|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed May 23, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120523 |
1382.50 |
1382.75 |
1351.00 |
1362.50 |
-19.75 |
73,082 |
268,497 |
-4,470 |
Aug12 |
120523 |
1363.50 |
1364.75 |
1331.00 |
1342.50 |
-22.25 |
7,593 |
42,537 |
-420 |
Sep12 |
120523 |
1313.00 |
1315.50 |
1287.50 |
1295.00 |
-19.75 |
1,426 |
20,586 |
+63 |
Nov12 |
120523 |
1281.00 |
1282.00 |
1251.25 |
1257.75 |
-24.50 |
41,060 |
242,018 |
-38 |
Jan13 |
120523 |
1280.00 |
1281.50 |
1251.00 |
1257.50 |
-24.50 |
3,625 |
49,853 |
+87 |
Mar13 |
120523 |
1255.00 |
1256.25 |
1230.00 |
1234.75 |
-21.50 |
3,588 |
65,130 |
+631 |
May13 |
120523 |
1243.75 |
1245.00 |
1218.75 |
1223.75 |
-20.00 |
2,929 |
34,478 |
+479 |
Jul13 |
120523 |
1242.25 |
1243.00 |
1217.75 |
1222.50 |
-20.75 |
2,876 |
34,811 |
+862 |
Aug13 |
120523 |
1216.75 |
1235.25 |
1216.75 |
1216.75 |
-18.50 |
10 |
164 |
+5 |
Sep13 |
120523 |
1181.00 |
1198.25 |
1179.75 |
1179.75 |
-18.50 |
10 |
258 |
+0 |
Nov13 |
120523 |
1164.50 |
1164.50 |
1141.50 |
1145.50 |
-18.50 |
835 |
16,571 |
+283 |
Jan14 |
120523 |
1151.50 |
1169.00 |
1151.50 |
1151.50 |
-17.50 |
0 |
160 |
+0 |
Mar14 |
120523 |
1148.25 |
1166.75 |
1148.25 |
1148.25 |
-18.50 |
0 |
3 |
+0 |
May14 |
120523 |
1148.25 |
1166.75 |
1148.25 |
1148.25 |
-18.50 |
|
|
|
Total Volume and Open Interest |
137,035 |
775,614 |
-2,518 |
Soybean Meal(CBOT) |
Jul12 |
120523 |
406.60 |
407.00 |
397.30 |
405.80 |
+0.80 |
30,362 |
125,968 |
-2,741 |
Aug12 |
120523 |
395.00 |
395.00 |
386.00 |
392.60 |
-0.40 |
4,856 |
21,169 |
+681 |
Sep12 |
120523 |
377.60 |
378.80 |
370.00 |
377.60 |
+0.90 |
1,252 |
17,110 |
+99 |
Oct12 |
120523 |
363.10 |
363.70 |
356.40 |
360.70 |
-1.90 |
632 |
12,545 |
+142 |
Dec12 |
120523 |
360.10 |
360.80 |
353.20 |
356.80 |
-2.70 |
6,491 |
43,738 |
-582 |
Jan13 |
120523 |
356.60 |
356.60 |
350.80 |
353.50 |
-1.90 |
557 |
5,230 |
+102 |
Mar13 |
120523 |
342.90 |
343.40 |
338.20 |
341.60 |
-0.50 |
187 |
8,267 |
+42 |
May13 |
120523 |
338.00 |
338.50 |
333.10 |
336.60 |
unch |
204 |
5,648 |
+12 |
Jul13 |
120523 |
334.80 |
337.30 |
333.20 |
336.20 |
+0.10 |
205 |
6,866 |
-5 |
Aug13 |
120523 |
329.80 |
332.00 |
329.80 |
330.10 |
+0.10 |
0 |
235 |
+0 |
Total Volume and Open Interest |
44,773 |
252,173 |
-2,243 |
Soybean Oil(CBOT) |
Jul12 |
120523 |
50.40 |
50.55 |
48.55 |
48.91 |
-1.55 |
45,276 |
189,838 |
-1,643 |
Aug12 |
120523 |
50.68 |
50.68 |
48.79 |
49.13 |
-1.55 |
4,377 |
36,148 |
+573 |
Sep12 |
120523 |
50.91 |
50.91 |
49.00 |
49.35 |
-1.53 |
1,364 |
24,230 |
+203 |
Oct12 |
120523 |
51.12 |
51.12 |
49.21 |
49.54 |
-1.52 |
1,159 |
13,457 |
-56 |
Dec12 |
120523 |
51.48 |
51.48 |
49.56 |
49.93 |
-1.51 |
10,367 |
85,122 |
+444 |
Jan13 |
120523 |
51.69 |
51.69 |
49.85 |
50.16 |
-1.50 |
823 |
6,482 |
+196 |
Mar13 |
120523 |
51.89 |
51.92 |
50.00 |
50.36 |
-1.50 |
724 |
16,676 |
+19 |
May13 |
120523 |
51.76 |
51.97 |
50.11 |
50.47 |
-1.50 |
621 |
8,379 |
-30 |
Jul13 |
120523 |
51.73 |
52.06 |
50.35 |
50.55 |
-1.51 |
166 |
5,142 |
+59 |
Aug13 |
120523 |
51.50 |
51.96 |
50.31 |
50.46 |
-1.50 |
2 |
1,116 |
-2 |
Total Volume and Open Interest |
64,906 |
392,578 |
-227 |
Canola(WCE) |
May12 |
120514 |
599.4 |
599.4 |
599.4 |
599.4 |
-13.7 |
|
|
|
Jul12 |
120523 |
610.8 |
610.9 |
597.2 |
598.4 |
-10.9 |
3,188 |
88,693 |
+313 |
Nov12 |
120523 |
559.5 |
559.5 |
552.0 |
553.4 |
-6.5 |
3,782 |
116,063 |
+134 |
Jan13 |
120523 |
562.0 |
562.4 |
556.9 |
557.8 |
-5.5 |
816 |
21,715 |
+88 |
Mar13 |
120523 |
561.3 |
564.6 |
559.0 |
560.8 |
-5.3 |
358 |
9,987 |
+56 |
Total Volume and Open Interest |
8,591 |
245,937 |
+660 |
Corn(CBOT) |
Jul12 |
120523 |
601.25 |
611.00 |
588.50 |
603.50 |
+6.50 |
128,305 |
504,739 |
-9,200 |
Sep12 |
120523 |
527.75 |
531.50 |
517.75 |
529.00 |
+3.00 |
24,954 |
169,977 |
+432 |
Dec12 |
120523 |
524.25 |
526.75 |
513.75 |
523.00 |
+1.00 |
72,088 |
382,074 |
+4,536 |
Mar13 |
120523 |
535.00 |
537.50 |
525.00 |
534.50 |
+1.50 |
9,080 |
53,363 |
+417 |
May13 |
120523 |
543.00 |
544.50 |
534.25 |
542.50 |
+1.50 |
3,441 |
13,044 |
-144 |
Jul13 |
120523 |
548.75 |
552.00 |
541.00 |
550.00 |
+1.75 |
4,085 |
33,129 |
+884 |
Sep13 |
120523 |
523.50 |
530.25 |
521.25 |
528.50 |
+0.50 |
159 |
1,874 |
+18 |
Dec13 |
120523 |
526.00 |
528.50 |
517.50 |
524.50 |
+1.50 |
3,142 |
41,344 |
+570 |
Mar14 |
120523 |
535.00 |
535.00 |
533.50 |
535.00 |
+1.50 |
186 |
729 |
+74 |
May14 |
120523 |
536.25 |
541.00 |
536.25 |
541.00 |
+1.50 |
2 |
265 |
+0 |
Total Volume and Open Interest |
245,534 |
1,204,886 |
-2,422 |
Wheat(CBOT) |
Jul12 |
120523 |
683.00 |
685.00 |
663.50 |
665.50 |
-20.00 |
143,939 |
212,226 |
-8,699 |
Sep12 |
120523 |
694.50 |
697.00 |
676.75 |
679.75 |
-17.75 |
40,354 |
53,887 |
-2,545 |
Dec12 |
120523 |
714.00 |
716.00 |
696.25 |
700.50 |
-16.00 |
51,491 |
107,999 |
+2,684 |
Mar13 |
120523 |
725.25 |
730.50 |
712.75 |
715.50 |
-15.00 |
5,731 |
17,497 |
+651 |
May13 |
120523 |
728.25 |
735.75 |
720.25 |
721.50 |
-14.25 |
905 |
6,107 |
+37 |
Jul13 |
120523 |
728.00 |
734.25 |
717.75 |
718.75 |
-15.50 |
3,128 |
10,479 |
+221 |
Total Volume and Open Interest |
246,134 |
414,295 |
-7,423 |
Wheat(KCBT) |
Jul12 |
120523 |
699.00 |
701.25 |
685.00 |
686.50 |
-15.00 |
18,887 |
76,729 |
-1,688 |
Sep12 |
120523 |
713.75 |
716.00 |
700.00 |
701.50 |
-15.00 |
5,372 |
23,742 |
-64 |
Dec12 |
120523 |
736.00 |
736.75 |
722.25 |
723.75 |
-14.75 |
6,370 |
27,148 |
+260 |
Mar13 |
120523 |
744.75 |
750.75 |
736.00 |
737.25 |
-14.50 |
1,745 |
6,321 |
-143 |
May13 |
120523 |
757.25 |
757.25 |
743.25 |
743.25 |
-14.50 |
893 |
3,718 |
+166 |
Jul13 |
120523 |
757.50 |
757.75 |
744.25 |
745.25 |
-14.50 |
868 |
2,152 |
+94 |
Total Volume and Open Interest |
34,300 |
140,093 |
-1,284 |
Wheat(MGE) |
May12 |
120514 |
741.25 |
741.25 |
741.25 |
741.25 |
unch |
30 |
49 |
-11 |
Jul12 |
120523 |
780.50 |
784.75 |
761.25 |
775.25 |
-5.25 |
2,373 |
15,540 |
-449 |
Sep12 |
120523 |
780.25 |
783.75 |
761.25 |
772.75 |
-6.50 |
744 |
10,926 |
+96 |
Dec12 |
120523 |
786.00 |
789.00 |
767.75 |
778.75 |
-7.50 |
803 |
10,219 |
+161 |
Mar13 |
120523 |
791.25 |
791.50 |
775.50 |
785.75 |
-7.25 |
62 |
1,759 |
+29 |
Total Volume and Open Interest |
4,010 |
38,675 |
-136 |
Oats(CBOT) |
Jul12 |
120523 |
333.50 |
334.75 |
323.00 |
325.00 |
-8.50 |
244 |
8,387 |
+8 |
Sep12 |
120523 |
334.25 |
338.00 |
327.00 |
329.00 |
-9.00 |
8 |
492 |
+5 |
Dec12 |
120523 |
343.00 |
343.50 |
335.00 |
335.50 |
-8.00 |
52 |
3,069 |
+52 |
Mar13 |
120523 |
343.50 |
350.50 |
343.50 |
343.50 |
-7.00 |
0 |
26 |
+0 |
Total Volume and Open Interest |
304 |
11,974 |
+65 |
Rough Rice(CBOT) |
Jul12 |
120523 |
15.31 |
15.39 |
15.02 |
15.07 |
-0.18 |
1,092 |
10,842 |
-188 |
Sep12 |
120523 |
15.59 |
15.59 |
15.30 |
15.32 |
-0.17 |
276 |
2,648 |
-22 |
Nov12 |
120523 |
15.56 |
15.75 |
15.56 |
15.56 |
-0.18 |
6 |
296 |
+4 |
Jan13 |
120523 |
15.95 |
15.95 |
15.81 |
15.81 |
-0.17 |
1 |
76 |
+0 |
Total Volume and Open Interest |
1,375 |
13,885 |
-206 |
Live Cattle(CME) |
Jun12 |
120523 |
119.080 |
119.430 |
117.285 |
117.800 |
-1.550 |
18,426 |
66,252 |
-3,734 |
Aug12 |
120523 |
121.000 |
121.250 |
118.950 |
119.500 |
-1.785 |
21,709 |
129,836 |
+195 |
Oct12 |
120523 |
125.450 |
125.650 |
123.900 |
124.150 |
-1.550 |
8,911 |
73,483 |
+28 |
Dec12 |
120523 |
127.700 |
128.000 |
126.330 |
127.180 |
-0.820 |
5,455 |
40,534 |
+616 |
Feb13 |
120523 |
129.035 |
129.200 |
127.785 |
128.750 |
-0.750 |
1,124 |
16,570 |
+276 |
Apr13 |
120523 |
130.880 |
131.235 |
129.850 |
130.800 |
-0.600 |
424 |
6,069 |
+75 |
Total Volume and Open Interest |
56,125 |
334,402 |
-2,534 |
Feeder Cattle(CME) |
May12 |
120523 |
152.325 |
152.550 |
152.250 |
152.435 |
-0.100 |
1,214 |
3,222 |
-336 |
Aug12 |
120523 |
160.050 |
160.325 |
158.285 |
158.485 |
-1.645 |
3,469 |
23,266 |
+126 |
Sep12 |
120523 |
161.130 |
161.325 |
159.235 |
159.600 |
-1.585 |
640 |
5,667 |
+155 |
Oct12 |
120523 |
162.250 |
162.575 |
160.400 |
160.685 |
-1.665 |
468 |
4,949 |
+21 |
Nov12 |
120523 |
163.000 |
163.000 |
160.935 |
161.235 |
-1.700 |
206 |
2,351 |
+53 |
Jan13 |
120523 |
162.500 |
162.500 |
161.300 |
162.000 |
-0.950 |
110 |
1,730 |
+15 |
Mar13 |
120523 |
162.050 |
163.000 |
162.050 |
163.000 |
-0.250 |
1 |
128 |
+1 |
Total Volume and Open Interest |
6,108 |
41,340 |
+35 |
Lean Hogs(CME) |
Jun12 |
120523 |
85.230 |
85.250 |
84.000 |
84.430 |
-1.400 |
12,110 |
46,562 |
-2,040 |
Jul12 |
120523 |
85.700 |
86.230 |
84.250 |
85.550 |
-0.600 |
14,925 |
71,821 |
+2,711 |
Aug12 |
120523 |
86.250 |
86.650 |
85.050 |
85.950 |
-0.900 |
6,783 |
40,013 |
+851 |
Oct12 |
120523 |
79.450 |
80.350 |
78.635 |
79.850 |
+0.200 |
6,402 |
45,826 |
-264 |
Dec12 |
120523 |
77.535 |
78.350 |
76.725 |
77.850 |
+0.125 |
2,543 |
35,396 |
-439 |
Feb13 |
120523 |
79.800 |
80.500 |
79.100 |
80.250 |
+0.050 |
804 |
13,166 |
+194 |
Apr13 |
120523 |
81.400 |
82.050 |
80.635 |
81.700 |
+0.050 |
450 |
7,995 |
-21 |
May13 |
120523 |
86.250 |
86.500 |
85.700 |
86.350 |
+0.050 |
16 |
212 |
+8 |
Total Volume and Open Interest |
44,119 |
265,638 |
+1,020 |
Class III Milk(CME) |
May12 |
120523 |
15.22 |
15.24 |
15.21 |
15.21 |
-0.01 |
141 |
4,699 |
+8 |
Jun12 |
120523 |
15.44 |
15.79 |
15.37 |
15.58 |
+0.17 |
333 |
4,802 |
+61 |
Jul12 |
120523 |
15.80 |
16.37 |
15.75 |
16.08 |
+0.21 |
201 |
3,473 |
-31 |
Aug12 |
120523 |
16.05 |
16.39 |
16.00 |
16.13 |
+0.01 |
131 |
3,070 |
-43 |
Sep12 |
120523 |
16.32 |
16.40 |
16.17 |
16.20 |
-0.07 |
72 |
2,768 |
-14 |
Total Volume and Open Interest |
937 |
26,756 |
-10 |
Cocoa(ICE) |
Jul12 |
120523 |
2165 |
2172 |
2100 |
2124 |
-55 |
10,349 |
75,117 |
-999 |
Sep12 |
120523 |
2175 |
2186 |
2117 |
2141 |
-53 |
5,362 |
33,959 |
+96 |
Dec12 |
120523 |
2189 |
2194 |
2136 |
2157 |
-48 |
2,851 |
24,984 |
+40 |
Mar13 |
120523 |
2201 |
2208 |
2149 |
2169 |
-47 |
1,059 |
30,146 |
-5 |
May13 |
120523 |
2225 |
2225 |
2165 |
2181 |
-48 |
434 |
9,650 |
+285 |
Jul13 |
120523 |
2235 |
2235 |
2177 |
2193 |
-49 |
144 |
2,903 |
+100 |
Sep13 |
120523 |
2218 |
2222 |
2200 |
2204 |
-46 |
2 |
1,513 |
+0 |
Total Volume and Open Interest |
20,201 |
182,160 |
-483 |
Coffee "C"(ICE) |
Jul12 |
120523 |
173.50 |
173.50 |
165.10 |
166.90 |
-7.60 |
12,379 |
71,848 |
-23 |
Sep12 |
120523 |
175.90 |
175.90 |
167.40 |
169.15 |
-7.35 |
3,562 |
33,678 |
+499 |
Dec12 |
120523 |
178.55 |
178.55 |
171.10 |
172.70 |
-7.25 |
1,763 |
26,740 |
+93 |
Mar13 |
120523 |
182.25 |
182.25 |
175.00 |
176.55 |
-7.10 |
686 |
8,813 |
-49 |
May13 |
120523 |
184.50 |
184.50 |
178.50 |
179.15 |
-7.05 |
191 |
3,560 |
+80 |
Jul13 |
120523 |
187.00 |
187.00 |
181.80 |
181.80 |
-6.95 |
80 |
2,662 |
+44 |
Total Volume and Open Interest |
18,706 |
148,502 |
+650 |
Orange Juice(ICE) |
Jul12 |
120523 |
108.90 |
108.90 |
99.70 |
103.10 |
-5.50 |
1,293 |
15,132 |
-188 |
Sep12 |
120523 |
110.75 |
110.75 |
102.35 |
105.40 |
-5.20 |
382 |
2,309 |
-32 |
Nov12 |
120523 |
110.85 |
111.00 |
104.70 |
107.55 |
-5.20 |
33 |
4,186 |
+0 |
Jan13 |
120523 |
113.10 |
114.15 |
107.50 |
110.65 |
-5.20 |
117 |
769 |
+99 |
Mar13 |
120523 |
116.70 |
117.00 |
111.50 |
113.50 |
-5.00 |
5 |
976 |
+2 |
May13 |
120523 |
115.25 |
115.25 |
115.25 |
115.25 |
-5.00 |
0 |
52 |
+0 |
Total Volume and Open Interest |
1,830 |
23,436 |
-119 |
Sugar #11(ICE) |
Jul12 |
120523 |
19.80 |
19.84 |
19.36 |
19.51 |
-0.29 |
30,255 |
322,316 |
-2,081 |
Oct12 |
120523 |
20.22 |
20.22 |
19.80 |
19.98 |
-0.22 |
15,256 |
166,697 |
-355 |
Mar13 |
120523 |
21.13 |
21.13 |
20.75 |
20.94 |
-0.19 |
9,198 |
111,503 |
-104 |
May13 |
120523 |
21.35 |
21.35 |
20.85 |
21.06 |
-0.17 |
5,314 |
31,859 |
+2,318 |
Jul13 |
120523 |
21.22 |
21.26 |
20.86 |
21.11 |
-0.16 |
3,869 |
33,433 |
+1,177 |
Oct13 |
120523 |
21.40 |
21.46 |
21.05 |
21.30 |
-0.16 |
2,251 |
27,343 |
+1,030 |
Mar14 |
120523 |
21.75 |
21.79 |
21.42 |
21.63 |
-0.16 |
610 |
19,687 |
+290 |
May14 |
120523 |
21.63 |
21.63 |
21.35 |
21.53 |
-0.12 |
119 |
5,039 |
+48 |
Total Volume and Open Interest |
66,989 |
726,584 |
+2,387 |
London Cocoa(LCE) |
Jul12 |
120523 |
1504 |
1508 |
1480 |
1485 |
-26 |
9,327 |
64,250 |
-94 |
Sep12 |
120523 |
1491 |
1495 |
1470 |
1472 |
-24 |
3,772 |
33,461 |
+729 |
Dec12 |
120523 |
1470 |
1473 |
1450 |
1451 |
-23 |
2,129 |
34,175 |
+5 |
Mar13 |
120523 |
1455 |
1455 |
1431 |
1435 |
-21 |
3,027 |
36,715 |
+348 |
May13 |
120523 |
1449 |
1455 |
1435 |
1436 |
-20 |
1,471 |
10,390 |
+205 |
Jul13 |
120523 |
1455 |
1455 |
1440 |
1441 |
-19 |
92 |
5,098 |
-17 |
Sep13 |
120523 |
1464 |
1465 |
1444 |
1445 |
-19 |
176 |
3,329 |
+1 |
Total Volume and Open Interest |
20,030 |
189,373 |
+1,177 |
London Sugar(LCE) |
Aug12 |
120523 |
552.50 |
553.50 |
548.20 |
550.70 |
-4.50 |
3,666 |
29,510 |
-162 |
Oct12 |
120523 |
538.60 |
538.90 |
533.20 |
536.70 |
-4.00 |
2,280 |
14,074 |
-98 |
Dec12 |
120523 |
547.10 |
547.70 |
540.90 |
544.30 |
-4.90 |
1,301 |
6,270 |
+197 |
Mar13 |
120523 |
559.70 |
559.70 |
552.60 |
556.30 |
-4.50 |
1,186 |
6,447 |
+2 |
May13 |
120523 |
567.30 |
567.30 |
561.00 |
563.60 |
-4.50 |
506 |
968 |
+5 |
Total Volume and Open Interest |
9,424 |
58,600 |
-51 |
Cotton(ICE) |
Jul12 |
120523 |
74.15 |
74.26 |
70.53 |
71.51 |
-3.01 |
12,566 |
100,705 |
-360 |
Oct12 |
120523 |
72.00 |
72.98 |
70.41 |
70.41 |
-3.39 |
22 |
174 |
+20 |
Dec12 |
120523 |
71.40 |
71.40 |
67.73 |
68.75 |
-2.82 |
5,550 |
75,326 |
+373 |
Mar13 |
120523 |
72.54 |
72.54 |
69.37 |
70.01 |
-2.90 |
474 |
6,594 |
+208 |
May13 |
120523 |
73.69 |
73.69 |
71.03 |
71.08 |
-3.01 |
194 |
2,387 |
-8 |
Jul13 |
120523 |
74.68 |
74.68 |
72.00 |
72.00 |
-3.15 |
148 |
3,173 |
+27 |
Total Volume and Open Interest |
19,011 |
189,230 |
+299 |
Lumber(CME) |
Jul12 |
120523 |
284.1 |
287.0 |
283.9 |
286.4 |
+2.9 |
688 |
5,894 |
-66 |
Sep12 |
120523 |
286.5 |
288.1 |
286.4 |
287.4 |
+0.3 |
213 |
2,484 |
+37 |
Nov12 |
120523 |
283.3 |
283.7 |
283.0 |
283.0 |
+1.3 |
45 |
1,000 |
+1 |
Jan13 |
120523 |
289.0 |
289.0 |
289.0 |
289.0 |
+0.9 |
4 |
187 |
+2 |
Total Volume and Open Interest |
951 |
9,670 |
-25 |
Crude Oil(NYM) |
Jul12 |
120523 |
91.54 |
91.72 |
89.28 |
89.90 |
-1.95 |
211,270 |
310,237 |
+5,791 |
Aug12 |
120523 |
91.99 |
92.00 |
89.59 |
90.20 |
-1.95 |
30,442 |
97,251 |
+599 |
Sep12 |
120523 |
92.29 |
92.29 |
89.90 |
90.50 |
-1.93 |
12,105 |
85,190 |
+1,315 |
Oct12 |
120523 |
92.55 |
92.55 |
90.30 |
90.77 |
-1.91 |
5,858 |
52,777 |
+613 |
Nov12 |
120523 |
92.73 |
92.73 |
90.53 |
91.01 |
-1.87 |
3,886 |
39,726 |
-281 |
Dec12 |
120523 |
92.80 |
92.80 |
90.63 |
91.25 |
-1.83 |
33,422 |
182,366 |
-742 |
Jan13 |
120523 |
92.63 |
92.87 |
90.83 |
91.44 |
-1.79 |
3,899 |
49,979 |
-51 |
Feb13 |
120523 |
91.93 |
91.97 |
91.52 |
91.52 |
-1.77 |
2,682 |
27,191 |
-297 |
Mar13 |
120523 |
92.35 |
92.70 |
90.90 |
91.52 |
-1.74 |
2,470 |
35,817 |
+210 |
Apr13 |
120523 |
92.46 |
92.46 |
91.27 |
91.40 |
-1.71 |
1,175 |
18,597 |
-65 |
May13 |
120523 |
91.01 |
91.25 |
90.70 |
91.25 |
-1.67 |
975 |
16,656 |
+166 |
Jun13 |
120523 |
92.00 |
92.42 |
90.45 |
91.09 |
-1.63 |
9,719 |
76,599 |
+4,483 |
Jul13 |
120523 |
90.90 |
90.90 |
90.90 |
90.90 |
-1.59 |
1,691 |
17,235 |
+33 |
Aug13 |
120523 |
90.71 |
90.71 |
90.71 |
90.71 |
-1.55 |
966 |
10,560 |
+638 |
Sep13 |
120523 |
90.54 |
90.54 |
90.54 |
90.54 |
-1.51 |
183 |
24,455 |
-29 |
Oct13 |
120523 |
90.38 |
90.38 |
90.38 |
90.38 |
-1.47 |
100 |
12,338 |
-23 |
Total Volume and Open Interest |
448,119 |
1,460,373 |
-25,070 |
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 |
120523 |
91.500 |
91.725 |
89.300 |
89.900 |
-1.950 |
5,029 |
2,914 |
+473 |
Aug12 |
120523 |
91.925 |
91.925 |
89.625 |
90.200 |
-1.950 |
45 |
117 |
+4 |
Sep12 |
120523 |
91.825 |
92.000 |
90.300 |
90.500 |
-1.925 |
35 |
82 |
-1 |
Oct12 |
120523 |
90.700 |
90.825 |
90.475 |
90.775 |
-1.900 |
0 |
20 |
+0 |
Nov12 |
120523 |
91.000 |
91.000 |
91.000 |
91.000 |
-1.875 |
0 |
2 |
+0 |
Dec12 |
120523 |
92.450 |
92.450 |
90.800 |
91.250 |
-1.825 |
4 |
271 |
+3 |
Jan13 |
120523 |
91.450 |
91.450 |
91.450 |
91.450 |
-1.775 |
0 |
11 |
+0 |
Feb13 |
120523 |
91.525 |
91.525 |
91.525 |
91.525 |
-1.775 |
0 |
75 |
+0 |
Total Volume and Open Interest |
5,113 |
3,682 |
-1,551 |
Heating Oil(NYM) |
Jun12 |
120523 |
286.15 |
286.15 |
280.33 |
281.21 |
-4.93 |
41,051 |
55,178 |
-3,083 |
Jul12 |
120523 |
286.55 |
286.55 |
280.76 |
281.55 |
-5.00 |
39,546 |
75,827 |
+4,495 |
Aug12 |
120523 |
286.27 |
286.27 |
281.57 |
282.33 |
-4.89 |
13,187 |
39,428 |
+1,128 |
Sep12 |
120523 |
287.37 |
287.37 |
282.52 |
283.23 |
-4.74 |
10,336 |
34,524 |
-1,004 |
Oct12 |
120523 |
288.28 |
288.28 |
283.77 |
284.21 |
-4.67 |
3,349 |
15,708 |
+25 |
Nov12 |
120523 |
287.95 |
287.96 |
284.53 |
285.20 |
-4.65 |
2,635 |
11,405 |
+352 |
Dec12 |
120523 |
288.34 |
289.16 |
285.29 |
286.12 |
-4.62 |
7,886 |
44,617 |
+693 |
Jan13 |
120523 |
289.32 |
289.77 |
286.21 |
286.99 |
-4.57 |
683 |
12,092 |
+464 |
Feb13 |
120523 |
289.28 |
289.60 |
286.39 |
286.96 |
-4.51 |
597 |
3,879 |
+158 |
Mar13 |
120523 |
288.55 |
288.63 |
285.76 |
286.30 |
-4.42 |
805 |
9,000 |
-29 |
Apr13 |
120523 |
287.65 |
287.69 |
285.04 |
285.29 |
-4.36 |
1,661 |
14,876 |
+370 |
May13 |
120523 |
289.59 |
289.62 |
288.21 |
288.21 |
-4.21 |
712 |
4,702 |
+387 |
Total Volume and Open Interest |
122,699 |
323,432 |
+4,032 |
Gasoline(NYMEX) |
Jun12 |
120523 |
294.57 |
294.65 |
286.61 |
287.23 |
-6.47 |
38,824 |
58,542 |
-6,653 |
Jul12 |
120523 |
286.25 |
286.54 |
279.26 |
280.15 |
-5.77 |
42,838 |
95,461 |
+2,326 |
Aug12 |
120523 |
280.61 |
280.61 |
274.22 |
275.12 |
-5.38 |
15,446 |
35,921 |
-769 |
Sep12 |
120523 |
273.54 |
274.60 |
270.14 |
270.85 |
-5.30 |
8,412 |
33,510 |
+964 |
Oct12 |
120523 |
260.39 |
260.39 |
255.93 |
256.34 |
-5.36 |
2,896 |
22,529 |
+171 |
Nov12 |
120523 |
257.74 |
257.83 |
252.38 |
252.80 |
-5.41 |
2,123 |
11,009 |
+452 |
Dec12 |
120523 |
253.84 |
254.68 |
250.65 |
250.99 |
-5.42 |
2,131 |
26,871 |
+97 |
Jan13 |
120523 |
250.75 |
251.58 |
250.49 |
250.49 |
-5.39 |
274 |
7,851 |
+31 |
Feb13 |
120523 |
251.68 |
251.68 |
251.32 |
251.32 |
-5.37 |
72 |
3,144 |
-3 |
Mar13 |
120523 |
253.40 |
253.40 |
252.78 |
252.78 |
-5.34 |
14 |
2,490 |
+3 |
Total Volume and Open Interest |
113,075 |
308,531 |
-3,362 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120523 |
287.20 |
287.23 |
287.20 |
287.20 |
-6.50 |
|
|
|
Jul12 |
120523 |
280.20 |
280.20 |
280.15 |
280.20 |
-5.70 |
|
|
|
Aug12 |
120523 |
275.10 |
275.12 |
275.10 |
275.10 |
-5.40 |
|
|
|
Sep12 |
120523 |
270.90 |
270.90 |
270.85 |
270.90 |
-5.30 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jun12 |
120523 |
2.691 |
2.747 |
2.615 |
2.737 |
+0.030 |
146,053 |
75,751 |
-13,112 |
Jul12 |
120523 |
2.768 |
2.806 |
2.684 |
2.796 |
+0.020 |
80,793 |
259,270 |
-1,735 |
Aug12 |
120523 |
2.800 |
2.846 |
2.730 |
2.836 |
+0.019 |
34,294 |
96,426 |
+117 |
Sep12 |
120523 |
2.833 |
2.875 |
2.761 |
2.869 |
+0.020 |
24,613 |
145,186 |
+5,664 |
Oct12 |
120523 |
2.895 |
2.935 |
2.828 |
2.933 |
+0.020 |
35,037 |
136,812 |
+1,980 |
Nov12 |
120523 |
3.111 |
3.141 |
3.052 |
3.134 |
+0.003 |
13,739 |
74,112 |
+140 |
Dec12 |
120523 |
3.388 |
3.407 |
3.337 |
3.398 |
-0.014 |
11,578 |
55,083 |
-1,879 |
Jan13 |
120523 |
3.541 |
3.550 |
3.476 |
3.538 |
-0.016 |
21,892 |
81,802 |
-357 |
Feb13 |
120523 |
3.541 |
3.556 |
3.487 |
3.545 |
-0.018 |
3,053 |
21,978 |
+559 |
Mar13 |
120523 |
3.519 |
3.527 |
3.460 |
3.513 |
-0.021 |
4,308 |
36,253 |
-136 |
Apr13 |
120523 |
3.480 |
3.484 |
3.419 |
3.466 |
-0.022 |
9,224 |
55,521 |
-1,130 |
May13 |
120523 |
3.452 |
3.496 |
3.449 |
3.493 |
-0.023 |
1,487 |
15,218 |
-119 |
Jun13 |
120523 |
3.550 |
3.550 |
3.491 |
3.536 |
-0.024 |
1,081 |
7,401 |
+182 |
Jul13 |
120523 |
3.540 |
3.579 |
3.538 |
3.579 |
-0.025 |
490 |
6,801 |
+125 |
Aug13 |
120523 |
3.610 |
3.610 |
3.556 |
3.594 |
-0.026 |
467 |
6,620 |
+38 |
Sep13 |
120523 |
3.610 |
3.610 |
3.557 |
3.597 |
-0.026 |
500 |
6,082 |
+87 |
Total Volume and Open Interest |
392,054 |
1,207,066 |
-9,454 |
Brent Crude Oil(ICE) |
Jul12 |
120523 |
108.11 |
108.16 |
105.39 |
105.56 |
-2.85 |
171,292 |
241,532 |
-4,729 |
Aug12 |
120523 |
107.39 |
107.53 |
104.87 |
105.03 |
-2.71 |
77,057 |
171,637 |
+2,424 |
Sep12 |
120523 |
106.85 |
106.95 |
104.41 |
104.56 |
-2.60 |
39,174 |
112,966 |
+1,978 |
Oct12 |
120523 |
106.54 |
106.54 |
103.94 |
104.07 |
-2.52 |
21,292 |
99,441 |
+1,326 |
Nov12 |
120523 |
105.95 |
105.95 |
103.59 |
103.75 |
-2.44 |
9,884 |
60,282 |
+160 |
Dec12 |
120523 |
105.50 |
105.60 |
103.29 |
103.45 |
-2.37 |
47,441 |
123,130 |
-1,980 |
Jan13 |
120523 |
104.89 |
105.01 |
103.02 |
103.18 |
-2.32 |
4,969 |
24,033 |
+422 |
Feb13 |
120523 |
104.56 |
104.69 |
102.77 |
102.89 |
-2.26 |
3,430 |
15,298 |
+751 |
Mar13 |
120523 |
104.24 |
104.29 |
102.47 |
102.60 |
-2.21 |
7,450 |
21,076 |
+3,681 |
Apr13 |
120523 |
102.31 |
102.31 |
102.31 |
102.31 |
-2.16 |
1,475 |
11,489 |
+57 |
May13 |
120523 |
103.40 |
103.40 |
101.80 |
101.99 |
-2.11 |
1,164 |
11,475 |
+9 |
Jun13 |
120523 |
103.15 |
103.28 |
101.45 |
101.65 |
-2.06 |
10,736 |
46,588 |
+3,100 |
Jul13 |
120523 |
101.34 |
101.34 |
101.34 |
101.34 |
-2.01 |
769 |
7,818 |
+158 |
Aug13 |
120523 |
101.00 |
101.00 |
101.00 |
101.00 |
-1.97 |
451 |
6,427 |
+178 |
Total Volume and Open Interest |
418,501 |
1,199,812 |
+5,783 |
Gas Oil(ICE) |
Jun12 |
120523 |
913.25 |
914.75 |
898.00 |
903.25 |
-14.50 |
60,092 |
130,589 |
-3,310 |
Jul12 |
120523 |
909.75 |
910.50 |
893.50 |
898.75 |
-15.50 |
64,819 |
98,829 |
+799 |
Aug12 |
120523 |
907.50 |
908.50 |
892.00 |
897.25 |
-16.00 |
25,360 |
58,875 |
-376 |
Sep12 |
120523 |
907.50 |
907.50 |
892.00 |
897.00 |
-16.50 |
10,305 |
56,067 |
+259 |
Oct12 |
120523 |
906.50 |
906.50 |
892.50 |
897.25 |
-16.50 |
5,270 |
31,549 |
+143 |
Nov12 |
120523 |
906.00 |
906.00 |
892.00 |
896.75 |
-16.25 |
2,997 |
18,192 |
+248 |
Dec12 |
120523 |
905.50 |
905.50 |
891.75 |
896.50 |
-15.75 |
14,805 |
62,134 |
+412 |
Jan13 |
120523 |
905.75 |
905.75 |
892.75 |
897.00 |
-15.50 |
2,094 |
22,693 |
-11 |
Feb13 |
120523 |
901.50 |
903.25 |
892.25 |
896.75 |
-15.25 |
1,379 |
11,296 |
+351 |
Mar13 |
120523 |
899.00 |
902.25 |
891.00 |
895.75 |
-15.25 |
1,325 |
12,479 |
+33 |
Total Volume and Open Interest |
195,339 |
588,863 |
-38 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120523 |
2.141 |
2.143 |
2.100 |
2.135 |
+0.004 |
130 |
648 |
-23 |
Jul12 |
120523 |
2.150 |
2.160 |
2.106 |
2.143 |
+0.003 |
292 |
1,438 |
+24 |
Aug12 |
120523 |
2.130 |
2.139 |
2.094 |
2.124 |
+0.002 |
338 |
2,610 |
+36 |
Sep12 |
120523 |
2.044 |
2.058 |
2.024 |
2.048 |
+0.003 |
120 |
1,423 |
-71 |
Oct12 |
120523 |
1.975 |
1.987 |
1.955 |
1.977 |
+0.005 |
254 |
1,686 |
-6 |
Nov12 |
120523 |
1.930 |
1.975 |
1.930 |
1.956 |
+0.006 |
247 |
1,691 |
-2 |
Dec12 |
120523 |
1.925 |
1.965 |
1.925 |
1.946 |
+0.007 |
53 |
1,328 |
+24 |
Total Volume and Open Interest |
1,631 |
12,992 |
+44 |
WTI Crude Oil(ICE) |
Jul12 |
120523 |
91.54 |
91.55 |
89.29 |
89.90 |
-1.95 |
34,269 |
68,965 |
+51 |
Aug12 |
120523 |
91.54 |
91.84 |
89.64 |
90.20 |
-1.95 |
5,577 |
34,180 |
+279 |
Sep12 |
120523 |
92.15 |
92.15 |
90.04 |
90.50 |
-1.93 |
4,048 |
26,455 |
+441 |
Oct12 |
120523 |
91.77 |
92.30 |
90.34 |
90.77 |
-1.91 |
3,541 |
16,294 |
+256 |
Nov12 |
120523 |
91.98 |
92.20 |
90.68 |
91.01 |
-1.87 |
1,794 |
14,671 |
+62 |
Dec12 |
120523 |
92.45 |
92.75 |
90.64 |
91.25 |
-1.83 |
8,752 |
80,491 |
+278 |
Jan13 |
120523 |
91.35 |
91.85 |
91.35 |
91.44 |
-1.79 |
1,528 |
12,606 |
-419 |
Feb13 |
120523 |
91.52 |
91.52 |
91.52 |
91.52 |
-1.77 |
731 |
8,433 |
+101 |
Mar13 |
120523 |
91.39 |
91.52 |
91.39 |
91.52 |
-1.74 |
365 |
5,091 |
+20 |
Apr13 |
120523 |
91.40 |
91.40 |
91.40 |
91.40 |
-1.71 |
141 |
2,552 |
-12 |
May13 |
120523 |
91.25 |
91.25 |
91.25 |
91.25 |
-1.67 |
189 |
2,058 |
-1 |
Jun13 |
120523 |
91.98 |
91.98 |
90.78 |
91.09 |
-1.63 |
745 |
21,588 |
-4 |
Jul13 |
120523 |
91.08 |
91.08 |
90.90 |
90.90 |
-1.59 |
66 |
1,502 |
-8 |
Aug13 |
120523 |
90.71 |
90.71 |
90.71 |
90.71 |
-1.55 |
39 |
2,337 |
-6 |
Sep13 |
120523 |
90.54 |
90.54 |
90.54 |
90.54 |
-1.51 |
18 |
6,024 |
-3 |
Oct13 |
120523 |
90.38 |
90.38 |
90.38 |
90.38 |
-1.47 |
7 |
1,085 |
-5 |
Total Volume and Open Interest |
64,057 |
426,712 |
-19,903 |
US Dollar Index(ICE) |
Jun12 |
120523 |
81.905 |
82.360 |
81.710 |
82.235 |
+0.588 |
28,518 |
68,504 |
+3,291 |
Sep12 |
120523 |
82.200 |
82.760 |
82.100 |
82.655 |
+0.628 |
68 |
1,116 |
+25 |
Dec12 |
120523 |
82.965 |
82.965 |
82.965 |
82.965 |
+0.627 |
0 |
1 |
+0 |
Total Volume and Open Interest |
28,586 |
69,621 |
+3,316 |
Australian Dollar(CME) |
Jun12 |
120523 |
97.71 |
98.16 |
96.66 |
97.08 |
-1.08 |
117,270 |
134,559 |
-117 |
Sep12 |
120523 |
97.03 |
97.42 |
96.05 |
96.38 |
-1.04 |
131 |
897 |
+35 |
Dec12 |
120523 |
96.00 |
96.80 |
95.81 |
95.81 |
-0.99 |
0 |
62 |
+0 |
Total Volume and Open Interest |
117,401 |
135,522 |
-82 |
British Pound(CME) |
Jun12 |
120523 |
157.62 |
157.73 |
156.66 |
156.87 |
-0.86 |
101,144 |
184,389 |
+267 |
Sep12 |
120523 |
157.49 |
157.65 |
156.74 |
156.80 |
-0.85 |
68 |
531 |
+7 |
Dec12 |
120523 |
156.74 |
157.56 |
156.74 |
156.74 |
-0.82 |
4 |
71 |
-4 |
Total Volume and Open Interest |
101,216 |
184,993 |
+270 |
Canadian Dollar(CME) |
Jun12 |
120523 |
97.87 |
97.95 |
97.05 |
97.48 |
-0.47 |
92,467 |
122,681 |
-2,323 |
Sep12 |
120523 |
97.65 |
97.75 |
96.89 |
97.29 |
-0.46 |
342 |
3,898 |
+148 |
Dec12 |
120523 |
97.30 |
97.55 |
96.80 |
97.12 |
-0.43 |
38 |
4,147 |
+21 |
Mar13 |
120523 |
96.81 |
97.33 |
96.72 |
96.95 |
-0.38 |
12 |
434 |
+6 |
Total Volume and Open Interest |
92,859 |
131,444 |
-2,148 |
Japanese Yen(CME) |
Jun12 |
120523 |
125.07 |
126.27 |
124.83 |
125.89 |
+1.06 |
63,005 |
143,073 |
+609 |
Sep12 |
120523 |
125.17 |
126.39 |
124.96 |
126.03 |
+1.07 |
81 |
1,137 |
-2 |
Dec12 |
120523 |
126.24 |
126.24 |
125.17 |
126.24 |
+1.07 |
2 |
105 |
+0 |
Total Volume and Open Interest |
63,088 |
144,338 |
+607 |
Swiss Franc(CME) |
Jun12 |
120523 |
105.59 |
105.93 |
104.51 |
104.72 |
-1.21 |
52,729 |
67,881 |
+60 |
Sep12 |
120523 |
105.62 |
106.11 |
104.83 |
104.93 |
-1.18 |
25 |
348 |
+8 |
Dec12 |
120523 |
105.22 |
106.37 |
105.22 |
105.22 |
-1.15 |
0 |
3 |
+0 |
Total Volume and Open Interest |
52,754 |
68,235 |
+68 |
EuroFX(CME) |
Jun12 |
120523 |
126.80 |
126.89 |
125.46 |
125.74 |
-1.46 |
227,694 |
363,262 |
+5,398 |
Sep12 |
120523 |
126.94 |
127.31 |
125.59 |
125.85 |
-1.46 |
450 |
3,711 |
-2 |
Dec12 |
120523 |
126.85 |
127.46 |
126.02 |
126.06 |
-1.40 |
17 |
296 |
-1 |
Total Volume and Open Interest |
228,161 |
367,296 |
+5,395 |
Mexican Peso(CME) |
Jun12 |
120523 |
717.5 |
723.2 |
708.0 |
712.0 |
-11.2 |
50,382 |
135,498 |
-2,859 |
Jul12 |
120523 |
710.0 |
721.5 |
710.0 |
710.0 |
-11.5 |
|
|
|
Total Volume and Open Interest |
53,746 |
186,949 |
-220 |
Brazilian Real(CME) |
Jun12 |
120523 |
477.65 |
491.35 |
474.30 |
488.20 |
+3.55 |
254 |
6,119 |
+2 |
Jul12 |
120523 |
476.85 |
488.75 |
472.65 |
485.55 |
+3.60 |
20 |
655 |
+0 |
Aug12 |
120523 |
483.25 |
483.25 |
479.60 |
483.25 |
+3.65 |
|
|
|
Sep12 |
120523 |
480.90 |
480.90 |
477.25 |
480.90 |
+3.65 |
3 |
53 |
+0 |
Total Volume and Open Interest |
277 |
20,395 |
+2 |
30-Year T-Bonds(CBOT) |
Jun12 |
120523 |
147~080 |
148~180 |
147~020 |
148~090 |
+1~160 |
339,671 |
647,926 |
-4,075 |
Sep12 |
120523 |
146~190 |
147~310 |
146~140 |
147~220 |
+1~170 |
18,356 |
30,412 |
+9,109 |
Dec12 |
120523 |
147~030 |
148~140 |
146~140 |
148~120 |
+1~300 |
103 |
1,252 |
+66 |
Total Volume and Open Interest |
358,130 |
679,590 |
+5,100 |
10-Year T-Notes(CBOT) |
Jun12 |
120523 |
133~150 |
133~285 |
133~125 |
133~255 |
+0~155 |
819,124 |
1,867,574 |
+11,265 |
Sep12 |
120523 |
132~135 |
132~280 |
132~125 |
132~255 |
+0~170 |
42,559 |
108,918 |
+18,060 |
Dec12 |
120523 |
131~305 |
131~305 |
131~135 |
131~305 |
+0~170 |
0 |
1 |
+0 |
Total Volume and Open Interest |
861,683 |
1,976,493 |
+29,325 |
5-Year T-Notes(CBOT) |
Jun12 |
120523 |
124~000 |
124~023 |
123~110 |
124~017 |
+0~025 |
371,380 |
1,363,395 |
-5,911 |
Sep12 |
120523 |
123~086 |
123~111 |
123~078 |
123~107 |
+0~027 |
31,324 |
57,703 |
+17,844 |
Dec12 |
120523 |
123~003 |
123~003 |
122~104 |
123~003 |
+0~027 |
|
|
|
Total Volume and Open Interest |
402,704 |
1,421,098 |
+11,933 |
2 Year T-Notes(CBOT) |
Jun12 |
120523 |
110~027 |
110~030 |
110~025 |
110~029 |
+0~004 |
170,096 |
929,019 |
-15,574 |
Sep12 |
120523 |
110~013 |
110~017 |
110~012 |
110~016 |
+0~004 |
13,872 |
31,180 |
+8,317 |
Dec12 |
120523 |
109~082 |
109~082 |
109~078 |
109~082 |
+0~004 |
|
|
|
Total Volume and Open Interest |
183,968 |
960,199 |
-7,257 |
Eurodollars(CME) |
Jun12 |
120523 |
99.512 |
99.515 |
99.505 |
99.510 |
-0.005 |
110,546 |
968,431 |
+7,119 |
Sep12 |
120523 |
99.420 |
99.440 |
99.400 |
99.420 |
-0.020 |
169,067 |
933,529 |
-5,824 |
Dec12 |
120523 |
99.365 |
99.375 |
99.340 |
99.360 |
-0.025 |
154,096 |
954,538 |
-15,159 |
Mar13 |
120523 |
99.345 |
99.360 |
99.320 |
99.340 |
-0.025 |
125,988 |
672,988 |
-4,622 |
Jun13 |
120523 |
99.330 |
99.340 |
99.310 |
99.320 |
-0.020 |
121,836 |
683,454 |
-5,525 |
Sep13 |
120523 |
99.310 |
99.325 |
99.290 |
99.300 |
-0.015 |
99,657 |
627,810 |
-1,368 |
Dec13 |
120523 |
99.270 |
99.285 |
99.260 |
99.270 |
-0.005 |
93,172 |
595,044 |
-2,316 |
Mar14 |
120523 |
99.225 |
99.255 |
99.225 |
99.240 |
+0.005 |
120,098 |
593,027 |
-711 |
Jun14 |
120523 |
99.165 |
99.195 |
99.160 |
99.180 |
+0.015 |
58,802 |
464,824 |
+7,270 |
Sep14 |
120523 |
99.090 |
99.120 |
99.080 |
99.110 |
+0.025 |
48,154 |
330,153 |
-2,314 |
Dec14 |
120523 |
98.975 |
99.010 |
98.970 |
99.005 |
+0.030 |
49,645 |
322,164 |
+3,739 |
Mar15 |
120523 |
98.870 |
98.910 |
98.870 |
98.900 |
+0.030 |
47,967 |
287,191 |
+7,617 |
Jun15 |
120523 |
0.431 |
0.476 |
0.431 |
0.466 |
+0.035 |
26,653 |
249,985 |
-1,949 |
Sep15 |
120523 |
0.296 |
0.336 |
0.291 |
0.326 |
+0.035 |
18,347 |
191,536 |
-1,228 |
Dec15 |
120523 |
0.151 |
0.191 |
0.141 |
0.176 |
+0.035 |
19,119 |
161,591 |
-700 |
Mar16 |
120523 |
0.011 |
0.061 |
0.006 |
0.046 |
+0.040 |
11,389 |
100,067 |
-1,112 |
Jun16 |
120523 |
6.425 |
6.475 |
6.420 |
6.460 |
+0.045 |
10,778 |
112,593 |
-405 |
Sep16 |
120523 |
6.285 |
6.340 |
6.280 |
6.320 |
+0.045 |
6,280 |
86,094 |
-298 |
Total Volume and Open Interest |
1,306,995 |
8,602,033 |
-18,176 |
30 Day Federal Funds(CBOT) |
May12 |
120523 |
99.842 |
99.845 |
99.840 |
99.842 |
+0.003 |
1,024 |
54,913 |
+546 |
Jun12 |
120523 |
99.840 |
99.850 |
99.840 |
99.845 |
+0.005 |
663 |
42,940 |
-76 |
Jul12 |
120523 |
99.840 |
99.845 |
99.840 |
99.840 |
unch |
1,617 |
48,890 |
+1,277 |
Aug12 |
120523 |
99.835 |
99.845 |
99.835 |
99.840 |
+0.005 |
667 |
42,419 |
-66 |
Sep12 |
120523 |
99.835 |
99.840 |
99.830 |
99.835 |
+0.005 |
978 |
33,166 |
+461 |
Oct12 |
120523 |
99.830 |
99.835 |
99.830 |
99.830 |
unch |
802 |
51,223 |
+92 |
Total Volume and Open Interest |
10,824 |
535,674 |
+2,766 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120523 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
263 |
+5 |
Sep12 |
120523 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
120523 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Mar13 |
120523 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Jun13 |
120523 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
120523 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec13 |
120523 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120523 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun14 |
120523 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Sep14 |
120523 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
263 |
+5 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120523 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
40 |
2,582 |
+8 |
Sep12 |
120523 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
10 |
697 |
+0 |
Dec12 |
120523 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120523 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
181 |
+0 |
Jun13 |
120523 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
206 |
+0 |
Sep13 |
120523 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
305 |
+0 |
Dec13 |
120523 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120523 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
344 |
+0 |
Total Volume and Open Interest |
50 |
5,398 |
+8 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120523 |
143.24 |
143.30 |
143.07 |
143.27 |
+0.02 |
4,552 |
24,211 |
-143 |
Sep12 |
120523 |
143.00 |
143.07 |
142.96 |
143.07 |
+0.01 |
24 |
41 |
+9 |
Dec12 |
120523 |
141.94 |
141.94 |
141.94 |
141.94 |
+0.01 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,576 |
24,256 |
-134 |
Euro-Bund(EUREX) |
Jun12 |
120523 |
143.57 |
144.28 |
143.35 |
144.06 |
+0.97 |
614,856 |
1,011,776 |
+16,342 |
Sep12 |
120523 |
142.40 |
143.13 |
142.19 |
142.92 |
+1.01 |
4,176 |
51,119 |
+3,013 |
Dec12 |
120523 |
142.06 |
142.06 |
142.06 |
142.06 |
+0.57 |
9 |
18 |
+8 |
Total Volume and Open Interest |
619,041 |
1,062,913 |
+19,363 |
Euro-Bobl(EUREX) |
Jun12 |
120523 |
126.06 |
126.43 |
125.96 |
126.32 |
+0.41 |
378,645 |
713,837 |
-642 |
Sep12 |
120523 |
126.36 |
126.81 |
126.32 |
126.73 |
+0.47 |
8,537 |
51,901 |
+352 |
Dec12 |
120523 |
126.27 |
126.27 |
126.27 |
126.27 |
+0.41 |
|
|
|
Total Volume and Open Interest |
387,182 |
765,738 |
-290 |
3-Mth Euribor(EUREX) |
Jun12 |
120523 |
99.340 |
99.340 |
99.335 |
99.335 |
unch |
53 |
1,778 |
+1 |
Sep12 |
120523 |
99.390 |
99.395 |
99.390 |
99.395 |
+0.015 |
1 |
1,349 |
-1 |
Dec12 |
120523 |
99.395 |
99.395 |
99.395 |
99.395 |
+0.020 |
0 |
932 |
+0 |
Total Volume and Open Interest |
54 |
5,711 |
+0 |
Long Gilt(LIFFE) |
Jun12 |
120523 |
118~20 |
119~22 |
118~20 |
119~13 |
+1~01 |
128,535 |
319,023 |
+8,441 |
Sep12 |
120523 |
117~19 |
118~19 |
117~18 |
118~12 |
+1~01 |
6,471 |
8,374 |
+247 |
Total Volume and Open Interest |
135,006 |
327,397 |
+8,688 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120523 |
98.99 |
99.03 |
98.97 |
99.00 |
+0.01 |
60,426 |
255,370 |
+12,887 |
Sep12 |
120523 |
98.97 |
99.04 |
98.95 |
99.01 |
+0.05 |
122,339 |
392,831 |
+3,232 |
Dec12 |
120523 |
98.99 |
99.07 |
98.98 |
99.03 |
+0.04 |
89,288 |
299,540 |
+3,728 |
Mar13 |
120523 |
99.02 |
99.11 |
99.01 |
99.06 |
+0.04 |
101,915 |
259,739 |
+921 |
Jun13 |
120523 |
99.02 |
99.11 |
99.01 |
99.07 |
+0.05 |
75,440 |
234,875 |
+12,218 |
Sep13 |
120523 |
99.00 |
99.10 |
99.00 |
99.06 |
+0.06 |
96,311 |
248,601 |
+5,858 |
Total Volume and Open Interest |
762,523 |
2,585,396 |
+50,161 |
3-Mth Euribor(LIFFE) |
Jun12 |
120523 |
99.330 |
99.345 |
99.325 |
99.335 |
unch |
71,045 |
551,887 |
-15,432 |
Sep12 |
120523 |
99.380 |
99.410 |
99.365 |
99.395 |
+0.015 |
103,756 |
503,196 |
+8,180 |
Dec12 |
120523 |
99.375 |
99.415 |
99.365 |
99.395 |
+0.020 |
97,229 |
451,487 |
+2,664 |
Total Volume and Open Interest |
589,276 |
3,459,463 |
+538 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120523 |
96.62 |
96.70 |
96.59 |
96.67 |
+0.05 |
34,179 |
131,490 |
-7,491 |
Sep12 |
120523 |
96.99 |
97.15 |
96.98 |
97.11 |
+0.11 |
28,792 |
203,454 |
-1,847 |
Dec12 |
120523 |
97.09 |
97.25 |
97.07 |
97.21 |
+0.11 |
20,179 |
151,182 |
-5,551 |
Mar13 |
120523 |
96.99 |
97.16 |
96.99 |
97.11 |
+0.10 |
10,688 |
89,884 |
+1,027 |
Jun13 |
120523 |
96.87 |
97.01 |
96.85 |
96.97 |
+0.09 |
6,075 |
67,626 |
-732 |
Sep13 |
120523 |
96.74 |
96.87 |
96.72 |
96.83 |
+0.08 |
4,849 |
51,313 |
-1,538 |
Dec13 |
120523 |
96.61 |
96.73 |
96.60 |
96.69 |
+0.06 |
4,123 |
34,338 |
-692 |
Mar14 |
120523 |
96.51 |
96.63 |
96.50 |
96.59 |
+0.06 |
3,000 |
25,959 |
+1,391 |
Jun14 |
120523 |
96.44 |
96.52 |
96.42 |
96.50 |
+0.05 |
120 |
1,372 |
+100 |
Sep14 |
120523 |
96.42 |
96.42 |
96.40 |
96.41 |
+0.05 |
3 |
693 |
-17 |
Total Volume and Open Interest |
112,031 |
757,780 |
-15,330 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120523 |
96.84 |
96.94 |
96.83 |
96.89 |
+0.05 |
53,706 |
413,267 |
-1,183 |
Sep12 |
120523 |
96.83 |
96.83 |
96.83 |
96.83 |
+0.05 |
2 |
1 |
+1 |
Total Volume and Open Interest |
53,708 |
413,268 |
-1,182 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120523 |
97.51 |
97.66 |
97.49 |
97.62 |
+0.09 |
133,019 |
517,708 |
+6,360 |
Sep12 |
120523 |
97.64 |
97.64 |
97.64 |
97.64 |
+0.09 |
|
|
|
Total Volume and Open Interest |
133,019 |
517,708 |
+6,360 |
Gold(CMX) |
Jun12 |
120523 |
1567.4 |
1568.5 |
1532.8 |
1548.4 |
-28.2 |
140,539 |
162,118 |
-5,530 |
Aug12 |
120523 |
1570.0 |
1570.4 |
1535.0 |
1550.6 |
-28.2 |
28,727 |
119,283 |
+8,923 |
Oct12 |
120523 |
1571.3 |
1571.3 |
1539.1 |
1552.6 |
-28.2 |
854 |
10,224 |
+151 |
Dec12 |
120523 |
1573.5 |
1573.5 |
1539.8 |
1554.7 |
-28.2 |
3,306 |
47,939 |
+1,674 |
Feb13 |
120523 |
1567.1 |
1570.1 |
1542.6 |
1556.7 |
-28.2 |
363 |
18,813 |
+11 |
Apr13 |
120523 |
1571.0 |
1573.0 |
1550.0 |
1558.6 |
-28.3 |
73 |
12,406 |
+41 |
Jun13 |
120523 |
1551.0 |
1574.5 |
1548.0 |
1560.7 |
-28.3 |
216 |
13,240 |
+98 |
Aug13 |
120523 |
1575.0 |
1575.0 |
1563.0 |
1563.0 |
-28.3 |
0 |
2,079 |
+0 |
Oct13 |
120523 |
1565.4 |
1565.4 |
1565.4 |
1565.4 |
-28.3 |
0 |
877 |
+0 |
Dec13 |
120523 |
1555.1 |
1568.0 |
1554.8 |
1568.0 |
-28.3 |
73 |
8,875 |
-5 |
Feb14 |
120523 |
1570.8 |
1570.8 |
1570.8 |
1570.8 |
-28.4 |
1 |
6 |
+0 |
Total Volume and Open Interest |
174,629 |
435,213 |
+5,638 |
Silver(CMX) |
May12 |
120523 |
2768.0 |
2774.0 |
2730.0 |
2750.8 |
-65.7 |
11 |
103 |
-11 |
Jul12 |
120523 |
2812.0 |
2817.0 |
2708.0 |
2751.9 |
-66.0 |
35,869 |
59,440 |
+813 |
Sep12 |
120523 |
2813.0 |
2816.0 |
2714.5 |
2757.1 |
-66.2 |
222 |
8,944 |
+10 |
Dec12 |
120523 |
2800.0 |
2802.5 |
2723.0 |
2763.2 |
-66.5 |
618 |
18,494 |
+64 |
Mar13 |
120523 |
2747.5 |
2800.0 |
2728.0 |
2766.3 |
-66.7 |
47 |
2,921 |
-15 |
May13 |
120523 |
2788.0 |
2788.0 |
2734.5 |
2767.4 |
-67.2 |
0 |
1,908 |
+0 |
Jul13 |
120523 |
2801.0 |
2801.0 |
2730.0 |
2768.6 |
-67.5 |
7 |
2,893 |
+18 |
Total Volume and Open Interest |
37,268 |
113,893 |
+979 |
Platinum(NYMEX) |
Jul12 |
120523 |
1445.0 |
1448.9 |
1406.4 |
1414.1 |
-44.3 |
5,100 |
42,569 |
+217 |
Oct12 |
120523 |
1446.9 |
1446.9 |
1416.5 |
1418.0 |
-43.8 |
62 |
3,615 |
+32 |
Jan13 |
120523 |
1448.4 |
1448.4 |
1416.2 |
1420.6 |
-43.8 |
8 |
186 |
+2 |
Apr13 |
120523 |
1420.6 |
1420.6 |
1420.6 |
1420.6 |
-43.8 |
0 |
4 |
+0 |
Total Volume and Open Interest |
5,170 |
46,377 |
+251 |
Palladium(NYMEX) |
Jun12 |
120523 |
608.80 |
613.00 |
586.05 |
591.10 |
-24.45 |
4,734 |
14,814 |
-1,075 |
Sep12 |
120523 |
613.70 |
615.00 |
588.05 |
593.10 |
-24.35 |
2,158 |
9,419 |
+1,401 |
Dec12 |
120523 |
607.00 |
608.50 |
590.05 |
594.30 |
-24.30 |
0 |
59 |
+0 |
Total Volume and Open Interest |
6,892 |
24,296 |
+326 |
Copper(CMX) |
May12 |
120523 |
346.75 |
347.00 |
339.20 |
339.80 |
-8.95 |
235 |
948 |
-33 |
Jul12 |
120523 |
346.40 |
347.75 |
338.65 |
339.60 |
-9.10 |
55,388 |
78,435 |
-1,850 |
Sep12 |
120523 |
348.25 |
348.50 |
339.50 |
340.40 |
-9.05 |
5,347 |
27,369 |
-696 |
Dec12 |
120523 |
348.90 |
348.95 |
340.35 |
341.25 |
-9.00 |
1,743 |
22,224 |
-450 |
Mar13 |
120523 |
348.55 |
348.55 |
341.45 |
341.90 |
-8.95 |
50 |
5,990 |
-24 |
Total Volume and Open Interest |
64,458 |
148,985 |
-2,593 |
DJIA Index(CBOT) |
Jun12 |
120523 |
12490 |
12490 |
12290 |
12466 |
-11 |
129 |
14,254 |
+5 |
Sep12 |
120523 |
12245 |
12395 |
12245 |
12395 |
-10 |
0 |
5 |
+0 |
Dec12 |
120523 |
12320 |
12330 |
12320 |
12320 |
-10 |
0 |
1 |
+0 |
Mar13 |
120523 |
12253 |
12263 |
12253 |
12253 |
-10 |
|
|
|
Total Volume and Open Interest |
129 |
14,260 |
+5 |
E-mini DJIA Index(CBOT) |
Jun12 |
120523 |
12480 |
12486 |
12286 |
12466 |
-11 |
131,255 |
97,254 |
+2,291 |
Sep12 |
120523 |
12345 |
12395 |
12235 |
12395 |
-10 |
36 |
2,420 |
+1 |
Dec12 |
120523 |
12136 |
12320 |
12136 |
12320 |
-10 |
1 |
23 |
+1 |
Mar13 |
120523 |
12253 |
12253 |
12253 |
12253 |
-10 |
|
|
|
Total Volume and Open Interest |
131,292 |
99,697 |
+2,293 |
S & P 500(CME) |
Jun12 |
120523 |
1315.50 |
1318.80 |
1294.20 |
1315.70 |
+0.90 |
11,138 |
258,656 |
+5,337 |
Sep12 |
120523 |
1293.50 |
1311.90 |
1290.00 |
1309.20 |
+0.80 |
54 |
6,081 |
-9 |
Dec12 |
120523 |
1302.60 |
1305.30 |
1284.30 |
1302.60 |
+0.80 |
1 |
7,675 |
-1 |
Mar13 |
120523 |
1296.20 |
1298.80 |
1277.80 |
1296.20 |
+0.90 |
0 |
4 |
+0 |
Total Volume and Open Interest |
11,194 |
272,420 |
+5,328 |
S & P 500 E-Mini(Globex) |
Jun12 |
120523 |
1315.50 |
1319.00 |
1294.00 |
1315.75 |
+1.00 |
2,051,007 |
2,928,492 |
-28,786 |
Sep12 |
120523 |
1308.00 |
1312.50 |
1287.75 |
1309.25 |
+0.75 |
5,222 |
45,734 |
+2,779 |
Total Volume and Open Interest |
2,056,340 |
2,980,531 |
-25,916 |
NASDAQ 100(CME) |
Jun12 |
120523 |
2529.30 |
2553.00 |
2498.00 |
2540.50 |
+5.20 |
1,143 |
21,417 |
+232 |
Sep12 |
120523 |
2535.00 |
2545.00 |
2501.00 |
2535.00 |
+5.20 |
0 |
83 |
+0 |
Dec12 |
120523 |
2528.30 |
2528.30 |
2523.00 |
2528.30 |
+5.30 |
|
|
|
Total Volume and Open Interest |
1,143 |
21,500 |
+232 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120523 |
2536.80 |
2552.30 |
2497.50 |
2540.50 |
+5.20 |
299,364 |
399,624 |
-5,514 |
Sep12 |
120523 |
2529.00 |
2537.50 |
2495.80 |
2535.00 |
+5.20 |
240 |
532 |
+101 |
Total Volume and Open Interest |
299,604 |
400,177 |
-5,413 |
S & P Midcap 400(CME) |
Jun12 |
120523 |
931.30 |
931.30 |
913.00 |
931.30 |
+6.20 |
273 |
2,484 |
+92 |
Sep12 |
120523 |
928.30 |
928.30 |
922.10 |
928.30 |
+6.20 |
|
|
|
Dec12 |
120523 |
926.30 |
926.30 |
920.10 |
926.30 |
+6.20 |
|
|
|
Total Volume and Open Interest |
273 |
2,484 |
+92 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120523 |
8755 |
8755 |
8480 |
8595 |
-145 |
4,538 |
35,919 |
+628 |
Sep12 |
120523 |
8560 |
8760 |
8500 |
8615 |
-145 |
0 |
53 |
+0 |
Total Volume and Open Interest |
4,538 |
35,972 |
+628 |
Nikkei 225(SGX) |
Jun12 |
120523 |
8730 |
8790 |
8535 |
8575 |
-160 |
109,392 |
250,684 |
-572 |
Sep12 |
120523 |
8725 |
8770 |
8555 |
8570 |
-155 |
506 |
9,630 |
+490 |
Dec12 |
120523 |
8660 |
8660 |
8510 |
8510 |
-155 |
1 |
5,906 |
+1 |
Total Volume and Open Interest |
109,915 |
270,949 |
-71 |
CAC 40(EURONEXT) |
Jun12 |
120523 |
3015.0 |
3030.5 |
2970.0 |
2981.5 |
-77.0 |
120,680 |
338,712 |
+6,079 |
Jul12 |
120523 |
3002.0 |
3018.5 |
2965.0 |
2971.0 |
-78.0 |
127 |
352 |
+39 |
Aug12 |
120523 |
2967.5 |
2967.5 |
2967.5 |
2967.5 |
-81.0 |
|
|
|
Total Volume and Open Interest |
120,807 |
339,187 |
+6,118 |
Hang Seng Index(HKFE) |
May12 |
120523 |
18622 |
18739 |
18515 |
18586 |
-278 |
83,468 |
105,394 |
-1,662 |
Jun12 |
120523 |
18456 |
18534 |
18318 |
18387 |
-275 |
1,219 |
14,507 |
+385 |
Total Volume and Open Interest |
85,000 |
122,731 |
-1,064 |
DAX(EUREX) |
Jun12 |
120523 |
6336.0 |
6375.5 |
6259.0 |
6284.5 |
-153.0 |
139,208 |
189,311 |
+2,219 |
Sep12 |
120523 |
6350.0 |
6378.5 |
6266.0 |
6289.5 |
-153.5 |
1,656 |
4,392 |
+5 |
Dec12 |
120523 |
6351.0 |
6382.5 |
6271.5 |
6294.5 |
-154.0 |
591 |
1,257 |
+453 |
Total Volume and Open Interest |
141,455 |
194,960 |
+2,677 |
FT-SE 100(EURONEXT) |
Jun12 |
120523 |
5338.50 |
5340.50 |
5232.50 |
5259.50 |
-127.50 |
119,981 |
586,839 |
-169 |
Sep12 |
120523 |
5296.50 |
5296.50 |
5191.00 |
5217.00 |
-127.50 |
63 |
5,920 |
+678 |
Dec12 |
120523 |
5225.00 |
5225.00 |
5193.50 |
5193.50 |
-129.50 |
0 |
345 |
+0 |
Total Volume and Open Interest |
120,044 |
593,104 |
+509 |
SPI 200(SFE) |
Jun12 |
120523 |
4138.0 |
4145.0 |
4065.0 |
4067.0 |
-68.0 |
39,460 |
221,955 |
+2,041 |
Sep12 |
120523 |
4100.0 |
4100.0 |
4026.0 |
4026.0 |
-69.0 |
193 |
3,257 |
+19 |
Dec12 |
120523 |
4021.0 |
4021.0 |
4021.0 |
4021.0 |
-69.0 |
60 |
2,737 |
+46 |
Total Volume and Open Interest |
39,750 |
228,858 |
+2,138 |
GSCI(CME) |
Jun12 |
120523 |
622.90 |
622.90 |
614.20 |
616.20 |
-11.80 |
142 |
8,227 |
-74 |
Jul12 |
120523 |
618.70 |
618.70 |
610.00 |
612.00 |
-11.00 |
52 |
50 |
+50 |
Aug12 |
120523 |
611.20 |
611.20 |
609.20 |
611.20 |
-11.55 |
|
|
|
Total Volume and Open Interest |
194 |
8,277 |
-24 |
Reuters CCI(ICE) |
Jun12 |
120523 |
281.50 |
281.50 |
281.50 |
281.50 |
-5.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|