|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri June 03, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110603 |
1406.75 |
1419.50 |
1404.50 |
1414.50 |
+7.50 |
81,193 |
237,291 |
+236 |
Aug11 |
110603 |
1399.50 |
1412.00 |
1398.75 |
1407.50 |
+7.00 |
6,357 |
32,297 |
+475 |
Sep11 |
110603 |
1395.75 |
1406.50 |
1394.50 |
1401.50 |
+5.25 |
3,161 |
18,929 |
+486 |
Nov11 |
110603 |
1391.75 |
1403.25 |
1390.75 |
1397.00 |
+4.25 |
33,005 |
204,647 |
-613 |
Jan12 |
110603 |
1398.75 |
1409.00 |
1398.75 |
1404.50 |
+4.50 |
3,870 |
30,017 |
+106 |
Mar12 |
110603 |
1397.50 |
1408.00 |
1396.00 |
1401.00 |
+3.75 |
2,095 |
17,308 |
-218 |
May12 |
110603 |
1384.25 |
1397.25 |
1382.25 |
1387.50 |
+4.00 |
3,745 |
19,337 |
-19 |
Total Volume and Open Interest |
135,637 |
579,736 |
+1,360 |
Soybean Meal(CBOT) |
Jul11 |
110603 |
365.50 |
370.90 |
365.00 |
368.40 |
+2.40 |
30,280 |
87,735 |
-940 |
Aug11 |
110603 |
365.70 |
370.60 |
365.00 |
367.90 |
+2.20 |
4,089 |
36,550 |
+489 |
Sep11 |
110603 |
364.10 |
368.10 |
363.50 |
365.30 |
+1.20 |
1,708 |
18,951 |
+39 |
Oct11 |
110603 |
360.00 |
362.50 |
359.20 |
359.50 |
+0.50 |
944 |
16,936 |
+30 |
Dec11 |
110603 |
360.00 |
363.60 |
359.10 |
360.40 |
+0.40 |
9,077 |
50,564 |
+572 |
Jan12 |
110603 |
362.40 |
363.80 |
360.60 |
360.80 |
+0.10 |
444 |
4,389 |
-221 |
Mar12 |
110603 |
360.50 |
363.50 |
360.20 |
360.30 |
-0.10 |
350 |
3,419 |
-72 |
May12 |
110603 |
356.90 |
358.80 |
355.80 |
355.80 |
-0.40 |
393 |
4,802 |
-63 |
Total Volume and Open Interest |
47,495 |
228,028 |
-169 |
Soybean Oil(CBOT) |
Jul11 |
110603 |
58.91 |
59.41 |
58.69 |
58.73 |
-0.18 |
48,308 |
138,614 |
+45 |
Aug11 |
110603 |
59.19 |
59.69 |
58.97 |
59.01 |
-0.18 |
5,260 |
34,110 |
+14 |
Sep11 |
110603 |
59.63 |
59.98 |
59.27 |
59.28 |
-0.21 |
5,109 |
22,555 |
-108 |
Oct11 |
110603 |
59.87 |
60.10 |
59.54 |
59.55 |
-0.21 |
1,025 |
15,208 |
-2 |
Dec11 |
110603 |
60.22 |
60.70 |
60.01 |
60.04 |
-0.18 |
14,894 |
89,969 |
+2,025 |
Jan12 |
110603 |
60.48 |
60.60 |
60.25 |
60.25 |
-0.17 |
1,287 |
8,998 |
-13 |
Mar12 |
110603 |
60.61 |
60.74 |
60.34 |
60.34 |
-0.17 |
573 |
5,699 |
+233 |
May12 |
110603 |
60.65 |
60.67 |
60.29 |
60.29 |
-0.17 |
344 |
5,451 |
-66 |
Total Volume and Open Interest |
77,258 |
323,814 |
+2,216 |
Canola(WCE) |
Jul11 |
110603 |
596.0 |
603.0 |
595.4 |
597.1 |
+1.7 |
15,026 |
67,209 |
-3,025 |
Nov11 |
110603 |
599.4 |
606.8 |
598.3 |
599.8 |
+0.4 |
12,148 |
90,201 |
+564 |
Jan12 |
110603 |
609.9 |
613.7 |
606.2 |
607.6 |
+0.2 |
525 |
10,004 |
+338 |
Mar12 |
110603 |
613.9 |
621.4 |
612.6 |
614.2 |
+0.2 |
207 |
2,283 |
+141 |
May12 |
110603 |
617.3 |
624.3 |
617.3 |
618.3 |
+1.0 |
27 |
1,031 |
+27 |
Total Volume and Open Interest |
27,938 |
173,331 |
-1,956 |
Corn(CBOT) |
Jul11 |
110603 |
765.50 |
769.00 |
751.00 |
754.00 |
-12.50 |
163,809 |
556,242 |
-2,718 |
Sep11 |
110603 |
740.00 |
744.50 |
727.75 |
731.00 |
-10.50 |
39,622 |
205,830 |
+5,743 |
Dec11 |
110603 |
694.50 |
696.75 |
682.00 |
686.25 |
-8.75 |
70,549 |
470,587 |
+2,745 |
Mar12 |
110603 |
705.00 |
708.00 |
694.00 |
697.25 |
-8.25 |
4,521 |
81,027 |
+344 |
May12 |
110603 |
712.00 |
715.00 |
701.75 |
704.25 |
-8.25 |
1,276 |
17,933 |
+226 |
Jul12 |
110603 |
719.00 |
721.00 |
708.50 |
710.75 |
-8.50 |
2,494 |
46,071 |
+829 |
Total Volume and Open Interest |
291,152 |
1,441,550 |
+6,192 |
Wheat(CBOT) |
Jul11 |
110603 |
770.00 |
781.50 |
758.75 |
773.75 |
+4.00 |
79,412 |
196,455 |
-2,213 |
Sep11 |
110603 |
819.75 |
829.00 |
806.75 |
819.50 |
+0.75 |
26,481 |
85,173 |
+4,792 |
Dec11 |
110603 |
874.25 |
881.00 |
860.50 |
871.00 |
-0.50 |
18,297 |
95,197 |
-523 |
Mar12 |
110603 |
909.50 |
915.25 |
896.00 |
906.25 |
+0.25 |
4,665 |
22,666 |
+103 |
May12 |
110603 |
920.75 |
925.50 |
909.50 |
919.00 |
+0.25 |
1,982 |
8,465 |
+382 |
Total Volume and Open Interest |
137,254 |
459,701 |
+3,141 |
Wheat(KCBT) |
Jul11 |
110603 |
910.00 |
922.75 |
899.75 |
914.25 |
+5.25 |
16,929 |
68,684 |
-4,054 |
Sep11 |
110603 |
929.00 |
942.25 |
919.00 |
933.50 |
+4.75 |
8,530 |
46,333 |
+2,573 |
Dec11 |
110603 |
955.25 |
965.50 |
943.75 |
955.50 |
+1.75 |
4,073 |
44,151 |
+403 |
Mar12 |
110603 |
968.75 |
979.25 |
957.75 |
969.00 |
+0.25 |
949 |
7,558 |
+189 |
May12 |
110603 |
967.50 |
977.75 |
959.50 |
970.25 |
-0.50 |
162 |
985 |
-6 |
Total Volume and Open Interest |
31,750 |
179,163 |
-437 |
Wheat(MGE) |
Jul11 |
110603 |
1022.00 |
1077.25 |
1022.00 |
1060.50 |
+41.00 |
4,963 |
17,476 |
-1,162 |
Sep11 |
110603 |
989.25 |
1006.75 |
980.00 |
993.50 |
+6.25 |
4,341 |
19,176 |
+1,004 |
Dec11 |
110603 |
992.00 |
1005.25 |
983.50 |
992.50 |
+2.75 |
1,392 |
14,061 |
+145 |
Mar12 |
110603 |
1008.00 |
1014.75 |
993.50 |
1004.00 |
+3.25 |
483 |
2,783 |
+8 |
May12 |
110603 |
1006.25 |
1017.00 |
997.25 |
1005.25 |
+0.25 |
188 |
898 |
+7 |
Total Volume and Open Interest |
11,814 |
58,734 |
+145 |
Oats(CBOT) |
Jul11 |
110603 |
381.25 |
386.25 |
374.25 |
378.00 |
-2.00 |
2,177 |
6,619 |
-554 |
Sep11 |
110603 |
394.00 |
395.25 |
384.75 |
387.00 |
-2.00 |
1,238 |
2,420 |
+555 |
Dec11 |
110603 |
399.75 |
401.00 |
392.00 |
395.00 |
-0.50 |
217 |
3,696 |
+51 |
Mar12 |
110603 |
412.00 |
412.00 |
407.00 |
407.00 |
-0.50 |
0 |
22 |
+0 |
Total Volume and Open Interest |
3,632 |
12,758 |
+52 |
Rough Rice(CBOT) |
Jul11 |
110603 |
14.56 |
14.62 |
14.27 |
14.48 |
-0.09 |
1,723 |
12,827 |
-763 |
Sep11 |
110603 |
15.68 |
15.68 |
15.35 |
15.51 |
-0.13 |
905 |
5,543 |
-24 |
Nov11 |
110603 |
15.86 |
15.95 |
15.68 |
15.81 |
-0.14 |
106 |
2,033 |
+52 |
Jan12 |
110603 |
16.20 |
16.27 |
16.00 |
16.13 |
-0.14 |
1 |
253 |
-1 |
Total Volume and Open Interest |
2,739 |
20,957 |
-736 |
Live Cattle(CME) |
Jun11 |
110603 |
102.900 |
104.300 |
101.950 |
104.180 |
+1.580 |
20,986 |
42,704 |
-1,792 |
Aug11 |
110603 |
104.000 |
105.650 |
102.800 |
105.100 |
+1.420 |
31,621 |
141,805 |
+1,873 |
Oct11 |
110603 |
110.285 |
111.600 |
109.135 |
111.150 |
+1.200 |
9,233 |
77,011 |
+416 |
Dec11 |
110603 |
114.480 |
115.350 |
113.250 |
114.980 |
+0.750 |
8,226 |
53,372 |
+545 |
Feb12 |
110603 |
115.830 |
116.830 |
114.930 |
116.450 |
+0.350 |
3,417 |
14,278 |
+117 |
Apr12 |
110603 |
117.580 |
118.480 |
116.700 |
118.430 |
+0.580 |
850 |
7,260 |
-18 |
Total Volume and Open Interest |
74,581 |
338,057 |
+1,277 |
Feeder Cattle(CME) |
Aug11 |
110603 |
123.950 |
124.930 |
123.000 |
124.250 |
+0.365 |
3,524 |
21,983 |
+44 |
Sep11 |
110603 |
125.000 |
126.150 |
124.180 |
125.800 |
+0.900 |
924 |
5,569 |
+252 |
Oct11 |
110603 |
126.150 |
127.080 |
125.100 |
126.980 |
+0.880 |
877 |
4,531 |
+129 |
Nov11 |
110603 |
126.650 |
128.000 |
126.285 |
127.850 |
+0.550 |
635 |
1,997 |
+100 |
Jan12 |
110603 |
127.250 |
128.300 |
126.550 |
127.900 |
+0.570 |
573 |
982 |
+343 |
Mar12 |
110603 |
127.000 |
127.500 |
127.000 |
127.400 |
+0.600 |
18 |
63 |
+5 |
Apr12 |
110603 |
125.100 |
126.500 |
125.100 |
126.500 |
+0.800 |
3 |
10 |
+3 |
Total Volume and Open Interest |
6,554 |
35,135 |
+876 |
Lean Hogs(CME) |
Jun11 |
110603 |
89.650 |
89.650 |
88.680 |
89.230 |
+0.150 |
7,949 |
15,527 |
-1,167 |
Jul11 |
110603 |
88.285 |
88.550 |
87.350 |
87.850 |
-0.130 |
15,123 |
62,885 |
-384 |
Aug11 |
110603 |
89.650 |
90.150 |
88.800 |
89.480 |
-0.100 |
10,484 |
49,109 |
+704 |
Oct11 |
110603 |
84.180 |
84.500 |
83.385 |
83.950 |
+0.120 |
4,470 |
43,430 |
-143 |
Dec11 |
110603 |
82.200 |
82.550 |
81.500 |
82.550 |
+0.500 |
3,821 |
34,905 |
+301 |
Feb12 |
110603 |
84.300 |
84.950 |
83.650 |
84.850 |
+0.370 |
490 |
8,639 |
+11 |
Apr12 |
110603 |
85.800 |
86.400 |
85.430 |
86.400 |
+0.550 |
102 |
4,748 |
-12 |
May12 |
110603 |
90.200 |
90.200 |
90.200 |
90.200 |
+0.400 |
1 |
216 |
+0 |
Total Volume and Open Interest |
42,536 |
222,015 |
-625 |
Class III Milk(CME) |
Jun11 |
110603 |
18.93 |
19.05 |
18.89 |
18.95 |
+0.06 |
276 |
5,085 |
+75 |
Jul11 |
110603 |
19.98 |
20.25 |
19.87 |
20.00 |
+0.05 |
629 |
5,069 |
+174 |
Aug11 |
110603 |
19.50 |
19.61 |
19.23 |
19.35 |
-0.06 |
534 |
4,466 |
+44 |
Sep11 |
110603 |
19.16 |
19.29 |
18.85 |
18.98 |
-0.15 |
305 |
4,259 |
+94 |
Oct11 |
110603 |
18.55 |
18.61 |
18.17 |
18.35 |
-0.12 |
213 |
3,503 |
+91 |
Total Volume and Open Interest |
2,462 |
37,247 |
+639 |
Cocoa(ICE) |
Jul11 |
110603 |
2900 |
2905 |
2851 |
2878 |
-26 |
11,161 |
54,074 |
-1,782 |
Sep11 |
110603 |
2912 |
2920 |
2868 |
2894 |
-25 |
6,269 |
40,943 |
+3,390 |
Dec11 |
110603 |
2936 |
2950 |
2900 |
2927 |
-24 |
963 |
28,876 |
+413 |
Mar12 |
110603 |
3010 |
3010 |
2958 |
2982 |
-28 |
1,266 |
24,185 |
-579 |
May12 |
110603 |
3000 |
3000 |
2960 |
2978 |
-31 |
586 |
7,494 |
+497 |
Jul12 |
110603 |
2996 |
2996 |
2952 |
2977 |
-28 |
293 |
2,734 |
+129 |
Sep12 |
110603 |
2972 |
2974 |
2972 |
2974 |
-26 |
720 |
2,727 |
+520 |
Total Volume and Open Interest |
21,352 |
165,341 |
+2,660 |
Coffee "C"(ICE) |
Jul11 |
110603 |
261.25 |
273.80 |
256.85 |
270.95 |
+9.70 |
22,557 |
47,498 |
-757 |
Sep11 |
110603 |
265.40 |
276.75 |
260.50 |
274.15 |
+9.35 |
10,806 |
33,214 |
+2,953 |
Dec11 |
110603 |
269.10 |
281.60 |
264.80 |
278.15 |
+9.05 |
3,607 |
23,202 |
+522 |
Mar12 |
110603 |
274.00 |
283.50 |
269.60 |
280.55 |
+8.75 |
490 |
5,542 |
+296 |
May12 |
110603 |
274.95 |
285.00 |
271.75 |
281.95 |
+8.15 |
236 |
3,137 |
+69 |
Jul12 |
110603 |
274.75 |
281.70 |
271.25 |
281.40 |
+8.10 |
168 |
930 |
+95 |
Total Volume and Open Interest |
37,927 |
115,367 |
+3,175 |
Orange Juice(ICE) |
Jul11 |
110603 |
184.10 |
185.10 |
181.20 |
181.90 |
-1.70 |
1,191 |
25,568 |
-1,061 |
Sep11 |
110603 |
179.30 |
180.50 |
177.55 |
178.10 |
-1.05 |
707 |
6,643 |
+890 |
Nov11 |
110603 |
172.05 |
173.30 |
171.90 |
171.90 |
-0.20 |
173 |
2,669 |
+17 |
Jan12 |
110603 |
169.00 |
169.40 |
168.40 |
168.40 |
-0.30 |
11 |
389 |
-20 |
Mar12 |
110603 |
167.30 |
167.30 |
167.30 |
167.30 |
+0.20 |
5 |
134 |
+5 |
May12 |
110603 |
165.90 |
165.90 |
165.90 |
165.90 |
-0.10 |
0 |
80 |
+0 |
Total Volume and Open Interest |
2,087 |
35,547 |
-169 |
Sugar #11(ICE) |
Jul11 |
110603 |
23.62 |
24.22 |
23.52 |
23.95 |
+0.43 |
55,569 |
240,940 |
-3,126 |
Oct11 |
110603 |
23.49 |
23.75 |
23.15 |
23.61 |
+0.23 |
34,084 |
177,579 |
+7,993 |
Mar12 |
110603 |
23.55 |
23.92 |
23.34 |
23.77 |
+0.17 |
15,477 |
91,562 |
-258 |
May12 |
110603 |
23.25 |
23.48 |
23.02 |
23.41 |
+0.11 |
4,411 |
27,943 |
+79 |
Jul12 |
110603 |
23.05 |
23.20 |
22.81 |
23.15 |
-0.01 |
5,354 |
27,237 |
+1,246 |
Total Volume and Open Interest |
117,432 |
612,961 |
+6,479 |
London Cocoa(LCE) |
Jul11 |
110603 |
1795 |
1797 |
1770 |
1779 |
-17 |
6,566 |
76,798 |
-1,223 |
Sep11 |
110603 |
1812 |
1817 |
1790 |
1800 |
-17 |
3,676 |
38,314 |
+18 |
Dec11 |
110603 |
1842 |
1843 |
1817 |
1826 |
-19 |
1,182 |
33,786 |
+286 |
Mar12 |
110603 |
1865 |
1865 |
1840 |
1848 |
-20 |
777 |
37,020 |
-239 |
May12 |
110603 |
1863 |
1878 |
1852 |
1861 |
-17 |
39 |
9,672 |
-234 |
Jul12 |
110603 |
1885 |
1885 |
1865 |
1867 |
-18 |
5 |
4,300 |
+5 |
Sep12 |
110603 |
1875 |
1875 |
1873 |
1873 |
-17 |
5 |
3,163 |
-124 |
Total Volume and Open Interest |
13,250 |
210,822 |
-1,621 |
London Sugar(LCE) |
Aug11 |
110603 |
694.10 |
706.70 |
691.50 |
693.40 |
+9.50 |
4,271 |
25,572 |
-771 |
Oct11 |
110603 |
635.00 |
646.70 |
634.90 |
636.60 |
+8.30 |
1,291 |
10,933 |
+250 |
Dec11 |
110603 |
621.30 |
632.80 |
621.30 |
626.00 |
+8.10 |
561 |
4,977 |
+150 |
Mar12 |
110603 |
612.00 |
619.10 |
609.60 |
615.00 |
+6.60 |
454 |
3,571 |
+295 |
May12 |
110603 |
607.20 |
609.00 |
603.90 |
607.00 |
+5.80 |
139 |
1,788 |
+107 |
Total Volume and Open Interest |
6,806 |
48,769 |
+98 |
Cotton(ICE) |
Jul11 |
110603 |
165.23 |
168.49 |
160.66 |
161.63 |
-2.61 |
12,817 |
63,431 |
-1,595 |
Oct11 |
110603 |
146.00 |
151.04 |
146.00 |
147.60 |
-0.82 |
57 |
429 |
+26 |
Dec11 |
110603 |
139.19 |
140.90 |
137.25 |
138.70 |
-0.53 |
10,852 |
72,357 |
+4,263 |
Mar12 |
110603 |
129.03 |
131.07 |
127.60 |
128.99 |
-0.52 |
1,307 |
11,059 |
+61 |
May12 |
110603 |
120.30 |
122.24 |
118.97 |
120.24 |
-0.68 |
611 |
2,766 |
+155 |
Jul12 |
110603 |
115.00 |
116.00 |
113.50 |
113.67 |
-1.52 |
416 |
5,470 |
+230 |
Total Volume and Open Interest |
26,163 |
158,298 |
+3,156 |
Lumber(CME) |
Jul11 |
110603 |
233.2 |
234.5 |
225.0 |
227.0 |
-4.0 |
1,101 |
6,287 |
-333 |
Sep11 |
110603 |
256.7 |
256.8 |
247.0 |
247.2 |
-9.7 |
646 |
3,830 |
+399 |
Nov11 |
110603 |
258.2 |
258.2 |
252.0 |
252.0 |
-8.0 |
68 |
745 |
+24 |
Jan12 |
110603 |
272.9 |
272.9 |
268.9 |
269.0 |
-5.0 |
16 |
54 |
+9 |
Total Volume and Open Interest |
1,833 |
10,922 |
+99 |
Crude Oil(NYM) |
Jul11 |
110603 |
100.87 |
100.87 |
98.12 |
100.22 |
-0.18 |
376,476 |
355,555 |
-9,675 |
Aug11 |
110603 |
101.36 |
101.50 |
98.73 |
100.80 |
-0.20 |
83,667 |
104,752 |
+5,798 |
Sep11 |
110603 |
101.70 |
101.71 |
99.26 |
101.30 |
-0.19 |
49,674 |
105,949 |
-102 |
Oct11 |
110603 |
102.12 |
102.12 |
99.81 |
101.76 |
-0.19 |
15,183 |
51,209 |
+1,482 |
Nov11 |
110603 |
102.62 |
102.62 |
100.30 |
102.18 |
-0.16 |
9,632 |
36,145 |
-453 |
Dec11 |
110603 |
103.08 |
103.08 |
100.45 |
102.54 |
-0.12 |
50,793 |
188,652 |
+2,258 |
Jan12 |
110603 |
102.82 |
103.03 |
100.84 |
102.78 |
-0.10 |
8,443 |
42,632 |
+146 |
Feb12 |
110603 |
102.44 |
103.07 |
101.08 |
102.98 |
-0.08 |
5,673 |
22,216 |
+29 |
Mar12 |
110603 |
102.26 |
103.20 |
101.08 |
103.16 |
-0.06 |
7,113 |
27,420 |
-575 |
Apr12 |
110603 |
103.00 |
103.38 |
101.70 |
103.33 |
-0.05 |
2,005 |
16,397 |
+183 |
May12 |
110603 |
102.50 |
103.50 |
101.84 |
103.50 |
-0.04 |
2,693 |
17,077 |
-54 |
Jun12 |
110603 |
103.99 |
103.99 |
101.90 |
103.67 |
-0.02 |
14,603 |
78,015 |
-377 |
Jul12 |
110603 |
103.79 |
103.79 |
103.75 |
103.79 |
+0.04 |
2,999 |
26,239 |
+1,021 |
Aug12 |
110603 |
103.74 |
103.74 |
103.70 |
103.74 |
+0.06 |
1,072 |
15,910 |
+328 |
Sep12 |
110603 |
103.31 |
103.70 |
103.31 |
103.70 |
+0.09 |
1,125 |
13,422 |
-164 |
Oct12 |
110603 |
103.67 |
103.67 |
103.63 |
103.67 |
+0.12 |
302 |
9,093 |
+185 |
Total Volume and Open Interest |
655,628 |
1,511,593 |
+3,175 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110603 |
100.800 |
100.825 |
98.125 |
100.225 |
-0.175 |
9,886 |
3,366 |
+243 |
Aug11 |
110603 |
101.250 |
101.250 |
98.750 |
100.800 |
-0.200 |
405 |
849 |
+58 |
Sep11 |
110603 |
100.125 |
101.425 |
99.425 |
101.300 |
-0.200 |
133 |
339 |
+8 |
Oct11 |
110603 |
101.750 |
101.750 |
101.750 |
101.750 |
-0.200 |
1 |
112 |
-1 |
Nov11 |
110603 |
102.175 |
102.175 |
102.175 |
102.175 |
-0.175 |
4 |
14 |
-4 |
Dec11 |
110603 |
102.150 |
102.550 |
102.050 |
102.550 |
-0.100 |
3 |
328 |
-11 |
Jan12 |
110603 |
102.775 |
102.775 |
102.775 |
102.775 |
-0.100 |
2 |
9 |
-2 |
Feb12 |
110603 |
102.975 |
102.975 |
102.975 |
102.975 |
-0.075 |
0 |
3 |
+0 |
Mar12 |
110603 |
101.750 |
103.150 |
101.750 |
103.150 |
-0.075 |
0 |
8 |
+0 |
Total Volume and Open Interest |
10,434 |
5,187 |
+291 |
Heating Oil(NYM) |
Jul11 |
110603 |
305.57 |
306.91 |
298.52 |
305.67 |
+1.28 |
58,809 |
103,011 |
-649 |
Aug11 |
110603 |
306.75 |
308.22 |
300.00 |
307.03 |
+1.19 |
17,807 |
43,292 |
+127 |
Sep11 |
110603 |
307.87 |
309.28 |
301.92 |
308.80 |
+1.13 |
8,796 |
33,436 |
+876 |
Oct11 |
110603 |
309.66 |
311.52 |
304.20 |
310.55 |
+1.06 |
3,285 |
13,639 |
+513 |
Nov11 |
110603 |
311.74 |
312.40 |
305.78 |
312.11 |
+0.95 |
1,618 |
14,216 |
+119 |
Dec11 |
110603 |
313.35 |
314.55 |
307.12 |
313.59 |
+0.86 |
7,100 |
34,866 |
+316 |
Jan12 |
110603 |
310.75 |
315.21 |
309.60 |
315.10 |
+0.78 |
1,424 |
15,759 |
+466 |
Feb12 |
110603 |
314.76 |
315.64 |
314.76 |
315.34 |
+0.72 |
108 |
5,827 |
-5 |
Mar12 |
110603 |
314.32 |
314.32 |
314.32 |
314.32 |
+0.65 |
411 |
4,158 |
+269 |
Apr12 |
110603 |
310.26 |
312.09 |
310.26 |
312.09 |
+0.61 |
76 |
2,039 |
+13 |
May12 |
110603 |
310.06 |
310.06 |
310.06 |
310.06 |
+0.58 |
3 |
1,527 |
+0 |
Jun12 |
110603 |
309.18 |
309.18 |
308.61 |
308.61 |
+0.58 |
432 |
18,030 |
+147 |
Total Volume and Open Interest |
100,057 |
300,117 |
+2,323 |
Gasoline(NYMEX) |
Jul11 |
110603 |
298.36 |
300.41 |
292.00 |
299.31 |
+2.54 |
61,924 |
85,736 |
-5,273 |
Aug11 |
110603 |
295.91 |
297.41 |
289.92 |
296.56 |
+1.88 |
32,668 |
35,791 |
+4,434 |
Sep11 |
110603 |
291.21 |
294.70 |
288.51 |
294.53 |
+1.61 |
16,025 |
35,793 |
+828 |
Oct11 |
110603 |
276.97 |
282.95 |
276.57 |
282.51 |
+1.37 |
6,995 |
21,812 |
-780 |
Nov11 |
110603 |
274.85 |
279.84 |
274.48 |
279.84 |
+1.14 |
2,774 |
12,496 |
+419 |
Dec11 |
110603 |
278.34 |
279.12 |
273.35 |
278.70 |
+1.06 |
3,673 |
25,494 |
-255 |
Jan12 |
110603 |
275.72 |
279.39 |
275.72 |
279.39 |
+1.07 |
277 |
7,349 |
-80 |
Feb12 |
110603 |
278.76 |
281.06 |
278.50 |
281.06 |
+1.06 |
77 |
4,285 |
+22 |
Mar12 |
110603 |
282.84 |
282.84 |
282.84 |
282.84 |
+1.09 |
40 |
4,475 |
+5 |
Apr12 |
110603 |
294.54 |
294.54 |
294.54 |
294.54 |
+1.04 |
22 |
4,061 |
+14 |
Total Volume and Open Interest |
125,026 |
253,238 |
-434 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110603 |
299.30 |
299.31 |
299.30 |
299.30 |
+2.50 |
0 |
3 |
+0 |
Aug11 |
110603 |
296.60 |
296.60 |
296.56 |
296.60 |
+1.90 |
0 |
1 |
+0 |
Sep11 |
110603 |
294.50 |
294.53 |
294.50 |
294.50 |
+1.60 |
|
|
|
Oct11 |
110603 |
282.50 |
282.51 |
282.50 |
282.50 |
+1.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jul11 |
110603 |
4.785 |
4.807 |
4.683 |
4.707 |
-0.087 |
124,012 |
215,110 |
+888 |
Aug11 |
110603 |
4.821 |
4.836 |
4.717 |
4.739 |
-0.082 |
39,971 |
79,386 |
+858 |
Sep11 |
110603 |
4.816 |
4.832 |
4.725 |
4.745 |
-0.077 |
32,057 |
120,793 |
+2,026 |
Oct11 |
110603 |
4.836 |
4.860 |
4.751 |
4.774 |
-0.074 |
29,484 |
102,983 |
+1,389 |
Nov11 |
110603 |
4.958 |
4.958 |
4.866 |
4.882 |
-0.074 |
12,619 |
57,532 |
+804 |
Dec11 |
110603 |
5.139 |
5.147 |
5.057 |
5.076 |
-0.069 |
6,839 |
43,543 |
+406 |
Jan12 |
110603 |
5.237 |
5.250 |
5.164 |
5.180 |
-0.070 |
10,039 |
87,671 |
+779 |
Feb12 |
110603 |
5.183 |
5.238 |
5.143 |
5.161 |
-0.069 |
1,673 |
19,626 |
+262 |
Mar12 |
110603 |
5.166 |
5.167 |
5.073 |
5.094 |
-0.065 |
4,212 |
38,759 |
+98 |
Apr12 |
110603 |
4.952 |
4.999 |
4.900 |
4.933 |
-0.060 |
4,642 |
40,670 |
+830 |
May12 |
110603 |
4.974 |
4.984 |
4.934 |
4.941 |
-0.060 |
871 |
9,045 |
+227 |
Jun12 |
110603 |
5.038 |
5.038 |
4.968 |
4.968 |
-0.060 |
700 |
9,566 |
+249 |
Jul12 |
110603 |
5.034 |
5.045 |
5.000 |
5.006 |
-0.059 |
510 |
6,290 |
+153 |
Aug12 |
110603 |
5.062 |
5.075 |
5.021 |
5.033 |
-0.059 |
394 |
5,907 |
+99 |
Sep12 |
110603 |
5.077 |
5.085 |
5.033 |
5.042 |
-0.059 |
249 |
5,784 |
+65 |
Oct12 |
110603 |
5.160 |
5.160 |
5.080 |
5.088 |
-0.059 |
1,155 |
15,381 |
+176 |
Total Volume and Open Interest |
270,411 |
928,702 |
+9,609 |
Brent Crude Oil(ICE) |
Jul11 |
110603 |
115.66 |
116.25 |
113.40 |
115.84 |
+0.30 |
191,585 |
208,067 |
-8,172 |
Aug11 |
110603 |
115.38 |
115.87 |
113.03 |
115.46 |
+0.30 |
79,123 |
151,863 |
+4,138 |
Sep11 |
110603 |
114.95 |
115.41 |
112.61 |
115.01 |
+0.30 |
39,381 |
86,430 |
+944 |
Oct11 |
110603 |
114.56 |
115.00 |
112.26 |
114.61 |
+0.30 |
14,704 |
54,404 |
+2,510 |
Nov11 |
110603 |
114.27 |
114.70 |
111.99 |
114.33 |
+0.32 |
6,766 |
28,199 |
+731 |
Dec11 |
110603 |
114.00 |
114.43 |
111.74 |
114.07 |
+0.33 |
28,878 |
94,347 |
+931 |
Jan12 |
110603 |
112.88 |
114.21 |
111.58 |
113.87 |
+0.35 |
1,253 |
20,280 |
+278 |
Feb12 |
110603 |
112.66 |
113.99 |
111.69 |
113.65 |
+0.35 |
917 |
18,932 |
-255 |
Mar12 |
110603 |
112.51 |
113.44 |
111.46 |
113.44 |
+0.36 |
1,772 |
31,228 |
+195 |
Apr12 |
110603 |
113.22 |
113.22 |
113.22 |
113.22 |
+0.38 |
915 |
8,255 |
-113 |
May12 |
110603 |
113.00 |
113.00 |
113.00 |
113.00 |
+0.41 |
393 |
5,404 |
-75 |
Jun12 |
110603 |
112.69 |
113.03 |
110.51 |
112.80 |
+0.45 |
3,528 |
35,769 |
+930 |
Jul12 |
110603 |
112.59 |
112.59 |
112.59 |
112.59 |
+0.49 |
349 |
4,217 |
+102 |
Aug12 |
110603 |
112.37 |
112.37 |
112.37 |
112.37 |
+0.54 |
298 |
2,536 |
+48 |
Total Volume and Open Interest |
378,764 |
877,674 |
+3,167 |
Gas Oil(ICE) |
Jun11 |
110603 |
959.50 |
963.50 |
940.25 |
950.75 |
+6.75 |
34,930 |
95,670 |
-7,303 |
Jul11 |
110603 |
962.75 |
966.50 |
943.25 |
953.75 |
+6.25 |
77,377 |
113,303 |
-3,709 |
Aug11 |
110603 |
966.75 |
970.00 |
946.75 |
957.25 |
+6.25 |
26,026 |
60,098 |
+1,952 |
Sep11 |
110603 |
970.00 |
970.50 |
950.00 |
960.25 |
+6.25 |
11,201 |
47,641 |
-441 |
Oct11 |
110603 |
972.00 |
972.00 |
953.75 |
962.25 |
+6.00 |
4,265 |
28,939 |
-259 |
Nov11 |
110603 |
973.00 |
973.00 |
953.00 |
963.25 |
+6.00 |
1,974 |
24,990 |
-482 |
Dec11 |
110603 |
975.00 |
977.00 |
954.50 |
964.75 |
+6.00 |
11,976 |
58,295 |
+524 |
Jan12 |
110603 |
977.25 |
979.00 |
957.25 |
967.25 |
+6.00 |
1,922 |
24,152 |
-584 |
Feb12 |
110603 |
970.00 |
977.75 |
958.00 |
968.00 |
+6.00 |
546 |
7,233 |
+264 |
Mar12 |
110603 |
970.75 |
972.25 |
966.00 |
967.75 |
+6.00 |
611 |
7,024 |
+257 |
Total Volume and Open Interest |
175,614 |
559,752 |
-9,230 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110603 |
2.656 |
2.659 |
2.645 |
2.649 |
-0.014 |
357 |
1,259 |
-40 |
Aug11 |
110603 |
2.650 |
2.664 |
2.645 |
2.651 |
-0.015 |
224 |
1,352 |
-7 |
Sep11 |
110603 |
2.617 |
2.620 |
2.601 |
2.606 |
-0.013 |
79 |
1,187 |
+29 |
Oct11 |
110603 |
2.515 |
2.525 |
2.509 |
2.512 |
-0.011 |
58 |
900 |
+26 |
Nov11 |
110603 |
2.455 |
2.465 |
2.439 |
2.449 |
-0.010 |
3 |
812 |
+3 |
Dec11 |
110603 |
2.425 |
2.442 |
2.415 |
2.430 |
-0.008 |
20 |
1,148 |
+17 |
Jan12 |
110603 |
2.396 |
2.417 |
2.395 |
2.411 |
+0.003 |
29 |
597 |
+0 |
Total Volume and Open Interest |
853 |
8,265 |
-10 |
WTI Crude Oil(ICE |
Jul11 |
110603 |
100.71 |
100.73 |
98.14 |
100.22 |
-0.18 |
83,739 |
94,753 |
-2,721 |
Aug11 |
110603 |
101.17 |
101.19 |
98.74 |
100.80 |
-0.20 |
20,908 |
40,413 |
+418 |
Sep11 |
110603 |
101.65 |
101.65 |
99.30 |
101.30 |
-0.19 |
13,581 |
35,358 |
-250 |
Oct11 |
110603 |
101.86 |
101.95 |
99.79 |
101.76 |
-0.19 |
6,335 |
19,445 |
+238 |
Nov11 |
110603 |
101.40 |
102.38 |
100.50 |
102.18 |
-0.16 |
5,023 |
14,590 |
-65 |
Dec11 |
110603 |
101.73 |
102.74 |
100.50 |
102.54 |
-0.12 |
16,464 |
83,588 |
+621 |
Jan12 |
110603 |
101.94 |
102.83 |
101.13 |
102.78 |
-0.10 |
2,664 |
12,109 |
+109 |
Feb12 |
110603 |
102.12 |
103.04 |
101.31 |
102.98 |
-0.08 |
1,050 |
4,136 |
+46 |
Mar12 |
110603 |
102.28 |
103.16 |
101.34 |
103.16 |
-0.06 |
1,259 |
11,998 |
+267 |
Apr12 |
110603 |
103.33 |
103.33 |
103.33 |
103.33 |
-0.05 |
240 |
4,101 |
+7 |
May12 |
110603 |
103.50 |
103.50 |
103.50 |
103.50 |
-0.04 |
756 |
2,756 |
+78 |
Jun12 |
110603 |
102.50 |
103.67 |
101.84 |
103.67 |
-0.02 |
3,453 |
26,425 |
+1,042 |
Jul12 |
110603 |
103.79 |
103.79 |
103.79 |
103.79 |
+0.04 |
214 |
1,839 |
+47 |
Aug12 |
110603 |
103.74 |
103.74 |
103.74 |
103.74 |
+0.06 |
19 |
896 |
+12 |
Sep12 |
110603 |
103.70 |
103.70 |
103.70 |
103.70 |
+0.09 |
103 |
4,300 |
+0 |
Oct12 |
110603 |
103.67 |
103.67 |
103.67 |
103.67 |
+0.12 |
0 |
511 |
+0 |
Total Volume and Open Interest |
160,527 |
461,479 |
+870 |
US Dollar Index(ICE) |
Jun11 |
110603 |
74.365 |
74.505 |
73.725 |
73.808 |
-0.567 |
33,479 |
57,185 |
+2,948 |
Sep11 |
110603 |
74.800 |
74.910 |
74.140 |
74.217 |
-0.573 |
795 |
1,808 |
+254 |
Dec11 |
110603 |
75.050 |
75.050 |
74.683 |
74.683 |
-0.637 |
0 |
2 |
+0 |
Total Volume and Open Interest |
34,274 |
58,996 |
+3,202 |
Australian Dollar(CME) |
Jun11 |
110603 |
106.59 |
107.65 |
105.84 |
107.21 |
+0.62 |
140,568 |
115,612 |
+1,376 |
Sep11 |
110603 |
105.35 |
106.28 |
104.52 |
105.85 |
+0.60 |
2,054 |
3,722 |
+543 |
Dec11 |
110603 |
104.22 |
104.61 |
104.02 |
104.61 |
+0.59 |
2 |
86 |
+1 |
Total Volume and Open Interest |
142,624 |
119,422 |
+1,920 |
British Pound(CME) |
Jun11 |
110603 |
163.71 |
164.38 |
162.81 |
164.15 |
+0.56 |
130,405 |
105,991 |
-761 |
Sep11 |
110603 |
163.48 |
164.15 |
162.62 |
163.94 |
+0.55 |
638 |
1,536 |
+260 |
Dec11 |
110603 |
163.30 |
163.72 |
163.16 |
163.72 |
+0.56 |
0 |
48 |
+0 |
Total Volume and Open Interest |
131,043 |
107,584 |
-501 |
Canadian Dollar(CME) |
Jun11 |
110603 |
102.48 |
102.59 |
101.47 |
102.30 |
-0.13 |
101,161 |
111,129 |
+153 |
Sep11 |
110603 |
102.23 |
102.34 |
101.24 |
102.06 |
-0.13 |
2,649 |
12,544 |
+1,518 |
Dec11 |
110603 |
101.60 |
101.93 |
101.09 |
101.82 |
-0.11 |
98 |
2,867 |
-83 |
Mar12 |
110603 |
101.00 |
101.67 |
101.00 |
101.54 |
-0.13 |
11 |
396 |
+1 |
Total Volume and Open Interest |
103,929 |
127,250 |
+1,596 |
Japanese Yen(CME) |
Jun11 |
110603 |
123.56 |
124.93 |
123.45 |
124.60 |
+0.92 |
129,977 |
94,514 |
+3,025 |
Sep11 |
110603 |
123.55 |
124.97 |
123.50 |
124.66 |
+0.93 |
1,769 |
4,851 |
+642 |
Dec11 |
110603 |
124.80 |
124.80 |
123.83 |
124.75 |
+0.92 |
46 |
243 |
+23 |
Total Volume and Open Interest |
131,792 |
99,619 |
+3,690 |
Swiss Franc(CME) |
Jun11 |
110603 |
118.72 |
120.05 |
118.40 |
119.58 |
+0.85 |
61,669 |
68,757 |
+2,576 |
Sep11 |
110603 |
118.76 |
120.10 |
118.51 |
119.67 |
+0.86 |
994 |
1,717 |
+206 |
Dec11 |
110603 |
119.84 |
120.24 |
118.89 |
119.74 |
+0.85 |
1 |
19 |
+1 |
Total Volume and Open Interest |
62,664 |
70,496 |
+2,783 |
EuroFX(CME) |
Jun11 |
110603 |
144.86 |
146.41 |
144.48 |
146.22 |
+1.42 |
362,977 |
265,302 |
+3,574 |
Sep11 |
110603 |
144.48 |
146.01 |
144.10 |
145.82 |
+1.41 |
6,677 |
9,758 |
+1,939 |
Dec11 |
110603 |
144.50 |
145.38 |
143.99 |
145.38 |
+1.39 |
0 |
171 |
+0 |
Total Volume and Open Interest |
369,654 |
275,614 |
+5,513 |
Mexican Peso(CME) |
Jun11 |
110603 |
859.0 |
860.0 |
851.8 |
857.5 |
-0.8 |
42,472 |
140,378 |
-1,574 |
Jul11 |
110603 |
856.5 |
857.0 |
856.5 |
856.5 |
-0.5 |
|
|
|
Total Volume and Open Interest |
42,697 |
140,957 |
-1,573 |
30-Year T-Bonds(CBOT) |
Jun11 |
110531 |
125~260 |
126~090 |
125~110 |
126~050 |
+0~090 |
370,649 |
125,465 |
-108,773 |
Sep11 |
110603 |
124~300 |
125~290 |
124~240 |
125~080 |
+0~120 |
428,873 |
664,331 |
+16,666 |
Dec11 |
110603 |
124~000 |
124~030 |
123~130 |
123~250 |
+0~120 |
34 |
46 |
+28 |
Total Volume and Open Interest |
501,875 |
736,733 |
-4,220 |
10-Year T-Notes(CBOT) |
Jun11 |
110603 |
124~135 |
125~065 |
124~125 |
124~235 |
+0~110 |
251,179 |
172,409 |
-78,541 |
Sep11 |
110603 |
122~315 |
123~260 |
122~305 |
123~105 |
+0~115 |
1,663,554 |
1,694,681 |
-27,492 |
Dec11 |
110603 |
122~170 |
122~170 |
121~310 |
122~105 |
+0~115 |
4 |
13 |
+0 |
Total Volume and Open Interest |
1,914,737 |
1,867,103 |
-106,033 |
5-Year T-Notes(CBOT) |
Jun11 |
110531 |
120~025 |
120~044 |
119~120 |
120~036 |
+0~019 |
765,609 |
270,565 |
-196,975 |
Sep11 |
110603 |
119~042 |
119~114 |
119~040 |
119~071 |
+0~030 |
780,683 |
1,370,580 |
+19,672 |
Dec11 |
110603 |
118~095 |
118~095 |
118~065 |
118~095 |
+0~030 |
|
|
|
Total Volume and Open Interest |
934,139 |
1,525,117 |
-30,852 |
2 Year T-Notes(CBOT) |
Jun11 |
110603 |
109~123 |
110~005 |
109~121 |
110~001 |
+0~008 |
65,232 |
69,771 |
-14,836 |
Sep11 |
110603 |
109~080 |
109~094 |
109~078 |
109~089 |
+0~010 |
298,984 |
993,105 |
+30,917 |
Dec11 |
110603 |
109~033 |
109~033 |
109~023 |
109~033 |
+0~010 |
0 |
20 |
+0 |
Total Volume and Open Interest |
364,216 |
1,062,896 |
+16,081 |
Eurodollars(CME) |
Jun11 |
110603 |
99.740 |
99.743 |
99.738 |
99.740 |
+0.002 |
118,555 |
909,652 |
+11,281 |
Sep11 |
110603 |
99.660 |
99.680 |
99.660 |
99.665 |
unch |
218,836 |
1,223,564 |
-27,484 |
Dec11 |
110603 |
99.590 |
99.620 |
99.590 |
99.605 |
+0.010 |
316,941 |
1,542,821 |
-19,817 |
Mar12 |
110603 |
99.500 |
99.545 |
99.495 |
99.525 |
+0.020 |
438,732 |
1,670,291 |
-4,803 |
Jun12 |
110603 |
99.355 |
99.420 |
99.350 |
99.395 |
+0.035 |
422,382 |
1,513,907 |
-1,833 |
Sep12 |
110603 |
99.155 |
99.240 |
99.150 |
99.205 |
+0.045 |
333,308 |
832,220 |
+14,369 |
Dec12 |
110603 |
98.915 |
99.020 |
98.915 |
98.970 |
+0.045 |
296,722 |
591,440 |
+1,571 |
Mar13 |
110603 |
98.690 |
98.810 |
98.690 |
98.745 |
+0.045 |
256,728 |
426,460 |
+6,331 |
Jun13 |
110603 |
98.460 |
98.580 |
98.455 |
98.500 |
+0.040 |
181,474 |
286,323 |
+14,100 |
Sep13 |
110603 |
98.215 |
98.345 |
98.210 |
98.255 |
+0.040 |
145,099 |
246,125 |
-3,454 |
Dec13 |
110603 |
97.955 |
98.090 |
97.955 |
97.995 |
+0.040 |
151,105 |
199,859 |
+4,080 |
Mar14 |
110603 |
97.715 |
97.850 |
97.715 |
97.750 |
+0.035 |
100,903 |
186,908 |
+3,811 |
Jun14 |
110603 |
97.470 |
97.600 |
97.470 |
97.505 |
+0.035 |
43,142 |
108,882 |
+2,304 |
Sep14 |
110603 |
97.240 |
97.355 |
97.230 |
97.265 |
+0.035 |
33,803 |
66,233 |
+1,872 |
Dec14 |
110603 |
96.985 |
97.110 |
96.980 |
97.015 |
+0.035 |
32,306 |
69,987 |
+1,750 |
Mar15 |
110603 |
96.755 |
96.890 |
96.755 |
96.800 |
+0.035 |
23,036 |
52,543 |
+2,666 |
Jun15 |
110603 |
4.800 |
4.925 |
4.800 |
4.835 |
+0.035 |
12,433 |
48,271 |
+1,306 |
Sep15 |
110603 |
4.600 |
4.715 |
4.595 |
4.635 |
+0.035 |
12,530 |
43,538 |
+1,295 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jun11 |
110603 |
99.900 |
99.900 |
99.895 |
99.900 |
unch |
2,137 |
59,527 |
+832 |
Jul11 |
110603 |
99.895 |
99.900 |
99.895 |
99.895 |
unch |
2,274 |
52,664 |
-1,078 |
Aug11 |
110603 |
99.880 |
99.885 |
99.880 |
99.885 |
unch |
2,573 |
50,888 |
+72 |
Sep11 |
110603 |
99.865 |
99.870 |
99.865 |
99.865 |
unch |
3,416 |
45,238 |
-625 |
Oct11 |
110603 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
2,932 |
55,444 |
+596 |
Nov11 |
110603 |
99.835 |
99.845 |
99.835 |
99.840 |
unch |
3,046 |
54,710 |
+511 |
Total Volume and Open Interest |
63,360 |
685,434 |
-66,353 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110603 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
750 |
+0 |
Sep11 |
110603 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110603 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
75 |
+0 |
Mar12 |
110603 |
99.658 |
99.658 |
99.658 |
99.658 |
unch |
|
|
|
Jun12 |
110603 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep12 |
110603 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec12 |
110603 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Mar13 |
110603 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
|
|
|
Jun13 |
110603 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep13 |
110603 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun11 |
110603 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
5,803 |
+0 |
Sep11 |
110603 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,466 |
+0 |
Dec11 |
110603 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110603 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
4,177 |
+0 |
Jun12 |
110603 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110603 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110603 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110603 |
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 |
110603 |
141.04 |
141.13 |
140.86 |
141.13 |
+0.10 |
5,386 |
23,726 |
+1,795 |
Sep11 |
110603 |
140.88 |
140.95 |
140.70 |
140.95 |
+0.11 |
2,392 |
1,821 |
-38 |
Dec11 |
110603 |
138.86 |
138.86 |
138.86 |
138.86 |
+0.11 |
0 |
1 |
+1 |
Total Volume and Open Interest |
7,778 |
25,548 |
+1,560 |
Euro-Bund(EUREX) |
Jun11 |
110603 |
125.48 |
126.04 |
125.03 |
125.22 |
-0.13 |
1,120,837 |
948,472 |
-36,883 |
Sep11 |
110603 |
125.21 |
125.76 |
124.73 |
124.91 |
-0.53 |
187,424 |
201,701 |
+91,078 |
Dec11 |
110603 |
124.32 |
124.39 |
123.88 |
123.88 |
-0.64 |
|
|
|
Total Volume and Open Interest |
1,534,512 |
1,085,916 |
+26,821 |
Euro-Bobl(EUREX) |
Jun11 |
110602 |
117.13 |
117.20 |
116.71 |
116.99 |
-0.05 |
853,382 |
751,236 |
+0 |
Sep11 |
110603 |
116.27 |
116.69 |
115.96 |
116.16 |
-0.32 |
205,462 |
225,381 |
+72,826 |
Dec11 |
110603 |
115.30 |
115.30 |
115.30 |
115.30 |
-1.24 |
|
|
|
Total Volume and Open Interest |
1,025,803 |
922,461 |
+18,670 |
3-Mth Euribor(EUREX) |
Jun11 |
110603 |
98.525 |
98.525 |
98.525 |
98.525 |
-0.005 |
121 |
4,827 |
+0 |
Sep11 |
110603 |
98.285 |
98.295 |
98.275 |
98.275 |
-0.015 |
122 |
1,933 |
+31 |
Dec11 |
110603 |
98.110 |
98.110 |
98.100 |
98.100 |
-0.025 |
11 |
1,312 |
+6 |
Total Volume and Open Interest |
272 |
11,582 |
+33 |
Long Gilt(LIFFE) |
Jun11 |
110603 |
121~26 |
122~07 |
121~21 |
121~24 |
-0~06 |
31,137 |
57,134 |
-91 |
Sep11 |
110603 |
120~17 |
121~00 |
120~10 |
120~15 |
-0~06 |
128,054 |
360,432 |
+18,509 |
Total Volume and Open Interest |
159,191 |
417,566 |
+18,418 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110603 |
99.16 |
99.18 |
99.16 |
99.17 |
unch |
16,241 |
428,894 |
-5,069 |
Sep11 |
110603 |
99.08 |
99.11 |
99.08 |
99.10 |
unch |
54,805 |
432,163 |
-8,893 |
Dec11 |
110603 |
98.97 |
99.01 |
98.97 |
98.99 |
unch |
71,230 |
435,324 |
-10,004 |
Mar12 |
110603 |
98.85 |
98.89 |
98.84 |
98.86 |
unch |
81,722 |
410,141 |
-5,970 |
Jun12 |
110603 |
98.70 |
98.75 |
98.69 |
98.70 |
-0.01 |
71,285 |
344,060 |
+2,464 |
Sep12 |
110603 |
98.53 |
98.57 |
98.51 |
98.52 |
-0.02 |
57,643 |
251,498 |
+11,883 |
Total Volume and Open Interest |
491,187 |
2,913,921 |
+24,496 |
3-Mth Euribor(LIFFE) |
Jun11 |
110603 |
98.530 |
98.545 |
98.520 |
98.525 |
-0.005 |
73,759 |
690,148 |
+9,457 |
Sep11 |
110603 |
98.280 |
98.310 |
98.260 |
98.275 |
-0.015 |
134,422 |
650,533 |
+13,535 |
Dec11 |
110603 |
98.105 |
98.160 |
98.080 |
98.100 |
-0.025 |
138,227 |
563,997 |
-1,062 |
Total Volume and Open Interest |
953,131 |
3,787,647 |
+24,582 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110603 |
94.98 |
94.98 |
94.97 |
94.98 |
unch |
35,364 |
113,551 |
-12,806 |
Sep11 |
110603 |
94.93 |
94.94 |
94.91 |
94.92 |
-0.01 |
71,322 |
252,459 |
-2,476 |
Dec11 |
110603 |
94.86 |
94.88 |
94.84 |
94.85 |
-0.01 |
42,846 |
174,535 |
+6,314 |
Mar12 |
110603 |
94.81 |
94.84 |
94.79 |
94.81 |
unch |
13,438 |
97,001 |
+4,503 |
Jun12 |
110603 |
94.77 |
94.80 |
94.75 |
94.78 |
+0.01 |
4,196 |
57,888 |
+879 |
Sep12 |
110603 |
94.74 |
94.75 |
94.72 |
94.75 |
+0.02 |
6,424 |
51,564 |
-2,938 |
Dec12 |
110603 |
94.71 |
94.71 |
94.68 |
94.71 |
+0.02 |
6,895 |
31,354 |
+2,061 |
Mar13 |
110603 |
94.67 |
94.68 |
94.66 |
94.68 |
+0.02 |
2,892 |
22,641 |
+725 |
Jun13 |
110603 |
94.64 |
94.65 |
94.62 |
94.65 |
+0.01 |
82 |
2,198 |
+3 |
Sep13 |
110603 |
94.60 |
94.62 |
94.59 |
94.61 |
-0.01 |
69 |
1,555 |
+4 |
Total Volume and Open Interest |
183,530 |
805,652 |
-3,729 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110603 |
94.77 |
94.82 |
94.74 |
94.78 |
+0.01 |
64,534 |
422,919 |
+2,145 |
Sep11 |
110603 |
94.80 |
94.80 |
94.76 |
94.76 |
unch |
14 |
32 |
+14 |
Total Volume and Open Interest |
64,548 |
422,951 |
+2,159 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110602 |
95.04 |
95.14 |
95.04 |
95.09 |
+0.04 |
225,387 |
761,173 |
+0 |
Sep11 |
110603 |
95.03 |
95.03 |
95.03 |
95.03 |
unch |
1,319 |
1,594 |
+1,319 |
Total Volume and Open Interest |
184,634 |
770,462 |
+9,014 |
Gold(CMX) |
Jun11 |
110603 |
1534.7 |
1545.7 |
1525.0 |
1541.7 |
+9.7 |
2,845 |
5,792 |
-759 |
Aug11 |
110603 |
1535.0 |
1548.4 |
1524.9 |
1542.4 |
+9.7 |
153,611 |
340,243 |
+9,424 |
Oct11 |
110603 |
1535.6 |
1548.9 |
1527.2 |
1543.6 |
+9.6 |
906 |
10,392 |
+271 |
Dec11 |
110603 |
1537.2 |
1550.0 |
1528.1 |
1544.9 |
+9.6 |
3,331 |
68,135 |
-210 |
Feb12 |
110603 |
1548.7 |
1548.7 |
1545.5 |
1546.1 |
+9.6 |
322 |
8,627 |
+70 |
Apr12 |
110603 |
1539.8 |
1548.5 |
1539.8 |
1547.3 |
+9.6 |
319 |
5,289 |
-60 |
Jun12 |
110603 |
1541.5 |
1549.6 |
1532.0 |
1548.8 |
+9.5 |
105 |
12,661 |
+37 |
Aug12 |
110603 |
1550.7 |
1550.7 |
1550.7 |
1550.7 |
+9.5 |
0 |
4,530 |
+0 |
Oct12 |
110603 |
1552.7 |
1552.7 |
1552.7 |
1552.7 |
+9.4 |
45 |
3,954 |
+0 |
Dec12 |
110603 |
1555.7 |
1555.7 |
1555.2 |
1555.2 |
+9.3 |
1,214 |
12,048 |
+123 |
Feb13 |
110603 |
1558.3 |
1558.3 |
1558.3 |
1558.3 |
+9.3 |
0 |
255 |
+0 |
Apr13 |
110603 |
1561.7 |
1561.7 |
1561.7 |
1561.7 |
+9.3 |
|
|
|
Total Volume and Open Interest |
164,290 |
510,629 |
+9,229 |
Silver(CMX) |
Jul11 |
110603 |
3621.0 |
3643.5 |
3506.5 |
3619.1 |
-1.1 |
81,087 |
57,741 |
-1,131 |
Sep11 |
110603 |
3622.0 |
3642.0 |
3516.5 |
3621.1 |
-1.3 |
4,012 |
14,520 |
+1,011 |
Dec11 |
110603 |
3632.0 |
3646.0 |
3516.5 |
3622.9 |
-1.5 |
2,305 |
24,156 |
+930 |
Mar12 |
110603 |
3627.0 |
3627.0 |
3535.5 |
3619.1 |
-1.5 |
134 |
3,694 |
-13 |
May12 |
110603 |
3616.5 |
3617.5 |
3615.7 |
3615.7 |
-1.5 |
67 |
1,182 |
+14 |
Jul12 |
110603 |
3621.5 |
3621.5 |
3554.0 |
3613.2 |
-1.5 |
35 |
1,813 |
-1 |
Sep12 |
110603 |
3610.0 |
3619.5 |
3610.0 |
3611.1 |
-1.6 |
2 |
101 |
-2 |
Total Volume and Open Interest |
88,205 |
121,702 |
+849 |
Platinum(NYMEX) |
Jul11 |
110603 |
1815.4 |
1826.5 |
1806.0 |
1823.7 |
+5.9 |
6,051 |
31,893 |
-243 |
Oct11 |
110603 |
1816.5 |
1829.4 |
1810.0 |
1827.2 |
+5.9 |
915 |
3,336 |
+485 |
Jan12 |
110603 |
1830.1 |
1830.1 |
1830.1 |
1830.1 |
+6.1 |
21 |
118 |
+15 |
Apr12 |
110603 |
1832.1 |
1832.1 |
1832.1 |
1832.1 |
+6.1 |
0 |
26 |
+0 |
Total Volume and Open Interest |
6,987 |
35,378 |
+257 |
Palladium(NYMEX) |
Jun11 |
110603 |
762.95 |
783.25 |
762.95 |
783.25 |
+14.85 |
115 |
617 |
-321 |
Sep11 |
110603 |
770.40 |
787.75 |
761.50 |
785.40 |
+15.00 |
3,996 |
19,319 |
+711 |
Dec11 |
110603 |
774.50 |
786.70 |
774.50 |
786.70 |
+15.05 |
18 |
546 |
+3 |
Total Volume and Open Interest |
4,129 |
20,497 |
+393 |
Copper(CMX) |
Jul11 |
110603 |
409.80 |
414.35 |
404.80 |
413.45 |
+5.00 |
38,510 |
58,162 |
-1,206 |
Sep11 |
110603 |
411.50 |
416.20 |
407.30 |
415.40 |
+5.00 |
5,430 |
39,278 |
+1,091 |
Dec11 |
110603 |
414.00 |
418.00 |
409.35 |
417.20 |
+4.85 |
948 |
14,411 |
+19 |
Mar12 |
110603 |
414.65 |
418.35 |
411.50 |
418.35 |
+4.85 |
145 |
5,292 |
+80 |
May12 |
110603 |
418.00 |
418.60 |
418.00 |
418.60 |
+4.85 |
0 |
1,575 |
+0 |
Total Volume and Open Interest |
45,569 |
123,822 |
-97 |
DJIA Index(CBOT) |
Jun11 |
110603 |
12211 |
12224 |
12089 |
12125 |
-113 |
356 |
24,263 |
-21 |
Sep11 |
110603 |
12056 |
12169 |
12056 |
12056 |
-113 |
4 |
27 |
+3 |
Dec11 |
110603 |
11985 |
12098 |
11985 |
11985 |
-113 |
0 |
7 |
+0 |
Mar12 |
110603 |
11925 |
12038 |
11925 |
11925 |
-113 |
|
|
|
Total Volume and Open Interest |
360 |
24,297 |
-18 |
S & P 500(CME) |
Jun11 |
110603 |
1307.20 |
1313.30 |
1294.60 |
1296.30 |
-16.10 |
21,949 |
312,949 |
-1,855 |
Sep11 |
110603 |
1291.00 |
1302.00 |
1290.80 |
1290.90 |
-16.10 |
920 |
11,311 |
+590 |
Dec11 |
110603 |
1285.30 |
1285.70 |
1285.30 |
1285.30 |
-16.10 |
20 |
6,641 |
+18 |
Mar12 |
110603 |
1280.30 |
1280.70 |
1280.30 |
1280.30 |
-16.10 |
|
|
|
Total Volume and Open Interest |
22,889 |
330,906 |
-1,247 |
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 |
110603 |
1307.25 |
1307.75 |
1289.25 |
1291.00 |
-16.00 |
6,699 |
48,321 |
+1,750 |
Total Volume and Open Interest |
2,688,583 |
2,888,084 |
+21,146 |
NASDAQ 100(CME) |
Jun11 |
110603 |
2326.00 |
2327.30 |
2286.00 |
2287.50 |
-38.50 |
1,281 |
17,826 |
-197 |
Sep11 |
110603 |
2303.00 |
2304.50 |
2284.00 |
2284.00 |
-38.50 |
8 |
116 |
+3 |
Dec11 |
110603 |
2280.50 |
2284.00 |
2280.50 |
2280.50 |
-38.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,289 |
17,943 |
-194 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110603 |
2325.80 |
2328.00 |
2284.80 |
2287.50 |
-38.50 |
325,409 |
346,013 |
-3,690 |
Sep11 |
110603 |
2321.00 |
2324.30 |
2282.80 |
2284.00 |
-38.50 |
1,352 |
1,993 |
+477 |
Total Volume and Open Interest |
326,762 |
348,020 |
-3,212 |
S & P Midcap 400(CME) |
Jun11 |
110603 |
967.00 |
980.00 |
950.00 |
960.20 |
-12.90 |
1 |
1,722 |
+1 |
Sep11 |
110603 |
957.60 |
959.50 |
957.60 |
957.60 |
-12.90 |
|
|
|
Dec11 |
110603 |
956.00 |
957.90 |
956.00 |
956.00 |
-12.90 |
|
|
|
Total Volume and Open Interest |
1 |
1,722 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110603 |
9570 |
9600 |
9435 |
9460 |
-105 |
8,528 |
46,144 |
-128 |
Sep11 |
110603 |
9625 |
9630 |
9470 |
9485 |
-105 |
436 |
904 |
+403 |
Total Volume and Open Interest |
8,964 |
47,048 |
+275 |
Nikkei 225(SGX) |
Jun11 |
110603 |
9570 |
9605 |
9490 |
9530 |
-45 |
84,682 |
237,267 |
+2,068 |
Sep11 |
110603 |
9555 |
9595 |
9485 |
9520 |
-55 |
663 |
10,661 |
+3,529 |
Dec11 |
110603 |
9465 |
9465 |
9465 |
9465 |
-50 |
0 |
6,659 |
+0 |
Total Volume and Open Interest |
85,359 |
260,209 |
+6,245 |
CAC 40(EURONEXT) |
Jun11 |
110603 |
3887.0 |
3893.5 |
3830.0 |
3876.0 |
-0.5 |
140,341 |
385,449 |
+5,080 |
Jul11 |
110603 |
3877.0 |
3888.5 |
3835.0 |
3873.0 |
-0.5 |
105 |
216 |
+98 |
Aug11 |
110603 |
3877.5 |
3877.5 |
3877.5 |
3877.5 |
-0.5 |
|
|
|
Total Volume and Open Interest |
141,041 |
387,087 |
+5,272 |
Hang Seng Index(HKFE) |
Jun11 |
110603 |
23206 |
23234 |
22863 |
22940 |
-228 |
60,909 |
98,951 |
+3,975 |
Jul11 |
110603 |
23108 |
23238 |
22876 |
22943 |
-221 |
542 |
543 |
+138 |
Total Volume and Open Interest |
61,714 |
104,327 |
+4,166 |
DAX(EUREX) |
Jun11 |
110603 |
7100.0 |
7148.5 |
7023.0 |
7103.0 |
+15.0 |
158,178 |
173,921 |
-4,898 |
Sep11 |
110603 |
7128.0 |
7170.0 |
7050.0 |
7126.5 |
+15.0 |
2,918 |
15,308 |
+906 |
Dec11 |
110603 |
7163.0 |
7186.5 |
7083.5 |
7155.5 |
+15.5 |
132 |
1,500 |
-3 |
Total Volume and Open Interest |
161,228 |
190,729 |
-3,995 |
FT-SE 100(EURONEXT) |
Jun11 |
110603 |
5867.50 |
5874.00 |
5805.50 |
5850.00 |
-4.50 |
118,540 |
666,337 |
+12,847 |
Sep11 |
110603 |
5820.50 |
5840.00 |
5781.50 |
5814.50 |
-5.00 |
442 |
32,006 |
+432 |
Dec11 |
110603 |
5802.00 |
5802.00 |
5779.00 |
5791.00 |
-5.00 |
0 |
285 |
+0 |
Total Volume and Open Interest |
118,982 |
698,768 |
+13,279 |
SPI 200(SFE) |
Jun11 |
110603 |
4601.0 |
4620.0 |
4576.0 |
4580.0 |
-26.0 |
45,598 |
191,394 |
+7,821 |
Sep11 |
110603 |
4592.0 |
4606.0 |
4567.0 |
4569.0 |
-26.0 |
502 |
4,906 |
+169 |
Dec11 |
110603 |
4586.0 |
4586.0 |
4586.0 |
4586.0 |
-26.0 |
15 |
2,906 |
+0 |
Total Volume and Open Interest |
46,242 |
201,020 |
+8,113 |
GSCI(CME) |
Jun11 |
110603 |
36.64 |
47.14 |
34.89 |
46.64 |
+2.50 |
291 |
10,682 |
-3 |
Jul11 |
110603 |
36.04 |
46.64 |
34.64 |
46.14 |
+2.50 |
2 |
0 |
+0 |
Aug11 |
110603 |
46.64 |
47.14 |
35.64 |
46.64 |
+2.50 |
|
|
|
Total Volume and Open Interest |
293 |
10,682 |
-3 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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