|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu April 05, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120405 |
1420.00 |
1434.25 |
1414.75 |
1434.00 |
+14.50 |
100,870 |
231,277 |
+188 |
Jul12 |
120405 |
1424.00 |
1437.75 |
1419.00 |
1437.75 |
+14.00 |
59,581 |
164,969 |
-404 |
Aug12 |
120405 |
1417.75 |
1429.50 |
1412.50 |
1429.25 |
+12.50 |
4,751 |
12,393 |
+1,942 |
Sep12 |
120405 |
1395.50 |
1403.25 |
1387.75 |
1402.50 |
+9.75 |
2,632 |
7,451 |
+305 |
Nov12 |
120405 |
1374.50 |
1384.00 |
1370.25 |
1381.50 |
+6.00 |
54,694 |
205,949 |
+5,998 |
Jan13 |
120405 |
1374.00 |
1382.00 |
1373.25 |
1380.25 |
+5.75 |
6,958 |
35,838 |
+1,173 |
Mar13 |
120405 |
1363.00 |
1368.00 |
1358.00 |
1365.00 |
+3.50 |
7,057 |
43,807 |
+1,067 |
May13 |
120405 |
1347.00 |
1355.00 |
1342.00 |
1349.75 |
+2.25 |
4,990 |
20,745 |
+731 |
Jul13 |
120405 |
1345.00 |
1350.00 |
1339.25 |
1346.50 |
+2.00 |
2,270 |
21,613 |
+337 |
Aug13 |
120405 |
1327.00 |
1327.00 |
1315.50 |
1315.50 |
-1.75 |
0 |
90 |
+0 |
Sep13 |
120405 |
1285.50 |
1287.00 |
1285.50 |
1285.50 |
-1.50 |
4 |
126 |
-1 |
Nov13 |
120405 |
1260.50 |
1262.00 |
1255.00 |
1257.75 |
-1.75 |
513 |
8,725 |
+253 |
Jan14 |
120405 |
1262.00 |
1263.75 |
1262.00 |
1262.00 |
-1.75 |
10 |
158 |
+0 |
Mar14 |
120405 |
1262.00 |
1263.75 |
1262.00 |
1262.00 |
-1.75 |
0 |
3 |
+0 |
Total Volume and Open Interest |
244,385 |
753,669 |
+11,608 |
Soybean Meal(CBOT) |
May12 |
120405 |
388.50 |
393.10 |
387.60 |
391.90 |
+3.70 |
42,802 |
124,804 |
-2,053 |
Jul12 |
120405 |
389.30 |
394.00 |
389.00 |
393.70 |
+4.70 |
18,732 |
51,073 |
+2,640 |
Aug12 |
120405 |
386.90 |
390.10 |
386.90 |
390.00 |
+4.20 |
1,136 |
8,871 |
+221 |
Sep12 |
120405 |
380.80 |
383.40 |
379.50 |
382.60 |
+3.10 |
1,888 |
9,697 |
+440 |
Oct12 |
120405 |
373.50 |
373.80 |
370.30 |
372.40 |
+1.20 |
708 |
5,743 |
+240 |
Dec12 |
120405 |
370.90 |
374.80 |
369.50 |
371.90 |
+1.00 |
8,239 |
35,135 |
+356 |
Jan13 |
120405 |
368.10 |
368.10 |
365.70 |
368.00 |
+0.90 |
248 |
3,948 |
+32 |
Mar13 |
120405 |
362.60 |
363.50 |
359.70 |
362.10 |
+0.60 |
886 |
5,861 |
+11 |
May13 |
120405 |
356.80 |
357.30 |
353.00 |
355.40 |
+0.70 |
1,966 |
4,809 |
+1,476 |
Jul13 |
120405 |
354.30 |
355.70 |
352.00 |
353.90 |
+0.50 |
857 |
2,995 |
+684 |
Total Volume and Open Interest |
77,473 |
256,098 |
+4,036 |
Soybean Oil(CBOT) |
May12 |
120405 |
56.11 |
56.70 |
55.82 |
56.64 |
+0.62 |
52,618 |
149,168 |
-2,901 |
Jul12 |
120405 |
56.52 |
57.08 |
56.26 |
57.03 |
+0.60 |
25,178 |
97,651 |
-656 |
Aug12 |
120405 |
56.72 |
57.26 |
56.50 |
57.22 |
+0.60 |
3,254 |
15,430 |
+943 |
Sep12 |
120405 |
56.85 |
57.39 |
56.59 |
57.36 |
+0.60 |
2,177 |
11,368 |
+309 |
Oct12 |
120405 |
56.95 |
57.43 |
56.95 |
57.43 |
+0.60 |
543 |
8,853 |
+260 |
Dec12 |
120405 |
57.10 |
57.68 |
56.90 |
57.66 |
+0.60 |
11,449 |
59,236 |
-318 |
Jan13 |
120405 |
57.65 |
57.83 |
57.45 |
57.83 |
+0.57 |
939 |
2,463 |
-160 |
Mar13 |
120405 |
57.72 |
58.00 |
57.68 |
58.00 |
+0.49 |
2,899 |
6,694 |
+4 |
May13 |
120405 |
57.86 |
58.07 |
57.56 |
58.05 |
+0.49 |
1,220 |
2,912 |
+33 |
Jul13 |
120405 |
57.69 |
58.10 |
57.60 |
58.10 |
+0.50 |
968 |
3,909 |
+351 |
Total Volume and Open Interest |
101,347 |
362,335 |
-2,098 |
Canola(WCE) |
May12 |
120405 |
622.3 |
624.6 |
619.0 |
621.6 |
+0.9 |
10,266 |
60,103 |
-5,826 |
Jul12 |
120405 |
617.5 |
620.0 |
614.5 |
617.1 |
+0.5 |
8,629 |
53,269 |
+3,628 |
Nov12 |
120405 |
581.5 |
585.3 |
578.2 |
580.7 |
-0.4 |
6,613 |
77,974 |
-20 |
Jan13 |
120405 |
586.9 |
588.4 |
583.2 |
585.2 |
-0.3 |
1,269 |
11,168 |
+182 |
Mar13 |
120405 |
589.7 |
589.9 |
585.9 |
589.5 |
-0.6 |
469 |
5,582 |
+129 |
Total Volume and Open Interest |
27,309 |
211,501 |
-1,862 |
Corn(CBOT) |
May12 |
120405 |
657.00 |
663.25 |
654.75 |
658.25 |
+1.50 |
185,188 |
414,539 |
-8,646 |
Jul12 |
120405 |
651.25 |
657.50 |
648.50 |
652.25 |
+1.50 |
107,062 |
354,379 |
+3,850 |
Sep12 |
120405 |
565.00 |
572.00 |
561.50 |
569.25 |
+4.50 |
22,592 |
148,930 |
+235 |
Dec12 |
120405 |
544.25 |
550.75 |
541.00 |
550.25 |
+6.00 |
43,596 |
326,664 |
+4,164 |
Mar13 |
120405 |
554.50 |
562.00 |
552.50 |
561.00 |
+6.25 |
2,507 |
50,027 |
-259 |
May13 |
120405 |
564.00 |
570.00 |
561.00 |
569.00 |
+6.25 |
1,104 |
8,032 |
+172 |
Jul13 |
120405 |
566.50 |
576.25 |
566.25 |
576.25 |
+7.00 |
1,243 |
9,303 |
+223 |
Sep13 |
120405 |
552.00 |
557.50 |
549.00 |
556.25 |
+7.25 |
33 |
1,236 |
+12 |
Dec13 |
120405 |
545.00 |
550.75 |
542.75 |
550.75 |
+4.50 |
854 |
24,727 |
+434 |
Mar14 |
120405 |
557.50 |
561.75 |
557.50 |
561.75 |
+4.25 |
1 |
527 |
+0 |
Total Volume and Open Interest |
364,332 |
1,342,159 |
+204 |
Wheat(CBOT) |
May12 |
120405 |
641.00 |
650.00 |
636.00 |
638.50 |
-0.75 |
55,586 |
157,613 |
-1,846 |
Jul12 |
120405 |
651.00 |
659.00 |
645.00 |
646.25 |
-3.50 |
29,879 |
146,944 |
+1,734 |
Sep12 |
120405 |
665.00 |
671.50 |
657.50 |
659.25 |
-4.50 |
7,437 |
59,188 |
+351 |
Dec12 |
120405 |
685.00 |
692.00 |
679.00 |
680.75 |
-4.75 |
9,026 |
79,529 |
+735 |
Mar13 |
120405 |
700.50 |
707.00 |
695.00 |
697.75 |
-3.75 |
908 |
12,686 |
+78 |
May13 |
120405 |
710.50 |
715.75 |
709.00 |
712.25 |
unch |
38 |
802 |
-5 |
Total Volume and Open Interest |
104,235 |
466,165 |
+1,392 |
Wheat(KCBT) |
May12 |
120405 |
671.00 |
681.25 |
662.00 |
662.00 |
-7.50 |
12,407 |
40,152 |
-135 |
Jul12 |
120405 |
680.25 |
690.75 |
671.50 |
672.00 |
-7.00 |
6,983 |
66,342 |
+1,082 |
Sep12 |
120405 |
696.50 |
704.50 |
685.50 |
686.00 |
-8.50 |
2,003 |
15,003 |
+399 |
Dec12 |
120405 |
719.00 |
724.50 |
706.50 |
706.50 |
-9.25 |
1,595 |
19,200 |
+5 |
Mar13 |
120405 |
730.00 |
736.25 |
721.00 |
721.00 |
-9.25 |
196 |
1,306 |
+140 |
May13 |
120405 |
738.00 |
742.00 |
725.50 |
725.50 |
-8.75 |
44 |
253 |
+17 |
Total Volume and Open Interest |
23,434 |
142,998 |
+1,594 |
Wheat(MGE) |
May12 |
120405 |
845.00 |
858.50 |
842.25 |
846.00 |
+0.25 |
2,724 |
10,332 |
-240 |
Jul12 |
120405 |
840.75 |
852.00 |
837.00 |
839.00 |
-1.75 |
1,157 |
11,531 |
+389 |
Sep12 |
120405 |
826.25 |
835.00 |
822.75 |
824.25 |
-4.00 |
747 |
9,958 |
-120 |
Dec12 |
120405 |
819.25 |
822.25 |
812.50 |
814.50 |
-4.50 |
533 |
6,443 |
+86 |
Mar13 |
120405 |
813.00 |
813.50 |
806.50 |
808.25 |
-7.00 |
45 |
719 |
-22 |
Total Volume and Open Interest |
5,211 |
39,001 |
+96 |
Oats(CBOT) |
May12 |
120405 |
335.00 |
340.00 |
335.00 |
337.00 |
+2.00 |
308 |
4,771 |
-46 |
Jul12 |
120405 |
334.50 |
338.50 |
333.25 |
335.50 |
+2.25 |
100 |
3,320 |
-18 |
Sep12 |
120405 |
333.25 |
333.25 |
333.25 |
333.25 |
unch |
23 |
247 |
+1 |
Dec12 |
120405 |
340.00 |
340.00 |
339.00 |
339.25 |
+0.25 |
48 |
2,228 |
+0 |
Total Volume and Open Interest |
479 |
10,573 |
-63 |
Rough Rice(CBOT) |
May12 |
120405 |
14.90 |
15.07 |
14.82 |
15.05 |
+0.14 |
495 |
9,616 |
+13 |
Jul12 |
120405 |
15.17 |
15.34 |
15.10 |
15.31 |
+0.14 |
314 |
5,124 |
+76 |
Sep12 |
120405 |
15.39 |
15.53 |
15.39 |
15.51 |
+0.11 |
58 |
1,511 |
+30 |
Nov12 |
120405 |
15.71 |
15.75 |
15.66 |
15.73 |
+0.10 |
0 |
78 |
+0 |
Total Volume and Open Interest |
867 |
16,337 |
+119 |
Live Cattle(CME) |
Apr12 |
120405 |
117.950 |
119.050 |
117.785 |
118.330 |
+0.430 |
14,279 |
35,407 |
-1,944 |
Jun12 |
120405 |
115.135 |
116.100 |
114.950 |
115.830 |
+0.695 |
32,556 |
150,292 |
-58 |
Aug12 |
120405 |
117.850 |
118.800 |
117.750 |
118.480 |
+0.595 |
12,488 |
89,907 |
+366 |
Oct12 |
120405 |
123.535 |
124.430 |
123.350 |
123.980 |
+0.530 |
7,769 |
48,450 |
+1,048 |
Dec12 |
120405 |
125.750 |
126.150 |
125.285 |
125.980 |
+0.595 |
3,449 |
26,404 |
+238 |
Feb13 |
120405 |
126.200 |
126.900 |
126.050 |
126.830 |
+0.500 |
579 |
7,177 |
-68 |
Total Volume and Open Interest |
71,202 |
361,339 |
-403 |
Feeder Cattle(CME) |
Apr12 |
120405 |
148.785 |
149.100 |
148.300 |
148.735 |
+0.050 |
2,078 |
6,983 |
-400 |
May12 |
120405 |
148.075 |
148.800 |
148.035 |
148.325 |
+0.125 |
5,325 |
13,745 |
-649 |
Aug12 |
120405 |
150.500 |
151.130 |
150.285 |
150.950 |
+0.250 |
3,423 |
14,158 |
+368 |
Sep12 |
120405 |
151.850 |
152.400 |
151.400 |
152.400 |
+0.600 |
647 |
3,268 |
-51 |
Oct12 |
120405 |
152.350 |
153.150 |
152.050 |
153.130 |
+0.580 |
270 |
1,735 |
+41 |
Nov12 |
120405 |
152.535 |
153.200 |
152.500 |
153.185 |
+0.250 |
217 |
1,037 |
+28 |
Jan13 |
120405 |
153.050 |
153.500 |
153.000 |
153.300 |
-0.300 |
127 |
422 |
+98 |
Total Volume and Open Interest |
12,089 |
41,355 |
-563 |
Lean Hogs(CME) |
Apr12 |
120405 |
84.350 |
84.800 |
84.285 |
84.500 |
+0.650 |
3,930 |
18,133 |
-293 |
May12 |
120405 |
93.350 |
94.385 |
93.150 |
94.230 |
+1.480 |
219 |
2,731 |
+12 |
Jun12 |
120405 |
92.285 |
93.635 |
92.200 |
93.535 |
+1.535 |
15,770 |
99,916 |
-79 |
Jul12 |
120405 |
92.385 |
93.500 |
92.285 |
93.300 |
+1.400 |
2,404 |
27,992 |
-727 |
Aug12 |
120405 |
92.785 |
94.000 |
92.750 |
93.850 |
+1.370 |
4,425 |
37,928 |
-641 |
Oct12 |
120405 |
84.700 |
85.600 |
84.500 |
85.350 |
+1.020 |
3,823 |
36,502 |
+462 |
Dec12 |
120405 |
81.600 |
82.300 |
81.550 |
82.250 |
+0.950 |
1,610 |
22,202 |
+88 |
Feb13 |
120405 |
82.800 |
83.400 |
82.500 |
83.250 |
+1.200 |
270 |
7,117 |
+34 |
Total Volume and Open Interest |
32,753 |
259,416 |
-974 |
Class III Milk(CME) |
Apr12 |
120405 |
15.57 |
15.59 |
15.50 |
15.50 |
-0.21 |
567 |
5,009 |
-63 |
May12 |
120405 |
15.44 |
15.44 |
15.19 |
15.31 |
-0.16 |
359 |
4,339 |
+92 |
Jun12 |
120405 |
15.56 |
15.56 |
15.33 |
15.35 |
-0.23 |
295 |
3,659 |
+66 |
Jul12 |
120405 |
16.20 |
16.20 |
16.00 |
16.03 |
-0.19 |
128 |
2,652 |
+34 |
Aug12 |
120405 |
16.80 |
16.80 |
16.60 |
16.65 |
-0.18 |
141 |
2,613 |
+23 |
Total Volume and Open Interest |
1,625 |
27,097 |
+169 |
Cocoa(ICE) |
May12 |
120405 |
2090 |
2132 |
2068 |
2085 |
+2 |
16,112 |
53,542 |
-2,892 |
Jul12 |
120405 |
2111 |
2150 |
2094 |
2108 |
-1 |
10,592 |
46,050 |
+3,416 |
Sep12 |
120405 |
2146 |
2170 |
2114 |
2128 |
-2 |
1,966 |
23,846 |
+331 |
Dec12 |
120405 |
2175 |
2187 |
2134 |
2147 |
-1 |
924 |
22,696 |
+299 |
Mar13 |
120405 |
2189 |
2199 |
2149 |
2163 |
-1 |
963 |
23,169 |
-42 |
May13 |
120405 |
2203 |
2203 |
2175 |
2175 |
+1 |
307 |
4,303 |
+93 |
Jul13 |
120405 |
2215 |
2215 |
2187 |
2187 |
+1 |
81 |
1,675 |
-26 |
Total Volume and Open Interest |
31,071 |
176,650 |
+1,302 |
Coffee "C"(ICE) |
May12 |
120405 |
184.00 |
185.00 |
180.95 |
183.00 |
-1.75 |
13,344 |
63,401 |
-2,364 |
Jul12 |
120405 |
186.65 |
187.60 |
183.45 |
185.50 |
-1.85 |
7,091 |
40,350 |
+2,134 |
Sep12 |
120405 |
189.55 |
190.05 |
186.50 |
188.35 |
-1.85 |
1,843 |
29,163 |
+182 |
Dec12 |
120405 |
195.00 |
195.00 |
190.90 |
192.35 |
-1.80 |
1,888 |
14,661 |
+589 |
Mar13 |
120405 |
199.00 |
199.00 |
195.00 |
196.55 |
-1.70 |
308 |
5,476 |
+104 |
May13 |
120405 |
201.50 |
201.50 |
198.75 |
199.45 |
-1.65 |
204 |
2,678 |
+55 |
Total Volume and Open Interest |
24,820 |
157,812 |
+776 |
Orange Juice(ICE) |
May12 |
120405 |
161.25 |
161.25 |
155.05 |
158.70 |
-1.95 |
2,047 |
12,670 |
-1,209 |
Jul12 |
120405 |
157.40 |
157.90 |
155.00 |
157.90 |
-0.40 |
1,219 |
4,388 |
+606 |
Sep12 |
120405 |
156.50 |
156.60 |
154.40 |
156.60 |
-0.60 |
216 |
1,280 |
+84 |
Nov12 |
120405 |
154.75 |
155.00 |
152.55 |
153.75 |
-0.70 |
640 |
1,674 |
+627 |
Jan13 |
120405 |
154.50 |
154.95 |
153.50 |
153.50 |
-0.30 |
3 |
227 |
+0 |
Mar13 |
120405 |
154.00 |
154.00 |
154.00 |
154.00 |
+0.30 |
0 |
34 |
+0 |
Total Volume and Open Interest |
4,125 |
20,277 |
+108 |
Sugar #11(ICE) |
May12 |
120405 |
24.42 |
24.73 |
24.35 |
24.58 |
+0.16 |
45,182 |
192,837 |
-14,393 |
Jul12 |
120405 |
23.54 |
23.83 |
23.47 |
23.70 |
+0.16 |
29,776 |
233,375 |
+3,000 |
Oct12 |
120405 |
23.68 |
24.09 |
23.68 |
23.96 |
+0.19 |
19,950 |
129,401 |
+2,624 |
Mar13 |
120405 |
24.52 |
24.84 |
24.46 |
24.78 |
+0.23 |
9,168 |
89,122 |
+1,848 |
May13 |
120405 |
24.24 |
24.47 |
24.14 |
24.43 |
+0.21 |
1,896 |
22,107 |
+688 |
Jul13 |
120405 |
23.91 |
24.14 |
23.84 |
24.09 |
+0.19 |
535 |
20,256 |
+103 |
Oct13 |
120405 |
23.90 |
24.12 |
23.80 |
24.08 |
+0.22 |
558 |
21,334 |
+16 |
Mar14 |
120405 |
23.91 |
24.10 |
23.75 |
24.06 |
+0.20 |
386 |
16,025 |
+210 |
Total Volume and Open Interest |
107,868 |
735,961 |
-5,735 |
London Cocoa(LCE) |
May12 |
120405 |
1394 |
1437 |
1389 |
1421 |
+23 |
6,228 |
43,387 |
+40 |
Jul12 |
120405 |
1405 |
1442 |
1399 |
1426 |
+17 |
5,311 |
51,369 |
+406 |
Sep12 |
120405 |
1413 |
1449 |
1407 |
1431 |
+14 |
5,154 |
27,420 |
-124 |
Dec12 |
120405 |
1413 |
1455 |
1413 |
1436 |
+14 |
2,363 |
26,997 |
+13 |
Mar13 |
120405 |
1415 |
1446 |
1409 |
1425 |
+8 |
3,482 |
30,421 |
+225 |
May13 |
120405 |
1420 |
1445 |
1418 |
1431 |
+8 |
944 |
9,082 |
-63 |
Jul13 |
120405 |
1425 |
1434 |
1425 |
1434 |
+11 |
0 |
4,062 |
+119 |
Total Volume and Open Interest |
23,599 |
196,840 |
+656 |
London Sugar(LCE) |
May12 |
120405 |
636.00 |
644.00 |
635.70 |
643.90 |
+5.40 |
7,099 |
22,011 |
-2,177 |
Aug12 |
120405 |
626.50 |
632.90 |
625.00 |
632.90 |
+4.20 |
4,498 |
20,372 |
+1,023 |
Oct12 |
120405 |
618.80 |
623.70 |
616.00 |
623.40 |
+4.40 |
1,151 |
10,484 |
+185 |
Dec12 |
120405 |
624.70 |
629.50 |
622.00 |
629.30 |
+4.60 |
129 |
3,303 |
+115 |
Mar13 |
120405 |
627.80 |
635.60 |
627.80 |
635.60 |
+5.70 |
42 |
5,055 |
+14 |
Total Volume and Open Interest |
12,919 |
62,114 |
-840 |
Cotton(ICE) |
May12 |
120405 |
89.43 |
90.44 |
88.20 |
88.54 |
-0.78 |
12,710 |
68,131 |
-2,574 |
Jul12 |
120405 |
89.35 |
90.29 |
88.12 |
88.39 |
-0.87 |
6,411 |
62,731 |
+1,063 |
Oct12 |
120405 |
89.50 |
89.50 |
88.66 |
88.66 |
-1.10 |
12 |
89 |
+0 |
Dec12 |
120405 |
88.38 |
89.00 |
87.46 |
87.54 |
-0.72 |
3,203 |
56,414 |
+1,100 |
Mar13 |
120405 |
89.47 |
89.47 |
88.50 |
88.58 |
-0.44 |
84 |
2,366 |
+73 |
May13 |
120405 |
89.37 |
89.37 |
88.84 |
88.84 |
-0.08 |
111 |
590 |
-61 |
Total Volume and Open Interest |
22,598 |
191,444 |
-374 |
Lumber(CME) |
May12 |
120405 |
260.9 |
269.1 |
260.8 |
266.9 |
+7.8 |
431 |
4,893 |
-132 |
Jul12 |
120405 |
265.8 |
274.4 |
265.8 |
272.0 |
+7.3 |
358 |
3,881 |
+135 |
Sep12 |
120405 |
273.7 |
280.0 |
273.7 |
276.9 |
+4.9 |
87 |
1,195 |
+53 |
Nov12 |
120405 |
277.0 |
279.0 |
277.0 |
277.0 |
+6.0 |
4 |
646 |
-2 |
Total Volume and Open Interest |
880 |
10,658 |
+54 |
Crude Oil(NYM) |
May12 |
120405 |
101.96 |
103.40 |
101.37 |
103.31 |
+1.84 |
245,541 |
255,642 |
-10,823 |
Jun12 |
120405 |
102.44 |
103.92 |
101.92 |
103.83 |
+1.80 |
72,891 |
181,958 |
+8,086 |
Jul12 |
120405 |
103.09 |
104.45 |
102.50 |
104.35 |
+1.74 |
38,471 |
117,058 |
-1,116 |
Aug12 |
120405 |
103.54 |
104.84 |
102.93 |
104.79 |
+1.71 |
26,261 |
85,717 |
+4,485 |
Sep12 |
120405 |
103.90 |
105.20 |
103.25 |
105.13 |
+1.68 |
24,390 |
62,434 |
+912 |
Oct12 |
120405 |
103.93 |
105.44 |
103.76 |
105.37 |
+1.63 |
12,610 |
44,116 |
+337 |
Nov12 |
120405 |
104.33 |
105.57 |
103.86 |
105.52 |
+1.57 |
6,865 |
33,923 |
+895 |
Dec12 |
120405 |
104.45 |
105.74 |
103.82 |
105.64 |
+1.52 |
40,127 |
192,504 |
-1,383 |
Jan13 |
120405 |
104.78 |
105.67 |
103.95 |
105.67 |
+1.48 |
3,776 |
41,130 |
-10 |
Feb13 |
120405 |
105.06 |
105.61 |
104.88 |
105.61 |
+1.44 |
4,874 |
20,953 |
-1,193 |
Mar13 |
120405 |
104.21 |
105.51 |
104.21 |
105.51 |
+1.40 |
4,687 |
32,918 |
-478 |
Apr13 |
120405 |
104.97 |
105.33 |
104.97 |
105.30 |
+1.36 |
1,079 |
15,168 |
+168 |
May13 |
120405 |
104.50 |
105.06 |
104.50 |
105.06 |
+1.32 |
1,209 |
13,041 |
-27 |
Jun13 |
120405 |
103.37 |
104.85 |
103.32 |
104.80 |
+1.27 |
7,522 |
69,412 |
+1,613 |
Jul13 |
120405 |
104.46 |
104.46 |
104.46 |
104.46 |
+1.24 |
830 |
12,061 |
+318 |
Aug13 |
120405 |
104.12 |
104.12 |
104.12 |
104.12 |
+1.20 |
1,042 |
7,914 |
+713 |
Total Volume and Open Interest |
542,362 |
1,569,070 |
+6,405 |
e-miNY Crude Oil(NYM) |
Apr12 |
120319 |
107.225 |
108.250 |
106.550 |
108.100 |
+1.050 |
10,868 |
1,515 |
+254 |
May12 |
120405 |
101.975 |
103.400 |
101.350 |
103.300 |
+1.825 |
8,310 |
1,574 |
+97 |
Jun12 |
120405 |
102.500 |
103.900 |
101.925 |
103.825 |
+1.800 |
212 |
323 |
+26 |
Jul12 |
120405 |
103.400 |
104.350 |
102.850 |
104.350 |
+1.750 |
10 |
75 |
+0 |
Aug12 |
120405 |
103.300 |
104.800 |
103.300 |
104.800 |
+1.725 |
3 |
12 |
-1 |
Sep12 |
120405 |
104.325 |
105.125 |
103.700 |
105.125 |
+1.675 |
2 |
33 |
-1 |
Oct12 |
120405 |
105.375 |
105.375 |
105.375 |
105.375 |
+1.625 |
1 |
10 |
+0 |
Nov12 |
120405 |
105.525 |
105.525 |
105.525 |
105.525 |
+1.575 |
0 |
1 |
+0 |
Dec12 |
120405 |
104.125 |
105.650 |
104.125 |
105.650 |
+1.525 |
0 |
240 |
+0 |
Jan13 |
120405 |
105.675 |
105.675 |
105.675 |
105.675 |
+1.475 |
0 |
6 |
+0 |
Total Volume and Open Interest |
8,542 |
2,445 |
+121 |
Heating Oil(NYM) |
May12 |
120405 |
316.80 |
318.95 |
314.19 |
316.92 |
+0.83 |
53,227 |
92,343 |
-1,976 |
Jun12 |
120405 |
318.20 |
319.33 |
315.04 |
317.85 |
+0.96 |
25,904 |
62,516 |
+714 |
Jul12 |
120405 |
318.98 |
320.48 |
316.02 |
318.90 |
+1.09 |
14,064 |
35,825 |
+859 |
Aug12 |
120405 |
318.80 |
320.37 |
317.24 |
319.97 |
+1.21 |
8,318 |
21,048 |
+697 |
Sep12 |
120405 |
319.90 |
321.86 |
317.90 |
320.90 |
+1.30 |
8,779 |
17,465 |
+305 |
Oct12 |
120405 |
320.70 |
322.24 |
319.05 |
321.68 |
+1.29 |
3,451 |
9,680 |
+207 |
Nov12 |
120405 |
319.99 |
323.24 |
319.41 |
322.33 |
+1.28 |
2,268 |
4,629 |
-287 |
Dec12 |
120405 |
323.70 |
323.72 |
320.04 |
322.83 |
+1.24 |
9,949 |
31,558 |
+289 |
Jan13 |
120405 |
320.32 |
323.16 |
320.32 |
323.06 |
+1.27 |
379 |
6,280 |
-24 |
Feb13 |
120405 |
319.90 |
322.41 |
319.90 |
322.41 |
+1.32 |
95 |
1,100 |
-18 |
Mar13 |
120405 |
318.06 |
320.76 |
318.06 |
320.76 |
+1.32 |
523 |
2,137 |
+466 |
Apr13 |
120405 |
318.46 |
318.46 |
318.46 |
318.46 |
+1.32 |
16 |
852 |
+9 |
Total Volume and Open Interest |
126,973 |
285,433 |
+1,241 |
Gasoline(NYMEX) |
May12 |
120405 |
333.34 |
334.57 |
329.45 |
334.05 |
+0.69 |
72,414 |
113,480 |
+1,061 |
Jun12 |
120405 |
326.10 |
327.91 |
323.29 |
327.66 |
+1.38 |
51,822 |
64,366 |
-1,433 |
Jul12 |
120405 |
320.59 |
321.92 |
317.55 |
321.77 |
+1.92 |
37,263 |
42,898 |
-3,996 |
Aug12 |
120405 |
315.23 |
316.45 |
312.26 |
316.35 |
+2.06 |
19,748 |
29,459 |
+1,862 |
Sep12 |
120405 |
308.82 |
311.24 |
306.88 |
311.12 |
+2.20 |
9,910 |
27,152 |
-1,022 |
Oct12 |
120405 |
294.07 |
295.48 |
291.16 |
295.41 |
+2.18 |
4,432 |
20,242 |
+192 |
Nov12 |
120405 |
289.07 |
291.24 |
288.09 |
291.24 |
+2.13 |
1,699 |
7,203 |
-192 |
Dec12 |
120405 |
287.71 |
289.17 |
285.36 |
289.17 |
+2.04 |
3,697 |
23,822 |
+763 |
Jan13 |
120405 |
288.59 |
288.59 |
288.59 |
288.59 |
+2.04 |
261 |
5,242 |
-128 |
Feb13 |
120405 |
289.39 |
289.39 |
289.39 |
289.39 |
+1.99 |
110 |
1,981 |
-6 |
Total Volume and Open Interest |
201,824 |
345,747 |
-2,688 |
e-miNY RBOB Gasoline(NYM) |
May12 |
120405 |
332.70 |
334.10 |
332.00 |
334.10 |
+0.70 |
1 |
1 |
+1 |
Jun12 |
120405 |
327.70 |
327.70 |
327.66 |
327.70 |
+1.40 |
|
|
|
Jul12 |
120405 |
321.80 |
321.80 |
321.77 |
321.80 |
+1.90 |
|
|
|
Aug12 |
120405 |
316.40 |
316.40 |
316.35 |
316.40 |
+2.10 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+1 |
Natural Gas(NYM) |
May12 |
120405 |
2.137 |
2.159 |
2.084 |
2.089 |
-0.052 |
123,044 |
288,314 |
-3,252 |
Jun12 |
120405 |
2.266 |
2.280 |
2.197 |
2.201 |
-0.066 |
44,312 |
117,811 |
+6,462 |
Jul12 |
120405 |
2.406 |
2.414 |
2.323 |
2.326 |
-0.080 |
43,232 |
143,009 |
-4,336 |
Aug12 |
120405 |
2.485 |
2.494 |
2.404 |
2.406 |
-0.079 |
25,154 |
57,828 |
+5,883 |
Sep12 |
120405 |
2.503 |
2.526 |
2.442 |
2.444 |
-0.076 |
15,783 |
89,319 |
+956 |
Oct12 |
120405 |
2.588 |
2.609 |
2.526 |
2.530 |
-0.074 |
20,950 |
147,641 |
-1,604 |
Nov12 |
120405 |
2.844 |
2.864 |
2.796 |
2.796 |
-0.063 |
5,902 |
50,893 |
+244 |
Dec12 |
120405 |
3.219 |
3.230 |
3.167 |
3.168 |
-0.062 |
6,921 |
54,704 |
+860 |
Jan13 |
120405 |
3.380 |
3.398 |
3.325 |
3.329 |
-0.056 |
11,418 |
73,623 |
+613 |
Feb13 |
120405 |
3.390 |
3.407 |
3.340 |
3.340 |
-0.056 |
2,158 |
18,502 |
-128 |
Mar13 |
120405 |
3.372 |
3.382 |
3.317 |
3.317 |
-0.055 |
3,600 |
28,087 |
+125 |
Apr13 |
120405 |
3.352 |
3.357 |
3.299 |
3.299 |
-0.055 |
4,813 |
41,512 |
+527 |
May13 |
120405 |
3.399 |
3.402 |
3.342 |
3.342 |
-0.054 |
1,079 |
11,963 |
+359 |
Jun13 |
120405 |
3.437 |
3.451 |
3.395 |
3.395 |
-0.054 |
619 |
4,687 |
+82 |
Jul13 |
120405 |
3.489 |
3.495 |
3.450 |
3.450 |
-0.053 |
349 |
5,033 |
+24 |
Aug13 |
120405 |
3.516 |
3.520 |
3.474 |
3.474 |
-0.053 |
242 |
5,669 |
-13 |
Total Volume and Open Interest |
313,808 |
1,234,227 |
+7,253 |
Brent Crude Oil(ICE) |
May12 |
120405 |
122.54 |
123.54 |
121.80 |
123.43 |
+1.09 |
209,245 |
162,722 |
-15,753 |
Jun12 |
120405 |
122.05 |
123.00 |
121.25 |
122.83 |
+0.97 |
169,220 |
216,416 |
+11,552 |
Jul12 |
120405 |
121.59 |
122.47 |
120.70 |
122.27 |
+0.87 |
82,234 |
115,611 |
+6,527 |
Aug12 |
120405 |
121.06 |
121.86 |
120.17 |
121.69 |
+0.81 |
41,686 |
79,830 |
+7,005 |
Sep12 |
120405 |
120.39 |
121.21 |
119.48 |
121.00 |
+0.79 |
25,936 |
84,325 |
+4,680 |
Oct12 |
120405 |
119.62 |
120.42 |
118.73 |
120.24 |
+0.79 |
23,197 |
63,936 |
+2,925 |
Nov12 |
120405 |
118.93 |
119.75 |
118.04 |
119.55 |
+0.78 |
12,427 |
36,838 |
+2,293 |
Dec12 |
120405 |
118.24 |
119.10 |
117.35 |
118.84 |
+0.76 |
45,965 |
108,317 |
+369 |
Jan13 |
120405 |
117.44 |
118.17 |
117.07 |
118.17 |
+0.74 |
3,448 |
17,358 |
+198 |
Feb13 |
120405 |
117.53 |
117.53 |
117.53 |
117.53 |
+0.74 |
3,295 |
10,343 |
-175 |
Mar13 |
120405 |
116.95 |
116.95 |
116.95 |
116.95 |
+0.74 |
1,601 |
11,061 |
+215 |
Apr13 |
120405 |
116.25 |
116.35 |
116.25 |
116.35 |
+0.76 |
929 |
7,125 |
-63 |
May13 |
120405 |
115.58 |
115.73 |
115.58 |
115.73 |
+0.79 |
814 |
8,799 |
+428 |
Jun13 |
120405 |
115.03 |
115.09 |
113.70 |
115.09 |
+0.80 |
5,817 |
36,420 |
+1,148 |
Total Volume and Open Interest |
652,948 |
1,171,142 |
+24,539 |
Gas Oil(ICE) |
Apr12 |
120405 |
1010.25 |
1014.25 |
1000.50 |
1007.00 |
-5.75 |
33,682 |
60,834 |
-7,731 |
May12 |
120405 |
1009.75 |
1015.50 |
1001.75 |
1008.75 |
-5.25 |
84,997 |
134,429 |
+1,708 |
Jun12 |
120405 |
1010.75 |
1014.75 |
1001.25 |
1008.50 |
-4.75 |
54,222 |
73,481 |
+5,683 |
Jul12 |
120405 |
1011.00 |
1015.00 |
1001.50 |
1009.50 |
-4.25 |
21,401 |
44,020 |
+2,597 |
Aug12 |
120405 |
1012.75 |
1014.00 |
1002.00 |
1010.25 |
-4.00 |
8,479 |
32,834 |
+1,369 |
Sep12 |
120405 |
1013.00 |
1014.25 |
1002.50 |
1010.75 |
-3.50 |
6,429 |
25,190 |
+734 |
Oct12 |
120405 |
1011.25 |
1013.00 |
1002.25 |
1009.50 |
-3.25 |
2,051 |
16,497 |
+360 |
Nov12 |
120405 |
1009.50 |
1011.75 |
1000.75 |
1007.50 |
-3.00 |
1,140 |
12,975 |
+75 |
Dec12 |
120405 |
1008.00 |
1009.00 |
996.75 |
1005.00 |
-2.50 |
11,101 |
40,766 |
-1,438 |
Jan13 |
120405 |
1004.25 |
1004.25 |
994.75 |
1003.25 |
-2.00 |
251 |
15,514 |
-144 |
Total Volume and Open Interest |
227,763 |
530,425 |
+3,472 |
Ethanol(CBOT) |
Apr12 |
120404 |
2.280 |
2.280 |
2.260 |
2.266 |
-0.015 |
38 |
185 |
-5 |
May12 |
120405 |
2.284 |
2.291 |
2.268 |
2.284 |
+0.009 |
259 |
1,554 |
-17 |
Jun12 |
120405 |
2.302 |
2.309 |
2.286 |
2.299 |
+0.004 |
126 |
838 |
-16 |
Jul12 |
120405 |
2.319 |
2.319 |
2.290 |
2.304 |
+0.007 |
318 |
2,493 |
+39 |
Aug12 |
120405 |
2.290 |
2.290 |
2.260 |
2.271 |
+0.001 |
73 |
1,591 |
-16 |
Sep12 |
120405 |
2.184 |
2.194 |
2.180 |
2.184 |
+0.004 |
20 |
1,258 |
+1 |
Oct12 |
120405 |
2.103 |
2.116 |
2.100 |
2.113 |
+0.011 |
67 |
1,146 |
+12 |
Nov12 |
120405 |
2.064 |
2.080 |
2.064 |
2.079 |
+0.022 |
70 |
1,637 |
-22 |
Total Volume and Open Interest |
1,011 |
12,134 |
-12 |
WTI Crude Oil(ICE) |
May12 |
120405 |
102.08 |
103.41 |
101.37 |
103.31 |
+1.84 |
50,223 |
49,958 |
-1,290 |
Jun12 |
120405 |
102.60 |
103.91 |
101.92 |
103.83 |
+1.80 |
22,095 |
60,379 |
+870 |
Jul12 |
120405 |
103.13 |
104.42 |
102.63 |
104.35 |
+1.74 |
13,537 |
30,066 |
-945 |
Aug12 |
120405 |
103.75 |
104.83 |
102.95 |
104.79 |
+1.71 |
7,178 |
20,304 |
+1,349 |
Sep12 |
120405 |
103.90 |
105.16 |
103.24 |
105.13 |
+1.68 |
8,905 |
21,204 |
+338 |
Oct12 |
120405 |
104.14 |
105.39 |
103.82 |
105.37 |
+1.63 |
4,799 |
13,691 |
+551 |
Nov12 |
120405 |
104.06 |
105.53 |
103.98 |
105.52 |
+1.57 |
2,057 |
7,697 |
-19 |
Dec12 |
120405 |
104.73 |
105.75 |
103.95 |
105.64 |
+1.52 |
12,137 |
68,834 |
+1,961 |
Jan13 |
120405 |
104.25 |
105.67 |
104.25 |
105.67 |
+1.48 |
749 |
7,042 |
+4 |
Feb13 |
120405 |
105.61 |
105.61 |
105.61 |
105.61 |
+1.44 |
756 |
3,623 |
+124 |
Mar13 |
120405 |
105.51 |
105.51 |
105.51 |
105.51 |
+1.40 |
551 |
4,389 |
-24 |
Apr13 |
120405 |
105.30 |
105.30 |
105.30 |
105.30 |
+1.36 |
266 |
912 |
+32 |
May13 |
120405 |
105.06 |
105.06 |
105.06 |
105.06 |
+1.32 |
21 |
852 |
-3 |
Jun13 |
120405 |
103.51 |
104.80 |
103.51 |
104.80 |
+1.27 |
1,273 |
16,823 |
-327 |
Jul13 |
120405 |
104.46 |
104.46 |
104.46 |
104.46 |
+1.24 |
0 |
253 |
+0 |
Aug13 |
120405 |
104.12 |
104.12 |
104.12 |
104.12 |
+1.20 |
301 |
1,258 |
+300 |
Total Volume and Open Interest |
131,887 |
412,326 |
+4,677 |
US Dollar Index(ICE) |
Jun12 |
120405 |
79.915 |
80.365 |
79.790 |
80.293 |
+0.343 |
28,232 |
44,018 |
-691 |
Sep12 |
120405 |
80.550 |
80.705 |
80.525 |
80.668 |
+0.328 |
71 |
576 |
-10 |
Dec12 |
120405 |
81.098 |
81.098 |
81.098 |
81.098 |
+0.328 |
|
|
|
Total Volume and Open Interest |
28,303 |
44,594 |
-701 |
Australian Dollar(CME) |
Jun12 |
120405 |
101.84 |
102.44 |
101.73 |
102.11 |
+0.35 |
147,092 |
151,479 |
+1,972 |
Sep12 |
120405 |
100.86 |
101.50 |
100.83 |
101.18 |
+0.35 |
41 |
330 |
+9 |
Dec12 |
120405 |
100.31 |
100.31 |
99.97 |
100.31 |
+0.34 |
0 |
14 |
+0 |
Total Volume and Open Interest |
147,133 |
151,825 |
+1,981 |
British Pound(CME) |
Jun12 |
120405 |
158.85 |
159.02 |
157.97 |
158.23 |
-0.59 |
107,606 |
142,475 |
-1,606 |
Sep12 |
120405 |
158.81 |
158.81 |
157.96 |
158.13 |
-0.59 |
77 |
140 |
+8 |
Dec12 |
120405 |
158.04 |
158.62 |
158.04 |
158.04 |
-0.58 |
0 |
44 |
+0 |
Total Volume and Open Interest |
107,683 |
142,660 |
-1,598 |
Canadian Dollar(CME) |
Jun12 |
120405 |
100.24 |
100.79 |
99.86 |
100.47 |
+0.27 |
87,277 |
119,489 |
+3,021 |
Sep12 |
120405 |
100.00 |
100.56 |
99.70 |
100.27 |
+0.27 |
77 |
2,565 |
+14 |
Dec12 |
120405 |
99.68 |
100.20 |
99.68 |
100.06 |
+0.27 |
153 |
3,910 |
+65 |
Mar13 |
120405 |
99.54 |
100.05 |
99.54 |
99.83 |
+0.27 |
1 |
151 |
+0 |
Total Volume and Open Interest |
87,514 |
126,333 |
+3,095 |
Japanese Yen(CME) |
Jun12 |
120405 |
121.38 |
122.29 |
121.33 |
121.49 |
+0.34 |
104,196 |
150,025 |
+5,730 |
Sep12 |
120405 |
121.58 |
122.41 |
121.28 |
121.64 |
+0.36 |
59 |
319 |
+35 |
Dec12 |
120405 |
122.53 |
122.53 |
121.46 |
121.83 |
+0.37 |
0 |
35 |
+0 |
Total Volume and Open Interest |
104,255 |
150,382 |
+5,765 |
Swiss Franc(CME) |
Jun12 |
120405 |
109.29 |
109.46 |
108.54 |
108.81 |
-0.44 |
46,796 |
43,434 |
+259 |
Sep12 |
120405 |
109.23 |
109.41 |
109.01 |
109.01 |
-0.40 |
9 |
188 |
+4 |
Dec12 |
120405 |
109.23 |
109.58 |
109.23 |
109.23 |
-0.35 |
0 |
2 |
+0 |
Total Volume and Open Interest |
46,805 |
43,624 |
+263 |
EuroFX(CME) |
Jun12 |
120405 |
131.47 |
131.69 |
130.40 |
130.68 |
-0.73 |
301,290 |
240,260 |
+2,604 |
Sep12 |
120405 |
131.51 |
131.72 |
130.57 |
130.79 |
-0.71 |
124 |
668 |
-13 |
Dec12 |
120405 |
130.75 |
131.59 |
130.75 |
130.90 |
-0.69 |
10 |
68 |
+10 |
Total Volume and Open Interest |
301,424 |
241,006 |
+2,601 |
Mexican Peso(CME) |
Apr12 |
120405 |
775.8 |
780.5 |
775.8 |
775.8 |
-4.8 |
|
|
|
May12 |
120405 |
773.5 |
778.5 |
773.5 |
773.5 |
-5.0 |
|
|
|
Total Volume and Open Interest |
36,151 |
175,692 |
-2,334 |
Brazilian Real(CME) |
May12 |
120405 |
543.00 |
545.45 |
543.00 |
544.25 |
+0.10 |
40 |
1,539 |
+40 |
Jun12 |
120405 |
540.75 |
540.75 |
540.25 |
540.75 |
+0.50 |
42 |
2,355 |
+24 |
Jul12 |
120405 |
537.50 |
537.50 |
537.00 |
537.50 |
+0.50 |
|
|
|
Aug12 |
120405 |
534.25 |
534.25 |
533.75 |
534.25 |
+0.50 |
|
|
|
Total Volume and Open Interest |
82 |
17,465 |
+64 |
30-Year T-Bonds(CBOT) |
Jun12 |
120405 |
137~190 |
139~000 |
137~130 |
138~110 |
+1~020 |
373,118 |
573,415 |
+5,440 |
Sep12 |
120405 |
137~020 |
137~130 |
136~110 |
137~130 |
+1~020 |
43 |
221 |
+9 |
Dec12 |
120405 |
136~130 |
136~130 |
135~110 |
136~130 |
+1~020 |
|
|
|
Total Volume and Open Interest |
373,161 |
573,636 |
+5,449 |
10-Year T-Notes(CBOT) |
Jun12 |
120405 |
129~165 |
130~090 |
129~125 |
129~310 |
+0~190 |
1,347,783 |
1,734,319 |
-13,559 |
Sep12 |
120405 |
128~200 |
128~230 |
128~035 |
128~230 |
+0~195 |
117 |
1,100 |
+65 |
Dec12 |
120405 |
127~280 |
127~280 |
127~085 |
127~280 |
+0~195 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,347,900 |
1,735,420 |
-13,494 |
5-Year T-Notes(CBOT) |
Jun12 |
120405 |
122~071 |
122~115 |
122~063 |
122~091 |
+0~026 |
569,049 |
1,274,872 |
-14,167 |
Sep12 |
120405 |
122~016 |
122~016 |
121~115 |
122~016 |
+0~029 |
|
|
|
Dec12 |
120405 |
121~040 |
121~040 |
121~011 |
121~040 |
+0~029 |
|
|
|
Total Volume and Open Interest |
569,049 |
1,274,872 |
-14,167 |
2 Year T-Notes(CBOT) |
Jun12 |
120405 |
110~005 |
110~010 |
110~004 |
110~006 |
+0~001 |
272,052 |
785,413 |
+469 |
Sep12 |
120405 |
109~113 |
109~113 |
109~113 |
109~113 |
+0~001 |
2 |
2 |
+2 |
Dec12 |
120405 |
109~051 |
109~051 |
109~051 |
109~051 |
+0~001 |
|
|
|
Total Volume and Open Interest |
272,054 |
785,415 |
+471 |
Eurodollars(CME) |
Jun12 |
120405 |
99.505 |
99.510 |
99.480 |
99.495 |
-0.010 |
160,940 |
1,076,716 |
+5,655 |
Sep12 |
120405 |
99.470 |
99.475 |
99.435 |
99.455 |
-0.015 |
160,040 |
904,695 |
-8,323 |
Dec12 |
120405 |
99.430 |
99.435 |
99.395 |
99.415 |
-0.015 |
199,184 |
1,000,775 |
+1,623 |
Mar13 |
120405 |
99.395 |
99.400 |
99.370 |
99.385 |
-0.010 |
173,501 |
683,144 |
-809 |
Jun13 |
120405 |
99.340 |
99.355 |
99.320 |
99.335 |
-0.005 |
222,306 |
694,589 |
+19,837 |
Sep13 |
120405 |
99.270 |
99.295 |
99.255 |
99.270 |
+0.005 |
155,752 |
599,992 |
+7,216 |
Dec13 |
120405 |
99.180 |
99.215 |
99.170 |
99.185 |
+0.010 |
183,244 |
550,492 |
+9,616 |
Mar14 |
120405 |
99.090 |
99.135 |
99.080 |
99.100 |
+0.020 |
149,240 |
480,893 |
-3,169 |
Jun14 |
120405 |
98.970 |
99.025 |
98.960 |
98.985 |
+0.025 |
191,050 |
383,189 |
+2,748 |
Sep14 |
120405 |
98.830 |
98.900 |
98.825 |
98.855 |
+0.035 |
126,018 |
360,449 |
+5,037 |
Dec14 |
120405 |
98.650 |
98.735 |
98.645 |
98.690 |
+0.045 |
128,139 |
306,359 |
-3,853 |
Mar15 |
120405 |
98.480 |
98.570 |
98.470 |
98.520 |
+0.055 |
104,111 |
222,252 |
-2,697 |
Jun15 |
120405 |
6.525 |
0.081 |
6.525 |
0.026 |
-6.494 |
132,455 |
271,520 |
+7,648 |
Sep15 |
120405 |
6.345 |
6.460 |
6.340 |
6.400 |
+0.065 |
52,399 |
190,227 |
+2,000 |
Dec15 |
120405 |
6.155 |
6.290 |
6.155 |
6.220 |
+0.070 |
44,720 |
170,842 |
+2,359 |
Mar16 |
120405 |
6.015 |
6.135 |
6.005 |
6.065 |
+0.070 |
33,509 |
94,643 |
+4,961 |
Jun16 |
120405 |
5.845 |
5.975 |
5.840 |
5.905 |
+0.075 |
24,094 |
99,407 |
+1,466 |
Sep16 |
120405 |
5.680 |
5.820 |
5.675 |
5.745 |
+0.080 |
16,356 |
77,367 |
+354 |
Total Volume and Open Interest |
2,309,924 |
8,438,012 |
+52,592 |
30 Day Federal Funds(CBOT) |
Apr12 |
120405 |
99.860 |
99.863 |
99.857 |
99.860 |
-0.003 |
4,916 |
49,515 |
-1,713 |
May12 |
120405 |
99.860 |
99.865 |
99.860 |
99.860 |
-0.005 |
5,247 |
56,056 |
-578 |
Jun12 |
120405 |
99.850 |
99.855 |
99.850 |
99.855 |
unch |
3,399 |
45,548 |
+712 |
Jul12 |
120405 |
99.840 |
99.845 |
99.840 |
99.845 |
unch |
5,433 |
48,488 |
-294 |
Aug12 |
120405 |
99.835 |
99.840 |
99.830 |
99.835 |
-0.005 |
3,457 |
37,441 |
+17 |
Sep12 |
120405 |
99.830 |
99.835 |
99.825 |
99.830 |
-0.005 |
805 |
30,249 |
+383 |
Total Volume and Open Interest |
39,657 |
519,960 |
+0 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120405 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
258 |
+258 |
Sep12 |
120405 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120405 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120405 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120405 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Sep13 |
120405 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Dec13 |
120405 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120405 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120405 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Sep14 |
120405 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+258 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120405 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
375 |
2,779 |
+209 |
Sep12 |
120405 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
6 |
792 |
-1 |
Dec12 |
120405 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
5 |
519 |
+4 |
Mar13 |
120405 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
181 |
+0 |
Jun13 |
120405 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
45 |
217 |
+0 |
Sep13 |
120405 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120405 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
45 |
458 |
+45 |
Mar14 |
120405 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
|
|
|
Total Volume and Open Interest |
476 |
5,271 |
+257 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120405 |
141.71 |
141.81 |
141.65 |
141.76 |
+0.11 |
4,073 |
17,462 |
+335 |
Sep12 |
120405 |
141.16 |
141.16 |
141.16 |
141.16 |
+0.11 |
0 |
5 |
+0 |
Dec12 |
120405 |
139.07 |
139.07 |
139.07 |
139.07 |
+0.11 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,073 |
17,471 |
+335 |
Euro-Bund(EUREX) |
Jun12 |
120405 |
138.56 |
139.38 |
138.37 |
139.15 |
+0.73 |
585,970 |
858,404 |
+545 |
Sep12 |
120405 |
137.39 |
137.90 |
137.00 |
137.74 |
+0.74 |
1,323 |
3,026 |
+1,302 |
Dec12 |
120405 |
137.70 |
137.70 |
137.70 |
137.70 |
+0.73 |
|
|
|
Total Volume and Open Interest |
587,293 |
861,430 |
+1,847 |
Euro-Bobl(EUREX) |
Jun12 |
120405 |
124.25 |
124.71 |
124.16 |
124.60 |
+0.41 |
344,032 |
766,950 |
-6,619 |
Sep12 |
120405 |
124.66 |
124.66 |
124.66 |
124.66 |
+0.40 |
2 |
57 |
+0 |
Dec12 |
120405 |
124.55 |
124.55 |
124.55 |
124.55 |
+0.41 |
|
|
|
Total Volume and Open Interest |
344,034 |
767,007 |
-6,619 |
3-Mth Euribor(EUREX) |
Jun12 |
120405 |
99.310 |
99.310 |
99.310 |
99.310 |
+0.005 |
0 |
1,332 |
+0 |
Sep12 |
120405 |
99.305 |
99.315 |
99.305 |
99.315 |
+0.010 |
0 |
1,539 |
+0 |
Dec12 |
120405 |
99.285 |
99.290 |
99.285 |
99.290 |
+0.020 |
0 |
819 |
+0 |
Total Volume and Open Interest |
5 |
5,279 |
-15 |
Long Gilt(LIFFE) |
Jun12 |
120405 |
114~09 |
115~08 |
114~09 |
114~24 |
+0~20 |
148,988 |
274,904 |
-2,517 |
Sep12 |
120405 |
113~25 |
113~25 |
113~25 |
113~25 |
+0~20 |
|
|
|
Total Volume and Open Interest |
148,988 |
274,904 |
-2,517 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120405 |
99.02 |
99.04 |
99.01 |
99.02 |
unch |
35,439 |
268,458 |
+3,647 |
Sep12 |
120405 |
99.05 |
99.07 |
99.04 |
99.05 |
unch |
57,731 |
296,614 |
-4,657 |
Dec12 |
120405 |
99.05 |
99.07 |
99.04 |
99.05 |
unch |
45,639 |
264,022 |
+3,770 |
Mar13 |
120405 |
99.04 |
99.06 |
99.03 |
99.05 |
+0.01 |
52,808 |
265,598 |
+2,934 |
Jun13 |
120405 |
99.00 |
99.03 |
98.99 |
99.02 |
+0.02 |
60,682 |
219,453 |
+5,115 |
Sep13 |
120405 |
98.94 |
98.98 |
98.93 |
98.97 |
+0.03 |
51,740 |
182,809 |
+5,408 |
Total Volume and Open Interest |
483,697 |
2,026,741 |
+18,850 |
3-Mth Euribor(LIFFE) |
Jun12 |
120405 |
99.305 |
99.330 |
99.295 |
99.310 |
+0.005 |
125,936 |
508,535 |
+2,846 |
Sep12 |
120405 |
99.305 |
99.340 |
99.295 |
99.315 |
+0.010 |
90,967 |
494,833 |
-7,612 |
Dec12 |
120405 |
99.265 |
99.320 |
99.260 |
99.290 |
+0.020 |
83,587 |
381,137 |
+5,236 |
Total Volume and Open Interest |
726,747 |
3,041,200 |
+3,680 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120405 |
95.94 |
96.00 |
95.94 |
95.95 |
+0.01 |
20,260 |
184,849 |
-1,063 |
Sep12 |
120405 |
96.11 |
96.17 |
96.10 |
96.11 |
unch |
24,579 |
165,841 |
+1,611 |
Dec12 |
120405 |
96.21 |
96.26 |
96.20 |
96.21 |
unch |
12,234 |
97,052 |
-1,494 |
Mar13 |
120405 |
96.22 |
96.27 |
96.20 |
96.22 |
+0.01 |
7,934 |
62,911 |
+908 |
Jun13 |
120405 |
96.15 |
96.21 |
96.14 |
96.15 |
+0.01 |
2,366 |
58,329 |
-293 |
Sep13 |
120405 |
96.07 |
96.13 |
96.05 |
96.06 |
+0.01 |
2,021 |
39,399 |
-416 |
Dec13 |
120405 |
96.00 |
96.01 |
95.96 |
95.96 |
+0.02 |
2,463 |
26,212 |
-324 |
Mar14 |
120405 |
95.93 |
95.93 |
95.86 |
95.87 |
unch |
397 |
16,776 |
+338 |
Jun14 |
120405 |
95.85 |
95.85 |
95.79 |
95.79 |
unch |
3 |
1,012 |
+0 |
Sep14 |
120405 |
95.71 |
95.71 |
95.71 |
95.71 |
unch |
2 |
521 |
+0 |
Total Volume and Open Interest |
72,260 |
653,229 |
-733 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120405 |
95.98 |
96.03 |
95.97 |
96.00 |
+0.02 |
75,594 |
349,893 |
+3,425 |
Sep12 |
120405 |
96.00 |
96.00 |
96.00 |
96.00 |
+0.02 |
|
|
|
Total Volume and Open Interest |
75,594 |
349,893 |
+3,425 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120405 |
96.59 |
96.65 |
96.58 |
96.59 |
+0.01 |
180,710 |
425,049 |
+27,656 |
Sep12 |
120405 |
96.59 |
96.59 |
96.59 |
96.59 |
+0.01 |
|
|
|
Total Volume and Open Interest |
180,710 |
425,049 |
+27,656 |
Gold(CMX) |
Apr12 |
120405 |
1620.8 |
1633.2 |
1620.4 |
1628.5 |
+16.2 |
1,165 |
4,378 |
-286 |
Jun12 |
120405 |
1622.0 |
1634.8 |
1620.7 |
1630.1 |
+16.0 |
156,003 |
237,632 |
-2,968 |
Aug12 |
120405 |
1624.4 |
1636.4 |
1624.2 |
1632.4 |
+16.0 |
6,252 |
37,433 |
+467 |
Oct12 |
120405 |
1629.3 |
1638.3 |
1626.6 |
1634.5 |
+16.1 |
594 |
12,576 |
-45 |
Dec12 |
120405 |
1630.5 |
1640.1 |
1628.1 |
1636.7 |
+16.2 |
3,057 |
36,333 |
+386 |
Feb13 |
120405 |
1632.9 |
1641.6 |
1632.9 |
1638.7 |
+16.2 |
781 |
13,618 |
+470 |
Apr13 |
120405 |
1642.5 |
1642.5 |
1640.6 |
1640.6 |
+16.2 |
286 |
9,069 |
+170 |
Jun13 |
120405 |
1643.1 |
1645.3 |
1641.8 |
1643.1 |
+16.3 |
200 |
10,546 |
+118 |
Aug13 |
120405 |
1645.9 |
1645.9 |
1645.9 |
1645.9 |
+16.4 |
0 |
255 |
+0 |
Oct13 |
120405 |
1648.9 |
1648.9 |
1648.9 |
1648.9 |
+16.5 |
0 |
1 |
+0 |
Dec13 |
120405 |
1648.0 |
1654.6 |
1646.6 |
1652.0 |
+16.5 |
50 |
8,132 |
+25 |
Feb14 |
120405 |
1655.5 |
1655.5 |
1655.5 |
1655.5 |
+16.5 |
|
|
|
Total Volume and Open Interest |
169,331 |
407,761 |
-1,572 |
Silver(CMX) |
May12 |
120405 |
3128.0 |
3181.0 |
3117.5 |
3173.0 |
+68.6 |
45,605 |
50,495 |
+1,062 |
Jul12 |
120405 |
3142.0 |
3185.0 |
3129.0 |
3179.0 |
+68.9 |
6,389 |
23,775 |
+2,030 |
Sep12 |
120405 |
3150.0 |
3185.5 |
3150.0 |
3184.5 |
+69.1 |
856 |
4,556 |
+104 |
Dec12 |
120405 |
3155.5 |
3197.0 |
3149.5 |
3190.5 |
+69.5 |
680 |
15,723 |
+35 |
Mar13 |
120405 |
3197.5 |
3197.5 |
3192.9 |
3192.9 |
+69.5 |
21 |
2,533 |
+7 |
May13 |
120405 |
3168.0 |
3193.1 |
3168.0 |
3193.1 |
+69.5 |
25 |
1,199 |
-25 |
Jul13 |
120405 |
3192.4 |
3192.4 |
3192.4 |
3192.4 |
+69.4 |
67 |
3,079 |
+47 |
Total Volume and Open Interest |
53,864 |
116,434 |
+3,399 |
Platinum(NYMEX) |
Apr12 |
120405 |
1601.9 |
1602.9 |
1589.4 |
1602.9 |
+9.0 |
35 |
158 |
-32 |
Jul12 |
120405 |
1599.0 |
1611.2 |
1590.2 |
1607.6 |
+9.0 |
6,046 |
38,953 |
-304 |
Oct12 |
120405 |
1611.6 |
1611.6 |
1597.8 |
1611.3 |
+8.9 |
72 |
1,240 |
+49 |
Jan13 |
120405 |
1610.4 |
1614.2 |
1610.4 |
1614.2 |
+8.9 |
4 |
133 |
+3 |
Total Volume and Open Interest |
6,161 |
40,490 |
-282 |
Palladium(NYMEX) |
Jun12 |
120405 |
635.40 |
647.00 |
629.90 |
644.80 |
+12.05 |
2,113 |
20,422 |
+370 |
Sep12 |
120405 |
636.70 |
646.30 |
634.25 |
646.30 |
+12.05 |
13 |
544 |
+9 |
Dec12 |
120405 |
647.65 |
647.65 |
635.60 |
647.65 |
+12.05 |
0 |
34 |
+0 |
Total Volume and Open Interest |
2,126 |
21,003 |
+379 |
Copper(CMX) |
May12 |
120405 |
379.15 |
382.70 |
377.45 |
379.55 |
+0.50 |
45,671 |
75,697 |
+1,278 |
Jul12 |
120405 |
380.75 |
383.45 |
378.75 |
380.45 |
+0.45 |
7,366 |
35,920 |
+1,278 |
Sep12 |
120405 |
381.80 |
383.65 |
380.00 |
381.45 |
+0.50 |
1,554 |
20,532 |
+199 |
Dec12 |
120405 |
383.40 |
384.20 |
381.20 |
382.50 |
+0.55 |
1,854 |
11,501 |
+297 |
Mar13 |
120405 |
383.35 |
383.35 |
383.35 |
383.35 |
+0.65 |
668 |
2,188 |
+311 |
Total Volume and Open Interest |
57,737 |
156,569 |
+2,692 |
DJIA Index(CBOT) |
Jun12 |
120405 |
13005 |
13032 |
12929 |
12978 |
-27 |
207 |
11,233 |
+6 |
Sep12 |
120405 |
12908 |
12936 |
12908 |
12908 |
-28 |
0 |
2 |
+0 |
Dec12 |
120405 |
12827 |
12855 |
12827 |
12827 |
-28 |
0 |
1 |
+0 |
Mar13 |
120405 |
12760 |
12788 |
12760 |
12760 |
-28 |
|
|
|
Total Volume and Open Interest |
207 |
11,236 |
+6 |
E-mini DJIA Index(CBOT) |
Jun12 |
120405 |
13001 |
13038 |
12929 |
12978 |
-27 |
110,393 |
104,743 |
-2,149 |
Sep12 |
120405 |
12908 |
12908 |
12908 |
12908 |
-28 |
2 |
164 |
+0 |
Dec12 |
120405 |
12800 |
12827 |
12738 |
12827 |
-28 |
0 |
23 |
+0 |
Mar13 |
120405 |
12760 |
12760 |
12760 |
12760 |
-28 |
|
|
|
Total Volume and Open Interest |
110,395 |
104,930 |
-2,149 |
S & P 500(CME) |
Jun12 |
120405 |
1393.10 |
1397.60 |
1384.20 |
1390.20 |
-3.00 |
11,363 |
223,163 |
-1,252 |
Sep12 |
120405 |
1387.70 |
1390.60 |
1383.10 |
1384.10 |
-3.00 |
298 |
1,343 |
-175 |
Dec12 |
120405 |
1377.60 |
1384.10 |
1376.60 |
1377.60 |
-3.00 |
114 |
876 |
-90 |
Mar13 |
120405 |
1371.60 |
1378.10 |
1370.60 |
1371.60 |
-3.00 |
|
|
|
Total Volume and Open Interest |
11,775 |
225,382 |
-1,517 |
S & P 500 E-Mini(Globex) |
Jun12 |
120405 |
1393.25 |
1397.75 |
1384.00 |
1390.25 |
-3.00 |
1,673,086 |
2,736,147 |
-2,192 |
Sep12 |
120405 |
1386.50 |
1391.00 |
1378.75 |
1384.00 |
-3.00 |
1,156 |
15,242 |
+203 |
Total Volume and Open Interest |
1,674,290 |
2,753,427 |
-1,984 |
NASDAQ 100(CME) |
Jun12 |
120405 |
2742.00 |
2761.00 |
2722.80 |
2753.80 |
+17.30 |
718 |
10,820 |
+429 |
Sep12 |
120405 |
2748.30 |
2755.00 |
2748.30 |
2748.30 |
+17.30 |
|
|
|
Dec12 |
120405 |
2742.80 |
2742.80 |
2725.50 |
2742.80 |
+17.30 |
|
|
|
Total Volume and Open Interest |
718 |
10,820 |
+429 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120405 |
2738.50 |
2760.80 |
2722.50 |
2753.80 |
+17.30 |
252,462 |
446,459 |
-5,717 |
Sep12 |
120405 |
2723.50 |
2749.00 |
2723.50 |
2748.30 |
+17.30 |
216 |
635 |
-197 |
Total Volume and Open Interest |
252,678 |
447,118 |
-5,914 |
S & P Midcap 400(CME) |
Jun12 |
120405 |
979.80 |
986.00 |
979.80 |
979.80 |
-5.30 |
73 |
1,263 |
+0 |
Sep12 |
120405 |
976.80 |
976.80 |
976.80 |
976.80 |
-5.30 |
|
|
|
Dec12 |
120405 |
974.80 |
974.80 |
974.80 |
974.80 |
-5.30 |
|
|
|
Total Volume and Open Interest |
73 |
1,263 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120405 |
9760 |
9815 |
9655 |
9740 |
-35 |
4,517 |
49,658 |
+677 |
Sep12 |
120405 |
9755 |
9755 |
9755 |
9755 |
-35 |
|
|
|
Total Volume and Open Interest |
4,517 |
49,658 |
+677 |
Nikkei 225(SGX) |
Jun12 |
120405 |
9825 |
9830 |
9690 |
9780 |
-50 |
107,156 |
243,972 |
-5,644 |
Sep12 |
120405 |
9815 |
9815 |
9725 |
9780 |
-45 |
127 |
2,678 |
+129 |
Dec12 |
120405 |
9720 |
9720 |
9720 |
9720 |
-50 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
108,275 |
268,310 |
-4,730 |
CAC 40(EURONEXT) |
Apr12 |
120405 |
3322.5 |
3337.0 |
3275.5 |
3316.5 |
+3.5 |
153,526 |
373,511 |
-4,160 |
May12 |
120405 |
3274.5 |
3278.5 |
3220.0 |
3259.0 |
+4.0 |
657 |
16,232 |
+7,655 |
Jun12 |
120405 |
3238.0 |
3249.0 |
3194.0 |
3231.0 |
+4.0 |
3,021 |
28,003 |
+24 |
Total Volume and Open Interest |
157,205 |
417,864 |
+3,519 |
Hang Seng Index(HKFE) |
Apr12 |
120405 |
20362 |
20659 |
20362 |
20507 |
-271 |
49,257 |
92,342 |
-529 |
May12 |
120405 |
20203 |
20485 |
20203 |
20344 |
-275 |
216 |
280 |
+98 |
Jun12 |
120405 |
20070 |
20290 |
20017 |
20154 |
-275 |
93 |
5,379 |
-8 |
Total Volume and Open Interest |
49,600 |
99,383 |
-438 |
DAX(EUREX) |
Jun12 |
120405 |
6814.0 |
6842.5 |
6695.0 |
6790.0 |
+3.5 |
139,910 |
160,946 |
-3,096 |
Sep12 |
120405 |
6841.0 |
6845.5 |
6716.5 |
6799.5 |
+4.0 |
111 |
3,289 |
-8 |
Dec12 |
120405 |
6800.0 |
6807.0 |
6726.5 |
6807.0 |
+2.5 |
5 |
160 |
+0 |
Total Volume and Open Interest |
140,026 |
164,395 |
-3,104 |
FT-SE 100(EURONEXT) |
Jun12 |
120405 |
5652.50 |
5684.50 |
5613.50 |
5677.00 |
+35.00 |
164,856 |
598,598 |
-7,509 |
Sep12 |
120405 |
5600.00 |
5637.50 |
5600.00 |
5637.50 |
+35.00 |
25 |
605 |
+5 |
Dec12 |
120405 |
5577.50 |
5615.00 |
5576.50 |
5615.00 |
+35.00 |
0 |
165 |
+0 |
Total Volume and Open Interest |
164,881 |
599,368 |
-7,504 |
SPI 200(SFE) |
Jun12 |
120405 |
4350.0 |
4354.0 |
4292.0 |
4335.0 |
-14.0 |
31,886 |
197,379 |
-125 |
Sep12 |
120405 |
4297.0 |
4305.0 |
4297.0 |
4305.0 |
-14.0 |
51 |
2,173 |
-44 |
Dec12 |
120405 |
4312.0 |
4312.0 |
4312.0 |
4312.0 |
-15.0 |
0 |
1,687 |
+0 |
Total Volume and Open Interest |
32,031 |
203,499 |
-163 |
GSCI(CME) |
Apr12 |
120405 |
687.75 |
688.70 |
682.50 |
688.70 |
+5.25 |
327 |
9,196 |
-87 |
May12 |
120405 |
689.00 |
689.00 |
683.05 |
689.00 |
+5.00 |
95 |
1,066 |
+81 |
Jun12 |
120405 |
690.00 |
690.00 |
684.30 |
690.00 |
+4.75 |
|
|
|
Total Volume and Open Interest |
422 |
10,262 |
-6 |
Reuters CCI(ICE) |
Jun12 |
120405 |
306.50 |
306.50 |
306.50 |
306.50 |
+1.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|