|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed May 25, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110525 |
1373.00 |
1387.00 |
1372.50 |
1377.00 |
+4.75 |
75,480 |
241,864 |
-4,093 |
Aug11 |
110525 |
1368.25 |
1382.25 |
1368.25 |
1373.00 |
+5.00 |
9,044 |
25,513 |
+1,211 |
Sep11 |
110525 |
1363.75 |
1373.75 |
1360.50 |
1367.00 |
+6.50 |
2,630 |
16,607 |
+192 |
Nov11 |
110525 |
1354.75 |
1367.00 |
1354.75 |
1361.00 |
+6.75 |
26,070 |
199,857 |
+1,272 |
Jan12 |
110525 |
1362.50 |
1374.00 |
1362.50 |
1369.75 |
+7.50 |
2,353 |
23,268 |
+311 |
Mar12 |
110525 |
1363.50 |
1375.00 |
1363.50 |
1370.00 |
+6.50 |
3,100 |
15,193 |
-135 |
May12 |
110525 |
1361.75 |
1367.50 |
1358.50 |
1362.00 |
+5.75 |
2,686 |
13,698 |
+619 |
Total Volume and Open Interest |
123,104 |
552,953 |
-122 |
Soybean Meal(CBOT) |
Jul11 |
110525 |
358.20 |
360.60 |
357.00 |
358.30 |
-0.90 |
33,763 |
93,436 |
-1,619 |
Aug11 |
110525 |
359.20 |
360.90 |
357.40 |
358.90 |
-0.70 |
6,589 |
33,283 |
-358 |
Sep11 |
110525 |
358.80 |
358.90 |
355.80 |
357.30 |
-0.60 |
2,581 |
18,478 |
+384 |
Oct11 |
110525 |
351.10 |
352.80 |
349.80 |
351.60 |
-0.60 |
1,346 |
16,508 |
-40 |
Dec11 |
110525 |
351.30 |
353.50 |
349.90 |
351.90 |
-0.70 |
7,146 |
48,676 |
+107 |
Jan12 |
110525 |
354.00 |
354.30 |
351.30 |
353.30 |
-0.90 |
475 |
4,303 |
+115 |
Mar12 |
110525 |
355.50 |
355.90 |
352.60 |
354.70 |
-1.10 |
319 |
3,808 |
+32 |
May12 |
110525 |
353.50 |
353.70 |
350.70 |
352.50 |
-1.10 |
521 |
4,012 |
+74 |
Total Volume and Open Interest |
52,945 |
227,106 |
-1,317 |
Soybean Oil(CBOT) |
Jul11 |
110525 |
57.48 |
58.19 |
57.33 |
57.96 |
+0.48 |
40,396 |
143,051 |
+354 |
Aug11 |
110525 |
57.74 |
58.46 |
57.63 |
58.23 |
+0.49 |
4,085 |
33,774 |
+581 |
Sep11 |
110525 |
57.95 |
58.73 |
57.95 |
58.52 |
+0.49 |
5,459 |
22,359 |
+728 |
Oct11 |
110525 |
58.22 |
58.90 |
58.12 |
58.72 |
+0.50 |
1,218 |
14,902 |
-174 |
Dec11 |
110525 |
58.59 |
59.30 |
58.50 |
59.11 |
+0.51 |
11,713 |
79,574 |
+1,348 |
Jan12 |
110525 |
58.73 |
59.42 |
58.73 |
59.24 |
+0.51 |
1,542 |
6,733 |
+472 |
Mar12 |
110525 |
59.20 |
59.53 |
59.20 |
59.34 |
+0.51 |
42 |
4,468 |
+6 |
May12 |
110525 |
59.12 |
59.47 |
59.12 |
59.32 |
+0.51 |
175 |
4,139 |
+40 |
Total Volume and Open Interest |
64,771 |
311,678 |
+3,352 |
Canola(WCE) |
Jul11 |
110525 |
581.0 |
587.9 |
581.0 |
583.5 |
+3.3 |
9,332 |
76,880 |
+228 |
Nov11 |
110525 |
586.0 |
591.8 |
585.0 |
586.5 |
+0.5 |
4,932 |
78,203 |
+106 |
Jan12 |
110525 |
597.0 |
598.1 |
593.2 |
593.4 |
+0.5 |
757 |
7,827 |
+181 |
Mar12 |
110525 |
597.9 |
600.6 |
596.5 |
596.5 |
+0.2 |
470 |
1,385 |
+80 |
May12 |
110525 |
600.9 |
605.5 |
599.0 |
600.7 |
-0.3 |
164 |
508 |
+81 |
Total Volume and Open Interest |
15,723 |
167,066 |
+744 |
Corn(CBOT) |
Jul11 |
110525 |
735.00 |
747.00 |
732.25 |
742.25 |
+9.00 |
152,056 |
583,364 |
-10,644 |
Sep11 |
110525 |
705.00 |
716.00 |
702.50 |
714.75 |
+9.75 |
26,719 |
177,751 |
+2,478 |
Dec11 |
110525 |
662.50 |
670.75 |
659.25 |
670.75 |
+8.25 |
67,332 |
451,993 |
+3,258 |
Mar12 |
110525 |
672.75 |
681.75 |
670.25 |
681.75 |
+9.00 |
5,238 |
78,246 |
+403 |
May12 |
110525 |
680.00 |
688.75 |
678.00 |
688.25 |
+8.50 |
1,225 |
17,101 |
-97 |
Jul12 |
110525 |
685.00 |
695.25 |
683.50 |
695.25 |
+9.75 |
2,319 |
41,775 |
+449 |
Total Volume and Open Interest |
257,489 |
1,409,459 |
-4,109 |
Wheat(CBOT) |
Jul11 |
110525 |
780.00 |
800.00 |
778.25 |
796.50 |
+16.75 |
61,542 |
216,221 |
-1,066 |
Sep11 |
110525 |
828.00 |
848.50 |
826.50 |
845.50 |
+17.00 |
16,165 |
70,075 |
+176 |
Dec11 |
110525 |
880.75 |
899.00 |
876.00 |
895.75 |
+17.00 |
15,400 |
97,620 |
+1,430 |
Mar12 |
110525 |
916.25 |
934.00 |
912.00 |
930.00 |
+15.25 |
1,867 |
21,546 |
+45 |
May12 |
110525 |
932.00 |
942.50 |
925.50 |
939.75 |
+14.25 |
1,093 |
7,849 |
+506 |
Total Volume and Open Interest |
99,151 |
460,434 |
+2,001 |
Wheat(KCBT) |
Jul11 |
110525 |
914.00 |
933.00 |
913.00 |
928.75 |
+16.75 |
13,296 |
82,531 |
-964 |
Sep11 |
110525 |
930.00 |
952.00 |
930.00 |
948.00 |
+17.25 |
6,178 |
36,033 |
+1,987 |
Dec11 |
110525 |
954.75 |
974.75 |
954.00 |
971.50 |
+18.00 |
2,551 |
42,091 |
-11 |
Mar12 |
110525 |
976.25 |
990.25 |
973.25 |
987.50 |
+18.00 |
305 |
6,077 |
+33 |
May12 |
110525 |
983.25 |
989.75 |
983.00 |
987.50 |
+16.50 |
47 |
849 |
+26 |
Total Volume and Open Interest |
22,769 |
177,107 |
+1,298 |
Wheat(MGE) |
Jul11 |
110525 |
991.25 |
1033.75 |
987.00 |
1020.00 |
+31.25 |
2,686 |
20,941 |
-209 |
Sep11 |
110525 |
976.00 |
1013.00 |
976.00 |
1004.75 |
+29.25 |
1,715 |
16,091 |
+92 |
Dec11 |
110525 |
984.75 |
1015.00 |
980.25 |
1008.75 |
+29.75 |
1,130 |
12,425 |
+145 |
Mar12 |
110525 |
984.00 |
1019.00 |
984.00 |
1011.75 |
+25.25 |
350 |
2,629 |
+27 |
May12 |
110525 |
996.50 |
1014.75 |
996.50 |
1014.25 |
+24.25 |
149 |
543 |
+54 |
Total Volume and Open Interest |
6,281 |
55,848 |
+280 |
Oats(CBOT) |
Jul11 |
110525 |
362.00 |
373.00 |
361.00 |
369.00 |
+9.00 |
901 |
8,299 |
-149 |
Sep11 |
110525 |
377.25 |
381.00 |
368.50 |
378.25 |
+9.75 |
378 |
610 |
+307 |
Dec11 |
110525 |
376.25 |
387.50 |
374.50 |
385.50 |
+11.00 |
123 |
3,570 |
+8 |
Mar12 |
110525 |
397.50 |
397.50 |
386.00 |
397.50 |
+11.50 |
2 |
23 |
+1 |
Total Volume and Open Interest |
1,404 |
12,503 |
+167 |
Rough Rice(CBOT) |
Jul11 |
110525 |
15.10 |
15.33 |
15.03 |
15.18 |
+0.05 |
549 |
15,001 |
-101 |
Sep11 |
110525 |
15.95 |
16.19 |
15.92 |
16.10 |
+0.07 |
184 |
5,085 |
+6 |
Nov11 |
110525 |
16.35 |
16.50 |
16.35 |
16.40 |
+0.07 |
32 |
1,751 |
+14 |
Jan12 |
110525 |
16.73 |
16.73 |
16.69 |
16.72 |
+0.10 |
0 |
254 |
+0 |
Total Volume and Open Interest |
765 |
22,392 |
-81 |
Live Cattle(CME) |
Jun11 |
110525 |
103.500 |
104.700 |
102.900 |
104.550 |
+2.165 |
20,225 |
60,179 |
-2,203 |
Aug11 |
110525 |
104.830 |
105.700 |
104.080 |
105.230 |
+1.330 |
25,208 |
133,617 |
-360 |
Oct11 |
110525 |
110.500 |
111.150 |
109.900 |
110.800 |
+1.120 |
11,430 |
76,814 |
-83 |
Dec11 |
110525 |
114.300 |
115.080 |
113.550 |
114.450 |
+1.000 |
6,695 |
48,958 |
+44 |
Feb12 |
110525 |
115.535 |
116.600 |
115.150 |
116.100 |
+1.020 |
3,093 |
13,285 |
+16 |
Apr12 |
110525 |
116.150 |
117.600 |
116.150 |
117.150 |
+1.115 |
821 |
6,779 |
+31 |
Total Volume and Open Interest |
67,599 |
341,034 |
-2,512 |
Feeder Cattle(CME) |
May11 |
110525 |
124.385 |
124.950 |
124.250 |
124.680 |
+0.730 |
558 |
2,384 |
-222 |
Aug11 |
110525 |
123.600 |
125.250 |
123.035 |
124.535 |
+1.750 |
2,380 |
22,568 |
+15 |
Sep11 |
110525 |
124.900 |
126.430 |
124.450 |
125.550 |
+1.320 |
253 |
5,201 |
+17 |
Oct11 |
110525 |
125.480 |
127.080 |
125.480 |
126.350 |
+1.370 |
160 |
4,520 |
+10 |
Nov11 |
110525 |
126.035 |
127.680 |
126.000 |
126.550 |
+1.165 |
85 |
1,679 |
-11 |
Jan12 |
110525 |
126.000 |
127.000 |
125.900 |
125.900 |
+1.400 |
36 |
525 |
-14 |
Mar12 |
110525 |
125.000 |
126.800 |
125.000 |
126.100 |
+1.100 |
0 |
41 |
+0 |
Total Volume and Open Interest |
3,472 |
36,921 |
-205 |
Lean Hogs(CME) |
Jun11 |
110525 |
87.200 |
88.950 |
87.000 |
88.300 |
+0.850 |
13,494 |
26,313 |
-2,632 |
Jul11 |
110525 |
86.750 |
88.180 |
86.750 |
87.400 |
+0.470 |
6,392 |
62,445 |
-5 |
Aug11 |
110525 |
88.800 |
89.930 |
88.700 |
89.300 |
+0.200 |
6,159 |
41,836 |
-144 |
Oct11 |
110525 |
82.930 |
84.050 |
82.930 |
83.785 |
+0.900 |
4,805 |
40,993 |
-1,058 |
Dec11 |
110525 |
80.950 |
81.900 |
80.750 |
81.800 |
+0.850 |
2,646 |
32,372 |
+402 |
Feb12 |
110525 |
83.035 |
83.450 |
82.430 |
83.385 |
+0.735 |
403 |
8,285 |
+35 |
Apr12 |
110525 |
84.135 |
84.480 |
83.850 |
84.480 |
+0.680 |
101 |
4,688 |
+34 |
May12 |
110525 |
88.800 |
88.800 |
88.800 |
88.800 |
+1.000 |
15 |
181 |
+12 |
Total Volume and Open Interest |
34,053 |
219,472 |
-3,341 |
Class III Milk(CME) |
May11 |
110525 |
16.46 |
16.49 |
16.45 |
16.49 |
+0.03 |
13 |
5,408 |
+21 |
Jun11 |
110525 |
17.98 |
18.40 |
17.90 |
18.32 |
+0.36 |
169 |
4,761 |
+6 |
Jul11 |
110525 |
18.95 |
19.08 |
18.88 |
18.99 |
-0.02 |
267 |
4,395 |
+56 |
Aug11 |
110525 |
18.85 |
19.00 |
18.81 |
18.90 |
+0.01 |
226 |
4,032 |
+80 |
Sep11 |
110525 |
18.69 |
18.75 |
18.55 |
18.67 |
+0.01 |
171 |
3,884 |
+76 |
Total Volume and Open Interest |
1,214 |
34,730 |
+424 |
Cocoa(ICE) |
Jul11 |
110525 |
2875 |
2986 |
2874 |
2962 |
+78 |
8,452 |
60,090 |
-714 |
Sep11 |
110525 |
2900 |
3000 |
2886 |
2978 |
+80 |
4,351 |
29,868 |
+450 |
Dec11 |
110525 |
2924 |
3022 |
2913 |
3004 |
+77 |
810 |
26,791 |
+223 |
Mar12 |
110525 |
2975 |
3065 |
2970 |
3060 |
+76 |
918 |
23,718 |
-5 |
May12 |
110525 |
3016 |
3056 |
3016 |
3056 |
+78 |
324 |
6,491 |
+141 |
Jul12 |
110525 |
3050 |
3050 |
3043 |
3050 |
+79 |
13 |
2,046 |
-3 |
Sep12 |
110525 |
3050 |
3050 |
3050 |
3050 |
+78 |
59 |
2,162 |
+0 |
Total Volume and Open Interest |
14,972 |
154,537 |
+109 |
Coffee "C"(ICE) |
Jul11 |
110525 |
261.40 |
269.45 |
259.00 |
264.85 |
+3.65 |
8,832 |
54,929 |
-379 |
Sep11 |
110525 |
264.25 |
272.40 |
262.00 |
267.90 |
+3.70 |
2,720 |
25,285 |
+152 |
Dec11 |
110525 |
267.75 |
276.00 |
266.75 |
271.60 |
+3.90 |
715 |
20,889 |
+30 |
Mar12 |
110525 |
269.75 |
278.00 |
269.75 |
273.65 |
+3.95 |
58 |
4,942 |
-2 |
May12 |
110525 |
271.15 |
277.00 |
271.15 |
274.60 |
+3.85 |
46 |
2,958 |
+5 |
Jul12 |
110525 |
268.95 |
275.25 |
268.95 |
272.75 |
+3.90 |
39 |
662 |
+18 |
Total Volume and Open Interest |
12,487 |
111,412 |
-152 |
Orange Juice(ICE) |
Jul11 |
110525 |
183.80 |
187.75 |
182.10 |
186.80 |
+4.05 |
883 |
26,744 |
+154 |
Sep11 |
110525 |
177.75 |
180.25 |
176.20 |
179.80 |
+2.40 |
271 |
4,970 |
+164 |
Nov11 |
110525 |
172.00 |
173.75 |
172.00 |
173.20 |
+0.90 |
111 |
1,840 |
+57 |
Jan12 |
110525 |
169.65 |
169.75 |
169.30 |
169.50 |
+0.50 |
32 |
276 |
+12 |
Mar12 |
110525 |
167.20 |
167.20 |
167.20 |
167.20 |
+0.50 |
0 |
122 |
+0 |
May12 |
110525 |
165.00 |
166.00 |
165.00 |
165.75 |
+0.75 |
0 |
45 |
+0 |
Total Volume and Open Interest |
1,297 |
34,061 |
+387 |
Sugar #11(ICE) |
Jul11 |
110525 |
22.08 |
22.89 |
21.82 |
22.64 |
+0.73 |
38,185 |
261,299 |
-3,344 |
Oct11 |
110525 |
21.79 |
22.50 |
21.60 |
22.30 |
+0.62 |
25,328 |
142,622 |
-3,523 |
Mar12 |
110525 |
22.14 |
22.65 |
22.05 |
22.52 |
+0.38 |
10,185 |
86,656 |
-1,280 |
May12 |
110525 |
21.91 |
22.28 |
21.81 |
22.24 |
+0.33 |
1,335 |
25,475 |
+149 |
Jul12 |
110525 |
21.81 |
22.18 |
21.68 |
22.15 |
+0.34 |
893 |
21,364 |
+211 |
Total Volume and Open Interest |
77,071 |
582,103 |
-7,622 |
London Cocoa(LCE) |
Jul11 |
110525 |
1790 |
1855 |
1783 |
1841 |
+50 |
7,674 |
73,615 |
+572 |
Sep11 |
110525 |
1819 |
1880 |
1810 |
1867 |
+48 |
3,602 |
32,289 |
-228 |
Dec11 |
110525 |
1848 |
1901 |
1837 |
1892 |
+45 |
1,774 |
31,218 |
+361 |
Mar12 |
110525 |
1872 |
1921 |
1864 |
1918 |
+45 |
1,247 |
35,528 |
+237 |
May12 |
110525 |
1883 |
1935 |
1883 |
1932 |
+45 |
226 |
9,948 |
+19 |
Jul12 |
110525 |
1942 |
1942 |
1942 |
1942 |
+45 |
35 |
4,257 |
+13 |
Sep12 |
110525 |
1902 |
1950 |
1902 |
1950 |
+45 |
66 |
3,175 |
+35 |
Total Volume and Open Interest |
14,690 |
197,722 |
+1,062 |
London Sugar(LCE) |
Aug11 |
110525 |
622.50 |
654.80 |
620.00 |
648.00 |
+24.90 |
2,926 |
23,772 |
-632 |
Oct11 |
110525 |
581.10 |
604.70 |
579.10 |
600.00 |
+17.50 |
1,012 |
9,199 |
+363 |
Dec11 |
110525 |
584.50 |
600.30 |
581.80 |
595.30 |
+13.80 |
220 |
4,193 |
+96 |
Mar12 |
110525 |
581.00 |
595.70 |
577.80 |
590.00 |
+11.30 |
129 |
2,520 |
+58 |
May12 |
110525 |
572.80 |
586.40 |
572.80 |
581.00 |
+9.10 |
31 |
1,451 |
+7 |
Total Volume and Open Interest |
4,341 |
42,878 |
-87 |
Cotton(ICE) |
Jul11 |
110525 |
153.88 |
159.67 |
153.65 |
156.03 |
+2.15 |
3,971 |
71,118 |
+160 |
Oct11 |
110525 |
139.90 |
144.10 |
138.92 |
144.10 |
+5.42 |
2 |
415 |
+1 |
Dec11 |
110525 |
125.50 |
131.59 |
124.25 |
131.35 |
+5.59 |
1,850 |
62,603 |
+102 |
Mar12 |
110525 |
116.88 |
122.23 |
116.09 |
122.05 |
+5.43 |
128 |
10,147 |
+68 |
May12 |
110525 |
112.85 |
117.70 |
112.85 |
116.98 |
+3.64 |
7 |
2,477 |
+2 |
Jul12 |
110525 |
110.00 |
113.35 |
110.00 |
113.35 |
+2.41 |
96 |
3,369 |
-7 |
Total Volume and Open Interest |
6,170 |
152,629 |
+395 |
Lumber(CME) |
Jul11 |
110525 |
222.0 |
231.5 |
219.6 |
231.5 |
+10.0 |
417 |
7,277 |
+83 |
Sep11 |
110525 |
245.2 |
252.0 |
241.9 |
249.0 |
+7.0 |
195 |
2,304 |
+57 |
Nov11 |
110525 |
247.0 |
253.5 |
247.0 |
251.1 |
+7.6 |
31 |
568 |
+12 |
Jan12 |
110525 |
269.6 |
270.0 |
269.6 |
269.8 |
+9.8 |
0 |
30 |
+0 |
Total Volume and Open Interest |
643 |
10,182 |
+152 |
Crude Oil(NYM) |
Jul11 |
110525 |
99.27 |
101.63 |
98.20 |
101.32 |
+1.73 |
296,828 |
411,611 |
-5,019 |
Aug11 |
110525 |
99.69 |
102.10 |
98.66 |
101.82 |
+1.76 |
50,132 |
90,352 |
+2,052 |
Sep11 |
110525 |
100.03 |
102.46 |
99.07 |
102.24 |
+1.76 |
36,052 |
96,868 |
+6,179 |
Oct11 |
110525 |
100.20 |
102.75 |
99.40 |
102.54 |
+1.75 |
12,993 |
46,872 |
-1,376 |
Nov11 |
110525 |
100.18 |
102.96 |
99.99 |
102.76 |
+1.74 |
8,263 |
37,283 |
+665 |
Dec11 |
110525 |
100.80 |
103.14 |
99.87 |
102.94 |
+1.73 |
37,698 |
193,734 |
-1,778 |
Jan12 |
110525 |
100.38 |
103.25 |
100.12 |
103.04 |
+1.74 |
3,746 |
40,003 |
-54 |
Feb12 |
110525 |
100.45 |
103.15 |
100.17 |
103.10 |
+1.76 |
2,767 |
22,672 |
-663 |
Mar12 |
110525 |
101.00 |
103.35 |
100.40 |
103.13 |
+1.78 |
3,354 |
28,557 |
-396 |
Apr12 |
110525 |
100.20 |
103.15 |
100.20 |
103.15 |
+1.80 |
1,717 |
16,270 |
+408 |
May12 |
110525 |
100.20 |
103.18 |
100.20 |
103.18 |
+1.83 |
1,760 |
17,105 |
+212 |
Jun12 |
110525 |
101.05 |
103.20 |
100.61 |
103.20 |
+1.85 |
7,328 |
78,330 |
+2,068 |
Jul12 |
110525 |
101.55 |
103.14 |
101.55 |
103.14 |
+1.89 |
1,026 |
22,586 |
+455 |
Aug12 |
110525 |
103.00 |
103.00 |
103.00 |
103.00 |
+1.91 |
134 |
14,819 |
+61 |
Sep12 |
110525 |
102.89 |
102.89 |
102.89 |
102.89 |
+1.94 |
330 |
13,841 |
-160 |
Oct12 |
110525 |
102.81 |
102.81 |
102.81 |
102.81 |
+1.97 |
312 |
8,458 |
-4 |
Total Volume and Open Interest |
491,529 |
1,534,010 |
+7,182 |
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 |
110525 |
99.600 |
102.025 |
98.750 |
101.825 |
+1.775 |
282 |
545 |
+15 |
Sep11 |
110525 |
99.725 |
102.250 |
99.725 |
102.250 |
+1.775 |
72 |
218 |
+6 |
Oct11 |
110525 |
100.600 |
102.550 |
100.600 |
102.550 |
+1.750 |
0 |
41 |
+0 |
Nov11 |
110525 |
101.300 |
102.750 |
101.300 |
102.750 |
+1.725 |
0 |
20 |
+0 |
Dec11 |
110525 |
100.675 |
103.000 |
100.650 |
102.950 |
+1.750 |
22 |
336 |
+0 |
Jan12 |
110525 |
101.250 |
103.050 |
100.800 |
103.050 |
+1.750 |
0 |
6 |
+0 |
Feb12 |
110525 |
103.100 |
103.100 |
103.100 |
103.100 |
+1.750 |
0 |
7 |
+0 |
Total Volume and Open Interest |
11,423 |
3,578 |
-58 |
Heating Oil(NYM) |
Jun11 |
110525 |
290.87 |
298.62 |
288.46 |
298.03 |
+7.06 |
26,578 |
42,427 |
-5,202 |
Jul11 |
110525 |
291.37 |
299.77 |
289.52 |
299.23 |
+7.10 |
46,384 |
92,206 |
+3,567 |
Aug11 |
110525 |
292.25 |
300.91 |
291.13 |
300.56 |
+7.06 |
12,983 |
35,598 |
+1,028 |
Sep11 |
110525 |
293.93 |
302.31 |
292.74 |
302.23 |
+7.06 |
6,132 |
28,082 |
+579 |
Oct11 |
110525 |
295.16 |
303.87 |
295.16 |
303.80 |
+6.97 |
3,099 |
12,446 |
+0 |
Nov11 |
110525 |
297.96 |
305.38 |
296.98 |
305.38 |
+6.87 |
904 |
14,411 |
+14 |
Dec11 |
110525 |
298.67 |
307.37 |
298.67 |
306.88 |
+6.75 |
7,079 |
36,277 |
+705 |
Jan12 |
110525 |
303.57 |
308.38 |
303.57 |
308.38 |
+6.67 |
1,183 |
14,593 |
+272 |
Feb12 |
110525 |
304.87 |
308.86 |
304.87 |
308.72 |
+6.59 |
438 |
5,836 |
-103 |
Mar12 |
110525 |
303.17 |
307.87 |
303.17 |
307.87 |
+6.49 |
194 |
3,595 |
+52 |
Apr12 |
110525 |
305.77 |
305.77 |
305.77 |
305.77 |
+6.39 |
110 |
1,798 |
+56 |
May12 |
110525 |
303.87 |
303.87 |
303.87 |
303.87 |
+6.29 |
89 |
1,797 |
-62 |
Total Volume and Open Interest |
106,712 |
316,011 |
+1,110 |
Gasoline(NYMEX) |
Jun11 |
110525 |
297.50 |
302.94 |
294.39 |
301.62 |
+2.34 |
35,479 |
37,238 |
-4,586 |
Jul11 |
110525 |
294.55 |
299.81 |
291.60 |
298.67 |
+2.87 |
40,873 |
81,963 |
+2,318 |
Aug11 |
110525 |
290.60 |
296.56 |
289.53 |
296.13 |
+3.54 |
17,180 |
26,445 |
-931 |
Sep11 |
110525 |
288.56 |
293.98 |
286.21 |
293.59 |
+4.03 |
9,111 |
30,010 |
-171 |
Oct11 |
110525 |
274.69 |
281.00 |
274.55 |
280.79 |
+4.46 |
4,798 |
22,245 |
+102 |
Nov11 |
110525 |
273.10 |
278.45 |
271.54 |
278.33 |
+4.81 |
1,649 |
12,084 |
+413 |
Dec11 |
110525 |
271.72 |
277.36 |
270.52 |
277.25 |
+5.03 |
2,731 |
26,279 |
-20 |
Jan12 |
110525 |
273.70 |
277.77 |
273.70 |
277.77 |
+5.15 |
882 |
7,320 |
+293 |
Feb12 |
110525 |
278.26 |
279.36 |
278.26 |
279.36 |
+5.26 |
278 |
3,984 |
+162 |
Mar12 |
110525 |
279.31 |
281.03 |
279.23 |
281.03 |
+5.34 |
54 |
4,456 |
+21 |
Total Volume and Open Interest |
113,370 |
271,018 |
-2,135 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110525 |
301.60 |
301.62 |
301.60 |
301.60 |
+2.30 |
0 |
1 |
-1 |
Jul11 |
110525 |
298.70 |
298.70 |
298.67 |
298.70 |
+2.90 |
0 |
2 |
+0 |
Aug11 |
110525 |
296.10 |
296.13 |
296.10 |
296.10 |
+3.50 |
0 |
1 |
+0 |
Sep11 |
110525 |
293.60 |
293.60 |
293.59 |
293.60 |
+4.00 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
-1 |
Natural Gas(NYM) |
Jun11 |
110525 |
4.334 |
4.385 |
4.316 |
4.379 |
+0.034 |
130,815 |
34,413 |
-15,625 |
Jul11 |
110525 |
4.391 |
4.434 |
4.363 |
4.423 |
+0.032 |
87,611 |
222,980 |
+2,355 |
Aug11 |
110525 |
4.417 |
4.476 |
4.411 |
4.469 |
+0.032 |
24,594 |
73,792 |
+1,415 |
Sep11 |
110525 |
4.452 |
4.500 |
4.437 |
4.496 |
+0.032 |
13,930 |
108,072 |
+1,830 |
Oct11 |
110525 |
4.500 |
4.544 |
4.485 |
4.538 |
+0.032 |
16,944 |
95,556 |
+612 |
Nov11 |
110525 |
4.668 |
4.699 |
4.661 |
4.695 |
+0.034 |
6,617 |
52,208 |
-100 |
Dec11 |
110525 |
4.866 |
4.910 |
4.850 |
4.907 |
+0.032 |
3,471 |
39,805 |
-89 |
Jan12 |
110525 |
4.976 |
5.025 |
4.976 |
5.022 |
+0.030 |
7,599 |
86,511 |
+165 |
Feb12 |
110525 |
5.001 |
5.013 |
4.980 |
5.010 |
+0.028 |
969 |
19,109 |
-60 |
Mar12 |
110525 |
4.941 |
4.950 |
4.920 |
4.948 |
+0.028 |
2,874 |
38,523 |
+522 |
Apr12 |
110525 |
4.795 |
4.809 |
4.780 |
4.807 |
+0.026 |
3,785 |
38,421 |
+388 |
May12 |
110525 |
4.810 |
4.828 |
4.804 |
4.825 |
+0.026 |
977 |
9,067 |
-345 |
Jun12 |
110525 |
4.821 |
4.865 |
4.821 |
4.864 |
+0.026 |
858 |
8,677 |
+314 |
Jul12 |
110525 |
4.905 |
4.909 |
4.890 |
4.909 |
+0.026 |
97 |
6,082 |
+25 |
Aug12 |
110525 |
4.924 |
4.938 |
4.915 |
4.937 |
+0.026 |
31 |
5,994 |
+1 |
Sep12 |
110525 |
4.921 |
4.948 |
4.921 |
4.947 |
+0.026 |
31 |
5,465 |
-1 |
Total Volume and Open Interest |
302,925 |
927,174 |
-8,249 |
Brent Crude Oil(ICE) |
Jul11 |
110525 |
112.00 |
115.07 |
111.14 |
114.93 |
+2.40 |
191,503 |
211,429 |
-17,310 |
Aug11 |
110525 |
111.62 |
114.63 |
110.81 |
114.55 |
+2.38 |
63,449 |
147,284 |
-5,984 |
Sep11 |
110525 |
111.19 |
114.17 |
110.45 |
114.11 |
+2.37 |
30,285 |
80,403 |
+962 |
Oct11 |
110525 |
110.80 |
113.81 |
110.19 |
113.72 |
+2.36 |
15,257 |
43,321 |
+2,406 |
Nov11 |
110525 |
110.51 |
113.47 |
109.91 |
113.40 |
+2.33 |
8,819 |
24,402 |
+117 |
Dec11 |
110525 |
110.25 |
113.24 |
109.65 |
113.14 |
+2.33 |
34,750 |
91,684 |
-1,467 |
Jan12 |
110525 |
109.86 |
112.97 |
109.47 |
112.93 |
+2.33 |
3,810 |
20,561 |
-872 |
Feb12 |
110525 |
109.51 |
112.71 |
109.48 |
112.71 |
+2.33 |
2,137 |
19,657 |
-135 |
Mar12 |
110525 |
109.16 |
112.49 |
109.16 |
112.49 |
+2.34 |
1,816 |
31,566 |
+343 |
Apr12 |
110525 |
112.27 |
112.27 |
112.24 |
112.24 |
+2.34 |
1,071 |
8,197 |
-52 |
May12 |
110525 |
111.97 |
111.97 |
111.97 |
111.97 |
+2.35 |
583 |
5,692 |
+299 |
Jun12 |
110525 |
109.20 |
111.71 |
109.00 |
111.71 |
+2.36 |
2,189 |
33,846 |
-72 |
Jul12 |
110525 |
111.42 |
111.42 |
111.42 |
111.42 |
+2.37 |
129 |
4,038 |
+22 |
Aug12 |
110525 |
111.12 |
111.12 |
111.12 |
111.12 |
+2.39 |
6 |
2,304 |
+0 |
Total Volume and Open Interest |
371,456 |
849,863 |
-18,937 |
Gas Oil(ICE) |
Jun11 |
110525 |
917.25 |
943.00 |
910.75 |
937.00 |
+17.75 |
40,630 |
116,850 |
-2,605 |
Jul11 |
110525 |
919.75 |
946.25 |
914.25 |
940.50 |
+17.75 |
49,559 |
94,667 |
+1,445 |
Aug11 |
110525 |
918.25 |
949.00 |
918.00 |
943.75 |
+17.50 |
16,194 |
52,615 |
+459 |
Sep11 |
110525 |
925.50 |
951.50 |
921.75 |
947.00 |
+17.25 |
8,008 |
49,827 |
+445 |
Oct11 |
110525 |
927.50 |
953.25 |
927.50 |
949.50 |
+17.00 |
3,704 |
30,964 |
+74 |
Nov11 |
110525 |
927.50 |
951.25 |
927.50 |
950.75 |
+17.00 |
2,347 |
22,319 |
-202 |
Dec11 |
110525 |
932.50 |
957.25 |
927.00 |
952.00 |
+16.75 |
12,162 |
56,962 |
+1,265 |
Jan12 |
110525 |
936.50 |
956.75 |
936.50 |
954.50 |
+16.50 |
1,015 |
24,104 |
-145 |
Feb12 |
110525 |
954.75 |
955.00 |
954.75 |
955.00 |
+16.25 |
752 |
6,988 |
-28 |
Mar12 |
110525 |
931.25 |
954.75 |
931.25 |
954.75 |
+16.25 |
620 |
6,535 |
+67 |
Total Volume and Open Interest |
142,275 |
550,668 |
-1,872 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110525 |
2.625 |
2.638 |
2.614 |
2.632 |
+0.021 |
265 |
846 |
-131 |
Jul11 |
110525 |
2.625 |
2.640 |
2.621 |
2.635 |
+0.024 |
262 |
1,423 |
+132 |
Aug11 |
110525 |
2.622 |
2.636 |
2.622 |
2.635 |
+0.032 |
92 |
1,200 |
+28 |
Sep11 |
110525 |
2.585 |
2.593 |
2.575 |
2.590 |
+0.032 |
160 |
1,092 |
+28 |
Oct11 |
110525 |
2.472 |
2.483 |
2.470 |
2.482 |
+0.032 |
77 |
1,012 |
-2 |
Nov11 |
110525 |
2.396 |
2.418 |
2.393 |
2.402 |
+0.025 |
75 |
704 |
+15 |
Dec11 |
110525 |
2.380 |
2.389 |
2.376 |
2.386 |
+0.026 |
111 |
1,054 |
+55 |
Total Volume and Open Interest |
1,165 |
8,512 |
+160 |
WTI Crude Oil(ICE |
Jul11 |
110525 |
99.14 |
101.63 |
98.21 |
101.32 |
+1.73 |
76,270 |
100,088 |
+3,168 |
Aug11 |
110525 |
99.66 |
102.06 |
98.70 |
101.82 |
+1.76 |
20,719 |
39,181 |
-134 |
Sep11 |
110525 |
100.04 |
102.40 |
99.10 |
102.24 |
+1.76 |
15,671 |
37,846 |
-324 |
Oct11 |
110525 |
99.84 |
102.69 |
99.70 |
102.54 |
+1.75 |
4,663 |
17,571 |
-889 |
Nov11 |
110525 |
100.98 |
102.86 |
100.18 |
102.76 |
+1.74 |
3,110 |
15,362 |
-97 |
Dec11 |
110525 |
100.49 |
103.12 |
99.96 |
102.94 |
+1.73 |
17,420 |
81,889 |
-488 |
Jan12 |
110525 |
101.90 |
103.14 |
101.90 |
103.04 |
+1.74 |
1,044 |
11,691 |
-40 |
Feb12 |
110525 |
101.68 |
103.10 |
101.68 |
103.10 |
+1.76 |
647 |
3,597 |
-15 |
Mar12 |
110525 |
100.59 |
103.13 |
100.48 |
103.13 |
+1.78 |
802 |
11,951 |
-5 |
Apr12 |
110525 |
103.15 |
103.15 |
103.15 |
103.15 |
+1.80 |
1,543 |
4,053 |
-272 |
May12 |
110525 |
103.18 |
103.18 |
103.18 |
103.18 |
+1.83 |
441 |
2,320 |
+68 |
Jun12 |
110525 |
100.66 |
103.20 |
100.58 |
103.20 |
+1.85 |
2,136 |
26,277 |
+73 |
Jul12 |
110525 |
103.14 |
103.14 |
103.14 |
103.14 |
+1.89 |
20 |
1,853 |
+12 |
Aug12 |
110525 |
103.00 |
103.00 |
103.00 |
103.00 |
+1.91 |
0 |
891 |
+0 |
Sep12 |
110525 |
102.89 |
102.89 |
102.89 |
102.89 |
+1.94 |
0 |
4,296 |
+0 |
Oct12 |
110525 |
102.81 |
102.81 |
102.81 |
102.81 |
+1.97 |
0 |
506 |
+0 |
Total Volume and Open Interest |
150,182 |
457,801 |
+392 |
US Dollar Index(ICE) |
Jun11 |
110525 |
76.115 |
76.395 |
75.835 |
76.030 |
+0.007 |
38,742 |
60,406 |
+1,391 |
Sep11 |
110525 |
76.580 |
76.855 |
76.335 |
76.515 |
+0.003 |
525 |
1,467 |
+69 |
Dec11 |
110525 |
77.045 |
77.045 |
77.045 |
77.045 |
+0.002 |
0 |
2 |
+0 |
Total Volume and Open Interest |
39,267 |
61,876 |
+1,460 |
Australian Dollar(CME) |
Jun11 |
110525 |
105.32 |
105.35 |
104.14 |
104.98 |
-0.36 |
143,742 |
114,330 |
-2,224 |
Sep11 |
110525 |
103.77 |
104.02 |
102.89 |
103.66 |
-0.36 |
630 |
1,526 |
+102 |
Dec11 |
110525 |
102.00 |
102.79 |
102.00 |
102.44 |
-0.35 |
0 |
78 |
+0 |
Total Volume and Open Interest |
144,372 |
115,936 |
-2,122 |
British Pound(CME) |
Jun11 |
110525 |
161.81 |
162.91 |
161.29 |
162.74 |
+0.96 |
121,225 |
111,225 |
+4,974 |
Sep11 |
110525 |
161.54 |
162.70 |
161.21 |
162.54 |
+0.96 |
470 |
989 |
+102 |
Dec11 |
110525 |
162.32 |
162.32 |
161.35 |
162.32 |
+0.97 |
0 |
48 |
+0 |
Total Volume and Open Interest |
121,696 |
112,270 |
+5,077 |
Canadian Dollar(CME) |
Jun11 |
110525 |
102.33 |
102.58 |
101.82 |
102.29 |
+0.01 |
72,391 |
111,407 |
-225 |
Sep11 |
110525 |
102.08 |
102.33 |
101.58 |
102.05 |
+0.01 |
877 |
5,303 |
+207 |
Dec11 |
110525 |
101.56 |
102.02 |
101.56 |
101.81 |
unch |
118 |
3,067 |
+60 |
Mar12 |
110525 |
101.72 |
101.72 |
101.51 |
101.51 |
unch |
8 |
334 |
+7 |
Total Volume and Open Interest |
73,394 |
120,415 |
+49 |
Japanese Yen(CME) |
Jun11 |
110525 |
121.99 |
122.27 |
121.68 |
121.95 |
-0.15 |
103,259 |
96,003 |
-2,142 |
Sep11 |
110525 |
121.85 |
122.28 |
121.75 |
122.01 |
-0.15 |
860 |
3,394 |
+191 |
Dec11 |
110525 |
122.24 |
122.26 |
121.87 |
122.11 |
-0.15 |
0 |
220 |
+0 |
Total Volume and Open Interest |
104,119 |
99,626 |
-1,951 |
Swiss Franc(CME) |
Jun11 |
110525 |
113.66 |
114.84 |
113.46 |
114.60 |
+0.86 |
35,423 |
66,993 |
-1,769 |
Sep11 |
110525 |
113.75 |
114.91 |
113.60 |
114.69 |
+0.88 |
208 |
363 |
-30 |
Dec11 |
110525 |
114.77 |
114.77 |
113.89 |
114.77 |
+0.88 |
1 |
18 |
+0 |
Total Volume and Open Interest |
35,632 |
67,376 |
-1,799 |
EuroFX(CME) |
Jun11 |
110525 |
140.92 |
141.13 |
140.06 |
140.70 |
-0.33 |
412,595 |
260,136 |
-27 |
Sep11 |
110525 |
140.46 |
140.73 |
139.68 |
140.32 |
-0.31 |
2,955 |
4,658 |
+525 |
Dec11 |
110525 |
139.60 |
140.20 |
139.59 |
139.93 |
-0.27 |
21 |
171 |
+16 |
Total Volume and Open Interest |
415,576 |
265,346 |
+514 |
Mexican Peso(CME) |
Jun11 |
110525 |
853.5 |
855.8 |
850.5 |
854.5 |
+0.2 |
32,175 |
149,375 |
-2,864 |
Jul11 |
110525 |
853.2 |
853.2 |
852.8 |
853.2 |
+0.5 |
|
|
|
Total Volume and Open Interest |
32,347 |
149,782 |
-2,722 |
30-Year T-Bonds(CBOT) |
Jun11 |
110520 |
124~280 |
124~280 |
124~160 |
124~270 |
+0~070 |
|
|
|
Sep11 |
110525 |
124~000 |
124~130 |
123~210 |
123~250 |
-0~060 |
107,028 |
122,502 |
+60,313 |
Dec11 |
110525 |
122~100 |
122~160 |
122~100 |
122~100 |
-0~060 |
1 |
2 |
-1 |
Total Volume and Open Interest |
503,520 |
784,027 |
+20,068 |
10-Year T-Notes(CBOT) |
Jun11 |
110525 |
123~040 |
123~105 |
123~005 |
123~045 |
+0~020 |
1,258,662 |
1,690,921 |
-94,887 |
Sep11 |
110525 |
121~230 |
121~305 |
121~060 |
121~245 |
+0~020 |
269,982 |
268,958 |
+134,225 |
Dec11 |
110525 |
120~025 |
120~245 |
120~025 |
120~245 |
+0~020 |
7 |
9 |
+3 |
Total Volume and Open Interest |
1,528,651 |
1,959,888 |
+39,341 |
5-Year T-Notes(CBOT) |
Jun11 |
110520 |
119~063 |
119~063 |
119~062 |
119~062 |
+0~015 |
|
|
|
Sep11 |
110525 |
118~055 |
118~078 |
118~052 |
118~070 |
+0~018 |
158,799 |
223,595 |
+73,386 |
Dec11 |
110525 |
117~094 |
117~094 |
117~076 |
117~094 |
+0~018 |
|
|
|
Total Volume and Open Interest |
823,346 |
1,570,426 |
-23,393 |
2 Year T-Notes(CBOT) |
Jun11 |
110525 |
109~103 |
109~108 |
109~102 |
109~103 |
+0~001 |
343,250 |
969,505 |
-18,537 |
Sep11 |
110525 |
109~055 |
109~059 |
109~051 |
109~055 |
+0~003 |
100,143 |
153,519 |
+45,336 |
Dec11 |
110525 |
108~121 |
108~121 |
108~118 |
108~121 |
+0~003 |
0 |
20 |
+0 |
Total Volume and Open Interest |
443,393 |
1,123,044 |
+26,799 |
Eurodollars(CME) |
Jun11 |
110525 |
99.730 |
99.730 |
99.723 |
99.728 |
unch |
163,592 |
907,963 |
-7,859 |
Sep11 |
110525 |
99.655 |
99.660 |
99.645 |
99.650 |
-0.005 |
259,650 |
1,315,280 |
-33,562 |
Dec11 |
110525 |
99.580 |
99.590 |
99.575 |
99.580 |
unch |
199,049 |
1,552,768 |
-31,139 |
Mar12 |
110525 |
99.475 |
99.485 |
99.465 |
99.475 |
+0.005 |
183,759 |
1,684,584 |
-15,204 |
Jun12 |
110525 |
99.280 |
99.300 |
99.270 |
99.285 |
+0.010 |
199,105 |
1,455,939 |
-7,525 |
Sep12 |
110525 |
99.025 |
99.045 |
99.010 |
99.030 |
+0.015 |
164,163 |
772,192 |
+36 |
Dec12 |
110525 |
98.740 |
98.765 |
98.725 |
98.750 |
+0.020 |
142,917 |
563,834 |
+1,374 |
Mar13 |
110525 |
98.485 |
98.515 |
98.470 |
98.495 |
+0.025 |
119,909 |
389,205 |
-13,457 |
Jun13 |
110525 |
98.225 |
98.260 |
98.210 |
98.240 |
+0.030 |
84,220 |
247,788 |
-5,143 |
Sep13 |
110525 |
97.965 |
98.005 |
97.955 |
97.985 |
+0.030 |
65,136 |
239,763 |
-4,406 |
Dec13 |
110525 |
97.700 |
97.740 |
97.690 |
97.720 |
+0.030 |
38,375 |
185,141 |
-4,286 |
Mar14 |
110525 |
97.470 |
97.510 |
97.455 |
97.485 |
+0.030 |
34,932 |
173,536 |
-3,758 |
Jun14 |
110525 |
97.235 |
97.280 |
97.225 |
97.255 |
+0.030 |
10,826 |
102,735 |
-1,262 |
Sep14 |
110525 |
97.015 |
97.060 |
97.005 |
97.030 |
+0.025 |
10,259 |
59,495 |
-1,337 |
Dec14 |
110525 |
96.795 |
96.835 |
96.780 |
96.805 |
+0.025 |
8,303 |
68,482 |
-1,321 |
Mar15 |
110525 |
96.595 |
96.640 |
96.585 |
96.610 |
+0.020 |
6,441 |
48,519 |
-1,117 |
Jun15 |
110525 |
4.655 |
4.695 |
4.645 |
4.665 |
+0.015 |
6,056 |
42,444 |
-912 |
Sep15 |
110525 |
4.490 |
4.510 |
4.465 |
4.485 |
+0.010 |
5,946 |
38,306 |
-1,416 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110525 |
99.905 |
99.908 |
99.905 |
99.908 |
unch |
3,959 |
74,628 |
-1,080 |
Jun11 |
110525 |
99.900 |
99.900 |
99.890 |
99.900 |
unch |
2,857 |
59,930 |
-2,625 |
Jul11 |
110525 |
99.890 |
99.895 |
99.890 |
99.895 |
unch |
689 |
51,927 |
+366 |
Aug11 |
110525 |
99.880 |
99.880 |
99.875 |
99.880 |
unch |
2,421 |
50,526 |
-1,268 |
Sep11 |
110525 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
6,325 |
43,172 |
+441 |
Oct11 |
110525 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
3,757 |
51,662 |
+175 |
Total Volume and Open Interest |
37,678 |
709,171 |
-1,638 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110525 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110525 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec11 |
110525 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
75 |
+0 |
Mar12 |
110525 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun12 |
110525 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110525 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110525 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Mar13 |
110525 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Jun13 |
110525 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep13 |
110525 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110525 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
6,003 |
+0 |
Sep11 |
110525 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,466 |
+0 |
Dec11 |
110525 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110525 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
3,877 |
+0 |
Jun12 |
110525 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110525 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110525 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110525 |
99.56 |
99.56 |
99.56 |
99.56 |
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 |
110525 |
140.57 |
140.76 |
140.57 |
140.65 |
+0.08 |
26 |
82 |
+25 |
Dec11 |
110525 |
138.56 |
138.56 |
138.56 |
138.56 |
+0.08 |
|
|
|
Total Volume and Open Interest |
1,788 |
21,624 |
+181 |
Euro-Bund(EUREX) |
Jun11 |
110525 |
125.12 |
125.23 |
124.86 |
125.01 |
+0.28 |
939,449 |
974,664 |
-36,350 |
Sep11 |
110525 |
124.85 |
124.96 |
124.64 |
124.76 |
+0.29 |
15,805 |
34,998 |
+312 |
Dec11 |
110525 |
123.81 |
123.81 |
123.81 |
123.81 |
+0.28 |
|
|
|
Total Volume and Open Interest |
955,254 |
1,009,662 |
-36,038 |
Euro-Bobl(EUREX) |
Jun11 |
110524 |
116.55 |
116.60 |
116.39 |
116.41 |
+0.43 |
489,315 |
819,859 |
+24,400 |
Sep11 |
110525 |
116.09 |
116.24 |
116.08 |
116.15 |
+0.28 |
18,805 |
64,814 |
+8,650 |
Dec11 |
110525 |
116.22 |
116.22 |
116.22 |
116.22 |
+0.26 |
|
|
|
Total Volume and Open Interest |
607,818 |
886,786 |
+6,399 |
3-Mth Euribor(EUREX) |
Jun11 |
110525 |
98.500 |
98.520 |
98.500 |
98.520 |
+0.025 |
35 |
5,047 |
+2 |
Sep11 |
110525 |
98.240 |
98.275 |
98.240 |
98.275 |
+0.045 |
156 |
2,148 |
+146 |
Dec11 |
110525 |
98.100 |
98.110 |
98.100 |
98.110 |
+0.055 |
652 |
1,137 |
+12 |
Total Volume and Open Interest |
851 |
11,137 |
+164 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110525 |
120~04 |
120~04 |
119~25 |
119~28 |
+0~07 |
52,086 |
46,974 |
+35,068 |
Total Volume and Open Interest |
208,787 |
361,598 |
-19,837 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110525 |
99.17 |
99.17 |
99.16 |
99.17 |
+0.01 |
27,014 |
446,204 |
+5,286 |
Sep11 |
110525 |
99.09 |
99.10 |
99.08 |
99.09 |
+0.01 |
62,136 |
451,910 |
+4,876 |
Dec11 |
110525 |
98.99 |
98.99 |
98.96 |
98.97 |
unch |
66,932 |
451,130 |
-3,049 |
Mar12 |
110525 |
98.85 |
98.87 |
98.83 |
98.84 |
unch |
86,888 |
411,776 |
+8,549 |
Jun12 |
110525 |
98.68 |
98.70 |
98.65 |
98.67 |
+0.01 |
81,053 |
323,444 |
-11,863 |
Sep12 |
110525 |
98.48 |
98.50 |
98.45 |
98.47 |
+0.02 |
66,202 |
228,454 |
+3,813 |
Total Volume and Open Interest |
478,159 |
2,850,142 |
+10,262 |
3-Mth Euribor(LIFFE) |
Jun11 |
110525 |
98.495 |
98.525 |
98.495 |
98.520 |
+0.025 |
107,547 |
683,498 |
+4,770 |
Sep11 |
110525 |
98.235 |
98.285 |
98.225 |
98.275 |
+0.045 |
183,002 |
580,698 |
-7,980 |
Dec11 |
110525 |
98.075 |
98.125 |
98.075 |
98.110 |
+0.055 |
170,694 |
589,049 |
-11,329 |
Total Volume and Open Interest |
1,103,433 |
3,608,380 |
+14,585 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110525 |
94.99 |
95.01 |
94.98 |
95.00 |
+0.01 |
30,641 |
147,808 |
-9,962 |
Sep11 |
110525 |
94.92 |
94.96 |
94.91 |
94.95 |
+0.02 |
57,095 |
233,011 |
+3,985 |
Dec11 |
110525 |
94.87 |
94.91 |
94.85 |
94.89 |
+0.02 |
21,593 |
147,725 |
+3,417 |
Mar12 |
110525 |
94.81 |
94.85 |
94.79 |
94.84 |
+0.03 |
7,514 |
84,756 |
-1,646 |
Jun12 |
110525 |
94.75 |
94.81 |
94.74 |
94.79 |
+0.03 |
1,961 |
53,737 |
+341 |
Sep12 |
110525 |
94.69 |
94.76 |
94.68 |
94.74 |
+0.03 |
2,456 |
52,532 |
+18 |
Dec12 |
110525 |
94.66 |
94.72 |
94.64 |
94.70 |
+0.03 |
1,713 |
28,025 |
+252 |
Mar13 |
110525 |
94.63 |
94.70 |
94.63 |
94.68 |
+0.03 |
203 |
19,699 |
+39 |
Jun13 |
110525 |
94.59 |
94.65 |
94.59 |
94.65 |
+0.04 |
70 |
1,969 |
+10 |
Sep13 |
110525 |
94.54 |
94.61 |
94.54 |
94.60 |
+0.04 |
36 |
1,142 |
+0 |
Total Volume and Open Interest |
123,304 |
771,258 |
-3,546 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110525 |
94.71 |
94.75 |
94.69 |
94.75 |
+0.03 |
43,837 |
410,351 |
-6,439 |
Sep11 |
110525 |
94.75 |
94.75 |
94.75 |
94.75 |
+0.03 |
|
|
|
Total Volume and Open Interest |
43,837 |
410,351 |
-6,439 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110525 |
95.06 |
95.11 |
95.03 |
95.09 |
+0.02 |
198,541 |
736,025 |
+61,673 |
Sep11 |
110525 |
95.09 |
95.09 |
95.09 |
95.09 |
+0.02 |
|
|
|
Total Volume and Open Interest |
198,541 |
736,025 |
+41,196 |
Gold(CMX) |
Jun11 |
110525 |
1526.2 |
1532.5 |
1521.3 |
1526.7 |
+3.4 |
191,248 |
201,599 |
-25,917 |
Aug11 |
110525 |
1526.3 |
1533.7 |
1522.5 |
1527.8 |
+3.5 |
53,398 |
165,734 |
+25,190 |
Oct11 |
110525 |
1526.6 |
1533.1 |
1524.2 |
1529.1 |
+3.4 |
719 |
8,076 |
+142 |
Dec11 |
110525 |
1533.1 |
1537.0 |
1526.6 |
1530.4 |
+3.4 |
6,305 |
65,034 |
+1,547 |
Feb12 |
110525 |
1533.0 |
1534.5 |
1530.2 |
1531.7 |
+3.6 |
1,113 |
7,140 |
-26 |
Apr12 |
110525 |
1533.2 |
1533.2 |
1532.4 |
1533.0 |
+3.6 |
273 |
5,311 |
+208 |
Jun12 |
110525 |
1532.6 |
1534.5 |
1532.6 |
1534.5 |
+3.6 |
523 |
12,106 |
+314 |
Aug12 |
110525 |
1536.5 |
1536.5 |
1536.5 |
1536.5 |
+3.6 |
0 |
4,070 |
+0 |
Oct12 |
110525 |
1538.7 |
1538.7 |
1538.7 |
1538.7 |
+3.4 |
0 |
3,489 |
+0 |
Dec12 |
110525 |
1542.2 |
1546.1 |
1539.2 |
1541.7 |
+3.5 |
69 |
12,300 |
+5 |
Feb13 |
110525 |
1545.0 |
1545.0 |
1545.0 |
1545.0 |
+3.4 |
50 |
255 |
+50 |
Total Volume and Open Interest |
255,211 |
521,049 |
+2,303 |
Silver(CMX) |
May11 |
110525 |
3665.0 |
3770.0 |
3665.0 |
3764.0 |
+151.9 |
41 |
204 |
-6 |
Jul11 |
110525 |
3664.0 |
3796.5 |
3623.0 |
3764.2 |
+151.4 |
41,533 |
62,423 |
-58 |
Sep11 |
110525 |
3660.0 |
3796.0 |
3637.0 |
3766.3 |
+151.5 |
905 |
9,629 |
-69 |
Dec11 |
110525 |
3665.0 |
3801.0 |
3644.0 |
3768.4 |
+151.7 |
1,491 |
23,916 |
-72 |
Mar12 |
110525 |
3656.0 |
3765.2 |
3635.5 |
3765.2 |
+151.9 |
79 |
3,570 |
+13 |
May12 |
110525 |
3723.0 |
3790.5 |
3723.0 |
3761.8 |
+152.0 |
8 |
1,017 |
+0 |
Jul12 |
110525 |
3629.5 |
3788.5 |
3625.5 |
3759.2 |
+152.8 |
90 |
1,704 |
-4 |
Total Volume and Open Interest |
44,690 |
121,357 |
-138 |
Platinum(NYMEX) |
Jul11 |
110525 |
1769.7 |
1787.0 |
1764.5 |
1779.8 |
+17.3 |
4,512 |
32,657 |
-315 |
Oct11 |
110525 |
1775.8 |
1789.5 |
1775.8 |
1783.1 |
+17.5 |
91 |
2,280 |
+66 |
Jan12 |
110525 |
1785.4 |
1785.4 |
1785.4 |
1785.4 |
+17.5 |
8 |
88 |
+8 |
Apr12 |
110525 |
1787.4 |
1787.4 |
1787.4 |
1787.4 |
+17.5 |
0 |
26 |
+0 |
Total Volume and Open Interest |
4,611 |
35,056 |
-241 |
Palladium(NYMEX) |
Jun11 |
110525 |
738.00 |
751.65 |
734.25 |
747.35 |
+12.10 |
4,940 |
9,967 |
-2,031 |
Sep11 |
110525 |
738.00 |
753.50 |
736.05 |
749.20 |
+12.10 |
3,124 |
9,333 |
+2,079 |
Dec11 |
110525 |
747.80 |
752.40 |
747.80 |
750.60 |
+12.15 |
0 |
480 |
+0 |
Total Volume and Open Interest |
8,064 |
19,787 |
+48 |
Copper(CMX) |
May11 |
110525 |
403.95 |
411.35 |
403.95 |
410.20 |
+8.95 |
237 |
692 |
-179 |
Jul11 |
110525 |
401.95 |
412.70 |
400.05 |
410.70 |
+9.40 |
43,087 |
66,712 |
-2,077 |
Sep11 |
110525 |
403.05 |
414.30 |
403.05 |
412.40 |
+9.30 |
4,578 |
26,821 |
+722 |
Dec11 |
110525 |
404.80 |
415.20 |
404.80 |
414.05 |
+9.10 |
1,630 |
14,499 |
+153 |
Mar12 |
110525 |
407.40 |
415.90 |
407.40 |
414.75 |
+8.85 |
529 |
4,879 |
+490 |
Total Volume and Open Interest |
50,373 |
121,158 |
-885 |
DJIA Index(CBOT) |
Jun11 |
110525 |
12309 |
12411 |
12235 |
12351 |
+24 |
483 |
24,443 |
-8 |
Sep11 |
110525 |
12213 |
12282 |
12213 |
12282 |
+24 |
3 |
20 |
+1 |
Dec11 |
110525 |
12211 |
12211 |
12187 |
12211 |
+24 |
0 |
7 |
+0 |
Mar12 |
110525 |
12151 |
12151 |
12127 |
12151 |
+24 |
|
|
|
Total Volume and Open Interest |
486 |
24,470 |
-7 |
S & P 500(CME) |
Jun11 |
110525 |
1312.40 |
1324.20 |
1302.50 |
1316.60 |
+3.00 |
15,467 |
317,345 |
-223 |
Sep11 |
110525 |
1308.70 |
1317.20 |
1305.20 |
1311.20 |
+3.00 |
463 |
7,796 |
+299 |
Dec11 |
110525 |
1305.70 |
1311.70 |
1299.70 |
1305.70 |
+3.00 |
725 |
6,130 |
+429 |
Mar12 |
110525 |
1300.70 |
1306.70 |
1294.70 |
1300.70 |
+3.00 |
|
|
|
Total Volume and Open Interest |
16,655 |
331,276 |
+505 |
S & P 500 E-Mini(Globex) |
Jun11 |
110520 |
1341.50 |
1344.00 |
1327.00 |
1327.75 |
-13.75 |
|
|
|
Sep11 |
110525 |
1308.00 |
1318.50 |
1297.00 |
1311.25 |
+3.00 |
1,821 |
36,480 |
+123 |
Total Volume and Open Interest |
2,056,118 |
2,793,481 |
+32,990 |
NASDAQ 100(CME) |
Jun11 |
110525 |
2301.00 |
2321.50 |
2281.80 |
2309.50 |
+7.70 |
1,577 |
19,009 |
-433 |
Sep11 |
110525 |
2305.80 |
2305.80 |
2305.00 |
2305.80 |
+7.80 |
0 |
111 |
+0 |
Dec11 |
110525 |
2299.00 |
2302.30 |
2299.00 |
2302.30 |
+7.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,577 |
19,121 |
-433 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110525 |
2300.80 |
2320.80 |
2281.00 |
2309.50 |
+7.70 |
247,592 |
345,884 |
-1,198 |
Sep11 |
110525 |
2294.30 |
2315.00 |
2282.00 |
2305.80 |
+7.80 |
248 |
1,471 |
-103 |
Total Volume and Open Interest |
247,842 |
347,370 |
-1,300 |
S & P Midcap 400(CME) |
Jun11 |
110525 |
973.00 |
977.00 |
963.00 |
972.60 |
+5.30 |
200 |
1,598 |
+0 |
Sep11 |
110525 |
970.10 |
970.10 |
969.80 |
970.10 |
+5.30 |
|
|
|
Dec11 |
110525 |
968.50 |
968.50 |
968.20 |
968.50 |
+5.30 |
|
|
|
Total Volume and Open Interest |
200 |
1,598 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110520 |
9535 |
9535 |
9535 |
9535 |
-90 |
|
|
|
Sep11 |
110525 |
9500 |
9515 |
9500 |
9515 |
unch |
15 |
79 |
+9 |
Total Volume and Open Interest |
10,213 |
47,720 |
-42 |
Nikkei 225(SGX) |
Jun11 |
110525 |
9495 |
9535 |
9410 |
9420 |
-65 |
91,739 |
238,904 |
+4,973 |
Sep11 |
110525 |
9500 |
9500 |
9420 |
9425 |
-65 |
96 |
1,455 |
-11 |
Dec11 |
110525 |
9360 |
9360 |
9360 |
9360 |
-65 |
0 |
6,659 |
+0 |
Total Volume and Open Interest |
92,366 |
251,674 |
+5,439 |
CAC 40(EURONEXT) |
Jun11 |
110525 |
3853.0 |
3917.5 |
3847.5 |
3904.0 |
+11.0 |
141,021 |
382,368 |
+9,791 |
Jul11 |
110525 |
3859.5 |
3901.5 |
3850.0 |
3901.5 |
+11.0 |
48 |
53 |
+50 |
Aug11 |
110525 |
3902.5 |
3902.5 |
3902.5 |
3902.5 |
+11.0 |
|
|
|
Total Volume and Open Interest |
141,071 |
382,424 |
+9,843 |
Hang Seng Index(HKFE) |
May11 |
110525 |
22591 |
22786 |
22465 |
22744 |
+42 |
77,273 |
82,223 |
+583 |
Jun11 |
110525 |
22494 |
22632 |
22316 |
22590 |
+39 |
4,544 |
13,453 |
+2,093 |
Total Volume and Open Interest |
83,507 |
98,727 |
+3,422 |
DAX(EUREX) |
Jun11 |
110525 |
7078.0 |
7207.5 |
7067.5 |
7180.5 |
+30.5 |
143,635 |
185,444 |
+1,477 |
Sep11 |
110525 |
7122.5 |
7230.0 |
7096.0 |
7203.0 |
+29.5 |
879 |
8,006 |
+333 |
Dec11 |
110525 |
7134.5 |
7245.0 |
7134.5 |
7233.0 |
+29.0 |
150 |
1,436 |
+80 |
Total Volume and Open Interest |
144,664 |
194,886 |
+1,890 |
FT-SE 100(EURONEXT) |
Jun11 |
110525 |
5804.50 |
5866.00 |
5787.50 |
5857.50 |
+22.00 |
117,689 |
619,089 |
-8,803 |
Sep11 |
110525 |
5773.00 |
5825.00 |
5761.00 |
5822.00 |
+22.00 |
70 |
4,892 |
-35 |
Dec11 |
110525 |
5768.00 |
5799.00 |
5768.00 |
5799.00 |
+22.00 |
0 |
274 |
+0 |
Total Volume and Open Interest |
117,759 |
624,350 |
-8,838 |
SPI 200(SFE) |
Jun11 |
110525 |
4638.0 |
4656.0 |
4582.0 |
4589.0 |
-41.0 |
46,215 |
182,109 |
+3,051 |
Sep11 |
110525 |
4620.0 |
4620.0 |
4572.0 |
4576.0 |
-42.0 |
28 |
3,813 |
+16 |
Dec11 |
110525 |
4605.0 |
4605.0 |
4598.0 |
4598.0 |
-41.0 |
128 |
2,623 |
+90 |
Total Volume and Open Interest |
46,421 |
190,188 |
+3,207 |
GSCI(CME) |
Jun11 |
110525 |
30.64 |
40.14 |
30.64 |
40.14 |
+11.50 |
181 |
10,658 |
-28 |
Jul11 |
110525 |
29.14 |
39.39 |
29.14 |
39.39 |
+12.25 |
2 |
0 |
+0 |
Aug11 |
110525 |
41.14 |
41.14 |
41.14 |
41.14 |
+13.00 |
|
|
|
Total Volume and Open Interest |
183 |
10,658 |
-28 |
Reuters CCI(ICE) |
Jun11 |
110525 |
345.00 |
345.00 |
345.00 |
345.00 |
+4.80 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|