|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu June 09, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110609 |
1400.00 |
1413.25 |
1386.25 |
1393.75 |
-7.75 |
108,072 |
212,093 |
-18,213 |
Aug11 |
110609 |
1394.00 |
1405.00 |
1379.25 |
1387.25 |
-7.00 |
16,866 |
37,478 |
+1,493 |
Sep11 |
110609 |
1391.25 |
1401.00 |
1377.00 |
1385.25 |
-6.50 |
3,363 |
20,095 |
+905 |
Nov11 |
110609 |
1390.50 |
1404.00 |
1377.25 |
1386.75 |
-5.75 |
59,065 |
223,627 |
+7,805 |
Jan12 |
110609 |
1400.25 |
1408.25 |
1385.00 |
1395.75 |
-4.00 |
3,033 |
34,195 |
+610 |
Mar12 |
110609 |
1399.50 |
1409.00 |
1389.50 |
1398.50 |
-1.25 |
1,608 |
20,199 |
+341 |
May12 |
110609 |
1389.75 |
1402.00 |
1378.00 |
1393.25 |
+4.25 |
1,925 |
22,652 |
+673 |
Total Volume and Open Interest |
194,836 |
596,874 |
-5,930 |
Soybean Meal(CBOT) |
Jul11 |
110609 |
372.50 |
379.30 |
369.40 |
372.90 |
+0.10 |
50,649 |
86,917 |
+1,133 |
Aug11 |
110609 |
367.20 |
372.60 |
363.80 |
366.60 |
-0.70 |
17,910 |
41,378 |
+736 |
Sep11 |
110609 |
365.40 |
370.00 |
361.90 |
365.90 |
+0.50 |
5,243 |
19,672 |
+523 |
Oct11 |
110609 |
361.70 |
366.30 |
359.20 |
362.60 |
+0.90 |
2,524 |
17,400 |
+18 |
Dec11 |
110609 |
363.00 |
368.30 |
360.20 |
364.40 |
+1.20 |
17,014 |
54,135 |
+2,663 |
Jan12 |
110609 |
363.60 |
367.90 |
362.20 |
365.70 |
+1.40 |
845 |
5,075 |
+218 |
Mar12 |
110609 |
365.50 |
368.20 |
362.70 |
366.30 |
+2.10 |
407 |
3,496 |
-27 |
May12 |
110609 |
361.30 |
364.00 |
360.30 |
363.30 |
+3.00 |
382 |
5,196 |
+77 |
Total Volume and Open Interest |
95,114 |
238,210 |
+5,373 |
Soybean Oil(CBOT) |
Jul11 |
110609 |
57.94 |
58.14 |
57.08 |
57.40 |
-0.54 |
76,462 |
127,903 |
-9,661 |
Aug11 |
110609 |
58.30 |
58.39 |
57.35 |
57.67 |
-0.53 |
13,369 |
34,934 |
-302 |
Sep11 |
110609 |
58.50 |
58.63 |
57.64 |
57.96 |
-0.52 |
8,197 |
27,593 |
+2,147 |
Oct11 |
110609 |
58.88 |
58.95 |
58.00 |
58.25 |
-0.51 |
2,531 |
14,784 |
-543 |
Dec11 |
110609 |
59.36 |
59.49 |
58.45 |
58.79 |
-0.52 |
30,972 |
102,366 |
+5,827 |
Jan12 |
110609 |
59.09 |
59.50 |
58.85 |
59.05 |
-0.52 |
1,298 |
10,627 |
+418 |
Mar12 |
110609 |
59.26 |
59.60 |
58.90 |
59.25 |
-0.46 |
733 |
6,252 |
-36 |
May12 |
110609 |
59.75 |
59.84 |
59.12 |
59.27 |
-0.44 |
296 |
5,671 |
+13 |
Total Volume and Open Interest |
133,965 |
333,551 |
-2,127 |
Canola(WCE) |
Jul11 |
110609 |
592.8 |
599.2 |
589.5 |
592.8 |
+0.4 |
13,008 |
56,678 |
-3,862 |
Nov11 |
110609 |
596.7 |
602.7 |
592.2 |
595.8 |
+0.4 |
13,981 |
100,248 |
+4,212 |
Jan12 |
110609 |
607.6 |
609.7 |
600.5 |
603.4 |
+0.3 |
1,777 |
11,320 |
+628 |
Mar12 |
110609 |
613.6 |
614.7 |
606.5 |
610.3 |
+0.3 |
212 |
3,153 |
+107 |
May12 |
110609 |
614.6 |
614.6 |
614.6 |
614.6 |
+0.3 |
2 |
1,073 |
+2 |
Total Volume and Open Interest |
28,981 |
175,344 |
+1,088 |
Corn(CBOT) |
Jul11 |
110609 |
764.00 |
793.00 |
759.50 |
785.50 |
+21.50 |
188,507 |
501,955 |
-20,663 |
Sep11 |
110609 |
735.50 |
765.00 |
731.75 |
754.00 |
+18.00 |
88,587 |
246,926 |
+16,720 |
Dec11 |
110609 |
692.00 |
722.75 |
689.00 |
714.00 |
+20.25 |
72,458 |
473,741 |
-7,661 |
Mar12 |
110609 |
702.00 |
732.00 |
702.00 |
724.25 |
+19.50 |
5,698 |
84,438 |
+796 |
May12 |
110609 |
711.00 |
739.00 |
707.50 |
730.50 |
+18.50 |
1,669 |
19,539 |
+663 |
Jul12 |
110609 |
716.00 |
744.25 |
713.25 |
736.25 |
+18.75 |
3,828 |
51,245 |
+1,258 |
Total Volume and Open Interest |
367,887 |
1,451,153 |
-4,427 |
Wheat(CBOT) |
Jul11 |
110609 |
749.25 |
777.00 |
739.00 |
745.00 |
-3.00 |
75,691 |
162,827 |
-13,088 |
Sep11 |
110609 |
793.00 |
817.50 |
779.50 |
782.75 |
-9.50 |
33,158 |
103,257 |
+3,592 |
Dec11 |
110609 |
852.00 |
870.25 |
834.00 |
837.75 |
-11.75 |
19,165 |
99,787 |
-380 |
Mar12 |
110609 |
890.00 |
909.50 |
871.50 |
877.00 |
-12.75 |
3,366 |
23,571 |
+876 |
May12 |
110609 |
906.75 |
912.75 |
885.00 |
890.75 |
-13.25 |
1,162 |
8,893 |
+222 |
Total Volume and Open Interest |
141,893 |
455,705 |
-6,305 |
Wheat(KCBT) |
Jul11 |
110609 |
888.00 |
909.25 |
870.00 |
871.25 |
-13.75 |
18,314 |
60,304 |
-1,237 |
Sep11 |
110609 |
904.75 |
927.00 |
889.75 |
889.75 |
-13.75 |
9,155 |
53,752 |
+1,802 |
Dec11 |
110609 |
931.00 |
951.50 |
914.75 |
914.75 |
-13.00 |
4,270 |
45,209 |
-49 |
Mar12 |
110609 |
945.00 |
961.00 |
929.50 |
929.75 |
-12.00 |
1,205 |
8,533 |
+440 |
May12 |
110609 |
948.00 |
956.50 |
931.75 |
932.25 |
-11.00 |
85 |
868 |
+10 |
Total Volume and Open Interest |
36,174 |
182,847 |
+2,076 |
Wheat(MGE) |
Jul11 |
110609 |
1027.00 |
1068.75 |
1016.00 |
1020.75 |
-0.75 |
5,957 |
10,168 |
-3,572 |
Sep11 |
110609 |
975.00 |
1001.00 |
959.00 |
964.50 |
-10.75 |
5,931 |
20,524 |
+902 |
Dec11 |
110609 |
975.00 |
999.00 |
957.00 |
960.75 |
-13.50 |
3,171 |
15,798 |
+446 |
Mar12 |
110609 |
988.00 |
1008.75 |
968.50 |
971.25 |
-15.50 |
1,395 |
3,095 |
+130 |
May12 |
110609 |
991.50 |
998.25 |
972.50 |
973.75 |
-17.75 |
893 |
1,085 |
+18 |
Total Volume and Open Interest |
18,903 |
56,645 |
-1,478 |
Oats(CBOT) |
Jul11 |
110609 |
384.00 |
398.00 |
380.75 |
395.00 |
+12.00 |
323 |
5,869 |
-20 |
Sep11 |
110609 |
387.00 |
397.50 |
386.25 |
397.50 |
+10.50 |
64 |
2,963 |
+11 |
Dec11 |
110609 |
396.00 |
406.00 |
396.00 |
406.00 |
+11.50 |
115 |
3,788 |
+19 |
Mar12 |
110609 |
418.00 |
418.00 |
406.50 |
418.00 |
+11.50 |
0 |
23 |
+0 |
Total Volume and Open Interest |
502 |
12,644 |
+10 |
Rough Rice(CBOT) |
Jul11 |
110609 |
14.75 |
15.14 |
14.75 |
14.94 |
+0.16 |
723 |
10,928 |
-132 |
Sep11 |
110609 |
15.87 |
16.20 |
15.87 |
16.00 |
+0.14 |
340 |
6,859 |
+98 |
Nov11 |
110609 |
16.31 |
16.44 |
16.20 |
16.30 |
+0.15 |
24 |
2,132 |
+16 |
Jan12 |
110609 |
16.49 |
16.58 |
16.49 |
16.58 |
+0.15 |
2 |
251 |
+0 |
Total Volume and Open Interest |
1,089 |
20,471 |
-18 |
Live Cattle(CME) |
Jun11 |
110609 |
104.450 |
105.200 |
104.000 |
104.635 |
+0.635 |
6,189 |
20,154 |
-1,845 |
Aug11 |
110609 |
105.000 |
106.550 |
104.500 |
105.430 |
+0.880 |
18,071 |
145,850 |
-82 |
Oct11 |
110609 |
111.000 |
112.950 |
110.550 |
111.885 |
+1.135 |
5,910 |
79,972 |
+206 |
Dec11 |
110609 |
116.000 |
118.000 |
115.500 |
116.830 |
+1.195 |
5,090 |
56,339 |
+1,030 |
Feb12 |
110609 |
117.700 |
120.100 |
117.350 |
119.385 |
+1.735 |
1,340 |
15,697 |
+186 |
Apr12 |
110609 |
119.000 |
121.500 |
118.500 |
120.850 |
+2.050 |
570 |
7,281 |
-86 |
Total Volume and Open Interest |
37,254 |
327,332 |
-578 |
Feeder Cattle(CME) |
Aug11 |
110609 |
125.350 |
125.900 |
123.750 |
125.330 |
+0.530 |
1,493 |
21,459 |
-126 |
Sep11 |
110609 |
126.550 |
127.080 |
125.100 |
126.785 |
+0.605 |
390 |
5,845 |
+11 |
Oct11 |
110609 |
127.480 |
128.150 |
126.150 |
127.680 |
+0.700 |
561 |
4,728 |
+18 |
Nov11 |
110609 |
128.785 |
129.435 |
127.450 |
128.900 |
+0.500 |
176 |
2,104 |
+67 |
Jan12 |
110609 |
128.325 |
129.400 |
127.500 |
128.700 |
+0.700 |
40 |
1,074 |
+14 |
Mar12 |
110609 |
128.250 |
128.700 |
128.250 |
128.685 |
+0.685 |
2 |
68 |
-1 |
Apr12 |
110609 |
127.600 |
127.600 |
127.600 |
127.600 |
+0.500 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,665 |
35,302 |
-15 |
Lean Hogs(CME) |
Jun11 |
110609 |
90.430 |
91.100 |
90.200 |
90.450 |
+0.750 |
7,702 |
10,520 |
-2,442 |
Jul11 |
110609 |
91.850 |
93.800 |
91.535 |
92.980 |
+1.630 |
23,658 |
56,334 |
-4,312 |
Aug11 |
110609 |
91.750 |
92.950 |
91.200 |
92.550 |
+1.650 |
15,172 |
54,890 |
+3,192 |
Oct11 |
110609 |
86.000 |
87.450 |
85.680 |
86.950 |
+1.900 |
8,224 |
47,845 |
+1,313 |
Dec11 |
110609 |
84.400 |
86.035 |
84.200 |
85.700 |
+1.800 |
5,697 |
37,179 |
+1,115 |
Feb12 |
110609 |
86.700 |
88.650 |
86.635 |
88.430 |
+2.045 |
1,859 |
9,021 |
+405 |
Apr12 |
110609 |
88.250 |
90.000 |
88.250 |
89.500 |
+1.700 |
1,001 |
5,272 |
+438 |
May12 |
110609 |
92.350 |
93.750 |
92.350 |
93.750 |
+2.000 |
69 |
283 |
+67 |
Total Volume and Open Interest |
63,962 |
224,702 |
+152 |
Class III Milk(CME) |
Jun11 |
110609 |
18.97 |
19.05 |
18.93 |
19.00 |
+0.03 |
285 |
4,927 |
-132 |
Jul11 |
110609 |
19.90 |
20.00 |
19.60 |
19.77 |
-0.10 |
1,136 |
5,278 |
-142 |
Aug11 |
110609 |
18.85 |
18.92 |
18.57 |
18.81 |
-0.04 |
609 |
4,791 |
+125 |
Sep11 |
110609 |
18.45 |
18.52 |
18.25 |
18.44 |
-0.03 |
282 |
4,584 |
+44 |
Oct11 |
110609 |
17.87 |
17.92 |
17.79 |
17.83 |
-0.04 |
179 |
3,582 |
+38 |
Total Volume and Open Interest |
2,818 |
33,193 |
+43 |
Cocoa(ICE) |
Jul11 |
110609 |
2933 |
3067 |
2933 |
2980 |
+53 |
17,895 |
25,023 |
-8,272 |
Sep11 |
110609 |
2929 |
3050 |
2928 |
2970 |
+49 |
15,320 |
61,866 |
+5,500 |
Dec11 |
110609 |
2958 |
3071 |
2958 |
2997 |
+44 |
2,949 |
30,963 |
+1,229 |
Mar12 |
110609 |
3024 |
3113 |
3024 |
3041 |
+38 |
1,306 |
25,187 |
+650 |
May12 |
110609 |
3020 |
3116 |
3020 |
3040 |
+38 |
368 |
7,814 |
+34 |
Jul12 |
110609 |
3040 |
3089 |
3033 |
3038 |
+38 |
2 |
3,093 |
+0 |
Sep12 |
110609 |
3042 |
3091 |
3035 |
3038 |
+40 |
1,307 |
3,944 |
+1,218 |
Total Volume and Open Interest |
39,480 |
163,361 |
+573 |
Coffee "C"(ICE) |
Jul11 |
110609 |
264.80 |
268.70 |
264.40 |
266.80 |
+2.95 |
13,391 |
36,180 |
-6,521 |
Sep11 |
110609 |
266.70 |
271.60 |
266.70 |
269.85 |
+3.35 |
9,216 |
39,396 |
+1,683 |
Dec11 |
110609 |
271.55 |
275.90 |
271.55 |
274.15 |
+3.30 |
2,263 |
25,203 |
+516 |
Mar12 |
110609 |
274.50 |
278.50 |
274.50 |
276.95 |
+3.20 |
299 |
5,665 |
+28 |
May12 |
110609 |
276.40 |
278.70 |
276.40 |
278.05 |
+3.00 |
91 |
3,171 |
+0 |
Jul12 |
110609 |
275.30 |
277.40 |
275.30 |
276.95 |
+2.90 |
47 |
1,013 |
+8 |
Total Volume and Open Interest |
25,340 |
112,646 |
-4,270 |
Orange Juice(ICE) |
Jul11 |
110609 |
181.80 |
184.05 |
181.75 |
183.70 |
+1.70 |
2,274 |
21,820 |
-1,340 |
Sep11 |
110609 |
178.25 |
180.05 |
177.95 |
179.85 |
+1.90 |
1,869 |
10,104 |
+1,676 |
Nov11 |
110609 |
173.00 |
174.30 |
173.00 |
174.30 |
+1.75 |
318 |
3,540 |
+176 |
Jan12 |
110609 |
170.50 |
170.60 |
170.00 |
170.60 |
+1.85 |
16 |
429 |
+9 |
Mar12 |
110609 |
168.30 |
169.15 |
168.30 |
169.15 |
+1.85 |
1 |
134 |
+0 |
May12 |
110609 |
166.30 |
167.55 |
166.30 |
167.55 |
+1.85 |
0 |
92 |
+0 |
Total Volume and Open Interest |
4,478 |
36,183 |
+521 |
Sugar #11(ICE) |
Jul11 |
110609 |
24.82 |
25.08 |
24.52 |
24.84 |
-0.11 |
74,339 |
203,264 |
-16,789 |
Oct11 |
110609 |
23.91 |
24.15 |
23.70 |
23.99 |
+0.08 |
61,295 |
203,886 |
+7,571 |
Mar12 |
110609 |
23.84 |
24.00 |
23.63 |
23.95 |
+0.11 |
22,519 |
100,737 |
+5,011 |
May12 |
110609 |
23.48 |
23.66 |
23.31 |
23.62 |
+0.13 |
5,013 |
30,093 |
+327 |
Jul12 |
110609 |
23.28 |
23.39 |
23.06 |
23.34 |
+0.06 |
13,414 |
45,418 |
+6,740 |
Total Volume and Open Interest |
180,112 |
634,960 |
+3,426 |
London Cocoa(LCE) |
Jul11 |
110609 |
1813 |
1839 |
1813 |
1830 |
+23 |
4,665 |
72,620 |
-2,619 |
Sep11 |
110609 |
1832 |
1856 |
1830 |
1843 |
+19 |
3,689 |
39,935 |
+218 |
Dec11 |
110609 |
1858 |
1883 |
1858 |
1869 |
+17 |
1,407 |
35,061 |
+495 |
Mar12 |
110609 |
1886 |
1903 |
1885 |
1891 |
+18 |
613 |
39,078 |
+221 |
May12 |
110609 |
1903 |
1907 |
1899 |
1902 |
+17 |
159 |
9,820 |
+123 |
Jul12 |
110609 |
1912 |
1912 |
1909 |
1909 |
+17 |
5 |
4,377 |
-3 |
Sep12 |
110609 |
1917 |
1917 |
1917 |
1917 |
+17 |
8 |
3,192 |
-8 |
Total Volume and Open Interest |
10,546 |
211,969 |
-1,573 |
London Sugar(LCE) |
Aug11 |
110609 |
712.00 |
719.10 |
708.70 |
712.10 |
-2.30 |
2,813 |
24,742 |
+41 |
Oct11 |
110609 |
648.80 |
653.20 |
645.20 |
648.60 |
-0.20 |
1,255 |
12,153 |
-40 |
Dec11 |
110609 |
632.40 |
636.80 |
629.80 |
633.40 |
+1.60 |
209 |
5,259 |
+26 |
Mar12 |
110609 |
617.50 |
621.00 |
615.80 |
619.20 |
+1.70 |
92 |
4,166 |
+44 |
May12 |
110609 |
609.80 |
613.50 |
609.80 |
611.80 |
+2.10 |
163 |
2,010 |
+100 |
Total Volume and Open Interest |
4,615 |
50,900 |
+221 |
Cotton(ICE) |
Jul11 |
110609 |
146.05 |
151.05 |
145.36 |
151.05 |
+6.00 |
14,363 |
52,982 |
-1,969 |
Oct11 |
110609 |
137.50 |
142.00 |
136.00 |
138.56 |
+1.06 |
45 |
458 |
-9 |
Dec11 |
110609 |
130.61 |
134.55 |
130.25 |
132.99 |
+2.84 |
10,081 |
82,206 |
+1,295 |
Mar12 |
110609 |
124.00 |
126.42 |
123.27 |
125.72 |
+2.50 |
1,037 |
11,856 |
+163 |
May12 |
110609 |
116.00 |
118.10 |
116.00 |
117.86 |
+1.73 |
126 |
3,143 |
-28 |
Jul12 |
110609 |
111.01 |
114.25 |
111.01 |
111.99 |
+2.32 |
109 |
5,797 |
-15 |
Total Volume and Open Interest |
25,865 |
159,300 |
-509 |
Lumber(CME) |
Jul11 |
110609 |
231.5 |
233.6 |
227.0 |
228.0 |
+2.5 |
565 |
4,911 |
-156 |
Sep11 |
110609 |
251.0 |
253.0 |
246.3 |
250.6 |
+2.1 |
354 |
5,070 |
+32 |
Nov11 |
110609 |
256.0 |
258.0 |
253.0 |
253.0 |
+1.0 |
146 |
1,018 |
+53 |
Jan12 |
110609 |
267.5 |
267.5 |
267.5 |
267.5 |
unch |
3 |
62 |
+3 |
Total Volume and Open Interest |
1,068 |
11,067 |
-68 |
Crude Oil(NYM) |
Jul11 |
110609 |
100.83 |
102.44 |
100.74 |
101.93 |
+1.19 |
415,373 |
288,420 |
-29,307 |
Aug11 |
110609 |
101.33 |
102.95 |
101.32 |
102.45 |
+1.16 |
139,364 |
140,481 |
+23,109 |
Sep11 |
110609 |
101.98 |
103.35 |
101.76 |
102.91 |
+1.13 |
72,519 |
130,183 |
+8,721 |
Oct11 |
110609 |
102.35 |
103.76 |
102.24 |
103.31 |
+1.09 |
26,989 |
55,636 |
+3,075 |
Nov11 |
110609 |
102.74 |
104.00 |
102.51 |
103.64 |
+1.03 |
18,943 |
37,349 |
+2,598 |
Dec11 |
110609 |
103.00 |
104.19 |
102.76 |
103.85 |
+0.94 |
62,291 |
180,201 |
-2,529 |
Jan12 |
110609 |
103.38 |
104.25 |
102.99 |
104.00 |
+0.87 |
9,886 |
47,086 |
+2,877 |
Feb12 |
110609 |
103.68 |
104.37 |
103.15 |
104.16 |
+0.82 |
6,369 |
22,568 |
+162 |
Mar12 |
110609 |
103.74 |
104.47 |
103.30 |
104.31 |
+0.76 |
7,276 |
28,799 |
-250 |
Apr12 |
110609 |
104.45 |
104.60 |
103.49 |
104.43 |
+0.67 |
3,766 |
17,186 |
+449 |
May12 |
110609 |
104.60 |
104.60 |
104.00 |
104.53 |
+0.57 |
4,374 |
16,985 |
+331 |
Jun12 |
110609 |
104.37 |
104.82 |
103.85 |
104.63 |
+0.49 |
23,689 |
71,185 |
-1,410 |
Jul12 |
110609 |
104.70 |
104.70 |
104.69 |
104.69 |
+0.40 |
11,741 |
33,067 |
+2,317 |
Aug12 |
110609 |
104.62 |
104.62 |
104.62 |
104.62 |
+0.31 |
3,500 |
13,000 |
-1,449 |
Sep12 |
110609 |
104.60 |
104.70 |
104.54 |
104.54 |
+0.23 |
1,962 |
13,487 |
+56 |
Oct12 |
110609 |
104.55 |
104.60 |
104.49 |
104.49 |
+0.17 |
916 |
9,105 |
+13 |
Total Volume and Open Interest |
862,816 |
1,515,910 |
+10,886 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110609 |
100.875 |
102.425 |
100.775 |
101.925 |
+1.175 |
8,451 |
2,901 |
-335 |
Aug11 |
110609 |
101.625 |
102.900 |
101.350 |
102.450 |
+1.150 |
729 |
917 |
+117 |
Sep11 |
110609 |
102.425 |
103.175 |
101.900 |
102.900 |
+1.125 |
70 |
379 |
-7 |
Oct11 |
110609 |
102.275 |
103.300 |
102.275 |
103.300 |
+1.075 |
39 |
147 |
+33 |
Nov11 |
110609 |
103.650 |
103.650 |
103.650 |
103.650 |
+1.050 |
6 |
21 |
+4 |
Dec11 |
110609 |
103.100 |
104.150 |
103.100 |
103.850 |
+0.950 |
13 |
281 |
+4 |
Jan12 |
110609 |
104.000 |
104.000 |
104.000 |
104.000 |
+0.875 |
0 |
9 |
+0 |
Feb12 |
110609 |
104.150 |
104.150 |
104.150 |
104.150 |
+0.800 |
0 |
3 |
+0 |
Mar12 |
110609 |
104.300 |
104.300 |
104.300 |
104.300 |
+0.750 |
0 |
8 |
+0 |
Total Volume and Open Interest |
9,308 |
4,792 |
-184 |
Heating Oil(NYM) |
Jul11 |
110609 |
308.74 |
314.39 |
307.52 |
313.78 |
+4.41 |
60,979 |
95,143 |
-2,189 |
Aug11 |
110609 |
310.13 |
315.65 |
308.94 |
315.08 |
+4.27 |
23,465 |
48,132 |
+1,168 |
Sep11 |
110609 |
312.38 |
317.40 |
310.75 |
316.77 |
+4.12 |
15,863 |
38,835 |
+1,075 |
Oct11 |
110609 |
313.45 |
319.03 |
313.27 |
318.43 |
+4.00 |
6,313 |
18,486 |
+25 |
Nov11 |
110609 |
316.04 |
320.50 |
315.83 |
320.15 |
+4.01 |
3,840 |
15,406 |
+483 |
Dec11 |
110609 |
317.38 |
322.17 |
315.82 |
321.67 |
+3.97 |
8,230 |
35,605 |
-315 |
Jan12 |
110609 |
321.22 |
323.70 |
321.15 |
323.21 |
+3.92 |
2,397 |
17,067 |
+719 |
Feb12 |
110609 |
322.15 |
323.53 |
322.15 |
323.37 |
+3.85 |
1,720 |
6,345 |
+190 |
Mar12 |
110609 |
318.78 |
322.44 |
318.78 |
322.09 |
+3.66 |
755 |
5,293 |
+378 |
Apr12 |
110609 |
318.94 |
319.73 |
318.67 |
319.64 |
+3.53 |
458 |
1,927 |
+20 |
May12 |
110609 |
317.13 |
317.29 |
316.40 |
317.29 |
+3.39 |
600 |
2,025 |
+97 |
Jun12 |
110609 |
312.31 |
315.82 |
312.31 |
315.82 |
+3.34 |
2,633 |
18,810 |
+189 |
Total Volume and Open Interest |
128,037 |
314,662 |
+2,240 |
Gasoline(NYMEX) |
Jul11 |
110609 |
297.25 |
304.82 |
296.97 |
303.98 |
+6.11 |
60,470 |
77,068 |
-6,276 |
Aug11 |
110609 |
296.25 |
302.94 |
295.53 |
302.17 |
+5.63 |
37,131 |
41,927 |
+932 |
Sep11 |
110609 |
296.61 |
301.29 |
295.25 |
300.79 |
+5.27 |
23,620 |
37,894 |
+2,226 |
Oct11 |
110609 |
284.16 |
289.65 |
284.16 |
289.22 |
+4.45 |
9,840 |
20,474 |
-610 |
Nov11 |
110609 |
282.75 |
287.24 |
282.75 |
287.01 |
+4.23 |
6,526 |
12,996 |
+286 |
Dec11 |
110609 |
282.51 |
286.17 |
281.42 |
285.87 |
+4.05 |
7,225 |
25,598 |
-142 |
Jan12 |
110609 |
282.70 |
286.38 |
282.70 |
286.38 |
+3.86 |
1,058 |
7,375 |
+45 |
Feb12 |
110609 |
287.44 |
287.96 |
287.24 |
287.96 |
+3.69 |
277 |
4,270 |
+111 |
Mar12 |
110609 |
288.84 |
289.71 |
288.72 |
289.71 |
+3.56 |
293 |
4,231 |
-159 |
Apr12 |
110609 |
300.50 |
301.31 |
300.50 |
301.31 |
+3.41 |
320 |
3,941 |
-144 |
Total Volume and Open Interest |
147,582 |
251,327 |
-3,928 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110609 |
304.00 |
304.00 |
303.98 |
304.00 |
+6.10 |
1 |
3 |
+0 |
Aug11 |
110609 |
302.20 |
302.20 |
302.17 |
302.20 |
+5.70 |
0 |
1 |
+0 |
Sep11 |
110609 |
300.80 |
300.80 |
300.79 |
300.80 |
+5.30 |
|
|
|
Oct11 |
110609 |
289.20 |
289.22 |
289.20 |
289.20 |
+4.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
7 |
+0 |
Natural Gas(NYM) |
Jul11 |
110609 |
4.850 |
4.983 |
4.510 |
4.674 |
-0.173 |
145,270 |
206,170 |
-12,073 |
Aug11 |
110609 |
4.876 |
5.000 |
4.601 |
4.704 |
-0.170 |
60,538 |
82,917 |
+1,045 |
Sep11 |
110609 |
4.887 |
5.011 |
4.550 |
4.726 |
-0.167 |
75,542 |
134,848 |
+11,408 |
Oct11 |
110609 |
4.922 |
5.010 |
4.500 |
4.754 |
-0.165 |
45,518 |
116,823 |
+2,765 |
Nov11 |
110609 |
5.023 |
5.106 |
4.847 |
4.872 |
-0.161 |
20,855 |
68,410 |
+1,272 |
Dec11 |
110609 |
5.225 |
5.283 |
4.900 |
5.047 |
-0.162 |
12,573 |
45,893 |
-295 |
Jan12 |
110609 |
5.264 |
5.356 |
5.046 |
5.140 |
-0.161 |
13,839 |
92,511 |
+603 |
Feb12 |
110609 |
5.305 |
5.330 |
5.109 |
5.122 |
-0.159 |
1,072 |
20,432 |
+49 |
Mar12 |
110609 |
5.190 |
5.275 |
5.045 |
5.057 |
-0.154 |
5,114 |
39,593 |
+590 |
Apr12 |
110609 |
5.040 |
5.067 |
4.862 |
4.889 |
-0.144 |
6,872 |
41,399 |
+89 |
May12 |
110609 |
5.062 |
5.075 |
4.890 |
4.899 |
-0.141 |
1,473 |
9,695 |
+486 |
Jun12 |
110609 |
5.067 |
5.094 |
4.920 |
4.925 |
-0.139 |
750 |
10,416 |
+137 |
Jul12 |
110609 |
5.127 |
5.130 |
4.948 |
4.964 |
-0.138 |
233 |
6,843 |
-65 |
Aug12 |
110609 |
5.150 |
5.150 |
4.988 |
4.990 |
-0.138 |
112 |
5,924 |
+42 |
Sep12 |
110609 |
5.120 |
5.162 |
4.995 |
4.999 |
-0.138 |
239 |
6,051 |
+65 |
Oct12 |
110609 |
5.142 |
5.204 |
5.036 |
5.044 |
-0.138 |
2,056 |
19,384 |
+683 |
Total Volume and Open Interest |
394,838 |
981,615 |
+8,165 |
Brent Crude Oil(ICE) |
Jul11 |
110609 |
117.80 |
119.86 |
117.37 |
119.57 |
+1.72 |
237,239 |
168,671 |
-12,077 |
Aug11 |
110609 |
117.37 |
119.40 |
117.00 |
119.11 |
+1.64 |
141,859 |
154,456 |
+7,591 |
Sep11 |
110609 |
117.21 |
118.75 |
116.50 |
118.54 |
+1.59 |
71,063 |
104,567 |
+8,069 |
Oct11 |
110609 |
116.86 |
118.34 |
116.11 |
118.11 |
+1.55 |
27,044 |
59,575 |
+1,218 |
Nov11 |
110609 |
116.60 |
118.04 |
115.84 |
117.80 |
+1.50 |
14,234 |
34,972 |
+458 |
Dec11 |
110609 |
116.35 |
117.77 |
115.59 |
117.50 |
+1.45 |
57,599 |
84,243 |
-2,785 |
Jan12 |
110609 |
116.39 |
117.22 |
115.39 |
117.22 |
+1.39 |
4,397 |
22,214 |
+1,508 |
Feb12 |
110609 |
115.70 |
117.01 |
115.15 |
116.94 |
+1.35 |
2,696 |
20,424 |
+310 |
Mar12 |
110609 |
115.64 |
116.93 |
114.90 |
116.66 |
+1.30 |
4,347 |
30,194 |
+128 |
Apr12 |
110609 |
116.36 |
116.36 |
116.36 |
116.36 |
+1.26 |
1,602 |
8,781 |
+561 |
May12 |
110609 |
116.04 |
116.04 |
116.04 |
116.04 |
+1.21 |
667 |
5,604 |
-10 |
Jun12 |
110609 |
114.86 |
115.98 |
114.09 |
115.71 |
+1.15 |
7,041 |
37,095 |
+485 |
Jul12 |
110609 |
115.42 |
115.42 |
115.42 |
115.42 |
+1.08 |
575 |
5,997 |
+228 |
Aug12 |
110609 |
115.12 |
115.12 |
115.12 |
115.12 |
+1.02 |
105 |
3,187 |
+1 |
Total Volume and Open Interest |
603,623 |
871,465 |
+6,720 |
Gas Oil(ICE) |
Jun11 |
110609 |
969.00 |
985.75 |
966.25 |
977.00 |
+6.50 |
56,493 |
50,430 |
-23,752 |
Jul11 |
110609 |
973.75 |
990.75 |
970.50 |
981.50 |
+6.75 |
100,349 |
108,339 |
-2,856 |
Aug11 |
110609 |
978.00 |
994.00 |
974.25 |
985.25 |
+7.00 |
32,095 |
72,628 |
+4,728 |
Sep11 |
110609 |
984.00 |
997.00 |
978.00 |
988.50 |
+7.00 |
13,819 |
48,279 |
+960 |
Oct11 |
110609 |
986.75 |
998.50 |
982.00 |
990.50 |
+6.75 |
5,502 |
28,027 |
-338 |
Nov11 |
110609 |
987.75 |
1000.00 |
983.50 |
991.75 |
+6.75 |
2,560 |
25,387 |
+252 |
Dec11 |
110609 |
989.00 |
1001.75 |
983.00 |
993.00 |
+6.50 |
13,847 |
59,697 |
+1,474 |
Jan12 |
110609 |
992.25 |
1004.00 |
987.75 |
995.50 |
+6.50 |
2,057 |
24,246 |
-155 |
Feb12 |
110609 |
992.50 |
1004.00 |
988.00 |
995.75 |
+6.50 |
1,273 |
7,494 |
+296 |
Mar12 |
110609 |
991.75 |
1002.75 |
986.25 |
994.50 |
+5.75 |
1,065 |
8,146 |
+242 |
Total Volume and Open Interest |
233,716 |
529,460 |
-18,392 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110609 |
2.725 |
2.761 |
2.725 |
2.758 |
+0.074 |
193 |
1,125 |
-104 |
Aug11 |
110609 |
2.737 |
2.760 |
2.737 |
2.756 |
+0.072 |
215 |
1,492 |
+92 |
Sep11 |
110609 |
2.691 |
2.725 |
2.691 |
2.715 |
+0.069 |
151 |
1,365 |
+103 |
Oct11 |
110609 |
2.604 |
2.625 |
2.597 |
2.618 |
+0.068 |
162 |
1,079 |
+97 |
Nov11 |
110609 |
2.540 |
2.555 |
2.535 |
2.552 |
+0.071 |
10 |
899 |
+5 |
Dec11 |
110609 |
2.520 |
2.538 |
2.520 |
2.535 |
+0.071 |
88 |
1,227 |
+39 |
Jan12 |
110609 |
2.491 |
2.522 |
2.479 |
2.502 |
+0.068 |
36 |
655 |
+20 |
Total Volume and Open Interest |
1,054 |
9,072 |
+404 |
WTI Crude Oil(ICE |
Jul11 |
110609 |
101.07 |
102.44 |
100.77 |
101.93 |
+1.19 |
93,117 |
84,691 |
-4,213 |
Aug11 |
110609 |
101.61 |
102.93 |
101.33 |
102.45 |
+1.16 |
39,523 |
43,531 |
+4,167 |
Sep11 |
110609 |
102.43 |
103.33 |
101.85 |
102.91 |
+1.13 |
24,883 |
39,555 |
+851 |
Oct11 |
110609 |
102.70 |
103.69 |
102.15 |
103.31 |
+1.09 |
9,038 |
20,824 |
+322 |
Nov11 |
110609 |
103.03 |
103.99 |
102.56 |
103.64 |
+1.03 |
8,165 |
14,316 |
+46 |
Dec11 |
110609 |
103.27 |
104.17 |
102.76 |
103.85 |
+0.94 |
31,464 |
83,234 |
-1,039 |
Jan12 |
110609 |
103.40 |
104.26 |
102.94 |
104.00 |
+0.87 |
2,967 |
12,246 |
+134 |
Feb12 |
110609 |
103.38 |
104.40 |
103.38 |
104.16 |
+0.82 |
1,440 |
4,347 |
+69 |
Mar12 |
110609 |
103.55 |
104.54 |
103.55 |
104.31 |
+0.76 |
1,929 |
12,193 |
+22 |
Apr12 |
110609 |
104.43 |
104.43 |
104.43 |
104.43 |
+0.67 |
563 |
4,089 |
-52 |
May12 |
110609 |
104.53 |
104.53 |
104.53 |
104.53 |
+0.57 |
521 |
3,158 |
+74 |
Jun12 |
110609 |
104.45 |
104.93 |
103.82 |
104.63 |
+0.49 |
7,280 |
27,137 |
+458 |
Jul12 |
110609 |
104.69 |
104.69 |
104.69 |
104.69 |
+0.40 |
574 |
4,440 |
-17 |
Aug12 |
110609 |
104.62 |
104.62 |
104.62 |
104.62 |
+0.31 |
52 |
883 |
-1 |
Sep12 |
110609 |
104.54 |
104.54 |
104.54 |
104.54 |
+0.23 |
0 |
4,300 |
+0 |
Oct12 |
110609 |
104.49 |
104.49 |
104.49 |
104.49 |
+0.17 |
0 |
511 |
+0 |
Total Volume and Open Interest |
235,757 |
467,537 |
+3,392 |
US Dollar Index(ICE) |
Jun11 |
110609 |
73.875 |
74.320 |
73.695 |
74.200 |
+0.260 |
32,443 |
45,184 |
-6,726 |
Sep11 |
110609 |
74.270 |
74.675 |
74.050 |
74.600 |
+0.305 |
11,807 |
17,136 |
+7,527 |
Dec11 |
110609 |
75.065 |
75.065 |
75.065 |
75.065 |
+0.305 |
0 |
504 |
+0 |
Total Volume and Open Interest |
44,250 |
62,825 |
+801 |
Australian Dollar(CME) |
Jun11 |
110609 |
106.23 |
106.62 |
105.51 |
106.42 |
+0.24 |
109,867 |
89,046 |
-9,418 |
Sep11 |
110609 |
104.90 |
105.30 |
104.30 |
105.11 |
+0.25 |
46,881 |
56,226 |
+31,693 |
Dec11 |
110609 |
103.78 |
103.89 |
103.64 |
103.89 |
+0.25 |
2 |
72 |
+0 |
Total Volume and Open Interest |
156,750 |
145,346 |
+22,275 |
British Pound(CME) |
Jun11 |
110609 |
163.97 |
164.68 |
163.58 |
163.65 |
-0.26 |
114,179 |
82,645 |
-16,702 |
Sep11 |
110609 |
163.79 |
164.48 |
163.37 |
163.44 |
-0.26 |
31,247 |
30,951 |
+16,498 |
Dec11 |
110609 |
163.61 |
163.67 |
163.22 |
163.22 |
-0.26 |
5 |
37 |
+1 |
Total Volume and Open Interest |
145,431 |
113,641 |
-203 |
Canadian Dollar(CME) |
Jun11 |
110609 |
102.09 |
102.83 |
101.89 |
102.69 |
+0.60 |
87,998 |
83,709 |
-15,750 |
Sep11 |
110609 |
101.85 |
102.59 |
101.65 |
102.45 |
+0.61 |
29,345 |
41,217 |
+15,934 |
Dec11 |
110609 |
101.52 |
102.30 |
101.50 |
102.21 |
+0.62 |
289 |
3,438 |
+57 |
Mar12 |
110609 |
101.75 |
101.97 |
101.36 |
101.97 |
+0.61 |
0 |
414 |
+0 |
Total Volume and Open Interest |
117,632 |
129,110 |
+241 |
Japanese Yen(CME) |
Jun11 |
110609 |
125.13 |
125.25 |
124.34 |
124.52 |
-0.60 |
82,077 |
80,734 |
-6,553 |
Sep11 |
110609 |
125.16 |
125.30 |
124.39 |
124.58 |
-0.60 |
21,729 |
25,208 |
+11,848 |
Dec11 |
110609 |
124.86 |
125.26 |
124.65 |
124.65 |
-0.61 |
3 |
246 |
+2 |
Total Volume and Open Interest |
103,809 |
106,199 |
+5,297 |
Swiss Franc(CME) |
Jun11 |
110609 |
119.59 |
119.69 |
118.38 |
118.75 |
-0.74 |
43,573 |
57,794 |
-5,048 |
Sep11 |
110609 |
119.71 |
119.75 |
118.45 |
118.81 |
-0.74 |
12,997 |
16,450 |
+8,167 |
Dec11 |
110609 |
119.17 |
119.62 |
118.70 |
118.88 |
-0.74 |
10 |
92 |
+10 |
Total Volume and Open Interest |
56,580 |
74,339 |
+3,129 |
EuroFX(CME) |
Jun11 |
110609 |
145.77 |
146.59 |
144.76 |
145.09 |
-0.68 |
281,977 |
229,405 |
-11,316 |
Sep11 |
110609 |
145.45 |
146.19 |
144.35 |
144.67 |
-0.69 |
59,853 |
66,170 |
+30,897 |
Dec11 |
110609 |
145.11 |
145.30 |
143.94 |
144.24 |
-0.67 |
9 |
166 |
+0 |
Total Volume and Open Interest |
341,839 |
296,126 |
+19,581 |
Mexican Peso(CME) |
Jun11 |
110609 |
844.5 |
849.8 |
843.0 |
849.0 |
+4.0 |
59,644 |
87,090 |
-24,490 |
Jul11 |
110609 |
847.8 |
847.8 |
843.8 |
847.8 |
+4.0 |
|
|
|
Total Volume and Open Interest |
100,612 |
150,067 |
+5,248 |
30-Year T-Bonds(CBOT) |
Jun11 |
110531 |
125~260 |
126~090 |
125~110 |
126~050 |
+0~090 |
370,649 |
125,465 |
-108,773 |
Sep11 |
110609 |
125~300 |
126~120 |
124~280 |
125~080 |
-0~140 |
328,498 |
653,565 |
-12,193 |
Dec11 |
110609 |
124~260 |
124~260 |
123~260 |
123~260 |
-0~140 |
2 |
60 |
+0 |
Total Volume and Open Interest |
338,180 |
691,900 |
-17,311 |
10-Year T-Notes(CBOT) |
Jun11 |
110609 |
125~035 |
125~125 |
124~170 |
124~210 |
-0~140 |
52,194 |
79,252 |
-22,018 |
Sep11 |
110609 |
123~270 |
124~005 |
123~040 |
123~085 |
-0~145 |
1,175,767 |
1,739,972 |
+16,759 |
Dec11 |
110609 |
121~310 |
122~135 |
121~310 |
121~310 |
-0~145 |
12 |
25 |
+11 |
Total Volume and Open Interest |
1,227,973 |
1,819,249 |
-5,248 |
5-Year T-Notes(CBOT) |
Jun11 |
110531 |
120~025 |
120~044 |
119~120 |
120~036 |
+0~019 |
765,609 |
270,565 |
-196,975 |
Sep11 |
110609 |
120~014 |
120~022 |
119~079 |
119~088 |
-0~045 |
576,784 |
1,458,511 |
+36,754 |
Dec11 |
110609 |
118~072 |
119~029 |
118~072 |
118~072 |
-0~085 |
|
|
|
Total Volume and Open Interest |
611,442 |
1,521,026 |
+21,441 |
2 Year T-Notes(CBOT) |
Jun11 |
110609 |
110~007 |
110~009 |
109~125 |
110~000 |
-0~009 |
18,708 |
32,353 |
-6,646 |
Sep11 |
110609 |
109~104 |
109~104 |
109~089 |
109~092 |
-0~010 |
413,964 |
982,537 |
-28,586 |
Dec11 |
110609 |
109~056 |
109~066 |
109~056 |
109~056 |
-0~010 |
0 |
20 |
+0 |
Total Volume and Open Interest |
432,672 |
1,014,910 |
-35,232 |
Eurodollars(CME) |
Jun11 |
110609 |
99.747 |
99.750 |
99.745 |
99.747 |
unch |
133,434 |
896,852 |
-11,913 |
Sep11 |
110609 |
99.670 |
99.675 |
99.660 |
99.665 |
-0.005 |
253,214 |
1,204,960 |
+26,121 |
Dec11 |
110609 |
99.600 |
99.610 |
99.585 |
99.595 |
-0.015 |
226,564 |
1,586,145 |
+3,320 |
Mar12 |
110609 |
99.540 |
99.545 |
99.510 |
99.520 |
-0.025 |
277,603 |
1,723,535 |
+19,659 |
Jun12 |
110609 |
99.445 |
99.445 |
99.390 |
99.410 |
-0.030 |
296,212 |
1,534,129 |
-18,923 |
Sep12 |
110609 |
99.300 |
99.300 |
99.230 |
99.250 |
-0.035 |
347,502 |
820,160 |
-1,684 |
Dec12 |
110609 |
99.110 |
99.115 |
99.025 |
99.050 |
-0.035 |
258,793 |
623,551 |
+17,611 |
Mar13 |
110609 |
98.905 |
98.925 |
98.820 |
98.840 |
-0.045 |
208,965 |
441,764 |
+6,761 |
Jun13 |
110609 |
98.680 |
98.705 |
98.580 |
98.605 |
-0.055 |
152,423 |
325,956 |
+10,222 |
Sep13 |
110609 |
98.430 |
98.475 |
98.335 |
98.360 |
-0.060 |
162,345 |
270,307 |
+25,418 |
Dec13 |
110609 |
98.170 |
98.220 |
98.075 |
98.100 |
-0.060 |
123,380 |
235,414 |
+26,599 |
Mar14 |
110609 |
97.935 |
97.975 |
97.825 |
97.850 |
-0.065 |
93,666 |
204,100 |
+6,756 |
Jun14 |
110609 |
97.675 |
97.725 |
97.580 |
97.600 |
-0.065 |
44,192 |
115,313 |
+1,794 |
Sep14 |
110609 |
97.425 |
97.475 |
97.335 |
97.355 |
-0.060 |
44,056 |
67,209 |
+416 |
Dec14 |
110609 |
97.165 |
97.215 |
97.080 |
97.100 |
-0.055 |
28,651 |
69,963 |
-1,150 |
Mar15 |
110609 |
96.940 |
96.985 |
96.855 |
96.880 |
-0.050 |
28,492 |
63,606 |
+3,585 |
Jun15 |
110609 |
4.970 |
5.005 |
4.885 |
4.905 |
-0.045 |
17,060 |
53,537 |
+3,076 |
Sep15 |
110609 |
4.750 |
4.790 |
4.670 |
4.690 |
-0.045 |
18,163 |
50,956 |
+5,104 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jun11 |
110609 |
99.900 |
99.902 |
99.897 |
99.900 |
+0.003 |
4,118 |
58,426 |
-1,627 |
Jul11 |
110609 |
99.895 |
99.900 |
99.890 |
99.895 |
unch |
2,424 |
53,972 |
+603 |
Aug11 |
110609 |
99.880 |
99.885 |
99.875 |
99.880 |
-0.005 |
3,044 |
49,028 |
-464 |
Sep11 |
110609 |
99.865 |
99.865 |
99.855 |
99.860 |
-0.005 |
3,606 |
42,740 |
-389 |
Oct11 |
110609 |
99.855 |
99.855 |
99.840 |
99.850 |
-0.005 |
5,775 |
51,756 |
-827 |
Nov11 |
110609 |
99.840 |
99.840 |
99.825 |
99.835 |
-0.005 |
5,800 |
53,781 |
+652 |
Total Volume and Open Interest |
55,067 |
699,273 |
+4,343 |
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 |
110609 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.005 |
|
|
|
Dec11 |
110609 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.005 |
0 |
75 |
+0 |
Mar12 |
110609 |
99.658 |
99.658 |
99.658 |
99.658 |
+0.007 |
|
|
|
Jun12 |
110609 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
110609 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec12 |
110609 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Mar13 |
110609 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Jun13 |
110609 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Sep13 |
110609 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110609 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1,466 |
+0 |
Dec11 |
110609 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
1,957 |
+0 |
Mar12 |
110609 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
4,177 |
+0 |
Jun12 |
110609 |
99.65 |
99.67 |
99.65 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110609 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110609 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110609 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Jun13 |
110609 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
15,093 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110609 |
140.74 |
140.86 |
140.65 |
140.76 |
+0.09 |
7,420 |
12,803 |
+0 |
Dec11 |
110609 |
138.67 |
138.67 |
138.67 |
138.67 |
+0.09 |
0 |
1 |
+0 |
Mar12 |
110609 |
136.58 |
136.58 |
136.58 |
136.58 |
+0.09 |
|
|
|
Total Volume and Open Interest |
16,868 |
33,503 |
+0 |
Euro-Bund(EUREX) |
Jun11 |
110608 |
125.04 |
125.31 |
125.00 |
125.30 |
+0.43 |
1,462,802 |
333,223 |
-274,912 |
Sep11 |
110609 |
124.93 |
125.44 |
124.70 |
125.18 |
+0.30 |
1,398,874 |
929,965 |
+143,346 |
Dec11 |
110609 |
124.07 |
124.17 |
124.01 |
124.01 |
+0.31 |
49 |
220 |
+14 |
Total Volume and Open Interest |
2,187,865 |
944,502 |
-175,546 |
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 |
110609 |
115.60 |
115.60 |
115.60 |
115.60 |
+0.28 |
51 |
1 |
+1 |
Total Volume and Open Interest |
1,357,587 |
818,203 |
-94,739 |
3-Mth Euribor(EUREX) |
Jun11 |
110609 |
98.510 |
98.515 |
98.510 |
98.515 |
+0.005 |
322 |
4,841 |
+91 |
Sep11 |
110609 |
98.260 |
98.300 |
98.260 |
98.290 |
+0.025 |
152 |
2,520 |
+150 |
Dec11 |
110609 |
98.075 |
98.130 |
98.075 |
98.130 |
+0.045 |
0 |
1,302 |
-10 |
Total Volume and Open Interest |
474 |
12,394 |
+231 |
Long Gilt(LIFFE) |
Jun11 |
110609 |
121~30 |
122~03 |
121~30 |
121~30 |
+0~07 |
4,206 |
8,762 |
-3,790 |
Sep11 |
110609 |
120~16 |
120~30 |
120~10 |
120~21 |
+0~07 |
109,636 |
337,584 |
-205 |
Total Volume and Open Interest |
113,842 |
346,346 |
-3,995 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110609 |
99.17 |
99.18 |
99.17 |
99.18 |
unch |
18,863 |
410,929 |
-6,101 |
Sep11 |
110609 |
99.10 |
99.12 |
99.10 |
99.12 |
+0.01 |
46,478 |
419,251 |
-10,767 |
Dec11 |
110609 |
99.00 |
99.03 |
99.00 |
99.03 |
+0.02 |
65,115 |
439,787 |
-5,641 |
Mar12 |
110609 |
98.90 |
98.93 |
98.89 |
98.92 |
+0.02 |
51,813 |
410,650 |
+10,932 |
Jun12 |
110609 |
98.76 |
98.79 |
98.75 |
98.78 |
+0.03 |
54,413 |
332,384 |
-7,400 |
Sep12 |
110609 |
98.59 |
98.63 |
98.57 |
98.61 |
+0.03 |
32,609 |
231,020 |
-2,207 |
Total Volume and Open Interest |
363,040 |
2,883,180 |
-4,636 |
3-Mth Euribor(LIFFE) |
Jun11 |
110609 |
98.510 |
98.520 |
98.495 |
98.515 |
+0.005 |
149,747 |
665,579 |
-17,763 |
Sep11 |
110609 |
98.275 |
98.300 |
98.240 |
98.290 |
+0.025 |
157,506 |
656,064 |
-6,159 |
Dec11 |
110609 |
98.085 |
98.145 |
98.050 |
98.130 |
+0.045 |
167,015 |
570,190 |
+6,722 |
Total Volume and Open Interest |
1,080,119 |
3,837,768 |
+11,410 |
3-Mth Aus T-Bills(SFE) |
Jun11 |
110609 |
94.99 |
95.02 |
94.98 |
95.02 |
+0.03 |
44,793 |
86,133 |
-11,879 |
Sep11 |
110609 |
94.97 |
95.06 |
94.96 |
95.04 |
+0.06 |
41,079 |
256,544 |
-1,345 |
Dec11 |
110609 |
94.91 |
95.02 |
94.90 |
95.00 |
+0.08 |
25,052 |
178,705 |
-305 |
Mar12 |
110609 |
94.87 |
94.98 |
94.85 |
94.95 |
+0.07 |
12,015 |
103,417 |
-250 |
Jun12 |
110609 |
94.84 |
94.95 |
94.83 |
94.91 |
+0.07 |
3,328 |
66,423 |
-469 |
Sep12 |
110609 |
94.83 |
94.90 |
94.78 |
94.86 |
+0.07 |
1,689 |
51,526 |
-1,472 |
Dec12 |
110609 |
94.75 |
94.86 |
94.75 |
94.83 |
+0.08 |
2,885 |
35,060 |
+1,111 |
Mar13 |
110609 |
94.81 |
94.83 |
94.79 |
94.80 |
+0.08 |
1,521 |
24,026 |
+224 |
Jun13 |
110609 |
94.68 |
94.78 |
94.68 |
94.75 |
+0.06 |
324 |
4,246 |
+165 |
Sep13 |
110609 |
94.65 |
94.75 |
94.65 |
94.72 |
+0.07 |
7 |
1,667 |
-1 |
Total Volume and Open Interest |
132,697 |
808,682 |
-14,225 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110609 |
94.75 |
94.83 |
94.75 |
94.81 |
+0.06 |
78,879 |
422,661 |
+104 |
Sep11 |
110609 |
94.75 |
94.82 |
94.75 |
94.80 |
+0.06 |
15,536 |
19,654 |
+14,455 |
Total Volume and Open Interest |
94,415 |
442,315 |
+14,559 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110606 |
95.09 |
95.15 |
95.05 |
95.09 |
unch |
183,315 |
768,868 |
+7,695 |
Sep11 |
110609 |
95.06 |
95.16 |
95.06 |
95.14 |
+0.07 |
25,083 |
42,777 |
+23,222 |
Total Volume and Open Interest |
197,712 |
811,069 |
+8,460 |
Gold(CMX) |
Jun11 |
110609 |
1536.1 |
1548.8 |
1534.4 |
1542.1 |
+4.0 |
2,530 |
3,035 |
-1,030 |
Aug11 |
110609 |
1538.3 |
1550.8 |
1534.0 |
1542.7 |
+4.0 |
113,974 |
335,826 |
-2,045 |
Oct11 |
110609 |
1539.4 |
1551.3 |
1536.0 |
1543.9 |
+4.0 |
417 |
10,792 |
+15 |
Dec11 |
110609 |
1538.6 |
1553.0 |
1536.5 |
1545.0 |
+3.9 |
2,034 |
69,173 |
+396 |
Feb12 |
110609 |
1542.2 |
1549.4 |
1539.7 |
1546.2 |
+4.0 |
324 |
8,747 |
-47 |
Apr12 |
110609 |
1542.6 |
1553.1 |
1540.1 |
1547.5 |
+4.1 |
148 |
5,284 |
+21 |
Jun12 |
110609 |
1542.8 |
1548.9 |
1542.8 |
1548.9 |
+4.1 |
55 |
12,906 |
-1 |
Aug12 |
110609 |
1550.6 |
1550.6 |
1546.6 |
1550.6 |
+4.1 |
95 |
4,528 |
+8 |
Oct12 |
110609 |
1552.5 |
1552.5 |
1548.5 |
1552.5 |
+4.2 |
10 |
4,054 |
+0 |
Dec12 |
110609 |
1552.1 |
1557.0 |
1550.0 |
1554.9 |
+4.3 |
47 |
11,900 |
+25 |
Feb13 |
110609 |
1557.7 |
1557.7 |
1553.7 |
1557.7 |
+4.4 |
0 |
259 |
+0 |
Apr13 |
110609 |
1560.8 |
1560.8 |
1556.8 |
1560.8 |
+4.5 |
|
|
|
Total Volume and Open Interest |
127,013 |
502,251 |
-6,576 |
Silver(CMX) |
Jul11 |
110609 |
3684.0 |
3764.0 |
3656.5 |
3742.4 |
+80.4 |
62,329 |
51,381 |
-2,415 |
Sep11 |
110609 |
3677.0 |
3765.0 |
3660.0 |
3744.7 |
+80.4 |
7,488 |
20,074 |
+2,572 |
Dec11 |
110609 |
3683.0 |
3764.0 |
3663.0 |
3746.5 |
+80.4 |
1,063 |
24,325 |
+23 |
Mar12 |
110609 |
3743.5 |
3754.5 |
3742.6 |
3742.6 |
+80.4 |
30 |
3,800 |
+8 |
May12 |
110609 |
3674.5 |
3748.0 |
3674.5 |
3739.1 |
+80.4 |
9 |
1,251 |
-1 |
Jul12 |
110609 |
3736.4 |
3736.4 |
3736.4 |
3736.4 |
+80.4 |
1 |
1,814 |
+0 |
Sep12 |
110609 |
3734.1 |
3734.1 |
3734.1 |
3734.1 |
+80.4 |
9 |
109 |
+9 |
Total Volume and Open Interest |
71,229 |
121,191 |
+114 |
Platinum(NYMEX) |
Jul11 |
110609 |
1825.1 |
1849.3 |
1820.0 |
1844.7 |
+13.5 |
5,805 |
31,103 |
-75 |
Oct11 |
110609 |
1824.9 |
1850.6 |
1824.8 |
1848.1 |
+13.8 |
1,047 |
5,105 |
+599 |
Jan12 |
110609 |
1834.1 |
1850.8 |
1834.1 |
1850.8 |
+13.6 |
11 |
161 |
+7 |
Apr12 |
110609 |
1853.3 |
1853.3 |
1853.3 |
1853.3 |
+13.6 |
0 |
25 |
+0 |
Total Volume and Open Interest |
6,863 |
36,399 |
+531 |
Palladium(NYMEX) |
Jun11 |
110609 |
809.70 |
816.40 |
809.70 |
816.40 |
+12.40 |
33 |
366 |
-8 |
Sep11 |
110609 |
805.50 |
819.75 |
803.85 |
818.10 |
+12.40 |
4,129 |
21,260 |
+1,444 |
Dec11 |
110609 |
808.10 |
820.25 |
808.10 |
819.35 |
+12.40 |
83 |
619 |
+70 |
Total Volume and Open Interest |
4,246 |
22,257 |
+1,505 |
Copper(CMX) |
Jul11 |
110609 |
410.95 |
411.85 |
404.50 |
410.75 |
-0.10 |
34,914 |
49,957 |
-4,663 |
Sep11 |
110609 |
413.15 |
413.35 |
406.35 |
412.55 |
-0.10 |
15,249 |
43,469 |
+162 |
Dec11 |
110609 |
415.00 |
415.15 |
409.10 |
414.55 |
-0.05 |
4,499 |
16,974 |
+1,950 |
Mar12 |
110609 |
411.25 |
415.80 |
411.20 |
415.65 |
+0.05 |
1,106 |
6,022 |
+334 |
May12 |
110609 |
415.90 |
415.90 |
415.90 |
415.90 |
+0.05 |
1 |
1,596 |
+0 |
Total Volume and Open Interest |
56,393 |
122,995 |
-2,330 |
DJIA Index(CBOT) |
Jun11 |
110609 |
12040 |
12165 |
12040 |
12113 |
+83 |
374 |
20,500 |
+0 |
Sep11 |
110609 |
12000 |
12098 |
11995 |
12044 |
+82 |
69 |
78 |
+37 |
Dec11 |
110609 |
11978 |
11978 |
11900 |
11978 |
+78 |
0 |
7 |
+0 |
Mar12 |
110609 |
11913 |
11913 |
11831 |
11913 |
+82 |
|
|
|
Total Volume and Open Interest |
443 |
20,585 |
+37 |
S & P 500(CME) |
Jun11 |
110609 |
1276.50 |
1293.70 |
1275.50 |
1287.40 |
+10.40 |
21,924 |
313,618 |
-1,115 |
Sep11 |
110609 |
1276.80 |
1288.50 |
1274.00 |
1282.00 |
+10.40 |
8,304 |
25,864 |
+7,502 |
Dec11 |
110609 |
1278.00 |
1283.00 |
1276.40 |
1276.40 |
+10.40 |
794 |
7,615 |
+669 |
Mar12 |
110609 |
1270.90 |
1278.00 |
1270.90 |
1270.90 |
+9.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
31,022 |
347,103 |
+7,056 |
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 |
110609 |
1273.00 |
1288.50 |
1269.75 |
1282.00 |
+10.50 |
92,351 |
200,798 |
+57,545 |
Total Volume and Open Interest |
2,162,065 |
3,009,071 |
-27,917 |
NASDAQ 100(CME) |
Jun11 |
110609 |
2250.80 |
2266.00 |
2246.00 |
2252.50 |
+4.50 |
1,652 |
17,503 |
+121 |
Sep11 |
110609 |
2250.00 |
2262.00 |
2243.00 |
2249.00 |
+4.70 |
143 |
211 |
+44 |
Dec11 |
110609 |
2245.50 |
2246.80 |
2245.50 |
2245.50 |
+4.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,795 |
17,715 |
+165 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110609 |
2250.80 |
2267.50 |
2245.50 |
2252.50 |
+4.50 |
226,064 |
327,133 |
-1,185 |
Sep11 |
110609 |
2245.00 |
2263.80 |
2241.80 |
2249.00 |
+4.70 |
11,109 |
13,588 |
+7,907 |
Total Volume and Open Interest |
237,174 |
340,737 |
+6,722 |
S & P Midcap 400(CME) |
Jun11 |
110609 |
944.20 |
948.00 |
944.20 |
944.20 |
+4.60 |
370 |
1,874 |
+151 |
Sep11 |
110609 |
942.00 |
946.00 |
942.00 |
942.00 |
+4.80 |
7 |
7 |
+7 |
Dec11 |
110609 |
940.60 |
940.80 |
940.60 |
940.60 |
+4.80 |
|
|
|
Total Volume and Open Interest |
377 |
1,881 |
+158 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun11 |
110609 |
9385 |
9565 |
9375 |
9540 |
+155 |
18,551 |
36,601 |
-4,626 |
Sep11 |
110609 |
9400 |
9570 |
9395 |
9540 |
+135 |
13,641 |
24,470 |
+7,825 |
Total Volume and Open Interest |
32,192 |
61,071 |
+3,199 |
Nikkei 225(SGX) |
Sep11 |
110609 |
9455 |
9480 |
9365 |
9470 |
+20 |
16,885 |
23,152 |
+0 |
Dec11 |
110609 |
9410 |
9410 |
9410 |
9410 |
+10 |
0 |
6,659 |
+0 |
Mar12 |
110609 |
9410 |
9410 |
9410 |
9410 |
+20 |
0 |
10 |
+0 |
Total Volume and Open Interest |
134,267 |
278,702 |
+0 |
CAC 40(EURONEXT) |
Jun11 |
110609 |
3819.5 |
3889.0 |
3811.5 |
3868.0 |
+37.0 |
112,909 |
371,298 |
+6,782 |
Jul11 |
110609 |
3821.0 |
3881.0 |
3812.0 |
3865.5 |
+38.0 |
2,550 |
33,674 |
+1,960 |
Aug11 |
110609 |
3869.0 |
3869.0 |
3869.0 |
3869.0 |
+36.0 |
|
|
|
Total Volume and Open Interest |
115,474 |
406,427 |
+8,753 |
Hang Seng Index(HKFE) |
Jun11 |
110609 |
22553 |
22605 |
22286 |
22485 |
-75 |
63,763 |
96,687 |
-160 |
Jul11 |
110609 |
22541 |
22601 |
22300 |
22490 |
-74 |
756 |
1,075 |
+131 |
Total Volume and Open Interest |
64,738 |
102,706 |
+1 |
DAX(EUREX) |
Jun11 |
110609 |
7050.0 |
7192.5 |
7035.5 |
7156.5 |
+99.5 |
150,039 |
168,028 |
-6,859 |
Sep11 |
110609 |
7082.0 |
7217.0 |
7067.5 |
7181.0 |
+100.0 |
13,832 |
23,502 |
+7,153 |
Dec11 |
110609 |
7112.5 |
7240.5 |
7096.5 |
7210.0 |
+99.5 |
2,523 |
2,897 |
+1,162 |
Total Volume and Open Interest |
166,394 |
194,427 |
+1,456 |
FT-SE 100(EURONEXT) |
Jun11 |
110609 |
5806.50 |
5872.00 |
5799.00 |
5853.50 |
+44.50 |
105,018 |
654,542 |
-2,376 |
Sep11 |
110609 |
5764.00 |
5836.00 |
5762.00 |
5817.50 |
+45.00 |
11,389 |
55,920 |
+8,773 |
Dec11 |
110609 |
5794.50 |
5794.50 |
5794.50 |
5794.50 |
+45.00 |
0 |
305 |
+0 |
Total Volume and Open Interest |
116,407 |
710,917 |
+6,397 |
SPI 200(SFE) |
Jun11 |
110609 |
4541.0 |
4560.0 |
4510.0 |
4554.0 |
+13.0 |
42,455 |
196,129 |
-3,013 |
Sep11 |
110609 |
4530.0 |
4547.0 |
4499.0 |
4541.0 |
+12.0 |
1,661 |
7,186 |
+1,139 |
Dec11 |
110609 |
4537.0 |
4560.0 |
4537.0 |
4560.0 |
+14.0 |
3 |
3,629 |
-29 |
Total Volume and Open Interest |
44,357 |
209,583 |
-1,718 |
GSCI(CME) |
Jun11 |
110609 |
54.64 |
56.04 |
54.64 |
56.04 |
+7.65 |
1,826 |
9,058 |
-1,530 |
Jul11 |
110609 |
54.14 |
54.34 |
54.14 |
54.34 |
+6.55 |
1,676 |
1,650 |
+1,617 |
Aug11 |
110609 |
55.64 |
55.64 |
55.64 |
55.64 |
+6.75 |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,502 |
10,710 |
+87 |
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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