|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu June 16, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110616 |
1370.25 |
1373.00 |
1348.00 |
1350.50 |
-17.50 |
101,593 |
147,761 |
-7,437 |
Aug11 |
110616 |
1366.50 |
1369.50 |
1346.00 |
1350.00 |
-14.75 |
14,572 |
41,762 |
+582 |
Sep11 |
110616 |
1367.00 |
1367.25 |
1343.25 |
1348.00 |
-14.75 |
6,014 |
21,767 |
+355 |
Nov11 |
110616 |
1367.00 |
1371.75 |
1345.75 |
1350.25 |
-16.50 |
63,794 |
274,561 |
+10,978 |
Jan12 |
110616 |
1376.00 |
1380.50 |
1356.75 |
1359.75 |
-16.25 |
5,551 |
38,149 |
+170 |
Mar12 |
110616 |
1377.50 |
1377.50 |
1361.00 |
1363.50 |
-15.75 |
822 |
21,713 |
-49 |
May12 |
110616 |
1379.25 |
1379.25 |
1356.00 |
1360.00 |
-14.75 |
1,439 |
24,783 |
+121 |
Total Volume and Open Interest |
195,554 |
599,556 |
+5,262 |
Soybean Meal(CBOT) |
Jul11 |
110616 |
359.50 |
361.10 |
353.50 |
353.70 |
-6.30 |
53,206 |
65,240 |
-8,022 |
Aug11 |
110616 |
359.00 |
359.50 |
352.90 |
352.90 |
-6.20 |
15,195 |
45,961 |
+1,948 |
Sep11 |
110616 |
357.60 |
358.70 |
352.20 |
352.20 |
-6.30 |
6,706 |
21,583 |
+76 |
Oct11 |
110616 |
356.00 |
356.30 |
349.80 |
349.80 |
-6.70 |
2,007 |
16,707 |
-38 |
Dec11 |
110616 |
357.80 |
358.00 |
350.90 |
350.90 |
-7.10 |
15,222 |
65,223 |
+49 |
Jan12 |
110616 |
354.80 |
358.90 |
352.60 |
352.60 |
-7.10 |
527 |
5,707 |
+87 |
Mar12 |
110616 |
359.10 |
360.80 |
354.10 |
354.10 |
-7.10 |
288 |
3,459 |
+55 |
May12 |
110616 |
355.60 |
358.30 |
352.60 |
352.60 |
-6.90 |
401 |
5,200 |
+30 |
Total Volume and Open Interest |
93,851 |
234,276 |
-5,740 |
Soybean Oil(CBOT) |
Jul11 |
110616 |
56.99 |
57.12 |
56.09 |
56.32 |
-0.73 |
58,043 |
94,258 |
-3,975 |
Aug11 |
110616 |
57.17 |
57.33 |
56.34 |
56.56 |
-0.70 |
10,434 |
35,901 |
+1,436 |
Sep11 |
110616 |
57.49 |
57.53 |
56.66 |
56.84 |
-0.67 |
7,162 |
31,488 |
+1,110 |
Oct11 |
110616 |
57.84 |
57.84 |
56.88 |
57.12 |
-0.64 |
2,291 |
15,330 |
-237 |
Dec11 |
110616 |
58.28 |
58.39 |
57.30 |
57.65 |
-0.65 |
27,128 |
121,333 |
+1,196 |
Jan12 |
110616 |
57.80 |
57.96 |
57.62 |
57.89 |
-0.64 |
2,294 |
12,182 |
+822 |
Mar12 |
110616 |
58.06 |
58.24 |
57.90 |
58.19 |
-0.64 |
1,572 |
7,629 |
+464 |
May12 |
110616 |
58.19 |
58.93 |
58.06 |
58.31 |
-0.62 |
290 |
5,554 |
+43 |
Total Volume and Open Interest |
109,385 |
327,204 |
+879 |
Canola(WCE) |
Jul11 |
110616 |
585.9 |
588.9 |
581.1 |
584.1 |
-1.4 |
6,123 |
41,312 |
-2,941 |
Nov11 |
110616 |
587.6 |
591.5 |
582.7 |
585.5 |
-3.2 |
6,611 |
108,526 |
+265 |
Jan12 |
110616 |
596.0 |
596.0 |
590.9 |
591.5 |
-4.1 |
895 |
12,230 |
+477 |
Mar12 |
110616 |
601.0 |
602.7 |
596.7 |
596.7 |
-5.3 |
410 |
4,083 |
+361 |
May12 |
110616 |
603.9 |
606.0 |
599.3 |
599.3 |
-5.1 |
99 |
1,550 |
+94 |
Total Volume and Open Interest |
14,189 |
170,774 |
-1,718 |
Corn(CBOT) |
Jul11 |
110616 |
725.75 |
728.50 |
698.75 |
701.50 |
-24.25 |
188,439 |
420,589 |
-18,854 |
Sep11 |
110616 |
704.75 |
708.25 |
681.25 |
684.50 |
-20.25 |
87,753 |
314,755 |
+6,346 |
Dec11 |
110616 |
666.25 |
672.25 |
650.00 |
653.00 |
-13.00 |
101,583 |
494,440 |
-311 |
Mar12 |
110616 |
677.25 |
683.25 |
661.75 |
665.50 |
-12.00 |
14,239 |
89,363 |
+1,313 |
May12 |
110616 |
685.00 |
690.00 |
669.50 |
673.00 |
-11.75 |
3,906 |
20,512 |
+653 |
Jul12 |
110616 |
690.75 |
697.50 |
676.50 |
679.50 |
-11.50 |
4,524 |
54,170 |
+396 |
Total Volume and Open Interest |
404,111 |
1,482,562 |
-9,598 |
Wheat(CBOT) |
Jul11 |
110616 |
709.00 |
717.75 |
670.00 |
673.25 |
-35.25 |
55,466 |
98,152 |
-5,854 |
Sep11 |
110616 |
739.50 |
749.00 |
703.25 |
708.25 |
-31.00 |
33,345 |
140,844 |
+5,397 |
Dec11 |
110616 |
780.00 |
788.25 |
744.00 |
753.75 |
-26.00 |
18,739 |
108,554 |
+1,073 |
Mar12 |
110616 |
819.00 |
825.25 |
790.75 |
795.50 |
-23.50 |
3,124 |
29,005 |
+492 |
May12 |
110616 |
834.50 |
835.00 |
803.00 |
807.25 |
-23.25 |
701 |
9,219 |
+189 |
Total Volume and Open Interest |
114,458 |
448,306 |
+2,037 |
Wheat(KCBT) |
Jul11 |
110616 |
820.25 |
825.88 |
797.00 |
798.00 |
-21.25 |
18,104 |
40,637 |
-2,579 |
Sep11 |
110616 |
839.25 |
845.00 |
816.00 |
817.00 |
-21.00 |
12,142 |
61,491 |
+1,287 |
Dec11 |
110616 |
863.75 |
870.00 |
841.00 |
841.75 |
-21.75 |
5,653 |
48,536 |
+2,002 |
Mar12 |
110616 |
884.50 |
884.50 |
856.25 |
857.25 |
-21.50 |
823 |
9,230 |
+130 |
May12 |
110616 |
885.75 |
885.75 |
861.50 |
861.50 |
-22.25 |
81 |
1,529 |
-10 |
Total Volume and Open Interest |
37,169 |
175,749 |
+744 |
Wheat(MGE) |
Jul11 |
110616 |
942.00 |
943.00 |
896.75 |
900.25 |
-36.75 |
578 |
7,115 |
-270 |
Sep11 |
110616 |
897.00 |
902.00 |
875.00 |
877.75 |
-18.25 |
1,955 |
22,765 |
-53 |
Dec11 |
110616 |
897.00 |
903.00 |
878.75 |
880.50 |
-14.75 |
1,583 |
18,446 |
+151 |
Mar12 |
110616 |
913.00 |
913.00 |
891.75 |
892.75 |
-13.50 |
517 |
3,850 |
+97 |
May12 |
110616 |
911.75 |
914.75 |
896.25 |
896.25 |
-13.25 |
332 |
1,395 |
+185 |
Total Volume and Open Interest |
5,238 |
60,299 |
+155 |
Oats(CBOT) |
Jul11 |
110616 |
368.50 |
372.25 |
353.75 |
356.00 |
-11.50 |
1,663 |
5,042 |
-377 |
Sep11 |
110616 |
374.00 |
379.75 |
362.50 |
363.00 |
-11.00 |
328 |
3,182 |
+212 |
Dec11 |
110616 |
384.00 |
389.00 |
371.25 |
372.75 |
-12.25 |
1,046 |
4,447 |
+541 |
Mar12 |
110616 |
383.00 |
397.00 |
383.00 |
384.75 |
-12.25 |
4 |
22 |
-1 |
Total Volume and Open Interest |
3,049 |
12,714 |
+379 |
Rough Rice(CBOT) |
Jul11 |
110616 |
14.21 |
14.27 |
13.98 |
14.01 |
-0.20 |
2,649 |
8,807 |
-1,409 |
Sep11 |
110616 |
15.28 |
15.32 |
15.02 |
15.02 |
-0.26 |
2,408 |
7,208 |
+62 |
Nov11 |
110616 |
15.60 |
15.65 |
15.35 |
15.35 |
-0.25 |
1,908 |
3,223 |
+1,021 |
Jan12 |
110616 |
15.93 |
15.93 |
15.66 |
15.66 |
-0.26 |
0 |
253 |
+0 |
Total Volume and Open Interest |
6,965 |
19,792 |
-326 |
Live Cattle(CME) |
Jun11 |
110616 |
104.400 |
107.200 |
104.285 |
107.200 |
+3.000 |
3,209 |
12,772 |
-1,265 |
Aug11 |
110616 |
105.150 |
107.850 |
104.950 |
107.850 |
+3.000 |
24,713 |
144,187 |
-1,955 |
Oct11 |
110616 |
111.350 |
114.035 |
111.100 |
114.035 |
+3.000 |
9,219 |
80,274 |
-372 |
Dec11 |
110616 |
115.100 |
117.700 |
114.830 |
117.700 |
+3.000 |
9,550 |
60,250 |
-87 |
Feb12 |
110616 |
117.135 |
119.450 |
116.680 |
119.350 |
+2.550 |
4,705 |
17,316 |
+503 |
Apr12 |
110616 |
119.580 |
121.550 |
119.400 |
121.500 |
+2.320 |
1,484 |
8,742 |
+460 |
Total Volume and Open Interest |
53,729 |
326,651 |
-2,119 |
Feeder Cattle(CME) |
Aug11 |
110616 |
127.135 |
129.985 |
127.100 |
129.985 |
+3.005 |
4,343 |
20,787 |
-180 |
Sep11 |
110616 |
128.285 |
131.250 |
128.235 |
131.250 |
+3.000 |
1,083 |
6,004 |
+36 |
Oct11 |
110616 |
128.825 |
132.150 |
128.825 |
132.150 |
+3.000 |
1,106 |
4,759 |
-60 |
Nov11 |
110616 |
130.150 |
132.750 |
130.150 |
132.750 |
+3.000 |
375 |
2,472 |
+19 |
Jan12 |
110616 |
130.550 |
133.350 |
130.550 |
133.000 |
+2.650 |
147 |
1,178 |
+23 |
Mar12 |
110616 |
131.575 |
133.500 |
131.500 |
133.100 |
+2.600 |
25 |
100 |
+8 |
Apr12 |
110616 |
131.000 |
132.500 |
131.000 |
132.500 |
+2.500 |
11 |
23 |
+8 |
Total Volume and Open Interest |
7,090 |
35,335 |
-146 |
Lean Hogs(CME) |
Jul11 |
110616 |
95.680 |
95.800 |
94.785 |
95.500 |
+0.250 |
14,699 |
26,924 |
-4,741 |
Aug11 |
110616 |
94.750 |
95.385 |
94.400 |
95.230 |
+0.695 |
13,818 |
77,031 |
+1,419 |
Oct11 |
110616 |
88.080 |
88.350 |
87.730 |
88.230 |
+0.095 |
6,238 |
46,841 |
-156 |
Dec11 |
110616 |
85.785 |
85.950 |
85.300 |
85.730 |
+0.030 |
4,103 |
39,156 |
-180 |
Feb12 |
110616 |
88.000 |
88.500 |
87.600 |
88.350 |
+0.250 |
1,166 |
11,659 |
+504 |
Apr12 |
110616 |
89.000 |
89.550 |
88.650 |
89.550 |
+0.120 |
696 |
5,571 |
+210 |
May12 |
110616 |
93.135 |
93.285 |
92.850 |
93.200 |
-0.150 |
3 |
331 |
+0 |
Jun12 |
110616 |
96.000 |
96.000 |
95.250 |
95.700 |
-0.585 |
555 |
3,859 |
+184 |
Total Volume and Open Interest |
41,487 |
212,310 |
-8,514 |
Class III Milk(CME) |
Jun11 |
110616 |
19.25 |
19.25 |
19.12 |
19.20 |
+0.03 |
35 |
4,940 |
-21 |
Jul11 |
110616 |
19.84 |
20.14 |
19.70 |
20.09 |
+0.26 |
287 |
5,384 |
+23 |
Aug11 |
110616 |
18.79 |
19.24 |
18.63 |
19.22 |
+0.40 |
287 |
4,981 |
+26 |
Sep11 |
110616 |
18.35 |
18.63 |
18.30 |
18.61 |
+0.21 |
209 |
4,765 |
+20 |
Oct11 |
110616 |
17.75 |
17.90 |
17.75 |
17.90 |
+0.11 |
121 |
3,685 |
+28 |
Total Volume and Open Interest |
1,160 |
34,030 |
+154 |
Cocoa(ICE) |
Jul11 |
110616 |
2949 |
2959 |
2885 |
2914 |
-73 |
4,419 |
4,031 |
-2,543 |
Sep11 |
110616 |
2941 |
2955 |
2883 |
2886 |
-89 |
11,526 |
69,658 |
+1,460 |
Dec11 |
110616 |
2970 |
2980 |
2916 |
2918 |
-89 |
2,624 |
34,943 |
+778 |
Mar12 |
110616 |
3022 |
3022 |
2955 |
2957 |
-86 |
1,325 |
30,019 |
+463 |
May12 |
110616 |
3000 |
3000 |
2956 |
2957 |
-82 |
597 |
8,095 |
+153 |
Jul12 |
110616 |
3015 |
3015 |
2961 |
2961 |
-82 |
8 |
3,444 |
-18 |
Sep12 |
110616 |
2988 |
2988 |
2964 |
2964 |
-83 |
403 |
6,031 |
+306 |
Total Volume and Open Interest |
21,504 |
163,076 |
+1,188 |
Coffee "C"(ICE) |
Jul11 |
110616 |
263.00 |
264.30 |
257.50 |
257.90 |
-4.75 |
7,767 |
15,772 |
-3,586 |
Sep11 |
110616 |
265.70 |
267.65 |
260.55 |
261.15 |
-4.70 |
6,847 |
50,922 |
+1,762 |
Dec11 |
110616 |
270.10 |
271.70 |
264.85 |
265.25 |
-4.95 |
1,062 |
27,396 |
+284 |
Mar12 |
110616 |
272.25 |
272.25 |
267.95 |
268.15 |
-5.05 |
250 |
6,203 |
+68 |
May12 |
110616 |
273.95 |
273.95 |
270.00 |
270.00 |
-5.00 |
57 |
3,259 |
+26 |
Jul12 |
110616 |
272.00 |
272.00 |
270.20 |
270.20 |
-5.10 |
102 |
1,514 |
+29 |
Total Volume and Open Interest |
16,287 |
107,353 |
-1,316 |
Orange Juice(ICE) |
Jul11 |
110616 |
183.15 |
183.15 |
178.10 |
180.80 |
-2.35 |
1,721 |
18,116 |
-842 |
Sep11 |
110616 |
180.00 |
180.00 |
175.20 |
177.70 |
-2.50 |
1,669 |
13,628 |
+828 |
Nov11 |
110616 |
175.85 |
175.85 |
170.35 |
173.50 |
-1.40 |
389 |
3,927 |
+262 |
Jan12 |
110616 |
169.20 |
170.80 |
168.25 |
170.80 |
-0.20 |
76 |
794 |
+57 |
Mar12 |
110616 |
166.50 |
169.65 |
166.50 |
169.65 |
-0.85 |
42 |
177 |
+37 |
May12 |
110616 |
168.80 |
168.80 |
168.80 |
168.80 |
-0.85 |
30 |
156 |
+30 |
Total Volume and Open Interest |
3,927 |
36,862 |
+372 |
Sugar #11(ICE) |
Jul11 |
110616 |
25.01 |
25.96 |
24.59 |
25.92 |
+0.84 |
64,626 |
138,971 |
-5,181 |
Oct11 |
110616 |
24.00 |
25.00 |
23.62 |
24.93 |
+0.78 |
59,388 |
260,758 |
+9,086 |
Mar12 |
110616 |
23.61 |
24.66 |
23.50 |
24.61 |
+0.73 |
13,422 |
108,092 |
+2,280 |
May12 |
110616 |
23.54 |
24.14 |
23.25 |
24.10 |
+0.61 |
3,217 |
31,921 |
+24 |
Jul12 |
110616 |
23.15 |
23.74 |
23.03 |
23.71 |
+0.49 |
2,688 |
51,449 |
+256 |
Total Volume and Open Interest |
146,018 |
646,223 |
+7,410 |
London Cocoa(LCE) |
Jul11 |
110616 |
1831 |
1831 |
1793 |
1800 |
-37 |
9,535 |
66,801 |
-2,994 |
Sep11 |
110616 |
1833 |
1833 |
1805 |
1811 |
-34 |
10,400 |
42,612 |
+654 |
Dec11 |
110616 |
1855 |
1857 |
1832 |
1838 |
-34 |
2,190 |
35,530 |
+241 |
Mar12 |
110616 |
1877 |
1880 |
1859 |
1861 |
-33 |
1,131 |
39,621 |
+7 |
May12 |
110616 |
1890 |
1893 |
1869 |
1875 |
-30 |
803 |
9,756 |
-73 |
Jul12 |
110616 |
1895 |
1900 |
1885 |
1885 |
-26 |
287 |
4,392 |
+16 |
Sep12 |
110616 |
1900 |
1900 |
1890 |
1890 |
-26 |
21 |
3,208 |
+13 |
Total Volume and Open Interest |
24,367 |
209,851 |
-2,136 |
London Sugar(LCE) |
Aug11 |
110616 |
703.60 |
716.40 |
696.00 |
705.40 |
-1.10 |
4,671 |
25,205 |
-144 |
Oct11 |
110616 |
645.00 |
656.80 |
636.00 |
651.90 |
+3.00 |
1,792 |
13,385 |
+184 |
Dec11 |
110616 |
630.80 |
641.10 |
623.70 |
637.50 |
+2.50 |
280 |
5,762 |
+157 |
Mar12 |
110616 |
619.30 |
630.00 |
612.00 |
627.70 |
+5.70 |
261 |
5,079 |
+105 |
May12 |
110616 |
614.60 |
622.00 |
609.70 |
620.10 |
+6.20 |
45 |
2,124 |
+11 |
Total Volume and Open Interest |
7,061 |
54,197 |
+305 |
Cotton(ICE) |
Jul11 |
110616 |
151.00 |
152.75 |
145.96 |
145.96 |
-6.00 |
9,097 |
29,201 |
-1,856 |
Oct11 |
110616 |
133.45 |
133.77 |
127.46 |
127.46 |
-5.99 |
9 |
484 |
+4 |
Dec11 |
110616 |
125.50 |
126.80 |
119.80 |
120.18 |
-5.62 |
9,210 |
95,399 |
+2,843 |
Mar12 |
110616 |
119.80 |
120.10 |
113.60 |
114.54 |
-5.06 |
520 |
14,011 |
+285 |
May12 |
110616 |
113.00 |
113.00 |
107.69 |
108.62 |
-4.07 |
123 |
3,626 |
+37 |
Jul12 |
110616 |
106.00 |
106.08 |
104.05 |
104.90 |
-1.85 |
95 |
6,003 |
+8 |
Total Volume and Open Interest |
19,224 |
151,844 |
+1,351 |
Lumber(CME) |
Jul11 |
110616 |
216.9 |
224.8 |
214.1 |
219.9 |
+2.9 |
419 |
3,254 |
-294 |
Sep11 |
110616 |
230.8 |
239.0 |
227.6 |
234.8 |
+0.3 |
495 |
5,484 |
-6 |
Nov11 |
110616 |
239.0 |
247.9 |
236.9 |
242.1 |
+3.1 |
83 |
1,370 |
+59 |
Jan12 |
110616 |
259.2 |
265.9 |
259.2 |
262.0 |
-0.5 |
1 |
69 |
+0 |
Total Volume and Open Interest |
998 |
10,183 |
-241 |
Crude Oil(NYM) |
Jul11 |
110616 |
95.29 |
95.75 |
94.29 |
94.95 |
+0.14 |
347,721 |
167,241 |
-22,617 |
Aug11 |
110616 |
95.74 |
96.20 |
94.75 |
95.36 |
+0.10 |
141,206 |
242,567 |
+12,078 |
Sep11 |
110616 |
96.20 |
96.69 |
95.15 |
95.77 |
+0.06 |
54,273 |
153,482 |
-248 |
Oct11 |
110616 |
96.61 |
96.91 |
95.62 |
96.15 |
+0.04 |
27,809 |
61,529 |
+1,427 |
Nov11 |
110616 |
97.00 |
97.36 |
96.05 |
96.55 |
+0.05 |
13,951 |
56,579 |
-196 |
Dec11 |
110616 |
97.43 |
97.65 |
96.28 |
96.89 |
+0.09 |
50,454 |
190,308 |
+1,943 |
Jan12 |
110616 |
97.56 |
97.86 |
96.58 |
97.19 |
+0.12 |
9,610 |
50,304 |
+743 |
Feb12 |
110616 |
97.90 |
97.95 |
96.86 |
97.46 |
+0.14 |
9,561 |
23,951 |
-1,468 |
Mar12 |
110616 |
98.22 |
98.22 |
97.17 |
97.71 |
+0.15 |
9,883 |
32,176 |
+2,884 |
Apr12 |
110616 |
97.79 |
98.02 |
97.79 |
97.94 |
+0.16 |
3,744 |
18,826 |
+702 |
May12 |
110616 |
98.16 |
98.16 |
98.16 |
98.16 |
+0.17 |
3,854 |
18,038 |
+703 |
Jun12 |
110616 |
97.80 |
98.66 |
97.75 |
98.36 |
+0.17 |
13,618 |
74,649 |
+165 |
Jul12 |
110616 |
98.63 |
99.06 |
98.29 |
98.50 |
+0.17 |
1,676 |
31,512 |
-628 |
Aug12 |
110616 |
98.54 |
98.54 |
98.54 |
98.54 |
+0.16 |
1,219 |
12,034 |
+139 |
Sep12 |
110616 |
98.55 |
98.55 |
98.55 |
98.55 |
+0.14 |
1,412 |
14,985 |
+302 |
Oct12 |
110616 |
98.59 |
98.59 |
98.59 |
98.59 |
+0.12 |
3,344 |
10,193 |
+857 |
Total Volume and Open Interest |
741,412 |
1,584,927 |
-2,993 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110616 |
95.325 |
95.750 |
94.300 |
94.950 |
+0.150 |
8,135 |
2,735 |
-262 |
Aug11 |
110616 |
95.800 |
96.200 |
94.750 |
95.350 |
+0.100 |
1,092 |
1,438 |
+135 |
Sep11 |
110616 |
96.200 |
96.650 |
95.200 |
95.775 |
+0.075 |
104 |
602 |
+29 |
Oct11 |
110616 |
96.675 |
96.675 |
95.950 |
96.150 |
+0.050 |
19 |
351 |
+15 |
Nov11 |
110616 |
96.875 |
96.875 |
96.550 |
96.550 |
+0.050 |
0 |
21 |
+0 |
Dec11 |
110616 |
97.000 |
97.000 |
96.850 |
96.900 |
+0.100 |
15 |
298 |
+1 |
Jan12 |
110616 |
97.100 |
97.200 |
97.100 |
97.200 |
+0.125 |
0 |
6 |
+0 |
Feb12 |
110616 |
97.450 |
97.450 |
97.450 |
97.450 |
+0.125 |
0 |
3 |
+0 |
Mar12 |
110616 |
97.700 |
97.700 |
97.700 |
97.700 |
+0.150 |
0 |
8 |
+0 |
Total Volume and Open Interest |
9,369 |
5,623 |
-82 |
Heating Oil(NYM) |
Jul11 |
110616 |
301.40 |
303.59 |
296.97 |
300.38 |
+1.90 |
48,518 |
80,120 |
-393 |
Aug11 |
110616 |
302.00 |
304.70 |
298.79 |
301.79 |
+1.95 |
24,712 |
63,939 |
+725 |
Sep11 |
110616 |
303.73 |
306.25 |
300.93 |
303.56 |
+1.94 |
10,257 |
44,843 |
+1,875 |
Oct11 |
110616 |
305.97 |
306.30 |
302.60 |
305.33 |
+1.91 |
6,423 |
19,660 |
+1,310 |
Nov11 |
110616 |
307.53 |
308.23 |
304.44 |
307.08 |
+1.85 |
3,026 |
18,662 |
+181 |
Dec11 |
110616 |
309.29 |
311.45 |
305.77 |
308.60 |
+1.81 |
4,657 |
35,644 |
+368 |
Jan12 |
110616 |
310.70 |
311.15 |
309.23 |
310.13 |
+1.81 |
665 |
18,714 |
-126 |
Feb12 |
110616 |
310.75 |
311.77 |
307.95 |
310.43 |
+1.84 |
344 |
7,148 |
-54 |
Mar12 |
110616 |
310.00 |
310.64 |
308.27 |
309.46 |
+1.86 |
70 |
5,526 |
-40 |
Apr12 |
110616 |
306.72 |
307.28 |
306.72 |
307.28 |
+1.84 |
7 |
2,035 |
+0 |
May12 |
110616 |
304.96 |
305.94 |
304.96 |
305.17 |
+1.84 |
4 |
2,118 |
+0 |
Jun12 |
110616 |
301.74 |
303.92 |
301.74 |
303.92 |
+1.84 |
840 |
19,649 |
+24 |
Total Volume and Open Interest |
100,307 |
330,872 |
+4,228 |
Gasoline(NYMEX) |
Jul11 |
110616 |
295.24 |
298.75 |
292.90 |
294.94 |
+2.59 |
61,459 |
55,734 |
-4,238 |
Aug11 |
110616 |
289.90 |
293.03 |
287.29 |
289.74 |
+2.03 |
49,010 |
58,798 |
+3,864 |
Sep11 |
110616 |
288.04 |
290.62 |
286.26 |
287.98 |
+2.11 |
22,943 |
43,139 |
+647 |
Oct11 |
110616 |
276.42 |
278.83 |
273.74 |
276.58 |
+2.37 |
8,578 |
25,548 |
+290 |
Nov11 |
110616 |
274.50 |
276.19 |
272.03 |
274.48 |
+2.39 |
3,922 |
15,384 |
+366 |
Dec11 |
110616 |
273.36 |
275.32 |
270.59 |
273.26 |
+2.33 |
5,342 |
28,380 |
-102 |
Jan12 |
110616 |
275.01 |
275.01 |
271.32 |
273.77 |
+2.28 |
1,458 |
6,866 |
-606 |
Feb12 |
110616 |
275.13 |
275.63 |
275.13 |
275.28 |
+2.27 |
257 |
4,235 |
+79 |
Mar12 |
110616 |
276.99 |
276.99 |
275.89 |
276.95 |
+2.28 |
187 |
4,678 |
+16 |
Apr12 |
110616 |
288.75 |
288.90 |
288.65 |
288.65 |
+2.23 |
38 |
4,183 |
-6 |
Total Volume and Open Interest |
153,603 |
262,930 |
+307 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110616 |
295.20 |
295.20 |
294.90 |
294.90 |
+2.50 |
0 |
4 |
+1 |
Aug11 |
110616 |
289.70 |
289.74 |
289.70 |
289.70 |
+2.00 |
0 |
2 |
+0 |
Sep11 |
110616 |
288.00 |
288.00 |
287.98 |
288.00 |
+2.10 |
|
|
|
Oct11 |
110616 |
276.60 |
276.60 |
276.58 |
276.60 |
+2.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Jul11 |
110616 |
4.585 |
4.595 |
4.408 |
4.412 |
-0.165 |
100,381 |
125,692 |
-7,945 |
Aug11 |
110616 |
4.621 |
4.628 |
4.447 |
4.450 |
-0.161 |
44,371 |
104,893 |
+3,046 |
Sep11 |
110616 |
4.644 |
4.652 |
4.473 |
4.476 |
-0.159 |
26,810 |
196,347 |
+3,553 |
Oct11 |
110616 |
4.677 |
4.687 |
4.510 |
4.513 |
-0.157 |
19,636 |
115,941 |
+362 |
Nov11 |
110616 |
4.792 |
4.800 |
4.646 |
4.649 |
-0.147 |
12,914 |
79,511 |
-517 |
Dec11 |
110616 |
4.984 |
4.985 |
4.836 |
4.839 |
-0.136 |
6,004 |
46,250 |
-1,444 |
Jan12 |
110616 |
5.065 |
5.076 |
4.940 |
4.942 |
-0.129 |
10,704 |
90,631 |
-603 |
Feb12 |
110616 |
5.046 |
5.054 |
4.930 |
4.932 |
-0.127 |
1,996 |
20,589 |
-104 |
Mar12 |
110616 |
5.006 |
5.006 |
4.873 |
4.875 |
-0.126 |
4,107 |
40,835 |
+97 |
Apr12 |
110616 |
4.835 |
4.853 |
4.730 |
4.732 |
-0.112 |
7,135 |
45,274 |
+570 |
May12 |
110616 |
4.838 |
4.838 |
4.747 |
4.747 |
-0.109 |
1,184 |
9,932 |
+123 |
Jun12 |
110616 |
4.873 |
4.880 |
4.777 |
4.777 |
-0.105 |
1,332 |
11,627 |
+311 |
Jul12 |
110616 |
4.936 |
4.936 |
4.821 |
4.821 |
-0.103 |
1,958 |
8,099 |
+914 |
Aug12 |
110616 |
4.950 |
4.950 |
4.851 |
4.851 |
-0.101 |
977 |
7,292 |
+278 |
Sep12 |
110616 |
4.960 |
4.970 |
4.863 |
4.863 |
-0.099 |
943 |
7,339 |
+189 |
Oct12 |
110616 |
5.024 |
5.024 |
4.908 |
4.908 |
-0.101 |
2,795 |
22,906 |
+1,241 |
Total Volume and Open Interest |
256,404 |
1,013,660 |
+4,660 |
Brent Crude Oil(ICE) |
Aug11 |
110616 |
113.72 |
114.94 |
112.55 |
114.02 |
+1.01 |
251,858 |
229,752 |
+9,809 |
Sep11 |
110616 |
113.62 |
114.54 |
112.15 |
113.63 |
+1.02 |
91,055 |
130,072 |
+2,583 |
Oct11 |
110616 |
113.25 |
114.26 |
111.88 |
113.34 |
+1.01 |
45,017 |
67,741 |
+4,556 |
Nov11 |
110616 |
113.09 |
113.80 |
111.72 |
113.15 |
+1.01 |
21,553 |
37,129 |
-101 |
Dec11 |
110616 |
113.22 |
113.87 |
111.53 |
112.96 |
+1.01 |
59,074 |
89,840 |
+3,300 |
Jan12 |
110616 |
112.75 |
113.36 |
111.53 |
112.77 |
+1.01 |
6,028 |
21,903 |
+372 |
Feb12 |
110616 |
112.38 |
113.13 |
111.33 |
112.55 |
+1.01 |
2,987 |
18,284 |
-151 |
Mar12 |
110616 |
112.19 |
112.93 |
111.14 |
112.32 |
+0.99 |
3,422 |
32,984 |
+1,300 |
Apr12 |
110616 |
111.98 |
112.35 |
111.64 |
112.07 |
+0.99 |
1,051 |
8,886 |
+239 |
May12 |
110616 |
111.81 |
111.81 |
111.81 |
111.81 |
+0.99 |
564 |
5,514 |
+87 |
Jun12 |
110616 |
112.12 |
112.47 |
110.45 |
111.55 |
+0.97 |
3,620 |
40,911 |
-352 |
Jul12 |
110616 |
111.31 |
111.31 |
111.31 |
111.31 |
+0.95 |
352 |
6,346 |
+4 |
Aug12 |
110616 |
111.07 |
111.07 |
111.07 |
111.07 |
+0.94 |
376 |
4,205 |
-83 |
Sep12 |
110616 |
110.81 |
110.81 |
110.81 |
110.81 |
+0.93 |
318 |
4,727 |
+100 |
Total Volume and Open Interest |
670,015 |
860,564 |
-16,846 |
Gas Oil(ICE) |
Jul11 |
110616 |
951.00 |
959.00 |
938.50 |
948.75 |
-29.75 |
76,765 |
141,254 |
-8,773 |
Aug11 |
110616 |
954.00 |
962.75 |
942.25 |
952.75 |
-29.75 |
55,194 |
97,152 |
+5,693 |
Sep11 |
110616 |
961.75 |
966.00 |
947.00 |
956.25 |
-29.75 |
21,542 |
56,537 |
+162 |
Oct11 |
110616 |
964.00 |
967.00 |
951.75 |
959.00 |
-29.50 |
9,987 |
31,669 |
+1,103 |
Nov11 |
110616 |
965.50 |
968.25 |
955.75 |
960.25 |
-29.50 |
5,011 |
28,211 |
+1,134 |
Dec11 |
110616 |
966.50 |
970.00 |
952.75 |
961.75 |
-29.25 |
15,789 |
66,472 |
+1,792 |
Jan12 |
110616 |
969.50 |
971.50 |
960.00 |
964.25 |
-29.25 |
1,243 |
26,777 |
+270 |
Feb12 |
110616 |
969.50 |
969.50 |
960.00 |
964.25 |
-29.00 |
307 |
9,134 |
+11 |
Mar12 |
110616 |
967.75 |
971.25 |
961.50 |
963.25 |
-28.75 |
1,170 |
11,276 |
+668 |
Apr12 |
110616 |
965.75 |
969.50 |
961.25 |
961.25 |
-28.75 |
177 |
5,901 |
-33 |
Total Volume and Open Interest |
193,197 |
572,132 |
+3,486 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110616 |
2.683 |
2.700 |
2.628 |
2.634 |
-0.054 |
129 |
939 |
-44 |
Aug11 |
110616 |
2.665 |
2.683 |
2.610 |
2.620 |
-0.046 |
221 |
1,840 |
+93 |
Sep11 |
110616 |
2.608 |
2.620 |
2.566 |
2.569 |
-0.039 |
45 |
1,377 |
+9 |
Oct11 |
110616 |
2.520 |
2.522 |
2.467 |
2.471 |
-0.028 |
63 |
1,155 |
+33 |
Nov11 |
110616 |
2.425 |
2.425 |
2.403 |
2.406 |
-0.027 |
26 |
917 |
+6 |
Dec11 |
110616 |
2.424 |
2.440 |
2.386 |
2.392 |
-0.024 |
80 |
1,292 |
-16 |
Jan12 |
110616 |
2.410 |
2.410 |
2.363 |
2.374 |
-0.023 |
27 |
680 |
-15 |
Total Volume and Open Interest |
687 |
9,652 |
+98 |
WTI Crude Oil(ICE |
Jul11 |
110616 |
95.17 |
95.73 |
94.28 |
94.95 |
+0.14 |
79,061 |
53,730 |
-6,774 |
Aug11 |
110616 |
95.70 |
96.20 |
94.75 |
95.36 |
+0.10 |
54,514 |
60,955 |
+1,521 |
Sep11 |
110616 |
96.15 |
96.63 |
95.19 |
95.77 |
+0.06 |
22,302 |
42,621 |
+473 |
Oct11 |
110616 |
96.37 |
96.99 |
95.65 |
96.15 |
+0.04 |
13,268 |
23,359 |
-401 |
Nov11 |
110616 |
96.74 |
97.36 |
96.04 |
96.55 |
+0.05 |
9,908 |
22,072 |
+2,356 |
Dec11 |
110616 |
97.11 |
97.65 |
96.30 |
96.89 |
+0.09 |
31,510 |
84,657 |
-3,094 |
Jan12 |
110616 |
97.78 |
97.78 |
96.61 |
97.19 |
+0.12 |
5,041 |
16,146 |
+457 |
Feb12 |
110616 |
96.98 |
97.67 |
96.87 |
97.46 |
+0.14 |
1,771 |
4,171 |
-322 |
Mar12 |
110616 |
97.54 |
97.88 |
97.10 |
97.71 |
+0.15 |
1,940 |
12,696 |
+341 |
Apr12 |
110616 |
97.94 |
97.94 |
97.94 |
97.94 |
+0.16 |
793 |
4,268 |
+132 |
May12 |
110616 |
98.16 |
98.16 |
98.16 |
98.16 |
+0.17 |
430 |
3,102 |
-40 |
Jun12 |
110616 |
97.78 |
98.62 |
97.77 |
98.36 |
+0.17 |
3,952 |
29,036 |
+587 |
Jul12 |
110616 |
98.50 |
98.50 |
98.50 |
98.50 |
+0.17 |
290 |
4,414 |
+101 |
Aug12 |
110616 |
98.54 |
98.54 |
98.54 |
98.54 |
+0.16 |
60 |
963 |
+60 |
Sep12 |
110616 |
98.55 |
98.55 |
98.55 |
98.55 |
+0.14 |
100 |
4,400 |
+100 |
Oct12 |
110616 |
98.59 |
98.59 |
98.59 |
98.59 |
+0.12 |
0 |
511 |
+0 |
Total Volume and Open Interest |
239,039 |
483,458 |
-4,118 |
US Dollar Index(ICE) |
Sep11 |
110616 |
75.975 |
76.505 |
75.855 |
76.225 |
+0.152 |
19,034 |
53,252 |
+459 |
Dec11 |
110616 |
76.750 |
76.765 |
76.535 |
76.695 |
+0.173 |
6 |
520 |
+3 |
Mar12 |
110616 |
77.255 |
77.255 |
77.255 |
77.255 |
+0.173 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,040 |
53,773 |
+462 |
Australian Dollar(CME) |
Sep11 |
110616 |
104.40 |
104.66 |
103.55 |
103.82 |
-0.36 |
105,867 |
114,984 |
+5,809 |
Dec11 |
110616 |
103.28 |
103.48 |
102.47 |
102.66 |
-0.33 |
52 |
132 |
+50 |
Mar12 |
110616 |
101.52 |
101.80 |
101.52 |
101.52 |
-0.28 |
|
|
|
Total Volume and Open Interest |
105,919 |
115,119 |
+5,859 |
British Pound(CME) |
Sep11 |
110616 |
161.76 |
162.07 |
160.60 |
160.87 |
-0.73 |
92,759 |
90,606 |
-905 |
Dec11 |
110616 |
161.53 |
161.53 |
160.69 |
160.69 |
-0.71 |
3 |
105 |
+0 |
Mar12 |
110616 |
160.49 |
161.19 |
160.49 |
160.49 |
-0.70 |
1 |
2 |
+0 |
Total Volume and Open Interest |
92,763 |
90,719 |
-905 |
Canadian Dollar(CME) |
Sep11 |
110616 |
101.90 |
102.09 |
100.81 |
101.12 |
-0.56 |
88,305 |
94,613 |
+9,602 |
Dec11 |
110616 |
101.72 |
101.82 |
100.65 |
100.91 |
-0.54 |
95 |
3,635 |
-4 |
Mar12 |
110616 |
100.50 |
101.21 |
100.50 |
100.69 |
-0.52 |
6 |
503 |
-4 |
Jun12 |
110616 |
100.42 |
100.90 |
100.42 |
100.42 |
-0.48 |
0 |
246 |
+0 |
Total Volume and Open Interest |
88,406 |
99,117 |
-33,882 |
Japanese Yen(CME) |
Sep11 |
110616 |
123.60 |
124.33 |
123.48 |
124.00 |
+0.39 |
105,641 |
94,148 |
-3,476 |
Dec11 |
110616 |
123.69 |
124.24 |
123.69 |
124.14 |
+0.44 |
3 |
287 |
+2 |
Mar12 |
110616 |
124.33 |
124.33 |
123.87 |
124.33 |
+0.46 |
0 |
42 |
+0 |
Total Volume and Open Interest |
105,644 |
94,483 |
-3,474 |
Swiss Franc(CME) |
Sep11 |
110616 |
117.27 |
118.07 |
117.05 |
117.71 |
+0.43 |
48,631 |
53,948 |
-3,679 |
Dec11 |
110616 |
117.70 |
117.96 |
117.37 |
117.84 |
+0.47 |
21 |
96 |
-5 |
Mar12 |
110616 |
117.97 |
117.97 |
117.48 |
117.97 |
+0.49 |
1 |
1 |
+1 |
Total Volume and Open Interest |
48,653 |
54,048 |
-3,683 |
EuroFX(CME) |
Sep11 |
110616 |
141.30 |
141.86 |
140.39 |
141.03 |
-0.29 |
231,077 |
188,826 |
+2,384 |
Dec11 |
110616 |
141.00 |
141.49 |
140.10 |
140.68 |
-0.27 |
187 |
356 |
+84 |
Mar12 |
110616 |
140.33 |
140.59 |
140.33 |
140.33 |
-0.26 |
3 |
360 |
+3 |
Total Volume and Open Interest |
232,070 |
190,373 |
+3,274 |
Mexican Peso(CME) |
Jul11 |
110616 |
832.2 |
836.0 |
832.2 |
832.2 |
-3.8 |
|
|
|
Aug11 |
110616 |
830.2 |
834.0 |
830.2 |
830.2 |
-3.8 |
|
|
|
Total Volume and Open Interest |
40,156 |
110,231 |
+5,967 |
30-Year T-Bonds(CBOT) |
Jun11 |
110616 |
126~220 |
127~240 |
126~180 |
127~200 |
+1~150 |
117,071 |
93,270 |
-32,195 |
Sep11 |
110616 |
125~120 |
126~180 |
125~070 |
126~110 |
+0~280 |
427,695 |
645,957 |
-3,884 |
Dec11 |
110616 |
124~310 |
124~310 |
124~010 |
124~290 |
+0~280 |
4 |
30 |
+1 |
Total Volume and Open Interest |
438,339 |
667,019 |
-7,995 |
10-Year T-Notes(CBOT) |
Jun11 |
110616 |
125~025 |
125~265 |
125~005 |
125~185 |
+0~150 |
15,212 |
48,572 |
-7,640 |
Sep11 |
110616 |
123~220 |
124~160 |
123~175 |
124~045 |
+0~145 |
1,523,988 |
1,781,980 |
+17,599 |
Dec11 |
110616 |
122~035 |
122~255 |
122~035 |
122~255 |
+0~145 |
26 |
24 |
+0 |
Total Volume and Open Interest |
1,539,226 |
1,830,576 |
+9,959 |
5-Year T-Notes(CBOT) |
Jun11 |
110613 |
120~120 |
121~001 |
120~087 |
120~108 |
+0~072 |
272,931 |
205,061 |
-65,504 |
Sep11 |
110616 |
119~117 |
120~054 |
119~105 |
120~016 |
+0~027 |
812,383 |
1,563,870 |
+10,333 |
Dec11 |
110616 |
119~000 |
119~000 |
118~101 |
119~000 |
+0~027 |
0 |
2 |
+0 |
Total Volume and Open Interest |
824,290 |
1,596,417 |
+7,958 |
2 Year T-Notes(CBOT) |
Jun11 |
110616 |
110~005 |
110~006 |
109~126 |
110~002 |
-0~003 |
4,926 |
21,128 |
-1,250 |
Sep11 |
110616 |
109~103 |
109~115 |
109~097 |
109~103 |
-0~001 |
289,580 |
987,315 |
-4,878 |
Dec11 |
110616 |
109~075 |
109~076 |
109~075 |
109~075 |
-0~001 |
0 |
21 |
+0 |
Total Volume and Open Interest |
294,506 |
1,008,464 |
-6,128 |
Eurodollars(CME) |
Sep11 |
110616 |
99.615 |
99.625 |
99.555 |
99.570 |
-0.045 |
241,735 |
1,215,832 |
-27,779 |
Dec11 |
110616 |
99.545 |
99.555 |
99.500 |
99.510 |
-0.035 |
337,633 |
1,482,423 |
-21,165 |
Mar12 |
110616 |
99.490 |
99.500 |
99.450 |
99.455 |
-0.035 |
384,513 |
1,701,375 |
-22,837 |
Jun12 |
110616 |
99.405 |
99.425 |
99.355 |
99.370 |
-0.040 |
466,197 |
1,474,940 |
-16,226 |
Sep12 |
110616 |
99.260 |
99.295 |
99.215 |
99.240 |
-0.035 |
377,288 |
897,451 |
+24,712 |
Dec12 |
110616 |
99.060 |
99.100 |
99.020 |
99.055 |
-0.015 |
318,167 |
678,387 |
-3,702 |
Mar13 |
110616 |
98.845 |
98.900 |
98.810 |
98.860 |
+0.010 |
264,331 |
480,629 |
+1,866 |
Jun13 |
110616 |
98.595 |
98.660 |
98.565 |
98.630 |
+0.030 |
258,361 |
317,134 |
-17,979 |
Sep13 |
110616 |
98.340 |
98.415 |
98.315 |
98.385 |
+0.045 |
161,568 |
300,016 |
+12,427 |
Dec13 |
110616 |
98.080 |
98.155 |
98.050 |
98.125 |
+0.050 |
146,731 |
286,607 |
+6,218 |
Mar14 |
110616 |
97.835 |
97.910 |
97.800 |
97.875 |
+0.050 |
103,036 |
224,297 |
+863 |
Jun14 |
110616 |
97.580 |
97.665 |
97.555 |
97.625 |
+0.050 |
109,027 |
156,212 |
+6,104 |
Sep14 |
110616 |
97.330 |
97.430 |
97.315 |
97.385 |
+0.050 |
37,462 |
83,913 |
+2,634 |
Dec14 |
110616 |
97.090 |
97.185 |
97.070 |
97.135 |
+0.050 |
28,495 |
84,991 |
+2,167 |
Mar15 |
110616 |
96.875 |
96.970 |
96.855 |
96.920 |
+0.050 |
31,651 |
81,167 |
+6,959 |
Jun15 |
110616 |
4.900 |
5.005 |
4.885 |
4.950 |
+0.050 |
27,202 |
62,283 |
+4,009 |
Sep15 |
110616 |
4.705 |
4.800 |
4.680 |
4.745 |
+0.050 |
12,387 |
56,212 |
+1,169 |
Dec15 |
110616 |
4.485 |
4.605 |
4.485 |
4.550 |
+0.050 |
12,350 |
49,388 |
+1,070 |
Total Volume and Open Interest |
3,376,223 |
9,884,096 |
-18,620 |
30 Day Federal Funds(CBOT) |
Jun11 |
110616 |
99.897 |
99.900 |
99.895 |
99.897 |
unch |
2,194 |
57,513 |
-877 |
Jul11 |
110616 |
99.890 |
99.890 |
99.880 |
99.890 |
unch |
4,027 |
58,540 |
+1,839 |
Aug11 |
110616 |
99.875 |
99.880 |
99.870 |
99.875 |
-0.005 |
4,360 |
53,695 |
+1,880 |
Sep11 |
110616 |
99.855 |
99.860 |
99.855 |
99.860 |
unch |
2,605 |
44,444 |
+331 |
Oct11 |
110616 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
2,661 |
51,506 |
-794 |
Nov11 |
110616 |
99.835 |
99.845 |
99.835 |
99.840 |
+0.005 |
3,337 |
52,746 |
-1,908 |
Total Volume and Open Interest |
56,124 |
728,513 |
+2,862 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110613 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110616 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.003 |
0 |
75 |
+0 |
Mar12 |
110616 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.003 |
|
|
|
Jun12 |
110616 |
99.652 |
99.652 |
99.652 |
99.652 |
-0.010 |
|
|
|
Sep12 |
110616 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.010 |
|
|
|
Dec12 |
110616 |
99.545 |
99.545 |
99.545 |
99.545 |
-0.010 |
|
|
|
Mar13 |
110616 |
99.545 |
99.545 |
99.545 |
99.545 |
-0.010 |
|
|
|
Jun13 |
110616 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.010 |
|
|
|
Sep13 |
110616 |
99.360 |
99.360 |
99.360 |
99.360 |
-0.010 |
|
|
|
Dec13 |
110616 |
99.220 |
99.220 |
99.220 |
99.220 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
75 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110616 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
1,201 |
+0 |
Dec11 |
110616 |
99.67 |
99.67 |
99.66 |
99.67 |
0.00 |
0 |
1,362 |
+0 |
Mar12 |
110616 |
99.67 |
99.67 |
99.65 |
99.65 |
0.00 |
600 |
3,659 |
-518 |
Jun12 |
110616 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
1,454 |
+0 |
Sep12 |
110616 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
411 |
+0 |
Dec12 |
110616 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
24 |
+0 |
Mar13 |
110616 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
1 |
+0 |
Jun13 |
110616 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
|
|
|
Total Volume and Open Interest |
600 |
8,112 |
-518 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110616 |
140.67 |
141.09 |
140.67 |
141.03 |
+0.42 |
2,173 |
21,567 |
+187 |
Dec11 |
110616 |
139.11 |
139.11 |
139.11 |
139.11 |
+0.42 |
0 |
1 |
+0 |
Mar12 |
110616 |
137.02 |
137.02 |
137.02 |
137.02 |
+0.42 |
|
|
|
Total Volume and Open Interest |
2,173 |
21,568 |
-53 |
Euro-Bund(EUREX) |
Sep11 |
110616 |
126.44 |
126.62 |
126.13 |
126.48 |
+0.53 |
970,052 |
925,185 |
-12,205 |
Dec11 |
110616 |
125.19 |
125.35 |
124.95 |
125.26 |
+0.53 |
6 |
223 |
-2 |
Mar12 |
110616 |
125.19 |
125.19 |
125.19 |
125.19 |
+0.53 |
|
|
|
Total Volume and Open Interest |
970,058 |
925,408 |
-12,207 |
Euro-Bobl(EUREX) |
Sep11 |
110614 |
116.98 |
117.03 |
116.67 |
116.71 |
-0.32 |
696,503 |
837,334 |
+54,753 |
Dec11 |
110616 |
116.58 |
116.58 |
116.58 |
116.58 |
+0.40 |
0 |
501 |
+0 |
Mar12 |
110616 |
116.58 |
116.58 |
116.58 |
116.58 |
+0.40 |
|
|
|
Total Volume and Open Interest |
603,415 |
796,999 |
-27,918 |
3-Mth Euribor(EUREX) |
Jun11 |
110613 |
98.530 |
98.530 |
98.530 |
98.530 |
+0.005 |
299 |
4,770 |
+0 |
Sep11 |
110616 |
98.270 |
98.275 |
98.260 |
98.270 |
-0.015 |
170 |
2,411 |
-150 |
Dec11 |
110616 |
98.180 |
98.190 |
98.180 |
98.190 |
+0.015 |
12 |
1,347 |
+0 |
Total Volume and Open Interest |
267 |
6,617 |
-151 |
Long Gilt(LIFFE) |
Jun11 |
110616 |
122~29 |
123~03 |
122~27 |
123~00 |
+0~23 |
1,349 |
12,121 |
-1,349 |
Sep11 |
110616 |
121~11 |
121~29 |
121~08 |
121~24 |
+0~23 |
115,616 |
351,378 |
+4,385 |
Total Volume and Open Interest |
116,965 |
363,499 |
+3,036 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110616 |
99.04 |
99.08 |
99.03 |
99.07 |
-0.01 |
48,716 |
428,534 |
-3,817 |
Dec11 |
110616 |
98.98 |
99.01 |
98.97 |
99.01 |
+0.01 |
59,480 |
449,415 |
-670 |
Mar12 |
110616 |
98.93 |
98.95 |
98.90 |
98.94 |
+0.03 |
95,925 |
423,061 |
+7,049 |
Jun12 |
110616 |
98.82 |
98.86 |
98.80 |
98.84 |
+0.05 |
88,064 |
357,723 |
+6,221 |
Sep12 |
110616 |
98.70 |
98.73 |
98.68 |
98.70 |
+0.07 |
68,524 |
228,434 |
+4,976 |
Dec12 |
110616 |
98.53 |
98.54 |
98.48 |
98.51 |
+0.08 |
58,391 |
238,299 |
-8,779 |
Total Volume and Open Interest |
563,346 |
2,921,664 |
-14,831 |
3-Mth Euribor(LIFFE) |
Sep11 |
110616 |
98.265 |
98.275 |
98.245 |
98.270 |
-0.015 |
153,332 |
742,991 |
+16,033 |
Dec11 |
110616 |
98.185 |
98.195 |
98.160 |
98.190 |
+0.015 |
161,862 |
571,885 |
-410 |
Mar12 |
110616 |
98.115 |
98.165 |
98.115 |
98.155 |
+0.045 |
145,208 |
530,750 |
+11,933 |
Total Volume and Open Interest |
964,561 |
3,367,649 |
+55,293 |
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 |
110616 |
94.99 |
95.15 |
94.98 |
95.09 |
+0.10 |
39,862 |
273,124 |
+14,772 |
Dec11 |
110616 |
94.95 |
95.16 |
94.95 |
95.08 |
+0.12 |
41,350 |
218,543 |
+11,922 |
Mar12 |
110616 |
94.93 |
95.14 |
94.91 |
95.07 |
+0.14 |
16,316 |
108,329 |
+3,498 |
Jun12 |
110616 |
94.89 |
95.11 |
94.88 |
95.05 |
+0.15 |
5,745 |
71,675 |
+766 |
Sep12 |
110616 |
94.85 |
95.06 |
94.85 |
95.02 |
+0.16 |
2,186 |
50,837 |
+934 |
Dec12 |
110616 |
94.80 |
95.02 |
94.80 |
94.97 |
+0.16 |
2,968 |
36,294 |
+1,232 |
Mar13 |
110616 |
94.78 |
95.00 |
94.78 |
94.95 |
+0.16 |
1,406 |
24,313 |
+464 |
Jun13 |
110616 |
94.77 |
94.97 |
94.75 |
94.91 |
+0.16 |
965 |
5,847 |
+568 |
Sep13 |
110616 |
94.78 |
94.91 |
94.77 |
94.88 |
+0.16 |
48 |
1,576 |
+0 |
Total Volume and Open Interest |
110,870 |
791,783 |
+34,162 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110616 |
94.78 |
94.95 |
94.75 |
94.92 |
+0.14 |
76,331 |
409,613 |
+20,034 |
Dec11 |
110616 |
94.92 |
94.92 |
94.92 |
94.92 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Sep11 |
110616 |
95.13 |
95.35 |
95.10 |
95.31 |
+0.18 |
215,866 |
601,469 |
+67,439 |
Dec11 |
110616 |
95.31 |
95.31 |
95.31 |
95.31 |
|
|
|
|
Gold(CMX) |
Jun11 |
110616 |
1526.0 |
1531.2 |
1522.0 |
1529.3 |
+3.7 |
306 |
1,452 |
-118 |
Aug11 |
110616 |
1531.0 |
1534.0 |
1522.0 |
1529.9 |
+3.7 |
115,384 |
328,170 |
-3,220 |
Oct11 |
110616 |
1532.7 |
1533.0 |
1524.0 |
1531.0 |
+3.7 |
763 |
10,957 |
+221 |
Dec11 |
110616 |
1533.0 |
1536.1 |
1525.2 |
1532.1 |
+3.6 |
5,072 |
69,522 |
+1,361 |
Feb12 |
110616 |
1535.2 |
1537.0 |
1526.7 |
1533.4 |
+3.7 |
106 |
9,050 |
-1 |
Apr12 |
110616 |
1531.1 |
1537.0 |
1527.3 |
1535.0 |
+3.9 |
281 |
5,917 |
+123 |
Jun12 |
110616 |
1536.5 |
1536.5 |
1536.5 |
1536.5 |
+4.0 |
499 |
13,285 |
+410 |
Aug12 |
110616 |
1538.4 |
1538.4 |
1538.4 |
1538.4 |
+4.1 |
1 |
4,479 |
+1 |
Oct12 |
110616 |
1540.4 |
1540.4 |
1540.4 |
1540.4 |
+4.2 |
0 |
4,089 |
+0 |
Dec12 |
110616 |
1544.2 |
1544.2 |
1536.5 |
1543.1 |
+4.7 |
273 |
12,356 |
+125 |
Feb13 |
110616 |
1546.3 |
1546.3 |
1546.3 |
1546.3 |
+5.2 |
0 |
384 |
+0 |
Apr13 |
110616 |
1549.7 |
1549.7 |
1549.7 |
1549.7 |
+5.7 |
0 |
50 |
+0 |
Total Volume and Open Interest |
123,447 |
497,780 |
-877 |
Silver(CMX) |
Jul11 |
110616 |
3580.0 |
3581.5 |
3515.5 |
3555.9 |
+14.9 |
65,679 |
41,474 |
-1,336 |
Sep11 |
110616 |
3578.5 |
3578.5 |
3517.0 |
3557.2 |
+15.1 |
9,524 |
28,822 |
+1,585 |
Dec11 |
110616 |
3579.5 |
3580.0 |
3520.0 |
3558.5 |
+15.1 |
2,716 |
22,528 |
-573 |
Mar12 |
110616 |
3555.0 |
3555.9 |
3555.0 |
3555.9 |
+15.3 |
557 |
4,161 |
+272 |
May12 |
110616 |
3553.0 |
3553.0 |
3553.0 |
3553.0 |
+15.7 |
27 |
1,290 |
+14 |
Jul12 |
110616 |
3545.5 |
3550.5 |
3533.5 |
3550.5 |
+15.4 |
77 |
1,782 |
-45 |
Sep12 |
110616 |
3548.3 |
3548.3 |
3548.3 |
3548.3 |
+15.3 |
0 |
207 |
+0 |
Total Volume and Open Interest |
79,338 |
118,846 |
+148 |
Platinum(NYMEX) |
Jul11 |
110616 |
1778.3 |
1785.2 |
1754.0 |
1760.7 |
-13.5 |
5,845 |
25,549 |
-1,238 |
Oct11 |
110616 |
1783.8 |
1785.8 |
1757.5 |
1763.8 |
-13.8 |
2,219 |
11,519 |
+1,326 |
Jan12 |
110616 |
1775.0 |
1775.0 |
1762.0 |
1767.4 |
-14.2 |
14 |
359 |
+4 |
Apr12 |
110616 |
1769.8 |
1769.8 |
1769.8 |
1769.8 |
-13.7 |
5 |
69 |
+5 |
Total Volume and Open Interest |
8,084 |
37,506 |
+98 |
Palladium(NYMEX) |
Jun11 |
110616 |
761.50 |
761.50 |
761.50 |
761.50 |
-12.50 |
6 |
347 |
-15 |
Sep11 |
110616 |
776.45 |
779.30 |
748.65 |
763.50 |
-12.50 |
3,428 |
20,790 |
-21 |
Dec11 |
110616 |
765.50 |
766.90 |
750.00 |
764.65 |
-12.50 |
5 |
655 |
+3 |
Total Volume and Open Interest |
3,441 |
21,807 |
-33 |
Copper(CMX) |
Jul11 |
110616 |
412.55 |
413.25 |
404.65 |
411.75 |
-0.45 |
46,740 |
36,257 |
-2,070 |
Sep11 |
110616 |
414.35 |
415.10 |
406.50 |
413.60 |
-0.30 |
13,261 |
56,776 |
+2,518 |
Dec11 |
110616 |
415.85 |
416.00 |
408.85 |
415.55 |
-0.25 |
3,598 |
23,627 |
+243 |
Mar12 |
110616 |
410.80 |
416.80 |
410.80 |
416.55 |
-0.25 |
1,781 |
8,562 |
+390 |
May12 |
110616 |
416.75 |
416.75 |
416.75 |
416.75 |
-0.25 |
1,108 |
1,622 |
+0 |
Total Volume and Open Interest |
67,509 |
132,616 |
+1,328 |
DJIA Index(CBOT) |
Jun11 |
110616 |
11925 |
11975 |
11924 |
11967 |
+66 |
4,541 |
19,996 |
-822 |
Sep11 |
110616 |
11840 |
11915 |
11770 |
11899 |
+68 |
4,664 |
6,198 |
+3,319 |
Dec11 |
110616 |
11790 |
11827 |
11790 |
11827 |
+68 |
0 |
30 |
+0 |
Mar12 |
110616 |
11768 |
11768 |
11700 |
11768 |
+68 |
|
|
|
Total Volume and Open Interest |
9,205 |
26,224 |
+2,497 |
Mini DJIA Index(CBOT) |
Jun11 |
110616 |
11907 |
11989 |
11836 |
11967 |
+66 |
36,634 |
54,927 |
-11,834 |
Sep11 |
110616 |
11841 |
11921 |
11767 |
11899 |
+68 |
127,213 |
56,037 |
+16,964 |
Dec11 |
110616 |
11691 |
11827 |
11691 |
11827 |
+68 |
1 |
93 |
+1 |
Mar12 |
110616 |
11768 |
11768 |
11768 |
11768 |
+68 |
0 |
10 |
+0 |
Total Volume and Open Interest |
163,848 |
111,067 |
+5,131 |
S & P 500(CME) |
Jun11 |
110616 |
1265.00 |
1274.00 |
1259.00 |
1269.00 |
+3.60 |
105,979 |
156,123 |
-58,160 |
Sep11 |
110616 |
1261.20 |
1269.00 |
1252.50 |
1263.50 |
+3.60 |
106,759 |
223,598 |
+82,623 |
Dec11 |
110616 |
1256.50 |
1262.50 |
1248.00 |
1258.20 |
+3.70 |
401 |
7,946 |
+195 |
Mar12 |
110616 |
1252.70 |
1257.00 |
1242.50 |
1252.70 |
+3.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
213,139 |
387,673 |
+24,658 |
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 |
110616 |
1261.00 |
1269.00 |
1252.25 |
1263.50 |
+3.50 |
2,834,353 |
2,117,784 |
+533,676 |
Total Volume and Open Interest |
3,905,299 |
3,425,322 |
+107,418 |
NASDAQ 100(CME) |
Jun11 |
110616 |
2210.00 |
2215.00 |
2185.00 |
2199.30 |
-9.70 |
2,603 |
16,605 |
-961 |
Sep11 |
110616 |
2207.00 |
2213.30 |
2177.00 |
2195.50 |
-9.50 |
2,251 |
3,714 |
+1,771 |
Dec11 |
110616 |
2191.50 |
2201.00 |
2191.50 |
2191.50 |
-9.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,854 |
20,320 |
+810 |
NASDAQ 100 E-Mini(Globex) |
Jun11 |
110616 |
2211.50 |
2217.50 |
2181.00 |
2199.30 |
-9.70 |
119,162 |
176,316 |
-47,104 |
Sep11 |
110616 |
2206.50 |
2214.00 |
2176.50 |
2195.50 |
-9.50 |
324,061 |
224,819 |
+85,853 |
Total Volume and Open Interest |
443,233 |
401,154 |
+38,750 |
S & P Midcap 400(CME) |
Jun11 |
110616 |
932.80 |
932.80 |
930.90 |
932.80 |
+1.90 |
182 |
1,878 |
-102 |
Sep11 |
110616 |
930.50 |
932.00 |
919.00 |
930.50 |
+1.90 |
196 |
642 |
+66 |
Dec11 |
110616 |
929.10 |
929.10 |
927.20 |
929.10 |
+1.90 |
|
|
|
Total Volume and Open Interest |
378 |
2,520 |
-36 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110616 |
9475 |
9515 |
9350 |
9420 |
-65 |
6,359 |
27,639 |
+391 |
Dec11 |
110616 |
9400 |
9470 |
9400 |
9400 |
-70 |
2 |
2 |
+2 |
Total Volume and Open Interest |
6,361 |
27,641 |
+393 |
Nikkei 225(SGX) |
Sep11 |
110616 |
9565 |
9575 |
9395 |
9400 |
-180 |
75,818 |
157,670 |
-1,934 |
Dec11 |
110616 |
9475 |
9475 |
9345 |
9345 |
-180 |
10 |
6,787 |
+9 |
Mar12 |
110616 |
9335 |
9335 |
9335 |
9335 |
-180 |
0 |
10 |
+0 |
Total Volume and Open Interest |
76,053 |
174,697 |
-1,832 |
CAC 40(EURONEXT) |
Jun11 |
110616 |
3774.5 |
3798.5 |
3743.0 |
3792.5 |
-14.5 |
237,642 |
356,338 |
+17,107 |
Jul11 |
110616 |
3771.5 |
3795.0 |
3740.0 |
3789.5 |
-14.5 |
115,769 |
160,752 |
+79,037 |
Aug11 |
110616 |
3750.0 |
3795.0 |
3750.0 |
3793.5 |
-14.5 |
3 |
3 |
+2 |
Total Volume and Open Interest |
360,801 |
529,867 |
+102,199 |
Hang Seng Index(HKFE) |
Jun11 |
110616 |
22060 |
22077 |
21866 |
21941 |
-299 |
87,518 |
96,243 |
+73 |
Jul11 |
110616 |
22055 |
22078 |
21878 |
21949 |
-297 |
1,424 |
3,309 |
+151 |
Total Volume and Open Interest |
89,626 |
104,450 |
+167 |
DAX(EUREX) |
Jun11 |
110616 |
7065.0 |
7118.5 |
7016.5 |
7107.0 |
-13.0 |
219,644 |
116,435 |
-30,934 |
Sep11 |
110616 |
7088.5 |
7144.0 |
7042.5 |
7133.0 |
-13.0 |
93,026 |
70,681 |
+36,493 |
Dec11 |
110616 |
7119.0 |
7171.0 |
7071.0 |
7161.0 |
-15.0 |
4,997 |
4,590 |
+270 |
Total Volume and Open Interest |
317,667 |
191,706 |
+5,829 |
FT-SE 100(EURONEXT) |
Jun11 |
110616 |
5715.00 |
5731.00 |
5643.00 |
5702.00 |
-47.00 |
350,406 |
268,761 |
-175,159 |
Sep11 |
110616 |
5685.00 |
5695.50 |
5605.50 |
5664.50 |
-49.00 |
259,752 |
431,854 |
+185,585 |
Dec11 |
110616 |
5632.50 |
5641.00 |
5586.50 |
5639.50 |
-48.50 |
0 |
540 |
+0 |
Total Volume and Open Interest |
610,158 |
701,305 |
+10,426 |
SPI 200(SFE) |
Jun11 |
110616 |
4569.0 |
4570.0 |
4503.0 |
4518.0 |
-52.0 |
94,031 |
186,831 |
-28,830 |
Sep11 |
110616 |
4558.0 |
4558.0 |
4455.0 |
4469.0 |
-87.0 |
79,245 |
172,928 |
+56,708 |
Dec11 |
110616 |
4526.0 |
4526.0 |
4489.0 |
4489.0 |
-87.0 |
469 |
4,198 |
+299 |
Total Volume and Open Interest |
174,235 |
367,315 |
+28,369 |
GSCI(CME) |
Jul11 |
110616 |
18.64 |
21.84 |
17.44 |
18.14 |
-5.25 |
764 |
10,382 |
+398 |
Aug11 |
110616 |
19.64 |
22.14 |
19.14 |
19.14 |
-5.00 |
0 |
2 |
+0 |
Sep11 |
110616 |
18.64 |
23.69 |
18.14 |
19.14 |
-4.50 |
|
|
|
Total Volume and Open Interest |
1,362 |
12,420 |
|
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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