|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri May 11, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120511 |
1448.00 |
1448.00 |
1402.75 |
1404.00 |
-48.25 |
1,698 |
923 |
-916 |
Jul12 |
120511 |
1457.00 |
1461.75 |
1402.50 |
1406.00 |
-49.25 |
121,799 |
303,093 |
-7,710 |
Aug12 |
120511 |
1441.50 |
1447.25 |
1390.25 |
1393.50 |
-48.25 |
14,246 |
39,538 |
-662 |
Sep12 |
120511 |
1387.00 |
1392.00 |
1348.50 |
1350.75 |
-36.25 |
3,750 |
17,562 |
+550 |
Nov12 |
120511 |
1361.75 |
1366.50 |
1318.75 |
1321.25 |
-37.75 |
52,970 |
240,995 |
-1,271 |
Jan13 |
120511 |
1357.75 |
1361.00 |
1319.50 |
1320.75 |
-34.00 |
4,535 |
50,248 |
+517 |
Mar13 |
120511 |
1320.50 |
1327.75 |
1291.50 |
1293.75 |
-26.75 |
7,931 |
59,861 |
-710 |
May13 |
120511 |
1300.50 |
1305.50 |
1272.00 |
1272.75 |
-27.75 |
5,817 |
30,650 |
+300 |
Jul13 |
120511 |
1305.00 |
1307.25 |
1271.00 |
1271.75 |
-30.50 |
4,246 |
32,320 |
+511 |
Aug13 |
120511 |
1248.75 |
1279.50 |
1248.75 |
1248.75 |
-30.75 |
0 |
151 |
+0 |
Sep13 |
120511 |
1236.00 |
1241.75 |
1211.00 |
1211.00 |
-30.75 |
18 |
227 |
-1 |
Nov13 |
120511 |
1203.25 |
1205.00 |
1173.00 |
1173.25 |
-31.00 |
1,861 |
13,865 |
+791 |
Jan14 |
120511 |
1201.25 |
1209.75 |
1178.75 |
1178.75 |
-31.00 |
4 |
160 |
+2 |
Mar14 |
120511 |
1176.75 |
1207.75 |
1176.75 |
1176.75 |
-31.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
218,881 |
790,133 |
-8,599 |
Soybean Meal(CBOT) |
May12 |
120511 |
424.00 |
424.10 |
409.00 |
411.00 |
-12.90 |
374 |
886 |
-191 |
Jul12 |
120511 |
424.00 |
429.90 |
406.40 |
408.50 |
-16.10 |
53,190 |
132,969 |
-3,994 |
Aug12 |
120511 |
416.50 |
416.90 |
399.80 |
401.00 |
-15.60 |
5,187 |
18,592 |
+1,028 |
Sep12 |
120511 |
394.80 |
398.60 |
385.30 |
389.00 |
-8.90 |
2,570 |
14,683 |
+96 |
Oct12 |
120511 |
385.80 |
385.80 |
372.30 |
376.30 |
-9.50 |
1,708 |
10,885 |
+497 |
Dec12 |
120511 |
382.00 |
383.60 |
370.30 |
374.30 |
-9.00 |
14,293 |
44,416 |
+1,553 |
Jan13 |
120511 |
374.00 |
376.80 |
366.90 |
369.20 |
-7.60 |
319 |
4,870 |
+12 |
Mar13 |
120511 |
357.10 |
360.00 |
352.40 |
355.20 |
-5.60 |
631 |
7,601 |
+82 |
May13 |
120511 |
348.90 |
351.30 |
344.50 |
347.00 |
-4.30 |
1,117 |
5,379 |
-202 |
Jul13 |
120511 |
350.10 |
350.90 |
343.80 |
346.20 |
-4.70 |
389 |
5,640 |
+56 |
Total Volume and Open Interest |
79,987 |
251,120 |
-970 |
Soybean Oil(CBOT) |
May12 |
120511 |
52.58 |
53.15 |
51.84 |
51.90 |
-1.25 |
1,291 |
1,117 |
-465 |
Jul12 |
120511 |
53.50 |
53.58 |
52.09 |
52.24 |
-1.26 |
63,195 |
194,607 |
-1,614 |
Aug12 |
120511 |
53.70 |
53.79 |
52.30 |
52.45 |
-1.25 |
8,367 |
28,801 |
-520 |
Sep12 |
120511 |
53.90 |
53.90 |
52.50 |
52.65 |
-1.25 |
6,699 |
19,900 |
+91 |
Oct12 |
120511 |
54.06 |
54.12 |
52.68 |
52.81 |
-1.25 |
1,414 |
10,570 |
+50 |
Dec12 |
120511 |
54.40 |
54.50 |
52.97 |
53.15 |
-1.27 |
22,587 |
84,398 |
+221 |
Jan13 |
120511 |
54.00 |
54.64 |
53.25 |
53.36 |
-1.28 |
759 |
5,510 |
-56 |
Mar13 |
120511 |
54.81 |
54.81 |
53.42 |
53.51 |
-1.28 |
1,466 |
15,841 |
+121 |
May13 |
120511 |
54.04 |
54.14 |
53.61 |
53.62 |
-1.29 |
2,547 |
8,168 |
+739 |
Jul13 |
120511 |
54.92 |
54.97 |
53.54 |
53.68 |
-1.29 |
238 |
5,343 |
-42 |
Total Volume and Open Interest |
108,766 |
380,749 |
-1,407 |
Canola(WCE) |
May12 |
120511 |
613.1 |
613.1 |
613.1 |
613.1 |
-15.3 |
|
|
|
Jul12 |
120511 |
620.5 |
624.4 |
607.2 |
608.1 |
-15.3 |
5,914 |
93,454 |
-895 |
Nov12 |
120511 |
573.1 |
577.1 |
560.7 |
561.4 |
-15.6 |
6,850 |
114,503 |
+80 |
Jan13 |
120511 |
576.2 |
580.7 |
564.0 |
564.7 |
-15.5 |
2,122 |
20,060 |
+979 |
Mar13 |
120511 |
580.1 |
583.2 |
567.6 |
568.2 |
-15.9 |
638 |
9,662 |
+197 |
Total Volume and Open Interest |
15,696 |
245,981 |
+454 |
Corn(CBOT) |
May12 |
120511 |
626.00 |
629.50 |
600.00 |
608.00 |
-17.50 |
1,286 |
2,517 |
-948 |
Jul12 |
120511 |
589.50 |
592.50 |
572.25 |
581.00 |
-6.50 |
143,620 |
535,775 |
-147 |
Sep12 |
120511 |
514.25 |
518.00 |
504.25 |
511.25 |
-2.25 |
37,167 |
172,431 |
+468 |
Dec12 |
120511 |
508.25 |
511.00 |
499.00 |
505.25 |
-2.00 |
65,067 |
384,051 |
+3,466 |
Mar13 |
120511 |
519.50 |
522.25 |
511.00 |
517.00 |
-2.00 |
10,824 |
58,447 |
+132 |
May13 |
120511 |
528.50 |
530.50 |
520.25 |
525.50 |
-3.00 |
2,848 |
13,507 |
+292 |
Jul13 |
120511 |
535.75 |
538.75 |
527.00 |
536.00 |
-0.25 |
7,703 |
28,884 |
+1,477 |
Sep13 |
120511 |
527.00 |
527.00 |
521.00 |
526.75 |
+0.25 |
99 |
1,678 |
+29 |
Dec13 |
120511 |
522.75 |
525.75 |
515.00 |
524.00 |
+0.75 |
2,658 |
36,674 |
+942 |
Mar14 |
120511 |
529.75 |
534.75 |
529.75 |
534.75 |
+0.50 |
79 |
643 |
+59 |
Total Volume and Open Interest |
271,384 |
1,238,669 |
+5,765 |
Wheat(CBOT) |
May12 |
120511 |
593.25 |
595.25 |
590.00 |
592.75 |
-2.00 |
781 |
1,126 |
-694 |
Jul12 |
120511 |
602.50 |
604.00 |
592.25 |
597.00 |
-4.25 |
52,840 |
239,894 |
+1,015 |
Sep12 |
120511 |
617.50 |
618.75 |
607.25 |
611.75 |
-4.75 |
14,217 |
59,487 |
-561 |
Dec12 |
120511 |
642.00 |
643.00 |
631.00 |
635.50 |
-5.25 |
13,653 |
104,067 |
+1,166 |
Mar13 |
120511 |
664.25 |
664.25 |
652.75 |
657.50 |
-5.75 |
1,754 |
15,393 |
+614 |
May13 |
120511 |
668.50 |
673.50 |
666.75 |
667.50 |
-6.00 |
397 |
5,868 |
+22 |
Total Volume and Open Interest |
84,549 |
439,897 |
+1,657 |
Wheat(KCBT) |
May12 |
120511 |
601.00 |
601.00 |
601.00 |
601.00 |
-8.50 |
7 |
15 |
-40 |
Jul12 |
120511 |
617.50 |
617.75 |
609.50 |
610.00 |
-7.50 |
9,611 |
84,748 |
-181 |
Sep12 |
120511 |
633.25 |
633.25 |
625.75 |
626.00 |
-7.25 |
3,064 |
22,479 |
-261 |
Dec12 |
120511 |
656.50 |
657.50 |
650.00 |
650.50 |
-7.00 |
3,142 |
24,250 |
+258 |
Mar13 |
120511 |
672.00 |
672.75 |
665.00 |
665.50 |
-7.25 |
1,177 |
5,875 |
+196 |
May13 |
120511 |
678.25 |
678.75 |
674.00 |
675.00 |
-7.25 |
130 |
3,534 |
+83 |
Total Volume and Open Interest |
17,293 |
142,394 |
+127 |
Wheat(MGE) |
May12 |
120511 |
750.00 |
750.00 |
741.25 |
741.25 |
+11.25 |
0 |
60 |
+0 |
Jul12 |
120511 |
727.00 |
733.75 |
723.25 |
726.25 |
-1.00 |
2,065 |
16,151 |
-330 |
Sep12 |
120511 |
731.00 |
735.00 |
725.00 |
726.00 |
-5.25 |
1,076 |
10,454 |
-214 |
Dec12 |
120511 |
738.25 |
743.25 |
734.25 |
735.00 |
-4.00 |
606 |
9,571 |
+95 |
Mar13 |
120511 |
747.50 |
750.00 |
743.50 |
743.50 |
-5.50 |
122 |
1,433 |
+29 |
Total Volume and Open Interest |
3,880 |
37,852 |
-420 |
Oats(CBOT) |
May12 |
120511 |
337.00 |
337.00 |
332.00 |
332.00 |
-1.25 |
3 |
11 |
-3 |
Jul12 |
120511 |
336.25 |
338.00 |
330.25 |
332.00 |
-4.00 |
345 |
8,339 |
+144 |
Sep12 |
120511 |
336.75 |
340.00 |
336.25 |
336.25 |
-3.75 |
62 |
495 |
+67 |
Dec12 |
120511 |
340.00 |
344.00 |
340.00 |
340.75 |
-3.25 |
31 |
2,818 |
+5 |
Total Volume and Open Interest |
441 |
11,690 |
+213 |
Rough Rice(CBOT) |
May12 |
120511 |
15.46 |
15.56 |
15.46 |
15.48 |
-0.07 |
20 |
84 |
-23 |
Jul12 |
120511 |
15.80 |
15.90 |
15.64 |
15.70 |
-0.09 |
619 |
11,083 |
+182 |
Sep12 |
120511 |
16.06 |
16.14 |
15.86 |
15.93 |
-0.09 |
48 |
2,516 |
+8 |
Nov12 |
120511 |
16.25 |
16.38 |
16.17 |
16.17 |
-0.07 |
1 |
238 |
+1 |
Total Volume and Open Interest |
688 |
13,999 |
+168 |
Live Cattle(CME) |
Jun12 |
120511 |
115.730 |
115.850 |
114.800 |
115.150 |
-0.700 |
35,941 |
107,851 |
-6,051 |
Aug12 |
120511 |
118.500 |
118.500 |
117.430 |
117.700 |
-0.900 |
26,872 |
106,383 |
+3,660 |
Oct12 |
120511 |
123.250 |
123.250 |
122.300 |
122.600 |
-0.785 |
11,664 |
70,114 |
+1,349 |
Dec12 |
120511 |
126.285 |
126.285 |
125.330 |
125.500 |
-1.035 |
6,541 |
37,029 |
+644 |
Feb13 |
120511 |
127.700 |
127.700 |
126.800 |
127.100 |
-0.950 |
3,933 |
13,716 |
+1,317 |
Apr13 |
120511 |
129.150 |
129.150 |
128.325 |
128.800 |
-0.700 |
483 |
4,463 |
+200 |
Total Volume and Open Interest |
85,539 |
340,768 |
+1,148 |
Feeder Cattle(CME) |
May12 |
120511 |
150.400 |
150.600 |
149.550 |
149.700 |
-0.650 |
2,764 |
6,196 |
-1,040 |
Aug12 |
120511 |
158.575 |
158.575 |
157.300 |
157.485 |
-1.415 |
4,230 |
21,867 |
+376 |
Sep12 |
120511 |
159.500 |
159.550 |
158.400 |
158.630 |
-1.355 |
933 |
5,478 |
+56 |
Oct12 |
120511 |
160.150 |
160.700 |
159.735 |
160.000 |
-1.350 |
1,412 |
4,792 |
+444 |
Nov12 |
120511 |
161.200 |
161.200 |
160.325 |
160.575 |
-1.610 |
245 |
1,953 |
+53 |
Jan13 |
120511 |
161.380 |
161.500 |
160.700 |
161.200 |
-1.180 |
185 |
1,553 |
+37 |
Mar13 |
120511 |
161.250 |
161.750 |
161.250 |
161.750 |
-0.500 |
17 |
97 |
+10 |
Total Volume and Open Interest |
9,786 |
41,942 |
-64 |
Lean Hogs(CME) |
May12 |
120511 |
79.850 |
79.900 |
79.385 |
79.535 |
-0.265 |
686 |
1,636 |
-62 |
Jun12 |
120511 |
84.850 |
85.900 |
84.180 |
85.300 |
+0.800 |
27,496 |
81,447 |
-4,852 |
Jul12 |
120511 |
85.080 |
85.900 |
84.385 |
85.150 |
+0.365 |
12,277 |
48,395 |
+3,773 |
Aug12 |
120511 |
85.385 |
86.385 |
84.980 |
85.650 |
+0.350 |
8,223 |
35,252 |
+729 |
Oct12 |
120511 |
78.900 |
79.800 |
78.450 |
79.150 |
+0.400 |
6,865 |
44,532 |
+274 |
Dec12 |
120511 |
76.750 |
77.150 |
76.250 |
76.580 |
-0.070 |
2,612 |
33,912 |
+396 |
Feb13 |
120511 |
78.250 |
78.600 |
78.000 |
78.080 |
unch |
1,200 |
12,133 |
+77 |
Apr13 |
120511 |
80.000 |
80.250 |
79.650 |
79.900 |
-0.075 |
251 |
7,516 |
+95 |
Total Volume and Open Interest |
59,781 |
268,414 |
+465 |
Class III Milk(CME) |
May12 |
120511 |
15.20 |
15.28 |
15.18 |
15.26 |
+0.02 |
187 |
4,912 |
+9 |
Jun12 |
120511 |
14.39 |
15.00 |
14.30 |
14.89 |
+0.47 |
177 |
4,642 |
-8 |
Jul12 |
120511 |
14.51 |
15.03 |
14.40 |
14.89 |
+0.35 |
79 |
3,293 |
+23 |
Aug12 |
120511 |
14.80 |
15.29 |
14.76 |
15.22 |
+0.40 |
34 |
3,076 |
+17 |
Sep12 |
120511 |
15.31 |
15.68 |
15.31 |
15.55 |
+0.20 |
21 |
2,747 |
+3 |
Total Volume and Open Interest |
526 |
26,437 |
+50 |
Cocoa(ICE) |
May12 |
120511 |
2274 |
2372 |
2272 |
2372 |
-18 |
11 |
569 |
-37 |
Jul12 |
120511 |
2319 |
2330 |
2291 |
2319 |
-19 |
9,765 |
78,158 |
-330 |
Sep12 |
120511 |
2320 |
2338 |
2305 |
2328 |
-20 |
4,080 |
33,731 |
+158 |
Dec12 |
120511 |
2331 |
2343 |
2311 |
2337 |
-22 |
2,355 |
23,339 |
+200 |
Mar13 |
120511 |
2335 |
2344 |
2323 |
2340 |
-24 |
1,184 |
28,487 |
-32 |
May13 |
120511 |
2346 |
2346 |
2338 |
2346 |
-24 |
335 |
8,278 |
+145 |
Jul13 |
120511 |
2356 |
2356 |
2356 |
2356 |
-24 |
9 |
2,311 |
-6 |
Total Volume and Open Interest |
18,198 |
180,175 |
+452 |
Coffee "C"(ICE) |
May12 |
120511 |
179.25 |
179.25 |
176.55 |
176.55 |
-1.95 |
19 |
43 |
-17 |
Jul12 |
120511 |
177.65 |
179.15 |
175.60 |
177.15 |
-1.50 |
12,121 |
74,736 |
-278 |
Sep12 |
120511 |
178.85 |
181.35 |
178.00 |
179.40 |
-1.55 |
3,516 |
32,473 |
-354 |
Dec12 |
120511 |
182.65 |
184.85 |
182.25 |
183.05 |
-1.65 |
1,897 |
24,221 |
+504 |
Mar13 |
120511 |
186.00 |
188.75 |
186.00 |
187.00 |
-1.55 |
606 |
8,189 |
+102 |
May13 |
120511 |
190.50 |
190.60 |
189.60 |
189.60 |
-1.50 |
98 |
3,460 |
+14 |
Total Volume and Open Interest |
18,312 |
146,717 |
+3 |
Orange Juice(ICE) |
May12 |
120510 |
114.40 |
114.40 |
114.40 |
114.40 |
+0.15 |
79 |
191 |
-78 |
Jul12 |
120511 |
120.90 |
123.60 |
119.25 |
122.55 |
+1.65 |
1,014 |
14,432 |
+67 |
Sep12 |
120511 |
124.70 |
124.70 |
121.30 |
124.55 |
+1.90 |
226 |
2,181 |
+5 |
Nov12 |
120511 |
123.45 |
126.25 |
123.10 |
126.25 |
+1.90 |
71 |
3,801 |
+25 |
Jan13 |
120511 |
125.80 |
128.10 |
125.25 |
128.10 |
+1.80 |
33 |
643 |
+10 |
Mar13 |
120511 |
128.00 |
129.95 |
127.75 |
129.95 |
+1.15 |
10 |
903 |
+7 |
Total Volume and Open Interest |
1,361 |
22,170 |
+109 |
Sugar #11(ICE) |
Jul12 |
120511 |
20.35 |
20.58 |
20.19 |
20.22 |
-0.23 |
54,608 |
329,831 |
+4,568 |
Oct12 |
120511 |
20.80 |
20.92 |
20.58 |
20.62 |
-0.21 |
28,176 |
165,799 |
-556 |
Mar13 |
120511 |
21.62 |
21.85 |
21.50 |
21.54 |
-0.15 |
15,223 |
115,607 |
+2,919 |
May13 |
120511 |
21.61 |
21.90 |
21.56 |
21.63 |
-0.09 |
3,883 |
28,732 |
+777 |
Jul13 |
120511 |
21.66 |
21.95 |
21.61 |
21.70 |
-0.07 |
2,687 |
28,299 |
+292 |
Oct13 |
120511 |
21.80 |
22.07 |
21.80 |
21.88 |
-0.09 |
986 |
23,297 |
+180 |
Mar14 |
120511 |
22.09 |
22.37 |
22.08 |
22.18 |
-0.09 |
240 |
19,023 |
-105 |
May14 |
120511 |
21.87 |
22.14 |
21.83 |
21.96 |
-0.10 |
40 |
5,010 |
-15 |
Total Volume and Open Interest |
106,022 |
723,240 |
+8,129 |
London Cocoa(LCE) |
May12 |
120511 |
1532 |
1559 |
1527 |
1550 |
+5 |
4,883 |
20,787 |
-2,718 |
Jul12 |
120511 |
1526 |
1545 |
1520 |
1539 |
-3 |
7,907 |
63,812 |
-664 |
Sep12 |
120511 |
1519 |
1535 |
1514 |
1530 |
-4 |
2,491 |
29,881 |
+1,045 |
Dec12 |
120511 |
1502 |
1518 |
1496 |
1517 |
-2 |
2,094 |
31,987 |
+2,096 |
Mar13 |
120511 |
1485 |
1497 |
1477 |
1493 |
-5 |
1,917 |
34,140 |
+119 |
May13 |
120511 |
1480 |
1496 |
1480 |
1491 |
-7 |
361 |
10,001 |
+21 |
Jul13 |
120511 |
1485 |
1496 |
1485 |
1495 |
-7 |
1 |
4,657 |
+60 |
Total Volume and Open Interest |
19,658 |
200,211 |
-38 |
London Sugar(LCE) |
Aug12 |
120511 |
553.60 |
560.50 |
553.10 |
555.80 |
-2.00 |
3,427 |
31,448 |
-379 |
Oct12 |
120511 |
548.40 |
553.80 |
547.00 |
549.00 |
-3.10 |
868 |
14,790 |
+122 |
Dec12 |
120511 |
557.90 |
562.90 |
556.70 |
558.90 |
-2.20 |
477 |
5,581 |
+55 |
Mar13 |
120511 |
566.00 |
570.90 |
565.50 |
567.20 |
-2.50 |
135 |
6,499 |
+13 |
May13 |
120511 |
573.00 |
577.40 |
572.00 |
573.50 |
-2.50 |
49 |
918 |
-2 |
Total Volume and Open Interest |
5,135 |
60,342 |
-86 |
Cotton(ICE) |
Jul12 |
120511 |
81.50 |
81.76 |
77.16 |
78.97 |
-2.85 |
14,499 |
101,785 |
+758 |
Oct12 |
120511 |
79.14 |
80.13 |
78.48 |
78.48 |
-3.12 |
4 |
144 |
-2 |
Dec12 |
120511 |
78.87 |
79.17 |
74.46 |
76.34 |
-3.03 |
6,181 |
73,800 |
+1,274 |
Mar13 |
120511 |
79.88 |
79.88 |
76.03 |
77.58 |
-2.98 |
269 |
5,235 |
-28 |
May13 |
120511 |
80.79 |
80.79 |
77.43 |
78.71 |
-2.84 |
157 |
1,854 |
+60 |
Jul13 |
120511 |
81.54 |
81.54 |
78.09 |
79.55 |
-2.80 |
91 |
3,237 |
-20 |
Total Volume and Open Interest |
21,211 |
186,805 |
+2,041 |
Lumber(CME) |
May12 |
120511 |
296.3 |
307.0 |
296.3 |
302.5 |
+6.0 |
127 |
159 |
-79 |
Jul12 |
120511 |
280.2 |
286.9 |
278.8 |
285.1 |
+5.0 |
333 |
5,593 |
+16 |
Sep12 |
120511 |
286.5 |
292.7 |
286.5 |
291.0 |
+3.0 |
76 |
1,999 |
+22 |
Nov12 |
120511 |
285.4 |
290.0 |
283.4 |
289.0 |
+3.3 |
17 |
942 |
-6 |
Total Volume and Open Interest |
554 |
8,950 |
-46 |
Crude Oil(NYM) |
Jun12 |
120511 |
96.53 |
97.20 |
95.56 |
96.13 |
-0.95 |
332,865 |
201,959 |
-24,660 |
Jul12 |
120511 |
96.80 |
97.54 |
95.94 |
96.49 |
-0.92 |
101,118 |
234,536 |
+13,726 |
Aug12 |
120511 |
97.09 |
97.79 |
96.22 |
96.75 |
-0.90 |
41,228 |
105,576 |
-1,322 |
Sep12 |
120511 |
97.32 |
98.02 |
96.51 |
97.02 |
-0.87 |
34,132 |
83,070 |
-3,506 |
Oct12 |
120511 |
97.58 |
98.21 |
96.79 |
97.27 |
-0.84 |
20,842 |
51,473 |
-979 |
Nov12 |
120511 |
97.67 |
98.35 |
96.99 |
97.45 |
-0.84 |
10,130 |
41,004 |
-178 |
Dec12 |
120511 |
97.68 |
98.53 |
97.16 |
97.61 |
-0.83 |
48,521 |
183,035 |
-2,688 |
Jan13 |
120511 |
97.46 |
98.64 |
97.33 |
97.76 |
-0.82 |
6,402 |
49,112 |
+621 |
Feb13 |
120511 |
97.78 |
98.50 |
97.68 |
97.84 |
-0.78 |
4,212 |
26,930 |
+180 |
Mar13 |
120511 |
98.37 |
98.53 |
97.75 |
97.78 |
-0.76 |
5,739 |
36,934 |
+649 |
Apr13 |
120511 |
97.32 |
97.58 |
97.32 |
97.58 |
-0.75 |
2,057 |
19,152 |
-508 |
May13 |
120511 |
97.31 |
97.31 |
97.31 |
97.31 |
-0.73 |
1,132 |
16,475 |
+2 |
Jun13 |
120511 |
96.90 |
97.75 |
96.60 |
96.99 |
-0.71 |
7,132 |
72,012 |
+100 |
Jul13 |
120511 |
96.64 |
96.64 |
96.64 |
96.64 |
-0.69 |
1,194 |
17,158 |
+119 |
Aug13 |
120511 |
96.29 |
96.37 |
96.29 |
96.29 |
-0.68 |
642 |
9,820 |
+61 |
Sep13 |
120511 |
95.96 |
95.96 |
95.96 |
95.96 |
-0.67 |
521 |
24,259 |
+95 |
Total Volume and Open Interest |
660,026 |
1,573,623 |
-17,303 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
4,575 |
1,257 |
-170 |
Jun12 |
120511 |
96.500 |
97.175 |
95.575 |
96.125 |
-0.950 |
9,208 |
2,284 |
+58 |
Jul12 |
120511 |
96.800 |
97.525 |
96.000 |
96.500 |
-0.900 |
207 |
463 |
-4 |
Aug12 |
120511 |
96.475 |
96.800 |
96.350 |
96.750 |
-0.900 |
21 |
70 |
-2 |
Sep12 |
120511 |
97.150 |
97.175 |
96.925 |
97.025 |
-0.875 |
4 |
42 |
+1 |
Oct12 |
120511 |
97.275 |
97.275 |
97.275 |
97.275 |
-0.825 |
1 |
20 |
+0 |
Nov12 |
120511 |
97.450 |
97.450 |
97.450 |
97.450 |
-0.850 |
0 |
2 |
+0 |
Dec12 |
120511 |
97.400 |
98.200 |
97.400 |
97.600 |
-0.850 |
1 |
269 |
+0 |
Jan13 |
120511 |
97.600 |
98.575 |
97.550 |
97.750 |
-0.825 |
0 |
9 |
+0 |
Feb13 |
120511 |
97.850 |
97.850 |
97.850 |
97.850 |
-0.775 |
0 |
75 |
+0 |
Total Volume and Open Interest |
9,442 |
3,420 |
+53 |
Heating Oil(NYM) |
Jun12 |
120511 |
298.20 |
298.39 |
295.23 |
296.36 |
-1.98 |
61,478 |
82,106 |
-1,987 |
Jul12 |
120511 |
297.62 |
298.78 |
295.69 |
296.78 |
-1.99 |
25,898 |
57,009 |
+3,040 |
Aug12 |
120511 |
298.70 |
299.25 |
296.46 |
297.34 |
-1.91 |
10,981 |
33,623 |
+205 |
Sep12 |
120511 |
297.08 |
299.90 |
296.95 |
298.02 |
-1.82 |
13,874 |
30,983 |
+2,480 |
Oct12 |
120511 |
298.68 |
300.54 |
298.04 |
298.71 |
-1.75 |
4,248 |
13,262 |
-41 |
Nov12 |
120511 |
299.30 |
300.63 |
298.66 |
299.35 |
-1.69 |
3,561 |
9,268 |
+495 |
Dec12 |
120511 |
301.25 |
301.71 |
298.82 |
299.87 |
-1.62 |
12,975 |
44,802 |
-439 |
Jan13 |
120511 |
300.72 |
302.12 |
299.77 |
300.34 |
-1.58 |
2,275 |
8,739 |
-387 |
Feb13 |
120511 |
301.58 |
301.58 |
299.77 |
300.10 |
-1.55 |
293 |
2,807 |
+1 |
Mar13 |
120511 |
299.50 |
300.87 |
299.05 |
299.38 |
-1.55 |
1,380 |
5,719 |
+406 |
Apr13 |
120511 |
299.79 |
299.91 |
298.01 |
298.44 |
-1.64 |
1,792 |
13,974 |
+553 |
May13 |
120511 |
301.64 |
301.66 |
301.00 |
301.09 |
-1.89 |
107 |
4,290 |
-4 |
Total Volume and Open Interest |
139,240 |
308,161 |
+4,552 |
Gasoline(NYMEX) |
Jun12 |
120511 |
299.76 |
301.31 |
297.59 |
300.08 |
-0.94 |
83,456 |
89,993 |
-6,456 |
Jul12 |
120511 |
293.31 |
294.44 |
290.77 |
293.31 |
-0.91 |
62,700 |
76,240 |
+6,068 |
Aug12 |
120511 |
287.19 |
289.46 |
286.26 |
288.37 |
-0.93 |
32,864 |
33,909 |
-927 |
Sep12 |
120511 |
282.15 |
285.20 |
281.88 |
284.12 |
-1.03 |
24,148 |
30,636 |
+203 |
Oct12 |
120511 |
268.25 |
270.95 |
267.84 |
269.94 |
-1.05 |
11,051 |
21,008 |
+89 |
Nov12 |
120511 |
265.51 |
267.72 |
264.56 |
266.68 |
-1.15 |
5,031 |
9,543 |
+704 |
Dec12 |
120511 |
264.04 |
266.08 |
263.11 |
265.02 |
-1.22 |
7,215 |
27,537 |
+21 |
Jan13 |
120511 |
264.79 |
265.62 |
263.60 |
264.51 |
-1.25 |
737 |
7,578 |
+252 |
Feb13 |
120511 |
265.25 |
265.25 |
265.22 |
265.22 |
-1.25 |
149 |
3,360 |
+106 |
Mar13 |
120511 |
266.62 |
266.62 |
266.62 |
266.62 |
-1.25 |
28 |
2,137 |
-11 |
Total Volume and Open Interest |
227,394 |
313,419 |
+49 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120511 |
300.10 |
300.10 |
300.08 |
300.10 |
-0.90 |
1 |
0 |
-1 |
Jul12 |
120511 |
293.30 |
293.31 |
293.30 |
293.30 |
-0.90 |
|
|
|
Aug12 |
120511 |
288.40 |
288.40 |
288.37 |
288.40 |
-0.90 |
|
|
|
Sep12 |
120511 |
284.10 |
284.12 |
284.10 |
284.10 |
-1.10 |
|
|
|
Total Volume and Open Interest |
1 |
|
|
Natural Gas(NYM) |
Jun12 |
120511 |
2.467 |
2.531 |
2.455 |
2.509 |
+0.022 |
186,409 |
164,072 |
-6,205 |
Jul12 |
120511 |
2.557 |
2.613 |
2.536 |
2.589 |
+0.020 |
75,613 |
222,484 |
-7,117 |
Aug12 |
120511 |
2.615 |
2.672 |
2.594 |
2.641 |
+0.013 |
51,631 |
98,610 |
+9,604 |
Sep12 |
120511 |
2.657 |
2.707 |
2.628 |
2.672 |
+0.005 |
47,729 |
130,750 |
-126 |
Oct12 |
120511 |
2.751 |
2.793 |
2.711 |
2.751 |
-0.006 |
50,294 |
137,083 |
-5,268 |
Nov12 |
120511 |
3.041 |
3.069 |
2.986 |
3.017 |
-0.016 |
26,254 |
69,782 |
+5,411 |
Dec12 |
120511 |
3.370 |
3.408 |
3.325 |
3.358 |
-0.016 |
12,880 |
59,267 |
-1,064 |
Jan13 |
120511 |
3.500 |
3.558 |
3.478 |
3.510 |
-0.015 |
18,013 |
78,296 |
-513 |
Feb13 |
120511 |
3.545 |
3.572 |
3.491 |
3.524 |
-0.014 |
2,872 |
20,840 |
+257 |
Mar13 |
120511 |
3.520 |
3.549 |
3.475 |
3.507 |
-0.013 |
5,385 |
33,559 |
+1,082 |
Apr13 |
120511 |
3.505 |
3.528 |
3.456 |
3.489 |
-0.011 |
8,224 |
53,646 |
+1,064 |
May13 |
120511 |
3.550 |
3.564 |
3.495 |
3.525 |
-0.011 |
887 |
14,204 |
+10 |
Jun13 |
120511 |
3.595 |
3.611 |
3.544 |
3.573 |
-0.011 |
917 |
5,969 |
+299 |
Jul13 |
120511 |
3.640 |
3.658 |
3.586 |
3.621 |
-0.011 |
507 |
6,320 |
+100 |
Aug13 |
120511 |
3.663 |
3.669 |
3.609 |
3.639 |
-0.011 |
402 |
6,099 |
+62 |
Sep13 |
120511 |
3.658 |
3.678 |
3.606 |
3.642 |
-0.011 |
451 |
6,127 |
+18 |
Total Volume and Open Interest |
494,305 |
1,225,769 |
-793 |
Brent Crude Oil(ICE) |
Jun12 |
120511 |
112.05 |
112.80 |
111.40 |
112.26 |
-0.47 |
251,781 |
175,314 |
-15,078 |
Jul12 |
120511 |
111.79 |
112.35 |
111.06 |
111.77 |
-0.58 |
181,536 |
242,623 |
+14,913 |
Aug12 |
120511 |
111.21 |
111.87 |
110.67 |
111.31 |
-0.63 |
72,601 |
147,667 |
+9,274 |
Sep12 |
120511 |
110.75 |
111.40 |
110.24 |
110.81 |
-0.66 |
38,581 |
102,209 |
-1,193 |
Oct12 |
120511 |
110.23 |
110.85 |
109.71 |
110.26 |
-0.67 |
24,902 |
87,109 |
-594 |
Nov12 |
120511 |
109.73 |
110.39 |
109.38 |
109.87 |
-0.66 |
15,733 |
52,462 |
+698 |
Dec12 |
120511 |
109.30 |
110.02 |
108.87 |
109.45 |
-0.64 |
58,219 |
123,693 |
-2,103 |
Jan13 |
120511 |
108.81 |
109.60 |
108.72 |
109.06 |
-0.63 |
4,253 |
19,453 |
+125 |
Feb13 |
120511 |
108.43 |
109.12 |
108.27 |
108.69 |
-0.61 |
3,664 |
13,063 |
+132 |
Mar13 |
120511 |
108.02 |
108.32 |
108.02 |
108.32 |
-0.58 |
5,039 |
17,452 |
+263 |
Apr13 |
120511 |
107.93 |
107.93 |
107.93 |
107.93 |
-0.56 |
2,454 |
9,840 |
+471 |
May13 |
120511 |
107.47 |
107.47 |
107.47 |
107.47 |
-0.54 |
1,817 |
10,867 |
-196 |
Jun13 |
120511 |
106.91 |
107.54 |
106.40 |
106.99 |
-0.52 |
11,862 |
38,601 |
+714 |
Jul13 |
120511 |
106.54 |
106.54 |
106.54 |
106.54 |
-0.49 |
506 |
7,250 |
-71 |
Total Volume and Open Interest |
709,625 |
1,291,673 |
+10,622 |
Gas Oil(ICE) |
Jun12 |
120511 |
947.00 |
951.50 |
940.25 |
950.75 |
+0.50 |
127,555 |
131,407 |
+7,373 |
Jul12 |
120511 |
942.25 |
948.00 |
937.25 |
947.25 |
+0.25 |
56,697 |
77,998 |
-1,519 |
Aug12 |
120511 |
941.00 |
946.50 |
936.50 |
945.75 |
-0.25 |
21,906 |
52,204 |
+4,197 |
Sep12 |
120511 |
942.25 |
946.25 |
936.75 |
945.75 |
-0.25 |
15,639 |
50,427 |
+1,009 |
Oct12 |
120511 |
940.75 |
945.75 |
936.75 |
945.50 |
-0.25 |
4,986 |
22,841 |
+1,177 |
Nov12 |
120511 |
939.75 |
944.50 |
935.75 |
944.50 |
unch |
2,972 |
18,021 |
+426 |
Dec12 |
120511 |
938.75 |
944.25 |
934.00 |
943.50 |
+0.25 |
20,305 |
58,901 |
+1,769 |
Jan13 |
120511 |
938.25 |
943.75 |
935.00 |
943.00 |
+0.50 |
2,139 |
20,389 |
-582 |
Feb13 |
120511 |
937.25 |
942.75 |
933.00 |
942.00 |
+0.75 |
938 |
10,342 |
-45 |
Mar13 |
120511 |
935.25 |
941.00 |
933.25 |
940.25 |
+1.00 |
1,296 |
9,646 |
+94 |
Total Volume and Open Interest |
318,496 |
543,302 |
-11,516 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120511 |
2.111 |
2.120 |
2.075 |
2.108 |
-0.011 |
109 |
965 |
-11 |
Jul12 |
120511 |
2.115 |
2.132 |
2.086 |
2.114 |
-0.009 |
293 |
1,412 |
+40 |
Aug12 |
120511 |
2.090 |
2.109 |
2.070 |
2.095 |
-0.005 |
180 |
2,505 |
+77 |
Sep12 |
120511 |
2.022 |
2.027 |
1.998 |
2.024 |
unch |
64 |
1,312 |
-20 |
Oct12 |
120511 |
1.956 |
1.969 |
1.929 |
1.954 |
+0.002 |
75 |
1,609 |
+24 |
Nov12 |
120511 |
1.917 |
1.926 |
1.895 |
1.918 |
+0.005 |
64 |
1,473 |
+34 |
Dec12 |
120511 |
1.912 |
1.921 |
1.893 |
1.909 |
+0.002 |
64 |
1,061 |
-4 |
Total Volume and Open Interest |
977 |
12,128 |
+192 |
WTI Crude Oil(ICE) |
Jun12 |
120511 |
96.22 |
97.20 |
95.54 |
96.13 |
-0.95 |
62,732 |
63,476 |
-4,178 |
Jul12 |
120511 |
96.71 |
97.52 |
95.92 |
96.49 |
-0.92 |
27,785 |
54,722 |
+2,222 |
Aug12 |
120511 |
96.85 |
97.70 |
96.43 |
96.75 |
-0.90 |
9,560 |
33,913 |
+96 |
Sep12 |
120511 |
97.09 |
97.90 |
96.67 |
97.02 |
-0.87 |
8,340 |
25,234 |
-436 |
Oct12 |
120511 |
97.36 |
98.12 |
96.90 |
97.27 |
-0.84 |
5,046 |
14,642 |
-402 |
Nov12 |
120511 |
97.55 |
98.07 |
97.15 |
97.45 |
-0.84 |
3,752 |
13,645 |
-486 |
Dec12 |
120511 |
97.46 |
98.47 |
97.18 |
97.61 |
-0.83 |
15,655 |
78,902 |
+1,064 |
Jan13 |
120511 |
97.63 |
97.76 |
97.63 |
97.76 |
-0.82 |
1,952 |
12,907 |
+44 |
Feb13 |
120511 |
97.70 |
97.84 |
97.70 |
97.84 |
-0.78 |
1,583 |
8,271 |
+181 |
Mar13 |
120511 |
97.78 |
97.78 |
97.78 |
97.78 |
-0.76 |
1,020 |
4,755 |
+183 |
Apr13 |
120511 |
97.58 |
97.58 |
97.58 |
97.58 |
-0.75 |
400 |
2,012 |
-67 |
May13 |
120511 |
97.31 |
97.31 |
97.31 |
97.31 |
-0.73 |
214 |
1,811 |
+61 |
Jun13 |
120511 |
97.55 |
97.57 |
96.83 |
96.99 |
-0.71 |
1,510 |
19,285 |
+749 |
Jul13 |
120511 |
96.64 |
96.64 |
96.64 |
96.64 |
-0.69 |
11 |
1,532 |
+0 |
Aug13 |
120511 |
96.29 |
96.29 |
96.29 |
96.29 |
-0.68 |
15 |
2,374 |
-1 |
Sep13 |
120511 |
95.96 |
95.96 |
95.96 |
95.96 |
-0.67 |
13 |
6,068 |
-3 |
Total Volume and Open Interest |
146,943 |
465,701 |
+1,002 |
US Dollar Index(ICE) |
Jun12 |
120511 |
80.350 |
80.480 |
80.210 |
80.405 |
+0.147 |
38,813 |
46,505 |
+1,617 |
Sep12 |
120511 |
80.645 |
80.755 |
80.540 |
80.755 |
+0.202 |
20 |
1,125 |
+18 |
Dec12 |
120511 |
81.105 |
81.105 |
81.105 |
81.105 |
+0.203 |
0 |
1 |
+0 |
Total Volume and Open Interest |
38,833 |
47,631 |
+1,635 |
Australian Dollar(CME) |
Jun12 |
120511 |
100.26 |
100.46 |
99.80 |
99.90 |
-0.70 |
173,011 |
149,024 |
-2,444 |
Sep12 |
120511 |
99.46 |
99.77 |
99.00 |
99.07 |
-0.70 |
117 |
599 |
-25 |
Dec12 |
120511 |
98.35 |
99.03 |
98.35 |
98.35 |
-0.68 |
1 |
14 |
+0 |
Total Volume and Open Interest |
173,129 |
149,639 |
-2,469 |
British Pound(CME) |
Jun12 |
120511 |
161.31 |
161.40 |
160.57 |
160.67 |
-0.84 |
126,754 |
198,410 |
-1,082 |
Sep12 |
120511 |
161.15 |
161.42 |
160.50 |
160.58 |
-0.84 |
55 |
254 |
-9 |
Dec12 |
120511 |
160.48 |
161.31 |
160.48 |
160.48 |
-0.83 |
0 |
44 |
+0 |
Total Volume and Open Interest |
126,809 |
198,710 |
-1,091 |
Canadian Dollar(CME) |
Jun12 |
120511 |
99.63 |
100.38 |
99.10 |
99.90 |
+0.11 |
118,692 |
138,182 |
-2,558 |
Sep12 |
120511 |
99.40 |
100.15 |
98.90 |
99.69 |
+0.11 |
447 |
3,146 |
+209 |
Dec12 |
120511 |
99.00 |
99.88 |
98.90 |
99.47 |
+0.10 |
48 |
4,302 |
+17 |
Mar13 |
120511 |
99.22 |
99.22 |
99.12 |
99.22 |
+0.10 |
9 |
180 |
+3 |
Total Volume and Open Interest |
119,209 |
146,089 |
-2,326 |
Japanese Yen(CME) |
Jun12 |
120511 |
125.21 |
125.47 |
125.05 |
125.23 |
+0.05 |
87,111 |
141,758 |
+833 |
Sep12 |
120511 |
125.32 |
125.56 |
125.21 |
125.36 |
+0.05 |
294 |
876 |
+76 |
Dec12 |
120511 |
125.57 |
125.57 |
125.51 |
125.57 |
+0.06 |
1 |
101 |
-1 |
Total Volume and Open Interest |
87,410 |
142,754 |
+912 |
Swiss Franc(CME) |
Jun12 |
120511 |
107.69 |
107.89 |
107.48 |
107.61 |
-0.25 |
68,364 |
50,193 |
+4,673 |
Sep12 |
120511 |
107.75 |
108.01 |
107.75 |
107.76 |
-0.25 |
6 |
195 |
+4 |
Dec12 |
120511 |
107.97 |
108.22 |
107.97 |
107.97 |
-0.25 |
1 |
3 |
+0 |
Total Volume and Open Interest |
68,371 |
50,394 |
+4,677 |
EuroFX(CME) |
Jun12 |
120511 |
129.31 |
129.59 |
129.06 |
129.24 |
-0.29 |
333,777 |
328,988 |
+9,978 |
Sep12 |
120511 |
129.40 |
129.64 |
129.25 |
129.34 |
-0.30 |
501 |
1,817 |
+197 |
Dec12 |
120511 |
129.48 |
129.79 |
129.48 |
129.50 |
-0.29 |
60 |
410 |
+17 |
Total Volume and Open Interest |
334,349 |
331,233 |
+10,196 |
Mexican Peso(CME) |
May12 |
120511 |
737.5 |
742.2 |
737.5 |
737.5 |
-4.8 |
|
|
|
Jun12 |
120511 |
736.5 |
739.0 |
733.2 |
735.5 |
-4.8 |
67,645 |
156,428 |
-3,203 |
Total Volume and Open Interest |
69,875 |
158,993 |
-1,176 |
Brazilian Real(CME) |
Jun12 |
120511 |
510.00 |
512.85 |
506.20 |
509.85 |
-1.70 |
231 |
5,329 |
-21 |
Jul12 |
120511 |
507.35 |
510.15 |
503.60 |
507.35 |
-1.55 |
0 |
30 |
+0 |
Aug12 |
120511 |
504.20 |
505.85 |
504.20 |
504.20 |
-1.65 |
0 |
3 |
+0 |
Sep12 |
120511 |
502.75 |
502.75 |
501.05 |
501.05 |
-1.70 |
0 |
26 |
+0 |
Total Volume and Open Interest |
231 |
18,956 |
-21 |
30-Year T-Bonds(CBOT) |
Jun12 |
120511 |
144~240 |
145~060 |
144~200 |
145~040 |
+0~250 |
381,155 |
617,604 |
+9,405 |
Sep12 |
120511 |
144~010 |
144~130 |
143~190 |
144~130 |
+0~260 |
1,211 |
3,554 |
+223 |
Dec12 |
120511 |
144~000 |
144~170 |
143~240 |
144~170 |
+0~250 |
22 |
117 |
+17 |
Total Volume and Open Interest |
382,388 |
621,275 |
+9,645 |
10-Year T-Notes(CBOT) |
Jun12 |
120511 |
133~000 |
133~045 |
132~280 |
133~025 |
+0~095 |
1,247,003 |
1,861,475 |
+8,079 |
Sep12 |
120511 |
131~280 |
132~000 |
131~215 |
131~315 |
+0~100 |
5,356 |
34,010 |
+2,865 |
Dec12 |
120511 |
131~045 |
131~045 |
130~265 |
131~045 |
+0~100 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,252,359 |
1,895,486 |
+10,944 |
5-Year T-Notes(CBOT) |
Jun12 |
120511 |
124~015 |
124~024 |
124~003 |
124~017 |
+0~014 |
566,738 |
1,381,008 |
+29,417 |
Sep12 |
120511 |
123~102 |
123~102 |
123~084 |
123~100 |
+0~016 |
518 |
18,338 |
+261 |
Dec12 |
120511 |
122~124 |
122~124 |
122~108 |
122~124 |
+0~016 |
|
|
|
Total Volume and Open Interest |
567,256 |
1,399,346 |
+29,678 |
2 Year T-Notes(CBOT) |
Jun12 |
120511 |
110~035 |
110~037 |
110~034 |
110~035 |
unch |
227,367 |
978,109 |
-13,225 |
Sep12 |
120511 |
110~023 |
110~024 |
110~021 |
110~022 |
unch |
3,647 |
8,851 |
+2,270 |
Dec12 |
120511 |
109~088 |
109~088 |
109~088 |
109~088 |
unch |
|
|
|
Total Volume and Open Interest |
231,014 |
986,960 |
-10,955 |
Eurodollars(CME) |
Jun12 |
120511 |
99.490 |
99.505 |
99.485 |
99.500 |
-0.005 |
369,227 |
984,992 |
+27,449 |
Sep12 |
120511 |
99.435 |
99.445 |
99.415 |
99.425 |
-0.030 |
585,851 |
974,509 |
+58,443 |
Dec12 |
120511 |
99.420 |
99.425 |
99.390 |
99.400 |
-0.035 |
489,539 |
1,018,469 |
+27,383 |
Mar13 |
120511 |
99.420 |
99.425 |
99.385 |
99.395 |
-0.035 |
292,187 |
708,472 |
-5,905 |
Jun13 |
120511 |
99.405 |
99.410 |
99.375 |
99.385 |
-0.030 |
207,216 |
710,905 |
+11,310 |
Sep13 |
120511 |
99.385 |
99.390 |
99.360 |
99.365 |
-0.030 |
177,345 |
671,375 |
+4,931 |
Dec13 |
120511 |
99.345 |
99.355 |
99.325 |
99.330 |
-0.025 |
158,986 |
659,924 |
+784 |
Mar14 |
120511 |
99.305 |
99.310 |
99.280 |
99.290 |
-0.015 |
116,235 |
656,361 |
+7,981 |
Jun14 |
120511 |
99.220 |
99.240 |
99.205 |
99.215 |
-0.005 |
96,744 |
479,531 |
-859 |
Sep14 |
120511 |
99.130 |
99.140 |
99.110 |
99.120 |
unch |
69,083 |
385,782 |
-1,418 |
Dec14 |
120511 |
99.000 |
99.010 |
98.980 |
98.995 |
+0.010 |
98,833 |
324,122 |
-4,138 |
Mar15 |
120511 |
98.870 |
98.875 |
98.850 |
98.865 |
+0.020 |
67,589 |
271,127 |
+6,918 |
Jun15 |
120511 |
0.401 |
0.421 |
0.391 |
0.411 |
+0.030 |
58,202 |
266,393 |
+396 |
Sep15 |
120511 |
0.241 |
0.256 |
0.231 |
0.251 |
+0.030 |
35,886 |
191,953 |
+561 |
Dec15 |
120511 |
0.076 |
0.096 |
0.066 |
0.086 |
+0.030 |
39,061 |
180,473 |
+1,058 |
Mar16 |
120511 |
6.490 |
6.505 |
6.475 |
6.495 |
+0.030 |
30,112 |
111,923 |
+187 |
Jun16 |
120511 |
6.325 |
6.350 |
6.320 |
6.340 |
+0.035 |
17,602 |
111,568 |
-201 |
Sep16 |
120511 |
6.175 |
6.195 |
6.165 |
6.185 |
+0.035 |
14,201 |
86,409 |
+1,319 |
Total Volume and Open Interest |
2,965,494 |
9,085,841 |
+141,589 |
30 Day Federal Funds(CBOT) |
May12 |
120511 |
99.848 |
99.848 |
99.845 |
99.845 |
-0.003 |
6,302 |
52,472 |
+2,502 |
Jun12 |
120511 |
99.850 |
99.850 |
99.845 |
99.850 |
unch |
6,458 |
33,573 |
-2,184 |
Jul12 |
120511 |
99.850 |
99.850 |
99.845 |
99.850 |
unch |
3,210 |
43,366 |
-241 |
Aug12 |
120511 |
99.850 |
99.850 |
99.845 |
99.850 |
unch |
2,669 |
39,013 |
+1,424 |
Sep12 |
120511 |
99.845 |
99.845 |
99.835 |
99.840 |
-0.005 |
2,031 |
32,296 |
+283 |
Oct12 |
120511 |
99.835 |
99.840 |
99.830 |
99.835 |
-0.005 |
1,589 |
49,169 |
+915 |
Total Volume and Open Interest |
39,484 |
506,064 |
+6,349 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120511 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
258 |
+0 |
Sep12 |
120511 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
120511 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120511 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Jun13 |
120511 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep13 |
120511 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec13 |
120511 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Mar14 |
120511 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun14 |
120511 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Sep14 |
120511 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120511 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,570 |
+0 |
Sep12 |
120511 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
697 |
+0 |
Dec12 |
120511 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
519 |
+0 |
Mar13 |
120511 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
181 |
+0 |
Jun13 |
120511 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
206 |
+0 |
Sep13 |
120511 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
325 |
+0 |
Dec13 |
120511 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120511 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
96 |
+0 |
Total Volume and Open Interest |
0 |
5,158 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120511 |
143.13 |
143.33 |
142.98 |
143.27 |
+0.15 |
2,191 |
23,055 |
+98 |
Sep12 |
120511 |
143.08 |
143.08 |
143.08 |
143.08 |
+0.15 |
0 |
9 |
+0 |
Dec12 |
120511 |
141.95 |
141.95 |
141.95 |
141.95 |
+0.15 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,191 |
23,068 |
+98 |
Euro-Bund(EUREX) |
Jun12 |
120511 |
142.87 |
143.09 |
142.49 |
142.77 |
+0.16 |
719,252 |
960,438 |
-4,590 |
Sep12 |
120511 |
141.48 |
141.81 |
141.25 |
141.50 |
+0.18 |
4,152 |
26,131 |
+1,007 |
Dec12 |
120511 |
141.27 |
141.27 |
141.27 |
141.27 |
+0.16 |
|
|
|
Total Volume and Open Interest |
723,404 |
986,569 |
-3,583 |
Euro-Bobl(EUREX) |
Jun12 |
120511 |
125.91 |
125.95 |
125.72 |
125.79 |
-0.04 |
586,978 |
718,091 |
-24,514 |
Sep12 |
120511 |
126.23 |
126.27 |
126.12 |
126.12 |
-0.02 |
2,867 |
38,750 |
+994 |
Dec12 |
120511 |
125.74 |
125.74 |
125.74 |
125.74 |
-0.04 |
74 |
0 |
+0 |
Total Volume and Open Interest |
589,919 |
756,841 |
-23,520 |
3-Mth Euribor(EUREX) |
Jun12 |
120511 |
99.350 |
99.350 |
99.325 |
99.325 |
-0.015 |
0 |
1,777 |
+0 |
Sep12 |
120511 |
99.365 |
99.365 |
99.365 |
99.365 |
-0.030 |
100 |
1,333 |
+100 |
Dec12 |
120511 |
99.365 |
99.365 |
99.350 |
99.355 |
-0.030 |
400 |
1,342 |
-300 |
Total Volume and Open Interest |
500 |
6,149 |
-200 |
Long Gilt(LIFFE) |
Jun12 |
120511 |
117~14 |
117~26 |
117~08 |
117~12 |
+0~07 |
158,938 |
304,840 |
-7,328 |
Sep12 |
120511 |
116~15 |
116~24 |
116~09 |
116~12 |
+0~07 |
2,401 |
5,466 |
+310 |
Total Volume and Open Interest |
161,339 |
310,306 |
-7,018 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120511 |
98.98 |
98.98 |
98.97 |
98.97 |
-0.01 |
38,902 |
227,943 |
-5,220 |
Sep12 |
120511 |
98.94 |
98.94 |
98.92 |
98.92 |
-0.01 |
80,602 |
339,407 |
+18,265 |
Dec12 |
120511 |
98.91 |
98.92 |
98.90 |
98.91 |
unch |
83,806 |
263,600 |
+2,545 |
Mar13 |
120511 |
98.90 |
98.92 |
98.89 |
98.91 |
+0.01 |
100,218 |
239,553 |
+6,274 |
Jun13 |
120511 |
98.87 |
98.90 |
98.86 |
98.89 |
+0.02 |
150,059 |
230,636 |
-1,592 |
Sep13 |
120511 |
98.83 |
98.86 |
98.82 |
98.85 |
+0.03 |
135,774 |
244,611 |
+11,571 |
Total Volume and Open Interest |
925,824 |
2,303,924 |
+44,282 |
3-Mth Euribor(LIFFE) |
Jun12 |
120511 |
99.340 |
99.350 |
99.315 |
99.325 |
-0.015 |
128,774 |
587,318 |
+1,908 |
Sep12 |
120511 |
99.395 |
99.405 |
99.355 |
99.365 |
-0.030 |
159,803 |
489,218 |
-26,974 |
Dec12 |
120511 |
99.380 |
99.395 |
99.340 |
99.355 |
-0.030 |
110,604 |
458,289 |
-15,353 |
Total Volume and Open Interest |
804,654 |
3,536,321 |
-48,329 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120511 |
96.29 |
96.31 |
96.26 |
96.31 |
+0.01 |
45,926 |
157,716 |
-4,203 |
Sep12 |
120511 |
96.67 |
96.72 |
96.64 |
96.72 |
+0.04 |
64,913 |
187,797 |
+8,930 |
Dec12 |
120511 |
96.79 |
96.85 |
96.75 |
96.85 |
+0.05 |
42,536 |
141,878 |
+4,636 |
Mar13 |
120511 |
96.79 |
96.84 |
96.76 |
96.84 |
+0.04 |
17,771 |
79,143 |
+2,867 |
Jun13 |
120511 |
96.71 |
96.78 |
96.68 |
96.77 |
+0.05 |
10,015 |
65,765 |
+2,193 |
Sep13 |
120511 |
96.64 |
96.70 |
96.60 |
96.69 |
+0.06 |
4,235 |
48,619 |
+1,078 |
Dec13 |
120511 |
96.55 |
96.60 |
96.51 |
96.60 |
+0.06 |
2,055 |
32,343 |
+467 |
Mar14 |
120511 |
96.48 |
96.54 |
96.44 |
96.54 |
+0.07 |
912 |
18,954 |
-268 |
Jun14 |
120511 |
96.40 |
96.45 |
96.40 |
96.45 |
+0.06 |
9 |
1,094 |
-15 |
Sep14 |
120511 |
96.30 |
96.36 |
96.30 |
96.36 |
+0.06 |
6 |
686 |
+0 |
Total Volume and Open Interest |
188,378 |
734,324 |
+15,685 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120511 |
96.71 |
96.77 |
96.65 |
96.76 |
+0.05 |
72,603 |
411,557 |
-4,583 |
Sep12 |
120511 |
96.76 |
96.76 |
96.76 |
96.76 |
+0.05 |
|
|
|
Total Volume and Open Interest |
72,603 |
411,557 |
-4,583 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120511 |
97.29 |
97.37 |
97.24 |
97.36 |
+0.06 |
293,920 |
505,337 |
+11,888 |
Sep12 |
120511 |
97.36 |
97.36 |
97.36 |
97.36 |
+0.06 |
|
|
|
Total Volume and Open Interest |
293,920 |
505,337 |
+11,888 |
Gold(CMX) |
Jun12 |
120511 |
1593.5 |
1595.2 |
1572.0 |
1584.0 |
-11.5 |
210,608 |
196,083 |
-2,819 |
Aug12 |
120511 |
1596.4 |
1597.0 |
1574.3 |
1586.3 |
-11.5 |
15,674 |
74,754 |
+5,545 |
Oct12 |
120511 |
1596.5 |
1596.6 |
1581.6 |
1588.3 |
-11.5 |
813 |
12,604 |
-168 |
Dec12 |
120511 |
1599.0 |
1599.0 |
1578.3 |
1590.3 |
-11.5 |
5,108 |
44,602 |
-74 |
Feb13 |
120511 |
1598.5 |
1598.5 |
1585.2 |
1592.4 |
-11.5 |
1,301 |
18,923 |
+752 |
Apr13 |
120511 |
1595.7 |
1600.4 |
1591.4 |
1594.5 |
-11.5 |
195 |
11,687 |
-19 |
Jun13 |
120511 |
1586.7 |
1601.9 |
1586.7 |
1596.6 |
-11.5 |
1,417 |
13,157 |
+618 |
Aug13 |
120511 |
1592.7 |
1598.9 |
1592.7 |
1598.9 |
-11.4 |
167 |
1,767 |
-155 |
Oct13 |
120511 |
1601.3 |
1601.3 |
1601.3 |
1601.3 |
-11.3 |
1 |
744 |
+0 |
Dec13 |
120511 |
1609.7 |
1609.8 |
1600.0 |
1603.9 |
-11.3 |
815 |
8,678 |
+419 |
Feb14 |
120511 |
1606.8 |
1606.8 |
1606.8 |
1606.8 |
-11.3 |
0 |
6 |
+0 |
Total Volume and Open Interest |
237,116 |
422,470 |
+4,672 |
Silver(CMX) |
May12 |
120511 |
2850.0 |
2900.5 |
2848.5 |
2885.8 |
-27.8 |
82 |
396 |
-13 |
Jul12 |
120511 |
2899.5 |
2910.0 |
2841.5 |
2889.0 |
-28.8 |
46,846 |
61,104 |
-3 |
Sep12 |
120511 |
2903.0 |
2911.0 |
2860.0 |
2894.7 |
-28.9 |
1,859 |
8,902 |
-246 |
Dec12 |
120511 |
2900.0 |
2919.0 |
2857.5 |
2901.5 |
-29.0 |
1,523 |
17,256 |
-92 |
Mar13 |
120511 |
2858.5 |
2904.8 |
2858.5 |
2904.8 |
-28.8 |
89 |
2,873 |
+31 |
May13 |
120511 |
2906.0 |
2906.0 |
2906.0 |
2906.0 |
-28.8 |
83 |
1,805 |
+7 |
Jul13 |
120511 |
2890.0 |
2907.4 |
2880.0 |
2907.4 |
-28.7 |
238 |
3,194 |
-108 |
Total Volume and Open Interest |
52,159 |
113,479 |
-70 |
Platinum(NYMEX) |
Jul12 |
120511 |
1486.1 |
1489.6 |
1461.0 |
1471.4 |
-22.4 |
8,363 |
40,372 |
-95 |
Oct12 |
120511 |
1487.0 |
1487.0 |
1465.5 |
1474.7 |
-22.8 |
163 |
2,551 |
+96 |
Jan13 |
120511 |
1485.4 |
1485.4 |
1470.2 |
1477.0 |
-22.8 |
2 |
166 |
+1 |
Apr13 |
120511 |
1492.0 |
1492.0 |
1477.0 |
1477.0 |
-22.8 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,528 |
43,093 |
+2 |
Palladium(NYMEX) |
Jun12 |
120511 |
613.85 |
616.50 |
599.25 |
603.40 |
-11.95 |
6,051 |
17,474 |
-896 |
Sep12 |
120511 |
613.15 |
613.15 |
601.95 |
605.15 |
-12.00 |
980 |
4,153 |
+761 |
Dec12 |
120511 |
606.30 |
606.30 |
606.30 |
606.30 |
-12.00 |
10 |
50 |
+1 |
Total Volume and Open Interest |
7,043 |
21,684 |
-132 |
Copper(CMX) |
May12 |
120511 |
367.40 |
368.10 |
363.00 |
364.85 |
-4.30 |
558 |
2,302 |
-322 |
Jul12 |
120511 |
367.95 |
368.35 |
361.65 |
364.80 |
-4.25 |
69,031 |
75,595 |
-868 |
Sep12 |
120511 |
367.40 |
368.50 |
362.00 |
365.10 |
-4.20 |
5,123 |
25,998 |
+431 |
Dec12 |
120511 |
368.30 |
368.40 |
362.90 |
365.70 |
-4.25 |
2,036 |
21,215 |
+164 |
Mar13 |
120511 |
365.55 |
366.05 |
365.55 |
366.05 |
-4.40 |
275 |
5,345 |
+127 |
Total Volume and Open Interest |
77,596 |
144,083 |
-500 |
DJIA Index(CBOT) |
Jun12 |
120511 |
12754 |
12868 |
12751 |
12788 |
-46 |
1,664 |
13,812 |
+1,520 |
Sep12 |
120511 |
12717 |
12765 |
12717 |
12717 |
-48 |
0 |
2 |
+0 |
Dec12 |
120511 |
12636 |
12684 |
12636 |
12636 |
-48 |
0 |
1 |
+0 |
Mar13 |
120511 |
12569 |
12617 |
12569 |
12569 |
-48 |
|
|
|
Total Volume and Open Interest |
1,664 |
13,815 |
+1,520 |
E-mini DJIA Index(CBOT) |
Jun12 |
120511 |
12833 |
12883 |
12723 |
12788 |
-46 |
208,761 |
103,846 |
+430 |
Sep12 |
120511 |
12700 |
12784 |
12665 |
12717 |
-48 |
116 |
300 |
+95 |
Dec12 |
120511 |
12600 |
12636 |
12600 |
12636 |
-48 |
3 |
25 |
-1 |
Mar13 |
120511 |
12569 |
12569 |
12569 |
12569 |
-48 |
|
|
|
Total Volume and Open Interest |
208,880 |
104,171 |
+524 |
S & P 500(CME) |
Jun12 |
120511 |
1357.40 |
1363.00 |
1344.40 |
1350.00 |
-7.60 |
11,726 |
239,643 |
+1,865 |
Sep12 |
120511 |
1354.30 |
1354.30 |
1340.20 |
1343.60 |
-7.60 |
86 |
5,050 |
+42 |
Dec12 |
120511 |
1337.00 |
1347.70 |
1333.60 |
1337.00 |
-7.60 |
67 |
6,461 |
+36 |
Mar13 |
120511 |
1330.50 |
1341.20 |
1327.10 |
1330.50 |
-7.60 |
|
|
|
Total Volume and Open Interest |
11,879 |
251,155 |
+1,943 |
S & P 500 E-Mini(Globex) |
Jun12 |
120511 |
1357.50 |
1363.25 |
1344.00 |
1350.00 |
-7.50 |
2,523,438 |
2,856,301 |
+23,825 |
Sep12 |
120511 |
1350.75 |
1356.00 |
1338.25 |
1343.50 |
-7.75 |
5,166 |
32,053 |
+1,750 |
Total Volume and Open Interest |
2,528,663 |
2,893,041 |
+25,512 |
NASDAQ 100(CME) |
Jun12 |
120511 |
2619.00 |
2640.00 |
2600.50 |
2610.80 |
-8.00 |
1,923 |
22,137 |
+1,523 |
Sep12 |
120511 |
2605.50 |
2630.00 |
2604.00 |
2605.50 |
-7.80 |
0 |
3 |
+0 |
Dec12 |
120511 |
2598.80 |
2606.50 |
2598.80 |
2598.80 |
-7.70 |
|
|
|
Total Volume and Open Interest |
1,923 |
22,140 |
+1,523 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120511 |
2619.30 |
2640.30 |
2597.50 |
2610.80 |
-8.00 |
373,576 |
411,718 |
-5,894 |
Sep12 |
120511 |
2606.50 |
2633.00 |
2603.80 |
2605.50 |
-7.80 |
227 |
136 |
-200 |
Total Volume and Open Interest |
373,805 |
411,879 |
-6,092 |
S & P Midcap 400(CME) |
Jun12 |
120511 |
963.20 |
968.00 |
956.00 |
963.20 |
-1.10 |
0 |
1,918 |
+0 |
Sep12 |
120511 |
960.20 |
961.30 |
960.20 |
960.20 |
-1.10 |
|
|
|
Dec12 |
120511 |
958.20 |
959.30 |
958.20 |
958.20 |
-1.10 |
|
|
|
Total Volume and Open Interest |
0 |
1,918 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120511 |
9070 |
9070 |
8935 |
8970 |
-100 |
11,392 |
38,456 |
-2,688 |
Sep12 |
120511 |
8985 |
9085 |
8985 |
8985 |
-100 |
0 |
2 |
+0 |
Total Volume and Open Interest |
11,392 |
38,458 |
-2,688 |
Nikkei 225(SGX) |
Jun12 |
120511 |
9035 |
9095 |
8935 |
8950 |
-65 |
121,973 |
250,143 |
+5,478 |
Sep12 |
120511 |
9045 |
9045 |
8940 |
8940 |
-70 |
302 |
8,259 |
+300 |
Dec12 |
120511 |
8885 |
8885 |
8885 |
8885 |
-65 |
0 |
5,904 |
+0 |
Total Volume and Open Interest |
125,811 |
273,340 |
+8,319 |
CAC 40(EURONEXT) |
May12 |
120511 |
3094.5 |
3133.5 |
3074.5 |
3127.5 |
+9.5 |
155,938 |
399,346 |
-14,727 |
Jun12 |
120511 |
3063.0 |
3101.5 |
3046.5 |
3098.5 |
+9.0 |
1,907 |
37,722 |
+112 |
Jul12 |
120511 |
3088.5 |
3088.5 |
3088.5 |
3088.5 |
+10.5 |
1 |
280 |
+17 |
Total Volume and Open Interest |
157,846 |
437,471 |
-14,598 |
Hang Seng Index(HKFE) |
May12 |
120511 |
19850 |
19893 |
19692 |
19744 |
-179 |
74,688 |
89,474 |
-58 |
Jun12 |
120511 |
19691 |
19691 |
19498 |
19543 |
-189 |
707 |
9,140 |
-36 |
Total Volume and Open Interest |
75,477 |
100,742 |
-61 |
DAX(EUREX) |
Jun12 |
120511 |
6461.0 |
6593.0 |
6448.0 |
6585.0 |
+65.5 |
208,864 |
183,951 |
+2,335 |
Sep12 |
120511 |
6469.0 |
6599.0 |
6457.0 |
6591.0 |
+65.5 |
442 |
3,624 |
-124 |
Dec12 |
120511 |
6463.5 |
6597.5 |
6463.5 |
6597.5 |
+65.0 |
57 |
416 |
+3 |
Total Volume and Open Interest |
209,363 |
187,991 |
+2,214 |
FT-SE 100(EURONEXT) |
Jun12 |
120511 |
5502.50 |
5566.00 |
5477.00 |
5557.50 |
+31.00 |
122,577 |
574,521 |
+5,211 |
Sep12 |
120511 |
5460.00 |
5516.00 |
5440.00 |
5516.00 |
+31.00 |
22 |
5,236 |
-4 |
Dec12 |
120511 |
5495.50 |
5495.50 |
5495.50 |
5495.50 |
+31.00 |
0 |
360 |
+0 |
Total Volume and Open Interest |
122,599 |
580,117 |
+5,207 |
SPI 200(SFE) |
Jun12 |
120511 |
4303.0 |
4320.0 |
4271.0 |
4285.0 |
-16.0 |
37,599 |
204,364 |
-6,866 |
Sep12 |
120511 |
4261.0 |
4261.0 |
4247.0 |
4247.0 |
-15.0 |
49 |
2,631 |
-44 |
Dec12 |
120511 |
4248.0 |
4248.0 |
4248.0 |
4248.0 |
-14.0 |
103 |
2,118 |
+54 |
Total Volume and Open Interest |
37,848 |
212,454 |
-6,862 |
GSCI(CME) |
May12 |
120511 |
640.00 |
646.25 |
639.50 |
640.60 |
-5.40 |
2,094 |
4,301 |
-1,581 |
Jun12 |
120511 |
640.55 |
646.65 |
640.00 |
641.00 |
-5.50 |
1,941 |
4,519 |
+1,600 |
Jul12 |
120511 |
637.00 |
643.00 |
637.00 |
637.00 |
-5.50 |
|
|
|
Total Volume and Open Interest |
4,035 |
8,820 |
+19 |
Reuters CCI(ICE) |
Jun12 |
120511 |
291.90 |
291.90 |
291.90 |
291.90 |
-2.70 |
|
|
|
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. |
|
|