|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon June 18, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120618 |
1383.00 |
1396.25 |
1375.25 |
1384.25 |
+8.25 |
83,581 |
170,368 |
-5,663 |
Aug12 |
120618 |
1363.50 |
1378.50 |
1357.00 |
1370.25 |
+13.25 |
20,466 |
57,155 |
+2,769 |
Sep12 |
120618 |
1337.75 |
1355.00 |
1336.25 |
1350.50 |
+18.50 |
3,708 |
24,564 |
+424 |
Nov12 |
120618 |
1324.25 |
1341.00 |
1317.75 |
1339.25 |
+25.25 |
61,250 |
298,408 |
+2,814 |
Jan13 |
120618 |
1322.00 |
1340.00 |
1316.75 |
1339.00 |
+22.25 |
4,213 |
59,946 |
-320 |
Mar13 |
120618 |
1296.00 |
1312.75 |
1290.25 |
1309.25 |
+19.00 |
3,492 |
68,917 |
+98 |
May13 |
120618 |
1282.00 |
1294.50 |
1273.25 |
1289.25 |
+16.00 |
4,396 |
43,064 |
+255 |
Jul13 |
120618 |
1283.50 |
1293.75 |
1273.00 |
1289.00 |
+16.00 |
4,425 |
33,118 |
-907 |
Aug13 |
120618 |
1280.00 |
1280.00 |
1263.25 |
1280.00 |
+16.75 |
4 |
186 |
+3 |
Sep13 |
120618 |
1240.75 |
1240.75 |
1224.00 |
1240.75 |
+16.75 |
8 |
328 |
+2 |
Nov13 |
120618 |
1198.00 |
1207.50 |
1187.50 |
1204.25 |
+16.75 |
707 |
18,301 |
-15 |
Jan14 |
120618 |
1211.25 |
1211.25 |
1194.50 |
1211.25 |
+16.75 |
6 |
170 |
+6 |
Mar14 |
120618 |
1207.50 |
1207.50 |
1190.75 |
1207.50 |
+16.75 |
0 |
3 |
+0 |
May14 |
120618 |
1207.50 |
1207.50 |
1190.75 |
1207.50 |
+16.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
186,266 |
775,116 |
-534 |
Soybean Meal(CBOT) |
Jul12 |
120618 |
410.60 |
418.10 |
409.30 |
412.90 |
+2.80 |
44,380 |
80,457 |
-1,386 |
Aug12 |
120618 |
405.00 |
411.90 |
403.30 |
409.70 |
+6.10 |
14,227 |
28,602 |
+2,601 |
Sep12 |
120618 |
397.90 |
406.10 |
397.40 |
406.10 |
+9.20 |
2,593 |
17,865 |
+156 |
Oct12 |
120618 |
392.30 |
402.60 |
390.90 |
402.60 |
+13.60 |
1,316 |
14,925 |
+22 |
Dec12 |
120618 |
387.60 |
400.10 |
387.00 |
400.10 |
+14.40 |
14,856 |
69,692 |
+2,920 |
Jan13 |
120618 |
384.60 |
394.60 |
384.50 |
394.60 |
+13.60 |
627 |
6,768 |
-164 |
Mar13 |
120618 |
372.00 |
379.80 |
368.80 |
379.80 |
+11.00 |
978 |
9,510 |
+38 |
May13 |
120618 |
364.10 |
369.50 |
360.60 |
369.50 |
+8.90 |
560 |
6,884 |
+155 |
Jul13 |
120618 |
361.60 |
367.50 |
359.10 |
367.50 |
+8.40 |
634 |
6,132 |
-170 |
Aug13 |
120618 |
364.30 |
364.30 |
355.90 |
364.30 |
+8.40 |
0 |
363 |
+0 |
Total Volume and Open Interest |
80,287 |
247,303 |
+4,172 |
Soybean Oil(CBOT) |
Jul12 |
120618 |
49.05 |
49.89 |
48.51 |
48.76 |
+0.32 |
60,210 |
123,956 |
-1,236 |
Aug12 |
120618 |
49.22 |
50.00 |
48.70 |
48.93 |
+0.31 |
13,354 |
50,214 |
+1,357 |
Sep12 |
120618 |
49.41 |
50.25 |
48.89 |
49.10 |
+0.30 |
4,291 |
29,372 |
+85 |
Oct12 |
120618 |
50.15 |
50.22 |
49.06 |
49.23 |
+0.28 |
2,407 |
14,872 |
+283 |
Dec12 |
120618 |
49.71 |
50.61 |
49.30 |
49.55 |
+0.26 |
23,608 |
117,194 |
+1,778 |
Jan13 |
120618 |
50.00 |
50.00 |
49.61 |
49.82 |
+0.26 |
1,741 |
9,705 |
+209 |
Mar13 |
120618 |
51.15 |
51.15 |
49.90 |
50.08 |
+0.27 |
964 |
18,133 |
+22 |
May13 |
120618 |
50.60 |
50.77 |
50.06 |
50.29 |
+0.28 |
678 |
11,723 |
-156 |
Jul13 |
120618 |
50.59 |
50.94 |
50.19 |
50.49 |
+0.30 |
735 |
5,796 |
-100 |
Aug13 |
120618 |
50.52 |
50.52 |
50.22 |
50.52 |
+0.30 |
29 |
977 |
+21 |
Total Volume and Open Interest |
108,237 |
387,802 |
+2,282 |
Canola(WCE) |
Jul12 |
120618 |
601.9 |
608.5 |
601.9 |
607.4 |
+5.5 |
4,583 |
41,600 |
-2,460 |
Nov12 |
120618 |
560.5 |
570.0 |
560.5 |
568.9 |
+9.2 |
10,042 |
138,674 |
-263 |
Jan13 |
120618 |
568.7 |
574.0 |
565.9 |
573.1 |
+9.4 |
301 |
23,800 |
+82 |
Mar13 |
120618 |
572.1 |
577.0 |
570.0 |
577.0 |
+9.7 |
206 |
11,073 |
+19 |
May13 |
120618 |
574.0 |
578.2 |
574.0 |
578.2 |
+9.1 |
119 |
8,562 |
+35 |
Total Volume and Open Interest |
15,274 |
227,138 |
-2,589 |
Corn(CBOT) |
Jul12 |
120618 |
584.75 |
607.25 |
576.25 |
599.50 |
+20.00 |
144,137 |
286,417 |
-19,770 |
Sep12 |
120618 |
513.25 |
541.75 |
512.25 |
537.00 |
+27.50 |
71,521 |
284,904 |
+6,850 |
Dec12 |
120618 |
511.00 |
539.25 |
510.00 |
534.00 |
+28.00 |
92,334 |
390,353 |
+253 |
Mar13 |
120618 |
524.50 |
551.25 |
523.00 |
546.25 |
+27.75 |
11,305 |
73,469 |
+1,245 |
May13 |
120618 |
532.00 |
556.75 |
530.75 |
553.25 |
+27.00 |
1,869 |
15,075 |
+106 |
Jul13 |
120618 |
538.25 |
565.00 |
534.50 |
558.75 |
+24.25 |
4,459 |
39,757 |
+92 |
Sep13 |
120618 |
532.50 |
550.25 |
524.50 |
550.25 |
+25.75 |
345 |
4,305 |
+88 |
Dec13 |
120618 |
515.00 |
540.00 |
511.00 |
537.00 |
+26.00 |
1,571 |
44,556 |
-70 |
Mar14 |
120618 |
528.00 |
548.00 |
521.75 |
548.00 |
+26.25 |
20 |
798 |
+6 |
May14 |
120618 |
546.00 |
554.50 |
528.25 |
554.50 |
+26.25 |
11 |
256 |
+6 |
Total Volume and Open Interest |
327,594 |
1,144,307 |
-11,188 |
Wheat(CBOT) |
Jul12 |
120618 |
613.50 |
634.00 |
612.00 |
630.25 |
+20.75 |
48,784 |
105,850 |
-3,985 |
Sep12 |
120618 |
630.75 |
651.50 |
629.50 |
648.50 |
+21.75 |
30,898 |
121,782 |
+6,824 |
Dec12 |
120618 |
651.50 |
675.75 |
651.50 |
672.50 |
+21.25 |
19,836 |
128,076 |
+1,853 |
Mar13 |
120618 |
675.00 |
693.00 |
671.00 |
691.25 |
+20.25 |
2,707 |
28,305 |
+324 |
May13 |
120618 |
682.25 |
700.75 |
682.00 |
698.50 |
+18.25 |
1,375 |
13,103 |
+296 |
Jul13 |
120618 |
692.00 |
706.00 |
688.00 |
703.75 |
+15.75 |
2,580 |
29,387 |
-185 |
Total Volume and Open Interest |
106,474 |
436,195 |
+5,141 |
Wheat(KCBT) |
Jul12 |
120618 |
637.00 |
654.75 |
635.00 |
650.50 |
+20.50 |
14,543 |
45,055 |
-4,656 |
Sep12 |
120618 |
653.50 |
670.75 |
650.25 |
666.75 |
+21.25 |
8,257 |
51,318 |
+1,291 |
Dec12 |
120618 |
675.75 |
694.00 |
672.75 |
690.00 |
+22.50 |
3,627 |
33,302 |
+982 |
Mar13 |
120618 |
689.00 |
706.25 |
686.50 |
704.50 |
+22.50 |
767 |
7,813 |
+208 |
May13 |
120618 |
694.00 |
712.25 |
693.75 |
712.25 |
+22.25 |
65 |
4,386 |
+23 |
Jul13 |
120618 |
702.25 |
719.00 |
700.00 |
718.25 |
+21.25 |
1,340 |
11,737 |
-183 |
Total Volume and Open Interest |
28,599 |
154,055 |
-2,335 |
Wheat(MGE) |
Jul12 |
120618 |
790.00 |
807.25 |
787.50 |
802.50 |
+15.00 |
2,230 |
6,432 |
-1,109 |
Sep12 |
120618 |
740.00 |
758.50 |
740.00 |
752.25 |
+11.75 |
2,657 |
15,193 |
+753 |
Dec12 |
120618 |
750.75 |
764.00 |
746.50 |
759.25 |
+14.00 |
834 |
10,532 |
-33 |
Mar13 |
120618 |
752.00 |
769.25 |
752.00 |
765.75 |
+13.00 |
77 |
2,439 |
+20 |
May13 |
120618 |
772.50 |
772.50 |
772.50 |
772.50 |
+10.25 |
4 |
414 |
+0 |
Total Volume and Open Interest |
5,806 |
35,249 |
-371 |
Oats(CBOT) |
Jul12 |
120618 |
313.75 |
321.25 |
305.75 |
316.00 |
+8.25 |
387 |
3,295 |
-42 |
Sep12 |
120618 |
297.00 |
307.00 |
293.75 |
299.00 |
+5.25 |
160 |
2,403 |
+33 |
Dec12 |
120618 |
282.00 |
290.00 |
279.25 |
287.00 |
+7.75 |
200 |
5,722 |
+26 |
Mar13 |
120618 |
289.25 |
289.25 |
286.25 |
289.25 |
+3.00 |
0 |
52 |
+0 |
Total Volume and Open Interest |
747 |
11,472 |
+17 |
Rough Rice(CBOT) |
Jul12 |
120618 |
14.08 |
14.08 |
13.88 |
14.05 |
+0.13 |
1,029 |
7,258 |
-164 |
Sep12 |
120618 |
14.18 |
14.31 |
14.12 |
14.30 |
+0.15 |
807 |
6,702 |
+173 |
Nov12 |
120618 |
14.43 |
14.56 |
14.39 |
14.55 |
+0.15 |
42 |
1,687 |
+5 |
Jan13 |
120618 |
14.69 |
14.80 |
14.69 |
14.80 |
+0.12 |
0 |
118 |
+0 |
Total Volume and Open Interest |
1,878 |
15,878 |
+14 |
Live Cattle(CME) |
Jun12 |
120618 |
116.430 |
117.430 |
116.285 |
117.200 |
+1.050 |
5,413 |
10,907 |
-3,017 |
Aug12 |
120618 |
116.930 |
118.150 |
116.750 |
117.980 |
+1.330 |
32,164 |
136,074 |
-207 |
Oct12 |
120618 |
121.480 |
122.400 |
121.100 |
121.950 |
+0.815 |
13,711 |
72,014 |
+129 |
Dec12 |
120618 |
124.635 |
125.550 |
124.330 |
125.080 |
+0.880 |
8,944 |
55,990 |
+157 |
Feb13 |
120618 |
126.500 |
127.580 |
126.285 |
127.050 |
+0.450 |
1,906 |
23,562 |
-232 |
Apr13 |
120618 |
128.075 |
129.035 |
127.830 |
128.450 |
+0.100 |
929 |
9,791 |
+100 |
Total Volume and Open Interest |
63,264 |
311,734 |
-2,985 |
Feeder Cattle(CME) |
Aug12 |
120618 |
156.035 |
157.650 |
155.150 |
156.130 |
+0.095 |
4,670 |
22,400 |
-345 |
Sep12 |
120618 |
157.400 |
158.935 |
156.600 |
157.750 |
+0.315 |
904 |
6,171 |
+67 |
Oct12 |
120618 |
158.575 |
159.900 |
157.550 |
158.700 |
+0.215 |
822 |
4,648 |
-42 |
Nov12 |
120618 |
159.325 |
160.785 |
158.575 |
159.600 |
+0.275 |
502 |
3,522 |
-109 |
Jan13 |
120618 |
158.935 |
160.300 |
158.285 |
158.900 |
-0.035 |
155 |
2,213 |
-8 |
Mar13 |
120618 |
159.500 |
160.000 |
158.950 |
159.500 |
unch |
38 |
425 |
+15 |
Apr13 |
120618 |
160.700 |
160.700 |
160.700 |
160.700 |
-0.300 |
10 |
64 |
+0 |
Total Volume and Open Interest |
7,112 |
39,462 |
-412 |
Lean Hogs(CME) |
Jul12 |
120618 |
93.730 |
95.900 |
93.730 |
95.450 |
+2.415 |
20,334 |
48,237 |
-858 |
Aug12 |
120618 |
91.700 |
93.500 |
91.700 |
93.230 |
+2.030 |
19,922 |
70,148 |
-1,007 |
Oct12 |
120618 |
81.430 |
82.950 |
81.400 |
81.950 |
+0.900 |
11,126 |
48,044 |
-832 |
Dec12 |
120618 |
78.250 |
79.600 |
78.180 |
78.430 |
+0.580 |
4,475 |
48,562 |
+537 |
Feb13 |
120618 |
80.300 |
81.550 |
80.300 |
80.750 |
+0.750 |
1,416 |
18,915 |
+388 |
Apr13 |
120618 |
82.135 |
83.285 |
82.135 |
82.500 |
+0.100 |
805 |
11,631 |
+204 |
May13 |
120618 |
87.000 |
87.800 |
86.900 |
87.800 |
+0.550 |
20 |
589 |
+7 |
Jun13 |
120618 |
88.230 |
89.250 |
88.230 |
88.700 |
+0.450 |
286 |
7,307 |
+92 |
Total Volume and Open Interest |
58,495 |
255,807 |
-13,318 |
Class III Milk(CME) |
Jun12 |
120618 |
15.59 |
15.62 |
15.58 |
15.60 |
-0.01 |
82 |
4,507 |
-38 |
Jul12 |
120618 |
16.18 |
16.46 |
16.15 |
16.42 |
+0.24 |
301 |
4,280 |
-32 |
Aug12 |
120618 |
16.70 |
17.10 |
16.60 |
17.06 |
+0.46 |
284 |
3,774 |
+79 |
Sep12 |
120618 |
16.98 |
17.13 |
16.85 |
17.13 |
+0.28 |
79 |
3,119 |
+12 |
Oct12 |
120618 |
16.95 |
17.05 |
16.81 |
17.03 |
+0.22 |
35 |
2,718 |
+0 |
Total Volume and Open Interest |
912 |
24,648 |
+47 |
Cocoa(ICE) |
Jul12 |
120618 |
2219 |
2240 |
2163 |
2174 |
-45 |
9,054 |
2,763 |
-3,911 |
Sep12 |
120618 |
2245 |
2266 |
2175 |
2189 |
-58 |
14,951 |
72,032 |
+143 |
Dec12 |
120618 |
2260 |
2274 |
2190 |
2201 |
-54 |
6,883 |
34,165 |
+558 |
Mar13 |
120618 |
2257 |
2278 |
2200 |
2211 |
-49 |
1,879 |
31,617 |
+176 |
May13 |
120618 |
2285 |
2288 |
2222 |
2222 |
-46 |
875 |
12,088 |
+345 |
Jul13 |
120618 |
2298 |
2303 |
2236 |
2236 |
-45 |
85 |
5,744 |
+26 |
Sep13 |
120618 |
2320 |
2320 |
2249 |
2249 |
-46 |
42 |
2,204 |
+12 |
Total Volume and Open Interest |
33,798 |
165,802 |
-2,639 |
Coffee "C"(ICE) |
Jul12 |
120618 |
150.70 |
150.90 |
148.20 |
149.55 |
-0.50 |
12,007 |
17,554 |
-7,029 |
Sep12 |
120618 |
152.35 |
152.75 |
150.10 |
151.50 |
-0.50 |
17,884 |
73,410 |
+3,295 |
Dec12 |
120618 |
155.50 |
156.00 |
153.70 |
154.75 |
-0.55 |
5,810 |
31,139 |
+95 |
Mar13 |
120618 |
159.10 |
159.65 |
157.35 |
158.55 |
-0.60 |
2,706 |
15,831 |
+1,008 |
May13 |
120618 |
161.50 |
161.50 |
160.50 |
160.95 |
-0.80 |
246 |
4,102 |
+61 |
Jul13 |
120618 |
164.00 |
164.00 |
163.05 |
163.50 |
-0.75 |
122 |
3,366 |
+24 |
Total Volume and Open Interest |
38,866 |
146,721 |
-2,501 |
Orange Juice(ICE) |
Jul12 |
120618 |
109.65 |
113.65 |
109.65 |
112.55 |
+3.25 |
673 |
11,964 |
-133 |
Sep12 |
120618 |
109.65 |
112.50 |
108.60 |
110.90 |
+1.70 |
444 |
8,817 |
+52 |
Nov12 |
120618 |
111.95 |
112.45 |
111.05 |
112.45 |
+1.60 |
111 |
4,390 |
-15 |
Jan13 |
120618 |
113.20 |
114.15 |
112.75 |
114.15 |
+1.40 |
97 |
1,070 |
+80 |
Mar13 |
120618 |
116.15 |
116.15 |
116.15 |
116.15 |
+1.40 |
0 |
1,120 |
+0 |
May13 |
120618 |
117.95 |
117.95 |
117.95 |
117.95 |
+1.40 |
27 |
171 |
+27 |
Total Volume and Open Interest |
1,352 |
27,544 |
+11 |
Sugar #11(ICE) |
Jul12 |
120618 |
20.70 |
21.03 |
20.70 |
20.86 |
+0.02 |
53,228 |
182,628 |
-7,279 |
Oct12 |
120618 |
20.01 |
20.14 |
19.75 |
19.99 |
-0.02 |
52,450 |
293,709 |
+9,073 |
Mar13 |
120618 |
20.69 |
20.79 |
20.36 |
20.56 |
-0.13 |
22,687 |
132,037 |
+3,565 |
May13 |
120618 |
20.80 |
20.84 |
20.37 |
20.55 |
-0.24 |
4,032 |
41,742 |
+183 |
Jul13 |
120618 |
20.83 |
20.86 |
20.36 |
20.54 |
-0.31 |
2,346 |
64,184 |
-57 |
Oct13 |
120618 |
20.94 |
20.97 |
20.47 |
20.61 |
-0.37 |
766 |
28,531 |
+57 |
Mar14 |
120618 |
21.15 |
21.19 |
20.71 |
20.84 |
-0.38 |
366 |
24,116 |
+18 |
May14 |
120618 |
21.00 |
21.06 |
20.62 |
20.74 |
-0.36 |
54 |
5,444 |
-1 |
Total Volume and Open Interest |
136,001 |
784,028 |
+5,594 |
London Cocoa(LCE) |
Jul12 |
120618 |
1585 |
1585 |
1526 |
1530 |
-45 |
5,464 |
46,717 |
-3,389 |
Sep12 |
120618 |
1558 |
1564 |
1502 |
1513 |
-36 |
5,904 |
42,895 |
+2,046 |
Dec12 |
120618 |
1526 |
1528 |
1471 |
1483 |
-34 |
2,041 |
37,050 |
+930 |
Mar13 |
120618 |
1511 |
1512 |
1456 |
1469 |
-34 |
2,001 |
42,340 |
+464 |
May13 |
120618 |
1510 |
1510 |
1466 |
1470 |
-34 |
903 |
14,033 |
-150 |
Jul13 |
120618 |
1514 |
1514 |
1473 |
1475 |
-33 |
447 |
5,588 |
+33 |
Sep13 |
120618 |
1508 |
1508 |
1477 |
1479 |
-35 |
55 |
3,763 |
+55 |
Total Volume and Open Interest |
14,171 |
197,404 |
-3 |
London Sugar(LCE) |
Aug12 |
120618 |
586.60 |
596.80 |
582.00 |
595.30 |
+9.70 |
4,026 |
25,903 |
-898 |
Oct12 |
120618 |
552.40 |
555.70 |
545.80 |
554.30 |
+1.80 |
2,382 |
15,167 |
-28 |
Dec12 |
120618 |
546.00 |
546.10 |
536.60 |
541.20 |
-3.30 |
412 |
8,111 |
+22 |
Mar13 |
120618 |
552.50 |
552.60 |
543.20 |
548.10 |
-3.80 |
197 |
8,103 |
+46 |
May13 |
120618 |
550.90 |
552.60 |
547.00 |
551.20 |
-5.60 |
185 |
1,859 |
+20 |
Total Volume and Open Interest |
5,413 |
61,805 |
-713 |
Cotton(ICE) |
Jul12 |
120618 |
80.05 |
82.98 |
79.98 |
82.98 |
+3.00 |
21,462 |
41,786 |
-1,582 |
Oct12 |
120618 |
71.30 |
72.72 |
70.88 |
71.87 |
+0.99 |
77 |
299 |
+7 |
Dec12 |
120618 |
71.32 |
72.22 |
70.80 |
71.86 |
+0.84 |
26,217 |
132,124 |
+5,312 |
Mar13 |
120618 |
73.15 |
73.72 |
72.70 |
73.46 |
+0.76 |
2,765 |
15,344 |
+130 |
May13 |
120618 |
74.23 |
74.83 |
73.84 |
74.57 |
+0.69 |
1,031 |
3,774 |
+345 |
Jul13 |
120618 |
74.95 |
75.29 |
74.59 |
75.29 |
+0.64 |
216 |
4,975 |
+77 |
Total Volume and Open Interest |
51,811 |
199,423 |
+4,287 |
Lumber(CME) |
Jul12 |
120618 |
272.2 |
272.2 |
265.5 |
266.5 |
-5.7 |
828 |
2,010 |
-232 |
Sep12 |
120618 |
267.0 |
267.0 |
260.8 |
261.5 |
-6.6 |
651 |
4,114 |
-101 |
Nov12 |
120618 |
263.1 |
263.1 |
257.8 |
258.5 |
-8.5 |
128 |
1,063 |
-38 |
Jan13 |
120618 |
266.5 |
267.5 |
266.5 |
266.5 |
-6.0 |
44 |
231 |
-1 |
Total Volume and Open Interest |
1,653 |
7,524 |
-372 |
Crude Oil(NYM) |
Jul12 |
120618 |
85.09 |
85.60 |
82.04 |
83.27 |
-0.76 |
278,944 |
116,945 |
-22,458 |
Aug12 |
120618 |
85.50 |
85.89 |
82.36 |
83.60 |
-0.73 |
120,117 |
258,283 |
+17,322 |
Sep12 |
120618 |
85.40 |
86.15 |
82.68 |
83.93 |
-0.70 |
46,530 |
130,125 |
+3,793 |
Oct12 |
120618 |
85.80 |
86.22 |
82.98 |
84.23 |
-0.67 |
28,968 |
71,138 |
+8,189 |
Nov12 |
120618 |
86.54 |
86.54 |
83.36 |
84.56 |
-0.68 |
16,684 |
61,281 |
+2,913 |
Dec12 |
120618 |
86.10 |
87.11 |
83.68 |
84.88 |
-0.70 |
37,970 |
171,128 |
+133 |
Jan13 |
120618 |
86.54 |
87.04 |
84.03 |
85.18 |
-0.70 |
6,448 |
56,358 |
-365 |
Feb13 |
120618 |
86.83 |
86.88 |
84.50 |
85.42 |
-0.68 |
2,536 |
25,707 |
+18 |
Mar13 |
120618 |
86.92 |
87.00 |
84.78 |
85.63 |
-0.65 |
3,478 |
34,188 |
-169 |
Apr13 |
120618 |
84.88 |
85.76 |
84.87 |
85.76 |
-0.63 |
2,445 |
16,654 |
+17 |
May13 |
120618 |
86.45 |
86.60 |
85.86 |
85.86 |
-0.63 |
1,506 |
17,181 |
-32 |
Jun13 |
120618 |
86.04 |
87.54 |
84.90 |
85.95 |
-0.63 |
9,051 |
75,276 |
-506 |
Jul13 |
120618 |
86.00 |
86.00 |
86.00 |
86.00 |
-0.62 |
1,785 |
28,092 |
+43 |
Aug13 |
120618 |
85.96 |
85.96 |
85.96 |
85.96 |
-0.63 |
828 |
11,765 |
-174 |
Sep13 |
120618 |
85.92 |
85.92 |
85.92 |
85.92 |
-0.63 |
691 |
21,276 |
+67 |
Oct13 |
120618 |
85.88 |
85.88 |
85.88 |
85.88 |
-0.63 |
466 |
12,171 |
+59 |
Total Volume and Open Interest |
580,242 |
1,482,994 |
+8,020 |
e-miNY Crude Oil(NYM) |
Jun12 |
120521 |
91.350 |
92.600 |
90.825 |
92.575 |
+1.100 |
5,137 |
2,030 |
+73 |
Jul12 |
120618 |
85.000 |
85.750 |
82.050 |
83.275 |
-0.750 |
7,292 |
2,030 |
-301 |
Aug12 |
120618 |
85.175 |
86.075 |
82.375 |
83.600 |
-0.725 |
1,161 |
1,335 |
+176 |
Sep12 |
120618 |
86.000 |
86.000 |
82.800 |
83.925 |
-0.700 |
213 |
176 |
+13 |
Oct12 |
120618 |
84.575 |
84.600 |
83.100 |
84.225 |
-0.675 |
9 |
34 |
+1 |
Nov12 |
120618 |
84.550 |
84.550 |
84.550 |
84.550 |
-0.700 |
4 |
10 |
+0 |
Dec12 |
120618 |
84.650 |
85.050 |
84.025 |
84.875 |
-0.700 |
11 |
286 |
-1 |
Jan13 |
120618 |
85.175 |
85.175 |
85.175 |
85.175 |
-0.700 |
4 |
13 |
+2 |
Feb13 |
120618 |
85.425 |
85.425 |
85.425 |
85.425 |
-0.675 |
0 |
75 |
+0 |
Mar13 |
120618 |
85.625 |
85.625 |
85.625 |
85.625 |
-0.650 |
|
|
|
Total Volume and Open Interest |
8,694 |
4,148 |
-110 |
Heating Oil(NYM) |
Jul12 |
120618 |
266.26 |
268.01 |
260.05 |
261.77 |
-2.88 |
47,638 |
72,373 |
+412 |
Aug12 |
120618 |
266.04 |
268.05 |
260.34 |
261.98 |
-3.01 |
24,505 |
61,113 |
+2,417 |
Sep12 |
120618 |
267.00 |
268.56 |
261.11 |
262.72 |
-2.94 |
16,100 |
43,193 |
+1,348 |
Oct12 |
120618 |
267.54 |
269.33 |
261.99 |
263.64 |
-2.86 |
7,421 |
23,219 |
+855 |
Nov12 |
120618 |
266.03 |
266.03 |
263.16 |
264.70 |
-2.81 |
3,026 |
16,635 |
+455 |
Dec12 |
120618 |
270.08 |
271.21 |
264.04 |
265.68 |
-2.77 |
10,349 |
43,100 |
+94 |
Jan13 |
120618 |
271.37 |
271.64 |
265.27 |
266.72 |
-2.71 |
1,808 |
14,898 |
+367 |
Feb13 |
120618 |
267.21 |
267.98 |
265.82 |
266.81 |
-2.66 |
780 |
4,722 |
+283 |
Mar13 |
120618 |
267.36 |
271.37 |
265.44 |
266.31 |
-2.61 |
2,812 |
11,302 |
+255 |
Apr13 |
120618 |
264.81 |
266.79 |
264.81 |
265.31 |
-2.61 |
1,217 |
15,108 |
-69 |
May13 |
120618 |
269.60 |
269.60 |
268.24 |
268.67 |
-2.61 |
179 |
7,812 |
+27 |
Jun13 |
120618 |
269.10 |
269.10 |
267.72 |
268.35 |
-2.61 |
814 |
3,844 |
+392 |
Total Volume and Open Interest |
117,749 |
322,253 |
+7,524 |
Gasoline(NYMEX) |
Jul12 |
120618 |
271.99 |
273.03 |
264.90 |
266.09 |
-4.08 |
37,587 |
64,034 |
-2,830 |
Aug12 |
120618 |
264.86 |
265.25 |
257.36 |
258.65 |
-3.92 |
27,187 |
79,322 |
+2,355 |
Sep12 |
120618 |
257.76 |
259.16 |
251.35 |
252.80 |
-3.61 |
13,985 |
50,594 |
+898 |
Oct12 |
120618 |
241.77 |
242.20 |
234.66 |
236.15 |
-3.34 |
6,824 |
30,658 |
-20 |
Nov12 |
120618 |
238.30 |
238.72 |
231.93 |
233.07 |
-3.29 |
3,311 |
15,250 |
+326 |
Dec12 |
120618 |
237.06 |
238.52 |
230.44 |
231.81 |
-3.21 |
3,060 |
28,392 |
+77 |
Jan13 |
120618 |
232.75 |
232.94 |
231.73 |
232.04 |
-3.17 |
380 |
11,068 |
+112 |
Feb13 |
120618 |
233.94 |
233.94 |
233.06 |
233.33 |
-3.13 |
128 |
4,374 |
+15 |
Mar13 |
120618 |
235.69 |
240.14 |
235.15 |
235.34 |
-3.11 |
63 |
3,598 |
+2 |
Apr13 |
120618 |
248.94 |
251.28 |
248.92 |
249.98 |
-2.97 |
147 |
5,856 |
+98 |
Total Volume and Open Interest |
92,905 |
300,799 |
+1,131 |
e-miNY RBOB Gasoline(NYM) |
Jul12 |
120618 |
266.10 |
266.10 |
266.09 |
266.10 |
-4.10 |
0 |
1 |
+0 |
Aug12 |
120618 |
259.40 |
259.40 |
258.70 |
258.70 |
-3.90 |
|
|
|
Sep12 |
120618 |
252.80 |
252.80 |
252.80 |
252.80 |
-3.60 |
|
|
|
Oct12 |
120618 |
236.20 |
236.20 |
236.15 |
236.20 |
-3.30 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Jul12 |
120618 |
2.467 |
2.658 |
2.459 |
2.635 |
+0.168 |
271,766 |
110,590 |
-23,526 |
Aug12 |
120618 |
2.508 |
2.693 |
2.508 |
2.668 |
+0.154 |
105,415 |
153,674 |
+12,173 |
Sep12 |
120618 |
2.533 |
2.715 |
2.533 |
2.699 |
+0.148 |
80,214 |
233,447 |
+4,303 |
Oct12 |
120618 |
2.633 |
2.788 |
2.633 |
2.775 |
+0.140 |
80,411 |
147,198 |
+3,343 |
Nov12 |
120618 |
2.873 |
3.007 |
2.872 |
2.989 |
+0.106 |
39,699 |
96,890 |
+2,822 |
Dec12 |
120618 |
3.173 |
3.277 |
3.151 |
3.259 |
+0.088 |
25,332 |
50,315 |
-1,441 |
Jan13 |
120618 |
3.322 |
3.421 |
3.295 |
3.404 |
+0.084 |
36,839 |
91,268 |
+751 |
Feb13 |
120618 |
3.364 |
3.432 |
3.318 |
3.414 |
+0.076 |
4,618 |
25,078 |
+310 |
Mar13 |
120618 |
3.310 |
3.406 |
3.293 |
3.386 |
+0.070 |
11,898 |
41,891 |
+1,469 |
Apr13 |
120618 |
3.273 |
3.373 |
3.267 |
3.350 |
+0.062 |
11,191 |
61,178 |
+449 |
May13 |
120618 |
3.340 |
3.407 |
3.310 |
3.380 |
+0.055 |
1,630 |
15,731 |
+198 |
Jun13 |
120618 |
3.388 |
3.441 |
3.353 |
3.415 |
+0.047 |
1,453 |
6,638 |
+193 |
Jul13 |
120618 |
3.426 |
3.486 |
3.397 |
3.460 |
+0.045 |
1,752 |
9,306 |
+351 |
Aug13 |
120618 |
3.458 |
3.499 |
3.422 |
3.480 |
+0.047 |
803 |
8,170 |
+143 |
Sep13 |
120618 |
3.461 |
3.508 |
3.425 |
3.483 |
+0.047 |
1,449 |
7,019 |
+450 |
Oct13 |
120618 |
3.498 |
3.549 |
3.459 |
3.523 |
+0.049 |
4,461 |
29,924 |
+199 |
Total Volume and Open Interest |
684,208 |
1,194,046 |
+3,642 |
Brent Crude Oil(ICE) |
Aug12 |
120618 |
98.04 |
99.50 |
95.38 |
96.05 |
-1.56 |
246,048 |
258,934 |
+4,349 |
Sep12 |
120618 |
97.94 |
99.35 |
95.44 |
96.08 |
-1.47 |
100,702 |
212,556 |
+3,300 |
Oct12 |
120618 |
98.88 |
98.89 |
95.32 |
95.95 |
-1.41 |
50,794 |
116,489 |
+94 |
Nov12 |
120618 |
98.80 |
98.80 |
95.34 |
95.96 |
-1.35 |
31,512 |
56,974 |
+1,946 |
Dec12 |
120618 |
98.71 |
98.71 |
95.33 |
95.94 |
-1.29 |
66,998 |
133,864 |
-75 |
Jan13 |
120618 |
98.55 |
98.55 |
95.32 |
95.89 |
-1.25 |
8,874 |
28,806 |
-84 |
Feb13 |
120618 |
97.79 |
98.09 |
95.44 |
95.82 |
-1.20 |
5,173 |
19,067 |
+44 |
Mar13 |
120618 |
97.89 |
97.95 |
95.17 |
95.73 |
-1.16 |
7,550 |
27,419 |
+369 |
Apr13 |
120618 |
97.74 |
97.79 |
95.25 |
95.63 |
-1.12 |
4,715 |
11,888 |
+761 |
May13 |
120618 |
95.53 |
95.53 |
95.53 |
95.53 |
-1.08 |
3,616 |
11,500 |
+494 |
Jun13 |
120618 |
97.40 |
97.44 |
94.89 |
95.42 |
-1.04 |
15,553 |
51,359 |
-752 |
Jul13 |
120618 |
95.30 |
95.30 |
95.30 |
95.30 |
-1.01 |
2,011 |
8,714 |
+479 |
Aug13 |
120618 |
95.14 |
95.14 |
95.14 |
95.14 |
-0.99 |
707 |
9,493 |
+155 |
Sep13 |
120618 |
94.95 |
94.95 |
94.95 |
94.95 |
-0.96 |
748 |
10,184 |
+62 |
Total Volume and Open Interest |
569,677 |
1,191,944 |
-30,625 |
Gas Oil(ICE) |
Jul12 |
120618 |
854.75 |
863.25 |
837.00 |
841.50 |
-10.00 |
59,945 |
129,279 |
-2,954 |
Aug12 |
120618 |
854.25 |
859.00 |
832.50 |
837.25 |
-10.00 |
50,876 |
83,831 |
+3,174 |
Sep12 |
120618 |
853.50 |
856.50 |
830.50 |
835.00 |
-10.00 |
28,859 |
70,410 |
-2,024 |
Oct12 |
120618 |
851.50 |
851.50 |
829.75 |
834.25 |
-9.75 |
13,056 |
35,766 |
-6 |
Nov12 |
120618 |
845.50 |
845.75 |
830.50 |
834.00 |
-9.50 |
9,244 |
24,868 |
+267 |
Dec12 |
120618 |
852.00 |
852.00 |
829.25 |
833.50 |
-9.25 |
31,414 |
67,439 |
+1,042 |
Jan13 |
120618 |
849.25 |
850.50 |
831.00 |
834.00 |
-9.00 |
3,196 |
21,427 |
-729 |
Feb13 |
120618 |
850.25 |
850.50 |
832.25 |
834.25 |
-9.00 |
2,698 |
13,280 |
+176 |
Mar13 |
120618 |
849.25 |
849.50 |
831.75 |
833.50 |
-8.75 |
4,663 |
14,309 |
-638 |
Apr13 |
120618 |
848.00 |
848.25 |
830.75 |
832.50 |
-8.50 |
1,985 |
9,934 |
-12 |
Total Volume and Open Interest |
214,857 |
563,363 |
-1,830 |
Ethanol(CBOT) |
Jun12 |
120605 |
2.004 |
2.004 |
2.003 |
2.003 |
-0.007 |
73 |
55 |
-84 |
Jul12 |
120618 |
2.030 |
2.080 |
2.027 |
2.077 |
+0.050 |
266 |
1,069 |
-128 |
Aug12 |
120618 |
2.037 |
2.080 |
2.037 |
2.077 |
+0.051 |
624 |
2,076 |
+12 |
Sep12 |
120618 |
1.990 |
2.032 |
1.990 |
2.024 |
+0.051 |
298 |
1,491 |
+16 |
Oct12 |
120618 |
1.932 |
1.983 |
1.929 |
1.979 |
+0.063 |
171 |
1,572 |
+8 |
Nov12 |
120618 |
1.928 |
1.965 |
1.928 |
1.958 |
+0.063 |
143 |
1,599 |
+2 |
Dec12 |
120618 |
1.908 |
1.959 |
1.905 |
1.952 |
+0.063 |
148 |
1,475 |
+32 |
Jan13 |
120618 |
1.912 |
1.968 |
1.909 |
1.958 |
+0.068 |
92 |
681 |
-20 |
Total Volume and Open Interest |
1,770 |
11,135 |
-69 |
WTI Crude Oil(ICE) |
Jul12 |
120618 |
84.20 |
85.83 |
82.04 |
83.27 |
-0.76 |
27,647 |
32,407 |
-2,590 |
Aug12 |
120618 |
84.63 |
85.80 |
82.36 |
83.60 |
-0.73 |
34,400 |
71,019 |
+1,229 |
Sep12 |
120618 |
85.78 |
86.21 |
82.70 |
83.93 |
-0.70 |
12,715 |
35,593 |
-545 |
Oct12 |
120618 |
86.51 |
86.51 |
83.19 |
84.23 |
-0.67 |
6,070 |
15,169 |
-308 |
Nov12 |
120618 |
86.38 |
86.86 |
83.35 |
84.56 |
-0.68 |
3,907 |
11,866 |
+24 |
Dec12 |
120618 |
86.61 |
87.20 |
83.78 |
84.88 |
-0.70 |
12,418 |
84,463 |
+431 |
Jan13 |
120618 |
84.90 |
85.60 |
84.88 |
85.18 |
-0.70 |
1,225 |
15,306 |
-5 |
Feb13 |
120618 |
85.42 |
85.42 |
85.42 |
85.42 |
-0.68 |
1,293 |
8,179 |
-133 |
Mar13 |
120618 |
85.63 |
85.63 |
85.63 |
85.63 |
-0.65 |
646 |
6,620 |
-114 |
Apr13 |
120618 |
85.76 |
85.76 |
85.76 |
85.76 |
-0.63 |
294 |
2,591 |
-4 |
May13 |
120618 |
85.86 |
85.86 |
85.86 |
85.86 |
-0.63 |
292 |
2,149 |
-31 |
Jun13 |
120618 |
87.71 |
87.71 |
85.81 |
85.95 |
-0.63 |
1,174 |
23,047 |
+263 |
Jul13 |
120618 |
86.00 |
86.00 |
86.00 |
86.00 |
-0.62 |
24 |
1,723 |
+8 |
Aug13 |
120618 |
85.96 |
85.96 |
85.96 |
85.96 |
-0.63 |
51 |
2,524 |
+0 |
Sep13 |
120618 |
85.92 |
85.92 |
85.92 |
85.92 |
-0.63 |
34 |
5,930 |
-1 |
Oct13 |
120618 |
85.88 |
85.88 |
85.88 |
85.88 |
-0.63 |
0 |
1,118 |
+0 |
Total Volume and Open Interest |
106,304 |
440,822 |
-1,595 |
US Dollar Index(ICE) |
Jun12 |
120618 |
81.235 |
81.915 |
81.225 |
81.855 |
+0.250 |
29,401 |
21,017 |
-14,852 |
Sep12 |
120618 |
81.510 |
82.365 |
81.430 |
82.215 |
+0.247 |
28,530 |
67,061 |
+19,432 |
Dec12 |
120618 |
81.990 |
82.545 |
81.990 |
82.545 |
+0.177 |
0 |
503 |
+0 |
Total Volume and Open Interest |
57,931 |
88,581 |
+4,580 |
Australian Dollar(CME) |
Jun12 |
120618 |
101.27 |
101.35 |
100.61 |
100.84 |
-0.01 |
143,048 |
87,753 |
-14,163 |
Sep12 |
120618 |
100.44 |
100.59 |
99.73 |
100.40 |
+0.37 |
68,867 |
132,927 |
+28,188 |
Dec12 |
120618 |
99.72 |
100.02 |
99.29 |
99.72 |
+0.30 |
2 |
109 |
+2 |
Total Volume and Open Interest |
211,919 |
220,795 |
+14,029 |
British Pound(CME) |
Jun12 |
120618 |
157.34 |
157.34 |
156.39 |
156.67 |
-0.15 |
124,765 |
75,254 |
-26,600 |
Sep12 |
120618 |
157.21 |
157.33 |
156.31 |
156.63 |
-0.13 |
65,518 |
108,878 |
+29,200 |
Dec12 |
120618 |
156.20 |
156.73 |
156.20 |
156.60 |
-0.13 |
12 |
100 |
+8 |
Total Volume and Open Interest |
190,295 |
184,238 |
+2,608 |
Canadian Dollar(CME) |
Jun12 |
120618 |
97.96 |
98.11 |
97.30 |
97.56 |
-0.16 |
112,637 |
44,515 |
-20,832 |
Sep12 |
120618 |
97.76 |
97.95 |
97.10 |
97.41 |
-0.13 |
48,277 |
89,982 |
+15,459 |
Dec12 |
120618 |
97.55 |
97.75 |
97.00 |
97.27 |
-0.12 |
102 |
6,173 |
+75 |
Mar13 |
120618 |
96.99 |
97.25 |
96.99 |
97.13 |
-0.12 |
208 |
1,360 |
+104 |
Total Volume and Open Interest |
161,224 |
142,340 |
-5,194 |
Japanese Yen(CME) |
Jun12 |
120618 |
126.71 |
127.08 |
126.12 |
126.78 |
-0.30 |
70,696 |
80,258 |
-14,223 |
Sep12 |
120618 |
126.80 |
127.24 |
126.23 |
126.54 |
-0.70 |
44,498 |
113,176 |
+21,718 |
Dec12 |
120618 |
126.28 |
127.43 |
126.28 |
126.72 |
-0.71 |
131 |
318 |
+115 |
Total Volume and Open Interest |
115,325 |
193,778 |
+7,610 |
Swiss Franc(CME) |
Jun12 |
120618 |
106.09 |
106.10 |
104.81 |
104.88 |
-0.36 |
47,720 |
43,534 |
-2,224 |
Sep12 |
120618 |
106.38 |
106.38 |
104.77 |
104.99 |
-0.49 |
29,070 |
54,726 |
+8,523 |
Dec12 |
120618 |
105.17 |
105.80 |
105.17 |
105.27 |
-0.53 |
2 |
6 |
+2 |
Total Volume and Open Interest |
76,792 |
98,269 |
+6,301 |
EuroFX(CME) |
Jun12 |
120618 |
127.40 |
127.48 |
125.81 |
125.97 |
-0.40 |
297,009 |
149,473 |
-61,048 |
Sep12 |
120618 |
127.54 |
127.59 |
125.67 |
125.91 |
-0.56 |
165,852 |
310,943 |
+67,453 |
Dec12 |
120618 |
127.39 |
128.05 |
125.85 |
126.05 |
-0.54 |
63 |
1,035 |
+34 |
Total Volume and Open Interest |
462,924 |
461,997 |
+6,439 |
Mexican Peso(CME) |
Jun12 |
120618 |
723.0 |
723.5 |
716.2 |
718.5 |
-0.2 |
42,758 |
80,495 |
-13,049 |
Jul12 |
120618 |
719.0 |
719.0 |
716.8 |
719.0 |
+2.2 |
|
|
|
Total Volume and Open Interest |
75,079 |
186,839 |
-7,778 |
Brazilian Real(CME) |
Jul12 |
120618 |
485.50 |
485.50 |
482.30 |
482.60 |
-5.80 |
189 |
2,386 |
-147 |
Aug12 |
120618 |
480.70 |
485.85 |
480.00 |
480.70 |
-5.15 |
187 |
478 |
+180 |
Sep12 |
120618 |
478.75 |
483.30 |
478.75 |
478.75 |
-4.55 |
56 |
4,726 |
+45 |
Oct12 |
120618 |
476.80 |
481.35 |
476.80 |
476.80 |
-4.55 |
|
|
|
Total Volume and Open Interest |
432 |
21,153 |
+78 |
30-Year T-Bonds(CBOT) |
Jun12 |
120618 |
149~200 |
150~230 |
149~000 |
150~070 |
unch |
8,346 |
17,658 |
-446 |
Sep12 |
120618 |
149~000 |
150~090 |
148~120 |
149~220 |
+0~010 |
480,705 |
645,610 |
-16,945 |
Dec12 |
120618 |
150~090 |
151~050 |
149~170 |
150~220 |
+0~010 |
107 |
2,439 |
+23 |
Total Volume and Open Interest |
489,158 |
665,707 |
-17,368 |
10-Year T-Notes(CBOT) |
Jun12 |
120618 |
134~050 |
134~250 |
134~040 |
134~170 |
-0~025 |
12,983 |
25,759 |
-6,476 |
Sep12 |
120618 |
133~090 |
133~315 |
133~070 |
133~235 |
-0~015 |
1,216,684 |
1,792,994 |
-8,271 |
Dec12 |
120618 |
132~205 |
132~220 |
132~205 |
132~205 |
-0~015 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,229,667 |
1,818,757 |
-14,747 |
5-Year T-Notes(CBOT) |
Jun12 |
120618 |
124~027 |
124~048 |
124~027 |
124~037 |
-0~003 |
18,305 |
53,832 |
-5,790 |
Sep12 |
120618 |
123~124 |
124~028 |
123~117 |
124~014 |
-0~005 |
455,537 |
1,064,573 |
-4,530 |
Dec12 |
120618 |
123~060 |
123~065 |
123~060 |
123~060 |
-0~005 |
0 |
8 |
+0 |
Total Volume and Open Interest |
473,842 |
1,118,413 |
-10,320 |
2 Year T-Notes(CBOT) |
Jun12 |
120618 |
110~025 |
110~026 |
110~024 |
110~024 |
-0~002 |
4,640 |
85,527 |
-2,758 |
Sep12 |
120618 |
110~023 |
110~024 |
110~017 |
110~019 |
-0~002 |
120,890 |
858,460 |
-8,663 |
Dec12 |
120618 |
110~013 |
110~015 |
110~013 |
110~013 |
-0~002 |
|
|
|
Total Volume and Open Interest |
125,530 |
943,987 |
-11,421 |
Eurodollars(CME) |
Jun12 |
120618 |
99.533 |
99.535 |
99.530 |
99.533 |
unch |
110,982 |
865,745 |
-7,945 |
Sep12 |
120618 |
99.525 |
99.535 |
99.505 |
99.515 |
+0.005 |
294,177 |
916,916 |
+4,273 |
Dec12 |
120618 |
99.485 |
99.500 |
99.470 |
99.490 |
+0.015 |
233,107 |
932,923 |
-5,515 |
Mar13 |
120618 |
99.455 |
99.485 |
99.455 |
99.475 |
+0.015 |
181,965 |
689,884 |
+2,451 |
Jun13 |
120618 |
99.450 |
99.470 |
99.435 |
99.460 |
+0.015 |
164,540 |
711,192 |
+4,357 |
Sep13 |
120618 |
99.435 |
99.460 |
99.415 |
99.450 |
+0.020 |
145,241 |
626,158 |
+27 |
Dec13 |
120618 |
99.405 |
99.435 |
99.385 |
99.425 |
+0.020 |
132,167 |
643,174 |
+1,746 |
Mar14 |
120618 |
99.365 |
99.410 |
99.355 |
99.400 |
+0.020 |
134,804 |
623,948 |
-7,892 |
Jun14 |
120618 |
99.330 |
99.360 |
99.290 |
99.355 |
+0.020 |
118,113 |
511,943 |
-3,958 |
Sep14 |
120618 |
99.260 |
99.300 |
99.235 |
99.290 |
+0.015 |
71,964 |
334,288 |
-1,293 |
Dec14 |
120618 |
99.170 |
99.215 |
99.140 |
99.195 |
+0.010 |
66,957 |
309,483 |
+862 |
Mar15 |
120618 |
99.080 |
99.130 |
99.050 |
99.105 |
+0.010 |
53,573 |
308,703 |
-1,788 |
Jun15 |
120618 |
0.666 |
0.716 |
0.621 |
0.681 |
+0.005 |
59,707 |
257,065 |
-3,282 |
Sep15 |
120618 |
0.506 |
0.591 |
0.491 |
0.546 |
-0.005 |
42,255 |
180,868 |
-290 |
Dec15 |
120618 |
0.386 |
0.456 |
0.351 |
0.401 |
-0.010 |
27,137 |
137,385 |
-851 |
Mar16 |
120618 |
0.276 |
0.336 |
0.231 |
0.271 |
-0.020 |
25,760 |
86,109 |
-541 |
Jun16 |
120618 |
0.116 |
0.201 |
0.101 |
0.131 |
-0.025 |
22,663 |
97,760 |
+2,373 |
Sep16 |
120618 |
6.545 |
0.066 |
6.520 |
6.545 |
+6.524 |
17,085 |
76,085 |
-1,786 |
Total Volume and Open Interest |
1,945,764 |
8,585,492 |
-16,273 |
30 Day Federal Funds(CBOT) |
Jun12 |
120618 |
99.838 |
99.840 |
99.835 |
99.838 |
+0.003 |
3,581 |
40,697 |
-604 |
Jul12 |
120618 |
99.840 |
99.840 |
99.835 |
99.835 |
unch |
4,150 |
57,117 |
+1,417 |
Aug12 |
120618 |
99.840 |
99.845 |
99.835 |
99.835 |
unch |
970 |
47,546 |
+70 |
Sep12 |
120618 |
99.840 |
99.840 |
99.835 |
99.835 |
unch |
6,847 |
44,408 |
+3,902 |
Oct12 |
120618 |
99.840 |
99.840 |
99.835 |
99.835 |
unch |
813 |
50,653 |
+4 |
Nov12 |
120618 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
826 |
32,685 |
+259 |
Total Volume and Open Interest |
29,041 |
511,829 |
+7,902 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120618 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
697 |
+0 |
Sep12 |
120618 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
120618 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Mar13 |
120618 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Jun13 |
120618 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep13 |
120618 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec13 |
120618 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar14 |
120618 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun14 |
120618 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
Sep14 |
120618 |
99.390 |
99.390 |
99.390 |
99.390 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
697 |
+0 |
3-Mth Euro-Yen(SGX) |
Sep12 |
120618 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,229 |
+0 |
Dec12 |
120618 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120618 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
181 |
+0 |
Jun13 |
120618 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
206 |
+0 |
Sep13 |
120618 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
305 |
+0 |
Dec13 |
120618 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
384 |
+0 |
Mar14 |
120618 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
344 |
+0 |
Jun14 |
120618 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
Total Volume and Open Interest |
500 |
5,848 |
-109 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120618 |
143.53 |
143.74 |
143.22 |
143.72 |
+0.20 |
2,557 |
17,791 |
-58 |
Dec12 |
120618 |
142.59 |
142.59 |
142.59 |
142.59 |
+0.20 |
0 |
6 |
+0 |
Mar13 |
120618 |
140.50 |
140.50 |
140.50 |
140.50 |
+0.20 |
|
|
|
Total Volume and Open Interest |
2,557 |
17,797 |
-58 |
Euro-Bund(EUREX) |
Sep12 |
120618 |
141.59 |
143.09 |
141.14 |
142.64 |
+0.35 |
965,635 |
871,628 |
+7,028 |
Dec12 |
120618 |
139.60 |
141.28 |
139.60 |
140.89 |
+0.35 |
10 |
48 |
+3 |
Mar13 |
120618 |
140.89 |
140.89 |
140.89 |
140.89 |
+0.35 |
|
|
|
Total Volume and Open Interest |
965,645 |
871,676 |
+7,031 |
Euro-Bobl(EUREX) |
Sep12 |
120618 |
126.14 |
126.78 |
126.06 |
126.67 |
+0.30 |
483,919 |
582,636 |
+841 |
Dec12 |
120618 |
125.06 |
125.06 |
125.06 |
125.06 |
+0.30 |
1 |
6 |
+0 |
Mar13 |
120618 |
125.06 |
125.06 |
125.06 |
125.06 |
+0.30 |
|
|
|
Total Volume and Open Interest |
483,920 |
582,642 |
+841 |
3-Mth Euribor(EUREX) |
Jun12 |
120618 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
1 |
1,525 |
+0 |
Sep12 |
120618 |
99.490 |
99.495 |
99.490 |
99.490 |
+0.030 |
1 |
2,300 |
+0 |
Dec12 |
120618 |
99.495 |
99.495 |
99.495 |
99.495 |
+0.025 |
200 |
1,005 |
-178 |
Total Volume and Open Interest |
902 |
7,296 |
+425 |
Long Gilt(LIFFE) |
Jun12 |
120618 |
120~18 |
121~07 |
120~16 |
120~22 |
+0~00 |
2,173 |
11,005 |
-298 |
Sep12 |
120618 |
119~04 |
120~07 |
119~04 |
119~20 |
+0~00 |
158,158 |
322,557 |
+12,565 |
Total Volume and Open Interest |
158,749 |
333,562 |
+12,267 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120618 |
99.14 |
99.16 |
99.09 |
99.11 |
-0.03 |
13,991 |
236,026 |
+6,380 |
Sep12 |
120618 |
99.34 |
99.36 |
99.29 |
99.31 |
-0.04 |
73,673 |
315,698 |
+10,708 |
Dec12 |
120618 |
99.37 |
99.38 |
99.33 |
99.34 |
-0.04 |
44,662 |
312,776 |
+3,232 |
Mar13 |
120618 |
99.38 |
99.41 |
99.35 |
99.37 |
-0.03 |
42,913 |
284,304 |
+5,728 |
Jun13 |
120618 |
99.38 |
99.42 |
99.35 |
99.38 |
-0.02 |
33,115 |
312,890 |
+19,038 |
Sep13 |
120618 |
99.38 |
99.41 |
99.34 |
99.38 |
-0.01 |
46,327 |
326,861 |
+2,022 |
Total Volume and Open Interest |
1,764,411 |
2,647,652 |
+67,881 |
3-Mth Euribor(LIFFE) |
Jun12 |
120618 |
99.335 |
99.345 |
99.335 |
99.340 |
unch |
124,480 |
450,222 |
-29,764 |
Sep12 |
120618 |
99.460 |
99.500 |
99.450 |
99.490 |
+0.030 |
160,396 |
501,211 |
+6,684 |
Dec12 |
120618 |
99.470 |
99.505 |
99.455 |
99.495 |
+0.025 |
117,789 |
485,387 |
-11,975 |
Total Volume and Open Interest |
1,220,270 |
3,483,092 |
-26,027 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120618 |
96.96 |
96.99 |
96.83 |
96.87 |
-0.09 |
26,396 |
188,793 |
+1,727 |
Dec12 |
120618 |
97.20 |
97.24 |
97.06 |
97.09 |
-0.10 |
20,051 |
177,080 |
+3,307 |
Mar13 |
120618 |
97.19 |
97.23 |
97.06 |
97.09 |
-0.09 |
7,262 |
109,487 |
-65 |
Jun13 |
120618 |
97.10 |
97.14 |
96.97 |
96.99 |
-0.10 |
7,409 |
78,201 |
+1,514 |
Sep13 |
120618 |
96.98 |
96.99 |
96.85 |
96.87 |
-0.09 |
3,633 |
56,163 |
-253 |
Dec13 |
120618 |
96.86 |
96.88 |
96.75 |
96.76 |
-0.08 |
1,387 |
37,966 |
+504 |
Mar14 |
120618 |
96.68 |
96.71 |
96.65 |
96.67 |
-0.08 |
1,299 |
28,550 |
+229 |
Jun14 |
120618 |
96.59 |
96.59 |
96.56 |
96.58 |
-0.08 |
1,167 |
9,206 |
+824 |
Sep14 |
120618 |
96.50 |
96.53 |
96.49 |
96.49 |
-0.09 |
130 |
1,318 |
+14 |
Dec14 |
120618 |
96.41 |
96.41 |
96.41 |
96.41 |
-0.08 |
20 |
415 |
+18 |
Total Volume and Open Interest |
68,754 |
687,218 |
+7,819 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120618 |
97.03 |
97.07 |
96.91 |
96.93 |
-0.09 |
128,155 |
367,432 |
+32,016 |
Dec12 |
120618 |
96.93 |
96.93 |
96.93 |
96.93 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Sep12 |
120618 |
97.73 |
97.77 |
97.58 |
97.61 |
-0.10 |
137,773 |
373,816 |
+31,942 |
Dec12 |
120618 |
97.61 |
97.61 |
97.61 |
97.61 |
|
|
|
|
Gold(CMX) |
Jun12 |
120618 |
1622.6 |
1627.6 |
1615.0 |
1625.7 |
-1.3 |
493 |
879 |
-288 |
Aug12 |
120618 |
1630.0 |
1631.3 |
1606.9 |
1627.0 |
-1.1 |
153,140 |
226,306 |
+1,313 |
Oct12 |
120618 |
1631.8 |
1633.0 |
1616.2 |
1629.2 |
-1.1 |
739 |
18,334 |
+160 |
Dec12 |
120618 |
1633.2 |
1635.3 |
1612.0 |
1631.4 |
-1.1 |
7,769 |
73,098 |
+725 |
Feb13 |
120618 |
1622.9 |
1635.2 |
1622.9 |
1633.5 |
-1.2 |
885 |
20,664 |
+197 |
Apr13 |
120618 |
1631.2 |
1636.2 |
1628.2 |
1635.5 |
-1.3 |
175 |
13,342 |
-58 |
Jun13 |
120618 |
1629.1 |
1637.6 |
1629.1 |
1637.6 |
-1.3 |
526 |
16,116 |
-190 |
Aug13 |
120618 |
1639.9 |
1639.9 |
1639.9 |
1639.9 |
-1.3 |
97 |
1,411 |
+10 |
Oct13 |
120618 |
1642.4 |
1642.4 |
1642.4 |
1642.4 |
-1.3 |
0 |
448 |
+0 |
Dec13 |
120618 |
1644.9 |
1644.9 |
1644.9 |
1644.9 |
-1.3 |
270 |
9,034 |
+0 |
Feb14 |
120618 |
1647.5 |
1647.5 |
1647.5 |
1647.5 |
-1.3 |
0 |
6 |
+0 |
Apr14 |
120618 |
1650.2 |
1650.2 |
1650.2 |
1650.2 |
-1.3 |
0 |
1 |
+0 |
Total Volume and Open Interest |
165,368 |
419,274 |
+1,904 |
Silver(CMX) |
Jul12 |
120618 |
2899.0 |
2901.0 |
2823.5 |
2867.1 |
-6.9 |
42,381 |
40,564 |
-1,500 |
Sep12 |
120618 |
2902.0 |
2907.5 |
2830.0 |
2873.7 |
-6.8 |
5,434 |
28,356 |
+996 |
Dec12 |
120618 |
2881.0 |
2891.0 |
2838.5 |
2881.2 |
-6.7 |
2,449 |
21,801 |
-285 |
Mar13 |
120618 |
2883.5 |
2884.9 |
2883.5 |
2884.9 |
-6.6 |
137 |
4,049 |
+76 |
May13 |
120618 |
2886.4 |
2886.4 |
2886.4 |
2886.4 |
-6.6 |
17 |
2,447 |
+9 |
Jul13 |
120618 |
2882.0 |
2887.3 |
2882.0 |
2887.3 |
-6.4 |
20 |
3,461 |
+6 |
Sep13 |
120618 |
2876.5 |
2887.5 |
2876.5 |
2887.5 |
-6.4 |
0 |
1,836 |
+0 |
Total Volume and Open Interest |
50,536 |
121,162 |
-686 |
Platinum(NYMEX) |
Jul12 |
120618 |
1482.0 |
1504.8 |
1479.3 |
1484.1 |
-3.1 |
13,994 |
33,400 |
+265 |
Oct12 |
120618 |
1492.1 |
1508.7 |
1484.5 |
1488.7 |
-3.4 |
2,221 |
18,093 |
+1,585 |
Jan13 |
120618 |
1491.6 |
1492.0 |
1487.0 |
1491.9 |
-2.3 |
21 |
776 |
+4 |
Apr13 |
120618 |
1515.0 |
1515.0 |
1495.4 |
1495.4 |
-2.8 |
2 |
23 |
+0 |
Total Volume and Open Interest |
16,238 |
52,293 |
+1,854 |
Palladium(NYMEX) |
Jun12 |
120618 |
631.85 |
631.85 |
631.85 |
631.85 |
+2.75 |
3 |
55 |
-1 |
Sep12 |
120618 |
625.00 |
636.50 |
625.00 |
633.15 |
+2.75 |
3,093 |
20,878 |
-458 |
Dec12 |
120618 |
635.35 |
635.35 |
633.25 |
634.20 |
+2.70 |
33 |
390 |
+25 |
Total Volume and Open Interest |
3,129 |
21,332 |
-434 |
Copper(CMX) |
Jul12 |
120618 |
344.30 |
347.75 |
336.75 |
339.55 |
+1.20 |
52,119 |
53,379 |
-5,500 |
Sep12 |
120618 |
343.95 |
348.10 |
337.50 |
340.25 |
+1.20 |
12,475 |
55,205 |
+876 |
Dec12 |
120618 |
344.75 |
349.30 |
339.80 |
341.40 |
+1.15 |
1,764 |
25,876 |
+127 |
Mar13 |
120618 |
340.70 |
344.00 |
340.70 |
342.20 |
+1.20 |
348 |
6,577 |
-191 |
May13 |
120618 |
347.35 |
347.35 |
342.75 |
342.75 |
+1.20 |
1 |
1,229 |
+1 |
Total Volume and Open Interest |
67,591 |
151,891 |
-4,733 |
DJIA Index(CBOT) |
Sep12 |
120618 |
12763 |
12802 |
12630 |
12686 |
-24 |
1,217 |
8,925 |
+1,085 |
Dec12 |
120618 |
12616 |
12640 |
12616 |
12616 |
-24 |
0 |
1 |
+0 |
Mar13 |
120618 |
12549 |
12573 |
12549 |
12549 |
-24 |
|
|
|
Jun13 |
120618 |
12474 |
12498 |
12474 |
12474 |
-24 |
|
|
|
Total Volume and Open Interest |
3,404 |
25,994 |
|
E-mini DJIA Index(CBOT) |
Jun12 |
120615 |
12674 |
12733 |
12661 |
12729 |
+53 |
26,919 |
56,527 |
-6,750 |
Sep12 |
120618 |
12778 |
12803 |
12621 |
12686 |
-24 |
172,935 |
75,546 |
+6,883 |
Dec12 |
120618 |
12752 |
12752 |
12609 |
12616 |
-24 |
1 |
22 |
+0 |
Mar13 |
120618 |
12549 |
12549 |
12549 |
12549 |
-24 |
|
|
|
Total Volume and Open Interest |
192,674 |
126,328 |
+1,116 |
S & P 500(CME) |
Sep12 |
120618 |
1344.00 |
1347.50 |
1327.50 |
1340.90 |
+3.40 |
16,632 |
210,964 |
+2,723 |
Dec12 |
120618 |
1334.30 |
1334.60 |
1325.90 |
1334.30 |
+3.40 |
43 |
11,288 |
-3 |
Mar13 |
120618 |
1327.70 |
1328.00 |
1319.30 |
1327.70 |
+3.40 |
0 |
150 |
+0 |
Jun13 |
120618 |
1321.30 |
1321.60 |
1312.90 |
1321.30 |
+3.40 |
0 |
14 |
+0 |
Total Volume and Open Interest |
38,034 |
328,844 |
-10,989 |
S & P 500 E-Mini(Globex) |
Sep12 |
120618 |
1345.25 |
1347.50 |
1327.25 |
1341.00 |
+3.50 |
2,808,502 |
2,555,080 |
+135,925 |
Dec12 |
120618 |
1339.00 |
1340.50 |
1321.25 |
1334.25 |
+3.25 |
212 |
10,259 |
+73 |
Total Volume and Open Interest |
3,294,063 |
3,430,468 |
+10,262 |
NASDAQ 100(CME) |
Sep12 |
120618 |
2578.80 |
2594.00 |
2548.00 |
2587.50 |
+23.50 |
1,455 |
3,800 |
+721 |
Dec12 |
120618 |
2581.50 |
2583.00 |
2581.50 |
2581.50 |
+23.20 |
0 |
3 |
+0 |
Mar13 |
120618 |
2576.00 |
2576.00 |
2552.80 |
2576.00 |
+23.20 |
|
|
|
Total Volume and Open Interest |
2,961 |
26,749 |
+3,738 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120618 |
2580.30 |
2594.50 |
2549.30 |
2587.50 |
+23.50 |
338,260 |
317,784 |
+26,812 |
Dec12 |
120618 |
2573.00 |
2581.50 |
2540.30 |
2581.50 |
+23.20 |
3 |
35 |
+0 |
Total Volume and Open Interest |
386,156 |
486,210 |
+25,221 |
S & P Midcap 400(CME) |
Sep12 |
120618 |
911.75 |
925.70 |
911.75 |
925.70 |
+9.10 |
4 |
329 |
-38 |
Dec12 |
120618 |
923.70 |
923.70 |
914.60 |
923.70 |
+9.10 |
|
|
|
Mar13 |
120618 |
921.70 |
921.70 |
912.60 |
921.70 |
+9.10 |
|
|
|
Total Volume and Open Interest |
6 |
3,437 |
+275 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120618 |
8700 |
8770 |
8630 |
8690 |
+60 |
5,747 |
28,955 |
+803 |
Dec12 |
120618 |
8650 |
8650 |
8590 |
8650 |
+60 |
0 |
2 |
+0 |
Total Volume and Open Interest |
5,747 |
28,957 |
+803 |
Nikkei 225(SGX) |
Sep12 |
120618 |
8565 |
8755 |
8555 |
8730 |
+175 |
68,330 |
167,486 |
-962 |
Dec12 |
120618 |
8670 |
8670 |
8670 |
8670 |
+175 |
0 |
6,424 |
+0 |
Mar13 |
120618 |
8655 |
8655 |
8655 |
8655 |
+175 |
0 |
48 |
+0 |
Total Volume and Open Interest |
68,455 |
187,064 |
-978 |
CAC 40(EURONEXT) |
Jul12 |
120618 |
3117.0 |
3130.0 |
3050.5 |
3065.0 |
-11.5 |
208,965 |
301,855 |
+17,412 |
Aug12 |
120618 |
3118.5 |
3127.0 |
3062.0 |
3065.0 |
-11.5 |
2 |
24 |
+14 |
Sep12 |
120618 |
3115.5 |
3120.0 |
3050.0 |
3061.0 |
-10.5 |
9,588 |
18,334 |
+1,057 |
Total Volume and Open Interest |
199,635 |
463,441 |
-119,532 |
Hang Seng Index(HKFE) |
Jun12 |
120618 |
19565 |
19624 |
19411 |
19459 |
+129 |
56,620 |
108,631 |
-369 |
Jul12 |
120618 |
19583 |
19626 |
19420 |
19464 |
+134 |
622 |
5,882 |
-21 |
Total Volume and Open Interest |
57,358 |
118,326 |
-740 |
DAX(EUREX) |
Jun12 |
120615 |
6162.0 |
6243.5 |
6152.0 |
6243.5 |
+106.5 |
243,056 |
106,658 |
-29,082 |
Sep12 |
120618 |
6322.0 |
6339.5 |
6225.5 |
6248.0 |
+16.5 |
97,452 |
146,249 |
+11,780 |
Dec12 |
120618 |
6312.5 |
6335.0 |
6229.0 |
6251.5 |
+16.5 |
16,242 |
5,260 |
-29 |
Total Volume and Open Interest |
341,443 |
202,998 |
-43,418 |
FT-SE 100(EURONEXT) |
Sep12 |
120618 |
5494.00 |
5525.00 |
5413.00 |
5448.00 |
-3.50 |
163,697 |
582,751 |
+20,088 |
Dec12 |
120618 |
5421.00 |
5421.00 |
5421.00 |
5421.00 |
-3.00 |
4 |
421 |
+1 |
Mar13 |
120618 |
5382.50 |
5382.50 |
5382.50 |
5382.50 |
-7.00 |
10 |
31 |
+0 |
Total Volume and Open Interest |
162,211 |
658,167 |
-4,581 |
SPI 200(SFE) |
Jun12 |
120618 |
4055.0 |
4144.0 |
4054.0 |
4135.0 |
+82.0 |
30,432 |
217,290 |
-4,964 |
Sep12 |
120618 |
4016.0 |
4105.0 |
4016.0 |
4096.0 |
+83.0 |
8,422 |
27,863 |
+2,862 |
Dec12 |
120618 |
4093.0 |
4093.0 |
4093.0 |
4093.0 |
+83.0 |
21 |
3,748 |
+20 |
Total Volume and Open Interest |
39,244 |
251,836 |
-1,758 |
GSCI(CME) |
Jul12 |
120618 |
577.50 |
582.00 |
576.50 |
581.00 |
-2.00 |
323 |
8,101 |
+93 |
Aug12 |
120618 |
577.50 |
582.00 |
576.50 |
581.00 |
-1.50 |
|
|
|
Sep12 |
120618 |
577.50 |
582.00 |
576.50 |
581.00 |
-1.50 |
|
|
|
Total Volume and Open Interest |
595 |
9,418 |
|
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|