|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed June 22, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110622 |
1348.75 |
1351.75 |
1320.50 |
1330.25 |
-18.50 |
57,969 |
119,222 |
-3,282 |
Aug11 |
110622 |
1348.50 |
1351.25 |
1321.00 |
1331.00 |
-17.75 |
9,412 |
46,958 |
+1,029 |
Sep11 |
110622 |
1347.50 |
1350.00 |
1320.25 |
1329.00 |
-18.00 |
2,439 |
22,389 |
+266 |
Nov11 |
110622 |
1350.25 |
1353.75 |
1323.75 |
1332.50 |
-17.25 |
45,235 |
293,866 |
+935 |
Jan12 |
110622 |
1360.25 |
1362.00 |
1333.75 |
1342.25 |
-17.25 |
2,773 |
37,738 |
+673 |
Mar12 |
110622 |
1363.25 |
1363.25 |
1339.25 |
1346.25 |
-17.00 |
1,240 |
21,648 |
+165 |
May12 |
110622 |
1363.75 |
1364.00 |
1337.25 |
1344.50 |
-17.75 |
1,672 |
24,777 |
+478 |
Total Volume and Open Interest |
121,959 |
595,575 |
+350 |
Soybean Meal(CBOT) |
Jul11 |
110622 |
352.40 |
353.10 |
345.00 |
347.10 |
-4.60 |
23,813 |
47,075 |
-3,828 |
Aug11 |
110622 |
353.40 |
353.40 |
345.90 |
347.90 |
-3.80 |
6,426 |
47,150 |
+599 |
Sep11 |
110622 |
350.80 |
351.80 |
344.40 |
346.00 |
-3.80 |
2,499 |
22,071 |
+0 |
Oct11 |
110622 |
348.70 |
349.00 |
342.00 |
343.20 |
-3.70 |
1,338 |
16,292 |
-85 |
Dec11 |
110622 |
348.10 |
349.90 |
342.70 |
344.30 |
-3.40 |
12,627 |
66,966 |
+278 |
Jan12 |
110622 |
349.30 |
350.40 |
344.60 |
345.90 |
-3.40 |
273 |
6,118 |
+101 |
Mar12 |
110622 |
350.90 |
351.60 |
347.00 |
347.60 |
-3.30 |
182 |
3,585 |
+82 |
May12 |
110622 |
349.50 |
351.00 |
346.00 |
346.70 |
-3.20 |
120 |
5,182 |
-5 |
Total Volume and Open Interest |
47,350 |
219,689 |
-2,863 |
Soybean Oil(CBOT) |
Jul11 |
110622 |
56.55 |
56.61 |
55.57 |
56.15 |
-0.45 |
36,076 |
78,546 |
-6,412 |
Aug11 |
110622 |
56.84 |
56.86 |
55.76 |
56.37 |
-0.47 |
9,467 |
36,520 |
-967 |
Sep11 |
110622 |
57.12 |
57.14 |
56.07 |
56.65 |
-0.47 |
5,282 |
32,732 |
+784 |
Oct11 |
110622 |
57.37 |
57.43 |
56.40 |
56.93 |
-0.47 |
1,584 |
16,137 |
-223 |
Dec11 |
110622 |
57.92 |
57.98 |
56.90 |
57.50 |
-0.45 |
25,169 |
134,826 |
+3,196 |
Jan12 |
110622 |
58.06 |
58.22 |
57.20 |
57.76 |
-0.46 |
376 |
13,019 |
+55 |
Mar12 |
110622 |
58.59 |
58.59 |
57.60 |
58.11 |
-0.46 |
88 |
9,391 |
+41 |
May12 |
110622 |
58.43 |
58.70 |
57.71 |
58.26 |
-0.44 |
40 |
5,870 |
-8 |
Total Volume and Open Interest |
78,121 |
330,643 |
-3,517 |
Canola(WCE) |
Jul11 |
110622 |
579.0 |
580.6 |
569.6 |
573.2 |
-6.5 |
2,429 |
25,768 |
-2,692 |
Nov11 |
110622 |
582.5 |
582.5 |
567.0 |
572.8 |
-9.3 |
3,459 |
118,390 |
+730 |
Jan12 |
110622 |
584.6 |
584.6 |
576.8 |
579.7 |
-9.4 |
124 |
12,499 |
+76 |
Mar12 |
110622 |
587.2 |
587.2 |
585.8 |
585.8 |
-9.6 |
20 |
4,272 |
+7 |
May12 |
110622 |
591.3 |
591.8 |
590.0 |
591.8 |
-7.3 |
1 |
1,870 |
+1 |
Total Volume and Open Interest |
6,035 |
165,981 |
-1,877 |
Corn(CBOT) |
Jul11 |
110622 |
709.00 |
714.00 |
677.50 |
677.50 |
-30.00 |
132,757 |
311,374 |
-16,785 |
Sep11 |
110622 |
703.25 |
707.50 |
672.25 |
672.25 |
-30.00 |
58,710 |
345,694 |
+7,382 |
Dec11 |
110622 |
681.25 |
685.00 |
650.25 |
650.25 |
-30.00 |
79,343 |
504,732 |
+3,459 |
Mar12 |
110622 |
693.00 |
696.00 |
662.50 |
662.50 |
-30.00 |
5,929 |
91,908 |
+168 |
May12 |
110622 |
699.50 |
701.75 |
668.00 |
669.00 |
-29.00 |
2,840 |
21,383 |
+561 |
Jul12 |
110622 |
705.50 |
707.25 |
675.50 |
675.50 |
-30.00 |
4,346 |
56,456 |
+67 |
Total Volume and Open Interest |
289,221 |
1,427,434 |
-4,587 |
Wheat(CBOT) |
Jul11 |
110622 |
674.25 |
681.25 |
617.25 |
638.25 |
-36.00 |
34,631 |
80,255 |
-5,318 |
Sep11 |
110622 |
707.50 |
711.00 |
650.25 |
673.25 |
-32.25 |
25,666 |
150,691 |
+2,592 |
Dec11 |
110622 |
755.00 |
757.50 |
698.75 |
719.50 |
-34.75 |
18,979 |
115,176 |
+1,557 |
Mar12 |
110622 |
794.00 |
795.75 |
738.00 |
755.25 |
-38.25 |
2,901 |
35,869 |
+396 |
May12 |
110622 |
799.25 |
799.25 |
758.25 |
774.00 |
-32.25 |
613 |
9,896 |
+225 |
Total Volume and Open Interest |
86,488 |
454,632 |
-440 |
Wheat(KCBT) |
Jul11 |
110622 |
803.50 |
809.75 |
753.75 |
770.00 |
-33.50 |
16,577 |
29,274 |
-2,757 |
Sep11 |
110622 |
822.25 |
828.25 |
772.75 |
788.75 |
-32.75 |
11,197 |
65,585 |
+1,635 |
Dec11 |
110622 |
847.00 |
852.75 |
798.50 |
814.00 |
-32.00 |
3,838 |
51,354 |
+1,202 |
Mar12 |
110622 |
859.75 |
864.50 |
812.75 |
826.50 |
-32.25 |
725 |
10,399 |
+373 |
May12 |
110622 |
850.00 |
850.00 |
824.00 |
832.50 |
-26.50 |
24 |
1,550 |
-6 |
Total Volume and Open Interest |
32,572 |
172,403 |
+411 |
Wheat(MGE) |
Jul11 |
110622 |
902.50 |
902.75 |
843.00 |
860.50 |
-42.25 |
941 |
6,061 |
-132 |
Sep11 |
110622 |
887.25 |
888.50 |
832.50 |
851.50 |
-33.75 |
2,106 |
23,304 |
+539 |
Dec11 |
110622 |
887.75 |
890.75 |
835.00 |
852.50 |
-35.00 |
1,044 |
18,573 |
-13 |
Mar12 |
110622 |
898.25 |
900.25 |
847.00 |
863.50 |
-34.75 |
214 |
4,105 |
+70 |
May12 |
110622 |
894.00 |
894.00 |
858.75 |
866.50 |
-36.75 |
123 |
2,020 |
+96 |
Total Volume and Open Interest |
4,616 |
60,822 |
+583 |
Oats(CBOT) |
Jul11 |
110622 |
357.25 |
357.50 |
340.00 |
352.00 |
-1.50 |
842 |
3,486 |
-99 |
Sep11 |
110622 |
362.00 |
365.25 |
347.75 |
359.00 |
-2.50 |
191 |
3,272 |
+59 |
Dec11 |
110622 |
372.25 |
373.75 |
355.00 |
365.00 |
-6.00 |
558 |
5,660 |
+97 |
Mar12 |
110622 |
379.25 |
383.00 |
368.50 |
377.00 |
-6.00 |
0 |
44 |
+0 |
Total Volume and Open Interest |
1,591 |
12,491 |
+57 |
Rough Rice(CBOT) |
Jul11 |
110622 |
13.81 |
13.93 |
13.58 |
13.60 |
-0.21 |
872 |
6,270 |
-431 |
Sep11 |
110622 |
14.82 |
14.97 |
14.59 |
14.62 |
-0.23 |
670 |
7,778 |
+264 |
Nov11 |
110622 |
15.15 |
15.30 |
14.92 |
14.95 |
-0.22 |
184 |
3,932 |
+101 |
Jan12 |
110622 |
15.44 |
15.55 |
15.27 |
15.27 |
-0.21 |
3 |
310 |
-1 |
Total Volume and Open Interest |
1,729 |
18,591 |
-67 |
Live Cattle(CME) |
Jun11 |
110622 |
112.550 |
113.330 |
111.000 |
111.285 |
-1.915 |
2,432 |
7,135 |
-1,171 |
Aug11 |
110622 |
112.980 |
113.500 |
111.285 |
111.700 |
-1.450 |
21,766 |
141,703 |
-1,252 |
Oct11 |
110622 |
118.500 |
119.050 |
117.400 |
117.885 |
-1.065 |
10,143 |
79,151 |
+1,699 |
Dec11 |
110622 |
121.900 |
122.500 |
120.750 |
121.250 |
-1.000 |
6,998 |
59,562 |
+194 |
Feb12 |
110622 |
123.400 |
123.900 |
122.250 |
122.800 |
-1.100 |
3,223 |
20,558 |
+373 |
Apr12 |
110622 |
124.980 |
125.400 |
123.885 |
124.385 |
-1.265 |
1,083 |
9,397 |
+131 |
Total Volume and Open Interest |
46,034 |
321,368 |
+42 |
Feeder Cattle(CME) |
Aug11 |
110622 |
137.575 |
138.850 |
136.485 |
138.000 |
+0.175 |
3,383 |
20,850 |
+344 |
Sep11 |
110622 |
138.035 |
139.450 |
137.050 |
138.400 |
+0.050 |
570 |
5,891 |
+14 |
Oct11 |
110622 |
138.050 |
139.485 |
137.300 |
138.900 |
unch |
729 |
4,699 |
-107 |
Nov11 |
110622 |
138.435 |
139.900 |
137.800 |
139.400 |
-0.100 |
427 |
2,483 |
-28 |
Jan12 |
110622 |
138.450 |
139.000 |
136.800 |
137.950 |
-0.250 |
142 |
1,254 |
+11 |
Mar12 |
110622 |
137.000 |
138.300 |
136.500 |
137.575 |
-0.725 |
43 |
146 |
+11 |
Apr12 |
110622 |
136.550 |
136.700 |
136.535 |
136.700 |
unch |
22 |
45 |
+13 |
Total Volume and Open Interest |
5,319 |
35,389 |
+260 |
Lean Hogs(CME) |
Jul11 |
110622 |
98.750 |
98.900 |
97.500 |
98.285 |
-0.715 |
11,721 |
20,909 |
-1,185 |
Aug11 |
110622 |
97.750 |
98.050 |
96.385 |
97.330 |
-0.650 |
13,528 |
78,736 |
+1,195 |
Oct11 |
110622 |
89.600 |
90.150 |
88.800 |
89.700 |
-0.300 |
7,139 |
48,640 |
+1,687 |
Dec11 |
110622 |
86.930 |
87.250 |
85.830 |
86.500 |
-0.500 |
4,275 |
40,757 |
+1,202 |
Feb12 |
110622 |
88.750 |
89.135 |
87.900 |
88.385 |
-0.765 |
2,398 |
14,726 |
+1,176 |
Apr12 |
110622 |
89.950 |
90.135 |
89.150 |
89.900 |
-0.280 |
639 |
6,612 |
+355 |
May12 |
110622 |
94.000 |
94.100 |
93.200 |
93.500 |
-0.400 |
63 |
408 |
+46 |
Jun12 |
110622 |
96.200 |
96.250 |
95.500 |
95.700 |
-0.750 |
230 |
4,306 |
+161 |
Total Volume and Open Interest |
40,247 |
216,804 |
+4,810 |
Class III Milk(CME) |
Jun11 |
110622 |
19.12 |
19.14 |
19.12 |
19.14 |
unch |
183 |
5,026 |
+42 |
Jul11 |
110622 |
20.09 |
20.14 |
19.82 |
19.92 |
-0.15 |
333 |
5,890 |
+398 |
Aug11 |
110622 |
19.30 |
19.33 |
19.05 |
19.12 |
-0.15 |
231 |
5,220 |
+94 |
Sep11 |
110622 |
18.53 |
18.58 |
18.39 |
18.41 |
-0.10 |
123 |
4,802 |
-5 |
Oct11 |
110622 |
17.86 |
17.88 |
17.71 |
17.77 |
-0.08 |
52 |
3,757 |
+18 |
Total Volume and Open Interest |
1,019 |
35,230 |
+593 |
Cocoa(ICE) |
Jul11 |
110622 |
3027 |
3054 |
3015 |
3040 |
+13 |
163 |
204 |
-73 |
Sep11 |
110622 |
3031 |
3058 |
2984 |
3041 |
+15 |
6,887 |
69,115 |
+329 |
Dec11 |
110622 |
3075 |
3083 |
3015 |
3068 |
+16 |
2,407 |
36,734 |
-48 |
Mar12 |
110622 |
3086 |
3118 |
3050 |
3105 |
+17 |
1,424 |
29,850 |
+47 |
May12 |
110622 |
3085 |
3113 |
3057 |
3103 |
+17 |
207 |
8,698 |
+160 |
Jul12 |
110622 |
3106 |
3115 |
3103 |
3106 |
+18 |
54 |
3,627 |
+49 |
Sep12 |
110622 |
3112 |
3112 |
3111 |
3112 |
+20 |
12 |
6,194 |
+1 |
Total Volume and Open Interest |
11,165 |
161,292 |
+475 |
Coffee "C"(ICE) |
Jul11 |
110622 |
244.90 |
245.85 |
242.30 |
243.75 |
+0.25 |
8,411 |
5,055 |
-5,364 |
Sep11 |
110622 |
248.40 |
249.10 |
244.45 |
246.20 |
-0.75 |
20,449 |
58,925 |
+2,267 |
Dec11 |
110622 |
252.00 |
253.00 |
248.90 |
250.55 |
-0.70 |
3,829 |
29,801 |
+368 |
Mar12 |
110622 |
255.15 |
255.85 |
253.05 |
254.25 |
-0.75 |
2,050 |
7,257 |
+271 |
May12 |
110622 |
257.25 |
257.55 |
255.50 |
256.45 |
-0.80 |
388 |
3,410 |
+139 |
Jul12 |
110622 |
258.00 |
258.15 |
257.15 |
257.15 |
-1.00 |
87 |
1,551 |
+35 |
Total Volume and Open Interest |
35,306 |
108,489 |
-2,073 |
Orange Juice(ICE) |
Jul11 |
110622 |
197.50 |
197.50 |
193.35 |
194.20 |
-0.65 |
1,943 |
8,011 |
-1,479 |
Sep11 |
110622 |
188.65 |
190.25 |
187.40 |
187.75 |
-1.60 |
2,397 |
19,669 |
+1,685 |
Nov11 |
110622 |
183.00 |
183.00 |
180.45 |
181.00 |
-1.30 |
170 |
5,676 |
+45 |
Jan12 |
110622 |
178.00 |
178.20 |
176.90 |
177.15 |
-1.15 |
28 |
882 |
+22 |
Mar12 |
110622 |
176.65 |
177.15 |
175.80 |
175.80 |
-0.80 |
5 |
186 |
+5 |
May12 |
110622 |
174.20 |
174.20 |
174.20 |
174.20 |
-1.10 |
9 |
157 |
+0 |
Total Volume and Open Interest |
4,552 |
34,645 |
+278 |
Sugar #11(ICE) |
Jul11 |
110622 |
27.30 |
27.35 |
26.93 |
27.23 |
-0.26 |
39,428 |
83,066 |
-9,972 |
Oct11 |
110622 |
26.10 |
26.12 |
25.60 |
26.00 |
-0.26 |
64,628 |
282,179 |
+5,030 |
Mar12 |
110622 |
25.61 |
25.61 |
25.12 |
25.48 |
-0.22 |
18,993 |
117,533 |
+1,794 |
May12 |
110622 |
24.96 |
24.96 |
24.43 |
24.81 |
-0.18 |
5,813 |
36,841 |
+771 |
Jul12 |
110622 |
24.43 |
24.43 |
23.96 |
24.28 |
-0.15 |
5,045 |
56,777 |
+2,020 |
Total Volume and Open Interest |
136,091 |
634,316 |
+487 |
London Cocoa(LCE) |
Jul11 |
110622 |
1879 |
1888 |
1858 |
1884 |
+17 |
2,318 |
56,624 |
-1,410 |
Sep11 |
110622 |
1896 |
1906 |
1874 |
1901 |
+17 |
5,571 |
47,031 |
+128 |
Dec11 |
110622 |
1920 |
1928 |
1898 |
1924 |
+16 |
1,205 |
36,555 |
+138 |
Mar12 |
110622 |
1935 |
1942 |
1913 |
1939 |
+15 |
1,114 |
40,220 |
+126 |
May12 |
110622 |
1942 |
1951 |
1927 |
1950 |
+13 |
146 |
10,349 |
+58 |
Jul12 |
110622 |
1946 |
1962 |
1946 |
1960 |
+14 |
545 |
5,071 |
+469 |
Sep12 |
110622 |
1952 |
1970 |
1952 |
1968 |
+16 |
8 |
3,231 |
-1 |
Total Volume and Open Interest |
10,907 |
207,073 |
-492 |
London Sugar(LCE) |
Aug11 |
110622 |
745.70 |
747.50 |
735.20 |
739.90 |
-3.70 |
3,569 |
23,145 |
-1,386 |
Oct11 |
110622 |
675.40 |
676.10 |
668.60 |
672.20 |
-1.40 |
1,845 |
14,416 |
+611 |
Dec11 |
110622 |
655.70 |
656.90 |
650.90 |
653.40 |
-3.10 |
749 |
5,508 |
-115 |
Mar12 |
110622 |
648.00 |
649.20 |
643.40 |
645.80 |
-2.20 |
1,076 |
5,836 |
+410 |
May12 |
110622 |
640.00 |
640.00 |
634.10 |
634.10 |
-4.60 |
265 |
2,377 |
+182 |
Total Volume and Open Interest |
7,605 |
54,030 |
-198 |
Cotton(ICE) |
Jul11 |
110622 |
156.20 |
161.58 |
156.20 |
161.22 |
+6.49 |
4,516 |
20,623 |
-2,943 |
Oct11 |
110622 |
130.50 |
131.75 |
124.13 |
128.22 |
-2.11 |
25 |
457 |
-8 |
Dec11 |
110622 |
124.00 |
125.45 |
119.22 |
121.45 |
-2.55 |
9,055 |
101,353 |
+2,211 |
Mar12 |
110622 |
117.14 |
118.04 |
112.31 |
114.12 |
-2.76 |
724 |
14,969 |
+16 |
May12 |
110622 |
112.00 |
112.00 |
107.70 |
108.75 |
-2.18 |
142 |
3,608 |
+33 |
Jul12 |
110622 |
106.14 |
108.09 |
103.41 |
104.91 |
-1.74 |
112 |
5,608 |
+1 |
Total Volume and Open Interest |
14,698 |
149,846 |
-679 |
Lumber(CME) |
Jul11 |
110622 |
233.3 |
239.4 |
233.3 |
237.1 |
+4.7 |
566 |
2,365 |
-251 |
Sep11 |
110622 |
240.8 |
252.2 |
240.8 |
250.5 |
+6.6 |
572 |
6,164 |
+168 |
Nov11 |
110622 |
256.8 |
260.5 |
255.5 |
258.5 |
+5.5 |
322 |
1,726 |
+151 |
Jan12 |
110622 |
275.9 |
281.0 |
275.9 |
281.0 |
+5.0 |
52 |
90 |
+8 |
Total Volume and Open Interest |
1,512 |
10,351 |
+76 |
Crude Oil(NYM) |
Aug11 |
110622 |
93.76 |
95.70 |
93.24 |
95.41 |
+1.24 |
277,378 |
326,404 |
+30,868 |
Sep11 |
110622 |
94.05 |
96.21 |
93.74 |
95.92 |
+1.32 |
35,972 |
156,747 |
+826 |
Oct11 |
110622 |
94.49 |
96.65 |
94.18 |
96.35 |
+1.39 |
16,727 |
69,318 |
+143 |
Nov11 |
110622 |
94.62 |
97.05 |
94.62 |
96.78 |
+1.45 |
10,568 |
58,212 |
+76 |
Dec11 |
110622 |
95.33 |
97.41 |
94.95 |
97.15 |
+1.49 |
34,955 |
187,218 |
-1,335 |
Jan12 |
110622 |
95.68 |
97.70 |
95.56 |
97.49 |
+1.53 |
4,381 |
50,092 |
-333 |
Feb12 |
110622 |
95.95 |
97.82 |
95.83 |
97.82 |
+1.56 |
2,019 |
23,755 |
-264 |
Mar12 |
110622 |
96.28 |
98.26 |
95.96 |
98.13 |
+1.58 |
3,856 |
31,377 |
+8 |
Apr12 |
110622 |
97.12 |
98.43 |
97.12 |
98.43 |
+1.60 |
1,298 |
18,451 |
+5 |
May12 |
110622 |
97.90 |
98.71 |
97.90 |
98.71 |
+1.61 |
1,057 |
18,531 |
-117 |
Jun12 |
110622 |
97.05 |
99.20 |
96.81 |
98.97 |
+1.63 |
12,749 |
74,742 |
+1,067 |
Jul12 |
110622 |
98.40 |
99.26 |
98.24 |
99.15 |
+1.63 |
1,664 |
30,491 |
+315 |
Aug12 |
110622 |
99.22 |
99.22 |
99.22 |
99.22 |
+1.62 |
702 |
12,537 |
+47 |
Sep12 |
110622 |
99.27 |
99.27 |
99.27 |
99.27 |
+1.62 |
676 |
14,958 |
-85 |
Oct12 |
110622 |
99.34 |
99.34 |
99.34 |
99.34 |
+1.62 |
440 |
10,263 |
-41 |
Nov12 |
110622 |
99.44 |
99.44 |
99.44 |
99.44 |
+1.62 |
524 |
24,208 |
-29 |
Total Volume and Open Interest |
568,531 |
1,532,568 |
-5,763 |
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 |
110622 |
93.575 |
95.675 |
93.250 |
95.400 |
+1.225 |
7,789 |
2,260 |
+135 |
Sep11 |
110622 |
94.175 |
96.125 |
93.750 |
95.925 |
+1.325 |
326 |
584 |
-73 |
Oct11 |
110622 |
94.500 |
96.350 |
94.500 |
96.350 |
+1.400 |
155 |
269 |
-64 |
Nov11 |
110622 |
96.775 |
96.775 |
96.775 |
96.775 |
+1.450 |
2 |
21 |
+0 |
Dec11 |
110622 |
95.750 |
97.150 |
95.750 |
97.150 |
+1.500 |
7 |
295 |
-5 |
Jan12 |
110622 |
97.500 |
97.500 |
97.500 |
97.500 |
+1.550 |
0 |
6 |
+0 |
Feb12 |
110622 |
97.825 |
97.825 |
97.825 |
97.825 |
+1.575 |
0 |
3 |
+0 |
Mar12 |
110622 |
98.125 |
98.125 |
98.125 |
98.125 |
+1.575 |
0 |
8 |
+0 |
Total Volume and Open Interest |
8,279 |
3,609 |
-2,213 |
Heating Oil(NYM) |
Jul11 |
110622 |
288.76 |
297.16 |
286.94 |
295.49 |
+6.49 |
36,315 |
61,778 |
-6,078 |
Aug11 |
110622 |
290.29 |
298.79 |
288.47 |
297.09 |
+6.47 |
26,999 |
75,617 |
+3,230 |
Sep11 |
110622 |
292.33 |
300.48 |
290.43 |
298.95 |
+6.46 |
9,398 |
45,773 |
+321 |
Oct11 |
110622 |
294.47 |
302.15 |
292.80 |
300.83 |
+6.42 |
3,855 |
19,851 |
+418 |
Nov11 |
110622 |
296.12 |
303.70 |
294.77 |
302.76 |
+6.42 |
3,778 |
20,137 |
+321 |
Dec11 |
110622 |
297.76 |
305.88 |
296.58 |
304.54 |
+6.40 |
8,334 |
35,222 |
-178 |
Jan12 |
110622 |
299.55 |
306.23 |
299.33 |
306.23 |
+6.41 |
1,738 |
17,614 |
+214 |
Feb12 |
110622 |
300.00 |
306.70 |
300.00 |
306.70 |
+6.40 |
911 |
7,155 |
-61 |
Mar12 |
110622 |
299.34 |
305.98 |
299.34 |
305.92 |
+6.32 |
554 |
5,881 |
+75 |
Apr12 |
110622 |
299.38 |
304.02 |
299.20 |
304.02 |
+6.29 |
221 |
2,420 |
+138 |
May12 |
110622 |
297.65 |
302.12 |
297.65 |
302.12 |
+6.22 |
553 |
2,446 |
+229 |
Jun12 |
110622 |
294.90 |
300.97 |
294.20 |
300.97 |
+6.17 |
1,762 |
20,807 |
-202 |
Total Volume and Open Interest |
95,562 |
328,039 |
-1,396 |
Gasoline(NYMEX) |
Jul11 |
110622 |
288.25 |
298.00 |
288.25 |
297.33 |
+9.07 |
33,570 |
39,248 |
-3,686 |
Aug11 |
110622 |
283.64 |
293.62 |
282.63 |
292.88 |
+9.91 |
31,486 |
66,740 |
+2,555 |
Sep11 |
110622 |
281.53 |
291.58 |
280.84 |
290.75 |
+9.59 |
13,279 |
43,701 |
+520 |
Oct11 |
110622 |
270.34 |
279.72 |
269.29 |
278.86 |
+8.90 |
6,491 |
25,153 |
-431 |
Nov11 |
110622 |
269.43 |
277.26 |
266.84 |
276.76 |
+8.80 |
3,184 |
15,774 |
-135 |
Dec11 |
110622 |
267.82 |
276.38 |
265.96 |
275.65 |
+8.60 |
3,964 |
28,886 |
+642 |
Jan12 |
110622 |
267.39 |
276.81 |
267.39 |
276.06 |
+8.44 |
655 |
6,552 |
+22 |
Feb12 |
110622 |
275.93 |
278.06 |
275.86 |
277.50 |
+8.29 |
403 |
4,358 |
+60 |
Mar12 |
110622 |
279.22 |
279.22 |
279.22 |
279.22 |
+8.18 |
148 |
5,029 |
+92 |
Apr12 |
110622 |
289.21 |
290.82 |
289.07 |
290.82 |
+8.01 |
11 |
4,124 |
-10 |
Total Volume and Open Interest |
93,622 |
255,656 |
-420 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110622 |
297.30 |
297.33 |
297.30 |
297.30 |
+9.00 |
0 |
3 |
+0 |
Aug11 |
110622 |
292.90 |
292.90 |
292.88 |
292.90 |
+9.90 |
0 |
2 |
+0 |
Sep11 |
110622 |
290.80 |
290.80 |
290.75 |
290.80 |
+9.60 |
|
|
|
Oct11 |
110622 |
278.90 |
278.90 |
278.86 |
278.90 |
+8.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Jul11 |
110622 |
4.415 |
4.444 |
4.315 |
4.317 |
-0.071 |
96,864 |
82,346 |
-9,028 |
Aug11 |
110622 |
4.450 |
4.476 |
4.331 |
4.350 |
-0.073 |
55,538 |
119,933 |
-646 |
Sep11 |
110622 |
4.469 |
4.499 |
4.358 |
4.375 |
-0.073 |
25,430 |
201,620 |
+1,342 |
Oct11 |
110622 |
4.520 |
4.537 |
4.417 |
4.418 |
-0.071 |
22,206 |
114,115 |
+1,246 |
Nov11 |
110622 |
4.651 |
4.662 |
4.551 |
4.551 |
-0.070 |
9,315 |
77,616 |
-55 |
Dec11 |
110622 |
4.837 |
4.841 |
4.737 |
4.738 |
-0.068 |
9,066 |
44,787 |
-984 |
Jan12 |
110622 |
4.925 |
4.942 |
4.839 |
4.840 |
-0.069 |
10,977 |
91,474 |
+492 |
Feb12 |
110622 |
4.928 |
4.930 |
4.830 |
4.831 |
-0.068 |
1,621 |
20,812 |
+123 |
Mar12 |
110622 |
4.861 |
4.873 |
4.773 |
4.774 |
-0.068 |
3,968 |
42,839 |
+85 |
Apr12 |
110622 |
4.719 |
4.734 |
4.637 |
4.641 |
-0.063 |
3,787 |
44,430 |
+326 |
May12 |
110622 |
4.750 |
4.750 |
4.658 |
4.663 |
-0.061 |
707 |
9,661 |
-12 |
Jun12 |
110622 |
4.742 |
4.771 |
4.690 |
4.694 |
-0.061 |
832 |
11,147 |
-294 |
Jul12 |
110622 |
4.809 |
4.817 |
4.734 |
4.739 |
-0.061 |
654 |
8,492 |
+245 |
Aug12 |
110622 |
4.812 |
4.812 |
4.765 |
4.768 |
-0.061 |
548 |
6,990 |
-23 |
Sep12 |
110622 |
4.856 |
4.856 |
4.775 |
4.779 |
-0.061 |
236 |
7,246 |
+60 |
Oct12 |
110622 |
4.888 |
4.897 |
4.819 |
4.823 |
-0.061 |
1,782 |
24,303 |
-77 |
Total Volume and Open Interest |
245,737 |
984,440 |
-7,453 |
Brent Crude Oil(ICE) |
Aug11 |
110622 |
110.97 |
114.48 |
110.35 |
114.21 |
+3.26 |
180,219 |
205,027 |
-1,090 |
Sep11 |
110622 |
110.37 |
114.02 |
109.95 |
113.76 |
+3.21 |
79,244 |
147,192 |
+8,743 |
Oct11 |
110622 |
110.15 |
113.68 |
109.74 |
113.44 |
+3.16 |
38,107 |
61,083 |
-4,397 |
Nov11 |
110622 |
110.34 |
113.45 |
109.52 |
113.25 |
+3.15 |
17,210 |
38,799 |
+1,196 |
Dec11 |
110622 |
110.28 |
113.31 |
109.32 |
113.06 |
+3.13 |
57,673 |
93,758 |
+2,257 |
Jan12 |
110622 |
110.05 |
113.11 |
109.27 |
112.89 |
+3.10 |
4,953 |
22,733 |
-189 |
Feb12 |
110622 |
109.91 |
112.92 |
109.13 |
112.70 |
+3.05 |
3,006 |
18,354 |
+187 |
Mar12 |
110622 |
109.77 |
112.74 |
109.01 |
112.52 |
+3.00 |
3,041 |
33,806 |
+151 |
Apr12 |
110622 |
109.23 |
112.32 |
109.23 |
112.32 |
+2.97 |
1,029 |
9,517 |
+139 |
May12 |
110622 |
112.12 |
112.12 |
112.12 |
112.12 |
+2.94 |
948 |
5,586 |
+89 |
Jun12 |
110622 |
109.24 |
112.11 |
108.50 |
111.91 |
+2.90 |
6,441 |
40,157 |
+582 |
Jul12 |
110622 |
111.74 |
111.74 |
111.74 |
111.74 |
+2.86 |
1,029 |
6,594 |
+234 |
Aug12 |
110622 |
111.57 |
111.57 |
111.57 |
111.57 |
+2.83 |
643 |
4,550 |
+92 |
Sep12 |
110622 |
111.38 |
111.38 |
111.38 |
111.38 |
+2.80 |
422 |
5,360 |
+42 |
Total Volume and Open Interest |
427,414 |
825,428 |
+4,483 |
Gas Oil(ICE) |
Jul11 |
110622 |
913.50 |
938.25 |
906.50 |
926.50 |
+5.25 |
51,813 |
100,277 |
-3,371 |
Aug11 |
110622 |
918.00 |
942.75 |
910.75 |
931.00 |
+5.50 |
46,120 |
113,619 |
+1,326 |
Sep11 |
110622 |
923.00 |
946.25 |
914.75 |
935.00 |
+5.75 |
14,571 |
65,545 |
+1,407 |
Oct11 |
110622 |
924.75 |
948.75 |
919.75 |
938.00 |
+5.75 |
6,484 |
32,132 |
+544 |
Nov11 |
110622 |
926.50 |
950.50 |
920.00 |
939.75 |
+5.75 |
1,855 |
28,004 |
-32 |
Dec11 |
110622 |
929.25 |
953.75 |
922.00 |
942.00 |
+5.75 |
13,996 |
66,940 |
-1,343 |
Jan12 |
110622 |
931.75 |
955.75 |
931.75 |
945.00 |
+5.75 |
4,280 |
28,453 |
-976 |
Feb12 |
110622 |
933.50 |
950.00 |
933.50 |
946.25 |
+5.75 |
2,785 |
10,693 |
+656 |
Mar12 |
110622 |
933.50 |
957.00 |
933.50 |
946.50 |
+6.25 |
2,969 |
10,820 |
-809 |
Apr12 |
110622 |
932.50 |
956.25 |
932.50 |
945.75 |
+6.00 |
598 |
6,005 |
-103 |
Total Volume and Open Interest |
153,357 |
562,977 |
-2,266 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110622 |
2.699 |
2.699 |
2.648 |
2.658 |
-0.069 |
335 |
669 |
-128 |
Aug11 |
110622 |
2.659 |
2.665 |
2.610 |
2.626 |
-0.072 |
929 |
1,212 |
-379 |
Sep11 |
110622 |
2.630 |
2.630 |
2.570 |
2.575 |
-0.074 |
346 |
1,483 |
+112 |
Oct11 |
110622 |
2.484 |
2.495 |
2.475 |
2.475 |
-0.077 |
47 |
1,286 |
+9 |
Nov11 |
110622 |
2.430 |
2.430 |
2.410 |
2.410 |
-0.070 |
27 |
982 |
-3 |
Dec11 |
110622 |
2.430 |
2.430 |
2.385 |
2.389 |
-0.070 |
15 |
1,346 |
-6 |
Jan12 |
110622 |
2.423 |
2.423 |
2.360 |
2.360 |
-0.071 |
16 |
666 |
+6 |
Total Volume and Open Interest |
1,832 |
9,359 |
-357 |
WTI Crude Oil(ICE |
Aug11 |
110622 |
93.85 |
95.69 |
93.22 |
95.41 |
+1.24 |
72,709 |
76,658 |
+4,352 |
Sep11 |
110622 |
94.17 |
96.19 |
93.72 |
95.92 |
+1.32 |
18,307 |
45,812 |
+1,807 |
Oct11 |
110622 |
94.57 |
96.62 |
94.15 |
96.35 |
+1.39 |
7,575 |
24,685 |
+160 |
Nov11 |
110622 |
94.74 |
97.06 |
94.57 |
96.78 |
+1.45 |
4,022 |
21,745 |
-271 |
Dec11 |
110622 |
95.11 |
97.41 |
94.93 |
97.15 |
+1.49 |
14,211 |
83,205 |
-601 |
Jan12 |
110622 |
95.67 |
97.71 |
95.27 |
97.49 |
+1.53 |
1,109 |
15,679 |
-69 |
Feb12 |
110622 |
96.20 |
97.82 |
95.70 |
97.82 |
+1.56 |
613 |
4,468 |
-22 |
Mar12 |
110622 |
96.00 |
98.18 |
96.00 |
98.13 |
+1.58 |
1,107 |
12,554 |
-26 |
Apr12 |
110622 |
96.30 |
98.47 |
96.30 |
98.43 |
+1.60 |
253 |
4,358 |
-35 |
May12 |
110622 |
98.50 |
98.71 |
98.50 |
98.71 |
+1.61 |
173 |
2,964 |
+1 |
Jun12 |
110622 |
97.37 |
99.07 |
97.36 |
98.97 |
+1.63 |
1,886 |
28,085 |
+152 |
Jul12 |
110622 |
99.15 |
99.15 |
99.15 |
99.15 |
+1.63 |
284 |
4,142 |
-133 |
Aug12 |
110622 |
99.22 |
99.22 |
99.22 |
99.22 |
+1.62 |
39 |
947 |
-9 |
Sep12 |
110622 |
99.27 |
99.27 |
99.27 |
99.27 |
+1.62 |
8 |
4,494 |
-2 |
Oct12 |
110622 |
99.34 |
99.34 |
99.34 |
99.34 |
+1.62 |
0 |
511 |
+0 |
Nov12 |
110622 |
99.44 |
99.44 |
99.44 |
99.44 |
+1.62 |
0 |
1,612 |
+0 |
Total Volume and Open Interest |
126,807 |
442,175 |
-25,899 |
US Dollar Index(ICE) |
Sep11 |
110622 |
75.095 |
75.310 |
74.865 |
75.188 |
+0.257 |
24,665 |
46,116 |
-578 |
Dec11 |
110622 |
75.600 |
75.643 |
75.375 |
75.643 |
+0.263 |
3 |
516 |
+2 |
Mar12 |
110622 |
76.143 |
76.143 |
76.143 |
76.143 |
+0.202 |
0 |
1 |
+0 |
Total Volume and Open Interest |
24,668 |
46,633 |
-576 |
Australian Dollar(CME) |
Sep11 |
110622 |
104.79 |
105.33 |
104.47 |
104.74 |
-0.18 |
90,593 |
97,215 |
-1,574 |
Dec11 |
110622 |
103.53 |
104.02 |
103.37 |
103.56 |
-0.18 |
96 |
152 |
-38 |
Mar12 |
110622 |
102.41 |
102.60 |
102.41 |
102.41 |
-0.19 |
|
|
|
Total Volume and Open Interest |
90,689 |
97,370 |
-1,612 |
British Pound(CME) |
Sep11 |
110622 |
162.23 |
162.46 |
160.42 |
160.62 |
-1.67 |
81,753 |
94,399 |
+3,707 |
Dec11 |
110622 |
160.37 |
162.11 |
160.35 |
160.44 |
-1.67 |
10 |
128 |
+10 |
Mar12 |
110622 |
160.25 |
161.91 |
160.25 |
160.25 |
-1.66 |
0 |
2 |
+0 |
Total Volume and Open Interest |
81,763 |
94,535 |
+3,717 |
Canadian Dollar(CME) |
Sep11 |
110622 |
102.64 |
102.93 |
102.31 |
102.67 |
-0.07 |
54,192 |
87,463 |
-907 |
Dec11 |
110622 |
102.47 |
102.60 |
102.14 |
102.45 |
-0.07 |
56 |
3,803 |
+21 |
Mar12 |
110622 |
102.05 |
102.28 |
102.00 |
102.21 |
-0.07 |
1 |
530 |
+1 |
Jun12 |
110622 |
101.94 |
102.01 |
101.94 |
101.94 |
-0.07 |
0 |
250 |
+0 |
Total Volume and Open Interest |
54,249 |
92,175 |
-885 |
Japanese Yen(CME) |
Sep11 |
110622 |
124.70 |
125.06 |
124.24 |
124.58 |
-0.30 |
78,293 |
96,517 |
-2,459 |
Dec11 |
110622 |
124.76 |
125.12 |
124.67 |
124.69 |
-0.31 |
3 |
389 |
+1 |
Mar12 |
110622 |
124.84 |
125.15 |
124.84 |
124.84 |
-0.31 |
0 |
42 |
+0 |
Total Volume and Open Interest |
78,296 |
96,955 |
-2,458 |
Swiss Franc(CME) |
Sep11 |
110622 |
119.03 |
119.97 |
118.66 |
119.26 |
+0.21 |
36,517 |
52,338 |
+374 |
Dec11 |
110622 |
119.05 |
120.00 |
118.84 |
119.37 |
+0.20 |
75 |
171 |
+47 |
Mar12 |
110622 |
119.49 |
119.49 |
119.29 |
119.49 |
+0.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
36,592 |
52,513 |
+421 |
EuroFX(CME) |
Sep11 |
110622 |
143.68 |
144.07 |
143.06 |
143.38 |
-0.42 |
241,768 |
186,840 |
-110 |
Dec11 |
110622 |
142.91 |
143.65 |
142.75 |
142.99 |
-0.42 |
308 |
396 |
+57 |
Mar12 |
110622 |
142.60 |
143.01 |
142.60 |
142.60 |
-0.41 |
0 |
361 |
+0 |
Total Volume and Open Interest |
242,076 |
188,428 |
-53 |
Mexican Peso(CME) |
Jul11 |
110622 |
848.5 |
848.5 |
847.8 |
848.5 |
+0.8 |
|
|
|
Aug11 |
110622 |
846.5 |
846.5 |
845.8 |
846.5 |
+0.8 |
|
|
|
Total Volume and Open Interest |
20,745 |
102,488 |
+775 |
30-Year T-Bonds(CBOT) |
Sep11 |
110622 |
125~130 |
126~000 |
125~040 |
125~120 |
-0~010 |
267,514 |
642,707 |
+2,637 |
Dec11 |
110622 |
124~010 |
124~130 |
123~300 |
123~300 |
-0~010 |
13 |
45 |
+9 |
Mar12 |
110622 |
122~160 |
122~170 |
122~160 |
122~160 |
-0~010 |
|
|
|
Total Volume and Open Interest |
272,008 |
651,683 |
|
10-Year T-Notes(CBOT) |
Sep11 |
110622 |
123~205 |
124~045 |
123~165 |
123~210 |
+0~005 |
1,041,792 |
1,843,020 |
+40,324 |
Dec11 |
110622 |
122~085 |
122~235 |
122~040 |
122~085 |
-0~005 |
11 |
248 |
+0 |
Mar12 |
110622 |
121~085 |
121~090 |
121~085 |
121~085 |
-0~005 |
|
|
|
Total Volume and Open Interest |
1,060,175 |
1,859,165 |
+33,345 |
5-Year T-Notes(CBOT) |
Jun11 |
110613 |
120~120 |
121~001 |
120~087 |
120~108 |
+0~072 |
272,931 |
205,061 |
-65,504 |
Sep11 |
110622 |
119~120 |
120~032 |
119~111 |
119~122 |
+0~005 |
517,476 |
1,623,373 |
+31,887 |
Dec11 |
110622 |
118~106 |
118~106 |
118~101 |
118~106 |
+0~005 |
0 |
3 |
+0 |
Total Volume and Open Interest |
523,344 |
1,649,232 |
+29,167 |
2 Year T-Notes(CBOT) |
Jun11 |
110622 |
110~008 |
110~012 |
110~005 |
110~006 |
-0~001 |
2,411 |
19,145 |
-429 |
Sep11 |
110622 |
109~106 |
109~112 |
109~103 |
109~105 |
unch |
335,650 |
1,013,942 |
+24,892 |
Dec11 |
110622 |
109~077 |
109~077 |
109~077 |
109~077 |
unch |
0 |
21 |
+0 |
Total Volume and Open Interest |
338,061 |
1,033,108 |
+24,463 |
Eurodollars(CME) |
Sep11 |
110622 |
99.635 |
99.650 |
99.620 |
99.630 |
+0.005 |
321,971 |
1,234,923 |
+26,157 |
Dec11 |
110622 |
99.555 |
99.575 |
99.545 |
99.555 |
+0.005 |
323,848 |
1,440,211 |
-20,467 |
Mar12 |
110622 |
99.495 |
99.515 |
99.485 |
99.500 |
+0.010 |
272,417 |
1,617,001 |
-9,478 |
Jun12 |
110622 |
99.390 |
99.430 |
99.390 |
99.410 |
+0.015 |
261,753 |
1,449,017 |
+5,051 |
Sep12 |
110622 |
99.245 |
99.290 |
99.245 |
99.265 |
+0.020 |
237,425 |
941,960 |
+5,749 |
Dec12 |
110622 |
99.045 |
99.100 |
99.035 |
99.060 |
+0.020 |
233,282 |
681,939 |
-14,820 |
Mar13 |
110622 |
98.830 |
98.910 |
98.825 |
98.850 |
+0.015 |
183,145 |
504,627 |
+20,459 |
Jun13 |
110622 |
98.595 |
98.685 |
98.590 |
98.615 |
+0.015 |
130,090 |
323,952 |
-4,092 |
Sep13 |
110622 |
98.350 |
98.450 |
98.340 |
98.370 |
+0.015 |
97,790 |
308,894 |
+8,903 |
Dec13 |
110622 |
98.090 |
98.190 |
98.080 |
98.105 |
+0.010 |
63,352 |
248,634 |
+556 |
Mar14 |
110622 |
97.840 |
97.940 |
97.825 |
97.850 |
+0.005 |
46,859 |
222,026 |
+1,074 |
Jun14 |
110622 |
97.585 |
97.690 |
97.570 |
97.595 |
+0.005 |
42,910 |
164,715 |
+1,377 |
Sep14 |
110622 |
97.335 |
97.440 |
97.325 |
97.350 |
+0.010 |
16,906 |
91,600 |
+228 |
Dec14 |
110622 |
97.075 |
97.180 |
97.070 |
97.095 |
+0.010 |
13,640 |
81,641 |
-1,429 |
Mar15 |
110622 |
96.855 |
96.950 |
96.845 |
96.875 |
+0.010 |
13,024 |
77,797 |
-1,231 |
Jun15 |
110622 |
4.880 |
4.975 |
4.875 |
4.905 |
+0.010 |
11,033 |
61,250 |
+209 |
Sep15 |
110622 |
4.665 |
4.760 |
4.665 |
4.695 |
+0.010 |
6,129 |
55,116 |
-6 |
Dec15 |
110622 |
4.470 |
4.555 |
4.465 |
4.490 |
+0.005 |
9,276 |
48,761 |
+767 |
Total Volume and Open Interest |
2,337,141 |
9,834,038 |
+21,082 |
30 Day Federal Funds(CBOT) |
Jun11 |
110622 |
99.900 |
99.905 |
99.900 |
99.902 |
+0.002 |
1,375 |
61,522 |
+292 |
Jul11 |
110622 |
99.890 |
99.895 |
99.885 |
99.895 |
+0.005 |
3,451 |
58,385 |
+164 |
Aug11 |
110622 |
99.875 |
99.880 |
99.870 |
99.875 |
unch |
3,826 |
54,084 |
-559 |
Sep11 |
110622 |
99.855 |
99.865 |
99.850 |
99.860 |
unch |
2,237 |
43,659 |
-653 |
Oct11 |
110622 |
99.845 |
99.850 |
99.840 |
99.850 |
unch |
2,314 |
52,329 |
-758 |
Nov11 |
110622 |
99.830 |
99.835 |
99.825 |
99.835 |
unch |
2,809 |
50,908 |
-644 |
Total Volume and Open Interest |
52,559 |
757,233 |
+5,318 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110613 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110622 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110622 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110622 |
99.652 |
99.652 |
99.652 |
99.652 |
unch |
|
|
|
Sep12 |
110622 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec12 |
110622 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Mar13 |
110622 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Jun13 |
110622 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Sep13 |
110622 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Dec13 |
110622 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
127 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110622 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,251 |
-1 |
Dec11 |
110622 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110622 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
5 |
2,128 |
+5 |
Jun12 |
110622 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,554 |
+0 |
Sep12 |
110622 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110622 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
24 |
+0 |
Mar13 |
110622 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1 |
+0 |
Jun13 |
110622 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
5 |
6,761 |
+4 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110622 |
141.10 |
141.22 |
141.01 |
141.22 |
+0.19 |
1,957 |
21,153 |
-414 |
Dec11 |
110622 |
139.30 |
139.30 |
139.30 |
139.30 |
+0.07 |
0 |
1 |
+0 |
Mar12 |
110622 |
137.21 |
137.21 |
137.21 |
137.21 |
+0.07 |
|
|
|
Total Volume and Open Interest |
1,466 |
23,757 |
+62 |
Euro-Bund(EUREX) |
Sep11 |
110621 |
126.06 |
126.24 |
125.73 |
125.89 |
-0.26 |
1,149,191 |
1,018,149 |
-78,041 |
Dec11 |
110622 |
125.18 |
125.31 |
124.22 |
124.99 |
+0.31 |
13 |
234 |
+1 |
Mar12 |
110622 |
124.92 |
124.92 |
124.92 |
124.92 |
+0.32 |
|
|
|
Total Volume and Open Interest |
836,471 |
1,017,253 |
-1,129 |
Euro-Bobl(EUREX) |
Sep11 |
110622 |
116.98 |
117.32 |
116.91 |
117.24 |
+0.11 |
934,010 |
850,110 |
+25,694 |
Dec11 |
110622 |
115.99 |
116.30 |
115.99 |
116.30 |
+0.20 |
500 |
524 |
+0 |
Mar12 |
110622 |
116.29 |
116.29 |
116.29 |
116.29 |
+0.20 |
|
|
|
Total Volume and Open Interest |
512,623 |
799,152 |
-24,145 |
3-Mth Euribor(EUREX) |
Jun11 |
110613 |
98.530 |
98.530 |
98.530 |
98.530 |
+0.005 |
299 |
4,770 |
+0 |
Sep11 |
110622 |
98.290 |
98.295 |
98.290 |
98.295 |
+0.020 |
0 |
2,528 |
+0 |
Dec11 |
110622 |
98.155 |
98.175 |
98.155 |
98.175 |
+0.030 |
0 |
1,347 |
+0 |
Total Volume and Open Interest |
7 |
6,909 |
+0 |
Long Gilt(LIFFE) |
Jun11 |
110622 |
122~26 |
123~07 |
122~26 |
123~01 |
+0~13 |
251 |
12,095 |
+434 |
Sep11 |
110622 |
121~14 |
122~06 |
121~13 |
121~24 |
+0~13 |
81,922 |
342,785 |
-6,775 |
Total Volume and Open Interest |
82,173 |
354,880 |
-6,341 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110622 |
99.11 |
99.13 |
99.10 |
99.13 |
+0.03 |
42,527 |
463,062 |
-1,657 |
Dec11 |
110622 |
99.04 |
99.08 |
99.03 |
99.06 |
+0.03 |
28,448 |
450,675 |
+2,065 |
Mar12 |
110622 |
98.94 |
99.00 |
98.93 |
98.98 |
+0.04 |
36,970 |
448,611 |
-8,547 |
Jun12 |
110622 |
98.82 |
98.90 |
98.82 |
98.88 |
+0.06 |
50,476 |
308,513 |
-9,601 |
Sep12 |
110622 |
98.68 |
98.79 |
98.67 |
98.75 |
+0.07 |
60,104 |
289,252 |
+7,423 |
Dec12 |
110622 |
98.49 |
98.62 |
98.48 |
98.57 |
+0.08 |
38,159 |
237,371 |
+6,790 |
Total Volume and Open Interest |
295,301 |
2,554,715 |
-5,144 |
3-Mth Euribor(LIFFE) |
Sep11 |
110622 |
98.270 |
98.330 |
98.260 |
98.295 |
+0.020 |
95,541 |
754,208 |
+580 |
Dec11 |
110622 |
98.145 |
98.190 |
98.135 |
98.175 |
+0.030 |
108,346 |
546,670 |
-27,584 |
Mar12 |
110622 |
98.060 |
98.135 |
98.060 |
98.120 |
+0.040 |
129,463 |
546,059 |
-11,246 |
Total Volume and Open Interest |
739,294 |
3,444,685 |
-41,177 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110622 |
95.11 |
95.12 |
95.08 |
95.10 |
-0.02 |
47,354 |
270,415 |
-1,554 |
Dec11 |
110622 |
95.12 |
95.12 |
95.07 |
95.09 |
-0.03 |
36,403 |
222,044 |
+6,541 |
Mar12 |
110622 |
95.09 |
95.09 |
95.04 |
95.05 |
-0.04 |
22,012 |
121,634 |
+1,256 |
Jun12 |
110622 |
95.07 |
95.07 |
95.02 |
95.03 |
-0.04 |
14,394 |
83,807 |
+2,866 |
Sep12 |
110622 |
95.02 |
95.04 |
94.99 |
95.01 |
-0.04 |
7,569 |
52,741 |
+1,612 |
Dec12 |
110622 |
95.00 |
95.01 |
94.95 |
94.98 |
-0.04 |
6,436 |
36,957 |
+327 |
Mar13 |
110622 |
94.98 |
95.00 |
94.95 |
94.96 |
-0.04 |
2,952 |
25,795 |
+1,656 |
Jun13 |
110622 |
94.93 |
94.95 |
94.91 |
94.91 |
-0.05 |
527 |
6,880 |
+451 |
Sep13 |
110622 |
94.90 |
94.91 |
94.87 |
94.87 |
-0.05 |
270 |
1,813 |
+190 |
Dec13 |
110622 |
94.86 |
94.86 |
94.81 |
94.82 |
-0.06 |
66 |
1,296 |
+53 |
Total Volume and Open Interest |
137,985 |
823,389 |
+13,398 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110622 |
94.91 |
94.91 |
94.86 |
94.88 |
-0.03 |
58,477 |
398,995 |
+7,381 |
Dec11 |
110622 |
94.88 |
94.88 |
94.88 |
94.88 |
-0.03 |
|
|
|
Total Volume and Open Interest |
58,477 |
398,995 |
+7,381 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110621 |
95.33 |
95.39 |
95.27 |
95.34 |
unch |
145,798 |
621,212 |
-73,865 |
Dec11 |
110622 |
95.30 |
95.30 |
95.30 |
95.30 |
-0.04 |
|
|
|
Total Volume and Open Interest |
273,125 |
640,933 |
+19,721 |
Gold(CMX) |
Jun11 |
110622 |
1547.2 |
1558.5 |
1544.4 |
1552.9 |
+6.9 |
99 |
885 |
-48 |
Aug11 |
110622 |
1547.9 |
1559.3 |
1542.0 |
1553.4 |
+7.0 |
95,171 |
340,100 |
-506 |
Oct11 |
110622 |
1549.7 |
1560.0 |
1543.7 |
1554.5 |
+7.0 |
456 |
11,902 |
+84 |
Dec11 |
110622 |
1550.8 |
1561.0 |
1544.1 |
1555.6 |
+7.0 |
2,652 |
70,463 |
+1,912 |
Feb12 |
110622 |
1551.7 |
1562.5 |
1546.6 |
1556.9 |
+7.0 |
144 |
9,200 |
+23 |
Apr12 |
110622 |
1553.2 |
1558.4 |
1553.1 |
1558.4 |
+7.0 |
61 |
6,424 |
-11 |
Jun12 |
110622 |
1565.0 |
1565.0 |
1559.9 |
1559.9 |
+7.0 |
61 |
13,276 |
+56 |
Aug12 |
110622 |
1555.2 |
1561.9 |
1555.2 |
1561.9 |
+7.0 |
2 |
4,509 |
+0 |
Oct12 |
110622 |
1563.9 |
1563.9 |
1563.9 |
1563.9 |
+6.9 |
35 |
4,099 |
+10 |
Dec12 |
110622 |
1571.0 |
1571.0 |
1562.7 |
1566.3 |
+6.9 |
165 |
12,519 |
+45 |
Feb13 |
110622 |
1573.5 |
1573.5 |
1569.1 |
1569.1 |
+6.8 |
193 |
584 |
+190 |
Apr13 |
110622 |
1573.2 |
1573.2 |
1572.5 |
1572.5 |
+6.8 |
153 |
201 |
+149 |
Total Volume and Open Interest |
100,503 |
513,600 |
+2,339 |
Silver(CMX) |
Jul11 |
110622 |
3642.5 |
3677.0 |
3589.5 |
3673.9 |
+36.0 |
48,081 |
34,823 |
-1,247 |
Sep11 |
110622 |
3644.5 |
3678.5 |
3590.5 |
3675.4 |
+36.1 |
8,959 |
33,259 |
+1,751 |
Dec11 |
110622 |
3649.5 |
3680.0 |
3595.0 |
3677.1 |
+36.3 |
2,226 |
22,755 |
-57 |
Mar12 |
110622 |
3636.5 |
3675.0 |
3636.5 |
3675.0 |
+36.5 |
572 |
4,752 |
+353 |
May12 |
110622 |
3666.0 |
3672.3 |
3650.0 |
3672.3 |
+36.5 |
11 |
1,306 |
+6 |
Jul12 |
110622 |
3652.0 |
3669.8 |
3652.0 |
3669.8 |
+36.5 |
19 |
1,793 |
+2 |
Sep12 |
110622 |
3667.3 |
3667.3 |
3667.3 |
3667.3 |
+36.4 |
0 |
207 |
+0 |
Total Volume and Open Interest |
60,043 |
117,503 |
+827 |
Platinum(NYMEX) |
Jul11 |
110622 |
1750.5 |
1758.2 |
1742.0 |
1752.4 |
+5.2 |
9,539 |
18,396 |
-1,494 |
Oct11 |
110622 |
1759.2 |
1761.5 |
1745.6 |
1755.7 |
+5.1 |
3,112 |
16,342 |
+1,524 |
Jan12 |
110622 |
1754.9 |
1758.7 |
1754.0 |
1758.7 |
+4.9 |
78 |
462 |
+73 |
Apr12 |
110622 |
1761.2 |
1761.2 |
1761.2 |
1761.2 |
+4.9 |
0 |
70 |
+0 |
Total Volume and Open Interest |
12,729 |
35,274 |
+100 |
Palladium(NYMEX) |
Jun11 |
110622 |
768.85 |
768.85 |
768.85 |
768.85 |
+4.10 |
1 |
319 |
-41 |
Sep11 |
110622 |
769.45 |
776.00 |
761.00 |
770.65 |
+3.40 |
4,012 |
18,864 |
-491 |
Dec11 |
110622 |
770.00 |
771.80 |
766.85 |
771.80 |
+3.35 |
10 |
690 |
+10 |
Total Volume and Open Interest |
4,048 |
19,899 |
-511 |
Copper(CMX) |
Jul11 |
110622 |
409.05 |
409.65 |
404.55 |
408.80 |
-0.05 |
40,253 |
31,145 |
+135 |
Sep11 |
110622 |
410.85 |
411.55 |
406.40 |
410.70 |
unch |
11,517 |
61,171 |
+1,678 |
Dec11 |
110622 |
412.45 |
413.20 |
408.40 |
412.45 |
unch |
1,062 |
25,058 |
+283 |
Mar12 |
110622 |
413.10 |
413.75 |
411.25 |
413.40 |
+0.05 |
77 |
8,582 |
+5 |
May12 |
110622 |
413.50 |
413.50 |
413.50 |
413.50 |
+0.05 |
6 |
1,624 |
+3 |
Total Volume and Open Interest |
53,871 |
133,405 |
+2,154 |
DJIA Index(CBOT) |
Sep11 |
110622 |
12099 |
12132 |
12022 |
12023 |
-65 |
1,014 |
7,474 |
+511 |
Dec11 |
110622 |
11953 |
12018 |
11953 |
11953 |
-65 |
0 |
85 |
+0 |
Mar12 |
110622 |
11894 |
11959 |
11894 |
11894 |
-65 |
|
|
|
Jun12 |
110622 |
11827 |
11892 |
11827 |
11827 |
-65 |
|
|
|
Total Volume and Open Interest |
1,014 |
7,559 |
+511 |
Mini DJIA Index(CBOT) |
Jun11 |
110617 |
11968 |
12078 |
11927 |
12047 |
+80 |
34,294 |
49,515 |
-5,412 |
Sep11 |
110622 |
12092 |
12139 |
12021 |
12023 |
-65 |
99,165 |
80,494 |
+2,635 |
Dec11 |
110622 |
11971 |
12064 |
11953 |
11953 |
-65 |
177 |
300 |
+7 |
Mar12 |
110622 |
11894 |
11894 |
11894 |
11894 |
-65 |
0 |
10 |
+0 |
Total Volume and Open Interest |
99,342 |
80,804 |
+2,642 |
S & P 500(CME) |
Sep11 |
110622 |
1287.40 |
1293.30 |
1279.50 |
1279.80 |
-8.10 |
12,257 |
253,885 |
+1,898 |
Dec11 |
110622 |
1274.40 |
1287.50 |
1274.40 |
1274.40 |
-8.10 |
4 |
10,473 |
+2 |
Mar12 |
110622 |
1268.90 |
1282.00 |
1268.90 |
1268.90 |
-8.10 |
0 |
4 |
+0 |
Jun12 |
110622 |
1263.90 |
1277.00 |
1263.90 |
1263.90 |
-8.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
12,261 |
264,367 |
+1,900 |
S & P 500 E-Mini(Globex) |
Sep11 |
110622 |
1287.75 |
1293.75 |
1279.50 |
1279.75 |
-8.25 |
1,675,608 |
2,540,173 |
-32,198 |
Dec11 |
110622 |
1283.25 |
1288.00 |
1274.50 |
1274.50 |
-8.00 |
382 |
6,853 |
+128 |
Total Volume and Open Interest |
1,675,992 |
2,547,078 |
-32,068 |
NASDAQ 100(CME) |
Sep11 |
110622 |
2244.00 |
2250.00 |
2229.00 |
2229.50 |
-14.50 |
2,078 |
7,026 |
-1,301 |
Dec11 |
110622 |
2225.50 |
2245.00 |
2225.50 |
2225.50 |
-14.50 |
0 |
2 |
+0 |
Mar12 |
110622 |
2223.00 |
2225.50 |
2223.00 |
2223.00 |
-14.50 |
|
|
|
Total Volume and Open Interest |
2,078 |
7,028 |
-1,301 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110622 |
2243.30 |
2250.80 |
2228.80 |
2229.50 |
-14.50 |
215,125 |
276,875 |
-4,515 |
Dec11 |
110622 |
2235.80 |
2243.00 |
2225.50 |
2225.50 |
-14.50 |
78 |
75 |
+49 |
Total Volume and Open Interest |
215,203 |
276,950 |
-4,466 |
S & P Midcap 400(CME) |
Sep11 |
110622 |
949.20 |
959.50 |
948.00 |
949.20 |
-4.30 |
0 |
638 |
+0 |
Dec11 |
110622 |
948.20 |
948.50 |
948.20 |
948.20 |
-4.30 |
|
|
|
Mar12 |
110622 |
946.20 |
946.50 |
946.20 |
946.20 |
-4.30 |
|
|
|
Total Volume and Open Interest |
0 |
638 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110622 |
9530 |
9665 |
9510 |
9580 |
+40 |
3,409 |
28,097 |
-76 |
Dec11 |
110622 |
9555 |
9555 |
9515 |
9555 |
+40 |
6 |
1 |
+0 |
Total Volume and Open Interest |
3,415 |
28,098 |
-76 |
Nikkei 225(SGX) |
Sep11 |
110622 |
9465 |
9650 |
9445 |
9610 |
+145 |
79,495 |
169,572 |
-5,623 |
Dec11 |
110622 |
9520 |
9555 |
9520 |
9555 |
+145 |
567 |
7,297 |
+517 |
Mar12 |
110622 |
9550 |
9550 |
9550 |
9550 |
+145 |
0 |
10 |
+0 |
Total Volume and Open Interest |
82,940 |
189,980 |
-3,389 |
CAC 40(EURONEXT) |
Jul11 |
110622 |
3870.5 |
3882.0 |
3850.5 |
3869.0 |
-2.0 |
110,226 |
305,434 |
-37,924 |
Aug11 |
110622 |
3875.0 |
3885.0 |
3861.5 |
3874.0 |
-2.0 |
25 |
21 |
+4 |
Sep11 |
110622 |
3872.5 |
3882.0 |
3859.0 |
3875.0 |
-2.0 |
135 |
19,568 |
+0 |
Total Volume and Open Interest |
110,386 |
325,053 |
-37,920 |
Hang Seng Index(HKFE) |
Jun11 |
110622 |
22000 |
22045 |
21806 |
21832 |
-2 |
88,039 |
94,732 |
-3,387 |
Jul11 |
110622 |
22037 |
22050 |
21815 |
21835 |
+4 |
2,592 |
5,310 |
+722 |
Total Volume and Open Interest |
91,506 |
105,626 |
-2,518 |
DAX(EUREX) |
Jun11 |
110617 |
7076.5 |
7203.5 |
7036.0 |
7203.5 |
+96.5 |
251,111 |
90,589 |
-25,846 |
Sep11 |
110622 |
7308.5 |
7337.0 |
7276.0 |
7311.5 |
+6.5 |
135,046 |
131,770 |
-131 |
Dec11 |
110622 |
7328.0 |
7364.0 |
7321.5 |
7340.0 |
+6.5 |
229 |
7,500 |
+47 |
Total Volume and Open Interest |
135,276 |
139,271 |
-83 |
FT-SE 100(EURONEXT) |
Sep11 |
110622 |
5726.50 |
5753.00 |
5704.50 |
5739.50 |
+5.00 |
86,810 |
636,135 |
+1,662 |
Dec11 |
110622 |
5715.00 |
5715.00 |
5715.00 |
5715.00 |
+5.00 |
3 |
680 |
+0 |
Mar12 |
110622 |
5674.50 |
5678.00 |
5674.50 |
5678.00 |
+5.00 |
5 |
150 |
+0 |
Total Volume and Open Interest |
86,818 |
636,965 |
+1,662 |
SPI 200(SFE) |
Jun11 |
110617 |
4517.5 |
4517.5 |
4517.5 |
4517.5 |
-0.5 |
19,344 |
54,828 |
-132,003 |
Sep11 |
110622 |
4509.0 |
4555.0 |
4508.0 |
4531.0 |
+22.0 |
31,667 |
190,573 |
+2,481 |
Dec11 |
110622 |
4559.0 |
4559.0 |
4548.0 |
4548.0 |
+20.0 |
110 |
4,629 |
-74 |
Total Volume and Open Interest |
32,536 |
199,055 |
+2,948 |
GSCI(CME) |
Jul11 |
110622 |
9.64 |
19.14 |
9.64 |
19.14 |
+6.50 |
92 |
10,176 |
+14 |
Aug11 |
110622 |
20.39 |
20.39 |
20.39 |
20.39 |
+6.55 |
8 |
10 |
+8 |
Sep11 |
110622 |
21.14 |
21.14 |
21.14 |
21.14 |
+7.00 |
|
|
|
Total Volume and Open Interest |
100 |
10,186 |
+22 |
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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