|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue May 08, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120508 |
1466.75 |
1466.75 |
1434.50 |
1437.75 |
-25.75 |
2,145 |
3,297 |
-612 |
Jul12 |
120508 |
1467.25 |
1471.25 |
1434.25 |
1438.25 |
-27.50 |
117,070 |
316,970 |
-7,232 |
Aug12 |
120508 |
1452.25 |
1454.00 |
1422.00 |
1425.25 |
-23.50 |
8,073 |
39,176 |
+927 |
Sep12 |
120508 |
1389.50 |
1391.00 |
1367.00 |
1371.25 |
-15.25 |
3,990 |
16,430 |
+473 |
Nov12 |
120508 |
1353.25 |
1361.25 |
1333.25 |
1340.50 |
-13.00 |
50,313 |
243,242 |
+3,771 |
Jan13 |
120508 |
1353.25 |
1356.75 |
1331.25 |
1339.50 |
-11.25 |
5,274 |
49,431 |
+282 |
Mar13 |
120508 |
1328.00 |
1329.50 |
1305.00 |
1314.50 |
-10.00 |
6,514 |
62,184 |
+1,103 |
May13 |
120508 |
1312.00 |
1315.00 |
1291.00 |
1301.00 |
-9.00 |
2,897 |
30,463 |
+427 |
Jul13 |
120508 |
1310.75 |
1314.25 |
1292.50 |
1301.50 |
-9.25 |
3,259 |
32,200 |
+634 |
Aug13 |
120508 |
1278.25 |
1287.25 |
1278.25 |
1278.25 |
-9.00 |
1 |
151 |
-1 |
Sep13 |
120508 |
1243.50 |
1252.00 |
1241.00 |
1241.00 |
-11.00 |
4 |
232 |
+0 |
Nov13 |
120508 |
1221.00 |
1223.00 |
1201.50 |
1207.00 |
-14.00 |
399 |
12,842 |
+172 |
Jan14 |
120508 |
1220.00 |
1225.50 |
1211.50 |
1211.50 |
-14.00 |
0 |
158 |
+0 |
Mar14 |
120508 |
1210.50 |
1224.50 |
1210.50 |
1210.50 |
-14.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
199,944 |
807,315 |
-55 |
Soybean Meal(CBOT) |
May12 |
120508 |
425.60 |
426.50 |
414.90 |
416.60 |
-8.60 |
1,285 |
2,219 |
-760 |
Jul12 |
120508 |
427.20 |
428.20 |
415.00 |
417.30 |
-9.20 |
48,775 |
142,647 |
+2,534 |
Aug12 |
120508 |
419.00 |
420.00 |
407.60 |
408.90 |
-9.30 |
3,534 |
18,276 |
-17 |
Sep12 |
120508 |
396.90 |
397.40 |
387.60 |
389.50 |
-6.20 |
2,108 |
14,157 |
+203 |
Oct12 |
120508 |
380.00 |
380.00 |
371.90 |
374.30 |
-3.90 |
684 |
9,678 |
+233 |
Dec12 |
120508 |
376.30 |
378.40 |
369.70 |
372.30 |
-3.50 |
13,779 |
42,534 |
+180 |
Jan13 |
120508 |
367.00 |
370.80 |
366.70 |
368.00 |
-2.80 |
435 |
5,092 |
+1 |
Mar13 |
120508 |
356.70 |
357.40 |
352.40 |
355.30 |
-2.00 |
710 |
7,375 |
-12 |
May13 |
120508 |
352.40 |
352.40 |
347.00 |
349.90 |
-1.10 |
358 |
5,287 |
-78 |
Jul13 |
120508 |
349.80 |
351.50 |
347.30 |
349.80 |
-0.40 |
306 |
5,309 |
+0 |
Total Volume and Open Interest |
72,444 |
257,920 |
+2,559 |
Soybean Oil(CBOT) |
May12 |
120508 |
53.36 |
53.36 |
52.90 |
52.90 |
-0.31 |
2,848 |
2,068 |
-686 |
Jul12 |
120508 |
53.65 |
53.97 |
53.03 |
53.27 |
-0.31 |
78,671 |
199,074 |
+1,463 |
Aug12 |
120508 |
53.90 |
54.15 |
53.23 |
53.47 |
-0.31 |
6,298 |
28,460 |
+350 |
Sep12 |
120508 |
54.13 |
54.35 |
53.43 |
53.67 |
-0.29 |
6,029 |
19,588 |
+292 |
Oct12 |
120508 |
54.33 |
54.33 |
53.68 |
53.86 |
-0.27 |
2,452 |
10,248 |
+89 |
Dec12 |
120508 |
54.66 |
54.90 |
53.96 |
54.25 |
-0.27 |
22,027 |
83,952 |
+1,801 |
Jan13 |
120508 |
54.81 |
54.81 |
54.33 |
54.47 |
-0.29 |
1,205 |
5,425 |
+408 |
Mar13 |
120508 |
54.98 |
55.14 |
54.35 |
54.63 |
-0.29 |
1,576 |
15,501 |
+654 |
May13 |
120508 |
55.35 |
55.35 |
54.45 |
54.74 |
-0.27 |
437 |
7,208 |
+103 |
Jul13 |
120508 |
54.98 |
55.06 |
54.48 |
54.79 |
-0.27 |
456 |
5,189 |
+87 |
Total Volume and Open Interest |
122,490 |
383,052 |
+4,681 |
Canola(WCE) |
May12 |
120508 |
624.6 |
624.6 |
624.6 |
624.6 |
-1.1 |
2 |
23 |
+0 |
Jul12 |
120508 |
620.7 |
626.0 |
618.6 |
619.6 |
-1.1 |
5,522 |
93,842 |
-621 |
Nov12 |
120508 |
572.0 |
576.5 |
572.0 |
572.3 |
+0.3 |
9,506 |
112,899 |
+1,466 |
Jan13 |
120508 |
577.9 |
579.7 |
575.5 |
575.9 |
+0.2 |
1,602 |
18,240 |
+102 |
Mar13 |
120508 |
583.0 |
584.0 |
580.0 |
580.0 |
+0.2 |
308 |
8,754 |
+94 |
Total Volume and Open Interest |
17,423 |
241,506 |
+1,387 |
Corn(CBOT) |
May12 |
120508 |
669.25 |
685.75 |
664.25 |
666.00 |
+1.00 |
4,698 |
6,907 |
-2,520 |
Jul12 |
120508 |
620.50 |
632.25 |
618.50 |
623.00 |
+3.00 |
168,582 |
533,812 |
-3,858 |
Sep12 |
120508 |
534.25 |
542.00 |
532.00 |
538.00 |
+4.75 |
36,764 |
172,889 |
-996 |
Dec12 |
120508 |
524.00 |
531.00 |
520.50 |
528.00 |
+3.25 |
69,367 |
371,440 |
+1,894 |
Mar13 |
120508 |
536.00 |
542.00 |
532.25 |
539.50 |
+2.75 |
2,940 |
56,358 |
+860 |
May13 |
120508 |
545.00 |
550.00 |
542.50 |
548.25 |
+1.00 |
1,403 |
12,938 |
+527 |
Jul13 |
120508 |
549.75 |
558.00 |
549.75 |
556.25 |
+0.75 |
4,005 |
23,370 |
+1,563 |
Sep13 |
120508 |
535.25 |
543.00 |
535.25 |
543.00 |
+5.50 |
84 |
1,577 |
+2 |
Dec13 |
120508 |
532.25 |
537.75 |
529.00 |
537.75 |
+4.50 |
2,304 |
33,582 |
+452 |
Mar14 |
120508 |
543.25 |
548.50 |
543.25 |
548.50 |
+4.25 |
0 |
584 |
+0 |
Total Volume and Open Interest |
290,317 |
1,217,492 |
-1,994 |
Wheat(CBOT) |
May12 |
120508 |
612.00 |
613.00 |
606.25 |
609.00 |
+2.75 |
784 |
2,365 |
-404 |
Jul12 |
120508 |
612.75 |
621.25 |
611.25 |
615.00 |
+3.00 |
72,496 |
239,562 |
+1,593 |
Sep12 |
120508 |
626.75 |
635.25 |
626.75 |
629.00 |
+2.25 |
14,044 |
62,071 |
+8 |
Dec12 |
120508 |
650.25 |
658.25 |
649.50 |
652.50 |
+1.50 |
17,057 |
100,101 |
-970 |
Mar13 |
120508 |
672.00 |
678.00 |
669.75 |
673.75 |
+0.25 |
1,887 |
13,554 |
-40 |
May13 |
120508 |
684.75 |
688.75 |
683.00 |
684.25 |
+0.75 |
517 |
5,772 |
+34 |
Total Volume and Open Interest |
108,008 |
436,721 |
+525 |
Wheat(KCBT) |
May12 |
120508 |
625.00 |
625.00 |
625.00 |
625.00 |
+5.75 |
53 |
70 |
+3 |
Jul12 |
120508 |
631.00 |
641.00 |
631.00 |
636.00 |
+4.75 |
10,486 |
84,433 |
+798 |
Sep12 |
120508 |
647.00 |
656.25 |
647.00 |
651.50 |
+4.50 |
1,597 |
22,726 |
+149 |
Dec12 |
120508 |
670.25 |
679.50 |
670.25 |
675.25 |
+5.00 |
2,217 |
23,677 |
-176 |
Mar13 |
120508 |
685.50 |
694.25 |
685.50 |
689.50 |
+3.25 |
273 |
5,564 |
+25 |
May13 |
120508 |
702.50 |
702.50 |
695.00 |
700.50 |
+3.50 |
218 |
3,449 |
+5 |
Total Volume and Open Interest |
15,077 |
141,141 |
+824 |
Wheat(MGE) |
May12 |
120508 |
731.75 |
731.75 |
731.75 |
731.75 |
-3.75 |
0 |
59 |
-118 |
Jul12 |
120508 |
734.75 |
743.00 |
731.00 |
732.50 |
-3.50 |
2,466 |
15,968 |
+98 |
Sep12 |
120508 |
740.00 |
747.50 |
733.75 |
736.25 |
-2.00 |
1,284 |
10,776 |
+188 |
Dec12 |
120508 |
746.25 |
754.75 |
742.50 |
744.25 |
-2.75 |
1,096 |
9,397 |
+247 |
Mar13 |
120508 |
762.75 |
763.25 |
751.00 |
753.00 |
-3.75 |
246 |
1,198 |
+137 |
Total Volume and Open Interest |
5,120 |
37,544 |
+579 |
Oats(CBOT) |
May12 |
120508 |
335.75 |
336.00 |
331.50 |
332.25 |
+0.75 |
26 |
47 |
+0 |
Jul12 |
120508 |
337.25 |
342.50 |
337.00 |
337.75 |
+0.25 |
1,161 |
8,170 |
+235 |
Sep12 |
120508 |
342.50 |
344.00 |
341.50 |
341.50 |
unch |
5 |
410 |
+0 |
Dec12 |
120508 |
347.50 |
348.00 |
345.50 |
345.50 |
-1.75 |
157 |
2,806 |
+62 |
Total Volume and Open Interest |
1,350 |
11,460 |
+298 |
Rough Rice(CBOT) |
May12 |
120508 |
15.06 |
15.06 |
14.97 |
15.06 |
+0.10 |
77 |
185 |
-113 |
Jul12 |
120508 |
15.22 |
15.33 |
15.16 |
15.30 |
+0.08 |
532 |
10,851 |
-41 |
Sep12 |
120508 |
15.48 |
15.52 |
15.41 |
15.52 |
+0.08 |
62 |
2,536 |
-11 |
Nov12 |
120508 |
15.74 |
15.76 |
15.66 |
15.76 |
+0.09 |
18 |
220 |
-14 |
Total Volume and Open Interest |
690 |
13,870 |
-179 |
Live Cattle(CME) |
Jun12 |
120508 |
116.050 |
116.330 |
115.080 |
115.785 |
-0.500 |
27,354 |
128,592 |
-3,199 |
Aug12 |
120508 |
118.500 |
118.700 |
117.550 |
118.450 |
-0.350 |
21,191 |
99,517 |
+949 |
Oct12 |
120508 |
123.785 |
124.035 |
122.700 |
123.650 |
-0.500 |
9,453 |
66,590 |
+1,189 |
Dec12 |
120508 |
127.385 |
127.400 |
126.080 |
126.830 |
-0.650 |
6,857 |
35,574 |
+990 |
Feb13 |
120508 |
128.350 |
128.535 |
127.500 |
128.100 |
-0.780 |
1,753 |
10,668 |
+449 |
Apr13 |
120508 |
129.500 |
129.750 |
128.750 |
129.300 |
-0.850 |
341 |
4,128 |
+112 |
Total Volume and Open Interest |
67,008 |
346,206 |
+515 |
Feeder Cattle(CME) |
May12 |
120508 |
152.935 |
152.985 |
151.250 |
151.380 |
-1.405 |
1,679 |
8,661 |
-434 |
Aug12 |
120508 |
159.380 |
159.485 |
158.285 |
158.785 |
-0.665 |
4,462 |
20,399 |
+103 |
Sep12 |
120508 |
160.500 |
160.500 |
159.435 |
159.785 |
-0.765 |
970 |
5,362 |
+53 |
Oct12 |
120508 |
161.185 |
161.575 |
160.450 |
160.935 |
-0.715 |
1,222 |
3,978 |
+340 |
Nov12 |
120508 |
161.900 |
162.000 |
161.000 |
161.600 |
-0.300 |
291 |
1,727 |
+36 |
Jan13 |
120508 |
161.485 |
161.700 |
160.850 |
161.700 |
-0.585 |
107 |
1,357 |
-29 |
Mar13 |
120508 |
161.050 |
161.200 |
161.050 |
161.200 |
+0.400 |
17 |
82 |
+7 |
Total Volume and Open Interest |
8,750 |
41,572 |
+78 |
Lean Hogs(CME) |
May12 |
120508 |
79.725 |
80.650 |
79.475 |
80.250 |
+0.200 |
642 |
1,996 |
-216 |
Jun12 |
120508 |
84.150 |
84.885 |
83.500 |
84.300 |
-0.100 |
31,678 |
99,670 |
-1,068 |
Jul12 |
120508 |
84.885 |
85.350 |
83.700 |
84.580 |
-0.620 |
14,124 |
33,873 |
+3,000 |
Aug12 |
120508 |
85.800 |
85.950 |
84.730 |
85.600 |
-0.300 |
9,157 |
33,648 |
+95 |
Oct12 |
120508 |
79.700 |
79.750 |
78.580 |
78.950 |
-0.800 |
11,863 |
43,920 |
-985 |
Dec12 |
120508 |
77.680 |
78.000 |
76.785 |
77.000 |
-1.225 |
3,395 |
33,283 |
+654 |
Feb13 |
120508 |
79.300 |
79.300 |
78.385 |
78.450 |
-1.250 |
1,144 |
11,995 |
+20 |
Apr13 |
120508 |
80.650 |
80.725 |
80.250 |
80.400 |
-0.950 |
733 |
7,277 |
+156 |
Total Volume and Open Interest |
72,888 |
269,136 |
+1,778 |
Class III Milk(CME) |
May12 |
120508 |
15.17 |
15.19 |
15.07 |
15.09 |
-0.08 |
152 |
4,885 |
+45 |
Jun12 |
120508 |
14.31 |
14.40 |
14.16 |
14.25 |
-0.01 |
215 |
4,555 |
-13 |
Jul12 |
120508 |
14.39 |
14.41 |
14.24 |
14.27 |
unch |
180 |
3,269 |
-13 |
Aug12 |
120508 |
14.84 |
14.85 |
14.76 |
14.78 |
-0.02 |
95 |
3,037 |
+15 |
Sep12 |
120508 |
15.41 |
15.42 |
15.34 |
15.34 |
-0.01 |
40 |
2,726 |
+19 |
Total Volume and Open Interest |
749 |
26,187 |
+90 |
Cocoa(ICE) |
May12 |
120508 |
2396 |
2396 |
2356 |
2356 |
-22 |
0 |
667 |
-78 |
Jul12 |
120508 |
2338 |
2350 |
2288 |
2326 |
-31 |
7,914 |
78,775 |
-1,097 |
Sep12 |
120508 |
2340 |
2357 |
2300 |
2336 |
-31 |
2,479 |
34,283 |
+170 |
Dec12 |
120508 |
2365 |
2365 |
2311 |
2348 |
-32 |
1,094 |
22,620 |
+40 |
Mar13 |
120508 |
2368 |
2368 |
2316 |
2352 |
-35 |
1,176 |
27,894 |
-723 |
May13 |
120508 |
2368 |
2368 |
2320 |
2355 |
-33 |
210 |
7,941 |
+69 |
Jul13 |
120508 |
2364 |
2369 |
2361 |
2361 |
-31 |
362 |
2,310 |
+353 |
Total Volume and Open Interest |
13,612 |
178,756 |
-890 |
Coffee "C"(ICE) |
May12 |
120508 |
173.75 |
175.20 |
173.50 |
175.15 |
+1.00 |
23 |
109 |
-24 |
Jul12 |
120508 |
174.80 |
177.45 |
173.85 |
174.95 |
-0.25 |
8,685 |
75,891 |
-178 |
Sep12 |
120508 |
177.10 |
179.80 |
176.45 |
177.30 |
-0.40 |
2,636 |
33,734 |
+361 |
Dec12 |
120508 |
180.85 |
183.05 |
180.10 |
181.05 |
-0.45 |
1,703 |
22,702 |
-279 |
Mar13 |
120508 |
184.85 |
186.85 |
184.65 |
184.95 |
-0.50 |
759 |
8,089 |
+284 |
May13 |
120508 |
187.50 |
188.65 |
187.40 |
187.50 |
-0.55 |
86 |
3,471 |
+19 |
Total Volume and Open Interest |
13,986 |
147,542 |
+234 |
Orange Juice(ICE) |
May12 |
120508 |
119.10 |
119.10 |
113.70 |
113.70 |
-4.10 |
3 |
277 |
-2 |
Jul12 |
120508 |
119.20 |
121.05 |
112.30 |
116.70 |
-3.10 |
1,056 |
13,691 |
+145 |
Sep12 |
120508 |
120.05 |
121.70 |
116.15 |
118.70 |
-3.15 |
224 |
2,052 |
+3 |
Nov12 |
120508 |
123.80 |
123.80 |
118.00 |
120.75 |
-3.10 |
98 |
3,625 |
+1 |
Jan13 |
120508 |
125.95 |
125.95 |
121.00 |
122.85 |
-2.95 |
83 |
579 |
+27 |
Mar13 |
120508 |
125.00 |
125.00 |
122.60 |
124.55 |
-2.95 |
122 |
810 |
+72 |
Total Volume and Open Interest |
1,596 |
21,058 |
+256 |
Sugar #11(ICE) |
Jul12 |
120508 |
21.05 |
21.07 |
20.31 |
20.37 |
-0.68 |
37,471 |
321,631 |
-4,892 |
Oct12 |
120508 |
21.38 |
21.39 |
20.72 |
20.81 |
-0.57 |
17,141 |
165,640 |
+1,370 |
Mar13 |
120508 |
22.19 |
22.20 |
21.63 |
21.74 |
-0.45 |
12,451 |
110,613 |
-3,028 |
May13 |
120508 |
22.18 |
22.18 |
21.68 |
21.77 |
-0.41 |
2,553 |
28,089 |
-301 |
Jul13 |
120508 |
22.16 |
22.16 |
21.73 |
21.81 |
-0.37 |
1,836 |
26,552 |
+782 |
Oct13 |
120508 |
22.26 |
22.33 |
21.93 |
22.01 |
-0.35 |
944 |
22,806 |
+415 |
Mar14 |
120508 |
22.54 |
22.57 |
22.21 |
22.30 |
-0.34 |
265 |
19,000 |
-66 |
May14 |
120508 |
22.28 |
22.29 |
22.03 |
22.11 |
-0.26 |
40 |
4,996 |
-1 |
Total Volume and Open Interest |
72,904 |
706,848 |
-5,601 |
London Cocoa(LCE) |
May12 |
120508 |
1535 |
1548 |
1520 |
1538 |
+27 |
1,062 |
24,830 |
-238 |
Jul12 |
120508 |
1554 |
1555 |
1526 |
1539 |
+13 |
3,684 |
63,840 |
-258 |
Sep12 |
120508 |
1522 |
1540 |
1513 |
1525 |
+11 |
1,695 |
27,924 |
+783 |
Dec12 |
120508 |
1515 |
1523 |
1497 |
1510 |
+15 |
843 |
29,553 |
+187 |
Mar13 |
120508 |
1495 |
1504 |
1477 |
1492 |
+22 |
636 |
33,511 |
+102 |
May13 |
120508 |
1491 |
1501 |
1478 |
1490 |
+24 |
168 |
10,218 |
+1,430 |
Jul13 |
120508 |
1485 |
1491 |
1480 |
1491 |
+25 |
9 |
4,487 |
-1 |
Total Volume and Open Interest |
8,120 |
199,157 |
+2,005 |
London Sugar(LCE) |
Aug12 |
120508 |
569.20 |
569.90 |
556.10 |
558.40 |
-7.70 |
3,579 |
31,104 |
-910 |
Oct12 |
120508 |
564.00 |
564.40 |
551.00 |
552.80 |
-7.50 |
2,173 |
13,739 |
+653 |
Dec12 |
120508 |
571.20 |
572.30 |
560.20 |
562.00 |
-5.90 |
626 |
5,306 |
+153 |
Mar13 |
120508 |
575.00 |
578.90 |
568.00 |
569.60 |
-5.30 |
348 |
6,749 |
-3 |
May13 |
120508 |
582.20 |
583.80 |
574.00 |
575.30 |
-3.80 |
100 |
862 |
+7 |
Total Volume and Open Interest |
6,874 |
58,589 |
-90 |
Cotton(ICE) |
May12 |
120508 |
85.34 |
85.34 |
84.51 |
84.51 |
-0.33 |
15 |
95 |
-20 |
Jul12 |
120508 |
86.51 |
87.45 |
86.06 |
86.18 |
-0.49 |
9,917 |
99,276 |
+508 |
Oct12 |
120508 |
87.60 |
87.60 |
86.38 |
86.38 |
-1.22 |
2 |
116 |
+0 |
Dec12 |
120508 |
84.80 |
85.58 |
84.13 |
84.33 |
-0.40 |
4,045 |
73,535 |
+793 |
Mar13 |
120508 |
86.23 |
86.45 |
85.35 |
85.53 |
-0.19 |
191 |
5,050 |
+53 |
May13 |
120508 |
87.12 |
87.24 |
86.23 |
86.47 |
-0.14 |
32 |
1,686 |
+0 |
Total Volume and Open Interest |
14,280 |
183,714 |
+1,373 |
Lumber(CME) |
May12 |
120508 |
288.8 |
289.9 |
285.9 |
289.6 |
+0.6 |
207 |
385 |
-120 |
Jul12 |
120508 |
281.4 |
281.8 |
276.0 |
279.7 |
-1.5 |
527 |
5,567 |
+162 |
Sep12 |
120508 |
287.3 |
287.8 |
283.6 |
287.0 |
-1.0 |
215 |
1,896 |
+40 |
Nov12 |
120508 |
284.7 |
285.0 |
281.0 |
284.7 |
-1.0 |
60 |
901 |
+7 |
Total Volume and Open Interest |
1,052 |
8,978 |
+110 |
Crude Oil(NYM) |
Jun12 |
120508 |
97.96 |
98.12 |
95.52 |
97.01 |
-0.93 |
443,060 |
259,572 |
-3,368 |
Jul12 |
120508 |
98.40 |
98.48 |
95.90 |
97.37 |
-0.94 |
97,547 |
196,458 |
+1,408 |
Aug12 |
120508 |
98.55 |
98.73 |
96.22 |
97.65 |
-0.94 |
47,524 |
107,248 |
+1,318 |
Sep12 |
120508 |
98.96 |
98.97 |
96.49 |
97.91 |
-0.92 |
44,367 |
91,886 |
+2,053 |
Oct12 |
120508 |
98.85 |
98.97 |
96.74 |
98.14 |
-0.88 |
22,175 |
55,915 |
+3,956 |
Nov12 |
120508 |
98.98 |
98.98 |
96.93 |
98.33 |
-0.85 |
18,069 |
41,031 |
+811 |
Dec12 |
120508 |
99.37 |
99.41 |
97.08 |
98.49 |
-0.81 |
90,287 |
191,307 |
+1,719 |
Jan13 |
120508 |
99.13 |
99.13 |
97.26 |
98.64 |
-0.77 |
8,753 |
47,978 |
+1,331 |
Feb13 |
120508 |
98.39 |
98.77 |
97.34 |
98.70 |
-0.74 |
3,770 |
27,543 |
-764 |
Mar13 |
120508 |
98.55 |
98.83 |
98.55 |
98.66 |
-0.71 |
10,413 |
34,269 |
+1,319 |
Apr13 |
120508 |
98.37 |
98.56 |
97.15 |
98.48 |
-0.70 |
2,912 |
20,282 |
-256 |
May13 |
120508 |
97.20 |
98.22 |
97.12 |
98.22 |
-0.67 |
2,643 |
16,581 |
+16 |
Jun13 |
120508 |
98.44 |
98.44 |
96.57 |
97.92 |
-0.64 |
20,877 |
72,939 |
+791 |
Jul13 |
120508 |
97.57 |
97.57 |
97.57 |
97.57 |
-0.61 |
514 |
16,504 |
+15 |
Aug13 |
120508 |
97.23 |
97.23 |
97.23 |
97.23 |
-0.60 |
138 |
10,020 |
+9 |
Sep13 |
120508 |
96.91 |
96.91 |
96.91 |
96.91 |
-0.59 |
591 |
24,106 |
+10 |
Total Volume and Open Interest |
884,050 |
1,613,813 |
+5,102 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
6,231 |
1,427 |
-119 |
Jun12 |
120508 |
98.050 |
98.100 |
95.500 |
97.000 |
-0.950 |
13,877 |
2,408 |
+4 |
Jul12 |
120508 |
98.475 |
98.475 |
95.925 |
97.375 |
-0.925 |
476 |
366 |
+107 |
Aug12 |
120508 |
98.200 |
98.200 |
96.375 |
97.650 |
-0.950 |
52 |
61 |
-10 |
Sep12 |
120508 |
98.000 |
98.000 |
96.700 |
97.900 |
-0.925 |
3 |
39 |
+2 |
Oct12 |
120508 |
98.150 |
98.150 |
98.150 |
98.150 |
-0.875 |
2 |
20 |
+2 |
Nov12 |
120508 |
98.325 |
98.325 |
98.325 |
98.325 |
-0.850 |
0 |
2 |
+0 |
Dec12 |
120508 |
99.875 |
100.000 |
97.550 |
98.500 |
-0.800 |
11 |
249 |
-3 |
Jan13 |
120508 |
98.075 |
98.650 |
98.075 |
98.650 |
-0.750 |
4 |
8 |
+2 |
Feb13 |
120508 |
98.700 |
98.700 |
98.700 |
98.700 |
-0.750 |
74 |
75 |
+74 |
Total Volume and Open Interest |
14,501 |
3,414 |
+180 |
Heating Oil(NYM) |
Jun12 |
120508 |
298.40 |
299.99 |
293.80 |
299.01 |
+0.87 |
81,202 |
96,380 |
-5,774 |
Jul12 |
120508 |
298.77 |
300.21 |
294.14 |
299.29 |
+0.77 |
22,710 |
50,769 |
+1,123 |
Aug12 |
120508 |
299.72 |
300.55 |
294.69 |
299.73 |
+0.68 |
14,670 |
33,114 |
-1,876 |
Sep12 |
120508 |
300.39 |
301.13 |
295.43 |
300.35 |
+0.60 |
9,149 |
28,909 |
+788 |
Oct12 |
120508 |
301.20 |
301.71 |
296.29 |
301.04 |
+0.53 |
4,011 |
12,891 |
-13 |
Nov12 |
120508 |
301.01 |
302.27 |
297.00 |
301.74 |
+0.45 |
3,431 |
8,920 |
-61 |
Dec12 |
120508 |
302.00 |
303.02 |
297.34 |
302.31 |
+0.42 |
13,305 |
43,711 |
-854 |
Jan13 |
120508 |
302.12 |
303.31 |
297.98 |
302.90 |
+0.46 |
1,711 |
8,567 |
+321 |
Feb13 |
120508 |
300.63 |
302.71 |
298.00 |
302.71 |
+0.47 |
749 |
2,672 |
+246 |
Mar13 |
120508 |
300.00 |
302.07 |
297.22 |
302.07 |
+0.51 |
2,626 |
5,224 |
+488 |
Apr13 |
120508 |
299.19 |
301.73 |
296.33 |
301.42 |
+0.59 |
3,717 |
10,643 |
+1,036 |
May13 |
120508 |
302.59 |
304.62 |
300.00 |
304.62 |
+0.69 |
185 |
4,226 |
+83 |
Total Volume and Open Interest |
158,087 |
307,279 |
-3,898 |
Gasoline(NYMEX) |
Jun12 |
120508 |
298.33 |
301.75 |
293.52 |
299.44 |
+2.03 |
71,651 |
103,674 |
-3,337 |
Jul12 |
120508 |
293.24 |
295.85 |
288.39 |
293.94 |
+1.07 |
37,263 |
64,234 |
+4,249 |
Aug12 |
120508 |
287.90 |
290.79 |
284.05 |
289.52 |
+0.59 |
20,082 |
34,458 |
-680 |
Sep12 |
120508 |
285.80 |
286.61 |
280.26 |
285.62 |
+0.21 |
10,274 |
30,156 |
+480 |
Oct12 |
120508 |
271.49 |
272.39 |
265.98 |
271.40 |
+0.11 |
4,882 |
20,399 |
-2 |
Nov12 |
120508 |
268.42 |
269.14 |
262.76 |
268.23 |
+0.11 |
3,261 |
8,765 |
+189 |
Dec12 |
120508 |
265.31 |
267.62 |
261.23 |
266.64 |
+0.07 |
4,812 |
27,040 |
+699 |
Jan13 |
120508 |
262.22 |
266.23 |
262.22 |
266.18 |
+0.01 |
804 |
6,857 |
-57 |
Feb13 |
120508 |
266.94 |
266.94 |
266.94 |
266.94 |
-0.01 |
520 |
3,223 |
-10 |
Mar13 |
120508 |
263.00 |
268.36 |
263.00 |
268.36 |
-0.01 |
519 |
2,215 |
+142 |
Total Volume and Open Interest |
154,867 |
312,400 |
+1,558 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120508 |
299.40 |
299.44 |
299.40 |
299.40 |
+2.00 |
0 |
1 |
+0 |
Jul12 |
120508 |
293.90 |
293.94 |
293.90 |
293.90 |
+1.00 |
|
|
|
Aug12 |
120508 |
289.50 |
289.52 |
289.50 |
289.50 |
+0.60 |
|
|
|
Sep12 |
120508 |
285.60 |
285.62 |
285.60 |
285.60 |
+0.20 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Jun12 |
120508 |
2.323 |
2.461 |
2.276 |
2.393 |
+0.057 |
137,311 |
181,041 |
-12,550 |
Jul12 |
120508 |
2.407 |
2.544 |
2.362 |
2.475 |
+0.053 |
43,825 |
242,308 |
+507 |
Aug12 |
120508 |
2.477 |
2.602 |
2.431 |
2.537 |
+0.049 |
32,623 |
78,463 |
-4,660 |
Sep12 |
120508 |
2.525 |
2.647 |
2.486 |
2.585 |
+0.047 |
27,796 |
129,761 |
+8,045 |
Oct12 |
120508 |
2.631 |
2.734 |
2.582 |
2.678 |
+0.047 |
22,733 |
136,163 |
-442 |
Nov12 |
120508 |
2.910 |
3.003 |
2.856 |
2.952 |
+0.047 |
7,579 |
60,192 |
+1,192 |
Dec12 |
120508 |
3.245 |
3.338 |
3.200 |
3.292 |
+0.047 |
5,705 |
61,309 |
+155 |
Jan13 |
120508 |
3.408 |
3.487 |
3.359 |
3.446 |
+0.046 |
9,329 |
78,263 |
+231 |
Feb13 |
120508 |
3.422 |
3.497 |
3.380 |
3.459 |
+0.046 |
1,562 |
19,539 |
-16 |
Mar13 |
120508 |
3.405 |
3.475 |
3.362 |
3.442 |
+0.044 |
2,763 |
32,117 |
+784 |
Apr13 |
120508 |
3.390 |
3.461 |
3.345 |
3.424 |
+0.042 |
5,879 |
52,735 |
+540 |
May13 |
120508 |
3.403 |
3.496 |
3.391 |
3.463 |
+0.042 |
684 |
13,617 |
-106 |
Jun13 |
120508 |
3.493 |
3.547 |
3.431 |
3.513 |
+0.041 |
829 |
5,491 |
+21 |
Jul13 |
120508 |
3.533 |
3.597 |
3.487 |
3.563 |
+0.040 |
278 |
5,940 |
+39 |
Aug13 |
120508 |
3.564 |
3.615 |
3.512 |
3.583 |
+0.039 |
219 |
6,135 |
+46 |
Sep13 |
120508 |
3.557 |
3.618 |
3.510 |
3.586 |
+0.039 |
243 |
6,182 |
-43 |
Total Volume and Open Interest |
304,313 |
1,222,744 |
-4,639 |
Brent Crude Oil(ICE) |
Jun12 |
120508 |
113.16 |
113.64 |
110.53 |
112.73 |
-0.43 |
337,409 |
211,686 |
-13,317 |
Jul12 |
120508 |
112.84 |
113.25 |
110.30 |
112.39 |
-0.42 |
167,136 |
213,729 |
+14,257 |
Aug12 |
120508 |
112.50 |
112.76 |
109.96 |
111.99 |
-0.42 |
80,762 |
124,826 |
+6,809 |
Sep12 |
120508 |
111.98 |
112.26 |
109.58 |
111.53 |
-0.41 |
37,636 |
98,466 |
+1,179 |
Oct12 |
120508 |
111.43 |
111.67 |
109.05 |
111.01 |
-0.38 |
23,983 |
87,457 |
+2,979 |
Nov12 |
120508 |
111.00 |
111.12 |
108.66 |
110.62 |
-0.34 |
19,048 |
49,701 |
+1,538 |
Dec12 |
120508 |
110.58 |
110.82 |
108.25 |
110.20 |
-0.30 |
89,769 |
124,831 |
+6,140 |
Jan13 |
120508 |
109.51 |
109.90 |
107.97 |
109.81 |
-0.27 |
7,236 |
19,620 |
-358 |
Feb13 |
120508 |
109.22 |
109.44 |
107.66 |
109.44 |
-0.22 |
4,727 |
12,491 |
+43 |
Mar13 |
120508 |
108.00 |
109.06 |
108.00 |
109.06 |
-0.20 |
5,435 |
17,271 |
+264 |
Apr13 |
120508 |
107.56 |
108.66 |
107.56 |
108.66 |
-0.17 |
2,242 |
9,032 |
+99 |
May13 |
120508 |
107.56 |
108.25 |
107.48 |
108.19 |
-0.14 |
1,994 |
10,064 |
+147 |
Jun13 |
120508 |
108.03 |
108.03 |
105.90 |
107.68 |
-0.15 |
13,974 |
37,050 |
-721 |
Jul13 |
120508 |
107.20 |
107.20 |
107.20 |
107.20 |
-0.15 |
551 |
7,243 |
+48 |
Total Volume and Open Interest |
849,152 |
1,259,327 |
+18,506 |
Gas Oil(ICE) |
May12 |
120508 |
956.75 |
960.25 |
943.75 |
945.25 |
-6.25 |
47,129 |
64,187 |
-5,645 |
Jun12 |
120508 |
950.00 |
955.00 |
937.00 |
939.25 |
-7.25 |
133,115 |
120,417 |
+3,750 |
Jul12 |
120508 |
947.25 |
951.00 |
933.50 |
936.00 |
-7.50 |
50,223 |
67,367 |
+4,584 |
Aug12 |
120508 |
946.25 |
950.00 |
932.50 |
934.75 |
-7.50 |
26,242 |
48,927 |
+3,322 |
Sep12 |
120508 |
949.00 |
949.50 |
932.25 |
934.50 |
-7.50 |
15,141 |
47,504 |
+3,505 |
Oct12 |
120508 |
945.00 |
949.00 |
932.00 |
934.50 |
-7.50 |
5,791 |
17,675 |
+144 |
Nov12 |
120508 |
944.25 |
947.00 |
931.75 |
933.50 |
-7.50 |
5,197 |
17,490 |
+132 |
Dec12 |
120508 |
945.00 |
947.25 |
930.00 |
932.25 |
-7.50 |
23,802 |
56,736 |
+636 |
Jan13 |
120508 |
942.00 |
943.00 |
929.75 |
931.75 |
-7.50 |
1,849 |
20,308 |
+249 |
Feb13 |
120508 |
945.50 |
945.50 |
930.00 |
930.50 |
-7.75 |
1,501 |
10,428 |
+119 |
Total Volume and Open Interest |
320,309 |
558,188 |
+12,417 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120508 |
2.220 |
2.228 |
2.204 |
2.206 |
+0.005 |
207 |
938 |
-67 |
Jul12 |
120508 |
2.222 |
2.229 |
2.206 |
2.209 |
+0.003 |
527 |
1,453 |
-3 |
Aug12 |
120508 |
2.194 |
2.211 |
2.177 |
2.179 |
-0.002 |
246 |
2,432 |
+45 |
Sep12 |
120508 |
2.095 |
2.113 |
2.090 |
2.094 |
+0.003 |
290 |
1,353 |
+15 |
Oct12 |
120508 |
2.021 |
2.039 |
2.009 |
2.025 |
+0.006 |
150 |
1,550 |
+10 |
Nov12 |
120508 |
1.980 |
1.995 |
1.975 |
1.982 |
+0.006 |
187 |
1,432 |
-4 |
Dec12 |
120508 |
1.966 |
1.988 |
1.966 |
1.974 |
+0.002 |
203 |
1,062 |
+47 |
Total Volume and Open Interest |
1,946 |
11,886 |
+94 |
WTI Crude Oil(ICE) |
Jun12 |
120508 |
98.03 |
98.03 |
95.54 |
97.01 |
-0.93 |
104,317 |
74,097 |
-732 |
Jul12 |
120508 |
98.24 |
98.24 |
95.92 |
97.37 |
-0.94 |
30,114 |
49,433 |
+1,306 |
Aug12 |
120508 |
98.45 |
98.52 |
96.23 |
97.65 |
-0.94 |
14,124 |
32,807 |
+125 |
Sep12 |
120508 |
98.11 |
98.30 |
96.63 |
97.91 |
-0.92 |
13,126 |
28,785 |
-196 |
Oct12 |
120508 |
98.94 |
98.94 |
96.95 |
98.14 |
-0.88 |
7,907 |
17,873 |
+1,101 |
Nov12 |
120508 |
99.10 |
99.10 |
97.02 |
98.33 |
-0.85 |
6,571 |
14,046 |
+923 |
Dec12 |
120508 |
98.65 |
98.84 |
97.12 |
98.49 |
-0.81 |
30,187 |
78,460 |
-1,025 |
Jan13 |
120508 |
98.49 |
98.64 |
97.53 |
98.64 |
-0.77 |
2,261 |
12,643 |
+878 |
Feb13 |
120508 |
97.59 |
98.70 |
97.59 |
98.70 |
-0.74 |
1,205 |
8,037 |
+121 |
Mar13 |
120508 |
98.66 |
98.66 |
98.66 |
98.66 |
-0.71 |
766 |
4,456 |
-65 |
Apr13 |
120508 |
98.48 |
98.48 |
98.48 |
98.48 |
-0.70 |
657 |
2,251 |
+10 |
May13 |
120508 |
98.22 |
98.22 |
98.22 |
98.22 |
-0.67 |
503 |
1,672 |
+74 |
Jun13 |
120508 |
97.34 |
98.20 |
97.30 |
97.92 |
-0.64 |
4,584 |
18,030 |
-617 |
Jul13 |
120508 |
97.57 |
97.57 |
97.57 |
97.57 |
-0.61 |
39 |
1,543 |
-20 |
Aug13 |
120508 |
97.23 |
97.23 |
97.23 |
97.23 |
-0.60 |
54 |
2,326 |
+13 |
Sep13 |
120508 |
96.91 |
96.91 |
96.91 |
96.91 |
-0.59 |
16 |
6,066 |
-1 |
Total Volume and Open Interest |
229,619 |
468,116 |
+4,212 |
US Dollar Index(ICE) |
Jun12 |
120508 |
79.680 |
80.075 |
79.670 |
79.850 |
+0.135 |
24,757 |
45,006 |
+366 |
Sep12 |
120508 |
80.420 |
80.420 |
80.175 |
80.175 |
+0.130 |
18 |
1,082 |
+13 |
Dec12 |
120508 |
80.555 |
80.555 |
80.555 |
80.555 |
+0.130 |
0 |
1 |
+0 |
Total Volume and Open Interest |
24,775 |
46,089 |
+379 |
Australian Dollar(CME) |
Jun12 |
120508 |
101.61 |
101.76 |
100.47 |
100.82 |
-0.81 |
160,266 |
153,106 |
+1,928 |
Sep12 |
120508 |
100.64 |
100.81 |
99.73 |
100.01 |
-0.80 |
36 |
625 |
-1 |
Dec12 |
120508 |
99.30 |
100.07 |
99.30 |
99.30 |
-0.77 |
0 |
14 |
+0 |
Total Volume and Open Interest |
160,302 |
153,747 |
+1,927 |
British Pound(CME) |
Jun12 |
120508 |
161.88 |
161.95 |
161.18 |
161.61 |
-0.18 |
99,435 |
197,287 |
+3,615 |
Sep12 |
120508 |
161.58 |
161.70 |
161.10 |
161.52 |
-0.18 |
43 |
272 |
+12 |
Dec12 |
120508 |
161.35 |
161.59 |
161.35 |
161.42 |
-0.17 |
0 |
44 |
+0 |
Total Volume and Open Interest |
99,478 |
197,605 |
+3,627 |
Canadian Dollar(CME) |
Jun12 |
120508 |
100.63 |
100.68 |
99.68 |
100.06 |
-0.51 |
103,796 |
150,263 |
-5,358 |
Sep12 |
120508 |
100.00 |
100.35 |
99.50 |
99.85 |
-0.50 |
236 |
2,631 |
+21 |
Dec12 |
120508 |
99.80 |
100.11 |
99.30 |
99.63 |
-0.48 |
418 |
4,224 |
-36 |
Mar13 |
120508 |
99.00 |
99.85 |
99.00 |
99.38 |
-0.47 |
31 |
177 |
-15 |
Total Volume and Open Interest |
104,483 |
157,574 |
-5,388 |
Japanese Yen(CME) |
Jun12 |
120508 |
125.19 |
125.50 |
124.91 |
125.35 |
+0.21 |
78,990 |
146,576 |
+4,897 |
Sep12 |
120508 |
125.07 |
125.60 |
125.07 |
125.49 |
+0.21 |
226 |
622 |
+26 |
Dec12 |
120508 |
125.39 |
125.70 |
125.39 |
125.68 |
+0.22 |
4 |
102 |
+2 |
Total Volume and Open Interest |
79,220 |
147,314 |
+4,925 |
Swiss Franc(CME) |
Jun12 |
120508 |
108.72 |
108.78 |
108.14 |
108.51 |
-0.18 |
39,567 |
40,090 |
+439 |
Sep12 |
120508 |
108.66 |
108.85 |
108.66 |
108.66 |
-0.19 |
0 |
189 |
+0 |
Dec12 |
120508 |
108.86 |
109.03 |
108.86 |
108.86 |
-0.17 |
0 |
3 |
+0 |
Total Volume and Open Interest |
39,567 |
40,285 |
+439 |
EuroFX(CME) |
Jun12 |
120508 |
130.62 |
130.67 |
129.84 |
130.30 |
-0.24 |
237,586 |
302,377 |
+6,355 |
Sep12 |
120508 |
130.48 |
130.64 |
129.94 |
130.40 |
-0.24 |
231 |
1,338 |
+55 |
Dec12 |
120508 |
130.52 |
130.77 |
130.15 |
130.54 |
-0.23 |
3 |
243 |
+1 |
Total Volume and Open Interest |
237,820 |
303,971 |
+6,411 |
Mexican Peso(CME) |
May12 |
120508 |
746.2 |
759.2 |
746.2 |
746.2 |
-13.0 |
|
|
|
Jun12 |
120508 |
757.2 |
757.2 |
743.5 |
744.2 |
-13.0 |
44,792 |
154,486 |
-1,258 |
Total Volume and Open Interest |
44,797 |
155,021 |
-1,254 |
Brazilian Real(CME) |
Jun12 |
120508 |
512.50 |
517.50 |
512.45 |
513.95 |
-3.50 |
103 |
5,447 |
-36 |
Jul12 |
120508 |
511.35 |
514.80 |
509.85 |
511.35 |
-3.45 |
10 |
10 |
+10 |
Aug12 |
120508 |
508.25 |
511.75 |
508.25 |
508.25 |
-3.50 |
40 |
0 |
-40 |
Sep12 |
120508 |
505.15 |
508.65 |
505.15 |
505.15 |
-3.50 |
0 |
26 |
+0 |
Total Volume and Open Interest |
153 |
19,051 |
-66 |
30-Year T-Bonds(CBOT) |
Jun12 |
120508 |
143~240 |
144~270 |
143~210 |
144~150 |
+0~230 |
323,844 |
597,501 |
+18,436 |
Sep12 |
120508 |
142~290 |
144~030 |
142~290 |
143~240 |
+0~240 |
1,057 |
2,468 |
+552 |
Dec12 |
120508 |
143~260 |
144~000 |
143~250 |
143~280 |
+0~240 |
12 |
63 |
+2 |
Total Volume and Open Interest |
324,913 |
600,032 |
+18,990 |
10-Year T-Notes(CBOT) |
Jun12 |
120508 |
132~205 |
133~040 |
132~190 |
132~295 |
+0~090 |
1,299,349 |
1,834,047 |
+46,754 |
Sep12 |
120508 |
131~190 |
132~000 |
131~175 |
131~265 |
+0~090 |
3,962 |
25,533 |
+1,529 |
Dec12 |
120508 |
130~315 |
130~315 |
130~225 |
130~315 |
+0~090 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,303,311 |
1,859,581 |
+48,283 |
5-Year T-Notes(CBOT) |
Jun12 |
120508 |
123~122 |
124~018 |
123~117 |
124~007 |
+0~014 |
405,572 |
1,337,473 |
+14,274 |
Sep12 |
120508 |
123~092 |
123~096 |
123~075 |
123~089 |
+0~014 |
553 |
15,603 |
+69 |
Dec12 |
120508 |
122~113 |
122~113 |
122~099 |
122~113 |
+0~014 |
|
|
|
Total Volume and Open Interest |
406,125 |
1,353,076 |
+14,343 |
2 Year T-Notes(CBOT) |
Jun12 |
120508 |
110~035 |
110~037 |
110~034 |
110~036 |
+0~001 |
122,419 |
972,593 |
+3,916 |
Sep12 |
120508 |
110~022 |
110~023 |
110~021 |
110~022 |
+0~001 |
410 |
5,333 |
+360 |
Dec12 |
120508 |
109~088 |
109~088 |
109~087 |
109~088 |
+0~001 |
|
|
|
Total Volume and Open Interest |
122,829 |
977,926 |
+4,276 |
Eurodollars(CME) |
Jun12 |
120508 |
99.525 |
99.525 |
99.500 |
99.515 |
-0.010 |
85,154 |
980,393 |
+1,283 |
Sep12 |
120508 |
99.495 |
99.500 |
99.465 |
99.475 |
-0.025 |
85,770 |
904,998 |
+1,578 |
Dec12 |
120508 |
99.475 |
99.480 |
99.440 |
99.455 |
-0.025 |
93,736 |
1,004,229 |
-5,225 |
Mar13 |
120508 |
99.465 |
99.470 |
99.435 |
99.445 |
-0.020 |
101,306 |
712,513 |
+190 |
Jun13 |
120508 |
99.445 |
99.450 |
99.420 |
99.430 |
-0.015 |
109,958 |
685,412 |
+3,291 |
Sep13 |
120508 |
99.420 |
99.430 |
99.400 |
99.410 |
-0.010 |
104,503 |
657,985 |
+2,404 |
Dec13 |
120508 |
99.380 |
99.390 |
99.360 |
99.370 |
-0.010 |
128,449 |
642,578 |
+2,106 |
Mar14 |
120508 |
99.325 |
99.340 |
99.310 |
99.320 |
-0.005 |
119,272 |
636,055 |
+8,658 |
Jun14 |
120508 |
99.235 |
99.255 |
99.230 |
99.240 |
unch |
88,063 |
475,333 |
+8,412 |
Sep14 |
120508 |
99.130 |
99.160 |
99.130 |
99.140 |
+0.005 |
81,091 |
388,383 |
+305 |
Dec14 |
120508 |
98.990 |
99.025 |
98.990 |
99.005 |
+0.010 |
87,402 |
348,274 |
+2,357 |
Mar15 |
120508 |
98.850 |
98.890 |
98.850 |
98.865 |
+0.015 |
70,699 |
257,485 |
+16 |
Jun15 |
120508 |
0.391 |
0.431 |
0.386 |
0.401 |
+0.015 |
80,914 |
265,385 |
+3,444 |
Sep15 |
120508 |
0.226 |
0.271 |
0.226 |
0.241 |
+0.015 |
38,435 |
190,753 |
-2,609 |
Dec15 |
120508 |
0.066 |
0.106 |
0.061 |
0.076 |
+0.015 |
41,680 |
180,526 |
+4,954 |
Mar16 |
120508 |
6.465 |
6.520 |
6.465 |
6.485 |
+0.015 |
31,046 |
106,624 |
+1,790 |
Jun16 |
120508 |
6.315 |
6.360 |
6.315 |
6.330 |
+0.020 |
18,450 |
112,432 |
+4,634 |
Sep16 |
120508 |
6.155 |
6.205 |
6.155 |
6.175 |
+0.020 |
12,251 |
85,905 |
+2,474 |
Total Volume and Open Interest |
1,407,330 |
8,919,452 |
+44,339 |
30 Day Federal Funds(CBOT) |
May12 |
120508 |
99.855 |
99.857 |
99.850 |
99.853 |
-0.005 |
4,123 |
49,162 |
-27 |
Jun12 |
120508 |
99.850 |
99.855 |
99.845 |
99.855 |
unch |
3,109 |
38,523 |
-69 |
Jul12 |
120508 |
99.850 |
99.855 |
99.845 |
99.850 |
-0.005 |
2,515 |
43,310 |
+1,010 |
Aug12 |
120508 |
99.845 |
99.850 |
99.845 |
99.850 |
unch |
700 |
36,856 |
-42 |
Sep12 |
120508 |
99.845 |
99.845 |
99.840 |
99.845 |
unch |
603 |
30,951 |
+206 |
Oct12 |
120508 |
99.840 |
99.845 |
99.835 |
99.840 |
-0.005 |
568 |
47,926 |
-25 |
Total Volume and Open Interest |
29,726 |
497,121 |
+5,725 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120508 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.002 |
0 |
258 |
+0 |
Sep12 |
120508 |
99.673 |
99.673 |
99.673 |
99.673 |
+0.003 |
|
|
|
Dec12 |
120508 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.003 |
|
|
|
Mar13 |
120508 |
99.675 |
99.675 |
99.675 |
99.675 |
+0.003 |
|
|
|
Jun13 |
120508 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep13 |
120508 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec13 |
120508 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar14 |
120508 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun14 |
120508 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep14 |
120508 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120508 |
99.68 |
99.68 |
99.67 |
99.67 |
+0.00 |
0 |
2,547 |
+0 |
Sep12 |
120508 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.00 |
0 |
797 |
+0 |
Dec12 |
120508 |
99.67 |
99.68 |
99.67 |
99.68 |
+0.00 |
0 |
519 |
+0 |
Mar13 |
120508 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
0 |
181 |
+0 |
Jun13 |
120508 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
206 |
+0 |
Sep13 |
120508 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
325 |
+0 |
Dec13 |
120508 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120508 |
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 |
120508 |
145.46 |
145.46 |
143.10 |
143.17 |
-0.10 |
1,327 |
22,390 |
+81 |
Sep12 |
120508 |
142.98 |
142.98 |
142.98 |
142.98 |
+0.19 |
0 |
6 |
+0 |
Dec12 |
120508 |
141.85 |
141.85 |
141.85 |
141.85 |
+0.19 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,327 |
22,400 |
+81 |
Euro-Bund(EUREX) |
Jun12 |
120508 |
141.95 |
142.64 |
141.92 |
142.55 |
+0.73 |
545,276 |
957,188 |
+2,401 |
Sep12 |
120508 |
140.81 |
141.33 |
140.76 |
141.25 |
+0.73 |
4,144 |
23,316 |
+2,213 |
Dec12 |
120508 |
141.05 |
141.05 |
141.05 |
141.05 |
+0.73 |
46 |
0 |
+0 |
Total Volume and Open Interest |
549,466 |
980,504 |
+4,614 |
Euro-Bobl(EUREX) |
Jun12 |
120508 |
125.49 |
125.80 |
125.47 |
125.75 |
+0.33 |
302,258 |
749,171 |
-12,849 |
Sep12 |
120508 |
125.94 |
126.10 |
125.94 |
126.06 |
+0.36 |
5,840 |
36,588 |
+5,500 |
Dec12 |
120508 |
125.71 |
125.71 |
125.71 |
125.71 |
+0.34 |
100 |
0 |
+0 |
Total Volume and Open Interest |
308,198 |
785,759 |
-7,349 |
3-Mth Euribor(EUREX) |
Jun12 |
120508 |
99.365 |
99.365 |
99.365 |
99.365 |
-0.030 |
0 |
1,777 |
+0 |
Sep12 |
120508 |
99.410 |
99.410 |
99.410 |
99.410 |
-0.045 |
0 |
1,233 |
+0 |
Dec12 |
120508 |
99.395 |
99.395 |
99.395 |
99.395 |
-0.060 |
1 |
1,642 |
-1 |
Total Volume and Open Interest |
1 |
6,429 |
-1 |
Long Gilt(LIFFE) |
Jun12 |
120508 |
117~08 |
117~26 |
117~04 |
117~24 |
+0~27 |
94,294 |
323,397 |
+2,800 |
Sep12 |
120508 |
116~08 |
116~23 |
116~06 |
116~23 |
+0~26 |
3,294 |
3,905 |
+2,564 |
Total Volume and Open Interest |
129,378 |
326,716 |
+4,778 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120508 |
98.99 |
99.01 |
98.97 |
98.98 |
-0.01 |
20,952 |
231,190 |
-170 |
Sep12 |
120508 |
98.98 |
99.00 |
98.96 |
98.97 |
-0.01 |
45,217 |
307,036 |
+4,432 |
Dec12 |
120508 |
98.99 |
99.00 |
98.96 |
98.97 |
unch |
58,054 |
239,489 |
+5,671 |
Mar13 |
120508 |
98.98 |
99.00 |
98.96 |
98.97 |
unch |
52,428 |
226,380 |
-3,259 |
Jun13 |
120508 |
98.96 |
98.98 |
98.93 |
98.95 |
+0.01 |
55,884 |
236,249 |
+1,646 |
Sep13 |
120508 |
98.91 |
98.94 |
98.90 |
98.91 |
+0.02 |
53,629 |
234,289 |
+1,879 |
Total Volume and Open Interest |
434,229 |
2,201,758 |
-3,015 |
3-Mth Euribor(LIFFE) |
Jun12 |
120508 |
99.395 |
99.395 |
99.360 |
99.365 |
-0.030 |
66,367 |
578,794 |
-12,927 |
Sep12 |
120508 |
99.445 |
99.460 |
99.380 |
99.410 |
-0.045 |
78,414 |
519,509 |
+12,382 |
Dec12 |
120508 |
99.445 |
99.460 |
99.375 |
99.395 |
-0.060 |
60,060 |
457,865 |
+2,701 |
Total Volume and Open Interest |
274,609 |
3,565,165 |
+25,701 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120508 |
96.38 |
96.39 |
96.34 |
96.38 |
-0.01 |
34,419 |
156,520 |
-4,146 |
Sep12 |
120508 |
96.76 |
96.77 |
96.72 |
96.75 |
-0.02 |
51,057 |
174,010 |
+5,053 |
Dec12 |
120508 |
96.87 |
96.89 |
96.82 |
96.85 |
-0.03 |
33,758 |
131,492 |
+1,497 |
Mar13 |
120508 |
96.86 |
96.87 |
96.81 |
96.83 |
-0.04 |
14,470 |
74,940 |
+370 |
Jun13 |
120508 |
96.80 |
96.80 |
96.74 |
96.75 |
-0.04 |
8,780 |
62,206 |
+869 |
Sep13 |
120508 |
96.69 |
96.69 |
96.65 |
96.67 |
-0.04 |
2,150 |
45,682 |
+203 |
Dec13 |
120508 |
96.61 |
96.61 |
96.57 |
96.58 |
-0.04 |
1,366 |
30,844 |
+166 |
Mar14 |
120508 |
96.49 |
96.53 |
96.49 |
96.51 |
-0.03 |
574 |
18,895 |
+244 |
Jun14 |
120508 |
96.42 |
96.42 |
96.42 |
96.42 |
-0.04 |
11 |
1,093 |
+0 |
Sep14 |
120508 |
96.34 |
96.34 |
96.34 |
96.34 |
-0.04 |
11 |
636 |
+0 |
Total Volume and Open Interest |
146,607 |
696,657 |
+4,267 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120508 |
96.65 |
96.66 |
96.61 |
96.64 |
-0.01 |
47,173 |
401,145 |
+6,722 |
Sep12 |
120508 |
96.64 |
96.64 |
96.64 |
96.64 |
-0.01 |
|
|
|
Total Volume and Open Interest |
47,173 |
401,145 |
+6,722 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120508 |
97.31 |
97.32 |
97.25 |
97.28 |
-0.04 |
187,545 |
457,549 |
+15,738 |
Sep12 |
120508 |
97.28 |
97.28 |
97.28 |
97.28 |
-0.04 |
|
|
|
Total Volume and Open Interest |
187,545 |
457,549 |
+15,738 |
Gold(CMX) |
Jun12 |
120508 |
1638.9 |
1639.5 |
1595.5 |
1604.5 |
-34.6 |
144,960 |
203,145 |
-3,028 |
Aug12 |
120508 |
1641.3 |
1641.3 |
1598.0 |
1606.8 |
-34.6 |
9,122 |
57,433 |
+3,260 |
Oct12 |
120508 |
1643.3 |
1643.3 |
1601.0 |
1608.7 |
-34.7 |
375 |
13,399 |
-42 |
Dec12 |
120508 |
1645.4 |
1645.7 |
1602.2 |
1610.8 |
-34.7 |
1,759 |
44,011 |
-59 |
Feb13 |
120508 |
1638.0 |
1638.0 |
1604.8 |
1612.8 |
-34.7 |
181 |
17,990 |
+111 |
Apr13 |
120508 |
1648.3 |
1648.3 |
1613.1 |
1614.8 |
-34.7 |
12 |
11,566 |
-4 |
Jun13 |
120508 |
1630.1 |
1630.1 |
1609.4 |
1616.8 |
-34.8 |
164 |
12,497 |
-2 |
Aug13 |
120508 |
1638.0 |
1638.0 |
1618.9 |
1618.9 |
-34.9 |
0 |
1,922 |
+0 |
Oct13 |
120508 |
1621.2 |
1621.3 |
1621.2 |
1621.2 |
-34.9 |
0 |
719 |
+0 |
Dec13 |
120508 |
1632.5 |
1632.5 |
1617.0 |
1623.8 |
-34.9 |
6 |
8,239 |
+6 |
Feb14 |
120508 |
1626.7 |
1626.7 |
1626.7 |
1626.7 |
-35.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
158,331 |
409,389 |
-1,203 |
Silver(CMX) |
May12 |
120508 |
2991.0 |
2991.0 |
2916.0 |
2941.4 |
-65.8 |
53 |
425 |
-238 |
Jul12 |
120508 |
3008.0 |
3012.5 |
2913.5 |
2945.9 |
-66.3 |
42,379 |
60,385 |
+747 |
Sep12 |
120508 |
3012.0 |
3012.0 |
2920.0 |
2951.7 |
-66.2 |
1,825 |
9,007 |
-495 |
Dec12 |
120508 |
3019.5 |
3019.5 |
2932.0 |
2958.7 |
-65.8 |
1,774 |
16,992 |
+156 |
Mar13 |
120508 |
2946.5 |
2961.8 |
2934.5 |
2961.8 |
-65.6 |
52 |
2,847 |
+26 |
May13 |
120508 |
3021.0 |
3021.0 |
2938.0 |
2962.9 |
-65.4 |
28 |
1,750 |
+9 |
Jul13 |
120508 |
2980.0 |
2980.0 |
2940.0 |
2963.8 |
-65.1 |
39 |
3,254 |
-14 |
Total Volume and Open Interest |
46,597 |
111,920 |
+240 |
Platinum(NYMEX) |
Jul12 |
120508 |
1529.1 |
1534.6 |
1501.3 |
1508.3 |
-21.8 |
6,602 |
40,352 |
+515 |
Oct12 |
120508 |
1533.0 |
1533.0 |
1508.2 |
1511.8 |
-21.5 |
62 |
2,298 |
+41 |
Jan13 |
120508 |
1516.8 |
1516.8 |
1512.9 |
1514.6 |
-21.5 |
3 |
166 |
+0 |
Apr13 |
120508 |
1514.6 |
1514.6 |
1514.6 |
1514.6 |
-21.5 |
|
|
|
Total Volume and Open Interest |
6,667 |
42,819 |
+554 |
Palladium(NYMEX) |
Jun12 |
120508 |
647.80 |
651.60 |
619.20 |
622.85 |
-24.95 |
3,235 |
18,215 |
-388 |
Sep12 |
120508 |
650.00 |
652.35 |
622.25 |
624.65 |
-24.95 |
177 |
3,122 |
+108 |
Dec12 |
120508 |
625.90 |
625.90 |
625.90 |
625.90 |
-25.05 |
0 |
49 |
+0 |
Total Volume and Open Interest |
3,412 |
21,389 |
-280 |
Copper(CMX) |
May12 |
120508 |
375.05 |
375.10 |
367.00 |
368.55 |
-9.20 |
916 |
3,096 |
-305 |
Jul12 |
120508 |
376.55 |
376.55 |
365.65 |
367.75 |
-9.60 |
50,067 |
78,158 |
+1,783 |
Sep12 |
120508 |
376.65 |
376.80 |
366.20 |
368.15 |
-9.65 |
3,433 |
26,000 |
+141 |
Dec12 |
120508 |
377.10 |
377.15 |
367.00 |
368.95 |
-9.60 |
2,382 |
19,667 |
+1,202 |
Mar13 |
120508 |
369.00 |
370.30 |
368.35 |
369.55 |
-9.60 |
337 |
5,170 |
+1 |
Total Volume and Open Interest |
58,155 |
145,852 |
+2,813 |
DJIA Index(CBOT) |
Jun12 |
120508 |
12972 |
12972 |
12770 |
12867 |
-92 |
131 |
11,570 |
-16 |
Sep12 |
120508 |
12797 |
12889 |
12797 |
12797 |
-92 |
0 |
2 |
+0 |
Dec12 |
120508 |
12716 |
12808 |
12716 |
12716 |
-92 |
0 |
1 |
+0 |
Mar13 |
120508 |
12649 |
12741 |
12649 |
12649 |
-92 |
|
|
|
Total Volume and Open Interest |
131 |
11,573 |
-16 |
E-mini DJIA Index(CBOT) |
Jun12 |
120508 |
12955 |
12975 |
12755 |
12867 |
-92 |
139,189 |
103,873 |
-5,074 |
Sep12 |
120508 |
12807 |
12858 |
12700 |
12797 |
-92 |
20 |
192 |
-10 |
Dec12 |
120508 |
12716 |
12716 |
12716 |
12716 |
-92 |
1 |
22 |
-1 |
Mar13 |
120508 |
12649 |
12649 |
12649 |
12649 |
-92 |
|
|
|
Total Volume and Open Interest |
139,210 |
104,087 |
-5,085 |
S & P 500(CME) |
Jun12 |
120508 |
1366.00 |
1368.00 |
1343.80 |
1358.50 |
-7.30 |
10,585 |
236,551 |
+795 |
Sep12 |
120508 |
1347.00 |
1354.40 |
1339.40 |
1352.10 |
-7.30 |
516 |
4,931 |
+536 |
Dec12 |
120508 |
1345.40 |
1345.80 |
1332.80 |
1345.40 |
-7.40 |
500 |
6,325 |
+500 |
Mar13 |
120508 |
1338.90 |
1339.30 |
1326.30 |
1338.90 |
-7.40 |
|
|
|
Total Volume and Open Interest |
11,601 |
247,807 |
+1,831 |
S & P 500 E-Mini(Globex) |
Jun12 |
120508 |
1365.25 |
1368.00 |
1343.75 |
1358.50 |
-7.25 |
2,076,198 |
2,833,205 |
+32,683 |
Sep12 |
120508 |
1359.50 |
1360.50 |
1337.50 |
1352.00 |
-7.50 |
1,679 |
30,335 |
+377 |
Total Volume and Open Interest |
2,078,236 |
2,868,285 |
+33,284 |
NASDAQ 100(CME) |
Jun12 |
120508 |
2636.30 |
2641.00 |
2583.00 |
2622.80 |
-13.70 |
6,168 |
20,868 |
+3,856 |
Sep12 |
120508 |
2617.00 |
2631.00 |
2581.00 |
2617.00 |
-14.00 |
2 |
3 |
+2 |
Dec12 |
120508 |
2610.30 |
2624.30 |
2610.30 |
2610.30 |
-14.00 |
|
|
|
Total Volume and Open Interest |
6,170 |
20,871 |
+3,858 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120508 |
2636.80 |
2641.80 |
2583.30 |
2622.80 |
-13.70 |
320,105 |
419,720 |
+10,759 |
Sep12 |
120508 |
2611.30 |
2623.00 |
2589.30 |
2617.00 |
-14.00 |
51 |
514 |
-19 |
Total Volume and Open Interest |
320,158 |
420,257 |
+10,740 |
S & P Midcap 400(CME) |
Jun12 |
120508 |
960.00 |
966.00 |
949.00 |
964.90 |
-2.90 |
91 |
1,918 |
+0 |
Sep12 |
120508 |
961.90 |
964.80 |
961.90 |
961.90 |
-2.90 |
|
|
|
Dec12 |
120508 |
959.90 |
962.80 |
959.90 |
959.90 |
-2.90 |
|
|
|
Total Volume and Open Interest |
91 |
1,918 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120508 |
9205 |
9220 |
9045 |
9105 |
-105 |
3,315 |
41,930 |
-304 |
Sep12 |
120508 |
9080 |
9225 |
9080 |
9120 |
-105 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,315 |
41,931 |
-304 |
Nikkei 225(SGX) |
Jun12 |
120508 |
9125 |
9235 |
9110 |
9160 |
+50 |
81,698 |
240,547 |
-866 |
Sep12 |
120508 |
9185 |
9195 |
9155 |
9155 |
+50 |
97 |
7,981 |
+9 |
Dec12 |
120508 |
9095 |
9095 |
9095 |
9095 |
+50 |
2 |
5,904 |
+2 |
Total Volume and Open Interest |
82,002 |
259,723 |
-880 |
CAC 40(EURONEXT) |
May12 |
120508 |
3178.5 |
3181.5 |
3082.5 |
3097.0 |
-84.0 |
148,356 |
412,813 |
+9,048 |
Jun12 |
120508 |
3155.5 |
3155.5 |
3054.0 |
3068.5 |
-84.0 |
2,642 |
35,639 |
+1,673 |
Jul12 |
120508 |
3085.0 |
3120.0 |
3050.5 |
3057.0 |
-87.0 |
27 |
1 |
+1 |
Total Volume and Open Interest |
112,670 |
448,576 |
+10,722 |
Hang Seng Index(HKFE) |
May12 |
120508 |
20460 |
20480 |
20199 |
20271 |
-38 |
60,689 |
91,317 |
-862 |
Jun12 |
120508 |
20253 |
20278 |
20015 |
20080 |
-33 |
700 |
8,668 |
+91 |
Total Volume and Open Interest |
61,563 |
101,768 |
-708 |
DAX(EUREX) |
Jun12 |
120508 |
6573.5 |
6582.0 |
6416.5 |
6445.0 |
-129.0 |
160,874 |
179,423 |
-858 |
Sep12 |
120508 |
6585.0 |
6585.0 |
6430.0 |
6451.5 |
-129.5 |
473 |
3,756 |
-22 |
Dec12 |
120508 |
6591.5 |
6591.5 |
6432.5 |
6457.5 |
-129.5 |
19 |
404 |
-1 |
Total Volume and Open Interest |
161,366 |
183,583 |
-881 |
FT-SE 100(EURONEXT) |
Jun12 |
120508 |
5631.00 |
5635.50 |
5513.50 |
5521.50 |
-98.50 |
135,169 |
564,199 |
+6,787 |
Sep12 |
120508 |
5569.00 |
5579.50 |
5480.00 |
5480.00 |
-99.00 |
9 |
2,532 |
+0 |
Dec12 |
120508 |
5459.00 |
5459.00 |
5459.00 |
5459.00 |
-99.00 |
0 |
360 |
+50 |
Total Volume and Open Interest |
135,178 |
567,091 |
+6,837 |
SPI 200(SFE) |
Jun12 |
120508 |
4292.0 |
4329.0 |
4285.0 |
4299.0 |
+9.0 |
41,948 |
209,494 |
+2,262 |
Sep12 |
120508 |
4250.0 |
4264.0 |
4250.0 |
4261.0 |
+8.0 |
246 |
2,355 |
+116 |
Dec12 |
120508 |
4271.0 |
4272.0 |
4255.0 |
4259.0 |
+8.0 |
36 |
2,044 |
+15 |
Total Volume and Open Interest |
42,552 |
216,691 |
+2,710 |
GSCI(CME) |
May12 |
120508 |
650.00 |
650.25 |
641.50 |
648.10 |
-3.00 |
310 |
8,649 |
-81 |
Jun12 |
120508 |
650.90 |
651.25 |
642.25 |
648.80 |
-3.20 |
23 |
55 |
+19 |
Jul12 |
120508 |
644.40 |
647.60 |
637.50 |
644.40 |
-3.10 |
|
|
|
Total Volume and Open Interest |
333 |
8,704 |
-62 |
Reuters CCI(ICE) |
Jun12 |
120508 |
295.10 |
295.10 |
295.10 |
295.10 |
-2.40 |
|
|
|
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. |
|
|