|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue May 01, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120501 |
1500.25 |
1500.25 |
1487.50 |
1497.75 |
-5.25 |
33,163 |
13,417 |
-12,154 |
Jul12 |
120501 |
1504.00 |
1504.75 |
1492.00 |
1503.50 |
-2.00 |
134,331 |
327,715 |
+3,821 |
Aug12 |
120501 |
1480.00 |
1487.00 |
1473.00 |
1486.75 |
+3.00 |
11,425 |
35,662 |
+1,733 |
Sep12 |
120501 |
1422.00 |
1432.75 |
1417.25 |
1432.50 |
+8.00 |
3,275 |
15,766 |
-383 |
Nov12 |
120501 |
1378.00 |
1393.50 |
1375.75 |
1392.50 |
+11.50 |
43,274 |
229,968 |
+1,506 |
Jan13 |
120501 |
1371.00 |
1387.00 |
1369.00 |
1386.00 |
+11.75 |
5,857 |
47,357 |
+473 |
Mar13 |
120501 |
1351.25 |
1363.75 |
1348.50 |
1362.00 |
+8.50 |
5,555 |
60,771 |
+243 |
May13 |
120501 |
1332.00 |
1346.00 |
1331.75 |
1344.00 |
+7.75 |
3,274 |
25,290 |
+680 |
Jul13 |
120501 |
1332.00 |
1345.75 |
1332.00 |
1343.00 |
+8.50 |
2,870 |
28,514 |
+895 |
Aug13 |
120501 |
1309.25 |
1309.25 |
1305.25 |
1309.25 |
+4.00 |
0 |
150 |
+0 |
Sep13 |
120501 |
1278.00 |
1278.00 |
1273.00 |
1278.00 |
+5.00 |
0 |
228 |
+0 |
Nov13 |
120501 |
1244.00 |
1253.50 |
1241.00 |
1247.25 |
+3.25 |
1,119 |
12,089 |
+23 |
Jan14 |
120501 |
1251.00 |
1251.00 |
1249.00 |
1251.00 |
+2.00 |
0 |
158 |
+0 |
Mar14 |
120501 |
1250.75 |
1250.75 |
1248.75 |
1250.75 |
+2.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
244,143 |
797,618 |
-3,163 |
Soybean Meal(CBOT) |
May12 |
120501 |
434.20 |
434.20 |
429.80 |
432.50 |
-1.80 |
22,990 |
9,085 |
-7,494 |
Jul12 |
120501 |
434.80 |
436.30 |
431.40 |
434.20 |
-1.30 |
61,063 |
136,900 |
-1,836 |
Aug12 |
120501 |
427.50 |
429.90 |
425.30 |
428.70 |
+0.90 |
5,146 |
17,004 |
+1,037 |
Sep12 |
120501 |
407.20 |
410.80 |
404.50 |
410.00 |
+3.10 |
2,793 |
12,135 |
-135 |
Oct12 |
120501 |
382.50 |
390.20 |
382.50 |
389.90 |
+5.90 |
1,444 |
7,958 |
+146 |
Dec12 |
120501 |
380.30 |
388.70 |
380.30 |
387.50 |
+6.00 |
11,991 |
41,191 |
-462 |
Jan13 |
120501 |
375.90 |
381.20 |
374.30 |
380.30 |
+6.00 |
417 |
4,895 |
+89 |
Mar13 |
120501 |
364.80 |
369.80 |
363.70 |
368.90 |
+5.20 |
1,595 |
7,651 |
+190 |
May13 |
120501 |
356.80 |
361.00 |
355.10 |
360.10 |
+5.00 |
975 |
5,234 |
-159 |
Jul13 |
120501 |
357.00 |
359.30 |
354.30 |
359.30 |
+5.00 |
525 |
5,019 |
+284 |
Total Volume and Open Interest |
109,221 |
251,841 |
-8,257 |
Soybean Oil(CBOT) |
May12 |
120501 |
54.66 |
54.88 |
54.26 |
54.52 |
-0.14 |
33,328 |
10,521 |
-5,782 |
Jul12 |
120501 |
55.15 |
55.28 |
54.61 |
54.91 |
-0.14 |
70,915 |
194,610 |
-406 |
Aug12 |
120501 |
55.30 |
55.44 |
54.81 |
55.10 |
-0.13 |
7,365 |
25,120 |
+115 |
Sep12 |
120501 |
55.39 |
55.65 |
55.00 |
55.28 |
-0.13 |
3,429 |
17,871 |
-171 |
Oct12 |
120501 |
55.50 |
55.69 |
55.15 |
55.41 |
-0.09 |
1,236 |
9,970 |
-81 |
Dec12 |
120501 |
55.78 |
56.03 |
55.36 |
55.71 |
-0.09 |
15,024 |
75,466 |
+1,248 |
Jan13 |
120501 |
55.58 |
56.09 |
55.58 |
55.93 |
-0.10 |
264 |
3,225 |
-56 |
Mar13 |
120501 |
56.03 |
56.43 |
55.78 |
56.08 |
-0.18 |
1,249 |
14,144 |
+291 |
May13 |
120501 |
55.87 |
56.39 |
55.84 |
56.18 |
-0.18 |
589 |
5,251 |
+118 |
Jul13 |
120501 |
56.18 |
56.54 |
56.09 |
56.25 |
-0.15 |
184 |
4,893 |
+17 |
Total Volume and Open Interest |
133,710 |
367,051 |
-4,698 |
Canola(WCE) |
May12 |
120501 |
637.0 |
638.7 |
637.0 |
638.7 |
-11.0 |
3,826 |
761 |
-3,387 |
Jul12 |
120501 |
637.5 |
637.5 |
628.2 |
632.1 |
-5.6 |
12,853 |
97,501 |
+451 |
Nov12 |
120501 |
580.2 |
584.9 |
579.5 |
584.0 |
+1.3 |
10,611 |
108,590 |
+2,390 |
Jan13 |
120501 |
585.2 |
589.4 |
583.1 |
588.7 |
+2.1 |
2,010 |
18,205 |
+1,037 |
Mar13 |
120501 |
589.2 |
593.5 |
588.4 |
592.8 |
+2.1 |
349 |
8,325 |
+168 |
Total Volume and Open Interest |
30,503 |
240,139 |
+1,097 |
Corn(CBOT) |
May12 |
120501 |
659.25 |
665.50 |
651.00 |
659.75 |
-0.50 |
87,996 |
27,272 |
-27,569 |
Jul12 |
120501 |
632.00 |
634.25 |
625.00 |
629.00 |
-5.25 |
233,041 |
545,926 |
+654 |
Sep12 |
120501 |
556.50 |
558.00 |
547.50 |
550.25 |
-10.50 |
36,668 |
184,242 |
-3,177 |
Dec12 |
120501 |
540.00 |
541.50 |
533.25 |
538.75 |
-4.50 |
70,519 |
369,106 |
-3,577 |
Mar13 |
120501 |
550.75 |
555.00 |
544.50 |
550.00 |
-4.75 |
6,627 |
54,960 |
+448 |
May13 |
120501 |
560.25 |
560.75 |
552.75 |
558.25 |
-4.75 |
1,568 |
11,122 |
-103 |
Jul13 |
120501 |
566.75 |
567.25 |
559.50 |
565.75 |
-4.50 |
3,005 |
17,378 |
+1,238 |
Sep13 |
120501 |
548.25 |
550.00 |
548.25 |
548.25 |
-1.75 |
29 |
1,553 |
+8 |
Dec13 |
120501 |
541.00 |
542.25 |
537.50 |
542.25 |
-1.25 |
1,118 |
30,193 |
+67 |
Mar14 |
120501 |
550.75 |
554.50 |
548.50 |
553.50 |
-1.00 |
20 |
563 |
+0 |
Total Volume and Open Interest |
440,733 |
1,246,232 |
-31,945 |
Wheat(CBOT) |
May12 |
120501 |
647.50 |
647.50 |
633.75 |
633.75 |
-14.00 |
27,711 |
6,314 |
-8,812 |
Jul12 |
120501 |
654.00 |
655.50 |
641.00 |
643.00 |
-11.50 |
77,686 |
238,760 |
+2,200 |
Sep12 |
120501 |
666.25 |
666.50 |
656.00 |
657.75 |
-8.75 |
11,520 |
65,951 |
-1,027 |
Dec12 |
120501 |
688.25 |
689.00 |
677.00 |
679.75 |
-8.25 |
11,068 |
96,494 |
+478 |
Mar13 |
120501 |
704.00 |
705.25 |
695.50 |
700.75 |
-4.50 |
748 |
11,780 |
-168 |
May13 |
120501 |
709.25 |
712.00 |
705.25 |
711.00 |
unch |
259 |
5,321 |
+16 |
Total Volume and Open Interest |
129,853 |
436,349 |
-7,113 |
Wheat(KCBT) |
May12 |
120501 |
645.25 |
645.50 |
644.50 |
645.50 |
-3.75 |
7,871 |
3,469 |
-3,741 |
Jul12 |
120501 |
661.00 |
662.50 |
652.50 |
657.00 |
-5.00 |
15,598 |
79,141 |
+2,540 |
Sep12 |
120501 |
675.75 |
676.50 |
668.25 |
672.50 |
-5.50 |
1,078 |
22,037 |
-80 |
Dec12 |
120501 |
699.75 |
699.75 |
690.75 |
695.25 |
-6.00 |
1,546 |
23,405 |
-270 |
Mar13 |
120501 |
713.00 |
713.00 |
706.50 |
710.75 |
-5.50 |
282 |
5,113 |
+113 |
May13 |
120501 |
720.25 |
721.75 |
715.50 |
720.00 |
-4.75 |
86 |
3,090 |
-3 |
Total Volume and Open Interest |
26,518 |
137,249 |
-1,437 |
Wheat(MGE) |
May12 |
120501 |
766.75 |
770.00 |
766.75 |
767.00 |
-11.25 |
889 |
792 |
-406 |
Jul12 |
120501 |
782.00 |
782.00 |
771.25 |
774.25 |
-9.25 |
3,176 |
16,417 |
-611 |
Sep12 |
120501 |
777.25 |
780.25 |
771.00 |
774.75 |
-8.00 |
934 |
10,874 |
+96 |
Dec12 |
120501 |
782.50 |
782.75 |
773.00 |
777.75 |
-7.25 |
556 |
8,719 |
+8 |
Mar13 |
120501 |
786.25 |
786.25 |
779.50 |
782.00 |
-8.00 |
90 |
943 |
-43 |
Total Volume and Open Interest |
5,646 |
37,824 |
-955 |
Oats(CBOT) |
May12 |
120501 |
336.25 |
336.75 |
336.25 |
336.25 |
-0.50 |
396 |
262 |
-259 |
Jul12 |
120501 |
344.00 |
346.00 |
341.75 |
345.25 |
-0.25 |
700 |
7,309 |
+219 |
Sep12 |
120501 |
347.50 |
348.00 |
347.50 |
347.75 |
-0.25 |
6 |
370 |
+6 |
Dec12 |
120501 |
351.25 |
352.50 |
350.25 |
352.00 |
unch |
142 |
2,747 |
+10 |
Total Volume and Open Interest |
1,244 |
10,696 |
-24 |
Rough Rice(CBOT) |
May12 |
120501 |
14.77 |
14.86 |
14.60 |
14.76 |
-0.11 |
2,313 |
1,147 |
-941 |
Jul12 |
120501 |
15.09 |
15.14 |
14.84 |
15.02 |
-0.11 |
4,004 |
11,023 |
+376 |
Sep12 |
120501 |
15.30 |
15.37 |
15.10 |
15.25 |
-0.11 |
158 |
2,521 |
-28 |
Nov12 |
120501 |
15.40 |
15.61 |
15.35 |
15.48 |
-0.12 |
20 |
234 |
+9 |
Total Volume and Open Interest |
6,501 |
15,000 |
-580 |
Live Cattle(CME) |
Jun12 |
120501 |
114.250 |
114.480 |
113.050 |
113.535 |
-0.615 |
25,653 |
147,311 |
-2,350 |
Aug12 |
120501 |
116.180 |
116.600 |
115.400 |
116.300 |
+0.100 |
12,798 |
94,160 |
+1,891 |
Oct12 |
120501 |
121.250 |
121.730 |
120.900 |
121.650 |
+0.500 |
5,723 |
64,018 |
-176 |
Dec12 |
120501 |
123.980 |
124.730 |
123.650 |
124.700 |
+0.650 |
2,768 |
31,178 |
+45 |
Feb13 |
120501 |
126.230 |
127.000 |
125.950 |
126.750 |
+0.350 |
1,379 |
8,910 |
+171 |
Apr13 |
120501 |
127.135 |
128.075 |
127.035 |
128.000 |
+0.800 |
227 |
3,639 |
+12 |
Total Volume and Open Interest |
50,073 |
350,436 |
-1,502 |
Feeder Cattle(CME) |
May12 |
120501 |
149.880 |
150.800 |
149.550 |
150.185 |
+0.360 |
1,794 |
10,149 |
-252 |
Aug12 |
120501 |
153.630 |
154.700 |
153.550 |
154.200 |
+0.465 |
4,024 |
19,417 |
+74 |
Sep12 |
120501 |
154.950 |
155.850 |
154.800 |
155.535 |
+0.655 |
948 |
5,008 |
-132 |
Oct12 |
120501 |
156.050 |
156.900 |
155.900 |
156.650 |
+0.500 |
600 |
3,174 |
+40 |
Nov12 |
120501 |
157.500 |
158.285 |
157.200 |
157.700 |
+0.200 |
346 |
1,646 |
+59 |
Jan13 |
120501 |
157.435 |
158.435 |
157.250 |
158.035 |
+0.385 |
106 |
1,286 |
+24 |
Mar13 |
120501 |
157.500 |
157.500 |
157.500 |
157.500 |
+0.500 |
10 |
66 |
+4 |
Total Volume and Open Interest |
7,828 |
40,746 |
-183 |
Lean Hogs(CME) |
May12 |
120501 |
83.580 |
84.000 |
82.800 |
83.000 |
-0.680 |
536 |
3,210 |
-8 |
Jun12 |
120501 |
86.330 |
86.550 |
85.635 |
85.850 |
-0.080 |
15,134 |
104,856 |
-469 |
Jul12 |
120501 |
86.930 |
87.200 |
86.450 |
86.750 |
+0.500 |
4,527 |
30,622 |
+1,133 |
Aug12 |
120501 |
88.000 |
88.230 |
87.600 |
87.600 |
unch |
6,344 |
36,155 |
+770 |
Oct12 |
120501 |
80.635 |
81.100 |
80.300 |
80.330 |
-0.070 |
4,043 |
44,763 |
+59 |
Dec12 |
120501 |
78.535 |
78.635 |
78.135 |
78.400 |
+0.200 |
2,688 |
30,986 |
-324 |
Feb13 |
120501 |
79.950 |
80.300 |
79.785 |
79.975 |
+0.075 |
563 |
11,211 |
+109 |
Apr13 |
120501 |
81.930 |
82.150 |
81.680 |
81.885 |
+0.235 |
384 |
6,660 |
+38 |
Total Volume and Open Interest |
34,275 |
271,615 |
+1,327 |
Class III Milk(CME) |
May12 |
120501 |
14.94 |
15.38 |
14.88 |
15.27 |
+0.33 |
214 |
4,905 |
+37 |
Jun12 |
120501 |
14.27 |
14.85 |
14.15 |
14.83 |
+0.56 |
346 |
4,541 |
+65 |
Jul12 |
120501 |
14.74 |
15.27 |
14.62 |
15.18 |
+0.44 |
193 |
3,195 |
+78 |
Aug12 |
120501 |
15.39 |
15.65 |
15.19 |
15.60 |
+0.22 |
90 |
2,989 |
+7 |
Sep12 |
120501 |
15.76 |
15.98 |
15.73 |
15.96 |
+0.15 |
57 |
2,567 |
+28 |
Total Volume and Open Interest |
1,049 |
30,057 |
+241 |
Cocoa(ICE) |
May12 |
120501 |
2268 |
2376 |
2268 |
2359 |
+96 |
19 |
786 |
-3 |
Jul12 |
120501 |
2209 |
2356 |
2193 |
2319 |
+100 |
11,404 |
82,723 |
+779 |
Sep12 |
120501 |
2218 |
2368 |
2217 |
2331 |
+94 |
3,174 |
32,076 |
+175 |
Dec12 |
120501 |
2225 |
2368 |
2224 |
2333 |
+90 |
850 |
21,628 |
+31 |
Mar13 |
120501 |
2231 |
2373 |
2231 |
2337 |
+89 |
861 |
28,498 |
+142 |
May13 |
120501 |
2290 |
2380 |
2290 |
2346 |
+87 |
252 |
7,347 |
+134 |
Jul13 |
120501 |
2344 |
2354 |
2344 |
2354 |
+85 |
2 |
1,940 |
-2 |
Total Volume and Open Interest |
16,574 |
178,872 |
+1,260 |
Coffee "C"(ICE) |
May12 |
120501 |
176.00 |
182.85 |
176.00 |
182.85 |
+4.90 |
112 |
170 |
-89 |
Jul12 |
120501 |
179.40 |
184.60 |
177.15 |
184.15 |
+4.60 |
7,706 |
77,731 |
-900 |
Sep12 |
120501 |
181.05 |
186.90 |
179.40 |
186.45 |
+4.65 |
3,438 |
32,326 |
-947 |
Dec12 |
120501 |
184.35 |
190.30 |
183.25 |
190.05 |
+4.70 |
1,553 |
21,145 |
+254 |
Mar13 |
120501 |
188.30 |
194.00 |
188.30 |
193.90 |
+4.90 |
188 |
6,803 |
+17 |
May13 |
120501 |
192.00 |
196.35 |
192.00 |
196.25 |
+4.85 |
51 |
3,493 |
+24 |
Total Volume and Open Interest |
13,077 |
144,582 |
-1,629 |
Orange Juice(ICE) |
May12 |
120501 |
141.25 |
143.00 |
132.00 |
132.00 |
-8.85 |
809 |
1,259 |
-852 |
Jul12 |
120501 |
141.25 |
143.85 |
132.20 |
132.85 |
-9.00 |
1,194 |
12,235 |
+3 |
Sep12 |
120501 |
142.30 |
142.30 |
133.20 |
133.20 |
-8.35 |
78 |
1,725 |
+19 |
Nov12 |
120501 |
139.50 |
139.50 |
134.25 |
134.60 |
-7.15 |
36 |
3,499 |
+23 |
Jan13 |
120501 |
139.60 |
139.65 |
136.30 |
136.30 |
-5.60 |
32 |
503 |
+1 |
Mar13 |
120501 |
137.00 |
137.25 |
137.00 |
137.25 |
-5.45 |
1 |
591 |
+1 |
Total Volume and Open Interest |
2,150 |
19,816 |
-805 |
Sugar #11(ICE) |
Jul12 |
120501 |
21.04 |
21.14 |
20.77 |
20.95 |
-0.17 |
63,882 |
324,009 |
+5,021 |
Oct12 |
120501 |
21.50 |
21.58 |
21.28 |
21.39 |
-0.14 |
17,137 |
158,478 |
+1,448 |
Mar13 |
120501 |
22.37 |
22.44 |
22.15 |
22.23 |
-0.14 |
8,608 |
112,732 |
+1,593 |
May13 |
120501 |
22.25 |
22.42 |
22.13 |
22.22 |
-0.09 |
2,785 |
26,465 |
+300 |
Jul13 |
120501 |
22.20 |
22.39 |
22.10 |
22.21 |
-0.06 |
2,394 |
23,444 |
+225 |
Oct13 |
120501 |
22.21 |
22.40 |
22.21 |
22.36 |
-0.01 |
1,046 |
22,727 |
-393 |
Mar14 |
120501 |
22.53 |
22.65 |
22.47 |
22.61 |
+0.01 |
608 |
18,825 |
+176 |
May14 |
120501 |
22.20 |
22.32 |
22.20 |
22.32 |
+0.05 |
102 |
4,895 |
-5 |
Total Volume and Open Interest |
122,253 |
717,293 |
+2,226 |
London Cocoa(LCE) |
May12 |
120501 |
1467 |
1530 |
1461 |
1515 |
+43 |
4,588 |
30,090 |
-1,442 |
Jul12 |
120501 |
1488 |
1550 |
1482 |
1535 |
+42 |
12,457 |
63,943 |
-414 |
Sep12 |
120501 |
1478 |
1534 |
1470 |
1521 |
+41 |
3,638 |
26,465 |
-340 |
Dec12 |
120501 |
1473 |
1517 |
1462 |
1505 |
+38 |
2,501 |
29,055 |
+389 |
Mar13 |
120501 |
1442 |
1492 |
1440 |
1479 |
+34 |
2,254 |
33,637 |
+1,077 |
May13 |
120501 |
1450 |
1487 |
1449 |
1477 |
+32 |
612 |
9,691 |
+157 |
Jul13 |
120501 |
1448 |
1483 |
1447 |
1479 |
+31 |
159 |
4,396 |
+3 |
Total Volume and Open Interest |
26,483 |
202,025 |
-550 |
London Sugar(LCE) |
Aug12 |
120501 |
570.50 |
574.40 |
566.90 |
570.80 |
-3.80 |
2,087 |
31,263 |
+597 |
Oct12 |
120501 |
564.30 |
568.40 |
561.90 |
564.80 |
-2.60 |
1,748 |
12,031 |
+162 |
Dec12 |
120501 |
572.00 |
573.40 |
568.90 |
571.70 |
-2.00 |
239 |
4,861 |
+14 |
Mar13 |
120501 |
577.50 |
578.80 |
575.00 |
577.80 |
-2.10 |
152 |
6,338 |
+48 |
May13 |
120501 |
580.50 |
583.50 |
580.10 |
581.80 |
-1.50 |
35 |
715 |
+15 |
Total Volume and Open Interest |
4,271 |
55,913 |
+858 |
Cotton(ICE) |
May12 |
120501 |
86.95 |
87.71 |
86.95 |
87.51 |
+0.26 |
51 |
173 |
-31 |
Jul12 |
120501 |
89.40 |
89.92 |
89.03 |
89.68 |
+0.28 |
7,732 |
100,828 |
-1,071 |
Oct12 |
120501 |
89.28 |
89.28 |
89.20 |
89.20 |
+0.12 |
7 |
94 |
+0 |
Dec12 |
120501 |
86.68 |
87.08 |
86.22 |
86.94 |
-0.02 |
3,289 |
72,316 |
+249 |
Mar13 |
120501 |
87.23 |
87.92 |
87.23 |
87.89 |
-0.04 |
275 |
4,418 |
+38 |
May13 |
120501 |
88.11 |
88.38 |
88.05 |
88.38 |
-0.13 |
24 |
788 |
+11 |
Total Volume and Open Interest |
11,496 |
182,482 |
-718 |
Lumber(CME) |
May12 |
120501 |
286.0 |
288.4 |
283.6 |
287.5 |
+2.6 |
410 |
1,035 |
-67 |
Jul12 |
120501 |
282.3 |
285.6 |
280.7 |
283.4 |
+1.5 |
817 |
5,040 |
+120 |
Sep12 |
120501 |
291.5 |
292.5 |
288.6 |
292.0 |
+2.5 |
389 |
1,933 |
+20 |
Nov12 |
120501 |
288.9 |
290.0 |
287.0 |
290.0 |
+2.0 |
91 |
837 |
+59 |
Total Volume and Open Interest |
1,725 |
9,027 |
+141 |
Crude Oil(NYM) |
Jun12 |
120501 |
104.89 |
106.43 |
104.39 |
106.16 |
+1.29 |
182,104 |
278,340 |
-3,202 |
Jul12 |
120501 |
105.27 |
106.77 |
104.78 |
106.50 |
+1.24 |
40,469 |
168,965 |
+2,769 |
Aug12 |
120501 |
105.52 |
106.99 |
105.09 |
106.74 |
+1.19 |
17,735 |
98,395 |
-202 |
Sep12 |
120501 |
105.67 |
107.12 |
105.28 |
106.86 |
+1.15 |
13,837 |
99,741 |
+494 |
Oct12 |
120501 |
105.76 |
107.12 |
105.42 |
106.92 |
+1.13 |
5,103 |
49,469 |
+638 |
Nov12 |
120501 |
105.85 |
107.15 |
105.48 |
106.98 |
+1.12 |
4,777 |
39,843 |
-196 |
Dec12 |
120501 |
105.85 |
107.29 |
105.54 |
107.02 |
+1.09 |
26,155 |
184,303 |
+398 |
Jan13 |
120501 |
105.75 |
107.18 |
105.61 |
107.04 |
+1.07 |
3,706 |
46,798 |
-360 |
Feb13 |
120501 |
106.88 |
107.05 |
106.10 |
106.92 |
+1.03 |
2,779 |
25,867 |
+614 |
Mar13 |
120501 |
105.35 |
106.77 |
105.35 |
106.69 |
+1.00 |
2,881 |
33,099 |
+415 |
Apr13 |
120501 |
105.33 |
106.50 |
105.33 |
106.35 |
+0.96 |
2,319 |
16,833 |
-60 |
May13 |
120501 |
104.86 |
106.09 |
104.86 |
105.91 |
+0.90 |
1,812 |
14,979 |
+253 |
Jun13 |
120501 |
104.47 |
105.68 |
104.34 |
105.47 |
+0.83 |
10,343 |
70,855 |
-26 |
Jul13 |
120501 |
104.98 |
104.98 |
104.98 |
104.98 |
+0.79 |
927 |
14,642 |
+169 |
Aug13 |
120501 |
104.35 |
104.50 |
104.35 |
104.50 |
+0.73 |
310 |
9,854 |
+113 |
Sep13 |
120501 |
104.06 |
104.06 |
104.06 |
104.06 |
+0.69 |
341 |
23,131 |
+31 |
Total Volume and Open Interest |
335,862 |
1,566,369 |
+2,174 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
6,231 |
1,427 |
-119 |
Jun12 |
120501 |
104.900 |
106.475 |
104.400 |
106.150 |
+1.275 |
3,983 |
2,196 |
+63 |
Jul12 |
120501 |
105.075 |
106.775 |
104.800 |
106.500 |
+1.250 |
91 |
216 |
-6 |
Aug12 |
120501 |
105.525 |
106.850 |
105.100 |
106.750 |
+1.200 |
7 |
74 |
-1 |
Sep12 |
120501 |
106.625 |
106.850 |
106.625 |
106.850 |
+1.150 |
1 |
34 |
+0 |
Oct12 |
120501 |
105.850 |
106.925 |
105.850 |
106.925 |
+1.125 |
1 |
20 |
+0 |
Nov12 |
120501 |
106.975 |
106.975 |
106.975 |
106.975 |
+1.125 |
0 |
2 |
+0 |
Dec12 |
120501 |
106.150 |
107.025 |
106.075 |
107.025 |
+1.100 |
0 |
242 |
+0 |
Jan13 |
120501 |
107.050 |
107.050 |
107.050 |
107.050 |
+1.075 |
0 |
6 |
+0 |
Feb13 |
120501 |
106.925 |
106.925 |
106.925 |
106.925 |
+1.025 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,083 |
2,970 |
+56 |
Heating Oil(NYM) |
Jun12 |
120501 |
317.83 |
319.42 |
316.25 |
317.71 |
-0.71 |
70,584 |
107,075 |
+66 |
Jul12 |
120501 |
318.00 |
319.67 |
316.68 |
317.99 |
-0.62 |
24,142 |
49,019 |
+1,096 |
Aug12 |
120501 |
318.70 |
319.90 |
317.13 |
318.32 |
-0.50 |
23,472 |
35,412 |
+1,586 |
Sep12 |
120501 |
319.64 |
320.43 |
317.64 |
318.78 |
-0.36 |
18,342 |
26,001 |
+264 |
Oct12 |
120501 |
319.25 |
320.53 |
318.48 |
319.26 |
-0.26 |
5,668 |
11,656 |
+39 |
Nov12 |
120501 |
319.06 |
321.12 |
319.06 |
319.86 |
-0.19 |
4,627 |
7,343 |
+711 |
Dec12 |
120501 |
320.28 |
321.89 |
318.97 |
320.31 |
-0.11 |
16,943 |
45,041 |
+414 |
Jan13 |
120501 |
320.20 |
321.75 |
319.91 |
320.67 |
+0.05 |
541 |
7,183 |
+80 |
Feb13 |
120501 |
319.93 |
320.38 |
319.93 |
320.38 |
+0.27 |
164 |
1,943 |
+11 |
Mar13 |
120501 |
320.19 |
320.19 |
319.43 |
319.43 |
+0.61 |
206 |
3,683 |
-13 |
Apr13 |
120501 |
316.75 |
319.44 |
316.75 |
318.26 |
+1.14 |
121 |
2,394 |
+64 |
May13 |
120501 |
321.76 |
321.76 |
321.76 |
321.76 |
-1.36 |
|
|
|
Total Volume and Open Interest |
183,249 |
307,319 |
-2,364 |
Gasoline(NYMEX) |
Jun12 |
120501 |
310.94 |
312.34 |
307.45 |
309.71 |
-2.75 |
74,735 |
107,982 |
-1,486 |
Jul12 |
120501 |
306.98 |
308.54 |
304.34 |
306.43 |
-1.99 |
34,670 |
56,372 |
-197 |
Aug12 |
120501 |
303.69 |
304.99 |
301.27 |
303.19 |
-1.41 |
19,593 |
35,301 |
-2,341 |
Sep12 |
120501 |
300.00 |
301.42 |
298.04 |
299.97 |
-0.91 |
11,280 |
28,232 |
+82 |
Oct12 |
120501 |
285.18 |
287.15 |
284.11 |
285.87 |
-0.61 |
5,091 |
21,444 |
+296 |
Nov12 |
120501 |
282.72 |
283.83 |
280.94 |
282.69 |
-0.25 |
3,851 |
7,800 |
+177 |
Dec12 |
120501 |
280.93 |
282.24 |
279.35 |
281.16 |
unch |
4,962 |
25,979 |
+671 |
Jan13 |
120501 |
281.63 |
281.63 |
280.78 |
280.78 |
+0.10 |
296 |
6,018 |
+151 |
Feb13 |
120501 |
282.36 |
282.36 |
281.59 |
281.59 |
+0.20 |
37 |
3,338 |
-2 |
Mar13 |
120501 |
283.09 |
283.09 |
283.09 |
283.09 |
+0.20 |
14 |
1,917 |
-3 |
Total Volume and Open Interest |
192,410 |
312,081 |
-11,947 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120501 |
310.50 |
310.50 |
309.70 |
309.70 |
-2.80 |
|
|
|
Jul12 |
120501 |
306.40 |
306.43 |
306.40 |
306.40 |
-2.00 |
|
|
|
Aug12 |
120501 |
303.20 |
303.20 |
303.19 |
303.20 |
-1.40 |
|
|
|
Sep12 |
120501 |
300.00 |
300.00 |
299.97 |
300.00 |
-0.90 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jun12 |
120501 |
2.311 |
2.385 |
2.293 |
2.371 |
+0.086 |
109,063 |
224,025 |
-10,377 |
Jul12 |
120501 |
2.417 |
2.482 |
2.400 |
2.468 |
+0.074 |
39,992 |
248,536 |
+3,661 |
Aug12 |
120501 |
2.500 |
2.543 |
2.467 |
2.532 |
+0.070 |
21,195 |
89,081 |
+219 |
Sep12 |
120501 |
2.531 |
2.582 |
2.515 |
2.576 |
+0.067 |
18,365 |
118,574 |
+2,686 |
Oct12 |
120501 |
2.643 |
2.670 |
2.599 |
2.660 |
+0.060 |
20,707 |
138,572 |
-320 |
Nov12 |
120501 |
2.877 |
2.907 |
2.852 |
2.903 |
+0.051 |
11,896 |
58,028 |
+646 |
Dec12 |
120501 |
3.195 |
3.237 |
3.180 |
3.228 |
+0.046 |
5,555 |
61,916 |
+229 |
Jan13 |
120501 |
3.349 |
3.385 |
3.330 |
3.378 |
+0.041 |
7,108 |
76,963 |
+940 |
Feb13 |
120501 |
3.370 |
3.397 |
3.350 |
3.392 |
+0.043 |
2,028 |
19,576 |
-133 |
Mar13 |
120501 |
3.350 |
3.376 |
3.323 |
3.372 |
+0.046 |
3,092 |
30,840 |
-305 |
Apr13 |
120501 |
3.314 |
3.360 |
3.301 |
3.354 |
+0.051 |
4,644 |
44,737 |
+206 |
May13 |
120501 |
3.358 |
3.397 |
3.345 |
3.392 |
+0.050 |
539 |
13,527 |
-51 |
Jun13 |
120501 |
3.418 |
3.446 |
3.397 |
3.441 |
+0.049 |
504 |
4,885 |
-30 |
Jul13 |
120501 |
3.481 |
3.497 |
3.449 |
3.494 |
+0.046 |
202 |
5,722 |
+56 |
Aug13 |
120501 |
3.479 |
3.515 |
3.473 |
3.514 |
+0.045 |
136 |
6,110 |
+15 |
Sep13 |
120501 |
3.509 |
3.517 |
3.472 |
3.517 |
+0.045 |
85 |
6,232 |
-5 |
Total Volume and Open Interest |
246,800 |
1,255,142 |
-2,299 |
Brent Crude Oil(ICE) |
Jun12 |
120501 |
119.28 |
120.02 |
118.80 |
119.66 |
+0.19 |
187,966 |
248,386 |
-1,291 |
Jul12 |
120501 |
119.15 |
119.70 |
118.50 |
119.32 |
+0.15 |
106,831 |
179,917 |
-5,554 |
Aug12 |
120501 |
118.86 |
119.32 |
118.12 |
118.92 |
+0.12 |
46,355 |
110,211 |
-692 |
Sep12 |
120501 |
118.57 |
118.82 |
117.63 |
118.43 |
+0.11 |
26,616 |
90,003 |
-2,381 |
Oct12 |
120501 |
117.77 |
118.23 |
117.07 |
117.86 |
+0.13 |
17,665 |
82,019 |
+995 |
Nov12 |
120501 |
117.10 |
117.73 |
116.56 |
117.38 |
+0.15 |
11,213 |
49,858 |
+1,543 |
Dec12 |
120501 |
116.47 |
117.25 |
116.06 |
116.88 |
+0.16 |
38,993 |
121,636 |
-1,255 |
Jan13 |
120501 |
116.12 |
116.63 |
115.57 |
116.40 |
+0.17 |
2,745 |
20,950 |
-129 |
Feb13 |
120501 |
115.61 |
116.09 |
115.05 |
115.90 |
+0.18 |
2,190 |
12,853 |
-39 |
Mar13 |
120501 |
115.42 |
115.42 |
115.42 |
115.42 |
+0.19 |
2,083 |
15,193 |
+499 |
Apr13 |
120501 |
114.89 |
114.89 |
114.89 |
114.89 |
+0.20 |
864 |
8,744 |
+200 |
May13 |
120501 |
114.30 |
114.30 |
114.30 |
114.30 |
+0.22 |
865 |
9,691 |
+251 |
Jun13 |
120501 |
113.33 |
113.99 |
112.86 |
113.70 |
+0.24 |
6,144 |
38,266 |
-103 |
Jul13 |
120501 |
113.12 |
113.12 |
113.12 |
113.12 |
+0.25 |
541 |
6,923 |
+39 |
Total Volume and Open Interest |
463,303 |
1,230,817 |
-7,198 |
Gas Oil(ICE) |
May12 |
120501 |
1009.75 |
1015.50 |
1006.25 |
1013.50 |
+6.25 |
47,621 |
93,899 |
-1,629 |
Jun12 |
120501 |
1007.00 |
1012.00 |
1002.50 |
1010.25 |
+7.25 |
88,225 |
112,488 |
+1,796 |
Jul12 |
120501 |
1004.25 |
1010.00 |
1000.25 |
1008.25 |
+7.50 |
37,453 |
54,304 |
+1,323 |
Aug12 |
120501 |
1003.50 |
1009.00 |
999.25 |
1007.50 |
+7.75 |
11,888 |
41,282 |
-1,231 |
Sep12 |
120501 |
1002.75 |
1008.50 |
999.00 |
1007.00 |
+7.75 |
10,449 |
42,008 |
+1,013 |
Oct12 |
120501 |
1002.25 |
1006.50 |
997.75 |
1006.00 |
+8.00 |
3,385 |
16,758 |
-705 |
Nov12 |
120501 |
1000.00 |
1004.75 |
996.00 |
1004.25 |
+7.75 |
2,992 |
15,745 |
+385 |
Dec12 |
120501 |
998.00 |
1003.50 |
993.75 |
1002.50 |
+8.00 |
12,395 |
50,916 |
-1,510 |
Jan13 |
120501 |
996.00 |
1000.75 |
994.25 |
1000.75 |
+8.00 |
300 |
20,104 |
+83 |
Feb13 |
120501 |
998.25 |
998.25 |
998.25 |
998.25 |
+8.25 |
78 |
10,115 |
-43 |
Total Volume and Open Interest |
217,638 |
540,994 |
+868 |
Ethanol(CBOT) |
May12 |
120501 |
2.212 |
2.220 |
2.211 |
2.211 |
-0.017 |
133 |
234 |
-47 |
Jun12 |
120501 |
2.232 |
2.237 |
2.218 |
2.229 |
-0.012 |
311 |
1,118 |
+45 |
Jul12 |
120501 |
2.235 |
2.240 |
2.224 |
2.231 |
-0.015 |
501 |
1,584 |
-48 |
Aug12 |
120501 |
2.230 |
2.230 |
2.196 |
2.202 |
-0.017 |
173 |
2,374 |
+84 |
Sep12 |
120501 |
2.099 |
2.122 |
2.099 |
2.108 |
-0.024 |
100 |
1,312 |
+28 |
Oct12 |
120501 |
2.033 |
2.070 |
2.033 |
2.047 |
-0.022 |
88 |
1,428 |
+47 |
Nov12 |
120501 |
2.030 |
2.039 |
2.017 |
2.029 |
-0.013 |
115 |
1,484 |
-7 |
Dec12 |
120501 |
2.020 |
2.030 |
2.009 |
2.020 |
-0.012 |
86 |
962 |
+20 |
Total Volume and Open Interest |
1,663 |
11,970 |
+221 |
WTI Crude Oil(ICE) |
Jun12 |
120501 |
104.88 |
106.44 |
104.39 |
106.16 |
+1.29 |
33,594 |
71,129 |
-1,559 |
Jul12 |
120501 |
105.06 |
106.77 |
104.80 |
106.50 |
+1.24 |
10,596 |
45,977 |
+546 |
Aug12 |
120501 |
105.35 |
106.96 |
105.11 |
106.74 |
+1.19 |
4,501 |
28,201 |
+579 |
Sep12 |
120501 |
105.61 |
107.02 |
105.33 |
106.86 |
+1.15 |
3,200 |
30,975 |
+310 |
Oct12 |
120501 |
105.60 |
107.14 |
105.40 |
106.92 |
+1.13 |
2,086 |
16,023 |
+262 |
Nov12 |
120501 |
105.69 |
107.11 |
105.69 |
106.98 |
+1.12 |
1,419 |
11,538 |
+51 |
Dec12 |
120501 |
105.83 |
107.24 |
105.66 |
107.02 |
+1.09 |
8,030 |
79,566 |
-434 |
Jan13 |
120501 |
106.91 |
107.04 |
106.90 |
107.04 |
+1.07 |
896 |
9,363 |
+271 |
Feb13 |
120501 |
106.92 |
106.92 |
106.92 |
106.92 |
+1.03 |
736 |
6,609 |
+262 |
Mar13 |
120501 |
106.69 |
106.69 |
106.69 |
106.69 |
+1.00 |
312 |
4,512 |
-75 |
Apr13 |
120501 |
106.35 |
106.35 |
106.35 |
106.35 |
+0.96 |
116 |
1,690 |
+25 |
May13 |
120501 |
105.91 |
105.91 |
105.91 |
105.91 |
+0.90 |
34 |
1,618 |
-3 |
Jun13 |
120501 |
104.62 |
105.60 |
104.62 |
105.47 |
+0.83 |
808 |
18,488 |
+117 |
Jul13 |
120501 |
104.98 |
104.98 |
104.98 |
104.98 |
+0.79 |
33 |
1,363 |
+30 |
Aug13 |
120501 |
104.50 |
104.50 |
104.50 |
104.50 |
+0.73 |
26 |
2,288 |
+0 |
Sep13 |
120501 |
104.06 |
104.06 |
104.06 |
104.06 |
+0.69 |
118 |
5,961 |
+61 |
Total Volume and Open Interest |
69,186 |
449,167 |
-497 |
US Dollar Index(ICE) |
Jun12 |
120501 |
78.875 |
79.050 |
78.665 |
78.935 |
+0.087 |
22,819 |
47,175 |
+3,663 |
Sep12 |
120501 |
79.025 |
79.275 |
79.025 |
79.275 |
+0.052 |
194 |
1,090 |
+168 |
Dec12 |
120501 |
79.705 |
79.705 |
79.705 |
79.705 |
+0.053 |
|
|
|
Total Volume and Open Interest |
23,013 |
48,265 |
+3,831 |
Australian Dollar(CME) |
Jun12 |
120501 |
103.76 |
103.91 |
102.55 |
102.86 |
-0.82 |
132,686 |
153,522 |
+4,544 |
Sep12 |
120501 |
102.80 |
102.80 |
101.75 |
102.00 |
-0.77 |
142 |
549 |
-4 |
Dec12 |
120501 |
101.21 |
101.95 |
101.21 |
101.21 |
-0.74 |
0 |
14 |
+0 |
Total Volume and Open Interest |
132,828 |
154,087 |
+4,540 |
British Pound(CME) |
Jun12 |
120501 |
162.32 |
162.44 |
161.82 |
162.16 |
-0.13 |
107,041 |
187,408 |
+6,076 |
Sep12 |
120501 |
162.20 |
162.20 |
161.84 |
162.07 |
-0.12 |
119 |
204 |
+18 |
Dec12 |
120501 |
161.95 |
162.08 |
161.95 |
161.95 |
-0.13 |
0 |
44 |
+0 |
Total Volume and Open Interest |
107,160 |
187,658 |
+6,094 |
Canadian Dollar(CME) |
Jun12 |
120501 |
101.19 |
101.60 |
100.92 |
101.40 |
+0.23 |
82,806 |
151,707 |
+5,224 |
Sep12 |
120501 |
100.85 |
101.35 |
100.75 |
101.17 |
+0.23 |
352 |
2,680 |
-43 |
Dec12 |
120501 |
100.70 |
100.95 |
100.50 |
100.91 |
+0.24 |
36 |
4,209 |
+7 |
Mar13 |
120501 |
100.62 |
100.62 |
100.38 |
100.62 |
+0.24 |
1 |
211 |
+1 |
Total Volume and Open Interest |
83,200 |
159,073 |
+5,189 |
Japanese Yen(CME) |
Jun12 |
120501 |
125.31 |
125.61 |
124.57 |
124.72 |
-0.64 |
103,803 |
140,058 |
+613 |
Sep12 |
120501 |
125.44 |
125.67 |
124.86 |
124.86 |
-0.64 |
64 |
449 |
+8 |
Dec12 |
120501 |
125.09 |
125.70 |
125.06 |
125.06 |
-0.64 |
1 |
100 |
+0 |
Total Volume and Open Interest |
103,868 |
140,620 |
+621 |
Swiss Franc(CME) |
Jun12 |
120501 |
110.26 |
110.65 |
109.95 |
110.15 |
-0.12 |
40,724 |
42,054 |
+1,212 |
Sep12 |
120501 |
110.26 |
110.44 |
110.26 |
110.32 |
-0.12 |
30 |
190 |
-21 |
Dec12 |
120501 |
110.50 |
110.61 |
110.50 |
110.50 |
-0.11 |
0 |
3 |
+0 |
Total Volume and Open Interest |
40,754 |
42,249 |
+1,191 |
EuroFX(CME) |
Jun12 |
120501 |
132.43 |
132.87 |
132.07 |
132.32 |
-0.10 |
224,478 |
284,690 |
+1,682 |
Sep12 |
120501 |
132.56 |
132.84 |
132.17 |
132.42 |
-0.10 |
150 |
1,275 |
-19 |
Dec12 |
120501 |
133.00 |
133.00 |
132.35 |
132.56 |
-0.11 |
7 |
158 |
+3 |
Total Volume and Open Interest |
224,635 |
286,136 |
+1,666 |
Mexican Peso(CME) |
May12 |
120501 |
774.5 |
774.5 |
765.8 |
774.5 |
+8.8 |
|
|
|
Jun12 |
120501 |
764.8 |
773.0 |
763.5 |
772.5 |
+8.8 |
58,778 |
155,431 |
-5,419 |
Total Volume and Open Interest |
58,778 |
155,863 |
-5,419 |
Brazilian Real(CME) |
Jun12 |
120501 |
522.25 |
522.25 |
521.95 |
522.25 |
+0.30 |
264 |
5,360 |
+223 |
Jul12 |
120501 |
519.30 |
519.30 |
519.30 |
519.30 |
unch |
|
|
|
Aug12 |
120501 |
516.40 |
516.40 |
516.25 |
516.40 |
+0.15 |
|
|
|
Sep12 |
120501 |
513.45 |
513.45 |
513.15 |
513.45 |
+0.30 |
|
|
|
Total Volume and Open Interest |
455 |
20,585 |
+32 |
30-Year T-Bonds(CBOT) |
Jun12 |
120501 |
142~240 |
143~060 |
142~010 |
142~030 |
-0~250 |
228,057 |
582,992 |
-1,926 |
Sep12 |
120501 |
142~030 |
142~130 |
141~100 |
141~100 |
-0~260 |
258 |
1,199 |
+111 |
Dec12 |
120501 |
141~150 |
142~090 |
141~150 |
141~150 |
-0~260 |
6 |
39 |
+2 |
Total Volume and Open Interest |
228,321 |
584,230 |
-1,813 |
10-Year T-Notes(CBOT) |
Jun12 |
120501 |
132~075 |
132~130 |
131~295 |
131~310 |
-0~100 |
1,017,218 |
1,865,783 |
+10,384 |
Sep12 |
120501 |
131~035 |
131~080 |
130~270 |
130~270 |
-0~105 |
2,806 |
18,104 |
+1,488 |
Dec12 |
120501 |
130~000 |
130~105 |
130~000 |
130~000 |
-0~105 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,020,024 |
1,883,888 |
+11,872 |
5-Year T-Notes(CBOT) |
Jun12 |
120501 |
123~102 |
123~111 |
123~086 |
123~088 |
-0~014 |
390,440 |
1,353,136 |
+10,968 |
Sep12 |
120501 |
123~054 |
123~054 |
123~036 |
123~038 |
-0~016 |
2,496 |
15,591 |
+1,770 |
Dec12 |
120501 |
122~062 |
122~078 |
122~062 |
122~062 |
-0~016 |
|
|
|
Total Volume and Open Interest |
392,936 |
1,368,727 |
+12,738 |
2 Year T-Notes(CBOT) |
Jun12 |
120501 |
110~036 |
110~036 |
110~031 |
110~033 |
-0~002 |
123,601 |
949,160 |
+7,406 |
Sep12 |
120501 |
110~020 |
110~020 |
110~018 |
110~018 |
-0~002 |
193 |
3,758 |
+4 |
Dec12 |
120501 |
109~084 |
109~086 |
109~084 |
109~084 |
-0~002 |
|
|
|
Total Volume and Open Interest |
123,794 |
952,918 |
+7,410 |
Eurodollars(CME) |
Jun12 |
120501 |
99.525 |
99.530 |
99.520 |
99.525 |
unch |
83,764 |
995,696 |
+6,281 |
Sep12 |
120501 |
99.500 |
99.510 |
99.500 |
99.505 |
+0.005 |
112,265 |
908,322 |
+10,543 |
Dec12 |
120501 |
99.485 |
99.495 |
99.480 |
99.490 |
+0.010 |
106,938 |
982,196 |
+4,128 |
Mar13 |
120501 |
99.475 |
99.485 |
99.465 |
99.480 |
+0.010 |
110,839 |
700,426 |
-13,433 |
Jun13 |
120501 |
99.450 |
99.460 |
99.440 |
99.455 |
+0.010 |
127,759 |
669,914 |
+5,092 |
Sep13 |
120501 |
99.420 |
99.430 |
99.410 |
99.420 |
+0.005 |
143,747 |
649,274 |
-5,152 |
Dec13 |
120501 |
99.370 |
99.385 |
99.360 |
99.365 |
unch |
119,203 |
642,711 |
+546 |
Mar14 |
120501 |
99.310 |
99.325 |
99.295 |
99.300 |
-0.005 |
114,997 |
603,664 |
+5,654 |
Jun14 |
120501 |
99.215 |
99.235 |
99.190 |
99.200 |
-0.010 |
83,425 |
471,716 |
+11,323 |
Sep14 |
120501 |
99.100 |
99.120 |
99.070 |
99.080 |
-0.015 |
67,276 |
383,206 |
-503 |
Dec14 |
120501 |
98.950 |
98.970 |
98.915 |
98.930 |
-0.015 |
73,616 |
334,208 |
-203 |
Mar15 |
120501 |
98.800 |
98.820 |
98.765 |
98.775 |
-0.020 |
56,293 |
252,030 |
-159 |
Jun15 |
120501 |
0.326 |
0.351 |
0.286 |
0.301 |
-0.020 |
48,867 |
266,911 |
+3,096 |
Sep15 |
120501 |
0.156 |
0.186 |
0.116 |
0.131 |
-0.025 |
37,693 |
192,083 |
+5,744 |
Dec15 |
120501 |
6.540 |
0.016 |
6.500 |
6.515 |
-0.025 |
30,409 |
177,118 |
+733 |
Mar16 |
120501 |
6.395 |
6.425 |
6.350 |
6.365 |
-0.030 |
18,679 |
102,881 |
+1,674 |
Jun16 |
120501 |
6.230 |
6.265 |
6.190 |
6.200 |
-0.035 |
12,853 |
105,976 |
+1,496 |
Sep16 |
120501 |
6.080 |
6.110 |
6.030 |
6.040 |
-0.035 |
12,590 |
82,628 |
+317 |
Total Volume and Open Interest |
1,384,001 |
8,795,231 |
+37,975 |
30 Day Federal Funds(CBOT) |
May12 |
120501 |
99.863 |
99.865 |
99.857 |
99.863 |
-0.002 |
606 |
52,692 |
-280 |
Jun12 |
120501 |
99.865 |
99.865 |
99.855 |
99.860 |
-0.005 |
290 |
37,770 |
-120 |
Jul12 |
120501 |
99.860 |
99.860 |
99.850 |
99.855 |
unch |
4,008 |
42,035 |
-1,497 |
Aug12 |
120501 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
3,288 |
36,071 |
+1,816 |
Sep12 |
120501 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
361 |
30,160 |
+225 |
Oct12 |
120501 |
99.850 |
99.850 |
99.840 |
99.845 |
-0.005 |
252 |
47,958 |
+106 |
Total Volume and Open Interest |
12,325 |
528,259 |
+1,641 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120501 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
516 |
+258 |
Sep12 |
120501 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
120501 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120501 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
120501 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep13 |
120501 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec13 |
120501 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar14 |
120501 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun14 |
120501 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep14 |
120501 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
516 |
+258 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120501 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,547 |
+0 |
Sep12 |
120501 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
797 |
+0 |
Dec12 |
120501 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
519 |
+0 |
Mar13 |
120501 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
181 |
+0 |
Jun13 |
120501 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
217 |
+0 |
Sep13 |
120501 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
325 |
+0 |
Dec13 |
120501 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120501 |
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 |
120501 |
143.07 |
143.18 |
143.02 |
143.12 |
-0.03 |
1,855 |
22,068 |
+21 |
Sep12 |
120501 |
142.80 |
142.80 |
142.80 |
142.80 |
+0.11 |
0 |
6 |
+0 |
Dec12 |
120501 |
141.67 |
141.67 |
141.67 |
141.67 |
+0.11 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,855 |
22,078 |
+21 |
Euro-Bund(EUREX) |
Jun12 |
120430 |
140.70 |
141.21 |
140.59 |
141.09 |
+0.39 |
800,936 |
922,342 |
+18,933 |
Sep12 |
120430 |
139.36 |
139.83 |
139.30 |
139.75 |
+0.40 |
2,371 |
12,508 |
+1,596 |
Dec12 |
120430 |
139.59 |
139.59 |
139.59 |
139.59 |
+0.39 |
27 |
0 |
+0 |
Total Volume and Open Interest |
803,334 |
934,850 |
+20,529 |
Euro-Bobl(EUREX) |
Jun12 |
120430 |
125.06 |
125.35 |
125.02 |
125.30 |
+0.21 |
429,412 |
796,931 |
-1,206 |
Sep12 |
120430 |
125.53 |
125.53 |
125.53 |
125.53 |
+0.23 |
3,531 |
6,162 |
+3,528 |
Dec12 |
120430 |
125.25 |
125.25 |
125.25 |
125.25 |
+0.21 |
|
|
|
Total Volume and Open Interest |
432,943 |
803,093 |
+2,322 |
3-Mth Euribor(EUREX) |
Jun12 |
120430 |
99.405 |
99.405 |
99.405 |
99.405 |
+0.025 |
0 |
1,477 |
+0 |
Sep12 |
120430 |
99.445 |
99.445 |
99.445 |
99.445 |
+0.040 |
0 |
1,234 |
+0 |
Dec12 |
120430 |
99.430 |
99.440 |
99.430 |
99.435 |
+0.045 |
150 |
1,240 |
-99 |
Total Volume and Open Interest |
471 |
5,909 |
+206 |
Long Gilt(LIFFE) |
Jun12 |
120501 |
115~29 |
116~07 |
115~19 |
115~22 |
+0~03 |
90,413 |
304,059 |
-1,538 |
Sep12 |
120501 |
114~30 |
114~30 |
114~23 |
114~23 |
+0~03 |
0 |
24 |
+0 |
Total Volume and Open Interest |
90,413 |
304,083 |
-1,538 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120501 |
99.00 |
99.01 |
98.99 |
99.00 |
unch |
55,075 |
230,883 |
-11,470 |
Sep12 |
120501 |
98.96 |
98.98 |
98.96 |
98.97 |
+0.01 |
102,443 |
296,700 |
+1,880 |
Dec12 |
120501 |
98.93 |
98.95 |
98.92 |
98.94 |
+0.01 |
120,623 |
263,340 |
+4,825 |
Mar13 |
120501 |
98.91 |
98.93 |
98.89 |
98.91 |
+0.01 |
105,956 |
240,872 |
+1,249 |
Jun13 |
120501 |
98.86 |
98.89 |
98.85 |
98.86 |
unch |
140,563 |
249,084 |
+4,783 |
Sep13 |
120501 |
98.81 |
98.84 |
98.79 |
98.80 |
unch |
100,001 |
226,784 |
-1,114 |
Total Volume and Open Interest |
831,113 |
2,207,900 |
+16,718 |
3-Mth Euribor(LIFFE) |
Jun12 |
120430 |
99.390 |
99.415 |
99.380 |
99.405 |
+0.025 |
103,392 |
547,128 |
-20,600 |
Sep12 |
120430 |
99.415 |
99.450 |
99.405 |
99.445 |
+0.040 |
130,908 |
515,921 |
-17,496 |
Dec12 |
120430 |
99.400 |
99.445 |
99.390 |
99.435 |
+0.045 |
112,570 |
431,191 |
+21,676 |
Total Volume and Open Interest |
774,162 |
3,341,304 |
+28,048 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120501 |
96.14 |
96.35 |
96.13 |
96.32 |
+0.18 |
21,312 |
160,976 |
-10,298 |
Sep12 |
120501 |
96.39 |
96.61 |
96.37 |
96.61 |
+0.22 |
22,587 |
150,889 |
-5,456 |
Dec12 |
120501 |
96.46 |
96.68 |
96.43 |
96.67 |
+0.21 |
17,816 |
115,829 |
-898 |
Mar13 |
120501 |
96.44 |
96.63 |
96.42 |
96.63 |
+0.19 |
9,010 |
71,228 |
+1,152 |
Jun13 |
120501 |
96.36 |
96.54 |
96.35 |
96.54 |
+0.18 |
5,103 |
59,857 |
+400 |
Sep13 |
120501 |
96.28 |
96.47 |
96.28 |
96.47 |
+0.19 |
5,313 |
43,044 |
+529 |
Dec13 |
120501 |
96.20 |
96.40 |
96.20 |
96.40 |
+0.20 |
2,626 |
28,732 |
+579 |
Mar14 |
120501 |
96.16 |
96.33 |
96.14 |
96.33 |
+0.20 |
1,426 |
17,605 |
+783 |
Jun14 |
120501 |
96.10 |
96.27 |
96.10 |
96.26 |
+0.21 |
60 |
993 |
+1 |
Sep14 |
120501 |
96.08 |
96.19 |
96.08 |
96.19 |
+0.21 |
12 |
535 |
+2 |
Total Volume and Open Interest |
85,275 |
650,015 |
-13,196 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120501 |
96.38 |
96.53 |
96.38 |
96.51 |
+0.13 |
45,960 |
387,260 |
+2,731 |
Sep12 |
120501 |
96.51 |
96.51 |
96.51 |
96.51 |
+0.13 |
|
|
|
Total Volume and Open Interest |
45,960 |
387,260 |
+2,731 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120501 |
97.01 |
97.22 |
96.99 |
97.20 |
+0.19 |
145,917 |
423,950 |
+9,084 |
Sep12 |
120501 |
97.20 |
97.20 |
97.20 |
97.20 |
+0.19 |
|
|
|
Total Volume and Open Interest |
145,917 |
423,950 |
+9,084 |
Gold(CMX) |
Jun12 |
120501 |
1666.1 |
1672.3 |
1657.5 |
1662.4 |
-1.8 |
97,633 |
223,516 |
+4,242 |
Aug12 |
120501 |
1668.5 |
1674.3 |
1662.8 |
1664.7 |
-1.8 |
4,471 |
46,454 |
-462 |
Oct12 |
120501 |
1673.0 |
1674.4 |
1665.9 |
1666.8 |
-1.8 |
323 |
12,113 |
-35 |
Dec12 |
120501 |
1672.9 |
1678.6 |
1666.9 |
1668.9 |
-1.9 |
1,375 |
38,797 |
+380 |
Feb13 |
120501 |
1677.2 |
1677.2 |
1670.9 |
1670.9 |
-1.9 |
251 |
16,504 |
+20 |
Apr13 |
120501 |
1671.5 |
1680.4 |
1671.5 |
1673.0 |
-2.0 |
998 |
12,628 |
+496 |
Jun13 |
120501 |
1680.5 |
1680.5 |
1675.1 |
1675.1 |
-2.1 |
1,048 |
12,285 |
+842 |
Aug13 |
120501 |
1677.5 |
1677.5 |
1677.5 |
1677.5 |
-2.1 |
1,025 |
1,195 |
-35 |
Oct13 |
120501 |
1679.8 |
1679.8 |
1679.8 |
1679.8 |
-2.3 |
0 |
32 |
-14 |
Dec13 |
120501 |
1682.4 |
1682.4 |
1682.4 |
1682.4 |
-2.4 |
404 |
8,471 |
+240 |
Feb14 |
120501 |
1685.5 |
1685.5 |
1685.5 |
1685.5 |
-2.4 |
0 |
6 |
+0 |
Total Volume and Open Interest |
108,009 |
411,418 |
+5,774 |
Silver(CMX) |
May12 |
120501 |
3104.5 |
3128.0 |
3076.5 |
3087.7 |
-8.2 |
22,059 |
2,592 |
-6,434 |
Jul12 |
120501 |
3098.0 |
3136.5 |
3079.0 |
3093.0 |
-8.6 |
36,734 |
59,965 |
+4,544 |
Sep12 |
120501 |
3120.0 |
3134.0 |
3086.0 |
3099.0 |
-8.6 |
484 |
7,169 |
+49 |
Dec12 |
120501 |
3121.0 |
3135.0 |
3095.0 |
3105.8 |
-8.7 |
532 |
18,086 |
+95 |
Mar13 |
120501 |
3108.5 |
3142.5 |
3108.5 |
3108.6 |
-8.7 |
91 |
2,685 |
-2 |
May13 |
120501 |
3102.0 |
3109.8 |
3102.0 |
3109.8 |
-8.7 |
184 |
1,661 |
+62 |
Jul13 |
120501 |
3109.7 |
3109.7 |
3109.7 |
3109.7 |
-8.7 |
83 |
3,039 |
+21 |
Total Volume and Open Interest |
60,896 |
112,127 |
-1,601 |
Platinum(NYMEX) |
Jul12 |
120501 |
1567.6 |
1578.6 |
1560.4 |
1572.3 |
+0.4 |
4,421 |
38,823 |
+59 |
Oct12 |
120501 |
1572.0 |
1579.0 |
1568.0 |
1576.0 |
+0.1 |
59 |
2,033 |
+50 |
Jan13 |
120501 |
1578.3 |
1578.3 |
1578.2 |
1578.2 |
+0.1 |
1 |
144 |
+0 |
Apr13 |
120501 |
1578.2 |
1578.2 |
1578.2 |
1578.2 |
+0.1 |
|
|
|
Total Volume and Open Interest |
4,481 |
41,004 |
+109 |
Palladium(NYMEX) |
Jun12 |
120501 |
677.80 |
686.20 |
675.90 |
681.05 |
-1.30 |
3,672 |
18,980 |
-491 |
Sep12 |
120501 |
683.85 |
686.25 |
681.90 |
682.90 |
-1.30 |
821 |
2,452 |
+505 |
Dec12 |
120501 |
684.25 |
684.25 |
684.25 |
684.25 |
-1.30 |
1 |
40 |
-1 |
Total Volume and Open Interest |
4,495 |
21,474 |
+12 |
Copper(CMX) |
May12 |
120501 |
384.15 |
385.50 |
381.70 |
384.00 |
+0.65 |
24,057 |
7,324 |
-6,410 |
Jul12 |
120501 |
383.70 |
385.55 |
381.20 |
384.35 |
+1.40 |
58,391 |
82,531 |
+7,420 |
Sep12 |
120501 |
382.40 |
385.15 |
380.80 |
384.70 |
+2.15 |
7,970 |
29,489 |
-2,933 |
Dec12 |
120501 |
382.70 |
385.30 |
380.85 |
385.25 |
+2.55 |
2,930 |
17,290 |
+2,210 |
Mar13 |
120501 |
383.40 |
385.70 |
383.40 |
385.70 |
+2.95 |
454 |
3,475 |
+441 |
Total Volume and Open Interest |
94,869 |
153,198 |
+1,187 |
DJIA Index(CBOT) |
Jun12 |
120501 |
13175 |
13280 |
13135 |
13218 |
+63 |
225 |
11,526 |
+83 |
Sep12 |
120501 |
13148 |
13148 |
13085 |
13148 |
+63 |
0 |
2 |
+0 |
Dec12 |
120501 |
13067 |
13067 |
13004 |
13067 |
+63 |
0 |
1 |
+0 |
Mar13 |
120501 |
13000 |
13000 |
12937 |
13000 |
+63 |
|
|
|
Total Volume and Open Interest |
225 |
11,529 |
+83 |
E-mini DJIA Index(CBOT) |
Jun12 |
120501 |
13166 |
13284 |
13105 |
13218 |
+63 |
112,035 |
108,693 |
-924 |
Sep12 |
120501 |
13122 |
13198 |
13122 |
13148 |
+63 |
4 |
186 |
+0 |
Dec12 |
120501 |
13107 |
13107 |
13067 |
13067 |
+63 |
0 |
35 |
+0 |
Mar13 |
120501 |
13000 |
13000 |
13000 |
13000 |
+63 |
2 |
0 |
+0 |
Total Volume and Open Interest |
112,041 |
108,914 |
-924 |
S & P 500(CME) |
Jun12 |
120501 |
1394.30 |
1411.50 |
1391.60 |
1400.40 |
+6.80 |
8,870 |
233,961 |
-2,291 |
Sep12 |
120501 |
1395.50 |
1405.20 |
1385.70 |
1394.00 |
+6.80 |
4 |
2,417 |
-21 |
Dec12 |
120501 |
1387.50 |
1398.60 |
1379.10 |
1387.50 |
+6.90 |
0 |
3,656 |
-1 |
Mar13 |
120501 |
1381.00 |
1392.60 |
1373.10 |
1381.00 |
+6.40 |
|
|
|
Total Volume and Open Interest |
8,874 |
240,034 |
-2,313 |
S & P 500 E-Mini(Globex) |
Jun12 |
120501 |
1394.25 |
1411.50 |
1391.25 |
1400.50 |
+7.00 |
1,616,584 |
2,844,782 |
-7,835 |
Sep12 |
120501 |
1389.00 |
1405.00 |
1385.00 |
1394.00 |
+6.75 |
2,317 |
28,177 |
+1,233 |
Total Volume and Open Interest |
1,618,930 |
2,876,698 |
-6,556 |
NASDAQ 100(CME) |
Jun12 |
120501 |
2719.30 |
2752.50 |
2711.00 |
2718.50 |
-0.80 |
346 |
16,379 |
+14 |
Sep12 |
120501 |
2712.80 |
2740.00 |
2712.80 |
2712.80 |
-0.70 |
0 |
1 |
+0 |
Dec12 |
120501 |
2706.00 |
2706.80 |
2706.00 |
2706.00 |
-0.80 |
|
|
|
Total Volume and Open Interest |
346 |
16,380 |
+14 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120501 |
2719.50 |
2753.00 |
2710.50 |
2718.50 |
-0.80 |
211,998 |
410,098 |
-994 |
Sep12 |
120501 |
2714.30 |
2742.50 |
2712.80 |
2712.80 |
-0.70 |
66 |
736 |
+14 |
Total Volume and Open Interest |
212,066 |
410,861 |
-980 |
S & P Midcap 400(CME) |
Jun12 |
120501 |
991.00 |
1003.00 |
988.00 |
991.00 |
+1.40 |
0 |
1,918 |
+0 |
Sep12 |
120501 |
988.00 |
988.00 |
986.60 |
988.00 |
+1.40 |
|
|
|
Dec12 |
120501 |
986.00 |
986.00 |
984.60 |
986.00 |
+1.40 |
|
|
|
Total Volume and Open Interest |
0 |
1,918 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120501 |
9470 |
9480 |
9305 |
9390 |
-85 |
4,562 |
62,706 |
+20,457 |
Sep12 |
120501 |
9405 |
9490 |
9405 |
9405 |
-85 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,562 |
62,707 |
+20,457 |
Nikkei 225(SGX) |
Jun12 |
120501 |
9525 |
9530 |
9330 |
9330 |
-145 |
82,129 |
230,708 |
+2,476 |
Sep12 |
120501 |
9320 |
9320 |
9320 |
9320 |
-150 |
52 |
7,915 |
+3 |
Dec12 |
120501 |
9265 |
9265 |
9265 |
9265 |
-145 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
82,242 |
249,756 |
+2,497 |
CAC 40(EURONEXT) |
May12 |
120430 |
3212.5 |
3231.5 |
3152.0 |
3160.5 |
-52.5 |
129,901 |
383,649 |
-12,974 |
Jun12 |
120430 |
3191.5 |
3200.0 |
3126.5 |
3132.0 |
-52.5 |
307 |
30,054 |
-630 |
Jul12 |
120430 |
3123.5 |
3123.5 |
3123.5 |
3123.5 |
-53.0 |
|
|
|
Total Volume and Open Interest |
130,208 |
413,826 |
-13,604 |
Hang Seng Index(HKFE) |
May12 |
120430 |
20660 |
20984 |
20655 |
20940 |
+390 |
55,027 |
83,338 |
+20,338 |
Jun12 |
120430 |
20450 |
20789 |
20450 |
20750 |
+354 |
423 |
6,081 |
-54 |
Total Volume and Open Interest |
140,180 |
113,406 |
-8,171 |
DAX(EUREX) |
Jun12 |
120430 |
6824.0 |
6856.0 |
6754.5 |
6775.0 |
-28.0 |
139,694 |
176,194 |
+1,154 |
Sep12 |
120430 |
6830.0 |
6858.5 |
6765.5 |
6781.0 |
-29.0 |
210 |
3,441 |
+1 |
Dec12 |
120430 |
6865.5 |
6865.5 |
6789.0 |
6789.0 |
-27.5 |
8 |
400 |
+1 |
Total Volume and Open Interest |
139,912 |
180,035 |
+1,156 |
FT-SE 100(EURONEXT) |
Jun12 |
120501 |
5716.00 |
5785.00 |
5699.00 |
5778.50 |
+63.50 |
98,924 |
547,978 |
-2,434 |
Sep12 |
120501 |
5700.00 |
5740.00 |
5700.00 |
5737.50 |
+63.50 |
2 |
2,532 |
+0 |
Dec12 |
120501 |
5716.50 |
5716.50 |
5716.50 |
5716.50 |
+63.50 |
0 |
284 |
+0 |
Total Volume and Open Interest |
98,926 |
550,794 |
-2,434 |
SPI 200(SFE) |
Jun12 |
120501 |
4397.0 |
4448.0 |
4377.0 |
4419.0 |
+22.0 |
20,029 |
202,301 |
-2,883 |
Sep12 |
120501 |
4347.0 |
4410.0 |
4347.0 |
4387.0 |
+22.0 |
89 |
2,278 |
+41 |
Dec12 |
120501 |
4388.0 |
4388.0 |
4388.0 |
4388.0 |
+22.0 |
53 |
2,090 |
+1 |
Total Volume and Open Interest |
20,221 |
207,977 |
-2,841 |
GSCI(CME) |
May12 |
120501 |
688.00 |
688.50 |
683.00 |
688.00 |
+2.00 |
152 |
8,736 |
-24 |
Jun12 |
120501 |
688.95 |
689.50 |
684.00 |
688.95 |
+1.95 |
0 |
2 |
+0 |
Jul12 |
120501 |
684.50 |
684.75 |
680.00 |
684.50 |
+2.00 |
|
|
|
Total Volume and Open Interest |
152 |
8,738 |
-24 |
Reuters CCI(ICE) |
Jun12 |
120501 |
307.90 |
307.90 |
307.90 |
307.90 |
+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. |
|
|