|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon June 27, 2011 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul11 |
110627 |
1318.25 |
1330.75 |
1310.00 |
1329.75 |
+9.50 |
68,283 |
94,690 |
-7,749 |
Aug11 |
110627 |
1313.00 |
1324.00 |
1303.75 |
1322.75 |
+7.75 |
20,965 |
53,730 |
+1,707 |
Sep11 |
110627 |
1308.00 |
1319.00 |
1298.00 |
1316.75 |
+6.00 |
5,892 |
23,989 |
+619 |
Nov11 |
110627 |
1307.25 |
1316.00 |
1294.25 |
1315.00 |
+5.75 |
84,947 |
293,918 |
-500 |
Jan12 |
110627 |
1318.25 |
1326.25 |
1304.50 |
1325.00 |
+5.50 |
4,172 |
39,630 |
+781 |
Mar12 |
110627 |
1322.00 |
1331.25 |
1310.50 |
1330.75 |
+4.75 |
1,041 |
22,012 |
+13 |
May12 |
110627 |
1319.00 |
1331.50 |
1312.00 |
1330.00 |
+4.50 |
1,616 |
25,551 |
+221 |
Total Volume and Open Interest |
188,602 |
583,503 |
-4,834 |
Soybean Meal(CBOT) |
Jul11 |
110627 |
339.50 |
344.20 |
338.00 |
343.00 |
+3.10 |
28,264 |
30,111 |
-4,991 |
Aug11 |
110627 |
341.00 |
345.80 |
339.50 |
344.50 |
+3.40 |
17,417 |
49,186 |
-1,268 |
Sep11 |
110627 |
339.50 |
344.00 |
338.00 |
343.00 |
+3.60 |
6,333 |
22,333 |
+274 |
Oct11 |
110627 |
336.00 |
339.40 |
333.60 |
339.30 |
+3.00 |
3,038 |
16,057 |
-530 |
Dec11 |
110627 |
335.10 |
340.00 |
333.70 |
339.50 |
+2.60 |
25,594 |
73,036 |
+3,256 |
Jan12 |
110627 |
340.10 |
341.50 |
335.80 |
341.30 |
+2.60 |
418 |
6,378 |
+119 |
Mar12 |
110627 |
340.10 |
344.00 |
339.10 |
343.80 |
+2.50 |
272 |
3,790 |
+26 |
May12 |
110627 |
340.80 |
343.70 |
339.00 |
343.70 |
+2.40 |
305 |
5,449 |
+132 |
Total Volume and Open Interest |
82,817 |
211,299 |
-3,019 |
Soybean Oil(CBOT) |
Jul11 |
110627 |
55.20 |
55.20 |
54.34 |
54.91 |
-0.31 |
57,896 |
60,776 |
-6,020 |
Aug11 |
110627 |
55.43 |
55.44 |
54.58 |
55.15 |
-0.21 |
25,054 |
41,708 |
+7 |
Sep11 |
110627 |
55.53 |
55.62 |
54.85 |
55.41 |
-0.20 |
11,096 |
34,218 |
+359 |
Oct11 |
110627 |
55.79 |
55.86 |
55.15 |
55.68 |
-0.18 |
1,866 |
16,881 |
-155 |
Dec11 |
110627 |
56.44 |
56.45 |
55.60 |
56.20 |
-0.16 |
47,033 |
139,823 |
+406 |
Jan12 |
110627 |
56.35 |
56.63 |
55.91 |
56.48 |
-0.14 |
1,505 |
13,706 |
+277 |
Mar12 |
110627 |
56.90 |
56.99 |
56.34 |
56.82 |
-0.17 |
2,723 |
11,252 |
+1,761 |
May12 |
110627 |
57.00 |
57.14 |
56.55 |
56.99 |
-0.15 |
367 |
6,044 |
+26 |
Total Volume and Open Interest |
148,820 |
328,508 |
-3,220 |
Canola(WCE) |
Jul11 |
110627 |
578.0 |
579.1 |
572.8 |
578.3 |
-1.5 |
5,440 |
14,987 |
-4,811 |
Nov11 |
110627 |
565.4 |
566.1 |
558.3 |
565.2 |
-0.7 |
12,975 |
123,425 |
+247 |
Jan12 |
110627 |
570.0 |
572.6 |
566.0 |
572.1 |
-0.9 |
490 |
12,916 |
+149 |
Mar12 |
110627 |
575.3 |
576.3 |
570.9 |
576.3 |
-0.9 |
116 |
4,565 |
-33 |
May12 |
110627 |
580.0 |
580.0 |
580.0 |
580.0 |
-2.8 |
6 |
2,024 |
+6 |
Total Volume and Open Interest |
19,057 |
161,128 |
-4,424 |
Corn(CBOT) |
Jul11 |
110627 |
669.00 |
669.50 |
650.00 |
660.75 |
-9.25 |
194,372 |
252,748 |
-9,074 |
Sep11 |
110627 |
653.50 |
654.00 |
637.00 |
644.25 |
-12.75 |
105,487 |
366,181 |
+3,047 |
Dec11 |
110627 |
629.75 |
634.75 |
620.25 |
626.75 |
-5.25 |
214,884 |
503,240 |
+64 |
Mar12 |
110627 |
642.00 |
646.75 |
632.50 |
640.50 |
-3.75 |
17,384 |
95,006 |
+2,918 |
May12 |
110627 |
647.00 |
651.75 |
640.25 |
648.00 |
-4.00 |
4,122 |
21,381 |
+337 |
Jul12 |
110627 |
655.00 |
659.25 |
647.25 |
651.25 |
-7.50 |
36,114 |
56,871 |
+266 |
Total Volume and Open Interest |
576,826 |
1,393,023 |
-1,471 |
Wheat(CBOT) |
Jul11 |
110627 |
636.75 |
637.75 |
612.50 |
622.75 |
-13.00 |
39,718 |
67,771 |
-6,179 |
Sep11 |
110627 |
661.00 |
661.75 |
642.25 |
650.75 |
-10.25 |
59,291 |
163,754 |
+4,382 |
Dec11 |
110627 |
706.50 |
706.50 |
685.50 |
695.75 |
-9.75 |
24,666 |
123,960 |
+1,602 |
Mar12 |
110627 |
735.00 |
735.00 |
719.50 |
729.75 |
-7.50 |
3,748 |
36,419 |
+19 |
May12 |
110627 |
748.00 |
753.50 |
737.00 |
744.25 |
-9.25 |
1,006 |
10,052 |
-144 |
Total Volume and Open Interest |
131,212 |
464,202 |
-174 |
Wheat(KCBT) |
Jul11 |
110627 |
748.75 |
749.00 |
726.75 |
728.50 |
-20.00 |
13,820 |
21,133 |
-4,317 |
Sep11 |
110627 |
767.25 |
767.75 |
745.25 |
747.00 |
-20.25 |
16,431 |
68,984 |
+2,044 |
Dec11 |
110627 |
794.00 |
794.00 |
771.00 |
773.00 |
-20.00 |
6,170 |
54,679 |
+374 |
Mar12 |
110627 |
799.00 |
800.50 |
786.00 |
787.00 |
-20.25 |
1,101 |
11,417 |
+311 |
May12 |
110627 |
806.75 |
806.75 |
793.50 |
793.75 |
-19.75 |
139 |
1,778 |
+43 |
Total Volume and Open Interest |
38,121 |
172,256 |
-1,567 |
Wheat(MGE) |
Jul11 |
110627 |
822.00 |
822.75 |
804.50 |
805.75 |
-20.25 |
855 |
4,788 |
-720 |
Sep11 |
110627 |
821.00 |
821.00 |
800.25 |
802.75 |
-15.75 |
5,570 |
23,374 |
-322 |
Dec11 |
110627 |
827.50 |
827.50 |
806.00 |
808.50 |
-15.25 |
2,294 |
18,766 |
+241 |
Mar12 |
110627 |
836.00 |
836.00 |
819.00 |
821.00 |
-15.75 |
695 |
4,484 |
+197 |
May12 |
110627 |
835.50 |
835.50 |
823.00 |
825.50 |
-15.00 |
255 |
2,303 |
+93 |
Total Volume and Open Interest |
10,006 |
60,401 |
-502 |
Oats(CBOT) |
Jul11 |
110627 |
336.50 |
339.00 |
328.25 |
333.00 |
-2.50 |
1,534 |
2,713 |
-230 |
Sep11 |
110627 |
341.50 |
347.75 |
331.25 |
336.00 |
-4.00 |
335 |
3,363 |
+72 |
Dec11 |
110627 |
350.25 |
353.00 |
337.00 |
341.00 |
-7.00 |
695 |
6,304 |
+217 |
Mar12 |
110627 |
354.00 |
359.50 |
348.50 |
352.00 |
-7.50 |
31 |
90 |
+30 |
Total Volume and Open Interest |
2,595 |
12,499 |
+89 |
Rough Rice(CBOT) |
Jul11 |
110627 |
13.45 |
13.49 |
13.20 |
13.23 |
-0.22 |
873 |
4,407 |
-312 |
Sep11 |
110627 |
14.50 |
14.53 |
14.30 |
14.33 |
-0.18 |
912 |
8,514 |
+80 |
Nov11 |
110627 |
14.85 |
14.85 |
14.63 |
14.66 |
-0.16 |
447 |
4,624 |
+191 |
Jan12 |
110627 |
14.98 |
14.98 |
14.98 |
14.98 |
-0.17 |
9 |
308 |
-2 |
Total Volume and Open Interest |
2,255 |
18,252 |
-37 |
Live Cattle(CME) |
Jun11 |
110627 |
113.000 |
113.000 |
111.500 |
111.500 |
-1.550 |
2,076 |
3,899 |
-906 |
Aug11 |
110627 |
113.000 |
113.035 |
111.250 |
111.385 |
-2.115 |
26,918 |
141,406 |
-545 |
Oct11 |
110627 |
119.150 |
119.250 |
117.600 |
117.785 |
-1.965 |
14,047 |
80,558 |
+974 |
Dec11 |
110627 |
122.180 |
122.180 |
120.230 |
120.785 |
-1.915 |
9,410 |
60,180 |
+902 |
Feb12 |
110627 |
123.035 |
123.100 |
121.080 |
121.980 |
-1.470 |
4,561 |
21,154 |
+270 |
Apr12 |
110627 |
124.300 |
124.300 |
122.400 |
122.885 |
-1.915 |
1,575 |
10,296 |
+396 |
Total Volume and Open Interest |
58,891 |
321,519 |
+1,135 |
Feeder Cattle(CME) |
Aug11 |
110627 |
138.630 |
138.800 |
136.785 |
137.235 |
-1.365 |
3,628 |
20,877 |
-139 |
Sep11 |
110627 |
139.435 |
139.500 |
137.685 |
138.250 |
-1.285 |
1,050 |
6,280 |
+92 |
Oct11 |
110627 |
139.200 |
139.250 |
137.685 |
138.400 |
-1.300 |
858 |
4,974 |
+98 |
Nov11 |
110627 |
139.800 |
139.800 |
137.800 |
138.500 |
-1.550 |
447 |
3,002 |
+53 |
Jan12 |
110627 |
138.700 |
138.700 |
136.785 |
137.200 |
-1.735 |
181 |
1,332 |
+15 |
Mar12 |
110627 |
136.550 |
136.600 |
136.350 |
136.535 |
-1.150 |
36 |
200 |
+17 |
Apr12 |
110627 |
137.000 |
137.000 |
137.000 |
137.000 |
unch |
8 |
60 |
+5 |
Total Volume and Open Interest |
6,212 |
36,750 |
+145 |
Lean Hogs(CME) |
Jul11 |
110627 |
95.785 |
95.785 |
93.650 |
94.150 |
-1.850 |
8,206 |
17,483 |
-1,133 |
Aug11 |
110627 |
94.200 |
94.250 |
92.200 |
92.350 |
-2.850 |
16,256 |
80,499 |
-468 |
Oct11 |
110627 |
87.635 |
87.635 |
85.785 |
86.580 |
-2.100 |
8,297 |
51,909 |
+1,187 |
Dec11 |
110627 |
85.135 |
85.180 |
83.785 |
84.385 |
-1.315 |
5,921 |
42,616 |
+441 |
Feb12 |
110627 |
87.180 |
87.500 |
86.150 |
86.950 |
-0.650 |
1,582 |
16,976 |
+634 |
Apr12 |
110627 |
88.150 |
88.700 |
87.450 |
88.650 |
-0.180 |
997 |
7,530 |
+450 |
May12 |
110627 |
92.250 |
92.250 |
92.000 |
92.250 |
-0.150 |
34 |
481 |
+22 |
Jun12 |
110627 |
93.830 |
94.600 |
93.500 |
94.430 |
+0.030 |
391 |
4,824 |
+249 |
Total Volume and Open Interest |
41,977 |
224,454 |
+1,586 |
Class III Milk(CME) |
Jun11 |
110627 |
19.20 |
19.23 |
19.15 |
19.23 |
unch |
34 |
5,048 |
-4 |
Jul11 |
110627 |
20.26 |
20.49 |
20.22 |
20.35 |
+0.07 |
386 |
5,810 |
+15 |
Aug11 |
110627 |
19.14 |
19.42 |
19.14 |
19.22 |
+0.06 |
308 |
5,418 |
+25 |
Sep11 |
110627 |
18.30 |
18.58 |
18.30 |
18.55 |
+0.25 |
208 |
4,848 |
-7 |
Oct11 |
110627 |
17.55 |
17.83 |
17.55 |
17.75 |
+0.17 |
184 |
3,838 |
+66 |
Total Volume and Open Interest |
1,363 |
35,906 |
+249 |
Cocoa(ICE) |
Jul11 |
110627 |
3002 |
3004 |
2995 |
2995 |
+37 |
13 |
35 |
-8 |
Sep11 |
110627 |
2965 |
3011 |
2950 |
3000 |
+36 |
9,882 |
68,517 |
+19 |
Dec11 |
110627 |
2991 |
3032 |
2975 |
3024 |
+34 |
1,909 |
36,918 |
+452 |
Mar12 |
110627 |
3022 |
3069 |
3011 |
3060 |
+34 |
895 |
30,418 |
+146 |
May12 |
110627 |
3042 |
3061 |
3035 |
3060 |
+32 |
181 |
8,988 |
+116 |
Jul12 |
110627 |
3050 |
3062 |
3050 |
3062 |
+32 |
42 |
3,622 |
+7 |
Sep12 |
110627 |
3070 |
3070 |
3068 |
3068 |
+34 |
30 |
6,220 |
+16 |
Total Volume and Open Interest |
12,986 |
161,606 |
+758 |
Coffee "C"(ICE) |
Jul11 |
110627 |
250.20 |
250.90 |
249.10 |
250.15 |
+1.15 |
447 |
1,140 |
-748 |
Sep11 |
110627 |
250.50 |
253.05 |
247.50 |
251.05 |
+0.55 |
14,207 |
58,467 |
-198 |
Dec11 |
110627 |
254.50 |
256.60 |
251.50 |
254.85 |
+0.45 |
2,922 |
29,879 |
-202 |
Mar12 |
110627 |
257.95 |
259.55 |
255.60 |
257.80 |
+0.45 |
1,224 |
8,573 |
+447 |
May12 |
110627 |
261.10 |
261.25 |
258.15 |
259.20 |
+0.15 |
227 |
3,471 |
+86 |
Jul12 |
110627 |
261.55 |
261.70 |
259.65 |
259.65 |
-0.10 |
34 |
1,518 |
-13 |
Total Volume and Open Interest |
19,134 |
105,572 |
-624 |
Orange Juice(ICE) |
Jul11 |
110627 |
199.05 |
199.05 |
191.50 |
196.35 |
-2.70 |
964 |
4,730 |
-601 |
Sep11 |
110627 |
191.60 |
192.65 |
184.70 |
191.55 |
-1.10 |
1,489 |
24,776 |
+905 |
Nov11 |
110627 |
182.90 |
182.90 |
177.40 |
182.65 |
-0.20 |
95 |
5,779 |
+31 |
Jan12 |
110627 |
177.00 |
177.90 |
175.25 |
177.90 |
-0.10 |
17 |
1,146 |
+13 |
Mar12 |
110627 |
173.50 |
176.50 |
171.50 |
176.50 |
unch |
0 |
259 |
+0 |
May12 |
110627 |
175.70 |
175.70 |
175.70 |
175.70 |
+0.70 |
0 |
167 |
+0 |
Total Volume and Open Interest |
2,565 |
36,956 |
+348 |
Sugar #11(ICE) |
Jul11 |
110627 |
27.40 |
27.86 |
27.02 |
27.80 |
+0.26 |
31,793 |
52,794 |
-9,850 |
Oct11 |
110627 |
25.58 |
25.97 |
25.18 |
25.91 |
-0.09 |
77,962 |
289,888 |
+325 |
Mar12 |
110627 |
25.12 |
25.42 |
24.64 |
25.38 |
+0.01 |
15,854 |
122,500 |
+2,499 |
May12 |
110627 |
24.36 |
24.74 |
24.04 |
24.71 |
-0.01 |
4,141 |
36,670 |
-524 |
Jul12 |
110627 |
23.96 |
24.34 |
23.70 |
24.30 |
-0.02 |
3,096 |
58,125 |
+448 |
Total Volume and Open Interest |
135,860 |
619,597 |
-6,287 |
London Cocoa(LCE) |
Jul11 |
110627 |
1884 |
1905 |
1877 |
1899 |
+30 |
2,176 |
52,552 |
+196 |
Sep11 |
110627 |
1895 |
1918 |
1889 |
1912 |
+31 |
7,095 |
50,682 |
+1,531 |
Dec11 |
110627 |
1920 |
1937 |
1913 |
1934 |
+30 |
2,463 |
36,999 |
+450 |
Mar12 |
110627 |
1933 |
1950 |
1927 |
1947 |
+29 |
1,990 |
40,883 |
+358 |
May12 |
110627 |
1957 |
1958 |
1946 |
1956 |
+28 |
211 |
10,841 |
+47 |
Jul12 |
110627 |
1960 |
1968 |
1955 |
1965 |
+29 |
74 |
5,016 |
-33 |
Sep12 |
110627 |
1968 |
1972 |
1963 |
1972 |
+30 |
34 |
3,197 |
+3 |
Total Volume and Open Interest |
14,047 |
208,166 |
+2,556 |
London Sugar(LCE) |
Aug11 |
110627 |
728.90 |
728.90 |
718.10 |
726.00 |
-8.60 |
3,657 |
21,498 |
+691 |
Oct11 |
110627 |
663.00 |
666.30 |
656.90 |
663.70 |
-4.20 |
1,517 |
15,391 |
+221 |
Dec11 |
110627 |
649.00 |
653.10 |
645.80 |
650.70 |
-2.00 |
312 |
5,670 |
+62 |
Mar12 |
110627 |
637.80 |
643.00 |
636.60 |
642.80 |
-0.40 |
122 |
5,960 |
+37 |
May12 |
110627 |
630.00 |
635.00 |
625.00 |
632.10 |
-1.30 |
99 |
2,472 |
+34 |
Total Volume and Open Interest |
5,754 |
53,836 |
+1,029 |
Cotton(ICE) |
Jul11 |
110627 |
161.50 |
164.09 |
158.60 |
162.00 |
-3.22 |
6,402 |
2,801 |
-4,927 |
Oct11 |
110627 |
125.10 |
131.15 |
122.50 |
127.94 |
+1.02 |
81 |
491 |
+3 |
Dec11 |
110627 |
121.75 |
123.58 |
116.92 |
121.99 |
+0.07 |
8,731 |
100,511 |
-105 |
Mar12 |
110627 |
113.24 |
114.79 |
108.82 |
113.18 |
-0.64 |
892 |
15,415 |
+324 |
May12 |
110627 |
106.35 |
107.95 |
104.70 |
107.88 |
-1.07 |
133 |
3,641 |
+18 |
Jul12 |
110627 |
103.10 |
106.00 |
100.74 |
104.28 |
-0.52 |
98 |
5,640 |
-38 |
Total Volume and Open Interest |
16,339 |
131,748 |
-4,724 |
Lumber(CME) |
Jul11 |
110627 |
235.0 |
237.8 |
234.0 |
235.5 |
-0.5 |
356 |
1,745 |
-137 |
Sep11 |
110627 |
246.5 |
248.5 |
245.5 |
245.8 |
-1.1 |
418 |
6,265 |
+50 |
Nov11 |
110627 |
254.0 |
256.5 |
253.6 |
254.0 |
+0.9 |
103 |
1,858 |
+15 |
Jan12 |
110627 |
277.5 |
278.5 |
277.5 |
278.5 |
+1.5 |
24 |
113 |
+6 |
Total Volume and Open Interest |
903 |
9,988 |
-66 |
Crude Oil(NYM) |
Aug11 |
110627 |
91.16 |
91.30 |
89.61 |
90.61 |
-0.55 |
484,057 |
326,552 |
-9,837 |
Sep11 |
110627 |
91.73 |
91.79 |
90.17 |
91.17 |
-0.54 |
144,965 |
166,854 |
+7,641 |
Oct11 |
110627 |
91.90 |
92.28 |
90.73 |
91.70 |
-0.53 |
68,802 |
72,238 |
+1,938 |
Nov11 |
110627 |
92.34 |
92.80 |
91.35 |
92.24 |
-0.54 |
42,752 |
57,532 |
-201 |
Dec11 |
110627 |
93.36 |
93.37 |
91.82 |
92.72 |
-0.57 |
116,661 |
184,474 |
-3,832 |
Jan12 |
110627 |
92.90 |
93.55 |
92.61 |
93.13 |
-0.61 |
13,747 |
52,904 |
+3,093 |
Feb12 |
110627 |
93.71 |
93.97 |
93.43 |
93.54 |
-0.65 |
6,474 |
23,885 |
+244 |
Mar12 |
110627 |
94.65 |
94.65 |
93.52 |
93.94 |
-0.70 |
6,628 |
32,193 |
+519 |
Apr12 |
110627 |
94.26 |
94.31 |
94.26 |
94.31 |
-0.76 |
4,058 |
18,500 |
-138 |
May12 |
110627 |
94.77 |
94.77 |
94.55 |
94.67 |
-0.81 |
3,373 |
17,572 |
-107 |
Jun12 |
110627 |
94.68 |
95.60 |
94.67 |
95.02 |
-0.87 |
16,949 |
75,282 |
+1,104 |
Jul12 |
110627 |
95.18 |
96.21 |
94.88 |
95.28 |
-0.92 |
2,012 |
30,744 |
+286 |
Aug12 |
110627 |
95.46 |
95.46 |
95.46 |
95.46 |
-0.94 |
1,295 |
12,543 |
+294 |
Sep12 |
110627 |
95.63 |
95.63 |
95.63 |
95.63 |
-0.95 |
1,297 |
14,660 |
-233 |
Oct12 |
110627 |
95.83 |
95.83 |
95.83 |
95.83 |
-0.96 |
733 |
10,242 |
-57 |
Nov12 |
110627 |
96.07 |
96.07 |
96.07 |
96.07 |
-0.97 |
1,742 |
22,938 |
-624 |
Total Volume and Open Interest |
980,468 |
1,511,301 |
-2,160 |
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 |
110627 |
91.150 |
91.275 |
89.600 |
90.600 |
-0.550 |
20,792 |
2,759 |
+173 |
Sep11 |
110627 |
91.475 |
91.775 |
90.200 |
91.175 |
-0.525 |
997 |
1,071 |
+293 |
Oct11 |
110627 |
91.475 |
91.900 |
91.100 |
91.700 |
-0.525 |
69 |
247 |
-18 |
Nov11 |
110627 |
92.125 |
92.250 |
91.850 |
92.250 |
-0.525 |
2 |
23 |
+0 |
Dec11 |
110627 |
92.850 |
93.250 |
92.725 |
92.725 |
-0.575 |
7 |
300 |
+1 |
Jan12 |
110627 |
93.125 |
93.125 |
93.125 |
93.125 |
-0.625 |
2 |
6 |
+0 |
Feb12 |
110627 |
93.550 |
93.550 |
93.550 |
93.550 |
-0.650 |
1 |
3 |
+0 |
Mar12 |
110627 |
93.950 |
93.950 |
93.950 |
93.950 |
-0.700 |
5 |
11 |
+1 |
Total Volume and Open Interest |
21,881 |
4,580 |
+448 |
Heating Oil(NYM) |
Jul11 |
110627 |
275.72 |
278.76 |
271.50 |
276.49 |
+1.46 |
38,664 |
36,478 |
-6,252 |
Aug11 |
110627 |
277.38 |
280.36 |
273.21 |
278.14 |
+1.25 |
75,245 |
86,553 |
+5,026 |
Sep11 |
110627 |
278.70 |
282.29 |
275.27 |
280.10 |
+1.17 |
19,878 |
45,288 |
+676 |
Oct11 |
110627 |
278.10 |
283.35 |
278.10 |
282.12 |
+1.10 |
10,870 |
21,298 |
+1,238 |
Nov11 |
110627 |
283.10 |
285.04 |
279.56 |
284.16 |
+1.04 |
7,340 |
21,490 |
+1,059 |
Dec11 |
110627 |
284.80 |
288.10 |
282.00 |
286.12 |
+0.97 |
16,567 |
34,292 |
+246 |
Jan12 |
110627 |
284.50 |
289.05 |
284.50 |
288.00 |
+0.95 |
3,307 |
18,139 |
+971 |
Feb12 |
110627 |
285.00 |
290.00 |
285.00 |
288.86 |
+0.91 |
1,508 |
8,229 |
+534 |
Mar12 |
110627 |
285.00 |
289.71 |
285.00 |
288.58 |
+0.78 |
849 |
6,400 |
+338 |
Apr12 |
110627 |
288.17 |
288.17 |
286.96 |
287.08 |
+0.66 |
623 |
2,734 |
+259 |
May12 |
110627 |
286.20 |
286.60 |
285.30 |
285.56 |
+0.57 |
278 |
2,568 |
+46 |
Jun12 |
110627 |
282.77 |
285.65 |
280.90 |
284.54 |
+0.54 |
2,497 |
20,666 |
+32 |
Total Volume and Open Interest |
179,489 |
317,891 |
+4,758 |
Gasoline(NYMEX) |
Jul11 |
110627 |
278.07 |
282.20 |
273.48 |
280.75 |
+3.09 |
35,153 |
28,532 |
-9,327 |
Aug11 |
110627 |
271.66 |
275.90 |
267.00 |
274.44 |
+2.85 |
65,641 |
68,752 |
-1,254 |
Sep11 |
110627 |
269.66 |
273.40 |
265.17 |
272.03 |
+2.34 |
29,338 |
40,216 |
-3,215 |
Oct11 |
110627 |
259.11 |
262.17 |
254.84 |
261.25 |
+1.92 |
18,259 |
23,109 |
-876 |
Nov11 |
110627 |
253.96 |
259.41 |
253.41 |
259.41 |
+1.57 |
10,401 |
14,759 |
-639 |
Dec11 |
110627 |
257.50 |
259.65 |
253.07 |
258.83 |
+1.28 |
11,467 |
29,435 |
+424 |
Jan12 |
110627 |
255.40 |
259.75 |
255.40 |
259.46 |
+1.10 |
1,337 |
6,989 |
+54 |
Feb12 |
110627 |
256.67 |
261.25 |
256.50 |
261.25 |
+0.99 |
831 |
4,564 |
+134 |
Mar12 |
110627 |
259.09 |
263.25 |
259.09 |
263.25 |
+0.92 |
424 |
5,305 |
+291 |
Apr12 |
110627 |
275.40 |
275.40 |
275.40 |
275.40 |
+0.77 |
258 |
3,775 |
-93 |
Total Volume and Open Interest |
175,252 |
241,624 |
-14,497 |
e-miNY RBOB Gasoline(NYM) |
Jul11 |
110627 |
280.80 |
280.80 |
280.75 |
280.80 |
+3.10 |
0 |
3 |
+0 |
Aug11 |
110627 |
274.40 |
274.44 |
274.40 |
274.40 |
+2.80 |
1 |
1 |
-1 |
Sep11 |
110627 |
272.00 |
272.03 |
272.00 |
272.00 |
+2.30 |
|
|
|
Oct11 |
110627 |
261.30 |
261.30 |
261.25 |
261.30 |
+2.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
7 |
-1 |
Natural Gas(NYM) |
Jul11 |
110627 |
4.228 |
4.276 |
4.176 |
4.256 |
+0.027 |
144,184 |
35,674 |
-9,859 |
Aug11 |
110627 |
4.263 |
4.285 |
4.194 |
4.264 |
+0.014 |
110,922 |
141,936 |
+8,630 |
Sep11 |
110627 |
4.273 |
4.306 |
4.219 |
4.286 |
+0.011 |
35,652 |
210,395 |
+2,018 |
Oct11 |
110627 |
4.315 |
4.342 |
4.261 |
4.329 |
+0.010 |
29,180 |
114,907 |
-234 |
Nov11 |
110627 |
4.454 |
4.473 |
4.393 |
4.461 |
+0.007 |
14,697 |
77,575 |
+428 |
Dec11 |
110627 |
4.647 |
4.657 |
4.590 |
4.646 |
+0.001 |
8,840 |
45,032 |
-22 |
Jan12 |
110627 |
4.734 |
4.755 |
4.691 |
4.748 |
-0.002 |
14,766 |
91,197 |
+161 |
Feb12 |
110627 |
4.689 |
4.745 |
4.689 |
4.740 |
-0.004 |
1,710 |
20,917 |
+138 |
Mar12 |
110627 |
4.658 |
4.687 |
4.658 |
4.684 |
-0.005 |
4,807 |
43,412 |
+785 |
Apr12 |
110627 |
4.542 |
4.557 |
4.524 |
4.552 |
-0.006 |
6,574 |
43,514 |
-184 |
May12 |
110627 |
4.552 |
4.579 |
4.552 |
4.575 |
-0.007 |
1,715 |
9,930 |
+107 |
Jun12 |
110627 |
4.579 |
4.610 |
4.574 |
4.608 |
-0.008 |
1,483 |
11,243 |
+194 |
Jul12 |
110627 |
4.647 |
4.660 |
4.644 |
4.656 |
-0.008 |
1,113 |
9,026 |
+370 |
Aug12 |
110627 |
4.650 |
4.688 |
4.650 |
4.684 |
-0.008 |
599 |
7,398 |
+218 |
Sep12 |
110627 |
4.679 |
4.699 |
4.679 |
4.696 |
-0.008 |
318 |
7,373 |
+93 |
Oct12 |
110627 |
4.729 |
4.740 |
4.727 |
4.736 |
-0.009 |
1,977 |
25,034 |
+347 |
Total Volume and Open Interest |
380,206 |
971,309 |
+3,285 |
Brent Crude Oil(ICE) |
Aug11 |
110627 |
105.10 |
106.74 |
102.28 |
105.99 |
+0.87 |
463,808 |
188,520 |
-2,564 |
Sep11 |
110627 |
105.49 |
106.50 |
102.59 |
105.92 |
+0.61 |
268,889 |
153,200 |
+5,390 |
Oct11 |
110627 |
105.44 |
106.56 |
103.02 |
106.06 |
+0.45 |
143,174 |
64,149 |
+6,668 |
Nov11 |
110627 |
105.41 |
106.71 |
103.40 |
106.20 |
+0.33 |
68,292 |
41,474 |
+2,080 |
Dec11 |
110627 |
105.86 |
106.80 |
103.72 |
106.31 |
+0.24 |
147,101 |
100,060 |
+6,384 |
Jan12 |
110627 |
104.40 |
106.67 |
104.10 |
106.39 |
+0.19 |
15,264 |
21,894 |
-1,041 |
Feb12 |
110627 |
104.57 |
106.61 |
104.38 |
106.45 |
+0.17 |
6,873 |
18,709 |
-40 |
Mar12 |
110627 |
104.86 |
106.56 |
104.55 |
106.51 |
+0.16 |
6,943 |
33,281 |
-539 |
Apr12 |
110627 |
104.80 |
106.55 |
104.72 |
106.55 |
+0.13 |
3,619 |
9,673 |
+18 |
May12 |
110627 |
106.59 |
106.59 |
106.59 |
106.59 |
+0.13 |
2,568 |
5,830 |
+13 |
Jun12 |
110627 |
105.00 |
106.97 |
104.81 |
106.63 |
+0.13 |
14,282 |
42,230 |
-473 |
Jul12 |
110627 |
106.62 |
106.62 |
106.62 |
106.62 |
+0.09 |
1,637 |
6,749 |
+104 |
Aug12 |
110627 |
106.59 |
106.59 |
106.59 |
106.59 |
+0.06 |
1,412 |
4,751 |
+202 |
Sep12 |
110627 |
106.53 |
106.53 |
106.53 |
106.53 |
+0.01 |
1,023 |
5,592 |
+86 |
Total Volume and Open Interest |
1,209,995 |
833,254 |
+13,310 |
Gas Oil(ICE) |
Jul11 |
110627 |
872.75 |
880.75 |
857.00 |
873.50 |
-1.00 |
94,634 |
86,855 |
+19 |
Aug11 |
110627 |
877.50 |
885.00 |
861.50 |
877.50 |
-1.25 |
126,085 |
132,859 |
+4,806 |
Sep11 |
110627 |
881.75 |
888.50 |
866.50 |
881.50 |
-1.25 |
47,190 |
70,267 |
+2,016 |
Oct11 |
110627 |
878.25 |
891.75 |
871.75 |
885.00 |
-1.50 |
29,947 |
38,369 |
+3,521 |
Nov11 |
110627 |
886.50 |
892.50 |
877.00 |
887.75 |
-2.00 |
18,482 |
29,954 |
-209 |
Dec11 |
110627 |
889.75 |
897.25 |
877.00 |
890.75 |
-2.25 |
54,269 |
70,159 |
+740 |
Jan12 |
110627 |
893.50 |
899.00 |
880.75 |
894.25 |
-2.50 |
6,235 |
28,931 |
+1,056 |
Feb12 |
110627 |
895.50 |
901.25 |
883.00 |
896.50 |
-2.25 |
1,555 |
10,928 |
+324 |
Mar12 |
110627 |
896.75 |
899.50 |
889.50 |
898.00 |
-2.25 |
1,542 |
10,942 |
+7 |
Apr12 |
110627 |
897.25 |
898.75 |
892.00 |
898.75 |
-1.75 |
1,099 |
6,568 |
+260 |
Total Volume and Open Interest |
398,139 |
586,390 |
+12,012 |
Ethanol(CBOT) |
Jun11 |
110603 |
2.638 |
2.640 |
2.633 |
2.640 |
-0.012 |
38 |
199 |
-65 |
Jul11 |
110627 |
2.625 |
2.626 |
2.579 |
2.610 |
-0.023 |
221 |
473 |
-29 |
Aug11 |
110627 |
2.577 |
2.577 |
2.546 |
2.553 |
-0.033 |
306 |
1,116 |
-84 |
Sep11 |
110627 |
2.507 |
2.517 |
2.487 |
2.491 |
-0.033 |
228 |
1,528 |
+33 |
Oct11 |
110627 |
2.405 |
2.405 |
2.390 |
2.394 |
-0.032 |
112 |
1,291 |
-11 |
Nov11 |
110627 |
2.330 |
2.336 |
2.330 |
2.332 |
-0.032 |
99 |
925 |
-5 |
Dec11 |
110627 |
2.330 |
2.332 |
2.310 |
2.315 |
-0.031 |
46 |
1,248 |
-3 |
Jan12 |
110627 |
2.284 |
2.284 |
2.269 |
2.276 |
-0.029 |
41 |
607 |
+2 |
Total Volume and Open Interest |
1,114 |
9,066 |
-73 |
WTI Crude Oil(ICE |
Aug11 |
110627 |
90.68 |
91.30 |
89.53 |
90.61 |
-0.55 |
126,788 |
69,460 |
-4,302 |
Sep11 |
110627 |
91.10 |
91.75 |
90.09 |
91.17 |
-0.54 |
46,119 |
46,498 |
-312 |
Oct11 |
110627 |
91.61 |
92.25 |
90.72 |
91.70 |
-0.53 |
28,769 |
26,673 |
+903 |
Nov11 |
110627 |
91.74 |
92.80 |
91.29 |
92.24 |
-0.54 |
17,385 |
22,853 |
-98 |
Dec11 |
110627 |
92.67 |
93.30 |
91.80 |
92.72 |
-0.57 |
49,356 |
82,660 |
+4 |
Jan12 |
110627 |
93.13 |
93.75 |
92.40 |
93.13 |
-0.61 |
5,175 |
16,614 |
+395 |
Feb12 |
110627 |
93.40 |
94.15 |
92.88 |
93.54 |
-0.65 |
2,398 |
4,762 |
+176 |
Mar12 |
110627 |
93.85 |
94.66 |
93.36 |
93.94 |
-0.70 |
2,957 |
12,574 |
-59 |
Apr12 |
110627 |
94.29 |
94.43 |
93.67 |
94.31 |
-0.76 |
518 |
4,576 |
+58 |
May12 |
110627 |
94.67 |
94.67 |
94.67 |
94.67 |
-0.81 |
508 |
3,088 |
+109 |
Jun12 |
110627 |
94.86 |
95.19 |
94.52 |
95.02 |
-0.87 |
3,452 |
28,837 |
+509 |
Jul12 |
110627 |
95.28 |
95.28 |
95.28 |
95.28 |
-0.92 |
447 |
4,101 |
-21 |
Aug12 |
110627 |
95.46 |
95.46 |
95.46 |
95.46 |
-0.94 |
79 |
974 |
+22 |
Sep12 |
110627 |
95.63 |
95.63 |
95.63 |
95.63 |
-0.95 |
0 |
4,494 |
+0 |
Oct12 |
110627 |
95.83 |
95.83 |
95.83 |
95.83 |
-0.96 |
0 |
511 |
+0 |
Nov12 |
110627 |
96.07 |
96.07 |
96.07 |
96.07 |
-0.97 |
105 |
1,612 |
+0 |
Total Volume and Open Interest |
297,986 |
440,429 |
-3,160 |
US Dollar Index(ICE) |
Sep11 |
110627 |
76.190 |
76.590 |
75.710 |
75.827 |
-0.382 |
35,972 |
44,691 |
+77 |
Dec11 |
110627 |
76.795 |
76.885 |
76.155 |
76.277 |
-0.368 |
1 |
516 |
+1 |
Mar12 |
110627 |
76.777 |
76.777 |
76.777 |
76.777 |
-0.368 |
0 |
1 |
+0 |
Total Volume and Open Interest |
35,973 |
45,208 |
+78 |
Australian Dollar(CME) |
Sep11 |
110627 |
103.72 |
103.83 |
102.81 |
103.17 |
-0.66 |
164,059 |
99,786 |
-6,730 |
Dec11 |
110627 |
101.89 |
102.67 |
101.89 |
102.05 |
-0.62 |
90 |
123 |
-59 |
Mar12 |
110627 |
101.00 |
101.57 |
100.97 |
100.97 |
-0.60 |
1 |
1 |
+1 |
Total Volume and Open Interest |
164,150 |
99,913 |
-6,788 |
British Pound(CME) |
Sep11 |
110627 |
159.51 |
159.96 |
158.96 |
159.60 |
+0.04 |
144,067 |
101,764 |
+4,196 |
Dec11 |
110627 |
159.19 |
159.75 |
159.00 |
159.45 |
+0.05 |
8 |
119 |
+0 |
Mar12 |
110627 |
159.29 |
159.29 |
159.23 |
159.29 |
+0.06 |
0 |
2 |
+0 |
Total Volume and Open Interest |
144,075 |
101,891 |
+4,196 |
Canadian Dollar(CME) |
Sep11 |
110627 |
100.98 |
101.24 |
100.67 |
101.11 |
+0.14 |
111,438 |
84,002 |
-1,810 |
Dec11 |
110627 |
100.84 |
101.00 |
100.50 |
100.92 |
+0.14 |
316 |
3,869 |
+57 |
Mar12 |
110627 |
100.42 |
100.80 |
100.42 |
100.71 |
+0.13 |
10 |
537 |
-2 |
Jun12 |
110627 |
100.20 |
100.50 |
100.20 |
100.50 |
+0.15 |
0 |
250 |
+0 |
Total Volume and Open Interest |
111,764 |
88,787 |
-1,755 |
Japanese Yen(CME) |
Sep11 |
110627 |
124.38 |
124.43 |
123.53 |
123.66 |
-0.71 |
130,344 |
93,835 |
-7,749 |
Dec11 |
110627 |
124.58 |
124.58 |
123.80 |
123.80 |
-0.69 |
17 |
404 |
+9 |
Mar12 |
110627 |
123.98 |
124.66 |
123.98 |
123.98 |
-0.68 |
0 |
42 |
+0 |
Total Volume and Open Interest |
130,362 |
94,298 |
-7,740 |
Swiss Franc(CME) |
Sep11 |
110627 |
119.90 |
120.29 |
119.34 |
119.63 |
+0.17 |
47,789 |
49,817 |
-536 |
Dec11 |
110627 |
119.71 |
120.15 |
119.59 |
119.76 |
+0.17 |
195 |
144 |
-20 |
Mar12 |
110627 |
119.92 |
119.92 |
119.74 |
119.92 |
+0.18 |
0 |
1 |
+0 |
Total Volume and Open Interest |
47,984 |
49,965 |
-556 |
EuroFX(CME) |
Sep11 |
110627 |
141.55 |
142.63 |
140.70 |
142.33 |
+0.95 |
398,872 |
175,807 |
-4,792 |
Dec11 |
110627 |
141.17 |
142.18 |
140.50 |
141.99 |
+0.96 |
206 |
411 |
-16 |
Mar12 |
110627 |
139.93 |
141.80 |
139.70 |
141.65 |
+0.95 |
0 |
361 |
+0 |
Total Volume and Open Interest |
399,078 |
177,410 |
-4,808 |
Mexican Peso(CME) |
Jul11 |
110627 |
840.2 |
840.5 |
840.2 |
840.2 |
-0.2 |
|
|
|
Aug11 |
110627 |
838.2 |
838.5 |
838.2 |
838.2 |
-0.2 |
|
|
|
Total Volume and Open Interest |
45,755 |
92,472 |
-4,933 |
30-Year T-Bonds(CBOT) |
Sep11 |
110624 |
126~090 |
127~010 |
125~310 |
126~190 |
+0~050 |
283,525 |
643,174 |
-2,278 |
Dec11 |
110627 |
125~050 |
125~050 |
123~300 |
124~010 |
-1~030 |
10 |
48 |
+1 |
Mar12 |
110627 |
122~190 |
123~220 |
122~190 |
122~190 |
-1~030 |
|
|
|
Total Volume and Open Interest |
402,670 |
659,865 |
+16,644 |
10-Year T-Notes(CBOT) |
Sep11 |
110627 |
124~260 |
125~010 |
124~115 |
124~130 |
-0~105 |
1,672,028 |
1,866,918 |
+415 |
Dec11 |
110627 |
123~150 |
123~190 |
123~010 |
123~010 |
-0~105 |
592 |
8,373 |
+543 |
Mar12 |
110627 |
122~010 |
122~115 |
122~010 |
122~010 |
-0~105 |
|
|
|
Total Volume and Open Interest |
1,672,620 |
1,875,291 |
+958 |
5-Year T-Notes(CBOT) |
Jun11 |
110613 |
120~120 |
121~001 |
120~087 |
120~108 |
+0~072 |
272,931 |
205,061 |
-65,504 |
Sep11 |
110627 |
120~105 |
120~123 |
120~052 |
120~062 |
-0~035 |
875,367 |
1,613,361 |
-42,038 |
Dec11 |
110627 |
119~046 |
119~081 |
119~046 |
119~046 |
-0~035 |
0 |
3 |
+0 |
Total Volume and Open Interest |
878,462 |
1,634,707 |
-42,795 |
2 Year T-Notes(CBOT) |
Jun11 |
110627 |
110~015 |
110~016 |
110~003 |
110~004 |
-0~010 |
320 |
16,340 |
-107 |
Sep11 |
110627 |
109~116 |
109~119 |
109~100 |
109~101 |
-0~014 |
261,469 |
1,039,752 |
+9,827 |
Dec11 |
110627 |
109~073 |
109~087 |
109~073 |
109~073 |
-0~014 |
0 |
21 |
+0 |
Total Volume and Open Interest |
261,789 |
1,056,113 |
+9,720 |
Eurodollars(CME) |
Sep11 |
110627 |
99.560 |
99.590 |
99.540 |
99.585 |
+0.020 |
506,079 |
1,294,605 |
+43,838 |
Dec11 |
110627 |
99.480 |
99.505 |
99.465 |
99.495 |
+0.005 |
458,447 |
1,365,383 |
-32,584 |
Mar12 |
110627 |
99.440 |
99.465 |
99.425 |
99.440 |
-0.010 |
317,393 |
1,635,365 |
+25,541 |
Jun12 |
110627 |
99.380 |
99.395 |
99.345 |
99.360 |
-0.030 |
319,175 |
1,482,388 |
-4,387 |
Sep12 |
110627 |
99.275 |
99.290 |
99.220 |
99.230 |
-0.050 |
339,235 |
1,031,138 |
+54,490 |
Dec12 |
110627 |
99.110 |
99.140 |
99.045 |
99.060 |
-0.065 |
282,491 |
720,714 |
+13,556 |
Mar13 |
110627 |
98.965 |
98.985 |
98.875 |
98.890 |
-0.075 |
229,265 |
550,470 |
+36,592 |
Jun13 |
110627 |
98.765 |
98.785 |
98.675 |
98.690 |
-0.070 |
196,446 |
358,541 |
+14,678 |
Sep13 |
110627 |
98.545 |
98.565 |
98.465 |
98.475 |
-0.060 |
154,117 |
344,302 |
+1,859 |
Dec13 |
110627 |
98.290 |
98.315 |
98.230 |
98.240 |
-0.040 |
113,799 |
263,793 |
+3,488 |
Mar14 |
110627 |
98.050 |
98.075 |
97.990 |
98.005 |
-0.030 |
83,282 |
227,818 |
-2,171 |
Jun14 |
110627 |
97.800 |
97.830 |
97.740 |
97.755 |
-0.030 |
65,193 |
169,410 |
-3,012 |
Sep14 |
110627 |
97.560 |
97.585 |
97.500 |
97.510 |
-0.030 |
37,952 |
93,358 |
-1,426 |
Dec14 |
110627 |
97.295 |
97.325 |
97.240 |
97.250 |
-0.030 |
23,865 |
86,010 |
-250 |
Mar15 |
110627 |
97.075 |
97.100 |
97.015 |
97.025 |
-0.030 |
17,871 |
83,164 |
-632 |
Jun15 |
110627 |
5.095 |
5.125 |
5.035 |
5.045 |
-0.035 |
14,619 |
64,971 |
-1,307 |
Sep15 |
110627 |
4.880 |
4.910 |
4.820 |
4.830 |
-0.035 |
11,093 |
56,111 |
-171 |
Dec15 |
110627 |
4.670 |
4.705 |
4.610 |
4.620 |
-0.040 |
11,296 |
49,930 |
-275 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Jun11 |
110627 |
99.905 |
99.908 |
99.902 |
99.905 |
+0.003 |
820 |
61,855 |
-123 |
Jul11 |
110627 |
99.900 |
99.905 |
99.900 |
99.900 |
unch |
5,416 |
61,191 |
+2,740 |
Aug11 |
110627 |
99.885 |
99.885 |
99.880 |
99.885 |
+0.005 |
2,381 |
55,031 |
+717 |
Sep11 |
110627 |
99.870 |
99.875 |
99.865 |
99.865 |
unch |
4,292 |
45,652 |
+2,035 |
Oct11 |
110627 |
99.860 |
99.860 |
99.850 |
99.855 |
unch |
4,043 |
51,280 |
-211 |
Nov11 |
110627 |
99.845 |
99.850 |
99.840 |
99.845 |
unch |
5,111 |
47,022 |
-2,091 |
Total Volume and Open Interest |
79,959 |
775,558 |
+12,248 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep11 |
110613 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Dec11 |
110627 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
75 |
+0 |
Mar12 |
110627 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun12 |
110627 |
99.647 |
99.647 |
99.647 |
99.647 |
+0.003 |
|
|
|
Sep12 |
110627 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec12 |
110627 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Mar13 |
110627 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Jun13 |
110627 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Sep13 |
110627 |
99.355 |
99.355 |
99.355 |
99.355 |
unch |
|
|
|
Dec13 |
110627 |
99.215 |
99.215 |
99.215 |
99.215 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
126 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep11 |
110627 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,235 |
-16 |
Dec11 |
110627 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
250 |
1,392 |
+0 |
Mar12 |
110627 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
50 |
1,823 |
+0 |
Jun12 |
110627 |
99.64 |
99.65 |
99.64 |
99.65 |
unch |
0 |
1,554 |
+0 |
Sep12 |
110627 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
411 |
+0 |
Dec12 |
110627 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
24 |
+0 |
Mar13 |
110627 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1 |
+0 |
Jun13 |
110627 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
300 |
6,440 |
-16 |
Japanese Gov't Bonds(SGX) |
Sep11 |
110627 |
141.27 |
141.60 |
141.27 |
141.54 |
+0.24 |
1,187 |
23,893 |
-3 |
Dec11 |
110627 |
141.05 |
141.09 |
140.80 |
141.09 |
+0.24 |
0 |
1 |
+0 |
Mar12 |
110627 |
139.00 |
139.00 |
139.00 |
139.00 |
+0.24 |
|
|
|
Total Volume and Open Interest |
1,187 |
23,894 |
-3 |
Euro-Bund(EUREX) |
Sep11 |
110621 |
126.06 |
126.24 |
125.73 |
125.89 |
-0.26 |
1,149,191 |
1,018,149 |
-78,041 |
Dec11 |
110627 |
126.16 |
126.16 |
125.64 |
125.64 |
-0.55 |
90 |
236 |
+1 |
Mar12 |
110627 |
125.62 |
125.62 |
125.62 |
125.62 |
-0.55 |
|
|
|
Total Volume and Open Interest |
1,165,840 |
958,344 |
-50,496 |
Euro-Bobl(EUREX) |
Sep11 |
110627 |
118.13 |
118.16 |
117.75 |
117.81 |
-0.22 |
680,531 |
778,512 |
-4,116 |
Dec11 |
110627 |
116.85 |
116.91 |
116.81 |
116.81 |
-0.22 |
22 |
721 |
+2 |
Mar12 |
110627 |
116.82 |
116.82 |
116.82 |
116.82 |
-0.22 |
|
|
|
Total Volume and Open Interest |
680,553 |
779,233 |
-4,114 |
3-Mth Euribor(EUREX) |
Jun11 |
110613 |
98.530 |
98.530 |
98.530 |
98.530 |
+0.005 |
299 |
4,770 |
+0 |
Sep11 |
110627 |
98.320 |
98.320 |
98.320 |
98.320 |
-0.005 |
12 |
2,585 |
-10 |
Dec11 |
110627 |
98.230 |
98.230 |
98.225 |
98.225 |
-0.025 |
13 |
1,408 |
-10 |
Total Volume and Open Interest |
37 |
7,029 |
-20 |
Long Gilt(LIFFE) |
Jun11 |
110627 |
123~24 |
123~24 |
123~15 |
123~16 |
-0~07 |
3,792 |
11,223 |
+112 |
Sep11 |
110627 |
122~12 |
122~21 |
122~06 |
122~08 |
-0~07 |
129,855 |
360,876 |
+10,675 |
Total Volume and Open Interest |
133,647 |
372,099 |
+10,787 |
3-Mth Short Sterling(LIFFE) |
Sep11 |
110627 |
99.09 |
99.10 |
99.07 |
99.08 |
-0.02 |
60,639 |
478,993 |
+3,930 |
Dec11 |
110627 |
99.03 |
99.05 |
99.02 |
99.03 |
-0.02 |
59,684 |
451,821 |
+2,582 |
Mar12 |
110627 |
98.97 |
98.99 |
98.96 |
98.96 |
-0.01 |
50,259 |
445,658 |
-7,641 |
Jun12 |
110627 |
98.87 |
98.90 |
98.86 |
98.87 |
-0.01 |
46,859 |
317,460 |
-828 |
Sep12 |
110627 |
98.76 |
98.79 |
98.74 |
98.75 |
-0.02 |
54,552 |
294,976 |
-2,852 |
Dec12 |
110627 |
98.60 |
98.63 |
98.57 |
98.57 |
-0.03 |
63,711 |
249,185 |
+6,055 |
Total Volume and Open Interest |
453,522 |
2,611,685 |
+6,845 |
3-Mth Euribor(LIFFE) |
Sep11 |
110627 |
98.350 |
98.350 |
98.310 |
98.320 |
-0.005 |
196,263 |
757,251 |
-5,031 |
Dec11 |
110627 |
98.255 |
98.270 |
98.215 |
98.225 |
-0.025 |
207,987 |
558,131 |
+227 |
Mar12 |
110627 |
98.220 |
98.235 |
98.165 |
98.175 |
-0.040 |
166,888 |
547,445 |
+1,658 |
Total Volume and Open Interest |
1,218,669 |
3,559,399 |
+55,206 |
3-Mth Aus T-Bills(SFE) |
Sep11 |
110627 |
95.12 |
95.28 |
95.12 |
95.26 |
+0.13 |
38,235 |
254,202 |
+1,741 |
Dec11 |
110627 |
95.13 |
95.30 |
95.12 |
95.29 |
+0.16 |
68,691 |
242,714 |
+14,711 |
Mar12 |
110627 |
95.09 |
95.28 |
95.08 |
95.26 |
+0.16 |
21,604 |
124,505 |
-1,835 |
Jun12 |
110627 |
95.07 |
95.26 |
95.06 |
95.23 |
+0.16 |
7,171 |
83,791 |
+888 |
Sep12 |
110627 |
95.05 |
95.24 |
95.03 |
95.20 |
+0.15 |
632 |
52,381 |
-243 |
Dec12 |
110627 |
95.03 |
95.17 |
94.99 |
95.16 |
+0.15 |
421 |
36,669 |
+14 |
Mar13 |
110627 |
94.98 |
95.14 |
94.97 |
95.12 |
+0.13 |
622 |
27,118 |
+49 |
Jun13 |
110627 |
94.97 |
95.09 |
94.97 |
95.08 |
+0.13 |
143 |
9,213 |
+23 |
Sep13 |
110627 |
94.92 |
95.04 |
94.91 |
95.04 |
+0.13 |
28 |
1,933 |
+2 |
Dec13 |
110627 |
94.99 |
94.99 |
94.99 |
94.99 |
+0.11 |
0 |
1,401 |
+0 |
Total Volume and Open Interest |
137,547 |
834,072 |
+15,350 |
10-Year Aus T-Bonds(SFE) |
Sep11 |
110627 |
94.92 |
95.01 |
94.90 |
95.00 |
+0.08 |
43,821 |
402,979 |
+3,762 |
Dec11 |
110627 |
95.00 |
95.00 |
95.00 |
95.00 |
+0.08 |
|
|
|
Total Volume and Open Interest |
43,821 |
402,979 |
+3,762 |
3-Year Aus T-Bonds(SFE) |
Sep11 |
110627 |
95.35 |
95.49 |
95.33 |
95.48 |
+0.13 |
185,425 |
615,976 |
+10,599 |
Dec11 |
110627 |
95.48 |
95.48 |
95.48 |
95.48 |
+0.13 |
|
|
|
Total Volume and Open Interest |
185,425 |
615,976 |
+10,599 |
Gold(CMX) |
Jun11 |
110627 |
1503.5 |
1503.5 |
1493.1 |
1496.0 |
-4.5 |
300 |
727 |
-40 |
Aug11 |
110627 |
1500.9 |
1506.1 |
1490.8 |
1496.4 |
-4.5 |
238,418 |
331,350 |
-19,583 |
Oct11 |
110627 |
1501.3 |
1506.8 |
1493.7 |
1497.4 |
-4.5 |
2,341 |
12,283 |
+88 |
Dec11 |
110627 |
1504.0 |
1508.0 |
1494.6 |
1498.6 |
-4.5 |
7,830 |
71,547 |
+1,665 |
Feb12 |
110627 |
1505.9 |
1505.9 |
1499.1 |
1500.0 |
-4.5 |
202 |
9,325 |
+50 |
Apr12 |
110627 |
1507.3 |
1507.3 |
1498.0 |
1501.5 |
-4.5 |
223 |
6,476 |
+97 |
Jun12 |
110627 |
1501.1 |
1503.2 |
1501.1 |
1503.2 |
-4.3 |
178 |
13,180 |
+50 |
Aug12 |
110627 |
1506.6 |
1506.6 |
1505.1 |
1505.1 |
-4.2 |
12 |
4,518 |
+6 |
Oct12 |
110627 |
1507.1 |
1507.1 |
1507.1 |
1507.1 |
-4.1 |
0 |
4,099 |
+0 |
Dec12 |
110627 |
1514.7 |
1514.7 |
1505.0 |
1509.3 |
-4.1 |
42 |
13,401 |
+40 |
Feb13 |
110627 |
1515.6 |
1515.6 |
1511.5 |
1512.1 |
-3.9 |
52 |
634 |
+49 |
Apr13 |
110627 |
1509.0 |
1515.3 |
1509.0 |
1515.3 |
-3.9 |
0 |
202 |
+0 |
Total Volume and Open Interest |
250,532 |
506,882 |
-17,689 |
Silver(CMX) |
Jul11 |
110627 |
3430.0 |
3433.0 |
3338.0 |
3358.5 |
-105.3 |
98,020 |
28,081 |
-3,558 |
Sep11 |
110627 |
3428.0 |
3429.5 |
3339.5 |
3359.7 |
-105.3 |
28,058 |
40,990 |
+4,226 |
Dec11 |
110627 |
3426.5 |
3426.5 |
3342.0 |
3361.2 |
-105.2 |
6,333 |
23,790 |
-253 |
Mar12 |
110627 |
3423.5 |
3423.5 |
3352.0 |
3360.0 |
-105.2 |
37 |
4,930 |
+0 |
May12 |
110627 |
3419.5 |
3419.5 |
3349.0 |
3358.0 |
-105.2 |
43 |
1,340 |
+28 |
Jul12 |
110627 |
3377.5 |
3377.5 |
3349.0 |
3356.2 |
-104.9 |
27 |
1,800 |
-3 |
Sep12 |
110627 |
3382.5 |
3384.5 |
3354.4 |
3354.4 |
-104.4 |
0 |
213 |
+0 |
Total Volume and Open Interest |
132,737 |
119,838 |
+479 |
Platinum(NYMEX) |
Jul11 |
110627 |
1687.0 |
1694.0 |
1666.2 |
1673.0 |
-4.6 |
13,678 |
10,862 |
-2,946 |
Oct11 |
110627 |
1690.0 |
1696.5 |
1669.0 |
1674.6 |
-5.9 |
5,714 |
23,247 |
+2,366 |
Jan12 |
110627 |
1682.2 |
1682.2 |
1678.3 |
1678.3 |
-6.0 |
58 |
642 |
+34 |
Apr12 |
110627 |
1680.8 |
1680.8 |
1680.8 |
1680.8 |
-6.0 |
0 |
70 |
+0 |
Total Volume and Open Interest |
19,451 |
34,825 |
-546 |
Palladium(NYMEX) |
Jun11 |
110627 |
723.05 |
723.05 |
720.05 |
722.85 |
-7.35 |
2 |
3 |
-255 |
Sep11 |
110627 |
731.50 |
735.60 |
721.10 |
724.60 |
-6.90 |
3,956 |
19,201 |
+131 |
Dec11 |
110627 |
727.00 |
732.00 |
725.85 |
725.85 |
-6.90 |
7 |
693 |
+4 |
Total Volume and Open Interest |
3,966 |
19,944 |
-120 |
Copper(CMX) |
Jul11 |
110627 |
408.80 |
410.00 |
403.45 |
405.15 |
-4.70 |
47,327 |
25,487 |
-1,925 |
Sep11 |
110627 |
411.25 |
411.75 |
405.05 |
406.75 |
-4.80 |
16,930 |
64,857 |
+1,487 |
Dec11 |
110627 |
412.75 |
412.80 |
407.15 |
408.55 |
-4.80 |
822 |
25,835 |
+124 |
Mar12 |
110627 |
410.55 |
412.00 |
408.50 |
409.60 |
-4.70 |
132 |
8,669 |
-5 |
May12 |
110627 |
409.75 |
409.75 |
409.75 |
409.75 |
-4.70 |
1 |
1,621 |
+1 |
Total Volume and Open Interest |
66,255 |
133,311 |
-215 |
DJIA Index(CBOT) |
Sep11 |
110627 |
11842 |
12030 |
11823 |
11990 |
+109 |
385 |
7,319 |
-2 |
Dec11 |
110627 |
11919 |
11919 |
11919 |
11919 |
+107 |
0 |
85 |
+0 |
Mar12 |
110627 |
11860 |
11860 |
11860 |
11860 |
+107 |
|
|
|
Jun12 |
110627 |
11793 |
11793 |
11793 |
11793 |
+107 |
|
|
|
Total Volume and Open Interest |
385 |
7,404 |
-2 |
Mini DJIA Index(CBOT) |
Jun11 |
110617 |
11968 |
12078 |
11927 |
12047 |
+80 |
34,294 |
49,515 |
-5,412 |
Sep11 |
110627 |
11882 |
12031 |
11818 |
11990 |
+109 |
181,429 |
76,258 |
-3,145 |
Dec11 |
110627 |
11804 |
11959 |
11750 |
11919 |
+107 |
69 |
278 |
-5 |
Mar12 |
110627 |
11804 |
11874 |
11723 |
11860 |
+107 |
0 |
10 |
+0 |
Total Volume and Open Interest |
181,498 |
76,546 |
-3,150 |
S & P 500(CME) |
Sep11 |
110627 |
1264.90 |
1280.00 |
1255.40 |
1276.30 |
+12.40 |
23,295 |
252,233 |
+1,344 |
Dec11 |
110627 |
1265.50 |
1275.60 |
1257.60 |
1271.00 |
+12.40 |
0 |
10,465 |
+0 |
Mar12 |
110627 |
1265.50 |
1270.10 |
1252.10 |
1265.50 |
+12.40 |
0 |
4 |
+0 |
Jun12 |
110627 |
1260.50 |
1265.10 |
1247.10 |
1260.50 |
+12.40 |
0 |
5 |
+0 |
Total Volume and Open Interest |
23,295 |
262,707 |
+1,344 |
S & P 500 E-Mini(Globex) |
Sep11 |
110627 |
1265.00 |
1280.00 |
1257.00 |
1276.25 |
+12.25 |
3,316,080 |
2,548,765 |
+24,729 |
Dec11 |
110627 |
1260.00 |
1274.50 |
1252.00 |
1271.00 |
+12.50 |
2,130 |
7,947 |
+1,027 |
Total Volume and Open Interest |
3,318,210 |
2,556,763 |
+25,756 |
NASDAQ 100(CME) |
Sep11 |
110627 |
2207.80 |
2259.00 |
2190.30 |
2249.00 |
+41.20 |
871 |
8,235 |
+360 |
Dec11 |
110627 |
2245.30 |
2251.00 |
2245.30 |
2245.30 |
+41.30 |
0 |
2 |
+0 |
Mar12 |
110627 |
2242.80 |
2242.80 |
2241.50 |
2242.80 |
+41.30 |
|
|
|
Total Volume and Open Interest |
871 |
8,237 |
+360 |
NASDAQ 100 E-Mini(Globex) |
Sep11 |
110627 |
2208.80 |
2260.00 |
2191.50 |
2249.00 |
+41.20 |
415,542 |
277,621 |
+194 |
Dec11 |
110627 |
2199.80 |
2255.00 |
2190.00 |
2245.30 |
+41.30 |
91 |
69 |
+28 |
Total Volume and Open Interest |
415,633 |
277,690 |
+222 |
S & P Midcap 400(CME) |
Sep11 |
110627 |
949.10 |
952.00 |
948.00 |
948.50 |
+5.20 |
0 |
911 |
+0 |
Dec11 |
110627 |
947.50 |
947.50 |
947.00 |
947.50 |
+5.20 |
|
|
|
Mar12 |
110627 |
945.50 |
945.50 |
945.00 |
945.50 |
+5.20 |
|
|
|
Total Volume and Open Interest |
0 |
911 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep11 |
110627 |
9625 |
9690 |
9585 |
9680 |
+70 |
8,899 |
28,658 |
-424 |
Dec11 |
110627 |
9655 |
9655 |
9655 |
9655 |
+70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,899 |
28,659 |
-424 |
Nikkei 225(SGX) |
Sep11 |
110627 |
9665 |
9710 |
9560 |
9585 |
-90 |
73,442 |
162,222 |
-4,934 |
Dec11 |
110627 |
9540 |
9540 |
9520 |
9520 |
-95 |
14 |
7,299 |
+4 |
Mar12 |
110627 |
9520 |
9520 |
9520 |
9520 |
-95 |
0 |
10 |
+0 |
Total Volume and Open Interest |
74,036 |
182,723 |
-4,848 |
CAC 40(EURONEXT) |
Jul11 |
110627 |
3778.5 |
3817.0 |
3763.5 |
3791.0 |
+6.5 |
164,042 |
331,029 |
+20,008 |
Aug11 |
110627 |
3777.0 |
3816.5 |
3772.5 |
3795.5 |
+6.0 |
79 |
33 |
+9 |
Sep11 |
110627 |
3784.0 |
3803.5 |
3770.0 |
3796.0 |
+6.0 |
414 |
19,552 |
+7 |
Total Volume and Open Interest |
164,536 |
350,645 |
+20,025 |
Hang Seng Index(HKFE) |
Jun11 |
110627 |
21838 |
22086 |
21834 |
21995 |
-153 |
89,829 |
95,269 |
+461 |
Jul11 |
110627 |
21865 |
22093 |
21841 |
22004 |
-149 |
4,382 |
9,632 |
+1,529 |
Total Volume and Open Interest |
94,814 |
110,653 |
+1,958 |
DAX(EUREX) |
Jun11 |
110617 |
7076.5 |
7203.5 |
7036.0 |
7203.5 |
+96.5 |
251,111 |
90,589 |
-25,846 |
Sep11 |
110627 |
7119.0 |
7171.5 |
7101.5 |
7131.0 |
-21.0 |
160,895 |
140,478 |
-1,022 |
Dec11 |
110627 |
7148.5 |
7195.5 |
7135.0 |
7159.0 |
-21.0 |
390 |
7,690 |
+54 |
Total Volume and Open Interest |
161,333 |
148,241 |
-985 |
FT-SE 100(EURONEXT) |
Sep11 |
110627 |
5642.00 |
5720.00 |
5627.00 |
5680.50 |
+21.00 |
121,545 |
652,367 |
+6,716 |
Dec11 |
110627 |
5616.50 |
5657.00 |
5616.50 |
5656.00 |
+21.00 |
5 |
679 |
+0 |
Mar12 |
110627 |
5619.00 |
5619.00 |
5619.00 |
5619.00 |
+21.00 |
0 |
150 |
+0 |
Total Volume and Open Interest |
121,550 |
653,206 |
+6,716 |
SPI 200(SFE) |
Jun11 |
110617 |
4517.5 |
4517.5 |
4517.5 |
4517.5 |
-0.5 |
19,344 |
54,828 |
-132,003 |
Sep11 |
110627 |
4499.0 |
4514.0 |
4441.0 |
4442.0 |
-55.0 |
31,560 |
189,252 |
+4,284 |
Dec11 |
110627 |
4520.0 |
4522.0 |
4456.0 |
4456.0 |
-57.0 |
20 |
4,682 |
+4 |
Total Volume and Open Interest |
31,738 |
197,946 |
+4,446 |
GSCI(CME) |
Jul11 |
110627 |
642.25 |
644.35 |
637.00 |
642.25 |
-0.75 |
195 |
10,224 |
+17 |
Aug11 |
110627 |
645.00 |
645.10 |
640.00 |
645.00 |
unch |
2 |
10 |
+0 |
Sep11 |
110627 |
646.00 |
646.10 |
642.50 |
646.00 |
unch |
|
|
|
Total Volume and Open Interest |
197 |
10,234 |
+17 |
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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