|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon June 13, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110613 |
1385.25 |
1390.50 |
1378.50 |
1382.75 |
-4.50 |
111,737 |
180,781 |
-17,613 |
Aug11 |
110613 |
1380.75 |
1385.00 |
1372.75 |
1377.50 |
-4.75 |
19,092 |
40,107 |
+2,401 |
Sep11 |
110613 |
1378.00 |
1382.00 |
1370.25 |
1375.25 |
-4.25 |
4,190 |
20,830 |
+524 |
Nov11 |
110613 |
1378.75 |
1384.25 |
1371.50 |
1376.75 |
-5.00 |
65,100 |
246,362 |
+12,651 |
Jan12 |
110613 |
1388.75 |
1393.50 |
1382.25 |
1386.50 |
-4.75 |
4,408 |
34,809 |
+148 |
Mar12 |
110613 |
1394.00 |
1396.25 |
1384.75 |
1390.75 |
-3.50 |
4,294 |
21,662 |
+1,230 |
May12 |
110613 |
1384.25 |
1390.00 |
1380.00 |
1386.50 |
+0.50 |
3,070 |
24,265 |
+514 |
Total Volume and Open Interest |
214,378 |
596,330 |
+598 |
Soybean Meal(CBOT) |
Jul11 |
110613 |
372.60 |
373.80 |
367.50 |
370.10 |
-3.20 |
44,413 |
77,686 |
-4,028 |
Aug11 |
110613 |
367.40 |
368.80 |
363.80 |
366.40 |
-1.90 |
18,851 |
44,336 |
-836 |
Sep11 |
110613 |
365.70 |
365.90 |
361.20 |
363.80 |
-1.80 |
5,169 |
20,363 |
+292 |
Oct11 |
110613 |
361.30 |
362.10 |
357.50 |
360.90 |
-1.40 |
2,484 |
16,861 |
-198 |
Dec11 |
110613 |
363.40 |
364.20 |
359.40 |
363.00 |
-1.30 |
16,475 |
62,968 |
+3,177 |
Jan12 |
110613 |
365.10 |
365.60 |
361.10 |
364.60 |
-1.20 |
658 |
5,287 |
+70 |
Mar12 |
110613 |
365.30 |
366.60 |
362.00 |
365.80 |
-0.70 |
395 |
3,450 |
-11 |
May12 |
110613 |
362.20 |
364.40 |
362.00 |
363.50 |
-0.20 |
451 |
5,278 |
-32 |
Total Volume and Open Interest |
89,353 |
241,255 |
-1,555 |
Soybean Oil(CBOT) |
Jul11 |
110613 |
56.90 |
57.10 |
56.56 |
56.82 |
-0.03 |
71,952 |
109,239 |
-9,767 |
Aug11 |
110613 |
57.16 |
57.33 |
56.82 |
57.09 |
-0.04 |
14,335 |
35,973 |
+401 |
Sep11 |
110613 |
57.41 |
57.61 |
57.10 |
57.37 |
-0.04 |
4,923 |
29,424 |
+728 |
Oct11 |
110613 |
57.84 |
57.89 |
57.46 |
57.67 |
-0.03 |
1,297 |
15,346 |
+330 |
Dec11 |
110613 |
58.13 |
58.45 |
57.93 |
58.21 |
-0.03 |
26,817 |
111,134 |
+3,343 |
Jan12 |
110613 |
58.33 |
58.50 |
58.21 |
58.47 |
-0.03 |
841 |
10,963 |
+88 |
Mar12 |
110613 |
58.67 |
58.85 |
58.42 |
58.76 |
+0.01 |
1,365 |
6,863 |
+519 |
May12 |
110613 |
58.62 |
58.91 |
58.50 |
58.83 |
+0.03 |
452 |
5,633 |
-69 |
Total Volume and Open Interest |
122,189 |
328,111 |
-4,322 |
Canola(WCE) |
Jul11 |
110613 |
589.8 |
590.8 |
587.4 |
589.0 |
-1.2 |
8,347 |
48,849 |
-4,736 |
Nov11 |
110613 |
593.2 |
593.5 |
590.4 |
591.8 |
-1.4 |
13,665 |
104,341 |
+3,126 |
Jan12 |
110613 |
598.8 |
598.8 |
598.0 |
598.4 |
-2.2 |
593 |
11,672 |
+509 |
Mar12 |
110613 |
605.0 |
605.1 |
603.7 |
604.4 |
-2.9 |
26 |
3,421 |
+0 |
May12 |
110613 |
608.0 |
608.0 |
606.5 |
607.6 |
-3.5 |
0 |
1,077 |
+0 |
Total Volume and Open Interest |
22,732 |
172,448 |
-1,055 |
Corn(CBOT) |
Jul11 |
110613 |
786.00 |
792.50 |
777.25 |
782.50 |
-4.50 |
213,502 |
466,785 |
-16,001 |
Sep11 |
110613 |
753.75 |
760.00 |
744.50 |
751.75 |
-4.25 |
93,954 |
272,266 |
+14,901 |
Dec11 |
110613 |
709.50 |
714.75 |
697.50 |
704.50 |
-8.00 |
117,698 |
485,553 |
+9,199 |
Mar12 |
110613 |
720.00 |
725.00 |
708.00 |
716.25 |
-6.75 |
18,088 |
86,179 |
+1,158 |
May12 |
110613 |
727.00 |
733.25 |
716.50 |
722.25 |
-7.00 |
4,028 |
19,575 |
-96 |
Jul12 |
110613 |
732.00 |
735.00 |
720.00 |
727.50 |
-5.50 |
5,333 |
52,580 |
+811 |
Total Volume and Open Interest |
460,728 |
1,464,075 |
+12,258 |
Wheat(CBOT) |
Jul11 |
110613 |
760.75 |
770.00 |
740.25 |
743.00 |
-16.25 |
93,271 |
139,911 |
-8,298 |
Sep11 |
110613 |
787.75 |
794.00 |
767.00 |
776.00 |
-9.75 |
48,210 |
119,074 |
+7,409 |
Dec11 |
110613 |
826.75 |
833.25 |
804.00 |
816.50 |
-9.25 |
22,359 |
103,383 |
+1,486 |
Mar12 |
110613 |
865.25 |
870.50 |
841.00 |
855.50 |
-8.00 |
3,939 |
25,001 |
+462 |
May12 |
110613 |
878.00 |
880.25 |
854.00 |
868.25 |
-6.75 |
1,010 |
8,977 |
-153 |
Total Volume and Open Interest |
174,609 |
457,183 |
+1,423 |
Wheat(KCBT) |
Jul11 |
110613 |
868.50 |
872.25 |
843.25 |
851.00 |
-17.00 |
14,549 |
50,607 |
-2,908 |
Sep11 |
110613 |
886.00 |
889.00 |
861.00 |
869.00 |
-17.00 |
8,190 |
58,162 |
+3,133 |
Dec11 |
110613 |
911.00 |
911.75 |
885.00 |
892.50 |
-16.25 |
3,841 |
45,845 |
+110 |
Mar12 |
110613 |
922.00 |
923.50 |
899.00 |
908.00 |
-13.75 |
571 |
9,022 |
+194 |
May12 |
110613 |
920.50 |
925.75 |
902.75 |
911.75 |
-12.75 |
376 |
1,530 |
+277 |
Total Volume and Open Interest |
28,534 |
179,646 |
+792 |
Wheat(MGE) |
Jul11 |
110613 |
1000.00 |
1018.25 |
985.00 |
985.25 |
-14.75 |
2,245 |
8,498 |
-278 |
Sep11 |
110613 |
950.50 |
955.00 |
927.25 |
935.25 |
-13.50 |
4,084 |
22,548 |
+460 |
Dec11 |
110613 |
949.00 |
953.00 |
926.50 |
934.25 |
-13.75 |
1,946 |
17,646 |
+327 |
Mar12 |
110613 |
961.00 |
962.00 |
937.25 |
945.75 |
-12.75 |
590 |
3,517 |
+132 |
May12 |
110613 |
962.50 |
964.75 |
942.75 |
948.50 |
-12.00 |
190 |
1,233 |
+1 |
Total Volume and Open Interest |
9,213 |
60,071 |
+642 |
Oats(CBOT) |
Jul11 |
110613 |
396.00 |
402.50 |
395.50 |
401.00 |
+5.50 |
716 |
5,611 |
-7 |
Sep11 |
110613 |
402.00 |
402.50 |
398.00 |
401.00 |
+3.00 |
54 |
2,964 |
-2 |
Dec11 |
110613 |
410.00 |
410.00 |
406.75 |
409.00 |
+1.50 |
313 |
3,819 |
+73 |
Mar12 |
110613 |
421.00 |
421.00 |
419.50 |
421.00 |
+1.50 |
0 |
23 |
+0 |
Total Volume and Open Interest |
1,083 |
12,418 |
+64 |
Rough Rice(CBOT) |
Jul11 |
110613 |
14.84 |
14.89 |
14.60 |
14.61 |
-0.29 |
894 |
10,749 |
+73 |
Sep11 |
110613 |
15.90 |
15.97 |
15.68 |
15.69 |
-0.28 |
314 |
6,873 |
-41 |
Nov11 |
110613 |
16.23 |
16.25 |
15.99 |
16.00 |
-0.28 |
63 |
2,161 |
+26 |
Jan12 |
110613 |
16.49 |
16.51 |
16.31 |
16.31 |
-0.25 |
5 |
251 |
+0 |
Total Volume and Open Interest |
1,277 |
20,335 |
+58 |
Live Cattle(CME) |
Jun11 |
110613 |
102.730 |
103.250 |
102.250 |
103.200 |
+0.470 |
4,152 |
15,811 |
-1,778 |
Aug11 |
110613 |
103.500 |
104.285 |
103.250 |
104.035 |
+0.555 |
21,777 |
145,081 |
-104 |
Oct11 |
110613 |
110.100 |
110.785 |
109.785 |
110.730 |
+0.580 |
12,299 |
80,349 |
-80 |
Dec11 |
110613 |
115.050 |
115.750 |
114.600 |
115.700 |
+0.750 |
9,974 |
58,719 |
+1,073 |
Feb12 |
110613 |
117.850 |
118.800 |
117.500 |
118.750 |
+0.600 |
4,150 |
16,441 |
+141 |
Apr12 |
110613 |
119.800 |
120.500 |
119.600 |
120.500 |
+0.550 |
2,257 |
8,054 |
+551 |
Total Volume and Open Interest |
54,789 |
326,635 |
-87 |
Feeder Cattle(CME) |
Aug11 |
110613 |
123.285 |
124.900 |
123.285 |
124.785 |
+1.150 |
3,160 |
20,884 |
-438 |
Sep11 |
110613 |
125.000 |
126.330 |
125.000 |
126.300 |
+1.120 |
842 |
5,947 |
+33 |
Oct11 |
110613 |
126.100 |
127.535 |
126.000 |
127.150 |
+1.015 |
878 |
4,760 |
+14 |
Nov11 |
110613 |
127.700 |
128.800 |
127.535 |
128.785 |
+1.185 |
276 |
2,332 |
+144 |
Jan12 |
110613 |
127.500 |
129.380 |
127.500 |
129.000 |
+1.320 |
78 |
1,076 |
+9 |
Mar12 |
110613 |
128.250 |
129.250 |
128.200 |
129.250 |
+1.600 |
14 |
76 |
+4 |
Apr12 |
110613 |
128.250 |
128.250 |
128.200 |
128.200 |
+0.600 |
0 |
13 |
+0 |
Total Volume and Open Interest |
5,248 |
35,100 |
-234 |
Lean Hogs(CME) |
Jun11 |
110613 |
91.950 |
92.550 |
91.950 |
92.480 |
+0.780 |
4,560 |
6,434 |
-1,465 |
Jul11 |
110613 |
93.535 |
93.980 |
92.550 |
93.535 |
+0.305 |
26,618 |
41,704 |
-7,696 |
Aug11 |
110613 |
92.900 |
93.050 |
91.535 |
92.385 |
-0.445 |
21,471 |
64,159 |
+7,457 |
Oct11 |
110613 |
86.850 |
87.200 |
85.730 |
86.930 |
+0.180 |
9,111 |
48,618 |
-235 |
Dec11 |
110613 |
85.700 |
86.200 |
84.480 |
86.000 |
+0.200 |
7,619 |
38,654 |
+21 |
Feb12 |
110613 |
88.385 |
88.800 |
87.200 |
88.800 |
+0.150 |
1,995 |
10,456 |
+784 |
Apr12 |
110613 |
90.000 |
90.000 |
88.800 |
89.300 |
-0.500 |
385 |
5,430 |
+88 |
May12 |
110613 |
93.400 |
93.800 |
93.200 |
93.800 |
+0.300 |
4 |
294 |
+4 |
Total Volume and Open Interest |
72,299 |
219,649 |
-778 |
Class III Milk(CME) |
Jun11 |
110613 |
19.05 |
19.16 |
19.03 |
19.15 |
+0.08 |
39 |
4,954 |
+14 |
Jul11 |
110613 |
19.55 |
19.81 |
19.53 |
19.77 |
+0.16 |
490 |
5,290 |
-36 |
Aug11 |
110613 |
18.72 |
18.85 |
18.58 |
18.85 |
+0.11 |
238 |
4,924 |
+44 |
Sep11 |
110613 |
18.40 |
18.52 |
18.27 |
18.52 |
+0.10 |
211 |
4,722 |
+63 |
Oct11 |
110613 |
17.85 |
17.90 |
17.77 |
17.90 |
+0.03 |
69 |
3,638 |
+33 |
Total Volume and Open Interest |
1,195 |
33,641 |
+184 |
Cocoa(ICE) |
Jul11 |
110613 |
3000 |
3034 |
2960 |
3001 |
+4 |
11,103 |
15,398 |
-3,776 |
Sep11 |
110613 |
2992 |
3009 |
2925 |
2968 |
-14 |
14,825 |
65,972 |
+2,397 |
Dec11 |
110613 |
3013 |
3032 |
2962 |
2996 |
-14 |
2,406 |
32,772 |
+1,246 |
Mar12 |
110613 |
3056 |
3070 |
3002 |
3036 |
-17 |
1,738 |
27,558 |
+524 |
May12 |
110613 |
3038 |
3060 |
3000 |
3040 |
-13 |
50 |
7,864 |
+6 |
Jul12 |
110613 |
3038 |
3057 |
3022 |
3045 |
-8 |
157 |
3,215 |
+122 |
Sep12 |
110613 |
3060 |
3063 |
3051 |
3051 |
-3 |
184 |
5,557 |
+172 |
Total Volume and Open Interest |
30,559 |
163,810 |
+695 |
Coffee "C"(ICE) |
Jul11 |
110613 |
269.90 |
270.65 |
261.05 |
267.45 |
+2.50 |
10,450 |
30,211 |
-2,670 |
Sep11 |
110613 |
266.00 |
273.45 |
264.40 |
270.50 |
+2.15 |
7,250 |
41,746 |
+1,660 |
Dec11 |
110613 |
270.00 |
277.50 |
269.00 |
274.50 |
+2.00 |
2,600 |
26,317 |
+584 |
Mar12 |
110613 |
272.00 |
280.00 |
271.80 |
277.45 |
+2.10 |
296 |
5,866 |
+79 |
May12 |
110613 |
279.70 |
281.40 |
279.15 |
279.15 |
+2.30 |
33 |
3,196 |
+14 |
Jul12 |
110613 |
279.95 |
280.55 |
279.50 |
279.50 |
+3.55 |
29 |
1,488 |
+9 |
Total Volume and Open Interest |
20,710 |
110,907 |
-278 |
Orange Juice(ICE) |
Jul11 |
110613 |
184.90 |
185.00 |
182.60 |
183.15 |
-1.75 |
1,129 |
20,337 |
-755 |
Sep11 |
110613 |
181.00 |
181.00 |
178.50 |
179.60 |
-1.20 |
960 |
11,358 |
+626 |
Nov11 |
110613 |
174.60 |
174.60 |
173.35 |
174.15 |
-1.25 |
69 |
3,633 |
+25 |
Jan12 |
110613 |
169.90 |
171.00 |
169.90 |
170.75 |
-1.15 |
11 |
440 |
+10 |
Mar12 |
110613 |
169.00 |
170.15 |
169.00 |
169.85 |
-0.80 |
2 |
134 |
+0 |
May12 |
110613 |
168.10 |
168.45 |
167.50 |
168.45 |
-0.35 |
2 |
94 |
+2 |
Total Volume and Open Interest |
2,173 |
36,060 |
-92 |
Sugar #11(ICE) |
Jul11 |
110613 |
25.62 |
26.16 |
25.27 |
25.59 |
-0.05 |
55,777 |
168,368 |
-14,652 |
Oct11 |
110613 |
24.46 |
24.93 |
24.00 |
24.38 |
-0.16 |
45,770 |
221,131 |
+12,674 |
Mar12 |
110613 |
24.13 |
24.55 |
23.77 |
24.18 |
-0.16 |
13,228 |
99,140 |
-856 |
May12 |
110613 |
23.90 |
24.07 |
23.39 |
23.82 |
-0.08 |
3,003 |
30,948 |
-100 |
Jul12 |
110613 |
23.45 |
23.69 |
23.08 |
23.53 |
unch |
4,858 |
49,782 |
+339 |
Total Volume and Open Interest |
124,381 |
622,557 |
-1,802 |
London Cocoa(LCE) |
Jul11 |
110613 |
1849 |
1859 |
1834 |
1838 |
-10 |
4,949 |
71,812 |
-303 |
Sep11 |
110613 |
1857 |
1865 |
1840 |
1845 |
-12 |
4,382 |
40,356 |
+805 |
Dec11 |
110613 |
1887 |
1896 |
1870 |
1873 |
-12 |
2,220 |
34,598 |
-275 |
Mar12 |
110613 |
1908 |
1916 |
1895 |
1895 |
-13 |
1,086 |
39,321 |
+83 |
May12 |
110613 |
1905 |
1917 |
1903 |
1903 |
-13 |
13 |
9,856 |
-7 |
Jul12 |
110613 |
1909 |
1909 |
1909 |
1909 |
-11 |
4 |
4,377 |
+0 |
Sep12 |
110613 |
1916 |
1916 |
1916 |
1916 |
-9 |
0 |
3,192 |
+0 |
Total Volume and Open Interest |
12,674 |
211,413 |
+318 |
London Sugar(LCE) |
Aug11 |
110613 |
723.00 |
734.40 |
722.70 |
723.50 |
unch |
3,330 |
26,043 |
+247 |
Oct11 |
110613 |
656.70 |
667.70 |
656.70 |
658.70 |
+1.70 |
583 |
12,575 |
+214 |
Dec11 |
110613 |
642.00 |
648.90 |
639.40 |
642.40 |
+2.60 |
171 |
5,398 |
-5 |
Mar12 |
110613 |
624.80 |
631.00 |
622.90 |
624.70 |
+1.00 |
488 |
4,595 |
+308 |
May12 |
110613 |
619.50 |
624.10 |
616.00 |
616.00 |
+0.10 |
47 |
2,075 |
+32 |
Total Volume and Open Interest |
4,686 |
53,337 |
+813 |
Cotton(ICE) |
Jul11 |
110613 |
150.10 |
152.80 |
146.84 |
150.95 |
+0.92 |
10,714 |
47,482 |
-1,926 |
Oct11 |
110613 |
138.31 |
143.54 |
138.31 |
139.58 |
-0.09 |
56 |
467 |
+6 |
Dec11 |
110613 |
133.50 |
134.96 |
130.17 |
131.58 |
-2.07 |
10,665 |
88,745 |
+2,571 |
Mar12 |
110613 |
126.55 |
127.25 |
123.89 |
124.91 |
-1.95 |
1,282 |
12,445 |
+353 |
May12 |
110613 |
118.50 |
118.90 |
116.20 |
116.91 |
-1.61 |
523 |
3,305 |
+129 |
Jul12 |
110613 |
113.55 |
114.25 |
110.50 |
111.69 |
-0.95 |
506 |
5,993 |
+199 |
Total Volume and Open Interest |
24,109 |
161,482 |
+1,478 |
Lumber(CME) |
Jul11 |
110613 |
225.6 |
225.8 |
220.7 |
223.5 |
-3.0 |
812 |
4,373 |
-338 |
Sep11 |
110613 |
242.4 |
242.5 |
238.0 |
239.3 |
-3.2 |
668 |
5,398 |
+271 |
Nov11 |
110613 |
248.1 |
248.8 |
245.5 |
245.5 |
-2.6 |
23 |
1,206 |
+8 |
Jan12 |
110613 |
268.9 |
268.9 |
265.0 |
265.0 |
-2.5 |
0 |
63 |
+0 |
Total Volume and Open Interest |
1,503 |
11,046 |
-59 |
Crude Oil(NYM) |
Jul11 |
110613 |
98.77 |
99.32 |
96.13 |
97.30 |
-1.99 |
345,542 |
234,479 |
-35,082 |
Aug11 |
110613 |
99.41 |
99.88 |
96.69 |
97.84 |
-2.01 |
138,335 |
174,688 |
+13,699 |
Sep11 |
110613 |
100.18 |
100.41 |
97.25 |
98.36 |
-2.04 |
88,872 |
136,249 |
-419 |
Oct11 |
110613 |
100.61 |
100.88 |
97.71 |
98.82 |
-2.06 |
40,661 |
56,802 |
+1,446 |
Nov11 |
110613 |
101.06 |
101.10 |
98.15 |
99.24 |
-2.06 |
33,956 |
50,376 |
+9,928 |
Dec11 |
110613 |
101.00 |
101.60 |
98.40 |
99.55 |
-2.04 |
73,579 |
184,587 |
+3,058 |
Jan12 |
110613 |
100.78 |
101.40 |
98.71 |
99.83 |
-2.01 |
13,377 |
46,927 |
-234 |
Feb12 |
110613 |
101.61 |
101.85 |
98.96 |
100.10 |
-1.97 |
7,482 |
24,314 |
+1,258 |
Mar12 |
110613 |
101.03 |
101.88 |
99.69 |
100.35 |
-1.92 |
7,754 |
29,623 |
-20 |
Apr12 |
110613 |
101.82 |
102.02 |
99.46 |
100.58 |
-1.87 |
3,017 |
18,279 |
-83 |
May12 |
110613 |
101.49 |
102.02 |
100.81 |
100.81 |
-1.80 |
2,603 |
16,832 |
-198 |
Jun12 |
110613 |
102.76 |
102.76 |
100.17 |
101.03 |
-1.73 |
15,006 |
72,207 |
+318 |
Jul12 |
110613 |
100.96 |
101.19 |
100.96 |
101.19 |
-1.66 |
3,664 |
33,872 |
-773 |
Aug12 |
110613 |
101.24 |
101.24 |
101.24 |
101.24 |
-1.57 |
980 |
13,101 |
+112 |
Sep12 |
110613 |
101.27 |
101.27 |
101.27 |
101.27 |
-1.49 |
1,485 |
14,085 |
+282 |
Oct12 |
110613 |
101.32 |
101.32 |
101.32 |
101.32 |
-1.41 |
458 |
9,326 |
+88 |
Total Volume and Open Interest |
839,094 |
1,529,971 |
-4,529 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110613 |
98.850 |
99.325 |
96.125 |
97.300 |
-2.000 |
7,575 |
2,803 |
-416 |
Aug11 |
110613 |
99.500 |
99.850 |
96.700 |
97.850 |
-2.000 |
433 |
1,045 |
+91 |
Sep11 |
110613 |
100.375 |
100.375 |
97.575 |
98.350 |
-2.050 |
107 |
433 |
+61 |
Oct11 |
110613 |
99.825 |
100.200 |
98.000 |
98.825 |
-2.050 |
56 |
203 |
+56 |
Nov11 |
110613 |
99.250 |
99.250 |
98.675 |
99.250 |
-2.050 |
1 |
21 |
+0 |
Dec11 |
110613 |
100.925 |
100.925 |
98.675 |
99.550 |
-2.050 |
27 |
301 |
+8 |
Jan12 |
110613 |
99.825 |
99.825 |
99.825 |
99.825 |
-2.025 |
9 |
6 |
-3 |
Feb12 |
110613 |
100.100 |
100.100 |
100.100 |
100.100 |
-1.975 |
0 |
3 |
+0 |
Mar12 |
110613 |
100.350 |
100.350 |
100.350 |
100.350 |
-1.925 |
0 |
8 |
+0 |
Total Volume and Open Interest |
8,217 |
4,984 |
-200 |
Heating Oil(NYM) |
Jul11 |
110613 |
309.79 |
313.56 |
306.15 |
310.58 |
+0.07 |
50,583 |
85,682 |
-4,475 |
Aug11 |
110613 |
311.35 |
314.96 |
307.63 |
312.02 |
+0.06 |
24,543 |
54,587 |
+3,004 |
Sep11 |
110613 |
314.44 |
316.70 |
309.61 |
313.76 |
+0.05 |
16,637 |
40,723 |
+315 |
Oct11 |
110613 |
316.05 |
318.36 |
311.16 |
315.54 |
+0.08 |
9,086 |
17,939 |
-596 |
Nov11 |
110613 |
319.63 |
319.88 |
313.11 |
317.33 |
+0.14 |
4,320 |
16,952 |
+1,180 |
Dec11 |
110613 |
317.82 |
321.52 |
314.48 |
318.87 |
+0.17 |
7,476 |
36,090 |
-955 |
Jan12 |
110613 |
317.33 |
320.40 |
317.33 |
320.40 |
+0.19 |
2,508 |
18,711 |
+957 |
Feb12 |
110613 |
321.76 |
321.76 |
317.74 |
320.59 |
+0.21 |
489 |
6,791 |
+238 |
Mar12 |
110613 |
316.67 |
319.32 |
316.67 |
319.32 |
+0.19 |
232 |
5,270 |
-16 |
Apr12 |
110613 |
316.82 |
316.82 |
316.82 |
316.82 |
+0.16 |
34 |
1,946 |
+16 |
May12 |
110613 |
314.44 |
314.44 |
314.44 |
314.44 |
+0.13 |
77 |
2,052 |
+27 |
Jun12 |
110613 |
313.10 |
313.76 |
312.99 |
312.99 |
+0.13 |
1,378 |
18,842 |
+172 |
Total Volume and Open Interest |
118,010 |
317,238 |
-28 |
Gasoline(NYMEX) |
Jul11 |
110613 |
301.18 |
305.18 |
295.54 |
299.68 |
-2.09 |
50,489 |
71,942 |
-491 |
Aug11 |
110613 |
299.12 |
303.50 |
293.83 |
297.89 |
-2.31 |
29,155 |
47,356 |
+1,573 |
Sep11 |
110613 |
298.29 |
302.24 |
292.75 |
296.70 |
-2.34 |
22,109 |
40,923 |
+2,552 |
Oct11 |
110613 |
286.05 |
290.31 |
281.58 |
285.56 |
-1.79 |
10,461 |
22,396 |
-606 |
Nov11 |
110613 |
287.02 |
287.71 |
280.33 |
283.62 |
-1.59 |
4,737 |
13,590 |
+289 |
Dec11 |
110613 |
282.46 |
286.58 |
278.34 |
282.53 |
-1.41 |
4,044 |
27,163 |
+529 |
Jan12 |
110613 |
284.64 |
284.90 |
279.00 |
283.14 |
-1.32 |
522 |
7,399 |
+104 |
Feb12 |
110613 |
285.50 |
287.30 |
283.90 |
284.70 |
-1.30 |
163 |
4,370 |
+45 |
Mar12 |
110613 |
288.85 |
288.85 |
285.54 |
286.39 |
-1.31 |
94 |
4,261 |
+24 |
Apr12 |
110613 |
297.50 |
297.96 |
297.50 |
297.96 |
-1.30 |
516 |
4,087 |
+147 |
Total Volume and Open Interest |
122,672 |
259,013 |
+4,278 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110613 |
300.00 |
300.00 |
299.70 |
299.70 |
-2.10 |
0 |
3 |
+0 |
Aug11 |
110613 |
297.90 |
297.90 |
297.89 |
297.90 |
-2.30 |
0 |
2 |
+0 |
Sep11 |
110613 |
296.70 |
296.70 |
296.70 |
296.70 |
-2.30 |
|
|
|
Oct11 |
110613 |
285.60 |
285.60 |
285.56 |
285.60 |
-1.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Jul11 |
110613 |
4.790 |
4.811 |
4.595 |
4.646 |
-0.111 |
227,424 |
172,582 |
-23,794 |
Aug11 |
110613 |
4.821 |
4.841 |
4.624 |
4.678 |
-0.111 |
88,127 |
93,374 |
+5,757 |
Sep11 |
110613 |
4.844 |
4.861 |
4.648 |
4.701 |
-0.111 |
80,236 |
162,983 |
+14,013 |
Oct11 |
110613 |
4.863 |
4.880 |
4.675 |
4.729 |
-0.107 |
50,208 |
116,789 |
-3,148 |
Nov11 |
110613 |
4.979 |
4.993 |
4.806 |
4.852 |
-0.100 |
26,291 |
75,826 |
+3,898 |
Dec11 |
110613 |
5.130 |
5.153 |
4.975 |
5.021 |
-0.098 |
16,702 |
46,916 |
+986 |
Jan12 |
110613 |
5.225 |
5.233 |
5.063 |
5.113 |
-0.094 |
25,239 |
92,311 |
-73 |
Feb12 |
110613 |
5.193 |
5.227 |
5.052 |
5.101 |
-0.091 |
6,305 |
20,566 |
-145 |
Mar12 |
110613 |
5.152 |
5.152 |
4.992 |
5.040 |
-0.089 |
11,162 |
40,216 |
+207 |
Apr12 |
110613 |
4.981 |
4.981 |
4.850 |
4.882 |
-0.080 |
11,671 |
42,665 |
+1,111 |
May12 |
110613 |
4.989 |
4.989 |
4.863 |
4.893 |
-0.078 |
1,050 |
9,802 |
-253 |
Jun12 |
110613 |
5.030 |
5.030 |
4.890 |
4.919 |
-0.077 |
1,002 |
10,821 |
+70 |
Jul12 |
110613 |
5.011 |
5.016 |
4.930 |
4.960 |
-0.075 |
842 |
6,981 |
+49 |
Aug12 |
110613 |
4.969 |
4.987 |
4.957 |
4.986 |
-0.075 |
352 |
6,907 |
+4 |
Sep12 |
110613 |
4.967 |
4.996 |
4.967 |
4.996 |
-0.075 |
462 |
7,103 |
+63 |
Oct12 |
110613 |
5.091 |
5.091 |
5.015 |
5.041 |
-0.075 |
2,238 |
20,376 |
-49 |
Total Volume and Open Interest |
553,738 |
1,001,658 |
-337 |
Brent Crude Oil(ICE) |
Jul11 |
110613 |
118.46 |
120.25 |
117.12 |
119.10 |
+0.32 |
233,012 |
137,143 |
-23,859 |
Aug11 |
110613 |
117.96 |
119.73 |
116.51 |
118.42 |
+0.07 |
167,586 |
184,607 |
+26,722 |
Sep11 |
110613 |
117.44 |
119.16 |
115.99 |
117.83 |
unch |
56,566 |
120,121 |
+7,486 |
Oct11 |
110613 |
117.44 |
118.71 |
115.52 |
117.42 |
-0.03 |
35,960 |
59,594 |
-666 |
Nov11 |
110613 |
117.16 |
118.43 |
115.33 |
117.16 |
-0.02 |
18,406 |
36,238 |
-678 |
Dec11 |
110613 |
116.62 |
118.25 |
115.03 |
116.93 |
+0.01 |
45,900 |
90,736 |
+2,177 |
Jan12 |
110613 |
116.71 |
117.77 |
115.40 |
116.67 |
+0.01 |
5,375 |
21,077 |
-863 |
Feb12 |
110613 |
116.44 |
117.49 |
115.29 |
116.41 |
+0.02 |
3,576 |
18,700 |
-736 |
Mar12 |
110613 |
116.18 |
117.21 |
115.03 |
116.15 |
+0.03 |
3,287 |
29,445 |
-75 |
Apr12 |
110613 |
115.87 |
115.87 |
115.87 |
115.87 |
+0.06 |
1,174 |
9,105 |
+73 |
May12 |
110613 |
115.58 |
115.58 |
115.58 |
115.58 |
+0.09 |
638 |
5,383 |
-61 |
Jun12 |
110613 |
115.31 |
116.18 |
113.59 |
115.27 |
+0.11 |
7,779 |
41,453 |
+355 |
Jul12 |
110613 |
114.99 |
114.99 |
114.99 |
114.99 |
+0.11 |
654 |
6,098 |
-35 |
Aug12 |
110613 |
114.71 |
114.71 |
114.71 |
114.71 |
+0.11 |
1,645 |
3,825 |
+562 |
Total Volume and Open Interest |
604,695 |
897,652 |
+12,087 |
Gas Oil(ICE) |
Jul11 |
110613 |
978.50 |
989.25 |
966.25 |
987.50 |
+10.00 |
96,997 |
138,709 |
+13,729 |
Aug11 |
110613 |
981.50 |
993.00 |
970.00 |
991.50 |
+10.25 |
28,968 |
81,424 |
+2,630 |
Sep11 |
110613 |
987.75 |
996.25 |
974.00 |
995.00 |
+10.50 |
23,065 |
57,948 |
+7,343 |
Oct11 |
110613 |
988.50 |
998.75 |
976.50 |
997.25 |
+10.50 |
8,421 |
29,506 |
+1,006 |
Nov11 |
110613 |
990.00 |
999.50 |
977.75 |
998.50 |
+10.50 |
3,744 |
25,955 |
+359 |
Dec11 |
110613 |
989.00 |
1001.00 |
978.50 |
999.75 |
+10.25 |
18,398 |
61,762 |
+1,123 |
Jan12 |
110613 |
991.25 |
1002.25 |
986.25 |
1002.25 |
+10.25 |
3,403 |
25,946 |
+870 |
Feb12 |
110613 |
986.00 |
1002.00 |
986.00 |
1002.00 |
+10.25 |
2,189 |
8,465 |
+751 |
Mar12 |
110613 |
1000.50 |
1000.50 |
1000.50 |
1000.50 |
+10.25 |
2,625 |
9,551 |
+1,066 |
Apr12 |
110613 |
998.00 |
998.00 |
998.00 |
998.00 |
+10.25 |
901 |
5,549 |
+136 |
Total Volume and Open Interest |
234,894 |
551,602 |
+13,142 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110613 |
2.765 |
2.779 |
2.764 |
2.777 |
+0.001 |
203 |
1,072 |
+5 |
Aug11 |
110613 |
2.800 |
2.800 |
2.758 |
2.768 |
-0.006 |
315 |
1,549 |
+35 |
Sep11 |
110613 |
2.717 |
2.724 |
2.710 |
2.716 |
-0.011 |
145 |
1,371 |
+71 |
Oct11 |
110613 |
2.615 |
2.615 |
2.596 |
2.605 |
-0.011 |
89 |
1,078 |
+22 |
Nov11 |
110613 |
2.546 |
2.546 |
2.530 |
2.538 |
-0.011 |
79 |
906 |
+6 |
Dec11 |
110613 |
2.515 |
2.531 |
2.510 |
2.522 |
-0.008 |
79 |
1,259 |
+7 |
Jan12 |
110613 |
2.482 |
2.495 |
2.482 |
2.490 |
-0.005 |
18 |
665 |
-1 |
Total Volume and Open Interest |
1,092 |
9,264 |
+205 |
WTI Crude Oil(ICE |
Jul11 |
110610 |
101.94 |
102.13 |
98.60 |
99.29 |
-2.64 |
119,116 |
73,404 |
-11,287 |
Aug11 |
110613 |
99.53 |
99.88 |
96.72 |
97.84 |
-2.01 |
34,949 |
49,983 |
+4,190 |
Sep11 |
110613 |
100.35 |
100.44 |
97.42 |
98.36 |
-2.04 |
24,180 |
40,864 |
-913 |
Oct11 |
110613 |
100.43 |
100.56 |
97.70 |
98.82 |
-2.06 |
16,773 |
23,332 |
+2,326 |
Nov11 |
110613 |
100.58 |
100.95 |
98.41 |
99.24 |
-2.06 |
14,366 |
18,890 |
+4,047 |
Dec11 |
110613 |
100.57 |
101.15 |
98.41 |
99.55 |
-2.04 |
34,555 |
85,522 |
+1,637 |
Jan12 |
110613 |
100.49 |
101.40 |
99.44 |
99.83 |
-2.01 |
7,046 |
14,803 |
+1,334 |
Feb12 |
110613 |
100.86 |
101.49 |
99.49 |
100.10 |
-1.97 |
3,497 |
4,854 |
+512 |
Mar12 |
110613 |
101.06 |
101.73 |
99.67 |
100.35 |
-1.92 |
1,915 |
12,316 |
-20 |
Apr12 |
110613 |
100.58 |
100.58 |
100.58 |
100.58 |
-1.87 |
725 |
4,038 |
+18 |
May12 |
110613 |
100.81 |
100.81 |
100.81 |
100.81 |
-1.80 |
599 |
3,359 |
+88 |
Jun12 |
110613 |
101.58 |
102.32 |
100.10 |
101.03 |
-1.73 |
5,208 |
27,865 |
+77 |
Jul12 |
110613 |
102.85 |
102.85 |
101.19 |
101.19 |
-1.66 |
763 |
4,218 |
-466 |
Aug12 |
110613 |
101.24 |
101.24 |
101.24 |
101.24 |
-1.57 |
0 |
840 |
+0 |
Sep12 |
110613 |
101.27 |
101.27 |
101.27 |
101.27 |
-1.49 |
47 |
4,300 |
+0 |
Oct12 |
110613 |
101.32 |
101.32 |
101.32 |
101.32 |
-1.41 |
14 |
511 |
+0 |
Total Volume and Open Interest |
247,980 |
475,806 |
+8,787 |
US Dollar Index(ICE) |
Jun11 |
110613 |
74.805 |
74.950 |
74.595 |
74.595 |
-0.202 |
38,502 |
29,398 |
-12,611 |
Sep11 |
110613 |
75.250 |
75.370 |
74.815 |
74.875 |
-0.310 |
32,314 |
39,888 |
+12,585 |
Dec11 |
110613 |
75.500 |
75.500 |
75.340 |
75.340 |
-0.310 |
0 |
504 |
+0 |
Total Volume and Open Interest |
70,816 |
69,791 |
-26 |
Australian Dollar(CME) |
Jun11 |
110613 |
105.31 |
105.83 |
105.24 |
105.74 |
+0.05 |
106,909 |
69,321 |
-10,265 |
Sep11 |
110613 |
104.07 |
105.06 |
103.95 |
104.92 |
+0.54 |
62,158 |
103,165 |
+21,741 |
Dec11 |
110613 |
102.90 |
103.64 |
102.90 |
103.64 |
+0.48 |
2 |
72 |
+1 |
Total Volume and Open Interest |
169,069 |
172,561 |
+11,477 |
British Pound(CME) |
Jun11 |
110613 |
162.33 |
163.42 |
162.18 |
163.20 |
+0.80 |
110,422 |
45,406 |
-18,257 |
Sep11 |
110613 |
162.25 |
163.69 |
161.96 |
163.54 |
+1.35 |
55,502 |
69,909 |
+20,165 |
Dec11 |
110613 |
161.94 |
163.33 |
161.84 |
163.33 |
+1.35 |
128 |
99 |
+63 |
Total Volume and Open Interest |
166,052 |
115,422 |
+1,971 |
Canadian Dollar(CME) |
Jun11 |
110613 |
102.06 |
102.50 |
102.05 |
102.40 |
+0.04 |
75,341 |
56,711 |
-16,197 |
Sep11 |
110613 |
101.87 |
102.30 |
101.76 |
102.16 |
+0.04 |
58,643 |
69,164 |
+15,149 |
Dec11 |
110613 |
101.94 |
101.96 |
101.80 |
101.92 |
+0.04 |
121 |
3,499 |
+47 |
Mar12 |
110613 |
101.67 |
101.71 |
101.58 |
101.68 |
+0.04 |
53 |
430 |
+19 |
Total Volume and Open Interest |
134,171 |
130,139 |
-980 |
Japanese Yen(CME) |
Jun11 |
110613 |
124.58 |
124.63 |
123.67 |
124.61 |
+0.12 |
126,139 |
41,478 |
-20,776 |
Sep11 |
110613 |
124.66 |
124.88 |
123.79 |
124.75 |
+0.21 |
70,967 |
86,211 |
+28,166 |
Dec11 |
110613 |
124.09 |
124.85 |
124.09 |
124.85 |
+0.21 |
41 |
262 |
+37 |
Total Volume and Open Interest |
197,184 |
127,998 |
+7,463 |
Swiss Franc(CME) |
Jun11 |
110613 |
118.66 |
119.66 |
118.10 |
119.51 |
+0.75 |
49,751 |
42,172 |
-8,694 |
Sep11 |
110613 |
118.70 |
119.78 |
118.15 |
119.41 |
+0.58 |
37,739 |
48,920 |
+13,523 |
Dec11 |
110613 |
118.76 |
119.86 |
118.45 |
119.48 |
+0.58 |
4 |
97 |
+0 |
Total Volume and Open Interest |
87,494 |
91,192 |
+4,829 |
EuroFX(CME) |
Jun11 |
110613 |
143.34 |
143.97 |
143.22 |
143.94 |
+0.42 |
357,202 |
146,745 |
-42,648 |
Sep11 |
110613 |
142.92 |
143.90 |
142.80 |
143.72 |
+0.60 |
173,639 |
156,406 |
+48,790 |
Dec11 |
110613 |
143.00 |
143.42 |
142.71 |
143.30 |
+0.59 |
15 |
169 |
-7 |
Total Volume and Open Interest |
530,856 |
303,705 |
+6,134 |
Mexican Peso(CME) |
Jun11 |
110613 |
840.5 |
844.0 |
839.2 |
844.0 |
+1.8 |
34,060 |
63,984 |
-5,741 |
Jul11 |
110613 |
842.0 |
850.2 |
840.8 |
842.0 |
+1.2 |
|
|
|
Total Volume and Open Interest |
75,760 |
168,808 |
+12,665 |
30-Year T-Bonds(CBOT) |
Jun11 |
110531 |
125~260 |
126~090 |
125~110 |
126~050 |
+0~090 |
370,649 |
125,465 |
-108,773 |
Sep11 |
110613 |
125~240 |
126~010 |
125~040 |
125~130 |
-0~100 |
475,308 |
646,726 |
-12,834 |
Dec11 |
110613 |
124~070 |
124~090 |
123~310 |
123~310 |
-0~100 |
61 |
29 |
-31 |
Total Volume and Open Interest |
486,546 |
675,966 |
-16,000 |
10-Year T-Notes(CBOT) |
Jun11 |
110613 |
124~310 |
125~045 |
124~195 |
124~245 |
-0~050 |
29,389 |
65,944 |
-1,765 |
Sep11 |
110613 |
123~175 |
123~230 |
123~040 |
123~110 |
-0~055 |
1,670,912 |
1,750,989 |
-8,619 |
Dec11 |
110613 |
122~060 |
122~070 |
122~015 |
122~015 |
-0~055 |
2 |
23 |
-2 |
Total Volume and Open Interest |
1,700,303 |
1,816,956 |
-10,386 |
5-Year T-Notes(CBOT) |
Jun11 |
110613 |
120~120 |
121~001 |
120~087 |
120~108 |
+0~072 |
272,931 |
205,061 |
-65,504 |
Sep11 |
110613 |
119~106 |
119~124 |
119~069 |
119~096 |
-0~008 |
826,949 |
1,513,553 |
+35,278 |
Dec11 |
110613 |
118~080 |
118~088 |
118~080 |
118~080 |
-0~008 |
2 |
1 |
+1 |
Total Volume and Open Interest |
850,565 |
1,557,821 |
+25,334 |
2 Year T-Notes(CBOT) |
Jun11 |
110613 |
110~004 |
110~009 |
109~126 |
110~006 |
+0~001 |
15,067 |
23,768 |
-6,179 |
Sep11 |
110613 |
109~097 |
109~104 |
109~091 |
109~099 |
+0~001 |
307,688 |
981,821 |
+3,868 |
Dec11 |
110613 |
109~063 |
109~063 |
109~062 |
109~063 |
+0~001 |
0 |
20 |
+0 |
Total Volume and Open Interest |
322,755 |
1,005,609 |
-2,311 |
Eurodollars(CME) |
Jun11 |
110610 |
99.747 |
99.753 |
99.747 |
99.750 |
+0.003 |
212,666 |
892,467 |
-4,385 |
Sep11 |
110613 |
99.675 |
99.680 |
99.670 |
99.675 |
unch |
226,231 |
1,189,931 |
-22,576 |
Dec11 |
110613 |
99.600 |
99.610 |
99.595 |
99.605 |
+0.005 |
304,569 |
1,516,548 |
-47,880 |
Mar12 |
110613 |
99.530 |
99.545 |
99.515 |
99.540 |
+0.015 |
312,006 |
1,718,893 |
-16,474 |
Jun12 |
110613 |
99.430 |
99.445 |
99.405 |
99.435 |
+0.010 |
326,944 |
1,547,901 |
-29,755 |
Sep12 |
110613 |
99.285 |
99.295 |
99.250 |
99.275 |
-0.005 |
357,789 |
841,618 |
+18,943 |
Dec12 |
110613 |
99.085 |
99.095 |
99.040 |
99.070 |
-0.015 |
259,829 |
654,091 |
+7,718 |
Mar13 |
110613 |
98.875 |
98.885 |
98.815 |
98.855 |
-0.020 |
231,792 |
494,198 |
+6,393 |
Jun13 |
110613 |
98.630 |
98.640 |
98.560 |
98.610 |
-0.025 |
168,026 |
348,450 |
+17,309 |
Sep13 |
110613 |
98.380 |
98.400 |
98.305 |
98.355 |
-0.030 |
144,692 |
284,338 |
+4,029 |
Dec13 |
110613 |
98.115 |
98.140 |
98.040 |
98.090 |
-0.030 |
114,959 |
270,447 |
+7,299 |
Mar14 |
110613 |
97.865 |
97.890 |
97.790 |
97.835 |
-0.035 |
86,448 |
218,262 |
+4,404 |
Jun14 |
110613 |
97.610 |
97.640 |
97.540 |
97.585 |
-0.030 |
48,957 |
126,139 |
+7,726 |
Sep14 |
110613 |
97.370 |
97.395 |
97.295 |
97.340 |
-0.030 |
34,607 |
70,890 |
+3,665 |
Dec14 |
110613 |
97.120 |
97.140 |
97.045 |
97.085 |
-0.030 |
26,512 |
78,011 |
+3,036 |
Mar15 |
110613 |
96.900 |
96.920 |
96.825 |
96.860 |
-0.035 |
30,881 |
70,608 |
+6,562 |
Jun15 |
110613 |
4.935 |
4.945 |
4.855 |
4.885 |
-0.035 |
11,916 |
56,019 |
+1,265 |
Sep15 |
110613 |
4.720 |
4.745 |
4.650 |
4.675 |
-0.035 |
13,652 |
53,253 |
+1,885 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jun11 |
110613 |
99.900 |
99.902 |
99.897 |
99.900 |
unch |
2,175 |
59,783 |
+240 |
Jul11 |
110613 |
99.900 |
99.900 |
99.890 |
99.895 |
unch |
3,896 |
54,566 |
+1,025 |
Aug11 |
110613 |
99.885 |
99.885 |
99.875 |
99.880 |
unch |
2,343 |
50,777 |
+1,117 |
Sep11 |
110613 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
2,505 |
44,003 |
+1,005 |
Oct11 |
110613 |
99.850 |
99.860 |
99.845 |
99.850 |
unch |
1,424 |
52,183 |
+89 |
Nov11 |
110613 |
99.835 |
99.845 |
99.835 |
99.840 |
+0.005 |
1,422 |
54,758 |
-249 |
Total Volume and Open Interest |
29,066 |
717,109 |
-303 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun11 |
110613 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
0 |
750 |
+0 |
Sep11 |
110613 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110613 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
75 |
+0 |
Mar12 |
110613 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Jun12 |
110613 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
110613 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec12 |
110613 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Mar13 |
110613 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Jun13 |
110613 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Sep13 |
110613 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
825 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110613 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
750 |
1,605 |
+128 |
Dec11 |
110613 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,957 |
+0 |
Mar12 |
110613 |
99.67 |
99.67 |
99.66 |
99.66 |
unch |
0 |
4,177 |
+0 |
Jun12 |
110613 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
200 |
1,454 |
+200 |
Sep12 |
110613 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
411 |
+0 |
Dec12 |
110613 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
24 |
+0 |
Mar13 |
110613 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1 |
+0 |
Jun13 |
110613 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
Total Volume and Open Interest |
1,700 |
15,014 |
-84 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110610 |
140.71 |
140.97 |
140.58 |
140.92 |
+0.16 |
3,267 |
21,173 |
+8,370 |
Dec11 |
110613 |
139.03 |
139.03 |
139.03 |
139.03 |
+0.03 |
0 |
1 |
+0 |
Mar12 |
110613 |
136.94 |
136.94 |
136.94 |
136.94 |
+0.03 |
|
|
|
Total Volume and Open Interest |
1,690 |
21,381 |
+207 |
Euro-Bund(EUREX) |
Sep11 |
110613 |
125.88 |
126.11 |
125.76 |
125.94 |
+0.06 |
1,036,608 |
941,526 |
+604 |
Dec11 |
110613 |
124.77 |
124.77 |
124.58 |
124.73 |
+0.14 |
8 |
222 |
+0 |
Mar12 |
110613 |
124.65 |
124.65 |
124.65 |
124.65 |
+0.06 |
|
|
|
Total Volume and Open Interest |
1,036,616 |
941,748 |
+604 |
Euro-Bobl(EUREX) |
Sep11 |
110610 |
116.54 |
117.12 |
116.54 |
117.03 |
+0.78 |
903,688 |
782,581 |
+123,253 |
Dec11 |
110613 |
116.10 |
116.10 |
116.10 |
116.10 |
+0.02 |
0 |
501 |
+0 |
Mar12 |
110613 |
116.10 |
116.10 |
116.10 |
116.10 |
+0.02 |
|
|
|
Total Volume and Open Interest |
696,503 |
837,835 |
+4,535 |
3-Mth Euribor(EUREX) |
Jun11 |
110613 |
98.530 |
98.530 |
98.530 |
98.530 |
+0.005 |
299 |
4,770 |
+0 |
Sep11 |
110613 |
98.325 |
98.325 |
98.310 |
98.310 |
-0.005 |
110 |
2,772 |
+2 |
Dec11 |
110613 |
98.190 |
98.190 |
98.190 |
98.190 |
unch |
40 |
1,338 |
+21 |
Total Volume and Open Interest |
499 |
12,610 |
+32 |
Long Gilt(LIFFE) |
Jun11 |
110613 |
122~17 |
122~17 |
122~06 |
122~08 |
-0~08 |
293 |
6,293 |
-226 |
Sep11 |
110613 |
121~09 |
121~12 |
120~28 |
121~00 |
-0~08 |
105,566 |
347,222 |
-1,081 |
Total Volume and Open Interest |
105,859 |
353,515 |
-1,307 |
3-Mth Short Sterling(LIFFE) |
Jun11 |
110613 |
99.18 |
99.18 |
99.17 |
99.18 |
unch |
13,518 |
405,260 |
-53 |
Sep11 |
110613 |
99.14 |
99.15 |
99.12 |
99.13 |
-0.01 |
31,555 |
412,998 |
-2,966 |
Dec11 |
110613 |
99.04 |
99.07 |
99.03 |
99.04 |
-0.02 |
40,836 |
442,442 |
+5,146 |
Mar12 |
110613 |
98.94 |
98.97 |
98.93 |
98.94 |
-0.02 |
44,985 |
416,791 |
-331 |
Jun12 |
110613 |
98.82 |
98.84 |
98.79 |
98.81 |
-0.02 |
50,992 |
336,738 |
+1,251 |
Sep12 |
110613 |
98.68 |
98.68 |
98.63 |
98.65 |
-0.01 |
50,804 |
225,174 |
-1,979 |
Total Volume and Open Interest |
383,737 |
2,893,040 |
+12,967 |
3-Mth Euribor(LIFFE) |
Jun11 |
110613 |
98.525 |
98.530 |
98.520 |
98.530 |
+0.005 |
249,091 |
624,606 |
-19,825 |
Sep11 |
110613 |
98.325 |
98.335 |
98.310 |
98.310 |
-0.010 |
256,790 |
680,235 |
+5,057 |
Dec11 |
110613 |
98.210 |
98.220 |
98.180 |
98.190 |
unch |
258,962 |
581,213 |
-6,452 |
Total Volume and Open Interest |
1,657,589 |
3,849,820 |
-7,448 |
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 |
110613 |
1528.1 |
1533.0 |
1511.3 |
1515.0 |
-13.6 |
288 |
2,260 |
-25 |
Aug11 |
110613 |
1530.7 |
1533.9 |
1511.4 |
1515.6 |
-13.6 |
108,430 |
340,898 |
+5,338 |
Oct11 |
110613 |
1530.2 |
1534.6 |
1513.5 |
1516.8 |
-13.6 |
452 |
10,441 |
-63 |
Dec11 |
110613 |
1531.5 |
1535.9 |
1514.0 |
1518.0 |
-13.5 |
1,788 |
68,992 |
-576 |
Feb12 |
110613 |
1536.9 |
1536.9 |
1517.0 |
1519.2 |
-13.6 |
63 |
8,795 |
+5 |
Apr12 |
110613 |
1538.1 |
1538.1 |
1518.0 |
1520.6 |
-13.5 |
164 |
5,546 |
+81 |
Jun12 |
110613 |
1532.3 |
1532.3 |
1521.9 |
1521.9 |
-13.6 |
21 |
12,891 |
-10 |
Aug12 |
110613 |
1523.5 |
1523.5 |
1523.5 |
1523.5 |
-13.7 |
4 |
4,503 |
+0 |
Oct12 |
110613 |
1525.4 |
1525.4 |
1525.4 |
1525.4 |
-13.6 |
23 |
4,054 |
+0 |
Dec12 |
110613 |
1544.3 |
1544.3 |
1525.0 |
1527.6 |
-13.6 |
109 |
11,953 |
+16 |
Feb13 |
110613 |
1530.2 |
1530.2 |
1530.2 |
1530.2 |
-13.8 |
0 |
259 |
+0 |
Apr13 |
110613 |
1533.2 |
1533.2 |
1533.2 |
1533.2 |
-13.7 |
0 |
25 |
+0 |
Total Volume and Open Interest |
112,896 |
506,978 |
+5,402 |
Silver(CMX) |
Jul11 |
110613 |
3619.0 |
3635.0 |
3455.0 |
3473.7 |
-159.0 |
45,819 |
47,701 |
-1,348 |
Sep11 |
110613 |
3610.5 |
3627.0 |
3457.0 |
3474.5 |
-160.4 |
5,982 |
24,690 |
+3,184 |
Dec11 |
110613 |
3600.0 |
3628.5 |
3457.0 |
3476.1 |
-160.7 |
601 |
23,749 |
-158 |
Mar12 |
110613 |
3472.9 |
3512.5 |
3472.9 |
3472.9 |
-160.2 |
15 |
3,814 |
+8 |
May12 |
110613 |
3466.5 |
3469.3 |
3466.5 |
3469.3 |
-160.4 |
14 |
1,260 |
+9 |
Jul12 |
110613 |
3550.0 |
3550.0 |
3466.8 |
3466.8 |
-160.3 |
12 |
1,808 |
+0 |
Sep12 |
110613 |
3464.6 |
3464.6 |
3464.6 |
3464.6 |
-160.3 |
0 |
109 |
+0 |
Total Volume and Open Interest |
52,641 |
121,512 |
+1,646 |
Platinum(NYMEX) |
Jul11 |
110613 |
1830.1 |
1834.3 |
1795.0 |
1806.8 |
-26.2 |
8,292 |
28,497 |
-1,820 |
Oct11 |
110613 |
1837.4 |
1837.6 |
1799.1 |
1810.2 |
-26.3 |
3,318 |
8,450 |
+2,448 |
Jan12 |
110613 |
1825.6 |
1825.6 |
1805.0 |
1815.4 |
-24.3 |
17 |
178 |
+10 |
Apr12 |
110613 |
1817.3 |
1817.3 |
1817.3 |
1817.3 |
-24.9 |
0 |
25 |
+0 |
Total Volume and Open Interest |
11,630 |
37,158 |
+641 |
Palladium(NYMEX) |
Jun11 |
110613 |
812.20 |
812.20 |
794.70 |
798.45 |
-17.25 |
11 |
350 |
-7 |
Sep11 |
110613 |
815.45 |
817.05 |
793.25 |
800.35 |
-16.95 |
2,329 |
20,896 |
+565 |
Dec11 |
110613 |
797.25 |
801.40 |
797.25 |
801.40 |
-17.00 |
4 |
650 |
+4 |
Total Volume and Open Interest |
2,350 |
21,909 |
+559 |
Copper(CMX) |
Jul11 |
110613 |
404.60 |
405.90 |
401.25 |
403.45 |
-2.15 |
37,585 |
41,793 |
-3,474 |
Sep11 |
110613 |
405.90 |
407.80 |
403.30 |
405.35 |
-2.20 |
11,354 |
47,269 |
+2,544 |
Dec11 |
110613 |
408.75 |
408.75 |
405.65 |
407.45 |
-2.20 |
3,091 |
18,954 |
+834 |
Mar12 |
110613 |
408.60 |
408.75 |
408.60 |
408.75 |
-2.15 |
1,068 |
7,324 |
+531 |
May12 |
110613 |
409.85 |
409.85 |
408.90 |
409.00 |
-2.15 |
1 |
1,596 |
+0 |
Total Volume and Open Interest |
53,826 |
121,950 |
+446 |
DJIA Index(CBOT) |
Jun11 |
110613 |
11970 |
11998 |
11920 |
11953 |
+12 |
2,137 |
21,138 |
+686 |
Sep11 |
110613 |
11883 |
11940 |
11856 |
11885 |
+12 |
2,207 |
2,084 |
+1,957 |
Dec11 |
110613 |
11819 |
11819 |
11807 |
11819 |
+12 |
11 |
30 |
+1 |
Mar12 |
110613 |
11754 |
11754 |
11742 |
11754 |
+12 |
|
|
|
Total Volume and Open Interest |
4,355 |
23,252 |
+2,644 |
S & P 500(CME) |
Jun11 |
110613 |
1273.50 |
1276.50 |
1265.50 |
1271.60 |
+2.40 |
70,773 |
275,611 |
-28,174 |
Sep11 |
110613 |
1265.20 |
1271.50 |
1259.50 |
1266.20 |
+2.40 |
62,485 |
79,242 |
+43,229 |
Dec11 |
110613 |
1265.00 |
1265.90 |
1256.00 |
1260.60 |
+2.40 |
2 |
7,696 |
+0 |
Mar12 |
110613 |
1255.10 |
1260.40 |
1250.50 |
1255.10 |
+2.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
133,260 |
362,555 |
+15,055 |
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 |
110613 |
1265.00 |
1271.75 |
1259.50 |
1266.25 |
+2.50 |
978,448 |
808,832 |
+417,418 |
Total Volume and Open Interest |
2,703,828 |
3,109,793 |
+41,863 |
NASDAQ 100(CME) |
Jun11 |
110613 |
2225.50 |
2233.00 |
2213.00 |
2223.30 |
+2.00 |
2,432 |
17,986 |
+244 |
Sep11 |
110613 |
2218.00 |
2230.00 |
2211.00 |
2219.80 |
+2.00 |
859 |
1,037 |
+637 |
Dec11 |
110613 |
2216.30 |
2217.30 |
2216.30 |
2216.30 |
+2.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,291 |
19,024 |
+881 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110613 |
2217.00 |
2234.00 |
2214.50 |
2223.30 |
+2.00 |
186,589 |
288,218 |
-27,574 |
Sep11 |
110613 |
2218.30 |
2230.30 |
2211.00 |
2219.80 |
+2.00 |
98,538 |
57,540 |
+33,236 |
Total Volume and Open Interest |
285,128 |
345,775 |
+5,663 |
S & P Midcap 400(CME) |
Jun11 |
110613 |
930.20 |
936.50 |
920.00 |
930.20 |
-1.70 |
1 |
1,864 |
+0 |
Sep11 |
110613 |
927.90 |
934.50 |
922.00 |
927.90 |
-1.60 |
1 |
42 |
+8 |
Dec11 |
110613 |
926.50 |
927.10 |
926.50 |
926.50 |
-1.60 |
|
|
|
Total Volume and Open Interest |
2 |
1,906 |
+8 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110610 |
9540 |
9640 |
9420 |
9450 |
-90 |
9,394 |
27,325 |
+2,855 |
Dec11 |
110613 |
9425 |
9440 |
9425 |
9425 |
-15 |
|
|
|
Total Volume and Open Interest |
23,121 |
57,122 |
-2,698 |
Nikkei 225(SGX) |
Sep11 |
110613 |
9490 |
9500 |
9380 |
9450 |
-50 |
91,832 |
146,054 |
+21,091 |
Dec11 |
110613 |
9355 |
9395 |
9355 |
9395 |
-40 |
30 |
6,676 |
+17 |
Mar12 |
110613 |
9390 |
9390 |
9390 |
9390 |
-45 |
0 |
10 |
+0 |
Total Volume and Open Interest |
195,854 |
362,226 |
+3,759 |
CAC 40(EURONEXT) |
Jun11 |
110613 |
3801.5 |
3829.5 |
3781.0 |
3806.5 |
+3.5 |
148,597 |
363,980 |
+2,999 |
Jul11 |
110613 |
3799.0 |
3826.5 |
3780.0 |
3804.0 |
+3.5 |
17,420 |
56,836 |
+17,200 |
Aug11 |
110613 |
3807.5 |
3807.5 |
3807.5 |
3807.5 |
+4.0 |
|
|
|
Total Volume and Open Interest |
167,023 |
422,375 |
+20,149 |
Hang Seng Index(HKFE) |
Jun11 |
110613 |
22108 |
22463 |
22085 |
22420 |
+145 |
84,154 |
97,009 |
+2,193 |
Jul11 |
110613 |
22126 |
22468 |
22097 |
22405 |
+120 |
1,603 |
2,707 |
+1,190 |
Total Volume and Open Interest |
86,213 |
104,658 |
+3,375 |
DAX(EUREX) |
Jun11 |
110613 |
7066.0 |
7125.5 |
7042.0 |
7092.5 |
+18.5 |
154,602 |
159,269 |
-7,590 |
Sep11 |
110613 |
7088.0 |
7150.0 |
7069.0 |
7117.0 |
+18.0 |
8,459 |
27,320 |
+1,761 |
Dec11 |
110613 |
7131.5 |
7178.0 |
7097.5 |
7145.5 |
+18.5 |
968 |
3,457 |
+446 |
Total Volume and Open Interest |
164,029 |
190,046 |
-5,383 |
FT-SE 100(EURONEXT) |
Jun11 |
110613 |
5771.00 |
5795.50 |
5741.00 |
5778.50 |
+5.50 |
131,652 |
597,258 |
-29,852 |
Sep11 |
110613 |
5734.00 |
5759.00 |
5705.50 |
5743.00 |
+5.50 |
38,373 |
116,218 |
+31,335 |
Dec11 |
110613 |
5714.00 |
5719.50 |
5714.00 |
5719.50 |
+5.50 |
0 |
305 |
+0 |
Total Volume and Open Interest |
170,025 |
713,931 |
+1,483 |
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 |
110613 |
47.14 |
48.74 |
34.84 |
40.64 |
-7.00 |
2,181 |
4,670 |
-1,903 |
Jul11 |
110613 |
45.64 |
47.14 |
33.04 |
38.79 |
-7.60 |
2,180 |
6,361 |
+2,102 |
Aug11 |
110613 |
40.64 |
48.14 |
35.64 |
40.64 |
-7.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
4,361 |
11,033 |
+199 |
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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