|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri May 18, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120518 |
1435.00 |
1438.75 |
1405.00 |
1405.00 |
-33.00 |
131,249 |
282,824 |
-4,358 |
Aug12 |
120518 |
1400.75 |
1409.75 |
1379.50 |
1381.00 |
-24.25 |
14,589 |
42,454 |
+1,745 |
Sep12 |
120518 |
1345.25 |
1355.00 |
1326.50 |
1327.00 |
-20.50 |
4,269 |
20,313 |
+737 |
Nov12 |
120518 |
1304.00 |
1317.50 |
1288.00 |
1288.00 |
-18.50 |
70,585 |
246,254 |
+810 |
Jan13 |
120518 |
1302.00 |
1314.25 |
1286.00 |
1286.00 |
-18.00 |
6,816 |
51,116 |
-1,094 |
Mar13 |
120518 |
1275.50 |
1287.00 |
1259.50 |
1259.50 |
-16.00 |
7,638 |
63,779 |
+599 |
May13 |
120518 |
1252.00 |
1272.75 |
1242.75 |
1242.75 |
-18.00 |
5,212 |
33,729 |
+1,134 |
Jul13 |
120518 |
1258.75 |
1270.50 |
1241.00 |
1241.00 |
-18.25 |
3,462 |
33,937 |
+373 |
Aug13 |
120518 |
1234.50 |
1250.75 |
1234.50 |
1234.50 |
-16.25 |
0 |
155 |
+0 |
Sep13 |
120518 |
1194.50 |
1206.75 |
1194.50 |
1194.50 |
-12.25 |
1 |
258 |
+0 |
Nov13 |
120518 |
1167.00 |
1173.75 |
1157.00 |
1157.00 |
-9.50 |
1,376 |
15,731 |
+479 |
Jan14 |
120518 |
1162.00 |
1171.25 |
1162.00 |
1162.00 |
-9.25 |
0 |
160 |
+0 |
Mar14 |
120518 |
1160.00 |
1169.25 |
1160.00 |
1160.00 |
-9.25 |
0 |
3 |
+0 |
May14 |
120518 |
1160.00 |
1169.25 |
1160.00 |
1160.00 |
-9.25 |
|
|
|
Total Volume and Open Interest |
245,202 |
791,261 |
+425 |
Soybean Meal(CBOT) |
Jul12 |
120518 |
427.80 |
430.80 |
417.00 |
417.90 |
-10.10 |
52,154 |
131,583 |
+114 |
Aug12 |
120518 |
409.40 |
414.70 |
403.00 |
403.40 |
-6.90 |
4,423 |
19,274 |
+616 |
Sep12 |
120518 |
391.40 |
397.20 |
386.20 |
386.40 |
-5.00 |
2,764 |
16,472 |
+682 |
Oct12 |
120518 |
372.70 |
378.40 |
368.70 |
368.70 |
-4.10 |
684 |
11,900 |
+105 |
Dec12 |
120518 |
369.70 |
375.20 |
365.10 |
365.40 |
-3.60 |
15,594 |
43,231 |
-44 |
Jan13 |
120518 |
366.00 |
369.50 |
360.80 |
361.00 |
-2.80 |
538 |
4,811 |
+34 |
Mar13 |
120518 |
347.90 |
355.70 |
346.40 |
346.60 |
-3.40 |
835 |
8,224 |
-59 |
May13 |
120518 |
341.20 |
347.40 |
339.40 |
339.40 |
-4.80 |
1,065 |
5,713 |
+85 |
Jul13 |
120518 |
343.10 |
347.20 |
338.30 |
338.30 |
-5.40 |
741 |
6,436 |
+454 |
Aug13 |
120518 |
339.10 |
339.10 |
332.20 |
332.20 |
-5.40 |
0 |
234 |
+0 |
Total Volume and Open Interest |
79,018 |
253,257 |
+2,012 |
Soybean Oil(CBOT) |
Jul12 |
120518 |
50.80 |
50.84 |
50.03 |
50.32 |
-0.40 |
79,641 |
193,235 |
-1,904 |
Aug12 |
120518 |
50.94 |
51.01 |
50.25 |
50.54 |
-0.40 |
12,194 |
33,671 |
+1,210 |
Sep12 |
120518 |
51.14 |
51.21 |
50.45 |
50.74 |
-0.40 |
8,105 |
22,610 |
+732 |
Oct12 |
120518 |
51.38 |
51.44 |
50.75 |
50.92 |
-0.39 |
6,258 |
13,059 |
+1,045 |
Dec12 |
120518 |
51.71 |
51.81 |
51.00 |
51.31 |
-0.37 |
23,946 |
84,690 |
+797 |
Jan13 |
120518 |
51.65 |
51.80 |
51.25 |
51.54 |
-0.37 |
853 |
5,744 |
+102 |
Mar13 |
120518 |
51.90 |
52.15 |
51.50 |
51.75 |
-0.35 |
1,403 |
15,809 |
-103 |
May13 |
120518 |
51.95 |
52.08 |
51.75 |
51.86 |
-0.35 |
1,214 |
8,547 |
+27 |
Jul13 |
120518 |
52.18 |
52.43 |
51.91 |
51.95 |
-0.34 |
480 |
5,264 |
+119 |
Aug13 |
120518 |
51.91 |
52.19 |
51.85 |
51.85 |
-0.34 |
18 |
1,011 |
+9 |
Total Volume and Open Interest |
134,342 |
389,621 |
+2,106 |
Canola(WCE) |
May12 |
120514 |
599.4 |
599.4 |
599.4 |
599.4 |
-13.7 |
|
|
|
Jul12 |
120518 |
613.0 |
615.8 |
609.0 |
613.2 |
+1.8 |
7,846 |
86,248 |
-110 |
Nov12 |
120518 |
561.0 |
565.3 |
559.0 |
562.6 |
-0.5 |
6,022 |
115,493 |
-591 |
Jan13 |
120518 |
564.7 |
567.4 |
564.0 |
566.1 |
unch |
677 |
21,285 |
-46 |
Mar13 |
120518 |
566.0 |
570.0 |
564.0 |
568.8 |
+0.2 |
726 |
9,872 |
+0 |
Total Volume and Open Interest |
15,741 |
241,567 |
-539 |
Corn(CBOT) |
Jul12 |
120518 |
622.75 |
638.50 |
619.50 |
635.50 |
+10.50 |
153,375 |
522,739 |
-8,331 |
Sep12 |
120518 |
537.25 |
551.75 |
532.50 |
546.50 |
+8.00 |
33,507 |
170,586 |
+1,962 |
Dec12 |
120518 |
527.25 |
542.50 |
522.00 |
537.00 |
+8.75 |
78,363 |
382,072 |
+2,968 |
Mar13 |
120518 |
535.00 |
552.25 |
533.50 |
546.50 |
+7.25 |
8,941 |
61,508 |
+377 |
May13 |
120518 |
543.75 |
560.00 |
541.75 |
557.00 |
+9.75 |
3,498 |
13,614 |
+312 |
Jul13 |
120518 |
551.25 |
567.00 |
550.50 |
563.50 |
+8.75 |
5,052 |
32,610 |
+516 |
Sep13 |
120518 |
542.00 |
553.00 |
542.00 |
547.25 |
+4.00 |
116 |
1,899 |
+23 |
Dec13 |
120518 |
534.00 |
546.00 |
532.00 |
539.00 |
+1.00 |
2,595 |
40,051 |
+325 |
Mar14 |
120518 |
550.00 |
553.00 |
548.00 |
548.25 |
+0.25 |
0 |
648 |
+0 |
May14 |
120518 |
560.00 |
560.00 |
554.25 |
554.25 |
-1.25 |
2 |
216 |
+1 |
Total Volume and Open Interest |
285,512 |
1,230,232 |
-1,823 |
Wheat(CBOT) |
Jul12 |
120518 |
656.75 |
697.50 |
652.50 |
695.25 |
+37.50 |
82,702 |
229,396 |
-7,870 |
Sep12 |
120518 |
668.00 |
707.50 |
664.25 |
703.00 |
+33.50 |
17,348 |
57,125 |
-350 |
Dec12 |
120518 |
687.00 |
725.25 |
683.50 |
720.00 |
+31.25 |
21,100 |
104,366 |
-1,481 |
Mar13 |
120518 |
702.00 |
738.00 |
699.00 |
733.00 |
+29.50 |
2,577 |
16,102 |
-251 |
May13 |
120518 |
710.00 |
743.25 |
710.00 |
739.25 |
+27.25 |
532 |
5,975 |
-6 |
Jul13 |
120518 |
713.50 |
744.00 |
712.50 |
740.25 |
+26.25 |
1,735 |
9,853 |
-96 |
Total Volume and Open Interest |
126,143 |
428,174 |
-9,939 |
Wheat(KCBT) |
Jul12 |
120518 |
670.25 |
708.50 |
667.25 |
705.00 |
+33.00 |
12,819 |
82,472 |
-1,603 |
Sep12 |
120518 |
685.25 |
721.00 |
683.50 |
717.50 |
+31.00 |
2,378 |
23,587 |
+639 |
Dec12 |
120518 |
707.25 |
743.50 |
704.50 |
738.75 |
+30.25 |
2,269 |
26,139 |
+272 |
Mar13 |
120518 |
721.50 |
755.00 |
720.00 |
750.75 |
+29.25 |
874 |
6,542 |
+203 |
May13 |
120518 |
728.25 |
759.25 |
728.25 |
757.25 |
+29.25 |
148 |
3,658 |
+32 |
Jul13 |
120518 |
733.00 |
764.00 |
732.25 |
761.75 |
+30.25 |
233 |
1,937 |
+104 |
Total Volume and Open Interest |
18,732 |
144,505 |
-344 |
Wheat(MGE) |
May12 |
120514 |
741.25 |
741.25 |
741.25 |
741.25 |
unch |
30 |
49 |
-11 |
Jul12 |
120518 |
767.00 |
807.25 |
765.25 |
792.00 |
+24.75 |
2,429 |
16,737 |
+109 |
Sep12 |
120518 |
764.75 |
805.00 |
762.00 |
788.50 |
+24.00 |
727 |
10,977 |
+62 |
Dec12 |
120518 |
768.00 |
804.00 |
766.50 |
790.00 |
+21.50 |
494 |
9,665 |
+26 |
Mar13 |
120518 |
775.50 |
801.00 |
774.25 |
792.75 |
+19.25 |
82 |
1,660 |
+22 |
Total Volume and Open Interest |
3,740 |
39,226 |
+220 |
Oats(CBOT) |
Jul12 |
120518 |
338.50 |
341.00 |
335.00 |
340.00 |
+1.50 |
611 |
8,376 |
-91 |
Sep12 |
120518 |
343.50 |
344.50 |
343.00 |
344.50 |
+1.50 |
102 |
483 |
-5 |
Dec12 |
120518 |
345.75 |
350.00 |
345.25 |
350.00 |
+2.50 |
72 |
2,924 |
+40 |
Mar13 |
120518 |
350.00 |
353.25 |
350.00 |
353.25 |
+2.75 |
1 |
26 |
+0 |
Total Volume and Open Interest |
786 |
11,809 |
-56 |
Rough Rice(CBOT) |
May12 |
120514 |
15.48 |
15.48 |
15.48 |
15.48 |
unch |
52 |
67 |
-17 |
Jul12 |
120518 |
15.26 |
15.27 |
15.12 |
15.18 |
-0.09 |
1,179 |
10,973 |
-54 |
Sep12 |
120518 |
15.49 |
15.50 |
15.37 |
15.41 |
-0.09 |
175 |
2,575 |
-38 |
Nov12 |
120518 |
15.72 |
15.73 |
15.65 |
15.66 |
-0.07 |
8 |
281 |
+4 |
Total Volume and Open Interest |
1,362 |
13,929 |
-88 |
Live Cattle(CME) |
Jun12 |
120518 |
117.885 |
119.900 |
117.885 |
119.535 |
+1.605 |
20,674 |
78,379 |
-4,532 |
Aug12 |
120518 |
119.885 |
122.100 |
119.785 |
121.930 |
+1.880 |
18,582 |
124,592 |
+2,296 |
Oct12 |
120518 |
124.950 |
126.680 |
124.785 |
126.300 |
+1.350 |
8,634 |
73,932 |
+363 |
Dec12 |
120518 |
127.385 |
129.050 |
127.200 |
128.600 |
+1.150 |
4,247 |
38,039 |
+174 |
Feb13 |
120518 |
128.550 |
130.300 |
128.550 |
130.035 |
+1.350 |
1,791 |
15,720 |
+350 |
Apr13 |
120518 |
130.900 |
132.150 |
130.700 |
131.600 |
+0.700 |
485 |
5,530 |
+161 |
Total Volume and Open Interest |
54,588 |
337,637 |
-1,073 |
Feeder Cattle(CME) |
May12 |
120518 |
150.235 |
151.600 |
150.200 |
151.300 |
+0.670 |
1,248 |
4,113 |
-470 |
Aug12 |
120518 |
159.850 |
161.250 |
159.700 |
160.700 |
+0.765 |
2,322 |
22,686 |
+472 |
Sep12 |
120518 |
161.100 |
162.325 |
161.050 |
161.735 |
+0.550 |
462 |
5,222 |
+124 |
Oct12 |
120518 |
162.400 |
163.500 |
162.130 |
162.880 |
+0.445 |
533 |
4,760 |
+45 |
Nov12 |
120518 |
162.900 |
164.000 |
162.750 |
163.485 |
+0.485 |
227 |
2,125 |
+57 |
Jan13 |
120518 |
163.200 |
164.100 |
162.900 |
163.350 |
+0.400 |
222 |
1,689 |
+19 |
Mar13 |
120518 |
163.450 |
164.000 |
163.000 |
163.700 |
+0.800 |
19 |
102 |
+2 |
Total Volume and Open Interest |
5,036 |
40,705 |
+251 |
Lean Hogs(CME) |
Jun12 |
120518 |
87.680 |
87.950 |
86.750 |
87.430 |
unch |
18,979 |
55,740 |
-4,160 |
Jul12 |
120518 |
88.950 |
89.135 |
87.700 |
88.580 |
-0.170 |
14,517 |
67,334 |
+2,267 |
Aug12 |
120518 |
89.650 |
89.750 |
88.550 |
88.900 |
-0.600 |
8,230 |
39,127 |
+1,096 |
Oct12 |
120518 |
81.680 |
81.885 |
80.900 |
81.400 |
+0.050 |
4,421 |
46,538 |
+171 |
Dec12 |
120518 |
78.975 |
79.430 |
78.285 |
79.180 |
+0.250 |
1,542 |
35,183 |
+291 |
Feb13 |
120518 |
80.600 |
81.000 |
80.000 |
80.900 |
+0.450 |
538 |
12,882 |
+114 |
Apr13 |
120518 |
82.000 |
82.500 |
81.450 |
82.500 |
+0.700 |
280 |
7,806 |
+37 |
May13 |
120518 |
86.580 |
86.750 |
86.500 |
86.500 |
+0.550 |
2 |
152 |
+0 |
Total Volume and Open Interest |
48,649 |
268,789 |
-77 |
Class III Milk(CME) |
May12 |
120518 |
15.20 |
15.21 |
15.17 |
15.17 |
unch |
34 |
4,723 |
-12 |
Jun12 |
120518 |
15.32 |
15.45 |
15.22 |
15.39 |
+0.02 |
807 |
4,638 |
+36 |
Jul12 |
120518 |
15.20 |
15.35 |
15.15 |
15.26 |
+0.08 |
357 |
3,559 |
+46 |
Aug12 |
120518 |
15.40 |
15.59 |
15.35 |
15.45 |
+0.10 |
102 |
3,102 |
+22 |
Sep12 |
120518 |
15.75 |
15.85 |
15.70 |
15.85 |
+0.15 |
18 |
2,756 |
+3 |
Total Volume and Open Interest |
1,361 |
26,709 |
+105 |
Cocoa(ICE) |
Jul12 |
120518 |
2222 |
2286 |
2221 |
2273 |
+49 |
8,198 |
77,256 |
-819 |
Sep12 |
120518 |
2235 |
2298 |
2235 |
2285 |
+46 |
3,129 |
34,042 |
-15 |
Dec12 |
120518 |
2250 |
2305 |
2248 |
2293 |
+42 |
2,110 |
23,779 |
-1,120 |
Mar13 |
120518 |
2259 |
2311 |
2257 |
2298 |
+37 |
746 |
29,739 |
+152 |
May13 |
120518 |
2274 |
2320 |
2272 |
2310 |
+34 |
570 |
9,169 |
+290 |
Jul13 |
120518 |
2285 |
2330 |
2284 |
2319 |
+30 |
161 |
2,585 |
+75 |
Sep13 |
120518 |
2329 |
2329 |
2325 |
2328 |
+29 |
32 |
1,453 |
+13 |
Total Volume and Open Interest |
14,949 |
181,908 |
-1,422 |
Coffee "C"(ICE) |
May12 |
120518 |
177.70 |
177.70 |
177.70 |
177.70 |
-0.95 |
1 |
23 |
-1 |
Jul12 |
120518 |
178.30 |
181.85 |
177.70 |
179.15 |
-0.95 |
15,590 |
71,980 |
-18 |
Sep12 |
120518 |
181.00 |
184.00 |
180.05 |
181.30 |
-1.00 |
5,010 |
33,377 |
+159 |
Dec12 |
120518 |
185.00 |
187.50 |
183.60 |
184.85 |
-0.95 |
2,036 |
25,422 |
+397 |
Mar13 |
120518 |
190.25 |
191.30 |
187.85 |
188.55 |
-1.05 |
462 |
8,494 |
+72 |
May13 |
120518 |
192.70 |
193.70 |
190.80 |
190.90 |
-1.15 |
159 |
3,471 |
-1 |
Total Volume and Open Interest |
23,385 |
146,535 |
+646 |
Orange Juice(ICE) |
Jul12 |
120518 |
104.55 |
107.40 |
97.10 |
102.20 |
-3.65 |
729 |
14,633 |
+142 |
Sep12 |
120518 |
106.50 |
109.40 |
100.00 |
104.10 |
-3.80 |
81 |
2,209 |
+30 |
Nov12 |
120518 |
108.15 |
111.35 |
102.30 |
106.15 |
-3.70 |
137 |
4,021 |
+106 |
Jan13 |
120518 |
112.00 |
115.00 |
107.05 |
109.05 |
-3.50 |
0 |
683 |
+0 |
Mar13 |
120518 |
114.30 |
115.00 |
110.00 |
111.80 |
-3.05 |
0 |
964 |
+0 |
May13 |
120518 |
113.55 |
113.55 |
113.55 |
113.55 |
-3.05 |
0 |
52 |
+0 |
Total Volume and Open Interest |
947 |
22,574 |
+278 |
Sugar #11(ICE) |
Jul12 |
120518 |
20.88 |
20.90 |
20.40 |
20.47 |
-0.39 |
40,758 |
322,662 |
-3,990 |
Oct12 |
120518 |
21.21 |
21.21 |
20.76 |
20.80 |
-0.38 |
17,264 |
167,924 |
-2,398 |
Mar13 |
120518 |
22.07 |
22.08 |
21.64 |
21.68 |
-0.35 |
12,304 |
114,089 |
-874 |
May13 |
120518 |
22.05 |
22.05 |
21.70 |
21.72 |
-0.30 |
5,700 |
29,525 |
+34 |
Jul13 |
120518 |
22.00 |
22.00 |
21.71 |
21.75 |
-0.25 |
3,933 |
30,829 |
+1,386 |
Oct13 |
120518 |
22.06 |
22.11 |
21.84 |
21.90 |
-0.21 |
1,914 |
25,045 |
+1,084 |
Mar14 |
120518 |
22.28 |
22.38 |
22.08 |
22.16 |
-0.22 |
276 |
19,369 |
+116 |
May14 |
120518 |
22.04 |
22.17 |
21.90 |
21.96 |
-0.22 |
113 |
4,968 |
-2 |
Total Volume and Open Interest |
82,402 |
722,697 |
-4,570 |
London Cocoa(LCE) |
Jul12 |
120518 |
1528 |
1554 |
1523 |
1551 |
+23 |
4,413 |
64,851 |
-886 |
Sep12 |
120518 |
1511 |
1537 |
1509 |
1534 |
+21 |
2,784 |
31,940 |
+604 |
Dec12 |
120518 |
1498 |
1519 |
1495 |
1513 |
+14 |
1,541 |
33,863 |
+113 |
Mar13 |
120518 |
1480 |
1502 |
1475 |
1493 |
+12 |
1,475 |
36,022 |
+368 |
May13 |
120518 |
1478 |
1501 |
1475 |
1493 |
+13 |
452 |
9,988 |
+11 |
Jul13 |
120518 |
1486 |
1505 |
1486 |
1498 |
+12 |
82 |
5,011 |
+52 |
Sep13 |
120518 |
1507 |
1507 |
1502 |
1502 |
+11 |
52 |
3,289 |
-15 |
Total Volume and Open Interest |
10,802 |
186,911 |
-4,395 |
London Sugar(LCE) |
Aug12 |
120518 |
576.00 |
576.60 |
568.40 |
570.30 |
-7.20 |
2,840 |
30,362 |
-530 |
Oct12 |
120518 |
557.80 |
558.80 |
552.10 |
553.20 |
-6.00 |
890 |
14,410 |
-497 |
Dec12 |
120518 |
564.40 |
566.20 |
560.40 |
560.90 |
-6.20 |
132 |
6,031 |
+105 |
Mar13 |
120518 |
573.70 |
575.70 |
570.20 |
570.50 |
-6.40 |
70 |
6,486 |
-38 |
May13 |
120518 |
578.30 |
581.50 |
575.40 |
575.40 |
-5.10 |
18 |
949 |
+4 |
Total Volume and Open Interest |
4,010 |
59,530 |
-931 |
Cotton(ICE) |
Jul12 |
120518 |
76.75 |
78.12 |
76.47 |
77.99 |
+1.34 |
16,869 |
101,650 |
-144 |
Oct12 |
120518 |
76.97 |
76.97 |
76.97 |
76.97 |
+1.14 |
7 |
155 |
+3 |
Dec12 |
120518 |
74.00 |
75.56 |
74.00 |
75.21 |
+1.31 |
6,991 |
74,929 |
+69 |
Mar13 |
120518 |
75.35 |
76.78 |
75.35 |
76.45 |
+1.35 |
848 |
6,002 |
+273 |
May13 |
120518 |
76.33 |
77.75 |
76.33 |
77.47 |
+1.37 |
503 |
2,482 |
+313 |
Jul13 |
120518 |
77.21 |
78.69 |
77.21 |
78.39 |
+1.36 |
70 |
3,150 |
-6 |
Total Volume and Open Interest |
25,315 |
189,132 |
+523 |
Lumber(CME) |
Jul12 |
120518 |
282.2 |
289.0 |
282.2 |
288.5 |
+5.4 |
665 |
5,430 |
-161 |
Sep12 |
120518 |
287.4 |
291.3 |
287.0 |
289.8 |
+2.1 |
266 |
2,298 |
-40 |
Nov12 |
120518 |
285.1 |
288.8 |
284.9 |
288.0 |
+3.0 |
19 |
987 |
-8 |
Jan13 |
120518 |
294.8 |
295.5 |
293.0 |
295.5 |
+1.7 |
3 |
181 |
-1 |
Total Volume and Open Interest |
957 |
8,999 |
-208 |
Crude Oil(NYM) |
Jun12 |
120518 |
92.86 |
92.88 |
90.93 |
91.48 |
-1.08 |
308,371 |
127,215 |
-12,902 |
Jul12 |
120518 |
93.24 |
93.24 |
91.25 |
91.80 |
-1.14 |
128,242 |
281,055 |
+6,440 |
Aug12 |
120518 |
93.32 |
93.49 |
91.54 |
92.08 |
-1.11 |
52,895 |
92,975 |
+2,460 |
Sep12 |
120518 |
93.54 |
93.69 |
91.80 |
92.34 |
-1.10 |
32,572 |
87,660 |
+2,399 |
Oct12 |
120518 |
93.70 |
93.90 |
92.13 |
92.58 |
-1.08 |
15,218 |
52,242 |
+1,895 |
Nov12 |
120518 |
93.97 |
94.01 |
92.24 |
92.77 |
-1.06 |
9,391 |
39,795 |
+212 |
Dec12 |
120518 |
94.10 |
94.21 |
92.43 |
92.95 |
-1.05 |
54,279 |
183,545 |
-824 |
Jan13 |
120518 |
93.18 |
94.31 |
92.60 |
93.09 |
-1.04 |
6,381 |
50,884 |
+1,844 |
Feb13 |
120518 |
94.10 |
94.10 |
93.16 |
93.16 |
-1.03 |
2,635 |
28,343 |
-211 |
Mar13 |
120518 |
94.20 |
94.20 |
93.05 |
93.13 |
-1.03 |
4,346 |
36,173 |
-514 |
Apr13 |
120518 |
93.95 |
93.95 |
92.99 |
92.99 |
-1.03 |
1,560 |
19,040 |
-99 |
May13 |
120518 |
93.25 |
93.25 |
92.78 |
92.78 |
-1.03 |
2,812 |
16,365 |
+113 |
Jun13 |
120518 |
93.63 |
93.70 |
92.13 |
92.55 |
-1.03 |
11,312 |
72,819 |
+258 |
Jul13 |
120518 |
92.30 |
92.30 |
92.30 |
92.30 |
-1.01 |
452 |
17,192 |
+12 |
Aug13 |
120518 |
92.06 |
92.06 |
92.06 |
92.06 |
-0.99 |
79 |
9,675 |
+3 |
Sep13 |
120518 |
91.83 |
91.83 |
91.83 |
91.83 |
-0.98 |
1,181 |
24,494 |
+128 |
Total Volume and Open Interest |
664,792 |
1,537,443 |
-1,708 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
4,575 |
1,257 |
-170 |
Jun12 |
120518 |
92.800 |
92.850 |
90.925 |
91.475 |
-1.075 |
9,516 |
1,915 |
-191 |
Jul12 |
120518 |
93.175 |
93.225 |
91.275 |
91.800 |
-1.150 |
1,202 |
1,112 |
+258 |
Aug12 |
120518 |
92.425 |
93.300 |
91.700 |
92.075 |
-1.125 |
58 |
98 |
+8 |
Sep12 |
120518 |
93.275 |
93.275 |
92.000 |
92.350 |
-1.100 |
23 |
59 |
+9 |
Oct12 |
120518 |
92.575 |
92.575 |
92.575 |
92.575 |
-1.075 |
0 |
20 |
+0 |
Nov12 |
120518 |
93.600 |
93.600 |
92.775 |
92.775 |
-1.050 |
1 |
2 |
+0 |
Dec12 |
120518 |
94.000 |
94.000 |
92.875 |
92.950 |
-1.050 |
2 |
267 |
+0 |
Jan13 |
120518 |
93.100 |
93.100 |
93.100 |
93.100 |
-1.025 |
1 |
11 |
+1 |
Feb13 |
120518 |
93.150 |
93.150 |
93.150 |
93.150 |
-1.050 |
0 |
75 |
+0 |
Total Volume and Open Interest |
10,805 |
3,749 |
+87 |
Heating Oil(NYM) |
Jun12 |
120518 |
284.41 |
285.89 |
282.35 |
283.00 |
-1.90 |
56,482 |
64,520 |
-3,124 |
Jul12 |
120518 |
285.05 |
286.42 |
282.87 |
283.52 |
-2.04 |
33,672 |
65,900 |
+2,572 |
Aug12 |
120518 |
286.07 |
287.10 |
283.73 |
284.27 |
-2.14 |
12,413 |
35,995 |
+843 |
Sep12 |
120518 |
286.45 |
288.00 |
284.53 |
285.08 |
-2.15 |
11,578 |
34,133 |
+935 |
Oct12 |
120518 |
286.96 |
288.65 |
285.77 |
286.03 |
-2.01 |
5,802 |
14,618 |
+809 |
Nov12 |
120518 |
288.42 |
288.99 |
286.65 |
287.03 |
-1.86 |
3,479 |
11,374 |
-30 |
Dec12 |
120518 |
288.78 |
290.42 |
287.50 |
287.96 |
-1.75 |
10,732 |
44,209 |
+248 |
Jan13 |
120518 |
290.32 |
290.76 |
288.32 |
288.82 |
-1.68 |
2,310 |
10,964 |
+532 |
Feb13 |
120518 |
290.25 |
290.57 |
288.80 |
288.80 |
-1.63 |
990 |
3,415 |
+260 |
Mar13 |
120518 |
288.10 |
289.94 |
288.10 |
288.16 |
-1.59 |
2,205 |
7,785 |
+1,011 |
Apr13 |
120518 |
288.50 |
288.96 |
287.20 |
287.20 |
-1.55 |
542 |
14,483 |
+160 |
May13 |
120518 |
291.55 |
291.70 |
290.00 |
290.00 |
-1.55 |
101 |
4,287 |
+41 |
Total Volume and Open Interest |
140,644 |
313,542 |
+4,411 |
Gasoline(NYMEX) |
Jun12 |
120518 |
287.72 |
290.82 |
285.80 |
288.95 |
+1.13 |
49,944 |
74,327 |
-3,498 |
Jul12 |
120518 |
281.19 |
284.14 |
279.68 |
282.02 |
+0.28 |
40,535 |
93,834 |
+3,106 |
Aug12 |
120518 |
277.00 |
279.29 |
275.33 |
277.05 |
-0.32 |
15,676 |
33,459 |
+544 |
Sep12 |
120518 |
272.81 |
275.14 |
271.60 |
272.92 |
-0.62 |
9,271 |
31,175 |
+1,303 |
Oct12 |
120518 |
258.13 |
260.93 |
257.85 |
258.77 |
-0.85 |
4,059 |
22,668 |
+204 |
Nov12 |
120518 |
256.39 |
257.57 |
254.41 |
255.49 |
-0.94 |
1,582 |
10,192 |
-18 |
Dec12 |
120518 |
254.79 |
256.00 |
253.06 |
253.86 |
-1.06 |
2,827 |
26,732 |
+163 |
Jan13 |
120518 |
254.03 |
254.31 |
253.15 |
253.43 |
-1.07 |
628 |
7,751 |
+85 |
Feb13 |
120518 |
253.65 |
255.04 |
253.65 |
254.25 |
-1.09 |
142 |
3,127 |
-58 |
Mar13 |
120518 |
255.05 |
256.44 |
254.74 |
255.68 |
-1.09 |
303 |
2,350 |
-7 |
Total Volume and Open Interest |
125,403 |
316,884 |
+1,682 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120518 |
289.00 |
289.00 |
288.95 |
289.00 |
+1.20 |
|
|
|
Jul12 |
120518 |
282.00 |
282.02 |
282.00 |
282.00 |
+0.30 |
|
|
|
Aug12 |
120518 |
277.10 |
277.10 |
277.05 |
277.10 |
-0.30 |
|
|
|
Sep12 |
120518 |
272.90 |
272.92 |
272.90 |
272.90 |
-0.60 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jun12 |
120518 |
2.633 |
2.759 |
2.606 |
2.742 |
+0.148 |
159,851 |
115,613 |
-16,905 |
Jul12 |
120518 |
2.714 |
2.838 |
2.686 |
2.822 |
+0.149 |
79,217 |
250,789 |
+3,951 |
Aug12 |
120518 |
2.773 |
2.882 |
2.740 |
2.866 |
+0.136 |
40,527 |
97,326 |
+353 |
Sep12 |
120518 |
2.809 |
2.912 |
2.777 |
2.896 |
+0.131 |
27,623 |
135,128 |
+556 |
Oct12 |
120518 |
2.852 |
2.976 |
2.843 |
2.962 |
+0.122 |
39,223 |
130,497 |
+2,091 |
Nov12 |
120518 |
3.091 |
3.191 |
3.091 |
3.181 |
+0.092 |
18,050 |
74,705 |
+100 |
Dec12 |
120518 |
3.401 |
3.479 |
3.398 |
3.469 |
+0.068 |
15,553 |
56,349 |
+83 |
Jan13 |
120518 |
3.557 |
3.620 |
3.544 |
3.609 |
+0.055 |
19,502 |
75,342 |
-214 |
Feb13 |
120518 |
3.567 |
3.623 |
3.553 |
3.614 |
+0.047 |
2,367 |
21,510 |
+378 |
Mar13 |
120518 |
3.593 |
3.601 |
3.537 |
3.591 |
+0.046 |
3,999 |
35,341 |
+174 |
Apr13 |
120518 |
3.519 |
3.564 |
3.507 |
3.553 |
+0.035 |
8,276 |
55,573 |
+1,202 |
May13 |
120518 |
3.558 |
3.592 |
3.536 |
3.580 |
+0.031 |
1,709 |
15,115 |
+550 |
Jun13 |
120518 |
3.614 |
3.640 |
3.584 |
3.625 |
+0.029 |
1,473 |
7,034 |
+110 |
Jul13 |
120518 |
3.687 |
3.689 |
3.630 |
3.670 |
+0.027 |
1,123 |
6,476 |
+92 |
Aug13 |
120518 |
3.703 |
3.705 |
3.645 |
3.686 |
+0.027 |
771 |
6,466 |
+257 |
Sep13 |
120518 |
3.707 |
3.707 |
3.649 |
3.689 |
+0.027 |
576 |
6,210 |
+67 |
Total Volume and Open Interest |
427,678 |
1,216,669 |
-5,920 |
Brent Crude Oil(ICE) |
Jul12 |
120518 |
106.75 |
107.99 |
106.40 |
107.14 |
-0.35 |
292,342 |
258,286 |
-7,299 |
Aug12 |
120518 |
106.40 |
107.38 |
105.88 |
106.52 |
-0.44 |
111,231 |
158,961 |
-2,262 |
Sep12 |
120518 |
105.96 |
106.80 |
105.42 |
105.94 |
-0.52 |
64,026 |
111,600 |
-1,392 |
Oct12 |
120518 |
106.19 |
106.22 |
104.91 |
105.37 |
-0.59 |
43,856 |
91,410 |
-259 |
Nov12 |
120518 |
105.23 |
105.88 |
104.58 |
105.00 |
-0.65 |
23,570 |
57,862 |
+941 |
Dec12 |
120518 |
104.94 |
105.56 |
104.23 |
104.66 |
-0.69 |
76,597 |
130,801 |
+1,854 |
Jan13 |
120518 |
104.02 |
105.10 |
104.00 |
104.38 |
-0.69 |
13,465 |
23,455 |
+2,690 |
Feb13 |
120518 |
103.73 |
104.81 |
103.71 |
104.08 |
-0.69 |
6,381 |
13,520 |
+179 |
Mar13 |
120518 |
103.43 |
104.52 |
103.42 |
103.78 |
-0.69 |
7,021 |
16,880 |
-723 |
Apr13 |
120518 |
103.60 |
103.60 |
103.46 |
103.46 |
-0.70 |
3,501 |
11,032 |
+660 |
May13 |
120518 |
103.34 |
103.34 |
103.10 |
103.10 |
-0.69 |
2,877 |
11,513 |
+25 |
Jun13 |
120518 |
102.42 |
103.51 |
102.39 |
102.71 |
-0.68 |
13,813 |
43,046 |
+601 |
Jul13 |
120518 |
102.36 |
102.36 |
102.36 |
102.36 |
-0.68 |
903 |
7,487 |
+21 |
Aug13 |
120518 |
102.40 |
102.40 |
101.99 |
102.00 |
-0.67 |
557 |
6,265 |
+41 |
Total Volume and Open Interest |
697,462 |
1,192,903 |
-42,205 |
Gas Oil(ICE) |
Jun12 |
120518 |
908.00 |
913.75 |
902.00 |
907.75 |
-10.75 |
69,336 |
139,499 |
-4,370 |
Jul12 |
120518 |
906.25 |
911.00 |
899.00 |
904.75 |
-11.00 |
62,653 |
96,452 |
-740 |
Aug12 |
120518 |
904.75 |
909.50 |
898.75 |
904.00 |
-10.75 |
18,333 |
58,671 |
+1,650 |
Sep12 |
120518 |
903.75 |
908.50 |
900.00 |
904.25 |
-10.50 |
13,006 |
54,304 |
+1,347 |
Oct12 |
120518 |
906.75 |
909.00 |
900.00 |
904.50 |
-10.25 |
7,979 |
26,398 |
-252 |
Nov12 |
120518 |
907.00 |
907.75 |
899.50 |
903.75 |
-10.00 |
4,197 |
18,187 |
-464 |
Dec12 |
120518 |
902.75 |
907.50 |
898.75 |
903.25 |
-9.75 |
21,712 |
59,287 |
-70 |
Jan13 |
120518 |
907.00 |
907.00 |
899.50 |
903.75 |
-9.75 |
4,121 |
22,052 |
+721 |
Feb13 |
120518 |
900.50 |
908.00 |
900.50 |
903.75 |
-9.50 |
2,401 |
11,289 |
+621 |
Mar13 |
120518 |
906.25 |
906.75 |
899.75 |
903.25 |
-9.25 |
2,612 |
12,084 |
+284 |
Total Volume and Open Interest |
216,499 |
581,478 |
+354 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120518 |
2.202 |
2.220 |
2.202 |
2.217 |
+0.036 |
328 |
741 |
-142 |
Jul12 |
120518 |
2.195 |
2.228 |
2.195 |
2.224 |
+0.034 |
438 |
1,441 |
+55 |
Aug12 |
120518 |
2.174 |
2.203 |
2.174 |
2.198 |
+0.030 |
503 |
2,578 |
-86 |
Sep12 |
120518 |
2.117 |
2.125 |
2.110 |
2.115 |
+0.028 |
262 |
1,518 |
+90 |
Oct12 |
120518 |
2.039 |
2.044 |
2.032 |
2.035 |
+0.024 |
241 |
1,723 |
+65 |
Nov12 |
120518 |
2.004 |
2.011 |
1.995 |
2.003 |
+0.026 |
147 |
1,612 |
-17 |
Dec12 |
120518 |
1.990 |
2.000 |
1.988 |
1.992 |
+0.026 |
207 |
1,250 |
+64 |
Total Volume and Open Interest |
2,315 |
12,895 |
+108 |
WTI Crude Oil(ICE) |
Jun12 |
120518 |
92.68 |
92.88 |
90.96 |
91.48 |
-1.08 |
42,763 |
41,070 |
-3,807 |
Jul12 |
120518 |
93.04 |
93.24 |
91.27 |
91.80 |
-1.14 |
56,466 |
63,427 |
+1,336 |
Aug12 |
120518 |
93.17 |
93.42 |
91.66 |
92.08 |
-1.11 |
16,769 |
33,701 |
-1,765 |
Sep12 |
120518 |
93.40 |
93.60 |
91.92 |
92.34 |
-1.10 |
10,874 |
24,734 |
-1,281 |
Oct12 |
120518 |
93.59 |
93.76 |
92.21 |
92.58 |
-1.08 |
5,966 |
15,719 |
-92 |
Nov12 |
120518 |
93.77 |
94.07 |
92.58 |
92.77 |
-1.06 |
4,715 |
14,277 |
-79 |
Dec12 |
120518 |
93.95 |
94.06 |
92.54 |
92.95 |
-1.05 |
18,555 |
80,010 |
+1,498 |
Jan13 |
120518 |
93.09 |
93.09 |
93.09 |
93.09 |
-1.04 |
1,581 |
13,153 |
-34 |
Feb13 |
120518 |
93.16 |
93.16 |
93.16 |
93.16 |
-1.03 |
799 |
7,854 |
-169 |
Mar13 |
120518 |
93.77 |
93.77 |
93.13 |
93.13 |
-1.03 |
797 |
5,026 |
+54 |
Apr13 |
120518 |
92.99 |
92.99 |
92.99 |
92.99 |
-1.03 |
557 |
2,608 |
+219 |
May13 |
120518 |
92.78 |
92.78 |
92.78 |
92.78 |
-1.03 |
781 |
2,040 |
+165 |
Jun13 |
120518 |
93.33 |
93.40 |
92.52 |
92.55 |
-1.03 |
2,487 |
21,568 |
+928 |
Jul13 |
120518 |
92.30 |
92.30 |
92.30 |
92.30 |
-1.01 |
47 |
1,504 |
-4 |
Aug13 |
120518 |
92.06 |
92.06 |
92.06 |
92.06 |
-0.99 |
23 |
2,361 |
-6 |
Sep13 |
120518 |
91.83 |
91.83 |
91.83 |
91.83 |
-0.98 |
25 |
6,054 |
-5 |
Total Volume and Open Interest |
169,607 |
456,962 |
-2,818 |
US Dollar Index(ICE) |
Jun12 |
120518 |
81.650 |
81.930 |
81.155 |
81.425 |
-0.115 |
37,930 |
62,322 |
+4,070 |
Sep12 |
120518 |
81.925 |
82.195 |
81.620 |
81.765 |
-0.115 |
40 |
1,146 |
+20 |
Dec12 |
120518 |
82.075 |
82.075 |
82.075 |
82.075 |
-0.115 |
0 |
1 |
+0 |
Total Volume and Open Interest |
37,970 |
63,469 |
+4,090 |
Australian Dollar(CME) |
Jun12 |
120518 |
98.60 |
98.70 |
97.66 |
97.87 |
-1.12 |
179,815 |
141,261 |
-2,026 |
Sep12 |
120518 |
97.68 |
98.20 |
97.02 |
97.14 |
-1.06 |
145 |
650 |
+1 |
Dec12 |
120518 |
96.53 |
97.54 |
96.53 |
96.53 |
-1.01 |
0 |
61 |
+0 |
Total Volume and Open Interest |
179,960 |
141,976 |
-2,025 |
British Pound(CME) |
Jun12 |
120518 |
157.81 |
158.35 |
157.30 |
158.01 |
-0.13 |
157,221 |
191,685 |
-7,103 |
Sep12 |
120518 |
157.66 |
158.31 |
157.38 |
157.93 |
-0.13 |
154 |
386 |
-31 |
Dec12 |
120518 |
157.84 |
157.97 |
157.84 |
157.84 |
-0.13 |
22 |
69 |
+6 |
Total Volume and Open Interest |
157,397 |
192,142 |
-7,128 |
Canadian Dollar(CME) |
Jun12 |
120518 |
98.01 |
98.56 |
97.71 |
97.84 |
-0.38 |
125,291 |
130,981 |
-1,606 |
Sep12 |
120518 |
97.87 |
98.36 |
97.55 |
97.64 |
-0.38 |
603 |
3,477 |
+275 |
Dec12 |
120518 |
97.50 |
98.00 |
97.40 |
97.45 |
-0.37 |
102 |
3,935 |
-2 |
Mar13 |
120518 |
97.24 |
97.62 |
97.24 |
97.24 |
-0.38 |
9 |
190 |
+3 |
Total Volume and Open Interest |
126,040 |
138,867 |
-1,306 |
Japanese Yen(CME) |
Jun12 |
120518 |
126.10 |
126.63 |
125.87 |
126.50 |
+0.31 |
99,979 |
137,501 |
-674 |
Sep12 |
120518 |
126.19 |
126.69 |
126.06 |
126.65 |
+0.32 |
165 |
952 |
-19 |
Dec12 |
120518 |
126.55 |
126.86 |
126.40 |
126.86 |
+0.27 |
3 |
106 |
+0 |
Total Volume and Open Interest |
100,147 |
138,581 |
-694 |
Swiss Franc(CME) |
Jun12 |
120518 |
105.61 |
106.56 |
105.30 |
106.09 |
+0.19 |
55,890 |
64,299 |
+1,018 |
Sep12 |
120518 |
106.17 |
106.76 |
106.07 |
106.27 |
+0.20 |
24 |
257 |
+1 |
Dec12 |
120518 |
106.50 |
106.50 |
106.27 |
106.50 |
+0.23 |
0 |
3 |
+0 |
Total Volume and Open Interest |
55,914 |
64,562 |
+1,019 |
EuroFX(CME) |
Jun12 |
120518 |
126.86 |
127.96 |
126.44 |
127.39 |
+0.24 |
364,621 |
353,464 |
+299 |
Sep12 |
120518 |
126.98 |
128.02 |
126.58 |
127.52 |
+0.25 |
838 |
3,192 |
+4 |
Dec12 |
120518 |
127.00 |
127.95 |
126.98 |
127.71 |
+0.24 |
32 |
296 |
+2 |
Total Volume and Open Interest |
365,494 |
356,978 |
+304 |
Mexican Peso(CME) |
Jun12 |
120518 |
720.5 |
726.2 |
716.8 |
719.8 |
-2.5 |
89,547 |
133,868 |
-8,844 |
Jul12 |
120518 |
718.0 |
720.5 |
718.0 |
718.0 |
-2.5 |
|
|
|
Total Volume and Open Interest |
108,764 |
183,820 |
+9,434 |
Brazilian Real(CME) |
Jun12 |
120518 |
497.90 |
498.10 |
484.80 |
490.60 |
-9.50 |
249 |
6,122 |
+40 |
Jul12 |
120518 |
494.35 |
494.35 |
482.55 |
487.65 |
-9.80 |
4 |
584 |
+4 |
Aug12 |
120518 |
484.75 |
494.40 |
484.75 |
484.75 |
-9.65 |
|
|
|
Sep12 |
120518 |
481.80 |
491.30 |
481.80 |
481.80 |
-9.50 |
7 |
36 |
+7 |
Total Volume and Open Interest |
260 |
20,310 |
+51 |
30-Year T-Bonds(CBOT) |
Jun12 |
120518 |
148~160 |
148~200 |
147~180 |
148~100 |
-0~020 |
437,809 |
634,986 |
-694 |
Sep12 |
120518 |
147~300 |
148~010 |
146~310 |
147~230 |
-0~020 |
8,007 |
13,928 |
+4,341 |
Dec12 |
120518 |
147~200 |
148~020 |
147~070 |
148~000 |
-0~020 |
500 |
1,117 |
+400 |
Total Volume and Open Interest |
446,316 |
650,031 |
+4,047 |
10-Year T-Notes(CBOT) |
Jun12 |
120518 |
133~230 |
133~270 |
133~155 |
133~260 |
+0~015 |
1,396,129 |
1,855,349 |
+8,938 |
Sep12 |
120518 |
132~245 |
132~260 |
132~160 |
132~260 |
+0~015 |
30,612 |
66,807 |
+6,808 |
Dec12 |
120518 |
131~310 |
131~310 |
131~295 |
131~310 |
+0~015 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,426,741 |
1,922,157 |
+15,746 |
5-Year T-Notes(CBOT) |
Jun12 |
120518 |
124~012 |
124~021 |
123~125 |
124~011 |
-0~002 |
499,738 |
1,380,596 |
+5,180 |
Sep12 |
120518 |
123~099 |
123~105 |
123~085 |
123~100 |
-0~002 |
4,643 |
36,533 |
+3,276 |
Dec12 |
120518 |
122~124 |
122~126 |
122~124 |
122~124 |
-0~002 |
|
|
|
Total Volume and Open Interest |
504,381 |
1,417,129 |
+8,456 |
2 Year T-Notes(CBOT) |
Jun12 |
120518 |
110~026 |
111~025 |
110~023 |
110~026 |
+0~001 |
211,531 |
965,564 |
-29,709 |
Sep12 |
120518 |
110~014 |
110~014 |
110~009 |
110~013 |
+0~001 |
3,505 |
21,647 |
+1,519 |
Dec12 |
120518 |
109~079 |
109~079 |
109~078 |
109~079 |
+0~001 |
|
|
|
Total Volume and Open Interest |
215,036 |
987,211 |
-28,190 |
Eurodollars(CME) |
Jun12 |
120518 |
99.503 |
99.503 |
99.488 |
99.500 |
-0.003 |
307,737 |
962,018 |
+5,496 |
Sep12 |
120518 |
99.400 |
99.410 |
99.375 |
99.400 |
-0.005 |
615,391 |
944,782 |
+5,186 |
Dec12 |
120518 |
99.345 |
99.355 |
99.320 |
99.340 |
-0.015 |
529,914 |
997,809 |
+14,864 |
Mar13 |
120518 |
99.330 |
99.340 |
99.305 |
99.320 |
-0.020 |
414,537 |
698,116 |
-21,777 |
Jun13 |
120518 |
99.315 |
99.320 |
99.290 |
99.305 |
-0.015 |
369,711 |
688,947 |
-10,819 |
Sep13 |
120518 |
99.300 |
99.300 |
99.275 |
99.285 |
-0.015 |
278,721 |
669,514 |
-6,179 |
Dec13 |
120518 |
99.260 |
99.260 |
99.240 |
99.250 |
-0.015 |
232,098 |
620,102 |
-3,750 |
Mar14 |
120518 |
99.230 |
99.230 |
99.205 |
99.220 |
-0.015 |
204,124 |
606,682 |
-5,746 |
Jun14 |
120518 |
99.170 |
99.175 |
99.145 |
99.160 |
-0.015 |
140,334 |
463,753 |
-6,828 |
Sep14 |
120518 |
99.095 |
99.105 |
99.070 |
99.090 |
-0.010 |
108,372 |
357,635 |
-5,788 |
Dec14 |
120518 |
98.980 |
99.000 |
98.965 |
98.985 |
-0.010 |
97,153 |
316,405 |
-233 |
Mar15 |
120518 |
98.885 |
98.905 |
98.860 |
98.890 |
-0.005 |
81,541 |
286,482 |
-976 |
Jun15 |
120518 |
0.456 |
0.476 |
0.426 |
0.461 |
-0.005 |
64,376 |
251,584 |
+428 |
Sep15 |
120518 |
0.326 |
0.346 |
0.291 |
0.336 |
unch |
42,974 |
200,907 |
+2,781 |
Dec15 |
120518 |
0.196 |
0.216 |
0.151 |
0.201 |
+0.005 |
38,485 |
167,639 |
-1,536 |
Mar16 |
120518 |
0.076 |
0.086 |
0.026 |
0.076 |
+0.005 |
28,483 |
103,796 |
-919 |
Jun16 |
120518 |
6.490 |
6.500 |
6.440 |
6.495 |
+0.010 |
17,112 |
112,768 |
-1,202 |
Sep16 |
120518 |
6.355 |
6.365 |
6.305 |
6.360 |
+0.010 |
14,447 |
85,679 |
+135 |
Total Volume and Open Interest |
3,623,912 |
8,797,514 |
-36,725 |
30 Day Federal Funds(CBOT) |
May12 |
120518 |
99.840 |
99.842 |
99.838 |
99.840 |
unch |
1,065 |
54,608 |
+365 |
Jun12 |
120518 |
99.830 |
99.835 |
99.825 |
99.835 |
unch |
3,297 |
43,488 |
+497 |
Jul12 |
120518 |
99.830 |
99.835 |
99.830 |
99.835 |
unch |
3,042 |
46,920 |
+512 |
Aug12 |
120518 |
99.830 |
99.835 |
99.830 |
99.835 |
unch |
1,167 |
42,349 |
-359 |
Sep12 |
120518 |
99.825 |
99.830 |
99.825 |
99.830 |
unch |
1,829 |
32,563 |
-179 |
Oct12 |
120518 |
99.825 |
99.830 |
99.820 |
99.830 |
unch |
2,067 |
51,193 |
+472 |
Total Volume and Open Interest |
27,641 |
531,646 |
+3,118 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120518 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
258 |
+0 |
Sep12 |
120518 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec12 |
120518 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Mar13 |
120518 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Jun13 |
120518 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Sep13 |
120518 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Dec13 |
120518 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Mar14 |
120518 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Jun14 |
120518 |
99.505 |
99.505 |
99.505 |
99.505 |
unch |
|
|
|
Sep14 |
120518 |
99.365 |
99.365 |
99.365 |
99.365 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120518 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
7 |
2,574 |
+4 |
Sep12 |
120518 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
697 |
+0 |
Dec12 |
120518 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
519 |
+0 |
Mar13 |
120518 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
181 |
+0 |
Jun13 |
120518 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
11 |
206 |
+0 |
Sep13 |
120518 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
20 |
305 |
-20 |
Dec13 |
120518 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
564 |
+0 |
Mar14 |
120518 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
248 |
344 |
+248 |
Total Volume and Open Interest |
286 |
5,390 |
+232 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120518 |
143.33 |
143.63 |
143.33 |
143.39 |
+0.11 |
3,881 |
24,497 |
+414 |
Sep12 |
120518 |
143.18 |
143.30 |
143.18 |
143.20 |
+0.13 |
10 |
13 |
+4 |
Dec12 |
120518 |
142.07 |
142.07 |
142.07 |
142.07 |
+0.13 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,891 |
24,514 |
+418 |
Euro-Bund(EUREX) |
Jun12 |
120518 |
144.01 |
144.06 |
143.54 |
143.64 |
-0.03 |
1,028,708 |
991,729 |
+14,600 |
Sep12 |
120518 |
142.74 |
142.86 |
142.36 |
142.46 |
-0.01 |
8,807 |
43,386 |
+1,708 |
Dec12 |
120518 |
141.95 |
142.04 |
141.75 |
142.04 |
-0.03 |
40 |
1 |
+1 |
Total Volume and Open Interest |
1,037,555 |
1,035,116 |
+16,309 |
Euro-Bobl(EUREX) |
Jun12 |
120518 |
126.22 |
126.26 |
126.01 |
126.06 |
-0.08 |
606,283 |
724,714 |
-8,294 |
Sep12 |
120518 |
126.60 |
126.60 |
126.43 |
126.43 |
-0.09 |
4,517 |
47,955 |
+1,435 |
Dec12 |
120518 |
126.01 |
126.01 |
126.01 |
126.01 |
-0.08 |
|
|
|
Total Volume and Open Interest |
610,800 |
772,669 |
-6,859 |
3-Mth Euribor(EUREX) |
Jun12 |
120518 |
99.315 |
99.315 |
99.315 |
99.315 |
-0.005 |
150 |
1,777 |
+0 |
Sep12 |
120518 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
2 |
1,330 |
+2 |
Dec12 |
120518 |
99.330 |
99.330 |
99.330 |
99.330 |
unch |
0 |
932 |
+0 |
Total Volume and Open Interest |
157 |
5,691 |
+7 |
Long Gilt(LIFFE) |
Jun12 |
120518 |
118~31 |
119~04 |
118~18 |
118~26 |
+0~08 |
131,036 |
314,323 |
+4,895 |
Sep12 |
120518 |
117~29 |
118~01 |
117~17 |
117~23 |
+0~07 |
2,090 |
7,979 |
+1,409 |
Total Volume and Open Interest |
133,126 |
322,302 |
+6,304 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120518 |
98.95 |
98.96 |
98.93 |
98.95 |
unch |
34,641 |
242,853 |
+7,250 |
Sep12 |
120518 |
98.87 |
98.89 |
98.85 |
98.88 |
unch |
78,457 |
375,482 |
-55 |
Dec12 |
120518 |
98.88 |
98.91 |
98.85 |
98.90 |
+0.01 |
89,774 |
287,737 |
+5,760 |
Mar13 |
120518 |
98.90 |
98.95 |
98.88 |
98.93 |
+0.02 |
88,765 |
257,046 |
+8,730 |
Jun13 |
120518 |
98.91 |
98.96 |
98.88 |
98.94 |
+0.03 |
117,591 |
241,085 |
+10,577 |
Sep13 |
120518 |
98.91 |
98.95 |
98.88 |
98.93 |
+0.03 |
133,587 |
232,563 |
-23,583 |
Total Volume and Open Interest |
923,160 |
2,474,285 |
+11,575 |
3-Mth Euribor(LIFFE) |
Jun12 |
120518 |
99.325 |
99.330 |
99.310 |
99.315 |
-0.005 |
94,023 |
567,598 |
-8,102 |
Sep12 |
120518 |
99.340 |
99.365 |
99.325 |
99.340 |
unch |
132,829 |
502,286 |
+4,414 |
Dec12 |
120518 |
99.335 |
99.350 |
99.320 |
99.330 |
unch |
82,851 |
459,265 |
+3,783 |
Total Volume and Open Interest |
620,826 |
3,489,293 |
+29,728 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120518 |
96.37 |
96.63 |
96.36 |
96.61 |
+0.24 |
28,956 |
139,365 |
-529 |
Sep12 |
120518 |
96.78 |
97.05 |
96.77 |
97.00 |
+0.22 |
32,109 |
194,247 |
+4,354 |
Dec12 |
120518 |
96.91 |
97.17 |
96.91 |
97.12 |
+0.20 |
27,878 |
146,616 |
+5,558 |
Mar13 |
120518 |
96.90 |
97.13 |
96.90 |
97.08 |
+0.18 |
10,925 |
81,141 |
+1,678 |
Jun13 |
120518 |
96.83 |
97.04 |
96.83 |
96.98 |
+0.15 |
4,687 |
66,416 |
+478 |
Sep13 |
120518 |
96.73 |
96.93 |
96.73 |
96.87 |
+0.13 |
3,397 |
50,713 |
-211 |
Dec13 |
120518 |
96.67 |
96.84 |
96.67 |
96.76 |
+0.10 |
1,910 |
33,272 |
+811 |
Mar14 |
120518 |
96.62 |
96.76 |
96.62 |
96.69 |
+0.09 |
844 |
21,726 |
+601 |
Jun14 |
120518 |
96.63 |
96.66 |
96.60 |
96.60 |
+0.07 |
2 |
1,153 |
+1 |
Sep14 |
120518 |
96.56 |
96.57 |
96.52 |
96.52 |
+0.07 |
0 |
690 |
-22 |
Total Volume and Open Interest |
110,708 |
735,753 |
+12,719 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120518 |
96.80 |
97.00 |
96.78 |
96.97 |
+0.18 |
73,904 |
418,376 |
+2,649 |
Sep12 |
120518 |
96.97 |
96.97 |
96.97 |
96.97 |
+0.18 |
|
|
|
Total Volume and Open Interest |
73,904 |
418,376 |
+2,649 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120518 |
97.39 |
97.67 |
97.38 |
97.63 |
+0.24 |
158,146 |
490,999 |
+15,706 |
Sep12 |
120518 |
97.63 |
97.63 |
97.63 |
97.63 |
+0.24 |
|
|
|
Total Volume and Open Interest |
158,146 |
490,999 |
+15,706 |
Gold(CMX) |
Jun12 |
120518 |
1574.5 |
1597.5 |
1567.8 |
1591.9 |
+17.0 |
252,560 |
170,453 |
-5,502 |
Aug12 |
120518 |
1576.7 |
1599.8 |
1570.0 |
1594.2 |
+17.1 |
32,642 |
98,587 |
+3,628 |
Oct12 |
120518 |
1579.6 |
1600.4 |
1573.3 |
1596.2 |
+17.1 |
6,918 |
10,501 |
-2,097 |
Dec12 |
120518 |
1580.3 |
1603.3 |
1574.3 |
1598.3 |
+17.1 |
9,915 |
46,081 |
+140 |
Feb13 |
120518 |
1582.2 |
1601.5 |
1576.6 |
1600.3 |
+17.1 |
1,974 |
16,504 |
-1,580 |
Apr13 |
120518 |
1603.1 |
1603.1 |
1602.4 |
1602.4 |
+17.1 |
322 |
12,231 |
+195 |
Jun13 |
120518 |
1581.3 |
1607.9 |
1581.3 |
1604.5 |
+17.1 |
789 |
12,349 |
+395 |
Aug13 |
120518 |
1606.9 |
1606.9 |
1606.9 |
1606.9 |
+17.1 |
0 |
1,893 |
+0 |
Oct13 |
120518 |
1609.4 |
1609.4 |
1609.4 |
1609.4 |
+17.2 |
10 |
877 |
-10 |
Dec13 |
120518 |
1607.6 |
1612.1 |
1607.6 |
1612.1 |
+17.2 |
131 |
8,854 |
+45 |
Feb14 |
120518 |
1615.1 |
1615.1 |
1615.1 |
1615.1 |
+17.3 |
0 |
6 |
+0 |
Total Volume and Open Interest |
307,291 |
416,956 |
-5,135 |
Silver(CMX) |
May12 |
120518 |
2803.0 |
2871.0 |
2803.0 |
2869.4 |
+69.8 |
9 |
195 |
-122 |
Jul12 |
120518 |
2800.5 |
2889.5 |
2778.0 |
2871.5 |
+69.5 |
60,320 |
60,367 |
+50 |
Sep12 |
120518 |
2810.0 |
2892.0 |
2785.5 |
2877.0 |
+69.6 |
2,177 |
8,965 |
-503 |
Dec12 |
120518 |
2806.5 |
2895.5 |
2798.0 |
2883.5 |
+69.6 |
1,785 |
18,024 |
-65 |
Mar13 |
120518 |
2875.0 |
2886.8 |
2875.0 |
2886.8 |
+69.6 |
309 |
2,973 |
+83 |
May13 |
120518 |
2795.0 |
2888.2 |
2795.0 |
2888.2 |
+69.6 |
0 |
1,818 |
+0 |
Jul13 |
120518 |
2800.0 |
2906.5 |
2800.0 |
2889.9 |
+69.6 |
348 |
2,894 |
-261 |
Total Volume and Open Interest |
66,029 |
113,663 |
-545 |
Platinum(NYMEX) |
Jul12 |
120518 |
1455.7 |
1466.3 |
1443.5 |
1459.3 |
+5.9 |
8,664 |
42,103 |
+409 |
Oct12 |
120518 |
1462.1 |
1469.0 |
1455.8 |
1462.5 |
+5.9 |
168 |
3,216 |
+68 |
Jan13 |
120518 |
1455.0 |
1470.1 |
1448.8 |
1465.3 |
+5.9 |
5 |
173 |
+2 |
Apr13 |
120518 |
1465.3 |
1465.3 |
1465.3 |
1465.3 |
+5.9 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,837 |
45,499 |
+479 |
Palladium(NYMEX) |
Jun12 |
120518 |
605.95 |
612.30 |
596.45 |
603.60 |
-2.25 |
4,888 |
17,271 |
+934 |
Sep12 |
120518 |
607.25 |
613.90 |
599.80 |
605.55 |
-2.25 |
634 |
6,366 |
+115 |
Dec12 |
120518 |
613.30 |
613.30 |
606.70 |
606.70 |
-2.25 |
1 |
58 |
+1 |
Total Volume and Open Interest |
5,527 |
23,700 |
+1,048 |
Copper(CMX) |
May12 |
120518 |
346.90 |
350.50 |
344.50 |
346.95 |
-1.00 |
383 |
1,193 |
-199 |
Jul12 |
120518 |
346.40 |
351.60 |
343.15 |
346.85 |
-1.05 |
68,717 |
78,188 |
-138 |
Sep12 |
120518 |
347.05 |
352.35 |
344.00 |
347.65 |
-1.00 |
3,889 |
27,057 |
+624 |
Dec12 |
120518 |
349.55 |
352.50 |
345.20 |
348.45 |
-0.95 |
976 |
22,255 |
+135 |
Mar13 |
120518 |
351.75 |
351.75 |
347.00 |
349.05 |
-0.95 |
82 |
6,004 |
+48 |
Total Volume and Open Interest |
75,321 |
148,229 |
+295 |
DJIA Index(CBOT) |
Jun12 |
120518 |
12420 |
12472 |
12320 |
12335 |
-78 |
121 |
14,260 |
+27 |
Sep12 |
120518 |
12264 |
12342 |
12264 |
12264 |
-78 |
0 |
4 |
+0 |
Dec12 |
120518 |
12184 |
12262 |
12184 |
12184 |
-78 |
0 |
1 |
+0 |
Mar13 |
120518 |
12117 |
12195 |
12117 |
12117 |
-78 |
|
|
|
Total Volume and Open Interest |
121 |
14,265 |
+27 |
E-mini DJIA Index(CBOT) |
Jun12 |
120518 |
12422 |
12480 |
12318 |
12335 |
-78 |
179,350 |
97,016 |
-1,875 |
Sep12 |
120518 |
12330 |
12388 |
12264 |
12264 |
-78 |
147 |
1,314 |
+108 |
Dec12 |
120518 |
12250 |
12250 |
12184 |
12184 |
-78 |
4 |
22 |
-1 |
Mar13 |
120518 |
12117 |
12117 |
12117 |
12117 |
-78 |
|
|
|
Total Volume and Open Interest |
179,501 |
98,352 |
-1,768 |
S & P 500(CME) |
Jun12 |
120518 |
1302.60 |
1310.20 |
1289.90 |
1290.80 |
-10.50 |
14,835 |
247,680 |
+1,472 |
Sep12 |
120518 |
1301.00 |
1302.90 |
1284.40 |
1284.40 |
-10.50 |
478 |
5,358 |
+288 |
Dec12 |
120518 |
1277.80 |
1296.30 |
1277.80 |
1277.80 |
-10.50 |
2,958 |
7,856 |
+820 |
Mar13 |
120518 |
1271.30 |
1289.80 |
1271.30 |
1271.30 |
-10.50 |
0 |
4 |
+0 |
Total Volume and Open Interest |
18,273 |
260,901 |
+2,582 |
S & P 500 E-Mini(Globex) |
Jun12 |
120518 |
1302.00 |
1310.50 |
1289.75 |
1290.75 |
-10.50 |
2,282,620 |
2,941,326 |
+11,659 |
Sep12 |
120518 |
1295.75 |
1303.75 |
1283.25 |
1284.50 |
-10.50 |
4,553 |
35,782 |
+2,424 |
Total Volume and Open Interest |
2,287,720 |
2,982,144 |
+14,329 |
NASDAQ 100(CME) |
Jun12 |
120518 |
2508.00 |
2521.00 |
2467.00 |
2468.30 |
-36.50 |
566 |
21,318 |
+61 |
Sep12 |
120518 |
2463.00 |
2515.00 |
2463.00 |
2463.00 |
-36.50 |
80 |
83 |
+80 |
Dec12 |
120518 |
2456.30 |
2492.80 |
2456.30 |
2456.30 |
-36.50 |
|
|
|
Total Volume and Open Interest |
646 |
21,401 |
+141 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120518 |
2507.00 |
2521.80 |
2468.00 |
2468.30 |
-36.50 |
283,940 |
407,494 |
+2,460 |
Sep12 |
120518 |
2517.80 |
2518.00 |
2463.00 |
2463.00 |
-36.50 |
272 |
369 |
+205 |
Total Volume and Open Interest |
284,212 |
407,887 |
+2,665 |
S & P Midcap 400(CME) |
Jun12 |
120518 |
901.30 |
920.00 |
901.00 |
901.30 |
-12.10 |
0 |
2,301 |
+0 |
Sep12 |
120518 |
898.30 |
910.40 |
898.30 |
898.30 |
-12.10 |
|
|
|
Dec12 |
120518 |
896.30 |
908.40 |
896.30 |
896.30 |
-12.10 |
|
|
|
Total Volume and Open Interest |
0 |
2,301 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120518 |
8680 |
8720 |
8545 |
8555 |
-130 |
5,942 |
35,891 |
+374 |
Sep12 |
120518 |
8650 |
8650 |
8575 |
8575 |
-130 |
1 |
3 |
+1 |
Total Volume and Open Interest |
5,943 |
35,894 |
+375 |
Nikkei 225(SGX) |
Jun12 |
120518 |
8805 |
8840 |
8585 |
8610 |
-240 |
165,534 |
248,015 |
-1,110 |
Sep12 |
120518 |
8795 |
8815 |
8580 |
8605 |
-240 |
632 |
8,995 |
+235 |
Dec12 |
120518 |
8545 |
8545 |
8545 |
8545 |
-240 |
0 |
5,905 |
+0 |
Total Volume and Open Interest |
166,201 |
266,235 |
-871 |
CAC 40(EURONEXT) |
May12 |
120518 |
2987.5 |
3033.0 |
2971.5 |
3015.0 |
+4.5 |
0 |
302,626 |
-92,819 |
Jun12 |
120518 |
2959.0 |
3004.0 |
2943.0 |
2978.5 |
-3.5 |
0 |
276,800 |
+109,003 |
Jul12 |
120518 |
2947.0 |
2980.0 |
2943.0 |
2968.0 |
-3.0 |
0 |
285 |
+1 |
Total Volume and Open Interest |
0 |
579,834 |
+16,185 |
Hang Seng Index(HKFE) |
May12 |
120518 |
18656 |
18850 |
18448 |
18813 |
-192 |
107,835 |
102,607 |
+3,190 |
Jun12 |
120518 |
18513 |
18650 |
18254 |
18628 |
-185 |
1,574 |
12,547 |
+756 |
Total Volume and Open Interest |
109,550 |
117,671 |
+3,966 |
DAX(EUREX) |
Jun12 |
120518 |
6225.0 |
6338.0 |
6221.5 |
6274.5 |
-44.0 |
200,147 |
187,136 |
+3,720 |
Sep12 |
120518 |
6233.5 |
6334.5 |
6227.5 |
6280.5 |
-44.0 |
716 |
4,334 |
+349 |
Dec12 |
120518 |
6247.5 |
6327.0 |
6240.0 |
6286.5 |
-44.0 |
161 |
762 |
+36 |
Total Volume and Open Interest |
201,024 |
192,232 |
+4,105 |
FT-SE 100(EURONEXT) |
Jun12 |
120518 |
5288.00 |
5300.00 |
5211.50 |
5248.00 |
-82.00 |
148,649 |
588,061 |
-1,243 |
Sep12 |
120518 |
5219.50 |
5253.00 |
5187.00 |
5205.50 |
-83.50 |
37 |
5,231 |
+0 |
Dec12 |
120518 |
5220.50 |
5220.50 |
5184.00 |
5184.00 |
-83.50 |
0 |
345 |
-15 |
Total Volume and Open Interest |
148,686 |
593,637 |
-1,258 |
SPI 200(SFE) |
Jun12 |
120518 |
4147.0 |
4152.0 |
4029.0 |
4058.0 |
-102.0 |
41,672 |
210,365 |
+1,161 |
Sep12 |
120518 |
4101.0 |
4101.0 |
4000.0 |
4018.0 |
-105.0 |
242 |
2,922 |
+76 |
Dec12 |
120518 |
4016.0 |
4016.0 |
4016.0 |
4016.0 |
-105.0 |
1,099 |
2,701 |
+571 |
Total Volume and Open Interest |
43,841 |
219,696 |
+1,281 |
GSCI(CME) |
Jun12 |
120518 |
629.50 |
632.25 |
627.75 |
628.50 |
-1.75 |
386 |
8,342 |
+100 |
Jul12 |
120518 |
624.00 |
627.00 |
622.50 |
623.00 |
-2.25 |
3 |
1 |
+1 |
Aug12 |
120518 |
622.50 |
626.50 |
622.25 |
622.50 |
-2.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
391 |
8,343 |
+101 |
Reuters CCI(ICE) |
Jun12 |
120518 |
290.40 |
290.40 |
290.40 |
290.40 |
+0.90 |
|
|
|
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. |
|
|