|
MRCI's End of Day Prices |
|
Daily Futures Price Listing Thu May 10, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120510 |
1427.50 |
1455.00 |
1427.50 |
1452.25 |
+24.50 |
1,806 |
1,839 |
-1,056 |
Jul12 |
120510 |
1430.00 |
1458.75 |
1429.50 |
1455.25 |
+25.00 |
142,634 |
310,803 |
-7,767 |
Aug12 |
120510 |
1416.25 |
1445.00 |
1416.25 |
1441.75 |
+25.50 |
14,868 |
40,200 |
+71 |
Sep12 |
120510 |
1369.50 |
1395.25 |
1363.00 |
1387.00 |
+24.00 |
3,104 |
17,012 |
+420 |
Nov12 |
120510 |
1332.00 |
1368.00 |
1331.50 |
1359.00 |
+25.50 |
66,293 |
242,266 |
+25 |
Jan13 |
120510 |
1331.00 |
1363.50 |
1330.50 |
1354.75 |
+23.50 |
7,035 |
49,731 |
+307 |
Mar13 |
120510 |
1305.50 |
1335.00 |
1304.50 |
1320.50 |
+16.00 |
8,537 |
60,571 |
-1,120 |
May13 |
120510 |
1287.25 |
1316.00 |
1287.25 |
1300.50 |
+11.25 |
4,229 |
30,350 |
-22 |
Jul13 |
120510 |
1287.75 |
1319.00 |
1287.75 |
1302.25 |
+12.25 |
3,525 |
31,809 |
-407 |
Aug13 |
120510 |
1279.50 |
1279.50 |
1269.25 |
1279.50 |
+10.25 |
0 |
151 |
+0 |
Sep13 |
120510 |
1243.00 |
1244.00 |
1232.50 |
1241.75 |
+9.25 |
15 |
228 |
-6 |
Nov13 |
120510 |
1194.75 |
1221.50 |
1194.75 |
1204.25 |
+7.25 |
801 |
13,074 |
-52 |
Jan14 |
120510 |
1209.75 |
1209.75 |
1202.50 |
1209.75 |
+7.25 |
2 |
158 |
+0 |
Mar14 |
120510 |
1207.75 |
1207.75 |
1200.50 |
1207.75 |
+7.25 |
0 |
3 |
+0 |
Total Volume and Open Interest |
252,855 |
798,732 |
-9,606 |
Soybean Meal(CBOT) |
May12 |
120510 |
419.60 |
424.50 |
419.60 |
423.90 |
+9.00 |
760 |
1,077 |
-668 |
Jul12 |
120510 |
415.50 |
425.50 |
415.00 |
424.60 |
+8.60 |
55,662 |
136,963 |
-2,141 |
Aug12 |
120510 |
406.00 |
417.30 |
406.00 |
416.60 |
+10.10 |
8,087 |
17,564 |
-753 |
Sep12 |
120510 |
388.10 |
397.90 |
387.50 |
397.90 |
+10.40 |
1,981 |
14,587 |
+296 |
Oct12 |
120510 |
375.20 |
386.30 |
374.90 |
385.80 |
+10.20 |
1,445 |
10,388 |
+552 |
Dec12 |
120510 |
371.70 |
384.50 |
371.30 |
383.30 |
+10.40 |
10,239 |
42,863 |
+239 |
Jan13 |
120510 |
378.50 |
378.50 |
367.60 |
376.80 |
+9.20 |
329 |
4,858 |
-103 |
Mar13 |
120510 |
354.10 |
362.70 |
353.00 |
360.80 |
+6.70 |
580 |
7,519 |
+131 |
May13 |
120510 |
347.10 |
355.00 |
346.00 |
351.30 |
+4.20 |
1,107 |
5,581 |
+136 |
Jul13 |
120510 |
349.20 |
354.90 |
347.10 |
350.90 |
+3.80 |
954 |
5,584 |
+282 |
Total Volume and Open Interest |
81,557 |
252,090 |
-1,983 |
Soybean Oil(CBOT) |
May12 |
120510 |
53.16 |
53.20 |
52.92 |
53.15 |
+0.69 |
1,093 |
1,582 |
-397 |
Jul12 |
120510 |
52.93 |
53.65 |
52.90 |
53.50 |
+0.68 |
68,012 |
196,221 |
+161 |
Aug12 |
120510 |
53.09 |
53.85 |
53.09 |
53.70 |
+0.69 |
8,385 |
29,321 |
+225 |
Sep12 |
120510 |
53.32 |
54.04 |
53.32 |
53.90 |
+0.69 |
5,927 |
19,809 |
+639 |
Oct12 |
120510 |
53.50 |
54.21 |
53.50 |
54.06 |
+0.67 |
2,418 |
10,520 |
+329 |
Dec12 |
120510 |
53.89 |
54.59 |
53.83 |
54.42 |
+0.65 |
16,087 |
84,177 |
+386 |
Jan13 |
120510 |
54.55 |
54.70 |
53.99 |
54.64 |
+0.65 |
766 |
5,566 |
+112 |
Mar13 |
120510 |
54.50 |
54.97 |
54.50 |
54.79 |
+0.63 |
1,038 |
15,720 |
+207 |
May13 |
120510 |
54.58 |
55.09 |
54.25 |
54.91 |
+0.66 |
1,251 |
7,429 |
+218 |
Jul13 |
120510 |
54.84 |
55.12 |
54.30 |
54.97 |
+0.67 |
498 |
5,385 |
+199 |
Total Volume and Open Interest |
105,936 |
382,156 |
+2,104 |
Canola(WCE) |
May12 |
120510 |
628.4 |
628.4 |
628.4 |
628.4 |
+5.0 |
|
|
|
Jul12 |
120510 |
619.0 |
626.5 |
619.0 |
623.4 |
+5.0 |
5,820 |
94,349 |
+230 |
Nov12 |
120510 |
570.3 |
579.2 |
570.0 |
577.0 |
+6.7 |
6,495 |
114,423 |
+1,972 |
Jan13 |
120510 |
573.5 |
581.7 |
573.5 |
580.2 |
+6.2 |
1,752 |
19,081 |
+468 |
Mar13 |
120510 |
580.0 |
585.4 |
580.0 |
584.1 |
+6.0 |
1,016 |
9,465 |
+176 |
Total Volume and Open Interest |
15,749 |
245,527 |
+3,029 |
Corn(CBOT) |
May12 |
120510 |
647.25 |
652.50 |
621.00 |
625.50 |
-15.75 |
3,092 |
3,465 |
-1,624 |
Jul12 |
120510 |
609.00 |
612.25 |
585.50 |
587.50 |
-19.75 |
164,009 |
535,922 |
+732 |
Sep12 |
120510 |
527.50 |
529.25 |
512.75 |
513.50 |
-13.50 |
43,259 |
171,963 |
+1,283 |
Dec12 |
120510 |
516.75 |
519.25 |
505.00 |
507.25 |
-9.50 |
80,685 |
380,585 |
+3,740 |
Mar13 |
120510 |
527.25 |
530.50 |
516.75 |
519.00 |
-8.75 |
11,949 |
58,315 |
+1,027 |
May13 |
120510 |
536.00 |
537.00 |
525.25 |
528.50 |
-7.50 |
2,798 |
13,215 |
-70 |
Jul13 |
120510 |
543.50 |
546.00 |
533.00 |
536.25 |
-5.75 |
8,418 |
27,407 |
+1,786 |
Sep13 |
120510 |
525.00 |
531.00 |
525.00 |
526.50 |
-4.50 |
183 |
1,649 |
+70 |
Dec13 |
120510 |
526.00 |
530.00 |
520.00 |
523.25 |
-3.50 |
3,002 |
35,732 |
+1,240 |
Mar14 |
120510 |
538.00 |
538.00 |
532.50 |
534.25 |
-3.50 |
14 |
584 |
-1 |
Total Volume and Open Interest |
317,624 |
1,232,904 |
+8,194 |
Wheat(CBOT) |
May12 |
120510 |
593.50 |
594.75 |
591.00 |
594.75 |
+3.50 |
809 |
1,820 |
-366 |
Jul12 |
120510 |
600.00 |
607.50 |
595.00 |
601.25 |
+1.25 |
47,069 |
238,879 |
-2,149 |
Sep12 |
120510 |
616.00 |
622.00 |
610.00 |
616.50 |
+1.75 |
13,416 |
60,048 |
-925 |
Dec12 |
120510 |
639.25 |
646.50 |
634.25 |
640.75 |
+1.75 |
14,394 |
102,901 |
+1,491 |
Mar13 |
120510 |
661.50 |
667.75 |
657.00 |
663.25 |
+1.75 |
2,585 |
14,779 |
+892 |
May13 |
120510 |
669.75 |
674.50 |
667.50 |
673.50 |
+2.00 |
431 |
5,846 |
+37 |
Total Volume and Open Interest |
79,816 |
438,240 |
-831 |
Wheat(KCBT) |
May12 |
120510 |
609.50 |
609.50 |
609.50 |
609.50 |
+1.50 |
4 |
55 |
-1 |
Jul12 |
120510 |
619.50 |
628.00 |
615.00 |
617.50 |
-1.50 |
10,238 |
84,929 |
+335 |
Sep12 |
120510 |
635.25 |
641.75 |
630.75 |
633.25 |
-1.00 |
2,719 |
22,740 |
+98 |
Dec12 |
120510 |
664.25 |
665.25 |
654.25 |
657.50 |
-0.50 |
2,424 |
23,992 |
+345 |
Mar13 |
120510 |
680.25 |
680.25 |
670.00 |
672.75 |
+0.25 |
429 |
5,679 |
+30 |
May13 |
120510 |
680.50 |
684.00 |
679.00 |
682.25 |
-0.75 |
168 |
3,451 |
-10 |
Total Volume and Open Interest |
16,397 |
142,267 |
+904 |
Wheat(MGE) |
May12 |
120510 |
730.00 |
730.00 |
730.00 |
730.00 |
-1.25 |
50 |
60 |
+1 |
Jul12 |
120510 |
730.00 |
735.00 |
724.00 |
727.25 |
-3.00 |
1,678 |
16,481 |
+99 |
Sep12 |
120510 |
733.00 |
737.50 |
728.75 |
731.25 |
-2.25 |
1,103 |
10,668 |
-101 |
Dec12 |
120510 |
740.00 |
745.75 |
736.50 |
739.00 |
-2.50 |
636 |
9,476 |
+36 |
Mar13 |
120510 |
750.00 |
754.00 |
745.00 |
749.00 |
-2.00 |
118 |
1,404 |
+54 |
Total Volume and Open Interest |
3,602 |
38,272 |
+100 |
Oats(CBOT) |
May12 |
120510 |
335.00 |
336.50 |
333.00 |
333.25 |
+1.25 |
3 |
14 |
-7 |
Jul12 |
120510 |
336.00 |
345.00 |
334.00 |
336.00 |
unch |
368 |
8,195 |
+102 |
Sep12 |
120510 |
341.00 |
341.00 |
340.00 |
340.00 |
-0.50 |
21 |
428 |
+19 |
Dec12 |
120510 |
346.25 |
346.25 |
342.75 |
344.00 |
-1.00 |
26 |
2,813 |
+10 |
Total Volume and Open Interest |
418 |
11,477 |
+124 |
Rough Rice(CBOT) |
May12 |
120510 |
15.56 |
15.56 |
15.16 |
15.56 |
+0.40 |
42 |
107 |
-31 |
Jul12 |
120510 |
15.40 |
15.82 |
15.34 |
15.79 |
+0.39 |
759 |
10,901 |
-9 |
Sep12 |
120510 |
15.61 |
16.02 |
15.61 |
16.02 |
+0.41 |
153 |
2,508 |
-23 |
Nov12 |
120510 |
16.06 |
16.24 |
15.90 |
16.24 |
+0.41 |
24 |
237 |
+17 |
Total Volume and Open Interest |
984 |
13,831 |
-46 |
Live Cattle(CME) |
Jun12 |
120510 |
116.535 |
117.150 |
115.635 |
115.850 |
-0.750 |
30,701 |
113,902 |
-7,405 |
Aug12 |
120510 |
118.830 |
119.350 |
118.285 |
118.600 |
-0.330 |
23,013 |
102,723 |
+2,574 |
Oct12 |
120510 |
124.000 |
124.200 |
123.285 |
123.385 |
-0.845 |
9,081 |
68,765 |
+213 |
Dec12 |
120510 |
127.150 |
127.150 |
126.250 |
126.535 |
-0.645 |
5,074 |
36,385 |
+68 |
Feb13 |
120510 |
128.450 |
128.650 |
127.700 |
128.050 |
-0.600 |
2,329 |
12,399 |
+913 |
Apr13 |
120510 |
129.750 |
129.750 |
128.850 |
129.500 |
-0.285 |
277 |
4,263 |
+41 |
Total Volume and Open Interest |
70,547 |
339,620 |
-3,569 |
Feeder Cattle(CME) |
May12 |
120510 |
150.880 |
151.100 |
150.325 |
150.350 |
-0.300 |
2,757 |
7,236 |
-755 |
Aug12 |
120510 |
159.000 |
159.935 |
158.630 |
158.900 |
unch |
4,111 |
21,491 |
+614 |
Sep12 |
120510 |
159.985 |
160.880 |
159.700 |
159.985 |
+0.160 |
1,116 |
5,422 |
+70 |
Oct12 |
120510 |
161.075 |
161.935 |
161.000 |
161.350 |
+0.400 |
796 |
4,348 |
+114 |
Nov12 |
120510 |
161.600 |
162.400 |
161.550 |
162.185 |
+0.805 |
236 |
1,900 |
+56 |
Jan13 |
120510 |
162.000 |
162.550 |
161.800 |
162.380 |
+0.680 |
171 |
1,516 |
+54 |
Mar13 |
120510 |
162.500 |
162.500 |
162.075 |
162.250 |
+0.750 |
3 |
87 |
+3 |
Total Volume and Open Interest |
9,190 |
42,006 |
+156 |
Lean Hogs(CME) |
May12 |
120510 |
79.850 |
79.930 |
79.300 |
79.800 |
-0.280 |
361 |
1,698 |
-214 |
Jun12 |
120510 |
84.750 |
85.200 |
84.180 |
84.500 |
-0.350 |
28,434 |
86,299 |
-6,473 |
Jul12 |
120510 |
85.135 |
85.385 |
84.450 |
84.785 |
-0.465 |
17,931 |
44,622 |
+7,034 |
Aug12 |
120510 |
85.700 |
86.000 |
85.050 |
85.300 |
-0.450 |
9,928 |
34,523 |
-41 |
Oct12 |
120510 |
79.400 |
79.500 |
78.650 |
78.750 |
-0.635 |
7,283 |
44,258 |
+85 |
Dec12 |
120510 |
77.250 |
77.385 |
76.330 |
76.650 |
-0.780 |
2,949 |
33,516 |
-142 |
Feb13 |
120510 |
78.785 |
78.830 |
77.900 |
78.080 |
-1.100 |
779 |
12,056 |
+64 |
Apr13 |
120510 |
80.600 |
80.600 |
79.600 |
79.975 |
-1.125 |
185 |
7,421 |
+31 |
Total Volume and Open Interest |
67,904 |
267,949 |
+345 |
Class III Milk(CME) |
May12 |
120510 |
15.20 |
15.29 |
15.12 |
15.24 |
+0.12 |
169 |
4,903 |
+13 |
Jun12 |
120510 |
14.45 |
14.61 |
14.37 |
14.42 |
+0.04 |
194 |
4,650 |
+49 |
Jul12 |
120510 |
14.45 |
14.58 |
14.35 |
14.54 |
+0.19 |
63 |
3,270 |
-1 |
Aug12 |
120510 |
14.85 |
14.93 |
14.75 |
14.82 |
+0.07 |
33 |
3,059 |
+1 |
Sep12 |
120510 |
15.36 |
15.40 |
15.32 |
15.35 |
+0.03 |
17 |
2,744 |
+6 |
Total Volume and Open Interest |
533 |
26,387 |
+92 |
Cocoa(ICE) |
May12 |
120510 |
2346 |
2396 |
2333 |
2390 |
+26 |
5 |
606 |
-26 |
Jul12 |
120510 |
2334 |
2352 |
2305 |
2338 |
+4 |
10,367 |
78,488 |
-534 |
Sep12 |
120510 |
2321 |
2361 |
2316 |
2348 |
+4 |
3,092 |
33,573 |
-181 |
Dec12 |
120510 |
2355 |
2370 |
2328 |
2359 |
+3 |
1,883 |
23,139 |
+149 |
Mar13 |
120510 |
2362 |
2373 |
2332 |
2364 |
+3 |
1,119 |
28,519 |
+407 |
May13 |
120510 |
2369 |
2375 |
2337 |
2370 |
+4 |
346 |
8,133 |
+139 |
Jul13 |
120510 |
2384 |
2384 |
2380 |
2380 |
+7 |
7 |
2,317 |
-22 |
Total Volume and Open Interest |
17,527 |
179,723 |
+612 |
Coffee "C"(ICE) |
May12 |
120510 |
178.50 |
178.50 |
178.50 |
178.50 |
+3.35 |
46 |
60 |
-33 |
Jul12 |
120510 |
175.55 |
179.60 |
174.85 |
178.65 |
+3.60 |
8,681 |
75,014 |
-252 |
Sep12 |
120510 |
177.60 |
181.90 |
177.45 |
180.95 |
+3.50 |
2,956 |
32,827 |
-388 |
Dec12 |
120510 |
181.65 |
185.25 |
181.50 |
184.70 |
+3.50 |
1,226 |
23,717 |
+472 |
Mar13 |
120510 |
185.60 |
188.55 |
185.50 |
188.55 |
+3.35 |
186 |
8,087 |
+35 |
May13 |
120510 |
188.10 |
191.10 |
188.10 |
191.10 |
+3.30 |
52 |
3,446 |
+10 |
Total Volume and Open Interest |
13,199 |
146,714 |
-139 |
Orange Juice(ICE) |
May12 |
120510 |
114.40 |
114.40 |
114.40 |
114.40 |
+0.15 |
79 |
191 |
-78 |
Jul12 |
120510 |
116.75 |
124.30 |
116.00 |
120.90 |
+3.40 |
1,630 |
14,365 |
+175 |
Sep12 |
120510 |
121.15 |
125.70 |
121.15 |
122.65 |
+3.30 |
232 |
2,176 |
+69 |
Nov12 |
120510 |
122.65 |
127.25 |
122.65 |
124.35 |
+3.25 |
119 |
3,776 |
+18 |
Jan13 |
120510 |
124.35 |
128.25 |
124.35 |
126.30 |
+3.25 |
38 |
633 |
+17 |
Mar13 |
120510 |
128.75 |
128.80 |
128.75 |
128.80 |
+4.00 |
9 |
896 |
+6 |
Total Volume and Open Interest |
2,107 |
22,061 |
+207 |
Sugar #11(ICE) |
Jul12 |
120510 |
20.49 |
20.70 |
20.30 |
20.45 |
+0.07 |
61,955 |
325,263 |
+2,959 |
Oct12 |
120510 |
20.79 |
21.07 |
20.71 |
20.83 |
+0.04 |
24,855 |
166,355 |
+574 |
Mar13 |
120510 |
21.73 |
21.95 |
21.62 |
21.69 |
-0.01 |
14,237 |
112,688 |
+1,700 |
May13 |
120510 |
21.78 |
21.97 |
21.68 |
21.72 |
-0.03 |
2,598 |
27,955 |
-467 |
Jul13 |
120510 |
21.75 |
22.00 |
21.72 |
21.77 |
-0.03 |
2,109 |
28,007 |
+1,032 |
Oct13 |
120510 |
21.95 |
22.15 |
21.92 |
21.97 |
-0.02 |
602 |
23,117 |
+163 |
Mar14 |
120510 |
22.23 |
22.45 |
22.23 |
22.27 |
unch |
254 |
19,128 |
+34 |
May14 |
120510 |
22.16 |
22.24 |
22.05 |
22.06 |
+0.01 |
86 |
5,025 |
+42 |
Total Volume and Open Interest |
106,796 |
715,111 |
+6,060 |
London Cocoa(LCE) |
May12 |
120510 |
1545 |
1548 |
1528 |
1545 |
+5 |
4,100 |
23,505 |
-533 |
Jul12 |
120510 |
1543 |
1553 |
1529 |
1542 |
-1 |
6,563 |
64,476 |
+1,883 |
Sep12 |
120510 |
1532 |
1542 |
1517 |
1534 |
+2 |
2,913 |
28,836 |
+533 |
Dec12 |
120510 |
1512 |
1522 |
1497 |
1519 |
+6 |
2,763 |
29,891 |
+452 |
Mar13 |
120510 |
1494 |
1503 |
1482 |
1498 |
+3 |
577 |
34,021 |
+421 |
May13 |
120510 |
1483 |
1503 |
1482 |
1498 |
+6 |
316 |
9,980 |
-174 |
Jul13 |
120510 |
1502 |
1502 |
1502 |
1502 |
+7 |
61 |
4,597 |
+110 |
Total Volume and Open Interest |
17,296 |
200,249 |
+2,852 |
London Sugar(LCE) |
Aug12 |
120510 |
559.90 |
562.40 |
554.80 |
557.80 |
+0.90 |
3,516 |
31,827 |
+1,588 |
Oct12 |
120510 |
554.40 |
556.40 |
549.10 |
552.10 |
+0.90 |
835 |
14,668 |
-120 |
Dec12 |
120510 |
562.00 |
564.70 |
558.60 |
561.10 |
+0.80 |
303 |
5,526 |
+210 |
Mar13 |
120510 |
571.00 |
572.90 |
567.00 |
569.70 |
+1.10 |
242 |
6,486 |
-214 |
May13 |
120510 |
575.00 |
579.80 |
574.00 |
576.00 |
+1.60 |
163 |
920 |
+67 |
Total Volume and Open Interest |
5,281 |
60,428 |
+1,686 |
Cotton(ICE) |
Jul12 |
120510 |
85.85 |
86.30 |
81.82 |
81.82 |
-4.00 |
14,384 |
101,027 |
+1,543 |
Oct12 |
120510 |
84.69 |
84.69 |
81.60 |
81.60 |
-4.00 |
19 |
146 |
-1 |
Dec12 |
120510 |
83.40 |
83.75 |
79.37 |
79.37 |
-4.00 |
6,128 |
72,526 |
-1,093 |
Mar13 |
120510 |
84.70 |
84.70 |
80.56 |
80.56 |
-4.00 |
370 |
5,263 |
+195 |
May13 |
120510 |
84.81 |
84.81 |
81.55 |
81.55 |
-4.00 |
157 |
1,794 |
+108 |
Jul13 |
120510 |
85.57 |
85.57 |
82.33 |
82.35 |
-3.97 |
80 |
3,257 |
+36 |
Total Volume and Open Interest |
21,143 |
184,764 |
+695 |
Lumber(CME) |
May12 |
120510 |
292.1 |
297.3 |
292.1 |
296.5 |
+2.7 |
102 |
238 |
-55 |
Jul12 |
120510 |
279.0 |
282.4 |
277.3 |
280.1 |
+2.1 |
613 |
5,577 |
-86 |
Sep12 |
120510 |
286.6 |
289.8 |
285.8 |
288.0 |
+2.2 |
174 |
1,977 |
+34 |
Nov12 |
120510 |
283.9 |
287.0 |
283.9 |
285.7 |
+2.7 |
38 |
948 |
+23 |
Total Volume and Open Interest |
945 |
8,996 |
-66 |
Crude Oil(NYM) |
Jun12 |
120510 |
96.45 |
97.69 |
96.08 |
97.08 |
+0.27 |
333,767 |
226,619 |
-22,539 |
Jul12 |
120510 |
96.78 |
98.04 |
96.42 |
97.41 |
+0.26 |
105,972 |
220,810 |
+10,782 |
Aug12 |
120510 |
97.05 |
98.28 |
96.70 |
97.65 |
+0.23 |
43,604 |
106,898 |
+1,388 |
Sep12 |
120510 |
97.53 |
98.50 |
96.96 |
97.89 |
+0.21 |
31,150 |
86,576 |
-673 |
Oct12 |
120510 |
97.70 |
98.67 |
97.20 |
98.11 |
+0.20 |
15,406 |
52,452 |
-2,120 |
Nov12 |
120510 |
98.15 |
98.85 |
97.48 |
98.29 |
+0.19 |
12,939 |
41,182 |
-850 |
Dec12 |
120510 |
97.81 |
99.00 |
97.56 |
98.44 |
+0.19 |
54,073 |
185,723 |
-1,822 |
Jan13 |
120510 |
97.97 |
99.08 |
97.79 |
98.58 |
+0.19 |
7,037 |
48,491 |
+699 |
Feb13 |
120510 |
98.30 |
98.82 |
98.30 |
98.62 |
+0.19 |
4,355 |
26,750 |
-362 |
Mar13 |
120510 |
98.58 |
98.68 |
98.22 |
98.54 |
+0.18 |
3,775 |
36,285 |
+1,032 |
Apr13 |
120510 |
98.28 |
98.33 |
98.28 |
98.33 |
+0.17 |
1,796 |
19,660 |
-324 |
May13 |
120510 |
97.99 |
98.04 |
97.99 |
98.04 |
+0.15 |
1,406 |
16,473 |
-59 |
Jun13 |
120510 |
97.09 |
98.14 |
97.04 |
97.70 |
+0.13 |
6,603 |
71,912 |
+302 |
Jul13 |
120510 |
97.33 |
97.33 |
97.33 |
97.33 |
+0.12 |
315 |
17,039 |
+47 |
Aug13 |
120510 |
96.97 |
96.97 |
96.97 |
96.97 |
+0.11 |
93 |
9,759 |
+7 |
Sep13 |
120510 |
96.63 |
96.63 |
96.63 |
96.63 |
+0.10 |
120 |
24,164 |
+11 |
Total Volume and Open Interest |
661,078 |
1,590,926 |
-10,097 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
4,575 |
1,257 |
-170 |
Jun12 |
120510 |
96.450 |
97.675 |
96.075 |
97.075 |
+0.275 |
8,563 |
2,226 |
-158 |
Jul12 |
120510 |
96.775 |
98.000 |
96.525 |
97.400 |
+0.250 |
276 |
467 |
+15 |
Aug12 |
120510 |
97.425 |
97.875 |
97.250 |
97.650 |
+0.225 |
32 |
72 |
+4 |
Sep12 |
120510 |
97.950 |
98.100 |
97.475 |
97.900 |
+0.225 |
5 |
41 |
+1 |
Oct12 |
120510 |
98.100 |
98.100 |
98.100 |
98.100 |
+0.200 |
0 |
20 |
+0 |
Nov12 |
120510 |
98.300 |
98.300 |
98.300 |
98.300 |
+0.200 |
0 |
2 |
+0 |
Dec12 |
120510 |
98.700 |
98.700 |
98.275 |
98.450 |
+0.200 |
64 |
269 |
+18 |
Jan13 |
120510 |
98.575 |
98.575 |
98.575 |
98.575 |
+0.175 |
1 |
9 |
+1 |
Feb13 |
120510 |
98.625 |
98.625 |
98.625 |
98.625 |
+0.200 |
0 |
75 |
+0 |
Total Volume and Open Interest |
8,941 |
3,367 |
-119 |
Heating Oil(NYM) |
Jun12 |
120510 |
299.25 |
300.65 |
297.11 |
298.34 |
-1.57 |
64,631 |
84,093 |
-6,168 |
Jul12 |
120510 |
299.50 |
300.93 |
297.60 |
298.77 |
-1.38 |
28,485 |
53,969 |
+1,973 |
Aug12 |
120510 |
299.51 |
301.24 |
298.13 |
299.25 |
-1.26 |
12,890 |
33,418 |
+989 |
Sep12 |
120510 |
301.04 |
301.79 |
298.68 |
299.84 |
-1.20 |
12,552 |
28,503 |
-664 |
Oct12 |
120510 |
301.76 |
302.00 |
299.56 |
300.46 |
-1.18 |
4,782 |
13,303 |
-89 |
Nov12 |
120510 |
302.35 |
302.42 |
299.99 |
301.04 |
-1.18 |
3,784 |
8,773 |
-384 |
Dec12 |
120510 |
301.80 |
303.44 |
300.17 |
301.49 |
-1.17 |
11,341 |
45,241 |
+1,223 |
Jan13 |
120510 |
302.63 |
303.78 |
301.14 |
301.92 |
-1.16 |
1,414 |
9,126 |
+398 |
Feb13 |
120510 |
301.65 |
301.65 |
300.96 |
301.65 |
-1.21 |
688 |
2,806 |
+30 |
Mar13 |
120510 |
300.20 |
300.93 |
300.20 |
300.93 |
-1.27 |
2,163 |
5,313 |
-49 |
Apr13 |
120510 |
299.38 |
300.25 |
299.38 |
300.08 |
-1.36 |
3,783 |
13,421 |
+1,520 |
May13 |
120510 |
304.00 |
304.00 |
302.98 |
302.98 |
-1.46 |
478 |
4,294 |
-18 |
Total Volume and Open Interest |
147,398 |
303,609 |
-1,179 |
Gasoline(NYMEX) |
Jun12 |
120510 |
301.88 |
302.49 |
299.15 |
301.02 |
-1.39 |
61,651 |
96,449 |
-4,851 |
Jul12 |
120510 |
294.48 |
295.81 |
292.40 |
294.22 |
-1.48 |
37,930 |
70,172 |
+2,953 |
Aug12 |
120510 |
289.16 |
290.75 |
287.40 |
289.30 |
-1.08 |
21,312 |
34,836 |
+65 |
Sep12 |
120510 |
285.24 |
286.51 |
283.17 |
285.15 |
-0.73 |
12,850 |
30,433 |
+231 |
Oct12 |
120510 |
270.74 |
272.26 |
268.87 |
270.99 |
-0.55 |
4,985 |
20,919 |
+480 |
Nov12 |
120510 |
267.97 |
268.99 |
265.76 |
267.83 |
-0.48 |
2,741 |
8,839 |
+224 |
Dec12 |
120510 |
266.54 |
267.41 |
264.09 |
266.24 |
-0.44 |
4,088 |
27,516 |
+237 |
Jan13 |
120510 |
264.70 |
265.76 |
264.70 |
265.76 |
-0.43 |
468 |
7,326 |
+167 |
Feb13 |
120510 |
265.75 |
266.47 |
265.75 |
266.47 |
-0.44 |
18 |
3,254 |
+5 |
Mar13 |
120510 |
267.20 |
267.87 |
267.20 |
267.87 |
-0.45 |
133 |
2,148 |
+3 |
Total Volume and Open Interest |
146,224 |
313,370 |
-439 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120510 |
301.00 |
301.02 |
301.00 |
301.00 |
-1.40 |
0 |
1 |
+0 |
Jul12 |
120510 |
294.20 |
294.22 |
294.20 |
294.20 |
-1.50 |
|
|
|
Aug12 |
120510 |
289.30 |
289.30 |
289.30 |
289.30 |
-1.10 |
|
|
|
Sep12 |
120510 |
285.20 |
285.20 |
285.15 |
285.20 |
-0.70 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Jun12 |
120510 |
2.463 |
2.519 |
2.407 |
2.487 |
+0.022 |
159,771 |
170,277 |
-8,092 |
Jul12 |
120510 |
2.545 |
2.605 |
2.497 |
2.569 |
+0.019 |
83,583 |
229,601 |
-5,230 |
Aug12 |
120510 |
2.604 |
2.663 |
2.561 |
2.628 |
+0.018 |
49,974 |
89,006 |
+8,213 |
Sep12 |
120510 |
2.638 |
2.700 |
2.605 |
2.667 |
+0.013 |
40,631 |
130,876 |
+195 |
Oct12 |
120510 |
2.728 |
2.782 |
2.698 |
2.757 |
+0.012 |
41,780 |
142,351 |
+4,003 |
Nov12 |
120510 |
3.015 |
3.054 |
2.978 |
3.033 |
+0.016 |
19,221 |
64,371 |
+2,154 |
Dec12 |
120510 |
3.350 |
3.386 |
3.320 |
3.374 |
+0.023 |
9,240 |
60,331 |
-506 |
Jan13 |
120510 |
3.495 |
3.540 |
3.472 |
3.525 |
+0.019 |
13,907 |
78,809 |
+941 |
Feb13 |
120510 |
3.541 |
3.549 |
3.484 |
3.538 |
+0.018 |
3,147 |
20,583 |
+502 |
Mar13 |
120510 |
3.503 |
3.534 |
3.470 |
3.520 |
+0.016 |
3,832 |
32,477 |
+267 |
Apr13 |
120510 |
3.500 |
3.514 |
3.450 |
3.500 |
+0.014 |
6,525 |
52,582 |
+360 |
May13 |
120510 |
3.550 |
3.550 |
3.491 |
3.536 |
+0.012 |
1,798 |
14,194 |
+592 |
Jun13 |
120510 |
3.571 |
3.596 |
3.539 |
3.584 |
+0.011 |
1,225 |
5,670 |
+189 |
Jul13 |
120510 |
3.616 |
3.644 |
3.586 |
3.632 |
+0.010 |
586 |
6,220 |
+266 |
Aug13 |
120510 |
3.635 |
3.657 |
3.607 |
3.650 |
+0.009 |
313 |
6,037 |
-31 |
Sep13 |
120510 |
3.640 |
3.663 |
3.607 |
3.653 |
+0.009 |
517 |
6,109 |
-22 |
Total Volume and Open Interest |
443,871 |
1,226,562 |
+7,690 |
Brent Crude Oil(ICE) |
Jun12 |
120510 |
112.72 |
113.64 |
112.12 |
112.73 |
-0.47 |
265,163 |
190,392 |
-16,263 |
Jul12 |
120510 |
112.37 |
113.20 |
111.75 |
112.35 |
-0.44 |
161,395 |
227,710 |
+9,058 |
Aug12 |
120510 |
111.96 |
112.72 |
111.33 |
111.94 |
-0.39 |
68,327 |
138,393 |
+3,558 |
Sep12 |
120510 |
111.46 |
112.18 |
110.85 |
111.47 |
-0.35 |
33,919 |
103,402 |
+2,444 |
Oct12 |
120510 |
110.85 |
111.61 |
110.31 |
110.93 |
-0.33 |
22,428 |
87,703 |
+695 |
Nov12 |
120510 |
110.76 |
111.18 |
110.06 |
110.53 |
-0.30 |
15,522 |
51,764 |
+1,322 |
Dec12 |
120510 |
110.24 |
110.76 |
109.48 |
110.09 |
-0.30 |
52,893 |
125,796 |
+1,794 |
Jan13 |
120510 |
109.79 |
110.24 |
109.10 |
109.69 |
-0.29 |
4,099 |
19,328 |
-260 |
Feb13 |
120510 |
109.40 |
109.84 |
109.00 |
109.30 |
-0.28 |
3,328 |
12,931 |
+370 |
Mar13 |
120510 |
109.05 |
109.17 |
108.90 |
108.90 |
-0.27 |
3,561 |
17,189 |
+220 |
Apr13 |
120510 |
108.57 |
108.57 |
108.49 |
108.49 |
-0.24 |
1,751 |
9,369 |
+202 |
May13 |
120510 |
108.01 |
108.01 |
108.01 |
108.01 |
-0.21 |
4,797 |
11,063 |
+992 |
Jun13 |
120510 |
107.69 |
107.96 |
106.98 |
107.51 |
-0.18 |
11,591 |
37,887 |
+1,110 |
Jul13 |
120510 |
107.03 |
107.03 |
107.03 |
107.03 |
-0.17 |
381 |
7,321 |
+118 |
Total Volume and Open Interest |
687,668 |
1,281,051 |
+8,283 |
Gas Oil(ICE) |
May12 |
120510 |
964.25 |
965.00 |
955.50 |
958.25 |
unch |
54,270 |
38,907 |
-20,617 |
Jun12 |
120510 |
951.25 |
956.25 |
946.50 |
950.25 |
-0.25 |
133,437 |
124,034 |
+6,916 |
Jul12 |
120510 |
948.50 |
953.00 |
943.50 |
947.00 |
+0.25 |
57,003 |
79,517 |
+6,647 |
Aug12 |
120510 |
949.25 |
952.00 |
942.75 |
946.00 |
+1.00 |
21,892 |
48,007 |
-2,454 |
Sep12 |
120510 |
947.50 |
951.75 |
942.75 |
946.00 |
+1.25 |
16,035 |
49,418 |
+568 |
Oct12 |
120510 |
947.00 |
951.00 |
942.25 |
945.75 |
+1.25 |
9,107 |
21,664 |
+2,871 |
Nov12 |
120510 |
945.75 |
948.00 |
941.25 |
944.50 |
+1.25 |
6,204 |
17,595 |
-237 |
Dec12 |
120510 |
942.25 |
949.00 |
939.25 |
943.25 |
+1.50 |
21,083 |
57,132 |
+930 |
Jan13 |
120510 |
943.75 |
947.25 |
940.75 |
942.50 |
+1.50 |
3,503 |
20,971 |
+476 |
Feb13 |
120510 |
941.75 |
942.25 |
939.50 |
941.25 |
+1.50 |
1,909 |
10,387 |
-190 |
Total Volume and Open Interest |
334,536 |
554,818 |
-4,484 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120510 |
2.123 |
2.138 |
2.107 |
2.119 |
-0.050 |
214 |
976 |
-62 |
Jul12 |
120510 |
2.140 |
2.145 |
2.109 |
2.123 |
-0.050 |
477 |
1,372 |
-67 |
Aug12 |
120510 |
2.124 |
2.124 |
2.091 |
2.100 |
-0.048 |
185 |
2,428 |
-33 |
Sep12 |
120510 |
2.024 |
2.038 |
2.013 |
2.024 |
-0.038 |
67 |
1,332 |
-27 |
Oct12 |
120510 |
1.962 |
1.963 |
1.943 |
1.952 |
-0.035 |
169 |
1,585 |
+10 |
Nov12 |
120510 |
1.907 |
1.923 |
1.885 |
1.913 |
-0.036 |
142 |
1,439 |
+5 |
Dec12 |
120510 |
1.882 |
1.918 |
1.882 |
1.907 |
-0.034 |
154 |
1,065 |
-7 |
Total Volume and Open Interest |
1,506 |
11,936 |
-146 |
WTI Crude Oil(ICE) |
Jun12 |
120510 |
96.50 |
97.70 |
96.08 |
97.08 |
+0.27 |
66,838 |
67,654 |
-4,192 |
Jul12 |
120510 |
97.14 |
98.04 |
96.44 |
97.41 |
+0.26 |
29,009 |
52,500 |
+1,291 |
Aug12 |
120510 |
97.40 |
98.28 |
96.80 |
97.65 |
+0.23 |
13,092 |
33,817 |
+642 |
Sep12 |
120510 |
97.50 |
98.40 |
97.00 |
97.89 |
+0.21 |
9,484 |
25,670 |
-1,068 |
Oct12 |
120510 |
97.63 |
98.72 |
97.49 |
98.11 |
+0.20 |
4,957 |
15,044 |
-1,218 |
Nov12 |
120510 |
97.85 |
98.85 |
97.55 |
98.29 |
+0.19 |
3,904 |
14,131 |
+15 |
Dec12 |
120510 |
98.10 |
98.98 |
97.57 |
98.44 |
+0.19 |
12,289 |
77,838 |
+1,148 |
Jan13 |
120510 |
98.33 |
98.80 |
98.33 |
98.58 |
+0.19 |
1,243 |
12,863 |
+162 |
Feb13 |
120510 |
98.62 |
98.62 |
98.62 |
98.62 |
+0.19 |
642 |
8,090 |
+18 |
Mar13 |
120510 |
98.54 |
98.54 |
98.54 |
98.54 |
+0.18 |
423 |
4,572 |
+102 |
Apr13 |
120510 |
98.33 |
98.33 |
98.33 |
98.33 |
+0.17 |
270 |
2,079 |
-98 |
May13 |
120510 |
98.04 |
98.04 |
98.04 |
98.04 |
+0.15 |
208 |
1,750 |
+79 |
Jun13 |
120510 |
97.47 |
97.70 |
97.47 |
97.70 |
+0.13 |
1,426 |
18,536 |
+195 |
Jul13 |
120510 |
97.33 |
97.33 |
97.33 |
97.33 |
+0.12 |
128 |
1,532 |
-4 |
Aug13 |
120510 |
96.97 |
96.97 |
96.97 |
96.97 |
+0.11 |
67 |
2,375 |
+50 |
Sep13 |
120510 |
96.63 |
96.63 |
96.63 |
96.63 |
+0.10 |
15 |
6,071 |
+10 |
Total Volume and Open Interest |
150,906 |
464,699 |
+510 |
US Dollar Index(ICE) |
Jun12 |
120510 |
80.295 |
80.340 |
80.085 |
80.257 |
+0.025 |
25,491 |
44,888 |
+25 |
Sep12 |
120510 |
80.535 |
80.552 |
80.395 |
80.552 |
+0.005 |
52 |
1,107 |
+31 |
Dec12 |
120510 |
80.902 |
80.902 |
80.902 |
80.902 |
-0.025 |
0 |
1 |
+0 |
Total Volume and Open Interest |
25,543 |
45,996 |
+56 |
Australian Dollar(CME) |
Jun12 |
120510 |
100.07 |
101.06 |
100.02 |
100.60 |
+0.39 |
154,508 |
151,468 |
-2,191 |
Sep12 |
120510 |
99.41 |
100.20 |
99.41 |
99.77 |
+0.36 |
101 |
624 |
-52 |
Dec12 |
120510 |
99.03 |
99.03 |
98.70 |
99.03 |
+0.33 |
0 |
14 |
+0 |
Total Volume and Open Interest |
154,609 |
152,108 |
-2,243 |
British Pound(CME) |
Jun12 |
120510 |
161.32 |
161.80 |
160.89 |
161.51 |
+0.11 |
102,064 |
199,492 |
-5,806 |
Sep12 |
120510 |
161.27 |
161.64 |
160.84 |
161.42 |
+0.10 |
74 |
263 |
-1 |
Dec12 |
120510 |
161.50 |
161.50 |
161.22 |
161.31 |
+0.09 |
2 |
44 |
+0 |
Total Volume and Open Interest |
102,140 |
199,801 |
-5,807 |
Canadian Dollar(CME) |
Jun12 |
120510 |
99.67 |
100.14 |
99.60 |
99.79 |
+0.01 |
100,719 |
140,740 |
-1,736 |
Sep12 |
120510 |
99.50 |
99.91 |
99.46 |
99.58 |
unch |
458 |
2,937 |
+307 |
Dec12 |
120510 |
99.58 |
99.69 |
99.25 |
99.37 |
-0.01 |
49 |
4,285 |
+18 |
Mar13 |
120510 |
99.12 |
99.16 |
99.12 |
99.12 |
-0.04 |
13 |
177 |
-1 |
Total Volume and Open Interest |
101,243 |
148,415 |
-1,415 |
Japanese Yen(CME) |
Jun12 |
120510 |
125.57 |
125.66 |
125.01 |
125.18 |
-0.36 |
67,353 |
140,925 |
-3,400 |
Sep12 |
120510 |
125.62 |
125.73 |
125.17 |
125.31 |
-0.37 |
62 |
800 |
-2 |
Dec12 |
120510 |
125.47 |
125.90 |
125.42 |
125.51 |
-0.39 |
3 |
102 |
+0 |
Total Volume and Open Interest |
67,418 |
141,842 |
-3,402 |
Swiss Franc(CME) |
Jun12 |
120510 |
107.72 |
108.07 |
107.64 |
107.86 |
+0.01 |
46,934 |
45,520 |
+2,192 |
Sep12 |
120510 |
108.07 |
108.07 |
107.94 |
108.01 |
-0.01 |
0 |
191 |
+0 |
Dec12 |
120510 |
108.22 |
108.22 |
108.22 |
108.22 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
46,934 |
45,717 |
+2,192 |
EuroFX(CME) |
Jun12 |
120510 |
129.36 |
129.81 |
129.25 |
129.53 |
+0.05 |
273,862 |
319,010 |
+8,511 |
Sep12 |
120510 |
129.43 |
129.89 |
129.43 |
129.64 |
+0.05 |
387 |
1,620 |
+112 |
Dec12 |
120510 |
129.70 |
129.79 |
129.68 |
129.79 |
+0.04 |
156 |
393 |
+148 |
Total Volume and Open Interest |
274,406 |
321,037 |
+8,771 |
Mexican Peso(CME) |
May12 |
120510 |
742.2 |
742.5 |
742.2 |
742.2 |
-0.2 |
|
|
|
Jun12 |
120510 |
737.0 |
743.5 |
735.2 |
740.2 |
-0.2 |
63,090 |
159,631 |
+8,269 |
Total Volume and Open Interest |
63,093 |
160,169 |
+8,270 |
Brazilian Real(CME) |
Jun12 |
120510 |
507.20 |
511.55 |
505.85 |
511.55 |
+3.25 |
163 |
5,350 |
-99 |
Jul12 |
120510 |
507.60 |
508.90 |
503.20 |
508.90 |
+3.20 |
0 |
30 |
+0 |
Aug12 |
120510 |
505.85 |
505.85 |
502.60 |
505.85 |
+3.25 |
3 |
3 |
+3 |
Sep12 |
120510 |
502.75 |
502.75 |
499.50 |
502.75 |
+3.25 |
0 |
26 |
+0 |
Total Volume and Open Interest |
166 |
18,977 |
-96 |
30-Year T-Bonds(CBOT) |
Jun12 |
120510 |
144~210 |
144~260 |
143~180 |
144~110 |
-0~040 |
326,632 |
608,199 |
+9,723 |
Sep12 |
120510 |
143~310 |
144~000 |
142~260 |
143~190 |
-0~040 |
1,409 |
3,331 |
+143 |
Dec12 |
120510 |
143~290 |
143~290 |
143~000 |
143~240 |
-0~040 |
17 |
100 |
+16 |
Total Volume and Open Interest |
328,058 |
611,630 |
+9,882 |
10-Year T-Notes(CBOT) |
Jun12 |
120510 |
132~300 |
133~010 |
132~175 |
132~250 |
-0~040 |
1,024,459 |
1,853,396 |
+76,230 |
Sep12 |
120510 |
131~285 |
131~290 |
131~140 |
131~215 |
-0~040 |
5,936 |
31,145 |
+1,691 |
Dec12 |
120510 |
130~265 |
130~305 |
130~265 |
130~265 |
-0~040 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,030,395 |
1,884,542 |
+77,921 |
5-Year T-Notes(CBOT) |
Jun12 |
120510 |
124~022 |
124~040 |
123~294 |
124~006 |
-0~012 |
428,715 |
1,351,591 |
+18,044 |
Sep12 |
120510 |
123~186 |
123~226 |
123~186 |
123~210 |
-0~016 |
3,090 |
18,077 |
+1,914 |
Dec12 |
120510 |
122~270 |
122~286 |
122~270 |
122~270 |
-0~016 |
|
|
|
Total Volume and Open Interest |
431,805 |
1,369,668 |
+19,958 |
2 Year T-Notes(CBOT) |
Jun12 |
120510 |
110~090 |
110~092 |
110~084 |
110~086 |
-0~002 |
234,676 |
991,334 |
+18,534 |
Sep12 |
120510 |
110~056 |
110~056 |
110~054 |
110~054 |
-0~002 |
942 |
6,581 |
+809 |
Dec12 |
120510 |
109~220 |
109~222 |
109~220 |
109~220 |
-0~002 |
|
|
|
Total Volume and Open Interest |
235,618 |
997,915 |
+19,343 |
Eurodollars(CME) |
Jun12 |
120510 |
99.495 |
99.510 |
99.490 |
99.505 |
+0.005 |
240,266 |
957,543 |
-10,125 |
Sep12 |
120510 |
99.440 |
99.465 |
99.435 |
99.455 |
+0.010 |
270,219 |
916,066 |
+10,750 |
Dec12 |
120510 |
99.415 |
99.445 |
99.415 |
99.435 |
+0.015 |
201,271 |
991,086 |
-7,933 |
Mar13 |
120510 |
99.415 |
99.440 |
99.410 |
99.430 |
+0.015 |
168,349 |
714,377 |
+4,925 |
Jun13 |
120510 |
99.405 |
99.425 |
99.400 |
99.415 |
+0.010 |
140,140 |
699,595 |
+8,276 |
Sep13 |
120510 |
99.380 |
99.400 |
99.380 |
99.395 |
+0.010 |
132,830 |
666,444 |
+3,014 |
Dec13 |
120510 |
99.345 |
99.360 |
99.340 |
99.355 |
+0.005 |
135,472 |
659,140 |
+12,449 |
Mar14 |
120510 |
99.300 |
99.310 |
99.290 |
99.305 |
unch |
109,103 |
648,380 |
+6,064 |
Jun14 |
120510 |
99.230 |
99.235 |
99.210 |
99.220 |
-0.010 |
91,335 |
480,390 |
+6,064 |
Sep14 |
120510 |
99.135 |
99.140 |
99.110 |
99.120 |
-0.015 |
69,308 |
387,200 |
+1,152 |
Dec14 |
120510 |
99.005 |
99.010 |
98.970 |
98.985 |
-0.020 |
67,964 |
328,260 |
-4,925 |
Mar15 |
120510 |
98.865 |
98.875 |
98.835 |
98.845 |
-0.020 |
64,157 |
264,209 |
+6,464 |
Jun15 |
120510 |
0.416 |
0.416 |
0.371 |
0.381 |
-0.020 |
46,863 |
265,997 |
-1,974 |
Sep15 |
120510 |
0.256 |
0.256 |
0.206 |
0.221 |
-0.020 |
28,640 |
191,392 |
+325 |
Dec15 |
120510 |
0.086 |
0.091 |
0.041 |
0.056 |
-0.020 |
26,195 |
179,415 |
+606 |
Mar16 |
120510 |
6.500 |
6.500 |
6.450 |
6.465 |
-0.020 |
31,304 |
111,736 |
+5,813 |
Jun16 |
120510 |
6.345 |
6.345 |
6.290 |
6.305 |
-0.020 |
12,977 |
111,769 |
-369 |
Sep16 |
120510 |
6.175 |
6.175 |
6.140 |
6.150 |
-0.020 |
9,762 |
85,090 |
-490 |
Total Volume and Open Interest |
1,876,985 |
8,944,252 |
+42,595 |
30 Day Federal Funds(CBOT) |
May12 |
120510 |
99.850 |
99.850 |
99.848 |
99.848 |
-0.002 |
2,439 |
49,970 |
+759 |
Jun12 |
120510 |
99.855 |
99.855 |
99.850 |
99.850 |
-0.005 |
5,269 |
35,757 |
-2,172 |
Jul12 |
120510 |
99.850 |
99.855 |
99.850 |
99.850 |
unch |
2,063 |
43,607 |
+76 |
Aug12 |
120510 |
99.850 |
99.850 |
99.845 |
99.850 |
unch |
1,445 |
37,589 |
+859 |
Sep12 |
120510 |
99.840 |
99.845 |
99.840 |
99.845 |
unch |
1,897 |
32,013 |
+499 |
Oct12 |
120510 |
99.840 |
99.840 |
99.835 |
99.840 |
unch |
854 |
48,254 |
-25 |
Total Volume and Open Interest |
26,001 |
499,715 |
+861 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120510 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
258 |
+0 |
Sep12 |
120510 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
120510 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120510 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
120510 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep13 |
120510 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec13 |
120510 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar14 |
120510 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun14 |
120510 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep14 |
120510 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120510 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
16 |
2,570 |
+2 |
Sep12 |
120510 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
697 |
+0 |
Dec12 |
120510 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
1 |
519 |
+0 |
Mar13 |
120510 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
181 |
+0 |
Jun13 |
120510 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
206 |
+0 |
Sep13 |
120510 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
325 |
+0 |
Dec13 |
120510 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120510 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
96 |
+0 |
Total Volume and Open Interest |
17 |
5,158 |
+2 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120510 |
143.37 |
143.44 |
143.00 |
143.12 |
-0.20 |
2,426 |
22,957 |
-298 |
Sep12 |
120510 |
142.93 |
142.93 |
142.93 |
142.93 |
-0.20 |
5 |
9 |
+3 |
Dec12 |
120510 |
141.80 |
141.80 |
141.80 |
141.80 |
-0.20 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,431 |
22,970 |
-295 |
Euro-Bund(EUREX) |
Jun12 |
120510 |
142.64 |
143.00 |
142.26 |
142.61 |
-0.19 |
638,729 |
965,028 |
+19,218 |
Sep12 |
120510 |
141.31 |
141.69 |
140.98 |
141.32 |
-0.20 |
2,068 |
25,124 |
+1,713 |
Dec12 |
120510 |
141.11 |
141.11 |
141.11 |
141.11 |
-0.19 |
|
|
|
Total Volume and Open Interest |
640,797 |
990,152 |
+20,931 |
Euro-Bobl(EUREX) |
Jun12 |
120510 |
125.84 |
125.98 |
125.68 |
125.83 |
-0.07 |
450,242 |
742,605 |
-6,339 |
Sep12 |
120510 |
126.22 |
126.29 |
126.12 |
126.14 |
-0.10 |
8,100 |
37,756 |
+1,172 |
Dec12 |
120510 |
125.78 |
125.78 |
125.78 |
125.78 |
-0.07 |
|
|
|
Total Volume and Open Interest |
458,342 |
780,361 |
-5,167 |
3-Mth Euribor(EUREX) |
Jun12 |
120510 |
99.340 |
99.340 |
99.340 |
99.340 |
+0.005 |
0 |
1,777 |
+0 |
Sep12 |
120510 |
99.395 |
99.395 |
99.395 |
99.395 |
+0.035 |
0 |
1,233 |
+0 |
Dec12 |
120510 |
99.390 |
99.390 |
99.385 |
99.385 |
+0.040 |
0 |
1,642 |
+0 |
Total Volume and Open Interest |
80 |
6,349 |
-30 |
Long Gilt(LIFFE) |
Jun12 |
120510 |
117~26 |
118~02 |
116~24 |
117~05 |
-0~26 |
140,455 |
312,168 |
-10,643 |
Sep12 |
120510 |
116~25 |
116~31 |
115~28 |
116~04 |
-0~26 |
444 |
5,156 |
+1,251 |
Total Volume and Open Interest |
140,899 |
317,324 |
-9,392 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120510 |
98.97 |
98.99 |
98.97 |
98.98 |
+0.01 |
94,639 |
233,163 |
+1,337 |
Sep12 |
120510 |
98.93 |
98.95 |
98.92 |
98.93 |
unch |
120,945 |
321,142 |
+6,942 |
Dec12 |
120510 |
98.93 |
98.94 |
98.90 |
98.91 |
-0.01 |
105,573 |
261,055 |
+13,170 |
Mar13 |
120510 |
98.93 |
98.94 |
98.88 |
98.90 |
-0.02 |
100,064 |
233,279 |
+1,835 |
Jun13 |
120510 |
98.92 |
98.92 |
98.85 |
98.87 |
-0.04 |
102,665 |
232,228 |
-9,510 |
Sep13 |
120510 |
98.88 |
98.89 |
98.80 |
98.82 |
-0.06 |
99,642 |
233,040 |
-8,216 |
Total Volume and Open Interest |
884,707 |
2,259,642 |
+19,278 |
3-Mth Euribor(LIFFE) |
Jun12 |
120510 |
99.335 |
99.350 |
99.325 |
99.340 |
+0.005 |
247,122 |
585,410 |
-307 |
Sep12 |
120510 |
99.365 |
99.405 |
99.350 |
99.395 |
+0.035 |
270,046 |
516,192 |
-9,568 |
Dec12 |
120510 |
99.345 |
99.395 |
99.335 |
99.385 |
+0.040 |
205,843 |
473,642 |
+12,926 |
Total Volume and Open Interest |
1,267,248 |
3,584,650 |
-15,779 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120510 |
96.38 |
96.43 |
96.29 |
96.30 |
-0.08 |
29,747 |
161,919 |
+4,983 |
Sep12 |
120510 |
96.77 |
96.85 |
96.67 |
96.68 |
-0.09 |
31,758 |
178,867 |
+2,191 |
Dec12 |
120510 |
96.89 |
96.98 |
96.79 |
96.80 |
-0.09 |
21,084 |
137,242 |
+3,181 |
Mar13 |
120510 |
96.88 |
96.98 |
96.78 |
96.80 |
-0.08 |
10,060 |
76,276 |
+857 |
Jun13 |
120510 |
96.82 |
96.90 |
96.70 |
96.72 |
-0.08 |
6,363 |
63,572 |
+972 |
Sep13 |
120510 |
96.71 |
96.80 |
96.61 |
96.63 |
-0.08 |
4,202 |
47,541 |
+951 |
Dec13 |
120510 |
96.64 |
96.70 |
96.53 |
96.54 |
-0.07 |
3,330 |
31,876 |
+840 |
Mar14 |
120510 |
96.63 |
96.63 |
96.47 |
96.47 |
-0.06 |
1,663 |
19,222 |
+214 |
Jun14 |
120510 |
96.55 |
96.55 |
96.39 |
96.39 |
-0.07 |
22 |
1,109 |
+16 |
Sep14 |
120510 |
96.40 |
96.44 |
96.30 |
96.30 |
-0.08 |
0 |
686 |
+0 |
Total Volume and Open Interest |
108,229 |
718,639 |
+14,195 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120510 |
96.69 |
96.78 |
96.67 |
96.71 |
+0.02 |
64,511 |
416,140 |
+9,030 |
Sep12 |
120510 |
96.71 |
96.71 |
96.71 |
96.71 |
+0.02 |
|
|
|
Total Volume and Open Interest |
64,511 |
416,140 |
+9,030 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120510 |
97.33 |
97.44 |
97.27 |
97.30 |
-0.04 |
197,453 |
493,449 |
+13,776 |
Sep12 |
120510 |
97.30 |
97.30 |
97.30 |
97.30 |
-0.04 |
|
|
|
Total Volume and Open Interest |
197,453 |
493,449 |
+13,776 |
Gold(CMX) |
Jun12 |
120510 |
1589.7 |
1602.2 |
1585.0 |
1595.5 |
+1.3 |
218,708 |
198,902 |
-2,219 |
Aug12 |
120510 |
1592.5 |
1604.4 |
1588.6 |
1597.8 |
+1.3 |
16,914 |
69,209 |
+5,971 |
Oct12 |
120510 |
1597.6 |
1604.0 |
1596.1 |
1599.8 |
+1.4 |
1,740 |
12,772 |
-875 |
Dec12 |
120510 |
1597.5 |
1608.4 |
1593.2 |
1601.8 |
+1.3 |
3,735 |
44,676 |
+278 |
Feb13 |
120510 |
1601.4 |
1603.9 |
1601.4 |
1603.9 |
+1.4 |
806 |
18,171 |
+119 |
Apr13 |
120510 |
1606.0 |
1606.0 |
1606.0 |
1606.0 |
+1.4 |
447 |
11,706 |
+137 |
Jun13 |
120510 |
1608.1 |
1608.1 |
1608.1 |
1608.1 |
+1.4 |
74 |
12,539 |
+45 |
Aug13 |
120510 |
1610.0 |
1610.3 |
1610.0 |
1610.3 |
+1.4 |
1 |
1,922 |
+0 |
Oct13 |
120510 |
1612.6 |
1612.6 |
1612.6 |
1612.6 |
+1.4 |
0 |
744 |
+0 |
Dec13 |
120510 |
1615.2 |
1620.0 |
1614.0 |
1615.2 |
+1.4 |
190 |
8,259 |
+20 |
Feb14 |
120510 |
1618.1 |
1618.1 |
1618.1 |
1618.1 |
+1.4 |
0 |
6 |
+0 |
Total Volume and Open Interest |
243,463 |
417,798 |
+3,906 |
Silver(CMX) |
May12 |
120510 |
2915.0 |
2921.0 |
2900.0 |
2913.6 |
-6.1 |
102 |
409 |
+3 |
Jul12 |
120510 |
2925.0 |
2945.5 |
2894.0 |
2917.8 |
-6.3 |
45,481 |
61,107 |
+1,055 |
Sep12 |
120510 |
2934.0 |
2943.0 |
2911.0 |
2923.6 |
-6.4 |
1,049 |
9,148 |
-55 |
Dec12 |
120510 |
2939.0 |
2957.0 |
2917.5 |
2930.5 |
-6.5 |
1,547 |
17,348 |
+131 |
Mar13 |
120510 |
2952.5 |
2952.5 |
2926.0 |
2933.6 |
-6.5 |
172 |
2,842 |
-13 |
May13 |
120510 |
2934.8 |
2934.8 |
2934.8 |
2934.8 |
-6.5 |
82 |
1,798 |
+46 |
Jul13 |
120510 |
2914.5 |
2949.0 |
2914.5 |
2936.1 |
-6.5 |
711 |
3,302 |
+28 |
Total Volume and Open Interest |
50,274 |
113,549 |
+1,410 |
Platinum(NYMEX) |
Jul12 |
120510 |
1498.9 |
1509.0 |
1485.4 |
1493.8 |
-5.4 |
7,237 |
40,467 |
-119 |
Oct12 |
120510 |
1498.5 |
1502.3 |
1489.0 |
1497.5 |
-5.3 |
203 |
2,455 |
+96 |
Jan13 |
120510 |
1497.2 |
1499.8 |
1497.2 |
1499.8 |
-5.8 |
4 |
165 |
+0 |
Apr13 |
120510 |
1499.8 |
1499.8 |
1499.8 |
1499.8 |
-5.8 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,445 |
43,091 |
-23 |
Palladium(NYMEX) |
Jun12 |
120510 |
613.70 |
622.55 |
611.10 |
615.35 |
+1.70 |
5,622 |
18,370 |
+338 |
Sep12 |
120510 |
615.35 |
623.05 |
615.35 |
617.15 |
+1.80 |
275 |
3,392 |
+145 |
Dec12 |
120510 |
615.75 |
619.10 |
615.75 |
618.30 |
+1.80 |
0 |
49 |
+0 |
Total Volume and Open Interest |
5,902 |
21,816 |
+485 |
Copper(CMX) |
May12 |
120510 |
367.15 |
372.00 |
366.10 |
369.15 |
+2.20 |
414 |
2,624 |
-205 |
Jul12 |
120510 |
366.20 |
371.35 |
364.35 |
369.05 |
+3.10 |
59,751 |
76,463 |
-2,977 |
Sep12 |
120510 |
366.70 |
371.45 |
364.65 |
369.30 |
+3.10 |
3,286 |
25,567 |
+293 |
Dec12 |
120510 |
367.05 |
371.30 |
366.00 |
369.95 |
+3.10 |
1,732 |
21,051 |
+588 |
Mar13 |
120510 |
370.30 |
370.45 |
370.20 |
370.45 |
+3.10 |
65 |
5,218 |
+41 |
Total Volume and Open Interest |
65,956 |
144,583 |
-2,330 |
DJIA Index(CBOT) |
Jun12 |
120510 |
12762 |
12874 |
12756 |
12834 |
+39 |
860 |
12,292 |
+748 |
Sep12 |
120510 |
12765 |
12765 |
12724 |
12765 |
+41 |
0 |
2 |
+0 |
Dec12 |
120510 |
12684 |
12684 |
12643 |
12684 |
+41 |
0 |
1 |
+0 |
Mar13 |
120510 |
12617 |
12617 |
12576 |
12617 |
+41 |
|
|
|
Total Volume and Open Interest |
860 |
12,295 |
+748 |
E-mini DJIA Index(CBOT) |
Jun12 |
120510 |
12795 |
12891 |
12741 |
12834 |
+39 |
172,626 |
103,416 |
-1,692 |
Sep12 |
120510 |
12738 |
12800 |
12711 |
12765 |
+41 |
20 |
205 |
+3 |
Dec12 |
120510 |
12700 |
12700 |
12684 |
12684 |
+41 |
0 |
26 |
+0 |
Mar13 |
120510 |
12617 |
12617 |
12617 |
12617 |
+41 |
|
|
|
Total Volume and Open Interest |
172,646 |
103,647 |
-1,689 |
S & P 500(CME) |
Jun12 |
120510 |
1351.30 |
1362.80 |
1346.00 |
1357.60 |
+6.60 |
14,215 |
237,778 |
+1,730 |
Sep12 |
120510 |
1353.50 |
1356.60 |
1346.10 |
1351.20 |
+6.60 |
50 |
5,008 |
+25 |
Dec12 |
120510 |
1346.50 |
1350.00 |
1339.50 |
1344.60 |
+6.60 |
241 |
6,425 |
+100 |
Mar13 |
120510 |
1338.10 |
1343.50 |
1338.10 |
1338.10 |
+6.60 |
|
|
|
Total Volume and Open Interest |
14,507 |
249,212 |
+1,856 |
S & P 500 E-Mini(Globex) |
Jun12 |
120510 |
1351.25 |
1363.75 |
1345.75 |
1357.50 |
+6.50 |
2,307,638 |
2,832,476 |
+6,180 |
Sep12 |
120510 |
1342.75 |
1356.75 |
1341.50 |
1351.25 |
+6.75 |
1,661 |
30,303 |
-97 |
Total Volume and Open Interest |
2,309,383 |
2,867,529 |
+5,998 |
NASDAQ 100(CME) |
Jun12 |
120510 |
2619.50 |
2634.80 |
2601.50 |
2618.80 |
-0.50 |
2,804 |
20,614 |
+1,740 |
Sep12 |
120510 |
2613.30 |
2617.00 |
2602.00 |
2613.30 |
-0.50 |
0 |
3 |
+0 |
Dec12 |
120510 |
2606.50 |
2607.00 |
2606.50 |
2606.50 |
-0.50 |
|
|
|
Total Volume and Open Interest |
2,804 |
20,617 |
+1,740 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120510 |
2619.30 |
2636.50 |
2601.00 |
2618.80 |
-0.50 |
328,108 |
417,612 |
-3,275 |
Sep12 |
120510 |
2617.50 |
2639.80 |
2610.00 |
2613.30 |
-0.50 |
232 |
336 |
-194 |
Total Volume and Open Interest |
328,341 |
417,971 |
-3,468 |
S & P Midcap 400(CME) |
Jun12 |
120510 |
969.50 |
969.50 |
963.00 |
964.30 |
+3.90 |
130 |
1,918 |
+0 |
Sep12 |
120510 |
961.30 |
961.30 |
957.40 |
961.30 |
+3.90 |
|
|
|
Dec12 |
120510 |
959.30 |
959.30 |
955.40 |
959.30 |
+3.90 |
|
|
|
Total Volume and Open Interest |
130 |
1,918 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120510 |
9010 |
9100 |
8980 |
9070 |
+60 |
4,424 |
41,144 |
+12 |
Sep12 |
120510 |
9055 |
9085 |
9025 |
9085 |
+60 |
1 |
2 |
+1 |
Total Volume and Open Interest |
4,425 |
41,146 |
+13 |
Nikkei 225(SGX) |
Jun12 |
120510 |
9055 |
9080 |
8935 |
9015 |
-45 |
79,348 |
244,665 |
-2,868 |
Sep12 |
120510 |
9030 |
9050 |
9010 |
9010 |
-45 |
19 |
7,959 |
-17 |
Dec12 |
120510 |
8950 |
8950 |
8950 |
8950 |
-45 |
0 |
5,904 |
+0 |
Total Volume and Open Interest |
79,493 |
265,021 |
-2,850 |
CAC 40(EURONEXT) |
May12 |
120510 |
3103.5 |
3135.0 |
3061.0 |
3118.0 |
+24.0 |
159,971 |
414,073 |
+4,917 |
Jun12 |
120510 |
3088.5 |
3105.0 |
3035.0 |
3089.5 |
+24.5 |
1,572 |
37,610 |
+691 |
Jul12 |
120510 |
3080.0 |
3080.0 |
3078.0 |
3078.0 |
+23.5 |
17 |
263 |
+261 |
Total Volume and Open Interest |
161,560 |
452,069 |
+5,869 |
Hang Seng Index(HKFE) |
May12 |
120510 |
20140 |
20178 |
19882 |
19923 |
-211 |
75,974 |
89,532 |
-1,020 |
Jun12 |
120510 |
19820 |
19980 |
19692 |
19732 |
-205 |
629 |
9,176 |
+95 |
Total Volume and Open Interest |
76,990 |
100,803 |
-660 |
DAX(EUREX) |
Jun12 |
120510 |
6503.5 |
6554.5 |
6442.0 |
6519.5 |
+48.0 |
172,560 |
181,616 |
-2,578 |
Sep12 |
120510 |
6520.0 |
6560.0 |
6455.0 |
6525.5 |
+48.0 |
182 |
3,748 |
+30 |
Dec12 |
120510 |
6535.0 |
6548.0 |
6482.5 |
6532.5 |
+48.0 |
35 |
413 |
+4 |
Total Volume and Open Interest |
172,777 |
185,777 |
-2,544 |
FT-SE 100(EURONEXT) |
Jun12 |
120510 |
5500.00 |
5546.00 |
5469.50 |
5526.50 |
+15.50 |
161,205 |
569,310 |
+6,071 |
Sep12 |
120510 |
5484.00 |
5495.00 |
5434.00 |
5485.00 |
+15.50 |
23 |
5,240 |
+2,707 |
Dec12 |
120510 |
5464.50 |
5464.50 |
5464.50 |
5464.50 |
+15.50 |
0 |
360 |
+0 |
Total Volume and Open Interest |
161,228 |
574,910 |
+8,778 |
SPI 200(SFE) |
Jun12 |
120510 |
4273.0 |
4301.0 |
4225.0 |
4301.0 |
+21.0 |
41,154 |
211,230 |
+3,094 |
Sep12 |
120510 |
4228.0 |
4262.0 |
4197.0 |
4262.0 |
+20.0 |
98 |
2,675 |
+17 |
Dec12 |
120510 |
4248.0 |
4262.0 |
4246.0 |
4262.0 |
+22.0 |
23 |
2,064 |
+2 |
Total Volume and Open Interest |
41,570 |
219,316 |
+3,281 |
GSCI(CME) |
May12 |
120510 |
648.50 |
650.00 |
646.00 |
646.00 |
-2.00 |
1,721 |
5,882 |
-1,387 |
Jun12 |
120510 |
648.95 |
651.00 |
646.45 |
646.50 |
-1.85 |
1,439 |
2,919 |
+1,318 |
Jul12 |
120510 |
642.50 |
645.95 |
642.00 |
642.50 |
-1.50 |
|
|
|
Total Volume and Open Interest |
3,160 |
8,801 |
-69 |
Reuters CCI(ICE) |
Jun12 |
120510 |
294.60 |
294.80 |
294.60 |
294.60 |
-0.20 |
|
|
|
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. |
|
|