|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu May 03, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120503 |
1477.00 |
1482.75 |
1461.00 |
1468.75 |
-11.25 |
9,507 |
5,701 |
-2,191 |
Jul12 |
120503 |
1482.50 |
1488.75 |
1465.50 |
1473.50 |
-11.50 |
103,124 |
328,903 |
+683 |
Aug12 |
120503 |
1461.25 |
1467.75 |
1447.75 |
1452.50 |
-13.25 |
9,186 |
38,963 |
+1,981 |
Sep12 |
120503 |
1404.00 |
1411.75 |
1395.50 |
1400.00 |
-9.75 |
3,627 |
15,362 |
-377 |
Nov12 |
120503 |
1365.25 |
1373.75 |
1362.00 |
1367.75 |
-0.50 |
57,763 |
236,816 |
+6,918 |
Jan13 |
120503 |
1360.75 |
1366.75 |
1355.50 |
1362.25 |
+1.25 |
6,647 |
49,563 |
+1,182 |
Mar13 |
120503 |
1332.00 |
1337.50 |
1322.75 |
1336.25 |
+3.75 |
8,580 |
61,239 |
+409 |
May13 |
120503 |
1315.00 |
1324.00 |
1310.50 |
1321.00 |
+4.50 |
5,750 |
28,618 |
+2,376 |
Jul13 |
120503 |
1310.75 |
1325.00 |
1310.75 |
1322.50 |
+6.50 |
3,853 |
28,709 |
+5 |
Aug13 |
120503 |
1299.25 |
1299.25 |
1289.25 |
1299.25 |
+10.00 |
0 |
150 |
+0 |
Sep13 |
120503 |
1264.75 |
1264.75 |
1254.00 |
1264.00 |
+10.00 |
0 |
228 |
+0 |
Nov13 |
120503 |
1223.75 |
1233.00 |
1222.75 |
1233.00 |
+10.00 |
438 |
12,180 |
-22 |
Jan14 |
120503 |
1237.50 |
1237.50 |
1227.50 |
1237.50 |
+10.00 |
0 |
158 |
+0 |
Mar14 |
120503 |
1236.50 |
1236.50 |
1226.50 |
1236.50 |
+10.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
208,476 |
807,124 |
+10,965 |
Soybean Meal(CBOT) |
May12 |
120503 |
427.90 |
429.60 |
423.60 |
425.20 |
-3.30 |
2,851 |
5,339 |
-1,195 |
Jul12 |
120503 |
428.50 |
431.10 |
424.40 |
426.40 |
-3.30 |
39,611 |
139,023 |
+1,549 |
Aug12 |
120503 |
421.20 |
423.20 |
416.30 |
417.20 |
-4.00 |
3,726 |
18,771 |
+106 |
Sep12 |
120503 |
401.20 |
405.00 |
397.70 |
399.40 |
-3.10 |
2,116 |
12,349 |
+180 |
Oct12 |
120503 |
383.30 |
385.80 |
380.80 |
384.60 |
-0.10 |
1,372 |
8,589 |
+198 |
Dec12 |
120503 |
378.50 |
382.50 |
377.70 |
381.10 |
-0.10 |
13,208 |
42,487 |
+847 |
Jan13 |
120503 |
370.70 |
374.90 |
370.70 |
373.60 |
+0.80 |
988 |
5,113 |
-144 |
Mar13 |
120503 |
359.00 |
360.40 |
356.40 |
358.10 |
-1.60 |
1,061 |
7,605 |
-135 |
May13 |
120503 |
352.40 |
353.50 |
349.50 |
351.60 |
-0.10 |
799 |
4,974 |
-85 |
Jul13 |
120503 |
348.80 |
352.80 |
348.70 |
351.10 |
+0.90 |
239 |
5,233 |
+79 |
Total Volume and Open Interest |
66,017 |
254,173 |
+1,398 |
Soybean Oil(CBOT) |
May12 |
120503 |
54.31 |
54.31 |
53.60 |
53.80 |
-0.53 |
8,943 |
5,963 |
-1,304 |
Jul12 |
120503 |
54.71 |
54.86 |
54.02 |
54.16 |
-0.55 |
56,156 |
194,306 |
+63 |
Aug12 |
120503 |
54.86 |
55.04 |
54.23 |
54.36 |
-0.55 |
6,555 |
25,895 |
+235 |
Sep12 |
120503 |
55.17 |
55.21 |
54.41 |
54.56 |
-0.54 |
4,174 |
18,916 |
+493 |
Oct12 |
120503 |
55.22 |
55.22 |
54.60 |
54.71 |
-0.51 |
1,319 |
10,045 |
-258 |
Dec12 |
120503 |
55.53 |
55.65 |
54.86 |
55.05 |
-0.47 |
19,284 |
76,488 |
+1,075 |
Jan13 |
120503 |
55.55 |
55.55 |
55.14 |
55.27 |
-0.47 |
1,568 |
3,980 |
+356 |
Mar13 |
120503 |
55.94 |
55.94 |
55.24 |
55.38 |
-0.50 |
2,622 |
12,870 |
-1,068 |
May13 |
120503 |
56.07 |
56.07 |
55.32 |
55.48 |
-0.50 |
1,074 |
5,448 |
+218 |
Jul13 |
120503 |
56.04 |
56.10 |
55.23 |
55.57 |
-0.50 |
483 |
4,851 |
-23 |
Total Volume and Open Interest |
102,327 |
364,638 |
-210 |
Canola(WCE) |
May12 |
120503 |
629.4 |
629.4 |
629.4 |
629.4 |
-2.1 |
46 |
70 |
+0 |
Jul12 |
120503 |
626.5 |
628.9 |
621.8 |
624.4 |
-2.1 |
6,943 |
95,002 |
-2,084 |
Nov12 |
120503 |
583.1 |
583.1 |
577.0 |
579.0 |
-4.7 |
7,158 |
108,712 |
-1,489 |
Jan13 |
120503 |
587.0 |
587.0 |
581.1 |
582.9 |
-4.9 |
924 |
18,118 |
-51 |
Mar13 |
120503 |
587.9 |
590.2 |
585.5 |
587.1 |
-4.7 |
143 |
8,320 |
-2 |
Total Volume and Open Interest |
15,356 |
237,201 |
-3,530 |
Corn(CBOT) |
May12 |
120503 |
645.25 |
654.00 |
640.00 |
650.75 |
+8.50 |
13,603 |
13,737 |
-4,928 |
Jul12 |
120503 |
611.75 |
616.75 |
607.50 |
614.50 |
+3.00 |
121,572 |
537,831 |
-3,767 |
Sep12 |
120503 |
539.25 |
541.50 |
531.50 |
537.50 |
-1.75 |
35,884 |
179,757 |
-1,011 |
Dec12 |
120503 |
530.50 |
532.25 |
524.00 |
529.50 |
-1.50 |
56,476 |
370,367 |
+728 |
Mar13 |
120503 |
541.75 |
543.75 |
536.00 |
541.25 |
-1.50 |
6,085 |
55,326 |
+336 |
May13 |
120503 |
550.50 |
552.00 |
544.75 |
549.75 |
-1.25 |
2,065 |
11,056 |
-246 |
Jul13 |
120503 |
558.00 |
559.00 |
552.75 |
558.50 |
-0.50 |
5,345 |
19,032 |
+1,001 |
Sep13 |
120503 |
544.00 |
544.25 |
538.00 |
544.25 |
+0.25 |
2 |
1,558 |
+1 |
Dec13 |
120503 |
535.75 |
539.50 |
532.00 |
539.50 |
+1.50 |
2,422 |
32,020 |
+1,389 |
Mar14 |
120503 |
551.00 |
551.00 |
549.50 |
551.00 |
+1.50 |
23 |
584 |
+21 |
Total Volume and Open Interest |
243,507 |
1,225,210 |
-6,459 |
Wheat(CBOT) |
May12 |
120503 |
607.00 |
613.00 |
606.75 |
608.25 |
+1.25 |
3,732 |
3,963 |
-1,212 |
Jul12 |
120503 |
615.00 |
621.75 |
613.25 |
615.50 |
+1.00 |
44,141 |
234,224 |
-1,155 |
Sep12 |
120503 |
630.50 |
636.75 |
628.75 |
631.50 |
+1.25 |
10,165 |
62,856 |
-1,843 |
Dec12 |
120503 |
654.75 |
660.50 |
652.50 |
656.75 |
+3.00 |
12,984 |
97,533 |
+668 |
Mar13 |
120503 |
678.25 |
682.75 |
676.00 |
680.75 |
+3.00 |
4,480 |
11,405 |
+737 |
May13 |
120503 |
686.00 |
692.25 |
686.00 |
690.50 |
+3.75 |
911 |
5,419 |
+115 |
Total Volume and Open Interest |
77,684 |
427,502 |
-2,371 |
Wheat(KCBT) |
May12 |
120503 |
620.75 |
622.00 |
617.75 |
620.75 |
+2.50 |
339 |
400 |
-892 |
Jul12 |
120503 |
630.00 |
637.75 |
628.50 |
633.00 |
+2.50 |
7,738 |
80,870 |
-465 |
Sep12 |
120503 |
646.25 |
653.25 |
644.25 |
649.00 |
+2.75 |
1,551 |
22,107 |
+18 |
Dec12 |
120503 |
669.00 |
677.00 |
667.75 |
673.00 |
+3.25 |
1,485 |
23,248 |
-380 |
Mar13 |
120503 |
685.25 |
692.75 |
683.50 |
689.00 |
+3.00 |
405 |
5,037 |
+60 |
May13 |
120503 |
695.50 |
701.50 |
694.50 |
701.00 |
+4.75 |
187 |
3,369 |
+99 |
Total Volume and Open Interest |
11,910 |
136,118 |
-1,472 |
Wheat(MGE) |
May12 |
120503 |
746.75 |
746.75 |
743.00 |
743.00 |
-1.50 |
100 |
224 |
-39 |
Jul12 |
120503 |
751.00 |
755.00 |
744.00 |
745.50 |
-5.50 |
984 |
16,238 |
-206 |
Sep12 |
120503 |
751.50 |
754.50 |
745.00 |
746.25 |
-4.50 |
863 |
10,503 |
-316 |
Dec12 |
120503 |
756.00 |
757.50 |
750.00 |
751.00 |
-4.25 |
434 |
8,791 |
+88 |
Mar13 |
120503 |
765.00 |
765.00 |
757.25 |
759.50 |
-3.00 |
28 |
964 |
+11 |
Total Volume and Open Interest |
2,409 |
36,793 |
-469 |
Oats(CBOT) |
May12 |
120503 |
335.25 |
336.00 |
330.25 |
336.00 |
+5.75 |
6 |
38 |
-113 |
Jul12 |
120503 |
339.25 |
347.00 |
329.00 |
344.50 |
+7.25 |
460 |
7,424 |
+23 |
Sep12 |
120503 |
340.25 |
349.50 |
340.25 |
348.00 |
+6.75 |
18 |
377 |
+3 |
Dec12 |
120503 |
345.00 |
354.00 |
339.75 |
353.00 |
+5.50 |
85 |
2,672 |
-31 |
Total Volume and Open Interest |
571 |
10,537 |
-118 |
Rough Rice(CBOT) |
May12 |
120503 |
14.74 |
14.94 |
14.60 |
14.94 |
+0.34 |
63 |
360 |
-107 |
Jul12 |
120503 |
14.92 |
15.24 |
14.86 |
15.19 |
+0.33 |
1,127 |
11,018 |
+175 |
Sep12 |
120503 |
15.11 |
15.47 |
15.10 |
15.40 |
+0.32 |
84 |
2,559 |
+22 |
Nov12 |
120503 |
15.63 |
15.69 |
15.36 |
15.63 |
+0.31 |
4 |
239 |
+3 |
Total Volume and Open Interest |
1,281 |
14,254 |
+96 |
Live Cattle(CME) |
Jun12 |
120503 |
112.750 |
115.885 |
112.230 |
115.885 |
+3.000 |
31,873 |
140,197 |
-3,845 |
Aug12 |
120503 |
115.535 |
118.750 |
115.200 |
118.550 |
+2.750 |
17,226 |
96,341 |
+2,443 |
Oct12 |
120503 |
121.230 |
124.180 |
120.730 |
123.950 |
+2.520 |
9,375 |
62,802 |
+1,205 |
Dec12 |
120503 |
124.450 |
127.600 |
124.000 |
127.450 |
+2.620 |
5,156 |
32,367 |
+1,137 |
Feb13 |
120503 |
126.385 |
129.380 |
126.150 |
129.150 |
+2.500 |
1,408 |
9,068 |
+134 |
Apr13 |
120503 |
127.550 |
130.600 |
127.350 |
130.600 |
+2.525 |
436 |
3,788 |
+110 |
Total Volume and Open Interest |
65,596 |
345,571 |
+1,296 |
Feeder Cattle(CME) |
May12 |
120503 |
149.630 |
152.650 |
149.535 |
152.630 |
+2.645 |
2,395 |
9,401 |
-308 |
Aug12 |
120503 |
153.850 |
157.235 |
153.850 |
157.235 |
+3.000 |
3,062 |
20,064 |
+214 |
Sep12 |
120503 |
155.300 |
158.575 |
155.300 |
158.575 |
+3.000 |
642 |
5,116 |
+44 |
Oct12 |
120503 |
156.350 |
159.685 |
156.350 |
159.685 |
+3.000 |
420 |
3,255 |
+106 |
Nov12 |
120503 |
157.735 |
160.630 |
157.550 |
160.630 |
+3.000 |
235 |
1,630 |
-43 |
Jan13 |
120503 |
157.735 |
160.500 |
157.735 |
160.150 |
+2.350 |
354 |
1,404 |
+29 |
Mar13 |
120503 |
159.500 |
160.250 |
159.500 |
159.800 |
+2.300 |
1 |
68 |
+1 |
Total Volume and Open Interest |
7,109 |
40,940 |
+43 |
Lean Hogs(CME) |
May12 |
120503 |
81.700 |
82.100 |
80.800 |
81.300 |
+0.015 |
431 |
2,929 |
-130 |
Jun12 |
120503 |
84.450 |
85.930 |
84.300 |
84.930 |
+0.480 |
23,928 |
103,328 |
-2,060 |
Jul12 |
120503 |
85.385 |
86.730 |
85.300 |
86.200 |
+0.900 |
8,426 |
29,435 |
-75 |
Aug12 |
120503 |
86.300 |
87.535 |
86.100 |
86.800 |
+0.665 |
11,272 |
34,334 |
-1,657 |
Oct12 |
120503 |
79.300 |
81.000 |
79.200 |
80.225 |
+0.925 |
7,725 |
45,572 |
+20 |
Dec12 |
120503 |
77.830 |
78.930 |
77.400 |
78.350 |
+0.815 |
4,148 |
31,890 |
+833 |
Feb13 |
120503 |
79.450 |
80.430 |
79.050 |
80.000 |
+0.950 |
1,069 |
11,725 |
+478 |
Apr13 |
120503 |
81.400 |
81.900 |
80.830 |
81.300 |
+0.400 |
314 |
6,721 |
+46 |
Total Volume and Open Interest |
57,399 |
269,139 |
-2,498 |
Class III Milk(CME) |
May12 |
120503 |
15.05 |
15.13 |
14.88 |
14.95 |
-0.18 |
383 |
4,841 |
-83 |
Jun12 |
120503 |
14.60 |
14.60 |
13.97 |
14.12 |
-0.47 |
568 |
4,488 |
-59 |
Jul12 |
120503 |
14.76 |
14.84 |
14.10 |
14.20 |
-0.64 |
306 |
3,174 |
-22 |
Aug12 |
120503 |
15.26 |
15.35 |
14.60 |
14.75 |
-0.60 |
166 |
2,985 |
-6 |
Sep12 |
120503 |
15.75 |
15.84 |
15.09 |
15.35 |
-0.49 |
44 |
2,588 |
+17 |
Total Volume and Open Interest |
1,548 |
30,029 |
-116 |
Cocoa(ICE) |
May12 |
120503 |
2332 |
2332 |
2332 |
2332 |
-40 |
7 |
745 |
-8 |
Jul12 |
120503 |
2335 |
2360 |
2272 |
2307 |
-35 |
17,655 |
82,997 |
-1,414 |
Sep12 |
120503 |
2287 |
2368 |
2287 |
2318 |
-35 |
3,503 |
34,370 |
+260 |
Dec12 |
120503 |
2311 |
2372 |
2296 |
2327 |
-30 |
1,392 |
21,993 |
+399 |
Mar13 |
120503 |
2301 |
2374 |
2301 |
2330 |
-30 |
1,020 |
28,512 |
-38 |
May13 |
120503 |
2300 |
2376 |
2300 |
2334 |
-30 |
335 |
7,785 |
+200 |
Jul13 |
120503 |
2373 |
2373 |
2339 |
2340 |
-29 |
10 |
1,928 |
-5 |
Total Volume and Open Interest |
23,938 |
182,207 |
-607 |
Coffee "C"(ICE) |
May12 |
120503 |
181.05 |
181.05 |
174.30 |
174.30 |
-7.00 |
22 |
143 |
-15 |
Jul12 |
120503 |
182.00 |
184.40 |
175.40 |
175.80 |
-6.95 |
15,255 |
75,546 |
-1,331 |
Sep12 |
120503 |
184.10 |
186.50 |
177.85 |
178.30 |
-6.85 |
3,987 |
33,085 |
+791 |
Dec12 |
120503 |
187.65 |
190.00 |
181.60 |
182.00 |
-6.85 |
1,590 |
21,817 |
+180 |
Mar13 |
120503 |
192.40 |
193.40 |
185.80 |
185.95 |
-6.75 |
616 |
7,231 |
+411 |
May13 |
120503 |
195.85 |
195.85 |
188.45 |
188.45 |
-6.65 |
26 |
3,448 |
+2 |
Total Volume and Open Interest |
21,545 |
144,219 |
+63 |
Orange Juice(ICE) |
May12 |
120503 |
126.35 |
128.25 |
126.35 |
126.35 |
-4.40 |
74 |
310 |
-136 |
Jul12 |
120503 |
131.00 |
133.05 |
124.80 |
127.00 |
-3.80 |
1,999 |
12,903 |
-186 |
Sep12 |
120503 |
132.70 |
132.75 |
126.50 |
128.60 |
-3.70 |
333 |
1,921 |
+130 |
Nov12 |
120503 |
134.40 |
134.50 |
128.05 |
130.70 |
-3.40 |
143 |
3,563 |
+42 |
Jan13 |
120503 |
136.30 |
136.35 |
132.00 |
132.45 |
-3.40 |
56 |
540 |
-11 |
Mar13 |
120503 |
137.00 |
137.40 |
133.55 |
133.55 |
-3.50 |
5 |
676 |
-5 |
Total Volume and Open Interest |
2,610 |
19,917 |
-166 |
Sugar #11(ICE) |
Jul12 |
120503 |
20.55 |
20.78 |
20.51 |
20.65 |
+0.10 |
43,093 |
326,365 |
+611 |
Oct12 |
120503 |
21.05 |
21.22 |
20.97 |
21.07 |
+0.08 |
23,941 |
160,592 |
+1,908 |
Mar13 |
120503 |
21.90 |
22.06 |
21.82 |
21.88 |
+0.04 |
12,346 |
114,306 |
+805 |
May13 |
120503 |
21.96 |
22.06 |
21.85 |
21.89 |
+0.02 |
4,675 |
26,809 |
+607 |
Jul13 |
120503 |
21.95 |
22.08 |
21.88 |
21.91 |
+0.02 |
2,425 |
24,698 |
+719 |
Oct13 |
120503 |
22.15 |
22.25 |
22.05 |
22.09 |
unch |
747 |
22,689 |
+61 |
Mar14 |
120503 |
22.56 |
22.56 |
22.32 |
22.38 |
-0.05 |
295 |
18,990 |
+137 |
May14 |
120503 |
22.26 |
22.26 |
22.08 |
22.10 |
-0.07 |
162 |
4,944 |
+58 |
Total Volume and Open Interest |
87,805 |
706,597 |
+4,891 |
London Cocoa(LCE) |
May12 |
120503 |
1542 |
1547 |
1513 |
1517 |
-21 |
3,730 |
26,793 |
-429 |
Jul12 |
120503 |
1558 |
1565 |
1525 |
1534 |
-23 |
8,455 |
63,908 |
+422 |
Sep12 |
120503 |
1548 |
1552 |
1513 |
1518 |
-28 |
2,680 |
26,718 |
+119 |
Dec12 |
120503 |
1532 |
1532 |
1494 |
1500 |
-27 |
1,851 |
29,190 |
+169 |
Mar13 |
120503 |
1508 |
1509 |
1472 |
1478 |
-25 |
877 |
33,481 |
+238 |
May13 |
120503 |
1501 |
1501 |
1471 |
1475 |
-25 |
721 |
9,867 |
+303 |
Jul13 |
120503 |
1476 |
1476 |
1475 |
1476 |
-25 |
68 |
4,508 |
+24 |
Total Volume and Open Interest |
18,420 |
199,246 |
+886 |
London Sugar(LCE) |
Aug12 |
120503 |
559.60 |
564.30 |
558.00 |
559.80 |
-1.10 |
6,274 |
31,349 |
-257 |
Oct12 |
120503 |
555.20 |
559.90 |
553.60 |
555.70 |
-0.20 |
2,091 |
12,748 |
+378 |
Dec12 |
120503 |
562.30 |
567.80 |
562.00 |
563.90 |
-0.20 |
614 |
5,094 |
+132 |
Mar13 |
120503 |
575.20 |
575.50 |
571.10 |
572.60 |
+1.10 |
544 |
6,525 |
+100 |
May13 |
120503 |
579.70 |
579.70 |
577.40 |
577.40 |
+1.40 |
132 |
773 |
+48 |
Total Volume and Open Interest |
9,758 |
57,226 |
+430 |
Cotton(ICE) |
May12 |
120503 |
88.04 |
88.04 |
87.24 |
87.24 |
-0.22 |
6 |
166 |
-4 |
Jul12 |
120503 |
89.21 |
89.74 |
89.05 |
89.21 |
-0.30 |
8,467 |
98,813 |
-443 |
Oct12 |
120503 |
88.69 |
88.85 |
88.69 |
88.85 |
-0.18 |
3 |
96 |
+0 |
Dec12 |
120503 |
86.30 |
86.79 |
86.00 |
86.52 |
-0.06 |
2,134 |
72,324 |
+554 |
Mar13 |
120503 |
87.73 |
88.02 |
87.31 |
87.78 |
-0.24 |
24 |
4,608 |
+8 |
May13 |
120503 |
88.65 |
88.79 |
88.32 |
88.77 |
-0.40 |
6 |
912 |
+0 |
Total Volume and Open Interest |
10,646 |
180,785 |
+117 |
Lumber(CME) |
May12 |
120503 |
287.0 |
291.9 |
285.4 |
291.0 |
+4.1 |
337 |
836 |
-131 |
Jul12 |
120503 |
285.8 |
287.9 |
282.4 |
287.5 |
+3.0 |
552 |
5,154 |
+119 |
Sep12 |
120503 |
292.3 |
293.5 |
289.4 |
293.5 |
+2.9 |
87 |
1,873 |
-28 |
Nov12 |
120503 |
288.9 |
292.0 |
287.4 |
291.9 |
+4.4 |
10 |
880 |
+6 |
Total Volume and Open Interest |
987 |
8,927 |
-33 |
Crude Oil(NYM) |
Jun12 |
120503 |
105.39 |
105.42 |
102.36 |
102.54 |
-2.68 |
245,921 |
279,838 |
+2,241 |
Jul12 |
120503 |
105.76 |
105.77 |
102.76 |
102.92 |
-2.66 |
74,329 |
178,781 |
+6,243 |
Aug12 |
120503 |
106.03 |
106.03 |
103.07 |
103.20 |
-2.63 |
43,835 |
105,453 |
+6,668 |
Sep12 |
120503 |
105.91 |
106.10 |
103.25 |
103.40 |
-2.57 |
38,776 |
94,559 |
-5,553 |
Oct12 |
120503 |
106.00 |
106.17 |
103.40 |
103.54 |
-2.50 |
17,049 |
51,613 |
+1,239 |
Nov12 |
120503 |
106.34 |
106.34 |
103.58 |
103.69 |
-2.41 |
11,967 |
39,775 |
-639 |
Dec12 |
120503 |
106.24 |
106.25 |
103.67 |
103.83 |
-2.31 |
61,010 |
192,518 |
+4,714 |
Jan13 |
120503 |
105.80 |
106.25 |
103.79 |
103.94 |
-2.21 |
5,494 |
47,113 |
+363 |
Feb13 |
120503 |
106.07 |
106.07 |
103.80 |
103.94 |
-2.09 |
2,546 |
26,405 |
+150 |
Mar13 |
120503 |
105.70 |
105.91 |
103.84 |
103.84 |
-1.97 |
4,134 |
32,741 |
-354 |
Apr13 |
120503 |
105.08 |
105.08 |
103.25 |
103.63 |
-1.85 |
4,190 |
18,202 |
+1,279 |
May13 |
120503 |
104.35 |
104.36 |
103.26 |
103.26 |
-1.78 |
2,750 |
15,506 |
+192 |
Jun13 |
120503 |
104.49 |
104.60 |
102.46 |
102.86 |
-1.73 |
13,072 |
71,375 |
+1,482 |
Jul13 |
120503 |
102.42 |
102.42 |
102.42 |
102.42 |
-1.68 |
236 |
14,696 |
+9 |
Aug13 |
120503 |
102.01 |
102.01 |
102.01 |
102.01 |
-1.64 |
140 |
10,051 |
-9 |
Sep13 |
120503 |
101.63 |
101.63 |
101.63 |
101.63 |
-1.59 |
274 |
23,246 |
+44 |
Total Volume and Open Interest |
568,789 |
1,602,007 |
+22,824 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
6,231 |
1,427 |
-119 |
Jun12 |
120503 |
105.400 |
105.400 |
102.375 |
102.550 |
-2.675 |
5,408 |
2,308 |
+96 |
Jul12 |
120503 |
105.450 |
105.675 |
102.800 |
102.925 |
-2.650 |
131 |
232 |
+5 |
Aug12 |
120503 |
105.375 |
105.375 |
103.200 |
103.200 |
-2.625 |
23 |
73 |
-2 |
Sep12 |
120503 |
103.425 |
103.425 |
103.400 |
103.400 |
-2.575 |
6 |
37 |
+3 |
Oct12 |
120503 |
105.925 |
105.950 |
103.550 |
103.550 |
-2.500 |
4 |
20 |
+0 |
Nov12 |
120503 |
103.700 |
103.700 |
103.700 |
103.700 |
-2.400 |
0 |
2 |
+0 |
Dec12 |
120503 |
104.875 |
104.875 |
103.825 |
103.825 |
-2.325 |
14 |
250 |
+8 |
Jan13 |
120503 |
103.950 |
103.950 |
103.950 |
103.950 |
-2.200 |
0 |
6 |
+0 |
Feb13 |
120503 |
103.950 |
103.950 |
103.950 |
103.950 |
-2.075 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,588 |
3,110 |
+112 |
Heating Oil(NYM) |
Jun12 |
120503 |
314.30 |
314.82 |
308.28 |
308.69 |
-5.56 |
54,670 |
109,735 |
+226 |
Jul12 |
120503 |
314.90 |
314.96 |
308.69 |
309.02 |
-5.44 |
16,540 |
49,138 |
+395 |
Aug12 |
120503 |
314.05 |
315.31 |
309.13 |
309.41 |
-5.37 |
10,685 |
34,674 |
-250 |
Sep12 |
120503 |
315.70 |
315.75 |
309.64 |
309.94 |
-5.32 |
9,209 |
26,419 |
+342 |
Oct12 |
120503 |
315.99 |
316.16 |
310.48 |
310.48 |
-5.30 |
3,356 |
11,774 |
+202 |
Nov12 |
120503 |
311.50 |
312.38 |
310.88 |
311.09 |
-5.31 |
2,702 |
7,963 |
+491 |
Dec12 |
120503 |
317.29 |
317.29 |
311.10 |
311.58 |
-5.34 |
11,421 |
46,144 |
+24 |
Jan13 |
120503 |
316.53 |
316.57 |
312.04 |
312.04 |
-5.34 |
995 |
7,410 |
+157 |
Feb13 |
120503 |
312.52 |
313.15 |
311.89 |
311.89 |
-5.32 |
900 |
2,123 |
+101 |
Mar13 |
120503 |
314.00 |
314.00 |
311.00 |
311.24 |
-5.36 |
1,367 |
3,460 |
-270 |
Apr13 |
120503 |
312.00 |
312.00 |
310.00 |
310.39 |
-5.39 |
1,542 |
3,467 |
+943 |
May13 |
120503 |
313.75 |
313.75 |
313.75 |
313.75 |
-4.73 |
26 |
26 |
+26 |
Total Volume and Open Interest |
113,427 |
302,335 |
+2,389 |
Gasoline(NYMEX) |
Jun12 |
120503 |
307.73 |
309.83 |
304.50 |
305.00 |
-2.57 |
61,557 |
105,482 |
-969 |
Jul12 |
120503 |
304.98 |
305.65 |
300.34 |
300.78 |
-3.38 |
35,959 |
56,243 |
+93 |
Aug12 |
120503 |
300.58 |
301.68 |
296.54 |
296.92 |
-3.88 |
20,736 |
34,676 |
+123 |
Sep12 |
120503 |
297.55 |
298.06 |
292.97 |
293.33 |
-4.22 |
12,670 |
28,974 |
+304 |
Oct12 |
120503 |
283.60 |
283.60 |
278.66 |
279.05 |
-4.33 |
7,595 |
20,696 |
-500 |
Nov12 |
120503 |
279.67 |
279.81 |
275.50 |
275.84 |
-4.40 |
3,365 |
8,092 |
+217 |
Dec12 |
120503 |
278.31 |
278.53 |
273.87 |
274.25 |
-4.46 |
5,108 |
25,467 |
-282 |
Jan13 |
120503 |
274.85 |
274.94 |
273.34 |
273.83 |
-4.50 |
863 |
6,363 |
+449 |
Feb13 |
120503 |
274.62 |
274.62 |
274.30 |
274.62 |
-4.49 |
54 |
3,189 |
-4 |
Mar13 |
120503 |
276.10 |
276.10 |
276.10 |
276.10 |
-4.46 |
7 |
1,956 |
-2 |
Total Volume and Open Interest |
147,963 |
302,610 |
-561 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120503 |
305.00 |
305.00 |
305.00 |
305.00 |
-2.60 |
1 |
1 |
+1 |
Jul12 |
120503 |
300.80 |
300.80 |
300.78 |
300.80 |
-3.40 |
|
|
|
Aug12 |
120503 |
296.90 |
296.92 |
296.90 |
296.90 |
-3.90 |
|
|
|
Sep12 |
120503 |
293.30 |
293.33 |
293.30 |
293.30 |
-4.30 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+1 |
Natural Gas(NYM) |
Jun12 |
120503 |
2.260 |
2.380 |
2.253 |
2.340 |
+0.087 |
161,946 |
222,311 |
+3,287 |
Jul12 |
120503 |
2.359 |
2.471 |
2.354 |
2.430 |
+0.076 |
56,158 |
248,289 |
-1,482 |
Aug12 |
120503 |
2.431 |
2.538 |
2.431 |
2.495 |
+0.069 |
31,120 |
87,659 |
-635 |
Sep12 |
120503 |
2.483 |
2.581 |
2.483 |
2.543 |
+0.068 |
36,351 |
118,584 |
+125 |
Oct12 |
120503 |
2.582 |
2.668 |
2.578 |
2.632 |
+0.067 |
37,189 |
138,953 |
-813 |
Nov12 |
120503 |
2.845 |
2.914 |
2.845 |
2.890 |
+0.073 |
13,818 |
58,857 |
-276 |
Dec12 |
120503 |
3.158 |
3.238 |
3.158 |
3.224 |
+0.076 |
10,701 |
62,040 |
-325 |
Jan13 |
120503 |
3.316 |
3.392 |
3.316 |
3.381 |
+0.074 |
18,632 |
76,994 |
-886 |
Feb13 |
120503 |
3.327 |
3.404 |
3.327 |
3.395 |
+0.074 |
3,058 |
19,765 |
+129 |
Mar13 |
120503 |
3.353 |
3.387 |
3.339 |
3.380 |
+0.075 |
5,479 |
30,916 |
-210 |
Apr13 |
120503 |
3.332 |
3.375 |
3.323 |
3.366 |
+0.076 |
11,744 |
46,860 |
+1,968 |
May13 |
120503 |
3.373 |
3.409 |
3.370 |
3.404 |
+0.074 |
745 |
13,578 |
+70 |
Jun13 |
120503 |
3.415 |
3.461 |
3.415 |
3.454 |
+0.074 |
647 |
4,996 |
-43 |
Jul13 |
120503 |
3.479 |
3.509 |
3.474 |
3.505 |
+0.072 |
261 |
5,764 |
+58 |
Aug13 |
120503 |
3.499 |
3.532 |
3.499 |
3.525 |
+0.072 |
246 |
6,115 |
-29 |
Sep13 |
120503 |
3.501 |
3.536 |
3.494 |
3.528 |
+0.072 |
452 |
6,221 |
-11 |
Total Volume and Open Interest |
394,768 |
1,257,703 |
+2,863 |
Brent Crude Oil(ICE) |
Jun12 |
120503 |
118.20 |
118.45 |
115.92 |
116.08 |
-2.12 |
171,623 |
243,596 |
-3,492 |
Jul12 |
120503 |
118.02 |
118.10 |
115.70 |
115.84 |
-2.06 |
98,634 |
188,125 |
+4,213 |
Aug12 |
120503 |
117.66 |
117.73 |
115.38 |
115.53 |
-2.00 |
46,165 |
114,563 |
+74 |
Sep12 |
120503 |
117.29 |
117.29 |
114.94 |
115.09 |
-1.98 |
25,013 |
92,207 |
+1,489 |
Oct12 |
120503 |
116.55 |
116.76 |
114.41 |
114.56 |
-1.97 |
15,600 |
80,198 |
-850 |
Nov12 |
120503 |
116.08 |
116.25 |
113.98 |
114.14 |
-1.95 |
10,952 |
49,969 |
-781 |
Dec12 |
120503 |
115.81 |
115.87 |
113.55 |
113.71 |
-1.92 |
38,266 |
120,683 |
-159 |
Jan13 |
120503 |
114.83 |
114.98 |
113.21 |
113.30 |
-1.89 |
4,269 |
21,249 |
+182 |
Feb13 |
120503 |
114.19 |
114.52 |
112.88 |
112.89 |
-1.84 |
2,147 |
12,805 |
+173 |
Mar13 |
120503 |
112.90 |
112.90 |
112.48 |
112.48 |
-1.79 |
1,692 |
15,743 |
+172 |
Apr13 |
120503 |
112.48 |
112.48 |
112.04 |
112.04 |
-1.73 |
766 |
8,683 |
-211 |
May13 |
120503 |
111.54 |
111.54 |
111.52 |
111.52 |
-1.67 |
932 |
9,590 |
-86 |
Jun13 |
120503 |
112.59 |
112.59 |
110.78 |
111.01 |
-1.60 |
5,521 |
38,067 |
-277 |
Jul13 |
120503 |
110.51 |
110.51 |
110.51 |
110.51 |
-1.53 |
317 |
6,788 |
-85 |
Total Volume and Open Interest |
443,595 |
1,239,919 |
+1,573 |
Gas Oil(ICE) |
May12 |
120503 |
1002.50 |
1003.25 |
983.50 |
988.25 |
-11.25 |
39,202 |
94,492 |
-388 |
Jun12 |
120503 |
998.00 |
999.00 |
979.00 |
984.25 |
-11.25 |
82,375 |
116,200 |
+537 |
Jul12 |
120503 |
995.25 |
996.00 |
976.75 |
981.50 |
-11.75 |
40,934 |
56,241 |
+2,131 |
Aug12 |
120503 |
995.00 |
995.00 |
976.00 |
980.75 |
-11.50 |
18,081 |
45,434 |
+2,772 |
Sep12 |
120503 |
994.00 |
994.00 |
976.00 |
980.50 |
-11.25 |
11,365 |
43,838 |
+1,842 |
Oct12 |
120503 |
991.00 |
992.50 |
975.50 |
979.75 |
-11.00 |
3,551 |
16,614 |
+560 |
Nov12 |
120503 |
991.50 |
991.50 |
974.00 |
978.25 |
-11.00 |
2,373 |
16,502 |
+80 |
Dec12 |
120503 |
990.25 |
990.25 |
971.75 |
976.75 |
-11.00 |
11,067 |
52,458 |
-232 |
Jan13 |
120503 |
988.75 |
988.75 |
972.25 |
975.75 |
-10.75 |
1,279 |
19,925 |
-233 |
Feb13 |
120503 |
986.75 |
986.75 |
970.75 |
974.00 |
-10.25 |
743 |
10,356 |
+198 |
Total Volume and Open Interest |
214,849 |
556,511 |
+7,530 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120503 |
2.193 |
2.207 |
2.188 |
2.200 |
+0.006 |
264 |
1,015 |
-134 |
Jul12 |
120503 |
2.193 |
2.207 |
2.188 |
2.200 |
+0.003 |
295 |
1,614 |
+17 |
Aug12 |
120503 |
2.167 |
2.181 |
2.164 |
2.177 |
+0.002 |
108 |
2,423 |
-34 |
Sep12 |
120503 |
2.075 |
2.090 |
2.073 |
2.085 |
+0.003 |
94 |
1,274 |
-37 |
Oct12 |
120503 |
2.025 |
2.025 |
2.010 |
2.019 |
-0.006 |
68 |
1,469 |
+15 |
Nov12 |
120503 |
1.995 |
1.995 |
1.984 |
1.992 |
-0.011 |
205 |
1,379 |
-128 |
Dec12 |
120503 |
1.990 |
1.990 |
1.971 |
1.980 |
-0.011 |
160 |
918 |
-44 |
Total Volume and Open Interest |
1,365 |
11,815 |
-394 |
WTI Crude Oil(ICE) |
Jun12 |
120503 |
105.25 |
105.38 |
102.37 |
102.54 |
-2.68 |
51,039 |
74,368 |
+3,124 |
Jul12 |
120503 |
105.60 |
105.70 |
102.78 |
102.92 |
-2.66 |
21,268 |
46,518 |
+1,452 |
Aug12 |
120503 |
105.69 |
105.81 |
103.18 |
103.20 |
-2.63 |
14,730 |
30,439 |
+2,294 |
Sep12 |
120503 |
105.94 |
106.05 |
103.37 |
103.40 |
-2.57 |
14,211 |
29,379 |
-1,206 |
Oct12 |
120503 |
106.00 |
106.15 |
103.43 |
103.54 |
-2.50 |
8,263 |
16,421 |
+226 |
Nov12 |
120503 |
105.87 |
105.91 |
103.68 |
103.69 |
-2.41 |
4,282 |
11,963 |
+465 |
Dec12 |
120503 |
106.30 |
106.30 |
103.70 |
103.83 |
-2.31 |
14,014 |
79,248 |
+105 |
Jan13 |
120503 |
105.42 |
105.42 |
103.90 |
103.94 |
-2.21 |
1,513 |
10,636 |
+455 |
Feb13 |
120503 |
104.23 |
104.23 |
103.93 |
103.94 |
-2.09 |
908 |
7,217 |
+167 |
Mar13 |
120503 |
103.84 |
103.84 |
103.84 |
103.84 |
-1.97 |
699 |
4,399 |
+13 |
Apr13 |
120503 |
103.63 |
103.63 |
103.63 |
103.63 |
-1.85 |
260 |
1,850 |
+133 |
May13 |
120503 |
103.26 |
103.26 |
103.26 |
103.26 |
-1.78 |
253 |
1,608 |
+4 |
Jun13 |
120503 |
103.19 |
103.20 |
102.78 |
102.86 |
-1.73 |
923 |
18,549 |
-80 |
Jul13 |
120503 |
102.42 |
102.42 |
102.42 |
102.42 |
-1.68 |
15 |
1,391 |
+9 |
Aug13 |
120503 |
102.01 |
102.01 |
102.01 |
102.01 |
-1.64 |
1 |
2,288 |
+0 |
Sep13 |
120503 |
101.63 |
101.63 |
101.63 |
101.63 |
-1.59 |
100 |
6,061 |
+100 |
Total Volume and Open Interest |
136,568 |
457,383 |
+7,369 |
US Dollar Index(ICE) |
Jun12 |
120503 |
79.260 |
79.535 |
79.150 |
79.293 |
+0.093 |
13,049 |
44,467 |
-315 |
Sep12 |
120503 |
79.525 |
79.690 |
79.525 |
79.613 |
+0.093 |
4 |
1,071 |
+2 |
Dec12 |
120503 |
79.993 |
79.993 |
79.993 |
79.993 |
+0.092 |
0 |
1 |
+0 |
Total Volume and Open Interest |
13,053 |
45,539 |
-313 |
Australian Dollar(CME) |
Jun12 |
120503 |
102.80 |
102.82 |
101.94 |
102.09 |
-0.69 |
106,535 |
147,126 |
-5,802 |
Sep12 |
120503 |
101.85 |
101.92 |
101.23 |
101.24 |
-0.68 |
222 |
607 |
+46 |
Dec12 |
120503 |
100.47 |
101.14 |
100.47 |
100.47 |
-0.67 |
0 |
14 |
+0 |
Total Volume and Open Interest |
106,757 |
147,749 |
-5,756 |
British Pound(CME) |
Jun12 |
120503 |
161.95 |
162.12 |
161.55 |
161.78 |
-0.15 |
72,750 |
187,977 |
-2,135 |
Sep12 |
120503 |
161.59 |
162.00 |
161.53 |
161.69 |
-0.15 |
100 |
265 |
+60 |
Dec12 |
120503 |
161.58 |
161.72 |
161.58 |
161.58 |
-0.14 |
0 |
44 |
+0 |
Total Volume and Open Interest |
72,850 |
188,288 |
-2,075 |
Canadian Dollar(CME) |
Jun12 |
120503 |
101.26 |
101.65 |
100.98 |
101.05 |
-0.21 |
60,225 |
155,700 |
+3,155 |
Sep12 |
120503 |
101.15 |
101.40 |
100.76 |
100.82 |
-0.22 |
170 |
2,610 |
-12 |
Dec12 |
120503 |
100.85 |
100.85 |
100.56 |
100.56 |
-0.21 |
38 |
4,266 |
+27 |
Mar13 |
120503 |
100.75 |
100.75 |
100.28 |
100.28 |
-0.21 |
7 |
191 |
-7 |
Total Volume and Open Interest |
60,441 |
163,036 |
+3,164 |
Japanese Yen(CME) |
Jun12 |
120503 |
124.82 |
124.88 |
124.18 |
124.59 |
-0.21 |
65,116 |
139,651 |
+190 |
Sep12 |
120503 |
124.89 |
124.93 |
124.36 |
124.72 |
-0.21 |
104 |
583 |
+9 |
Dec12 |
120503 |
124.67 |
125.12 |
124.54 |
124.93 |
-0.19 |
1 |
101 |
+1 |
Total Volume and Open Interest |
65,223 |
140,349 |
+200 |
Swiss Franc(CME) |
Jun12 |
120503 |
109.56 |
109.77 |
109.04 |
109.50 |
-0.06 |
29,596 |
41,463 |
+528 |
Sep12 |
120503 |
109.66 |
109.72 |
109.66 |
109.66 |
-0.06 |
1 |
188 |
+0 |
Dec12 |
120503 |
109.84 |
109.89 |
109.84 |
109.84 |
-0.05 |
0 |
3 |
+0 |
Total Volume and Open Interest |
29,598 |
41,657 |
+528 |
EuroFX(CME) |
Jun12 |
120503 |
131.59 |
131.83 |
130.97 |
131.52 |
-0.12 |
158,386 |
278,140 |
-2,184 |
Sep12 |
120503 |
131.66 |
131.90 |
131.10 |
131.61 |
-0.12 |
80 |
1,288 |
+11 |
Dec12 |
120503 |
131.90 |
131.90 |
131.67 |
131.73 |
-0.11 |
6 |
164 |
+5 |
Total Volume and Open Interest |
158,472 |
279,605 |
-2,168 |
Mexican Peso(CME) |
May12 |
120503 |
768.2 |
771.8 |
768.2 |
768.2 |
-3.5 |
|
|
|
Jun12 |
120503 |
769.2 |
771.5 |
764.8 |
766.2 |
-3.5 |
29,574 |
155,969 |
+1,146 |
Total Volume and Open Interest |
29,574 |
156,499 |
+1,146 |
Brazilian Real(CME) |
Jun12 |
120503 |
515.00 |
520.65 |
513.90 |
517.80 |
+0.70 |
3 |
5,304 |
+3 |
Jul12 |
120503 |
515.20 |
515.20 |
514.45 |
515.20 |
+0.75 |
|
|
|
Aug12 |
120503 |
512.10 |
512.10 |
511.60 |
512.10 |
+0.50 |
|
|
|
Sep12 |
120503 |
509.00 |
509.00 |
508.70 |
509.00 |
+0.30 |
0 |
26 |
+0 |
Total Volume and Open Interest |
3 |
18,898 |
+3 |
30-Year T-Bonds(CBOT) |
Jun12 |
120503 |
142~250 |
143~000 |
142~090 |
142~270 |
unch |
203,339 |
569,985 |
-4,430 |
Sep12 |
120503 |
142~030 |
142~060 |
141~180 |
142~020 |
unch |
295 |
1,311 |
-21 |
Dec12 |
120503 |
142~000 |
142~070 |
142~000 |
142~050 |
-0~020 |
2 |
43 |
+1 |
Total Volume and Open Interest |
203,636 |
571,339 |
-4,450 |
10-Year T-Notes(CBOT) |
Jun12 |
120503 |
132~050 |
132~095 |
131~295 |
132~060 |
unch |
804,991 |
1,813,741 |
+4,523 |
Sep12 |
120503 |
131~045 |
131~045 |
130~270 |
131~025 |
+0~005 |
1,020 |
19,039 |
+126 |
Dec12 |
120503 |
130~075 |
130~075 |
130~075 |
130~075 |
+0~005 |
0 |
1 |
+0 |
Total Volume and Open Interest |
806,011 |
1,832,781 |
+4,649 |
5-Year T-Notes(CBOT) |
Jun12 |
120503 |
123~094 |
123~104 |
123~081 |
123~100 |
+0~003 |
290,432 |
1,308,187 |
-5,380 |
Sep12 |
120503 |
123~052 |
123~052 |
123~048 |
123~052 |
+0~004 |
239 |
15,606 |
+5 |
Dec12 |
120503 |
122~076 |
122~076 |
122~072 |
122~076 |
+0~004 |
|
|
|
Total Volume and Open Interest |
290,671 |
1,323,793 |
-5,375 |
2 Year T-Notes(CBOT) |
Jun12 |
120503 |
110~033 |
110~036 |
110~032 |
110~034 |
+0~001 |
151,803 |
949,786 |
+2,921 |
Sep12 |
120503 |
110~019 |
110~019 |
110~018 |
110~019 |
+0~001 |
203 |
3,993 |
+133 |
Dec12 |
120503 |
109~085 |
109~085 |
109~084 |
109~085 |
+0~001 |
|
|
|
Total Volume and Open Interest |
152,006 |
953,779 |
+3,054 |
Eurodollars(CME) |
Jun12 |
120503 |
99.530 |
99.530 |
99.520 |
99.525 |
unch |
86,887 |
984,926 |
+4,581 |
Sep12 |
120503 |
99.505 |
99.510 |
99.500 |
99.505 |
unch |
90,714 |
899,250 |
-3,424 |
Dec12 |
120503 |
99.485 |
99.495 |
99.480 |
99.490 |
+0.005 |
70,632 |
989,534 |
+10,667 |
Mar13 |
120503 |
99.475 |
99.485 |
99.465 |
99.480 |
+0.005 |
65,000 |
717,529 |
+11,310 |
Jun13 |
120503 |
99.450 |
99.460 |
99.440 |
99.455 |
+0.005 |
80,467 |
671,582 |
-764 |
Sep13 |
120503 |
99.425 |
99.430 |
99.410 |
99.425 |
+0.005 |
85,874 |
650,206 |
+3,269 |
Dec13 |
120503 |
99.370 |
99.380 |
99.360 |
99.375 |
+0.005 |
98,383 |
647,783 |
+1,450 |
Mar14 |
120503 |
99.310 |
99.320 |
99.290 |
99.310 |
unch |
102,491 |
612,038 |
+4,949 |
Jun14 |
120503 |
99.210 |
99.220 |
99.190 |
99.215 |
unch |
71,596 |
465,808 |
-627 |
Sep14 |
120503 |
99.090 |
99.105 |
99.075 |
99.095 |
unch |
51,551 |
387,555 |
+4,472 |
Dec14 |
120503 |
98.945 |
98.955 |
98.920 |
98.945 |
unch |
65,753 |
335,813 |
+1,431 |
Mar15 |
120503 |
98.795 |
98.805 |
98.765 |
98.795 |
unch |
48,774 |
253,707 |
-1,361 |
Jun15 |
120503 |
0.316 |
0.336 |
0.296 |
0.321 |
unch |
47,211 |
266,094 |
+638 |
Sep15 |
120503 |
0.146 |
0.171 |
0.121 |
0.156 |
unch |
25,286 |
191,272 |
-546 |
Dec15 |
120503 |
6.535 |
0.001 |
6.510 |
6.540 |
unch |
24,754 |
174,984 |
-1,606 |
Mar16 |
120503 |
6.385 |
6.415 |
6.365 |
6.395 |
unch |
18,799 |
102,983 |
+783 |
Jun16 |
120503 |
6.230 |
6.250 |
6.205 |
6.235 |
unch |
11,443 |
105,212 |
-666 |
Sep16 |
120503 |
6.085 |
6.090 |
6.045 |
6.080 |
unch |
7,862 |
83,581 |
+712 |
Total Volume and Open Interest |
1,072,256 |
8,815,768 |
+37,753 |
30 Day Federal Funds(CBOT) |
May12 |
120503 |
99.857 |
99.863 |
99.855 |
99.857 |
-0.005 |
5,108 |
51,236 |
-1,707 |
Jun12 |
120503 |
99.855 |
99.860 |
99.855 |
99.860 |
unch |
2,528 |
37,582 |
-679 |
Jul12 |
120503 |
99.850 |
99.855 |
99.850 |
99.855 |
unch |
863 |
42,586 |
+261 |
Aug12 |
120503 |
99.850 |
99.850 |
99.845 |
99.850 |
unch |
754 |
36,951 |
+34 |
Sep12 |
120503 |
99.845 |
99.850 |
99.840 |
99.850 |
unch |
1,892 |
31,068 |
+1,518 |
Oct12 |
120503 |
99.840 |
99.845 |
99.840 |
99.845 |
unch |
482 |
47,932 |
-54 |
Total Volume and Open Interest |
24,043 |
490,074 |
+2,071 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120503 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
0 |
258 |
+0 |
Sep12 |
120503 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
120503 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120503 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
120503 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep13 |
120503 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec13 |
120503 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar14 |
120503 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun14 |
120503 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep14 |
120503 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120503 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,547 |
+0 |
Sep12 |
120503 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
797 |
+0 |
Dec12 |
120503 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
519 |
+0 |
Mar13 |
120503 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
181 |
+0 |
Jun13 |
120503 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
217 |
+0 |
Sep13 |
120503 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
325 |
+0 |
Dec13 |
120503 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120503 |
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 |
120503 |
141.70 |
141.82 |
141.26 |
141.71 |
-0.02 |
524,917 |
941,513 |
+28,160 |
Sep12 |
120503 |
140.37 |
140.47 |
140.00 |
140.39 |
-0.03 |
5,044 |
18,992 |
+4,002 |
Dec12 |
120503 |
140.21 |
140.21 |
140.21 |
140.21 |
-0.02 |
|
|
|
Total Volume and Open Interest |
529,961 |
960,505 |
+32,162 |
Euro-Bobl(EUREX) |
Jun12 |
120503 |
125.55 |
125.55 |
125.17 |
125.45 |
-0.10 |
260,486 |
785,969 |
-6,239 |
Sep12 |
120503 |
125.75 |
125.75 |
125.65 |
125.70 |
-0.11 |
5,685 |
14,644 |
+5,681 |
Dec12 |
120503 |
125.40 |
125.40 |
125.40 |
125.40 |
-0.10 |
|
|
|
Total Volume and Open Interest |
266,171 |
800,613 |
-558 |
3-Mth Euribor(EUREX) |
Jun12 |
120503 |
99.405 |
99.405 |
99.400 |
99.400 |
-0.015 |
0 |
1,627 |
+0 |
Sep12 |
120503 |
99.450 |
99.450 |
99.450 |
99.450 |
-0.005 |
0 |
1,234 |
+0 |
Dec12 |
120503 |
99.455 |
99.455 |
99.445 |
99.445 |
-0.005 |
400 |
1,640 |
+400 |
Total Volume and Open Interest |
401 |
6,459 |
+400 |
Long Gilt(LIFFE) |
Jun12 |
120503 |
116~13 |
116~20 |
116~04 |
116~14 |
+0~02 |
125,880 |
313,491 |
+5,236 |
Sep12 |
120503 |
115~19 |
115~19 |
115~13 |
115~14 |
+0~02 |
0 |
25 |
+1 |
Total Volume and Open Interest |
125,880 |
313,516 |
+5,237 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120503 |
98.99 |
99.00 |
98.99 |
98.99 |
unch |
11,923 |
234,861 |
+4,110 |
Sep12 |
120503 |
98.98 |
98.99 |
98.97 |
98.97 |
unch |
37,764 |
299,111 |
+7,167 |
Dec12 |
120503 |
98.96 |
98.97 |
98.95 |
98.95 |
unch |
42,304 |
231,262 |
-2,944 |
Mar13 |
120503 |
98.94 |
98.96 |
98.93 |
98.94 |
+0.01 |
50,527 |
239,329 |
-8,927 |
Jun13 |
120503 |
98.90 |
98.92 |
98.89 |
98.90 |
+0.01 |
65,139 |
235,599 |
-11,770 |
Sep13 |
120503 |
98.84 |
98.87 |
98.83 |
98.84 |
+0.01 |
44,571 |
230,986 |
-358 |
Total Volume and Open Interest |
463,638 |
2,193,361 |
-7,393 |
3-Mth Euribor(LIFFE) |
Jun12 |
120503 |
99.415 |
99.430 |
99.385 |
99.400 |
-0.015 |
137,678 |
554,704 |
+5,219 |
Sep12 |
120503 |
99.455 |
99.470 |
99.425 |
99.450 |
-0.005 |
118,570 |
495,051 |
+69 |
Dec12 |
120503 |
99.460 |
99.470 |
99.405 |
99.445 |
-0.005 |
114,242 |
453,360 |
+12,169 |
Total Volume and Open Interest |
877,114 |
3,441,336 |
+74,250 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120503 |
96.27 |
96.31 |
96.26 |
96.30 |
+0.02 |
39,313 |
166,651 |
-1,717 |
Sep12 |
120503 |
96.55 |
96.64 |
96.54 |
96.61 |
+0.05 |
47,607 |
166,038 |
+2,529 |
Dec12 |
120503 |
96.63 |
96.74 |
96.62 |
96.70 |
+0.06 |
31,773 |
125,489 |
+5,525 |
Mar13 |
120503 |
96.59 |
96.71 |
96.58 |
96.67 |
+0.07 |
12,750 |
75,096 |
+1,902 |
Jun13 |
120503 |
96.49 |
96.62 |
96.49 |
96.58 |
+0.07 |
7,096 |
60,212 |
+738 |
Sep13 |
120503 |
96.43 |
96.54 |
96.43 |
96.50 |
+0.07 |
3,804 |
43,565 |
+378 |
Dec13 |
120503 |
96.35 |
96.47 |
96.35 |
96.43 |
+0.07 |
1,820 |
29,514 |
+508 |
Mar14 |
120503 |
96.28 |
96.41 |
96.28 |
96.37 |
+0.07 |
842 |
18,259 |
+272 |
Jun14 |
120503 |
96.24 |
96.34 |
96.24 |
96.30 |
+0.07 |
1 |
993 |
-50 |
Sep14 |
120503 |
96.17 |
96.27 |
96.17 |
96.23 |
+0.06 |
1 |
535 |
+0 |
Total Volume and Open Interest |
145,007 |
686,679 |
+10,085 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120503 |
96.40 |
96.50 |
96.40 |
96.48 |
+0.07 |
66,218 |
393,505 |
-4,281 |
Sep12 |
120503 |
96.48 |
96.48 |
96.48 |
96.48 |
+0.07 |
|
|
|
Total Volume and Open Interest |
66,218 |
393,505 |
-4,281 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120503 |
97.08 |
97.17 |
97.07 |
97.15 |
+0.06 |
222,195 |
442,007 |
-19,373 |
Sep12 |
120503 |
97.15 |
97.15 |
97.15 |
97.15 |
+0.06 |
|
|
|
Total Volume and Open Interest |
222,195 |
442,007 |
-19,373 |
Gold(CMX) |
Jun12 |
120503 |
1654.0 |
1654.3 |
1631.3 |
1634.8 |
-19.2 |
105,171 |
215,277 |
-1,287 |
Aug12 |
120503 |
1656.3 |
1656.4 |
1633.6 |
1637.0 |
-19.3 |
6,450 |
48,464 |
+1,291 |
Oct12 |
120503 |
1657.3 |
1657.3 |
1636.0 |
1639.0 |
-19.4 |
2,222 |
13,221 |
+393 |
Dec12 |
120503 |
1659.1 |
1659.1 |
1637.6 |
1641.0 |
-19.4 |
7,653 |
41,989 |
+1,680 |
Feb13 |
120503 |
1657.8 |
1657.8 |
1642.9 |
1642.9 |
-19.5 |
2,827 |
17,841 |
+1,295 |
Apr13 |
120503 |
1657.2 |
1657.2 |
1644.9 |
1644.9 |
-19.6 |
988 |
12,374 |
-338 |
Jun13 |
120503 |
1648.0 |
1648.0 |
1647.0 |
1647.0 |
-19.6 |
897 |
12,769 |
+241 |
Aug13 |
120503 |
1649.2 |
1649.2 |
1649.2 |
1649.2 |
-19.7 |
309 |
1,496 |
+300 |
Oct13 |
120503 |
1651.5 |
1651.5 |
1651.5 |
1651.5 |
-19.7 |
251 |
684 |
+151 |
Dec13 |
120503 |
1672.2 |
1672.2 |
1654.0 |
1654.0 |
-19.7 |
587 |
8,603 |
+138 |
Feb14 |
120503 |
1657.0 |
1657.0 |
1657.0 |
1657.0 |
-19.8 |
0 |
6 |
+0 |
Total Volume and Open Interest |
128,647 |
411,972 |
+3,967 |
Silver(CMX) |
May12 |
120503 |
3039.5 |
3048.0 |
2988.0 |
2995.9 |
-63.3 |
867 |
993 |
-464 |
Jul12 |
120503 |
3064.5 |
3067.5 |
2983.5 |
3001.0 |
-63.5 |
24,868 |
58,495 |
-928 |
Sep12 |
120503 |
3050.5 |
3050.5 |
2998.5 |
3006.7 |
-63.7 |
624 |
8,811 |
+356 |
Dec12 |
120503 |
3071.0 |
3071.0 |
2997.0 |
3013.2 |
-63.9 |
1,249 |
18,118 |
-92 |
Mar13 |
120503 |
3009.0 |
3015.9 |
3009.0 |
3015.9 |
-64.0 |
31 |
2,687 |
+5 |
May13 |
120503 |
3016.9 |
3016.9 |
3016.9 |
3016.9 |
-64.2 |
41 |
1,725 |
+2 |
Jul13 |
120503 |
3017.3 |
3017.3 |
3017.3 |
3017.3 |
-64.0 |
57 |
3,052 |
+13 |
Total Volume and Open Interest |
28,000 |
110,862 |
-1,091 |
Platinum(NYMEX) |
Jul12 |
120503 |
1562.0 |
1565.6 |
1530.1 |
1533.1 |
-31.3 |
5,381 |
39,544 |
+434 |
Oct12 |
120503 |
1563.0 |
1563.0 |
1534.9 |
1536.3 |
-31.6 |
67 |
2,106 |
+52 |
Jan13 |
120503 |
1556.0 |
1556.0 |
1538.9 |
1538.9 |
-31.6 |
12 |
155 |
+11 |
Apr13 |
120503 |
1538.9 |
1538.9 |
1538.9 |
1538.9 |
-31.6 |
|
|
|
Total Volume and Open Interest |
5,460 |
41,810 |
+497 |
Palladium(NYMEX) |
Jun12 |
120503 |
667.15 |
670.25 |
660.00 |
661.35 |
-8.10 |
2,073 |
18,812 |
-247 |
Sep12 |
120503 |
671.25 |
671.25 |
662.00 |
663.20 |
-8.05 |
369 |
2,714 |
+177 |
Dec12 |
120503 |
664.55 |
664.55 |
664.55 |
664.55 |
-8.05 |
10 |
48 |
+10 |
Total Volume and Open Interest |
2,452 |
21,576 |
-60 |
Copper(CMX) |
May12 |
120503 |
378.45 |
378.45 |
372.40 |
373.35 |
-5.20 |
1,109 |
4,709 |
-1,356 |
Jul12 |
120503 |
378.50 |
379.10 |
372.70 |
373.60 |
-5.10 |
35,714 |
77,428 |
-306 |
Sep12 |
120503 |
378.90 |
379.15 |
373.15 |
374.10 |
-4.85 |
3,387 |
26,047 |
-910 |
Dec12 |
120503 |
379.10 |
379.10 |
373.90 |
374.95 |
-4.75 |
2,771 |
18,718 |
+724 |
Mar13 |
120503 |
375.65 |
375.65 |
375.65 |
375.65 |
-4.70 |
817 |
4,193 |
+731 |
Total Volume and Open Interest |
44,483 |
144,241 |
-1,156 |
DJIA Index(CBOT) |
Jun12 |
120503 |
13200 |
13240 |
13120 |
13143 |
-61 |
184 |
11,569 |
+19 |
Sep12 |
120503 |
13071 |
13132 |
13071 |
13071 |
-61 |
0 |
2 |
+0 |
Dec12 |
120503 |
12990 |
13051 |
12990 |
12990 |
-61 |
0 |
1 |
+0 |
Mar13 |
120503 |
12923 |
12984 |
12923 |
12923 |
-61 |
|
|
|
Total Volume and Open Interest |
184 |
11,572 |
+19 |
E-mini DJIA Index(CBOT) |
Jun12 |
120503 |
13201 |
13248 |
13118 |
13143 |
-61 |
82,605 |
112,235 |
+2,588 |
Sep12 |
120503 |
13152 |
13152 |
13065 |
13071 |
-61 |
12 |
184 |
+8 |
Dec12 |
120503 |
12998 |
12998 |
12990 |
12990 |
-61 |
1 |
24 |
+1 |
Mar13 |
120503 |
12923 |
12923 |
12923 |
12923 |
-61 |
|
|
|
Total Volume and Open Interest |
82,618 |
112,443 |
+2,597 |
S & P 500(CME) |
Jun12 |
120503 |
1397.80 |
1402.60 |
1384.70 |
1385.90 |
-11.60 |
12,999 |
236,356 |
+2,812 |
Sep12 |
120503 |
1380.50 |
1393.10 |
1378.00 |
1379.50 |
-11.60 |
709 |
3,490 |
+446 |
Dec12 |
120503 |
1372.90 |
1386.50 |
1372.50 |
1372.90 |
-11.60 |
615 |
4,964 |
+417 |
Mar13 |
120503 |
1366.40 |
1380.00 |
1366.00 |
1366.40 |
-11.60 |
|
|
|
Total Volume and Open Interest |
14,323 |
244,810 |
+3,675 |
S & P 500 E-Mini(Globex) |
Jun12 |
120503 |
1397.50 |
1402.75 |
1384.50 |
1386.00 |
-11.50 |
1,305,665 |
2,825,580 |
+5,055 |
Sep12 |
120503 |
1391.25 |
1395.75 |
1378.25 |
1379.50 |
-11.50 |
1,391 |
28,798 |
-425 |
Total Volume and Open Interest |
1,308,473 |
2,858,768 |
+4,828 |
NASDAQ 100(CME) |
Jun12 |
120503 |
2728.00 |
2738.00 |
2691.00 |
2692.00 |
-35.50 |
266 |
16,482 |
-24 |
Sep12 |
120503 |
2686.50 |
2690.00 |
2686.50 |
2686.50 |
-35.50 |
0 |
1 |
+0 |
Dec12 |
120503 |
2679.80 |
2715.30 |
2679.80 |
2679.80 |
-35.50 |
|
|
|
Total Volume and Open Interest |
266 |
16,483 |
-24 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120503 |
2728.00 |
2738.30 |
2692.00 |
2692.00 |
-35.50 |
180,909 |
409,018 |
+783 |
Sep12 |
120503 |
2727.50 |
2727.80 |
2686.50 |
2686.50 |
-35.50 |
18 |
736 |
-1 |
Total Volume and Open Interest |
180,927 |
409,777 |
+782 |
S & P Midcap 400(CME) |
Jun12 |
120503 |
977.90 |
977.90 |
975.00 |
977.90 |
-16.30 |
0 |
1,918 |
+0 |
Sep12 |
120503 |
974.90 |
991.20 |
974.90 |
974.90 |
-16.30 |
|
|
|
Dec12 |
120503 |
972.90 |
989.20 |
972.90 |
972.90 |
-16.30 |
|
|
|
Total Volume and Open Interest |
0 |
1,918 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120503 |
9370 |
9370 |
9245 |
9260 |
-90 |
4,068 |
42,150 |
-14 |
Sep12 |
120503 |
9275 |
9365 |
9275 |
9275 |
-90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,068 |
42,151 |
-14 |
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 |
120503 |
3193.5 |
3226.0 |
3158.0 |
3175.0 |
-2.0 |
136,387 |
387,841 |
-2,905 |
Jun12 |
120503 |
3163.5 |
3194.5 |
3130.0 |
3146.0 |
-3.5 |
706 |
30,831 |
+773 |
Jul12 |
120503 |
3127.5 |
3138.0 |
3127.5 |
3138.0 |
-3.5 |
|
|
|
Total Volume and Open Interest |
137,093 |
418,795 |
-2,132 |
Hang Seng Index(HKFE) |
May12 |
120503 |
21168 |
21170 |
20992 |
21091 |
-92 |
59,086 |
92,416 |
+4,422 |
Jun12 |
120503 |
20984 |
20984 |
20804 |
20895 |
-98 |
750 |
7,968 |
+14 |
Total Volume and Open Interest |
59,916 |
102,025 |
-7,863 |
DAX(EUREX) |
Jun12 |
120503 |
6747.0 |
6799.0 |
6652.5 |
6699.5 |
-10.5 |
109,072 |
179,298 |
-782 |
Sep12 |
120503 |
6747.5 |
6805.0 |
6661.0 |
6705.5 |
-11.0 |
170 |
3,637 |
+49 |
Dec12 |
120503 |
6722.0 |
6722.0 |
6712.5 |
6712.5 |
-10.5 |
5 |
402 |
+0 |
Total Volume and Open Interest |
109,247 |
183,337 |
-733 |
FT-SE 100(EURONEXT) |
Jun12 |
120503 |
5742.00 |
5766.50 |
5707.00 |
5733.00 |
+16.00 |
126,756 |
556,308 |
+5,278 |
Sep12 |
120503 |
5720.50 |
5720.50 |
5678.00 |
5692.00 |
+16.00 |
74 |
2,532 |
+0 |
Dec12 |
120503 |
5687.00 |
5687.00 |
5671.00 |
5671.00 |
+16.00 |
30 |
284 |
+0 |
Total Volume and Open Interest |
126,860 |
559,124 |
+5,278 |
SPI 200(SFE) |
Jun12 |
120503 |
4433.0 |
4440.0 |
4407.0 |
4426.0 |
-3.0 |
24,449 |
203,937 |
+45 |
Sep12 |
120503 |
4402.0 |
4402.0 |
4393.0 |
4393.0 |
-3.0 |
8 |
2,218 |
-5 |
Dec12 |
120503 |
4394.0 |
4394.0 |
4394.0 |
4394.0 |
-3.0 |
6 |
2,086 |
-3 |
Total Volume and Open Interest |
24,466 |
209,490 |
-15 |
GSCI(CME) |
May12 |
120503 |
677.60 |
678.00 |
667.00 |
667.50 |
-11.25 |
55 |
8,740 |
+7 |
Jun12 |
120503 |
678.60 |
679.00 |
668.60 |
668.60 |
-11.15 |
15 |
17 |
+15 |
Jul12 |
120503 |
664.40 |
676.10 |
664.40 |
664.40 |
-11.60 |
|
|
|
Total Volume and Open Interest |
70 |
8,757 |
+22 |
Reuters CCI(ICE) |
Jun12 |
120503 |
301.40 |
301.40 |
301.40 |
301.40 |
-2.60 |
|
|
|
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. |
|
|