|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue June 19, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120619 |
1390.00 |
1451.50 |
1389.00 |
1433.75 |
+49.50 |
92,839 |
154,807 |
-15,561 |
Aug12 |
120619 |
1375.25 |
1437.50 |
1374.75 |
1421.25 |
+51.00 |
25,804 |
61,525 |
+4,370 |
Sep12 |
120619 |
1357.75 |
1409.00 |
1350.50 |
1398.00 |
+47.50 |
3,588 |
24,742 |
+178 |
Nov12 |
120619 |
1345.00 |
1395.00 |
1343.00 |
1384.50 |
+45.25 |
67,415 |
305,669 |
+7,261 |
Jan13 |
120619 |
1341.50 |
1391.50 |
1339.00 |
1382.25 |
+43.25 |
3,209 |
60,131 |
+185 |
Mar13 |
120619 |
1317.00 |
1356.00 |
1309.25 |
1344.25 |
+35.00 |
3,194 |
68,835 |
-82 |
May13 |
120619 |
1292.50 |
1335.25 |
1289.25 |
1322.25 |
+33.00 |
3,269 |
43,957 |
+893 |
Jul13 |
120619 |
1295.00 |
1333.50 |
1289.00 |
1320.75 |
+31.75 |
1,980 |
33,142 |
+24 |
Aug13 |
120619 |
1310.25 |
1310.25 |
1280.00 |
1310.25 |
+30.25 |
7 |
188 |
+2 |
Sep13 |
120619 |
1271.00 |
1271.00 |
1240.75 |
1271.00 |
+30.25 |
8 |
328 |
+0 |
Nov13 |
120619 |
1210.00 |
1247.75 |
1204.25 |
1234.50 |
+30.25 |
276 |
18,344 |
+43 |
Jan14 |
120619 |
1241.50 |
1241.50 |
1211.25 |
1241.50 |
+30.25 |
0 |
170 |
+0 |
Mar14 |
120619 |
1237.75 |
1237.75 |
1207.50 |
1237.75 |
+30.25 |
0 |
3 |
+0 |
May14 |
120619 |
1237.75 |
1237.75 |
1207.50 |
1237.75 |
+30.25 |
0 |
1 |
+0 |
Total Volume and Open Interest |
201,589 |
772,429 |
-2,687 |
Soybean Meal(CBOT) |
Jul12 |
120619 |
413.50 |
432.90 |
412.90 |
427.90 |
+15.00 |
37,539 |
71,365 |
-9,092 |
Aug12 |
120619 |
410.20 |
429.00 |
410.20 |
422.70 |
+13.00 |
16,567 |
29,828 |
+1,226 |
Sep12 |
120619 |
406.10 |
421.60 |
406.10 |
415.10 |
+9.00 |
3,488 |
18,706 |
+841 |
Oct12 |
120619 |
402.50 |
416.60 |
402.50 |
412.10 |
+9.50 |
1,854 |
15,355 |
+430 |
Dec12 |
120619 |
398.90 |
418.80 |
398.10 |
409.60 |
+9.50 |
19,407 |
75,380 |
+5,688 |
Jan13 |
120619 |
393.60 |
411.10 |
393.60 |
402.60 |
+8.00 |
469 |
6,887 |
+119 |
Mar13 |
120619 |
378.20 |
389.00 |
378.10 |
384.60 |
+4.80 |
222 |
9,511 |
+1 |
May13 |
120619 |
368.00 |
377.70 |
368.00 |
373.60 |
+4.10 |
421 |
7,051 |
+167 |
Jul13 |
120619 |
366.30 |
376.10 |
366.30 |
371.40 |
+3.90 |
777 |
6,368 |
+236 |
Aug13 |
120619 |
368.20 |
368.20 |
364.30 |
368.20 |
+3.90 |
9 |
365 |
+2 |
Total Volume and Open Interest |
80,793 |
246,904 |
-399 |
Soybean Oil(CBOT) |
Jul12 |
120619 |
48.80 |
50.65 |
48.77 |
50.44 |
+1.68 |
77,802 |
106,556 |
-17,400 |
Aug12 |
120619 |
49.07 |
50.83 |
49.07 |
50.63 |
+1.70 |
19,552 |
53,332 |
+3,118 |
Sep12 |
120619 |
49.31 |
51.02 |
49.29 |
50.82 |
+1.72 |
7,681 |
29,427 |
+55 |
Oct12 |
120619 |
49.39 |
51.12 |
49.39 |
50.95 |
+1.72 |
4,538 |
14,469 |
-403 |
Dec12 |
120619 |
49.66 |
51.48 |
49.58 |
51.30 |
+1.75 |
42,705 |
125,414 |
+8,220 |
Jan13 |
120619 |
50.31 |
51.73 |
49.82 |
51.57 |
+1.75 |
2,059 |
10,349 |
+644 |
Mar13 |
120619 |
50.56 |
51.97 |
50.08 |
51.82 |
+1.74 |
598 |
18,059 |
-74 |
May13 |
120619 |
50.70 |
52.20 |
50.29 |
52.03 |
+1.74 |
280 |
11,724 |
+1 |
Jul13 |
120619 |
51.36 |
52.33 |
50.49 |
52.23 |
+1.74 |
202 |
5,819 |
+23 |
Aug13 |
120619 |
52.25 |
52.25 |
50.52 |
52.25 |
+1.73 |
17 |
990 |
+13 |
Total Volume and Open Interest |
155,621 |
382,030 |
-5,772 |
Canola(WCE) |
Jul12 |
120619 |
609.1 |
622.3 |
609.1 |
621.2 |
+13.8 |
4,855 |
32,260 |
-9,340 |
Nov12 |
120619 |
568.2 |
583.7 |
568.2 |
581.5 |
+12.6 |
10,416 |
139,010 |
+336 |
Jan13 |
120619 |
572.2 |
586.5 |
572.2 |
585.0 |
+11.9 |
833 |
23,718 |
-82 |
Mar13 |
120619 |
575.7 |
589.6 |
575.7 |
588.2 |
+11.2 |
858 |
11,055 |
-18 |
May13 |
120619 |
576.9 |
590.3 |
576.9 |
588.4 |
+10.2 |
39 |
8,567 |
+5 |
Total Volume and Open Interest |
17,068 |
218,043 |
-9,095 |
Corn(CBOT) |
Jul12 |
120619 |
602.75 |
617.00 |
600.25 |
612.50 |
+13.00 |
153,416 |
268,618 |
-17,799 |
Sep12 |
120619 |
540.50 |
568.00 |
540.50 |
567.50 |
+30.50 |
72,396 |
293,865 |
+8,961 |
Dec12 |
120619 |
538.00 |
564.00 |
536.25 |
563.50 |
+29.50 |
88,932 |
394,745 |
+4,392 |
Mar13 |
120619 |
549.50 |
575.25 |
549.00 |
575.00 |
+28.75 |
11,646 |
75,612 |
+2,143 |
May13 |
120619 |
556.00 |
581.50 |
556.00 |
581.50 |
+28.25 |
1,847 |
15,289 |
+214 |
Jul13 |
120619 |
563.75 |
586.75 |
562.00 |
586.75 |
+28.00 |
3,156 |
40,556 |
+799 |
Sep13 |
120619 |
548.75 |
575.00 |
548.75 |
575.00 |
+24.75 |
480 |
4,498 |
+193 |
Dec13 |
120619 |
538.00 |
560.00 |
537.00 |
560.00 |
+23.00 |
2,927 |
44,947 |
+391 |
Mar14 |
120619 |
558.00 |
569.50 |
548.00 |
569.50 |
+21.50 |
12 |
799 |
+1 |
May14 |
120619 |
565.00 |
575.00 |
554.50 |
575.00 |
+20.50 |
7 |
254 |
-2 |
Total Volume and Open Interest |
334,905 |
1,143,574 |
-733 |
Wheat(CBOT) |
Jul12 |
120619 |
630.00 |
652.00 |
628.25 |
649.50 |
+19.25 |
65,148 |
94,087 |
-11,763 |
Sep12 |
120619 |
648.00 |
671.00 |
646.50 |
669.00 |
+20.50 |
39,589 |
126,953 |
+5,171 |
Dec12 |
120619 |
672.25 |
695.25 |
671.00 |
693.50 |
+21.00 |
33,497 |
133,416 |
+5,340 |
Mar13 |
120619 |
690.00 |
714.25 |
689.25 |
712.25 |
+21.00 |
4,864 |
29,347 |
+1,042 |
May13 |
120619 |
699.75 |
720.50 |
698.50 |
718.75 |
+20.25 |
1,373 |
13,159 |
+56 |
Jul13 |
120619 |
703.50 |
722.00 |
703.50 |
721.00 |
+17.25 |
1,816 |
29,683 |
+296 |
Total Volume and Open Interest |
146,458 |
436,404 |
+209 |
Wheat(KCBT) |
Jul12 |
120619 |
649.00 |
670.75 |
647.50 |
670.00 |
+19.50 |
14,031 |
44,297 |
-758 |
Sep12 |
120619 |
665.25 |
687.00 |
663.50 |
686.50 |
+19.75 |
7,307 |
51,861 |
+543 |
Dec12 |
120619 |
687.50 |
710.00 |
687.00 |
709.50 |
+19.50 |
2,658 |
33,755 |
+453 |
Mar13 |
120619 |
705.00 |
724.25 |
705.00 |
723.50 |
+19.00 |
521 |
7,958 |
+145 |
May13 |
120619 |
711.50 |
731.75 |
711.50 |
729.75 |
+17.50 |
325 |
4,458 |
+72 |
Jul13 |
120619 |
717.00 |
735.75 |
717.00 |
734.00 |
+15.75 |
635 |
11,638 |
-99 |
Total Volume and Open Interest |
25,484 |
154,413 |
+358 |
Wheat(MGE) |
Jul12 |
120619 |
802.50 |
810.75 |
792.00 |
798.50 |
-4.00 |
1,096 |
4,854 |
-1,578 |
Sep12 |
120619 |
752.00 |
769.50 |
750.00 |
764.50 |
+12.25 |
1,923 |
15,372 |
+179 |
Dec12 |
120619 |
758.50 |
774.50 |
757.00 |
770.00 |
+10.75 |
672 |
10,351 |
-181 |
Mar13 |
120619 |
767.00 |
780.00 |
767.00 |
776.50 |
+10.75 |
77 |
2,473 |
+34 |
May13 |
120619 |
785.50 |
785.50 |
781.00 |
783.75 |
+11.25 |
37 |
435 |
+21 |
Total Volume and Open Interest |
3,816 |
33,719 |
-1,530 |
Oats(CBOT) |
Jul12 |
120619 |
318.00 |
332.00 |
316.00 |
324.50 |
+8.50 |
728 |
2,905 |
-390 |
Sep12 |
120619 |
300.75 |
310.50 |
299.00 |
306.75 |
+7.75 |
282 |
2,349 |
-54 |
Dec12 |
120619 |
289.00 |
298.00 |
287.00 |
294.25 |
+7.25 |
658 |
6,106 |
+384 |
Mar13 |
120619 |
295.00 |
296.50 |
289.25 |
296.50 |
+7.25 |
0 |
52 |
+0 |
Total Volume and Open Interest |
1,668 |
11,412 |
-60 |
Rough Rice(CBOT) |
Jul12 |
120619 |
14.07 |
14.55 |
14.07 |
14.49 |
+0.44 |
531 |
7,051 |
-207 |
Sep12 |
120619 |
14.32 |
14.80 |
14.31 |
14.75 |
+0.45 |
512 |
7,000 |
+298 |
Nov12 |
120619 |
14.65 |
15.05 |
14.65 |
15.01 |
+0.46 |
28 |
1,705 |
+18 |
Jan13 |
120619 |
15.30 |
15.30 |
15.15 |
15.26 |
+0.46 |
0 |
118 |
+0 |
Total Volume and Open Interest |
1,071 |
15,987 |
+109 |
Live Cattle(CME) |
Jun12 |
120619 |
116.800 |
117.300 |
116.500 |
116.700 |
-0.500 |
2,684 |
9,700 |
-1,207 |
Aug12 |
120619 |
117.785 |
118.300 |
117.300 |
117.500 |
-0.480 |
22,766 |
136,351 |
+277 |
Oct12 |
120619 |
121.680 |
122.385 |
121.350 |
121.500 |
-0.450 |
9,936 |
72,597 |
+583 |
Dec12 |
120619 |
124.900 |
125.650 |
124.500 |
125.100 |
+0.020 |
7,422 |
55,481 |
-509 |
Feb13 |
120619 |
126.580 |
127.550 |
126.550 |
127.050 |
unch |
1,678 |
23,531 |
-31 |
Apr13 |
120619 |
128.050 |
129.050 |
128.050 |
128.850 |
+0.400 |
1,815 |
9,764 |
-27 |
Total Volume and Open Interest |
46,509 |
310,795 |
-939 |
Feeder Cattle(CME) |
Aug12 |
120619 |
155.800 |
155.985 |
153.350 |
153.600 |
-2.530 |
4,172 |
21,481 |
-919 |
Sep12 |
120619 |
156.950 |
157.450 |
154.985 |
155.200 |
-2.550 |
1,935 |
6,360 |
+189 |
Oct12 |
120619 |
158.200 |
158.250 |
156.130 |
156.450 |
-2.250 |
794 |
4,595 |
-53 |
Nov12 |
120619 |
159.130 |
159.130 |
157.235 |
157.500 |
-2.100 |
301 |
3,452 |
-70 |
Jan13 |
120619 |
158.485 |
158.850 |
156.935 |
156.950 |
-1.950 |
112 |
2,217 |
+4 |
Mar13 |
120619 |
159.150 |
159.450 |
157.535 |
157.900 |
-1.600 |
25 |
431 |
+6 |
Apr13 |
120619 |
159.500 |
159.500 |
159.500 |
159.500 |
-1.200 |
2 |
64 |
+0 |
Total Volume and Open Interest |
7,344 |
38,620 |
-842 |
Lean Hogs(CME) |
Jul12 |
120619 |
95.430 |
95.850 |
94.900 |
95.100 |
-0.350 |
18,074 |
45,120 |
-3,117 |
Aug12 |
120619 |
93.230 |
93.500 |
92.635 |
92.785 |
-0.445 |
17,017 |
74,211 |
+4,063 |
Oct12 |
120619 |
82.080 |
82.680 |
81.580 |
82.050 |
+0.100 |
8,370 |
48,184 |
+140 |
Dec12 |
120619 |
78.475 |
79.225 |
78.150 |
78.900 |
+0.470 |
5,801 |
49,333 |
+771 |
Feb13 |
120619 |
80.850 |
81.430 |
80.350 |
81.100 |
+0.350 |
1,253 |
18,977 |
+62 |
Apr13 |
120619 |
82.480 |
83.200 |
82.300 |
83.035 |
+0.535 |
1,380 |
11,844 |
+213 |
May13 |
120619 |
87.000 |
87.600 |
87.000 |
87.600 |
-0.200 |
11 |
597 |
+8 |
Jun13 |
120619 |
88.650 |
89.285 |
88.535 |
89.135 |
+0.435 |
319 |
7,375 |
+68 |
Total Volume and Open Interest |
52,356 |
258,045 |
+2,238 |
Class III Milk(CME) |
Jun12 |
120619 |
15.59 |
15.68 |
15.58 |
15.64 |
+0.04 |
72 |
4,499 |
-8 |
Jul12 |
120619 |
16.50 |
16.63 |
16.28 |
16.53 |
+0.11 |
348 |
4,285 |
+5 |
Aug12 |
120619 |
17.05 |
17.25 |
16.93 |
17.08 |
+0.02 |
124 |
3,809 |
+35 |
Sep12 |
120619 |
17.10 |
17.25 |
17.08 |
17.08 |
-0.05 |
25 |
3,127 |
+8 |
Oct12 |
120619 |
16.99 |
17.15 |
16.99 |
17.05 |
+0.02 |
11 |
2,719 |
+1 |
Total Volume and Open Interest |
649 |
24,712 |
+64 |
Cocoa(ICE) |
Jul12 |
120619 |
2180 |
2235 |
2180 |
2230 |
+56 |
2,390 |
683 |
-2,080 |
Sep12 |
120619 |
2190 |
2245 |
2182 |
2235 |
+46 |
10,170 |
73,284 |
+1,252 |
Dec12 |
120619 |
2201 |
2252 |
2200 |
2245 |
+44 |
3,651 |
34,350 |
+185 |
Mar13 |
120619 |
2225 |
2257 |
2218 |
2252 |
+41 |
953 |
31,462 |
-155 |
May13 |
120619 |
2250 |
2263 |
2250 |
2263 |
+41 |
561 |
12,304 |
+216 |
Jul13 |
120619 |
2264 |
2275 |
2264 |
2275 |
+39 |
125 |
5,767 |
+23 |
Sep13 |
120619 |
2277 |
2287 |
2277 |
2287 |
+38 |
53 |
2,180 |
-24 |
Total Volume and Open Interest |
17,938 |
165,247 |
-555 |
Coffee "C"(ICE) |
Jul12 |
120619 |
149.70 |
156.70 |
148.55 |
156.60 |
+7.05 |
7,455 |
13,310 |
-4,244 |
Sep12 |
120619 |
151.50 |
159.00 |
150.50 |
158.80 |
+7.30 |
10,808 |
76,879 |
+3,469 |
Dec12 |
120619 |
155.00 |
162.30 |
154.00 |
162.15 |
+7.40 |
2,184 |
31,160 |
+21 |
Mar13 |
120619 |
158.50 |
165.95 |
157.85 |
165.80 |
+7.25 |
1,273 |
16,049 |
+218 |
May13 |
120619 |
160.90 |
168.20 |
160.55 |
168.20 |
+7.25 |
272 |
4,173 |
+71 |
Jul13 |
120619 |
163.30 |
170.45 |
163.05 |
170.45 |
+6.95 |
59 |
3,364 |
-2 |
Total Volume and Open Interest |
22,077 |
146,255 |
-466 |
Orange Juice(ICE) |
Jul12 |
120619 |
112.80 |
120.50 |
112.45 |
119.75 |
+7.20 |
1,311 |
11,005 |
-959 |
Sep12 |
120619 |
110.90 |
115.30 |
110.00 |
114.75 |
+3.85 |
942 |
8,925 |
+108 |
Nov12 |
120619 |
112.20 |
116.00 |
111.55 |
115.50 |
+3.05 |
85 |
4,389 |
-1 |
Jan13 |
120619 |
115.25 |
116.55 |
113.40 |
116.55 |
+2.40 |
222 |
1,256 |
+186 |
Mar13 |
120619 |
115.50 |
118.10 |
114.55 |
118.10 |
+1.95 |
2 |
1,121 |
+1 |
May13 |
120619 |
119.60 |
119.60 |
119.60 |
119.60 |
+1.65 |
0 |
171 |
+0 |
Total Volume and Open Interest |
2,562 |
26,879 |
-665 |
Sugar #11(ICE) |
Jul12 |
120619 |
20.85 |
21.60 |
20.63 |
21.57 |
+0.71 |
76,113 |
153,758 |
-28,870 |
Oct12 |
120619 |
19.91 |
20.82 |
19.82 |
20.79 |
+0.80 |
65,621 |
299,010 |
+5,301 |
Mar13 |
120619 |
20.48 |
21.36 |
20.46 |
21.33 |
+0.77 |
29,059 |
137,350 |
+5,313 |
May13 |
120619 |
20.48 |
21.26 |
20.45 |
21.24 |
+0.69 |
6,826 |
41,133 |
-609 |
Jul13 |
120619 |
20.47 |
21.14 |
20.45 |
21.12 |
+0.58 |
5,215 |
64,493 |
+309 |
Oct13 |
120619 |
20.54 |
21.17 |
20.54 |
21.15 |
+0.54 |
1,756 |
28,580 |
+49 |
Mar14 |
120619 |
20.83 |
21.33 |
20.79 |
21.32 |
+0.48 |
554 |
24,218 |
+102 |
May14 |
120619 |
20.74 |
21.15 |
20.74 |
21.15 |
+0.41 |
127 |
5,484 |
+40 |
Total Volume and Open Interest |
185,516 |
765,615 |
-18,413 |
London Cocoa(LCE) |
Jul12 |
120619 |
1532 |
1543 |
1521 |
1539 |
+9 |
4,266 |
45,929 |
-788 |
Sep12 |
120619 |
1516 |
1527 |
1505 |
1523 |
+10 |
5,495 |
42,530 |
-365 |
Dec12 |
120619 |
1486 |
1496 |
1475 |
1493 |
+10 |
2,324 |
36,148 |
-902 |
Mar13 |
120619 |
1480 |
1481 |
1462 |
1478 |
+9 |
1,717 |
42,717 |
+377 |
May13 |
120619 |
1481 |
1481 |
1462 |
1478 |
+8 |
622 |
14,332 |
+299 |
Jul13 |
120619 |
1481 |
1487 |
1469 |
1480 |
+5 |
253 |
5,583 |
-5 |
Sep13 |
120619 |
1476 |
1494 |
1476 |
1485 |
+6 |
63 |
3,763 |
+0 |
Total Volume and Open Interest |
14,749 |
196,020 |
-1,384 |
London Sugar(LCE) |
Aug12 |
120619 |
594.80 |
612.80 |
594.40 |
611.20 |
+15.90 |
8,003 |
25,248 |
-655 |
Oct12 |
120619 |
550.20 |
573.20 |
550.20 |
572.30 |
+18.00 |
6,030 |
14,887 |
-280 |
Dec12 |
120619 |
541.20 |
558.90 |
539.80 |
557.50 |
+16.30 |
1,852 |
8,020 |
-91 |
Mar13 |
120619 |
545.50 |
565.40 |
545.50 |
564.40 |
+16.30 |
1,413 |
8,134 |
+31 |
May13 |
120619 |
549.50 |
565.40 |
549.20 |
565.40 |
+14.20 |
351 |
1,857 |
-2 |
Total Volume and Open Interest |
17,824 |
60,838 |
-967 |
Cotton(ICE) |
Jul12 |
120619 |
83.50 |
87.98 |
83.50 |
87.98 |
+5.00 |
23,806 |
31,089 |
-10,697 |
Oct12 |
120619 |
72.89 |
75.00 |
71.87 |
74.05 |
+2.18 |
108 |
325 |
+26 |
Dec12 |
120619 |
72.10 |
74.80 |
72.00 |
74.43 |
+2.57 |
18,495 |
134,820 |
+2,696 |
Mar13 |
120619 |
73.87 |
76.10 |
73.55 |
75.58 |
+2.12 |
2,934 |
15,531 |
+187 |
May13 |
120619 |
74.88 |
76.82 |
74.63 |
76.35 |
+1.78 |
869 |
3,959 |
+185 |
Jul13 |
120619 |
75.52 |
77.60 |
75.03 |
77.00 |
+1.71 |
165 |
4,984 |
+9 |
Total Volume and Open Interest |
46,555 |
191,881 |
-7,542 |
Lumber(CME) |
Jul12 |
120619 |
268.6 |
274.5 |
267.3 |
273.1 |
+6.6 |
1,200 |
2,003 |
-7 |
Sep12 |
120619 |
264.3 |
269.7 |
262.3 |
267.4 |
+5.9 |
998 |
4,181 |
+67 |
Nov12 |
120619 |
259.7 |
264.2 |
258.9 |
263.5 |
+5.0 |
115 |
1,056 |
-7 |
Jan13 |
120619 |
270.1 |
271.0 |
270.1 |
271.0 |
+4.5 |
4 |
234 |
+3 |
Total Volume and Open Interest |
2,319 |
7,580 |
+56 |
Crude Oil(NYM) |
Jul12 |
120619 |
83.06 |
84.41 |
82.28 |
84.03 |
+0.76 |
216,554 |
82,099 |
-34,846 |
Aug12 |
120619 |
83.44 |
84.75 |
82.60 |
84.35 |
+0.75 |
111,159 |
271,480 |
+13,197 |
Sep12 |
120619 |
83.72 |
85.05 |
82.92 |
84.68 |
+0.75 |
35,961 |
133,065 |
+2,940 |
Oct12 |
120619 |
84.00 |
85.36 |
83.24 |
85.00 |
+0.77 |
17,596 |
76,260 |
+5,122 |
Nov12 |
120619 |
84.16 |
85.69 |
83.61 |
85.35 |
+0.79 |
8,006 |
60,958 |
-323 |
Dec12 |
120619 |
84.65 |
86.04 |
83.89 |
85.67 |
+0.79 |
28,192 |
171,160 |
+32 |
Jan13 |
120619 |
84.80 |
86.30 |
84.24 |
85.97 |
+0.79 |
4,617 |
57,211 |
+853 |
Feb13 |
120619 |
84.51 |
86.54 |
84.50 |
86.21 |
+0.79 |
3,258 |
25,961 |
+254 |
Mar13 |
120619 |
86.60 |
86.60 |
86.09 |
86.40 |
+0.77 |
3,437 |
34,271 |
+83 |
Apr13 |
120619 |
86.51 |
86.51 |
86.51 |
86.51 |
+0.75 |
1,297 |
16,607 |
-47 |
May13 |
120619 |
86.78 |
86.78 |
86.60 |
86.60 |
+0.74 |
948 |
17,093 |
-88 |
Jun13 |
120619 |
85.45 |
87.05 |
85.03 |
86.67 |
+0.72 |
7,132 |
74,692 |
-584 |
Jul13 |
120619 |
86.71 |
86.71 |
86.71 |
86.71 |
+0.71 |
664 |
28,170 |
+78 |
Aug13 |
120619 |
86.68 |
86.68 |
86.68 |
86.68 |
+0.72 |
478 |
11,650 |
-115 |
Sep13 |
120619 |
86.64 |
86.64 |
86.64 |
86.64 |
+0.72 |
1,437 |
21,431 |
+155 |
Oct13 |
120619 |
86.61 |
86.61 |
86.61 |
86.61 |
+0.73 |
196 |
12,199 |
+28 |
Total Volume and Open Interest |
460,330 |
1,470,518 |
-12,476 |
e-miNY Crude Oil(NYM) |
Jun12 |
120521 |
91.350 |
92.600 |
90.825 |
92.575 |
+1.100 |
5,137 |
2,030 |
+73 |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,824 |
1,676 |
-354 |
Aug12 |
120619 |
83.425 |
84.750 |
82.600 |
84.350 |
+0.750 |
1,392 |
1,552 |
+217 |
Sep12 |
120619 |
83.850 |
85.000 |
83.500 |
84.675 |
+0.750 |
54 |
191 |
+15 |
Oct12 |
120619 |
85.000 |
85.200 |
84.650 |
85.000 |
+0.775 |
3 |
34 |
+0 |
Nov12 |
120619 |
85.500 |
85.500 |
85.000 |
85.350 |
+0.800 |
0 |
10 |
+0 |
Dec12 |
120619 |
85.675 |
85.675 |
85.650 |
85.675 |
+0.800 |
5 |
282 |
-4 |
Jan13 |
120619 |
86.000 |
86.350 |
85.975 |
85.975 |
+0.800 |
2 |
13 |
+0 |
Feb13 |
120619 |
86.200 |
86.200 |
86.200 |
86.200 |
+0.775 |
0 |
75 |
+0 |
Mar13 |
120619 |
86.400 |
86.400 |
86.400 |
86.400 |
+0.775 |
|
|
|
Total Volume and Open Interest |
6,281 |
4,021 |
-127 |
Heating Oil(NYM) |
Jul12 |
120619 |
261.39 |
265.12 |
258.96 |
263.51 |
+1.74 |
43,514 |
69,618 |
-2,755 |
Aug12 |
120619 |
261.69 |
264.96 |
259.19 |
263.42 |
+1.44 |
25,183 |
62,518 |
+1,405 |
Sep12 |
120619 |
263.02 |
265.50 |
259.91 |
263.97 |
+1.25 |
17,560 |
43,158 |
-35 |
Oct12 |
120619 |
261.86 |
266.20 |
261.79 |
264.72 |
+1.08 |
7,973 |
24,156 |
+937 |
Nov12 |
120619 |
262.50 |
267.04 |
262.25 |
265.57 |
+0.87 |
4,298 |
16,564 |
-71 |
Dec12 |
120619 |
266.04 |
268.08 |
263.22 |
266.39 |
+0.71 |
10,770 |
42,627 |
-473 |
Jan13 |
120619 |
267.15 |
268.71 |
267.00 |
267.24 |
+0.52 |
3,762 |
15,069 |
+171 |
Feb13 |
120619 |
267.03 |
269.11 |
267.03 |
267.17 |
+0.36 |
1,185 |
4,957 |
+235 |
Mar13 |
120619 |
268.08 |
268.11 |
263.92 |
266.54 |
+0.23 |
1,554 |
11,529 |
+227 |
Apr13 |
120619 |
267.00 |
267.00 |
265.41 |
265.41 |
+0.10 |
2,476 |
15,358 |
+250 |
May13 |
120619 |
270.45 |
270.45 |
268.67 |
268.73 |
+0.06 |
420 |
7,875 |
+63 |
Jun13 |
120619 |
267.13 |
270.31 |
266.04 |
268.39 |
+0.04 |
955 |
3,856 |
+12 |
Total Volume and Open Interest |
120,213 |
322,264 |
+11 |
Gasoline(NYMEX) |
Jul12 |
120619 |
265.35 |
266.80 |
262.77 |
264.15 |
-1.94 |
41,860 |
62,292 |
-1,742 |
Aug12 |
120619 |
258.20 |
259.60 |
255.31 |
256.99 |
-1.66 |
35,063 |
82,645 |
+3,323 |
Sep12 |
120619 |
252.42 |
253.98 |
249.55 |
251.28 |
-1.52 |
19,879 |
52,985 |
+2,391 |
Oct12 |
120619 |
235.00 |
237.65 |
233.15 |
234.96 |
-1.19 |
9,831 |
29,879 |
-779 |
Nov12 |
120619 |
232.13 |
234.57 |
232.05 |
232.13 |
-0.94 |
3,449 |
14,691 |
-559 |
Dec12 |
120619 |
231.48 |
233.45 |
228.95 |
231.09 |
-0.72 |
3,396 |
28,828 |
+436 |
Jan13 |
120619 |
233.38 |
233.69 |
231.46 |
231.46 |
-0.58 |
653 |
11,155 |
+87 |
Feb13 |
120619 |
234.54 |
234.59 |
232.78 |
232.85 |
-0.48 |
328 |
4,441 |
+67 |
Mar13 |
120619 |
236.77 |
236.77 |
234.94 |
234.94 |
-0.40 |
650 |
3,578 |
-20 |
Apr13 |
120619 |
251.17 |
251.17 |
249.69 |
249.69 |
-0.29 |
370 |
5,857 |
+1 |
Total Volume and Open Interest |
115,571 |
304,011 |
+3,212 |
e-miNY RBOB Gasoline(NYM) |
Jul12 |
120619 |
264.20 |
264.20 |
264.15 |
264.20 |
-1.90 |
0 |
1 |
+0 |
Aug12 |
120619 |
257.60 |
258.00 |
257.00 |
257.00 |
-1.70 |
|
|
|
Sep12 |
120619 |
251.30 |
251.30 |
251.28 |
251.30 |
-1.50 |
|
|
|
Oct12 |
120619 |
235.00 |
237.10 |
234.96 |
235.00 |
-1.20 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Jul12 |
120619 |
2.654 |
2.671 |
2.506 |
2.545 |
-0.090 |
152,807 |
93,258 |
-17,332 |
Aug12 |
120619 |
2.677 |
2.705 |
2.536 |
2.574 |
-0.094 |
63,774 |
154,629 |
+955 |
Sep12 |
120619 |
2.720 |
2.733 |
2.563 |
2.604 |
-0.095 |
56,184 |
236,158 |
+2,711 |
Oct12 |
120619 |
2.793 |
2.810 |
2.648 |
2.686 |
-0.089 |
43,900 |
151,620 |
+4,422 |
Nov12 |
120619 |
3.006 |
3.021 |
2.886 |
2.921 |
-0.068 |
17,171 |
98,447 |
+1,557 |
Dec12 |
120619 |
3.279 |
3.290 |
3.181 |
3.212 |
-0.047 |
10,435 |
51,269 |
+954 |
Jan13 |
120619 |
3.430 |
3.430 |
3.328 |
3.362 |
-0.042 |
17,679 |
91,612 |
+344 |
Feb13 |
120619 |
3.398 |
3.430 |
3.344 |
3.380 |
-0.034 |
2,516 |
25,046 |
-32 |
Mar13 |
120619 |
3.372 |
3.412 |
3.328 |
3.356 |
-0.030 |
2,988 |
41,804 |
-87 |
Apr13 |
120619 |
3.331 |
3.370 |
3.301 |
3.326 |
-0.024 |
4,267 |
61,043 |
-135 |
May13 |
120619 |
3.378 |
3.391 |
3.339 |
3.359 |
-0.021 |
817 |
15,795 |
+64 |
Jun13 |
120619 |
3.415 |
3.435 |
3.380 |
3.399 |
-0.016 |
715 |
6,671 |
+33 |
Jul13 |
120619 |
3.454 |
3.487 |
3.428 |
3.447 |
-0.013 |
605 |
9,328 |
+22 |
Aug13 |
120619 |
3.462 |
3.503 |
3.450 |
3.465 |
-0.015 |
496 |
8,092 |
-78 |
Sep13 |
120619 |
3.482 |
3.506 |
3.449 |
3.468 |
-0.015 |
539 |
7,158 |
+139 |
Oct13 |
120619 |
3.506 |
3.542 |
3.485 |
3.505 |
-0.018 |
2,078 |
30,110 |
+186 |
Total Volume and Open Interest |
379,259 |
1,188,475 |
-5,571 |
Brent Crude Oil(ICE) |
Aug12 |
120619 |
95.91 |
96.80 |
94.44 |
95.76 |
-0.29 |
148,877 |
253,742 |
-5,192 |
Sep12 |
120619 |
95.95 |
96.87 |
94.54 |
95.89 |
-0.19 |
69,386 |
215,802 |
+3,246 |
Oct12 |
120619 |
96.02 |
96.75 |
94.50 |
95.82 |
-0.13 |
35,722 |
116,673 |
+184 |
Nov12 |
120619 |
96.04 |
96.75 |
94.57 |
95.91 |
-0.05 |
16,539 |
56,173 |
-801 |
Dec12 |
120619 |
96.10 |
96.80 |
94.60 |
95.96 |
+0.02 |
49,594 |
130,386 |
-3,478 |
Jan13 |
120619 |
96.02 |
96.72 |
94.63 |
95.97 |
+0.08 |
7,106 |
29,175 |
+369 |
Feb13 |
120619 |
95.95 |
96.55 |
94.81 |
95.96 |
+0.14 |
4,865 |
19,825 |
+758 |
Mar13 |
120619 |
95.59 |
96.62 |
94.59 |
95.94 |
+0.21 |
5,167 |
28,231 |
+812 |
Apr13 |
120619 |
95.18 |
96.55 |
94.73 |
95.90 |
+0.27 |
3,018 |
11,707 |
-181 |
May13 |
120619 |
95.85 |
95.85 |
95.85 |
95.85 |
+0.32 |
2,566 |
11,699 |
+199 |
Jun13 |
120619 |
95.15 |
96.41 |
94.46 |
95.79 |
+0.37 |
14,492 |
51,764 |
+405 |
Jul13 |
120619 |
96.13 |
96.34 |
95.73 |
95.73 |
+0.43 |
1,565 |
8,897 |
+183 |
Aug13 |
120619 |
95.63 |
95.63 |
95.63 |
95.63 |
+0.49 |
394 |
9,590 |
+97 |
Sep13 |
120619 |
95.49 |
95.49 |
95.49 |
95.49 |
+0.54 |
572 |
10,314 |
+130 |
Total Volume and Open Interest |
390,583 |
1,190,864 |
-1,080 |
Gas Oil(ICE) |
Jul12 |
120619 |
843.50 |
849.75 |
834.00 |
845.00 |
+3.50 |
43,862 |
128,295 |
-984 |
Aug12 |
120619 |
841.00 |
845.50 |
829.50 |
841.00 |
+3.75 |
40,393 |
83,792 |
-39 |
Sep12 |
120619 |
835.50 |
843.25 |
827.50 |
839.00 |
+4.00 |
19,294 |
71,128 |
+718 |
Oct12 |
120619 |
832.50 |
842.00 |
826.75 |
838.25 |
+4.00 |
8,930 |
35,520 |
-246 |
Nov12 |
120619 |
832.25 |
841.50 |
826.75 |
838.00 |
+4.00 |
4,917 |
24,678 |
-190 |
Dec12 |
120619 |
832.75 |
841.50 |
826.25 |
837.50 |
+4.00 |
19,174 |
67,683 |
+244 |
Jan13 |
120619 |
830.75 |
841.75 |
827.00 |
838.25 |
+4.25 |
3,068 |
21,246 |
-181 |
Feb13 |
120619 |
831.25 |
841.00 |
830.75 |
838.50 |
+4.25 |
1,605 |
13,261 |
-19 |
Mar13 |
120619 |
830.25 |
841.00 |
826.75 |
837.75 |
+4.25 |
892 |
14,422 |
+113 |
Apr13 |
120619 |
830.00 |
837.25 |
829.25 |
836.75 |
+4.25 |
756 |
9,991 |
+57 |
Total Volume and Open Interest |
150,674 |
564,629 |
+1,266 |
Ethanol(CBOT) |
Jun12 |
120605 |
2.004 |
2.004 |
2.003 |
2.003 |
-0.007 |
73 |
55 |
-84 |
Jul12 |
120619 |
2.113 |
2.125 |
2.098 |
2.112 |
+0.035 |
287 |
965 |
-104 |
Aug12 |
120619 |
2.118 |
2.130 |
2.103 |
2.115 |
+0.038 |
473 |
1,949 |
-127 |
Sep12 |
120619 |
2.065 |
2.103 |
2.063 |
2.090 |
+0.066 |
124 |
1,532 |
+41 |
Oct12 |
120619 |
2.024 |
2.062 |
2.017 |
2.048 |
+0.069 |
81 |
1,559 |
-13 |
Nov12 |
120619 |
2.000 |
2.040 |
1.995 |
2.032 |
+0.074 |
116 |
1,618 |
+19 |
Dec12 |
120619 |
2.005 |
2.036 |
2.003 |
2.027 |
+0.075 |
78 |
1,506 |
+31 |
Jan13 |
120619 |
2.003 |
2.043 |
2.002 |
2.036 |
+0.078 |
77 |
707 |
+26 |
Total Volume and Open Interest |
1,344 |
11,064 |
-71 |
WTI Crude Oil(ICE) |
Jul12 |
120619 |
83.19 |
84.40 |
81.97 |
84.03 |
+0.76 |
24,051 |
26,806 |
-5,601 |
Aug12 |
120619 |
83.43 |
84.75 |
82.25 |
84.35 |
+0.75 |
36,614 |
68,836 |
-2,183 |
Sep12 |
120619 |
83.75 |
85.03 |
82.60 |
84.68 |
+0.75 |
12,663 |
33,805 |
-1,788 |
Oct12 |
120619 |
83.75 |
85.24 |
82.90 |
85.00 |
+0.77 |
5,040 |
14,836 |
-333 |
Nov12 |
120619 |
84.40 |
85.51 |
84.03 |
85.35 |
+0.79 |
2,879 |
11,763 |
-103 |
Dec12 |
120619 |
84.46 |
85.96 |
83.88 |
85.67 |
+0.79 |
9,659 |
84,418 |
-45 |
Jan13 |
120619 |
85.87 |
86.15 |
85.87 |
85.97 |
+0.79 |
1,939 |
15,417 |
+111 |
Feb13 |
120619 |
86.10 |
86.33 |
86.10 |
86.21 |
+0.79 |
1,667 |
8,140 |
-39 |
Mar13 |
120619 |
86.30 |
86.51 |
86.30 |
86.40 |
+0.77 |
998 |
6,294 |
-326 |
Apr13 |
120619 |
86.51 |
86.51 |
86.51 |
86.51 |
+0.75 |
244 |
2,587 |
-4 |
May13 |
120619 |
86.60 |
86.60 |
86.60 |
86.60 |
+0.74 |
151 |
2,132 |
-17 |
Jun13 |
120619 |
85.16 |
86.76 |
85.16 |
86.67 |
+0.72 |
942 |
23,184 |
+137 |
Jul13 |
120619 |
86.71 |
86.71 |
86.71 |
86.71 |
+0.71 |
9 |
1,725 |
+2 |
Aug13 |
120619 |
86.68 |
86.68 |
86.68 |
86.68 |
+0.72 |
6 |
2,527 |
+3 |
Sep13 |
120619 |
86.64 |
86.64 |
86.64 |
86.64 |
+0.72 |
986 |
5,896 |
-34 |
Oct13 |
120619 |
86.61 |
86.61 |
86.61 |
86.61 |
+0.73 |
1 |
1,119 |
+1 |
Total Volume and Open Interest |
101,361 |
430,747 |
-10,075 |
US Dollar Index(ICE) |
Sep12 |
120619 |
82.110 |
82.280 |
81.390 |
81.585 |
-0.630 |
28,352 |
70,640 |
+3,579 |
Dec12 |
120619 |
82.280 |
82.280 |
81.745 |
81.965 |
-0.580 |
0 |
503 |
+0 |
Mar13 |
120619 |
82.285 |
82.285 |
82.245 |
82.285 |
-0.660 |
|
|
|
Total Volume and Open Interest |
41,335 |
90,341 |
+1,760 |
Australian Dollar(CME) |
Jun12 |
120618 |
101.27 |
101.35 |
100.61 |
100.84 |
-0.01 |
143,048 |
87,753 |
-14,163 |
Sep12 |
120619 |
100.38 |
101.19 |
100.23 |
101.11 |
+0.71 |
113,148 |
137,282 |
+4,355 |
Dec12 |
120619 |
99.66 |
100.54 |
99.66 |
100.39 |
+0.67 |
2 |
109 |
+0 |
Total Volume and Open Interest |
135,892 |
220,015 |
-780 |
British Pound(CME) |
Jun12 |
120618 |
157.34 |
157.34 |
156.39 |
156.67 |
-0.15 |
124,765 |
75,254 |
-26,600 |
Sep12 |
120619 |
156.62 |
157.54 |
156.10 |
157.28 |
+0.65 |
123,288 |
116,048 |
+7,170 |
Dec12 |
120619 |
156.28 |
157.43 |
156.28 |
157.24 |
+0.64 |
4 |
101 |
+1 |
Total Volume and Open Interest |
157,798 |
180,387 |
-3,851 |
Canadian Dollar(CME) |
Jun12 |
120619 |
97.82 |
98.33 |
97.56 |
98.32 |
+0.76 |
22,666 |
36,640 |
-7,875 |
Sep12 |
120619 |
97.50 |
98.18 |
97.41 |
98.05 |
+0.64 |
69,035 |
90,239 |
+257 |
Dec12 |
120619 |
97.50 |
97.98 |
97.27 |
97.88 |
+0.61 |
30 |
6,177 |
+4 |
Mar13 |
120619 |
97.54 |
97.75 |
97.13 |
97.70 |
+0.57 |
37 |
1,393 |
+33 |
Total Volume and Open Interest |
91,836 |
134,790 |
-7,550 |
Japanese Yen(CME) |
Jun12 |
120618 |
126.71 |
127.08 |
126.12 |
126.78 |
-0.30 |
70,696 |
80,258 |
-14,223 |
Sep12 |
120619 |
126.57 |
126.99 |
126.54 |
126.67 |
+0.13 |
89,263 |
125,371 |
+12,195 |
Dec12 |
120619 |
126.97 |
126.98 |
126.72 |
126.85 |
+0.13 |
39 |
354 |
+36 |
Total Volume and Open Interest |
118,320 |
202,950 |
+9,172 |
Swiss Franc(CME) |
Jun12 |
120618 |
106.09 |
106.10 |
104.81 |
104.88 |
-0.36 |
47,720 |
43,534 |
-2,224 |
Sep12 |
120619 |
104.92 |
106.25 |
104.90 |
105.91 |
+0.92 |
48,050 |
59,529 |
+4,803 |
Dec12 |
120619 |
106.17 |
106.21 |
105.27 |
106.21 |
+0.94 |
4 |
7 |
+1 |
Total Volume and Open Interest |
58,525 |
103,498 |
+5,229 |
EuroFX(CME) |
Jun12 |
120618 |
127.40 |
127.48 |
125.81 |
125.97 |
-0.40 |
297,009 |
149,473 |
-61,048 |
Sep12 |
120619 |
125.87 |
127.41 |
125.78 |
126.99 |
+1.08 |
214,311 |
318,769 |
+7,826 |
Dec12 |
120619 |
126.06 |
127.50 |
126.02 |
127.12 |
+1.07 |
71 |
1,065 |
+30 |
Total Volume and Open Interest |
278,191 |
443,097 |
-18,900 |
Mexican Peso(CME) |
Jun12 |
120618 |
723.0 |
723.5 |
716.2 |
718.5 |
-0.2 |
42,758 |
80,495 |
-13,049 |
Jul12 |
120619 |
726.5 |
726.5 |
719.0 |
726.5 |
+7.5 |
|
|
|
Total Volume and Open Interest |
31,074 |
185,309 |
-1,530 |
Brazilian Real(CME) |
Jul12 |
120619 |
486.05 |
492.15 |
486.05 |
490.70 |
+8.10 |
538 |
2,687 |
+301 |
Aug12 |
120619 |
486.35 |
489.60 |
486.35 |
488.40 |
+7.70 |
30 |
508 |
+30 |
Sep12 |
120619 |
481.40 |
486.05 |
481.40 |
486.05 |
+7.30 |
3 |
4,725 |
-1 |
Oct12 |
120619 |
484.10 |
484.10 |
476.80 |
484.10 |
+7.30 |
|
|
|
Total Volume and Open Interest |
571 |
21,483 |
+330 |
30-Year T-Bonds(CBOT) |
Jun12 |
120619 |
150~150 |
150~180 |
149~080 |
149~180 |
-0~210 |
7,481 |
13,786 |
-3,872 |
Sep12 |
120619 |
149~290 |
150~090 |
148~200 |
149~000 |
-0~220 |
298,867 |
646,203 |
+593 |
Dec12 |
120619 |
151~070 |
151~070 |
149~220 |
149~310 |
-0~230 |
33 |
2,449 |
+10 |
Total Volume and Open Interest |
306,381 |
662,438 |
-3,269 |
10-Year T-Notes(CBOT) |
Jun12 |
120619 |
134~195 |
134~210 |
134~060 |
134~110 |
-0~060 |
5,778 |
24,241 |
-1,518 |
Sep12 |
120619 |
133~255 |
133~310 |
133~095 |
133~155 |
-0~080 |
894,215 |
1,801,274 |
+8,280 |
Dec12 |
120619 |
132~155 |
132~205 |
132~045 |
132~125 |
-0~080 |
40 |
24 |
+20 |
Total Volume and Open Interest |
900,033 |
1,825,539 |
+6,782 |
5-Year T-Notes(CBOT) |
Jun12 |
120619 |
124~046 |
124~046 |
124~016 |
124~025 |
-0~012 |
10,829 |
49,081 |
-4,751 |
Sep12 |
120619 |
124~016 |
124~026 |
123~118 |
124~003 |
-0~011 |
394,163 |
1,078,118 |
+13,545 |
Dec12 |
120619 |
123~049 |
123~060 |
123~049 |
123~049 |
-0~011 |
0 |
8 |
+0 |
Total Volume and Open Interest |
404,992 |
1,127,207 |
+8,794 |
2 Year T-Notes(CBOT) |
Jun12 |
120619 |
110~024 |
110~026 |
110~024 |
110~024 |
unch |
3,065 |
84,952 |
-575 |
Sep12 |
120619 |
110~020 |
110~022 |
110~018 |
110~019 |
unch |
102,687 |
855,903 |
-2,557 |
Dec12 |
120619 |
110~013 |
110~013 |
110~013 |
110~013 |
unch |
2 |
2 |
+2 |
Total Volume and Open Interest |
105,754 |
940,857 |
-3,130 |
Eurodollars(CME) |
Sep12 |
120619 |
99.515 |
99.535 |
99.515 |
99.525 |
+0.010 |
314,070 |
930,503 |
+13,587 |
Dec12 |
120619 |
99.485 |
99.510 |
99.480 |
99.500 |
+0.010 |
233,179 |
933,386 |
+463 |
Mar13 |
120619 |
99.465 |
99.490 |
99.460 |
99.480 |
+0.005 |
211,163 |
696,768 |
+6,884 |
Jun13 |
120619 |
99.450 |
99.475 |
99.445 |
99.465 |
+0.005 |
241,531 |
683,408 |
-27,784 |
Sep13 |
120619 |
99.445 |
99.460 |
99.435 |
99.450 |
unch |
236,871 |
645,313 |
+19,155 |
Dec13 |
120619 |
99.415 |
99.430 |
99.410 |
99.420 |
-0.005 |
149,793 |
652,647 |
+9,473 |
Mar14 |
120619 |
99.395 |
99.405 |
99.380 |
99.390 |
-0.010 |
133,995 |
617,598 |
-6,350 |
Jun14 |
120619 |
99.350 |
99.360 |
99.330 |
99.340 |
-0.015 |
117,514 |
519,047 |
+7,104 |
Sep14 |
120619 |
99.295 |
99.300 |
99.265 |
99.280 |
-0.010 |
66,226 |
334,960 |
+672 |
Dec14 |
120619 |
99.210 |
99.210 |
99.170 |
99.185 |
-0.010 |
71,924 |
304,093 |
-5,390 |
Mar15 |
120619 |
99.115 |
99.120 |
99.075 |
99.095 |
-0.010 |
52,166 |
307,225 |
-1,478 |
Jun15 |
120619 |
0.691 |
0.701 |
0.646 |
0.671 |
-0.010 |
82,407 |
259,240 |
+2,175 |
Sep15 |
120619 |
0.561 |
0.566 |
0.511 |
0.536 |
-0.010 |
52,767 |
183,946 |
+3,078 |
Dec15 |
120619 |
0.416 |
0.421 |
0.361 |
0.386 |
-0.015 |
31,805 |
137,524 |
+139 |
Mar16 |
120619 |
0.276 |
0.296 |
0.231 |
0.256 |
-0.015 |
24,368 |
82,760 |
-3,349 |
Jun16 |
120619 |
0.136 |
0.156 |
0.086 |
0.116 |
-0.015 |
17,918 |
96,720 |
-1,040 |
Sep16 |
120619 |
0.006 |
0.011 |
6.500 |
6.530 |
-0.015 |
13,224 |
76,480 |
+395 |
Dec16 |
120619 |
6.410 |
6.420 |
6.345 |
6.380 |
-0.015 |
10,352 |
71,523 |
-399 |
Total Volume and Open Interest |
2,290,173 |
8,595,181 |
+9,689 |
30 Day Federal Funds(CBOT) |
Jun12 |
120619 |
99.835 |
99.838 |
99.835 |
99.835 |
-0.003 |
1,098 |
40,704 |
+7 |
Jul12 |
120619 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
6,149 |
59,382 |
+2,265 |
Aug12 |
120619 |
99.840 |
99.840 |
99.830 |
99.835 |
unch |
10,862 |
52,570 |
+5,024 |
Sep12 |
120619 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
5,630 |
45,323 |
+915 |
Oct12 |
120619 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
1,888 |
50,757 |
+104 |
Nov12 |
120619 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
1,783 |
32,463 |
-222 |
Total Volume and Open Interest |
41,162 |
521,411 |
+9,582 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120619 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
120619 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Mar13 |
120619 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Jun13 |
120619 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep13 |
120619 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec13 |
120619 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Mar14 |
120619 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Jun14 |
120619 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
Sep14 |
120619 |
99.390 |
99.390 |
99.390 |
99.390 |
unch |
|
|
|
Dec14 |
120619 |
99.250 |
99.250 |
99.250 |
99.250 |
unch |
|
|
|
Total Volume and Open Interest |
200 |
568 |
-129 |
3-Mth Euro-Yen(SGX) |
Sep12 |
120619 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
300 |
1,529 |
+300 |
Dec12 |
120619 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120619 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
181 |
+0 |
Jun13 |
120619 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
4 |
202 |
-4 |
Sep13 |
120619 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
305 |
+0 |
Dec13 |
120619 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
384 |
+0 |
Mar14 |
120619 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
344 |
+0 |
Jun14 |
120619 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
Total Volume and Open Interest |
604 |
6,276 |
+428 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120619 |
143.71 |
143.94 |
143.69 |
143.85 |
+0.13 |
2,179 |
17,835 |
+44 |
Dec12 |
120619 |
143.00 |
143.00 |
143.00 |
143.00 |
+0.41 |
0 |
6 |
+0 |
Mar13 |
120619 |
140.91 |
140.91 |
140.91 |
140.91 |
+0.41 |
|
|
|
Total Volume and Open Interest |
2,179 |
17,841 |
+44 |
Euro-Bund(EUREX) |
Sep12 |
120619 |
142.64 |
142.95 |
141.19 |
141.36 |
-1.28 |
721,116 |
866,853 |
-4,775 |
Dec12 |
120619 |
139.76 |
139.76 |
139.56 |
139.56 |
-1.33 |
3 |
50 |
+2 |
Mar13 |
120619 |
139.56 |
139.56 |
139.56 |
139.56 |
-1.33 |
|
|
|
Total Volume and Open Interest |
721,119 |
866,903 |
-4,773 |
Euro-Bobl(EUREX) |
Sep12 |
120619 |
126.67 |
126.76 |
125.94 |
126.01 |
-0.66 |
410,948 |
573,676 |
-8,960 |
Dec12 |
120619 |
124.53 |
124.53 |
124.41 |
124.41 |
-0.65 |
129 |
6 |
+0 |
Mar13 |
120619 |
124.41 |
124.41 |
124.41 |
124.41 |
-0.65 |
|
|
|
Total Volume and Open Interest |
411,077 |
573,682 |
-8,960 |
3-Mth Euribor(EUREX) |
Jun12 |
120618 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
1 |
1,525 |
+0 |
Sep12 |
120619 |
99.495 |
99.495 |
99.475 |
99.475 |
-0.015 |
301 |
2,200 |
-100 |
Dec12 |
120619 |
99.480 |
99.480 |
99.465 |
99.465 |
-0.030 |
739 |
1,314 |
+309 |
Total Volume and Open Interest |
1,793 |
7,773 |
+477 |
Long Gilt(LIFFE) |
Jun12 |
120619 |
120~21 |
121~06 |
120~04 |
120~04 |
-0~18 |
504 |
11,196 |
+191 |
Sep12 |
120619 |
119~18 |
120~05 |
119~02 |
119~02 |
-0~17 |
128,475 |
325,282 |
+2,725 |
Total Volume and Open Interest |
128,979 |
336,478 |
+2,916 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120619 |
99.11 |
99.12 |
99.08 |
99.09 |
-0.02 |
58,396 |
241,885 |
+5,859 |
Sep12 |
120619 |
99.30 |
99.34 |
99.26 |
99.27 |
-0.04 |
109,690 |
349,871 |
+34,173 |
Dec12 |
120619 |
99.34 |
99.38 |
99.29 |
99.30 |
-0.04 |
74,525 |
315,078 |
+2,302 |
Mar13 |
120619 |
99.36 |
99.41 |
99.32 |
99.33 |
-0.04 |
88,658 |
279,534 |
-4,770 |
Jun13 |
120619 |
99.38 |
99.42 |
99.33 |
99.34 |
-0.04 |
79,619 |
315,517 |
+2,627 |
Sep13 |
120619 |
99.37 |
99.42 |
99.32 |
99.34 |
-0.04 |
55,117 |
308,408 |
-18,453 |
Total Volume and Open Interest |
602,827 |
2,674,870 |
+27,218 |
3-Mth Euribor(LIFFE) |
Sep12 |
120619 |
99.485 |
99.505 |
99.465 |
99.475 |
-0.015 |
187,468 |
522,410 |
+21,199 |
Dec12 |
120619 |
99.490 |
99.500 |
99.455 |
99.465 |
-0.030 |
124,359 |
497,064 |
+11,677 |
Mar13 |
120619 |
99.495 |
99.505 |
99.440 |
99.450 |
-0.045 |
104,079 |
412,135 |
+10,848 |
Total Volume and Open Interest |
945,249 |
3,546,947 |
+63,855 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120619 |
96.88 |
96.94 |
96.87 |
96.91 |
+0.04 |
27,269 |
189,180 |
+387 |
Dec12 |
120619 |
97.09 |
97.16 |
97.09 |
97.15 |
+0.06 |
15,017 |
172,714 |
-4,366 |
Mar13 |
120619 |
97.10 |
97.18 |
97.09 |
97.15 |
+0.06 |
9,597 |
109,770 |
+283 |
Jun13 |
120619 |
97.04 |
97.08 |
97.02 |
97.07 |
+0.08 |
4,126 |
79,584 |
+1,383 |
Sep13 |
120619 |
96.92 |
96.97 |
96.91 |
96.97 |
+0.10 |
2,213 |
55,389 |
-774 |
Dec13 |
120619 |
96.79 |
96.86 |
96.79 |
96.86 |
+0.10 |
1,015 |
37,764 |
-202 |
Mar14 |
120619 |
96.71 |
96.78 |
96.71 |
96.78 |
+0.11 |
910 |
28,143 |
-407 |
Jun14 |
120619 |
96.63 |
96.69 |
96.63 |
96.69 |
+0.11 |
963 |
9,388 |
+182 |
Sep14 |
120619 |
96.61 |
96.62 |
96.59 |
96.62 |
+0.13 |
179 |
1,196 |
-122 |
Dec14 |
120619 |
96.50 |
96.52 |
96.50 |
96.52 |
+0.11 |
10 |
415 |
+0 |
Total Volume and Open Interest |
61,299 |
683,582 |
-3,636 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120619 |
96.94 |
97.06 |
96.94 |
97.03 |
+0.10 |
45,877 |
363,541 |
-3,891 |
Dec12 |
120619 |
97.03 |
97.03 |
97.03 |
97.03 |
+0.10 |
|
|
|
Total Volume and Open Interest |
45,877 |
363,541 |
|
3-Year Aus T-Bonds(SFE) |
Sep12 |
120619 |
97.61 |
97.72 |
97.60 |
97.71 |
+0.10 |
107,736 |
371,465 |
-2,351 |
Dec12 |
120619 |
97.71 |
97.71 |
97.71 |
97.71 |
+0.10 |
|
|
|
Total Volume and Open Interest |
107,736 |
371,465 |
|
Gold(CMX) |
Jun12 |
120619 |
1629.8 |
1630.7 |
1622.0 |
1622.2 |
-3.5 |
1,015 |
1,370 |
+491 |
Aug12 |
120619 |
1627.3 |
1634.3 |
1618.1 |
1623.2 |
-3.8 |
130,137 |
228,371 |
+2,065 |
Oct12 |
120619 |
1629.8 |
1636.3 |
1620.9 |
1625.4 |
-3.8 |
2,113 |
18,305 |
-29 |
Dec12 |
120619 |
1633.5 |
1637.6 |
1623.0 |
1627.5 |
-3.9 |
1,946 |
73,229 |
+131 |
Feb13 |
120619 |
1639.0 |
1639.0 |
1627.5 |
1629.6 |
-3.9 |
319 |
20,757 |
+93 |
Apr13 |
120619 |
1635.0 |
1635.1 |
1631.6 |
1631.6 |
-3.9 |
43 |
13,361 |
+19 |
Jun13 |
120619 |
1633.6 |
1633.6 |
1633.6 |
1633.6 |
-4.0 |
311 |
16,200 |
+84 |
Aug13 |
120619 |
1635.8 |
1635.8 |
1635.8 |
1635.8 |
-4.1 |
1 |
1,411 |
+0 |
Oct13 |
120619 |
1638.2 |
1638.2 |
1638.2 |
1638.2 |
-4.2 |
1 |
449 |
+1 |
Dec13 |
120619 |
1640.6 |
1640.6 |
1640.6 |
1640.6 |
-4.3 |
64 |
9,043 |
+9 |
Feb14 |
120619 |
1643.2 |
1643.2 |
1643.2 |
1643.2 |
-4.3 |
0 |
6 |
+0 |
Apr14 |
120619 |
1645.9 |
1645.9 |
1645.9 |
1645.9 |
-4.3 |
0 |
1 |
+0 |
Total Volume and Open Interest |
137,775 |
420,808 |
+1,534 |
Silver(CMX) |
Jul12 |
120619 |
2867.5 |
2890.0 |
2827.0 |
2836.8 |
-30.3 |
30,645 |
40,123 |
-441 |
Sep12 |
120619 |
2873.5 |
2894.0 |
2835.0 |
2843.3 |
-30.4 |
5,732 |
29,105 |
+749 |
Dec12 |
120619 |
2884.5 |
2902.5 |
2850.0 |
2850.8 |
-30.4 |
2,685 |
21,873 |
+72 |
Mar13 |
120619 |
2854.5 |
2856.5 |
2853.5 |
2854.6 |
-30.3 |
164 |
4,086 |
+37 |
May13 |
120619 |
2856.2 |
2856.2 |
2856.2 |
2856.2 |
-30.2 |
58 |
2,466 |
+19 |
Jul13 |
120619 |
2857.1 |
2857.1 |
2857.1 |
2857.1 |
-30.2 |
59 |
3,460 |
-1 |
Sep13 |
120619 |
2857.3 |
2857.3 |
2857.3 |
2857.3 |
-30.2 |
10 |
1,836 |
+0 |
Total Volume and Open Interest |
39,729 |
121,667 |
+505 |
Platinum(NYMEX) |
Jul12 |
120619 |
1482.6 |
1492.6 |
1478.0 |
1480.5 |
-3.6 |
7,420 |
31,945 |
-1,455 |
Oct12 |
120619 |
1487.0 |
1496.0 |
1482.6 |
1485.2 |
-3.5 |
1,975 |
19,052 |
+959 |
Jan13 |
120619 |
1494.0 |
1498.8 |
1488.5 |
1488.5 |
-3.4 |
155 |
893 |
+117 |
Apr13 |
120619 |
1492.0 |
1492.0 |
1491.9 |
1492.0 |
-3.4 |
1 |
23 |
+0 |
Total Volume and Open Interest |
9,553 |
51,914 |
-379 |
Palladium(NYMEX) |
Jun12 |
120619 |
628.25 |
628.25 |
628.25 |
628.25 |
-3.60 |
7 |
41 |
-14 |
Sep12 |
120619 |
633.00 |
635.90 |
625.40 |
629.40 |
-3.75 |
2,169 |
20,620 |
-258 |
Dec12 |
120619 |
627.90 |
632.25 |
627.90 |
630.50 |
-3.70 |
40 |
427 |
+37 |
Total Volume and Open Interest |
2,216 |
21,097 |
-235 |
Copper(CMX) |
Jul12 |
120619 |
339.20 |
343.95 |
337.30 |
343.35 |
+3.80 |
52,795 |
50,684 |
-2,695 |
Sep12 |
120619 |
339.95 |
344.70 |
338.05 |
344.10 |
+3.85 |
13,521 |
56,385 |
+1,180 |
Dec12 |
120619 |
341.45 |
345.75 |
339.45 |
345.20 |
+3.80 |
1,952 |
26,091 |
+215 |
Mar13 |
120619 |
345.85 |
346.55 |
345.65 |
346.00 |
+3.80 |
464 |
6,374 |
-203 |
May13 |
120619 |
346.55 |
346.55 |
346.55 |
346.55 |
+3.80 |
18 |
1,231 |
+2 |
Total Volume and Open Interest |
69,317 |
150,222 |
-1,669 |
DJIA Index(CBOT) |
Sep12 |
120619 |
12698 |
12830 |
12677 |
12762 |
+76 |
508 |
9,143 |
+218 |
Dec12 |
120619 |
12693 |
12693 |
12616 |
12693 |
+77 |
0 |
1 |
+0 |
Mar13 |
120619 |
12626 |
12626 |
12549 |
12626 |
+77 |
|
|
|
Jun13 |
120619 |
12551 |
12551 |
12474 |
12551 |
+77 |
|
|
|
Total Volume and Open Interest |
508 |
9,144 |
-16,850 |
E-mini DJIA Index(CBOT) |
Jun12 |
120615 |
12674 |
12733 |
12661 |
12729 |
+53 |
26,919 |
56,527 |
-6,750 |
Sep12 |
120619 |
12685 |
12829 |
12657 |
12762 |
+76 |
102,545 |
75,119 |
-427 |
Dec12 |
120619 |
12661 |
12725 |
12660 |
12693 |
+77 |
5 |
23 |
+1 |
Mar13 |
120619 |
12626 |
12626 |
12626 |
12626 |
+77 |
|
|
|
Total Volume and Open Interest |
102,550 |
75,142 |
-51,186 |
S & P 500(CME) |
Sep12 |
120619 |
1340.40 |
1356.80 |
1336.70 |
1350.60 |
+9.70 |
8,299 |
209,882 |
-1,082 |
Dec12 |
120619 |
1345.30 |
1349.30 |
1344.00 |
1344.00 |
+9.70 |
55 |
11,318 |
+30 |
Mar13 |
120619 |
1337.40 |
1342.70 |
1337.40 |
1337.40 |
+9.70 |
0 |
150 |
+0 |
Jun13 |
120619 |
1331.00 |
1336.30 |
1331.00 |
1331.00 |
+9.70 |
0 |
14 |
+0 |
Total Volume and Open Interest |
8,354 |
221,364 |
-107,480 |
S & P 500 E-Mini(Globex) |
Sep12 |
120619 |
1340.75 |
1357.00 |
1336.50 |
1350.50 |
+9.50 |
1,817,397 |
2,557,420 |
+2,340 |
Dec12 |
120619 |
1335.00 |
1350.25 |
1330.75 |
1344.00 |
+9.75 |
1,909 |
11,992 |
+1,733 |
Total Volume and Open Interest |
1,819,363 |
2,569,510 |
-860,958 |
NASDAQ 100(CME) |
Sep12 |
120619 |
2590.80 |
2626.00 |
2586.30 |
2612.50 |
+25.00 |
430 |
3,663 |
-137 |
Dec12 |
120619 |
2606.30 |
2610.00 |
2581.50 |
2606.30 |
+24.80 |
0 |
3 |
+0 |
Mar13 |
120619 |
2600.80 |
2600.80 |
2576.00 |
2600.80 |
+24.80 |
|
|
|
Total Volume and Open Interest |
430 |
3,666 |
-23,083 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120619 |
2589.30 |
2626.00 |
2585.00 |
2612.50 |
+25.00 |
223,665 |
325,992 |
+8,208 |
Dec12 |
120619 |
2583.00 |
2606.30 |
2582.30 |
2606.30 |
+24.80 |
3 |
37 |
+2 |
Total Volume and Open Interest |
223,668 |
326,030 |
-160,180 |
S & P Midcap 400(CME) |
Sep12 |
120619 |
930.00 |
937.00 |
928.00 |
933.20 |
+7.50 |
3 |
330 |
+1 |
Dec12 |
120619 |
931.20 |
931.20 |
923.70 |
931.20 |
+7.50 |
|
|
|
Mar13 |
120619 |
929.20 |
929.20 |
921.70 |
929.20 |
+7.50 |
|
|
|
Total Volume and Open Interest |
3 |
330 |
-3,107 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120619 |
8720 |
8745 |
8640 |
8710 |
+20 |
4,726 |
28,641 |
-314 |
Dec12 |
120619 |
8670 |
8670 |
8670 |
8670 |
+20 |
4 |
3 |
+1 |
Total Volume and Open Interest |
4,730 |
28,644 |
-313 |
Nikkei 225(SGX) |
Sep12 |
120619 |
8705 |
8715 |
8620 |
8645 |
-85 |
90,044 |
163,020 |
-4,466 |
Dec12 |
120619 |
8600 |
8600 |
8585 |
8585 |
-85 |
30 |
6,454 |
+30 |
Mar13 |
120619 |
8570 |
8570 |
8570 |
8570 |
-85 |
0 |
48 |
+0 |
Total Volume and Open Interest |
90,468 |
182,647 |
-4,417 |
CAC 40(EURONEXT) |
Jul12 |
120619 |
3070.5 |
3125.0 |
3048.5 |
3113.0 |
+48.0 |
156,732 |
310,632 |
+8,777 |
Aug12 |
120619 |
3079.5 |
3114.5 |
3051.5 |
3113.0 |
+48.0 |
78 |
63 |
+39 |
Sep12 |
120619 |
3061.5 |
3117.0 |
3048.5 |
3109.0 |
+48.0 |
3,267 |
18,441 |
+107 |
Total Volume and Open Interest |
160,077 |
329,255 |
-134,186 |
Hang Seng Index(HKFE) |
Jun12 |
120619 |
19489 |
19494 |
19335 |
19364 |
-95 |
80,889 |
106,092 |
-2,539 |
Jul12 |
120619 |
19434 |
19501 |
19345 |
19372 |
-92 |
1,679 |
6,142 |
+260 |
Total Volume and Open Interest |
82,950 |
116,150 |
-2,176 |
DAX(EUREX) |
Jun12 |
120615 |
6162.0 |
6243.5 |
6152.0 |
6243.5 |
+106.5 |
243,056 |
106,658 |
-29,082 |
Sep12 |
120619 |
6247.0 |
6384.5 |
6236.0 |
6364.5 |
+116.5 |
188,910 |
149,733 |
+3,484 |
Dec12 |
120619 |
6250.0 |
6388.0 |
6242.5 |
6368.5 |
+117.0 |
4,668 |
5,307 |
+47 |
Total Volume and Open Interest |
224,172 |
155,040 |
-47,958 |
FT-SE 100(EURONEXT) |
Sep12 |
120619 |
5454.50 |
5559.00 |
5448.00 |
5547.00 |
+99.00 |
124,819 |
591,554 |
+8,803 |
Dec12 |
120619 |
5519.00 |
5519.00 |
5519.00 |
5519.00 |
+98.00 |
0 |
446 |
+25 |
Mar13 |
120619 |
5481.50 |
5481.50 |
5481.50 |
5481.50 |
+99.00 |
0 |
31 |
+0 |
Total Volume and Open Interest |
124,819 |
592,031 |
-66,136 |
SPI 200(SFE) |
Jun12 |
120619 |
4135.0 |
4138.0 |
4091.0 |
4128.0 |
-7.0 |
74,016 |
215,049 |
-2,241 |
Sep12 |
120619 |
4096.0 |
4100.0 |
4053.0 |
4091.0 |
-5.0 |
46,563 |
55,881 |
+28,018 |
Dec12 |
120619 |
4084.0 |
4084.0 |
4084.0 |
4084.0 |
-9.0 |
72 |
3,788 |
+40 |
Total Volume and Open Interest |
120,943 |
277,806 |
+25,970 |
GSCI(CME) |
Jul12 |
120619 |
586.00 |
587.00 |
580.95 |
586.00 |
+5.00 |
78 |
8,120 |
+19 |
Aug12 |
120619 |
586.00 |
587.00 |
580.95 |
586.00 |
+5.00 |
|
|
|
Sep12 |
120619 |
586.00 |
587.00 |
580.95 |
586.00 |
+5.00 |
|
|
|
Total Volume and Open Interest |
78 |
8,120 |
-1,298 |
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. |
|
|