|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu June 21, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120621 |
1443.00 |
1456.50 |
1431.00 |
1438.50 |
-8.00 |
118,151 |
119,728 |
-17,417 |
Aug12 |
120621 |
1433.00 |
1443.25 |
1421.50 |
1423.00 |
-14.00 |
41,954 |
69,777 |
+3,697 |
Sep12 |
120621 |
1408.00 |
1411.00 |
1391.25 |
1391.50 |
-18.75 |
9,461 |
26,378 |
+1,047 |
Nov12 |
120621 |
1393.00 |
1394.25 |
1371.00 |
1371.25 |
-24.25 |
154,690 |
330,258 |
+17,340 |
Jan13 |
120621 |
1390.25 |
1391.50 |
1370.00 |
1370.00 |
-23.25 |
13,062 |
62,029 |
+1,101 |
Mar13 |
120621 |
1345.50 |
1354.00 |
1331.25 |
1331.25 |
-22.75 |
16,535 |
73,850 |
+3,445 |
May13 |
120621 |
1326.00 |
1333.50 |
1312.00 |
1313.25 |
-20.25 |
11,745 |
46,850 |
+1,491 |
Jul13 |
120621 |
1323.25 |
1332.50 |
1310.50 |
1312.00 |
-20.50 |
8,715 |
34,274 |
+632 |
Aug13 |
120621 |
1299.50 |
1321.75 |
1299.50 |
1299.50 |
-22.25 |
1 |
188 |
+0 |
Sep13 |
120621 |
1262.75 |
1282.50 |
1259.50 |
1259.50 |
-23.00 |
2 |
328 |
+0 |
Nov13 |
120621 |
1240.25 |
1246.00 |
1224.00 |
1224.00 |
-22.00 |
2,525 |
18,833 |
+447 |
Jan14 |
120621 |
1231.25 |
1253.00 |
1231.25 |
1231.25 |
-21.75 |
12 |
185 |
+10 |
Mar14 |
120621 |
1227.25 |
1249.25 |
1227.25 |
1227.25 |
-22.00 |
0 |
3 |
+0 |
May14 |
120621 |
1227.25 |
1249.25 |
1227.25 |
1227.25 |
-22.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
376,932 |
783,333 |
+11,857 |
Soybean Meal(CBOT) |
Jul12 |
120621 |
427.70 |
434.90 |
424.00 |
429.00 |
+1.60 |
47,114 |
55,484 |
-5,246 |
Aug12 |
120621 |
424.00 |
431.20 |
420.70 |
424.70 |
+0.60 |
24,989 |
34,753 |
+3,008 |
Sep12 |
120621 |
417.00 |
422.30 |
415.30 |
418.30 |
-0.30 |
9,510 |
22,889 |
+2,905 |
Oct12 |
120621 |
411.40 |
416.00 |
409.00 |
410.80 |
-3.30 |
3,566 |
16,841 |
+931 |
Dec12 |
120621 |
411.70 |
413.20 |
406.00 |
407.80 |
-3.90 |
38,715 |
89,738 |
+6,034 |
Jan13 |
120621 |
403.50 |
405.00 |
400.00 |
400.70 |
-3.00 |
1,503 |
7,458 |
+201 |
Mar13 |
120621 |
382.50 |
385.00 |
379.30 |
380.90 |
-3.40 |
3,902 |
10,739 |
+1,010 |
May13 |
120621 |
373.90 |
374.80 |
368.60 |
370.90 |
-3.40 |
655 |
7,333 |
+106 |
Jul13 |
120621 |
371.90 |
372.90 |
367.20 |
369.20 |
-3.30 |
793 |
7,652 |
+256 |
Aug13 |
120621 |
366.00 |
369.30 |
366.00 |
366.00 |
-3.30 |
6 |
365 |
+0 |
Total Volume and Open Interest |
131,286 |
259,367 |
+9,242 |
Soybean Oil(CBOT) |
Jul12 |
120621 |
50.84 |
50.84 |
49.75 |
49.81 |
-1.00 |
79,805 |
86,848 |
-10,855 |
Aug12 |
120621 |
50.92 |
50.92 |
49.93 |
49.99 |
-1.01 |
26,906 |
59,618 |
+3,911 |
Sep12 |
120621 |
51.20 |
51.20 |
50.13 |
50.19 |
-1.00 |
11,897 |
29,888 |
+447 |
Oct12 |
120621 |
51.25 |
51.25 |
50.31 |
50.34 |
-0.99 |
2,363 |
15,161 |
+421 |
Dec12 |
120621 |
51.64 |
51.66 |
50.64 |
50.71 |
-0.96 |
43,835 |
133,035 |
+4,837 |
Jan13 |
120621 |
51.40 |
51.73 |
50.97 |
51.00 |
-0.95 |
2,399 |
10,930 |
+408 |
Mar13 |
120621 |
51.99 |
52.00 |
51.25 |
51.30 |
-0.93 |
3,477 |
17,880 |
-345 |
May13 |
120621 |
52.02 |
52.24 |
51.50 |
51.54 |
-0.91 |
870 |
11,468 |
-106 |
Jul13 |
120621 |
52.27 |
52.43 |
51.68 |
51.74 |
-0.90 |
1,120 |
6,020 |
+103 |
Aug13 |
120621 |
52.23 |
52.67 |
51.79 |
51.79 |
-0.88 |
34 |
987 |
-2 |
Total Volume and Open Interest |
173,337 |
377,621 |
-1,240 |
Canola(WCE) |
Jul12 |
120621 |
622.5 |
625.5 |
619.5 |
620.7 |
-4.2 |
6,807 |
23,782 |
-4,036 |
Nov12 |
120621 |
582.3 |
584.0 |
575.7 |
576.7 |
-7.0 |
16,426 |
148,437 |
+5,610 |
Jan13 |
120621 |
586.4 |
587.4 |
578.8 |
579.5 |
-7.5 |
1,416 |
23,833 |
+9 |
Mar13 |
120621 |
588.7 |
589.6 |
581.2 |
581.7 |
-8.1 |
1,984 |
11,157 |
-143 |
May13 |
120621 |
588.7 |
589.7 |
581.0 |
582.4 |
-7.6 |
2,983 |
10,513 |
+1,831 |
Total Volume and Open Interest |
30,681 |
221,241 |
+3,357 |
Corn(CBOT) |
Jul12 |
120621 |
610.00 |
611.50 |
586.50 |
586.50 |
-25.25 |
140,797 |
215,046 |
-31,714 |
Sep12 |
120621 |
565.25 |
570.75 |
549.50 |
550.25 |
-18.50 |
95,148 |
305,937 |
+9,008 |
Dec12 |
120621 |
563.75 |
568.00 |
548.25 |
550.00 |
-16.50 |
186,646 |
403,888 |
+7,356 |
Mar13 |
120621 |
575.00 |
578.75 |
559.75 |
561.00 |
-16.75 |
19,875 |
78,311 |
+1,222 |
May13 |
120621 |
581.75 |
585.00 |
566.75 |
567.50 |
-16.25 |
3,592 |
15,480 |
+264 |
Jul13 |
120621 |
587.00 |
590.50 |
572.00 |
573.25 |
-16.25 |
5,915 |
42,373 |
+1,120 |
Sep13 |
120621 |
561.25 |
575.75 |
558.00 |
561.00 |
-14.75 |
991 |
4,815 |
+179 |
Dec13 |
120621 |
555.00 |
557.75 |
544.50 |
545.50 |
-11.00 |
8,648 |
46,031 |
+693 |
Mar14 |
120621 |
561.75 |
566.00 |
556.00 |
556.00 |
-10.00 |
34 |
804 |
+5 |
May14 |
120621 |
571.75 |
571.75 |
561.50 |
561.50 |
-10.00 |
12 |
270 |
+3 |
Total Volume and Open Interest |
462,305 |
1,117,515 |
-11,725 |
Wheat(CBOT) |
Jul12 |
120621 |
659.75 |
682.00 |
655.00 |
661.75 |
-2.25 |
79,394 |
78,135 |
-9,113 |
Sep12 |
120621 |
678.00 |
700.00 |
674.25 |
678.50 |
-4.50 |
58,457 |
139,212 |
+8,378 |
Dec12 |
120621 |
701.50 |
721.00 |
697.25 |
700.25 |
-5.75 |
35,619 |
132,711 |
+122 |
Mar13 |
120621 |
718.50 |
737.25 |
715.25 |
718.25 |
-6.00 |
5,554 |
31,967 |
+1,531 |
May13 |
120621 |
724.50 |
737.75 |
723.75 |
724.00 |
-6.50 |
1,727 |
12,468 |
-344 |
Jul13 |
120621 |
727.75 |
740.00 |
722.50 |
726.75 |
-6.00 |
3,881 |
27,864 |
-1,160 |
Total Volume and Open Interest |
184,950 |
432,390 |
-456 |
Wheat(KCBT) |
Jul12 |
120621 |
681.75 |
702.50 |
676.50 |
683.00 |
-3.50 |
13,173 |
39,675 |
-1,222 |
Sep12 |
120621 |
698.00 |
718.00 |
693.00 |
698.50 |
-3.50 |
9,052 |
57,644 |
+2,313 |
Dec12 |
120621 |
718.00 |
739.00 |
714.75 |
719.25 |
-4.50 |
4,840 |
35,826 |
+561 |
Mar13 |
120621 |
730.00 |
751.75 |
727.75 |
732.75 |
-5.00 |
1,110 |
8,448 |
+313 |
May13 |
120621 |
739.50 |
753.50 |
739.50 |
739.75 |
-5.00 |
516 |
4,603 |
+106 |
Jul13 |
120621 |
748.50 |
760.75 |
741.25 |
744.00 |
-5.00 |
706 |
11,402 |
+28 |
Total Volume and Open Interest |
29,404 |
158,040 |
+2,101 |
Wheat(MGE) |
Jul12 |
120621 |
842.50 |
876.00 |
840.00 |
843.75 |
-0.50 |
1,414 |
3,825 |
-586 |
Sep12 |
120621 |
780.00 |
797.00 |
766.50 |
769.75 |
-14.00 |
2,644 |
16,022 |
+2 |
Dec12 |
120621 |
782.25 |
802.25 |
773.00 |
775.50 |
-12.75 |
1,136 |
10,544 |
+190 |
Mar13 |
120621 |
788.25 |
807.50 |
779.25 |
782.75 |
-10.75 |
119 |
2,479 |
+2 |
May13 |
120621 |
795.25 |
804.00 |
788.75 |
788.75 |
-12.75 |
41 |
460 |
+25 |
Total Volume and Open Interest |
5,370 |
33,565 |
-368 |
Oats(CBOT) |
Jul12 |
120621 |
321.75 |
325.00 |
313.25 |
314.25 |
-10.75 |
681 |
2,246 |
-352 |
Sep12 |
120621 |
303.25 |
305.00 |
297.50 |
300.00 |
-2.75 |
114 |
2,452 |
+28 |
Dec12 |
120621 |
295.50 |
297.75 |
291.75 |
295.50 |
unch |
586 |
6,779 |
+336 |
Mar13 |
120621 |
300.25 |
300.25 |
300.25 |
300.25 |
unch |
18 |
52 |
+0 |
Total Volume and Open Interest |
1,399 |
11,529 |
+12 |
Rough Rice(CBOT) |
Jul12 |
120621 |
14.40 |
14.62 |
14.30 |
14.34 |
-0.16 |
1,932 |
6,261 |
-624 |
Sep12 |
120621 |
14.68 |
14.90 |
14.55 |
14.59 |
-0.16 |
1,204 |
7,720 |
+471 |
Nov12 |
120621 |
15.00 |
15.13 |
14.85 |
14.85 |
-0.16 |
159 |
1,835 |
+71 |
Jan13 |
120621 |
15.28 |
15.28 |
15.11 |
15.11 |
-0.16 |
12 |
112 |
-6 |
Total Volume and Open Interest |
3,317 |
16,051 |
-78 |
Live Cattle(CME) |
Jun12 |
120621 |
116.550 |
116.800 |
115.730 |
116.000 |
-0.600 |
2,628 |
7,906 |
-1,156 |
Aug12 |
120621 |
117.000 |
117.300 |
116.350 |
116.550 |
-0.550 |
21,098 |
137,136 |
-2,520 |
Oct12 |
120621 |
121.250 |
121.650 |
120.600 |
120.885 |
-0.445 |
7,591 |
73,433 |
+654 |
Dec12 |
120621 |
124.750 |
125.035 |
124.100 |
124.350 |
-0.650 |
8,308 |
56,278 |
+1,516 |
Feb13 |
120621 |
126.750 |
127.000 |
126.150 |
126.400 |
-0.550 |
2,110 |
23,973 |
+348 |
Apr13 |
120621 |
128.325 |
128.750 |
127.850 |
128.400 |
-0.400 |
934 |
9,664 |
-253 |
Total Volume and Open Interest |
42,816 |
311,786 |
-1,400 |
Feeder Cattle(CME) |
Aug12 |
120621 |
153.075 |
153.735 |
152.200 |
152.650 |
-0.100 |
6,158 |
19,777 |
-1,307 |
Sep12 |
120621 |
154.880 |
155.630 |
154.235 |
154.785 |
unch |
1,306 |
6,299 |
-50 |
Oct12 |
120621 |
156.130 |
156.800 |
155.600 |
156.075 |
-0.075 |
966 |
4,515 |
-131 |
Nov12 |
120621 |
156.825 |
157.700 |
156.575 |
157.185 |
+0.035 |
628 |
3,527 |
+67 |
Jan13 |
120621 |
156.600 |
157.700 |
156.500 |
156.900 |
+0.100 |
215 |
2,256 |
+30 |
Mar13 |
120621 |
157.535 |
158.300 |
157.075 |
158.000 |
+0.100 |
41 |
453 |
+8 |
Apr13 |
120621 |
158.250 |
159.250 |
158.150 |
159.250 |
unch |
0 |
64 |
+0 |
Total Volume and Open Interest |
9,317 |
36,913 |
-1,381 |
Lean Hogs(CME) |
Jul12 |
120621 |
94.830 |
95.800 |
94.500 |
95.600 |
+0.850 |
15,798 |
35,374 |
-3,703 |
Aug12 |
120621 |
92.150 |
92.800 |
91.800 |
92.135 |
-0.015 |
13,474 |
74,300 |
+597 |
Oct12 |
120621 |
81.680 |
82.300 |
81.500 |
82.000 |
+0.450 |
11,595 |
49,322 |
+1,587 |
Dec12 |
120621 |
79.000 |
79.500 |
78.600 |
79.100 |
+0.200 |
5,649 |
49,916 |
+467 |
Feb13 |
120621 |
81.100 |
81.800 |
80.975 |
81.650 |
+0.550 |
1,734 |
19,861 |
+725 |
Apr13 |
120621 |
82.785 |
83.500 |
82.750 |
83.400 |
-0.050 |
744 |
12,024 |
+38 |
May13 |
120621 |
87.600 |
87.600 |
87.600 |
87.600 |
unch |
3 |
608 |
+3 |
Jun13 |
120621 |
88.900 |
89.600 |
88.850 |
89.500 |
+0.600 |
270 |
7,400 |
+79 |
Total Volume and Open Interest |
49,354 |
251,306 |
-158 |
Class III Milk(CME) |
Jun12 |
120621 |
15.65 |
15.69 |
15.62 |
15.67 |
-0.02 |
94 |
4,497 |
+59 |
Jul12 |
120621 |
16.71 |
16.79 |
16.60 |
16.72 |
+0.06 |
214 |
4,190 |
-30 |
Aug12 |
120621 |
17.10 |
17.10 |
16.93 |
17.03 |
-0.05 |
300 |
3,998 |
+169 |
Sep12 |
120621 |
17.05 |
17.14 |
17.04 |
17.10 |
-0.03 |
136 |
3,204 |
+62 |
Oct12 |
120621 |
17.10 |
17.14 |
17.06 |
17.10 |
unch |
65 |
2,780 |
+32 |
Total Volume and Open Interest |
1,011 |
25,110 |
+428 |
Cocoa(ICE) |
Jul12 |
120621 |
2162 |
2200 |
2130 |
2130 |
-37 |
100 |
276 |
-100 |
Sep12 |
120621 |
2174 |
2209 |
2137 |
2147 |
-22 |
9,334 |
72,369 |
-138 |
Dec12 |
120621 |
2183 |
2216 |
2146 |
2157 |
-24 |
2,254 |
34,707 |
+200 |
Mar13 |
120621 |
2203 |
2225 |
2161 |
2171 |
-22 |
2,103 |
30,870 |
-412 |
May13 |
120621 |
2203 |
2239 |
2176 |
2186 |
-18 |
578 |
12,394 |
+115 |
Jul13 |
120621 |
2211 |
2234 |
2190 |
2199 |
-17 |
193 |
5,636 |
-125 |
Sep13 |
120621 |
2220 |
2254 |
2201 |
2209 |
-18 |
402 |
3,763 |
+225 |
Total Volume and Open Interest |
16,148 |
167,650 |
-186 |
Coffee "C"(ICE) |
Jul12 |
120621 |
150.75 |
158.15 |
150.00 |
157.75 |
+7.00 |
8,445 |
6,037 |
-3,566 |
Sep12 |
120621 |
152.00 |
159.35 |
151.40 |
158.80 |
+6.40 |
25,028 |
78,466 |
+951 |
Dec12 |
120621 |
154.70 |
162.50 |
154.70 |
162.00 |
+6.15 |
7,232 |
32,279 |
+574 |
Mar13 |
120621 |
159.00 |
166.00 |
158.55 |
165.55 |
+6.05 |
2,923 |
16,544 |
+375 |
May13 |
120621 |
161.45 |
168.30 |
161.15 |
168.10 |
+6.10 |
657 |
4,313 |
+20 |
Jul13 |
120621 |
163.90 |
170.85 |
163.60 |
170.60 |
+6.15 |
574 |
3,527 |
+48 |
Total Volume and Open Interest |
45,051 |
142,573 |
-1,574 |
Orange Juice(ICE) |
Jul12 |
120621 |
122.50 |
126.00 |
122.10 |
123.40 |
+0.50 |
1,896 |
9,090 |
-1,181 |
Sep12 |
120621 |
116.10 |
117.80 |
114.75 |
115.50 |
-1.25 |
1,225 |
9,681 |
+363 |
Nov12 |
120621 |
117.15 |
117.15 |
115.05 |
115.70 |
-1.50 |
45 |
4,431 |
+9 |
Jan13 |
120621 |
116.75 |
117.20 |
116.25 |
116.45 |
-1.65 |
21 |
1,355 |
-2 |
Mar13 |
120621 |
117.15 |
117.80 |
117.15 |
117.80 |
-1.60 |
24 |
1,136 |
+12 |
May13 |
120621 |
119.15 |
119.15 |
119.15 |
119.15 |
-1.60 |
0 |
171 |
+0 |
Total Volume and Open Interest |
3,211 |
25,876 |
-799 |
Sugar #11(ICE) |
Jul12 |
120621 |
21.57 |
21.81 |
21.00 |
21.39 |
-0.35 |
55,887 |
109,367 |
-15,108 |
Oct12 |
120621 |
20.90 |
21.14 |
20.39 |
20.79 |
-0.18 |
70,581 |
310,632 |
+2,998 |
Mar13 |
120621 |
21.47 |
21.60 |
21.03 |
21.39 |
-0.10 |
27,191 |
140,390 |
+2,875 |
May13 |
120621 |
21.27 |
21.46 |
21.00 |
21.33 |
-0.06 |
8,786 |
45,150 |
+799 |
Jul13 |
120621 |
21.11 |
21.36 |
20.99 |
21.25 |
-0.04 |
6,663 |
67,801 |
+1,350 |
Oct13 |
120621 |
21.01 |
21.35 |
20.97 |
21.27 |
+0.01 |
1,082 |
28,336 |
-81 |
Mar14 |
120621 |
21.33 |
21.48 |
21.18 |
21.39 |
unch |
1,549 |
25,079 |
-167 |
May14 |
120621 |
21.08 |
21.29 |
20.98 |
21.20 |
unch |
150 |
5,442 |
+15 |
Total Volume and Open Interest |
172,099 |
743,939 |
-7,222 |
London Cocoa(LCE) |
Jul12 |
120621 |
1503 |
1546 |
1499 |
1516 |
+8 |
1,853 |
43,912 |
-485 |
Sep12 |
120621 |
1488 |
1516 |
1479 |
1492 |
-2 |
6,120 |
42,243 |
-246 |
Dec12 |
120621 |
1463 |
1486 |
1452 |
1462 |
-5 |
2,757 |
36,595 |
-109 |
Mar13 |
120621 |
1448 |
1467 |
1437 |
1446 |
-6 |
1,951 |
42,425 |
-258 |
May13 |
120621 |
1451 |
1467 |
1441 |
1449 |
-4 |
4,108 |
14,482 |
+61 |
Jul13 |
120621 |
1457 |
1460 |
1447 |
1453 |
-4 |
3,481 |
5,906 |
+332 |
Sep13 |
120621 |
1456 |
1457 |
1452 |
1457 |
-5 |
29 |
3,778 |
-5 |
Total Volume and Open Interest |
20,487 |
194,389 |
-680 |
London Sugar(LCE) |
Aug12 |
120621 |
613.40 |
615.80 |
605.00 |
607.10 |
-7.50 |
3,284 |
22,687 |
-1,777 |
Oct12 |
120621 |
572.40 |
578.50 |
567.10 |
569.10 |
-6.10 |
3,103 |
15,225 |
-324 |
Dec12 |
120621 |
556.90 |
565.20 |
554.10 |
555.30 |
-5.40 |
1,528 |
8,560 |
+148 |
Mar13 |
120621 |
565.50 |
572.10 |
562.20 |
563.50 |
-4.20 |
375 |
7,339 |
-463 |
May13 |
120621 |
564.50 |
569.50 |
564.00 |
565.30 |
-2.20 |
154 |
1,917 |
+8 |
Total Volume and Open Interest |
8,639 |
58,367 |
-2,362 |
Cotton(ICE) |
Jul12 |
120621 |
82.50 |
82.50 |
78.17 |
78.17 |
-5.00 |
18,191 |
17,222 |
-8,267 |
Oct12 |
120621 |
70.82 |
70.82 |
67.06 |
67.25 |
-4.49 |
88 |
357 |
+23 |
Dec12 |
120621 |
72.13 |
72.13 |
67.71 |
67.71 |
-5.00 |
24,063 |
134,642 |
-2,845 |
Mar13 |
120621 |
73.21 |
73.21 |
69.04 |
69.08 |
-4.96 |
3,505 |
17,196 |
+1,449 |
May13 |
120621 |
74.14 |
74.14 |
69.99 |
70.24 |
-4.75 |
670 |
4,326 |
+36 |
Jul13 |
120621 |
74.82 |
74.82 |
70.76 |
71.13 |
-4.45 |
756 |
5,257 |
+185 |
Total Volume and Open Interest |
47,434 |
180,227 |
-9,365 |
Lumber(CME) |
Jul12 |
120621 |
275.4 |
277.0 |
269.0 |
270.6 |
-3.5 |
382 |
2,178 |
-41 |
Sep12 |
120621 |
266.8 |
267.7 |
256.5 |
257.5 |
-7.6 |
394 |
4,203 |
+8 |
Nov12 |
120621 |
261.8 |
262.0 |
250.0 |
250.7 |
-9.3 |
116 |
1,023 |
-82 |
Jan13 |
120621 |
265.1 |
268.1 |
258.4 |
258.7 |
-9.2 |
3 |
237 |
+1 |
Total Volume and Open Interest |
896 |
7,748 |
-113 |
Crude Oil(NYM) |
Aug12 |
120621 |
81.08 |
81.20 |
77.93 |
78.20 |
-3.25 |
279,625 |
292,877 |
+10,159 |
Sep12 |
120621 |
81.57 |
81.61 |
78.28 |
78.56 |
-3.28 |
35,357 |
129,419 |
-1,274 |
Oct12 |
120621 |
81.90 |
81.90 |
78.70 |
78.95 |
-3.28 |
16,267 |
73,980 |
-301 |
Nov12 |
120621 |
82.20 |
82.30 |
79.17 |
79.40 |
-3.25 |
10,137 |
67,557 |
+998 |
Dec12 |
120621 |
82.84 |
82.84 |
79.61 |
79.83 |
-3.21 |
40,134 |
169,360 |
-2,864 |
Jan13 |
120621 |
82.76 |
83.04 |
80.00 |
80.26 |
-3.15 |
4,340 |
56,695 |
-541 |
Feb13 |
120621 |
83.00 |
83.26 |
80.63 |
80.63 |
-3.09 |
2,555 |
25,375 |
+306 |
Mar13 |
120621 |
83.58 |
83.64 |
80.89 |
80.98 |
-3.02 |
3,911 |
34,662 |
+357 |
Apr13 |
120621 |
83.47 |
83.47 |
81.26 |
81.26 |
-2.95 |
1,974 |
18,073 |
+140 |
May13 |
120621 |
82.16 |
82.16 |
81.44 |
81.52 |
-2.86 |
1,704 |
17,235 |
+140 |
Jun13 |
120621 |
84.10 |
84.28 |
81.57 |
81.77 |
-2.77 |
15,230 |
75,316 |
+339 |
Jul13 |
120621 |
82.00 |
82.00 |
81.97 |
81.97 |
-2.70 |
2,493 |
26,958 |
-100 |
Aug13 |
120621 |
82.00 |
82.10 |
82.00 |
82.10 |
-2.63 |
1,738 |
13,627 |
+921 |
Sep13 |
120621 |
82.21 |
82.21 |
82.21 |
82.21 |
-2.57 |
530 |
21,367 |
-78 |
Oct13 |
120621 |
84.00 |
84.00 |
82.31 |
82.31 |
-2.51 |
1,371 |
12,384 |
+143 |
Nov13 |
120621 |
82.40 |
82.40 |
82.40 |
82.40 |
-2.46 |
1,527 |
19,224 |
-818 |
Total Volume and Open Interest |
554,402 |
1,432,126 |
-30,680 |
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 |
120621 |
81.100 |
81.200 |
77.925 |
78.200 |
-3.250 |
6,320 |
2,117 |
+114 |
Sep12 |
120621 |
81.125 |
81.375 |
78.400 |
78.550 |
-3.300 |
61 |
225 |
+19 |
Oct12 |
120621 |
81.500 |
81.500 |
78.850 |
78.950 |
-3.275 |
6 |
45 |
+4 |
Nov12 |
120621 |
80.725 |
80.725 |
79.400 |
79.400 |
-3.250 |
2 |
10 |
+0 |
Dec12 |
120621 |
83.150 |
83.150 |
79.750 |
79.825 |
-3.225 |
3 |
283 |
-1 |
Jan13 |
120621 |
82.000 |
82.000 |
80.250 |
80.250 |
-3.150 |
4 |
13 |
+0 |
Feb13 |
120621 |
82.550 |
82.550 |
80.625 |
80.625 |
-3.100 |
1 |
74 |
-1 |
Mar13 |
120621 |
80.975 |
80.975 |
80.975 |
80.975 |
-3.025 |
|
|
|
Total Volume and Open Interest |
6,397 |
2,955 |
-1,178 |
Heating Oil(NYM) |
Jul12 |
120621 |
258.78 |
259.33 |
251.52 |
252.53 |
-6.21 |
60,867 |
55,236 |
-9,743 |
Aug12 |
120621 |
259.00 |
259.03 |
251.36 |
252.31 |
-6.15 |
55,362 |
77,720 |
+11,868 |
Sep12 |
120621 |
258.66 |
259.54 |
252.00 |
252.84 |
-6.31 |
28,339 |
46,693 |
+2,369 |
Oct12 |
120621 |
259.49 |
260.32 |
252.87 |
253.67 |
-6.31 |
13,300 |
22,230 |
-1,046 |
Nov12 |
120621 |
260.00 |
261.03 |
254.21 |
254.62 |
-6.29 |
9,032 |
17,020 |
+135 |
Dec12 |
120621 |
261.57 |
262.02 |
254.75 |
255.55 |
-6.25 |
17,751 |
42,798 |
-170 |
Jan13 |
120621 |
261.56 |
262.53 |
255.94 |
256.52 |
-6.20 |
5,796 |
15,625 |
+324 |
Feb13 |
120621 |
261.93 |
262.10 |
256.60 |
256.62 |
-6.07 |
1,556 |
5,312 |
+161 |
Mar13 |
120621 |
260.00 |
262.15 |
255.39 |
256.15 |
-5.95 |
2,898 |
12,366 |
+781 |
Apr13 |
120621 |
260.30 |
260.30 |
255.25 |
255.25 |
-5.77 |
1,543 |
16,018 |
+415 |
May13 |
120621 |
264.75 |
264.75 |
259.18 |
259.18 |
-5.35 |
362 |
8,003 |
+124 |
Jun13 |
120621 |
262.90 |
262.96 |
258.95 |
259.28 |
-5.05 |
837 |
4,281 |
+272 |
Total Volume and Open Interest |
198,276 |
328,215 |
+5,463 |
Gasoline(NYMEX) |
Jul12 |
120621 |
259.85 |
260.75 |
253.76 |
255.01 |
-4.01 |
52,590 |
51,262 |
-5,325 |
Aug12 |
120621 |
250.98 |
251.60 |
244.08 |
245.20 |
-5.53 |
52,949 |
93,272 |
+7,220 |
Sep12 |
120621 |
243.85 |
244.94 |
237.37 |
238.22 |
-6.49 |
27,929 |
54,766 |
+187 |
Oct12 |
120621 |
227.00 |
227.81 |
220.56 |
221.33 |
-7.12 |
13,681 |
30,270 |
+748 |
Nov12 |
120621 |
223.10 |
225.32 |
218.15 |
218.80 |
-7.19 |
6,579 |
14,391 |
-71 |
Dec12 |
120621 |
224.50 |
224.61 |
217.43 |
218.06 |
-7.12 |
6,955 |
29,097 |
+111 |
Jan13 |
120621 |
221.43 |
221.81 |
218.58 |
218.58 |
-7.06 |
1,017 |
11,388 |
-67 |
Feb13 |
120621 |
226.24 |
226.51 |
220.14 |
220.14 |
-7.02 |
393 |
4,306 |
-5 |
Mar13 |
120621 |
226.25 |
226.83 |
222.37 |
222.37 |
-6.99 |
167 |
3,804 |
+43 |
Apr13 |
120621 |
241.62 |
241.62 |
237.65 |
237.65 |
-6.71 |
140 |
5,869 |
+20 |
Total Volume and Open Interest |
163,211 |
306,205 |
+2,992 |
e-miNY RBOB Gasoline(NYM) |
Jul12 |
120621 |
255.00 |
255.01 |
255.00 |
255.00 |
-4.00 |
0 |
1 |
+0 |
Aug12 |
120621 |
245.20 |
245.20 |
244.50 |
245.20 |
-5.50 |
2 |
2 |
+1 |
Sep12 |
120621 |
238.20 |
238.22 |
238.20 |
238.20 |
-6.50 |
|
|
|
Oct12 |
120621 |
221.30 |
221.33 |
221.30 |
221.30 |
-7.20 |
|
|
|
Total Volume and Open Interest |
2 |
3 |
+1 |
Natural Gas(NYM) |
Jul12 |
120621 |
2.525 |
2.638 |
2.505 |
2.582 |
+0.065 |
146,053 |
65,114 |
-11,140 |
Aug12 |
120621 |
2.554 |
2.674 |
2.542 |
2.618 |
+0.063 |
69,749 |
162,704 |
+1,382 |
Sep12 |
120621 |
2.594 |
2.700 |
2.570 |
2.645 |
+0.061 |
50,547 |
236,616 |
+150 |
Oct12 |
120621 |
2.683 |
2.780 |
2.655 |
2.728 |
+0.055 |
45,532 |
157,066 |
+3,710 |
Nov12 |
120621 |
2.980 |
3.020 |
2.920 |
2.960 |
+0.031 |
17,508 |
100,604 |
+880 |
Dec12 |
120621 |
3.229 |
3.301 |
3.204 |
3.244 |
+0.020 |
11,440 |
50,483 |
-383 |
Jan13 |
120621 |
3.420 |
3.440 |
3.345 |
3.385 |
+0.016 |
20,010 |
95,477 |
+1,590 |
Feb13 |
120621 |
3.380 |
3.453 |
3.360 |
3.401 |
+0.014 |
3,475 |
25,128 |
+78 |
Mar13 |
120621 |
3.385 |
3.428 |
3.337 |
3.374 |
+0.011 |
4,270 |
43,525 |
+381 |
Apr13 |
120621 |
3.340 |
3.399 |
3.303 |
3.342 |
+0.008 |
10,467 |
59,575 |
-817 |
May13 |
120621 |
3.370 |
3.425 |
3.341 |
3.372 |
+0.004 |
1,612 |
15,700 |
+102 |
Jun13 |
120621 |
3.440 |
3.465 |
3.381 |
3.412 |
+0.003 |
1,760 |
6,581 |
+36 |
Jul13 |
120621 |
3.459 |
3.512 |
3.431 |
3.460 |
+0.001 |
5,466 |
11,257 |
+1,593 |
Aug13 |
120621 |
3.478 |
3.528 |
3.451 |
3.477 |
+0.001 |
1,503 |
8,086 |
-37 |
Sep13 |
120621 |
3.480 |
3.531 |
3.451 |
3.479 |
unch |
2,047 |
7,715 |
+518 |
Oct13 |
120621 |
3.510 |
3.569 |
3.487 |
3.516 |
-0.001 |
3,552 |
31,850 |
+411 |
Total Volume and Open Interest |
396,449 |
1,185,328 |
-1,177 |
Brent Crude Oil(ICE) |
Aug12 |
120621 |
92.55 |
92.76 |
88.90 |
89.23 |
-3.46 |
276,726 |
252,647 |
-471 |
Sep12 |
120621 |
92.88 |
93.05 |
89.27 |
89.61 |
-3.39 |
118,931 |
222,164 |
+6,304 |
Oct12 |
120621 |
93.01 |
93.13 |
89.49 |
89.79 |
-3.35 |
62,229 |
121,680 |
+5,499 |
Nov12 |
120621 |
93.24 |
93.36 |
89.85 |
90.15 |
-3.25 |
35,615 |
57,438 |
+2,106 |
Dec12 |
120621 |
93.30 |
93.51 |
90.16 |
90.44 |
-3.15 |
83,113 |
130,899 |
-357 |
Jan13 |
120621 |
93.22 |
93.60 |
90.42 |
90.70 |
-3.03 |
9,208 |
30,810 |
+387 |
Feb13 |
120621 |
93.29 |
93.65 |
90.69 |
90.91 |
-2.91 |
6,706 |
19,455 |
+342 |
Mar13 |
120621 |
93.37 |
93.79 |
90.87 |
91.08 |
-2.80 |
8,771 |
28,068 |
-330 |
Apr13 |
120621 |
93.42 |
93.85 |
91.00 |
91.19 |
-2.73 |
2,825 |
12,374 |
+499 |
May13 |
120621 |
91.28 |
91.28 |
91.28 |
91.28 |
-2.66 |
2,616 |
11,895 |
+185 |
Jun13 |
120621 |
93.94 |
93.94 |
91.17 |
91.34 |
-2.60 |
14,928 |
50,025 |
-288 |
Jul13 |
120621 |
91.40 |
91.40 |
91.40 |
91.40 |
-2.54 |
1,687 |
9,241 |
+179 |
Aug13 |
120621 |
91.77 |
91.77 |
91.42 |
91.42 |
-2.47 |
1,102 |
9,938 |
+117 |
Sep13 |
120621 |
91.41 |
91.41 |
91.41 |
91.41 |
-2.39 |
1,000 |
10,443 |
+63 |
Total Volume and Open Interest |
658,681 |
1,208,441 |
+15,845 |
Gas Oil(ICE) |
Jul12 |
120621 |
830.25 |
833.50 |
809.75 |
822.00 |
-19.25 |
62,065 |
125,427 |
-3,105 |
Aug12 |
120621 |
827.00 |
829.50 |
804.75 |
816.50 |
-20.25 |
72,543 |
90,218 |
+3,279 |
Sep12 |
120621 |
824.25 |
824.25 |
801.75 |
813.25 |
-20.75 |
38,780 |
69,130 |
+962 |
Oct12 |
120621 |
820.25 |
822.00 |
801.50 |
812.25 |
-21.00 |
21,448 |
36,691 |
-1,006 |
Nov12 |
120621 |
820.00 |
821.25 |
801.25 |
811.75 |
-21.00 |
14,480 |
27,327 |
+1,846 |
Dec12 |
120621 |
819.50 |
822.00 |
800.50 |
811.25 |
-20.75 |
27,854 |
68,940 |
+32 |
Jan13 |
120621 |
821.00 |
821.25 |
803.50 |
812.00 |
-20.50 |
3,657 |
22,222 |
+105 |
Feb13 |
120621 |
820.00 |
820.00 |
802.50 |
812.50 |
-20.00 |
2,291 |
14,478 |
+762 |
Mar13 |
120621 |
819.50 |
819.75 |
804.50 |
812.00 |
-19.50 |
2,831 |
14,595 |
-203 |
Apr13 |
120621 |
817.00 |
819.00 |
804.00 |
811.25 |
-19.00 |
759 |
9,999 |
+244 |
Total Volume and Open Interest |
256,576 |
574,800 |
+2,436 |
Ethanol(CBOT) |
Jun12 |
120605 |
2.004 |
2.004 |
2.003 |
2.003 |
-0.007 |
73 |
55 |
-84 |
Jul12 |
120621 |
2.070 |
2.099 |
2.041 |
2.055 |
-0.034 |
232 |
897 |
+7 |
Aug12 |
120621 |
2.114 |
2.114 |
2.055 |
2.065 |
-0.035 |
911 |
1,470 |
-318 |
Sep12 |
120621 |
2.093 |
2.093 |
2.035 |
2.045 |
-0.038 |
635 |
1,512 |
+1 |
Oct12 |
120621 |
2.022 |
2.041 |
2.010 |
2.017 |
-0.029 |
195 |
1,530 |
+15 |
Nov12 |
120621 |
2.015 |
2.027 |
1.992 |
1.999 |
-0.028 |
157 |
1,381 |
-62 |
Dec12 |
120621 |
2.010 |
2.010 |
1.987 |
1.996 |
-0.026 |
126 |
1,302 |
+19 |
Jan13 |
120621 |
2.005 |
2.031 |
1.996 |
2.005 |
-0.024 |
79 |
793 |
+34 |
Total Volume and Open Interest |
2,558 |
10,309 |
-218 |
WTI Crude Oil(ICE) |
Aug12 |
120621 |
80.78 |
81.06 |
77.96 |
78.20 |
-3.25 |
50,705 |
66,165 |
-269 |
Sep12 |
120621 |
81.15 |
81.36 |
78.40 |
78.56 |
-3.28 |
10,671 |
34,984 |
+1,534 |
Oct12 |
120621 |
81.20 |
81.70 |
78.95 |
78.95 |
-3.28 |
5,332 |
14,449 |
-385 |
Nov12 |
120621 |
81.68 |
82.13 |
79.35 |
79.40 |
-3.25 |
3,012 |
12,780 |
+551 |
Dec12 |
120621 |
82.10 |
82.63 |
79.81 |
79.83 |
-3.21 |
16,825 |
85,962 |
+515 |
Jan13 |
120621 |
82.50 |
82.88 |
80.26 |
80.26 |
-3.15 |
1,060 |
15,483 |
+158 |
Feb13 |
120621 |
83.12 |
83.20 |
80.63 |
80.63 |
-3.09 |
1,257 |
7,654 |
-414 |
Mar13 |
120621 |
83.18 |
83.48 |
80.96 |
80.98 |
-3.02 |
1,782 |
6,752 |
+318 |
Apr13 |
120621 |
83.64 |
83.64 |
81.26 |
81.26 |
-2.95 |
359 |
2,353 |
-11 |
May13 |
120621 |
81.52 |
81.52 |
81.52 |
81.52 |
-2.86 |
192 |
2,108 |
+40 |
Jun13 |
120621 |
83.75 |
84.12 |
81.75 |
81.77 |
-2.77 |
2,772 |
23,573 |
+318 |
Jul13 |
120621 |
81.97 |
81.97 |
81.97 |
81.97 |
-2.70 |
53 |
1,760 |
+33 |
Aug13 |
120621 |
82.10 |
82.10 |
82.10 |
82.10 |
-2.63 |
53 |
2,510 |
-11 |
Sep13 |
120621 |
82.21 |
82.21 |
82.21 |
82.21 |
-2.57 |
222 |
5,901 |
+8 |
Oct13 |
120621 |
82.31 |
82.31 |
82.31 |
82.31 |
-2.51 |
220 |
1,119 |
+0 |
Nov13 |
120621 |
82.40 |
82.40 |
82.40 |
82.40 |
-2.46 |
20 |
3,097 |
+7 |
Total Volume and Open Interest |
100,013 |
403,958 |
-17,238 |
US Dollar Index(ICE) |
Sep12 |
120621 |
81.690 |
82.615 |
81.660 |
82.488 |
+0.753 |
34,984 |
69,440 |
-1,269 |
Dec12 |
120621 |
82.330 |
82.838 |
82.330 |
82.838 |
+0.723 |
38 |
523 |
+20 |
Mar13 |
120621 |
83.158 |
83.158 |
83.158 |
83.158 |
+0.723 |
|
|
|
Total Volume and Open Interest |
35,022 |
69,963 |
-1,249 |
Australian Dollar(CME) |
Sep12 |
120621 |
101.05 |
101.25 |
99.49 |
99.67 |
-1.29 |
154,921 |
130,121 |
-7,564 |
Dec12 |
120621 |
100.33 |
100.50 |
98.92 |
98.98 |
-1.25 |
19 |
107 |
-5 |
Mar13 |
120621 |
98.34 |
99.54 |
98.34 |
98.34 |
-1.20 |
0 |
4 |
+0 |
Total Volume and Open Interest |
154,940 |
130,234 |
-7,569 |
British Pound(CME) |
Sep12 |
120621 |
157.06 |
157.29 |
155.73 |
155.91 |
-1.03 |
102,584 |
121,127 |
-526 |
Dec12 |
120621 |
156.63 |
156.89 |
155.76 |
155.87 |
-1.02 |
451 |
484 |
+383 |
Mar13 |
120621 |
155.85 |
156.86 |
155.85 |
155.85 |
-1.01 |
2 |
12 |
+0 |
Total Volume and Open Interest |
103,037 |
121,624 |
-143 |
Canadian Dollar(CME) |
Sep12 |
120621 |
97.96 |
98.08 |
96.94 |
97.09 |
-0.79 |
99,564 |
88,140 |
-3,818 |
Dec12 |
120621 |
97.78 |
97.78 |
96.80 |
96.92 |
-0.79 |
254 |
6,378 |
+127 |
Mar13 |
120621 |
96.99 |
97.52 |
96.70 |
96.75 |
-0.77 |
29 |
1,435 |
+3 |
Jun13 |
120621 |
96.58 |
97.35 |
96.58 |
96.58 |
-0.77 |
8 |
311 |
+4 |
Total Volume and Open Interest |
99,856 |
96,308 |
-39,136 |
Japanese Yen(CME) |
Sep12 |
120621 |
125.96 |
126.10 |
124.60 |
124.65 |
-1.28 |
49,131 |
123,484 |
-1,490 |
Dec12 |
120621 |
125.39 |
126.10 |
124.82 |
124.82 |
-1.28 |
8 |
353 |
+0 |
Mar13 |
120621 |
126.00 |
126.36 |
125.06 |
125.06 |
-1.30 |
0 |
27 |
+0 |
Total Volume and Open Interest |
49,139 |
123,868 |
-1,490 |
Swiss Franc(CME) |
Sep12 |
120621 |
105.94 |
105.96 |
104.57 |
104.74 |
-0.94 |
51,487 |
55,745 |
-5,024 |
Dec12 |
120621 |
105.17 |
105.98 |
105.02 |
105.02 |
-0.96 |
1 |
8 |
+0 |
Mar13 |
120621 |
105.33 |
106.27 |
105.33 |
105.33 |
-0.94 |
0 |
3 |
+0 |
Total Volume and Open Interest |
51,488 |
55,756 |
-5,024 |
EuroFX(CME) |
Sep12 |
120621 |
127.09 |
127.11 |
125.41 |
125.63 |
-1.13 |
312,893 |
310,194 |
-15,588 |
Dec12 |
120621 |
126.89 |
127.20 |
125.64 |
125.77 |
-1.12 |
59 |
1,088 |
+36 |
Mar13 |
120621 |
125.91 |
127.04 |
125.91 |
125.91 |
-1.13 |
2 |
40 |
+4 |
Total Volume and Open Interest |
312,954 |
311,933 |
-15,548 |
Mexican Peso(CME) |
Jul12 |
120621 |
717.8 |
725.8 |
717.8 |
717.8 |
-8.0 |
|
|
|
Aug12 |
120621 |
715.8 |
723.8 |
715.8 |
715.8 |
-8.0 |
|
|
|
Total Volume and Open Interest |
34,942 |
109,795 |
-22 |
Brazilian Real(CME) |
Jul12 |
120621 |
492.15 |
493.00 |
484.30 |
486.90 |
-4.45 |
335 |
2,884 |
+98 |
Aug12 |
120621 |
487.80 |
489.95 |
481.65 |
484.25 |
-4.55 |
10 |
518 |
+10 |
Sep12 |
120621 |
486.25 |
486.25 |
480.00 |
481.55 |
-4.70 |
359 |
4,519 |
-200 |
Oct12 |
120621 |
479.60 |
484.30 |
479.60 |
479.60 |
-4.70 |
|
|
|
Total Volume and Open Interest |
704 |
21,484 |
-92 |
30-Year T-Bonds(CBOT) |
Sep12 |
120621 |
148~120 |
149~220 |
148~070 |
149~070 |
+0~200 |
331,346 |
641,133 |
-4,408 |
Dec12 |
120621 |
149~260 |
150~180 |
149~100 |
150~060 |
+0~210 |
356 |
2,687 |
+173 |
Mar13 |
120621 |
149~170 |
150~060 |
149~170 |
150~060 |
+0~210 |
|
|
|
Total Volume and Open Interest |
342,581 |
649,558 |
|
10-Year T-Notes(CBOT) |
Sep12 |
120621 |
133~025 |
133~175 |
133~005 |
133~115 |
+0~050 |
956,429 |
1,749,448 |
-42,219 |
Dec12 |
120621 |
132~100 |
132~100 |
132~035 |
132~085 |
+0~050 |
4 |
24 |
+0 |
Mar13 |
120621 |
131~135 |
131~135 |
131~085 |
131~135 |
+0~050 |
|
|
|
Total Volume and Open Interest |
976,005 |
1,759,586 |
-53,555 |
5-Year T-Notes(CBOT) |
Jun12 |
120621 |
124~005 |
124~021 |
123~125 |
124~011 |
+0~010 |
33,616 |
34,671 |
-10,900 |
Sep12 |
120621 |
123~092 |
123~125 |
123~092 |
123~113 |
+0~012 |
408,251 |
1,081,308 |
+823 |
Dec12 |
120621 |
123~031 |
123~031 |
123~031 |
123~031 |
+0~012 |
0 |
8 |
+0 |
Total Volume and Open Interest |
441,867 |
1,115,987 |
-10,077 |
2 Year T-Notes(CBOT) |
Jun12 |
120621 |
110~021 |
110~021 |
110~019 |
110~020 |
+0~001 |
3,602 |
82,236 |
-1,202 |
Sep12 |
120621 |
110~012 |
110~017 |
110~012 |
110~014 |
unch |
94,680 |
829,913 |
-5,082 |
Dec12 |
120621 |
110~008 |
110~008 |
110~008 |
110~008 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
98,282 |
912,151 |
-6,284 |
Eurodollars(CME) |
Sep12 |
120621 |
99.530 |
99.530 |
99.510 |
99.520 |
-0.015 |
254,939 |
965,010 |
+33,031 |
Dec12 |
120621 |
99.500 |
99.500 |
99.475 |
99.485 |
-0.025 |
241,894 |
986,923 |
+34,290 |
Mar13 |
120621 |
99.475 |
99.475 |
99.455 |
99.460 |
-0.030 |
179,689 |
703,040 |
-2,123 |
Jun13 |
120621 |
99.455 |
99.455 |
99.430 |
99.440 |
-0.030 |
206,688 |
679,331 |
+7,296 |
Sep13 |
120621 |
99.430 |
99.440 |
99.410 |
99.420 |
-0.025 |
195,985 |
655,621 |
+17,998 |
Dec13 |
120621 |
99.400 |
99.405 |
99.375 |
99.385 |
-0.025 |
138,321 |
658,852 |
-4,135 |
Mar14 |
120621 |
99.360 |
99.370 |
99.340 |
99.350 |
-0.025 |
113,491 |
622,272 |
-498 |
Jun14 |
120621 |
99.305 |
99.315 |
99.285 |
99.300 |
-0.015 |
106,604 |
475,033 |
-15,324 |
Sep14 |
120621 |
99.235 |
99.245 |
99.220 |
99.235 |
-0.010 |
88,123 |
331,322 |
+1,841 |
Dec14 |
120621 |
99.135 |
99.155 |
99.125 |
99.140 |
-0.010 |
78,818 |
310,649 |
+3,822 |
Mar15 |
120621 |
99.045 |
99.065 |
99.035 |
99.050 |
-0.010 |
86,072 |
305,325 |
+1,803 |
Jun15 |
120621 |
0.621 |
0.651 |
0.611 |
0.631 |
-0.005 |
95,054 |
259,189 |
-2,889 |
Sep15 |
120621 |
0.486 |
0.521 |
0.476 |
0.501 |
unch |
60,564 |
195,347 |
+6,325 |
Dec15 |
120621 |
0.346 |
0.381 |
0.331 |
0.361 |
+0.005 |
36,221 |
138,981 |
-544 |
Mar16 |
120621 |
0.211 |
0.261 |
0.201 |
0.236 |
+0.010 |
26,919 |
81,215 |
-1,407 |
Jun16 |
120621 |
0.066 |
0.126 |
0.061 |
0.101 |
+0.015 |
27,951 |
93,270 |
-611 |
Sep16 |
120621 |
6.485 |
6.545 |
6.475 |
6.520 |
+0.025 |
15,694 |
74,251 |
+787 |
Dec16 |
120621 |
6.330 |
6.400 |
6.325 |
6.375 |
+0.030 |
12,828 |
67,710 |
-731 |
Total Volume and Open Interest |
2,021,046 |
7,827,521 |
+87,660 |
30 Day Federal Funds(CBOT) |
Jun12 |
120621 |
99.832 |
99.835 |
99.830 |
99.832 |
-0.003 |
5,756 |
36,957 |
+356 |
Jul12 |
120621 |
99.830 |
99.830 |
99.825 |
99.830 |
unch |
8,608 |
57,742 |
-3,026 |
Aug12 |
120621 |
99.830 |
99.830 |
99.820 |
99.830 |
unch |
5,042 |
54,480 |
+1,108 |
Sep12 |
120621 |
99.825 |
99.825 |
99.815 |
99.825 |
unch |
5,080 |
46,933 |
+1,249 |
Oct12 |
120621 |
99.825 |
99.825 |
99.815 |
99.825 |
unch |
2,301 |
50,925 |
+414 |
Nov12 |
120621 |
99.825 |
99.825 |
99.815 |
99.825 |
unch |
2,231 |
32,592 |
+150 |
Total Volume and Open Interest |
42,603 |
515,363 |
-3,416 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120621 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
120621 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Mar13 |
120621 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Jun13 |
120621 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Sep13 |
120621 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec13 |
120621 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar14 |
120621 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun14 |
120621 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Sep14 |
120621 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Dec14 |
120621 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120621 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
250 |
1,779 |
+250 |
Dec12 |
120621 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120621 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
181 |
+0 |
Jun13 |
120621 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
202 |
+0 |
Sep13 |
120621 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
305 |
+0 |
Dec13 |
120621 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
384 |
+0 |
Mar14 |
120621 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
344 |
+0 |
Jun14 |
120621 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
250 |
3,714 |
+250 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120621 |
143.73 |
143.90 |
143.62 |
143.81 |
+0.09 |
2,633 |
18,178 |
+691 |
Dec12 |
120621 |
142.96 |
142.96 |
142.96 |
142.96 |
+0.09 |
0 |
6 |
+0 |
Mar13 |
120621 |
140.87 |
140.87 |
140.87 |
140.87 |
+0.09 |
|
|
|
Total Volume and Open Interest |
2,633 |
18,184 |
+691 |
Euro-Bund(EUREX) |
Sep12 |
120621 |
140.56 |
141.57 |
140.35 |
141.52 |
+1.03 |
893,114 |
835,516 |
-25,943 |
Dec12 |
120621 |
138.98 |
139.83 |
138.98 |
139.83 |
+1.02 |
2 |
56 |
+2 |
Mar13 |
120621 |
139.83 |
139.83 |
139.83 |
139.83 |
+1.02 |
|
|
|
Total Volume and Open Interest |
893,116 |
835,572 |
-25,941 |
Euro-Bobl(EUREX) |
Sep12 |
120621 |
125.51 |
126.00 |
125.42 |
125.95 |
+0.40 |
458,047 |
571,303 |
-13,239 |
Dec12 |
120621 |
123.90 |
124.34 |
123.90 |
124.34 |
+0.39 |
1 |
7 |
+1 |
Mar13 |
120621 |
124.34 |
124.34 |
124.34 |
124.34 |
+0.39 |
|
|
|
Total Volume and Open Interest |
458,048 |
571,310 |
-13,238 |
3-Mth Euribor(EUREX) |
Jun12 |
120618 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
1 |
1,525 |
+0 |
Sep12 |
120621 |
99.475 |
99.495 |
99.475 |
99.495 |
+0.030 |
365 |
2,165 |
-35 |
Dec12 |
120621 |
99.500 |
99.500 |
99.500 |
99.500 |
+0.040 |
15 |
1,314 |
+0 |
Total Volume and Open Interest |
514 |
6,266 |
+17 |
Long Gilt(LIFFE) |
Jun12 |
120621 |
119~29 |
120~16 |
119~26 |
120~16 |
+0~20 |
267 |
11,038 |
-158 |
Sep12 |
120621 |
119~02 |
119~20 |
118~20 |
119~15 |
+0~21 |
165,742 |
312,832 |
+2,304 |
Total Volume and Open Interest |
166,009 |
323,870 |
+2,146 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120621 |
99.23 |
99.25 |
99.21 |
99.24 |
unch |
154,392 |
366,321 |
+6,657 |
Dec12 |
120621 |
99.27 |
99.30 |
99.25 |
99.28 |
+0.01 |
134,051 |
309,185 |
+6,360 |
Mar13 |
120621 |
99.30 |
99.34 |
99.28 |
99.32 |
+0.02 |
135,671 |
274,425 |
+2,128 |
Jun13 |
120621 |
99.32 |
99.36 |
99.30 |
99.34 |
+0.02 |
119,102 |
317,040 |
-953 |
Sep13 |
120621 |
99.33 |
99.38 |
99.29 |
99.34 |
+0.02 |
99,400 |
308,058 |
+5,993 |
Dec13 |
120621 |
99.28 |
99.33 |
99.26 |
99.32 |
+0.04 |
88,770 |
208,458 |
+1,622 |
Total Volume and Open Interest |
916,580 |
2,641,546 |
+4,224 |
3-Mth Euribor(LIFFE) |
Sep12 |
120621 |
99.485 |
99.515 |
99.470 |
99.495 |
+0.030 |
117,447 |
549,703 |
+4,925 |
Dec12 |
120621 |
99.475 |
99.520 |
99.460 |
99.500 |
+0.040 |
126,316 |
490,631 |
+5,294 |
Mar13 |
120621 |
99.455 |
99.510 |
99.435 |
99.495 |
+0.050 |
89,781 |
405,830 |
+466 |
Total Volume and Open Interest |
918,457 |
3,134,535 |
+34,078 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120621 |
96.82 |
96.84 |
96.73 |
96.81 |
-0.01 |
33,522 |
197,892 |
+6,989 |
Dec12 |
120621 |
97.02 |
97.04 |
96.91 |
96.98 |
-0.04 |
21,220 |
173,746 |
+972 |
Mar13 |
120621 |
97.02 |
97.03 |
96.90 |
96.97 |
-0.05 |
10,648 |
110,980 |
-788 |
Jun13 |
120621 |
96.93 |
96.95 |
96.83 |
96.89 |
-0.04 |
5,874 |
81,397 |
+659 |
Sep13 |
120621 |
96.80 |
96.84 |
96.72 |
96.78 |
-0.05 |
4,635 |
53,389 |
-1,255 |
Dec13 |
120621 |
96.72 |
96.74 |
96.64 |
96.68 |
-0.05 |
2,202 |
37,064 |
-369 |
Mar14 |
120621 |
96.66 |
96.66 |
96.56 |
96.59 |
-0.06 |
1,283 |
27,595 |
-215 |
Jun14 |
120621 |
96.54 |
96.54 |
96.50 |
96.50 |
-0.06 |
754 |
10,496 |
+278 |
Sep14 |
120621 |
96.46 |
96.46 |
96.44 |
96.44 |
-0.05 |
195 |
1,295 |
+84 |
Dec14 |
120621 |
96.35 |
96.35 |
96.35 |
96.35 |
-0.05 |
51 |
415 |
+0 |
Total Volume and Open Interest |
80,384 |
694,308 |
+6,355 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120621 |
96.89 |
96.93 |
96.79 |
96.87 |
-0.01 |
61,011 |
362,357 |
-198 |
Dec12 |
120621 |
96.87 |
96.87 |
96.87 |
96.87 |
-0.01 |
|
|
|
Total Volume and Open Interest |
61,011 |
362,357 |
-198 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120621 |
97.55 |
97.59 |
97.41 |
97.50 |
-0.06 |
149,656 |
395,364 |
+8,619 |
Dec12 |
120621 |
97.50 |
97.50 |
97.50 |
97.50 |
-0.06 |
|
|
|
Total Volume and Open Interest |
149,656 |
395,364 |
+8,619 |
Gold(CMX) |
Jun12 |
120621 |
1603.2 |
1603.3 |
1564.5 |
1564.5 |
-50.3 |
32 |
688 |
-489 |
Aug12 |
120621 |
1607.7 |
1608.2 |
1564.8 |
1565.5 |
-50.3 |
124,749 |
223,051 |
-5,293 |
Oct12 |
120621 |
1608.3 |
1609.0 |
1567.6 |
1567.6 |
-50.4 |
2,029 |
19,602 |
+1,188 |
Dec12 |
120621 |
1611.4 |
1611.4 |
1569.4 |
1569.7 |
-50.4 |
3,760 |
73,480 |
+131 |
Feb13 |
120621 |
1609.0 |
1609.0 |
1571.7 |
1571.7 |
-50.5 |
302 |
20,757 |
+75 |
Apr13 |
120621 |
1605.3 |
1605.3 |
1573.7 |
1573.7 |
-50.5 |
135 |
12,841 |
+24 |
Jun13 |
120621 |
1608.0 |
1608.0 |
1575.7 |
1575.7 |
-50.5 |
1,529 |
17,187 |
+1,070 |
Aug13 |
120621 |
1597.7 |
1597.7 |
1577.8 |
1577.8 |
-50.6 |
182 |
1,467 |
+59 |
Oct13 |
120621 |
1580.2 |
1580.2 |
1580.2 |
1580.2 |
-50.7 |
0 |
449 |
+0 |
Dec13 |
120621 |
1600.0 |
1600.0 |
1582.6 |
1582.6 |
-50.7 |
350 |
9,340 |
+173 |
Feb14 |
120621 |
1585.3 |
1585.3 |
1585.3 |
1585.3 |
-50.7 |
0 |
6 |
+0 |
Apr14 |
120621 |
1588.0 |
1588.0 |
1588.0 |
1588.0 |
-50.9 |
0 |
1 |
+0 |
Total Volume and Open Interest |
136,414 |
418,492 |
-1,876 |
Silver(CMX) |
Jul12 |
120621 |
2804.0 |
2807.0 |
2680.0 |
2683.9 |
-155.0 |
35,014 |
35,867 |
-1,307 |
Sep12 |
120621 |
2811.0 |
2813.0 |
2686.0 |
2690.0 |
-155.3 |
6,150 |
33,563 |
+2,255 |
Dec12 |
120621 |
2817.5 |
2817.5 |
2694.0 |
2697.3 |
-155.3 |
1,016 |
22,009 |
+94 |
Mar13 |
120621 |
2797.5 |
2797.5 |
2698.0 |
2700.9 |
-155.5 |
58 |
4,179 |
+3 |
May13 |
120621 |
2719.0 |
2719.0 |
2699.0 |
2702.5 |
-155.5 |
19 |
2,521 |
+19 |
Jul13 |
120621 |
2773.0 |
2773.0 |
2703.3 |
2703.3 |
-155.5 |
36 |
3,605 |
+25 |
Sep13 |
120621 |
2703.6 |
2703.6 |
2703.6 |
2703.6 |
-155.6 |
0 |
1,862 |
+0 |
Total Volume and Open Interest |
42,752 |
122,508 |
+1,183 |
Platinum(NYMEX) |
Jul12 |
120621 |
1455.9 |
1462.4 |
1431.5 |
1438.6 |
-28.2 |
8,959 |
29,151 |
-1,723 |
Oct12 |
120621 |
1460.8 |
1465.3 |
1437.9 |
1443.6 |
-27.9 |
2,837 |
21,755 |
+2,080 |
Jan13 |
120621 |
1457.7 |
1468.6 |
1442.0 |
1447.0 |
-27.8 |
18 |
901 |
+11 |
Apr13 |
120621 |
1449.9 |
1450.5 |
1449.9 |
1450.5 |
-27.8 |
0 |
23 |
+0 |
Total Volume and Open Interest |
11,814 |
51,831 |
+368 |
Palladium(NYMEX) |
Jun12 |
120621 |
607.80 |
607.80 |
607.40 |
607.40 |
-10.95 |
1 |
4 |
-30 |
Sep12 |
120621 |
618.15 |
620.80 |
606.00 |
608.55 |
-10.95 |
2,997 |
20,577 |
-59 |
Dec12 |
120621 |
618.40 |
618.40 |
608.50 |
609.65 |
-10.95 |
1 |
428 |
+1 |
Total Volume and Open Interest |
3,000 |
21,017 |
-89 |
Copper(CMX) |
Jul12 |
120621 |
338.55 |
338.55 |
329.40 |
329.80 |
-8.95 |
53,867 |
42,634 |
-2,553 |
Sep12 |
120621 |
339.35 |
339.40 |
330.20 |
330.65 |
-8.95 |
12,431 |
59,336 |
+1,026 |
Dec12 |
120621 |
339.90 |
339.90 |
331.50 |
331.75 |
-8.90 |
1,381 |
25,849 |
-102 |
Mar13 |
120621 |
335.00 |
335.00 |
332.45 |
332.65 |
-8.80 |
236 |
6,290 |
+0 |
May13 |
120621 |
334.50 |
334.50 |
333.20 |
333.20 |
-8.80 |
0 |
1,308 |
+0 |
Total Volume and Open Interest |
68,441 |
144,845 |
-1,688 |
DJIA Index(CBOT) |
Sep12 |
120621 |
12727 |
12785 |
12500 |
12502 |
-261 |
96 |
8,958 |
+21 |
Dec12 |
120621 |
12433 |
12694 |
12433 |
12433 |
-261 |
0 |
1 |
+0 |
Mar13 |
120621 |
12366 |
12627 |
12366 |
12366 |
-261 |
|
|
|
Jun13 |
120621 |
12291 |
12552 |
12291 |
12291 |
-261 |
|
|
|
Total Volume and Open Interest |
96 |
8,959 |
+21 |
E-mini DJIA Index(CBOT) |
Jun12 |
120615 |
12674 |
12733 |
12661 |
12729 |
+53 |
26,919 |
56,527 |
-6,750 |
Sep12 |
120621 |
12761 |
12791 |
12492 |
12502 |
-261 |
108,774 |
77,405 |
+189 |
Dec12 |
120621 |
12645 |
12645 |
12433 |
12433 |
-261 |
7 |
23 |
-1 |
Mar13 |
120621 |
12366 |
12366 |
12366 |
12366 |
-261 |
|
|
|
Total Volume and Open Interest |
108,783 |
77,430 |
+190 |
S & P 500(CME) |
Sep12 |
120621 |
1350.40 |
1353.30 |
1317.50 |
1318.30 |
-32.40 |
9,973 |
210,161 |
+176 |
Dec12 |
120621 |
1330.80 |
1345.00 |
1311.00 |
1311.60 |
-32.40 |
1,101 |
12,193 |
+875 |
Mar13 |
120621 |
1315.40 |
1338.40 |
1304.40 |
1304.80 |
-32.60 |
0 |
150 |
+0 |
Jun13 |
120621 |
1309.00 |
1332.00 |
1298.00 |
1298.40 |
-32.60 |
0 |
14 |
+0 |
Total Volume and Open Interest |
11,074 |
222,518 |
+1,051 |
S & P 500 E-Mini(Globex) |
Sep12 |
120621 |
1350.75 |
1353.25 |
1317.50 |
1318.25 |
-32.50 |
1,772,340 |
2,577,825 |
+6,589 |
Dec12 |
120621 |
1343.50 |
1345.25 |
1311.00 |
1311.50 |
-32.50 |
757 |
12,489 |
+287 |
Total Volume and Open Interest |
1,773,122 |
2,590,421 |
+6,881 |
NASDAQ 100(CME) |
Sep12 |
120621 |
2616.50 |
2620.00 |
2548.00 |
2551.80 |
-65.50 |
639 |
3,756 |
+53 |
Dec12 |
120621 |
2565.00 |
2565.00 |
2545.00 |
2545.50 |
-65.50 |
0 |
3 |
+0 |
Mar13 |
120621 |
2540.00 |
2605.50 |
2540.00 |
2540.00 |
-65.50 |
|
|
|
Total Volume and Open Interest |
639 |
3,759 |
+53 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120621 |
2618.30 |
2620.50 |
2548.80 |
2551.80 |
-65.50 |
218,312 |
329,811 |
+925 |
Dec12 |
120621 |
2602.00 |
2602.00 |
2545.50 |
2545.50 |
-65.50 |
4 |
38 |
-3 |
Total Volume and Open Interest |
218,316 |
329,850 |
+922 |
S & P Midcap 400(CME) |
Sep12 |
120621 |
934.00 |
934.00 |
906.60 |
906.60 |
-27.00 |
1 |
332 |
+1 |
Dec12 |
120621 |
904.60 |
931.60 |
904.60 |
904.60 |
-27.00 |
|
|
|
Mar13 |
120621 |
902.60 |
929.60 |
902.60 |
902.60 |
-27.00 |
|
|
|
Total Volume and Open Interest |
1 |
332 |
+1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120621 |
8800 |
8895 |
8740 |
8760 |
-40 |
3,520 |
28,362 |
+11 |
Dec12 |
120621 |
8720 |
8720 |
8720 |
8720 |
-40 |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,520 |
28,364 |
+11 |
Nikkei 225(SGX) |
Sep12 |
120621 |
8735 |
8845 |
8715 |
8825 |
+90 |
75,059 |
168,189 |
-468 |
Dec12 |
120621 |
8765 |
8765 |
8765 |
8765 |
+90 |
1 |
6,455 |
+1 |
Mar13 |
120621 |
8750 |
8750 |
8750 |
8750 |
+85 |
0 |
48 |
+0 |
Total Volume and Open Interest |
75,626 |
187,946 |
-429 |
CAC 40(EURONEXT) |
Jul12 |
120621 |
3107.5 |
3151.0 |
3076.0 |
3111.5 |
-12.0 |
92,528 |
316,743 |
-1,162 |
Aug12 |
120621 |
3112.0 |
3149.5 |
3079.5 |
3112.0 |
-12.0 |
55 |
123 |
+8 |
Sep12 |
120621 |
3104.5 |
3145.0 |
3079.0 |
3107.5 |
-12.0 |
177 |
18,449 |
-2,817 |
Total Volume and Open Interest |
92,760 |
335,434 |
-3,971 |
Hang Seng Index(HKFE) |
Jun12 |
120621 |
19549 |
19558 |
19250 |
19272 |
-300 |
62,635 |
104,873 |
-3,416 |
Jul12 |
120621 |
19554 |
19565 |
19260 |
19276 |
-304 |
1,317 |
7,266 |
+552 |
Total Volume and Open Interest |
64,482 |
116,420 |
-2,499 |
DAX(EUREX) |
Jun12 |
120615 |
6162.0 |
6243.5 |
6152.0 |
6243.5 |
+106.5 |
243,056 |
106,658 |
-29,082 |
Sep12 |
120621 |
6363.0 |
6431.5 |
6267.0 |
6355.5 |
-38.5 |
151,104 |
153,248 |
+1,273 |
Dec12 |
120621 |
6373.0 |
6432.0 |
6276.5 |
6359.0 |
-38.5 |
398 |
5,446 |
+39 |
Total Volume and Open Interest |
151,514 |
158,705 |
+1,323 |
FT-SE 100(EURONEXT) |
Sep12 |
120621 |
5578.50 |
5578.50 |
5454.00 |
5532.00 |
-45.00 |
113,256 |
594,604 |
+3,953 |
Dec12 |
120621 |
5548.00 |
5549.00 |
5503.50 |
5503.50 |
-45.50 |
1 |
446 |
+0 |
Mar13 |
120621 |
5464.50 |
5490.50 |
5464.00 |
5464.00 |
-45.50 |
25 |
31 |
+0 |
Total Volume and Open Interest |
113,282 |
595,081 |
+3,953 |
SPI 200(SFE) |
Jun12 |
120621 |
4125.0 |
4161.0 |
4124.0 |
4142.0 |
+13.0 |
101,311 |
114,626 |
-72,663 |
Sep12 |
120621 |
4089.0 |
4126.0 |
4044.0 |
4059.0 |
-34.0 |
84,982 |
205,106 |
+38,577 |
Dec12 |
120621 |
4054.0 |
4054.0 |
4054.0 |
4054.0 |
-33.0 |
350 |
4,011 |
+238 |
Total Volume and Open Interest |
186,998 |
326,862 |
-33,784 |
GSCI(CME) |
Jul12 |
120621 |
560.00 |
560.00 |
560.00 |
560.00 |
-15.25 |
82 |
8,162 |
+16 |
Aug12 |
120621 |
564.30 |
564.30 |
560.00 |
560.00 |
-15.25 |
1 |
1 |
+1 |
Sep12 |
120621 |
560.00 |
560.00 |
560.00 |
560.00 |
-15.25 |
|
|
|
Total Volume and Open Interest |
83 |
8,163 |
+17 |
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. |
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