|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon June 20, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110620 |
1334.75 |
1346.00 |
1331.75 |
1335.75 |
+2.75 |
85,809 |
130,601 |
-6,550 |
Aug11 |
110620 |
1335.00 |
1345.50 |
1332.00 |
1336.00 |
+2.50 |
15,015 |
45,484 |
+2,177 |
Sep11 |
110620 |
1335.00 |
1343.50 |
1330.25 |
1333.50 |
+0.75 |
3,680 |
21,959 |
+548 |
Nov11 |
110620 |
1334.25 |
1346.00 |
1330.00 |
1335.50 |
+2.25 |
52,915 |
284,330 |
+7,430 |
Jan12 |
110620 |
1347.00 |
1364.50 |
1340.25 |
1345.25 |
+2.50 |
2,531 |
37,719 |
+40 |
Mar12 |
110620 |
1346.25 |
1359.00 |
1346.25 |
1348.25 |
+2.00 |
1,711 |
21,469 |
+89 |
May12 |
110620 |
1343.00 |
1356.00 |
1342.75 |
1346.25 |
+2.75 |
2,487 |
24,248 |
-249 |
Total Volume and Open Interest |
165,627 |
594,689 |
+3,351 |
Soybean Meal(CBOT) |
Jul11 |
110620 |
349.90 |
353.40 |
349.10 |
350.00 |
+1.00 |
25,221 |
56,036 |
-2,239 |
Aug11 |
110620 |
349.00 |
353.00 |
348.60 |
349.60 |
+1.10 |
8,220 |
44,334 |
-751 |
Sep11 |
110620 |
349.80 |
351.80 |
348.00 |
348.30 |
+0.50 |
2,842 |
21,982 |
-140 |
Oct11 |
110620 |
346.00 |
348.90 |
345.00 |
345.80 |
+0.90 |
1,961 |
15,994 |
-608 |
Dec11 |
110620 |
346.70 |
350.00 |
345.30 |
346.70 |
+1.20 |
11,204 |
65,238 |
+884 |
Jan12 |
110620 |
348.40 |
351.40 |
347.10 |
348.30 |
+1.20 |
334 |
6,001 |
+107 |
Mar12 |
110620 |
349.70 |
352.90 |
348.50 |
349.80 |
+1.30 |
260 |
3,559 |
+82 |
May12 |
110620 |
347.80 |
348.90 |
347.00 |
348.40 |
+1.40 |
160 |
5,187 |
+34 |
Total Volume and Open Interest |
50,302 |
223,588 |
-2,645 |
Soybean Oil(CBOT) |
Jul11 |
110620 |
55.98 |
56.38 |
55.80 |
56.02 |
+0.10 |
52,629 |
85,170 |
-4,152 |
Aug11 |
110620 |
56.25 |
56.62 |
56.07 |
56.25 |
+0.06 |
11,689 |
36,190 |
-622 |
Sep11 |
110620 |
56.57 |
56.87 |
56.32 |
56.53 |
+0.08 |
8,381 |
32,170 |
+233 |
Oct11 |
110620 |
56.73 |
57.15 |
56.72 |
56.80 |
+0.07 |
2,973 |
15,963 |
+683 |
Dec11 |
110620 |
57.27 |
57.71 |
57.12 |
57.36 |
+0.10 |
32,117 |
126,911 |
+3,841 |
Jan12 |
110620 |
57.53 |
57.85 |
57.51 |
57.61 |
+0.09 |
1,366 |
12,797 |
+58 |
Mar12 |
110620 |
57.85 |
58.26 |
57.85 |
57.94 |
+0.11 |
412 |
8,322 |
+194 |
May12 |
110620 |
58.00 |
58.25 |
57.95 |
58.06 |
+0.11 |
185 |
5,819 |
+98 |
Total Volume and Open Interest |
109,859 |
326,886 |
+344 |
Canola(WCE) |
Jul11 |
110620 |
582.6 |
582.6 |
579.1 |
579.3 |
-1.8 |
8,195 |
33,790 |
-3,501 |
Nov11 |
110620 |
584.6 |
584.6 |
580.3 |
582.1 |
-1.0 |
9,145 |
113,527 |
+2,531 |
Jan12 |
110620 |
587.5 |
590.8 |
585.6 |
587.8 |
-1.2 |
189 |
12,223 |
-47 |
Mar12 |
110620 |
591.9 |
594.5 |
590.0 |
592.6 |
-1.3 |
421 |
4,266 |
+68 |
May12 |
110620 |
600.0 |
600.0 |
596.3 |
596.3 |
-1.3 |
376 |
1,868 |
+230 |
Total Volume and Open Interest |
18,484 |
168,748 |
-719 |
Corn(CBOT) |
Jul11 |
110620 |
704.50 |
707.75 |
695.50 |
700.50 |
+0.25 |
222,258 |
355,371 |
-38,885 |
Sep11 |
110620 |
689.25 |
692.00 |
681.75 |
687.50 |
+0.50 |
112,392 |
329,567 |
+14,695 |
Dec11 |
110620 |
662.75 |
666.25 |
653.50 |
660.50 |
+0.50 |
116,974 |
499,754 |
+5,131 |
Mar12 |
110620 |
673.00 |
677.50 |
665.75 |
673.00 |
+1.25 |
8,829 |
91,580 |
+1,115 |
May12 |
110620 |
682.50 |
683.50 |
674.50 |
680.25 |
+1.00 |
1,652 |
20,614 |
-28 |
Jul12 |
110620 |
688.00 |
691.00 |
680.00 |
685.75 |
unch |
3,409 |
55,576 |
+680 |
Total Volume and Open Interest |
474,981 |
1,447,577 |
-12,332 |
Wheat(CBOT) |
Jul11 |
110620 |
673.50 |
675.25 |
654.25 |
659.25 |
-13.00 |
64,672 |
91,910 |
-5,976 |
Sep11 |
110620 |
709.00 |
710.50 |
690.75 |
695.75 |
-12.25 |
35,736 |
147,023 |
+4,828 |
Dec11 |
110620 |
755.00 |
756.50 |
743.25 |
745.25 |
-8.00 |
20,679 |
112,059 |
+57 |
Mar12 |
110620 |
790.25 |
792.25 |
781.00 |
784.00 |
-6.25 |
5,854 |
34,185 |
+2,835 |
May12 |
110620 |
802.00 |
804.50 |
796.00 |
797.25 |
-7.25 |
935 |
9,602 |
+244 |
Total Volume and Open Interest |
131,108 |
457,399 |
+1,494 |
Wheat(KCBT) |
Jul11 |
110620 |
805.75 |
808.00 |
792.50 |
801.00 |
-3.50 |
22,361 |
34,606 |
-4,016 |
Sep11 |
110620 |
822.25 |
826.25 |
811.25 |
820.00 |
-2.25 |
14,067 |
63,732 |
+2,587 |
Dec11 |
110620 |
847.75 |
850.25 |
835.75 |
843.75 |
-2.25 |
5,501 |
50,371 |
-73 |
Mar12 |
110620 |
860.75 |
863.50 |
848.75 |
857.75 |
-2.25 |
1,516 |
10,017 |
+267 |
May12 |
110620 |
858.00 |
860.00 |
854.00 |
858.25 |
-2.25 |
265 |
1,582 |
-39 |
Total Volume and Open Interest |
44,497 |
174,733 |
-1,142 |
Wheat(MGE) |
Jul11 |
110620 |
904.50 |
907.25 |
895.75 |
900.50 |
+3.25 |
1,954 |
6,132 |
-469 |
Sep11 |
110620 |
881.25 |
895.00 |
875.00 |
879.00 |
-2.75 |
3,950 |
22,540 |
-227 |
Dec11 |
110620 |
889.50 |
895.00 |
877.00 |
880.50 |
-4.25 |
2,308 |
18,857 |
+224 |
Mar12 |
110620 |
901.75 |
901.75 |
888.75 |
892.25 |
-3.25 |
626 |
4,053 |
-96 |
May12 |
110620 |
896.00 |
900.50 |
892.00 |
894.75 |
-4.00 |
199 |
1,672 |
+7 |
Total Volume and Open Interest |
9,314 |
60,026 |
-587 |
Oats(CBOT) |
Jul11 |
110620 |
351.00 |
353.50 |
342.00 |
350.00 |
-1.50 |
952 |
4,367 |
-217 |
Sep11 |
110620 |
357.25 |
358.25 |
348.50 |
358.00 |
-1.00 |
231 |
3,267 |
-8 |
Dec11 |
110620 |
369.00 |
371.00 |
357.50 |
367.50 |
-2.00 |
568 |
4,913 |
+64 |
Mar12 |
110620 |
379.50 |
381.50 |
379.50 |
379.50 |
-2.00 |
1 |
27 |
+1 |
Total Volume and Open Interest |
1,752 |
12,603 |
-160 |
Rough Rice(CBOT) |
Jul11 |
110620 |
13.95 |
13.99 |
13.77 |
13.81 |
-0.15 |
1,249 |
7,175 |
-488 |
Sep11 |
110620 |
14.90 |
14.97 |
14.73 |
14.84 |
-0.09 |
618 |
7,469 |
+3 |
Nov11 |
110620 |
15.20 |
15.23 |
15.06 |
15.16 |
-0.07 |
306 |
3,701 |
+103 |
Jan12 |
110620 |
15.41 |
15.46 |
15.40 |
15.46 |
-0.09 |
64 |
316 |
+63 |
Total Volume and Open Interest |
2,237 |
18,962 |
-319 |
Live Cattle(CME) |
Jun11 |
110620 |
110.500 |
111.930 |
110.100 |
111.830 |
+2.080 |
3,617 |
9,968 |
-1,569 |
Aug11 |
110620 |
110.900 |
112.180 |
110.800 |
111.980 |
+1.780 |
21,206 |
143,108 |
-152 |
Oct11 |
110620 |
116.885 |
118.100 |
116.750 |
117.800 |
+1.665 |
11,437 |
78,520 |
-922 |
Dec11 |
110620 |
119.500 |
120.850 |
119.385 |
120.580 |
+1.730 |
9,697 |
59,939 |
+86 |
Feb12 |
110620 |
120.000 |
122.150 |
120.000 |
121.900 |
+2.150 |
5,803 |
18,660 |
+1,398 |
Apr12 |
110620 |
121.750 |
124.000 |
121.750 |
123.680 |
+2.045 |
1,581 |
9,095 |
+185 |
Total Volume and Open Interest |
53,825 |
322,965 |
-662 |
Feeder Cattle(CME) |
Aug11 |
110620 |
134.000 |
135.650 |
133.850 |
135.500 |
+2.850 |
2,032 |
20,650 |
-186 |
Sep11 |
110620 |
134.450 |
136.575 |
134.450 |
136.575 |
+3.000 |
302 |
5,903 |
+16 |
Oct11 |
110620 |
135.200 |
137.300 |
135.150 |
137.050 |
+2.750 |
441 |
4,909 |
-16 |
Nov11 |
110620 |
135.300 |
137.700 |
135.300 |
137.500 |
+2.750 |
279 |
2,470 |
-6 |
Jan12 |
110620 |
135.500 |
137.050 |
135.500 |
136.400 |
+2.250 |
123 |
1,236 |
+29 |
Mar12 |
110620 |
134.900 |
136.600 |
134.900 |
136.600 |
+2.500 |
24 |
120 |
+10 |
Apr12 |
110620 |
134.950 |
135.500 |
134.900 |
135.500 |
+2.300 |
9 |
29 |
+4 |
Total Volume and Open Interest |
3,219 |
35,335 |
-143 |
Lean Hogs(CME) |
Jul11 |
110620 |
96.200 |
97.800 |
96.180 |
97.550 |
+1.900 |
8,139 |
22,889 |
-2,085 |
Aug11 |
110620 |
95.200 |
97.100 |
95.200 |
96.680 |
+1.830 |
10,409 |
77,172 |
-398 |
Oct11 |
110620 |
88.035 |
89.430 |
88.035 |
89.400 |
+1.500 |
5,448 |
46,742 |
+799 |
Dec11 |
110620 |
85.550 |
86.650 |
85.535 |
86.580 |
+1.400 |
2,035 |
39,024 |
+158 |
Feb12 |
110620 |
87.980 |
88.800 |
87.800 |
88.700 |
+0.950 |
1,813 |
12,746 |
+659 |
Apr12 |
110620 |
89.100 |
89.700 |
88.700 |
89.500 |
+0.750 |
623 |
6,037 |
+305 |
May12 |
110620 |
93.200 |
93.300 |
92.600 |
93.300 |
+0.650 |
23 |
356 |
+18 |
Jun12 |
110620 |
95.250 |
96.100 |
95.250 |
95.900 |
+0.650 |
232 |
4,056 |
+100 |
Total Volume and Open Interest |
28,988 |
210,357 |
-314 |
Class III Milk(CME) |
Jun11 |
110620 |
19.15 |
19.16 |
19.13 |
19.15 |
unch |
112 |
4,917 |
-10 |
Jul11 |
110620 |
20.04 |
20.14 |
19.96 |
20.06 |
+0.02 |
480 |
5,472 |
+90 |
Aug11 |
110620 |
19.11 |
19.25 |
19.04 |
19.15 |
+0.10 |
396 |
5,098 |
+85 |
Sep11 |
110620 |
18.35 |
18.56 |
18.34 |
18.41 |
+0.07 |
151 |
4,791 |
+27 |
Oct11 |
110620 |
17.70 |
17.86 |
17.70 |
17.85 |
+0.15 |
71 |
3,710 |
+20 |
Total Volume and Open Interest |
1,367 |
34,439 |
+262 |
Cocoa(ICE) |
Jul11 |
110620 |
2900 |
2995 |
2900 |
2967 |
+50 |
3,069 |
232 |
-2,456 |
Sep11 |
110620 |
2916 |
2981 |
2881 |
2968 |
+51 |
11,890 |
68,793 |
-1,049 |
Dec11 |
110620 |
2937 |
3005 |
2910 |
2996 |
+52 |
2,312 |
36,550 |
+795 |
Mar12 |
110620 |
2960 |
3041 |
2949 |
3033 |
+53 |
1,131 |
29,850 |
-113 |
May12 |
110620 |
2960 |
3037 |
2960 |
3033 |
+50 |
127 |
8,535 |
+94 |
Jul12 |
110620 |
2960 |
3040 |
2960 |
3034 |
+49 |
156 |
3,574 |
+107 |
Sep12 |
110620 |
3037 |
3039 |
3033 |
3039 |
+51 |
111 |
6,189 |
+56 |
Total Volume and Open Interest |
18,896 |
160,577 |
-2,566 |
Coffee "C"(ICE) |
Jul11 |
110620 |
250.20 |
250.35 |
243.45 |
243.60 |
-5.95 |
6,258 |
12,257 |
-2,218 |
Sep11 |
110620 |
252.95 |
253.00 |
246.15 |
246.30 |
-6.20 |
14,765 |
54,278 |
+1,828 |
Dec11 |
110620 |
256.70 |
257.10 |
250.35 |
250.50 |
-6.20 |
2,569 |
28,528 |
+483 |
Mar12 |
110620 |
259.50 |
259.50 |
254.10 |
254.25 |
-5.65 |
1,018 |
6,622 |
+154 |
May12 |
110620 |
261.25 |
261.25 |
256.50 |
256.65 |
-5.15 |
31 |
3,294 |
+10 |
Jul12 |
110620 |
260.45 |
260.55 |
257.10 |
257.10 |
-5.00 |
4 |
1,520 |
+1 |
Total Volume and Open Interest |
24,645 |
108,825 |
+251 |
Orange Juice(ICE) |
Jul11 |
110620 |
181.45 |
187.60 |
180.60 |
187.05 |
+5.60 |
5,293 |
12,834 |
-4,076 |
Sep11 |
110620 |
178.00 |
183.25 |
177.25 |
182.70 |
+4.45 |
4,380 |
16,101 |
+1,778 |
Nov11 |
110620 |
173.55 |
178.80 |
173.20 |
178.20 |
+4.20 |
1,101 |
4,952 |
+818 |
Jan12 |
110620 |
172.45 |
175.80 |
172.45 |
175.45 |
+4.25 |
42 |
847 |
+19 |
Mar12 |
110620 |
174.75 |
175.00 |
174.45 |
174.45 |
+5.00 |
11 |
181 |
-1 |
May12 |
110620 |
172.60 |
173.20 |
172.60 |
173.20 |
+5.25 |
0 |
157 |
+0 |
Total Volume and Open Interest |
10,827 |
35,136 |
-1,462 |
Sugar #11(ICE) |
Jul11 |
110620 |
26.31 |
27.58 |
26.22 |
27.47 |
+1.10 |
65,054 |
105,360 |
-15,329 |
Oct11 |
110620 |
25.28 |
26.31 |
25.15 |
26.21 |
+0.83 |
61,536 |
275,235 |
+3,473 |
Mar12 |
110620 |
24.83 |
25.73 |
24.79 |
25.64 |
+0.59 |
20,611 |
113,215 |
+4,057 |
May12 |
110620 |
24.43 |
24.92 |
24.20 |
24.86 |
+0.43 |
10,230 |
34,412 |
+2,078 |
Jul12 |
110620 |
23.79 |
24.44 |
23.74 |
24.35 |
+0.37 |
4,486 |
53,366 |
+192 |
Total Volume and Open Interest |
165,933 |
638,067 |
-4,239 |
London Cocoa(LCE) |
Jul11 |
110620 |
1818 |
1850 |
1800 |
1848 |
+26 |
2,808 |
58,540 |
-882 |
Sep11 |
110620 |
1820 |
1862 |
1810 |
1857 |
+28 |
7,218 |
46,572 |
+2,039 |
Dec11 |
110620 |
1848 |
1886 |
1837 |
1881 |
+26 |
1,688 |
36,068 |
+129 |
Mar12 |
110620 |
1866 |
1902 |
1854 |
1897 |
+26 |
2,106 |
40,231 |
+883 |
May12 |
110620 |
1879 |
1916 |
1868 |
1910 |
+26 |
262 |
10,298 |
+85 |
Jul12 |
110620 |
1890 |
1925 |
1880 |
1919 |
+27 |
234 |
4,591 |
+197 |
Sep12 |
110620 |
1900 |
1923 |
1890 |
1923 |
+27 |
20 |
3,214 |
+6 |
Total Volume and Open Interest |
14,352 |
207,450 |
+2,460 |
London Sugar(LCE) |
Aug11 |
110620 |
727.80 |
741.40 |
727.30 |
739.60 |
+12.00 |
3,765 |
24,984 |
+7 |
Oct11 |
110620 |
668.20 |
676.50 |
665.30 |
672.50 |
+3.90 |
1,256 |
13,591 |
+166 |
Dec11 |
110620 |
651.50 |
658.90 |
651.00 |
653.80 |
+2.70 |
306 |
5,647 |
-89 |
Mar12 |
110620 |
639.60 |
648.40 |
634.80 |
643.40 |
+4.10 |
144 |
5,187 |
+14 |
May12 |
110620 |
632.40 |
634.00 |
625.80 |
633.50 |
+2.50 |
128 |
2,228 |
+99 |
Total Volume and Open Interest |
5,602 |
54,284 |
+197 |
Cotton(ICE) |
Jul11 |
110620 |
145.40 |
150.60 |
144.10 |
148.73 |
+3.55 |
5,982 |
25,956 |
-738 |
Oct11 |
110620 |
129.98 |
130.88 |
128.15 |
129.29 |
-0.32 |
42 |
499 |
+22 |
Dec11 |
110620 |
123.77 |
126.66 |
121.55 |
124.07 |
+0.30 |
14,458 |
97,236 |
+988 |
Mar12 |
110620 |
117.75 |
119.80 |
115.52 |
117.94 |
+0.23 |
1,947 |
14,459 |
+142 |
May12 |
110620 |
112.00 |
113.38 |
110.62 |
111.99 |
-0.52 |
310 |
3,597 |
-43 |
Jul12 |
110620 |
108.30 |
109.50 |
106.65 |
108.09 |
-0.18 |
491 |
5,885 |
+39 |
Total Volume and Open Interest |
23,591 |
150,821 |
+492 |
Lumber(CME) |
Jul11 |
110620 |
223.5 |
233.3 |
223.0 |
230.8 |
+7.2 |
458 |
2,808 |
-96 |
Sep11 |
110620 |
237.9 |
245.0 |
236.5 |
241.6 |
+2.6 |
358 |
5,913 |
+120 |
Nov11 |
110620 |
246.4 |
253.8 |
246.4 |
253.8 |
+9.8 |
174 |
1,556 |
+91 |
Jan12 |
110620 |
266.0 |
271.9 |
266.0 |
269.8 |
+4.8 |
7 |
82 |
+2 |
Total Volume and Open Interest |
997 |
10,365 |
+117 |
Crude Oil(NYM) |
Jul11 |
110620 |
92.80 |
93.49 |
91.14 |
93.26 |
+0.25 |
336,011 |
89,807 |
-41,486 |
Aug11 |
110620 |
93.17 |
93.87 |
91.51 |
93.63 |
+0.23 |
154,315 |
279,879 |
+12,264 |
Sep11 |
110620 |
93.54 |
94.30 |
91.94 |
94.07 |
+0.23 |
51,522 |
157,599 |
+2,012 |
Oct11 |
110620 |
93.82 |
94.65 |
92.41 |
94.46 |
+0.23 |
26,541 |
67,326 |
+5,036 |
Nov11 |
110620 |
93.89 |
95.01 |
92.79 |
94.85 |
+0.22 |
16,471 |
57,387 |
+644 |
Dec11 |
110620 |
94.75 |
95.40 |
93.06 |
95.19 |
+0.21 |
47,247 |
190,868 |
+710 |
Jan12 |
110620 |
93.85 |
95.57 |
93.64 |
95.52 |
+0.21 |
5,645 |
49,195 |
+684 |
Feb12 |
110620 |
94.37 |
95.84 |
94.37 |
95.84 |
+0.21 |
2,710 |
23,536 |
-86 |
Mar12 |
110620 |
94.62 |
96.15 |
94.62 |
96.15 |
+0.21 |
4,228 |
32,679 |
+142 |
Apr12 |
110620 |
95.85 |
96.44 |
95.85 |
96.44 |
+0.20 |
2,308 |
18,334 |
-207 |
May12 |
110620 |
96.72 |
96.72 |
96.72 |
96.72 |
+0.19 |
2,033 |
18,453 |
+117 |
Jun12 |
110620 |
95.45 |
97.10 |
95.34 |
96.97 |
+0.18 |
8,899 |
74,161 |
+387 |
Jul12 |
110620 |
96.74 |
97.29 |
96.49 |
97.17 |
+0.19 |
1,361 |
30,206 |
+32 |
Aug12 |
110620 |
97.26 |
97.26 |
97.26 |
97.26 |
+0.19 |
644 |
12,155 |
+34 |
Sep12 |
110620 |
97.31 |
97.31 |
97.31 |
97.31 |
+0.19 |
1,017 |
14,871 |
-120 |
Oct12 |
110620 |
97.39 |
97.39 |
97.39 |
97.39 |
+0.20 |
264 |
10,230 |
-40 |
Total Volume and Open Interest |
692,012 |
1,549,256 |
-21,438 |
e-miNY Crude Oil(NYM) |
Jun11 |
110519 |
99.675 |
100.800 |
98.250 |
98.450 |
-1.650 |
6,142 |
2,098 |
-382 |
Jul11 |
110620 |
92.875 |
93.450 |
91.175 |
93.250 |
+0.250 |
7,233 |
2,382 |
-199 |
Aug11 |
110620 |
93.375 |
93.850 |
91.525 |
93.625 |
+0.225 |
2,996 |
1,874 |
+171 |
Sep11 |
110620 |
93.575 |
94.250 |
92.075 |
94.075 |
+0.225 |
110 |
636 |
-21 |
Oct11 |
110620 |
92.800 |
94.450 |
92.800 |
94.450 |
+0.225 |
23 |
334 |
-18 |
Nov11 |
110620 |
94.850 |
94.850 |
94.850 |
94.850 |
+0.225 |
2 |
21 |
+1 |
Dec11 |
110620 |
93.275 |
95.200 |
93.275 |
95.200 |
+0.225 |
4 |
300 |
-3 |
Jan12 |
110620 |
95.525 |
95.525 |
95.525 |
95.525 |
+0.225 |
1 |
6 |
+0 |
Feb12 |
110620 |
95.850 |
95.850 |
95.850 |
95.850 |
+0.225 |
1 |
3 |
+0 |
Mar12 |
110620 |
96.150 |
96.150 |
96.150 |
96.150 |
+0.200 |
0 |
8 |
+0 |
Total Volume and Open Interest |
10,370 |
5,725 |
-69 |
Heating Oil(NYM) |
Jul11 |
110620 |
298.33 |
298.54 |
292.48 |
293.20 |
-5.13 |
51,571 |
72,709 |
-3,724 |
Aug11 |
110620 |
299.10 |
299.70 |
293.98 |
294.69 |
-5.09 |
25,552 |
69,566 |
+3,215 |
Sep11 |
110620 |
301.44 |
301.45 |
295.96 |
296.55 |
-5.02 |
11,062 |
44,545 |
+426 |
Oct11 |
110620 |
302.54 |
302.54 |
297.81 |
298.43 |
-4.95 |
4,793 |
19,077 |
-168 |
Nov11 |
110620 |
304.10 |
304.10 |
299.75 |
300.31 |
-4.90 |
5,042 |
20,090 |
+813 |
Dec11 |
110620 |
306.50 |
306.50 |
301.40 |
302.02 |
-4.81 |
10,139 |
35,968 |
+1,063 |
Jan12 |
110620 |
308.00 |
308.00 |
303.21 |
303.63 |
-4.76 |
1,255 |
17,251 |
-20 |
Feb12 |
110620 |
305.65 |
306.03 |
303.60 |
304.02 |
-4.70 |
610 |
7,462 |
+251 |
Mar12 |
110620 |
304.72 |
305.61 |
302.66 |
303.13 |
-4.62 |
673 |
6,089 |
+194 |
Apr12 |
110620 |
302.00 |
302.91 |
300.75 |
301.08 |
-4.52 |
55 |
2,083 |
+14 |
May12 |
110620 |
299.59 |
299.59 |
298.82 |
299.05 |
-4.45 |
25 |
2,001 |
+2 |
Jun12 |
110620 |
298.33 |
299.77 |
297.62 |
297.87 |
-4.38 |
502 |
19,853 |
+219 |
Total Volume and Open Interest |
111,599 |
329,753 |
+2,513 |
Gasoline(NYMEX) |
Jul11 |
110620 |
295.02 |
295.12 |
290.09 |
291.15 |
-3.45 |
52,385 |
48,887 |
-4,493 |
Aug11 |
110620 |
288.85 |
289.24 |
284.77 |
285.26 |
-3.68 |
46,199 |
63,188 |
+4,082 |
Sep11 |
110620 |
286.88 |
287.00 |
282.78 |
283.24 |
-3.75 |
21,729 |
42,042 |
-650 |
Oct11 |
110620 |
275.46 |
275.46 |
271.19 |
271.65 |
-3.57 |
9,551 |
26,132 |
+704 |
Nov11 |
110620 |
273.05 |
273.05 |
268.97 |
269.53 |
-3.51 |
4,968 |
15,859 |
+374 |
Dec11 |
110620 |
271.71 |
271.86 |
267.92 |
268.48 |
-3.41 |
4,655 |
28,506 |
+436 |
Jan12 |
110620 |
270.25 |
271.41 |
268.36 |
268.94 |
-3.42 |
1,040 |
6,571 |
+121 |
Feb12 |
110620 |
270.80 |
270.80 |
270.04 |
270.50 |
-3.41 |
352 |
4,265 |
+102 |
Mar12 |
110620 |
272.28 |
272.28 |
272.28 |
272.28 |
-3.40 |
336 |
4,901 |
+54 |
Apr12 |
110620 |
284.87 |
284.87 |
284.03 |
284.03 |
-3.40 |
31 |
4,131 |
+24 |
Total Volume and Open Interest |
141,341 |
260,516 |
+767 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110620 |
291.20 |
291.20 |
291.15 |
291.20 |
-3.40 |
1 |
3 |
-1 |
Aug11 |
110620 |
285.30 |
285.30 |
285.26 |
285.30 |
-3.60 |
0 |
2 |
+0 |
Sep11 |
110620 |
283.20 |
283.24 |
283.20 |
283.20 |
-3.80 |
|
|
|
Oct11 |
110620 |
271.70 |
271.70 |
271.65 |
271.70 |
-3.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
8 |
-1 |
Natural Gas(NYM) |
Jul11 |
110620 |
4.301 |
4.376 |
4.279 |
4.317 |
-0.008 |
148,834 |
104,054 |
-17,054 |
Aug11 |
110620 |
4.343 |
4.409 |
4.305 |
4.352 |
-0.008 |
56,949 |
113,743 |
+5,172 |
Sep11 |
110620 |
4.260 |
4.433 |
4.260 |
4.380 |
-0.006 |
27,104 |
199,700 |
+2,342 |
Oct11 |
110620 |
4.417 |
4.473 |
4.344 |
4.421 |
-0.003 |
32,586 |
113,500 |
-1,342 |
Nov11 |
110620 |
4.547 |
4.606 |
4.531 |
4.559 |
+0.001 |
14,200 |
78,650 |
-861 |
Dec11 |
110620 |
4.736 |
4.796 |
4.650 |
4.748 |
unch |
7,658 |
45,927 |
-254 |
Jan12 |
110620 |
4.821 |
4.897 |
4.816 |
4.851 |
-0.002 |
17,058 |
90,365 |
+104 |
Feb12 |
110620 |
4.822 |
4.884 |
4.806 |
4.842 |
unch |
2,357 |
20,671 |
-127 |
Mar12 |
110620 |
4.772 |
4.824 |
4.751 |
4.786 |
unch |
4,805 |
43,107 |
+326 |
Apr12 |
110620 |
4.633 |
4.686 |
4.623 |
4.650 |
-0.001 |
6,543 |
44,819 |
-498 |
May12 |
110620 |
4.646 |
4.700 |
4.646 |
4.670 |
+0.001 |
949 |
9,666 |
-173 |
Jun12 |
110620 |
4.660 |
4.716 |
4.660 |
4.701 |
unch |
958 |
11,307 |
-194 |
Jul12 |
110620 |
4.742 |
4.772 |
4.742 |
4.748 |
+0.002 |
763 |
8,210 |
+140 |
Aug12 |
110620 |
4.739 |
4.808 |
4.739 |
4.778 |
+0.002 |
276 |
6,961 |
-60 |
Sep12 |
110620 |
4.803 |
4.812 |
4.789 |
4.789 |
+0.001 |
272 |
7,197 |
+58 |
Oct12 |
110620 |
4.822 |
4.865 |
4.805 |
4.833 |
unch |
745 |
23,825 |
-80 |
Total Volume and Open Interest |
324,184 |
998,742 |
-13,688 |
Brent Crude Oil(ICE) |
Aug11 |
110620 |
112.96 |
113.38 |
111.23 |
111.69 |
-1.52 |
229,648 |
209,956 |
-4,840 |
Sep11 |
110620 |
112.78 |
113.00 |
110.90 |
111.36 |
-1.49 |
88,119 |
132,314 |
+2,894 |
Oct11 |
110620 |
112.49 |
112.52 |
110.71 |
111.18 |
-1.42 |
37,526 |
70,673 |
+4,160 |
Nov11 |
110620 |
112.35 |
112.35 |
110.67 |
111.06 |
-1.38 |
19,556 |
38,432 |
-8 |
Dec11 |
110620 |
112.18 |
112.18 |
110.47 |
110.93 |
-1.36 |
44,777 |
90,266 |
+326 |
Jan12 |
110620 |
110.88 |
111.51 |
110.54 |
110.81 |
-1.32 |
5,333 |
23,072 |
+522 |
Feb12 |
110620 |
110.68 |
111.44 |
110.41 |
110.68 |
-1.26 |
2,896 |
18,320 |
-228 |
Mar12 |
110620 |
110.49 |
111.30 |
110.15 |
110.55 |
-1.20 |
3,527 |
33,332 |
+202 |
Apr12 |
110620 |
110.36 |
110.88 |
110.11 |
110.38 |
-1.13 |
1,816 |
9,010 |
-50 |
May12 |
110620 |
110.20 |
110.20 |
110.20 |
110.20 |
-1.07 |
1,361 |
5,656 |
+116 |
Jun12 |
110620 |
109.91 |
110.75 |
109.65 |
110.02 |
-0.99 |
6,805 |
39,097 |
-475 |
Jul12 |
110620 |
109.88 |
109.88 |
109.88 |
109.88 |
-0.92 |
190 |
6,472 |
+9 |
Aug12 |
110620 |
109.73 |
109.73 |
109.73 |
109.73 |
-0.85 |
169 |
4,200 |
+23 |
Sep12 |
110620 |
109.55 |
109.55 |
109.55 |
109.55 |
-0.78 |
99 |
5,127 |
-3 |
Total Volume and Open Interest |
455,898 |
820,812 |
+3,109 |
Gas Oil(ICE) |
Jul11 |
110620 |
938.50 |
942.00 |
924.25 |
932.50 |
-7.75 |
76,968 |
120,721 |
-7,208 |
Aug11 |
110620 |
944.75 |
946.25 |
928.50 |
937.00 |
-7.50 |
75,198 |
108,583 |
+4,613 |
Sep11 |
110620 |
949.50 |
950.00 |
932.50 |
940.50 |
-7.75 |
23,976 |
61,720 |
+2,700 |
Oct11 |
110620 |
952.25 |
952.25 |
935.25 |
943.50 |
-7.50 |
7,869 |
32,848 |
+31 |
Nov11 |
110620 |
953.75 |
953.75 |
938.50 |
945.00 |
-7.50 |
5,679 |
28,282 |
-1,080 |
Dec11 |
110620 |
955.50 |
955.50 |
938.75 |
947.00 |
-7.25 |
14,204 |
69,114 |
+1,106 |
Jan12 |
110620 |
958.50 |
958.50 |
942.00 |
950.00 |
-7.00 |
1,417 |
28,068 |
+71 |
Feb12 |
110620 |
959.00 |
959.00 |
945.25 |
950.75 |
-6.75 |
645 |
8,946 |
-212 |
Mar12 |
110620 |
952.00 |
953.25 |
944.25 |
950.50 |
-6.25 |
1,237 |
11,957 |
+574 |
Apr12 |
110620 |
952.25 |
952.25 |
943.75 |
949.50 |
-5.50 |
259 |
5,932 |
+50 |
Total Volume and Open Interest |
214,411 |
574,133 |
+101 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110620 |
2.645 |
2.673 |
2.644 |
2.666 |
+0.025 |
185 |
948 |
+7 |
Aug11 |
110620 |
2.622 |
2.642 |
2.621 |
2.640 |
+0.015 |
640 |
1,576 |
-268 |
Sep11 |
110620 |
2.574 |
2.593 |
2.574 |
2.592 |
+0.020 |
269 |
1,406 |
+6 |
Oct11 |
110620 |
2.476 |
2.498 |
2.476 |
2.496 |
+0.016 |
229 |
1,250 |
+67 |
Nov11 |
110620 |
2.420 |
2.431 |
2.415 |
2.428 |
+0.015 |
57 |
975 |
+32 |
Dec11 |
110620 |
2.418 |
2.418 |
2.410 |
2.413 |
+0.012 |
128 |
1,334 |
-13 |
Jan12 |
110620 |
2.385 |
2.385 |
2.378 |
2.381 |
+0.009 |
35 |
666 |
+21 |
Total Volume and Open Interest |
1,669 |
9,743 |
-72 |
WTI Crude Oil(ICE |
Jul11 |
110620 |
92.98 |
93.46 |
91.13 |
93.26 |
+0.25 |
59,424 |
38,767 |
-5,561 |
Aug11 |
110620 |
93.06 |
93.89 |
91.51 |
93.63 |
+0.23 |
59,889 |
68,379 |
+2,133 |
Sep11 |
110620 |
93.51 |
94.29 |
91.95 |
94.07 |
+0.23 |
20,223 |
42,455 |
+414 |
Oct11 |
110620 |
92.71 |
94.60 |
92.33 |
94.46 |
+0.23 |
9,844 |
24,514 |
+716 |
Nov11 |
110620 |
93.22 |
95.00 |
92.74 |
94.85 |
+0.22 |
6,587 |
21,656 |
-589 |
Dec11 |
110620 |
93.93 |
95.35 |
93.06 |
95.19 |
+0.21 |
18,583 |
83,862 |
+528 |
Jan12 |
110620 |
94.07 |
95.60 |
93.75 |
95.52 |
+0.21 |
1,755 |
15,729 |
-251 |
Feb12 |
110620 |
95.45 |
95.93 |
95.39 |
95.84 |
+0.21 |
678 |
4,387 |
+83 |
Mar12 |
110620 |
94.95 |
96.25 |
94.95 |
96.15 |
+0.21 |
1,087 |
12,910 |
+272 |
Apr12 |
110620 |
96.44 |
96.44 |
96.44 |
96.44 |
+0.20 |
602 |
4,387 |
+116 |
May12 |
110620 |
96.72 |
96.72 |
96.72 |
96.72 |
+0.19 |
541 |
2,957 |
-190 |
Jun12 |
110620 |
96.72 |
96.97 |
96.14 |
96.97 |
+0.18 |
2,759 |
27,649 |
-618 |
Jul12 |
110620 |
97.17 |
97.17 |
97.17 |
97.17 |
+0.19 |
139 |
4,459 |
+45 |
Aug12 |
110620 |
97.26 |
97.26 |
97.26 |
97.26 |
+0.19 |
12 |
956 |
-12 |
Sep12 |
110620 |
97.31 |
97.31 |
97.31 |
97.31 |
+0.19 |
220 |
4,496 |
+96 |
Oct12 |
110620 |
97.39 |
97.39 |
97.39 |
97.39 |
+0.20 |
0 |
511 |
+0 |
Total Volume and Open Interest |
190,857 |
472,225 |
-2,836 |
US Dollar Index(ICE) |
Sep11 |
110620 |
75.615 |
75.950 |
75.365 |
75.500 |
+0.040 |
35,293 |
50,555 |
+0 |
Dec11 |
110620 |
75.940 |
76.080 |
75.940 |
75.945 |
+0.015 |
8 |
527 |
+0 |
Mar12 |
110620 |
76.505 |
76.505 |
76.505 |
76.505 |
+0.015 |
0 |
1 |
+0 |
Total Volume and Open Interest |
35,301 |
51,083 |
+0 |
Australian Dollar(CME) |
Sep11 |
110620 |
104.83 |
104.96 |
103.77 |
104.54 |
-0.38 |
164,181 |
98,885 |
-6,112 |
Dec11 |
110620 |
103.58 |
103.73 |
102.90 |
103.36 |
-0.37 |
135 |
136 |
+12 |
Mar12 |
110620 |
102.20 |
102.57 |
102.20 |
102.20 |
-0.37 |
|
|
|
Total Volume and Open Interest |
164,316 |
99,024 |
-6,100 |
British Pound(CME) |
Sep11 |
110620 |
161.50 |
162.17 |
160.90 |
161.63 |
+0.05 |
134,526 |
92,806 |
+40 |
Dec11 |
110620 |
161.23 |
161.45 |
161.21 |
161.45 |
+0.05 |
17 |
116 |
+2 |
Mar12 |
110620 |
161.25 |
161.25 |
161.20 |
161.25 |
+0.05 |
0 |
2 |
+0 |
Total Volume and Open Interest |
134,543 |
92,930 |
+42 |
Canadian Dollar(CME) |
Sep11 |
110620 |
101.76 |
102.01 |
101.30 |
101.87 |
+0.10 |
114,441 |
89,350 |
+44 |
Dec11 |
110620 |
101.50 |
101.75 |
101.21 |
101.65 |
+0.10 |
187 |
3,771 |
+67 |
Mar12 |
110620 |
101.49 |
101.49 |
101.33 |
101.41 |
+0.08 |
27 |
527 |
+5 |
Jun12 |
110620 |
101.15 |
101.15 |
101.06 |
101.15 |
+0.09 |
0 |
249 |
+0 |
Total Volume and Open Interest |
114,661 |
94,026 |
+119 |
Japanese Yen(CME) |
Sep11 |
110620 |
124.85 |
125.04 |
124.50 |
124.61 |
-0.37 |
120,505 |
95,237 |
-1,197 |
Dec11 |
110620 |
124.95 |
125.11 |
124.73 |
124.73 |
-0.38 |
129 |
387 |
+57 |
Mar12 |
110620 |
124.90 |
125.27 |
124.90 |
124.90 |
-0.37 |
0 |
42 |
+0 |
Total Volume and Open Interest |
120,634 |
95,672 |
-1,140 |
Swiss Franc(CME) |
Sep11 |
110620 |
117.86 |
119.04 |
117.48 |
118.22 |
+0.27 |
48,098 |
52,619 |
-535 |
Dec11 |
110620 |
117.80 |
119.04 |
117.78 |
118.33 |
+0.27 |
5 |
123 |
+2 |
Mar12 |
110620 |
118.45 |
118.45 |
118.18 |
118.45 |
+0.27 |
0 |
1 |
+0 |
Total Volume and Open Interest |
48,103 |
52,746 |
-533 |
EuroFX(CME) |
Sep11 |
110620 |
142.37 |
142.91 |
141.54 |
142.67 |
-0.09 |
415,302 |
180,923 |
-7,571 |
Dec11 |
110620 |
141.57 |
142.49 |
141.33 |
142.29 |
-0.10 |
281 |
334 |
+42 |
Mar12 |
110620 |
141.91 |
142.01 |
141.91 |
141.91 |
-0.10 |
0 |
362 |
+0 |
Total Volume and Open Interest |
415,584 |
182,450 |
-7,529 |
Mexican Peso(CME) |
Jul11 |
110620 |
841.8 |
841.8 |
839.0 |
841.8 |
+2.8 |
|
|
|
Aug11 |
110620 |
839.8 |
839.8 |
837.0 |
839.8 |
+2.8 |
|
|
|
Total Volume and Open Interest |
33,389 |
101,557 |
-574 |
30-Year T-Bonds(CBOT) |
Jun11 |
110620 |
127~060 |
127~290 |
126~280 |
127~030 |
-0~030 |
4,474 |
13,682 |
-430 |
Sep11 |
110620 |
125~280 |
126~210 |
125~170 |
125~260 |
-0~020 |
432,078 |
644,469 |
+3,571 |
Dec11 |
110620 |
124~200 |
125~070 |
124~040 |
124~120 |
-0~020 |
4 |
30 |
+0 |
Total Volume and Open Interest |
436,556 |
658,181 |
+3,141 |
10-Year T-Notes(CBOT) |
Jun11 |
110620 |
125~120 |
125~245 |
125~060 |
125~100 |
-0~020 |
35,859 |
32,553 |
-13,366 |
Sep11 |
110620 |
123~275 |
124~110 |
123~210 |
123~260 |
-0~030 |
1,861,388 |
1,817,182 |
-10,132 |
Dec11 |
110620 |
122~225 |
122~225 |
122~140 |
122~140 |
-0~035 |
252 |
248 |
+224 |
Total Volume and Open Interest |
1,897,499 |
1,849,983 |
-23,274 |
5-Year T-Notes(CBOT) |
Jun11 |
110613 |
120~120 |
121~001 |
120~087 |
120~108 |
+0~072 |
272,931 |
205,061 |
-65,504 |
Sep11 |
110620 |
120~001 |
120~031 |
119~109 |
119~122 |
-0~009 |
922,053 |
1,582,414 |
+14,556 |
Dec11 |
110620 |
118~106 |
118~115 |
118~106 |
118~106 |
-0~009 |
0 |
2 |
+0 |
Total Volume and Open Interest |
925,284 |
1,611,830 |
+12,508 |
2 Year T-Notes(CBOT) |
Jun11 |
110620 |
110~005 |
110~005 |
110~000 |
110~005 |
+0~003 |
4,653 |
20,064 |
-600 |
Sep11 |
110620 |
109~103 |
109~107 |
109~099 |
109~105 |
+0~002 |
433,882 |
978,380 |
-4,908 |
Dec11 |
110620 |
109~077 |
109~077 |
109~075 |
109~077 |
+0~002 |
0 |
21 |
+0 |
Total Volume and Open Interest |
438,535 |
998,465 |
-5,508 |
Eurodollars(CME) |
Sep11 |
110620 |
99.610 |
99.635 |
99.595 |
99.600 |
-0.005 |
759,856 |
1,246,815 |
-16,154 |
Dec11 |
110620 |
99.535 |
99.560 |
99.520 |
99.525 |
-0.010 |
614,768 |
1,497,537 |
-25,219 |
Mar12 |
110620 |
99.475 |
99.505 |
99.470 |
99.475 |
-0.005 |
574,420 |
1,631,655 |
-56,900 |
Jun12 |
110620 |
99.385 |
99.410 |
99.370 |
99.390 |
+0.005 |
517,794 |
1,473,045 |
-11,004 |
Sep12 |
110620 |
99.250 |
99.270 |
99.210 |
99.250 |
+0.005 |
486,061 |
924,731 |
+23,124 |
Dec12 |
110620 |
99.055 |
99.075 |
98.995 |
99.055 |
+0.005 |
344,155 |
681,455 |
-1,101 |
Mar13 |
110620 |
98.845 |
98.875 |
98.790 |
98.845 |
unch |
270,812 |
484,501 |
+976 |
Jun13 |
110620 |
98.605 |
98.645 |
98.555 |
98.605 |
-0.005 |
250,093 |
319,120 |
+12,560 |
Sep13 |
110620 |
98.370 |
98.410 |
98.315 |
98.360 |
-0.005 |
148,658 |
299,928 |
-1,890 |
Dec13 |
110620 |
98.110 |
98.160 |
98.065 |
98.105 |
-0.005 |
114,300 |
249,039 |
-4,314 |
Mar14 |
110620 |
97.865 |
97.915 |
97.820 |
97.855 |
-0.010 |
102,271 |
216,166 |
-983 |
Jun14 |
110620 |
97.620 |
97.665 |
97.570 |
97.605 |
-0.010 |
75,719 |
159,094 |
+797 |
Sep14 |
110620 |
97.370 |
97.425 |
97.305 |
97.360 |
-0.010 |
34,953 |
90,360 |
+5,644 |
Dec14 |
110620 |
97.110 |
97.175 |
97.075 |
97.105 |
-0.010 |
28,504 |
84,329 |
+43 |
Mar15 |
110620 |
96.930 |
96.955 |
96.855 |
96.885 |
-0.010 |
32,273 |
78,358 |
-2,188 |
Jun15 |
110620 |
4.955 |
4.985 |
4.885 |
4.915 |
-0.010 |
19,949 |
60,274 |
-1,400 |
Sep15 |
110620 |
4.745 |
4.780 |
4.680 |
4.705 |
-0.010 |
12,339 |
54,289 |
-710 |
Dec15 |
110620 |
4.520 |
4.580 |
4.485 |
4.505 |
-0.010 |
17,416 |
47,876 |
-2,351 |
Total Volume and Open Interest |
4,472,256 |
9,873,578 |
-70,959 |
30 Day Federal Funds(CBOT) |
Jun11 |
110620 |
99.900 |
99.900 |
99.897 |
99.897 |
unch |
7,385 |
60,013 |
+3,480 |
Jul11 |
110620 |
99.890 |
99.895 |
99.885 |
99.890 |
unch |
9,469 |
58,502 |
-663 |
Aug11 |
110620 |
99.875 |
99.880 |
99.870 |
99.875 |
unch |
7,070 |
54,581 |
+632 |
Sep11 |
110620 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
7,425 |
44,206 |
+83 |
Oct11 |
110620 |
99.850 |
99.855 |
99.850 |
99.850 |
unch |
4,431 |
52,554 |
+542 |
Nov11 |
110620 |
99.840 |
99.845 |
99.840 |
99.840 |
unch |
3,779 |
52,163 |
-10 |
Total Volume and Open Interest |
89,972 |
750,527 |
+4,043 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110613 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110620 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110620 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110620 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Sep12 |
110620 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110620 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Mar13 |
110620 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Jun13 |
110620 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Sep13 |
110620 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Dec13 |
110620 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
50 |
125 |
+50 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110620 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
51 |
1,252 |
+51 |
Dec11 |
110620 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
40 |
1,392 |
+30 |
Mar12 |
110620 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
1,708 |
2,285 |
-909 |
Jun12 |
110620 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,554 |
+0 |
Sep12 |
110620 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110620 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
24 |
+0 |
Mar13 |
110620 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1 |
+0 |
Jun13 |
110620 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
1,799 |
6,919 |
-828 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110616 |
140.67 |
141.09 |
140.67 |
141.03 |
+0.42 |
2,173 |
21,567 |
+187 |
Dec11 |
110620 |
139.34 |
139.34 |
139.34 |
139.34 |
+0.03 |
0 |
1 |
+0 |
Mar12 |
110620 |
137.25 |
137.25 |
137.25 |
137.25 |
+0.03 |
|
|
|
Total Volume and Open Interest |
2,508 |
21,628 |
+474 |
Euro-Bund(EUREX) |
Sep11 |
110620 |
126.30 |
126.59 |
125.98 |
126.15 |
+0.08 |
1,502,411 |
1,096,190 |
+144,027 |
Dec11 |
110620 |
125.15 |
125.25 |
124.84 |
124.93 |
+0.08 |
145 |
231 |
+13 |
Mar12 |
110620 |
124.86 |
124.86 |
124.86 |
124.86 |
+0.08 |
|
|
|
Total Volume and Open Interest |
1,502,556 |
1,096,421 |
+144,040 |
Euro-Bobl(EUREX) |
Sep11 |
110617 |
117.52 |
117.55 |
117.02 |
117.13 |
+0.42 |
377,480 |
824,416 |
-12,918 |
Dec11 |
110620 |
116.22 |
116.22 |
116.22 |
116.22 |
+0.05 |
0 |
521 |
+0 |
Mar12 |
110620 |
116.22 |
116.22 |
116.22 |
116.22 |
+0.05 |
|
|
|
Total Volume and Open Interest |
934,010 |
850,631 |
+36,519 |
3-Mth Euribor(EUREX) |
Jun11 |
110613 |
98.530 |
98.530 |
98.530 |
98.530 |
+0.005 |
299 |
4,770 |
+0 |
Sep11 |
110620 |
98.280 |
98.280 |
98.280 |
98.280 |
+0.010 |
34 |
2,433 |
+22 |
Dec11 |
110620 |
98.160 |
98.160 |
98.160 |
98.160 |
-0.005 |
203 |
1,147 |
-200 |
Total Volume and Open Interest |
348 |
6,514 |
-103 |
Long Gilt(LIFFE) |
Jun11 |
110620 |
123~03 |
123~03 |
122~25 |
122~25 |
-0~02 |
6,001 |
11,656 |
+0 |
Sep11 |
110620 |
121~26 |
121~32 |
121~12 |
121~17 |
-0~02 |
154,724 |
341,391 |
-11,848 |
Total Volume and Open Interest |
160,725 |
353,047 |
-11,848 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110620 |
99.10 |
99.11 |
99.09 |
99.11 |
+0.01 |
133,691 |
450,944 |
-8,978 |
Dec11 |
110620 |
99.03 |
99.04 |
99.03 |
99.04 |
+0.02 |
112,890 |
442,498 |
-17,999 |
Mar12 |
110620 |
98.95 |
98.96 |
98.94 |
98.95 |
+0.02 |
97,786 |
429,983 |
+5,801 |
Jun12 |
110620 |
98.85 |
98.86 |
98.82 |
98.84 |
+0.02 |
122,549 |
322,185 |
-4,970 |
Sep12 |
110620 |
98.72 |
98.72 |
98.68 |
98.70 |
+0.02 |
118,025 |
261,311 |
+13,830 |
Dec12 |
110620 |
98.54 |
98.54 |
98.49 |
98.51 |
+0.01 |
103,896 |
226,541 |
+12,963 |
Total Volume and Open Interest |
832,373 |
2,504,021 |
+1,824 |
3-Mth Euribor(LIFFE) |
Sep11 |
110620 |
98.270 |
98.285 |
98.260 |
98.280 |
+0.010 |
265,637 |
723,720 |
-23,013 |
Dec11 |
110620 |
98.160 |
98.190 |
98.150 |
98.160 |
-0.005 |
218,980 |
561,859 |
-722 |
Mar12 |
110620 |
98.110 |
98.150 |
98.085 |
98.100 |
-0.005 |
214,751 |
542,717 |
+3,436 |
Total Volume and Open Interest |
1,427,988 |
3,410,244 |
-5,129 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110620 |
95.06 |
95.09 |
95.02 |
95.09 |
+0.03 |
56,824 |
303,376 |
-3,239 |
Dec11 |
110620 |
95.05 |
95.09 |
94.99 |
95.08 |
+0.03 |
57,157 |
270,500 |
+11,456 |
Mar12 |
110620 |
95.04 |
95.07 |
94.97 |
95.06 |
+0.03 |
24,229 |
119,722 |
+6,515 |
Jun12 |
110620 |
95.01 |
95.05 |
94.95 |
95.04 |
+0.03 |
10,622 |
81,929 |
+4,917 |
Sep12 |
110620 |
94.99 |
95.02 |
94.94 |
95.02 |
+0.04 |
3,082 |
52,109 |
+505 |
Dec12 |
110620 |
94.94 |
94.98 |
94.88 |
94.98 |
+0.04 |
1,171 |
37,343 |
-322 |
Mar13 |
110620 |
94.89 |
94.96 |
94.89 |
94.96 |
+0.04 |
1,417 |
24,202 |
+417 |
Jun13 |
110620 |
94.84 |
94.93 |
94.84 |
94.93 |
+0.04 |
351 |
6,250 |
+291 |
Sep13 |
110620 |
94.89 |
94.90 |
94.89 |
94.90 |
+0.05 |
20 |
1,588 |
+2 |
Dec13 |
110620 |
94.78 |
94.86 |
94.77 |
94.86 |
+0.04 |
4 |
1,268 |
+4 |
Total Volume and Open Interest |
154,877 |
898,294 |
+20,546 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110620 |
94.88 |
94.94 |
94.84 |
94.93 |
+0.05 |
55,522 |
411,554 |
-2,527 |
Dec11 |
110620 |
94.93 |
94.93 |
94.93 |
94.93 |
+0.05 |
|
|
|
Total Volume and Open Interest |
55,522 |
411,554 |
-2,527 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110620 |
95.30 |
95.34 |
95.24 |
95.34 |
+0.04 |
221,971 |
695,077 |
+7,273 |
Dec11 |
110620 |
95.34 |
95.34 |
95.34 |
95.34 |
+0.04 |
|
|
|
Total Volume and Open Interest |
221,971 |
695,077 |
+7,273 |
Gold(CMX) |
Jun11 |
110620 |
1536.0 |
1545.0 |
1535.2 |
1541.5 |
+2.9 |
164 |
1,199 |
-84 |
Aug11 |
110620 |
1541.3 |
1548.2 |
1533.6 |
1542.0 |
+2.9 |
113,355 |
333,082 |
+549 |
Oct11 |
110620 |
1540.2 |
1548.4 |
1535.0 |
1543.1 |
+2.9 |
1,093 |
11,915 |
+314 |
Dec11 |
110620 |
1541.6 |
1550.5 |
1536.2 |
1544.3 |
+3.0 |
10,729 |
65,597 |
-4,857 |
Feb12 |
110620 |
1543.4 |
1548.3 |
1541.3 |
1545.6 |
+3.0 |
190 |
9,113 |
+19 |
Apr12 |
110620 |
1546.0 |
1548.9 |
1541.7 |
1547.2 |
+3.0 |
656 |
6,450 |
+500 |
Jun12 |
110620 |
1547.9 |
1548.7 |
1547.9 |
1548.7 |
+3.0 |
156 |
13,225 |
-66 |
Aug12 |
110620 |
1548.0 |
1550.7 |
1548.0 |
1550.7 |
+3.1 |
7 |
4,509 |
+5 |
Oct12 |
110620 |
1552.8 |
1552.8 |
1552.8 |
1552.8 |
+3.1 |
0 |
4,089 |
+0 |
Dec12 |
110620 |
1553.0 |
1558.8 |
1551.1 |
1555.3 |
+3.0 |
67 |
12,395 |
+2 |
Feb13 |
110620 |
1558.2 |
1558.2 |
1558.2 |
1558.2 |
+2.9 |
10 |
394 |
+10 |
Apr13 |
110620 |
1555.8 |
1562.2 |
1555.3 |
1561.6 |
+3.0 |
0 |
51 |
+0 |
Total Volume and Open Interest |
129,415 |
501,089 |
-2,643 |
Silver(CMX) |
Jul11 |
110620 |
3599.0 |
3620.0 |
3526.0 |
3607.1 |
+32.3 |
50,531 |
37,925 |
-2,099 |
Sep11 |
110620 |
3599.5 |
3620.0 |
3528.0 |
3608.4 |
+32.5 |
8,791 |
30,895 |
+862 |
Dec11 |
110620 |
3610.0 |
3613.0 |
3530.0 |
3609.8 |
+32.6 |
3,276 |
22,773 |
+307 |
Mar12 |
110620 |
3607.5 |
3607.5 |
3607.5 |
3607.5 |
+32.9 |
344 |
4,335 |
+162 |
May12 |
110620 |
3604.8 |
3604.8 |
3604.8 |
3604.8 |
+33.1 |
26 |
1,300 |
+11 |
Jul12 |
110620 |
3602.3 |
3602.3 |
3602.3 |
3602.3 |
+33.1 |
23 |
1,793 |
+11 |
Sep12 |
110620 |
3599.9 |
3599.9 |
3599.9 |
3599.9 |
+32.9 |
0 |
207 |
+0 |
Total Volume and Open Interest |
63,341 |
117,811 |
-734 |
Platinum(NYMEX) |
Jul11 |
110620 |
1753.2 |
1768.0 |
1727.1 |
1730.5 |
-21.6 |
9,176 |
21,365 |
-1,390 |
Oct11 |
110620 |
1757.1 |
1770.3 |
1731.0 |
1733.6 |
-21.9 |
1,319 |
13,572 |
+550 |
Jan12 |
110620 |
1748.0 |
1748.0 |
1736.9 |
1736.9 |
-21.9 |
35 |
389 |
+30 |
Apr12 |
110620 |
1739.4 |
1739.4 |
1739.4 |
1739.4 |
-21.9 |
1 |
70 |
+1 |
Total Volume and Open Interest |
10,531 |
35,406 |
-809 |
Palladium(NYMEX) |
Jun11 |
110620 |
735.00 |
746.50 |
735.00 |
746.50 |
+2.80 |
37 |
360 |
+10 |
Sep11 |
110620 |
743.80 |
751.00 |
733.10 |
748.20 |
+2.80 |
5,056 |
19,477 |
-562 |
Dec11 |
110620 |
738.35 |
749.40 |
738.35 |
749.40 |
+2.80 |
22 |
683 |
+6 |
Total Volume and Open Interest |
5,116 |
20,535 |
-545 |
Copper(CMX) |
Jul11 |
110620 |
410.25 |
411.00 |
400.50 |
407.35 |
-2.85 |
41,857 |
35,866 |
+1,204 |
Sep11 |
110620 |
412.25 |
412.80 |
402.40 |
409.25 |
-2.85 |
7,018 |
56,796 |
-470 |
Dec11 |
110620 |
410.15 |
411.55 |
405.00 |
411.10 |
-2.90 |
1,040 |
24,426 |
+394 |
Mar12 |
110620 |
408.10 |
412.10 |
408.10 |
412.10 |
-2.90 |
206 |
8,524 |
-1 |
May12 |
110620 |
412.30 |
412.30 |
412.30 |
412.30 |
-2.90 |
0 |
1,621 |
+0 |
Total Volume and Open Interest |
50,653 |
133,029 |
+1,139 |
DJIA Index(CBOT) |
Sep11 |
110620 |
11912 |
12025 |
11854 |
12013 |
+75 |
1,046 |
6,960 |
+371 |
Dec11 |
110620 |
11944 |
11944 |
11865 |
11944 |
+79 |
3 |
85 |
-1 |
Mar12 |
110620 |
11885 |
11885 |
11806 |
11885 |
+79 |
|
|
|
Jun12 |
110620 |
11818 |
11818 |
11739 |
11818 |
+79 |
|
|
|
Total Volume and Open Interest |
1,741 |
28,075 |
|
Mini DJIA Index(CBOT) |
Jun11 |
110617 |
11968 |
12078 |
11927 |
12047 |
+80 |
34,294 |
49,515 |
-5,412 |
Sep11 |
110620 |
11924 |
12032 |
11851 |
12013 |
+75 |
167,367 |
77,162 |
+11,795 |
Dec11 |
110620 |
11831 |
11952 |
11804 |
11944 |
+79 |
6 |
220 |
-1 |
Mar12 |
110620 |
11885 |
11885 |
11885 |
11885 |
+79 |
0 |
10 |
+0 |
Total Volume and Open Interest |
191,338 |
123,171 |
+8,058 |
S & P 500(CME) |
Sep11 |
110620 |
1265.00 |
1275.20 |
1256.20 |
1273.80 |
+7.80 |
27,324 |
250,793 |
+4,416 |
Dec11 |
110620 |
1260.50 |
1268.60 |
1256.10 |
1268.40 |
+7.80 |
2,746 |
10,470 |
+2,728 |
Mar12 |
110620 |
1262.90 |
1263.10 |
1250.60 |
1262.90 |
+7.80 |
0 |
4 |
+0 |
Jun12 |
110620 |
1257.90 |
1258.10 |
1245.60 |
1257.90 |
+7.80 |
0 |
5 |
+0 |
Total Volume and Open Interest |
51,372 |
382,836 |
-7,334 |
S & P 500 E-Mini(Globex) |
Sep11 |
110620 |
1265.00 |
1275.25 |
1256.25 |
1273.75 |
+7.75 |
3,263,670 |
2,557,724 |
+85,408 |
Dec11 |
110620 |
1262.00 |
1269.50 |
1252.50 |
1268.50 |
+8.00 |
914 |
6,690 |
+684 |
Total Volume and Open Interest |
3,671,686 |
3,543,245 |
-55,820 |
NASDAQ 100(CME) |
Sep11 |
110620 |
2185.30 |
2207.00 |
2174.80 |
2200.00 |
+9.70 |
1,552 |
5,301 |
+552 |
Dec11 |
110620 |
2196.00 |
2198.00 |
2196.00 |
2196.00 |
+9.70 |
0 |
2 |
+0 |
Mar12 |
110620 |
2193.50 |
2193.50 |
2191.80 |
2193.50 |
+9.70 |
|
|
|
Total Volume and Open Interest |
2,492 |
22,669 |
+1,275 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110620 |
2189.50 |
2207.00 |
2174.00 |
2200.00 |
+9.70 |
360,888 |
273,581 |
+16,029 |
Dec11 |
110620 |
2175.00 |
2200.50 |
2175.00 |
2196.00 |
+9.70 |
8 |
25 |
+1 |
Total Volume and Open Interest |
405,860 |
418,178 |
+9,263 |
S & P Midcap 400(CME) |
Sep11 |
110620 |
939.60 |
944.00 |
939.00 |
939.60 |
+9.20 |
0 |
633 |
-29 |
Dec11 |
110620 |
938.60 |
938.60 |
936.50 |
938.60 |
+9.60 |
|
|
|
Mar12 |
110620 |
936.60 |
936.60 |
934.50 |
936.60 |
+9.60 |
|
|
|
Total Volume and Open Interest |
364 |
3,503 |
+645 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110620 |
9360 |
9445 |
9345 |
9445 |
+65 |
8,136 |
28,450 |
+434 |
Dec11 |
110620 |
9270 |
9425 |
9270 |
9425 |
+65 |
0 |
2 |
+0 |
Total Volume and Open Interest |
8,136 |
28,452 |
+434 |
Nikkei 225(SGX) |
Sep11 |
110620 |
9335 |
9415 |
9295 |
9360 |
+15 |
91,987 |
161,358 |
+4,401 |
Dec11 |
110620 |
9265 |
9345 |
9265 |
9300 |
+20 |
17 |
6,791 |
+4 |
Mar12 |
110620 |
9300 |
9300 |
9300 |
9300 |
+20 |
0 |
10 |
+0 |
Total Volume and Open Interest |
92,445 |
179,376 |
+4,566 |
CAC 40(EURONEXT) |
Jul11 |
110620 |
3786.0 |
3808.0 |
3744.0 |
3801.0 |
-19.5 |
110,871 |
303,751 |
+45,824 |
Aug11 |
110620 |
3782.5 |
3805.0 |
3754.0 |
3805.0 |
-20.0 |
17 |
21 |
+16 |
Sep11 |
110620 |
3780.5 |
3807.0 |
3752.5 |
3806.0 |
-20.0 |
5,513 |
18,531 |
+3,380 |
Total Volume and Open Interest |
342,054 |
509,739 |
-94,797 |
Hang Seng Index(HKFE) |
Jun11 |
110620 |
21696 |
21874 |
21485 |
21622 |
+16 |
74,624 |
96,872 |
+1,039 |
Jul11 |
110620 |
21719 |
21879 |
21496 |
21618 |
+6 |
1,469 |
4,052 |
+447 |
Total Volume and Open Interest |
76,833 |
106,264 |
+1,776 |
DAX(EUREX) |
Jun11 |
110617 |
7076.5 |
7203.5 |
7036.0 |
7203.5 |
+96.5 |
251,111 |
90,589 |
-25,846 |
Sep11 |
110620 |
7138.0 |
7195.0 |
7086.0 |
7179.5 |
-22.0 |
91,049 |
123,613 |
+12,564 |
Dec11 |
110620 |
7160.5 |
7220.0 |
7125.0 |
7208.0 |
-22.5 |
22,878 |
7,391 |
+1,065 |
Total Volume and Open Interest |
308,012 |
202,593 |
-5,371 |
FT-SE 100(EURONEXT) |
Sep11 |
110620 |
5660.00 |
5674.50 |
5610.00 |
5659.50 |
-21.50 |
169,897 |
624,839 |
+64,381 |
Dec11 |
110620 |
5638.50 |
5638.50 |
5635.00 |
5635.00 |
-23.00 |
201 |
680 |
+133 |
Mar12 |
110620 |
5572.50 |
5598.50 |
5572.50 |
5598.50 |
-21.00 |
0 |
150 |
+0 |
Total Volume and Open Interest |
408,474 |
727,189 |
-12,012 |
SPI 200(SFE) |
Jun11 |
110617 |
4517.5 |
4517.5 |
4517.5 |
4517.5 |
-0.5 |
19,344 |
54,828 |
-132,003 |
Sep11 |
110620 |
4476.0 |
4510.0 |
4434.0 |
4449.0 |
-30.0 |
41,266 |
196,164 |
+8,994 |
Dec11 |
110620 |
4469.0 |
4469.0 |
4469.0 |
4469.0 |
-27.0 |
136 |
4,733 |
+70 |
Total Volume and Open Interest |
41,533 |
243,719 |
-6,555 |
GSCI(CME) |
Jul11 |
110620 |
9.14 |
12.39 |
9.14 |
11.44 |
-0.20 |
231 |
10,185 |
-36 |
Aug11 |
110620 |
12.74 |
13.64 |
10.64 |
12.74 |
+0.10 |
2 |
2 |
+0 |
Sep11 |
110620 |
13.14 |
13.64 |
10.64 |
13.14 |
+0.75 |
2 |
0 |
+0 |
Total Volume and Open Interest |
235 |
10,187 |
-36 |
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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