|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed May 02, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120502 |
1494.75 |
1508.25 |
1478.00 |
1480.00 |
-17.75 |
18,637 |
7,892 |
-5,525 |
Jul12 |
120502 |
1501.00 |
1512.50 |
1481.00 |
1485.00 |
-18.50 |
98,009 |
328,220 |
+505 |
Aug12 |
120502 |
1484.75 |
1492.00 |
1458.75 |
1465.75 |
-21.00 |
6,426 |
36,982 |
+1,320 |
Sep12 |
120502 |
1428.50 |
1434.50 |
1403.75 |
1409.75 |
-22.75 |
2,699 |
15,739 |
-27 |
Nov12 |
120502 |
1389.50 |
1394.50 |
1362.50 |
1368.25 |
-24.25 |
42,898 |
229,898 |
-70 |
Jan13 |
120502 |
1383.00 |
1386.75 |
1355.25 |
1361.00 |
-25.00 |
6,116 |
48,381 |
+1,024 |
Mar13 |
120502 |
1360.75 |
1362.25 |
1330.00 |
1332.50 |
-29.50 |
4,922 |
60,830 |
+59 |
May13 |
120502 |
1338.00 |
1344.00 |
1316.50 |
1316.50 |
-27.50 |
2,524 |
26,242 |
+952 |
Jul13 |
120502 |
1342.50 |
1343.25 |
1311.50 |
1316.00 |
-27.00 |
2,847 |
28,704 |
+190 |
Aug13 |
120502 |
1289.25 |
1309.25 |
1289.25 |
1289.25 |
-20.00 |
0 |
150 |
+0 |
Sep13 |
120502 |
1279.25 |
1279.25 |
1254.00 |
1254.00 |
-24.00 |
0 |
228 |
+0 |
Nov13 |
120502 |
1248.75 |
1248.75 |
1220.00 |
1223.00 |
-24.25 |
435 |
12,202 |
+113 |
Jan14 |
120502 |
1227.50 |
1251.00 |
1227.50 |
1227.50 |
-23.50 |
0 |
158 |
+0 |
Mar14 |
120502 |
1226.50 |
1250.75 |
1226.50 |
1226.50 |
-24.25 |
0 |
3 |
+0 |
Total Volume and Open Interest |
185,513 |
796,159 |
-1,459 |
Soybean Meal(CBOT) |
May12 |
120502 |
432.60 |
436.40 |
427.20 |
428.50 |
-4.00 |
9,027 |
6,534 |
-2,551 |
Jul12 |
120502 |
434.10 |
437.60 |
428.30 |
429.70 |
-4.50 |
46,300 |
137,474 |
+574 |
Aug12 |
120502 |
428.30 |
429.70 |
419.90 |
421.20 |
-7.50 |
6,551 |
18,665 |
+1,661 |
Sep12 |
120502 |
410.50 |
410.50 |
400.40 |
402.50 |
-7.50 |
1,705 |
12,169 |
+34 |
Oct12 |
120502 |
390.50 |
390.50 |
382.50 |
384.70 |
-5.20 |
941 |
8,391 |
+433 |
Dec12 |
120502 |
387.00 |
388.00 |
377.80 |
381.20 |
-6.30 |
9,234 |
41,640 |
+449 |
Jan13 |
120502 |
376.90 |
380.30 |
372.00 |
372.80 |
-7.50 |
1,062 |
5,257 |
+362 |
Mar13 |
120502 |
368.40 |
368.90 |
358.00 |
359.70 |
-9.20 |
686 |
7,740 |
+89 |
May13 |
120502 |
356.70 |
360.10 |
351.70 |
351.70 |
-8.40 |
605 |
5,059 |
-175 |
Jul13 |
120502 |
356.30 |
359.30 |
347.60 |
350.20 |
-9.10 |
240 |
5,154 |
+135 |
Total Volume and Open Interest |
76,481 |
252,775 |
+934 |
Soybean Oil(CBOT) |
May12 |
120502 |
54.57 |
55.08 |
54.26 |
54.33 |
-0.19 |
18,602 |
7,267 |
-3,254 |
Jul12 |
120502 |
55.01 |
55.49 |
54.61 |
54.71 |
-0.20 |
65,179 |
194,243 |
-367 |
Aug12 |
120502 |
55.16 |
55.68 |
54.75 |
54.91 |
-0.19 |
5,766 |
25,660 |
+540 |
Sep12 |
120502 |
55.41 |
55.85 |
55.00 |
55.10 |
-0.18 |
3,845 |
18,423 |
+552 |
Oct12 |
120502 |
55.73 |
55.92 |
55.18 |
55.22 |
-0.19 |
1,047 |
10,303 |
+333 |
Dec12 |
120502 |
55.78 |
56.27 |
55.41 |
55.52 |
-0.19 |
15,061 |
75,413 |
-53 |
Jan13 |
120502 |
56.19 |
56.45 |
55.69 |
55.74 |
-0.19 |
1,321 |
3,624 |
+399 |
Mar13 |
120502 |
56.21 |
56.67 |
55.77 |
55.88 |
-0.20 |
497 |
13,938 |
-206 |
May13 |
120502 |
56.34 |
56.67 |
55.93 |
55.98 |
-0.20 |
210 |
5,230 |
-21 |
Jul13 |
120502 |
56.36 |
56.79 |
55.94 |
56.07 |
-0.18 |
146 |
4,874 |
-19 |
Total Volume and Open Interest |
111,920 |
364,848 |
-2,203 |
Canola(WCE) |
May12 |
120502 |
651.8 |
651.8 |
631.5 |
631.5 |
-7.2 |
770 |
70 |
-691 |
Jul12 |
120502 |
632.1 |
635.6 |
626.0 |
626.5 |
-5.6 |
6,460 |
97,086 |
-415 |
Nov12 |
120502 |
584.0 |
588.3 |
579.7 |
583.7 |
-0.3 |
5,376 |
110,201 |
+1,611 |
Jan13 |
120502 |
586.9 |
592.2 |
585.0 |
587.8 |
-0.9 |
241 |
18,169 |
-36 |
Mar13 |
120502 |
589.7 |
596.3 |
589.2 |
591.8 |
-1.0 |
168 |
8,322 |
-3 |
Total Volume and Open Interest |
13,165 |
240,731 |
+592 |
Corn(CBOT) |
May12 |
120502 |
659.00 |
659.00 |
640.25 |
642.25 |
-17.50 |
27,347 |
18,665 |
-8,607 |
Jul12 |
120502 |
627.75 |
629.00 |
610.00 |
611.50 |
-17.50 |
134,365 |
541,598 |
-4,328 |
Sep12 |
120502 |
550.00 |
551.50 |
536.50 |
539.25 |
-11.00 |
36,303 |
180,768 |
-3,474 |
Dec12 |
120502 |
538.50 |
540.00 |
528.25 |
531.00 |
-7.75 |
49,811 |
369,639 |
+533 |
Mar13 |
120502 |
549.75 |
551.50 |
540.00 |
542.75 |
-7.25 |
2,345 |
54,990 |
+30 |
May13 |
120502 |
555.75 |
558.25 |
550.50 |
551.00 |
-7.25 |
1,209 |
11,302 |
+180 |
Jul13 |
120502 |
566.75 |
566.75 |
556.50 |
559.00 |
-6.75 |
2,607 |
18,031 |
+653 |
Sep13 |
120502 |
543.25 |
548.25 |
543.00 |
544.00 |
-4.25 |
29 |
1,557 |
+4 |
Dec13 |
120502 |
541.50 |
542.25 |
535.25 |
538.00 |
-4.25 |
986 |
30,631 |
+438 |
Mar14 |
120502 |
550.25 |
553.50 |
547.50 |
549.50 |
-4.00 |
3 |
563 |
+0 |
Total Volume and Open Interest |
255,013 |
1,231,669 |
-14,563 |
Wheat(CBOT) |
May12 |
120502 |
629.50 |
633.75 |
607.00 |
607.00 |
-26.75 |
3,904 |
5,175 |
-1,139 |
Jul12 |
120502 |
640.50 |
641.75 |
611.75 |
614.50 |
-28.50 |
59,535 |
235,379 |
-3,381 |
Sep12 |
120502 |
655.25 |
655.25 |
627.50 |
630.25 |
-27.50 |
13,368 |
64,699 |
-1,252 |
Dec12 |
120502 |
677.75 |
679.75 |
651.25 |
653.75 |
-26.00 |
14,439 |
96,865 |
+371 |
Mar13 |
120502 |
694.25 |
700.75 |
675.50 |
677.75 |
-23.00 |
2,290 |
10,668 |
-1,112 |
May13 |
120502 |
697.75 |
711.00 |
684.25 |
686.75 |
-24.25 |
942 |
5,304 |
-17 |
Total Volume and Open Interest |
95,676 |
429,873 |
-6,476 |
Wheat(KCBT) |
May12 |
120502 |
632.75 |
633.00 |
618.25 |
618.25 |
-27.25 |
3,010 |
1,292 |
-2,177 |
Jul12 |
120502 |
653.75 |
654.25 |
627.00 |
630.50 |
-26.50 |
14,415 |
81,335 |
+2,194 |
Sep12 |
120502 |
669.00 |
669.00 |
642.75 |
646.25 |
-26.25 |
1,327 |
22,089 |
+52 |
Dec12 |
120502 |
691.25 |
691.25 |
666.50 |
669.75 |
-25.50 |
3,115 |
23,628 |
+223 |
Mar13 |
120502 |
704.50 |
704.50 |
682.00 |
686.00 |
-24.75 |
293 |
4,977 |
-136 |
May13 |
120502 |
700.00 |
701.00 |
692.25 |
696.25 |
-23.75 |
119 |
3,270 |
+180 |
Total Volume and Open Interest |
22,300 |
137,590 |
+341 |
Wheat(MGE) |
May12 |
120502 |
760.50 |
760.50 |
744.50 |
744.50 |
-22.50 |
603 |
263 |
-529 |
Jul12 |
120502 |
775.00 |
775.00 |
750.00 |
751.00 |
-23.25 |
1,137 |
16,444 |
+27 |
Sep12 |
120502 |
771.75 |
771.75 |
749.00 |
750.75 |
-24.00 |
300 |
10,819 |
-55 |
Dec12 |
120502 |
774.00 |
774.00 |
754.00 |
755.25 |
-22.50 |
167 |
8,703 |
-16 |
Mar13 |
120502 |
778.00 |
778.00 |
761.00 |
762.50 |
-19.50 |
33 |
953 |
+10 |
Total Volume and Open Interest |
2,241 |
37,262 |
-562 |
Oats(CBOT) |
May12 |
120502 |
335.75 |
338.25 |
330.25 |
330.25 |
-6.00 |
188 |
151 |
-111 |
Jul12 |
120502 |
346.25 |
346.50 |
336.75 |
337.25 |
-8.00 |
585 |
7,401 |
+92 |
Sep12 |
120502 |
341.25 |
347.75 |
341.25 |
341.25 |
-6.50 |
10 |
374 |
+4 |
Dec12 |
120502 |
352.50 |
352.50 |
347.50 |
347.50 |
-4.50 |
110 |
2,703 |
-44 |
Total Volume and Open Interest |
916 |
10,655 |
-41 |
Rough Rice(CBOT) |
May12 |
120502 |
14.60 |
14.76 |
14.60 |
14.60 |
-0.16 |
206 |
467 |
-680 |
Jul12 |
120502 |
15.00 |
15.12 |
14.84 |
14.85 |
-0.17 |
763 |
10,843 |
-180 |
Sep12 |
120502 |
15.25 |
15.25 |
15.08 |
15.08 |
-0.17 |
78 |
2,537 |
+16 |
Nov12 |
120502 |
15.46 |
15.47 |
15.32 |
15.32 |
-0.16 |
3 |
236 |
+2 |
Total Volume and Open Interest |
1,050 |
14,158 |
-842 |
Live Cattle(CME) |
Jun12 |
120502 |
113.635 |
114.080 |
112.400 |
112.885 |
-0.650 |
32,116 |
144,042 |
-3,269 |
Aug12 |
120502 |
116.385 |
116.680 |
115.250 |
115.800 |
-0.500 |
16,346 |
93,898 |
-262 |
Oct12 |
120502 |
121.650 |
122.035 |
120.980 |
121.430 |
-0.220 |
7,175 |
61,597 |
-2,421 |
Dec12 |
120502 |
124.600 |
124.950 |
124.050 |
124.830 |
+0.130 |
3,174 |
31,230 |
+52 |
Feb13 |
120502 |
126.830 |
126.900 |
125.800 |
126.650 |
-0.100 |
1,348 |
8,934 |
+24 |
Apr13 |
120502 |
127.850 |
128.100 |
127.035 |
128.075 |
+0.075 |
169 |
3,678 |
+39 |
Total Volume and Open Interest |
60,456 |
344,275 |
-6,161 |
Feeder Cattle(CME) |
May12 |
120502 |
150.185 |
150.650 |
149.600 |
149.985 |
-0.200 |
3,275 |
9,709 |
-440 |
Aug12 |
120502 |
154.235 |
155.075 |
153.825 |
154.235 |
+0.035 |
3,464 |
19,850 |
+433 |
Sep12 |
120502 |
155.900 |
156.285 |
155.130 |
155.575 |
+0.040 |
666 |
5,072 |
+64 |
Oct12 |
120502 |
156.750 |
157.200 |
156.235 |
156.685 |
+0.035 |
463 |
3,149 |
-25 |
Nov12 |
120502 |
158.130 |
158.450 |
157.400 |
157.630 |
-0.070 |
228 |
1,673 |
+27 |
Jan13 |
120502 |
158.400 |
158.450 |
157.500 |
157.800 |
-0.235 |
164 |
1,375 |
+89 |
Mar13 |
120502 |
157.500 |
157.500 |
157.500 |
157.500 |
unch |
2 |
67 |
+1 |
Total Volume and Open Interest |
8,264 |
40,897 |
+151 |
Lean Hogs(CME) |
May12 |
120502 |
82.700 |
83.250 |
80.885 |
81.285 |
-1.715 |
852 |
3,059 |
-151 |
Jun12 |
120502 |
86.050 |
86.385 |
84.180 |
84.450 |
-1.400 |
22,154 |
105,388 |
+532 |
Jul12 |
120502 |
86.800 |
87.150 |
85.080 |
85.300 |
-1.450 |
10,020 |
29,510 |
-1,112 |
Aug12 |
120502 |
87.785 |
88.000 |
86.000 |
86.135 |
-1.465 |
7,343 |
35,991 |
-164 |
Oct12 |
120502 |
80.550 |
80.885 |
79.200 |
79.300 |
-1.030 |
5,080 |
45,552 |
+789 |
Dec12 |
120502 |
78.385 |
78.750 |
77.250 |
77.535 |
-0.865 |
1,439 |
31,057 |
+71 |
Feb13 |
120502 |
80.035 |
80.350 |
78.930 |
79.050 |
-0.925 |
547 |
11,247 |
+36 |
Apr13 |
120502 |
82.100 |
82.135 |
80.800 |
80.900 |
-0.985 |
140 |
6,675 |
+15 |
Total Volume and Open Interest |
47,624 |
271,637 |
+22 |
Class III Milk(CME) |
May12 |
120502 |
15.30 |
15.39 |
15.06 |
15.13 |
-0.14 |
157 |
4,924 |
+19 |
Jun12 |
120502 |
14.76 |
14.98 |
14.51 |
14.59 |
-0.24 |
214 |
4,547 |
+6 |
Jul12 |
120502 |
15.23 |
15.30 |
14.80 |
14.84 |
-0.34 |
61 |
3,196 |
+1 |
Aug12 |
120502 |
15.65 |
15.70 |
15.35 |
15.35 |
-0.25 |
25 |
2,991 |
+2 |
Sep12 |
120502 |
15.98 |
16.03 |
15.78 |
15.84 |
-0.12 |
5 |
2,571 |
+4 |
Total Volume and Open Interest |
548 |
30,145 |
+88 |
Cocoa(ICE) |
May12 |
120502 |
2372 |
2372 |
2372 |
2372 |
+13 |
17 |
753 |
-33 |
Jul12 |
120502 |
2325 |
2354 |
2313 |
2342 |
+23 |
25,476 |
84,411 |
+1,688 |
Sep12 |
120502 |
2338 |
2363 |
2327 |
2353 |
+22 |
6,307 |
34,110 |
+2,034 |
Dec12 |
120502 |
2310 |
2365 |
2310 |
2357 |
+24 |
1,755 |
21,594 |
-34 |
Mar13 |
120502 |
2347 |
2369 |
2335 |
2360 |
+23 |
1,536 |
28,550 |
+52 |
May13 |
120502 |
2357 |
2373 |
2341 |
2364 |
+18 |
365 |
7,585 |
+238 |
Jul13 |
120502 |
2362 |
2370 |
2347 |
2369 |
+15 |
56 |
1,933 |
-7 |
Total Volume and Open Interest |
35,526 |
182,814 |
+3,942 |
Coffee "C"(ICE) |
May12 |
120502 |
182.90 |
182.90 |
181.30 |
181.30 |
-1.55 |
28 |
158 |
-12 |
Jul12 |
120502 |
183.70 |
185.40 |
181.25 |
182.75 |
-1.40 |
8,819 |
76,877 |
-854 |
Sep12 |
120502 |
185.40 |
187.50 |
183.60 |
185.15 |
-1.30 |
3,304 |
32,294 |
-32 |
Dec12 |
120502 |
188.90 |
191.10 |
187.65 |
188.85 |
-1.20 |
1,933 |
21,637 |
+492 |
Mar13 |
120502 |
191.00 |
195.00 |
191.00 |
192.70 |
-1.20 |
256 |
6,820 |
+17 |
May13 |
120502 |
195.40 |
197.00 |
194.75 |
195.10 |
-1.15 |
133 |
3,446 |
-47 |
Total Volume and Open Interest |
14,498 |
144,156 |
-426 |
Orange Juice(ICE) |
May12 |
120502 |
131.30 |
131.30 |
130.10 |
130.75 |
-1.25 |
916 |
446 |
-813 |
Jul12 |
120502 |
132.85 |
134.95 |
129.65 |
130.80 |
-2.05 |
1,599 |
13,089 |
+854 |
Sep12 |
120502 |
134.00 |
135.55 |
130.80 |
132.30 |
-0.90 |
154 |
1,791 |
+66 |
Nov12 |
120502 |
136.15 |
136.25 |
132.00 |
134.10 |
-0.50 |
87 |
3,521 |
+22 |
Jan13 |
120502 |
137.65 |
137.65 |
134.25 |
135.85 |
-0.45 |
119 |
551 |
+48 |
Mar13 |
120502 |
136.00 |
137.05 |
136.00 |
137.05 |
-0.20 |
106 |
681 |
+90 |
Total Volume and Open Interest |
2,981 |
20,083 |
+267 |
Sugar #11(ICE) |
Jul12 |
120502 |
21.02 |
21.10 |
20.50 |
20.55 |
-0.40 |
46,496 |
325,754 |
+1,745 |
Oct12 |
120502 |
21.39 |
21.51 |
20.96 |
20.99 |
-0.40 |
19,835 |
158,684 |
+206 |
Mar13 |
120502 |
22.25 |
22.36 |
21.81 |
21.84 |
-0.39 |
14,601 |
113,501 |
+769 |
May13 |
120502 |
22.28 |
22.34 |
21.84 |
21.87 |
-0.35 |
6,187 |
26,202 |
-263 |
Jul13 |
120502 |
22.26 |
22.26 |
21.86 |
21.89 |
-0.32 |
2,009 |
23,979 |
+535 |
Oct13 |
120502 |
22.31 |
22.31 |
22.08 |
22.09 |
-0.27 |
765 |
22,628 |
-99 |
Mar14 |
120502 |
22.60 |
22.60 |
22.40 |
22.43 |
-0.18 |
72 |
18,853 |
+28 |
May14 |
120502 |
22.27 |
22.27 |
22.15 |
22.17 |
-0.15 |
16 |
4,886 |
-9 |
Total Volume and Open Interest |
89,988 |
701,706 |
-15,587 |
London Cocoa(LCE) |
May12 |
120502 |
1520 |
1538 |
1515 |
1538 |
+23 |
1,910 |
27,222 |
-2,868 |
Jul12 |
120502 |
1555 |
1558 |
1535 |
1557 |
+22 |
6,607 |
63,486 |
-457 |
Sep12 |
120502 |
1530 |
1546 |
1518 |
1546 |
+25 |
981 |
26,599 |
+134 |
Dec12 |
120502 |
1506 |
1527 |
1502 |
1527 |
+22 |
945 |
29,021 |
-34 |
Mar13 |
120502 |
1484 |
1503 |
1482 |
1503 |
+24 |
1,315 |
33,243 |
-394 |
May13 |
120502 |
1483 |
1500 |
1483 |
1500 |
+23 |
637 |
9,564 |
-127 |
Jul13 |
120502 |
1477 |
1501 |
1477 |
1501 |
+22 |
46 |
4,484 |
+88 |
Total Volume and Open Interest |
12,500 |
198,360 |
-3,665 |
London Sugar(LCE) |
Aug12 |
120502 |
569.80 |
569.80 |
559.50 |
560.90 |
-9.90 |
3,420 |
31,606 |
+343 |
Oct12 |
120502 |
562.90 |
563.70 |
555.10 |
555.90 |
-8.90 |
1,399 |
12,370 |
+339 |
Dec12 |
120502 |
570.00 |
570.10 |
563.00 |
564.10 |
-7.60 |
358 |
4,962 |
+101 |
Mar13 |
120502 |
577.00 |
577.00 |
571.30 |
571.50 |
-6.30 |
249 |
6,425 |
+87 |
May13 |
120502 |
581.00 |
581.10 |
576.00 |
576.00 |
-5.80 |
102 |
725 |
+10 |
Total Volume and Open Interest |
5,566 |
56,796 |
+883 |
Cotton(ICE) |
May12 |
120502 |
87.46 |
87.46 |
87.46 |
87.46 |
-0.05 |
20 |
170 |
-3 |
Jul12 |
120502 |
89.51 |
89.94 |
88.85 |
89.51 |
-0.17 |
19,824 |
99,256 |
-1,572 |
Oct12 |
120502 |
88.41 |
89.58 |
88.41 |
89.03 |
-0.17 |
7 |
96 |
+2 |
Dec12 |
120502 |
86.88 |
87.18 |
85.96 |
86.58 |
-0.36 |
4,698 |
71,770 |
-546 |
Mar13 |
120502 |
87.85 |
88.13 |
87.10 |
88.02 |
+0.13 |
1,000 |
4,600 |
+182 |
May13 |
120502 |
87.77 |
89.18 |
87.77 |
89.17 |
+0.79 |
208 |
912 |
+124 |
Total Volume and Open Interest |
25,856 |
180,668 |
-1,814 |
Lumber(CME) |
May12 |
120502 |
288.0 |
289.7 |
284.6 |
286.9 |
-0.6 |
351 |
967 |
-68 |
Jul12 |
120502 |
284.5 |
286.4 |
280.7 |
284.5 |
+1.1 |
483 |
5,035 |
-5 |
Sep12 |
120502 |
291.5 |
293.5 |
288.6 |
290.6 |
-1.4 |
124 |
1,901 |
-32 |
Nov12 |
120502 |
289.9 |
290.8 |
285.8 |
287.5 |
-2.5 |
101 |
874 |
+37 |
Total Volume and Open Interest |
1,060 |
8,960 |
-67 |
Crude Oil(NYM) |
Jun12 |
120502 |
105.98 |
106.05 |
104.91 |
105.22 |
-0.94 |
211,453 |
277,597 |
-743 |
Jul12 |
120502 |
106.35 |
106.36 |
105.23 |
105.58 |
-0.92 |
52,890 |
172,538 |
+3,573 |
Aug12 |
120502 |
106.58 |
106.59 |
105.47 |
105.83 |
-0.91 |
26,355 |
98,785 |
+390 |
Sep12 |
120502 |
106.50 |
106.73 |
105.60 |
105.97 |
-0.89 |
22,148 |
100,112 |
+371 |
Oct12 |
120502 |
106.65 |
106.74 |
105.71 |
106.04 |
-0.88 |
7,620 |
50,374 |
+905 |
Nov12 |
120502 |
106.76 |
106.82 |
105.78 |
106.10 |
-0.88 |
6,960 |
40,414 |
+571 |
Dec12 |
120502 |
106.86 |
106.92 |
105.75 |
106.14 |
-0.88 |
36,776 |
187,804 |
+3,501 |
Jan13 |
120502 |
106.82 |
106.88 |
105.80 |
106.15 |
-0.89 |
3,921 |
46,750 |
-48 |
Feb13 |
120502 |
106.52 |
106.52 |
105.90 |
106.03 |
-0.89 |
2,371 |
26,255 |
+388 |
Mar13 |
120502 |
106.35 |
106.39 |
105.69 |
105.81 |
-0.88 |
3,077 |
33,095 |
-4 |
Apr13 |
120502 |
105.70 |
105.72 |
105.24 |
105.48 |
-0.87 |
1,051 |
16,923 |
+90 |
May13 |
120502 |
105.30 |
105.33 |
104.88 |
105.04 |
-0.87 |
1,594 |
15,314 |
+335 |
Jun13 |
120502 |
105.01 |
105.08 |
104.14 |
104.59 |
-0.88 |
6,038 |
69,893 |
-962 |
Jul13 |
120502 |
104.90 |
104.90 |
104.10 |
104.10 |
-0.88 |
263 |
14,687 |
+45 |
Aug13 |
120502 |
103.65 |
103.65 |
103.65 |
103.65 |
-0.85 |
1,030 |
10,060 |
+206 |
Sep13 |
120502 |
103.22 |
103.22 |
103.22 |
103.22 |
-0.84 |
259 |
23,202 |
+71 |
Total Volume and Open Interest |
412,374 |
1,579,183 |
+12,814 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
6,231 |
1,427 |
-119 |
Jun12 |
120502 |
105.975 |
106.050 |
104.925 |
105.225 |
-0.925 |
4,933 |
2,212 |
+16 |
Jul12 |
120502 |
106.275 |
106.350 |
105.275 |
105.575 |
-0.925 |
120 |
227 |
+11 |
Aug12 |
120502 |
106.350 |
106.400 |
105.750 |
105.825 |
-0.925 |
6 |
75 |
+1 |
Sep12 |
120502 |
105.975 |
105.975 |
105.975 |
105.975 |
-0.875 |
1 |
34 |
+0 |
Oct12 |
120502 |
105.950 |
106.050 |
105.950 |
106.050 |
-0.875 |
1 |
20 |
+0 |
Nov12 |
120502 |
106.100 |
106.100 |
106.100 |
106.100 |
-0.875 |
0 |
2 |
+0 |
Dec12 |
120502 |
106.200 |
106.300 |
106.025 |
106.150 |
-0.875 |
0 |
242 |
+0 |
Jan13 |
120502 |
106.150 |
106.150 |
106.150 |
106.150 |
-0.900 |
0 |
6 |
+0 |
Feb13 |
120502 |
106.025 |
106.025 |
106.025 |
106.025 |
-0.900 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,061 |
2,998 |
+28 |
Heating Oil(NYM) |
Jun12 |
120502 |
318.09 |
318.50 |
313.21 |
314.25 |
-3.46 |
47,095 |
109,509 |
+2,434 |
Jul12 |
120502 |
318.29 |
318.77 |
313.42 |
314.46 |
-3.53 |
14,486 |
48,743 |
-276 |
Aug12 |
120502 |
318.49 |
318.52 |
313.82 |
314.78 |
-3.54 |
8,186 |
34,924 |
-488 |
Sep12 |
120502 |
318.88 |
319.21 |
314.24 |
315.26 |
-3.52 |
6,924 |
26,077 |
+76 |
Oct12 |
120502 |
319.42 |
319.42 |
314.87 |
315.78 |
-3.48 |
1,919 |
11,572 |
-84 |
Nov12 |
120502 |
316.35 |
316.72 |
316.19 |
316.40 |
-3.46 |
1,247 |
7,472 |
+129 |
Dec12 |
120502 |
320.01 |
320.37 |
315.68 |
316.92 |
-3.39 |
7,156 |
46,120 |
+1,079 |
Jan13 |
120502 |
319.79 |
320.71 |
316.27 |
317.38 |
-3.29 |
354 |
7,253 |
+70 |
Feb13 |
120502 |
317.17 |
317.50 |
317.17 |
317.21 |
-3.17 |
192 |
2,022 |
+79 |
Mar13 |
120502 |
318.86 |
318.86 |
316.60 |
316.60 |
-2.83 |
121 |
3,730 |
+47 |
Apr13 |
120502 |
317.41 |
318.50 |
314.32 |
315.78 |
-2.48 |
152 |
2,524 |
+130 |
May13 |
120502 |
319.50 |
319.50 |
318.48 |
318.48 |
-3.28 |
|
|
|
Total Volume and Open Interest |
87,832 |
299,946 |
-7,373 |
Gasoline(NYMEX) |
Jun12 |
120502 |
310.35 |
310.97 |
306.00 |
307.57 |
-2.14 |
50,618 |
106,451 |
-1,531 |
Jul12 |
120502 |
306.73 |
307.44 |
302.54 |
304.16 |
-2.27 |
29,659 |
56,150 |
-222 |
Aug12 |
120502 |
303.19 |
304.00 |
299.22 |
300.80 |
-2.39 |
15,513 |
34,553 |
-748 |
Sep12 |
120502 |
299.26 |
300.45 |
295.84 |
297.55 |
-2.42 |
9,471 |
28,670 |
+438 |
Oct12 |
120502 |
285.40 |
286.22 |
281.63 |
283.38 |
-2.49 |
3,286 |
21,196 |
-248 |
Nov12 |
120502 |
282.49 |
282.87 |
278.47 |
280.24 |
-2.45 |
1,432 |
7,875 |
+75 |
Dec12 |
120502 |
280.89 |
281.27 |
276.88 |
278.71 |
-2.45 |
2,168 |
25,749 |
-230 |
Jan13 |
120502 |
279.50 |
280.03 |
277.72 |
278.33 |
-2.45 |
451 |
5,914 |
-104 |
Feb13 |
120502 |
279.02 |
279.11 |
278.80 |
279.11 |
-2.48 |
349 |
3,193 |
-145 |
Mar13 |
120502 |
280.13 |
280.56 |
280.13 |
280.56 |
-2.53 |
671 |
1,958 |
+41 |
Total Volume and Open Interest |
113,987 |
303,171 |
-8,910 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120502 |
307.60 |
307.60 |
307.57 |
307.60 |
-2.10 |
|
|
|
Jul12 |
120502 |
304.20 |
304.20 |
304.16 |
304.20 |
-2.20 |
|
|
|
Aug12 |
120502 |
300.80 |
300.80 |
300.80 |
300.80 |
-2.40 |
|
|
|
Sep12 |
120502 |
297.60 |
297.60 |
297.55 |
297.60 |
-2.40 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jun12 |
120502 |
2.371 |
2.384 |
2.236 |
2.253 |
-0.118 |
150,386 |
219,024 |
-5,001 |
Jul12 |
120502 |
2.470 |
2.481 |
2.338 |
2.354 |
-0.114 |
58,932 |
249,771 |
+1,235 |
Aug12 |
120502 |
2.543 |
2.544 |
2.409 |
2.426 |
-0.106 |
29,497 |
88,294 |
-787 |
Sep12 |
120502 |
2.580 |
2.585 |
2.458 |
2.475 |
-0.101 |
22,052 |
118,459 |
-115 |
Oct12 |
120502 |
2.646 |
2.670 |
2.548 |
2.565 |
-0.095 |
25,646 |
139,766 |
+1,194 |
Nov12 |
120502 |
2.888 |
2.913 |
2.797 |
2.817 |
-0.086 |
11,609 |
59,133 |
+1,105 |
Dec12 |
120502 |
3.232 |
3.242 |
3.126 |
3.148 |
-0.080 |
8,923 |
62,365 |
+449 |
Jan13 |
120502 |
3.378 |
3.387 |
3.281 |
3.307 |
-0.071 |
11,411 |
77,880 |
+917 |
Feb13 |
120502 |
3.379 |
3.380 |
3.297 |
3.321 |
-0.071 |
2,944 |
19,636 |
+60 |
Mar13 |
120502 |
3.363 |
3.363 |
3.282 |
3.305 |
-0.067 |
5,208 |
31,126 |
+286 |
Apr13 |
120502 |
3.366 |
3.366 |
3.261 |
3.290 |
-0.064 |
4,965 |
44,892 |
+155 |
May13 |
120502 |
3.409 |
3.409 |
3.302 |
3.330 |
-0.062 |
1,012 |
13,508 |
-19 |
Jun13 |
120502 |
3.457 |
3.460 |
3.350 |
3.380 |
-0.061 |
1,167 |
5,039 |
+154 |
Jul13 |
120502 |
3.490 |
3.490 |
3.405 |
3.433 |
-0.061 |
657 |
5,706 |
-16 |
Aug13 |
120502 |
3.512 |
3.514 |
3.425 |
3.453 |
-0.061 |
286 |
6,144 |
+34 |
Sep13 |
120502 |
3.512 |
3.518 |
3.427 |
3.456 |
-0.061 |
243 |
6,232 |
+0 |
Total Volume and Open Interest |
337,278 |
1,254,840 |
-302 |
Brent Crude Oil(ICE) |
Jun12 |
120502 |
119.70 |
119.80 |
117.64 |
118.20 |
-1.46 |
189,940 |
247,088 |
-1,298 |
Jul12 |
120502 |
119.27 |
119.42 |
117.33 |
117.90 |
-1.42 |
100,203 |
183,912 |
+3,995 |
Aug12 |
120502 |
118.87 |
118.99 |
116.95 |
117.53 |
-1.39 |
46,051 |
114,489 |
+4,278 |
Sep12 |
120502 |
118.40 |
118.49 |
116.50 |
117.07 |
-1.36 |
21,599 |
90,718 |
+715 |
Oct12 |
120502 |
117.85 |
117.90 |
116.00 |
116.53 |
-1.33 |
12,747 |
81,048 |
-971 |
Nov12 |
120502 |
117.11 |
117.36 |
115.56 |
116.09 |
-1.29 |
7,255 |
50,750 |
+892 |
Dec12 |
120502 |
116.64 |
116.94 |
115.05 |
115.63 |
-1.25 |
26,631 |
120,842 |
-794 |
Jan13 |
120502 |
116.32 |
116.32 |
114.78 |
115.19 |
-1.21 |
2,859 |
21,067 |
+117 |
Feb13 |
120502 |
115.81 |
115.83 |
114.33 |
114.73 |
-1.17 |
1,415 |
12,632 |
-221 |
Mar13 |
120502 |
114.27 |
114.27 |
114.27 |
114.27 |
-1.15 |
1,685 |
15,571 |
+378 |
Apr13 |
120502 |
113.77 |
113.77 |
113.77 |
113.77 |
-1.12 |
864 |
8,894 |
+150 |
May13 |
120502 |
112.96 |
113.19 |
112.96 |
113.19 |
-1.11 |
742 |
9,676 |
-15 |
Jun13 |
120502 |
113.42 |
113.76 |
112.00 |
112.61 |
-1.09 |
3,311 |
38,344 |
+78 |
Jul13 |
120502 |
112.04 |
112.04 |
112.04 |
112.04 |
-1.08 |
54 |
6,873 |
-50 |
Total Volume and Open Interest |
424,926 |
1,238,346 |
+7,529 |
Gas Oil(ICE) |
May12 |
120502 |
1010.00 |
1012.50 |
997.50 |
999.50 |
-14.00 |
47,147 |
94,880 |
+981 |
Jun12 |
120502 |
1006.75 |
1009.25 |
993.50 |
995.50 |
-14.75 |
83,345 |
115,663 |
+3,175 |
Jul12 |
120502 |
1004.75 |
1006.75 |
990.75 |
993.25 |
-15.00 |
35,835 |
54,110 |
-194 |
Aug12 |
120502 |
1005.25 |
1005.25 |
990.00 |
992.25 |
-15.25 |
13,410 |
42,662 |
+1,380 |
Sep12 |
120502 |
1002.50 |
1003.50 |
989.50 |
991.75 |
-15.25 |
10,317 |
41,996 |
-12 |
Oct12 |
120502 |
1002.00 |
1002.50 |
989.00 |
990.75 |
-15.25 |
3,832 |
16,054 |
-704 |
Nov12 |
120502 |
997.50 |
999.25 |
988.75 |
989.25 |
-15.00 |
1,983 |
16,422 |
+677 |
Dec12 |
120502 |
999.50 |
999.50 |
985.00 |
987.75 |
-14.75 |
9,846 |
52,690 |
+1,774 |
Jan13 |
120502 |
997.00 |
997.00 |
986.25 |
986.50 |
-14.25 |
534 |
20,158 |
+54 |
Feb13 |
120502 |
992.25 |
993.25 |
983.75 |
984.25 |
-14.00 |
486 |
10,158 |
+43 |
Total Volume and Open Interest |
210,107 |
548,981 |
+7,987 |
Ethanol(CBOT) |
May12 |
120502 |
2.202 |
2.202 |
2.173 |
2.175 |
-0.036 |
116 |
206 |
-28 |
Jun12 |
120502 |
2.221 |
2.221 |
2.192 |
2.194 |
-0.035 |
286 |
1,149 |
+31 |
Jul12 |
120502 |
2.235 |
2.235 |
2.194 |
2.197 |
-0.034 |
192 |
1,597 |
+13 |
Aug12 |
120502 |
2.204 |
2.204 |
2.169 |
2.175 |
-0.027 |
162 |
2,457 |
+83 |
Sep12 |
120502 |
2.093 |
2.093 |
2.080 |
2.082 |
-0.026 |
17 |
1,311 |
-1 |
Oct12 |
120502 |
2.036 |
2.041 |
2.025 |
2.025 |
-0.022 |
55 |
1,454 |
+26 |
Nov12 |
120502 |
2.019 |
2.023 |
2.001 |
2.003 |
-0.026 |
50 |
1,507 |
+23 |
Dec12 |
120502 |
2.013 |
2.015 |
1.991 |
1.991 |
-0.029 |
26 |
962 |
+0 |
Total Volume and Open Interest |
1,082 |
12,209 |
+239 |
WTI Crude Oil(ICE) |
Jun12 |
120502 |
105.85 |
106.05 |
104.91 |
105.22 |
-0.94 |
37,813 |
71,244 |
+115 |
Jul12 |
120502 |
106.20 |
106.36 |
105.23 |
105.58 |
-0.92 |
12,570 |
45,066 |
-911 |
Aug12 |
120502 |
106.37 |
106.57 |
105.50 |
105.83 |
-0.91 |
7,039 |
28,145 |
-56 |
Sep12 |
120502 |
106.52 |
106.53 |
105.72 |
105.97 |
-0.89 |
6,236 |
30,585 |
-390 |
Oct12 |
120502 |
106.60 |
106.65 |
105.79 |
106.04 |
-0.88 |
3,587 |
16,195 |
+172 |
Nov12 |
120502 |
106.65 |
106.65 |
105.84 |
106.10 |
-0.88 |
2,337 |
11,498 |
-40 |
Dec12 |
120502 |
106.80 |
106.84 |
105.81 |
106.14 |
-0.88 |
9,701 |
79,143 |
-423 |
Jan13 |
120502 |
106.15 |
106.16 |
106.15 |
106.15 |
-0.89 |
1,408 |
10,181 |
+818 |
Feb13 |
120502 |
106.13 |
106.13 |
106.03 |
106.03 |
-0.89 |
1,061 |
7,050 |
+441 |
Mar13 |
120502 |
105.81 |
105.81 |
105.81 |
105.81 |
-0.88 |
390 |
4,386 |
-126 |
Apr13 |
120502 |
105.48 |
105.48 |
105.48 |
105.48 |
-0.87 |
115 |
1,717 |
+27 |
May13 |
120502 |
105.04 |
105.04 |
105.04 |
105.04 |
-0.87 |
131 |
1,604 |
-14 |
Jun13 |
120502 |
105.03 |
105.03 |
104.54 |
104.59 |
-0.88 |
637 |
18,629 |
+141 |
Jul13 |
120502 |
104.10 |
104.10 |
104.10 |
104.10 |
-0.88 |
21 |
1,382 |
+19 |
Aug13 |
120502 |
103.65 |
103.65 |
103.65 |
103.65 |
-0.85 |
21 |
2,288 |
+0 |
Sep13 |
120502 |
103.22 |
103.22 |
103.22 |
103.22 |
-0.84 |
19 |
5,961 |
+0 |
Total Volume and Open Interest |
85,882 |
450,014 |
+847 |
US Dollar Index(ICE) |
Jun12 |
120502 |
78.900 |
79.400 |
78.900 |
79.200 |
+0.265 |
19,460 |
44,782 |
-2,393 |
Sep12 |
120502 |
79.660 |
79.660 |
79.520 |
79.520 |
+0.245 |
42 |
1,069 |
-21 |
Dec12 |
120502 |
79.900 |
79.900 |
79.900 |
79.900 |
+0.195 |
1 |
1 |
+1 |
Total Volume and Open Interest |
19,503 |
45,852 |
-2,413 |
Australian Dollar(CME) |
Jun12 |
120502 |
102.86 |
103.06 |
102.35 |
102.78 |
-0.08 |
94,064 |
152,928 |
-594 |
Sep12 |
120502 |
102.18 |
102.18 |
101.71 |
101.92 |
-0.08 |
27 |
561 |
+12 |
Dec12 |
120502 |
101.14 |
101.21 |
101.14 |
101.14 |
-0.07 |
0 |
14 |
+0 |
Total Volume and Open Interest |
94,091 |
153,505 |
-582 |
British Pound(CME) |
Jun12 |
120502 |
162.17 |
162.35 |
161.57 |
161.93 |
-0.23 |
103,201 |
190,112 |
+2,704 |
Sep12 |
120502 |
162.10 |
162.10 |
161.38 |
161.84 |
-0.23 |
22 |
205 |
+1 |
Dec12 |
120502 |
161.72 |
161.95 |
161.72 |
161.72 |
-0.23 |
0 |
44 |
+0 |
Total Volume and Open Interest |
103,223 |
190,363 |
+2,705 |
Canadian Dollar(CME) |
Jun12 |
120502 |
101.34 |
101.42 |
100.85 |
101.26 |
-0.14 |
81,177 |
152,545 |
+838 |
Sep12 |
120502 |
101.08 |
101.17 |
100.65 |
101.04 |
-0.13 |
173 |
2,622 |
-58 |
Dec12 |
120502 |
100.70 |
100.91 |
100.40 |
100.77 |
-0.14 |
136 |
4,239 |
+30 |
Mar13 |
120502 |
100.27 |
100.62 |
100.27 |
100.49 |
-0.13 |
51 |
198 |
-13 |
Total Volume and Open Interest |
81,541 |
159,872 |
+799 |
Japanese Yen(CME) |
Jun12 |
120502 |
124.89 |
124.96 |
124.09 |
124.80 |
+0.08 |
75,203 |
139,461 |
-597 |
Sep12 |
120502 |
124.80 |
125.06 |
124.25 |
124.93 |
+0.07 |
239 |
574 |
+125 |
Dec12 |
120502 |
125.12 |
125.12 |
125.06 |
125.12 |
+0.06 |
1 |
100 |
+0 |
Total Volume and Open Interest |
75,445 |
140,149 |
-471 |
Swiss Franc(CME) |
Jun12 |
120502 |
110.20 |
110.26 |
109.23 |
109.56 |
-0.59 |
37,122 |
40,935 |
-1,119 |
Sep12 |
120502 |
109.55 |
110.32 |
109.55 |
109.72 |
-0.60 |
1 |
188 |
-2 |
Dec12 |
120502 |
109.89 |
110.50 |
109.89 |
109.89 |
-0.61 |
0 |
3 |
+0 |
Total Volume and Open Interest |
37,124 |
41,129 |
-1,120 |
EuroFX(CME) |
Jun12 |
120502 |
132.40 |
132.45 |
131.24 |
131.64 |
-0.68 |
149,908 |
280,324 |
-4,366 |
Sep12 |
120502 |
132.42 |
132.42 |
131.36 |
131.73 |
-0.69 |
107 |
1,277 |
+2 |
Dec12 |
120502 |
132.33 |
132.56 |
131.84 |
131.84 |
-0.72 |
3 |
159 |
+1 |
Total Volume and Open Interest |
150,018 |
281,773 |
-4,363 |
Mexican Peso(CME) |
May12 |
120502 |
771.8 |
774.5 |
771.8 |
771.8 |
-2.8 |
|
|
|
Jun12 |
120502 |
771.0 |
772.5 |
767.0 |
769.8 |
-2.8 |
37,956 |
154,823 |
-608 |
Total Volume and Open Interest |
38,056 |
155,353 |
-510 |
Brazilian Real(CME) |
Jun12 |
120502 |
520.00 |
520.80 |
515.40 |
517.10 |
-5.15 |
189 |
5,301 |
-59 |
Jul12 |
120502 |
514.45 |
519.30 |
514.45 |
514.45 |
-4.85 |
|
|
|
Aug12 |
120502 |
511.60 |
516.40 |
511.60 |
511.60 |
-4.80 |
|
|
|
Sep12 |
120502 |
508.70 |
513.45 |
508.70 |
508.70 |
-4.75 |
26 |
26 |
+26 |
Total Volume and Open Interest |
215 |
18,895 |
-1,690 |
30-Year T-Bonds(CBOT) |
Jun12 |
120502 |
142~110 |
143~040 |
141~300 |
142~270 |
+0~240 |
185,416 |
574,415 |
-8,577 |
Sep12 |
120502 |
141~140 |
142~090 |
141~090 |
142~020 |
+0~240 |
461 |
1,332 |
+133 |
Dec12 |
120502 |
142~070 |
142~070 |
141~150 |
142~070 |
+0~240 |
7 |
42 |
+3 |
Total Volume and Open Interest |
185,884 |
575,789 |
-8,441 |
10-Year T-Notes(CBOT) |
Jun12 |
120502 |
132~020 |
132~130 |
131~275 |
132~060 |
+0~070 |
646,990 |
1,809,218 |
-56,565 |
Sep12 |
120502 |
130~290 |
131~075 |
130~235 |
131~020 |
+0~070 |
1,786 |
18,913 |
+809 |
Dec12 |
120502 |
130~070 |
130~070 |
130~000 |
130~070 |
+0~070 |
0 |
1 |
+0 |
Total Volume and Open Interest |
648,776 |
1,828,132 |
-55,756 |
5-Year T-Notes(CBOT) |
Jun12 |
120502 |
123~095 |
123~110 |
123~082 |
123~097 |
+0~009 |
346,407 |
1,313,567 |
-39,569 |
Sep12 |
120502 |
123~036 |
123~051 |
123~032 |
123~048 |
+0~010 |
98 |
15,601 |
+10 |
Dec12 |
120502 |
122~072 |
122~072 |
122~062 |
122~072 |
+0~010 |
|
|
|
Total Volume and Open Interest |
346,505 |
1,329,168 |
-39,559 |
2 Year T-Notes(CBOT) |
Jun12 |
120502 |
110~033 |
110~036 |
110~032 |
110~033 |
unch |
121,223 |
946,865 |
-2,295 |
Sep12 |
120502 |
110~022 |
110~022 |
110~017 |
110~018 |
unch |
165 |
3,860 |
+102 |
Dec12 |
120502 |
109~084 |
109~084 |
109~084 |
109~084 |
unch |
|
|
|
Total Volume and Open Interest |
121,388 |
950,725 |
-2,193 |
Eurodollars(CME) |
Jun12 |
120502 |
99.525 |
99.530 |
99.520 |
99.525 |
unch |
60,534 |
980,345 |
-15,351 |
Sep12 |
120502 |
99.505 |
99.515 |
99.500 |
99.505 |
unch |
63,625 |
902,674 |
-5,648 |
Dec12 |
120502 |
99.490 |
99.500 |
99.480 |
99.485 |
-0.005 |
64,746 |
978,867 |
-3,329 |
Mar13 |
120502 |
99.480 |
99.485 |
99.465 |
99.475 |
-0.005 |
64,290 |
706,219 |
+5,793 |
Jun13 |
120502 |
99.455 |
99.460 |
99.445 |
99.450 |
-0.005 |
92,912 |
672,346 |
+2,432 |
Sep13 |
120502 |
99.425 |
99.430 |
99.415 |
99.420 |
unch |
71,133 |
646,937 |
-2,337 |
Dec13 |
120502 |
99.375 |
99.385 |
99.360 |
99.370 |
+0.005 |
67,874 |
646,333 |
+3,622 |
Mar14 |
120502 |
99.305 |
99.325 |
99.295 |
99.310 |
+0.010 |
80,749 |
607,089 |
+3,425 |
Jun14 |
120502 |
99.205 |
99.230 |
99.190 |
99.215 |
+0.015 |
52,524 |
466,435 |
-5,281 |
Sep14 |
120502 |
99.085 |
99.120 |
99.070 |
99.095 |
+0.015 |
40,209 |
383,083 |
-123 |
Dec14 |
120502 |
98.930 |
98.970 |
98.920 |
98.945 |
+0.015 |
35,794 |
334,382 |
+174 |
Mar15 |
120502 |
98.780 |
98.825 |
98.765 |
98.795 |
+0.020 |
29,949 |
255,068 |
+3,038 |
Jun15 |
120502 |
0.306 |
0.356 |
0.291 |
0.321 |
+0.020 |
27,848 |
265,456 |
-1,455 |
Sep15 |
120502 |
0.136 |
0.186 |
0.121 |
0.156 |
+0.025 |
17,864 |
191,818 |
-265 |
Dec15 |
120502 |
6.520 |
0.021 |
6.505 |
6.540 |
+0.025 |
15,056 |
176,590 |
-528 |
Mar16 |
120502 |
6.370 |
6.425 |
6.360 |
6.395 |
+0.030 |
10,097 |
102,200 |
-681 |
Jun16 |
120502 |
6.210 |
6.265 |
6.195 |
6.235 |
+0.035 |
5,464 |
105,878 |
-98 |
Sep16 |
120502 |
6.050 |
6.110 |
6.035 |
6.080 |
+0.040 |
4,996 |
82,869 |
+241 |
Total Volume and Open Interest |
816,787 |
8,778,015 |
-17,216 |
30 Day Federal Funds(CBOT) |
May12 |
120502 |
99.860 |
99.863 |
99.857 |
99.863 |
unch |
2,423 |
52,943 |
+251 |
Jun12 |
120502 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
1,181 |
38,261 |
+491 |
Jul12 |
120502 |
99.855 |
99.855 |
99.850 |
99.855 |
unch |
1,572 |
42,325 |
+290 |
Aug12 |
120502 |
99.850 |
99.855 |
99.850 |
99.850 |
-0.005 |
1,956 |
36,917 |
+846 |
Sep12 |
120502 |
99.845 |
99.850 |
99.845 |
99.850 |
unch |
386 |
29,550 |
-610 |
Oct12 |
120502 |
99.845 |
99.845 |
99.840 |
99.845 |
unch |
561 |
47,986 |
+28 |
Total Volume and Open Interest |
14,657 |
488,003 |
-40,256 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120502 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
258 |
-258 |
Sep12 |
120502 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
120502 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120502 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
120502 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep13 |
120502 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec13 |
120502 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar14 |
120502 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun14 |
120502 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep14 |
120502 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
-258 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120502 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,547 |
+0 |
Sep12 |
120502 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
797 |
+0 |
Dec12 |
120502 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
519 |
+0 |
Mar13 |
120502 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
181 |
+0 |
Jun13 |
120502 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
217 |
+0 |
Sep13 |
120502 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
325 |
+0 |
Dec13 |
120502 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120502 |
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 |
120502 |
143.13 |
143.15 |
142.97 |
143.02 |
-0.10 |
4,028 |
22,097 |
+29 |
Sep12 |
120502 |
142.70 |
142.70 |
142.70 |
142.70 |
-0.10 |
0 |
6 |
+0 |
Dec12 |
120502 |
141.57 |
141.57 |
141.57 |
141.57 |
-0.10 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,028 |
22,107 |
+29 |
Euro-Bund(EUREX) |
Jun12 |
120502 |
140.87 |
141.83 |
140.71 |
141.73 |
+0.64 |
691,325 |
913,353 |
-8,989 |
Sep12 |
120502 |
139.54 |
140.50 |
139.40 |
140.42 |
+0.67 |
7,545 |
14,990 |
+2,482 |
Dec12 |
120502 |
140.23 |
140.23 |
140.23 |
140.23 |
+0.64 |
|
|
|
Total Volume and Open Interest |
698,870 |
928,343 |
-6,507 |
Euro-Bobl(EUREX) |
Jun12 |
120502 |
125.19 |
125.64 |
125.18 |
125.55 |
+0.25 |
366,744 |
792,208 |
-4,723 |
Sep12 |
120502 |
125.42 |
125.88 |
125.42 |
125.81 |
+0.28 |
2,826 |
8,963 |
+2,801 |
Dec12 |
120502 |
125.50 |
125.50 |
125.50 |
125.50 |
+0.25 |
|
|
|
Total Volume and Open Interest |
369,570 |
801,171 |
-1,922 |
3-Mth Euribor(EUREX) |
Jun12 |
120502 |
99.400 |
99.415 |
99.400 |
99.415 |
+0.010 |
200 |
1,627 |
+150 |
Sep12 |
120502 |
99.465 |
99.465 |
99.455 |
99.455 |
+0.010 |
201 |
1,234 |
+0 |
Dec12 |
120502 |
99.450 |
99.460 |
99.450 |
99.450 |
+0.015 |
0 |
1,240 |
+0 |
Total Volume and Open Interest |
405 |
6,059 |
+150 |
Long Gilt(LIFFE) |
Jun12 |
120502 |
115~17 |
116~16 |
115~17 |
116~12 |
+0~22 |
70,305 |
308,255 |
+4,196 |
Sep12 |
120502 |
115~12 |
115~12 |
115~12 |
115~12 |
+0~21 |
2 |
24 |
+0 |
Total Volume and Open Interest |
70,307 |
308,279 |
+4,196 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120502 |
99.00 |
99.00 |
98.99 |
98.99 |
-0.01 |
18,736 |
230,751 |
-132 |
Sep12 |
120502 |
98.97 |
98.98 |
98.96 |
98.97 |
unch |
28,541 |
291,944 |
-4,756 |
Dec12 |
120502 |
98.94 |
98.96 |
98.93 |
98.95 |
+0.01 |
34,849 |
234,206 |
-29,134 |
Mar13 |
120502 |
98.91 |
98.95 |
98.90 |
98.93 |
+0.02 |
91,632 |
248,256 |
+7,384 |
Jun13 |
120502 |
98.86 |
98.91 |
98.85 |
98.89 |
+0.03 |
94,944 |
247,369 |
-1,715 |
Sep13 |
120502 |
98.80 |
98.85 |
98.79 |
98.83 |
+0.03 |
47,458 |
231,344 |
+4,560 |
Total Volume and Open Interest |
389,175 |
2,200,754 |
-7,146 |
3-Mth Euribor(LIFFE) |
Jun12 |
120502 |
99.405 |
99.420 |
99.390 |
99.415 |
+0.010 |
142,906 |
549,485 |
+2,357 |
Sep12 |
120502 |
99.435 |
99.465 |
99.425 |
99.455 |
+0.010 |
125,557 |
494,982 |
-20,939 |
Dec12 |
120502 |
99.425 |
99.470 |
99.410 |
99.450 |
+0.015 |
112,253 |
441,191 |
+10,000 |
Total Volume and Open Interest |
875,149 |
3,367,086 |
+25,782 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120502 |
96.32 |
96.33 |
96.25 |
96.28 |
-0.04 |
49,575 |
168,368 |
+7,392 |
Sep12 |
120502 |
96.61 |
96.62 |
96.54 |
96.56 |
-0.05 |
49,067 |
163,509 |
+12,620 |
Dec12 |
120502 |
96.67 |
96.67 |
96.60 |
96.64 |
-0.03 |
35,124 |
119,964 |
+4,135 |
Mar13 |
120502 |
96.62 |
96.63 |
96.56 |
96.60 |
-0.03 |
15,015 |
73,194 |
+1,966 |
Jun13 |
120502 |
96.52 |
96.54 |
96.47 |
96.51 |
-0.03 |
8,249 |
59,474 |
-383 |
Sep13 |
120502 |
96.44 |
96.45 |
96.41 |
96.43 |
-0.04 |
3,601 |
43,187 |
+143 |
Dec13 |
120502 |
96.38 |
96.38 |
96.33 |
96.36 |
-0.04 |
5,016 |
29,006 |
+274 |
Mar14 |
120502 |
96.31 |
96.33 |
96.28 |
96.30 |
-0.03 |
1,618 |
17,987 |
+382 |
Jun14 |
120502 |
96.20 |
96.23 |
96.20 |
96.23 |
-0.03 |
53 |
1,043 |
+50 |
Sep14 |
120502 |
96.15 |
96.17 |
96.15 |
96.17 |
-0.02 |
1 |
535 |
+0 |
Total Volume and Open Interest |
167,319 |
676,594 |
+26,579 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120502 |
96.52 |
96.52 |
96.40 |
96.41 |
-0.10 |
54,176 |
397,786 |
+10,526 |
Sep12 |
120502 |
96.41 |
96.41 |
96.41 |
96.41 |
-0.10 |
|
|
|
Total Volume and Open Interest |
54,176 |
397,786 |
+10,526 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120502 |
97.19 |
97.21 |
97.07 |
97.09 |
-0.11 |
236,542 |
461,380 |
+37,430 |
Sep12 |
120502 |
97.09 |
97.09 |
97.09 |
97.09 |
-0.11 |
|
|
|
Total Volume and Open Interest |
236,542 |
461,380 |
+37,430 |
Gold(CMX) |
Jun12 |
120502 |
1663.0 |
1663.9 |
1646.0 |
1654.0 |
-8.4 |
115,408 |
216,564 |
-6,952 |
Aug12 |
120502 |
1661.9 |
1665.4 |
1649.6 |
1656.3 |
-8.4 |
7,074 |
47,173 |
+719 |
Oct12 |
120502 |
1663.5 |
1664.0 |
1652.6 |
1658.4 |
-8.4 |
1,870 |
12,828 |
+715 |
Dec12 |
120502 |
1668.5 |
1669.9 |
1653.7 |
1660.4 |
-8.5 |
4,081 |
40,309 |
+1,512 |
Feb13 |
120502 |
1663.3 |
1663.3 |
1658.0 |
1662.4 |
-8.5 |
455 |
16,546 |
+42 |
Apr13 |
120502 |
1662.0 |
1666.0 |
1658.6 |
1664.5 |
-8.5 |
337 |
12,712 |
+84 |
Jun13 |
120502 |
1664.3 |
1666.6 |
1664.0 |
1666.6 |
-8.5 |
300 |
12,528 |
+243 |
Aug13 |
120502 |
1668.9 |
1669.9 |
1668.9 |
1668.9 |
-8.6 |
1 |
1,196 |
+1 |
Oct13 |
120502 |
1671.2 |
1671.2 |
1671.2 |
1671.2 |
-8.6 |
509 |
533 |
+501 |
Dec13 |
120502 |
1673.7 |
1673.7 |
1673.7 |
1673.7 |
-8.7 |
98 |
8,465 |
-6 |
Feb14 |
120502 |
1676.8 |
1676.8 |
1676.8 |
1676.8 |
-8.7 |
0 |
6 |
+0 |
Total Volume and Open Interest |
130,203 |
408,005 |
-3,413 |
Silver(CMX) |
May12 |
120502 |
3084.5 |
3090.0 |
3041.0 |
3059.2 |
-28.5 |
2,408 |
1,457 |
-1,135 |
Jul12 |
120502 |
3098.5 |
3106.0 |
3041.0 |
3064.5 |
-28.5 |
33,899 |
59,423 |
-542 |
Sep12 |
120502 |
3105.0 |
3105.0 |
3051.5 |
3070.4 |
-28.6 |
1,752 |
8,455 |
+1,286 |
Dec12 |
120502 |
3111.0 |
3116.5 |
3057.0 |
3077.1 |
-28.7 |
742 |
18,210 |
+124 |
Mar13 |
120502 |
3068.5 |
3079.9 |
3065.5 |
3079.9 |
-28.7 |
90 |
2,682 |
-3 |
May13 |
120502 |
3081.1 |
3081.1 |
3081.1 |
3081.1 |
-28.7 |
102 |
1,723 |
+62 |
Jul13 |
120502 |
3081.3 |
3081.3 |
3081.3 |
3081.3 |
-28.4 |
6 |
3,039 |
+0 |
Total Volume and Open Interest |
40,075 |
111,953 |
-174 |
Platinum(NYMEX) |
Jul12 |
120502 |
1572.3 |
1576.9 |
1559.3 |
1564.4 |
-7.9 |
3,765 |
39,110 |
+287 |
Oct12 |
120502 |
1568.0 |
1568.4 |
1565.3 |
1567.9 |
-8.1 |
46 |
2,054 |
+21 |
Jan13 |
120502 |
1572.5 |
1572.5 |
1570.5 |
1570.5 |
-7.7 |
3 |
144 |
+0 |
Apr13 |
120502 |
1570.5 |
1570.5 |
1570.5 |
1570.5 |
-7.7 |
|
|
|
Total Volume and Open Interest |
3,819 |
41,313 |
+309 |
Palladium(NYMEX) |
Jun12 |
120502 |
680.00 |
680.35 |
667.00 |
669.45 |
-11.60 |
2,031 |
19,059 |
+79 |
Sep12 |
120502 |
679.90 |
679.95 |
670.00 |
671.25 |
-11.65 |
210 |
2,537 |
+85 |
Dec12 |
120502 |
680.70 |
680.70 |
672.60 |
672.60 |
-11.65 |
7 |
38 |
-2 |
Total Volume and Open Interest |
2,256 |
21,636 |
+162 |
Copper(CMX) |
May12 |
120502 |
383.00 |
383.00 |
376.55 |
378.55 |
-5.45 |
4,921 |
6,065 |
-1,259 |
Jul12 |
120502 |
383.85 |
383.95 |
376.65 |
378.70 |
-5.65 |
50,308 |
77,734 |
-4,797 |
Sep12 |
120502 |
383.75 |
383.80 |
377.00 |
378.95 |
-5.75 |
4,812 |
26,957 |
-2,532 |
Dec12 |
120502 |
382.75 |
383.00 |
378.15 |
379.70 |
-5.55 |
1,645 |
17,994 |
+704 |
Mar13 |
120502 |
380.35 |
380.35 |
380.35 |
380.35 |
-5.35 |
177 |
3,462 |
-13 |
Total Volume and Open Interest |
62,674 |
145,397 |
-7,801 |
DJIA Index(CBOT) |
Jun12 |
120502 |
13220 |
13249 |
13145 |
13204 |
-14 |
143 |
11,550 |
+24 |
Sep12 |
120502 |
13132 |
13148 |
13132 |
13132 |
-16 |
0 |
2 |
+0 |
Dec12 |
120502 |
13051 |
13067 |
13051 |
13051 |
-16 |
0 |
1 |
+0 |
Mar13 |
120502 |
12984 |
13000 |
12984 |
12984 |
-16 |
|
|
|
Total Volume and Open Interest |
143 |
11,553 |
+24 |
E-mini DJIA Index(CBOT) |
Jun12 |
120502 |
13219 |
13252 |
13135 |
13204 |
-14 |
89,738 |
109,647 |
+954 |
Sep12 |
120502 |
13213 |
13213 |
13096 |
13132 |
-16 |
15 |
176 |
-10 |
Dec12 |
120502 |
13030 |
13051 |
13019 |
13051 |
-16 |
31 |
23 |
-12 |
Mar13 |
120502 |
12984 |
12984 |
12984 |
12984 |
-16 |
|
|
|
Total Volume and Open Interest |
89,784 |
109,846 |
+932 |
S & P 500(CME) |
Jun12 |
120502 |
1400.50 |
1404.40 |
1390.00 |
1397.50 |
-2.90 |
6,149 |
233,544 |
-417 |
Sep12 |
120502 |
1391.10 |
1391.10 |
1383.50 |
1391.10 |
-2.90 |
875 |
3,044 |
+627 |
Dec12 |
120502 |
1384.50 |
1384.50 |
1377.00 |
1384.50 |
-3.00 |
1,070 |
4,547 |
+891 |
Mar13 |
120502 |
1378.00 |
1378.00 |
1370.50 |
1378.00 |
-3.00 |
|
|
|
Total Volume and Open Interest |
8,094 |
241,135 |
+1,101 |
S & P 500 E-Mini(Globex) |
Jun12 |
120502 |
1400.50 |
1404.75 |
1389.25 |
1397.50 |
-3.00 |
1,322,300 |
2,820,525 |
-24,257 |
Sep12 |
120502 |
1394.00 |
1397.25 |
1383.50 |
1391.00 |
-3.00 |
1,366 |
29,223 |
+1,046 |
Total Volume and Open Interest |
1,324,877 |
2,853,940 |
-22,758 |
NASDAQ 100(CME) |
Jun12 |
120502 |
2719.00 |
2731.50 |
2703.00 |
2727.50 |
+9.00 |
391 |
16,506 |
+127 |
Sep12 |
120502 |
2722.00 |
2725.00 |
2702.00 |
2722.00 |
+9.20 |
0 |
1 |
+0 |
Dec12 |
120502 |
2715.30 |
2715.30 |
2706.00 |
2715.30 |
+9.30 |
|
|
|
Total Volume and Open Interest |
391 |
16,507 |
+127 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120502 |
2718.00 |
2732.00 |
2702.50 |
2727.50 |
+9.00 |
198,658 |
408,235 |
-1,863 |
Sep12 |
120502 |
2711.50 |
2725.30 |
2697.30 |
2722.00 |
+9.20 |
3 |
737 |
+1 |
Total Volume and Open Interest |
198,665 |
408,995 |
-1,866 |
S & P Midcap 400(CME) |
Jun12 |
120502 |
994.20 |
995.00 |
985.00 |
994.20 |
+3.20 |
0 |
1,918 |
+0 |
Sep12 |
120502 |
991.20 |
991.20 |
988.00 |
991.20 |
+3.20 |
|
|
|
Dec12 |
120502 |
989.20 |
989.20 |
986.00 |
989.20 |
+3.20 |
|
|
|
Total Volume and Open Interest |
0 |
1,918 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120502 |
9400 |
9430 |
9305 |
9350 |
-40 |
3,345 |
42,164 |
-20,542 |
Sep12 |
120502 |
9365 |
9405 |
9365 |
9365 |
-40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,345 |
42,165 |
-20,542 |
Nikkei 225(SGX) |
Jun12 |
120502 |
9330 |
9425 |
9290 |
9370 |
+40 |
171,631 |
236,573 |
+5,865 |
Sep12 |
120502 |
9310 |
9415 |
9300 |
9365 |
+45 |
112 |
7,972 |
+57 |
Dec12 |
120502 |
9310 |
9310 |
9310 |
9310 |
+45 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
172,320 |
255,722 |
+5,966 |
CAC 40(EURONEXT) |
May12 |
120502 |
3189.0 |
3218.5 |
3157.0 |
3177.0 |
+16.5 |
111,721 |
390,746 |
+7,097 |
Jun12 |
120502 |
3171.5 |
3185.5 |
3135.0 |
3149.5 |
+17.5 |
350 |
30,058 |
+4 |
Jul12 |
120502 |
3141.5 |
3141.5 |
3141.5 |
3141.5 |
+18.0 |
|
|
|
Total Volume and Open Interest |
112,071 |
420,927 |
+7,101 |
Hang Seng Index(HKFE) |
May12 |
120502 |
21078 |
21244 |
21038 |
21183 |
+243 |
75,484 |
87,994 |
+4,656 |
Jun12 |
120502 |
20865 |
21050 |
20851 |
20993 |
+243 |
2,377 |
7,954 |
+1,873 |
Total Volume and Open Interest |
89,658 |
109,888 |
-3,518 |
DAX(EUREX) |
Jun12 |
120502 |
6830.0 |
6885.0 |
6668.5 |
6710.0 |
-65.0 |
151,943 |
180,080 |
+3,886 |
Sep12 |
120502 |
6835.0 |
6885.0 |
6676.5 |
6716.5 |
-64.5 |
428 |
3,588 |
+147 |
Dec12 |
120502 |
6829.5 |
6829.5 |
6723.0 |
6723.0 |
-66.0 |
10 |
402 |
+2 |
Total Volume and Open Interest |
152,381 |
184,070 |
+4,035 |
FT-SE 100(EURONEXT) |
Jun12 |
120502 |
5770.00 |
5785.50 |
5705.00 |
5717.00 |
-61.50 |
34,317 |
551,030 |
+3,052 |
Sep12 |
120502 |
5725.00 |
5725.00 |
5668.00 |
5676.00 |
-61.50 |
2 |
2,532 |
+0 |
Dec12 |
120502 |
5647.50 |
5655.00 |
5645.50 |
5655.00 |
-61.50 |
0 |
284 |
+0 |
Total Volume and Open Interest |
34,319 |
553,846 |
+3,052 |
SPI 200(SFE) |
Jun12 |
120502 |
4418.0 |
4456.0 |
4407.0 |
4429.0 |
+10.0 |
29,452 |
203,892 |
+1,591 |
Sep12 |
120502 |
4422.0 |
4422.0 |
4396.0 |
4396.0 |
+9.0 |
22 |
2,223 |
-55 |
Dec12 |
120502 |
4397.0 |
4397.0 |
4397.0 |
4397.0 |
+9.0 |
0 |
2,089 |
-1 |
Total Volume and Open Interest |
29,597 |
209,505 |
+1,528 |
GSCI(CME) |
May12 |
120502 |
680.00 |
680.00 |
678.75 |
678.75 |
-9.25 |
102 |
8,733 |
-3 |
Jun12 |
120502 |
681.00 |
681.00 |
679.75 |
679.75 |
-9.20 |
0 |
2 |
+0 |
Jul12 |
120502 |
676.00 |
676.00 |
676.00 |
676.00 |
-8.50 |
|
|
|
Total Volume and Open Interest |
102 |
8,735 |
-3 |
Reuters CCI(ICE) |
Jun12 |
120502 |
304.00 |
304.00 |
304.00 |
304.00 |
-3.90 |
|
|
|
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. |
|
|