 |
MRCI's End of Day Prices |
Daily Futures Price Listing Wed June 08, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110608 |
1392.25 |
1417.00 |
1385.00 |
1401.50 |
+7.50 |
99,425 |
230,306 |
-14,054 |
Aug11 |
110608 |
1389.50 |
1409.50 |
1379.75 |
1394.25 |
+6.25 |
13,851 |
35,985 |
+2,082 |
Sep11 |
110608 |
1386.00 |
1404.25 |
1377.25 |
1391.75 |
+4.75 |
2,842 |
19,190 |
+249 |
Nov11 |
110608 |
1382.25 |
1405.25 |
1376.50 |
1392.50 |
+7.25 |
44,300 |
215,822 |
+7,869 |
Jan12 |
110608 |
1392.00 |
1412.25 |
1385.25 |
1399.75 |
+7.00 |
2,877 |
33,585 |
+701 |
Mar12 |
110608 |
1395.50 |
1412.00 |
1386.50 |
1399.75 |
+7.00 |
1,714 |
19,858 |
+425 |
May12 |
110608 |
1385.75 |
1402.00 |
1376.00 |
1389.00 |
+8.00 |
1,396 |
21,979 |
+475 |
Total Volume and Open Interest |
167,302 |
602,804 |
-2,030 |
Soybean Meal(CBOT) |
Jul11 |
110608 |
367.40 |
377.60 |
365.80 |
372.80 |
+4.80 |
36,549 |
85,784 |
-1,100 |
Aug11 |
110608 |
365.30 |
371.90 |
361.90 |
367.30 |
+2.40 |
8,212 |
40,642 |
+1,435 |
Sep11 |
110608 |
362.90 |
369.40 |
360.10 |
365.40 |
+2.40 |
2,419 |
19,149 |
+37 |
Oct11 |
110608 |
359.80 |
365.00 |
355.80 |
361.70 |
+2.70 |
927 |
17,382 |
+159 |
Dec11 |
110608 |
359.00 |
366.80 |
356.80 |
363.20 |
+3.20 |
10,938 |
51,472 |
+648 |
Jan12 |
110608 |
360.50 |
367.40 |
358.30 |
364.30 |
+3.40 |
348 |
4,857 |
+71 |
Mar12 |
110608 |
360.70 |
367.30 |
358.50 |
364.20 |
+3.10 |
366 |
3,523 |
-66 |
May12 |
110608 |
363.30 |
363.30 |
357.50 |
360.30 |
+3.00 |
426 |
5,119 |
-127 |
Total Volume and Open Interest |
60,509 |
232,837 |
+1,154 |
Soybean Oil(CBOT) |
Jul11 |
110608 |
57.98 |
58.58 |
57.64 |
57.94 |
+0.01 |
63,700 |
137,564 |
-5,925 |
Aug11 |
110608 |
58.30 |
58.82 |
57.89 |
58.20 |
+0.02 |
14,189 |
35,236 |
+1,277 |
Sep11 |
110608 |
58.54 |
59.09 |
58.20 |
58.48 |
+0.03 |
10,699 |
25,446 |
+949 |
Oct11 |
110608 |
58.90 |
59.33 |
58.50 |
58.76 |
+0.01 |
2,246 |
15,327 |
+169 |
Dec11 |
110608 |
59.31 |
59.90 |
59.00 |
59.31 |
+0.01 |
20,694 |
96,539 |
+2,363 |
Jan12 |
110608 |
59.29 |
60.14 |
59.29 |
59.57 |
+0.01 |
917 |
10,209 |
+372 |
Mar12 |
110608 |
59.50 |
60.18 |
59.50 |
59.71 |
unch |
473 |
6,288 |
+253 |
May12 |
110608 |
59.68 |
60.11 |
59.68 |
59.71 |
unch |
322 |
5,658 |
-54 |
Total Volume and Open Interest |
113,563 |
335,678 |
-497 |
Canola(WCE) |
Jul11 |
110608 |
587.2 |
597.2 |
586.0 |
592.4 |
+5.2 |
9,632 |
60,540 |
-2,577 |
Nov11 |
110608 |
589.2 |
599.9 |
589.2 |
595.4 |
+4.7 |
10,789 |
96,036 |
+2,381 |
Jan12 |
110608 |
601.6 |
607.3 |
600.9 |
603.1 |
+4.4 |
2,925 |
10,692 |
+50 |
Mar12 |
110608 |
606.3 |
614.4 |
606.3 |
610.0 |
+3.4 |
1,185 |
3,046 |
+482 |
May12 |
110608 |
610.5 |
619.5 |
610.5 |
614.3 |
+3.7 |
141 |
1,071 |
+12 |
Total Volume and Open Interest |
24,795 |
174,256 |
+459 |
Corn(CBOT) |
Jul11 |
110608 |
738.75 |
766.50 |
734.50 |
764.00 |
+27.50 |
139,370 |
522,618 |
-17,323 |
Sep11 |
110608 |
718.25 |
738.75 |
713.50 |
736.00 |
+19.00 |
42,567 |
230,206 |
+10,684 |
Dec11 |
110608 |
677.75 |
694.25 |
671.50 |
693.75 |
+17.25 |
72,040 |
481,402 |
+3,587 |
Mar12 |
110608 |
688.50 |
705.00 |
684.25 |
704.75 |
+16.25 |
6,424 |
83,642 |
+966 |
May12 |
110608 |
698.75 |
714.00 |
692.25 |
712.00 |
+15.75 |
1,277 |
18,876 |
+14 |
Jul12 |
110608 |
702.75 |
724.00 |
701.00 |
717.50 |
+15.00 |
4,268 |
49,987 |
+965 |
Total Volume and Open Interest |
273,169 |
1,455,580 |
+1,406 |
Wheat(CBOT) |
Jul11 |
110608 |
733.25 |
759.50 |
731.50 |
748.00 |
+14.25 |
70,949 |
175,915 |
-8,867 |
Sep11 |
110608 |
781.00 |
802.00 |
778.75 |
792.25 |
+11.75 |
27,107 |
99,665 |
+5,124 |
Dec11 |
110608 |
837.25 |
859.25 |
834.75 |
849.50 |
+12.50 |
16,852 |
100,167 |
+2,692 |
Mar12 |
110608 |
876.50 |
897.00 |
874.25 |
889.75 |
+13.50 |
3,015 |
22,695 |
-35 |
May12 |
110608 |
887.25 |
908.00 |
887.25 |
904.00 |
+15.75 |
873 |
8,671 |
+138 |
Total Volume and Open Interest |
128,872 |
462,010 |
+215 |
Wheat(KCBT) |
Jul11 |
110608 |
874.00 |
896.00 |
871.50 |
885.00 |
+10.50 |
16,349 |
61,541 |
-2,617 |
Sep11 |
110608 |
892.50 |
914.75 |
890.00 |
903.50 |
+10.25 |
8,083 |
51,950 |
+2,158 |
Dec11 |
110608 |
917.75 |
939.75 |
915.00 |
927.75 |
+10.00 |
4,225 |
45,258 |
+995 |
Mar12 |
110608 |
935.25 |
952.25 |
928.25 |
941.75 |
+10.00 |
919 |
8,093 |
+147 |
May12 |
110608 |
932.50 |
951.00 |
932.50 |
943.25 |
+10.50 |
92 |
858 |
+13 |
Total Volume and Open Interest |
32,421 |
180,771 |
+1,331 |
Wheat(MGE) |
Jul11 |
110608 |
989.00 |
1035.50 |
972.00 |
1021.50 |
+36.75 |
4,302 |
13,740 |
-1,955 |
Sep11 |
110608 |
950.50 |
982.50 |
938.00 |
975.25 |
+24.75 |
3,644 |
19,622 |
-116 |
Dec11 |
110608 |
954.25 |
980.25 |
944.50 |
974.25 |
+20.50 |
2,395 |
15,352 |
+657 |
Mar12 |
110608 |
970.25 |
992.75 |
956.50 |
986.75 |
+18.50 |
611 |
2,965 |
+36 |
May12 |
110608 |
969.75 |
993.50 |
964.75 |
991.50 |
+20.50 |
244 |
1,067 |
+41 |
Total Volume and Open Interest |
12,230 |
58,123 |
-1,188 |
Oats(CBOT) |
Jul11 |
110608 |
373.25 |
385.25 |
371.50 |
383.00 |
+12.00 |
634 |
5,889 |
+23 |
Sep11 |
110608 |
377.25 |
387.00 |
377.00 |
387.00 |
+10.00 |
55 |
2,952 |
+4 |
Dec11 |
110608 |
387.50 |
396.00 |
387.50 |
394.50 |
+7.00 |
149 |
3,769 |
+50 |
Mar12 |
110608 |
406.50 |
406.50 |
399.50 |
406.50 |
+7.00 |
0 |
23 |
+0 |
Total Volume and Open Interest |
838 |
12,634 |
+77 |
Rough Rice(CBOT) |
Jul11 |
110608 |
14.78 |
14.88 |
14.70 |
14.77 |
+0.00 |
1,030 |
11,060 |
-617 |
Sep11 |
110608 |
15.86 |
15.94 |
15.79 |
15.86 |
+0.01 |
782 |
6,761 |
+504 |
Nov11 |
110608 |
16.17 |
16.17 |
16.08 |
16.15 |
unch |
44 |
2,116 |
+20 |
Jan12 |
110608 |
16.43 |
16.47 |
16.43 |
16.43 |
-0.03 |
3 |
251 |
-1 |
Total Volume and Open Interest |
1,859 |
20,489 |
-94 |
Live Cattle(CME) |
Jun11 |
110608 |
103.430 |
104.600 |
102.750 |
104.000 |
+0.520 |
11,411 |
21,999 |
-9,929 |
Aug11 |
110608 |
104.400 |
105.200 |
103.680 |
104.550 |
+0.100 |
21,590 |
145,932 |
+2,491 |
Oct11 |
110608 |
110.535 |
111.230 |
109.900 |
110.750 |
+0.150 |
5,664 |
79,766 |
+407 |
Dec11 |
110608 |
114.800 |
116.050 |
114.300 |
115.635 |
+0.635 |
5,137 |
55,309 |
+982 |
Feb12 |
110608 |
116.450 |
117.785 |
115.800 |
117.650 |
+1.000 |
2,113 |
15,511 |
+613 |
Apr12 |
110608 |
118.200 |
119.135 |
117.500 |
118.800 |
+0.450 |
732 |
7,367 |
-78 |
Total Volume and Open Interest |
46,833 |
327,910 |
-5,402 |
Feeder Cattle(CME) |
Aug11 |
110608 |
125.150 |
125.480 |
123.980 |
124.800 |
-0.335 |
2,358 |
21,585 |
-86 |
Sep11 |
110608 |
126.300 |
126.750 |
125.400 |
126.180 |
-0.205 |
576 |
5,834 |
-30 |
Oct11 |
110608 |
127.350 |
127.900 |
126.500 |
126.980 |
-0.270 |
648 |
4,710 |
+31 |
Nov11 |
110608 |
128.185 |
129.000 |
127.600 |
128.400 |
-0.050 |
145 |
2,037 |
-9 |
Jan12 |
110608 |
128.285 |
128.750 |
127.700 |
128.000 |
-0.250 |
62 |
1,060 |
+9 |
Mar12 |
110608 |
127.430 |
128.000 |
127.430 |
128.000 |
+0.500 |
15 |
69 |
+2 |
Apr12 |
110608 |
127.100 |
127.100 |
127.100 |
127.100 |
+0.100 |
0 |
13 |
+0 |
Total Volume and Open Interest |
3,806 |
35,317 |
-81 |
Lean Hogs(CME) |
Jun11 |
110608 |
89.980 |
90.700 |
89.500 |
89.700 |
+0.065 |
4,747 |
12,962 |
-1,283 |
Jul11 |
110608 |
89.450 |
92.135 |
89.080 |
91.350 |
+1.850 |
13,545 |
60,646 |
+333 |
Aug11 |
110608 |
90.580 |
91.830 |
89.930 |
90.900 |
+0.600 |
8,113 |
51,698 |
+1,690 |
Oct11 |
110608 |
85.400 |
86.150 |
84.900 |
85.050 |
-0.280 |
4,793 |
46,532 |
+1,535 |
Dec11 |
110608 |
83.600 |
84.535 |
83.400 |
83.900 |
-0.150 |
1,585 |
36,064 |
+360 |
Feb12 |
110608 |
86.000 |
86.800 |
85.550 |
86.385 |
+0.185 |
235 |
8,616 |
-34 |
Apr12 |
110608 |
87.250 |
88.100 |
87.000 |
87.800 |
+0.570 |
78 |
4,834 |
+50 |
May12 |
110608 |
91.000 |
91.750 |
91.000 |
91.750 |
+0.250 |
0 |
216 |
+0 |
Total Volume and Open Interest |
33,129 |
224,550 |
+2,675 |
Class III Milk(CME) |
Jun11 |
110608 |
18.86 |
19.06 |
18.83 |
18.97 |
+0.10 |
207 |
5,059 |
+92 |
Jul11 |
110608 |
19.40 |
20.05 |
19.26 |
19.87 |
+0.45 |
477 |
5,420 |
+127 |
Aug11 |
110608 |
18.64 |
19.05 |
18.55 |
18.85 |
+0.21 |
334 |
4,666 |
+44 |
Sep11 |
110608 |
18.14 |
18.60 |
18.14 |
18.47 |
+0.35 |
191 |
4,540 |
+44 |
Oct11 |
110608 |
17.89 |
17.98 |
17.74 |
17.87 |
+0.17 |
65 |
3,544 |
-5 |
Total Volume and Open Interest |
1,438 |
33,150 |
+322 |
Cocoa(ICE) |
Jul11 |
110608 |
2882 |
2944 |
2882 |
2927 |
+36 |
13,876 |
33,295 |
-8,060 |
Sep11 |
110608 |
2902 |
2938 |
2892 |
2921 |
+20 |
11,384 |
56,366 |
+6,173 |
Dec11 |
110608 |
2930 |
2963 |
2929 |
2953 |
+19 |
1,404 |
29,734 |
+315 |
Mar12 |
110608 |
2987 |
3013 |
2983 |
3003 |
+12 |
843 |
24,537 |
+51 |
May12 |
110608 |
2985 |
3010 |
2985 |
3002 |
+13 |
337 |
7,780 |
+116 |
Jul12 |
110608 |
2985 |
3007 |
2985 |
3000 |
+13 |
488 |
3,093 |
+321 |
Sep12 |
110608 |
3007 |
3008 |
2998 |
2998 |
+13 |
168 |
2,726 |
+0 |
Total Volume and Open Interest |
28,811 |
162,788 |
-1,023 |
Coffee "C"(ICE) |
Jul11 |
110608 |
262.60 |
264.80 |
258.00 |
263.85 |
+0.85 |
15,161 |
42,701 |
-1,698 |
Sep11 |
110608 |
266.30 |
267.30 |
261.45 |
266.50 |
+0.10 |
5,837 |
37,713 |
+565 |
Dec11 |
110608 |
272.00 |
272.00 |
265.95 |
270.85 |
-0.05 |
2,220 |
24,687 |
+186 |
Mar12 |
110608 |
272.60 |
274.20 |
269.00 |
273.75 |
+0.20 |
371 |
5,637 |
+102 |
May12 |
110608 |
273.95 |
275.45 |
270.00 |
275.05 |
+0.30 |
90 |
3,171 |
-40 |
Jul12 |
110608 |
271.85 |
274.05 |
268.85 |
274.05 |
+0.50 |
40 |
1,005 |
+8 |
Total Volume and Open Interest |
23,764 |
116,916 |
-856 |
Orange Juice(ICE) |
Jul11 |
110608 |
184.00 |
184.00 |
181.50 |
182.00 |
-2.00 |
1,940 |
23,160 |
-1,139 |
Sep11 |
110608 |
179.25 |
180.05 |
177.75 |
177.95 |
-2.20 |
1,017 |
8,428 |
+922 |
Nov11 |
110608 |
173.00 |
173.00 |
171.50 |
172.55 |
-1.15 |
952 |
3,364 |
+741 |
Jan12 |
110608 |
168.85 |
168.85 |
168.75 |
168.75 |
-1.30 |
19 |
420 |
+16 |
Mar12 |
110608 |
167.35 |
167.35 |
167.30 |
167.30 |
-1.00 |
5 |
134 |
+0 |
May12 |
110608 |
165.70 |
165.70 |
165.70 |
165.70 |
-0.60 |
12 |
92 |
+12 |
Total Volume and Open Interest |
3,945 |
35,662 |
+552 |
Sugar #11(ICE) |
Jul11 |
110608 |
24.27 |
25.18 |
24.12 |
24.95 |
+0.60 |
49,372 |
220,053 |
-14,532 |
Oct11 |
110608 |
23.59 |
24.04 |
23.25 |
23.91 |
+0.41 |
30,292 |
196,315 |
+3,465 |
Mar12 |
110608 |
23.51 |
23.90 |
23.33 |
23.84 |
+0.26 |
10,012 |
95,726 |
+1,164 |
May12 |
110608 |
23.25 |
23.55 |
23.07 |
23.49 |
+0.14 |
4,573 |
29,766 |
+946 |
Jul12 |
110608 |
23.06 |
23.34 |
22.90 |
23.28 |
+0.09 |
13,867 |
38,678 |
+5,289 |
Total Volume and Open Interest |
109,383 |
631,534 |
-3,197 |
London Cocoa(LCE) |
Jul11 |
110608 |
1788 |
1810 |
1784 |
1807 |
+26 |
4,733 |
75,239 |
-1,130 |
Sep11 |
110608 |
1806 |
1827 |
1803 |
1824 |
+22 |
3,503 |
39,717 |
+1,237 |
Dec11 |
110608 |
1837 |
1854 |
1837 |
1852 |
+21 |
1,745 |
34,566 |
+530 |
Mar12 |
110608 |
1860 |
1876 |
1856 |
1873 |
+20 |
1,061 |
38,857 |
+333 |
May12 |
110608 |
1872 |
1885 |
1872 |
1885 |
+17 |
103 |
9,697 |
-6 |
Jul12 |
110608 |
1892 |
1892 |
1892 |
1892 |
+17 |
50 |
4,380 |
+14 |
Sep12 |
110608 |
1900 |
1900 |
1900 |
1900 |
+20 |
7 |
3,200 |
+2 |
Total Volume and Open Interest |
11,202 |
213,542 |
+980 |
London Sugar(LCE) |
Aug11 |
110608 |
700.00 |
715.00 |
698.10 |
714.40 |
+20.20 |
3,292 |
24,701 |
-1,027 |
Oct11 |
110608 |
637.20 |
649.50 |
637.20 |
648.80 |
+13.50 |
2,256 |
12,193 |
+189 |
Dec11 |
110608 |
626.20 |
632.40 |
624.00 |
631.80 |
+8.50 |
620 |
5,233 |
+106 |
Mar12 |
110608 |
611.80 |
618.80 |
611.80 |
617.50 |
+5.00 |
254 |
4,122 |
+106 |
May12 |
110608 |
607.60 |
610.00 |
607.60 |
609.70 |
+4.00 |
76 |
1,910 |
+28 |
Total Volume and Open Interest |
6,672 |
50,679 |
-469 |
Cotton(ICE) |
Jul11 |
110608 |
147.95 |
150.15 |
144.31 |
145.05 |
-3.58 |
12,621 |
54,951 |
-2,371 |
Oct11 |
110608 |
139.59 |
139.59 |
136.57 |
137.50 |
-1.33 |
37 |
467 |
+15 |
Dec11 |
110608 |
129.45 |
131.40 |
127.78 |
130.15 |
+0.22 |
11,203 |
80,911 |
+715 |
Mar12 |
110608 |
122.01 |
124.00 |
120.93 |
123.22 |
+1.10 |
987 |
11,693 |
+85 |
May12 |
110608 |
115.00 |
116.85 |
114.29 |
116.13 |
+1.12 |
351 |
3,171 |
+121 |
Jul12 |
110608 |
110.14 |
110.74 |
108.07 |
109.67 |
+0.85 |
201 |
5,812 |
+49 |
Total Volume and Open Interest |
25,404 |
159,809 |
-1,384 |
Lumber(CME) |
Jul11 |
110608 |
228.7 |
232.3 |
221.9 |
225.5 |
-3.0 |
488 |
5,067 |
-103 |
Sep11 |
110608 |
248.9 |
252.2 |
241.0 |
248.5 |
+4.4 |
285 |
5,038 |
+30 |
Nov11 |
110608 |
253.6 |
256.5 |
250.1 |
252.0 |
+1.0 |
157 |
965 |
+40 |
Jan12 |
110608 |
267.1 |
267.5 |
267.1 |
267.5 |
unch |
4 |
59 |
+1 |
Total Volume and Open Interest |
934 |
11,135 |
-32 |
Crude Oil(NYM) |
Jul11 |
110608 |
99.58 |
101.89 |
98.02 |
100.74 |
+1.65 |
289,670 |
317,727 |
-10,478 |
Aug11 |
110608 |
100.22 |
102.39 |
98.61 |
101.29 |
+1.60 |
68,155 |
117,372 |
+2,837 |
Sep11 |
110608 |
100.85 |
102.80 |
99.16 |
101.78 |
+1.55 |
37,966 |
121,462 |
+1,686 |
Oct11 |
110608 |
101.12 |
103.17 |
99.64 |
102.22 |
+1.51 |
16,420 |
52,561 |
+1,017 |
Nov11 |
110608 |
101.67 |
103.50 |
100.05 |
102.61 |
+1.46 |
8,855 |
34,751 |
-397 |
Dec11 |
110608 |
102.00 |
103.76 |
100.40 |
102.91 |
+1.40 |
33,103 |
182,730 |
-695 |
Jan12 |
110608 |
101.24 |
103.84 |
100.62 |
103.13 |
+1.37 |
3,865 |
44,209 |
+719 |
Feb12 |
110608 |
101.57 |
104.16 |
100.90 |
103.34 |
+1.35 |
1,305 |
22,406 |
-76 |
Mar12 |
110608 |
101.78 |
104.30 |
101.34 |
103.55 |
+1.34 |
1,798 |
29,049 |
-45 |
Apr12 |
110608 |
101.47 |
104.40 |
101.46 |
103.76 |
+1.34 |
1,161 |
16,737 |
+119 |
May12 |
110608 |
102.10 |
104.16 |
101.85 |
103.96 |
+1.32 |
1,637 |
16,654 |
-132 |
Jun12 |
110608 |
102.86 |
104.71 |
101.97 |
104.14 |
+1.28 |
14,909 |
72,595 |
-2,652 |
Jul12 |
110608 |
104.47 |
104.70 |
104.00 |
104.29 |
+1.26 |
11,666 |
30,750 |
+2,011 |
Aug12 |
110608 |
104.31 |
104.31 |
104.31 |
104.31 |
+1.23 |
1,586 |
14,449 |
-724 |
Sep12 |
110608 |
104.31 |
104.31 |
104.31 |
104.31 |
+1.20 |
448 |
13,431 |
+58 |
Oct12 |
110608 |
104.32 |
104.32 |
104.32 |
104.32 |
+1.17 |
146 |
9,092 |
-14 |
Total Volume and Open Interest |
509,468 |
1,505,024 |
-7,355 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110608 |
99.775 |
101.875 |
98.050 |
100.750 |
+1.650 |
6,495 |
3,236 |
+37 |
Aug11 |
110608 |
100.225 |
102.300 |
98.625 |
101.300 |
+1.600 |
276 |
800 |
-33 |
Sep11 |
110608 |
100.725 |
102.650 |
100.000 |
101.775 |
+1.550 |
92 |
386 |
-6 |
Oct11 |
110608 |
102.225 |
102.225 |
102.225 |
102.225 |
+1.525 |
7 |
114 |
+1 |
Nov11 |
110608 |
102.600 |
102.600 |
102.600 |
102.600 |
+1.450 |
0 |
17 |
+0 |
Dec11 |
110608 |
103.250 |
103.250 |
102.900 |
102.900 |
+1.400 |
9 |
277 |
-9 |
Jan12 |
110608 |
103.125 |
103.125 |
103.125 |
103.125 |
+1.375 |
1 |
9 |
+0 |
Feb12 |
110608 |
103.350 |
103.350 |
103.350 |
103.350 |
+1.350 |
0 |
3 |
+0 |
Mar12 |
110608 |
103.550 |
103.550 |
103.550 |
103.550 |
+1.350 |
1 |
8 |
-1 |
Total Volume and Open Interest |
6,883 |
4,976 |
-9 |
Heating Oil(NYM) |
Jul11 |
110608 |
307.70 |
311.30 |
304.30 |
309.37 |
+1.67 |
51,754 |
97,332 |
-3,356 |
Aug11 |
110608 |
309.12 |
312.66 |
305.79 |
310.81 |
+1.69 |
18,872 |
46,964 |
+1,628 |
Sep11 |
110608 |
310.65 |
314.13 |
307.65 |
312.65 |
+1.72 |
11,345 |
37,760 |
+1,314 |
Oct11 |
110608 |
310.96 |
316.09 |
310.36 |
314.43 |
+1.72 |
6,514 |
18,461 |
+952 |
Nov11 |
110608 |
317.10 |
317.51 |
315.53 |
316.14 |
+1.79 |
3,134 |
14,923 |
-201 |
Dec11 |
110608 |
315.32 |
319.03 |
312.96 |
317.70 |
+1.87 |
10,156 |
35,920 |
+194 |
Jan12 |
110608 |
315.05 |
320.02 |
315.05 |
319.29 |
+1.94 |
1,978 |
16,348 |
-13 |
Feb12 |
110608 |
318.94 |
319.78 |
318.69 |
319.52 |
+1.95 |
1,862 |
6,155 |
+99 |
Mar12 |
110608 |
317.84 |
318.43 |
317.57 |
318.43 |
+1.95 |
1,124 |
4,915 |
+707 |
Apr12 |
110608 |
315.75 |
316.11 |
315.75 |
316.11 |
+1.94 |
135 |
1,907 |
-22 |
May12 |
110608 |
313.90 |
313.90 |
313.90 |
313.90 |
+1.89 |
179 |
1,928 |
+120 |
Jun12 |
110608 |
308.80 |
312.79 |
308.80 |
312.48 |
+1.93 |
1,076 |
18,621 |
+239 |
Total Volume and Open Interest |
108,394 |
312,422 |
+1,864 |
Gasoline(NYMEX) |
Jul11 |
110608 |
299.43 |
302.65 |
296.23 |
297.87 |
-1.32 |
42,544 |
83,344 |
-2,727 |
Aug11 |
110608 |
297.59 |
300.86 |
294.50 |
296.54 |
-0.98 |
26,958 |
40,995 |
+39 |
Sep11 |
110608 |
296.00 |
299.22 |
293.31 |
295.52 |
-0.41 |
13,815 |
35,668 |
-530 |
Oct11 |
110608 |
281.35 |
287.21 |
281.35 |
284.77 |
+0.41 |
5,296 |
21,084 |
-366 |
Nov11 |
110608 |
280.50 |
284.80 |
280.50 |
282.78 |
+0.78 |
2,377 |
12,710 |
+115 |
Dec11 |
110608 |
278.74 |
284.15 |
278.00 |
281.82 |
+0.88 |
2,800 |
25,740 |
-140 |
Jan12 |
110608 |
282.50 |
283.50 |
282.16 |
282.52 |
+0.96 |
417 |
7,330 |
+148 |
Feb12 |
110608 |
284.27 |
284.27 |
284.27 |
284.27 |
+1.03 |
41 |
4,159 |
-6 |
Mar12 |
110608 |
286.15 |
286.15 |
286.15 |
286.15 |
+1.12 |
35 |
4,390 |
-10 |
Apr12 |
110608 |
298.00 |
298.00 |
297.90 |
297.90 |
+1.05 |
0 |
4,085 |
+0 |
Total Volume and Open Interest |
94,468 |
255,255 |
-3,476 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110608 |
297.90 |
297.90 |
297.87 |
297.90 |
-1.30 |
0 |
3 |
+0 |
Aug11 |
110608 |
297.00 |
297.00 |
296.50 |
296.50 |
-1.00 |
0 |
1 |
+0 |
Sep11 |
110608 |
295.50 |
295.52 |
295.50 |
295.50 |
-0.40 |
|
|
|
Oct11 |
110608 |
284.80 |
284.80 |
284.77 |
284.80 |
+0.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Jul11 |
110608 |
4.814 |
4.873 |
4.767 |
4.847 |
+0.016 |
146,875 |
218,243 |
-766 |
Aug11 |
110608 |
4.850 |
4.895 |
4.796 |
4.874 |
+0.016 |
50,455 |
81,872 |
+626 |
Sep11 |
110608 |
4.864 |
4.909 |
4.816 |
4.893 |
+0.016 |
55,425 |
123,440 |
+6,920 |
Oct11 |
110608 |
4.891 |
4.933 |
4.845 |
4.919 |
+0.014 |
41,388 |
114,058 |
+1,016 |
Nov11 |
110608 |
5.010 |
5.036 |
4.972 |
5.033 |
+0.019 |
17,776 |
67,138 |
+1,724 |
Dec11 |
110608 |
5.191 |
5.215 |
5.145 |
5.209 |
+0.017 |
14,312 |
46,188 |
+572 |
Jan12 |
110608 |
5.270 |
5.305 |
5.235 |
5.301 |
+0.016 |
16,276 |
91,908 |
+1,089 |
Feb12 |
110608 |
5.253 |
5.286 |
5.241 |
5.281 |
+0.014 |
1,792 |
20,383 |
+378 |
Mar12 |
110608 |
5.171 |
5.216 |
5.163 |
5.211 |
+0.012 |
5,973 |
39,003 |
+790 |
Apr12 |
110608 |
5.000 |
5.040 |
4.990 |
5.033 |
+0.007 |
7,953 |
41,310 |
+556 |
May12 |
110608 |
5.001 |
5.041 |
5.001 |
5.040 |
+0.008 |
1,332 |
9,209 |
+62 |
Jun12 |
110608 |
5.026 |
5.066 |
5.026 |
5.064 |
+0.007 |
1,807 |
10,279 |
+162 |
Jul12 |
110608 |
5.087 |
5.105 |
5.067 |
5.102 |
+0.005 |
745 |
6,908 |
+218 |
Aug12 |
110608 |
5.095 |
5.128 |
5.095 |
5.128 |
+0.004 |
267 |
5,882 |
-68 |
Sep12 |
110608 |
5.098 |
5.140 |
5.098 |
5.137 |
+0.004 |
1,039 |
5,986 |
-2 |
Oct12 |
110608 |
5.150 |
5.190 |
5.143 |
5.182 |
+0.004 |
3,575 |
18,701 |
+1,215 |
Total Volume and Open Interest |
372,195 |
973,450 |
+16,030 |
Brent Crude Oil(ICE) |
Jul11 |
110608 |
116.89 |
118.59 |
115.75 |
117.85 |
+1.07 |
154,184 |
180,748 |
-13,308 |
Aug11 |
110608 |
116.48 |
118.20 |
115.33 |
117.47 |
+1.13 |
72,168 |
146,865 |
-1,511 |
Sep11 |
110608 |
115.86 |
117.69 |
114.84 |
116.95 |
+1.14 |
36,307 |
96,498 |
+3,194 |
Oct11 |
110608 |
114.46 |
117.25 |
114.44 |
116.56 |
+1.15 |
18,208 |
58,357 |
-1,887 |
Nov11 |
110608 |
114.18 |
116.99 |
114.15 |
116.30 |
+1.17 |
12,042 |
34,514 |
+2,909 |
Dec11 |
110608 |
114.50 |
116.75 |
113.90 |
116.05 |
+1.17 |
30,017 |
87,028 |
-485 |
Jan12 |
110608 |
114.38 |
116.49 |
113.83 |
115.83 |
+1.14 |
3,148 |
20,706 |
+110 |
Feb12 |
110608 |
113.91 |
116.25 |
113.64 |
115.59 |
+1.12 |
2,703 |
20,114 |
+324 |
Mar12 |
110608 |
113.70 |
116.01 |
113.36 |
115.36 |
+1.10 |
2,981 |
30,066 |
-307 |
Apr12 |
110608 |
115.10 |
115.10 |
115.10 |
115.10 |
+1.08 |
1,076 |
8,220 |
-45 |
May12 |
110608 |
114.83 |
114.83 |
114.83 |
114.83 |
+1.04 |
816 |
5,614 |
+128 |
Jun12 |
110608 |
113.13 |
115.21 |
112.66 |
114.56 |
+1.00 |
6,200 |
36,610 |
+433 |
Jul12 |
110608 |
114.34 |
114.34 |
114.34 |
114.34 |
+0.99 |
947 |
5,769 |
+153 |
Aug12 |
110608 |
114.10 |
114.10 |
114.10 |
114.10 |
+0.98 |
380 |
3,186 |
+134 |
Total Volume and Open Interest |
350,371 |
864,745 |
-8,828 |
Gas Oil(ICE) |
Jun11 |
110608 |
960.50 |
976.25 |
954.50 |
970.50 |
+16.00 |
46,405 |
74,182 |
-16,879 |
Jul11 |
110608 |
967.75 |
980.75 |
958.50 |
974.75 |
+16.50 |
82,604 |
111,195 |
+293 |
Aug11 |
110608 |
966.25 |
984.25 |
962.25 |
978.25 |
+16.50 |
21,683 |
67,900 |
+3,028 |
Sep11 |
110608 |
969.50 |
986.75 |
965.50 |
981.50 |
+16.50 |
9,405 |
47,319 |
-483 |
Oct11 |
110608 |
971.75 |
989.50 |
968.50 |
983.75 |
+16.50 |
4,726 |
28,365 |
-1,115 |
Nov11 |
110608 |
969.75 |
989.50 |
969.50 |
985.00 |
+16.50 |
2,748 |
25,135 |
+85 |
Dec11 |
110608 |
974.50 |
992.00 |
970.75 |
986.50 |
+16.50 |
12,711 |
58,223 |
-570 |
Jan12 |
110608 |
976.75 |
993.75 |
973.50 |
989.00 |
+16.50 |
1,822 |
24,401 |
-88 |
Feb12 |
110608 |
990.50 |
992.00 |
988.25 |
989.25 |
+16.25 |
2,111 |
7,198 |
+121 |
Mar12 |
110608 |
975.00 |
990.00 |
975.00 |
988.75 |
+16.25 |
2,181 |
7,904 |
+772 |
Total Volume and Open Interest |
189,416 |
547,852 |
-14,359 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110608 |
2.628 |
2.690 |
2.628 |
2.684 |
+0.062 |
201 |
1,229 |
-82 |
Aug11 |
110608 |
2.645 |
2.686 |
2.645 |
2.684 |
+0.061 |
107 |
1,400 |
+4 |
Sep11 |
110608 |
2.627 |
2.649 |
2.625 |
2.646 |
+0.059 |
100 |
1,262 |
+48 |
Oct11 |
110608 |
2.539 |
2.555 |
2.539 |
2.550 |
+0.052 |
68 |
982 |
+15 |
Nov11 |
110608 |
2.486 |
2.486 |
2.481 |
2.481 |
+0.045 |
62 |
894 |
+58 |
Dec11 |
110608 |
2.470 |
2.475 |
2.461 |
2.464 |
+0.037 |
184 |
1,188 |
+16 |
Jan12 |
110608 |
2.440 |
2.450 |
2.434 |
2.434 |
+0.027 |
5 |
635 |
+5 |
Total Volume and Open Interest |
917 |
8,668 |
+236 |
WTI Crude Oil(ICE |
Jul11 |
110608 |
99.49 |
101.89 |
98.03 |
100.74 |
+1.65 |
60,342 |
88,904 |
-1,225 |
Aug11 |
110608 |
100.12 |
102.37 |
98.61 |
101.29 |
+1.60 |
22,403 |
39,364 |
+1,159 |
Sep11 |
110608 |
100.34 |
102.77 |
99.17 |
101.78 |
+1.55 |
13,343 |
38,704 |
+1,769 |
Oct11 |
110608 |
100.05 |
103.15 |
99.62 |
102.22 |
+1.51 |
6,369 |
20,502 |
+693 |
Nov11 |
110608 |
101.23 |
103.48 |
100.15 |
102.61 |
+1.46 |
5,018 |
14,270 |
-339 |
Dec11 |
110608 |
101.99 |
103.76 |
100.38 |
102.91 |
+1.40 |
18,848 |
84,273 |
+685 |
Jan12 |
110608 |
101.11 |
103.88 |
100.75 |
103.13 |
+1.37 |
1,907 |
12,112 |
-31 |
Feb12 |
110608 |
101.17 |
104.07 |
100.97 |
103.34 |
+1.35 |
334 |
4,278 |
-27 |
Mar12 |
110608 |
101.20 |
104.12 |
101.20 |
103.55 |
+1.34 |
812 |
12,171 |
+57 |
Apr12 |
110608 |
103.76 |
103.76 |
103.76 |
103.76 |
+1.34 |
634 |
4,141 |
+73 |
May12 |
110608 |
103.96 |
103.96 |
103.96 |
103.96 |
+1.32 |
779 |
3,084 |
+216 |
Jun12 |
110608 |
101.79 |
104.73 |
101.79 |
104.14 |
+1.28 |
4,207 |
26,679 |
+577 |
Jul12 |
110608 |
104.29 |
104.29 |
104.29 |
104.29 |
+1.26 |
1,148 |
4,457 |
+789 |
Aug12 |
110608 |
104.31 |
104.31 |
104.31 |
104.31 |
+1.23 |
5 |
884 |
+0 |
Sep12 |
110608 |
104.31 |
104.31 |
104.31 |
104.31 |
+1.20 |
0 |
4,300 |
+0 |
Oct12 |
110608 |
104.32 |
104.32 |
104.32 |
104.32 |
+1.17 |
0 |
511 |
+0 |
Total Volume and Open Interest |
139,558 |
464,145 |
+4,692 |
US Dollar Index(ICE) |
Jun11 |
110608 |
73.585 |
73.995 |
73.560 |
73.940 |
+0.413 |
33,323 |
51,910 |
-5,020 |
Sep11 |
110608 |
73.945 |
74.355 |
73.920 |
74.295 |
+0.397 |
11,975 |
9,609 |
+6,419 |
Dec11 |
110608 |
74.760 |
74.760 |
74.760 |
74.760 |
+0.397 |
500 |
504 |
+500 |
Total Volume and Open Interest |
45,798 |
62,024 |
+1,899 |
Australian Dollar(CME) |
Jun11 |
110608 |
107.11 |
107.27 |
105.81 |
106.18 |
-1.09 |
94,703 |
98,464 |
-9,952 |
Sep11 |
110608 |
105.82 |
105.94 |
104.48 |
104.86 |
-1.08 |
18,704 |
24,533 |
+14,803 |
Dec11 |
110608 |
103.48 |
104.70 |
103.48 |
103.64 |
-1.06 |
3 |
72 |
+2 |
Total Volume and Open Interest |
113,410 |
123,071 |
+4,853 |
British Pound(CME) |
Jun11 |
110608 |
164.40 |
164.50 |
163.46 |
163.91 |
-0.59 |
83,749 |
99,347 |
-4,476 |
Sep11 |
110608 |
164.20 |
164.23 |
163.25 |
163.70 |
-0.59 |
15,002 |
14,453 |
+10,482 |
Dec11 |
110608 |
163.18 |
164.07 |
163.18 |
163.48 |
-0.59 |
2 |
36 |
+0 |
Total Volume and Open Interest |
98,753 |
113,844 |
+6,006 |
Canadian Dollar(CME) |
Jun11 |
110608 |
102.61 |
102.68 |
101.81 |
102.09 |
-0.59 |
78,642 |
99,459 |
-7,276 |
Sep11 |
110608 |
102.34 |
102.43 |
101.56 |
101.84 |
-0.59 |
16,167 |
25,283 |
+6,637 |
Dec11 |
110608 |
101.75 |
102.21 |
101.35 |
101.59 |
-0.62 |
87 |
3,381 |
+53 |
Mar12 |
110608 |
101.50 |
101.94 |
101.36 |
101.36 |
-0.58 |
2 |
414 |
+2 |
Total Volume and Open Interest |
94,898 |
128,869 |
-584 |
Japanese Yen(CME) |
Jun11 |
110608 |
124.83 |
125.48 |
124.52 |
125.12 |
+0.29 |
77,039 |
87,287 |
-6,626 |
Sep11 |
110608 |
124.89 |
125.53 |
124.62 |
125.18 |
+0.30 |
15,051 |
13,360 |
+6,477 |
Dec11 |
110608 |
125.21 |
125.49 |
124.97 |
125.26 |
+0.29 |
0 |
244 |
+0 |
Total Volume and Open Interest |
92,090 |
100,902 |
-149 |
Swiss Franc(CME) |
Jun11 |
110608 |
119.53 |
119.80 |
119.33 |
119.49 |
+0.08 |
28,637 |
62,842 |
-3,039 |
Sep11 |
110608 |
119.65 |
119.86 |
119.39 |
119.55 |
+0.07 |
5,208 |
8,283 |
+2,982 |
Dec11 |
110608 |
119.69 |
119.80 |
119.55 |
119.62 |
+0.07 |
42 |
82 |
+41 |
Total Volume and Open Interest |
33,887 |
71,210 |
-16 |
EuroFX(CME) |
Jun11 |
110608 |
146.88 |
146.92 |
145.62 |
145.77 |
-1.15 |
235,621 |
240,721 |
-13,837 |
Sep11 |
110608 |
146.46 |
146.49 |
145.21 |
145.36 |
-1.13 |
31,751 |
35,273 |
+14,149 |
Dec11 |
110608 |
145.00 |
146.04 |
144.58 |
144.91 |
-1.13 |
19 |
166 |
+2 |
Total Volume and Open Interest |
267,393 |
276,545 |
+316 |
Mexican Peso(CME) |
Jun11 |
110608 |
849.2 |
850.0 |
843.5 |
845.0 |
-7.8 |
40,135 |
111,580 |
-18,093 |
Jul11 |
110608 |
843.8 |
851.5 |
843.8 |
843.8 |
-7.8 |
|
|
|
Total Volume and Open Interest |
61,210 |
144,819 |
+249 |
30-Year T-Bonds(CBOT) |
Jun11 |
110531 |
125~260 |
126~090 |
125~110 |
126~050 |
+0~090 |
370,649 |
125,465 |
-108,773 |
Sep11 |
110608 |
125~000 |
126~010 |
124~270 |
125~220 |
+0~250 |
285,657 |
665,758 |
-243 |
Dec11 |
110608 |
123~280 |
124~080 |
123~140 |
124~080 |
+0~260 |
3 |
60 |
+2 |
Total Volume and Open Interest |
298,192 |
709,211 |
-5,971 |
10-Year T-Notes(CBOT) |
Jun11 |
110608 |
124~235 |
125~110 |
124~210 |
125~030 |
+0~140 |
32,282 |
101,270 |
-9,477 |
Sep11 |
110608 |
123~120 |
123~310 |
123~085 |
123~230 |
+0~145 |
987,185 |
1,723,213 |
+8,029 |
Dec11 |
110608 |
122~120 |
122~135 |
121~310 |
122~135 |
+0~145 |
2 |
14 |
+1 |
Total Volume and Open Interest |
1,019,469 |
1,824,497 |
-1,447 |
5-Year T-Notes(CBOT) |
Jun11 |
110531 |
120~025 |
120~044 |
119~120 |
120~036 |
+0~019 |
765,609 |
270,565 |
-196,975 |
Sep11 |
110608 |
119~100 |
120~022 |
119~087 |
120~005 |
+0~046 |
484,586 |
1,421,757 |
+6,946 |
Dec11 |
110608 |
119~029 |
119~029 |
118~111 |
119~029 |
+0~046 |
|
|
|
Total Volume and Open Interest |
531,474 |
1,499,585 |
-14,646 |
2 Year T-Notes(CBOT) |
Jun11 |
110608 |
110~005 |
110~012 |
110~005 |
110~009 |
+0~002 |
16,835 |
38,999 |
-7,765 |
Sep11 |
110608 |
109~098 |
109~107 |
109~094 |
109~102 |
+0~005 |
158,394 |
1,011,123 |
-3,762 |
Dec11 |
110608 |
109~066 |
109~066 |
109~041 |
109~066 |
+0~025 |
0 |
20 |
+0 |
Total Volume and Open Interest |
175,229 |
1,050,142 |
-11,527 |
Eurodollars(CME) |
Jun11 |
110608 |
99.743 |
99.750 |
99.743 |
99.747 |
+0.005 |
97,311 |
908,765 |
+8,396 |
Sep11 |
110608 |
99.665 |
99.680 |
99.665 |
99.670 |
+0.005 |
150,722 |
1,178,839 |
-14,228 |
Dec11 |
110608 |
99.605 |
99.625 |
99.595 |
99.610 |
+0.005 |
136,416 |
1,582,825 |
+26,433 |
Mar12 |
110608 |
99.535 |
99.560 |
99.530 |
99.545 |
+0.010 |
161,833 |
1,703,876 |
+4,120 |
Jun12 |
110608 |
99.425 |
99.460 |
99.415 |
99.440 |
+0.025 |
159,891 |
1,553,052 |
+10,762 |
Sep12 |
110608 |
99.260 |
99.305 |
99.245 |
99.285 |
+0.045 |
172,601 |
821,844 |
-3,716 |
Dec12 |
110608 |
99.040 |
99.115 |
99.025 |
99.085 |
+0.065 |
158,065 |
605,940 |
-6,628 |
Mar13 |
110608 |
98.810 |
98.920 |
98.800 |
98.885 |
+0.090 |
113,816 |
435,003 |
-5,422 |
Jun13 |
110608 |
98.570 |
98.695 |
98.555 |
98.660 |
+0.115 |
75,848 |
315,734 |
-5,317 |
Sep13 |
110608 |
98.320 |
98.455 |
98.305 |
98.420 |
+0.130 |
56,894 |
244,889 |
-3,815 |
Dec13 |
110608 |
98.055 |
98.205 |
98.040 |
98.160 |
+0.135 |
47,079 |
208,815 |
+444 |
Mar14 |
110608 |
97.805 |
97.960 |
97.800 |
97.915 |
+0.135 |
45,094 |
197,344 |
+841 |
Jun14 |
110608 |
97.555 |
97.710 |
97.550 |
97.665 |
+0.130 |
17,629 |
113,519 |
+2,251 |
Sep14 |
110608 |
97.310 |
97.465 |
97.305 |
97.415 |
+0.120 |
9,613 |
66,793 |
+816 |
Dec14 |
110608 |
97.055 |
97.205 |
97.050 |
97.155 |
+0.110 |
8,786 |
71,113 |
+529 |
Mar15 |
110608 |
96.850 |
96.975 |
96.830 |
96.930 |
+0.100 |
7,982 |
60,021 |
+94 |
Jun15 |
110608 |
4.875 |
4.995 |
4.865 |
4.950 |
+0.090 |
6,079 |
50,461 |
+1,164 |
Sep15 |
110608 |
4.670 |
4.780 |
4.660 |
4.735 |
+0.080 |
4,919 |
45,852 |
+1,016 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jun11 |
110608 |
99.897 |
99.900 |
99.895 |
99.897 |
unch |
3,954 |
60,053 |
-1,411 |
Jul11 |
110608 |
99.890 |
99.900 |
99.890 |
99.895 |
unch |
1,089 |
53,369 |
+335 |
Aug11 |
110608 |
99.880 |
99.885 |
99.875 |
99.885 |
unch |
994 |
49,492 |
+597 |
Sep11 |
110608 |
99.860 |
99.870 |
99.860 |
99.865 |
unch |
306 |
43,129 |
+122 |
Oct11 |
110608 |
99.845 |
99.860 |
99.845 |
99.855 |
unch |
557 |
52,583 |
+70 |
Nov11 |
110608 |
99.835 |
99.845 |
99.835 |
99.840 |
unch |
620 |
53,129 |
-72 |
Total Volume and Open Interest |
16,099 |
694,930 |
+490 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110608 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
0 |
750 |
+0 |
Sep11 |
110608 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec11 |
110608 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
0 |
75 |
+0 |
Mar12 |
110608 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun12 |
110608 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
110608 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec12 |
110608 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Mar13 |
110608 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Jun13 |
110608 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Sep13 |
110608 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110608 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,466 |
+0 |
Dec11 |
110608 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110608 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
4,177 |
+0 |
Jun12 |
110608 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110608 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110608 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110608 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Jun13 |
110608 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
15,093 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110608 |
140.55 |
140.68 |
140.43 |
140.67 |
+0.15 |
7,420 |
12,803 |
+6,216 |
Dec11 |
110608 |
138.58 |
138.58 |
138.58 |
138.58 |
+0.15 |
0 |
1 |
+0 |
Mar12 |
110608 |
136.49 |
136.49 |
136.49 |
136.49 |
+0.15 |
|
|
|
Total Volume and Open Interest |
16,868 |
33,503 |
+4,746 |
Euro-Bund(EUREX) |
Jun11 |
110608 |
125.04 |
125.31 |
125.00 |
125.30 |
+0.43 |
1,462,802 |
333,223 |
-274,912 |
Sep11 |
110608 |
124.67 |
125.00 |
124.53 |
124.88 |
+0.40 |
910,541 |
786,619 |
+322,436 |
Dec11 |
110608 |
123.69 |
123.77 |
123.69 |
123.70 |
+0.41 |
350 |
206 |
+45 |
Total Volume and Open Interest |
2,373,693 |
1,120,048 |
+47,569 |
Euro-Bobl(EUREX) |
Jun11 |
110608 |
116.50 |
116.66 |
116.50 |
116.55 |
+0.05 |
1,014,404 |
253,614 |
-270,533 |
Sep11 |
110608 |
116.02 |
116.38 |
115.95 |
116.25 |
+0.31 |
707,865 |
659,328 |
+271,036 |
Dec11 |
110608 |
114.98 |
115.32 |
114.98 |
115.32 |
+0.33 |
|
|
|
Total Volume and Open Interest |
1,722,269 |
912,942 |
+503 |
3-Mth Euribor(EUREX) |
Jun11 |
110608 |
98.515 |
98.515 |
98.510 |
98.510 |
-0.005 |
22 |
4,750 |
+20 |
Sep11 |
110608 |
98.265 |
98.265 |
98.255 |
98.265 |
+0.010 |
22 |
2,370 |
+21 |
Dec11 |
110608 |
98.075 |
98.085 |
98.075 |
98.085 |
+0.020 |
23 |
1,312 |
-1 |
Total Volume and Open Interest |
592 |
12,163 |
+277 |
Long Gilt(LIFFE) |
Jun11 |
110608 |
121~16 |
121~23 |
121~00 |
121~23 |
+0~13 |
19,720 |
12,552 |
-18,076 |
Sep11 |
110608 |
120~07 |
120~17 |
119~21 |
120~14 |
+0~13 |
69,514 |
337,789 |
-38 |
Total Volume and Open Interest |
89,234 |
350,341 |
-18,114 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110608 |
99.18 |
99.18 |
99.17 |
99.18 |
+0.01 |
15,801 |
417,030 |
-4,493 |
Sep11 |
110608 |
99.11 |
99.12 |
99.10 |
99.11 |
+0.01 |
14,105 |
430,018 |
+932 |
Dec11 |
110608 |
99.01 |
99.03 |
98.99 |
99.01 |
+0.02 |
20,934 |
445,428 |
+1,327 |
Mar12 |
110608 |
98.88 |
98.91 |
98.87 |
98.90 |
+0.03 |
22,523 |
399,718 |
-446 |
Jun12 |
110608 |
98.73 |
98.77 |
98.72 |
98.75 |
+0.03 |
37,229 |
339,784 |
-1,795 |
Sep12 |
110608 |
98.56 |
98.60 |
98.53 |
98.58 |
+0.04 |
18,790 |
233,227 |
-1,391 |
Total Volume and Open Interest |
166,851 |
2,887,816 |
-3,956 |
3-Mth Euribor(LIFFE) |
Jun11 |
110608 |
98.520 |
98.520 |
98.500 |
98.510 |
-0.005 |
68,924 |
683,342 |
-10,421 |
Sep11 |
110608 |
98.260 |
98.275 |
98.245 |
98.265 |
+0.010 |
92,332 |
662,223 |
+3,208 |
Dec11 |
110608 |
98.075 |
98.100 |
98.055 |
98.085 |
+0.020 |
109,011 |
563,468 |
+552 |
Total Volume and Open Interest |
661,324 |
3,826,358 |
+10,047 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110608 |
95.01 |
95.01 |
94.98 |
94.99 |
-0.02 |
47,877 |
98,012 |
-2,603 |
Sep11 |
110608 |
94.98 |
94.98 |
94.96 |
94.98 |
unch |
73,392 |
257,889 |
+1,774 |
Dec11 |
110608 |
94.91 |
94.93 |
94.89 |
94.92 |
+0.01 |
42,619 |
179,010 |
+7,054 |
Mar12 |
110608 |
94.86 |
94.89 |
94.84 |
94.88 |
+0.02 |
21,242 |
103,667 |
+4,951 |
Jun12 |
110608 |
94.83 |
94.85 |
94.81 |
94.84 |
+0.01 |
13,557 |
66,892 |
+6,496 |
Sep12 |
110608 |
94.79 |
94.81 |
94.77 |
94.79 |
unch |
2,566 |
52,998 |
+204 |
Dec12 |
110608 |
94.74 |
94.77 |
94.73 |
94.75 |
unch |
2,207 |
33,949 |
+1,074 |
Mar13 |
110608 |
94.71 |
94.75 |
94.70 |
94.72 |
unch |
2,527 |
23,802 |
+1,705 |
Jun13 |
110608 |
94.68 |
94.69 |
94.65 |
94.69 |
unch |
1,639 |
4,081 |
+1,076 |
Sep13 |
110608 |
94.65 |
94.66 |
94.65 |
94.65 |
-0.01 |
10 |
1,668 |
-1 |
Total Volume and Open Interest |
207,652 |
822,907 |
+21,746 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110608 |
94.78 |
94.78 |
94.72 |
94.75 |
-0.04 |
50,886 |
422,557 |
+4,090 |
Sep11 |
110608 |
94.77 |
94.77 |
94.72 |
94.74 |
-0.04 |
5,026 |
5,199 |
+4,889 |
Total Volume and Open Interest |
55,912 |
427,756 |
+8,979 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110606 |
95.09 |
95.15 |
95.05 |
95.09 |
unch |
183,315 |
768,868 |
+7,695 |
Sep11 |
110608 |
95.08 |
95.08 |
95.05 |
95.07 |
-0.01 |
18,600 |
19,555 |
+17,961 |
Total Volume and Open Interest |
214,630 |
802,609 |
+28,146 |
Gold(CMX) |
Jun11 |
110608 |
1544.2 |
1544.2 |
1531.3 |
1538.1 |
-5.2 |
691 |
4,065 |
-192 |
Aug11 |
110608 |
1545.0 |
1547.4 |
1531.8 |
1538.7 |
-5.3 |
100,185 |
337,871 |
+1,844 |
Oct11 |
110608 |
1547.9 |
1547.9 |
1534.6 |
1539.9 |
-5.3 |
951 |
10,777 |
+160 |
Dec11 |
110608 |
1548.4 |
1549.5 |
1534.4 |
1541.1 |
-5.3 |
3,201 |
68,777 |
-990 |
Feb12 |
110608 |
1538.3 |
1542.2 |
1537.7 |
1542.2 |
-5.4 |
112 |
8,794 |
+42 |
Apr12 |
110608 |
1551.6 |
1551.6 |
1538.2 |
1543.4 |
-5.4 |
100 |
5,263 |
+28 |
Jun12 |
110608 |
1543.8 |
1548.2 |
1543.8 |
1544.8 |
-5.5 |
97 |
12,907 |
+45 |
Aug12 |
110608 |
1546.5 |
1546.5 |
1546.5 |
1546.5 |
-5.6 |
0 |
4,520 |
+0 |
Oct12 |
110608 |
1548.3 |
1548.3 |
1548.3 |
1548.3 |
-5.7 |
0 |
4,054 |
+0 |
Dec12 |
110608 |
1545.0 |
1553.5 |
1545.0 |
1550.6 |
-5.8 |
25 |
11,875 |
+5 |
Feb13 |
110608 |
1553.3 |
1553.3 |
1553.3 |
1553.3 |
-6.1 |
4 |
259 |
+4 |
Apr13 |
110608 |
1556.3 |
1556.3 |
1556.3 |
1556.3 |
-6.3 |
|
|
|
Total Volume and Open Interest |
106,540 |
508,827 |
+1,005 |
Silver(CMX) |
Jul11 |
110608 |
3715.0 |
3725.0 |
3606.5 |
3662.0 |
-42.6 |
52,996 |
53,796 |
-1,014 |
Sep11 |
110608 |
3721.5 |
3721.5 |
3610.0 |
3664.3 |
-42.6 |
3,751 |
17,502 |
+356 |
Dec11 |
110608 |
3725.0 |
3725.0 |
3617.5 |
3666.1 |
-42.6 |
1,206 |
24,302 |
+90 |
Mar12 |
110608 |
3713.0 |
3713.0 |
3626.0 |
3662.2 |
-42.6 |
29 |
3,792 |
+14 |
May12 |
110608 |
3717.0 |
3717.0 |
3634.0 |
3658.7 |
-42.8 |
0 |
1,252 |
-2 |
Jul12 |
110608 |
3656.0 |
3656.0 |
3656.0 |
3656.0 |
-43.0 |
3 |
1,814 |
+0 |
Sep12 |
110608 |
3653.7 |
3653.7 |
3653.7 |
3653.7 |
-43.2 |
0 |
100 |
-1 |
Total Volume and Open Interest |
58,334 |
121,077 |
-529 |
Platinum(NYMEX) |
Jul11 |
110608 |
1836.4 |
1836.8 |
1816.0 |
1831.2 |
+0.5 |
2,998 |
31,178 |
+227 |
Oct11 |
110608 |
1839.3 |
1839.3 |
1819.1 |
1834.3 |
+0.6 |
235 |
4,506 |
+150 |
Jan12 |
110608 |
1837.2 |
1837.2 |
1837.2 |
1837.2 |
+0.5 |
28 |
154 |
+26 |
Apr12 |
110608 |
1839.7 |
1839.7 |
1839.7 |
1839.7 |
+0.5 |
1 |
25 |
-1 |
Total Volume and Open Interest |
3,262 |
35,868 |
+402 |
Palladium(NYMEX) |
Jun11 |
110608 |
804.00 |
804.00 |
804.00 |
804.00 |
-3.80 |
28 |
374 |
-23 |
Sep11 |
110608 |
810.05 |
811.50 |
795.10 |
805.70 |
-3.80 |
3,230 |
19,816 |
+364 |
Dec11 |
110608 |
809.05 |
809.05 |
798.40 |
806.95 |
-3.70 |
10 |
549 |
+3 |
Total Volume and Open Interest |
3,274 |
20,752 |
+341 |
Copper(CMX) |
Jul11 |
110608 |
415.30 |
415.90 |
405.10 |
410.85 |
-4.10 |
26,252 |
54,620 |
-1,683 |
Sep11 |
110608 |
417.10 |
417.25 |
406.95 |
412.65 |
-4.10 |
4,476 |
43,307 |
+1,520 |
Dec11 |
110608 |
417.50 |
417.50 |
409.10 |
414.60 |
-4.10 |
893 |
15,024 |
+150 |
Mar12 |
110608 |
414.55 |
415.80 |
414.55 |
415.60 |
-4.15 |
250 |
5,688 |
+171 |
May12 |
110608 |
415.85 |
415.85 |
415.85 |
415.85 |
-4.15 |
0 |
1,596 |
+0 |
Total Volume and Open Interest |
32,443 |
125,325 |
+107 |
DJIA Index(CBOT) |
Jun11 |
110608 |
12075 |
12090 |
12013 |
12030 |
-42 |
4,432 |
20,500 |
-3,779 |
Sep11 |
110608 |
12000 |
12015 |
11955 |
11962 |
-42 |
23 |
41 |
+14 |
Dec11 |
110608 |
11900 |
11933 |
11900 |
11900 |
-33 |
0 |
7 |
+0 |
Mar12 |
110608 |
11831 |
11873 |
11831 |
11831 |
-42 |
|
|
|
Total Volume and Open Interest |
4,455 |
20,548 |
-3,765 |
S & P 500(CME) |
Jun11 |
110608 |
1284.90 |
1287.40 |
1276.30 |
1277.00 |
-7.80 |
20,202 |
314,733 |
-1,158 |
Sep11 |
110608 |
1276.70 |
1281.00 |
1271.50 |
1271.60 |
-7.80 |
4,273 |
18,362 |
+3,142 |
Dec11 |
110608 |
1270.80 |
1275.40 |
1266.00 |
1266.00 |
-7.90 |
47 |
6,946 |
+95 |
Mar12 |
110608 |
1261.00 |
1270.40 |
1261.00 |
1261.00 |
-7.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
24,522 |
340,047 |
+2,079 |
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 |
110608 |
1279.25 |
1282.25 |
1271.00 |
1271.50 |
-8.00 |
82,124 |
143,253 |
+64,688 |
Total Volume and Open Interest |
2,267,437 |
3,036,988 |
+23,162 |
NASDAQ 100(CME) |
Jun11 |
110608 |
2275.00 |
2278.00 |
2246.00 |
2248.00 |
-25.80 |
1,796 |
17,382 |
+12 |
Sep11 |
110608 |
2262.00 |
2263.50 |
2244.00 |
2244.30 |
-25.70 |
84 |
167 |
+50 |
Dec11 |
110608 |
2240.80 |
2246.50 |
2240.80 |
2240.80 |
-25.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,880 |
17,550 |
+62 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110608 |
2273.50 |
2278.00 |
2246.80 |
2248.00 |
-25.80 |
222,242 |
328,318 |
-3,799 |
Sep11 |
110608 |
2270.80 |
2274.50 |
2243.30 |
2244.30 |
-25.70 |
2,604 |
5,681 |
+1,695 |
Total Volume and Open Interest |
224,856 |
334,015 |
-2,102 |
S & P Midcap 400(CME) |
Jun11 |
110608 |
939.60 |
939.60 |
939.50 |
939.60 |
-10.60 |
0 |
1,723 |
+0 |
Sep11 |
110608 |
937.20 |
937.80 |
937.20 |
937.20 |
-10.60 |
|
|
|
Dec11 |
110608 |
935.80 |
936.20 |
935.80 |
935.80 |
-10.40 |
|
|
|
Total Volume and Open Interest |
0 |
1,723 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110608 |
9420 |
9470 |
9385 |
9385 |
-30 |
22,843 |
41,227 |
-3,925 |
Sep11 |
110608 |
9450 |
9490 |
9350 |
9405 |
-35 |
16,002 |
16,645 |
+14,056 |
Total Volume and Open Interest |
38,845 |
57,872 |
+10,131 |
Nikkei 225(SGX) |
Jun11 |
110608 |
9465 |
9490 |
9395 |
9460 |
+10 |
117,152 |
242,690 |
+2,622 |
Sep11 |
110608 |
9460 |
9485 |
9385 |
9450 |
+5 |
16,885 |
23,152 |
+10,812 |
Dec11 |
110608 |
9400 |
9400 |
9400 |
9400 |
+15 |
0 |
6,659 |
+0 |
Total Volume and Open Interest |
134,267 |
278,702 |
+13,574 |
CAC 40(EURONEXT) |
Jun11 |
110608 |
3842.5 |
3853.5 |
3807.5 |
3831.0 |
-33.5 |
115,632 |
364,516 |
-19,862 |
Jul11 |
110608 |
3842.5 |
3850.0 |
3810.0 |
3827.5 |
-34.0 |
10,208 |
31,714 |
+10,034 |
Aug11 |
110608 |
3833.0 |
3833.0 |
3833.0 |
3833.0 |
-33.0 |
|
|
|
Total Volume and Open Interest |
125,865 |
397,674 |
-9,806 |
Hang Seng Index(HKFE) |
Jun11 |
110608 |
22730 |
22743 |
22523 |
22560 |
-285 |
72,259 |
96,847 |
-1,880 |
Jul11 |
110608 |
22700 |
22730 |
22536 |
22564 |
-287 |
548 |
944 |
+177 |
Total Volume and Open Interest |
73,097 |
102,705 |
-1,644 |
DAX(EUREX) |
Jun11 |
110608 |
7060.0 |
7092.0 |
6992.5 |
7057.0 |
-53.0 |
144,983 |
174,887 |
-1,472 |
Sep11 |
110608 |
7085.0 |
7111.5 |
7020.0 |
7081.0 |
-53.5 |
1,032 |
16,349 |
+390 |
Dec11 |
110608 |
7138.0 |
7142.5 |
7054.5 |
7110.5 |
-52.5 |
91 |
1,735 |
+62 |
Total Volume and Open Interest |
146,106 |
192,971 |
-1,020 |
FT-SE 100(EURONEXT) |
Jun11 |
110608 |
5851.00 |
5862.50 |
5779.50 |
5809.00 |
-61.00 |
98,074 |
656,918 |
+824 |
Sep11 |
110608 |
5825.00 |
5825.00 |
5745.00 |
5772.50 |
-62.50 |
3,728 |
47,147 |
+2,261 |
Dec11 |
110608 |
5749.50 |
5749.50 |
5749.50 |
5749.50 |
-62.50 |
0 |
305 |
+0 |
Total Volume and Open Interest |
101,802 |
704,520 |
+3,085 |
SPI 200(SFE) |
Jun11 |
110608 |
4572.0 |
4594.0 |
4519.0 |
4541.0 |
-25.0 |
37,447 |
199,142 |
+6,269 |
Sep11 |
110608 |
4565.0 |
4576.0 |
4507.0 |
4529.0 |
-26.0 |
1,626 |
6,047 |
+878 |
Dec11 |
110608 |
4588.0 |
4588.0 |
4546.0 |
4546.0 |
-26.0 |
808 |
3,658 |
+484 |
Total Volume and Open Interest |
40,438 |
211,301 |
+8,181 |
GSCI(CME) |
Jun11 |
110608 |
36.64 |
52.89 |
36.39 |
48.39 |
+5.75 |
63 |
10,588 |
-3 |
Jul11 |
110608 |
36.74 |
52.14 |
36.49 |
47.79 |
+5.10 |
5 |
33 |
+3 |
Aug11 |
110608 |
48.89 |
53.14 |
37.64 |
48.89 |
+5.25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
68 |
10,623 |
+0 |
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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