|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri June 24, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110624 |
1318.50 |
1328.75 |
1311.50 |
1320.25 |
+2.50 |
78,446 |
102,439 |
-7,905 |
Aug11 |
110624 |
1316.25 |
1327.75 |
1309.75 |
1315.00 |
-1.00 |
20,784 |
52,023 |
+3,469 |
Sep11 |
110624 |
1314.25 |
1326.50 |
1308.50 |
1310.75 |
-3.50 |
5,280 |
23,370 |
+183 |
Nov11 |
110624 |
1318.75 |
1330.75 |
1305.25 |
1309.25 |
-8.00 |
72,789 |
294,418 |
-1,456 |
Jan12 |
110624 |
1330.00 |
1340.25 |
1315.50 |
1319.50 |
-8.00 |
3,628 |
38,849 |
+820 |
Mar12 |
110624 |
1338.75 |
1345.00 |
1322.75 |
1326.00 |
-6.25 |
921 |
21,999 |
+310 |
May12 |
110624 |
1333.00 |
1345.25 |
1323.00 |
1325.50 |
-6.25 |
1,280 |
25,330 |
-147 |
Total Volume and Open Interest |
184,238 |
588,337 |
-4,450 |
Soybean Meal(CBOT) |
Jul11 |
110624 |
342.90 |
344.60 |
339.30 |
339.90 |
-0.70 |
37,766 |
35,102 |
-8,851 |
Aug11 |
110624 |
343.90 |
346.10 |
340.60 |
341.10 |
-0.40 |
21,421 |
50,454 |
+3,352 |
Sep11 |
110624 |
342.20 |
345.70 |
339.00 |
339.40 |
-1.10 |
5,101 |
22,059 |
+54 |
Oct11 |
110624 |
339.30 |
343.70 |
335.20 |
336.30 |
-1.70 |
1,724 |
16,587 |
+124 |
Dec11 |
110624 |
341.00 |
344.90 |
335.70 |
336.90 |
-2.30 |
20,868 |
69,780 |
+1,329 |
Jan12 |
110624 |
345.50 |
345.60 |
337.60 |
338.70 |
-2.10 |
717 |
6,259 |
+76 |
Mar12 |
110624 |
348.40 |
348.40 |
340.50 |
341.30 |
-1.40 |
424 |
3,764 |
+155 |
May12 |
110624 |
343.20 |
343.30 |
340.80 |
341.30 |
-0.90 |
391 |
5,317 |
+196 |
Total Volume and Open Interest |
88,566 |
214,318 |
-3,576 |
Soybean Oil(CBOT) |
Jul11 |
110624 |
55.31 |
55.65 |
54.96 |
55.22 |
+0.07 |
49,207 |
66,796 |
-5,648 |
Aug11 |
110624 |
55.49 |
55.87 |
55.18 |
55.36 |
-0.01 |
20,142 |
41,701 |
+3,842 |
Sep11 |
110624 |
55.74 |
56.05 |
55.44 |
55.61 |
-0.01 |
7,742 |
33,859 |
+366 |
Oct11 |
110624 |
55.92 |
56.39 |
55.73 |
55.86 |
-0.02 |
2,490 |
17,036 |
+583 |
Dec11 |
110624 |
56.56 |
56.94 |
56.21 |
56.36 |
-0.02 |
34,843 |
139,417 |
+2,274 |
Jan12 |
110624 |
56.86 |
56.86 |
56.52 |
56.62 |
-0.04 |
366 |
13,429 |
+65 |
Mar12 |
110624 |
57.36 |
57.50 |
56.86 |
56.99 |
-0.02 |
648 |
9,491 |
-25 |
May12 |
110624 |
57.00 |
57.20 |
57.00 |
57.14 |
-0.02 |
721 |
6,018 |
+122 |
Total Volume and Open Interest |
117,003 |
331,728 |
+2,018 |
Canola(WCE) |
Jul11 |
110624 |
574.1 |
581.6 |
570.0 |
579.8 |
+9.4 |
5,901 |
19,798 |
-2,008 |
Nov11 |
110624 |
564.6 |
568.1 |
563.0 |
565.9 |
+2.5 |
9,858 |
123,178 |
-441 |
Jan12 |
110624 |
572.0 |
574.7 |
571.5 |
573.0 |
+3.1 |
250 |
12,767 |
-85 |
Mar12 |
110624 |
576.4 |
578.1 |
574.8 |
577.2 |
+2.0 |
86 |
4,598 |
-2 |
May12 |
110624 |
582.8 |
582.8 |
582.8 |
582.8 |
+2.0 |
26 |
2,018 |
+23 |
Total Volume and Open Interest |
16,132 |
165,552 |
-2,507 |
Corn(CBOT) |
Jul11 |
110624 |
687.00 |
697.75 |
669.00 |
670.00 |
-10.50 |
172,359 |
261,822 |
-28,621 |
Sep11 |
110624 |
674.00 |
682.25 |
652.25 |
657.00 |
-11.00 |
98,702 |
363,134 |
+7,625 |
Dec11 |
110624 |
652.25 |
656.75 |
628.00 |
632.00 |
-14.00 |
185,049 |
503,176 |
+1,069 |
Mar12 |
110624 |
664.50 |
668.25 |
640.50 |
644.25 |
-13.50 |
16,503 |
92,088 |
-851 |
May12 |
110624 |
670.75 |
675.00 |
647.75 |
652.00 |
-13.00 |
5,341 |
21,044 |
-679 |
Jul12 |
110624 |
677.00 |
682.00 |
655.00 |
658.75 |
-13.25 |
4,411 |
56,605 |
+78 |
Total Volume and Open Interest |
488,862 |
1,394,494 |
-20,385 |
Wheat(CBOT) |
Jul11 |
110624 |
650.00 |
659.25 |
628.00 |
635.75 |
-13.25 |
42,329 |
73,950 |
-2,580 |
Sep11 |
110624 |
671.50 |
680.00 |
655.50 |
661.00 |
-8.25 |
57,736 |
159,372 |
+4,698 |
Dec11 |
110624 |
716.25 |
723.50 |
701.50 |
705.50 |
-8.75 |
28,249 |
122,358 |
+4,636 |
Mar12 |
110624 |
746.25 |
753.75 |
733.00 |
737.25 |
-8.25 |
4,315 |
36,400 |
+553 |
May12 |
110624 |
765.00 |
771.75 |
749.75 |
753.50 |
-9.50 |
1,469 |
10,196 |
+219 |
Total Volume and Open Interest |
139,572 |
464,376 |
+7,299 |
Wheat(KCBT) |
Jul11 |
110624 |
762.00 |
769.00 |
742.00 |
748.50 |
-11.50 |
19,279 |
25,450 |
-1,760 |
Sep11 |
110624 |
781.50 |
788.00 |
760.00 |
767.25 |
-11.00 |
15,482 |
66,940 |
+482 |
Dec11 |
110624 |
806.00 |
812.25 |
786.00 |
793.00 |
-10.00 |
9,295 |
54,305 |
+2,584 |
Mar12 |
110624 |
820.25 |
825.75 |
801.50 |
807.25 |
-8.25 |
1,672 |
11,106 |
+390 |
May12 |
110624 |
832.00 |
832.00 |
808.50 |
813.50 |
-8.00 |
369 |
1,735 |
+182 |
Total Volume and Open Interest |
46,818 |
173,823 |
+1,899 |
Wheat(MGE) |
Jul11 |
110624 |
855.00 |
859.25 |
825.00 |
826.00 |
-18.00 |
1,371 |
5,508 |
-457 |
Sep11 |
110624 |
840.00 |
846.50 |
816.50 |
818.50 |
-17.00 |
4,800 |
23,696 |
+400 |
Dec11 |
110624 |
840.25 |
847.50 |
820.75 |
823.75 |
-14.50 |
3,263 |
18,525 |
-133 |
Mar12 |
110624 |
853.50 |
858.50 |
835.75 |
836.75 |
-11.75 |
721 |
4,287 |
+176 |
May12 |
110624 |
855.50 |
859.75 |
839.75 |
840.50 |
-10.25 |
345 |
2,210 |
+135 |
Total Volume and Open Interest |
10,991 |
60,903 |
+73 |
Oats(CBOT) |
Jul11 |
110624 |
349.75 |
353.25 |
335.50 |
335.50 |
-13.25 |
1,108 |
2,943 |
-413 |
Sep11 |
110624 |
356.00 |
357.00 |
340.00 |
340.00 |
-14.25 |
490 |
3,291 |
-2 |
Dec11 |
110624 |
363.50 |
365.00 |
348.00 |
348.00 |
-13.25 |
792 |
6,087 |
+145 |
Mar12 |
110624 |
370.00 |
373.75 |
359.50 |
359.50 |
-14.25 |
14 |
60 |
+7 |
Total Volume and Open Interest |
2,404 |
12,410 |
-263 |
Rough Rice(CBOT) |
Jul11 |
110624 |
13.61 |
13.69 |
13.45 |
13.45 |
-0.25 |
1,422 |
4,719 |
-1,108 |
Sep11 |
110624 |
14.73 |
14.73 |
14.50 |
14.51 |
-0.23 |
1,052 |
8,434 |
+314 |
Nov11 |
110624 |
14.97 |
15.03 |
14.82 |
14.82 |
-0.24 |
946 |
4,433 |
+326 |
Jan12 |
110624 |
15.36 |
15.36 |
15.15 |
15.15 |
-0.23 |
15 |
310 |
-7 |
Total Volume and Open Interest |
3,453 |
18,289 |
-472 |
Live Cattle(CME) |
Jun11 |
110624 |
112.450 |
113.350 |
111.350 |
113.050 |
+0.800 |
3,057 |
4,805 |
-1,019 |
Aug11 |
110624 |
112.635 |
113.830 |
111.750 |
113.500 |
+0.770 |
21,027 |
141,951 |
+1,350 |
Oct11 |
110624 |
118.535 |
119.800 |
117.580 |
119.750 |
+0.900 |
8,890 |
79,584 |
+334 |
Dec11 |
110624 |
121.550 |
122.800 |
120.700 |
122.700 |
+0.700 |
5,779 |
59,278 |
-560 |
Feb12 |
110624 |
122.885 |
123.500 |
121.750 |
123.450 |
+0.450 |
2,166 |
20,884 |
+58 |
Apr12 |
110624 |
123.950 |
125.000 |
123.000 |
124.800 |
+0.370 |
639 |
9,900 |
+137 |
Total Volume and Open Interest |
41,706 |
320,384 |
+286 |
Feeder Cattle(CME) |
Aug11 |
110624 |
137.650 |
139.000 |
136.600 |
138.600 |
+0.750 |
3,591 |
21,016 |
+122 |
Sep11 |
110624 |
138.350 |
139.630 |
137.325 |
139.535 |
+0.850 |
968 |
6,188 |
+103 |
Oct11 |
110624 |
138.500 |
139.750 |
137.535 |
139.700 |
+0.850 |
774 |
4,876 |
+102 |
Nov11 |
110624 |
139.050 |
140.050 |
137.750 |
140.050 |
+0.750 |
424 |
2,949 |
+204 |
Jan12 |
110624 |
137.880 |
139.000 |
136.950 |
138.935 |
+0.805 |
138 |
1,317 |
+47 |
Mar12 |
110624 |
136.600 |
137.700 |
136.325 |
137.685 |
+0.750 |
14 |
183 |
+9 |
Apr12 |
110624 |
137.000 |
137.000 |
137.000 |
137.000 |
+0.300 |
3 |
55 |
+3 |
Total Volume and Open Interest |
5,912 |
36,605 |
+590 |
Lean Hogs(CME) |
Jul11 |
110624 |
97.400 |
98.100 |
95.550 |
96.000 |
-1.000 |
7,170 |
18,616 |
-980 |
Aug11 |
110624 |
96.480 |
97.250 |
94.450 |
95.200 |
-0.700 |
13,759 |
80,967 |
+1,493 |
Oct11 |
110624 |
88.500 |
88.850 |
86.900 |
88.680 |
+0.630 |
6,928 |
50,722 |
+888 |
Dec11 |
110624 |
85.100 |
86.100 |
83.750 |
85.700 |
+1.020 |
3,720 |
42,175 |
+949 |
Feb12 |
110624 |
86.900 |
87.730 |
85.500 |
87.600 |
+0.950 |
1,679 |
16,342 |
+571 |
Apr12 |
110624 |
87.800 |
88.900 |
86.700 |
88.830 |
+1.330 |
778 |
7,080 |
+268 |
May12 |
110624 |
90.750 |
92.500 |
90.750 |
92.400 |
+0.400 |
48 |
459 |
+27 |
Jun12 |
110624 |
94.000 |
94.500 |
93.000 |
94.400 |
+0.800 |
316 |
4,575 |
+16 |
Total Volume and Open Interest |
34,565 |
222,868 |
+3,318 |
Class III Milk(CME) |
Jun11 |
110624 |
19.15 |
19.23 |
19.14 |
19.23 |
+0.09 |
15 |
5,052 |
+83 |
Jul11 |
110624 |
19.90 |
20.45 |
19.85 |
20.28 |
+0.43 |
186 |
5,795 |
-20 |
Aug11 |
110624 |
18.74 |
19.16 |
18.74 |
19.16 |
+0.39 |
186 |
5,393 |
+40 |
Sep11 |
110624 |
18.20 |
18.34 |
18.15 |
18.30 |
+0.10 |
117 |
4,855 |
+30 |
Oct11 |
110624 |
17.50 |
17.59 |
17.45 |
17.58 |
+0.03 |
58 |
3,772 |
+9 |
Total Volume and Open Interest |
850 |
35,657 |
+299 |
Cocoa(ICE) |
Jul11 |
110624 |
3004 |
3006 |
2951 |
2958 |
-28 |
123 |
43 |
-127 |
Sep11 |
110624 |
2994 |
3018 |
2950 |
2964 |
-23 |
8,979 |
68,498 |
-486 |
Dec11 |
110624 |
3020 |
3044 |
2979 |
2990 |
-23 |
2,729 |
36,466 |
-547 |
Mar12 |
110624 |
3036 |
3079 |
3015 |
3026 |
-22 |
1,571 |
30,272 |
+380 |
May12 |
110624 |
3073 |
3077 |
3016 |
3028 |
-20 |
331 |
8,872 |
-25 |
Jul12 |
110624 |
3076 |
3076 |
3030 |
3030 |
-20 |
25 |
3,615 |
+17 |
Sep12 |
110624 |
3034 |
3034 |
3034 |
3034 |
-22 |
17 |
6,204 |
+6 |
Total Volume and Open Interest |
13,801 |
160,848 |
-782 |
Coffee "C"(ICE) |
Jul11 |
110624 |
249.55 |
251.00 |
245.50 |
249.00 |
+1.30 |
376 |
1,888 |
-1,213 |
Sep11 |
110624 |
250.90 |
252.35 |
245.60 |
250.50 |
+1.80 |
10,719 |
58,665 |
-347 |
Dec11 |
110624 |
253.30 |
256.25 |
249.80 |
254.40 |
+1.45 |
2,088 |
30,081 |
+173 |
Mar12 |
110624 |
258.25 |
259.00 |
253.15 |
257.35 |
+0.60 |
975 |
8,126 |
+207 |
May12 |
110624 |
260.30 |
261.05 |
255.00 |
259.05 |
+0.20 |
110 |
3,385 |
-21 |
Jul12 |
110624 |
262.00 |
262.00 |
255.70 |
259.75 |
-0.10 |
23 |
1,531 |
-16 |
Total Volume and Open Interest |
14,322 |
106,196 |
-1,202 |
Orange Juice(ICE) |
Jul11 |
110624 |
193.30 |
199.10 |
191.55 |
199.05 |
+5.50 |
1,565 |
5,331 |
-1,388 |
Sep11 |
110624 |
187.00 |
193.70 |
186.20 |
192.65 |
+5.55 |
2,044 |
23,871 |
+1,225 |
Nov11 |
110624 |
180.75 |
182.85 |
179.85 |
182.85 |
+3.05 |
175 |
5,748 |
+44 |
Jan12 |
110624 |
177.20 |
178.15 |
176.50 |
178.00 |
+2.35 |
33 |
1,133 |
+27 |
Mar12 |
110624 |
176.50 |
176.50 |
176.50 |
176.50 |
+2.00 |
7 |
259 |
+4 |
May12 |
110624 |
175.00 |
175.00 |
175.00 |
175.00 |
+1.65 |
0 |
167 |
+0 |
Total Volume and Open Interest |
3,824 |
36,608 |
-88 |
Sugar #11(ICE) |
Jul11 |
110624 |
27.65 |
27.73 |
27.20 |
27.54 |
-0.04 |
29,937 |
62,644 |
-10,838 |
Oct11 |
110624 |
26.00 |
26.08 |
25.42 |
26.00 |
-0.08 |
51,503 |
289,563 |
+2,987 |
Mar12 |
110624 |
25.50 |
25.50 |
24.72 |
25.37 |
-0.13 |
15,200 |
120,001 |
+2,489 |
May12 |
110624 |
24.80 |
24.83 |
24.06 |
24.72 |
-0.08 |
5,036 |
37,194 |
-99 |
Jul12 |
110624 |
24.20 |
24.36 |
23.62 |
24.32 |
+0.05 |
3,749 |
57,677 |
+724 |
Total Volume and Open Interest |
108,229 |
625,884 |
-3,947 |
London Cocoa(LCE) |
Jul11 |
110624 |
1888 |
1908 |
1867 |
1869 |
-10 |
5,086 |
52,356 |
-2,596 |
Sep11 |
110624 |
1909 |
1920 |
1880 |
1881 |
-13 |
6,682 |
49,151 |
+1,768 |
Dec11 |
110624 |
1929 |
1941 |
1903 |
1904 |
-13 |
1,972 |
36,549 |
-374 |
Mar12 |
110624 |
1953 |
1959 |
1918 |
1918 |
-15 |
830 |
40,525 |
+89 |
May12 |
110624 |
1961 |
1969 |
1928 |
1928 |
-16 |
488 |
10,794 |
+378 |
Jul12 |
110624 |
1966 |
1966 |
1936 |
1936 |
-17 |
100 |
5,049 |
-34 |
Sep12 |
110624 |
1980 |
1980 |
1942 |
1942 |
-17 |
111 |
3,194 |
-37 |
Total Volume and Open Interest |
15,269 |
205,610 |
-806 |
London Sugar(LCE) |
Aug11 |
110624 |
740.90 |
743.50 |
731.00 |
734.60 |
+1.30 |
3,095 |
20,807 |
-121 |
Oct11 |
110624 |
669.20 |
677.90 |
661.50 |
667.90 |
+4.40 |
1,283 |
15,170 |
+224 |
Dec11 |
110624 |
654.00 |
661.20 |
644.50 |
652.70 |
+5.50 |
223 |
5,608 |
+18 |
Mar12 |
110624 |
642.00 |
648.00 |
638.10 |
643.20 |
+4.10 |
92 |
5,923 |
-22 |
May12 |
110624 |
631.10 |
638.00 |
629.70 |
633.40 |
+2.90 |
72 |
2,438 |
-5 |
Total Volume and Open Interest |
4,883 |
52,807 |
+207 |
Cotton(ICE) |
Jul11 |
110624 |
165.92 |
166.59 |
163.40 |
165.22 |
+0.67 |
12,117 |
7,728 |
-8,025 |
Oct11 |
110624 |
125.50 |
127.80 |
125.10 |
126.92 |
+1.92 |
64 |
488 |
+15 |
Dec11 |
110624 |
120.25 |
122.74 |
119.60 |
121.92 |
+2.52 |
11,514 |
100,616 |
-1,585 |
Mar12 |
110624 |
113.07 |
114.37 |
111.80 |
113.82 |
+2.23 |
1,143 |
15,091 |
+46 |
May12 |
110624 |
107.90 |
109.47 |
107.50 |
108.95 |
+2.05 |
101 |
3,623 |
-48 |
Jul12 |
110624 |
104.00 |
105.40 |
103.50 |
104.80 |
+1.45 |
113 |
5,678 |
-16 |
Total Volume and Open Interest |
25,071 |
136,472 |
-9,602 |
Lumber(CME) |
Jul11 |
110624 |
233.8 |
236.2 |
232.5 |
236.0 |
+2.0 |
357 |
1,882 |
-187 |
Sep11 |
110624 |
245.8 |
248.8 |
244.0 |
246.9 |
+1.1 |
356 |
6,215 |
+11 |
Nov11 |
110624 |
255.0 |
255.4 |
252.5 |
253.1 |
unch |
208 |
1,843 |
+59 |
Jan12 |
110624 |
276.2 |
277.0 |
272.6 |
277.0 |
+2.2 |
8 |
107 |
+2 |
Total Volume and Open Interest |
931 |
10,054 |
-114 |
Crude Oil(NYM) |
Aug11 |
110624 |
92.28 |
92.34 |
89.82 |
91.16 |
+0.14 |
296,275 |
336,389 |
-9,121 |
Sep11 |
110624 |
92.75 |
92.82 |
90.36 |
91.71 |
+0.17 |
83,110 |
159,213 |
+1,811 |
Oct11 |
110624 |
92.74 |
93.33 |
90.95 |
92.23 |
+0.19 |
33,151 |
70,300 |
-700 |
Nov11 |
110624 |
93.32 |
93.88 |
91.49 |
92.78 |
+0.21 |
18,915 |
57,733 |
-681 |
Dec11 |
110624 |
94.09 |
94.34 |
91.99 |
93.29 |
+0.25 |
47,781 |
188,306 |
-1,677 |
Jan12 |
110624 |
93.80 |
93.85 |
92.92 |
93.74 |
+0.29 |
4,287 |
49,811 |
-563 |
Feb12 |
110624 |
94.02 |
94.19 |
93.29 |
94.19 |
+0.32 |
3,439 |
23,641 |
-45 |
Mar12 |
110624 |
95.42 |
95.51 |
93.66 |
94.64 |
+0.36 |
3,506 |
31,674 |
+224 |
Apr12 |
110624 |
94.18 |
95.07 |
94.18 |
95.07 |
+0.39 |
1,643 |
18,638 |
+26 |
May12 |
110624 |
95.49 |
95.49 |
95.24 |
95.48 |
+0.41 |
2,135 |
17,679 |
-668 |
Jun12 |
110624 |
96.51 |
96.51 |
94.65 |
95.89 |
+0.44 |
12,995 |
74,178 |
-421 |
Jul12 |
110624 |
95.91 |
96.20 |
95.75 |
96.20 |
+0.48 |
1,354 |
30,458 |
+164 |
Aug12 |
110624 |
96.40 |
96.40 |
96.40 |
96.40 |
+0.52 |
602 |
12,249 |
-14 |
Sep12 |
110624 |
96.58 |
96.58 |
96.58 |
96.58 |
+0.57 |
1,225 |
14,893 |
-48 |
Oct12 |
110624 |
96.79 |
96.79 |
96.79 |
96.79 |
+0.63 |
745 |
10,299 |
+34 |
Nov12 |
110624 |
97.04 |
97.04 |
97.04 |
97.04 |
+0.68 |
1,261 |
23,562 |
-607 |
Total Volume and Open Interest |
540,731 |
1,513,461 |
-10,873 |
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 |
110624 |
92.275 |
92.350 |
89.825 |
91.150 |
+0.125 |
9,976 |
2,586 |
+480 |
Sep11 |
110624 |
92.700 |
92.750 |
90.375 |
91.700 |
+0.150 |
199 |
778 |
+54 |
Oct11 |
110624 |
92.250 |
92.600 |
90.925 |
92.225 |
+0.175 |
43 |
265 |
-1 |
Nov11 |
110624 |
93.150 |
93.400 |
92.650 |
92.775 |
+0.200 |
0 |
23 |
+0 |
Dec11 |
110624 |
93.050 |
93.600 |
92.600 |
93.300 |
+0.250 |
6 |
299 |
+6 |
Jan12 |
110624 |
93.750 |
93.750 |
93.750 |
93.750 |
+0.300 |
0 |
6 |
+0 |
Feb12 |
110624 |
94.200 |
94.200 |
94.200 |
94.200 |
+0.325 |
1 |
3 |
+0 |
Mar12 |
110624 |
94.650 |
94.650 |
94.650 |
94.650 |
+0.375 |
0 |
10 |
+0 |
Total Volume and Open Interest |
10,225 |
4,132 |
+539 |
Heating Oil(NYM) |
Jul11 |
110624 |
283.34 |
283.59 |
273.27 |
275.03 |
-3.14 |
34,220 |
42,730 |
-5,779 |
Aug11 |
110624 |
284.99 |
285.18 |
275.01 |
276.89 |
-3.05 |
51,370 |
81,527 |
+1,435 |
Sep11 |
110624 |
284.84 |
286.58 |
277.00 |
278.93 |
-3.05 |
13,279 |
44,612 |
+123 |
Oct11 |
110624 |
286.01 |
287.52 |
279.15 |
281.02 |
-3.04 |
6,897 |
20,060 |
+50 |
Nov11 |
110624 |
286.37 |
289.17 |
281.35 |
283.12 |
-3.02 |
3,618 |
20,431 |
-249 |
Dec11 |
110624 |
291.31 |
292.27 |
283.20 |
285.15 |
-2.98 |
8,962 |
34,046 |
-1,465 |
Jan12 |
110624 |
289.50 |
292.78 |
285.30 |
287.05 |
-2.97 |
2,621 |
17,168 |
-361 |
Feb12 |
110624 |
290.00 |
293.54 |
286.10 |
287.95 |
-2.77 |
609 |
7,695 |
+300 |
Mar12 |
110624 |
292.43 |
293.08 |
285.85 |
287.80 |
-2.45 |
233 |
6,062 |
-5 |
Apr12 |
110624 |
290.80 |
291.43 |
284.55 |
286.42 |
-2.16 |
204 |
2,475 |
+0 |
May12 |
110624 |
289.37 |
289.92 |
283.25 |
284.99 |
-1.92 |
206 |
2,522 |
+62 |
Jun12 |
110624 |
285.00 |
288.66 |
282.95 |
284.00 |
-1.86 |
1,750 |
20,634 |
-215 |
Total Volume and Open Interest |
124,272 |
313,133 |
-6,082 |
Gasoline(NYMEX) |
Jul11 |
110624 |
287.72 |
287.90 |
275.67 |
277.66 |
-6.10 |
38,235 |
37,859 |
-4,192 |
Aug11 |
110624 |
280.56 |
282.05 |
269.48 |
271.59 |
-6.05 |
58,489 |
70,006 |
+3,243 |
Sep11 |
110624 |
278.65 |
279.40 |
267.49 |
269.69 |
-5.78 |
19,410 |
43,431 |
+58 |
Oct11 |
110624 |
267.24 |
267.39 |
256.68 |
259.33 |
-4.72 |
10,247 |
23,985 |
-1,449 |
Nov11 |
110624 |
265.12 |
265.12 |
256.02 |
257.84 |
-4.37 |
5,043 |
15,398 |
+258 |
Dec11 |
110624 |
264.95 |
265.95 |
255.14 |
257.55 |
-3.89 |
7,594 |
29,011 |
+471 |
Jan12 |
110624 |
260.98 |
260.98 |
256.79 |
258.36 |
-3.58 |
573 |
6,935 |
+96 |
Feb12 |
110624 |
264.50 |
264.50 |
259.00 |
260.26 |
-3.27 |
163 |
4,430 |
+12 |
Mar12 |
110624 |
263.66 |
263.66 |
261.00 |
262.33 |
-3.04 |
68 |
5,014 |
-10 |
Apr12 |
110624 |
278.50 |
278.50 |
273.20 |
274.63 |
-2.39 |
348 |
3,868 |
-166 |
Total Volume and Open Interest |
141,323 |
256,121 |
-1,388 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110624 |
277.70 |
277.70 |
277.66 |
277.70 |
-6.10 |
0 |
3 |
+0 |
Aug11 |
110624 |
271.60 |
271.60 |
271.59 |
271.60 |
-6.00 |
0 |
2 |
+0 |
Sep11 |
110624 |
269.70 |
269.70 |
269.69 |
269.70 |
-5.80 |
|
|
|
Oct11 |
110624 |
259.30 |
259.33 |
259.30 |
259.30 |
-4.80 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Jul11 |
110624 |
4.212 |
4.248 |
4.171 |
4.229 |
+0.036 |
114,038 |
45,533 |
-15,481 |
Aug11 |
110624 |
4.228 |
4.271 |
4.195 |
4.250 |
+0.033 |
63,105 |
133,306 |
+7,664 |
Sep11 |
110624 |
4.262 |
4.294 |
4.219 |
4.275 |
+0.032 |
24,186 |
208,377 |
+220 |
Oct11 |
110624 |
4.313 |
4.337 |
4.263 |
4.319 |
+0.032 |
21,485 |
115,141 |
-949 |
Nov11 |
110624 |
4.406 |
4.470 |
4.400 |
4.454 |
+0.030 |
10,594 |
77,147 |
+131 |
Dec11 |
110624 |
4.630 |
4.662 |
4.599 |
4.645 |
+0.030 |
5,015 |
45,054 |
+344 |
Jan12 |
110624 |
4.739 |
4.768 |
4.700 |
4.750 |
+0.030 |
10,630 |
91,036 |
-96 |
Feb12 |
110624 |
4.706 |
4.762 |
4.696 |
4.744 |
+0.030 |
1,055 |
20,779 |
+16 |
Mar12 |
110624 |
4.670 |
4.707 |
4.639 |
4.689 |
+0.032 |
3,733 |
42,627 |
-499 |
Apr12 |
110624 |
4.515 |
4.578 |
4.514 |
4.558 |
+0.030 |
4,037 |
43,698 |
-76 |
May12 |
110624 |
4.547 |
4.603 |
4.539 |
4.582 |
+0.030 |
630 |
9,823 |
+80 |
Jun12 |
110624 |
4.573 |
4.631 |
4.572 |
4.616 |
+0.030 |
598 |
11,049 |
-167 |
Jul12 |
110624 |
4.635 |
4.681 |
4.622 |
4.664 |
+0.030 |
319 |
8,656 |
+47 |
Aug12 |
110624 |
4.650 |
4.708 |
4.650 |
4.692 |
+0.029 |
97 |
7,180 |
-10 |
Sep12 |
110624 |
4.688 |
4.718 |
4.666 |
4.704 |
+0.030 |
73 |
7,280 |
+28 |
Oct12 |
110624 |
4.712 |
4.761 |
4.712 |
4.745 |
+0.029 |
875 |
24,687 |
+314 |
Total Volume and Open Interest |
261,491 |
968,024 |
-8,474 |
Brent Crude Oil(ICE) |
Aug11 |
110624 |
108.59 |
108.70 |
103.62 |
105.12 |
-2.14 |
220,807 |
191,084 |
+812 |
Sep11 |
110624 |
108.30 |
108.46 |
103.87 |
105.31 |
-1.82 |
84,054 |
147,810 |
-179 |
Oct11 |
110624 |
108.39 |
108.49 |
104.20 |
105.61 |
-1.61 |
45,273 |
57,481 |
-126 |
Nov11 |
110624 |
108.58 |
108.63 |
104.56 |
105.87 |
-1.45 |
18,706 |
39,394 |
+105 |
Dec11 |
110624 |
108.55 |
108.74 |
104.69 |
106.07 |
-1.30 |
56,953 |
93,676 |
-536 |
Jan12 |
110624 |
108.10 |
108.21 |
105.07 |
106.20 |
-1.17 |
6,429 |
22,935 |
+635 |
Feb12 |
110624 |
108.09 |
108.28 |
105.14 |
106.28 |
-1.06 |
3,743 |
18,749 |
+150 |
Mar12 |
110624 |
108.07 |
108.30 |
105.13 |
106.35 |
-0.94 |
3,381 |
33,820 |
-183 |
Apr12 |
110624 |
107.68 |
107.90 |
105.31 |
106.42 |
-0.80 |
1,493 |
9,655 |
+128 |
May12 |
110624 |
106.46 |
106.46 |
106.46 |
106.46 |
-0.67 |
1,217 |
5,817 |
+151 |
Jun12 |
110624 |
107.84 |
108.22 |
105.32 |
106.50 |
-0.53 |
11,004 |
42,703 |
+1,440 |
Jul12 |
110624 |
106.53 |
106.53 |
106.53 |
106.53 |
-0.42 |
326 |
6,645 |
-398 |
Aug12 |
110624 |
106.53 |
106.53 |
106.53 |
106.53 |
-0.33 |
265 |
4,549 |
-27 |
Sep12 |
110624 |
106.52 |
106.52 |
106.52 |
106.52 |
-0.22 |
651 |
5,506 |
+146 |
Total Volume and Open Interest |
480,952 |
819,944 |
+5,054 |
Gas Oil(ICE) |
Jul11 |
110624 |
892.25 |
894.75 |
864.00 |
874.50 |
-14.50 |
75,037 |
86,836 |
-4,223 |
Aug11 |
110624 |
896.50 |
898.75 |
868.50 |
878.75 |
-14.50 |
91,731 |
128,053 |
+8,390 |
Sep11 |
110624 |
895.50 |
902.00 |
872.75 |
882.75 |
-14.50 |
37,659 |
68,251 |
+3,466 |
Oct11 |
110624 |
898.75 |
905.25 |
879.50 |
886.50 |
-14.25 |
12,633 |
34,848 |
+2,011 |
Nov11 |
110624 |
901.50 |
906.00 |
882.75 |
889.75 |
-13.25 |
4,449 |
30,163 |
+1,397 |
Dec11 |
110624 |
910.25 |
910.75 |
883.00 |
893.00 |
-12.50 |
25,636 |
69,419 |
+1,623 |
Jan12 |
110624 |
907.50 |
912.50 |
888.25 |
896.75 |
-12.00 |
2,625 |
27,875 |
+917 |
Feb12 |
110624 |
909.25 |
914.25 |
891.00 |
898.75 |
-11.50 |
1,289 |
10,604 |
-261 |
Mar12 |
110624 |
910.50 |
912.50 |
890.75 |
900.25 |
-10.50 |
1,223 |
10,935 |
+87 |
Apr12 |
110624 |
910.50 |
915.50 |
898.50 |
900.50 |
-10.00 |
406 |
6,308 |
+16 |
Total Volume and Open Interest |
259,159 |
574,378 |
+14,201 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110624 |
2.682 |
2.682 |
2.614 |
2.633 |
-0.014 |
107 |
502 |
+4 |
Aug11 |
110624 |
2.631 |
2.631 |
2.568 |
2.586 |
-0.032 |
534 |
1,200 |
+28 |
Sep11 |
110624 |
2.580 |
2.580 |
2.523 |
2.524 |
-0.045 |
327 |
1,495 |
-93 |
Oct11 |
110624 |
2.472 |
2.475 |
2.419 |
2.426 |
-0.040 |
64 |
1,302 |
+7 |
Nov11 |
110624 |
2.410 |
2.410 |
2.363 |
2.364 |
-0.037 |
133 |
930 |
-67 |
Dec11 |
110624 |
2.375 |
2.375 |
2.345 |
2.346 |
-0.031 |
150 |
1,251 |
-76 |
Jan12 |
110624 |
2.307 |
2.307 |
2.299 |
2.305 |
-0.037 |
112 |
605 |
-62 |
Total Volume and Open Interest |
1,562 |
9,139 |
-179 |
WTI Crude Oil(ICE |
Aug11 |
110624 |
91.94 |
92.33 |
89.81 |
91.16 |
+0.14 |
79,731 |
73,762 |
-6,182 |
Sep11 |
110624 |
92.58 |
92.84 |
90.37 |
91.71 |
+0.17 |
27,497 |
46,810 |
+869 |
Oct11 |
110624 |
93.35 |
93.36 |
90.93 |
92.23 |
+0.19 |
14,451 |
25,770 |
-50 |
Nov11 |
110624 |
93.66 |
93.66 |
91.55 |
92.78 |
+0.21 |
7,404 |
22,951 |
+770 |
Dec11 |
110624 |
94.10 |
94.10 |
91.99 |
93.29 |
+0.25 |
20,034 |
82,656 |
-1,006 |
Jan12 |
110624 |
94.50 |
94.50 |
92.58 |
93.74 |
+0.29 |
1,976 |
16,219 |
+140 |
Feb12 |
110624 |
94.70 |
94.70 |
93.03 |
94.19 |
+0.32 |
1,124 |
4,586 |
+10 |
Mar12 |
110624 |
95.36 |
95.46 |
93.47 |
94.64 |
+0.36 |
1,176 |
12,633 |
-32 |
Apr12 |
110624 |
94.97 |
95.08 |
94.20 |
95.07 |
+0.39 |
441 |
4,518 |
+20 |
May12 |
110624 |
95.48 |
95.48 |
95.48 |
95.48 |
+0.41 |
258 |
2,979 |
+19 |
Jun12 |
110624 |
96.09 |
96.09 |
94.73 |
95.89 |
+0.44 |
2,402 |
28,328 |
+136 |
Jul12 |
110624 |
96.20 |
96.20 |
96.20 |
96.20 |
+0.48 |
81 |
4,122 |
+9 |
Aug12 |
110624 |
96.40 |
96.40 |
96.40 |
96.40 |
+0.52 |
5 |
952 |
+5 |
Sep12 |
110624 |
96.58 |
96.58 |
96.58 |
96.58 |
+0.57 |
5 |
4,494 |
+0 |
Oct12 |
110624 |
96.79 |
96.79 |
96.79 |
96.79 |
+0.63 |
0 |
511 |
+0 |
Nov12 |
110624 |
97.04 |
97.04 |
97.04 |
97.04 |
+0.68 |
5 |
1,612 |
+0 |
Total Volume and Open Interest |
162,643 |
443,589 |
-4,027 |
US Dollar Index(ICE) |
Sep11 |
110624 |
75.705 |
76.280 |
75.475 |
76.210 |
+0.305 |
26,543 |
44,614 |
-1,149 |
Dec11 |
110624 |
76.445 |
76.645 |
76.445 |
76.645 |
+0.300 |
5 |
515 |
+0 |
Mar12 |
110624 |
77.145 |
77.145 |
77.145 |
77.145 |
+0.300 |
0 |
1 |
+0 |
Total Volume and Open Interest |
26,548 |
45,130 |
-1,149 |
Australian Dollar(CME) |
Sep11 |
110624 |
104.22 |
104.90 |
103.74 |
103.83 |
-0.02 |
93,842 |
106,516 |
+6,617 |
Dec11 |
110624 |
103.05 |
103.38 |
102.61 |
102.67 |
-0.04 |
55 |
182 |
+5 |
Mar12 |
110624 |
101.57 |
101.59 |
101.57 |
101.57 |
-0.02 |
|
|
|
Total Volume and Open Interest |
93,897 |
106,701 |
+6,622 |
British Pound(CME) |
Sep11 |
110624 |
160.03 |
160.30 |
159.35 |
159.56 |
-0.24 |
126,273 |
97,568 |
+4,880 |
Dec11 |
110624 |
159.88 |
160.00 |
159.31 |
159.40 |
-0.24 |
19 |
119 |
-9 |
Mar12 |
110624 |
159.23 |
159.47 |
159.23 |
159.23 |
-0.24 |
0 |
2 |
+0 |
Total Volume and Open Interest |
126,292 |
97,695 |
+4,871 |
Canadian Dollar(CME) |
Sep11 |
110624 |
102.04 |
102.15 |
100.94 |
100.97 |
-0.88 |
73,684 |
85,812 |
+2,592 |
Dec11 |
110624 |
101.86 |
101.90 |
100.77 |
100.78 |
-0.88 |
79 |
3,812 |
+35 |
Mar12 |
110624 |
101.00 |
101.42 |
100.58 |
100.58 |
-0.84 |
16 |
539 |
+10 |
Jun12 |
110624 |
100.35 |
101.17 |
100.35 |
100.35 |
-0.82 |
0 |
250 |
+0 |
Total Volume and Open Interest |
73,779 |
90,542 |
+2,637 |
Japanese Yen(CME) |
Sep11 |
110624 |
124.41 |
124.87 |
124.12 |
124.37 |
+0.19 |
77,177 |
101,584 |
+2,956 |
Dec11 |
110624 |
124.56 |
124.92 |
124.30 |
124.49 |
+0.19 |
22 |
395 |
+11 |
Mar12 |
110624 |
124.66 |
124.66 |
124.47 |
124.66 |
+0.19 |
0 |
42 |
+0 |
Total Volume and Open Interest |
77,199 |
102,038 |
+2,967 |
Swiss Franc(CME) |
Sep11 |
110624 |
119.36 |
120.52 |
119.18 |
119.46 |
+0.10 |
39,483 |
50,353 |
-777 |
Dec11 |
110624 |
120.00 |
120.60 |
119.47 |
119.59 |
+0.10 |
112 |
164 |
-6 |
Mar12 |
110624 |
119.74 |
119.74 |
119.62 |
119.74 |
+0.12 |
0 |
1 |
+0 |
Total Volume and Open Interest |
39,595 |
50,521 |
-783 |
EuroFX(CME) |
Sep11 |
110624 |
142.30 |
142.73 |
141.09 |
141.38 |
-0.44 |
287,842 |
180,599 |
-7,004 |
Dec11 |
110624 |
141.97 |
142.35 |
140.91 |
141.03 |
-0.45 |
201 |
427 |
+32 |
Mar12 |
110624 |
140.70 |
141.13 |
140.70 |
140.70 |
-0.43 |
0 |
361 |
+0 |
Total Volume and Open Interest |
288,043 |
182,218 |
-6,972 |
Mexican Peso(CME) |
Jul11 |
110624 |
840.5 |
841.2 |
840.5 |
840.5 |
-0.8 |
|
|
|
Aug11 |
110624 |
838.5 |
839.2 |
838.5 |
838.5 |
-0.8 |
|
|
|
Total Volume and Open Interest |
20,993 |
97,405 |
-978 |
30-Year T-Bonds(CBOT) |
Sep11 |
110624 |
126~090 |
127~010 |
125~310 |
126~190 |
+0~050 |
283,525 |
643,174 |
-2,278 |
Dec11 |
110624 |
125~160 |
125~160 |
125~000 |
125~040 |
+0~040 |
3 |
47 |
+2 |
Mar12 |
110624 |
123~220 |
123~220 |
123~180 |
123~220 |
+0~040 |
|
|
|
Total Volume and Open Interest |
283,528 |
643,221 |
-2,276 |
10-Year T-Notes(CBOT) |
Sep11 |
110624 |
124~075 |
124~300 |
124~020 |
124~235 |
+0~125 |
1,188,963 |
1,866,503 |
+23,287 |
Dec11 |
110624 |
122~265 |
123~165 |
122~265 |
123~115 |
+0~125 |
8,821 |
7,830 |
+7,582 |
Mar12 |
110624 |
122~115 |
122~115 |
121~310 |
122~115 |
+0~125 |
|
|
|
Total Volume and Open Interest |
1,197,784 |
1,874,333 |
+30,869 |
5-Year T-Notes(CBOT) |
Jun11 |
110613 |
120~120 |
121~001 |
120~087 |
120~108 |
+0~072 |
272,931 |
205,061 |
-65,504 |
Sep11 |
110624 |
120~050 |
120~111 |
120~036 |
120~097 |
+0~041 |
557,261 |
1,655,399 |
-20,389 |
Dec11 |
110624 |
119~081 |
119~081 |
119~040 |
119~081 |
+0~041 |
0 |
3 |
+0 |
Total Volume and Open Interest |
559,731 |
1,677,502 |
-22,480 |
2 Year T-Notes(CBOT) |
Jun11 |
110624 |
110~011 |
110~015 |
110~006 |
110~014 |
+0~002 |
345 |
16,447 |
+207 |
Sep11 |
110624 |
109~112 |
109~119 |
109~108 |
109~115 |
+0~003 |
214,352 |
1,029,925 |
-3,778 |
Dec11 |
110624 |
109~087 |
109~087 |
109~084 |
109~087 |
+0~003 |
0 |
21 |
+0 |
Total Volume and Open Interest |
214,697 |
1,046,393 |
-3,571 |
Eurodollars(CME) |
Sep11 |
110624 |
99.605 |
99.615 |
99.535 |
99.565 |
-0.040 |
250,695 |
1,250,767 |
+1,389 |
Dec11 |
110624 |
99.530 |
99.545 |
99.455 |
99.490 |
-0.045 |
281,418 |
1,397,967 |
-24,509 |
Mar12 |
110624 |
99.490 |
99.500 |
99.420 |
99.450 |
-0.040 |
227,528 |
1,609,824 |
+1,690 |
Jun12 |
110624 |
99.420 |
99.430 |
99.370 |
99.390 |
-0.030 |
243,981 |
1,486,775 |
+39,792 |
Sep12 |
110624 |
99.300 |
99.305 |
99.250 |
99.280 |
-0.010 |
241,288 |
976,648 |
+27,530 |
Dec12 |
110624 |
99.135 |
99.150 |
99.075 |
99.125 |
+0.015 |
205,190 |
707,158 |
+18,861 |
Mar13 |
110624 |
98.940 |
98.985 |
98.895 |
98.965 |
+0.035 |
157,956 |
513,878 |
+882 |
Jun13 |
110624 |
98.720 |
98.785 |
98.675 |
98.760 |
+0.045 |
148,860 |
343,863 |
+888 |
Sep13 |
110624 |
98.485 |
98.565 |
98.440 |
98.535 |
+0.055 |
155,562 |
342,443 |
+17,690 |
Dec13 |
110624 |
98.220 |
98.315 |
98.180 |
98.280 |
+0.055 |
101,796 |
260,305 |
+1,538 |
Mar14 |
110624 |
97.955 |
98.070 |
97.935 |
98.035 |
+0.055 |
77,724 |
229,989 |
+4,394 |
Jun14 |
110624 |
97.700 |
97.820 |
97.675 |
97.785 |
+0.060 |
69,266 |
172,422 |
+6,061 |
Sep14 |
110624 |
97.440 |
97.565 |
97.425 |
97.540 |
+0.065 |
27,073 |
94,784 |
+2,825 |
Dec14 |
110624 |
97.180 |
97.305 |
97.170 |
97.280 |
+0.060 |
23,886 |
86,260 |
+2,665 |
Mar15 |
110624 |
96.965 |
97.075 |
96.945 |
97.055 |
+0.055 |
21,964 |
83,796 |
+5,036 |
Jun15 |
110624 |
4.985 |
5.100 |
4.965 |
5.080 |
+0.055 |
21,205 |
66,278 |
+3,721 |
Sep15 |
110624 |
4.770 |
4.885 |
4.755 |
4.865 |
+0.055 |
13,342 |
56,282 |
+584 |
Dec15 |
110624 |
4.560 |
4.680 |
4.545 |
4.660 |
+0.055 |
10,973 |
50,205 |
+813 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jun11 |
110624 |
99.902 |
99.905 |
99.902 |
99.902 |
unch |
2,982 |
61,978 |
+339 |
Jul11 |
110624 |
99.900 |
99.905 |
99.895 |
99.900 |
unch |
4,669 |
58,451 |
-756 |
Aug11 |
110624 |
99.880 |
99.890 |
99.875 |
99.880 |
unch |
4,912 |
54,314 |
-610 |
Sep11 |
110624 |
99.870 |
99.875 |
99.865 |
99.865 |
unch |
4,921 |
43,617 |
+519 |
Oct11 |
110624 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
4,810 |
51,491 |
-448 |
Nov11 |
110624 |
99.840 |
99.850 |
99.840 |
99.845 |
unch |
5,120 |
49,113 |
-495 |
Total Volume and Open Interest |
82,635 |
763,310 |
+4,575 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110613 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110624 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110624 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110624 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
|
|
|
Sep12 |
110624 |
99.580 |
99.580 |
99.580 |
99.580 |
-0.005 |
|
|
|
Dec12 |
110624 |
99.540 |
99.540 |
99.540 |
99.540 |
-0.005 |
|
|
|
Mar13 |
110624 |
99.540 |
99.540 |
99.540 |
99.540 |
-0.005 |
|
|
|
Jun13 |
110624 |
99.495 |
99.495 |
99.495 |
99.495 |
-0.005 |
|
|
|
Sep13 |
110624 |
99.355 |
99.355 |
99.355 |
99.355 |
-0.005 |
|
|
|
Dec13 |
110624 |
99.215 |
99.215 |
99.215 |
99.215 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
126 |
-1 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110624 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,251 |
+0 |
Dec11 |
110624 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,392 |
+0 |
Mar12 |
110624 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,823 |
+0 |
Jun12 |
110624 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
1,554 |
+0 |
Sep12 |
110624 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
0 |
411 |
+0 |
Dec12 |
110624 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
0 |
24 |
+0 |
Mar13 |
110624 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
0 |
1 |
+0 |
Jun13 |
110624 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
|
|
|
Total Volume and Open Interest |
0 |
6,456 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110624 |
141.36 |
141.46 |
141.22 |
141.30 |
unch |
1,319 |
23,896 |
+230 |
Dec11 |
110624 |
140.85 |
140.85 |
140.85 |
140.85 |
+0.35 |
0 |
1 |
+0 |
Mar12 |
110624 |
138.76 |
138.76 |
138.76 |
138.76 |
+0.35 |
|
|
|
Total Volume and Open Interest |
1,319 |
23,897 |
+230 |
Euro-Bund(EUREX) |
Sep11 |
110621 |
126.06 |
126.24 |
125.73 |
125.89 |
-0.26 |
1,149,191 |
1,018,149 |
-78,041 |
Dec11 |
110624 |
125.85 |
126.20 |
125.85 |
126.19 |
+0.27 |
75 |
235 |
+0 |
Mar12 |
110624 |
126.17 |
126.17 |
126.17 |
126.17 |
+0.27 |
|
|
|
Total Volume and Open Interest |
1,053,213 |
1,008,840 |
+28,634 |
Euro-Bobl(EUREX) |
Sep11 |
110624 |
117.77 |
118.13 |
117.62 |
118.03 |
+0.04 |
576,239 |
782,628 |
+1,190 |
Dec11 |
110624 |
116.76 |
117.03 |
116.76 |
117.03 |
unch |
136 |
719 |
+65 |
Mar12 |
110624 |
117.04 |
117.04 |
117.04 |
117.04 |
unch |
|
|
|
Total Volume and Open Interest |
576,375 |
783,347 |
+1,255 |
3-Mth Euribor(EUREX) |
Jun11 |
110613 |
98.530 |
98.530 |
98.530 |
98.530 |
+0.005 |
299 |
4,770 |
+0 |
Sep11 |
110624 |
98.300 |
98.325 |
98.300 |
98.325 |
+0.005 |
8 |
2,595 |
-4 |
Dec11 |
110624 |
98.225 |
98.250 |
98.225 |
98.250 |
+0.010 |
70 |
1,418 |
+70 |
Total Volume and Open Interest |
80 |
7,049 |
+68 |
Long Gilt(LIFFE) |
Jun11 |
110624 |
123~10 |
123~23 |
123~10 |
123~23 |
+0~05 |
512 |
11,111 |
-237 |
Sep11 |
110624 |
122~08 |
122~18 |
121~28 |
122~15 |
+0~05 |
127,354 |
350,201 |
-270 |
Total Volume and Open Interest |
127,866 |
361,312 |
-507 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110624 |
99.10 |
99.12 |
99.09 |
99.10 |
unch |
76,762 |
475,063 |
+11,835 |
Dec11 |
110624 |
99.05 |
99.06 |
99.04 |
99.05 |
unch |
114,013 |
449,239 |
+2,664 |
Mar12 |
110624 |
98.98 |
99.00 |
98.96 |
98.97 |
-0.01 |
111,993 |
453,299 |
-5,407 |
Jun12 |
110624 |
98.88 |
98.91 |
98.86 |
98.88 |
-0.01 |
96,307 |
318,288 |
+3,851 |
Sep12 |
110624 |
98.76 |
98.79 |
98.74 |
98.77 |
unch |
105,386 |
297,828 |
+8,483 |
Dec12 |
110624 |
98.58 |
98.62 |
98.57 |
98.60 |
unch |
75,500 |
243,130 |
-2,927 |
Total Volume and Open Interest |
715,984 |
2,604,840 |
+31,184 |
3-Mth Euribor(LIFFE) |
Sep11 |
110624 |
98.325 |
98.350 |
98.295 |
98.325 |
+0.005 |
113,992 |
762,282 |
-10,055 |
Dec11 |
110624 |
98.230 |
98.270 |
98.210 |
98.250 |
+0.010 |
101,414 |
557,904 |
+890 |
Mar12 |
110624 |
98.195 |
98.235 |
98.165 |
98.215 |
+0.005 |
73,170 |
545,787 |
+1,934 |
Total Volume and Open Interest |
616,522 |
3,504,193 |
+20,785 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110624 |
95.12 |
95.16 |
95.10 |
95.13 |
+0.01 |
31,650 |
252,461 |
-8,984 |
Dec11 |
110624 |
95.12 |
95.20 |
95.11 |
95.13 |
+0.01 |
26,538 |
228,003 |
+125 |
Mar12 |
110624 |
95.09 |
95.17 |
95.08 |
95.10 |
+0.01 |
18,674 |
126,340 |
+6,070 |
Jun12 |
110624 |
95.07 |
95.15 |
95.05 |
95.07 |
+0.01 |
9,773 |
82,903 |
+1,743 |
Sep12 |
110624 |
95.11 |
95.12 |
95.04 |
95.05 |
+0.01 |
1,697 |
52,624 |
-93 |
Dec12 |
110624 |
95.03 |
95.11 |
95.00 |
95.01 |
unch |
754 |
36,655 |
-535 |
Mar13 |
110624 |
95.01 |
95.08 |
94.99 |
94.99 |
unch |
206 |
27,069 |
+34 |
Jun13 |
110624 |
95.03 |
95.04 |
94.95 |
94.95 |
+0.01 |
120 |
9,190 |
-38 |
Sep13 |
110624 |
94.95 |
95.00 |
94.91 |
94.91 |
+0.01 |
18 |
1,931 |
+1 |
Dec13 |
110624 |
94.88 |
94.88 |
94.88 |
94.88 |
+0.02 |
26 |
1,401 |
+1 |
Total Volume and Open Interest |
89,486 |
818,722 |
-1,648 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110624 |
94.90 |
94.97 |
94.90 |
94.92 |
+0.02 |
54,524 |
399,217 |
+4,759 |
Dec11 |
110624 |
94.92 |
94.92 |
94.92 |
94.92 |
+0.02 |
|
|
|
Total Volume and Open Interest |
54,524 |
399,217 |
+4,759 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110624 |
95.33 |
95.43 |
95.33 |
95.35 |
+0.02 |
164,642 |
605,377 |
-35,556 |
Dec11 |
110624 |
95.35 |
95.35 |
95.35 |
95.35 |
+0.02 |
|
|
|
Total Volume and Open Interest |
164,642 |
605,377 |
+23,618 |
Gold(CMX) |
Jun11 |
110624 |
1524.7 |
1525.0 |
1498.5 |
1500.5 |
-19.6 |
222 |
767 |
-60 |
Aug11 |
110624 |
1522.7 |
1526.5 |
1498.5 |
1500.9 |
-19.6 |
140,559 |
350,933 |
+8,442 |
Oct11 |
110624 |
1523.7 |
1527.0 |
1499.8 |
1501.9 |
-19.6 |
444 |
12,195 |
+247 |
Dec11 |
110624 |
1525.6 |
1528.5 |
1501.0 |
1503.1 |
-19.5 |
4,405 |
69,882 |
+518 |
Feb12 |
110624 |
1526.0 |
1526.0 |
1503.0 |
1504.5 |
-19.5 |
322 |
9,275 |
+51 |
Apr12 |
110624 |
1530.3 |
1530.3 |
1506.0 |
1506.0 |
-19.5 |
30 |
6,379 |
+20 |
Jun12 |
110624 |
1525.2 |
1530.9 |
1507.5 |
1507.5 |
-19.4 |
798 |
13,130 |
-137 |
Aug12 |
110624 |
1509.3 |
1509.3 |
1509.3 |
1509.3 |
-19.5 |
5 |
4,512 |
+1 |
Oct12 |
110624 |
1511.2 |
1511.2 |
1511.2 |
1511.2 |
-19.5 |
50 |
4,099 |
+0 |
Dec12 |
110624 |
1538.5 |
1538.5 |
1512.3 |
1513.4 |
-19.6 |
1,239 |
13,361 |
+833 |
Feb13 |
110624 |
1516.0 |
1516.0 |
1516.0 |
1516.0 |
-19.6 |
1 |
585 |
+1 |
Apr13 |
110624 |
1519.2 |
1519.2 |
1519.2 |
1519.2 |
-19.7 |
1 |
202 |
+1 |
Total Volume and Open Interest |
149,872 |
524,571 |
+9,555 |
Silver(CMX) |
Jul11 |
110624 |
3529.5 |
3542.0 |
3414.5 |
3463.8 |
-36.4 |
52,966 |
31,639 |
-2,017 |
Sep11 |
110624 |
3534.5 |
3540.0 |
3416.0 |
3465.0 |
-36.6 |
6,365 |
36,764 |
+1,049 |
Dec11 |
110624 |
3539.5 |
3539.5 |
3417.0 |
3466.4 |
-36.8 |
3,042 |
24,043 |
-98 |
Mar12 |
110624 |
3498.0 |
3498.0 |
3450.0 |
3465.2 |
-35.9 |
231 |
4,930 |
+125 |
May12 |
110624 |
3463.2 |
3463.2 |
3463.2 |
3463.2 |
-35.2 |
18 |
1,312 |
+8 |
Jul12 |
110624 |
3461.1 |
3461.1 |
3461.1 |
3461.1 |
-34.8 |
23 |
1,803 |
+8 |
Sep12 |
110624 |
3458.8 |
3458.8 |
3458.8 |
3458.8 |
-34.6 |
9 |
213 |
+3 |
Total Volume and Open Interest |
62,830 |
119,359 |
-879 |
Platinum(NYMEX) |
Jul11 |
110624 |
1705.5 |
1719.9 |
1675.5 |
1677.6 |
-16.9 |
6,359 |
13,808 |
-2,291 |
Oct11 |
110624 |
1709.5 |
1723.0 |
1678.5 |
1680.5 |
-17.0 |
3,277 |
20,881 |
+1,965 |
Jan12 |
110624 |
1691.9 |
1692.0 |
1683.0 |
1684.3 |
-16.7 |
46 |
608 |
+38 |
Apr12 |
110624 |
1695.0 |
1695.0 |
1686.8 |
1686.8 |
-16.7 |
0 |
70 |
+0 |
Total Volume and Open Interest |
9,682 |
35,371 |
-288 |
Palladium(NYMEX) |
Jun11 |
110624 |
732.90 |
732.90 |
730.20 |
730.20 |
-11.35 |
13 |
258 |
-25 |
Sep11 |
110624 |
745.60 |
752.85 |
730.10 |
731.50 |
-11.85 |
2,964 |
19,070 |
-163 |
Dec11 |
110624 |
746.45 |
748.00 |
732.75 |
732.75 |
-11.75 |
10 |
689 |
+0 |
Total Volume and Open Interest |
2,996 |
20,064 |
-180 |
Copper(CMX) |
Jul11 |
110624 |
407.85 |
414.00 |
405.85 |
409.85 |
+5.95 |
33,229 |
27,412 |
-1,743 |
Sep11 |
110624 |
409.35 |
415.75 |
407.80 |
411.55 |
+5.90 |
13,067 |
63,370 |
+977 |
Dec11 |
110624 |
410.35 |
417.40 |
409.95 |
413.35 |
+5.90 |
1,641 |
25,711 |
-73 |
Mar12 |
110624 |
414.30 |
414.30 |
414.30 |
414.30 |
+5.85 |
210 |
8,674 |
+20 |
May12 |
110624 |
414.30 |
414.45 |
414.30 |
414.45 |
+5.85 |
0 |
1,620 |
+0 |
Total Volume and Open Interest |
49,762 |
133,526 |
-323 |
DJIA Index(CBOT) |
Sep11 |
110624 |
11978 |
12057 |
11860 |
11881 |
-95 |
152 |
7,321 |
-85 |
Dec11 |
110624 |
11812 |
11908 |
11812 |
11812 |
-96 |
0 |
85 |
+0 |
Mar12 |
110624 |
11753 |
11849 |
11753 |
11753 |
-96 |
|
|
|
Jun12 |
110624 |
11686 |
11782 |
11686 |
11686 |
-96 |
|
|
|
Total Volume and Open Interest |
152 |
7,406 |
-85 |
Mini DJIA Index(CBOT) |
Jun11 |
110617 |
11968 |
12078 |
11927 |
12047 |
+80 |
34,294 |
49,515 |
-5,412 |
Sep11 |
110624 |
11978 |
12058 |
11854 |
11881 |
-95 |
102,304 |
79,403 |
-2,833 |
Dec11 |
110624 |
11949 |
11949 |
11799 |
11812 |
-96 |
76 |
283 |
-44 |
Mar12 |
110624 |
11753 |
11753 |
11753 |
11753 |
-96 |
0 |
10 |
+0 |
Total Volume and Open Interest |
102,380 |
79,696 |
-2,877 |
S & P 500(CME) |
Sep11 |
110624 |
1277.00 |
1286.00 |
1261.30 |
1263.90 |
-13.10 |
11,376 |
250,889 |
-2,610 |
Dec11 |
110624 |
1258.60 |
1273.70 |
1256.70 |
1258.60 |
-13.10 |
0 |
10,465 |
-7 |
Mar12 |
110624 |
1253.10 |
1268.20 |
1251.20 |
1253.10 |
-13.10 |
0 |
4 |
+0 |
Jun12 |
110624 |
1248.10 |
1263.20 |
1246.20 |
1248.10 |
-13.10 |
0 |
5 |
+0 |
Total Volume and Open Interest |
11,376 |
261,363 |
-2,617 |
S & P 500 E-Mini(Globex) |
Sep11 |
110624 |
1277.50 |
1286.00 |
1261.25 |
1264.00 |
-13.00 |
1,872,931 |
2,524,036 |
-7,035 |
Dec11 |
110624 |
1272.50 |
1280.00 |
1256.25 |
1258.50 |
-13.25 |
729 |
6,920 |
+73 |
Total Volume and Open Interest |
1,873,674 |
2,531,007 |
-6,962 |
NASDAQ 100(CME) |
Sep11 |
110624 |
2237.50 |
2256.30 |
2207.00 |
2207.80 |
-29.70 |
287 |
7,875 |
+32 |
Dec11 |
110624 |
2204.00 |
2204.00 |
2202.00 |
2204.00 |
-29.50 |
0 |
2 |
+0 |
Mar12 |
110624 |
2201.50 |
2201.50 |
2201.00 |
2201.50 |
-29.50 |
|
|
|
Total Volume and Open Interest |
287 |
7,877 |
+32 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110624 |
2237.50 |
2258.50 |
2206.80 |
2207.80 |
-29.70 |
223,745 |
277,427 |
-9,965 |
Dec11 |
110624 |
2238.30 |
2253.80 |
2204.00 |
2204.00 |
-29.50 |
17 |
41 |
+0 |
Total Volume and Open Interest |
223,762 |
277,468 |
-9,965 |
S & P Midcap 400(CME) |
Sep11 |
110624 |
943.30 |
951.20 |
942.70 |
943.30 |
-6.40 |
200 |
911 |
+145 |
Dec11 |
110624 |
942.30 |
942.30 |
941.70 |
942.30 |
-6.40 |
|
|
|
Mar12 |
110624 |
940.30 |
940.30 |
939.70 |
940.30 |
-6.40 |
|
|
|
Total Volume and Open Interest |
200 |
911 |
+145 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110624 |
9600 |
9730 |
9585 |
9610 |
+20 |
7,444 |
29,082 |
+365 |
Dec11 |
110624 |
9585 |
9585 |
9565 |
9585 |
+20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,444 |
29,083 |
+365 |
Nikkei 225(SGX) |
Sep11 |
110624 |
9580 |
9690 |
9490 |
9675 |
+75 |
111,146 |
167,156 |
+1,783 |
Dec11 |
110624 |
9500 |
9615 |
9475 |
9615 |
+70 |
5 |
7,295 |
+0 |
Mar12 |
110624 |
9615 |
9615 |
9615 |
9615 |
+80 |
0 |
10 |
+0 |
Total Volume and Open Interest |
111,675 |
187,571 |
+1,786 |
CAC 40(EURONEXT) |
Jul11 |
110624 |
3836.5 |
3864.5 |
3769.5 |
3784.5 |
-0.5 |
99,560 |
311,021 |
-6,763 |
Aug11 |
110624 |
3846.0 |
3867.0 |
3777.0 |
3789.5 |
-0.5 |
23 |
24 |
+1 |
Sep11 |
110624 |
3854.0 |
3869.5 |
3780.0 |
3790.0 |
-1.0 |
153 |
19,545 |
+7 |
Total Volume and Open Interest |
99,736 |
330,620 |
-6,755 |
Hang Seng Index(HKFE) |
Jun11 |
110624 |
21805 |
22173 |
21760 |
22148 |
+464 |
70,205 |
94,808 |
-449 |
Jul11 |
110624 |
21778 |
22180 |
21769 |
22153 |
+461 |
3,632 |
8,103 |
+1,356 |
Total Volume and Open Interest |
74,281 |
108,695 |
+1,012 |
DAX(EUREX) |
Jun11 |
110617 |
7076.5 |
7203.5 |
7036.0 |
7203.5 |
+96.5 |
251,111 |
90,589 |
-25,846 |
Sep11 |
110624 |
7259.0 |
7298.0 |
7121.0 |
7152.0 |
-19.0 |
133,581 |
141,500 |
+3,691 |
Dec11 |
110624 |
7284.5 |
7325.0 |
7150.5 |
7180.0 |
-19.0 |
280 |
7,636 |
+52 |
Total Volume and Open Interest |
133,863 |
149,226 |
+3,742 |
FT-SE 100(EURONEXT) |
Sep11 |
110624 |
5690.00 |
5732.50 |
5640.00 |
5659.50 |
+24.00 |
91,364 |
645,651 |
+10,866 |
Dec11 |
110624 |
5685.00 |
5685.00 |
5631.50 |
5635.00 |
+24.00 |
0 |
679 |
+0 |
Mar12 |
110624 |
5598.00 |
5598.00 |
5598.00 |
5598.00 |
+24.00 |
5 |
150 |
+0 |
Total Volume and Open Interest |
91,379 |
646,490 |
+10,876 |
SPI 200(SFE) |
Jun11 |
110617 |
4517.5 |
4517.5 |
4517.5 |
4517.5 |
-0.5 |
19,344 |
54,828 |
-132,003 |
Sep11 |
110624 |
4480.0 |
4513.0 |
4431.0 |
4497.0 |
+10.0 |
32,730 |
184,968 |
-4,787 |
Dec11 |
110624 |
4485.0 |
4520.0 |
4485.0 |
4513.0 |
+10.0 |
67 |
4,678 |
+44 |
Total Volume and Open Interest |
32,801 |
193,500 |
-4,829 |
GSCI(CME) |
Jul11 |
110624 |
652.00 |
652.00 |
643.00 |
643.00 |
-6.50 |
235 |
10,207 |
+6 |
Aug11 |
110624 |
653.50 |
653.50 |
645.00 |
645.00 |
-6.00 |
0 |
10 |
+0 |
Sep11 |
110624 |
646.00 |
646.00 |
646.00 |
646.00 |
-6.00 |
|
|
|
Total Volume and Open Interest |
235 |
10,217 |
+6 |
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. |
|
|