|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri April 20, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120420 |
1415.25 |
1454.00 |
1413.00 |
1446.75 |
+31.00 |
68,118 |
124,652 |
-7,976 |
Jul12 |
120420 |
1420.50 |
1458.75 |
1418.00 |
1449.50 |
+28.50 |
99,330 |
273,038 |
+6,117 |
Aug12 |
120420 |
1413.00 |
1446.00 |
1409.00 |
1437.50 |
+27.00 |
5,439 |
22,349 |
+1,610 |
Sep12 |
120420 |
1378.75 |
1404.50 |
1375.25 |
1395.75 |
+20.25 |
2,588 |
13,101 |
+625 |
Nov12 |
120420 |
1343.00 |
1364.75 |
1340.00 |
1356.00 |
+13.50 |
38,032 |
216,894 |
-1,179 |
Jan13 |
120420 |
1340.75 |
1362.00 |
1340.00 |
1356.00 |
+12.25 |
4,402 |
44,962 |
+155 |
Mar13 |
120420 |
1332.00 |
1345.00 |
1325.00 |
1337.00 |
+8.00 |
3,888 |
56,518 |
+161 |
May13 |
120420 |
1321.00 |
1329.50 |
1312.25 |
1322.00 |
+4.50 |
2,636 |
21,827 |
+233 |
Jul13 |
120420 |
1317.00 |
1326.25 |
1309.75 |
1320.00 |
+2.25 |
2,035 |
26,435 |
+33 |
Aug13 |
120420 |
1296.00 |
1296.00 |
1293.00 |
1296.00 |
+3.00 |
0 |
154 |
+0 |
Sep13 |
120420 |
1264.50 |
1264.50 |
1261.50 |
1264.50 |
+3.00 |
3 |
230 |
+2 |
Nov13 |
120420 |
1239.00 |
1245.00 |
1230.00 |
1244.50 |
+10.00 |
942 |
10,722 |
-47 |
Jan14 |
120420 |
1242.25 |
1242.25 |
1238.75 |
1242.25 |
+3.50 |
0 |
158 |
+0 |
Mar14 |
120420 |
1242.00 |
1242.00 |
1238.50 |
1242.00 |
+3.50 |
0 |
3 |
+0 |
Total Volume and Open Interest |
227,427 |
811,570 |
-262 |
Soybean Meal(CBOT) |
May12 |
120420 |
392.10 |
407.00 |
391.70 |
406.00 |
+14.10 |
38,742 |
61,384 |
-9,731 |
Jul12 |
120420 |
395.60 |
412.00 |
395.10 |
409.90 |
+14.50 |
47,603 |
104,185 |
+6,374 |
Aug12 |
120420 |
390.60 |
406.40 |
390.60 |
404.70 |
+14.10 |
3,593 |
11,239 |
+1,245 |
Sep12 |
120420 |
379.00 |
390.30 |
377.40 |
389.50 |
+11.30 |
2,002 |
10,055 |
+369 |
Oct12 |
120420 |
364.80 |
369.50 |
360.60 |
369.50 |
+7.70 |
1,381 |
7,033 |
+255 |
Dec12 |
120420 |
361.60 |
368.20 |
359.40 |
368.00 |
+6.80 |
9,302 |
44,514 |
+607 |
Jan13 |
120420 |
361.20 |
363.50 |
355.90 |
363.50 |
+5.40 |
341 |
4,681 |
+113 |
Mar13 |
120420 |
355.50 |
356.50 |
349.50 |
356.50 |
+3.60 |
367 |
7,907 |
-80 |
May13 |
120420 |
350.00 |
350.50 |
343.30 |
349.50 |
+1.90 |
349 |
5,477 |
-109 |
Jul13 |
120420 |
347.50 |
348.20 |
342.50 |
348.20 |
+1.10 |
36 |
4,009 |
-10 |
Total Volume and Open Interest |
103,921 |
265,195 |
-930 |
Soybean Oil(CBOT) |
May12 |
120420 |
55.21 |
55.88 |
55.08 |
55.83 |
+0.66 |
46,616 |
77,725 |
-6,337 |
Jul12 |
120420 |
55.61 |
56.30 |
55.49 |
56.28 |
+0.69 |
60,447 |
162,571 |
+4,808 |
Aug12 |
120420 |
55.84 |
56.47 |
55.84 |
56.46 |
+0.68 |
5,183 |
17,460 |
-490 |
Sep12 |
120420 |
56.05 |
56.61 |
55.98 |
56.61 |
+0.67 |
2,588 |
16,456 |
+56 |
Oct12 |
120420 |
56.38 |
56.69 |
56.25 |
56.69 |
+0.66 |
1,259 |
9,466 |
+245 |
Dec12 |
120420 |
56.39 |
56.98 |
56.18 |
56.96 |
+0.66 |
13,749 |
73,859 |
+489 |
Jan13 |
120420 |
56.77 |
57.16 |
56.70 |
57.14 |
+0.67 |
515 |
2,953 |
-142 |
Mar13 |
120420 |
56.84 |
57.30 |
56.83 |
57.30 |
+0.66 |
2,326 |
12,382 |
+465 |
May13 |
120420 |
56.68 |
57.36 |
56.68 |
57.36 |
+0.68 |
567 |
3,849 |
+155 |
Jul13 |
120420 |
56.88 |
57.40 |
56.72 |
57.40 |
+0.68 |
209 |
5,073 |
-30 |
Total Volume and Open Interest |
133,645 |
387,757 |
-803 |
Canola(WCE) |
May12 |
120420 |
615.5 |
623.6 |
615.5 |
622.2 |
+7.4 |
9,092 |
22,473 |
-7,143 |
Jul12 |
120420 |
607.8 |
616.8 |
607.7 |
616.2 |
+8.5 |
12,935 |
86,552 |
+3,313 |
Nov12 |
120420 |
570.0 |
577.5 |
570.0 |
576.5 |
+5.8 |
5,919 |
95,048 |
+1,041 |
Jan13 |
120420 |
575.0 |
581.5 |
574.5 |
581.0 |
+6.0 |
466 |
13,887 |
+304 |
Mar13 |
120420 |
579.1 |
585.5 |
579.1 |
585.5 |
+6.9 |
69 |
6,364 |
+21 |
Total Volume and Open Interest |
28,693 |
228,419 |
-2,326 |
Corn(CBOT) |
May12 |
120420 |
621.00 |
628.50 |
609.50 |
612.50 |
-8.50 |
184,234 |
232,574 |
-25,400 |
Jul12 |
120420 |
612.00 |
619.00 |
599.50 |
603.00 |
-9.00 |
229,515 |
469,452 |
+23,923 |
Sep12 |
120420 |
554.75 |
557.75 |
539.75 |
545.00 |
-10.00 |
38,357 |
180,253 |
-873 |
Dec12 |
120420 |
541.00 |
544.75 |
532.25 |
536.75 |
-5.00 |
68,367 |
364,398 |
+2,431 |
Mar13 |
120420 |
552.00 |
555.50 |
543.25 |
547.75 |
-4.75 |
3,067 |
52,321 |
-575 |
May13 |
120420 |
558.50 |
561.25 |
552.50 |
555.75 |
-4.75 |
1,021 |
10,192 |
+169 |
Jul13 |
120420 |
565.50 |
570.00 |
559.00 |
562.75 |
-5.75 |
571 |
11,735 |
+169 |
Sep13 |
120420 |
549.50 |
549.50 |
541.75 |
541.75 |
-6.75 |
83 |
1,411 |
+22 |
Dec13 |
120420 |
539.75 |
542.25 |
532.75 |
535.75 |
-5.50 |
2,460 |
29,363 |
+1,140 |
Mar14 |
120420 |
546.75 |
552.25 |
546.75 |
546.75 |
-5.50 |
6 |
537 |
+0 |
Total Volume and Open Interest |
527,767 |
1,356,057 |
+1,035 |
Wheat(CBOT) |
May12 |
120420 |
625.25 |
627.75 |
614.25 |
615.75 |
-9.00 |
55,830 |
68,253 |
-8,802 |
Jul12 |
120420 |
630.00 |
634.00 |
620.75 |
623.00 |
-7.00 |
63,409 |
212,341 |
+10,675 |
Sep12 |
120420 |
645.00 |
648.75 |
636.25 |
638.75 |
-6.25 |
15,072 |
73,175 |
+731 |
Dec12 |
120420 |
667.25 |
670.50 |
658.50 |
661.75 |
-5.50 |
16,602 |
88,319 |
+207 |
Mar13 |
120420 |
683.00 |
685.25 |
676.00 |
679.25 |
-3.75 |
835 |
14,768 |
+194 |
May13 |
120420 |
696.50 |
696.50 |
689.25 |
691.25 |
-2.75 |
196 |
4,442 |
+39 |
Total Volume and Open Interest |
152,370 |
471,623 |
+3,194 |
Wheat(KCBT) |
May12 |
120420 |
637.00 |
640.50 |
625.50 |
626.00 |
-11.50 |
7,337 |
23,171 |
-1,515 |
Jul12 |
120420 |
646.75 |
650.00 |
635.00 |
635.50 |
-11.00 |
9,949 |
75,649 |
-1,204 |
Sep12 |
120420 |
662.25 |
664.75 |
650.75 |
651.00 |
-10.25 |
2,366 |
18,602 |
+355 |
Dec12 |
120420 |
685.00 |
687.00 |
673.25 |
673.75 |
-9.50 |
2,130 |
21,358 |
+382 |
Mar13 |
120420 |
700.75 |
700.75 |
689.25 |
689.25 |
-9.25 |
636 |
3,130 |
+428 |
May13 |
120420 |
706.25 |
708.25 |
689.50 |
698.50 |
-8.00 |
26 |
2,762 |
-8 |
Total Volume and Open Interest |
22,447 |
145,463 |
-1,561 |
Wheat(MGE) |
May12 |
120420 |
809.50 |
810.00 |
789.50 |
791.00 |
-18.25 |
3,202 |
4,782 |
-435 |
Jul12 |
120420 |
812.00 |
813.50 |
792.00 |
794.25 |
-17.75 |
3,004 |
16,748 |
+994 |
Sep12 |
120420 |
801.00 |
802.25 |
786.25 |
787.75 |
-14.25 |
1,264 |
10,363 |
-18 |
Dec12 |
120420 |
798.25 |
798.25 |
785.25 |
786.00 |
-13.50 |
1,096 |
7,719 |
+597 |
Mar13 |
120420 |
794.00 |
795.00 |
785.75 |
785.75 |
-13.25 |
112 |
756 |
+27 |
Total Volume and Open Interest |
8,710 |
40,446 |
+1,192 |
Oats(CBOT) |
May12 |
120420 |
325.00 |
327.00 |
322.00 |
322.25 |
-0.50 |
453 |
2,325 |
-301 |
Jul12 |
120420 |
326.25 |
329.50 |
323.00 |
324.25 |
-1.50 |
345 |
5,797 |
+94 |
Sep12 |
120420 |
327.25 |
328.00 |
327.25 |
327.25 |
-0.75 |
20 |
316 |
+3 |
Dec12 |
120420 |
337.00 |
337.25 |
333.00 |
334.00 |
-1.50 |
305 |
2,614 |
+217 |
Total Volume and Open Interest |
1,123 |
11,059 |
+13 |
Rough Rice(CBOT) |
May12 |
120420 |
15.32 |
15.59 |
15.25 |
15.51 |
+0.16 |
848 |
5,938 |
-326 |
Jul12 |
120420 |
15.61 |
15.84 |
15.51 |
15.76 |
+0.16 |
785 |
7,192 |
+410 |
Sep12 |
120420 |
15.76 |
16.02 |
15.76 |
15.95 |
+0.17 |
96 |
2,180 |
+22 |
Nov12 |
120420 |
16.10 |
16.18 |
16.02 |
16.16 |
+0.15 |
7 |
128 |
-2 |
Total Volume and Open Interest |
1,740 |
15,456 |
+108 |
Live Cattle(CME) |
Apr12 |
120420 |
121.000 |
121.635 |
120.400 |
120.550 |
-0.150 |
5,517 |
10,115 |
-2,199 |
Jun12 |
120420 |
116.080 |
116.680 |
115.135 |
115.450 |
-0.400 |
28,220 |
153,382 |
+129 |
Aug12 |
120420 |
119.000 |
119.550 |
118.550 |
118.850 |
+0.100 |
12,418 |
88,239 |
+453 |
Oct12 |
120420 |
124.850 |
125.350 |
124.285 |
124.600 |
+0.100 |
6,812 |
55,430 |
+529 |
Dec12 |
120420 |
127.400 |
127.750 |
126.800 |
126.850 |
-0.150 |
4,133 |
29,593 |
+280 |
Feb13 |
120420 |
128.575 |
128.785 |
128.035 |
128.100 |
-0.200 |
844 |
8,555 |
+225 |
Total Volume and Open Interest |
58,523 |
349,422 |
-536 |
Feeder Cattle(CME) |
Apr12 |
120420 |
151.235 |
151.550 |
150.050 |
150.130 |
-0.750 |
1,149 |
2,387 |
-276 |
May12 |
120420 |
152.400 |
152.750 |
151.825 |
151.900 |
-0.175 |
2,445 |
11,536 |
-183 |
Aug12 |
120420 |
155.935 |
156.300 |
155.200 |
155.325 |
-0.210 |
3,070 |
17,419 |
+287 |
Sep12 |
120420 |
157.600 |
157.950 |
156.900 |
157.100 |
-0.250 |
604 |
4,300 |
+125 |
Oct12 |
120420 |
158.500 |
158.800 |
157.800 |
157.900 |
-0.500 |
528 |
2,436 |
+61 |
Nov12 |
120420 |
159.535 |
159.750 |
158.900 |
159.250 |
-0.050 |
270 |
1,324 |
+86 |
Jan13 |
120420 |
159.500 |
159.500 |
158.700 |
158.700 |
unch |
395 |
1,124 |
+46 |
Total Volume and Open Interest |
8,478 |
40,569 |
+156 |
Lean Hogs(CME) |
May12 |
120420 |
88.350 |
88.385 |
86.950 |
87.500 |
-0.980 |
660 |
3,377 |
+74 |
Jun12 |
120420 |
88.800 |
88.900 |
87.250 |
87.400 |
-1.385 |
24,005 |
102,366 |
+350 |
Jul12 |
120420 |
89.330 |
89.330 |
87.900 |
87.950 |
-1.380 |
5,211 |
26,952 |
+175 |
Aug12 |
120420 |
89.680 |
89.885 |
88.500 |
88.500 |
-1.200 |
6,437 |
32,384 |
-508 |
Oct12 |
120420 |
82.080 |
82.080 |
81.000 |
81.150 |
-0.800 |
7,893 |
43,024 |
+1,310 |
Dec12 |
120420 |
79.300 |
79.635 |
78.580 |
78.800 |
-0.585 |
3,416 |
29,597 |
+914 |
Feb13 |
120420 |
80.180 |
80.200 |
79.750 |
80.000 |
-0.300 |
1,649 |
10,306 |
+607 |
Apr13 |
120420 |
81.180 |
81.180 |
80.885 |
81.000 |
-0.400 |
530 |
6,428 |
+210 |
Total Volume and Open Interest |
49,990 |
257,444 |
+3,178 |
Class III Milk(CME) |
Apr12 |
120420 |
15.76 |
15.77 |
15.73 |
15.77 |
unch |
166 |
4,579 |
-84 |
May12 |
120420 |
15.08 |
15.24 |
14.89 |
15.15 |
+0.11 |
244 |
4,747 |
+37 |
Jun12 |
120420 |
14.78 |
14.85 |
14.47 |
14.65 |
-0.15 |
300 |
4,010 |
+122 |
Jul12 |
120420 |
15.40 |
15.40 |
15.10 |
15.19 |
-0.14 |
227 |
3,099 |
+90 |
Aug12 |
120420 |
16.00 |
16.00 |
15.80 |
15.90 |
+0.01 |
157 |
2,893 |
+93 |
Total Volume and Open Interest |
1,438 |
29,073 |
+408 |
Cocoa(ICE) |
May12 |
120420 |
2250 |
2315 |
2250 |
2299 |
+41 |
64 |
1,011 |
-37 |
Jul12 |
120420 |
2218 |
2279 |
2200 |
2269 |
+35 |
8,327 |
87,086 |
-758 |
Sep12 |
120420 |
2217 |
2290 |
2215 |
2282 |
+34 |
1,327 |
28,829 |
+396 |
Dec12 |
120420 |
2230 |
2298 |
2229 |
2289 |
+31 |
685 |
21,841 |
+135 |
Mar13 |
120420 |
2241 |
2312 |
2241 |
2304 |
+32 |
919 |
25,532 |
+248 |
May13 |
120420 |
2263 |
2313 |
2261 |
2312 |
+29 |
133 |
6,502 |
-8 |
Jul13 |
120420 |
2274 |
2321 |
2272 |
2321 |
+30 |
27 |
1,830 |
+19 |
Total Volume and Open Interest |
13,752 |
176,438 |
+2,076 |
Coffee "C"(ICE) |
May12 |
120420 |
173.55 |
178.40 |
173.55 |
177.70 |
+4.05 |
7,937 |
4,026 |
-4,659 |
Jul12 |
120420 |
175.45 |
179.65 |
175.40 |
178.95 |
+3.30 |
12,815 |
75,065 |
+2,964 |
Sep12 |
120420 |
178.25 |
181.90 |
178.25 |
181.45 |
+3.20 |
2,030 |
33,640 |
+218 |
Dec12 |
120420 |
181.90 |
185.45 |
181.85 |
184.95 |
+3.05 |
995 |
19,202 |
+223 |
Mar13 |
120420 |
185.75 |
189.50 |
185.65 |
188.75 |
+3.00 |
111 |
6,141 |
+2 |
May13 |
120420 |
188.25 |
192.00 |
188.25 |
191.25 |
+2.85 |
26 |
3,299 |
+12 |
Total Volume and Open Interest |
23,926 |
143,994 |
-1,231 |
Orange Juice(ICE) |
May12 |
120420 |
149.70 |
153.85 |
149.50 |
151.55 |
+3.50 |
843 |
4,988 |
-579 |
Jul12 |
120420 |
147.90 |
152.20 |
147.90 |
150.65 |
+3.20 |
1,006 |
9,704 |
+518 |
Sep12 |
120420 |
150.30 |
151.25 |
149.25 |
149.40 |
+2.60 |
32 |
1,673 |
-14 |
Nov12 |
120420 |
150.00 |
151.00 |
149.20 |
149.35 |
+2.85 |
366 |
3,264 |
+308 |
Jan13 |
120420 |
149.75 |
150.00 |
149.60 |
149.60 |
+2.80 |
16 |
469 |
+1 |
Mar13 |
120420 |
150.50 |
150.50 |
150.20 |
150.20 |
+2.75 |
8 |
436 |
+8 |
Total Volume and Open Interest |
2,271 |
20,538 |
+242 |
Sugar #11(ICE) |
May12 |
120420 |
22.15 |
22.34 |
21.83 |
21.93 |
-0.12 |
42,022 |
67,835 |
-12,709 |
Jul12 |
120420 |
21.77 |
21.94 |
21.42 |
21.55 |
-0.22 |
80,286 |
308,636 |
+7,622 |
Oct12 |
120420 |
22.19 |
22.37 |
21.87 |
21.97 |
-0.22 |
24,368 |
146,846 |
+860 |
Mar13 |
120420 |
23.15 |
23.19 |
22.75 |
22.89 |
-0.14 |
12,154 |
105,505 |
+1,834 |
May13 |
120420 |
23.10 |
23.11 |
22.74 |
22.85 |
-0.09 |
2,804 |
24,303 |
+913 |
Jul13 |
120420 |
22.88 |
22.91 |
22.65 |
22.74 |
-0.09 |
1,523 |
23,040 |
+373 |
Oct13 |
120420 |
22.83 |
22.94 |
22.71 |
22.76 |
-0.09 |
906 |
23,582 |
+143 |
Mar14 |
120420 |
22.93 |
23.01 |
22.80 |
22.84 |
-0.10 |
280 |
17,913 |
+46 |
Total Volume and Open Interest |
164,433 |
729,325 |
-930 |
London Cocoa(LCE) |
May12 |
120420 |
1434 |
1481 |
1434 |
1476 |
+30 |
5,422 |
34,741 |
-520 |
Jul12 |
120420 |
1463 |
1497 |
1451 |
1491 |
+26 |
9,749 |
62,791 |
+430 |
Sep12 |
120420 |
1453 |
1496 |
1451 |
1490 |
+25 |
2,403 |
26,370 |
-625 |
Dec12 |
120420 |
1454 |
1495 |
1451 |
1487 |
+23 |
1,502 |
28,758 |
-225 |
Mar13 |
120420 |
1445 |
1472 |
1432 |
1462 |
+14 |
1,283 |
32,209 |
+51 |
May13 |
120420 |
1444 |
1471 |
1430 |
1466 |
+15 |
399 |
9,293 |
-253 |
Jul13 |
120420 |
1450 |
1470 |
1443 |
1470 |
+13 |
119 |
4,267 |
+0 |
Total Volume and Open Interest |
20,877 |
202,979 |
-1,142 |
London Sugar(LCE) |
Aug12 |
120420 |
583.10 |
584.70 |
572.60 |
574.90 |
-7.70 |
3,871 |
31,504 |
-693 |
Oct12 |
120420 |
583.10 |
584.60 |
574.20 |
576.60 |
-6.80 |
1,153 |
11,759 |
+294 |
Dec12 |
120420 |
589.50 |
591.70 |
583.20 |
584.90 |
-4.80 |
413 |
4,047 |
-61 |
Mar13 |
120420 |
596.50 |
597.60 |
592.30 |
593.80 |
-2.60 |
298 |
5,812 |
+19 |
May13 |
120420 |
598.00 |
598.40 |
595.00 |
595.00 |
-1.00 |
60 |
542 |
-34 |
Total Volume and Open Interest |
5,865 |
54,273 |
-445 |
Cotton(ICE) |
May12 |
120420 |
91.27 |
91.68 |
89.70 |
90.04 |
-1.49 |
13,200 |
7,396 |
-6,790 |
Jul12 |
120420 |
90.87 |
91.24 |
90.03 |
91.01 |
+0.29 |
27,012 |
102,712 |
+1,494 |
Oct12 |
120420 |
91.13 |
91.18 |
91.00 |
91.00 |
+0.74 |
6 |
96 |
+0 |
Dec12 |
120420 |
88.24 |
88.44 |
87.65 |
88.28 |
-0.03 |
5,897 |
67,815 |
+1,101 |
Mar13 |
120420 |
89.01 |
89.19 |
88.50 |
89.12 |
-0.05 |
824 |
4,003 |
+382 |
May13 |
120420 |
89.17 |
89.37 |
89.17 |
89.32 |
-0.09 |
227 |
701 |
+32 |
Total Volume and Open Interest |
47,553 |
184,636 |
-3,460 |
Lumber(CME) |
May12 |
120420 |
268.6 |
272.8 |
268.0 |
271.7 |
+3.0 |
636 |
2,375 |
-227 |
Jul12 |
120420 |
272.8 |
276.7 |
272.3 |
275.7 |
+2.9 |
719 |
5,276 |
+175 |
Sep12 |
120420 |
282.3 |
284.9 |
280.9 |
283.2 |
+2.2 |
323 |
1,600 |
+95 |
Nov12 |
120420 |
280.1 |
282.0 |
280.1 |
282.0 |
+1.0 |
8 |
666 |
+4 |
Total Volume and Open Interest |
1,690 |
9,968 |
+49 |
Crude Oil(NYM) |
May12 |
120420 |
102.57 |
104.27 |
102.45 |
103.05 |
+0.78 |
195,812 |
45,966 |
-25,878 |
Jun12 |
120420 |
103.06 |
104.68 |
102.86 |
103.88 |
+1.16 |
188,262 |
280,070 |
+6,634 |
Jul12 |
120420 |
103.39 |
105.05 |
103.31 |
104.29 |
+1.14 |
59,335 |
141,957 |
+1,295 |
Aug12 |
120420 |
103.72 |
105.34 |
103.69 |
104.64 |
+1.11 |
30,710 |
92,860 |
+2,249 |
Sep12 |
120420 |
104.03 |
105.60 |
103.98 |
104.91 |
+1.07 |
28,068 |
97,926 |
+277 |
Oct12 |
120420 |
104.32 |
105.73 |
104.29 |
105.06 |
+1.03 |
10,878 |
49,254 |
+1,057 |
Nov12 |
120420 |
104.44 |
105.76 |
104.44 |
105.16 |
+1.00 |
12,282 |
39,124 |
-253 |
Dec12 |
120420 |
104.34 |
105.85 |
104.34 |
105.24 |
+0.97 |
53,740 |
185,880 |
-2,361 |
Jan13 |
120420 |
104.99 |
105.88 |
104.99 |
105.30 |
+0.93 |
6,213 |
46,263 |
-116 |
Feb13 |
120420 |
105.31 |
105.51 |
104.89 |
105.25 |
+0.88 |
3,085 |
19,794 |
+266 |
Mar13 |
120420 |
104.76 |
105.61 |
104.76 |
105.08 |
+0.81 |
3,798 |
35,134 |
+1,235 |
Apr13 |
120420 |
104.86 |
104.86 |
104.77 |
104.77 |
+0.75 |
1,180 |
16,513 |
-55 |
May13 |
120420 |
104.39 |
104.93 |
104.39 |
104.39 |
+0.68 |
1,216 |
14,588 |
+233 |
Jun13 |
120420 |
103.69 |
104.68 |
103.45 |
103.99 |
+0.62 |
8,772 |
67,507 |
-286 |
Jul13 |
120420 |
103.54 |
103.54 |
103.54 |
103.54 |
+0.58 |
383 |
13,457 |
+176 |
Aug13 |
120420 |
103.13 |
103.13 |
103.13 |
103.13 |
+0.55 |
15 |
9,335 |
+10 |
Total Volume and Open Interest |
632,816 |
1,556,702 |
-13,811 |
e-miNY Crude Oil(NYM) |
Apr12 |
120319 |
107.225 |
108.250 |
106.550 |
108.100 |
+1.050 |
4,985 |
1,103 |
-412 |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
6,231 |
1,427 |
-119 |
Jun12 |
120420 |
103.000 |
104.675 |
102.875 |
103.875 |
+1.150 |
2,670 |
1,178 |
+528 |
Jul12 |
120420 |
103.700 |
105.025 |
103.700 |
104.300 |
+1.150 |
58 |
135 |
+1 |
Aug12 |
120420 |
104.550 |
105.300 |
104.550 |
104.650 |
+1.125 |
1 |
31 |
+0 |
Sep12 |
120420 |
104.900 |
104.900 |
104.900 |
104.900 |
+1.050 |
6 |
37 |
+0 |
Oct12 |
120420 |
105.400 |
105.400 |
105.050 |
105.050 |
+1.025 |
0 |
10 |
+0 |
Nov12 |
120420 |
105.300 |
105.300 |
105.150 |
105.150 |
+1.000 |
0 |
1 |
+0 |
Dec12 |
120420 |
105.250 |
105.250 |
105.250 |
105.250 |
+0.975 |
0 |
240 |
+0 |
Jan13 |
120420 |
105.300 |
105.300 |
105.300 |
105.300 |
+0.925 |
1 |
6 |
+0 |
Total Volume and Open Interest |
7,311 |
3,067 |
+359 |
Heating Oil(NYM) |
May12 |
120420 |
312.45 |
315.82 |
312.22 |
313.76 |
+1.25 |
42,891 |
48,019 |
-3,048 |
Jun12 |
120420 |
312.93 |
316.23 |
312.37 |
314.08 |
+1.24 |
37,527 |
89,076 |
+3,999 |
Jul12 |
120420 |
313.01 |
316.47 |
312.83 |
314.44 |
+1.24 |
16,181 |
46,704 |
+1,895 |
Aug12 |
120420 |
314.61 |
316.74 |
313.10 |
314.78 |
+1.25 |
11,559 |
26,878 |
+288 |
Sep12 |
120420 |
315.12 |
317.05 |
313.49 |
315.12 |
+1.24 |
6,785 |
25,741 |
+816 |
Oct12 |
120420 |
315.78 |
317.60 |
314.11 |
315.65 |
+1.20 |
1,741 |
10,664 |
+61 |
Nov12 |
120420 |
317.36 |
318.04 |
316.31 |
316.31 |
+1.16 |
1,397 |
5,700 |
-256 |
Dec12 |
120420 |
316.16 |
318.74 |
315.45 |
316.85 |
+1.12 |
10,005 |
40,309 |
+1,452 |
Jan13 |
120420 |
317.90 |
318.85 |
315.82 |
317.15 |
+1.09 |
566 |
6,933 |
+23 |
Feb13 |
120420 |
316.60 |
316.60 |
316.60 |
316.60 |
+1.12 |
231 |
1,879 |
-60 |
Mar13 |
120420 |
315.30 |
315.30 |
315.30 |
315.30 |
+1.22 |
92 |
3,238 |
-47 |
Apr13 |
120420 |
313.75 |
313.75 |
313.75 |
313.75 |
+1.32 |
172 |
1,480 |
+134 |
Total Volume and Open Interest |
129,147 |
306,621 |
+5,257 |
Gasoline(NYMEX) |
May12 |
120420 |
316.15 |
318.20 |
313.87 |
314.27 |
-1.14 |
74,527 |
62,746 |
-6,042 |
Jun12 |
120420 |
312.19 |
314.90 |
310.67 |
311.00 |
-0.58 |
87,604 |
101,928 |
+7,333 |
Jul12 |
120420 |
307.96 |
310.76 |
306.94 |
307.22 |
-0.36 |
48,790 |
60,080 |
-28 |
Aug12 |
120420 |
303.81 |
306.74 |
303.30 |
303.51 |
-0.16 |
25,975 |
36,493 |
+1,041 |
Sep12 |
120420 |
299.47 |
302.63 |
299.47 |
299.78 |
+0.04 |
19,169 |
31,944 |
+992 |
Oct12 |
120420 |
286.23 |
288.23 |
284.80 |
285.61 |
+0.11 |
6,695 |
21,746 |
-182 |
Nov12 |
120420 |
283.23 |
284.33 |
281.75 |
282.12 |
+0.29 |
3,546 |
8,168 |
+116 |
Dec12 |
120420 |
280.07 |
282.71 |
279.95 |
280.47 |
+0.40 |
8,500 |
27,286 |
+50 |
Jan13 |
120420 |
280.26 |
280.26 |
280.26 |
280.26 |
+0.46 |
1,189 |
5,673 |
-118 |
Feb13 |
120420 |
281.26 |
281.26 |
281.26 |
281.26 |
+0.47 |
696 |
3,213 |
-213 |
Total Volume and Open Interest |
277,308 |
370,944 |
+3,018 |
e-miNY RBOB Gasoline(NYM) |
May12 |
120420 |
314.30 |
314.30 |
314.27 |
314.30 |
-1.10 |
0 |
2 |
+0 |
Jun12 |
120420 |
311.00 |
311.00 |
311.00 |
311.00 |
-0.60 |
|
|
|
Jul12 |
120420 |
307.20 |
307.22 |
307.20 |
307.20 |
-0.40 |
|
|
|
Aug12 |
120420 |
303.50 |
303.51 |
303.50 |
303.50 |
-0.20 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
May12 |
120420 |
1.904 |
1.935 |
1.902 |
1.927 |
+0.020 |
99,946 |
105,291 |
-19,394 |
Jun12 |
120420 |
1.993 |
2.018 |
1.982 |
2.015 |
+0.020 |
64,752 |
204,570 |
+7,344 |
Jul12 |
120420 |
2.120 |
2.136 |
2.096 |
2.134 |
+0.021 |
39,998 |
240,239 |
+2,522 |
Aug12 |
120420 |
2.191 |
2.212 |
2.175 |
2.211 |
+0.019 |
21,213 |
80,272 |
+4,621 |
Sep12 |
120420 |
2.237 |
2.250 |
2.222 |
2.250 |
+0.017 |
13,335 |
109,248 |
+202 |
Oct12 |
120420 |
2.321 |
2.333 |
2.300 |
2.332 |
+0.015 |
26,488 |
139,884 |
-7,376 |
Nov12 |
120420 |
2.581 |
2.595 |
2.567 |
2.595 |
+0.004 |
7,384 |
59,013 |
+469 |
Dec12 |
120420 |
2.941 |
2.948 |
2.923 |
2.941 |
-0.006 |
8,386 |
57,072 |
+1,209 |
Jan13 |
120420 |
3.101 |
3.107 |
3.085 |
3.098 |
-0.011 |
8,585 |
74,920 |
+785 |
Feb13 |
120420 |
3.117 |
3.117 |
3.100 |
3.112 |
-0.011 |
989 |
19,217 |
+52 |
Mar13 |
120420 |
3.085 |
3.094 |
3.078 |
3.090 |
-0.011 |
1,483 |
31,249 |
+96 |
Apr13 |
120420 |
3.072 |
3.078 |
3.059 |
3.071 |
-0.011 |
1,903 |
44,639 |
+27 |
May13 |
120420 |
3.124 |
3.124 |
3.105 |
3.114 |
-0.013 |
355 |
12,719 |
+28 |
Jun13 |
120420 |
3.169 |
3.170 |
3.156 |
3.166 |
-0.014 |
153 |
4,707 |
+18 |
Jul13 |
120420 |
3.223 |
3.225 |
3.210 |
3.223 |
-0.013 |
140 |
5,457 |
+45 |
Aug13 |
120420 |
3.250 |
3.250 |
3.231 |
3.246 |
-0.013 |
139 |
5,988 |
+4 |
Total Volume and Open Interest |
300,132 |
1,300,322 |
-7,781 |
Brent Crude Oil(ICE) |
Jun12 |
120420 |
118.01 |
119.69 |
117.87 |
118.76 |
+0.76 |
263,414 |
270,810 |
-6,275 |
Jul12 |
120420 |
117.85 |
119.44 |
117.71 |
118.53 |
+0.70 |
129,797 |
146,162 |
+7,002 |
Aug12 |
120420 |
117.46 |
118.99 |
117.37 |
118.14 |
+0.67 |
80,515 |
103,314 |
+7,208 |
Sep12 |
120420 |
116.96 |
118.41 |
116.87 |
117.63 |
+0.66 |
46,000 |
93,064 |
+1,322 |
Oct12 |
120420 |
116.38 |
117.79 |
116.29 |
117.07 |
+0.67 |
27,438 |
82,572 |
-2,837 |
Nov12 |
120420 |
115.88 |
117.17 |
115.78 |
116.59 |
+0.67 |
19,327 |
44,482 |
-479 |
Dec12 |
120420 |
115.33 |
116.74 |
115.24 |
116.08 |
+0.68 |
84,843 |
109,865 |
-3,126 |
Jan13 |
120420 |
114.77 |
115.75 |
114.76 |
115.58 |
+0.67 |
6,418 |
19,019 |
-164 |
Feb13 |
120420 |
114.80 |
115.30 |
114.80 |
115.09 |
+0.65 |
3,558 |
11,215 |
-31 |
Mar13 |
120420 |
115.20 |
115.20 |
114.62 |
114.62 |
+0.63 |
3,716 |
12,766 |
+963 |
Apr13 |
120420 |
114.09 |
114.09 |
114.09 |
114.09 |
+0.61 |
1,179 |
7,823 |
-43 |
May13 |
120420 |
113.50 |
113.50 |
113.50 |
113.50 |
+0.58 |
941 |
8,995 |
-279 |
Jun13 |
120420 |
112.65 |
113.36 |
112.57 |
112.88 |
+0.55 |
9,140 |
35,764 |
-17 |
Jul13 |
120420 |
112.28 |
112.28 |
112.28 |
112.28 |
+0.53 |
537 |
7,031 |
+161 |
Total Volume and Open Interest |
707,497 |
1,177,648 |
+4,020 |
Gas Oil(ICE) |
May12 |
120420 |
995.25 |
1005.00 |
994.25 |
1002.25 |
+6.25 |
68,883 |
128,128 |
-8,323 |
Jun12 |
120420 |
991.00 |
1001.25 |
990.00 |
998.25 |
+5.75 |
90,926 |
108,281 |
+1,137 |
Jul12 |
120420 |
989.00 |
999.25 |
988.50 |
996.50 |
+5.75 |
33,505 |
66,182 |
+3,303 |
Aug12 |
120420 |
990.50 |
998.25 |
988.25 |
995.75 |
+5.75 |
12,261 |
34,341 |
+542 |
Sep12 |
120420 |
990.50 |
998.00 |
988.00 |
995.25 |
+5.75 |
5,802 |
35,815 |
+265 |
Oct12 |
120420 |
989.50 |
996.75 |
987.75 |
994.00 |
+5.50 |
2,658 |
16,584 |
-192 |
Nov12 |
120420 |
987.75 |
994.50 |
986.00 |
992.25 |
+5.25 |
2,783 |
14,123 |
+128 |
Dec12 |
120420 |
986.00 |
992.75 |
984.00 |
990.25 |
+5.25 |
19,632 |
48,244 |
+972 |
Jan13 |
120420 |
987.75 |
991.25 |
983.25 |
988.25 |
+5.25 |
1,951 |
17,740 |
+99 |
Feb13 |
120420 |
984.75 |
987.00 |
980.25 |
985.25 |
+5.25 |
1,206 |
8,923 |
+538 |
Total Volume and Open Interest |
245,667 |
551,480 |
+282 |
Ethanol(CBOT) |
Apr12 |
120404 |
2.280 |
2.280 |
2.260 |
2.266 |
-0.015 |
38 |
185 |
-5 |
May12 |
120420 |
2.220 |
2.220 |
2.140 |
2.148 |
-0.018 |
192 |
868 |
-72 |
Jun12 |
120420 |
2.232 |
2.232 |
2.150 |
2.158 |
-0.017 |
203 |
1,023 |
+52 |
Jul12 |
120420 |
2.190 |
2.203 |
2.161 |
2.171 |
-0.016 |
270 |
1,761 |
+14 |
Aug12 |
120420 |
2.168 |
2.169 |
2.140 |
2.151 |
-0.019 |
125 |
1,936 |
+23 |
Sep12 |
120420 |
2.104 |
2.118 |
2.090 |
2.091 |
-0.017 |
340 |
1,236 |
-54 |
Oct12 |
120420 |
2.049 |
2.065 |
2.043 |
2.046 |
-0.025 |
96 |
1,339 |
+46 |
Nov12 |
120420 |
2.026 |
2.032 |
2.020 |
2.024 |
-0.023 |
133 |
1,519 |
+11 |
Total Volume and Open Interest |
1,516 |
11,738 |
+107 |
WTI Crude Oil(ICE) |
Jun12 |
120420 |
102.99 |
104.69 |
102.90 |
103.88 |
+1.16 |
69,700 |
68,565 |
-439 |
Jul12 |
120420 |
103.35 |
105.05 |
103.35 |
104.29 |
+1.14 |
16,873 |
35,603 |
+1,470 |
Aug12 |
120420 |
103.93 |
105.36 |
103.83 |
104.64 |
+1.11 |
10,415 |
21,414 |
+424 |
Sep12 |
120420 |
104.05 |
105.52 |
104.05 |
104.91 |
+1.07 |
6,840 |
29,287 |
+263 |
Oct12 |
120420 |
104.50 |
105.51 |
104.49 |
105.06 |
+1.03 |
3,926 |
14,309 |
+191 |
Nov12 |
120420 |
105.13 |
105.62 |
104.67 |
105.16 |
+1.00 |
3,625 |
10,544 |
-144 |
Dec12 |
120420 |
104.42 |
105.78 |
104.38 |
105.24 |
+0.97 |
21,028 |
75,460 |
-450 |
Jan13 |
120420 |
105.50 |
105.50 |
105.30 |
105.30 |
+0.93 |
789 |
8,311 |
-175 |
Feb13 |
120420 |
105.25 |
105.25 |
105.25 |
105.25 |
+0.88 |
273 |
4,182 |
-35 |
Mar13 |
120420 |
105.08 |
105.08 |
105.08 |
105.08 |
+0.81 |
601 |
4,801 |
-92 |
Apr13 |
120420 |
104.77 |
104.77 |
104.77 |
104.77 |
+0.75 |
151 |
1,574 |
+7 |
May13 |
120420 |
104.39 |
104.39 |
104.39 |
104.39 |
+0.68 |
34 |
1,521 |
+3 |
Jun13 |
120420 |
104.53 |
104.53 |
103.99 |
103.99 |
+0.62 |
1,130 |
16,484 |
+79 |
Jul13 |
120420 |
103.54 |
103.54 |
103.54 |
103.54 |
+0.58 |
71 |
1,314 |
+9 |
Aug13 |
120420 |
103.13 |
103.13 |
103.13 |
103.13 |
+0.55 |
8 |
2,285 |
-1 |
Sep13 |
120420 |
102.72 |
102.72 |
102.72 |
102.72 |
+0.52 |
4 |
4,119 |
+0 |
Total Volume and Open Interest |
171,526 |
430,555 |
-6,802 |
US Dollar Index(ICE) |
Jun12 |
120420 |
79.675 |
79.745 |
79.225 |
79.312 |
-0.395 |
15,908 |
44,245 |
-833 |
Sep12 |
120420 |
80.100 |
80.100 |
79.695 |
79.723 |
-0.385 |
3 |
681 |
+0 |
Dec12 |
120420 |
80.152 |
80.152 |
80.152 |
80.152 |
-0.385 |
|
|
|
Total Volume and Open Interest |
15,911 |
44,926 |
-833 |
Australian Dollar(CME) |
Jun12 |
120420 |
102.70 |
103.20 |
102.46 |
103.06 |
+0.43 |
104,194 |
147,326 |
-1,113 |
Sep12 |
120420 |
101.65 |
102.20 |
101.65 |
102.12 |
+0.42 |
30 |
359 |
+18 |
Dec12 |
120420 |
101.26 |
101.26 |
100.84 |
101.26 |
+0.42 |
0 |
14 |
+0 |
Total Volume and Open Interest |
104,224 |
147,701 |
-1,095 |
British Pound(CME) |
Jun12 |
120420 |
160.46 |
161.46 |
160.32 |
161.03 |
+0.52 |
161,279 |
159,544 |
+2,722 |
Sep12 |
120420 |
160.29 |
161.15 |
160.20 |
160.93 |
+0.52 |
133 |
173 |
+26 |
Dec12 |
120420 |
160.80 |
160.80 |
160.29 |
160.80 |
+0.51 |
0 |
44 |
+0 |
Total Volume and Open Interest |
161,412 |
159,763 |
+2,748 |
Canadian Dollar(CME) |
Jun12 |
120420 |
100.34 |
100.93 |
100.29 |
100.57 |
+0.27 |
91,275 |
119,719 |
-1,600 |
Sep12 |
120420 |
100.19 |
100.65 |
100.08 |
100.34 |
+0.26 |
199 |
2,904 |
-9 |
Dec12 |
120420 |
100.27 |
100.45 |
99.83 |
100.10 |
+0.27 |
7 |
4,177 |
+1 |
Mar13 |
120420 |
99.82 |
99.82 |
99.56 |
99.82 |
+0.26 |
8 |
196 |
+5 |
Total Volume and Open Interest |
91,489 |
127,238 |
-1,603 |
Japanese Yen(CME) |
Jun12 |
120420 |
122.63 |
122.83 |
122.33 |
122.63 |
-0.20 |
79,660 |
143,544 |
-86 |
Sep12 |
120420 |
122.74 |
122.98 |
122.52 |
122.78 |
-0.20 |
37 |
424 |
-1 |
Dec12 |
120420 |
122.98 |
123.18 |
122.98 |
122.98 |
-0.20 |
1 |
100 |
+0 |
Total Volume and Open Interest |
79,698 |
144,081 |
-87 |
Swiss Franc(CME) |
Jun12 |
120420 |
109.38 |
110.16 |
109.30 |
110.07 |
+0.76 |
43,390 |
41,787 |
+642 |
Sep12 |
120420 |
109.85 |
110.25 |
109.49 |
110.25 |
+0.76 |
1 |
209 |
+0 |
Dec12 |
120420 |
110.47 |
110.47 |
109.71 |
110.47 |
+0.76 |
0 |
3 |
+0 |
Total Volume and Open Interest |
43,391 |
42,000 |
+642 |
EuroFX(CME) |
Jun12 |
120420 |
131.39 |
132.32 |
131.32 |
132.19 |
+0.83 |
242,766 |
296,446 |
+1,621 |
Sep12 |
120420 |
131.58 |
132.35 |
131.46 |
132.29 |
+0.83 |
600 |
929 |
+16 |
Dec12 |
120420 |
132.40 |
132.40 |
131.59 |
132.40 |
+0.81 |
1 |
96 |
+1 |
Total Volume and Open Interest |
243,373 |
297,484 |
+1,640 |
Mexican Peso(CME) |
May12 |
120420 |
760.8 |
760.8 |
752.5 |
760.8 |
+8.2 |
|
|
|
Jun12 |
120420 |
752.5 |
760.2 |
750.5 |
758.8 |
+8.2 |
34,680 |
167,550 |
+364 |
Total Volume and Open Interest |
34,681 |
167,982 |
+364 |
Brazilian Real(CME) |
May12 |
120420 |
533.40 |
535.45 |
528.75 |
533.40 |
+4.65 |
20 |
1,772 |
-17 |
Jun12 |
120420 |
525.80 |
532.40 |
525.80 |
530.30 |
+4.55 |
358 |
2,368 |
+29 |
Jul12 |
120420 |
527.05 |
527.05 |
522.50 |
527.05 |
+4.55 |
|
|
|
Aug12 |
120420 |
523.80 |
523.80 |
519.25 |
523.80 |
+4.55 |
|
|
|
Total Volume and Open Interest |
378 |
17,711 |
+12 |
30-Year T-Bonds(CBOT) |
Jun12 |
120420 |
142~010 |
142~070 |
141~160 |
141~310 |
-0~080 |
248,113 |
563,518 |
-1,568 |
Sep12 |
120420 |
141~080 |
141~130 |
140~240 |
141~050 |
-0~080 |
78 |
479 |
+19 |
Dec12 |
120420 |
141~080 |
141~100 |
141~020 |
141~020 |
-0~080 |
4 |
21 |
+4 |
Total Volume and Open Interest |
248,195 |
564,018 |
-1,545 |
10-Year T-Notes(CBOT) |
Jun12 |
120420 |
131~210 |
131~250 |
131~145 |
131~215 |
-0~030 |
810,236 |
1,805,636 |
-1,579 |
Sep12 |
120420 |
130~170 |
130~205 |
130~120 |
130~175 |
-0~030 |
4,875 |
10,538 |
+4,274 |
Dec12 |
120420 |
129~225 |
129~255 |
129~225 |
129~225 |
-0~030 |
0 |
1 |
+0 |
Total Volume and Open Interest |
815,111 |
1,816,175 |
+2,695 |
5-Year T-Notes(CBOT) |
Jun12 |
120420 |
123~065 |
123~074 |
123~054 |
123~067 |
-0~004 |
368,548 |
1,297,706 |
-1,863 |
Sep12 |
120420 |
123~013 |
123~018 |
123~013 |
123~013 |
-0~005 |
1,237 |
9,382 |
+1,019 |
Dec12 |
120420 |
122~037 |
122~042 |
122~037 |
122~037 |
-0~005 |
|
|
|
Total Volume and Open Interest |
369,785 |
1,307,088 |
-844 |
2 Year T-Notes(CBOT) |
Jun12 |
120420 |
110~030 |
110~032 |
110~028 |
110~030 |
unch |
151,591 |
838,054 |
+9,931 |
Sep12 |
120420 |
110~013 |
110~013 |
110~013 |
110~013 |
unch |
139 |
673 |
-643 |
Dec12 |
120420 |
109~079 |
109~079 |
109~079 |
109~079 |
unch |
|
|
|
Total Volume and Open Interest |
151,730 |
838,727 |
+9,288 |
Eurodollars(CME) |
Jun12 |
120420 |
99.515 |
99.520 |
99.510 |
99.515 |
unch |
83,566 |
1,003,173 |
-9,276 |
Sep12 |
120420 |
99.485 |
99.490 |
99.475 |
99.480 |
unch |
92,299 |
908,573 |
+873 |
Dec12 |
120420 |
99.460 |
99.470 |
99.460 |
99.465 |
+0.005 |
122,471 |
1,017,001 |
+4,963 |
Mar13 |
120420 |
99.455 |
99.460 |
99.450 |
99.455 |
+0.005 |
82,874 |
720,122 |
+4,955 |
Jun13 |
120420 |
99.430 |
99.430 |
99.420 |
99.430 |
+0.005 |
97,072 |
647,741 |
-6,516 |
Sep13 |
120420 |
99.395 |
99.400 |
99.380 |
99.390 |
unch |
84,613 |
631,419 |
+13,097 |
Dec13 |
120420 |
99.335 |
99.340 |
99.320 |
99.330 |
-0.005 |
89,315 |
573,454 |
+9,104 |
Mar14 |
120420 |
99.265 |
99.275 |
99.245 |
99.265 |
-0.005 |
74,499 |
550,491 |
+5,201 |
Jun14 |
120420 |
99.165 |
99.175 |
99.140 |
99.165 |
-0.005 |
73,395 |
422,352 |
+2,086 |
Sep14 |
120420 |
99.045 |
99.055 |
99.020 |
99.045 |
-0.010 |
61,345 |
367,632 |
+4,097 |
Dec14 |
120420 |
98.895 |
98.910 |
98.870 |
98.895 |
-0.010 |
54,576 |
323,848 |
+4,735 |
Mar15 |
120420 |
98.740 |
98.755 |
98.710 |
98.740 |
-0.010 |
49,574 |
237,067 |
+1,054 |
Jun15 |
120420 |
0.266 |
0.281 |
0.236 |
0.266 |
-0.010 |
45,568 |
252,487 |
+1,207 |
Sep15 |
120420 |
0.086 |
0.111 |
0.061 |
0.096 |
-0.010 |
22,854 |
187,610 |
+402 |
Dec15 |
120420 |
6.470 |
6.490 |
6.445 |
6.480 |
-0.010 |
21,516 |
175,140 |
+998 |
Mar16 |
120420 |
6.325 |
6.345 |
6.295 |
6.335 |
-0.010 |
14,622 |
99,928 |
-1,158 |
Jun16 |
120420 |
6.165 |
6.185 |
6.140 |
6.175 |
-0.015 |
9,410 |
99,183 |
+1,519 |
Sep16 |
120420 |
6.010 |
6.025 |
5.980 |
6.020 |
-0.015 |
9,378 |
81,819 |
-385 |
Total Volume and Open Interest |
1,112,567 |
8,557,376 |
+40,360 |
30 Day Federal Funds(CBOT) |
Apr12 |
120420 |
99.860 |
99.865 |
99.857 |
99.863 |
+0.005 |
1,542 |
45,021 |
-140 |
May12 |
120420 |
99.870 |
99.870 |
99.865 |
99.865 |
unch |
5,397 |
55,916 |
+2,110 |
Jun12 |
120420 |
99.865 |
99.870 |
99.860 |
99.865 |
+0.005 |
3,052 |
43,960 |
-118 |
Jul12 |
120420 |
99.860 |
99.865 |
99.855 |
99.860 |
+0.005 |
1,942 |
46,412 |
-61 |
Aug12 |
120420 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
1,697 |
35,629 |
-40 |
Sep12 |
120420 |
99.855 |
99.855 |
99.850 |
99.850 |
unch |
135 |
30,346 |
-4 |
Total Volume and Open Interest |
27,158 |
521,593 |
+3,511 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120420 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.003 |
0 |
258 |
+0 |
Sep12 |
120420 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
120420 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar13 |
120420 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Jun13 |
120420 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
120420 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec13 |
120420 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120420 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Jun14 |
120420 |
99.505 |
99.505 |
99.505 |
99.505 |
unch |
|
|
|
Sep14 |
120420 |
99.365 |
99.365 |
99.365 |
99.365 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120420 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,547 |
+0 |
Sep12 |
120420 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
5 |
797 |
+5 |
Dec12 |
120420 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120420 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
181 |
+0 |
Jun13 |
120420 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
217 |
+0 |
Sep13 |
120420 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
325 |
+0 |
Dec13 |
120420 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120420 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
|
|
|
Total Volume and Open Interest |
5 |
5,150 |
+5 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120420 |
142.66 |
142.80 |
142.66 |
142.80 |
+0.17 |
3,067 |
21,702 |
-822 |
Sep12 |
120420 |
141.97 |
142.30 |
141.97 |
142.20 |
+0.17 |
0 |
5 |
+0 |
Dec12 |
120420 |
140.11 |
140.11 |
140.11 |
140.11 |
+0.17 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,067 |
21,711 |
-822 |
Euro-Bund(EUREX) |
Jun12 |
120420 |
140.58 |
140.86 |
140.21 |
140.38 |
-0.24 |
746,555 |
936,397 |
+21,539 |
Sep12 |
120420 |
139.23 |
139.50 |
138.90 |
139.05 |
-0.22 |
1,194 |
6,470 |
+1,091 |
Dec12 |
120420 |
138.93 |
138.93 |
138.93 |
138.93 |
-0.24 |
|
|
|
Total Volume and Open Interest |
747,749 |
942,867 |
+22,630 |
Euro-Bobl(EUREX) |
Jun12 |
120420 |
124.96 |
125.06 |
124.77 |
124.84 |
-0.15 |
351,638 |
795,600 |
+20,312 |
Sep12 |
120420 |
125.01 |
125.01 |
125.01 |
125.01 |
-0.17 |
530 |
131 |
+3 |
Dec12 |
120420 |
124.79 |
124.79 |
124.79 |
124.79 |
-0.15 |
|
|
|
Total Volume and Open Interest |
352,168 |
795,731 |
+20,315 |
3-Mth Euribor(EUREX) |
Jun12 |
120420 |
99.320 |
99.320 |
99.320 |
99.320 |
-0.005 |
1 |
1,377 |
+0 |
Sep12 |
120420 |
99.320 |
99.320 |
99.320 |
99.320 |
-0.010 |
1 |
1,334 |
+1 |
Dec12 |
120420 |
99.285 |
99.285 |
99.280 |
99.280 |
-0.020 |
0 |
839 |
+0 |
Total Volume and Open Interest |
9 |
5,101 |
+8 |
Long Gilt(LIFFE) |
Jun12 |
120420 |
115~03 |
115~12 |
114~17 |
114~31 |
-0~03 |
137,058 |
298,399 |
+4,944 |
Sep12 |
120420 |
114~00 |
114~00 |
114~00 |
114~00 |
-0~03 |
0 |
24 |
+0 |
Total Volume and Open Interest |
137,058 |
298,423 |
+4,944 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120420 |
99.01 |
99.02 |
98.98 |
99.01 |
+0.01 |
43,731 |
264,560 |
-8,132 |
Sep12 |
120420 |
98.99 |
99.01 |
98.97 |
98.99 |
unch |
73,152 |
289,390 |
-11,582 |
Dec12 |
120420 |
98.97 |
98.98 |
98.93 |
98.95 |
-0.01 |
87,843 |
245,116 |
-18,491 |
Mar13 |
120420 |
98.94 |
98.95 |
98.89 |
98.91 |
-0.03 |
114,631 |
254,114 |
-3,593 |
Jun13 |
120420 |
98.89 |
98.90 |
98.83 |
98.85 |
-0.05 |
91,852 |
283,585 |
+59,882 |
Sep13 |
120420 |
98.84 |
98.85 |
98.77 |
98.79 |
-0.06 |
107,669 |
249,293 |
+23,173 |
Total Volume and Open Interest |
785,040 |
2,209,156 |
+64,652 |
3-Mth Euribor(LIFFE) |
Jun12 |
120420 |
99.325 |
99.330 |
99.305 |
99.320 |
-0.005 |
79,803 |
563,868 |
+776 |
Sep12 |
120420 |
99.320 |
99.330 |
99.310 |
99.320 |
-0.010 |
81,155 |
514,008 |
+11,275 |
Dec12 |
120420 |
99.295 |
99.300 |
99.260 |
99.280 |
-0.020 |
76,606 |
388,595 |
-1,432 |
Total Volume and Open Interest |
595,314 |
3,224,829 |
+21,390 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120420 |
95.99 |
96.00 |
95.97 |
95.98 |
-0.01 |
16,849 |
177,139 |
-1,127 |
Sep12 |
120420 |
96.20 |
96.24 |
96.19 |
96.21 |
unch |
14,357 |
154,376 |
-2,655 |
Dec12 |
120420 |
96.31 |
96.35 |
96.29 |
96.32 |
unch |
8,905 |
106,814 |
+860 |
Mar13 |
120420 |
96.32 |
96.36 |
96.30 |
96.32 |
-0.01 |
6,474 |
69,442 |
+2,132 |
Jun13 |
120420 |
96.26 |
96.30 |
96.24 |
96.27 |
-0.01 |
2,615 |
59,573 |
-346 |
Sep13 |
120420 |
96.17 |
96.22 |
96.17 |
96.19 |
unch |
1,876 |
41,559 |
+716 |
Dec13 |
120420 |
96.08 |
96.14 |
96.08 |
96.09 |
unch |
399 |
26,540 |
-404 |
Mar14 |
120420 |
96.01 |
96.06 |
96.01 |
96.03 |
unch |
241 |
16,425 |
+179 |
Jun14 |
120420 |
95.95 |
95.95 |
95.95 |
95.95 |
unch |
4 |
991 |
+4 |
Sep14 |
120420 |
95.88 |
95.88 |
95.88 |
95.88 |
unch |
0 |
521 |
+0 |
Total Volume and Open Interest |
51,720 |
653,697 |
-641 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120420 |
96.22 |
96.26 |
96.20 |
96.22 |
-0.01 |
44,290 |
375,367 |
+593 |
Sep12 |
120420 |
96.22 |
96.22 |
96.22 |
96.22 |
-0.01 |
|
|
|
Total Volume and Open Interest |
44,290 |
375,367 |
+593 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120420 |
96.78 |
96.84 |
96.76 |
96.79 |
unch |
129,520 |
412,662 |
-6,465 |
Sep12 |
120420 |
96.79 |
96.79 |
96.79 |
96.79 |
unch |
|
|
|
Total Volume and Open Interest |
129,520 |
412,662 |
-6,465 |
Gold(CMX) |
Apr12 |
120420 |
1641.7 |
1645.6 |
1640.9 |
1642.1 |
+1.5 |
273 |
501 |
-85 |
Jun12 |
120420 |
1643.2 |
1648.2 |
1638.6 |
1642.8 |
+1.4 |
106,988 |
223,620 |
-70 |
Aug12 |
120420 |
1645.3 |
1649.7 |
1641.3 |
1645.0 |
+1.4 |
622 |
43,068 |
-19 |
Oct12 |
120420 |
1646.1 |
1649.0 |
1645.5 |
1647.1 |
+1.4 |
355 |
12,160 |
+10 |
Dec12 |
120420 |
1651.4 |
1653.4 |
1645.9 |
1649.2 |
+1.4 |
1,284 |
36,447 |
-241 |
Feb13 |
120420 |
1651.2 |
1651.2 |
1651.2 |
1651.2 |
+1.4 |
381 |
13,452 |
-56 |
Apr13 |
120420 |
1653.3 |
1653.3 |
1653.3 |
1653.3 |
+1.5 |
453 |
10,174 |
-248 |
Jun13 |
120420 |
1655.5 |
1655.5 |
1655.5 |
1655.5 |
+1.4 |
556 |
10,901 |
+508 |
Aug13 |
120420 |
1657.8 |
1657.8 |
1657.8 |
1657.8 |
+1.4 |
1,352 |
1,208 |
+962 |
Oct13 |
120420 |
1660.3 |
1660.3 |
1660.3 |
1660.3 |
+1.4 |
1 |
3 |
+1 |
Dec13 |
120420 |
1663.0 |
1663.0 |
1663.0 |
1663.0 |
+1.5 |
106 |
8,390 |
-40 |
Feb14 |
120420 |
1666.2 |
1666.2 |
1666.2 |
1666.2 |
+1.6 |
0 |
6 |
+0 |
Total Volume and Open Interest |
112,600 |
399,314 |
+788 |
Silver(CMX) |
May12 |
120420 |
3174.0 |
3190.5 |
3154.0 |
3165.1 |
-12.8 |
35,074 |
35,118 |
-5,219 |
Jul12 |
120420 |
3181.0 |
3196.5 |
3162.0 |
3172.0 |
-12.7 |
6,754 |
36,802 |
+3,076 |
Sep12 |
120420 |
3182.0 |
3185.5 |
3173.0 |
3178.0 |
-12.6 |
1,152 |
6,832 |
+39 |
Dec12 |
120420 |
3191.0 |
3196.0 |
3178.0 |
3184.5 |
-12.6 |
1,782 |
18,084 |
+144 |
Mar13 |
120420 |
3187.4 |
3187.4 |
3187.4 |
3187.4 |
-12.6 |
12 |
2,624 |
+1 |
May13 |
120420 |
3187.8 |
3187.8 |
3187.8 |
3187.8 |
-12.6 |
54 |
1,314 |
+50 |
Jul13 |
120420 |
3187.7 |
3187.7 |
3187.7 |
3187.7 |
-12.6 |
71 |
3,032 |
+29 |
Total Volume and Open Interest |
45,207 |
119,560 |
-1,888 |
Platinum(NYMEX) |
Apr12 |
120420 |
1570.0 |
1580.4 |
1570.0 |
1580.4 |
+6.2 |
41 |
108 |
-17 |
Jul12 |
120420 |
1576.7 |
1586.9 |
1572.9 |
1584.2 |
+6.2 |
5,292 |
38,254 |
-439 |
Oct12 |
120420 |
1585.8 |
1587.9 |
1585.8 |
1587.4 |
+6.1 |
18 |
1,633 |
+10 |
Jan13 |
120420 |
1587.5 |
1589.6 |
1587.5 |
1589.6 |
+6.3 |
2 |
140 |
+2 |
Total Volume and Open Interest |
5,353 |
40,141 |
-444 |
Palladium(NYMEX) |
Jun12 |
120420 |
663.30 |
678.75 |
659.20 |
676.90 |
+13.60 |
1,978 |
20,731 |
-4 |
Sep12 |
120420 |
662.50 |
678.70 |
662.50 |
678.20 |
+13.60 |
12 |
703 |
+10 |
Dec12 |
120420 |
676.10 |
679.55 |
676.05 |
679.55 |
+13.60 |
2 |
36 |
+1 |
Total Volume and Open Interest |
1,992 |
21,473 |
+7 |
Copper(CMX) |
May12 |
120420 |
362.85 |
371.25 |
362.45 |
369.80 |
+7.05 |
52,447 |
38,305 |
-2,880 |
Jul12 |
120420 |
363.35 |
372.20 |
363.30 |
370.65 |
+7.05 |
16,779 |
59,308 |
+350 |
Sep12 |
120420 |
365.35 |
373.10 |
364.50 |
371.70 |
+7.00 |
5,314 |
32,283 |
-1,890 |
Dec12 |
120420 |
366.10 |
374.00 |
366.05 |
372.90 |
+6.90 |
539 |
11,711 |
-101 |
Mar13 |
120420 |
373.80 |
373.80 |
373.80 |
373.80 |
+6.85 |
4 |
2,553 |
+0 |
Total Volume and Open Interest |
75,666 |
154,648 |
-4,471 |
DJIA Index(CBOT) |
Jun12 |
120420 |
12918 |
13028 |
12876 |
12988 |
+86 |
298 |
11,347 |
+14 |
Sep12 |
120420 |
12918 |
12918 |
12832 |
12918 |
+86 |
0 |
2 |
+0 |
Dec12 |
120420 |
12837 |
12837 |
12751 |
12837 |
+86 |
0 |
1 |
+0 |
Mar13 |
120420 |
12770 |
12770 |
12684 |
12770 |
+86 |
|
|
|
Total Volume and Open Interest |
298 |
11,350 |
+14 |
E-mini DJIA Index(CBOT) |
Jun12 |
120420 |
12909 |
13027 |
12876 |
12988 |
+86 |
120,684 |
98,487 |
-4,780 |
Sep12 |
120420 |
12881 |
12945 |
12881 |
12918 |
+86 |
4 |
173 |
+1 |
Dec12 |
120420 |
12797 |
12837 |
12797 |
12837 |
+86 |
0 |
32 |
+0 |
Mar13 |
120420 |
12770 |
12770 |
12770 |
12770 |
+86 |
|
|
|
Total Volume and Open Interest |
120,688 |
98,692 |
-4,779 |
S & P 500(CME) |
Jun12 |
120420 |
1373.60 |
1383.00 |
1371.40 |
1375.20 |
+2.70 |
8,652 |
231,910 |
+687 |
Sep12 |
120420 |
1374.50 |
1376.20 |
1368.20 |
1368.90 |
+2.70 |
51 |
1,605 |
-29 |
Dec12 |
120420 |
1362.40 |
1369.70 |
1361.70 |
1362.40 |
+2.70 |
1 |
2,398 |
-5 |
Mar13 |
120420 |
1356.40 |
1363.70 |
1355.70 |
1356.40 |
+2.70 |
|
|
|
Total Volume and Open Interest |
8,704 |
235,913 |
+653 |
S & P 500 E-Mini(Globex) |
Jun12 |
120420 |
1373.75 |
1383.25 |
1371.25 |
1375.25 |
+2.75 |
1,848,236 |
2,787,008 |
+5,359 |
Sep12 |
120420 |
1367.50 |
1376.50 |
1366.00 |
1369.00 |
+2.75 |
1,182 |
21,082 |
+697 |
Total Volume and Open Interest |
1,849,420 |
2,810,429 |
+6,052 |
NASDAQ 100(CME) |
Jun12 |
120420 |
2687.00 |
2707.00 |
2670.00 |
2674.30 |
-9.20 |
303 |
13,019 |
+30 |
Sep12 |
120420 |
2668.50 |
2697.00 |
2665.00 |
2668.50 |
-9.30 |
|
|
|
Dec12 |
120420 |
2661.80 |
2671.00 |
2661.80 |
2661.80 |
-9.20 |
|
|
|
Total Volume and Open Interest |
303 |
13,019 |
+30 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120420 |
2685.80 |
2708.00 |
2669.80 |
2674.30 |
-9.20 |
285,992 |
434,989 |
-4,450 |
Sep12 |
120420 |
2687.00 |
2699.50 |
2665.00 |
2668.50 |
-9.30 |
57 |
725 |
-1 |
Total Volume and Open Interest |
286,052 |
435,741 |
-4,451 |
S & P Midcap 400(CME) |
Jun12 |
120420 |
973.90 |
980.00 |
973.90 |
973.90 |
+3.30 |
1 |
2,008 |
-1 |
Sep12 |
120420 |
970.90 |
970.90 |
967.60 |
970.90 |
+3.30 |
|
|
|
Dec12 |
120420 |
968.90 |
968.90 |
965.60 |
968.90 |
+3.30 |
|
|
|
Total Volume and Open Interest |
1 |
2,008 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120420 |
9580 |
9630 |
9550 |
9605 |
+30 |
2,368 |
42,795 |
+24 |
Sep12 |
120420 |
9620 |
9620 |
9590 |
9620 |
+30 |
|
|
|
Total Volume and Open Interest |
2,368 |
42,795 |
+24 |
Nikkei 225(SGX) |
Jun12 |
120420 |
9630 |
9665 |
9535 |
9560 |
-35 |
106,527 |
234,275 |
-908 |
Sep12 |
120420 |
9570 |
9570 |
9545 |
9555 |
-35 |
434 |
7,838 |
+167 |
Dec12 |
120420 |
9495 |
9495 |
9495 |
9495 |
-40 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
107,007 |
253,218 |
-745 |
CAC 40(EURONEXT) |
Apr12 |
120420 |
3173.5 |
3203.5 |
3155.0 |
3181.0 |
+9.5 |
310,128 |
334,193 |
-98,780 |
May12 |
120420 |
3113.0 |
3145.0 |
3096.0 |
3130.5 |
+17.5 |
180,271 |
276,768 |
+85,128 |
Jun12 |
120420 |
3084.0 |
3116.5 |
3071.0 |
3102.5 |
+17.5 |
2,600 |
29,614 |
-632 |
Total Volume and Open Interest |
492,999 |
640,696 |
-14,284 |
Hang Seng Index(HKFE) |
Apr12 |
120420 |
20890 |
21092 |
20877 |
20997 |
-22 |
65,225 |
85,567 |
-3,085 |
May12 |
120420 |
20740 |
20929 |
20720 |
20840 |
-23 |
3,023 |
5,122 |
+2,132 |
Jun12 |
120420 |
20535 |
20747 |
20535 |
20654 |
-27 |
280 |
5,095 |
-111 |
Total Volume and Open Interest |
68,634 |
97,211 |
-1,024 |
DAX(EUREX) |
Jun12 |
120420 |
6692.5 |
6770.0 |
6657.0 |
6752.5 |
+68.0 |
144,460 |
160,812 |
-3,340 |
Sep12 |
120420 |
6694.0 |
6775.0 |
6670.0 |
6760.0 |
+67.5 |
83 |
3,446 |
-17 |
Dec12 |
120420 |
6721.5 |
6768.0 |
6688.0 |
6768.0 |
+67.0 |
0 |
285 |
+0 |
Total Volume and Open Interest |
144,543 |
164,543 |
-3,357 |
FT-SE 100(EURONEXT) |
Jun12 |
120420 |
5694.00 |
5737.50 |
5679.50 |
5723.00 |
+22.50 |
138,434 |
548,831 |
+1,883 |
Sep12 |
120420 |
5660.00 |
5683.00 |
5640.00 |
5683.00 |
+23.50 |
27 |
1,388 |
+0 |
Dec12 |
120420 |
5662.50 |
5662.50 |
5662.50 |
5662.50 |
+23.50 |
1 |
263 |
+0 |
Total Volume and Open Interest |
138,462 |
550,482 |
+1,883 |
SPI 200(SFE) |
Jun12 |
120420 |
4378.0 |
4395.0 |
4349.0 |
4368.0 |
-4.0 |
29,146 |
210,291 |
+3,311 |
Sep12 |
120420 |
4355.0 |
4355.0 |
4324.0 |
4336.0 |
-3.0 |
53 |
2,212 |
+29 |
Dec12 |
120420 |
4343.0 |
4343.0 |
4343.0 |
4343.0 |
-4.0 |
0 |
1,853 |
-46 |
Total Volume and Open Interest |
29,506 |
220,531 |
+3,590 |
GSCI(CME) |
May12 |
120420 |
677.50 |
678.00 |
675.00 |
677.00 |
+5.50 |
77 |
8,973 |
+33 |
Jun12 |
120420 |
678.25 |
679.25 |
678.25 |
678.25 |
+5.50 |
7 |
3 |
+3 |
Jul12 |
120420 |
675.25 |
676.25 |
675.25 |
675.25 |
+5.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
86 |
8,976 |
+36 |
Reuters CCI(ICE) |
Jun12 |
120420 |
301.20 |
301.20 |
301.20 |
301.20 |
+2.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|