|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri June 10, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110610 |
1396.25 |
1397.50 |
1377.25 |
1387.25 |
-6.50 |
115,628 |
198,394 |
-13,699 |
Aug11 |
110610 |
1388.75 |
1390.25 |
1371.50 |
1382.25 |
-5.00 |
19,238 |
37,706 |
+228 |
Sep11 |
110610 |
1386.75 |
1388.50 |
1370.25 |
1379.50 |
-5.75 |
6,070 |
20,306 |
+211 |
Nov11 |
110610 |
1388.25 |
1390.25 |
1370.50 |
1381.75 |
-5.00 |
63,237 |
233,711 |
+10,084 |
Jan12 |
110610 |
1396.25 |
1396.25 |
1380.25 |
1391.25 |
-4.50 |
2,860 |
34,661 |
+466 |
Mar12 |
110610 |
1400.75 |
1400.75 |
1386.50 |
1394.25 |
-4.25 |
1,834 |
20,432 |
+233 |
May12 |
110610 |
1393.00 |
1395.00 |
1378.00 |
1386.00 |
-7.25 |
2,760 |
23,751 |
+1,099 |
Total Volume and Open Interest |
212,760 |
595,732 |
-1,142 |
Soybean Meal(CBOT) |
Jul11 |
110610 |
372.80 |
375.80 |
368.10 |
373.30 |
+0.40 |
61,479 |
81,714 |
-5,203 |
Aug11 |
110610 |
366.60 |
369.40 |
361.80 |
368.30 |
+1.70 |
26,029 |
45,172 |
+3,794 |
Sep11 |
110610 |
365.40 |
367.00 |
360.00 |
365.60 |
-0.30 |
7,523 |
20,071 |
+399 |
Oct11 |
110610 |
360.60 |
363.10 |
357.10 |
362.30 |
-0.30 |
2,990 |
17,059 |
-341 |
Dec11 |
110610 |
362.60 |
365.00 |
358.70 |
364.30 |
-0.10 |
24,504 |
59,791 |
+5,656 |
Jan12 |
110610 |
361.30 |
366.20 |
361.30 |
365.80 |
+0.10 |
627 |
5,217 |
+142 |
Mar12 |
110610 |
365.00 |
367.00 |
362.00 |
366.50 |
+0.20 |
283 |
3,461 |
-35 |
May12 |
110610 |
361.60 |
363.70 |
361.00 |
363.70 |
+0.40 |
277 |
5,310 |
+114 |
Total Volume and Open Interest |
123,982 |
242,810 |
+4,600 |
Soybean Oil(CBOT) |
Jul11 |
110610 |
57.48 |
57.61 |
56.53 |
56.85 |
-0.55 |
76,059 |
119,006 |
-8,897 |
Aug11 |
110610 |
57.67 |
57.84 |
56.81 |
57.13 |
-0.54 |
13,878 |
35,572 |
+638 |
Sep11 |
110610 |
57.96 |
58.07 |
57.10 |
57.41 |
-0.55 |
7,518 |
28,696 |
+1,103 |
Oct11 |
110610 |
58.25 |
58.25 |
57.37 |
57.70 |
-0.55 |
1,903 |
15,016 |
+232 |
Dec11 |
110610 |
58.83 |
58.99 |
57.92 |
58.24 |
-0.55 |
30,450 |
107,791 |
+5,425 |
Jan12 |
110610 |
58.61 |
59.05 |
58.18 |
58.50 |
-0.55 |
799 |
10,875 |
+248 |
Mar12 |
110610 |
58.81 |
58.90 |
58.42 |
58.75 |
-0.50 |
219 |
6,344 |
+92 |
May12 |
110610 |
58.90 |
58.95 |
58.43 |
58.80 |
-0.47 |
245 |
5,702 |
+31 |
Total Volume and Open Interest |
131,164 |
332,433 |
-1,118 |
Canola(WCE) |
Jul11 |
110610 |
593.0 |
593.8 |
588.0 |
590.2 |
-2.6 |
10,579 |
53,585 |
-3,093 |
Nov11 |
110610 |
595.6 |
597.0 |
590.6 |
593.2 |
-2.6 |
8,304 |
101,215 |
+967 |
Jan12 |
110610 |
599.0 |
604.3 |
598.9 |
600.6 |
-2.8 |
1,296 |
11,163 |
-157 |
Mar12 |
110610 |
605.6 |
610.8 |
604.4 |
607.3 |
-3.0 |
880 |
3,421 |
+268 |
May12 |
110610 |
608.0 |
614.8 |
607.0 |
611.1 |
-3.5 |
386 |
1,077 |
+4 |
Total Volume and Open Interest |
21,640 |
173,503 |
-1,841 |
Corn(CBOT) |
Jul11 |
110610 |
785.00 |
799.75 |
777.00 |
787.00 |
+1.50 |
224,538 |
482,786 |
-19,169 |
Sep11 |
110610 |
754.00 |
761.25 |
746.25 |
756.00 |
+2.00 |
107,937 |
257,365 |
+10,439 |
Dec11 |
110610 |
713.00 |
715.00 |
703.00 |
712.50 |
-1.50 |
84,836 |
476,354 |
+2,613 |
Mar12 |
110610 |
723.25 |
725.00 |
713.50 |
723.00 |
-1.25 |
9,280 |
85,021 |
+583 |
May12 |
110610 |
729.00 |
731.25 |
720.00 |
729.25 |
-1.25 |
1,780 |
19,671 |
+132 |
Jul12 |
110610 |
735.00 |
736.50 |
726.00 |
733.00 |
-3.25 |
3,549 |
51,769 |
+524 |
Total Volume and Open Interest |
440,538 |
1,451,817 |
+664 |
Wheat(CBOT) |
Jul11 |
110610 |
744.00 |
763.75 |
737.50 |
759.25 |
+14.25 |
80,933 |
148,209 |
-14,618 |
Sep11 |
110610 |
781.50 |
790.25 |
767.50 |
785.75 |
+3.00 |
41,460 |
111,665 |
+8,408 |
Dec11 |
110610 |
836.75 |
839.25 |
814.75 |
825.75 |
-12.00 |
20,846 |
101,897 |
+2,110 |
Mar12 |
110610 |
873.75 |
877.25 |
851.00 |
863.50 |
-13.50 |
3,383 |
24,539 |
+968 |
May12 |
110610 |
887.50 |
890.75 |
866.25 |
875.00 |
-15.75 |
1,057 |
9,130 |
+237 |
Total Volume and Open Interest |
158,544 |
455,760 |
+55 |
Wheat(KCBT) |
Jul11 |
110610 |
870.75 |
876.00 |
854.00 |
868.00 |
-3.25 |
17,876 |
53,515 |
-6,789 |
Sep11 |
110610 |
890.00 |
894.00 |
871.75 |
886.00 |
-3.75 |
8,942 |
55,029 |
+1,277 |
Dec11 |
110610 |
914.00 |
918.00 |
895.50 |
908.75 |
-6.00 |
5,005 |
45,735 |
+526 |
Mar12 |
110610 |
930.00 |
931.50 |
909.75 |
921.75 |
-8.00 |
564 |
8,828 |
+295 |
May12 |
110610 |
927.75 |
928.00 |
912.25 |
924.50 |
-7.75 |
505 |
1,253 |
+385 |
Total Volume and Open Interest |
35,747 |
178,854 |
-3,993 |
Wheat(MGE) |
Jul11 |
110610 |
1030.50 |
1030.50 |
996.00 |
1000.00 |
-20.75 |
4,639 |
8,776 |
-1,392 |
Sep11 |
110610 |
964.50 |
968.00 |
943.25 |
948.75 |
-15.75 |
6,139 |
22,088 |
+1,564 |
Dec11 |
110610 |
962.25 |
966.25 |
942.25 |
948.00 |
-12.75 |
4,037 |
17,319 |
+1,521 |
Mar12 |
110610 |
971.00 |
975.00 |
953.00 |
958.50 |
-12.75 |
1,484 |
3,385 |
+290 |
May12 |
110610 |
970.75 |
970.75 |
958.75 |
960.50 |
-13.25 |
441 |
1,232 |
+147 |
Total Volume and Open Interest |
18,287 |
59,429 |
+2,784 |
Oats(CBOT) |
Jul11 |
110610 |
393.75 |
398.25 |
388.25 |
395.50 |
+0.50 |
513 |
5,618 |
-251 |
Sep11 |
110610 |
397.50 |
402.75 |
390.75 |
398.00 |
+0.50 |
52 |
2,966 |
+3 |
Dec11 |
110610 |
406.50 |
409.00 |
400.00 |
407.50 |
+1.50 |
390 |
3,746 |
-42 |
Mar12 |
110610 |
419.50 |
419.50 |
418.00 |
419.50 |
+1.50 |
0 |
23 |
+0 |
Total Volume and Open Interest |
955 |
12,354 |
-290 |
Rough Rice(CBOT) |
Jul11 |
110610 |
15.00 |
15.06 |
14.80 |
14.90 |
-0.04 |
546 |
10,676 |
-252 |
Sep11 |
110610 |
16.03 |
16.06 |
15.87 |
15.98 |
-0.03 |
480 |
6,914 |
+55 |
Nov11 |
110610 |
16.27 |
16.36 |
16.17 |
16.28 |
-0.02 |
211 |
2,135 |
+3 |
Jan12 |
110610 |
16.55 |
16.56 |
16.55 |
16.56 |
-0.02 |
0 |
251 |
+0 |
Total Volume and Open Interest |
1,237 |
20,277 |
-194 |
Live Cattle(CME) |
Jun11 |
110610 |
104.650 |
104.750 |
102.600 |
102.730 |
-1.905 |
6,292 |
17,589 |
-2,565 |
Aug11 |
110610 |
105.250 |
105.600 |
103.350 |
103.480 |
-1.950 |
17,830 |
145,185 |
-665 |
Oct11 |
110610 |
111.750 |
112.000 |
109.650 |
110.150 |
-1.735 |
7,026 |
80,429 |
+457 |
Dec11 |
110610 |
116.750 |
116.885 |
114.650 |
114.950 |
-1.880 |
7,576 |
57,646 |
+1,307 |
Feb12 |
110610 |
119.050 |
119.200 |
117.350 |
118.150 |
-1.235 |
3,025 |
16,300 |
+603 |
Apr12 |
110610 |
120.680 |
120.680 |
119.000 |
119.950 |
-0.900 |
638 |
7,503 |
+222 |
Total Volume and Open Interest |
42,490 |
326,722 |
-610 |
Feeder Cattle(CME) |
Aug11 |
110610 |
125.385 |
125.700 |
123.580 |
123.635 |
-1.695 |
1,988 |
21,322 |
-137 |
Sep11 |
110610 |
126.850 |
126.900 |
125.000 |
125.180 |
-1.605 |
483 |
5,914 |
+69 |
Oct11 |
110610 |
127.900 |
128.000 |
126.100 |
126.135 |
-1.545 |
729 |
4,746 |
+18 |
Nov11 |
110610 |
128.950 |
128.985 |
127.300 |
127.600 |
-1.300 |
188 |
2,188 |
+84 |
Jan12 |
110610 |
127.950 |
127.950 |
127.500 |
127.680 |
-1.020 |
37 |
1,067 |
-7 |
Mar12 |
110610 |
127.250 |
127.650 |
127.200 |
127.650 |
-1.035 |
25 |
72 |
+4 |
Apr12 |
110610 |
127.600 |
127.600 |
127.600 |
127.600 |
unch |
0 |
13 |
+0 |
Total Volume and Open Interest |
3,451 |
35,334 |
+32 |
Lean Hogs(CME) |
Jun11 |
110610 |
91.000 |
91.930 |
91.000 |
91.700 |
+1.250 |
8,149 |
7,899 |
-2,621 |
Jul11 |
110610 |
92.950 |
93.950 |
92.850 |
93.230 |
+0.250 |
29,771 |
49,400 |
-6,934 |
Aug11 |
110610 |
92.080 |
93.135 |
91.900 |
92.830 |
+0.280 |
17,996 |
56,702 |
+1,812 |
Oct11 |
110610 |
86.550 |
87.400 |
86.400 |
86.750 |
-0.200 |
9,360 |
48,853 |
+1,008 |
Dec11 |
110610 |
85.700 |
86.000 |
85.080 |
85.800 |
+0.100 |
5,684 |
38,633 |
+1,454 |
Feb12 |
110610 |
88.535 |
88.930 |
87.850 |
88.650 |
+0.220 |
1,910 |
9,672 |
+651 |
Apr12 |
110610 |
90.050 |
90.430 |
89.480 |
89.800 |
+0.300 |
326 |
5,342 |
+70 |
May12 |
110610 |
94.000 |
94.300 |
93.000 |
93.500 |
-0.250 |
7 |
290 |
+7 |
Total Volume and Open Interest |
73,654 |
220,427 |
-4,275 |
Class III Milk(CME) |
Jun11 |
110610 |
19.00 |
19.14 |
19.00 |
19.07 |
+0.07 |
137 |
4,940 |
+13 |
Jul11 |
110610 |
19.83 |
19.84 |
19.54 |
19.61 |
-0.16 |
487 |
5,326 |
+48 |
Aug11 |
110610 |
18.81 |
18.87 |
18.58 |
18.74 |
-0.07 |
415 |
4,880 |
+89 |
Sep11 |
110610 |
18.37 |
18.53 |
18.37 |
18.42 |
-0.02 |
285 |
4,659 |
+75 |
Oct11 |
110610 |
17.72 |
17.90 |
17.72 |
17.87 |
+0.04 |
128 |
3,605 |
+23 |
Total Volume and Open Interest |
1,706 |
33,457 |
+264 |
Cocoa(ICE) |
Jul11 |
110610 |
3009 |
3031 |
2984 |
2997 |
+17 |
11,897 |
19,174 |
-5,849 |
Sep11 |
110610 |
3000 |
3011 |
2970 |
2982 |
+12 |
11,323 |
63,575 |
+1,709 |
Dec11 |
110610 |
3026 |
3032 |
2997 |
3010 |
+13 |
3,087 |
31,526 |
+563 |
Mar12 |
110610 |
3070 |
3078 |
3042 |
3053 |
+12 |
2,348 |
27,034 |
+1,847 |
May12 |
110610 |
3040 |
3063 |
3040 |
3053 |
+13 |
576 |
7,858 |
+44 |
Jul12 |
110610 |
3064 |
3064 |
3044 |
3053 |
+15 |
54 |
3,093 |
+0 |
Sep12 |
110610 |
3062 |
3067 |
3052 |
3054 |
+16 |
1,471 |
5,385 |
+1,441 |
Total Volume and Open Interest |
30,816 |
163,115 |
-246 |
Coffee "C"(ICE) |
Jul11 |
110610 |
267.20 |
268.80 |
261.55 |
264.95 |
-1.85 |
13,732 |
32,881 |
-3,299 |
Sep11 |
110610 |
270.10 |
271.85 |
264.65 |
268.35 |
-1.50 |
9,152 |
40,086 |
+690 |
Dec11 |
110610 |
274.15 |
276.05 |
269.10 |
272.50 |
-1.65 |
2,310 |
25,733 |
+530 |
Mar12 |
110610 |
276.95 |
278.75 |
271.80 |
275.35 |
-1.60 |
519 |
5,787 |
+122 |
May12 |
110610 |
279.20 |
280.00 |
273.25 |
276.85 |
-1.20 |
93 |
3,182 |
+11 |
Jul12 |
110610 |
274.65 |
276.35 |
272.50 |
275.95 |
-1.00 |
647 |
1,479 |
+466 |
Total Volume and Open Interest |
26,507 |
111,185 |
-1,461 |
Orange Juice(ICE) |
Jul11 |
110610 |
183.50 |
185.35 |
183.00 |
184.90 |
+1.20 |
1,634 |
21,092 |
-728 |
Sep11 |
110610 |
179.05 |
181.10 |
179.00 |
180.80 |
+0.95 |
1,107 |
10,732 |
+628 |
Nov11 |
110610 |
174.75 |
175.40 |
174.50 |
175.40 |
+1.10 |
103 |
3,608 |
+68 |
Jan12 |
110610 |
171.25 |
171.95 |
171.15 |
171.90 |
+1.30 |
2 |
430 |
+1 |
Mar12 |
110610 |
169.40 |
170.65 |
169.40 |
170.65 |
+1.50 |
2 |
134 |
+0 |
May12 |
110610 |
167.50 |
169.10 |
167.50 |
168.80 |
+1.25 |
0 |
92 |
+0 |
Total Volume and Open Interest |
2,848 |
36,152 |
-31 |
Sugar #11(ICE) |
Jul11 |
110610 |
24.84 |
25.70 |
24.83 |
25.64 |
+0.80 |
81,988 |
183,020 |
-20,244 |
Oct11 |
110610 |
23.96 |
24.62 |
23.96 |
24.54 |
+0.55 |
64,623 |
208,457 |
+4,571 |
Mar12 |
110610 |
23.95 |
24.37 |
23.73 |
24.34 |
+0.39 |
17,728 |
99,996 |
-741 |
May12 |
110610 |
23.56 |
23.92 |
23.33 |
23.90 |
+0.28 |
6,137 |
31,048 |
+955 |
Jul12 |
110610 |
23.34 |
23.56 |
23.05 |
23.53 |
+0.19 |
11,522 |
49,443 |
+4,025 |
Total Volume and Open Interest |
185,119 |
624,359 |
-10,601 |
London Cocoa(LCE) |
Jul11 |
110610 |
1850 |
1861 |
1841 |
1848 |
+18 |
4,403 |
72,115 |
-505 |
Sep11 |
110610 |
1862 |
1870 |
1848 |
1857 |
+14 |
3,316 |
39,551 |
-384 |
Dec11 |
110610 |
1890 |
1898 |
1876 |
1885 |
+16 |
627 |
34,873 |
-188 |
Mar12 |
110610 |
1902 |
1920 |
1899 |
1908 |
+17 |
1,182 |
39,238 |
+160 |
May12 |
110610 |
1923 |
1928 |
1907 |
1916 |
+14 |
162 |
9,863 |
+43 |
Jul12 |
110610 |
1920 |
1922 |
1912 |
1920 |
+11 |
0 |
4,377 |
+0 |
Sep12 |
110610 |
1920 |
1925 |
1920 |
1925 |
+8 |
0 |
3,192 |
+0 |
Total Volume and Open Interest |
9,690 |
211,095 |
-874 |
London Sugar(LCE) |
Aug11 |
110610 |
713.90 |
729.20 |
713.90 |
723.50 |
+11.40 |
5,069 |
25,796 |
+1,054 |
Oct11 |
110610 |
651.20 |
662.60 |
649.00 |
657.00 |
+8.40 |
1,730 |
12,361 |
+208 |
Dec11 |
110610 |
634.90 |
645.60 |
632.60 |
639.80 |
+6.40 |
351 |
5,403 |
+144 |
Mar12 |
110610 |
620.00 |
629.60 |
616.20 |
623.70 |
+4.50 |
190 |
4,287 |
+121 |
May12 |
110610 |
617.30 |
622.10 |
615.20 |
615.90 |
+4.10 |
107 |
2,043 |
+33 |
Total Volume and Open Interest |
7,571 |
52,524 |
+1,624 |
Cotton(ICE) |
Jul11 |
110610 |
152.20 |
154.40 |
148.50 |
150.03 |
-1.02 |
16,850 |
49,408 |
-3,574 |
Oct11 |
110610 |
138.54 |
140.20 |
137.50 |
139.67 |
+1.11 |
26 |
461 |
+3 |
Dec11 |
110610 |
132.25 |
134.17 |
130.80 |
133.65 |
+0.66 |
14,904 |
86,174 |
+3,968 |
Mar12 |
110610 |
124.45 |
127.33 |
124.00 |
126.86 |
+1.14 |
2,109 |
12,092 |
+236 |
May12 |
110610 |
117.00 |
118.99 |
117.00 |
118.52 |
+0.66 |
178 |
3,176 |
+33 |
Jul12 |
110610 |
112.75 |
112.98 |
110.75 |
112.64 |
+0.65 |
187 |
5,794 |
-3 |
Total Volume and Open Interest |
34,300 |
160,004 |
+704 |
Lumber(CME) |
Jul11 |
110610 |
229.8 |
230.7 |
222.5 |
226.5 |
-1.5 |
595 |
4,711 |
-200 |
Sep11 |
110610 |
248.0 |
248.0 |
240.6 |
242.5 |
-8.1 |
557 |
5,127 |
+57 |
Nov11 |
110610 |
253.9 |
253.9 |
248.1 |
248.1 |
-4.9 |
245 |
1,198 |
+180 |
Jan12 |
110610 |
267.4 |
268.4 |
266.6 |
267.5 |
unch |
2 |
63 |
+1 |
Total Volume and Open Interest |
1,399 |
11,105 |
+38 |
Crude Oil(NYM) |
Jul11 |
110610 |
101.84 |
102.15 |
98.60 |
99.29 |
-2.64 |
484,275 |
269,561 |
-18,859 |
Aug11 |
110610 |
102.42 |
102.62 |
99.16 |
99.85 |
-2.60 |
156,838 |
160,989 |
+20,508 |
Sep11 |
110610 |
102.84 |
103.08 |
99.70 |
100.40 |
-2.51 |
96,307 |
136,668 |
+6,485 |
Oct11 |
110610 |
103.05 |
103.41 |
100.18 |
100.88 |
-2.43 |
40,354 |
55,356 |
-280 |
Nov11 |
110610 |
103.57 |
103.57 |
100.60 |
101.30 |
-2.34 |
25,446 |
40,448 |
+3,099 |
Dec11 |
110610 |
103.90 |
104.01 |
100.90 |
101.59 |
-2.26 |
79,491 |
181,529 |
+1,328 |
Jan12 |
110610 |
104.09 |
104.09 |
101.25 |
101.84 |
-2.16 |
15,562 |
47,161 |
+75 |
Feb12 |
110610 |
103.75 |
103.78 |
101.52 |
102.07 |
-2.09 |
11,421 |
23,056 |
+488 |
Mar12 |
110610 |
103.91 |
103.91 |
101.59 |
102.27 |
-2.04 |
15,234 |
29,643 |
+844 |
Apr12 |
110610 |
103.48 |
103.55 |
101.86 |
102.45 |
-1.98 |
10,666 |
18,362 |
+1,176 |
May12 |
110610 |
104.30 |
104.30 |
102.23 |
102.61 |
-1.92 |
8,191 |
17,030 |
+45 |
Jun12 |
110610 |
104.61 |
104.63 |
102.10 |
102.76 |
-1.87 |
35,477 |
71,889 |
+704 |
Jul12 |
110610 |
103.02 |
103.03 |
102.85 |
102.85 |
-1.84 |
12,291 |
34,645 |
+1,578 |
Aug12 |
110610 |
102.81 |
102.81 |
102.81 |
102.81 |
-1.81 |
2,131 |
12,989 |
-11 |
Sep12 |
110610 |
102.78 |
102.78 |
102.76 |
102.76 |
-1.78 |
2,164 |
13,803 |
+316 |
Oct12 |
110610 |
102.73 |
102.73 |
102.73 |
102.73 |
-1.76 |
346 |
9,238 |
+133 |
Total Volume and Open Interest |
1,052,718 |
1,534,500 |
+18,590 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110610 |
101.850 |
102.150 |
98.625 |
99.300 |
-2.625 |
12,145 |
3,219 |
+318 |
Aug11 |
110610 |
102.275 |
102.600 |
99.175 |
99.850 |
-2.600 |
628 |
954 |
+37 |
Sep11 |
110610 |
103.000 |
103.000 |
100.000 |
100.400 |
-2.500 |
83 |
372 |
-7 |
Oct11 |
110610 |
101.775 |
101.775 |
100.875 |
100.875 |
-2.425 |
0 |
147 |
+0 |
Nov11 |
110610 |
101.300 |
101.300 |
101.300 |
101.300 |
-2.350 |
0 |
21 |
+0 |
Dec11 |
110610 |
104.150 |
104.150 |
101.125 |
101.600 |
-2.250 |
16 |
293 |
+12 |
Jan12 |
110610 |
101.850 |
101.850 |
101.850 |
101.850 |
-2.150 |
0 |
9 |
+0 |
Feb12 |
110610 |
102.075 |
102.075 |
102.075 |
102.075 |
-2.075 |
0 |
3 |
+0 |
Mar12 |
110610 |
102.275 |
102.275 |
102.275 |
102.275 |
-2.025 |
0 |
8 |
+0 |
Total Volume and Open Interest |
12,904 |
5,184 |
+392 |
Heating Oil(NYM) |
Jul11 |
110610 |
313.77 |
314.86 |
308.51 |
310.51 |
-3.27 |
59,307 |
90,157 |
-4,986 |
Aug11 |
110610 |
314.98 |
316.00 |
310.03 |
311.96 |
-3.12 |
23,071 |
51,583 |
+3,451 |
Sep11 |
110610 |
316.77 |
317.55 |
311.92 |
313.71 |
-3.06 |
14,132 |
40,408 |
+1,573 |
Oct11 |
110610 |
318.30 |
318.30 |
313.87 |
315.46 |
-2.97 |
5,950 |
18,535 |
+49 |
Nov11 |
110610 |
320.00 |
320.88 |
315.72 |
317.19 |
-2.96 |
4,175 |
15,772 |
+366 |
Dec11 |
110610 |
321.50 |
322.55 |
316.63 |
318.70 |
-2.97 |
7,784 |
37,045 |
+1,440 |
Jan12 |
110610 |
323.00 |
323.00 |
319.16 |
320.21 |
-3.00 |
1,603 |
17,754 |
+687 |
Feb12 |
110610 |
319.54 |
320.38 |
319.27 |
320.38 |
-2.99 |
509 |
6,553 |
+208 |
Mar12 |
110610 |
318.18 |
319.13 |
318.18 |
319.13 |
-2.96 |
167 |
5,286 |
-7 |
Apr12 |
110610 |
316.66 |
316.66 |
316.66 |
316.66 |
-2.98 |
46 |
1,930 |
+3 |
May12 |
110610 |
314.31 |
314.31 |
314.31 |
314.31 |
-2.98 |
53 |
2,025 |
+0 |
Jun12 |
110610 |
316.70 |
316.70 |
311.72 |
312.86 |
-2.96 |
359 |
18,670 |
-140 |
Total Volume and Open Interest |
117,259 |
317,266 |
+2,604 |
Gasoline(NYMEX) |
Jul11 |
110610 |
303.84 |
305.00 |
297.60 |
301.77 |
-2.21 |
56,912 |
72,433 |
-4,635 |
Aug11 |
110610 |
301.45 |
301.92 |
296.02 |
300.20 |
-1.97 |
36,469 |
45,783 |
+3,856 |
Sep11 |
110610 |
299.93 |
300.26 |
295.26 |
299.04 |
-1.75 |
26,725 |
38,371 |
+477 |
Oct11 |
110610 |
288.57 |
288.82 |
283.51 |
287.35 |
-1.87 |
11,590 |
23,002 |
+2,528 |
Nov11 |
110610 |
285.58 |
286.61 |
282.04 |
285.21 |
-1.80 |
4,628 |
13,301 |
+305 |
Dec11 |
110610 |
285.87 |
286.20 |
280.20 |
283.94 |
-1.93 |
6,525 |
26,634 |
+1,036 |
Jan12 |
110610 |
286.16 |
286.16 |
282.30 |
284.46 |
-1.92 |
391 |
7,295 |
-80 |
Feb12 |
110610 |
286.00 |
286.00 |
286.00 |
286.00 |
-1.96 |
89 |
4,325 |
+55 |
Mar12 |
110610 |
287.70 |
287.70 |
287.70 |
287.70 |
-2.01 |
19 |
4,237 |
+6 |
Apr12 |
110610 |
299.26 |
299.26 |
299.26 |
299.26 |
-2.05 |
13 |
3,940 |
-1 |
Total Volume and Open Interest |
144,169 |
254,735 |
+3,408 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110610 |
301.80 |
301.80 |
301.77 |
301.80 |
-2.20 |
0 |
3 |
+0 |
Aug11 |
110610 |
300.20 |
300.20 |
300.20 |
300.20 |
-2.00 |
1 |
2 |
+1 |
Sep11 |
110610 |
299.00 |
299.04 |
299.00 |
299.00 |
-1.80 |
|
|
|
Oct11 |
110610 |
287.40 |
287.40 |
287.35 |
287.40 |
-1.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
8 |
+1 |
Natural Gas(NYM) |
Jul11 |
110610 |
4.661 |
4.782 |
4.661 |
4.757 |
+0.083 |
144,331 |
196,376 |
-9,794 |
Aug11 |
110610 |
4.691 |
4.810 |
4.691 |
4.789 |
+0.085 |
65,496 |
87,617 |
+4,700 |
Sep11 |
110610 |
4.720 |
4.830 |
4.715 |
4.812 |
+0.086 |
68,227 |
148,970 |
+14,122 |
Oct11 |
110610 |
4.745 |
4.852 |
4.745 |
4.836 |
+0.082 |
39,389 |
119,937 |
+3,114 |
Nov11 |
110610 |
4.884 |
4.965 |
4.877 |
4.952 |
+0.080 |
20,537 |
71,928 |
+3,518 |
Dec11 |
110610 |
5.054 |
5.128 |
5.051 |
5.119 |
+0.072 |
9,562 |
45,930 |
+37 |
Jan12 |
110610 |
5.160 |
5.217 |
5.146 |
5.207 |
+0.067 |
10,764 |
92,384 |
-127 |
Feb12 |
110610 |
5.144 |
5.201 |
5.134 |
5.192 |
+0.070 |
1,646 |
20,711 |
+279 |
Mar12 |
110610 |
5.080 |
5.140 |
5.064 |
5.129 |
+0.072 |
4,016 |
40,009 |
+416 |
Apr12 |
110610 |
4.880 |
4.969 |
4.880 |
4.962 |
+0.073 |
6,754 |
41,554 |
+155 |
May12 |
110610 |
4.923 |
4.979 |
4.923 |
4.971 |
+0.072 |
1,320 |
10,055 |
+360 |
Jun12 |
110610 |
4.937 |
5.000 |
4.937 |
4.996 |
+0.071 |
1,162 |
10,751 |
+335 |
Jul12 |
110610 |
4.992 |
5.035 |
4.985 |
5.035 |
+0.071 |
580 |
6,932 |
+89 |
Aug12 |
110610 |
5.022 |
5.061 |
5.022 |
5.061 |
+0.071 |
1,171 |
6,903 |
+979 |
Sep12 |
110610 |
5.033 |
5.071 |
5.033 |
5.071 |
+0.072 |
1,612 |
7,040 |
+989 |
Oct12 |
110610 |
5.081 |
5.122 |
5.051 |
5.116 |
+0.072 |
2,370 |
20,425 |
+1,041 |
Total Volume and Open Interest |
379,810 |
1,001,995 |
+20,380 |
Brent Crude Oil(ICE) |
Jul11 |
110610 |
119.53 |
120.07 |
117.63 |
118.78 |
-0.79 |
252,346 |
161,002 |
-7,669 |
Aug11 |
110610 |
119.25 |
119.60 |
117.18 |
118.35 |
-0.76 |
147,144 |
157,885 |
+3,429 |
Sep11 |
110610 |
118.57 |
119.01 |
116.67 |
117.83 |
-0.71 |
77,750 |
112,635 |
+8,068 |
Oct11 |
110610 |
118.51 |
118.51 |
116.30 |
117.45 |
-0.66 |
36,537 |
60,260 |
+685 |
Nov11 |
110610 |
118.20 |
118.20 |
116.02 |
117.18 |
-0.62 |
23,168 |
36,916 |
+1,944 |
Dec11 |
110610 |
117.70 |
117.90 |
115.70 |
116.92 |
-0.58 |
76,361 |
88,559 |
+4,316 |
Jan12 |
110610 |
117.63 |
117.63 |
115.61 |
116.66 |
-0.56 |
6,074 |
21,940 |
-274 |
Feb12 |
110610 |
116.68 |
116.68 |
115.71 |
116.39 |
-0.55 |
4,732 |
19,436 |
-988 |
Mar12 |
110610 |
117.07 |
117.07 |
115.43 |
116.12 |
-0.54 |
7,303 |
29,520 |
-674 |
Apr12 |
110610 |
115.81 |
115.81 |
115.81 |
115.81 |
-0.55 |
2,833 |
9,032 |
+251 |
May12 |
110610 |
115.49 |
115.49 |
115.49 |
115.49 |
-0.55 |
1,937 |
5,444 |
-160 |
Jun12 |
110610 |
115.99 |
116.16 |
113.98 |
115.16 |
-0.55 |
17,545 |
41,098 |
+4,003 |
Jul12 |
110610 |
114.88 |
114.88 |
114.88 |
114.88 |
-0.54 |
1,166 |
6,133 |
+136 |
Aug12 |
110610 |
114.60 |
114.60 |
114.60 |
114.60 |
-0.52 |
854 |
3,263 |
+76 |
Total Volume and Open Interest |
685,331 |
885,565 |
+14,100 |
Gas Oil(ICE) |
Jun11 |
110610 |
987.25 |
988.50 |
977.00 |
977.00 |
unch |
73,233 |
29,836 |
-20,594 |
Jul11 |
110610 |
991.25 |
993.50 |
973.00 |
977.50 |
-4.00 |
127,753 |
124,980 |
+16,641 |
Aug11 |
110610 |
992.50 |
996.25 |
976.75 |
981.25 |
-4.00 |
34,884 |
78,794 |
+6,166 |
Sep11 |
110610 |
996.50 |
999.50 |
980.25 |
984.50 |
-4.00 |
11,938 |
50,605 |
+2,326 |
Oct11 |
110610 |
998.75 |
999.75 |
983.75 |
986.75 |
-3.75 |
3,238 |
28,500 |
+473 |
Nov11 |
110610 |
999.75 |
1000.75 |
983.50 |
988.00 |
-3.75 |
1,377 |
25,596 |
+209 |
Dec11 |
110610 |
1001.00 |
1002.50 |
985.00 |
989.50 |
-3.50 |
13,660 |
60,639 |
+942 |
Jan12 |
110610 |
1000.50 |
1001.75 |
990.00 |
992.00 |
-3.50 |
2,201 |
25,076 |
+830 |
Feb12 |
110610 |
1003.25 |
1003.25 |
988.75 |
991.75 |
-4.00 |
461 |
7,714 |
+220 |
Mar12 |
110610 |
1001.50 |
1001.50 |
987.50 |
990.25 |
-4.25 |
955 |
8,485 |
+339 |
Total Volume and Open Interest |
275,415 |
538,460 |
+9,000 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110610 |
2.750 |
2.787 |
2.750 |
2.776 |
+0.018 |
332 |
1,067 |
-58 |
Aug11 |
110610 |
2.748 |
2.780 |
2.748 |
2.774 |
+0.018 |
383 |
1,514 |
+22 |
Sep11 |
110610 |
2.714 |
2.736 |
2.714 |
2.727 |
+0.012 |
197 |
1,300 |
-65 |
Oct11 |
110610 |
2.611 |
2.639 |
2.610 |
2.616 |
-0.002 |
164 |
1,056 |
-23 |
Nov11 |
110610 |
2.560 |
2.560 |
2.539 |
2.549 |
-0.003 |
22 |
900 |
+1 |
Dec11 |
110610 |
2.540 |
2.550 |
2.520 |
2.530 |
-0.005 |
57 |
1,252 |
+25 |
Jan12 |
110610 |
2.494 |
2.501 |
2.494 |
2.495 |
-0.007 |
29 |
666 |
+11 |
Total Volume and Open Interest |
1,276 |
9,059 |
-13 |
WTI Crude Oil(ICE |
Jul11 |
110610 |
101.94 |
102.13 |
98.60 |
99.29 |
-2.64 |
119,116 |
73,404 |
-11,287 |
Aug11 |
110610 |
102.40 |
102.63 |
99.16 |
99.85 |
-2.60 |
45,205 |
45,793 |
+2,262 |
Sep11 |
110610 |
102.87 |
103.09 |
99.73 |
100.40 |
-2.51 |
29,361 |
41,777 |
+2,222 |
Oct11 |
110610 |
103.49 |
103.49 |
100.23 |
100.88 |
-2.43 |
16,590 |
21,006 |
+182 |
Nov11 |
110610 |
103.36 |
103.36 |
100.75 |
101.30 |
-2.34 |
9,514 |
14,843 |
+527 |
Dec11 |
110610 |
103.65 |
103.65 |
100.93 |
101.59 |
-2.26 |
41,158 |
83,885 |
+651 |
Jan12 |
110610 |
103.04 |
103.04 |
101.34 |
101.84 |
-2.16 |
5,303 |
13,469 |
+1,223 |
Feb12 |
110610 |
103.21 |
103.21 |
101.59 |
102.07 |
-2.09 |
3,116 |
4,342 |
-5 |
Mar12 |
110610 |
101.97 |
102.27 |
101.97 |
102.27 |
-2.04 |
2,599 |
12,336 |
+143 |
Apr12 |
110610 |
102.45 |
102.45 |
102.45 |
102.45 |
-1.98 |
1,492 |
4,020 |
-69 |
May12 |
110610 |
102.61 |
102.61 |
102.61 |
102.61 |
-1.92 |
1,413 |
3,271 |
+113 |
Jun12 |
110610 |
104.11 |
104.17 |
102.07 |
102.76 |
-1.87 |
7,949 |
27,788 |
+651 |
Jul12 |
110610 |
102.85 |
102.85 |
102.85 |
102.85 |
-1.84 |
1,142 |
4,684 |
+244 |
Aug12 |
110610 |
102.81 |
102.81 |
102.81 |
102.81 |
-1.81 |
43 |
840 |
-43 |
Sep12 |
110610 |
102.76 |
102.76 |
102.76 |
102.76 |
-1.78 |
40 |
4,300 |
+0 |
Oct12 |
110610 |
102.73 |
102.73 |
102.73 |
102.73 |
-1.76 |
0 |
511 |
+0 |
Total Volume and Open Interest |
305,971 |
467,019 |
-518 |
US Dollar Index(ICE) |
Jun11 |
110610 |
74.130 |
74.935 |
74.045 |
74.798 |
+0.598 |
40,925 |
42,009 |
-3,175 |
Sep11 |
110610 |
74.550 |
75.340 |
74.440 |
75.185 |
+0.585 |
17,184 |
27,303 |
+10,167 |
Dec11 |
110610 |
75.150 |
75.800 |
75.150 |
75.650 |
+0.585 |
0 |
504 |
+0 |
Total Volume and Open Interest |
58,109 |
69,817 |
+6,992 |
Australian Dollar(CME) |
Jun11 |
110610 |
106.24 |
106.53 |
105.26 |
105.69 |
-0.73 |
134,769 |
79,586 |
-9,460 |
Sep11 |
110610 |
104.92 |
105.22 |
103.95 |
104.38 |
-0.73 |
48,054 |
81,424 |
+25,198 |
Dec11 |
110610 |
103.60 |
103.89 |
103.16 |
103.16 |
-0.73 |
9 |
71 |
-1 |
Total Volume and Open Interest |
182,833 |
161,084 |
+15,738 |
British Pound(CME) |
Jun11 |
110610 |
163.67 |
163.83 |
162.12 |
162.40 |
-1.25 |
123,079 |
63,663 |
-18,982 |
Sep11 |
110610 |
163.43 |
163.62 |
161.88 |
162.19 |
-1.25 |
42,004 |
49,744 |
+18,793 |
Dec11 |
110610 |
162.39 |
163.22 |
161.98 |
161.98 |
-1.24 |
3 |
36 |
-1 |
Total Volume and Open Interest |
165,086 |
113,451 |
-190 |
Canadian Dollar(CME) |
Jun11 |
110610 |
102.72 |
102.95 |
102.04 |
102.36 |
-0.33 |
95,015 |
72,908 |
-10,801 |
Sep11 |
110610 |
102.45 |
102.71 |
101.81 |
102.12 |
-0.33 |
32,995 |
54,015 |
+12,798 |
Dec11 |
110610 |
102.21 |
102.40 |
101.70 |
101.88 |
-0.33 |
46 |
3,452 |
+14 |
Mar12 |
110610 |
101.65 |
101.97 |
101.36 |
101.64 |
-0.33 |
6 |
411 |
-3 |
Total Volume and Open Interest |
128,063 |
131,119 |
+2,009 |
Japanese Yen(CME) |
Jun11 |
110610 |
124.44 |
125.05 |
124.28 |
124.49 |
-0.03 |
136,368 |
62,254 |
-18,480 |
Sep11 |
110610 |
124.46 |
125.12 |
124.34 |
124.54 |
-0.04 |
60,238 |
58,045 |
+32,837 |
Dec11 |
110610 |
124.59 |
125.03 |
124.59 |
124.64 |
-0.01 |
43 |
225 |
-21 |
Total Volume and Open Interest |
196,649 |
120,535 |
+14,336 |
Swiss Franc(CME) |
Jun11 |
110610 |
118.87 |
119.08 |
118.46 |
118.76 |
+0.01 |
48,375 |
50,866 |
-6,928 |
Sep11 |
110610 |
118.89 |
119.15 |
118.54 |
118.83 |
+0.02 |
30,684 |
35,397 |
+18,947 |
Dec11 |
110610 |
118.90 |
118.90 |
118.88 |
118.90 |
+0.02 |
6 |
97 |
+5 |
Total Volume and Open Interest |
79,065 |
86,363 |
+12,024 |
EuroFX(CME) |
Jun11 |
110610 |
145.10 |
145.52 |
143.22 |
143.52 |
-1.57 |
312,970 |
189,393 |
-40,012 |
Sep11 |
110610 |
144.70 |
145.10 |
142.81 |
143.12 |
-1.55 |
103,354 |
107,616 |
+41,446 |
Dec11 |
110610 |
144.18 |
144.24 |
142.36 |
142.71 |
-1.53 |
14 |
176 |
+10 |
Total Volume and Open Interest |
416,340 |
297,571 |
+1,445 |
Mexican Peso(CME) |
Jun11 |
110610 |
849.5 |
849.8 |
839.5 |
842.2 |
-6.8 |
64,670 |
69,725 |
-17,365 |
Jul11 |
110610 |
840.8 |
847.8 |
840.8 |
840.8 |
-7.0 |
|
|
|
Total Volume and Open Interest |
117,582 |
156,143 |
+6,076 |
30-Year T-Bonds(CBOT) |
Jun11 |
110531 |
125~260 |
126~090 |
125~110 |
126~050 |
+0~090 |
370,649 |
125,465 |
-108,773 |
Sep11 |
110610 |
125~090 |
126~070 |
125~060 |
125~230 |
+0~150 |
390,380 |
659,560 |
+5,995 |
Dec11 |
110610 |
124~080 |
124~090 |
123~260 |
124~090 |
+0~150 |
1 |
60 |
+0 |
Total Volume and Open Interest |
404,547 |
691,966 |
+66 |
10-Year T-Notes(CBOT) |
Jun11 |
110610 |
124~225 |
125~065 |
124~210 |
124~295 |
+0~085 |
37,017 |
67,709 |
-11,543 |
Sep11 |
110610 |
123~085 |
123~260 |
123~065 |
123~165 |
+0~080 |
1,435,582 |
1,759,608 |
+19,636 |
Dec11 |
110610 |
122~070 |
122~070 |
121~310 |
122~070 |
+0~080 |
20 |
25 |
+0 |
Total Volume and Open Interest |
1,472,619 |
1,827,342 |
+8,093 |
5-Year T-Notes(CBOT) |
Jun11 |
110531 |
120~025 |
120~044 |
119~120 |
120~036 |
+0~019 |
765,609 |
270,565 |
-196,975 |
Sep11 |
110610 |
119~088 |
119~127 |
119~082 |
119~104 |
+0~016 |
742,407 |
1,478,275 |
+19,764 |
Dec11 |
110610 |
118~088 |
118~088 |
118~072 |
118~088 |
+0~016 |
|
|
|
Total Volume and Open Interest |
762,216 |
1,532,487 |
+11,461 |
2 Year T-Notes(CBOT) |
Jun11 |
110610 |
110~004 |
110~008 |
110~000 |
110~005 |
+0~005 |
13,172 |
29,947 |
-2,406 |
Sep11 |
110610 |
109~093 |
109~101 |
109~091 |
109~098 |
+0~006 |
237,094 |
977,953 |
-4,584 |
Dec11 |
110610 |
109~092 |
109~092 |
109~056 |
109~062 |
+0~006 |
0 |
20 |
+0 |
Total Volume and Open Interest |
250,266 |
1,007,920 |
-6,990 |
Eurodollars(CME) |
Jun11 |
110610 |
99.747 |
99.753 |
99.747 |
99.750 |
+0.003 |
212,666 |
892,467 |
-4,385 |
Sep11 |
110610 |
99.670 |
99.675 |
99.665 |
99.675 |
+0.010 |
294,286 |
1,212,507 |
+7,547 |
Dec11 |
110610 |
99.595 |
99.615 |
99.595 |
99.600 |
+0.005 |
400,442 |
1,564,428 |
-21,717 |
Mar12 |
110610 |
99.520 |
99.545 |
99.520 |
99.525 |
+0.005 |
333,404 |
1,735,367 |
+11,832 |
Jun12 |
110610 |
99.405 |
99.435 |
99.400 |
99.425 |
+0.015 |
346,882 |
1,577,656 |
+43,527 |
Sep12 |
110610 |
99.245 |
99.295 |
99.235 |
99.280 |
+0.030 |
361,393 |
822,675 |
+2,515 |
Dec12 |
110610 |
99.040 |
99.105 |
99.025 |
99.085 |
+0.035 |
345,677 |
646,373 |
+22,822 |
Mar13 |
110610 |
98.830 |
98.905 |
98.825 |
98.875 |
+0.035 |
359,298 |
487,805 |
+46,041 |
Jun13 |
110610 |
98.590 |
98.675 |
98.585 |
98.635 |
+0.030 |
183,279 |
331,141 |
+5,185 |
Sep13 |
110610 |
98.340 |
98.430 |
98.340 |
98.385 |
+0.025 |
141,975 |
280,309 |
+10,002 |
Dec13 |
110610 |
98.080 |
98.170 |
98.080 |
98.120 |
+0.020 |
167,396 |
263,148 |
+27,734 |
Mar14 |
110610 |
97.840 |
97.920 |
97.840 |
97.870 |
+0.020 |
116,431 |
213,858 |
+9,758 |
Jun14 |
110610 |
97.585 |
97.665 |
97.585 |
97.615 |
+0.015 |
50,432 |
118,413 |
+3,100 |
Sep14 |
110610 |
97.345 |
97.415 |
97.345 |
97.370 |
+0.015 |
28,806 |
67,225 |
+16 |
Dec14 |
110610 |
97.085 |
97.160 |
97.085 |
97.115 |
+0.015 |
40,320 |
74,975 |
+5,012 |
Mar15 |
110610 |
96.865 |
96.935 |
96.865 |
96.895 |
+0.015 |
24,570 |
64,046 |
+440 |
Jun15 |
110610 |
4.920 |
4.965 |
4.915 |
4.920 |
+0.015 |
10,667 |
54,754 |
+1,217 |
Sep15 |
110610 |
4.695 |
4.755 |
4.690 |
4.710 |
+0.020 |
11,042 |
51,368 |
+412 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jun11 |
110610 |
99.900 |
99.902 |
99.900 |
99.900 |
unch |
4,075 |
59,543 |
+1,117 |
Jul11 |
110610 |
99.895 |
99.900 |
99.890 |
99.895 |
unch |
2,816 |
53,541 |
-431 |
Aug11 |
110610 |
99.880 |
99.885 |
99.880 |
99.880 |
unch |
1,907 |
49,660 |
+632 |
Sep11 |
110610 |
99.860 |
99.870 |
99.860 |
99.860 |
unch |
4,912 |
42,998 |
+258 |
Oct11 |
110610 |
99.845 |
99.855 |
99.845 |
99.850 |
unch |
3,032 |
52,094 |
+338 |
Nov11 |
110610 |
99.830 |
99.840 |
99.830 |
99.835 |
unch |
3,160 |
55,007 |
+1,226 |
Total Volume and Open Interest |
79,085 |
717,412 |
+18,139 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110610 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.003 |
0 |
750 |
+0 |
Sep11 |
110610 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.003 |
|
|
|
Dec11 |
110610 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.002 |
0 |
75 |
+0 |
Mar12 |
110610 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.003 |
|
|
|
Jun12 |
110610 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
110610 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec12 |
110610 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Mar13 |
110610 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Jun13 |
110610 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Sep13 |
110610 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110610 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
10 |
1,477 |
+11 |
Dec11 |
110610 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1,957 |
+0 |
Mar12 |
110610 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.00 |
0 |
4,177 |
+0 |
Jun12 |
110610 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,254 |
+0 |
Sep12 |
110610 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110610 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110610 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Jun13 |
110610 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
Total Volume and Open Interest |
20 |
15,098 |
+5 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110610 |
140.71 |
140.97 |
140.58 |
140.92 |
+0.16 |
3,267 |
21,173 |
+8,370 |
Dec11 |
110610 |
139.00 |
139.00 |
139.00 |
139.00 |
+0.33 |
0 |
1 |
+0 |
Mar12 |
110610 |
136.91 |
136.91 |
136.91 |
136.91 |
+0.33 |
|
|
|
Total Volume and Open Interest |
3,267 |
21,174 |
-12,329 |
Euro-Bund(EUREX) |
Jun11 |
110608 |
125.04 |
125.31 |
125.00 |
125.30 |
+0.43 |
1,462,802 |
333,223 |
-274,912 |
Sep11 |
110610 |
125.16 |
126.00 |
125.15 |
125.88 |
+0.70 |
1,052,759 |
940,922 |
+10,957 |
Dec11 |
110610 |
124.30 |
124.59 |
124.12 |
124.59 |
+0.58 |
65 |
222 |
+2 |
Total Volume and Open Interest |
1,108,376 |
941,144 |
-3,358 |
Euro-Bobl(EUREX) |
Jun11 |
110608 |
116.50 |
116.66 |
116.50 |
116.55 |
+0.05 |
1,014,404 |
253,614 |
-270,533 |
Sep11 |
110610 |
116.54 |
117.12 |
116.54 |
117.03 |
+0.78 |
903,688 |
782,581 |
+123,253 |
Dec11 |
110610 |
116.15 |
116.15 |
116.08 |
116.08 |
+0.48 |
1,000 |
501 |
+500 |
Total Volume and Open Interest |
682,413 |
833,300 |
+15,097 |
3-Mth Euribor(EUREX) |
Jun11 |
110610 |
98.520 |
98.525 |
98.515 |
98.525 |
+0.010 |
92 |
4,770 |
-71 |
Sep11 |
110610 |
98.305 |
98.320 |
98.300 |
98.315 |
+0.025 |
259 |
2,770 |
+250 |
Dec11 |
110610 |
98.145 |
98.190 |
98.145 |
98.190 |
+0.060 |
15 |
1,317 |
+15 |
Total Volume and Open Interest |
450 |
12,578 |
+184 |
Long Gilt(LIFFE) |
Jun11 |
110610 |
122~05 |
122~18 |
122~05 |
122~16 |
+0~18 |
3,246 |
6,519 |
-2,243 |
Sep11 |
110610 |
120~25 |
121~09 |
120~24 |
121~08 |
+0~19 |
131,132 |
348,303 |
+10,719 |
Total Volume and Open Interest |
134,378 |
354,822 |
+8,476 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110610 |
99.17 |
99.18 |
99.17 |
99.18 |
unch |
11,603 |
405,313 |
-5,616 |
Sep11 |
110610 |
99.12 |
99.15 |
99.09 |
99.14 |
+0.02 |
37,344 |
415,964 |
-3,287 |
Dec11 |
110610 |
99.03 |
99.06 |
99.03 |
99.06 |
+0.03 |
53,449 |
437,296 |
-2,491 |
Mar12 |
110610 |
98.93 |
98.96 |
98.92 |
98.96 |
+0.04 |
60,641 |
417,122 |
+6,472 |
Jun12 |
110610 |
98.79 |
98.83 |
98.78 |
98.83 |
+0.05 |
52,583 |
335,487 |
+3,103 |
Sep12 |
110610 |
98.63 |
98.67 |
98.62 |
98.66 |
+0.05 |
43,271 |
227,153 |
-3,867 |
Total Volume and Open Interest |
406,832 |
2,880,073 |
-3,107 |
3-Mth Euribor(LIFFE) |
Jun11 |
110610 |
98.510 |
98.525 |
98.510 |
98.525 |
+0.010 |
189,275 |
644,431 |
-21,148 |
Sep11 |
110610 |
98.300 |
98.330 |
98.290 |
98.320 |
+0.030 |
157,241 |
675,178 |
+19,114 |
Dec11 |
110610 |
98.135 |
98.210 |
98.130 |
98.190 |
+0.060 |
149,774 |
587,665 |
+17,475 |
Total Volume and Open Interest |
925,373 |
3,857,268 |
+19,500 |
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 |
110610 |
95.03 |
95.06 |
95.02 |
95.05 |
+0.01 |
91,891 |
275,693 |
+19,149 |
Dec11 |
110610 |
94.99 |
95.03 |
94.97 |
95.01 |
+0.01 |
38,469 |
189,516 |
+10,811 |
Mar12 |
110610 |
94.94 |
94.99 |
94.92 |
94.98 |
+0.03 |
12,769 |
105,227 |
+1,810 |
Jun12 |
110610 |
94.89 |
94.95 |
94.89 |
94.94 |
+0.03 |
5,955 |
68,423 |
+2,000 |
Sep12 |
110610 |
94.87 |
94.91 |
94.85 |
94.89 |
+0.03 |
5,099 |
52,557 |
+1,031 |
Dec12 |
110610 |
94.83 |
94.87 |
94.83 |
94.86 |
+0.03 |
1,796 |
35,392 |
+332 |
Mar13 |
110610 |
94.80 |
94.83 |
94.80 |
94.83 |
+0.03 |
752 |
23,960 |
-66 |
Jun13 |
110610 |
94.75 |
94.81 |
94.74 |
94.80 |
+0.05 |
1,321 |
4,932 |
+686 |
Sep13 |
110610 |
94.71 |
94.78 |
94.71 |
94.77 |
+0.05 |
21 |
1,671 |
+4 |
Total Volume and Open Interest |
178,704 |
760,091 |
-48,591 |
10-Year Aus T-Bonds(SFE) |
Jun11 |
110610 |
94.80 |
94.83 |
94.75 |
94.83 |
+0.02 |
121,937 |
438,598 |
+15,937 |
Sep11 |
110610 |
94.79 |
94.83 |
94.76 |
94.83 |
+0.03 |
78,328 |
90,713 |
+71,059 |
Total Volume and Open Interest |
200,265 |
529,311 |
+86,996 |
3-Year Aus T-Bonds(SFE) |
Jun11 |
110606 |
95.09 |
95.15 |
95.05 |
95.09 |
unch |
183,315 |
768,868 |
+7,695 |
Sep11 |
110610 |
95.14 |
95.18 |
95.11 |
95.17 |
+0.03 |
178,795 |
185,800 |
+143,023 |
Total Volume and Open Interest |
530,532 |
950,631 |
+139,562 |
Gold(CMX) |
Jun11 |
110610 |
1543.7 |
1543.9 |
1526.4 |
1528.6 |
-13.5 |
489 |
2,285 |
-750 |
Aug11 |
110610 |
1545.1 |
1546.5 |
1526.7 |
1529.2 |
-13.5 |
111,685 |
335,560 |
-266 |
Oct11 |
110610 |
1546.9 |
1547.6 |
1528.0 |
1530.4 |
-13.5 |
1,382 |
10,504 |
-288 |
Dec11 |
110610 |
1547.7 |
1547.7 |
1529.3 |
1531.5 |
-13.5 |
1,426 |
69,568 |
+395 |
Feb12 |
110610 |
1533.6 |
1540.0 |
1532.8 |
1532.8 |
-13.4 |
66 |
8,790 |
+43 |
Apr12 |
110610 |
1535.0 |
1538.0 |
1532.6 |
1534.1 |
-13.4 |
356 |
5,465 |
+181 |
Jun12 |
110610 |
1548.9 |
1548.9 |
1535.5 |
1535.5 |
-13.4 |
52 |
12,901 |
-5 |
Aug12 |
110610 |
1537.0 |
1537.2 |
1536.7 |
1537.2 |
-13.4 |
25 |
4,503 |
-25 |
Oct12 |
110610 |
1539.0 |
1539.0 |
1539.0 |
1539.0 |
-13.5 |
50 |
4,054 |
+0 |
Dec12 |
110610 |
1550.0 |
1550.0 |
1540.1 |
1541.2 |
-13.7 |
47 |
11,937 |
+37 |
Feb13 |
110610 |
1544.0 |
1544.0 |
1544.0 |
1544.0 |
-13.7 |
0 |
259 |
+0 |
Apr13 |
110610 |
1546.9 |
1546.9 |
1546.9 |
1546.9 |
-13.9 |
25 |
25 |
+25 |
Total Volume and Open Interest |
116,167 |
501,576 |
-675 |
Silver(CMX) |
Jul11 |
110610 |
3756.0 |
3786.0 |
3608.0 |
3632.7 |
-109.7 |
53,551 |
49,049 |
-2,332 |
Sep11 |
110610 |
3760.5 |
3788.0 |
3610.5 |
3634.9 |
-109.8 |
5,787 |
21,506 |
+1,432 |
Dec11 |
110610 |
3762.0 |
3784.0 |
3614.5 |
3636.8 |
-109.7 |
2,458 |
23,907 |
-418 |
Mar12 |
110610 |
3786.0 |
3786.0 |
3633.1 |
3633.1 |
-109.5 |
31 |
3,806 |
+6 |
May12 |
110610 |
3666.0 |
3666.0 |
3629.7 |
3629.7 |
-109.4 |
6 |
1,251 |
+0 |
Jul12 |
110610 |
3776.5 |
3776.5 |
3627.1 |
3627.1 |
-109.3 |
8 |
1,808 |
-6 |
Sep12 |
110610 |
3743.0 |
3743.0 |
3624.9 |
3624.9 |
-109.2 |
2 |
109 |
+0 |
Total Volume and Open Interest |
62,403 |
119,866 |
-1,325 |
Platinum(NYMEX) |
Jul11 |
110610 |
1846.8 |
1849.4 |
1821.5 |
1833.0 |
-11.7 |
4,458 |
30,317 |
-786 |
Oct11 |
110610 |
1850.0 |
1851.6 |
1826.5 |
1836.5 |
-11.6 |
1,012 |
6,002 |
+897 |
Jan12 |
110610 |
1839.7 |
1839.7 |
1839.7 |
1839.7 |
-11.1 |
7 |
168 |
+7 |
Apr12 |
110610 |
1842.2 |
1842.2 |
1842.2 |
1842.2 |
-11.1 |
0 |
25 |
+0 |
Total Volume and Open Interest |
5,477 |
36,517 |
+118 |
Palladium(NYMEX) |
Jun11 |
110610 |
817.55 |
818.05 |
806.45 |
815.70 |
-0.70 |
0 |
357 |
-9 |
Sep11 |
110610 |
816.40 |
819.50 |
806.00 |
817.30 |
-0.80 |
4,053 |
20,331 |
-929 |
Dec11 |
110610 |
810.00 |
818.40 |
810.00 |
818.40 |
-0.95 |
28 |
646 |
+27 |
Total Volume and Open Interest |
4,085 |
21,350 |
-907 |
Copper(CMX) |
Jul11 |
110610 |
410.75 |
412.30 |
402.80 |
405.60 |
-5.15 |
46,312 |
45,267 |
-4,690 |
Sep11 |
110610 |
412.55 |
414.15 |
404.65 |
407.55 |
-5.00 |
13,711 |
44,725 |
+1,256 |
Dec11 |
110610 |
412.10 |
414.00 |
407.75 |
409.65 |
-4.90 |
2,907 |
18,120 |
+1,146 |
Mar12 |
110610 |
410.00 |
410.90 |
409.00 |
410.90 |
-4.75 |
926 |
6,793 |
+771 |
May12 |
110610 |
410.05 |
411.15 |
409.40 |
411.15 |
-4.75 |
0 |
1,596 |
+0 |
Total Volume and Open Interest |
64,401 |
121,504 |
-1,491 |
DJIA Index(CBOT) |
Jun11 |
110610 |
12121 |
12121 |
11940 |
11941 |
-172 |
857 |
20,452 |
-48 |
Sep11 |
110610 |
12047 |
12055 |
11855 |
11873 |
-171 |
103 |
127 |
+49 |
Dec11 |
110610 |
11807 |
11978 |
11807 |
11807 |
-171 |
24 |
29 |
+22 |
Mar12 |
110610 |
11742 |
11913 |
11742 |
11742 |
-171 |
|
|
|
Total Volume and Open Interest |
984 |
20,608 |
+23 |
S & P 500(CME) |
Jun11 |
110610 |
1283.00 |
1283.80 |
1267.50 |
1269.20 |
-18.20 |
32,706 |
303,785 |
-9,833 |
Sep11 |
110610 |
1281.90 |
1283.20 |
1261.80 |
1263.80 |
-18.20 |
20,570 |
36,013 |
+10,149 |
Dec11 |
110610 |
1265.40 |
1265.40 |
1256.40 |
1258.20 |
-18.20 |
188 |
7,696 |
+81 |
Mar12 |
110610 |
1252.70 |
1252.90 |
1250.90 |
1252.70 |
-18.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
53,464 |
347,500 |
+397 |
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 |
110610 |
1282.25 |
1283.50 |
1261.75 |
1263.75 |
-18.25 |
278,698 |
391,414 |
+190,616 |
Total Volume and Open Interest |
2,974,632 |
3,067,930 |
+58,859 |
NASDAQ 100(CME) |
Jun11 |
110610 |
2248.00 |
2250.00 |
2218.00 |
2221.30 |
-31.20 |
789 |
17,742 |
+239 |
Sep11 |
110610 |
2250.50 |
2251.00 |
2215.00 |
2217.80 |
-31.20 |
337 |
400 |
+189 |
Dec11 |
110610 |
2214.30 |
2215.50 |
2214.30 |
2214.30 |
-31.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,126 |
18,143 |
+428 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110610 |
2252.50 |
2255.80 |
2218.50 |
2221.30 |
-31.20 |
274,206 |
315,792 |
-11,341 |
Sep11 |
110610 |
2250.00 |
2251.80 |
2215.00 |
2217.80 |
-31.20 |
16,551 |
24,304 |
+10,716 |
Total Volume and Open Interest |
290,758 |
340,112 |
-625 |
S & P Midcap 400(CME) |
Jun11 |
110610 |
931.90 |
931.90 |
931.20 |
931.90 |
-12.30 |
58 |
1,864 |
-10 |
Sep11 |
110610 |
929.50 |
929.50 |
929.00 |
929.50 |
-12.50 |
58 |
34 |
+27 |
Dec11 |
110610 |
928.10 |
928.10 |
927.60 |
928.10 |
-12.50 |
|
|
|
Total Volume and Open Interest |
116 |
1,898 |
+17 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110610 |
9540 |
9640 |
9420 |
9450 |
-90 |
9,394 |
27,325 |
+2,855 |
Dec11 |
110610 |
9440 |
9565 |
9440 |
9440 |
-125 |
|
|
|
Total Volume and Open Interest |
24,350 |
59,820 |
-1,251 |
Nikkei 225(SGX) |
Sep11 |
110610 |
9485 |
9625 |
9465 |
9500 |
+30 |
79,764 |
124,963 |
+101,811 |
Dec11 |
110610 |
9545 |
9550 |
9435 |
9435 |
+25 |
0 |
6,659 |
+0 |
Mar12 |
110610 |
9435 |
9435 |
9435 |
9435 |
+25 |
0 |
10 |
+0 |
Total Volume and Open Interest |
218,530 |
358,467 |
+79,765 |
CAC 40(EURONEXT) |
Jun11 |
110610 |
3865.0 |
3875.0 |
3788.0 |
3803.0 |
-65.0 |
145,549 |
360,981 |
-10,317 |
Jul11 |
110610 |
3860.0 |
3870.0 |
3792.0 |
3800.5 |
-65.0 |
7,575 |
39,636 |
+5,962 |
Aug11 |
110610 |
3811.0 |
3811.0 |
3803.5 |
3803.5 |
-65.5 |
|
|
|
Total Volume and Open Interest |
153,282 |
402,226 |
-4,201 |
Hang Seng Index(HKFE) |
Jun11 |
110610 |
22562 |
22599 |
22215 |
22275 |
-210 |
67,959 |
94,816 |
-1,871 |
Jul11 |
110610 |
22568 |
22600 |
22225 |
22285 |
-205 |
1,371 |
1,517 |
+442 |
Total Volume and Open Interest |
69,750 |
101,283 |
-1,423 |
DAX(EUREX) |
Jun11 |
110610 |
7147.0 |
7185.0 |
7046.0 |
7074.0 |
-82.5 |
166,315 |
166,859 |
-1,169 |
Sep11 |
110610 |
7179.0 |
7208.5 |
7075.0 |
7099.0 |
-82.0 |
9,590 |
25,559 |
+2,057 |
Dec11 |
110610 |
7202.0 |
7235.0 |
7108.0 |
7127.0 |
-83.0 |
602 |
3,011 |
+114 |
Total Volume and Open Interest |
176,507 |
195,429 |
+1,002 |
FT-SE 100(EURONEXT) |
Jun11 |
110610 |
5844.00 |
5865.50 |
5745.50 |
5773.00 |
-80.50 |
153,883 |
627,110 |
-27,432 |
Sep11 |
110610 |
5805.00 |
5827.00 |
5710.00 |
5737.50 |
-80.00 |
38,540 |
84,883 |
+28,963 |
Dec11 |
110610 |
5783.50 |
5797.50 |
5714.00 |
5714.00 |
-80.50 |
0 |
305 |
+0 |
Total Volume and Open Interest |
192,423 |
712,448 |
+1,531 |
SPI 200(SFE) |
Jun11 |
110610 |
4558.0 |
4594.0 |
4548.0 |
4577.0 |
+23.0 |
34,768 |
199,753 |
+3,624 |
Sep11 |
110610 |
4549.0 |
4582.0 |
4539.0 |
4566.0 |
+25.0 |
1,807 |
8,012 |
+826 |
Dec11 |
110610 |
4583.0 |
4583.0 |
4583.0 |
4583.0 |
+23.0 |
8 |
3,630 |
+1 |
Total Volume and Open Interest |
36,811 |
214,099 |
+4,516 |
GSCI(CME) |
Jun11 |
110610 |
51.64 |
51.64 |
43.14 |
47.64 |
-8.40 |
2,991 |
6,573 |
-2,485 |
Jul11 |
110610 |
51.14 |
51.64 |
41.89 |
46.39 |
-7.95 |
2,746 |
4,259 |
+2,609 |
Aug11 |
110610 |
51.64 |
55.69 |
43.24 |
47.64 |
-8.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
5,737 |
10,834 |
+124 |
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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