|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon May 21, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120521 |
1413.75 |
1423.00 |
1408.50 |
1412.50 |
+7.50 |
107,784 |
273,617 |
-9,207 |
Aug12 |
120521 |
1387.75 |
1401.75 |
1381.00 |
1395.75 |
+14.75 |
13,186 |
42,899 |
+445 |
Sep12 |
120521 |
1334.75 |
1353.00 |
1333.00 |
1345.00 |
+18.00 |
2,185 |
20,699 |
+386 |
Nov12 |
120521 |
1300.00 |
1314.75 |
1294.25 |
1306.25 |
+18.25 |
57,793 |
244,716 |
-1,538 |
Jan13 |
120521 |
1292.00 |
1311.00 |
1286.00 |
1302.75 |
+16.75 |
4,268 |
50,638 |
-478 |
Mar13 |
120521 |
1273.75 |
1283.50 |
1259.50 |
1271.50 |
+12.00 |
5,846 |
64,456 |
+677 |
May13 |
120521 |
1249.75 |
1268.00 |
1249.75 |
1255.00 |
+12.25 |
2,372 |
33,759 |
+30 |
Jul13 |
120521 |
1251.75 |
1266.75 |
1241.00 |
1253.50 |
+12.50 |
3,940 |
34,073 |
+136 |
Aug13 |
120521 |
1248.50 |
1248.50 |
1234.50 |
1248.50 |
+14.00 |
0 |
155 |
+0 |
Sep13 |
120521 |
1212.75 |
1212.75 |
1194.50 |
1212.75 |
+18.25 |
0 |
258 |
+0 |
Nov13 |
120521 |
1166.50 |
1184.00 |
1157.00 |
1177.25 |
+20.25 |
405 |
15,703 |
-28 |
Jan14 |
120521 |
1182.00 |
1182.00 |
1162.00 |
1182.00 |
+20.00 |
0 |
160 |
+0 |
Mar14 |
120521 |
1180.00 |
1180.00 |
1160.00 |
1180.00 |
+20.00 |
0 |
3 |
+0 |
May14 |
120521 |
1180.00 |
1180.00 |
1160.00 |
1180.00 |
+20.00 |
|
|
|
Total Volume and Open Interest |
197,781 |
781,684 |
-9,577 |
Soybean Meal(CBOT) |
Jul12 |
120521 |
419.90 |
422.50 |
415.50 |
416.50 |
-1.40 |
44,362 |
131,989 |
+406 |
Aug12 |
120521 |
405.00 |
408.60 |
403.50 |
405.50 |
+2.10 |
7,087 |
19,597 |
+323 |
Sep12 |
120521 |
388.10 |
392.60 |
388.10 |
389.80 |
+3.40 |
1,238 |
16,759 |
+287 |
Oct12 |
120521 |
373.80 |
375.60 |
368.70 |
372.50 |
+3.80 |
1,079 |
12,307 |
+407 |
Dec12 |
120521 |
367.00 |
372.70 |
365.40 |
369.00 |
+3.60 |
9,381 |
42,904 |
-327 |
Jan13 |
120521 |
365.10 |
368.00 |
361.00 |
363.90 |
+2.90 |
166 |
4,784 |
-27 |
Mar13 |
120521 |
350.90 |
352.50 |
346.60 |
348.50 |
+1.90 |
548 |
8,288 |
+64 |
May13 |
120521 |
342.80 |
344.50 |
340.20 |
340.70 |
+1.30 |
274 |
5,775 |
+62 |
Jul13 |
120521 |
342.20 |
344.10 |
338.30 |
340.00 |
+1.70 |
448 |
6,718 |
+282 |
Aug13 |
120521 |
333.90 |
333.90 |
332.20 |
333.90 |
+1.70 |
0 |
234 |
+0 |
Total Volume and Open Interest |
64,602 |
254,734 |
+1,477 |
Soybean Oil(CBOT) |
Jul12 |
120521 |
50.44 |
51.16 |
50.25 |
50.92 |
+0.60 |
59,491 |
191,832 |
-1,403 |
Aug12 |
120521 |
50.65 |
51.36 |
50.65 |
51.14 |
+0.60 |
6,586 |
34,746 |
+1,075 |
Sep12 |
120521 |
50.87 |
51.55 |
50.86 |
51.34 |
+0.60 |
3,187 |
23,344 |
+734 |
Oct12 |
120521 |
51.22 |
51.71 |
51.07 |
51.52 |
+0.60 |
1,637 |
13,058 |
-1 |
Dec12 |
120521 |
51.44 |
52.15 |
51.26 |
51.91 |
+0.60 |
18,860 |
84,153 |
-537 |
Jan13 |
120521 |
51.96 |
52.34 |
51.90 |
52.14 |
+0.60 |
547 |
5,680 |
-64 |
Mar13 |
120521 |
52.18 |
52.50 |
51.75 |
52.35 |
+0.60 |
2,430 |
16,078 |
+269 |
May13 |
120521 |
52.31 |
52.60 |
52.04 |
52.46 |
+0.60 |
2,466 |
8,944 |
+397 |
Jul13 |
120521 |
52.41 |
52.72 |
51.95 |
52.55 |
+0.60 |
379 |
5,177 |
-87 |
Aug13 |
120521 |
52.39 |
52.45 |
51.85 |
52.45 |
+0.60 |
110 |
1,118 |
+107 |
Total Volume and Open Interest |
95,798 |
390,100 |
+479 |
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 |
120521 |
638.25 |
644.50 |
628.75 |
633.00 |
-2.50 |
131,642 |
519,944 |
-2,795 |
Sep12 |
120521 |
549.75 |
558.50 |
546.25 |
548.50 |
+2.00 |
25,741 |
172,175 |
+1,589 |
Dec12 |
120521 |
543.00 |
549.50 |
531.00 |
540.50 |
+3.50 |
57,797 |
384,613 |
+2,541 |
Mar13 |
120521 |
550.75 |
558.75 |
545.00 |
550.50 |
+4.00 |
13,155 |
51,834 |
-9,674 |
May13 |
120521 |
561.00 |
565.50 |
555.50 |
559.50 |
+2.50 |
1,200 |
13,407 |
-207 |
Jul13 |
120521 |
563.75 |
572.00 |
560.00 |
564.50 |
+1.00 |
1,314 |
32,687 |
+77 |
Sep13 |
120521 |
550.00 |
558.00 |
544.50 |
544.50 |
-2.75 |
122 |
1,860 |
-39 |
Dec13 |
120521 |
540.75 |
549.50 |
533.00 |
536.75 |
-2.25 |
1,683 |
40,420 |
+369 |
Mar14 |
120521 |
549.75 |
559.50 |
547.75 |
550.00 |
+1.75 |
2 |
646 |
-2 |
May14 |
120521 |
562.00 |
562.00 |
554.25 |
555.75 |
+1.50 |
3 |
219 |
+3 |
Total Volume and Open Interest |
232,706 |
1,222,115 |
-8,117 |
Wheat(CBOT) |
Jul12 |
120521 |
700.00 |
722.00 |
682.75 |
704.00 |
+8.75 |
100,155 |
223,484 |
-5,912 |
Sep12 |
120521 |
706.25 |
729.25 |
689.25 |
714.00 |
+11.00 |
22,822 |
57,320 |
+195 |
Dec12 |
120521 |
722.00 |
745.50 |
703.75 |
729.25 |
+9.25 |
32,895 |
104,439 |
+73 |
Mar13 |
120521 |
734.25 |
754.50 |
717.00 |
739.75 |
+6.75 |
2,843 |
15,852 |
-250 |
May13 |
120521 |
740.00 |
759.00 |
722.25 |
743.25 |
+4.00 |
997 |
5,982 |
+7 |
Jul13 |
120521 |
740.25 |
754.00 |
721.25 |
742.25 |
+2.00 |
1,584 |
9,916 |
+63 |
Total Volume and Open Interest |
161,538 |
422,496 |
-5,678 |
Wheat(KCBT) |
Jul12 |
120521 |
709.00 |
730.00 |
701.50 |
715.00 |
+10.00 |
13,271 |
82,069 |
-403 |
Sep12 |
120521 |
718.00 |
742.50 |
714.00 |
728.75 |
+11.25 |
2,343 |
23,921 |
+334 |
Dec12 |
120521 |
739.25 |
762.00 |
735.50 |
750.25 |
+11.50 |
2,517 |
26,583 |
+444 |
Mar13 |
120521 |
753.50 |
769.25 |
742.75 |
762.25 |
+11.50 |
568 |
6,360 |
-182 |
May13 |
120521 |
763.00 |
778.25 |
753.00 |
768.75 |
+11.50 |
188 |
3,588 |
-70 |
Jul13 |
120521 |
761.00 |
775.25 |
750.25 |
770.75 |
+9.00 |
400 |
2,017 |
+80 |
Total Volume and Open Interest |
19,303 |
144,718 |
+213 |
Wheat(MGE) |
May12 |
120514 |
741.25 |
741.25 |
741.25 |
741.25 |
unch |
30 |
49 |
-11 |
Jul12 |
120521 |
792.00 |
810.00 |
792.00 |
796.75 |
+4.75 |
2,372 |
16,566 |
-171 |
Sep12 |
120521 |
788.00 |
807.00 |
788.00 |
795.00 |
+6.50 |
920 |
10,920 |
-57 |
Dec12 |
120521 |
790.00 |
813.75 |
790.00 |
798.75 |
+8.75 |
605 |
9,753 |
+88 |
Mar13 |
120521 |
800.00 |
816.50 |
796.25 |
803.00 |
+10.25 |
189 |
1,658 |
-2 |
Total Volume and Open Interest |
4,125 |
39,083 |
-143 |
Oats(CBOT) |
Jul12 |
120521 |
341.00 |
343.75 |
338.75 |
342.00 |
+2.00 |
1,035 |
8,502 |
+126 |
Sep12 |
120521 |
345.50 |
347.50 |
344.50 |
346.50 |
+2.00 |
11 |
487 |
+4 |
Dec12 |
120521 |
350.00 |
352.00 |
349.75 |
352.00 |
+2.00 |
99 |
2,982 |
+58 |
Mar13 |
120521 |
355.25 |
355.25 |
353.25 |
355.25 |
+2.00 |
0 |
26 |
+0 |
Total Volume and Open Interest |
1,145 |
11,997 |
+188 |
Rough Rice(CBOT) |
May12 |
120514 |
15.48 |
15.48 |
15.48 |
15.48 |
unch |
52 |
67 |
-17 |
Jul12 |
120521 |
15.18 |
15.47 |
15.16 |
15.43 |
+0.26 |
466 |
10,985 |
+12 |
Sep12 |
120521 |
15.45 |
15.70 |
15.45 |
15.68 |
+0.27 |
77 |
2,571 |
-4 |
Nov12 |
120521 |
15.80 |
15.92 |
15.75 |
15.92 |
+0.26 |
17 |
291 |
+10 |
Total Volume and Open Interest |
562 |
13,947 |
+18 |
Live Cattle(CME) |
Jun12 |
120521 |
120.080 |
120.400 |
118.480 |
118.800 |
-0.735 |
20,183 |
74,106 |
-4,273 |
Aug12 |
120521 |
122.230 |
122.430 |
120.650 |
120.800 |
-1.130 |
17,820 |
127,736 |
+3,144 |
Oct12 |
120521 |
126.750 |
127.050 |
125.200 |
125.350 |
-0.950 |
7,526 |
73,739 |
-193 |
Dec12 |
120521 |
129.000 |
129.380 |
127.680 |
127.785 |
-0.815 |
3,138 |
38,342 |
+303 |
Feb13 |
120521 |
130.485 |
130.535 |
129.130 |
129.150 |
-0.885 |
1,043 |
15,897 |
+177 |
Apr13 |
120521 |
132.075 |
132.250 |
130.750 |
131.000 |
-0.600 |
806 |
5,832 |
+302 |
Total Volume and Open Interest |
50,771 |
337,186 |
-451 |
Feeder Cattle(CME) |
May12 |
120521 |
152.000 |
152.235 |
151.500 |
151.880 |
+0.580 |
574 |
3,899 |
-214 |
Aug12 |
120521 |
161.500 |
161.500 |
159.075 |
159.100 |
-1.600 |
2,796 |
23,028 |
+342 |
Sep12 |
120521 |
162.400 |
162.550 |
160.050 |
160.075 |
-1.660 |
506 |
5,289 |
+67 |
Oct12 |
120521 |
163.735 |
163.735 |
161.350 |
161.600 |
-1.280 |
539 |
4,875 |
+115 |
Nov12 |
120521 |
163.630 |
164.235 |
162.130 |
162.150 |
-1.335 |
256 |
2,185 |
+60 |
Jan13 |
120521 |
164.050 |
164.300 |
162.150 |
162.150 |
-1.200 |
127 |
1,691 |
+2 |
Mar13 |
120521 |
163.435 |
163.435 |
163.250 |
163.250 |
-0.450 |
28 |
115 |
+13 |
Total Volume and Open Interest |
4,840 |
41,104 |
+399 |
Lean Hogs(CME) |
Jun12 |
120521 |
87.500 |
87.550 |
86.535 |
86.700 |
-0.730 |
23,123 |
49,350 |
-6,390 |
Jul12 |
120521 |
88.550 |
88.550 |
87.000 |
87.050 |
-1.530 |
17,760 |
68,734 |
+1,400 |
Aug12 |
120521 |
88.900 |
88.900 |
87.600 |
87.785 |
-1.115 |
8,772 |
39,417 |
+290 |
Oct12 |
120521 |
81.500 |
81.500 |
80.300 |
80.400 |
-1.000 |
8,915 |
46,738 |
+200 |
Dec12 |
120521 |
79.180 |
79.200 |
78.535 |
78.600 |
-0.580 |
3,898 |
35,657 |
+474 |
Feb13 |
120521 |
80.500 |
80.830 |
80.300 |
80.700 |
-0.200 |
876 |
13,062 |
+180 |
Apr13 |
120521 |
82.200 |
82.400 |
81.980 |
82.300 |
-0.200 |
488 |
7,877 |
+71 |
May13 |
120521 |
86.600 |
86.600 |
86.400 |
86.400 |
-0.100 |
51 |
200 |
+48 |
Total Volume and Open Interest |
64,321 |
265,417 |
-3,372 |
Class III Milk(CME) |
May12 |
120521 |
15.16 |
15.25 |
15.16 |
15.22 |
+0.05 |
74 |
4,689 |
-34 |
Jun12 |
120521 |
15.35 |
15.47 |
15.28 |
15.44 |
+0.05 |
339 |
4,713 |
+75 |
Jul12 |
120521 |
15.26 |
15.68 |
15.26 |
15.65 |
+0.39 |
326 |
3,511 |
-48 |
Aug12 |
120521 |
15.61 |
15.96 |
15.45 |
15.96 |
+0.51 |
100 |
3,112 |
+10 |
Sep12 |
120521 |
15.91 |
16.20 |
15.85 |
16.17 |
+0.32 |
57 |
2,782 |
+26 |
Total Volume and Open Interest |
1,013 |
26,734 |
+25 |
Cocoa(ICE) |
Jul12 |
120521 |
2270 |
2275 |
2225 |
2238 |
-35 |
12,932 |
77,137 |
-119 |
Sep12 |
120521 |
2280 |
2286 |
2239 |
2249 |
-36 |
4,637 |
34,107 |
+65 |
Dec12 |
120521 |
2293 |
2296 |
2250 |
2256 |
-37 |
4,062 |
24,548 |
+769 |
Mar13 |
120521 |
2300 |
2302 |
2258 |
2262 |
-36 |
2,404 |
29,533 |
-206 |
May13 |
120521 |
2311 |
2313 |
2273 |
2276 |
-34 |
1,397 |
9,376 |
+207 |
Jul13 |
120521 |
2320 |
2321 |
2285 |
2288 |
-31 |
320 |
2,681 |
+96 |
Sep13 |
120521 |
2297 |
2297 |
2297 |
2297 |
-31 |
71 |
1,504 |
+51 |
Total Volume and Open Interest |
25,828 |
182,774 |
+866 |
Coffee "C"(ICE) |
May12 |
120518 |
177.70 |
177.70 |
177.70 |
177.70 |
-0.95 |
1 |
23 |
-1 |
Jul12 |
120521 |
179.00 |
181.35 |
174.30 |
175.15 |
-4.00 |
10,018 |
71,648 |
-332 |
Sep12 |
120521 |
180.90 |
183.50 |
176.50 |
177.35 |
-3.95 |
2,684 |
33,431 |
+54 |
Dec12 |
120521 |
184.90 |
187.05 |
180.10 |
180.90 |
-3.95 |
2,680 |
26,003 |
+581 |
Mar13 |
120521 |
189.65 |
189.85 |
184.00 |
184.65 |
-3.90 |
686 |
8,744 |
+250 |
May13 |
120521 |
192.00 |
192.15 |
186.75 |
187.10 |
-3.80 |
106 |
3,510 |
+39 |
Total Volume and Open Interest |
16,246 |
147,121 |
+586 |
Orange Juice(ICE) |
Jul12 |
120521 |
103.80 |
110.40 |
101.75 |
106.80 |
+4.60 |
1,547 |
15,006 |
+373 |
Sep12 |
120521 |
103.75 |
112.65 |
103.75 |
109.00 |
+4.90 |
338 |
2,261 |
+52 |
Nov12 |
120521 |
106.00 |
112.25 |
106.00 |
111.05 |
+4.90 |
202 |
4,096 |
+75 |
Jan13 |
120521 |
115.00 |
115.20 |
112.85 |
114.00 |
+4.95 |
40 |
683 |
+0 |
Mar13 |
120521 |
114.80 |
116.85 |
114.80 |
116.85 |
+5.05 |
8 |
962 |
-2 |
May13 |
120521 |
118.60 |
118.60 |
118.60 |
118.60 |
+5.05 |
0 |
52 |
+0 |
Total Volume and Open Interest |
2,135 |
23,072 |
+498 |
Sugar #11(ICE) |
Jul12 |
120521 |
20.47 |
20.66 |
20.30 |
20.38 |
-0.09 |
35,072 |
321,186 |
-1,476 |
Oct12 |
120521 |
20.80 |
20.98 |
20.68 |
20.73 |
-0.07 |
19,052 |
166,873 |
-1,051 |
Mar13 |
120521 |
21.70 |
21.86 |
21.59 |
21.63 |
-0.05 |
11,312 |
113,225 |
-864 |
May13 |
120521 |
21.79 |
21.89 |
21.64 |
21.72 |
unch |
2,909 |
29,414 |
-111 |
Jul13 |
120521 |
21.78 |
21.89 |
21.63 |
21.72 |
-0.03 |
3,361 |
31,915 |
+1,086 |
Oct13 |
120521 |
21.92 |
22.03 |
21.75 |
21.83 |
-0.07 |
1,538 |
25,827 |
+782 |
Mar14 |
120521 |
22.21 |
22.31 |
22.03 |
22.11 |
-0.05 |
191 |
19,360 |
-9 |
May14 |
120521 |
22.02 |
22.07 |
21.85 |
21.89 |
-0.07 |
105 |
4,985 |
+17 |
Total Volume and Open Interest |
73,858 |
721,288 |
-1,409 |
London Cocoa(LCE) |
Jul12 |
120521 |
1550 |
1554 |
1535 |
1539 |
-12 |
4,554 |
64,629 |
-222 |
Sep12 |
120521 |
1533 |
1538 |
1519 |
1521 |
-13 |
2,058 |
32,630 |
+690 |
Dec12 |
120521 |
1511 |
1516 |
1496 |
1498 |
-15 |
1,529 |
33,967 |
+104 |
Mar13 |
120521 |
1492 |
1495 |
1476 |
1478 |
-15 |
2,288 |
36,355 |
+333 |
May13 |
120521 |
1489 |
1496 |
1476 |
1477 |
-16 |
379 |
10,081 |
+93 |
Jul13 |
120521 |
1495 |
1500 |
1480 |
1481 |
-17 |
122 |
5,057 |
+46 |
Sep13 |
120521 |
1484 |
1484 |
1484 |
1484 |
-18 |
10 |
3,320 |
+31 |
Total Volume and Open Interest |
10,955 |
187,989 |
+1,078 |
London Sugar(LCE) |
Aug12 |
120521 |
573.60 |
574.90 |
567.80 |
568.70 |
-1.60 |
1,867 |
30,098 |
-264 |
Oct12 |
120521 |
555.80 |
556.40 |
550.80 |
551.60 |
-1.60 |
670 |
14,226 |
-184 |
Dec12 |
120521 |
563.40 |
563.40 |
558.00 |
559.50 |
-1.40 |
216 |
6,060 |
+29 |
Mar13 |
120521 |
567.90 |
571.10 |
567.30 |
568.80 |
-1.70 |
107 |
6,477 |
-9 |
May13 |
120521 |
574.00 |
575.20 |
574.00 |
575.20 |
-0.20 |
44 |
949 |
+0 |
Total Volume and Open Interest |
2,938 |
59,121 |
-409 |
Cotton(ICE) |
Jul12 |
120521 |
77.99 |
79.05 |
76.49 |
77.52 |
-0.47 |
11,245 |
100,955 |
-695 |
Oct12 |
120521 |
78.20 |
78.20 |
76.02 |
76.67 |
-0.30 |
23 |
159 |
+4 |
Dec12 |
120521 |
75.35 |
76.30 |
73.75 |
74.57 |
-0.64 |
5,420 |
74,312 |
-617 |
Mar13 |
120521 |
76.80 |
77.39 |
75.15 |
75.90 |
-0.55 |
304 |
6,046 |
+44 |
May13 |
120521 |
77.80 |
78.20 |
76.24 |
77.09 |
-0.38 |
124 |
2,389 |
-93 |
Jul13 |
120521 |
78.74 |
78.76 |
77.26 |
78.15 |
-0.24 |
51 |
3,132 |
-18 |
Total Volume and Open Interest |
17,203 |
187,786 |
-1,346 |
Lumber(CME) |
Jul12 |
120521 |
290.0 |
290.0 |
286.7 |
287.7 |
-0.8 |
593 |
5,530 |
+100 |
Sep12 |
120521 |
290.6 |
291.1 |
288.7 |
289.4 |
-0.4 |
233 |
2,386 |
+88 |
Nov12 |
120521 |
287.0 |
288.1 |
285.5 |
286.5 |
-1.5 |
23 |
989 |
+2 |
Jan13 |
120521 |
293.6 |
296.0 |
293.0 |
293.0 |
-2.5 |
0 |
180 |
-1 |
Total Volume and Open Interest |
850 |
9,189 |
+190 |
Crude Oil(NYM) |
Jun12 |
120521 |
91.27 |
93.06 |
90.84 |
92.57 |
+1.09 |
280,073 |
86,996 |
-40,219 |
Jul12 |
120521 |
91.71 |
93.34 |
91.12 |
92.86 |
+1.06 |
141,656 |
292,238 |
+11,183 |
Aug12 |
120521 |
91.79 |
93.62 |
91.44 |
93.14 |
+1.06 |
43,978 |
96,854 |
+3,879 |
Sep12 |
120521 |
92.12 |
93.88 |
91.73 |
93.40 |
+1.06 |
30,138 |
86,151 |
-1,509 |
Oct12 |
120521 |
92.00 |
94.10 |
92.00 |
93.63 |
+1.05 |
16,656 |
51,749 |
-493 |
Nov12 |
120521 |
93.14 |
94.24 |
92.21 |
93.81 |
+1.04 |
9,563 |
40,875 |
+1,080 |
Dec12 |
120521 |
92.50 |
94.45 |
92.28 |
93.98 |
+1.03 |
48,376 |
184,281 |
+736 |
Jan13 |
120521 |
93.70 |
94.60 |
92.55 |
94.12 |
+1.03 |
3,794 |
50,769 |
-115 |
Feb13 |
120521 |
93.59 |
94.17 |
93.59 |
94.17 |
+1.01 |
2,931 |
27,667 |
-676 |
Mar13 |
120521 |
93.40 |
94.14 |
93.40 |
94.13 |
+1.00 |
4,559 |
35,824 |
-349 |
Apr13 |
120521 |
93.97 |
93.97 |
93.97 |
93.97 |
+0.98 |
1,696 |
18,709 |
-331 |
May13 |
120521 |
93.75 |
93.75 |
93.75 |
93.75 |
+0.97 |
1,663 |
16,427 |
+62 |
Jun13 |
120521 |
92.70 |
93.95 |
92.45 |
93.52 |
+0.97 |
13,324 |
72,022 |
-797 |
Jul13 |
120521 |
92.75 |
93.27 |
92.68 |
93.27 |
+0.97 |
852 |
17,191 |
-1 |
Aug13 |
120521 |
93.02 |
93.02 |
93.02 |
93.02 |
+0.96 |
749 |
9,731 |
+56 |
Sep13 |
120521 |
92.79 |
92.79 |
92.79 |
92.79 |
+0.96 |
880 |
24,496 |
+2 |
Total Volume and Open Interest |
636,371 |
1,511,484 |
-25,959 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
4,575 |
1,257 |
-170 |
Jun12 |
120521 |
91.350 |
92.600 |
90.825 |
92.575 |
+1.100 |
6,953 |
1,957 |
+42 |
Jul12 |
120521 |
91.625 |
93.350 |
91.150 |
92.850 |
+1.050 |
2,125 |
1,779 |
+667 |
Aug12 |
120521 |
92.050 |
93.575 |
92.050 |
93.150 |
+1.075 |
63 |
103 |
+5 |
Sep12 |
120521 |
92.775 |
93.775 |
92.500 |
93.400 |
+1.050 |
23 |
70 |
+11 |
Oct12 |
120521 |
93.625 |
93.625 |
93.625 |
93.625 |
+1.050 |
0 |
20 |
+0 |
Nov12 |
120521 |
93.800 |
93.800 |
93.800 |
93.800 |
+1.025 |
0 |
2 |
+0 |
Dec12 |
120521 |
93.625 |
94.000 |
93.625 |
93.975 |
+1.025 |
4 |
268 |
+1 |
Jan13 |
120521 |
94.125 |
94.125 |
94.125 |
94.125 |
+1.025 |
0 |
11 |
+0 |
Feb13 |
120521 |
94.175 |
94.175 |
94.175 |
94.175 |
+1.025 |
0 |
75 |
+0 |
Total Volume and Open Interest |
9,172 |
4,475 |
+726 |
Heating Oil(NYM) |
Jun12 |
120521 |
282.90 |
287.25 |
282.55 |
286.03 |
+3.03 |
58,274 |
61,025 |
-3,495 |
Jul12 |
120521 |
283.52 |
287.78 |
283.15 |
286.54 |
+3.02 |
33,448 |
69,368 |
+3,468 |
Aug12 |
120521 |
283.77 |
288.50 |
283.68 |
287.30 |
+3.03 |
12,490 |
37,762 |
+1,767 |
Sep12 |
120521 |
285.08 |
289.27 |
284.96 |
288.11 |
+3.03 |
12,154 |
35,314 |
+1,181 |
Oct12 |
120521 |
288.36 |
290.20 |
287.02 |
289.02 |
+2.99 |
4,811 |
15,641 |
+1,023 |
Nov12 |
120521 |
288.47 |
291.15 |
288.29 |
289.94 |
+2.91 |
3,605 |
11,214 |
-160 |
Dec12 |
120521 |
288.03 |
292.00 |
288.03 |
290.78 |
+2.82 |
13,172 |
44,445 |
+236 |
Jan13 |
120521 |
291.00 |
292.90 |
290.81 |
291.60 |
+2.78 |
1,839 |
11,541 |
+577 |
Feb13 |
120521 |
290.90 |
292.82 |
289.50 |
291.53 |
+2.73 |
719 |
3,613 |
+198 |
Mar13 |
120521 |
292.16 |
292.16 |
290.81 |
290.81 |
+2.65 |
1,899 |
8,896 |
+1,111 |
Apr13 |
120521 |
289.04 |
291.10 |
289.04 |
289.78 |
+2.58 |
767 |
14,520 |
+37 |
May13 |
120521 |
291.75 |
292.93 |
291.75 |
292.58 |
+2.58 |
88 |
4,303 |
+16 |
Total Volume and Open Interest |
143,609 |
319,679 |
+6,137 |
Gasoline(NYMEX) |
Jun12 |
120521 |
288.20 |
294.80 |
288.20 |
294.01 |
+5.06 |
54,607 |
69,199 |
-5,128 |
Jul12 |
120521 |
281.71 |
287.10 |
281.57 |
286.46 |
+4.44 |
50,149 |
94,425 |
+591 |
Aug12 |
120521 |
276.12 |
281.85 |
276.12 |
281.17 |
+4.12 |
24,484 |
35,461 |
+2,002 |
Sep12 |
120521 |
272.86 |
277.50 |
272.58 |
276.87 |
+3.95 |
15,177 |
33,061 |
+1,886 |
Oct12 |
120521 |
258.61 |
263.29 |
258.37 |
262.45 |
+3.68 |
5,278 |
22,284 |
-384 |
Nov12 |
120521 |
256.26 |
260.00 |
255.26 |
259.01 |
+3.52 |
2,692 |
10,146 |
-46 |
Dec12 |
120521 |
253.76 |
258.19 |
253.57 |
257.28 |
+3.42 |
4,320 |
26,763 |
+31 |
Jan13 |
120521 |
256.85 |
256.85 |
256.48 |
256.82 |
+3.39 |
425 |
7,785 |
+34 |
Feb13 |
120521 |
256.92 |
257.60 |
256.92 |
257.60 |
+3.35 |
201 |
3,129 |
+2 |
Mar13 |
120521 |
259.01 |
259.01 |
259.01 |
259.01 |
+3.33 |
115 |
2,355 |
+5 |
Total Volume and Open Interest |
157,965 |
315,722 |
-1,162 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120521 |
294.00 |
294.01 |
294.00 |
294.00 |
+5.00 |
|
|
|
Jul12 |
120521 |
286.50 |
286.50 |
286.46 |
286.50 |
+4.50 |
|
|
|
Aug12 |
120521 |
281.20 |
281.20 |
281.17 |
281.20 |
+4.10 |
|
|
|
Sep12 |
120521 |
276.90 |
276.90 |
276.87 |
276.90 |
+4.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jun12 |
120521 |
2.722 |
2.743 |
2.589 |
2.609 |
-0.133 |
192,076 |
98,309 |
-17,304 |
Jul12 |
120521 |
2.822 |
2.822 |
2.670 |
2.689 |
-0.133 |
84,270 |
257,235 |
+6,446 |
Aug12 |
120521 |
2.862 |
2.866 |
2.717 |
2.734 |
-0.132 |
37,700 |
96,081 |
-1,245 |
Sep12 |
120521 |
2.885 |
2.889 |
2.748 |
2.766 |
-0.130 |
27,297 |
137,695 |
+2,567 |
Oct12 |
120521 |
2.952 |
2.955 |
2.814 |
2.831 |
-0.131 |
35,253 |
133,726 |
+3,229 |
Nov12 |
120521 |
3.173 |
3.173 |
3.050 |
3.064 |
-0.117 |
17,568 |
74,345 |
-360 |
Dec12 |
120521 |
3.458 |
3.468 |
3.348 |
3.356 |
-0.113 |
10,619 |
56,194 |
-155 |
Jan13 |
120521 |
3.601 |
3.607 |
3.488 |
3.495 |
-0.114 |
15,829 |
76,353 |
+1,011 |
Feb13 |
120521 |
3.608 |
3.608 |
3.498 |
3.505 |
-0.109 |
2,938 |
21,479 |
-31 |
Mar13 |
120521 |
3.556 |
3.556 |
3.472 |
3.478 |
-0.113 |
3,772 |
35,615 |
+274 |
Apr13 |
120521 |
3.521 |
3.521 |
3.436 |
3.440 |
-0.113 |
7,946 |
56,018 |
+445 |
May13 |
120521 |
3.545 |
3.545 |
3.464 |
3.469 |
-0.111 |
1,398 |
15,036 |
-79 |
Jun13 |
120521 |
3.590 |
3.590 |
3.509 |
3.514 |
-0.111 |
991 |
7,115 |
+81 |
Jul13 |
120521 |
3.634 |
3.634 |
3.555 |
3.559 |
-0.111 |
832 |
6,527 |
+51 |
Aug13 |
120521 |
3.650 |
3.650 |
3.575 |
3.575 |
-0.111 |
596 |
6,413 |
-53 |
Sep13 |
120521 |
3.657 |
3.657 |
3.578 |
3.578 |
-0.111 |
588 |
6,127 |
-83 |
Total Volume and Open Interest |
446,722 |
1,211,507 |
-5,162 |
Brent Crude Oil(ICE) |
Jul12 |
120521 |
107.40 |
109.43 |
106.75 |
108.81 |
+1.67 |
293,237 |
244,384 |
-13,902 |
Aug12 |
120521 |
106.24 |
108.69 |
106.15 |
108.13 |
+1.61 |
153,587 |
166,292 |
+7,331 |
Sep12 |
120521 |
105.58 |
108.03 |
105.56 |
107.52 |
+1.58 |
84,740 |
109,490 |
-2,110 |
Oct12 |
120521 |
105.10 |
107.40 |
104.97 |
106.91 |
+1.54 |
47,471 |
93,840 |
+2,430 |
Nov12 |
120521 |
104.70 |
107.01 |
104.59 |
106.48 |
+1.48 |
24,774 |
59,467 |
+1,605 |
Dec12 |
120521 |
104.35 |
106.61 |
104.23 |
106.09 |
+1.43 |
85,842 |
129,218 |
-1,583 |
Jan13 |
120521 |
104.10 |
105.87 |
104.10 |
105.75 |
+1.37 |
10,202 |
22,631 |
-824 |
Feb13 |
120521 |
104.57 |
105.91 |
104.36 |
105.40 |
+1.32 |
4,840 |
13,740 |
+220 |
Mar13 |
120521 |
104.26 |
105.55 |
103.82 |
105.05 |
+1.27 |
4,964 |
16,935 |
+55 |
Apr13 |
120521 |
104.70 |
104.70 |
104.70 |
104.70 |
+1.24 |
2,092 |
11,313 |
+281 |
May13 |
120521 |
104.00 |
104.33 |
104.00 |
104.33 |
+1.23 |
1,454 |
11,425 |
-88 |
Jun13 |
120521 |
103.18 |
104.41 |
102.73 |
103.93 |
+1.22 |
13,718 |
42,898 |
-148 |
Jul13 |
120521 |
103.55 |
103.55 |
103.55 |
103.55 |
+1.19 |
761 |
7,707 |
+220 |
Aug13 |
120521 |
103.17 |
103.17 |
103.17 |
103.17 |
+1.17 |
636 |
6,227 |
-38 |
Total Volume and Open Interest |
770,325 |
1,185,056 |
-7,847 |
Gas Oil(ICE) |
Jun12 |
120521 |
903.50 |
919.00 |
903.25 |
911.50 |
+3.75 |
60,920 |
134,678 |
-4,821 |
Jul12 |
120521 |
902.25 |
915.75 |
900.75 |
908.00 |
+3.25 |
55,899 |
96,299 |
-153 |
Aug12 |
120521 |
901.50 |
914.75 |
901.50 |
907.25 |
+3.25 |
20,472 |
59,207 |
+536 |
Sep12 |
120521 |
905.50 |
915.25 |
903.50 |
907.75 |
+3.50 |
14,001 |
54,461 |
+157 |
Oct12 |
120521 |
906.00 |
913.75 |
904.25 |
908.00 |
+3.50 |
9,791 |
29,242 |
+2,844 |
Nov12 |
120521 |
905.75 |
912.75 |
904.00 |
907.25 |
+3.50 |
4,349 |
18,214 |
+27 |
Dec12 |
120521 |
905.00 |
913.75 |
903.00 |
906.50 |
+3.25 |
18,255 |
59,832 |
+545 |
Jan13 |
120521 |
905.75 |
909.00 |
903.50 |
906.75 |
+3.00 |
4,026 |
22,785 |
+733 |
Feb13 |
120521 |
907.25 |
907.25 |
903.50 |
906.75 |
+3.00 |
2,751 |
10,896 |
-393 |
Mar13 |
120521 |
906.50 |
907.25 |
905.50 |
905.50 |
+2.25 |
1,643 |
12,460 |
+376 |
Total Volume and Open Interest |
201,277 |
582,451 |
+973 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120521 |
2.220 |
2.226 |
2.199 |
2.212 |
-0.005 |
153 |
746 |
+5 |
Jul12 |
120521 |
2.218 |
2.235 |
2.204 |
2.219 |
-0.005 |
236 |
1,378 |
-63 |
Aug12 |
120521 |
2.232 |
2.232 |
2.181 |
2.198 |
unch |
339 |
2,537 |
-41 |
Sep12 |
120521 |
2.154 |
2.154 |
2.105 |
2.117 |
+0.002 |
178 |
1,507 |
-11 |
Oct12 |
120521 |
2.036 |
2.062 |
2.031 |
2.039 |
+0.004 |
97 |
1,757 |
+34 |
Nov12 |
120521 |
2.052 |
2.052 |
2.003 |
2.009 |
+0.006 |
109 |
1,623 |
+11 |
Dec12 |
120521 |
2.005 |
2.019 |
1.996 |
2.002 |
+0.010 |
95 |
1,282 |
+32 |
Total Volume and Open Interest |
1,291 |
12,898 |
+3 |
WTI Crude Oil(ICE) |
Jun12 |
120521 |
91.26 |
92.57 |
90.86 |
92.57 |
+1.09 |
41,631 |
29,300 |
-11,770 |
Jul12 |
120521 |
91.58 |
93.34 |
91.10 |
92.86 |
+1.06 |
57,760 |
65,024 |
+1,597 |
Aug12 |
120521 |
91.87 |
93.58 |
91.87 |
93.14 |
+1.06 |
14,940 |
33,318 |
-383 |
Sep12 |
120521 |
92.15 |
93.84 |
92.15 |
93.40 |
+1.06 |
8,834 |
25,605 |
+871 |
Oct12 |
120521 |
92.97 |
94.00 |
92.53 |
93.63 |
+1.05 |
4,867 |
15,978 |
+259 |
Nov12 |
120521 |
92.89 |
94.27 |
92.89 |
93.81 |
+1.04 |
3,928 |
14,832 |
+555 |
Dec12 |
120521 |
93.10 |
94.44 |
92.94 |
93.98 |
+1.03 |
15,334 |
79,710 |
-300 |
Jan13 |
120521 |
94.10 |
94.19 |
94.10 |
94.12 |
+1.03 |
1,178 |
13,116 |
-37 |
Feb13 |
120521 |
94.15 |
94.17 |
94.15 |
94.17 |
+1.01 |
1,302 |
8,355 |
+501 |
Mar13 |
120521 |
94.13 |
94.13 |
94.13 |
94.13 |
+1.00 |
619 |
5,048 |
+22 |
Apr13 |
120521 |
93.97 |
93.97 |
93.97 |
93.97 |
+0.98 |
333 |
2,597 |
-11 |
May13 |
120521 |
93.75 |
93.75 |
93.75 |
93.75 |
+0.97 |
438 |
2,052 |
+12 |
Jun13 |
120521 |
93.50 |
93.85 |
93.50 |
93.52 |
+0.97 |
2,208 |
21,082 |
-486 |
Jul13 |
120521 |
93.27 |
93.27 |
93.27 |
93.27 |
+0.97 |
66 |
1,511 |
+7 |
Aug13 |
120521 |
93.02 |
93.02 |
93.02 |
93.02 |
+0.96 |
76 |
2,344 |
-17 |
Sep13 |
120521 |
92.79 |
92.79 |
92.79 |
92.79 |
+0.96 |
50 |
6,028 |
-26 |
Total Volume and Open Interest |
161,147 |
448,503 |
-8,459 |
US Dollar Index(ICE) |
Jun12 |
120521 |
81.280 |
81.560 |
81.025 |
81.232 |
-0.193 |
47,980 |
64,466 |
+2,144 |
Sep12 |
120521 |
81.515 |
81.905 |
81.415 |
81.582 |
-0.183 |
184 |
1,077 |
-69 |
Dec12 |
120521 |
81.893 |
82.075 |
81.893 |
81.893 |
-0.182 |
0 |
1 |
+0 |
Total Volume and Open Interest |
48,164 |
65,544 |
+2,075 |
Australian Dollar(CME) |
Jun12 |
120521 |
98.17 |
98.93 |
97.76 |
98.50 |
+0.63 |
158,554 |
140,816 |
-445 |
Sep12 |
120521 |
97.44 |
98.08 |
97.14 |
97.77 |
+0.63 |
423 |
801 |
+151 |
Dec12 |
120521 |
97.16 |
97.16 |
96.53 |
97.16 |
+0.63 |
1 |
62 |
+1 |
Total Volume and Open Interest |
158,978 |
141,683 |
-293 |
British Pound(CME) |
Jun12 |
120521 |
158.09 |
158.40 |
157.77 |
158.04 |
+0.03 |
156,473 |
187,222 |
-4,463 |
Sep12 |
120521 |
157.90 |
158.32 |
157.72 |
157.96 |
+0.03 |
222 |
463 |
+77 |
Dec12 |
120521 |
157.87 |
157.87 |
157.84 |
157.87 |
+0.03 |
14 |
75 |
+6 |
Total Volume and Open Interest |
156,709 |
187,762 |
-4,380 |
Canadian Dollar(CME) |
Jun12 |
120521 |
97.84 |
98.32 |
97.52 |
98.04 |
+0.20 |
123,034 |
129,350 |
-1,631 |
Sep12 |
120521 |
97.71 |
98.10 |
97.36 |
97.84 |
+0.20 |
1,058 |
3,771 |
+294 |
Dec12 |
120521 |
97.75 |
97.80 |
97.20 |
97.66 |
+0.21 |
54 |
3,966 |
+31 |
Mar13 |
120521 |
97.30 |
97.46 |
97.24 |
97.46 |
+0.22 |
474 |
428 |
+238 |
Total Volume and Open Interest |
124,622 |
137,799 |
-1,068 |
Japanese Yen(CME) |
Jun12 |
120521 |
126.29 |
126.50 |
125.89 |
126.04 |
-0.46 |
137,709 |
143,762 |
+6,261 |
Sep12 |
120521 |
126.54 |
126.65 |
126.05 |
126.18 |
-0.47 |
397 |
1,125 |
+173 |
Dec12 |
120521 |
126.39 |
126.86 |
126.39 |
126.39 |
-0.47 |
7 |
106 |
+0 |
Total Volume and Open Interest |
138,113 |
145,015 |
+6,434 |
Swiss Franc(CME) |
Jun12 |
120521 |
106.41 |
106.78 |
105.98 |
106.50 |
+0.41 |
51,677 |
65,487 |
+1,188 |
Sep12 |
120521 |
106.80 |
106.84 |
106.27 |
106.68 |
+0.41 |
76 |
282 |
+25 |
Dec12 |
120521 |
106.94 |
106.94 |
106.50 |
106.94 |
+0.44 |
0 |
3 |
+0 |
Total Volume and Open Interest |
51,753 |
65,775 |
+1,213 |
EuroFX(CME) |
Jun12 |
120521 |
127.77 |
128.26 |
127.26 |
127.90 |
+0.51 |
320,573 |
361,504 |
+8,040 |
Sep12 |
120521 |
128.00 |
128.38 |
127.39 |
128.02 |
+0.50 |
1,125 |
3,538 |
+346 |
Dec12 |
120521 |
127.55 |
128.33 |
127.55 |
128.20 |
+0.49 |
30 |
288 |
-8 |
Total Volume and Open Interest |
321,728 |
365,356 |
+8,378 |
Mexican Peso(CME) |
Jun12 |
120521 |
720.2 |
728.5 |
719.5 |
725.2 |
+5.5 |
68,987 |
134,292 |
+424 |
Jul12 |
120521 |
723.5 |
723.5 |
718.0 |
723.5 |
+5.5 |
|
|
|
Total Volume and Open Interest |
71,393 |
183,060 |
-760 |
Brazilian Real(CME) |
Jun12 |
120521 |
490.60 |
493.00 |
486.60 |
487.70 |
-2.90 |
132 |
6,108 |
-14 |
Jul12 |
120521 |
488.85 |
490.30 |
484.55 |
485.40 |
-2.25 |
70 |
654 |
+70 |
Aug12 |
120521 |
482.15 |
484.75 |
482.15 |
482.15 |
-2.60 |
|
|
|
Sep12 |
120521 |
478.90 |
481.80 |
478.90 |
478.90 |
-2.90 |
0 |
36 |
+0 |
Total Volume and Open Interest |
202 |
20,366 |
+56 |
30-Year T-Bonds(CBOT) |
Jun12 |
120521 |
148~020 |
148~070 |
147~100 |
147~290 |
-0~130 |
594,660 |
644,557 |
+9,571 |
Sep12 |
120521 |
147~130 |
147~230 |
146~220 |
147~100 |
-0~130 |
6,973 |
17,356 |
+3,428 |
Dec12 |
120521 |
147~110 |
148~000 |
147~090 |
147~190 |
-0~130 |
119 |
1,182 |
+65 |
Total Volume and Open Interest |
601,752 |
663,095 |
+13,064 |
10-Year T-Notes(CBOT) |
Jun12 |
120521 |
133~195 |
133~240 |
133~115 |
133~200 |
-0~060 |
1,361,755 |
1,871,950 |
+16,601 |
Sep12 |
120521 |
132~210 |
132~220 |
132~120 |
132~190 |
-0~070 |
24,560 |
82,723 |
+15,916 |
Dec12 |
120521 |
131~240 |
131~310 |
131~240 |
131~240 |
-0~070 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,386,315 |
1,954,674 |
+32,517 |
5-Year T-Notes(CBOT) |
Jun12 |
120521 |
124~001 |
124~014 |
123~113 |
124~011 |
unch |
493,913 |
1,379,766 |
-830 |
Sep12 |
120521 |
123~094 |
123~102 |
123~084 |
123~099 |
-0~001 |
4,394 |
35,854 |
-679 |
Dec12 |
120521 |
122~123 |
122~124 |
122~123 |
122~123 |
-0~001 |
|
|
|
Total Volume and Open Interest |
498,307 |
1,415,620 |
-1,509 |
2 Year T-Notes(CBOT) |
Jun12 |
120521 |
110~026 |
110~028 |
110~023 |
110~026 |
unch |
162,313 |
956,711 |
-8,853 |
Sep12 |
120521 |
110~012 |
110~014 |
110~011 |
110~013 |
unch |
4,998 |
22,013 |
+366 |
Dec12 |
120521 |
109~079 |
109~079 |
109~079 |
109~079 |
unch |
|
|
|
Total Volume and Open Interest |
167,311 |
978,724 |
-8,487 |
Eurodollars(CME) |
Jun12 |
120521 |
99.500 |
99.520 |
99.500 |
99.512 |
+0.012 |
130,898 |
950,733 |
-11,285 |
Sep12 |
120521 |
99.405 |
99.440 |
99.400 |
99.430 |
+0.030 |
263,572 |
938,202 |
-6,580 |
Dec12 |
120521 |
99.345 |
99.380 |
99.340 |
99.370 |
+0.030 |
227,299 |
991,533 |
-6,276 |
Mar13 |
120521 |
99.320 |
99.355 |
99.320 |
99.350 |
+0.030 |
194,118 |
682,546 |
-15,570 |
Jun13 |
120521 |
99.300 |
99.335 |
99.295 |
99.330 |
+0.025 |
183,645 |
688,379 |
-568 |
Sep13 |
120521 |
99.280 |
99.315 |
99.275 |
99.310 |
+0.025 |
136,761 |
651,944 |
-17,570 |
Dec13 |
120521 |
99.240 |
99.280 |
99.240 |
99.275 |
+0.025 |
121,390 |
612,371 |
-7,731 |
Mar14 |
120521 |
99.200 |
99.250 |
99.200 |
99.240 |
+0.020 |
131,800 |
605,620 |
-1,062 |
Jun14 |
120521 |
99.140 |
99.190 |
99.140 |
99.180 |
+0.020 |
109,340 |
465,978 |
+2,225 |
Sep14 |
120521 |
99.070 |
99.110 |
99.065 |
99.105 |
+0.015 |
105,503 |
347,336 |
-10,299 |
Dec14 |
120521 |
98.965 |
99.005 |
98.955 |
98.995 |
+0.010 |
104,388 |
315,300 |
-1,105 |
Mar15 |
120521 |
98.865 |
98.900 |
98.850 |
98.890 |
unch |
83,618 |
283,231 |
-3,251 |
Jun15 |
120521 |
0.441 |
0.466 |
0.421 |
0.456 |
-0.005 |
64,032 |
256,933 |
+5,349 |
Sep15 |
120521 |
0.321 |
0.331 |
0.286 |
0.321 |
-0.015 |
46,044 |
198,462 |
-2,445 |
Dec15 |
120521 |
0.181 |
0.191 |
0.141 |
0.181 |
-0.020 |
43,233 |
164,820 |
-2,819 |
Mar16 |
120521 |
0.061 |
0.066 |
0.016 |
0.056 |
-0.020 |
27,956 |
102,897 |
-899 |
Jun16 |
120521 |
6.475 |
6.480 |
6.430 |
6.470 |
-0.025 |
16,187 |
112,999 |
+231 |
Sep16 |
120521 |
6.340 |
6.345 |
6.295 |
6.335 |
-0.025 |
13,801 |
86,720 |
+1,041 |
Total Volume and Open Interest |
2,046,478 |
8,721,053 |
-76,461 |
30 Day Federal Funds(CBOT) |
May12 |
120521 |
99.842 |
99.842 |
99.840 |
99.840 |
unch |
5,312 |
53,876 |
-732 |
Jun12 |
120521 |
99.830 |
99.835 |
99.830 |
99.835 |
unch |
2,339 |
42,941 |
-547 |
Jul12 |
120521 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
3,336 |
46,978 |
+58 |
Aug12 |
120521 |
99.830 |
99.835 |
99.830 |
99.835 |
unch |
2,565 |
42,441 |
+92 |
Sep12 |
120521 |
99.825 |
99.830 |
99.825 |
99.830 |
unch |
1,243 |
32,651 |
+88 |
Oct12 |
120521 |
99.820 |
99.830 |
99.820 |
99.830 |
unch |
1,215 |
51,279 |
+86 |
Total Volume and Open Interest |
24,695 |
531,688 |
+42 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120521 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.005 |
0 |
258 |
+0 |
Sep12 |
120521 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.005 |
|
|
|
Dec12 |
120521 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.005 |
|
|
|
Mar13 |
120521 |
99.668 |
99.668 |
99.668 |
99.668 |
+0.005 |
|
|
|
Jun13 |
120521 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.005 |
|
|
|
Sep13 |
120521 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.005 |
|
|
|
Dec13 |
120521 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
|
|
|
Mar14 |
120521 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
|
|
|
Jun14 |
120521 |
99.510 |
99.510 |
99.510 |
99.510 |
+0.005 |
|
|
|
Sep14 |
120521 |
99.370 |
99.370 |
99.370 |
99.370 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120521 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
2,574 |
+0 |
Sep12 |
120521 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
697 |
+0 |
Dec12 |
120521 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
519 |
+0 |
Mar13 |
120521 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
181 |
+0 |
Jun13 |
120521 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
206 |
+0 |
Sep13 |
120521 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
305 |
+0 |
Dec13 |
120521 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
564 |
+0 |
Mar14 |
120521 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
344 |
+0 |
Total Volume and Open Interest |
0 |
5,390 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120521 |
143.37 |
143.41 |
143.12 |
143.17 |
-0.22 |
3,629 |
24,128 |
-369 |
Sep12 |
120521 |
143.14 |
143.16 |
142.98 |
142.98 |
-0.22 |
2 |
14 |
+1 |
Dec12 |
120521 |
141.85 |
141.85 |
141.85 |
141.85 |
-0.22 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,631 |
24,146 |
-368 |
Euro-Bund(EUREX) |
Jun12 |
120521 |
143.41 |
143.69 |
143.17 |
143.57 |
-0.07 |
681,884 |
1,000,419 |
+8,690 |
Sep12 |
120521 |
142.25 |
142.49 |
141.99 |
142.39 |
-0.07 |
8,496 |
46,625 |
+3,239 |
Dec12 |
120521 |
141.35 |
141.97 |
141.05 |
141.97 |
-0.07 |
0 |
1 |
+0 |
Total Volume and Open Interest |
690,380 |
1,047,045 |
+11,929 |
Euro-Bobl(EUREX) |
Jun12 |
120521 |
125.96 |
126.12 |
125.83 |
126.07 |
+0.01 |
429,786 |
722,344 |
-2,370 |
Sep12 |
120521 |
126.35 |
126.45 |
126.29 |
126.43 |
unch |
9,781 |
51,883 |
+3,928 |
Dec12 |
120521 |
126.02 |
126.02 |
126.02 |
126.02 |
+0.01 |
|
|
|
Total Volume and Open Interest |
439,567 |
774,227 |
+1,558 |
3-Mth Euribor(EUREX) |
Jun12 |
120521 |
99.315 |
99.320 |
99.315 |
99.320 |
+0.005 |
0 |
1,777 |
+0 |
Sep12 |
120521 |
99.350 |
99.350 |
99.350 |
99.350 |
+0.010 |
20 |
1,350 |
+20 |
Dec12 |
120521 |
99.340 |
99.340 |
99.340 |
99.340 |
+0.010 |
0 |
932 |
+0 |
Total Volume and Open Interest |
20 |
5,711 |
+20 |
Long Gilt(LIFFE) |
Jun12 |
120521 |
118~25 |
118~30 |
118~09 |
118~22 |
-0~04 |
111,057 |
313,704 |
-619 |
Sep12 |
120521 |
117~22 |
117~26 |
117~09 |
117~20 |
-0~03 |
2,068 |
8,199 |
+220 |
Total Volume and Open Interest |
113,125 |
321,903 |
-399 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120521 |
98.96 |
98.98 |
98.95 |
98.97 |
+0.02 |
43,155 |
243,115 |
+262 |
Sep12 |
120521 |
98.88 |
98.93 |
98.88 |
98.92 |
+0.04 |
75,665 |
381,622 |
+6,140 |
Dec12 |
120521 |
98.91 |
98.96 |
98.90 |
98.95 |
+0.05 |
75,305 |
296,248 |
+8,511 |
Mar13 |
120521 |
98.94 |
99.00 |
98.93 |
98.99 |
+0.06 |
96,830 |
266,287 |
+9,241 |
Jun13 |
120521 |
98.94 |
99.00 |
98.94 |
98.99 |
+0.05 |
91,062 |
224,857 |
-16,228 |
Sep13 |
120521 |
98.94 |
98.98 |
98.93 |
98.98 |
+0.05 |
94,248 |
247,550 |
+14,987 |
Total Volume and Open Interest |
752,897 |
2,543,081 |
+68,796 |
3-Mth Euribor(LIFFE) |
Jun12 |
120521 |
99.320 |
99.330 |
99.315 |
99.320 |
+0.005 |
58,320 |
572,548 |
+4,950 |
Sep12 |
120521 |
99.340 |
99.360 |
99.335 |
99.350 |
+0.010 |
68,410 |
495,865 |
-6,421 |
Dec12 |
120521 |
99.330 |
99.350 |
99.320 |
99.340 |
+0.010 |
55,541 |
460,629 |
+1,364 |
Total Volume and Open Interest |
377,874 |
3,484,504 |
-4,789 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120521 |
96.62 |
96.67 |
96.57 |
96.66 |
+0.05 |
50,552 |
137,654 |
-1,711 |
Sep12 |
120521 |
97.00 |
97.05 |
96.96 |
97.04 |
+0.04 |
56,920 |
202,842 |
+8,595 |
Dec12 |
120521 |
97.12 |
97.16 |
97.07 |
97.13 |
+0.01 |
47,142 |
152,429 |
+5,813 |
Mar13 |
120521 |
97.09 |
97.11 |
97.03 |
97.05 |
-0.03 |
27,363 |
85,593 |
+4,452 |
Jun13 |
120521 |
96.98 |
97.01 |
96.92 |
96.93 |
-0.05 |
11,986 |
69,961 |
+3,545 |
Sep13 |
120521 |
96.88 |
96.89 |
96.80 |
96.80 |
-0.07 |
9,743 |
53,380 |
+2,667 |
Dec13 |
120521 |
96.77 |
96.77 |
96.68 |
96.68 |
-0.08 |
5,560 |
35,000 |
+1,728 |
Mar14 |
120521 |
96.67 |
96.69 |
96.60 |
96.60 |
-0.09 |
4,129 |
23,846 |
+2,120 |
Jun14 |
120521 |
96.55 |
96.57 |
96.51 |
96.51 |
-0.09 |
201 |
1,269 |
+116 |
Sep14 |
120521 |
96.44 |
96.44 |
96.42 |
96.42 |
-0.10 |
26 |
713 |
+23 |
Total Volume and Open Interest |
213,657 |
763,136 |
+27,383 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120521 |
96.98 |
96.98 |
96.89 |
96.90 |
-0.07 |
86,153 |
418,399 |
+23 |
Sep12 |
120521 |
96.84 |
96.84 |
96.84 |
96.84 |
-0.13 |
|
|
|
Total Volume and Open Interest |
86,153 |
418,399 |
+23 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120521 |
97.63 |
97.65 |
97.56 |
97.58 |
-0.05 |
277,277 |
507,915 |
+16,916 |
Sep12 |
120521 |
97.60 |
97.60 |
97.60 |
97.60 |
-0.03 |
|
|
|
Total Volume and Open Interest |
277,277 |
507,915 |
+16,916 |
Gold(CMX) |
Jun12 |
120521 |
1590.2 |
1599.0 |
1584.5 |
1588.7 |
-3.2 |
211,541 |
176,283 |
+5,830 |
Aug12 |
120521 |
1594.1 |
1601.4 |
1587.0 |
1591.0 |
-3.2 |
19,584 |
106,789 |
+8,202 |
Oct12 |
120521 |
1597.3 |
1603.0 |
1589.1 |
1593.0 |
-3.2 |
1,287 |
10,805 |
+304 |
Dec12 |
120521 |
1599.5 |
1605.0 |
1592.2 |
1595.1 |
-3.2 |
3,596 |
46,149 |
+68 |
Feb13 |
120521 |
1602.0 |
1607.0 |
1593.4 |
1597.1 |
-3.2 |
2,131 |
17,875 |
+1,371 |
Apr13 |
120521 |
1597.0 |
1602.9 |
1597.0 |
1599.2 |
-3.2 |
824 |
12,253 |
+22 |
Jun13 |
120521 |
1599.0 |
1605.2 |
1599.0 |
1601.3 |
-3.2 |
1,909 |
13,052 |
+703 |
Aug13 |
120521 |
1603.6 |
1603.6 |
1603.6 |
1603.6 |
-3.3 |
190 |
2,079 |
+186 |
Oct13 |
120521 |
1606.1 |
1606.1 |
1606.1 |
1606.1 |
-3.3 |
0 |
877 |
+0 |
Dec13 |
120521 |
1612.6 |
1613.2 |
1608.7 |
1608.7 |
-3.4 |
73 |
8,853 |
-1 |
Feb14 |
120521 |
1611.6 |
1611.6 |
1611.6 |
1611.6 |
-3.5 |
0 |
6 |
+0 |
Total Volume and Open Interest |
241,908 |
433,847 |
+16,891 |
Silver(CMX) |
May12 |
120521 |
2830.4 |
2870.5 |
2830.4 |
2830.4 |
-39.0 |
67 |
196 |
+1 |
Jul12 |
120521 |
2868.5 |
2885.5 |
2803.5 |
2832.1 |
-39.4 |
47,897 |
59,839 |
-528 |
Sep12 |
120521 |
2889.5 |
2889.5 |
2811.5 |
2837.5 |
-39.5 |
1,180 |
8,969 |
+4 |
Dec12 |
120521 |
2879.0 |
2894.5 |
2817.5 |
2844.0 |
-39.5 |
2,814 |
18,048 |
+24 |
Mar13 |
120521 |
2830.0 |
2850.0 |
2830.0 |
2847.3 |
-39.5 |
152 |
2,938 |
-35 |
May13 |
120521 |
2848.7 |
2848.7 |
2823.0 |
2848.7 |
-39.5 |
82 |
1,872 |
+54 |
Jul13 |
120521 |
2866.5 |
2866.5 |
2850.2 |
2850.2 |
-39.7 |
211 |
2,875 |
-19 |
Total Volume and Open Interest |
55,089 |
113,766 |
+103 |
Platinum(NYMEX) |
Jul12 |
120521 |
1457.9 |
1473.2 |
1455.5 |
1461.5 |
+2.2 |
7,694 |
41,915 |
-188 |
Oct12 |
120521 |
1469.0 |
1472.6 |
1463.3 |
1464.9 |
+2.4 |
420 |
3,543 |
+327 |
Jan13 |
120521 |
1470.0 |
1475.0 |
1464.6 |
1467.5 |
+2.2 |
13 |
176 |
+3 |
Apr13 |
120521 |
1467.5 |
1467.5 |
1467.5 |
1467.5 |
+2.2 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,127 |
45,641 |
+142 |
Palladium(NYMEX) |
Jun12 |
120521 |
602.00 |
619.50 |
600.80 |
610.80 |
+7.20 |
4,147 |
16,223 |
-1,048 |
Sep12 |
120521 |
604.20 |
620.95 |
602.65 |
612.80 |
+7.25 |
1,051 |
7,373 |
+1,007 |
Dec12 |
120521 |
613.95 |
613.95 |
613.95 |
613.95 |
+7.25 |
0 |
58 |
+0 |
Total Volume and Open Interest |
5,198 |
23,659 |
-41 |
Copper(CMX) |
May12 |
120521 |
345.15 |
353.35 |
344.60 |
350.40 |
+3.45 |
379 |
1,106 |
-87 |
Jul12 |
120521 |
345.00 |
353.80 |
343.60 |
350.20 |
+3.35 |
59,368 |
78,332 |
+144 |
Sep12 |
120521 |
345.65 |
354.30 |
344.60 |
350.90 |
+3.25 |
3,210 |
28,052 |
+995 |
Dec12 |
120521 |
346.50 |
355.00 |
345.45 |
351.70 |
+3.25 |
1,422 |
22,186 |
-69 |
Mar13 |
120521 |
352.05 |
352.75 |
346.30 |
352.30 |
+3.25 |
30 |
6,024 |
+20 |
Total Volume and Open Interest |
65,008 |
149,275 |
+1,046 |
DJIA Index(CBOT) |
Jun12 |
120521 |
12344 |
12490 |
12344 |
12490 |
+155 |
80 |
14,245 |
-15 |
Sep12 |
120521 |
12419 |
12419 |
12264 |
12419 |
+155 |
1 |
5 |
+1 |
Dec12 |
120521 |
12339 |
12339 |
12184 |
12339 |
+155 |
0 |
1 |
+0 |
Mar13 |
120521 |
12272 |
12272 |
12117 |
12272 |
+155 |
|
|
|
Total Volume and Open Interest |
81 |
14,251 |
-14 |
E-mini DJIA Index(CBOT) |
Jun12 |
120521 |
12335 |
12493 |
12305 |
12490 |
+155 |
193,045 |
98,208 |
+1,192 |
Sep12 |
120521 |
12253 |
12419 |
12245 |
12419 |
+155 |
317 |
1,620 |
+306 |
Dec12 |
120521 |
12312 |
12339 |
12312 |
12339 |
+155 |
1 |
22 |
+0 |
Mar13 |
120521 |
12272 |
12272 |
12272 |
12272 |
+155 |
|
|
|
Total Volume and Open Interest |
193,363 |
99,850 |
+1,498 |
S & P 500(CME) |
Jun12 |
120521 |
1292.00 |
1316.00 |
1287.40 |
1315.70 |
+24.90 |
17,346 |
248,278 |
+598 |
Sep12 |
120521 |
1291.00 |
1309.40 |
1291.00 |
1309.30 |
+24.90 |
678 |
5,809 |
+451 |
Dec12 |
120521 |
1302.70 |
1302.80 |
1302.70 |
1302.70 |
+24.90 |
3,247 |
7,676 |
-180 |
Mar13 |
120521 |
1296.20 |
1296.30 |
1296.20 |
1296.20 |
+24.90 |
0 |
4 |
+0 |
Total Volume and Open Interest |
21,271 |
261,770 |
+869 |
S & P 500 E-Mini(Globex) |
Jun12 |
120521 |
1291.75 |
1316.00 |
1287.25 |
1315.75 |
+25.00 |
2,906,203 |
2,927,847 |
-13,479 |
Sep12 |
120521 |
1284.75 |
1309.50 |
1281.50 |
1309.25 |
+24.75 |
6,523 |
38,792 |
+3,010 |
Total Volume and Open Interest |
2,913,069 |
2,971,873 |
-10,271 |
NASDAQ 100(CME) |
Jun12 |
120521 |
2471.30 |
2546.00 |
2466.00 |
2543.50 |
+75.20 |
689 |
21,271 |
-47 |
Sep12 |
120521 |
2538.00 |
2538.00 |
2463.00 |
2538.00 |
+75.00 |
2 |
83 |
+0 |
Dec12 |
120521 |
2531.30 |
2531.30 |
2456.30 |
2531.30 |
+75.00 |
|
|
|
Total Volume and Open Interest |
691 |
21,354 |
-47 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120521 |
2472.50 |
2546.50 |
2465.00 |
2543.50 |
+75.20 |
348,697 |
406,046 |
-1,448 |
Sep12 |
120521 |
2477.00 |
2538.00 |
2467.80 |
2538.00 |
+75.00 |
125 |
428 |
+59 |
Total Volume and Open Interest |
348,826 |
406,496 |
-1,391 |
S & P Midcap 400(CME) |
Jun12 |
120521 |
920.00 |
924.20 |
920.00 |
924.20 |
+22.90 |
273 |
2,392 |
+91 |
Sep12 |
120521 |
921.20 |
921.20 |
898.30 |
921.20 |
+22.90 |
|
|
|
Dec12 |
120521 |
919.20 |
919.20 |
896.30 |
919.20 |
+22.90 |
|
|
|
Total Volume and Open Interest |
273 |
2,392 |
+91 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120521 |
8565 |
8715 |
8535 |
8700 |
+145 |
5,285 |
35,593 |
-298 |
Sep12 |
120521 |
8720 |
8720 |
8720 |
8720 |
+145 |
50 |
53 |
+50 |
Total Volume and Open Interest |
5,335 |
35,646 |
-248 |
Nikkei 225(SGX) |
Jun12 |
120521 |
8620 |
8675 |
8580 |
8625 |
+15 |
139,048 |
252,433 |
+4,418 |
Sep12 |
120521 |
8635 |
8655 |
8605 |
8615 |
+10 |
54 |
8,997 |
+2 |
Dec12 |
120521 |
8580 |
8580 |
8555 |
8555 |
+10 |
0 |
5,905 |
+0 |
Total Volume and Open Interest |
140,535 |
272,064 |
+5,829 |
CAC 40(EURONEXT) |
Jun12 |
120521 |
2968.5 |
3021.5 |
2957.5 |
3000.0 |
+21.5 |
157,110 |
331,236 |
+54,436 |
Jul12 |
120521 |
2963.5 |
3008.5 |
2955.5 |
2990.0 |
+22.0 |
57 |
295 |
+10 |
Aug12 |
120521 |
2990.0 |
2990.0 |
2990.0 |
2990.0 |
|
|
|
|
Hang Seng Index(HKFE) |
May12 |
120521 |
18733 |
18873 |
18690 |
18809 |
-4 |
95,804 |
105,890 |
+3,283 |
Jun12 |
120521 |
18567 |
18676 |
18500 |
18610 |
-18 |
1,319 |
13,405 |
+858 |
Total Volume and Open Interest |
97,385 |
121,893 |
+4,222 |
DAX(EUREX) |
Jun12 |
120521 |
6273.0 |
6369.0 |
6243.0 |
6337.5 |
+63.0 |
165,282 |
187,067 |
-69 |
Sep12 |
120521 |
6284.0 |
6372.0 |
6251.5 |
6343.0 |
+62.5 |
259 |
4,347 |
+13 |
Dec12 |
120521 |
6290.0 |
6378.0 |
6257.5 |
6349.0 |
+62.5 |
28 |
767 |
+5 |
Total Volume and Open Interest |
165,569 |
192,181 |
-51 |
FT-SE 100(EURONEXT) |
Jun12 |
120521 |
5225.00 |
5335.00 |
5224.00 |
5298.00 |
+50.00 |
162,414 |
591,438 |
+3,377 |
Sep12 |
120521 |
5229.50 |
5280.00 |
5226.00 |
5255.50 |
+50.00 |
76 |
5,226 |
-5 |
Dec12 |
120521 |
5224.00 |
5234.00 |
5224.00 |
5234.00 |
+50.00 |
30 |
345 |
+0 |
Total Volume and Open Interest |
162,520 |
597,009 |
+3,372 |
SPI 200(SFE) |
Jun12 |
120521 |
4059.0 |
4094.0 |
4043.0 |
4072.0 |
+14.0 |
51,858 |
214,849 |
+4,484 |
Sep12 |
120521 |
4050.0 |
4051.0 |
4013.0 |
4032.0 |
+14.0 |
186 |
2,911 |
-11 |
Dec12 |
120521 |
4009.0 |
4030.0 |
4009.0 |
4030.0 |
+14.0 |
14 |
2,690 |
-11 |
Total Volume and Open Interest |
52,079 |
224,162 |
+4,466 |
GSCI(CME) |
Jun12 |
120521 |
630.00 |
635.25 |
630.00 |
635.25 |
+6.75 |
55 |
8,304 |
-38 |
Jul12 |
120521 |
624.50 |
630.25 |
624.50 |
630.25 |
+7.25 |
2 |
1 |
+0 |
Aug12 |
120521 |
630.00 |
630.00 |
622.40 |
630.00 |
+7.50 |
|
|
|
Total Volume and Open Interest |
57 |
8,305 |
-38 |
Reuters CCI(ICE) |
Jun12 |
120521 |
289.80 |
289.80 |
289.80 |
289.80 |
-0.60 |
|
|
|
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. |
|
|