|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon May 07, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120507 |
1472.00 |
1472.75 |
1458.00 |
1463.50 |
-11.50 |
3,420 |
3,909 |
-624 |
Jul12 |
120507 |
1470.25 |
1478.75 |
1460.25 |
1465.75 |
-12.50 |
109,399 |
324,202 |
-5,190 |
Aug12 |
120507 |
1452.00 |
1458.25 |
1443.50 |
1448.75 |
-9.50 |
10,321 |
38,249 |
-378 |
Sep12 |
120507 |
1393.00 |
1399.50 |
1382.00 |
1386.50 |
-11.75 |
3,704 |
15,957 |
-51 |
Nov12 |
120507 |
1360.00 |
1368.00 |
1350.00 |
1353.50 |
-13.25 |
59,962 |
239,471 |
+3,507 |
Jan13 |
120507 |
1359.00 |
1359.00 |
1348.00 |
1350.75 |
-12.00 |
17,446 |
49,149 |
-34 |
Mar13 |
120507 |
1330.75 |
1335.00 |
1320.00 |
1324.50 |
-14.25 |
28,683 |
61,081 |
-684 |
May13 |
120507 |
1312.00 |
1322.50 |
1304.00 |
1310.00 |
-12.50 |
13,903 |
30,036 |
-239 |
Jul13 |
120507 |
1314.75 |
1323.75 |
1305.50 |
1310.75 |
-13.00 |
7,566 |
31,566 |
+535 |
Aug13 |
120507 |
1287.25 |
1300.00 |
1287.25 |
1287.25 |
-12.75 |
8 |
152 |
+0 |
Sep13 |
120507 |
1251.25 |
1264.75 |
1251.25 |
1252.00 |
-12.75 |
21 |
232 |
+1 |
Nov13 |
120507 |
1215.00 |
1226.00 |
1212.00 |
1221.00 |
-12.75 |
1,100 |
12,670 |
+278 |
Jan14 |
120507 |
1225.50 |
1238.25 |
1225.50 |
1225.50 |
-12.75 |
0 |
158 |
+0 |
Mar14 |
120507 |
1224.50 |
1237.25 |
1224.50 |
1224.50 |
-12.75 |
0 |
3 |
+0 |
Total Volume and Open Interest |
255,535 |
807,370 |
-2,877 |
Soybean Meal(CBOT) |
May12 |
120507 |
432.40 |
432.40 |
424.70 |
425.20 |
-6.90 |
1,800 |
2,979 |
-1,178 |
Jul12 |
120507 |
430.00 |
433.50 |
425.10 |
426.50 |
-6.10 |
43,929 |
140,113 |
+942 |
Aug12 |
120507 |
420.80 |
424.30 |
416.90 |
418.20 |
-4.30 |
5,451 |
18,293 |
-429 |
Sep12 |
120507 |
401.10 |
403.60 |
395.00 |
395.70 |
-5.40 |
1,968 |
13,954 |
+248 |
Oct12 |
120507 |
380.30 |
385.90 |
378.20 |
378.20 |
-7.70 |
1,117 |
9,445 |
+282 |
Dec12 |
120507 |
380.90 |
384.00 |
375.30 |
375.80 |
-7.00 |
11,142 |
42,354 |
-350 |
Jan13 |
120507 |
371.00 |
376.50 |
370.80 |
370.80 |
-5.70 |
1,421 |
5,091 |
-93 |
Mar13 |
120507 |
362.20 |
362.50 |
356.80 |
357.30 |
-3.90 |
1,591 |
7,387 |
-83 |
May13 |
120507 |
356.50 |
356.50 |
347.90 |
351.00 |
-4.00 |
839 |
5,365 |
-274 |
Jul13 |
120507 |
350.10 |
354.50 |
350.10 |
350.20 |
-4.30 |
634 |
5,309 |
-96 |
Total Volume and Open Interest |
70,536 |
255,361 |
-681 |
Soybean Oil(CBOT) |
May12 |
120507 |
53.11 |
53.36 |
52.98 |
53.21 |
-0.09 |
3,332 |
2,754 |
-922 |
Jul12 |
120507 |
53.47 |
53.77 |
53.26 |
53.58 |
-0.07 |
64,432 |
197,611 |
+2,967 |
Aug12 |
120507 |
53.68 |
53.94 |
53.46 |
53.78 |
-0.07 |
7,051 |
28,110 |
+1,072 |
Sep12 |
120507 |
53.86 |
54.13 |
53.66 |
53.96 |
-0.09 |
8,118 |
19,296 |
-412 |
Oct12 |
120507 |
54.28 |
54.28 |
53.85 |
54.13 |
-0.09 |
2,017 |
10,159 |
-38 |
Dec12 |
120507 |
54.39 |
54.71 |
54.20 |
54.52 |
-0.05 |
21,014 |
82,151 |
+4,204 |
Jan13 |
120507 |
54.65 |
54.85 |
54.49 |
54.76 |
-0.04 |
1,350 |
5,017 |
+362 |
Mar13 |
120507 |
54.80 |
54.93 |
54.65 |
54.92 |
-0.01 |
3,311 |
14,847 |
+1,462 |
May13 |
120507 |
54.88 |
55.05 |
54.75 |
55.01 |
-0.01 |
1,932 |
7,105 |
+1,158 |
Jul13 |
120507 |
54.86 |
55.07 |
54.78 |
55.06 |
-0.01 |
1,097 |
5,102 |
+428 |
Total Volume and Open Interest |
114,622 |
378,371 |
+10,597 |
Canola(WCE) |
May12 |
120507 |
625.7 |
625.7 |
625.7 |
625.7 |
-1.1 |
0 |
23 |
+0 |
Jul12 |
120507 |
620.5 |
622.4 |
617.1 |
620.7 |
-1.1 |
3,569 |
94,463 |
+43 |
Nov12 |
120507 |
572.0 |
577.0 |
572.0 |
572.0 |
-5.2 |
8,412 |
111,433 |
+705 |
Jan13 |
120507 |
579.0 |
581.4 |
575.5 |
575.7 |
-5.7 |
1,804 |
18,138 |
-38 |
Mar13 |
120507 |
583.1 |
584.3 |
579.7 |
579.8 |
-5.9 |
433 |
8,660 |
+168 |
Total Volume and Open Interest |
14,304 |
240,119 |
+927 |
Corn(CBOT) |
May12 |
120507 |
663.25 |
669.75 |
658.75 |
665.00 |
+2.75 |
3,671 |
9,427 |
-1,263 |
Jul12 |
120507 |
615.75 |
621.25 |
612.25 |
620.00 |
-0.25 |
107,794 |
537,670 |
-1,819 |
Sep12 |
120507 |
531.00 |
537.75 |
527.50 |
533.25 |
-2.00 |
27,045 |
173,885 |
-1,154 |
Dec12 |
120507 |
520.00 |
526.75 |
515.00 |
524.75 |
+0.50 |
47,829 |
369,546 |
+1,694 |
Mar13 |
120507 |
533.75 |
538.50 |
527.00 |
536.75 |
+0.75 |
2,312 |
55,498 |
+304 |
May13 |
120507 |
540.25 |
547.25 |
535.75 |
547.25 |
+2.75 |
1,977 |
12,411 |
+615 |
Jul13 |
120507 |
546.50 |
555.50 |
543.50 |
555.50 |
+2.50 |
4,344 |
21,807 |
+1,169 |
Sep13 |
120507 |
530.75 |
540.00 |
530.50 |
537.50 |
-2.50 |
37 |
1,575 |
+12 |
Dec13 |
120507 |
529.25 |
535.00 |
525.50 |
533.25 |
-1.75 |
1,229 |
33,130 |
+477 |
Mar14 |
120507 |
539.00 |
546.25 |
539.00 |
544.25 |
-2.00 |
0 |
584 |
+0 |
Total Volume and Open Interest |
196,273 |
1,219,486 |
+38 |
Wheat(CBOT) |
May12 |
120507 |
600.00 |
606.25 |
595.50 |
606.25 |
+2.50 |
659 |
2,769 |
-442 |
Jul12 |
120507 |
608.50 |
614.00 |
600.75 |
612.00 |
+2.50 |
56,246 |
237,969 |
+663 |
Sep12 |
120507 |
623.75 |
628.50 |
615.50 |
626.75 |
+2.50 |
14,640 |
62,063 |
-1,465 |
Dec12 |
120507 |
645.00 |
652.75 |
639.25 |
651.00 |
+3.00 |
18,553 |
101,071 |
+2,146 |
Mar13 |
120507 |
665.25 |
675.00 |
660.25 |
673.50 |
+3.25 |
5,501 |
13,594 |
+1,058 |
May13 |
120507 |
674.75 |
684.75 |
670.00 |
683.50 |
+2.75 |
721 |
5,738 |
+123 |
Total Volume and Open Interest |
97,610 |
436,196 |
+2,479 |
Wheat(KCBT) |
May12 |
120507 |
619.25 |
619.25 |
619.25 |
619.25 |
+5.50 |
74 |
67 |
-62 |
Jul12 |
120507 |
625.00 |
633.50 |
620.50 |
631.25 |
+4.25 |
8,468 |
83,635 |
+1,483 |
Sep12 |
120507 |
640.75 |
649.00 |
636.50 |
647.00 |
+4.25 |
2,105 |
22,577 |
+300 |
Dec12 |
120507 |
663.75 |
671.75 |
659.25 |
670.25 |
+5.25 |
2,967 |
23,853 |
+279 |
Mar13 |
120507 |
677.50 |
687.00 |
675.50 |
686.25 |
+4.50 |
436 |
5,539 |
+244 |
May13 |
120507 |
686.00 |
697.50 |
684.75 |
697.00 |
+4.25 |
45 |
3,444 |
+9 |
Total Volume and Open Interest |
14,216 |
140,317 |
+2,302 |
Wheat(MGE) |
May12 |
120507 |
735.50 |
735.50 |
735.50 |
735.50 |
-4.50 |
27 |
177 |
-28 |
Jul12 |
120507 |
738.75 |
741.25 |
732.00 |
736.00 |
-8.00 |
2,659 |
15,870 |
-485 |
Sep12 |
120507 |
744.00 |
744.00 |
734.75 |
738.25 |
-6.75 |
1,017 |
10,588 |
-195 |
Dec12 |
120507 |
747.75 |
750.00 |
740.75 |
747.00 |
-4.50 |
663 |
9,150 |
+217 |
Mar13 |
120507 |
755.00 |
758.75 |
750.00 |
756.75 |
-4.00 |
88 |
1,061 |
+44 |
Total Volume and Open Interest |
4,473 |
36,965 |
-431 |
Oats(CBOT) |
May12 |
120507 |
333.50 |
333.50 |
331.50 |
331.50 |
unch |
15 |
47 |
+2 |
Jul12 |
120507 |
337.50 |
340.00 |
335.50 |
337.50 |
-2.50 |
928 |
7,935 |
+438 |
Sep12 |
120507 |
341.00 |
343.75 |
341.00 |
341.50 |
-2.25 |
21 |
410 |
+14 |
Dec12 |
120507 |
345.25 |
348.25 |
345.25 |
347.25 |
+0.25 |
91 |
2,744 |
+51 |
Total Volume and Open Interest |
1,055 |
11,162 |
+505 |
Rough Rice(CBOT) |
May12 |
120507 |
14.97 |
14.97 |
14.95 |
14.97 |
+0.01 |
111 |
298 |
+24 |
Jul12 |
120507 |
15.15 |
15.22 |
15.07 |
15.22 |
+0.01 |
1,237 |
10,892 |
-120 |
Sep12 |
120507 |
15.32 |
15.44 |
15.30 |
15.44 |
+0.03 |
59 |
2,547 |
-7 |
Nov12 |
120507 |
15.60 |
15.66 |
15.59 |
15.66 |
+0.03 |
8 |
234 |
-4 |
Total Volume and Open Interest |
1,415 |
14,049 |
-107 |
Live Cattle(CME) |
Jun12 |
120507 |
115.850 |
116.535 |
114.900 |
116.285 |
+0.900 |
31,580 |
131,791 |
-5,594 |
Aug12 |
120507 |
118.550 |
118.930 |
117.430 |
118.800 |
+0.300 |
20,645 |
98,568 |
+227 |
Oct12 |
120507 |
123.800 |
124.200 |
122.550 |
124.150 |
+0.350 |
10,556 |
65,401 |
+1,555 |
Dec12 |
120507 |
127.350 |
127.635 |
125.980 |
127.480 |
+0.330 |
6,432 |
34,584 |
+801 |
Feb13 |
120507 |
128.435 |
128.900 |
127.480 |
128.880 |
+0.145 |
2,614 |
10,219 |
+658 |
Apr13 |
120507 |
129.880 |
130.200 |
128.785 |
130.150 |
+0.020 |
608 |
4,016 |
+215 |
Total Volume and Open Interest |
72,532 |
345,691 |
-2,083 |
Feeder Cattle(CME) |
May12 |
120507 |
152.550 |
153.185 |
152.035 |
152.785 |
+0.235 |
3,493 |
9,095 |
-158 |
Aug12 |
120507 |
158.000 |
159.825 |
157.735 |
159.450 |
+1.350 |
3,950 |
20,296 |
+172 |
Sep12 |
120507 |
159.235 |
160.800 |
159.000 |
160.550 |
+1.315 |
813 |
5,309 |
+72 |
Oct12 |
120507 |
159.900 |
161.700 |
159.800 |
161.650 |
+1.465 |
1,196 |
3,638 |
+196 |
Nov12 |
120507 |
160.900 |
162.075 |
160.300 |
161.900 |
+0.900 |
398 |
1,691 |
+30 |
Jan13 |
120507 |
160.700 |
162.300 |
160.485 |
162.285 |
+1.585 |
266 |
1,386 |
-44 |
Mar13 |
120507 |
161.800 |
162.000 |
160.800 |
160.800 |
+1.000 |
13 |
75 |
+7 |
Total Volume and Open Interest |
10,132 |
41,494 |
+277 |
Lean Hogs(CME) |
May12 |
120507 |
79.950 |
80.285 |
78.580 |
80.050 |
+0.250 |
649 |
2,212 |
-294 |
Jun12 |
120507 |
83.750 |
84.550 |
82.930 |
84.400 |
+0.670 |
23,057 |
100,738 |
-1,803 |
Jul12 |
120507 |
85.350 |
85.400 |
83.750 |
85.200 |
-0.150 |
7,387 |
30,873 |
+844 |
Aug12 |
120507 |
86.100 |
86.330 |
85.000 |
85.900 |
-0.200 |
7,006 |
33,553 |
-283 |
Oct12 |
120507 |
79.785 |
80.200 |
78.850 |
79.750 |
-0.035 |
6,018 |
44,905 |
+21 |
Dec12 |
120507 |
78.050 |
78.300 |
77.050 |
78.225 |
+0.125 |
3,222 |
32,629 |
+529 |
Feb13 |
120507 |
79.500 |
79.800 |
78.650 |
79.700 |
+0.200 |
1,411 |
11,975 |
+156 |
Apr13 |
120507 |
81.000 |
81.400 |
80.200 |
81.350 |
+0.550 |
874 |
7,121 |
+281 |
Total Volume and Open Interest |
49,781 |
267,358 |
-428 |
Class III Milk(CME) |
May12 |
120507 |
15.14 |
15.17 |
15.05 |
15.17 |
+0.07 |
316 |
4,840 |
-10 |
Jun12 |
120507 |
14.06 |
14.37 |
14.02 |
14.26 |
+0.17 |
666 |
4,568 |
+88 |
Jul12 |
120507 |
14.18 |
14.41 |
14.15 |
14.27 |
+0.09 |
407 |
3,282 |
+111 |
Aug12 |
120507 |
14.75 |
14.82 |
14.71 |
14.80 |
+0.09 |
219 |
3,022 |
+50 |
Sep12 |
120507 |
15.25 |
15.36 |
15.25 |
15.35 |
+0.04 |
153 |
2,707 |
+119 |
Total Volume and Open Interest |
1,879 |
26,097 |
+394 |
Cocoa(ICE) |
May12 |
120507 |
2378 |
2378 |
2378 |
2378 |
+66 |
0 |
745 |
+0 |
Jul12 |
120507 |
2280 |
2363 |
2251 |
2357 |
+68 |
8,831 |
79,872 |
-490 |
Sep12 |
120507 |
2270 |
2372 |
2270 |
2367 |
+67 |
2,374 |
34,113 |
-43 |
Dec12 |
120507 |
2285 |
2384 |
2285 |
2380 |
+68 |
1,447 |
22,580 |
+140 |
Mar13 |
120507 |
2288 |
2389 |
2288 |
2387 |
+71 |
709 |
28,617 |
-83 |
May13 |
120507 |
2300 |
2390 |
2280 |
2388 |
+72 |
277 |
7,872 |
+88 |
Jul13 |
120507 |
2380 |
2392 |
2380 |
2392 |
+71 |
11 |
1,957 |
+2 |
Total Volume and Open Interest |
13,650 |
179,646 |
-386 |
Coffee "C"(ICE) |
May12 |
120507 |
173.80 |
174.35 |
173.50 |
174.15 |
+0.65 |
29 |
133 |
-8 |
Jul12 |
120507 |
174.60 |
176.20 |
173.60 |
175.20 |
+0.60 |
14,069 |
76,069 |
+1,299 |
Sep12 |
120507 |
178.30 |
178.50 |
176.15 |
177.70 |
+0.50 |
2,833 |
33,373 |
+80 |
Dec12 |
120507 |
181.00 |
182.20 |
180.00 |
181.50 |
+0.50 |
2,137 |
22,981 |
+290 |
Mar13 |
120507 |
184.85 |
185.85 |
183.95 |
185.45 |
+0.50 |
912 |
7,805 |
+289 |
May13 |
120507 |
187.50 |
188.05 |
186.85 |
188.05 |
+0.60 |
103 |
3,452 |
-12 |
Total Volume and Open Interest |
20,132 |
147,308 |
+1,975 |
Orange Juice(ICE) |
May12 |
120507 |
117.80 |
117.80 |
117.80 |
117.80 |
-3.85 |
1 |
279 |
+0 |
Jul12 |
120507 |
124.05 |
124.80 |
116.50 |
119.80 |
-4.25 |
1,073 |
13,546 |
+216 |
Sep12 |
120507 |
125.35 |
125.35 |
119.00 |
121.85 |
-4.10 |
158 |
2,049 |
+62 |
Nov12 |
120507 |
127.90 |
127.90 |
123.00 |
123.85 |
-4.05 |
39 |
3,624 |
+14 |
Jan13 |
120507 |
129.25 |
129.25 |
125.00 |
125.80 |
-4.05 |
23 |
552 |
+10 |
Mar13 |
120507 |
131.65 |
131.65 |
125.00 |
127.50 |
-3.95 |
73 |
738 |
+61 |
Total Volume and Open Interest |
1,367 |
20,802 |
+363 |
Sugar #11(ICE) |
Jul12 |
120507 |
20.81 |
21.17 |
20.70 |
21.05 |
+0.24 |
44,404 |
326,523 |
+65 |
Oct12 |
120507 |
21.28 |
21.47 |
21.07 |
21.38 |
+0.20 |
17,234 |
164,270 |
+1,870 |
Mar13 |
120507 |
21.90 |
22.26 |
21.88 |
22.19 |
+0.20 |
10,592 |
113,641 |
-1,529 |
May13 |
120507 |
21.89 |
22.24 |
21.88 |
22.18 |
+0.20 |
2,511 |
28,390 |
+524 |
Jul13 |
120507 |
21.90 |
22.27 |
21.90 |
22.18 |
+0.18 |
1,224 |
25,770 |
+271 |
Oct13 |
120507 |
22.08 |
22.43 |
22.08 |
22.36 |
+0.19 |
582 |
22,391 |
+59 |
Mar14 |
120507 |
22.38 |
22.70 |
22.38 |
22.64 |
+0.17 |
403 |
19,066 |
-6 |
May14 |
120507 |
22.41 |
22.41 |
22.22 |
22.37 |
+0.16 |
172 |
4,997 |
+24 |
Total Volume and Open Interest |
77,578 |
712,449 |
+1,431 |
London Cocoa(LCE) |
May12 |
120504 |
1510 |
1532 |
1503 |
1511 |
-6 |
2,206 |
25,068 |
-1,725 |
Jul12 |
120504 |
1528 |
1550 |
1517 |
1526 |
-8 |
5,398 |
64,098 |
+190 |
Sep12 |
120504 |
1512 |
1533 |
1505 |
1514 |
-4 |
2,390 |
27,141 |
+423 |
Dec12 |
120504 |
1491 |
1513 |
1484 |
1495 |
-5 |
1,304 |
29,366 |
+176 |
Mar13 |
120504 |
1471 |
1496 |
1465 |
1470 |
-8 |
600 |
33,409 |
-72 |
May13 |
120504 |
1470 |
1494 |
1462 |
1466 |
-9 |
122 |
8,788 |
-1,079 |
Jul13 |
120504 |
1463 |
1466 |
1463 |
1466 |
-10 |
2 |
4,488 |
-20 |
Total Volume and Open Interest |
12,023 |
197,152 |
-2,094 |
London Sugar(LCE) |
Aug12 |
120504 |
560.70 |
569.00 |
559.50 |
566.10 |
+6.30 |
4,594 |
32,014 |
+665 |
Oct12 |
120504 |
556.40 |
564.00 |
556.40 |
560.30 |
+4.60 |
1,572 |
13,086 |
+338 |
Dec12 |
120504 |
564.50 |
572.20 |
564.50 |
567.90 |
+4.00 |
449 |
5,153 |
+59 |
Mar13 |
120504 |
572.50 |
578.40 |
572.20 |
574.90 |
+2.30 |
324 |
6,752 |
+227 |
May13 |
120504 |
576.00 |
581.80 |
576.00 |
579.10 |
+1.70 |
17 |
855 |
+82 |
Total Volume and Open Interest |
6,966 |
58,679 |
+1,453 |
Cotton(ICE) |
May12 |
120507 |
84.84 |
84.84 |
84.84 |
84.84 |
-1.23 |
7 |
115 |
-1 |
Jul12 |
120507 |
88.01 |
88.42 |
86.10 |
86.67 |
-1.32 |
7,034 |
98,768 |
-925 |
Oct12 |
120507 |
87.79 |
87.79 |
86.89 |
87.60 |
-0.22 |
1 |
116 |
+0 |
Dec12 |
120507 |
85.80 |
86.00 |
84.26 |
84.73 |
-1.07 |
2,612 |
72,742 |
+80 |
Mar13 |
120507 |
86.76 |
86.76 |
85.27 |
85.72 |
-1.04 |
346 |
4,997 |
+12 |
May13 |
120507 |
87.60 |
87.60 |
86.30 |
86.61 |
-1.06 |
204 |
1,686 |
+30 |
Total Volume and Open Interest |
10,283 |
182,341 |
-776 |
Lumber(CME) |
May12 |
120507 |
292.5 |
292.5 |
288.8 |
289.0 |
-3.2 |
233 |
505 |
-188 |
Jul12 |
120507 |
286.4 |
286.8 |
281.0 |
281.2 |
-5.5 |
540 |
5,405 |
+179 |
Sep12 |
120507 |
291.9 |
293.0 |
287.8 |
288.0 |
-4.8 |
276 |
1,856 |
-15 |
Nov12 |
120507 |
289.8 |
290.0 |
285.3 |
285.7 |
-4.2 |
54 |
894 |
+23 |
Total Volume and Open Interest |
1,103 |
8,868 |
-1 |
Crude Oil(NYM) |
Jun12 |
120507 |
98.05 |
98.24 |
95.34 |
97.94 |
-0.55 |
316,883 |
262,940 |
+33 |
Jul12 |
120507 |
98.33 |
98.60 |
95.80 |
98.31 |
-0.57 |
87,588 |
195,050 |
+8,307 |
Aug12 |
120507 |
98.50 |
98.86 |
96.18 |
98.59 |
-0.57 |
50,358 |
105,930 |
-153 |
Sep12 |
120507 |
96.36 |
99.10 |
96.36 |
98.83 |
-0.55 |
43,351 |
89,833 |
-3,512 |
Oct12 |
120507 |
96.50 |
99.24 |
96.50 |
99.02 |
-0.51 |
15,741 |
51,959 |
-147 |
Nov12 |
120507 |
97.73 |
99.39 |
96.74 |
99.18 |
-0.50 |
9,908 |
40,220 |
-56 |
Dec12 |
120507 |
99.40 |
99.60 |
96.96 |
99.30 |
-0.51 |
67,319 |
189,588 |
-3,154 |
Jan13 |
120507 |
99.04 |
99.63 |
97.19 |
99.41 |
-0.52 |
7,951 |
46,647 |
+468 |
Feb13 |
120507 |
99.09 |
99.57 |
98.30 |
99.44 |
-0.52 |
6,325 |
28,307 |
+239 |
Mar13 |
120507 |
98.18 |
99.49 |
98.18 |
99.37 |
-0.52 |
7,184 |
32,950 |
+151 |
Apr13 |
120507 |
98.04 |
99.25 |
98.04 |
99.18 |
-0.52 |
5,589 |
20,538 |
+1,125 |
May13 |
120507 |
98.84 |
98.89 |
97.82 |
98.89 |
-0.51 |
2,552 |
16,565 |
+605 |
Jun13 |
120507 |
97.22 |
98.86 |
96.59 |
98.56 |
-0.51 |
14,831 |
72,148 |
+408 |
Jul13 |
120507 |
98.18 |
98.18 |
98.18 |
98.18 |
-0.50 |
2,506 |
16,489 |
+1,764 |
Aug13 |
120507 |
97.83 |
97.83 |
97.83 |
97.83 |
-0.48 |
512 |
10,011 |
-118 |
Sep13 |
120507 |
97.50 |
97.50 |
97.50 |
97.50 |
-0.47 |
1,680 |
24,096 |
+419 |
Total Volume and Open Interest |
678,769 |
1,608,711 |
+8,409 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
6,231 |
1,427 |
-119 |
Jun12 |
120507 |
98.250 |
98.275 |
95.350 |
97.950 |
-0.550 |
8,466 |
2,404 |
+181 |
Jul12 |
120507 |
98.000 |
98.550 |
95.825 |
98.300 |
-0.575 |
198 |
259 |
+10 |
Aug12 |
120507 |
98.500 |
98.825 |
96.900 |
98.600 |
-0.550 |
36 |
71 |
-3 |
Sep12 |
120507 |
98.375 |
98.825 |
98.375 |
98.825 |
-0.550 |
1 |
37 |
+0 |
Oct12 |
120507 |
99.025 |
99.025 |
99.025 |
99.025 |
-0.500 |
3 |
18 |
-2 |
Nov12 |
120507 |
99.175 |
99.175 |
99.175 |
99.175 |
-0.500 |
0 |
2 |
+0 |
Dec12 |
120507 |
99.200 |
99.300 |
98.875 |
99.300 |
-0.500 |
2 |
252 |
+0 |
Jan13 |
120507 |
99.400 |
99.400 |
99.400 |
99.400 |
-0.525 |
0 |
6 |
+0 |
Feb13 |
120507 |
99.450 |
99.450 |
99.450 |
99.450 |
-0.500 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,707 |
3,234 |
+187 |
Heating Oil(NYM) |
Jun12 |
120507 |
300.05 |
300.88 |
295.40 |
298.14 |
-2.74 |
65,626 |
102,154 |
-4,888 |
Jul12 |
120507 |
299.72 |
300.85 |
295.84 |
298.52 |
-2.79 |
22,651 |
49,646 |
-141 |
Aug12 |
120507 |
297.56 |
301.25 |
297.00 |
299.05 |
-2.75 |
14,158 |
34,990 |
-471 |
Sep12 |
120507 |
300.05 |
301.94 |
297.21 |
299.75 |
-2.68 |
10,691 |
28,121 |
+230 |
Oct12 |
120507 |
300.60 |
302.47 |
298.70 |
300.51 |
-2.57 |
3,735 |
12,904 |
+487 |
Nov12 |
120507 |
301.25 |
302.88 |
299.95 |
301.29 |
-2.49 |
3,402 |
8,981 |
+668 |
Dec12 |
120507 |
300.49 |
304.19 |
299.01 |
301.89 |
-2.44 |
13,692 |
44,565 |
-723 |
Jan13 |
120507 |
302.84 |
303.13 |
300.92 |
302.44 |
-2.39 |
1,377 |
8,246 |
+64 |
Feb13 |
120507 |
303.75 |
303.75 |
301.19 |
302.24 |
-2.39 |
433 |
2,426 |
+51 |
Mar13 |
120507 |
299.67 |
302.61 |
298.24 |
301.56 |
-2.37 |
2,144 |
4,736 |
+409 |
Apr13 |
120507 |
298.82 |
302.35 |
297.34 |
300.83 |
-2.36 |
3,828 |
9,607 |
+406 |
May13 |
120507 |
302.98 |
303.93 |
302.98 |
303.93 |
-2.66 |
111 |
4,143 |
+23 |
Total Volume and Open Interest |
142,310 |
311,177 |
-3,887 |
Gasoline(NYMEX) |
Jun12 |
120507 |
296.95 |
298.72 |
291.02 |
297.41 |
-0.17 |
61,395 |
107,011 |
+757 |
Jul12 |
120507 |
293.14 |
294.04 |
286.72 |
292.87 |
-0.43 |
36,142 |
59,985 |
+1,783 |
Aug12 |
120507 |
282.12 |
289.70 |
282.12 |
288.93 |
-0.37 |
20,108 |
35,138 |
-275 |
Sep12 |
120507 |
278.37 |
286.07 |
278.28 |
285.41 |
-0.34 |
12,128 |
29,676 |
+429 |
Oct12 |
120507 |
270.94 |
271.72 |
263.64 |
271.29 |
-0.22 |
5,692 |
20,401 |
-366 |
Nov12 |
120507 |
263.45 |
268.58 |
260.63 |
268.12 |
-0.19 |
3,096 |
8,576 |
+211 |
Dec12 |
120507 |
264.96 |
267.04 |
258.61 |
266.57 |
-0.16 |
4,116 |
26,341 |
+985 |
Jan13 |
120507 |
264.99 |
266.17 |
259.03 |
266.17 |
-0.12 |
689 |
6,914 |
+305 |
Feb13 |
120507 |
258.22 |
266.95 |
257.94 |
266.95 |
-0.14 |
52 |
3,233 |
-8 |
Mar13 |
120507 |
260.72 |
268.37 |
259.00 |
268.37 |
-0.19 |
17 |
2,073 |
-3 |
Total Volume and Open Interest |
143,502 |
310,842 |
+3,842 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120507 |
297.40 |
297.41 |
297.40 |
297.40 |
-0.20 |
0 |
1 |
+0 |
Jul12 |
120507 |
292.90 |
292.90 |
292.87 |
292.90 |
-0.40 |
|
|
|
Aug12 |
120507 |
288.90 |
288.93 |
288.90 |
288.90 |
-0.40 |
|
|
|
Sep12 |
120507 |
285.40 |
285.41 |
285.40 |
285.40 |
-0.40 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Jun12 |
120507 |
2.276 |
2.358 |
2.273 |
2.336 |
+0.057 |
160,936 |
193,591 |
-14,982 |
Jul12 |
120507 |
2.369 |
2.452 |
2.366 |
2.422 |
+0.051 |
49,058 |
241,801 |
-1,153 |
Aug12 |
120507 |
2.451 |
2.517 |
2.446 |
2.488 |
+0.049 |
36,000 |
83,123 |
-1 |
Sep12 |
120507 |
2.496 |
2.568 |
2.496 |
2.538 |
+0.048 |
32,340 |
121,716 |
+2,459 |
Oct12 |
120507 |
2.586 |
2.652 |
2.577 |
2.631 |
+0.053 |
29,985 |
136,605 |
-1,198 |
Nov12 |
120507 |
2.851 |
2.910 |
2.849 |
2.905 |
+0.065 |
13,431 |
59,000 |
+699 |
Dec12 |
120507 |
3.183 |
3.257 |
3.183 |
3.245 |
+0.063 |
8,312 |
61,154 |
-530 |
Jan13 |
120507 |
3.349 |
3.412 |
3.348 |
3.400 |
+0.059 |
11,182 |
78,032 |
+446 |
Feb13 |
120507 |
3.425 |
3.425 |
3.389 |
3.413 |
+0.059 |
1,316 |
19,555 |
-4 |
Mar13 |
120507 |
3.372 |
3.407 |
3.372 |
3.398 |
+0.056 |
2,961 |
31,333 |
-70 |
Apr13 |
120507 |
3.400 |
3.400 |
3.361 |
3.382 |
+0.054 |
10,444 |
52,195 |
+2,430 |
May13 |
120507 |
3.402 |
3.436 |
3.402 |
3.421 |
+0.054 |
1,010 |
13,723 |
-67 |
Jun13 |
120507 |
3.494 |
3.494 |
3.455 |
3.472 |
+0.052 |
882 |
5,470 |
+377 |
Jul13 |
120507 |
3.532 |
3.535 |
3.510 |
3.523 |
+0.051 |
423 |
5,901 |
+85 |
Aug13 |
120507 |
3.514 |
3.554 |
3.514 |
3.544 |
+0.051 |
310 |
6,089 |
-19 |
Sep13 |
120507 |
3.552 |
3.557 |
3.547 |
3.547 |
+0.051 |
301 |
6,225 |
+2 |
Total Volume and Open Interest |
363,927 |
1,227,383 |
-10,355 |
Brent Crude Oil(ICE) |
Jun12 |
120507 |
112.80 |
113.50 |
110.34 |
113.16 |
-0.02 |
242,771 |
225,003 |
-7,198 |
Jul12 |
120507 |
112.18 |
113.04 |
110.07 |
112.81 |
-0.04 |
129,547 |
199,472 |
+3,356 |
Aug12 |
120507 |
112.00 |
112.62 |
109.67 |
112.41 |
-0.05 |
61,467 |
118,017 |
+2,232 |
Sep12 |
120507 |
111.28 |
112.12 |
109.21 |
111.94 |
-0.05 |
33,486 |
97,287 |
+3,560 |
Oct12 |
120507 |
110.72 |
111.56 |
108.67 |
111.39 |
-0.06 |
22,264 |
84,478 |
+2,127 |
Nov12 |
120507 |
110.26 |
111.11 |
108.27 |
110.96 |
-0.07 |
16,359 |
48,163 |
-1,285 |
Dec12 |
120507 |
109.81 |
110.65 |
107.70 |
110.50 |
-0.08 |
58,601 |
118,691 |
-1,140 |
Jan13 |
120507 |
108.11 |
110.17 |
108.11 |
110.08 |
-0.09 |
5,135 |
19,978 |
-1,149 |
Feb13 |
120507 |
108.93 |
109.69 |
108.67 |
109.66 |
-0.10 |
3,599 |
12,448 |
-332 |
Mar13 |
120507 |
108.60 |
109.26 |
108.60 |
109.26 |
-0.10 |
2,580 |
17,007 |
+157 |
Apr13 |
120507 |
108.83 |
108.83 |
108.83 |
108.83 |
-0.10 |
743 |
8,933 |
-40 |
May13 |
120507 |
108.07 |
108.38 |
108.07 |
108.33 |
-0.10 |
678 |
9,917 |
-26 |
Jun13 |
120507 |
106.76 |
107.89 |
106.75 |
107.83 |
-0.10 |
8,235 |
37,771 |
+763 |
Jul13 |
120507 |
107.35 |
107.35 |
107.35 |
107.35 |
-0.11 |
202 |
7,195 |
-7 |
Total Volume and Open Interest |
616,072 |
1,240,821 |
+1,988 |
Gas Oil(ICE) |
May12 |
120507 |
957.50 |
960.75 |
945.00 |
951.50 |
-5.25 |
69,745 |
69,832 |
-14,400 |
Jun12 |
120507 |
952.00 |
955.75 |
939.50 |
946.50 |
-5.50 |
132,026 |
116,667 |
+2,334 |
Jul12 |
120507 |
948.75 |
952.00 |
937.75 |
943.50 |
-5.75 |
52,986 |
62,783 |
-389 |
Aug12 |
120507 |
945.25 |
950.75 |
940.25 |
942.25 |
-6.50 |
20,451 |
45,605 |
+2,462 |
Sep12 |
120507 |
943.25 |
950.50 |
938.50 |
942.00 |
-6.75 |
17,941 |
43,999 |
-961 |
Oct12 |
120507 |
940.50 |
949.50 |
940.50 |
942.00 |
-6.25 |
4,168 |
17,531 |
+84 |
Nov12 |
120507 |
941.75 |
949.00 |
939.25 |
941.00 |
-6.25 |
3,604 |
17,358 |
+157 |
Dec12 |
120507 |
940.75 |
948.50 |
935.75 |
939.75 |
-6.25 |
16,987 |
56,100 |
+2,289 |
Jan13 |
120507 |
944.25 |
945.75 |
939.25 |
939.25 |
-6.00 |
1,397 |
20,059 |
-37 |
Feb13 |
120507 |
943.00 |
946.25 |
938.25 |
938.25 |
-5.75 |
554 |
10,309 |
+138 |
Total Volume and Open Interest |
326,620 |
545,771 |
-7,886 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120507 |
2.193 |
2.205 |
2.180 |
2.201 |
-0.003 |
287 |
1,005 |
-26 |
Jul12 |
120507 |
2.183 |
2.208 |
2.183 |
2.206 |
+0.006 |
439 |
1,456 |
-177 |
Aug12 |
120507 |
2.158 |
2.184 |
2.155 |
2.181 |
+0.010 |
292 |
2,387 |
+10 |
Sep12 |
120507 |
2.066 |
2.093 |
2.066 |
2.091 |
+0.012 |
171 |
1,338 |
+98 |
Oct12 |
120507 |
1.984 |
2.022 |
1.984 |
2.019 |
+0.010 |
122 |
1,540 |
+38 |
Nov12 |
120507 |
1.963 |
1.981 |
1.948 |
1.976 |
-0.001 |
110 |
1,436 |
+50 |
Dec12 |
120507 |
1.947 |
1.975 |
1.940 |
1.972 |
+0.006 |
109 |
1,015 |
+38 |
Total Volume and Open Interest |
1,582 |
11,792 |
-63 |
WTI Crude Oil(ICE) |
Jun12 |
120507 |
98.15 |
98.19 |
95.36 |
97.94 |
-0.55 |
67,769 |
74,829 |
+867 |
Jul12 |
120507 |
98.73 |
98.73 |
96.24 |
98.31 |
-0.57 |
21,059 |
48,127 |
+1,716 |
Aug12 |
120507 |
97.50 |
98.85 |
96.80 |
98.59 |
-0.57 |
13,529 |
32,682 |
+1,290 |
Sep12 |
120507 |
97.35 |
98.99 |
97.35 |
98.83 |
-0.55 |
12,266 |
28,981 |
+157 |
Oct12 |
120507 |
99.33 |
99.33 |
97.80 |
99.02 |
-0.51 |
6,660 |
16,772 |
+145 |
Nov12 |
120507 |
99.50 |
99.50 |
97.86 |
99.18 |
-0.50 |
3,780 |
13,123 |
+242 |
Dec12 |
120507 |
99.60 |
99.60 |
98.08 |
99.30 |
-0.51 |
17,311 |
79,485 |
-71 |
Jan13 |
120507 |
99.04 |
99.52 |
99.04 |
99.41 |
-0.52 |
1,792 |
11,765 |
+200 |
Feb13 |
120507 |
99.11 |
99.44 |
98.50 |
99.44 |
-0.52 |
1,075 |
7,916 |
+107 |
Mar13 |
120507 |
99.37 |
99.37 |
99.37 |
99.37 |
-0.52 |
996 |
4,521 |
+92 |
Apr13 |
120507 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.52 |
630 |
2,241 |
+248 |
May13 |
120507 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.51 |
449 |
1,598 |
+19 |
Jun13 |
120507 |
98.58 |
98.73 |
98.38 |
98.56 |
-0.51 |
1,271 |
18,647 |
+211 |
Jul13 |
120507 |
98.18 |
98.18 |
98.18 |
98.18 |
-0.50 |
234 |
1,563 |
+173 |
Aug13 |
120507 |
97.83 |
97.83 |
97.83 |
97.83 |
-0.48 |
112 |
2,313 |
+25 |
Sep13 |
120507 |
97.50 |
97.50 |
97.50 |
97.50 |
-0.47 |
54 |
6,067 |
+4 |
Total Volume and Open Interest |
155,027 |
463,904 |
+3,942 |
US Dollar Index(ICE) |
Jun12 |
120507 |
79.790 |
80.135 |
79.630 |
79.715 |
+0.127 |
20,458 |
44,640 |
-419 |
Sep12 |
120507 |
80.250 |
80.315 |
79.995 |
80.045 |
+0.137 |
3 |
1,069 |
-1 |
Dec12 |
120507 |
80.425 |
80.425 |
80.425 |
80.425 |
+0.138 |
0 |
1 |
+0 |
Total Volume and Open Interest |
20,461 |
45,710 |
-420 |
Australian Dollar(CME) |
Jun12 |
120507 |
101.10 |
101.77 |
100.67 |
101.63 |
+0.23 |
136,206 |
151,178 |
+2,816 |
Sep12 |
120507 |
99.97 |
100.86 |
99.89 |
100.81 |
+0.25 |
9 |
626 |
+3 |
Dec12 |
120507 |
100.07 |
100.07 |
99.81 |
100.07 |
+0.26 |
0 |
14 |
+0 |
Total Volume and Open Interest |
136,215 |
151,820 |
+2,819 |
British Pound(CME) |
Jun12 |
120507 |
161.50 |
161.93 |
161.10 |
161.79 |
+0.38 |
88,381 |
193,672 |
+2,952 |
Sep12 |
120507 |
161.11 |
161.70 |
161.11 |
161.70 |
+0.38 |
37 |
260 |
-7 |
Dec12 |
120507 |
161.59 |
161.59 |
161.21 |
161.59 |
+0.38 |
0 |
44 |
+0 |
Total Volume and Open Interest |
88,418 |
193,978 |
+2,945 |
Canadian Dollar(CME) |
Jun12 |
120507 |
100.45 |
100.65 |
100.02 |
100.57 |
+0.19 |
79,099 |
155,621 |
+615 |
Sep12 |
120507 |
100.05 |
100.40 |
99.85 |
100.35 |
+0.20 |
139 |
2,610 |
+1 |
Dec12 |
120507 |
99.67 |
100.17 |
99.67 |
100.11 |
+0.22 |
14 |
4,260 |
-1 |
Mar13 |
120507 |
99.85 |
99.85 |
99.62 |
99.85 |
+0.23 |
3 |
192 |
+2 |
Total Volume and Open Interest |
79,255 |
162,962 |
+617 |
Japanese Yen(CME) |
Jun12 |
120507 |
125.35 |
125.61 |
125.04 |
125.14 |
-0.11 |
58,851 |
141,679 |
-907 |
Sep12 |
120507 |
125.64 |
125.64 |
125.23 |
125.28 |
-0.10 |
70 |
596 |
-5 |
Dec12 |
120507 |
125.46 |
125.58 |
125.46 |
125.46 |
-0.12 |
4 |
100 |
-1 |
Total Volume and Open Interest |
58,925 |
142,389 |
-913 |
Swiss Franc(CME) |
Jun12 |
120507 |
108.36 |
109.01 |
107.92 |
108.69 |
-0.32 |
41,667 |
39,651 |
-512 |
Sep12 |
120507 |
108.12 |
109.17 |
108.12 |
108.85 |
-0.32 |
0 |
189 |
+0 |
Dec12 |
120507 |
109.03 |
109.35 |
109.03 |
109.03 |
-0.32 |
0 |
3 |
+0 |
Total Volume and Open Interest |
41,667 |
39,846 |
-512 |
EuroFX(CME) |
Jun12 |
120507 |
130.30 |
130.89 |
129.57 |
130.54 |
-0.35 |
236,027 |
296,022 |
+3,945 |
Sep12 |
120507 |
130.39 |
130.72 |
129.80 |
130.64 |
-0.34 |
204 |
1,283 |
+21 |
Dec12 |
120507 |
130.50 |
131.10 |
130.04 |
130.77 |
-0.33 |
80 |
242 |
+78 |
Total Volume and Open Interest |
236,311 |
297,560 |
+4,044 |
Mexican Peso(CME) |
May12 |
120507 |
759.2 |
759.2 |
758.5 |
759.2 |
+0.8 |
|
|
|
Jun12 |
120507 |
751.0 |
758.0 |
748.8 |
757.2 |
+0.8 |
31,825 |
155,744 |
-518 |
Total Volume and Open Interest |
31,826 |
156,275 |
-517 |
Brazilian Real(CME) |
Jun12 |
120507 |
516.00 |
518.00 |
514.35 |
517.45 |
-0.20 |
239 |
5,483 |
+158 |
Jul12 |
120507 |
514.50 |
515.15 |
511.75 |
514.80 |
-0.25 |
|
|
|
Aug12 |
120507 |
511.75 |
511.95 |
511.75 |
511.75 |
-0.20 |
0 |
40 |
+0 |
Sep12 |
120507 |
508.65 |
508.85 |
508.65 |
508.65 |
-0.20 |
0 |
26 |
+0 |
Total Volume and Open Interest |
239 |
19,117 |
+158 |
30-Year T-Bonds(CBOT) |
Jun12 |
120507 |
143~270 |
144~190 |
143~190 |
143~240 |
+0~020 |
230,327 |
579,065 |
+2,262 |
Sep12 |
120507 |
143~060 |
143~270 |
142~270 |
143~000 |
+0~030 |
708 |
1,916 |
+453 |
Dec12 |
120507 |
143~040 |
143~040 |
143~000 |
143~040 |
+0~040 |
12 |
61 |
+8 |
Total Volume and Open Interest |
231,047 |
581,042 |
+2,723 |
10-Year T-Notes(CBOT) |
Jun12 |
120507 |
132~250 |
133~020 |
132~195 |
132~205 |
unch |
812,849 |
1,787,293 |
-21,632 |
Sep12 |
120507 |
131~280 |
131~290 |
131~160 |
131~175 |
unch |
2,890 |
24,004 |
+2,171 |
Dec12 |
120507 |
130~225 |
130~225 |
130~225 |
130~225 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
815,739 |
1,811,298 |
-19,461 |
5-Year T-Notes(CBOT) |
Jun12 |
120507 |
123~125 |
124~013 |
123~119 |
123~121 |
+0~001 |
333,493 |
1,323,199 |
+17,820 |
Sep12 |
120507 |
123~080 |
123~080 |
123~073 |
123~075 |
+0~002 |
769 |
15,534 |
-75 |
Dec12 |
120507 |
122~099 |
122~099 |
122~097 |
122~099 |
+0~002 |
|
|
|
Total Volume and Open Interest |
334,262 |
1,338,733 |
+17,745 |
2 Year T-Notes(CBOT) |
Jun12 |
120507 |
110~036 |
110~037 |
110~033 |
110~035 |
-0~001 |
79,846 |
968,677 |
+9,321 |
Sep12 |
120507 |
110~023 |
110~023 |
110~021 |
110~021 |
-0~001 |
351 |
4,973 |
+177 |
Dec12 |
120507 |
109~087 |
109~088 |
109~087 |
109~087 |
-0~001 |
|
|
|
Total Volume and Open Interest |
80,197 |
973,650 |
+9,498 |
Eurodollars(CME) |
Jun12 |
120507 |
99.525 |
99.525 |
99.510 |
99.525 |
unch |
49,939 |
979,110 |
+2,835 |
Sep12 |
120507 |
99.505 |
99.505 |
99.490 |
99.500 |
-0.005 |
78,177 |
903,420 |
+108 |
Dec12 |
120507 |
99.480 |
99.480 |
99.465 |
99.480 |
-0.005 |
75,494 |
1,009,454 |
+9,818 |
Mar13 |
120507 |
99.470 |
99.470 |
99.455 |
99.465 |
-0.005 |
58,818 |
712,323 |
-2,362 |
Jun13 |
120507 |
99.450 |
99.450 |
99.440 |
99.445 |
-0.005 |
52,042 |
682,121 |
+4,556 |
Sep13 |
120507 |
99.425 |
99.425 |
99.415 |
99.420 |
unch |
60,800 |
655,581 |
+183 |
Dec13 |
120507 |
99.385 |
99.385 |
99.370 |
99.380 |
+0.005 |
71,526 |
640,472 |
-6,123 |
Mar14 |
120507 |
99.325 |
99.335 |
99.320 |
99.325 |
+0.005 |
69,076 |
627,397 |
+6,623 |
Jun14 |
120507 |
99.240 |
99.250 |
99.235 |
99.240 |
+0.010 |
49,823 |
466,921 |
+3,581 |
Sep14 |
120507 |
99.135 |
99.150 |
99.130 |
99.135 |
+0.015 |
46,916 |
388,078 |
+843 |
Dec14 |
120507 |
98.995 |
99.020 |
98.990 |
98.995 |
+0.015 |
56,004 |
345,917 |
+4,401 |
Mar15 |
120507 |
98.860 |
98.880 |
98.845 |
98.850 |
+0.015 |
35,212 |
257,469 |
+129 |
Jun15 |
120507 |
0.386 |
0.421 |
0.386 |
0.386 |
+0.015 |
39,557 |
261,941 |
-2,863 |
Sep15 |
120507 |
0.236 |
0.266 |
0.221 |
0.226 |
+0.015 |
24,803 |
193,362 |
+2,868 |
Dec15 |
120507 |
0.061 |
0.106 |
0.056 |
0.061 |
+0.015 |
20,306 |
175,572 |
+578 |
Mar16 |
120507 |
6.480 |
6.515 |
6.465 |
6.470 |
+0.015 |
16,372 |
104,834 |
+411 |
Jun16 |
120507 |
6.310 |
6.365 |
6.305 |
6.310 |
+0.015 |
7,872 |
107,798 |
+753 |
Sep16 |
120507 |
6.195 |
6.210 |
6.145 |
6.155 |
+0.015 |
6,787 |
83,431 |
+45 |
Total Volume and Open Interest |
834,836 |
8,875,113 |
+26,852 |
30 Day Federal Funds(CBOT) |
May12 |
120507 |
99.855 |
99.857 |
99.855 |
99.857 |
unch |
3,234 |
49,189 |
-1,954 |
Jun12 |
120507 |
99.855 |
99.860 |
99.850 |
99.855 |
-0.005 |
2,335 |
38,592 |
+1,026 |
Jul12 |
120507 |
99.850 |
99.855 |
99.850 |
99.855 |
unch |
1,259 |
42,300 |
-47 |
Aug12 |
120507 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
926 |
36,898 |
+183 |
Sep12 |
120507 |
99.850 |
99.850 |
99.845 |
99.845 |
-0.005 |
123 |
30,745 |
+28 |
Oct12 |
120507 |
99.840 |
99.850 |
99.840 |
99.845 |
unch |
544 |
47,951 |
+86 |
Total Volume and Open Interest |
23,037 |
491,396 |
+85 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120507 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.005 |
0 |
258 |
+0 |
Sep12 |
120507 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
|
|
|
Dec12 |
120507 |
99.673 |
99.673 |
99.673 |
99.673 |
-0.003 |
|
|
|
Mar13 |
120507 |
99.673 |
99.673 |
99.673 |
99.673 |
-0.003 |
|
|
|
Jun13 |
120507 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep13 |
120507 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec13 |
120507 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar14 |
120507 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun14 |
120507 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep14 |
120507 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120507 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
2,547 |
+0 |
Sep12 |
120507 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
797 |
+0 |
Dec12 |
120507 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
519 |
+0 |
Mar13 |
120507 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
181 |
+0 |
Jun13 |
120507 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
206 |
+0 |
Sep13 |
120507 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
325 |
+0 |
Dec13 |
120507 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120507 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
96 |
+0 |
Total Volume and Open Interest |
0 |
5,235 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120507 |
143.10 |
143.29 |
143.10 |
143.27 |
+0.25 |
1,536 |
22,309 |
+212 |
Sep12 |
120507 |
142.79 |
142.79 |
142.79 |
142.79 |
+0.09 |
0 |
6 |
+0 |
Dec12 |
120507 |
141.66 |
141.66 |
141.66 |
141.66 |
+0.09 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,536 |
22,319 |
+212 |
Euro-Bund(EUREX) |
Jun12 |
120507 |
142.32 |
142.44 |
141.77 |
141.82 |
-0.23 |
651,488 |
954,787 |
-11,575 |
Sep12 |
120507 |
141.00 |
141.10 |
140.52 |
140.52 |
-0.22 |
7,556 |
21,103 |
-788 |
Dec12 |
120507 |
140.32 |
140.32 |
140.32 |
140.32 |
-0.23 |
|
|
|
Total Volume and Open Interest |
659,044 |
975,890 |
-12,363 |
Euro-Bobl(EUREX) |
Jun12 |
120507 |
125.75 |
125.78 |
125.40 |
125.42 |
-0.19 |
447,066 |
762,020 |
-24,826 |
Sep12 |
120507 |
125.98 |
125.98 |
125.70 |
125.70 |
-0.19 |
13,758 |
31,088 |
+13,419 |
Dec12 |
120507 |
125.37 |
125.37 |
125.37 |
125.37 |
-0.19 |
|
|
|
Total Volume and Open Interest |
460,824 |
793,108 |
-11,407 |
3-Mth Euribor(EUREX) |
Jun12 |
120507 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
1 |
1,777 |
+0 |
Sep12 |
120507 |
99.455 |
99.455 |
99.455 |
99.455 |
unch |
0 |
1,233 |
+0 |
Dec12 |
120507 |
99.455 |
99.455 |
99.455 |
99.455 |
+0.005 |
1 |
1,643 |
+1 |
Total Volume and Open Interest |
2 |
6,430 |
-135 |
Long Gilt(LIFFE) |
Jun12 |
120507 |
116~29 |
116~29 |
116~29 |
116~29 |
unch |
94,294 |
320,597 |
+2,449 |
Sep12 |
120507 |
115~29 |
115~29 |
115~29 |
115~29 |
unch |
3,294 |
1,341 |
+1,316 |
Total Volume and Open Interest |
97,588 |
321,938 |
+3,765 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120504 |
99.00 |
99.01 |
98.98 |
98.99 |
unch |
9,662 |
231,360 |
-3,501 |
Sep12 |
120504 |
98.98 |
99.00 |
98.97 |
98.98 |
+0.01 |
31,232 |
302,604 |
+3,493 |
Dec12 |
120504 |
98.96 |
99.00 |
98.95 |
98.97 |
+0.02 |
31,102 |
233,818 |
+2,556 |
Mar13 |
120504 |
98.95 |
98.99 |
98.94 |
98.97 |
+0.03 |
42,081 |
229,639 |
-9,690 |
Jun13 |
120504 |
98.90 |
98.96 |
98.90 |
98.94 |
+0.04 |
59,887 |
234,603 |
-996 |
Sep13 |
120504 |
98.86 |
98.91 |
98.84 |
98.89 |
+0.05 |
66,161 |
232,410 |
+1,424 |
Total Volume and Open Interest |
399,395 |
2,204,773 |
+11,412 |
3-Mth Euribor(LIFFE) |
Jun12 |
120507 |
99.400 |
99.400 |
99.385 |
99.395 |
-0.005 |
66,367 |
591,721 |
-2,337 |
Sep12 |
120507 |
99.465 |
99.470 |
99.445 |
99.455 |
-0.005 |
78,414 |
507,127 |
+1,867 |
Dec12 |
120507 |
99.465 |
99.470 |
99.440 |
99.455 |
+0.005 |
60,060 |
455,164 |
+2,093 |
Total Volume and Open Interest |
505,803 |
3,539,464 |
+22,534 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120507 |
96.29 |
96.42 |
96.29 |
96.39 |
+0.09 |
24,622 |
160,666 |
-4,472 |
Sep12 |
120507 |
96.65 |
96.80 |
96.62 |
96.77 |
+0.13 |
24,529 |
168,957 |
+435 |
Dec12 |
120507 |
96.74 |
96.92 |
96.73 |
96.88 |
+0.13 |
22,462 |
129,995 |
+2,670 |
Mar13 |
120507 |
96.73 |
96.91 |
96.70 |
96.87 |
+0.14 |
11,729 |
74,570 |
+1,962 |
Jun13 |
120507 |
96.64 |
96.83 |
96.63 |
96.79 |
+0.15 |
4,363 |
61,337 |
+336 |
Sep13 |
120507 |
96.61 |
96.74 |
96.61 |
96.71 |
+0.15 |
2,018 |
45,479 |
+115 |
Dec13 |
120507 |
96.51 |
96.64 |
96.51 |
96.62 |
+0.14 |
790 |
30,678 |
+92 |
Mar14 |
120507 |
96.45 |
96.59 |
96.45 |
96.54 |
+0.13 |
229 |
18,651 |
-8 |
Jun14 |
120507 |
96.37 |
96.46 |
96.37 |
96.46 |
+0.12 |
0 |
1,093 |
-20 |
Sep14 |
120507 |
96.29 |
96.38 |
96.29 |
96.38 |
+0.10 |
100 |
636 |
+99 |
Total Volume and Open Interest |
90,842 |
692,390 |
+1,209 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120507 |
96.50 |
96.67 |
96.49 |
96.65 |
+0.15 |
38,139 |
394,423 |
-394 |
Sep12 |
120507 |
96.65 |
96.65 |
96.65 |
96.65 |
+0.15 |
|
|
|
Total Volume and Open Interest |
38,139 |
394,423 |
-394 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120507 |
97.16 |
97.34 |
97.14 |
97.32 |
+0.16 |
116,838 |
441,811 |
-5,937 |
Sep12 |
120507 |
97.32 |
97.32 |
97.32 |
97.32 |
+0.16 |
|
|
|
Total Volume and Open Interest |
116,838 |
441,811 |
-5,937 |
Gold(CMX) |
Jun12 |
120507 |
1641.6 |
1644.0 |
1632.2 |
1639.1 |
-6.1 |
151,919 |
206,173 |
-7,029 |
Aug12 |
120507 |
1642.7 |
1644.7 |
1634.7 |
1641.4 |
-6.0 |
13,643 |
54,173 |
+1,122 |
Oct12 |
120507 |
1640.0 |
1645.0 |
1636.8 |
1643.4 |
-6.0 |
1,388 |
13,441 |
+407 |
Dec12 |
120507 |
1645.9 |
1649.2 |
1640.3 |
1645.5 |
-5.9 |
7,342 |
44,070 |
+1,283 |
Feb13 |
120507 |
1648.7 |
1648.7 |
1647.5 |
1647.5 |
-5.9 |
484 |
17,879 |
-148 |
Apr13 |
120507 |
1649.0 |
1649.5 |
1644.5 |
1649.5 |
-5.9 |
1,122 |
11,570 |
-903 |
Jun13 |
120507 |
1651.6 |
1651.6 |
1651.6 |
1651.6 |
-5.9 |
88 |
12,499 |
-4 |
Aug13 |
120507 |
1653.8 |
1653.8 |
1653.8 |
1653.8 |
-5.9 |
51 |
1,922 |
+0 |
Oct13 |
120507 |
1656.1 |
1656.1 |
1656.1 |
1656.1 |
-5.9 |
0 |
719 |
+0 |
Dec13 |
120507 |
1658.7 |
1658.7 |
1658.7 |
1658.7 |
-5.9 |
32 |
8,233 |
-7 |
Feb14 |
120507 |
1661.7 |
1661.7 |
1661.7 |
1661.7 |
-5.9 |
0 |
6 |
+0 |
Total Volume and Open Interest |
176,245 |
410,592 |
-5,252 |
Silver(CMX) |
May12 |
120507 |
3015.0 |
3015.0 |
2984.5 |
3007.2 |
-30.8 |
109 |
663 |
-54 |
Jul12 |
120507 |
3028.0 |
3039.0 |
2967.5 |
3012.2 |
-31.0 |
41,564 |
59,638 |
-247 |
Sep12 |
120507 |
3008.0 |
3043.5 |
2982.0 |
3017.9 |
-31.0 |
2,143 |
9,502 |
+565 |
Dec12 |
120507 |
3040.0 |
3040.0 |
2982.0 |
3024.5 |
-31.0 |
1,863 |
16,836 |
-322 |
Mar13 |
120507 |
3027.4 |
3027.4 |
2988.5 |
3027.4 |
-30.8 |
174 |
2,821 |
+102 |
May13 |
120507 |
3028.3 |
3028.3 |
3028.3 |
3028.3 |
-30.8 |
11 |
1,741 |
+5 |
Jul13 |
120507 |
3028.9 |
3028.9 |
3028.9 |
3028.9 |
-30.8 |
36 |
3,268 |
+31 |
Total Volume and Open Interest |
46,722 |
111,680 |
+237 |
Platinum(NYMEX) |
Jul12 |
120507 |
1523.5 |
1532.6 |
1512.9 |
1530.1 |
-5.9 |
7,739 |
39,837 |
-70 |
Oct12 |
120507 |
1520.7 |
1533.6 |
1520.7 |
1533.3 |
-6.0 |
131 |
2,257 |
+110 |
Jan13 |
120507 |
1536.1 |
1536.1 |
1536.1 |
1536.1 |
-6.0 |
2 |
166 |
-1 |
Apr13 |
120507 |
1525.0 |
1536.1 |
1525.0 |
1536.1 |
-6.0 |
|
|
|
Total Volume and Open Interest |
7,874 |
42,265 |
+39 |
Palladium(NYMEX) |
Jun12 |
120507 |
649.10 |
655.50 |
644.00 |
647.80 |
-4.35 |
2,944 |
18,603 |
-29 |
Sep12 |
120507 |
650.00 |
654.05 |
646.80 |
649.60 |
-4.45 |
204 |
3,014 |
+135 |
Dec12 |
120507 |
650.95 |
650.95 |
650.95 |
650.95 |
-4.45 |
0 |
49 |
+0 |
Total Volume and Open Interest |
3,148 |
21,669 |
+106 |
Copper(CMX) |
May12 |
120507 |
369.40 |
377.85 |
367.65 |
377.75 |
+5.35 |
1,224 |
3,401 |
-571 |
Jul12 |
120507 |
370.75 |
377.85 |
366.65 |
377.35 |
+5.25 |
45,904 |
76,375 |
-1,252 |
Sep12 |
120507 |
368.95 |
378.00 |
368.00 |
377.80 |
+5.30 |
2,413 |
25,859 |
-23 |
Dec12 |
120507 |
370.25 |
378.75 |
368.20 |
378.55 |
+5.35 |
1,587 |
18,465 |
-98 |
Mar13 |
120507 |
369.15 |
379.15 |
369.15 |
379.15 |
+5.40 |
773 |
5,169 |
+368 |
Total Volume and Open Interest |
54,134 |
143,039 |
-922 |
DJIA Index(CBOT) |
Jun12 |
120507 |
12882 |
12988 |
12781 |
12959 |
+2 |
162 |
11,586 |
+45 |
Sep12 |
120507 |
12889 |
12889 |
12886 |
12889 |
+3 |
0 |
2 |
+0 |
Dec12 |
120507 |
12808 |
12808 |
12805 |
12808 |
+3 |
0 |
1 |
+0 |
Mar13 |
120507 |
12741 |
12741 |
12738 |
12741 |
+3 |
|
|
|
Total Volume and Open Interest |
162 |
11,589 |
+45 |
E-mini DJIA Index(CBOT) |
Jun12 |
120507 |
12870 |
12991 |
12779 |
12959 |
+2 |
121,905 |
108,947 |
-1,802 |
Sep12 |
120507 |
12758 |
12890 |
12701 |
12889 |
+3 |
24 |
202 |
+18 |
Dec12 |
120507 |
12661 |
12808 |
12661 |
12808 |
+3 |
1 |
23 |
-1 |
Mar13 |
120507 |
12741 |
12741 |
12741 |
12741 |
+3 |
|
|
|
Total Volume and Open Interest |
121,930 |
109,172 |
-1,785 |
S & P 500(CME) |
Jun12 |
120507 |
1354.20 |
1370.00 |
1342.10 |
1365.80 |
+3.30 |
8,129 |
235,756 |
-111 |
Sep12 |
120507 |
1359.40 |
1362.10 |
1353.10 |
1359.40 |
+3.30 |
577 |
4,395 |
+505 |
Dec12 |
120507 |
1352.80 |
1355.50 |
1346.50 |
1352.80 |
+3.30 |
533 |
5,825 |
+500 |
Mar13 |
120507 |
1346.30 |
1349.00 |
1340.00 |
1346.30 |
+3.30 |
|
|
|
Total Volume and Open Interest |
9,239 |
245,976 |
+894 |
S & P 500 E-Mini(Globex) |
Jun12 |
120507 |
1354.00 |
1370.25 |
1342.50 |
1365.75 |
+3.25 |
1,761,579 |
2,800,522 |
-17,972 |
Sep12 |
120507 |
1348.00 |
1363.50 |
1337.50 |
1359.50 |
+3.50 |
2,760 |
29,958 |
+938 |
Total Volume and Open Interest |
1,764,635 |
2,835,001 |
-16,900 |
NASDAQ 100(CME) |
Jun12 |
120507 |
2608.50 |
2648.00 |
2586.80 |
2636.50 |
+11.00 |
1,373 |
17,012 |
+464 |
Sep12 |
120507 |
2631.00 |
2636.00 |
2620.00 |
2631.00 |
+11.00 |
0 |
1 |
+0 |
Dec12 |
120507 |
2624.30 |
2624.30 |
2613.30 |
2624.30 |
+11.00 |
|
|
|
Total Volume and Open Interest |
1,373 |
17,013 |
+464 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120507 |
2610.30 |
2648.30 |
2586.50 |
2636.50 |
+11.00 |
274,369 |
408,961 |
+1,515 |
Sep12 |
120507 |
2580.30 |
2640.00 |
2580.30 |
2631.00 |
+11.00 |
206 |
533 |
-202 |
Total Volume and Open Interest |
274,575 |
409,517 |
+1,313 |
S & P Midcap 400(CME) |
Jun12 |
120507 |
967.80 |
969.00 |
967.80 |
967.80 |
+7.30 |
0 |
1,918 |
+0 |
Sep12 |
120507 |
964.80 |
964.80 |
957.50 |
964.80 |
+7.30 |
|
|
|
Dec12 |
120507 |
962.80 |
962.80 |
955.50 |
962.80 |
+7.30 |
|
|
|
Total Volume and Open Interest |
0 |
1,918 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120507 |
9155 |
9240 |
9085 |
9210 |
+55 |
2,592 |
42,234 |
-117 |
Sep12 |
120507 |
9225 |
9225 |
9170 |
9225 |
+55 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,592 |
42,235 |
-117 |
Nikkei 225(SGX) |
Jun12 |
120507 |
9220 |
9270 |
9070 |
9110 |
-260 |
72,254 |
241,413 |
+4,840 |
Sep12 |
120507 |
9200 |
9200 |
9105 |
9105 |
-260 |
0 |
7,972 |
+0 |
Dec12 |
120507 |
9045 |
9045 |
9045 |
9045 |
-265 |
0 |
5,902 |
+0 |
Total Volume and Open Interest |
72,508 |
260,603 |
+4,881 |
CAC 40(EURONEXT) |
May12 |
120507 |
3050.0 |
3188.0 |
3049.5 |
3181.0 |
+54.5 |
148,356 |
403,765 |
+610 |
Jun12 |
120507 |
3050.0 |
3158.5 |
3043.5 |
3152.5 |
+54.5 |
2,642 |
33,966 |
+2,890 |
Jul12 |
120507 |
3133.0 |
3144.0 |
3133.0 |
3144.0 |
+54.5 |
|
|
|
Total Volume and Open Interest |
150,998 |
437,854 |
+3,500 |
Hang Seng Index(HKFE) |
May12 |
120507 |
20543 |
20543 |
20282 |
20309 |
-581 |
67,797 |
92,179 |
-583 |
Jun12 |
120507 |
20330 |
20340 |
20092 |
20113 |
-587 |
1,004 |
8,577 |
+521 |
Total Volume and Open Interest |
68,909 |
102,476 |
-58 |
DAX(EUREX) |
Jun12 |
120507 |
6404.0 |
6599.0 |
6370.0 |
6574.0 |
+9.0 |
147,092 |
180,281 |
+2,094 |
Sep12 |
120507 |
6435.0 |
6602.0 |
6390.5 |
6581.0 |
+9.0 |
343 |
3,778 |
+82 |
Dec12 |
120507 |
6411.0 |
6590.0 |
6398.0 |
6587.0 |
+9.0 |
6 |
405 |
+0 |
Total Volume and Open Interest |
147,441 |
184,464 |
+2,176 |
FT-SE 100(EURONEXT) |
Jun12 |
120504 |
5710.00 |
5728.50 |
5603.00 |
5620.00 |
-113.00 |
108,816 |
557,412 |
+1,104 |
Sep12 |
120504 |
5640.00 |
5658.50 |
5579.00 |
5579.00 |
-113.00 |
6 |
2,532 |
+0 |
Dec12 |
120504 |
5558.00 |
5558.00 |
5558.00 |
5558.00 |
-113.00 |
50 |
310 |
+26 |
Total Volume and Open Interest |
108,872 |
560,254 |
+1,130 |
SPI 200(SFE) |
Jun12 |
120507 |
4386.0 |
4392.0 |
4285.0 |
4290.0 |
-101.0 |
25,210 |
207,232 |
+2,085 |
Sep12 |
120507 |
4347.0 |
4347.0 |
4253.0 |
4253.0 |
-103.0 |
33 |
2,239 |
+13 |
Dec12 |
120507 |
4292.0 |
4292.0 |
4251.0 |
4251.0 |
-106.0 |
2 |
2,029 |
+0 |
Total Volume and Open Interest |
25,629 |
213,981 |
+2,476 |
GSCI(CME) |
May12 |
120507 |
650.75 |
652.25 |
646.50 |
651.10 |
-2.40 |
93 |
8,730 |
+2 |
Jun12 |
120507 |
652.00 |
654.55 |
648.00 |
652.00 |
-2.50 |
1 |
36 |
+1 |
Jul12 |
120507 |
647.50 |
650.05 |
644.00 |
647.50 |
-2.50 |
|
|
|
Total Volume and Open Interest |
94 |
8,766 |
+3 |
Reuters CCI(ICE) |
Jun12 |
120507 |
297.50 |
297.50 |
297.50 |
297.50 |
+0.30 |
|
|
|
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. |
|
|