|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue May 31, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110531 |
1371.50 |
1391.25 |
1366.50 |
1376.00 |
-3.75 |
91,456 |
242,846 |
+3,459 |
Aug11 |
110531 |
1369.50 |
1386.00 |
1363.00 |
1372.00 |
-3.75 |
14,421 |
29,474 |
+1,830 |
Sep11 |
110531 |
1362.25 |
1381.50 |
1362.25 |
1367.25 |
-4.75 |
2,986 |
17,907 |
+857 |
Nov11 |
110531 |
1360.25 |
1377.75 |
1354.75 |
1363.50 |
-5.00 |
39,575 |
203,235 |
+346 |
Jan12 |
110531 |
1367.75 |
1386.00 |
1364.00 |
1373.00 |
-4.50 |
6,479 |
27,536 |
+2,319 |
Mar12 |
110531 |
1375.25 |
1385.75 |
1368.50 |
1373.00 |
-5.00 |
3,528 |
16,603 |
+1,248 |
May12 |
110531 |
1367.25 |
1378.00 |
1357.25 |
1362.50 |
-4.50 |
4,738 |
17,567 |
+1,834 |
Total Volume and Open Interest |
165,192 |
573,558 |
+12,429 |
Soybean Meal(CBOT) |
Jul11 |
110531 |
353.00 |
359.00 |
351.50 |
355.30 |
-0.30 |
32,686 |
92,962 |
+956 |
Aug11 |
110531 |
354.10 |
359.80 |
352.60 |
356.20 |
-0.40 |
7,786 |
34,208 |
+841 |
Sep11 |
110531 |
353.00 |
358.10 |
352.00 |
354.90 |
-0.60 |
2,218 |
18,499 |
+41 |
Oct11 |
110531 |
346.90 |
353.10 |
346.90 |
349.90 |
-0.90 |
1,236 |
16,468 |
+7 |
Dec11 |
110531 |
350.40 |
354.10 |
347.20 |
351.20 |
-0.40 |
8,420 |
48,535 |
-354 |
Jan12 |
110531 |
354.40 |
355.20 |
350.40 |
352.50 |
-0.50 |
718 |
4,496 |
+157 |
Mar12 |
110531 |
353.10 |
355.90 |
350.90 |
353.20 |
-0.60 |
807 |
3,902 |
+210 |
May12 |
110531 |
352.50 |
352.90 |
347.90 |
349.80 |
-0.70 |
1,471 |
4,803 |
+467 |
Total Volume and Open Interest |
55,637 |
228,542 |
+2,359 |
Soybean Oil(CBOT) |
Jul11 |
110531 |
58.03 |
58.93 |
57.79 |
58.49 |
-0.12 |
55,478 |
144,558 |
-819 |
Aug11 |
110531 |
58.17 |
59.20 |
58.17 |
58.77 |
-0.12 |
6,265 |
34,799 |
-38 |
Sep11 |
110531 |
59.17 |
59.47 |
58.82 |
59.04 |
-0.13 |
2,296 |
23,161 |
-133 |
Oct11 |
110531 |
58.65 |
59.58 |
58.65 |
59.27 |
-0.12 |
1,576 |
15,010 |
-15 |
Dec11 |
110531 |
59.20 |
60.10 |
59.02 |
59.72 |
-0.08 |
16,117 |
84,523 |
+2,080 |
Jan12 |
110531 |
60.00 |
60.19 |
59.64 |
59.88 |
-0.07 |
656 |
8,407 |
+253 |
Mar12 |
110531 |
60.12 |
60.25 |
59.72 |
59.95 |
-0.08 |
705 |
5,071 |
+362 |
May12 |
110531 |
60.15 |
60.18 |
59.56 |
59.90 |
-0.08 |
1,611 |
5,261 |
+857 |
Total Volume and Open Interest |
85,118 |
323,810 |
+2,880 |
Canola(WCE) |
Jul11 |
110531 |
598.4 |
598.4 |
587.2 |
589.5 |
-10.2 |
11,388 |
75,077 |
-673 |
Nov11 |
110531 |
597.5 |
600.7 |
589.8 |
594.1 |
-8.7 |
11,132 |
81,055 |
+2,483 |
Jan12 |
110531 |
604.0 |
606.1 |
598.6 |
602.2 |
-7.7 |
576 |
8,395 |
+295 |
Mar12 |
110531 |
606.9 |
611.2 |
604.0 |
608.5 |
-6.8 |
198 |
1,481 |
+30 |
May12 |
110531 |
611.7 |
611.7 |
606.9 |
611.4 |
-6.0 |
313 |
943 |
+292 |
Total Volume and Open Interest |
23,942 |
169,522 |
+2,686 |
Corn(CBOT) |
Jul11 |
110531 |
749.00 |
763.75 |
743.00 |
747.50 |
-11.00 |
135,062 |
568,107 |
-5,249 |
Sep11 |
110531 |
718.50 |
729.50 |
710.00 |
717.50 |
-10.75 |
38,565 |
190,332 |
+4,760 |
Dec11 |
110531 |
675.25 |
683.00 |
665.00 |
673.00 |
-11.00 |
73,201 |
461,752 |
+5,965 |
Mar12 |
110531 |
687.00 |
693.25 |
676.25 |
683.50 |
-11.50 |
5,371 |
80,250 |
+1,122 |
May12 |
110531 |
690.00 |
700.00 |
686.25 |
690.00 |
-11.75 |
1,569 |
17,564 |
+348 |
Jul12 |
110531 |
699.00 |
705.00 |
689.00 |
697.25 |
-10.25 |
2,388 |
44,105 |
+795 |
Total Volume and Open Interest |
258,831 |
1,425,521 |
+8,458 |
Wheat(CBOT) |
Jul11 |
110531 |
794.00 |
807.50 |
772.00 |
782.25 |
-37.50 |
63,795 |
209,743 |
-1,061 |
Sep11 |
110531 |
843.25 |
855.75 |
821.25 |
832.00 |
-36.25 |
19,505 |
76,499 |
+1,924 |
Dec11 |
110531 |
888.00 |
902.75 |
871.25 |
882.00 |
-27.25 |
17,305 |
96,011 |
-767 |
Mar12 |
110531 |
922.75 |
936.75 |
904.50 |
916.00 |
-20.75 |
2,525 |
21,885 |
-77 |
May12 |
110531 |
923.00 |
943.50 |
911.50 |
922.75 |
-20.75 |
1,084 |
7,954 |
-72 |
Total Volume and Open Interest |
109,572 |
461,824 |
+740 |
Wheat(KCBT) |
Jul11 |
110531 |
924.00 |
930.50 |
903.25 |
908.00 |
-35.00 |
15,835 |
78,645 |
-168 |
Sep11 |
110531 |
944.50 |
949.50 |
923.00 |
927.50 |
-34.00 |
5,444 |
39,632 |
+1,640 |
Dec11 |
110531 |
969.50 |
972.50 |
946.50 |
951.00 |
-33.00 |
4,263 |
42,872 |
+7 |
Mar12 |
110531 |
977.00 |
987.25 |
962.75 |
967.00 |
-30.50 |
713 |
6,699 |
+124 |
May12 |
110531 |
977.25 |
987.00 |
962.75 |
966.00 |
-30.50 |
79 |
859 |
+20 |
Total Volume and Open Interest |
27,363 |
179,311 |
+2,189 |
Wheat(MGE) |
Jul11 |
110531 |
1038.00 |
1054.00 |
1017.00 |
1025.00 |
-31.25 |
5,285 |
19,992 |
-322 |
Sep11 |
110531 |
1011.00 |
1014.75 |
980.00 |
987.75 |
-31.00 |
3,241 |
17,540 |
+829 |
Dec11 |
110531 |
1014.25 |
1015.75 |
979.25 |
988.50 |
-30.75 |
2,599 |
13,684 |
+599 |
Mar12 |
110531 |
1010.50 |
1019.75 |
989.75 |
996.75 |
-25.00 |
916 |
2,765 |
-235 |
May12 |
110531 |
1002.50 |
1018.25 |
989.00 |
996.50 |
-19.25 |
265 |
708 |
+117 |
Total Volume and Open Interest |
12,852 |
58,697 |
+1,332 |
Oats(CBOT) |
Jul11 |
110531 |
380.50 |
390.50 |
377.00 |
386.00 |
+3.25 |
870 |
7,875 |
+2 |
Sep11 |
110531 |
392.00 |
396.00 |
391.00 |
395.50 |
+3.50 |
97 |
1,386 |
+60 |
Dec11 |
110531 |
395.50 |
404.00 |
390.75 |
401.25 |
+3.50 |
229 |
3,631 |
+12 |
Mar12 |
110531 |
404.50 |
413.25 |
404.50 |
413.25 |
+3.50 |
1 |
23 |
+0 |
Total Volume and Open Interest |
1,197 |
12,916 |
+74 |
Rough Rice(CBOT) |
Jul11 |
110531 |
15.10 |
15.26 |
14.99 |
15.06 |
-0.12 |
844 |
14,486 |
-177 |
Sep11 |
110531 |
16.07 |
16.20 |
15.97 |
16.05 |
-0.08 |
390 |
5,381 |
+113 |
Nov11 |
110531 |
16.30 |
16.50 |
16.30 |
16.35 |
-0.08 |
67 |
1,909 |
+28 |
Jan12 |
110531 |
16.74 |
16.74 |
16.67 |
16.67 |
-0.06 |
1 |
255 |
+0 |
Total Volume and Open Interest |
1,302 |
22,332 |
-36 |
Live Cattle(CME) |
Jun11 |
110531 |
104.680 |
105.200 |
103.480 |
103.750 |
-0.350 |
12,795 |
48,501 |
-3,697 |
Aug11 |
110531 |
105.600 |
105.900 |
105.100 |
105.385 |
+0.335 |
19,440 |
137,210 |
+846 |
Oct11 |
110531 |
110.900 |
111.350 |
110.750 |
111.080 |
+0.480 |
4,621 |
75,777 |
+200 |
Dec11 |
110531 |
114.750 |
115.300 |
114.600 |
115.180 |
+0.680 |
3,843 |
50,337 |
-188 |
Feb12 |
110531 |
115.980 |
116.800 |
115.980 |
116.750 |
+0.800 |
1,150 |
13,900 |
+155 |
Apr12 |
110531 |
117.230 |
118.050 |
117.230 |
118.050 |
+0.900 |
539 |
7,092 |
+97 |
Total Volume and Open Interest |
42,405 |
334,265 |
-2,577 |
Feeder Cattle(CME) |
Aug11 |
110531 |
123.200 |
125.080 |
123.200 |
124.385 |
+1.655 |
2,423 |
21,851 |
+63 |
Sep11 |
110531 |
124.400 |
126.250 |
124.400 |
125.980 |
+1.730 |
317 |
5,163 |
-6 |
Oct11 |
110531 |
125.550 |
127.000 |
125.550 |
126.950 |
+1.850 |
477 |
4,323 |
-17 |
Nov11 |
110531 |
127.230 |
127.850 |
126.700 |
127.850 |
+2.020 |
96 |
1,727 |
+39 |
Jan12 |
110531 |
126.250 |
127.600 |
126.250 |
127.600 |
+2.600 |
10 |
528 |
+3 |
Mar12 |
110531 |
126.330 |
126.800 |
126.180 |
126.800 |
+2.400 |
1 |
48 |
+0 |
Apr12 |
110531 |
125.500 |
125.500 |
125.500 |
125.500 |
unch |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,620 |
35,115 |
-196 |
Lean Hogs(CME) |
Jun11 |
110531 |
89.480 |
91.100 |
89.285 |
90.180 |
+1.250 |
10,491 |
20,970 |
-2,319 |
Jul11 |
110531 |
89.000 |
90.650 |
88.850 |
89.930 |
+1.330 |
8,490 |
62,816 |
-453 |
Aug11 |
110531 |
89.950 |
91.930 |
89.950 |
91.230 |
+1.000 |
7,057 |
45,659 |
+1,325 |
Oct11 |
110531 |
84.950 |
85.750 |
84.285 |
85.300 |
+1.050 |
2,973 |
42,588 |
+812 |
Dec11 |
110531 |
82.480 |
83.500 |
82.350 |
83.430 |
+1.080 |
1,428 |
33,374 |
+671 |
Feb12 |
110531 |
84.500 |
85.000 |
84.500 |
84.750 |
+0.550 |
266 |
8,301 |
+39 |
Apr12 |
110531 |
85.930 |
85.980 |
85.600 |
85.800 |
+0.800 |
49 |
4,744 |
-2 |
May12 |
110531 |
89.750 |
89.750 |
89.750 |
89.750 |
+0.650 |
0 |
182 |
+0 |
Total Volume and Open Interest |
30,805 |
221,060 |
+86 |
Class III Milk(CME) |
May11 |
110531 |
16.50 |
16.55 |
16.47 |
16.54 |
-0.01 |
29 |
5,340 |
-12 |
Jun11 |
110531 |
18.48 |
18.89 |
18.48 |
18.75 |
+0.27 |
184 |
4,961 |
+132 |
Jul11 |
110531 |
19.10 |
19.82 |
19.10 |
19.69 |
+0.57 |
355 |
4,727 |
+68 |
Aug11 |
110531 |
19.04 |
19.35 |
18.96 |
19.22 |
+0.26 |
153 |
4,270 |
+50 |
Sep11 |
110531 |
18.89 |
19.09 |
18.78 |
19.04 |
+0.26 |
146 |
4,087 |
+44 |
Total Volume and Open Interest |
1,334 |
35,988 |
+444 |
Cocoa(ICE) |
Jul11 |
110531 |
2975 |
3020 |
2966 |
2999 |
+30 |
15,639 |
57,756 |
-1,952 |
Sep11 |
110531 |
2982 |
3031 |
2980 |
3013 |
+32 |
7,098 |
34,772 |
+1,478 |
Dec11 |
110531 |
3013 |
3052 |
3013 |
3040 |
+33 |
2,463 |
27,555 |
+367 |
Mar12 |
110531 |
3073 |
3110 |
3069 |
3101 |
+34 |
604 |
24,521 |
+308 |
May12 |
110531 |
3092 |
3099 |
3092 |
3099 |
+33 |
111 |
6,711 |
+22 |
Jul12 |
110531 |
3090 |
3094 |
3090 |
3094 |
+33 |
0 |
2,045 |
+0 |
Sep12 |
110531 |
3076 |
3096 |
3076 |
3096 |
+40 |
3 |
2,193 |
-3 |
Total Volume and Open Interest |
26,724 |
159,749 |
+1,025 |
Coffee "C"(ICE) |
Jul11 |
110531 |
264.70 |
268.40 |
263.50 |
264.60 |
+0.90 |
11,028 |
48,760 |
-2,497 |
Sep11 |
110531 |
267.05 |
271.20 |
266.70 |
267.75 |
+0.95 |
5,028 |
29,454 |
+1,352 |
Dec11 |
110531 |
271.60 |
275.05 |
270.90 |
271.95 |
+1.20 |
1,340 |
21,594 |
+244 |
Mar12 |
110531 |
274.50 |
277.00 |
274.20 |
274.20 |
+1.30 |
199 |
5,136 |
+19 |
May12 |
110531 |
276.00 |
276.30 |
275.10 |
275.45 |
+1.55 |
10 |
3,004 |
-22 |
Jul12 |
110531 |
274.35 |
274.70 |
273.50 |
273.85 |
+1.70 |
11 |
786 |
+3 |
Total Volume and Open Interest |
17,666 |
110,542 |
-888 |
Orange Juice(ICE) |
Jul11 |
110531 |
185.35 |
185.95 |
182.10 |
182.50 |
-2.85 |
1,052 |
27,312 |
+145 |
Sep11 |
110531 |
179.90 |
180.75 |
177.55 |
178.15 |
-2.00 |
286 |
5,134 |
+111 |
Nov11 |
110531 |
172.90 |
173.70 |
170.00 |
170.45 |
-3.05 |
160 |
2,121 |
+131 |
Jan12 |
110531 |
169.50 |
169.50 |
166.35 |
167.60 |
-1.55 |
3 |
295 |
+3 |
Mar12 |
110531 |
166.15 |
167.10 |
166.00 |
166.20 |
-1.15 |
0 |
128 |
+0 |
May12 |
110531 |
165.75 |
165.75 |
165.75 |
165.75 |
-1.15 |
0 |
80 |
+0 |
Total Volume and Open Interest |
1,501 |
35,134 |
+390 |
Sugar #11(ICE) |
Jul11 |
110531 |
22.99 |
23.37 |
22.85 |
23.18 |
+0.19 |
40,077 |
254,762 |
-4,650 |
Oct11 |
110531 |
22.95 |
23.19 |
22.71 |
22.99 |
+0.13 |
22,109 |
154,804 |
+2,915 |
Mar12 |
110531 |
22.92 |
23.25 |
22.92 |
23.17 |
+0.15 |
7,044 |
88,854 |
+941 |
May12 |
110531 |
22.64 |
22.82 |
22.52 |
22.74 |
+0.11 |
1,288 |
27,558 |
+86 |
Jul12 |
110531 |
22.49 |
22.62 |
22.34 |
22.56 |
+0.09 |
1,418 |
23,947 |
+267 |
Total Volume and Open Interest |
73,485 |
596,174 |
-68 |
London Cocoa(LCE) |
Jul11 |
110531 |
1816 |
1846 |
1810 |
1840 |
+27 |
13,869 |
78,883 |
+4,646 |
Sep11 |
110531 |
1836 |
1865 |
1834 |
1861 |
+25 |
11,139 |
37,014 |
+3,347 |
Dec11 |
110531 |
1874 |
1892 |
1865 |
1889 |
+25 |
2,674 |
33,038 |
+845 |
Mar12 |
110531 |
1892 |
1915 |
1891 |
1913 |
+22 |
1,272 |
36,389 |
+192 |
May12 |
110531 |
1908 |
1923 |
1904 |
1920 |
+16 |
164 |
9,908 |
-48 |
Jul12 |
110531 |
1917 |
1927 |
1917 |
1927 |
+15 |
4 |
4,293 |
-2 |
Sep12 |
110531 |
1919 |
1930 |
1919 |
1930 |
+16 |
0 |
3,257 |
+0 |
Total Volume and Open Interest |
29,142 |
210,503 |
+9,000 |
London Sugar(LCE) |
Aug11 |
110531 |
663.00 |
677.70 |
662.80 |
672.00 |
+13.70 |
3,438 |
26,744 |
-143 |
Oct11 |
110531 |
615.10 |
625.10 |
615.10 |
621.80 |
+8.40 |
1,713 |
9,886 |
-164 |
Dec11 |
110531 |
612.00 |
615.60 |
609.20 |
613.10 |
+6.70 |
294 |
4,556 |
+202 |
Mar12 |
110531 |
597.50 |
604.60 |
597.00 |
603.80 |
+6.40 |
78 |
2,704 |
+36 |
May12 |
110531 |
591.10 |
595.10 |
589.10 |
593.90 |
+6.20 |
35 |
1,457 |
+20 |
Total Volume and Open Interest |
5,558 |
47,116 |
-49 |
Cotton(ICE) |
Jul11 |
110531 |
153.45 |
158.67 |
153.40 |
158.67 |
+6.00 |
10,109 |
66,328 |
-2,654 |
Oct11 |
110531 |
144.00 |
146.94 |
143.71 |
146.94 |
+5.08 |
13 |
415 |
-15 |
Dec11 |
110531 |
130.00 |
135.50 |
130.00 |
135.50 |
+6.00 |
7,210 |
67,106 |
+1,347 |
Mar12 |
110531 |
121.67 |
126.00 |
121.67 |
125.87 |
+5.40 |
568 |
10,593 |
+89 |
May12 |
110531 |
115.95 |
119.21 |
115.90 |
119.21 |
+4.04 |
200 |
2,524 |
+79 |
Jul12 |
110531 |
112.00 |
114.75 |
112.00 |
114.75 |
+2.16 |
421 |
4,585 |
+156 |
Total Volume and Open Interest |
18,599 |
154,213 |
-551 |
Lumber(CME) |
Jul11 |
110531 |
240.1 |
248.7 |
240.1 |
243.5 |
+4.8 |
823 |
7,327 |
-83 |
Sep11 |
110531 |
262.6 |
271.5 |
260.0 |
269.0 |
+7.5 |
418 |
2,668 |
+143 |
Nov11 |
110531 |
264.2 |
272.5 |
264.2 |
269.1 |
+6.6 |
161 |
648 |
+67 |
Jan12 |
110531 |
281.8 |
285.0 |
281.8 |
285.0 |
+7.0 |
23 |
42 |
+7 |
Total Volume and Open Interest |
1,427 |
10,690 |
+136 |
Crude Oil(NYM) |
Jul11 |
110531 |
100.69 |
103.39 |
99.60 |
102.70 |
+2.11 |
332,135 |
386,946 |
-7,525 |
Aug11 |
110531 |
101.21 |
103.90 |
100.23 |
103.27 |
+2.11 |
88,735 |
87,866 |
-4,577 |
Sep11 |
110531 |
101.72 |
104.31 |
100.65 |
103.73 |
+2.10 |
61,152 |
100,921 |
+2,673 |
Oct11 |
110531 |
102.05 |
104.59 |
101.05 |
104.09 |
+2.09 |
29,775 |
48,539 |
+1,585 |
Nov11 |
110531 |
101.36 |
104.81 |
101.36 |
104.36 |
+2.05 |
18,876 |
36,173 |
-693 |
Dec11 |
110531 |
102.50 |
105.14 |
101.75 |
104.57 |
+2.01 |
64,932 |
184,893 |
-3,142 |
Jan12 |
110531 |
102.31 |
105.30 |
102.31 |
104.71 |
+1.98 |
12,271 |
43,003 |
+2,127 |
Feb12 |
110531 |
102.49 |
105.34 |
102.49 |
104.82 |
+1.96 |
4,017 |
22,453 |
+574 |
Mar12 |
110531 |
103.43 |
105.30 |
103.43 |
104.91 |
+1.95 |
6,121 |
28,208 |
-130 |
Apr12 |
110531 |
102.71 |
105.49 |
102.71 |
104.99 |
+1.93 |
2,368 |
16,412 |
+164 |
May12 |
110531 |
103.94 |
105.57 |
103.94 |
105.07 |
+1.92 |
2,021 |
17,305 |
+411 |
Jun12 |
110531 |
103.43 |
105.67 |
103.43 |
105.14 |
+1.91 |
12,950 |
79,318 |
+910 |
Jul12 |
110531 |
105.10 |
105.10 |
105.10 |
105.10 |
+1.89 |
2,905 |
23,850 |
+231 |
Aug12 |
110531 |
104.98 |
104.98 |
104.98 |
104.98 |
+1.87 |
1,116 |
15,116 |
-50 |
Sep12 |
110531 |
104.88 |
104.88 |
104.88 |
104.88 |
+1.85 |
788 |
13,713 |
-38 |
Oct12 |
110531 |
104.80 |
104.86 |
104.80 |
104.81 |
+1.83 |
189 |
8,649 |
+57 |
Total Volume and Open Interest |
678,008 |
1,510,676 |
-4,764 |
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 |
110531 |
100.700 |
103.375 |
99.700 |
102.700 |
+2.100 |
9,990 |
3,154 |
+534 |
Aug11 |
110531 |
101.000 |
103.700 |
100.325 |
103.275 |
+2.125 |
429 |
747 |
+133 |
Sep11 |
110531 |
101.200 |
104.250 |
101.200 |
103.725 |
+2.100 |
181 |
253 |
+33 |
Oct11 |
110531 |
103.000 |
104.100 |
103.000 |
104.100 |
+2.100 |
0 |
46 |
+0 |
Nov11 |
110531 |
103.675 |
104.350 |
103.675 |
104.350 |
+2.050 |
1 |
21 |
+1 |
Dec11 |
110531 |
102.825 |
104.950 |
102.825 |
104.575 |
+2.025 |
11 |
337 |
-2 |
Jan12 |
110531 |
102.750 |
104.700 |
102.750 |
104.700 |
+1.975 |
2 |
10 |
+2 |
Feb12 |
110531 |
104.825 |
104.825 |
104.825 |
104.825 |
+1.975 |
4 |
3 |
-4 |
Total Volume and Open Interest |
10,618 |
4,738 |
+697 |
Heating Oil(NYM) |
Jun11 |
110531 |
298.58 |
306.50 |
297.15 |
305.63 |
+6.58 |
27,044 |
16,994 |
-8,650 |
Jul11 |
110531 |
300.00 |
307.50 |
297.62 |
305.30 |
+5.16 |
60,806 |
101,379 |
+2,816 |
Aug11 |
110531 |
301.34 |
308.77 |
299.09 |
306.64 |
+5.11 |
13,877 |
38,525 |
+257 |
Sep11 |
110531 |
302.00 |
310.38 |
302.00 |
308.32 |
+5.06 |
8,586 |
30,759 |
+1,402 |
Oct11 |
110531 |
303.49 |
311.94 |
303.49 |
309.89 |
+5.03 |
2,966 |
12,346 |
+11 |
Nov11 |
110531 |
307.20 |
313.37 |
307.20 |
311.46 |
+5.00 |
1,893 |
13,913 |
-346 |
Dec11 |
110531 |
307.86 |
314.92 |
307.39 |
313.02 |
+4.98 |
9,357 |
34,976 |
-1,810 |
Jan12 |
110531 |
313.45 |
315.94 |
313.45 |
314.55 |
+4.95 |
676 |
14,705 |
+136 |
Feb12 |
110531 |
313.71 |
316.22 |
313.71 |
314.82 |
+4.92 |
240 |
5,820 |
-13 |
Mar12 |
110531 |
312.83 |
315.27 |
312.83 |
313.89 |
+4.89 |
297 |
3,915 |
+202 |
Apr12 |
110531 |
304.90 |
313.13 |
304.90 |
311.71 |
+4.89 |
254 |
1,993 |
+130 |
May12 |
110531 |
309.76 |
309.76 |
309.76 |
309.76 |
+4.89 |
218 |
1,475 |
-136 |
Total Volume and Open Interest |
128,561 |
304,371 |
-5,466 |
Gasoline(NYMEX) |
Jun11 |
110531 |
308.50 |
316.50 |
307.00 |
315.04 |
+5.84 |
28,028 |
16,866 |
-6,897 |
Jul11 |
110531 |
303.50 |
308.89 |
300.76 |
305.03 |
+1.90 |
45,613 |
89,514 |
+3,322 |
Aug11 |
110531 |
299.27 |
305.51 |
297.68 |
301.86 |
+2.21 |
20,052 |
25,995 |
+701 |
Sep11 |
110531 |
294.93 |
302.30 |
294.93 |
299.03 |
+2.53 |
12,369 |
33,006 |
+1,714 |
Oct11 |
110531 |
285.29 |
289.31 |
285.10 |
286.12 |
+2.78 |
4,887 |
22,727 |
+554 |
Nov11 |
110531 |
280.59 |
285.74 |
280.59 |
283.11 |
+2.75 |
2,005 |
12,226 |
+89 |
Dec11 |
110531 |
279.01 |
284.72 |
278.14 |
281.78 |
+2.77 |
3,112 |
25,459 |
-4 |
Jan12 |
110531 |
282.20 |
282.50 |
281.25 |
282.18 |
+2.85 |
762 |
7,567 |
-69 |
Feb12 |
110531 |
283.73 |
283.73 |
283.73 |
283.73 |
+2.88 |
385 |
4,165 |
+193 |
Mar12 |
110531 |
285.38 |
285.38 |
285.38 |
285.38 |
+2.88 |
84 |
4,472 |
+28 |
Total Volume and Open Interest |
117,599 |
261,561 |
-125 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110531 |
308.50 |
308.50 |
305.00 |
305.00 |
+1.90 |
0 |
2 |
+0 |
Aug11 |
110531 |
301.90 |
301.90 |
301.86 |
301.90 |
+2.20 |
0 |
1 |
+0 |
Sep11 |
110531 |
299.00 |
299.03 |
299.00 |
299.00 |
+2.50 |
|
|
|
Oct11 |
110531 |
286.10 |
286.12 |
286.10 |
286.10 |
+2.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jul11 |
110531 |
4.560 |
4.707 |
4.525 |
4.666 |
+0.148 |
134,881 |
220,111 |
-662 |
Aug11 |
110531 |
4.605 |
4.736 |
4.570 |
4.700 |
+0.143 |
31,479 |
78,515 |
+1,777 |
Sep11 |
110531 |
4.620 |
4.744 |
4.592 |
4.710 |
+0.133 |
23,272 |
116,761 |
+3,430 |
Oct11 |
110531 |
4.650 |
4.775 |
4.625 |
4.744 |
+0.130 |
24,146 |
97,453 |
+573 |
Nov11 |
110531 |
4.779 |
4.900 |
4.779 |
4.877 |
+0.118 |
11,242 |
53,727 |
+258 |
Dec11 |
110531 |
5.000 |
5.099 |
5.000 |
5.075 |
+0.104 |
6,713 |
41,001 |
+390 |
Jan12 |
110531 |
5.134 |
5.205 |
5.132 |
5.182 |
+0.099 |
11,309 |
85,976 |
-598 |
Feb12 |
110531 |
5.090 |
5.180 |
5.090 |
5.165 |
+0.093 |
1,792 |
19,128 |
+17 |
Mar12 |
110531 |
5.087 |
5.115 |
5.052 |
5.095 |
+0.089 |
3,478 |
39,276 |
+237 |
Apr12 |
110531 |
4.921 |
4.955 |
4.903 |
4.937 |
+0.080 |
3,192 |
38,299 |
+203 |
May12 |
110531 |
4.944 |
4.965 |
4.921 |
4.949 |
+0.077 |
404 |
9,049 |
+41 |
Jun12 |
110531 |
4.961 |
5.002 |
4.932 |
4.981 |
+0.074 |
299 |
9,059 |
+131 |
Jul12 |
110531 |
5.013 |
5.039 |
4.999 |
5.026 |
+0.076 |
187 |
6,169 |
+59 |
Aug12 |
110531 |
5.026 |
5.065 |
5.024 |
5.053 |
+0.077 |
52 |
5,915 |
-14 |
Sep12 |
110531 |
5.047 |
5.074 |
5.042 |
5.063 |
+0.077 |
206 |
5,633 |
+34 |
Oct12 |
110531 |
5.097 |
5.117 |
5.085 |
5.110 |
+0.077 |
561 |
12,963 |
-23 |
Total Volume and Open Interest |
253,533 |
909,089 |
-2,949 |
Brent Crude Oil(ICE) |
Jul11 |
110531 |
114.52 |
117.49 |
114.50 |
116.73 |
+1.70 |
193,654 |
214,855 |
+1,532 |
Aug11 |
110531 |
114.20 |
117.15 |
114.20 |
116.38 |
+1.66 |
59,334 |
143,328 |
+4,144 |
Sep11 |
110531 |
114.10 |
116.72 |
114.10 |
115.97 |
+1.64 |
31,456 |
82,760 |
+4,305 |
Oct11 |
110531 |
113.91 |
116.37 |
113.91 |
115.61 |
+1.63 |
16,862 |
49,351 |
-774 |
Nov11 |
110531 |
113.83 |
116.08 |
113.76 |
115.32 |
+1.63 |
7,031 |
22,935 |
+133 |
Dec11 |
110531 |
113.38 |
115.78 |
113.38 |
115.03 |
+1.63 |
39,870 |
91,551 |
-1,301 |
Jan12 |
110531 |
114.08 |
115.40 |
114.08 |
114.79 |
+1.63 |
3,177 |
21,061 |
+360 |
Feb12 |
110531 |
113.90 |
115.16 |
113.83 |
114.54 |
+1.63 |
2,388 |
19,209 |
-372 |
Mar12 |
110531 |
113.66 |
114.92 |
113.66 |
114.29 |
+1.63 |
2,963 |
31,312 |
-440 |
Apr12 |
110531 |
114.02 |
114.02 |
114.02 |
114.02 |
+1.63 |
1,617 |
8,627 |
+310 |
May12 |
110531 |
113.76 |
113.76 |
113.76 |
113.76 |
+1.64 |
1,622 |
5,508 |
-39 |
Jun12 |
110531 |
111.90 |
114.14 |
111.90 |
113.50 |
+1.64 |
6,006 |
34,424 |
+213 |
Jul12 |
110531 |
113.21 |
113.21 |
113.21 |
113.21 |
+1.64 |
959 |
3,936 |
+211 |
Aug12 |
110531 |
112.89 |
112.89 |
112.89 |
112.89 |
+1.61 |
690 |
2,490 |
+150 |
Total Volume and Open Interest |
380,915 |
854,140 |
+7,439 |
Gas Oil(ICE) |
Jun11 |
110531 |
941.00 |
967.75 |
941.00 |
962.00 |
+22.25 |
39,638 |
111,809 |
+397 |
Jul11 |
110531 |
943.75 |
970.50 |
943.75 |
964.50 |
+21.50 |
65,141 |
113,550 |
+3,629 |
Aug11 |
110531 |
951.00 |
973.25 |
951.00 |
967.50 |
+21.25 |
19,475 |
54,672 |
-1,648 |
Sep11 |
110531 |
953.25 |
976.00 |
953.25 |
970.25 |
+20.75 |
16,761 |
50,759 |
-443 |
Oct11 |
110531 |
956.50 |
973.50 |
956.50 |
972.00 |
+20.25 |
6,111 |
29,291 |
-88 |
Nov11 |
110531 |
957.75 |
977.25 |
957.75 |
973.00 |
+20.00 |
7,190 |
25,188 |
+2,324 |
Dec11 |
110531 |
959.25 |
979.50 |
959.25 |
974.50 |
+20.00 |
18,359 |
59,117 |
+914 |
Jan12 |
110531 |
963.75 |
979.00 |
963.75 |
976.75 |
+19.75 |
1,846 |
24,317 |
+25 |
Feb12 |
110531 |
964.25 |
978.00 |
964.25 |
977.25 |
+19.75 |
349 |
7,089 |
+57 |
Mar12 |
110531 |
964.00 |
978.25 |
964.00 |
977.00 |
+19.75 |
540 |
6,881 |
+211 |
Total Volume and Open Interest |
179,903 |
573,045 |
+6,340 |
Ethanol(CBOT) |
May11 |
110504 |
2.620 |
2.628 |
2.595 |
2.621 |
+0.001 |
47 |
147 |
-144 |
Jun11 |
110531 |
2.659 |
2.663 |
2.635 |
2.642 |
-0.018 |
155 |
619 |
-81 |
Jul11 |
110531 |
2.665 |
2.665 |
2.635 |
2.645 |
-0.017 |
429 |
1,401 |
-46 |
Aug11 |
110531 |
2.660 |
2.660 |
2.629 |
2.638 |
-0.023 |
170 |
1,248 |
+23 |
Sep11 |
110531 |
2.627 |
2.627 |
2.590 |
2.599 |
-0.025 |
162 |
1,144 |
+15 |
Oct11 |
110531 |
2.507 |
2.507 |
2.484 |
2.493 |
-0.025 |
131 |
946 |
-7 |
Nov11 |
110531 |
2.445 |
2.445 |
2.420 |
2.428 |
-0.017 |
53 |
797 |
+27 |
Dec11 |
110531 |
2.430 |
2.430 |
2.411 |
2.413 |
-0.019 |
62 |
1,115 |
+26 |
Total Volume and Open Interest |
1,305 |
8,570 |
-23 |
WTI Crude Oil(ICE |
Jul11 |
110531 |
100.47 |
103.38 |
100.47 |
102.70 |
+2.11 |
92,582 |
98,048 |
-3,591 |
Aug11 |
110531 |
101.11 |
103.89 |
101.11 |
103.27 |
+2.11 |
37,191 |
38,692 |
-1,821 |
Sep11 |
110531 |
101.59 |
104.29 |
101.59 |
103.73 |
+2.10 |
24,424 |
34,707 |
-2,898 |
Oct11 |
110531 |
102.50 |
104.62 |
102.34 |
104.09 |
+2.09 |
12,568 |
18,261 |
+175 |
Nov11 |
110531 |
102.92 |
104.90 |
102.79 |
104.36 |
+2.05 |
8,828 |
14,826 |
-677 |
Dec11 |
110531 |
103.01 |
105.12 |
102.96 |
104.57 |
+2.01 |
27,146 |
81,822 |
+1,196 |
Jan12 |
110531 |
103.32 |
105.23 |
103.32 |
104.71 |
+1.98 |
2,930 |
12,051 |
+334 |
Feb12 |
110531 |
104.40 |
104.82 |
104.40 |
104.82 |
+1.96 |
1,262 |
3,821 |
+143 |
Mar12 |
110531 |
104.61 |
105.37 |
104.29 |
104.91 |
+1.95 |
1,714 |
12,074 |
+74 |
Apr12 |
110531 |
104.99 |
104.99 |
104.99 |
104.99 |
+1.93 |
363 |
3,960 |
+11 |
May12 |
110531 |
105.07 |
105.07 |
105.07 |
105.07 |
+1.92 |
429 |
2,350 |
+43 |
Jun12 |
110531 |
104.12 |
105.59 |
104.12 |
105.14 |
+1.91 |
3,205 |
26,012 |
+360 |
Jul12 |
110531 |
105.10 |
105.10 |
105.10 |
105.10 |
+1.89 |
114 |
1,829 |
-12 |
Aug12 |
110531 |
104.98 |
104.98 |
104.98 |
104.98 |
+1.87 |
40 |
884 |
-25 |
Sep12 |
110531 |
104.88 |
104.88 |
104.88 |
104.88 |
+1.85 |
166 |
4,300 |
+3 |
Oct12 |
110531 |
104.81 |
104.81 |
104.81 |
104.81 |
+1.83 |
0 |
511 |
+0 |
Total Volume and Open Interest |
219,898 |
453,089 |
-6,907 |
US Dollar Index(ICE) |
Jun11 |
110531 |
74.830 |
74.840 |
74.495 |
74.695 |
-0.323 |
31,803 |
56,394 |
-2,670 |
Sep11 |
110531 |
75.325 |
75.340 |
74.965 |
75.165 |
-0.332 |
267 |
1,449 |
+15 |
Dec11 |
110531 |
75.695 |
75.695 |
75.695 |
75.695 |
-0.332 |
0 |
2 |
+0 |
Total Volume and Open Interest |
32,070 |
57,846 |
-2,655 |
Australian Dollar(CME) |
Jun11 |
110531 |
106.94 |
107.40 |
106.25 |
106.46 |
-0.43 |
108,201 |
111,123 |
+1,843 |
Sep11 |
110531 |
105.60 |
106.06 |
104.86 |
105.13 |
-0.42 |
357 |
1,710 |
+29 |
Dec11 |
110531 |
104.31 |
104.31 |
103.90 |
103.90 |
-0.41 |
8 |
84 |
+3 |
Total Volume and Open Interest |
108,566 |
112,919 |
+1,875 |
British Pound(CME) |
Jun11 |
110531 |
164.79 |
165.46 |
164.21 |
164.50 |
-0.37 |
120,785 |
108,868 |
+150 |
Sep11 |
110531 |
164.46 |
165.21 |
164.01 |
164.29 |
-0.37 |
233 |
1,063 |
+3 |
Dec11 |
110531 |
164.06 |
164.44 |
164.06 |
164.06 |
-0.38 |
1 |
49 |
+1 |
Total Volume and Open Interest |
121,020 |
109,989 |
+155 |
Canadian Dollar(CME) |
Jun11 |
110531 |
102.27 |
103.55 |
102.13 |
103.18 |
+0.83 |
85,804 |
112,642 |
+1,677 |
Sep11 |
110531 |
102.02 |
103.30 |
101.90 |
102.93 |
+0.83 |
755 |
5,995 |
+350 |
Dec11 |
110531 |
101.86 |
103.05 |
101.81 |
102.66 |
+0.80 |
70 |
3,077 |
-28 |
Mar12 |
110531 |
102.60 |
102.60 |
101.59 |
102.41 |
+0.82 |
40 |
387 |
+26 |
Total Volume and Open Interest |
86,670 |
122,406 |
+2,025 |
Japanese Yen(CME) |
Jun11 |
110531 |
123.70 |
123.91 |
122.29 |
122.73 |
-1.02 |
130,697 |
98,527 |
+4,642 |
Sep11 |
110531 |
123.76 |
123.95 |
122.40 |
122.79 |
-1.02 |
633 |
3,786 |
+170 |
Dec11 |
110531 |
122.89 |
123.91 |
122.89 |
122.89 |
-1.02 |
3 |
220 |
+0 |
Total Volume and Open Interest |
131,335 |
102,544 |
+4,814 |
Swiss Franc(CME) |
Jun11 |
110531 |
117.49 |
118.11 |
117.02 |
117.20 |
-0.01 |
44,709 |
66,439 |
+129 |
Sep11 |
110531 |
117.68 |
118.15 |
117.10 |
117.28 |
-0.02 |
292 |
562 |
-56 |
Dec11 |
110531 |
117.67 |
117.67 |
117.36 |
117.36 |
-0.02 |
0 |
16 |
+0 |
Total Volume and Open Interest |
45,001 |
67,019 |
+73 |
EuroFX(CME) |
Jun11 |
110531 |
143.08 |
144.22 |
142.54 |
143.79 |
+1.11 |
375,246 |
258,509 |
+3,981 |
Sep11 |
110531 |
142.70 |
143.83 |
142.21 |
143.41 |
+1.10 |
4,627 |
7,242 |
+895 |
Dec11 |
110531 |
143.00 |
143.00 |
141.94 |
143.00 |
+1.06 |
2 |
170 |
+0 |
Total Volume and Open Interest |
379,877 |
266,305 |
+4,877 |
Mexican Peso(CME) |
Jun11 |
110531 |
861.0 |
866.0 |
859.5 |
863.2 |
+3.5 |
37,152 |
143,975 |
-3,039 |
Jul11 |
110531 |
862.0 |
862.0 |
858.5 |
862.0 |
+3.5 |
|
|
|
Total Volume and Open Interest |
37,223 |
144,489 |
-3,012 |
30-Year T-Bonds(CBOT) |
Jun11 |
110520 |
124~280 |
124~280 |
124~160 |
124~270 |
+0~070 |
|
|
|
Sep11 |
110531 |
124~170 |
124~310 |
124~010 |
124~270 |
+0~080 |
324,166 |
526,475 |
+167,186 |
Dec11 |
110531 |
123~060 |
123~140 |
123~000 |
123~120 |
+0~080 |
9 |
11 |
+6 |
Total Volume and Open Interest |
970,087 |
760,724 |
+4,964 |
10-Year T-Notes(CBOT) |
Jun11 |
110531 |
123~285 |
124~040 |
123~180 |
124~010 |
+0~055 |
2,282,132 |
749,876 |
-415,890 |
Sep11 |
110531 |
122~165 |
122~225 |
122~045 |
122~195 |
+0~045 |
1,096,645 |
1,345,132 |
+514,462 |
Dec11 |
110531 |
121~175 |
121~195 |
121~055 |
121~195 |
+0~045 |
1 |
9 |
+0 |
Total Volume and Open Interest |
3,378,778 |
2,095,017 |
+98,572 |
5-Year T-Notes(CBOT) |
Jun11 |
110520 |
119~063 |
119~063 |
119~062 |
119~062 |
+0~015 |
|
|
|
Sep11 |
110531 |
119~016 |
119~026 |
118~103 |
119~018 |
+0~017 |
661,707 |
1,056,947 |
+309,404 |
Dec11 |
110531 |
118~042 |
118~042 |
118~025 |
118~042 |
+0~017 |
|
|
|
Total Volume and Open Interest |
1,939,968 |
1,524,487 |
-4,974 |
2 Year T-Notes(CBOT) |
Jun11 |
110531 |
109~122 |
109~125 |
109~113 |
109~123 |
+0~006 |
710,030 |
302,582 |
-307,866 |
Sep11 |
110531 |
109~077 |
109~079 |
109~065 |
109~076 |
+0~005 |
554,998 |
761,495 |
+240,956 |
Dec11 |
110531 |
109~014 |
109~014 |
109~009 |
109~014 |
+0~005 |
0 |
20 |
+0 |
Total Volume and Open Interest |
1,265,028 |
1,064,097 |
-66,910 |
Eurodollars(CME) |
Jun11 |
110531 |
99.730 |
99.740 |
99.730 |
99.738 |
+0.007 |
131,714 |
920,197 |
-9,341 |
Sep11 |
110531 |
99.665 |
99.675 |
99.665 |
99.670 |
+0.005 |
231,757 |
1,306,503 |
-14,045 |
Dec11 |
110531 |
99.600 |
99.615 |
99.590 |
99.600 |
unch |
284,518 |
1,563,592 |
-6,153 |
Mar12 |
110531 |
99.520 |
99.530 |
99.490 |
99.510 |
unch |
339,860 |
1,690,337 |
+12,310 |
Jun12 |
110531 |
99.365 |
99.370 |
99.320 |
99.360 |
+0.015 |
392,661 |
1,504,444 |
+15,980 |
Sep12 |
110531 |
99.140 |
99.150 |
99.080 |
99.145 |
+0.030 |
289,150 |
812,274 |
+11,938 |
Dec12 |
110531 |
98.885 |
98.900 |
98.810 |
98.890 |
+0.035 |
223,426 |
588,288 |
+6,941 |
Mar13 |
110531 |
98.635 |
98.665 |
98.565 |
98.650 |
+0.040 |
206,195 |
400,753 |
+550 |
Jun13 |
110531 |
98.370 |
98.415 |
98.310 |
98.400 |
+0.045 |
152,581 |
263,527 |
+2,970 |
Sep13 |
110531 |
98.120 |
98.160 |
98.050 |
98.145 |
+0.045 |
99,022 |
256,701 |
+5,069 |
Dec13 |
110531 |
97.850 |
97.890 |
97.780 |
97.875 |
+0.045 |
80,818 |
188,636 |
+2,268 |
Mar14 |
110531 |
97.610 |
97.650 |
97.540 |
97.630 |
+0.040 |
62,087 |
178,742 |
+1,017 |
Jun14 |
110531 |
97.370 |
97.410 |
97.300 |
97.390 |
+0.040 |
24,046 |
106,134 |
-899 |
Sep14 |
110531 |
97.135 |
97.170 |
97.065 |
97.155 |
+0.040 |
14,406 |
62,595 |
+713 |
Dec14 |
110531 |
96.895 |
96.930 |
96.825 |
96.915 |
+0.035 |
14,235 |
69,812 |
-181 |
Mar15 |
110531 |
96.695 |
96.725 |
96.625 |
96.710 |
+0.030 |
11,794 |
48,877 |
-1,130 |
Jun15 |
110531 |
4.755 |
4.770 |
4.670 |
4.755 |
+0.025 |
8,221 |
45,356 |
+1,168 |
Sep15 |
110531 |
4.570 |
4.575 |
4.480 |
4.565 |
+0.025 |
8,349 |
41,136 |
+1,421 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
May11 |
110531 |
99.905 |
99.908 |
99.905 |
99.908 |
unch |
1,075 |
73,547 |
-501 |
Jun11 |
110531 |
99.900 |
99.905 |
99.895 |
99.900 |
unch |
3,096 |
58,683 |
+484 |
Jul11 |
110531 |
99.900 |
99.900 |
99.895 |
99.895 |
unch |
1,158 |
53,623 |
+365 |
Aug11 |
110531 |
99.885 |
99.890 |
99.880 |
99.885 |
+0.005 |
3,031 |
50,799 |
+1,379 |
Sep11 |
110531 |
99.870 |
99.870 |
99.865 |
99.865 |
unch |
5,098 |
45,909 |
+1,166 |
Oct11 |
110531 |
99.860 |
99.865 |
99.855 |
99.860 |
+0.005 |
4,218 |
51,754 |
-177 |
Total Volume and Open Interest |
63,331 |
731,709 |
+14,870 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110531 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
0 |
750 |
+0 |
Sep11 |
110531 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.002 |
|
|
|
Dec11 |
110531 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
0 |
75 |
+0 |
Mar12 |
110531 |
99.658 |
99.658 |
99.658 |
99.658 |
-0.003 |
|
|
|
Jun12 |
110531 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110531 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110531 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Mar13 |
110531 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Jun13 |
110531 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep13 |
110531 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110531 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
6,003 |
+0 |
Sep11 |
110531 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
1,466 |
+0 |
Dec11 |
110531 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
1,957 |
+0 |
Mar12 |
110531 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
3,877 |
+0 |
Jun12 |
110531 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110531 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110531 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110531 |
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 |
110531 |
140.97 |
140.97 |
140.53 |
140.57 |
-0.28 |
1,232 |
21,316 |
+440 |
Sep11 |
110531 |
140.69 |
140.69 |
140.34 |
140.34 |
-0.37 |
111 |
220 |
+86 |
Dec11 |
110531 |
138.25 |
138.25 |
138.25 |
138.25 |
-0.37 |
|
|
|
Total Volume and Open Interest |
2,981 |
21,827 |
-245 |
Euro-Bund(EUREX) |
Jun11 |
110527 |
125.59 |
125.79 |
125.33 |
125.64 |
+0.13 |
1,118,620 |
1,000,784 |
+75 |
Sep11 |
110531 |
125.14 |
125.17 |
124.68 |
125.04 |
-0.33 |
25,494 |
53,656 |
+9,754 |
Dec11 |
110531 |
124.15 |
124.15 |
124.15 |
124.15 |
-0.29 |
168 |
0 |
+0 |
Total Volume and Open Interest |
1,101,430 |
1,038,364 |
-6,322 |
Euro-Bobl(EUREX) |
Jun11 |
110531 |
116.92 |
116.96 |
116.63 |
116.91 |
+0.50 |
589,013 |
821,972 |
+2,113 |
Sep11 |
110531 |
116.44 |
116.44 |
116.07 |
116.37 |
-0.22 |
54,169 |
105,822 |
+21,537 |
Dec11 |
110531 |
116.46 |
116.46 |
116.46 |
116.46 |
-0.15 |
|
|
|
Total Volume and Open Interest |
796,521 |
932,346 |
+33,160 |
3-Mth Euribor(EUREX) |
Jun11 |
110531 |
98.525 |
98.530 |
98.520 |
98.530 |
unch |
123 |
4,701 |
-117 |
Sep11 |
110531 |
98.290 |
98.305 |
98.275 |
98.305 |
-0.005 |
253 |
1,897 |
-224 |
Dec11 |
110531 |
98.110 |
98.145 |
98.110 |
98.145 |
-0.015 |
375 |
1,308 |
+136 |
Total Volume and Open Interest |
1,634 |
11,315 |
+380 |
Long Gilt(LIFFE) |
Jun11 |
110531 |
121~06 |
121~15 |
121~05 |
121~11 |
+2~06 |
|
|
|
Sep11 |
110531 |
119~30 |
120~07 |
119~28 |
120~03 |
-0~03 |
136,158 |
324,597 |
+61,492 |
Total Volume and Open Interest |
362,073 |
405,736 |
+22,240 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110531 |
99.16 |
99.17 |
99.16 |
99.17 |
+0.01 |
8,236 |
437,267 |
-1,885 |
Sep11 |
110531 |
99.08 |
99.09 |
99.07 |
99.08 |
-0.01 |
22,229 |
440,707 |
-623 |
Dec11 |
110531 |
98.95 |
98.96 |
98.94 |
98.95 |
-0.02 |
74,879 |
449,296 |
-1,325 |
Mar12 |
110531 |
98.80 |
98.81 |
98.79 |
98.81 |
-0.02 |
79,178 |
430,127 |
+11,725 |
Jun12 |
110531 |
98.61 |
98.63 |
98.60 |
98.63 |
-0.01 |
71,934 |
329,718 |
+5,968 |
Sep12 |
110531 |
98.41 |
98.44 |
98.40 |
98.43 |
-0.01 |
63,235 |
233,496 |
-4,300 |
Total Volume and Open Interest |
437,519 |
2,878,231 |
+7,574 |
3-Mth Euribor(LIFFE) |
Jun11 |
110531 |
98.535 |
98.535 |
98.515 |
98.530 |
unch |
145,825 |
680,229 |
+11,601 |
Sep11 |
110531 |
98.315 |
98.315 |
98.275 |
98.305 |
-0.005 |
164,184 |
626,167 |
+22,430 |
Dec11 |
110531 |
98.160 |
98.160 |
98.100 |
98.145 |
-0.015 |
159,959 |
548,078 |
-3,385 |
Total Volume and Open Interest |
1,001,897 |
3,678,705 |
+60,107 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110531 |
95.01 |
95.04 |
94.99 |
95.02 |
+0.03 |
15,419 |
132,333 |
-8,640 |
Sep11 |
110531 |
94.97 |
95.00 |
94.95 |
94.99 |
+0.06 |
26,816 |
237,020 |
-3,328 |
Dec11 |
110531 |
94.92 |
94.97 |
94.90 |
94.94 |
+0.06 |
19,080 |
157,081 |
-5,996 |
Mar12 |
110531 |
94.88 |
94.93 |
94.86 |
94.90 |
+0.07 |
5,043 |
86,874 |
-126 |
Jun12 |
110531 |
94.83 |
94.89 |
94.82 |
94.86 |
+0.08 |
1,563 |
54,641 |
-73 |
Sep12 |
110531 |
94.80 |
94.84 |
94.78 |
94.82 |
+0.09 |
927 |
52,168 |
-120 |
Dec12 |
110531 |
94.75 |
94.80 |
94.73 |
94.77 |
+0.07 |
989 |
26,683 |
-645 |
Mar13 |
110531 |
94.72 |
94.79 |
94.72 |
94.75 |
+0.08 |
269 |
21,252 |
-40 |
Jun13 |
110531 |
94.73 |
94.73 |
94.73 |
94.73 |
+0.11 |
203 |
2,187 |
-213 |
Sep13 |
110531 |
94.67 |
94.71 |
94.67 |
94.71 |
+0.12 |
201 |
1,426 |
+86 |
Total Volume and Open Interest |
70,511 |
772,558 |
-19,094 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110531 |
94.81 |
94.82 |
94.77 |
94.80 |
+0.02 |
49,515 |
415,468 |
-9,739 |
Sep11 |
110531 |
94.78 |
94.78 |
94.78 |
94.78 |
+0.02 |
|
|
|
Total Volume and Open Interest |
49,515 |
415,468 |
-9,739 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110531 |
95.14 |
95.17 |
95.11 |
95.15 |
+0.07 |
124,384 |
710,384 |
-29,734 |
Sep11 |
110531 |
95.15 |
95.15 |
95.15 |
95.15 |
+0.07 |
|
|
|
Total Volume and Open Interest |
124,384 |
710,384 |
-29,734 |
Gold(CMX) |
Jun11 |
110531 |
1536.7 |
1541.1 |
1532.4 |
1535.9 |
-0.4 |
186,986 |
34,159 |
-59,857 |
Aug11 |
110531 |
1538.1 |
1541.9 |
1533.1 |
1536.8 |
-0.5 |
135,430 |
297,903 |
+39,197 |
Oct11 |
110531 |
1539.0 |
1542.9 |
1535.0 |
1538.1 |
-0.5 |
1,054 |
9,869 |
+54 |
Dec11 |
110531 |
1540.0 |
1543.9 |
1536.0 |
1539.4 |
-0.5 |
3,347 |
67,468 |
+864 |
Feb12 |
110531 |
1543.6 |
1544.0 |
1539.0 |
1540.7 |
-0.5 |
182 |
8,592 |
-10 |
Apr12 |
110531 |
1543.0 |
1545.5 |
1541.3 |
1542.0 |
-0.5 |
6 |
5,341 |
-1 |
Jun12 |
110531 |
1541.8 |
1546.8 |
1541.8 |
1543.4 |
-0.5 |
334 |
12,559 |
+112 |
Aug12 |
110531 |
1545.4 |
1545.4 |
1545.4 |
1545.4 |
-0.5 |
5 |
4,520 |
+5 |
Oct12 |
110531 |
1547.7 |
1547.7 |
1547.7 |
1547.7 |
-0.4 |
0 |
3,624 |
+0 |
Dec12 |
110531 |
1550.3 |
1554.8 |
1550.0 |
1550.5 |
-0.5 |
120 |
12,225 |
-23 |
Feb13 |
110531 |
1553.7 |
1553.7 |
1553.7 |
1553.7 |
-0.5 |
0 |
255 |
+0 |
Apr13 |
110531 |
1557.5 |
1557.5 |
1557.5 |
1557.5 |
-0.5 |
|
|
|
Total Volume and Open Interest |
329,452 |
494,494 |
|
Silver(CMX) |
Jul11 |
110531 |
3799.5 |
3876.5 |
3776.0 |
3830.5 |
+44.2 |
78,870 |
60,997 |
-2,096 |
Sep11 |
110531 |
3815.0 |
3874.5 |
3787.0 |
3832.9 |
+44.5 |
1,743 |
11,354 |
+502 |
Dec11 |
110531 |
3791.5 |
3880.0 |
3790.0 |
3835.1 |
+44.7 |
1,588 |
23,101 |
-302 |
Mar12 |
110531 |
3818.5 |
3852.0 |
3814.0 |
3831.5 |
+44.4 |
51 |
3,672 |
+30 |
May12 |
110531 |
3828.1 |
3828.1 |
3828.1 |
3828.1 |
+44.5 |
20 |
1,154 |
+6 |
Jul12 |
110531 |
3807.0 |
3849.0 |
3802.0 |
3825.6 |
+44.7 |
21 |
1,805 |
+8 |
Sep12 |
110531 |
3803.5 |
3823.7 |
3803.5 |
3823.7 |
+45.0 |
4 |
100 |
+4 |
Total Volume and Open Interest |
83,243 |
120,754 |
-2,208 |
Platinum(NYMEX) |
Jul11 |
110531 |
1805.0 |
1836.8 |
1795.0 |
1834.0 |
+34.0 |
4,562 |
31,863 |
-122 |
Oct11 |
110531 |
1803.7 |
1839.0 |
1802.9 |
1837.8 |
+34.5 |
266 |
2,546 |
+187 |
Jan12 |
110531 |
1808.0 |
1840.5 |
1808.0 |
1840.5 |
+34.9 |
0 |
88 |
+0 |
Apr12 |
110531 |
1842.5 |
1842.5 |
1842.5 |
1842.5 |
+34.9 |
0 |
26 |
+0 |
Total Volume and Open Interest |
4,830 |
34,527 |
+65 |
Palladium(NYMEX) |
Jun11 |
110531 |
761.05 |
782.25 |
756.35 |
778.95 |
+19.05 |
5,115 |
2,795 |
-2,419 |
Sep11 |
110531 |
762.80 |
787.00 |
758.65 |
781.00 |
+19.10 |
4,744 |
16,996 |
+2,749 |
Dec11 |
110531 |
763.05 |
782.30 |
762.85 |
782.30 |
+19.10 |
18 |
516 |
+18 |
Total Volume and Open Interest |
9,881 |
20,322 |
+351 |
Copper(CMX) |
Jul11 |
110531 |
417.85 |
421.25 |
413.50 |
417.75 |
-0.85 |
32,106 |
59,497 |
-1,376 |
Sep11 |
110531 |
419.50 |
423.00 |
415.50 |
419.65 |
-0.75 |
5,995 |
35,123 |
+1,385 |
Dec11 |
110531 |
421.45 |
423.90 |
418.00 |
421.45 |
-0.65 |
1,225 |
14,301 |
-395 |
Mar12 |
110531 |
422.50 |
422.65 |
422.40 |
422.45 |
-0.50 |
113 |
5,115 |
+26 |
May12 |
110531 |
423.35 |
423.35 |
422.55 |
422.55 |
-0.50 |
224 |
1,573 |
+0 |
Total Volume and Open Interest |
40,419 |
121,526 |
-831 |
DJIA Index(CBOT) |
Jun11 |
110531 |
12452 |
12575 |
12433 |
12558 |
+130 |
287 |
24,306 |
-82 |
Sep11 |
110531 |
12478 |
12489 |
12478 |
12489 |
+130 |
2 |
21 |
+0 |
Dec11 |
110531 |
12418 |
12418 |
12288 |
12418 |
+130 |
0 |
7 |
+0 |
Mar12 |
110531 |
12358 |
12358 |
12228 |
12358 |
+130 |
|
|
|
Total Volume and Open Interest |
289 |
24,334 |
-82 |
S & P 500(CME) |
Jun11 |
110531 |
1329.90 |
1345.70 |
1328.60 |
1343.90 |
+14.00 |
16,530 |
317,262 |
-780 |
Sep11 |
110531 |
1332.70 |
1340.50 |
1332.00 |
1338.50 |
+14.00 |
1,340 |
10,363 |
+1,463 |
Dec11 |
110531 |
1332.90 |
1334.90 |
1332.90 |
1332.90 |
+14.00 |
90 |
6,625 |
+0 |
Mar12 |
110531 |
1327.90 |
1329.90 |
1327.90 |
1327.90 |
+14.00 |
|
|
|
Total Volume and Open Interest |
17,960 |
334,255 |
+683 |
S & P 500 E-Mini(Globex) |
Jun11 |
110520 |
1341.50 |
1344.00 |
1327.00 |
1327.75 |
-13.75 |
|
|
|
Sep11 |
110531 |
1325.00 |
1340.25 |
1323.50 |
1338.50 |
+14.00 |
6,171 |
44,797 |
+4,540 |
Total Volume and Open Interest |
2,292,925 |
2,811,483 |
-14,013 |
NASDAQ 100(CME) |
Jun11 |
110531 |
2334.50 |
2379.00 |
2331.00 |
2371.80 |
+39.30 |
1,038 |
18,286 |
-240 |
Sep11 |
110531 |
2357.00 |
2372.80 |
2348.00 |
2368.00 |
+39.20 |
0 |
111 |
+0 |
Dec11 |
110531 |
2364.50 |
2369.30 |
2364.50 |
2364.50 |
+39.20 |
4 |
1 |
-3 |
Total Volume and Open Interest |
1,042 |
18,398 |
-243 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110531 |
2331.30 |
2377.80 |
2330.80 |
2371.80 |
+39.30 |
246,269 |
331,423 |
-12,125 |
Sep11 |
110531 |
2329.50 |
2373.80 |
2329.00 |
2368.00 |
+39.20 |
275 |
1,436 |
-42 |
Total Volume and Open Interest |
246,545 |
332,874 |
-12,167 |
S & P Midcap 400(CME) |
Jun11 |
110531 |
999.60 |
1004.00 |
985.00 |
999.60 |
+10.30 |
1 |
1,723 |
+1 |
Sep11 |
110531 |
997.00 |
1000.70 |
997.00 |
997.00 |
+10.30 |
|
|
|
Dec11 |
110531 |
995.40 |
999.10 |
995.40 |
995.40 |
+10.30 |
|
|
|
Total Volume and Open Interest |
1 |
1,723 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110531 |
9490 |
9750 |
9445 |
9735 |
+245 |
7,165 |
46,995 |
-117 |
Sep11 |
110531 |
9495 |
9775 |
9495 |
9760 |
+245 |
26 |
104 |
+22 |
Total Volume and Open Interest |
7,191 |
47,099 |
-95 |
Nikkei 225(SGX) |
Jun11 |
110531 |
9520 |
9700 |
9480 |
9685 |
+155 |
88,534 |
235,045 |
-5,409 |
Sep11 |
110531 |
9525 |
9690 |
9500 |
9690 |
+155 |
398 |
3,999 |
-1 |
Dec11 |
110531 |
9625 |
9625 |
9625 |
9625 |
+155 |
0 |
6,659 |
+0 |
Total Volume and Open Interest |
88,997 |
250,652 |
-5,374 |
CAC 40(EURONEXT) |
Jun11 |
110531 |
3951.0 |
4005.5 |
3950.5 |
3990.0 |
+63.5 |
128,274 |
371,990 |
+7,179 |
Jul11 |
110531 |
3949.5 |
3987.0 |
3949.5 |
3987.0 |
+62.5 |
26 |
67 |
-12 |
Aug11 |
110531 |
3991.5 |
3991.5 |
3991.5 |
3991.5 |
+65.5 |
|
|
|
Total Volume and Open Interest |
128,300 |
372,061 |
+7,167 |
Hang Seng Index(HKFE) |
May11 |
110527 |
22920 |
23182 |
22882 |
23139 |
+273 |
97,752 |
67,810 |
-10,686 |
Jun11 |
110531 |
23213 |
23614 |
23213 |
23543 |
+538 |
41,591 |
65,044 |
+27,008 |
Jul11 |
110531 |
23191 |
23600 |
23191 |
23546 |
|
|
|
|
DAX(EUREX) |
Jun11 |
110531 |
7231.5 |
7337.5 |
7222.0 |
7296.0 |
+127.0 |
156,420 |
176,013 |
-2,318 |
Sep11 |
110531 |
7250.0 |
7360.0 |
7246.5 |
7319.0 |
+127.5 |
2,597 |
11,960 |
+1,624 |
Dec11 |
110531 |
7304.5 |
7361.5 |
7302.5 |
7349.0 |
+128.0 |
84 |
1,504 |
+54 |
Total Volume and Open Interest |
159,101 |
189,477 |
-640 |
FT-SE 100(EURONEXT) |
Jun11 |
110531 |
5980.00 |
5996.50 |
5934.00 |
5965.50 |
+38.00 |
128,660 |
626,583 |
+6,823 |
Sep11 |
110531 |
5936.00 |
5957.00 |
5926.00 |
5930.50 |
+38.50 |
12,029 |
17,778 |
+10,296 |
Dec11 |
110531 |
5908.00 |
5908.00 |
5908.00 |
5908.00 |
+39.50 |
0 |
285 |
+0 |
Total Volume and Open Interest |
140,759 |
644,786 |
+17,164 |
SPI 200(SFE) |
Jun11 |
110531 |
4669.0 |
4722.0 |
4666.0 |
4711.0 |
+21.0 |
29,275 |
180,961 |
-5,901 |
Sep11 |
110531 |
4660.0 |
4706.0 |
4660.0 |
4697.0 |
+22.0 |
393 |
4,233 |
+197 |
Dec11 |
110531 |
4716.0 |
4716.0 |
4716.0 |
4716.0 |
+24.0 |
57 |
2,810 |
-37 |
Total Volume and Open Interest |
29,736 |
189,621 |
-5,817 |
GSCI(CME) |
Jun11 |
110531 |
50.64 |
54.39 |
49.94 |
50.64 |
+7.00 |
227 |
10,727 |
+41 |
Jul11 |
110531 |
51.64 |
53.39 |
49.64 |
49.94 |
+7.30 |
2 |
0 |
+0 |
Aug11 |
110531 |
53.14 |
53.64 |
50.64 |
51.14 |
+7.25 |
|
|
|
Total Volume and Open Interest |
229 |
10,727 |
+41 |
Reuters CCI(ICE) |
Jun11 |
110531 |
350.50 |
350.50 |
350.50 |
350.50 |
+3.90 |
|
|
|
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. |
|
|