Total Volume and Open Interest |
40,001 |
152,504 |
+2,888 |
30-Year T-Bonds(CBOT) |
Jun11 |
110520 |
124~280 |
124~280 |
124~160 |
124~270 |
+0~070 |
|
|
|
Sep11 |
110524 |
123~290 |
124~060 |
123~140 |
123~310 |
+0~050 |
46,682 |
62,189 |
+24,972 |
Dec11 |
110524 |
122~120 |
122~230 |
122~110 |
122~160 |
+0~050 |
0 |
3 |
+0 |
Total Volume and Open Interest |
415,571 |
763,959 |
+18,271 |
10-Year T-Notes(CBOT) |
Jun11 |
110524 |
123~005 |
123~060 |
122~240 |
123~025 |
+0~025 |
1,084,688 |
1,785,808 |
-37,640 |
Sep11 |
110524 |
121~205 |
121~260 |
121~120 |
121~225 |
+0~025 |
70,395 |
134,733 |
+40,104 |
Dec11 |
110524 |
120~275 |
120~275 |
120~200 |
120~225 |
+0~025 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,155,083 |
1,920,547 |
+2,464 |
5-Year T-Notes(CBOT) |
Jun11 |
110520 |
119~063 |
119~063 |
119~062 |
119~062 |
+0~015 |
|
|
|
Sep11 |
110524 |
118~047 |
118~059 |
118~026 |
118~052 |
+0~004 |
88,807 |
150,209 |
+34,810 |
Dec11 |
110524 |
117~076 |
117~076 |
117~072 |
117~076 |
+0~004 |
|
|
|
Total Volume and Open Interest |
713,673 |
1,593,819 |
+10,135 |
2 Year T-Notes(CBOT) |
Jun11 |
110524 |
109~099 |
109~104 |
109~095 |
109~102 |
+0~003 |
265,033 |
988,042 |
-24,907 |
Sep11 |
110524 |
109~048 |
109~054 |
109~046 |
109~052 |
+0~003 |
78,661 |
108,183 |
+45,585 |
Dec11 |
110524 |
108~118 |
108~118 |
108~115 |
108~118 |
+0~003 |
0 |
20 |
+0 |
Total Volume and Open Interest |
343,694 |
1,096,245 |
+20,678 |
Eurodollars(CME) |
Jun11 |
110524 |
99.720 |
99.730 |
99.717 |
99.728 |
+0.005 |
131,855 |
915,822 |
-3,346 |
Sep11 |
110524 |
99.650 |
99.660 |
99.645 |
99.655 |
unch |
195,258 |
1,348,842 |
-14,776 |
Dec11 |
110524 |
99.580 |
99.585 |
99.570 |
99.580 |
-0.005 |
224,767 |
1,583,907 |
-9,177 |
Mar12 |
110524 |
99.465 |
99.475 |
99.450 |
99.470 |
unch |
245,415 |
1,699,788 |
+24,414 |
Jun12 |
110524 |
99.265 |
99.285 |
99.245 |
99.275 |
+0.010 |
243,334 |
1,463,464 |
+494 |
Sep12 |
110524 |
99.000 |
99.030 |
98.975 |
99.015 |
+0.015 |
207,610 |
772,156 |
+3,799 |
Dec12 |
110524 |
98.715 |
98.745 |
98.685 |
98.730 |
+0.015 |
192,231 |
562,460 |
+1,250 |
Mar13 |
110524 |
98.460 |
98.490 |
98.425 |
98.470 |
+0.010 |
173,127 |
402,662 |
+15,657 |
Jun13 |
110524 |
98.200 |
98.230 |
98.165 |
98.210 |
+0.005 |
124,140 |
252,931 |
+5,454 |
Sep13 |
110524 |
97.950 |
97.980 |
97.905 |
97.955 |
+0.005 |
68,629 |
244,169 |
+986 |
Dec13 |
110524 |
97.690 |
97.705 |
97.640 |
97.690 |
+0.005 |
53,467 |
189,427 |
-1,335 |
Mar14 |
110524 |
97.455 |
97.475 |
97.410 |
97.455 |
+0.005 |
48,515 |
177,294 |
-1,596 |
Jun14 |
110524 |
97.225 |
97.245 |
97.180 |
97.225 |
+0.005 |
15,258 |
103,997 |
+726 |
Sep14 |
110524 |
97.010 |
97.025 |
96.955 |
97.005 |
+0.005 |
11,489 |
60,832 |
-174 |
Dec14 |
110524 |
96.790 |
96.805 |
96.735 |
96.780 |
+0.005 |
9,692 |
69,803 |
-75 |
Mar15 |
110524 |
96.600 |
96.610 |
96.545 |
96.590 |
+0.005 |
7,985 |
49,636 |
-6 |
Jun15 |
110524 |
4.650 |
4.670 |
4.605 |
4.650 |
+0.005 |
4,285 |
43,356 |
-633 |
Sep15 |
110524 |
4.475 |
4.495 |
4.430 |
4.475 |
+0.005 |
4,554 |
39,722 |
+215 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110524 |
99.905 |
99.908 |
99.905 |
99.908 |
unch |
2,914 |
75,708 |
+604 |
Jun11 |
110524 |
99.900 |
99.905 |
99.890 |
99.900 |
unch |
2,215 |
62,555 |
-222 |
Jul11 |
110524 |
99.895 |
99.900 |
99.885 |
99.895 |
unch |
1,366 |
51,561 |
+635 |
Aug11 |
110524 |
99.880 |
99.885 |
99.870 |
99.880 |
-0.005 |
3,717 |
51,794 |
+1,844 |
Sep11 |
110524 |
99.870 |
99.870 |
99.850 |
99.860 |
-0.010 |
3,640 |
42,731 |
+1,453 |
Oct11 |
110524 |
99.855 |
99.860 |
99.840 |
99.850 |
-0.010 |
2,340 |
51,487 |
+117 |
Total Volume and Open Interest |
34,078 |
710,809 |
+9,407 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110524 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110524 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.010 |
|
|
|
Dec11 |
110524 |
99.673 |
99.673 |
99.673 |
99.673 |
-0.010 |
0 |
75 |
+0 |
Mar12 |
110524 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.010 |
|
|
|
Jun12 |
110524 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.010 |
|
|
|
Sep12 |
110524 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.010 |
|
|
|
Dec12 |
110524 |
99.560 |
99.560 |
99.560 |
99.560 |
-0.010 |
|
|
|
Mar13 |
110524 |
99.560 |
99.560 |
99.560 |
99.560 |
-0.010 |
|
|
|
Jun13 |
110524 |
99.515 |
99.515 |
99.515 |
99.515 |
-0.010 |
|
|
|
Sep13 |
110524 |
99.375 |
99.375 |
99.375 |
99.375 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110524 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
6,003 |
+0 |
Sep11 |
110524 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
1,466 |
+0 |
Dec11 |
110524 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
1,957 |
+0 |
Mar12 |
110524 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
3,877 |
+0 |
Jun12 |
110524 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
1,254 |
+0 |
Sep12 |
110524 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
411 |
+0 |
Dec12 |
110524 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.01 |
0 |
24 |
+0 |
Mar13 |
110524 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.01 |
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 |
110524 |
140.72 |
140.75 |
140.56 |
140.57 |
-0.13 |
2 |
57 |
+1 |
Dec11 |
110524 |
138.48 |
138.48 |
138.48 |
138.48 |
-0.13 |
|
|
|
Total Volume and Open Interest |
1,960 |
21,443 |
+71 |
Euro-Bund(EUREX) |
Jun11 |
110524 |
125.11 |
125.17 |
124.71 |
124.73 |
-0.45 |
1,003,394 |
1,011,014 |
+17,376 |
Sep11 |
110524 |
124.87 |
124.88 |
124.46 |
124.47 |
-0.47 |
10,178 |
34,686 |
+4,756 |
Dec11 |
110524 |
123.53 |
123.53 |
123.53 |
123.53 |
-0.45 |
|
|
|
Total Volume and Open Interest |
1,013,572 |
1,045,700 |
+22,132 |
Euro-Bobl(EUREX) |
Jun11 |
110524 |
116.55 |
116.60 |
116.39 |
116.41 |
+0.43 |
489,315 |
819,859 |
+24,400 |
Sep11 |
110524 |
116.02 |
116.02 |
115.87 |
115.87 |
-0.14 |
5,283 |
56,164 |
+4,283 |
Dec11 |
110524 |
115.96 |
115.96 |
115.96 |
115.96 |
-0.15 |
|
|
|
Total Volume and Open Interest |
571,683 |
880,387 |
+807 |
3-Mth Euribor(EUREX) |
Jun11 |
110524 |
98.500 |
98.505 |
98.495 |
98.495 |
+0.005 |
151 |
5,045 |
-90 |
Sep11 |
110524 |
98.235 |
98.235 |
98.230 |
98.230 |
-0.005 |
21 |
2,002 |
-78 |
Dec11 |
110524 |
98.055 |
98.055 |
98.050 |
98.055 |
-0.010 |
65 |
1,125 |
+20 |
Total Volume and Open Interest |
767 |
10,973 |
-101 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110524 |
119~29 |
119~29 |
119~20 |
119~21 |
-0~11 |
6,525 |
11,906 |
+5,019 |
Total Volume and Open Interest |
122,378 |
381,435 |
+20,047 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110524 |
99.16 |
99.17 |
99.15 |
99.16 |
unch |
7,663 |
440,918 |
-16,888 |
Sep11 |
110524 |
99.09 |
99.09 |
99.07 |
99.08 |
-0.01 |
41,814 |
447,034 |
-26,691 |
Dec11 |
110524 |
98.96 |
98.98 |
98.94 |
98.97 |
unch |
37,473 |
454,179 |
-41,774 |
Mar12 |
110524 |
98.84 |
98.84 |
98.80 |
98.84 |
+0.01 |
44,700 |
403,227 |
-58,096 |
Jun12 |
110524 |
98.65 |
98.66 |
98.62 |
98.66 |
+0.01 |
45,424 |
335,307 |
-46,328 |
Sep12 |
110524 |
98.45 |
98.46 |
98.40 |
98.45 |
+0.01 |
37,928 |
224,641 |
-26,588 |
Total Volume and Open Interest |
293,074 |
2,839,880 |
-253,498 |
3-Mth Euribor(LIFFE) |
Jun11 |
110524 |
98.500 |
98.505 |
98.490 |
98.495 |
+0.005 |
128,013 |
678,728 |
-120,840 |
Sep11 |
110524 |
98.245 |
98.250 |
98.220 |
98.230 |
-0.005 |
126,721 |
588,678 |
-102,176 |
Dec11 |
110524 |
98.070 |
98.080 |
98.045 |
98.055 |
-0.010 |
134,222 |
600,378 |
-89,010 |
Total Volume and Open Interest |
820,688 |
3,593,795 |
-615,879 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110524 |
94.99 |
95.02 |
94.97 |
94.99 |
-0.01 |
26,114 |
157,770 |
+2,222 |
Sep11 |
110524 |
94.94 |
94.97 |
94.92 |
94.93 |
-0.01 |
45,234 |
229,026 |
+11,614 |
Dec11 |
110524 |
94.88 |
94.91 |
94.86 |
94.87 |
-0.01 |
23,239 |
144,308 |
+5,442 |
Mar12 |
110524 |
94.82 |
94.85 |
94.80 |
94.81 |
-0.01 |
8,185 |
86,402 |
-1,306 |
Jun12 |
110524 |
94.79 |
94.79 |
94.75 |
94.76 |
unch |
2,168 |
53,396 |
-480 |
Sep12 |
110524 |
94.74 |
94.74 |
94.69 |
94.71 |
unch |
1,232 |
52,514 |
-234 |
Dec12 |
110524 |
94.71 |
94.71 |
94.64 |
94.67 |
unch |
707 |
27,773 |
-282 |
Mar13 |
110524 |
94.68 |
94.68 |
94.63 |
94.65 |
+0.01 |
512 |
19,660 |
+391 |
Jun13 |
110524 |
94.63 |
94.63 |
94.58 |
94.61 |
unch |
18 |
1,959 |
+4 |
Sep13 |
110524 |
94.54 |
94.56 |
94.54 |
94.56 |
+0.01 |
8 |
1,142 |
+1 |
Total Volume and Open Interest |
107,428 |
774,804 |
+17,372 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110524 |
94.74 |
94.76 |
94.71 |
94.72 |
-0.02 |
51,286 |
416,790 |
-1,888 |
Sep11 |
110524 |
94.72 |
94.72 |
94.72 |
94.72 |
-0.02 |
|
|
|
Total Volume and Open Interest |
51,286 |
416,790 |
-1,888 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110524 |
95.07 |
95.10 |
95.04 |
95.07 |
+0.09 |
102,307 |
674,352 |
+15,281 |
Sep11 |
110524 |
95.07 |
95.07 |
95.07 |
95.07 |
unch |
|
|
|
Total Volume and Open Interest |
168,246 |
694,829 |
+20,477 |
Gold(CMX) |
Jun11 |
110524 |
1517.2 |
1529.0 |
1513.2 |
1523.3 |
+7.9 |
194,402 |
227,516 |
-2,732 |
Aug11 |
110524 |
1518.4 |
1529.9 |
1514.2 |
1524.3 |
+7.8 |
25,689 |
140,544 |
+8,905 |
Oct11 |
110524 |
1518.0 |
1529.7 |
1518.0 |
1525.7 |
+8.0 |
1,074 |
7,934 |
+754 |
Dec11 |
110524 |
1521.1 |
1532.3 |
1517.9 |
1527.0 |
+8.0 |
3,954 |
63,487 |
+917 |
Feb12 |
110524 |
1522.0 |
1530.2 |
1521.3 |
1528.1 |
+7.9 |
87 |
7,166 |
+16 |
Apr12 |
110524 |
1523.3 |
1533.1 |
1523.3 |
1529.4 |
+8.0 |
70 |
5,103 |
+15 |
Jun12 |
110524 |
1524.2 |
1530.9 |
1524.2 |
1530.9 |
+8.0 |
534 |
11,792 |
+201 |
Aug12 |
110524 |
1532.9 |
1532.9 |
1532.9 |
1532.9 |
+8.0 |
0 |
4,070 |
+0 |
Oct12 |
110524 |
1535.3 |
1535.3 |
1535.3 |
1535.3 |
+7.9 |
0 |
3,489 |
+0 |
Dec12 |
110524 |
1529.9 |
1542.0 |
1529.9 |
1538.2 |
+7.7 |
48 |
12,295 |
-22 |
Feb13 |
110524 |
1541.6 |
1541.6 |
1541.6 |
1541.6 |
+7.8 |
0 |
205 |
+0 |
Total Volume and Open Interest |
227,452 |
518,746 |
+8,776 |
Silver(CMX) |
May11 |
110524 |
3500.0 |
3666.0 |
3500.0 |
3612.1 |
+122.0 |
67 |
210 |
-4 |
Jul11 |
110524 |
3507.5 |
3676.5 |
3488.0 |
3612.8 |
+122.4 |
69,709 |
62,481 |
-1,542 |
Sep11 |
110524 |
3513.5 |
3665.5 |
3504.0 |
3614.8 |
+122.5 |
932 |
9,698 |
+161 |
Dec11 |
110524 |
3508.5 |
3677.0 |
3504.5 |
3616.7 |
+122.8 |
2,475 |
23,988 |
+267 |
Mar12 |
110524 |
3572.0 |
3613.3 |
3572.0 |
3613.3 |
+123.0 |
21 |
3,557 |
+3 |
May12 |
110524 |
3603.0 |
3666.0 |
3602.5 |
3609.8 |
+123.1 |
11 |
1,017 |
+0 |
Jul12 |
110524 |
3508.5 |
3618.5 |
3505.5 |
3606.4 |
+123.2 |
17 |
1,708 |
+0 |
Total Volume and Open Interest |
75,021 |
121,495 |
-1,118 |
Platinum(NYMEX) |
Jul11 |
110524 |
1759.0 |
1772.0 |
1753.0 |
1762.5 |
+6.6 |
3,907 |
32,972 |
-121 |
Oct11 |
110524 |
1758.0 |
1769.6 |
1758.0 |
1765.6 |
+6.4 |
49 |
2,214 |
-23 |
Jan12 |
110524 |
1767.3 |
1767.9 |
1767.3 |
1767.9 |
+6.1 |
0 |
80 |
+0 |
Apr12 |
110524 |
1769.9 |
1769.9 |
1769.9 |
1769.9 |
+6.1 |
0 |
26 |
+0 |
Total Volume and Open Interest |
3,957 |
35,297 |
-145 |
Palladium(NYMEX) |
Jun11 |
110524 |
729.85 |
743.25 |
729.20 |
735.25 |
+3.45 |
3,589 |
11,998 |
-691 |
Sep11 |
110524 |
733.60 |
745.10 |
731.00 |
737.10 |
+3.50 |
1,453 |
7,254 |
+633 |
Dec11 |
110524 |
743.40 |
743.40 |
738.45 |
738.45 |
+3.60 |
8 |
480 |
+6 |
Total Volume and Open Interest |
5,050 |
19,739 |
-52 |
Copper(CMX) |
May11 |
110524 |
401.60 |
405.10 |
401.05 |
401.25 |
+2.25 |
265 |
871 |
-112 |
Jul11 |
110524 |
397.75 |
405.80 |
396.20 |
401.30 |
+2.15 |
33,620 |
68,789 |
+177 |
Sep11 |
110524 |
399.60 |
407.50 |
398.30 |
403.10 |
+2.10 |
1,872 |
26,099 |
+321 |
Dec11 |
110524 |
402.00 |
408.80 |
402.00 |
404.95 |
+2.10 |
1,093 |
14,346 |
+382 |
Mar12 |
110524 |
410.05 |
410.05 |
405.85 |
405.90 |
+2.15 |
173 |
4,389 |
+116 |
Total Volume and Open Interest |
37,762 |
122,043 |
+818 |
DJIA Index(CBOT) |
Jun11 |
110524 |
12365 |
12410 |
12325 |
12327 |
-35 |
311 |
24,451 |
+117 |
Sep11 |
110524 |
12275 |
12283 |
12258 |
12258 |
-34 |
0 |
19 |
+0 |
Dec11 |
110524 |
12187 |
12221 |
12187 |
12187 |
-34 |
0 |
7 |
+0 |
Mar12 |
110524 |
12127 |
12161 |
12127 |
12127 |
-34 |
|
|
|
Total Volume and Open Interest |
311 |
24,477 |
+117 |
S & P 500(CME) |
Jun11 |
110524 |
1314.60 |
1322.20 |
1312.00 |
1313.60 |
-1.60 |
16,464 |
317,568 |
+3,723 |
Sep11 |
110524 |
1312.00 |
1315.30 |
1306.80 |
1308.20 |
-1.60 |
130 |
7,497 |
+82 |
Dec11 |
110524 |
1302.70 |
1309.80 |
1301.30 |
1302.70 |
-1.60 |
0 |
5,701 |
+0 |
Mar12 |
110524 |
1297.70 |
1304.80 |
1296.30 |
1297.70 |
-1.60 |
|
|
|
Total Volume and Open Interest |
16,594 |
330,771 |
+3,805 |
S & P 500 E-Mini(Globex) |
Jun11 |
110520 |
1341.50 |
1344.00 |
1327.00 |
1327.75 |
-13.75 |
|
|
|
Sep11 |
110524 |
1309.00 |
1316.50 |
1306.75 |
1308.25 |
-1.50 |
2,158 |
36,357 |
+518 |
Total Volume and Open Interest |
2,250,615 |
2,760,491 |
+13,238 |
NASDAQ 100(CME) |
Jun11 |
110524 |
2315.30 |
2323.80 |
2298.00 |
2301.80 |
-13.70 |
557 |
19,442 |
+632 |
Sep11 |
110524 |
2298.00 |
2298.00 |
2296.00 |
2298.00 |
-13.80 |
2 |
111 |
+0 |
Dec11 |
110524 |
2294.50 |
2294.50 |
2292.30 |
2294.50 |
-13.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
559 |
19,554 |
+632 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110524 |
2315.50 |
2324.30 |
2298.80 |
2301.80 |
-13.70 |
257,419 |
347,082 |
+1,387 |
Sep11 |
110524 |
2309.80 |
2320.00 |
2295.00 |
2298.00 |
-13.80 |
185 |
1,574 |
+38 |
Total Volume and Open Interest |
257,604 |
348,670 |
+1,425 |
S & P Midcap 400(CME) |
Jun11 |
110524 |
967.30 |
967.30 |
960.00 |
967.30 |
-3.30 |
0 |
1,598 |
+0 |
Sep11 |
110524 |
964.80 |
964.80 |
964.10 |
964.80 |
-3.30 |
|
|
|
Dec11 |
110524 |
963.20 |
963.20 |
962.50 |
963.20 |
-3.30 |
|
|
|
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 |
110524 |
9530 |
9555 |
9445 |
9515 |
+70 |
1 |
70 |
+1 |
Total Volume and Open Interest |
6,884 |
47,762 |
+0 |
Nikkei 225(SGX) |
Jun11 |
110524 |
9455 |
9495 |
9380 |
9485 |
+15 |
77,091 |
233,931 |
-8,461 |
Sep11 |
110524 |
9425 |
9490 |
9385 |
9490 |
+15 |
2 |
1,466 |
-6 |
Dec11 |
110524 |
9425 |
9425 |
9425 |
9425 |
+15 |
0 |
6,659 |
+0 |
Total Volume and Open Interest |
77,396 |
246,235 |
-8,167 |
CAC 40(EURONEXT) |
Jun11 |
110524 |
3883.0 |
3910.0 |
3875.0 |
3893.0 |
+10.5 |
149,716 |
372,577 |
+34,220 |
Jul11 |
110524 |
3894.0 |
3903.0 |
3887.0 |
3890.5 |
+10.0 |
23 |
3 |
+3 |
Aug11 |
110524 |
3891.5 |
3891.5 |
3891.5 |
3891.5 |
+10.5 |
|
|
|
Total Volume and Open Interest |
149,739 |
372,581 |
|
Hang Seng Index(HKFE) |
May11 |
110524 |
22693 |
22764 |
22629 |
22702 |
+47 |
49,793 |
81,640 |
-480 |
Jun11 |
110524 |
22500 |
22611 |
22477 |
22551 |
+51 |
1,417 |
11,360 |
+258 |
Total Volume and Open Interest |
52,365 |
95,305 |
+301 |
DAX(EUREX) |
Jun11 |
110524 |
7130.0 |
7209.0 |
7121.0 |
7150.0 |
+11.0 |
159,677 |
183,967 |
+411 |
Sep11 |
110524 |
7158.5 |
7225.0 |
7148.5 |
7173.5 |
+11.5 |
690 |
7,673 |
+304 |
Dec11 |
110524 |
7191.5 |
7250.0 |
7180.0 |
7204.0 |
+10.5 |
85 |
1,356 |
+18 |
Total Volume and Open Interest |
160,452 |
192,996 |
+733 |
FT-SE 100(EURONEXT) |
Jun11 |
110524 |
5823.50 |
5869.50 |
5823.50 |
5835.50 |
+7.00 |
114,204 |
627,892 |
-46,864 |
Sep11 |
110524 |
5797.50 |
5825.00 |
5797.50 |
5800.00 |
+7.50 |
134 |
4,927 |
+66 |
Dec11 |
110524 |
5781.00 |
5781.00 |
5777.00 |
5777.00 |
+7.50 |
21 |
274 |
+21 |
Total Volume and Open Interest |
114,359 |
633,188 |
-46,777 |
SPI 200(SFE) |
Jun11 |
110524 |
4649.0 |
4649.0 |
4599.0 |
4630.0 |
-17.0 |
37,658 |
179,058 |
+961 |
Sep11 |
110524 |
4622.0 |
4622.0 |
4594.0 |
4618.0 |
-17.0 |
63 |
3,797 |
+26 |
Dec11 |
110524 |
4639.0 |
4639.0 |
4639.0 |
4639.0 |
-18.0 |
4 |
2,533 |
-63 |
Total Volume and Open Interest |
38,095 |
186,981 |
-1,474 |
GSCI(CME) |
Jun11 |
110524 |
31.64 |
32.94 |
22.39 |
28.64 |
+7.50 |
176 |
10,686 |
-74 |
Jul11 |
110524 |
28.64 |
30.14 |
20.64 |
27.14 |
+8.50 |
2 |
0 |
+0 |
Aug11 |
110524 |
28.14 |
31.64 |
19.14 |
28.14 |
+8.50 |
|
|
|
Total Volume and Open Interest |
178 |
10,686 |
-74 |
Reuters CCI(ICE) |
Jun11 |
110524 |
340.20 |
340.20 |
340.20 |
340.20 |
+2.80 |
|
|
|
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. |
|
|