|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu June 02, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110602 |
1386.00 |
1411.50 |
1383.75 |
1407.00 |
+20.75 |
86,334 |
237,055 |
+0 |
Aug11 |
110602 |
1382.00 |
1407.25 |
1380.25 |
1400.50 |
+18.50 |
10,365 |
31,822 |
+0 |
Sep11 |
110602 |
1379.00 |
1400.75 |
1377.50 |
1396.25 |
+18.50 |
2,066 |
18,443 |
+0 |
Nov11 |
110602 |
1374.00 |
1396.75 |
1372.50 |
1392.75 |
+18.00 |
35,225 |
205,260 |
+0 |
Jan12 |
110602 |
1384.00 |
1404.00 |
1380.75 |
1400.00 |
+16.75 |
4,165 |
29,911 |
+0 |
Mar12 |
110602 |
1384.75 |
1404.00 |
1384.25 |
1397.25 |
+15.00 |
1,868 |
17,526 |
+0 |
May12 |
110602 |
1373.00 |
1394.75 |
1372.75 |
1383.50 |
+9.25 |
2,751 |
19,356 |
+0 |
Total Volume and Open Interest |
144,598 |
578,376 |
+2,690 |
Soybean Meal(CBOT) |
Jul11 |
110602 |
359.50 |
367.20 |
359.30 |
366.00 |
+5.30 |
36,891 |
88,675 |
+0 |
Aug11 |
110602 |
360.80 |
367.50 |
360.10 |
365.70 |
+4.20 |
7,540 |
36,061 |
+0 |
Sep11 |
110602 |
360.00 |
365.70 |
359.20 |
364.10 |
+4.10 |
2,276 |
18,912 |
+0 |
Oct11 |
110602 |
353.80 |
359.60 |
353.80 |
359.00 |
+3.80 |
990 |
16,906 |
+0 |
Dec11 |
110602 |
355.00 |
360.90 |
354.80 |
360.00 |
+3.60 |
10,923 |
49,992 |
+0 |
Jan12 |
110602 |
361.80 |
361.80 |
357.80 |
360.70 |
+3.00 |
370 |
4,610 |
+0 |
Mar12 |
110602 |
358.70 |
362.80 |
357.70 |
360.40 |
+2.00 |
508 |
3,491 |
+0 |
May12 |
110602 |
354.80 |
359.30 |
354.80 |
356.20 |
+0.90 |
751 |
4,865 |
+0 |
Total Volume and Open Interest |
60,526 |
228,197 |
+1,929 |
Soybean Oil(CBOT) |
Jul11 |
110602 |
58.37 |
59.32 |
58.21 |
58.91 |
+0.48 |
52,877 |
138,569 |
+0 |
Aug11 |
110602 |
58.58 |
59.57 |
58.48 |
59.19 |
+0.48 |
6,607 |
34,096 |
+0 |
Sep11 |
110602 |
58.83 |
59.83 |
58.79 |
59.49 |
+0.48 |
5,162 |
22,663 |
+0 |
Oct11 |
110602 |
59.03 |
60.07 |
59.03 |
59.76 |
+0.51 |
998 |
15,210 |
+0 |
Dec11 |
110602 |
59.56 |
60.59 |
59.50 |
60.22 |
+0.49 |
14,354 |
87,944 |
+0 |
Jan12 |
110602 |
60.23 |
60.71 |
59.94 |
60.42 |
+0.48 |
706 |
9,011 |
+0 |
Mar12 |
110602 |
59.88 |
60.69 |
59.81 |
60.51 |
+0.48 |
411 |
5,466 |
+0 |
May12 |
110602 |
60.70 |
60.70 |
59.98 |
60.46 |
+0.48 |
576 |
5,517 |
+0 |
Total Volume and Open Interest |
81,847 |
321,598 |
-2,006 |
Canola(WCE) |
Jul11 |
110602 |
589.9 |
598.8 |
589.9 |
595.4 |
+4.5 |
13,700 |
70,234 |
+0 |
Nov11 |
110602 |
596.3 |
602.0 |
595.1 |
599.4 |
+4.8 |
12,599 |
89,637 |
+0 |
Jan12 |
110602 |
608.0 |
609.8 |
606.2 |
607.4 |
+5.0 |
1,352 |
9,666 |
+0 |
Mar12 |
110602 |
614.1 |
616.5 |
612.6 |
614.0 |
+4.9 |
225 |
2,142 |
+0 |
May12 |
110602 |
614.2 |
619.7 |
614.2 |
617.3 |
+4.2 |
11 |
1,004 |
+0 |
Total Volume and Open Interest |
27,897 |
175,287 |
+428 |
Corn(CBOT) |
Jul11 |
110602 |
757.50 |
770.00 |
754.50 |
766.50 |
+8.00 |
148,538 |
558,960 |
+0 |
Sep11 |
110602 |
726.50 |
741.75 |
724.25 |
741.50 |
+13.25 |
35,677 |
200,087 |
+0 |
Dec11 |
110602 |
678.00 |
695.00 |
675.50 |
695.00 |
+15.50 |
56,547 |
467,842 |
+0 |
Mar12 |
110602 |
689.00 |
705.50 |
686.50 |
705.50 |
+14.50 |
2,939 |
80,683 |
+0 |
May12 |
110602 |
695.25 |
712.50 |
693.25 |
712.50 |
+16.00 |
1,401 |
17,707 |
+0 |
Jul12 |
110602 |
701.50 |
719.25 |
700.25 |
719.25 |
+14.75 |
1,720 |
45,242 |
+0 |
Total Volume and Open Interest |
250,285 |
1,435,358 |
-2,091 |
Wheat(CBOT) |
Jul11 |
110602 |
760.00 |
773.50 |
758.50 |
769.75 |
+10.50 |
86,406 |
198,668 |
+0 |
Sep11 |
110602 |
809.25 |
822.75 |
808.75 |
818.75 |
+9.50 |
26,449 |
80,381 |
+0 |
Dec11 |
110602 |
859.75 |
873.50 |
859.75 |
871.50 |
+11.50 |
19,590 |
95,720 |
+0 |
Mar12 |
110602 |
896.00 |
907.75 |
895.00 |
906.00 |
+11.00 |
4,904 |
22,563 |
+0 |
May12 |
110602 |
910.25 |
918.75 |
905.75 |
918.75 |
+13.00 |
873 |
8,083 |
+0 |
Total Volume and Open Interest |
146,512 |
456,560 |
-2,639 |
Wheat(KCBT) |
Jul11 |
110602 |
892.50 |
909.00 |
892.00 |
909.00 |
+17.50 |
16,994 |
72,738 |
+0 |
Sep11 |
110602 |
913.00 |
928.75 |
912.75 |
928.75 |
+17.50 |
7,499 |
43,760 |
+0 |
Dec11 |
110602 |
936.00 |
953.75 |
936.00 |
953.75 |
+18.75 |
3,916 |
43,748 |
+0 |
Mar12 |
110602 |
954.50 |
968.75 |
950.75 |
968.75 |
+19.75 |
989 |
7,369 |
+0 |
May12 |
110602 |
955.50 |
970.75 |
955.50 |
970.75 |
+19.75 |
144 |
991 |
+0 |
Total Volume and Open Interest |
30,024 |
179,600 |
-20 |
Wheat(MGE) |
Jul11 |
110602 |
1009.00 |
1025.00 |
1005.00 |
1019.50 |
+14.00 |
4,076 |
18,638 |
+0 |
Sep11 |
110602 |
979.00 |
992.50 |
975.50 |
987.25 |
+12.00 |
2,938 |
18,172 |
+0 |
Dec11 |
110602 |
982.00 |
997.00 |
976.25 |
989.75 |
+13.50 |
1,563 |
13,916 |
+0 |
Mar12 |
110602 |
983.50 |
1005.00 |
983.50 |
1000.75 |
+17.25 |
430 |
2,775 |
+0 |
May12 |
110602 |
990.50 |
1009.25 |
990.50 |
1005.00 |
+18.50 |
176 |
891 |
+0 |
Total Volume and Open Interest |
9,467 |
58,589 |
+24 |
Oats(CBOT) |
Jul11 |
110602 |
382.00 |
392.00 |
379.50 |
380.00 |
-3.00 |
2,033 |
7,173 |
+0 |
Sep11 |
110602 |
391.75 |
400.00 |
389.00 |
389.00 |
-3.25 |
1,272 |
1,865 |
+0 |
Dec11 |
110602 |
399.00 |
407.00 |
395.50 |
395.50 |
-3.50 |
250 |
3,645 |
+0 |
Mar12 |
110602 |
413.00 |
413.00 |
407.50 |
407.50 |
-3.50 |
3 |
22 |
+0 |
Total Volume and Open Interest |
3,558 |
12,706 |
-112 |
Rough Rice(CBOT) |
Jul11 |
110602 |
14.47 |
14.81 |
14.47 |
14.57 |
+0.01 |
1,750 |
13,590 |
+0 |
Sep11 |
110602 |
15.52 |
15.88 |
15.52 |
15.64 |
+0.10 |
1,278 |
5,567 |
+0 |
Nov11 |
110602 |
15.84 |
16.18 |
15.84 |
15.95 |
+0.10 |
167 |
1,981 |
+0 |
Jan12 |
110602 |
16.30 |
16.40 |
16.27 |
16.27 |
+0.10 |
0 |
254 |
+0 |
Total Volume and Open Interest |
3,195 |
21,693 |
-664 |
Live Cattle(CME) |
Jun11 |
110602 |
102.080 |
103.230 |
101.750 |
102.600 |
+0.450 |
10,527 |
44,496 |
+0 |
Aug11 |
110602 |
103.480 |
104.480 |
103.100 |
103.680 |
-0.250 |
20,074 |
139,932 |
+0 |
Oct11 |
110602 |
109.800 |
110.480 |
109.200 |
109.950 |
-0.100 |
5,442 |
76,595 |
+0 |
Dec11 |
110602 |
113.785 |
114.600 |
113.580 |
114.230 |
-0.020 |
3,848 |
52,827 |
+0 |
Feb12 |
110602 |
115.500 |
116.350 |
115.385 |
116.100 |
-0.035 |
740 |
14,161 |
+0 |
Apr12 |
110602 |
117.050 |
118.000 |
117.050 |
117.850 |
+0.200 |
243 |
7,278 |
+0 |
Total Volume and Open Interest |
40,904 |
336,780 |
+1,426 |
Feeder Cattle(CME) |
Aug11 |
110602 |
122.750 |
124.500 |
122.750 |
123.885 |
unch |
2,828 |
21,939 |
+0 |
Sep11 |
110602 |
124.535 |
125.850 |
124.450 |
124.900 |
-0.050 |
686 |
5,317 |
+0 |
Oct11 |
110602 |
125.500 |
126.730 |
125.500 |
126.100 |
-0.100 |
494 |
4,402 |
+0 |
Nov11 |
110602 |
126.800 |
127.950 |
126.700 |
127.300 |
-0.350 |
595 |
1,897 |
+0 |
Jan12 |
110602 |
127.300 |
127.785 |
126.950 |
127.330 |
-0.070 |
174 |
639 |
+0 |
Mar12 |
110602 |
126.800 |
126.800 |
126.800 |
126.800 |
unch |
23 |
58 |
+0 |
Apr12 |
110602 |
125.000 |
125.700 |
125.000 |
125.700 |
+0.200 |
0 |
7 |
+0 |
Total Volume and Open Interest |
4,800 |
34,259 |
+647 |
Lean Hogs(CME) |
Jun11 |
110602 |
89.600 |
90.285 |
88.350 |
89.080 |
-0.705 |
7,850 |
16,694 |
+0 |
Jul11 |
110602 |
89.150 |
89.900 |
87.450 |
87.980 |
-1.170 |
12,056 |
63,269 |
+0 |
Aug11 |
110602 |
90.000 |
90.785 |
88.850 |
89.580 |
-0.720 |
7,788 |
48,405 |
+0 |
Oct11 |
110602 |
84.180 |
84.550 |
83.285 |
83.830 |
-0.350 |
3,267 |
43,573 |
+0 |
Dec11 |
110602 |
82.000 |
82.400 |
80.830 |
82.050 |
+0.150 |
1,693 |
34,604 |
+0 |
Feb12 |
110602 |
83.885 |
84.600 |
82.950 |
84.480 |
+0.445 |
190 |
8,628 |
+0 |
Apr12 |
110602 |
84.950 |
85.900 |
84.080 |
85.850 |
+0.550 |
129 |
4,760 |
+0 |
May12 |
110602 |
88.500 |
89.800 |
88.500 |
89.800 |
+0.800 |
0 |
216 |
+0 |
Total Volume and Open Interest |
33,040 |
222,640 |
+881 |
Class III Milk(CME) |
Jun11 |
110602 |
18.91 |
18.96 |
18.82 |
18.89 |
-0.05 |
228 |
5,010 |
+0 |
Jul11 |
110602 |
20.00 |
20.08 |
19.85 |
19.95 |
-0.10 |
715 |
4,895 |
+0 |
Aug11 |
110602 |
19.45 |
19.54 |
19.34 |
19.41 |
-0.08 |
349 |
4,422 |
+0 |
Sep11 |
110602 |
19.24 |
19.25 |
19.05 |
19.13 |
-0.11 |
275 |
4,165 |
+0 |
Oct11 |
110602 |
18.65 |
18.65 |
18.47 |
18.47 |
-0.13 |
118 |
3,412 |
+0 |
Total Volume and Open Interest |
2,209 |
36,608 |
+392 |
Cocoa(ICE) |
Jul11 |
110602 |
2953 |
2959 |
2885 |
2904 |
-49 |
10,063 |
55,856 |
+0 |
Sep11 |
110602 |
2957 |
2975 |
2899 |
2919 |
-49 |
5,043 |
37,553 |
+0 |
Dec11 |
110602 |
2994 |
3000 |
2932 |
2951 |
-49 |
708 |
28,463 |
+0 |
Mar12 |
110602 |
3051 |
3051 |
2989 |
3010 |
-48 |
376 |
24,764 |
+0 |
May12 |
110602 |
3050 |
3053 |
2991 |
3009 |
-47 |
140 |
6,997 |
+0 |
Jul12 |
110602 |
3042 |
3042 |
2993 |
3005 |
-47 |
182 |
2,605 |
+0 |
Sep12 |
110602 |
2989 |
3000 |
2989 |
3000 |
-49 |
127 |
2,207 |
+0 |
Total Volume and Open Interest |
16,701 |
162,681 |
+1,801 |
Coffee "C"(ICE) |
Jul11 |
110602 |
255.95 |
262.65 |
253.30 |
261.25 |
+5.30 |
10,428 |
48,255 |
+0 |
Sep11 |
110602 |
259.20 |
266.00 |
256.95 |
264.80 |
+5.50 |
3,598 |
30,261 |
+0 |
Dec11 |
110602 |
263.50 |
270.10 |
261.35 |
269.10 |
+5.55 |
1,962 |
22,680 |
+0 |
Mar12 |
110602 |
266.00 |
272.65 |
264.30 |
271.80 |
+5.35 |
138 |
5,246 |
+0 |
May12 |
110602 |
267.65 |
274.65 |
266.25 |
273.80 |
+5.55 |
121 |
3,068 |
+0 |
Jul12 |
110602 |
267.90 |
274.05 |
266.45 |
273.30 |
+5.75 |
61 |
835 |
+0 |
Total Volume and Open Interest |
16,338 |
112,192 |
+1,152 |
Orange Juice(ICE) |
Jul11 |
110602 |
182.10 |
184.70 |
182.10 |
183.60 |
+1.60 |
1,549 |
26,629 |
+0 |
Sep11 |
110602 |
178.05 |
179.95 |
178.00 |
179.15 |
+1.40 |
975 |
5,753 |
+0 |
Nov11 |
110602 |
171.25 |
172.70 |
170.80 |
172.10 |
+1.35 |
471 |
2,652 |
+0 |
Jan12 |
110602 |
168.00 |
168.70 |
168.00 |
168.70 |
+1.15 |
155 |
409 |
+0 |
Mar12 |
110602 |
167.10 |
167.10 |
167.10 |
167.10 |
+0.85 |
9 |
129 |
+0 |
May12 |
110602 |
166.00 |
166.00 |
166.00 |
166.00 |
+0.20 |
0 |
80 |
+0 |
Total Volume and Open Interest |
3,159 |
35,716 |
-38 |
Sugar #11(ICE) |
Jul11 |
110602 |
22.57 |
23.73 |
22.55 |
23.52 |
+1.06 |
51,991 |
244,066 |
+0 |
Oct11 |
110602 |
22.50 |
23.53 |
22.45 |
23.38 |
+1.02 |
34,239 |
169,586 |
+0 |
Mar12 |
110602 |
22.61 |
23.72 |
22.61 |
23.60 |
+1.08 |
10,327 |
91,820 |
+0 |
May12 |
110602 |
22.41 |
23.34 |
22.39 |
23.30 |
+1.20 |
2,536 |
27,864 |
+0 |
Jul12 |
110602 |
22.30 |
23.20 |
22.30 |
23.16 |
+1.29 |
3,576 |
25,991 |
+0 |
Total Volume and Open Interest |
105,528 |
606,482 |
+4,549 |
London Cocoa(LCE) |
Jul11 |
110602 |
1814 |
1824 |
1795 |
1796 |
-18 |
7,582 |
78,021 |
+0 |
Sep11 |
110602 |
1837 |
1844 |
1815 |
1817 |
-20 |
3,515 |
38,296 |
+0 |
Dec11 |
110602 |
1863 |
1867 |
1843 |
1845 |
-20 |
1,959 |
33,500 |
+0 |
Mar12 |
110602 |
1890 |
1890 |
1865 |
1868 |
-20 |
1,082 |
37,259 |
+0 |
May12 |
110602 |
1893 |
1896 |
1876 |
1878 |
-19 |
95 |
9,906 |
+0 |
Jul12 |
110602 |
1890 |
1890 |
1885 |
1885 |
-17 |
6 |
4,295 |
+0 |
Sep12 |
110602 |
1890 |
1890 |
1890 |
1890 |
-15 |
13 |
3,287 |
+0 |
Total Volume and Open Interest |
14,380 |
212,443 |
+858 |
London Sugar(LCE) |
Aug11 |
110602 |
668.00 |
688.70 |
665.30 |
683.90 |
+19.30 |
6,387 |
26,343 |
+0 |
Oct11 |
110602 |
617.20 |
633.10 |
614.50 |
628.30 |
+13.00 |
1,657 |
10,683 |
+0 |
Dec11 |
110602 |
609.00 |
620.60 |
607.20 |
617.90 |
+13.10 |
442 |
4,827 |
+0 |
Mar12 |
110602 |
595.30 |
610.10 |
595.30 |
608.40 |
+13.70 |
685 |
3,276 |
+0 |
May12 |
110602 |
587.30 |
602.70 |
587.30 |
601.20 |
+16.20 |
259 |
1,681 |
+0 |
Total Volume and Open Interest |
9,558 |
48,671 |
+1,253 |
Cotton(ICE) |
Jul11 |
110602 |
163.61 |
166.23 |
159.15 |
164.24 |
+3.27 |
6,454 |
65,026 |
+0 |
Oct11 |
110602 |
150.18 |
150.97 |
147.34 |
148.42 |
-1.33 |
62 |
403 |
+0 |
Dec11 |
110602 |
136.35 |
139.50 |
133.81 |
139.23 |
+1.96 |
7,038 |
68,094 |
+0 |
Mar12 |
110602 |
126.75 |
129.77 |
124.00 |
129.51 |
+2.28 |
1,666 |
10,998 |
+0 |
May12 |
110602 |
119.50 |
120.92 |
117.30 |
120.92 |
+1.14 |
554 |
2,611 |
+0 |
Jul12 |
110602 |
115.50 |
115.75 |
115.00 |
115.19 |
-0.91 |
643 |
5,240 |
+0 |
Total Volume and Open Interest |
16,502 |
155,142 |
+1,166 |
Lumber(CME) |
Jul11 |
110602 |
236.0 |
241.3 |
231.0 |
231.0 |
-6.0 |
1,623 |
6,620 |
+0 |
Sep11 |
110602 |
257.3 |
261.3 |
254.2 |
256.9 |
-2.1 |
1,386 |
3,431 |
+0 |
Nov11 |
110602 |
259.0 |
264.8 |
258.1 |
260.0 |
-1.5 |
93 |
721 |
+0 |
Jan12 |
110602 |
274.9 |
276.0 |
274.0 |
274.0 |
-1.0 |
5 |
45 |
+0 |
Total Volume and Open Interest |
3,109 |
10,823 |
+178 |
Crude Oil(NYM) |
Jul11 |
110602 |
99.79 |
100.93 |
98.46 |
100.40 |
+0.11 |
319,037 |
365,230 |
+0 |
Aug11 |
110602 |
100.35 |
101.50 |
99.06 |
101.00 |
+0.14 |
88,914 |
98,954 |
+0 |
Sep11 |
110602 |
100.76 |
101.96 |
99.63 |
101.49 |
+0.16 |
52,992 |
106,051 |
+0 |
Oct11 |
110602 |
101.30 |
102.42 |
100.00 |
101.95 |
+0.23 |
14,916 |
49,727 |
+0 |
Nov11 |
110602 |
101.26 |
102.84 |
100.44 |
102.34 |
+0.31 |
7,958 |
36,598 |
+0 |
Dec11 |
110602 |
101.66 |
103.16 |
100.68 |
102.66 |
+0.38 |
44,931 |
186,394 |
+0 |
Jan12 |
110602 |
101.85 |
103.37 |
101.00 |
102.88 |
+0.42 |
4,465 |
42,486 |
+0 |
Feb12 |
110602 |
102.92 |
103.44 |
101.35 |
103.06 |
+0.45 |
2,688 |
22,187 |
+0 |
Mar12 |
110602 |
101.97 |
103.33 |
101.64 |
103.22 |
+0.48 |
3,981 |
27,995 |
+0 |
Apr12 |
110602 |
103.06 |
103.44 |
101.55 |
103.38 |
+0.52 |
1,800 |
16,214 |
+0 |
May12 |
110602 |
101.98 |
103.84 |
101.98 |
103.54 |
+0.57 |
2,093 |
17,131 |
+0 |
Jun12 |
110602 |
103.40 |
103.85 |
101.85 |
103.69 |
+0.62 |
9,123 |
78,392 |
+0 |
Jul12 |
110602 |
103.69 |
103.75 |
103.69 |
103.75 |
+0.68 |
2,180 |
25,218 |
+0 |
Aug12 |
110602 |
103.68 |
103.68 |
103.68 |
103.68 |
+0.71 |
893 |
15,582 |
+0 |
Sep12 |
110602 |
103.61 |
103.61 |
103.61 |
103.61 |
+0.74 |
626 |
13,586 |
+0 |
Oct12 |
110602 |
103.55 |
103.55 |
103.55 |
103.55 |
+0.74 |
492 |
8,908 |
+0 |
Total Volume and Open Interest |
580,479 |
1,508,418 |
+1,983 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110602 |
99.775 |
100.925 |
98.475 |
100.400 |
+0.100 |
8,415 |
3,123 |
+0 |
Aug11 |
110602 |
100.275 |
101.500 |
99.125 |
101.000 |
+0.150 |
303 |
791 |
+0 |
Sep11 |
110602 |
101.125 |
101.600 |
99.825 |
101.500 |
+0.175 |
93 |
331 |
+0 |
Oct11 |
110602 |
101.300 |
101.950 |
101.300 |
101.950 |
+0.225 |
113 |
113 |
+0 |
Nov11 |
110602 |
102.350 |
102.350 |
102.350 |
102.350 |
+0.325 |
4 |
18 |
+0 |
Dec11 |
110602 |
101.975 |
102.650 |
100.950 |
102.650 |
+0.375 |
28 |
339 |
+0 |
Jan12 |
110602 |
102.875 |
102.875 |
102.875 |
102.875 |
+0.425 |
3 |
11 |
+0 |
Feb12 |
110602 |
103.050 |
103.050 |
103.050 |
103.050 |
+0.450 |
0 |
3 |
+0 |
Mar12 |
110602 |
103.225 |
103.225 |
103.225 |
103.225 |
+0.475 |
0 |
8 |
+0 |
Total Volume and Open Interest |
8,959 |
4,896 |
-151 |
Heating Oil(NYM) |
Jul11 |
110602 |
301.41 |
305.70 |
299.45 |
304.39 |
+3.52 |
62,525 |
103,660 |
+0 |
Aug11 |
110602 |
302.30 |
306.63 |
300.92 |
305.84 |
+3.51 |
15,271 |
43,165 |
+0 |
Sep11 |
110602 |
304.60 |
308.40 |
302.95 |
307.67 |
+3.57 |
8,235 |
32,560 |
+0 |
Oct11 |
110602 |
307.65 |
309.76 |
305.03 |
309.49 |
+3.70 |
3,067 |
13,126 |
+0 |
Nov11 |
110602 |
310.01 |
312.00 |
307.19 |
311.16 |
+3.68 |
1,333 |
14,097 |
+0 |
Dec11 |
110602 |
309.41 |
313.97 |
307.81 |
312.73 |
+3.62 |
5,094 |
34,550 |
+0 |
Jan12 |
110602 |
312.84 |
314.32 |
309.78 |
314.32 |
+3.59 |
1,022 |
15,293 |
+0 |
Feb12 |
110602 |
310.47 |
314.71 |
310.47 |
314.62 |
+3.57 |
40 |
5,832 |
+0 |
Mar12 |
110602 |
313.79 |
313.80 |
313.50 |
313.67 |
+3.53 |
237 |
3,889 |
+0 |
Apr12 |
110602 |
309.42 |
311.71 |
309.42 |
311.48 |
+3.50 |
38 |
2,026 |
+0 |
May12 |
110602 |
309.71 |
309.73 |
309.48 |
309.48 |
+3.45 |
102 |
1,527 |
+0 |
Jun12 |
110602 |
304.49 |
308.28 |
304.23 |
308.03 |
+3.42 |
1,351 |
17,883 |
+0 |
Total Volume and Open Interest |
98,367 |
297,794 |
-3,200 |
Gasoline(NYMEX) |
Jul11 |
110602 |
297.15 |
300.22 |
292.49 |
296.77 |
-0.96 |
55,768 |
91,009 |
+0 |
Aug11 |
110602 |
295.08 |
297.58 |
290.55 |
294.68 |
-0.73 |
23,466 |
31,357 |
+0 |
Sep11 |
110602 |
292.97 |
295.34 |
288.76 |
292.92 |
-0.19 |
12,397 |
34,965 |
+0 |
Oct11 |
110602 |
278.99 |
282.55 |
276.85 |
281.14 |
+0.53 |
5,701 |
22,592 |
+0 |
Nov11 |
110602 |
278.90 |
279.27 |
274.53 |
278.70 |
+0.93 |
2,713 |
12,077 |
+0 |
Dec11 |
110602 |
276.10 |
278.88 |
273.23 |
277.64 |
+1.09 |
4,025 |
25,749 |
+0 |
Jan12 |
110602 |
274.16 |
278.32 |
274.16 |
278.32 |
+1.28 |
437 |
7,429 |
+0 |
Feb12 |
110602 |
280.00 |
280.00 |
280.00 |
280.00 |
+1.35 |
81 |
4,263 |
+0 |
Mar12 |
110602 |
281.88 |
281.88 |
281.75 |
281.75 |
+1.42 |
15 |
4,470 |
+0 |
Apr12 |
110602 |
293.50 |
293.50 |
293.50 |
293.50 |
+1.47 |
15 |
4,047 |
+0 |
Total Volume and Open Interest |
105,221 |
253,672 |
-4,570 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110602 |
296.80 |
296.80 |
296.77 |
296.80 |
-0.90 |
1 |
3 |
+0 |
Aug11 |
110602 |
294.70 |
294.70 |
294.68 |
294.70 |
-0.70 |
0 |
1 |
+0 |
Sep11 |
110602 |
292.90 |
292.92 |
292.90 |
292.90 |
-0.20 |
|
|
|
Oct11 |
110602 |
281.10 |
281.14 |
281.10 |
281.10 |
+0.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
7 |
+1 |
Natural Gas(NYM) |
Jul11 |
110602 |
4.627 |
4.859 |
4.625 |
4.794 |
+0.165 |
173,184 |
214,222 |
+0 |
Aug11 |
110602 |
4.668 |
4.886 |
4.663 |
4.821 |
+0.154 |
45,389 |
78,528 |
+0 |
Sep11 |
110602 |
4.683 |
4.887 |
4.678 |
4.822 |
+0.141 |
34,378 |
118,767 |
+0 |
Oct11 |
110602 |
4.723 |
4.913 |
4.718 |
4.848 |
+0.131 |
38,395 |
101,594 |
+0 |
Nov11 |
110602 |
4.884 |
5.013 |
4.856 |
4.956 |
+0.107 |
20,793 |
56,728 |
+0 |
Dec11 |
110602 |
5.058 |
5.200 |
5.055 |
5.145 |
+0.099 |
13,484 |
43,137 |
+0 |
Jan12 |
110602 |
5.182 |
5.314 |
5.161 |
5.250 |
+0.094 |
21,911 |
86,892 |
+0 |
Feb12 |
110602 |
5.146 |
5.289 |
5.146 |
5.230 |
+0.092 |
2,080 |
19,364 |
+0 |
Mar12 |
110602 |
5.111 |
5.220 |
5.077 |
5.159 |
+0.091 |
5,502 |
38,661 |
+0 |
Apr12 |
110602 |
4.935 |
5.049 |
4.925 |
4.993 |
+0.081 |
9,927 |
39,840 |
+0 |
May12 |
110602 |
4.954 |
5.052 |
4.948 |
5.001 |
+0.078 |
1,888 |
8,818 |
+0 |
Jun12 |
110602 |
4.967 |
5.071 |
4.967 |
5.028 |
+0.075 |
1,813 |
9,317 |
+0 |
Jul12 |
110602 |
5.012 |
5.112 |
5.012 |
5.065 |
+0.068 |
1,595 |
6,137 |
+0 |
Aug12 |
110602 |
5.129 |
5.135 |
5.071 |
5.092 |
+0.067 |
426 |
5,808 |
+0 |
Sep12 |
110602 |
5.066 |
5.139 |
5.062 |
5.101 |
+0.066 |
507 |
5,719 |
+0 |
Oct12 |
110602 |
5.119 |
5.195 |
5.109 |
5.147 |
+0.065 |
2,761 |
15,205 |
+0 |
Total Volume and Open Interest |
376,524 |
919,093 |
+8,078 |
Brent Crude Oil(ICE) |
Jul11 |
110602 |
114.33 |
115.95 |
113.74 |
115.54 |
+1.01 |
168,236 |
216,239 |
+0 |
Aug11 |
110602 |
114.16 |
115.50 |
113.40 |
115.16 |
+0.97 |
70,839 |
147,725 |
+0 |
Sep11 |
110602 |
113.80 |
115.10 |
112.95 |
114.71 |
+0.91 |
38,979 |
85,486 |
+0 |
Oct11 |
110602 |
113.25 |
114.62 |
112.57 |
114.31 |
+0.84 |
12,728 |
51,894 |
+0 |
Nov11 |
110602 |
113.08 |
114.34 |
112.29 |
114.01 |
+0.82 |
5,331 |
27,468 |
+0 |
Dec11 |
110602 |
112.90 |
114.09 |
112.04 |
113.74 |
+0.83 |
29,647 |
93,416 |
+0 |
Jan12 |
110602 |
112.47 |
113.70 |
111.88 |
113.52 |
+0.83 |
1,969 |
20,002 |
+0 |
Feb12 |
110602 |
112.12 |
113.45 |
111.73 |
113.30 |
+0.84 |
1,307 |
19,187 |
+0 |
Mar12 |
110602 |
111.90 |
113.34 |
111.45 |
113.08 |
+0.85 |
1,596 |
31,033 |
+0 |
Apr12 |
110602 |
112.84 |
112.84 |
112.84 |
112.84 |
+0.85 |
748 |
8,368 |
+0 |
May12 |
110602 |
112.59 |
112.59 |
112.59 |
112.59 |
+0.84 |
253 |
5,479 |
+0 |
Jun12 |
110602 |
111.33 |
112.63 |
110.72 |
112.35 |
+0.84 |
4,207 |
34,839 |
+0 |
Jul12 |
110602 |
112.10 |
112.10 |
112.10 |
112.10 |
+0.85 |
222 |
4,115 |
+0 |
Aug12 |
110602 |
111.83 |
111.83 |
111.83 |
111.83 |
+0.86 |
66 |
2,488 |
+0 |
Total Volume and Open Interest |
349,184 |
874,507 |
+9,295 |
Gas Oil(ICE) |
Jun11 |
110602 |
948.50 |
960.25 |
942.25 |
944.00 |
-15.25 |
42,760 |
102,973 |
+0 |
Jul11 |
110602 |
951.75 |
964.50 |
945.25 |
947.50 |
-14.50 |
70,945 |
117,012 |
+0 |
Aug11 |
110602 |
954.50 |
967.00 |
949.00 |
951.00 |
-14.25 |
19,866 |
58,146 |
+0 |
Sep11 |
110602 |
955.50 |
971.00 |
952.25 |
954.00 |
-14.25 |
13,080 |
48,082 |
+0 |
Oct11 |
110602 |
957.50 |
973.00 |
954.25 |
956.25 |
-14.00 |
5,347 |
29,198 |
+0 |
Nov11 |
110602 |
958.75 |
972.00 |
955.00 |
957.25 |
-14.00 |
1,666 |
25,472 |
+0 |
Dec11 |
110602 |
962.25 |
975.50 |
957.00 |
958.75 |
-14.00 |
13,600 |
57,771 |
+0 |
Jan12 |
110602 |
962.75 |
978.00 |
959.00 |
961.25 |
-14.00 |
2,573 |
24,736 |
+0 |
Feb12 |
110602 |
963.25 |
972.25 |
962.00 |
962.00 |
-13.75 |
544 |
6,969 |
+0 |
Mar12 |
110602 |
962.75 |
976.50 |
960.00 |
961.75 |
-13.75 |
390 |
6,767 |
+0 |
Total Volume and Open Interest |
174,099 |
568,982 |
-2,293 |
Ethanol(CBOT) |
Jun11 |
110602 |
2.653 |
2.659 |
2.645 |
2.652 |
+0.010 |
322 |
264 |
+0 |
Jul11 |
110602 |
2.660 |
2.670 |
2.660 |
2.663 |
+0.013 |
177 |
1,299 |
+0 |
Aug11 |
110602 |
2.660 |
2.667 |
2.655 |
2.666 |
+0.019 |
143 |
1,359 |
+0 |
Sep11 |
110602 |
2.620 |
2.628 |
2.609 |
2.619 |
+0.016 |
88 |
1,158 |
+0 |
Oct11 |
110602 |
2.510 |
2.529 |
2.506 |
2.523 |
+0.026 |
146 |
874 |
+0 |
Nov11 |
110602 |
2.450 |
2.462 |
2.442 |
2.459 |
+0.031 |
85 |
809 |
+0 |
Dec11 |
110602 |
2.430 |
2.444 |
2.420 |
2.438 |
+0.022 |
80 |
1,131 |
+0 |
Jan12 |
110602 |
2.410 |
2.418 |
2.400 |
2.408 |
+0.026 |
42 |
597 |
+0 |
Total Volume and Open Interest |
1,143 |
8,275 |
-455 |
WTI Crude Oil(ICE |
Jul11 |
110602 |
99.98 |
100.92 |
98.46 |
100.40 |
+0.11 |
73,969 |
97,474 |
+0 |
Aug11 |
110602 |
100.69 |
101.49 |
99.09 |
101.00 |
+0.14 |
22,136 |
39,995 |
+0 |
Sep11 |
110602 |
101.18 |
101.98 |
99.63 |
101.49 |
+0.16 |
15,467 |
35,608 |
+0 |
Oct11 |
110602 |
101.29 |
102.45 |
100.18 |
101.95 |
+0.23 |
6,429 |
19,207 |
+0 |
Nov11 |
110602 |
101.67 |
102.55 |
100.53 |
102.34 |
+0.31 |
3,173 |
14,655 |
+0 |
Dec11 |
110602 |
101.78 |
103.16 |
100.77 |
102.66 |
+0.38 |
16,829 |
82,967 |
+0 |
Jan12 |
110602 |
101.83 |
103.39 |
101.08 |
102.88 |
+0.42 |
1,256 |
12,000 |
+0 |
Feb12 |
110602 |
101.39 |
103.55 |
101.38 |
103.06 |
+0.45 |
628 |
4,090 |
+0 |
Mar12 |
110602 |
103.04 |
103.69 |
101.54 |
103.22 |
+0.48 |
608 |
11,731 |
+0 |
Apr12 |
110602 |
103.38 |
103.38 |
103.38 |
103.38 |
+0.52 |
256 |
4,094 |
+0 |
May12 |
110602 |
103.54 |
103.54 |
103.54 |
103.54 |
+0.57 |
372 |
2,678 |
+0 |
Jun12 |
110602 |
103.01 |
103.86 |
101.88 |
103.69 |
+0.62 |
998 |
25,383 |
+0 |
Jul12 |
110602 |
103.75 |
103.75 |
103.75 |
103.75 |
+0.68 |
18 |
1,792 |
+0 |
Aug12 |
110602 |
103.68 |
103.68 |
103.68 |
103.68 |
+0.71 |
0 |
884 |
+0 |
Sep12 |
110602 |
103.61 |
103.61 |
103.61 |
103.61 |
+0.74 |
62 |
4,300 |
+0 |
Oct12 |
110602 |
103.55 |
103.55 |
103.55 |
103.55 |
+0.74 |
0 |
511 |
+0 |
Total Volume and Open Interest |
147,585 |
460,609 |
+334 |
US Dollar Index(ICE) |
Jun11 |
110602 |
74.865 |
74.955 |
74.260 |
74.375 |
-0.355 |
25,853 |
54,237 |
+0 |
Sep11 |
110602 |
75.335 |
75.370 |
74.680 |
74.790 |
-0.405 |
440 |
1,554 |
+0 |
Dec11 |
110602 |
75.320 |
75.320 |
75.320 |
75.320 |
-0.405 |
0 |
2 |
+0 |
Total Volume and Open Interest |
26,293 |
55,794 |
-1,062 |
Australian Dollar(CME) |
Jun11 |
110602 |
105.95 |
106.77 |
105.75 |
106.59 |
+0.21 |
109,380 |
114,236 |
+0 |
Sep11 |
110602 |
104.53 |
105.41 |
104.42 |
105.25 |
+0.22 |
1,444 |
3,179 |
+0 |
Dec11 |
110602 |
103.90 |
104.02 |
103.40 |
104.02 |
+0.24 |
1 |
85 |
+0 |
Total Volume and Open Interest |
110,825 |
117,502 |
+1,670 |
British Pound(CME) |
Jun11 |
110602 |
163.28 |
164.17 |
163.00 |
163.59 |
+0.01 |
114,378 |
106,752 |
+0 |
Sep11 |
110602 |
163.00 |
163.93 |
162.85 |
163.39 |
+0.01 |
456 |
1,276 |
+0 |
Dec11 |
110602 |
162.70 |
163.20 |
162.70 |
163.16 |
+0.01 |
0 |
48 |
+0 |
Total Volume and Open Interest |
114,834 |
108,085 |
-2,418 |
Canadian Dollar(CME) |
Jun11 |
110602 |
102.31 |
102.59 |
101.90 |
102.43 |
-0.13 |
106,171 |
110,976 |
+0 |
Sep11 |
110602 |
102.09 |
102.31 |
101.66 |
102.19 |
-0.12 |
4,825 |
11,026 |
+0 |
Dec11 |
110602 |
101.63 |
102.05 |
101.48 |
101.93 |
-0.11 |
389 |
2,950 |
+0 |
Mar12 |
110602 |
101.34 |
101.78 |
101.30 |
101.67 |
-0.11 |
13 |
395 |
+0 |
Total Volume and Open Interest |
111,398 |
125,654 |
+3,161 |
Japanese Yen(CME) |
Jun11 |
110602 |
123.60 |
124.24 |
122.96 |
123.68 |
+0.05 |
141,748 |
91,489 |
+0 |
Sep11 |
110602 |
123.67 |
124.28 |
123.04 |
123.73 |
+0.05 |
1,408 |
4,209 |
+0 |
Dec11 |
110602 |
123.83 |
123.83 |
123.79 |
123.83 |
+0.04 |
0 |
220 |
+0 |
Total Volume and Open Interest |
143,156 |
95,929 |
-2,339 |
Swiss Franc(CME) |
Jun11 |
110602 |
118.76 |
119.03 |
118.15 |
118.73 |
+0.01 |
50,540 |
66,181 |
+0 |
Sep11 |
110602 |
118.80 |
119.08 |
118.40 |
118.81 |
+0.01 |
881 |
1,511 |
+0 |
Dec11 |
110602 |
118.96 |
118.96 |
118.53 |
118.89 |
+0.01 |
2 |
18 |
+0 |
Total Volume and Open Interest |
51,424 |
67,713 |
-2,543 |
EuroFX(CME) |
Jun11 |
110602 |
143.30 |
145.12 |
143.22 |
144.80 |
+1.11 |
339,937 |
261,728 |
+0 |
Sep11 |
110602 |
142.87 |
144.72 |
142.87 |
144.41 |
+1.11 |
6,104 |
7,819 |
+0 |
Dec11 |
110602 |
143.60 |
144.20 |
142.89 |
143.99 |
+1.10 |
0 |
171 |
+0 |
Total Volume and Open Interest |
346,041 |
270,101 |
+4,848 |
Mexican Peso(CME) |
Jun11 |
110602 |
854.0 |
859.2 |
852.2 |
858.2 |
+2.2 |
29,798 |
141,952 |
+0 |
Jul11 |
110602 |
857.0 |
857.0 |
854.8 |
857.0 |
+2.2 |
|
|
|
Total Volume and Open Interest |
29,894 |
142,530 |
-1,144 |
30-Year T-Bonds(CBOT) |
Jun11 |
110531 |
125~260 |
126~090 |
125~110 |
126~050 |
+0~090 |
370,649 |
125,465 |
-108,773 |
Sep11 |
110602 |
126~080 |
126~100 |
124~250 |
124~280 |
-1~030 |
301,999 |
647,665 |
+0 |
Dec11 |
110602 |
124~090 |
124~160 |
123~130 |
123~130 |
-1~030 |
7 |
18 |
+0 |
Total Volume and Open Interest |
419,077 |
740,953 |
-17,348 |
10-Year T-Notes(CBOT) |
Jun11 |
110602 |
124~290 |
124~295 |
124~100 |
124~125 |
-0~110 |
507,364 |
250,950 |
+0 |
Sep11 |
110602 |
123~160 |
123~170 |
122~285 |
122~310 |
-0~110 |
1,223,936 |
1,722,173 |
+0 |
Dec11 |
110602 |
121~310 |
122~100 |
121~310 |
121~310 |
-0~110 |
11 |
13 |
+0 |
Total Volume and Open Interest |
1,731,311 |
1,973,136 |
-53,821 |
5-Year T-Notes(CBOT) |
Jun11 |
110531 |
120~025 |
120~044 |
119~120 |
120~036 |
+0~019 |
765,609 |
270,565 |
-196,975 |
Sep11 |
110602 |
119~078 |
119~080 |
119~036 |
119~041 |
-0~025 |
669,349 |
1,350,908 |
+0 |
Dec11 |
110602 |
118~065 |
118~090 |
118~065 |
118~065 |
-0~025 |
|
|
|
Total Volume and Open Interest |
942,280 |
1,555,969 |
+15,049 |
2 Year T-Notes(CBOT) |
Jun11 |
110602 |
109~126 |
110~000 |
109~119 |
109~121 |
-0~006 |
183,430 |
84,607 |
+0 |
Sep11 |
110602 |
109~084 |
109~086 |
109~077 |
109~079 |
-0~004 |
354,227 |
962,188 |
+0 |
Dec11 |
110602 |
109~023 |
109~027 |
109~023 |
109~023 |
-0~004 |
0 |
20 |
+0 |
Total Volume and Open Interest |
537,657 |
1,046,815 |
-6,153 |
Eurodollars(CME) |
Jun11 |
110602 |
99.740 |
99.743 |
99.738 |
99.738 |
unch |
163,010 |
898,371 |
+0 |
Sep11 |
110602 |
99.675 |
99.680 |
99.660 |
99.665 |
-0.010 |
203,213 |
1,251,048 |
+0 |
Dec11 |
110602 |
99.605 |
99.615 |
99.585 |
99.595 |
-0.005 |
273,691 |
1,562,638 |
+0 |
Mar12 |
110602 |
99.520 |
99.530 |
99.490 |
99.505 |
-0.005 |
290,479 |
1,675,094 |
+0 |
Jun12 |
110602 |
99.385 |
99.390 |
99.340 |
99.360 |
-0.015 |
276,168 |
1,515,740 |
+0 |
Sep12 |
110602 |
99.195 |
99.205 |
99.145 |
99.160 |
-0.025 |
233,587 |
817,851 |
+0 |
Dec12 |
110602 |
98.975 |
98.980 |
98.905 |
98.925 |
-0.030 |
178,165 |
589,869 |
+0 |
Mar13 |
110602 |
98.755 |
98.765 |
98.680 |
98.700 |
-0.040 |
172,459 |
420,129 |
+0 |
Jun13 |
110602 |
98.520 |
98.530 |
98.445 |
98.460 |
-0.050 |
98,371 |
272,223 |
+0 |
Sep13 |
110602 |
98.285 |
98.290 |
98.200 |
98.215 |
-0.050 |
76,228 |
249,579 |
+0 |
Dec13 |
110602 |
98.025 |
98.030 |
97.935 |
97.955 |
-0.050 |
67,444 |
195,779 |
+0 |
Mar14 |
110602 |
97.765 |
97.785 |
97.695 |
97.715 |
-0.045 |
42,663 |
183,097 |
+0 |
Jun14 |
110602 |
97.525 |
97.540 |
97.450 |
97.470 |
-0.045 |
19,809 |
106,578 |
+0 |
Sep14 |
110602 |
97.285 |
97.300 |
97.210 |
97.230 |
-0.045 |
11,675 |
64,361 |
+0 |
Dec14 |
110602 |
97.035 |
97.050 |
96.955 |
96.980 |
-0.050 |
9,191 |
68,237 |
+0 |
Mar15 |
110602 |
96.825 |
96.840 |
96.745 |
96.765 |
-0.055 |
9,872 |
49,877 |
+0 |
Jun15 |
110602 |
4.870 |
4.880 |
4.775 |
4.800 |
-0.060 |
6,082 |
46,965 |
+0 |
Sep15 |
110602 |
4.660 |
4.680 |
4.575 |
4.600 |
-0.060 |
6,136 |
42,243 |
+0 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jun11 |
110602 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
1,282 |
58,695 |
+0 |
Jul11 |
110602 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
439 |
53,742 |
+0 |
Aug11 |
110602 |
99.885 |
99.885 |
99.880 |
99.885 |
unch |
2,812 |
50,816 |
+0 |
Sep11 |
110602 |
99.870 |
99.875 |
99.865 |
99.865 |
unch |
1,070 |
45,863 |
+0 |
Oct11 |
110602 |
99.860 |
99.865 |
99.850 |
99.855 |
-0.005 |
4,340 |
54,848 |
+0 |
Nov11 |
110602 |
99.845 |
99.845 |
99.835 |
99.840 |
-0.005 |
1,266 |
54,199 |
+0 |
Total Volume and Open Interest |
38,264 |
751,787 |
+12,110 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110602 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
750 |
+0 |
Sep11 |
110602 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110602 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
75 |
+0 |
Mar12 |
110602 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Jun12 |
110602 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110602 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110602 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Mar13 |
110602 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Jun13 |
110602 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep13 |
110602 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110602 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
5,803 |
+0 |
Sep11 |
110602 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,466 |
+0 |
Dec11 |
110602 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110602 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
4,177 |
+0 |
Jun12 |
110602 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110602 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110602 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110602 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
15,093 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun11 |
110602 |
140.59 |
141.17 |
140.53 |
141.03 |
+0.46 |
4,204 |
21,931 |
-436 |
Sep11 |
110602 |
140.39 |
140.95 |
140.39 |
140.84 |
+0.45 |
270 |
1,859 |
+1,561 |
Dec11 |
110602 |
140.35 |
140.35 |
138.75 |
138.75 |
+0.45 |
|
|
|
Total Volume and Open Interest |
4,474 |
23,988 |
+1,380 |
Euro-Bund(EUREX) |
Jun11 |
110531 |
125.41 |
125.50 |
125.02 |
125.35 |
-0.34 |
151,640 |
985,355 |
-51,569 |
Sep11 |
110602 |
125.47 |
125.68 |
125.01 |
125.44 |
+0.06 |
86,171 |
110,623 |
+0 |
Dec11 |
110602 |
124.52 |
124.52 |
124.52 |
124.52 |
+0.05 |
50 |
0 |
+0 |
Total Volume and Open Interest |
1,207,058 |
1,059,095 |
+3,017 |
Euro-Bobl(EUREX) |
Jun11 |
110602 |
117.13 |
117.20 |
116.71 |
116.99 |
-0.05 |
853,382 |
751,236 |
+0 |
Sep11 |
110602 |
116.63 |
116.68 |
116.20 |
116.48 |
-0.04 |
118,261 |
152,555 |
+0 |
Dec11 |
110602 |
116.54 |
116.54 |
116.54 |
116.54 |
-0.05 |
|
|
|
Total Volume and Open Interest |
971,643 |
903,791 |
-19,108 |
3-Mth Euribor(EUREX) |
Jun11 |
110602 |
98.540 |
98.540 |
98.530 |
98.530 |
unch |
56 |
4,827 |
+0 |
Sep11 |
110602 |
98.290 |
98.295 |
98.290 |
98.290 |
unch |
38 |
1,902 |
+0 |
Dec11 |
110602 |
98.125 |
98.125 |
98.125 |
98.125 |
-0.005 |
21 |
1,306 |
+0 |
Total Volume and Open Interest |
241 |
11,549 |
-16 |
Long Gilt(LIFFE) |
Jun11 |
110602 |
121~32 |
122~04 |
121~27 |
121~30 |
+0~04 |
26,979 |
57,225 |
+0 |
Sep11 |
110602 |
120~23 |
120~28 |
120~17 |
120~21 |
+0~04 |
85,950 |
341,923 |
+0 |
Total Volume and Open Interest |
112,929 |
399,148 |
+3,983 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110602 |
99.17 |
99.19 |
99.16 |
99.17 |
unch |
17,510 |
433,963 |
+0 |
Sep11 |
110602 |
99.09 |
99.10 |
99.09 |
99.10 |
+0.01 |
36,432 |
441,056 |
+0 |
Dec11 |
110602 |
98.98 |
99.00 |
98.97 |
98.99 |
+0.02 |
44,962 |
445,328 |
+0 |
Mar12 |
110602 |
98.85 |
98.88 |
98.85 |
98.86 |
+0.02 |
38,571 |
416,111 |
+0 |
Jun12 |
110602 |
98.70 |
98.74 |
98.69 |
98.71 |
+0.04 |
43,131 |
341,596 |
+0 |
Sep12 |
110602 |
98.53 |
98.57 |
98.52 |
98.54 |
+0.05 |
31,576 |
239,615 |
+0 |
Total Volume and Open Interest |
283,636 |
2,889,425 |
-15,394 |
3-Mth Euribor(LIFFE) |
Jun11 |
110602 |
98.530 |
98.535 |
98.525 |
98.530 |
unch |
101,560 |
680,691 |
+0 |
Sep11 |
110602 |
98.295 |
98.300 |
98.265 |
98.290 |
unch |
147,864 |
636,998 |
+0 |
Dec11 |
110602 |
98.135 |
98.150 |
98.090 |
98.125 |
-0.005 |
164,843 |
565,059 |
+0 |
Total Volume and Open Interest |
978,618 |
3,763,065 |
+10,695 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110602 |
94.97 |
95.01 |
94.95 |
94.98 |
unch |
27,640 |
126,357 |
+0 |
Sep11 |
110602 |
94.92 |
94.97 |
94.90 |
94.93 |
+0.01 |
75,862 |
254,935 |
+0 |
Dec11 |
110602 |
94.85 |
94.91 |
94.82 |
94.86 |
+0.01 |
42,233 |
168,221 |
+0 |
Mar12 |
110602 |
94.81 |
94.87 |
94.77 |
94.81 |
unch |
12,664 |
92,498 |
+0 |
Jun12 |
110602 |
94.77 |
94.84 |
94.73 |
94.77 |
+0.01 |
7,526 |
57,009 |
+0 |
Sep12 |
110602 |
94.73 |
94.81 |
94.69 |
94.73 |
+0.01 |
6,507 |
54,502 |
+0 |
Dec12 |
110602 |
94.69 |
94.76 |
94.65 |
94.69 |
+0.01 |
5,526 |
29,293 |
+0 |
Mar13 |
110602 |
94.67 |
94.74 |
94.63 |
94.66 |
unch |
1,660 |
21,916 |
+0 |
Jun13 |
110602 |
94.62 |
94.72 |
94.62 |
94.64 |
+0.01 |
109 |
2,195 |
+0 |
Sep13 |
110602 |
94.58 |
94.62 |
94.58 |
94.62 |
+0.02 |
15 |
1,551 |
+0 |
Total Volume and Open Interest |
179,753 |
809,381 |
+19,658 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110602 |
94.72 |
94.82 |
94.71 |
94.77 |
+0.05 |
74,853 |
420,774 |
+0 |
Sep11 |
110602 |
94.76 |
94.76 |
94.76 |
94.76 |
+0.05 |
18 |
18 |
+0 |
Total Volume and Open Interest |
74,871 |
420,792 |
+11,182 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110602 |
95.04 |
95.14 |
95.04 |
95.09 |
+0.04 |
225,387 |
761,173 |
+0 |
Sep11 |
110602 |
95.05 |
95.05 |
95.03 |
95.03 |
+0.03 |
275 |
275 |
+0 |
Total Volume and Open Interest |
225,662 |
761,448 |
+16,175 |
Gold(CMX) |
Jun11 |
110602 |
1541.3 |
1544.5 |
1520.0 |
1532.0 |
-10.4 |
6,152 |
6,551 |
+0 |
Aug11 |
110602 |
1542.2 |
1545.5 |
1520.4 |
1532.7 |
-10.5 |
114,703 |
330,819 |
+0 |
Oct11 |
110602 |
1541.9 |
1546.7 |
1523.0 |
1534.0 |
-10.5 |
467 |
10,121 |
+0 |
Dec11 |
110602 |
1543.0 |
1547.5 |
1523.8 |
1535.3 |
-10.5 |
3,338 |
68,345 |
+0 |
Feb12 |
110602 |
1545.6 |
1548.4 |
1530.8 |
1536.5 |
-10.6 |
96 |
8,557 |
+0 |
Apr12 |
110602 |
1546.3 |
1546.4 |
1531.1 |
1537.7 |
-10.7 |
28 |
5,349 |
+0 |
Jun12 |
110602 |
1547.8 |
1548.3 |
1528.3 |
1539.3 |
-10.5 |
17 |
12,624 |
+0 |
Aug12 |
110602 |
1541.2 |
1541.2 |
1541.2 |
1541.2 |
-10.5 |
10 |
4,530 |
+0 |
Oct12 |
110602 |
1543.3 |
1543.3 |
1543.3 |
1543.3 |
-10.5 |
336 |
3,954 |
+0 |
Dec12 |
110602 |
1555.6 |
1557.9 |
1540.3 |
1545.9 |
-10.5 |
343 |
11,925 |
+0 |
Feb13 |
110602 |
1549.0 |
1549.0 |
1549.0 |
1549.0 |
-10.5 |
0 |
255 |
+0 |
Apr13 |
110602 |
1552.4 |
1552.4 |
1552.4 |
1552.4 |
-10.5 |
|
|
|
Total Volume and Open Interest |
126,462 |
501,400 |
+1,598 |
Silver(CMX) |
Jul11 |
110602 |
3686.0 |
3741.5 |
3554.5 |
3620.2 |
-149.2 |
57,366 |
58,872 |
+0 |
Sep11 |
110602 |
3680.0 |
3740.0 |
3557.5 |
3622.4 |
-149.3 |
3,663 |
13,509 |
+0 |
Dec11 |
110602 |
3679.5 |
3739.0 |
3567.0 |
3624.4 |
-149.3 |
1,451 |
23,226 |
+0 |
Mar12 |
110602 |
3712.0 |
3712.0 |
3604.0 |
3620.6 |
-149.3 |
113 |
3,707 |
+0 |
May12 |
110602 |
3617.2 |
3617.2 |
3617.2 |
3617.2 |
-149.3 |
22 |
1,168 |
+0 |
Jul12 |
110602 |
3690.5 |
3690.5 |
3614.7 |
3614.7 |
-149.3 |
33 |
1,814 |
+0 |
Sep12 |
110602 |
3655.0 |
3655.0 |
3612.7 |
3612.7 |
-149.3 |
2 |
103 |
+0 |
Total Volume and Open Interest |
62,912 |
120,853 |
-686 |
Platinum(NYMEX) |
Jul11 |
110602 |
1822.2 |
1829.1 |
1805.4 |
1817.8 |
-6.1 |
7,423 |
32,136 |
+0 |
Oct11 |
110602 |
1824.6 |
1830.7 |
1814.5 |
1821.3 |
-6.3 |
549 |
2,851 |
+0 |
Jan12 |
110602 |
1824.0 |
1824.0 |
1824.0 |
1824.0 |
-6.3 |
23 |
103 |
+0 |
Apr12 |
110602 |
1826.0 |
1826.0 |
1826.0 |
1826.0 |
-6.3 |
0 |
26 |
+0 |
Total Volume and Open Interest |
7,996 |
35,121 |
+232 |
Palladium(NYMEX) |
Jun11 |
110602 |
770.85 |
777.00 |
768.00 |
768.40 |
-9.05 |
595 |
938 |
+0 |
Sep11 |
110602 |
778.35 |
780.20 |
766.20 |
770.40 |
-8.70 |
4,836 |
18,608 |
+0 |
Dec11 |
110602 |
771.65 |
773.10 |
771.65 |
771.65 |
-8.85 |
20 |
543 |
+0 |
Total Volume and Open Interest |
5,452 |
20,104 |
+63 |
Copper(CMX) |
Jul11 |
110602 |
408.90 |
412.35 |
403.25 |
408.45 |
-2.20 |
34,253 |
59,368 |
+0 |
Sep11 |
110602 |
410.40 |
414.10 |
405.35 |
410.40 |
-2.20 |
5,577 |
38,187 |
+0 |
Dec11 |
110602 |
412.00 |
416.00 |
408.50 |
412.35 |
-2.20 |
775 |
14,392 |
+0 |
Mar12 |
110602 |
411.00 |
413.50 |
411.00 |
413.50 |
-2.20 |
116 |
5,212 |
+0 |
May12 |
110602 |
413.75 |
413.75 |
413.75 |
413.75 |
-2.05 |
3 |
1,575 |
+0 |
Total Volume and Open Interest |
41,436 |
123,919 |
+1,475 |
DJIA Index(CBOT) |
Jun11 |
110602 |
12279 |
12307 |
12180 |
12238 |
-36 |
605 |
24,284 |
+0 |
Sep11 |
110602 |
12170 |
12170 |
12169 |
12169 |
-37 |
3 |
24 |
+0 |
Dec11 |
110602 |
12140 |
12140 |
12098 |
12098 |
-37 |
0 |
7 |
+0 |
Mar12 |
110602 |
12038 |
12075 |
12038 |
12038 |
-37 |
|
|
|
Total Volume and Open Interest |
608 |
24,315 |
-81 |
S & P 500(CME) |
Jun11 |
110602 |
1312.90 |
1317.50 |
1304.50 |
1312.40 |
+0.30 |
15,064 |
314,804 |
+0 |
Sep11 |
110602 |
1308.70 |
1311.00 |
1299.30 |
1307.00 |
+0.30 |
152 |
10,721 |
+0 |
Dec11 |
110602 |
1303.20 |
1304.60 |
1297.10 |
1301.40 |
+0.30 |
0 |
6,623 |
+0 |
Mar12 |
110602 |
1296.40 |
1299.60 |
1292.10 |
1296.40 |
+0.30 |
|
|
|
Total Volume and Open Interest |
15,216 |
332,153 |
+135 |
S & P 500 E-Mini(Globex) |
Jun11 |
110531 |
1329.75 |
1345.75 |
1328.25 |
1344.00 |
+14.00 |
1,393,298 |
2,775,088 |
+13,027 |
Sep11 |
110602 |
1307.75 |
1312.25 |
1298.50 |
1307.00 |
+0.25 |
3,623 |
46,571 |
+0 |
Total Volume and Open Interest |
1,930,918 |
2,866,938 |
+42,040 |
NASDAQ 100(CME) |
Jun11 |
110602 |
2320.00 |
2336.00 |
2310.30 |
2326.00 |
+6.50 |
979 |
18,023 |
+0 |
Sep11 |
110602 |
2322.50 |
2327.00 |
2315.00 |
2322.50 |
+6.50 |
2 |
113 |
+0 |
Dec11 |
110602 |
2319.00 |
2319.50 |
2319.00 |
2319.00 |
+6.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
981 |
18,137 |
-288 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110602 |
2320.50 |
2335.50 |
2313.80 |
2326.00 |
+6.50 |
251,027 |
349,703 |
+0 |
Sep11 |
110602 |
2317.00 |
2330.80 |
2310.50 |
2322.50 |
+6.50 |
447 |
1,516 |
+0 |
Total Volume and Open Interest |
251,476 |
351,232 |
+22,780 |
S & P Midcap 400(CME) |
Jun11 |
110602 |
978.50 |
979.00 |
967.00 |
973.10 |
-1.40 |
0 |
1,721 |
+0 |
Sep11 |
110602 |
970.50 |
971.90 |
970.50 |
970.50 |
-1.40 |
|
|
|
Dec11 |
110602 |
968.90 |
970.30 |
968.90 |
968.90 |
-1.40 |
|
|
|
Total Volume and Open Interest |
0 |
1,721 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110602 |
9555 |
9585 |
9510 |
9565 |
+10 |
8,549 |
46,272 |
+0 |
Sep11 |
110602 |
9540 |
9605 |
9540 |
9590 |
+10 |
318 |
501 |
+0 |
Total Volume and Open Interest |
8,867 |
46,773 |
-440 |
Nikkei 225(SGX) |
Jun11 |
110602 |
9685 |
9710 |
9510 |
9575 |
-135 |
97,901 |
235,199 |
-2,765 |
Sep11 |
110602 |
9680 |
9700 |
9510 |
9575 |
-135 |
527 |
7,132 |
+1,145 |
Dec11 |
110602 |
9515 |
9515 |
9515 |
9515 |
-135 |
0 |
6,659 |
+0 |
Total Volume and Open Interest |
98,460 |
253,964 |
+2,100 |
CAC 40(EURONEXT) |
Jun11 |
110602 |
3907.5 |
3915.5 |
3872.0 |
3876.5 |
-72.5 |
137,858 |
380,369 |
+0 |
Jul11 |
110602 |
3909.0 |
3911.0 |
3871.0 |
3873.5 |
-72.5 |
60 |
118 |
+0 |
Aug11 |
110602 |
3878.0 |
3878.0 |
3878.0 |
3878.0 |
-72.5 |
|
|
|
Total Volume and Open Interest |
139,237 |
381,815 |
+34,250 |
Hang Seng Index(HKFE) |
Jun11 |
110602 |
23140 |
23250 |
23100 |
23168 |
-333 |
76,783 |
94,976 |
+0 |
Jul11 |
110602 |
23148 |
23250 |
23120 |
23164 |
-344 |
676 |
405 |
+0 |
Total Volume and Open Interest |
78,201 |
100,161 |
-6,471 |
DAX(EUREX) |
Jun11 |
110602 |
7145.0 |
7161.0 |
7069.5 |
7088.0 |
-138.5 |
138,958 |
178,819 |
+0 |
Sep11 |
110602 |
7173.5 |
7182.0 |
7098.0 |
7111.5 |
-138.0 |
3,292 |
14,402 |
+0 |
Dec11 |
110602 |
7180.0 |
7203.0 |
7139.5 |
7140.0 |
-139.5 |
52 |
1,503 |
+0 |
Total Volume and Open Interest |
142,302 |
194,724 |
+5,646 |
FT-SE 100(EURONEXT) |
Jun11 |
110602 |
5873.50 |
5894.00 |
5843.50 |
5854.50 |
-88.00 |
114,301 |
653,490 |
+0 |
Sep11 |
110602 |
5833.00 |
5855.00 |
5812.00 |
5819.50 |
-87.50 |
1,182 |
31,574 |
+0 |
Dec11 |
110602 |
5828.00 |
5828.00 |
5796.00 |
5796.00 |
-87.50 |
0 |
285 |
+0 |
Total Volume and Open Interest |
115,483 |
685,489 |
+16,418 |
SPI 200(SFE) |
Jun11 |
110602 |
4695.0 |
4707.0 |
4597.0 |
4606.0 |
-103.0 |
33,663 |
183,573 |
+0 |
Sep11 |
110602 |
4684.0 |
4696.0 |
4590.0 |
4595.0 |
-101.0 |
477 |
4,737 |
+0 |
Dec11 |
110602 |
4643.0 |
4648.0 |
4612.0 |
4612.0 |
-103.0 |
76 |
2,906 |
+0 |
Total Volume and Open Interest |
34,311 |
192,907 |
+3,158 |
GSCI(CME) |
Jun11 |
110602 |
41.14 |
45.64 |
36.64 |
44.14 |
+3.80 |
197 |
10,685 |
+0 |
Jul11 |
110602 |
40.54 |
44.94 |
35.89 |
43.64 |
+4.00 |
2 |
0 |
+0 |
Aug11 |
110602 |
44.14 |
44.64 |
36.64 |
44.14 |
+3.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
201 |
10,685 |
-61 |
Reuters CCI(ICE) |
Jun11 |
110602 |
348.90 |
348.90 |
348.90 |
348.90 |
+3.00 |
|
|
|
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. |
|
|