|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri May 27, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110527 |
1387.75 |
1394.25 |
1376.00 |
1379.75 |
-5.00 |
68,753 |
239,387 |
+1,606 |
Aug11 |
110527 |
1383.50 |
1390.00 |
1372.50 |
1375.75 |
-5.25 |
9,070 |
27,644 |
+719 |
Sep11 |
110527 |
1381.50 |
1383.50 |
1368.00 |
1372.00 |
-5.00 |
1,229 |
17,050 |
+55 |
Nov11 |
110527 |
1372.75 |
1380.50 |
1364.75 |
1368.50 |
-4.00 |
27,550 |
202,889 |
+878 |
Jan12 |
110527 |
1381.00 |
1386.75 |
1373.50 |
1377.50 |
-3.50 |
3,451 |
25,217 |
+794 |
Mar12 |
110527 |
1380.00 |
1386.25 |
1374.50 |
1378.00 |
-1.25 |
1,657 |
15,355 |
+296 |
May12 |
110527 |
1373.50 |
1377.75 |
1365.00 |
1367.00 |
-1.25 |
2,451 |
15,733 |
+1,137 |
Total Volume and Open Interest |
116,201 |
561,129 |
+6,171 |
Soybean Meal(CBOT) |
Jul11 |
110527 |
359.50 |
361.40 |
353.60 |
355.60 |
-4.70 |
27,841 |
92,006 |
-1,663 |
Aug11 |
110527 |
361.00 |
361.70 |
354.60 |
356.60 |
-4.40 |
4,971 |
33,367 |
+474 |
Sep11 |
110527 |
359.00 |
360.20 |
353.50 |
355.50 |
-4.20 |
1,394 |
18,458 |
-73 |
Oct11 |
110527 |
354.00 |
354.00 |
348.60 |
350.80 |
-3.90 |
847 |
16,461 |
-103 |
Dec11 |
110527 |
353.20 |
355.50 |
349.40 |
351.60 |
-3.50 |
6,785 |
48,889 |
-283 |
Jan12 |
110527 |
354.40 |
354.40 |
351.50 |
353.00 |
-3.30 |
566 |
4,339 |
+48 |
Mar12 |
110527 |
356.90 |
356.90 |
351.70 |
353.80 |
-3.00 |
851 |
3,692 |
-15 |
May12 |
110527 |
351.10 |
353.40 |
348.80 |
350.50 |
-2.90 |
669 |
4,336 |
+211 |
Total Volume and Open Interest |
44,156 |
226,183 |
-1,386 |
Soybean Oil(CBOT) |
Jul11 |
110527 |
58.64 |
58.92 |
58.42 |
58.61 |
-0.09 |
44,152 |
145,377 |
+1,773 |
Aug11 |
110527 |
58.88 |
59.17 |
58.70 |
58.89 |
-0.09 |
4,343 |
34,837 |
+267 |
Sep11 |
110527 |
59.32 |
59.41 |
58.98 |
59.17 |
-0.11 |
3,334 |
23,294 |
+52 |
Oct11 |
110527 |
59.57 |
59.57 |
59.21 |
59.39 |
-0.10 |
838 |
15,025 |
-68 |
Dec11 |
110527 |
59.85 |
60.08 |
59.60 |
59.80 |
-0.10 |
13,228 |
82,443 |
+542 |
Jan12 |
110527 |
59.88 |
60.08 |
59.77 |
59.95 |
-0.10 |
472 |
8,154 |
+290 |
Mar12 |
110527 |
59.89 |
60.16 |
59.84 |
60.03 |
-0.07 |
428 |
4,709 |
+210 |
May12 |
110527 |
59.98 |
60.05 |
59.75 |
59.98 |
-0.07 |
302 |
4,404 |
+99 |
Total Volume and Open Interest |
67,116 |
320,930 |
+3,164 |
Canola(WCE) |
Jul11 |
110527 |
592.6 |
602.8 |
592.6 |
599.7 |
+7.6 |
12,327 |
75,750 |
-1,828 |
Nov11 |
110527 |
593.9 |
604.1 |
593.9 |
602.8 |
+9.2 |
6,946 |
78,572 |
-470 |
Jan12 |
110527 |
600.0 |
611.1 |
600.0 |
609.9 |
+10.0 |
592 |
8,100 |
+222 |
Mar12 |
110527 |
606.8 |
615.3 |
606.8 |
615.3 |
+11.8 |
173 |
1,451 |
+41 |
May12 |
110527 |
609.9 |
617.5 |
609.9 |
617.4 |
+11.4 |
87 |
651 |
+42 |
Total Volume and Open Interest |
20,169 |
166,836 |
-1,969 |
Corn(CBOT) |
Jul11 |
110527 |
747.50 |
759.00 |
740.75 |
758.50 |
+13.00 |
117,083 |
573,356 |
-818 |
Sep11 |
110527 |
720.00 |
728.25 |
712.75 |
728.25 |
+10.00 |
31,395 |
185,572 |
+5,829 |
Dec11 |
110527 |
677.25 |
684.25 |
670.50 |
684.00 |
+7.75 |
54,854 |
455,787 |
+2,452 |
Mar12 |
110527 |
687.25 |
695.00 |
682.00 |
695.00 |
+6.75 |
4,457 |
79,128 |
+355 |
May12 |
110527 |
694.00 |
701.75 |
689.50 |
701.75 |
+9.25 |
1,240 |
17,216 |
-32 |
Jul12 |
110527 |
701.00 |
707.50 |
697.00 |
707.50 |
+9.25 |
3,802 |
43,310 |
+1,067 |
Total Volume and Open Interest |
219,999 |
1,417,063 |
+11,628 |
Wheat(CBOT) |
Jul11 |
110527 |
817.25 |
827.00 |
803.50 |
819.75 |
+5.25 |
43,703 |
210,804 |
-1,984 |
Sep11 |
110527 |
865.75 |
875.25 |
852.50 |
868.25 |
+5.25 |
12,996 |
74,575 |
+2,101 |
Dec11 |
110527 |
909.00 |
920.25 |
899.00 |
909.25 |
+2.25 |
12,286 |
96,778 |
-949 |
Mar12 |
110527 |
941.00 |
949.75 |
931.75 |
936.75 |
-3.00 |
2,164 |
21,962 |
+265 |
May12 |
110527 |
947.75 |
953.00 |
943.50 |
943.50 |
-2.00 |
241 |
8,026 |
-14 |
Total Volume and Open Interest |
75,294 |
461,084 |
+677 |
Wheat(KCBT) |
Jul11 |
110527 |
945.00 |
955.75 |
935.50 |
943.00 |
+0.25 |
12,664 |
78,813 |
-1,149 |
Sep11 |
110527 |
966.75 |
974.50 |
954.75 |
961.50 |
-0.50 |
3,996 |
37,992 |
+888 |
Dec11 |
110527 |
986.50 |
996.00 |
977.75 |
984.00 |
-0.75 |
3,297 |
42,865 |
+668 |
Mar12 |
110527 |
1000.50 |
1009.50 |
993.00 |
997.50 |
-1.75 |
748 |
6,575 |
+263 |
May12 |
110527 |
999.75 |
1010.25 |
993.00 |
996.50 |
-1.75 |
67 |
839 |
+7 |
Total Volume and Open Interest |
21,380 |
177,122 |
+981 |
Wheat(MGE) |
Jul11 |
110527 |
1048.00 |
1072.50 |
1039.00 |
1056.25 |
+10.50 |
4,433 |
20,314 |
-354 |
Sep11 |
110527 |
1022.50 |
1040.75 |
1009.50 |
1018.75 |
-3.25 |
2,341 |
16,711 |
+605 |
Dec11 |
110527 |
1027.00 |
1041.25 |
1013.50 |
1019.25 |
-6.50 |
1,523 |
13,085 |
+341 |
Mar12 |
110527 |
1033.00 |
1045.50 |
1018.00 |
1021.75 |
-8.50 |
616 |
3,000 |
+305 |
May12 |
110527 |
1033.50 |
1044.50 |
1009.75 |
1015.75 |
-13.75 |
176 |
591 |
+34 |
Total Volume and Open Interest |
9,524 |
57,365 |
+1,137 |
Oats(CBOT) |
Jul11 |
110527 |
378.00 |
383.25 |
376.50 |
382.75 |
+4.75 |
1,462 |
7,873 |
-302 |
Sep11 |
110527 |
390.00 |
392.00 |
388.00 |
392.00 |
+5.00 |
999 |
1,326 |
+629 |
Dec11 |
110527 |
394.00 |
397.75 |
392.25 |
397.75 |
+4.75 |
125 |
3,619 |
+35 |
Mar12 |
110527 |
409.75 |
409.75 |
405.00 |
409.75 |
+4.75 |
0 |
23 |
+0 |
Total Volume and Open Interest |
2,586 |
12,842 |
+362 |
Rough Rice(CBOT) |
Jul11 |
110527 |
15.09 |
15.30 |
14.97 |
15.19 |
+0.05 |
1,038 |
14,663 |
-237 |
Sep11 |
110527 |
15.95 |
16.22 |
15.95 |
16.13 |
+0.05 |
521 |
5,268 |
+175 |
Nov11 |
110527 |
16.29 |
16.50 |
16.26 |
16.43 |
+0.05 |
169 |
1,881 |
+28 |
Jan12 |
110527 |
16.73 |
16.73 |
16.60 |
16.73 |
+0.06 |
1 |
255 |
+1 |
Total Volume and Open Interest |
1,729 |
22,368 |
-33 |
Live Cattle(CME) |
Jun11 |
110527 |
103.980 |
104.550 |
103.535 |
104.100 |
+0.065 |
17,435 |
52,198 |
-5,740 |
Aug11 |
110527 |
104.580 |
105.250 |
104.050 |
105.050 |
+0.470 |
23,975 |
136,364 |
+2,623 |
Oct11 |
110527 |
110.035 |
110.850 |
109.750 |
110.600 |
+0.300 |
10,123 |
75,577 |
-526 |
Dec11 |
110527 |
113.730 |
114.700 |
113.600 |
114.500 |
+0.500 |
5,865 |
50,525 |
+726 |
Feb12 |
110527 |
115.285 |
116.150 |
115.285 |
115.950 |
+0.200 |
1,771 |
13,745 |
+431 |
Apr12 |
110527 |
116.330 |
117.330 |
116.330 |
117.150 |
+0.365 |
734 |
6,995 |
+94 |
Total Volume and Open Interest |
59,954 |
336,842 |
-2,374 |
Feeder Cattle(CME) |
Aug11 |
110527 |
123.300 |
123.785 |
122.500 |
122.730 |
-0.305 |
3,148 |
21,788 |
-376 |
Sep11 |
110527 |
124.180 |
124.885 |
123.900 |
124.250 |
+0.100 |
532 |
5,169 |
+8 |
Oct11 |
110527 |
124.600 |
125.535 |
124.480 |
125.100 |
+0.200 |
1,019 |
4,340 |
-59 |
Nov11 |
110527 |
125.750 |
126.100 |
125.450 |
125.830 |
+0.230 |
235 |
1,688 |
+45 |
Jan12 |
110527 |
124.900 |
125.450 |
124.785 |
125.000 |
+0.100 |
19 |
525 |
+1 |
Mar12 |
110527 |
125.000 |
125.000 |
124.400 |
124.400 |
unch |
12 |
48 |
+5 |
Apr12 |
110527 |
125.250 |
126.000 |
125.250 |
125.500 |
-0.250 |
0 |
6 |
+0 |
Total Volume and Open Interest |
5,670 |
35,311 |
-718 |
Lean Hogs(CME) |
Jun11 |
110527 |
87.300 |
89.200 |
87.300 |
88.930 |
+1.130 |
11,540 |
23,289 |
-1,656 |
Jul11 |
110527 |
87.150 |
89.100 |
87.135 |
88.600 |
+1.315 |
10,091 |
63,269 |
+516 |
Aug11 |
110527 |
88.700 |
90.400 |
88.430 |
90.230 |
+1.195 |
7,772 |
44,334 |
+1,179 |
Oct11 |
110527 |
83.330 |
84.535 |
83.100 |
84.250 |
+0.615 |
5,172 |
41,776 |
+600 |
Dec11 |
110527 |
81.150 |
82.480 |
80.930 |
82.350 |
+0.650 |
3,800 |
32,703 |
+260 |
Feb12 |
110527 |
82.700 |
84.200 |
82.635 |
84.200 |
+0.800 |
710 |
8,262 |
+36 |
Apr12 |
110527 |
83.885 |
85.050 |
83.885 |
85.000 |
+0.450 |
187 |
4,746 |
-51 |
May12 |
110527 |
88.500 |
89.100 |
88.500 |
89.100 |
+0.300 |
0 |
182 |
+0 |
Total Volume and Open Interest |
39,307 |
220,974 |
+907 |
Class III Milk(CME) |
May11 |
110527 |
16.49 |
16.57 |
16.49 |
16.55 |
+0.04 |
72 |
5,352 |
-19 |
Jun11 |
110527 |
18.43 |
18.60 |
18.41 |
18.48 |
+0.07 |
341 |
4,829 |
+73 |
Jul11 |
110527 |
19.08 |
19.23 |
19.05 |
19.12 |
+0.04 |
345 |
4,659 |
+99 |
Aug11 |
110527 |
18.98 |
19.13 |
18.92 |
18.96 |
-0.02 |
230 |
4,220 |
+52 |
Sep11 |
110527 |
18.77 |
18.90 |
18.70 |
18.78 |
+0.01 |
154 |
4,043 |
+73 |
Total Volume and Open Interest |
1,348 |
35,544 |
+360 |
Cocoa(ICE) |
Jul11 |
110527 |
3010 |
3040 |
2957 |
2969 |
-41 |
10,973 |
59,708 |
-1,564 |
Sep11 |
110527 |
3026 |
3051 |
2971 |
2981 |
-41 |
4,231 |
33,294 |
+1,601 |
Dec11 |
110527 |
3046 |
3062 |
3001 |
3007 |
-34 |
1,036 |
27,188 |
+313 |
Mar12 |
110527 |
3102 |
3103 |
3067 |
3067 |
-35 |
521 |
24,213 |
+89 |
May12 |
110527 |
3095 |
3096 |
3060 |
3066 |
-31 |
14 |
6,689 |
-6 |
Jul12 |
110527 |
3095 |
3095 |
3053 |
3061 |
-32 |
86 |
2,045 |
-5 |
Sep12 |
110527 |
3099 |
3105 |
3056 |
3056 |
-36 |
67 |
2,196 |
+31 |
Total Volume and Open Interest |
16,945 |
158,724 |
+474 |
Coffee "C"(ICE) |
Jul11 |
110527 |
266.90 |
270.30 |
262.35 |
263.70 |
-1.90 |
12,797 |
51,257 |
-2,518 |
Sep11 |
110527 |
269.90 |
273.20 |
266.20 |
266.80 |
-1.90 |
4,200 |
28,102 |
+928 |
Dec11 |
110527 |
273.90 |
276.90 |
269.50 |
270.75 |
-1.80 |
1,299 |
21,350 |
+279 |
Mar12 |
110527 |
275.50 |
279.05 |
272.45 |
272.90 |
-1.80 |
176 |
5,117 |
+65 |
May12 |
110527 |
276.40 |
280.00 |
273.60 |
273.90 |
-1.75 |
119 |
3,026 |
-43 |
Jul12 |
110527 |
274.25 |
275.90 |
272.15 |
272.15 |
-1.60 |
93 |
783 |
+55 |
Total Volume and Open Interest |
18,769 |
111,430 |
-1,178 |
Orange Juice(ICE) |
Jul11 |
110527 |
185.35 |
187.65 |
184.60 |
185.35 |
unch |
1,337 |
27,167 |
+329 |
Sep11 |
110527 |
179.70 |
181.65 |
178.95 |
180.15 |
+0.55 |
526 |
5,023 |
-11 |
Nov11 |
110527 |
172.95 |
173.75 |
172.95 |
173.50 |
+0.55 |
510 |
1,990 |
+122 |
Jan12 |
110527 |
169.00 |
169.20 |
169.00 |
169.15 |
+0.15 |
11 |
292 |
+0 |
Mar12 |
110527 |
167.35 |
167.35 |
167.35 |
167.35 |
+0.65 |
0 |
128 |
+0 |
May12 |
110527 |
166.90 |
166.90 |
166.90 |
166.90 |
+1.65 |
25 |
80 |
+25 |
Total Volume and Open Interest |
2,409 |
34,744 |
+465 |
Sugar #11(ICE) |
Jul11 |
110527 |
22.85 |
23.16 |
22.69 |
22.99 |
+0.30 |
52,759 |
259,412 |
+555 |
Oct11 |
110527 |
22.60 |
22.90 |
22.47 |
22.86 |
+0.39 |
27,465 |
151,889 |
+6,266 |
Mar12 |
110527 |
22.70 |
23.05 |
22.67 |
23.02 |
+0.34 |
15,590 |
87,913 |
+1,006 |
May12 |
110527 |
22.38 |
22.64 |
22.34 |
22.63 |
+0.27 |
5,156 |
27,472 |
+1,073 |
Jul12 |
110527 |
22.23 |
22.49 |
22.18 |
22.47 |
+0.24 |
4,045 |
23,680 |
+1,677 |
Total Volume and Open Interest |
108,768 |
596,242 |
+11,311 |
London Cocoa(LCE) |
Jul11 |
110527 |
1853 |
1860 |
1805 |
1813 |
-36 |
6,336 |
74,237 |
+961 |
Sep11 |
110527 |
1875 |
1884 |
1828 |
1836 |
-37 |
3,835 |
33,667 |
+664 |
Dec11 |
110527 |
1911 |
1911 |
1855 |
1864 |
-36 |
2,204 |
32,193 |
+937 |
Mar12 |
110527 |
1936 |
1936 |
1881 |
1891 |
-35 |
511 |
36,197 |
+292 |
May12 |
110527 |
1935 |
1938 |
1897 |
1904 |
-35 |
27 |
9,956 |
-4 |
Jul12 |
110527 |
1933 |
1933 |
1912 |
1912 |
-34 |
0 |
4,295 |
+0 |
Sep12 |
110527 |
1915 |
1919 |
1914 |
1914 |
-40 |
15 |
3,257 |
+12 |
Total Volume and Open Interest |
12,928 |
201,503 |
+2,862 |
London Sugar(LCE) |
Aug11 |
110527 |
649.60 |
663.10 |
649.60 |
658.30 |
+8.30 |
7,513 |
26,887 |
+2,353 |
Oct11 |
110527 |
606.70 |
615.70 |
604.90 |
613.40 |
+11.30 |
2,535 |
10,050 |
+674 |
Dec11 |
110527 |
601.00 |
607.10 |
600.00 |
606.40 |
+11.20 |
275 |
4,354 |
+77 |
Mar12 |
110527 |
592.00 |
598.00 |
590.80 |
597.40 |
+9.50 |
280 |
2,668 |
+133 |
May12 |
110527 |
585.00 |
587.90 |
582.80 |
587.70 |
+8.00 |
132 |
1,437 |
+7 |
Total Volume and Open Interest |
10,743 |
47,165 |
+3,244 |
Cotton(ICE) |
Jul11 |
110527 |
151.05 |
154.50 |
151.03 |
152.67 |
+1.64 |
9,065 |
68,982 |
-1,238 |
Oct11 |
110527 |
141.70 |
141.86 |
141.70 |
141.86 |
+1.76 |
52 |
430 |
+17 |
Dec11 |
110527 |
127.50 |
130.00 |
127.41 |
129.50 |
+1.93 |
8,571 |
65,759 |
+1,921 |
Mar12 |
110527 |
119.00 |
120.90 |
119.00 |
120.47 |
+1.60 |
1,389 |
10,504 |
-47 |
May12 |
110527 |
114.40 |
115.50 |
114.31 |
115.17 |
+0.65 |
420 |
2,445 |
-19 |
Jul12 |
110527 |
111.50 |
112.75 |
111.00 |
112.59 |
-0.45 |
890 |
4,429 |
+455 |
Total Volume and Open Interest |
20,542 |
154,764 |
+789 |
Lumber(CME) |
Jul11 |
110527 |
243.0 |
247.3 |
236.6 |
238.7 |
-2.8 |
420 |
7,410 |
+114 |
Sep11 |
110527 |
263.9 |
268.0 |
256.5 |
261.5 |
+2.5 |
298 |
2,525 |
+130 |
Nov11 |
110527 |
264.6 |
267.0 |
260.0 |
262.5 |
+2.4 |
22 |
581 |
+12 |
Jan12 |
110527 |
278.0 |
278.0 |
278.0 |
278.0 |
-0.1 |
6 |
35 |
+5 |
Total Volume and Open Interest |
747 |
10,554 |
+261 |
Crude Oil(NYM) |
Jul11 |
110527 |
100.16 |
101.24 |
100.04 |
100.59 |
+0.36 |
354,880 |
394,471 |
-3,157 |
Aug11 |
110527 |
100.72 |
101.78 |
100.62 |
101.16 |
+0.34 |
61,461 |
92,443 |
-1,351 |
Sep11 |
110527 |
101.09 |
102.25 |
101.08 |
101.63 |
+0.31 |
42,183 |
98,248 |
+1,897 |
Oct11 |
110527 |
101.91 |
102.58 |
101.45 |
102.00 |
+0.30 |
12,502 |
46,954 |
-329 |
Nov11 |
110527 |
102.32 |
102.91 |
101.84 |
102.31 |
+0.31 |
10,539 |
36,866 |
+1,084 |
Dec11 |
110527 |
102.16 |
103.16 |
101.98 |
102.56 |
+0.32 |
54,197 |
188,035 |
-4,642 |
Jan12 |
110527 |
102.80 |
103.33 |
102.26 |
102.73 |
+0.33 |
5,295 |
40,876 |
+509 |
Feb12 |
110527 |
102.94 |
103.33 |
102.44 |
102.86 |
+0.35 |
2,564 |
21,879 |
-243 |
Mar12 |
110527 |
103.35 |
103.43 |
102.47 |
102.96 |
+0.37 |
4,911 |
28,338 |
-451 |
Apr12 |
110527 |
102.95 |
103.58 |
102.56 |
103.06 |
+0.40 |
1,376 |
16,248 |
+160 |
May12 |
110527 |
103.00 |
103.58 |
102.59 |
103.15 |
+0.42 |
1,195 |
16,894 |
-137 |
Jun12 |
110527 |
102.94 |
103.61 |
102.65 |
103.23 |
+0.44 |
10,641 |
78,408 |
-614 |
Jul12 |
110527 |
102.80 |
103.21 |
102.80 |
103.21 |
+0.44 |
3,112 |
23,619 |
+470 |
Aug12 |
110527 |
103.11 |
103.11 |
103.11 |
103.11 |
+0.44 |
966 |
15,166 |
+153 |
Sep12 |
110527 |
103.03 |
103.03 |
103.03 |
103.03 |
+0.43 |
585 |
13,751 |
-78 |
Oct12 |
110527 |
102.98 |
102.98 |
102.98 |
102.98 |
+0.43 |
372 |
8,592 |
+110 |
Total Volume and Open Interest |
604,850 |
1,515,440 |
-6,626 |
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 |
110527 |
100.125 |
101.250 |
100.025 |
100.600 |
+0.375 |
11,868 |
2,620 |
+900 |
Aug11 |
110527 |
101.100 |
101.775 |
100.775 |
101.150 |
+0.325 |
345 |
614 |
+62 |
Sep11 |
110527 |
101.225 |
102.075 |
101.225 |
101.625 |
+0.300 |
56 |
220 |
+1 |
Oct11 |
110527 |
102.000 |
102.000 |
102.000 |
102.000 |
+0.300 |
6 |
46 |
-2 |
Nov11 |
110527 |
102.300 |
102.300 |
102.300 |
102.300 |
+0.300 |
1 |
20 |
+0 |
Dec11 |
110527 |
102.650 |
102.850 |
102.525 |
102.550 |
+0.300 |
21 |
339 |
-2 |
Jan12 |
110527 |
102.725 |
102.725 |
102.725 |
102.725 |
+0.325 |
5 |
8 |
+2 |
Feb12 |
110527 |
102.850 |
102.850 |
102.850 |
102.850 |
+0.350 |
0 |
7 |
+0 |
Total Volume and Open Interest |
12,316 |
4,041 |
+185 |
Heating Oil(NYM) |
Jun11 |
110527 |
298.45 |
299.92 |
297.10 |
299.05 |
+0.76 |
28,775 |
25,644 |
-8,033 |
Jul11 |
110527 |
299.34 |
300.98 |
298.13 |
300.14 |
+0.80 |
57,815 |
98,563 |
+2,983 |
Aug11 |
110527 |
301.04 |
302.32 |
299.61 |
301.53 |
+0.83 |
15,468 |
38,268 |
+2,523 |
Sep11 |
110527 |
302.68 |
303.90 |
301.41 |
303.26 |
+0.87 |
11,452 |
29,357 |
+1,106 |
Oct11 |
110527 |
304.27 |
305.05 |
303.35 |
304.86 |
+0.89 |
5,501 |
12,335 |
+76 |
Nov11 |
110527 |
306.07 |
306.57 |
305.90 |
306.46 |
+0.93 |
2,916 |
14,259 |
-96 |
Dec11 |
110527 |
307.71 |
308.63 |
306.08 |
308.04 |
+0.99 |
7,961 |
36,786 |
+477 |
Jan12 |
110527 |
309.84 |
309.87 |
309.19 |
309.60 |
+1.03 |
1,273 |
14,569 |
-283 |
Feb12 |
110527 |
309.62 |
309.90 |
309.58 |
309.90 |
+1.01 |
1,060 |
5,833 |
+21 |
Mar12 |
110527 |
308.56 |
309.00 |
308.46 |
309.00 |
+0.99 |
633 |
3,713 |
+104 |
Apr12 |
110527 |
306.22 |
306.82 |
306.22 |
306.82 |
+0.96 |
288 |
1,863 |
+35 |
May12 |
110527 |
304.25 |
304.87 |
304.25 |
304.87 |
+0.94 |
235 |
1,611 |
-22 |
Total Volume and Open Interest |
134,531 |
309,837 |
-957 |
Gasoline(NYMEX) |
Jun11 |
110527 |
305.50 |
310.05 |
304.49 |
309.20 |
+4.37 |
32,279 |
23,763 |
-8,899 |
Jul11 |
110527 |
300.74 |
303.75 |
300.00 |
303.13 |
+2.39 |
52,651 |
86,192 |
+1,826 |
Aug11 |
110527 |
298.52 |
300.00 |
296.72 |
299.65 |
+1.99 |
22,156 |
25,294 |
-1,777 |
Sep11 |
110527 |
296.00 |
296.62 |
293.75 |
296.50 |
+1.61 |
12,440 |
31,292 |
+1,279 |
Oct11 |
110527 |
283.26 |
283.43 |
280.74 |
283.34 |
+1.51 |
5,490 |
22,173 |
+253 |
Nov11 |
110527 |
280.00 |
280.36 |
279.00 |
280.36 |
+1.36 |
2,147 |
12,137 |
-57 |
Dec11 |
110527 |
277.95 |
279.10 |
277.00 |
279.01 |
+1.26 |
5,582 |
25,463 |
-359 |
Jan12 |
110527 |
278.30 |
279.33 |
277.70 |
279.33 |
+1.12 |
1,009 |
7,636 |
+356 |
Feb12 |
110527 |
280.85 |
280.85 |
280.85 |
280.85 |
+1.09 |
129 |
3,972 |
-16 |
Mar12 |
110527 |
282.50 |
282.50 |
282.50 |
282.50 |
+1.09 |
88 |
4,444 |
-9 |
Total Volume and Open Interest |
135,320 |
261,686 |
-7,181 |
e-miNY RBOB Gasoline(NYM) |
Jun11 |
110527 |
309.20 |
309.20 |
309.20 |
309.20 |
+4.40 |
0 |
1 |
+0 |
Jul11 |
110527 |
303.10 |
303.13 |
303.10 |
303.10 |
+2.40 |
0 |
2 |
+0 |
Aug11 |
110527 |
299.70 |
299.70 |
299.61 |
299.70 |
+2.00 |
0 |
1 |
+0 |
Sep11 |
110527 |
296.50 |
296.50 |
296.46 |
296.50 |
+1.60 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jun11 |
110526 |
4.370 |
4.414 |
4.195 |
4.326 |
-0.053 |
94,231 |
19,326 |
-15,087 |
Jul11 |
110527 |
4.374 |
4.563 |
4.365 |
4.518 |
+0.158 |
73,234 |
220,773 |
-478 |
Aug11 |
110527 |
4.429 |
4.600 |
4.408 |
4.557 |
+0.152 |
17,600 |
76,738 |
+2,366 |
Sep11 |
110527 |
4.461 |
4.615 |
4.431 |
4.577 |
+0.148 |
14,393 |
113,331 |
+3,275 |
Oct11 |
110527 |
4.470 |
4.651 |
4.470 |
4.614 |
+0.145 |
15,010 |
96,880 |
+225 |
Nov11 |
110527 |
4.655 |
4.787 |
4.621 |
4.759 |
+0.137 |
8,126 |
53,469 |
+718 |
Dec11 |
110527 |
4.859 |
4.995 |
4.840 |
4.971 |
+0.132 |
5,027 |
40,611 |
+743 |
Jan12 |
110527 |
4.964 |
5.106 |
4.954 |
5.083 |
+0.129 |
7,914 |
86,574 |
+92 |
Feb12 |
110527 |
4.957 |
5.089 |
4.957 |
5.072 |
+0.127 |
926 |
19,111 |
-46 |
Mar12 |
110527 |
4.900 |
5.021 |
4.880 |
5.006 |
+0.121 |
1,826 |
39,039 |
+266 |
Apr12 |
110527 |
4.758 |
4.875 |
4.751 |
4.857 |
+0.108 |
2,420 |
38,096 |
-171 |
May12 |
110527 |
4.805 |
4.887 |
4.770 |
4.872 |
+0.106 |
380 |
9,008 |
+23 |
Jun12 |
110527 |
4.893 |
4.920 |
4.807 |
4.907 |
+0.103 |
182 |
8,928 |
+60 |
Jul12 |
110527 |
4.874 |
4.960 |
4.854 |
4.950 |
+0.101 |
94 |
6,110 |
+19 |
Aug12 |
110527 |
4.955 |
4.991 |
4.883 |
4.976 |
+0.099 |
22 |
5,929 |
-27 |
Sep12 |
110527 |
4.979 |
5.000 |
4.966 |
4.986 |
+0.099 |
171 |
5,599 |
+50 |
Total Volume and Open Interest |
216,650 |
912,038 |
-3,280 |
Brent Crude Oil(ICE) |
Jul11 |
110527 |
114.94 |
115.68 |
114.40 |
115.03 |
-0.02 |
225,706 |
213,323 |
+1,421 |
Aug11 |
110527 |
114.58 |
115.30 |
114.09 |
114.72 |
+0.04 |
74,011 |
139,184 |
-6,586 |
Sep11 |
110527 |
114.14 |
114.88 |
113.68 |
114.33 |
+0.09 |
40,032 |
78,455 |
-550 |
Oct11 |
110527 |
114.06 |
114.49 |
113.33 |
113.98 |
+0.13 |
22,761 |
50,125 |
+5,540 |
Nov11 |
110527 |
113.75 |
114.19 |
113.05 |
113.69 |
+0.16 |
9,635 |
22,802 |
-839 |
Dec11 |
110527 |
113.48 |
113.90 |
112.78 |
113.40 |
+0.15 |
43,839 |
92,852 |
+1,604 |
Jan12 |
110527 |
113.37 |
113.48 |
113.07 |
113.16 |
+0.13 |
3,734 |
20,701 |
+561 |
Feb12 |
110527 |
112.88 |
113.31 |
112.70 |
112.91 |
+0.11 |
1,870 |
19,581 |
+123 |
Mar12 |
110527 |
112.62 |
113.13 |
112.11 |
112.66 |
+0.10 |
2,091 |
31,752 |
+136 |
Apr12 |
110527 |
112.35 |
112.39 |
112.30 |
112.39 |
+0.09 |
847 |
8,317 |
+15 |
May12 |
110527 |
112.12 |
112.12 |
112.12 |
112.12 |
+0.08 |
690 |
5,547 |
-152 |
Jun12 |
110527 |
112.12 |
112.30 |
111.23 |
111.86 |
+0.08 |
5,024 |
34,211 |
+138 |
Jul12 |
110527 |
111.57 |
111.57 |
111.57 |
111.57 |
+0.07 |
602 |
3,725 |
-297 |
Aug12 |
110527 |
111.28 |
111.28 |
111.28 |
111.28 |
+0.09 |
410 |
2,340 |
+28 |
Total Volume and Open Interest |
448,197 |
846,701 |
+2,038 |
Gas Oil(ICE) |
Jun11 |
110527 |
941.75 |
946.75 |
938.00 |
939.75 |
-2.00 |
62,377 |
111,412 |
-2,364 |
Jul11 |
110527 |
945.25 |
950.00 |
941.25 |
943.00 |
-2.00 |
88,904 |
109,921 |
+10,330 |
Aug11 |
110527 |
951.25 |
952.75 |
944.50 |
946.25 |
-2.00 |
36,131 |
56,320 |
+2,279 |
Sep11 |
110527 |
954.50 |
956.00 |
947.75 |
949.50 |
-1.75 |
10,431 |
51,202 |
+243 |
Oct11 |
110527 |
957.50 |
958.25 |
951.75 |
951.75 |
-1.75 |
6,620 |
29,379 |
-1,419 |
Nov11 |
110527 |
957.50 |
959.00 |
953.00 |
953.00 |
-1.50 |
2,057 |
22,864 |
+273 |
Dec11 |
110527 |
959.25 |
960.50 |
953.00 |
954.50 |
-1.50 |
20,027 |
58,203 |
-612 |
Jan12 |
110527 |
961.50 |
961.50 |
957.00 |
957.00 |
-1.50 |
1,182 |
24,292 |
+83 |
Feb12 |
110527 |
959.75 |
963.75 |
957.50 |
957.50 |
-1.50 |
941 |
7,032 |
-33 |
Mar12 |
110527 |
959.25 |
963.50 |
957.25 |
957.25 |
-1.50 |
1,137 |
6,670 |
+79 |
Total Volume and Open Interest |
234,380 |
566,705 |
+9,324 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110527 |
2.635 |
2.664 |
2.635 |
2.660 |
+0.019 |
150 |
700 |
-92 |
Jul11 |
110527 |
2.643 |
2.669 |
2.643 |
2.662 |
+0.018 |
178 |
1,447 |
+49 |
Aug11 |
110527 |
2.633 |
2.665 |
2.633 |
2.661 |
+0.016 |
51 |
1,225 |
-5 |
Sep11 |
110527 |
2.602 |
2.626 |
2.602 |
2.624 |
+0.022 |
72 |
1,129 |
+42 |
Oct11 |
110527 |
2.488 |
2.522 |
2.488 |
2.518 |
+0.027 |
43 |
953 |
+5 |
Nov11 |
110527 |
2.435 |
2.446 |
2.435 |
2.445 |
+0.023 |
51 |
770 |
+29 |
Dec11 |
110527 |
2.432 |
2.435 |
2.430 |
2.432 |
+0.024 |
42 |
1,089 |
+14 |
Total Volume and Open Interest |
679 |
8,593 |
+88 |
WTI Crude Oil(ICE |
Jul11 |
110527 |
100.25 |
101.25 |
100.09 |
100.59 |
+0.36 |
96,845 |
101,639 |
+696 |
Aug11 |
110527 |
101.09 |
101.80 |
100.63 |
101.16 |
+0.34 |
25,020 |
40,513 |
-161 |
Sep11 |
110527 |
101.64 |
102.26 |
101.06 |
101.63 |
+0.31 |
15,381 |
37,605 |
+909 |
Oct11 |
110527 |
102.18 |
102.62 |
101.58 |
102.00 |
+0.30 |
4,989 |
18,086 |
+408 |
Nov11 |
110527 |
102.51 |
102.91 |
101.88 |
102.31 |
+0.31 |
3,723 |
15,503 |
+9 |
Dec11 |
110527 |
102.69 |
103.16 |
102.05 |
102.56 |
+0.32 |
18,914 |
80,626 |
-1,049 |
Jan12 |
110527 |
102.97 |
102.97 |
102.51 |
102.73 |
+0.33 |
1,263 |
11,717 |
+46 |
Feb12 |
110527 |
103.10 |
103.10 |
102.78 |
102.86 |
+0.35 |
515 |
3,678 |
+118 |
Mar12 |
110527 |
103.09 |
103.09 |
102.86 |
102.96 |
+0.37 |
1,202 |
12,000 |
+32 |
Apr12 |
110527 |
103.06 |
103.06 |
103.06 |
103.06 |
+0.40 |
331 |
3,949 |
+50 |
May12 |
110527 |
103.15 |
103.15 |
103.15 |
103.15 |
+0.42 |
238 |
2,307 |
+19 |
Jun12 |
110527 |
103.29 |
103.36 |
102.65 |
103.23 |
+0.44 |
1,998 |
25,652 |
-264 |
Jul12 |
110527 |
103.21 |
103.21 |
103.21 |
103.21 |
+0.44 |
130 |
1,841 |
-7 |
Aug12 |
110527 |
103.11 |
103.11 |
103.11 |
103.11 |
+0.44 |
22 |
909 |
+12 |
Sep12 |
110527 |
103.03 |
103.03 |
103.03 |
103.03 |
+0.43 |
108 |
4,297 |
+1 |
Oct12 |
110527 |
102.98 |
102.98 |
102.98 |
102.98 |
+0.43 |
5 |
511 |
+5 |
Total Volume and Open Interest |
178,065 |
459,996 |
+1,364 |
US Dollar Index(ICE) |
Jun11 |
110527 |
75.620 |
75.670 |
74.895 |
75.018 |
-0.615 |
31,553 |
59,064 |
-1,340 |
Sep11 |
110527 |
76.175 |
76.175 |
75.400 |
75.497 |
-0.630 |
277 |
1,434 |
+8 |
Dec11 |
110527 |
76.027 |
76.027 |
76.027 |
76.027 |
-0.630 |
0 |
2 |
+0 |
Total Volume and Open Interest |
31,830 |
60,501 |
-1,332 |
Australian Dollar(CME) |
Jun11 |
110527 |
106.15 |
106.99 |
105.88 |
106.89 |
+0.71 |
132,891 |
109,280 |
+34 |
Sep11 |
110527 |
104.77 |
105.63 |
104.65 |
105.55 |
+0.70 |
353 |
1,681 |
+41 |
Dec11 |
110527 |
104.31 |
104.31 |
103.63 |
104.31 |
+0.68 |
1 |
81 |
+1 |
Total Volume and Open Interest |
133,245 |
111,044 |
+76 |
British Pound(CME) |
Jun11 |
110527 |
163.88 |
165.08 |
163.77 |
164.87 |
+0.98 |
124,678 |
108,718 |
-604 |
Sep11 |
110527 |
163.71 |
164.77 |
163.58 |
164.66 |
+0.98 |
199 |
1,060 |
+102 |
Dec11 |
110527 |
163.21 |
164.44 |
163.21 |
164.44 |
+0.98 |
0 |
48 |
+0 |
Total Volume and Open Interest |
124,877 |
109,834 |
-502 |
Canadian Dollar(CME) |
Jun11 |
110527 |
102.18 |
102.49 |
102.02 |
102.35 |
+0.19 |
68,733 |
110,965 |
-97 |
Sep11 |
110527 |
101.87 |
102.22 |
101.79 |
102.10 |
+0.18 |
712 |
5,645 |
+232 |
Dec11 |
110527 |
101.78 |
101.95 |
101.67 |
101.86 |
+0.19 |
16 |
3,105 |
-3 |
Mar12 |
110527 |
101.60 |
101.60 |
101.38 |
101.59 |
+0.21 |
4 |
361 |
+4 |
Total Volume and Open Interest |
69,465 |
120,381 |
+136 |
Japanese Yen(CME) |
Jun11 |
110527 |
122.93 |
123.93 |
122.91 |
123.75 |
+0.77 |
95,866 |
93,885 |
-1,668 |
Sep11 |
110527 |
123.08 |
123.90 |
123.04 |
123.81 |
+0.77 |
725 |
3,616 |
+134 |
Dec11 |
110527 |
123.63 |
123.91 |
123.14 |
123.91 |
+0.77 |
3 |
220 |
+0 |
Total Volume and Open Interest |
96,594 |
97,730 |
-1,534 |
Swiss Franc(CME) |
Jun11 |
110527 |
115.57 |
117.49 |
115.45 |
117.21 |
+1.75 |
50,255 |
66,310 |
+0 |
Sep11 |
110527 |
115.65 |
117.55 |
115.54 |
117.30 |
+1.76 |
485 |
618 |
+170 |
Dec11 |
110527 |
117.38 |
117.38 |
115.62 |
117.38 |
+1.76 |
0 |
16 |
+0 |
Total Volume and Open Interest |
50,740 |
66,946 |
+170 |
EuroFX(CME) |
Jun11 |
110527 |
141.31 |
143.00 |
141.22 |
142.68 |
+1.31 |
377,507 |
254,528 |
+1,419 |
Sep11 |
110527 |
140.89 |
142.62 |
140.86 |
142.31 |
+1.32 |
4,547 |
6,347 |
+1,346 |
Dec11 |
110527 |
142.27 |
142.27 |
140.61 |
141.94 |
+1.33 |
14 |
170 |
+0 |
Total Volume and Open Interest |
382,070 |
261,428 |
+2,765 |
Mexican Peso(CME) |
Jun11 |
110527 |
855.0 |
860.8 |
854.8 |
859.8 |
+4.0 |
22,886 |
147,014 |
+40 |
Jul11 |
110527 |
858.5 |
858.5 |
854.5 |
858.5 |
+4.0 |
|
|
|
Total Volume and Open Interest |
23,006 |
147,501 |
+91 |
30-Year T-Bonds(CBOT) |
Jun11 |
110520 |
124~280 |
124~280 |
124~160 |
124~270 |
+0~070 |
|
|
|
Sep11 |
110527 |
124~200 |
124~250 |
124~040 |
124~190 |
-0~020 |
314,288 |
359,289 |
+171,288 |
Dec11 |
110527 |
123~030 |
123~100 |
123~030 |
123~040 |
-0~020 |
0 |
5 |
+0 |
Total Volume and Open Interest |
937,899 |
755,760 |
-18,943 |
10-Year T-Notes(CBOT) |
Jun11 |
110527 |
123~250 |
123~315 |
123~170 |
123~275 |
+0~035 |
1,728,277 |
1,165,766 |
-319,314 |
Sep11 |
110527 |
122~130 |
122~190 |
122~050 |
122~150 |
+0~025 |
769,898 |
830,670 |
+372,407 |
Dec11 |
110527 |
121~150 |
121~150 |
121~125 |
121~150 |
+0~025 |
1 |
9 |
-1 |
Total Volume and Open Interest |
2,498,176 |
1,996,445 |
+53,092 |
5-Year T-Notes(CBOT) |
Jun11 |
110520 |
119~063 |
119~063 |
119~062 |
119~062 |
+0~015 |
|
|
|
Sep11 |
110527 |
118~123 |
119~015 |
118~101 |
119~001 |
+0~005 |
553,282 |
747,543 |
+320,607 |
Dec11 |
110527 |
118~025 |
118~025 |
118~020 |
118~025 |
+0~005 |
|
|
|
Total Volume and Open Interest |
1,697,280 |
1,529,461 |
+13,600 |
2 Year T-Notes(CBOT) |
Jun11 |
110527 |
109~115 |
109~123 |
109~111 |
109~117 |
+0~001 |
689,006 |
610,448 |
-239,857 |
Sep11 |
110527 |
109~070 |
109~078 |
109~064 |
109~071 |
unch |
488,783 |
520,539 |
+267,092 |
Dec11 |
110527 |
109~009 |
109~009 |
109~009 |
109~009 |
unch |
0 |
20 |
+0 |
Total Volume and Open Interest |
1,177,789 |
1,131,007 |
+27,235 |
Eurodollars(CME) |
Jun11 |
110527 |
99.730 |
99.740 |
99.728 |
99.730 |
unch |
156,904 |
929,538 |
+6,213 |
Sep11 |
110527 |
99.660 |
99.670 |
99.655 |
99.665 |
+0.010 |
206,150 |
1,320,548 |
+15,201 |
Dec11 |
110527 |
99.595 |
99.610 |
99.585 |
99.600 |
+0.010 |
180,987 |
1,569,745 |
+10,568 |
Mar12 |
110527 |
99.500 |
99.530 |
99.490 |
99.510 |
+0.010 |
207,440 |
1,678,027 |
-6,604 |
Jun12 |
110527 |
99.335 |
99.370 |
99.315 |
99.345 |
+0.010 |
231,994 |
1,488,464 |
+7,548 |
Sep12 |
110527 |
99.100 |
99.140 |
99.070 |
99.115 |
+0.015 |
175,021 |
800,336 |
+4,739 |
Dec12 |
110527 |
98.830 |
98.880 |
98.795 |
98.855 |
+0.020 |
140,547 |
581,347 |
-1,783 |
Mar13 |
110527 |
98.580 |
98.635 |
98.545 |
98.610 |
+0.020 |
151,371 |
400,203 |
-6,760 |
Jun13 |
110527 |
98.330 |
98.375 |
98.290 |
98.355 |
+0.015 |
96,069 |
260,557 |
+794 |
Sep13 |
110527 |
98.075 |
98.120 |
98.040 |
98.100 |
+0.015 |
60,504 |
251,632 |
+2,206 |
Dec13 |
110527 |
97.815 |
97.850 |
97.775 |
97.830 |
+0.010 |
41,426 |
186,368 |
-615 |
Mar14 |
110527 |
97.580 |
97.615 |
97.540 |
97.590 |
unch |
34,409 |
177,725 |
+1,713 |
Jun14 |
110527 |
97.360 |
97.385 |
97.310 |
97.350 |
-0.005 |
16,986 |
107,033 |
+2,897 |
Sep14 |
110527 |
97.130 |
97.155 |
97.085 |
97.115 |
-0.010 |
9,626 |
61,882 |
+876 |
Dec14 |
110527 |
96.895 |
96.925 |
96.850 |
96.880 |
-0.015 |
8,005 |
69,993 |
+186 |
Mar15 |
110527 |
96.705 |
96.730 |
96.655 |
96.680 |
-0.020 |
7,268 |
50,007 |
-51 |
Jun15 |
110527 |
4.760 |
4.780 |
4.710 |
4.730 |
-0.025 |
5,909 |
44,188 |
+468 |
Sep15 |
110527 |
4.570 |
4.600 |
4.525 |
4.540 |
-0.030 |
6,615 |
39,715 |
+408 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110527 |
99.905 |
99.908 |
99.905 |
99.908 |
unch |
1,183 |
74,048 |
-119 |
Jun11 |
110527 |
99.900 |
99.905 |
99.895 |
99.900 |
unch |
6,032 |
58,199 |
-624 |
Jul11 |
110527 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
4,955 |
53,258 |
+1,088 |
Aug11 |
110527 |
99.880 |
99.885 |
99.880 |
99.880 |
unch |
5,538 |
49,420 |
-1,274 |
Sep11 |
110527 |
99.865 |
99.870 |
99.860 |
99.865 |
unch |
5,626 |
44,743 |
-1,333 |
Oct11 |
110527 |
99.855 |
99.860 |
99.850 |
99.855 |
+0.005 |
6,497 |
51,931 |
+1,536 |
Total Volume and Open Interest |
67,957 |
716,839 |
+2,604 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110527 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
750 |
+0 |
Sep11 |
110527 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec11 |
110527 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
75 |
+0 |
Mar12 |
110527 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun12 |
110527 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110527 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110527 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Mar13 |
110527 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Jun13 |
110527 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep13 |
110527 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110527 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
6,003 |
+0 |
Sep11 |
110527 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,466 |
+0 |
Dec11 |
110527 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110527 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
3,877 |
+0 |
Jun12 |
110527 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110527 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110527 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110527 |
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 |
110527 |
140.43 |
140.79 |
140.38 |
140.71 |
+0.30 |
167 |
134 |
+25 |
Dec11 |
110527 |
138.62 |
138.62 |
138.62 |
138.62 |
+0.30 |
|
|
|
Total Volume and Open Interest |
2,671 |
22,072 |
+197 |
Euro-Bund(EUREX) |
Jun11 |
110527 |
125.59 |
125.79 |
125.33 |
125.64 |
+0.13 |
1,118,620 |
1,000,784 |
+75 |
Sep11 |
110527 |
125.35 |
125.51 |
125.06 |
125.37 |
+0.12 |
8,340 |
43,902 |
+1,799 |
Dec11 |
110527 |
124.44 |
124.44 |
124.44 |
124.44 |
+0.13 |
|
|
|
Total Volume and Open Interest |
1,126,960 |
1,044,686 |
+1,874 |
Euro-Bobl(EUREX) |
Jun11 |
110524 |
116.55 |
116.60 |
116.39 |
116.41 |
+0.43 |
489,315 |
819,859 |
+24,400 |
Sep11 |
110527 |
116.49 |
116.65 |
116.35 |
116.59 |
+0.17 |
24,985 |
84,285 |
+2,563 |
Dec11 |
110527 |
116.61 |
116.61 |
116.61 |
116.61 |
+0.14 |
|
|
|
Total Volume and Open Interest |
754,336 |
899,186 |
-10,382 |
3-Mth Euribor(EUREX) |
Jun11 |
110527 |
98.535 |
98.550 |
98.530 |
98.530 |
unch |
324 |
4,818 |
-84 |
Sep11 |
110527 |
98.300 |
98.325 |
98.285 |
98.310 |
+0.020 |
119 |
2,121 |
+28 |
Dec11 |
110527 |
98.145 |
98.165 |
98.145 |
98.160 |
+0.025 |
22 |
1,172 |
-2 |
Total Volume and Open Interest |
615 |
10,935 |
-28 |
Long Gilt(LIFFE) |
Jun11 |
110428 |
118~22 |
119~08 |
118~20 |
119~05 |
+0~25 |
128,847 |
372,773 |
+43,077 |
Sep11 |
110527 |
119~30 |
120~08 |
119~24 |
120~05 |
+0~04 |
218,833 |
263,105 |
+140,726 |
Total Volume and Open Interest |
524,070 |
383,496 |
+14,617 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110527 |
99.16 |
99.17 |
99.16 |
99.16 |
-0.01 |
9,988 |
439,152 |
-101 |
Sep11 |
110527 |
99.09 |
99.10 |
99.07 |
99.09 |
unch |
27,294 |
441,330 |
-5,954 |
Dec11 |
110527 |
98.95 |
98.98 |
98.95 |
98.97 |
unch |
44,746 |
450,621 |
-2,602 |
Mar12 |
110527 |
98.82 |
98.83 |
98.80 |
98.83 |
unch |
54,560 |
418,402 |
+5,155 |
Jun12 |
110527 |
98.63 |
98.65 |
98.61 |
98.64 |
-0.01 |
56,982 |
323,750 |
-1,266 |
Sep12 |
110527 |
98.43 |
98.45 |
98.40 |
98.44 |
-0.01 |
47,949 |
237,796 |
+6,795 |
Total Volume and Open Interest |
339,171 |
2,870,657 |
+15,532 |
3-Mth Euribor(LIFFE) |
Jun11 |
110527 |
98.535 |
98.550 |
98.520 |
98.530 |
unch |
134,037 |
668,628 |
+5,559 |
Sep11 |
110527 |
98.295 |
98.330 |
98.280 |
98.310 |
+0.020 |
209,597 |
603,737 |
+22,761 |
Dec11 |
110527 |
98.145 |
98.200 |
98.115 |
98.160 |
+0.025 |
205,439 |
551,463 |
-16,947 |
Total Volume and Open Interest |
1,185,818 |
3,618,598 |
+20,765 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110527 |
94.98 |
95.00 |
94.98 |
94.99 |
unch |
26,903 |
140,973 |
+1,823 |
Sep11 |
110527 |
94.91 |
94.95 |
94.91 |
94.93 |
+0.02 |
42,467 |
240,348 |
+8,605 |
Dec11 |
110527 |
94.85 |
94.90 |
94.84 |
94.88 |
+0.02 |
35,270 |
163,077 |
+13,796 |
Mar12 |
110527 |
94.80 |
94.84 |
94.78 |
94.83 |
+0.03 |
7,293 |
87,000 |
+718 |
Jun12 |
110527 |
94.74 |
94.80 |
94.74 |
94.78 |
+0.03 |
2,404 |
54,714 |
-127 |
Sep12 |
110527 |
94.71 |
94.75 |
94.71 |
94.73 |
+0.03 |
1,240 |
52,288 |
+16 |
Dec12 |
110527 |
94.67 |
94.71 |
94.67 |
94.70 |
+0.04 |
3,016 |
27,328 |
-84 |
Mar13 |
110527 |
94.63 |
94.68 |
94.63 |
94.67 |
+0.04 |
812 |
21,292 |
+296 |
Jun13 |
110527 |
94.60 |
94.62 |
94.60 |
94.62 |
+0.02 |
221 |
2,400 |
+13 |
Sep13 |
110527 |
94.55 |
94.59 |
94.55 |
94.59 |
+0.04 |
96 |
1,340 |
+96 |
Total Volume and Open Interest |
119,813 |
791,652 |
+25,179 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110527 |
94.72 |
94.79 |
94.71 |
94.78 |
+0.06 |
42,032 |
425,207 |
-3,126 |
Sep11 |
110527 |
94.76 |
94.76 |
94.76 |
94.76 |
+0.04 |
|
|
|
Total Volume and Open Interest |
42,032 |
425,207 |
-3,126 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110527 |
95.02 |
95.10 |
95.02 |
95.08 |
+0.04 |
175,815 |
740,118 |
+6,589 |
Sep11 |
110527 |
95.08 |
95.08 |
95.08 |
95.08 |
+0.04 |
|
|
|
Total Volume and Open Interest |
175,815 |
740,118 |
+6,589 |
Gold(CMX) |
Jun11 |
110527 |
1519.4 |
1538.5 |
1518.4 |
1536.3 |
+13.5 |
194,947 |
94,016 |
-55,004 |
Aug11 |
110527 |
1520.2 |
1539.5 |
1520.0 |
1537.3 |
+13.6 |
100,534 |
258,706 |
+36,361 |
Oct11 |
110527 |
1523.7 |
1540.4 |
1523.7 |
1538.6 |
+13.6 |
989 |
9,815 |
+52 |
Dec11 |
110527 |
1524.0 |
1542.0 |
1524.0 |
1539.9 |
+13.6 |
5,204 |
66,604 |
-1,350 |
Feb12 |
110527 |
1533.0 |
1542.7 |
1533.0 |
1541.2 |
+13.6 |
1,396 |
8,602 |
+496 |
Apr12 |
110527 |
1527.4 |
1543.1 |
1527.4 |
1542.5 |
+13.6 |
32 |
5,342 |
-1 |
Jun12 |
110527 |
1537.5 |
1545.6 |
1537.5 |
1543.9 |
+13.6 |
158 |
12,447 |
+128 |
Aug12 |
110527 |
1545.9 |
1545.9 |
1545.9 |
1545.9 |
+13.6 |
327 |
4,515 |
+327 |
Oct12 |
110527 |
1548.1 |
1548.1 |
1548.1 |
1548.1 |
+13.7 |
60 |
3,624 |
+60 |
Dec12 |
110527 |
1548.0 |
1552.5 |
1548.0 |
1551.0 |
+13.6 |
32 |
12,248 |
+25 |
Feb13 |
110527 |
1554.2 |
1554.2 |
1554.2 |
1554.2 |
+13.6 |
0 |
255 |
+0 |
Apr13 |
110527 |
1558.0 |
1558.0 |
1558.0 |
1558.0 |
|
|
|
|
Silver(CMX) |
May11 |
110526 |
3819.0 |
3882.5 |
3693.0 |
3732.6 |
-31.4 |
104 |
191 |
-13 |
Jul11 |
110527 |
3725.0 |
3819.5 |
3720.0 |
3786.3 |
+53.3 |
79,189 |
63,093 |
+1,794 |
Sep11 |
110527 |
3727.0 |
3818.0 |
3727.0 |
3788.4 |
+53.3 |
2,691 |
10,852 |
+413 |
Dec11 |
110527 |
3756.0 |
3822.0 |
3754.5 |
3790.4 |
+53.3 |
4,232 |
23,403 |
-717 |
Mar12 |
110527 |
3789.5 |
3796.5 |
3771.0 |
3787.1 |
+53.4 |
72 |
3,642 |
+26 |
May12 |
110527 |
3749.5 |
3783.6 |
3749.5 |
3783.6 |
+53.4 |
221 |
1,148 |
+127 |
Jul12 |
110527 |
3774.5 |
3795.0 |
3743.0 |
3780.9 |
+53.4 |
68 |
1,797 |
-2 |
Total Volume and Open Interest |
87,458 |
122,962 |
+1,567 |
Platinum(NYMEX) |
Jul11 |
110527 |
1771.8 |
1805.1 |
1771.0 |
1800.0 |
+21.9 |
3,968 |
31,985 |
-525 |
Oct11 |
110527 |
1790.0 |
1805.5 |
1785.3 |
1803.3 |
+21.9 |
42 |
2,359 |
+31 |
Jan12 |
110527 |
1805.6 |
1805.6 |
1803.8 |
1805.6 |
+21.9 |
0 |
88 |
+0 |
Apr12 |
110527 |
1807.6 |
1807.6 |
1805.8 |
1807.6 |
+21.9 |
0 |
26 |
+0 |
Total Volume and Open Interest |
4,010 |
34,462 |
-494 |
Palladium(NYMEX) |
Jun11 |
110527 |
753.50 |
761.25 |
751.55 |
759.90 |
+2.70 |
4,786 |
5,214 |
-1,795 |
Sep11 |
110527 |
755.00 |
763.45 |
752.75 |
761.90 |
+2.75 |
2,970 |
14,247 |
+1,640 |
Dec11 |
110527 |
758.80 |
763.20 |
758.80 |
763.20 |
+2.70 |
8 |
498 |
+2 |
Total Volume and Open Interest |
7,768 |
19,971 |
-151 |
Copper(CMX) |
May11 |
110526 |
411.75 |
411.85 |
409.60 |
410.70 |
+0.50 |
462 |
495 |
-197 |
Jul11 |
110527 |
412.15 |
419.35 |
410.45 |
418.60 |
+7.50 |
37,666 |
60,873 |
-1,266 |
Sep11 |
110527 |
413.95 |
421.00 |
412.30 |
420.40 |
+7.50 |
7,042 |
33,738 |
+2,417 |
Dec11 |
110527 |
416.60 |
422.50 |
415.70 |
422.10 |
+7.50 |
1,326 |
14,696 |
+13 |
Mar12 |
110527 |
415.95 |
422.95 |
415.95 |
422.95 |
+7.50 |
352 |
5,089 |
+207 |
Total Volume and Open Interest |
47,548 |
122,357 |
+1,528 |
DJIA Index(CBOT) |
Jun11 |
110527 |
12399 |
12465 |
12393 |
12428 |
+19 |
247 |
24,388 |
-25 |
Sep11 |
110527 |
12359 |
12359 |
12339 |
12359 |
+20 |
2 |
21 |
+0 |
Dec11 |
110527 |
12288 |
12288 |
12268 |
12288 |
+20 |
0 |
7 |
+0 |
Mar12 |
110527 |
12228 |
12228 |
12208 |
12228 |
+20 |
|
|
|
Total Volume and Open Interest |
249 |
24,416 |
-25 |
S & P 500(CME) |
Jun11 |
110527 |
1326.50 |
1333.50 |
1324.50 |
1329.90 |
+3.40 |
14,161 |
318,042 |
-2,550 |
Sep11 |
110527 |
1322.70 |
1327.10 |
1322.10 |
1324.50 |
+3.40 |
569 |
8,900 |
+509 |
Dec11 |
110527 |
1318.90 |
1321.50 |
1318.50 |
1318.90 |
+3.40 |
90 |
6,625 |
+80 |
Mar12 |
110527 |
1313.90 |
1316.50 |
1313.50 |
1313.90 |
+3.40 |
|
|
|
Total Volume and Open Interest |
14,820 |
333,572 |
-1,961 |
S & P 500 E-Mini(Globex) |
Jun11 |
110520 |
1341.50 |
1344.00 |
1327.00 |
1327.75 |
-13.75 |
|
|
|
Sep11 |
110527 |
1321.25 |
1328.00 |
1319.50 |
1324.50 |
+3.50 |
5,129 |
40,257 |
+2,524 |
Total Volume and Open Interest |
2,105,851 |
2,825,496 |
+21,878 |
NASDAQ 100(CME) |
Jun11 |
110527 |
2326.80 |
2339.00 |
2322.80 |
2332.50 |
+7.20 |
488 |
18,526 |
+4 |
Sep11 |
110527 |
2328.80 |
2331.50 |
2328.80 |
2328.80 |
+7.30 |
0 |
111 |
+0 |
Dec11 |
110527 |
2325.30 |
2327.00 |
2325.30 |
2325.30 |
+7.30 |
4 |
4 |
+3 |
Total Volume and Open Interest |
492 |
18,641 |
+7 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110527 |
2326.50 |
2338.50 |
2322.30 |
2332.50 |
+7.20 |
261,109 |
343,548 |
+270 |
Sep11 |
110527 |
2322.00 |
2334.50 |
2319.00 |
2328.80 |
+7.30 |
328 |
1,478 |
+32 |
Total Volume and Open Interest |
261,438 |
345,041 |
+301 |
S & P Midcap 400(CME) |
Jun11 |
110527 |
989.50 |
994.00 |
989.00 |
989.30 |
+3.50 |
9 |
1,722 |
-7 |
Sep11 |
110527 |
986.70 |
987.30 |
986.70 |
986.70 |
+3.40 |
|
|
|
Dec11 |
110527 |
985.10 |
985.70 |
985.10 |
985.10 |
+3.40 |
|
|
|
Total Volume and Open Interest |
9 |
1,722 |
-7 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110527 |
9555 |
9590 |
9485 |
9490 |
-65 |
8,371 |
47,112 |
+47,112 |
Sep11 |
110527 |
9550 |
9585 |
9515 |
9515 |
-70 |
7 |
82 |
-5 |
Total Volume and Open Interest |
8,378 |
47,194 |
+519 |
Nikkei 225(SGX) |
Jun11 |
110527 |
9560 |
9595 |
9490 |
9530 |
-20 |
78,024 |
240,454 |
+789 |
Sep11 |
110527 |
9555 |
9585 |
9505 |
9535 |
-20 |
250 |
4,000 |
+212 |
Dec11 |
110527 |
9470 |
9470 |
9470 |
9470 |
-25 |
0 |
6,659 |
+0 |
Total Volume and Open Interest |
78,400 |
256,026 |
+1,054 |
CAC 40(EURONEXT) |
Jun11 |
110527 |
3937.0 |
3958.0 |
3912.5 |
3926.5 |
+31.0 |
108,837 |
364,811 |
-5,906 |
Jul11 |
110527 |
3935.0 |
3952.0 |
3919.0 |
3924.5 |
+31.0 |
77 |
79 |
+21 |
Aug11 |
110527 |
3926.0 |
3926.0 |
3926.0 |
3926.0 |
+31.0 |
|
|
|
Total Volume and Open Interest |
108,914 |
364,894 |
-5,884 |
Hang Seng Index(HKFE) |
May11 |
110527 |
22920 |
23182 |
22882 |
23139 |
+273 |
97,752 |
67,810 |
-10,686 |
Jun11 |
110527 |
22765 |
23035 |
22731 |
23005 |
+290 |
26,703 |
38,036 |
+17,663 |
Total Volume and Open Interest |
125,373 |
109,498 |
+7,172 |
DAX(EUREX) |
Jun11 |
110527 |
7190.0 |
7211.0 |
7117.5 |
7169.0 |
+50.5 |
145,511 |
178,331 |
-370 |
Sep11 |
110527 |
7212.0 |
7232.0 |
7142.5 |
7191.5 |
+51.0 |
2,486 |
10,336 |
+1,463 |
Dec11 |
110527 |
7229.0 |
7229.5 |
7173.0 |
7221.0 |
+51.0 |
75 |
1,450 |
+22 |
Total Volume and Open Interest |
148,072 |
190,117 |
+1,115 |
FT-SE 100(EURONEXT) |
Jun11 |
110527 |
5899.00 |
5938.00 |
5897.00 |
5927.50 |
+54.00 |
102,033 |
619,760 |
+5,651 |
Sep11 |
110527 |
5872.00 |
5899.50 |
5870.00 |
5892.00 |
+54.00 |
113 |
7,482 |
+2,664 |
Dec11 |
110527 |
5868.50 |
5868.50 |
5868.50 |
5868.50 |
+53.50 |
10 |
285 |
+10 |
Total Volume and Open Interest |
102,156 |
627,622 |
+8,325 |
SPI 200(SFE) |
Jun11 |
110527 |
4672.0 |
4694.0 |
4645.0 |
4690.0 |
+21.0 |
35,123 |
186,862 |
-4,200 |
Sep11 |
110527 |
4672.0 |
4675.0 |
4672.0 |
4675.0 |
+19.0 |
281 |
4,036 |
+200 |
Dec11 |
110527 |
4692.0 |
4692.0 |
4692.0 |
4692.0 |
+19.0 |
400 |
2,847 |
+111 |
Total Volume and Open Interest |
35,804 |
195,438 |
-3,889 |
GSCI(CME) |
Jun11 |
110527 |
42.64 |
43.64 |
42.64 |
43.64 |
+3.00 |
95 |
10,686 |
+15 |
Jul11 |
110527 |
42.64 |
42.64 |
42.64 |
42.64 |
+3.00 |
2 |
0 |
+0 |
Aug11 |
110527 |
43.89 |
43.89 |
43.89 |
43.89 |
+3.25 |
|
|
|
Total Volume and Open Interest |
97 |
10,686 |
+15 |
Reuters CCI(ICE) |
Jun11 |
110527 |
346.60 |
346.60 |
346.60 |
346.60 |
+2.60 |
|
|
|
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. |
|
|