|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri April 27, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120427 |
1483.25 |
1509.00 |
1483.25 |
1496.75 |
+15.50 |
57,852 |
42,567 |
-14,312 |
Jul12 |
120427 |
1482.75 |
1506.75 |
1481.50 |
1493.50 |
+13.25 |
175,770 |
322,351 |
+8,569 |
Aug12 |
120427 |
1455.75 |
1477.75 |
1455.00 |
1466.75 |
+13.50 |
14,132 |
32,307 |
+890 |
Sep12 |
120427 |
1407.00 |
1422.50 |
1404.00 |
1410.00 |
+7.75 |
5,390 |
15,964 |
-21 |
Nov12 |
120427 |
1359.00 |
1375.00 |
1356.50 |
1362.00 |
+3.25 |
71,692 |
228,646 |
+190 |
Jan13 |
120427 |
1355.25 |
1370.00 |
1354.25 |
1357.25 |
+1.50 |
5,112 |
46,698 |
+792 |
Mar13 |
120427 |
1338.00 |
1350.50 |
1333.00 |
1339.00 |
+0.75 |
6,376 |
60,496 |
-729 |
May13 |
120427 |
1324.75 |
1333.00 |
1318.75 |
1322.50 |
+0.75 |
5,163 |
24,233 |
+1,058 |
Jul13 |
120427 |
1321.25 |
1332.50 |
1318.50 |
1320.50 |
-0.50 |
4,386 |
27,289 |
+1,287 |
Aug13 |
120427 |
1291.75 |
1291.75 |
1291.75 |
1291.75 |
unch |
13 |
154 |
+0 |
Sep13 |
120427 |
1261.00 |
1261.00 |
1259.00 |
1261.00 |
+2.00 |
10 |
228 |
-2 |
Nov13 |
120427 |
1235.50 |
1242.50 |
1230.75 |
1232.00 |
+1.25 |
551 |
12,030 |
+106 |
Jan14 |
120427 |
1237.00 |
1237.00 |
1235.75 |
1237.00 |
+1.25 |
3 |
158 |
+0 |
Mar14 |
120427 |
1236.75 |
1236.75 |
1235.50 |
1236.75 |
+1.25 |
0 |
3 |
+0 |
Total Volume and Open Interest |
346,452 |
813,654 |
-2,172 |
Soybean Meal(CBOT) |
May12 |
120427 |
419.60 |
430.20 |
419.30 |
427.40 |
+7.80 |
23,060 |
23,777 |
-3,783 |
Jul12 |
120427 |
422.00 |
431.90 |
421.10 |
428.40 |
+6.60 |
63,170 |
137,080 |
-1,365 |
Aug12 |
120427 |
413.20 |
420.90 |
412.90 |
418.00 |
+5.70 |
7,549 |
15,918 |
+1,655 |
Sep12 |
120427 |
393.20 |
400.50 |
392.80 |
397.60 |
+4.80 |
2,712 |
12,383 |
+400 |
Oct12 |
120427 |
370.40 |
376.90 |
370.30 |
373.90 |
+2.90 |
1,837 |
7,779 |
+152 |
Dec12 |
120427 |
369.00 |
374.20 |
367.40 |
371.40 |
+2.10 |
15,569 |
41,644 |
+724 |
Jan13 |
120427 |
365.30 |
367.90 |
364.10 |
365.00 |
+0.90 |
1,658 |
4,773 |
-321 |
Mar13 |
120427 |
356.10 |
358.20 |
353.90 |
355.30 |
+0.40 |
2,005 |
7,846 |
-207 |
May13 |
120427 |
347.60 |
349.50 |
346.00 |
346.90 |
unch |
1,147 |
5,340 |
+58 |
Jul13 |
120427 |
346.60 |
348.60 |
345.60 |
345.90 |
-0.10 |
976 |
4,755 |
+228 |
Total Volume and Open Interest |
119,700 |
265,970 |
-2,449 |
Soybean Oil(CBOT) |
May12 |
120427 |
55.41 |
55.83 |
55.03 |
55.18 |
-0.19 |
37,318 |
22,509 |
-8,799 |
Jul12 |
120427 |
55.81 |
56.19 |
55.43 |
55.53 |
-0.22 |
78,796 |
196,901 |
+2,223 |
Aug12 |
120427 |
56.01 |
56.37 |
55.66 |
55.71 |
-0.23 |
15,170 |
22,476 |
+2,605 |
Sep12 |
120427 |
56.15 |
56.55 |
55.86 |
55.88 |
-0.25 |
7,722 |
16,987 |
+12 |
Oct12 |
120427 |
56.33 |
56.56 |
55.96 |
55.96 |
-0.26 |
1,263 |
10,060 |
+32 |
Dec12 |
120427 |
56.65 |
56.97 |
56.21 |
56.26 |
-0.29 |
15,037 |
74,823 |
+2,032 |
Jan13 |
120427 |
56.73 |
57.13 |
56.46 |
56.46 |
-0.29 |
297 |
3,199 |
+57 |
Mar13 |
120427 |
56.93 |
57.34 |
56.65 |
56.67 |
-0.30 |
1,350 |
13,865 |
+108 |
May13 |
120427 |
57.03 |
57.30 |
56.74 |
56.74 |
-0.30 |
1,735 |
5,228 |
+682 |
Jul13 |
120427 |
57.08 |
57.36 |
56.79 |
56.79 |
-0.30 |
301 |
4,882 |
+14 |
Total Volume and Open Interest |
159,001 |
376,900 |
-1,031 |
Canola(WCE) |
May12 |
120427 |
649.9 |
665.9 |
647.3 |
647.3 |
+2.3 |
5,158 |
5,625 |
-4,567 |
Jul12 |
120427 |
631.6 |
648.0 |
630.0 |
638.8 |
+7.2 |
13,897 |
97,110 |
+2,246 |
Nov12 |
120427 |
577.8 |
586.4 |
577.5 |
579.8 |
+2.1 |
7,890 |
103,350 |
-261 |
Jan13 |
120427 |
582.5 |
589.6 |
582.5 |
583.7 |
+2.4 |
1,371 |
16,750 |
+581 |
Mar13 |
120427 |
585.3 |
594.3 |
585.3 |
588.2 |
+2.9 |
621 |
7,473 |
+147 |
Total Volume and Open Interest |
29,465 |
236,159 |
-1,476 |
Corn(CBOT) |
May12 |
120427 |
625.25 |
655.50 |
624.25 |
653.00 |
+29.00 |
101,004 |
85,848 |
-37,787 |
Jul12 |
120427 |
608.50 |
629.50 |
606.25 |
625.50 |
+18.00 |
185,324 |
534,295 |
+17,092 |
Sep12 |
120427 |
549.00 |
560.00 |
546.25 |
551.00 |
+2.50 |
26,138 |
187,652 |
+1,777 |
Dec12 |
120427 |
535.00 |
545.00 |
533.50 |
538.75 |
+3.75 |
46,547 |
370,230 |
+871 |
Mar13 |
120427 |
546.75 |
556.50 |
545.00 |
550.25 |
+3.50 |
2,403 |
54,110 |
+237 |
May13 |
120427 |
554.75 |
563.75 |
554.25 |
558.75 |
+3.50 |
1,104 |
10,690 |
+115 |
Jul13 |
120427 |
563.00 |
571.50 |
561.50 |
569.50 |
+5.50 |
3,457 |
14,765 |
+1,447 |
Sep13 |
120427 |
544.50 |
550.25 |
544.00 |
545.25 |
+1.25 |
65 |
1,545 |
+26 |
Dec13 |
120427 |
535.50 |
544.00 |
535.50 |
539.25 |
+4.50 |
797 |
29,982 |
-1 |
Mar14 |
120427 |
550.25 |
550.25 |
546.00 |
550.25 |
+4.25 |
14 |
563 |
+6 |
Total Volume and Open Interest |
366,879 |
1,293,515 |
-16,218 |
Wheat(CBOT) |
May12 |
120427 |
625.25 |
646.00 |
623.75 |
642.25 |
+16.25 |
32,696 |
23,477 |
-12,020 |
Jul12 |
120427 |
635.00 |
655.50 |
632.50 |
650.00 |
+14.50 |
68,754 |
233,121 |
+3,224 |
Sep12 |
120427 |
647.75 |
667.50 |
646.75 |
662.75 |
+14.00 |
10,958 |
67,534 |
+103 |
Dec12 |
120427 |
671.75 |
688.75 |
668.75 |
684.25 |
+12.50 |
12,621 |
95,844 |
+226 |
Mar13 |
120427 |
686.75 |
705.00 |
686.00 |
700.25 |
+11.75 |
715 |
12,032 |
+16 |
May13 |
120427 |
700.25 |
711.75 |
697.75 |
708.50 |
+10.75 |
235 |
5,191 |
+33 |
Total Volume and Open Interest |
126,339 |
448,387 |
-8,365 |
Wheat(KCBT) |
May12 |
120427 |
639.25 |
655.00 |
636.25 |
646.50 |
+7.25 |
6,452 |
10,122 |
-3,200 |
Jul12 |
120427 |
649.00 |
666.75 |
647.00 |
659.00 |
+9.00 |
10,092 |
76,612 |
+403 |
Sep12 |
120427 |
666.00 |
681.50 |
664.50 |
674.75 |
+8.75 |
1,520 |
21,626 |
+195 |
Dec12 |
120427 |
689.50 |
705.00 |
688.25 |
698.50 |
+8.75 |
2,389 |
23,775 |
+370 |
Mar13 |
120427 |
704.00 |
719.75 |
700.75 |
713.00 |
+8.00 |
232 |
4,945 |
+28 |
May13 |
120427 |
717.25 |
725.25 |
716.75 |
721.00 |
+8.00 |
130 |
3,072 |
+113 |
Total Volume and Open Interest |
20,852 |
141,125 |
-2,086 |
Wheat(MGE) |
May12 |
120427 |
767.75 |
777.00 |
766.00 |
774.00 |
+6.25 |
2,099 |
1,925 |
-531 |
Jul12 |
120427 |
778.00 |
782.75 |
771.25 |
778.75 |
+5.75 |
3,658 |
17,058 |
+426 |
Sep12 |
120427 |
771.00 |
783.25 |
769.00 |
778.50 |
+8.25 |
1,686 |
10,752 |
-108 |
Dec12 |
120427 |
775.50 |
783.25 |
771.00 |
780.75 |
+7.00 |
910 |
8,635 |
-40 |
Mar13 |
120427 |
777.00 |
788.25 |
777.00 |
785.50 |
+6.75 |
358 |
992 |
-2 |
Total Volume and Open Interest |
8,711 |
39,440 |
-255 |
Oats(CBOT) |
May12 |
120427 |
337.25 |
343.50 |
334.75 |
335.75 |
-2.00 |
173 |
821 |
-126 |
Jul12 |
120427 |
340.00 |
347.00 |
339.75 |
341.75 |
+1.25 |
551 |
7,044 |
+157 |
Sep12 |
120427 |
343.50 |
346.00 |
343.00 |
344.75 |
+1.75 |
7 |
363 |
+7 |
Dec12 |
120427 |
350.25 |
352.00 |
347.00 |
349.50 |
+2.50 |
80 |
2,726 |
+16 |
Total Volume and Open Interest |
811 |
10,962 |
+54 |
Rough Rice(CBOT) |
May12 |
120427 |
15.26 |
15.44 |
14.83 |
14.98 |
-0.44 |
1,043 |
3,012 |
-884 |
Jul12 |
120427 |
15.66 |
15.74 |
15.18 |
15.26 |
-0.43 |
1,706 |
9,627 |
+749 |
Sep12 |
120427 |
15.66 |
15.87 |
15.37 |
15.45 |
-0.41 |
389 |
2,506 |
+185 |
Nov12 |
120427 |
16.11 |
16.11 |
15.61 |
15.70 |
-0.41 |
59 |
220 |
+24 |
Total Volume and Open Interest |
3,201 |
15,436 |
+76 |
Live Cattle(CME) |
Apr12 |
120427 |
118.850 |
118.885 |
117.800 |
118.450 |
+0.370 |
1,682 |
2,707 |
-1,012 |
Jun12 |
120427 |
111.980 |
113.100 |
111.180 |
112.850 |
+0.465 |
28,288 |
151,762 |
-2,165 |
Aug12 |
120427 |
115.250 |
115.785 |
114.350 |
115.550 |
+0.100 |
13,816 |
91,193 |
+1,165 |
Oct12 |
120427 |
120.430 |
121.000 |
119.500 |
120.730 |
+0.195 |
8,384 |
63,126 |
+1,690 |
Dec12 |
120427 |
122.850 |
123.550 |
122.000 |
123.450 |
+0.500 |
2,859 |
32,179 |
+218 |
Feb13 |
120427 |
124.450 |
125.600 |
123.800 |
125.550 |
+0.650 |
809 |
8,837 |
-36 |
Total Volume and Open Interest |
56,612 |
354,089 |
-164 |
Feeder Cattle(CME) |
May12 |
120427 |
148.325 |
148.985 |
147.500 |
148.785 |
+0.210 |
2,250 |
10,847 |
-358 |
Aug12 |
120427 |
151.325 |
152.200 |
150.325 |
152.075 |
+0.525 |
3,074 |
19,039 |
+415 |
Sep12 |
120427 |
152.600 |
153.485 |
151.700 |
153.200 |
+0.215 |
752 |
4,773 |
+128 |
Oct12 |
120427 |
153.535 |
154.575 |
152.650 |
154.485 |
+0.435 |
514 |
2,869 |
+188 |
Nov12 |
120427 |
155.000 |
156.000 |
153.800 |
155.985 |
+0.855 |
220 |
1,523 |
+34 |
Jan13 |
120427 |
155.000 |
155.800 |
154.000 |
155.400 |
-0.050 |
112 |
1,201 |
+12 |
Mar13 |
120427 |
154.400 |
157.000 |
154.100 |
157.000 |
unch |
1 |
57 |
+0 |
Total Volume and Open Interest |
7,206 |
41,386 |
+287 |
Lean Hogs(CME) |
May12 |
120427 |
86.350 |
86.350 |
85.285 |
85.500 |
-1.300 |
444 |
3,250 |
+4 |
Jun12 |
120427 |
87.300 |
87.430 |
86.535 |
86.600 |
-0.830 |
16,712 |
104,840 |
-367 |
Jul12 |
120427 |
88.100 |
88.285 |
87.430 |
87.535 |
-0.945 |
6,421 |
29,584 |
+397 |
Aug12 |
120427 |
88.535 |
88.550 |
87.885 |
88.000 |
-0.650 |
5,533 |
34,794 |
+890 |
Oct12 |
120427 |
81.035 |
81.225 |
80.250 |
80.350 |
-0.850 |
3,931 |
45,156 |
+695 |
Dec12 |
120427 |
78.950 |
79.000 |
78.100 |
78.150 |
-0.780 |
1,330 |
30,871 |
+194 |
Feb13 |
120427 |
80.200 |
80.200 |
79.535 |
79.900 |
-0.400 |
374 |
10,999 |
+186 |
Apr13 |
120427 |
81.035 |
81.650 |
80.900 |
81.500 |
unch |
215 |
6,634 |
+35 |
Total Volume and Open Interest |
35,003 |
269,210 |
+2,048 |
Class III Milk(CME) |
Apr12 |
120427 |
15.74 |
15.74 |
15.73 |
15.73 |
unch |
23 |
4,369 |
+12 |
May12 |
120427 |
14.85 |
14.96 |
14.78 |
14.88 |
+0.03 |
156 |
4,837 |
+8 |
Jun12 |
120427 |
14.14 |
14.24 |
13.95 |
14.20 |
+0.02 |
257 |
4,427 |
+73 |
Jul12 |
120427 |
14.75 |
14.75 |
14.54 |
14.70 |
-0.05 |
134 |
3,118 |
+19 |
Aug12 |
120427 |
15.34 |
15.43 |
15.19 |
15.35 |
-0.08 |
40 |
2,970 |
+13 |
Total Volume and Open Interest |
730 |
29,666 |
+168 |
Cocoa(ICE) |
May12 |
120427 |
2364 |
2364 |
2364 |
2364 |
+37 |
4 |
789 |
-42 |
Jul12 |
120427 |
2272 |
2316 |
2246 |
2309 |
+37 |
10,697 |
82,442 |
-474 |
Sep12 |
120427 |
2286 |
2326 |
2265 |
2322 |
+36 |
2,198 |
31,341 |
+468 |
Dec12 |
120427 |
2291 |
2328 |
2266 |
2326 |
+35 |
1,105 |
21,568 |
-149 |
Mar13 |
120427 |
2295 |
2334 |
2268 |
2327 |
+33 |
699 |
28,392 |
+90 |
May13 |
120427 |
2311 |
2342 |
2293 |
2335 |
+34 |
627 |
7,182 |
+183 |
Jul13 |
120427 |
2342 |
2342 |
2342 |
2342 |
+35 |
6 |
1,944 |
-4 |
Total Volume and Open Interest |
15,369 |
177,528 |
+79 |
Coffee "C"(ICE) |
May12 |
120427 |
174.70 |
176.00 |
174.70 |
175.00 |
+0.30 |
87 |
346 |
-58 |
Jul12 |
120427 |
175.35 |
177.95 |
175.30 |
176.50 |
+0.65 |
19,184 |
78,838 |
+585 |
Sep12 |
120427 |
178.30 |
180.25 |
177.80 |
178.70 |
+0.40 |
5,869 |
34,525 |
+299 |
Dec12 |
120427 |
181.40 |
183.80 |
181.30 |
182.05 |
+0.20 |
2,805 |
20,905 |
+314 |
Mar13 |
120427 |
186.20 |
187.00 |
185.70 |
185.70 |
+0.10 |
617 |
7,002 |
+168 |
May13 |
120427 |
189.30 |
190.00 |
188.20 |
188.20 |
+0.10 |
156 |
3,287 |
+26 |
Total Volume and Open Interest |
28,932 |
147,795 |
+1,428 |
Orange Juice(ICE) |
May12 |
120427 |
144.15 |
148.50 |
140.05 |
147.80 |
+2.95 |
762 |
2,409 |
-501 |
Jul12 |
120427 |
145.70 |
148.60 |
141.05 |
148.00 |
+2.30 |
942 |
11,939 |
+431 |
Sep12 |
120427 |
145.10 |
148.45 |
145.10 |
147.80 |
+2.30 |
77 |
1,686 |
-15 |
Nov12 |
120427 |
144.40 |
147.25 |
144.40 |
147.20 |
+1.80 |
23 |
3,449 |
-1 |
Jan13 |
120427 |
144.35 |
147.30 |
144.35 |
147.30 |
+1.70 |
32 |
498 |
+12 |
Mar13 |
120427 |
147.90 |
148.05 |
147.90 |
147.90 |
+1.85 |
32 |
583 |
+26 |
Total Volume and Open Interest |
1,868 |
20,568 |
-48 |
Sugar #11(ICE) |
May12 |
120427 |
21.19 |
21.37 |
20.90 |
21.22 |
-0.10 |
26,434 |
37,353 |
-13,682 |
Jul12 |
120427 |
21.25 |
21.37 |
20.89 |
21.21 |
-0.04 |
57,706 |
312,482 |
+4,613 |
Oct12 |
120427 |
21.64 |
21.77 |
21.36 |
21.63 |
-0.01 |
20,904 |
156,452 |
+2,776 |
Mar13 |
120427 |
22.51 |
22.65 |
22.24 |
22.52 |
+0.02 |
10,619 |
111,450 |
-381 |
May13 |
120427 |
22.49 |
22.63 |
22.20 |
22.51 |
+0.04 |
1,165 |
25,374 |
-163 |
Jul13 |
120427 |
22.37 |
22.56 |
22.09 |
22.45 |
+0.07 |
700 |
22,054 |
+240 |
Oct13 |
120427 |
22.45 |
22.66 |
22.20 |
22.53 |
+0.05 |
312 |
23,185 |
+117 |
Mar14 |
120427 |
22.67 |
22.91 |
22.45 |
22.77 |
+0.10 |
80 |
18,344 |
+10 |
Total Volume and Open Interest |
118,152 |
718,641 |
-6,477 |
London Cocoa(LCE) |
May12 |
120427 |
1497 |
1520 |
1486 |
1515 |
+17 |
2,154 |
31,832 |
-474 |
Jul12 |
120427 |
1509 |
1537 |
1499 |
1531 |
+23 |
8,732 |
65,003 |
-491 |
Sep12 |
120427 |
1501 |
1524 |
1486 |
1519 |
+23 |
3,428 |
26,631 |
-31 |
Dec12 |
120427 |
1489 |
1507 |
1472 |
1505 |
+19 |
1,025 |
29,002 |
-144 |
Mar13 |
120427 |
1469 |
1480 |
1448 |
1477 |
+12 |
2,171 |
32,612 |
+1 |
May13 |
120427 |
1458 |
1474 |
1446 |
1474 |
+11 |
993 |
9,592 |
-22 |
Jul13 |
120427 |
1474 |
1477 |
1474 |
1477 |
+11 |
82 |
4,393 |
+11 |
Total Volume and Open Interest |
11,210 |
203,793 |
-1,140 |
London Sugar(LCE) |
Aug12 |
120427 |
575.00 |
577.80 |
569.10 |
576.80 |
unch |
3,387 |
30,074 |
+59 |
Oct12 |
120427 |
570.00 |
572.10 |
563.60 |
570.80 |
-0.70 |
854 |
11,627 |
-14 |
Dec12 |
120427 |
575.00 |
577.30 |
570.10 |
576.80 |
+0.50 |
733 |
4,760 |
+8 |
Mar13 |
120427 |
582.00 |
583.60 |
577.50 |
583.60 |
+1.30 |
438 |
6,220 |
+64 |
May13 |
120427 |
585.30 |
587.80 |
581.20 |
587.80 |
+1.80 |
74 |
662 |
+63 |
Total Volume and Open Interest |
6,044 |
53,969 |
+180 |
Cotton(ICE) |
May12 |
120427 |
90.37 |
90.37 |
88.77 |
89.23 |
-1.08 |
32 |
251 |
-20 |
Jul12 |
120427 |
92.25 |
92.42 |
90.79 |
91.23 |
-0.88 |
10,048 |
102,040 |
-765 |
Oct12 |
120427 |
91.50 |
91.50 |
90.65 |
90.65 |
-1.05 |
28 |
94 |
-5 |
Dec12 |
120427 |
89.00 |
89.34 |
87.68 |
87.90 |
-1.13 |
3,360 |
71,553 |
+788 |
Mar13 |
120427 |
89.75 |
89.89 |
88.62 |
88.83 |
-0.99 |
48 |
4,318 |
-31 |
May13 |
120427 |
89.83 |
89.83 |
88.88 |
89.11 |
-1.02 |
18 |
776 |
-4 |
Total Volume and Open Interest |
13,538 |
182,808 |
-35 |
Lumber(CME) |
May12 |
120427 |
284.1 |
284.7 |
280.0 |
282.7 |
+6.8 |
390 |
1,232 |
-142 |
Jul12 |
120427 |
288.9 |
288.9 |
283.7 |
284.7 |
+4.5 |
1,187 |
4,902 |
-423 |
Sep12 |
120427 |
294.0 |
295.0 |
291.1 |
291.2 |
+3.9 |
304 |
1,875 |
+16 |
Nov12 |
120427 |
290.3 |
291.8 |
286.6 |
288.0 |
+4.0 |
76 |
734 |
+41 |
Total Volume and Open Interest |
1,971 |
8,857 |
-499 |
Crude Oil(NYM) |
Jun12 |
120427 |
104.10 |
105.00 |
103.74 |
104.93 |
+0.38 |
276,652 |
287,856 |
+9,212 |
Jul12 |
120427 |
104.50 |
105.37 |
104.14 |
105.32 |
+0.38 |
70,743 |
165,500 |
+4,429 |
Aug12 |
120427 |
104.76 |
105.68 |
104.46 |
105.64 |
+0.37 |
35,924 |
101,054 |
+1,844 |
Sep12 |
120427 |
105.00 |
105.86 |
104.70 |
105.84 |
+0.33 |
24,224 |
98,702 |
+530 |
Oct12 |
120427 |
105.14 |
105.96 |
104.87 |
105.95 |
+0.29 |
10,283 |
48,340 |
-340 |
Nov12 |
120427 |
105.10 |
106.05 |
105.10 |
106.04 |
+0.26 |
10,909 |
40,420 |
+285 |
Dec12 |
120427 |
105.31 |
106.13 |
105.08 |
106.11 |
+0.23 |
50,560 |
184,346 |
-362 |
Jan13 |
120427 |
105.45 |
106.16 |
105.24 |
106.16 |
+0.20 |
5,435 |
46,803 |
-288 |
Feb13 |
120427 |
106.08 |
106.08 |
106.08 |
106.08 |
+0.17 |
5,545 |
23,643 |
+2,178 |
Mar13 |
120427 |
105.48 |
105.88 |
105.24 |
105.88 |
+0.15 |
2,816 |
33,455 |
-250 |
Apr13 |
120427 |
105.12 |
105.56 |
105.10 |
105.56 |
+0.13 |
1,208 |
16,724 |
-169 |
May13 |
120427 |
105.16 |
105.16 |
104.67 |
105.16 |
+0.10 |
1,304 |
14,487 |
-307 |
Jun13 |
120427 |
104.25 |
104.76 |
103.99 |
104.76 |
+0.07 |
6,239 |
70,709 |
+653 |
Jul13 |
120427 |
104.29 |
104.29 |
104.29 |
104.29 |
+0.04 |
315 |
13,844 |
+93 |
Aug13 |
120427 |
103.30 |
103.84 |
103.30 |
103.84 |
unch |
162 |
9,612 |
+108 |
Sep13 |
120427 |
103.42 |
103.42 |
103.08 |
103.42 |
-0.03 |
642 |
22,675 |
+75 |
Total Volume and Open Interest |
538,191 |
1,558,678 |
+19,421 |
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 |
120427 |
104.150 |
105.000 |
103.750 |
104.925 |
+0.375 |
7,962 |
2,167 |
+301 |
Jul12 |
120427 |
104.550 |
105.375 |
104.125 |
105.325 |
+0.375 |
122 |
214 |
+1 |
Aug12 |
120427 |
105.050 |
105.650 |
104.900 |
105.650 |
+0.375 |
26 |
75 |
+0 |
Sep12 |
120427 |
105.100 |
105.850 |
105.100 |
105.850 |
+0.350 |
2 |
36 |
-1 |
Oct12 |
120427 |
105.750 |
105.950 |
105.750 |
105.950 |
+0.300 |
2 |
20 |
+2 |
Nov12 |
120427 |
106.050 |
106.050 |
106.050 |
106.050 |
+0.275 |
0 |
2 |
+0 |
Dec12 |
120427 |
106.100 |
106.100 |
105.575 |
106.100 |
+0.225 |
0 |
242 |
+0 |
Jan13 |
120427 |
106.150 |
106.150 |
105.450 |
106.150 |
+0.200 |
0 |
6 |
+0 |
Total Volume and Open Interest |
8,114 |
2,936 |
+303 |
Heating Oil(NYM) |
May12 |
120427 |
319.49 |
319.66 |
316.67 |
318.07 |
-1.37 |
30,766 |
22,254 |
-6,118 |
Jun12 |
120427 |
319.65 |
320.51 |
317.04 |
318.35 |
-1.49 |
65,599 |
106,155 |
+3,429 |
Jul12 |
120427 |
319.26 |
319.30 |
317.24 |
318.54 |
-1.28 |
16,768 |
49,075 |
+504 |
Aug12 |
120427 |
318.13 |
319.26 |
317.44 |
318.75 |
-1.10 |
9,462 |
33,231 |
-375 |
Sep12 |
120427 |
319.20 |
319.57 |
317.79 |
319.07 |
-0.99 |
9,022 |
25,986 |
-992 |
Oct12 |
120427 |
319.26 |
319.87 |
318.42 |
319.39 |
-0.99 |
3,169 |
11,670 |
+6 |
Nov12 |
120427 |
319.04 |
319.98 |
319.04 |
319.82 |
-1.02 |
1,740 |
6,444 |
+239 |
Dec12 |
120427 |
320.39 |
320.52 |
318.89 |
320.12 |
-1.10 |
11,468 |
44,126 |
+758 |
Jan13 |
120427 |
319.54 |
320.24 |
319.45 |
320.24 |
-1.13 |
1,024 |
6,945 |
+85 |
Feb13 |
120427 |
318.76 |
319.63 |
318.76 |
319.63 |
-1.13 |
85 |
1,883 |
+6 |
Mar13 |
120427 |
318.25 |
318.25 |
318.25 |
318.25 |
-1.06 |
390 |
3,467 |
+153 |
Apr13 |
120427 |
316.45 |
316.45 |
316.45 |
316.45 |
-1.01 |
362 |
2,053 |
+326 |
Total Volume and Open Interest |
149,855 |
313,289 |
-1,979 |
Gasoline(NYMEX) |
May12 |
120427 |
317.90 |
321.00 |
316.94 |
320.62 |
+2.29 |
36,890 |
18,832 |
-8,700 |
Jun12 |
120427 |
312.93 |
315.28 |
311.33 |
314.45 |
+1.17 |
71,900 |
110,885 |
+1,955 |
Jul12 |
120427 |
308.07 |
310.02 |
306.59 |
309.67 |
+1.15 |
28,274 |
61,726 |
-567 |
Aug12 |
120427 |
304.24 |
305.71 |
302.51 |
305.48 |
+1.13 |
16,310 |
39,432 |
-7 |
Sep12 |
120427 |
300.19 |
301.60 |
298.42 |
301.48 |
+1.05 |
11,508 |
30,398 |
-67 |
Oct12 |
120427 |
285.70 |
287.01 |
284.27 |
286.93 |
+0.91 |
5,589 |
20,994 |
-882 |
Nov12 |
120427 |
282.39 |
283.32 |
280.70 |
283.24 |
+0.81 |
2,462 |
8,031 |
-155 |
Dec12 |
120427 |
280.27 |
281.48 |
278.93 |
281.34 |
+0.68 |
5,595 |
24,144 |
-1,132 |
Jan13 |
120427 |
279.65 |
280.73 |
279.65 |
280.73 |
+0.55 |
463 |
5,791 |
+313 |
Feb13 |
120427 |
281.43 |
281.43 |
280.18 |
281.43 |
+0.46 |
106 |
3,402 |
+41 |
Total Volume and Open Interest |
179,752 |
336,893 |
-9,014 |
e-miNY RBOB Gasoline(NYM) |
May12 |
120427 |
320.60 |
320.62 |
320.60 |
320.60 |
+2.30 |
0 |
2 |
+0 |
Jun12 |
120427 |
314.50 |
314.50 |
314.45 |
314.50 |
+1.20 |
|
|
|
Jul12 |
120427 |
309.70 |
309.70 |
309.67 |
309.70 |
+1.20 |
|
|
|
Aug12 |
120427 |
305.50 |
305.50 |
305.48 |
305.50 |
+1.10 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jun12 |
120427 |
2.126 |
2.198 |
2.107 |
2.186 |
+0.060 |
127,207 |
240,620 |
+2,063 |
Jul12 |
120427 |
2.240 |
2.310 |
2.224 |
2.299 |
+0.057 |
58,368 |
246,019 |
+1,701 |
Aug12 |
120427 |
2.324 |
2.385 |
2.305 |
2.375 |
+0.054 |
27,745 |
89,635 |
-5 |
Sep12 |
120427 |
2.367 |
2.430 |
2.350 |
2.422 |
+0.056 |
16,985 |
116,026 |
+374 |
Oct12 |
120427 |
2.461 |
2.523 |
2.448 |
2.515 |
+0.058 |
33,649 |
141,816 |
-1,887 |
Nov12 |
120427 |
2.733 |
2.780 |
2.712 |
2.775 |
+0.052 |
10,232 |
56,502 |
-702 |
Dec12 |
120427 |
3.061 |
3.115 |
3.050 |
3.109 |
+0.050 |
11,879 |
61,092 |
+384 |
Jan13 |
120427 |
3.215 |
3.275 |
3.210 |
3.270 |
+0.054 |
15,823 |
75,511 |
-1,046 |
Feb13 |
120427 |
3.232 |
3.288 |
3.230 |
3.286 |
+0.052 |
2,394 |
19,278 |
-254 |
Mar13 |
120427 |
3.212 |
3.273 |
3.208 |
3.266 |
+0.053 |
4,677 |
31,581 |
-109 |
Apr13 |
120427 |
3.201 |
3.251 |
3.189 |
3.245 |
+0.054 |
6,285 |
45,412 |
+144 |
May13 |
120427 |
3.238 |
3.290 |
3.234 |
3.287 |
+0.055 |
1,292 |
13,664 |
+313 |
Jun13 |
120427 |
3.300 |
3.339 |
3.286 |
3.339 |
+0.055 |
878 |
4,818 |
-74 |
Jul13 |
120427 |
3.370 |
3.399 |
3.352 |
3.396 |
+0.054 |
497 |
5,694 |
+96 |
Aug13 |
120427 |
3.380 |
3.420 |
3.379 |
3.417 |
+0.053 |
426 |
6,026 |
+23 |
Sep13 |
120427 |
3.382 |
3.421 |
3.366 |
3.420 |
+0.053 |
343 |
6,008 |
+52 |
Total Volume and Open Interest |
393,977 |
1,274,939 |
-9,802 |
Brent Crude Oil(ICE) |
Jun12 |
120427 |
119.60 |
119.95 |
119.06 |
119.83 |
-0.09 |
254,855 |
260,769 |
-1,642 |
Jul12 |
120427 |
119.11 |
119.50 |
118.61 |
119.40 |
-0.13 |
126,199 |
173,793 |
+3,838 |
Aug12 |
120427 |
118.68 |
119.04 |
118.15 |
118.96 |
-0.13 |
74,191 |
110,159 |
-4,655 |
Sep12 |
120427 |
118.15 |
118.50 |
117.61 |
118.42 |
-0.14 |
45,906 |
93,472 |
-3,655 |
Oct12 |
120427 |
117.55 |
117.85 |
117.02 |
117.79 |
-0.15 |
28,104 |
80,857 |
-1,440 |
Nov12 |
120427 |
117.08 |
117.30 |
116.49 |
117.25 |
-0.15 |
16,558 |
46,247 |
+136 |
Dec12 |
120427 |
116.23 |
116.75 |
115.93 |
116.70 |
-0.13 |
64,501 |
120,326 |
+2,898 |
Jan13 |
120427 |
115.70 |
116.17 |
115.40 |
116.17 |
-0.13 |
4,410 |
20,349 |
-63 |
Feb13 |
120427 |
115.41 |
115.64 |
115.06 |
115.64 |
-0.13 |
3,901 |
12,240 |
+185 |
Mar13 |
120427 |
115.13 |
115.13 |
115.13 |
115.13 |
-0.15 |
4,612 |
14,025 |
+736 |
Apr13 |
120427 |
114.60 |
114.60 |
114.58 |
114.58 |
-0.16 |
1,168 |
8,212 |
+85 |
May13 |
120427 |
113.95 |
113.95 |
113.95 |
113.95 |
-0.18 |
980 |
9,353 |
+0 |
Jun13 |
120427 |
112.85 |
113.32 |
112.57 |
113.32 |
-0.21 |
9,653 |
37,407 |
+133 |
Jul13 |
120427 |
112.72 |
112.72 |
112.72 |
112.72 |
-0.22 |
354 |
7,181 |
+72 |
Total Volume and Open Interest |
664,950 |
1,227,763 |
-579 |
Gas Oil(ICE) |
May12 |
120427 |
1014.00 |
1014.00 |
1007.50 |
1008.50 |
-8.75 |
51,820 |
100,991 |
-2,927 |
Jun12 |
120427 |
1009.25 |
1009.50 |
1003.00 |
1004.00 |
-7.75 |
88,682 |
112,207 |
+1,033 |
Jul12 |
120427 |
1005.75 |
1006.00 |
1000.50 |
1001.25 |
-7.50 |
30,614 |
59,524 |
+157 |
Aug12 |
120427 |
1002.50 |
1004.50 |
999.25 |
1000.00 |
-7.00 |
14,796 |
41,881 |
-830 |
Sep12 |
120427 |
1001.00 |
1004.00 |
999.00 |
999.25 |
-6.50 |
15,095 |
40,672 |
+2,238 |
Oct12 |
120427 |
998.25 |
1002.25 |
997.50 |
997.75 |
-6.50 |
6,755 |
17,056 |
-150 |
Nov12 |
120427 |
998.00 |
998.25 |
995.75 |
996.00 |
-6.50 |
4,528 |
14,973 |
-186 |
Dec12 |
120427 |
996.25 |
997.75 |
993.25 |
994.00 |
-6.50 |
17,544 |
50,279 |
+170 |
Jan13 |
120427 |
992.75 |
993.50 |
991.75 |
992.25 |
-6.25 |
2,513 |
19,025 |
+1,260 |
Feb13 |
120427 |
989.25 |
990.75 |
989.00 |
989.50 |
-6.25 |
991 |
9,443 |
+25 |
Total Volume and Open Interest |
239,911 |
546,283 |
+2,517 |
Ethanol(CBOT) |
Apr12 |
120404 |
2.280 |
2.280 |
2.260 |
2.266 |
-0.015 |
38 |
185 |
-5 |
May12 |
120427 |
2.195 |
2.204 |
2.195 |
2.197 |
+0.043 |
216 |
349 |
-47 |
Jun12 |
120427 |
2.189 |
2.222 |
2.187 |
2.213 |
+0.045 |
285 |
1,146 |
+11 |
Jul12 |
120427 |
2.188 |
2.229 |
2.188 |
2.219 |
+0.047 |
367 |
1,563 |
+51 |
Aug12 |
120427 |
2.172 |
2.203 |
2.172 |
2.193 |
+0.038 |
197 |
2,196 |
+61 |
Sep12 |
120427 |
2.105 |
2.122 |
2.105 |
2.111 |
+0.025 |
4 |
1,284 |
-1 |
Oct12 |
120427 |
2.051 |
2.064 |
2.045 |
2.054 |
+0.019 |
51 |
1,367 |
+37 |
Nov12 |
120427 |
2.018 |
2.038 |
2.012 |
2.029 |
+0.018 |
79 |
1,476 |
+0 |
Total Volume and Open Interest |
1,324 |
11,578 |
+199 |
WTI Crude Oil(ICE) |
Jun12 |
120427 |
104.08 |
105.00 |
103.74 |
104.93 |
+0.38 |
64,605 |
72,902 |
+4,846 |
Jul12 |
120427 |
104.50 |
105.37 |
104.13 |
105.32 |
+0.38 |
20,607 |
44,696 |
+1,230 |
Aug12 |
120427 |
104.80 |
105.66 |
104.50 |
105.64 |
+0.37 |
11,846 |
27,704 |
+3,374 |
Sep12 |
120427 |
104.90 |
105.84 |
104.70 |
105.84 |
+0.33 |
7,312 |
30,730 |
+63 |
Oct12 |
120427 |
105.08 |
105.95 |
104.88 |
105.95 |
+0.29 |
5,440 |
15,873 |
-610 |
Nov12 |
120427 |
105.10 |
106.04 |
105.10 |
106.04 |
+0.26 |
3,418 |
11,174 |
+816 |
Dec12 |
120427 |
105.24 |
106.16 |
105.16 |
106.11 |
+0.23 |
16,066 |
78,586 |
+710 |
Jan13 |
120427 |
105.63 |
106.16 |
105.63 |
106.16 |
+0.20 |
1,527 |
8,834 |
+518 |
Feb13 |
120427 |
105.56 |
106.08 |
105.56 |
106.08 |
+0.17 |
1,239 |
5,565 |
+782 |
Mar13 |
120427 |
105.88 |
105.88 |
105.88 |
105.88 |
+0.15 |
404 |
4,572 |
-59 |
Apr13 |
120427 |
105.56 |
105.56 |
105.56 |
105.56 |
+0.13 |
115 |
1,647 |
+6 |
May13 |
120427 |
105.16 |
105.16 |
105.16 |
105.16 |
+0.10 |
98 |
1,607 |
-1 |
Jun13 |
120427 |
104.76 |
104.76 |
104.76 |
104.76 |
+0.07 |
885 |
18,221 |
+480 |
Jul13 |
120427 |
104.29 |
104.29 |
104.29 |
104.29 |
+0.04 |
14 |
1,351 |
+13 |
Aug13 |
120427 |
103.84 |
103.84 |
103.84 |
103.84 |
unch |
13 |
2,287 |
+0 |
Sep13 |
120427 |
103.42 |
103.42 |
103.42 |
103.42 |
-0.03 |
0 |
5,899 |
+0 |
Total Volume and Open Interest |
140,786 |
446,803 |
+13,070 |
US Dollar Index(ICE) |
Jun12 |
120427 |
79.210 |
79.335 |
78.720 |
78.757 |
-0.243 |
20,417 |
42,620 |
+314 |
Sep12 |
120427 |
79.385 |
79.385 |
79.045 |
79.128 |
-0.243 |
294 |
866 |
+28 |
Dec12 |
120427 |
79.558 |
79.558 |
79.558 |
79.558 |
-0.243 |
|
|
|
Total Volume and Open Interest |
20,711 |
43,486 |
+342 |
Australian Dollar(CME) |
Jun12 |
120427 |
103.17 |
104.22 |
102.99 |
104.16 |
+0.73 |
113,466 |
146,591 |
+298 |
Sep12 |
120427 |
102.34 |
103.25 |
102.21 |
103.25 |
+0.73 |
40 |
454 |
+24 |
Dec12 |
120427 |
102.41 |
102.41 |
101.69 |
102.41 |
+0.72 |
0 |
14 |
+0 |
Total Volume and Open Interest |
113,506 |
147,061 |
+322 |
British Pound(CME) |
Jun12 |
120427 |
161.76 |
162.76 |
161.49 |
162.64 |
+0.72 |
127,696 |
178,328 |
+5,221 |
Sep12 |
120427 |
161.61 |
162.57 |
161.61 |
162.54 |
+0.72 |
175 |
184 |
-31 |
Dec12 |
120427 |
162.43 |
162.43 |
161.71 |
162.43 |
+0.72 |
0 |
44 |
+0 |
Total Volume and Open Interest |
127,871 |
178,558 |
+5,190 |
Canadian Dollar(CME) |
Jun12 |
120427 |
101.35 |
101.92 |
101.20 |
101.84 |
+0.27 |
100,661 |
138,535 |
+11,321 |
Sep12 |
120427 |
101.10 |
101.68 |
101.00 |
101.60 |
+0.27 |
912 |
2,783 |
-244 |
Dec12 |
120427 |
101.29 |
101.36 |
101.07 |
101.33 |
+0.26 |
37 |
4,203 |
+16 |
Mar13 |
120427 |
101.01 |
101.01 |
100.75 |
101.01 |
+0.26 |
2 |
208 |
-1 |
Total Volume and Open Interest |
101,624 |
145,992 |
+11,093 |
Japanese Yen(CME) |
Jun12 |
120427 |
123.50 |
124.73 |
122.83 |
124.45 |
+0.86 |
96,263 |
140,026 |
+2,920 |
Sep12 |
120427 |
123.65 |
124.76 |
123.14 |
124.60 |
+0.87 |
46 |
428 |
+11 |
Dec12 |
120427 |
124.78 |
124.79 |
123.93 |
124.79 |
+0.86 |
0 |
100 |
+0 |
Total Volume and Open Interest |
96,309 |
140,567 |
+2,931 |
Swiss Franc(CME) |
Jun12 |
120427 |
109.89 |
110.54 |
109.55 |
110.45 |
+0.24 |
42,448 |
40,206 |
+266 |
Sep12 |
120427 |
109.96 |
110.61 |
109.96 |
110.61 |
+0.23 |
0 |
210 |
+0 |
Dec12 |
120427 |
110.81 |
110.81 |
110.59 |
110.81 |
+0.22 |
0 |
3 |
+0 |
Total Volume and Open Interest |
42,448 |
40,421 |
+266 |
EuroFX(CME) |
Jun12 |
120427 |
132.00 |
132.73 |
131.60 |
132.62 |
+0.21 |
246,699 |
287,145 |
+1,108 |
Sep12 |
120427 |
131.98 |
132.80 |
131.75 |
132.72 |
+0.21 |
84 |
1,055 |
+5 |
Dec12 |
120427 |
132.55 |
132.85 |
132.55 |
132.85 |
+0.22 |
4 |
119 |
+4 |
Total Volume and Open Interest |
246,787 |
288,332 |
+1,117 |
Mexican Peso(CME) |
May12 |
120427 |
769.8 |
769.8 |
757.8 |
769.8 |
+12.0 |
|
|
|
Jun12 |
120427 |
753.0 |
777.0 |
751.5 |
767.8 |
+12.0 |
23,596 |
162,632 |
+659 |
Total Volume and Open Interest |
23,596 |
163,064 |
+659 |
Brazilian Real(CME) |
May12 |
120427 |
530.30 |
530.80 |
529.95 |
530.30 |
+0.30 |
266 |
1,848 |
-266 |
Jun12 |
120427 |
525.55 |
527.55 |
525.55 |
527.15 |
+0.25 |
326 |
5,151 |
+220 |
Jul12 |
120427 |
523.90 |
523.90 |
523.65 |
523.90 |
+0.25 |
|
|
|
Aug12 |
120427 |
520.65 |
520.65 |
520.40 |
520.65 |
+0.25 |
|
|
|
Total Volume and Open Interest |
595 |
20,567 |
-49 |
30-Year T-Bonds(CBOT) |
Jun12 |
120427 |
142~200 |
143~180 |
142~100 |
142~230 |
+0~140 |
334,598 |
572,965 |
-4,831 |
Sep12 |
120427 |
142~000 |
142~160 |
141~150 |
141~300 |
+0~150 |
468 |
809 |
+99 |
Dec12 |
120427 |
142~100 |
142~100 |
141~200 |
142~030 |
+0~150 |
1 |
29 |
+1 |
Total Volume and Open Interest |
335,067 |
573,803 |
-4,731 |
10-Year T-Notes(CBOT) |
Jun12 |
120427 |
132~030 |
132~170 |
131~300 |
132~050 |
+0~075 |
1,280,299 |
1,831,762 |
+26,251 |
Sep12 |
120427 |
131~000 |
131~105 |
130~250 |
131~010 |
+0~080 |
5,261 |
15,892 |
+1,477 |
Dec12 |
120427 |
130~060 |
130~060 |
129~300 |
130~060 |
+0~080 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,285,560 |
1,847,655 |
+27,728 |
5-Year T-Notes(CBOT) |
Jun12 |
120427 |
123~098 |
123~124 |
123~088 |
123~098 |
+0~008 |
567,034 |
1,314,870 |
+4,893 |
Sep12 |
120427 |
123~070 |
123~072 |
123~039 |
123~048 |
+0~009 |
1,858 |
12,819 |
+1,507 |
Dec12 |
120427 |
122~072 |
122~072 |
122~063 |
122~072 |
+0~009 |
|
|
|
Total Volume and Open Interest |
568,892 |
1,327,689 |
+6,400 |
2 Year T-Notes(CBOT) |
Jun12 |
120427 |
110~034 |
110~038 |
110~032 |
110~034 |
-0~001 |
213,794 |
915,509 |
+1,573 |
Sep12 |
120427 |
110~019 |
110~021 |
110~019 |
110~019 |
-0~002 |
154 |
3,744 |
-75 |
Dec12 |
120427 |
109~085 |
109~087 |
109~085 |
109~085 |
-0~002 |
|
|
|
Total Volume and Open Interest |
213,948 |
919,253 |
+1,498 |
Eurodollars(CME) |
Jun12 |
120427 |
99.515 |
99.525 |
99.505 |
99.525 |
unch |
157,313 |
997,418 |
-11,035 |
Sep12 |
120427 |
99.485 |
99.500 |
99.475 |
99.495 |
unch |
224,129 |
894,929 |
+2,988 |
Dec12 |
120427 |
99.465 |
99.485 |
99.455 |
99.475 |
unch |
191,771 |
989,633 |
-553 |
Mar13 |
120427 |
99.455 |
99.470 |
99.445 |
99.460 |
unch |
178,382 |
709,986 |
-1,967 |
Jun13 |
120427 |
99.430 |
99.445 |
99.425 |
99.435 |
unch |
185,660 |
656,349 |
+4,996 |
Sep13 |
120427 |
99.395 |
99.415 |
99.390 |
99.400 |
unch |
169,126 |
652,208 |
+3,446 |
Dec13 |
120427 |
99.345 |
99.370 |
99.340 |
99.350 |
unch |
215,783 |
626,321 |
+15,127 |
Mar14 |
120427 |
99.290 |
99.320 |
99.275 |
99.290 |
+0.005 |
236,662 |
583,533 |
+1,637 |
Jun14 |
120427 |
99.195 |
99.230 |
99.180 |
99.195 |
+0.010 |
204,677 |
461,382 |
+13,380 |
Sep14 |
120427 |
99.080 |
99.115 |
99.060 |
99.075 |
+0.010 |
179,174 |
388,553 |
+649 |
Dec14 |
120427 |
98.930 |
98.970 |
98.905 |
98.925 |
+0.015 |
155,414 |
339,099 |
-6,591 |
Mar15 |
120427 |
98.775 |
98.820 |
98.750 |
98.775 |
+0.020 |
128,130 |
250,233 |
+6,315 |
Jun15 |
120427 |
0.301 |
0.351 |
0.276 |
0.301 |
+0.020 |
123,022 |
262,288 |
+5,117 |
Sep15 |
120427 |
0.146 |
0.186 |
0.106 |
0.136 |
+0.025 |
59,532 |
188,396 |
-3,547 |
Dec15 |
120427 |
6.530 |
0.021 |
6.490 |
6.520 |
+0.025 |
48,653 |
178,616 |
+2,332 |
Mar16 |
120427 |
6.385 |
6.430 |
6.340 |
6.375 |
+0.030 |
34,473 |
100,431 |
-697 |
Jun16 |
120427 |
6.225 |
6.265 |
6.175 |
6.215 |
+0.035 |
24,415 |
102,986 |
+1,854 |
Sep16 |
120427 |
6.065 |
6.105 |
6.020 |
6.055 |
+0.035 |
18,181 |
81,281 |
+428 |
Total Volume and Open Interest |
2,572,714 |
8,734,310 |
+35,549 |
30 Day Federal Funds(CBOT) |
Apr12 |
120427 |
99.860 |
99.863 |
99.860 |
99.863 |
unch |
2,868 |
44,669 |
+507 |
May12 |
120427 |
99.865 |
99.870 |
99.860 |
99.865 |
unch |
4,123 |
53,405 |
-497 |
Jun12 |
120427 |
99.865 |
99.865 |
99.860 |
99.865 |
unch |
1,480 |
38,022 |
-913 |
Jul12 |
120427 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
1,957 |
43,938 |
-702 |
Aug12 |
120427 |
99.850 |
99.855 |
99.845 |
99.855 |
unch |
1,254 |
34,376 |
-258 |
Sep12 |
120427 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
1,744 |
29,902 |
-315 |
Total Volume and Open Interest |
30,353 |
523,197 |
-367 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120427 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
258 |
+0 |
Sep12 |
120427 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
120427 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120427 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
120427 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep13 |
120427 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec13 |
120427 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar14 |
120427 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun14 |
120427 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep14 |
120427 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120427 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,547 |
+0 |
Sep12 |
120427 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
797 |
+0 |
Dec12 |
120427 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
519 |
+0 |
Mar13 |
120427 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
181 |
+0 |
Jun13 |
120427 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
217 |
+0 |
Sep13 |
120427 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
325 |
+0 |
Dec13 |
120427 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120427 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
75 |
+0 |
Total Volume and Open Interest |
0 |
5,225 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120427 |
142.96 |
143.17 |
142.76 |
143.15 |
+0.25 |
2,126 |
22,047 |
+251 |
Sep12 |
120427 |
142.69 |
142.69 |
142.69 |
142.69 |
+0.25 |
0 |
6 |
+0 |
Dec12 |
120427 |
141.56 |
141.56 |
141.56 |
141.56 |
+0.25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,126 |
22,057 |
+251 |
Euro-Bund(EUREX) |
Jun12 |
120427 |
141.22 |
141.38 |
140.63 |
140.70 |
-0.22 |
863,902 |
903,409 |
-3,076 |
Sep12 |
120427 |
139.92 |
140.02 |
139.33 |
139.35 |
-0.24 |
2,671 |
10,912 |
+2,539 |
Dec12 |
120427 |
139.20 |
139.20 |
139.20 |
139.20 |
-0.22 |
10 |
0 |
+0 |
Total Volume and Open Interest |
866,583 |
914,321 |
-537 |
Euro-Bobl(EUREX) |
Jun12 |
120427 |
125.27 |
125.35 |
125.06 |
125.09 |
-0.07 |
364,143 |
798,137 |
+4,174 |
Sep12 |
120427 |
125.51 |
125.51 |
125.30 |
125.30 |
-0.08 |
487 |
2,634 |
+470 |
Dec12 |
120427 |
125.04 |
125.04 |
125.04 |
125.04 |
-0.07 |
|
|
|
Total Volume and Open Interest |
364,630 |
800,771 |
+4,644 |
3-Mth Euribor(EUREX) |
Jun12 |
120427 |
99.370 |
99.380 |
99.370 |
99.380 |
+0.010 |
0 |
1,477 |
+0 |
Sep12 |
120427 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
0 |
1,234 |
+0 |
Dec12 |
120427 |
99.390 |
99.390 |
99.390 |
99.390 |
unch |
0 |
1,339 |
+0 |
Total Volume and Open Interest |
102 |
5,703 |
+102 |
Long Gilt(LIFFE) |
Jun12 |
120427 |
116~03 |
116~08 |
115~10 |
115~15 |
-0~10 |
146,589 |
303,690 |
+103 |
Sep12 |
120427 |
114~15 |
114~15 |
114~15 |
114~15 |
-0~10 |
0 |
24 |
+0 |
Total Volume and Open Interest |
109,200 |
303,714 |
+103 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120427 |
99.01 |
99.01 |
98.99 |
99.01 |
unch |
33,150 |
244,727 |
-4,125 |
Sep12 |
120427 |
99.01 |
99.01 |
98.96 |
98.98 |
-0.03 |
59,655 |
291,973 |
+15,623 |
Dec12 |
120427 |
99.01 |
99.01 |
98.92 |
98.96 |
-0.04 |
48,743 |
246,979 |
+502 |
Mar13 |
120427 |
99.01 |
99.01 |
98.89 |
98.95 |
-0.04 |
37,368 |
242,904 |
-2,681 |
Jun13 |
120427 |
98.98 |
98.98 |
98.84 |
98.91 |
-0.05 |
39,996 |
240,678 |
-16,023 |
Sep13 |
120427 |
98.93 |
98.94 |
98.79 |
98.86 |
-0.05 |
60,038 |
212,318 |
-18,498 |
Total Volume and Open Interest |
511,305 |
2,153,147 |
-3,807 |
3-Mth Euribor(LIFFE) |
Jun12 |
120427 |
99.370 |
99.395 |
99.355 |
99.380 |
+0.010 |
67,783 |
567,728 |
-3,444 |
Sep12 |
120427 |
99.405 |
99.425 |
99.390 |
99.405 |
unch |
79,487 |
533,417 |
+18,438 |
Dec12 |
120427 |
99.395 |
99.410 |
99.375 |
99.390 |
unch |
57,027 |
409,515 |
+11,354 |
Total Volume and Open Interest |
1,187,480 |
3,313,256 |
+49,413 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120427 |
96.10 |
96.15 |
96.10 |
96.13 |
+0.02 |
26,204 |
171,478 |
-7,055 |
Sep12 |
120427 |
96.37 |
96.44 |
96.35 |
96.41 |
+0.04 |
25,123 |
154,428 |
-1,947 |
Dec12 |
120427 |
96.45 |
96.53 |
96.42 |
96.50 |
+0.05 |
21,174 |
115,390 |
+1,501 |
Mar13 |
120427 |
96.42 |
96.50 |
96.39 |
96.48 |
+0.06 |
6,776 |
68,270 |
-81 |
Jun13 |
120427 |
96.34 |
96.42 |
96.30 |
96.39 |
+0.05 |
3,234 |
57,856 |
-1,578 |
Sep13 |
120427 |
96.25 |
96.33 |
96.22 |
96.31 |
+0.05 |
2,467 |
41,333 |
-735 |
Dec13 |
120427 |
96.15 |
96.25 |
96.15 |
96.22 |
+0.05 |
1,842 |
28,154 |
-219 |
Mar14 |
120427 |
96.08 |
96.19 |
96.08 |
96.16 |
+0.05 |
855 |
16,592 |
+167 |
Jun14 |
120427 |
96.09 |
96.09 |
96.09 |
96.09 |
+0.06 |
2 |
993 |
-8 |
Sep14 |
120427 |
96.04 |
96.04 |
96.03 |
96.03 |
+0.06 |
1 |
533 |
+2 |
Total Volume and Open Interest |
87,678 |
655,344 |
-9,953 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120427 |
96.33 |
96.42 |
96.31 |
96.41 |
+0.08 |
58,617 |
382,661 |
+4,765 |
Sep12 |
120427 |
96.41 |
96.41 |
96.41 |
96.41 |
+0.08 |
|
|
|
Total Volume and Open Interest |
58,617 |
382,661 |
+4,765 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120427 |
96.94 |
97.06 |
96.92 |
97.03 |
+0.09 |
130,720 |
426,416 |
-10,175 |
Sep12 |
120427 |
97.03 |
97.03 |
97.03 |
97.03 |
+0.09 |
|
|
|
Total Volume and Open Interest |
130,720 |
426,416 |
-10,175 |
Gold(CMX) |
Jun12 |
120427 |
1657.3 |
1668.4 |
1651.1 |
1664.8 |
+4.3 |
166,069 |
218,865 |
+3,100 |
Aug12 |
120427 |
1660.0 |
1670.1 |
1653.7 |
1667.2 |
+4.3 |
7,094 |
44,887 |
+2,235 |
Oct12 |
120427 |
1661.8 |
1672.0 |
1658.5 |
1669.3 |
+4.3 |
211 |
11,957 |
-2 |
Dec12 |
120427 |
1663.8 |
1674.2 |
1658.1 |
1671.5 |
+4.4 |
971 |
37,697 |
-1 |
Feb13 |
120427 |
1662.5 |
1673.6 |
1662.5 |
1673.6 |
+4.4 |
229 |
15,487 |
+182 |
Apr13 |
120427 |
1666.4 |
1676.3 |
1666.4 |
1675.7 |
+4.5 |
605 |
12,099 |
+565 |
Jun13 |
120427 |
1678.0 |
1678.0 |
1678.0 |
1678.0 |
+4.6 |
135 |
11,179 |
+30 |
Aug13 |
120427 |
1680.4 |
1680.4 |
1680.4 |
1680.4 |
+4.6 |
0 |
1,230 |
+0 |
Oct13 |
120427 |
1683.0 |
1683.0 |
1683.0 |
1683.0 |
+4.7 |
0 |
32 |
+0 |
Dec13 |
120427 |
1685.7 |
1685.7 |
1685.7 |
1685.7 |
+4.7 |
101 |
8,450 |
+35 |
Feb14 |
120427 |
1688.8 |
1688.8 |
1688.8 |
1688.8 |
+4.7 |
0 |
6 |
+0 |
Total Volume and Open Interest |
176,739 |
401,203 |
+5,814 |
Silver(CMX) |
May12 |
120427 |
3103.0 |
3139.5 |
3088.5 |
3134.7 |
+14.0 |
66,062 |
19,778 |
-4,881 |
Jul12 |
120427 |
3108.5 |
3147.0 |
3094.5 |
3141.1 |
+13.5 |
34,601 |
51,500 |
+3,044 |
Sep12 |
120427 |
3115.5 |
3151.0 |
3110.0 |
3147.1 |
+13.7 |
1,290 |
7,114 |
-92 |
Dec12 |
120427 |
3121.0 |
3159.5 |
3113.0 |
3153.9 |
+13.9 |
3,392 |
17,931 |
-393 |
Mar13 |
120427 |
3145.0 |
3156.7 |
3140.5 |
3156.7 |
+13.9 |
40 |
2,645 |
+2 |
May13 |
120427 |
3135.0 |
3157.7 |
3126.0 |
3157.7 |
+14.2 |
28 |
1,573 |
+21 |
Jul13 |
120427 |
3158.0 |
3158.0 |
3158.0 |
3158.0 |
+14.4 |
28 |
3,018 |
+0 |
Total Volume and Open Interest |
107,151 |
120,321 |
-2,004 |
Platinum(NYMEX) |
Jul12 |
120427 |
1569.9 |
1579.6 |
1562.7 |
1575.7 |
+5.5 |
7,774 |
38,811 |
-107 |
Oct12 |
120427 |
1571.2 |
1579.1 |
1567.9 |
1579.1 |
+5.3 |
26 |
1,760 |
+20 |
Jan13 |
120427 |
1577.7 |
1581.3 |
1577.7 |
1581.3 |
+5.5 |
3 |
143 |
-1 |
Apr13 |
120427 |
1581.3 |
1581.3 |
1581.3 |
1581.3 |
+5.5 |
|
|
|
Total Volume and Open Interest |
7,806 |
40,723 |
-100 |
Palladium(NYMEX) |
Jun12 |
120427 |
672.10 |
683.75 |
667.35 |
681.50 |
+8.85 |
2,981 |
19,752 |
-239 |
Sep12 |
120427 |
671.00 |
683.35 |
670.00 |
683.35 |
+8.95 |
58 |
1,512 |
+29 |
Dec12 |
120427 |
684.70 |
684.70 |
684.70 |
684.70 |
+8.85 |
1 |
36 |
+0 |
Total Volume and Open Interest |
3,040 |
21,303 |
-210 |
Copper(CMX) |
May12 |
120427 |
377.15 |
383.65 |
374.85 |
382.00 |
+5.30 |
58,452 |
21,631 |
-4,315 |
Jul12 |
120427 |
377.90 |
383.95 |
375.45 |
382.50 |
+5.15 |
41,602 |
70,735 |
+1,228 |
Sep12 |
120427 |
377.95 |
383.90 |
376.30 |
383.00 |
+5.00 |
12,957 |
35,514 |
-326 |
Dec12 |
120427 |
378.40 |
383.70 |
378.40 |
383.40 |
+4.75 |
2,158 |
14,045 |
+1,113 |
Mar13 |
120427 |
382.00 |
383.80 |
382.00 |
383.80 |
+4.60 |
148 |
2,684 |
+8 |
Total Volume and Open Interest |
117,777 |
158,066 |
-1,190 |
DJIA Index(CBOT) |
Jun12 |
120427 |
13160 |
13210 |
13098 |
13164 |
+4 |
504 |
11,400 |
-21 |
Sep12 |
120427 |
13094 |
13094 |
13090 |
13094 |
+4 |
0 |
2 |
+0 |
Dec12 |
120427 |
13013 |
13013 |
13009 |
13013 |
+4 |
0 |
1 |
+0 |
Mar13 |
120427 |
12946 |
12946 |
12942 |
12946 |
+4 |
|
|
|
Total Volume and Open Interest |
504 |
11,403 |
-21 |
E-mini DJIA Index(CBOT) |
Jun12 |
120427 |
13160 |
13211 |
13088 |
13164 |
+4 |
123,032 |
103,148 |
+2,672 |
Sep12 |
120427 |
13092 |
13125 |
13082 |
13094 |
+4 |
14 |
179 |
+6 |
Dec12 |
120427 |
13013 |
13013 |
13013 |
13013 |
+4 |
0 |
34 |
+0 |
Mar13 |
120427 |
13008 |
13008 |
12878 |
12946 |
+4 |
|
|
|
Total Volume and Open Interest |
123,046 |
103,361 |
+2,678 |
S & P 500(CME) |
Jun12 |
120427 |
1396.60 |
1402.80 |
1386.70 |
1398.50 |
+1.70 |
9,662 |
233,583 |
-1,855 |
Sep12 |
120427 |
1391.50 |
1396.40 |
1387.40 |
1392.10 |
+1.70 |
505 |
2,479 |
+235 |
Dec12 |
120427 |
1385.50 |
1389.80 |
1380.80 |
1385.50 |
+1.70 |
255 |
3,657 |
+213 |
Mar13 |
120427 |
1379.50 |
1383.80 |
1374.80 |
1379.50 |
+1.70 |
|
|
|
Total Volume and Open Interest |
10,422 |
239,719 |
-1,407 |
S & P 500 E-Mini(Globex) |
Jun12 |
120427 |
1396.75 |
1403.00 |
1386.50 |
1398.50 |
+1.75 |
1,827,484 |
2,816,352 |
+24,798 |
Sep12 |
120427 |
1390.00 |
1396.25 |
1381.00 |
1392.00 |
+1.50 |
2,590 |
26,210 |
+1,050 |
Total Volume and Open Interest |
1,830,886 |
2,846,248 |
+26,537 |
NASDAQ 100(CME) |
Jun12 |
120427 |
2720.00 |
2747.00 |
2709.30 |
2736.80 |
+16.50 |
1,012 |
16,141 |
+921 |
Sep12 |
120427 |
2731.00 |
2739.00 |
2714.50 |
2731.00 |
+16.50 |
|
|
|
Dec12 |
120427 |
2724.30 |
2724.30 |
2707.80 |
2724.30 |
+16.50 |
|
|
|
Total Volume and Open Interest |
1,012 |
16,141 |
+921 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120427 |
2719.50 |
2746.00 |
2708.80 |
2736.80 |
+16.50 |
339,631 |
415,013 |
-381 |
Sep12 |
120427 |
2720.00 |
2737.00 |
2716.00 |
2731.00 |
+16.50 |
48 |
715 |
+4 |
Total Volume and Open Interest |
339,683 |
415,755 |
-378 |
S & P Midcap 400(CME) |
Jun12 |
120427 |
997.40 |
999.00 |
989.00 |
997.40 |
+4.80 |
0 |
1,917 |
+0 |
Sep12 |
120427 |
994.40 |
994.40 |
989.60 |
994.40 |
+4.80 |
|
|
|
Dec12 |
120427 |
992.40 |
992.40 |
987.60 |
992.40 |
+4.80 |
|
|
|
Total Volume and Open Interest |
0 |
1,917 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120427 |
9645 |
9715 |
9470 |
9535 |
-85 |
3,052 |
42,155 |
+341 |
Sep12 |
120427 |
9550 |
9635 |
9550 |
9550 |
-85 |
|
|
|
Total Volume and Open Interest |
3,052 |
42,155 |
+341 |
Nikkei 225(SGX) |
Jun12 |
120427 |
9555 |
9700 |
9465 |
9475 |
-85 |
74,567 |
228,232 |
-6,184 |
Sep12 |
120427 |
9565 |
9675 |
9470 |
9470 |
-85 |
28 |
7,912 |
-1 |
Dec12 |
120427 |
9410 |
9410 |
9410 |
9410 |
-85 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
74,670 |
247,259 |
-6,201 |
CAC 40(EURONEXT) |
May12 |
120427 |
3161.5 |
3231.5 |
3119.0 |
3213.0 |
+38.5 |
126,708 |
396,623 |
-4,220 |
Jun12 |
120427 |
3126.0 |
3199.0 |
3095.5 |
3184.5 |
+38.0 |
610 |
30,684 |
+139 |
Jul12 |
120427 |
3176.5 |
3176.5 |
3176.5 |
3176.5 |
+38.0 |
|
|
|
Total Volume and Open Interest |
112,071 |
427,430 |
-4,081 |
Hang Seng Index(HKFE) |
Apr12 |
120427 |
20915 |
20957 |
20834 |
20845 |
-13 |
114,030 |
50,864 |
-20,589 |
May12 |
120427 |
20755 |
20793 |
20440 |
20550 |
-143 |
54,940 |
63,000 |
+35,682 |
Jun12 |
120427 |
20571 |
20594 |
20278 |
20396 |
-107 |
358 |
6,135 |
-161 |
Total Volume and Open Interest |
169,468 |
121,577 |
+14,900 |
DAX(EUREX) |
Jun12 |
120427 |
6717.5 |
6834.5 |
6654.0 |
6803.0 |
+58.5 |
157,719 |
175,040 |
+7,126 |
Sep12 |
120427 |
6728.0 |
6840.5 |
6665.0 |
6810.0 |
+58.0 |
237 |
3,440 |
-36 |
Dec12 |
120427 |
6682.5 |
6819.5 |
6682.5 |
6816.5 |
+57.0 |
1 |
399 |
+0 |
Total Volume and Open Interest |
157,957 |
178,879 |
+7,090 |
FT-SE 100(EURONEXT) |
Jun12 |
120427 |
5714.00 |
5754.50 |
5671.00 |
5734.00 |
+25.00 |
80,620 |
551,607 |
+1,742 |
Sep12 |
120427 |
5650.00 |
5700.00 |
5640.00 |
5693.00 |
+25.00 |
2 |
2,535 |
+1,179 |
Dec12 |
120427 |
5672.00 |
5672.00 |
5672.00 |
5672.00 |
+25.00 |
40 |
284 |
+20 |
Total Volume and Open Interest |
94,881 |
554,426 |
+2,941 |
SPI 200(SFE) |
Jun12 |
120427 |
4377.0 |
4407.0 |
4359.0 |
4369.0 |
-12.0 |
27,543 |
206,174 |
+565 |
Sep12 |
120427 |
4349.0 |
4372.0 |
4328.0 |
4337.0 |
-12.0 |
154 |
2,336 |
+84 |
Dec12 |
120427 |
4338.0 |
4338.0 |
4338.0 |
4338.0 |
-15.0 |
27 |
1,852 |
+0 |
Total Volume and Open Interest |
28,365 |
211,673 |
+986 |
GSCI(CME) |
May12 |
120427 |
683.50 |
684.25 |
681.80 |
684.25 |
+2.25 |
65 |
8,784 |
-15 |
Jun12 |
120427 |
685.00 |
685.00 |
682.90 |
685.00 |
+2.00 |
0 |
2 |
+0 |
Jul12 |
120427 |
681.00 |
681.75 |
679.25 |
681.00 |
+1.50 |
|
|
|
Total Volume and Open Interest |
65 |
8,786 |
-15 |
Reuters CCI(ICE) |
Jun12 |
120427 |
305.40 |
305.40 |
305.40 |
305.40 |
+2.10 |
|
|
|
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. |
|
|